-----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, V5JDCfrpiRnbmmjKXSG3P7iIny4fSL0o5I7yOvruGR+jzyt0v4SlgZ7RJpoF1S84 +fuyCyIHB+/8wq+F/Nva+Q== 0000912057-02-040448.txt : 20021031 0000912057-02-040448.hdr.sgml : 20021031 20021031120039 ACCESSION NUMBER: 0000912057-02-040448 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020930 FILED AS OF DATE: 20021031 EFFECTIVENESS DATE: 20021031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TCW GROUP INC CENTRAL INDEX KEY: 0000850401 STANDARD INDUSTRIAL CLASSIFICATION: REAL ESTATE INVESTMENT TRUSTS [6798] FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02494 FILM NUMBER: 02804366 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 a2092359z13f-hr.txt 13F-HR FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2002 Check here if Amendment [ ]: Amendment Number This Amendment (check only one): [ ] is a restatement [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: The TCW Group, Inc. Address: 865 South Figueroa Street Suite 1800 Los Angeles, CA 90017 Form 13F File Number: 028-00620 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: Senior Vice President Phone: 213-244-0694 Signature, Place, and Date of Signing: /s/ LINDA BARKER - --------------------- Linda Barker Los Angeles, CA October 29, 2002 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: 2,236 (data records) Form 13F Information Table Value Total: $22,535,168 (x1000) List of Other Included Managers: 01 TCW SPECIAL CREDITS 000-00000 02 TCW INVESTMENT MANAGEMENT COMPANY 000-00000 03 TCW ADVISORS INC 000-00000 04 TCW/CRESCENT MEZZANINE L.L.C. 000-00000 05 TCW LONDON INTERNATIONAL LIMITED 000-00000 06 TCW ASSET MANAGEMENT COMPANY 000-00000 07 TCW CAPITAL INVESTMENT CORP 000-00000 08 TRUST COMPANY OF THE WEST 000-00000 09 SOCIETE GENERALE ASSET MANAGEMENT, S.A.* 000-00000 10 SOCIETE GENERALE, S.A.* 000-00000
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D AAR CORP COM 000361105 103 21,750 SH DEFINED 02 09 10 21,750 0 0 D AAR CORP COM 000361105 8,025 1,689,400 SH DEFINED 06 09 10 1,689,400 0 0 D AAR CORP COM 000361105 6,212 1,307,700 SH DEFINED 08 09 10 1,307,700 0 0 D ABN AMRO HLDG NV SPONSORED ADR 000937102 2,134 191,346 SH DEFINED 02 09 10 191,346 0 0 D AFLAC INC COM 001055102 168,009 5,474,390 SH DEFINED 02 09 10 5,474,390 0 0 D AFLAC INC COM 001055102 296 9,650 SH DEFINED 03 09 10 9,650 0 0 D AFLAC INC COM 001055102 189,254 6,166,625 SH DEFINED 06 09 10 6,166,625 0 0 D AFLAC INC COM 001055102 23,015 749,925 SH DEFINED 08 09 10 749,925 0 0 D AGCO CORP COM 001084102 2,343 101,000 SH DEFINED 02 09 10 101,000 0 0 D AGCO CORP COM 001084102 19,022 819,900 SH DEFINED 06 09 10 819,900 0 0 D AGCO CORP COM 001084102 97 4,200 SH DEFINED 08 09 10 4,200 0 0 D AK STL HLDG CORP COM 001547108 9,465 1,294,765 SH DEFINED 02 09 10 1,294,765 0 0 D AK STL HLDG CORP COM 001547108 17,849 2,441,710 SH DEFINED 06 09 10 2,441,710 0 0 D AK STL HLDG CORP COM 001547108 1,981 270,950 SH DEFINED 08 09 10 270,950 0 0 D AMR CORP COM 001765106 209 50,000 SH DEFINED 06 09 10 50,000 0 0 D AOL TIME WARNER INC COM 00184A105 3 251 SH DEFINED 02 09 10 251 0 0 D AOL TIME WARNER INC COM 00184A105 14,040 1,200,000 SH DEFINED 06 09 10 1,200,000 0 0 D AOL TIME WARNER INC COM 00184A105 63 5,400 SH DEFINED 07 09 10 5,400 0 0 D AT&T CORP COM 001957109 106 8,800 SH DEFINED 02 09 10 8,800 0 0 D AT&T CORP COM 001957109 4,305 358,491 SH DEFINED 06 09 10 358,491 0 0 D ATMI INC COM 00207R101 14 1,000 SH DEFINED 02 09 10 1,000 0 0 D ATMI INC COM 00207R101 956 67,800 SH DEFINED 06 09 10 67,800 0 0 D ATMI INC COM 00207R101 651 46,200 SH DEFINED 08 09 10 46,200 0 0 D AT&T WIRELESS SVCS INC COM 00209A106 8,303 2,015,291 SH DEFINED 02 09 10 2,015,291 0 0 D AT&T WIRELESS SVCS INC COM 00209A106 2,998 727,750 SH DEFINED 06 09 10 727,750 0 0 D AT&T WIRELESS SVCS INC COM 00209A106 350 84,960 SH DEFINED 08 09 10 84,960 0 0 D ABBOTT LABS COM 002824100 2,077 51,402 SH DEFINED 02 09 10 51,402 0 0 D ABBOTT LABS COM 002824100 665 16,470 SH DEFINED 06 09 10 16,470 0 0 D ABBOTT LABS COM 002824100 10,839 268,300 SH DEFINED 08 09 10 268,300 0 0 D ABERCROMBIE & FITCH CO CL A 002896207 47 2,400 SH DEFINED 02 09 10 2,400 0 0 D ABERCROMBIE & FITCH CO CL A 002896207 5,049 256,700 SH DEFINED 06 09 10 256,700 0 0 D ABERCROMBIE & FITCH CO CL A 002896207 3,560 181,000 SH DEFINED 08 09 10 181,000 0 0 D ABGENIX INC COM 00339B107 1 225 SH DEFINED 02 09 10 225 0 0 D ABGENIX INC COM 00339B107 634 97,750 SH DEFINED 06 09 10 97,750 0 0 D ABGENIX INC COM 00339B107 95 14,600 SH DEFINED 08 09 10 14,600 0 0 D ACCLAIM ENTMT INC COM PAR $0.02 004325205 220 199,700 SH DEFINED 02 09 10 199,700 0 0 D ACCLAIM ENTMT INC COM PAR $0.02 004325205 1,249 1,135,900 SH DEFINED 06 09 10 1,135,900 0 0 D ACCLAIM ENTMT INC COM PAR $0.02 004325205 5 4,200 SH DEFINED 08 09 10 4,200 0 0 D ACCREDO HEALTH INC COM 00437V104 8,669 181,812 SH DEFINED 02 09 10 181,812 0 0 D ACCREDO HEALTH INC COM 00437V104 21,588 452,767 SH DEFINED 06 09 10 452,767 0 0 D ACCREDO HEALTH INC COM 00437V104 1,759 36,900 SH DEFINED 08 09 10 36,900 0 0 D ACME COMMUNICATION INC COM 004631107 7,583 972,138 SH DEFINED 02 09 10 972,138 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D ACORN PRODS INC COM 004857108 1,138 3,162,049 SH DEFINED 01 09 10 3,162,049 0 0 D ACTIVISION INC NEW COM NEW 004930202 1,197 50,000 SH DEFINED 06 09 10 50,000 0 0 D ACTION PERFORMANCE COS INC COM 004933107 6,817 265,263 SH DEFINED 02 09 10 265,263 0 0 D ACTION PERFORMANCE COS INC COM 004933107 9,419 366,510 SH DEFINED 06 09 10 366,510 0 0 D ACTION PERFORMANCE COS INC COM 004933107 1,087 42,300 SH DEFINED 08 09 10 42,300 0 0 D ADAPTEC INC COM 00651F108 45 10,200 SH DEFINED 02 09 10 10,200 0 0 D ADAPTEC INC COM 00651F108 3,217 729,500 SH DEFINED 06 09 10 729,500 0 0 D ADAPTEC INC COM 00651F108 1,887 428,000 SH DEFINED 08 09 10 428,000 0 0 D ADECCO SA SPONSORED ADR 006754105 430 52,379 SH DEFINED 02 09 10 52,379 0 0 D ADOBE SYS INC COM 00724F101 16,576 867,867 SH DEFINED 02 09 10 867,867 0 0 D ADOBE SYS INC COM 00724F101 10,564 553,090 SH DEFINED 06 09 10 553,090 0 0 D ADOBE SYS INC COM 00724F101 6,251 327,300 SH DEFINED 08 09 10 327,300 0 0 D ADVANCED FIBRE COMMUNICATION COM 00754A105 5,707 430,092 SH DEFINED 02 09 10 430,092 0 0 D ADVANCED FIBRE COMMUNICATION COM 00754A105 6,981 526,110 SH DEFINED 06 09 10 526,110 0 0 D ADVANCED FIBRE COMMUNICATION COM 00754A105 886 66,800 SH DEFINED 08 09 10 66,800 0 0 D ADVANCED NEUROMODULATION SYS COM 00757T101 233 7,000 SH DEFINED 06 09 10 7,000 0 0 D ADVISORY BRD CO COM 00762W107 8,719 294,372 SH DEFINED 02 09 10 294,372 0 0 D ADVISORY BRD CO COM 00762W107 12,387 418,195 SH DEFINED 06 09 10 418,195 0 0 D ADVISORY BRD CO COM 00762W107 1,380 46,600 SH DEFINED 08 09 10 46,600 0 0 D AFFILIATED MANAGERS GROUP COM 008252108 794 17,800 SH DEFINED 02 09 10 17,800 0 0 D AFFYMETRIX INC COM 00826T108 40 1,925 SH DEFINED 02 09 10 1,925 0 0 D AFFYMETRIX INC COM 00826T108 3,227 155,150 SH DEFINED 06 09 10 155,150 0 0 D AFFYMETRIX INC COM 00826T108 92 4,400 SH DEFINED 08 09 10 4,400 0 0 D AGERE SYS INC CL A 00845V100 5,180 4,708,911 SH DEFINED 02 09 10 4,708,911 0 0 D AGERE SYS INC CL A 00845V100 4,483 4,075,215 SH DEFINED 06 09 10 4,075,215 0 0 D AGERE SYS INC CL A 00845V100 118 107,178 SH DEFINED 08 09 10 107,178 0 0 D AGERE SYS INC CL B 00845V209 3,093 3,124,647 SH DEFINED 02 09 10 3,124,647 0 0 D AGERE SYS INC CL B 00845V209 2,838 2,867,170 SH DEFINED 06 09 10 2,867,170 0 0 D AGERE SYS INC CL B 00845V209 88 88,656 SH DEFINED 08 09 10 88,656 0 0 D AGILENT TECHNOLOGIES INC COM 00846U101 11,543 883,861 SH DEFINED 02 09 10 883,861 0 0 D AGILENT TECHNOLOGIES INC COM 00846U101 22,808 1,746,374 SH DEFINED 06 09 10 1,746,374 0 0 D AGILENT TECHNOLOGIES INC COM 00846U101 24,975 1,912,329 SH DEFINED 08 09 10 1,912,329 0 0 D AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB7 2,086 2,535,000 SH DEFINED 02 09 10 2,535,000 0 0 D AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB7 3,201 3,890,000 SH DEFINED 06 09 10 3,890,000 0 0 D AGILE SOFTWARE CORP DEL COM 00846X105 9,895 1,543,683 SH DEFINED 02 09 10 1,543,683 0 0 D AGILE SOFTWARE CORP DEL COM 00846X105 6,498 1,013,765 SH DEFINED 06 09 10 1,013,765 0 0 D AGILE SOFTWARE CORP DEL COM 00846X105 473 73,835 SH DEFINED 08 09 10 73,835 0 0 D AGNICO EAGLE MINES LTD COM 008474108 480 30,000 SH DEFINED 02 09 10 30,000 0 0 D AGNICO EAGLE MINES LTD COM 008474108 440 27,500 SH DEFINED 06 09 10 27,500 0 0 D AGRIUM INC COM 008916108 5,221 570,550 SH DEFINED 02 09 10 570,550 0 0 D AGRIUM INC COM 008916108 12,326 1,347,100 SH DEFINED 06 09 10 1,347,100 0 0 D AGRIUM INC COM 008916108 2,392 261,450 SH DEFINED 08 09 10 261,450 0 0 D AIR PRODS & CHEMS INC COM 009158106 11,529 274,443 SH DEFINED 02 09 10 274,443 0 0 D AIR PRODS & CHEMS INC COM 009158106 63,187 1,504,095 SH DEFINED 06 09 10 1,504,095 0 0 D AIR PRODS & CHEMS INC COM 009158106 42,692 1,016,240 SH DEFINED 08 09 10 1,016,240 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D AIRBORNE INC COM 009269101 54 4,750 SH DEFINED 02 09 10 4,750 0 0 D AIRBORNE INC COM 009269101 4,262 375,800 SH DEFINED 06 09 10 375,800 0 0 D AIRBORNE INC COM 009269101 2,119 186,900 SH DEFINED 08 09 10 186,900 0 0 D AIRGAS INC COM 009363102 193 14,700 SH DEFINED 06 09 10 14,700 0 0 D AIRGATE PCS INC COM 009367103 27 61,671 SH DEFINED 02 09 10 61,671 0 0 D AKTIEBOLAGETT ELECTROLUX SPONSORED ADR 010198208 1,815 59,903 SH DEFINED 02 09 10 59,903 0 0 D ALBANY INTL CORP CL A 012348108 95 5,000 SH DEFINED 02 09 10 5,000 0 0 D ALBANY INTL CORP CL A 012348108 8,774 462,299 SH DEFINED 06 09 10 462,299 0 0 D ALBANY INTL CORP CL A 012348108 5,775 304,250 SH DEFINED 08 09 10 304,250 0 0 D ALBANY MOLECULAR RESH INC COM 012423109 4,152 243,815 SH DEFINED 02 09 10 243,815 0 0 D ALBANY MOLECULAR RESH INC COM 012423109 8,260 485,010 SH DEFINED 06 09 10 485,010 0 0 D ALBANY MOLECULAR RESH INC COM 012423109 848 49,800 SH DEFINED 08 09 10 49,800 0 0 D ALBERTSONS INC COM 013104104 330 13,662 SH DEFINED 02 09 10 13,662 0 0 D ALBERTSONS INC COM 013104104 118 4,900 SH DEFINED 06 09 10 4,900 0 0 D ALBERTSONS INC COM 013104104 6 250 SH DEFINED 08 09 10 250 0 0 D ALCAN INC COM 013716105 942 38,175 SH DEFINED 06 09 10 38,175 0 0 D ALCAN INC COM 013716105 35 1,400 SH DEFINED 08 09 10 1,400 0 0 D ALCOA INC COM 013817101 11,750 608,823 SH DEFINED 02 09 10 608,823 0 0 D ALCOA INC COM 013817101 45,936 2,380,085 SH DEFINED 06 09 10 2,380,085 0 0 D ALCOA INC COM 013817101 37,847 1,960,960 SH DEFINED 08 09 10 1,960,960 0 0 D ALEXANDER & BALDWIN INC COM 014482103 2,691 120,950 SH DEFINED 02 09 10 120,950 0 0 D ALEXANDER & BALDWIN INC COM 014482103 414 18,600 SH DEFINED 06 09 10 18,600 0 0 D ALLEN TELECOM INC COM 018091108 119 22,200 SH DEFINED 02 09 10 22,200 0 0 D ALLEN TELECOM INC COM 018091108 5,032 942,400 SH DEFINED 06 09 10 942,400 0 0 D ALLEN TELECOM INC COM 018091108 2,526 473,000 SH DEFINED 08 09 10 473,000 0 0 D ALLIANT TECHSYSTEMS INC COM 018804104 447 6,450 SH DEFINED 02 09 10 6,450 0 0 D ALLIANT TECHSYSTEMS INC COM 018804104 12,314 177,825 SH DEFINED 06 09 10 177,825 0 0 D ALLIANT TECHSYSTEMS INC COM 018804104 83 1,200 SH DEFINED 08 09 10 1,200 0 0 D ALLSTATE CORP COM 020002101 10,164 285,910 SH DEFINED 02 09 10 285,910 0 0 D ALLSTATE CORP COM 020002101 9,686 272,464 SH DEFINED 06 09 10 272,464 0 0 D ALLSTATE CORP COM 020002101 439 12,340 SH DEFINED 08 09 10 12,340 0 0 D ALTERA CORP COM 021441100 9,968 1,149,748 SH DEFINED 02 09 10 1,149,748 0 0 D ALTERA CORP COM 021441100 3,048 351,605 SH DEFINED 06 09 10 351,605 0 0 D ALTERA CORP COM 021441100 81 9,300 SH DEFINED 08 09 10 9,300 0 0 D ALTIRIS INC COM 02148M100 181 18,200 SH DEFINED 02 09 10 18,200 0 0 D ALTIRIS INC COM 02148M100 914 91,850 SH DEFINED 06 09 10 91,850 0 0 D ALTIRIS INC COM 02148M100 100 10,000 SH DEFINED 08 09 10 10,000 0 0 D ALZA CORP SDCV 7/2 02261WAB5 5,906 7,480,000 SH DEFINED 02 09 10 7,480,000 0 0 D ALZA CORP SDCV 7/2 02261WAB5 9,487 12,015,000SH DEFINED 06 09 10 12,015,000 0 0 D ALZA CORP SDCV 7/2 02261WAB5 67 85,000 SH DEFINED 07 09 10 85,000 0 0 D AMAZON COM INC COM 023135106 14,300 897,686 SH DEFINED 02 09 10 897,686 0 0 D AMAZON COM INC COM 023135106 7,046 442,285 SH DEFINED 06 09 10 442,285 0 0 D AMAZON COM INC COM 023135106 26 1,650 SH DEFINED 07 09 10 1,650 0 0 D AMAZON COM INC COM 023135106 19,523 1,225,570 SH DEFINED 08 09 10 1,225,570 0 0 D AMEREN CORP COM 023608102 3,798 91,200 SH DEFINED 06 09 10 91,200 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 251 20,806 SH DEFINED 02 09 10 20,806 0 0 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 3,266 270,400 SH DEFINED 06 09 10 270,400 0 0 D AMERICAN EAGLE OUTFITTERS NE COM 02553E106 9,206 763,368 SH DEFINED 02 09 10 763,368 0 0 D AMERICAN EAGLE OUTFITTERS NE COM 02553E106 12,411 1,029,100 SH DEFINED 06 09 10 1,029,100 0 0 D AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3,474 288,050 SH DEFINED 08 09 10 288,050 0 0 D AMERICAN EXPRESS CO COM 025816109 19,474 624,581 SH DEFINED 02 09 10 624,581 0 0 D AMERICAN EXPRESS CO COM 025816109 19,147 614,087 SH DEFINED 06 09 10 614,087 0 0 D AMERICAN EXPRESS CO COM 025816109 981 31,450 SH DEFINED 08 09 10 31,450 0 0 D AMERICAN HEALTHWAYS INC COM 02649V104 2,546 157,444 SH DEFINED 02 09 10 157,444 0 0 D AMERICAN HEALTHWAYS INC COM 02649V104 6,056 374,528 SH DEFINED 06 09 10 374,528 0 0 D AMERICAN HEALTHWAYS INC COM 02649V104 493 30,490 SH DEFINED 08 09 10 30,490 0 0 D AMERICAN INTL GROUP INC COM 026874107 147,669 2,699,612 SH DEFINED 02 09 10 2,699,612 0 0 D AMERICAN INTL GROUP INC COM 026874107 214 3,912 SH DEFINED 03 09 10 3,912 0 0 D AMERICAN INTL GROUP INC COM 026874107 196,206 3,586,941 SH DEFINED 06 09 10 3,586,941 0 0 D AMERICAN INTL GROUP INC COM 026874107 76 1,393 SH DEFINED 07 09 10 1,393 0 0 D AMERICAN INTL GROUP INC COM 026874107 11,279 206,201 SH DEFINED 08 09 10 206,201 0 0 D AMERICAN INTL GROUP INC NOTE 0.500% 5/1 026874AN7 7,479 8,140,000 SH DEFINED 02 09 10 8,140,000 0 0 D AMERICAN INTL GROUP INC NOTE 0.500% 5/1 026874AN7 11,760 12,800,000SH DEFINED 06 09 10 12,800,000 0 0 D AMERICAN MGMT SYS INC COM 027352103 24 1,900 SH DEFINED 02 09 10 1,900 0 0 D AMERICAN MGMT SYS INC COM 027352103 3,123 245,300 SH DEFINED 06 09 10 245,300 0 0 D AMERICAN MGMT SYS INC COM 027352103 2,058 161,700 SH DEFINED 08 09 10 161,700 0 0 D AMERICAN MED SYS HLDGS INC COM 02744M108 1,594 76,800 SH DEFINED 02 09 10 76,800 0 0 D AMERICAN MED SYS HLDGS INC COM 02744M108 6,528 314,600 SH DEFINED 06 09 10 314,600 0 0 D AMERICAN MED SYS HLDGS INC COM 02744M108 98 4,700 SH DEFINED 08 09 10 4,700 0 0 D AMERICAN PHARMACEUTICALS PTN COM 02886P109 6,520 399,242 SH DEFINED 02 09 10 399,242 0 0 D AMERICAN PHARMACEUTICALS PTN COM 02886P109 15,027 920,195 SH DEFINED 06 09 10 920,195 0 0 D AMERICAN PHARMACEUTICALS PTN COM 02886P109 1,625 99,500 SH DEFINED 08 09 10 99,500 0 0 D AMERICAN PWR CONVERSION CORP COM 029066107 201 21,000 SH DEFINED 06 09 10 21,000 0 0 D AMERISOURCEBERGEN CORP COM 03073E105 17,342 242,813 SH DEFINED 06 09 10 242,813 0 0 D AMERIGROUP CORP COM 03073T102 72 2,150 SH DEFINED 02 09 10 2,150 0 0 D AMERIGROUP CORP COM 03073T102 6,827 203,500 SH DEFINED 06 09 10 203,500 0 0 D AMERIGROUP CORP COM 03073T102 198 5,900 SH DEFINED 08 09 10 5,900 0 0 D AMGEN INC COM 031162100 242,444 5,814,013 SH DEFINED 02 09 10 5,814,013 0 0 D AMGEN INC COM 031162100 417 10,000 SH DEFINED 03 09 10 10,000 0 0 D AMGEN INC COM 031162100 272,650 6,538,367 SH DEFINED 06 09 10 6,538,367 0 0 D AMGEN INC COM 031162100 19 450 SH DEFINED 07 09 10 450 0 0 D AMGEN INC COM 031162100 36,906 885,030 SH DEFINED 08 09 10 885,030 0 0 D AMKOR TECHNOLOGY INC COM 031652100 238 100,000 SH DEFINED 06 09 10 100,000 0 0 D AMVESCAP PLC SPONSORED ADR 03235E100 960 99,163 SH DEFINED 02 09 10 99,163 0 0 D ANDRX GROUP COM 034553107 28,108 1,268,991 SH DEFINED 02 09 10 1,268,991 0 0 D ANDRX GROUP COM 034553107 19,951 900,720 SH DEFINED 06 09 10 900,720 0 0 D ANDRX GROUP COM 034553107 5,409 244,190 SH DEFINED 08 09 10 244,190 0 0 D ANGLOGOLD LTD SPONSORED ADR 035128206 525 19,700 SH DEFINED 06 09 10 19,700 0 0 D ANHEUSER BUSCH COS INC COM 035229103 4,508 89,100 SH DEFINED 02 09 10 89,100 0 0 D ANHEUSER BUSCH COS INC COM 035229103 37,146 734,119 SH DEFINED 06 09 10 734,119 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D ANHEUSER BUSCH COS INC COM 035229103 33 650 SH DEFINED 07 09 10 650 0 0 D ANIXTER INTL INC COM 035290105 9,160 444,659 SH DEFINED 02 09 10 444,659 0 0 D ANIXTER INTL INC COM 035290105 9,233 448,225 SH DEFINED 06 09 10 448,225 0 0 D ANIXTER INTL INC COM 035290105 1,093 53,050 SH DEFINED 08 09 10 53,050 0 0 D ANNTAYLOR STORES CORP COM 036115103 1,502 65,206 SH DEFINED 06 09 10 65,206 0 0 D ANNTAYLOR STORES CORP COM 036115103 67 2,900 SH DEFINED 08 09 10 2,900 0 0 D ANTHRACITE CAP INC COM 037023108 3,070 271,700 SH DEFINED 06 09 10 271,700 0 0 D APOGEE ENTERPRISES INC COM 037598109 266 24,300 SH DEFINED 06 09 10 24,300 0 0 D APOLLO GROUP INC COM UNV PHOENX 037604204 108 3,366 SH DEFINED 02 09 10 3,366 0 0 D APOLLO GROUP INC COM UNV PHOENX 037604204 10,339 321,581 SH DEFINED 06 09 10 321,581 0 0 D APOLLO GROUP INC COM UNV PHOENX 037604204 299 9,300 SH DEFINED 08 09 10 9,300 0 0 D APPLE COMPUTER INC COM 037833100 200 13,800 SH DEFINED 06 09 10 13,800 0 0 D APPLIED EXTRUSION TECHNOLOGI COM 038196101 1,233 324,500 SH DEFINED 06 09 10 324,500 0 0 D APPLIED EXTRUSION TECHNOLOGI COM 038196101 887 233,300 SH DEFINED 08 09 10 233,300 0 0 D APPLIED MATLS INC COM 038222105 181,726 15,733,855SH DEFINED 02 09 10 15,733,855 0 0 D APPLIED MATLS INC COM 038222105 329 28,490 SH DEFINED 03 09 10 28,490 0 0 D APPLIED MATLS INC COM 038222105 214,286 18,552,923SH DEFINED 06 09 10 18,552,923 0 0 D APPLIED MATLS INC COM 038222105 11 950 SH DEFINED 07 09 10 950 0 0 D APPLIED MATLS INC COM 038222105 39,138 3,388,565 SH DEFINED 08 09 10 3,388,565 0 0 D APPLIED MICRO CIRCUITS CORP COM 03822W109 6,346 2,219,000 SH DEFINED 02 09 10 2,219,000 0 0 D APPLIED MICRO CIRCUITS CORP COM 03822W109 2,166 757,350 SH DEFINED 06 09 10 757,350 0 0 D APPLIED MICRO CIRCUITS CORP COM 03822W109 6 2,200 SH DEFINED 07 09 10 2,200 0 0 D APPLIED MICRO CIRCUITS CORP COM 03822W109 2,291 800,925 SH DEFINED 08 09 10 800,925 0 0 D APPLIED SIGNAL TECHNOLOGY IN COM 038237103 1,153 126,000 SH DEFINED 06 09 10 126,000 0 0 D ARACRUZ CELULOSE S A SPON ADR CL B 038496204 677 46,200 SH DEFINED 06 09 10 46,200 0 0 D ARCH COAL INC COM 039380100 783 47,300 SH DEFINED 02 09 10 47,300 0 0 D ARCH COAL INC COM 039380100 4,336 262,000 SH DEFINED 06 09 10 262,000 0 0 D ARCH COAL INC COM 039380100 25 1,500 SH DEFINED 08 09 10 1,500 0 0 D ARCHER DANIELS MIDLAND CO COM 039483102 5,308 424,264 SH DEFINED 06 09 10 424,264 0 0 D ARENA PHARMACEUTICALS INC COM 040047102 1,709 305,200 SH DEFINED 02 09 10 305,200 0 0 D ARENA PHARMACEUTICALS INC COM 040047102 1,894 338,150 SH DEFINED 06 09 10 338,150 0 0 D ARENA PHARMACEUTICALS INC COM 040047102 231 41,260 SH DEFINED 08 09 10 41,260 0 0 D ARMOR HOLDINGS INC COM 042260109 46 3,100 SH DEFINED 02 09 10 3,100 0 0 D ARMOR HOLDINGS INC COM 042260109 1,896 126,500 SH DEFINED 06 09 10 126,500 0 0 D ARMOR HOLDINGS INC COM 042260109 887 59,200 SH DEFINED 08 09 10 59,200 0 0 D ARRIS GROUP INC COM 04269Q100 70 18,900 SH DEFINED 02 09 10 18,900 0 0 D ARRIS GROUP INC COM 04269Q100 2,394 647,000 SH DEFINED 06 09 10 647,000 0 0 D ARRIS GROUP INC COM 04269Q100 1,577 426,300 SH DEFINED 08 09 10 426,300 0 0 D ARRAY BIOPHARMA INC COM 04269X105 985 126,500 SH DEFINED 02 09 10 126,500 0 0 D ARRAY BIOPHARMA INC COM 04269X105 3,886 498,855 SH DEFINED 06 09 10 498,855 0 0 D ARRAY BIOPHARMA INC COM 04269X105 21 2,700 SH DEFINED 08 09 10 2,700 0 0 D ARROW ELECTRS INC COM 042735100 9,899 783,778 SH DEFINED 02 09 10 783,778 0 0 D ARROW ELECTRS INC COM 042735100 9,155 724,850 SH DEFINED 06 09 10 724,850 0 0 D ARROW ELECTRS INC COM 042735100 258 20,450 SH DEFINED 08 09 10 20,450 0 0 D ARTISOFT INC COM 04314L106 209 316,560 SH DEFINED 06 09 10 316,560 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D ARTISOFT INC COM 04314L106 10 15,000 SH DEFINED 08 09 10 15,000 0 0 D ASHLAND INC COM 044204105 2,679 100,000 SH DEFINED 06 09 10 100,000 0 0 D ASPEN TECHNOLOGY INC COM 045327103 6,110 2,036,774 SH DEFINED 02 09 10 2,036,774 0 0 D ASPEN TECHNOLOGY INC COM 045327103 8,017 2,672,450 SH DEFINED 06 09 10 2,672,450 0 0 D ASPEN TECHNOLOGY INC COM 045327103 1,404 468,000 SH DEFINED 08 09 10 468,000 0 0 D ASTEC INDS INC COM 046224101 43 4,000 SH DEFINED 02 09 10 4,000 0 0 D ASTEC INDS INC COM 046224101 4,279 396,900 SH DEFINED 06 09 10 396,900 0 0 D ASTEC INDS INC COM 046224101 3,291 305,300 SH DEFINED 08 09 10 305,300 0 0 D ATLANTIC COAST AIRLINES HLDG COM 048396105 23 2,500 SH DEFINED 02 09 10 2,500 0 0 D ATLANTIC COAST AIRLINES HLDG COM 048396105 3,139 339,400 SH DEFINED 06 09 10 339,400 0 0 D ATLANTIC COAST AIRLINES HLDG COM 048396105 64 6,900 SH DEFINED 08 09 10 6,900 0 0 D ATRIX LABS INC COM 04962L101 23 1,550 SH DEFINED 02 09 10 1,550 0 0 D ATRIX LABS INC COM 04962L101 2,143 144,800 SH DEFINED 06 09 10 144,800 0 0 D ATRIX LABS INC COM 04962L101 61 4,100 SH DEFINED 08 09 10 4,100 0 0 D AUTOLIV INC COM 052800109 3,089 146,538 SH DEFINED 02 09 10 146,538 0 0 D AVENTIS SPONSORED ADR 053561106 3,205 60,988 SH DEFINED 02 09 10 60,988 0 0 D AVISTA CORP COM 05379B107 2,977 265,800 SH DEFINED 02 09 10 265,800 0 0 D AVISTA CORP COM 05379B107 3,304 295,000 SH DEFINED 06 09 10 295,000 0 0 D AVISTA CORP COM 05379B107 15 1,300 SH DEFINED 08 09 10 1,300 0 0 D AVON PRODS INC COM 054303102 1,106 24,000 SH DEFINED 06 09 10 24,000 0 0 D AXA SPONSORED ADR 054536107 3,302 330,158 SH DEFINED 02 09 10 330,158 0 0 D AXCELIS TECHNOLOGIES INC COM 054540109 65 13,350 SH DEFINED 02 09 10 13,350 0 0 D AXCELIS TECHNOLOGIES INC COM 054540109 2,332 477,900 SH DEFINED 06 09 10 477,900 0 0 D AXCELIS TECHNOLOGIES INC COM 054540109 1,756 359,800 SH DEFINED 08 09 10 359,800 0 0 D BJ SVCS CO COM 055482103 7,217 277,560 SH DEFINED 02 09 10 277,560 0 0 D BJ SVCS CO COM 055482103 2,080 80,000 SH DEFINED 06 09 10 80,000 0 0 D BAKER HUGHES INC COM 057224107 265 9,135 SH DEFINED 02 09 10 9,135 0 0 D BAKER HUGHES INC COM 057224107 15,222 524,370 SH DEFINED 06 09 10 524,370 0 0 D BAKER HUGHES INC COM 057224107 25 850 SH DEFINED 07 09 10 850 0 0 D BAKER HUGHES INC COM 057224107 6 220 SH DEFINED 08 09 10 220 0 0 D BANK OF AMERICA CORPORATION COM 060505104 11,487 180,046 SH DEFINED 02 09 10 180,046 0 0 D BANK OF AMERICA CORPORATION COM 060505104 25,874 405,548 SH DEFINED 06 09 10 405,548 0 0 D BANK OF AMERICA CORPORATION COM 060505104 45 700 SH DEFINED 07 09 10 700 0 0 D BANK OF AMERICA CORPORATION COM 060505104 238 3,730 SH DEFINED 08 09 10 3,730 0 0 D BANK ONE CORP COM 06423A103 19,452 520,099 SH DEFINED 02 09 10 520,099 0 0 D BANK ONE CORP COM 06423A103 12,736 340,523 SH DEFINED 06 09 10 340,523 0 0 D BANK ONE CORP COM 06423A103 798 21,325 SH DEFINED 08 09 10 21,325 0 0 D BANKNORTH GROUP INC NEW COM 06646R107 11,357 478,194 SH DEFINED 02 09 10 478,194 0 0 D BANKNORTH GROUP INC NEW COM 06646R107 8,929 375,960 SH DEFINED 06 09 10 375,960 0 0 D BANKNORTH GROUP INC NEW COM 06646R107 266 11,200 SH DEFINED 08 09 10 11,200 0 0 D BARCLAYS PLC ADR 06738E204 1,864 78,403 SH DEFINED 02 09 10 78,403 0 0 D BARNES & NOBLE INC COM 067774109 3,623 171,200 SH DEFINED 06 09 10 171,200 0 0 D BARNES GROUP INC COM 067806109 26 1,300 SH DEFINED 02 09 10 1,300 0 0 D BARNES GROUP INC COM 067806109 1,838 91,500 SH DEFINED 06 09 10 91,500 0 0 D BARNES GROUP INC COM 067806109 2,574 128,100 SH DEFINED 08 09 10 128,100 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D BAUSCH & LOMB INC COM 071707103 12,264 369,717 SH DEFINED 02 09 10 369,717 0 0 D BAUSCH & LOMB INC COM 071707103 4,192 126,391 SH DEFINED 06 09 10 126,391 0 0 D BAUSCH & LOMB INC COM 071707103 479 14,450 SH DEFINED 08 09 10 14,450 0 0 D BAXTER INTL INC COM 071813109 20,102 658,000 SH DEFINED 06 09 10 658,000 0 0 D BEBE STORES INC COM 075571109 119 10,060 SH DEFINED 02 09 10 10,060 0 0 D BECTON DICKINSON & CO COM 075887109 6,032 212,382 SH DEFINED 02 09 10 212,382 0 0 D BECTON DICKINSON & CO COM 075887109 1,688 59,443 SH DEFINED 06 09 10 59,443 0 0 D BECTON DICKINSON & CO COM 075887109 227 8,000 SH DEFINED 08 09 10 8,000 0 0 D BED BATH & BEYOND INC COM 075896100 69,678 2,139,326 SH DEFINED 02 09 10 2,139,326 0 0 D BED BATH & BEYOND INC COM 075896100 24,827 762,280 SH DEFINED 06 09 10 762,280 0 0 D BED BATH & BEYOND INC COM 075896100 655 20,125 SH DEFINED 08 09 10 20,125 0 0 D BELDEN INC COM 077459105 79 5,900 SH DEFINED 02 09 10 5,900 0 0 D BELDEN INC COM 077459105 4,120 307,000 SH DEFINED 06 09 10 307,000 0 0 D BELDEN INC COM 077459105 2,025 150,900 SH DEFINED 08 09 10 150,900 0 0 D BELL MICROPRODUCTS INC COM 078137106 55 13,100 SH DEFINED 02 09 10 13,100 0 0 D BELL MICROPRODUCTS INC COM 078137106 2,319 554,900 SH DEFINED 06 09 10 554,900 0 0 D BELL MICROPRODUCTS INC COM 078137106 1,983 474,300 SH DEFINED 08 09 10 474,300 0 0 D BELLSOUTH CORP COM 079860102 2,841 154,717 SH DEFINED 02 09 10 154,717 0 0 D BELLSOUTH CORP COM 079860102 8,543 465,305 SH DEFINED 06 09 10 465,305 0 0 D BELLSOUTH CORP COM 079860102 8,357 455,195 SH DEFINED 08 09 10 455,195 0 0 D BELO CORP COM SER A 080555105 8,906 407,018 SH DEFINED 02 09 10 407,018 0 0 D BELO CORP COM SER A 080555105 23,842 1,089,650 SH DEFINED 06 09 10 1,089,650 0 0 D BELO CORP COM SER A 080555105 10,821 494,550 SH DEFINED 08 09 10 494,550 0 0 D BERKLEY W R CORP COM 084423102 1,365 40,150 SH DEFINED 02 09 10 40,150 0 0 D BERKLEY W R CORP COM 084423102 8,837 259,900 SH DEFINED 06 09 10 259,900 0 0 D BERKLEY W R CORP COM 084423102 12 350 SH DEFINED 08 09 10 350 0 0 D BEST BUY INC COM 086516101 964 43,200 SH DEFINED 02 09 10 43,200 0 0 D BEST BUY INC COM 086516101 1,468 65,800 SH DEFINED 06 09 10 65,800 0 0 D BIOGEN INC COM 090597105 134,280 4,587,648 SH DEFINED 02 09 10 4,587,648 0 0 D BIOGEN INC COM 090597105 243 8,300 SH DEFINED 03 09 10 8,300 0 0 D BIOGEN INC COM 090597105 143,606 4,906,248 SH DEFINED 06 09 10 4,906,248 0 0 D BIOGEN INC COM 090597105 12,768 436,220 SH DEFINED 08 09 10 436,220 0 0 D BOEING CO COM 097023105 19,846 581,479 SH DEFINED 02 09 10 581,479 0 0 D BOEING CO COM 097023105 46,830 1,372,106 SH DEFINED 06 09 10 1,372,106 0 0 D BOEING CO COM 097023105 2,885 84,525 SH DEFINED 08 09 10 84,525 0 0 D BORDERS GROUP INC COM 099709107 2,632 166,600 SH DEFINED 06 09 10 166,600 0 0 D BOSTON PRIVATE FINL HLDGS IN COM 101119105 1,297 60,900 SH DEFINED 02 09 10 60,900 0 0 D BOSTON PRIVATE FINL HLDGS IN COM 101119105 1,655 77,700 SH DEFINED 06 09 10 77,700 0 0 D BOSTON PRIVATE FINL HLDGS IN COM 101119105 18 850 SH DEFINED 08 09 10 850 0 0 D BOSTON SCIENTIFIC CORP COM 101137107 13,056 413,689 SH DEFINED 02 09 10 413,689 0 0 D BOSTON SCIENTIFIC CORP COM 101137107 12,654 400,950 SH DEFINED 06 09 10 400,950 0 0 D BOSTON SCIENTIFIC CORP COM 101137107 21 650 SH DEFINED 07 09 10 650 0 0 D BOSTON SCIENTIFIC CORP COM 101137107 344 10,900 SH DEFINED 08 09 10 10,900 0 0 D BOWNE & CO INC COM 103043105 64 6,350 SH DEFINED 02 09 10 6,350 0 0 D BOWNE & CO INC COM 103043105 7,383 738,300 SH DEFINED 06 09 10 738,300 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D BOWNE & CO INC COM 103043105 3,640 364,000 SH DEFINED 08 09 10 364,000 0 0 D BRIGGS & STRATTON CORP NOTE 5.000% 5/1 109043AE9 309 305,000 SH DEFINED 02 09 10 305,000 0 0 D BRIGGS & STRATTON CORP NOTE 5.000% 5/1 109043AE9 198 195,000 SH DEFINED 06 09 10 195,000 0 0 D BRITESMILE INC COM 110415106 307 408,981 SH DEFINED 02 09 10 408,981 0 0 D BRITESMILE INC COM 110415106 313 417,230 SH DEFINED 06 09 10 417,230 0 0 D BRITESMILE INC COM 110415106 30 40,050 SH DEFINED 08 09 10 40,050 0 0 D BROADCOM CORP CL A 111320107 629 58,868 SH DEFINED 02 09 10 58,868 0 0 D BROADCOM CORP CL A 111320107 626 58,620 SH DEFINED 06 09 10 58,620 0 0 D BROADCOM CORP CL A 111320107 4,316 404,100 SH DEFINED 08 09 10 404,100 0 0 D BROCADE COMMUNICATIONS SYS I COM 111621108 241 31,981 SH DEFINED 02 09 10 31,981 0 0 D BROCADE COMMUNICATIONS SYS I COM 111621108 861 114,395 SH DEFINED 06 09 10 114,395 0 0 D BROCADE COMMUNICATIONS SYS I COM 111621108 2,332 309,700 SH DEFINED 08 09 10 309,700 0 0 D BROOK-PRI AUTOMATION INC COM 11442E102 571 49,894 SH DEFINED 02 09 10 49,894 0 0 D BROOK-PRI AUTOMATION INC COM 11442E102 7,955 694,800 SH DEFINED 06 09 10 694,800 0 0 D BROOK-PRI AUTOMATION INC COM 11442E102 2,765 241,500 SH DEFINED 08 09 10 241,500 0 0 D BROOKSTONE INC COM 114537103 18 1,500 SH DEFINED 02 09 10 1,500 0 0 D BROOKSTONE INC COM 114537103 1,813 147,400 SH DEFINED 06 09 10 147,400 0 0 D BROOKSTONE INC COM 114537103 1,629 132,400 SH DEFINED 08 09 10 132,400 0 0 D BROWN & BROWN INC COM 115236101 1,071 35,700 SH DEFINED 02 09 10 35,700 0 0 D BROWN TOM INC COM NEW 115660201 348 15,200 SH DEFINED 02 09 10 15,200 0 0 D BROWN TOM INC COM NEW 115660201 2,874 125,500 SH DEFINED 06 09 10 125,500 0 0 D BROWN TOM INC COM NEW 115660201 14 600 SH DEFINED 08 09 10 600 0 0 D BUCA INC COM 117769109 21 2,600 SH DEFINED 02 09 10 2,600 0 0 D BUCA INC COM 117769109 1,952 244,050 SH DEFINED 06 09 10 244,050 0 0 D BUCA INC COM 117769109 56 7,000 SH DEFINED 08 09 10 7,000 0 0 D BURLINGTON COAT FACTORY COM 121579106 650 36,100 SH DEFINED 06 09 10 36,100 0 0 D BURLINGTON COAT FACTORY COM 121579106 67 3,700 SH DEFINED 08 09 10 3,700 0 0 D BURLINGTON NORTHN SANTA FE C COM 12189T104 9,060 378,758 SH DEFINED 02 09 10 378,758 0 0 D BURLINGTON NORTHN SANTA FE C COM 12189T104 46,151 1,929,375 SH DEFINED 06 09 10 1,929,375 0 0 D BURLINGTON NORTHN SANTA FE C COM 12189T104 40,334 1,686,210 SH DEFINED 08 09 10 1,686,210 0 0 D BURLINGTON RES INC COM 122014103 8,775 228,750 SH DEFINED 06 09 10 228,750 0 0 D BURLINGTON RES INC COM 122014103 38 1,000 SH DEFINED 07 09 10 1,000 0 0 D BURR BROWN CORP NOTE 4.250% 2/1 122574AF3 2,945 2,975,000 SH DEFINED 02 09 10 2,975,000 0 0 D BURR BROWN CORP NOTE 4.250% 2/1 122574AF3 5,554 5,610,000 SH DEFINED 06 09 10 5,610,000 0 0 D CBRL GROUP INC COM 12489V106 9,813 430,000 SH DEFINED 06 09 10 430,000 0 0 D C COR NET CORP COM 125010108 844 227,600 SH DEFINED 06 09 10 227,600 0 0 D C COR NET CORP COM 125010108 1,524 410,800 SH DEFINED 08 09 10 410,800 0 0 D CMS ENERGY CORP COM 125896100 122 15,100 SH DEFINED 06 09 10 15,100 0 0 D CMS ENERGY CORP COM 125896100 6 700 SH DEFINED 08 09 10 700 0 0 D CNF INC COM 12612W104 14,401 458,773 SH DEFINED 02 09 10 458,773 0 0 D CNF INC COM 12612W104 4,403 140,254 SH DEFINED 06 09 10 140,254 0 0 D CNF INC COM 12612W104 573 18,250 SH DEFINED 08 09 10 18,250 0 0 D CSG SYS INTL INC COM 126349109 8,523 781,948 SH DEFINED 02 09 10 781,948 0 0 D CSG SYS INTL INC COM 126349109 12,012 1,101,979 SH DEFINED 06 09 10 1,101,979 0 0 D CSG SYS INTL INC COM 126349109 1,353 124,100 SH DEFINED 08 09 10 124,100 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D CSX CORP COM 126408103 20,668 783,457 SH DEFINED 02 09 10 783,457 0 0 D CSX CORP COM 126408103 55,717 2,112,086 SH DEFINED 06 09 10 2,112,086 0 0 D CSX CORP COM 126408103 29 1,115 SH DEFINED 07 09 10 1,115 0 0 D CSX CORP COM 126408103 56,235 2,131,745 SH DEFINED 08 09 10 2,131,745 0 0 D CTS CORP COM 126501105 74 16,100 SH DEFINED 02 09 10 16,100 0 0 D CTS CORP COM 126501105 6,112 1,328,700 SH DEFINED 06 09 10 1,328,700 0 0 D CTS CORP COM 126501105 3,691 802,300 SH DEFINED 08 09 10 802,300 0 0 D CV THERAPEUTICS INC COM 126667104 4,764 227,822 SH DEFINED 02 09 10 227,822 0 0 D CV THERAPEUTICS INC COM 126667104 6,815 325,925 SH DEFINED 06 09 10 325,925 0 0 D CV THERAPEUTICS INC COM 126667104 780 37,300 SH DEFINED 08 09 10 37,300 0 0 D CABLEVISION SYS CORP CL A NY CABLVS 12686C109 10,664 1,177,054 SH DEFINED 02 09 10 1,177,054 0 0 D CABLEVISION SYS CORP CL A NY CABLVS 12686C109 4,043 446,294 SH DEFINED 06 09 10 446,294 0 0 D CABLEVISION SYS CORP CL A NY CABLVS 12686C109 310 34,208 SH DEFINED 08 09 10 34,208 0 0 D CABLE DESIGN TECHNOLOGIES CO COM 126924109 151 24,600 SH DEFINED 02 09 10 24,600 0 0 D CABLE DESIGN TECHNOLOGIES CO COM 126924109 6,813 1,113,300 SH DEFINED 06 09 10 1,113,300 0 0 D CABLE DESIGN TECHNOLOGIES CO COM 126924109 4,928 805,300 SH DEFINED 08 09 10 805,300 0 0 D CABOT CORP COM 127055101 26 1,250 SH DEFINED 02 09 10 1,250 0 0 D CABOT CORP COM 127055101 2,381 113,375 SH DEFINED 06 09 10 113,375 0 0 D CABOT CORP COM 127055101 1,749 83,300 SH DEFINED 08 09 10 83,300 0 0 D CACI INTL INC CL A 127190304 25 700 SH DEFINED 02 09 10 700 0 0 D CACI INTL INC CL A 127190304 2,439 68,800 SH DEFINED 06 09 10 68,800 0 0 D CACI INTL INC CL A 127190304 71 2,000 SH DEFINED 08 09 10 2,000 0 0 D CAL DIVE INTL INC COM 127914109 50 2,500 SH DEFINED 02 09 10 2,500 0 0 D CAL DIVE INTL INC COM 127914109 4,778 236,900 SH DEFINED 06 09 10 236,900 0 0 D CAL DIVE INTL INC COM 127914109 137 6,800 SH DEFINED 08 09 10 6,800 0 0 D CALGON CARBON CORP COM 129603106 1,944 336,300 SH DEFINED 02 09 10 336,300 0 0 D CALGON CARBON CORP COM 129603106 13,421 2,321,998 SH DEFINED 06 09 10 2,321,998 0 0 D CALGON CARBON CORP COM 129603106 230 39,850 SH DEFINED 08 09 10 39,850 0 0 D CALIFORNIA PIZZA KITCHEN INC COM 13054D109 7,328 318,461 SH DEFINED 02 09 10 318,461 0 0 D CALIFORNIA PIZZA KITCHEN INC COM 13054D109 11,816 513,535 SH DEFINED 06 09 10 513,535 0 0 D CALIFORNIA PIZZA KITCHEN INC COM 13054D109 1,176 51,100 SH DEFINED 08 09 10 51,100 0 0 D CAMBIOR INC COM 13201L103 50 50,000 SH DEFINED 06 09 10 50,000 0 0 D CAMPBELL SOUP CO COM 134429109 747 33,848 SH DEFINED 02 09 10 33,848 0 0 D CAMPBELL SOUP CO COM 134429109 8 350 SH DEFINED 06 09 10 350 0 0 D CANYON RESOURCES CORP COM NEW 138869300 230 115,000 SH DEFINED 06 09 10 115,000 0 0 D CAPSTEAD MTG CORP PFD B CV $1.26 14067E308 3,908 321,100 SH DEFINED 02 09 10 321,100 0 0 D CARDIAC SCIENCE INC COM NEW 141410209 108 54,610 SH DEFINED 06 09 10 54,610 0 0 D CARDIAC SCIENCE INC COM NEW 141410209 19 9,400 SH DEFINED 08 09 10 9,400 0 0 D CARDINAL HEALTH INC COM 14149Y108 62 1,000 SH DEFINED 02 09 10 1,000 0 0 D CARDINAL HEALTH INC COM 14149Y108 4,646 74,700 SH DEFINED 06 09 10 74,700 0 0 D CAREER EDUCATION CORP COM 141665109 134 2,800 SH DEFINED 02 09 10 2,800 0 0 D CAREER EDUCATION CORP COM 141665109 14,755 307,350 SH DEFINED 06 09 10 307,350 0 0 D CAREER EDUCATION CORP COM 141665109 365 7,600 SH DEFINED 08 09 10 7,600 0 0 D CARNIVAL CORP COM 143658102 11,319 450,941 SH DEFINED 02 09 10 450,941 0 0 D CARNIVAL CORP COM 143658102 14,134 563,100 SH DEFINED 06 09 10 563,100 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D CARNIVAL CORP COM 143658102 378 15,050 SH DEFINED 08 09 10 15,050 0 0 D CATERPILLAR INC DEL COM 149123101 1,048 28,150 SH DEFINED 02 09 10 28,150 0 0 D CATERPILLAR INC DEL COM 149123101 5,173 138,980 SH DEFINED 06 09 10 138,980 0 0 D CATERPILLAR INC DEL COM 149123101 57 1,540 SH DEFINED 08 09 10 1,540 0 0 D CELL GENESYS INC COM 150921104 125 10,400 SH DEFINED 06 09 10 10,400 0 0 D CELESTICA INC NOTE 8/0 15101QAA6 661 1,565,000 SH DEFINED 02 09 10 1,565,000 0 0 D CELESTICA INC NOTE 8/0 15101QAA6 4,664 11,040,000SH DEFINED 06 09 10 11,040,000 0 0 D CELGENE CORP COM 151020104 4,575 271,659 SH DEFINED 02 09 10 271,659 0 0 D CELGENE CORP COM 151020104 6,819 404,925 SH DEFINED 06 09 10 404,925 0 0 D CELGENE CORP COM 151020104 818 48,600 SH DEFINED 08 09 10 48,600 0 0 D CEMEX S A SPON ADR 5 ORD 151290889 172 8,261 SH DEFINED 02 09 10 8,261 0 0 D CEMEX S A SPON ADR 5 ORD 151290889 1,354 64,925 SH DEFINED 06 09 10 64,925 0 0 D CENTENE CORP DEL COM 15135B101 37 1,400 SH DEFINED 02 09 10 1,400 0 0 D CENTENE CORP DEL COM 15135B101 3,472 130,100 SH DEFINED 06 09 10 130,100 0 0 D CENTENE CORP DEL COM 15135B101 99 3,700 SH DEFINED 08 09 10 3,700 0 0 D CEPHALON INC COM 156708109 816 20,000 SH DEFINED 06 09 10 20,000 0 0 D CERUS CORP COM 157085101 16 950 SH DEFINED 02 09 10 950 0 0 D CERUS CORP COM 157085101 1,514 90,800 SH DEFINED 06 09 10 90,800 0 0 D CERUS CORP COM 157085101 43 2,600 SH DEFINED 08 09 10 2,600 0 0 D CHAMPS ENTMT INC DEL COM 158787101 20 2,500 SH DEFINED 02 09 10 2,500 0 0 D CHAMPS ENTMT INC DEL COM 158787101 1,245 159,000 SH DEFINED 06 09 10 159,000 0 0 D CHAMPS ENTMT INC DEL COM 158787101 694 88,600 SH DEFINED 08 09 10 88,600 0 0 D CHARLES RIV LABS INTL INC COM 159864107 977 24,900 SH DEFINED 02 09 10 24,900 0 0 D CHARTER ONE FINL INC COM 160903100 326 10,985 SH DEFINED 06 09 10 10,985 0 0 D CHARLOTTE RUSSE HLDG INC COM 161048103 38 3,950 SH DEFINED 02 09 10 3,950 0 0 D CHARLOTTE RUSSE HLDG INC COM 161048103 3,525 371,000 SH DEFINED 06 09 10 371,000 0 0 D CHARLOTTE RUSSE HLDG INC COM 161048103 101 10,600 SH DEFINED 08 09 10 10,600 0 0 D CHARMING SHOPPES INC COM 161133103 413 61,178 SH DEFINED 02 09 10 61,178 0 0 D CHARMING SHOPPES INC COM 161133103 3,358 497,500 SH DEFINED 06 09 10 497,500 0 0 D CHARMING SHOPPES INC COM 161133103 1,767 261,800 SH DEFINED 08 09 10 261,800 0 0 D CHARTER COMMUNICATIONS INC D CL A 16117M107 1,561 839,014 SH DEFINED 02 09 10 839,014 0 0 D CHARTER COMMUNICATIONS INC D CL A 16117M107 1,773 953,350 SH DEFINED 06 09 10 953,350 0 0 D CHARTER COMMUNICATIONS INC D CL A 16117M107 15 8,100 SH DEFINED 08 09 10 8,100 0 0 D CHARTER COMMUNICATIONS INC D NOTE 5.750%10/1 16117MAB3 258 515,000 SH DEFINED 02 09 10 515,000 0 0 D CHARTER COMMUNICATIONS INC D NOTE 5.750%10/1 16117MAB3 360 720,000 SH DEFINED 06 09 10 720,000 0 0 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC1 2,030 4,735,000 SH DEFINED 02 09 10 4,735,000 0 0 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC1 2,896 6,755,000 SH DEFINED 06 09 10 6,755,000 0 0 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC1 41 95,000 SH DEFINED 07 09 10 95,000 0 0 D CHECKFREE CORP NEW COM 162813109 17,784 1,562,759 SH DEFINED 02 09 10 1,562,759 0 0 D CHECKFREE CORP NEW COM 162813109 9,087 798,545 SH DEFINED 06 09 10 798,545 0 0 D CHECKFREE CORP NEW COM 162813109 711 62,480 SH DEFINED 08 09 10 62,480 0 0 D CHECKFREE HLDGS CORP NOTE 6.500%12/0 162816AC6 633 745,000 SH DEFINED 02 09 10 745,000 0 0 D CHECKFREE HLDGS CORP NOTE 6.500%12/0 162816AC6 1,853 2,180,000 SH DEFINED 06 09 10 2,180,000 0 0 D CHECKFREE HLDGS CORP NOTE 6.500%12/0 162816AC6 43 50,000 SH DEFINED 07 09 10 50,000 0 0 D CHEVRONTEXACO CORP COM 166764100 13,646 197,051 SH DEFINED 02 09 10 197,051 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D CHEVRONTEXACO CORP COM 166764100 65,801 950,191 SH DEFINED 06 09 10 950,191 0 0 D CHEVRONTEXACO CORP COM 166764100 28 400 SH DEFINED 07 09 10 400 0 0 D CHEVRONTEXACO CORP COM 166764100 76,014 1,097,681 SH DEFINED 08 09 10 1,097,681 0 0 D CHICOS FAS INC COM 168615102 71 4,450 SH DEFINED 02 09 10 4,450 0 0 D CHICOS FAS INC COM 168615102 4,809 301,900 SH DEFINED 06 09 10 301,900 0 0 D CHICOS FAS INC COM 168615102 139 8,700 SH DEFINED 08 09 10 8,700 0 0 D CHILDRENS PL RETAIL STORES I COM 168905107 45 4,500 SH DEFINED 02 09 10 4,500 0 0 D CHILDRENS PL RETAIL STORES I COM 168905107 2,983 295,300 SH DEFINED 06 09 10 295,300 0 0 D CHILDRENS PL RETAIL STORES I COM 168905107 2,022 200,200 SH DEFINED 08 09 10 200,200 0 0 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 765 67,700 SH DEFINED 06 09 10 67,700 0 0 D CHIPPAC INC CL A 169657103 107 50,000 SH DEFINED 06 09 10 50,000 0 0 D CHRISTOPHER & BANKS CORP COM 171046105 30 1,200 SH DEFINED 02 09 10 1,200 0 0 D CHRISTOPHER & BANKS CORP COM 171046105 2,783 110,800 SH DEFINED 06 09 10 110,800 0 0 D CHRISTOPHER & BANKS CORP COM 171046105 80 3,200 SH DEFINED 08 09 10 3,200 0 0 D CHUBB CORP COM 171232101 10,873 198,299 SH DEFINED 02 09 10 198,299 0 0 D CHUBB CORP COM 171232101 3,194 58,250 SH DEFINED 06 09 10 58,250 0 0 D CHUBB CORP COM 171232101 960 17,500 SH DEFINED 08 09 10 17,500 0 0 D CIENA CORP COM 171779101 3,636 1,224,390 SH DEFINED 02 09 10 1,224,390 0 0 D CIENA CORP COM 171779101 7,367 2,480,387 SH DEFINED 06 09 10 2,480,387 0 0 D CIENA CORP COM 171779101 82 27,686 SH DEFINED 08 09 10 27,686 0 0 D CIENA CORP NOTE 3.750% 2/0 171779AA9 553 950,000 SH DEFINED 02 09 10 950,000 0 0 D CIENA CORP NOTE 3.750% 2/0 171779AA9 3,734 6,410,000 SH DEFINED 06 09 10 6,410,000 0 0 D CIENA CORP NOTE 3.750% 2/0 171779AA9 23 40,000 SH DEFINED 07 09 10 40,000 0 0 D CIMA LABS INC COM 171796105 35 1,400 SH DEFINED 02 09 10 1,400 0 0 D CIMA LABS INC COM 171796105 3,282 130,500 SH DEFINED 06 09 10 130,500 0 0 D CIMA LABS INC COM 171796105 96 3,800 SH DEFINED 08 09 10 3,800 0 0 D CINCINNATI FINL CORP COM 172062101 9,733 273,554 SH DEFINED 02 09 10 273,554 0 0 D CINCINNATI FINL CORP COM 172062101 11,890 334,165 SH DEFINED 06 09 10 334,165 0 0 D CINCINNATI FINL CORP COM 172062101 43 1,200 SH DEFINED 07 09 10 1,200 0 0 D CINCINNATI FINL CORP COM 172062101 168 4,720 SH DEFINED 08 09 10 4,720 0 0 D CINERGY CORP COM 172474108 11,792 375,198 SH DEFINED 02 09 10 375,198 0 0 D CINERGY CORP COM 172474108 7,475 237,835 SH DEFINED 06 09 10 237,835 0 0 D CINERGY CORP COM 172474108 424 13,500 SH DEFINED 08 09 10 13,500 0 0 D CIRRUS LOGIC INC COM 172755100 75 29,300 SH DEFINED 02 09 10 29,300 0 0 D CIRRUS LOGIC INC COM 172755100 3,271 1,282,900 SH DEFINED 06 09 10 1,282,900 0 0 D CIRRUS LOGIC INC COM 172755100 2,015 790,300 SH DEFINED 08 09 10 790,300 0 0 D CISCO SYS INC COM 17275R102 118,248 11,283,214SH DEFINED 02 09 10 11,283,214 0 0 D CISCO SYS INC COM 17275R102 206 19,700 SH DEFINED 03 09 10 19,700 0 0 D CISCO SYS INC COM 17275R102 130,214 12,425,027SH DEFINED 06 09 10 12,425,027 0 0 D CISCO SYS INC COM 17275R102 21 2,050 SH DEFINED 07 09 10 2,050 0 0 D CISCO SYS INC COM 17275R102 27,853 2,657,739 SH DEFINED 08 09 10 2,657,739 0 0 D CITIGROUP INC COM 172967101 1,631 55,021 SH DEFINED 02 09 10 55,021 0 0 D CITIGROUP INC COM 172967101 43,434 1,464,876 SH DEFINED 06 09 10 1,464,876 0 0 D CITIGROUP INC COM 172967101 114 3,834 SH DEFINED 07 09 10 3,834 0 0 D CITIGROUP INC COM 172967101 152 5,118 SH DEFINED 08 09 10 5,118 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D CLAIRES STORES INC COM 179584107 2,261 103,700 SH DEFINED 02 09 10 103,700 0 0 D CLAIRES STORES INC COM 179584107 9,077 416,397 SH DEFINED 06 09 10 416,397 0 0 D CLAIRES STORES INC COM 179584107 74 3,400 SH DEFINED 08 09 10 3,400 0 0 D CLEAR CHANNEL COMMUNICATIONS COM 184502102 22,142 637,185 SH DEFINED 02 09 10 637,185 0 0 D CLEAR CHANNEL COMMUNICATIONS COM 184502102 12,764 367,315 SH DEFINED 06 09 10 367,315 0 0 D CLEAR CHANNEL COMMUNICATIONS COM 184502102 76 2,173 SH DEFINED 07 09 10 2,173 0 0 D CLEAR CHANNEL COMMUNICATIONS COM 184502102 211 6,075 SH DEFINED 08 09 10 6,075 0 0 D CLOSURE MED CORP COM 189093107 170 15,200 SH DEFINED 02 09 10 15,200 0 0 D CLOSURE MED CORP COM 189093107 3,761 337,050 SH DEFINED 06 09 10 337,050 0 0 D CLOSURE MED CORP COM 189093107 66 5,900 SH DEFINED 08 09 10 5,900 0 0 D COCA COLA CO COM 191216100 5,710 119,062 SH DEFINED 02 09 10 119,062 0 0 D COCA COLA CO COM 191216100 33,732 703,330 SH DEFINED 06 09 10 703,330 0 0 D COCA COLA CO COM 191216100 48 1,000 SH DEFINED 07 09 10 1,000 0 0 D COCA COLA CO COM 191216100 19,203 400,400 SH DEFINED 08 09 10 400,400 0 0 D COCA COLA ENTERPRISES INC COM 191219104 487 22,916 SH DEFINED 02 09 10 22,916 0 0 D COCA COLA ENTERPRISES INC COM 191219104 5,581 262,755 SH DEFINED 06 09 10 262,755 0 0 D COCA COLA ENTERPRISES INC COM 191219104 2,714 127,800 SH DEFINED 08 09 10 127,800 0 0 D COGNEX CORP COM 192422103 22 1,550 SH DEFINED 02 09 10 1,550 0 0 D COGNEX CORP COM 192422103 2,055 147,700 SH DEFINED 06 09 10 147,700 0 0 D COGNEX CORP COM 192422103 60 4,300 SH DEFINED 08 09 10 4,300 0 0 D COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 55 950 SH DEFINED 02 09 10 950 0 0 D COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,146 89,550 SH DEFINED 06 09 10 89,550 0 0 D COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 149 2,600 SH DEFINED 08 09 10 2,600 0 0 D COMCAST CORP CL A SPL 200300200 4 190 SH DEFINED 02 09 10 190 0 0 D COMCAST CORP CL A SPL 200300200 262 12,560 SH DEFINED 06 09 10 12,560 0 0 D COMMSCOPE INC COM 203372107 8,796 1,297,276 SH DEFINED 02 09 10 1,297,276 0 0 D COMMSCOPE INC COM 203372107 14,244 2,100,900 SH DEFINED 06 09 10 2,100,900 0 0 D COMMSCOPE INC COM 203372107 3,711 547,310 SH DEFINED 08 09 10 547,310 0 0 D COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 338 32,000 SH DEFINED 06 09 10 32,000 0 0 D COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 204449300 205 23,419 SH DEFINED 02 09 10 23,419 0 0 D COMPUTER ASSOC INTL INC COM 204912109 5,437 566,332 SH DEFINED 02 09 10 566,332 0 0 D COMPUTER ASSOC INTL INC COM 204912109 1,749 182,227 SH DEFINED 06 09 10 182,227 0 0 D COMPUTER ASSOC INTL INC COM 204912109 225 23,400 SH DEFINED 08 09 10 23,400 0 0 D COMPUTER TASK GROUP INC COM 205477102 57 17,500 SH DEFINED 02 09 10 17,500 0 0 D COMPUTER TASK GROUP INC COM 205477102 2,297 706,700 SH DEFINED 06 09 10 706,700 0 0 D COMPUTER TASK GROUP INC COM 205477102 1,581 486,500 SH DEFINED 08 09 10 486,500 0 0 D COMTECH TELECOMMUNICATIONS C COM NEW 205826209 38 5,400 SH DEFINED 02 09 10 5,400 0 0 D COMTECH TELECOMMUNICATIONS C COM NEW 205826209 1,211 171,800 SH DEFINED 06 09 10 171,800 0 0 D COMTECH TELECOMMUNICATIONS C COM NEW 205826209 741 105,100 SH DEFINED 08 09 10 105,100 0 0 D COMPUTER HORIZONS CORP COM 205908106 57 15,400 SH DEFINED 02 09 10 15,400 0 0 D COMPUTER HORIZONS CORP COM 205908106 4,878 1,311,200 SH DEFINED 06 09 10 1,311,200 0 0 D COMPUTER HORIZONS CORP COM 205908106 3,415 918,000 SH DEFINED 08 09 10 918,000 0 0 D CONCEPTUS INC COM 206016107 66 4,300 SH DEFINED 02 09 10 4,300 0 0 D CONCEPTUS INC COM 206016107 6,183 404,100 SH DEFINED 06 09 10 404,100 0 0 D CONCEPTUS INC COM 206016107 177 11,600 SH DEFINED 08 09 10 11,600 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D CONOCOPHILLIPS COM 20825C104 12,514 270,639 SH DEFINED 02 09 10 270,639 0 0 D CONOCOPHILLIPS COM 20825C104 16,856 364,537 SH DEFINED 06 09 10 364,537 0 0 D CONOCOPHILLIPS COM 20825C104 482 10,429 SH DEFINED 08 09 10 10,429 0 0 D CONTINENTAL AIRLS INC CL B 210795308 270 50,000 SH DEFINED 06 09 10 50,000 0 0 D CONVERGYS CORP COM 212485106 12,400 825,048 SH DEFINED 02 09 10 825,048 0 0 D CONVERGYS CORP COM 212485106 10,590 704,600 SH DEFINED 06 09 10 704,600 0 0 D CONVERGYS CORP COM 212485106 306 20,350 SH DEFINED 08 09 10 20,350 0 0 D COOPER CAMERON CORP COM 216640102 12,703 304,194 SH DEFINED 02 09 10 304,194 0 0 D COOPER CAMERON CORP COM 216640102 11,050 264,600 SH DEFINED 06 09 10 264,600 0 0 D COOPER CAMERON CORP COM 216640102 307 7,350 SH DEFINED 08 09 10 7,350 0 0 D COORSTEK INC COM 217020106 14 900 SH DEFINED 02 09 10 900 0 0 D COORSTEK INC COM 217020106 3,263 217,560 SH DEFINED 06 09 10 217,560 0 0 D COORSTEK INC COM 217020106 1,108 73,850 SH DEFINED 08 09 10 73,850 0 0 D CORINTHIAN COLLEGES INC COM 218868107 113 3,000 SH DEFINED 02 09 10 3,000 0 0 D CORINTHIAN COLLEGES INC COM 218868107 12,254 324,700 SH DEFINED 06 09 10 324,700 0 0 D CORINTHIAN COLLEGES INC COM 218868107 309 8,200 SH DEFINED 08 09 10 8,200 0 0 D CORPORATE EXECUTIVE BRD CO COM 21988R102 20,913 732,511 SH DEFINED 02 09 10 732,511 0 0 D CORPORATE EXECUTIVE BRD CO COM 21988R102 50,595 1,772,140 SH DEFINED 06 09 10 1,772,140 0 0 D CORPORATE EXECUTIVE BRD CO COM 21988R102 5,573 195,200 SH DEFINED 08 09 10 195,200 0 0 D COST PLUS INC CALIF COM 221485105 14,254 530,864 SH DEFINED 02 09 10 530,864 0 0 D COST PLUS INC CALIF COM 221485105 20,782 774,010 SH DEFINED 06 09 10 774,010 0 0 D COST PLUS INC CALIF COM 221485105 2,374 88,425 SH DEFINED 08 09 10 88,425 0 0 D COUNTRYWIDE CR INDS INC DEL COM 222372104 21,097 447,442 SH DEFINED 02 09 10 447,442 0 0 D COUNTRYWIDE CR INDS INC DEL COM 222372104 17,669 374,750 SH DEFINED 06 09 10 374,750 0 0 D COUNTRYWIDE CR INDS INC DEL COM 222372104 528 11,200 SH DEFINED 08 09 10 11,200 0 0 D COVALENT GROUP INC COM 222815102 416 181,000 SH DEFINED 06 09 10 181,000 0 0 D COX COMMUNICATIONS INC NEW CL A 224044107 2,655 107,959 SH DEFINED 02 09 10 107,959 0 0 D COX COMMUNICATIONS INC NEW CL A 224044107 3,704 150,624 SH DEFINED 06 09 10 150,624 0 0 D COX RADIO INC CL A 224051102 57,857 2,211,656 SH DEFINED 02 09 10 2,211,656 0 0 D COX RADIO INC CL A 224051102 38,698 1,479,280 SH DEFINED 06 09 10 1,479,280 0 0 D COX RADIO INC CL A 224051102 3,463 132,365 SH DEFINED 08 09 10 132,365 0 0 D CRAY INC COM 225223106 25 6,450 SH DEFINED 02 09 10 6,450 0 0 D CRAY INC COM 225223106 3,386 857,300 SH DEFINED 06 09 10 857,300 0 0 D CRAY INC COM 225223106 2,216 561,100 SH DEFINED 08 09 10 561,100 0 0 D CREDENCE SYS CORP COM 225302108 126 14,500 SH DEFINED 02 09 10 14,500 0 0 D CREDENCE SYS CORP COM 225302108 6,518 752,700 SH DEFINED 06 09 10 752,700 0 0 D CREDENCE SYS CORP COM 225302108 4,929 569,200 SH DEFINED 08 09 10 569,200 0 0 D CRESCENT REAL ESTATE EQUITIE COM 225756105 1,475 93,929 SH DEFINED 02 09 10 93,929 0 0 D CRESCENT REAL ESTATE EQUITIE COM 225756105 2,521 160,600 SH DEFINED 06 09 10 160,600 0 0 D CRESCENT REAL ESTATE EQUITIE COM 225756105 13 800 SH DEFINED 08 09 10 800 0 0 D CROMPTON CORP COM 227116100 47 4,700 SH DEFINED 02 09 10 4,700 0 0 D CROMPTON CORP COM 227116100 3,548 353,057 SH DEFINED 06 09 10 353,057 0 0 D CROMPTON CORP COM 227116100 1,932 192,200 SH DEFINED 08 09 10 192,200 0 0 D CROSS CTRY INC COM 22748P105 64 4,600 SH DEFINED 02 09 10 4,600 0 0 D CROSS CTRY INC COM 22748P105 5,012 358,000 SH DEFINED 06 09 10 358,000 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D CROSS CTRY INC COM 22748P105 3,366 240,400 SH DEFINED 08 09 10 240,400 0 0 D CRYPTOLOGIC INC COM 228906103 415 122,700 SH DEFINED 06 09 10 122,700 0 0 D CRYSTALLEX INTL CORP COM 22942F101 527 230,000 SH DEFINED 06 09 10 230,000 0 0 D CTI MOLECULAR IMAGING INC COM 22943D105 29 1,150 SH DEFINED 02 09 10 1,150 0 0 D CTI MOLECULAR IMAGING INC COM 22943D105 2,787 110,150 SH DEFINED 06 09 10 110,150 0 0 D CTI MOLECULAR IMAGING INC COM 22943D105 81 3,200 SH DEFINED 08 09 10 3,200 0 0 D CUMMINS INC COM 231021106 9,775 413,840 SH DEFINED 02 09 10 413,840 0 0 D CUMMINS INC COM 231021106 9,085 384,650 SH DEFINED 06 09 10 384,650 0 0 D CUMMINS INC COM 231021106 279 11,800 SH DEFINED 08 09 10 11,800 0 0 D CUMULUS MEDIA INC CL A 231082108 1,020 57,800 SH DEFINED 02 09 10 57,800 0 0 D CUMULUS MEDIA INC CL A 231082108 3,245 183,850 SH DEFINED 06 09 10 183,850 0 0 D CUMULUS MEDIA INC CL A 231082108 515 29,200 SH DEFINED 08 09 10 29,200 0 0 D CYGNUS INC COM 232560102 878 585,150 SH DEFINED 06 09 10 585,150 0 0 D CYGNUS INC COM 232560102 59 39,300 SH DEFINED 08 09 10 39,300 0 0 D DTE ENERGY CO COM 233331107 1,528 37,541 SH DEFINED 06 09 10 37,541 0 0 D DEERE & CO COM 244199105 13,068 287,527 SH DEFINED 02 09 10 287,527 0 0 D DEERE & CO COM 244199105 3,638 80,045 SH DEFINED 06 09 10 80,045 0 0 D DEERE & CO COM 244199105 502 11,050 SH DEFINED 08 09 10 11,050 0 0 D DELL COMPUTER CORP COM 247025109 271,465 11,546,774SH DEFINED 02 09 10 11,546,774 0 0 D DELL COMPUTER CORP COM 247025109 531 22,600 SH DEFINED 03 09 10 22,600 0 0 D DELL COMPUTER CORP COM 247025109 325,505 13,845,388SH DEFINED 06 09 10 13,845,388 0 0 D DELL COMPUTER CORP COM 247025109 18 750 SH DEFINED 07 09 10 750 0 0 D DELL COMPUTER CORP COM 247025109 40,878 1,738,740 SH DEFINED 08 09 10 1,738,740 0 0 D DELPHI CORP COM 247126105 846 98,925 SH DEFINED 06 09 10 98,925 0 0 D DELTA AIR LINES INC DEL COM 247361108 - - SH DEFINED 02 09 10 - 0 0 D DELTA AIR LINES INC DEL COM 247361108 929 100,000 SH DEFINED 06 09 10 100,000 0 0 D DEVON ENERGY CORP NEW COM 25179M103 14,666 303,967 SH DEFINED 02 09 10 303,967 0 0 D DEVON ENERGY CORP NEW COM 25179M103 12,065 250,050 SH DEFINED 06 09 10 250,050 0 0 D DEVON ENERGY CORP NEW COM 25179M103 333 6,900 SH DEFINED 08 09 10 6,900 0 0 D DIAGEO P L C SPON ADR NEW 25243Q205 1,687 33,806 SH DEFINED 02 09 10 33,806 0 0 D DIANON SYS INC COM 252826102 4,854 102,593 SH DEFINED 02 09 10 102,593 0 0 D DIANON SYS INC COM 252826102 10,038 212,170 SH DEFINED 06 09 10 212,170 0 0 D DIANON SYS INC COM 252826102 823 17,400 SH DEFINED 08 09 10 17,400 0 0 D DIGITAL RIV INC COM 25388B104 52 6,750 SH DEFINED 02 09 10 6,750 0 0 D DIGITAL RIV INC COM 25388B104 4,855 633,000 SH DEFINED 06 09 10 633,000 0 0 D DIGITAL RIV INC COM 25388B104 140 18,200 SH DEFINED 08 09 10 18,200 0 0 D DILLARDS INC CL A 254067101 4,036 200,000 SH DEFINED 06 09 10 200,000 0 0 D DISNEY WALT CO COM DISNEY 254687106 840 55,485 SH DEFINED 02 09 10 55,485 0 0 D DISNEY WALT CO COM DISNEY 254687106 4,309 284,600 SH DEFINED 06 09 10 284,600 0 0 D DISNEY WALT CO COM DISNEY 254687106 1,953 129,020 SH DEFINED 08 09 10 129,020 0 0 D DR REDDYS LABS LTD ADR 256135203 94 5,600 SH DEFINED 02 09 10 5,600 0 0 D DR REDDYS LABS LTD ADR 256135203 1,245 74,000 SH DEFINED 06 09 10 74,000 0 0 D DOCUMENTUM INC COM 256159104 20 1,700 SH DEFINED 02 09 10 1,700 0 0 D DOCUMENTUM INC COM 256159104 1,851 160,250 SH DEFINED 06 09 10 160,250 0 0 D DOCUMENTUM INC COM 256159104 53 4,600 SH DEFINED 08 09 10 4,600 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D DOLLAR TREE STORES INC COM 256747106 3,551 161,099 SH DEFINED 02 09 10 161,099 0 0 D DOLLAR TREE STORES INC COM 256747106 822 37,312 SH DEFINED 06 09 10 37,312 0 0 D DONNELLEY R R & SONS CO COM 257867101 375 15,935 SH DEFINED 02 09 10 15,935 0 0 D DONNELLEY R R & SONS CO COM 257867101 169 7,200 SH DEFINED 06 09 10 7,200 0 0 D DONNELLEY R R & SONS CO COM 257867101 8 350 SH DEFINED 08 09 10 350 0 0 D DOUBLECLICK INC COM 258609304 902 175,509 SH DEFINED 02 09 10 175,509 0 0 D DOUBLECLICK INC COM 258609304 5,881 1,144,120 SH DEFINED 06 09 10 1,144,120 0 0 D DOUBLECLICK INC COM 258609304 74 14,350 SH DEFINED 08 09 10 14,350 0 0 D DOVER DOWNS GAMING & ENTMT I COM 260095104 911 111,900 SH DEFINED 02 09 10 111,900 0 0 D DOVER DOWNS GAMING & ENTMT I COM 260095104 1,160 142,520 SH DEFINED 06 09 10 142,520 0 0 D DOVER DOWNS GAMING & ENTMT I COM 260095104 8 950 SH DEFINED 08 09 10 950 0 0 D DOVER MOTORSPORTS INC COM 260174107 971 242,700 SH DEFINED 02 09 10 242,700 0 0 D DOVER MOTORSPORTS INC COM 260174107 974 243,600 SH DEFINED 06 09 10 243,600 0 0 D DOVER MOTORSPORTS INC COM 260174107 5 1,350 SH DEFINED 08 09 10 1,350 0 0 D DOWNEY FINL CORP COM 261018105 1,028 30,000 SH DEFINED 06 09 10 30,000 0 0 D DU PONT E I DE NEMOURS & CO COM 263534109 772 21,401 SH DEFINED 02 09 10 21,401 0 0 D DU PONT E I DE NEMOURS & CO COM 263534109 3,999 110,866 SH DEFINED 06 09 10 110,866 0 0 D DU PONT E I DE NEMOURS & CO COM 263534109 40 1,115 SH DEFINED 08 09 10 1,115 0 0 D DUANE READE INC COM 263578106 3,928 245,472 SH DEFINED 02 09 10 245,472 0 0 D DUANE READE INC COM 263578106 5,729 358,055 SH DEFINED 06 09 10 358,055 0 0 D DUANE READE INC COM 263578106 606 37,900 SH DEFINED 08 09 10 37,900 0 0 D DURECT CORP COM 266605104 10 3,350 SH DEFINED 02 09 10 3,350 0 0 D DURECT CORP COM 266605104 958 309,000 SH DEFINED 06 09 10 309,000 0 0 D DURECT CORP COM 266605104 28 8,900 SH DEFINED 08 09 10 8,900 0 0 D DYNEX CAP INC COM NEW 26817Q506 333 75,000 SH DEFINED 02 09 10 75,000 0 0 D DYNEX CAP INC COM NEW 26817Q506 642 144,675 SH DEFINED 06 09 10 144,675 0 0 D ENSCO INTL INC COM 26874Q100 13,878 554,246 SH DEFINED 02 09 10 554,246 0 0 D ENSCO INTL INC COM 26874Q100 11,098 443,200 SH DEFINED 06 09 10 443,200 0 0 D ENSCO INTL INC COM 26874Q100 334 13,350 SH DEFINED 08 09 10 13,350 0 0 D EPIX MEDICAL INC COM 26881Q101 21 4,550 SH DEFINED 02 09 10 4,550 0 0 D EPIX MEDICAL INC COM 26881Q101 1,948 430,100 SH DEFINED 06 09 10 430,100 0 0 D EPIX MEDICAL INC COM 26881Q101 56 12,400 SH DEFINED 08 09 10 12,400 0 0 D E PIPHANY INC COM 26881V100 47 13,151 SH DEFINED 02 09 10 13,151 0 0 D E PIPHANY INC COM 26881V100 3,026 840,600 SH DEFINED 06 09 10 840,600 0 0 D E PIPHANY INC COM 26881V100 1,719 477,500 SH DEFINED 08 09 10 477,500 0 0 D ESS TECHNOLOGY INC COM 269151106 185 30,000 SH DEFINED 06 09 10 30,000 0 0 D E TRADE GROUP INC NOTE 6.750% 5/1 269246AD6 5,578 7,515,000 SH DEFINED 02 09 10 7,515,000 0 0 D E TRADE GROUP INC NOTE 6.750% 5/1 269246AD6 8,502 11,455,000SH DEFINED 06 09 10 11,455,000 0 0 D E TRADE GROUP INC NOTE 6.750% 5/1 269246AD6 63 85,000 SH DEFINED 07 09 10 85,000 0 0 D EAST WEST BANCORP INC COM 27579R104 27 800 SH DEFINED 02 09 10 800 0 0 D EAST WEST BANCORP INC COM 27579R104 2,520 74,650 SH DEFINED 06 09 10 74,650 0 0 D EAST WEST BANCORP INC COM 27579R104 71 2,100 SH DEFINED 08 09 10 2,100 0 0 D EASTMAN CHEM CO COM 277432100 585 15,339 SH DEFINED 02 09 10 15,339 0 0 D EASTMAN CHEM CO COM 277432100 13 350 SH DEFINED 07 09 10 350 0 0 D EATON CORP COM 278058102 11,473 180,000 SH DEFINED 06 09 10 180,000 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D EBAY INC COM 278642103 78,586 1,488,089 SH DEFINED 02 09 10 1,488,089 0 0 D EBAY INC COM 278642103 49,346 934,405 SH DEFINED 06 09 10 934,405 0 0 D EBAY INC COM 278642103 13,825 261,785 SH DEFINED 08 09 10 261,785 0 0 D ECHELON CORP COM 27874N105 702 80,700 SH DEFINED 02 09 10 80,700 0 0 D ECHELON CORP COM 27874N105 4,834 555,600 SH DEFINED 06 09 10 555,600 0 0 D ECHELON CORP COM 27874N105 18 2,100 SH DEFINED 08 09 10 2,100 0 0 D ECHOSTAR COMMUNICATIONS NEW CL A 278762109 47,880 2,767,651 SH DEFINED 02 09 10 2,767,651 0 0 D ECHOSTAR COMMUNICATIONS NEW CL A 278762109 16,457 951,300 SH DEFINED 06 09 10 951,300 0 0 D ECHOSTAR COMMUNICATIONS NEW CL A 278762109 10,891 629,540 SH DEFINED 08 09 10 629,540 0 0 D ECHOSTAR COMMUNICATIONS NEW NOTE 4.875% 1/0 278762AD1 4,419 5,815,000 SH DEFINED 02 09 10 5,815,000 0 0 D ECHOSTAR COMMUNICATIONS NEW NOTE 4.875% 1/0 278762AD1 372 490,000 SH DEFINED 06 09 10 490,000 0 0 D ECHOSTAR COMMUNICATIONS NEW NOTE 4.875% 1/0 278762AD1 30 40,000 SH DEFINED 07 09 10 40,000 0 0 D ECLIPSYS CORP COM 278856109 613 120,600 SH DEFINED 02 09 10 120,600 0 0 D ECLIPSYS CORP COM 278856109 4,871 958,900 SH DEFINED 06 09 10 958,900 0 0 D ECLIPSYS CORP COM 278856109 19 3,700 SH DEFINED 08 09 10 3,700 0 0 D EDISON INTL COM 281020107 1,600 160,000 SH DEFINED 06 09 10 160,000 0 0 D ELDER BEERMAN STORES CORP NE COM 284470101 66 30,000 SH DEFINED 06 09 10 30,000 0 0 D ELECTRO RENT CORP COM 285218103 34 3,550 SH DEFINED 02 09 10 3,550 0 0 D ELECTRO RENT CORP COM 285218103 2,604 269,049 SH DEFINED 06 09 10 269,049 0 0 D ELECTRO RENT CORP COM 285218103 1,797 185,600 SH DEFINED 08 09 10 185,600 0 0 D ELECTRO SCIENTIFIC INDS COM 285229100 137 9,250 SH DEFINED 02 09 10 9,250 0 0 D ELECTRO SCIENTIFIC INDS COM 285229100 6,926 467,000 SH DEFINED 06 09 10 467,000 0 0 D ELECTRO SCIENTIFIC INDS COM 285229100 4,336 292,400 SH DEFINED 08 09 10 292,400 0 0 D ELKCORP COM 287456107 48 2,800 SH DEFINED 02 09 10 2,800 0 0 D ELKCORP COM 287456107 2,277 133,400 SH DEFINED 06 09 10 133,400 0 0 D ELKCORP COM 287456107 2,504 146,700 SH DEFINED 08 09 10 146,700 0 0 D EMERSON ELEC CO COM 291011104 9,646 219,537 SH DEFINED 02 09 10 219,537 0 0 D EMERSON ELEC CO COM 291011104 26,347 599,610 SH DEFINED 06 09 10 599,610 0 0 D EMERSON ELEC CO COM 291011104 41,743 949,995 SH DEFINED 08 09 10 949,995 0 0 D ENDOCARE INC COM 29264P104 7,403 517,337 SH DEFINED 02 09 10 517,337 0 0 D ENDOCARE INC COM 29264P104 19,160 1,338,910 SH DEFINED 06 09 10 1,338,910 0 0 D ENDOCARE INC COM 29264P104 1,201 83,900 SH DEFINED 08 09 10 83,900 0 0 D ENTERCOM COMMUNICATIONS CORP CL A 293639100 10,804 228,080 SH DEFINED 02 09 10 228,080 0 0 D ENTERCOM COMMUNICATIONS CORP CL A 293639100 16,525 348,845 SH DEFINED 06 09 10 348,845 0 0 D ENTERCOM COMMUNICATIONS CORP CL A 293639100 1,715 36,200 SH DEFINED 08 09 10 36,200 0 0 D EQUITY INNS INC COM 294703103 1,257 202,700 SH DEFINED 02 09 10 202,700 0 0 D EQUITY INNS INC COM 294703103 2,037 328,500 SH DEFINED 06 09 10 328,500 0 0 D EQUITY INNS INC COM 294703103 17 2,700 SH DEFINED 08 09 10 2,700 0 0 D ERICSSON L M TEL CO ADR CL B SEK10 294821400 - 40 SH DEFINED 02 09 10 40 0 0 D ERICSSON L M TEL CO ADR CL B SEK10 294821400 144 400,000 SH DEFINED 06 09 10 400,000 0 0 D ESPEED INC CL A 296643109 37 3,650 SH DEFINED 02 09 10 3,650 0 0 D ESPEED INC CL A 296643109 3,488 343,350 SH DEFINED 06 09 10 343,350 0 0 D ESPEED INC CL A 296643109 100 9,800 SH DEFINED 08 09 10 9,800 0 0 D EVANS & SUTHERLAND COMPUTER COM 299096107 483 137,300 SH DEFINED 02 09 10 137,300 0 0 D EVANS & SUTHERLAND COMPUTER COM 299096107 3,347 950,930 SH DEFINED 06 09 10 950,930 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D EVANS & SUTHERLAND COMPUTER COM 299096107 782 222,150 SH DEFINED 08 09 10 222,150 0 0 D EXAR CORP COM 300645108 6,532 565,549 SH DEFINED 02 09 10 565,549 0 0 D EXAR CORP COM 300645108 13,672 1,183,765 SH DEFINED 06 09 10 1,183,765 0 0 D EXAR CORP COM 300645108 14 1,190 SH DEFINED 07 09 10 1,190 0 0 D EXAR CORP COM 300645108 3,630 314,300 SH DEFINED 08 09 10 314,300 0 0 D EXCEL TECHNOLOGY INC COM 30067T103 92 4,900 SH DEFINED 02 09 10 4,900 0 0 D EXCEL TECHNOLOGY INC COM 30067T103 6,366 338,440 SH DEFINED 06 09 10 338,440 0 0 D EXCEL TECHNOLOGY INC COM 30067T103 3,833 203,800 SH DEFINED 08 09 10 203,800 0 0 D EXELON CORP COM 30161N101 17,308 364,389 SH DEFINED 06 09 10 364,389 0 0 D EXPEDIA INC CL A 302125109 25,205 497,637 SH DEFINED 02 09 10 497,637 0 0 D EXPEDIA INC CL A 302125109 8,238 162,645 SH DEFINED 06 09 10 162,645 0 0 D EXPEDIA INC CL A 302125109 352 6,955 SH DEFINED 08 09 10 6,955 0 0 D EXPEDIA INC *WEXP 02/04/200 302125125 841 41,411 SH DEFINED 02 09 10 41,411 0 0 D EXPEDIA INC *WEXP 02/04/200 302125125 587 28,932 SH DEFINED 06 09 10 28,932 0 0 D EXPEDIA INC *WEXP 02/04/200 302125125 16 776 SH DEFINED 08 09 10 776 0 0 D EXPRESS SCRIPTS INC COM 302182100 12,616 231,410 SH DEFINED 02 09 10 231,410 0 0 D EXPRESS SCRIPTS INC COM 302182100 8,107 148,705 SH DEFINED 06 09 10 148,705 0 0 D EXPRESS SCRIPTS INC COM 302182100 303 5,555 SH DEFINED 08 09 10 5,555 0 0 D EXXON MOBIL CORP COM 30231G102 18,977 594,895 SH DEFINED 02 09 10 594,895 0 0 D EXXON MOBIL CORP COM 30231G102 89,215 2,796,695 SH DEFINED 06 09 10 2,796,695 0 0 D EXXON MOBIL CORP COM 30231G102 53 1,650 SH DEFINED 07 09 10 1,650 0 0 D EXXON MOBIL CORP COM 30231G102 70,242 2,201,940 SH DEFINED 08 09 10 2,201,940 0 0 D FLIR SYS INC COM 302445101 24 700 SH DEFINED 02 09 10 700 0 0 D FLIR SYS INC COM 302445101 2,224 63,550 SH DEFINED 06 09 10 63,550 0 0 D FLIR SYS INC COM 302445101 63 1,800 SH DEFINED 08 09 10 1,800 0 0 D FMC TECHNOLOGIES INC COM 30249U101 198 11,800 SH DEFINED 02 09 10 11,800 0 0 D FMC TECHNOLOGIES INC COM 30249U101 6,379 380,600 SH DEFINED 06 09 10 380,600 0 0 D FMC TECHNOLOGIES INC COM 30249U101 5,015 299,200 SH DEFINED 08 09 10 299,200 0 0 D FSI INTL INC COM 302633102 44 14,400 SH DEFINED 02 09 10 14,400 0 0 D FSI INTL INC COM 302633102 1,922 628,100 SH DEFINED 06 09 10 628,100 0 0 D FSI INTL INC COM 302633102 1,010 330,100 SH DEFINED 08 09 10 330,100 0 0 D FACTORY 2-U INC COM 303072102 26 13,550 SH DEFINED 02 09 10 13,550 0 0 D FACTORY 2-U INC COM 303072102 860 443,500 SH DEFINED 06 09 10 443,500 0 0 D FACTORY 2-U INC COM 303072102 546 281,300 SH DEFINED 08 09 10 281,300 0 0 D FAIR ISAAC & CO INC COM 303250104 830 25,394 SH DEFINED 02 09 10 25,394 0 0 D FAIR ISAAC & CO INC COM 303250104 737 22,527 SH DEFINED 06 09 10 22,527 0 0 D FEDERAL HOME LN MTG CORP COM 313400301 8,262 150,364 SH DEFINED 02 09 10 150,364 0 0 D FEDERAL HOME LN MTG CORP COM 313400301 2,643 47,273 SH DEFINED 06 09 10 47,273 0 0 D FEDERAL HOME LN MTG CORP COM 313400301 366 6,550 SH DEFINED 08 09 10 6,550 0 0 D FEDERAL NATL MTG ASSN COM 313586109 4,508 75,720 SH DEFINED 02 09 10 75,720 0 0 D FEDERAL NATL MTG ASSN COM 313586109 1,188 19,955 SH DEFINED 06 09 10 19,955 0 0 D FEDERAL NATL MTG ASSN COM 313586109 85 1,433 SH DEFINED 08 09 10 1,433 0 0 D FERRO CORP COM 315405100 38 1,650 SH DEFINED 02 09 10 1,650 0 0 D FERRO CORP COM 315405100 2,054 88,900 SH DEFINED 06 09 10 88,900 0 0 D FERRO CORP COM 315405100 2,837 122,800 SH DEFINED 08 09 10 122,800 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D F5 NETWORKS INC COM 315616102 23 3,050 SH DEFINED 02 09 10 3,050 0 0 D F5 NETWORKS INC COM 315616102 2,148 284,500 SH DEFINED 06 09 10 284,500 0 0 D F5 NETWORKS INC COM 315616102 61 8,100 SH DEFINED 08 09 10 8,100 0 0 D FIFTH THIRD BANCORP COM 316773100 2,010 32,829 SH DEFINED 02 09 10 32,829 0 0 D FIFTH THIRD BANCORP COM 316773100 10,651 173,953 SH DEFINED 06 09 10 173,953 0 0 D FIFTH THIRD BANCORP COM 316773100 31 500 SH DEFINED 07 09 10 500 0 0 D FIFTH THIRD BANCORP COM 316773100 95 1,555 SH DEFINED 08 09 10 1,555 0 0 D FILENET CORP COM 316869106 52 5,050 SH DEFINED 02 09 10 5,050 0 0 D FILENET CORP COM 316869106 3,716 359,000 SH DEFINED 06 09 10 359,000 0 0 D FILENET CORP COM 316869106 1,574 152,100 SH DEFINED 08 09 10 152,100 0 0 D FINANCIAL FED CORP COM 317492106 38 1,200 SH DEFINED 02 09 10 1,200 0 0 D FINANCIAL FED CORP COM 317492106 3,577 112,300 SH DEFINED 06 09 10 112,300 0 0 D FINANCIAL FED CORP COM 317492106 102 3,200 SH DEFINED 08 09 10 3,200 0 0 D FINISAR COM 31787A101 110 160,000 SH DEFINED 06 09 10 160,000 0 0 D FIRST AMERN CORP CALIF COM 318522307 1,013 49,600 SH DEFINED 02 09 10 49,600 0 0 D FIRST AMERN CORP CALIF COM 318522307 2,008 98,300 SH DEFINED 06 09 10 98,300 0 0 D FIRST AMERN CORP CALIF COM 318522307 14 700 SH DEFINED 08 09 10 700 0 0 D FIRST DATA CORP DEBT 2.000% 3/0 319963AD6 5,457 5,140,000 SH DEFINED 02 09 10 5,140,000 0 0 D FIRST DATA CORP DEBT 2.000% 3/0 319963AD6 8,259 7,780,000 SH DEFINED 06 09 10 7,780,000 0 0 D FIRST DATA CORP DEBT 2.000% 3/0 319963AD6 48 45,000 SH DEFINED 07 09 10 45,000 0 0 D FIRST HORIZON PHARMACEUTICAL COM 32051K106 33 6,200 SH DEFINED 02 09 10 6,200 0 0 D FIRST HORIZON PHARMACEUTICAL COM 32051K106 3,154 584,050 SH DEFINED 06 09 10 584,050 0 0 D FIRST HORIZON PHARMACEUTICAL COM 32051K106 91 16,800 SH DEFINED 08 09 10 16,800 0 0 D FIRST HEALTH GROUP CORP COM 320960107 9,580 353,238 SH DEFINED 02 09 10 353,238 0 0 D FIRST HEALTH GROUP CORP COM 320960107 10,795 398,055 SH DEFINED 06 09 10 398,055 0 0 D FIRST HEALTH GROUP CORP COM 320960107 1,454 53,600 SH DEFINED 08 09 10 53,600 0 0 D FIRST TENN NATL CORP COM 337162101 3,249 93,700 SH DEFINED 02 09 10 93,700 0 0 D FIRSTFED FINL CORP COM 337907109 940 36,500 SH DEFINED 06 09 10 36,500 0 0 D FLEETBOSTON FINL CORP COM 339030108 280 13,778 SH DEFINED 02 09 10 13,778 0 0 D FLEETBOSTON FINL CORP COM 339030108 28,462 1,400,000 SH DEFINED 06 09 10 1,400,000 0 0 D FLORIDA EAST COAST INDS CL A 340632108 84 3,550 SH DEFINED 02 09 10 3,550 0 0 D FLORIDA EAST COAST INDS CL A 340632108 5,268 223,200 SH DEFINED 06 09 10 223,200 0 0 D FLORIDA EAST COAST INDS CL A 340632108 3,972 168,300 SH DEFINED 08 09 10 168,300 0 0 D FLUOR CORP NEW COM 343412102 9,776 400,000 SH DEFINED 06 09 10 400,000 0 0 D FLOW INTL CORP COM 343468104 268 83,100 SH DEFINED 06 09 10 83,100 0 0 D FLOW INTL CORP COM 343468104 240 74,400 SH DEFINED 08 09 10 74,400 0 0 D FLOWERS FOODS INC COM 343498101 858 37,760 SH DEFINED 02 09 10 37,760 0 0 D FLOWERS FOODS INC COM 343498101 2,985 131,322 SH DEFINED 06 09 10 131,322 0 0 D FLOWERS FOODS INC COM 343498101 15 650 SH DEFINED 08 09 10 650 0 0 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 225 6,663 SH DEFINED 02 09 10 6,663 0 0 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 865 25,600 SH DEFINED 06 09 10 25,600 0 0 D FORD MTR CO DEL COM PAR $0.01 345370860 3,675 375,000 SH DEFINED 06 09 10 375,000 0 0 D FOREST OIL CORP COM PAR $0.01 346091705 303 11,900 SH DEFINED 06 09 10 11,900 0 0 D FORTUNE BRANDS INC COM 349631101 761 16,086 SH DEFINED 02 09 10 16,086 0 0 D FORTUNE BRANDS INC COM 349631101 298 6,300 SH DEFINED 06 09 10 6,300 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D FORTUNE BRANDS INC COM 349631101 14 300 SH DEFINED 08 09 10 300 0 0 D FOSTER L B CO COM 350060109 715 164,050 SH DEFINED 06 09 10 164,050 0 0 D FOSTER L B CO COM 350060109 759 174,100 SH DEFINED 08 09 10 174,100 0 0 D 4 KIDS ENTMT INC COM 350865101 1,706 71,900 SH DEFINED 02 09 10 71,900 0 0 D 4 KIDS ENTMT INC COM 350865101 7,747 326,485 SH DEFINED 06 09 10 326,485 0 0 D 4 KIDS ENTMT INC COM 350865101 98 4,150 SH DEFINED 08 09 10 4,150 0 0 D FREEPORT-MCMORAN COPPER & GO CL B 35671D857 269 20,000 SH DEFINED 02 09 10 20,000 0 0 D FREEPORT-MCMORAN COPPER & GO CL B 35671D857 635 47,200 SH DEFINED 06 09 10 47,200 0 0 D FUEL-TECH N V COM 359523107 206 48,000 SH DEFINED 02 09 10 48,000 0 0 D FUEL-TECH N V COM 359523107 599 139,600 SH DEFINED 06 09 10 139,600 0 0 D FUEL-TECH N V COM 359523107 26 6,000 SH DEFINED 08 09 10 6,000 0 0 D FULLER H B CO COM 359694106 2,865 107,700 SH DEFINED 06 09 10 107,700 0 0 D FULLER H B CO COM 359694106 2,881 108,300 SH DEFINED 08 09 10 108,300 0 0 D FULTON FINL CORP PA COM 360271100 2,908 154,698 SH DEFINED 06 09 10 154,698 0 0 D FULTON FINL CORP PA COM 360271100 4,614 245,424 SH DEFINED 08 09 10 245,424 0 0 D G & K SVCS INC CL A 361268105 61 1,800 SH DEFINED 02 09 10 1,800 0 0 D G & K SVCS INC CL A 361268105 4,402 130,040 SH DEFINED 06 09 10 130,040 0 0 D G & K SVCS INC CL A 361268105 2,799 82,700 SH DEFINED 08 09 10 82,700 0 0 D GSI COMMERCE INC COM 36238G102 1,091 216,033 SH DEFINED 02 09 10 216,033 0 0 D GSI COMMERCE INC COM 36238G102 3,783 749,135 SH DEFINED 06 09 10 749,135 0 0 D GSI COMMERCE INC COM 36238G102 239 47,400 SH DEFINED 08 09 10 47,400 0 0 D GADZOOKS INC COM 362553109 1,280 226,600 SH DEFINED 06 09 10 226,600 0 0 D GADZOOKS INC COM 362553109 1,812 320,700 SH DEFINED 08 09 10 320,700 0 0 D GALLAGHER ARTHUR J & CO COM 363576109 1,097 44,500 SH DEFINED 02 09 10 44,500 0 0 D GALLAGHER ARTHUR J & CO COM 363576109 1,659 67,300 SH DEFINED 06 09 10 67,300 0 0 D GALLAGHER ARTHUR J & CO COM 363576109 11 450 SH DEFINED 08 09 10 450 0 0 D GANNETT INC COM 364730101 1,083 15,000 SH DEFINED 06 09 10 15,000 0 0 D GAP INC DEL COM 364760108 14,078 1,297,524 SH DEFINED 02 09 10 1,297,524 0 0 D GAP INC DEL COM 364760108 35,505 3,272,330 SH DEFINED 06 09 10 3,272,330 0 0 D GAP INC DEL COM 364760108 56 5,150 SH DEFINED 07 09 10 5,150 0 0 D GAP INC DEL COM 364760108 50,653 4,668,500 SH DEFINED 08 09 10 4,668,500 0 0 D GARDNER DENVER INC COM 365558105 92 5,850 SH DEFINED 02 09 10 5,850 0 0 D GARDNER DENVER INC COM 365558105 3,673 233,800 SH DEFINED 06 09 10 233,800 0 0 D GARDNER DENVER INC COM 365558105 2,086 132,800 SH DEFINED 08 09 10 132,800 0 0 D GARTNER INC COM 366651107 65 8,000 SH DEFINED 02 09 10 8,000 0 0 D GARTNER INC COM 366651107 3,779 466,600 SH DEFINED 06 09 10 466,600 0 0 D GARTNER INC COM 366651107 3,110 383,900 SH DEFINED 08 09 10 383,900 0 0 D GENENTECH INC COM NEW 368710406 264,326 8,100,716 SH DEFINED 02 09 10 8,100,716 0 0 D GENENTECH INC COM NEW 368710406 461 14,130 SH DEFINED 03 09 10 14,130 0 0 D GENENTECH INC COM NEW 368710406 280,574 8,598,662 SH DEFINED 06 09 10 8,598,662 0 0 D GENENTECH INC COM NEW 368710406 34 1,050 SH DEFINED 07 09 10 1,050 0 0 D GENENTECH INC COM NEW 368710406 44,765 1,371,910 SH DEFINED 08 09 10 1,371,910 0 0 D GENERAL ELEC CO COM 369604103 116,315 4,718,667 SH DEFINED 02 09 10 4,718,667 0 0 D GENERAL ELEC CO COM 369604103 185 7,500 SH DEFINED 03 09 10 7,500 0 0 D GENERAL ELEC CO COM 369604103 160,860 6,525,757 SH DEFINED 06 09 10 6,525,757 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D GENERAL ELEC CO COM 369604103 77 3,130 SH DEFINED 07 09 10 3,130 0 0 D GENERAL ELEC CO COM 369604103 27,258 1,105,801 SH DEFINED 08 09 10 1,105,801 0 0 D GENERAL MTRS CORP COM 370442105 6,251 160,703 SH DEFINED 02 09 10 160,703 0 0 D GENERAL MTRS CORP COM 370442105 7,585 194,991 SH DEFINED 06 09 10 194,991 0 0 D GENERAL MTRS CORP COM 370442105 260 6,690 SH DEFINED 08 09 10 6,690 0 0 D GENERAL MTRS CORP CL H NEW 370442832 9 984 SH DEFINED 02 09 10 984 0 0 D GENERAL MTRS CORP CL H NEW 370442832 507 55,440 SH DEFINED 06 09 10 55,440 0 0 D GENESIS MICROCHIP INC DEL COM 37184C103 153 20,000 SH DEFINED 06 09 10 20,000 0 0 D GENTEX CORP COM 371901109 272 10,000 SH DEFINED 02 09 10 10,000 0 0 D GENTEX CORP COM 371901109 544 20,000 SH DEFINED 06 09 10 20,000 0 0 D GENUS INC COM 372461103 243 201,000 SH DEFINED 06 09 10 201,000 0 0 D GENZYME CORP COM GENL DIV 372917104 7,459 361,930 SH DEFINED 02 09 10 361,930 0 0 D GENZYME CORP COM GENL DIV 372917104 2,420 117,419 SH DEFINED 06 09 10 117,419 0 0 D GENZYME CORP COM GENL DIV 372917104 311 15,100 SH DEFINED 08 09 10 15,100 0 0 D GERBER SCIENTIFIC INC COM 373730100 142 36,800 SH DEFINED 02 09 10 36,800 0 0 D GERBER SCIENTIFIC INC COM 373730100 4,228 1,098,100 SH DEFINED 06 09 10 1,098,100 0 0 D GERBER SCIENTIFIC INC COM 373730100 2,292 595,300 SH DEFINED 08 09 10 595,300 0 0 D GILEAD SCIENCES INC COM 375558103 54,039 1,611,660 SH DEFINED 02 09 10 1,611,660 0 0 D GILEAD SCIENCES INC COM 375558103 21,736 648,250 SH DEFINED 06 09 10 648,250 0 0 D GILEAD SCIENCES INC COM 375558103 482 14,380 SH DEFINED 08 09 10 14,380 0 0 D GILLETTE CO COM 375766102 14,108 476,626 SH DEFINED 02 09 10 476,626 0 0 D GILLETTE CO COM 375766102 17,637 595,845 SH DEFINED 06 09 10 595,845 0 0 D GILLETTE CO COM 375766102 509 17,200 SH DEFINED 08 09 10 17,200 0 0 D GLACIER BANCORP INC NEW COM 37637Q105 1,478 64,900 SH DEFINED 02 09 10 64,900 0 0 D GLACIER BANCORP INC NEW COM 37637Q105 1,385 60,800 SH DEFINED 06 09 10 60,800 0 0 D GLACIER BANCORP INC NEW COM 37637Q105 9 400 SH DEFINED 08 09 10 400 0 0 D GLAMIS GOLD LTD COM 376775102 535 57,800 SH DEFINED 02 09 10 57,800 0 0 D GLAMIS GOLD LTD COM 376775102 6,403 692,200 SH DEFINED 06 09 10 692,200 0 0 D GLAMIS GOLD LTD COM 376775102 40 4,350 SH DEFINED 08 09 10 4,350 0 0 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 4,524 117,724 SH DEFINED 02 09 10 117,724 0 0 D GLOBAL PMTS INC COM 37940X102 668 26,100 SH DEFINED 02 09 10 26,100 0 0 D GLOBESPAN INC NOTE 5.250% 5/1 379571AB8 278 360,000 SH DEFINED 02 09 10 360,000 0 0 D GLOBESPAN INC NOTE 5.250% 5/1 379571AB8 212 275,000 SH DEFINED 06 09 10 275,000 0 0 D GOLDCORP INC NEW COM 380956409 750 68,000 SH DEFINED 06 09 10 68,000 0 0 D GOLDEN STAR RES LTD CDA COM 38119T104 463 370,000 SH DEFINED 06 09 10 370,000 0 0 D GOLDMAN SACHS GROUP INC COM 38141G104 9,552 144,663 SH DEFINED 02 09 10 144,663 0 0 D GOLDMAN SACHS GROUP INC COM 38141G104 29,761 450,720 SH DEFINED 06 09 10 450,720 0 0 D GOLDMAN SACHS GROUP INC COM 38141G104 41,032 621,420 SH DEFINED 08 09 10 621,420 0 0 D GOODRICH CORP COM 382388106 5,286 280,000 SH DEFINED 06 09 10 280,000 0 0 D GRANT PRIDECO INC COM 38821G101 324 37,900 SH DEFINED 06 09 10 37,900 0 0 D GYMBOREE CORP COM 403777105 3,245 198,956 SH DEFINED 02 09 10 198,956 0 0 D GYMBOREE CORP COM 403777105 4,797 294,100 SH DEFINED 06 09 10 294,100 0 0 D GYMBOREE CORP COM 403777105 517 31,700 SH DEFINED 08 09 10 31,700 0 0 D HSBC HLDGS PLC SPON ADR NEW 404280406 3,455 67,107 SH DEFINED 02 09 10 67,107 0 0 D HAIN CELESTIAL GROUP INC COM 405217100 19,659 1,341,907 SH DEFINED 02 09 10 1,341,907 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D HAIN CELESTIAL GROUP INC COM 405217100 19,387 1,323,350 SH DEFINED 06 09 10 1,323,350 0 0 D HAIN CELESTIAL GROUP INC COM 405217100 1,615 110,250 SH DEFINED 08 09 10 110,250 0 0 D HALLIBURTON CO COM 406216101 3,873 300,000 SH DEFINED 06 09 10 300,000 0 0 D HARLEY DAVIDSON INC COM 412822108 23 500 SH DEFINED 02 09 10 500 0 0 D HARLEY DAVIDSON INC COM 412822108 7,050 151,775 SH DEFINED 06 09 10 151,775 0 0 D HARMONIC INC COM 413160102 72 41,150 SH DEFINED 02 09 10 41,150 0 0 D HARMONIC INC COM 413160102 1,034 590,900 SH DEFINED 06 09 10 590,900 0 0 D HARMONIC INC COM 413160102 405 231,600 SH DEFINED 08 09 10 231,600 0 0 D HARMONY GOLD MNG LTD SPONSORED ADR 413216300 548 35,000 SH DEFINED 06 09 10 35,000 0 0 D HARTFORD FINL SVCS GROUP INC COM 416515104 1,196 29,175 SH DEFINED 02 09 10 29,175 0 0 D HARTFORD FINL SVCS GROUP INC COM 416515104 4,729 115,340 SH DEFINED 06 09 10 115,340 0 0 D HARTFORD FINL SVCS GROUP INC COM 416515104 43 1,060 SH DEFINED 08 09 10 1,060 0 0 D HASBRO INC COM 418056107 1,791 160,950 SH DEFINED 02 09 10 160,950 0 0 D HASBRO INC COM 418056107 8,696 781,330 SH DEFINED 06 09 10 781,330 0 0 D HASBRO INC COM 418056107 97 8,730 SH DEFINED 08 09 10 8,730 0 0 D HEAD N V NY REGISTRY SH 422070102 110 51,100 SH DEFINED 06 09 10 51,100 0 0 D HEALTHETECH INC COM 422210104 15 3,400 SH DEFINED 02 09 10 3,400 0 0 D HEALTHETECH INC COM 422210104 1,439 320,450 SH DEFINED 06 09 10 320,450 0 0 D HEALTHETECH INC COM 422210104 41 9,200 SH DEFINED 08 09 10 9,200 0 0 D HEALTH NET INC COM 42222G108 15,533 724,165 SH DEFINED 02 09 10 724,165 0 0 D HEALTH NET INC COM 42222G108 19,760 921,200 SH DEFINED 06 09 10 921,200 0 0 D HEALTH NET INC COM 42222G108 354 16,500 SH DEFINED 08 09 10 16,500 0 0 D HELIX TECHNOLOGY CORP COM 423319102 18 1,900 SH DEFINED 02 09 10 1,900 0 0 D HELIX TECHNOLOGY CORP COM 423319102 1,700 176,200 SH DEFINED 06 09 10 176,200 0 0 D HELIX TECHNOLOGY CORP COM 423319102 49 5,100 SH DEFINED 08 09 10 5,100 0 0 D HERLEY INDS INC DEL COM 427398102 1,341 72,200 SH DEFINED 02 09 10 72,200 0 0 D HERLEY INDS INC DEL COM 427398102 2,495 134,350 SH DEFINED 06 09 10 134,350 0 0 D HERLEY INDS INC DEL COM 427398102 19 1,000 SH DEFINED 08 09 10 1,000 0 0 D HEWLETT PACKARD CO COM 428236103 9,617 824,107 SH DEFINED 02 09 10 824,107 0 0 D HEWLETT PACKARD CO COM 428236103 7,690 658,944 SH DEFINED 06 09 10 658,944 0 0 D HEWLETT PACKARD CO COM 428236103 379 32,440 SH DEFINED 08 09 10 32,440 0 0 D HILLENBRAND INDS INC COM 431573104 6,516 120,000 SH DEFINED 06 09 10 120,000 0 0 D HILTON HOTELS CORP COM 432848109 14,794 1,300,000 SH DEFINED 06 09 10 1,300,000 0 0 D HITACHI LIMITED ADR 10 COM 433578507 2,127 42,909 SH DEFINED 02 09 10 42,909 0 0 D HISPANIC BROADCASTING CORP CL A 43357B104 26,110 1,400,026 SH DEFINED 02 09 10 1,400,026 0 0 D HISPANIC BROADCASTING CORP CL A 43357B104 11,259 603,690 SH DEFINED 06 09 10 603,690 0 0 D HISPANIC BROADCASTING CORP CL A 43357B104 194 10,390 SH DEFINED 08 09 10 10,390 0 0 D HOLOGIC INC COM 436440101 118 12,000 SH DEFINED 02 09 10 12,000 0 0 D HOME DEPOT INC COM 437076102 126,530 4,847,909 SH DEFINED 02 09 10 4,847,909 0 0 D HOME DEPOT INC COM 437076102 245 9,400 SH DEFINED 03 09 10 9,400 0 0 D HOME DEPOT INC COM 437076102 188,502 7,222,295 SH DEFINED 06 09 10 7,222,295 0 0 D HOME DEPOT INC COM 437076102 27 1,050 SH DEFINED 07 09 10 1,050 0 0 D HOME DEPOT INC COM 437076102 26,447 1,013,284 SH DEFINED 08 09 10 1,013,284 0 0 D HONEYWELL INTL INC COM 438516106 8,123 375,000 SH DEFINED 06 09 10 375,000 0 0 D HOT TOPIC INC COM 441339108 98 5,450 SH DEFINED 02 09 10 5,450 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D HOT TOPIC INC COM 441339108 5,020 278,400 SH DEFINED 06 09 10 278,400 0 0 D HOT TOPIC INC COM 441339108 1,464 81,200 SH DEFINED 08 09 10 81,200 0 0 D HOTELS COM COM 44147T108 13,695 270,764 SH DEFINED 02 09 10 270,764 0 0 D HOTELS COM COM 44147T108 4,996 98,765 SH DEFINED 06 09 10 98,765 0 0 D HOTELS COM COM 44147T108 402 7,955 SH DEFINED 08 09 10 7,955 0 0 D HOUSEHOLD INTL INC COM 441815107 16,986 600,000 SH DEFINED 06 09 10 600,000 0 0 D HUBBELL INC CL B 443510201 4,884 168,000 SH DEFINED 06 09 10 168,000 0 0 D HUMANA INC COM 444859102 1,481 119,400 SH DEFINED 06 09 10 119,400 0 0 D HUMAN GENOME SCIENCES INC COM 444903108 14,866 1,232,655 SH DEFINED 02 09 10 1,232,655 0 0 D HUMAN GENOME SCIENCES INC COM 444903108 14,338 1,188,905 SH DEFINED 06 09 10 1,188,905 0 0 D HUMAN GENOME SCIENCES INC COM 444903108 207 17,200 SH DEFINED 08 09 10 17,200 0 0 D HUMAN GENOME SCIENCES INC NOTE 5.000% 2/0 444903AF5 3,159 4,410,000 SH DEFINED 02 09 10 4,410,000 0 0 D HUMAN GENOME SCIENCES INC NOTE 5.000% 2/0 444903AF5 1,608 2,245,000 SH DEFINED 06 09 10 2,245,000 0 0 D HUTCHINSON TECHNOLOGY INC COM 448407106 26 1,600 SH DEFINED 02 09 10 1,600 0 0 D HUTCHINSON TECHNOLOGY INC COM 448407106 6,504 402,700 SH DEFINED 06 09 10 402,700 0 0 D HUTCHINSON TECHNOLOGY INC COM 448407106 4,028 249,400 SH DEFINED 08 09 10 249,400 0 0 D HYDRIL CO COM 448774109 25 1,000 SH DEFINED 02 09 10 1,000 0 0 D HYDRIL CO COM 448774109 2,301 92,500 SH DEFINED 06 09 10 92,500 0 0 D HYDRIL CO COM 448774109 67 2,700 SH DEFINED 08 09 10 2,700 0 0 D HYPERION SOLUTIONS CORP COM 44914M104 20 1,100 SH DEFINED 02 09 10 1,100 0 0 D HYPERION SOLUTIONS CORP COM 44914M104 2,105 114,720 SH DEFINED 06 09 10 114,720 0 0 D HYPERION SOLUTIONS CORP COM 44914M104 1,982 108,000 SH DEFINED 08 09 10 108,000 0 0 D IGEN INC COM 449536101 418 14,000 SH DEFINED 06 09 10 14,000 0 0 D IMC GLOBAL INC COM 449669100 1,054 87,500 SH DEFINED 02 09 10 87,500 0 0 D IMC GLOBAL INC COM 449669100 4,648 385,706 SH DEFINED 06 09 10 385,706 0 0 D IMC GLOBAL INC COM 449669100 33 2,700 SH DEFINED 08 09 10 2,700 0 0 D ITT INDS INC IND COM 450911102 10,918 175,166 SH DEFINED 02 09 10 175,166 0 0 D ITT INDS INC IND COM 450911102 18,125 290,785 SH DEFINED 06 09 10 290,785 0 0 D ITT INDS INC IND COM 450911102 16 255 SH DEFINED 07 09 10 255 0 0 D ITT INDS INC IND COM 450911102 24,832 398,390 SH DEFINED 08 09 10 398,390 0 0 D IDEXX LABS INC COM 45168D104 916 29,600 SH DEFINED 02 09 10 29,600 0 0 D IMMERSION CORP COM 452521107 1,039 358,200 SH DEFINED 02 09 10 358,200 0 0 D IMMERSION CORP COM 452521107 668 230,400 SH DEFINED 06 09 10 230,400 0 0 D IMMERSION CORP COM 452521107 6 1,950 SH DEFINED 08 09 10 1,950 0 0 D IMPAC MTG HLDGS INC COM 45254P102 10,843 972,500 SH DEFINED 02 09 10 972,500 0 0 D IMPAC MTG HLDGS INC COM 45254P102 2,520 226,000 SH DEFINED 06 09 10 226,000 0 0 D IMPAC MTG HLDGS INC COM 45254P102 11 950 SH DEFINED 08 09 10 950 0 0 D IMPAX LABORATORIES INC COM 45256B101 2,454 504,936 SH DEFINED 02 09 10 504,936 0 0 D IMPAX LABORATORIES INC COM 45256B101 3,780 777,815 SH DEFINED 06 09 10 777,815 0 0 D IMPAX LABORATORIES INC COM 45256B101 446 91,700 SH DEFINED 08 09 10 91,700 0 0 D IMPERIAL OIL LTD COM NEW 453038408 8,700 300,000 SH DEFINED 06 09 10 300,000 0 0 D INFORMATICA CORP COM 45666Q102 869 280,214 SH DEFINED 02 09 10 280,214 0 0 D INFORMATICA CORP COM 45666Q102 1,215 391,832 SH DEFINED 06 09 10 391,832 0 0 D INFORMATICA CORP COM 45666Q102 147 47,400 SH DEFINED 08 09 10 47,400 0 0 D INFORMATION HLDGS INC COM 456727106 3,566 164,716 SH DEFINED 02 09 10 164,716 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D INFORMATION HLDGS INC COM 456727106 7,848 362,490 SH DEFINED 06 09 10 362,490 0 0 D INFORMATION HLDGS INC COM 456727106 834 38,510 SH DEFINED 08 09 10 38,510 0 0 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 634 11,700 SH DEFINED 02 09 10 11,700 0 0 D INFORMATION RES INC COM 456905108 741 199,700 SH DEFINED 02 09 10 199,700 0 0 D INFORMATION RES INC COM 456905108 2,750 741,125 SH DEFINED 06 09 10 741,125 0 0 D INFORMATION RES INC COM 456905108 17 4,650 SH DEFINED 08 09 10 4,650 0 0 D INPUT/OUTPUT INC COM 457652105 576 120,300 SH DEFINED 02 09 10 120,300 0 0 D INPUT/OUTPUT INC COM 457652105 920 192,000 SH DEFINED 06 09 10 192,000 0 0 D INPUT/OUTPUT INC COM 457652105 7 1,400 SH DEFINED 08 09 10 1,400 0 0 D INSIGHT ENTERPRISES INC COM 45765U103 27 2,650 SH DEFINED 02 09 10 2,650 0 0 D INSIGHT ENTERPRISES INC COM 45765U103 2,520 248,250 SH DEFINED 06 09 10 248,250 0 0 D INSIGHT ENTERPRISES INC COM 45765U103 72 7,100 SH DEFINED 08 09 10 7,100 0 0 D INSIGHT COMMUNICATIONS INC CL A 45768V108 1,455 157,600 SH DEFINED 06 09 10 157,600 0 0 D INSIGHT COMMUNICATIONS INC CL A 45768V108 752 81,500 SH DEFINED 08 09 10 81,500 0 0 D INTEGRATED CIRCUIT SYS INC COM 45811K208 52 3,300 SH DEFINED 02 09 10 3,300 0 0 D INTEGRATED CIRCUIT SYS INC COM 45811K208 4,833 307,850 SH DEFINED 06 09 10 307,850 0 0 D INTEGRATED CIRCUIT SYS INC COM 45811K208 140 8,900 SH DEFINED 08 09 10 8,900 0 0 D INTEL CORP COM 458140100 132,472 9,537,235 SH DEFINED 02 09 10 9,537,235 0 0 D INTEL CORP COM 458140100 197 14,200 SH DEFINED 03 09 10 14,200 0 0 D INTEL CORP COM 458140100 198,702 14,305,370SH DEFINED 06 09 10 14,305,370 0 0 D INTEL CORP COM 458140100 54 3,884 SH DEFINED 07 09 10 3,884 0 0 D INTEL CORP COM 458140100 49,561 3,568,099 SH DEFINED 08 09 10 3,568,099 0 0 D INTEGRATED DEFENSE TECHNOLOG COM 45819B101 711 36,100 SH DEFINED 02 09 10 36,100 0 0 D INTEGRATED DEFENSE TECHNOLOG COM 45819B101 5,065 257,100 SH DEFINED 06 09 10 257,100 0 0 D INTEGRATED DEFENSE TECHNOLOG COM 45819B101 43 2,200 SH DEFINED 08 09 10 2,200 0 0 D INTERCEPT INC COM 45845L107 17 1,750 SH DEFINED 02 09 10 1,750 0 0 D INTERCEPT INC COM 45845L107 1,630 164,800 SH DEFINED 06 09 10 164,800 0 0 D INTERCEPT INC COM 45845L107 47 4,800 SH DEFINED 08 09 10 4,800 0 0 D INTERGRAPH CORP COM 458683109 10 600 SH DEFINED 02 09 10 600 0 0 D INTERGRAPH CORP COM 458683109 2,076 121,500 SH DEFINED 06 09 10 121,500 0 0 D INTERGRAPH CORP COM 458683109 1,025 60,000 SH DEFINED 08 09 10 60,000 0 0 D INTERMUNE INC COM 45884X103 6,266 190,913 SH DEFINED 02 09 10 190,913 0 0 D INTERMUNE INC COM 45884X103 10,565 321,920 SH DEFINED 06 09 10 321,920 0 0 D INTERMUNE INC COM 45884X103 1,178 35,900 SH DEFINED 08 09 10 35,900 0 0 D INTERNATIONAL BUSINESS MACHS COM 459200101 5,871 100,550 SH DEFINED 02 09 10 100,550 0 0 D INTERNATIONAL BUSINESS MACHS COM 459200101 31,093 532,510 SH DEFINED 06 09 10 532,510 0 0 D INTERNATIONAL BUSINESS MACHS COM 459200101 49 840 SH DEFINED 07 09 10 840 0 0 D INTERNATIONAL BUSINESS MACHS COM 459200101 15 250 SH DEFINED 08 09 10 250 0 0 D INTERNATIONAL FLAVORS&FRAGRA COM 459506101 338 10,600 SH DEFINED 06 09 10 10,600 0 0 D INTERNATIONAL FLAVORS&FRAGRA COM 459506101 14 450 SH DEFINED 08 09 10 450 0 0 D INTL PAPER CO COM 460146103 835 25,000 SH DEFINED 06 09 10 25,000 0 0 D INTERPOOL INC COM 46062R108 3,840 319,450 SH DEFINED 06 09 10 319,450 0 0 D INTERPOOL INC COM 46062R108 2,326 193,500 SH DEFINED 08 09 10 193,500 0 0 D INTERPUBLIC GROUP COS INC COM 460690100 9,417 594,130 SH DEFINED 02 09 10 594,130 0 0 D INTERPUBLIC GROUP COS INC COM 460690100 10,303 650,021 SH DEFINED 06 09 10 650,021 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D INTERPUBLIC GROUP COS INC COM 460690100 294 18,527 SH DEFINED 08 09 10 18,527 0 0 D INTERSIL CORP CL A 46069S109 17,187 1,326,187 SH DEFINED 02 09 10 1,326,187 0 0 D INTERSIL CORP CL A 46069S109 13,705 1,057,509 SH DEFINED 06 09 10 1,057,509 0 0 D INTERSIL CORP CL A 46069S109 1,176 90,776 SH DEFINED 08 09 10 90,776 0 0 D INTERSTATE BAKERIES CORP DEL COM 46072H108 7,440 280,000 SH DEFINED 06 09 10 280,000 0 0 D INTERTAN INC COM 461120107 44 6,350 SH DEFINED 02 09 10 6,350 0 0 D INTERTAN INC COM 461120107 3,687 528,200 SH DEFINED 06 09 10 528,200 0 0 D INTERTAN INC COM 461120107 2,398 343,600 SH DEFINED 08 09 10 343,600 0 0 D INTERWOVEN INC COM 46114T102 3,145 1,566,025 SH DEFINED 02 09 10 1,566,025 0 0 D INTERWOVEN INC COM 46114T102 9,809 4,885,035 SH DEFINED 06 09 10 4,885,035 0 0 D INTERWOVEN INC COM 46114T102 3,142 1,564,800 SH DEFINED 08 09 10 1,564,800 0 0 D INTRADO INC COM 46117A100 703 72,800 SH DEFINED 02 09 10 72,800 0 0 D INTRADO INC COM 46117A100 3,325 344,250 SH DEFINED 06 09 10 344,250 0 0 D INTRADO INC COM 46117A100 88 9,150 SH DEFINED 08 09 10 9,150 0 0 D INVERNESS MED INNOVATIONS IN COM 46126P106 13 1,400 SH DEFINED 02 09 10 1,400 0 0 D INVERNESS MED INNOVATIONS IN COM 46126P106 1,233 129,900 SH DEFINED 06 09 10 129,900 0 0 D INVERNESS MED INNOVATIONS IN COM 46126P106 36 3,750 SH DEFINED 08 09 10 3,750 0 0 D INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,256 42,909 SH DEFINED 02 09 10 42,909 0 0 D INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,647 56,290 SH DEFINED 06 09 10 56,290 0 0 D INVESTMENT TECHNOLOGY GRP NE COM 46145F105 278 9,500 SH DEFINED 08 09 10 9,500 0 0 D INVESTORS FINL SERVICES CORP COM 461915100 2,761 102,000 SH DEFINED 06 09 10 102,000 0 0 D INVESTORS FINL SERVICES CORP COM 461915100 290 10,700 SH DEFINED 08 09 10 10,700 0 0 D IPSCO INC COM 462622101 291 30,400 SH DEFINED 02 09 10 30,400 0 0 D IPSCO INC COM 462622101 825 86,300 SH DEFINED 06 09 10 86,300 0 0 D IPSCO INC COM 462622101 5 500 SH DEFINED 08 09 10 500 0 0 D ITRON INC COM 465741106 40 2,200 SH DEFINED 02 09 10 2,200 0 0 D ITRON INC COM 465741106 3,789 206,050 SH DEFINED 06 09 10 206,050 0 0 D ITRON INC COM 465741106 109 5,900 SH DEFINED 08 09 10 5,900 0 0 D JDS UNIPHASE CORP COM 46612J101 2 1,178 SH DEFINED 02 09 10 1,178 0 0 D JDS UNIPHASE CORP COM 46612J101 926 475,470 SH DEFINED 06 09 10 475,470 0 0 D JDS UNIPHASE CORP COM 46612J101 36 18,600 SH DEFINED 08 09 10 18,600 0 0 D JLG INDS INC COM 466210101 65 8,100 SH DEFINED 02 09 10 8,100 0 0 D JLG INDS INC COM 466210101 4,664 579,400 SH DEFINED 06 09 10 579,400 0 0 D JLG INDS INC COM 466210101 2,485 308,700 SH DEFINED 08 09 10 308,700 0 0 D J P MORGAN CHASE & CO COM 46625H100 460 24,212 SH DEFINED 02 09 10 24,212 0 0 D J P MORGAN CHASE & CO COM 46625H100 18 950 SH DEFINED 07 09 10 950 0 0 D J P MORGAN CHASE & CO COM 46625H100 11 600 SH DEFINED 08 09 10 600 0 0 D JOHNSON & JOHNSON COM 478160104 3,583 66,248 SH DEFINED 02 09 10 66,248 0 0 D JOHNSON & JOHNSON COM 478160104 34,637 640,470 SH DEFINED 06 09 10 640,470 0 0 D JOHNSON & JOHNSON COM 478160104 46 850 SH DEFINED 07 09 10 850 0 0 D JOHNSON & JOHNSON COM 478160104 149 2,752 SH DEFINED 08 09 10 2,752 0 0 D JOURNAL REGISTER CO COM 481138105 25 1,300 SH DEFINED 02 09 10 1,300 0 0 D JOURNAL REGISTER CO COM 481138105 4,876 258,700 SH DEFINED 06 09 10 258,700 0 0 D JOURNAL REGISTER CO COM 481138105 2,571 136,400 SH DEFINED 08 09 10 136,400 0 0 D JUNIPER NETWORKS INC COM 48203R104 25,127 5,234,740 SH DEFINED 02 09 10 5,234,740 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D JUNIPER NETWORKS INC COM 48203R104 15 3,200 SH DEFINED 03 09 10 3,200 0 0 D JUNIPER NETWORKS INC COM 48203R104 26,964 5,617,500 SH DEFINED 06 09 10 5,617,500 0 0 D JUNIPER NETWORKS INC COM 48203R104 1,273 265,115 SH DEFINED 08 09 10 265,115 0 0 D JUNIPER NETWORKS INC NOTE 4.750% 3/1 48203RAA2 558 820,000 SH DEFINED 02 09 10 820,000 0 0 D JUNIPER NETWORKS INC NOTE 4.750% 3/1 48203RAA2 4,893 7,195,000 SH DEFINED 06 09 10 7,195,000 0 0 D JUNIPER NETWORKS INC NOTE 4.750% 3/1 48203RAA2 31 45,000 SH DEFINED 07 09 10 45,000 0 0 D KLA-TENCOR CORP COM 482480100 8,492 303,937 SH DEFINED 02 09 10 303,937 0 0 D KLA-TENCOR CORP COM 482480100 7,696 275,450 SH DEFINED 06 09 10 275,450 0 0 D KLA-TENCOR CORP COM 482480100 189 6,750 SH DEFINED 08 09 10 6,750 0 0 D KT CORP SPONSORED ADR 48268K101 2,666 120,220 SH DEFINED 02 09 10 120,220 0 0 D KT CORP SPONSORED ADR 48268K101 411 18,540 SH DEFINED 06 09 10 18,540 0 0 D K2 INC COM 482732104 79 10,000 SH DEFINED 06 09 10 10,000 0 0 D KAMAN CORP CL A 483548103 62 5,100 SH DEFINED 02 09 10 5,100 0 0 D KAMAN CORP CL A 483548103 3,570 291,400 SH DEFINED 06 09 10 291,400 0 0 D KAMAN CORP CL A 483548103 2,084 170,100 SH DEFINED 08 09 10 170,100 0 0 D KEITHLEY INSTRS INC COM 487584104 83 6,800 SH DEFINED 02 09 10 6,800 0 0 D KEITHLEY INSTRS INC COM 487584104 4,453 366,500 SH DEFINED 06 09 10 366,500 0 0 D KEITHLEY INSTRS INC COM 487584104 2,822 232,300 SH DEFINED 08 09 10 232,300 0 0 D KELLOGG CO COM 487836108 3,761 113,100 SH DEFINED 02 09 10 113,100 0 0 D KELLOGG CO COM 487836108 546 16,410 SH DEFINED 06 09 10 16,410 0 0 D KEMET CORP COM 488360108 235 27,430 SH DEFINED 02 09 10 27,430 0 0 D KEMET CORP COM 488360108 17,158 2,006,800 SH DEFINED 06 09 10 2,006,800 0 0 D KEMET CORP COM 488360108 10,905 1,275,400 SH DEFINED 08 09 10 1,275,400 0 0 D KENDLE INTERNATIONAL INC COM 48880L107 481 71,800 SH DEFINED 02 09 10 71,800 0 0 D KENDLE INTERNATIONAL INC COM 48880L107 426 63,600 SH DEFINED 06 09 10 63,600 0 0 D KENDLE INTERNATIONAL INC COM 48880L107 3 500 SH DEFINED 08 09 10 500 0 0 D KERR MCGEE CORP SDCV 5.250% 2/1 492386AP2 6,108 5,715,000 SH DEFINED 02 09 10 5,715,000 0 0 D KERR MCGEE CORP SDCV 5.250% 2/1 492386AP2 9,245 8,650,000 SH DEFINED 06 09 10 8,650,000 0 0 D KEYSPAN CORP COM 49337W100 2,767 82,600 SH DEFINED 06 09 10 82,600 0 0 D KINDRED HEALTHCARE INC COM 494580103 4,513 121,863 SH DEFINED 02 09 10 121,863 0 0 D KINDRED HEALTHCARE INC COM 494580103 7,278 196,540 SH DEFINED 06 09 10 196,540 0 0 D KINDRED HEALTHCARE INC COM 494580103 759 20,500 SH DEFINED 08 09 10 20,500 0 0 D KING PHARMACEUTICALS INC COM 495582108 696 38,300 SH DEFINED 06 09 10 38,300 0 0 D KIRBY CORP COM 497266106 2,095 92,600 SH DEFINED 02 09 10 92,600 0 0 D KIRBY CORP COM 497266106 5,031 222,420 SH DEFINED 06 09 10 222,420 0 0 D KIRBY CORP COM 497266106 26 1,150 SH DEFINED 08 09 10 1,150 0 0 D KOHLS CORP COM 500255104 912 15,000 SH DEFINED 06 09 10 15,000 0 0 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 2,787 191,835 SH DEFINED 02 09 10 191,835 0 0 D KOOKMIN BK NEW SPONSORED ADR 50049M109 1,261 35,582 SH DEFINED 02 09 10 35,582 0 0 D KOOKMIN BK NEW SPONSORED ADR 50049M109 1,862 52,568 SH DEFINED 06 09 10 52,568 0 0 D KOREA ELECTRIC PWR SPONSORED ADR 500631106 467 50,000 SH DEFINED 02 09 10 50,000 0 0 D KULICKE & SOFFA INDS INC COM 501242101 94 31,250 SH DEFINED 02 09 10 31,250 0 0 D KULICKE & SOFFA INDS INC COM 501242101 4,490 1,496,500 SH DEFINED 06 09 10 1,496,500 0 0 D KULICKE & SOFFA INDS INC COM 501242101 2,211 737,000 SH DEFINED 08 09 10 737,000 0 0 D KYOCERA CORP ADR 501556203 2,175 33,164 SH DEFINED 02 09 10 33,164 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D LSI LOGIC CORP COM 502161102 10,168 1,601,186 SH DEFINED 02 09 10 1,601,186 0 0 D LSI LOGIC CORP COM 502161102 8,442 1,329,450 SH DEFINED 06 09 10 1,329,450 0 0 D LSI LOGIC CORP COM 502161102 240 37,850 SH DEFINED 08 09 10 37,850 0 0 D LSI LOGIC CORP NOTE 4.250% 3/1 502161AD4 4,202 4,530,000 SH DEFINED 02 09 10 4,530,000 0 0 D LSI LOGIC CORP NOTE 4.250% 3/1 502161AD4 3,186 3,435,000 SH DEFINED 06 09 10 3,435,000 0 0 D LTX CORP COM 502392103 11 2,400 SH DEFINED 02 09 10 2,400 0 0 D LTX CORP COM 502392103 4,392 963,100 SH DEFINED 06 09 10 963,100 0 0 D LTX CORP COM 502392103 2,199 482,300 SH DEFINED 08 09 10 482,300 0 0 D L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,109 21,045 SH DEFINED 06 09 10 21,045 0 0 D L-3 COMMUNICATIONS HLDGS INC DEBT 4.000% 9/1 502424AD6 4,249 3,530,000 SH DEFINED 02 09 10 3,530,000 0 0 D L-3 COMMUNICATIONS HLDGS INC DEBT 4.000% 9/1 502424AD6 6,464 5,370,000 SH DEFINED 06 09 10 5,370,000 0 0 D LAM RESEARCH CORP COM 512807108 265 29,750 SH DEFINED 02 09 10 29,750 0 0 D LAM RESEARCH CORP COM 512807108 6,147 690,700 SH DEFINED 06 09 10 690,700 0 0 D LAM RESEARCH CORP COM 512807108 3,932 441,750 SH DEFINED 08 09 10 441,750 0 0 D LAMAR ADVERTISING CO NOTE 5.250% 9/1 512815AF8 694 715,000 SH DEFINED 06 09 10 715,000 0 0 D LAMSON & SESSIONS CO COM 513696104 15 4,350 SH DEFINED 02 09 10 4,350 0 0 D LAMSON & SESSIONS CO COM 513696104 1,392 403,600 SH DEFINED 06 09 10 403,600 0 0 D LAMSON & SESSIONS CO COM 513696104 588 170,300 SH DEFINED 08 09 10 170,300 0 0 D LANDRYS RESTAURANTS INC COM 51508L103 2,689 119,046 SH DEFINED 02 09 10 119,046 0 0 D LANDRYS RESTAURANTS INC COM 51508L103 6,820 301,900 SH DEFINED 06 09 10 301,900 0 0 D LANDRYS RESTAURANTS INC COM 51508L103 745 33,000 SH DEFINED 08 09 10 33,000 0 0 D LATTICE SEMICONDUCTOR CORP COM 518415104 40 6,400 SH DEFINED 02 09 10 6,400 0 0 D LATTICE SEMICONDUCTOR CORP COM 518415104 253 40,700 SH DEFINED 06 09 10 40,700 0 0 D LAUDER ESTEE COS INC CL A 518439104 12,563 437,121 SH DEFINED 02 09 10 437,121 0 0 D LAUDER ESTEE COS INC CL A 518439104 11,416 397,220 SH DEFINED 06 09 10 397,220 0 0 D LAUDER ESTEE COS INC CL A 518439104 22 750 SH DEFINED 07 09 10 750 0 0 D LAUDER ESTEE COS INC CL A 518439104 296 10,300 SH DEFINED 08 09 10 10,300 0 0 D LEAR CORP COM 521865105 2,035 48,848 SH DEFINED 02 09 10 48,848 0 0 D LEAR CORP COM 521865105 30,939 742,825 SH DEFINED 06 09 10 742,825 0 0 D LEAR CORP COM 521865105 37 895 SH DEFINED 07 09 10 895 0 0 D LEAR CORP COM 521865105 28,499 684,255 SH DEFINED 08 09 10 684,255 0 0 D LEAPFROG ENTERPRISES INC CL A 52186N106 2,858 151,210 SH DEFINED 06 09 10 151,210 0 0 D LEAPFROG ENTERPRISES INC CL A 52186N106 110 5,800 SH DEFINED 08 09 10 5,800 0 0 D LEARNING TREE INTL INC COM 522015106 21 1,450 SH DEFINED 02 09 10 1,450 0 0 D LEARNING TREE INTL INC COM 522015106 1,973 134,300 SH DEFINED 06 09 10 134,300 0 0 D LEARNING TREE INTL INC COM 522015106 57 3,900 SH DEFINED 08 09 10 3,900 0 0 D LECROY CORP COM 52324W109 52 5,800 SH DEFINED 02 09 10 5,800 0 0 D LECROY CORP COM 52324W109 4,234 472,560 SH DEFINED 06 09 10 472,560 0 0 D LECROY CORP COM 52324W109 3,033 338,500 SH DEFINED 08 09 10 338,500 0 0 D LEGG MASON INC COM 524901105 7,995 187,856 SH DEFINED 02 09 10 187,856 0 0 D LEGG MASON INC COM 524901105 8,346 196,100 SH DEFINED 06 09 10 196,100 0 0 D LEGG MASON INC COM 524901105 257 6,050 SH DEFINED 08 09 10 6,050 0 0 D LEHMAN BROS HLDGS INC COM 524908100 1 25 SH DEFINED 02 09 10 25 0 0 D LEHMAN BROS HLDGS INC COM 524908100 1,962 40,000 SH DEFINED 06 09 10 40,000 0 0 D LEXICON GENETICS INC COM 528872104 2,988 745,251 SH DEFINED 02 09 10 745,251 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D LEXICON GENETICS INC COM 528872104 4,775 1,190,855 SH DEFINED 06 09 10 1,190,855 0 0 D LEXICON GENETICS INC COM 528872104 377 94,100 SH DEFINED 08 09 10 94,100 0 0 D LEXMARK INTL NEW CL A 529771107 705 15,000 SH DEFINED 06 09 10 15,000 0 0 D LIBERATE TECHNOLOGIES COM 530129105 528 338,600 SH DEFINED 02 09 10 338,600 0 0 D LIBERATE TECHNOLOGIES COM 530129105 2,703 1,732,800 SH DEFINED 06 09 10 1,732,800 0 0 D LIBERATE TECHNOLOGIES COM 530129105 10 6,550 SH DEFINED 08 09 10 6,550 0 0 D LIBERTY MEDIA CORP NEW COM SER A 530718105 1,864 259,570 SH DEFINED 02 09 10 259,570 0 0 D LIBERTY MEDIA CORP NEW COM SER A 530718105 381 53,100 SH DEFINED 06 09 10 53,100 0 0 D LIBERTY MEDIA CORP NEW COM SER A 530718105 6 800 SH DEFINED 07 09 10 800 0 0 D LIBERTY MEDIA CORP NEW COM SER A 530718105 18,794 2,617,600 SH DEFINED 08 09 10 2,617,600 0 0 D LIFEPOINT HOSPITALS INC COM 53219L109 986 31,600 SH DEFINED 02 09 10 31,600 0 0 D LILLY ELI & CO COM 532457108 161,171 2,912,385 SH DEFINED 02 09 10 2,912,385 0 0 D LILLY ELI & CO COM 532457108 277 5,000 SH DEFINED 03 09 10 5,000 0 0 D LILLY ELI & CO COM 532457108 171,353 3,096,362 SH DEFINED 06 09 10 3,096,362 0 0 D LILLY ELI & CO COM 532457108 42 750 SH DEFINED 07 09 10 750 0 0 D LILLY ELI & CO COM 532457108 35,403 639,730 SH DEFINED 08 09 10 639,730 0 0 D LIN TV CORP CL A 532774106 163 6,600 SH DEFINED 02 09 10 6,600 0 0 D LIN TV CORP CL A 532774106 1,000 40,415 SH DEFINED 06 09 10 40,415 0 0 D LIN TV CORP CL A 532774106 75 3,045 SH DEFINED 08 09 10 3,045 0 0 D LINDSAY MFG CO COM 535555106 2,789 115,100 SH DEFINED 02 09 10 115,100 0 0 D LINDSAY MFG CO COM 535555106 10,203 421,100 SH DEFINED 06 09 10 421,100 0 0 D LINDSAY MFG CO COM 535555106 68 2,800 SH DEFINED 08 09 10 2,800 0 0 D LINENS N THINGS INC COM 535679104 9,108 495,810 SH DEFINED 02 09 10 495,810 0 0 D LINENS N THINGS INC COM 535679104 12,290 669,015 SH DEFINED 06 09 10 669,015 0 0 D LINENS N THINGS INC COM 535679104 1,628 88,600 SH DEFINED 08 09 10 88,600 0 0 D LO-JACK CORP COM 539451104 149 35,000 SH DEFINED 06 09 10 35,000 0 0 D LOCAL FINL CORP COM 539553107 1,159 83,900 SH DEFINED 02 09 10 83,900 0 0 D LOCAL FINL CORP COM 539553107 1,968 142,500 SH DEFINED 06 09 10 142,500 0 0 D LOCAL FINL CORP COM 539553107 15 1,050 SH DEFINED 08 09 10 1,050 0 0 D LOCKHEED MARTIN CORP COM 539830109 304 4,700 SH DEFINED 02 09 10 4,700 0 0 D LOCKHEED MARTIN CORP COM 539830109 5,067 78,358 SH DEFINED 06 09 10 78,358 0 0 D LOCKHEED MARTIN CORP COM 539830109 91 1,400 SH DEFINED 08 09 10 1,400 0 0 D LONE STAR TECHNOLOGIES INC COM 542312103 306 25,800 SH DEFINED 02 09 10 25,800 0 0 D LONE STAR TECHNOLOGIES INC COM 542312103 6,228 525,600 SH DEFINED 06 09 10 525,600 0 0 D LONE STAR TECHNOLOGIES INC COM 542312103 2,324 196,100 SH DEFINED 08 09 10 196,100 0 0 D LUBRIZOL CORP COM 549271104 2,686 95,000 SH DEFINED 06 09 10 95,000 0 0 D LYDALL INC DEL COM 550819106 98 8,300 SH DEFINED 02 09 10 8,300 0 0 D LYDALL INC DEL COM 550819106 3,745 317,400 SH DEFINED 06 09 10 317,400 0 0 D LYDALL INC DEL COM 550819106 3,992 338,300 SH DEFINED 08 09 10 338,300 0 0 D LYONDELL CHEMICAL CO COM 552078107 358 30,000 SH DEFINED 02 09 10 30,000 0 0 D LYONDELL CHEMICAL CO COM 552078107 7 595 SH DEFINED 07 09 10 595 0 0 D MGE ENERGY INC COM 55277P104 1,886 73,500 SH DEFINED 06 09 10 73,500 0 0 D MIM CORP COM 553044108 17 1,850 SH DEFINED 02 09 10 1,850 0 0 D MIM CORP COM 553044108 1,644 174,000 SH DEFINED 06 09 10 174,000 0 0 D MIM CORP COM 553044108 47 5,000 SH DEFINED 08 09 10 5,000 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D MKS INSTRUMENT INC COM 55306N104 197 18,000 SH DEFINED 02 09 10 18,000 0 0 D MKS INSTRUMENT INC COM 55306N104 11,294 1,034,250 SH DEFINED 06 09 10 1,034,250 0 0 D MKS INSTRUMENT INC COM 55306N104 7,351 673,200 SH DEFINED 08 09 10 673,200 0 0 D MACDERMID INC COM 554273102 867 43,452 SH DEFINED 02 09 10 43,452 0 0 D MACDERMID INC COM 554273102 17,815 893,000 SH DEFINED 06 09 10 893,000 0 0 D MACDERMID INC COM 554273102 12,068 604,900 SH DEFINED 08 09 10 604,900 0 0 D MACERICH CO COM 554382101 3,445 111,200 SH DEFINED 02 09 10 111,200 0 0 D MACERICH CO COM 554382101 1,332 43,000 SH DEFINED 06 09 10 43,000 0 0 D MACERICH CO COM 554382101 11 350 SH DEFINED 08 09 10 350 0 0 D MACROVISION CORP COM 555904101 8,312 679,654 SH DEFINED 02 09 10 679,654 0 0 D MACROVISION CORP COM 555904101 11,452 936,350 SH DEFINED 06 09 10 936,350 0 0 D MACROVISION CORP COM 555904101 1,222 99,900 SH DEFINED 08 09 10 99,900 0 0 D MACROMEDIA INC COM 556100105 9,850 1,274,236 SH DEFINED 02 09 10 1,274,236 0 0 D MACROMEDIA INC COM 556100105 13,314 1,722,389 SH DEFINED 06 09 10 1,722,389 0 0 D MACROMEDIA INC COM 556100105 3,115 402,950 SH DEFINED 08 09 10 402,950 0 0 D MAGNETEK INC COM 559424106 978 305,500 SH DEFINED 06 09 10 305,500 0 0 D MAGNETEK INC COM 559424106 1,455 454,600 SH DEFINED 08 09 10 454,600 0 0 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 931 177,272 SH DEFINED 06 09 10 177,272 0 0 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 2,363 450,000 SH DEFINED 08 09 10 450,000 0 0 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 559778402 95 20,400 SH DEFINED 02 09 10 20,400 0 0 D MANOR CARE INC NEW COM 564055101 4,910 218,400 SH DEFINED 02 09 10 218,400 0 0 D MANOR CARE INC NEW COM 564055101 4,557 202,700 SH DEFINED 06 09 10 202,700 0 0 D MANOR CARE INC NEW COM 564055101 22 1,000 SH DEFINED 08 09 10 1,000 0 0 D MAPICS INC COM 564910107 1,085 193,780 SH DEFINED 06 09 10 193,780 0 0 D MAPICS INC COM 564910107 2,726 486,800 SH DEFINED 08 09 10 486,800 0 0 D MANUGISTICS GROUP INC COM 565011103 1,877 672,674 SH DEFINED 02 09 10 672,674 0 0 D MANUGISTICS GROUP INC COM 565011103 2,644 947,665 SH DEFINED 06 09 10 947,665 0 0 D MANUGISTICS GROUP INC COM 565011103 299 107,000 SH DEFINED 08 09 10 107,000 0 0 D MARATHON OIL CORP COM 565849106 783 34,541 SH DEFINED 02 09 10 34,541 0 0 D MARATHON OIL CORP COM 565849106 3,708 163,500 SH DEFINED 06 09 10 163,500 0 0 D MARATHON OIL CORP COM 565849106 14 600 SH DEFINED 08 09 10 600 0 0 D MARSH & MCLENNAN COS INC COM 571748102 12,688 304,698 SH DEFINED 02 09 10 304,698 0 0 D MARSH & MCLENNAN COS INC COM 571748102 33,344 800,780 SH DEFINED 06 09 10 800,780 0 0 D MARSH & MCLENNAN COS INC COM 571748102 21 500 SH DEFINED 07 09 10 500 0 0 D MARSH & MCLENNAN COS INC COM 571748102 43,194 1,037,320 SH DEFINED 08 09 10 1,037,320 0 0 D MARTEK BIOSCIENCES CORP COM 572901106 25 1,500 SH DEFINED 02 09 10 1,500 0 0 D MARTEK BIOSCIENCES CORP COM 572901106 2,301 140,450 SH DEFINED 06 09 10 140,450 0 0 D MARTEK BIOSCIENCES CORP COM 572901106 66 4,000 SH DEFINED 08 09 10 4,000 0 0 D MATRIXONE INC COM 57685P304 22 5,000 SH DEFINED 02 09 10 5,000 0 0 D MATRIXONE INC COM 57685P304 2,118 488,010 SH DEFINED 06 09 10 488,010 0 0 D MATRIXONE INC COM 57685P304 59 13,600 SH DEFINED 08 09 10 13,600 0 0 D MATTEL INC COM 577081102 18,480 1,026,079 SH DEFINED 02 09 10 1,026,079 0 0 D MATTEL INC COM 577081102 5,142 285,482 SH DEFINED 06 09 10 285,482 0 0 D MATTEL INC COM 577081102 21 1,150 SH DEFINED 07 09 10 1,150 0 0 D MATTEL INC COM 577081102 720 40,000 SH DEFINED 08 09 10 40,000 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D MAXTOR CORP COM NEW 577729205 6,411 2,456,226 SH DEFINED 02 09 10 2,456,226 0 0 D MAXTOR CORP COM NEW 577729205 15,186 5,818,550 SH DEFINED 06 09 10 5,818,550 0 0 D MAXTOR CORP COM NEW 577729205 2,367 906,800 SH DEFINED 08 09 10 906,800 0 0 D MAXIM INTEGRATED PRODS INC COM 57772K101 285,628 11,535,846SH DEFINED 02 09 10 11,535,846 0 0 D MAXIM INTEGRATED PRODS INC COM 57772K101 381 15,400 SH DEFINED 03 09 10 15,400 0 0 D MAXIM INTEGRATED PRODS INC COM 57772K101 282,624 11,414,543SH DEFINED 06 09 10 11,414,543 0 0 D MAXIM INTEGRATED PRODS INC COM 57772K101 11 450 SH DEFINED 07 09 10 450 0 0 D MAXIM INTEGRATED PRODS INC COM 57772K101 49,341 1,992,785 SH DEFINED 08 09 10 1,992,785 0 0 D MAXWELL TECHNOLOGIES INC COM 577767106 45 8,650 SH DEFINED 02 09 10 8,650 0 0 D MAXWELL TECHNOLOGIES INC COM 577767106 1,834 349,300 SH DEFINED 06 09 10 349,300 0 0 D MAXWELL TECHNOLOGIES INC COM 577767106 919 175,100 SH DEFINED 08 09 10 175,100 0 0 D MAVERICK TUBE CORP COM 577914104 66 7,400 SH DEFINED 02 09 10 7,400 0 0 D MAVERICK TUBE CORP COM 577914104 4,566 514,800 SH DEFINED 06 09 10 514,800 0 0 D MAVERICK TUBE CORP COM 577914104 3,048 343,600 SH DEFINED 08 09 10 343,600 0 0 D MCDATA CORP CL A 580031201 1,670 307,503 SH DEFINED 02 09 10 307,503 0 0 D MCDATA CORP CL A 580031201 2,407 443,345 SH DEFINED 06 09 10 443,345 0 0 D MCDATA CORP CL A 580031201 169 31,200 SH DEFINED 08 09 10 31,200 0 0 D MCDONALDS CORP COM 580135101 5,353 303,140 SH DEFINED 02 09 10 303,140 0 0 D MCDONALDS CORP COM 580135101 40,926 2,317,436 SH DEFINED 06 09 10 2,317,436 0 0 D MCDONALDS CORP COM 580135101 25,265 1,430,640 SH DEFINED 08 09 10 1,430,640 0 0 D MEDCATH CORP COM 58404W109 8 750 SH DEFINED 02 09 10 750 0 0 D MEDCATH CORP COM 58404W109 833 73,700 SH DEFINED 06 09 10 73,700 0 0 D MEDCATH CORP COM 58404W109 23 2,000 SH DEFINED 08 09 10 2,000 0 0 D MEDIACOM COMMUNICATIONS CORP CL A 58446K105 18,457 3,437,097 SH DEFINED 02 09 10 3,437,097 0 0 D MEDIACOM COMMUNICATIONS CORP CL A 58446K105 11,469 2,135,710 SH DEFINED 06 09 10 2,135,710 0 0 D MEDIACOM COMMUNICATIONS CORP CL A 58446K105 981 182,620 SH DEFINED 08 09 10 182,620 0 0 D MEDICAL STAFFING NETWK HLDGS COM 58463F104 26 1,700 SH DEFINED 02 09 10 1,700 0 0 D MEDICAL STAFFING NETWK HLDGS COM 58463F104 2,389 157,450 SH DEFINED 06 09 10 157,450 0 0 D MEDICAL STAFFING NETWK HLDGS COM 58463F104 69 4,550 SH DEFINED 08 09 10 4,550 0 0 D MEDICINES CO COM 584688105 25 2,250 SH DEFINED 02 09 10 2,250 0 0 D MEDICINES CO COM 584688105 2,345 213,600 SH DEFINED 06 09 10 213,600 0 0 D MEDICINES CO COM 584688105 68 6,200 SH DEFINED 08 09 10 6,200 0 0 D MEDIMMUNE INC COM 584699102 9,824 469,611 SH DEFINED 02 09 10 469,611 0 0 D MEDIMMUNE INC COM 584699102 4,251 203,195 SH DEFINED 06 09 10 203,195 0 0 D MEDIMMUNE INC COM 584699102 219 10,475 SH DEFINED 08 09 10 10,475 0 0 D MEDTRONIC INC COM 585055106 2,677 63,553 SH DEFINED 02 09 10 63,553 0 0 D MEDTRONIC INC COM 585055106 584 13,875 SH DEFINED 06 09 10 13,875 0 0 D MEDTRONIC INC COM 585055106 15,568 369,600 SH DEFINED 08 09 10 369,600 0 0 D MELLON FINL CORP COM 58551A108 12,526 483,065 SH DEFINED 02 09 10 483,065 0 0 D MELLON FINL CORP COM 58551A108 12,232 471,750 SH DEFINED 06 09 10 471,750 0 0 D MELLON FINL CORP COM 58551A108 364 14,050 SH DEFINED 08 09 10 14,050 0 0 D MERCK & CO INC COM 589331107 7,480 163,640 SH DEFINED 02 09 10 163,640 0 0 D MERCK & CO INC COM 589331107 21,754 475,905 SH DEFINED 06 09 10 475,905 0 0 D MERCK & CO INC COM 589331107 18 400 SH DEFINED 07 09 10 400 0 0 D MERCK & CO INC COM 589331107 32 700 SH DEFINED 08 09 10 700 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D MERCURY GENL CORP NEW COM 589400100 5,906 138,000 SH DEFINED 06 09 10 138,000 0 0 D MERCURY INTERACTIVE CORP COM 589405109 5,115 298,070 SH DEFINED 02 09 10 298,070 0 0 D MERCURY INTERACTIVE CORP COM 589405109 7,521 438,300 SH DEFINED 06 09 10 438,300 0 0 D MERCURY INTERACTIVE CORP COM 589405109 822 47,900 SH DEFINED 08 09 10 47,900 0 0 D MEREDITH CORP COM 589433101 14,098 327,490 SH DEFINED 02 09 10 327,490 0 0 D MEREDITH CORP COM 589433101 18,230 423,450 SH DEFINED 06 09 10 423,450 0 0 D MEREDITH CORP COM 589433101 6,117 142,100 SH DEFINED 08 09 10 142,100 0 0 D MERIDIAN GOLD INC COM 589975101 968 52,900 SH DEFINED 02 09 10 52,900 0 0 D MERIDIAN GOLD INC COM 589975101 6,335 346,200 SH DEFINED 06 09 10 346,200 0 0 D MERIDIAN GOLD INC COM 589975101 199 10,850 SH DEFINED 08 09 10 10,850 0 0 D MERIX CORP COM 590049102 171 21,000 SH DEFINED 06 09 10 21,000 0 0 D MERRILL LYNCH & CO INC COM 590188108 695 21,100 SH DEFINED 02 09 10 21,100 0 0 D MERRILL LYNCH & CO INC COM 590188108 43,760 1,328,085 SH DEFINED 06 09 10 1,328,085 0 0 D MERRILL LYNCH & CO INC COM 590188108 38 1,165 SH DEFINED 08 09 10 1,165 0 0 D METRO GOLDWYN MAYER INC COM 591610100 15,406 1,289,223 SH DEFINED 02 09 10 1,289,223 0 0 D METRO GOLDWYN MAYER INC COM 591610100 11,423 955,900 SH DEFINED 06 09 10 955,900 0 0 D METRO GOLDWYN MAYER INC COM 591610100 299 25,000 SH DEFINED 08 09 10 25,000 0 0 D MICREL INC COM 594793101 3,821 620,282 SH DEFINED 02 09 10 620,282 0 0 D MICREL INC COM 594793101 5,632 914,285 SH DEFINED 06 09 10 914,285 0 0 D MICREL INC COM 594793101 628 101,900 SH DEFINED 08 09 10 101,900 0 0 D MICROSOFT CORP COM 594918104 258,302 5,905,393 SH DEFINED 02 09 10 5,905,393 0 0 D MICROSOFT CORP COM 594918104 536 12,255 SH DEFINED 03 09 10 12,255 0 0 D MICROSOFT CORP COM 594918104 308,815 7,060,246 SH DEFINED 06 09 10 7,060,246 0 0 D MICROSOFT CORP COM 594918104 63 1,450 SH DEFINED 07 09 10 1,450 0 0 D MICROSOFT CORP COM 594918104 43,127 985,978 SH DEFINED 08 09 10 985,978 0 0 D MICROMUSE INC COM 595094103 495 196,300 SH DEFINED 02 09 10 196,300 0 0 D MICROMUSE INC COM 595094103 4,556 1,807,900 SH DEFINED 06 09 10 1,807,900 0 0 D MICROMUSE INC COM 595094103 38 15,100 SH DEFINED 08 09 10 15,100 0 0 D MICRON TECHNOLOGY INC COM 595112103 315 25,500 SH DEFINED 06 09 10 25,500 0 0 D MID ATLANTIC MED SVCS INC COM 59523C107 2,107 58,200 SH DEFINED 02 09 10 58,200 0 0 D MID ATLANTIC MED SVCS INC COM 59523C107 4,976 137,465 SH DEFINED 06 09 10 137,465 0 0 D MID ATLANTIC MED SVCS INC COM 59523C107 114 3,150 SH DEFINED 08 09 10 3,150 0 0 D MIDWAY GAMES INC COM 598148104 93 16,900 SH DEFINED 02 09 10 16,900 0 0 D MIDWAY GAMES INC COM 598148104 2,618 477,700 SH DEFINED 06 09 10 477,700 0 0 D MIDWAY GAMES INC COM 598148104 1,860 339,400 SH DEFINED 08 09 10 339,400 0 0 D MILLENNIUM PHARMACEUTICALS I COM 599902103 542 58,150 SH DEFINED 02 09 10 58,150 0 0 D MILLENNIUM PHARMACEUTICALS I COM 599902103 1,538 165,000 SH DEFINED 06 09 10 165,000 0 0 D MILLENNIUM PHARMACEUTICALS I COM 599902103 6 650 SH DEFINED 08 09 10 650 0 0 D MILLER HERMAN INC COM 600544100 50 2,800 SH DEFINED 02 09 10 2,800 0 0 D MILLER HERMAN INC COM 600544100 3,152 177,500 SH DEFINED 06 09 10 177,500 0 0 D MILLER HERMAN INC COM 600544100 2,126 119,700 SH DEFINED 08 09 10 119,700 0 0 D MINERALS TECHNOLOGIES INC COM 603158106 1,218 32,854 SH DEFINED 02 09 10 32,854 0 0 D MINERALS TECHNOLOGIES INC COM 603158106 204 5,500 SH DEFINED 06 09 10 5,500 0 0 D MIRAMAR MINING CORP COM 60466E100 508 540,000 SH DEFINED 06 09 10 540,000 0 0 D MIRANT TR I PFD CV SER A 60467Q102 2,274 152,940 SH DEFINED 02 09 10 152,940 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D MIRANT TR I PFD CV SER A 60467Q102 2,871 193,080 SH DEFINED 06 09 10 193,080 0 0 D MIRANT TR I PFD CV SER A 60467Q102 15 1,000 SH DEFINED 07 09 10 1,000 0 0 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 3,478 473,779 SH DEFINED 02 09 10 473,779 0 0 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 206 6,820 SH DEFINED 02 09 10 6,820 0 0 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 936 31,000 SH DEFINED 06 09 10 31,000 0 0 D MODTECH HLDGS INC COM 60783C100 825 82,520 SH DEFINED 06 09 10 82,520 0 0 D MODTECH HLDGS INC COM 60783C100 685 68,500 SH DEFINED 08 09 10 68,500 0 0 D MORGAN STANLEY COM NEW 617446448 1,146 33,839 SH DEFINED 02 09 10 33,839 0 0 D MORGAN STANLEY COM NEW 617446448 17,877 527,644 SH DEFINED 06 09 10 527,644 0 0 D MORGAN STANLEY COM NEW 617446448 28,047 827,830 SH DEFINED 08 09 10 827,830 0 0 D MOTOROLA INC COM 620076109 16,863 1,656,438 SH DEFINED 02 09 10 1,656,438 0 0 D MOTOROLA INC COM 620076109 41,698 4,096,027 SH DEFINED 06 09 10 4,096,027 0 0 D MOTOROLA INC COM 620076109 33 3,220 SH DEFINED 07 09 10 3,220 0 0 D MOTOROLA INC COM 620076109 29,187 2,867,095 SH DEFINED 08 09 10 2,867,095 0 0 D MYLAN LABS INC COM 628530107 10,330 315,524 SH DEFINED 02 09 10 315,524 0 0 D MYLAN LABS INC COM 628530107 28,282 863,833 SH DEFINED 06 09 10 863,833 0 0 D MYLAN LABS INC COM 628530107 363 11,100 SH DEFINED 08 09 10 11,100 0 0 D MYRIAD GENETICS INC COM 62855J104 1,691 106,763 SH DEFINED 02 09 10 106,763 0 0 D MYRIAD GENETICS INC COM 62855J104 2,298 145,050 SH DEFINED 06 09 10 145,050 0 0 D MYRIAD GENETICS INC COM 62855J104 211 13,300 SH DEFINED 08 09 10 13,300 0 0 D NCR CORP NEW COM 62886E108 4,796 242,212 SH DEFINED 02 09 10 242,212 0 0 D NCR CORP NEW COM 62886E108 1,547 78,115 SH DEFINED 06 09 10 78,115 0 0 D NCR CORP NEW COM 62886E108 195 9,850 SH DEFINED 08 09 10 9,850 0 0 D NASDAQ 100 TR UNIT SER 1 631100104 32 1,535 SH DEFINED 02 09 10 1,535 0 0 D NATIONAL FUEL GAS CO N J COM 636180101 596 30,000 SH DEFINED 06 09 10 30,000 0 0 D NATIONAL SEMICONDUCTOR CORP COM 637640103 13,462 1,127,509 SH DEFINED 02 09 10 1,127,509 0 0 D NATIONAL SEMICONDUCTOR CORP COM 637640103 12,933 1,083,150 SH DEFINED 06 09 10 1,083,150 0 0 D NATIONAL SEMICONDUCTOR CORP COM 637640103 326 27,300 SH DEFINED 08 09 10 27,300 0 0 D NEIMAN MARCUS GROUP INC CL A 640204202 66 2,500 SH DEFINED 02 09 10 2,500 0 0 D NEIMAN MARCUS GROUP INC CL A 640204202 3,848 146,600 SH DEFINED 06 09 10 146,600 0 0 D NEIMAN MARCUS GROUP INC CL A 640204202 2,523 96,100 SH DEFINED 08 09 10 96,100 0 0 D NELSON THOMAS INC COM 640376109 1,330 151,100 SH DEFINED 02 09 10 151,100 0 0 D NELSON THOMAS INC COM 640376109 4,516 513,200 SH DEFINED 06 09 10 513,200 0 0 D NELSON THOMAS INC COM 640376109 1,682 191,150 SH DEFINED 08 09 10 191,150 0 0 D NETBANK INC COM 640933107 445 42,700 SH DEFINED 02 09 10 42,700 0 0 D NETBANK INC COM 640933107 1,838 176,600 SH DEFINED 06 09 10 176,600 0 0 D NETBANK INC COM 640933107 12 1,150 SH DEFINED 08 09 10 1,150 0 0 D NETWORKS ASSOCS INC COM 640938106 11,710 1,101,574 SH DEFINED 02 09 10 1,101,574 0 0 D NETWORKS ASSOCS INC COM 640938106 19,512 1,835,550 SH DEFINED 06 09 10 1,835,550 0 0 D NETWORKS ASSOCS INC COM 640938106 5,088 478,600 SH DEFINED 08 09 10 478,600 0 0 D NETIQ CORP COM 64115P102 9,659 666,120 SH DEFINED 02 09 10 666,120 0 0 D NETIQ CORP COM 64115P102 15,254 1,051,987 SH DEFINED 06 09 10 1,051,987 0 0 D NETIQ CORP COM 64115P102 997 68,750 SH DEFINED 08 09 10 68,750 0 0 D NETWORK APPLIANCE INC COM 64120L104 167,740 22,884,035SH DEFINED 02 09 10 22,884,035 0 0 D NETWORK APPLIANCE INC COM 64120L104 287 39,200 SH DEFINED 03 09 10 39,200 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D NETWORK APPLIANCE INC COM 64120L104 170,530 23,264,650SH DEFINED 06 09 10 23,264,650 0 0 D NETWORK APPLIANCE INC COM 64120L104 12,079 1,647,875 SH DEFINED 08 09 10 1,647,875 0 0 D NEUROCRINE BIOSCIENCES INC COM 64125C109 37 900 SH DEFINED 02 09 10 900 0 0 D NEUROCRINE BIOSCIENCES INC COM 64125C109 3,366 82,100 SH DEFINED 06 09 10 82,100 0 0 D NEUROCRINE BIOSCIENCES INC COM 64125C109 98 2,400 SH DEFINED 08 09 10 2,400 0 0 D NEWELL RUBBERMAID INC COM 651229106 352 11,400 SH DEFINED 06 09 10 11,400 0 0 D NEWELL RUBBERMAID INC COM 651229106 17 550 SH DEFINED 08 09 10 550 0 0 D NEWFIELD EXPL CO COM 651290108 369 11,000 SH DEFINED 02 09 10 11,000 0 0 D NEWFIELD EXPL CO COM 651290108 1,958 58,300 SH DEFINED 06 09 10 58,300 0 0 D NEWFIELD EXPL CO COM 651290108 13 400 SH DEFINED 08 09 10 400 0 0 D NEWMONT MINING CORP COM 651639106 7,949 288,949 SH DEFINED 06 09 10 288,949 0 0 D NEWMONT MINING CORP COM 651639106 10 350 SH DEFINED 07 09 10 350 0 0 D NEWMONT MINING CORP COM 651639106 29 1,050 SH DEFINED 08 09 10 1,050 0 0 D NEWPORT CORP COM 651824104 109 9,650 SH DEFINED 02 09 10 9,650 0 0 D NEWPORT CORP COM 651824104 5,832 517,000 SH DEFINED 06 09 10 517,000 0 0 D NEWPORT CORP COM 651824104 3,576 317,000 SH DEFINED 08 09 10 317,000 0 0 D NEXTEL COMMUNICATIONS INC NOTE 4.750% 7/0 65332VAT0 7,829 10,580,000SH DEFINED 02 09 10 10,580,000 0 0 D NEXTEL COMMUNICATIONS INC NOTE 4.750% 7/0 65332VAT0 9,228 12,470,000SH DEFINED 06 09 10 12,470,000 0 0 D NEXTEL PARTNERS INC CL A 65333F107 724 134,601 SH DEFINED 02 09 10 134,601 0 0 D NEXTEL PARTNERS INC CL A 65333F107 8,473 1,574,846 SH DEFINED 04 09 10 1,574,846 0 0 D NEXTEL PARTNERS INC CL A 65333F107 3,511 652,530 SH DEFINED 06 09 10 652,530 0 0 D NICOR INC COM 654086107 2,668 94,600 SH DEFINED 06 09 10 94,600 0 0 D 99 CENTS ONLY STORES COM 65440K106 8,917 430,786 SH DEFINED 02 09 10 430,786 0 0 D 99 CENTS ONLY STORES COM 65440K106 14,758 712,936 SH DEFINED 06 09 10 712,936 0 0 D 99 CENTS ONLY STORES COM 65440K106 1,385 66,932 SH DEFINED 08 09 10 66,932 0 0 D NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 2,302 141,517 SH DEFINED 02 09 10 141,517 0 0 D NOKIA CORP SPONSORED ADR 654902204 2,275 171,706 SH DEFINED 02 09 10 171,706 0 0 D NOKIA CORP SPONSORED ADR 654902204 11 800 SH DEFINED 08 09 10 800 0 0 D NOBLE ENERGY INC COM 655044105 126 3,700 SH DEFINED 02 09 10 3,700 0 0 D NOBLE ENERGY INC COM 655044105 7,117 209,500 SH DEFINED 06 09 10 209,500 0 0 D NOBLE ENERGY INC COM 655044105 15 450 SH DEFINED 08 09 10 450 0 0 D NORDSTROM INC COM 655664100 3,588 200,000 SH DEFINED 06 09 10 200,000 0 0 D NORDSTROM INC COM 655664100 5 300 SH DEFINED 08 09 10 300 0 0 D NORFOLK SOUTHERN CORP COM 655844108 8,163 404,325 SH DEFINED 02 09 10 404,325 0 0 D NORFOLK SOUTHERN CORP COM 655844108 13,550 671,130 SH DEFINED 06 09 10 671,130 0 0 D NORFOLK SOUTHERN CORP COM 655844108 380 18,800 SH DEFINED 08 09 10 18,800 0 0 D NORTH AMERN PALLADIUM LTD COM 656912102 345 80,500 SH DEFINED 02 09 10 80,500 0 0 D NORTH AMERN PALLADIUM LTD COM 656912102 882 206,100 SH DEFINED 06 09 10 206,100 0 0 D NORTH AMERN PALLADIUM LTD COM 656912102 4 1,000 SH DEFINED 08 09 10 1,000 0 0 D NORTHEAST UTILS COM 664397106 1,690 100,000 SH DEFINED 06 09 10 100,000 0 0 D NORTHRIM BANCORP INC COM 666762109 1,062 86,800 SH DEFINED 02 09 10 86,800 0 0 D NORTHRIM BANCORP INC COM 666762109 522 42,619 SH DEFINED 06 09 10 42,619 0 0 D NORTHRIM BANCORP INC COM 666762109 4 300 SH DEFINED 08 09 10 300 0 0 D NORTHROP GRUMMAN CORP COM 666807102 1,751 14,118 SH DEFINED 02 09 10 14,118 0 0 D NORTHROP GRUMMAN CORP COM 666807102 13,401 108,040 SH DEFINED 06 09 10 108,040 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D NORTHROP GRUMMAN CORP COM 666807102 1,042 8,400 SH DEFINED 08 09 10 8,400 0 0 D NORTHWEST AIRLS CORP CL A 667280101 334 50,000 SH DEFINED 06 09 10 50,000 0 0 D NORTHWEST AIRLS CORP CL A 667280101 13 1,915 SH DEFINED 07 09 10 1,915 0 0 D NOVARTIS A G SPONSORED ADR 66987V109 2,268 57,081 SH DEFINED 02 09 10 57,081 0 0 D NOVELLUS SYS INC COM 670008101 13,406 644,220 SH DEFINED 02 09 10 644,220 0 0 D NOVELLUS SYS INC COM 670008101 19,853 953,990 SH DEFINED 06 09 10 953,990 0 0 D NOVELLUS SYS INC COM 670008101 11 520 SH DEFINED 07 09 10 520 0 0 D NOVELLUS SYS INC COM 670008101 10,303 495,100 SH DEFINED 08 09 10 495,100 0 0 D NUCOR CORP COM 670346105 426 11,250 SH DEFINED 02 09 10 11,250 0 0 D NUCOR CORP COM 670346105 2,089 55,130 SH DEFINED 06 09 10 55,130 0 0 D NUCOR CORP COM 670346105 6 150 SH DEFINED 07 09 10 150 0 0 D NUCOR CORP COM 670346105 23 605 SH DEFINED 08 09 10 605 0 0 D NUEVO ENERGY CO COM 670509108 1,121 102,850 SH DEFINED 02 09 10 102,850 0 0 D NUEVO ENERGY CO COM 670509108 15,694 1,439,810 SH DEFINED 06 09 10 1,439,810 0 0 D NUEVO ENERGY CO COM 670509108 2,107 193,300 SH DEFINED 08 09 10 193,300 0 0 D NUMERICAL TECHNOLOGIES INC COM 67053T101 960 330,933 SH DEFINED 02 09 10 330,933 0 0 D NUMERICAL TECHNOLOGIES INC COM 67053T101 1,173 404,640 SH DEFINED 06 09 10 404,640 0 0 D NUMERICAL TECHNOLOGIES INC COM 67053T101 136 46,820 SH DEFINED 08 09 10 46,820 0 0 D OAKLEY INC COM 673662102 2,136 212,521 SH DEFINED 02 09 10 212,521 0 0 D OAKLEY INC COM 673662102 2,714 270,090 SH DEFINED 06 09 10 270,090 0 0 D OAKLEY INC COM 673662102 180 17,900 SH DEFINED 08 09 10 17,900 0 0 D OCCIDENTAL PETE CORP DEL COM 674599105 3 100 SH DEFINED 02 09 10 100 0 0 D OCCIDENTAL PETE CORP DEL COM 674599105 22,704 800,000 SH DEFINED 06 09 10 800,000 0 0 D OCEAN ENERGY INC DEL COM 67481E106 3,781 189,509 SH DEFINED 06 09 10 189,509 0 0 D OCEAN ENERGY INC DEL COM 67481E106 40 2,000 SH DEFINED 08 09 10 2,000 0 0 D OCEANEERING INTL INC COM 675232102 2,863 112,500 SH DEFINED 02 09 10 112,500 0 0 D OCEANEERING INTL INC COM 675232102 22,018 865,154 SH DEFINED 06 09 10 865,154 0 0 D OCEANEERING INTL INC COM 675232102 4,860 190,950 SH DEFINED 08 09 10 190,950 0 0 D ODYSSEY HEALTHCARE INC COM 67611V101 6,930 231,397 SH DEFINED 02 09 10 231,397 0 0 D ODYSSEY HEALTHCARE INC COM 67611V101 9,192 306,905 SH DEFINED 06 09 10 306,905 0 0 D ODYSSEY HEALTHCARE INC COM 67611V101 1,050 35,050 SH DEFINED 08 09 10 35,050 0 0 D ODYSSEY RE HLDGS CORP COM 67612W108 4,031 242,667 SH DEFINED 02 09 10 242,667 0 0 D ODYSSEY RE HLDGS CORP COM 67612W108 5,376 323,675 SH DEFINED 06 09 10 323,675 0 0 D ODYSSEY RE HLDGS CORP COM 67612W108 636 38,300 SH DEFINED 08 09 10 38,300 0 0 D OIL STS INTL INC COM 678026105 111 11,100 SH DEFINED 08 09 10 11,100 0 0 D OLIN CORP COM PAR $1 680665205 1,341 81,850 SH DEFINED 02 09 10 81,850 0 0 D OLIN CORP COM PAR $1 680665205 9,692 591,725 SH DEFINED 06 09 10 591,725 0 0 D OLIN CORP COM PAR $1 680665205 4,443 271,250 SH DEFINED 08 09 10 271,250 0 0 D ONEIDA LTD COM 682505102 2,604 186,900 SH DEFINED 06 09 10 186,900 0 0 D ONEIDA LTD COM 682505102 3,427 246,050 SH DEFINED 08 09 10 246,050 0 0 D ONI SYSTEMS CORP NOTE 5.000%10/1 68273FAA1 3,539 4,750,000 SH DEFINED 02 09 10 4,750,000 0 0 D ONI SYSTEMS CORP NOTE 5.000%10/1 68273FAA1 1,788 2,400,000 SH DEFINED 06 09 10 2,400,000 0 0 D ONI SYSTEMS CORP NOTE 5.000%10/1 68273FAA1 37 50,000 SH DEFINED 07 09 10 50,000 0 0 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 218 9,200 SH DEFINED 06 09 10 9,200 0 0 D ORACLE CORP COM 68389X105 95 12,095 SH DEFINED 02 09 10 12,095 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D ORACLE CORP COM 68389X105 1,061 135,000 SH DEFINED 06 09 10 135,000 0 0 D OPTION CARE INC COM 683948103 4,227 477,590 SH DEFINED 02 09 10 477,590 0 0 D OPTION CARE INC COM 683948103 6,103 689,584 SH DEFINED 06 09 10 689,584 0 0 D OPTION CARE INC COM 683948103 682 77,075 SH DEFINED 08 09 10 77,075 0 0 D ORASURE TECHNOLOGIES INC COM 68554V108 9 2,100 SH DEFINED 02 09 10 2,100 0 0 D ORASURE TECHNOLOGIES INC COM 68554V108 853 192,200 SH DEFINED 06 09 10 192,200 0 0 D ORASURE TECHNOLOGIES INC COM 68554V108 26 5,800 SH DEFINED 08 09 10 5,800 0 0 D OSHKOSH B GOSH INC CL A 688222207 1,539 44,800 SH DEFINED 02 09 10 44,800 0 0 D OSHKOSH B GOSH INC CL A 688222207 3,941 114,693 SH DEFINED 06 09 10 114,693 0 0 D OSHKOSH B GOSH INC CL A 688222207 94 2,750 SH DEFINED 08 09 10 2,750 0 0 D OSMONICS INC COM 688350107 1,712 143,900 SH DEFINED 06 09 10 143,900 0 0 D OSMONICS INC COM 688350107 1,965 165,100 SH DEFINED 08 09 10 165,100 0 0 D OVERTURE SVCS INC COM 69039R100 59,966 2,544,149 SH DEFINED 02 09 10 2,544,149 0 0 D OVERTURE SVCS INC COM 69039R100 43,566 1,848,365 SH DEFINED 06 09 10 1,848,365 0 0 D OVERTURE SVCS INC COM 69039R100 11,173 474,045 SH DEFINED 08 09 10 474,045 0 0 D PC-TEL INC COM 69325Q105 30 5,750 SH DEFINED 02 09 10 5,750 0 0 D PC-TEL INC COM 69325Q105 967 185,560 SH DEFINED 06 09 10 185,560 0 0 D PC-TEL INC COM 69325Q105 1,714 329,000 SH DEFINED 08 09 10 329,000 0 0 D PMC-SIERRA INC NOTE 3.750% 8/1 69344FAB2 211 315,000 SH DEFINED 02 09 10 315,000 0 0 D PMC-SIERRA INC NOTE 3.750% 8/1 69344FAB2 57 85,000 SH DEFINED 06 09 10 85,000 0 0 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 349 28,176 SH DEFINED 02 09 10 28,176 0 0 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 224 18,100 SH DEFINED 06 09 10 18,100 0 0 D PSS WORLD MED INC COM 69366A100 11,104 1,669,760 SH DEFINED 02 09 10 1,669,760 0 0 D PSS WORLD MED INC COM 69366A100 15,364 2,310,407 SH DEFINED 06 09 10 2,310,407 0 0 D PSS WORLD MED INC COM 69366A100 4,526 680,593 SH DEFINED 08 09 10 680,593 0 0 D PACKAGED ICE INC COM 695148106 25 25,594 SH DEFINED 02 09 10 25,594 0 0 D PALL CORP COM 696429307 11,415 722,901 SH DEFINED 02 09 10 722,901 0 0 D PALL CORP COM 696429307 11,768 745,300 SH DEFINED 06 09 10 745,300 0 0 D PALL CORP COM 696429307 306 19,400 SH DEFINED 08 09 10 19,400 0 0 D PARK PL ENTMT CORP COM 700690100 5,168 650,000 SH DEFINED 06 09 10 650,000 0 0 D PARKER DRILLING CO COM 701081101 431 196,000 SH DEFINED 02 09 10 196,000 0 0 D PARKER DRILLING CO COM 701081101 102 46,500 SH DEFINED 06 09 10 46,500 0 0 D PATHMARK STORES INC NEW COM 70322A101 307 33,500 SH DEFINED 02 09 10 33,500 0 0 D PATHMARK STORES INC NEW COM 70322A101 25 2,700 SH DEFINED 06 09 10 2,700 0 0 D PAYCHEX INC COM 704326107 189,217 7,796,318 SH DEFINED 02 09 10 7,796,318 0 0 D PAYCHEX INC COM 704326107 297 12,225 SH DEFINED 03 09 10 12,225 0 0 D PAYCHEX INC COM 704326107 206,221 8,496,940 SH DEFINED 06 09 10 8,496,940 0 0 D PAYCHEX INC COM 704326107 13 550 SH DEFINED 07 09 10 550 0 0 D PAYCHEX INC COM 704326107 22,964 946,180 SH DEFINED 08 09 10 946,180 0 0 D PEETS COFFEE & TEA INC COM 705560100 4,044 315,900 SH DEFINED 02 09 10 315,900 0 0 D PEETS COFFEE & TEA INC COM 705560100 8,910 696,090 SH DEFINED 06 09 10 696,090 0 0 D PEETS COFFEE & TEA INC COM 705560100 980 76,600 SH DEFINED 08 09 10 76,600 0 0 D PEMSTAR INC COM 706552106 32 26,800 SH DEFINED 02 09 10 26,800 0 0 D PEMSTAR INC COM 706552106 982 811,200 SH DEFINED 06 09 10 811,200 0 0 D PEMSTAR INC COM 706552106 547 452,200 SH DEFINED 08 09 10 452,200 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D PENN ENGR & MFG CORP COM NON VTG 707389300 2,946 263,000 SH DEFINED 06 09 10 263,000 0 0 D PENN ENGR & MFG CORP COM NON VTG 707389300 1,980 176,800 SH DEFINED 08 09 10 176,800 0 0 D PENN TREATY AMERN CORP COM 707874103 325 92,900 SH DEFINED 06 09 10 92,900 0 0 D PENNEY J C INC COM 708160106 28,519 1,791,388 SH DEFINED 02 09 10 1,791,388 0 0 D PENNEY J C INC COM 708160106 19,452 1,221,861 SH DEFINED 06 09 10 1,221,861 0 0 D PENNEY J C INC COM 708160106 923 57,950 SH DEFINED 08 09 10 57,950 0 0 D PENTAIR INC COM 709631105 2,156 57,993 SH DEFINED 02 09 10 57,993 0 0 D PEPSICO INC COM 713448108 4,018 108,751 SH DEFINED 02 09 10 108,751 0 0 D PEPSICO INC COM 713448108 11,740 317,730 SH DEFINED 06 09 10 317,730 0 0 D PEPSICO INC COM 713448108 256 6,926 SH DEFINED 08 09 10 6,926 0 0 D PERFORMANCE FOOD GROUP CO COM 713755106 1,141 33,600 SH DEFINED 02 09 10 33,600 0 0 D PERKINELMER INC COM 714046109 9,935 1,822,957 SH DEFINED 02 09 10 1,822,957 0 0 D PERKINELMER INC COM 714046109 15,710 2,882,500 SH DEFINED 06 09 10 2,882,500 0 0 D PERKINELMER INC COM 714046109 4,792 879,200 SH DEFINED 08 09 10 879,200 0 0 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 349 32,500 SH DEFINED 02 09 10 32,500 0 0 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 321 29,960 SH DEFINED 06 09 10 29,960 0 0 D PETROQUEST ENERGY INC COM 716748108 133 30,000 SH DEFINED 02 09 10 30,000 0 0 D PETSMART INC COM 716768106 18,005 1,010,965 SH DEFINED 02 09 10 1,010,965 0 0 D PETSMART INC COM 716768106 27,082 1,520,630 SH DEFINED 06 09 10 1,520,630 0 0 D PETSMART INC COM 716768106 2,692 151,150 SH DEFINED 08 09 10 151,150 0 0 D PFIZER INC COM 717081103 148,120 5,104,065 SH DEFINED 02 09 10 5,104,065 0 0 D PFIZER INC COM 717081103 220 7,575 SH DEFINED 03 09 10 7,575 0 0 D PFIZER INC COM 717081103 189,096 6,516,044 SH DEFINED 06 09 10 6,516,044 0 0 D PFIZER INC COM 717081103 51 1,750 SH DEFINED 07 09 10 1,750 0 0 D PFIZER INC COM 717081103 63,952 2,203,709 SH DEFINED 08 09 10 2,203,709 0 0 D PHARMACIA CORP COM 71713U102 10,138 260,750 SH DEFINED 02 09 10 260,750 0 0 D PHARMACIA CORP COM 71713U102 4,052 104,210 SH DEFINED 06 09 10 104,210 0 0 D PHARMACIA CORP COM 71713U102 49 1,260 SH DEFINED 07 09 10 1,260 0 0 D PHARMACIA CORP COM 71713U102 13,110 337,200 SH DEFINED 08 09 10 337,200 0 0 D PHELPS DODGE CORP COM 717265102 23,483 916,249 SH DEFINED 02 09 10 916,249 0 0 D PHELPS DODGE CORP COM 717265102 32,366 1,262,829 SH DEFINED 06 09 10 1,262,829 0 0 D PHELPS DODGE CORP COM 717265102 696 27,150 SH DEFINED 08 09 10 27,150 0 0 D PHILIP MORRIS COS INC COM 718154107 7,456 192,166 SH DEFINED 02 09 10 192,166 0 0 D PHILIP MORRIS COS INC COM 718154107 39,990 1,030,670 SH DEFINED 06 09 10 1,030,670 0 0 D PHILIP MORRIS COS INC COM 718154107 43 1,100 SH DEFINED 07 09 10 1,100 0 0 D PHILIP MORRIS COS INC COM 718154107 915 23,575 SH DEFINED 08 09 10 23,575 0 0 D PHOENIX COS INC NEW COM 71902E109 10,079 740,023 SH DEFINED 02 09 10 740,023 0 0 D PHOENIX COS INC NEW COM 71902E109 10,037 736,950 SH DEFINED 06 09 10 736,950 0 0 D PHOENIX COS INC NEW COM 71902E109 226 16,600 SH DEFINED 08 09 10 16,600 0 0 D PHOENIX TECHNOLOGY LTD COM 719153108 84 11,550 SH DEFINED 02 09 10 11,550 0 0 D PHOENIX TECHNOLOGY LTD COM 719153108 4,554 628,100 SH DEFINED 06 09 10 628,100 0 0 D PHOENIX TECHNOLOGY LTD COM 719153108 2,904 400,600 SH DEFINED 08 09 10 400,600 0 0 D PHOTON DYNAMICS INC COM 719364101 114 6,100 SH DEFINED 02 09 10 6,100 0 0 D PHOTON DYNAMICS INC COM 719364101 5,940 318,850 SH DEFINED 06 09 10 318,850 0 0 D PHOTON DYNAMICS INC COM 719364101 3,584 192,400 SH DEFINED 08 09 10 192,400 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D PHOTRONICS INC COM 719405102 13 1,250 SH DEFINED 02 09 10 1,250 0 0 D PHOTRONICS INC COM 719405102 1,186 117,900 SH DEFINED 06 09 10 117,900 0 0 D PHOTRONICS INC COM 719405102 34 3,400 SH DEFINED 08 09 10 3,400 0 0 D PINNACLE SYS INC COM 723481107 497 46,000 SH DEFINED 06 09 10 46,000 0 0 D PIONEER NAT RES CO COM 723787107 885 36,500 SH DEFINED 02 09 10 36,500 0 0 D PIONEER NAT RES CO COM 723787107 15,998 659,723 SH DEFINED 06 09 10 659,723 0 0 D PIONEER NAT RES CO COM 723787107 156 6,450 SH DEFINED 08 09 10 6,450 0 0 D PIXAR COM 725811103 182,600 3,796,255 SH DEFINED 02 09 10 3,796,255 0 0 D PIXAR COM 725811103 186,314 3,873,467 SH DEFINED 06 09 10 3,873,467 0 0 D PIXAR COM 725811103 9,735 202,400 SH DEFINED 08 09 10 202,400 0 0 D PLACER DOME INC COM 725906101 1,461 160,045 SH DEFINED 02 09 10 160,045 0 0 D PLACER DOME INC COM 725906101 9,659 1,057,930 SH DEFINED 06 09 10 1,057,930 0 0 D PLACER DOME INC COM 725906101 64 7,050 SH DEFINED 08 09 10 7,050 0 0 D PLANTRONICS INC NEW COM 727493108 99 6,050 SH DEFINED 02 09 10 6,050 0 0 D PLANTRONICS INC NEW COM 727493108 5,426 332,900 SH DEFINED 06 09 10 332,900 0 0 D PLANTRONICS INC NEW COM 727493108 2,717 166,700 SH DEFINED 08 09 10 166,700 0 0 D PLEXUS CORP COM 729132100 17 1,850 SH DEFINED 02 09 10 1,850 0 0 D PLEXUS CORP COM 729132100 1,638 177,100 SH DEFINED 06 09 10 177,100 0 0 D PLEXUS CORP COM 729132100 47 5,100 SH DEFINED 08 09 10 5,100 0 0 D POLYCOM INC COM 73172K104 4,824 710,385 SH DEFINED 02 09 10 710,385 0 0 D POLYCOM INC COM 73172K104 7,574 1,115,440 SH DEFINED 06 09 10 1,115,440 0 0 D POLYCOM INC COM 73172K104 3,912 576,100 SH DEFINED 08 09 10 576,100 0 0 D POLYONE CORP COM 73179P106 9 1,050 SH DEFINED 02 09 10 1,050 0 0 D POLYONE CORP COM 73179P106 4,645 540,700 SH DEFINED 06 09 10 540,700 0 0 D POLYONE CORP COM 73179P106 2,799 325,800 SH DEFINED 08 09 10 325,800 0 0 D POTASH CORP SASK INC COM 73755L107 12,285 197,503 SH DEFINED 02 09 10 197,503 0 0 D POTASH CORP SASK INC COM 73755L107 20,949 336,797 SH DEFINED 06 09 10 336,797 0 0 D POTASH CORP SASK INC COM 73755L107 554 8,900 SH DEFINED 08 09 10 8,900 0 0 D POWER INTEGRATIONS INC COM 739276103 3,627 297,550 SH DEFINED 02 09 10 297,550 0 0 D POWER INTEGRATIONS INC COM 739276103 2,475 203,000 SH DEFINED 06 09 10 203,000 0 0 D POWER INTEGRATIONS INC COM 739276103 6 500 SH DEFINED 07 09 10 500 0 0 D POWER INTEGRATIONS INC COM 739276103 320 26,250 SH DEFINED 08 09 10 26,250 0 0 D POWERWAVE TECHNOLOGIES INC COM 739363109 24 7,150 SH DEFINED 02 09 10 7,150 0 0 D POWERWAVE TECHNOLOGIES INC COM 739363109 3,228 952,100 SH DEFINED 06 09 10 952,100 0 0 D POWERWAVE TECHNOLOGIES INC COM 739363109 2,000 589,900 SH DEFINED 08 09 10 589,900 0 0 D PRAXAIR INC COM 74005P104 3,465 67,800 SH DEFINED 02 09 10 67,800 0 0 D PRAXAIR INC COM 74005P104 23,933 468,270 SH DEFINED 06 09 10 468,270 0 0 D PRAXAIR INC COM 74005P104 15 300 SH DEFINED 07 09 10 300 0 0 D PRAXAIR INC COM 74005P104 188 3,670 SH DEFINED 08 09 10 3,670 0 0 D PRECIS INC COM 740184106 270 46,000 SH DEFINED 02 09 10 46,000 0 0 D PRECIS INC COM 740184106 1,476 251,865 SH DEFINED 06 09 10 251,865 0 0 D PRECIS INC COM 740184106 24 4,100 SH DEFINED 08 09 10 4,100 0 0 D PRICE T ROWE GROUP INC COM 74144T108 26,377 1,056,751 SH DEFINED 02 09 10 1,056,751 0 0 D PRICE T ROWE GROUP INC COM 74144T108 7,458 298,805 SH DEFINED 06 09 10 298,805 0 0 D PRICE T ROWE GROUP INC COM 74144T108 183 7,320 SH DEFINED 08 09 10 7,320 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D PRIDE INTL INC DEL COM 74153Q102 16,502 1,269,413 SH DEFINED 02 09 10 1,269,413 0 0 D PRIDE INTL INC DEL COM 74153Q102 29,937 2,302,830 SH DEFINED 06 09 10 2,302,830 0 0 D PRIDE INTL INC DEL COM 74153Q102 12,698 976,770 SH DEFINED 08 09 10 976,770 0 0 D PRIME HOSPITALITY CORP COM 741917108 87 10,600 SH DEFINED 02 09 10 10,600 0 0 D PRIME HOSPITALITY CORP COM 741917108 3,717 453,300 SH DEFINED 06 09 10 453,300 0 0 D PRIME HOSPITALITY CORP COM 741917108 2,344 285,900 SH DEFINED 08 09 10 285,900 0 0 D PRINTRONIX INC COM 742578107 613 63,430 SH DEFINED 06 09 10 63,430 0 0 D PRINTRONIX INC COM 742578107 1,350 139,600 SH DEFINED 08 09 10 139,600 0 0 D PRIORITY HEALTHCARE CORP CL B 74264T102 6,232 247,282 SH DEFINED 02 09 10 247,282 0 0 D PRIORITY HEALTHCARE CORP CL B 74264T102 16,518 655,490 SH DEFINED 06 09 10 655,490 0 0 D PRIORITY HEALTHCARE CORP CL B 74264T102 1,595 63,300 SH DEFINED 08 09 10 63,300 0 0 D PROCTER & GAMBLE CO COM 742718109 20,804 232,756 SH DEFINED 02 09 10 232,756 0 0 D PROCTER & GAMBLE CO COM 742718109 41,119 460,045 SH DEFINED 06 09 10 460,045 0 0 D PROCTER & GAMBLE CO COM 742718109 27 300 SH DEFINED 07 09 10 300 0 0 D PROCTER & GAMBLE CO COM 742718109 549 6,140 SH DEFINED 08 09 10 6,140 0 0 D PROGRESS ENERGY INC COM 743263105 333 8,150 SH DEFINED 06 09 10 8,150 0 0 D PROGRESS ENERGY INC COM 743263105 14 350 SH DEFINED 08 09 10 350 0 0 D PROGRESSIVE CORP OHIO COM 743315103 680,753 13,445,637SH DEFINED 02 09 10 13,445,637 0 0 D PROGRESSIVE CORP OHIO COM 743315103 864 17,070 SH DEFINED 03 09 10 17,070 0 0 D PROGRESSIVE CORP OHIO COM 743315103 665,268 13,139,807SH DEFINED 06 09 10 13,139,807 0 0 D PROGRESSIVE CORP OHIO COM 743315103 18 350 SH DEFINED 07 09 10 350 0 0 D PROGRESSIVE CORP OHIO COM 743315103 53,827 1,063,139 SH DEFINED 08 09 10 1,063,139 0 0 D PROTEIN DESIGN LABS INC COM 74369L103 188 22,700 SH DEFINED 02 09 10 22,700 0 0 D PROTEIN DESIGN LABS INC COM 74369L103 1,171 141,100 SH DEFINED 06 09 10 141,100 0 0 D PROTEIN DESIGN LABS INC COM 74369L103 5 550 SH DEFINED 08 09 10 550 0 0 D PROVINCE HEALTHCARE CO COM 743977100 2,185 127,400 SH DEFINED 02 09 10 127,400 0 0 D PROVINCE HEALTHCARE CO COM 743977100 7,140 416,300 SH DEFINED 06 09 10 416,300 0 0 D PROVINCE HEALTHCARE CO COM 743977100 22 1,300 SH DEFINED 08 09 10 1,300 0 0 D PRUDENTIAL PLC ADR 74435K204 1,870 173,126 SH DEFINED 02 09 10 173,126 0 0 D PUGET ENERGY INC NEW COM 745310102 2,541 124,500 SH DEFINED 06 09 10 124,500 0 0 D QLT INC COM 746927102 221 28,800 SH DEFINED 02 09 10 28,800 0 0 D QLT INC COM 746927102 1,938 252,000 SH DEFINED 06 09 10 252,000 0 0 D QLT INC COM 746927102 8 1,000 SH DEFINED 08 09 10 1,000 0 0 D QUAKER CHEM CORP COM 747316107 3,152 163,800 SH DEFINED 06 09 10 163,800 0 0 D QUAKER CHEM CORP COM 747316107 2,207 114,700 SH DEFINED 08 09 10 114,700 0 0 D QUALCOMM INC COM 747525103 226,436 8,198,246 SH DEFINED 02 09 10 8,198,246 0 0 D QUALCOMM INC COM 747525103 367 13,300 SH DEFINED 03 09 10 13,300 0 0 D QUALCOMM INC COM 747525103 235,404 8,522,965 SH DEFINED 06 09 10 8,522,965 0 0 D QUALCOMM INC COM 747525103 25 900 SH DEFINED 07 09 10 900 0 0 D QUALCOMM INC COM 747525103 39,733 1,438,565 SH DEFINED 08 09 10 1,438,565 0 0 D QUEST DIAGNOSTICS INC DBCV 1.750%11/3 74834LAF7 3,036 2,905,000 SH DEFINED 02 09 10 2,905,000 0 0 D QUEST DIAGNOSTICS INC DBCV 1.750%11/3 74834LAF7 4,582 4,385,000 SH DEFINED 06 09 10 4,385,000 0 0 D QUEST SOFTWARE INC COM 74834T103 8,892 945,991 SH DEFINED 02 09 10 945,991 0 0 D QUEST SOFTWARE INC COM 74834T103 12,780 1,359,615 SH DEFINED 06 09 10 1,359,615 0 0 D QUEST SOFTWARE INC COM 74834T103 1,465 155,800 SH DEFINED 08 09 10 155,800 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D QUESTAR CORP COM 748356102 3,435 150,400 SH DEFINED 06 09 10 150,400 0 0 D QUOVADX INC COM 74913K106 381 271,800 SH DEFINED 02 09 10 271,800 0 0 D QUOVADX INC COM 74913K106 1,429 1,020,800 SH DEFINED 06 09 10 1,020,800 0 0 D QUOVADX INC COM 74913K106 10 6,850 SH DEFINED 08 09 10 6,850 0 0 D RPM INC OHIO COM 749685103 9,035 642,600 SH DEFINED 06 09 10 642,600 0 0 D RADIANT SYSTEMS INC COM 75025N102 53 6,650 SH DEFINED 02 09 10 6,650 0 0 D RADIANT SYSTEMS INC COM 75025N102 5,008 626,050 SH DEFINED 06 09 10 626,050 0 0 D RADIANT SYSTEMS INC COM 75025N102 144 18,000 SH DEFINED 08 09 10 18,000 0 0 D RADIO ONE INC CL A 75040P108 11,770 706,499 SH DEFINED 02 09 10 706,499 0 0 D RADIO ONE INC CL A 75040P108 17,171 1,030,690 SH DEFINED 06 09 10 1,030,690 0 0 D RADIO ONE INC CL A 75040P108 1,816 109,000 SH DEFINED 08 09 10 109,000 0 0 D RADIO ONE INC CL D NON VTG 75040P405 19,200 1,164,341 SH DEFINED 02 09 10 1,164,341 0 0 D RADIO ONE INC CL D NON VTG 75040P405 30,989 1,879,285 SH DEFINED 06 09 10 1,879,285 0 0 D RADIO ONE INC CL D NON VTG 75040P405 3,418 207,250 SH DEFINED 08 09 10 207,250 0 0 D RADIOSHACK CORP COM 750438103 9,293 463,280 SH DEFINED 02 09 10 463,280 0 0 D RADIOSHACK CORP COM 750438103 6,686 333,300 SH DEFINED 06 09 10 333,300 0 0 D RADIOSHACK CORP COM 750438103 166 8,300 SH DEFINED 08 09 10 8,300 0 0 D RAINDANCE COMM COM 75086X106 1,657 536,330 SH DEFINED 02 09 10 536,330 0 0 D RAINDANCE COMM COM 75086X106 1,897 613,975 SH DEFINED 06 09 10 613,975 0 0 D RAINDANCE COMM COM 75086X106 225 72,700 SH DEFINED 08 09 10 72,700 0 0 D RANDGOLD RES LTD ADR 752344309 271 15,000 SH DEFINED 02 09 10 15,000 0 0 D RATIONAL SOFTWARE CORP COM NEW 75409P202 4,308 997,200 SH DEFINED 02 09 10 997,200 0 0 D RATIONAL SOFTWARE CORP COM NEW 75409P202 1,467 339,525 SH DEFINED 06 09 10 339,525 0 0 D RATIONAL SOFTWARE CORP COM NEW 75409P202 35 8,125 SH DEFINED 08 09 10 8,125 0 0 D READ-RITE CORP COM 755246105 27 52,360 SH DEFINED 02 09 10 52,360 0 0 D READ-RITE CORP COM 755246105 1,849 3,556,500 SH DEFINED 06 09 10 3,556,500 0 0 D READ-RITE CORP COM 755246105 874 1,681,700 SH DEFINED 08 09 10 1,681,700 0 0 D READERS DIGEST ASSN INC CL A NON VTG 755267101 15,925 1,017,545 SH DEFINED 02 09 10 1,017,545 0 0 D READERS DIGEST ASSN INC CL A NON VTG 755267101 14,480 925,248 SH DEFINED 06 09 10 925,248 0 0 D READERS DIGEST ASSN INC CL A NON VTG 755267101 583 37,250 SH DEFINED 08 09 10 37,250 0 0 D REALNETWORKS INC COM 75605L104 170 47,000 SH DEFINED 06 09 10 47,000 0 0 D REGAL BELOIT CORP COM 758750103 48 2,800 SH DEFINED 02 09 10 2,800 0 0 D REGAL BELOIT CORP COM 758750103 3,123 182,500 SH DEFINED 06 09 10 182,500 0 0 D REGAL BELOIT CORP COM 758750103 2,048 119,700 SH DEFINED 08 09 10 119,700 0 0 D REGENT COMMUNICATIONS INC DE COM 758865109 23 4,500 SH DEFINED 02 09 10 4,500 0 0 D REGENT COMMUNICATIONS INC DE COM 758865109 2,145 422,200 SH DEFINED 06 09 10 422,200 0 0 D REGENT COMMUNICATIONS INC DE COM 758865109 61 12,100 SH DEFINED 08 09 10 12,100 0 0 D REHABCARE GROUP INC COM 759148109 187 8,100 SH DEFINED 02 09 10 8,100 0 0 D REHABCARE GROUP INC COM 759148109 6,138 265,350 SH DEFINED 06 09 10 265,350 0 0 D REHABCARE GROUP INC COM 759148109 4,894 211,600 SH DEFINED 08 09 10 211,600 0 0 D REINSURANCE GROUP AMER INC PFD TR INC EQ 759351307 452 10,100 SH DEFINED 02 09 10 10,100 0 0 D REINSURANCE GROUP AMER INC PFD TR INC EQ 759351307 3,115 69,600 SH DEFINED 06 09 10 69,600 0 0 D REMEC INC COM 759543101 52 15,150 SH DEFINED 02 09 10 15,150 0 0 D REMEC INC COM 759543101 3,226 946,000 SH DEFINED 06 09 10 946,000 0 0 D REMEC INC COM 759543101 2,453 719,400 SH DEFINED 08 09 10 719,400 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D REMINGTON OIL & GAS CORP COM 759594302 423 30,000 SH DEFINED 06 09 10 30,000 0 0 D RESEARCH IN MOTION LTD COM 760975102 13,045 1,384,819 SH DEFINED 02 09 10 1,384,819 0 0 D RESEARCH IN MOTION LTD COM 760975102 4,033 428,095 SH DEFINED 06 09 10 428,095 0 0 D RESEARCH IN MOTION LTD COM 760975102 95 10,075 SH DEFINED 08 09 10 10,075 0 0 D RESOURCES CONNECTION INC COM 76122Q105 3,691 256,107 SH DEFINED 02 09 10 256,107 0 0 D RESOURCES CONNECTION INC COM 76122Q105 5,710 396,250 SH DEFINED 06 09 10 396,250 0 0 D RESOURCES CONNECTION INC COM 76122Q105 578 40,110 SH DEFINED 08 09 10 40,110 0 0 D RETEK INC COM 76128Q109 4,258 1,182,889 SH DEFINED 02 09 10 1,182,889 0 0 D RETEK INC COM 76128Q109 6,126 1,701,587 SH DEFINED 06 09 10 1,701,587 0 0 D RETEK INC COM 76128Q109 707 196,507 SH DEFINED 08 09 10 196,507 0 0 D RIO TINTO PLC SPONSORED ADR 767204100 943 14,329 SH DEFINED 02 09 10 14,329 0 0 D RIVIERA HLDGS CORP COM 769627100 531 90,000 SH DEFINED 02 09 10 90,000 0 0 D RIVIERA HLDGS CORP COM 769627100 472 80,000 SH DEFINED 06 09 10 80,000 0 0 D ROBERT HALF INTL INC COM 770323103 11,418 719,499 SH DEFINED 02 09 10 719,499 0 0 D ROBERT HALF INTL INC COM 770323103 3,412 215,000 SH DEFINED 06 09 10 215,000 0 0 D ROBERT HALF INTL INC COM 770323103 186 11,700 SH DEFINED 08 09 10 11,700 0 0 D ROGUE WAVE SOFTWARE INC COM 775369101 36 19,100 SH DEFINED 06 09 10 19,100 0 0 D ROWAN COS INC COM 779382100 266 14,250 SH DEFINED 02 09 10 14,250 0 0 D ROWAN COS INC COM 779382100 18,935 1,015,800 SH DEFINED 06 09 10 1,015,800 0 0 D ROWAN COS INC COM 779382100 14,864 797,400 SH DEFINED 08 09 10 797,400 0 0 D RYANAIR HLDGS PLC SPONSORED ADR 783513104 2,412 71,173 SH DEFINED 02 09 10 71,173 0 0 D RYANAIR HLDGS PLC SPONSORED ADR 783513104 37 1,100 SH DEFINED 06 09 10 1,100 0 0 D SBC COMMUNICATIONS INC COM 78387G103 114 5,650 SH DEFINED 02 09 10 5,650 0 0 D SBC COMMUNICATIONS INC COM 78387G103 22,681 1,128,402 SH DEFINED 06 09 10 1,128,402 0 0 D SBC COMMUNICATIONS INC COM 78387G103 34 1,700 SH DEFINED 08 09 10 1,700 0 0 D SEI INVESTMENTS CO COM 784117103 18,931 792,771 SH DEFINED 02 09 10 792,771 0 0 D SEI INVESTMENTS CO COM 784117103 5,521 231,195 SH DEFINED 06 09 10 231,195 0 0 D SEI INVESTMENTS CO COM 784117103 275 11,530 SH DEFINED 08 09 10 11,530 0 0 D SPDR TR UNIT SER 1 78462F103 249 3,050 SH DEFINED 02 09 10 3,050 0 0 D SPX CORP NOTE 2/0 784635AD6 1,648 2,560,000 SH DEFINED 02 09 10 2,560,000 0 0 D SPX CORP NOTE 2/0 784635AD6 2,990 4,645,000 SH DEFINED 06 09 10 4,645,000 0 0 D SAFECO CORP COM 786429100 948 29,825 SH DEFINED 02 09 10 29,825 0 0 D SAFECO CORP COM 786429100 346 10,900 SH DEFINED 06 09 10 10,900 0 0 D SAFECO CORP COM 786429100 17 550 SH DEFINED 08 09 10 550 0 0 D ST PAUL COS INC COM 792860108 928 32,313 SH DEFINED 02 09 10 32,313 0 0 D ST PAUL COS INC COM 792860108 5,131 178,650 SH DEFINED 06 09 10 178,650 0 0 D ST PAUL COS INC COM 792860108 11 400 SH DEFINED 08 09 10 400 0 0 D SANGSTAT MED CORP COM 801003104 108 5,200 SH DEFINED 02 09 10 5,200 0 0 D SANGSTAT MED CORP COM 801003104 2,000 95,900 SH DEFINED 06 09 10 95,900 0 0 D SANGSTAT MED CORP COM 801003104 7 350 SH DEFINED 08 09 10 350 0 0 D SARA LEE CORP COM 803111103 904 49,453 SH DEFINED 02 09 10 49,453 0 0 D SARA LEE CORP COM 803111103 291 15,900 SH DEFINED 06 09 10 15,900 0 0 D SARA LEE CORP COM 803111103 14 750 SH DEFINED 08 09 10 750 0 0 D SCANA CORP NEW COM 80589M102 337 12,941 SH DEFINED 02 09 10 12,941 0 0 D SCHERING PLOUGH CORP COM 806605101 2,603 122,113 SH DEFINED 02 09 10 122,113 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D SCHERING PLOUGH CORP COM 806605101 18,172 852,335 SH DEFINED 06 09 10 852,335 0 0 D SCHERING PLOUGH CORP COM 806605101 6,613 310,200 SH DEFINED 08 09 10 310,200 0 0 D SCHLUMBERGER LTD COM 806857108 988 25,699 SH DEFINED 02 09 10 25,699 0 0 D SCHLUMBERGER LTD COM 806857108 154 4,000 SH DEFINED 06 09 10 4,000 0 0 D SCHLUMBERGER LTD COM 806857108 15 400 SH DEFINED 08 09 10 400 0 0 D SCHOLASTIC CORP COM 807066105 11,687 261,579 SH DEFINED 02 09 10 261,579 0 0 D SCHOLASTIC CORP COM 807066105 3,399 76,072 SH DEFINED 06 09 10 76,072 0 0 D SCHOLASTIC CORP COM 807066105 483 10,800 SH DEFINED 08 09 10 10,800 0 0 D SCHOOL SPECIALTY INC COM 807863105 1,514 60,542 SH DEFINED 02 09 10 60,542 0 0 D SCHOOL SPECIALTY INC COM 807863105 2,035 81,355 SH DEFINED 06 09 10 81,355 0 0 D SCHOOL SPECIALTY INC COM 807863105 390 15,600 SH DEFINED 08 09 10 15,600 0 0 D SCHWAB CHARLES CORP NEW COM 808513105 141,657 16,282,366SH DEFINED 02 09 10 16,282,366 0 0 D SCHWAB CHARLES CORP NEW COM 808513105 275 31,650 SH DEFINED 03 09 10 31,650 0 0 D SCHWAB CHARLES CORP NEW COM 808513105 169,596 19,493,749SH DEFINED 06 09 10 19,493,749 0 0 D SCHWAB CHARLES CORP NEW COM 808513105 9 1,000 SH DEFINED 07 09 10 1,000 0 0 D SCHWAB CHARLES CORP NEW COM 808513105 24,848 2,856,064 SH DEFINED 08 09 10 2,856,064 0 0 D SEARS ROEBUCK & CO COM 812387108 8,984 230,367 SH DEFINED 02 09 10 230,367 0 0 D SEARS ROEBUCK & CO COM 812387108 2,917 74,806 SH DEFINED 06 09 10 74,806 0 0 D SEARS ROEBUCK & CO COM 812387108 380 9,750 SH DEFINED 08 09 10 9,750 0 0 D SELECTICA INC COM 816288104 4,163 1,162,886 SH DEFINED 02 09 10 1,162,886 0 0 D SELECTICA INC COM 816288104 6,106 1,705,575 SH DEFINED 06 09 10 1,705,575 0 0 D SELECTICA INC COM 816288104 750 209,500 SH DEFINED 08 09 10 209,500 0 0 D SEMTECH CORP COM 816850101 10,364 1,068,503 SH DEFINED 02 09 10 1,068,503 0 0 D SEMTECH CORP COM 816850101 14,966 1,542,870 SH DEFINED 06 09 10 1,542,870 0 0 D SEMTECH CORP COM 816850101 3 345 SH DEFINED 07 09 10 345 0 0 D SEMTECH CORP COM 816850101 1,666 171,800 SH DEFINED 08 09 10 171,800 0 0 D SEMPRA ENERGY COM 816851109 879 44,744 SH DEFINED 02 09 10 44,744 0 0 D SEMPRA ENERGY COM 816851109 331 16,850 SH DEFINED 06 09 10 16,850 0 0 D SEMPRA ENERGY COM 816851109 16 800 SH DEFINED 08 09 10 800 0 0 D SENSIENT TECHNOLOGIES CORP COM 81725T100 2,149 101,700 SH DEFINED 06 09 10 101,700 0 0 D SERONO S A SPONSORED ADR 81752M101 283 23,413 SH DEFINED 02 09 10 23,413 0 0 D SERONO S A SPONSORED ADR 81752M101 22 1,800 SH DEFINED 06 09 10 1,800 0 0 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 822703609 4,668 130,691 SH DEFINED 02 09 10 130,691 0 0 D SHOPKO STORES INC COM 824911101 2,541 194,584 SH DEFINED 02 09 10 194,584 0 0 D SHOPKO STORES INC COM 824911101 3,899 298,560 SH DEFINED 06 09 10 298,560 0 0 D SHOPKO STORES INC COM 824911101 402 30,800 SH DEFINED 08 09 10 30,800 0 0 D SHUFFLE MASTER INC COM 825549108 60 3,200 SH DEFINED 02 09 10 3,200 0 0 D SHUFFLE MASTER INC COM 825549108 3,592 193,000 SH DEFINED 06 09 10 193,000 0 0 D SHUFFLE MASTER INC COM 825549108 102 5,500 SH DEFINED 08 09 10 5,500 0 0 D SIEBEL SYS INC COM 826170102 122,506 21,305,400SH DEFINED 02 09 10 21,305,400 0 0 D SIEBEL SYS INC COM 826170102 205 35,680 SH DEFINED 03 09 10 35,680 0 0 D SIEBEL SYS INC COM 826170102 149,715 26,037,453SH DEFINED 06 09 10 26,037,453 0 0 D SIEBEL SYS INC COM 826170102 12 2,085 SH DEFINED 07 09 10 2,085 0 0 D SIEBEL SYS INC COM 826170102 12,747 2,216,835 SH DEFINED 08 09 10 2,216,835 0 0 D SIEBEL SYS INC NOTE 5.500% 9/1 826170AC6 2,977 3,345,000 SH DEFINED 02 09 10 3,345,000 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D SIEBEL SYS INC NOTE 5.500% 9/1 826170AC6 3,627 4,075,000 SH DEFINED 06 09 10 4,075,000 0 0 D SIEBEL SYS INC NOTE 5.500% 9/1 826170AC6 76 85,000 SH DEFINED 07 09 10 85,000 0 0 D SIEMENS A G SPONSORED ADR 826197501 2,188 65,097 SH DEFINED 02 09 10 65,097 0 0 D SIERRA HEALTH SVCS INC COM 826322109 4,925 274,500 SH DEFINED 06 09 10 274,500 0 0 D SILICON IMAGE INC COM 82705T102 1,992 487,126 SH DEFINED 02 09 10 487,126 0 0 D SILICON IMAGE INC COM 82705T102 5,880 1,437,735 SH DEFINED 06 09 10 1,437,735 0 0 D SILICON IMAGE INC COM 82705T102 592 144,800 SH DEFINED 08 09 10 144,800 0 0 D SILICON VY BANCSHARES COM 827064106 12,271 724,819 SH DEFINED 02 09 10 724,819 0 0 D SILICON VY BANCSHARES COM 827064106 20,321 1,200,300 SH DEFINED 06 09 10 1,200,300 0 0 D SILICON VY BANCSHARES COM 827064106 6,782 400,600 SH DEFINED 08 09 10 400,600 0 0 D SKYWEST INC COM 830879102 27 2,050 SH DEFINED 02 09 10 2,050 0 0 D SKYWEST INC COM 830879102 2,577 196,750 SH DEFINED 06 09 10 196,750 0 0 D SKYWEST INC COM 830879102 75 5,700 SH DEFINED 08 09 10 5,700 0 0 D SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 3,274 992,188 SH DEFINED 02 09 10 992,188 0 0 D SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 8,128 2,463,043 SH DEFINED 06 09 10 2,463,043 0 0 D SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 595 180,222 SH DEFINED 08 09 10 180,222 0 0 D SMITH INTL INC COM 832110100 9,480 323,450 SH DEFINED 02 09 10 323,450 0 0 D SOLUTIA INC COM 834376105 3,478 666,300 SH DEFINED 06 09 10 666,300 0 0 D SOLUTIA INC COM 834376105 1,863 356,900 SH DEFINED 08 09 10 356,900 0 0 D SONY CORP ADR NEW 835699307 1,760 42,822 SH DEFINED 02 09 10 42,822 0 0 D SOTHEBYS HLDGS INC CL A 835898107 87 12,400 SH DEFINED 02 09 10 12,400 0 0 D SOTHEBYS HLDGS INC CL A 835898107 4,001 571,600 SH DEFINED 06 09 10 571,600 0 0 D SOTHEBYS HLDGS INC CL A 835898107 1,979 282,700 SH DEFINED 08 09 10 282,700 0 0 D SOUTH FINL GROUP INC COM 837841105 1,951 92,500 SH DEFINED 02 09 10 92,500 0 0 D SOUTH FINL GROUP INC COM 837841105 2,198 104,200 SH DEFINED 06 09 10 104,200 0 0 D SOUTH FINL GROUP INC COM 837841105 16 750 SH DEFINED 08 09 10 750 0 0 D SOUTHWEST AIRLS CO COM 844741108 164,076 12,563,233SH DEFINED 02 09 10 12,563,233 0 0 D SOUTHWEST AIRLS CO COM 844741108 281 21,550 SH DEFINED 03 09 10 21,550 0 0 D SOUTHWEST AIRLS CO COM 844741108 191,349 14,651,535SH DEFINED 06 09 10 14,651,535 0 0 D SOUTHWEST AIRLS CO COM 844741108 21,974 1,682,563 SH DEFINED 08 09 10 1,682,563 0 0 D SPANISH BROADCASTING SYS INC CL A 846425882 9,249 1,412,129 SH DEFINED 02 09 10 1,412,129 0 0 D SPANISH BROADCASTING SYS INC CL A 846425882 15,234 2,325,760 SH DEFINED 06 09 10 2,325,760 0 0 D SPANISH BROADCASTING SYS INC CL A 846425882 3,618 552,350 SH DEFINED 08 09 10 552,350 0 0 D SPORTS AUTH INC COM 849176102 775 129,800 SH DEFINED 02 09 10 129,800 0 0 D SPORTS AUTH INC COM 849176102 6,283 1,052,500 SH DEFINED 06 09 10 1,052,500 0 0 D SPORTS AUTH INC COM 849176102 24 4,000 SH DEFINED 08 09 10 4,000 0 0 D SPRINT CORP PCS COM SER 1 852061506 3 1,741 SH DEFINED 02 09 10 1,741 0 0 D SPRINT CORP PCS COM SER 1 852061506 8 4,270 SH DEFINED 07 09 10 4,270 0 0 D SPRINT CORP PCS COM SER 1 852061506 1,805 920,800 SH DEFINED 08 09 10 920,800 0 0 D STAAR SURGICAL CO COM PAR $0.01 852312305 203 87,900 SH DEFINED 06 09 10 87,900 0 0 D STAAR SURGICAL CO COM PAR $0.01 852312305 31 13,400 SH DEFINED 08 09 10 13,400 0 0 D STAPLES INC COM 855030102 5,576 435,975 SH DEFINED 02 09 10 435,975 0 0 D STAPLES INC COM 855030102 8,457 661,195 SH DEFINED 06 09 10 661,195 0 0 D STAPLES INC COM 855030102 3,380 264,295 SH DEFINED 08 09 10 264,295 0 0 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 9,459 424,179 SH DEFINED 02 09 10 424,179 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 10,124 454,000 SH DEFINED 06 09 10 454,000 0 0 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 294 13,200 SH DEFINED 08 09 10 13,200 0 0 D STERLING BANCSHARES INC COM 858907108 1,544 118,100 SH DEFINED 02 09 10 118,100 0 0 D STERLING BANCSHARES INC COM 858907108 2,540 194,300 SH DEFINED 06 09 10 194,300 0 0 D STERLING BANCSHARES INC COM 858907108 17 1,300 SH DEFINED 08 09 10 1,300 0 0 D STILWELL FINL INC COM 860831106 126,864 10,510,689SH DEFINED 02 09 10 10,510,689 0 0 D STILWELL FINL INC COM 860831106 275 22,800 SH DEFINED 03 09 10 22,800 0 0 D STILWELL FINL INC COM 860831106 138,773 11,497,362SH DEFINED 06 09 10 11,497,362 0 0 D STILWELL FINL INC COM 860831106 10 860 SH DEFINED 07 09 10 860 0 0 D STILWELL FINL INC COM 860831106 10,764 891,785 SH DEFINED 08 09 10 891,785 0 0 D STMICROELECTRONICS N V NY REGISTRY 861012102 1,231 90,992 SH DEFINED 02 09 10 90,992 0 0 D STMICROELECTRONICS N V NOTE 9/2 861012AB8 8,282 10,450,000SH DEFINED 02 09 10 10,450,000 0 0 D STMICROELECTRONICS N V NOTE 9/2 861012AB8 12,945 16,335,000SH DEFINED 06 09 10 16,335,000 0 0 D STOCKERYALE INC COM NEW 86126T203 98 120,000 SH DEFINED 06 09 10 120,000 0 0 D STOLT OFFSHORE S A SP ADR REG COM 861567105 75 34,300 SH DEFINED 02 09 10 34,300 0 0 D STOLT OFFSHORE S A SP ADR REG COM 861567105 430 195,500 SH DEFINED 06 09 10 195,500 0 0 D STOLT OFFSHORE S A SP ADR REG COM 861567105 3 1,350 SH DEFINED 08 09 10 1,350 0 0 D STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 6,306 600,000 SH DEFINED 06 09 10 600,000 0 0 D STRATOS LIGHTWAVE INC COM 863100103 28 77,050 SH DEFINED 02 09 10 77,050 0 0 D STRATOS LIGHTWAVE INC COM 863100103 509 1,413,492 SH DEFINED 06 09 10 1,413,492 0 0 D STRATOS LIGHTWAVE INC COM 863100103 254 706,754 SH DEFINED 08 09 10 706,754 0 0 D STRAYER ED INC COM 863236105 8,337 140,141 SH DEFINED 02 09 10 140,141 0 0 D STRAYER ED INC COM 863236105 11,460 192,635 SH DEFINED 06 09 10 192,635 0 0 D STRAYER ED INC COM 863236105 1,303 21,900 SH DEFINED 08 09 10 21,900 0 0 D SUNGARD DATA SYS INC COM 867363103 5,421 278,700 SH DEFINED 02 09 10 278,700 0 0 D SUNOCO INC COM 86764P109 2,499 82,863 SH DEFINED 02 09 10 82,863 0 0 D SUNOCO INC COM 86764P109 38,623 1,280,601 SH DEFINED 06 09 10 1,280,601 0 0 D SUNOCO INC COM 86764P109 24,063 797,830 SH DEFINED 08 09 10 797,830 0 0 D SUNRISE ASSISTED LIVING INC COM 86768K106 7,730 360,358 SH DEFINED 02 09 10 360,358 0 0 D SUNRISE ASSISTED LIVING INC COM 86768K106 11,958 557,490 SH DEFINED 06 09 10 557,490 0 0 D SUNRISE ASSISTED LIVING INC COM 86768K106 1,346 62,750 SH DEFINED 08 09 10 62,750 0 0 D SYMANTEC CORP COM 871503108 14,741 438,327 SH DEFINED 02 09 10 438,327 0 0 D SYMANTEC CORP COM 871503108 6,320 187,930 SH DEFINED 06 09 10 187,930 0 0 D SYMANTEC CORP COM 871503108 364 10,830 SH DEFINED 08 09 10 10,830 0 0 D SYMBOL TECHNOLOGIES INC COM 871508107 15,274 1,991,455 SH DEFINED 02 09 10 1,991,455 0 0 D SYMBOL TECHNOLOGIES INC COM 871508107 18,993 2,476,300 SH DEFINED 06 09 10 2,476,300 0 0 D SYMBOL TECHNOLOGIES INC COM 871508107 4,387 572,000 SH DEFINED 08 09 10 572,000 0 0 D SYMMETRICOM INC COM 871543104 44 17,200 SH DEFINED 02 09 10 17,200 0 0 D SYMMETRICOM INC COM 871543104 2,165 845,700 SH DEFINED 06 09 10 845,700 0 0 D SYMMETRICOM INC COM 871543104 1,393 544,200 SH DEFINED 08 09 10 544,200 0 0 D SYNTEL INC COM 87162H103 1,449 123,100 SH DEFINED 06 09 10 123,100 0 0 D SYNTEL INC COM 87162H103 1,561 132,600 SH DEFINED 08 09 10 132,600 0 0 D SYNTROLEUM CORP COM 871630109 155 93,100 SH DEFINED 08 09 10 93,100 0 0 D SYSTEMS & COMPUTER TECHNOLOG COM 871873105 126 18,050 SH DEFINED 02 09 10 18,050 0 0 D SYSTEMS & COMPUTER TECHNOLOG COM 871873105 6,581 940,200 SH DEFINED 06 09 10 940,200 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D SYSTEMS & COMPUTER TECHNOLOG COM 871873105 4,008 572,600 SH DEFINED 08 09 10 572,600 0 0 D TCW CONV SECS FD INC COM 872340104 84 20,576 SH DEFINED 08 09 10 20,576 0 0 D TDC A/S SPONSORED ADR 87236N102 1,188 109,457 SH DEFINED 02 09 10 109,457 0 0 D THQ INC COM NEW 872443403 915 44,000 SH DEFINED 02 09 10 44,000 0 0 D THQ INC COM NEW 872443403 1,500 72,100 SH DEFINED 06 09 10 72,100 0 0 D THQ INC COM NEW 872443403 22 1,050 SH DEFINED 08 09 10 1,050 0 0 D TTM TECHNOLOGIES INC COM 87305R109 8 5,150 SH DEFINED 02 09 10 5,150 0 0 D TTM TECHNOLOGIES INC COM 87305R109 757 482,250 SH DEFINED 06 09 10 482,250 0 0 D TTM TECHNOLOGIES INC COM 87305R109 22 13,800 SH DEFINED 08 09 10 13,800 0 0 D TXU CORP COM 873168108 1,408 33,750 SH DEFINED 06 09 10 33,750 0 0 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1,630 256,641 SH DEFINED 02 09 10 256,641 0 0 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 775 121,986 SH DEFINED 06 09 10 121,986 0 0 D TALBOTS INC COM 874161102 12,416 443,441 SH DEFINED 02 09 10 443,441 0 0 D TALBOTS INC COM 874161102 11,284 403,000 SH DEFINED 06 09 10 403,000 0 0 D TALBOTS INC COM 874161102 300 10,700 SH DEFINED 08 09 10 10,700 0 0 D TASTY BAKING CO COM 876553306 527 41,300 SH DEFINED 02 09 10 41,300 0 0 D TASTY BAKING CO COM 876553306 2,366 185,561 SH DEFINED 06 09 10 185,561 0 0 D TASTY BAKING CO COM 876553306 11 900 SH DEFINED 08 09 10 900 0 0 D TECHNE CORP COM 878377100 1,233 37,600 SH DEFINED 02 09 10 37,600 0 0 D TECHNITROL INC COM 878555101 81 5,400 SH DEFINED 02 09 10 5,400 0 0 D TECHNITROL INC COM 878555101 1,380 92,300 SH DEFINED 06 09 10 92,300 0 0 D TECHNITROL INC COM 878555101 821 54,900 SH DEFINED 08 09 10 54,900 0 0 D TECHNOLOGY SOLUTIONS CO COM 87872T108 9 10,350 SH DEFINED 02 09 10 10,350 0 0 D TECHNOLOGY SOLUTIONS CO COM 87872T108 995 1,171,170 SH DEFINED 06 09 10 1,171,170 0 0 D TECHNOLOGY SOLUTIONS CO COM 87872T108 592 696,600 SH DEFINED 08 09 10 696,600 0 0 D TEKELEC COM 879101103 160 18,500 SH DEFINED 02 09 10 18,500 0 0 D TEKELEC COM 879101103 4,907 568,600 SH DEFINED 06 09 10 568,600 0 0 D TEKELEC COM 879101103 2,705 313,400 SH DEFINED 08 09 10 313,400 0 0 D TEKTRONIX INC COM 879131100 14,685 893,818 SH DEFINED 02 09 10 893,818 0 0 D TEKTRONIX INC COM 879131100 14,467 880,500 SH DEFINED 06 09 10 880,500 0 0 D TEKTRONIX INC COM 879131100 251 15,300 SH DEFINED 08 09 10 15,300 0 0 D TELEDYNE TECHNOLOGIES INC COM 879360105 18,399 1,013,188 SH DEFINED 02 09 10 1,013,188 0 0 D TELEDYNE TECHNOLOGIES INC COM 879360105 22,329 1,229,550 SH DEFINED 06 09 10 1,229,550 0 0 D TELEDYNE TECHNOLOGIES INC COM 879360105 4,934 271,700 SH DEFINED 08 09 10 271,700 0 0 D TELEFONICA S A SPONSORED ADR 879382208 3,604 161,341 SH DEFINED 02 09 10 161,341 0 0 D TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 598 21,248 SH DEFINED 02 09 10 21,248 0 0 D TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 44 1,575 SH DEFINED 05 09 10 1,575 0 0 D TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 336 11,932 SH DEFINED 06 09 10 11,932 0 0 D TELEFONOS DE MEXICO S A DBCV 4.250% 6/1 879403AD5 6,144 5,605,000 SH DEFINED 02 09 10 5,605,000 0 0 D TELEFONOS DE MEXICO S A DBCV 4.250% 6/1 879403AD5 8,649 7,890,000 SH DEFINED 06 09 10 7,890,000 0 0 D TELEPHONE & DATA SYS INC COM 879433100 1,559 30,900 SH DEFINED 02 09 10 30,900 0 0 D TELIK INC COM 87959M109 21 1,700 SH DEFINED 02 09 10 1,700 0 0 D TELIK INC COM 87959M109 1,995 161,150 SH DEFINED 06 09 10 161,150 0 0 D TELIK INC COM 87959M109 57 4,600 SH DEFINED 08 09 10 4,600 0 0 D TEMPLE INLAND INC COM 879868107 966 25,000 SH DEFINED 06 09 10 25,000 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D TERADYNE INC COM 880770102 17,684 1,842,092 SH DEFINED 02 09 10 1,842,092 0 0 D TERADYNE INC COM 880770102 14,547 1,515,361 SH DEFINED 06 09 10 1,515,361 0 0 D TERADYNE INC COM 880770102 469 48,850 SH DEFINED 08 09 10 48,850 0 0 D TERADYNE INC SDCV 3.750%10/1 880770AD4 19 25,000 SH DEFINED 02 09 10 25,000 0 0 D TERADYNE INC SDCV 3.750%10/1 880770AD4 2,674 3,490,000 SH DEFINED 06 09 10 3,490,000 0 0 D TEVA PHARMACEUTICAL INDS LTD ADR 881624209 224 3,350 SH DEFINED 02 09 10 3,350 0 0 D TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,866 27,856 SH DEFINED 06 09 10 27,856 0 0 D TEVA PHARMACEUTICAL FIN NV NOTE 0.750% 8/1 88163XAB1 280 270,000 SH DEFINED 02 09 10 270,000 0 0 D TEVA PHARMACEUTICAL FIN NV NOTE 0.750% 8/1 88163XAB1 197 190,000 SH DEFINED 06 09 10 190,000 0 0 D TEXTRON INC COM 883203101 24,224 710,379 SH DEFINED 02 09 10 710,379 0 0 D TEXTRON INC COM 883203101 58,228 1,707,554 SH DEFINED 06 09 10 1,707,554 0 0 D TEXTRON INC COM 883203101 35 1,030 SH DEFINED 07 09 10 1,030 0 0 D TEXTRON INC COM 883203101 49,858 1,462,115 SH DEFINED 08 09 10 1,462,115 0 0 D THESTREET COM COM 88368Q103 1,009 448,600 SH DEFINED 06 09 10 448,600 0 0 D THORATEC CORP COM NEW 885175307 2,734 348,752 SH DEFINED 02 09 10 348,752 0 0 D THORATEC CORP COM NEW 885175307 7,019 895,330 SH DEFINED 06 09 10 895,330 0 0 D THORATEC CORP COM NEW 885175307 557 71,000 SH DEFINED 08 09 10 71,000 0 0 D TICKETMASTER CL B 88633P203 467 30,600 SH DEFINED 02 09 10 30,600 0 0 D TICKETMASTER CL B 88633P203 333 21,860 SH DEFINED 06 09 10 21,860 0 0 D TICKETMASTER CL B 88633P203 7,433 487,400 SH DEFINED 08 09 10 487,400 0 0 D TORCHMARK CORP COM 891027104 1,260 36,774 SH DEFINED 02 09 10 36,774 0 0 D TORCHMARK CORP COM 891027104 391 11,400 SH DEFINED 06 09 10 11,400 0 0 D TORCHMARK CORP COM 891027104 17 500 SH DEFINED 08 09 10 500 0 0 D TOTAL FINA ELF S A SPONSORED ADR 89151E109 5,774 87,689 SH DEFINED 02 09 10 87,689 0 0 D TOYOTA MOTOR CORP SP ADR REP2COM 892331307 2,006 39,253 SH DEFINED 02 09 10 39,253 0 0 D TOYS R US INC COM 892335100 10,362 1,017,849 SH DEFINED 02 09 10 1,017,849 0 0 D TOYS R US INC COM 892335100 30,850 3,030,422 SH DEFINED 06 09 10 3,030,422 0 0 D TOYS R US INC COM 892335100 28 2,705 SH DEFINED 07 09 10 2,705 0 0 D TOYS R US INC COM 892335100 22,954 2,254,765 SH DEFINED 08 09 10 2,254,765 0 0 D TRANS WORLD ENTMT CORP COM 89336Q100 431 136,800 SH DEFINED 02 09 10 136,800 0 0 D TRANS WORLD ENTMT CORP COM 89336Q100 1,486 471,792 SH DEFINED 06 09 10 471,792 0 0 D TRANS WORLD ENTMT CORP COM 89336Q100 37 11,900 SH DEFINED 08 09 10 11,900 0 0 D TRANSATLANTIC HLDGS INC COM 893521104 1,269 19,100 SH DEFINED 06 09 10 19,100 0 0 D TRAVELERS PPTY CAS CORP NEW CL A 89420G109 - 3 SH DEFINED 02 09 10 3 0 0 D TRAVELERS PPTY CAS CORP NEW CL A 89420G109 718 54,405 SH DEFINED 06 09 10 54,405 0 0 D TRAVELERS PPTY CAS CORP NEW CL A 89420G109 2 115 SH DEFINED 08 09 10 115 0 0 D TRAVELERS PPTY CAS CORP NEW CL B 89420G406 - 8 SH DEFINED 02 09 10 8 0 0 D TRAVELERS PPTY CAS CORP NEW CL B 89420G406 1,509 111,529 SH DEFINED 06 09 10 111,529 0 0 D TRAVELERS PPTY CAS CORP NEW CL B 89420G406 3 237 SH DEFINED 08 09 10 237 0 0 D TRIMERIS INC COM 896263100 22 500 SH DEFINED 02 09 10 500 0 0 D TRIMERIS INC COM 896263100 2,159 48,350 SH DEFINED 06 09 10 48,350 0 0 D TRIMERIS INC COM 896263100 63 1,400 SH DEFINED 08 09 10 1,400 0 0 D TRIQUINT SEMICONDUCTOR INC COM 89674K103 773 219,100 SH DEFINED 02 09 10 219,100 0 0 D TRIQUINT SEMICONDUCTOR INC COM 89674K103 4,002 1,133,600 SH DEFINED 06 09 10 1,133,600 0 0 D TRIQUINT SEMICONDUCTOR INC COM 89674K103 16 4,450 SH DEFINED 08 09 10 4,450 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D TUBOS DE ACERO DE MEXICO S A ADR NEW 898592506 3,026 351,400 SH DEFINED 06 09 10 351,400 0 0 D 21ST CENTY INS GROUP COM 90130N103 897 87,000 SH DEFINED 06 09 10 87,000 0 0 D TYCO INTL GROUP S A DBCV 2/1 902118AW8 5,060 6,955,000 SH DEFINED 02 09 10 6,955,000 0 0 D TYCO INTL GROUP S A DBCV 2/1 902118AW8 16,372 22,505,000SH DEFINED 06 09 10 22,505,000 0 0 D TYCO INTL GROUP S A DBCV 2/1 902118AW8 62 85,000 SH DEFINED 07 09 10 85,000 0 0 D TYCO INTL LTD NEW COM 902124106 1,111 78,800 SH DEFINED 02 09 10 78,800 0 0 D TYCO INTL LTD NEW COM 902124106 5,276 374,155 SH DEFINED 06 09 10 374,155 0 0 D TYCO INTL LTD NEW COM 902124106 44 3,095 SH DEFINED 07 09 10 3,095 0 0 D TYCO INTL LTD NEW COM 902124106 61 4,360 SH DEFINED 08 09 10 4,360 0 0 D UAL CORP COM PAR $0.01 902549500 107 50,000 SH DEFINED 06 09 10 50,000 0 0 D UST INC COM 902911106 2,112 74,850 SH DEFINED 02 09 10 74,850 0 0 D UST INC COM 902911106 514 18,235 SH DEFINED 06 09 10 18,235 0 0 D USEC INC COM 90333E108 381 60,900 SH DEFINED 02 09 10 60,900 0 0 D USEC INC COM 90333E108 7,603 1,214,515 SH DEFINED 06 09 10 1,214,515 0 0 D USEC INC COM 90333E108 88 14,000 SH DEFINED 08 09 10 14,000 0 0 D ULTIMATE ELECTRS INC COM 903849107 32 2,500 SH DEFINED 02 09 10 2,500 0 0 D ULTIMATE ELECTRS INC COM 903849107 2,986 234,200 SH DEFINED 06 09 10 234,200 0 0 D ULTIMATE ELECTRS INC COM 903849107 85 6,700 SH DEFINED 08 09 10 6,700 0 0 D UNILEVER PLC SPON ADR NEW 904767704 1,885 51,720 SH DEFINED 02 09 10 51,720 0 0 D UNION PAC CORP COM 907818108 30,654 529,706 SH DEFINED 02 09 10 529,706 0 0 D UNION PAC CORP COM 907818108 81,031 1,400,225 SH DEFINED 06 09 10 1,400,225 0 0 D UNION PAC CORP COM 907818108 48 835 SH DEFINED 07 09 10 835 0 0 D UNION PAC CORP COM 907818108 83,348 1,440,260 SH DEFINED 08 09 10 1,440,260 0 0 D UNISYS CORP COM 909214108 12,919 1,845,544 SH DEFINED 02 09 10 1,845,544 0 0 D UNISYS CORP COM 909214108 9,823 1,403,300 SH DEFINED 06 09 10 1,403,300 0 0 D UNISYS CORP COM 909214108 231 33,000 SH DEFINED 08 09 10 33,000 0 0 D UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 1,267 358,790 SH DEFINED 02 09 10 358,790 0 0 D UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 5,756 1,630,699 SH DEFINED 05 09 10 1,630,699 0 0 D UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 873 247,436 SH DEFINED 06 09 10 247,436 0 0 D UNITED PARCEL SERVICE INC CL B 911312106 2,214 35,400 SH DEFINED 02 09 10 35,400 0 0 D UNITED PARCEL SERVICE INC CL B 911312106 493 7,880 SH DEFINED 06 09 10 7,880 0 0 D UNITED PARCEL SERVICE INC NOTE 1.750% 9/2 911312AB2 8,323 7,955,000 SH DEFINED 02 09 10 7,955,000 0 0 D UNITED PARCEL SERVICE INC NOTE 1.750% 9/2 911312AB2 12,435 11,885,000SH DEFINED 06 09 10 11,885,000 0 0 D UNITED RETAIL GROUP INC COM 911380103 1,106 232,850 SH DEFINED 06 09 10 232,850 0 0 D UNITED RETAIL GROUP INC COM 911380103 1,442 303,600 SH DEFINED 08 09 10 303,600 0 0 D UNITED STATES STL CORP NEW COM 912909108 740 63,700 SH DEFINED 02 09 10 63,700 0 0 D UNITED STATES STL CORP NEW COM 912909108 11,542 994,100 SH DEFINED 06 09 10 994,100 0 0 D UNITED STATES STL CORP NEW COM 912909108 37 3,150 SH DEFINED 08 09 10 3,150 0 0 D UNITED SURGICAL PARTNERS INT COM 913016309 833 37,700 SH DEFINED 02 09 10 37,700 0 0 D UNITED SURGICAL PARTNERS INT COM 913016309 8,736 395,300 SH DEFINED 06 09 10 395,300 0 0 D UNITED SURGICAL PARTNERS INT COM 913016309 39 1,750 SH DEFINED 08 09 10 1,750 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 13,277 235,032 SH DEFINED 02 09 10 235,032 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 3,728 65,992 SH DEFINED 06 09 10 65,992 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 596 10,550 SH DEFINED 08 09 10 10,550 0 0 D UNITEDHEALTH GROUP INC COM 91324P102 872 10,000 SH DEFINED 06 09 10 10,000 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 337 13,000 SH DEFINED 06 09 10 13,000 0 0 D UNIVERSAL HLTH SVCS INC CL B 913903100 235 4,600 SH DEFINED 02 09 10 4,600 0 0 D UNIVERSAL HLTH SVCS INC CL B 913903100 2,731 53,400 SH DEFINED 06 09 10 53,400 0 0 D UNIVERSAL HLTH SVCS INC CL B 913903100 23 450 SH DEFINED 08 09 10 450 0 0 D UNIVERSAL HLTH SVCS INC DBCV 0.426% 6/2 913903AL4 4,795 7,215,000 SH DEFINED 02 09 10 7,215,000 0 0 D UNIVERSAL HLTH SVCS INC DBCV 0.426% 6/2 913903AL4 7,251 10,910,000SH DEFINED 06 09 10 10,910,000 0 0 D UNIVERSAL HLTH SVCS INC DBCV 0.426% 6/2 913903AL4 30 45,000 SH DEFINED 07 09 10 45,000 0 0 D UNIVISION COMMUNICATIONS INC CL A 914906102 45,494 1,995,347 SH DEFINED 02 09 10 1,995,347 0 0 D UNIVISION COMMUNICATIONS INC CL A 914906102 16,712 732,975 SH DEFINED 06 09 10 732,975 0 0 D UNIVISION COMMUNICATIONS INC CL A 914906102 8,836 387,525 SH DEFINED 08 09 10 387,525 0 0 D UNOCAL CORP COM 915289102 7,596 242,000 SH DEFINED 06 09 10 242,000 0 0 D UNUMPROVIDENT CORP COM 91529Y106 6,838 336,000 SH DEFINED 06 09 10 336,000 0 0 D USFREIGHTWAYS CORP COM 916906100 952 33,200 SH DEFINED 02 09 10 33,200 0 0 D USFREIGHTWAYS CORP COM 916906100 6,255 218,100 SH DEFINED 06 09 10 218,100 0 0 D USFREIGHTWAYS CORP COM 916906100 24 850 SH DEFINED 08 09 10 850 0 0 D VCA ANTECH INC COM 918194101 197 15,973 SH DEFINED 02 09 10 15,973 0 0 D VCA ANTECH INC COM 918194101 2,365 191,641 SH DEFINED 04 09 10 191,641 0 0 D VCA ANTECH INC COM 918194101 197 15,973 SH DEFINED 06 09 10 15,973 0 0 D VALLEY NATL BANCORP COM 919794107 7,047 264,930 SH DEFINED 02 09 10 264,930 0 0 D VALLEY NATL BANCORP COM 919794107 23,468 882,248 SH DEFINED 06 09 10 882,248 0 0 D VALLEY NATL BANCORP COM 919794107 16,138 606,700 SH DEFINED 08 09 10 606,700 0 0 D VANS INC COM 921930103 56 9,850 SH DEFINED 02 09 10 9,850 0 0 D VANS INC COM 921930103 2,701 474,700 SH DEFINED 06 09 10 474,700 0 0 D VANS INC COM 921930103 1,743 306,400 SH DEFINED 08 09 10 306,400 0 0 D VARCO INTL INC DEL COM 922122106 376 22,202 SH DEFINED 02 09 10 22,202 0 0 D VARCO INTL INC DEL COM 922122106 22,509 1,330,293 SH DEFINED 06 09 10 1,330,293 0 0 D VARCO INTL INC DEL COM 922122106 13,944 824,138 SH DEFINED 08 09 10 824,138 0 0 D VARIAN INC COM 922206107 289 10,450 SH DEFINED 02 09 10 10,450 0 0 D VARIAN INC COM 922206107 13,661 494,800 SH DEFINED 06 09 10 494,800 0 0 D VARIAN INC COM 922206107 7,317 265,000 SH DEFINED 08 09 10 265,000 0 0 D VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 3,510 213,527 SH DEFINED 02 09 10 213,527 0 0 D VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 11,400 693,435 SH DEFINED 06 09 10 693,435 0 0 D VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 4,072 247,700 SH DEFINED 08 09 10 247,700 0 0 D VEECO INSTRS INC DEL COM 922417100 299 27,700 SH DEFINED 02 09 10 27,700 0 0 D VEECO INSTRS INC DEL COM 922417100 8,231 762,150 SH DEFINED 06 09 10 762,150 0 0 D VEECO INSTRS INC DEL COM 922417100 4,652 430,750 SH DEFINED 08 09 10 430,750 0 0 D VENTIV HEALTH INC COM 922793104 738 717,634 SH DEFINED 02 09 10 717,634 0 0 D VENTIV HEALTH INC COM 922793104 1,414 1,375,660 SH DEFINED 06 09 10 1,375,660 0 0 D VENTIV HEALTH INC COM 922793104 201 195,400 SH DEFINED 08 09 10 195,400 0 0 D VERITAS SOFTWARE CO COM 923436109 828 56,457 SH DEFINED 02 09 10 56,457 0 0 D VERITAS SOFTWARE CO COM 923436109 1,341 91,419 SH DEFINED 06 09 10 91,419 0 0 D VERITAS SOFTWARE CO COM 923436109 5,135 350,000 SH DEFINED 08 09 10 350,000 0 0 D VERISIGN INC COM 92343E102 2,135 422,856 SH DEFINED 02 09 10 422,856 0 0 D VERISIGN INC COM 92343E102 1,777 351,835 SH DEFINED 06 09 10 351,835 0 0 D VERISIGN INC COM 92343E102 242 47,900 SH DEFINED 08 09 10 47,900 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D VERITAS DGC INC COM 92343P107 387 35,800 SH DEFINED 02 09 10 35,800 0 0 D VERITAS DGC INC COM 92343P107 4,749 439,300 SH DEFINED 06 09 10 439,300 0 0 D VERITAS DGC INC COM 92343P107 698 64,600 SH DEFINED 08 09 10 64,600 0 0 D VERITAS SOFTWARE CORP / VERI NOTE 1.856% 8/1 92343RAA1 3,191 3,915,000 SH DEFINED 02 09 10 3,915,000 0 0 D VERITAS SOFTWARE CORP / VERI NOTE 1.856% 8/1 92343RAA1 4,804 5,895,000 SH DEFINED 06 09 10 5,895,000 0 0 D VERITAS SOFTWARE CORP / VERI NOTE 1.856% 8/1 92343RAA1 49 60,000 SH DEFINED 07 09 10 60,000 0 0 D VERIZON COMMUNICATIONS COM 92343V104 195 7,110 SH DEFINED 02 09 10 7,110 0 0 D VERIZON COMMUNICATIONS COM 92343V104 25,071 913,670 SH DEFINED 06 09 10 913,670 0 0 D VERIZON COMMUNICATIONS COM 92343V104 19 700 SH DEFINED 07 09 10 700 0 0 D VERIZON COMMUNICATIONS COM 92343V104 11 400 SH DEFINED 08 09 10 400 0 0 D VERTEX PHARMACEUTICALS INC COM 92532F100 13,311 719,906 SH DEFINED 02 09 10 719,906 0 0 D VERTEX PHARMACEUTICALS INC COM 92532F100 5,939 321,185 SH DEFINED 06 09 10 321,185 0 0 D VERTEX PHARMACEUTICALS INC COM 92532F100 347 18,740 SH DEFINED 08 09 10 18,740 0 0 D VIACOM INC CL B 925524308 5,782 142,593 SH DEFINED 02 09 10 142,593 0 0 D VIACOM INC CL B 925524308 13,501 332,935 SH DEFINED 06 09 10 332,935 0 0 D VIACOM INC CL B 925524308 30 750 SH DEFINED 07 09 10 750 0 0 D VIACOM INC CL B 925524308 45,056 1,111,118 SH DEFINED 08 09 10 1,111,118 0 0 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G600 161 34,864 SH DEFINED 02 09 10 34,864 0 0 D VIROLOGIC INC COM 92823R201 138 120,000 SH DEFINED 06 09 10 120,000 0 0 D VISHAY INTERTECHNOLOGY INC COM 928298108 9,824 1,116,311 SH DEFINED 02 09 10 1,116,311 0 0 D VISHAY INTERTECHNOLOGY INC COM 928298108 21,690 2,464,746 SH DEFINED 06 09 10 2,464,746 0 0 D VISHAY INTERTECHNOLOGY INC COM 928298108 6,987 794,000 SH DEFINED 08 09 10 794,000 0 0 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 5,138 400,471 SH DEFINED 02 09 10 400,471 0 0 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 3 250 SH DEFINED 06 09 10 250 0 0 D VOLT INFORMATION SCIENCES IN COM 928703107 55 3,650 SH DEFINED 02 09 10 3,650 0 0 D VOLT INFORMATION SCIENCES IN COM 928703107 3,806 251,200 SH DEFINED 06 09 10 251,200 0 0 D VOLT INFORMATION SCIENCES IN COM 928703107 2,962 195,500 SH DEFINED 08 09 10 195,500 0 0 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 1,327 95,000 SH DEFINED 06 09 10 95,000 0 0 D WGL HLDGS INC COM 92924F106 1,817 76,000 SH DEFINED 06 09 10 76,000 0 0 D WABASH NATL CORP COM 929566107 14 2,600 SH DEFINED 02 09 10 2,600 0 0 D WABASH NATL CORP COM 929566107 2,279 421,200 SH DEFINED 06 09 10 421,200 0 0 D WABASH NATL CORP COM 929566107 1,969 363,900 SH DEFINED 08 09 10 363,900 0 0 D WABTEC CORP COM 929740108 636 45,200 SH DEFINED 02 09 10 45,200 0 0 D WABTEC CORP COM 929740108 3,655 259,554 SH DEFINED 06 09 10 259,554 0 0 D WABTEC CORP COM 929740108 1,593 113,118 SH DEFINED 08 09 10 113,118 0 0 D WACHOVIA CORP 2ND NEW COM 929903102 313 9,563 SH DEFINED 02 09 10 9,563 0 0 D WAL MART STORES INC COM 931142103 243,028 4,935,589 SH DEFINED 02 09 10 4,935,589 0 0 D WAL MART STORES INC COM 931142103 433 8,800 SH DEFINED 03 09 10 8,800 0 0 D WAL MART STORES INC COM 931142103 250,837 5,094,168 SH DEFINED 06 09 10 5,094,168 0 0 D WAL MART STORES INC COM 931142103 66 1,350 SH DEFINED 07 09 10 1,350 0 0 D WAL MART STORES INC COM 931142103 58,709 1,192,301 SH DEFINED 08 09 10 1,192,301 0 0 D WALGREEN CO COM 931422109 92 2,975 SH DEFINED 02 09 10 2,975 0 0 D WALGREEN CO COM 931422109 465 15,110 SH DEFINED 06 09 10 15,110 0 0 D WALGREEN CO COM 931422109 40 1,300 SH DEFINED 08 09 10 1,300 0 0 D WASHINGTON MUT INC COM 939322103 2 62 SH DEFINED 02 09 10 62 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D WASHINGTON MUT INC COM 939322103 35,687 1,134,000 SH DEFINED 06 09 10 1,134,000 0 0 D WASHINGTON POST CO CL B 939640108 2,033 3,132 SH DEFINED 06 09 10 3,132 0 0 D WASHINGTON TR BANCORP COM 940610108 3,559 180,300 SH DEFINED 06 09 10 180,300 0 0 D WASHINGTON TR BANCORP COM 940610108 1,267 64,200 SH DEFINED 08 09 10 64,200 0 0 D WASTE CONNECTIONS INC COM 941053100 117 3,350 SH DEFINED 02 09 10 3,350 0 0 D WASTE CONNECTIONS INC COM 941053100 10,759 309,250 SH DEFINED 06 09 10 309,250 0 0 D WASTE CONNECTIONS INC COM 941053100 310 8,900 SH DEFINED 08 09 10 8,900 0 0 D WATTS INDS INC CL A 942749102 1,419 86,500 SH DEFINED 06 09 10 86,500 0 0 D WATTS INDS INC CL A 942749102 1,507 91,900 SH DEFINED 08 09 10 91,900 0 0 D WEBEX INC COM 94767L109 12,228 1,092,745 SH DEFINED 02 09 10 1,092,745 0 0 D WEBEX INC COM 94767L109 18,157 1,622,580 SH DEFINED 06 09 10 1,622,580 0 0 D WEBEX INC COM 94767L109 1,887 168,600 SH DEFINED 08 09 10 168,600 0 0 D WEBSENSE INC COM 947684106 53 4,550 SH DEFINED 02 09 10 4,550 0 0 D WEBSENSE INC COM 947684106 4,910 422,900 SH DEFINED 06 09 10 422,900 0 0 D WEBSENSE INC COM 947684106 142 12,200 SH DEFINED 08 09 10 12,200 0 0 D WEBMD CORP COM 94769M105 735 145,620 SH DEFINED 06 09 10 145,620 0 0 D WEBMD CORP COM 94769M105 39 7,700 SH DEFINED 08 09 10 7,700 0 0 D WEIGHT WATCHERS INTL INC NEW COM 948626106 3,859 88,995 SH DEFINED 02 09 10 88,995 0 0 D WEIGHT WATCHERS INTL INC NEW COM 948626106 3,459 79,765 SH DEFINED 06 09 10 79,765 0 0 D WEIGHT WATCHERS INTL INC NEW COM 948626106 223 5,135 SH DEFINED 08 09 10 5,135 0 0 D WELLS FARGO & CO NEW COM 949746101 4,013 83,327 SH DEFINED 02 09 10 83,327 0 0 D WELLS FARGO & CO NEW COM 949746101 71,168 1,477,745 SH DEFINED 06 09 10 1,477,745 0 0 D WELLS FARGO & CO NEW COM 949746101 46 950 SH DEFINED 07 09 10 950 0 0 D WELLS FARGO & CO NEW COM 949746101 217 4,505 SH DEFINED 08 09 10 4,505 0 0 D WESTERN GAS RES INC COM 958259103 741 23,700 SH DEFINED 02 09 10 23,700 0 0 D WESTERN GAS RES INC COM 958259103 3,238 103,600 SH DEFINED 06 09 10 103,600 0 0 D WESTERN GAS RES INC COM 958259103 16 500 SH DEFINED 08 09 10 500 0 0 D WESTWOOD ONE INC COM 961815107 95,399 2,668,517 SH DEFINED 02 09 10 2,668,517 0 0 D WESTWOOD ONE INC COM 961815107 60,720 1,698,470 SH DEFINED 06 09 10 1,698,470 0 0 D WESTWOOD ONE INC COM 961815107 5,196 145,350 SH DEFINED 08 09 10 145,350 0 0 D WET SEAL INC CL A 961840105 28 2,800 SH DEFINED 02 09 10 2,800 0 0 D WET SEAL INC CL A 961840105 2,589 258,900 SH DEFINED 06 09 10 258,900 0 0 D WET SEAL INC CL A 961840105 1,646 164,600 SH DEFINED 08 09 10 164,600 0 0 D WEYERHAEUSER CO COM 962166104 21,885 500,000 SH DEFINED 06 09 10 500,000 0 0 D WHIRLPOOL CORP COM 963320106 9,172 200,000 SH DEFINED 06 09 10 200,000 0 0 D WILD OATS MARKETS INC COM 96808B107 580 63,900 SH DEFINED 02 09 10 63,900 0 0 D WILD OATS MARKETS INC COM 96808B107 5,554 611,685 SH DEFINED 06 09 10 611,685 0 0 D WILD OATS MARKETS INC COM 96808B107 53 5,850 SH DEFINED 08 09 10 5,850 0 0 D WILEY JOHN & SONS INC CL A 968223206 7 300 SH DEFINED 02 09 10 300 0 0 D WILEY JOHN & SONS INC CL A 968223206 6,869 312,100 SH DEFINED 06 09 10 312,100 0 0 D WILEY JOHN & SONS INC CL A 968223206 3,198 145,300 SH DEFINED 08 09 10 145,300 0 0 D WILLBROS GROUP INC COM 969199108 507 48,850 SH DEFINED 02 09 10 48,850 0 0 D WILLBROS GROUP INC COM 969199108 1,748 168,400 SH DEFINED 06 09 10 168,400 0 0 D WILLBROS GROUP INC COM 969199108 37 3,600 SH DEFINED 08 09 10 3,600 0 0 D WILLIAMS SONOMA INC COM 969904101 12,956 548,283 SH DEFINED 02 09 10 548,283 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D WILLIAMS SONOMA INC COM 969904101 19,285 816,125 SH DEFINED 06 09 10 816,125 0 0 D WILLIAMS SONOMA INC COM 969904101 2,165 91,600 SH DEFINED 08 09 10 91,600 0 0 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 284 16,600 SH DEFINED 06 09 10 16,600 0 0 D WIND RIVER SYSTEMS INC COM 973149107 657 203,900 SH DEFINED 02 09 10 203,900 0 0 D WIND RIVER SYSTEMS INC COM 973149107 6,468 2,008,700 SH DEFINED 06 09 10 2,008,700 0 0 D WIND RIVER SYSTEMS INC COM 973149107 25 7,650 SH DEFINED 08 09 10 7,650 0 0 D WIRELESS FACILITIES INC COM 97653A103 33 7,500 SH DEFINED 02 09 10 7,500 0 0 D WIRELESS FACILITIES INC COM 97653A103 3,129 706,400 SH DEFINED 06 09 10 706,400 0 0 D WIRELESS FACILITIES INC COM 97653A103 90 20,400 SH DEFINED 08 09 10 20,400 0 0 D WOODHEAD INDS INC COM 979438108 1,057 95,890 SH DEFINED 06 09 10 95,890 0 0 D WOODHEAD INDS INC COM 979438108 912 82,800 SH DEFINED 08 09 10 82,800 0 0 D WORTHINGTON INDS INC COM 981811102 1,728 92,400 SH DEFINED 02 09 10 92,400 0 0 D WORTHINGTON INDS INC COM 981811102 4,299 229,900 SH DEFINED 06 09 10 229,900 0 0 D WORTHINGTON INDS INC COM 981811102 17 900 SH DEFINED 08 09 10 900 0 0 D WYETH COM 983024100 87 2,735 SH DEFINED 02 09 10 2,735 0 0 D WYETH COM 983024100 25,440 800,000 SH DEFINED 06 09 10 800,000 0 0 D XCEL ENERGY INC COM 98389B100 153 16,430 SH DEFINED 06 09 10 16,430 0 0 D XCEL ENERGY INC COM 98389B100 6 620 SH DEFINED 08 09 10 620 0 0 D XILINX INC COM 983919101 169,548 10,705,132SH DEFINED 02 09 10 10,705,132 0 0 D XILINX INC COM 983919101 211 13,300 SH DEFINED 03 09 10 13,300 0 0 D XILINX INC COM 983919101 157,534 9,946,590 SH DEFINED 06 09 10 9,946,590 0 0 D XILINX INC COM 983919101 15,604 985,220 SH DEFINED 08 09 10 985,220 0 0 D YAHOO INC COM 984332106 23,142 2,418,208 SH DEFINED 02 09 10 2,418,208 0 0 D YAHOO INC COM 984332106 7,833 818,538 SH DEFINED 06 09 10 818,538 0 0 D YAHOO INC COM 984332106 22,788 2,381,139 SH DEFINED 08 09 10 2,381,139 0 0 D XICOR INC COM 984903104 44 12,100 SH DEFINED 02 09 10 12,100 0 0 D XICOR INC COM 984903104 3,292 911,800 SH DEFINED 06 09 10 911,800 0 0 D XICOR INC COM 984903104 1,660 459,800 SH DEFINED 08 09 10 459,800 0 0 D YELLOW CORP COM 985509108 2,957 100,200 SH DEFINED 06 09 10 100,200 0 0 D YELLOW CORP COM 985509108 3,659 124,000 SH DEFINED 08 09 10 124,000 0 0 D YORK INTL CORP NEW COM 986670107 8,660 307,108 SH DEFINED 02 09 10 307,108 0 0 D YORK INTL CORP NEW COM 986670107 13,628 483,275 SH DEFINED 06 09 10 483,275 0 0 D YORK INTL CORP NEW COM 986670107 5,076 180,000 SH DEFINED 08 09 10 180,000 0 0 D YUM BRANDS INC COM 988498101 1,663 60,000 SH DEFINED 06 09 10 60,000 0 0 D YUM BRANDS INC COM 988498101 11 386 SH DEFINED 08 09 10 386 0 0 D ZALE CORP NEW COM 988858106 164 5,450 SH DEFINED 02 09 10 5,450 0 0 D ZALE CORP NEW COM 988858106 4,835 160,300 SH DEFINED 06 09 10 160,300 0 0 D ZALE CORP NEW COM 988858106 3,490 115,700 SH DEFINED 08 09 10 115,700 0 0 D ZIONS BANCORPORATION COM 989701107 2,379 54,650 SH DEFINED 02 09 10 54,650 0 0 D ZORAN CORP COM 98975F101 30 2,750 SH DEFINED 02 09 10 2,750 0 0 D ZORAN CORP COM 98975F101 3,162 287,449 SH DEFINED 06 09 10 287,449 0 0 D ZORAN CORP COM 98975F101 81 7,400 SH DEFINED 08 09 10 7,400 0 0 D DEUTSCHE BANK AG NAMEN ORD D18190898 3,890 85,653 SH DEFINED 02 09 10 85,653 0 0 D APEX SILVER MINES LTD ORD G04074103 614 44,300 SH DEFINED 06 09 10 44,300 0 0 D COOPER INDS LTD CL A G24182100 1 25 SH DEFINED 02 09 10 25 0 0
VALUE SHARES/ SH/ PUT/ INVEST -----VOTING AUTHORITY----- NAME OF ISSUER TITLE OF CLASS --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D COOPER INDS LTD CL A G24182100 3,035 100,000 SH DEFINED 06 09 10 100,000 0 0 D COOPER INDS LTD CL A G24182100 23 750 SH DEFINED 07 09 10 750 0 0 D GLOBALSANTAFE CORP SHS G3930E101 16,703 747,328 SH DEFINED 02 09 10 747,328 0 0 D GLOBALSANTAFE CORP SHS G3930E101 52,479 2,348,060 SH DEFINED 06 09 10 2,348,060 0 0 D GLOBALSANTAFE CORP SHS G3930E101 38 1,710 SH DEFINED 07 09 10 1,710 0 0 D GLOBALSANTAFE CORP SHS G3930E101 59,441 2,659,550 SH DEFINED 08 09 10 2,659,550 0 0 D IPC HLDGS LTD ORD G4933P101 150 5,100 SH DEFINED 02 09 10 5,100 0 0 D IPC HLDGS LTD ORD G4933P101 4,752 161,800 SH DEFINED 06 09 10 161,800 0 0 D IPC HLDGS LTD ORD G4933P101 2,987 101,700 SH DEFINED 08 09 10 101,700 0 0 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 8,627 544,273 SH DEFINED 02 09 10 544,273 0 0 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 10,270 647,970 SH DEFINED 06 09 10 647,970 0 0 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,590 100,300 SH DEFINED 08 09 10 100,300 0 0 D NABORS INDUSTRIES LTD SHS G6359F103 8,052 245,850 SH DEFINED 02 09 10 245,850 0 0 D NABORS INDUSTRIES LTD SHS G6359F103 8,558 261,305 SH DEFINED 06 09 10 261,305 0 0 D NABORS INDUSTRIES LTD SHS G6359F103 46 1,395 SH DEFINED 07 09 10 1,395 0 0 D NABORS INDUSTRIES LTD SHS G6359F103 237 7,240 SH DEFINED 08 09 10 7,240 0 0 D TRANSOCEAN INC ORD G90078109 16,586 797,410 SH DEFINED 02 09 10 797,410 0 0 D TRANSOCEAN INC ORD G90078109 17,402 836,656 SH DEFINED 06 09 10 836,656 0 0 D TRANSOCEAN INC ORD G90078109 2 90 SH DEFINED 07 09 10 90 0 0 D TRANSOCEAN INC ORD G90078109 21,677 1,042,141 SH DEFINED 08 09 10 1,042,141 0 0 D TRENWICK GROUP LTD COM G9032C109 869 167,200 SH DEFINED 06 09 10 167,200 0 0 D XL CAP LTD CL A G98255105 1,104 15,026 SH DEFINED 02 09 10 15,026 0 0 D XL CAP LTD CL A G98255105 22 300 SH DEFINED 08 09 10 300 0 0 D UBS AG NAMEN AKT H8920M855 3,458 84,345 SH DEFINED 02 09 10 84,345 0 0 D CHECK POINT SOFTWARE TECH LT ORD M22465104 50 3,645 SH DEFINED 02 09 10 3,645 0 0 D CHECK POINT SOFTWARE TECH LT ORD M22465104 762 55,455 SH DEFINED 06 09 10 55,455 0 0 D RADVISION LTD ORD M81869105 188 40,000 SH DEFINED 06 09 10 40,000 0 0 D TARO PHARMACEUTICAL INDS LTD ORD M8737E108 763 22,600 SH DEFINED 06 09 10 22,600 0 0 D CORE LABORATORIES N V COM N22717107 201 21,400 SH DEFINED 02 09 10 21,400 0 0 D CORE LABORATORIES N V COM N22717107 4,373 466,700 SH DEFINED 06 09 10 466,700 0 0 D CORE LABORATORIES N V COM N22717107 2,749 293,400 SH DEFINED 08 09 10 293,400 0 0 D GENERAL MARITIME CORP SHS Y2692M103 15 2,400 SH DEFINED 02 09 10 2,400 0 0 D GENERAL MARITIME CORP SHS Y2692M103 1,423 225,850 SH DEFINED 06 09 10 225,850 0 0 D GENERAL MARITIME CORP SHS Y2692M103 41 6,500 SH DEFINED 08 09 10 6,500 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 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/Crescent Mezzanine, L.L.C., TCW Special Credits, TCW London International Limited, TCW Asset Management Company, TCW Capital Investment Corp., Trust Company of the West, TCW Investment Management Company and TCW Advisors, Inc., are also included in this Form 13F report. -----END PRIVACY-ENHANCED MESSAGE-----