-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, KHFdCoVLbIkr/gNgO9f9C6SUpyNBeZtUCbiGlXR/1f/PhIb47oo7unVzvWoGMs8q NDoWqrjaBPUfZrdoBBtRiQ== 0001047469-06-013620.txt : 20061107 0001047469-06-013620.hdr.sgml : 20061107 20061107124547 ACCESSION NUMBER: 0001047469-06-013620 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061107 DATE AS OF CHANGE: 20061107 EFFECTIVENESS DATE: 20061107 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TCW GROUP INC CENTRAL INDEX KEY: 0000850401 STANDARD INDUSTRIAL CLASSIFICATION: REAL ESTATE INVESTMENT TRUSTS [6798] IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02494 FILM NUMBER: 061192941 BUSINESS ADDRESS: STREET 1: 865 SOUTH FIGUEROA ST CITY: LOS ANGELES STATE: CA ZIP: 90017 MAIL ADDRESS: STREET 1: 865 SOUTH FIGUEROA STREET STREET 2: 865 SOUTH FIGUEROA STREET CITY: LOS ANGELES STATE: CA ZIP: 90017 13F-HR 1 a2174318z13f-hr.txt 13F-HR FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2006 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: The TCW Group, Inc. Address: 865 South Figueroa Street Suite 1800 Los Angeles, CA 90017 Form 13F File Number: 028-02494 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: Linda Barker Title: Managing Director Phone: 213-244-0694 Signature, Place, and Date of Signing: /s/ Linda Barker - ------------------------------------- Los Angeles, CA November 1, 2006 Report Type (Check only one.): |X| 13F HOLDINGS REPORT. |_| 13F NOTICE. |_| 13F COMBINATION REPORT. I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934 Form 13F Summary Page Report Summary: Number of Other Included Managers: 9 Form 13F Information Table Entry Total: 2,165 (data records) Form 13F Information Table Value Total: $52,592,660 (x1000) List of Other Included Managers: 01 TCW INVESTMENT MANAGEMENT COMPANY 028-06683 02 TCW ASSET MANAGEMENT COMPANY 028-06697 03 TCW CAPITAL INVESTMENT CORP 028-06679 04 TRUST COMPANY OF THE WEST 028-06681 05 TCW ADVISORS INC 028-06685 06 TCW/CRESCENT MEZZANINE, L.L.C. 028-06675 07 ASIAVEST PARTNERS, TCW/YFY LTD. 000-00000 08 SOCIETE GENERALE ASSET MANAGEMENT, S.A.* 000-00000 09 SOCIETE GENERALE, S.A.* 000-00000
VALUE SHARES/ SH/ PUT/ INVSTMT ---VOTING AUTHORITY--- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- ------- --- ---- ------- ---------- -------- ------- -------- D ACE LTD ORD G0070K103 4336 79230 SH DEFINED 01 08 09 79230 0 0 D ASPEN INSURANCE HOLDINGS LTD SHS G05384105 294 11400 SH DEFINED 01 08 09 11400 0 0 D ASPEN INSURANCE HOLDINGS LTD SHS G05384105 9547 369595 SH DEFINED 02 08 09 298045 0 71550 D ASPEN INSURANCE HOLDINGS LTD SHS G05384105 4533 175494 SH DEFINED 04 08 09 175494 0 0 D AXIS CAPITAL HOLDINGS SHS G0692U109 3071 88540 SH DEFINED 01 08 09 88540 0 0 D AXIS CAPITAL HOLDINGS SHS G0692U109 2427 69950 SH DEFINED 02 08 09 25350 0 44600 D AXIS CAPITAL HOLDINGS SHS G0692U109 2 68 SH DEFINED 03 08 09 68 0 0 D ACCENTURE LTD BERMUDA CL A G1150G111 1098 34640 SH DEFINED 01 08 09 34640 0 0 D CREDICORP LTD COM G2519Y108 234 5600 SH DEFINED 02 08 09 5600 0 0 D CRM HOLDINGS LTD COM G2554P103 178 23515 SH DEFINED 01 08 09 23515 0 0 D CRM HOLDINGS LTD COM G2554P103 6549 867395 SH DEFINED 02 08 09 719890 0 147505 D CRM HOLDINGS LTD COM G2554P103 2712 359193 SH DEFINED 04 08 09 359193 0 0 D ENDURANCE SPECIALTY HLDGS LT SHS G30397106 123 3500 SH DEFINED 01 08 09 3500 0 0 D ENDURANCE SPECIALTY HLDGS LT SHS G30397106 4170 118256 SH DEFINED 02 08 09 96056 0 22200 D ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1933 54820 SH DEFINED 04 08 09 54820 0 0 D FOSTER WHEELER LTD SHS NEW G36535139 13916 360610 SH DEFINED 01 08 09 313760 0 46850 D FOSTER WHEELER LTD SHS NEW G36535139 6331 164050 SH DEFINED 02 08 09 72050 0 92000 D FOSTER WHEELER LTD SHS NEW G36535139 4188 108535 SH DEFINED 04 08 09 108535 0 0 D GLOBALSANTAFE CORP SHS G3930E101 2062 41250 SH DEFINED 01 08 09 41250 0 0 D GLOBALSANTAFE CORP SHS G3930E101 7516 150350 SH DEFINED 02 08 09 68000 0 82350 D GLOBALSANTAFE CORP SHS G3930E101 57 1150 SH DEFINED 04 08 09 1150 0 0 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 23797 1228558 SH DEFINED 01 08 09 968858 0 259700 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 13962 720815 SH DEFINED 02 08 09 410250 0 310565 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 49 2505 SH DEFINED 03 08 09 2505 0 0 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 52548 2712860 SH DEFINED 04 08 09 242260 2470600 0 D MAX RE CAPITAL LTD HAMILTON SHS G6052F103 4093 178263 SH DEFINED 01 08 09 178263 0 0 D MAX RE CAPITAL LTD HAMILTON SHS G6052F103 12414 540698 SH DEFINED 02 08 09 307148 0 233550 D MAX RE CAPITAL LTD HAMILTON SHS G6052F103 1414 61607 SH DEFINED 04 08 09 61607 0 0 D NOBLE CORPORATION SHS G65422100 5439 84752 SH DEFINED 01 08 09 84752 0 0 D NOBLE CORPORATION SHS G65422100 129053 2010800 SH DEFINED 02 08 09 1317105 0 693695 D NOBLE CORPORATION SHS G65422100 59 920 SH DEFINED 03 08 09 920 0 0 D NOBLE CORPORATION SHS G65422100 90798 1414735 SH DEFINED 04 08 09 54035 1360700 0 D SINA CORP ORD G81477104 5320 211522 SH DEFINED 01 08 09 192322 0 19200 D SINA CORP ORD G81477104 10742 427120 SH DEFINED 02 08 09 129300 0 297820 D SINA CORP ORD G81477104 40 1575 SH DEFINED 04 08 09 1575 0 0 D SINA CORP ORD G81477104 31 1220 SH DEFINED 05 08 09 1220 0 0 D UTI WORLDWIDE INC ORD G87210103 7985 285469 SH DEFINED 01 08 09 198069 0 87400 D UTI WORLDWIDE INC ORD G87210103 5683 203190 SH DEFINED 02 08 09 51400 0 151790 D UTI WORLDWIDE INC ORD G87210103 26756 956600 SH DEFINED 04 08 09 0 956600 0 D TRANSOCEAN INC ORD G90078109 21698 296297 SH DEFINED 01 08 09 235997 0 60300 D TRANSOCEAN INC ORD G90078109 112018 1529676 SH DEFINED 02 08 09 915301 0 614375 D TRANSOCEAN INC ORD G90078109 63 867 SH DEFINED 03 08 09 867 0 0 D TRANSOCEAN INC ORD G90078109 170821 2332658 SH DEFINED 04 08 09 34490 2298168 0 D WEATHERFORD INTERNATIONAL LT COM G95089101 35853 859382 SH DEFINED 01 08 09 766182 0 93200 D WEATHERFORD INTERNATIONAL LT COM G95089101 25464 610350 SH DEFINED 02 08 09 405350 0 205000 D WEATHERFORD INTERNATIONAL LT COM G95089101 57924 1388400 SH DEFINED 04 08 09 7700 1380700 0 D WILLIS GROUP HOLDINGS LTD SHS G96655108 35860 943687 SH DEFINED 01 08 09 907387 0 36300 D WILLIS GROUP HOLDINGS LTD SHS G96655108 45904 1208000 SH DEFINED 02 08 09 1083400 0 124600 D WILLIS GROUP HOLDINGS LTD SHS G96655108 25 650 SH DEFINED 03 08 09 650 0 0 D WILLIS GROUP HOLDINGS LTD SHS G96655108 809 21300 SH DEFINED 04 08 09 21300 0 0 D UBS AG SHS NEW H89231338 11316 190800 SH DEFINED 01 08 09 190800 0 0 D UBS AG SHS NEW H89231338 10664 179800 SH DEFINED 02 08 09 18400 0 161400 D UBS AG SHS NEW H89231338 97 1640 SH DEFINED 03 08 09 1640 0 0 D UBS AG SHS NEW H89231338 77678 1309700 SH DEFINED 04 08 09 0 1309700 0 D SCOPUS VIDEO NETWORKS LTD SHS M8260H106 43 12000 SH DEFINED 02 08 09 12000 0 0 D ASML HLDG NV N Y SHS N07059111 17039 731900 SH DEFINED 01 08 09 731900 0 0 D ASML HLDG NV N Y SHS N07059111 1450 62300 SH DEFINED 02 08 09 62300 0 0 D ASML HLDG NV N Y SHS N07059111 11 490 SH DEFINED 03 08 09 490 0 0 D ACCO BRANDS CORP COM 00081T108 111 5000 SH DEFINED 01 08 09 5000 0 0 D ACCO BRANDS CORP COM 00081T108 4880 219205 SH DEFINED 02 08 09 188405 0 30800 D ACCO BRANDS CORP COM 00081T108 1692 76025 SH DEFINED 04 08 09 76025 0 0 D A C MOORE ARTS & CRAFTS INC COM 00086T103 153 8050 SH DEFINED 01 08 09 8050 0 0 D A C MOORE ARTS & CRAFTS INC COM 00086T103 6845 359714 SH DEFINED 02 08 09 309369 0 50345 D A C MOORE ARTS & CRAFTS INC COM 00086T103 2357 123855 SH DEFINED 04 08 09 123855 0 0 D A D C TELECOMMUNICATIONS COM NEW 000886309 41224 2748256 SH DEFINED 01 08 09 2660356 0 87900 D A D C TELECOMMUNICATIONS COM NEW 000886309 43673 2911513 SH DEFINED 02 08 09 2559413 0 352100 D A D C TELECOMMUNICATIONS COM NEW 000886309 2657 177100 SH DEFINED 04 08 09 177100 0 0 D AGCO CORP COM 001084102 5687 224343 SH DEFINED 01 08 09 224343 0 0 D AGCO CORP COM 001084102 14102 556300 SH DEFINED 02 08 09 193200 0 363100 D AGCO CORP COM 001084102 51 2000 SH DEFINED 04 08 09 2000 0 0 D AT&T INC COM 00206R102 368555 11319248 SH DEFINED 01 08 09 9750170 0 1569078 D AT&T INC COM 00206R102 58147 1785835 SH DEFINED 02 08 09 1259358 0 526477 D AT&T INC COM 00206R102 1634 50170 SH DEFINED 04 08 09 43495 0 6675 D ATMI INC COM 00207R101 248 8515 SH DEFINED 01 08 09 8515 0 0 D ATMI INC COM 00207R101 11074 380953 SH DEFINED 02 08 09 327667 0 53286 D ATMI INC COM 00207R101 3804 130868 SH DEFINED 04 08 09 130868 0 0 D ABAXIS INC COM 002567105 12036 514562 SH DEFINED 01 08 09 465662 0 48900 D ABAXIS INC COM 002567105 14602 624271 SH DEFINED 02 08 09 221855 0 402416 D ABAXIS INC COM 002567105 21 910 SH DEFINED 03 08 09 910 0 0 D ABAXIS INC COM 002567105 162 6915 SH DEFINED 04 08 09 6915 0 0 D ABBOTT LABS COM 002824100 4556 93826 SH DEFINED 01 08 09 93826 0 0 D ACCESS NATL CORP COM 004337101 63 6700 SH DEFINED 01 08 09 6700 0 0 D ACCESS NATL CORP COM 004337101 2771 296334 SH DEFINED 02 08 09 254250 0 42084 D ACCESS NATL CORP COM 004337101 949 101500 SH DEFINED 04 08 09 101500 0 0 D ACCREDITED HOME LENDRS HLDG COM 00437P107 2735 76089 SH DEFINED 01 08 09 76089 0 0 D ACCREDITED HOME LENDRS HLDG COM 00437P107 7235 201300 SH DEFINED 02 08 09 70800 0 130500 D ACCREDITED HOME LENDRS HLDG COM 00437P107 25 700 SH DEFINED 04 08 09 700 0 0 D ACTIVISION INC NEW COM NEW 004930202 33282 2204095 SH DEFINED 01 08 09 2144330 0 59765 D ACTIVISION INC NEW COM NEW 004930202 25463 1686267 SH DEFINED 02 08 09 1480087 0 206180 D ACTIVISION INC NEW COM NEW 004930202 531 35155 SH DEFINED 04 08 09 35155 0 0 D ACTUANT CORP CL A NEW 00508X203 90 1800 SH DEFINED 01 08 09 1800 0 0 D ACTUANT CORP CL A NEW 00508X203 4023 80300 SH DEFINED 02 08 09 69000 0 11300 D ACTUANT CORP CL A NEW 00508X203 1393 27800 SH DEFINED 04 08 09 27800 0 0 D ADAPTEC INC COM 00651F108 29 6600 SH DEFINED 01 08 09 6600 0 0 D ADAPTEC INC COM 00651F108 1317 298592 SH DEFINED 02 08 09 256942 0 41650 D ADAPTEC INC COM 00651F108 445 100900 SH DEFINED 04 08 09 100900 0 0 D ADESA INC COM 00686U104 153 6600 SH DEFINED 01 08 09 6600 0 0 D ADESA INC COM 00686U104 6841 296001 SH DEFINED 02 08 09 254551 0 41450 D ADESA INC COM 00686U104 2339 101193 SH DEFINED 04 08 09 101193 0 0 D ADOBE SYS INC COM 00724F101 163962 4378155 SH DEFINED 01 08 09 4378155 0 0 D ADOBE SYS INC COM 00724F101 102868 2746819 SH DEFINED 02 08 09 2075889 0 670930 D ADOBE SYS INC COM 00724F101 11013 294085 SH DEFINED 04 08 09 293670 0 415 D ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 87 15900 SH DEFINED 01 08 09 15900 0 0 D ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 3826 696829 SH DEFINED 02 08 09 597079 0 99750 D ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 1336 243400 SH DEFINED 04 08 09 243400 0 0 D ADVISORY BRD CO COM 00762W107 15419 305197 SH DEFINED 01 08 09 267247 0 37950 D ADVISORY BRD CO COM 00762W107 7977 157900 SH DEFINED 02 08 09 65650 0 92250 D ADVISORY BRD CO COM 00762W107 6 109 SH DEFINED 03 08 09 109 0 0 D ADVISORY BRD CO COM 00762W107 4288 84885 SH DEFINED 04 08 09 84885 0 0 D AEROFLEX INC COM 007768104 26 2500 SH DEFINED 01 08 09 2500 0 0 D AEROFLEX INC COM 007768104 1836 178554 SH DEFINED 02 08 09 162954 0 15600 D AEROFLEX INC COM 007768104 396 38500 SH DEFINED 04 08 09 38500 0 0 D AES TR III PFD CV 6.75% 00808N202 2068 42100 SH DEFINED 01 08 09 42100 0 0 D AES TR III PFD CV 6.75% 00808N202 79 1600 SH DEFINED 03 08 09 1600 0 0 D AETNA INC NEW COM 00817Y108 186029 4703653 SH DEFINED 01 08 09 4045853 0 657800 D AETNA INC NEW COM 00817Y108 29535 746775 SH DEFINED 02 08 09 532775 0 214000 D AETNA INC NEW COM 00817Y108 833 21050 SH DEFINED 04 08 09 18160 0 2890 D AFFILIATED MANAGERS GROUP COM 008252108 14396 143802 SH DEFINED 01 08 09 122702 0 21100 D AFFILIATED MANAGERS GROUP COM 008252108 2293 22900 SH DEFINED 02 08 09 22900 0 0 D AFFILIATED MANAGERS GROUP COM 008252108 37 370 SH DEFINED 03 08 09 370 0 0 D AFFILIATED MANAGERS GROUP COM 008252108 4331 43265 SH DEFINED 04 08 09 43265 0 0 D AFFORDABLE RESIDENTIAL CMTYS COM 008273104 3744 386382 SH DEFINED 01 08 09 386382 0 0 D AFFORDABLE RESIDENTIAL CMTYS COM 008273104 8806 908750 SH DEFINED 02 08 09 385650 0 523100 D AFFORDABLE RESIDENTIAL CMTYS COM 008273104 35 3600 SH DEFINED 04 08 09 3600 0 0 D AGERE SYS INC NOTE 6.500% 12/1 00845VAA8 1905 1885000 PRN DEFINED 01 08 09 1885000 0 0 D AGERE SYS INC NOTE 6.500% 12/1 00845VAA8 3262 3228000 PRN DEFINED 02 08 09 2986000 0 242000 D AGERE SYS INC NOTE 6.500% 12/1 00845VAA8 121 120000 PRN DEFINED 03 08 09 120000 0 0 D AIR PRODS & CHEMS INC COM 009158106 23397 352529 SH DEFINED 01 08 09 352529 0 0 D AIR PRODS & CHEMS INC COM 009158106 94504 1423892 SH DEFINED 02 08 09 918492 0 505400 D AIR PRODS & CHEMS INC COM 009158106 40 600 SH DEFINED 03 08 09 600 0 0 D AIR PRODS & CHEMS INC COM 009158106 93746 1412470 SH DEFINED 04 08 09 36120 1376350 0 D AKAMAI TECHNOLOGIES INC COM 00971T101 17481 349685 SH DEFINED 01 08 09 297585 0 52100 D AKAMAI TECHNOLOGIES INC COM 00971T101 4922 98455 SH DEFINED 02 08 09 94700 0 3755 D AKAMAI TECHNOLOGIES INC COM 00971T101 5293 105880 SH DEFINED 04 08 09 105880 0 0 D ALBANY MOLECULAR RESH INC COM 012423109 3891 415757 SH DEFINED 01 08 09 415757 0 0 D ALBANY MOLECULAR RESH INC COM 012423109 9500 1015000 SH DEFINED 02 08 09 358700 0 656300 D ALBANY MOLECULAR RESH INC COM 012423109 32 3450 SH DEFINED 04 08 09 3450 0 0 D ALEXION PHARMACEUTICALS INC COM 015351109 1777 52309 SH DEFINED 01 08 09 52309 0 0 D ALEXION PHARMACEUTICALS INC COM 015351109 4485 132000 SH DEFINED 02 08 09 26200 0 105800 D ALEXION PHARMACEUTICALS INC COM 015351109 5 140 SH DEFINED 03 08 09 140 0 0 D ALEXION PHARMACEUTICALS INC COM 015351109 4 125 SH DEFINED 04 08 09 125 0 0 D ALKERMES INC NOTE 3.750% 2/1 01642TAB4 56 60000 PRN DEFINED 03 08 09 60000 0 0 D ALLEGHENY TECHNOLOGIES INC COM 01741R102 2005 32245 SH DEFINED 01 08 09 32245 0 0 D ALLEGHENY TECHNOLOGIES INC COM 01741R102 3526 56700 SH DEFINED 02 08 09 24000 0 32700 D ALLEGHENY TECHNOLOGIES INC COM 01741R102 16 250 SH DEFINED 04 08 09 250 0 0 D ALLERGAN INC COM 018490102 2381 21144 SH DEFINED 01 08 09 21144 0 0 D ALLERGAN INC COM 018490102 1836 16300 SH DEFINED 02 08 09 6000 0 10300 D ALLERGAN INC COM 018490102 2 16 SH DEFINED 03 08 09 16 0 0 D ALLIANCE DATA SYSTEMS CORP COM 018581108 15013 272019 SH DEFINED 01 08 09 241269 0 30750 D ALLIANCE DATA SYSTEMS CORP COM 018581108 12572 227795 SH DEFINED 02 08 09 107400 0 120395 D ALLIANCE DATA SYSTEMS CORP COM 018581108 3855 69845 SH DEFINED 04 08 09 69845 0 0 D ALLIANT TECHSYSTEMS INC COM 018804104 42848 528597 SH DEFINED 01 08 09 514447 0 14150 D ALLIANT TECHSYSTEMS INC COM 018804104 43289 534035 SH DEFINED 02 08 09 496765 0 37270 D ALLIANT TECHSYSTEMS INC COM 018804104 669 8250 SH DEFINED 04 08 09 8250 0 0 D ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 3014 267424 SH DEFINED 01 08 09 267424 0 0 D ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 12636 1121200 SH DEFINED 02 08 09 678600 0 442600 D ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 28 2450 SH DEFINED 04 08 09 2450 0 0 D ALLOY INC NEW COM 019855303 54 4557 SH DEFINED 01 08 09 4557 0 0 D ALLOY INC NEW COM 019855303 2407 203828 SH DEFINED 02 08 09 175465 0 28363 D ALLOY INC NEW COM 019855303 826 69975 SH DEFINED 04 08 09 69975 0 0 D ALLSTATE CORP COM 020002101 1779 28353 SH DEFINED 01 08 09 28353 0 0 D ALLSTATE CORP COM 020002101 5789 92290 SH DEFINED 02 08 09 41860 0 50430 D ALLSTATE CORP COM 020002101 47 745 SH DEFINED 04 08 09 745 0 0 D ALLTEL CORP COM 020039103 26392 475525 SH DEFINED 01 08 09 475525 0 0 D ALLTEL CORP COM 020039103 1526 27500 SH DEFINED 02 08 09 7800 0 19700 D ALPHARMA INC CL A 020813101 2440 104337 SH DEFINED 01 08 09 104337 0 0 D ALPHARMA INC CL A 020813101 6528 279100 SH DEFINED 02 08 09 95900 0 183200 D ALPHARMA INC CL A 020813101 23 1000 SH DEFINED 04 08 09 1000 0 0 D ALTRIA GROUP INC COM 02209S103 5225 68255 SH DEFINED 01 08 09 68255 0 0 D ALTRIA GROUP INC COM 02209S103 2737 35750 SH DEFINED 02 08 09 13750 0 22000 D ALTRIA GROUP INC COM 02209S103 3 37 SH DEFINED 03 08 09 37 0 0 D ALZA CORP SDCV 7/2 02261WAB5 3621 4063000 PRN DEFINED 02 08 09 3735000 0 328000 D ALZA CORP SDCV 7/2 02261WAB5 94 105000 PRN DEFINED 03 08 09 105000 0 0 D AMAZON COM INC COM 023135106 401699 12506201 SH DEFINED 01 08 09 12506201 0 0 D AMAZON COM INC COM 023135106 342709 10669657 SH DEFINED 02 08 09 8012226 0 2657431 D AMAZON COM INC COM 023135106 20 620 SH DEFINED 03 08 09 620 0 0 D AMAZON COM INC COM 023135106 36804 1145834 SH DEFINED 04 08 09 1144034 0 1800 D AMBAC FINL GROUP INC COM 023139108 18 219 SH DEFINED 01 08 09 219 0 0 D AMBAC FINL GROUP INC COM 023139108 10484 126700 SH DEFINED 02 08 09 126700 0 0 D AMCOMP INC COM 02342J101 1890 194470 SH DEFINED 01 08 09 194470 0 0 D AMCOMP INC COM 02342J101 4335 446000 SH DEFINED 02 08 09 157100 0 288900 D AMCOMP INC COM 02342J101 15 1550 SH DEFINED 04 08 09 1550 0 0 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 410 10410 SH DEFINED 01 08 09 10410 0 0 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 7856 199550 SH DEFINED 02 08 09 0 0 199550 D AMERICAN DENTAL PARTNERS COM 025353103 1154 69800 SH DEFINED 01 08 09 69800 0 0 D AMERICAN DENTAL PARTNERS COM 025353103 4697 283950 SH DEFINED 02 08 09 95550 0 188400 D AMERICAN DENTAL PARTNERS COM 025353103 15 900 SH DEFINED 04 08 09 900 0 0 D AMERICAN ELEC PWR INC COM 025537101 216000 5938969 SH DEFINED 01 08 09 5106269 0 832700 D AMERICAN ELEC PWR INC COM 025537101 32317 888553 SH DEFINED 02 08 09 643553 0 245000 D AMERICAN ELEC PWR INC COM 025537101 927 25495 SH DEFINED 04 08 09 21975 0 3520 D AMERICAN EXPRESS CO COM 025816109 170254 3035918 SH DEFINED 01 08 09 2532618 0 503300 D AMERICAN EXPRESS CO COM 025816109 41329 736961 SH DEFINED 02 08 09 434711 0 302250 D AMERICAN EXPRESS CO COM 025816109 36011 642144 SH DEFINED 04 08 09 13189 627000 1955 D AMERICAN INTL GROUP INC COM 026874107 407953 6156845 SH DEFINED 01 08 09 5659424 0 497421 D AMERICAN INTL GROUP INC COM 026874107 334300 5045270 SH DEFINED 02 08 09 3534752 0 1510518 D AMERICAN INTL GROUP INC COM 026874107 122 1842 SH DEFINED 03 08 09 1842 0 0 D AMERICAN INTL GROUP INC COM 026874107 162384 2450714 SH DEFINED 04 08 09 289337 2158900 2477 D AMERICAN TOWER CORP CL A 029912201 10690 292865 SH DEFINED 01 08 09 202665 0 90200 D AMERICAN TOWER CORP CL A 029912201 7145 195750 SH DEFINED 02 08 09 19650 0 176100 D AMERICAN TOWER CORP CL A 029912201 41 1115 SH DEFINED 03 08 09 1115 0 0 D AMERICAN TOWER CORP CL A 029912201 53863 1475700 SH DEFINED 04 08 09 0 1475700 0 D AMERICAN TECHNOLOGY CORP COM NEW 030145205 262 68700 SH DEFINED 01 08 09 68700 0 0 D AMERICAN TECHNOLOGY CORP COM NEW 030145205 1000 261770 SH DEFINED 02 08 09 110470 0 151300 D AMERICAN TECHNOLOGY CORP COM NEW 030145205 4 1150 SH DEFINED 04 08 09 1150 0 0 D AMERICAN VANGUARD CORP COM 030371108 44 3145 SH DEFINED 01 08 09 3145 0 0 D AMERICAN VANGUARD CORP COM 030371108 1959 139940 SH DEFINED 02 08 09 120105 0 19835 D AMERICAN VANGUARD CORP COM 030371108 679 48515 SH DEFINED 04 08 09 48515 0 0 D AMGEN INC COM 031162100 225477 3152208 SH DEFINED 01 08 09 3101408 0 50800 D AMGEN INC COM 031162100 190412 2661988 SH DEFINED 02 08 09 1925482 0 736506 D AMGEN INC COM 031162100 99 1378 SH DEFINED 03 08 09 1378 0 0 D AMGEN INC COM 031162100 70470 985185 SH DEFINED 04 08 09 270835 713900 450 D AMGEN INC NOTE 3/0 031162AL4 82 110000 PRN DEFINED 03 08 09 110000 0 0 D AMIS HLDGS INC COM 031538101 139 14600 SH DEFINED 01 08 09 14600 0 0 D AMIS HLDGS INC COM 031538101 6221 655553 SH DEFINED 02 08 09 563547 0 92006 D AMIS HLDGS INC COM 031538101 2141 225641 SH DEFINED 04 08 09 225641 0 0 D ANADARKO PETE CORP COM 032511107 1189 27138 SH DEFINED 01 08 09 27138 0 0 D ANADARKO PETE CORP COM 032511107 3949 90100 SH DEFINED 02 08 09 40800 0 49300 D ANADARKO PETE CORP COM 032511107 31 700 SH DEFINED 04 08 09 700 0 0 D ANALOG DEVICES INC COM 032654105 53208 1810399 SH DEFINED 01 08 09 1769949 0 40450 D ANALOG DEVICES INC COM 032654105 55992 1905150 SH DEFINED 02 08 09 1699250 0 205900 D ANALOG DEVICES INC COM 032654105 1036 35250 SH DEFINED 04 08 09 35250 0 0 D ANALOGIC CORP COM PAR $0.05 032657207 192 3750 SH DEFINED 01 08 09 3750 0 0 D ANALOGIC CORP COM PAR $0.05 032657207 8757 170637 SH DEFINED 02 08 09 147092 0 23545 D ANALOGIC CORP COM PAR $0.05 032657207 2956 57590 SH DEFINED 04 08 09 57590 0 0 D ANDRX CORP DEL ANDRX GROUP 034553107 3074 125811 SH DEFINED 01 08 09 125811 0 0 D ANDRX CORP DEL ANDRX GROUP 034553107 8070 330350 SH DEFINED 02 08 09 113650 0 216700 D ANDRX CORP DEL ANDRX GROUP 034553107 29 1200 SH DEFINED 04 08 09 1200 0 0 D ANSYS INC COM 03662Q105 16411 371453 SH DEFINED 01 08 09 325853 0 45600 D ANSYS INC COM 03662Q105 12391 280455 SH DEFINED 02 08 09 123520 0 156935 D ANSYS INC COM 03662Q105 34 760 SH DEFINED 03 08 09 760 0 0 D ANSYS INC COM 03662Q105 4408 99780 SH DEFINED 04 08 09 99780 0 0 D ANSWERTHINK INC COM 036916104 17 6400 SH DEFINED 01 08 09 6400 0 0 D ANSWERTHINK INC COM 036916104 771 286800 SH DEFINED 02 08 09 246550 0 40250 D ANSWERTHINK INC COM 036916104 265 98467 SH DEFINED 04 08 09 98467 0 0 D ANTHRACITE CAP INC COM 037023108 3494 271700 SH DEFINED 02 08 09 271700 0 0 D APACHE CORP COM 037411105 4279 67706 SH 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CSX CORP COM 126408103 176410 5373430 SH DEFINED 02 08 09 3591330 0 1782100 D CSX CORP COM 126408103 52 1569 SH DEFINED 03 08 09 1569 0 0 D CSX CORP COM 126408103 110084 3353151 SH DEFINED 04 08 09 139311 3204400 9440 D CSX CORP DBCV 10/3 126408GA5 4066 3424000 PRN DEFINED 02 08 09 3192000 0 232000 D CTS CORP COM 126501105 105 7640 SH DEFINED 01 08 09 7640 0 0 D CTS CORP COM 126501105 4741 344074 SH DEFINED 02 08 09 296034 0 48040 D CTS CORP COM 126501105 1616 117253 SH DEFINED 04 08 09 117253 0 0 D CVS CORP COM 126650100 18660 580950 SH DEFINED 01 08 09 429750 0 151200 D CVS CORP COM 126650100 19561 609000 SH DEFINED 02 08 09 280300 0 328700 D CVS CORP COM 126650100 2 68 SH DEFINED 03 08 09 68 0 0 D CVS CORP COM 126650100 78549 2445500 SH DEFINED 04 08 09 0 2445500 0 D CV THERAPEUTICS INC COM 126667104 7232 649231 SH DEFINED 01 08 09 591481 0 57750 D CV THERAPEUTICS INC COM 126667104 9124 819000 SH DEFINED 02 08 09 203400 0 615600 D CV THERAPEUTICS INC COM 126667104 6 520 SH DEFINED 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576800 SH DEFINED 02 08 09 197200 0 379600 D CALIFORNIA PIZZA KITCHEN INC COM 13054D109 57 1900 SH DEFINED 04 08 09 1900 0 0 D CALLAWAY GOLF CO COM 131193104 180 13740 SH DEFINED 01 08 09 13740 0 0 D CALLAWAY GOLF CO COM 131193104 8077 616062 SH DEFINED 02 08 09 530112 0 85950 D CALLAWAY GOLF CO COM 131193104 2763 210779 SH DEFINED 04 08 09 210779 0 0 D CAMBREX CORP COM 132011107 66 3170 SH DEFINED 01 08 09 3170 0 0 D CAMBREX CORP COM 132011107 2950 142448 SH DEFINED 02 08 09 122598 0 19850 D CAMBREX CORP COM 132011107 1012 48868 SH DEFINED 04 08 09 48868 0 0 D CAMERON INTERNATIONAL CORP COM 13342B105 24972 516915 SH DEFINED 01 08 09 503865 0 13050 D CAMERON INTERNATIONAL CORP COM 13342B105 36893 763680 SH DEFINED 02 08 09 719380 0 44300 D CAMERON INTERNATIONAL CORP COM 13342B105 367 7600 SH DEFINED 04 08 09 7600 0 0 D CANADIAN NATL RY CO COM 136375102 428 10190 SH DEFINED 01 08 09 10190 0 0 D CAPITAL ONE FINL CORP COM 14040H105 186682 2373281 SH DEFINED 01 08 09 2047481 0 325800 D CAPITAL ONE FINL CORP COM 14040H105 28911 367538 SH DEFINED 02 08 09 265838 0 101700 D CAPITAL ONE FINL CORP COM 14040H105 819 10410 SH DEFINED 04 08 09 8965 0 1445 D CAPITALSOURCE INC COM 14055X102 21539 834192 SH DEFINED 01 08 09 834192 0 0 D CAPITALSOURCE INC COM 14055X102 358 13875 SH DEFINED 02 08 09 13875 0 0 D CARDINAL HEALTH INC COM 14149Y108 1981 30136 SH DEFINED 01 08 09 30136 0 0 D CARDINAL HEALTH INC COM 14149Y108 1522 23150 SH DEFINED 02 08 09 8550 0 14600 D CARDINAL HEALTH INC COM 14149Y108 23 343 SH DEFINED 03 08 09 343 0 0 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 5461 4413000 PRN DEFINED 02 08 09 4113000 0 300000 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 74 60000 PRN DEFINED 03 08 09 60000 0 0 D CASCADE MICROTECH INC COM 147322101 64 5100 SH DEFINED 01 08 09 5100 0 0 D CASCADE MICROTECH INC COM 147322101 2761 221606 SH DEFINED 02 08 09 189506 0 32100 D CASCADE MICROTECH INC COM 147322101 971 77900 SH DEFINED 04 08 09 77900 0 0 D CELGENE CORP COM 151020104 12437 287236 SH DEFINED 01 08 09 198836 0 88400 D CELGENE CORP COM 151020104 7744 178850 SH DEFINED 02 08 09 19250 0 159600 D CELGENE CORP COM 151020104 18 425 SH DEFINED 03 08 09 425 0 0 D CELGENE CORP COM 151020104 60018 1386100 SH DEFINED 04 08 09 0 1386100 0 D CEPHALON INC NOTE 2.000% 6/0 156708AP4 1948 1339000 PRN DEFINED 02 08 09 1247000 0 92000 D CERNER CORP COM 156782104 86511 1905536 SH DEFINED 01 08 09 1836259 0 69277 D CERNER CORP COM 156782104 109827 2419100 SH DEFINED 02 08 09 1752820 0 666280 D CERNER CORP COM 156782104 33 735 SH DEFINED 03 08 09 735 0 0 D CERNER CORP COM 156782104 37373 823189 SH DEFINED 04 08 09 298064 524700 425 D CHART INDS INC COM PAR $0.01 16115Q308 2436 197877 SH DEFINED 01 08 09 197877 0 0 D CHART INDS INC COM PAR $0.01 16115Q308 7091 576050 SH DEFINED 02 08 09 107150 0 468900 D CHART INDS INC COM PAR $0.01 16115Q308 7 550 SH DEFINED 04 08 09 550 0 0 D CHARTER COMMUNICATIONS INC D CL A 16117M107 76 50000 SH DEFINED 02 08 09 50000 0 0 D CHECKFREE CORP NEW COM 162813109 8536 206572 SH DEFINED 01 08 09 179922 0 26650 D CHECKFREE CORP NEW COM 162813109 6856 165925 SH DEFINED 02 08 09 74050 0 91875 D CHECKFREE CORP NEW COM 162813109 29 710 SH DEFINED 03 08 09 710 0 0 D CHECKFREE CORP NEW COM 162813109 1925 46590 SH DEFINED 04 08 09 46590 0 0 D CHEESECAKE FACTORY INC COM 163072101 53535 1968923 SH DEFINED 01 08 09 1875573 0 93350 D CHEESECAKE FACTORY INC COM 163072101 42906 1578000 SH DEFINED 02 08 09 1390700 0 187300 D CHEESECAKE FACTORY INC COM 163072101 3017 110955 SH DEFINED 04 08 09 110955 0 0 D CHEMTURA CORP COM 163893100 3306 381346 SH DEFINED 01 08 09 381346 0 0 D CHEMTURA CORP COM 163893100 12404 1430713 SH DEFINED 02 08 09 727913 0 702800 D CHEMTURA CORP COM 163893100 1368 157775 SH DEFINED 04 08 09 157775 0 0 D CHESAPEAKE CORP COM 165159104 87 6100 SH DEFINED 01 08 09 6100 0 0 D CHESAPEAKE CORP COM 165159104 3897 272338 SH DEFINED 02 08 09 234238 0 38100 D CHESAPEAKE CORP COM 165159104 1328 92794 SH DEFINED 04 08 09 92794 0 0 D CHEVRON CORP NEW COM 166764100 283110 4364944 SH DEFINED 01 08 09 3761044 0 603900 D CHEVRON CORP NEW COM 166764100 43957 677719 SH DEFINED 02 08 09 490119 0 187600 D CHEVRON CORP NEW COM 166764100 1253 19325 SH DEFINED 04 08 09 16680 0 2645 D CHICOS FAS INC COM 168615102 1549 71940 SH DEFINED 01 08 09 71940 0 0 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 214 3454 SH DEFINED 01 08 09 3454 0 0 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 27 435 SH DEFINED 03 08 09 435 0 0 D CHITTENDEN CORP COM 170228100 86 2995 SH DEFINED 01 08 09 2995 0 0 D CHITTENDEN CORP COM 170228100 3916 136477 SH DEFINED 02 08 09 117415 0 19062 D CHITTENDEN CORP COM 170228100 1328 46305 SH DEFINED 04 08 09 46305 0 0 D CHUBB CORP COM 171232101 264395 5088435 SH DEFINED 01 08 09 4338435 0 750000 D CHUBB CORP COM 171232101 43073 828969 SH DEFINED 02 08 09 595169 0 233800 D CHUBB CORP COM 171232101 1251 24070 SH DEFINED 04 08 09 20780 0 3290 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q205 183 10576 SH DEFINED 01 08 09 10576 0 0 D CIENA CORP NOTE 3.750% 2/0 171779AA9 1997 2060000 PRN DEFINED 01 08 09 2060000 0 0 D CIENA CORP NOTE 3.750% 2/0 171779AA9 78 80000 PRN DEFINED 03 08 09 80000 0 0 D CINCINNATI BELL INC NEW COM 171871106 5628 1167680 SH DEFINED 01 08 09 1167680 0 0 D CINCINNATI BELL INC NEW COM 171871106 15451 3205550 SH DEFINED 02 08 09 1086950 0 2118600 D CINCINNATI BELL INC NEW COM 171871106 53 11000 SH DEFINED 04 08 09 11000 0 0 D CIRCOR INTL INC COM 17273K109 139 4553 SH DEFINED 01 08 09 4553 0 0 D CIRCOR INTL INC COM 17273K109 6208 203219 SH DEFINED 02 08 09 175002 0 28217 D CIRCOR INTL INC COM 17273K109 2104 68864 SH DEFINED 04 08 09 68864 0 0 D CISCO SYS INC COM 17275R102 110047 4784673 SH DEFINED 01 08 09 4784673 0 0 D CISCO SYS INC COM 17275R102 106257 4619868 SH DEFINED 02 08 09 3593471 0 1026397 D CISCO SYS INC COM 17275R102 44 1895 SH DEFINED 03 08 09 1895 0 0 D CISCO SYS INC COM 17275R102 10567 459448 SH DEFINED 04 08 09 458748 0 700 D CITIGROUP INC COM 172967101 67784 1364695 SH DEFINED 01 08 09 1364695 0 0 D CITIGROUP INC COM 172967101 128030 2577619 SH DEFINED 02 08 09 1511857 0 1065762 D CITIGROUP INC COM 172967101 114 2296 SH DEFINED 03 08 09 2296 0 0 D CITIGROUP INC COM 172967101 135882 2735703 SH DEFINED 04 08 09 28003 2707700 0 D CITIZENS COMMUNICATIONS CO COM 17453B101 1960 139620 SH DEFINED 01 08 09 139620 0 0 D CITIZENS COMMUNICATIONS CO COM 17453B101 1575 112150 SH DEFINED 02 08 09 40650 0 71500 D CITIZENS COMMUNICATIONS CO COM 17453B101 2 107 SH DEFINED 03 08 09 107 0 0 D CLEAR CHANNEL COMMUNICATIONS COM 184502102 223705 7754065 SH DEFINED 01 08 09 6636565 0 1117500 D CLEAR CHANNEL COMMUNICATIONS COM 184502102 35138 1217945 SH DEFINED 02 08 09 879545 0 338400 D CLEAR CHANNEL COMMUNICATIONS COM 184502102 996 34525 SH DEFINED 04 08 09 29860 0 4665 D COCA COLA CO COM 191216100 1806 40424 SH DEFINED 01 08 09 40424 0 0 D COCA COLA CO COM 191216100 1405 31450 SH DEFINED 02 08 09 11550 0 19900 D COCA COLA CO COM 191216100 1 31 SH DEFINED 03 08 09 31 0 0 D COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 48915 660472 SH DEFINED 01 08 09 527122 0 133350 D COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 27474 370970 SH DEFINED 02 08 09 120350 0 250620 D COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 33 440 SH DEFINED 03 08 09 440 0 0 D COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 104619 1412620 SH DEFINED 04 08 09 119520 1293100 0 D COHERENT INC COM 192479103 166 4785 SH DEFINED 01 08 09 4785 0 0 D COHERENT INC COM 192479103 7415 213935 SH DEFINED 02 08 09 184024 0 29911 D COHERENT INC COM 192479103 2524 72832 SH DEFINED 04 08 09 72832 0 0 D COHEN & STEERS INC COM 19247A100 563 17400 SH DEFINED 01 08 09 17400 0 0 D COHEN & STEERS INC COM 19247A100 4728 146100 SH DEFINED 02 08 09 2200 0 143900 D COHU INC COM 192576106 155 8700 SH DEFINED 01 08 09 8700 0 0 D COHU INC COM 192576106 6913 387710 SH DEFINED 02 08 09 333510 0 54200 D COHU INC COM 192576106 2357 132205 SH DEFINED 04 08 09 132205 0 0 D COLE KENNETH PRODTNS INC CL A 193294105 95 3900 SH DEFINED 01 08 09 3900 0 0 D COLE KENNETH PRODTNS INC CL A 193294105 4271 175266 SH DEFINED 02 08 09 150816 0 24450 D COLE KENNETH PRODTNS INC CL A 193294105 1462 59992 SH DEFINED 04 08 09 59992 0 0 D COMCAST CORP NEW CL A 20030N101 195207 5297352 SH DEFINED 01 08 09 4563852 0 733500 D COMCAST CORP NEW CL A 20030N101 29977 813483 SH DEFINED 02 08 09 592783 0 220700 D COMCAST CORP NEW CL A 20030N101 19 515 SH DEFINED 03 08 09 515 0 0 D COMCAST CORP NEW CL A 20030N101 866 23505 SH DEFINED 04 08 09 20295 0 3210 D COMCAST CORP NEW CL A SPL 20030N200 2202 59820 SH DEFINED 01 08 09 59820 0 0 D COMCAST CORP NEW CL A SPL 20030N200 1969 53501 SH DEFINED 02 08 09 18516 0 34985 D COMCAST CORP NEW CL A SPL 20030N200 2 45 SH DEFINED 03 08 09 45 0 0 D COMMERCE BANCORP INC NJ COM 200519106 383300 10441294 SH DEFINED 01 08 09 10422594 0 18700 D COMMERCE BANCORP INC NJ COM 200519106 331343 9025948 SH DEFINED 02 08 09 6819128 0 2206820 D COMMERCE BANCORP INC NJ COM 200519106 26 699 SH DEFINED 03 08 09 699 0 0 D COMMERCE BANCORP INC NJ COM 200519106 34134 929825 SH DEFINED 04 08 09 928395 0 1430 D COMMUNITY BANCSHARES INC DEL COM 20343H106 46 4600 SH DEFINED 01 08 09 4600 0 0 D COMMUNITY BANCSHARES INC DEL COM 20343H106 2040 204013 SH DEFINED 02 08 09 175013 0 29000 D COMMUNITY BANCSHARES INC DEL COM 20343H106 702 70168 SH DEFINED 04 08 09 70168 0 0 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 128 4500 SH DEFINED 01 08 09 4500 0 0 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 1933 68000 SH DEFINED 02 08 09 0 0 68000 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 336 18134 SH DEFINED 01 08 09 18134 0 0 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 2538 137100 SH DEFINED 02 08 09 0 0 137100 D COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 210 18600 SH DEFINED 02 08 09 18600 0 0 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 345 7600 SH DEFINED 01 08 09 7600 0 0 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 5142 113300 SH DEFINED 02 08 09 0 0 113300 D COMPUTER SCIENCES CORP COM 205363104 666 13559 SH DEFINED 01 08 09 13559 0 0 D COMPUTER TASK GROUP INC COM 205477102 41 10285 SH DEFINED 01 08 09 10285 0 0 D COMPUTER TASK GROUP INC COM 205477102 1828 459395 SH DEFINED 02 08 09 394885 0 64510 D COMPUTER TASK GROUP INC COM 205477102 625 157080 SH DEFINED 04 08 09 157080 0 0 D COMSTOCK RES INC COM NEW 205768203 90 3300 SH DEFINED 01 08 09 3300 0 0 D COMSTOCK RES INC COM NEW 205768203 4039 148775 SH DEFINED 02 08 09 127825 0 20950 D COMSTOCK RES INC COM NEW 205768203 1376 50681 SH DEFINED 04 08 09 50681 0 0 D CON-WAY INC COM 205944101 130011 2900739 SH DEFINED 01 08 09 2486959 0 413780 D CON-WAY INC COM 205944101 20469 456685 SH DEFINED 02 08 09 325885 0 130800 D CON-WAY INC COM 205944101 604 13481 SH DEFINED 04 08 09 11651 0 1830 D CONEXANT SYSTEMS INC COM 207142100 57 28300 SH DEFINED 01 08 09 28300 0 0 D CONEXANT SYSTEMS INC COM 207142100 2549 1274638 SH DEFINED 02 08 09 1095238 0 179400 D CONEXANT SYSTEMS INC COM 207142100 864 432185 SH DEFINED 04 08 09 432185 0 0 D CONNETICS CORP NOTE 2.000% 3/3 208192AD6 582 685000 PRN DEFINED 01 08 09 685000 0 0 D CONNETICS CORP NOTE 2.000% 3/3 208192AD6 144 169000 PRN DEFINED 02 08 09 7000 0 162000 D CONNETICS CORP NOTE 2.000% 3/3 208192AD6 68 80000 PRN DEFINED 03 08 09 80000 0 0 D CONOCOPHILLIPS COM 20825C104 287341 4826821 SH DEFINED 01 08 09 4167119 0 659702 D CONOCOPHILLIPS COM 20825C104 43111 724191 SH DEFINED 02 08 09 530523 0 193668 D CONOCOPHILLIPS COM 20825C104 1262 21203 SH DEFINED 04 08 09 18324 0 2879 D CONSOLIDATED COMM HLDGS INC COM 209034107 225 12000 SH DEFINED 02 08 09 12000 0 0 D CONTANGO OIL & GAS COMPANY COM NEW 21075N204 5756 487800 SH DEFINED 04 08 09 487800 0 0 D CONTINENTAL AIRLS INC CL B 210795308 10243 361826 SH DEFINED 01 08 09 361826 0 0 D CONTINENTAL AIRLS INC CL B 210795308 27923 986345 SH DEFINED 02 08 09 340845 0 645500 D CONTINENTAL AIRLS INC CL B 210795308 99 3500 SH DEFINED 04 08 09 3500 0 0 D COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE2 2229 1492000 PRN DEFINED 02 08 09 1375000 0 117000 D COOPER COS INC DBCV 2.625% 7/0 216648AG0 4488 3478000 PRN DEFINED 02 08 09 3186000 0 292000 D COOPER COS INC DBCV 2.625% 7/0 216648AG0 58 45000 PRN DEFINED 03 08 09 45000 0 0 D CORINTHIAN COLLEGES INC COM 218868107 162 15010 SH DEFINED 01 08 09 15010 0 0 D CORINTHIAN COLLEGES INC COM 218868107 7169 663162 SH DEFINED 02 08 09 569262 0 93900 D CORINTHIAN COLLEGES INC COM 218868107 2476 229007 SH DEFINED 04 08 09 229007 0 0 D CORNING INC COM 219350105 8610 352722 SH DEFINED 01 08 09 284822 0 67900 D CORNING INC COM 219350105 6256 256300 SH DEFINED 02 08 09 52300 0 204000 D CORNING INC COM 219350105 2 101 SH DEFINED 03 08 09 101 0 0 D CORNING INC COM 219350105 32412 1327800 SH DEFINED 04 08 09 0 1327800 0 D CORPORATE EXECUTIVE BRD CO COM 21988R102 26668 296613 SH DEFINED 01 08 09 262263 0 34350 D CORPORATE EXECUTIVE BRD CO COM 21988R102 12772 142050 SH DEFINED 02 08 09 65350 0 76700 D CORPORATE EXECUTIVE BRD CO COM 21988R102 31 345 SH DEFINED 03 08 09 345 0 0 D CORPORATE EXECUTIVE BRD CO COM 21988R102 8069 89740 SH DEFINED 04 08 09 89740 0 0 D CORRECTIONS CORP AMER NEW COM NEW 22025Y407 2141 49500 SH DEFINED 02 08 09 0 0 49500 D COST PLUS INC CALIF COM 221485105 2865 239388 SH DEFINED 01 08 09 239388 0 0 D COST PLUS INC CALIF COM 221485105 7792 650950 SH DEFINED 02 08 09 225550 0 425400 D COST PLUS INC CALIF COM 221485105 27 2250 SH DEFINED 04 08 09 2250 0 0 D COSTCO WHSL CORP NEW COM 22160K105 12098 243522 SH DEFINED 01 08 09 206822 0 36700 D COSTCO WHSL CORP NEW COM 22160K105 39979 804730 SH DEFINED 02 08 09 453535 0 351195 D COSTCO WHSL CORP NEW COM 22160K105 36 730 SH DEFINED 03 08 09 730 0 0 D COSTCO WHSL CORP NEW COM 22160K105 60865 1225150 SH DEFINED 04 08 09 8835 1216315 0 D COSTCO COMPANIES INC NOTE 8/1 22160QAC6 2454 2174000 PRN DEFINED 02 08 09 2024000 0 150000 D COUNTRYWIDE FINANCIAL CORP COM 222372104 439664 12547501 SH DEFINED 01 08 09 12469401 0 78100 D COUNTRYWIDE FINANCIAL CORP COM 222372104 519039 14812751 SH DEFINED 02 08 09 10553851 0 4258900 D COUNTRYWIDE FINANCIAL CORP COM 222372104 94 2686 SH DEFINED 03 08 09 2686 0 0 D COUNTRYWIDE FINANCIAL CORP COM 222372104 236246 6742175 SH DEFINED 04 08 09 1236425 5504000 1750 D COVENANT TRANS INC CL A 22284P105 73 5940 SH DEFINED 01 08 09 5940 0 0 D COVENANT TRANS INC CL A 22284P105 3247 265932 SH DEFINED 02 08 09 228938 0 36994 D COVENANT TRANS INC CL A 22284P105 1101 90181 SH DEFINED 04 08 09 90181 0 0 D CRAY INC COM NEW 225223304 936 84200 SH DEFINED 01 08 09 84200 0 0 D CRAY INC COM NEW 225223304 4653 418400 SH DEFINED 02 08 09 148000 0 270400 D CRAY INC COM NEW 225223304 16 1450 SH DEFINED 04 08 09 1450 0 0 D CRESCENT REAL ESTATE EQUITIE COM 225756105 25054 1148726 SH DEFINED 01 08 09 1148726 0 0 D CRESCENT REAL ESTATE EQUITIE COM 225756105 4613 211500 SH DEFINED 02 08 09 97200 0 114300 D CRESCENT REAL ESTATE EQUITIE COM 225756105 19 850 SH DEFINED 04 08 09 850 0 0 D CTRIP COM INTL LTD ADR 22943F100 16591 369101 SH DEFINED 01 08 09 331091 0 38010 D CTRIP COM INTL LTD ADR 22943F100 5802 129080 SH DEFINED 02 08 09 125950 0 3130 D CTRIP COM INTL LTD ADR 22943F100 28 630 SH DEFINED 03 08 09 630 0 0 D CTRIP COM INTL LTD ADR 22943F100 4538 100965 SH DEFINED 04 08 09 100965 0 0 D CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 197 199000 PRN DEFINED 02 08 09 177000 0 22000 D CYMER INC COM 232572107 5 103 SH DEFINED 01 08 09 103 0 0 D CYMER INC COM 232572107 399 9085 SH DEFINED 02 08 09 8300 0 785 D CYPRESS SEMICONDUCTOR CORP COM 232806109 33378 1878333 SH DEFINED 01 08 09 1829183 0 49150 D CYPRESS SEMICONDUCTOR CORP COM 232806109 24577 1383050 SH DEFINED 02 08 09 1214250 0 168800 D CYPRESS SEMICONDUCTOR CORP COM 232806109 515 29000 SH DEFINED 04 08 09 29000 0 0 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH2 4167 3219000 PRN DEFINED 02 08 09 2986000 0 233000 D CYTEC INDS INC COM 232820100 37282 670658 SH DEFINED 01 08 09 652708 0 17950 D CYTEC INDS INC COM 232820100 28314 509340 SH DEFINED 02 08 09 447220 0 62120 D CYTEC INDS INC COM 232820100 591 10640 SH DEFINED 04 08 09 10640 0 0 D D R HORTON INC COM 23331A109 7615 317889 SH DEFINED 01 08 09 317889 0 0 D D R HORTON INC COM 23331A109 162183 6770335 SH DEFINED 02 08 09 4502285 0 2268050 D D R HORTON INC COM 23331A109 87 3620 SH DEFINED 03 08 09 3620 0 0 D D R HORTON INC COM 23331A109 79008 3298175 SH DEFINED 04 08 09 198175 3100000 0 D DTS INC COM 23335C101 61 2900 SH DEFINED 01 08 09 2900 0 0 D DTS INC COM 23335C101 2714 128125 SH DEFINED 02 08 09 110175 0 17950 D DTS INC COM 23335C101 931 43980 SH DEFINED 04 08 09 43980 0 0 D DANAHER CORP DEL COM 235851102 5021 73111 SH DEFINED 01 08 09 73111 0 0 D DANAHER CORP DEL COM 235851102 101032 1471270 SH DEFINED 02 08 09 886720 0 584550 D DANAHER CORP DEL COM 235851102 121298 1766390 SH DEFINED 04 08 09 17990 1748400 0 D DARDEN RESTAURANTS INC COM 237194105 2296 54073 SH DEFINED 01 08 09 54073 0 0 D DEERE & CO COM 244199105 2077 24751 SH DEFINED 01 08 09 24751 0 0 D DEERE & CO COM 244199105 1657 19750 SH DEFINED 02 08 09 7050 0 12700 D DEERE & CO COM 244199105 2 19 SH DEFINED 03 08 09 19 0 0 D DELIA'S INC NEW COM 246911101 75 9682 SH DEFINED 01 08 09 9682 0 0 D DELIA'S INC NEW COM 246911101 3324 431637 SH DEFINED 02 08 09 371056 0 60581 D DELIA'S INC NEW COM 246911101 1130 146769 SH DEFINED 04 08 09 146769 0 0 D DELL INC COM 24702R101 175001 7662058 SH DEFINED 01 08 09 7662058 0 0 D DELL INC COM 24702R101 128679 5633943 SH DEFINED 02 08 09 4229964 0 1403979 D DELL INC COM 24702R101 15 655 SH DEFINED 03 08 09 655 0 0 D DELL INC COM 24702R101 14057 615451 SH DEFINED 04 08 09 614501 0 950 D DENDRITE INTL INC COM 248239105 209 21400 SH DEFINED 01 08 09 21400 0 0 D DENDRITE INTL INC COM 248239105 9402 961336 SH DEFINED 02 08 09 827336 0 134000 D DENDRITE INTL INC COM 248239105 3188 326003 SH DEFINED 04 08 09 326003 0 0 D DEXCOM INC COM 252131107 1081 97165 SH DEFINED 01 08 09 97165 0 0 D DEXCOM INC COM 252131107 5720 513885 SH DEFINED 02 08 09 163460 0 350425 D DEXCOM INC COM 252131107 1 65 SH DEFINED 03 08 09 65 0 0 D DEXCOM INC COM 252131107 18 1590 SH DEFINED 04 08 09 1590 0 0 D DIEBOLD INC COM 253651103 47996 1102591 SH DEFINED 01 08 09 1073331 0 29260 D DIEBOLD INC COM 253651103 51182 1175780 SH DEFINED 02 08 09 1075190 0 100590 D DIEBOLD INC COM 253651103 750 17235 SH DEFINED 04 08 09 17235 0 0 D DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB0 78 60000 PRN DEFINED 03 08 09 60000 0 0 D DISNEY WALT CO COM DISNEY 254687106 152630 4937874 SH DEFINED 01 08 09 4937874 0 0 D DISNEY WALT CO COM DISNEY 254687106 108794 3519710 SH DEFINED 02 08 09 2653063 0 866647 D DISNEY WALT CO COM DISNEY 254687106 19 630 SH DEFINED 03 08 09 630 0 0 D DISNEY WALT CO COM DISNEY 254687106 11575 374485 SH DEFINED 04 08 09 373930 0 555 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 5187 4611000 PRN DEFINED 02 08 09 4277000 0 334000 D DOBSON COMMUNICATIONS CORP CL A 256069105 3592 511642 SH DEFINED 01 08 09 511642 0 0 D DOBSON COMMUNICATIONS CORP CL A 256069105 9148 1303100 SH DEFINED 02 08 09 446600 0 856500 D DOBSON COMMUNICATIONS CORP CL A 256069105 33 4650 SH DEFINED 04 08 09 4650 0 0 D DONEGAL GROUP INC CL A 257701201 6911 341801 SH DEFINED 01 08 09 341801 0 0 D DONEGAL GROUP INC CL A 257701201 16204 801392 SH DEFINED 02 08 09 294282 0 507110 D DONEGAL GROUP INC CL A 257701201 51 2510 SH DEFINED 04 08 09 2510 0 0 D DONNELLEY R R & SONS CO COM 257867101 1243 37700 SH DEFINED 01 08 09 37700 0 0 D DONNELLEY R R & SONS CO COM 257867101 946 28700 SH DEFINED 02 08 09 10800 0 17900 D DONNELLEY R R & SONS CO COM 257867101 1 29 SH DEFINED 03 08 09 29 0 0 D DOT HILL SYS CORP COM 25848T109 2228 571327 SH DEFINED 01 08 09 571327 0 0 D DOT HILL SYS CORP COM 25848T109 9445 2421755 SH DEFINED 02 08 09 1200555 0 1221200 D DOT HILL SYS CORP COM 25848T109 992 254400 SH DEFINED 04 08 09 254400 0 0 D DOVER CORP COM 260003108 42788 901933 SH DEFINED 01 08 09 877973 0 23960 D DOVER CORP COM 260003108 39574 834194 SH DEFINED 02 08 09 751119 0 83075 D DOVER CORP COM 260003108 679 14315 SH DEFINED 04 08 09 14315 0 0 D DOW CHEM CO COM 260543103 1766 45315 SH DEFINED 01 08 09 45315 0 0 D DOW CHEM CO COM 260543103 1524 39100 SH DEFINED 02 08 09 12000 0 27100 D DOW CHEM CO COM 260543103 30 770 SH DEFINED 03 08 09 770 0 0 D DOW JONES & CO INC COM 260561105 29159 869371 SH DEFINED 01 08 09 845121 0 24250 D DOW JONES & CO INC COM 260561105 28775 857940 SH DEFINED 02 08 09 774190 0 83750 D DOW JONES & CO INC COM 260561105 482 14360 SH DEFINED 04 08 09 14360 0 0 D DRAXIS HEALTH INC COM 26150J101 73 16700 SH DEFINED 02 08 09 16700 0 0 D DRIL-QUIP INC COM 262037104 1588 23457 SH DEFINED 01 08 09 23457 0 0 D DRIL-QUIP INC COM 262037104 778 11500 SH DEFINED 02 08 09 10600 0 900 D DU PONT E I DE NEMOURS & CO COM 263534109 35825 836253 SH DEFINED 01 08 09 836253 0 0 D DU PONT E I DE NEMOURS & CO COM 263534109 6146 143454 SH DEFINED 02 08 09 72204 0 71250 D DU PONT E I DE NEMOURS & CO COM 263534109 42 980 SH DEFINED 04 08 09 980 0 0 D DUCOMMUN INC DEL COM 264147109 147 7895 SH DEFINED 01 08 09 7895 0 0 D DUCOMMUN INC DEL COM 264147109 6578 352531 SH DEFINED 02 08 09 302431 0 50100 D DUCOMMUN INC DEL COM 264147109 2217 118800 SH DEFINED 04 08 09 118800 0 0 D DYCOM INDS INC COM 267475101 144 6675 SH DEFINED 01 08 09 6675 0 0 D DYCOM INDS INC COM 267475101 6474 301129 SH DEFINED 02 08 09 259179 0 41950 D DYCOM INDS INC COM 267475101 2198 102210 SH DEFINED 04 08 09 102210 0 0 D DYNEGY INC NEW CL A 26816Q101 4523 816439 SH DEFINED 01 08 09 816439 0 0 D DYNEGY INC NEW CL A 26816Q101 12459 2249000 SH DEFINED 02 08 09 776300 0 1472700 D DYNEGY INC NEW CL A 26816Q101 44 7900 SH DEFINED 04 08 09 7900 0 0 D DYNEX CAP INC COM NEW 26817Q506 984 144675 SH DEFINED 02 08 09 144675 0 0 D EOG RES INC COM 26875P101 6 95 SH DEFINED 01 08 09 95 0 0 D EOG RES INC COM 26875P101 3051 46900 SH DEFINED 02 08 09 46900 0 0 D E TRADE FINANCIAL CORP COM 269246104 12271 513017 SH DEFINED 01 08 09 458917 0 54100 D E TRADE FINANCIAL CORP COM 269246104 2260 94500 SH DEFINED 02 08 09 94500 0 0 D E TRADE FINANCIAL CORP COM 269246104 5208 217735 SH DEFINED 04 08 09 217735 0 0 D EATON CORP COM 278058102 729 10583 SH DEFINED 01 08 09 10583 0 0 D EBAY INC COM 278642103 415998 14668470 SH DEFINED 01 08 09 14668470 0 0 D EBAY INC COM 278642103 322618 11375819 SH DEFINED 02 08 09 8535995 0 2839824 D EBAY INC COM 278642103 26 925 SH DEFINED 03 08 09 925 0 0 D EBAY INC COM 278642103 34359 1211536 SH DEFINED 04 08 09 1209636 0 1900 D ECHELON CORP COM 27874N105 2870 349164 SH DEFINED 01 08 09 349164 0 0 D ECHELON CORP COM 27874N105 7419 902500 SH DEFINED 02 08 09 323700 0 578800 D ECHELON CORP COM 27874N105 26 3150 SH DEFINED 04 08 09 3150 0 0 D ECLIPSYS CORP COM 278856109 12126 677025 SH DEFINED 01 08 09 677025 0 0 D ECLIPSYS CORP COM 278856109 32746 1828350 SH DEFINED 02 08 09 638950 0 1189400 D ECLIPSYS CORP COM 278856109 116 6450 SH DEFINED 04 08 09 6450 0 0 D ECOLAB INC COM 278865100 4587 107113 SH DEFINED 01 08 09 107113 0 0 D ECOLAB INC COM 278865100 109008 2545715 SH DEFINED 02 08 09 1693425 0 852290 D ECOLAB INC COM 278865100 56 1310 SH DEFINED 03 08 09 1310 0 0 D ECOLAB INC COM 278865100 109280 2552075 SH DEFINED 04 08 09 73075 2479000 0 D EDWARDS AG INC COM 281760108 5420 101728 SH DEFINED 02 08 09 101728 0 0 D EDWARDS LIFESCIENCES CORP COM 28176E108 31828 683141 SH DEFINED 01 08 09 665041 0 18100 D EDWARDS LIFESCIENCES CORP COM 28176E108 23841 511720 SH DEFINED 02 08 09 449370 0 62350 D EDWARDS LIFESCIENCES CORP COM 28176E108 501 10750 SH DEFINED 04 08 09 10750 0 0 D EL PASO CORP COM 28336L109 1 90 SH DEFINED 01 08 09 90 0 0 D EL PASO CORP COM 28336L109 198 14500 SH DEFINED 02 08 09 14500 0 0 D ELECTRO RENT CORP COM 285218103 50 2955 SH DEFINED 01 08 09 2955 0 0 D ELECTRO RENT CORP COM 285218103 2240 131682 SH DEFINED 02 08 09 113412 0 18270 D ELECTRO RENT CORP COM 285218103 757 44521 SH DEFINED 04 08 09 44521 0 0 D ELECTRO SCIENTIFIC INDS COM 285229100 206 10005 SH DEFINED 01 08 09 10005 0 0 D ELECTRO SCIENTIFIC INDS COM 285229100 9441 458306 SH DEFINED 02 08 09 394026 0 64280 D ELECTRO SCIENTIFIC INDS COM 285229100 3173 154022 SH DEFINED 04 08 09 154022 0 0 D ELECTRONIC ARTS INC COM 285512109 156450 2809801 SH DEFINED 01 08 09 2809801 0 0 D ELECTRONIC ARTS INC COM 285512109 124315 2232676 SH DEFINED 02 08 09 1678326 0 554350 D ELECTRONIC ARTS INC COM 285512109 53 960 SH DEFINED 03 08 09 960 0 0 D ELECTRONIC ARTS INC COM 285512109 12865 231060 SH DEFINED 04 08 09 230690 0 370 D ELECTRONIC DATA SYS NEW COM 285661104 225027 9177274 SH DEFINED 01 08 09 7820074 0 1357200 D ELECTRONIC DATA SYS NEW COM 285661104 36394 1484253 SH DEFINED 02 08 09 1071072 0 413181 D ELECTRONIC DATA SYS NEW COM 285661104 1036 42265 SH DEFINED 04 08 09 36475 0 5790 D ELECTRONICS FOR IMAGING INC COM 286082102 59 2600 SH DEFINED 01 08 09 2600 0 0 D ELECTRONICS FOR IMAGING INC COM 286082102 2651 115850 SH DEFINED 02 08 09 99200 0 16650 D ELECTRONICS FOR IMAGING INC COM 286082102 922 40300 SH DEFINED 04 08 09 40300 0 0 D EMERSON ELEC CO COM 291011104 5053 60258 SH DEFINED 01 08 09 60258 0 0 D EMERSON ELEC CO COM 291011104 60762 724560 SH DEFINED 02 08 09 418530 0 306030 D EMERSON ELEC CO COM 291011104 59565 710285 SH DEFINED 04 08 09 8235 702050 0 D EMMIS COMMUNICATIONS CORP CL A 291525103 122 10000 SH DEFINED 02 08 09 10000 0 0 D ENERGY CONVERSION DEVICES IN COM 292659109 15319 413582 SH DEFINED 01 08 09 370682 0 42900 D ENERGY CONVERSION DEVICES IN COM 292659109 16221 437930 SH DEFINED 02 08 09 141550 0 296380 D ENERGY CONVERSION DEVICES IN COM 292659109 36 960 SH DEFINED 03 08 09 960 0 0 D ENERGY CONVERSION DEVICES IN COM 292659109 3914 105680 SH DEFINED 04 08 09 105680 0 0 D ENTEGRIS INC COM 29362U104 359 32876 SH DEFINED 01 08 09 32876 0 0 D ENTEGRIS INC COM 29362U104 24768 2270204 SH DEFINED 02 08 09 2064646 0 205558 D ENTEGRIS INC COM 29362U104 5490 503235 SH DEFINED 04 08 09 503235 0 0 D EQUINIX INC COM NEW 29444U502 9511 158246 SH DEFINED 01 08 09 140946 0 17300 D EQUINIX INC COM NEW 29444U502 9855 163980 SH DEFINED 02 08 09 67250 0 96730 D EQUINIX INC COM NEW 29444U502 2131 35450 SH DEFINED 04 08 09 35450 0 0 D EQUITY INNS INC COM 294703103 7265 456334 SH DEFINED 01 08 09 456334 0 0 D EQUITY INNS INC COM 294703103 13846 869700 SH DEFINED 02 08 09 368900 0 500800 D EQUITY INNS INC COM 294703103 50 3150 SH DEFINED 04 08 09 3150 0 0 D ESTERLINE TECHNOLOGIES CORP COM 297425100 27 800 SH DEFINED 01 08 09 800 0 0 D ESTERLINE TECHNOLOGIES CORP COM 297425100 1263 37400 SH DEFINED 02 08 09 32100 0 5300 D ESTERLINE TECHNOLOGIES CORP COM 297425100 429 12700 SH DEFINED 04 08 09 12700 0 0 D EURONET WORLDWIDE INC NOTE 3.500% 10/1 298736AF6 1518 1579000 PRN DEFINED 02 08 09 1462000 0 117000 D EVANS & SUTHERLAND COMPUTER COM 299096107 27 5900 SH DEFINED 01 08 09 5900 0 0 D EVANS & SUTHERLAND COMPUTER COM 299096107 978 217320 SH DEFINED 02 08 09 181709 0 35611 D EVANS & SUTHERLAND COMPUTER COM 299096107 408 90577 SH DEFINED 04 08 09 90577 0 0 D EXACT SCIENCES CORP COM 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TECHNOLOGIES INC COM 30249U101 2 30 SH DEFINED 03 08 09 30 0 0 D FMC TECHNOLOGIES INC COM 30249U101 36611 681760 SH DEFINED 04 08 09 97160 584600 0 D FSI INTL INC COM 302633102 81 14075 SH DEFINED 01 08 09 14075 0 0 D FSI INTL INC COM 302633102 3628 630903 SH DEFINED 02 08 09 542671 0 88232 D FSI INTL INC COM 302633102 1245 216562 SH DEFINED 04 08 09 216562 0 0 D FTI CONSULTING INC COM 302941109 149 5935 SH DEFINED 01 08 09 5935 0 0 D FTI CONSULTING INC COM 302941109 6623 264282 SH DEFINED 02 08 09 227407 0 36875 D FTI CONSULTING INC COM 302941109 2255 89970 SH DEFINED 04 08 09 89970 0 0 D FAIRCHILD SEMICONDUCTOR INTL COM 303726103 5651 302172 SH DEFINED 01 08 09 302172 0 0 D FAIRCHILD SEMICONDUCTOR INTL COM 303726103 15451 826250 SH DEFINED 02 08 09 282250 0 544000 D FAIRCHILD SEMICONDUCTOR INTL COM 303726103 55 2950 SH DEFINED 04 08 09 2950 0 0 D FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000% 11/0 303727AJ0 1927 1935000 PRN DEFINED 01 08 09 1935000 0 0 D FAIRCHILD SEMICONDUCTOR CORP NOTE 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INC COM 315616102 3 60 SH DEFINED 01 08 09 60 0 0 D F5 NETWORKS INC COM 315616102 784 14585 SH DEFINED 02 08 09 13300 0 1285 D FIRST NIAGARA FINL GP INC COM 33582V108 114 7797 SH DEFINED 01 08 09 7797 0 0 D FIRST NIAGARA FINL GP INC COM 33582V108 5067 347563 SH DEFINED 02 08 09 298880 0 48683 D FIRST NIAGARA FINL GP INC COM 33582V108 1737 119118 SH DEFINED 04 08 09 119118 0 0 D FISHER SCIENTIFIC INTL INC COM NEW 338032204 6197 79200 SH DEFINED 02 08 09 79200 0 0 D FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX3 1398 1201000 PRN DEFINED 02 08 09 1017000 0 184000 D FLEETWOOD ENTERPRISES INC COM 339099103 3643 541348 SH DEFINED 01 08 09 541348 0 0 D FLEETWOOD ENTERPRISES INC COM 339099103 10781 1601900 SH DEFINED 02 08 09 577600 0 1024300 D FLEETWOOD ENTERPRISES INC COM 339099103 38 5600 SH DEFINED 04 08 09 5600 0 0 D FLOW INTL CORP COM 343468104 6 500 SH DEFINED 01 08 09 500 0 0 D FLOW INTL CORP COM 343468104 261 20150 SH DEFINED 02 08 09 17300 0 2850 D FLOW INTL CORP COM 343468104 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10120 0 0 D FOSSIL INC COM 349882100 9733 451860 SH DEFINED 02 08 09 388510 0 63350 D FOSSIL INC COM 349882100 3329 154529 SH DEFINED 04 08 09 154529 0 0 D 4 KIDS ENTMT INC COM 350865101 4685 283928 SH DEFINED 01 08 09 283928 0 0 D 4 KIDS ENTMT INC COM 350865101 11315 685750 SH DEFINED 02 08 09 239050 0 446700 D 4 KIDS ENTMT INC COM 350865101 37 2250 SH DEFINED 04 08 09 2250 0 0 D FOXHOLLOW TECHNOLOGIES INC COM 35166A103 12781 373834 SH DEFINED 01 08 09 335434 0 38400 D FOXHOLLOW TECHNOLOGIES INC COM 35166A103 13883 406040 SH DEFINED 02 08 09 126850 0 279190 D FOXHOLLOW TECHNOLOGIES INC COM 35166A103 22 635 SH DEFINED 03 08 09 635 0 0 D FOXHOLLOW TECHNOLOGIES INC COM 35166A103 2584 75565 SH DEFINED 04 08 09 75565 0 0 D FRANKLIN RES INC COM 354613101 2755 26055 SH DEFINED 01 08 09 26055 0 0 D FRANKLIN RES INC COM 354613101 2110 19950 SH DEFINED 02 08 09 7450 0 12500 D FRANKLIN RES INC COM 354613101 2 20 SH DEFINED 03 08 09 20 0 0 D FREESCALE SEMICONDUCTOR INC CL B 35687M206 5 123 SH DEFINED 01 08 09 123 0 0 D FREESCALE SEMICONDUCTOR INC CL B 35687M206 12965 341100 SH DEFINED 02 08 09 341100 0 0 D FRONTIER OIL CORP COM 35914P105 1995 75067 SH DEFINED 01 08 09 75067 0 0 D FRONTIER OIL CORP COM 35914P105 5412 203600 SH DEFINED 02 08 09 38500 0 165100 D FRONTIER OIL CORP COM 35914P105 5 185 SH DEFINED 04 08 09 185 0 0 D FUEL-TECH N V COM 359523107 213 14300 SH DEFINED 02 08 09 14300 0 0 D FUELCELL ENERGY INC COM 35952H106 7437 977206 SH DEFINED 01 08 09 977206 0 0 D FUELCELL ENERGY INC COM 35952H106 20346 2673550 SH DEFINED 02 08 09 935550 0 1738000 D FUELCELL ENERGY INC COM 35952H106 72 9500 SH DEFINED 04 08 09 9500 0 0 D FULTON FINL CORP PA COM 360271100 81 5031 SH DEFINED 01 08 09 5031 0 0 D FULTON FINL CORP PA COM 360271100 3641 224883 SH DEFINED 02 08 09 193383 0 31500 D FULTON FINL CORP PA COM 360271100 1253 77403 SH DEFINED 04 08 09 77403 0 0 D GFI GROUP INC COM 361652209 17716 320414 SH DEFINED 01 08 09 279864 0 40550 D GFI GROUP INC COM 361652209 9800 177250 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COM 364760108 926 48850 SH DEFINED 04 08 09 48850 0 0 D GENENTECH INC COM NEW 368710406 522818 6321857 SH DEFINED 01 08 09 6237007 0 84850 D GENENTECH INC COM NEW 368710406 431725 5220369 SH DEFINED 02 08 09 3858987 0 1361382 D GENENTECH INC COM NEW 368710406 72 875 SH DEFINED 03 08 09 875 0 0 D GENENTECH INC COM NEW 368710406 121146 1464885 SH DEFINED 04 08 09 640410 823600 875 D GENERAL DYNAMICS CORP COM 369550108 5103 71206 SH DEFINED 01 08 09 71206 0 0 D GENERAL DYNAMICS CORP COM 369550108 56856 793300 SH DEFINED 02 08 09 468510 0 324790 D GENERAL DYNAMICS CORP COM 369550108 23 316 SH DEFINED 03 08 09 316 0 0 D GENERAL DYNAMICS CORP COM 369550108 61110 852660 SH DEFINED 04 08 09 9060 843600 0 D GENERAL ELECTRIC CO COM 369604103 238279 6750117 SH DEFINED 01 08 09 6750117 0 0 D GENERAL ELECTRIC CO COM 369604103 323790 9172529 SH DEFINED 02 08 09 6394058 0 2778471 D GENERAL ELECTRIC CO COM 369604103 23 660 SH DEFINED 03 08 09 660 0 0 D GENERAL ELECTRIC CO COM 369604103 117060 3316154 SH DEFINED 04 08 09 707009 2608080 1065 D GENERAL MLS INC COM 370334104 1562 27598 SH DEFINED 01 08 09 27598 0 0 D GENERAL MLS INC COM 370334104 1220 21550 SH DEFINED 02 08 09 7850 0 13700 D GENERAL MLS INC COM 370334104 1 21 SH DEFINED 03 08 09 21 0 0 D GENERAL MTRS CORP COM 370442105 205211 6169912 SH DEFINED 01 08 09 5307212 0 862700 D GENERAL MTRS CORP COM 370442105 32610 980450 SH DEFINED 02 08 09 707250 0 273200 D GENERAL MTRS CORP COM 370442105 919 27618 SH DEFINED 04 08 09 23838 0 3780 D GENERAL MTRS CORP DEB SR CONV B 370442733 1568 77950 SH DEFINED 01 08 09 77950 0 0 D GENERAL MTRS CORP DEB SR CONV B 370442733 1632 81101 SH DEFINED 02 08 09 74426 0 6675 D GENERAL MTRS CORP DEB SR CONV A 370442741 1360 54400 SH DEFINED 01 08 09 54400 0 0 D GENERAL MTRS CORP DEB SR CONV A 370442741 917 36674 SH DEFINED 02 08 09 34009 0 2665 D GENERAL MTRS CORP DEB SR CONV A 370442741 45 1800 SH DEFINED 03 08 09 1800 0 0 D GENZYME CORP COM 372917104 325676 4826973 SH DEFINED 01 08 09 4784573 0 42400 D GENZYME CORP COM 372917104 280535 4157915 SH DEFINED 02 08 09 3052315 0 1105600 D GENZYME CORP COM 372917104 20 300 SH DEFINED 03 08 09 300 0 0 D GENZYME CORP COM 372917104 81570 1208985 SH DEFINED 04 08 09 431485 776800 700 D GENZYME CORP NOTE 1.250% 12/0 372917AN4 5691 5139000 PRN DEFINED 02 08 09 4792000 0 347000 D GEORGIA GULF CORP COM PAR $0.01 373200203 203 7400 SH DEFINED 01 08 09 7400 0 0 D GEORGIA GULF CORP COM PAR $0.01 373200203 9183 334889 SH DEFINED 02 08 09 288039 0 46850 D GEORGIA GULF CORP COM PAR $0.01 373200203 3138 114459 SH DEFINED 04 08 09 114459 0 0 D GERBER SCIENTIFIC INC COM 373730100 70 4690 SH DEFINED 01 08 09 4690 0 0 D GERBER SCIENTIFIC INC COM 373730100 3118 208130 SH DEFINED 02 08 09 178625 0 29505 D GERBER SCIENTIFIC INC COM 373730100 1076 71827 SH DEFINED 04 08 09 71827 0 0 D GLATFELTER COM 377316104 5201 383822 SH DEFINED 01 08 09 383822 0 0 D GLATFELTER COM 377316104 12240 903300 SH DEFINED 02 08 09 325100 0 578200 D GLATFELTER COM 377316104 41 3050 SH DEFINED 04 08 09 3050 0 0 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 102 5700 SH DEFINED 01 08 09 5700 0 0 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1213 68000 SH DEFINED 02 08 09 0 0 68000 D GOLDEN WEST FINL CORP DEL COM 381317106 32 415 SH DEFINED 01 08 09 415 0 0 D GOLDEN WEST FINL CORP DEL COM 381317106 2912 37700 SH DEFINED 02 08 09 37700 0 0 D GOLDEN WEST FINL CORP DEL COM 381317106 27 345 SH DEFINED 03 08 09 345 0 0 D GOLDMAN SACHS GROUP INC COM 38141G104 22110 130697 SH DEFINED 01 08 09 105297 0 25400 D GOLDMAN SACHS GROUP INC COM 38141G104 116768 690240 SH DEFINED 02 08 09 380140 0 310100 D GOLDMAN SACHS GROUP INC COM 38141G104 194502 1149740 SH DEFINED 04 08 09 7540 1142200 0 D GOODRICH PETE CORP COM NEW 382410405 876 29100 SH DEFINED 02 08 09 0 0 29100 D GOOGLE INC CL A 38259P508 663423 1650716 SH DEFINED 01 08 09 1636616 0 14100 D GOOGLE INC CL A 38259P508 590175 1468462 SH DEFINED 02 08 09 1081082 0 387380 D GOOGLE INC CL A 38259P508 88 220 SH DEFINED 03 08 09 220 0 0 D GOOGLE INC CL A 38259P508 153377 381630 SH DEFINED 04 08 09 159890 221500 240 D GRAFTECH INTL LTD COM 384313102 6649 1138509 SH DEFINED 01 08 09 1138509 0 0 D GRAFTECH INTL LTD COM 384313102 17071 2923100 SH DEFINED 02 08 09 1038900 0 1884200 D GRAFTECH INTL LTD COM 384313102 54 9250 SH DEFINED 04 08 09 9250 0 0 D GRAINGER W W INC COM 384802104 1316 19630 SH DEFINED 01 08 09 19630 0 0 D GREENBRIER COS INC COM 393657101 184 6330 SH DEFINED 01 08 09 6330 0 0 D GREENBRIER COS INC COM 393657101 8032 276873 SH DEFINED 02 08 09 237943 0 38930 D GREENBRIER COS INC COM 393657101 2758 95054 SH DEFINED 04 08 09 95054 0 0 D GREENE CNTY BANCSHARES INC COM NEW 394361208 70 1920 SH DEFINED 01 08 09 1920 0 0 D GREENE CNTY BANCSHARES INC COM NEW 394361208 3185 87118 SH DEFINED 02 08 09 74768 0 12350 D GREENE CNTY BANCSHARES INC COM NEW 394361208 1099 30067 SH DEFINED 04 08 09 30067 0 0 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 3795 178500 SH DEFINED 02 08 09 0 0 178500 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 142 3800 SH DEFINED 01 08 09 3800 0 0 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 142 3800 SH DEFINED 02 08 09 3800 0 0 D GULF ISLAND FABRICATION INC COM 402307102 39 1490 SH DEFINED 01 08 09 1490 0 0 D GULF ISLAND FABRICATION INC COM 402307102 1725 66122 SH DEFINED 02 08 09 56730 0 9392 D GULF ISLAND FABRICATION INC COM 402307102 594 22764 SH DEFINED 04 08 09 22764 0 0 D GYMBOREE CORP COM 403777105 4926 116781 SH DEFINED 01 08 09 116781 0 0 D GYMBOREE CORP COM 403777105 12441 294950 SH DEFINED 02 08 09 103250 0 191700 D GYMBOREE CORP COM 403777105 44 1050 SH DEFINED 04 08 09 1050 0 0 D HAIN CELESTIAL GROUP INC COM 405217100 8970 350936 SH DEFINED 01 08 09 350936 0 0 D HAIN CELESTIAL GROUP INC COM 405217100 23703 927350 SH DEFINED 02 08 09 324750 0 602600 D HAIN CELESTIAL GROUP INC COM 405217100 84 3300 SH DEFINED 04 08 09 3300 0 0 D HALLIBURTON CO COM 406216101 6954 244428 SH DEFINED 01 08 09 244428 0 0 D HALLIBURTON CO COM 406216101 128523 4517520 SH DEFINED 02 08 09 2936960 0 1580560 D HALLIBURTON CO COM 406216101 82 2870 SH DEFINED 03 08 09 2870 0 0 D HALLIBURTON CO COM 406216101 130295 4579800 SH DEFINED 04 08 09 120020 4459780 0 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM3 2066 1312000 PRN DEFINED 02 08 09 1220000 0 92000 D HANESBRANDS INC COM 410345102 5425 240984 SH DEFINED 01 08 09 240984 0 0 D HANESBRANDS INC COM 410345102 91 4050 SH DEFINED 02 08 09 4050 0 0 D HARLEY DAVIDSON INC COM 412822108 1639 26115 SH DEFINED 01 08 09 26115 0 0 D HARLEY DAVIDSON INC COM 412822108 1239 19750 SH DEFINED 02 08 09 7450 0 12300 D HARLEY DAVIDSON INC COM 412822108 15 240 SH DEFINED 03 08 09 240 0 0 D HARTFORD FINL SVCS GROUP INC COM 416515104 1095 12628 SH DEFINED 01 08 09 12628 0 0 D HARTFORD FINL SVCS GROUP INC COM 416515104 3758 43320 SH DEFINED 02 08 09 19620 0 23700 D HARTFORD FINL SVCS GROUP INC COM 416515104 34 390 SH DEFINED 03 08 09 390 0 0 D HARTFORD FINL SVCS GROUP INC COM 416515104 22 250 SH DEFINED 04 08 09 250 0 0 D HEALTHEXTRAS INC COM 422211102 913 32242 SH DEFINED 01 08 09 32242 0 0 D HEALTH NET INC COM 42222G108 2946 67700 SH DEFINED 01 08 09 67700 0 0 D HEALTH NET INC COM 42222G108 2230 51250 SH DEFINED 02 08 09 19350 0 31900 D HEALTH NET INC COM 42222G108 2 52 SH DEFINED 03 08 09 52 0 0 D HEALTHSPRING INC COM 42224N101 860 44700 SH DEFINED 01 08 09 44700 0 0 D HEALTHSPRING INC COM 42224N101 3926 203950 SH DEFINED 02 08 09 69950 0 134000 D HEALTHSPRING INC COM 42224N101 14 750 SH DEFINED 04 08 09 750 0 0 D HERLEY INDS INC DEL COM 427398102 84 6800 SH DEFINED 01 08 09 6800 0 0 D HERLEY INDS INC DEL COM 427398102 3772 304682 SH DEFINED 02 08 09 262332 0 42350 D HERLEY INDS INC DEL COM 427398102 1284 103720 SH DEFINED 04 08 09 103720 0 0 D HEWLETT PACKARD CO COM 428236103 345265 9410343 SH DEFINED 01 08 09 8083543 0 1326800 D HEWLETT PACKARD CO COM 428236103 54453 1484133 SH DEFINED 02 08 09 1071328 0 412805 D HEWLETT PACKARD CO COM 428236103 1562 42579 SH DEFINED 04 08 09 36774 0 5805 D HEXCEL CORP NEW COM 428291108 218 15418 SH DEFINED 01 08 09 15418 0 0 D HEXCEL CORP NEW COM 428291108 12424 878003 SH DEFINED 02 08 09 780483 0 97520 D HEXCEL CORP NEW COM 428291108 3360 237430 SH DEFINED 04 08 09 237430 0 0 D HILLENBRAND INDS INC COM 431573104 42987 754417 SH DEFINED 01 08 09 734317 0 20100 D HILLENBRAND INDS INC COM 431573104 38448 674756 SH DEFINED 02 08 09 605756 0 69000 D HILLENBRAND INDS INC COM 431573104 672 11800 SH DEFINED 04 08 09 11800 0 0 D HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ2 2818 2147000 PRN DEFINED 02 08 09 1988000 0 159000 D HITTITE MICROWAVE CORP COM 43365Y104 14662 329486 SH DEFINED 01 08 09 289261 0 40225 D HITTITE MICROWAVE CORP COM 43365Y104 12796 287541 SH DEFINED 02 08 09 139056 0 148485 D HITTITE MICROWAVE CORP COM 43365Y104 3620 81355 SH DEFINED 04 08 09 81355 0 0 D HOME DEPOT INC COM 437076102 3795 104640 SH DEFINED 01 08 09 104640 0 0 D HOME DEPOT INC COM 437076102 3852 106200 SH DEFINED 02 08 09 106200 0 0 D HOME DEPOT INC COM 437076102 42 1170 SH DEFINED 04 08 09 1170 0 0 D HOME SOLUTIONS AMER INC COM 437355100 298 54300 SH DEFINED 01 08 09 54300 0 0 D HOME SOLUTIONS AMER INC COM 437355100 1345 245400 SH DEFINED 02 08 09 84000 0 161400 D HOME SOLUTIONS AMER INC COM 437355100 5 900 SH DEFINED 04 08 09 900 0 0 D HONEYWELL INTL INC COM 438516106 236638 5785760 SH DEFINED 01 08 09 4961560 0 824200 D HONEYWELL INTL INC COM 438516106 134015 3276643 SH DEFINED 02 08 09 2086643 0 1190000 D HONEYWELL INTL INC COM 438516106 11 265 SH DEFINED 03 08 09 265 0 0 D HONEYWELL INTL INC COM 438516106 110083 2691525 SH DEFINED 04 08 09 51035 2636900 3590 D HORIZON HEALTH CORP COM 44041Y104 232 15200 SH DEFINED 01 08 09 15200 0 0 D HORIZON HEALTH CORP COM 44041Y104 10423 682564 SH DEFINED 02 08 09 587024 0 95540 D HORIZON HEALTH CORP COM 44041Y104 3556 232900 SH DEFINED 04 08 09 232900 0 0 D HOSPIRA INC COM 441060100 43360 1133002 SH DEFINED 01 08 09 1097382 0 35620 D HOSPIRA INC COM 441060100 45558 1190448 SH DEFINED 02 08 09 1067698 0 122750 D HOSPIRA INC COM 441060100 804 21020 SH DEFINED 04 08 09 21020 0 0 D HOVNANIAN ENTERPRISES INC CL A 442487203 493 16800 SH DEFINED 01 08 09 16800 0 0 D HOVNANIAN ENTERPRISES INC CL A 442487203 1917 65345 SH DEFINED 02 08 09 22345 0 43000 D HOVNANIAN ENTERPRISES INC CL A 442487203 7 250 SH DEFINED 04 08 09 250 0 0 D HUB INTERNATIONAL LTD COM 44332P101 7585 262259 SH DEFINED 01 08 09 240509 0 21750 D HUB INTERNATIONAL LTD COM 44332P101 9337 322850 SH DEFINED 02 08 09 81250 0 241600 D HUB INTERNATIONAL LTD COM 44332P101 41 1420 SH DEFINED 03 08 09 1420 0 0 D HUB INTERNATIONAL LTD COM 44332P101 1296 44815 SH DEFINED 04 08 09 44815 0 0 D HUMAN GENOME SCIENCES INC COM 444903108 4638 401913 SH DEFINED 01 08 09 401913 0 0 D HUMAN GENOME SCIENCES INC COM 444903108 14061 1218450 SH DEFINED 02 08 09 405750 0 812700 D HUMAN GENOME SCIENCES INC COM 444903108 52 4500 SH DEFINED 04 08 09 4500 0 0 D HUNTSMAN CORP COM 447011107 276 15167 SH DEFINED 01 08 09 15167 0 0 D HUTCHINSON TECHNOLOGY INC COM 448407106 168 8000 SH DEFINED 01 08 09 8000 0 0 D HUTCHINSON TECHNOLOGY INC COM 448407106 7547 358873 SH DEFINED 02 08 09 308773 0 50100 D HUTCHINSON TECHNOLOGY INC COM 448407106 2586 122945 SH DEFINED 04 08 09 122945 0 0 D ICO GLOBAL COMM HLDGS LTD DE CL A 44930K108 27 4647 SH DEFINED 01 08 09 4647 0 0 D ICO GLOBAL COMM HLDGS LTD DE CL A 44930K108 555 94879 SH DEFINED 02 08 09 94879 0 0 D ITT CORP NEW COM 450911102 9113 177750 SH DEFINED 01 08 09 123250 0 54500 D ITT CORP NEW COM 450911102 6022 117450 SH DEFINED 02 08 09 11850 0 105600 D ITT CORP NEW COM 450911102 42985 838400 SH DEFINED 04 08 09 0 838400 0 D IKON OFFICE SOLUTIONS INC COM 451713101 5480 407760 SH DEFINED 01 08 09 407760 0 0 D IKON OFFICE SOLUTIONS INC COM 451713101 14039 1044600 SH DEFINED 02 08 09 359200 0 685400 D IKON OFFICE SOLUTIONS INC COM 451713101 50 3750 SH DEFINED 04 08 09 3750 0 0 D ILLINOIS TOOL WKS INC COM 452308109 1295 28850 SH DEFINED 01 08 09 28850 0 0 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 2181 45700 SH DEFINED 01 08 09 45700 0 0 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 1561 32700 SH DEFINED 02 08 09 11900 0 20800 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 13 262 SH DEFINED 03 08 09 262 0 0 D INPUT/OUTPUT INC COM 457652105 67 6700 SH DEFINED 01 08 09 6700 0 0 D INPUT/OUTPUT INC COM 457652105 2972 299253 SH DEFINED 02 08 09 257253 0 42000 D INPUT/OUTPUT INC COM 457652105 1018 102561 SH DEFINED 04 08 09 102561 0 0 D INSITUFORM TECHNOLOGIES INC CL A 457667103 246 10133 SH DEFINED 01 08 09 10133 0 0 D INSITUFORM TECHNOLOGIES INC CL A 457667103 10952 451078 SH DEFINED 02 08 09 387668 0 63410 D INSITUFORM TECHNOLOGIES INC CL A 457667103 3786 155923 SH DEFINED 04 08 09 155923 0 0 D INNERWORKINGS INC COM 45773Y105 1869 159055 SH DEFINED 01 08 09 159055 0 0 D INNERWORKINGS INC COM 45773Y105 6099 519050 SH DEFINED 02 08 09 97100 0 421950 D INNERWORKINGS INC COM 45773Y105 6 500 SH DEFINED 04 08 09 500 0 0 D INTEGRATED DEVICE TECHNOLOGY COM 458118106 166 10325 SH DEFINED 01 08 09 10325 0 0 D INTEGRATED DEVICE TECHNOLOGY COM 458118106 7356 458051 SH DEFINED 02 08 09 393101 0 64950 D INTEGRATED DEVICE TECHNOLOGY COM 458118106 2541 158205 SH DEFINED 04 08 09 158205 0 0 D INTEL CORP COM 458140100 322265 15666731 SH DEFINED 01 08 09 13481531 0 2185200 D INTEL CORP COM 458140100 65204 3169845 SH DEFINED 02 08 09 2464745 0 705100 D INTEL CORP COM 458140100 1 54 SH DEFINED 03 08 09 54 0 0 D INTEL CORP COM 458140100 1478 71840 SH DEFINED 04 08 09 62405 0 9435 D INTEL CORP SDCV 2.950% 12/1 458140AD2 140 157000 PRN DEFINED 02 08 09 77000 0 80000 D INTEL CORP SDCV 2.950% 12/1 458140AD2 192 215000 PRN DEFINED 03 08 09 215000 0 0 D INTERGRAPH CORP COM 458683109 660 15400 SH DEFINED 01 08 09 15400 0 0 D INTERGRAPH CORP COM 458683109 2493 58150 SH DEFINED 02 08 09 19350 0 38800 D INTERGRAPH CORP COM 458683109 9 200 SH DEFINED 04 08 09 200 0 0 D INTERNATIONAL BUSINESS MACHS COM 459200101 277409 3385510 SH DEFINED 01 08 09 2918919 0 466591 D INTERNATIONAL BUSINESS MACHS COM 459200101 43188 527064 SH DEFINED 02 08 09 380364 0 146700 D INTERNATIONAL BUSINESS MACHS COM 459200101 1226 14965 SH DEFINED 04 08 09 12945 0 2020 D INTERNATIONAL FLAVORS&FRAGRA COM 459506101 50840 1285789 SH DEFINED 01 08 09 1251489 0 34300 D INTERNATIONAL FLAVORS&FRAGRA COM 459506101 44624 1128584 SH DEFINED 02 08 09 1037984 0 90600 D INTERNATIONAL FLAVORS&FRAGRA COM 459506101 801 20250 SH DEFINED 04 08 09 20250 0 0 D INTERNATIONAL RECTIFIER CORP COM 460254105 25147 721795 SH DEFINED 01 08 09 693345 0 28450 D INTERNATIONAL RECTIFIER CORP COM 460254105 40511 1162772 SH DEFINED 02 08 09 1014452 0 148320 D INTERNATIONAL RECTIFIER CORP COM 460254105 4893 140446 SH DEFINED 04 08 09 140446 0 0 D INTERNET CAP GROUP INC COM NEW 46059C205 61 6500 SH DEFINED 01 08 09 6500 0 0 D INTERNET CAP GROUP INC COM NEW 46059C205 2739 289850 SH DEFINED 02 08 09 249400 0 40450 D INTERNET CAP GROUP INC COM NEW 46059C205 936 99006 SH DEFINED 04 08 09 99006 0 0 D INTERPOOL INC COM 46062R108 126 5600 SH DEFINED 01 08 09 5600 0 0 D INTERPOOL INC COM 46062R108 4357 194005 SH DEFINED 02 08 09 158775 0 35230 D INTERPOOL INC COM 46062R108 1936 86206 SH DEFINED 04 08 09 86206 0 0 D INTERPUBLIC GROUP COS INC COM 460690100 16466 1663240 SH DEFINED 01 08 09 1398540 0 264700 D INTERPUBLIC GROUP COS INC COM 460690100 9054 914550 SH DEFINED 02 08 09 423950 0 490600 D INTERPUBLIC GROUP COS INC COM 460690100 106 10680 SH DEFINED 04 08 09 9540 0 1140 D INTERSIL CORP CL A 46069S109 169998 6924575 SH DEFINED 01 08 09 5845975 0 1078600 D INTERSIL CORP CL A 46069S109 35990 1465995 SH DEFINED 02 08 09 948795 0 517200 D INTERSIL CORP CL A 46069S109 856 34870 SH DEFINED 04 08 09 30275 0 4595 D INTERWOVEN INC COM NEW 46114T508 81 7382 SH DEFINED 01 08 09 7382 0 0 D INTERWOVEN INC COM NEW 46114T508 3627 328835 SH DEFINED 02 08 09 282635 0 46200 D INTERWOVEN INC COM NEW 46114T508 1246 112995 SH DEFINED 04 08 09 112995 0 0 D INTRALASE CORP COM 461169104 12194 618659 SH DEFINED 01 08 09 554559 0 64100 D INTRALASE CORP COM 461169104 14162 718520 SH DEFINED 02 08 09 245560 0 472960 D INTRALASE CORP COM 461169104 21 1070 SH DEFINED 03 08 09 1070 0 0 D INTRALASE CORP COM 461169104 2475 125560 SH DEFINED 04 08 09 125560 0 0 D INTUITIVE SURGICAL INC COM NEW 46120E602 15104 143237 SH DEFINED 01 08 09 121887 0 21350 D INTUITIVE SURGICAL INC COM NEW 46120E602 3815 36175 SH DEFINED 02 08 09 35000 0 1175 D INTUITIVE SURGICAL INC COM NEW 46120E602 5162 48950 SH DEFINED 04 08 09 48950 0 0 D INVESTORS BANCORP INC COM 46146P102 228 15100 SH DEFINED 01 08 09 15100 0 0 D INVESTORS BANCORP INC COM 46146P102 10186 675011 SH DEFINED 02 08 09 580511 0 94500 D INVESTORS BANCORP INC COM 46146P102 3419 226592 SH DEFINED 04 08 09 226592 0 0 D INVITROGEN CORP COM 46185R100 10539 166202 SH DEFINED 01 08 09 144102 0 22100 D INVITROGEN CORP COM 46185R100 1782 28100 SH DEFINED 02 08 09 28100 0 0 D INVITROGEN CORP COM 46185R100 3234 51005 SH DEFINED 04 08 09 51005 0 0 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 3567 3322000 PRN DEFINED 02 08 09 3072000 0 250000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 140 130000 PRN DEFINED 03 08 09 130000 0 0 D INVITROGEN CORP NOTE 3.250% 6/1 46185RAM2 68 70000 PRN DEFINED 03 08 09 70000 0 0 D ISHARES TR RUSSELL MCP VL 464287473 41452 304500 SH DEFINED 01 08 09 304500 0 0 D ISHARES TR RUSSELL MIDCAP 464287499 41879 449100 SH DEFINED 01 08 09 449100 0 0 D J CREW GROUP INC COM 46612H402 1024 34042 SH DEFINED 01 08 09 34042 0 0 D J CREW GROUP INC COM 46612H402 1024 34042 SH DEFINED 02 08 09 34042 0 0 D J CREW GROUP INC COM 46612H402 18426 612770 SH DEFINED 06 08 09 612770 0 0 D JDS UNIPHASE CORP COM 46612J101 853 389473 SH DEFINED 02 08 09 389473 0 0 D JDS UNIPHASE CORP COM 46612J101 1797 820614 SH DEFINED 05 08 09 820614 0 0 D JDS UNIPHASE CORP NOTE 11/1 46612JAB7 55 60000 PRN DEFINED 03 08 09 60000 0 0 D JP MORGAN CHASE & CO COM 46625H100 476191 10140355 SH DEFINED 01 08 09 8771999 0 1368356 D JP MORGAN CHASE & CO COM 46625H100 217121 4623533 SH DEFINED 02 08 09 3090385 0 1533148 D JP MORGAN CHASE & CO COM 46625H100 125 2671 SH DEFINED 03 08 09 2671 0 0 D JP MORGAN CHASE & CO COM 46625H100 144283 3072474 SH DEFINED 04 08 09 115551 2950920 6003 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 2707 99646 SH DEFINED 01 08 09 99646 0 0 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 9057 333335 SH DEFINED 02 08 09 95450 0 237885 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 7 275 SH DEFINED 04 08 09 275 0 0 D JOHNSON & JOHNSON COM 478160104 13772 212065 SH DEFINED 01 08 09 162165 0 49900 D JOHNSON & JOHNSON COM 478160104 7634 117550 SH DEFINED 02 08 09 18750 0 98800 D JOHNSON & JOHNSON COM 478160104 1 21 SH DEFINED 03 08 09 21 0 0 D JOHNSON & JOHNSON COM 478160104 35256 542900 SH DEFINED 04 08 09 0 542900 0 D JONES APPAREL GROUP INC COM 480074103 54432 1677916 SH DEFINED 01 08 09 1632026 0 45890 D JONES APPAREL GROUP INC COM 480074103 47603 1467402 SH DEFINED 02 08 09 1311892 0 155510 D JONES APPAREL GROUP INC COM 480074103 862 26580 SH DEFINED 04 08 09 26580 0 0 D JOY GLOBAL INC COM 481165108 11933 317282 SH DEFINED 01 08 09 270182 0 47100 D JOY GLOBAL INC COM 481165108 1907 50700 SH DEFINED 02 08 09 50700 0 0 D JOY GLOBAL INC COM 481165108 53 1410 SH DEFINED 03 08 09 1410 0 0 D JOY GLOBAL INC COM 481165108 4217 112135 SH DEFINED 04 08 09 112135 0 0 D JUNIPER NETWORKS INC COM 48203R104 1327 76775 SH DEFINED 01 08 09 76775 0 0 D JUNIPER NETWORKS INC COM 48203R104 1013 58600 SH DEFINED 02 08 09 22000 0 36600 D JUNIPER NETWORKS INC COM 48203R104 1 59 SH DEFINED 03 08 09 59 0 0 D JUNIPER NETWORKS INC NOTE 6/1 48203RAC8 1423 1363000 PRN DEFINED 02 08 09 1263000 0 100000 D KLA-TENCOR CORP COM 482480100 30128 677497 SH DEFINED 01 08 09 677497 0 0 D KLA-TENCOR CORP COM 482480100 18844 423756 SH DEFINED 02 08 09 421736 0 2020 D K2 INC COM 482732104 122 10400 SH DEFINED 01 08 09 10400 0 0 D K2 INC COM 482732104 5469 466260 SH DEFINED 02 08 09 401110 0 65150 D K2 INC COM 482732104 1876 159900 SH DEFINED 04 08 09 159900 0 0 D KAMAN CORP COM 483548103 69 3840 SH DEFINED 01 08 09 3840 0 0 D KAMAN CORP COM 483548103 3097 171966 SH DEFINED 02 08 09 147926 0 24040 D KAMAN CORP COM 483548103 1058 58750 SH DEFINED 04 08 09 58750 0 0 D KANBAY INTL INC COM 48369P207 43 2100 SH DEFINED 01 08 09 2100 0 0 D KANBAY INTL INC COM 48369P207 1911 92950 SH DEFINED 02 08 09 79800 0 13150 D KANBAY INTL INC COM 48369P207 652 31700 SH DEFINED 04 08 09 31700 0 0 D KAYDON CORP COM 486587108 62 1670 SH DEFINED 01 08 09 1670 0 0 D KAYDON CORP COM 486587108 2758 74508 SH DEFINED 02 08 09 64058 0 10450 D KAYDON CORP COM 486587108 939 25357 SH DEFINED 04 08 09 25357 0 0 D KEANE INC COM 486665102 176 12200 SH DEFINED 01 08 09 12200 0 0 D KEANE INC COM 486665102 7980 553749 SH DEFINED 02 08 09 476199 0 77550 D KEANE INC COM 486665102 2728 189292 SH DEFINED 04 08 09 189292 0 0 D KEITHLEY INSTRS INC COM 487584104 153 12038 SH DEFINED 01 08 09 12038 0 0 D KEITHLEY INSTRS INC COM 487584104 6758 530014 SH DEFINED 02 08 09 454302 0 75712 D KEITHLEY INSTRS INC COM 487584104 2353 184554 SH DEFINED 04 08 09 184554 0 0 D KELLWOOD CO COM 488044108 118 4100 SH DEFINED 01 08 09 4100 0 0 D KELLWOOD CO COM 488044108 5326 184755 SH DEFINED 02 08 09 159105 0 25650 D KELLWOOD CO COM 488044108 1823 63245 SH DEFINED 04 08 09 63245 0 0 D KEMET CORP COM 488360108 404 50010 SH DEFINED 01 08 09 50010 0 0 D KEMET CORP COM 488360108 27039 3350617 SH DEFINED 02 08 09 3038672 0 311945 D KEMET CORP COM 488360108 6170 764531 SH DEFINED 04 08 09 764531 0 0 D KERYX BIOPHARMACEUTICALS INC COM 492515101 610 51540 SH DEFINED 01 08 09 51540 0 0 D KERYX BIOPHARMACEUTICALS INC COM 492515101 1685 142450 SH DEFINED 02 08 09 29700 0 112750 D KERYX BIOPHARMACEUTICALS INC COM 492515101 3 265 SH DEFINED 03 08 09 265 0 0 D KERYX BIOPHARMACEUTICALS INC COM 492515101 2 130 SH DEFINED 04 08 09 130 0 0 D KIMBERLY CLARK CORP COM 494368103 267556 4093581 SH DEFINED 01 08 09 3517200 0 576381 D KIMBERLY CLARK CORP COM 494368103 42017 642850 SH DEFINED 02 08 09 465040 0 177810 D KIMBERLY CLARK CORP COM 494368103 1203 18400 SH DEFINED 04 08 09 15885 0 2515 D KINDRED HEALTHCARE INC COM 494580103 3750 126133 SH DEFINED 01 08 09 126133 0 0 D KINDRED HEALTHCARE INC COM 494580103 18657 627539 SH DEFINED 02 08 09 379539 0 248000 D KINDRED HEALTHCARE INC COM 494580103 3267 109900 SH DEFINED 04 08 09 109900 0 0 D KIRBY CORP COM 497266106 3862 123277 SH DEFINED 01 08 09 123277 0 0 D KIRBY CORP COM 497266106 9301 296876 SH DEFINED 02 08 09 103676 0 193200 D KIRBY CORP COM 497266106 33 1050 SH DEFINED 04 08 09 1050 0 0 D KNOLL INC COM NEW 498904200 162 8000 SH DEFINED 01 08 09 8000 0 0 D KNOLL INC COM NEW 498904200 7205 356663 SH DEFINED 02 08 09 306653 0 50010 D KNOLL INC COM NEW 498904200 2477 122619 SH DEFINED 04 08 09 122619 0 0 D KOHLS CORP COM 500255104 8132 125255 SH DEFINED 01 08 09 125255 0 0 D KOHLS CORP COM 500255104 121837 1876720 SH DEFINED 02 08 09 1226530 0 650190 D KOHLS CORP COM 500255104 61 941 SH DEFINED 03 08 09 941 0 0 D KOHLS CORP COM 500255104 118234 1821225 SH DEFINED 04 08 09 51725 1769500 0 D KOOKMIN BK NEW SPONSORED ADR 50049M109 245 3137 SH DEFINED 01 08 09 3137 0 0 D KORN FERRY INTL COM NEW 500643200 134 6400 SH DEFINED 01 08 09 6400 0 0 D KORN FERRY INTL COM NEW 500643200 6018 287406 SH DEFINED 02 08 09 247156 0 40250 D KORN FERRY INTL COM NEW 500643200 2064 98546 SH DEFINED 04 08 09 98546 0 0 D KRAFT FOODS INC CL A 50075N104 341145 9566609 SH DEFINED 01 08 09 8220609 0 1346000 D KRAFT FOODS INC CL A 50075N104 53375 1496770 SH DEFINED 02 08 09 1083905 0 412865 D KRAFT FOODS INC CL A 50075N104 1530 42915 SH DEFINED 04 08 09 37125 0 5790 D KRONOS INC COM 501052104 68 2000 SH DEFINED 01 08 09 2000 0 0 D KRONOS INC COM 501052104 3100 90950 SH DEFINED 02 08 09 78050 0 12900 D KRONOS INC COM 501052104 1057 31000 SH DEFINED 04 08 09 31000 0 0 D KULICKE & SOFFA INDS INC COM 501242101 185 20980 SH DEFINED 01 08 09 20980 0 0 D KULICKE & SOFFA INDS INC COM 501242101 8325 941760 SH DEFINED 02 08 09 810055 0 131705 D KULICKE & SOFFA INDS INC COM 501242101 2848 322119 SH DEFINED 04 08 09 322119 0 0 D LSI LOGIC CORP COM 502161102 39831 4845603 SH DEFINED 01 08 09 4711003 0 134600 D LSI LOGIC CORP COM 502161102 40295 4902050 SH DEFINED 02 08 09 4441950 0 460100 D LSI LOGIC CORP COM 502161102 652 79350 SH DEFINED 04 08 09 79350 0 0 D LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ1 1911 1895000 PRN DEFINED 01 08 09 1895000 0 0 D LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ1 3729 3697000 PRN DEFINED 02 08 09 3430000 0 267000 D LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ1 71 70000 PRN DEFINED 03 08 09 70000 0 0 D LTX CORP COM 502392103 271 54000 SH DEFINED 01 08 09 54000 0 0 D LTX CORP COM 502392103 12116 2418264 SH DEFINED 02 08 09 2079474 0 338790 D LTX CORP COM 502392103 4131 824596 SH DEFINED 04 08 09 824596 0 0 D LAKELAND INDS INC COM 511795106 2511 206505 SH DEFINED 02 08 09 206505 0 0 D LATTICE SEMICONDUCTOR CORP COM 518415104 2436 357244 SH DEFINED 01 08 09 357244 0 0 D LATTICE SEMICONDUCTOR CORP COM 518415104 19766 2898186 SH DEFINED 02 08 09 2025886 0 872300 D LATTICE SEMICONDUCTOR CORP COM 518415104 4654 682345 SH DEFINED 04 08 09 682345 0 0 D LAUDER ESTEE COS INC CL A 518439104 4138 102615 SH DEFINED 01 08 09 102615 0 0 D LECROY CORP COM 52324W109 142 10281 SH DEFINED 01 08 09 10281 0 0 D LECROY CORP COM 52324W109 10375 752929 SH DEFINED 02 08 09 688116 0 64813 D LECROY CORP COM 52324W109 2153 156254 SH DEFINED 04 08 09 156254 0 0 D LEGGETT & PLATT INC COM 524660107 28945 1156424 SH DEFINED 01 08 09 1125324 0 31100 D LEGGETT & PLATT INC COM 524660107 30843 1232258 SH DEFINED 02 08 09 1125358 0 106900 D LEGGETT & PLATT INC COM 524660107 461 18400 SH DEFINED 04 08 09 18400 0 0 D LEUCADIA NATL CORP COM 527288104 367 14042 SH DEFINED 02 08 09 14042 0 0 D LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 3154 5000000 PRN DEFINED 02 08 09 5000000 0 0 D LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 3405 4210000 PRN DEFINED 02 08 09 3900000 0 310000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF2 4790 4350000 PRN DEFINED 02 08 09 3983000 0 367000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF2 55 50000 PRN DEFINED 03 08 09 50000 0 0 D LIFEPOINT HOSPITALS INC COM 53219L109 283 8000 SH DEFINED 01 08 09 8000 0 0 D LIFEPOINT HOSPITALS INC COM 53219L109 12773 361648 SH DEFINED 02 08 09 311248 0 50400 D LIFEPOINT HOSPITALS INC COM 53219L109 4330 122600 SH DEFINED 04 08 09 122600 0 0 D LILLY ELI & CO COM 532457108 1778 31195 SH DEFINED 01 08 09 31195 0 0 D LILLY ELI & CO COM 532457108 1405 24650 SH DEFINED 02 08 09 9050 0 15600 D LILLY ELI & CO COM 532457108 23 397 SH DEFINED 03 08 09 397 0 0 D LINDSAY MFG CO COM 535555106 8487 295187 SH DEFINED 01 08 09 295187 0 0 D LINDSAY MFG CO COM 535555106 22889 796124 SH DEFINED 02 08 09 279000 0 517124 D LINDSAY MFG CO COM 535555106 81 2800 SH DEFINED 04 08 09 2800 0 0 D LOCKHEED MARTIN CORP COM 539830109 5021 58339 SH DEFINED 01 08 09 58339 0 0 D LOCKHEED MARTIN CORP COM 539830109 97936 1138000 SH DEFINED 02 08 09 682700 0 455300 D LOCKHEED MARTIN CORP COM 539830109 52 610 SH DEFINED 03 08 09 610 0 0 D LOCKHEED MARTIN CORP COM 539830109 115226 1338900 SH DEFINED 04 08 09 13900 1325000 0 D LOCKHEED MARTIN CORP DBCV 8/1 539830AP4 2113 1669000 PRN DEFINED 02 08 09 1544000 0 125000 D LORAL SPACE & COMMUNICATNS L COM 543881106 615 23354 SH DEFINED 02 08 09 23354 0 0 D LOWES COS INC COM 548661107 8425 300261 SH DEFINED 01 08 09 208261 0 92000 D LOWES COS INC COM 548661107 6013 214300 SH DEFINED 02 08 09 20100 0 194200 D LOWES COS INC COM 548661107 42758 1523800 SH DEFINED 04 08 09 0 1523800 0 D LUBYS INC COM 549282101 730 74008 SH DEFINED 01 08 09 74008 0 0 D LUBYS INC COM 549282101 1927 195235 SH DEFINED 02 08 09 66835 0 128400 D LUBYS INC COM 549282101 7 700 SH DEFINED 04 08 09 700 0 0 D LUCENT TECHNOLOGIES INC COM 549463107 193073 82509655 SH DEFINED 01 08 09 70116455 0 12393200 D LUCENT TECHNOLOGIES INC COM 549463107 31827 13601270 SH DEFINED 02 08 09 9738770 0 3862500 D LUCENT TECHNOLOGIES INC COM 549463107 906 387290 SH DEFINED 04 08 09 334540 0 52750 D LUCENT TECHNOLOGIES INC SDCV 8.000% 8/0 549463AK3 2411 2390000 PRN DEFINED 01 08 09 2390000 0 0 D LUCENT TECHNOLOGIES INC SDCV 8.000% 8/0 549463AK3 76 75000 PRN DEFINED 03 08 09 75000 0 0 D LYDALL INC DEL COM 550819106 48 5345 SH DEFINED 01 08 09 5345 0 0 D LYDALL INC DEL COM 550819106 2128 239148 SH DEFINED 02 08 09 205683 0 33465 D LYDALL INC DEL COM 550819106 730 81989 SH DEFINED 04 08 09 81989 0 0 D LYONDELL CHEMICAL CO COM 552078107 5860 231000 SH DEFINED 01 08 09 231000 0 0 D LYONDELL CHEMICAL CO COM 552078107 93 3660 SH DEFINED 02 08 09 3660 0 0 D MEMC ELECTR MATLS INC COM 552715104 330409 10021494 SH DEFINED 02 08 09 10021494 0 0 D MKS INSTRUMENT INC COM 55306N104 240 11830 SH DEFINED 01 08 09 11830 0 0 D MKS INSTRUMENT INC COM 55306N104 10794 531485 SH DEFINED 02 08 09 457215 0 74270 D MKS INSTRUMENT INC COM 55306N104 3692 181781 SH DEFINED 04 08 09 181781 0 0 D MACDERMID INC COM 554273102 169 5180 SH DEFINED 01 08 09 5180 0 0 D MACDERMID INC COM 554273102 7560 231774 SH DEFINED 02 08 09 199504 0 32270 D MACDERMID INC COM 554273102 2583 79198 SH DEFINED 04 08 09 79198 0 0 D MACROVISION CORP COM 555904101 455 19200 SH DEFINED 01 08 09 19200 0 0 D MACROVISION CORP COM 555904101 20347 858866 SH DEFINED 02 08 09 738666 0 120200 D MACROVISION CORP COM 555904101 6994 295225 SH DEFINED 04 08 09 295225 0 0 D MAGMA DESIGN AUTOMATION COM 559181102 72 7885 SH DEFINED 01 08 09 7885 0 0 D MAGMA DESIGN AUTOMATION COM 559181102 3191 350687 SH DEFINED 02 08 09 301737 0 48950 D MAGMA DESIGN AUTOMATION COM 559181102 1094 120257 SH DEFINED 04 08 09 120257 0 0 D MANOR CARE INC NEW COM 564055101 1770 33863 SH DEFINED 01 08 09 33863 0 0 D MANOR CARE INC NEW COM 564055101 3701 70800 SH DEFINED 02 08 09 24300 0 46500 D MANOR CARE INC NEW COM 564055101 13 250 SH DEFINED 04 08 09 250 0 0 D MARATHON OIL CORP COM 565849106 1092 14194 SH DEFINED 01 08 09 14194 0 0 D MARSH & MCLENNAN COS INC COM 571748102 3645 129468 SH DEFINED 01 08 09 129468 0 0 D MARSH & MCLENNAN COS INC COM 571748102 64573 2293875 SH DEFINED 02 08 09 1370390 0 923485 D MARSH & MCLENNAN COS INC COM 571748102 75121 2668599 SH DEFINED 04 08 09 27604 2640995 0 D MARSHALL & ILSLEY CORP COM 571834100 51379 1066388 SH DEFINED 01 08 09 1040638 0 25750 D MARSHALL & ILSLEY CORP COM 571834100 50678 1051850 SH DEFINED 02 08 09 954050 0 97800 D MARSHALL & ILSLEY CORP COM 571834100 807 16750 SH DEFINED 04 08 09 16750 0 0 D MASCO CORP COM 574599106 3600 131298 SH DEFINED 01 08 09 131298 0 0 D MASCO CORP COM 574599106 81491 2971950 SH DEFINED 02 08 09 1793300 0 1178650 D MASCO CORP COM 574599106 100651 3670700 SH DEFINED 04 08 09 36600 3634100 0 D MATERIAL SCIENCES CORP COM 576674105 119 11935 SH DEFINED 01 08 09 11935 0 0 D MATERIAL SCIENCES CORP COM 576674105 5403 542453 SH DEFINED 02 08 09 466073 0 76380 D MATERIAL SCIENCES CORP COM 576674105 1866 187392 SH DEFINED 04 08 09 187392 0 0 D MATTEL INC COM 577081102 238712 12117336 SH DEFINED 01 08 09 10417936 0 1699400 D MATTEL INC COM 577081102 37294 1893112 SH DEFINED 02 08 09 1370712 0 522400 D MATTEL INC COM 577081102 1076 54644 SH DEFINED 04 08 09 47214 0 7430 D MATTSON TECHNOLOGY INC COM 577223100 11875 1430759 SH DEFINED 01 08 09 1430759 0 0 D MATTSON TECHNOLOGY INC COM 577223100 35943 4330502 SH DEFINED 02 08 09 1845682 0 2484820 D MATTSON TECHNOLOGY INC COM 577223100 1934 233041 SH DEFINED 04 08 09 233041 0 0 D MAXTOR CORP NOTE 6.800% 4/3 577729AC0 72 65000 PRN DEFINED 03 08 09 65000 0 0 D MAXWELL TECHNOLOGIES INC COM 577767106 64 3135 SH DEFINED 01 08 09 3135 0 0 D MAXWELL TECHNOLOGIES INC COM 577767106 2843 139788 SH DEFINED 02 08 09 120192 0 19596 D MAXWELL TECHNOLOGIES INC COM 577767106 974 47903 SH DEFINED 04 08 09 47903 0 0 D MCAFEE INC COM 579064106 51657 2111905 SH DEFINED 01 08 09 2052005 0 59900 D MCAFEE INC COM 579064106 60551 2475500 SH DEFINED 02 08 09 2269500 0 206000 D MCAFEE INC COM 579064106 863 35300 SH DEFINED 04 08 09 35300 0 0 D MCDONALDS CORP COM 580135101 4378 111915 SH DEFINED 01 08 09 111915 0 0 D MCDONALDS CORP COM 580135101 12 300 SH DEFINED 03 08 09 300 0 0 D MCMORAN EXPLORATION CO NOTE 6.000% 7/0 582411AB0 191 140000 PRN DEFINED 02 08 09 123000 0 17000 D MCMORAN EXPLORATION CO NOTE 5.250% 10/0 582411AE4 119 97000 PRN DEFINED 02 08 09 38000 0 59000 D MEADWESTVACO CORP COM 583334107 230192 8683208 SH DEFINED 01 08 09 7476308 0 1206900 D MEADWESTVACO CORP COM 583334107 43911 1656379 SH DEFINED 02 08 09 1280821 0 375558 D MEADWESTVACO CORP COM 583334107 1026 38700 SH DEFINED 04 08 09 33415 0 5285 D MECHEL OAO SPONSORED ADR 583840103 1015 50000 SH DEFINED 02 08 09 0 0 50000 D MEDAREX INC NOTE 2.250% 5/1 583916AG6 1629 1566000 PRN DEFINED 02 08 09 1458000 0 108000 D MEDAREX INC NOTE 2.250% 5/1 583916AG6 68 65000 PRN DEFINED 03 08 09 65000 0 0 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 209932 3492457 SH DEFINED 01 08 09 2896957 0 595500 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 43982 731695 SH DEFINED 02 08 09 420895 0 310800 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 90189 1500391 SH DEFINED 04 08 09 13886 1484300 2205 D MEDIACOM COMMUNICATIONS CORP CL A 58446K105 4755 667809 SH DEFINED 01 08 09 667809 0 0 D MEDIACOM COMMUNICATIONS CORP CL A 58446K105 12757 1791700 SH DEFINED 02 08 09 626900 0 1164800 D MEDIACOM COMMUNICATIONS CORP CL A 58446K105 45 6350 SH DEFINED 04 08 09 6350 0 0 D MEDICAL PPTYS TRUST INC COM 58463J304 3893 290743 SH DEFINED 01 08 09 290743 0 0 D MEDICAL PPTYS TRUST INC COM 58463J304 7923 591700 SH DEFINED 02 08 09 255300 0 336400 D MEDICAL PPTYS TRUST INC COM 58463J304 34 2550 SH DEFINED 04 08 09 2550 0 0 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB7 2834 2772000 PRN DEFINED 02 08 09 2572000 0 200000 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB7 56 55000 PRN DEFINED 03 08 09 55000 0 0 D MEDIMMUNE INC COM 584699102 11303 386941 SH DEFINED 01 08 09 331591 0 55350 D MEDIMMUNE INC COM 584699102 7020 240335 SH DEFINED 02 08 09 65880 0 174455 D MEDIMMUNE INC COM 584699102 10 330 SH DEFINED 03 08 09 330 0 0 D MEDIMMUNE INC COM 584699102 3395 116230 SH DEFINED 04 08 09 116230 0 0 D MEDTRONIC INC COM 585055106 6984 150389 SH DEFINED 01 08 09 104389 0 46000 D MEDTRONIC INC COM 585055106 4140 89150 SH DEFINED 02 08 09 10050 0 79100 D MEDTRONIC INC COM 585055106 23367 503172 SH DEFINED 04 08 09 0 503172 0 D MERCURY COMPUTER SYS COM 589378108 101 8500 SH DEFINED 01 08 09 8500 0 0 D MERCURY COMPUTER SYS COM 589378108 4749 400754 SH DEFINED 02 08 09 347404 0 53350 D MERCURY COMPUTER SYS COM 589378108 1551 130886 SH DEFINED 04 08 09 130886 0 0 D MERCURY GENL CORP NEW COM 589400100 7327 147698 SH DEFINED 02 08 09 147698 0 0 D MEREDITH CORP COM 589433101 123 2500 SH DEFINED 01 08 09 2500 0 0 D MEREDITH CORP COM 589433101 5586 113237 SH DEFINED 02 08 09 97437 0 15800 D MEREDITH CORP COM 589433101 1933 39189 SH DEFINED 04 08 09 39189 0 0 D MERIX CORP COM 590049102 151 15740 SH DEFINED 01 08 09 15740 0 0 D MERIX CORP COM 590049102 6663 693392 SH DEFINED 02 08 09 594963 0 98429 D MERIX CORP COM 590049102 2308 240174 SH DEFINED 04 08 09 240174 0 0 D MERRILL LYNCH & CO INC COM 590188108 380393 4863115 SH DEFINED 01 08 09 4151015 0 712100 D MERRILL LYNCH & CO INC COM 590188108 70861 905920 SH DEFINED 02 08 09 622720 0 283200 D MERRILL LYNCH & CO INC COM 590188108 27 342 SH DEFINED 03 08 09 342 0 0 D MERRILL LYNCH & CO INC COM 590188108 1837 23480 SH DEFINED 04 08 09 20395 0 3085 D MICROSOFT CORP COM 594918104 7637 279440 SH DEFINED 01 08 09 279440 0 0 D MICROSOFT CORP COM 594918104 11599 424400 SH DEFINED 02 08 09 383400 0 41000 D MICROSOFT CORP COM 594918104 45 1657 SH DEFINED 03 08 09 1657 0 0 D MICROSOFT CORP COM 594918104 82 3000 SH DEFINED 04 08 09 3000 0 0 D MICRON TECHNOLOGY INC COM 595112103 61811 3552372 SH DEFINED 01 08 09 3473372 0 79000 D MICRON TECHNOLOGY INC COM 595112103 61354 3526100 SH DEFINED 02 08 09 3198800 0 327300 D MICRON TECHNOLOGY INC COM 595112103 979 56250 SH DEFINED 04 08 09 56250 0 0 D MILLENNIUM PHARMACEUTICALS I COM 599902103 170777 17163531 SH DEFINED 01 08 09 14433231 0 2730300 D MILLENNIUM PHARMACEUTICALS I COM 599902103 31403 3156040 SH DEFINED 02 08 09 2278540 0 877500 D MILLENNIUM PHARMACEUTICALS I COM 599902103 860 86470 SH DEFINED 04 08 09 74695 0 11775 D MILLER HERMAN INC COM 600544100 139 4070 SH DEFINED 01 08 09 4070 0 0 D MILLER HERMAN INC COM 600544100 6175 180503 SH DEFINED 02 08 09 154821 0 25682 D MILLER HERMAN INC COM 600544100 2140 62551 SH DEFINED 04 08 09 62551 0 0 D MIRANT CORP NEW COM 60467R100 611 22374 SH DEFINED 02 08 09 22374 0 0 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 147 3900 SH DEFINED 01 08 09 3900 0 0 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2852 75500 SH DEFINED 02 08 09 0 0 75500 D MODINE MFG CO COM 607828100 68 2800 SH DEFINED 01 08 09 2800 0 0 D MODINE MFG CO COM 607828100 3061 125831 SH DEFINED 02 08 09 108131 0 17700 D MODINE MFG CO COM 607828100 1046 43000 SH DEFINED 04 08 09 43000 0 0 D MODTECH HLDGS INC COM 60783C100 58 10450 SH DEFINED 01 08 09 10450 0 0 D MODTECH HLDGS INC COM 60783C100 2605 468440 SH DEFINED 02 08 09 402191 0 66249 D MODTECH HLDGS INC COM 60783C100 887 159490 SH DEFINED 04 08 09 159490 0 0 D MOLEX INC COM 608554101 9349 239897 SH DEFINED 02 08 09 239897 0 0 D MOLSON COORS BREWING CO CL B 60871R209 33775 490202 SH DEFINED 01 08 09 477252 0 12950 D MOLSON COORS BREWING CO CL B 60871R209 30012 435590 SH DEFINED 02 08 09 401540 0 34050 D MOLSON COORS BREWING CO CL B 60871R209 520 7550 SH DEFINED 04 08 09 7550 0 0 D MONACO COACH CORP COM 60886R103 250 22420 SH DEFINED 01 08 09 22420 0 0 D MONACO COACH CORP COM 60886R103 11028 989927 SH DEFINED 02 08 09 849527 0 140400 D MONACO COACH CORP COM 60886R103 3818 342719 SH DEFINED 04 08 09 342719 0 0 D MONSANTO CO NEW COM 61166W101 12934 275134 SH DEFINED 01 08 09 190734 0 84400 D MONSANTO CO NEW COM 61166W101 9143 194500 SH DEFINED 02 08 09 18400 0 176100 D MONSANTO CO NEW COM 61166W101 65377 1390700 SH DEFINED 04 08 09 0 1390700 0 D MONSTER WORLDWIDE INC COM 611742107 13848 382651 SH DEFINED 01 08 09 332051 0 50600 D MONSTER WORLDWIDE INC COM 611742107 7534 208175 SH DEFINED 02 08 09 112050 0 96125 D MONSTER WORLDWIDE INC COM 611742107 4045 111760 SH DEFINED 04 08 09 111760 0 0 D MORGAN STANLEY COM NEW 617446448 160 2190 SH DEFINED 01 08 09 2190 0 0 D MORGAN STANLEY COM NEW 617446448 11436 156850 SH DEFINED 02 08 09 156850 0 0 D MORTONS RESTAURANT GRP INC N COM 619430101 49 3200 SH DEFINED 01 08 09 3200 0 0 D MORTONS RESTAURANT GRP INC N COM 619430101 2235 145057 SH DEFINED 02 08 09 125007 0 20050 D MORTONS RESTAURANT GRP INC N COM 619430101 764 49600 SH DEFINED 04 08 09 49600 0 0 D MOTOROLA INC COM 620076109 2297 91879 SH DEFINED 01 08 09 91879 0 0 D MOTOROLA INC COM 620076109 23959 958370 SH DEFINED 02 08 09 73400 0 884970 D MOTOROLA INC COM 620076109 21 840 SH DEFINED 03 08 09 840 0 0 D MOTOROLA INC COM 620076109 32 1275 SH DEFINED 04 08 09 1275 0 0 D MULTI FINELINE ELECTRONIX IN COM 62541B101 193 7600 SH DEFINED 01 08 09 7600 0 0 D MULTI FINELINE ELECTRONIX IN COM 62541B101 8505 335228 SH DEFINED 02 08 09 287478 0 47750 D MULTI FINELINE ELECTRONIX IN COM 62541B101 2943 116000 SH DEFINED 04 08 09 116000 0 0 D MURPHY OIL CORP COM 626717102 24310 511254 SH DEFINED 01 08 09 497904 0 13350 D MURPHY OIL CORP COM 626717102 21495 452060 SH DEFINED 02 08 09 405715 0 46345 D MURPHY OIL CORP COM 626717102 383 8065 SH DEFINED 04 08 09 8065 0 0 D MYERS INDS INC COM 628464109 178 10497 SH DEFINED 01 08 09 10497 0 0 D MYERS INDS INC COM 628464109 8002 470685 SH DEFINED 02 08 09 404815 0 65870 D MYERS INDS INC COM 628464109 2734 160831 SH DEFINED 04 08 09 160831 0 0 D NBTY INC COM 628782104 66 2270 SH DEFINED 01 08 09 2270 0 0 D NBTY INC COM 628782104 2991 102184 SH DEFINED 02 08 09 87784 0 14400 D NBTY INC COM 628782104 1035 35351 SH DEFINED 04 08 09 35351 0 0 D NN INC COM 629337106 2208 186676 SH DEFINED 01 08 09 186676 0 0 D NN INC COM 629337106 10391 878361 SH DEFINED 02 08 09 534930 0 343431 D NN INC COM 629337106 1773 149890 SH DEFINED 04 08 09 149890 0 0 D NRG ENERGY INC COM NEW 629377508 42170 930910 SH DEFINED 04 08 09 930910 0 0 D NYMAGIC INC COM 629484106 69 2165 SH DEFINED 01 08 09 2165 0 0 D NYMAGIC INC COM 629484106 3042 95961 SH DEFINED 02 08 09 82721 0 13240 D NYMAGIC INC COM 629484106 1041 32836 SH DEFINED 04 08 09 32836 0 0 D NANOMETRICS INC COM 630077105 4026 435216 SH DEFINED 01 08 09 435216 0 0 D NANOMETRICS INC COM 630077105 10695 1156250 SH DEFINED 02 08 09 407750 0 748500 D NANOMETRICS INC COM 630077105 37 4000 SH DEFINED 04 08 09 4000 0 0 D NASDAQ 100 TR UNIT SER 1 631100104 1060 26072 SH DEFINED 01 08 09 26072 0 0 D NATIONAL INTERSTATE CORP COM 63654U100 18571 754924 SH DEFINED 01 08 09 673121 0 81803 D NATIONAL INTERSTATE CORP COM 63654U100 15427 627102 SH DEFINED 02 08 09 188290 0 438812 D NATIONAL INTERSTATE CORP COM 63654U100 19 790 SH DEFINED 03 08 09 790 0 0 D NATIONAL INTERSTATE CORP COM 63654U100 272 11044 SH DEFINED 04 08 09 11044 0 0 D NATIONAL OILWELL VARCO INC COM 637071101 729 12455 SH DEFINED 01 08 09 12455 0 0 D NATIONAL OILWELL VARCO INC COM 637071101 530 9050 SH DEFINED 02 08 09 8300 0 750 D NATIONAL OILWELL VARCO INC COM 637071101 16 275 SH DEFINED 03 08 09 275 0 0 D NATIONAL SEMICONDUCTOR CORP COM 637640103 38627 1641600 SH DEFINED 01 08 09 1598410 0 43190 D NATIONAL SEMICONDUCTOR CORP COM 637640103 37988 1614445 SH DEFINED 02 08 09 1464805 0 149640 D NATIONAL SEMICONDUCTOR CORP COM 637640103 603 25630 SH DEFINED 04 08 09 25630 0 0 D NETFLIX COM INC COM 64110L106 13723 602412 SH DEFINED 01 08 09 525512 0 76900 D NETFLIX COM INC COM 64110L106 9151 401695 SH DEFINED 02 08 09 182200 0 219495 D NETFLIX COM INC COM 64110L106 4094 179735 SH DEFINED 04 08 09 179735 0 0 D NETWORK APPLIANCE INC COM 64120L104 629882 17019243 SH DEFINED 01 08 09 16855143 0 164100 D NETWORK APPLIANCE INC COM 64120L104 542060 14646319 SH DEFINED 02 08 09 10655222 0 3991097 D NETWORK APPLIANCE INC COM 64120L104 133088 3595998 SH DEFINED 04 08 09 1530028 2063600 2370 D NEUSTAR INC CL A 64126X201 3 95 SH DEFINED 01 08 09 95 0 0 D NEUSTAR INC CL A 64126X201 731 26350 SH DEFINED 02 08 09 24050 0 2300 D NEW YORK CMNTY BANCORP INC COM 649445103 6320 385827 SH DEFINED 01 08 09 370075 0 15752 D NEW YORK CMNTY BANCORP INC COM 649445103 12917 788601 SH DEFINED 02 08 09 737181 0 51420 D NEW YORK CMNTY BANCORP INC COM 649445103 146 8922 SH DEFINED 04 08 09 8922 0 0 D NEWALLIANCE BANCSHARES INC COM 650203102 129 8785 SH DEFINED 01 08 09 8785 0 0 D NEWALLIANCE BANCSHARES INC COM 650203102 5791 395318 SH DEFINED 02 08 09 340118 0 55200 D NEWALLIANCE BANCSHARES INC COM 650203102 1982 135305 SH DEFINED 04 08 09 135305 0 0 D NEWMONT MINING CORP COM 651639106 2091 48901 SH DEFINED 01 08 09 48901 0 0 D NEWMONT MINING CORP COM 651639106 7526 176050 SH DEFINED 02 08 09 80250 0 95800 D NEWMONT MINING CORP COM 651639106 60 1400 SH DEFINED 04 08 09 1400 0 0 D NEWPARK RES INC COM PAR $.01 NEW 651718504 121 22700 SH DEFINED 01 08 09 22700 0 0 D NEWPARK RES INC COM PAR $.01 NEW 651718504 5381 1009478 SH DEFINED 02 08 09 866815 0 142663 D NEWPARK RES INC COM PAR $.01 NEW 651718504 1852 347408 SH DEFINED 04 08 09 347408 0 0 D NEWPORT CORP COM 651824104 178 10910 SH DEFINED 01 08 09 10910 0 0 D NEWPORT CORP COM 651824104 7929 486426 SH DEFINED 02 08 09 418166 0 68260 D NEWPORT CORP COM 651824104 2719 166785 SH DEFINED 04 08 09 166785 0 0 D NIKE INC CL B 654106103 367 4191 SH DEFINED 02 08 09 4191 0 0 D NIKE INC CL B 654106103 39 440 SH DEFINED 03 08 09 440 0 0 D NOKIA CORP SPONSORED ADR 654902204 73192 3717223 SH DEFINED 01 08 09 2578023 0 1139200 D NOKIA CORP SPONSORED ADR 654902204 92588 4702293 SH DEFINED 02 08 09 3669693 0 1032600 D NOKIA CORP SPONSORED ADR 654902204 42 2132 SH DEFINED 03 08 09 2132 0 0 D NOKIA CORP SPONSORED ADR 654902204 105430 5354505 SH DEFINED 04 08 09 112605 5241900 0 D NORDSTROM INC COM 655664100 4231 100025 SH DEFINED 01 08 09 100025 0 0 D NORFOLK SOUTHERN CORP COM 655844108 1814 41171 SH DEFINED 01 08 09 41171 0 0 D NORFOLK SOUTHERN CORP COM 655844108 29613 672250 SH DEFINED 02 08 09 398935 0 273315 D NORFOLK SOUTHERN CORP COM 655844108 19 430 SH DEFINED 03 08 09 430 0 0 D NORFOLK SOUTHERN CORP COM 655844108 33420 758675 SH DEFINED 04 08 09 9345 749330 0 D NORTH AMERN PALLADIUM LTD COM 656912102 83 11400 SH DEFINED 02 08 09 11400 0 0 D NORTHEAST CMNTY BANCORP INC COM 664112109 67 5900 SH DEFINED 01 08 09 5900 0 0 D NORTHEAST CMNTY BANCORP INC COM 664112109 2999 263511 SH DEFINED 02 08 09 226761 0 36750 D NORTHEAST CMNTY BANCORP INC COM 664112109 1025 90082 SH DEFINED 04 08 09 90082 0 0 D NORTHROP GRUMMAN CORP COM 666807102 4361 64073 SH DEFINED 01 08 09 64073 0 0 D NORTHROP GRUMMAN CORP COM 666807102 95317 1400285 SH DEFINED 02 08 09 839975 0 560310 D NORTHROP GRUMMAN CORP COM 666807102 115024 1689790 SH DEFINED 04 08 09 17145 1672645 0 D NORTHWESTERN CORP COM NEW 668074305 3096 88515 SH DEFINED 01 08 09 88515 0 0 D NORTHWESTERN CORP COM NEW 668074305 7141 204150 SH DEFINED 02 08 09 70850 0 133300 D NORTHWESTERN CORP COM NEW 668074305 26 750 SH DEFINED 04 08 09 750 0 0 D NOVA CHEMICALS CORP COM 66977W109 144 4700 SH DEFINED 01 08 09 4700 0 0 D NOVA CHEMICALS CORP COM 66977W109 4660 151757 SH DEFINED 02 08 09 122300 0 29457 D NOVA CHEMICALS CORP COM 66977W109 2208 71900 SH DEFINED 04 08 09 71900 0 0 D NOVAMED INC DEL COM 66986W108 1314 166700 SH DEFINED 01 08 09 166700 0 0 D NOVAMED INC DEL COM 66986W108 6999 888150 SH DEFINED 02 08 09 313450 0 574700 D NOVAMED INC DEL COM 66986W108 23 2900 SH DEFINED 04 08 09 2900 0 0 D NOVACEA INC COM 66987B103 70 9334 SH DEFINED 01 08 09 9334 0 0 D NOVACEA INC COM 66987B103 471 62505 SH DEFINED 02 08 09 39135 0 23370 D NOVACEA INC COM 66987B103 4 570 SH DEFINED 03 08 09 570 0 0 D NOVACEA INC COM 66987B103 3 360 SH DEFINED 04 08 09 360 0 0 D NOVELLUS SYS INC COM 670008101 61379 2219045 SH DEFINED 01 08 09 2160545 0 58500 D NOVELLUS SYS INC COM 670008101 85978 3108379 SH DEFINED 02 08 09 2822629 0 285750 D NOVELLUS SYS INC COM 670008101 6632 239781 SH DEFINED 04 08 09 239781 0 0 D NVIDIA CORP COM 67066G104 4723 159600 SH DEFINED 02 08 09 159600 0 0 D NUVELO INC COM NEW 67072M301 5366 294206 SH DEFINED 01 08 09 261656 0 32550 D NUVELO INC COM NEW 67072M301 4439 243350 SH DEFINED 02 08 09 76400 0 166950 D NUVELO INC COM NEW 67072M301 4 240 SH DEFINED 03 08 09 240 0 0 D NUVELO INC COM NEW 67072M301 1342 73565 SH DEFINED 04 08 09 73565 0 0 D OAKLEY INC COM 673662102 2647 155250 SH DEFINED 02 08 09 155250 0 0 D OCCIDENTAL PETE CORP DEL COM 674599105 724 15044 SH DEFINED 01 08 09 15044 0 0 D OCEANEERING INTL INC COM 675232102 1958 63585 SH DEFINED 01 08 09 63585 0 0 D OCEANEERING INTL INC COM 675232102 4358 141500 SH DEFINED 02 08 09 49700 0 91800 D OCEANEERING INTL INC COM 675232102 15 500 SH DEFINED 04 08 09 500 0 0 D OFFICE DEPOT INC COM 676220106 160807 4050542 SH DEFINED 01 08 09 3400942 0 649600 D OFFICE DEPOT INC COM 676220106 36097 909255 SH DEFINED 02 08 09 681155 0 228100 D OFFICE DEPOT INC COM 676220106 813 20480 SH DEFINED 04 08 09 17705 0 2775 D OFFICEMAX INC DEL COM 67622P101 4029 98900 SH DEFINED 01 08 09 98900 0 0 D OFFICEMAX INC DEL COM 67622P101 3104 76200 SH DEFINED 02 08 09 28300 0 47900 D OFFICEMAX INC DEL COM 67622P101 3 76 SH DEFINED 03 08 09 76 0 0 D OFFICEMAX INC DEL COM 67622P101 28 686 SH DEFINED 04 08 09 686 0 0 D OHIO CAS CORP COM 677240103 2468 95400 SH DEFINED 02 08 09 0 0 95400 D OLD REP INTL CORP COM 680223104 38021 1716506 SH DEFINED 01 08 09 1670569 0 45937 D OLD REP INTL CORP COM 680223104 35838 1617962 SH DEFINED 02 08 09 1459787 0 158175 D OLD REP INTL CORP COM 680223104 601 27150 SH DEFINED 04 08 09 27150 0 0 D OMNICARE INC DBCV 3.250% 12/1 681904AL2 2143 2408000 PRN DEFINED 02 08 09 2233000 0 175000 D OMNICOM GROUP INC COM 681919106 691 7380 SH DEFINED 01 08 09 7380 0 0 D OMNICARE CAP TR I PIERS 68214L201 1075 18375 SH DEFINED 02 08 09 17975 0 400 D ON ASSIGNMENT INC COM 682159108 4479 456620 SH DEFINED 01 08 09 456620 0 0 D ON ASSIGNMENT INC COM 682159108 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GROUP COM 78486Q101 26260 588271 SH DEFINED 01 08 09 564369 0 23902 D SVB FINL GROUP COM 78486Q101 30115 674609 SH DEFINED 02 08 09 592392 0 82217 D SVB FINL GROUP COM 78486Q101 628 14062 SH DEFINED 04 08 09 14062 0 0 D SAFECO CORP COM 786429100 380 6456 SH DEFINED 01 08 09 6456 0 0 D SAFENET INC COM 78645R107 318 17500 SH DEFINED 01 08 09 17500 0 0 D SAFENET INC COM 78645R107 19275 1059660 SH DEFINED 02 08 09 950060 0 109600 D SAFENET INC COM 78645R107 4863 267371 SH DEFINED 04 08 09 267371 0 0 D ST JUDE MED INC COM 790849103 13154 372750 SH DEFINED 01 08 09 258550 0 114200 D ST JUDE MED INC COM 790849103 12380 350800 SH DEFINED 02 08 09 134000 0 216800 D ST JUDE MED INC COM 790849103 4 120 SH DEFINED 03 08 09 120 0 0 D ST JUDE MED INC COM 790849103 63636 1803244 SH DEFINED 04 08 09 0 1803244 0 D ST PAUL TRAVELERS INC COM 792860108 290801 6201762 SH DEFINED 01 08 09 5301562 0 900200 D ST PAUL TRAVELERS INC COM 792860108 45074 961271 SH DEFINED 02 08 09 706715 0 254556 D ST PAUL TRAVELERS INC COM 792860108 1328 28323 SH DEFINED 04 08 09 24363 0 3960 D SAKS INC COM 79377W108 1496 86601 SH DEFINED 01 08 09 86601 0 0 D SAKS INC COM 79377W108 19336 1119004 SH DEFINED 02 08 09 803986 0 315018 D SAKS INC COM 79377W108 3262 188764 SH DEFINED 04 08 09 188764 0 0 D SALESFORCE COM INC COM 79466L302 325789 9079965 SH DEFINED 01 08 09 9017115 0 62850 D SALESFORCE COM INC COM 79466L302 276934 7718325 SH DEFINED 02 08 09 5935160 0 1783165 D SALESFORCE COM INC COM 79466L302 32075 893950 SH DEFINED 04 08 09 892500 0 1450 D SALIX PHARMACEUTICALS INC COM 795435106 9169 676187 SH DEFINED 01 08 09 608637 0 67550 D SALIX PHARMACEUTICALS INC COM 795435106 9175 676650 SH DEFINED 02 08 09 189700 0 486950 D SALIX PHARMACEUTICALS INC COM 795435106 22 1605 SH DEFINED 03 08 09 1605 0 0 D SALIX PHARMACEUTICALS INC COM 795435106 2054 151485 SH DEFINED 04 08 09 151485 0 0 D SANDERSON FARMS INC COM 800013104 133 4100 SH DEFINED 01 08 09 4100 0 0 D SANDERSON FARMS INC COM 800013104 5845 180613 SH DEFINED 02 08 09 155063 0 25550 D SANDERSON FARMS INC COM 800013104 2023 62520 SH DEFINED 04 08 09 62520 0 0 D SANDISK CORP NOTE 1.000% 5/1 80004CAC5 2348 2465000 PRN DEFINED 02 08 09 2257000 0 208000 D SARA LEE CORP COM 803111103 30984 1928070 SH DEFINED 01 08 09 1928070 0 0 D SARA LEE CORP COM 803111103 521 32400 SH DEFINED 02 08 09 32400 0 0 D SASOL LTD SPONSORED ADR 803866300 271 8245 SH DEFINED 01 08 09 8245 0 0 D SAUER-DANFOSS INC COM 804137107 29 1200 SH DEFINED 01 08 09 1200 0 0 D SAUER-DANFOSS INC COM 804137107 1436 59900 SH DEFINED 02 08 09 52200 0 7700 D SAUER-DANFOSS INC COM 804137107 453 18900 SH DEFINED 04 08 09 18900 0 0 D SCHAWK INC CL A 806373106 99 5457 SH DEFINED 01 08 09 5457 0 0 D SCHAWK INC CL A 806373106 4407 241892 SH DEFINED 02 08 09 208029 0 33863 D SCHAWK INC CL A 806373106 1510 82853 SH DEFINED 04 08 09 82853 0 0 D SCHERING PLOUGH CORP COM 806605101 4122 186600 SH DEFINED 01 08 09 186600 0 0 D SCHERING PLOUGH CORP COM 806605101 5 225 SH DEFINED 03 08 09 225 0 0 D SCHLUMBERGER LTD COM 806857108 518539 8359485 SH DEFINED 01 08 09 8359485 0 0 D SCHLUMBERGER LTD COM 806857108 500079 8061895 SH DEFINED 02 08 09 5958890 0 2103005 D SCHLUMBERGER LTD COM 806857108 100 1605 SH DEFINED 03 08 09 1605 0 0 D SCHLUMBERGER LTD COM 806857108 113281 1826230 SH DEFINED 04 08 09 803640 1021390 1200 D SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD0 7321 4512000 PRN DEFINED 02 08 09 4395000 0 117000 D SCHOLASTIC CORP COM 807066105 158 5085 SH DEFINED 01 08 09 5085 0 0 D SCHOLASTIC CORP COM 807066105 6854 220036 SH DEFINED 02 08 09 188736 0 31300 D SCHOLASTIC CORP COM 807066105 2399 77007 SH DEFINED 04 08 09 77007 0 0 D SCHWAB CHARLES CORP NEW COM 808513105 1450 81020 SH DEFINED 01 08 09 81020 0 0 D SCHWAB CHARLES CORP NEW COM 808513105 4988 278685 SH DEFINED 02 08 09 129560 0 149125 D SCHWAB CHARLES CORP NEW COM 808513105 37 2075 SH DEFINED 04 08 09 2075 0 0 D SEACOR HOLDINGS INC DBCV 2.875% 12/1 811904AH4 2646 2100000 PRN DEFINED 02 08 09 2090000 0 10000 D SEACOR HOLDINGS INC DBCV 2.875% 12/1 811904AJ0 331 263000 PRN DEFINED 02 08 09 106000 0 157000 D SEARS HLDGS CORP COM 812350106 11749 74319 SH DEFINED 01 08 09 74319 0 0 D SHARPER IMAGE CORP COM 820013100 31 3000 SH DEFINED 01 08 09 3000 0 0 D SHARPER IMAGE CORP COM 820013100 1361 132100 SH DEFINED 02 08 09 113100 0 19000 D SHARPER IMAGE CORP COM 820013100 479 46500 SH DEFINED 04 08 09 46500 0 0 D SHAW GROUP INC COM 820280105 6442 272522 SH DEFINED 01 08 09 272522 0 0 D SHAW GROUP INC COM 820280105 17268 730450 SH DEFINED 02 08 09 254150 0 476300 D SHAW GROUP INC COM 820280105 61 2600 SH DEFINED 04 08 09 2600 0 0 D SHUFFLE MASTER INC NOTE 1.250% 4/1 825549AB4 398 355000 PRN DEFINED 02 08 09 222000 0 133000 D SIERRA HEALTH SVCS INC COM 826322109 2471 65310 SH DEFINED 01 08 09 65310 0 0 D SIERRA HEALTH SVCS INC COM 826322109 6953 183750 SH DEFINED 02 08 09 34150 0 149600 D SIERRA HEALTH SVCS INC COM 826322109 6 170 SH DEFINED 03 08 09 170 0 0 D SIERRA HEALTH SVCS INC COM 826322109 6 170 SH DEFINED 04 08 09 170 0 0 D SILICON LABORATORIES INC COM 826919102 1887 60833 SH DEFINED 01 08 09 60833 0 0 D SILICON LABORATORIES INC COM 826919102 11096 357695 SH DEFINED 02 08 09 202510 0 155185 D SILICON LABORATORIES INC COM 826919102 2052 66145 SH DEFINED 04 08 09 66145 0 0 D SILICON STORAGE TECHNOLOGY I COM 827057100 766 185886 SH DEFINED 07 08 09 185886 0 0 D SILICON IMAGE INC COM 82705T102 60 4700 SH DEFINED 01 08 09 4700 0 0 D SILICON IMAGE INC COM 82705T102 2616 205654 SH DEFINED 02 08 09 176204 0 29450 D SILICON IMAGE INC COM 82705T102 909 71500 SH DEFINED 04 08 09 71500 0 0 D SIX FLAGS INC COM 83001P109 3163 604733 SH DEFINED 01 08 09 604733 0 0 D SIX FLAGS INC COM 83001P109 8895 1700750 SH DEFINED 02 08 09 594950 0 1105800 D SIX FLAGS INC COM 83001P109 32 6050 SH DEFINED 04 08 09 6050 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 168 32390 SH DEFINED 01 08 09 32390 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 7567 1458047 SH DEFINED 02 08 09 1254530 0 203517 D SKYWORKS SOLUTIONS INC COM 83088M102 2588 498632 SH DEFINED 04 08 09 498632 0 0 D SMITH INTL INC COM 832110100 21088 543514 SH DEFINED 01 08 09 469714 0 73800 D SMITH INTL INC COM 832110100 3457 89100 SH DEFINED 02 08 09 89100 0 0 D SMITH INTL INC COM 832110100 7710 198710 SH DEFINED 04 08 09 198710 0 0 D SMITH MICRO SOFTWARE INC COM 832154108 3151 219145 SH DEFINED 01 08 09 219145 0 0 D SMITH MICRO SOFTWARE INC COM 832154108 10348 719595 SH DEFINED 02 08 09 195700 0 523895 D SMITH MICRO SOFTWARE INC COM 832154108 9 605 SH DEFINED 04 08 09 605 0 0 D SMURFIT-STONE CONTAINER CORP COM 832727101 5849 522224 SH DEFINED 01 08 09 522224 0 0 D SMURFIT-STONE CONTAINER CORP COM 832727101 15286 1364850 SH DEFINED 02 08 09 468350 0 896500 D SMURFIT-STONE CONTAINER CORP COM 832727101 55 4900 SH DEFINED 04 08 09 4900 0 0 D SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 832727200 1518 63561 SH DEFINED 01 08 09 63561 0 0 D SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 832727200 81 3380 SH DEFINED 03 08 09 3380 0 0 D SOLECTRON CORP COM 834182107 134821 41356069 SH DEFINED 01 08 09 34952259 0 6403810 D SOLECTRON CORP COM 834182107 36953 11335395 SH DEFINED 02 08 09 6443955 0 4891440 D SOLECTRON CORP COM 834182107 697 213695 SH DEFINED 04 08 09 186470 0 27225 D SONOSITE INC COM 83568G104 85 3000 SH DEFINED 01 08 09 3000 0 0 D SONOSITE INC COM 83568G104 3826 134729 SH DEFINED 02 08 09 115829 0 18900 D SONOSITE INC COM 83568G104 3 115 SH DEFINED 03 08 09 115 0 0 D SONOSITE INC COM 83568G104 1326 46700 SH DEFINED 04 08 09 46700 0 0 D SONY CORP ADR NEW 835699307 233619 5788378 SH DEFINED 01 08 09 4932478 0 855900 D SONY CORP ADR NEW 835699307 29174 722855 SH DEFINED 02 08 09 443255 0 279600 D SONY CORP ADR NEW 835699307 1159 28720 SH DEFINED 04 08 09 24820 0 3900 D SOTHEBYS COM 835898107 134 4145 SH DEFINED 01 08 09 4145 0 0 D SOTHEBYS COM 835898107 6017 186629 SH DEFINED 02 08 09 160679 0 25950 D SOTHEBYS COM 835898107 2061 63925 SH DEFINED 04 08 09 63925 0 0 D SOUTHERN CO COM 842587107 1393 40421 SH DEFINED 01 08 09 40421 0 0 D SOUTHERN CO COM 842587107 1087 31550 SH DEFINED 02 08 09 11550 0 20000 D SOUTHERN CO COM 842587107 1 31 SH DEFINED 03 08 09 31 0 0 D SOVEREIGN BANCORP INC COM 845905108 10035 466542 SH DEFINED 02 08 09 466542 0 0 D SPARTECH CORP COM NEW 847220209 4671 174482 SH DEFINED 01 08 09 174482 0 0 D SPARTECH CORP COM NEW 847220209 10969 409750 SH DEFINED 02 08 09 152350 0 257400 D SPARTECH CORP COM NEW 847220209 31 1150 SH DEFINED 04 08 09 1150 0 0 D SPIRIT FIN CORP COM 848568309 2900 249754 SH DEFINED 01 08 09 249754 0 0 D SPIRIT FIN CORP COM 848568309 5128 441700 SH DEFINED 02 08 09 196300 0 245400 D SPIRIT FIN CORP COM 848568309 21 1850 SH DEFINED 04 08 09 1850 0 0 D SPRINT NEXTEL CORP COM FON 852061100 240 14000 SH DEFINED 02 08 09 14000 0 0 D SPRINT NEXTEL CORP COM FON 852061100 14 791 SH DEFINED 03 08 09 791 0 0 D STANDEX INTL CORP COM 854231107 59 2120 SH DEFINED 01 08 09 2120 0 0 D STANDEX INTL CORP COM 854231107 2707 97111 SH DEFINED 02 08 09 83520 0 13591 D STANDEX INTL CORP COM 854231107 897 32171 SH DEFINED 04 08 09 32171 0 0 D STANLEY WKS COM 854616109 37771 757692 SH DEFINED 01 08 09 732192 0 25500 D STANLEY WKS COM 854616109 43074 864080 SH DEFINED 02 08 09 776060 0 88020 D STANLEY WKS COM 854616109 751 15060 SH DEFINED 04 08 09 15060 0 0 D STARBUCKS CORP COM 855244109 92663 2721395 SH DEFINED 01 08 09 2721395 0 0 D STARBUCKS CORP COM 855244109 78582 2307836 SH DEFINED 02 08 09 1725826 0 582010 D STARBUCKS CORP COM 855244109 23 680 SH DEFINED 03 08 09 680 0 0 D STARBUCKS CORP COM 855244109 8305 243915 SH DEFINED 04 08 09 243555 0 360 D STEAK N SHAKE CO COM 857873103 79 4685 SH DEFINED 01 08 09 4685 0 0 D STEAK N SHAKE CO COM 857873103 3535 209271 SH DEFINED 02 08 09 180046 0 29225 D STEAK N SHAKE CO COM 857873103 1208 71501 SH DEFINED 04 08 09 71501 0 0 D STEELCASE INC CL A 858155203 112 7125 SH DEFINED 01 08 09 7125 0 0 D STEELCASE INC CL A 858155203 5013 319487 SH DEFINED 02 08 09 274777 0 44710 D STEELCASE INC CL A 858155203 1709 108922 SH DEFINED 04 08 09 108922 0 0 D STERLING BANCORP COM 859158107 206 10500 SH DEFINED 01 08 09 10500 0 0 D STERLING BANCORP COM 859158107 9285 472285 SH DEFINED 02 08 09 406285 0 66000 D STERLING BANCORP COM 859158107 3190 162250 SH DEFINED 04 08 09 162250 0 0 D STRAYER ED INC COM 863236105 13768 127238 SH DEFINED 01 08 09 108588 0 18650 D STRAYER ED INC COM 863236105 2197 20300 SH DEFINED 02 08 09 20300 0 0 D STRAYER ED INC COM 863236105 4150 38350 SH DEFINED 04 08 09 38350 0 0 D STREETTRACKS GOLD TR GOLD SHS 863307104 2111 35500 SH DEFINED 02 08 09 0 0 35500 D SUN MICROSYSTEMS INC COM 866810104 313984 63175937 SH DEFINED 01 08 09 54825137 0 8350800 D SUN MICROSYSTEMS INC COM 866810104 84699 17042058 SH DEFINED 02 08 09 13862680 0 3179378 D SUN MICROSYSTEMS INC COM 866810104 2019 406235 SH DEFINED 04 08 09 370990 0 35245 D SUNTECH PWR HLDGS CO LTD ADR 86800C104 568 22000 SH DEFINED 02 08 09 0 0 22000 D SUPERIOR BANCORP COM 86806M106 98 8509 SH DEFINED 01 08 09 8509 0 0 D SUPERIOR BANCORP COM 86806M106 4406 383108 SH DEFINED 02 08 09 329626 0 53482 D SUPERIOR BANCORP COM 86806M106 1483 128988 SH DEFINED 04 08 09 128988 0 0 D SUPERIOR INDS INTL INC COM 868168105 1313 78200 SH DEFINED 02 08 09 0 0 78200 D SUPERTEX INC COM 868532102 1835 47212 SH DEFINED 01 08 09 47212 0 0 D SUPERTEX INC COM 868532102 6389 164373 SH DEFINED 02 08 09 44368 0 120005 D SUPERTEX INC COM 868532102 5 140 SH DEFINED 04 08 09 140 0 0 D SYMANTEC CORP COM 871503108 291 13675 SH DEFINED 02 08 09 13675 0 0 D SYMMETRICOM INC COM 871543104 77 9590 SH DEFINED 01 08 09 9590 0 0 D SYMMETRICOM INC COM 871543104 3440 426270 SH DEFINED 02 08 09 366336 0 59934 D SYMMETRICOM INC COM 871543104 1182 146470 SH DEFINED 04 08 09 146470 0 0 D SYMYX TECHNOLOGIES COM 87155S108 2509 118400 SH DEFINED 01 08 09 118400 0 0 D SYMYX TECHNOLOGIES COM 87155S108 6985 329650 SH DEFINED 02 08 09 61350 0 268300 D SYMYX TECHNOLOGIES COM 87155S108 5 255 SH DEFINED 03 08 09 255 0 0 D SYMYX TECHNOLOGIES COM 87155S108 7 320 SH DEFINED 04 08 09 320 0 0 D SYNAPTICS INC COM 87157D109 3049 125100 SH DEFINED 01 08 09 125100 0 0 D SYNAPTICS INC COM 87157D109 10362 425190 SH DEFINED 02 08 09 133300 0 291890 D SYNAPTICS INC COM 87157D109 32 1315 SH DEFINED 03 08 09 1315 0 0 D SYNAPTICS INC COM 87157D109 8 335 SH DEFINED 04 08 09 335 0 0 D SYNAPTICS INC NOTE 0.750% 12/0 87157DAB5 191 221000 PRN DEFINED 02 08 09 39000 0 182000 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 4000 550253 SH DEFINED 01 08 09 550253 0 0 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 9304 1279740 SH DEFINED 02 08 09 507350 0 772390 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 31 4200 SH DEFINED 04 08 09 4200 0 0 D SYSCO CORP COM 871829107 5557 166132 SH DEFINED 01 08 09 166132 0 0 D SYSCO CORP COM 871829107 118287 3536245 SH DEFINED 02 08 09 2131565 0 1404680 D SYSCO CORP COM 871829107 25 741 SH DEFINED 03 08 09 741 0 0 D SYSCO CORP COM 871829107 139862 4181215 SH DEFINED 04 08 09 42860 4138355 0 D TCF FINL CORP COM 872275102 939 35700 SH DEFINED 01 08 09 35700 0 0 D TCF FINL CORP COM 872275102 2766 105200 SH DEFINED 02 08 09 35300 0 69900 D TCF FINL CORP COM 872275102 9 350 SH DEFINED 04 08 09 350 0 0 D TCW STRATEGIC INCOME FUND IN COM 872340104 700 142200 SH DEFINED 03 08 09 142200 0 0 D TCW STRATEGIC INCOME FUND IN COM 872340104 55 11200 SH DEFINED 04 08 09 11200 0 0 D THQ INC COM NEW 872443403 5547 190160 SH DEFINED 01 08 09 190160 0 0 D THQ INC COM NEW 872443403 14017 480524 SH DEFINED 02 08 09 167425 0 313099 D THQ INC COM NEW 872443403 50 1725 SH DEFINED 04 08 09 1725 0 0 D TJX COS INC NEW COM 872540109 431 15380 SH DEFINED 01 08 09 15380 0 0 D TRC COS INC COM 872625108 48 5621 SH DEFINED 01 08 09 5621 0 0 D TRC COS INC COM 872625108 2139 251055 SH DEFINED 02 08 09 215998 0 35057 D TRC COS INC COM 872625108 733 86002 SH DEFINED 04 08 09 86002 0 0 D TTM TECHNOLOGIES INC COM 87305R109 176 15000 SH DEFINED 01 08 09 15000 0 0 D TTM TECHNOLOGIES INC COM 87305R109 7587 648504 SH DEFINED 02 08 09 557754 0 90750 D TTM TECHNOLOGIES INC COM 87305R109 2679 229015 SH DEFINED 04 08 09 229015 0 0 D TXU CORP COM 873168108 319 5100 SH DEFINED 01 08 09 5100 0 0 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1121 116820 SH DEFINED 01 08 09 116820 0 0 D TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 3290 230744 SH DEFINED 01 08 09 230744 0 0 D TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 11481 805105 SH DEFINED 02 08 09 262100 0 543005 D TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 531 37215 SH DEFINED 04 08 09 37215 0 0 D TARGET CORP COM 87612E106 4056 73403 SH DEFINED 01 08 09 73403 0 0 D TASTY BAKING CO COM 876553306 2938 321800 SH DEFINED 01 08 09 321800 0 0 D TASTY BAKING CO COM 876553306 6716 735634 SH DEFINED 02 08 09 290334 0 445300 D TASTY BAKING CO COM 876553306 22 2450 SH DEFINED 04 08 09 2450 0 0 D TECH DATA CORP COM 878237106 2134 58408 SH DEFINED 01 08 09 58408 0 0 D TECH DATA CORP COM 878237106 5567 152400 SH DEFINED 02 08 09 49000 0 103400 D TECH DATA CORP COM 878237106 18 500 SH DEFINED 04 08 09 500 0 0 D TECK COMINCO LTD CL B 878742204 658 10480 SH DEFINED 01 08 09 10480 0 0 D TEKELEC COM 879101103 162 12500 SH DEFINED 01 08 09 12500 0 0 D TEKELEC COM 879101103 7292 562635 SH DEFINED 02 08 09 484035 0 78600 D TEKELEC COM 879101103 2495 192486 SH DEFINED 04 08 09 192486 0 0 D TEKTRONIX INC COM 879131100 29763 1028782 SH DEFINED 01 08 09 1001802 0 26980 D TEKTRONIX INC COM 879131100 26966 932115 SH DEFINED 02 08 09 839405 0 92710 D TEKTRONIX INC COM 879131100 462 15960 SH DEFINED 04 08 09 15960 0 0 D TELEFLEX INC COM 879369106 32513 584340 SH DEFINED 01 08 09 569337 0 15003 D TELEFLEX INC COM 879369106 23591 423985 SH DEFINED 02 08 09 372285 0 51700 D TELEFLEX INC COM 879369106 492 8849 SH DEFINED 04 08 09 8849 0 0 D TENARIS S A SPONSORED ADR 88031M109 195 5500 SH DEFINED 01 08 09 5500 0 0 D TENARIS S A SPONSORED ADR 88031M109 5024 142000 SH DEFINED 02 08 09 0 0 142000 D TENET HEALTHCARE CORP COM 88033G100 229179 28154666 SH DEFINED 01 08 09 24138866 0 4015800 D TENET HEALTHCARE CORP COM 88033G100 39720 4879655 SH DEFINED 02 08 09 3269455 0 1610200 D TENET HEALTHCARE CORP COM 88033G100 1045 128325 SH DEFINED 04 08 09 110820 0 17505 D TENNECO INC COM 880349105 3125 133621 SH DEFINED 01 08 09 133621 0 0 D TENNECO INC COM 880349105 8818 377000 SH DEFINED 02 08 09 119100 0 257900 D TENNECO INC COM 880349105 28 1200 SH DEFINED 04 08 09 1200 0 0 D TERADYNE INC COM 880770102 55892 4247146 SH DEFINED 01 08 09 4127946 0 119200 D TERADYNE INC COM 880770102 60201 4574510 SH DEFINED 02 08 09 4165560 0 408950 D TERADYNE INC COM 880770102 923 70150 SH DEFINED 04 08 09 70150 0 0 D TEVA PHARMACEUTICAL INDS LTD ADR 881624209 596 17496 SH DEFINED 01 08 09 17496 0 0 D TEVA PHARMACEUTICAL INDS LTD ADR 881624209 12 340 SH DEFINED 03 08 09 340 0 0 D TETRA TECH INC NEW COM 88162G103 6264 359606 SH DEFINED 01 08 09 359606 0 0 D TETRA TECH INC NEW COM 88162G103 26087 1497536 SH DEFINED 02 08 09 825293 0 672243 D TETRA TECH INC NEW COM 88162G103 3631 208450 SH DEFINED 04 08 09 208450 0 0 D TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA5 2848 2703000 PRN DEFINED 02 08 09 2503000 0 200000 D TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB3 2806 2589000 PRN DEFINED 02 08 09 2398000 0 191000 D TEXAS INSTRS INC COM 882508104 1047 31500 SH DEFINED 01 08 09 31500 0 0 D TEXAS INSTRS INC COM 882508104 12 355 SH DEFINED 03 08 09 355 0 0 D THERMO ELECTRON CORP COM 883556102 57475 1461349 SH DEFINED 01 08 09 1422149 0 39200 D THERMO ELECTRON CORP COM 883556102 55271 1405322 SH DEFINED 02 08 09 1270522 0 134800 D THERMO ELECTRON CORP COM 883556102 908 23093 SH DEFINED 04 08 09 23093 0 0 D THORATEC CORP COM NEW 885175307 10558 676358 SH DEFINED 01 08 09 676358 0 0 D THORATEC CORP COM NEW 885175307 28614 1833050 SH DEFINED 02 08 09 640550 0 1192500 D THORATEC CORP COM NEW 885175307 101 6500 SH DEFINED 04 08 09 6500 0 0 D THORATEC CORP NOTE 1.379% 5/1 885175AB5 212 343000 PRN DEFINED 02 08 09 93000 0 250000 D THORATEC CORP NOTE 1.379% 5/1 885175AB5 154 250000 PRN DEFINED 03 08 09 250000 0 0 D 3COM CORP COM 885535104 6401 1451386 SH DEFINED 01 08 09 1451386 0 0 D 3COM CORP COM 885535104 17275 3917200 SH DEFINED 02 08 09 1327900 0 2589300 D 3COM CORP COM 885535104 60 13550 SH DEFINED 04 08 09 13550 0 0 D 3M CO COM 88579Y101 1620 21773 SH DEFINED 01 08 09 21773 0 0 D 3M CO COM 88579Y101 5961 80105 SH DEFINED 02 08 09 36460 0 43645 D 3M CO COM 88579Y101 23 305 SH DEFINED 03 08 09 305 0 0 D 3M CO COM 88579Y101 45 605 SH DEFINED 04 08 09 605 0 0 D TIBCO SOFTWARE INC COM 88632Q103 106 11800 SH DEFINED 01 08 09 11800 0 0 D TIBCO SOFTWARE INC COM 88632Q103 4753 529316 SH DEFINED 02 08 09 455316 0 74000 D TIBCO SOFTWARE INC COM 88632Q103 1629 181418 SH DEFINED 04 08 09 181418 0 0 D TIME WARNER INC COM 887317105 248019 13604993 SH DEFINED 01 08 09 11412693 0 2192300 D TIME WARNER INC COM 887317105 43775 2401259 SH DEFINED 02 08 09 1734759 0 666500 D TIME WARNER INC COM 887317105 1247 68425 SH DEFINED 04 08 09 59105 0 9320 D TOLL BROTHERS INC COM 889478103 416 14820 SH DEFINED 01 08 09 14820 0 0 D TOTAL S A SPONSORED ADR 89151E109 4137 62732 SH DEFINED 01 08 09 62732 0 0 D TOWER GROUP INC COM 891777104 2695 80797 SH DEFINED 01 08 09 80797 0 0 D TOWER GROUP INC COM 891777104 6832 204850 SH DEFINED 02 08 09 41000 0 163850 D TOWER GROUP INC COM 891777104 6 180 SH DEFINED 04 08 09 180 0 0 D TRANSACTION SYS ARCHITECTS COM 893416107 5 150 SH DEFINED 01 08 09 150 0 0 D TRANSACTION SYS ARCHITECTS COM 893416107 1256 36595 SH DEFINED 02 08 09 33400 0 3195 D TREDEGAR CORP COM 894650100 83 4960 SH DEFINED 01 08 09 4960 0 0 D TREDEGAR CORP COM 894650100 3770 225188 SH DEFINED 02 08 09 193648 0 31540 D TREDEGAR CORP COM 894650100 1282 76610 SH DEFINED 04 08 09 76610 0 0 D TRIAD HOSPITALS INC COM 89579K109 39575 898819 SH DEFINED 01 08 09 874919 0 23900 D TRIAD HOSPITALS INC COM 89579K109 37580 853500 SH DEFINED 02 08 09 771400 0 82100 D TRIAD HOSPITALS INC COM 89579K109 619 14050 SH DEFINED 04 08 09 14050 0 0 D TRIAD GTY INC COM 895925105 3021 59036 SH DEFINED 01 08 09 59036 0 0 D TRIAD GTY INC COM 895925105 6893 134700 SH DEFINED 02 08 09 44200 0 90500 D TRIAD GTY INC COM 895925105 20 400 SH DEFINED 04 08 09 400 0 0 D TRINITY INDS INC COM 896522109 60 1850 SH DEFINED 01 08 09 1850 0 0 D TRINITY INDS INC COM 896522109 2707 84151 SH DEFINED 02 08 09 72301 0 11850 D TRINITY INDS INC COM 896522109 920 28600 SH DEFINED 04 08 09 28600 0 0 D TRIQUINT SEMICONDUCTOR INC COM 89674K103 67 12856 SH DEFINED 01 08 09 12856 0 0 D TRIQUINT SEMICONDUCTOR INC COM 89674K103 3005 577916 SH DEFINED 02 08 09 497121 0 80795 D TRIQUINT SEMICONDUCTOR INC COM 89674K103 1023 196799 SH DEFINED 04 08 09 196799 0 0 D TRUMP ENTMT RESORTS INC COM 89816T103 113 6665 SH DEFINED 01 08 09 6665 0 0 D TRUMP ENTMT RESORTS INC COM 89816T103 824 48576 SH DEFINED 02 08 09 45987 0 2589 D TRUMP ENTMT RESORTS INC COM 89816T103 57 3357 SH DEFINED 04 08 09 0 0 3357 D TWEEN BRANDS INC COM 901166108 3024 80414 SH DEFINED 01 08 09 80414 0 0 D TWEEN 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GDR REP PFD UT 90458E107 281 3800 SH DEFINED 01 08 09 3800 0 0 D UNIFI INC COM 904677101 1227 511400 SH DEFINED 02 08 09 511400 0 0 D UNION PAC CORP COM 907818108 29377 333826 SH DEFINED 01 08 09 333826 0 0 D UNION PAC CORP COM 907818108 720 8183 SH DEFINED 02 08 09 5350 0 2833 D UNITED PARCEL SERVICE INC CL B 911312106 925 12855 SH DEFINED 01 08 09 12855 0 0 D UNITED PARCEL SERVICE INC CL B 911312106 3616 50260 SH DEFINED 02 08 09 22760 0 27500 D UNITED PARCEL SERVICE INC CL B 911312106 28 385 SH DEFINED 04 08 09 385 0 0 D UNITED RENTALS INC COM 911363109 131 5631 SH DEFINED 01 08 09 5631 0 0 D UNITED RENTALS INC COM 911363109 5807 249762 SH DEFINED 02 08 09 214883 0 34879 D UNITED RENTALS INC COM 911363109 1992 85675 SH DEFINED 04 08 09 85675 0 0 D UNITED STATES STL CORP NEW COM 912909108 119789 2076792 SH DEFINED 01 08 09 1772892 0 303900 D UNITED STATES STL CORP NEW COM 912909108 20475 354975 SH DEFINED 02 08 09 249275 0 105700 D UNITED STATES STL CORP NEW COM 912909108 1 17 SH 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2040635 SH DEFINED 01 08 09 1986185 0 54450 D VALEANT PHARMACEUTICALS INTL COM 91911X104 41769 2111669 SH DEFINED 02 08 09 1882319 0 229350 D VALEANT PHARMACEUTICALS INTL COM 91911X104 2678 135380 SH DEFINED 04 08 09 135380 0 0 D VALERO ENERGY CORP NEW COM 91913Y100 16510 320760 SH DEFINED 01 08 09 258360 0 62400 D VALERO ENERGY CORP NEW COM 91913Y100 15804 307050 SH DEFINED 02 08 09 88300 0 218750 D VALERO ENERGY CORP NEW COM 91913Y100 20 393 SH DEFINED 03 08 09 393 0 0 D VALERO ENERGY CORP NEW COM 91913Y100 52234 1014850 SH DEFINED 04 08 09 850 1014000 0 D VALUEVISION MEDIA INC CL A 92047K107 126 10835 SH DEFINED 01 08 09 10835 0 0 D VALUEVISION MEDIA INC CL A 92047K107 5591 482402 SH DEFINED 02 08 09 414942 0 67460 D VALUEVISION MEDIA INC CL A 92047K107 1917 165391 SH DEFINED 04 08 09 165391 0 0 D VARIAN INC COM 922206107 45508 992113 SH DEFINED 01 08 09 965933 0 26180 D VARIAN INC COM 922206107 42062 916989 SH DEFINED 02 08 09 801869 0 115120 D VARIAN INC COM 922206107 3520 76734 SH DEFINED 04 08 09 76734 0 0 D VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 136 3699 SH DEFINED 01 08 09 3699 0 0 D VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 6900 187998 SH DEFINED 02 08 09 162842 0 25156 D VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 2047 55772 SH DEFINED 04 08 09 55772 0 0 D VARIAN MED SYS INC COM 92220P105 326443 6114303 SH DEFINED 01 08 09 6114303 0 0 D VARIAN MED SYS INC COM 92220P105 280462 5253075 SH DEFINED 02 08 09 3923925 0 1329150 D VARIAN MED SYS INC COM 92220P105 30126 564260 SH DEFINED 04 08 09 563410 0 850 D VEECO INSTRS INC DEL COM 922417100 165 8210 SH DEFINED 01 08 09 8210 0 0 D VEECO INSTRS INC DEL COM 922417100 7414 367952 SH DEFINED 02 08 09 316412 0 51540 D VEECO INSTRS INC DEL COM 922417100 2540 126033 SH DEFINED 04 08 09 126033 0 0 D VERIFONE HLDGS INC COM 92342Y109 56840 2211675 SH DEFINED 02 08 09 2211675 0 0 D VERITAS DGC INC COM 92343P107 18211 276674 SH DEFINED 01 08 09 235924 0 40750 D VERITAS DGC INC COM 92343P107 2889 43900 SH DEFINED 02 08 09 43900 0 0 D VERITAS DGC INC COM 92343P107 24 370 SH DEFINED 03 08 09 370 0 0 D VERITAS DGC INC COM 92343P107 5977 90805 SH DEFINED 04 08 09 90805 0 0 D VERIZON COMMUNICATIONS COM 92343V104 5850 157560 SH DEFINED 01 08 09 157560 0 0 D VERIZON COMMUNICATIONS COM 92343V104 2315 62350 SH DEFINED 02 08 09 23850 0 38500 D VERIZON COMMUNICATIONS COM 92343V104 27 724 SH DEFINED 03 08 09 724 0 0 D VERTEX PHARMACEUTICALS INC COM 92532F100 9080 269830 SH DEFINED 01 08 09 241030 0 28800 D VERTEX PHARMACEUTICALS INC COM 92532F100 8342 247900 SH DEFINED 02 08 09 71350 0 176550 D VERTEX PHARMACEUTICALS INC COM 92532F100 6 170 SH DEFINED 03 08 09 170 0 0 D VERTEX PHARMACEUTICALS INC COM 92532F100 2454 72920 SH DEFINED 04 08 09 72920 0 0 D VIROPHARMA INC COM 928241108 777 63885 SH DEFINED 01 08 09 63885 0 0 D VIROPHARMA INC COM 928241108 1869 153550 SH DEFINED 02 08 09 53550 0 100000 D VIROPHARMA INC COM 928241108 7 550 SH DEFINED 04 08 09 550 0 0 D VISHAY INTERTECHNOLOGY INC COM 928298108 60020 4274910 SH DEFINED 01 08 09 4161685 0 113225 D VISHAY INTERTECHNOLOGY INC COM 928298108 62161 4427391 SH DEFINED 02 08 09 3865910 0 561481 D VISHAY INTERTECHNOLOGY INC COM 928298108 6846 487598 SH DEFINED 04 08 09 487598 0 0 D VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF5 2692 2675000 PRN DEFINED 02 08 09 2483000 0 192000 D VISTACARE INC CL A 92839Y109 869 83600 SH DEFINED 02 08 09 0 0 83600 D WCA WASTE CORP COM 92926K103 79 14000 SH DEFINED 02 08 09 14000 0 0 D WJ COMMUNICATIONS INC COM 929284107 33 15375 SH DEFINED 01 08 09 15375 0 0 D WJ COMMUNICATIONS INC COM 929284107 1509 698832 SH DEFINED 02 08 09 601176 0 97656 D WJ COMMUNICATIONS INC COM 929284107 517 239177 SH DEFINED 04 08 09 239177 0 0 D WABASH NATL CORP NOTE 3.250% 8/0 929566AD9 232 235000 PRN DEFINED 02 08 09 168000 0 67000 D WABTEC CORP COM 929740108 8287 305445 SH DEFINED 01 08 09 305445 0 0 D WABTEC CORP COM 929740108 25113 925650 SH DEFINED 02 08 09 322450 0 603200 D WABTEC CORP COM 929740108 90 3300 SH DEFINED 04 08 09 3300 0 0 D WALGREEN CO COM 931422109 203708 4589056 SH DEFINED 01 08 09 4589056 0 0 D WALGREEN CO COM 931422109 171425 3861782 SH DEFINED 02 08 09 2854746 0 1007036 D WALGREEN CO COM 931422109 15 340 SH DEFINED 03 08 09 340 0 0 D WALGREEN CO COM 931422109 17945 404264 SH DEFINED 04 08 09 403634 0 630 D WARNACO GROUP INC COM NEW 934390402 5869 303490 SH DEFINED 01 08 09 303490 0 0 D WARNACO GROUP INC COM NEW 934390402 22113 1143394 SH DEFINED 02 08 09 616058 0 527336 D WARNACO GROUP INC COM NEW 934390402 2848 147268 SH DEFINED 04 08 09 147268 0 0 D WARREN RES INC COM 93564A100 3188 261769 SH DEFINED 01 08 09 261769 0 0 D WARREN RES INC COM 93564A100 8527 700100 SH DEFINED 02 08 09 243800 0 456300 D WARREN RES INC COM 93564A100 30 2500 SH DEFINED 04 08 09 2500 0 0 D WASHINGTON POST CO CL B 939640108 7837 10633 SH DEFINED 02 08 09 10633 0 0 D WASHINGTON TR BANCORP COM 940610108 61 2285 SH DEFINED 01 08 09 2285 0 0 D WASHINGTON TR BANCORP COM 940610108 2616 98677 SH DEFINED 02 08 09 84537 0 14140 D WASHINGTON TR BANCORP COM 940610108 924 34848 SH DEFINED 04 08 09 34848 0 0 D WASTE MGMT INC DEL COM 94106L109 155297 4233836 SH DEFINED 01 08 09 3686136 0 547700 D WASTE MGMT INC DEL COM 94106L109 24129 657811 SH DEFINED 02 08 09 452436 0 205375 D WASTE MGMT INC DEL COM 94106L109 646 17600 SH DEFINED 04 08 09 15205 0 2395 D WATSON PHARMACEUTICALS INC COM 942683103 195469 7469200 SH DEFINED 01 08 09 6298700 0 1170500 D WATSON PHARMACEUTICALS INC COM 942683103 29684 1134275 SH DEFINED 02 08 09 859075 0 275200 D WATSON PHARMACEUTICALS INC COM 942683103 926 35395 SH DEFINED 04 08 09 30420 0 4975 D WEBSENSE INC COM 947684106 4 162 SH DEFINED 01 08 09 162 0 0 D WEBSENSE INC COM 947684106 851 39375 SH DEFINED 02 08 09 35900 0 3475 D WEBSENSE INC COM 947684106 24 1120 SH DEFINED 03 08 09 1120 0 0 D WEBMD CORP NOTE 1.750% 6/1 94769MAE5 76 80000 PRN DEFINED 03 08 09 80000 0 0 D WELLPOINT INC COM 94973V107 249388 3236703 SH DEFINED 01 08 09 3167153 0 69550 D WELLPOINT INC COM 94973V107 215982 2803145 SH DEFINED 02 08 09 2008975 0 794170 D WELLPOINT INC COM 94973V107 21 270 SH DEFINED 03 08 09 270 0 0 D WELLPOINT INC COM 94973V107 80438 1043965 SH DEFINED 04 08 09 281920 761600 445 D WELLS FARGO & CO NEW COM 949746101 5232 144618 SH DEFINED 01 08 09 144618 0 0 D WELLS FARGO & CO NEW COM 949746101 18745 518108 SH DEFINED 02 08 09 235108 0 283000 D WELLS FARGO & CO NEW COM 949746101 41 1140 SH DEFINED 03 08 09 1140 0 0 D WELLS FARGO & CO NEW COM 949746101 148 4100 SH DEFINED 04 08 09 4100 0 0 D WEST MARINE INC COM 954235107 100 7108 SH DEFINED 01 08 09 7108 0 0 D WEST MARINE INC COM 954235107 4421 315750 SH DEFINED 02 08 09 271692 0 44058 D WEST MARINE INC COM 954235107 1513 108046 SH DEFINED 04 08 09 108046 0 0 D WHITING PETE CORP NEW COM 966387102 3430 85525 SH DEFINED 01 08 09 85525 0 0 D WHITING PETE CORP NEW COM 966387102 9711 242180 SH DEFINED 02 08 09 46480 0 195700 D WHITING PETE CORP NEW COM 966387102 9 230 SH DEFINED 04 08 09 230 0 0 D WHOLE FOODS MKT INC COM 966837106 15 246 SH DEFINED 01 08 09 246 0 0 D WHOLE FOODS MKT INC COM 966837106 4202 70700 SH DEFINED 02 08 09 1800 0 68900 D WHOLE FOODS MKT INC COM 966837106 23 385 SH DEFINED 03 08 09 385 0 0 D WHOLE FOODS MKT INC COM 966837106 5 85 SH DEFINED 04 08 09 85 0 0 D WILD OATS MARKETS INC COM 96808B107 9244 571684 SH DEFINED 01 08 09 571684 0 0 D WILD OATS MARKETS INC COM 96808B107 26191 1619700 SH DEFINED 02 08 09 567200 0 1052500 D WILD OATS MARKETS INC COM 96808B107 93 5750 SH DEFINED 04 08 09 5750 0 0 D WILLBROS GROUP INC NOTE 2.750% 3/1 969199AC2 639 715000 PRN DEFINED 02 08 09 640000 0 75000 D WILLBROS GROUP INC NOTE 2.750% 3/1 969199AC2 54 60000 PRN DEFINED 03 08 09 60000 0 0 D WILLIAMS COS INC DEL COM 969457100 263 11000 SH DEFINED 02 08 09 11000 0 0 D WILLIAMS SONOMA INC COM 969904101 211 6500 SH DEFINED 01 08 09 6500 0 0 D WILLIAMS SONOMA INC COM 969904101 16468 508428 SH DEFINED 02 08 09 469328 0 39100 D WILLIAMS SONOMA INC COM 969904101 3233 99800 SH DEFINED 04 08 09 99800 0 0 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 129 2900 SH DEFINED 01 08 09 2900 0 0 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 227 5100 SH DEFINED 02 08 09 5100 0 0 D WINDSTREAM CORP COM 97381W104 16675 1264226 SH DEFINED 01 08 09 1264226 0 0 D WINDSTREAM CORP COM 97381W104 614 46514 SH DEFINED 02 08 09 20977 0 25537 D WINNEBAGO INDS INC COM 974637100 201 6400 SH DEFINED 01 08 09 6400 0 0 D WINNEBAGO INDS INC COM 974637100 8878 282925 SH DEFINED 02 08 09 242675 0 40250 D WINNEBAGO INDS INC COM 974637100 3066 97700 SH DEFINED 04 08 09 97700 0 0 D WITNESS SYS INC COM 977424100 2129 121449 SH DEFINED 01 08 09 121449 0 0 D WITNESS SYS INC COM 977424100 7499 427755 SH DEFINED 02 08 09 137500 0 290255 D WITNESS SYS INC COM 977424100 6 335 SH DEFINED 04 08 09 335 0 0 D WYETH COM 983024100 381615 7506188 SH DEFINED 01 08 09 6431488 0 1074700 D WYETH COM 983024100 60095 1182038 SH DEFINED 02 08 09 856038 0 326000 D WYETH COM 983024100 27 530 SH DEFINED 03 08 09 530 0 0 D WYETH COM 983024100 1722 33865 SH DEFINED 04 08 09 29210 0 4655 D WYNN RESORTS LTD COM 983134107 14863 218538 SH DEFINED 01 08 09 189188 0 29350 D WYNN RESORTS LTD COM 983134107 6359 93500 SH DEFINED 02 08 09 43050 0 50450 D WYNN RESORTS LTD COM 983134107 458 6740 SH DEFINED 04 08 09 6740 0 0 D XM SATELLITE RADIO HLDGS INC NOTE 1.750% 12/0 983759AC5 60 75000 PRN DEFINED 03 08 09 75000 0 0 D XTO ENERGY INC COM 98385X106 3620 85915 SH DEFINED 01 08 09 85915 0 0 D XILINX INC COM 983919101 4 168 SH DEFINED 01 08 09 168 0 0 D XILINX INC COM 983919101 650 29630 SH DEFINED 02 08 09 27000 0 2630 D YAHOO INC COM 984332106 150983 5972438 SH DEFINED 01 08 09 5734338 0 238100 D YAHOO INC COM 984332106 131925 5218550 SH DEFINED 02 08 09 3577722 0 1640828 D YAHOO INC COM 984332106 55 2156 SH DEFINED 03 08 09 2156 0 0 D YAHOO INC COM 984332106 87230 3450572 SH DEFINED 04 08 09 546722 2903100 750 D YAHOO INC FRNT 4/0 984332AB2 6833 5271000 PRN DEFINED 02 08 09 4860000 0 411000 D YAHOO INC FRNT 4/0 984332AB2 71 55000 PRN DEFINED 03 08 09 55000 0 0 D YUM BRANDS INC COM 988498101 729 14003 SH DEFINED 01 08 09 14003 0 0 D YUM BRANDS INC COM 988498101 20 386 SH DEFINED 04 08 09 386 0 0 D ZALE CORP NEW COM 988858106 178 6400 SH DEFINED 01 08 09 6400 0 0 D ZALE CORP NEW COM 988858106 7975 287484 SH DEFINED 02 08 09 247226 0 40258 D ZALE CORP NEW COM 988858106 2734 98562 SH DEFINED 04 08 09 98562 0 0 D ZIMMER HLDGS INC COM 98956P102 249468 3695826 SH DEFINED 01 08 09 3695826 0 0 D ZIMMER HLDGS INC COM 98956P102 218344 3234730 SH DEFINED 02 08 09 2427080 0 807650 D ZIMMER HLDGS INC COM 98956P102 21 310 SH DEFINED 03 08 09 310 0 0 D ZIMMER HLDGS INC COM 98956P102 23052 341505 SH DEFINED 04 08 09 340955 0 550 D ZOLL MED CORP COM 989922109 128 3570 SH DEFINED 01 08 09 3570 0 0 D ZOLL MED CORP COM 989922109 5873 163636 SH DEFINED 02 08 09 140976 0 22660 D ZOLL MED CORP COM 989922109 1977 55079 SH DEFINED 04 08 09 55079 0 0
* Societe Generale Asset Management, S.A. (SGAM) is a wholly-owned subsidiary of Societe Generale, S.A. Effective July 6, 2001, SGAM owns a controlling interest in The TCW Group, Inc. The TCW Group, Inc. ("TCW") is the parent holding company of a number of operating subsidiaries some of which are or may be "institutional investment managers" for purposes of the reporting requirements under Section 13(f) of the Securities Exchange Act of 1934 (the "Act") and the rules promulgated hereunder. TCW itself does not in fact exercise, and therefore disclaims, investment discretion with respect to any Section 13(f) securities positions over which its operating subsidiaries in fact exercise investment discretion. To the extent, however, that TCW's ownership interest in such operating units may nevertheless give rise to a Form 13(f) filing obligation on behalf of TCW, the information required by Form 13(f) is reported herein on behalf of certain of TCW's operating units, some of which are themselves institutional investment managers subject to Section 13(f) of the Act. In that regard, the Section 13(f) securities positions of TCW Asset Management Company, TCW Capital Investment Corp., Trust Company of the West, TCW Investment Management Company, TCW/Crescent Mezzanine, L.L.C., AsiaVest Partners, TCW/YFY Ltd., and TCW Advisors, Inc., are also included in this Form 13F report. -----END PRIVACY-ENHANCED MESSAGE-----