13F-HR 1 a2103431z13f-hr.txt FORM13-F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 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 Los Angeles, CA February 13, 2003 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: 10 Form 13F Information Table Entry Total: 2,233 (data records) Form 13F Information Table Value Total: $25,095,418 (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/CRESENT 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/ INVSTMT NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- D DEUTSCHE BANK AG NAMEN ORD D18190898 3314 72938 SH DEFINED 02 09 10 D APEX SILVER MINES LTD ORD G04074103 582 39300 SH DEFINED 06 09 10 D COOPER INDS LTD CL A G24182100 3645 100000 SH DEFINED 06 09 10 D COOPER INDS LTD CL A G24182100 27 750 SH DEFINED 07 09 10 D GLOBALSANTAFE CORP SHS G3930E101 4010 164897 SH DEFINED 02 09 10 D GLOBALSANTAFE CORP SHS G3930E101 55528 2283207 SH DEFINED 06 09 10 D GLOBALSANTAFE CORP SHS G3930E101 29 1200 SH DEFINED 07 09 10 D GLOBALSANTAFE CORP SHS G3930E101 59681 2453980 SH DEFINED 08 09 10 D IPC HLDGS LTD ORD G4933P101 104 3300 SH DEFINED 02 09 10 D IPC HLDGS LTD ORD G4933P101 3810 120800 SH DEFINED 06 09 10 D IPC HLDGS LTD ORD G4933P101 2530 80200 SH DEFINED 08 09 10 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 7842 415810 SH DEFINED 02 09 10 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 12011 636870 SH DEFINED 06 09 10 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 358 19000 SH DEFINED 08 09 10 D NABORS INDUSTRIES LTD SHS G6359F103 302 8550 SH DEFINED 02 09 10 D PLATINUM UNDERWRITER HLDGS L COM G7127P100 4247 161179 SH DEFINED 02 09 10 D PLATINUM UNDERWRITER HLDGS L COM G7127P100 1586 60200 SH DEFINED 06 09 10 D PLATINUM UNDERWRITER HLDGS L COM G7127P100 87 3300 SH DEFINED 08 09 10 D TRANSOCEAN INC ORD G90078109 7783 335474 SH DEFINED 02 09 10 D TRANSOCEAN INC ORD G90078109 14548 627078 SH DEFINED 06 09 10 D TRANSOCEAN INC ORD G90078109 14484 624306 SH DEFINED 08 09 10 D XL CAP LTD CL A G98255105 1148 14862 SH DEFINED 02 09 10 D XL CAP LTD CL A G98255105 23 300 SH DEFINED 08 09 10 D UBS AG NAMEN AKT H8920M855 3628 75402 SH DEFINED 02 09 10 D RADVISION LTD ORD M81869105 240 40000 SH DEFINED 06 09 10 D TARO PHARMACEUTICAL INDS LTD ORD M8737E108 850 22600 SH DEFINED 06 09 10 D ASML HLDG NV N Y SHS N07059111 1783 213330 SH DEFINED 02 09 10 D CORE LABORATORIES N V COM N22717107 230 20300 SH DEFINED 02 09 10 D CORE LABORATORIES N V COM N22717107 4792 422200 SH DEFINED 06 09 10 D CORE LABORATORIES N V COM N22717107 3330 293400 SH DEFINED 08 09 10 D GENERAL MARITIME CORP SHS Y2692M103 24 3200 SH DEFINED 02 09 10 D GENERAL MARITIME CORP SHS Y2692M103 1965 263750 SH DEFINED 06 09 10 D GENERAL MARITIME CORP SHS Y2692M103 90 12100 SH DEFINED 08 09 10 D AAR CORP COM 000361105 236 45750 SH DEFINED 02 09 10 D AAR CORP COM 000361105 8003 1554000 SH DEFINED 06 09 10 D AAR CORP COM 000361105 6735 1307700 SH DEFINED 08 09 10 D ABN AMRO HLDG NV SPONSORED ADR 000937102 2944 181941 SH DEFINED 02 09 10 D AFLAC INC COM 001055102 221671 7359582 SH DEFINED 02 09 10 D AFLAC INC COM 001055102 328 10900 SH DEFINED 03 09 10 D AFLAC INC COM 001055102 252506 8383321 SH DEFINED 06 09 10 D AFLAC INC COM 001055102 53348 1771175 SH DEFINED 08 09 10 D AGCO CORP COM 001084102 1856 84000 SH DEFINED 02 09 10 D AGCO CORP COM 001084102 17894 809700 SH DEFINED 06 09 10 D AGCO CORP COM 001084102 97 4400 SH DEFINED 08 09 10 D AK STL HLDG CORP COM 001547108 11902 1487704 SH DEFINED 02 09 10 D AK STL HLDG CORP COM 001547108 25479 3184860 SH DEFINED 06 09 10 D AK STL HLDG CORP COM 001547108 2146 268250 SH DEFINED 08 09 10 D AOL TIME WARNER INC COM 00184A105 1259 96101 SH DEFINED 02 09 10 D AOL TIME WARNER INC COM 00184A105 21088 1609735 SH DEFINED 06 09 10 D AOL TIME WARNER INC COM 00184A105 71 5400 SH DEFINED 07 09 10 D AOL TIME WARNER INC COM 00184A105 29 2250 SH DEFINED 08 09 10 D AT&T CORP COM NEW 001957505 1 40 SH DEFINED 02 09 10 D AT&T CORP COM NEW 001957505 1287 49298 SH DEFINED 06 09 10 D ATMI INC COM 00207R101 69 3700 SH DEFINED 02 09 10 D ATMI INC COM 00207R101 1450 78300 SH DEFINED 06 09 10 D ATMI INC COM 00207R101 1708 92200 SH DEFINED 08 09 10 D AT&T WIRELESS SVCS INC COM 00209A106 13452 2380884 SH DEFINED 02 09 10 D AT&T WIRELESS SVCS INC COM 00209A106 4175 738976 SH DEFINED 06 09 10 D AT&T WIRELESS SVCS INC COM 00209A106 580 102619 SH DEFINED 08 09 10 D ABBOTT LABS COM 002824100 1998 49952 SH DEFINED 02 09 10 D ABBOTT LABS COM 002824100 721 18025 SH DEFINED 06 09 10 ---VOTING AUTHORITY--- NAME OF ISSUER SOLE SHARED NONE D DEUTSCHE BANK AG NAMEN 72938 0 0 D APEX SILVER MINES LTD 39300 0 0 D COOPER INDS LTD 100000 0 0 D COOPER INDS LTD 750 0 0 D GLOBALSANTAFE CORP 164897 0 0 D GLOBALSANTAFE CORP 2283207 0 0 D GLOBALSANTAFE CORP 1200 0 0 D GLOBALSANTAFE CORP 2453980 0 0 D IPC HLDGS LTD 3300 0 0 D IPC HLDGS LTD 120800 0 0 D IPC HLDGS LTD 80200 0 0 D MARVELL TECHNOLOGY GROUP LTD 415810 0 0 D MARVELL TECHNOLOGY GROUP LTD 636870 0 0 D MARVELL TECHNOLOGY GROUP LTD 19000 0 0 D NABORS INDUSTRIES LTD 8550 0 0 D PLATINUM UNDERWRITER HLDGS L 161179 0 0 D PLATINUM UNDERWRITER HLDGS L 60200 0 0 D PLATINUM UNDERWRITER HLDGS L 3300 0 0 D TRANSOCEAN INC 335474 0 0 D TRANSOCEAN INC 627078 0 0 D TRANSOCEAN INC 624306 0 0 D XL CAP LTD 14862 0 0 D XL CAP LTD 300 0 0 D UBS AG 75402 0 0 D RADVISION LTD 40000 0 0 D TARO PHARMACEUTICAL INDS LTD 22600 0 0 D ASML HLDG NV 213330 0 0 D CORE LABORATORIES N V 20300 0 0 D CORE LABORATORIES N V 422200 0 0 D CORE LABORATORIES N V 293400 0 0 D GENERAL MARITIME CORP 3200 0 0 D GENERAL MARITIME CORP 263750 0 0 D GENERAL MARITIME CORP 12100 0 0 D AAR CORP 45750 0 0 D AAR CORP 1554000 0 0 D AAR CORP 1307700 0 0 D ABN AMRO HLDG NV 181941 0 0 D AFLAC INC 7359582 0 0 D AFLAC INC 10900 0 0 D AFLAC INC 8383321 0 0 D AFLAC INC 1771175 0 0 D AGCO CORP 84000 0 0 D AGCO CORP 809700 0 0 D AGCO CORP 4400 0 0 D AK STL HLDG CORP 1487704 0 0 D AK STL HLDG CORP 3184860 0 0 D AK STL HLDG CORP 268250 0 0 D AOL TIME WARNER INC 96101 0 0 D AOL TIME WARNER INC 1609735 0 0 D AOL TIME WARNER INC 5400 0 0 D AOL TIME WARNER INC 2250 0 0 D AT&T CORP 40 0 0 D AT&T CORP 49298 0 0 D ATMI INC 3700 0 0 D ATMI INC 78300 0 0 D ATMI INC 92200 0 0 D AT&T WIRELESS SVCS INC 2380884 0 0 D AT&T WIRELESS SVCS INC 738976 0 0 D AT&T WIRELESS SVCS INC 102619 0 0 D ABBOTT LABS 49952 0 0 D ABBOTT LABS 18025 0 0
D ABBOTT LABS COM 002824100 10732 268300 SH DEFINED 08 09 10 D ABERCROMBIE & FITCH CO CL A 002896207 141 6900 SH DEFINED 02 09 10 D ABERCROMBIE & FITCH CO CL A 002896207 5549 271200 SH DEFINED 06 09 10 D ABERCROMBIE & FITCH CO CL A 002896207 4604 225000 SH DEFINED 08 09 10 D ABGENIX INC COM 00339B107 720 97750 SH DEFINED 06 09 10 D ABGENIX INC COM 00339B107 108 14600 SH DEFINED 08 09 10 D ACCREDO HEALTH INC COM 00437V104 6488 184050 SH DEFINED 02 09 10 D ACCREDO HEALTH INC COM 00437V104 21647 614095 SH DEFINED 06 09 10 D ACCREDO HEALTH INC COM 00437V104 635 18000 SH DEFINED 08 09 10 D ACME COMMUNICATION INC COM 004631107 7748 972138 SH DEFINED 02 09 10 D ACORN PRODS INC COM NEW 004857207 794 316205 SH DEFINED 01 09 10 D ACTIVISION INC NEW COM NEW 004930202 152 10438 SH DEFINED 02 09 10 D ACTIVISION INC NEW COM NEW 004930202 5595 383500 SH DEFINED 06 09 10 D ACTIVISION INC NEW COM NEW 004930202 4457 305500 SH DEFINED 08 09 10 D ACTION PERFORMANCE COS INC COM 004933107 3254 171238 SH DEFINED 02 09 10 D ACTION PERFORMANCE COS INC COM 004933107 6706 352945 SH DEFINED 06 09 10 D ACTION PERFORMANCE COS INC COM 004933107 148 7800 SH DEFINED 08 09 10 D ADAPTEC INC COM 00651F108 138 24400 SH DEFINED 02 09 10 D ADAPTEC INC COM 00651F108 4241 750600 SH DEFINED 06 09 10 D ADAPTEC INC COM 00651F108 3113 551000 SH DEFINED 08 09 10 D ADECCO SA SPONSORED ADR 006754105 1420 148828 SH DEFINED 02 09 10 D ADOBE SYS INC COM 00724F101 21948 884975 SH DEFINED 02 09 10 D ADOBE SYS INC COM 00724F101 13291 535890 SH DEFINED 06 09 10 D ADOBE SYS INC COM 00724F101 8117 327300 SH DEFINED 08 09 10 D ADVANCED FIBRE COMMUNICATION COM 00754A105 4496 269541 SH DEFINED 02 09 10 D ADVANCED FIBRE COMMUNICATION COM 00754A105 8434 505630 SH DEFINED 06 09 10 D ADVANCED FIBRE COMMUNICATION COM 00754A105 217 13000 SH DEFINED 08 09 10 D ADVISORY BRD CO COM 00762W107 5464 182747 SH DEFINED 02 09 10 D ADVISORY BRD CO COM 00762W107 12031 402375 SH DEFINED 06 09 10 D ADVISORY BRD CO COM 00762W107 260 8700 SH DEFINED 08 09 10 D AEROPOSTALE COM 007865108 795 75200 SH DEFINED 06 09 10 D ADVANCED MICRO DEVICES INC COM 007903107 629 97410 SH DEFINED 06 09 10 D ADVANCED MICRO DEVICES INC COM 007903107 54 8400 SH DEFINED 08 09 10 D ADVANCED MICRO DEVICES INC NOTE 4.500%12/0 007903AF4 3322 2950000 SH DEFINED 02 09 10 D ADVANCEPCS COM 00790K109 4137 186263 SH DEFINED 02 09 10 D ADVANCEPCS COM 00790K109 9059 407875 SH DEFINED 06 09 10 D ADVANCEPCS COM 00790K109 198 8900 SH DEFINED 08 09 10 D AFFILIATED COMP SVCS CONV NT NOTE 3.500% 2/1 008190AF7 48 35000 SH DEFINED 07 09 10 D AFFYMETRIX INC COM 00826T108 32 1400 SH DEFINED 02 09 10 D AFFYMETRIX INC COM 00826T108 2736 119550 SH DEFINED 06 09 10 D AFFYMETRIX INC COM 00826T108 121 5300 SH DEFINED 08 09 10 D AFFYMETRIX INC SUB NT CVT NOTE 4.750% 2/1 00826TAD0 47 55000 SH DEFINED 07 09 10 D AGERE SYS INC CL A 00845V100 7204 5002441 SH DEFINED 02 09 10 D AGERE SYS INC CL A 00845V100 5890 4090225 SH DEFINED 06 09 10 D AGERE SYS INC CL A 00845V100 139 96746 SH DEFINED 08 09 10 D AGERE SYS INC CL B 00845V209 4701 3357829 SH DEFINED 02 09 10 D AGERE SYS INC CL B 00845V209 8361 5972413 SH DEFINED 06 09 10 D AGERE SYS INC CL B 00845V209 115 82483 SH DEFINED 08 09 10 D AGILENT TECHNOLOGIES INC COM 00846U101 9412 524081 SH DEFINED 02 09 10 D AGILENT TECHNOLOGIES INC COM 00846U101 2813 156600 SH DEFINED 06 09 10 D AGILENT TECHNOLOGIES INC COM 00846U101 409 22791 SH DEFINED 08 09 10 D AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB7 2363 2465000 SH DEFINED 02 09 10 D AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB7 3730 3890000 SH DEFINED 06 09 10 D AGILE SOFTWARE CORP DEL COM 00846X105 7290 941846 SH DEFINED 02 09 10 D AGILE SOFTWARE CORP DEL COM 00846X105 7488 967430 SH DEFINED 06 09 10 D AGILE SOFTWARE CORP DEL COM 00846X105 178 23035 SH DEFINED 08 09 10 D AGNICO EAGLE MINES LTD COM 008474108 557 37500 SH DEFINED 06 09 10 D AGRIUM INC COM 008916108 6550 579100 SH DEFINED 02 09 10 D AGRIUM INC COM 008916108 23005 2034000 SH DEFINED 06 09 10 D AGRIUM INC COM 008916108 2998 265100 SH DEFINED 08 09 10 D AIR PRODS & CHEMS INC COM 009158106 3340 78123 SH DEFINED 02 09 10 D AIR PRODS & CHEMS INC COM 009158106 68367 1599236 SH DEFINED 06 09 10 D AIR PRODS & CHEMS INC COM 009158106 43387 1014890 SH DEFINED 08 09 10 D AIRBORNE INC COM 009269101 165 11150 SH DEFINED 02 09 10
D ABBOTT LABS 268300 0 0 D ABERCROMBIE & FITCH CO 6900 0 0 D ABERCROMBIE & FITCH CO 271200 0 0 D ABERCROMBIE & FITCH CO 225000 0 0 D ABGENIX INC 97750 0 0 D ABGENIX INC 14600 0 0 D ACCREDO HEALTH INC 184050 0 0 D ACCREDO HEALTH INC 614095 0 0 D ACCREDO HEALTH INC 18000 0 0 D ACME COMMUNICATION INC 972138 0 0 D ACORN PRODS INC 316205 0 0 D ACTIVISION INC NEW 10438 0 0 D ACTIVISION INC NEW 383500 0 0 D ACTIVISION INC NEW 305500 0 0 D ACTION PERFORMANCE COS INC 171238 0 0 D ACTION PERFORMANCE COS INC 352945 0 0 D ACTION PERFORMANCE COS INC 7800 0 0 D ADAPTEC INC 24400 0 0 D ADAPTEC INC 750600 0 0 D ADAPTEC INC 551000 0 0 D ADECCO SA 148828 0 0 D ADOBE SYS INC 884975 0 0 D ADOBE SYS INC 535890 0 0 D ADOBE SYS INC 327300 0 0 D ADVANCED FIBRE COMMUNICATION 269541 0 0 D ADVANCED FIBRE COMMUNICATION 505630 0 0 D ADVANCED FIBRE COMMUNICATION 13000 0 0 D ADVISORY BRD CO 182747 0 0 D ADVISORY BRD CO 402375 0 0 D ADVISORY BRD CO 8700 0 0 D AEROPOSTALE 75200 0 0 D ADVANCED MICRO DEVICES INC 97410 0 0 D ADVANCED MICRO DEVICES INC 8400 0 0 D ADVANCED MICRO DEVICES INC 2950000 0 0 D ADVANCEPCS 186263 0 0 D ADVANCEPCS 407875 0 0 D ADVANCEPCS 8900 0 0 D AFFILIATED COMP SVCS CONV NT 35000 0 0 D AFFYMETRIX INC 1400 0 0 D AFFYMETRIX INC 119550 0 0 D AFFYMETRIX INC 5300 0 0 D AFFYMETRIX INC SUB NT CVT 55000 0 0 D AGERE SYS INC 5002441 0 0 D AGERE SYS INC 4090225 0 0 D AGERE SYS INC 96746 0 0 D AGERE SYS INC 3357829 0 0 D AGERE SYS INC 5972413 0 0 D AGERE SYS INC 82483 0 0 D AGILENT TECHNOLOGIES INC 524081 0 0 D AGILENT TECHNOLOGIES INC 156600 0 0 D AGILENT TECHNOLOGIES INC 22791 0 0 D AGILENT TECHNOLOGIES INC 2465000 0 0 D AGILENT TECHNOLOGIES INC 3890000 0 0 D AGILE SOFTWARE CORP DEL 941846 0 0 D AGILE SOFTWARE CORP DEL 967430 0 0 D AGILE SOFTWARE CORP DEL 23035 0 0 D AGNICO EAGLE MINES LTD 37500 0 0 D AGRIUM INC 579100 0 0 D AGRIUM INC 2034000 0 0 D AGRIUM INC 265100 0 0 D AIR PRODS & CHEMS INC 78123 0 0 D AIR PRODS & CHEMS INC 1599236 0 0 D AIR PRODS & CHEMS INC 1014890 0 0 D AIRBORNE INC 11150 0 0
D AIRBORNE INC COM 009269101 5311 358100 SH DEFINED 06 09 10 D AIRBORNE INC COM 009269101 3358 226400 SH DEFINED 08 09 10 D AIRGAS INC COM 009363102 254 14700 SH DEFINED 06 09 10 D AIRGATE PCS INC COM 009367103 38 61671 SH DEFINED 02 09 10 D AKTIEBOLAGETT ELECTROLUX SPONSORED ADR 010198208 1957 61814 SH DEFINED 02 09 10 D ALBANY INTL CORP CL A 012348108 256 12400 SH DEFINED 02 09 10 D ALBANY INTL CORP CL A 012348108 8406 406868 SH DEFINED 06 09 10 D ALBANY INTL CORP CL A 012348108 6125 296450 SH DEFINED 08 09 10 D ALBANY MOLECULAR RESH INC COM 012423109 3203 216562 SH DEFINED 02 09 10 D ALBANY MOLECULAR RESH INC COM 012423109 6937 469020 SH DEFINED 06 09 10 D ALBANY MOLECULAR RESH INC COM 012423109 135 9100 SH DEFINED 08 09 10 D ALBERTSONS INC COM 013104104 298 13381 SH DEFINED 02 09 10 D ALCAN INC COM 013716105 241 8180 SH DEFINED 06 09 10 D ALCAN INC COM 013716105 41 1400 SH DEFINED 08 09 10 D ALCOA INC COM 013817101 4149 182143 SH DEFINED 02 09 10 D ALCOA INC COM 013817101 73548 3228608 SH DEFINED 06 09 10 D ALCOA INC COM 013817101 51068 2241770 SH DEFINED 08 09 10 D ALEXANDER & BALDWIN INC COM 014482103 3362 130350 SH DEFINED 02 09 10 D ALEXANDER & BALDWIN INC COM 014482103 480 18600 SH DEFINED 06 09 10 D ALKERMES INC SUB NT CVT NOTE 3.750% 2/1 01642TAB4 37 60000 SH DEFINED 07 09 10 D ALLEN TELECOM INC COM 018091108 277 29200 SH DEFINED 02 09 10 D ALLEN TELECOM INC COM 018091108 7957 840200 SH DEFINED 06 09 10 D ALLEN TELECOM INC COM 018091108 5317 561500 SH DEFINED 08 09 10 D ALLIANT TECHSYSTEMS INC COM 018804104 945 15150 SH DEFINED 02 09 10 D ALLIANT TECHSYSTEMS INC COM 018804104 6036 96801 SH DEFINED 06 09 10 D ALLIANT TECHSYSTEMS INC COM 018804104 76 1224 SH DEFINED 08 09 10 D ALLSTATE CORP COM 020002101 14064 380221 SH DEFINED 02 09 10 D ALLSTATE CORP COM 020002101 14791 399860 SH DEFINED 06 09 10 D ALLSTATE CORP COM 020002101 529 14289 SH DEFINED 08 09 10 D ALLTEL CORP COM 020039103 602 11804 SH DEFINED 02 09 10 D ALLTEL CORP COM 020039103 43 850 SH DEFINED 07 09 10 D ALLTEL CORP CORP UNT 7.75% 020039822 3725 72500 SH DEFINED 02 09 10 D ALLTEL CORP CORP UNT 7.75% 020039822 6029 117350 SH DEFINED 06 09 10 D ALTERA CORP COM 021441100 7501 608384 SH DEFINED 02 09 10 D ALTERA CORP COM 021441100 4062 329400 SH DEFINED 06 09 10 D ALTERA CORP COM 021441100 115 9300 SH DEFINED 08 09 10 D ALTIRIS INC COM 02148M100 38 2400 SH DEFINED 02 09 10 D ALTIRIS INC COM 02148M100 1422 89300 SH DEFINED 06 09 10 D ALTIRIS INC COM 02148M100 40 2500 SH DEFINED 08 09 10 D ALZA CORP SDCV 7/2 02261WAB5 5654 7260000 SH DEFINED 02 09 10 D ALZA CORP SDCV 7/2 02261WAB5 10299 13225000 SH DEFINED 06 09 10 D ALZA CORP SDCV 7/2 02261WAB5 66 85000 SH DEFINED 07 09 10 D AMAZON COM INC COM 023135106 118189 6256681 SH DEFINED 02 09 10 D AMAZON COM INC COM 023135106 176 9300 SH DEFINED 03 09 10 D AMAZON COM INC COM 023135106 123052 6514155 SH DEFINED 06 09 10 D AMAZON COM INC COM 023135106 53 2830 SH DEFINED 07 09 10 D AMAZON COM INC COM 023135106 46657 2469950 SH DEFINED 08 09 10 D AMEREN CORP COM 023608102 3791 91200 SH DEFINED 06 09 10 D AMERICA ONLINE INC DEL CVT NOTE 12/0 02364JAC8 50 90000 SH DEFINED 07 09 10 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 299 20806 SH DEFINED 02 09 10 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 4960 345400 SH DEFINED 06 09 10 D AMERICAN ELEC PWR INC COM 025537101 626 22896 SH DEFINED 02 09 10 D AMERICAN EAGLE OUTFITTERS NE COM 02553E106 12855 932842 SH DEFINED 02 09 10 D AMERICAN EAGLE OUTFITTERS NE COM 02553E106 19376 1406100 SH DEFINED 06 09 10 D AMERICAN EAGLE OUTFITTERS NE COM 02553E106 5144 373300 SH DEFINED 08 09 10 D AMERICAN EXPRESS CO COM 025816109 21139 597987 SH DEFINED 02 09 10 D AMERICAN EXPRESS CO COM 025816109 20763 587360 SH DEFINED 06 09 10 D AMERICAN EXPRESS CO COM 025816109 1211 34247 SH DEFINED 08 09 10 D AMERICAN HEALTHWAYS INC COM 02649V104 2183 124736 SH DEFINED 02 09 10 D AMERICAN HEALTHWAYS INC COM 02649V104 6378 364442 SH DEFINED 06 09 10 D AMERICAN HEALTHWAYS INC COM 02649V104 112 6380 SH DEFINED 08 09 10 D AMERICAN INTL GROUP INC COM 026874107 150346 2598898 SH DEFINED 02 09 10 D AMERICAN INTL GROUP INC COM 026874107 226 3912 SH DEFINED 03 09 10 D AMERICAN INTL GROUP INC COM 026874107 210430 3637509 SH DEFINED 06 09 10
D AIRBORNE INC 358100 0 0 D AIRBORNE INC 226400 0 0 D AIRGAS INC 14700 0 0 D AIRGATE PCS INC 61671 0 0 D AKTIEBOLAGETT ELECTROLUX 61814 0 0 D ALBANY INTL CORP 12400 0 0 D ALBANY INTL CORP 406868 0 0 D ALBANY INTL CORP 296450 0 0 D ALBANY MOLECULAR RESH INC 216562 0 0 D ALBANY MOLECULAR RESH INC 469020 0 0 D ALBANY MOLECULAR RESH INC 9100 0 0 D ALBERTSONS INC 13381 0 0 D ALCAN INC 8180 0 0 D ALCAN INC 1400 0 0 D ALCOA INC 182143 0 0 D ALCOA INC 3228608 0 0 D ALCOA INC 2241770 0 0 D ALEXANDER & BALDWIN INC 130350 0 0 D ALEXANDER & BALDWIN INC 18600 0 0 D ALKERMES INC SUB NT CVT 60000 0 0 D ALLEN TELECOM INC 29200 0 0 D ALLEN TELECOM INC 840200 0 0 D ALLEN TELECOM INC 561500 0 0 D ALLIANT TECHSYSTEMS INC 15150 0 0 D ALLIANT TECHSYSTEMS INC 96801 0 0 D ALLIANT TECHSYSTEMS INC 1224 0 0 D ALLSTATE CORP 380221 0 0 D ALLSTATE CORP 399860 0 0 D ALLSTATE CORP 14289 0 0 D ALLTEL CORP 11804 0 0 D ALLTEL CORP 850 0 0 D ALLTEL CORP 72500 0 0 D ALLTEL CORP 117350 0 0 D ALTERA CORP 608384 0 0 D ALTERA CORP 329400 0 0 D ALTERA CORP 9300 0 0 D ALTIRIS INC 2400 0 0 D ALTIRIS INC 89300 0 0 D ALTIRIS INC 2500 0 0 D ALZA CORP 7260000 0 0 D ALZA CORP 13225000 0 0 D ALZA CORP 85000 0 0 D AMAZON COM INC 6256681 0 0 D AMAZON COM INC 9300 0 0 D AMAZON COM INC 6514155 0 0 D AMAZON COM INC 2830 0 0 D AMAZON COM INC 2469950 0 0 D AMEREN CORP 91200 0 0 D AMERICA ONLINE INC DEL CVT 90000 0 0 D AMERICA MOVIL S A DE C V 20806 0 0 D AMERICA MOVIL S A DE C V 345400 0 0 D AMERICAN ELEC PWR INC 22896 0 0 D AMERICAN EAGLE OUTFITTERS NE 932842 0 0 D AMERICAN EAGLE OUTFITTERS NE 1406100 0 0 D AMERICAN EAGLE OUTFITTERS NE 373300 0 0 D AMERICAN EXPRESS CO 597987 0 0 D AMERICAN EXPRESS CO 587360 0 0 D AMERICAN EXPRESS CO 34247 0 0 D AMERICAN HEALTHWAYS INC 124736 0 0 D AMERICAN HEALTHWAYS INC 364442 0 0 D AMERICAN HEALTHWAYS INC 6380 0 0 D AMERICAN INTL GROUP INC 2598898 0 0 D AMERICAN INTL GROUP INC 3912 0 0 D AMERICAN INTL GROUP INC 3637509 0 0
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D CARNIVAL CORP COM 143658102 11385 456300 SH DEFINED 06 09 10 D CARNIVAL CORP COM 143658102 213 8550 SH DEFINED 08 09 10 D CATERPILLAR INC DEL COM 149123101 1312 28700 SH DEFINED 02 09 10 D CATERPILLAR INC DEL COM 149123101 5719 125080 SH DEFINED 06 09 10 D CATERPILLAR INC DEL COM 149123101 32 690 SH DEFINED 08 09 10 D CELESTICA INC NOTE 8/0 15101QAA6 2041 4450000 SH DEFINED 02 09 10 D CELESTICA INC NOTE 8/0 15101QAA6 5650 12315000 SH DEFINED 06 09 10 D CELGENE CORP COM 151020104 3842 178938 SH DEFINED 02 09 10 D CELGENE CORP COM 151020104 8323 387675 SH DEFINED 06 09 10 D CELGENE CORP COM 151020104 195 9100 SH DEFINED 08 09 10 D CEMEX S A SPON ADR 5 ORD 151290889 178 8261 SH DEFINED 02 09 10 D CEMEX S A SPON ADR 5 ORD 151290889 1397 64925 SH DEFINED 06 09 10 D CENTENE CORP DEL COM 15135B101 40 1200 SH DEFINED 02 09 10 D CENTENE CORP DEL COM 15135B101 3372 100400 SH DEFINED 06 09 10 D CENTENE CORP DEL COM 15135B101 155 4600 SH DEFINED 08 09 10 D CERUS CORP COM 157085101 20 950 SH DEFINED 02 09 10 D CERUS CORP COM 157085101 1658 77100 SH DEFINED 06 09 10 D CERUS CORP COM 157085101 75 3500 SH DEFINED 08 09 10 D CHAMPS ENTMT INC DEL COM 158787101 49 5200 SH DEFINED 02 09 10 D CHAMPS ENTMT INC DEL COM 158787101 1630 171400 SH DEFINED 06 09 10 D CHAMPS ENTMT INC DEL COM 158787101 843 88600 SH DEFINED 08 09 10 D CHARTER ONE FINL INC COM 160903100 1111 38685 SH DEFINED 06 09 10 D CHARLOTTE RUSSE HLDG INC COM 161048103 28 2650 SH DEFINED 02 09 10 D CHARLOTTE RUSSE HLDG INC COM 161048103 2334 220000 SH DEFINED 06 09 10 D CHARLOTTE RUSSE HLDG INC COM 161048103 107 10100 SH DEFINED 08 09 10 D CHARMING SHOPPES INC COM 161133103 85 20300 SH DEFINED 02 09 10 D CHARMING SHOPPES INC COM 161133103 3319 794000 SH DEFINED 06 09 10 D CHARMING SHOPPES INC COM 161133103 2348 561800 SH DEFINED 08 09 10 D CHECKFREE CORP NEW COM 162813109 14223 888866 SH DEFINED 02 09 10 D CHECKFREE CORP NEW COM 162813109 12172 760700 SH DEFINED 06 09 10 D CHECKFREE CORP NEW COM 162813109 438 27380 SH DEFINED 08 09 10 D CHEVRONTEXACO CORP COM 166764100 4688 70523 SH DEFINED 02 09 10 D CHEVRONTEXACO CORP COM 166764100 66076 993920 SH DEFINED 06 09 10 D CHEVRONTEXACO CORP COM 166764100 27 400 SH DEFINED 07 09 10 D CHEVRONTEXACO CORP COM 166764100 72809 1095204 SH DEFINED 08 09 10 D CHICAGO MERCANTILE HLDGS INC CL A 167760107 402 9200 SH DEFINED 02 09 10 D CHICAGO MERCANTILE HLDGS INC CL A 167760107 1436 32900 SH DEFINED 06 09 10 D CHICAGO MERCANTILE HLDGS INC CL A 167760107 22 500 SH DEFINED 08 09 10 D CHICAGO PIZZA & BREWERY INC COM 167889104 597 86500 SH DEFINED 06 09 10 D CHICOS FAS INC COM 168615102 77 4050 SH DEFINED 02 09 10 D CHICOS FAS INC COM 168615102 4380 231600 SH DEFINED 06 09 10 D CHICOS FAS INC COM 168615102 200 10600 SH DEFINED 08 09 10 D CHILDRENS PL RETAIL STORES I COM 168905107 117 11000 SH DEFINED 02 09 10 D CHILDRENS PL RETAIL STORES I COM 168905107 3827 359700 SH DEFINED 06 09 10 D CHILDRENS PL RETAIL STORES I COM 168905107 2701 253900 SH DEFINED 08 09 10 D CHITTENDEN CORP COM 170228100 38 1500 SH DEFINED 02 09 10 D CHITTENDEN CORP COM 170228100 1417 55600 SH DEFINED 06 09 10 D CHITTENDEN CORP COM 170228100 1088 42700 SH DEFINED 08 09 10 D CHRISTOPHER & BANKS CORP COM 171046105 21 1000 SH DEFINED 02 09 10 D CHRISTOPHER & BANKS CORP COM 171046105 1762 84900 SH DEFINED 06 09 10 D CHRISTOPHER & BANKS CORP COM 171046105 81 3900 SH DEFINED 08 09 10 D CHUBB CORP COM 171232101 11155 213703 SH DEFINED 02 09 10 D CHUBB CORP COM 171232101 3197 61240 SH DEFINED 06 09 10 D CHUBB CORP COM 171232101 986 18895 SH DEFINED 08 09 10 D CHUBB CORP CORP UNIT % 171232309 4104 172450 SH DEFINED 02 09 10 D CHUBB CORP CORP UNIT % 171232309 7749 325600 SH DEFINED 06 09 10 D CIENA CORP COM 171779101 3523 685456 SH DEFINED 02 09 10 D CIENA CORP COM 171779101 11807 2297090 SH DEFINED 06 09 10 D CIENA CORP COM 171779101 128 24821 SH DEFINED 08 09 10 D CIENA CORP NOTE 3.750% 2/0 171779AA9 570 820000 SH DEFINED 02 09 10 D CIENA CORP NOTE 3.750% 2/0 171779AA9 4278 6155000 SH DEFINED 06 09 10 D CIENA CORP NOTE 3.750% 2/0 171779AA9 28 40000 SH DEFINED 07 09 10 D CIMA LABS INC COM 171796105 29 1200 SH DEFINED 02 09 10 D CIMA LABS INC COM 171796105 2412 99700 SH DEFINED 06 09 10
D CARNIVAL CORP 456300 0 0 D CARNIVAL CORP 8550 0 0 D CATERPILLAR INC DEL 28700 0 0 D CATERPILLAR INC DEL 125080 0 0 D CATERPILLAR INC DEL 690 0 0 D CELESTICA INC 4450000 0 0 D CELESTICA INC 12315000 0 0 D CELGENE CORP 178938 0 0 D CELGENE CORP 387675 0 0 D CELGENE CORP 9100 0 0 D CEMEX S A 8261 0 0 D CEMEX S A 64925 0 0 D CENTENE CORP DEL 1200 0 0 D CENTENE CORP DEL 100400 0 0 D CENTENE CORP DEL 4600 0 0 D CERUS CORP 950 0 0 D CERUS CORP 77100 0 0 D CERUS CORP 3500 0 0 D CHAMPS ENTMT INC DEL 5200 0 0 D CHAMPS ENTMT INC DEL 171400 0 0 D CHAMPS ENTMT INC DEL 88600 0 0 D CHARTER ONE FINL INC 38685 0 0 D CHARLOTTE RUSSE HLDG INC 2650 0 0 D CHARLOTTE RUSSE HLDG INC 220000 0 0 D CHARLOTTE RUSSE HLDG INC 10100 0 0 D CHARMING SHOPPES INC 20300 0 0 D CHARMING SHOPPES INC 794000 0 0 D CHARMING SHOPPES INC 561800 0 0 D CHECKFREE CORP NEW 888866 0 0 D CHECKFREE CORP NEW 760700 0 0 D CHECKFREE CORP NEW 27380 0 0 D CHEVRONTEXACO CORP 70523 0 0 D CHEVRONTEXACO CORP 993920 0 0 D CHEVRONTEXACO CORP 400 0 0 D CHEVRONTEXACO CORP 1095204 0 0 D CHICAGO MERCANTILE HLDGS INC 9200 0 0 D CHICAGO MERCANTILE HLDGS INC 32900 0 0 D CHICAGO MERCANTILE HLDGS INC 500 0 0 D CHICAGO PIZZA & BREWERY INC 86500 0 0 D CHICOS FAS INC 4050 0 0 D CHICOS FAS INC 231600 0 0 D CHICOS FAS INC 10600 0 0 D CHILDRENS PL RETAIL STORES I 11000 0 0 D CHILDRENS PL RETAIL STORES I 359700 0 0 D CHILDRENS PL RETAIL STORES I 253900 0 0 D CHITTENDEN CORP 1500 0 0 D CHITTENDEN CORP 55600 0 0 D CHITTENDEN CORP 42700 0 0 D CHRISTOPHER & BANKS CORP 1000 0 0 D CHRISTOPHER & BANKS CORP 84900 0 0 D CHRISTOPHER & BANKS CORP 3900 0 0 D CHUBB CORP 213703 0 0 D CHUBB CORP 61240 0 0 D CHUBB CORP 18895 0 0 D CHUBB CORP 172450 0 0 D CHUBB CORP 325600 0 0 D CIENA CORP 685456 0 0 D CIENA CORP 2297090 0 0 D CIENA CORP 24821 0 0 D CIENA CORP 820000 0 0 D CIENA CORP 6155000 0 0 D CIENA CORP 40000 0 0 D CIMA LABS INC 1200 0 0 D CIMA LABS INC 99700 0 0
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D CIMA LABS INC 4500 0 0 D CINCINNATI FINL CORP 179126 0 0 D CINCINNATI FINL CORP 301330 0 0 D CINCINNATI FINL CORP 1200 0 0 D CINCINNATI FINL CORP 2970 0 0 D CINERGY CORP 404454 0 0 D CINERGY CORP 239675 0 0 D CINERGY CORP 15835 0 0 D CIRRUS LOGIC INC 31350 0 0 D CIRRUS LOGIC INC 1307100 0 0 D CIRRUS LOGIC INC 1105000 0 0 D CISCO SYS INC 12071433 0 0 D CISCO SYS INC 19700 0 0 D CISCO SYS INC 14084847 0 0 D CISCO SYS INC 2050 0 0 D CISCO SYS INC 2986166 0 0 D CITIGROUP INC 69999 0 0 D CITIGROUP INC 1443573 0 0 D CITIGROUP INC 3684 0 0 D CITIGROUP INC 2958 0 0 D CLAIRES STORES INC 84350 0 0 D CLAIRES STORES INC 368497 0 0 D CLAIRES STORES INC 2750 0 0 D CLEAR CHANNEL COMMUNICATIONS 314737 0 0 D CLEAR CHANNEL COMMUNICATIONS 307574 0 0 D CLEAR CHANNEL COMMUNICATIONS 2173 0 0 D CLEAR CHANNEL COMMUNICATIONS 6075 0 0 D CLOSURE MED CORP 65200 0 0 D CLOSURE MED CORP 378450 0 0 D CLOSURE MED CORP 5900 0 0 D COCA COLA CO 8166 0 0 D COCA COLA CO 660550 0 0 D COCA COLA CO 1000 0 0 D COCA COLA CO 400400 0 0 D COCA COLA ENTERPRISES INC 65878 0 0 D COCA COLA ENTERPRISES INC 732040 0 0 D COCA COLA ENTERPRISES INC 495 0 0 D COCA COLA ENTERPRISES INC 703915 0 0 D COCA-COLA FEMSA S A DE C V 218500 0 0 D COGNEX CORP 1350 0 0 D COGNEX CORP 113100 0 0 D COGNEX CORP 5100 0 0 D COGNIZANT TECHNOLOGY SOLUTIO 850 0 0 D COGNIZANT TECHNOLOGY SOLUTIO 68650 0 0 D COGNIZANT TECHNOLOGY SOLUTIO 3100 0 0 D COLGATE PALMOLIVE CO 1169 0 0 D COLGATE PALMOLIVE CO 10000 0 0 D COMCAST CORP NEW 64 0 0 D COMCAST CORP NEW 79740 0 0 D COMCAST CORP NEW 84342 0 0 D COMCAST CORP NEW 50845 0 0 D COMCAST CORP NEW 504800 0 0 D COMMSCOPE INC 134670 0 0 D COMMSCOPE INC 1082350 0 0 D COMMSCOPE INC 525540 0 0 D COMPANIA DE TELECOMUNICS CHI 23419 0 0 D COMPUTER ASSOC INTL INC 659004 0 0 D COMPUTER ASSOC INTL INC 196540 0 0 D COMPUTER ASSOC INTL INC 28732 0 0 D COMPUTER TASK GROUP INC 19100 0 0 D COMPUTER TASK GROUP INC 646400 0 0 D COMPUTER TASK GROUP INC 486500 0 0 D COMTECH TELECOMMUNICATIONS C 5100 0 0 D COMTECH TELECOMMUNICATIONS C 153100 0 0
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D INTRADO INC COM 46117A100 3884 396300 SH DEFINED 06 09 10 D INTRADO INC COM 46117A100 108 11050 SH DEFINED 08 09 10 D INVERNESS MED INNOVATIONS IN COM 46126P106 22 1650 SH DEFINED 02 09 10 D INVERNESS MED INNOVATIONS IN COM 46126P106 1822 138550 SH DEFINED 06 09 10 D INVERNESS MED INNOVATIONS IN COM 46126P106 84 6350 SH DEFINED 08 09 10 D INVESTORS FINL SERVICES CORP COM 461915100 2961 108100 SH DEFINED 06 09 10 D INVESTORS FINL SERVICES CORP COM 461915100 293 10700 SH DEFINED 08 09 10 D IONICS INC COM 462218108 50 2200 SH DEFINED 02 09 10 D IONICS INC COM 462218108 1753 76900 SH DEFINED 06 09 10 D IONICS INC COM 462218108 1386 60800 SH DEFINED 08 09 10 D IPSCO INC COM 462622101 182 18200 SH DEFINED 02 09 10 D IPSCO INC COM 462622101 851 85100 SH DEFINED 06 09 10 D IPSCO INC COM 462622101 5 500 SH DEFINED 08 09 10 D ISHARES TR S&P500/BAR VAL 464287408 5099 118500 SH DEFINED 06 09 10 D ISHARES TR RUSSELL1000GRW 464287614 7969 218041 SH DEFINED 02 09 10 D ISHARES TR RUSSELL1000GRW 464287614 157 4300 SH DEFINED 06 09 10 D ISHARES TR RUSL 2000 VALU 464287630 2230 20000 SH DEFINED 06 09 10 D ISHARES TR S&P SMLCAP 600 464287804 478 4900 SH DEFINED 06 09 10 D ITRON INC COM 465741106 18 950 SH DEFINED 02 09 10 D ITRON INC COM 465741106 1536 80150 SH DEFINED 06 09 10 D ITRON INC COM 465741106 71 3700 SH DEFINED 08 09 10 D JDS UNIPHASE CORP COM 46612J101 3 1131 SH DEFINED 02 09 10 D JDS UNIPHASE CORP COM 46612J101 1484 600803 SH DEFINED 06 09 10 D JDS UNIPHASE CORP COM 46612J101 41 16567 SH DEFINED 08 09 10 D J JILL GROUP INC COM 466189107 112 8000 SH DEFINED 02 09 10 D J JILL GROUP INC COM 466189107 3057 218700 SH DEFINED 06 09 10 D J JILL GROUP INC COM 466189107 2442 174700 SH DEFINED 08 09 10 D JLG INDS INC COM 466210101 145 19200 SH DEFINED 02 09 10 D JLG INDS INC COM 466210101 4217 560000 SH DEFINED 06 09 10 D JLG INDS INC COM 466210101 2378 315800 SH DEFINED 08 09 10 D J P MORGAN CHASE & CO COM 46625H100 881 36717 SH DEFINED 02 09 10 D J P MORGAN CHASE & CO COM 46625H100 720 30000 SH DEFINED 06 09 10 D J P MORGAN CHASE & CO COM 46625H100 23 950 SH DEFINED 07 09 10 D J P MORGAN CHASE & CO COM 46625H100 14 600 SH DEFINED 08 09 10 D JETBLUE AWYS CORP COM 477143101 786 29100 SH DEFINED 06 09 10 D JOHNSON & JOHNSON COM 478160104 9443 175809 SH DEFINED 02 09 10 D JOHNSON & JOHNSON COM 478160104 35606 662930 SH DEFINED 06 09 10 D JOHNSON & JOHNSON COM 478160104 46 850 SH DEFINED 07 09 10 D JOHNSON & JOHNSON COM 478160104 7384 137472 SH DEFINED 08 09 10 D JONES APPAREL GROUP INC COM 480074103 815 23000 SH DEFINED 06 09 10 D JOURNAL REGISTER CO COM 481138105 103 5800 SH DEFINED 02 09 10 D JOURNAL REGISTER CO COM 481138105 4207 236600 SH DEFINED 06 09 10 D JOURNAL REGISTER CO COM 481138105 2425 136400 SH DEFINED 08 09 10 D JUNIPER NETWORKS INC COM 48203R104 15576 2290588 SH DEFINED 02 09 10 D JUNIPER NETWORKS INC COM 48203R104 7 980 SH DEFINED 03 09 10 D JUNIPER NETWORKS INC COM 48203R104 15689 2307195 SH DEFINED 06 09 10 D JUNIPER NETWORKS INC COM 48203R104 1137 167215 SH DEFINED 08 09 10 D JUNIPER NETWORKS INC NOTE 4.750% 3/1 48203RAA2 550 710000 SH DEFINED 02 09 10 D JUNIPER NETWORKS INC NOTE 4.750% 3/1 48203RAA2 5390 6955000 SH DEFINED 06 09 10 D JUNIPER NETWORKS INC NOTE 4.750% 3/1 48203RAA2 35 45000 SH DEFINED 07 09 10 D KLA-TENCOR CORP COM 482480100 9201 260124 SH DEFINED 02 09 10 D KLA-TENCOR CORP COM 482480100 9943 281100 SH DEFINED 06 09 10 D KLA-TENCOR CORP COM 482480100 200 5650 SH DEFINED 08 09 10 D KT CORP SPONSORED ADR 48268K101 2649 122902 SH DEFINED 02 09 10 D KT CORP SPONSORED ADR 48268K101 1848 85760 SH DEFINED 06 09 10 D KAMAN CORP CL A 483548103 79 7200 SH DEFINED 02 09 10 D KAMAN CORP CL A 483548103 2985 271400 SH DEFINED 06 09 10 D KAMAN CORP CL A 483548103 2246 204200 SH DEFINED 08 09 10 D KEITHLEY INSTRS INC COM 487584104 98 7800 SH DEFINED 02 09 10 D KEITHLEY INSTRS INC COM 487584104 4204 336300 SH DEFINED 06 09 10 D KEITHLEY INSTRS INC COM 487584104 2904 232300 SH DEFINED 08 09 10 D KELLOGG CO COM 487836108 2464 71900 SH DEFINED 02 09 10 D KELLOGG CO COM 487836108 494 14425 SH DEFINED 06 09 10 D KEMET CORP COM 488360108 470 53830 SH DEFINED 02 09 10
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D MERCURY INTERACTIVE CORP COM 589405109 276 9300 SH DEFINED 08 09 10 D MEREDITH CORP COM 589433101 9148 222523 SH DEFINED 02 09 10 D MEREDITH CORP COM 589433101 10267 249750 SH DEFINED 06 09 10 D MEREDITH CORP COM 589433101 177 4300 SH DEFINED 08 09 10 D MERIDIAN GOLD INC COM 589975101 576 32650 SH DEFINED 02 09 10 D MERIDIAN GOLD INC COM 589975101 2359 133825 SH DEFINED 06 09 10 D MERIDIAN GOLD INC COM 589975101 67 3800 SH DEFINED 08 09 10 D MERIX CORP COM 590049102 176 21000 SH DEFINED 06 09 10 D MERRILL LYNCH & CO INC COM 590188108 816 21504 SH DEFINED 02 09 10 D MERRILL LYNCH & CO INC COM 590188108 50545 1331890 SH DEFINED 06 09 10 D MERRILL LYNCH & CO INC COM 590188108 20 515 SH DEFINED 08 09 10 D METRIS COS INC COM 591598107 91 37000 SH DEFINED 02 09 10 D METRIS COS INC COM 591598107 1749 708100 SH DEFINED 06 09 10 D METRIS COS INC COM 591598107 6 2600 SH DEFINED 08 09 10 D METRO GOLDWYN MAYER INC COM 591610100 15959 1227590 SH DEFINED 02 09 10 D METRO GOLDWYN MAYER INC COM 591610100 16075 1236500 SH DEFINED 06 09 10 D METRO GOLDWYN MAYER INC COM 591610100 304 23415 SH DEFINED 08 09 10 D MICREL INC COM 594793101 3467 386054 SH DEFINED 02 09 10 D MICREL INC COM 594793101 7927 882785 SH DEFINED 06 09 10 D MICREL INC COM 594793101 168 18700 SH DEFINED 08 09 10 D MICROSOFT CORP COM 594918104 275580 5330371 SH DEFINED 02 09 10 D MICROSOFT CORP COM 594918104 634 12255 SH DEFINED 03 09 10 D MICROSOFT CORP COM 594918104 361547 6993176 SH DEFINED 06 09 10 D MICROSOFT CORP COM 594918104 72 1400 SH DEFINED 07 09 10 D MICROSOFT CORP COM 594918104 59046 1142091 SH DEFINED 08 09 10 D MICROMUSE INC COM 595094103 759 198800 SH DEFINED 02 09 10 D MICROMUSE INC COM 595094103 6534 1710350 SH DEFINED 06 09 10 D MICROMUSE INC COM 595094103 25 6500 SH DEFINED 08 09 10 D MICRON TECHNOLOGY INC COM 595112103 575 59000 SH DEFINED 06 09 10 D MID ATLANTIC MED SVCS INC COM 59523C107 1063 32800 SH DEFINED 02 09 10 D MID ATLANTIC MED SVCS INC COM 59523C107 4838 149319 SH DEFINED 06 09 10 D MID ATLANTIC MED SVCS INC COM 59523C107 61 1896 SH DEFINED 08 09 10 D MIDWAY GAMES INC COM 598148104 102 24400 SH DEFINED 02 09 10 D MIDWAY GAMES INC COM 598148104 2717 651500 SH DEFINED 06 09 10 D MIDWAY GAMES INC COM 598148104 2100 503600 SH DEFINED 08 09 10 D MILLENNIUM PHARMACEUTICALS I COM 599902103 935 117750 SH DEFINED 02 09 10 D MILLENNIUM PHARMACEUTICALS I COM 599902103 1958 246650 SH DEFINED 06 09 10 D MILLENNIUM PHARMACEUTICALS I COM 599902103 7 900 SH DEFINED 08 09 10 D MILLER HERMAN INC COM 600544100 182 9900 SH DEFINED 02 09 10 D MILLER HERMAN INC COM 600544100 6526 354700 SH DEFINED 06 09 10 D MILLER HERMAN INC COM 600544100 6142 333800 SH DEFINED 08 09 10 D MIRAMAR MINING CORP COM 60466E100 691 540000 SH DEFINED 06 09 10 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 1828 341614 SH DEFINED 02 09 10 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 253 6820 SH DEFINED 02 09 10 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1708 46000 SH DEFINED 06 09 10 D MODTECH HLDGS INC COM 60783C100 683 70400 SH DEFINED 06 09 10 D MODTECH HLDGS INC COM 60783C100 664 68500 SH DEFINED 08 09 10 D MONOLITHIC SYS TECHNOLOGY IN COM 609842109 396 32800 SH DEFINED 06 09 10 D MOORE LTD COM 615785102 39 4300 SH DEFINED 02 09 10 D MOORE LTD COM 615785102 2162 237600 SH DEFINED 06 09 10 D MOORE LTD COM 615785102 1141 125400 SH DEFINED 08 09 10 D MORGAN STANLEY COM NEW 617446448 1478 37035 SH DEFINED 02 09 10 D MORGAN STANLEY COM NEW 617446448 25021 626777 SH DEFINED 06 09 10 D MORGAN STANLEY COM NEW 617446448 32968 825845 SH DEFINED 08 09 10 D MOTOROLA INC COM 620076109 13194 1525267 SH DEFINED 02 09 10 D MOTOROLA INC COM 620076109 54775 6332322 SH DEFINED 06 09 10 D MOTOROLA INC COM 620076109 39 4505 SH DEFINED 07 09 10 D MOTOROLA INC COM 620076109 40992 4738977 SH DEFINED 08 09 10 D MYLAN LABS INC COM 628530107 11846 339417 SH DEFINED 02 09 10 D MYLAN LABS INC COM 628530107 25334 725900 SH DEFINED 06 09 10 D MYLAN LABS INC COM 628530107 443 12688 SH DEFINED 08 09 10 D MYRIAD GENETICS INC COM 62855J104 963 65968 SH DEFINED 02 09 10 D MYRIAD GENETICS INC COM 62855J104 2036 139425 SH DEFINED 06 09 10 D MYRIAD GENETICS INC COM 62855J104 48 3300 SH DEFINED 08 09 10
D MERCURY INTERACTIVE CORP 9300 0 0 D MEREDITH CORP 222523 0 0 D MEREDITH CORP 249750 0 0 D MEREDITH CORP 4300 0 0 D MERIDIAN GOLD INC 32650 0 0 D MERIDIAN GOLD INC 133825 0 0 D MERIDIAN GOLD INC 3800 0 0 D MERIX CORP 21000 0 0 D MERRILL LYNCH & CO INC 21504 0 0 D MERRILL LYNCH & CO INC 1331890 0 0 D MERRILL LYNCH & CO INC 515 0 0 D METRIS COS INC 37000 0 0 D METRIS COS INC 708100 0 0 D METRIS COS INC 2600 0 0 D METRO GOLDWYN MAYER INC 1227590 0 0 D METRO GOLDWYN MAYER INC 1236500 0 0 D METRO GOLDWYN MAYER INC 23415 0 0 D MICREL INC 386054 0 0 D MICREL INC 882785 0 0 D MICREL INC 18700 0 0 D MICROSOFT CORP 5330371 0 0 D MICROSOFT CORP 12255 0 0 D MICROSOFT CORP 6993176 0 0 D MICROSOFT CORP 1400 0 0 D MICROSOFT CORP 1142091 0 0 D MICROMUSE INC 198800 0 0 D MICROMUSE INC 1710350 0 0 D MICROMUSE INC 6500 0 0 D MICRON TECHNOLOGY INC 59000 0 0 D MID ATLANTIC MED SVCS INC 32800 0 0 D MID ATLANTIC MED SVCS INC 149319 0 0 D MID ATLANTIC MED SVCS INC 1896 0 0 D MIDWAY GAMES INC 24400 0 0 D MIDWAY GAMES INC 651500 0 0 D MIDWAY GAMES INC 503600 0 0 D MILLENNIUM PHARMACEUTICALS I 117750 0 0 D MILLENNIUM PHARMACEUTICALS I 246650 0 0 D MILLENNIUM PHARMACEUTICALS I 900 0 0 D MILLER HERMAN INC 9900 0 0 D MILLER HERMAN INC 354700 0 0 D MILLER HERMAN INC 333800 0 0 D MIRAMAR MINING CORP 540000 0 0 D MITSUBISHI TOKYO FINL GROUP 341614 0 0 D MOBILE TELESYSTEMS OJSC 6820 0 0 D MOBILE TELESYSTEMS OJSC 46000 0 0 D MODTECH HLDGS INC 70400 0 0 D MODTECH HLDGS INC 68500 0 0 D MONOLITHIC SYS TECHNOLOGY IN 32800 0 0 D MOORE LTD 4300 0 0 D MOORE LTD 237600 0 0 D MOORE LTD 125400 0 0 D MORGAN STANLEY 37035 0 0 D MORGAN STANLEY 626777 0 0 D MORGAN STANLEY 825845 0 0 D MOTOROLA INC 1525267 0 0 D MOTOROLA INC 6332322 0 0 D MOTOROLA INC 4505 0 0 D MOTOROLA INC 4738977 0 0 D MYLAN LABS INC 339417 0 0 D MYLAN LABS INC 725900 0 0 D MYLAN LABS INC 12688 0 0 D MYRIAD GENETICS INC 65968 0 0 D MYRIAD GENETICS INC 139425 0 0 D MYRIAD GENETICS INC 3300 0 0
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D NCR CORP NEW 270039 0 0 D NCR CORP NEW 81825 0 0 D NCR CORP NEW 11795 0 0 D NASDAQ 100 TR 633689 0 0 D NASDAQ 100 TR 209775 0 0 D NASDAQ 100 TR 134900 0 0 D NATIONAL FUEL GAS CO N J 30000 0 0 D NATIONAL SEMICONDUCTOR CORP 1488231 0 0 D NATIONAL SEMICONDUCTOR CORP 1681400 0 0 D NATIONAL SEMICONDUCTOR CORP 32950 0 0 D NEIMAN MARCUS GROUP INC 4100 0 0 D NEIMAN MARCUS GROUP INC 135000 0 0 D NEIMAN MARCUS GROUP INC 116200 0 0 D NELSON THOMAS INC 93050 0 0 D NELSON THOMAS INC 491200 0 0 D NELSON THOMAS INC 191150 0 0 D NETBANK INC 55100 0 0 D NETBANK INC 268000 0 0 D NETBANK INC 1150 0 0 D NETWORKS ASSOCS INC 1155548 0 0 D NETWORKS ASSOCS INC 1886050 0 0 D NETWORKS ASSOCS INC 424950 0 0 D NET BANK INC SUB NT CVT 50000 0 0 D NETIQ CORP 268893 0 0 D NETIQ CORP 885565 0 0 D NETIQ CORP 10400 0 0 D NETWORK APPLIANCE INC 23072936 0 0 D NETWORK APPLIANCE INC 39200 0 0 D NETWORK APPLIANCE INC 25364905 0 0 D NETWORK APPLIANCE INC 2351040 0 0 D NEW YORK CMNTY BANCORP INC 24400 0 0 D NEWELL RUBBERMAID INC 11400 0 0 D NEWELL RUBBERMAID INC 550 0 0 D NEWFIELD EXPL CO 13000 0 0 D NEWFIELD EXPL CO 60050 0 0 D NEWFIELD EXPL CO 200 0 0 D NEWMONT MINING CORP 270544 0 0 D NEWMONT MINING CORP 350 0 0 D NEWMONT MINING CORP 1418 0 0 D NEWPORT CORP 181132 0 0 D NEWPORT CORP 1037290 0 0 D NEWPORT CORP 373800 0 0 D NEXTEL COMMUNICATIONS INC 10340000 0 0 D NEXTEL COMMUNICATIONS INC 12025000 0 0 D NEXTEL COMMNS INC CVT SR NTS 80000 0 0 D NEXTEL PARTNERS INC 134601 0 0 D NEXTEL PARTNERS INC 1574846 0 0 D NEXTEL PARTNERS INC 652530 0 0 D NICOR INC 94600 0 0 D 99 CENTS ONLY STORES 265315 0 0 D 99 CENTS ONLY STORES 653987 0 0 D 99 CENTS ONLY STORES 17332 0 0 D NIPPON TELEG & TEL CORP 136784 0 0 D NOKIA CORP 90457 0 0 D NOBLE ENERGY INC 3700 0 0 D NOBLE ENERGY INC 197200 0 0 D NORDSTROM INC 200000 0 0 D NORFOLK SOUTHERN CORP 123119 0 0 D NORFOLK SOUTHERN CORP 1363800 0 0 D NORFOLK SOUTHERN CORP 1470 0 0 D NORFOLK SOUTHERN CORP 514795 0 0 D NORTH AMERN PALLADIUM LTD 75050 0 0 D NORTH AMERN PALLADIUM LTD 252800 0 0 D NORTH AMERN PALLADIUM LTD 1000 0 0
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* 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.