13F-HR 1 h14653e13fvhr.txt A I M MANAGEMENT GROUP INC. - DATED 3/31/2004 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2004 Check here if Amendment [ ]; Amendment Number: ____________ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: 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: Kevin Carome Title: Senior Vice President, Secretary and General Counsel Phone: (713) 214-1191 Signature, Place, and Date of Signing: _____________________________ Houston, Texas 5/12/04 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 6 Form 13F Information Table Entry Total: 3,198 Form 13F Information Table Value Total: $60,521,498 (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 ------------------------- -------- --------- -------- ------------------- ---------- -------- ------------------------ TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------- -------- --------- -------- --------- --- ---- ---------- -------- ---------- ------ ---- 3M CO COMMON 88579Y101 133,529 1,630,990 SH DEFINED 1 1,630,990 3M CO COMMON 88579Y101 36,842 450,000 SH DEFINED 1,2 450,000 3M CO COMMON 88579Y101 4,798 58,600 SH DEFINED 1,4 58,600 3M CO COMMON 88579Y101 15,071 184,080 SH DEFINED 2 184,080 3M CO COMMON 88579Y101 393 4,800 SH DEFINED 2,3 4,800 3M CO COMMON 88579Y101 59 723 SH DEFINED 5 723 99 CENTS ONLY STORES COMMON 65440K106 7,448 305,000 SH DEFINED 1 305,000 99 CENTS ONLY STORES COMMON 65440K106 1,617 66,200 SH DEFINED 2 66,200 A T & T WIRELESS SERVICES COMMON 00209A106 5 370 SH DEFINED 1 370 ABBOTT LABORATORIES COMMON 002824100 50,645 1,232,240 SH DEFINED 1 1,232,240 ABBOTT LABORATORIES COMMON 002824100 32,469 790,000 SH DEFINED 1,2 790,000 ABBOTT LABORATORIES COMMON 002824100 3,863 94,000 SH DEFINED 1,4 94,000 ABBOTT LABORATORIES COMMON 002824100 3,239 78,800 SH DEFINED 2 78,800 ABBOTT LABORATORIES COMMON 002824100 452 11,000 SH DEFINED 6 11,000 ABLE LABORATORIES INC COMMON 00371N407 781 40,000 SH DEFINED 1 40,000 ACADIA REALTY TRUST COMMON 004239109 2,469 175,000 SH DEFINED 1 175,000 ACCELR8 TECHNOLOGY CORP COMMON 004304200 72 29,424 SH DEFINED 1 29,424 ACCELR8 TECHNOLOGY CORP COMMON 004304200 0 61 SH DEFINED 1,4 61 ACCELR8 TECHNOLOGY CORP COMMON 004304200 1 578 SH DEFINED 2,3 578 ACCENTURE LTD CL A COMMON G1150G111 85,171 3,434,300 SH DEFINED 1 3,434,300 ACCENTURE LTD CL A COMMON G1150G111 37,200 1,500,000 SH DEFINED 1,2 1,500,000 ACCENTURE LTD CL A COMMON G1150G111 3,926 158,300 SH DEFINED 2 158,300 ACCENTURE LTD CL A COMMON G1150G111 154 6,200 SH DEFINED 2,3 6,200 ACCREDO HEALTH INC COMMON 00437V104 13,910 365,100 SH DEFINED 1 365,100 ACCREDO HEALTH INC COMMON 00437V104 3,343 87,749 SH DEFINED 2 87,749 ACCREDO HEALTH INC COMMON 00437V104 286 7,500 SH DEFINED 6 7,500
Page 1 / 114 ACE LTD COMMON G0070K103 325,508 7,630,294 SH DEFINED 1 7,630,294 ACE LTD COMMON G0070K103 31,995 750,000 SH DEFINED 1,2 750,000 ACE LTD COMMON G0070K103 606 14,200 SH DEFINED 1,4 14,200 ACE LTD COMMON G0070K103 8,464 198,400 SH DEFINED 2 198,400 ACE LTD COMMON G0070K103 520 12,200 SH DEFINED 2,3 12,200 ACE LTD COMMON G0070K103 37,355 875,636 SH DEFINED 5 875,636 ACTEL CORP COMMON 004934105 7,936 350,700 SH DEFINED 1 350,700 ACTEL CORP COMMON 004934105 1,962 86,700 SH DEFINED 2 86,700 ACTIVCARD CORP COMMON 00506J107 192 29,700 SH DEFINED 1 29,700 ACTIVISION INC COMMON 004930202 11,025 696,900 SH DEFINED 1 696,900 ACTIVISION INC COMMON 004930202 2,632 166,350 SH DEFINED 2 166,350 ACXIOM CORP COMMON 005125109 18,243 830,750 SH DEFINED 1 830,750 ACXIOM CORP COMMON 005125109 57 2,600 SH DEFINED 1,4 2,600 ACXIOM CORP COMMON 005125109 1,443 65,700 SH DEFINED 2 65,700 ACXIOM CORP COMMON 005125109 103 4,700 SH DEFINED 2,3 4,700 ADECCO SA-ADR COMMON 006754105 1,730 125,000 SH DEFINED 1 125,000 ADECCO SA-ADR COMMON 006754105 75 5,405 SH DEFINED 5 5,405 ADMINISTAFF INC COMMON 007094105 9,416 540,200 SH DEFINED 1 540,200 ADMINISTAFF INC COMMON 007094105 1,855 106,400 SH DEFINED 2 106,400 ADOBE SYSTEMS INC COMMON 00724F101 33,417 847,510 SH DEFINED 1 847,510 ADOBE SYSTEMS INC COMMON 00724F101 2,035 51,600 SH DEFINED 1,4 51,600 ADOBE SYSTEMS INC COMMON 00724F101 3,939 99,900 SH DEFINED 2 99,900 ADOBE SYSTEMS INC COMMON 00724F101 106 2,700 SH DEFINED 2,3 2,700 ADOBE SYSTEMS INC COMMON 00724F101 203 5,163 SH DEFINED 5 5,163 ADOLOR CORP COMMON 00724X102 2,330 155,000 SH DEFINED 1 155,000 ADTRAN INC COMMON 00738A106 27,114 902,900 SH DEFINED 1 902,900 ADTRAN INC COMMON 00738A106 75 2,500 SH DEFINED 1,4 2,500 ADTRAN INC COMMON 00738A106 3,327 110,800 SH DEFINED 2 110,800 ADTRAN INC COMMON 00738A106 144 4,800 SH DEFINED 2,3 4,800 ADTRAN INC COMMON 00738A106 116 3,871 SH DEFINED 5 3,871
Page 2 / 114 ADVANCE AUTO PARTS COMMON 00751Y106 27,298 671,200 SH DEFINED 1 671,200 ADVANCE AUTO PARTS COMMON 00751Y106 1,476 36,300 SH DEFINED 2 36,300 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 9,446 428,800 SH DEFINED 1 428,800 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 40 1,800 SH DEFINED 1,4 1,800 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 941 42,700 SH DEFINED 2 42,700 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 82 3,700 SH DEFINED 2,3 3,700 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 131 5,923 SH DEFINED 5 5,923 ADVANCED MICRO DEVICES INC COMMON 007903107 101 6,200 SH DEFINED 1 6,200 ADVANCED NEUROMODULATION SYSEMS COMMON 00757T101 11,007 305,000 SH DEFINED 1 305,000 ADVANCED NEUROMODULATION SYSEMS COMMON 00757T101 1,906 52,799 SH DEFINED 2 52,799 ADVO INC COMMON 007585102 5,394 167,400 SH DEFINED 1 167,400 AEROFLEX INC COMMON 007768104 30,053 2,232,800 SH DEFINED 1 2,232,800 AEROFLEX INC COMMON 007768104 2,619 194,600 SH DEFINED 2 194,600 AEROPOSTALE INC COMMON 007865108 29,708 819,300 SH DEFINED 1 819,300 AEROPOSTALE INC COMMON 007865108 2,371 65,400 SH DEFINED 1,4 65,400 AEROPOSTALE INC COMMON 007865108 4,068 112,200 SH DEFINED 2 112,200 AEROPOSTALE INC COMMON 007865108 127 3,500 SH DEFINED 2,3 3,500 AES TRUST VII CVT PRFD CONVERT 00103V305 10,621 232,145 SH DEFINED 1 232,145 AES TRUST VII CVT PRFD CONVERT 00103V305 131 2,855 SH DEFINED 2,3 2,855 AETNA INC COMMON 00817Y108 41,616 463,840 SH DEFINED 1 463,840 AETNA INC COMMON 00817Y108 102,613 1,143,700 SH DEFINED 1,2 1,143,700 AETNA INC COMMON 00817Y108 5,419 60,400 SH DEFINED 2 60,400 AETNA INC COMMON 00817Y108 650 7,250 SH DEFINED 2,3 7,250 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 65,001 1,252,420 SH DEFINED 1 1,252,420 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 540 10,400 SH DEFINED 1,4 10,400 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 7,583 146,100 SH DEFINED 2 146,100 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 125 2,400 SH DEFINED 2,3 2,400 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 11,412 219,879 SH DEFINED 5 219,879
Page 3 / 114 AFFILIATED MANAGERS GROUP INC COMMON 008252108 50,579 926,700 SH DEFINED 1 926,700 AFFILIATED MANAGERS GROUP INC COMMON 008252108 74 1,350 SH DEFINED 1,4 1,350 AFFILIATED MANAGERS GROUP INC COMMON 008252108 4,012 73,500 SH DEFINED 2 73,500 AFFILIATED MANAGERS GROUP INC COMMON 008252108 139 2,550 SH DEFINED 2,3 2,550 AFFYMETRIX INC COMMON 00826T108 8,242 244,200 SH DEFINED 1 244,200 AFFYMETRIX INC COMMON 00826T108 1,995 59,100 SH DEFINED 2 59,100 AFLAC INC COMMON 001055102 10,142 252,660 SH DEFINED 1 252,660 AFLAC INC COMMON 001055102 341 8,500 SH DEFINED 2 8,500 AGERE SYSTEMS INC CL A COMMON 00845V100 1,040 324,100 SH DEFINED 1 324,100 AGILENT TECHNOLOGIES INC COMMON 00846U101 83,098 2,627,200 SH DEFINED 1 2,627,200 AGILENT TECHNOLOGIES INC COMMON 00846U101 105,961 3,350,000 SH DEFINED 1,2 3,350,000 AGILENT TECHNOLOGIES INC COMMON 00846U101 2,239 70,800 SH DEFINED 1,4 70,800 AGILENT TECHNOLOGIES INC COMMON 00846U101 15,344 485,100 SH DEFINED 2 485,100 AGILENT TECHNOLOGIES INC COMMON 00846U101 705 22,300 SH DEFINED 2,3 22,300 AGILENT TECHNOLOGIES INC COMMON 00846U101 316 10,000 SH DEFINED 6 10,000 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 20,908 417,150 SH DEFINED 1 417,150 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 8,904 177,650 SH DEFINED 2 177,650 AIRGAS INC COMMON 009363102 19,711 925,400 SH DEFINED 1 925,400 AIRGAS INC COMMON 009363102 266 12,500 SH DEFINED 6 12,500 AIRGATE PCS INC COMMON 009367301 2,666 177,715 SH DEFINED 1 177,715 AIRGATE PCS INC COMMON 009367301 22 1,472 SH DEFINED 2,3 1,472 AIRTRAN HOLDINGS INC COMMON 00949P108 9,012 758,600 SH DEFINED 1 758,600 AIRTRAN HOLDINGS INC COMMON 00949P108 1,544 130,000 SH DEFINED 2 130,000 AKAMAI TECHNOLOGIES COMMON 00971T101 1,971 150,000 SH DEFINED 1 150,000 ALAMOSA HOLDINGS SER B CONVERT 011589207 3,047 6,526 SH DEFINED 1 6,526 ALAMOSA HOLDINGS SER B CONVERT 011589207 24 51 SH DEFINED 2,3 51 ALCAN INC COMMON 013716105 13,773 307,500 SH DEFINED 1,4 307,500 ALCATEL SA ADR COMMON 013904305 187 11,820 SH DEFINED 1 11,820
Page 4 / 114 ALCOA INC COMMON 013817101 114,748 3,307,800 SH DEFINED 1 3,307,800 ALCOA INC COMMON 013817101 1,533 44,200 SH DEFINED 1,4 44,200 ALCOA INC COMMON 013817101 11,399 328,600 SH DEFINED 2 328,600 ALCON INC COMMON H01301102 39,837 629,330 SH DEFINED 1 629,330 ALCON INC COMMON H01301102 55,388 875,000 SH DEFINED 1,2 875,000 ALCON INC COMMON H01301102 13,926 220,000 SH DEFINED 1,4 220,000 ALCON INC COMMON H01301102 5,482 86,610 SH DEFINED 2 86,610 ALCON INC COMMON H01301102 317 5,000 SH DEFINED 2,3 5,000 ALCON INC COMMON H01301102 63 990 SH DEFINED 5 990 ALEXION PHARMACEUTICALS INC COMMON 015351109 1,188 50,000 SH DEFINED 1 50,000 ALEXION PHARMACEUTICALS INC COMMON 015351109 109 4,600 SH DEFINED 2 4,600 ALLERGAN INC COMMON 018490102 39,606 470,600 SH DEFINED 1 470,600 ALLERGAN INC COMMON 018490102 11,176 132,800 SH DEFINED 2 132,800 ALLERGAN INC COMMON 018490102 118 1,400 SH DEFINED 2,3 1,400 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 86,678 2,583,560 SH DEFINED 1 2,583,560 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 225 6,700 SH DEFINED 1,4 6,700 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 7,535 224,600 SH DEFINED 2 224,600 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 413 12,300 SH DEFINED 2,3 12,300 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 315 9,392 SH DEFINED 5 9,392 ALLIANCE GAMING CORP COMMON 01859P609 13,013 405,000 SH DEFINED 1 405,000 ALLIANCE GAMING CORP COMMON 01859P609 3,126 97,300 SH DEFINED 2 97,300 ALLIANT TECHSYSTEMS INC COMMON 018804104 17,487 321,450 SH DEFINED 1 321,450 ALLIED DEFENSE GROUP INC COMMON 019118108 1,638 85,000 SH DEFINED 1 85,000 ALLSTATE CORP COMMON 020002101 27,276 600,000 SH DEFINED 1 600,000 ALLSTATE CORP COMMON 020002101 7,287 160,300 SH DEFINED 2 160,300 ALLSTATE CORP COMMON 020002101 245 5,400 SH DEFINED 2,3 5,400 ALLTEL CORP COMMON 020039103 16,274 326,200 SH DEFINED 1 326,200 ALLTEL CORP COMMON 020039103 34,923 700,000 SH DEFINED 1,2 700,000 ALLTEL CORP COMMON 020039103 6,810 136,500 SH DEFINED 1,4 136,500 ALLTEL CORP COMMON 020039103 319 6,400 SH DEFINED 2 6,400
Page 5 / 114 ALTERA CORP COMMON 021441100 38,192 1,867,570 SH DEFINED 1 1,867,570 ALTERA CORP COMMON 021441100 113 5,550 SH DEFINED 1,4 5,550 ALTERA CORP COMMON 021441100 3,681 180,020 SH DEFINED 2 180,020 ALTERA CORP COMMON 021441100 196 9,600 SH DEFINED 2,3 9,600 ALTERA CORP COMMON 021441100 116 5,641 SH DEFINED 5 5,641 ALTRIA GROUP INC COMMON 02209S103 975 17,900 SH DEFINED 1 17,900 ALTRIA GROUP INC COMMON 02209S103 5 99 SH DEFINED 5 99 ALUMINUM CORP OF CHINA -ADR COMMON 022276109 404 4,900 SH DEFINED 1 4,900 AMAZON.COM INC COMMON 023135106 10,738 248,100 SH DEFINED 1 248,100 AMAZON.COM INC COMMON 023135106 41,116 950,000 SH DEFINED 1,2 950,000 AMAZON.COM INC COMMON 023135106 1,104 25,500 SH DEFINED 2 25,500 AMAZON.COM INC COMMON 023135106 346 8,000 SH DEFINED 2,3 8,000 AMBAC INC COMMON 023139108 11 150 SH DEFINED 1 150 AMBAC INC COMMON 023139108 27 360 SH DEFINED 5 360 AMCOR LTD ADR COMMON 02341R302 107 4,350 SH DEFINED 5 4,350 AMDOCS LTD COMMON G02602103 29,909 1,076,240 SH DEFINED 1 1,076,240 AMDOCS LTD COMMON G02602103 814 29,300 SH DEFINED 2 29,300 AMERADA HESS CORP COMMON 023551104 57,453 880,100 SH DEFINED 1 880,100 AMERADA HESS CORP COMMON 023551104 37,862 580,000 SH DEFINED 1,2 580,000 AMERADA HESS CORP COMMON 023551104 588 9,000 SH DEFINED 1,4 9,000 AMERADA HESS CORP COMMON 023551104 5,085 77,900 SH DEFINED 2 77,900 AMERADA HESS CORP COMMON 023551104 39 600 SH DEFINED 2,3 600 AMERADA HESS CORP COMMON 023551104 12,192 186,768 SH DEFINED 5 186,768 AMEREN CORP COMMON 023608102 585 12,700 SH DEFINED 1 12,700 AMERICA MOVIL SER L ADR COMMON 02364W105 37,820 978,536 SH DEFINED 1 978,536 AMERICA MOVIL SER L ADR COMMON 02364W105 5,678 146,900 SH DEFINED 1,4 146,900 AMERICA MOVIL SER L ADR COMMON 02364W105 367 9,500 SH DEFINED 2 9,500 AMERICAN AXLE & MFG HOLDINGS COMMON 024061103 6,814 184,900 SH DEFINED 1 184,900 AMERICAN AXLE & MFG HOLDINGS COMMON 024061103 1,596 43,300 SH DEFINED 2 43,300 AMERICAN CAPITAL STRATEGIES LTD COMMON 024937104 12,282 369,500 SH DEFINED 1 369,500
Page 6 / 114 AMERICAN ELECTRIC POWER COMMON 025537101 313 9,500 SH DEFINED 1 9,500 AMERICAN EXPRESS CO COMMON 025816109 181,981 3,509,750 SH DEFINED 1 3,509,750 AMERICAN EXPRESS CO COMMON 025816109 114,070 2,200,000 SH DEFINED 1,2 2,200,000 AMERICAN EXPRESS CO COMMON 025816109 30,627 590,690 SH DEFINED 2 590,690 AMERICAN EXPRESS CO COMMON 025816109 635 12,250 SH DEFINED 2,3 12,250 AMERICAN EXPRESS CO COMMON 025816109 34 657 SH DEFINED 5 657 AMERICAN FINANCIAL GROUP INC COMMON 025932104 4,228 141,730 SH DEFINED 1 141,730 AMERICAN FINANCIAL REALTY TRUST COMMON 02607P107 14,340 846,000 SH DEFINED 1 846,000 AMERICAN HOME MORTGAGE INVESTMENTS COMMON 02660R107 6,048 210,000 SH DEFINED 1 210,000 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 379,983 5,325,620 SH DEFINED 1 5,325,620 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 99,890 1,400,000 SH DEFINED 1,2 1,400,000 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 39,813 558,000 SH DEFINED 2 558,000 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 535 7,500 SH DEFINED 2,3 7,500 AMERICAN ITALIAN PASTA CO COMMON 027070101 1,398 35,000 SH DEFINED 1 35,000 AMERICAN MEDICAL SECURITY GROUP COMMON 02744P101 5,468 204,700 SH DEFINED 1 204,700 AMERICAN MEDICAL SYS HOLDINGS COMMON 02744M108 5,963 225,000 SH DEFINED 1 225,000 AMERICAN MEDICAL SYS HOLDINGS COMMON 02744M108 1,436 54,200 SH DEFINED 2 54,200 AMERICAN PHARMACEUTICAL PARTNERS COMMON 02886P109 12,115 258,100 SH DEFINED 1 258,100 AMERICAN PHARMACEUTICAL PARTNERS COMMON 02886P109 2,929 62,400 SH DEFINED 2 62,400 AMERICAN POWER CONVERSION CORP COMMON 029066107 927 40,300 SH DEFINED 1 40,300 AMERICAN STANDARD CO COMMON 029712106 320,104 2,814,100 SH DEFINED 1 2,814,100 AMERICAN STANDARD CO COMMON 029712106 36,286 319,000 SH DEFINED 1,2 319,000 AMERICAN STANDARD CO COMMON 029712106 3,742 32,900 SH DEFINED 2 32,900 AMERICAN STANDARD CO COMMON 029712106 501 4,400 SH DEFINED 2,3 4,400 AMERICAN STANDARD CO COMMON 029712106 19,395 170,510 SH DEFINED 5 170,510 AMERICAN TOWER 144A WTS 08/01/08 COMMON 03027R111 1,164 7,325 SH DEFINED 1 7,325 AMERICAN TOWER 144A WTS 08/01/08 COMMON 03027R111 7 45 SH DEFINED 2,3 45
Page 7 / 114 AMERICA'S CAR-MART INC COMMON 03062T105 1,348 50,000 SH DEFINED 1 50,000 AMERICREDIT CORP COMMON 03060R101 14,758 866,600 SH DEFINED 1 866,600 AMERISOURCEBERGEN CORP COMMON 03073E105 41,383 756,830 SH DEFINED 1 756,830 AMERISOURCEBERGEN CORP COMMON 03073E105 44,422 812,400 SH DEFINED 1,2 812,400 AMERISOURCEBERGEN CORP COMMON 03073E105 479 8,760 SH DEFINED 1,4 8,760 AMERISOURCEBERGEN CORP COMMON 03073E105 8,625 157,740 SH DEFINED 2 157,740 AMERISOURCEBERGEN CORP COMMON 03073E105 220 4,030 SH DEFINED 2,3 4,030 AMERISOURCEBERGEN CORP COMMON 03073E105 11,099 202,979 SH DEFINED 5 202,979 AMERITRADE HOLDING CORP-CL A COMMON 03074K100 24,089 1,564,190 SH DEFINED 1 1,564,190 AMERITRADE HOLDING CORP-CL A COMMON 03074K100 23,100 1,500,000 SH DEFINED 1,2 1,500,000 AMERITRADE HOLDING CORP-CL A COMMON 03074K100 2,663 172,890 SH DEFINED 2 172,890 AMERITRADE HOLDING CORP-CL A COMMON 03074K100 193 12,500 SH DEFINED 2,3 12,500 AMERITRADE HOLDING CORP-CL A COMMON 03074K100 34 2,180 SH DEFINED 5 2,180 AMGEN INC COMMON 031162100 316,106 5,434,180 SH DEFINED 1 5,434,180 AMGEN INC COMMON 031162100 63,679 1,094,700 SH DEFINED 1,2 1,094,700 AMGEN INC COMMON 031162100 27,084 465,600 SH DEFINED 2 465,600 AMGEN INC COMMON 031162100 535 9,200 SH DEFINED 2,3 9,200 AMGEN INC COMMON 031162100 291 5,000 SH DEFINED 6 5,000 AMIS HOLDINGS INC COMMON 031538101 28,729 1,770,100 SH DEFINED 1 1,770,100 AMIS HOLDINGS INC COMMON 031538101 65 4,000 SH DEFINED 1,4 4,000 AMIS HOLDINGS INC COMMON 031538101 3,882 239,200 SH DEFINED 2 239,200 AMIS HOLDINGS INC COMMON 031538101 128 7,900 SH DEFINED 2,3 7,900 AMIS HOLDINGS INC COMMON 031538101 284 17,500 SH DEFINED 6 17,500 AMKOR TECHNOLOGIES INC COMMON 031652100 8,101 553,700 SH DEFINED 1 553,700 AMKOR TECHNOLOGIES INC COMMON 031652100 2,385 163,000 SH DEFINED 2 163,000 AMPHENOL CORP CL A COMMON 032095101 47,216 1,589,760 SH DEFINED 1 1,589,760 AMPHENOL CORP CL A COMMON 032095101 463 15,600 SH DEFINED 1,4 15,600 AMPHENOL CORP CL A COMMON 032095101 3,932 132,400 SH DEFINED 2 132,400 AMPHENOL CORP CL A COMMON 032095101 36 1,200 SH DEFINED 2,3 1,200 AMR CORPORATION - DEL COMMON 001765106 1,464 115,000 SH DEFINED 1 115,000 AMR CORPORATION - DEL COMMON 001765106 1,451 114,000 SH DEFINED 2 114,000
Page 8 / 114 AMSOUTH BANCORPORATION COMMON 032165102 25,953 1,103,900 SH DEFINED 1 1,103,900 AMSOUTH BANCORPORATION COMMON 032165102 322 13,700 SH DEFINED 1,4 13,700 AMSOUTH BANCORPORATION COMMON 032165102 3,015 128,250 SH DEFINED 2 128,250 AMSOUTH BANCORPORATION COMMON 032165102 28 1,200 SH DEFINED 2,3 1,200 AMSURG CORP COMMON 03232P405 6,898 303,750 SH DEFINED 1 303,750 AMSURG CORP COMMON 03232P405 1,676 73,800 SH DEFINED 2 73,800 AMYLIN PHARMACEUTICALS, INC COMMON 032346108 4,027 170,000 SH DEFINED 1 170,000 AMYLIN PHARMACEUTICALS, INC COMMON 032346108 284 12,000 SH DEFINED 6 12,000 ANADARKO PETROLEUM CORP COMMON 032511107 3 50 SH DEFINED 1 50 ANADIGICS INC COMMON 032515108 1,555 250,000 SH DEFINED 1 250,000 ANALOG DEVICES INC COMMON 032654105 258,340 5,380,970 SH DEFINED 1 5,380,970 ANALOG DEVICES INC COMMON 032654105 189,640 3,950,000 SH DEFINED 1,2 3,950,000 ANALOG DEVICES INC COMMON 032654105 106 2,200 SH DEFINED 1,4 2,200 ANALOG DEVICES INC COMMON 032654105 29,514 614,740 SH DEFINED 2 614,740 ANALOG DEVICES INC COMMON 032654105 1,359 28,300 SH DEFINED 2,3 28,300 ANALOG DEVICES INC COMMON 032654105 74 1,546 SH DEFINED 5 1,546 ANALOGIC CORP COMMON 032657207 910 20,000 SH DEFINED 1 20,000 ANCHOR GLASS CONTAINER CORP COMMON 03304B300 1,190 75,330 SH DEFINED 1 75,330 ANDREW CORP COMMON 034425108 9,370 535,400 SH DEFINED 1 535,400 ANDREW CORP COMMON 034425108 263 15,000 SH DEFINED 6 15,000 ANGIOTECH PHARMACEUTICALS INC COMMON 034918102 7,079 290,000 SH DEFINED 1 290,000 ANGIOTECH PHARMACEUTICALS INC COMMON 034918102 4,235 173,500 SH DEFINED 1,4 173,500 ANGIOTECH PHARMACEUTICALS INC COMMON 034918102 2,688 110,100 SH DEFINED 2 110,100 ANHEUSER-BUSCH COS INC COMMON 035229103 464 9,100 SH DEFINED 1 9,100 ANIXTER INTERNATIONAL INC. COMMON 035290105 2,825 100,000 SH DEFINED 1 100,000 ANN TAYLOR STORES INC COMMON 036115103 578 13,500 SH DEFINED 1 13,500 ANTEON INTERNATIONAL CORP COMMON 03674E108 12,712 440,000 SH DEFINED 1 440,000 ANTEON INTERNATIONAL CORP COMMON 03674E108 2,256 78,100 SH DEFINED 2 78,100
Page 9 / 114 ANTHEM INC COMMON 03674B104 122,982 1,356,820 SH DEFINED 1 1,356,820 ANTHEM INC COMMON 03674B104 7,251 80,000 SH DEFINED 2 80,000 ANTIGENICS INC COMMON 037032109 1,648 154,600 SH DEFINED 1 154,600 ANTIGENICS INC COMMON 037032109 132 12,400 SH DEFINED 2 12,400 AON CORP COMMON 037389103 15,878 568,900 SH DEFINED 1 568,900 APACHE CORP COMMON 037411105 23,478 543,850 SH DEFINED 1 543,850 APACHE CORP COMMON 037411105 492 11,400 SH DEFINED 2 11,400 APOGENT TECHNOLOGIES INC COMMON 03760A101 1,080 35,210 SH DEFINED 1 35,210 APOGENT TECHNOLOGIES INC COMMON 03760A101 77 2,500 SH DEFINED 2 2,500 APOGENT TECHNOLOGIES INC COMMON 03760A101 76 2,478 SH DEFINED 5 2,478 APOLLO GROUP INC CL A COMMON 037604105 149,320 1,734,065 SH DEFINED 1 1,734,065 APOLLO GROUP INC CL A COMMON 037604105 86,110 1,000,000 SH DEFINED 1,2 1,000,000 APOLLO GROUP INC CL A COMMON 037604105 11,230 130,420 SH DEFINED 1,4 130,420 APOLLO GROUP INC CL A COMMON 037604105 34,731 403,334 SH DEFINED 2 403,334 APOLLO GROUP INC CL A COMMON 037604105 1,144 13,285 SH DEFINED 2,3 13,285 APOLLO GROUP INC CL A COMMON 037604105 106 1,233 SH DEFINED 5 1,233 APPLE COMPUTER INC COMMON 037833100 295 10,900 SH DEFINED 1 10,900 APPLE COMPUTER INC COMMON 037833100 4,058 150,000 PUT DEFINED 1 150,000 APPLIED FILMS CORP COMMON 038197109 19,321 692,500 SH DEFINED 1 692,500 APPLIED FILMS CORP COMMON 038197109 3,169 113,600 SH DEFINED 2 113,600 APPLIED FILMS CORP COMMON 038197109 157 5,610 SH DEFINED 5 5,610 APPLIED MATERIALS INC COMMON 038222105 110,532 5,169,900 SH DEFINED 1 5,169,900 APPLIED MATERIALS INC COMMON 038222105 68,931 3,224,100 SH DEFINED 1,2 3,224,100 APPLIED MATERIALS INC COMMON 038222105 18,164 849,600 SH DEFINED 2 849,600 APPLIED MATERIALS INC COMMON 038222105 286 13,400 SH DEFINED 2,3 13,400 APPLIED MATERIALS INC COMMON 038222105 9,283 435,207 SH DEFINED 5 435,207 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 68 11,900 SH DEFINED 1 11,900 APRIA HEALTHCARE GROUP COMMON 037933108 17,213 574,900 SH DEFINED 1 574,900 AQUA AMERICA INC COMMON 03836W103 146 6,750 SH DEFINED 1 6,750
Page 10 / 114 ARAMARK CORP CL B COMMON 038521100 12,387 451,900 SH DEFINED 1 451,900 ARBITRON INC COMMON 03875Q108 6,430 159,700 SH DEFINED 1 159,700 ARBITRON INC COMMON 03875Q108 28 700 SH DEFINED 1,4 700 ARBITRON INC COMMON 03875Q108 688 17,100 SH DEFINED 2 17,100 ARBITRON INC COMMON 03875Q108 64 1,600 SH DEFINED 2,3 1,600 ARMOR HOLDINGS INC COMMON 042260109 765 23,100 SH DEFINED 1 23,100 ARRIS GROUP INC COMMON 04269Q100 4,326 470,200 SH DEFINED 1 470,200 ARRIS GROUP INC COMMON 04269Q100 391 42,500 SH DEFINED 6 42,500 ARROW ELECTRONICS INC COMMON 042735100 56 2,200 SH DEFINED 1 2,200 ASE TEST LTD COMMON Y02516105 10,748 977,100 SH DEFINED 1 977,100 ASE TEST LTD COMMON Y02516105 2,022 183,800 SH DEFINED 2 183,800 ASK JEEVES INC COMMON 045174109 3,573 100,000 SH DEFINED 1 100,000 ASML HOLDING NV COMMON N07059111 41,879 2,284,700 SH DEFINED 1 2,284,700 ASML HOLDING NV COMMON N07059111 579 31,600 SH DEFINED 1,4 31,600 ASML HOLDING NV COMMON N07059111 5,968 325,600 SH DEFINED 2 325,600 ASML HOLDING NV COMMON N07059111 38 2,100 SH DEFINED 2,3 2,100 ASML HOLDING NV COMMON N07059111 213 11,600 SH DEFINED 6 11,600 ASPECT COMMUNICATIONS CORP COMMON 04523Q102 4,731 301,900 SH DEFINED 1 301,900 ASPECT COMMUNICATIONS CORP COMMON 04523Q102 1,116 71,200 SH DEFINED 2 71,200 ASSET ACCEPTANCE CAPITAL COMMON 04543P100 5,788 311,200 SH DEFINED 1 311,200 ASSURANT INC COMMON 04621X108 521 20,700 SH DEFINED 1 20,700 ASTRAZENECA PLC ADR COMMON 046353108 173 3,703 SH DEFINED 5 3,703 ASYST TECHNOLOGIES INC COMMON 04648X107 4,150 504,300 SH DEFINED 1 504,300 ASYST TECHNOLOGIES INC COMMON 04648X107 1,014 123,200 SH DEFINED 2 123,200 AT ROAD INC COMMON 04648K105 3,068 250,000 SH DEFINED 1 250,000 ATI TECHNOLOGIES INC COMMON 001941103 587 36,000 SH DEFINED 1 36,000
Page 11 / 114 ATLAS COPCO AB ADR COMMON 049255706 81 2,277 SH DEFINED 5 2,277 ATS MEDICAL INC COMMON 002083103 7,605 1,500,000 SH DEFINED 1 1,500,000 ATS MEDICAL INC COMMON 002083103 351 69,200 SH DEFINED 2 69,200 AU OPTRONICS CORP ADR COMMON 002255107 2,368 113,300 SH DEFINED 1 113,300 AU OPTRONICS CORP ADR COMMON 002255107 96 4,608 SH DEFINED 5 4,608 AUTOBYTEL.COM INC. COMMON 05275N106 2,640 200,000 SH DEFINED 1 200,000 AUTODESK INC COMMON 052769106 24,796 784,200 SH DEFINED 1 784,200 AUTODESK INC COMMON 052769106 2,327 73,600 SH DEFINED 2 73,600 AUTOLIV INC COMMON 052800109 3,537 86,280 SH DEFINED 1 86,280 AUTOLIV INC COMMON 052800109 1,025 25,000 SH DEFINED 2 25,000 AUTOLIV INC COMMON 052800109 175 4,273 SH DEFINED 5 4,273 AUTOMATIC DATA PROCESSING INC COMMON 053015103 42,630 1,014,990 SH DEFINED 1 1,014,990 AUTOMATIC DATA PROCESSING INC COMMON 053015103 32,550 775,000 SH DEFINED 1,2 775,000 AUTOMATIC DATA PROCESSING INC COMMON 053015103 265 6,300 SH DEFINED 2 6,300 AUTOZONE INC COMMON 053332102 6,327 73,600 SH DEFINED 1 73,600 AVAYA INC COMMON 053499109 38,768 2,441,280 SH DEFINED 1 2,441,280 AVAYA INC COMMON 053499109 47,640 3,000,000 SH DEFINED 1,2 3,000,000 AVAYA INC COMMON 053499109 29 1,800 SH DEFINED 1,4 1,800 AVAYA INC COMMON 053499109 7,337 462,010 SH DEFINED 2 462,010 AVAYA INC COMMON 053499109 345 21,700 SH DEFINED 2,3 21,700 AVAYA INC COMMON 053499109 29 1,848 SH DEFINED 5 1,848 AVAYA INC COMMON 053499109 437 27,500 SH DEFINED 6 27,500 AVENTIS ADR SPONSORED COMMON 053561106 19,397 252,240 SH DEFINED 5 252,240 AVERY-DENNISON CORP COMMON 053611109 1,244 20,000 SH DEFINED 1 20,000 AVERY-DENNISON CORP COMMON 053611109 1,244 20,000 SH DEFINED 2 20,000 AVID TECHNOLOGY INC COMMON 05367P100 16,146 350,000 SH DEFINED 1 350,000 AVID TECHNOLOGY INC COMMON 05367P100 2,413 52,300 SH DEFINED 2 52,300
Page 12 / 114 AVOCENT CORP COMMON 053893103 33,534 911,500 SH DEFINED 1 911,500 AVOCENT CORP COMMON 053893103 99 2,700 SH DEFINED 1,4 2,700 AVOCENT CORP COMMON 053893103 4,729 128,550 SH DEFINED 2 128,550 AVOCENT CORP COMMON 053893103 184 5,000 SH DEFINED 2,3 5,000 AVON PRODUCTS COMMON 054303102 121,552 1,602,110 SH DEFINED 1 1,602,110 AVON PRODUCTS COMMON 054303102 22,761 300,000 SH DEFINED 1,2 300,000 AVON PRODUCTS COMMON 054303102 10,307 135,850 SH DEFINED 2 135,850 AVON PRODUCTS COMMON 054303102 334 4,400 SH DEFINED 2,3 4,400 AVON PRODUCTS COMMON 054303102 44 584 SH DEFINED 5 584 AXCAN PHARMA INC COMMON 054923107 4,879 256,000 SH DEFINED 1 256,000 AXCELIS TECHNOLOGIES INC COMMON 054540109 5,423 487,700 SH DEFINED 1 487,700 BAKER HUGHES INC COMMON 057224107 15,934 436,800 SH DEFINED 1 436,800 BAKER HUGHES INC COMMON 057224107 33,926 930,000 SH DEFINED 1,2 930,000 BAKER HUGHES INC COMMON 057224107 252 6,900 SH DEFINED 2 6,900 BALL CORP COMMON 058498106 36,161 533,500 SH DEFINED 1 533,500 BALL CORP COMMON 058498106 522 7,700 SH DEFINED 1,4 7,700 BALL CORP COMMON 058498106 4,263 62,900 SH DEFINED 2 62,900 BALL CORP COMMON 058498106 41 600 SH DEFINED 2,3 600 BANK OF AMERICA CORP COMMON 060505104 156,900 1,937,510 SH DEFINED 1 1,937,510 BANK OF AMERICA CORP COMMON 060505104 100,456 1,240,500 SH DEFINED 1,2 1,240,500 BANK OF AMERICA CORP COMMON 060505104 15,536 191,850 SH DEFINED 2 191,850 BANK OF AMERICA CORP COMMON 060505104 170 2,100 SH DEFINED 2,3 2,100 BANK OF AMERICA CORP COMMON 060505104 3 40 SH DEFINED 5 40 BANK OF HAWAII CORP COMMON 062540109 9,688 209,100 SH DEFINED 1 209,100 BANK OF HAWAII CORP COMMON 062540109 283 6,100 SH DEFINED 2 6,100 BANK OF NEW YORK CO COMMON 064057102 313,249 9,944,400 SH DEFINED 1 9,944,400 BANK OF NEW YORK CO COMMON 064057102 2,855 90,650 SH DEFINED 2 90,650 BANK OF NEW YORK CO COMMON 064057102 400 12,700 SH DEFINED 2,3 12,700 BANK OF NEW YORK CO COMMON 064057102 14,563 462,323 SH DEFINED 5 462,323
Page 13 / 114 BANK ONE CORP COMMON 06423A103 222,234 4,076,200 SH DEFINED 1 4,076,200 BANK ONE CORP COMMON 06423A103 2,980 54,650 SH DEFINED 2 54,650 BANK ONE CORP COMMON 06423A103 431 7,900 SH DEFINED 2,3 7,900 BANK ONE CORP COMMON 06423A103 15,837 290,495 SH DEFINED 5 290,495 BANKNORTH GROUP INC COMMON 06646R107 28,219 829,000 SH DEFINED 1 829,000 BANKNORTH GROUP INC COMMON 06646R107 361 10,600 SH DEFINED 1,4 10,600 BANKNORTH GROUP INC COMMON 06646R107 3,166 93,000 SH DEFINED 2 93,000 BANKNORTH GROUP INC COMMON 06646R107 31 900 SH DEFINED 2,3 900 BANKNORTH GROUP INC COMMON 06646R107 12,587 369,770 SH DEFINED 5 369,770 BARCLAYS PLC ADR COMMON 06738E204 104 2,869 SH DEFINED 5 2,869 BARD C R INC COMMON 067383109 21,554 220,750 SH DEFINED 1 220,750 BARD C R INC COMMON 067383109 11,404 116,800 SH DEFINED 1,4 116,800 BARD C R INC COMMON 067383109 2,988 30,600 SH DEFINED 2 30,600 BARR PHARMACEUTICALS INC COMMON 068306109 7,684 167,400 SH DEFINED 1 167,400 BARR PHARMACEUTICALS INC COMMON 068306109 39,134 852,600 SH DEFINED 1,2 852,600 BARR PHARMACEUTICALS INC COMMON 068306109 4,078 88,850 SH DEFINED 2 88,850 BARR PHARMACEUTICALS INC COMMON 068306109 172 3,750 SH DEFINED 2,3 3,750 BARRICK GOLD CORP COMMON 067901108 14,646 615,900 SH DEFINED 1,4 615,900 BAUSCH & LOMB INC COMMON 071707103 2,596 43,290 SH DEFINED 1 43,290 BAXTER INTERNATIONAL INC COMMON 071813109 32,592 1,055,100 SH DEFINED 1 1,055,100 BB&T CORPORATION COMMON 054937107 11,660 330,300 SH DEFINED 1 330,300 BB&T CORPORATION COMMON 054937107 25,038 709,300 SH DEFINED 1,2 709,300 BB&T CORPORATION COMMON 054937107 189 5,350 SH DEFINED 2 5,350 BCE INC COMMON 05534B109 14,107 670,800 SH DEFINED 1,4 670,800 BEA SYSTEMS INC COMMON 073325102 47,386 3,713,600 SH DEFINED 1 3,713,600 BEA SYSTEMS INC COMMON 073325102 78 6,100 SH DEFINED 2 6,100 BEAR STEARNS COMPANIES INC COMMON 073902108 3,072 35,040 SH DEFINED 1 35,040 BEBE STORES INC COMMON 075571109 9,458 282,000 SH DEFINED 1 282,000 BEBE STORES INC COMMON 075571109 1,925 57,400 SH DEFINED 2 57,400
Page 14 / 114 BECKMAN COULTER INC COMMON 075811109 2,182 40,000 SH DEFINED 1 40,000 BECKMAN COULTER INC COMMON 075811109 175 3,200 SH DEFINED 2 3,200 BECTON DICKINSON & CO COMMON 075887109 52,644 1,085,900 SH DEFINED 1 1,085,900 BECTON DICKINSON & CO COMMON 075887109 3,890 80,230 SH DEFINED 2 80,230 BECTON DICKINSON & CO COMMON 075887109 34 701 SH DEFINED 5 701 BED BATH AND BEYOND INC COMMON 075896100 62,572 1,498,375 SH DEFINED 1 1,498,375 BED BATH AND BEYOND INC COMMON 075896100 125,280 3,000,000 SH DEFINED 1,2 3,000,000 BED BATH AND BEYOND INC COMMON 075896100 25,403 608,300 SH DEFINED 2 608,300 BED BATH AND BEYOND INC COMMON 075896100 601 14,400 SH DEFINED 2,3 14,400 BED BATH AND BEYOND INC COMMON 075896100 136 3,254 SH DEFINED 5 3,254 BELLSOUTH CORP COMMON 079860102 7,280 262,900 SH DEFINED 1 262,900 BELLSOUTH CORP COMMON 079860102 4,242 153,200 SH DEFINED 1,4 153,200 BELLSOUTH CORP COMMON 079860102 1,869 67,500 SH DEFINED 2 67,500 BELO CORP CL A COMMON 080555105 12,581 453,200 SH DEFINED 1 453,200 BELO CORP CL A COMMON 080555105 53 1,900 SH DEFINED 1,4 1,900 BELO CORP CL A COMMON 080555105 1,335 48,100 SH DEFINED 2 48,100 BELO CORP CL A COMMON 080555105 94 3,400 SH DEFINED 2,3 3,400 BEMIS CO COMMON 081437105 395 15,200 SH DEFINED 1 15,200 BERKSHIRE HATHAWAY INC CL B COMMON 084670207 12 4 SH DEFINED 1 4 BEST BUY CO INC COMMON 086516101 70,445 1,362,040 SH DEFINED 1 1,362,040 BEST BUY CO INC COMMON 086516101 54,306 1,050,000 SH DEFINED 1,2 1,050,000 BEST BUY CO INC COMMON 086516101 134 2,600 SH DEFINED 1,4 2,600 BEST BUY CO INC COMMON 086516101 19,633 379,600 SH DEFINED 2 379,600 BEST BUY CO INC COMMON 086516101 533 10,300 SH DEFINED 2,3 10,300 BEST BUY CO INC COMMON 086516101 4 75 SH DEFINED 5 75 BEVERLY ENTERPRISES INC COMMON 087851309 2,560 400,000 SH DEFINED 1 400,000 BEVERLY ENTERPRISES INC COMMON 087851309 243 38,000 SH DEFINED 6 38,000 BHP LTD SPONSORED ADR COMMON 088606108 229 12,220 SH DEFINED 5 12,220 BIACORE INTL AB ADR SPONSORED COMMON 088658109 16 704 SH DEFINED 5 704
Page 15 / 114 BIG 5 SPORTING GOODS CORP COMMON 08915P101 598 23,700 SH DEFINED 1 23,700 BIG LOTS INC COMMON 089302103 943 65,000 SH DEFINED 1 65,000 BIOGEN IDEC INC COMMON 09062X103 13,272 238,700 SH DEFINED 1 238,700 BIOGEN IDEC INC COMMON 09062X103 52,820 950,000 SH DEFINED 1,2 950,000 BIOGEN IDEC INC COMMON 09062X103 5,187 93,300 SH DEFINED 2 93,300 BIOGEN IDEC INC COMMON 09062X103 306 5,500 SH DEFINED 2,3 5,500 BIOMARIN PHARMACEUTICAL COMMON 09061G101 1,278 170,000 SH DEFINED 1 170,000 BIOMARIN PHARMACEUTICAL COMMON 09061G101 126 16,700 SH DEFINED 2 16,700 BIOMET INC COMMON 090613100 57,273 1,493,045 SH DEFINED 1 1,493,045 BIOMET INC COMMON 090613100 135,609 3,535,175 SH DEFINED 1,2 3,535,175 BIOMET INC COMMON 090613100 92 2,400 SH DEFINED 1,4 2,400 BIOMET INC COMMON 090613100 18,627 485,575 SH DEFINED 2 485,575 BIOMET INC COMMON 090613100 708 18,450 SH DEFINED 2,3 18,450 BIOSPHERE MEDICAL INC COMMON 09066V103 214 45,000 SH DEFINED 6 45,000 BIOVAIL CORP COMMON 09067J109 4 238 SH DEFINED 5 238 BJ SERVICES CO COMMON 055482103 99,114 2,290,600 SH DEFINED 1 2,290,600 BJ SERVICES CO COMMON 055482103 37,628 869,600 SH DEFINED 1,2 869,600 BJ SERVICES CO COMMON 055482103 597 13,800 SH DEFINED 1,4 13,800 BJ SERVICES CO COMMON 055482103 8,732 201,800 SH DEFINED 2 201,800 BJ SERVICES CO COMMON 055482103 203 4,700 SH DEFINED 2,3 4,700 BJ SERVICES CO COMMON 055482103 13,400 309,692 SH DEFINED 5 309,692 BLACK & DECKER CORP COMMON 091797100 17,361 304,900 SH DEFINED 1 304,900 BLACK & DECKER CORP COMMON 091797100 1,082 19,000 SH DEFINED 2 19,000 BLOCK H&R INC COMMON 093671105 157,800 3,092,300 SH DEFINED 1 3,092,300 BLOCK H&R INC COMMON 093671105 2,600 50,950 SH DEFINED 2 50,950 BLOCK H&R INC COMMON 093671105 388 7,600 SH DEFINED 2,3 7,600 BLOCK H&R INC COMMON 093671105 12,627 247,450 SH DEFINED 5 247,450 BLOCKBUSTER INC CL A COMMON 093679108 5,469 312,500 SH DEFINED 1 312,500 BLUE COAT SYSTEMS INC COMMON 09534T508 5,358 100,000 SH DEFINED 1 100,000 BLUE COAT SYSTEMS INC COMMON 09534T508 1,291 24,100 SH DEFINED 2 24,100
Page 16 / 114 BLYTH INDUSTRIES, INC. COMMON 09643P108 6 180 SH DEFINED 1 180 BMC SOFTWARE INC COMMON 055921100 28,921 1,479,350 SH DEFINED 1 1,479,350 BMC SOFTWARE INC COMMON 055921100 88 4,500 SH DEFINED 1,4 4,500 BMC SOFTWARE INC COMMON 055921100 2,399 122,700 SH DEFINED 2 122,700 BMC SOFTWARE INC COMMON 055921100 151 7,700 SH DEFINED 2,3 7,700 BNP PARIBAS ADR COMMON 05565A202 139 4,541 SH DEFINED 5 4,541 BOEING CO COMMON 097023105 2,694 65,600 SH DEFINED 1,4 65,600 BOEING CO COMMON 097023105 431 10,500 SH DEFINED 2 10,500 BOSTON SCIENTIFIC CORP COMMON 101137107 109,173 2,576,050 SH DEFINED 1 2,576,050 BOSTON SCIENTIFIC CORP COMMON 101137107 140,337 3,311,400 SH DEFINED 1,2 3,311,400 BOSTON SCIENTIFIC CORP COMMON 101137107 30,499 719,647 SH DEFINED 2 719,647 BOSTON SCIENTIFIC CORP COMMON 101137107 1,047 24,700 SH DEFINED 2,3 24,700 BOSTON SCIENTIFIC CORP COMMON 101137107 76 1,805 SH DEFINED 5 1,805 BP PLC ADR COMMON 055622104 121,667 2,376,300 SH DEFINED 1 2,376,300 BP PLC ADR COMMON 055622104 51,712 1,010,000 SH DEFINED 1,2 1,010,000 BP PLC ADR COMMON 055622104 527 10,300 SH DEFINED 2 10,300 BP PLC ADR COMMON 055622104 0 1 SH DEFINED 5 1 BRAUN CONSULTING COMMON 105651103 224 75,000 SH DEFINED 6 75,000 BRIGHT HORIZONS FAMILY SOLUTIONS COMMON 109195107 3,537 75,000 SH DEFINED 1 75,000 BRIGHTPOINT INC COMMON 109473405 3,956 257,700 SH DEFINED 1 257,700 BRINKER INTL INC COMMON 109641100 1,328 35,000 SH DEFINED 1 35,000 BRISTOL WEST HOLDINGS INC COMMON 11037M105 4,816 236,100 SH DEFINED 1 236,100 BRISTOL-MYERS SQUIBB CO COMMON 110122108 39,056 1,611,870 SH DEFINED 1 1,611,870 BRISTOL-MYERS SQUIBB CO COMMON 110122108 39,616 1,635,000 SH DEFINED 1,2 1,635,000 BRISTOL-MYERS SQUIBB CO COMMON 110122108 2,171 89,600 SH DEFINED 2 89,600
Page 17 / 114 BROADCOM CORP CL A COMMON 111320107 30,400 776,100 SH DEFINED 1 776,100 BROADCOM CORP CL A COMMON 111320107 19,585 500,000 SH DEFINED 1,2 500,000 BROADCOM CORP CL A COMMON 111320107 59 1,500 SH DEFINED 1,4 1,500 BROADCOM CORP CL A COMMON 111320107 3,510 89,600 SH DEFINED 2 89,600 BROADCOM CORP CL A COMMON 111320107 188 4,800 SH DEFINED 2,3 4,800 BROOKLINE BANCORP INC COMMON 11373M107 214 13,400 SH DEFINED 1 13,400 BRUNSWICK CORP COMMON 117043109 100,436 2,459,870 SH DEFINED 1 2,459,870 BRUNSWICK CORP COMMON 117043109 976 23,900 SH DEFINED 1,4 23,900 BRUNSWICK CORP COMMON 117043109 12,465 305,300 SH DEFINED 2 305,300 BRUNSWICK CORP COMMON 117043109 161 3,950 SH DEFINED 2,3 3,950 BRUNSWICK CORP COMMON 117043109 30,225 740,283 SH DEFINED 5 740,283 BURLINGTON RESOURCES INC COMMON 122014103 14,612 229,640 SH DEFINED 1 229,640 C&D TECHNOLOGIES INC COMMON 124661109 1,671 100,000 SH DEFINED 1 100,000 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 36,719 884,800 SH DEFINED 1 884,800 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 95 2,300 SH DEFINED 1,4 2,300 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 2,336 56,300 SH DEFINED 2 56,300 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 166 4,000 SH DEFINED 2,3 4,000 CABOT MICROELECTRONICS CORP COMMON 12709P103 19,236 455,400 SH DEFINED 1 455,400 CABOT MICROELECTRONICS CORP COMMON 12709P103 2,281 54,000 SH DEFINED 2 54,000 CACHE INC COMMON 127150308 6,083 184,500 SH DEFINED 1 184,500 CACHE INC COMMON 127150308 297 9,000 SH DEFINED 6 9,000 CACI INTERNATIONAL INC CL A COMMON 127190304 28,771 669,100 SH DEFINED 1 669,100 CACI INTERNATIONAL INC CL A COMMON 127190304 75 1,750 SH DEFINED 1,4 1,750 CACI INTERNATIONAL INC CL A COMMON 127190304 3,677 85,500 SH DEFINED 2 85,500 CACI INTERNATIONAL INC CL A COMMON 127190304 151 3,500 SH DEFINED 2,3 3,500 CADBURY SCHWEPPES-SPONSORED ADR COMMON 127209302 3,192 99,300 SH DEFINED 1 99,300 CAL DIVE INTL INC COMMON 127914109 13,364 517,400 SH DEFINED 1 517,400 CAL DIVE INTL INC COMMON 127914109 3,283 127,100 SH DEFINED 2 127,100 CAL DIVE INTL INC COMMON 127914109 204 7,888 SH DEFINED 5 7,888
Page 18 / 114 CALIPER LIFE SCIENCES INC COMMON 130872104 137 20,000 SH DEFINED 1 20,000 CALIPER LIFE SCIENCES INC COMMON 130872104 14 2,000 SH DEFINED 2 2,000 CALPINE CORP COMMON 131347106 140 30,000 CALL DEFINED 6 30,000 CAMPBELL SOUP CO COMMON 134429109 98,826 3,624,000 SH DEFINED 1 3,624,000 CAMPBELL SOUP CO COMMON 134429109 60,321 2,212,000 SH DEFINED 1,2 2,212,000 CAMPBELL SOUP CO COMMON 134429109 949 34,800 SH DEFINED 1,4 34,800 CAMPBELL SOUP CO COMMON 134429109 8,206 300,900 SH DEFINED 2 300,900 CAMPBELL SOUP CO COMMON 134429109 70 2,550 SH DEFINED 2,3 2,550 CAMPBELL SOUP CO COMMON 134429109 30,662 1,124,379 SH DEFINED 5 1,124,379 CANADIAN NATIONAL RAILWAY COMMON 136375102 19,097 485,550 SH DEFINED 1 485,550 CANADIAN NATIONAL RAILWAY COMMON 136375102 7,929 201,600 SH DEFINED 1,4 201,600 CANADIAN NATIONAL RAILWAY COMMON 136375102 7,191 182,850 SH DEFINED 2 182,850 CANADIAN NATIONAL RAILWAY COMMON 136375102 76 1,927 SH DEFINED 5 1,927 CANADIAN PACIFIC RAILWAY LTD COMMON 13645T100 75 3,105 SH DEFINED 5 3,105 CANDESCENT TECH 8.0% CVT 144A 5/03 CONVERT 137392AA4 177 35,330,000 PRN DEFINED 1 35,330,000 CANDESCENT TECH 8.0% CVT 144A 5/03 CONVERT 137392AA4 214 42,800,000 PRN DEFINED 1,2 42,800,000 CANDESCENT TECH 8.0% CVT 144A 5/03 CONVERT 137392AB2 62 12,457,000 PRN DEFINED 1 12,457,000 CANDESCENT TECH 8.0% CVT 144A 5/03 CONVERT 137392AB2 90 17,900,000 PRN DEFINED 1,2 17,900,000 CANON INC ADR COMMON 138006309 253 4,885 SH DEFINED 5 4,885 CAPITAL LEASE FUNDING INC COMMON 140288101 1,603 125,000 SH DEFINED 1 125,000 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 11,595 153,720 SH DEFINED 1 153,720 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 1,599 21,200 SH DEFINED 1,4 21,200 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 1,002 13,280 SH DEFINED 2 13,280 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 234 3,100 SH DEFINED 2,3 3,100 CARBO CERAMICS INC COMMON 140781105 554 8,800 SH DEFINED 1 8,800 CARDINAL HEALTH INC COMMON 14149Y108 310,992 4,513,675 SH DEFINED 1 4,513,675 CARDINAL HEALTH INC COMMON 14149Y108 55,120 800,000 SH DEFINED 1,2 800,000 CARDINAL HEALTH INC COMMON 14149Y108 9,849 142,950 SH DEFINED 2 142,950 CARDINAL HEALTH INC COMMON 14149Y108 841 12,200 SH DEFINED 2,3 12,200 CARDINAL HEALTH INC COMMON 14149Y108 21,426 310,975 SH DEFINED 5 310,975
Page 19 / 144 CAREER EDUCATION CORP COMMON 141665109 18,748 331,000 SH DEFINED 1 331,000 CAREER EDUCATION CORP COMMON 141665109 1,756 31,000 SH DEFINED 2 31,000 CAREMARK RX INC COMMON 141705103 93,632 2,816,010 SH DEFINED 1 2,816,010 CAREMARK RX INC COMMON 141705103 164,866 4,958,381 SH DEFINED 1,2 4,958,381 CAREMARK RX INC COMMON 141705103 156 4,700 SH DEFINED 1,4 4,700 CAREMARK RX INC COMMON 141705103 18,597 559,305 SH DEFINED 2 559,305 CAREMARK RX INC COMMON 141705103 1,082 32,538 SH DEFINED 2,3 32,538 CAREMARK RX INC COMMON 141705103 0 3 SH DEFINED 5 3 CARMAX INC COMMON 143130102 13,768 471,500 SH DEFINED 1 471,500 CARMAX INC COMMON 143130102 26 900 SH DEFINED 1,4 900 CARMAX INC COMMON 143130102 2,333 79,900 SH DEFINED 2 79,900 CARMAX INC COMMON 143130102 50 1,700 SH DEFINED 2,3 1,700 CARMAX INC COMMON 143130102 88 3,020 SH DEFINED 5 3,020 CARNIVAL CORP COMMON 143658300 40,679 905,800 SH DEFINED 1 905,800 CARNIVAL CORP COMMON 143658300 79,266 1,765,000 SH DEFINED 1,2 1,765,000 CARNIVAL CORP COMMON 143658300 12,979 288,990 SH DEFINED 2 288,990 CARNIVAL CORP COMMON 143658300 193 4,300 SH DEFINED 2,3 4,300 CAROLINA GROUP COMMON 540424207 462 16,900 SH DEFINED 1 16,900 CAROLINA GROUP COMMON 540424207 462 16,900 SH DEFINED 2 16,900 CASELLA WASTE SYSTEMS INC CL A COMMON 147448104 5,028 345,800 SH DEFINED 1 345,800 CATERPILLAR INC COMMON 149123101 5,195 65,700 SH DEFINED 1 65,700 CATERPILLAR INC COMMON 149123101 39,535 500,000 SH DEFINED 1,2 500,000 CATERPILLAR INC COMMON 149123101 4,048 51,200 SH DEFINED 2 51,200 CATERPILLAR INC COMMON 149123101 166 2,100 SH DEFINED 2,3 2,100 CATHAY PACIFIC AIRWAYS LTD ADR COMMON 148906308 91 8,942 SH DEFINED 5 8,942 CBRL GROUP INC COMMON 12489V106 3,356 84,650 SH DEFINED 1 84,650 C-COR.NET CORP COMMON 125010108 12,488 890,700 SH DEFINED 1 890,700 C-COR.NET CORP COMMON 125010108 1,520 108,400 SH DEFINED 2 108,400 C-COR.NET CORP COMMON 125010108 351 25,000 SH DEFINED 6 25,000
Page 20 / 144 CDW CORP COMMON 12512N105 99,035 1,464,800 SH DEFINED 1 1,464,800 CDW CORP COMMON 12512N105 118,710 1,755,800 SH DEFINED 1,2 1,755,800 CDW CORP COMMON 12512N105 200 2,960 SH DEFINED 1,4 2,960 CDW CORP COMMON 12512N105 19,150 283,240 SH DEFINED 2 283,240 CDW CORP COMMON 12512N105 836 12,360 SH DEFINED 2,3 12,360 CDW CORP COMMON 12512N105 137 2,027 SH DEFINED 5 2,027 CEC ENTERTAINMENT INC COMMON 125137109 4,941 142,400 SH DEFINED 1 142,400 CELEGENE CORP COMMON 151020104 953 20,000 SH DEFINED 1 20,000 CELEGENE CORP COMMON 151020104 953 20,000 SH DEFINED 2 20,000 CELESTICA INC COMMON 15101Q108 1,640 100,000 SH DEFINED 1 100,000 CELESTICA INC COMMON 15101Q108 4,182 255,000 SH DEFINED 1,4 255,000 CEMEX SA WTS COMMON 151290863 4 1,111 SH DEFINED 1 1,111 CENDANT CORP COMMON 151313103 471,776 19,343,020 SH DEFINED 1 19,343,020 CENDANT CORP COMMON 151313103 54,878 2,250,000 SH DEFINED 1,2 2,250,000 CENDANT CORP COMMON 151313103 18,952 777,050 SH DEFINED 2 777,050 CENDANT CORP COMMON 151313103 1,006 41,250 SH DEFINED 2,3 41,250 CENDANT CORP COMMON 151313103 19,705 807,937 SH DEFINED 5 807,937 CENTERPOINT ENERGY INC COMMON 15189T107 179 15,700 SH DEFINED 1 15,700 CENTEX CORP COMMON 152312104 4,336 80,200 SH DEFINED 1 80,200 CENTEX CORP COMMON 152312104 1,081 20,000 SH DEFINED 2 20,000 CENTILLIUM COMMUNICATIONS INC COMMON 152319109 904 200,000 SH DEFINED 1 200,000 CENTRAL EUROPEAN MEDIA ENT COMMON G20045202 1,985 106,300 SH DEFINED 1 106,300 CENTRAL FREIGHT LINES INC COMMON 153491105 921 70,000 SH DEFINED 1 70,000 CENTRAL GARDEN & PET CO COMMON 153527106 3,240 90,000 SH DEFINED 1 90,000 CENTRAL PARKING CORPORATION COMMON 154785109 2,008 100,000 SH DEFINED 1 100,000 CENTURY ALUMINUM CO COMMON 156431108 570 20,200 SH DEFINED 1 20,200 CENTURYTEL INC COMMON 156700106 302 11,000 SH DEFINED 2 11,000
Page 21 / 144 CEPHALON INC COMMON 156708109 7,015 122,399 SH DEFINED 1 122,399 CEPHALON INC COMMON 156708109 3,628 63,300 SH DEFINED 2 63,300 CERADYNE INC COMMON 156710105 521 14,400 SH DEFINED 1 14,400 CERIDIAN CORP COMMON 156779100 236,024 11,974,830 SH DEFINED 1 11,974,830 CERIDIAN CORP COMMON 156779100 1,051 53,300 SH DEFINED 1,4 53,300 CERIDIAN CORP COMMON 156779100 10,425 528,900 SH DEFINED 2 528,900 CERIDIAN CORP COMMON 156779100 436 22,100 SH DEFINED 2,3 22,100 CERIDIAN CORP COMMON 156779100 44,278 2,246,490 SH DEFINED 5 2,246,490 CERTEGY INC COMMON 156880106 59,007 1,684,950 SH DEFINED 1 1,684,950 CERTEGY INC COMMON 156880106 690 19,700 SH DEFINED 1,4 19,700 CERTEGY INC COMMON 156880106 5,547 158,400 SH DEFINED 2 158,400 CERTEGY INC COMMON 156880106 49 1,400 SH DEFINED 2,3 1,400 CERTEGY INC COMMON 156880106 19,442 555,161 SH DEFINED 5 555,161 CHARLES RIVER ASSOCIATES INC COMMON 159852102 7,278 222,000 SH DEFINED 1 222,000 CHARLES RIVER ASSOCIATES INC COMMON 159852102 1,761 53,700 SH DEFINED 2 53,700 CHARLES RIVER LABORATORIES INTL INC COMMON 159864107 6,470 151,000 SH DEFINED 1 151,000 CHARLES RIVER LABORATORIES INTL INC COMMON 159864107 1,543 36,000 SH DEFINED 2 36,000 CHARTERED SEMICONDUCTOR ADR COMMON 16133R106 51 5,400 SH DEFINED 1 5,400 CHARTERMAC COMMON 160908109 2,632 106,200 SH DEFINED 2 106,200 CHECK POINT SOFTWARE TECH COMMON M22465104 16,447 722,300 SH DEFINED 1 722,300 CHECK POINT SOFTWARE TECH COMMON M22465104 209 9,200 SH DEFINED 2 9,200 CHECKFREE CORP COMMON 162813109 26,508 899,800 SH DEFINED 1 899,800 CHECKFREE CORP COMMON 162813109 97 3,300 SH DEFINED 1,4 3,300 CHECKFREE CORP COMMON 162813109 2,374 80,600 SH DEFINED 2 80,600 CHECKFREE CORP COMMON 162813109 189 6,400 SH DEFINED 2,3 6,400 CHECKFREE CORP COMMON 162813109 127 4,317 SH DEFINED 5 4,317
Page 22 / 144 CHEESECAKE FACTORY (THE) COMMON 163072101 14,702 318,700 SH DEFINED 1 318,700 CHEESECAKE FACTORY (THE) COMMON 163072101 60 1,300 SH DEFINED 1,4 1,300 CHEESECAKE FACTORY (THE) COMMON 163072101 1,445 31,320 SH DEFINED 2 31,320 CHEESECAKE FACTORY (THE) COMMON 163072101 123 2,660 SH DEFINED 2,3 2,660 CHEESECAKE FACTORY (THE) COMMON 163072101 182 3,948 SH DEFINED 5 3,948 CHEROKEE INTL CORP COMMON 164450108 3,325 230,900 SH DEFINED 1 230,900 CHEUNG KONG HLDGS LTD ADR COMMON 166744201 123 14,603 SH DEFINED 5 14,603 CHEVRONTEXACO CORP COMMON 166764100 16,273 185,380 SH DEFINED 1 185,380 CHEVRONTEXACO CORP COMMON 166764100 32,918 375,000 SH DEFINED 1,2 375,000 CHEVRONTEXACO CORP COMMON 166764100 237 2,700 SH DEFINED 2 2,700 CHICAGO BRIDGE & IRON-NY SHARES COMMON 167250109 5,527 198,600 SH DEFINED 1 198,600 CHICAGO MERCANTILE EXCHANGE COMMON 167760107 21,196 219,100 SH DEFINED 1 219,100 CHICAGO MERCANTILE EXCHANGE COMMON 167760107 58 600 SH DEFINED 1,4 600 CHICAGO MERCANTILE EXCHANGE COMMON 167760107 1,555 16,075 SH DEFINED 2 16,075 CHICAGO MERCANTILE EXCHANGE COMMON 167760107 97 1,000 SH DEFINED 2,3 1,000 CHICAGO MERCANTILE EXCHANGE COMMON 167760107 128 1,324 SH DEFINED 5 1,324 CHICOS FAS INC COMMON 168615102 50,544 1,089,300 SH DEFINED 1 1,089,300 CHICOS FAS INC COMMON 168615102 37,120 800,000 SH DEFINED 1,2 800,000 CHICOS FAS INC COMMON 168615102 9,616 207,250 SH DEFINED 1,4 207,250 CHICOS FAS INC COMMON 168615102 11,090 238,998 SH DEFINED 2 238,998 CHICOS FAS INC COMMON 168615102 246 5,300 SH DEFINED 2,3 5,300 CHILDREN'S PLACE RETAIL STORES INC COMMON 168905107 657 21,200 SH DEFINED 1 21,200 CHINA MOBILE HONG KONG LTD ADR COMMON 16941M109 45 3,038 SH DEFINED 5 3,038 CHINA PETROLEUM & CHEMICAL ADR COMMON 16941R108 314 8,200 SH DEFINED 1 8,200 CHIPPAC INC COMMON 169657103 12,794 1,617,500 SH DEFINED 1 1,617,500 CHIPPAC INC COMMON 169657103 2,523 319,000 SH DEFINED 2 319,000 CHIPPAC INC COMMON 169657103 181 22,925 SH DEFINED 5 22,925 CHRISTOPHER & BANKS CORP COMMON 171046105 2,111 100,000 SH DEFINED 1 100,000
Page 23 / 144 CHUBB CORP COMMON 171232101 70,249 1,010,200 SH DEFINED 1 1,010,200 CHUBB CORP COMMON 171232101 90 1,300 SH DEFINED 2 1,300 CIA SIDERURGICA NACL-SP ADR COMMON 20440W105 2,564 37,600 SH DEFINED 1 37,600 CIA SIDERURGICA NACL-SP ADR COMMON 20440W105 3,301 48,400 SH DEFINED 1,4 48,400 CIA SIDERURGICA NACL-SP ADR COMMON 20440W105 812 11,900 SH DEFINED 2 11,900 CIA VALE DO RIO DOCE ADR COMMON 204412209 203 3,700 SH DEFINED 1 3,700 CIA VALE DO RIO DOCE- SP ADR COMMON 204412100 984 21,000 SH DEFINED 1 21,000 CIENA CORP COMMON 171779101 63 12,600 SH DEFINED 1 12,600 CIGNA CORP COMMON 125509109 1 19 SH DEFINED 5 19 CIMAREX ENERGY CO COMMON 171798101 578 20,000 SH DEFINED 1 20,000 CINERGY CORP COMMON 172474108 343 8,400 SH DEFINED 1 8,400 CINTAS CORP COMMON 172908105 63,429 1,458,480 SH DEFINED 1 1,458,480 CINTAS CORP COMMON 172908105 113 2,600 SH DEFINED 1,4 2,600 CINTAS CORP COMMON 172908105 3,688 84,800 SH DEFINED 2 84,800 CINTAS CORP COMMON 172908105 113 2,600 SH DEFINED 2,3 2,600 CIPHERGEN BIOSYSTEMS INC COMMON 17252Y104 12 1,500 SH DEFINED 2 1,500 CISCO SYSTEMS INC COMMON 17275R102 3,763 160,000 PUT DEFINED 1 160,000 CISCO SYSTEMS INC COMMON 17275R102 413,980 17,601,183 SH DEFINED 1 17,601,183 CISCO SYSTEMS INC COMMON 17275R102 235,200 10,000,000 SH DEFINED 1,2 10,000,000 CISCO SYSTEMS INC COMMON 17275R102 6,296 267,700 SH DEFINED 1,4 267,700 CISCO SYSTEMS INC COMMON 17275R102 64,155 2,727,675 SH DEFINED 2 2,727,675 CISCO SYSTEMS INC COMMON 17275R102 1,652 70,250 SH DEFINED 2,3 70,250 CISCO SYSTEMS INC COMMON 17275R102 127 5,378 SH DEFINED 5 5,378 CIT GROUP INC COMMON 125581108 7,169 188,400 SH DEFINED 1 188,400 CIT GROUP INC COMMON 125581108 15,228 400,200 SH DEFINED 1,4 400,200 CIT GROUP INC COMMON 125581108 3,135 82,400 SH DEFINED 2 82,400
Page 24 / 144 CITADEL BROADCASTING CORP COMMON 17285T106 18,031 1,033,300 SH DEFINED 1 1,033,300 CITADEL BROADCASTING CORP COMMON 17285T106 59 3,400 SH DEFINED 1,4 3,400 CITADEL BROADCASTING CORP COMMON 17285T106 2,661 152,500 SH DEFINED 2 152,500 CITADEL BROADCASTING CORP COMMON 17285T106 120 6,900 SH DEFINED 2,3 6,900 CITIGROUP INC COMMON 172967101 947,616 18,329,136 SH DEFINED 1 18,329,136 CITIGROUP INC COMMON 172967101 220,759 4,270,000 SH DEFINED 1,2 4,270,000 CITIGROUP INC COMMON 172967101 7,745 149,800 SH DEFINED 1,4 149,800 CITIGROUP INC COMMON 172967101 67,414 1,303,940 SH DEFINED 2 1,303,940 CITIGROUP INC COMMON 172967101 1,887 36,500 SH DEFINED 2,3 36,500 CITIGROUP INC COMMON 172967101 21,351 412,989 SH DEFINED 5 412,989 CITRIX SYSTEMS INC COMMON 177376100 10,788 498,970 SH DEFINED 1 498,970 CITRIX SYSTEMS INC COMMON 177376100 28,106 1,300,000 SH DEFINED 1,2 1,300,000 CITRIX SYSTEMS INC COMMON 177376100 4,499 208,100 SH DEFINED 2 208,100 CITRIX SYSTEMS INC COMMON 177376100 123 5,700 SH DEFINED 2,3 5,700 CITY NATIONAL CORP COMMON 178566105 28,117 469,400 SH DEFINED 1 469,400 CITY NATIONAL CORP COMMON 178566105 335 5,600 SH DEFINED 1,4 5,600 CITY NATIONAL CORP COMMON 178566105 3,055 51,000 SH DEFINED 2 51,000 CITY NATIONAL CORP COMMON 178566105 30 500 SH DEFINED 2,3 500 CLAIRE'S STORES INC COMMON 179584107 6,629 318,100 SH DEFINED 1 318,100 CLAIRE'S STORES INC COMMON 179584107 8,344 400,400 SH DEFINED 1,4 400,400 CLAIRE'S STORES INC COMMON 179584107 1,252 60,100 SH DEFINED 2 60,100 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 92,416 2,182,200 SH DEFINED 1 2,182,200 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 126,898 2,996,400 SH DEFINED 1,2 2,996,400 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 20,760 490,200 SH DEFINED 2 490,200 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 529 12,500 SH DEFINED 2,3 12,500 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 31 733 SH DEFINED 5 733 CLOROX CO COMMON 189054109 89,790 1,835,820 SH DEFINED 1 1,835,820 CLOROX CO COMMON 189054109 132 2,700 SH DEFINED 2 2,700 CLOROX CO COMMON 189054109 16 317 SH DEFINED 5 317 CLOSURE MEDICAL CORP COMMON 189093107 8,250 300,000 SH DEFINED 1 300,000 CLOSURE MEDICAL CORP COMMON 189093107 1,994 72,500 SH DEFINED 2 72,500 CMET FINANCE 144A COMMON 189758105 4,500 45,000 SH DEFINED 1 45,000
Page 25 / 144 CMS ENERGY CORP COMMON 125896100 124 13,800 SH DEFINED 1 13,800 CNET NETWORKS INC COMMON 12613R104 11,409 1,104,500 SH DEFINED 1 1,104,500 CNET NETWORKS INC COMMON 12613R104 1,702 164,800 SH DEFINED 2 164,800 CNOOC LTD ADR COMMON 126132109 8,888 206,700 SH DEFINED 1 206,700 CNOOC LTD ADR COMMON 126132109 112 2,600 SH DEFINED 2 2,600 CNOOC LTD ADR COMMON 126132109 194 4,517 SH DEFINED 5 4,517 COACH INC COMMON 189754104 39,428 961,890 SH DEFINED 1 961,890 COACH INC COMMON 189754104 40,990 1,000,000 SH DEFINED 1,2 1,000,000 COACH INC COMMON 189754104 45 1,100 SH DEFINED 1,4 1,100 COACH INC COMMON 189754104 8,236 200,920 SH DEFINED 2 200,920 COACH INC COMMON 189754104 230 5,600 SH DEFINED 2,3 5,600 COACH INC COMMON 189754104 78 1,892 SH DEFINED 5 1,892 COCA-COLA CO COMMON 191216100 254,979 5,069,160 SH DEFINED 1 5,069,160 COCA-COLA CO COMMON 191216100 14,222 282,750 SH DEFINED 2 282,750 COCA-COLA CO COMMON 191216100 126 2,500 SH DEFINED 2,3 2,500 COCA-COLA ENTERPRISES INC COMMON 191219104 1,209 50,000 SH DEFINED 1 50,000 COCA-COLA ENTERPRISES INC COMMON 191219104 1,184 49,000 SH DEFINED 2 49,000 COGNEX CORP COMMON 192422103 2,494 75,000 SH DEFINED 1 75,000 COGNIZANT TECH SOLUTIONS CORP COMMON 192446102 11,462 253,300 SH DEFINED 1 253,300 COGNIZANT TECH SOLUTIONS CORP COMMON 192446102 3,706 81,900 SH DEFINED 2 81,900 COGNOS INC COMMON 19244C109 26,544 854,600 SH DEFINED 1 854,600 COGNOS INC COMMON 19244C109 4,162 134,000 SH DEFINED 1,4 134,000 COGNOS INC COMMON 19244C109 4,619 148,700 SH DEFINED 2 148,700 COGNOS INC COMMON 19244C109 149 4,800 SH DEFINED 2,3 4,800 COGNOS INC COMMON 19244C109 145 4,682 SH DEFINED 5 4,682 COLGATE PALMOLIVE CO COMMON 194162103 84,662 1,536,510 SH DEFINED 1 1,536,510 COLGATE PALMOLIVE CO COMMON 194162103 20,663 375,000 SH DEFINED 1,4 375,000 COLGATE PALMOLIVE CO COMMON 194162103 15,092 273,900 SH DEFINED 2 273,900 COMCAST CORP SPECIAL CL A COMMON 20030N200 70,230 2,519,000 SH DEFINED 1 2,519,000 COMCAST CORP SPECIAL CL A COMMON 20030N200 103 3,700 SH DEFINED 2 3,700
Page 26 / 144 COMERICA INC COMMON 200340107 27,893 513,500 SH DEFINED 1 513,500 COMERICA INC COMMON 200340107 334 6,150 SH DEFINED 1,4 6,150 COMERICA INC COMMON 200340107 3,019 55,580 SH DEFINED 2 55,580 COMERICA INC COMMON 200340107 33 600 SH DEFINED 2,3 600 COMMERCE BANCORP INC/NJ COMMON 200519106 1,186 18,000 SH DEFINED 1 18,000 COMMERCE BANCORP INC/NJ COMMON 200519106 1,186 18,000 SH DEFINED 2 18,000 COMMERCE BANCSHARES INC COMMON 200525103 205 4,300 SH DEFINED 1 4,300 COMMERICAL CAPITAL BANCORP COMMON 20162L105 6,613 288,533 SH DEFINED 1 288,533 COMMERICAL CAPITAL BANCORP COMMON 20162L105 1,550 67,632 SH DEFINED 2 67,632 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 29,778 1,070,000 SH DEFINED 1 1,070,000 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 4,564 164,000 SH DEFINED 2 164,000 COMPANHIA DE BEBIDAS DAS AMEADR REP COMMON 20441W203 68 3,377 SH DEFINED 5 3,377 COMPANIA DE MINAS BUENAVENTURA ADR COMMON 204448104 670 23,200 SH DEFINED 1 23,200 COMPASS BANCSHARES INC COMMON 20449H109 29,091 701,500 SH DEFINED 1 701,500 COMPASS BANCSHARES INC COMMON 20449H109 347 8,375 SH DEFINED 1,4 8,375 COMPASS BANCSHARES INC COMMON 20449H109 3,098 74,700 SH DEFINED 2 74,700 COMPASS BANCSHARES INC COMMON 20449H109 30 725 SH DEFINED 2,3 725 COMPASS MINERALS INTERNATIONAL COMMON 20451N101 4,409 269,000 SH DEFINED 1 269,000 COMPUCREDIT CORP COMMON 20478N100 602 28,500 SH DEFINED 1 28,500 COMPUTER ASSOCIATES INTL COMMON 204912109 597,356 22,239,600 SH DEFINED 1 22,239,600 COMPUTER ASSOCIATES INTL COMMON 204912109 98,012 3,649,000 SH DEFINED 1,2 3,649,000 COMPUTER ASSOCIATES INTL COMMON 204912109 6,210 231,200 SH DEFINED 1,4 231,200 COMPUTER ASSOCIATES INTL COMMON 204912109 15,334 570,900 SH DEFINED 2 570,900 COMPUTER ASSOCIATES INTL COMMON 204912109 1,101 41,000 SH DEFINED 2,3 41,000 COMPUTER ASSOCIATES INTL COMMON 204912109 57,211 2,129,980 SH DEFINED 5 2,129,980 COMPUTER SCIENCES CORP COMMON 205363104 2,017 50,000 SH DEFINED 1 50,000 COMSTOCK RESOURCES INC COMMON 205768203 4,193 211,000 SH DEFINED 1 211,000
Page 27 / 144 COMVERSE TECHNOLOGY INC COMMON 205862402 59,657 3,288,700 SH DEFINED 1 3,288,700 COMVERSE TECHNOLOGY INC COMMON 205862402 161 8,900 SH DEFINED 1,4 8,900 COMVERSE TECHNOLOGY INC COMMON 205862402 6,022 332,000 SH DEFINED 2 332,000 COMVERSE TECHNOLOGY INC COMMON 205862402 278 15,300 SH DEFINED 2,3 15,300 COMVERSE TECHNOLOGY INC COMMON 205862402 264 14,536 SH DEFINED 5 14,536 COMVERSE TECHNOLOGY INC COMMON 205862402 499 27,500 SH DEFINED 6 27,500 CONCEPTUS INC COMMON 206016107 41 3,449 SH DEFINED 6 3,449 CONEXANT SYSTEMS INC COMMON 207142100 4,206 682,834 SH DEFINED 1 682,834 CONNETICS CORP COMMON 208192104 998 45,000 SH DEFINED 1 45,000 CONNETICS CORP COMMON 208192104 131 5,900 SH DEFINED 2 5,900 CONOCOPHILLIPS COMMON 20825C104 109,944 1,574,900 SH DEFINED 1 1,574,900 CONOCOPHILLIPS COMMON 20825C104 33,160 475,000 SH DEFINED 1,2 475,000 CONOCOPHILLIPS COMMON 20825C104 363 5,200 SH DEFINED 2 5,200 CONSOL ENERGY INC COMMON 20854P109 359 13,400 SH DEFINED 1 13,400 CONSOL ENERGY REG COMMON 20854P992 27,738 1,035,000 SH DEFINED 1 1,035,000 CONSOLIDATED EDISON INC COMMON 209115104 221 5,000 SH DEFINED 1 5,000 CONSTELLATION BRANDS INC A COMMON 21036P108 8,879 276,600 SH DEFINED 1 276,600 CONSTELLATION ENERGY GROUP COMMON 210371100 519 13,000 SH DEFINED 1 13,000 CONTINENTAL AG ADR SPONSORED COMMON 210771200 169 4,287 SH DEFINED 5 4,287 COOPER CAMERON CORP COMMON 216640102 50,455 1,145,400 SH DEFINED 1 1,145,400 COOPER CAMERON CORP COMMON 216640102 485 11,000 SH DEFINED 1,4 11,000 COOPER CAMERON CORP COMMON 216640102 3,920 89,000 SH DEFINED 2 89,000 COOPER CAMERON CORP COMMON 216640102 35 800 SH DEFINED 2,3 800 COOPER CAMERON CORP COMMON 216640102 8,671 196,836 SH DEFINED 5 196,836 COOPER CO INC COMMON 216648402 14,953 276,900 SH DEFINED 1 276,900 COOPER CO INC COMMON 216648402 57 1,050 SH DEFINED 1,4 1,050 COOPER CO INC COMMON 216648402 1,382 25,600 SH DEFINED 2 25,600 COOPER CO INC COMMON 216648402 113 2,100 SH DEFINED 2,3 2,100
Page 28 / 144 COOPER INDUSTRIES LTD CL A COMMON G24182100 14,295 250,000 SH DEFINED 1 250,000 COOPER TIRE AND RUBBER COMPANY COMMON 216831107 6,549 325,000 SH DEFINED 1 325,000 CORE LABORATORIES NV COMMON N22717107 5,300 250,000 SH DEFINED 1 250,000 CORE LABORATORIES NV COMMON N22717107 1,234 58,200 SH DEFINED 2 58,200 CORGENTECH INC COMMON 21872P105 2,632 140,000 SH DEFINED 1 140,000 CORINTHIAN COLLEGES INC COMMON 218868107 12,814 387,600 SH DEFINED 1 387,600 CORINTHIAN COLLEGES INC COMMON 218868107 2,628 79,500 SH DEFINED 2 79,500 CORNING INC COMMON 219350105 60,369 5,399,700 SH DEFINED 1 5,399,700 CORNING INC COMMON 219350105 61,490 5,500,000 SH DEFINED 1,2 5,500,000 CORNING INC COMMON 219350105 1,711 153,000 SH DEFINED 1,4 153,000 CORNING INC COMMON 219350105 4,552 407,200 SH DEFINED 2 407,200 CORNING INC COMMON 219350105 348 31,100 SH DEFINED 2,3 31,100 CORPBANCA ADS 144A COMMON 21987A100 6,224 247,700 SH DEFINED 1 247,700 CORPBANCA ADS REG S COMMON 21987A209 58 2,300 SH DEFINED 1,4 2,300 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 38,202 812,800 SH DEFINED 1 812,800 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 108 2,300 SH DEFINED 1,4 2,300 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 5,701 121,300 SH DEFINED 2 121,300 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 197 4,200 SH DEFINED 2,3 4,200 CORRECTIONS CORP OF AMERICA COMMON 22025Y407 6,438 180,850 SH DEFINED 1 180,850 COST PLUS INC CALIFORNIA COMMON 221485105 6,263 150,000 SH DEFINED 1 150,000 COSTAR GROUP INC COMMON 22160N109 30,838 835,950 SH DEFINED 1 835,950 COSTAR GROUP INC COMMON 22160N109 65 1,750 SH DEFINED 1,4 1,750 COSTAR GROUP INC COMMON 22160N109 4,694 127,250 SH DEFINED 2 127,250 COSTAR GROUP INC COMMON 22160N109 129 3,500 SH DEFINED 2,3 3,500 COSTAR GROUP INC COMMON 22160N109 195 5,290 SH DEFINED 5 5,290 COSTCO WHOLESALE CORP COMMON 22160K105 1,852 49,300 SH DEFINED 1 49,300 COSTCO WHOLESALE CORP COMMON 22160K105 3,591 95,600 SH DEFINED 1,4 95,600 COSTCO WHOLESALE CORP COMMON 22160K105 1,901 50,600 SH DEFINED 2 50,600
Page 29 / 144 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 6 66 SH DEFINED 1 66 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 767 8,000 CALL DEFINED 6 8,000 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 767 8,000 PUT DEFINED 6 8,000 COVANCE INC COMMON 222816100 17,816 517,300 SH DEFINED 1 517,300 COVANCE INC COMMON 222816100 2,421 70,300 SH DEFINED 2 70,300 COVENTRY HEALTH CARE INC COMMON 222862104 18,312 432,600 SH DEFINED 1 432,600 COVENTRY HEALTH CARE INC COMMON 222862104 21,123 499,000 SH DEFINED 1,2 499,000 COVENTRY HEALTH CARE INC COMMON 222862104 2,146 50,700 SH DEFINED 2 50,700 COVENTRY HEALTH CARE INC COMMON 222862104 93 2,200 SH DEFINED 2,3 2,200 COX COMMUNICATIONS INC CL A COMMON 224044107 33,509 1,060,400 SH DEFINED 1 1,060,400 COX COMMUNICATIONS INC CL A COMMON 224044107 25 800 SH DEFINED 2 800 COX RADIO INC CL A COMMON 224051102 17,423 818,000 SH DEFINED 1 818,000 COX RADIO INC CL A COMMON 224051102 1,238 58,100 SH DEFINED 2 58,100 CREDIT SUISSE GROUP ADR COMMON 225401108 76 2,171 SH DEFINED 5 2,171 CROSS TIMBERS ROYALTY TRUST COMMON 22757R109 0 9 SH DEFINED 1,4 9 CROWN CASTLE INTERNATIONAL CORP COMMON 228227104 5,684 450,000 SH DEFINED 1 450,000 CSC HOLDINGS INC SER M 11.125% PFD PREFERRED 126304401 11,360 108,550 SH DEFINED 1 108,550 CSC HOLDINGS INC SER M 11.125% PFD PREFERRED 126304401 152 1,450 SH DEFINED 2,3 1,450 CSK AUTO CORP COMMON 125965103 2,717 150,000 SH DEFINED 1 150,000 CSX CORP COMMON 126408103 0 1 SH DEFINED 5 1 CULLEN/FROST BANKERS INC COMMON 229899109 4,815 112,600 SH DEFINED 1 112,600 CUMMINS ENGINE COMMON 231021106 7,786 133,200 SH DEFINED 1 133,200 CUMULUS MEDIA INC CL A COMMON 231082108 16,490 824,900 SH DEFINED 1 824,900 CUMULUS MEDIA INC CL A COMMON 231082108 1,893 94,700 SH DEFINED 2 94,700 CUMULUS MEDIA INC CL A COMMON 231082108 400 20,000 SH DEFINED 6 20,000
Page 30 / 144 CVS CORP COMMON 126650100 5,521 156,400 SH DEFINED 1 156,400 CVS CORP COMMON 126650100 14,120 400,000 SH DEFINED 1,2 400,000 CVS CORP COMMON 126650100 194 5,500 SH DEFINED 2 5,500 CVS CORP COMMON 126650100 115 3,250 SH DEFINED 2,3 3,250 CYBERONICS INC COMMON 23251P102 7,188 300,000 SH DEFINED 1 300,000 CYBERONICS INC COMMON 23251P102 1,208 50,400 SH DEFINED 2 50,400 CYMER INC COMMON 232572107 9,795 253,700 SH DEFINED 1 253,700 CYMER INC COMMON 232572107 2,344 60,700 SH DEFINED 2 60,700 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 8,956 437,500 SH DEFINED 1 437,500 CYTEC INDUSTRIES INC COMMON 232820100 2 50 SH DEFINED 1 50 CYTYC CORP COMMON 232946103 16,756 753,100 SH DEFINED 1 753,100 CYTYC CORP COMMON 232946103 3,188 143,300 SH DEFINED 2 143,300 D.R. HORTON INC COMMON 23331A109 3,876 109,400 SH DEFINED 1 109,400 DADE BEHRING HOLDINGS INC COMMON 23342J206 3,336 75,000 SH DEFINED 1 75,000 DAKTRONICS INC COMMON 234264109 6,771 300,000 SH DEFINED 1 300,000 DAKTRONICS INC COMMON 234264109 1,652 73,200 SH DEFINED 2 73,200 DANAHER CORP COMMON 235851102 266,456 2,853,760 SH DEFINED 1 2,853,760 DANAHER CORP COMMON 235851102 74,696 800,000 SH DEFINED 1,2 800,000 DANAHER CORP COMMON 235851102 168 1,800 SH DEFINED 1,4 1,800 DANAHER CORP COMMON 235851102 25,948 277,910 SH DEFINED 2 277,910 DANAHER CORP COMMON 235851102 729 7,810 SH DEFINED 2,3 7,810 DANKA BUSINESS SYSTEMS PLC ADR COMMON 236277109 2,249 527,700 SH DEFINED 1 527,700 DAVITA INC COMMON 23918K108 38,506 806,400 SH DEFINED 1 806,400 DAVITA INC COMMON 23918K108 2,540 53,200 SH DEFINED 2 53,200 DAYTON SUPERIOR WTS 144A COMMON 240028118 0 11,000 SH DEFINED 1 11,000 DDI CORP COMMON 233162304 9,201 892,400 SH DEFINED 1 892,400 DDI CORP COMMON 233162304 931 90,300 SH DEFINED 2 90,300
Page 31 / 144 DECKERS OUTDOOR CORP COMMON 243537107 584 22,500 SH DEFINED 1 22,500 DEERE & CO COMMON 244199105 46,507 671,000 SH DEFINED 1 671,000 DEERE & CO COMMON 244199105 69,310 1,000,000 SH DEFINED 1,2 1,000,000 DEERE & CO COMMON 244199105 90 1,300 SH DEFINED 1,4 1,300 DEERE & CO COMMON 244199105 9,461 136,500 SH DEFINED 2 136,500 DEERE & CO COMMON 244199105 305 4,400 SH DEFINED 2,3 4,400 DELL INC COMMON 24702R101 350,283 10,418,900 SH DEFINED 1 10,418,900 DELL INC COMMON 24702R101 8,405 250,000 PUT DEFINED 1 250,000 DELL INC COMMON 24702R101 2,522 75,000 CALL DEFINED 1 75,000 DELL INC COMMON 24702R101 179,867 5,350,000 SH DEFINED 1,2 5,350,000 DELL INC COMMON 24702R101 12,349 367,300 SH DEFINED 1,4 367,300 DELL INC COMMON 24702R101 46,482 1,382,560 SH DEFINED 2 1,382,560 DELL INC COMMON 24702R101 1,150 34,200 SH DEFINED 2,3 34,200 DELL INC COMMON 24702R101 114 3,402 SH DEFINED 5 3,402 DELUXE CORP COMMON 248019101 9 220 SH DEFINED 1 220 DEUTSCHE TELEKOM AG ADR COMMON 251566105 222 12,302 SH DEFINED 5 12,302 DEVELOPERS DIVERSIFIED REALTY CORP COMMON 251591103 578 14,300 SH DEFINED 1 14,300 DEVON ENERGY CORP COMMON 25179M103 46,799 804,797 SH DEFINED 1 804,797 DEVON ENERGY CORP COMMON 25179M103 40,705 700,000 SH DEFINED 1,2 700,000 DEVON ENERGY CORP COMMON 25179M103 523 9,000 SH DEFINED 1,4 9,000 DEVON ENERGY CORP COMMON 25179M103 9,799 168,509 SH DEFINED 2 168,509 DEVON ENERGY CORP COMMON 25179M103 216 3,707 SH DEFINED 2,3 3,707 DIEBOLD INC COMMON 253651103 36,186 752,000 SH DEFINED 1 752,000 DIEBOLD INC COMMON 253651103 491 10,200 SH DEFINED 1,4 10,200 DIEBOLD INC COMMON 253651103 4,196 87,200 SH DEFINED 2 87,200 DIEBOLD INC COMMON 253651103 38 800 SH DEFINED 2,3 800 DIGENE CORP COMMON 253752109 13,380 389,400 SH DEFINED 1 389,400 DIGENE CORP COMMON 253752109 2,127 61,900 SH DEFINED 2 61,900 DIGENE CORP COMMON 253752109 208 6,054 SH DEFINED 5 6,054 DIGENE CORP COMMON 253752109 430 12,500 SH DEFINED 6 12,500 DIGITAL INSIGHT CORP COMMON 25385P106 7,252 350,000 SH DEFINED 1 350,000 DIGITAL INSIGHT CORP COMMON 25385P106 1,728 83,400 SH DEFINED 2 83,400
Page 32 / 144 DIGITAL THEATER SYSTEMS INC COMMON 25389G102 1,153 45,000 SH DEFINED 1 45,000 DIGITALNET HOLDINGS INC COMMON 25389B103 1,122 55,000 SH DEFINED 1 55,000 DIGITAS INC COMMON 25388K104 6,689 650,000 SH DEFINED 1 650,000 DIGITAS INC COMMON 25388K104 1,564 152,000 SH DEFINED 2 152,000 DIONEX CORP COMMON 254546104 1,885 35,700 SH DEFINED 1 35,700 DIONEX CORP COMMON 254546104 1,922 36,400 SH DEFINED 2 36,400 DIRECT GENERAL CORP COMMON 25456W204 4,438 122,600 SH DEFINED 1 122,600 DJ ORTHOPEDICS INC COMMON 23325G104 3,466 134,100 SH DEFINED 1 134,100 DOLLAR GENERAL CORP COMMON 256669102 15,738 819,700 SH DEFINED 1 819,700 DOLLAR GENERAL CORP COMMON 256669102 28,800 1,500,000 SH DEFINED 1,2 1,500,000 DOLLAR GENERAL CORP COMMON 256669102 2,986 155,500 SH DEFINED 2 155,500 DOLLAR GENERAL CORP COMMON 256669102 125 6,500 SH DEFINED 2,3 6,500 DOLLAR THRIFTY AUTOMOTIVE GROUP INC COMMON 256743105 3,918 155,050 SH DEFINED 1 155,050 DOLLAR TREE STORES INC COMMON 256747106 10,588 342,770 SH DEFINED 1 342,770 DOLLAR TREE STORES INC COMMON 256747106 1,359 44,000 SH DEFINED 2 44,000 DOMINION RESOURCES INC VA COMMON 25746U109 18,518 288,000 SH DEFINED 1 288,000 DOMINION RESOURCES INC VA COMMON 25746U109 7,202 112,000 SH DEFINED 2 112,000 DONNELLEY (R.R.) & SONS C. COMMON 257867101 12,972 428,841 SH DEFINED 1 428,841 DORAL FINANCIAL CORP COMMON 25811P100 16,465 467,750 SH DEFINED 1 467,750 DORAL FINANCIAL CORP COMMON 25811P100 2,288 65,000 SH DEFINED 2 65,000 DOT HILL SYSTEMS CORP COMMON 25848T109 2,323 231,800 SH DEFINED 1 231,800 DOUBLECLICK INC COMMON 258609304 6,587 585,500 SH DEFINED 1 585,500 DOUBLECLICK INC COMMON 258609304 1,650 146,700 SH DEFINED 2 146,700
Page 33 / 144 DOVER CORP COMMON 260003108 139,301 3,593,000 SH DEFINED 1 3,593,000 DOVER CORP COMMON 260003108 60,318 1,555,800 SH DEFINED 1,2 1,555,800 DOVER CORP COMMON 260003108 1,202 31,000 SH DEFINED 1,4 31,000 DOVER CORP COMMON 260003108 9,592 247,400 SH DEFINED 2 247,400 DOVER CORP COMMON 260003108 85 2,200 SH DEFINED 2,3 2,200 DOVER CORP COMMON 260003108 27,458 708,237 SH DEFINED 5 708,237 DOW CHEMICAL CO COMMON 260543103 122,169 3,033,000 SH DEFINED 1 3,033,000 DOW CHEMICAL CO COMMON 260543103 34,238 850,000 SH DEFINED 1,2 850,000 DOW CHEMICAL CO COMMON 260543103 6,622 164,400 SH DEFINED 2 164,400 DREXLER TECHNOLOGY CORP COMMON 261876106 919 67,087 SH DEFINED 1 67,087 DSP GROUP INC COMMON 23332B106 530 20,600 SH DEFINED 1 20,600 DST SYSTEMS INC COMMON 233326107 36,601 807,070 SH DEFINED 1 807,070 DST SYSTEMS INC COMMON 233326107 1,361 30,000 SH DEFINED 2 30,000 DTE ENERGY CO COMMON 233331107 177 4,300 SH DEFINED 1 4,300 DUPONT DE NEMOUR & CO COMMON 263534109 64,244 1,521,640 SH DEFINED 1 1,521,640 DUPONT DE NEMOUR & CO COMMON 263534109 3,815 90,350 SH DEFINED 2 90,350 DUPONT PHOTOMASKS COMMON 26613X101 2,326 100,000 SH DEFINED 1 100,000 E TRADE FINANCIAL CORPORATION COMMON 269246104 587 44,000 SH DEFINED 1 44,000 EAST WEST BANCORP INC COMMON 27579R104 14,661 261,800 SH DEFINED 1 261,800 EAST WEST BANCORP INC COMMON 27579R104 2,705 48,300 SH DEFINED 2 48,300 EATON CORP COMMON 278058102 39,462 702,300 SH DEFINED 1 702,300 EATON CORP COMMON 278058102 36,524 650,000 SH DEFINED 1,2 650,000 EATON CORP COMMON 278058102 129 2,300 SH DEFINED 1,4 2,300 EATON CORP COMMON 278058102 6,740 119,950 SH DEFINED 2 119,950 EATON CORP COMMON 278058102 382 6,800 SH DEFINED 2,3 6,800 EATON CORP COMMON 278058102 159 2,835 SH DEFINED 5 2,835
Page 34 / 144 EBAY INC COMMON 278642103 71,179 1,026,670 SH DEFINED 1 1,026,670 EBAY INC COMMON 278642103 93,596 1,350,000 SH DEFINED 1,2 1,350,000 EBAY INC COMMON 278642103 2,960 42,700 SH DEFINED 1,4 42,700 EBAY INC COMMON 278642103 19,351 279,120 SH DEFINED 2 279,120 EBAY INC COMMON 278642103 763 11,000 SH DEFINED 2,3 11,000 EBAY INC COMMON 278642103 52 757 SH DEFINED 5 757 ECHOSTAR COMMUNICATIONS CORP COMMON 278762109 819 25,000 SH DEFINED 1 25,000 EDISON INTERNATIONAL COMMON 281020107 367 15,100 SH DEFINED 1 15,100 EDISON INTERNATIONAL COMMON 281020107 2,400 98,800 SH DEFINED 1,4 98,800 EDUCATION MANAGEMENT CORP COMMON 28139T101 8,989 282,400 SH DEFINED 1 282,400 EDUCATION MANAGEMENT CORP COMMON 28139T101 2,257 70,900 SH DEFINED 2 70,900 EDWARDS (A.G.) INC COMMON 281760108 951 24,300 SH DEFINED 1 24,300 EDWARDS LIFESCIENCES CORP COMMON 28176E108 4,793 150,000 SH DEFINED 1 150,000 EDWARDS LIFESCIENCES CORP COMMON 28176E108 435 13,600 SH DEFINED 2 13,600 ELECTRONIC ARTS INC COMMON 285512109 15,996 296,440 SH DEFINED 1 296,440 ELECTRONIC ARTS INC COMMON 285512109 16,188 300,000 SH DEFINED 1,2 300,000 ELECTRONIC ARTS INC COMMON 285512109 32 600 SH DEFINED 1,4 600 ELECTRONIC ARTS INC COMMON 285512109 1,009 18,700 SH DEFINED 2 18,700 ELECTRONIC ARTS INC COMMON 285512109 189 3,500 SH DEFINED 2,3 3,500 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 6,000 310,100 SH DEFINED 1,4 310,100 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 2,401 124,100 SH DEFINED 2 124,100 ELECTRONICS FOR IMAGING INC COMMON 286082102 22,064 898,000 SH DEFINED 1 898,000 ELECTRONICS FOR IMAGING INC COMMON 286082102 57 2,300 SH DEFINED 1,4 2,300 ELECTRONICS FOR IMAGING INC COMMON 286082102 1,501 61,100 SH DEFINED 2 61,100 ELECTRONICS FOR IMAGING INC COMMON 286082102 113 4,600 SH DEFINED 2,3 4,600 ELKCORP COMMON 287456107 5,651 208,600 SH DEFINED 1 208,600 EMBRAER AIRCRAFT ADR COMMON 29081M102 3,210 100,000 SH DEFINED 1 100,000 EMBRAER AIRCRAFT ADR COMMON 29081M102 369 11,500 SH DEFINED 6 11,500
Page 35 / 144 EMC CORP COMMON 268648102 63,325 4,652,800 SH DEFINED 1 4,652,800 EMC CORP COMMON 268648102 110,380 8,110,200 SH DEFINED 1,2 8,110,200 EMC CORP COMMON 268648102 1,911 140,400 SH DEFINED 1,4 140,400 EMC CORP COMMON 268648102 23,093 1,696,800 SH DEFINED 2 1,696,800 EMC CORP COMMON 268648102 900 66,100 SH DEFINED 2,3 66,100 EMERSON ELECTRIC CO COMMON 291011104 78,004 1,301,800 SH DEFINED 1 1,301,800 EMERSON ELECTRIC CO COMMON 291011104 31,458 525,000 SH DEFINED 1,2 525,000 EMERSON ELECTRIC CO COMMON 291011104 294 4,900 SH DEFINED 2 4,900 EMMIS COMMUNICATIONS CORP COMMON 291525103 5,476 230,000 SH DEFINED 1 230,000 EMULEX CORP COMMON 292475209 23,907 1,122,900 SH DEFINED 1 1,122,900 EMULEX CORP COMMON 292475209 32 1,500 SH DEFINED 1,4 1,500 EMULEX CORP COMMON 292475209 3,621 170,100 SH DEFINED 2 170,100 EMULEX CORP COMMON 292475209 75 3,500 SH DEFINED 2,3 3,500 EMULEX CORP COMMON 292475209 383 18,000 SH DEFINED 6 18,000 ENCANA CORP COMMON 292505104 87 2,025 SH DEFINED 5 2,025 ENCORE MEDICAL CORP COMMON 29256E109 294 36,698 SH DEFINED 6 36,698 ENDO PHARMACEUTICAL HOLDINGS INC COMMON 29264F205 1,345 55,090 SH DEFINED 1 55,090 ENDO PHARMACEUTICAL HOLDINGS INC COMMON 29264F205 1,319 54,000 SH DEFINED 2 54,000 ENDURANCE SPECIALTY HOLDINGS COMMON G30397106 6,376 179,400 SH DEFINED 1 179,400 ENERGEN CORP COMMON 29265N108 4,286 103,900 SH DEFINED 1 103,900 ENERGEN CORP COMMON 29265N108 4,286 103,900 SH DEFINED 1,4 103,900 ENERGEN CORP COMMON 29265N108 1,658 40,200 SH DEFINED 2 40,200 ENERGY EAST CORP COMMON 29266M109 312 12,300 SH DEFINED 1 12,300 ENGELHARD CORP COMMON 292845104 28,874 966,020 SH DEFINED 1 966,020 ENGELHARD CORP COMMON 292845104 418 14,000 SH DEFINED 1,4 14,000 ENGELHARD CORP COMMON 292845104 3,216 107,600 SH DEFINED 2 107,600 ENGELHARD CORP COMMON 292845104 27 900 SH DEFINED 2,3 900 ENGELHARD CORP COMMON 292845104 12,302 411,576 SH DEFINED 5 411,576
Page 36 / 144 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 38,949 798,300 SH DEFINED 1 798,300 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 54 1,100 SH DEFINED 1,4 1,100 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 3,593 73,650 SH DEFINED 2 73,650 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 112 2,300 SH DEFINED 2,3 2,300 ENI S P A ADR SPONSORED COMMON 26874R108 388 3,844 SH DEFINED 5 3,844 ENSCO INTERNATIONAL INC COMMON 26874Q100 137,054 4,865,250 SH DEFINED 1 4,865,250 ENSCO INTERNATIONAL INC COMMON 26874Q100 34,339 1,219,000 SH DEFINED 1,2 1,219,000 ENSCO INTERNATIONAL INC COMMON 26874Q100 11,038 391,850 SH DEFINED 2 391,850 ENSCO INTERNATIONAL INC COMMON 26874Q100 454 16,100 SH DEFINED 2,3 16,100 ENSCO INTERNATIONAL INC COMMON 26874Q100 8,305 294,836 SH DEFINED 5 294,836 ENTEGRIS INC COMMON 29362U104 10,257 810,200 SH DEFINED 1 810,200 ENTEGRIS INC COMMON 29362U104 1,861 147,000 SH DEFINED 2 147,000 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 20,000 441,800 SH DEFINED 1 441,800 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 68 1,500 SH DEFINED 1,4 1,500 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 1,686 37,250 SH DEFINED 2 37,250 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 136 3,000 SH DEFINED 2,3 3,000 ENTERGY CORP COMMON 29364G103 1,651 27,750 SH DEFINED 1 27,750 ENTRAVISION COMMUNICATIONS CORP COMMON 29382R107 5,059 564,000 SH DEFINED 1 564,000 ENTRAVISION COMMUNICATIONS CORP COMMON 29382R107 1,219 135,900 SH DEFINED 2 135,900 EON LABS INC COMMON 29412E100 14,154 211,000 SH DEFINED 1 211,000 EON LABS INC COMMON 29412E100 449 6,700 SH DEFINED 2 6,700 EQUIFAX INC COMMON 294429105 1,255 48,600 SH DEFINED 1 48,600 EQUITABLE RESOURCES INC COMMON 294549100 444 10,000 SH DEFINED 1 10,000 EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 4,478 155,000 SH DEFINED 1,4 155,000 EQUITY RESIDENTIAL COMMON 29476L107 2,090 70,000 SH DEFINED 1,4 70,000 ERESEARCH TECHNOLOGY INC COMMON 29481V108 8,867 316,100 SH DEFINED 1 316,100 ERESEARCH TECHNOLOGY INC COMMON 29481V108 1,656 59,049 SH DEFINED 2 59,049
Page 37 / 144 ERICSSON (LM) TEL- SP ADR COMMON 294821608 280 10,100 SH DEFINED 1 10,100 ERICSSON (LM) TEL- SP ADR COMMON 294821608 81 2,933 SH DEFINED 5 2,933 ESPEED INC CL A COMMON 296643109 11,195 534,100 SH DEFINED 1 534,100 ESPEED INC CL A COMMON 296643109 1,888 90,100 SH DEFINED 2 90,100 ESS TECHNOLOGY INC COMMON 269151106 576 39,300 SH DEFINED 1 39,300 ESTEE LAUDER CO COMMON 518439104 20,781 468,670 SH DEFINED 1 468,670 ESTEE LAUDER CO COMMON 518439104 918 20,700 SH DEFINED 2 20,700 ETABLISSEMENTS DELHAIZE FRER COMMON 29759W101 78 1,670 SH DEFINED 5 1,670 EURONET WORLDWIDE INC COMMON 298736109 22,238 1,169,800 SH DEFINED 1 1,169,800 EURONET WORLDWIDE INC COMMON 298736109 42 2,200 SH DEFINED 1,4 2,200 EURONET WORLDWIDE INC COMMON 298736109 3,945 207,500 SH DEFINED 2 207,500 EURONET WORLDWIDE INC COMMON 298736109 93 4,900 SH DEFINED 2,3 4,900 EURONET WORLDWIDE INC COMMON 298736109 206 10,851 SH DEFINED 5 10,851 EVEREST RE GROUP LTD COMMON G3223R108 19,173 224,400 SH DEFINED 1 224,400 EVEREST RE GROUP LTD COMMON G3223R108 2,392 28,000 SH DEFINED 2 28,000 EVERGREEN RESOURCES INC COMMON 299900308 11,366 330,900 SH DEFINED 1 330,900 EVERGREEN RESOURCES INC COMMON 299900308 1,817 52,900 SH DEFINED 2 52,900 EXACT SCIENCES CORP COMMON 30063P105 3,497 450,000 SH DEFINED 1 450,000 EXACT SCIENCES CORP COMMON 30063P105 272 35,000 SH DEFINED 6 35,000 EXAR CORP COMMON 300645108 6,876 371,700 SH DEFINED 1 371,700 EXAR CORP COMMON 300645108 1,671 90,300 SH DEFINED 2 90,300 EXELON CORP COMMON 30161N101 6,538 94,930 SH DEFINED 1 94,930 EXELON CORP COMMON 30161N101 14,862 215,800 SH DEFINED 1,4 215,800 EXELON CORP COMMON 30161N101 6,970 101,200 SH DEFINED 2 101,200 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 27,975 708,400 SH DEFINED 1 708,400 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 19,745 500,000 SH DEFINED 1,2 500,000 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 91 2,300 SH DEFINED 1,4 2,300 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 4,275 108,260 SH DEFINED 2 108,260 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 239 6,040 SH DEFINED 2,3 6,040 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 281 7,135 SH DEFINED 5 7,135
Page 38 / 144 EXPRESS SCRIPTS INC COMMON 302182100 39,015 523,060 SH DEFINED 1 523,060 EXPRESS SCRIPTS INC COMMON 302182100 3,506 47,000 SH DEFINED 2 47,000 EXPRESS SCRIPTS INC COMMON 302182100 247 3,307 SH DEFINED 5 3,307 EXPRESSJET HOLDINGS INC COMMON 30218U108 386 31,000 SH DEFINED 2 31,000 EXULT INC COMMON 302284104 2,492 400,000 SH DEFINED 1 400,000 EXXON MOBIL CORP COMMON 30231G102 415,593 9,992,620 SH DEFINED 1 9,992,620 EXXON MOBIL CORP COMMON 30231G102 60,098 1,445,000 SH DEFINED 1,2 1,445,000 EXXON MOBIL CORP COMMON 30231G102 17,884 430,000 SH DEFINED 1,4 430,000 EXXON MOBIL CORP COMMON 30231G102 35,169 845,600 SH DEFINED 2 845,600 EXXON MOBIL CORP COMMON 30231G102 116 2,800 SH DEFINED 2,3 2,800 EYETECH PHARMACEUTICALS INC COMMON 302297106 4,482 135,000 SH DEFINED 1 135,000 EYETECH PHARMACEUTICALS INC COMMON 302297106 106 3,200 SH DEFINED 2 3,200 F S I INTERNATIONAL COMMON 302633102 3,268 400,000 SH DEFINED 1 400,000 F5 NETWORKS INC COMMON 315616102 2,251 66,500 SH DEFINED 1 66,500 F5 NETWORKS INC COMMON 315616102 203 6,000 SH DEFINED 6 6,000 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 1,532 36,000 SH DEFINED 1 36,000 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 8,082 189,900 SH DEFINED 1,4 189,900 FAIR ISAAC CORP COMMON 303250104 103 2,850 SH DEFINED 1 2,850 FAIRCHILD SEMICONDUCTOR INTL CL A COMMON 303726103 27,380 1,139,400 SH DEFINED 1 1,139,400 FAIRCHILD SEMICONDUCTOR INTL CL A COMMON 303726103 58 2,400 SH DEFINED 1,4 2,400 FAIRCHILD SEMICONDUCTOR INTL CL A COMMON 303726103 3,537 147,200 SH DEFINED 2 147,200 FAIRCHILD SEMICONDUCTOR INTL CL A COMMON 303726103 96 4,000 SH DEFINED 2,3 4,000 FAIRCHILD SEMICONDUCTOR INTL CL A COMMON 303726103 130 5,399 SH DEFINED 5 5,399 FAIRCHILD SEMICONDUCTOR INTL CL A COMMON 303726103 360 15,000 SH DEFINED 6 15,000 FAMILY DOLLAR STORES INC COMMON 307000109 43,629 1,213,600 SH DEFINED 1 1,213,600 FAMILY DOLLAR STORES INC COMMON 307000109 38,923 1,082,700 SH DEFINED 1,2 1,082,700 FAMILY DOLLAR STORES INC COMMON 307000109 554 15,400 SH DEFINED 1,4 15,400 FAMILY DOLLAR STORES INC COMMON 307000109 8,501 236,460 SH DEFINED 2 236,460 FAMILY DOLLAR STORES INC COMMON 307000109 201 5,600 SH DEFINED 2,3 5,600 FAMILY DOLLAR STORES INC COMMON 307000109 11,921 331,604 SH DEFINED 5 331,604
Page 39 / 114 FANNIE MAE COMMON 313586109 568,712 7,649,125 SH DEFINED 1 7,649,125 FANNIE MAE COMMON 313586109 2,825 38,000 SH DEFINED 1,4 38,000 FANNIE MAE COMMON 313586109 20,483 275,500 SH DEFINED 2 275,500 FANNIE MAE COMMON 313586109 610 8,200 SH DEFINED 2,3 8,200 FANNIE MAE COMMON 313586109 21,814 293,394 SH DEFINED 5 293,394 FASTENAL CO COMMON 311900104 42,333 788,470 SH DEFINED 1 788,470 FASTENAL CO COMMON 311900104 145 2,700 SH DEFINED 1,4 2,700 FASTENAL CO COMMON 311900104 3,564 66,380 SH DEFINED 2 66,380 FASTENAL CO COMMON 311900104 252 4,700 SH DEFINED 2,3 4,700 FASTENAL CO COMMON 311900104 247 4,604 SH DEFINED 5 4,604 FEDERAL AGRICULTURAL MTG CORP COMMON 313148306 3,077 117,400 SH DEFINED 1 117,400 FEDERATED DEPARTMENT STORES COMMON 31410H101 77,479 1,433,470 SH DEFINED 1 1,433,470 FEDERATED INVESTORS INC COMMON 314211103 437 13,900 SH DEFINED 1 13,900 FEDEX CORP COMMON 31428X106 57,092 759,610 SH DEFINED 1 759,610 FEDEX CORP COMMON 31428X106 5,126 68,200 SH DEFINED 1,4 68,200 FEDEX CORP COMMON 31428X106 2,195 29,200 SH DEFINED 2 29,200 FEI CO COMMON 30241L109 6,597 301,900 SH DEFINED 1 301,900 FEI CO COMMON 30241L109 1,578 72,200 SH DEFINED 2 72,200 FIELDSTONE INVT CORP COMM 144A COMMON 31659U102 20,465 1,063,100 SH DEFINED 1 1,063,100 FIFTH THIRD BANCORP COMMON 316773100 17 300 SH DEFINED 1 300 FILENET CORP COMMON 316869106 136 5,100 SH DEFINED 1 5,100 FIRST DATA CORP COMMON 319963104 381,832 9,056,730 SH DEFINED 1 9,056,730 FIRST DATA CORP COMMON 319963104 71,040 1,685,000 SH DEFINED 1,2 1,685,000 FIRST DATA CORP COMMON 319963104 19,676 466,700 SH DEFINED 2 466,700 FIRST DATA CORP COMMON 319963104 793 18,800 SH DEFINED 2,3 18,800 FIRST DATA CORP COMMON 319963104 20,665 490,172 SH DEFINED 5 490,172 FIRST FINANCIAL HOLDINGS COMMON 320239106 203 6,800 SH DEFINED 1 6,800 FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 580 36,800 SH DEFINED 1 36,800
Page 40 / 114 FIRSTENERGY CORP COMMON 337932107 28,814 737,300 SH DEFINED 1 737,300 FIRSTENERGY CORP COMMON 337932107 512 13,100 SH DEFINED 2 13,100 FIRSTENERGY CORP COMMON 337932107 78 2,000 SH DEFINED 2,3 2,000 FISERV INC COMMON 337738108 71,993 2,012,657 SH DEFINED 1 2,012,657 FISERV INC COMMON 337738108 107,310 3,000,000 SH DEFINED 1,2 3,000,000 FISERV INC COMMON 337738108 125 3,500 SH DEFINED 1,4 3,500 FISERV INC COMMON 337738108 25,244 705,725 SH DEFINED 2 705,725 FISERV INC COMMON 337738108 658 18,387 SH DEFINED 2,3 18,387 FISHER SCIENTIFIC INTL INC COMMON 338032204 70,483 1,280,570 SH DEFINED 1 1,280,570 FISHER SCIENTIFIC INTL INC COMMON 338032204 149 2,700 SH DEFINED 1,4 2,700 FISHER SCIENTIFIC INTL INC COMMON 338032204 4,081 74,150 SH DEFINED 2 74,150 FISHER SCIENTIFIC INTL INC COMMON 338032204 253 4,600 SH DEFINED 2,3 4,600 FISHER SCIENTIFIC INTL INC COMMON 338032204 323 5,872 SH DEFINED 5 5,872 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 4,424 256,900 SH DEFINED 1 256,900 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 9,111 529,100 SH DEFINED 1,4 529,100 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 77 4,500 SH DEFINED 2 4,500 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 387 22,500 SH DEFINED 6 22,500 FLIR SYSTEMS INC COMMON 302445101 11,398 299,000 SH DEFINED 1 299,000 FLIR SYSTEMS INC COMMON 302445101 2,459 64,500 SH DEFINED 2 64,500 FLORIDA ROCK INDS INC COMMON 341140101 518 12,300 SH DEFINED 1 12,300 FLORIDA ROCK INDS INC COMMON 341140101 348 8,250 SH DEFINED 2 8,250 FLOWERS FOOD INC COMMON 343498101 12,981 494,700 SH DEFINED 1 494,700 FLOWSERVE CORP COMMON 34354P105 6 276 SH DEFINED 5 276 FMC TECHNOLOGIES INC COMMON 30249U101 18,526 685,400 SH DEFINED 1 685,400 FMC TECHNOLOGIES INC COMMON 30249U101 2,576 95,300 SH DEFINED 2 95,300 FOOT LOCKER INC COMMON 344849104 21,129 818,950 SH DEFINED 1 818,950 FOOT LOCKER INC COMMON 344849104 25,800 1,000,000 SH DEFINED 1,2 1,000,000 FOOT LOCKER INC COMMON 344849104 28 1,100 SH DEFINED 1,4 1,100 FOOT LOCKER INC COMMON 344849104 3,669 142,200 SH DEFINED 2 142,200 FOOT LOCKER INC COMMON 344849104 160 6,200 SH DEFINED 2,3 6,200
Page 41 / 114 FOREST LABORATORIES INC COMMON 345838106 14,934 208,520 SH DEFINED 1 208,520 FOREST LABORATORIES INC COMMON 345838106 36,433 508,700 SH DEFINED 1,2 508,700 FOREST LABORATORIES INC COMMON 345838106 4,768 66,580 SH DEFINED 2 66,580 FOREST LABORATORIES INC COMMON 345838106 158 2,200 SH DEFINED 2,3 2,200 FORMFACTOR INC COMMON 346375108 12,095 577,900 SH DEFINED 1 577,900 FORMFACTOR INC COMMON 346375108 1,762 84,200 SH DEFINED 2 84,200 FORRESTER RESEARCH INC COMMON 346563109 9,644 508,900 SH DEFINED 1 508,900 FORRESTER RESEARCH INC COMMON 346563109 1,618 85,400 SH DEFINED 2 85,400 FORTUNE BRANDS INC COMMON 349631101 40,264 525,430 SH DEFINED 1 525,430 FORTUNE BRANDS INC COMMON 349631101 15,326 200,000 SH DEFINED 1,2 200,000 FORTUNE BRANDS INC COMMON 349631101 10,242 133,650 SH DEFINED 2 133,650 FORTUNE BRANDS INC COMMON 349631101 356 4,650 SH DEFINED 2,3 4,650 FORTUNE BRANDS INC COMMON 349631101 75 979 SH DEFINED 5 979 FORWARD AIR CORPORATION COMMON 349853101 1,644 50,000 SH DEFINED 1 50,000 FOSSIL INC COMMON 349882100 7,694 230,700 SH DEFINED 1 230,700 FOSSIL INC COMMON 349882100 1,934 58,000 SH DEFINED 2 58,000 FOUNDRY NETWORKS INC COMMON 35063R100 32,060 1,867,200 SH DEFINED 1 1,867,200 FOUNDRY NETWORKS INC COMMON 35063R100 21,463 1,250,000 SH DEFINED 1,2 1,250,000 FOUNDRY NETWORKS INC COMMON 35063R100 57 3,300 SH DEFINED 1,4 3,300 FOUNDRY NETWORKS INC COMMON 35063R100 4,845 282,200 SH DEFINED 2 282,200 FOUNDRY NETWORKS INC COMMON 35063R100 211 12,300 SH DEFINED 2,3 12,300 FOX ENTERTAINMENT GROUP COMMON 35138T107 1,897 70,000 SH DEFINED 1 70,000 FPL GROUP INC COMMON 302571104 68,051 1,017,960 SH DEFINED 1 1,017,960 FPL GROUP INC COMMON 302571104 28,746 430,000 SH DEFINED 1,2 430,000 FPL GROUP INC COMMON 302571104 528 7,900 SH DEFINED 1,4 7,900 FPL GROUP INC COMMON 302571104 11,665 174,500 SH DEFINED 2 174,500 FPL GROUP INC COMMON 302571104 40 600 SH DEFINED 2,3 600 FPL GROUP INC COMMON 302571104 16,031 239,805 SH DEFINED 5 239,805 FRANKLIN BANK CORP CL A 144A COMMON 352448104 2,249 135,000 SH DEFINED 1 135,000 FRANKLIN BANK CORP/HOUSTON COMMON 352451108 41 2,200 SH DEFINED 1 2,200
Page 42 / 114 FRANKLIN RESOURCES INC COMMON 354613101 37,400 671,700 SH DEFINED 1 671,700 FRANKLIN RESOURCES INC COMMON 354613101 27,840 500,000 SH DEFINED 1,2 500,000 FRANKLIN RESOURCES INC COMMON 354613101 12,124 217,750 SH DEFINED 2 217,750 FRANKLIN RESOURCES INC COMMON 354613101 237 4,250 SH DEFINED 2,3 4,250 FREDDIE MAC COMMON 313400301 3,366 57,000 SH DEFINED 1 57,000 FREDDIE MAC COMMON 313400301 8,239 139,500 SH DEFINED 1,4 139,500 FREDDIE MAC COMMON 313400301 413 7,000 SH DEFINED 6 7,000 FREDS INC COMMON 356108100 14,691 605,300 SH DEFINED 1 605,300 FREDS INC COMMON 356108100 17 700 SH DEFINED 1,4 700 FREDS INC COMMON 356108100 2,442 100,600 SH DEFINED 2 100,600 FREDS INC COMMON 356108100 46 1,900 SH DEFINED 2,3 1,900 FREDS INC COMMON 356108100 364 15,000 SH DEFINED 6 15,000 FREEPORT-MCMORAN COPPER & GOLD INC. COMMON 35671D857 59 1,500 SH DEFINED 1 1,500 FREMONT GENERAL CORP COMMON 357288109 2,543 83,100 SH DEFINED 1,4 83,100 FRIEDMAN BILLINGS RAMSEY COMMON 358434108 24,680 914,400 SH DEFINED 1 914,400 FURNITURE BRANDS INTL INC COMMON 360921100 2,415 75,000 SH DEFINED 1 75,000 FURNITURE BRANDS INTL INC COMMON 360921100 225 7,000 SH DEFINED 6 7,000 GALEN HOLDINGS PLC ADR COMMON 363240102 122 1,977 SH DEFINED 5 1,977 GALYAN'S TRADING CO COMMON 36458R101 201 20,000 SH DEFINED 6 20,000 GAMESTOP CORP COMMON 36466R101 14,877 825,600 SH DEFINED 1 825,600 GAMESTOP CORP COMMON 36466R101 2,143 118,900 SH DEFINED 2 118,900 GAMESTOP CORP COMMON 36466R101 387 21,500 SH DEFINED 6 21,500 GANNETT CO COMMON 364730101 25,825 293,000 SH DEFINED 1 293,000 GANNETT CO COMMON 364730101 83,733 950,000 SH DEFINED 1,2 950,000 GANNETT CO COMMON 364730101 4,857 55,100 SH DEFINED 2 55,100 GANNETT CO COMMON 364730101 185 2,100 SH DEFINED 2,3 2,100
Page 43 / 114 GAP INC COMMON 364760108 323,477 14,757,180 SH DEFINED 1 14,757,180 GAP INC COMMON 364760108 131,520 6,000,000 SH DEFINED 1,2 6,000,000 GAP INC COMMON 364760108 24,355 1,111,080 SH DEFINED 2 1,111,080 GAP INC COMMON 364760108 1,350 61,600 SH DEFINED 2,3 61,600 GAP INC COMMON 364760108 16,792 766,034 SH DEFINED 5 766,034 GARTNER GROUP INC COMMON 366651107 3,495 300,000 SH DEFINED 1 300,000 GATEWAY INC COMMON 367626108 792 150,000 SH DEFINED 1 150,000 GAYLORD ENTERTAINMENT CO COMMON 367905106 3,090 100,000 SH DEFINED 1 100,000 GEDEON RICHTER LTD ADR COMMON 368467106 1,250 11,100 SH DEFINED 1 11,100 GENENCOR INTL INC COMMON 368709101 4,241 318,600 SH DEFINED 1 318,600 GENENCOR INTL INC COMMON 368709101 997 74,900 SH DEFINED 2 74,900 GENENTECH INC COMMON 368710406 33,469 316,280 SH DEFINED 1 316,280 GENENTECH INC COMMON 368710406 47,619 450,000 SH DEFINED 1,2 450,000 GENENTECH INC COMMON 368710406 3,010 28,440 SH DEFINED 2 28,440 GENENTECH INC COMMON 368710406 397 3,750 SH DEFINED 2,3 3,750 GENENTECH INC COMMON 368710406 39 370 SH DEFINED 5 370 GENERAL CABLE CORP COMMON 369300108 58 7,900 SH DEFINED 1 7,900 GENERAL DYNAMICS CORP COMMON 369550108 5 60 SH DEFINED 1 60 GENERAL ELECTRIC CO COMMON 369604103 549,065 17,990,350 SH DEFINED 1 17,990,350 GENERAL ELECTRIC CO COMMON 369604103 1,679 55,000 CALL DEFINED 1 55,000 GENERAL ELECTRIC CO COMMON 369604103 45,780 1,500,000 SH DEFINED 1,2 1,500,000 GENERAL ELECTRIC CO COMMON 369604103 43,216 1,416,000 SH DEFINED 2 1,416,000 GENERAL ELECTRIC CO COMMON 369604103 195 6,400 SH DEFINED 2,3 6,400 GENERAL MARITIME CORP COMMON Y2692M103 654 26,000 SH DEFINED 1 26,000 GENERAL MILLS INC COMMON 370334104 43,604 934,100 SH DEFINED 1 934,100 GENERAL MILLS INC COMMON 370334104 87,758 1,880,000 SH DEFINED 1,2 1,880,000 GENERAL MILLS INC COMMON 370334104 658 14,100 SH DEFINED 2 14,100 GENESEE & WYOMING INC CL A COMMON 371559105 4,245 171,850 SH DEFINED 1 171,850
Page 44 / 114 GENESIS MICROCHIP INC COMMON 37184C103 5,090 303,700 SH DEFINED 1 303,700 GENESIS MICROCHIP INC COMMON 37184C103 1,210 72,200 SH DEFINED 2 72,200 GEN-PROBE INC COMMON 36866T103 14,487 433,600 SH DEFINED 1 433,600 GEN-PROBE INC COMMON 36866T103 2,238 67,000 SH DEFINED 2 67,000 GENTEX CORP COMMON 371901109 32,027 738,300 SH DEFINED 1 738,300 GENTEX CORP COMMON 371901109 113 2,600 SH DEFINED 1,4 2,600 GENTEX CORP COMMON 371901109 2,828 65,200 SH DEFINED 2 65,200 GENTEX CORP COMMON 371901109 195 4,500 SH DEFINED 2,3 4,500 GENTEX CORP COMMON 371901109 325 7,485 SH DEFINED 5 7,485 GENUINE PARTS CO COMMON 372460105 37,909 1,158,600 SH DEFINED 1 1,158,600 GENUINE PARTS CO COMMON 372460105 543 16,600 SH DEFINED 1,4 16,600 GENUINE PARTS CO COMMON 372460105 4,368 133,500 SH DEFINED 2 133,500 GENUINE PARTS CO COMMON 372460105 36 1,100 SH DEFINED 2,3 1,100 GENZYME CORP COMMON 372917104 17,447 370,900 SH DEFINED 1 370,900 GENZYME CORP COMMON 372917104 63,546 1,350,900 SH DEFINED 1,2 1,350,900 GENZYME CORP COMMON 372917104 6,642 141,200 SH DEFINED 2 141,200 GENZYME CORP COMMON 372917104 268 5,700 SH DEFINED 2,3 5,700 GEORGIA PACIFIC CORP COMMON 373298108 63,000 1,870,000 SH DEFINED 1 1,870,000 GEORGIA PACIFIC CORP COMMON 373298108 40,428 1,200,000 SH DEFINED 1,2 1,200,000 GEORGIA PACIFIC CORP COMMON 373298108 606 18,000 SH DEFINED 1,4 18,000 GEORGIA PACIFIC CORP COMMON 373298108 5,144 152,700 SH DEFINED 2 152,700 GEORGIA PACIFIC CORP COMMON 373298108 44 1,300 SH DEFINED 2,3 1,300 GETTY IMAGES INC COMMON 374276103 67,621 1,252,700 SH DEFINED 1 1,252,700 GETTY IMAGES INC COMMON 374276103 119 2,200 SH DEFINED 1,4 2,200 GETTY IMAGES INC COMMON 374276103 8,642 160,100 SH DEFINED 2 160,100 GETTY IMAGES INC COMMON 374276103 232 4,300 SH DEFINED 2,3 4,300 GETTY IMAGES INC COMMON 374276103 189 3,510 SH DEFINED 5 3,510 GEVITY HR INC COMMON 374393106 517 17,700 SH DEFINED 1 17,700 GIBRALTAR STEEL CORP COMMON 37476F103 6,184 251,600 SH DEFINED 1 251,600 GIBRALTAR STEEL CORP COMMON 37476F103 1,458 59,300 SH DEFINED 2 59,300
Page 45 / 114 GILEAD SCIENCES INC COMMON 375558103 20,183 361,900 SH DEFINED 1 361,900 GILEAD SCIENCES INC COMMON 375558103 30,372 544,600 SH DEFINED 1,2 544,600 GILEAD SCIENCES INC COMMON 375558103 5,382 96,500 SH DEFINED 2 96,500 GILEAD SCIENCES INC COMMON 375558103 123 2,200 SH DEFINED 2,3 2,200 GILEAD SCIENCES INC COMMON 375558103 418 7,500 SH DEFINED 6 7,500 GILLETTE CO COMMON 375766102 52,616 1,345,690 SH DEFINED 1 1,345,690 GILLETTE CO COMMON 375766102 103,224 2,640,000 SH DEFINED 1,2 2,640,000 GILLETTE CO COMMON 375766102 18,831 481,600 SH DEFINED 1,4 481,600 GILLETTE CO COMMON 375766102 14,883 380,650 SH DEFINED 2 380,650 GILLETTE CO COMMON 375766102 534 13,650 SH DEFINED 2,3 13,650 GILLETTE CO COMMON 375766102 45 1,145 SH DEFINED 5 1,145 GIVEN IMAGING LTD COMMON M52020100 1,469 42,900 SH DEFINED 1 42,900 GIVEN IMAGING LTD COMMON M52020100 514 15,000 PUT DEFINED 6 15,000 GLAXOSMITHKLINE PLC ADR COMMON 37733W105 41,129 1,029,500 SH DEFINED 1 1,029,500 GLAXOSMITHKLINE PLC ADR COMMON 37733W105 32,959 825,000 SH DEFINED 1,2 825,000 GLAXOSMITHKLINE PLC ADR COMMON 37733W105 2,541 63,600 SH DEFINED 2 63,600 GLAXOSMITHKLINE PLC ADR COMMON 37733W105 74 1,849 SH DEFINED 5 1,849 GLOBAL IMAGING SYSTEMS INC COMMON 37934A100 8,398 252,800 SH DEFINED 1 252,800 GLOBAL PAYMENTS INC COMMON 37940X102 7,889 175,000 SH DEFINED 1 175,000 GLOBAL PAYMENTS INC COMMON 37940X102 1,898 42,100 SH DEFINED 2 42,100 GLOBALSANTAFE CORP COMMON G3930E101 55,243 1,989,300 SH DEFINED 1 1,989,300 GLOBALSANTAFE CORP COMMON G3930E101 41,655 1,500,000 SH DEFINED 1,2 1,500,000 GLOBALSANTAFE CORP COMMON G3930E101 333 12,000 SH DEFINED 2 12,000 GOLDEN WEST FINANCIAL CORP COMMON 381317106 13,566 121,180 SH DEFINED 1 121,180 GOLDEN WEST FINANCIAL CORP COMMON 381317106 2,339 20,890 SH DEFINED 2 20,890 GOLDEN WEST FINANCIAL CORP COMMON 381317106 54 479 SH DEFINED 5 479 GOLDMAN SACHS GROUP INC COMMON 38141G104 6,261 60,000 PUT DEFINED 1 60,000 GOLDMAN SACHS GROUP INC COMMON 38141G104 104,152 998,100 SH DEFINED 1 998,100 GOLDMAN SACHS GROUP INC COMMON 38141G104 125,220 1,200,000 SH DEFINED 1,2 1,200,000 GOLDMAN SACHS GROUP INC COMMON 38141G104 7,698 73,775 SH DEFINED 1,4 73,775 GOLDMAN SACHS GROUP INC COMMON 38141G104 29,925 286,775 SH DEFINED 2 286,775 GOLDMAN SACHS GROUP INC COMMON 38141G104 991 9,500 SH DEFINED 2,3 9,500
Page 46 / 114 GOVERNMENT PROPERTIES TRUST COMMON 38374W107 3,341 253,700 SH DEFINED 1 253,700 GRACO INC COMMON 384109104 1,998 68,625 SH DEFINED 1 68,625 GRACO INC COMMON 384109104 790 27,150 SH DEFINED 2 27,150 GRACO INC COMMON 384109104 0 1 SH DEFINED 5 1 GRAFTECH INTERNATIONAL LTD COMMON 384313102 8,015 536,100 SH DEFINED 1 536,100 GREAT LAKES CHEMICAL CORP. COMMON 390568103 16,800 704,400 SH DEFINED 1 704,400 GREAT LAKES CHEMICAL CORP. COMMON 390568103 179 7,500 SH DEFINED 6 7,500 GREAT PLAINS ENERGY INC COMMON 391164100 2,930 86,700 SH DEFINED 2 86,700 GREATER BAY BANCORP COMMON 391648102 7,359 251,600 SH DEFINED 1 251,600 GREATER BAY BANCORP COMMON 391648102 1,778 60,800 SH DEFINED 2 60,800 GREY WOLF INC COMMON 397888108 6,345 1,532,700 SH DEFINED 1 1,532,700 GREY WOLF INC COMMON 397888108 1,483 358,300 SH DEFINED 2 358,300 GRUPO AEROPORTUARIO SUR ADR COMMON 40051E202 181 8,700 SH DEFINED 1 8,700 GRUPO TELEVISA S.A. ADR COMMON 40049J206 2,080 43,928 SH DEFINED 1 43,928 GTECH HOLDINGS CORP COMMON 400518106 22,923 387,600 SH DEFINED 1 387,600 GTECH HOLDINGS CORP COMMON 400518106 278 4,700 SH DEFINED 2 4,700 GUCCI GROUP N V SHS COMMON 401566104 85 993 SH DEFINED 5 993 GUESS INC COMMON 401617105 635 35,200 SH DEFINED 1 35,200 GUIDANT CORP COMMON 401698105 113,580 1,792,330 SH DEFINED 1 1,792,330 GUIDANT CORP COMMON 401698105 97,666 1,541,200 SH DEFINED 1,2 1,541,200 GUIDANT CORP COMMON 401698105 9,929 156,680 SH DEFINED 2 156,680 GUIDANT CORP COMMON 401698105 878 13,850 SH DEFINED 2,3 13,850 GUIDANT CORP COMMON 401698105 70 1,109 SH DEFINED 5 1,109 GULFMARK OFFSHORE INC COMMON 402629109 5,695 362,500 SH DEFINED 1 362,500 GULFMARK OFFSHORE INC COMMON 402629109 1,400 89,100 SH DEFINED 2 89,100 GUS PLC COMMON 40330M108 86 6,257 SH DEFINED 5 6,257
Page 47 / 114 HALLIBURTON CO COMMON 406216101 253,030 8,326,100 SH DEFINED 1 8,326,100 HALLIBURTON CO COMMON 406216101 1,629 53,600 SH DEFINED 1,4 53,600 HALLIBURTON CO COMMON 406216101 2,389 78,600 SH DEFINED 2 78,600 HALLIBURTON CO COMMON 406216101 343 11,300 SH DEFINED 2,3 11,300 HALLIBURTON CO COMMON 406216101 12,797 421,091 SH DEFINED 5 421,091 HARLEY-DAVIDSON INC COMMON 412822108 15,737 295,030 SH DEFINED 1 295,030 HARLEY-DAVIDSON INC COMMON 412822108 26,670 500,000 SH DEFINED 1,2 500,000 HARLEY-DAVIDSON INC COMMON 412822108 2,859 53,600 SH DEFINED 2 53,600 HARLEY-DAVIDSON INC COMMON 412822108 117 2,200 SH DEFINED 2,3 2,200 HARMAN INTERNATIONAL INDUSTRIES INC COMMON 413086109 39,767 499,590 SH DEFINED 1 499,590 HARMAN INTERNATIONAL INDUSTRIES INC COMMON 413086109 64 800 SH DEFINED 1,4 800 HARMAN INTERNATIONAL INDUSTRIES INC COMMON 413086109 3,445 43,280 SH DEFINED 2 43,280 HARMAN INTERNATIONAL INDUSTRIES INC COMMON 413086109 111 1,400 SH DEFINED 2,3 1,400 HARMAN INTERNATIONAL INDUSTRIES INC COMMON 413086109 51 638 SH DEFINED 5 638 HARMONIC INC COMMON 413160102 6,273 650,000 SH DEFINED 1 650,000 HARMONIC INC COMMON 413160102 1,017 105,400 SH DEFINED 2 105,400 HARRAHS ENTERTAINMENT INC COMMON 413619107 14,568 265,400 SH DEFINED 1 265,400 HARRIS CORP COMMON 413875105 12,335 254,800 SH DEFINED 1 254,800 HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 31,270 490,900 SH DEFINED 1 490,900 HARVARD BIOSCIENCE INC COMMON 416906105 5,916 637,100 SH DEFINED 1 637,100 HARVARD BIOSCIENCE INC COMMON 416906105 1,420 152,900 SH DEFINED 2 152,900 HASBRO INC COMMON 418056107 14,710 676,300 SH DEFINED 1 676,300 HASBRO INC COMMON 418056107 1,610 74,000 SH DEFINED 2 74,000 HCA INC COMMON 404119109 255,466 6,289,160 SH DEFINED 1 6,289,160 HCA INC COMMON 404119109 41,591 1,023,900 SH DEFINED 1,2 1,023,900 HCA INC COMMON 404119109 6,390 157,300 SH DEFINED 2 157,300 HCA INC COMMON 404119109 374 9,200 SH DEFINED 2,3 9,200 HCA INC COMMON 404119109 14,797 364,287 SH DEFINED 5 364,287
Page 48 / 114 HCC INSURANCE HOLDINGS INC COMMON 404132102 18,234 564,000 SH DEFINED 1 564,000 HCC INSURANCE HOLDINGS INC COMMON 404132102 29 900 SH DEFINED 1,4 900 HCC INSURANCE HOLDINGS INC COMMON 404132102 2,516 77,830 SH DEFINED 2 77,830 HCC INSURANCE HOLDINGS INC COMMON 404132102 72 2,240 SH DEFINED 2,3 2,240 HCC INSURANCE HOLDINGS INC COMMON 404132102 70 2,151 SH DEFINED 5 2,151 HDFC BANK LTD ADR COMMON 40415F101 3,422 113,761 SH DEFINED 1 113,761 HDFC BANK LTD ADR COMMON 40415F101 51 1,700 SH DEFINED 1,4 1,700 HDFC BANK LTD ADR COMMON 40415F101 102 3,400 SH DEFINED 2 3,400 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 50,052 2,156,500 SH DEFINED 1 2,156,500 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 28,047 1,208,400 SH DEFINED 1,2 1,208,400 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 53 2,300 SH DEFINED 1,4 2,300 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 6,619 285,170 SH DEFINED 2 285,170 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 214 9,200 SH DEFINED 2,3 9,200 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 133 5,750 SH DEFINED 5 5,750 HEALTHEXTRAS INC COMMON 422211102 3,042 265,000 SH DEFINED 1 265,000 HEINZ (H.J.) CO COMMON 423074103 1,559 41,800 SH DEFINED 1 41,800 HELEN OF TROY LTD COMMON G4388N106 3,876 125,000 SH DEFINED 1 125,000 HENRY SCHEIN INC COMMON 806407102 33,353 467,000 SH DEFINED 1 467,000 HENRY SCHEIN INC COMMON 806407102 79 1,100 SH DEFINED 1,4 1,100 HENRY SCHEIN INC COMMON 806407102 1,921 26,900 SH DEFINED 2 26,900 HENRY SCHEIN INC COMMON 806407102 136 1,900 SH DEFINED 2,3 1,900 HERMAN MILLER INC COMMON 600544100 33,852 1,271,200 SH DEFINED 1 1,271,200 HERMAN MILLER INC COMMON 600544100 455 17,100 SH DEFINED 1,4 17,100 HERMAN MILLER INC COMMON 600544100 4,145 155,650 SH DEFINED 2 155,650 HERMAN MILLER INC COMMON 600544100 33 1,250 SH DEFINED 2,3 1,250 HERMAN MILLER INC COMMON 600544100 17,387 653,644 SH DEFINED 5 653,644 HERSHEY FOODS CORP COMMON 427866108 597 7,200 SH DEFINED 1 7,200 HEWITT ASSOCIATES INC COMMON 42822Q100 448 14,000 SH DEFINED 6 14,000 HEWLETT PACKARD CO COMMON 428236103 13,897 608,470 SH DEFINED 1 608,470 HI/FN INC COMMON 428358105 0 12 SH DEFINED 1,4 12
Page 49 / 114 HIBERNIA CORP CL A COMMON 428656102 28,540 1,215,000 SH DEFINED 1 1,215,000 HIBERNIA CORP CL A COMMON 428656102 352 15,000 SH DEFINED 1,4 15,000 HIBERNIA CORP CL A COMMON 428656102 3,124 133,000 SH DEFINED 2 133,000 HIBERNIA CORP CL A COMMON 428656102 31 1,300 SH DEFINED 2,3 1,300 HIBERNIA CORP CL A COMMON 428656102 11,884 505,923 SH DEFINED 5 505,923 HIGHLAND HOSPITALITY CORP COMMON 430141101 5,367 457,900 SH DEFINED 1 457,900 HILB ROGAL & HAMILTON CO COMMON 431294107 3,223 84,600 SH DEFINED 1 84,600 HILLENBRAND INDUSTRIES INC COMMON 431573104 13,619 200,600 SH DEFINED 1 200,600 HMS HOLDINGS CORP COMMON 40425J101 11,620 1,750,000 SH DEFINED 1 1,750,000 HMS HOLDINGS CORP COMMON 40425J101 5,518 831,000 SH DEFINED 2 831,000 HOME DEPOT INC COMMON 437076102 165,053 4,417,910 SH DEFINED 1 4,417,910 HOME DEPOT INC COMMON 437076102 42,964 1,150,000 SH DEFINED 1,2 1,150,000 HOME DEPOT INC COMMON 437076102 24,912 666,820 SH DEFINED 2 666,820 HOME DEPOT INC COMMON 437076102 557 14,900 SH DEFINED 2,3 14,900 HOME DEPOT INC COMMON 437076102 70 1,868 SH DEFINED 5 1,868 HON INDUSTRIES COMMON 438092108 1,120 30,140 SH DEFINED 1 30,140 HONEYWELL INTL INC COMMON 438516106 234,719 6,934,100 SH DEFINED 1 6,934,100 HONEYWELL INTL INC COMMON 438516106 2,109 62,300 SH DEFINED 2 62,300 HONEYWELL INTL INC COMMON 438516106 301 8,900 SH DEFINED 2,3 8,900 HONEYWELL INTL INC COMMON 438516106 11,728 346,492 SH DEFINED 5 346,492 HORIZON PCS INC 144A WTS COMMON 44043U118 0 29,980 SH DEFINED 1 29,980 HORIZON PCS INC 144A WTS COMMON 44043U118 0 20 SH DEFINED 2,3 20 HOT TOPIC INC COMMON 441339108 21,663 819,000 SH DEFINED 1 819,000 HOT TOPIC INC COMMON 441339108 45 1,700 SH DEFINED 1,4 1,700 HOT TOPIC INC COMMON 441339108 3,612 136,574 SH DEFINED 2 136,574 HOT TOPIC INC COMMON 441339108 98 3,700 SH DEFINED 2,3 3,700 HOUSTON EXPLORATION COMPANY COMMON 442120101 1,396 31,200 SH DEFINED 1 31,200 HOUSTON EXPLORATION COMPANY COMMON 442120101 2,017 45,100 SH DEFINED 1,4 45,100 HOUSTON EXPLORATION COMPANY COMMON 442120101 1,154 25,800 SH DEFINED 2 25,800
Page 50 / 114 HUDSON UNITED BANCORP COMMON 444165104 27,331 718,300 SH DEFINED 1 718,300 HUDSON UNITED BANCORP COMMON 444165104 344 9,050 SH DEFINED 1,4 9,050 HUDSON UNITED BANCORP COMMON 444165104 3,069 80,650 SH DEFINED 2 80,650 HUDSON UNITED BANCORP COMMON 444165104 32 850 SH DEFINED 2,3 850 HUFFY CORP COMMON 444356109 215 55,000 SH DEFINED 6 55,000 HUMAN GENOME SCIENCES INC COMMON 444903108 1,002 80,000 SH DEFINED 1 80,000 HUMAN GENOME SCIENCES INC COMMON 444903108 101 8,100 SH DEFINED 2 8,100 HUNT JB TRANSPORTATION SERVICES INC COMMON 445658107 1,676 59,500 SH DEFINED 1 59,500 HUNT JB TRANSPORTATION SERVICES INC COMMON 445658107 1,792 63,600 SH DEFINED 2 63,600 HUTCHISON WHAMPOA LTD ADR COMMON 448415208 72 2,006 SH DEFINED 5 2,006 HYPERION SOLUTIONS CORP COMMON 44914M104 182 4,400 SH DEFINED 1 4,400 ICON PLC - SPONSORED ADR COMMON 45103T107 9,801 277,400 SH DEFINED 1 277,400 ICON PLC - SPONSORED ADR COMMON 45103T107 2,077 58,800 SH DEFINED 2 58,800 IDEXX LABORATORIES INC COMMON 45168D104 12,682 223,000 SH DEFINED 1 223,000 II-VI INC COMMON 902104108 6,491 265,500 SH DEFINED 1 265,500 II-VI INC COMMON 902104108 1,621 66,300 SH DEFINED 2 66,300 IKON OFFICE SOLUTIONS INC COMMON 451713101 7,060 551,600 SH DEFINED 1 551,600 ILLINOIS TOOL WORKS COMMON 452308109 76,280 962,765 SH DEFINED 1 962,765 ILLINOIS TOOL WORKS COMMON 452308109 63,939 807,000 SH DEFINED 1,2 807,000 ILLINOIS TOOL WORKS COMMON 452308109 491 6,200 SH DEFINED 2 6,200 IMAX CORP COMMON 45245E109 5,928 1,006,400 SH DEFINED 1 1,006,400 IMAX CORP COMMON 45245E109 1,409 239,200 SH DEFINED 2 239,200 IMAX CORP COMMON 45245E109 145 24,649 SH DEFINED 5 24,649 IMPERIAL TOBACCO GROUP PLC ADR COMMON 453142101 284 6,475 SH DEFINED 5 6,475
Page 51 / 114 IMS HEALTH INC COMMON 449934108 239,079 10,278,530 SH DEFINED 1 10,278,530 IMS HEALTH INC COMMON 449934108 914 39,300 SH DEFINED 1,4 39,300 IMS HEALTH INC COMMON 449934108 11,315 486,470 SH DEFINED 2 486,470 IMS HEALTH INC COMMON 449934108 435 18,700 SH DEFINED 2,3 18,700 IMS HEALTH INC COMMON 449934108 44,821 1,926,934 SH DEFINED 5 1,926,934 INCO LTD COMMON 453258402 499 14,400 SH DEFINED 1 14,400 INDYMAC MORTGAGE HOLDINGS COMMON 456607100 2,180 60,080 SH DEFINED 1 60,080 INFORMATICA CORP COMMON 45666Q102 2,276 265,000 SH DEFINED 1 265,000 INFOSYS TECHNOLOGIES ADR COMMON 456788108 8,668 106,100 SH DEFINED 1 106,100 INFOSYS TECHNOLOGIES ADR COMMON 456788108 4,554 55,740 SH DEFINED 1,4 55,740 INFOSYS TECHNOLOGIES ADR COMMON 456788108 376 4,600 SH DEFINED 2 4,600 INFOSYS TECHNOLOGIES ADR COMMON 456788108 172 2,100 SH DEFINED 2,3 2,100 INFOSYS TECHNOLOGIES ADR COMMON 456788108 180 2,207 SH DEFINED 5 2,207 INGERSOLL RAND CO CL A COMMON G4776G101 104,607 1,546,300 SH DEFINED 1 1,546,300 INGERSOLL RAND CO CL A COMMON G4776G101 98,093 1,450,000 SH DEFINED 1,2 1,450,000 INGERSOLL RAND CO CL A COMMON G4776G101 6,860 101,400 SH DEFINED 1,4 101,400 INGERSOLL RAND CO CL A COMMON G4776G101 22,856 337,850 SH DEFINED 2 337,850 INGERSOLL RAND CO CL A COMMON G4776G101 704 10,400 SH DEFINED 2,3 10,400 INGRAM MICRO INC CL-A COMMON 457153104 9,607 530,800 SH DEFINED 1 530,800 INGRAM MICRO INC CL-A COMMON 457153104 31,675 1,750,000 SH DEFINED 1,2 1,750,000 INGRAM MICRO INC CL-A COMMON 457153104 3,269 180,600 SH DEFINED 2 180,600 INGRAM MICRO INC CL-A COMMON 457153104 134 7,400 SH DEFINED 2,3 7,400 INKINE PHARMACEUTICAL CO INC COMMON 457214104 908 175,000 SH DEFINED 1 175,000 INSIGHT ENTERPRISES INC COMMON 45765U103 10,653 553,400 SH DEFINED 1 553,400 INSIGHT ENTERPRISES INC COMMON 45765U103 2,454 127,500 SH DEFINED 2 127,500 INTEGRA LIFESCIENCES HOLDINGS COMMON 457985208 7,655 250,000 SH DEFINED 1 250,000 INTEGRA LIFESCIENCES HOLDINGS COMMON 457985208 1,877 61,300 SH DEFINED 2 61,300 INTEGRATED ALARM SERVICES COMMON 45890M109 1,937 203,700 SH DEFINED 1 203,700 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 8,841 353,200 SH DEFINED 1 353,200 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 2,128 85,000 SH DEFINED 2 85,000
Page 52 / 114 INTEGRATED DEVICE TECH INC COMMON 458118106 3,675 245,000 SH DEFINED 1 245,000 INTEGRATED DEVICE TECH INC COMMON 458118106 25 1,688 SH DEFINED 5 1,688 INTEGRATED DEVICE TECH INC COMMON 458118106 428 28,500 SH DEFINED 6 28,500 INTEGRATED SILICON SOLUTION COMMON 45812P107 1,153 65,000 SH DEFINED 1 65,000 INTEL CORP COMMON 458140100 325,849 11,979,730 SH DEFINED 1 11,979,730 INTEL CORP COMMON 458140100 60,914 2,239,500 SH DEFINED 1,2 2,239,500 INTEL CORP COMMON 458140100 14,468 531,900 SH DEFINED 1,4 531,900 INTEL CORP COMMON 458140100 36,107 1,327,480 SH DEFINED 2 1,327,480 INTEL CORP COMMON 458140100 170 6,250 SH DEFINED 2,3 6,250 INTEL CORP COMMON 458140100 118 4,344 SH DEFINED 5 4,344 INTERACTIVECORP COMMON 45840Q101 16,661 527,400 SH DEFINED 1 527,400 INTERACTIVECORP COMMON 45840Q101 33,801 1,070,000 SH DEFINED 1,2 1,070,000 INTERACTIVECORP COMMON 45840Q101 253 8,000 SH DEFINED 2 8,000 INTERDIGITAL COMM CORP COMMON 45866A105 2,825 161,600 SH DEFINED 1 161,600 INTERMAGNETICS GENERAL CORP COMMON 458771102 1,325 50,000 SH DEFINED 1 50,000 INTERMUNE INC COMMON 45884X103 8,279 425,000 SH DEFINED 1 425,000 INTERMUNE INC COMMON 45884X103 773 39,700 SH DEFINED 2 39,700 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 74,542 1,657,970 SH DEFINED 1 1,657,970 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 60,696 1,350,000 SH DEFINED 1,2 1,350,000 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 18,731 416,610 SH DEFINED 2 416,610 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 553 12,300 SH DEFINED 2,3 12,300 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 129 2,873 SH DEFINED 5 2,873 INTERNATIONAL PAPER CO COMMON 460146103 845 20,000 SH DEFINED 1 20,000 INTERNATIONAL RECTIFIER CORP COMMON 460254105 83 1,800 SH DEFINED 1 1,800 INTERNET SECURITY SYSTEMS INC COMMON 46060X107 13,221 749,500 SH DEFINED 1 749,500 INTERNET SECURITY SYSTEMS INC COMMON 46060X107 1,847 104,700 SH DEFINED 2 104,700
Page 53 / 114 INTERPUBLIC GROUP COS INC COMMON 460690100 243,268 15,817,170 SH DEFINED 1 15,817,170 INTERPUBLIC GROUP COS INC COMMON 460690100 3,560 231,450 SH DEFINED 2 231,450 INTERPUBLIC GROUP COS INC COMMON 460690100 532 34,600 SH DEFINED 2,3 34,600 INTERPUBLIC GROUP COS INC COMMON 460690100 16,106 1,047,167 SH DEFINED 5 1,047,167 INTERSIL CORP COMMON 46069S109 26,146 1,173,000 SH DEFINED 1 1,173,000 INTERSIL CORP COMMON 46069S109 49 2,200 SH DEFINED 1,4 2,200 INTERSIL CORP COMMON 46069S109 2,238 100,412 SH DEFINED 2 100,412 INTERSIL CORP COMMON 46069S109 85 3,800 SH DEFINED 2,3 3,800 INTERSIL CORP COMMON 46069S109 205 9,192 SH DEFINED 5 9,192 INTERSIL CORP COMMON 46069S109 223 10,000 SH DEFINED 6 10,000 INTERSTATE HOTELS & RESORTS COMMON 46088S106 738 125,000 SH DEFINED 1 125,000 INTER-TEL INC COMMON 458372109 6,515 216,728 SH DEFINED 1 216,728 INTERWOVEN INC COMMON 46114T508 4,089 410,100 SH DEFINED 1 410,100 INTERWOVEN INC COMMON 46114T508 1,006 100,950 SH DEFINED 2 100,950 INTL BUSINESS MACHINES CORP COMMON 459200101 221,325 2,409,900 SH DEFINED 1 2,409,900 INTL BUSINESS MACHINES CORP COMMON 459200101 46,838 510,000 SH DEFINED 1,2 510,000 INTL BUSINESS MACHINES CORP COMMON 459200101 15,255 166,100 SH DEFINED 2 166,100 INTL FLAVORS AND FRAGRANCES INC COMMON 459506101 88,013 2,479,250 SH DEFINED 1 2,479,250 INTL FLAVORS AND FRAGRANCES INC COMMON 459506101 1,292 36,400 SH DEFINED 1,4 36,400 INTL FLAVORS AND FRAGRANCES INC COMMON 459506101 10,164 286,300 SH DEFINED 2 286,300 INTL FLAVORS AND FRAGRANCES INC COMMON 459506101 85 2,400 SH DEFINED 2,3 2,400 INTL FLAVORS AND FRAGRANCES INC COMMON 459506101 27,411 772,141 SH DEFINED 5 772,141 INTRADO INC COMMON 46117A100 13,218 683,115 SH DEFINED 1 683,115 INTRADO INC COMMON 46117A100 1,449 74,900 SH DEFINED 2 74,900 INTRAWEST CORP COMMON 460915200 1,701 100,000 SH DEFINED 1 100,000 INTUIT INC COMMON 461202103 18,664 415,870 SH DEFINED 1 415,870 INTUIT INC COMMON 461202103 35,904 800,000 SH DEFINED 1,2 800,000 INTUIT INC COMMON 461202103 5,089 113,400 SH DEFINED 2 113,400 INTUIT INC COMMON 461202103 162 3,600 SH DEFINED 2,3 3,600
Page 54 / 114 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 91,780 2,221,200 SH DEFINED 1 2,221,200 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 231 5,600 SH DEFINED 1,4 5,600 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 9,449 228,680 SH DEFINED 2 228,680 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 397 9,600 SH DEFINED 2,3 9,600 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 210 5,085 SH DEFINED 5 5,085 INVITROGEN CORP COMMON 46185R100 41,721 581,970 SH DEFINED 1 581,970 INVITROGEN CORP COMMON 46185R100 50 700 SH DEFINED 1,4 700 INVITROGEN CORP COMMON 46185R100 5,549 77,400 SH DEFINED 2 77,400 INVITROGEN CORP COMMON 46185R100 86 1,200 SH DEFINED 2,3 1,200 IPC HOLDINGS LTD COMMON G4933P101 9,848 250,000 SH DEFINED 1 250,000 IPCS INC WTS 144A COMMON 44980Y115 0 6,980 SH DEFINED 1 6,980 IPCS INC WTS 144A COMMON 44980Y115 0 20 SH DEFINED 2,3 20 IRELAND BANK ADR COMMON 46267Q103 223 4,419 SH DEFINED 5 4,419 IRON MOUNTAIN INC COMMON 462846106 30,269 678,225 SH DEFINED 1 678,225 IRON MOUNTAIN INC COMMON 462846106 51 1,150 SH DEFINED 1,4 1,150 IRON MOUNTAIN INC COMMON 462846106 2,823 63,245 SH DEFINED 2 63,245 IRON MOUNTAIN INC COMMON 462846106 91 2,030 SH DEFINED 2,3 2,030 IRON MOUNTAIN INC COMMON 462846106 116 2,594 SH DEFINED 5 2,594 ISHARES NASDAQ BIOTECH INDEX COMMON 464287556 7,037 91,100 SH DEFINED 1 91,100 ISHARES NASDAQ BIOTECH INDEX COMMON 464287556 1,560 20,200 SH DEFINED 2 20,200 ISIS PHARMACEUTICALS INC COMMON 464330109 15,520 2,000,000 SH DEFINED 1 2,000,000 ISIS PHARMACEUTICALS INC COMMON 464330109 1,422 183,300 SH DEFINED 2 183,300 ITRON INC COMMON 465741106 2,605 140,000 SH DEFINED 1 140,000 ITRON INC COMMON 465741106 261 14,000 SH DEFINED 6 14,000 ITT EDUCATIONAL SERVICES, INC. COMMON 45068B109 2,902 93,000 SH DEFINED 1 93,000 ITT EDUCATIONAL SERVICES, INC. COMMON 45068B109 1,778 57,000 SH DEFINED 2 57,000 ITT INDUSTRIES INC COMMON 450911102 27,448 359,600 SH DEFINED 1 359,600 ITT INDUSTRIES INC COMMON 450911102 420 5,500 SH DEFINED 1,4 5,500 ITT INDUSTRIES INC COMMON 450911102 3,229 42,300 SH DEFINED 2 42,300 ITT INDUSTRIES INC COMMON 450911102 46 600 SH DEFINED 2,3 600
Page 55 / 114 IVAX CORP COMMON 465823102 3,035 133,300 SH DEFINED 1 133,300 IWO HOLDINGS INC WTS 144A 01/15/11 COMMON 45071T113 0 14,980 SH DEFINED 1 14,980 IWO HOLDINGS INC WTS 144A 01/15/11 COMMON 45071T113 0 20 SH DEFINED 2,3 20 J M SMUCKER CO COMMON 832696405 1,847 35,000 SH DEFINED 1 35,000 JABIL CIRCUIT INC COMMON 466313103 2,122 72,100 SH DEFINED 1 72,100 JACK HENRY & ASSOCIATES INC COMMON 426281101 4,141 215,000 SH DEFINED 1 215,000 JACOBS ENGINEERING GROUP INC COMMON 469814107 40 900 SH DEFINED 2 900 JANUS CAPITAL GROUP INC COMMON 47102X105 72,005 4,395,890 SH DEFINED 1 4,395,890 JANUS CAPITAL GROUP INC COMMON 47102X105 1,156 70,590 SH DEFINED 2 70,590 JANUS CAPITAL GROUP INC COMMON 47102X105 174 10,600 SH DEFINED 2,3 10,600 JANUS CAPITAL GROUP INC COMMON 47102X105 5,959 363,823 SH DEFINED 5 363,823 JARDEN CORP COMMON 471109108 6,544 184,300 SH DEFINED 1 184,300 JDS UNIPHASE CORP COMMON 46612J101 142 34,900 SH DEFINED 1 34,900 JEFFERIES GROUP INC COMMON 472319102 14,097 399,000 SH DEFINED 1 399,000 JEFFERIES GROUP INC COMMON 472319102 2,031 57,500 SH DEFINED 2 57,500 JEFFERSON BANCSHARES INC COMMON 472375104 3,488 250,000 SH DEFINED 1 250,000 JETBLUE AIRWAYS CORP COMMON 477143101 1,644 65,000 SH DEFINED 1 65,000 JETBLUE AIRWAYS CORP COMMON 477143101 1,619 64,000 SH DEFINED 2 64,000 JOHNSON & JOHNSON COMMON 478160104 237,500 4,682,580 SH DEFINED 1 4,682,580 JOHNSON & JOHNSON COMMON 478160104 118,431 2,335,000 SH DEFINED 1,2 2,335,000 JOHNSON & JOHNSON COMMON 478160104 17,095 337,050 SH DEFINED 2 337,050 JOHNSON & JOHNSON COMMON 478160104 391 7,700 SH DEFINED 2,3 7,700 JOHNSON CONTROLS INC COMMON 478366107 355 6,000 SH DEFINED 1 6,000 JONES APPAREL GROUP INC COMMON 480074103 235 6,500 SH DEFINED 1 6,500 JONES LANG LASALLE INC COMMON 48020Q107 4,126 160,500 SH DEFINED 1 160,500
Page 56 / 114 JONES SODA CO COMMON 48023P106 111 40,000 SH DEFINED 6 40,000 JOS A BANK CLOTHIERS INC COMMON 480838101 8,483 235,650 SH DEFINED 1 235,650 JOS A BANK CLOTHIERS INC COMMON 480838101 2,007 55,750 SH DEFINED 2 55,750 JOURNAL COMMUNICATIONS INC COMMON 481130102 9,530 476,500 SH DEFINED 1 476,500 JOY GLOBAL INC COMMON 481165108 15,430 549,700 SH DEFINED 1 549,700 JOY GLOBAL INC COMMON 481165108 62 2,200 SH DEFINED 1,4 2,200 JOY GLOBAL INC COMMON 481165108 1,519 54,100 SH DEFINED 2 54,100 JOY GLOBAL INC COMMON 481165108 126 4,500 SH DEFINED 2,3 4,500 JOY GLOBAL INC COMMON 481165108 147 5,234 SH DEFINED 5 5,234 JP MORGAN CHASE & CO COMMON 46625H100 443,806 10,579,400 SH DEFINED 1 10,579,400 JP MORGAN CHASE & CO COMMON 46625H100 58,730 1,400,000 SH DEFINED 1,2 1,400,000 JP MORGAN CHASE & CO COMMON 46625H100 34,508 822,590 SH DEFINED 2 822,590 JP MORGAN CHASE & CO COMMON 46625H100 856 20,400 SH DEFINED 2,3 20,400 JP MORGAN CHASE & CO COMMON 46625H100 19,000 452,923 SH DEFINED 5 452,923 JUNIPER NETWORKS INC COMMON 48203R104 27,129 1,043,010 SH DEFINED 1 1,043,010 JUNIPER NETWORKS INC COMMON 48203R104 62,424 2,400,000 SH DEFINED 1,2 2,400,000 JUNIPER NETWORKS INC COMMON 48203R104 6,403 246,170 SH DEFINED 2 246,170 JUNIPER NETWORKS INC COMMON 48203R104 388 14,900 SH DEFINED 2,3 14,900 JUNIPER NETWORKS INC COMMON 48203R104 53 2,042 SH DEFINED 5 2,042 KEITHLEY INSTRUMENTS INC COMMON 487584104 10,757 519,400 SH DEFINED 1 519,400 KEITHLEY INSTRUMENTS INC COMMON 487584104 2,071 100,000 SH DEFINED 2 100,000 KELLOGG CO COMMON 487836108 20,044 510,800 SH DEFINED 1 510,800 KELLOGG CO COMMON 487836108 40,810 1,040,000 SH DEFINED 1,2 1,040,000 KELLOGG CO COMMON 487836108 514 13,100 SH DEFINED 2 13,100 KEMET CORP COMMON 488360108 44 3,100 SH DEFINED 1 3,100 KENNAMETAL INC COMMON 489170100 4,558 110,450 SH DEFINED 1 110,450 KENNAMETAL INC COMMON 489170100 2 53 SH DEFINED 5 53 KENNETH COLE PRODUCTIONS CL A COMMON 193294105 324 9,500 SH DEFINED 6 9,500 KENSEY NASH CORPORATION COMMON 490057106 498 20,200 SH DEFINED 1 20,200
Page 57 / 114 KERZNER INTERNATIONAL LTD COMMON P6065Y107 10,950 246,900 SH DEFINED 1 246,900 KERZNER INTERNATIONAL LTD COMMON P6065Y107 1,965 44,300 SH DEFINED 2 44,300 KEY ENERGY GROUP INC COMMON 492914106 16,961 1,541,950 SH DEFINED 1 1,541,950 KEY ENERGY GROUP INC COMMON 492914106 1,715 155,900 SH DEFINED 2 155,900 KEYCORP COMMON 493267108 515 17,000 SH DEFINED 1 17,000 KEYSPAN CORP COMMON 49337W100 459 12,000 SH DEFINED 1 12,000 KIMBERLY-CLARK CORP COMMON 494368103 17,635 279,480 SH DEFINED 1 279,480 KIMBERLY-CLARK CORP COMMON 494368103 36,598 580,000 SH DEFINED 1,2 580,000 KIMBERLY-CLARK CORP COMMON 494368103 284 4,500 SH DEFINED 2 4,500 KINDER MORGAN INC COMMON 49455P101 7,537 119,600 SH DEFINED 1 119,600 KINDRED HEALTHCARE INC COMMON 494580103 428 8,500 SH DEFINED 6 8,500 KINETIC CONCEPTS INC COMMON 49460W208 3,337 74,400 SH DEFINED 1 74,400 KINETIC CONCEPTS INC COMMON 49460W208 144 3,200 SH DEFINED 2 3,200 KING PHARMACEUTICALS INC COMMON 495582108 2 120 SH DEFINED 1 120 KINTERA INC COMMON 49720P506 4,168 250,000 SH DEFINED 1 250,000 KIRKLANDS INC COMMON 497498105 3,511 215,000 SH DEFINED 1 215,000 KLA-TENCOR CORP COMMON 482480100 33,115 657,700 SH DEFINED 1 657,700 KLA-TENCOR CORP COMMON 482480100 87,579 1,739,400 SH DEFINED 1,2 1,739,400 KLA-TENCOR CORP COMMON 482480100 16,925 336,150 SH DEFINED 2 336,150 KLA-TENCOR CORP COMMON 482480100 373 7,400 SH DEFINED 2,3 7,400 KMC TELECOM HOLDINGS-WTS EXP 4/15/08 COMMON 482562121 0 35 SH DEFINED 1 35 KNIGHT TRADING GROUP INC COMMON 499063105 7,567 597,700 SH DEFINED 1 597,700 KNIGHT TRADING GROUP INC COMMON 499063105 1,660 131,100 SH DEFINED 2 131,100 KNOLOGY INC COMMON 499183804 513 74,469 SH DEFINED 1 74,469 KNOLOGY INC COMMON 499183804 2 232 SH DEFINED 2 232 KNOLOGY INC COMMON 499183804 2 297 SH DEFINED 2,3 297
Page 58 / 114 KNOLOGY INC WTS 144A EXP 10/07 COMMON 499183119 0 53,095 SH DEFINED 1 53,095 KNOLOGY INC WTS 144A EXP 10/07 COMMON 499183119 0 500 SH DEFINED 2,3 500 KOHLS CORP COMMON 500255104 33,915 701,741 SH DEFINED 1 701,741 KOHLS CORP COMMON 500255104 69,590 1,439,900 SH DEFINED 1,2 1,439,900 KOHLS CORP COMMON 500255104 4,601 95,200 SH DEFINED 2 95,200 KOHLS CORP COMMON 500255104 362 7,500 SH DEFINED 2,3 7,500 KOOKMIN BANK NEW SPONSORED ADR COMMON 50049M109 166 4,107 SH DEFINED 5 4,107 KOS PHARMACEUTICALS INC COMMON 500648100 2,648 65,000 SH DEFINED 1 65,000 KOS PHARMACEUTICALS INC COMMON 500648100 3,019 74,100 SH DEFINED 2 74,100 KOSAN BIOSCIENCES INC COMMON 50064W107 1,089 103,000 SH DEFINED 1 103,000 KOSAN BIOSCIENCES INC COMMON 50064W107 72 6,800 SH DEFINED 2 6,800 KRAFT FOODS INC A COMMON 50075N104 61,049 1,907,200 SH DEFINED 1 1,907,200 KRAFT FOODS INC A COMMON 50075N104 51,216 1,600,000 SH DEFINED 1,2 1,600,000 KRAFT FOODS INC A COMMON 50075N104 378 11,800 SH DEFINED 2 11,800 KRAFT FOODS INC A COMMON 50075N104 1 23 SH DEFINED 5 23 KRISPY KREME DOUGHNUTS INC COMMON 501014104 20,419 594,600 SH DEFINED 1 594,600 KRISPY KREME DOUGHNUTS INC COMMON 501014104 48 1,400 SH DEFINED 1,4 1,400 KRISPY KREME DOUGHNUTS INC COMMON 501014104 5,244 152,700 SH DEFINED 2 152,700 KRISPY KREME DOUGHNUTS INC COMMON 501014104 100 2,900 SH DEFINED 2,3 2,900 KROGER CORP COMMON 501044101 273,968 16,464,400 SH DEFINED 1 16,464,400 KROGER CORP COMMON 501044101 53,414 3,210,000 SH DEFINED 1,2 3,210,000 KROGER CORP COMMON 501044101 557 33,500 SH DEFINED 1,4 33,500 KROGER CORP COMMON 501044101 7,268 436,800 SH DEFINED 2 436,800 KROGER CORP COMMON 501044101 428 25,700 SH DEFINED 2,3 25,700 KROGER CORP COMMON 501044101 27,013 1,623,360 SH DEFINED 5 1,623,360 KULICKE & SOFFA INDUSTRIES COMMON 501242101 2,051 175,000 SH DEFINED 1 175,000 L S I LOGIC CORP COMMON 502161102 7,968 853,100 SH DEFINED 1 853,100
Page 59 / 114 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 71,251 1,197,900 SH DEFINED 1 1,197,900 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 883 14,850 SH DEFINED 1,4 14,850 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 10,153 170,700 SH DEFINED 2 170,700 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 155 2,600 SH DEFINED 2,3 2,600 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 19,169 322,278 SH DEFINED 5 322,278 LAFARGE CORPORATION COMMON 505862102 801 19,700 SH DEFINED 1 19,700 LAIDLAW INTERNATIONAL COMMON 50730R102 835 57,400 SH DEFINED 1 57,400 LAIDLAW INTERNATIONAL COMMON 50730R102 13,361 918,300 SH DEFINED 1,4 918,300 LAIDLAW INTERNATIONAL COMMON 50730R102 119 8,200 SH DEFINED 2 8,200 LAM RESEARCH CORP COMMON 512807108 24,010 952,400 SH DEFINED 1 952,400 LAM RESEARCH CORP COMMON 512807108 100,840 4,000,000 SH DEFINED 1,2 4,000,000 LAM RESEARCH CORP COMMON 512807108 10,535 417,900 SH DEFINED 2 417,900 LAM RESEARCH CORP COMMON 512807108 418 16,600 SH DEFINED 2,3 16,600 LAMAR ADVERTISING CO COMMON 512815101 43,460 1,080,550 SH DEFINED 1 1,080,550 LAMAR ADVERTISING CO COMMON 512815101 120,660 3,000,000 SH DEFINED 1,2 3,000,000 LAMAR ADVERTISING CO COMMON 512815101 88 2,200 SH DEFINED 1,4 2,200 LAMAR ADVERTISING CO COMMON 512815101 14,837 368,900 SH DEFINED 2 368,900 LAMAR ADVERTISING CO COMMON 512815101 656 16,300 SH DEFINED 2,3 16,300 LANCASTER COLONY CO COMMON 513847103 226 5,600 SH DEFINED 1 5,600 LANDAMERICA FINANCIAL GROUP COMMON 514936103 634 14,000 SH DEFINED 1 14,000 LANDAMERICA FINANCIAL GROUP COMMON 514936103 1,399 30,900 SH DEFINED 1,4 30,900 LANDAMERICA FINANCIAL GROUP COMMON 514936103 177 3,900 SH DEFINED 2 3,900 LANDRY'S RESTAURANTS INC COMMON 51508L103 3,505 117,500 SH DEFINED 1 117,500 LANDSTAR SYSTEM INC COMMON 515098101 9,791 239,150 SH DEFINED 1 239,150 LCC INTERNATIONAL INC CL A COMMON 501810105 3,600 600,000 SH DEFINED 1 600,000 LCC INTERNATIONAL INC CL A COMMON 501810105 300 50,000 SH DEFINED 6 50,000 LEAR CORP COMMON 521865105 6,611 106,700 SH DEFINED 1 106,700 LEAR CORP COMMON 521865105 31 500 SH DEFINED 1,4 500 LEAR CORP COMMON 521865105 740 11,950 SH DEFINED 2 11,950 LEAR CORP COMMON 521865105 50 800 SH DEFINED 2,3 800
Page 60 / 114 LECG CORP COMMON 523234102 2,968 152,600 SH DEFINED 1 152,600 LECROY CORP COMMON 52324W109 5,093 245,200 SH DEFINED 1 245,200 LECROY CORP COMMON 52324W109 1,207 58,100 SH DEFINED 2 58,100 LEE ENTERPRISES COMMON 523768109 17,268 382,200 SH DEFINED 1 382,200 LEE ENTERPRISES COMMON 523768109 267 5,900 SH DEFINED 1,4 5,900 LEE ENTERPRISES COMMON 523768109 2,060 45,600 SH DEFINED 2 45,600 LEE ENTERPRISES COMMON 523768109 27 600 SH DEFINED 2,3 600 LEGG MASON INC COMMON 524901105 55,334 596,400 SH DEFINED 1 596,400 LEGG MASON INC COMMON 524901105 167 1,800 SH DEFINED 1,4 1,800 LEGG MASON INC COMMON 524901105 6,184 66,650 SH DEFINED 2 66,650 LEGG MASON INC COMMON 524901105 295 3,180 SH DEFINED 2,3 3,180 LEGG MASON INC COMMON 524901105 255 2,746 SH DEFINED 5 2,746 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 81,179 979,600 SH DEFINED 1 979,600 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 12,431 150,000 PUT DEFINED 1 150,000 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 41,435 500,000 SH DEFINED 1,2 500,000 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 149 1,800 SH DEFINED 1,4 1,800 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 3,713 44,800 SH DEFINED 2 44,800 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 352 4,250 SH DEFINED 2,3 4,250 LEUCADIA NATIONAL CORP. COMMON 527288104 2,797 52,500 SH DEFINED 1 52,500 LEXAR MEDIA INC COMMON 52886P104 7,694 464,600 SH DEFINED 1 464,600 LEXAR MEDIA INC COMMON 52886P104 1,863 112,500 SH DEFINED 2 112,500 LEXMARK INTERNATIONAL INC COMMON 529771107 1,316 14,300 SH DEFINED 1 14,300 LEXMARK INTERNATIONAL INC COMMON 529771107 7,516 81,700 SH DEFINED 1,4 81,700 LEXMARK INTERNATIONAL INC COMMON 529771107 1,748 19,000 SH DEFINED 2 19,000 LIFEPOINT HOSPITALS INC COMMON 53219L109 10,734 331,900 SH DEFINED 1 331,900 LIFEPOINT HOSPITALS INC COMMON 53219L109 2,645 81,800 SH DEFINED 2 81,800 LILLY (ELI) & CO COMMON 532457108 88,147 1,317,600 SH DEFINED 1 1,317,600 LILLY (ELI) & CO COMMON 532457108 93,158 1,392,500 SH DEFINED 1,2 1,392,500 LILLY (ELI) & CO COMMON 532457108 14,932 223,195 SH DEFINED 2 223,195 LILLY (ELI) & CO COMMON 532457108 529 7,900 SH DEFINED 2,3 7,900
Page 61 / 114 LIMITED BRANDS INC COMMON 532716107 41,407 2,070,350 SH DEFINED 1 2,070,350 LIMITED BRANDS INC COMMON 532716107 48,500 2,425,000 SH DEFINED 1,2 2,425,000 LIMITED BRANDS INC COMMON 532716107 1,164 58,200 SH DEFINED 2 58,200 LINEAR TECHNOLOGY CORP COMMON 535678106 61,562 1,662,930 SH DEFINED 1 1,662,930 LINEAR TECHNOLOGY CORP COMMON 535678106 86,997 2,350,000 SH DEFINED 1,2 2,350,000 LINEAR TECHNOLOGY CORP COMMON 535678106 107 2,900 SH DEFINED 1,4 2,900 LINEAR TECHNOLOGY CORP COMMON 535678106 18,099 488,900 SH DEFINED 2 488,900 LINEAR TECHNOLOGY CORP COMMON 535678106 759 20,500 SH DEFINED 2,3 20,500 LIONS GATE ENTERTAINMENT CORP COMMON 535919203 7,188 1,150,000 SH DEFINED 1 1,150,000 LIONS GATE ENTERTAINMENT CORP COMMON 535919203 4,075 652,000 SH DEFINED 1,4 652,000 LIONS GATE ENTERTAINMENT CORP COMMON 535919203 1,729 276,600 SH DEFINED 2 276,600 LITTELFUSE INC COMMON 537008104 15,096 405,800 SH DEFINED 1 405,800 LITTELFUSE INC COMMON 537008104 30 800 SH DEFINED 1,4 800 LITTELFUSE INC COMMON 537008104 2,548 68,500 SH DEFINED 2 68,500 LITTELFUSE INC COMMON 537008104 74 2,000 SH DEFINED 2,3 2,000 LIZ CLAIBORNE, INC. COMMON 539320101 3 70 SH DEFINED 1 70 LKQ CORP COMMON 501889208 2,580 147,400 SH DEFINED 1 147,400 LLOYDS TSB GROUP ADR COMMON 539439109 1 29 SH DEFINED 5 29 LOCKHEED MARTIN CORP COMMON 539830109 14,377 315,000 SH DEFINED 1 315,000 LOEWS CORP COMMON 540424108 1 24 SH DEFINED 5 24 LORAL SPACE & COMM WT 12/27/06 COMMON G56462180 1 74,000 SH DEFINED 1 74,000 LOUISIANA PACIFIC CORP COMMON 546347105 1,930 74,800 SH DEFINED 1 74,800 LOUISIANA PACIFIC CORP COMMON 546347105 4,714 182,700 SH DEFINED 1,4 182,700 LOWES COMPANIES INC COMMON 548661107 39,539 704,410 SH DEFINED 1 704,410 LOWES COMPANIES INC COMMON 548661107 66,368 1,182,400 SH DEFINED 1,2 1,182,400 LOWES COMPANIES INC COMMON 548661107 6,938 123,600 SH DEFINED 2 123,600 LOWES COMPANIES INC COMMON 548661107 292 5,200 SH DEFINED 2,3 5,200 LTX CORP COMMON 502392103 593 39,300 SH DEFINED 1 39,300
Page 62 / 114 LUCENT TECHNOLOGIES INC COMMON 549463107 8,788 2,138,270 SH DEFINED 1 2,138,270 LUCENT TECHNOLOGIES INC COMMON 549463107 1,543 375,450 SH DEFINED 2 375,450 LUKOIL HOLDING COMMON 677862104 7,596 61,158 SH DEFINED 1 61,158 LUMINENT MORTGAGE CAPITAL INC COMMON 550278303 6,714 474,500 SH DEFINED 1 474,500 LYONDELL CHEMICAL CO COMMON 552078107 0 3 SH DEFINED 5 3 M & T BANK CORP COMMON 55261F104 1,348 15,000 SH DEFINED 1 15,000 MACROMEDIA INC COMMON 556100105 13,066 651,000 SH DEFINED 1 651,000 MACROMEDIA INC COMMON 556100105 2,499 124,500 SH DEFINED 2 124,500 MACROVISION CORP COMMON 555904101 7,610 407,400 SH DEFINED 1 407,400 MACROVISION CORP COMMON 555904101 1,816 97,200 SH DEFINED 2 97,200 MAGELLAN HEALTH SERVICES INC COMMON 559079207 843 30,000 SH DEFINED 1 30,000 MAGELLAN HEALTH SERVICES INC COMMON 559079207 183 6,500 SH DEFINED 6 6,500 MAGMA DESIGN AUTOMATION COMMON 559181102 6,273 300,000 SH DEFINED 1 300,000 MAGMA DESIGN AUTOMATION COMMON 559181102 1,491 71,300 SH DEFINED 2 71,300 MANDALAY RESORT GROUP COMMON 562567107 11,200 195,600 SH DEFINED 1 195,600 MANDALAY RESORT GROUP COMMON 562567107 3,596 62,800 SH DEFINED 2 62,800 MANPOWER INC COMMON 56418H100 1,860 40,000 SH DEFINED 1 40,000 MANPOWER INC COMMON 56418H100 1,860 40,000 SH DEFINED 2 40,000 MANULIFE FINANCIAL CORP COMMON 56501R106 125 3,370 SH DEFINED 5 3,370 MARINER HEALTH CARE INC COMMON 56845X108 170 10,000 SH DEFINED 6 10,000 MARLIN BUSINESS SERVICES INC COMMON 571157106 842 50,000 SH DEFINED 1 50,000 MARSH & MCLENNAN CO COMMON 571748102 15,205 328,410 SH DEFINED 1 328,410 MARSHALL & ILSLEY CORP COMMON 571834100 28,857 763,200 SH DEFINED 1 763,200 MARSHALL & ILSLEY CORP COMMON 571834100 408 10,800 SH DEFINED 1,4 10,800 MARSHALL & ILSLEY CORP COMMON 571834100 3,388 89,600 SH DEFINED 2 89,600 MARSHALL & ILSLEY CORP COMMON 571834100 30 800 SH DEFINED 2,3 800
Page 63 / 114 MARTEK BIOSCIENCES CORP COMMON 572901106 9,086 159,400 SH DEFINED 1 159,400 MARTEK BIOSCIENCES CORP COMMON 572901106 2,183 38,300 SH DEFINED 2 38,300 MARTIN MARIETTA MATERIALS INC COMMON 573284106 15 325 SH DEFINED 5 325 MARVEL ENTERPRISES INC COMMON 57383M108 18,083 942,300 SH DEFINED 1 942,300 MARVEL ENTERPRISES INC COMMON 57383M108 26 1,350 SH DEFINED 1,4 1,350 MARVEL ENTERPRISES INC COMMON 57383M108 4,611 240,300 SH DEFINED 2 240,300 MARVEL ENTERPRISES INC COMMON 57383M108 66 3,450 SH DEFINED 2,3 3,450 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 37,856 840,300 SH DEFINED 1 840,300 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 115 2,550 SH DEFINED 1,4 2,550 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 5,307 117,800 SH DEFINED 2 117,800 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 171 3,800 SH DEFINED 2,3 3,800 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 140 3,122 SH DEFINED 5 3,122 MASCO CORP COMMON 574599106 216,082 7,098,630 SH DEFINED 1 7,098,630 MASCO CORP COMMON 574599106 35,752 1,174,500 SH DEFINED 1,2 1,174,500 MASCO CORP COMMON 574599106 5,213 171,250 SH DEFINED 2 171,250 MASCO CORP COMMON 574599106 423 13,900 SH DEFINED 2,3 13,900 MASCO CORP COMMON 574599106 17,966 590,182 SH DEFINED 5 590,182 MATRIXONE INC COMMON 57685P304 1,016 140,000 SH DEFINED 1 140,000 MATTEL INC COMMON 577081102 83,078 4,505,310 SH DEFINED 1 4,505,310 MATTEL INC COMMON 577081102 501 27,150 SH DEFINED 1,4 27,150 MATTEL INC COMMON 577081102 4,946 268,200 SH DEFINED 2 268,200 MATTEL INC COMMON 577081102 149 8,100 SH DEFINED 2,3 8,100 MATTEL INC COMMON 577081102 19,050 1,033,087 SH DEFINED 5 1,033,087 MAVERICK TUBE CORP COMMON 577914104 3,533 150,000 SH DEFINED 1 150,000 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 40,568 861,500 SH DEFINED 1 861,500 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 94,180 2,000,000 SH DEFINED 1,2 2,000,000 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 104 2,200 SH DEFINED 1,4 2,200 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 10,002 212,400 SH DEFINED 2 212,400 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 610 12,950 SH DEFINED 2,3 12,950 MAY DEPARTMENT STORES CO COMMON 577778103 34,839 1,007,500 SH DEFINED 1 1,007,500
Page 64 / 114 MBIA INC COMMON 55262C100 614 9,800 SH DEFINED 1 9,800 MBNA CORP COMMON 55262L100 69,468 2,514,240 SH DEFINED 1 2,514,240 MBNA CORP COMMON 55262L100 128,480 4,650,000 SH DEFINED 1,2 4,650,000 MBNA CORP COMMON 55262L100 25,483 922,300 SH DEFINED 2 922,300 MBNA CORP COMMON 55262L100 611 22,100 SH DEFINED 2,3 22,100 MC DONALDS CORP COMMON 580135101 117,887 4,126,240 SH DEFINED 1 4,126,240 MC DONALDS CORP COMMON 580135101 72,854 2,550,000 SH DEFINED 1,2 2,550,000 MC DONALDS CORP COMMON 580135101 19,074 667,640 SH DEFINED 2 667,640 MC DONALDS CORP COMMON 580135101 429 15,000 SH DEFINED 2,3 15,000 MC DONALDS CORP COMMON 580135101 67 2,340 SH DEFINED 5 2,340 MCG CAPITAL CORP COMMON 58047P107 1,224 60,600 SH DEFINED 1 60,600 MCGRAW HILL COMMON 580645109 653 8,570 SH DEFINED 1 8,570 MCGRAW HILL COMMON 580645109 1,523 20,000 SH DEFINED 1,4 20,000 MCGRAW HILL COMMON 580645109 1,995 26,200 SH DEFINED 2 26,200 MCKESSON CORP COMMON 58155Q103 253,231 8,415,800 SH DEFINED 1 8,415,800 MCKESSON CORP COMMON 58155Q103 8,959 297,750 SH DEFINED 2 297,750 MCKESSON CORP COMMON 58155Q103 418 13,900 SH DEFINED 2,3 13,900 MCKESSON CORP COMMON 58155Q103 15,245 506,665 SH DEFINED 5 506,665 MCLEOD USA INC- WT COMMON 582266110 68 135,008 SH DEFINED 1 135,008 MDC HOLDINGS INC COMMON 552676108 1,497 21,263 SH DEFINED 1 21,263 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 4,420 130,000 SH DEFINED 1 130,000 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 340 10,000 SH DEFINED 6 10,000 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 84,592 2,114,800 SH DEFINED 1 2,114,800 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 68,100 1,702,500 SH DEFINED 1,2 1,702,500 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 112 2,800 SH DEFINED 1,4 2,800 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 14,650 366,260 SH DEFINED 2 366,260 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 494 12,340 SH DEFINED 2,3 12,340 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 350 8,739 SH DEFINED 5 8,739 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 1,000 25,000 SH DEFINED 6 25,000 MEDIMMUNE INC COMMON 584699102 2,423 105,000 SH DEFINED 1 105,000
Page 65 / 114 MEDSOURCE TECHNOLOGIES INC COMMON 58505Y103 207 35,000 SH DEFINED 1 35,000 MEDSOURCE TECHNOLOGIES INC COMMON 58505Y103 47 8,000 SH DEFINED 2 8,000 MEDTRONIC INC COMMON 585055106 93,707 1,962,450 SH DEFINED 1 1,962,450 MEDTRONIC INC COMMON 585055106 38,950 815,700 SH DEFINED 1,2 815,700 MEDTRONIC INC COMMON 585055106 19,508 408,550 SH DEFINED 2 408,550 MEDTRONIC INC COMMON 585055106 167 3,500 SH DEFINED 2,3 3,500 MEMC ELECTRONIC MATERIALS COMMON 552715104 19,852 2,169,600 SH DEFINED 1 2,169,600 MEMC ELECTRONIC MATERIALS COMMON 552715104 62 6,800 SH DEFINED 1,4 6,800 MEMC ELECTRONIC MATERIALS COMMON 552715104 3,068 335,300 SH DEFINED 2 335,300 MEMC ELECTRONIC MATERIALS COMMON 552715104 125 13,700 SH DEFINED 2,3 13,700 MERCK & CO COMMON 589331107 109,239 2,472,040 SH DEFINED 1 2,472,040 MERCK & CO COMMON 589331107 77,774 1,760,000 SH DEFINED 1,2 1,760,000 MERCK & CO COMMON 589331107 2,501 56,600 SH DEFINED 2 56,600 MERCK & CO COMMON 589331107 84 1,900 SH DEFINED 2,3 1,900 MERCURY INTERACTIVE CORP COMMON 589405109 220 4,900 SH DEFINED 1 4,900 MERCURY INTERACTIVE CORP COMMON 589405109 128 2,862 SH DEFINED 5 2,862 MERISTAR HOSPITALITY CORP. COMMON 58984Y103 348 50,000 SH DEFINED 6 50,000 MERIX CORP COMMON 590049102 4,613 250,000 SH DEFINED 1 250,000 MERRILL LYNCH & CO INC COMMON 590188108 462,361 7,762,950 SH DEFINED 1 7,762,950 MERRILL LYNCH & CO INC COMMON 590188108 110,186 1,850,000 SH DEFINED 1,2 1,850,000 MERRILL LYNCH & CO INC COMMON 590188108 32,469 545,150 SH DEFINED 2 545,150 MERRILL LYNCH & CO INC COMMON 590188108 1,078 18,100 SH DEFINED 2,3 18,100 MERRILL LYNCH & CO INC COMMON 590188108 0 1 SH DEFINED 5 1 METRO-GOLDWYN-MAYER INC COMMON 591610100 3,045 175,000 SH DEFINED 1 175,000 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 49,133 1,106,600 SH DEFINED 1 1,106,600 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 728 16,400 SH DEFINED 1,4 16,400 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 5,550 125,000 SH DEFINED 2 125,000 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 49 1,100 SH DEFINED 2,3 1,100 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 16,073 361,996 SH DEFINED 5 361,996
Page 66 / 114 MGIC INVESTMENT CORP COMMON 552848103 136,787 2,129,650 SH DEFINED 1 2,129,650 MGIC INVESTMENT CORP COMMON 552848103 2,980 46,400 SH DEFINED 2 46,400 MGIC INVESTMENT CORP COMMON 552848103 250 3,900 SH DEFINED 2,3 3,900 MGIC INVESTMENT CORP COMMON 552848103 9,022 140,470 SH DEFINED 5 140,470 MGM GRAND INC COMMON 552953101 7,477 164,900 SH DEFINED 1 164,900 MGM GRAND INC COMMON 552953101 56,675 1,250,000 SH DEFINED 1,2 1,250,000 MGM GRAND INC COMMON 552953101 5,876 129,600 SH DEFINED 2 129,600 MGM GRAND INC COMMON 552953101 245 5,400 SH DEFINED 2,3 5,400 MICROCHIP TECHNOLOGY INC COMMON 595017104 146,259 5,506,737 SH DEFINED 1 5,506,737 MICROCHIP TECHNOLOGY INC COMMON 595017104 174,471 6,568,952 SH DEFINED 1,2 6,568,952 MICROCHIP TECHNOLOGY INC COMMON 595017104 601 22,612 SH DEFINED 1,4 22,612 MICROCHIP TECHNOLOGY INC COMMON 595017104 29,826 1,122,973 SH DEFINED 2 1,122,973 MICROCHIP TECHNOLOGY INC COMMON 595017104 1,298 48,872 SH DEFINED 2,3 48,872 MICROCHIP TECHNOLOGY INC COMMON 595017104 11,961 452,731 SH DEFINED 5 452,731 MICROMUSE INC COMMON 595094103 8,358 1,071,500 SH DEFINED 1 1,071,500 MICROMUSE INC COMMON 595094103 1,658 212,600 SH DEFINED 2 212,600 MICRON TECHNOLOGY INC COMMON 595112103 104 6,200 SH DEFINED 1 6,200 MICROSEMI CORP COMMON 595137100 6,840 500,000 SH DEFINED 1 500,000 MICROSEMI CORP COMMON 595137100 1,657 121,100 SH DEFINED 2 121,100 MICROSOFT CORP COMMON 594918104 507,341 20,318,020 SH DEFINED 1 20,318,020 MICROSOFT CORP COMMON 594918104 326,782 13,087,000 SH DEFINED 1,2 13,087,000 MICROSOFT CORP COMMON 594918104 64,760 2,593,520 SH DEFINED 2 2,593,520 MICROSOFT CORP COMMON 594918104 1,523 61,000 SH DEFINED 2,3 61,000 MICROSOFT CORP COMMON 594918104 142 5,698 SH DEFINED 5 5,698 MIDDLEBY CORP COMMON 596278101 589 12,900 SH DEFINED 1 12,900 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 845 50,000 SH DEFINED 1 50,000 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 59 3,500 SH DEFINED 2 3,500 MILLIPORE CORP COMMON 601073109 37,030 720,700 SH DEFINED 1 720,700 MILLIPORE CORP COMMON 601073109 498 9,700 SH DEFINED 1,4 9,700 MILLIPORE CORP COMMON 601073109 4,187 81,500 SH DEFINED 2 81,500 MILLIPORE CORP COMMON 601073109 36 700 SH DEFINED 2,3 700 MILLIPORE CORP COMMON 601073109 13,386 260,535 SH DEFINED 5 260,535
Page 67 / 114 MINERALS TECHNOLOGIES INC COMMON 603158106 5,967 104,500 SH DEFINED 1 104,500 MKS INSTRUMENTS INC COMMON 55306N104 2,401 100,000 SH DEFINED 1 100,000 MMO2 PLC ADR COMMON 55309W101 238 12,748 SH DEFINED 5 12,748 MOBILE TELESYSTEMS SP ADR COMMON 607409109 5,615 42,700 SH DEFINED 1 42,700 MOHAWK INDUSTRIES INC COMMON 608190104 61,013 740,900 SH DEFINED 1 740,900 MOHAWK INDUSTRIES INC COMMON 608190104 939 11,400 SH DEFINED 1,4 11,400 MOHAWK INDUSTRIES INC COMMON 608190104 7,123 86,500 SH DEFINED 2 86,500 MOHAWK INDUSTRIES INC COMMON 608190104 58 700 SH DEFINED 2,3 700 MOHAWK INDUSTRIES INC COMMON 608190104 22,604 274,497 SH DEFINED 5 274,497 MOLEX INC COMMON 608554101 3,215 105,800 SH DEFINED 1 105,800 MOLEX INC COMMON 608554101 24,385 802,400 SH DEFINED 1,2 802,400 MOLEX INC COMMON 608554101 2,550 83,900 SH DEFINED 2 83,900 MOLEX INC COMMON 608554101 106 3,500 SH DEFINED 2,3 3,500 MOLEX INC CL A COMMON 608554200 4,872 187,100 SH DEFINED 1 187,100 MOLEX INC CL A COMMON 608554200 263 10,100 SH DEFINED 2 10,100 MOLEX INC CL A COMMON 608554200 20 752 SH DEFINED 5 752 MONSANTO CO COMMON 61166W101 2,868 78,200 SH DEFINED 1 78,200 MONSANTO CO COMMON 61166W101 7,822 213,300 SH DEFINED 1,4 213,300 MONSANTO CO COMMON 61166W101 2,382 64,945 SH DEFINED 2 64,945 MONSTER WORLDWIDE INC COMMON 611742107 917 35,000 SH DEFINED 1 35,000 MONSTER WORLDWIDE INC COMMON 611742107 917 35,000 SH DEFINED 2 35,000 MOODY'S CORP COMMON 615369105 45,659 644,900 SH DEFINED 1 644,900 MOODY'S CORP COMMON 615369105 6,276 88,650 SH DEFINED 1,4 88,650 MOODY'S CORP COMMON 615369105 3,597 50,800 SH DEFINED 2 50,800 MOODY'S CORP COMMON 615369105 142 2,000 SH DEFINED 2,3 2,000 MOODY'S CORP COMMON 615369105 155 2,184 SH DEFINED 5 2,184
Page 68 / 114 MORGAN STANLEY COMMON 617446448 474,400 8,279,230 SH DEFINED 1 8,279,230 MORGAN STANLEY COMMON 617446448 33,363 582,250 SH DEFINED 1,2 582,250 MORGAN STANLEY COMMON 617446448 21,247 370,800 SH DEFINED 2 370,800 MORGAN STANLEY COMMON 617446448 435 7,600 SH DEFINED 2,3 7,600 MORGAN STANLEY COMMON 617446448 24,923 434,963 SH DEFINED 5 434,963 MOTOROLA INC COMMON 620076109 118,363 6,725,180 SH DEFINED 1 6,725,180 MOTOROLA INC COMMON 620076109 20,240 1,150,000 SH DEFINED 1,2 1,150,000 MOTOROLA INC COMMON 620076109 1,948 110,700 SH DEFINED 1,4 110,700 MOTOROLA INC COMMON 620076109 2,954 167,820 SH DEFINED 2 167,820 MOTOROLA INC COMMON 620076109 391 22,200 SH DEFINED 2,3 22,200 MOTOROLA INC COMMON 620076109 7,977 453,219 SH DEFINED 5 453,219 MSC INDUSTRIAL DIRECT CO INC COMMON 553530106 34,239 1,143,200 SH DEFINED 1 1,143,200 MSC INDUSTRIAL DIRECT CO INC COMMON 553530106 81 2,700 SH DEFINED 1,4 2,700 MSC INDUSTRIAL DIRECT CO INC COMMON 553530106 5,054 168,750 SH DEFINED 2 168,750 MSC INDUSTRIAL DIRECT CO INC COMMON 553530106 159 5,300 SH DEFINED 2,3 5,300 MSC INDUSTRIAL DIRECT CO INC COMMON 553530106 212 7,062 SH DEFINED 5 7,062 M-SYSTEMS FLASH DISK PIONEER COMMON M7061C100 10,700 525,000 SH DEFINED 1 525,000 M-SYSTEMS FLASH DISK PIONEER COMMON M7061C100 2,548 125,000 SH DEFINED 2 125,000 MURPHY OIL CORP COMMON 626717102 66,314 1,053,100 SH DEFINED 1 1,053,100 MURPHY OIL CORP COMMON 626717102 36,655 582,100 SH DEFINED 1,2 582,100 MURPHY OIL CORP COMMON 626717102 560 8,900 SH DEFINED 1,4 8,900 MURPHY OIL CORP COMMON 626717102 4,949 78,600 SH DEFINED 2 78,600 MURPHY OIL CORP COMMON 626717102 44 700 SH DEFINED 2,3 700 MYKROLIS CORP COMMON 62852P103 10,112 709,100 SH DEFINED 1 709,100 MYKROLIS CORP COMMON 62852P103 2,520 176,700 SH DEFINED 2 176,700 MYLAN LABORATORIES INC COMMON 628530107 5,538 243,655 SH DEFINED 1 243,655 MYOGEN INC COMMON 62856E104 548 50,000 SH DEFINED 1 50,000 NABI BIOPHARMACEUTICALS COMMON 629519109 156 10,000 SH DEFINED 1 10,000 NABI BIOPHARMACEUTICALS COMMON 629519109 16 1,000 SH DEFINED 2 1,000
Page 69 / 114 NABORS INDUSTRIES LTD COMMON G6359F103 33,937 741,790 SH DEFINED 1 741,790 NABORS INDUSTRIES LTD COMMON G6359F103 36,600 800,000 SH DEFINED 1,2 800,000 NABORS INDUSTRIES LTD COMMON G6359F103 2,516 55,000 SH DEFINED 1,4 55,000 NABORS INDUSTRIES LTD COMMON G6359F103 11,996 262,200 SH DEFINED 2 262,200 NABORS INDUSTRIES LTD COMMON G6359F103 339 7,400 SH DEFINED 2,3 7,400 NASDAQ-100 SHARES COMMON 631100104 23,890 667,500 PUT DEFINED 1 667,500 NATIONAL CITY CORP COMMON 635405103 10 280 SH DEFINED 1 280 NATIONAL INSTRUMENTS CORP COMMON 636518102 28,267 898,500 SH DEFINED 1 898,500 NATIONAL INSTRUMENTS CORP COMMON 636518102 52 1,650 SH DEFINED 1,4 1,650 NATIONAL INSTRUMENTS CORP COMMON 636518102 3,563 113,250 SH DEFINED 2 113,250 NATIONAL INSTRUMENTS CORP COMMON 636518102 104 3,300 SH DEFINED 2,3 3,300 NATIONAL INSTRUMENTS CORP COMMON 636518102 165 5,251 SH DEFINED 5 5,251 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 7,024 158,100 SH DEFINED 1 158,100 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 5,109 115,000 SH DEFINED 2 115,000 NATIONAL-OILWELL INC COMMON 637071101 13,003 459,800 SH DEFINED 1 459,800 NATIONAL-OILWELL INC COMMON 637071101 2,333 82,500 SH DEFINED 2 82,500 NATIONWIDE FINANCIAL SERVICES CL A COMMON 638612101 2,804 77,790 SH DEFINED 1 77,790 NATUZZI SPA- SP ADR COMMON 63905A101 2,015 188,300 SH DEFINED 1 188,300 NAVIGANT CONSULTING CO COMMON 63935N107 6,777 335,000 SH DEFINED 1 335,000 NAVIGATORS GROUP INC COMMON 638904102 5,350 185,900 SH DEFINED 1 185,900 NAVIGATORS GROUP INC COMMON 638904102 1,249 43,400 SH DEFINED 2 43,400 NAVISTAR INTERNATIONAL CORP COMMON 63934E108 6,827 148,900 SH DEFINED 1 148,900 NBTY INC COMMON 628782104 37,213 1,000,900 SH DEFINED 1 1,000,900 NBTY INC COMMON 628782104 2,736 73,600 SH DEFINED 2 73,600 NBTY INC COMMON 628782104 279 7,500 SH DEFINED 6 7,500 NCO GROUP INC COMMON 628858102 4,094 175,200 SH DEFINED 1 175,200 NEIGHBORCARE INC COMMON 64015Y104 4,030 166,200 SH DEFINED 1 166,200
Page 70 / 114 NEOPHARM INC COMMON 640919106 188 10,000 SH DEFINED 6 10,000 NESTLE SA ADR SPONSORED REG COMMON 641069406 87 1,369 SH DEFINED 5 1,369 NETEASE.COM INC ADR COMMON 64110W102 7,917 159,000 SH DEFINED 1 159,000 NETEASE.COM INC ADR COMMON 64110W102 3,172 63,700 SH DEFINED 2 63,700 NETEGRITY INC COMMON 64110P107 5,884 692,200 SH DEFINED 1 692,200 NETEGRITY INC COMMON 64110P107 1,400 164,700 SH DEFINED 2 164,700 NETFLIX.COM INC COMMON 64110L106 9,383 275,000 SH DEFINED 1 275,000 NETFLIX.COM INC COMMON 64110L106 4,142 121,400 SH DEFINED 2 121,400 NETGEAR INC COMMON 64111Q104 1,376 100,000 SH DEFINED 1 100,000 NETIQ CORP COMMON 64115P102 2,443 175,000 SH DEFINED 1 175,000 NETSCREEN TECHNOLOGIES INC COMMON 64117V107 117 3,200 SH DEFINED 1 3,200 NETWORK APPLIANCE INC COMMON 64120L104 107 5,000 SH DEFINED 1 5,000 NETWORK ASSOCIATES INC COMMON 640938106 14,474 804,100 SH DEFINED 1 804,100 NETWORK ASSOCIATES INC COMMON 640938106 2,005 111,374 SH DEFINED 2 111,374 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 887 15,000 SH DEFINED 1 15,000 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 887 15,000 SH DEFINED 2 15,000 NEW YORK COMMUNITY BANCORP COMMON 649445103 73,407 2,141,404 SH DEFINED 1 2,141,404 NEW YORK COMMUNITY BANCORP COMMON 649445103 18,854 550,000 SH DEFINED 1,2 550,000 NEW YORK COMMUNITY BANCORP COMMON 649445103 106 3,096 SH DEFINED 1,4 3,096 NEW YORK COMMUNITY BANCORP COMMON 649445103 7,364 214,813 SH DEFINED 2 214,813 NEW YORK COMMUNITY BANCORP COMMON 649445103 321 9,375 SH DEFINED 2,3 9,375 NEW YORK COMMUNITY BANCORP COMMON 649445103 40 1,177 SH DEFINED 5 1,177 NEW YORK TIMES CO COMMON 650111107 65,734 1,487,200 SH DEFINED 1 1,487,200 NEW YORK TIMES CO COMMON 650111107 42,118 952,900 SH DEFINED 1,2 952,900 NEW YORK TIMES CO COMMON 650111107 636 14,400 SH DEFINED 1,4 14,400 NEW YORK TIMES CO COMMON 650111107 5,689 128,700 SH DEFINED 2 128,700 NEW YORK TIMES CO COMMON 650111107 44 1,000 SH DEFINED 2,3 1,000 NEW YORK TIMES CO COMMON 650111107 15,403 348,489 SH DEFINED 5 348,489
Page 71 / 114 NEWELL RUBBERMAID INC COMMON 651229106 67,753 2,920,400 SH DEFINED 1 2,920,400 NEWELL RUBBERMAID INC COMMON 651229106 46,400 2,000,000 SH DEFINED 1,2 2,000,000 NEWELL RUBBERMAID INC COMMON 651229106 675 29,100 SH DEFINED 1,4 29,100 NEWELL RUBBERMAID INC COMMON 651229106 5,733 247,100 SH DEFINED 2 247,100 NEWELL RUBBERMAID INC COMMON 651229106 51 2,200 SH DEFINED 2,3 2,200 NEWELL RUBBERMAID INC COMMON 651229106 12,148 523,631 SH DEFINED 5 523,631 NEWFIELD EXPLORATION CO COMMON 651290108 7,190 150,000 SH DEFINED 1 150,000 NEWFIELD EXPLORATION CO COMMON 651290108 1,735 36,200 SH DEFINED 2 36,200 NEWMONT MINING CORP HOLDING CO COMMON 651639106 350 7,500 SH DEFINED 1 7,500 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 55,533 2,245,570 SH DEFINED 1 2,245,570 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 6,924 280,000 PUT DEFINED 1 280,000 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 45,009 1,820,000 SH DEFINED 1,2 1,820,000 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 3,863 156,215 SH DEFINED 1,4 156,215 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 13,475 544,890 SH DEFINED 2 544,890 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 190 7,700 SH DEFINED 2,3 7,700 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 88 3,581 SH DEFINED 5 3,581 NEXTEL PARTNERS INC CL A COMMON 65333F107 1,052 83,100 SH DEFINED 1 83,100 NEXTEL PARTNERS INC CL A COMMON 65333F107 937 74,000 SH DEFINED 2 74,000 NIDEC CORP COMMON 654090109 96 3,669 SH DEFINED 5 3,669 NII HOLDINGS INC- CL B COMMON 62913F201 9,989 285,147 SH DEFINED 1 285,147 NII HOLDINGS INC- CL B COMMON 62913F201 2,907 83,000 SH DEFINED 2 83,000 NIKE INC CL B COMMON 654106103 122,257 1,570,020 SH DEFINED 1 1,570,020 NIKE INC CL B COMMON 654106103 25,308 325,000 SH DEFINED 1,2 325,000 NIKE INC CL B COMMON 654106103 11,378 146,110 SH DEFINED 2 146,110 NIKE INC CL B COMMON 654106103 393 5,050 SH DEFINED 2,3 5,050 NIKE INC CL B COMMON 654106103 34 440 SH DEFINED 5 440 NIPPON TELEGRAPH & TELEPH-SP ADR COMMON 654624105 20 713 SH DEFINED 1 713 NISOURCE INC COMMON 65473P105 536 25,200 SH DEFINED 1 25,200 NISSAN MOTORS COMMON 654744408 153 6,970 SH DEFINED 5 6,970
Page 72 / 114 NOBLE CORP COMMON G65422100 39,238 1,021,300 SH DEFINED 1 1,021,300 NOBLE CORP COMMON G65422100 26,894 700,000 SH DEFINED 1,2 700,000 NOBLE CORP COMMON G65422100 519 13,500 SH DEFINED 1,4 13,500 NOBLE CORP COMMON G65422100 6,977 181,600 SH DEFINED 2 181,600 NOBLE CORP COMMON G65422100 158 4,100 SH DEFINED 2,3 4,100 NOBLE CORP COMMON G65422100 11,710 304,788 SH DEFINED 5 304,788 NOKIA CORP ADR COMMON 654902204 156,906 7,736,968 SH DEFINED 1 7,736,968 NOKIA CORP ADR COMMON 654902204 20,280 1,000,000 SH DEFINED 1,2 1,000,000 NOKIA CORP ADR COMMON 654902204 1,111 54,800 SH DEFINED 2 54,800 NOKIA CORP ADR COMMON 654902204 172 8,500 SH DEFINED 2,3 8,500 NOKIA CORP ADR COMMON 654902204 83 4,103 SH DEFINED 5 4,103 NORDSTROM INC COMMON 655664100 27,119 679,670 SH DEFINED 1 679,670 NORDSTROM INC COMMON 655664100 61,845 1,550,000 SH DEFINED 1,2 1,550,000 NORDSTROM INC COMMON 655664100 6,723 168,490 SH DEFINED 2 168,490 NORDSTROM INC COMMON 655664100 347 8,700 SH DEFINED 2,3 8,700 NORDSTROM INC COMMON 655664100 51 1,274 SH DEFINED 5 1,274 NORFOLK SOUTHERN CORP COMMON 655844108 16,704 756,200 SH DEFINED 1 756,200 NORFOLK SOUTHERN CORP COMMON 655844108 29,468 1,334,000 SH DEFINED 1,2 1,334,000 NORFOLK SOUTHERN CORP COMMON 655844108 221 10,000 SH DEFINED 2 10,000 NORTEL NETWORKS CORP COMMON 656568102 23,857 4,016,400 SH DEFINED 1 4,016,400 NORTEL NETWORKS CORP COMMON 656568102 95,040 16,000,000 SH DEFINED 1,2 16,000,000 NORTEL NETWORKS CORP COMMON 656568102 8,287 1,395,200 SH DEFINED 2 1,395,200 NORTEL NETWORKS CORP COMMON 656568102 470 79,100 SH DEFINED 2,3 79,100 NORTH FORK BANCORPORATION COMMON 659424105 199 4,700 SH DEFINED 1 4,700 NORTHERN TRUST CORP COMMON 665859104 4,557 97,800 SH DEFINED 1 97,800 NORTHERN TRUST CORP COMMON 665859104 34,943 750,000 SH DEFINED 1,2 750,000 NORTHERN TRUST CORP COMMON 665859104 3,648 78,300 SH DEFINED 2 78,300 NORTHERN TRUST CORP COMMON 665859104 149 3,200 SH DEFINED 2,3 3,200 NORTHROP GRUMMAN CO COMMON 666807102 16,556 168,220 SH DEFINED 1 168,220 NORTHROP GRUMMAN CO COMMON 666807102 34,447 350,000 SH DEFINED 1,2 350,000 NORTHROP GRUMMAN CO COMMON 666807102 256 2,600 SH DEFINED 2 2,600 NORTHROP GRUMMAN CO COMMON 666807102 19 193 SH DEFINED 5 193 NORTHWEST AIRLINES CORP COMMON 667280101 273 27,000 SH DEFINED 6 27,000
Page 73 / 114 NOVARTIS AG - ADR COMMON 66987V109 8,520 200,000 SH DEFINED 1 200,000 NOVARTIS AG - ADR COMMON 66987V109 792 18,600 SH DEFINED 2 18,600 NOVELL INC COMMON 670006105 1,672 146,900 SH DEFINED 1 146,900 NOVELL INC COMMON 670006105 1,423 125,000 SH DEFINED 2 125,000 NOVELLUS SYSTEMS INC COMMON 670008101 146,164 4,597,790 SH DEFINED 1 4,597,790 NOVELLUS SYSTEMS INC COMMON 670008101 27,022 850,000 SH DEFINED 1,2 850,000 NOVELLUS SYSTEMS INC COMMON 670008101 4,293 135,050 SH DEFINED 2 135,050 NOVELLUS SYSTEMS INC COMMON 670008101 502 15,800 SH DEFINED 2,3 15,800 NOVELLUS SYSTEMS INC COMMON 670008101 12 390 SH DEFINED 5 390 NPS PHARMACEUTICALS INC COMMON 62936P103 4,711 165,000 SH DEFINED 1 165,000 NPS PHARMACEUTICALS INC COMMON 62936P103 314 11,000 SH DEFINED 6 11,000 NTELOS INC - ILLIQUID COMMON 67019U200 5,330 246,765 SH DEFINED 1 246,765 NTELOS INC CVT 144A - ILLIQUID CONVERT 67019UAA9 4,950 4,950,000 PRN DEFINED 1 4,950,000 NTELOS INC-WT 144A COMMON 67019U119 0 40,095 SH DEFINED 1 40,095 NTELOS INC-WT 144A COMMON 67019U119 0 60 SH DEFINED 2 60 NTELOS INC-WT 144A COMMON 67019U119 0 95 SH DEFINED 2,3 95 NTL INC COMMON 62940M104 4,388 73,803 SH DEFINED 1 73,803 NUEVO ENERGY CO COMMON 670509108 1,185 36,400 SH DEFINED 1 36,400 NUVEEN INVESTMENTS INC CL A COMMON 67090F106 713 25,600 SH DEFINED 1 25,600 NUVEEN INVESTMENTS INC CL A COMMON 67090F106 3,198 114,800 SH DEFINED 1,4 114,800 NUVELO INC COMMON 67072M301 188 15,000 SH DEFINED 6 15,000 NVIDIA CORP COMMON 67066G104 18,736 707,300 SH DEFINED 1 707,300 NVIDIA CORP COMMON 67066G104 2,360 89,100 SH DEFINED 2 89,100 NVIDIA CORP COMMON 67066G104 228 8,641 SH DEFINED 5 8,641 O2MICRO INTERNATIONAL LTD COMMON G6797E106 9,408 546,000 SH DEFINED 1 546,000 O2MICRO INTERNATIONAL LTD COMMON G6797E106 2,104 122,100 SH DEFINED 2 122,100 OCCIDENTAL PETROLEUM CORP COMMON 674599105 16,799 364,800 SH DEFINED 1 364,800
Page 74 / 114 ODYSSEY HEALTHCARE INC COMMON 67611V101 13,101 695,000 SH DEFINED 1 695,000 ODYSSEY HEALTHCARE INC COMMON 67611V101 1,846 97,948 SH DEFINED 2 97,948 OGE ENERGY CORP COMMON 670837103 420 15,900 SH DEFINED 1 15,900 OLD DOMINION FREIGHT LINE COMMON 679580100 2,528 75,000 SH DEFINED 1 75,000 OM GROUP INC COMMON 670872100 535 17,600 SH DEFINED 1 17,600 OMI CORP COMMON Y6476W104 530 46,300 SH DEFINED 1 46,300 OMNICARE INC COMMON 681904108 52,394 1,181,900 SH DEFINED 1 1,181,900 OMNICARE INC COMMON 681904108 115 2,600 SH DEFINED 1,4 2,600 OMNICARE INC COMMON 681904108 3,023 68,200 SH DEFINED 2 68,200 OMNICARE INC COMMON 681904108 204 4,600 SH DEFINED 2,3 4,600 OMNICARE INC COMMON 681904108 148 3,340 SH DEFINED 5 3,340 OMNICOM GROUP INC COMMON 681919106 532,766 6,638,830 SH DEFINED 1 6,638,830 OMNICOM GROUP INC COMMON 681919106 90,434 1,126,900 SH DEFINED 1,2 1,126,900 OMNICOM GROUP INC COMMON 681919106 104 1,300 SH DEFINED 1,4 1,300 OMNICOM GROUP INC COMMON 681919106 25,925 323,050 SH DEFINED 2 323,050 OMNICOM GROUP INC COMMON 681919106 1,003 12,500 SH DEFINED 2,3 12,500 OMNICOM GROUP INC COMMON 681919106 18,669 232,642 SH DEFINED 5 232,642 OMNIVISION TECHNOLOGIES COMMON 682128103 41,924 1,535,100 SH DEFINED 1 1,535,100 OMNIVISION TECHNOLOGIES COMMON 682128103 60 2,200 SH DEFINED 1,4 2,200 OMNIVISION TECHNOLOGIES COMMON 682128103 8,892 325,600 SH DEFINED 2 325,600 OMNIVISION TECHNOLOGIES COMMON 682128103 123 4,500 SH DEFINED 2,3 4,500 ON SEMICONDUCTOR COMMON 682189105 7,170 950,900 SH DEFINED 1 950,900 ON SEMICONDUCTOR COMMON 682189105 965 128,000 SH DEFINED 2 128,000 ONEOK INC COMMON 682680103 232 10,300 SH DEFINED 1 10,300 ONO FINANCE PLC WARRANTS COMMON 682735113 0 550 SH DEFINED 1 550 OPEN TEXT CORPORATION COMMON 683715106 530 17,800 SH DEFINED 1 17,800 OPSWARE INC COMMON 68383A101 109 14,400 SH DEFINED 1 14,400
Page 75 / 114 ORACLE SYSTEMS CORP COMMON 68389X105 157,373 13,103,530 SH DEFINED 1 13,103,530 ORACLE SYSTEMS CORP COMMON 68389X105 72,781 6,060,000 SH DEFINED 1,2 6,060,000 ORACLE SYSTEMS CORP COMMON 68389X105 3,950 328,900 SH DEFINED 1,4 328,900 ORACLE SYSTEMS CORP COMMON 68389X105 18,920 1,575,366 SH DEFINED 2 1,575,366 ORACLE SYSTEMS CORP COMMON 68389X105 459 38,250 SH DEFINED 2,3 38,250 ORACLE SYSTEMS CORP COMMON 68389X105 70 5,825 SH DEFINED 5 5,825 ORASURE TECHNOLOGIES INC COMMON 68554V108 10,003 965,500 SH DEFINED 1 965,500 ORASURE TECHNOLOGIES INC COMMON 68554V108 1,651 159,400 SH DEFINED 2 159,400 ORBITZ INC COMMON 68556Y100 833 35,000 SH DEFINED 1 35,000 ORCHID BIOSCIENCES INC COMMON 68571P506 270 27,000 SH DEFINED 6 27,000 ORIENT EXPRESS HOTELS LTD A COMMON G67743107 1,984 110,900 SH DEFINED 1 110,900 ORTHOFIX INTERNATIONAL N.V. COMMON N6748L102 1,290 26,100 SH DEFINED 1 26,100 O'SULLIVAN IND WTS 144A COMMON 67104R112 0 25,000 SH DEFINED 1 25,000 O'SULLIVAN INDS WT PFD SER B 144A COMMON 67104R138 0 25,000 SH DEFINED 1 25,000 OUTBACK STEAKHOUSE INC COMMON 689899102 36,692 753,430 SH DEFINED 1 753,430 OUTBACK STEAKHOUSE INC COMMON 689899102 43,548 894,200 SH DEFINED 1,2 894,200 OUTBACK STEAKHOUSE INC COMMON 689899102 438 9,000 SH DEFINED 1,4 9,000 OUTBACK STEAKHOUSE INC COMMON 689899102 7,919 162,600 SH DEFINED 2 162,600 OUTBACK STEAKHOUSE INC COMMON 689899102 214 4,400 SH DEFINED 2,3 4,400 OVERLAND STORAGE INC COMMON 690310107 3,614 213,200 SH DEFINED 1 213,200 OVERNITE CORP COMMON 690322102 4,869 211,700 SH DEFINED 1 211,700 OVERSEAS SHIPHOLDING GROUP COMMON 690368105 515 14,100 SH DEFINED 1 14,100 OXFORD FINANCE CORP 144A COMMON 69144T108 1,170 130,000 SH DEFINED 1 130,000 P F CHANGS CHINA BISTRO INC COMMON 69333Y108 15,943 316,900 SH DEFINED 1 316,900 P F CHANGS CHINA BISTRO INC COMMON 69333Y108 30,186 600,000 SH DEFINED 1,2 600,000 P F CHANGS CHINA BISTRO INC COMMON 69333Y108 6,133 121,900 SH DEFINED 2 121,900 P F CHANGS CHINA BISTRO INC COMMON 69333Y108 131 2,600 SH DEFINED 2,3 2,600
Page 76 / 114 P G & E CORP COMMON 69331C108 4,560 157,400 SH DEFINED 1 157,400 P G & E CORP COMMON 69331C108 6,996 241,500 SH DEFINED 1,4 241,500 P G & E CORP COMMON 69331C108 2,546 87,900 SH DEFINED 2 87,900 PACCAR INC COMMON 693718108 922 16,400 SH DEFINED 1 16,400 PACCAR INC COMMON 693718108 3,380 60,100 SH DEFINED 1,4 60,100 PACCAR INC COMMON 693718108 259 4,600 SH DEFINED 2 4,600 PACER INTERNATIONAL INC COMMON 69373H106 4,503 204,300 SH DEFINED 1 204,300 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 24,627 1,003,550 SH DEFINED 1 1,003,550 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 54 2,200 SH DEFINED 1,4 2,200 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 3,419 139,325 SH DEFINED 2 139,325 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 112 4,550 SH DEFINED 2,3 4,550 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 147 5,938 SH DEFINED 5 5,938 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 356 14,500 SH DEFINED 6 14,500 PACIFICARE HEALTH SYSTEMS INC COMMON 695112102 19,775 500,000 SH DEFINED 1 500,000 PACTIV CORP COMMON 695257105 52,619 2,364,900 SH DEFINED 1 2,364,900 PACTIV CORP COMMON 695257105 725 32,600 SH DEFINED 1,4 32,600 PACTIV CORP COMMON 695257105 6,074 273,000 SH DEFINED 2 273,000 PACTIV CORP COMMON 695257105 51 2,300 SH DEFINED 2,3 2,300 PACTIV CORP COMMON 695257105 16,515 742,257 SH DEFINED 5 742,257 PALL CORP COMMON 696429307 8,239 363,100 SH DEFINED 1 363,100 PANERA BREAD CO COMMON 69840W108 12,260 315,000 SH DEFINED 1 315,000 PANERA BREAD CO COMMON 69840W108 4,110 105,600 SH DEFINED 2 105,600 PARKER-HANNIFIN CORP COMMON 701094104 111,624 1,975,650 SH DEFINED 1 1,975,650 PARKER-HANNIFIN CORP COMMON 701094104 33,900 600,000 SH DEFINED 1,2 600,000 PARKER-HANNIFIN CORP COMMON 701094104 4,978 88,100 SH DEFINED 2 88,100 PARKER-HANNIFIN CORP COMMON 701094104 373 6,600 SH DEFINED 2,3 6,600 PARKER-HANNIFIN CORP COMMON 701094104 10,010 177,174 SH DEFINED 5 177,174 PARTNERRE LTD -BERMUDA COMMON G6852T105 982 17,400 SH DEFINED 1 17,400 PATINA OIL & GAS CORP COMMON 703224105 620 23,600 SH DEFINED 1 23,600 PATINA OIL & GAS CORP COMMON 703224105 11,235 428,000 SH DEFINED 1,4 428,000 PATINA OIL & GAS CORP COMMON 703224105 3,021 115,100 SH DEFINED 2 115,100
Page 77 / 114 PATTERSON DENTAL CO COMMON 703412106 14,580 212,500 SH DEFINED 1 212,500 PATTERSON DENTAL CO COMMON 703412106 62 900 SH DEFINED 1,4 900 PATTERSON DENTAL CO COMMON 703412106 1,480 21,570 SH DEFINED 2 21,570 PATTERSON DENTAL CO COMMON 703412106 110 1,600 SH DEFINED 2,3 1,600 PATTERSON DENTAL CO COMMON 703412106 260 3,799 SH DEFINED 5 3,799 PATTERSON-UTI ENERGY INC COMMON 703481101 13,463 380,200 SH DEFINED 1 380,200 PATTERSON-UTI ENERGY INC COMMON 703481101 1,958 55,300 SH DEFINED 2 55,300 PAYCHEX INC COMMON 704326107 63,997 1,797,660 SH DEFINED 1 1,797,660 PAYCHEX INC COMMON 704326107 26,700 750,000 SH DEFINED 1,2 750,000 PAYCHEX INC COMMON 704326107 66 1,840 SH DEFINED 1,4 1,840 PAYCHEX INC COMMON 704326107 4,465 125,410 SH DEFINED 2 125,410 PAYCHEX INC COMMON 704326107 226 6,350 SH DEFINED 2,3 6,350 PAYCHEX INC COMMON 704326107 192 5,395 SH DEFINED 5 5,395 PDI INC COMMON 69329V100 5,058 200,000 SH DEFINED 1 200,000 PDI INC COMMON 69329V100 1,166 46,100 SH DEFINED 2 46,100 PEABODY ENERGY CORP COMMON 704549104 181 3,900 SH DEFINED 1 3,900 PEDIATRIX MEDICAL GROUP INC COMMON 705324101 7,277 115,500 SH DEFINED 1 115,500 PEDIATRIX MEDICAL GROUP INC COMMON 705324101 1,934 30,700 SH DEFINED 2 30,700 PEGASUS SYSTEMS INC COMMON 705906105 2,336 200,000 SH DEFINED 1 200,000 PENN NATIONAL GAMING INC COMMON 707569109 10,616 369,000 SH DEFINED 1 369,000 PENN NATIONAL GAMING INC COMMON 707569109 2,250 78,200 SH DEFINED 2 78,200 PENTAIR INC COMMON 709631105 64,894 1,099,900 SH DEFINED 1 1,099,900 PENTAIR INC COMMON 709631105 944 16,000 SH DEFINED 1,4 16,000 PENTAIR INC COMMON 709631105 7,210 122,200 SH DEFINED 2 122,200 PENTAIR INC COMMON 709631105 59 1,000 SH DEFINED 2,3 1,000 PENTAIR INC COMMON 709631105 20,590 348,985 SH DEFINED 5 348,985 PEOPLES ENERGY CORP COMMON 711030106 295 6,600 SH DEFINED 1 6,600 PEOPLESOFT INC COMMON 712713106 2,589 140,000 SH DEFINED 1 140,000 PEOPLESOFT INC COMMON 712713106 2,552 138,000 SH DEFINED 2 138,000
Page 78 / 114 PEP BOYS - MM & J COMMON 713278109 13,739 495,100 SH DEFINED 1 495,100 PEP BOYS - MM & J COMMON 713278109 32 1,150 SH DEFINED 1,4 1,150 PEP BOYS - MM & J COMMON 713278109 813 29,300 SH DEFINED 2 29,300 PEP BOYS - MM & J COMMON 713278109 78 2,800 SH DEFINED 2,3 2,800 PEPSI BOTTLING GROUP INC COMMON 713409100 6,167 207,310 SH DEFINED 1 207,310 PEPSI BOTTLING GROUP INC COMMON 713409100 1,096 36,840 SH DEFINED 2 36,840 PEPSICO INC COMMON 713448108 157,873 2,931,710 SH DEFINED 1 2,931,710 PEPSICO INC COMMON 713448108 24,233 450,000 SH DEFINED 1,2 450,000 PEPSICO INC COMMON 713448108 12,031 223,410 SH DEFINED 2 223,410 PEPSICO INC COMMON 713448108 202 3,750 SH DEFINED 2,3 3,750 PEPSICO INC COMMON 713448108 35 649 SH DEFINED 5 649 PERFORMANCE FOOD GROUP CO COMMON 713755106 7,729 225,000 SH DEFINED 1 225,000 PERFORMANCE FOOD GROUP CO COMMON 713755106 1,841 53,600 SH DEFINED 2 53,600 PERKINELMER INC COMMON 714046109 8,392 405,600 SH DEFINED 1 405,600 PERKINELMER INC COMMON 714046109 1,889 91,300 SH DEFINED 2 91,300 PETCO ANIMAL SUPPLIES INC COMMON 716016209 10,480 371,900 SH DEFINED 1 371,900 PETCO ANIMAL SUPPLIES INC COMMON 716016209 42 1,500 SH DEFINED 1,4 1,500 PETCO ANIMAL SUPPLIES INC COMMON 716016209 1,031 36,600 SH DEFINED 2 36,600 PETCO ANIMAL SUPPLIES INC COMMON 716016209 90 3,200 SH DEFINED 2,3 3,200 PETRO-CDA COMMON 71644E102 74 1,682 SH DEFINED 5 1,682 PETROCHINA CO LTD ADR COMMON 71646E100 439 8,600 SH DEFINED 1 8,600 PETROLEO BRASILEIRO ADR COMMON 71654V408 8,365 249,700 SH DEFINED 1 249,700 PETROLEO BRASILEIRO ADR COMMON 71654V408 121 3,600 SH DEFINED 2,3 3,600 PETROLEO BRASILEIRO S.A.- ADR COMMON 71654V101 3,905 132,200 SH DEFINED 1 132,200 PETSMART INC COMMON 716768106 7,019 257,500 SH DEFINED 1 257,500 PFIZER INC COMMON 717081103 715,613 20,416,909 SH DEFINED 1 20,416,909 PFIZER INC COMMON 717081103 280,225 7,995,000 SH DEFINED 1,2 7,995,000 PFIZER INC COMMON 717081103 65,680 1,873,900 SH DEFINED 2 1,873,900 PFIZER INC COMMON 717081103 1,279 36,500 SH DEFINED 2,3 36,500 PFIZER INC COMMON 717081103 421 12,000 SH DEFINED 6 12,000
Page 79 / 114 PHARMACEUTICAL RESOURCES INC COMMON 717125108 25,178 442,800 SH DEFINED 1 442,800 PHARMACEUTICAL RESOURCES INC COMMON 717125108 33,775 594,000 SH DEFINED 1,2 594,000 PHARMACEUTICAL RESOURCES INC COMMON 717125108 5,333 93,800 SH DEFINED 2 93,800 PHARMACEUTICAL RESOURCES INC COMMON 717125108 142 2,500 SH DEFINED 2,3 2,500 PHARMION CORP COMMON 71715B409 2,264 100,000 SH DEFINED 1 100,000 PHELPS DODGE CORP COMMON 717265102 678 8,300 SH DEFINED 1 8,300 PHELPS DODGE CORP COMMON 717265102 2,450 30,000 SH DEFINED 1,4 30,000 PHILIPS ELECTRONICS NY ADR COMMON 500472303 140,943 4,863,455 SH DEFINED 1 4,863,455 PHILIPS ELECTRONICS NY ADR COMMON 500472303 1,675 57,800 SH DEFINED 2 57,800 PHILIPS ELECTRONICS NY ADR COMMON 500472303 255 8,800 SH DEFINED 2,3 8,800 PHILIPS ELECTRONICS NY ADR COMMON 500472303 12,149 419,223 SH DEFINED 5 419,223 PHOTON DYNAMICS INC COMMON 719364101 10,278 315,000 SH DEFINED 1 315,000 PHOTON DYNAMICS INC COMMON 719364101 2,493 76,400 SH DEFINED 2 76,400 PHOTRONICS INC COMMON 719405102 2,661 150,000 SH DEFINED 1 150,000 PIONEER NATURAL RESOURCES COMPANY COMMON 723787107 36,231 1,121,700 SH DEFINED 1 1,121,700 PIONEER NATURAL RESOURCES COMPANY COMMON 723787107 556 17,200 SH DEFINED 1,4 17,200 PIONEER NATURAL RESOURCES COMPANY COMMON 723787107 4,244 131,400 SH DEFINED 2 131,400 PIONEER NATURAL RESOURCES COMPANY COMMON 723787107 36 1,100 SH DEFINED 2,3 1,100 PIONEER NATURAL RESOURCES COMPANY COMMON 723787107 12,861 398,148 SH DEFINED 5 398,148 PIPER JAFFRAY COS COMMON 724078100 10,900 201,300 SH DEFINED 1 201,300 PIPER JAFFRAY COS COMMON 724078100 1,749 32,300 SH DEFINED 2 32,300 PITNEY-BOWES INC COMMON 724479100 38,221 897,000 SH DEFINED 1 897,000 PITNEY-BOWES INC COMMON 724479100 554 13,000 SH DEFINED 1,4 13,000 PITNEY-BOWES INC COMMON 724479100 4,419 103,700 SH DEFINED 2 103,700 PITNEY-BOWES INC COMMON 724479100 43 1,000 SH DEFINED 2,3 1,000 PIXAR INC COMMON 725811103 9,198 142,700 SH DEFINED 1 142,700 PIXAR INC COMMON 725811103 16,115 250,000 SH DEFINED 1,2 250,000 PIXAR INC COMMON 725811103 4,428 68,700 SH DEFINED 2 68,700 PIXAR INC COMMON 725811103 77 1,200 SH DEFINED 2,3 1,200
Page 80 / 114 PIXELWORKS INC COMMON 72581M107 8,786 512,900 SH DEFINED 1 512,900 PIXELWORKS INC COMMON 72581M107 2,112 123,300 SH DEFINED 2 123,300 PLACER DOME INC COMMON 725906101 13,614 757,600 SH DEFINED 1,4 757,600 PLAINS EXPLORATION & PRODUCT COMMON 726505100 1,851 99,300 SH DEFINED 1,4 99,300 PLANTRONICS INC COMMON 727493108 32,290 882,000 SH DEFINED 1 882,000 PLANTRONICS INC COMMON 727493108 88 2,400 SH DEFINED 1,4 2,400 PLANTRONICS INC COMMON 727493108 6,396 174,700 SH DEFINED 2 174,700 PLANTRONICS INC COMMON 727493108 165 4,500 SH DEFINED 2,3 4,500 PLATINUM UNDERWRITERS HOLDINGS LTD COMMON G7127P100 18,929 590,600 SH DEFINED 1 590,600 PLATINUM UNDERWRITERS HOLDINGS LTD COMMON G7127P100 1,961 61,200 SH DEFINED 2 61,200 PLATO LEARNING INC COMMON 72764Y100 2,742 271,800 SH DEFINED 1 271,800 PMC - SIERRA INC COMMON 69344F106 5,346 315,000 SH DEFINED 1 315,000 PMC - SIERRA INC COMMON 69344F106 287 16,900 SH DEFINED 2 16,900 PNC FINANCIAL SERVICES GROUP COMMON 693475105 3 60 SH DEFINED 1 60 POLYCOM INC COMMON 73172K104 11,271 530,900 SH DEFINED 1 530,900 POLYCOM INC COMMON 73172K104 23 1,100 SH DEFINED 1,4 1,100 POLYCOM INC COMMON 73172K104 1,916 90,250 SH DEFINED 2 90,250 POLYCOM INC COMMON 73172K104 64 3,000 SH DEFINED 2,3 3,000 POLYMEDICA CORP COMMON 731738100 5,796 216,100 SH DEFINED 1 216,100 PORTAL SOFTWARE INC COMMON 736126301 253 37,500 SH DEFINED 6 37,500 POSCO ADR COMMON 693483109 5,514 155,800 SH DEFINED 1 155,800 POSSIS MEDICAL INC COMMON 737407106 5,204 185,000 SH DEFINED 1 185,000 POSSIS MEDICAL INC COMMON 737407106 1,229 43,700 SH DEFINED 2 43,700 POTASH CORP OF SASKATCHEWAN COMMON 73755L107 4,574 55,000 SH DEFINED 1,4 55,000 POWER INTEGRATIONS INC COMMON 739276103 6,766 230,700 SH DEFINED 1 230,700 POWER INTEGRATIONS INC COMMON 739276103 1,625 55,400 SH DEFINED 2 55,400
Page 81 / 114 POWER-ONE INC COMMON 739308104 1,106 100,000 SH DEFINED 1 100,000 POWER-ONE INC COMMON 739308104 221 20,000 SH DEFINED 6 20,000 POWERWAVE TECHNOLOGIES INC COMMON 739363109 11,209 1,437,000 SH DEFINED 1 1,437,000 POWERWAVE TECHNOLOGIES INC COMMON 739363109 1,270 162,800 SH DEFINED 2 162,800 POWERWAVE TECHNOLOGIES INC COMMON 739363109 351 45,000 SH DEFINED 6 45,000 PPG INDUSTRIES, INC. COMMON 693506107 1,475 25,300 SH DEFINED 1 25,300 PPG INDUSTRIES, INC. COMMON 693506107 1,632 28,000 SH DEFINED 1,4 28,000 PPG INDUSTRIES, INC. COMMON 693506107 1,825 31,300 SH DEFINED 2 31,300 PPL CORP COMMON 69351T106 511 11,200 SH DEFINED 1 11,200 PRAXAIR INC COMMON 74005P104 1,299 35,000 SH DEFINED 1 35,000 PRECISION DRILLING CORP COMMON 74022D100 6,009 129,000 SH DEFINED 1 129,000 PRECISION DRILLING CORP COMMON 74022D100 3,568 76,600 SH DEFINED 1,4 76,600 PRIDE INTERNATIONAL INC COMMON 74153Q102 22,193 1,300,860 SH DEFINED 1 1,300,860 PRIDE INTERNATIONAL INC COMMON 74153Q102 2,423 142,000 SH DEFINED 2 142,000 PRIMA ENERGY CORP COMMON 741901201 470 13,600 SH DEFINED 1 13,600 PRIMEDIA INC 9.2 PFD PREFERRED 74157K887 3,512 39,350 SH DEFINED 1 39,350 PRIMEDIA INC 9.2 PFD PREFERRED 74157K887 61 680 SH DEFINED 2,3 680 PRIMEDIA INC PFD PREFERRED 74157K606 6,706 71,910 SH DEFINED 1 71,910 PRIMEDIA INC PFD PREFERRED 74157K606 64 685 SH DEFINED 2,3 685 PRIMUS TELECOMMUNICATIONS GROUP INC COMMON 741929103 4,839 575,400 SH DEFINED 1 575,400 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 60,738 1,704,700 SH DEFINED 1 1,704,700 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 34,027 955,000 SH DEFINED 1,2 955,000 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 688 19,300 SH DEFINED 1,4 19,300 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 5,711 160,300 SH DEFINED 2 160,300 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 46 1,300 SH DEFINED 2,3 1,300 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 16,067 450,940 SH DEFINED 5 450,940 PRIORITY HEALTHCARE CORP COMMON 74264T102 5,323 250,000 SH DEFINED 1 250,000 PRIORITY HEALTHCARE CORP COMMON 74264T102 1,252 58,800 SH DEFINED 2 58,800
Page 82 / 114 PRIVATEBANCORP INC COMMON 742962103 7,665 148,600 SH DEFINED 1 148,600 PRIVATEBANCORP INC COMMON 742962103 1,867 36,200 SH DEFINED 2 36,200 PROASSURANCE CORP COMMON 74267C106 6,139 175,400 SH DEFINED 1 175,400 PROASSURANCE CORP COMMON 74267C106 1,488 42,500 SH DEFINED 2 42,500 PROCTER & GAMBLE CO COMMON 742718109 355,526 3,389,840 SH DEFINED 1 3,389,840 PROCTER & GAMBLE CO COMMON 742718109 107,963 1,029,400 SH DEFINED 1,2 1,029,400 PROCTER & GAMBLE CO COMMON 742718109 7,677 73,200 SH DEFINED 1,4 73,200 PROCTER & GAMBLE CO COMMON 742718109 39,218 373,930 SH DEFINED 2 373,930 PROCTER & GAMBLE CO COMMON 742718109 865 8,250 SH DEFINED 2,3 8,250 PROCTER & GAMBLE CO COMMON 742718109 67 639 SH DEFINED 5 639 PROGRESS ENERGY INC COMMON 743263105 391 8,300 SH DEFINED 1 8,300 PROGRESSIVE CORP COMMON 743315103 7,317 83,530 SH DEFINED 1 83,530 PROGRESSIVE CORP COMMON 743315103 956 10,910 SH DEFINED 2 10,910 PROSPERITY BANCSHARES INC COMMON 743606105 6,241 264,900 SH DEFINED 1 264,900 PROSPERITY BANCSHARES INC COMMON 743606105 1,560 66,200 SH DEFINED 2 66,200 PROTECTIVE LIFE COMMON 743674103 2,251 60,100 SH DEFINED 1 60,100 PROTEIN DESIGN LABS INC COMMON 74369L103 1,429 60,000 SH DEFINED 1 60,000 PROTEIN DESIGN LABS INC COMMON 74369L103 88 3,700 SH DEFINED 2 3,700 PRUDENTIAL FINANCIAL INC COMMON 744320102 44,059 983,900 SH DEFINED 1 983,900 PRUDENTIAL FINANCIAL INC COMMON 744320102 32,071 716,200 SH DEFINED 1,2 716,200 PRUDENTIAL FINANCIAL INC COMMON 744320102 16,022 357,800 SH DEFINED 1,4 357,800 PRUDENTIAL FINANCIAL INC COMMON 744320102 15,720 351,050 SH DEFINED 2 351,050 PSS WORLD MEDICAL INC COMMON 69366A100 491 43,900 SH DEFINED 1 43,900 PTEK HOLDINGS INC COMMON 69366M104 7,900 859,600 SH DEFINED 1 859,600 PUBLIC SERVICE ENTERPRISE GROUP COMMON 744573106 1,278 27,200 SH DEFINED 1 27,200 PULTE HOMES INC COMMON 745867101 5,568 100,150 SH DEFINED 1 100,150 PULTE HOMES INC COMMON 745867101 4,626 83,200 SH DEFINED 1,4 83,200 PULTE HOMES INC COMMON 745867101 1,818 32,700 SH DEFINED 2 32,700
Page 83 / 114 QLOGIC CORP COMMON 747277101 14,415 436,700 SH DEFINED 1 436,700 QLOGIC CORP COMMON 747277101 26 800 SH DEFINED 1,4 800 QLOGIC CORP COMMON 747277101 1,717 52,000 SH DEFINED 2 52,000 QLOGIC CORP COMMON 747277101 50 1,500 SH DEFINED 2,3 1,500 QLOGIC CORP COMMON 747277101 76 2,295 SH DEFINED 5 2,295 QLT PHOTOTHERAPEUTICS INC COMMON 746927102 7,368 288,500 SH DEFINED 1 288,500 QLT PHOTOTHERAPEUTICS INC COMMON 746927102 268 10,500 SH DEFINED 2 10,500 QUADRAX CORP COMMON 74731J109 0 1 SH DEFINED 5 1 QUALCOMM INC COMMON 747525103 32,204 484,850 SH DEFINED 1 484,850 QUALCOMM INC COMMON 747525103 11,291 170,000 PUT DEFINED 1 170,000 QUALCOMM INC COMMON 747525103 4,629 69,700 SH DEFINED 1,4 69,700 QUALCOMM INC COMMON 747525103 3,175 47,800 SH DEFINED 2 47,800 QUALITY DISTRIBUTION INC COMMON 74756M102 5,197 368,564 SH DEFINED 1 368,564 QUANTA CAP HOLDINGS LTD 144A COMMON 74763S100 20,145 1,611,600 SH DEFINED 1 1,611,600 QUANTA SERVICES INC COMMON 74762E102 1,770 250,000 SH DEFINED 1 250,000 QUESTAR CORP. COMMON 748356102 6,370 174,800 SH DEFINED 1 174,800 QUICKSILVER INC COMMON 74838C106 9,286 425,000 SH DEFINED 1 425,000 QUICKSILVER INC COMMON 74838C106 2,213 101,300 SH DEFINED 2 101,300 QUICKSILVER RESOURCES INC COMMON 74837R104 10,748 277,300 SH DEFINED 1 277,300 QUICKSILVER RESOURCES INC COMMON 74837R104 1,981 51,100 SH DEFINED 2 51,100 QUILMES INDUSTRIAL QUINS-ADR COMMON 74838Y207 4,929 270,400 SH DEFINED 1 270,400 QUILMES INDUSTRIAL QUINS-ADR COMMON 74838Y207 62 3,400 SH DEFINED 1,4 3,400 RADIAN GROUP INC COMMON 750236101 93,040 2,184,036 SH DEFINED 1 2,184,036 RADIAN GROUP INC COMMON 750236101 2,743 64,400 SH DEFINED 2 64,400 RADIAN GROUP INC COMMON 750236101 211 4,950 SH DEFINED 2,3 4,950 RADIAN GROUP INC COMMON 750236101 125 2,935 SH DEFINED 5 2,935 RADIO ONE INC COMMON 75040P108 5,033 270,900 SH DEFINED 1 270,900 RADIO ONE INC COMMON 75040P108 1,241 66,800 SH DEFINED 2 66,800 RADIO ONE INC COMMON 75040P108 203 10,914 SH DEFINED 5 10,914
Page 84 / 114 RADIO ONE INC CL D COMMON 75040P405 8,788 475,000 SH DEFINED 1 475,000 RADIO ONE INC CL D COMMON 75040P405 2,091 113,000 SH DEFINED 2 113,000 RADIOSHACK CORP COMMON 750438103 14,632 441,260 SH DEFINED 1 441,260 RADIOSHACK CORP COMMON 750438103 1,029 31,040 SH DEFINED 2 31,040 RAILAMERICA INC WTS 144A COMMON 75075M111 1,068 17,900 SH DEFINED 1 17,900 RAILAMERICA INC WTS 144A COMMON 75075M111 3 50 SH DEFINED 2 50 RAILAMERICA INC WTS 144A COMMON 75075M111 3 50 SH DEFINED 2,3 50 RARE HOSPITALITY INTL INC COMMON 753820109 11,788 424,800 SH DEFINED 1 424,800 RARE HOSPITALITY INTL INC COMMON 753820109 2,815 101,450 SH DEFINED 2 101,450 RARE HOSPITALITY INTL INC COMMON 753820109 224 8,076 SH DEFINED 5 8,076 RAYMOND JAMES FINANCIAL INC COMMON 754730109 5,591 225,000 SH DEFINED 1 225,000 RAYONIER INC COMMON 754907103 121 2,760 SH DEFINED 1 2,760 RAYOVAC CORP COMMON 755081106 3,671 128,350 SH DEFINED 1 128,350 RAYTHEON CO COMMON 755111507 577 18,400 SH DEFINED 1 18,400 RAYTHEON CO COMMON 755111507 6 200 SH DEFINED 5 200 REALTY INCOME CORP COMMON 756109104 2,679 60,000 SH DEFINED 1 60,000 RED HAT INC COMMON 756577102 27,651 1,209,600 SH DEFINED 1 1,209,600 RED HAT INC COMMON 756577102 6,591 288,300 SH DEFINED 2 288,300 RED HAT INC COMMON 756577102 222 9,618 SH DEFINED 5 9,618 REDBACK NETWORKS INC COMMON 757209507 4,410 700,000 SH DEFINED 1 700,000 REDBACK NETWORKS INC COMMON 757209507 410 65,000 SH DEFINED 6 65,000 REEBOK INTL LTD COMMON 758110100 13,603 328,970 SH DEFINED 1 328,970 REGAL ENTERTAINMENT GROUP A COMMON 758766109 2,198 100,000 SH DEFINED 1 100,000
Page 85 / 114 REGIS CORP COMMON 758932107 17,287 389,000 SH DEFINED 1 389,000 REGIS CORP COMMON 758932107 58 1,300 SH DEFINED 1,4 1,300 REGIS CORP COMMON 758932107 1,422 32,000 SH DEFINED 2 32,000 REGIS CORP COMMON 758932107 116 2,600 SH DEFINED 2,3 2,600 REGIS CORP COMMON 758932107 194 4,373 SH DEFINED 5 4,373 RENAISSANCERE HOLDINGS LTD COMMON G7496G103 22,573 434,100 SH DEFINED 1 434,100 RENAISSANCERE HOLDINGS LTD COMMON G7496G103 5,372 103,300 SH DEFINED 1,4 103,300 RENAISSANCERE HOLDINGS LTD COMMON G7496G103 2,735 52,600 SH DEFINED 2 52,600 RENAL CARE GROUP INC COMMON 759930100 3,661 80,000 SH DEFINED 1 80,000 RENOVIS INC COMMON 759885106 152 15,000 SH DEFINED 1 15,000 RENOVIS INC COMMON 759885106 30 3,000 SH DEFINED 2 3,000 RENT-A-CENTER INC COMMON 76009N100 8,503 257,750 SH DEFINED 1 257,750 RENTOKIL INITIAL ADR SPONSORED COMMON 760125104 91 5,435 SH DEFINED 5 5,435 REPSOL YPF SA ADR COMMON 76026T205 66 3,180 SH DEFINED 5 3,180 REPUBLIC SERVICES INC COMMON 760759100 86,822 3,207,300 SH DEFINED 1 3,207,300 REPUBLIC SERVICES INC COMMON 760759100 1,007 37,200 SH DEFINED 1,4 37,200 REPUBLIC SERVICES INC COMMON 760759100 8,313 307,100 SH DEFINED 2 307,100 REPUBLIC SERVICES INC COMMON 760759100 73 2,700 SH DEFINED 2,3 2,700 REPUBLIC SERVICES INC COMMON 760759100 24,030 887,678 SH DEFINED 5 887,678 RESEARCH IN MOTION COMMON 760975102 23,383 250,600 SH DEFINED 1 250,600 RESEARCH IN MOTION COMMON 760975102 27,993 300,000 SH DEFINED 1,2 300,000 RESEARCH IN MOTION COMMON 760975102 6,224 66,700 SH DEFINED 1,4 66,700 RESEARCH IN MOTION COMMON 760975102 3,961 42,450 SH DEFINED 2 42,450 RESEARCH IN MOTION COMMON 760975102 233 2,500 SH DEFINED 2,3 2,500 RESMED INC COMMON 761152107 36,902 816,600 SH DEFINED 1 816,600 RESMED INC COMMON 761152107 104 2,300 SH DEFINED 1,4 2,300 RESMED INC COMMON 761152107 4,546 100,600 SH DEFINED 2 100,600 RESMED INC COMMON 761152107 199 4,400 SH DEFINED 2,3 4,400 RESMED INC COMMON 761152107 243 5,377 SH DEFINED 5 5,377 RETAIL VENTURES INC COMMON 76128Y102 142 20,000 SH DEFINED 6 20,000
Page 86 / 114 REWARDS NETWORK INC COMMON 761557107 3,330 333,000 SH DEFINED 1 333,000 REYNOLDS & REYNOLDS CL A COMMON 761695105 2 60 SH DEFINED 1 60 RF MICRO DEVICES INC COMMON 749941100 1,269 150,000 SH DEFINED 1 150,000 RH DONNELLEY CORP COMMON 74955W307 12,859 275,350 SH DEFINED 1 275,350 RIGEL PHARMACEUTICALS INC COMMON 766559603 1,328 60,000 SH DEFINED 1 60,000 ROBERT HALF INTL INC COMMON 770323103 114,188 4,834,380 SH DEFINED 1 4,834,380 ROBERT HALF INTL INC COMMON 770323103 63,949 2,707,400 SH DEFINED 1,2 2,707,400 ROBERT HALF INTL INC COMMON 770323103 170 7,200 SH DEFINED 1,4 7,200 ROBERT HALF INTL INC COMMON 770323103 12,174 515,400 SH DEFINED 2 515,400 ROBERT HALF INTL INC COMMON 770323103 732 31,000 SH DEFINED 2,3 31,000 ROBERT HALF INTL INC COMMON 770323103 10,823 458,181 SH DEFINED 5 458,181 ROCHE HOLDING LTD COMMON 771195104 91 935 SH DEFINED 5 935 ROCKWELL AUTOMATION INC COMMON 773903109 118,907 3,429,690 SH DEFINED 1 3,429,690 ROCKWELL AUTOMATION INC COMMON 773903109 58,939 1,700,000 SH DEFINED 1,2 1,700,000 ROCKWELL AUTOMATION INC COMMON 773903109 645 18,600 SH DEFINED 1,4 18,600 ROCKWELL AUTOMATION INC COMMON 773903109 13,748 396,550 SH DEFINED 2 396,550 ROCKWELL AUTOMATION INC COMMON 773903109 842 24,300 SH DEFINED 2,3 24,300 ROCKWELL AUTOMATION INC COMMON 773903109 144 4,166 SH DEFINED 5 4,166 ROCKWELL COLLINS INC COMMON 774341101 7,340 232,200 SH DEFINED 1 232,200 ROCKWELL COLLINS INC COMMON 774341101 772 24,430 SH DEFINED 2 24,430 ROCKWELL COLLINS INC COMMON 774341101 316 10,000 SH DEFINED 6 10,000 ROGERS COMMUNICATIONS CL B COMMON 775109200 714 38,200 SH DEFINED 1,4 38,200 ROGERS CORP COMMON 775133101 7,723 144,700 SH DEFINED 1 144,700 ROGERS CORP COMMON 775133101 1,729 32,400 SH DEFINED 2 32,400 ROPER INDUSTRIES INC COMMON 776696106 38,846 805,100 SH DEFINED 1 805,100 ROPER INDUSTRIES INC COMMON 776696106 598 12,400 SH DEFINED 1,4 12,400 ROPER INDUSTRIES INC COMMON 776696106 4,555 94,400 SH DEFINED 2 94,400 ROPER INDUSTRIES INC COMMON 776696106 39 800 SH DEFINED 2,3 800 ROPER INDUSTRIES INC COMMON 776696106 14,644 303,502 SH DEFINED 5 303,502
Page 87 / 114 ROSS STORES INC COMMON 778296103 18,553 606,100 SH DEFINED 1 606,100 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 9,971 226,100 SH DEFINED 1 226,100 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 46,305 1,050,000 SH DEFINED 1,2 1,050,000 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 5,010 113,600 SH DEFINED 2 113,600 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 203 4,600 SH DEFINED 2,3 4,600 ROYAL DUTCH PETRO-NY SHRS ADR COMMON 780257804 2,679 56,300 SH DEFINED 1,4 56,300 RSA SECURITY INC COMMON 749719100 2,862 152,300 SH DEFINED 1 152,300 RUBY TUESDAY INC COMMON 781182100 22,511 700,200 SH DEFINED 1 700,200 RYANAIR HOLDINGS PLC ADR SPONSORED COMMON 783513104 47 1,362 SH DEFINED 5 1,362 RYDER SYSTEM INC COMMON 783549108 569 14,700 SH DEFINED 1 14,700 RYDER SYSTEM INC COMMON 783549108 3,823 98,700 SH DEFINED 1,4 98,700 RYDER SYSTEM INC COMMON 783549108 2,483 64,100 SH DEFINED 2 64,100 RYLAND GROUP INC COMMON 783764103 6,023 67,800 SH DEFINED 1 67,800 SAFECO CORP COMMON 786429100 401 9,300 SH DEFINED 1 9,300 SAFENET INC COMMON 78645R107 21,045 560,600 SH DEFINED 1 560,600 SAFENET INC COMMON 78645R107 3,803 101,300 SH DEFINED 2 101,300 SAFENET INC COMMON 78645R107 67 1,789 SH DEFINED 5 1,789 SAFENET INC COMMON 78645R107 488 13,000 SH DEFINED 6 13,000 SAFEWAY INC COMMON 786514208 137,267 6,669,900 SH DEFINED 1 6,669,900 SAFEWAY INC COMMON 786514208 35,398 1,720,000 SH DEFINED 1,2 1,720,000 SAFEWAY INC COMMON 786514208 407 19,800 SH DEFINED 1,4 19,800 SAFEWAY INC COMMON 786514208 4,516 219,450 SH DEFINED 2 219,450 SAFEWAY INC COMMON 786514208 196 9,500 SH DEFINED 2,3 9,500 SAFEWAY INC COMMON 786514208 15,216 739,385 SH DEFINED 5 739,385 SAKS INCORPORATED COMMON 79377W108 5,563 316,100 SH DEFINED 1 316,100 SAKS INCORPORATED COMMON 79377W108 308 17,500 SH DEFINED 2 17,500 SALIX PHARMACEUTICALS LTD COMMON 795435106 8,996 310,000 SH DEFINED 1 310,000 SALIX PHARMACEUTICALS LTD COMMON 795435106 2,130 73,400 SH DEFINED 2 73,400
Page 88 / 114 SANDISK CORP COMMON 80004C101 19,314 680,800 SH DEFINED 1 680,800 SANDISK CORP COMMON 80004C101 1,277 45,000 SH DEFINED 2 45,000 SANMINA-SCI CORP COMMON 800907107 192 17,400 SH DEFINED 1 17,400 SANOFI-SYNTHELABO COMMON 80105N105 88 2,682 SH DEFINED 5 2,682 SAP AG - ADR COMMON 803054204 140,109 3,564,200 SH DEFINED 1 3,564,200 SAP AG - ADR COMMON 803054204 27,989 712,000 SH DEFINED 1,2 712,000 SAP AG - ADR COMMON 803054204 1,596 40,600 SH DEFINED 2 40,600 SAPIENT CORPORATION COMMON 803062108 639 106,000 SH DEFINED 1 106,000 SAPPI LTD SPONSORED ADR COMMON 803069202 1,843 135,000 SH DEFINED 1 135,000 SARA LEE CORP COMMON 803111103 28,752 1,315,300 SH DEFINED 1 1,315,300 SARA LEE CORP COMMON 803111103 59,350 2,715,000 SH DEFINED 1,2 2,715,000 SARA LEE CORP COMMON 803111103 437 20,000 SH DEFINED 2 20,000 SAXON CAPITAL INC COMMON 80556P104 9,375 330,000 SH DEFINED 1 330,000 SAXON CAPITAL INC COMMON 80556P302 5,543 195,100 SH DEFINED 1 195,100 SBC COMMUNICATIONS INC COMMON 78387G103 18,644 759,750 SH DEFINED 1 759,750 SBC COMMUNICATIONS INC COMMON 78387G103 7,248 295,350 SH DEFINED 2 295,350 SBS BROADCASTING SA COMMON L8137F102 8,098 226,000 SH DEFINED 1 226,000 SBS BROADCASTING SA COMMON L8137F102 107 3,000 SH DEFINED 1,4 3,000 SCANSOURCE INC COMMON 806037107 15,262 318,350 SH DEFINED 1 318,350 SCANSOURCE INC COMMON 806037107 2,215 46,200 SH DEFINED 2 46,200 SCHERING AG ADR COMMON 806585204 2 32 SH DEFINED 5 32 SCHERING-PLOUGH CORP COMMON 806605101 401 24,700 SH DEFINED 1 24,700 SCHLUMBERGER LTD COMMON 806857108 118,729 1,859,500 SH DEFINED 1 1,859,500 SCHLUMBERGER LTD COMMON 806857108 12,419 194,500 SH DEFINED 2 194,500 SCHLUMBERGER LTD COMMON 806857108 6,601 103,391 SH DEFINED 5 103,391 SCHWAB (CHARLES) CORP COMMON 808513105 871 75,000 SH DEFINED 1 75,000
Page 89 / 114 SCIENTIFIC ATLANTA INC COMMON 808655104 14,110 436,300 SH DEFINED 1 436,300 SCIENTIFIC ATLANTA INC COMMON 808655104 11 346 SH DEFINED 5 346 SCIENTIFIC GAMES CORP COMMON 80874P109 8,563 457,400 SH DEFINED 1 457,400 SCOTTS CO COMMON 810186106 46,387 723,100 SH DEFINED 1 723,100 SCOTTS CO COMMON 810186106 712 11,100 SH DEFINED 1,4 11,100 SCOTTS CO COMMON 810186106 5,434 84,700 SH DEFINED 2 84,700 SCOTTS CO COMMON 810186106 45 700 SH DEFINED 2,3 700 SCOTTS CO COMMON 810186106 16,633 259,284 SH DEFINED 5 259,284 SEAGATE TECHNOLOGY COMMON G7945J104 968 60,000 SH DEFINED 1 60,000 SEALED AIR CORP COMMON 81211K100 11,393 229,100 SH DEFINED 1 229,100 SECURE COMPUTING CORP COMMON 813705100 3,270 200,000 SH DEFINED 1 200,000 SEI CORP COMMON 784117103 459 13,900 SH DEFINED 1 13,900 SELECT COMFORT CORP COMMON 81616X103 19,768 716,500 SH DEFINED 1 716,500 SELECT COMFORT CORP COMMON 81616X103 2,224 80,600 SH DEFINED 2 80,600 SELECT COMFORT CORP COMMON 81616X103 455 16,500 SH DEFINED 6 16,500 SELECT MEDICAL CORP COMMON 816196109 8,350 500,000 SH DEFINED 1 500,000 SELECT MEDICAL CORP COMMON 816196109 1,797 107,600 SH DEFINED 2 107,600 SELECT MEDICAL CORP COMMON 816196109 376 22,500 SH DEFINED 6 22,500 SEMICONDUCTOR MANUFACTURING COMMON 81663N206 6,116 405,000 SH DEFINED 1 405,000 SEMITOOL INC COMMON 816909105 465 36,500 SH DEFINED 1 36,500 SEMPRA ENERGY COMMON 816851109 388 12,200 SH DEFINED 1 12,200 SEMTECH CORP COMMON 816850101 9,703 425,000 SH DEFINED 1 425,000 SEMTECH CORP COMMON 816850101 2,342 102,600 SH DEFINED 2 102,600 SEPRACOR INC COMMON 817315104 14,310 297,500 SH DEFINED 1 297,500 SEPRACOR INC COMMON 817315104 21,645 450,000 SH DEFINED 1,2 450,000 SEPRACOR INC COMMON 817315104 332 6,900 SH DEFINED 2 6,900 SEPRACOR INC COMMON 817315104 180 3,750 SH DEFINED 2,3 3,750
Page 90 / 114 SEROLOGICALS CORP COMMON 817523103 5,763 282,500 SH DEFINED 1 282,500 SHARP CORP ADR COMMON 819882200 100 5,596 SH DEFINED 5 5,596 SHARPER IMAGE CORP COMMON 820013100 463 14,200 SH DEFINED 1 14,200 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 13,622 462,847 SH DEFINED 1 462,847 SHUFFLE MASTER INC COMMON 825549108 15,021 323,100 SH DEFINED 1 323,100 SHUFFLE MASTER INC COMMON 825549108 3,064 65,900 SH DEFINED 2 65,900 SHUFFLE MASTER INC COMMON 825549108 258 5,545 SH DEFINED 5 5,545 SIEBEL SYSTEMS INC COMMON 826170102 26,945 2,341,000 SH DEFINED 1 2,341,000 SIEBEL SYSTEMS INC COMMON 826170102 20,143 1,750,000 SH DEFINED 1,2 1,750,000 SIEBEL SYSTEMS INC COMMON 826170102 1,491 129,500 SH DEFINED 2 129,500 SIEBEL SYSTEMS INC COMMON 826170102 173 15,000 SH DEFINED 2,3 15,000 SIERRA HEALTH SERVICES COMMON 826322109 6,330 173,900 SH DEFINED 1 173,900 SIERRA WIRELESS INC COMMON 826516106 11,494 315,000 SH DEFINED 1 315,000 SIERRA WIRELESS INC COMMON 826516106 985 27,000 SH DEFINED 2 27,000 SIERRA WIRELESS INC COMMON 826516106 912 25,000 SH DEFINED 6 25,000 SIGMA-ALDRICH COMMON 826552101 35,145 635,080 SH DEFINED 1 635,080 SIGMA-ALDRICH COMMON 826552101 498 9,000 SH DEFINED 1,4 9,000 SIGMA-ALDRICH COMMON 826552101 4,123 74,500 SH DEFINED 2 74,500 SIGMA-ALDRICH COMMON 826552101 33 600 SH DEFINED 2,3 600 SIGNATURE BANK COMMON 82669G104 2,111 101,000 SH DEFINED 1 101,000 SILICON LABORATORIES INC COMMON 826919102 143 2,700 SH DEFINED 1 2,700 SILICON VALLEY BANCSHARES COMMON 827064106 7,299 225,000 SH DEFINED 1 225,000 SILICON VALLEY BANCSHARES COMMON 827064106 1,729 53,300 SH DEFINED 2 53,300 SINA.COM COMMON G81477104 2,081 55,000 SH DEFINED 1 55,000 SINA.COM COMMON G81477104 2,043 54,000 SH DEFINED 2 54,000 SIRIUS SATELLITE RADIO INC COMMON 82966U103 84 24,700 SH DEFINED 1 24,700
Page 91 / 114 SIRVA INC COMMON 82967Y104 26,144 1,083,900 SH DEFINED 1 1,083,900 SIRVA INC COMMON 82967Y104 43 1,800 SH DEFINED 1,4 1,800 SIRVA INC COMMON 82967Y104 2,260 93,700 SH DEFINED 2 93,700 SIRVA INC COMMON 82967Y104 94 3,900 SH DEFINED 2,3 3,900 SK TELECOM CO LTD SPONS ADR COMMON 78440P108 2,098 98,492 SH DEFINED 1 98,492 SKILLSOFT PLC ADR COMMON 830928107 155 12,000 SH DEFINED 1 12,000 SKYWEST INC COMMON 830879102 1,924 100,000 SH DEFINED 1 100,000 SKYWORKS SOLUTIONS INC COMMON 83088M102 8,968 769,100 SH DEFINED 1 769,100 SKYWORKS SOLUTIONS INC COMMON 83088M102 2,147 184,100 SH DEFINED 2 184,100 SLM CORP COMMON 78442P106 90,909 2,172,270 SH DEFINED 1 2,172,270 SLM CORP COMMON 78442P106 64,868 1,550,000 SH DEFINED 1,2 1,550,000 SLM CORP COMMON 78442P106 14,135 337,750 SH DEFINED 2 337,750 SLM CORP COMMON 78442P106 623 14,880 SH DEFINED 2,3 14,880 SLM CORP COMMON 78442P106 56 1,342 SH DEFINED 5 1,342 SMITH & NEPHEW PLC ADR COMMON 83175M205 327 6,472 SH DEFINED 5 6,472 SMITH INTERNATIONAL INC COMMON 832110100 50,091 936,100 SH DEFINED 1 936,100 SMITH INTERNATIONAL INC COMMON 832110100 34,782 650,000 SH DEFINED 1,2 650,000 SMITH INTERNATIONAL INC COMMON 832110100 669 12,500 SH DEFINED 1,4 12,500 SMITH INTERNATIONAL INC COMMON 832110100 8,883 166,000 SH DEFINED 2 166,000 SMITH INTERNATIONAL INC COMMON 832110100 193 3,600 SH DEFINED 2,3 3,600 SMITH INTERNATIONAL INC COMMON 832110100 14,995 280,235 SH DEFINED 5 280,235 SMURFIT STONE CONTAINER CORP COMMON 832727101 13,141 747,100 SH DEFINED 1 747,100 SNAP-ON TOOLS CORP COMMON 833034101 498 15,400 SH DEFINED 1 15,400 SOHU.COM INC COMMON 83408W103 1,469 59,000 SH DEFINED 1 59,000 SOHU.COM INC COMMON 83408W103 1,444 58,000 SH DEFINED 2 58,000 SOLA INTERNATIONAL INC COMMON 834092108 18,737 805,900 SH DEFINED 1 805,900 SOLA INTERNATIONAL INC COMMON 834092108 1,083 46,600 SH DEFINED 2 46,600
Page 92 / 114 SONIC CORP COMMON 835451105 20,186 588,850 SH DEFINED 1 588,850 SONIC CORP COMMON 835451105 30 887 SH DEFINED 1,4 887 SONIC CORP COMMON 835451105 3,003 87,615 SH DEFINED 2 87,615 SONIC CORP COMMON 835451105 71 2,080 SH DEFINED 2,3 2,080 SONIC SOLUTIONS COMMON 835460106 2,844 150,000 SH DEFINED 1 150,000 SONICWALL INC COMMON 835470105 3,551 398,100 SH DEFINED 1 398,100 SONOCO PRODUCTS CO COMMON 835495102 590 24,300 SH DEFINED 1 24,300 SONOSITE INC COMMON 83568G104 4,266 200,000 SH DEFINED 1 200,000 SONOSITE INC COMMON 83568G104 488 22,900 SH DEFINED 2 22,900 SONY CORP SPONSORED ADR COMMON 835699307 49,217 1,177,150 SH DEFINED 1 1,177,150 SONY CORP SPONSORED ADR COMMON 835699307 11,535 275,900 SH DEFINED 1,2 275,900 SONY CORP SPONSORED ADR COMMON 835699307 155 3,700 SH DEFINED 2 3,700 SONY CORP SPONSORED ADR COMMON 835699307 100 2,400 SH DEFINED 2,3 2,400 SOTHEBYS HOLDINGS - CL A COMMON 835898107 3,944 306,900 SH DEFINED 1 306,900 SOURCE INTERLINK COS INC COMMON 836151209 1,375 110,000 SH DEFINED 1 110,000 SOUTHERN CO COMMON 842587107 17,493 573,555 SH DEFINED 1 573,555 SOUTHERN CO COMMON 842587107 7,032 230,550 SH DEFINED 2 230,550 SOUTHERN PERU COPPER CORP COMMON 843611104 461 11,400 SH DEFINED 1 11,400 SOUTHWEST AIRLINES CO COMMON 844741108 66,493 4,679,290 SH DEFINED 1 4,679,290 SOUTHWEST AIRLINES CO COMMON 844741108 56,840 4,000,000 SH DEFINED 1,2 4,000,000 SOUTHWEST AIRLINES CO COMMON 844741108 5,938 417,900 SH DEFINED 2 417,900 SOUTHWEST AIRLINES CO COMMON 844741108 236 16,600 SH DEFINED 2,3 16,600 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 21,089 558,950 SH DEFINED 1 558,950 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 53 1,400 SH DEFINED 1,4 1,400 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 2,974 78,830 SH DEFINED 2 78,830 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 109 2,900 SH DEFINED 2,3 2,900 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 107 2,848 SH DEFINED 5 2,848 SOUTHWESTERN ENERGY CO COMMON 845467109 3,331 138,100 SH DEFINED 1 138,100
Page 93 / 114 SPARTECH CORP COMMON 847220209 6,265 251,600 SH DEFINED 1 251,600 SPARTECH CORP COMMON 847220209 1,511 60,700 SH DEFINED 2 60,700 SPATIALIGHT INC COMMON 847248101 968 250,000 SH DEFINED 1 250,000 SPECIALTY LABORATORIES INC COMMON 84749R100 56 5,200 SH DEFINED 1 5,200 SPECIALTY LABORATORIES INC COMMON 84749R100 326 30,200 SH DEFINED 6 30,200 SPECTRASITE INC COMMON 84761M104 2,783 75,000 SH DEFINED 1 75,000 SPEEDWAY MOTORSPORTS INC COMMON 847788106 6,144 202,700 SH DEFINED 1 202,700 SPEEDWAY MOTORSPORTS INC COMMON 847788106 227 7,500 SH DEFINED 6 7,500 SPINNAKER EXPLORATION CO COMMON 84855W109 13,671 380,600 SH DEFINED 1 380,600 SPINNAKER EXPLORATION CO COMMON 84855W109 2,180 60,700 SH DEFINED 2 60,700 SPINNAKER EXPLORATION CO COMMON 84855W109 305 8,500 SH DEFINED 6 8,500 SPRINT CORP COMMON 852061100 573 31,100 SH DEFINED 2 31,100 SPX CORP COMMON 784635104 60,495 1,330,140 SH DEFINED 1 1,330,140 SPX CORP COMMON 784635104 600 13,200 SH DEFINED 1,4 13,200 SPX CORP COMMON 784635104 4,553 100,100 SH DEFINED 2 100,100 SPX CORP COMMON 784635104 41 900 SH DEFINED 2,3 900 SPX CORP COMMON 784635104 21,344 469,297 SH DEFINED 5 469,297 ST JUDE MEDICAL INC COMMON 790849103 142,736 1,979,700 SH DEFINED 1 1,979,700 ST JUDE MEDICAL INC COMMON 790849103 36,050 500,000 SH DEFINED 1,2 500,000 ST JUDE MEDICAL INC COMMON 790849103 126 1,750 SH DEFINED 1,4 1,750 ST JUDE MEDICAL INC COMMON 790849103 17,013 235,960 SH DEFINED 2 235,960 ST JUDE MEDICAL INC COMMON 790849103 375 5,200 SH DEFINED 2,3 5,200 ST JUDE MEDICAL INC COMMON 790849103 59 824 SH DEFINED 5 824 ST MARY LAND & EXPLORATION COMMON 792228108 374 11,200 SH DEFINED 1 11,200 ST MARY LAND & EXPLORATION COMMON 792228108 856 25,600 SH DEFINED 2 25,600 ST PAUL CO INC COMMON 792860108 608 15,200 SH DEFINED 1 15,200 STAGE STORES INC COMMON 85254C305 8,177 211,350 SH DEFINED 1 211,350 STAGE STORES INC COMMON 85254C305 251 6,500 SH DEFINED 2 6,500 STANDARD PACIFIC CORP COMMON 85375C101 492 8,200 SH DEFINED 1 8,200
Page 94 / 114 STAPLES INC COMMON 855030102 104,966 4,134,160 SH DEFINED 1 4,134,160 STAPLES INC COMMON 855030102 66,014 2,600,000 SH DEFINED 1,2 2,600,000 STAPLES INC COMMON 855030102 198 7,800 SH DEFINED 1,4 7,800 STAPLES INC COMMON 855030102 23,771 936,230 SH DEFINED 2 936,230 STAPLES INC COMMON 855030102 686 27,000 SH DEFINED 2,3 27,000 STAPLES INC COMMON 855030102 284 11,212 SH DEFINED 5 11,212 STARBUCKS CORP COMMON 855244109 16,514 437,460 SH DEFINED 1 437,460 STARBUCKS CORP COMMON 855244109 26 700 SH DEFINED 1,4 700 STARBUCKS CORP COMMON 855244109 2,006 53,150 SH DEFINED 2 53,150 STARBUCKS CORP COMMON 855244109 47 1,240 SH DEFINED 2,3 1,240 STARR SURGICAL CO COMMON 852312305 1,346 150,000 SH DEFINED 1 150,000 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 249,742 6,166,480 SH DEFINED 1 6,166,480 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 52,650 1,300,000 SH DEFINED 1,2 1,300,000 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 13,082 323,000 SH DEFINED 2 323,000 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 715 17,650 SH DEFINED 2,3 17,650 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 16,030 395,806 SH DEFINED 5 395,806 STATE STREET BOSTON CORP COMMON 857477103 5,093 97,700 SH DEFINED 1 97,700 STATE STREET BOSTON CORP COMMON 857477103 39,098 750,000 SH DEFINED 1,2 750,000 STATE STREET BOSTON CORP COMMON 857477103 4,082 78,300 SH DEFINED 2 78,300 STATE STREET BOSTON CORP COMMON 857477103 167 3,200 SH DEFINED 2,3 3,200 STATION CASINOS INC COMMON 857689103 16,246 367,800 SH DEFINED 1 367,800 STATION CASINOS INC COMMON 857689103 2,928 66,300 SH DEFINED 2 66,300 STEEL DYNAMICS INC COMMON 858119100 530 21,400 SH DEFINED 1 21,400 STEINER LEISURE LTD COMMON P8744Y102 4,301 265,500 SH DEFINED 1 265,500 STEINER LEISURE LTD COMMON P8744Y102 1,030 63,600 SH DEFINED 2 63,600 STEINWAY MUSICAL INSTRUMENTS COMMON 858495104 4,500 140,400 SH DEFINED 1 140,400 STERICYCLE INC COMMON 858912108 14,980 313,000 SH DEFINED 1 313,000 STERICYCLE INC COMMON 858912108 2,881 60,200 SH DEFINED 2 60,200 STERIS CORP COMMON 859152100 23,615 915,300 SH DEFINED 1 915,300 STERIS CORP COMMON 859152100 3,653 141,600 SH DEFINED 2 141,600
Page 95 / 114 STERLING BANCSHARES INC COMMON 858907108 1,634 122,000 SH DEFINED 1 122,000 STERLING FINANCIAL CORP/SPOKANE COMMON 859319105 450 12,200 SH DEFINED 1 12,200 STET HELLAS TELECOMM ADR COMMON 859823106 7,048 345,500 SH DEFINED 1 345,500 STONE ENERGY CORP COMMON 861642106 791 16,000 SH DEFINED 2 16,000 STORAGE TECHNOLOGY CORP COMMON 862111200 15,504 557,100 SH DEFINED 1 557,100 STORAGE TECHNOLOGY CORP COMMON 862111200 39 1,400 SH DEFINED 1,4 1,400 STORAGE TECHNOLOGY CORP COMMON 862111200 907 32,600 SH DEFINED 2 32,600 STORAGE TECHNOLOGY CORP COMMON 862111200 64 2,300 SH DEFINED 2,3 2,300 STRAYER EDUCATION INC COMMON 863236105 8,562 73,200 SH DEFINED 1 73,200 STRAYER EDUCATION INC COMMON 863236105 2,035 17,400 SH DEFINED 2 17,400 STRYKER CORP COMMON 863667101 8,993 101,580 SH DEFINED 1 101,580 STRYKER CORP COMMON 863667101 1,753 19,800 SH DEFINED 1,4 19,800 STRYKER CORP COMMON 863667101 3,089 34,890 SH DEFINED 2 34,890 SUN LIFE FINANCIAL SERVICES CANADA COMMON 866796105 10,964 408,200 SH DEFINED 1,4 408,200 SUNCOR ENERGY INC COMMON 867229106 236 8,619 SH DEFINED 5 8,619 SUNGARD DATA SYSTEMS INC COMMON 867363103 19,983 729,310 SH DEFINED 1 729,310 SUNGARD DATA SYSTEMS INC COMMON 867363103 27,400 1,000,000 SH DEFINED 1,2 1,000,000 SUNGARD DATA SYSTEMS INC COMMON 867363103 30 1,110 SH DEFINED 1,4 1,110 SUNGARD DATA SYSTEMS INC COMMON 867363103 3,599 131,350 SH DEFINED 2 131,350 SUNGARD DATA SYSTEMS INC COMMON 867363103 172 6,290 SH DEFINED 2,3 6,290 SUNOPTA INC COMMON 8676EP108 5,516 557,700 SH DEFINED 1 557,700 SUNOPTA INC COMMON 8676EP108 1,344 135,900 SH DEFINED 2 135,900 SUNTERRA CORP COMMON 86787D208 3,385 250,000 SH DEFINED 1 250,000 SUNTRUST BANKS INC. COMMON 867914103 11,400 163,530 SH DEFINED 1 163,530 SUNTRUST BANKS INC. COMMON 867914103 24,479 351,150 SH DEFINED 1,2 351,150 SUNTRUST BANKS INC. COMMON 867914103 185 2,650 SH DEFINED 2 2,650 SUPERVALU INC COMMON 868536103 3 90 SH DEFINED 1 90
Page 96 / 114 SWIFT TRANSPORTATION COMMON 870756103 1,803 105,000 SH DEFINED 1 105,000 SWIFT TRANSPORTATION COMMON 870756103 927 54,000 SH DEFINED 2 54,000 SYCAMORE NETWORKS INC COMMON 871206108 54 13,300 SH DEFINED 1 13,300 SYKES ENTERPRISES, INC. COMMON 871237103 1,785 300,000 SH DEFINED 1 300,000 SYKES ENTERPRISES, INC. COMMON 871237103 149 25,000 SH DEFINED 6 25,000 SYLVAN LEARNING SYSTEMS INC COMMON 871399101 8,391 239,000 SH DEFINED 1 239,000 SYLVAN LEARNING SYSTEMS INC COMMON 871399101 2,071 59,000 SH DEFINED 2 59,000 SYMANTEC CORP COMMON 871503108 10,186 220,000 PUT DEFINED 1 220,000 SYMANTEC CORP COMMON 871503108 77,112 1,665,480 SH DEFINED 1 1,665,480 SYMANTEC CORP COMMON 871503108 18,520 400,000 SH DEFINED 1,2 400,000 SYMANTEC CORP COMMON 871503108 51 1,100 SH DEFINED 1,4 1,100 SYMANTEC CORP COMMON 871503108 4,785 103,350 SH DEFINED 2 103,350 SYMANTEC CORP COMMON 871503108 470 10,150 SH DEFINED 2,3 10,150 SYMANTEC CORP COMMON 871503108 237 5,109 SH DEFINED 5 5,109 SYMBION INC COMMON 871507109 1,151 63,400 SH DEFINED 1 63,400 SYMBOL TECHNOLOGIES INC COMMON 871508107 3,450 250,000 SH DEFINED 1 250,000 SYMBOL TECHNOLOGIES INC COMMON 871508107 633 45,900 SH DEFINED 2 45,900 SYNAPTICS INC COMMON 87157D109 7,340 418,500 SH DEFINED 1 418,500 SYNGENTA AG ADR COMMON 87160A100 168 11,675 SH DEFINED 5 11,675 SYNOPSYS INC COMMON 871607107 3,779 130,500 SH DEFINED 1 130,500 SYNOVUS FINANCIAL CORP COMMON 87161C105 22 910 SH DEFINED 1 910 SYSCO CORP COMMON 871829107 43,007 1,101,340 SH DEFINED 1 1,101,340 SYSCO CORP COMMON 871829107 41,424 1,060,800 SH DEFINED 1,2 1,060,800 SYSCO CORP COMMON 871829107 19,084 488,700 SH DEFINED 2 488,700 SYSCO CORP COMMON 871829107 180 4,600 SH DEFINED 2,3 4,600
Page 97 / 114 T.ROWE PRICE GROUP INC COMMON 74144T108 44,243 821,900 SH DEFINED 1 821,900 T.ROWE PRICE GROUP INC COMMON 74144T108 145 2,700 SH DEFINED 1,4 2,700 T.ROWE PRICE GROUP INC COMMON 74144T108 3,889 72,250 SH DEFINED 2 72,250 T.ROWE PRICE GROUP INC COMMON 74144T108 237 4,400 SH DEFINED 2,3 4,400 T.ROWE PRICE GROUP INC COMMON 74144T108 226 4,195 SH DEFINED 5 4,195 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 21,653 2,074,027 SH DEFINED 1 2,074,027 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 70,338 6,737,344 SH DEFINED 1,2 6,737,344 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 7,415 710,234 SH DEFINED 1,4 710,234 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 5,200 498,129 SH DEFINED 2 498,129 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 186 17,804 SH DEFINED 2,3 17,804 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 148 14,217 SH DEFINED 5 14,217 TAKE TWO INTERACTIVE SOFTWARE COMMON 874054109 12,873 350,000 SH DEFINED 1 350,000 TAKE TWO INTERACTIVE SOFTWARE COMMON 874054109 3,630 98,700 SH DEFINED 2 98,700 TAKE TWO INTERACTIVE SOFTWARE COMMON 874054109 313 8,500 SH DEFINED 6 8,500 TARGET CORP COMMON 87612E106 504,633 11,204,100 SH DEFINED 1 11,204,100 TARGET CORP COMMON 87612E106 18,016 400,000 SH DEFINED 1,2 400,000 TARGET CORP COMMON 87612E106 13,832 307,100 SH DEFINED 2 307,100 TARGET CORP COMMON 87612E106 664 14,750 SH DEFINED 2,3 14,750 TARGET CORP COMMON 87612E106 18,472 410,130 SH DEFINED 5 410,130 TARGET CORP COMMON 87612E106 518 11,500 SH DEFINED 6 11,500 TARO PHARMACEUTICAL IND COMMON M8737E108 63,985 1,103,380 SH DEFINED 1 1,103,380 TARO PHARMACEUTICAL IND COMMON M8737E108 110 1,900 SH DEFINED 1,4 1,900 TARO PHARMACEUTICAL IND COMMON M8737E108 4,633 79,900 SH DEFINED 2 79,900 TARO PHARMACEUTICAL IND COMMON M8737E108 186 3,200 SH DEFINED 2,3 3,200 TARO PHARMACEUTICAL IND COMMON M8737E108 313 5,396 SH DEFINED 5 5,396 TCF FINANCIAL CORP COMMON 872275102 48,659 952,800 SH DEFINED 1 952,800 TCF FINANCIAL CORP COMMON 872275102 700 13,700 SH DEFINED 1,4 13,700 TCF FINANCIAL CORP COMMON 872275102 5,526 108,200 SH DEFINED 2 108,200 TCF FINANCIAL CORP COMMON 872275102 46 900 SH DEFINED 2,3 900 TCF FINANCIAL CORP COMMON 872275102 15,135 296,361 SH DEFINED 5 296,361 TDK CORP ADR COMMON 872351408 121 1,603 SH DEFINED 5 1,603 TECH DATA CORP COMMON 878237106 8,692 212,300 SH DEFINED 1 212,300 TECH DATA CORP COMMON 878237106 2,145 52,400 SH DEFINED 2 52,400
Page 98 / 114 TECHNE CORP COMMON 878377100 8,807 215,800 SH DEFINED 1 215,800 TECHNE CORP COMMON 878377100 2,208 54,100 SH DEFINED 2 54,100 TECO ENERGY INC COMMON 872375100 20 1,427 SH DEFINED 5 1,427 TEKELEC COMMON 879101103 15,538 936,600 SH DEFINED 1 936,600 TEKELEC COMMON 879101103 36 2,200 SH DEFINED 1,4 2,200 TEKELEC COMMON 879101103 884 53,300 SH DEFINED 2 53,300 TEKELEC COMMON 879101103 80 4,800 SH DEFINED 2,3 4,800 TEKELEC COMMON 879101103 166 10,000 SH DEFINED 6 10,000 TEKTRONIX INC COMMON 879131100 28,320 865,800 SH DEFINED 1 865,800 TEKTRONIX INC COMMON 879131100 56 1,700 SH DEFINED 1,4 1,700 TEKTRONIX INC COMMON 879131100 3,686 112,700 SH DEFINED 2 112,700 TEKTRONIX INC COMMON 879131100 98 3,000 SH DEFINED 2,3 3,000 TEKTRONIX INC COMMON 879131100 220 6,712 SH DEFINED 5 6,712 TEKTRONIX INC COMMON 879131100 229 7,000 SH DEFINED 6 7,000 TELE NORTE LESTE PART ADR COMMON 879246106 1,868 143,934 SH DEFINED 1 143,934 TELECENTRO OESTE CELULAR ADR COMMON 87923P105 1,648 143,400 SH DEFINED 1 143,400 TELEFONICA SA ADR COMMON 879382208 104 2,278 SH DEFINED 5 2,278 TELEFONOS DE MEXICO SA ADR COMMON 879403780 106 3,038 SH DEFINED 5 3,038 TELIK INC COMMON 87959M109 537 20,000 SH DEFINED 1 20,000 TELIK INC COMMON 87959M109 35 1,300 SH DEFINED 2 1,300 TEMPUR- PEDIC INTERNATIONAL COMMON 88023U101 16,081 1,028,200 SH DEFINED 1 1,028,200 TENARIS SA-ADR COMMON 88031M109 1,497 45,668 SH DEFINED 1 45,668 TERADYNE INC COMMON 880770102 5,123 215,000 SH DEFINED 1 215,000 TERADYNE INC COMMON 880770102 23,830 1,000,000 SH DEFINED 1,2 1,000,000 TERADYNE INC COMMON 880770102 4,389 184,200 SH DEFINED 2 184,200 TERADYNE INC COMMON 880770102 105 4,400 SH DEFINED 2,3 4,400 TESCO PLC ADR SPONSORED COMMON 881575302 231 17,075 SH DEFINED 5 17,075
Page 99 / 114 TETRA TECH INC COMMON 88162G103 9,657 450,000 SH DEFINED 1 450,000 TETRA TECH INC COMMON 88162G103 2,343 109,200 SH DEFINED 2 109,200 TETRA TECHNOLOGIES INC COMMON 88162F105 6,381 244,200 SH DEFINED 1 244,200 TETRA TECHNOLOGIES INC COMMON 88162F105 1,533 58,650 SH DEFINED 2 58,650 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 207,942 3,279,320 SH DEFINED 1 3,279,320 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 210,826 3,324,800 SH DEFINED 1,2 3,324,800 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 17,258 272,160 SH DEFINED 1,4 272,160 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 28,646 451,760 SH DEFINED 2 451,760 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 1,463 23,070 SH DEFINED 2,3 23,070 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 399 6,293 SH DEFINED 5 6,293 TEXAS INSTRUMENTS INC COMMON 882508104 71,262 2,438,820 SH DEFINED 1 2,438,820 TEXAS INSTRUMENTS INC COMMON 882508104 43,830 1,500,000 SH DEFINED 1,2 1,500,000 TEXAS INSTRUMENTS INC COMMON 882508104 13,524 462,830 SH DEFINED 2 462,830 TEXAS INSTRUMENTS INC COMMON 882508104 541 18,500 SH DEFINED 2,3 18,500 THE ADVISORY BOARD CO COMMON 00762W107 9,251 253,100 SH DEFINED 1 253,100 THE ADVISORY BOARD CO COMMON 00762W107 2,167 59,300 SH DEFINED 2 59,300 THE BISYS GROUP INC COMMON 055472104 10,969 654,500 SH DEFINED 1 654,500 THE BOMBAY COMPANY INC COMMON 097924104 3,611 460,000 SH DEFINED 1 460,000 THE BOMBAY COMPANY INC COMMON 097924104 314 40,000 SH DEFINED 6 40,000 THE FINISH LINE COMMON 317923100 621 16,800 SH DEFINED 1 16,800 THE MENS WEARHOUSE INC COMMON 587118100 16,686 628,000 SH DEFINED 1 628,000 THE MENS WEARHOUSE INC COMMON 587118100 58 2,200 SH DEFINED 1,4 2,200 THE MENS WEARHOUSE INC COMMON 587118100 1,408 53,000 SH DEFINED 2 53,000 THE MENS WEARHOUSE INC COMMON 587118100 125 4,700 SH DEFINED 2,3 4,700 THE MENS WEARHOUSE INC COMMON 587118100 143 5,395 SH DEFINED 5 5,395 THE PMI GROUP INC COMMON 69344M101 12,852 344,000 SH DEFINED 1 344,000 THE PMI GROUP INC COMMON 69344M101 3,818 102,200 SH DEFINED 1,4 102,200 THE PMI GROUP INC COMMON 69344M101 1,550 41,500 SH DEFINED 2 41,500 THE TALBOTS INC COMMON 874161102 1,252 35,000 SH DEFINED 1 35,000
Page 100 / 114 TIFFANY & CO COMMON 886547108 43,411 1,137,300 SH DEFINED 1 1,137,300 TIFFANY & CO COMMON 886547108 55,347 1,450,000 SH DEFINED 1,2 1,450,000 TIFFANY & CO COMMON 886547108 84 2,200 SH DEFINED 1,4 2,200 TIFFANY & CO COMMON 886547108 7,432 194,700 SH DEFINED 2 194,700 TIFFANY & CO COMMON 886547108 452 11,850 SH DEFINED 2,3 11,850 TIMBERLAND CO COMMON 887100105 1,213 20,400 SH DEFINED 1 20,400 TIMBERLAND CO COMMON 887100105 690 11,600 SH DEFINED 2 11,600 TIME WARNER INC COMMON 887317105 32,430 1,923,500 SH DEFINED 1 1,923,500 TIME WARNER INC COMMON 887317105 25 1,500 SH DEFINED 2 1,500 TIVO INC COMMON 888706108 4,890 550,000 SH DEFINED 1 550,000 TIVO INC COMMON 888706108 1,151 129,500 SH DEFINED 2 129,500 TJX COMPANIES INC COMMON 872540109 11,477 467,300 SH DEFINED 1 467,300 TJX COMPANIES INC COMMON 872540109 49,120 2,000,000 SH DEFINED 1,2 2,000,000 TJX COMPANIES INC COMMON 872540109 5,091 207,300 SH DEFINED 2 207,300 TJX COMPANIES INC COMMON 872540109 209 8,500 SH DEFINED 2,3 8,500 TNS INC COMMON 872960109 1,436 75,000 SH DEFINED 1 75,000 TODCO-A COMMON 88889T107 3,158 216,300 SH DEFINED 1 216,300 TOLL BROTHERS INC COMMON 889478103 6,714 147,780 SH DEFINED 1 147,780 TOLL BROTHERS INC COMMON 889478103 1,599 35,200 SH DEFINED 2 35,200 TOOTSIE ROLL INDUSTRIES INC COMMON 890516107 0 1 SH DEFINED 5 1 TOTAL FINA ELF SA ADR COMMON 89151E109 305 3,311 SH DEFINED 5 3,311 TOYOTA MOTOR CORP ADR COMMON 892331307 141 1,889 SH DEFINED 5 1,889 TPG NV SPONSORED ADR COMMON 892339102 92 4,327 SH DEFINED 5 4,327 TRACTOR SUPPLY CO COMMON 892356106 43,200 1,115,700 SH DEFINED 1 1,115,700 TRACTOR SUPPLY CO COMMON 892356106 132 3,400 SH DEFINED 1,4 3,400 TRACTOR SUPPLY CO COMMON 892356106 5,823 150,400 SH DEFINED 2 150,400 TRACTOR SUPPLY CO COMMON 892356106 240 6,200 SH DEFINED 2,3 6,200 TRACTOR SUPPLY CO COMMON 892356106 133 3,442 SH DEFINED 5 3,442
Page 101 / 114 TRANSACTION SYSTEMS ARCHITECTS, INC COMMON 893416107 354 15,300 SH DEFINED 1 15,300 TRANSCANADA PIPELINES LTD COMMON 89353D107 154 7,158 SH DEFINED 5 7,158 TRANSOCEAN INC COMMON G90078109 217,230 7,788,811 SH DEFINED 1 7,788,811 TRANSOCEAN INC COMMON G90078109 2,955 105,950 SH DEFINED 2 105,950 TRANSOCEAN INC COMMON G90078109 443 15,900 SH DEFINED 2,3 15,900 TRANSOCEAN INC COMMON G90078109 13,078 468,914 SH DEFINED 5 468,914 TRAVELCENTERS OF AMERICA WTS COMMON 894172121 26 5,000 SH DEFINED 1 5,000 TRAVELCENTERS OF AMERICA WTS 144A COMMON 894172113 79 15,000 SH DEFINED 1 15,000 TRAVELERS PROPERTY CASUALTY A COMMON 89420G109 6,839 398,782 SH DEFINED 1 398,782 TRAVELERS PROPERTY CASUALTY A COMMON 89420G109 14,689 856,486 SH DEFINED 1,2 856,486 TRAVELERS PROPERTY CASUALTY A COMMON 89420G109 113 6,598 SH DEFINED 2 6,598 TRAVELERS PROPERTY CASUALTY B COMMON 89420G406 8,478 490,901 SH DEFINED 1 490,901 TRAVELERS PROPERTY CASUALTY B COMMON 89420G406 18,207 1,054,271 SH DEFINED 1,2 1,054,271 TRAVELERS PROPERTY CASUALTY B COMMON 89420G406 138 8,008 SH DEFINED 2 8,008 TREND MICRO SPONSORED ADR COMMON 89486M206 132 3,851 SH DEFINED 5 3,851 TREX CO COMMON 89531P105 6,481 190,000 SH DEFINED 1 190,000 TREX CO COMMON 89531P105 1,549 45,400 SH DEFINED 2 45,400 TRIAD HOSPITALS INC COMMON 89579K109 8,056 261,400 SH DEFINED 1 261,400 TRIAD HOSPITALS INC COMMON 89579K109 1,818 59,000 SH DEFINED 2 59,000 TRIMBLE NAVIGATION LTD COMMON 896239100 14,618 637,500 SH DEFINED 1 637,500 TRIMBLE NAVIGATION LTD COMMON 896239100 3,467 151,200 SH DEFINED 2 151,200 TRINTECH GROUP PLC ADR COMMON 896682200 524 96,800 SH DEFINED 1 96,800 TRIPATH TECHNOLOGY INC COMMON 89672P104 4,106 1,006,400 SH DEFINED 1 1,006,400 TRIPATH TECHNOLOGY INC COMMON 89672P104 963 236,100 SH DEFINED 2 236,100 TSAKOS ENERGY NAVIGATION LTD COMMON G9108L108 525 17,400 SH DEFINED 1 17,400 TTM TECHNOLOGIES COMMON 87305R109 11,313 918,300 SH DEFINED 1 918,300 TTM TECHNOLOGIES COMMON 87305R109 1,683 136,600 SH DEFINED 2 136,600
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Page 110 / 114 WILLIAMS COMPANIES INC COMMON 969457100 12,602 1,316,800 SH DEFINED 1 1,316,800 WILLIAMS SONOMA INC COMMON 969904101 221 6,469 SH DEFINED 5 6,469 WILLIAMS-SONOMA INC COMMON 969904101 59,723 1,746,300 SH DEFINED 1 1,746,300 WILLIAMS-SONOMA INC COMMON 969904101 42,750 1,250,000 SH DEFINED 1,2 1,250,000 WILLIAMS-SONOMA INC COMMON 969904101 152 4,450 SH DEFINED 1,4 4,450 WILLIAMS-SONOMA INC COMMON 969904101 10,272 300,340 SH DEFINED 2 300,340 WILLIAMS-SONOMA INC COMMON 969904101 419 12,240 SH DEFINED 2,3 12,240 WILLIS GROUP HOLDINGS LTD COMMON G96655108 35,426 952,300 SH DEFINED 1 952,300 WILLIS GROUP HOLDINGS LTD COMMON G96655108 126 3,400 SH DEFINED 1,4 3,400 WILLIS GROUP HOLDINGS LTD COMMON G96655108 2,459 66,100 SH DEFINED 2 66,100 WILLIS GROUP HOLDINGS LTD COMMON G96655108 229 6,154 SH DEFINED 5 6,154 WILSON GREATBATCH TECHNOLOGY COMMON 972232102 12,974 357,600 SH DEFINED 1 357,600 WILSON GREATBATCH TECHNOLOGY COMMON 972232102 2,021 55,700 SH DEFINED 2 55,700 WINNEBAGO INDUSTRIES COMMON 974637100 4,102 131,600 SH DEFINED 1 131,600 WINNEBAGO INDUSTRIES COMMON 974637100 3,201 102,700 SH DEFINED 1,4 102,700 WINNEBAGO INDUSTRIES COMMON 974637100 2,338 75,000 SH DEFINED 2 75,000 WIRELESS FACILITIES INC COMMON 97653A103 7,575 688,000 SH DEFINED 1 688,000 WIRELESS FACILITIES INC COMMON 97653A103 1,088 98,800 SH DEFINED 2 98,800 WISCONSIN ENERGY CORP COMMON 976657106 59,114 1,838,700 SH DEFINED 1 1,838,700 WISCONSIN ENERGY CORP COMMON 976657106 894 27,800 SH DEFINED 1,4 27,800 WISCONSIN ENERGY CORP COMMON 976657106 6,800 211,500 SH DEFINED 2 211,500 WISCONSIN ENERGY CORP COMMON 976657106 64 2,000 SH DEFINED 2,3 2,000 WISCONSIN ENERGY CORP COMMON 976657106 22,005 684,442 SH DEFINED 5 684,442 WJ COMMUNICATIONS INC COMMON 929284107 7,791 2,105,700 SH DEFINED 1 2,105,700 WJ COMMUNICATIONS INC COMMON 929284107 959 259,200 SH DEFINED 2 259,200 WRIGHT MEDICAL GROUP INC COMMON 98235T107 6,340 206,500 SH DEFINED 1 206,500 WRIGHT MEDICAL GROUP INC COMMON 98235T107 1,529 49,800 SH DEFINED 2 49,800 WSFS FINANCIAL CORP COMMON 929328102 231 4,600 SH DEFINED 1 4,600
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Page 112 / 114 XTO ENERGY INC COMMON 98385X106 54,288 2,150,875 SH DEFINED 1 2,150,875 XTO ENERGY INC COMMON 98385X106 502 19,875 SH DEFINED 1,4 19,875 XTO ENERGY INC COMMON 98385X106 4,005 158,687 SH DEFINED 2 158,687 XTO ENERGY INC COMMON 98385X106 36 1,437 SH DEFINED 2,3 1,437 XTO ENERGY INC COMMON 98385X106 14,543 576,181 SH DEFINED 5 576,181 YAHOO! INC COMMON 984332106 38,462 791,560 SH DEFINED 1 791,560 YAHOO! INC COMMON 984332106 102,039 2,100,000 SH DEFINED 1,2 2,100,000 YAHOO! INC COMMON 984332106 8,935 183,890 SH DEFINED 2 183,890 YAHOO! INC COMMON 984332106 797 16,400 SH DEFINED 2,3 16,400 YAHOO! INC COMMON 984332106 53 1,099 SH DEFINED 5 1,099 YANKEE CANDLE CO COMMON 984757104 19,041 690,400 SH DEFINED 1 690,400 YORK INTERNATIONAL CORP. COMMON 986670107 2,870 73,000 SH DEFINED 1 73,000 YUKOS ADR COMMON 98849W108 2,110 34,936 SH DEFINED 1 34,936 YUM BRANDS INC COMMON 988498101 88,152 2,320,390 SH DEFINED 1 2,320,390 YUM BRANDS INC COMMON 988498101 15,196 400,000 SH DEFINED 1,2 400,000 YUM BRANDS INC COMMON 988498101 1,171 30,830 SH DEFINED 2 30,830 YUM BRANDS INC COMMON 988498101 123 3,250 SH DEFINED 2,3 3,250 ZEBRA TECHNOLOGIES CORP COMMON 989207105 11,550 166,500 SH DEFINED 1 166,500 ZEBRA TECHNOLOGIES CORP COMMON 989207105 14 200 SH DEFINED 1,4 200 ZEBRA TECHNOLOGIES CORP COMMON 989207105 368 5,300 SH DEFINED 2 5,300 ZEBRA TECHNOLOGIES CORP COMMON 989207105 21 300 SH DEFINED 2,3 300 ZIMMER HOLDINGS INC COMMON 98956P102 142,312 1,928,870 SH DEFINED 1 1,928,870 ZIMMER HOLDINGS INC COMMON 98956P102 95,464 1,293,900 SH DEFINED 1,2 1,293,900 ZIMMER HOLDINGS INC COMMON 98956P102 6,234 84,500 SH DEFINED 1,4 84,500 ZIMMER HOLDINGS INC COMMON 98956P102 34,115 462,390 SH DEFINED 2 462,390 ZIMMER HOLDINGS INC COMMON 98956P102 701 9,500 SH DEFINED 2,3 9,500 ZIMMER HOLDINGS INC COMMON 98956P102 97 1,313 SH DEFINED 5 1,313 ZIONS BANCORPORATION COMMON 989701107 2,801 48,970 SH DEFINED 1 48,970 ZOLL MEDICAL CORP COMMON 989922109 7,808 195,300 SH DEFINED 1 195,300 ZOLL MEDICAL CORP COMMON 989922109 1,723 43,100 SH DEFINED 2 43,100
Page 113 / 114 ZORAN CORP COMMON 98975F101 6,689 385,300 SH DEFINED 1 385,300 ZORAN CORP COMMON 98975F101 1,427 82,200 SH DEFINED 2 82,200 ZURICH REGCAPS PFD TR III PREFERRED 989939202 4,825 5,000 SH DEFINED 1 5,000 ZYGO CORP COMMON 989855101 469 30,000 SH DEFINED 1 30,000
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