-----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, CkNPbEbJXXMmRi7UCopA2iAD5acX1iHB3qAXfgQHOPNyZpYElJ5CSsT+FnTMlz90 3EI1nsPO6vbykEG134gjSg== 0001047469-06-010219.txt : 20060802 0001047469-06-010219.hdr.sgml : 20060802 20060802132649 ACCESSION NUMBER: 0001047469-06-010219 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060630 FILED AS OF DATE: 20060802 DATE AS OF CHANGE: 20060802 EFFECTIVENESS DATE: 20060802 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TCW GROUP INC CENTRAL INDEX KEY: 0000850401 STANDARD INDUSTRIAL CLASSIFICATION: REAL ESTATE INVESTMENT TRUSTS [6798] IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02494 FILM NUMBER: 06997179 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 a2172287z13f-hr.txt FORM 13-F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2006 ----------------------- Check Here if Amendment / /; Amendment Number: --------- This Amendment (Check only one.): / / is a restatement. / / adds new holdings entries. Institutional Investment Manager Filing this Report: Name: The TCW Group, Inc. ------------------------------- Address: 865 South Figueroa Street ------------------------------- Suite 1800 ------------------------------- Los Angeles, CA 90017 ------------------------------- Form 13F File Number: 28-02494 --------------------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Philip K. Holl ------------------------------- Title: Senior Vice President ------------------------------- Phone: 213-244-0290 ------------------------------- Signature, Place, and Date of Signing: /s/ Philip K. Holl Los Angeles, CA August 1, 2006 ------------------------------- ----------------- -------------- [Signature] [City, State] [Date] Report Type (Check only one.): /X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) / / 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) / / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) 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: 8 -------------------- Form 13F Information Table Entry Total: 2,256 (data records) -------------------- Form 13F Information Table Value Total: $ 52,266,177 -------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 01 028-06683 TCW INVESTMENT MANAGEMENT COMPANY ------ ----------------- ---------------------------------------- 02 028-06697 TCW ASSET MANAGEMENT COMPANY ------ ----------------- ---------------------------------------- 03 028-06679 TCW CAPITAL INVESTMENT CORP ------ ----------------- ---------------------------------------- 04 028-06681 TRUST COMPANY OF THE WEST ------ ----------------- ---------------------------------------- 05 028-06685 TCW ADVISORS INC ------ ----------------- ---------------------------------------- 06 000-00000 ASIAVEST PARTNERS, TCW/YFY LTD. ------ ----------------- ---------------------------------------- 07 000-00000 SOCIETE GENERALE ASSET MANAGEMENT, S.A.* ------ ----------------- ---------------------------------------- 08 000-00000 SOCIETE GENERALE, S.A.* ------ ----------------- ---------------------------------------- FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE D ASPEN INSURANCE HOLDINGS LTD SHS G05384105 272 11700 SH DEFINED 01 07 08 11700 0 0 D ASPEN INSURANCE HOLDINGS LTD SHS G05384105 8962 384782 SH DEFINED 02 07 08 309282 0 75500 D ASPEN INSURANCE HOLDINGS LTD SHS G05384105 4390 188494 SH DEFINED 04 07 08 188494 0 0 D AXIS CAPITAL HOLDINGS SHS G0692U109 2725 95240 SH DEFINED 01 07 08 95240 0 0 D AXIS CAPITAL HOLDINGS SHS G0692U109 1276 44600 SH DEFINED 02 07 08 0 0 44600 D AXIS CAPITAL HOLDINGS SHS G0692U109 2 68 SH DEFINED 03 07 08 68 0 0 D ACCENTURE LTD BERMUDA CL A G1150G111 1179 41640 SH DEFINED 01 07 08 41640 0 0 D CREDICORP LTD COM G2519Y108 221 7400 SH DEFINED 02 07 08 7400 0 0 D CRM HOLDINGS LTD COM G2554P103 145 13840 SH DEFINED 01 07 08 13840 0 0 D CRM HOLDINGS LTD COM G2554P103 5840 557830 SH DEFINED 02 07 08 468673 0 89157 D CRM HOLDINGS LTD COM G2554P103 2328 222346 SH DEFINED 04 07 08 222346 0 0 D ENDURANCE SPECIALTY HLDGS LT SHS G30397106 118 3700 SH DEFINED 01 07 08 3700 0 0 D ENDURANCE SPECIALTY HLDGS LT SHS G30397106 4011 125350 SH DEFINED 02 07 08 101450 0 23900 D ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1917 59920 SH DEFINED 04 07 08 59920 0 0 D FOSTER WHEELER LTD SHS NEW G36535139 10519 243484 SH DEFINED 01 07 08 224784 0 18700 D FOSTER WHEELER LTD SHS NEW G36535139 6002 138925 SH DEFINED 02 07 08 46925 0 92000 D FOSTER WHEELER LTD SHS NEW G36535139 1984 45925 SH DEFINED 04 07 08 45925 0 0 D GLOBALSANTAFE CORP SHS G3930E101 2408 41700 SH DEFINED 01 07 08 41700 0 0 D GLOBALSANTAFE CORP SHS G3930E101 8345 144500 SH DEFINED 02 07 08 62150 0 82350 D GLOBALSANTAFE CORP SHS G3930E101 66 1150 SH DEFINED 04 07 08 1150 0 0 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 13124 296061 SH DEFINED 01 07 08 267611 0 28450 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 4292 96810 SH DEFINED 02 07 08 91690 0 5120 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3281 74020 SH DEFINED 04 07 08 74020 0 0 D MAX RE CAPITAL LTD HAMILTON SHS G6052F103 4983 228161 SH DEFINED 01 07 08 228161 0 0 D MAX RE CAPITAL LTD HAMILTON SHS G6052F103 14542 665850 SH DEFINED 02 07 08 358550 0 307300 D MAX RE CAPITAL LTD HAMILTON SHS G6052F103 1474 67507 SH DEFINED 04 07 08 67507 0 0 D NOBLE CORPORATION SHS G65422100 6208 83419 SH DEFINED 01 07 08 83419 0 0 D NOBLE CORPORATION SHS G65422100 152185 2044950 SH DEFINED 02 07 08 1304455 0 740495 D NOBLE CORPORATION SHS G65422100 68 920 SH DEFINED 03 07 08 920 0 0 D NOBLE CORPORATION SHS G65422100 105211 1413740 SH DEFINED 04 07 08 53040 1360700 0 D SINA CORP ORD G81477104 9733 389618 SH DEFINED 01 07 08 363618 0 26000 D SINA CORP ORD G81477104 11092 444040 SH DEFINED 02 07 08 146220 0 297820 D SINA CORP ORD G81477104 997 39925 SH DEFINED 04 07 08 39925 0 0 D SINA CORP ORD G81477104 30 1220 SH DEFINED 05 07 08 1220 0 0 D UTI WORLDWIDE INC ORD G87210103 8457 335214 SH DEFINED 01 07 08 294614 0 40600 D UTI WORLDWIDE INC ORD G87210103 13093 518945 SH DEFINED 02 07 08 101800 0 417145 D UTI WORLDWIDE INC ORD G87210103 21 843 SH DEFINED 03 07 08 843 0 0 D UTI WORLDWIDE INC ORD G87210103 24143 956915 SH DEFINED 04 07 08 315 956600 0 D TRANSOCEAN INC ORD G90078109 19382 241308 SH DEFINED 01 07 08 213308 0 28000 D TRANSOCEAN INC ORD G90078109 120526 1500576 SH DEFINED 02 07 08 886101 0 614475 D TRANSOCEAN INC ORD G90078109 78 977 SH DEFINED 03 07 08 977 0 0 D TRANSOCEAN INC ORD G90078109 166725 2075758 SH DEFINED 04 07 08 33790 2041968 0 D WEATHERFORD INTERNATIONAL LT COM G95089101 33296 671028 SH DEFINED 01 07 08 620128 0 50900 D WEATHERFORD INTERNATIONAL LT COM G95089101 31052 625800 SH DEFINED 02 07 08 423700 0 202100 D WEATHERFORD INTERNATIONAL LT COM G95089101 60117 1211550 SH DEFINED 04 07 08 8050 1203500 0 D WILLIS GROUP HOLDINGS LTD SHS G96655108 44035 1371806 SH DEFINED 01 07 08 1332156 0 39650 D WILLIS GROUP HOLDINGS LTD SHS G96655108 34445 1073050 SH DEFINED 02 07 08 959350 0 113700 D WILLIS GROUP HOLDINGS LTD SHS G96655108 21 650 SH DEFINED 03 07 08 650 0 0 D WILLIS GROUP HOLDINGS LTD SHS G96655108 713 22200 SH DEFINED 04 07 08 22200 0 0 D UBS AG NAMEN AKT H8920M855 8606 78450 SH DEFINED 01 07 08 78450 0 0 D UBS AG NAMEN AKT H8920M855 9357 85300 SH DEFINED 02 07 08 4500 0 80800 D UBS AG NAMEN AKT H8920M855 62 565 SH DEFINED 03 07 08 565 0 0 D UBS AG NAMEN AKT H8920M855 64361 586700 SH DEFINED 04 07 08 0 586700 0 D SCOPUS VIDEO NETWORKS LTD SHS M8260H106 69 12000 SH DEFINED 02 07 08 12000 0 0 D ACCO BRANDS CORP COM 00081T108 74 3400 SH DEFINED 01 07 08 3400 0 0 D ACCO BRANDS CORP COM 00081T108 3370 153900 SH DEFINED 02 07 08 132250 0 21650 D ACCO BRANDS CORP COM 00081T108 1190 54325 SH DEFINED 04 07 08 54325 0 0 D A C MOORE ARTS & CRAFTS INC COM 00086T103 122 7450 SH DEFINED 01 07 08 7450 0 0 D A C MOORE ARTS & CRAFTS INC COM 00086T103 5584 342373 SH DEFINED 02 07 08 294328 0 48045 D A C MOORE ARTS & CRAFTS INC COM 00086T103 1963 120355 SH DEFINED 04 07 08 120355 0 0 D A D C TELECOMMUNICATIONS COM NEW 000886309 36175 2145586 SH DEFINED 01 07 08 2081386 0 64200
D A D C TELECOMMUNICATIONS COM NEW 000886309 27742 1645450 SH DEFINED 02 07 08 1458450 0 187000 D A D C TELECOMMUNICATIONS COM NEW 000886309 616 36550 SH DEFINED 04 07 08 36550 0 0 D AFLAC INC COM 001055102 129138 2786158 SH DEFINED 01 07 08 2779308 0 6850 D AFLAC INC COM 001055102 89939 1940440 SH DEFINED 02 07 08 1440819 0 499621 D AFLAC INC COM 001055102 26 556 SH DEFINED 03 07 08 556 0 0 D AFLAC INC COM 001055102 10226 220629 SH DEFINED 04 07 08 220279 0 350 D AGCO CORP COM 001084102 6148 233584 SH DEFINED 01 07 08 233584 0 0 D AGCO CORP COM 001084102 15287 580800 SH DEFINED 02 07 08 202400 0 378400 D AGCO CORP COM 001084102 54 2050 SH DEFINED 04 07 08 2050 0 0 D AT&T INC COM 00206R102 289198 10369224 SH DEFINED 01 07 08 8762446 0 1606778 D AT&T INC COM 00206R102 37015 1327185 SH DEFINED 02 07 08 1174708 0 152477 D AT&T INC COM 00206R102 1337 47955 SH DEFINED 04 07 08 41280 0 6675 D ATMI INC COM 00207R101 192 7815 SH DEFINED 01 07 08 7815 0 0 D ATMI INC COM 00207R101 8787 356916 SH DEFINED 02 07 08 306506 0 50410 D ATMI INC COM 00207R101 3106 126168 SH DEFINED 04 07 08 126168 0 0 D ABAXIS INC COM 002567105 12284 549132 SH DEFINED 01 07 08 511282 0 37850 D ABAXIS INC COM 002567105 12661 565960 SH DEFINED 02 07 08 208255 0 357705 D ABAXIS INC COM 002567105 21 920 SH DEFINED 03 07 08 920 0 0 D ABAXIS INC COM 002567105 160 7165 SH DEFINED 04 07 08 7165 0 0 D ABBOTT LABS COM 002824100 1527 35022 SH DEFINED 01 07 08 35022 0 0 D ACCREDITED HOME LENDRS HLDG COM 00437P107 2919 61060 SH DEFINED 01 07 08 61060 0 0 D ACCREDITED HOME LENDRS HLDG COM 00437P107 7700 161050 SH DEFINED 02 07 08 57050 0 104000 D ACCREDITED HOME LENDRS HLDG COM 00437P107 26 550 SH DEFINED 04 07 08 550 0 0 D ACTIVISION INC NEW COM NEW 004930202 14278 1254616 SH DEFINED 01 07 08 1225301 0 29315 D ACTIVISION INC NEW COM NEW 004930202 7963 699717 SH DEFINED 02 07 08 615137 0 84580 D ACTIVISION INC NEW COM NEW 004930202 185 16255 SH DEFINED 04 07 08 16255 0 0 D ACTUANT CORP CL A NEW 00508X203 30 600 SH DEFINED 01 07 08 600 0 0 D ACTUANT CORP CL A NEW 00508X203 1376 27550 SH DEFINED 02 07 08 23800 0 3750 D ACTUANT CORP CL A NEW 00508X203 480 9600 SH DEFINED 04 07 08 9600 0 0 D ADESA INC COM 00686U104 151 6800 SH DEFINED 01 07 08 6800 0 0 D ADESA INC COM 00686U104 6987 314145 SH DEFINED 02 07 08 270045 0 44100 D ADESA INC COM 00686U104 2446 109993 SH DEFINED 04 07 08 109993 0 0 D ADOBE SYS INC COM 00724F101 237909 7836259 SH DEFINED 01 07 08 7817209 0 19050 D ADOBE SYS INC COM 00724F101 174004 5731371 SH DEFINED 02 07 08 4315451 0 1415920 D ADOBE SYS INC COM 00724F101 18693 615705 SH DEFINED 04 07 08 614780 0 925 D ADVISORY BRD CO COM 00762W107 15995 332613 SH DEFINED 01 07 08 307813 0 24800 D ADVISORY BRD CO COM 00762W107 7490 155745 SH DEFINED 02 07 08 63495 0 92250 D ADVISORY BRD CO COM 00762W107 5 109 SH DEFINED 03 07 08 109 0 0 D ADVISORY BRD CO COM 00762W107 3625 75385 SH DEFINED 04 07 08 75385 0 0 D AEROFLEX INC COM 007768104 924 79150 SH DEFINED 02 07 08 79150 0 0 D AES TR III PFD CV 6.75% 00808N202 1989 42100 SH DEFINED 01 07 08 42100 0 0 D AES TR III PFD CV 6.75% 00808N202 76 1600 SH DEFINED 03 07 08 1600 0 0 D AETNA INC NEW COM 00817Y108 100186 2509045 SH DEFINED 01 07 08 2101145 0 407900 D AETNA INC NEW COM 00817Y108 13747 344285 SH DEFINED 02 07 08 304685 0 39600 D AETNA INC NEW COM 00817Y108 5 120 SH DEFINED 03 07 08 120 0 0 D AETNA INC NEW COM 00817Y108 490 12280 SH DEFINED 04 07 08 10520 0 1760 D AFFORDABLE RESIDENTIAL CMTYS COM 008273104 4212 391819 SH DEFINED 01 07 08 391819 0 0 D AFFORDABLE RESIDENTIAL CMTYS COM 008273104 9061 842850 SH DEFINED 02 07 08 370450 0 472400 D AFFORDABLE RESIDENTIAL CMTYS COM 008273104 39 3600 SH DEFINED 04 07 08 3600 0 0 D AGERE SYS INC NOTE 6.500%12/1 00845VAA8 2116 2140000 PRN DEFINED 01 07 08 2140000 0 0 D AGERE SYS INC NOTE 6.500%12/1 00845VAA8 5377 5438000 PRN DEFINED 02 07 08 5293000 0 145000 D AGERE SYS INC NOTE 6.500%12/1 00845VAA8 119 120000 PRN DEFINED 03 07 08 120000 0 0 D AGILE SOFTWARE CORP DEL COM 00846X105 81 12850 SH DEFINED 01 07 08 12850 0 0 D AGILE SOFTWARE CORP DEL COM 00846X105 3713 585620 SH DEFINED 02 07 08 502870 0 82750 D AGILE SOFTWARE CORP DEL COM 00846X105 1317 207753 SH DEFINED 04 07 08 207753 0 0 D AIR PRODS & CHEMS INC COM 009158106 23091 361255 SH DEFINED 01 07 08 361255 0 0 D AIR PRODS & CHEMS INC COM 009158106 89923 1406812 SH DEFINED 02 07 08 901412 0 505400 D AIR PRODS & CHEMS INC COM 009158106 38 600 SH DEFINED 03 07 08 600 0 0 D AIR PRODS & CHEMS INC COM 009158106 79815 1248670 SH DEFINED 04 07 08 35520 1213150 0 D AKAMAI TECHNOLOGIES INC COM 00971T101 18 500 SH DEFINED 01 07 08 500 0 0 D AKAMAI TECHNOLOGIES INC COM 00971T101 910 25140 SH DEFINED 02 07 08 22900 0 2240 D AKAMAI TECHNOLOGIES INC COM 00971T101 16 430 SH DEFINED 03 07 08 430 0 0 D ALBANY MOLECULAR RESH INC COM 012423109 4586 429357 SH DEFINED 01 07 08 429357 0 0 D ALBANY MOLECULAR RESH INC COM 012423109 10824 1013500 SH DEFINED 02 07 08 357200 0 656300
D ALBANY MOLECULAR RESH INC COM 012423109 37 3450 SH DEFINED 04 07 08 3450 0 0 D ALEXION PHARMACEUTICALS INC COM 015351109 2091 57902 SH DEFINED 01 07 08 57902 0 0 D ALEXION PHARMACEUTICALS INC COM 015351109 4726 130850 SH DEFINED 02 07 08 25050 0 105800 D ALEXION PHARMACEUTICALS INC COM 015351109 5 140 SH DEFINED 03 07 08 140 0 0 D ALEXION PHARMACEUTICALS INC COM 015351109 5 125 SH DEFINED 04 07 08 125 0 0 D ALKERMES INC NOTE 3.750% 2/1 01642TAB4 56 60000 PRN DEFINED 03 07 08 60000 0 0 D ALLEGHENY TECHNOLOGIES INC COM 01741R102 2137 30858 SH DEFINED 01 07 08 30858 0 0 D ALLEGHENY TECHNOLOGIES INC COM 01741R102 3922 56650 SH DEFINED 02 07 08 23950 0 32700 D ALLEGHENY TECHNOLOGIES INC COM 01741R102 17 250 SH DEFINED 04 07 08 250 0 0 D ALLERGAN INC COM 018490102 2430 22657 SH DEFINED 01 07 08 22657 0 0 D ALLERGAN INC COM 018490102 1105 10300 SH DEFINED 02 07 08 0 0 10300 D ALLERGAN INC COM 018490102 2 16 SH DEFINED 03 07 08 16 0 0 D ALLIANCE DATA SYSTEMS CORP COM 018581108 24867 422758 SH DEFINED 01 07 08 385308 0 37450 D ALLIANCE DATA SYSTEMS CORP COM 018581108 13763 233990 SH DEFINED 02 07 08 113595 0 120395 D ALLIANCE DATA SYSTEMS CORP COM 018581108 4176 70995 SH DEFINED 04 07 08 70995 0 0 D ALLIANT TECHSYSTEMS INC COM 018804104 44876 587770 SH DEFINED 01 07 08 572720 0 15050 D ALLIANT TECHSYSTEMS INC COM 018804104 42831 560985 SH DEFINED 02 07 08 498565 0 62420 D ALLIANT TECHSYSTEMS INC COM 018804104 668 8750 SH DEFINED 04 07 08 8750 0 0 D ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 3250 286066 SH DEFINED 01 07 08 286066 0 0 D ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 12670 1115350 SH DEFINED 02 07 08 677750 0 437600 D ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 28 2450 SH DEFINED 04 07 08 2450 0 0 D ALLOY INC NEW COM 019855303 49 4657 SH DEFINED 01 07 08 4657 0 0 D ALLOY INC NEW COM 019855303 2249 214413 SH DEFINED 02 07 08 184400 0 30013 D ALLOY INC NEW COM 019855303 782 74575 SH DEFINED 04 07 08 74575 0 0 D ALLSTATE CORP COM 020002101 1396 25513 SH DEFINED 01 07 08 25513 0 0 D ALLSTATE CORP COM 020002101 4849 88590 SH DEFINED 02 07 08 38160 0 50430 D ALLSTATE CORP COM 020002101 41 745 SH DEFINED 04 07 08 745 0 0 D ALLTEL CORP COM 020039103 30412 476448 SH DEFINED 01 07 08 476448 0 0 D ALLTEL CORP COM 020039103 2081 32600 SH DEFINED 02 07 08 7900 0 24700 D ALPHARMA INC CL A 020813101 2549 106028 SH DEFINED 01 07 08 106028 0 0 D ALPHARMA INC CL A 020813101 6214 258500 SH DEFINED 02 07 08 89100 0 169400 D ALPHARMA INC CL A 020813101 22 900 SH DEFINED 04 07 08 900 0 0 D ALTERA CORP COM 021441100 12 696 SH DEFINED 01 07 08 696 0 0 D ALTERA CORP COM 021441100 583 33215 SH DEFINED 02 07 08 30300 0 2915 D ALTRIA GROUP INC COM 02209S103 4397 59879 SH DEFINED 01 07 08 59879 0 0 D ALTRIA GROUP INC COM 02209S103 1021 13900 SH DEFINED 02 07 08 0 0 13900 D ALTRIA GROUP INC COM 02209S103 2 25 SH DEFINED 03 07 08 25 0 0 D ALZA CORP SDCV 7/2 02261WAB5 5679 6904000 PRN DEFINED 02 07 08 6707000 0 197000 D ALZA CORP SDCV 7/2 02261WAB5 86 105000 PRN DEFINED 03 07 08 105000 0 0 D AMAZON COM INC COM 023135106 588734 15220624 SH DEFINED 01 07 08 15184494 0 36130 D AMAZON COM INC COM 023135106 409608 10589656 SH DEFINED 02 07 08 7936775 0 2652881 D AMAZON COM INC COM 023135106 24 620 SH DEFINED 03 07 08 620 0 0 D AMAZON COM INC COM 023135106 44876 1160184 SH DEFINED 04 07 08 1158384 0 1800 D AMBAC FINL GROUP INC COM 023139108 5 65 SH DEFINED 01 07 08 65 0 0 D AMBAC FINL GROUP INC COM 023139108 10275 126700 SH DEFINED 02 07 08 126700 0 0 D AMCOMP INC COM 02342J101 1723 163445 SH DEFINED 01 07 08 163445 0 0 D AMCOMP INC COM 02342J101 5291 502000 SH DEFINED 02 07 08 173900 0 328100 D AMCOMP INC COM 02342J101 18 1750 SH DEFINED 04 07 08 1750 0 0 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 1 21 SH DEFINED 01 07 08 21 0 0 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 3896 117150 SH DEFINED 02 07 08 0 0 117150 D AMERICAN DENTAL PARTNERS COM 025353103 1006 65900 SH DEFINED 01 07 08 65900 0 0 D AMERICAN DENTAL PARTNERS COM 025353103 4235 277550 SH DEFINED 02 07 08 94150 0 183400 D AMERICAN DENTAL PARTNERS COM 025353103 14 900 SH DEFINED 04 07 08 900 0 0 D AMERICAN ELEC PWR INC COM 025537101 186201 5436539 SH DEFINED 01 07 08 4591039 0 845500 D AMERICAN ELEC PWR INC COM 025537101 23156 676078 SH DEFINED 02 07 08 598278 0 77800 D AMERICAN ELEC PWR INC COM 025537101 838 24465 SH DEFINED 04 07 08 20945 0 3520 D AMERICAN EXPRESS CO COM 025816109 124133 2332445 SH DEFINED 01 07 08 1913645 0 418800 D AMERICAN EXPRESS CO COM 025816109 29902 561859 SH DEFINED 02 07 08 360609 0 201250 D AMERICAN EXPRESS CO COM 025816109 34046 639719 SH DEFINED 04 07 08 11024 627000 1695 D AMERICAN INTL GROUP INC COM 026874107 375833 6364653 SH DEFINED 01 07 08 5841082 0 523571 D AMERICAN INTL GROUP INC COM 026874107 285893 4841541 SH DEFINED 02 07 08 3430473 0 1411068 D AMERICAN INTL GROUP INC COM 026874107 109 1842 SH DEFINED 03 07 08 1842 0 0 D AMERICAN INTL GROUP INC COM 026874107 133222 2256084 SH DEFINED 04 07 08 290807 1962800 2477 D AMERICAN TOWER CORP CL A 029912201 6545 210315 SH DEFINED 01 07 08 168215 0 42100
D AMERICAN TOWER CORP CL A 029912201 5788 186000 SH DEFINED 02 07 08 9600 0 176400 D AMERICAN TOWER CORP CL A 029912201 19 625 SH DEFINED 03 07 08 625 0 0 D AMERICAN TOWER CORP CL A 029912201 40988 1317100 SH DEFINED 04 07 08 0 1317100 0 D AMERICAN VANGUARD CORP COM 030371108 27 1755 SH DEFINED 01 07 08 1755 0 0 D AMERICAN VANGUARD CORP COM 030371108 1228 79360 SH DEFINED 02 07 08 67940 0 11420 D AMERICAN VANGUARD CORP COM 030371108 448 28935 SH DEFINED 04 07 08 28935 0 0 D AMGEN INC COM 031162100 247043 3787263 SH DEFINED 01 07 08 3755113 0 32150 D AMGEN INC COM 031162100 171653 2631500 SH DEFINED 02 07 08 1894544 0 736956 D AMGEN INC COM 031162100 90 1385 SH DEFINED 03 07 08 1385 0 0 D AMGEN INC COM 031162100 60229 923340 SH DEFINED 04 07 08 274590 648300 450 D AMGEN INC NOTE 3/0 031162AL4 81 110000 PRN DEFINED 03 07 08 110000 0 0 D AMIS HLDGS INC COM 031538101 152 15200 SH DEFINED 01 07 08 15200 0 0 D AMIS HLDGS INC COM 031538101 6923 692309 SH DEFINED 02 07 08 595203 0 97106 D AMIS HLDGS INC COM 031538101 2448 244841 SH DEFINED 04 07 08 244841 0 0 D ANADARKO PETE CORP COM 032511107 1204 25238 SH DEFINED 01 07 08 25238 0 0 D ANADARKO PETE CORP COM 032511107 4130 86600 SH DEFINED 02 07 08 37300 0 49300 D ANADARKO PETE CORP COM 032511107 33 700 SH DEFINED 04 07 08 700 0 0 D ANALOG DEVICES INC COM 032654105 50735 1578567 SH DEFINED 01 07 08 1546467 0 32100 D ANALOG DEVICES INC COM 032654105 39682 1234650 SH DEFINED 02 07 08 1103950 0 130700 D ANALOG DEVICES INC COM 032654105 21 660 SH DEFINED 03 07 08 660 0 0 D ANALOG DEVICES INC COM 032654105 805 25050 SH DEFINED 04 07 08 25050 0 0 D ANALOGIC CORP COM PAR $0.05 032657207 124 2650 SH DEFINED 01 07 08 2650 0 0 D ANALOGIC CORP COM PAR $0.05 032657207 6108 131037 SH DEFINED 02 07 08 113992 0 17045 D ANALOGIC CORP COM PAR $0.05 032657207 1980 42482 SH DEFINED 04 07 08 42482 0 0 D ANDREW CORP COM 034425108 13943 1573660 SH DEFINED 01 07 08 1518380 0 55280 D ANDREW CORP COM 034425108 19266 2174445 SH DEFINED 02 07 08 1967996 0 206449 D ANDREW CORP COM 034425108 1330 150157 SH DEFINED 04 07 08 150157 0 0 D ANDRX CORP DEL ANDRX GROUP 034553107 3049 131492 SH DEFINED 01 07 08 131492 0 0 D ANDRX CORP DEL ANDRX GROUP 034553107 7675 330950 SH DEFINED 02 07 08 114250 0 216700 D ANDRX CORP DEL ANDRX GROUP 034553107 28 1200 SH DEFINED 04 07 08 1200 0 0 D ANIXTER INTL INC COM 035290105 32236 679228 SH DEFINED 01 07 08 660028 0 19200 D ANIXTER INTL INC COM 035290105 22332 470550 SH DEFINED 02 07 08 414800 0 55750 D ANIXTER INTL INC COM 035290105 510 10750 SH DEFINED 04 07 08 10750 0 0 D ANSYS INC COM 03662Q105 20098 420278 SH DEFINED 01 07 08 386828 0 33450 D ANSYS INC COM 03662Q105 11486 240185 SH DEFINED 02 07 08 116845 0 123340 D ANSYS INC COM 03662Q105 37 770 SH DEFINED 03 07 08 770 0 0 D ANSYS INC COM 03662Q105 4214 88120 SH DEFINED 04 07 08 88120 0 0 D ANSWERTHINK INC COM 036916104 26 6500 SH DEFINED 01 07 08 6500 0 0 D ANSWERTHINK INC COM 036916104 1211 300600 SH DEFINED 02 07 08 258200 0 42400 D ANSWERTHINK INC COM 036916104 422 104814 SH DEFINED 04 07 08 104814 0 0 D ANTHRACITE CAP INC COM 037023108 3304 271700 SH DEFINED 02 07 08 271700 0 0 D APACHE CORP COM 037411105 4371 64039 SH DEFINED 01 07 08 64039 0 0 D APACHE CORP COM 037411105 77882 1141125 SH DEFINED 02 07 08 674410 0 466715 D APACHE CORP COM 037411105 14 210 SH DEFINED 03 07 08 210 0 0 D APACHE CORP COM 037411105 81228 1190150 SH DEFINED 04 07 08 13050 1177100 0 D APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK7 186 135000 PRN DEFINED 01 07 08 135000 0 0 D APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK7 3028 2195000 PRN DEFINED 02 07 08 2135000 0 60000 D APPLE COMPUTER INC COM 037833100 45 791 SH DEFINED 01 07 08 791 0 0 D APPLE COMPUTER INC COM 037833100 738 12920 SH DEFINED 02 07 08 11800 0 1120 D APPLE COMPUTER INC COM 037833100 57 1005 SH DEFINED 03 07 08 1005 0 0 D APPLIED MATLS INC COM 038222105 21 1278 SH DEFINED 01 07 08 1278 0 0 D APPLIED MATLS INC COM 038222105 6467 397210 SH DEFINED 02 07 08 391800 0 5410 D ARCH CHEMICALS INC COM 03937R102 149 4120 SH DEFINED 01 07 08 4120 0 0 D ARCH CHEMICALS INC COM 03937R102 6790 188340 SH DEFINED 02 07 08 161920 0 26420 D ARCH CHEMICALS INC COM 03937R102 2376 65918 SH DEFINED 04 07 08 65918 0 0 D ARENA PHARMACEUTICALS INC COM 040047102 11617 1003214 SH DEFINED 01 07 08 1003214 0 0 D ARENA PHARMACEUTICALS INC COM 040047102 31016 2678450 SH DEFINED 02 07 08 938150 0 1740300 D ARENA PHARMACEUTICALS INC COM 040047102 3 245 SH DEFINED 03 07 08 245 0 0 D ARENA PHARMACEUTICALS INC COM 040047102 110 9500 SH DEFINED 04 07 08 9500 0 0 D ARMOR HOLDINGS INC NOTE 2.000%11/0 042260AC3 179 150000 PRN DEFINED 01 07 08 150000 0 0 D ARMOR HOLDINGS INC NOTE 2.000%11/0 042260AC3 3054 2566000 PRN DEFINED 02 07 08 2501000 0 65000 D ARRIS GROUP INC COM 04269Q100 5555 423411 SH DEFINED 01 07 08 423411 0 0 D ARRIS GROUP INC COM 04269Q100 13632 1039000 SH DEFINED 02 07 08 360800 0 678200 D ARRIS GROUP INC COM 04269Q100 49 3700 SH DEFINED 04 07 08 3700 0 0
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08 10400 0 1000 D ATHEROGENICS INC COM 047439104 1 70 SH DEFINED 03 07 08 70 0 0 D AVISTA CORP COM 05379B107 6464 283144 SH DEFINED 01 07 08 283144 0 0 D AVISTA CORP COM 05379B107 16239 711300 SH DEFINED 02 07 08 245300 0 466000 D AVISTA CORP COM 05379B107 57 2500 SH DEFINED 04 07 08 2500 0 0 D AVNET INC COM 053807103 3594 179500 SH DEFINED 02 07 08 179500 0 0 D AVON PRODS INC COM 054303102 92170 2973225 SH DEFINED 01 07 08 2428225 0 545000 D AVON PRODS INC COM 054303102 13590 438395 SH DEFINED 02 07 08 386695 0 51700 D AVON PRODS INC COM 054303102 496 16010 SH DEFINED 04 07 08 13740 0 2270 D AXCELIS TECHNOLOGIES INC COM 054540109 230 38915 SH DEFINED 01 07 08 38915 0 0 D AXCELIS TECHNOLOGIES INC COM 054540109 16847 2855460 SH DEFINED 02 07 08 2604260 0 251200 D AXCELIS TECHNOLOGIES INC COM 054540109 3706 628218 SH DEFINED 04 07 08 628218 0 0 D AXCAN PHARMA INC NOTE 4.250% 4/1 054923AB3 156 150000 PRN DEFINED 01 07 08 150000 0 0 D AXCAN PHARMA INC NOTE 4.250% 4/1 054923AB3 1056 1017000 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DEFINED 04 07 08 46436 0 0 D BARRICK GOLD CORP COM 067901108 2563 86600 SH DEFINED 02 07 08 0 0 86600 D BAUSCH & LOMB INC COM 071707103 54363 1108542 SH DEFINED 01 07 08 1077642 0 30900 D BAUSCH & LOMB INC COM 071707103 37342 761450 SH DEFINED 02 07 08 671550 0 89900 D BAUSCH & LOMB INC COM 071707103 858 17500 SH DEFINED 04 07 08 17500 0 0 D BEA SYS INC COM 073325102 6046 461847 SH DEFINED 02 07 08 461847 0 0 D BEA SYS INC COM 073325102 16 1200 SH DEFINED 03 07 08 1200 0 0 D BEAR STEARNS COS INC COM 073902108 1601 11429 SH DEFINED 01 07 08 11429 0 0 D BEARINGPOINT INC COM 074002106 8601 1027539 SH DEFINED 01 07 08 1027539 0 0 D BEARINGPOINT INC COM 074002106 24533 2931050 SH DEFINED 02 07 08 1255750 0 1675300 D BEARINGPOINT INC COM 074002106 1458 174250 SH DEFINED 04 07 08 174250 0 0 D BECKMAN COULTER INC COM 075811109 32388 583035 SH DEFINED 01 07 08 566785 0 16250 D BECKMAN COULTER INC COM 075811109 26457 476268 SH DEFINED 02 07 08 429168 0 47100 D BECKMAN COULTER INC COM 075811109 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INC COM 09069N108 25 4700 SH DEFINED 04 07 08 4700 0 0 D BLOCK H & R INC COM 093671105 43804 1835864 SH DEFINED 01 07 08 1784464 0 51400 D BLOCK H & R INC COM 093671105 38437 1610950 SH DEFINED 02 07 08 1461250 0 149700 D BLOCK H & R INC COM 093671105 700 29350 SH DEFINED 04 07 08 29350 0 0 D BLOCKBUSTER INC CL A 093679108 5649 1134304 SH DEFINED 01 07 08 1134304 0 0 D BLOCKBUSTER INC CL A 093679108 20912 4199200 SH DEFINED 02 07 08 2347850 0 1851350 D BLOCKBUSTER INC CL A 093679108 2753 552850 SH DEFINED 04 07 08 552850 0 0 D BOEING CO COM 097023105 101428 1238284 SH DEFINED 01 07 08 1017184 0 221100 D BOEING CO COM 097023105 22252 271670 SH DEFINED 02 07 08 146270 0 125400 D BOEING CO COM 097023105 4 44 SH DEFINED 03 07 08 44 0 0 D BOEING CO COM 097023105 49657 606237 SH DEFINED 04 07 08 5562 599800 875 D BOSTON SCIENTIFIC CORP COM 101137107 103373 6138533 SH DEFINED 01 07 08 5165133 0 973400 D BOSTON SCIENTIFIC CORP COM 101137107 14419 856254 SH DEFINED 02 07 08 715654 0 140600 D BOSTON SCIENTIFIC CORP COM 101137107 1 72 SH DEFINED 03 07 08 72 0 0 D BOSTON SCIENTIFIC CORP COM 101137107 491 29140 SH DEFINED 04 07 08 24985 0 4155 D BOWNE & CO INC COM 103043105 138 9630 SH DEFINED 01 07 08 9630 0 0 D BOWNE & CO INC COM 103043105 6343 443546 SH DEFINED 02 07 08 381256 0 62290 D BOWNE & CO INC COM 103043105 2217 155020 SH DEFINED 04 07 08 155020 0 0 D BRIGHT HORIZON FAMILY SOLUTI COM 109195107 17478 463727 SH DEFINED 01 07 08 415977 0 47750 D BRIGHT HORIZON FAMILY SOLUTI COM 109195107 3353 88970 SH DEFINED 02 07 08 87135 0 1835 D BRIGHT HORIZON FAMILY SOLUTI COM 109195107 4804 127450 SH DEFINED 04 07 08 127450 0 0 D BRISTOL WEST HLDGS INC COM 11037M105 4709 294343 SH DEFINED 01 07 08 294343 0 0 D BRISTOL WEST HLDGS INC COM 11037M105 10860 678750 SH DEFINED 02 07 08 226850 0 451900 D BRISTOL WEST HLDGS INC COM 11037M105 31 1950 SH DEFINED 04 07 08 1950 0 0 D BROADCOM CORP CL A 111320107 15190 505496 SH DEFINED 01 07 08 454846 0 50650 D BROADCOM CORP CL A 111320107 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81900 SH DEFINED 02 07 08 81900 0 0 D BUCKEYE TECHNOLOGIES INC COM 118255108 2757 360875 SH DEFINED 01 07 08 360875 0 0 D BUCKEYE TECHNOLOGIES INC COM 118255108 6460 845550 SH DEFINED 02 07 08 292300 0 553250 D BUCKEYE TECHNOLOGIES INC COM 118255108 20 2600 SH DEFINED 04 07 08 2600 0 0 D BUCYRUS INTL INC NEW CL A 118759109 4359 86318 SH DEFINED 01 07 08 86318 0 0 D BUCYRUS INTL INC NEW CL A 118759109 10851 214875 SH DEFINED 02 07 08 39025 0 175850 D BUCYRUS INTL INC NEW CL A 118759109 10 205 SH DEFINED 04 07 08 205 0 0 D BUFFALO WILD WINGS INC COM 119848109 2871 74940 SH DEFINED 01 07 08 74940 0 0 D BUFFALO WILD WINGS INC COM 119848109 7169 187125 SH DEFINED 02 07 08 33925 0 153200 D BUFFALO WILD WINGS INC COM 119848109 15 380 SH DEFINED 03 07 08 380 0 0 D BUFFALO WILD WINGS INC COM 119848109 7 180 SH DEFINED 04 07 08 180 0 0 D CBS CORP NEW CL B 124857202 293 10837 SH DEFINED 02 07 08 10837 0 0 D C COR INC COM 125010108 142 18415 SH DEFINED 01 07 08 18415 0 0 D C COR INC COM 125010108 6497 841562 SH DEFINED 02 07 08 723522 0 118040
D C COR INC COM 125010108 2286 296127 SH DEFINED 04 07 08 296127 0 0 D CIGNA CORP COM 125509109 1122 11390 SH DEFINED 01 07 08 11390 0 0 D CNOOC LTD SPONSORED ADR 126132109 223 2772 SH DEFINED 01 07 08 2772 0 0 D CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 169 160000 PRN DEFINED 01 07 08 160000 0 0 D CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 270 256000 PRN DEFINED 02 07 08 191000 0 65000 D CSX CORP COM 126408103 486757 6910238 SH DEFINED 01 07 08 5769638 0 1140600 D CSX CORP COM 126408103 153985 2186050 SH DEFINED 02 07 08 1523200 0 662850 D CSX CORP COM 126408103 10 137 SH DEFINED 03 07 08 137 0 0 D CSX CORP COM 126408103 106942 1518193 SH DEFINED 04 07 08 44373 1469100 4720 D CSX CORP DBCV 10/3 126408GA5 182 145000 PRN DEFINED 01 07 08 145000 0 0 D CSX CORP DBCV 10/3 126408GA5 3008 2392000 PRN DEFINED 02 07 08 2312000 0 80000 D CTS CORP COM 126501105 142 9540 SH DEFINED 01 07 08 9540 0 0 D CTS CORP COM 126501105 6538 439111 SH DEFINED 02 07 08 377471 0 61640 D CTS CORP COM 126501105 2292 153931 SH DEFINED 04 07 08 153931 0 0 D CVS CORP COM 126650100 14714 479272 SH DEFINED 01 07 08 408972 0 70300 D CVS CORP COM 126650100 16867 549400 SH DEFINED 02 07 08 223400 0 326000 D CVS CORP COM 126650100 31 1013 SH DEFINED 03 07 08 1013 0 0 D CVS CORP COM 126650100 65308 2127300 SH DEFINED 04 07 08 0 2127300 0 D CV THERAPEUTICS INC COM 126667104 9584 686063 SH DEFINED 01 07 08 641313 0 44750 D CV THERAPEUTICS INC COM 126667104 9451 676500 SH DEFINED 02 07 08 175190 0 501310 D CV THERAPEUTICS INC COM 126667104 7 520 SH DEFINED 03 07 08 520 0 0 D CV THERAPEUTICS INC COM 126667104 1704 122000 SH DEFINED 04 07 08 122000 0 0 D CABOT CORP COM 127055101 100 2900 SH DEFINED 01 07 08 2900 0 0 D CABOT CORP COM 127055101 11110 321832 SH DEFINED 02 07 08 303082 0 18750 D CABOT CORP COM 127055101 1622 46999 SH DEFINED 04 07 08 46999 0 0 D CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 134 90000 PRN DEFINED 01 07 08 90000 0 0 D CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 342 230000 PRN DEFINED 02 07 08 175000 0 55000 D CALGON CARBON CORP COM 129603106 1622 266309 SH DEFINED 01 07 08 266309 0 0 D CALGON CARBON CORP COM 129603106 3992 655550 SH DEFINED 02 07 08 227350 0 428200 D CALGON CARBON CORP COM 129603106 14 2250 SH DEFINED 04 07 08 2250 0 0 D CALIFORNIA PIZZA KITCHEN INC COM 13054D109 5778 210278 SH DEFINED 01 07 08 210278 0 0 D CALIFORNIA PIZZA KITCHEN INC COM 13054D109 15828 576000 SH DEFINED 02 07 08 196400 0 379600 D CALIFORNIA PIZZA KITCHEN INC COM 13054D109 52 1900 SH DEFINED 04 07 08 1900 0 0 D CALLAWAY GOLF CO COM 131193104 156 12040 SH DEFINED 01 07 08 12040 0 0 D CALLAWAY GOLF CO COM 131193104 7142 549812 SH DEFINED 02 07 08 472462 0 77350 D CALLAWAY GOLF CO COM 131193104 2509 193179 SH DEFINED 04 07 08 193179 0 0 D CAMBREX CORP COM 132011107 68 3270 SH DEFINED 01 07 08 3270 0 0 D CAMBREX CORP COM 132011107 3112 149393 SH DEFINED 02 07 08 128443 0 20950 D CAMBREX CORP COM 132011107 1091 52368 SH DEFINED 04 07 08 52368 0 0 D CAMERON INTERNATIONAL CORP COM 13342B105 29467 616845 SH DEFINED 01 07 08 599645 0 17200 D CAMERON INTERNATIONAL CORP COM 13342B105 39037 817180 SH DEFINED 02 07 08 767180 0 50000 D CAMERON INTERNATIONAL CORP COM 13342B105 463 9700 SH DEFINED 04 07 08 9700 0 0 D CAMPBELL SOUP CO COM 134429109 392 10560 SH DEFINED 02 07 08 0 0 10560 D CAPITAL ONE FINL CORP COM 14040H105 159895 1871207 SH DEFINED 01 07 08 1572007 0 299200 D CAPITAL ONE FINL CORP COM 14040H105 21705 254013 SH DEFINED 02 07 08 225013 0 29000 D CAPITAL ONE FINL CORP COM 14040H105 751 8790 SH DEFINED 04 07 08 7530 0 1260 D CAPITALSOURCE INC COM 14055X102 13419 571983 SH DEFINED 01 07 08 571983 0 0 D CAPITALSOURCE INC COM 14055X102 244 10400 SH DEFINED 02 07 08 10400 0 0 D CARDINAL HEALTH INC COM 14149Y108 2070 32177 SH DEFINED 01 07 08 32177 0 0 D CARDINAL HEALTH INC COM 14149Y108 939 14600 SH DEFINED 02 07 08 0 0 14600 D CARDINAL HEALTH INC COM 14149Y108 15 238 SH DEFINED 03 07 08 238 0 0 D CAREER EDUCATION CORP COM 141665109 7311 244589 SH DEFINED 02 07 08 244589 0 0 D CARNIVAL CORP PAIRED CTF 143658300 3754 89932 SH DEFINED 01 07 08 71832 0 18100 D CARNIVAL CORP PAIRED CTF 143658300 3151 75500 SH DEFINED 02 07 08 4100 0 71400 D CARNIVAL CORP PAIRED CTF 143658300 17 415 SH DEFINED 03 07 08 415 0 0 D CARNIVAL CORP PAIRED CTF 143658300 17568 420900 SH DEFINED 04 07 08 0 420900 0 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 68 60000 PRN DEFINED 03 07 08 60000 0 0 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV4 472 725000 PRN DEFINED 01 07 08 725000 0 0 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV4 7972 12241000 PRN DEFINED 02 07 08 11936000 0 305000 D CELGENE CORP COM 151020104 9702 204550 SH DEFINED 01 07 08 163750 0 40800 D CELGENE CORP COM 151020104 8025 169200 SH DEFINED 02 07 08 9400 0 159800 D CELGENE CORP COM 151020104 20 425 SH DEFINED 03 07 08 425 0 0 D CELGENE CORP COM 151020104 57310 1208300 SH DEFINED 04 07 08 0 1208300 0 D CEPHALON INC NOTE 2.000% 6/0 156708AP4 176 125000 PRN DEFINED 01 07 08 125000 0 0
D CEPHALON INC NOTE 2.000% 6/0 156708AP4 3094 2200000 PRN DEFINED 02 07 08 2145000 0 55000 D CERNER CORP COM 156782104 11598 312538 SH DEFINED 01 07 08 270488 0 42050 D CERNER CORP COM 156782104 4295 115730 SH DEFINED 02 07 08 32130 0 83600 D CERNER CORP COM 156782104 28 745 SH DEFINED 03 07 08 745 0 0 D CERNER CORP COM 156782104 21295 573830 SH DEFINED 04 07 08 49130 524700 0 D CHARTER COMMUNICATIONS INC D CL A 16117M107 56 50000 SH DEFINED 02 07 08 50000 0 0 D CHARTERED SEMICONDUCTOR MFG ADR 16133R106 2655 305200 SH DEFINED 02 07 08 305200 0 0 D CHECKFREE CORP NEW COM 162813109 12561 253447 SH DEFINED 01 07 08 231547 0 21900 D CHECKFREE CORP NEW COM 162813109 8192 165290 SH DEFINED 02 07 08 73415 0 91875 D CHECKFREE CORP NEW COM 162813109 36 720 SH DEFINED 03 07 08 720 0 0 D CHECKFREE CORP NEW COM 162813109 2117 42710 SH DEFINED 04 07 08 42710 0 0 D CHEESECAKE FACTORY INC COM 163072101 20753 770045 SH DEFINED 01 07 08 743145 0 26900 D CHEESECAKE FACTORY INC COM 163072101 17660 655300 SH DEFINED 02 07 08 577100 0 78200 D CHEESECAKE FACTORY INC COM 163072101 414 15350 SH DEFINED 04 07 08 15350 0 0 D CHEMTURA CORP COM 163893100 3801 406947 SH DEFINED 01 07 08 406947 0 0 D CHEMTURA CORP COM 163893100 13496 1444950 SH DEFINED 02 07 08 739750 0 705200 D CHEMTURA CORP COM 163893100 1571 168200 SH DEFINED 04 07 08 168200 0 0 D CHESAPEAKE CORP COM 165159104 74 4500 SH DEFINED 01 07 08 4500 0 0 D CHESAPEAKE CORP COM 165159104 3364 205000 SH DEFINED 02 07 08 176150 0 28850 D CHESAPEAKE CORP COM 165159104 1186 72300 SH DEFINED 04 07 08 72300 0 0 D CHEVRON CORP NEW COM 166764100 139945 2254992 SH DEFINED 01 07 08 1903892 0 351100 D CHEVRON CORP NEW COM 166764100 20771 334694 SH DEFINED 02 07 08 300294 0 34400 D CHEVRON CORP NEW COM 166764100 643 10365 SH DEFINED 04 07 08 8915 0 1450 D CHICOS FAS INC COM 168615102 1772 65665 SH DEFINED 01 07 08 65665 0 0 D CHICOS FAS INC COM 168615102 726 26900 SH DEFINED 02 07 08 0 0 26900 D CHICOS FAS INC COM 168615102 1 46 SH DEFINED 03 07 08 46 0 0 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 221 3854 SH DEFINED 01 07 08 3854 0 0 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 25 440 SH DEFINED 03 07 08 440 0 0 D CHITTENDEN CORP COM 170228100 80 3095 SH DEFINED 01 07 08 3095 0 0 D CHITTENDEN CORP COM 170228100 3651 141252 SH DEFINED 02 07 08 121390 0 19862 D CHITTENDEN CORP COM 170228100 1281 49574 SH DEFINED 04 07 08 49574 0 0 D CHRISTOPHER & BANKS CORP COM 171046105 171 5900 SH DEFINED 01 07 08 5900 0 0 D CHRISTOPHER & BANKS CORP COM 171046105 7864 271173 SH DEFINED 02 07 08 233153 0 38020 D CHRISTOPHER & BANKS CORP COM 171046105 2760 95179 SH DEFINED 04 07 08 95179 0 0 D CHUBB CORP COM 171232101 245500 4919835 SH DEFINED 01 07 08 4124135 0 795700 D CHUBB CORP COM 171232101 31445 630169 SH DEFINED 02 07 08 556769 0 73400 D CHUBB CORP COM 171232101 1175 23550 SH DEFINED 04 07 08 20260 0 3290 D CIENA CORP NOTE 3.750% 2/0 171779AA9 1970 2060000 PRN DEFINED 01 07 08 2060000 0 0 D CIENA CORP NOTE 3.750% 2/0 171779AA9 77 80000 PRN DEFINED 03 07 08 80000 0 0 D CINCINNATI BELL INC NEW COM 171871106 4976 1213700 SH DEFINED 01 07 08 1213700 0 0 D CINCINNATI BELL INC NEW COM 171871106 12840 3131700 SH DEFINED 02 07 08 1083100 0 2048600 D CINCINNATI BELL INC NEW COM 171871106 45 11000 SH DEFINED 04 07 08 11000 0 0 D CIRCOR INTL INC COM 17273K109 142 4653 SH DEFINED 01 07 08 4653 0 0 D CIRCOR INTL INC COM 17273K109 6455 211694 SH DEFINED 02 07 08 181927 0 29767 D CIRCOR INTL INC COM 17273K109 2271 74482 SH DEFINED 04 07 08 74482 0 0 D CISCO SYS INC COM 17275R102 114266 5850794 SH DEFINED 01 07 08 5839694 0 11100 D CISCO SYS INC COM 17275R102 97876 5011565 SH DEFINED 02 07 08 3982937 0 1028628 D CISCO SYS INC COM 17275R102 112 5715 SH DEFINED 03 07 08 5715 0 0 D CISCO SYS INC COM 17275R102 9092 465558 SH DEFINED 04 07 08 464858 0 700 D CITIGROUP INC COM 172967101 57847 1199143 SH DEFINED 01 07 08 1199143 0 0 D CITIGROUP INC COM 172967101 130534 2705929 SH DEFINED 02 07 08 1563567 0 1142362 D CITIGROUP INC COM 172967101 111 2296 SH DEFINED 03 07 08 2296 0 0 D CITIGROUP INC COM 172967101 127250 2637853 SH DEFINED 04 07 08 30253 2607600 0 D CITIZENS COMMUNICATIONS CO COM 17453B101 1965 150560 SH DEFINED 01 07 08 150560 0 0 D CITIZENS COMMUNICATIONS CO COM 17453B101 933 71500 SH DEFINED 02 07 08 0 0 71500 D CITIZENS COMMUNICATIONS CO COM 17453B101 1 107 SH DEFINED 03 07 08 107 0 0 D CLEAR CHANNEL COMMUNICATIONS COM 184502102 219318 7086214 SH DEFINED 01 07 08 5946714 0 1139500 D CLEAR CHANNEL COMMUNICATIONS COM 184502102 28386 917145 SH DEFINED 02 07 08 809045 0 108100 D CLEAR CHANNEL COMMUNICATIONS COM 184502102 1025 33105 SH DEFINED 04 07 08 28440 0 4665 D COCA COLA CO COM 191216100 1867 43403 SH DEFINED 01 07 08 43403 0 0 D COCA COLA CO COM 191216100 856 19900 SH DEFINED 02 07 08 0 0 19900 D COCA COLA CO COM 191216100 1 31 SH DEFINED 03 07 08 31 0 0 D COGENT INC COM 19239Y108 14 898 SH DEFINED 01 07 08 898 0 0 D COGENT INC COM 19239Y108 752 49905 SH DEFINED 02 07 08 45535 0 4370
D COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 44491 660396 SH DEFINED 01 07 08 585046 0 75350 D COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 27998 415585 SH DEFINED 02 07 08 123765 0 291820 D COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 30 445 SH DEFINED 03 07 08 445 0 0 D COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 88892 1319455 SH DEFINED 04 07 08 109755 1209700 0 D COHERENT INC COM 192479103 195 5785 SH DEFINED 01 07 08 5785 0 0 D COHERENT INC COM 192479103 8857 262577 SH DEFINED 02 07 08 225724 0 36853 D COHERENT INC COM 192479103 3114 92332 SH DEFINED 04 07 08 92332 0 0 D COHEN & STEERS INC COM 19247A100 411 17400 SH DEFINED 01 07 08 17400 0 0 D COHEN & STEERS INC COM 19247A100 3448 146100 SH DEFINED 02 07 08 2200 0 143900 D COHU INC COM 192576106 95 5400 SH DEFINED 01 07 08 5400 0 0 D COHU INC COM 192576106 4233 241185 SH DEFINED 02 07 08 206835 0 34350 D COHU INC COM 192576106 1511 86100 SH DEFINED 04 07 08 86100 0 0 D COLE KENNETH PRODTNS INC CL A 193294105 89 4000 SH DEFINED 01 07 08 4000 0 0 D COLE KENNETH PRODTNS INC CL A 193294105 4083 182860 SH DEFINED 02 07 08 157260 0 25600 D COLE KENNETH PRODTNS INC CL A 193294105 1431 64092 SH DEFINED 04 07 08 64092 0 0 D COLGATE PALMOLIVE CO COM 194162103 3420 57100 SH DEFINED 02 07 08 57100 0 0 D COMCAST CORP NEW CL A 20030N101 224954 6870923 SH DEFINED 01 07 08 5629823 0 1241100 D COMCAST CORP NEW CL A 20030N101 28013 855628 SH DEFINED 02 07 08 765128 0 90500 D COMCAST CORP NEW CL A 20030N101 17 515 SH DEFINED 03 07 08 515 0 0 D COMCAST CORP NEW CL A 20030N101 1029 31430 SH DEFINED 04 07 08 26955 0 4475 D COMCAST CORP NEW CL A SPL 20030N200 2058 62770 SH DEFINED 01 07 08 62770 0 0 D COMCAST CORP NEW CL A SPL 20030N200 1203 36701 SH DEFINED 02 07 08 1716 0 34985 D COMCAST CORP NEW CL A SPL 20030N200 1 45 SH DEFINED 03 07 08 45 0 0 D COMMERCE BANCORP INC NJ COM 200519106 449448 12600168 SH DEFINED 01 07 08 12550703 0 49465 D COMMERCE BANCORP INC NJ COM 200519106 321180 9004215 SH DEFINED 02 07 08 6804345 0 2199870 D COMMERCE BANCORP INC NJ COM 200519106 25 691 SH DEFINED 03 07 08 691 0 0 D COMMERCE BANCORP INC NJ COM 200519106 33610 942235 SH DEFINED 04 07 08 940805 0 1430 D COMMUNITY BANCSHARES INC DEL COM 20343H106 17 1700 SH DEFINED 01 07 08 1700 0 0 D COMMUNITY BANCSHARES INC DEL COM 20343H106 784 78400 SH DEFINED 02 07 08 67350 0 11050 D COMMUNITY BANCSHARES INC DEL COM 20343H106 274 27400 SH DEFINED 04 07 08 27400 0 0 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 412 20034 SH DEFINED 01 07 08 20034 0 0 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 11089 538800 SH DEFINED 02 07 08 0 0 538800 D COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 173 18600 SH DEFINED 02 07 08 18600 0 0 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 342 8300 SH DEFINED 01 07 08 8300 0 0 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 6716 162800 SH DEFINED 02 07 08 0 0 162800 D COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 262 235000 PRN DEFINED 01 07 08 235000 0 0 D COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 981 879000 PRN DEFINED 02 07 08 779000 0 100000 D COMPUTER SCIENCES CORP COM 205363104 791 16321 SH DEFINED 01 07 08 16321 0 0 D COMPUTER TASK GROUP INC COM 205477102 59 11785 SH DEFINED 01 07 08 11785 0 0 D COMPUTER TASK GROUP INC COM 205477102 2701 540257 SH DEFINED 02 07 08 465697 0 74560 D COMPUTER TASK GROUP INC COM 205477102 978 195593 SH DEFINED 04 07 08 195593 0 0 D COMSTOCK RES INC COM NEW 205768203 122 4100 SH DEFINED 01 07 08 4100 0 0 D COMSTOCK RES INC COM NEW 205768203 5481 183550 SH DEFINED 02 07 08 157150 0 26400 D COMSTOCK RES INC COM NEW 205768203 1974 66100 SH DEFINED 04 07 08 66100 0 0 D CON-WAY INC COM 205944101 140735 2429392 SH DEFINED 01 07 08 2039742 0 389650 D CON-WAY INC COM 205944101 18114 312685 SH DEFINED 02 07 08 275785 0 36900 D CON-WAY INC COM 205944101 671 11591 SH DEFINED 04 07 08 9951 0 1640 D CONEXANT SYSTEMS INC COM 207142100 72 28800 SH DEFINED 01 07 08 28800 0 0 D CONEXANT SYSTEMS INC COM 207142100 3295 1317850 SH DEFINED 02 07 08 1131400 0 186450 D CONEXANT SYSTEMS INC COM 207142100 1160 464100 SH DEFINED 04 07 08 464100 0 0 D CONNETICS CORP NOTE 2.000% 3/3 208192AD6 593 685000 PRN DEFINED 01 07 08 685000 0 0 D CONNETICS CORP NOTE 2.000% 3/3 208192AD6 552 638000 PRN DEFINED 02 07 08 543000 0 95000 D CONNETICS CORP NOTE 2.000% 3/3 208192AD6 69 80000 PRN DEFINED 03 07 08 80000 0 0 D CONOCOPHILLIPS COM 20825C104 407472 6218104 SH DEFINED 01 07 08 5223302 0 994802 D CONOCOPHILLIPS COM 20825C104 52767 805231 SH DEFINED 02 07 08 718063 0 87168 D CONOCOPHILLIPS COM 20825C104 1910 29143 SH DEFINED 04 07 08 25004 0 4139 D CONSOLIDATED COMM HLDGS INC COM 209034107 233 14000 SH DEFINED 02 07 08 14000 0 0 D CONTANGO OIL & GAS COMPANY COM NEW 21075N204 7251 512800 SH DEFINED 04 07 08 512800 0 0 D CONTINENTAL AIRLS INC CL B 210795308 13174 442064 SH DEFINED 01 07 08 442064 0 0 D CONTINENTAL AIRLS INC CL B 210795308 34124 1145100 SH DEFINED 02 07 08 386500 0 758600 D CONTINENTAL AIRLS INC CL B 210795308 119 4000 SH DEFINED 04 07 08 4000 0 0 D COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE2 3692 2501000 PRN DEFINED 02 07 08 2431000 0 70000 D COOPER COS INC DBCV 2.625% 7/0 216648AG0 113 100000 PRN DEFINED 01 07 08 100000 0 0 D COOPER COS INC DBCV 2.625% 7/0 216648AG0 5746 5085000 PRN DEFINED 02 07 08 4910000 0 175000
D COOPER COS INC DBCV 2.625% 7/0 216648AG0 51 45000 PRN DEFINED 03 07 08 45000 0 0 D CORINTHIAN COLLEGES INC COM 218868107 178 12410 SH DEFINED 01 07 08 12410 0 0 D CORINTHIAN COLLEGES INC COM 218868107 8209 571662 SH DEFINED 02 07 08 491412 0 80250 D CORINTHIAN COLLEGES INC COM 218868107 2877 200346 SH DEFINED 04 07 08 200346 0 0 D CORNING INC COM 219350105 5481 226600 SH DEFINED 01 07 08 195100 0 31500 D CORNING INC COM 219350105 4436 183400 SH DEFINED 02 07 08 7200 0 176200 D CORNING INC COM 219350105 16 660 SH DEFINED 03 07 08 660 0 0 D CORNING INC COM 219350105 26977 1115200 SH DEFINED 04 07 08 0 1115200 0 D CORPORATE EXECUTIVE BRD CO COM 21988R102 37253 371789 SH DEFINED 01 07 08 346739 0 25050 D CORPORATE EXECUTIVE BRD CO COM 21988R102 15676 156445 SH DEFINED 02 07 08 78295 0 78150 D CORPORATE EXECUTIVE BRD CO COM 21988R102 35 350 SH DEFINED 03 07 08 350 0 0 D CORPORATE EXECUTIVE BRD CO COM 21988R102 8229 82125 SH DEFINED 04 07 08 82125 0 0 D CORRECTIONS CORP AMER NEW COM NEW 22025Y407 1747 33000 SH DEFINED 02 07 08 0 0 33000 D COST PLUS INC CALIF COM 221485105 3705 252731 SH DEFINED 01 07 08 252731 0 0 D COST PLUS INC CALIF COM 221485105 13068 891429 SH DEFINED 02 07 08 440479 0 450950 D COST PLUS INC CALIF COM 221485105 1331 90777 SH DEFINED 04 07 08 90777 0 0 D COSTCO WHSL CORP NEW COM 22160K105 7784 136245 SH DEFINED 01 07 08 119145 0 17100 D COSTCO WHSL CORP NEW COM 22160K105 45409 794830 SH DEFINED 02 07 08 443635 0 351195 D COSTCO WHSL CORP NEW COM 22160K105 65877 1153100 SH DEFINED 04 07 08 8385 1144715 0 D COSTCO COMPANIES INC NOTE 8/1 22160QAC6 318 245000 PRN DEFINED 01 07 08 245000 0 0 D COSTCO COMPANIES INC NOTE 8/1 22160QAC6 4439 3418000 PRN DEFINED 02 07 08 3328000 0 90000 D COUNTRYWIDE FINANCIAL CORP COM 222372104 573385 15057372 SH DEFINED 01 07 08 14986672 0 70700 D COUNTRYWIDE FINANCIAL CORP COM 222372104 544675 14303438 SH DEFINED 02 07 08 10203488 0 4099950 D COUNTRYWIDE FINANCIAL CORP COM 222372104 102 2686 SH DEFINED 03 07 08 2686 0 0 D COUNTRYWIDE FINANCIAL CORP COM 222372104 220840 5799375 SH DEFINED 04 07 08 1243225 4554400 1750 D COVENANT TRANS INC CL A 22284P105 93 6140 SH DEFINED 01 07 08 6140 0 0 D COVENANT TRANS INC CL A 22284P105 4361 286549 SH DEFINED 02 07 08 246450 0 40099 D COVENANT TRANS INC CL A 22284P105 1535 100881 SH DEFINED 04 07 08 100881 0 0 D CRAY INC COM NEW 225223304 661 66392 SH DEFINED 01 07 08 66392 0 0 D CRAY INC COM NEW 225223304 4295 431655 SH DEFINED 02 07 08 232468 0 199187 D CRAY INC COM NEW 225223304 535 53797 SH DEFINED 04 07 08 53797 0 0 D CREDENCE SYS CORP COM 225302108 31 8858 SH DEFINED 01 07 08 8858 0 0 D CREDENCE SYS CORP COM 225302108 1391 397433 SH DEFINED 02 07 08 340668 0 56765 D CREDENCE SYS CORP COM 225302108 498 142259 SH DEFINED 04 07 08 142259 0 0 D CRESCENT REAL ESTATE EQUITIE COM 225756105 23148 1247199 SH DEFINED 01 07 08 1247199 0 0 D CRESCENT REAL ESTATE EQUITIE COM 225756105 7039 379250 SH DEFINED 02 07 08 166850 0 212400 D CRESCENT REAL ESTATE EQUITIE COM 225756105 31 1650 SH DEFINED 04 07 08 1650 0 0 D CTRIP COM INTL LTD ADR 22943F100 19610 384128 SH DEFINED 01 07 08 360018 0 24110 D CTRIP COM INTL LTD ADR 22943F100 6099 119480 SH DEFINED 02 07 08 116345 0 3135 D CTRIP COM INTL LTD ADR 22943F100 33 640 SH DEFINED 03 07 08 640 0 0 D CTRIP COM INTL LTD ADR 22943F100 3740 73260 SH DEFINED 04 07 08 73260 0 0 D CUBIST PHARMACEUTICALS INC COM 229678107 12142 482196 SH DEFINED 01 07 08 447596 0 34600 D CUBIST PHARMACEUTICALS INC COM 229678107 7301 289935 SH DEFINED 02 07 08 101485 0 188450 D CUBIST PHARMACEUTICALS INC COM 229678107 25 980 SH DEFINED 03 07 08 980 0 0 D CUBIST PHARMACEUTICALS INC COM 229678107 2171 86210 SH DEFINED 04 07 08 86210 0 0 D CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 4 4000 PRN DEFINED 01 07 08 4000 0 0 D CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 220 211000 PRN DEFINED 02 07 08 198000 0 13000 D CUMULUS MEDIA INC CL A 231082108 66 6170 SH DEFINED 01 07 08 6170 0 0 D CUMULUS MEDIA INC CL A 231082108 3022 283217 SH DEFINED 02 07 08 243397 0 39820 D CUMULUS MEDIA INC CL A 231082108 1058 99162 SH DEFINED 04 07 08 99162 0 0 D CYMER INC COM 232572107 2224 47863 SH DEFINED 01 07 08 47863 0 0 D CYMER INC COM 232572107 2127 45785 SH DEFINED 02 07 08 41700 0 4085 D CYPRESS SEMICONDUCTOR CORP COM 232806109 29925 2058121 SH DEFINED 01 07 08 2000071 0 58050 D CYPRESS SEMICONDUCTOR CORP COM 232806109 20475 1408150 SH DEFINED 02 07 08 1241850 0 166300 D CYPRESS SEMICONDUCTOR CORP COM 232806109 468 32200 SH DEFINED 04 07 08 32200 0 0 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH2 364 320000 PRN DEFINED 01 07 08 320000 0 0 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH2 5854 5152000 PRN DEFINED 02 07 08 5012000 0 140000 D CYTEC INDS INC COM 232820100 35971 670356 SH DEFINED 01 07 08 650556 0 19800 D CYTEC INDS INC COM 232820100 25737 479640 SH DEFINED 02 07 08 422720 0 56920 D CYTEC INDS INC COM 232820100 592 11040 SH DEFINED 04 07 08 11040 0 0 D D R HORTON INC COM 23331A109 5767 242101 SH DEFINED 01 07 08 242101 0 0 D D R HORTON INC COM 23331A109 133669 5611645 SH DEFINED 02 07 08 3708595 0 1903050 D D R HORTON INC COM 23331A109 68 2855 SH DEFINED 03 07 08 2855 0 0 D D R HORTON INC COM 23331A109 77597 3257635 SH DEFINED 04 07 08 157635 3100000 0
D DTS INC COM 23335C101 58 3000 SH DEFINED 01 07 08 3000 0 0 D DTS INC COM 23335C101 2669 137000 SH DEFINED 02 07 08 117800 0 19200 D DTS INC COM 23335C101 948 48650 SH DEFINED 04 07 08 48650 0 0 D DANAHER CORP DEL COM 235851102 4650 72301 SH DEFINED 01 07 08 72301 0 0 D DANAHER CORP DEL COM 235851102 94844 1474570 SH DEFINED 02 07 08 879920 0 594650 D DANAHER CORP DEL COM 235851102 103268 1605540 SH DEFINED 04 07 08 17040 1588500 0 D DARDEN RESTAURANTS INC COM 237194105 6221 157883 SH DEFINED 01 07 08 157883 0 0 D DARDEN RESTAURANTS INC COM 237194105 12915 327800 SH DEFINED 02 07 08 138500 0 189300 D DARDEN RESTAURANTS INC COM 237194105 57 1450 SH DEFINED 04 07 08 1450 0 0 D DEERE & CO COM 244199105 2228 26685 SH DEFINED 01 07 08 26685 0 0 D DEERE & CO COM 244199105 1060 12700 SH DEFINED 02 07 08 0 0 12700 D DEERE & CO COM 244199105 2 19 SH DEFINED 03 07 08 19 0 0 D DELIA'S INC NEW COM 246911101 80 9882 SH DEFINED 01 07 08 9882 0 0 D DELIA'S INC NEW COM 246911101 3674 454692 SH DEFINED 02 07 08 390961 0 63731 D DELIA'S INC NEW COM 246911101 1279 158260 SH DEFINED 04 07 08 158260 0 0 D DELL INC COM 24702R101 308753 12648645 SH DEFINED 01 07 08 12618195 0 30450 D DELL INC COM 24702R101 255470 10465805 SH DEFINED 02 07 08 7608576 0 2857229 D DELL INC COM 24702R101 17 686 SH DEFINED 03 07 08 686 0 0 D DELL INC COM 24702R101 65755 2693766 SH DEFINED 04 07 08 1004401 1687865 1500 D DELTA & PINE LD CO COM 247357106 138 4700 SH DEFINED 01 07 08 4700 0 0 D DELTA & PINE LD CO COM 247357106 6405 217850 SH DEFINED 02 07 08 187250 0 30600 D DELTA & PINE LD CO COM 247357106 2246 76400 SH DEFINED 04 07 08 76400 0 0 D DENDRITE INTL INC COM 248239105 127 13700 SH DEFINED 01 07 08 13700 0 0 D DENDRITE INTL INC COM 248239105 5768 624225 SH DEFINED 02 07 08 536075 0 88150 D DENDRITE INTL INC COM 248239105 2042 221003 SH DEFINED 04 07 08 221003 0 0 D DEXCOM INC COM 252131107 750 55200 SH DEFINED 01 07 08 55200 0 0 D DEXCOM INC COM 252131107 3329 245150 SH DEFINED 02 07 08 84650 0 160500 D DEXCOM INC COM 252131107 13 950 SH DEFINED 04 07 08 950 0 0 D DIEBOLD INC COM 253651103 45829 1128238 SH DEFINED 01 07 08 1096428 0 31810 D DIEBOLD INC COM 253651103 41962 1033030 SH DEFINED 02 07 08 941640 0 91390 D DIEBOLD INC COM 253651103 722 17785 SH DEFINED 04 07 08 17785 0 0 D DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB0 68 60000 PRN DEFINED 03 07 08 60000 0 0 D DISNEY WALT CO COM DISNEY 254687106 248442 8281416 SH DEFINED 01 07 08 8262236 0 19180 D DISNEY WALT CO COM DISNEY 254687106 167439 5581288 SH DEFINED 02 07 08 4187761 0 1393527 D DISNEY WALT CO COM DISNEY 254687106 19 630 SH DEFINED 03 07 08 630 0 0 D DISNEY WALT CO COM DISNEY 254687106 18130 604341 SH DEFINED 04 07 08 603376 0 965 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 452 410000 PRN DEFINED 01 07 08 410000 0 0 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 8344 7577000 PRN DEFINED 02 07 08 7377000 0 200000 D DOBSON COMMUNICATIONS CORP CL A 256069105 3308 427957 SH DEFINED 01 07 08 427957 0 0 D DOBSON COMMUNICATIONS CORP CL A 256069105 8473 1096150 SH DEFINED 02 07 08 378350 0 717800 D DOBSON COMMUNICATIONS CORP CL A 256069105 30 3900 SH DEFINED 04 07 08 3900 0 0 D DOMINION RES INC VA NEW COM 25746U109 1996 26694 SH DEFINED 01 07 08 26694 0 0 D DONEGAL GROUP INC CL A 257701201 6769 348739 SH DEFINED 01 07 08 348739 0 0 D DONEGAL GROUP INC CL A 257701201 15534 800294 SH DEFINED 02 07 08 293183 0 507111 D DONEGAL GROUP INC CL A 257701201 49 2510 SH DEFINED 04 07 08 2510 0 0 D DONNELLEY R R & SONS CO COM 257867101 1265 39580 SH DEFINED 01 07 08 39580 0 0 D DONNELLEY R R & SONS CO COM 257867101 898 28100 SH DEFINED 02 07 08 0 0 28100 D DONNELLEY R R & SONS CO COM 257867101 1 29 SH DEFINED 03 07 08 29 0 0 D DOT HILL SYS CORP COM 25848T109 1836 536945 SH DEFINED 01 07 08 536945 0 0 D DOT HILL SYS CORP COM 25848T109 4551 1330750 SH DEFINED 02 07 08 468550 0 862200 D DOT HILL SYS CORP COM 25848T109 15 4450 SH DEFINED 04 07 08 4450 0 0 D DOVER CORP COM 260003108 51543 1042739 SH DEFINED 01 07 08 1013929 0 28810 D DOVER CORP COM 260003108 43194 873844 SH DEFINED 02 07 08 790469 0 83375 D DOVER CORP COM 260003108 816 16515 SH DEFINED 04 07 08 16515 0 0 D DOW CHEM CO COM 260543103 1118 28641 SH DEFINED 01 07 08 28641 0 0 D DOW CHEM CO COM 260543103 695 17800 SH DEFINED 02 07 08 0 0 17800 D DOW CHEM CO COM 260543103 1 20 SH DEFINED 03 07 08 20 0 0 D DOW JONES & CO INC COM 260561105 33277 950513 SH DEFINED 01 07 08 923713 0 26800 D DOW JONES & CO INC COM 260561105 26912 768690 SH DEFINED 02 07 08 691040 0 77650 D DOW JONES & CO INC COM 260561105 526 15010 SH DEFINED 04 07 08 15010 0 0 D DRAXIS HEALTH INC COM 26150J101 74 16700 SH DEFINED 02 07 08 16700 0 0 D DRIL-QUIP INC COM 262037104 2703 32787 SH DEFINED 01 07 08 32787 0 0 D DRIL-QUIP INC COM 262037104 1129 13700 SH DEFINED 02 07 08 12500 0 1200 D DU PONT E I DE NEMOURS & CO COM 263534109 34853 837819 SH DEFINED 01 07 08 837819 0 0
D DU PONT E I DE NEMOURS & CO COM 263534109 5756 138354 SH DEFINED 02 07 08 67104 0 71250 D DU PONT E I DE NEMOURS & CO COM 263534109 26 630 SH DEFINED 03 07 08 630 0 0 D DU PONT E I DE NEMOURS & CO COM 263534109 41 980 SH DEFINED 04 07 08 980 0 0 D DUCOMMUN INC DEL COM 264147109 102 5532 SH DEFINED 01 07 08 5532 0 0 D DUCOMMUN INC DEL COM 264147109 4672 252275 SH DEFINED 02 07 08 216367 0 35908 D DUCOMMUN INC DEL COM 264147109 1658 89543 SH DEFINED 04 07 08 89543 0 0 D DYCOM INDS INC COM 267475101 144 6775 SH DEFINED 01 07 08 6775 0 0 D DYCOM INDS INC COM 267475101 6527 306554 SH DEFINED 02 07 08 263054 0 43500 D DYCOM INDS INC COM 267475101 2329 109376 SH DEFINED 04 07 08 109376 0 0 D DYNEGY INC NEW CL A 26816Q101 2056 375943 SH DEFINED 01 07 08 375943 0 0 D DYNEGY INC NEW CL A 26816Q101 6458 1180550 SH DEFINED 02 07 08 407550 0 773000 D DYNEGY INC NEW CL A 26816Q101 23 4200 SH DEFINED 04 07 08 4200 0 0 D DYNEX CAP INC COM NEW 26817Q506 990 144675 SH DEFINED 02 07 08 144675 0 0 D E TRADE FINANCIAL CORP COM 269246104 11468 502537 SH DEFINED 01 07 08 472787 0 29750 D E TRADE FINANCIAL CORP COM 269246104 2156 94500 SH DEFINED 02 07 08 94500 0 0 D E TRADE FINANCIAL CORP COM 269246104 4409 193215 SH DEFINED 04 07 08 193215 0 0 D EATON CORP COM 278058102 538 7130 SH DEFINED 01 07 08 7130 0 0 D EBAY INC COM 278642103 681442 23265342 SH DEFINED 01 07 08 23106547 0 158795 D EBAY INC COM 278642103 465236 15883775 SH DEFINED 02 07 08 11856216 0 4027559 D EBAY INC COM 278642103 38 1310 SH DEFINED 03 07 08 1310 0 0 D EBAY INC COM 278642103 68655 2343973 SH DEFINED 04 07 08 1892331 448992 2650 D ECHELON CORP COM 27874N105 2830 377901 SH DEFINED 01 07 08 377901 0 0 D ECHELON CORP COM 27874N105 6759 902350 SH DEFINED 02 07 08 323550 0 578800 D ECHELON CORP COM 27874N105 24 3150 SH DEFINED 04 07 08 3150 0 0 D ECLIPSYS CORP COM 278856109 12721 700484 SH DEFINED 01 07 08 700484 0 0 D ECLIPSYS CORP COM 278856109 32973 1815700 SH DEFINED 02 07 08 637400 0 1178300 D ECLIPSYS CORP COM 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285229100 193 10705 SH DEFINED 01 07 08 10705 0 0 D ELECTRO SCIENTIFIC INDS COM 285229100 8861 492563 SH DEFINED 02 07 08 423313 0 69250 D ELECTRO SCIENTIFIC INDS COM 285229100 3114 173112 SH DEFINED 04 07 08 173112 0 0 D ELECTRONIC ARTS INC COM 285512109 173802 4038140 SH DEFINED 01 07 08 4028790 0 9350 D ELECTRONIC ARTS INC COM 285512109 118931 2763277 SH DEFINED 02 07 08 2069897 0 693380 D ELECTRONIC ARTS INC COM 285512109 43 988 SH DEFINED 03 07 08 988 0 0 D ELECTRONIC ARTS INC COM 285512109 13093 304210 SH DEFINED 04 07 08 303760 0 450 D ELECTRONIC DATA SYS NEW COM 285661104 211163 8776518 SH DEFINED 01 07 08 7392318 0 1384200 D ELECTRONIC DATA SYS NEW COM 285661104 27182 1129753 SH DEFINED 02 07 08 998072 0 131681 D ELECTRONIC DATA SYS NEW COM 285661104 978 40655 SH DEFINED 04 07 08 34865 0 5790 D EMERSON ELEC CO COM 291011104 4386 52335 SH DEFINED 01 07 08 52335 0 0 D EMERSON ELEC CO COM 291011104 15069 179800 SH DEFINED 02 07 08 77350 0 102450 D EMERSON ELEC CO COM 291011104 117 1400 SH DEFINED 04 07 08 1400 0 0 D EMMIS COMMUNICATIONS CORP CL A 291525103 156 10000 SH DEFINED 02 07 08 10000 0 0 D ENERGY CONVERSION DEVICES IN COM 292659109 16657 457231 SH DEFINED 01 07 08 426931 0 30300 D ENERGY CONVERSION DEVICES IN COM 292659109 14602 400825 SH DEFINED 02 07 08 131745 0 269080 D ENERGY CONVERSION DEVICES IN COM 292659109 36 975 SH DEFINED 03 07 08 975 0 0 D ENERGY CONVERSION DEVICES IN COM 292659109 3268 89715 SH DEFINED 04 07 08 89715 0 0 D ENTEGRIS INC COM 29362U104 289 30376 SH DEFINED 01 07 08 30376 0 0 D ENTEGRIS INC COM 29362U104 19852 2083060 SH DEFINED 02 07 08 1885752 0 197308 D ENTEGRIS INC COM 29362U104 4659 488835 SH DEFINED 04 07 08 488835 0 0 D ENTERCOM COMMUNICATIONS CORP CL A 293639100 11680 446470 SH DEFINED 01 07 08 433720 0 12750 D ENTERCOM COMMUNICATIONS CORP CL A 293639100 8205 313650 SH DEFINED 02 07 08 276550 0 37100 D ENTERCOM COMMUNICATIONS CORP CL A 293639100 188 7200 SH DEFINED 04 07 08 7200 0 0 D EQUINIX INC COM NEW 29444U502 14 264 SH DEFINED 01 07 08 264 0 0
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COM 300645108 127 9558 SH DEFINED 01 07 08 9558 0 0 D EXAR CORP COM 300645108 5741 432622 SH DEFINED 02 07 08 371852 0 60770 D EXAR CORP COM 300645108 2017 151986 SH DEFINED 04 07 08 151986 0 0 D EXELON CORP COM 30161N101 11358 199865 SH DEFINED 01 07 08 199865 0 0 D EXELON CORP COM 30161N101 145987 2568830 SH DEFINED 02 07 08 1671900 0 896930 D EXELON CORP COM 30161N101 83 1454 SH DEFINED 03 07 08 1454 0 0 D EXELON CORP COM 30161N101 128808 2266555 SH DEFINED 04 07 08 74815 2191740 0 D EXPEDITORS INTL WASH INC COM 302130109 391306 6986353 SH DEFINED 01 07 08 6969853 0 16500 D EXPEDITORS INTL WASH INC COM 302130109 266101 4750962 SH DEFINED 02 07 08 3569357 0 1181605 D EXPEDITORS INTL WASH INC COM 302130109 28915 516242 SH DEFINED 04 07 08 515442 0 800 D EXPRESS SCRIPTS INC COM 302182100 20887 291153 SH DEFINED 01 07 08 267403 0 23750 D EXPRESS SCRIPTS INC COM 302182100 8094 112830 SH DEFINED 02 07 08 41730 0 71100 D EXPRESS SCRIPTS INC COM 302182100 5 63 SH DEFINED 03 07 08 63 0 0 D EXPRESS SCRIPTS INC COM 302182100 5849 81525 SH DEFINED 04 07 08 81525 0 0 D EXXON MOBIL CORP COM 30231G102 14195 231381 SH DEFINED 01 07 08 231381 0 0 D EXXON MOBIL CORP COM 30231G102 132776 2164242 SH DEFINED 02 07 08 1224562 0 939680 D EXXON MOBIL CORP COM 30231G102 19 309 SH DEFINED 03 07 08 309 0 0 D EXXON MOBIL CORP COM 30231G102 120034 1956550 SH DEFINED 04 07 08 25785 1930765 0 D FEI CO COM 30241L109 253 11155 SH DEFINED 01 07 08 11155 0 0 D FEI CO COM 30241L109 16302 718795 SH DEFINED 02 07 08 647151 0 71644 D FEI CO COM 30241L109 4060 179006 SH DEFINED 04 07 08 179006 0 0 D FMC TECHNOLOGIES INC COM 30249U101 39647 587716 SH DEFINED 01 07 08 534416 0 53300 D FMC TECHNOLOGIES INC COM 30249U101 26168 387910 SH DEFINED 02 07 08 116660 0 271250 D FMC TECHNOLOGIES INC COM 30249U101 18 265 SH DEFINED 03 07 08 265 0 0 D FMC TECHNOLOGIES INC COM 30249U101 45247 670725 SH DEFINED 04 07 08 87025 583700 0 D FSI INTL INC COM 302633102 98 14175 SH DEFINED 01 07 08 14175 0 0 D FSI INTL INC COM 302633102 4513 654976 SH DEFINED 02 07 08 563246 0 91730 D FSI INTL INC COM 302633102 1576 228762 SH DEFINED 04 07 08 228762 0 0 D FTI CONSULTING INC COM 302941109 57 2135 SH DEFINED 01 07 08 2135 0 0 D FTI CONSULTING INC COM 302941109 2597 97023 SH DEFINED 02 07 08 83348 0 13675 D FTI CONSULTING INC COM 302941109 912 34070 SH DEFINED 04 07 08 34070 0 0 D FAIRCHILD SEMICONDUCTOR INTL COM 303726103 5413 297905 SH DEFINED 01 07 08 297905 0 0 D FAIRCHILD SEMICONDUCTOR INTL COM 303726103 13917 765950 SH DEFINED 02 07 08 245750 0 520200 D FAIRCHILD SEMICONDUCTOR INTL COM 303726103 46 2550 SH DEFINED 04 07 08 2550 0 0 D FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000%11/0 303727AJ0 1908 1935000 PRN DEFINED 01 07 08 1935000 0 0 D FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000%11/0 303727AJ0 64 65000 PRN DEFINED 03 07 08 65000 0 0 D FALCONSTOR SOFTWARE INC COM 306137100 2960 424105 SH DEFINED 06 07 08 424105 0 0 D FAMILY DLR STORES INC COM 307000109 6335 259300 SH DEFINED 02 07 08 259300 0 0 D FARO TECHNOLOGIES INC COM 311642102 104 6300 SH DEFINED 01 07 08 6300 0 0 D FARO TECHNOLOGIES INC COM 311642102 4770 290328 SH DEFINED 02 07 08 249628 0 40700 D FARO TECHNOLOGIES INC COM 311642102 1678 102100 SH DEFINED 04 07 08 102100 0 0 D FEDERAL NATL MTG ASSN COM 313586109 137317 2854831 SH DEFINED 01 07 08 2399468 0 455363 D FEDERAL NATL MTG ASSN COM 313586109 18518 384990 SH DEFINED 02 07 08 341090 0 43900 D FEDERAL NATL MTG ASSN COM 313586109 651 13530 SH DEFINED 04 07 08 11585 0 1945 D FEDERAL SIGNAL CORP COM 313855108 5901 389753 SH DEFINED 01 07 08 389753 0 0 D FEDERAL SIGNAL CORP COM 313855108 19567 1292388 SH DEFINED 02 07 08 637628 0 654760 D FEDERAL SIGNAL CORP COM 313855108 1923 127037 SH DEFINED 04 07 08 127037 0 0 D FEDERATED DEPT STORES INC DE COM 31410H101 203468 5559241 SH DEFINED 01 07 08 4860591 0 698650 D FEDERATED DEPT STORES INC DE COM 31410H101 61719 1686300 SH DEFINED 02 07 08 1478096 0 208204 D FEDERATED DEPT STORES INC DE COM 31410H101 2 42 SH DEFINED 03 07 08 42 0 0 D FEDERATED DEPT STORES INC DE COM 31410H101 1616 44162 SH DEFINED 04 07 08 41426 0 2736 D FEDERATED INVS INC PA CL B 314211103 2042 64815 SH DEFINED 01 07 08 62615 0 2200
D FEDERATED INVS INC PA CL B 314211103 1709 54250 SH DEFINED 02 07 08 47650 0 6600 D FEDERATED INVS INC PA CL B 314211103 41 1300 SH DEFINED 04 07 08 1300 0 0 D FERRO CORP COM 315405100 203 12705 SH DEFINED 01 07 08 12705 0 0 D FERRO CORP COM 315405100 13519 847033 SH DEFINED 02 07 08 765313 0 81720 D FERRO CORP COM 315405100 3254 203905 SH DEFINED 04 07 08 203905 0 0 D F5 NETWORKS INC COM 315616102 47 887 SH DEFINED 01 07 08 887 0 0 D F5 NETWORKS INC COM 315616102 780 14585 SH DEFINED 02 07 08 13300 0 1285 D FIRST NIAGARA FINL GP INC COM 33582V108 114 8121 SH DEFINED 01 07 08 8121 0 0 D FIRST NIAGARA FINL GP INC COM 33582V108 5226 372763 SH DEFINED 02 07 08 320380 0 52383 D FIRST NIAGARA FINL GP INC COM 33582V108 1829 130456 SH DEFINED 04 07 08 130456 0 0 D FISHER SCIENTIFIC INTL INC COM NEW 338032204 4105 56200 SH DEFINED 02 07 08 56200 0 0 D FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX3 250 225000 PRN DEFINED 01 07 08 225000 0 0 D FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX3 1823 1639000 PRN DEFINED 02 07 08 1529000 0 110000 D FLEETWOOD ENTERPRISES INC COM 339099103 4352 577177 SH DEFINED 01 07 08 577177 0 0 D FLEETWOOD ENTERPRISES INC COM 339099103 12059 1599400 SH DEFINED 02 07 08 575100 0 1024300 D FLEETWOOD ENTERPRISES INC COM 339099103 42 5600 SH DEFINED 04 07 08 5600 0 0 D FLOW INTL CORP COM 343468104 83 5900 SH DEFINED 01 07 08 5900 0 0 D FLOW INTL CORP COM 343468104 3807 270550 SH DEFINED 02 07 08 232350 0 38200 D FLOW INTL CORP COM 343468104 1345 95598 SH DEFINED 04 07 08 95598 0 0 D FLOWERS FOODS INC COM 343498101 23727 828455 SH DEFINED 01 07 08 826915 0 1540 D FLOWERS FOODS INC COM 343498101 1254 43795 SH DEFINED 02 07 08 40765 0 3030 D FLOWERS FOODS INC COM 343498101 13 455 SH DEFINED 04 07 08 455 0 0 D FLUSHING FINL CORP COM 343873105 53 2970 SH DEFINED 01 07 08 2970 0 0 D FLUSHING FINL CORP COM 343873105 2434 135509 SH DEFINED 02 07 08 116585 0 18924 D FLUSHING FINL CORP COM 343873105 848 47236 SH DEFINED 04 07 08 47236 0 0 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 626 9603 SH DEFINED 01 07 08 9603 0 0 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 541 8300 SH DEFINED 02 07 08 8300 0 0 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 3 45 SH DEFINED 04 07 08 45 0 0 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2156 25751 SH DEFINED 02 07 08 0 0 25751 D FOOT LOCKER INC COM 344849104 988 40330 SH DEFINED 01 07 08 40330 0 0 D FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 1318 47395 SH DEFINED 01 07 08 47395 0 0 D FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 1596 57395 SH DEFINED 02 07 08 55860 0 1535 D FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 40 1445 SH DEFINED 03 07 08 1445 0 0 D FORMFACTOR INC COM 346375108 2412 54039 SH DEFINED 01 07 08 54039 0 0 D FORMFACTOR INC COM 346375108 7253 162520 SH DEFINED 02 07 08 54100 0 108420 D FORMFACTOR INC COM 346375108 6 125 SH DEFINED 04 07 08 125 0 0 D FOSSIL INC COM 349882100 188 10420 SH DEFINED 01 07 08 10420 0 0 D FOSSIL INC COM 349882100 8609 477998 SH DEFINED 02 07 08 410948 0 67050 D FOSSIL INC COM 349882100 3021 167729 SH DEFINED 04 07 08 167729 0 0 D 4 KIDS ENTMT INC COM 350865101 4753 293203 SH DEFINED 01 07 08 293203 0 0 D 4 KIDS ENTMT INC COM 350865101 11084 683750 SH DEFINED 02 07 08 237050 0 446700 D 4 KIDS ENTMT INC COM 350865101 36 2250 SH DEFINED 04 07 08 2250 0 0 D FOXHOLLOW TECHNOLOGIES INC COM 35166A103 8438 308852 SH DEFINED 01 07 08 283352 0 25500 D FOXHOLLOW TECHNOLOGIES INC COM 35166A103 5860 214510 SH DEFINED 02 07 08 59310 0 155200 D FOXHOLLOW TECHNOLOGIES INC COM 35166A103 17 640 SH DEFINED 03 07 08 640 0 0 D FOXHOLLOW TECHNOLOGIES INC COM 35166A103 1139 41705 SH DEFINED 04 07 08 41705 0 0 D FRANKLIN RES INC COM 354613101 2431 28005 SH DEFINED 01 07 08 28005 0 0 D FRANKLIN RES INC COM 354613101 1085 12500 SH DEFINED 02 07 08 0 0 12500 D FRANKLIN RES INC COM 354613101 2 20 SH DEFINED 03 07 08 20 0 0 D FREESCALE SEMICONDUCTOR INC CL B 35687M206 39223 1334132 SH DEFINED 01 07 08 1297232 0 36900 D FREESCALE SEMICONDUCTOR INC CL B 35687M206 39685 1349838 SH DEFINED 02 07 08 1241838 0 108000 D FREESCALE SEMICONDUCTOR INC CL B 35687M206 620 21100 SH DEFINED 04 07 08 21100 0 0 D FRONTIER OIL CORP COM 35914P105 13493 416462 SH DEFINED 01 07 08 386662 0 29800 D FRONTIER OIL CORP COM 35914P105 10232 315800 SH DEFINED 02 07 08 91300 0 224500 D FRONTIER OIL CORP COM 35914P105 2484 76660 SH DEFINED 04 07 08 76660 0 0 D FUEL-TECH N V COM 359523107 173 14300 SH DEFINED 02 07 08 14300 0 0 D FUELCELL ENERGY INC COM 35952H106 8943 933551 SH DEFINED 01 07 08 933551 0 0 D FUELCELL ENERGY INC COM 35952H106 23976 2502700 SH DEFINED 02 07 08 879700 0 1623000 D FUELCELL ENERGY INC COM 35952H106 85 8850 SH DEFINED 04 07 08 8850 0 0 D FULTON FINL CORP PA COM 360271100 82 5131 SH DEFINED 01 07 08 5131 0 0 D FULTON FINL CORP PA COM 360271100 3775 237138 SH DEFINED 02 07 08 203836 0 33302 D FULTON FINL CORP PA COM 360271100 1324 83172 SH DEFINED 04 07 08 83172 0 0 D GFI GROUP INC COM 361652209 20213 374667 SH 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60000 PRN DEFINED 03 07 08 60000 0 0 D JP MORGAN CHASE & CO COM 46625H100 373024 8881535 SH DEFINED 01 07 08 7506479 0 1375056 D JP MORGAN CHASE & CO COM 46625H100 206331 4912643 SH DEFINED 02 07 08 3418635 0 1494008 D JP MORGAN CHASE & CO COM 46625H100 132 3136 SH DEFINED 03 07 08 3136 0 0 D JP MORGAN CHASE & CO COM 46625H100 145559 3465694 SH DEFINED 04 07 08 133476 3326600 5618 D JOHNSON & JOHNSON COM 478160104 10238 170855 SH DEFINED 01 07 08 147655 0 23200 D JOHNSON & JOHNSON COM 478160104 6238 104100 SH DEFINED 02 07 08 5300 0 98800 D JOHNSON & JOHNSON COM 478160104 1 21 SH DEFINED 03 07 08 21 0 0 D JOHNSON & JOHNSON COM 478160104 32531 542900 SH DEFINED 04 07 08 0 542900 0 D JONES APPAREL GROUP INC COM 480074103 52618 1655167 SH DEFINED 01 07 08 1607527 0 47640 D JONES APPAREL GROUP INC COM 480074103 42944 1350852 SH DEFINED 02 07 08 1214342 0 136510 D JONES APPAREL GROUP INC COM 480074103 848 26680 SH DEFINED 04 07 08 26680 0 0 D JOY GLOBAL INC COM 481165108 19496 374268 SH DEFINED 01 07 08 338218 0 36050 D JOY GLOBAL INC COM 481165108 2653 50940 SH DEFINED 02 07 08 50940 0 0 D JOY GLOBAL INC COM 481165108 31 600 SH DEFINED 03 07 08 600 0 0 D JOY GLOBAL INC COM 481165108 4992 95830 SH DEFINED 04 07 08 95830 0 0
D JUNIPER NETWORKS INC COM 48203R104 4529 283225 SH DEFINED 01 07 08 243025 0 40200 D JUNIPER NETWORKS INC COM 48203R104 3078 192500 SH DEFINED 02 07 08 9200 0 183300 D JUNIPER NETWORKS INC COM 48203R104 1 59 SH DEFINED 03 07 08 59 0 0 D JUNIPER NETWORKS INC COM 48203R104 15096 944100 SH DEFINED 04 07 08 0 944100 0 D JUNIPER NETWORKS INC NOTE 6/1 48203RAC8 140 140000 PRN DEFINED 01 07 08 140000 0 0 D JUNIPER NETWORKS INC NOTE 6/1 48203RAC8 2272 2275000 PRN DEFINED 02 07 08 2215000 0 60000 D KLA-TENCOR CORP COM 482480100 20 470 SH DEFINED 01 07 08 470 0 0 D KLA-TENCOR CORP COM 482480100 16888 406256 SH DEFINED 02 07 08 404236 0 2020 D KT CORP SPONSORED ADR 48268K101 240 11200 SH DEFINED 01 07 08 11200 0 0 D K2 INC COM 482732104 117 10700 SH DEFINED 01 07 08 10700 0 0 D K2 INC COM 482732104 5327 486900 SH DEFINED 02 07 08 418050 0 68850 D K2 INC COM 482732104 1881 171900 SH DEFINED 04 07 08 171900 0 0 D KAMAN CORP COM 483548103 70 3840 SH DEFINED 01 07 08 3840 0 0 D KAMAN CORP COM 483548103 3276 180018 SH DEFINED 02 07 08 154778 0 25240 D KAMAN CORP COM 483548103 1140 62644 SH DEFINED 04 07 08 62644 0 0 D KAYDON CORP COM 486587108 62 1670 SH DEFINED 01 07 08 1670 0 0 D KAYDON CORP COM 486587108 2894 77558 SH DEFINED 02 07 08 66708 0 10850 D KAYDON CORP COM 486587108 1013 27157 SH DEFINED 04 07 08 27157 0 0 D KEANE INC COM 486665102 155 12400 SH DEFINED 01 07 08 12400 0 0 D KEANE INC COM 486665102 7155 572388 SH DEFINED 02 07 08 491988 0 80400 D KEANE INC COM 486665102 2504 200292 SH DEFINED 04 07 08 200292 0 0 D KEITHLEY INSTRS INC COM 487584104 95 7450 SH DEFINED 01 07 08 7450 0 0 D KEITHLEY INSTRS INC COM 487584104 4380 344043 SH DEFINED 02 07 08 295953 0 48090 D KEITHLEY INSTRS INC COM 487584104 1532 120353 SH DEFINED 04 07 08 120353 0 0 D KELLWOOD CO COM 488044108 125 4261 SH DEFINED 01 07 08 4261 0 0 D KELLWOOD CO COM 488044108 5627 192250 SH DEFINED 02 07 08 165300 0 26950 D KELLWOOD CO COM 488044108 1974 67445 SH DEFINED 04 07 08 67445 0 0 D KEMET CORP COM 488360108 462 50110 SH DEFINED 01 07 08 50110 0 0 D KEMET CORP COM 488360108 31438 3409757 SH DEFINED 02 07 08 3087712 0 322045 D KEMET CORP COM 488360108 7441 807031 SH DEFINED 04 07 08 807031 0 0 D KERYX BIOPHARMACEUTICALS INC COM 492515101 805 56700 SH DEFINED 01 07 08 56700 0 0 D KERYX BIOPHARMACEUTICALS INC COM 492515101 2005 141200 SH DEFINED 02 07 08 28450 0 112750 D KERYX BIOPHARMACEUTICALS INC COM 492515101 3 220 SH DEFINED 03 07 08 220 0 0 D KERYX BIOPHARMACEUTICALS INC COM 492515101 2 130 SH DEFINED 04 07 08 130 0 0 D KIMBERLY CLARK CORP COM 494368103 165946 2689566 SH DEFINED 01 07 08 2275085 0 414481 D KIMBERLY CLARK CORP COM 494368103 21297 345165 SH DEFINED 02 07 08 304455 0 40710 D KIMBERLY CLARK CORP COM 494368103 757 12270 SH DEFINED 04 07 08 10515 0 1755 D KINDRED HEALTHCARE INC COM 494580103 4692 180452 SH DEFINED 01 07 08 180452 0 0 D KINDRED HEALTHCARE INC COM 494580103 21258 817600 SH DEFINED 02 07 08 504000 0 313600 D KINDRED HEALTHCARE INC COM 494580103 3949 151900 SH DEFINED 04 07 08 151900 0 0 D KIRBY CORP COM 497266106 5422 137262 SH DEFINED 01 07 08 137262 0 0 D KIRBY CORP COM 497266106 12916 326976 SH DEFINED 02 07 08 115976 0 211000 D KIRBY CORP COM 497266106 47 1200 SH DEFINED 04 07 08 1200 0 0 D KNOLL INC COM NEW 498904200 112 6100 SH DEFINED 01 07 08 6100 0 0 D KNOLL INC COM NEW 498904200 5155 280747 SH DEFINED 02 07 08 241437 0 39310 D KNOLL INC COM NEW 498904200 1816 98919 SH DEFINED 04 07 08 98919 0 0 D KOHLS CORP COM 500255104 11192 189306 SH DEFINED 01 07 08 189306 0 0 D KOHLS CORP COM 500255104 156472 2646680 SH DEFINED 02 07 08 1698690 0 947990 D KOHLS CORP COM 500255104 103 1739 SH DEFINED 03 07 08 1739 0 0 D KOHLS CORP COM 500255104 139997 2368020 SH DEFINED 04 07 08 69520 2298500 0 D KOOKMIN BK NEW SPONSORED ADR 50049M109 543 6537 SH DEFINED 01 07 08 6537 0 0 D KORN FERRY INTL COM NEW 500643200 129 6600 SH DEFINED 01 07 08 6600 0 0 D KORN FERRY INTL COM NEW 500643200 5927 302550 SH DEFINED 02 07 08 259950 0 42600 D KORN FERRY INTL COM NEW 500643200 2077 106046 SH DEFINED 04 07 08 106046 0 0 D KRAFT FOODS INC CL A 50075N104 259697 8404450 SH DEFINED 01 07 08 7038950 0 1365500 D KRAFT FOODS INC CL A 50075N104 34433 1114335 SH DEFINED 02 07 08 986070 0 128265 D KRAFT FOODS INC CL A 50075N104 1246 40310 SH DEFINED 04 07 08 34580 0 5730 D KULICKE & SOFFA INDS INC COM 501242101 159 21480 SH DEFINED 01 07 08 21480 0 0 D KULICKE & SOFFA INDS INC COM 501242101 7361 993435 SH DEFINED 02 07 08 853455 0 139980 D KULICKE & SOFFA INDS INC COM 501242101 2570 346819 SH DEFINED 04 07 08 346819 0 0 D LSI LOGIC CORP COM 502161102 45333 5065117 SH DEFINED 01 07 08 4919617 0 145500 D LSI LOGIC CORP COM 502161102 40562 4532100 SH DEFINED 02 07 08 4110100 0 422000 D LSI LOGIC CORP COM 502161102 729 81400 SH DEFINED 04 07 08 81400 0 0 D LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ1 2119 2085000 PRN DEFINED 01 07 08 2085000 0 0
D LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ1 4803 4726000 PRN DEFINED 02 07 08 4596000 0 130000 D LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ1 71 70000 PRN DEFINED 03 07 08 70000 0 0 D LTX CORP COM 502392103 385 54900 SH DEFINED 01 07 08 54900 0 0 D LTX CORP COM 502392103 17534 2501264 SH DEFINED 02 07 08 2148024 0 353240 D LTX CORP COM 502392103 6187 882596 SH DEFINED 04 07 08 882596 0 0 D LTX CORP NOTE 4.250% 8/1 502392AE3 1925 1930000 PRN DEFINED 01 07 08 1930000 0 0 D LTX CORP NOTE 4.250% 8/1 502392AE3 40 40000 PRN DEFINED 03 07 08 40000 0 0 D LADISH INC COM NEW 505754200 107 2860 SH DEFINED 01 07 08 2860 0 0 D LADISH INC COM NEW 505754200 4853 129516 SH DEFINED 02 07 08 111216 0 18300 D LADISH INC COM NEW 505754200 1714 45739 SH DEFINED 04 07 08 45739 0 0 D LAKELAND INDS INC COM 511795106 2810 187732 SH DEFINED 02 07 08 187732 0 0 D LAM RESEARCH CORP COM 512807108 8196 175800 SH DEFINED 02 07 08 175800 0 0 D LATTICE SEMICONDUCTOR CORP COM 518415104 2292 370903 SH DEFINED 01 07 08 370903 0 0 D LATTICE SEMICONDUCTOR CORP COM 518415104 16376 2649911 SH DEFINED 02 07 08 1834661 0 815250 D LATTICE SEMICONDUCTOR CORP COM 518415104 3873 626649 SH DEFINED 04 07 08 626649 0 0 D LAUDER ESTEE COS INC CL A 518439104 1838 47540 SH DEFINED 01 07 08 47540 0 0 D LAUDER ESTEE COS INC CL A 518439104 855 22100 SH DEFINED 02 07 08 0 0 22100 D LAUDER ESTEE COS INC CL A 518439104 1 34 SH DEFINED 03 07 08 34 0 0 D LECROY CORP COM 52324W109 99 6866 SH DEFINED 01 07 08 6866 0 0 D LECROY CORP COM 52324W109 9623 670589 SH DEFINED 02 07 08 626171 0 44418 D LECROY CORP COM 52324W109 1599 111431 SH DEFINED 04 07 08 111431 0 0 D LEGGETT & PLATT INC COM 524660107 28874 1155878 SH DEFINED 01 07 08 1124928 0 30950 D LEGGETT & PLATT INC COM 524660107 27924 1117858 SH DEFINED 02 07 08 1028658 0 89200 D LEGGETT & PLATT INC COM 524660107 435 17400 SH DEFINED 04 07 08 17400 0 0 D LEGG MASON INC COM 524901105 291 2921 SH DEFINED 01 07 08 2921 0 0 D LEGG MASON INC COM 524901105 4601 46236 SH DEFINED 02 07 08 44907 0 1329 D LEGG MASON INC COM 524901105 87 875 SH DEFINED 03 07 08 875 0 0 D LEUCADIA NATL CORP COM 527288104 410 14042 SH DEFINED 02 07 08 14042 0 0 D LIBERTY GLOBAL INC COM SER A 530555101 253 11752 SH DEFINED 01 07 08 11752 0 0 D LIBERTY GLOBAL INC COM SER C 530555309 246 11980 SH DEFINED 01 07 08 11980 0 0 D LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 2804 5000000 PRN DEFINED 02 07 08 5000000 0 0 D LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 326 430000 PRN DEFINED 01 07 08 430000 0 0 D LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 5197 6861000 PRN DEFINED 02 07 08 6676000 0 185000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF2 547 515000 PRN DEFINED 01 07 08 515000 0 0 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF2 6754 6364000 PRN DEFINED 02 07 08 6144000 0 220000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF2 53 50000 PRN DEFINED 03 07 08 50000 0 0 D LIFEPOINT HOSPITALS INC COM 53219L109 267 8300 SH DEFINED 01 07 08 8300 0 0 D LIFEPOINT HOSPITALS INC COM 53219L109 12199 379664 SH DEFINED 02 07 08 326214 0 53450 D LIFEPOINT HOSPITALS INC COM 53219L109 4280 133200 SH DEFINED 04 07 08 133200 0 0 D LILLY ELI & CO COM 532457108 1857 33595 SH DEFINED 01 07 08 33595 0 0 D LILLY ELI & CO COM 532457108 862 15600 SH DEFINED 02 07 08 0 0 15600 D LILLY ELI & CO COM 532457108 43 782 SH DEFINED 03 07 08 782 0 0 D LINDSAY MFG CO COM 535555106 8276 305178 SH DEFINED 01 07 08 305178 0 0 D LINDSAY MFG CO COM 535555106 21591 796124 SH DEFINED 02 07 08 279000 0 517124 D LINDSAY MFG CO COM 535555106 76 2800 SH DEFINED 04 07 08 2800 0 0 D LITTELFUSE INC COM 537008104 110 3200 SH DEFINED 01 07 08 3200 0 0 D LITTELFUSE INC COM 537008104 4947 143900 SH DEFINED 02 07 08 123650 0 20250 D LITTELFUSE INC COM 537008104 1747 50811 SH DEFINED 04 07 08 50811 0 0 D LOCKHEED MARTIN CORP COM 539830109 5398 75246 SH DEFINED 01 07 08 75246 0 0 D LOCKHEED MARTIN CORP COM 539830109 81181 1131600 SH DEFINED 02 07 08 676300 0 455300 D LOCKHEED MARTIN CORP COM 539830109 19 260 SH DEFINED 03 07 08 260 0 0 D LOCKHEED MARTIN CORP COM 539830109 87383 1218050 SH DEFINED 04 07 08 13150 1204900 0 D LOCKHEED MARTIN CORP DBCV 8/1 539830AP4 193 170000 PRN DEFINED 01 07 08 170000 0 0 D LOCKHEED MARTIN CORP DBCV 8/1 539830AP4 3081 2711000 PRN DEFINED 02 07 08 2636000 0 75000 D LONGS DRUG STORES CORP COM 543162101 2808 61549 SH DEFINED 01 07 08 61549 0 0 D LONGS DRUG STORES CORP COM 543162101 6387 140015 SH DEFINED 02 07 08 48315 0 91700 D LONGS DRUG STORES CORP COM 543162101 23 500 SH DEFINED 04 07 08 500 0 0 D LORAL SPACE & COMMUNICATNS L COM 543881106 662 23339 SH DEFINED 02 07 08 23339 0 0 D LOWES COS INC COM 548661107 6513 107352 SH DEFINED 01 07 08 85952 0 21400 D LOWES COS INC COM 548661107 6558 108100 SH DEFINED 02 07 08 4900 0 103200 D LOWES COS INC COM 548661107 46170 761000 SH DEFINED 04 07 08 0 761000 0 D LUCENT TECHNOLOGIES INC COM 549463107 184576 76270878 SH DEFINED 01 07 08 63639478 0 12631400 D LUCENT TECHNOLOGIES INC COM 549463107 24986 10324790 SH DEFINED 02 07 08 9015090 0 1309700 D LUCENT TECHNOLOGIES INC COM 549463107 894 369410 SH DEFINED 04 07 08 316660 0 52750
D LYDALL INC DEL COM 550819106 50 5445 SH DEFINED 01 07 08 5445 0 0 D LYDALL INC DEL COM 550819106 2323 251998 SH DEFINED 02 07 08 216583 0 35415 D LYDALL INC DEL COM 550819106 813 88232 SH DEFINED 04 07 08 88232 0 0 D MEMC ELECTR MATLS INC COM 552715104 338225 10021494 SH DEFINED 02 07 08 10021494 0 0 D MKS INSTRUMENT INC COM 55306N104 367 18230 SH DEFINED 01 07 08 18230 0 0 D MKS INSTRUMENT INC COM 55306N104 16785 834266 SH DEFINED 02 07 08 717146 0 117120 D MKS INSTRUMENT INC COM 55306N104 5895 292981 SH DEFINED 04 07 08 292981 0 0 D MSC INDL DIRECT INC CL A 553530106 14426 303265 SH DEFINED 01 07 08 288365 0 14900 D MSC INDL DIRECT INC CL A 553530106 3320 69800 SH DEFINED 02 07 08 67800 0 2000 D MSC INDL DIRECT INC CL A 553530106 4592 96525 SH DEFINED 04 07 08 96525 0 0 D MACDERMID INC COM 554273102 149 5180 SH DEFINED 01 07 08 5180 0 0 D MACDERMID INC COM 554273102 6876 238743 SH DEFINED 02 07 08 205223 0 33520 D MACDERMID INC COM 554273102 2416 83898 SH DEFINED 04 07 08 83898 0 0 D MACROVISION CORP COM 555904101 392 18200 SH DEFINED 01 07 08 18200 0 0 D MACROVISION CORP COM 555904101 17902 831885 SH DEFINED 02 07 08 714735 0 117150 D MACROVISION CORP COM 555904101 6303 292878 SH DEFINED 04 07 08 292878 0 0 D MAGMA DESIGN AUTOMATION COM 559181102 59 8085 SH DEFINED 01 07 08 8085 0 0 D MAGMA DESIGN AUTOMATION COM 559181102 2715 369363 SH DEFINED 02 07 08 317463 0 51900 D MAGMA DESIGN AUTOMATION COM 559181102 956 130050 SH DEFINED 04 07 08 130050 0 0 D MANOR CARE INC NEW COM 564055101 2679 57094 SH DEFINED 01 07 08 57094 0 0 D MANOR CARE INC NEW COM 564055101 5572 118750 SH DEFINED 02 07 08 40850 0 77900 D MANOR CARE INC NEW COM 564055101 19 400 SH DEFINED 04 07 08 400 0 0 D MARATHON OIL CORP COM 565849106 1335 16028 SH DEFINED 01 07 08 16028 0 0 D MARSH & MCLENNAN COS INC COM 571748102 2840 105601 SH DEFINED 01 07 08 105601 0 0 D MARSH & MCLENNAN COS INC COM 571748102 49316 1834005 SH DEFINED 02 07 08 1087835 0 746170 D MARSH & MCLENNAN COS INC COM 571748102 21 790 SH DEFINED 03 07 08 790 0 0 D MARSH & MCLENNAN COS INC COM 571748102 50511 1878414 SH DEFINED 04 07 08 20939 1857475 0 D MARSHALL & ILSLEY CORP COM 571834100 49878 1090466 SH DEFINED 01 07 08 1061616 0 28850 D MARSHALL & ILSLEY CORP COM 571834100 46486 1016300 SH DEFINED 02 07 08 927600 0 88700 D MARSHALL & ILSLEY CORP COM 571834100 787 17200 SH DEFINED 04 07 08 17200 0 0 D MASCO CORP COM 574599106 2913 98286 SH DEFINED 01 07 08 98286 0 0 D MASCO CORP COM 574599106 24224 817275 SH DEFINED 02 07 08 448180 0 369095 D MASCO CORP COM 574599106 17942 605325 SH DEFINED 04 07 08 8575 596750 0 D MATERIAL SCIENCES CORP COM 576674105 97 10735 SH DEFINED 01 07 08 10735 0 0 D MATERIAL SCIENCES CORP COM 576674105 4411 488453 SH DEFINED 02 07 08 420073 0 68380 D MATERIAL SCIENCES CORP COM 576674105 1554 172092 SH DEFINED 04 07 08 172092 0 0 D MATTEL INC COM 577081102 204277 12372943 SH DEFINED 01 07 08 10346443 0 2026500 D MATTEL INC COM 577081102 26220 1588137 SH DEFINED 02 07 08 1416437 0 171700 D MATTEL INC COM 577081102 984 59594 SH DEFINED 04 07 08 51094 0 8500 D MATTSON TECHNOLOGY INC COM 577223100 14400 1473869 SH DEFINED 01 07 08 1473869 0 0 D MATTSON TECHNOLOGY INC COM 577223100 40720 4167880 SH DEFINED 02 07 08 1875210 0 2292670 D MATTSON TECHNOLOGY INC COM 577223100 2451 250841 SH DEFINED 04 07 08 250841 0 0 D MAXTOR CORP NOTE 6.800% 4/3 577729AC0 71 65000 PRN DEFINED 03 07 08 65000 0 0 D MAXIM INTEGRATED PRODS INC COM 57772K101 115001 3581469 SH DEFINED 01 07 08 3573049 0 8420 D MAXIM INTEGRATED PRODS INC COM 57772K101 79464 2474750 SH DEFINED 02 07 08 1852739 0 622011 D MAXIM INTEGRATED PRODS INC COM 57772K101 11 350 SH DEFINED 03 07 08 350 0 0 D MAXIM INTEGRATED PRODS INC COM 57772K101 8641 269104 SH DEFINED 04 07 08 268704 0 400 D MAXWELL TECHNOLOGIES INC COM 577767106 64 3235 SH DEFINED 01 07 08 3235 0 0 D MAXWELL TECHNOLOGIES INC COM 577767106 2892 147326 SH DEFINED 02 07 08 126730 0 20596 D MAXWELL TECHNOLOGIES INC COM 577767106 1015 51703 SH DEFINED 04 07 08 51703 0 0 D MCAFEE INC COM 579064106 50421 2077500 SH DEFINED 01 07 08 2019500 0 58000 D MCAFEE INC COM 579064106 45085 1857650 SH DEFINED 02 07 08 1688950 0 168700 D MCAFEE INC COM 579064106 800 32950 SH DEFINED 04 07 08 32950 0 0 D MCDONALDS CORP COM 580135101 12881 383369 SH DEFINED 01 07 08 383369 0 0 D MCDONALDS CORP COM 580135101 241 7167 SH DEFINED 02 07 08 7167 0 0 D MCDONALDS CORP COM 580135101 10 300 SH DEFINED 03 07 08 300 0 0 D MCMORAN EXPLORATION CO NOTE 6.000% 7/0 582411AB0 53 40000 PRN DEFINED 01 07 08 40000 0 0 D MCMORAN EXPLORATION CO NOTE 6.000% 7/0 582411AB0 268 201000 PRN DEFINED 02 07 08 191000 0 10000 D MCMORAN EXPLORATION CO NOTE 5.250%10/0 582411AE4 60 50000 PRN DEFINED 01 07 08 50000 0 0 D MCMORAN EXPLORATION CO NOTE 5.250%10/0 582411AE4 178 148000 PRN DEFINED 02 07 08 113000 0 35000 D MEADWESTVACO CORP COM 583334107 192729 6900419 SH DEFINED 01 07 08 5814719 0 1085700 D MEADWESTVACO CORP COM 583334107 33056 1183534 SH DEFINED 02 07 08 1080376 0 103158 D MEADWESTVACO CORP COM 583334107 888 31785 SH DEFINED 04 07 08 27250 0 4535 D MECHEL OAO SPONSORED ADR 583840103 1120 50000 SH DEFINED 02 07 08 0 0 50000
D MEDAREX INC NOTE 2.250% 5/1 583916AG6 102 105000 PRN DEFINED 01 07 08 105000 0 0 D MEDAREX INC NOTE 2.250% 5/1 583916AG6 1318 1361000 PRN DEFINED 02 07 08 1296000 0 65000 D MEDAREX INC NOTE 2.250% 5/1 583916AG6 63 65000 PRN DEFINED 03 07 08 65000 0 0 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 235950 4119247 SH DEFINED 01 07 08 3335447 0 783800 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 43774 764215 SH DEFINED 02 07 08 524715 0 239500 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 75452 1317256 SH DEFINED 04 07 08 18166 1296000 3090 D MEDIACOM COMMUNICATIONS CORP CL A 58446K105 3696 593273 SH DEFINED 01 07 08 593273 0 0 D MEDIACOM COMMUNICATIONS CORP CL A 58446K105 9175 1472750 SH DEFINED 02 07 08 541350 0 931400 D MEDIACOM COMMUNICATIONS CORP CL A 58446K105 30 4850 SH DEFINED 04 07 08 4850 0 0 D MEDICAL PPTYS TRUST INC COM 58463J304 3341 302642 SH DEFINED 01 07 08 302642 0 0 D MEDICAL PPTYS TRUST INC COM 58463J304 6533 591800 SH DEFINED 02 07 08 255400 0 336400 D MEDICAL PPTYS TRUST INC COM 58463J304 28 2550 SH DEFINED 04 07 08 2550 0 0 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB7 180 195000 PRN DEFINED 01 07 08 195000 0 0 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB7 4185 4530000 PRN DEFINED 02 07 08 4410000 0 120000 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB7 51 55000 PRN DEFINED 03 07 08 55000 0 0 D MEDIMMUNE INC COM 584699102 4675 172519 SH DEFINED 01 07 08 162319 0 10200 D MEDIMMUNE INC COM 584699102 4761 175700 SH DEFINED 02 07 08 36000 0 139700 D MEDIMMUNE INC COM 584699102 6 225 SH DEFINED 03 07 08 225 0 0 D MEDIMMUNE INC COM 584699102 1797 66305 SH DEFINED 04 07 08 66305 0 0 D MEDIMMUNE INC NOTE 1.000% 7/1 584699AE2 2090 2095000 PRN DEFINED 01 07 08 2095000 0 0 D MEDIMMUNE INC NOTE 1.000% 7/1 584699AE2 90 90000 PRN DEFINED 03 07 08 90000 0 0 D MEDTRONIC INC COM 585055106 5060 107849 SH DEFINED 01 07 08 86349 0 21500 D MEDTRONIC INC COM 585055106 4166 88800 SH DEFINED 02 07 08 4900 0 83900 D MEDTRONIC INC COM 585055106 21 455 SH DEFINED 03 07 08 455 0 0 D MEDTRONIC INC COM 585055106 23609 503172 SH DEFINED 04 07 08 0 503172 0 D MERCURY COMPUTER SYS COM 589378108 100 6500 SH DEFINED 01 07 08 6500 0 0 D MERCURY COMPUTER SYS COM 589378108 5229 339749 SH DEFINED 02 07 08 297949 0 41800 D MERCURY COMPUTER SYS COM 589378108 1604 104250 SH DEFINED 04 07 08 104250 0 0 D MERCURY GENL CORP NEW COM 589400100 8326 147698 SH DEFINED 02 07 08 147698 0 0 D MEREDITH CORP COM 589433101 129 2600 SH DEFINED 01 07 08 2600 0 0 D MEREDITH CORP COM 589433101 5936 119832 SH DEFINED 02 07 08 103032 0 16800 D MEREDITH CORP COM 589433101 2090 42189 SH DEFINED 04 07 08 42189 0 0 D MERIX CORP COM 590049102 198 18040 SH DEFINED 01 07 08 18040 0 0 D MERIX CORP COM 590049102 9130 832299 SH DEFINED 02 07 08 716120 0 116179 D MERIX CORP COM 590049102 3231 294519 SH DEFINED 04 07 08 294519 0 0 D MERRILL LYNCH & CO INC COM 590188108 319935 4599409 SH DEFINED 01 07 08 3873109 0 726300 D MERRILL LYNCH & CO INC COM 590188108 49358 709570 SH DEFINED 02 07 08 580170 0 129400 D MERRILL LYNCH & CO INC COM 590188108 34 492 SH DEFINED 03 07 08 492 0 0 D MERRILL LYNCH & CO INC COM 590188108 1561 22440 SH DEFINED 04 07 08 19355 0 3085 D MICROSOFT CORP COM 594918104 2077 89142 SH DEFINED 01 07 08 89142 0 0 D MICROSOFT CORP COM 594918104 11919 511550 SH DEFINED 02 07 08 470550 0 41000 D MICROSOFT CORP COM 594918104 62 2682 SH DEFINED 03 07 08 2682 0 0 D MICROSOFT CORP COM 594918104 70 3000 SH DEFINED 04 07 08 3000 0 0 D MICRON TECHNOLOGY INC COM 595112103 54473 3617086 SH DEFINED 01 07 08 3528836 0 88250 D MICRON TECHNOLOGY INC COM 595112103 50055 3323700 SH DEFINED 02 07 08 3021100 0 302600 D MICRON TECHNOLOGY INC COM 595112103 865 57450 SH DEFINED 04 07 08 57450 0 0 D MILLENNIUM PHARMACEUTICALS I COM 599902103 144426 14486108 SH DEFINED 01 07 08 11832108 0 2654000 D MILLENNIUM PHARMACEUTICALS I COM 599902103 23062 2313185 SH DEFINED 02 07 08 2062985 0 250200 D MILLENNIUM PHARMACEUTICALS I COM 599902103 777 77895 SH DEFINED 04 07 08 66760 0 11135 D MILLER HERMAN INC COM 600544100 82 3170 SH DEFINED 01 07 08 3170 0 0 D MILLER HERMAN INC COM 600544100 3731 144771 SH DEFINED 02 07 08 124421 0 20350 D MILLER HERMAN INC COM 600544100 1313 50951 SH DEFINED 04 07 08 50951 0 0 D MIRANT CORP NEW COM 60467R100 672 25074 SH DEFINED 02 07 08 25074 0 0 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 247 8400 SH DEFINED 01 07 08 8400 0 0 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2968 100800 SH DEFINED 02 07 08 0 0 100800 D MODINE MFG CO COM 607828100 68 2900 SH DEFINED 01 07 08 2900 0 0 D MODINE MFG CO COM 607828100 3124 133750 SH DEFINED 02 07 08 114950 0 18800 D MODINE MFG CO COM 607828100 1096 46900 SH DEFINED 04 07 08 46900 0 0 D MODTECH HLDGS INC COM 60783C100 73 10750 SH DEFINED 01 07 08 10750 0 0 D MODTECH HLDGS INC COM 60783C100 3304 488070 SH DEFINED 02 07 08 418921 0 69149 D MODTECH HLDGS INC COM 60783C100 1166 172290 SH DEFINED 04 07 08 172290 0 0 D MOLEX INC COM 608554101 8053 239897 SH DEFINED 02 07 08 239897 0 0 D MOLSON COORS BREWING CO CL B 60871R209 36855 542944 SH DEFINED 01 07 08 527794 0 15150 D MOLSON COORS BREWING CO CL B 60871R209 30063 442890 SH DEFINED 02 07 08 409940 0 32950
D MOLSON COORS BREWING CO CL B 60871R209 574 8450 SH DEFINED 04 07 08 8450 0 0 D MONACO COACH CORP COM 60886R103 228 17920 SH DEFINED 01 07 08 17920 0 0 D MONACO COACH CORP COM 60886R103 10459 823568 SH DEFINED 02 07 08 707718 0 115850 D MONACO COACH CORP COM 60886R103 3672 289119 SH DEFINED 04 07 08 289119 0 0 D MONSANTO CO NEW COM 61166W101 8230 97750 SH DEFINED 01 07 08 78150 0 19600 D MONSANTO CO NEW COM 61166W101 8124 96500 SH DEFINED 02 07 08 4500 0 92000 D MONSANTO CO NEW COM 61166W101 57434 682200 SH DEFINED 04 07 08 0 682200 0 D MONSTER WORLDWIDE INC COM 611742107 18213 426926 SH DEFINED 01 07 08 394076 0 32850 D MONSTER WORLDWIDE INC COM 611742107 12620 295820 SH DEFINED 02 07 08 116390 0 179430 D MONSTER WORLDWIDE INC COM 611742107 4223 98990 SH DEFINED 04 07 08 98990 0 0 D MORGAN STANLEY COM NEW 617446448 10 158 SH DEFINED 01 07 08 158 0 0 D MORGAN STANLEY COM NEW 617446448 12462 197150 SH DEFINED 02 07 08 197150 0 0 D MORTONS RESTAURANT GRP INC N COM 619430101 52 3400 SH DEFINED 01 07 08 3400 0 0 D MORTONS RESTAURANT GRP INC N COM 619430101 2388 155900 SH DEFINED 02 07 08 134000 0 21900 D MORTONS RESTAURANT GRP INC N COM 619430101 838 54700 SH DEFINED 04 07 08 54700 0 0 D MOTOROLA INC COM 620076109 2018 100166 SH DEFINED 01 07 08 100166 0 0 D MOTOROLA INC COM 620076109 21450 1064520 SH DEFINED 02 07 08 179550 0 884970 D MOTOROLA INC COM 620076109 17 840 SH DEFINED 03 07 08 840 0 0 D MOTOROLA INC COM 620076109 26 1275 SH DEFINED 04 07 08 1275 0 0 D MURPHY OIL CORP COM 626717102 54578 977046 SH DEFINED 01 07 08 948696 0 28350 D MURPHY OIL CORP COM 626717102 43087 771335 SH DEFINED 02 07 08 688790 0 82545 D MURPHY OIL CORP COM 626717102 903 16165 SH DEFINED 04 07 08 16165 0 0 D MYERS INDS INC COM 628464109 186 10847 SH DEFINED 01 07 08 10847 0 0 D MYERS INDS INC COM 628464109 8567 498373 SH DEFINED 02 07 08 428453 0 69920 D MYERS INDS INC COM 628464109 2998 174431 SH DEFINED 04 07 08 174431 0 0 D NBTY INC COM 628782104 222 9270 SH DEFINED 01 07 08 9270 0 0 D NBTY INC COM 628782104 10173 425476 SH DEFINED 02 07 08 365526 0 59950 D NBTY INC COM 628782104 3564 149051 SH DEFINED 04 07 08 149051 0 0 D NN INC COM 629337106 3251 263246 SH DEFINED 01 07 08 263246 0 0 D NN INC COM 629337106 12570 1017822 SH DEFINED 02 07 08 599727 0 418095 D NN INC COM 629337106 2045 165570 SH DEFINED 04 07 08 165570 0 0 D NRG ENERGY INC COM NEW 629377508 44851 930910 SH DEFINED 04 07 08 930910 0 0 D NYMAGIC INC COM 629484106 93 3190 SH DEFINED 01 07 08 3190 0 0 D NYMAGIC INC COM 629484106 4194 144381 SH DEFINED 02 07 08 124031 0 20350 D NYMAGIC INC COM 629484106 1480 50941 SH DEFINED 04 07 08 50941 0 0 D NANOMETRICS INC COM 630077105 4559 459162 SH DEFINED 01 07 08 459162 0 0 D NANOMETRICS INC COM 630077105 11420 1150100 SH DEFINED 02 07 08 401600 0 748500 D NANOMETRICS INC COM 630077105 40 4000 SH DEFINED 04 07 08 4000 0 0 D NASDAQ 100 TR UNIT SER 1 631100104 3090 79732 SH DEFINED 01 07 08 79732 0 0 D NATIONAL INTERSTATE CORP COM 63654U100 23315 859689 SH DEFINED 01 07 08 795339 0 64350 D NATIONAL INTERSTATE CORP COM 63654U100 16906 623387 SH DEFINED 02 07 08 184575 0 438812 D NATIONAL INTERSTATE CORP COM 63654U100 22 800 SH DEFINED 03 07 08 800 0 0 D NATIONAL INTERSTATE CORP COM 63654U100 315 11599 SH DEFINED 04 07 08 11599 0 0 D NATIONAL OILWELL VARCO INC COM 637071101 12307 194368 SH DEFINED 01 07 08 180068 0 14300 D NATIONAL OILWELL VARCO INC COM 637071101 5630 88920 SH DEFINED 02 07 08 34670 0 54250 D NATIONAL OILWELL VARCO INC COM 637071101 61 965 SH DEFINED 03 07 08 965 0 0 D NATIONAL OILWELL VARCO INC COM 637071101 2935 46355 SH DEFINED 04 07 08 46355 0 0 D NATIONAL SEMICONDUCTOR CORP COM 637640103 42163 1767832 SH DEFINED 01 07 08 1718592 0 49240 D NATIONAL SEMICONDUCTOR CORP COM 637640103 38428 1611245 SH DEFINED 02 07 08 1468305 0 142940 D NATIONAL SEMICONDUCTOR CORP COM 637640103 667 27980 SH DEFINED 04 07 08 27980 0 0 D NETFLIX COM INC COM 64110L106 19177 704767 SH DEFINED 01 07 08 647967 0 56800 D NETFLIX COM INC COM 64110L106 10886 400075 SH DEFINED 02 07 08 180580 0 219495 D NETFLIX COM INC COM 64110L106 4355 160065 SH DEFINED 04 07 08 160065 0 0 D NETIQ CORP COM 64115P102 6378 523198 SH DEFINED 01 07 08 523198 0 0 D NETWORK APPLIANCE INC COM 64120L104 726313 20575449 SH DEFINED 01 07 08 20434359 0 141090 D NETWORK APPLIANCE INC COM 64120L104 513017 14533070 SH DEFINED 02 07 08 10545823 0 3987247 D NETWORK APPLIANCE INC COM 64120L104 123349 3494303 SH DEFINED 04 07 08 1561133 1930800 2370 D NEUSTAR INC CL A 64126X201 18 547 SH DEFINED 01 07 08 547 0 0 D NEUSTAR INC CL A 64126X201 889 26350 SH DEFINED 02 07 08 24050 0 2300 D NEW YORK CMNTY BANCORP INC COM 649445103 7614 461156 SH DEFINED 01 07 08 449266 0 11890 D NEW YORK CMNTY BANCORP INC COM 649445103 4635 280750 SH DEFINED 02 07 08 247870 0 32880 D NEW YORK CMNTY BANCORP INC COM 649445103 114 6915 SH DEFINED 04 07 08 6915 0 0 D NEWALLIANCE BANCSHARES INC COM 650203102 130 9085 SH DEFINED 01 07 08 9085 0 0 D NEWALLIANCE BANCSHARES INC COM 650203102 5973 417382 SH DEFINED 02 07 08 358882 0 58500
D NEWALLIANCE BANCSHARES INC COM 650203102 2094 146305 SH DEFINED 04 07 08 146305 0 0 D NEWMONT MINING CORP COM 651639106 3381 63885 SH DEFINED 01 07 08 63885 0 0 D NEWMONT MINING CORP COM 651639106 9329 176250 SH DEFINED 02 07 08 73250 0 103000 D NEWMONT MINING CORP COM 651639106 1 11 SH DEFINED 03 07 08 11 0 0 D NEWMONT MINING CORP COM 651639106 74 1400 SH DEFINED 04 07 08 1400 0 0 D NEWPARK RES INC COM PAR $.01NEW 651718504 165 26900 SH DEFINED 01 07 08 26900 0 0 D NEWPARK RES INC COM PAR $.01NEW 651718504 7604 1236463 SH DEFINED 02 07 08 1062550 0 173913 D NEWPARK RES INC COM PAR $.01NEW 651718504 2664 433208 SH DEFINED 04 07 08 433208 0 0 D NEWPORT CORP COM 651824104 176 10910 SH DEFINED 01 07 08 10910 0 0 D NEWPORT CORP COM 651824104 8012 497041 SH DEFINED 02 07 08 426781 0 70260 D NEWPORT CORP COM 651824104 2821 174985 SH DEFINED 04 07 08 174985 0 0 D NIKE INC CL B 654106103 339 4191 SH DEFINED 02 07 08 4191 0 0 D NOKIA CORP SPONSORED ADR 654902204 76284 3765235 SH DEFINED 01 07 08 2626035 0 1139200 D NOKIA CORP SPONSORED ADR 654902204 111120 5484703 SH DEFINED 02 07 08 4335003 0 1149700 D NOKIA CORP SPONSORED ADR 654902204 72 3572 SH DEFINED 03 07 08 3572 0 0 D NOKIA CORP SPONSORED ADR 654902204 121216 5983020 SH DEFINED 04 07 08 167320 5815700 0 D NORDSON CORP COM 655663102 128 2600 SH DEFINED 01 07 08 2600 0 0 D NORDSON CORP COM 655663102 5783 117588 SH DEFINED 02 07 08 101038 0 16550 D NORDSON CORP COM 655663102 2032 41325 SH DEFINED 04 07 08 41325 0 0 D NORFOLK SOUTHERN CORP COM 655844108 2269 42625 SH DEFINED 01 07 08 42625 0 0 D NORFOLK SOUTHERN CORP COM 655844108 22892 430145 SH DEFINED 02 07 08 253245 0 176900 D NORFOLK SOUTHERN CORP COM 655844108 16 300 SH DEFINED 03 07 08 300 0 0 D NORFOLK SOUTHERN CORP COM 655844108 23582 443105 SH DEFINED 04 07 08 4910 438195 0 D NORTH AMERN PALLADIUM LTD COM 656912102 99 11400 SH DEFINED 02 07 08 11400 0 0 D NORTHROP GRUMMAN CORP COM 666807102 4049 63209 SH DEFINED 01 07 08 63209 0 0 D NORTHROP GRUMMAN CORP COM 666807102 89279 1393685 SH DEFINED 02 07 08 833375 0 560310 D NORTHROP GRUMMAN CORP COM 666807102 98142 1532040 SH DEFINED 04 07 08 16195 1515845 0 D NORTHWESTERN CORP COM NEW 668074305 3230 94037 SH DEFINED 01 07 08 94037 0 0 D NORTHWESTERN CORP COM NEW 668074305 7004 203900 SH DEFINED 02 07 08 70600 0 133300 D NORTHWESTERN CORP COM NEW 668074305 26 750 SH DEFINED 04 07 08 750 0 0 D NOVA CHEMICALS CORP COM 66977W109 86 3000 SH DEFINED 01 07 08 3000 0 0 D NOVA CHEMICALS CORP COM 66977W109 2770 96200 SH DEFINED 02 07 08 77450 0 18750 D NOVA CHEMICALS CORP COM 66977W109 1376 47800 SH DEFINED 04 07 08 47800 0 0 D NOVAMED INC DEL COM 66986W108 1162 172100 SH DEFINED 01 07 08 172100 0 0 D NOVAMED INC DEL COM 66986W108 5987 887000 SH DEFINED 02 07 08 312300 0 574700 D NOVAMED INC DEL COM 66986W108 20 2900 SH DEFINED 04 07 08 2900 0 0 D NOVACEA INC COM 66987B103 356 39300 SH DEFINED 02 07 08 34300 0 5000 D NOVACEA INC COM 66987B103 3 335 SH DEFINED 04 07 08 335 0 0 D NOVARTIS A G SPONSORED ADR 66987V109 489 9077 SH DEFINED 02 07 08 0 0 9077 D NOVARTIS A G SPONSORED ADR 66987V109 40 740 SH DEFINED 03 07 08 740 0 0 D NOVELLUS SYS INC COM 670008101 61844 2503796 SH DEFINED 01 07 08 2432096 0 71700 D NOVELLUS SYS INC COM 670008101 81766 3310384 SH DEFINED 02 07 08 3005034 0 305350 D NOVELLUS SYS INC COM 670008101 6953 281481 SH DEFINED 04 07 08 281481 0 0 D NUVELO INC COM NEW 67072M301 5709 342886 SH DEFINED 01 07 08 317486 0 25400 D NUVELO INC COM NEW 67072M301 4028 241920 SH DEFINED 02 07 08 74970 0 166950 D NUVELO INC COM NEW 67072M301 4 240 SH DEFINED 03 07 08 240 0 0 D NUVELO INC COM NEW 67072M301 1095 65750 SH DEFINED 04 07 08 65750 0 0 D OM GROUP INC COM 670872100 3407 110441 SH DEFINED 01 07 08 110441 0 0 D OM GROUP INC COM 670872100 8215 266300 SH DEFINED 02 07 08 93100 0 173200 D OM GROUP INC COM 670872100 29 950 SH DEFINED 04 07 08 950 0 0 D OAKLEY INC COM 673662102 2616 155250 SH DEFINED 02 07 08 155250 0 0 D OCCIDENTAL PETE CORP DEL COM 674599105 914 8909 SH DEFINED 01 07 08 8909 0 0 D OCEANEERING INTL INC COM 675232102 4252 92728 SH DEFINED 01 07 08 92728 0 0 D OCEANEERING INTL INC COM 675232102 10009 218300 SH DEFINED 02 07 08 72500 0 145800 D OCEANEERING INTL INC COM 675232102 37 800 SH DEFINED 04 07 08 800 0 0 D OFFICE DEPOT INC COM 676220106 138147 3635436 SH DEFINED 01 07 08 2975036 0 660400 D OFFICE DEPOT INC COM 676220106 26701 702655 SH DEFINED 02 07 08 638955 0 63700 D OFFICE DEPOT INC COM 676220106 746 19640 SH DEFINED 04 07 08 16865 0 2775 D OFFICEMAX INC DEL COM 67622P101 45584 1118632 SH DEFINED 01 07 08 1092937 0 25695 D OFFICEMAX INC DEL COM 67622P101 33791 829215 SH DEFINED 02 07 08 706430 0 122785 D OFFICEMAX INC DEL COM 67622P101 3 79 SH DEFINED 03 07 08 79 0 0 D OFFICEMAX INC DEL COM 67622P101 624 15306 SH DEFINED 04 07 08 15306 0 0 D OHIO CAS CORP COM 677240103 7 223 SH DEFINED 01 07 08 223 0 0 D OHIO CAS CORP COM 677240103 2836 95400 SH DEFINED 02 07 08 0 0 95400
D OLD REP INTL CORP COM 680223104 41641 1948576 SH DEFINED 01 07 08 1894329 0 54247 D OLD REP INTL CORP COM 680223104 35333 1653412 SH DEFINED 02 07 08 1496167 0 157245 D OLD REP INTL CORP COM 680223104 653 30570 SH DEFINED 04 07 08 30570 0 0 D OMNICARE INC DBCV 3.250%12/1 681904AL2 122 135000 PRN DEFINED 01 07 08 135000 0 0 D OMNICARE INC DBCV 3.250%12/1 681904AL2 3620 3994000 PRN DEFINED 02 07 08 3889000 0 105000 D OMNICOM GROUP INC COM 681919106 522 5856 SH DEFINED 01 07 08 5856 0 0 D OMNICARE CAP TR I PIERS 68214L201 2139 33455 SH DEFINED 02 07 08 33055 0 400 D ON ASSIGNMENT INC COM 682159108 4410 479827 SH DEFINED 01 07 08 479827 0 0 D ON ASSIGNMENT INC COM 682159108 10674 1161500 SH DEFINED 02 07 08 437500 0 724000 D ON ASSIGNMENT INC COM 682159108 34 3650 SH DEFINED 04 07 08 3650 0 0 D 1 800 FLOWERS COM CL A 68243Q106 96 16675 SH DEFINED 01 07 08 16675 0 0 D 1 800 FLOWERS COM CL A 68243Q106 4437 769006 SH DEFINED 02 07 08 660853 0 108153 D 1 800 FLOWERS COM CL A 68243Q106 1551 268858 SH DEFINED 04 07 08 268858 0 0 D ONYX PHARMACEUTICALS INC COM 683399109 5844 347221 SH DEFINED 01 07 08 325721 0 21500 D ONYX PHARMACEUTICALS INC COM 683399109 5661 336340 SH DEFINED 02 07 08 86230 0 250110 D ONYX PHARMACEUTICALS INC COM 683399109 6 340 SH DEFINED 03 07 08 340 0 0 D ONYX PHARMACEUTICALS INC COM 683399109 937 55670 SH DEFINED 04 07 08 55670 0 0 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 3776 82400 SH DEFINED 02 07 08 0 0 82400 D OPEN SOLUTIONS INC NOTE 1.467% 2/0 68371PAB8 108 185000 PRN DEFINED 01 07 08 185000 0 0 D OPEN SOLUTIONS INC NOTE 1.467% 2/0 68371PAB8 328 562000 PRN DEFINED 02 07 08 437000 0 125000 D OPSWARE INC COM 68383A101 18858 2288596 SH DEFINED 01 07 08 2127746 0 160850 D OPSWARE INC COM 68383A101 16746 2032314 SH DEFINED 02 07 08 714226 0 1318088 D OPSWARE INC COM 68383A101 3476 421815 SH DEFINED 04 07 08 421815 0 0 D ORACLE CORP COM 68389X105 3012 207883 SH DEFINED 01 07 08 207883 0 0 D ORACLE CORP COM 68389X105 914 63100 SH DEFINED 02 07 08 0 0 63100 D ORACLE CORP COM 68389X105 1 98 SH DEFINED 03 07 08 98 0 0 D PFF BANCORP INC COM 69331W104 3683 111067 SH DEFINED 01 07 08 111067 0 0 D PFF BANCORP INC COM 69331W104 7055 212750 SH DEFINED 02 07 08 73000 0 139750 D PFF BANCORP INC COM 69331W104 24 725 SH DEFINED 04 07 08 725 0 0 D P F CHANGS CHINA BISTRO INC COM 69333Y108 2240 58904 SH DEFINED 01 07 08 58904 0 0 D P F CHANGS CHINA BISTRO INC COM 69333Y108 4851 127600 SH DEFINED 02 07 08 25200 0 102400 D P F CHANGS CHINA BISTRO INC COM 69333Y108 5 120 SH DEFINED 04 07 08 120 0 0 D PMI GROUP INC COM 69344M101 4459 100031 SH DEFINED 01 07 08 100031 0 0 D PMI GROUP INC COM 69344M101 11128 249629 SH DEFINED 02 07 08 86529 0 163100 D PMI GROUP INC COM 69344M101 29 650 SH DEFINED 04 07 08 650 0 0 D POSCO SPONSORED ADR 693483109 314 4700 SH DEFINED 01 07 08 4700 0 0 D POSCO SPONSORED ADR 693483109 19 280 SH DEFINED 03 07 08 280 0 0 D PACIFIC SUNWEAR CALIF INC COM 694873100 166 9285 SH DEFINED 01 07 08 9285 0 0 D PACIFIC SUNWEAR CALIF INC COM 694873100 7705 429733 SH DEFINED 02 07 08 368939 0 60794 D PACIFIC SUNWEAR CALIF INC COM 694873100 2696 150354 SH DEFINED 04 07 08 150354 0 0 D PACKAGING CORP AMER COM 695156109 44560 2023601 SH DEFINED 01 07 08 2023601 0 0 D PACKAGING CORP AMER COM 695156109 737 33450 SH DEFINED 02 07 08 33450 0 0 D PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 12569 275464 SH DEFINED 01 07 08 257514 0 17950 D PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 11171 244820 SH DEFINED 02 07 08 65320 0 179500 D PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 7 145 SH DEFINED 03 07 08 145 0 0 D PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 2030 44495 SH DEFINED 04 07 08 44495 0 0 D PAR PHARMACEUTICAL COS INC COM 69888P106 4549 246436 SH DEFINED 01 07 08 246436 0 0 D PAR PHARMACEUTICAL COS INC COM 69888P106 15092 817525 SH DEFINED 02 07 08 516375 0 301150 D PAR PHARMACEUTICAL COS INC COM 69888P106 1493 80854 SH DEFINED 04 07 08 80854 0 0 D PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 96 7554 SH DEFINED 01 07 08 7554 0 0 D PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 7697 605593 SH DEFINED 02 07 08 556508 0 49085 D PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 1549 121858 SH DEFINED 04 07 08 121858 0 0 D PARTNERS TR FINL GROUP INC N COM 70213F102 5806 508829 SH DEFINED 01 07 08 508829 0 0 D PARTNERS TR FINL GROUP INC N COM 70213F102 12595 1103827 SH DEFINED 02 07 08 413603 0 690224 D PARTNERS TR FINL GROUP INC N COM 70213F102 40 3485 SH DEFINED 04 07 08 3485 0 0 D PAXAR CORP COM 704227107 95 4600 SH DEFINED 01 07 08 4600 0 0 D PAXAR CORP COM 704227107 4364 212150 SH DEFINED 02 07 08 182300 0 29850 D PAXAR CORP COM 704227107 1537 74700 SH DEFINED 04 07 08 74700 0 0 D PEABODY ENERGY CORP COM 704549104 6009 107780 SH DEFINED 01 07 08 107780 0 0 D PEABODY ENERGY CORP COM 704549104 16379 293800 SH DEFINED 02 07 08 119800 0 174000 D PEABODY ENERGY CORP COM 704549104 45 804 SH DEFINED 03 07 08 804 0 0 D PEABODY ENERGY CORP COM 704549104 128 2300 SH DEFINED 04 07 08 2300 0 0 D PENTAIR INC COM 709631105 53785 1573119 SH DEFINED 01 07 08 1528469 0 44650 D PENTAIR INC COM 709631105 50818 1486350 SH DEFINED 02 07 08 1359050 0 127300
D PENTAIR INC COM 709631105 855 25000 SH DEFINED 04 07 08 25000 0 0 D PEOPLES BK BRIDGEPORT CONN COM 710198102 40667 1237957 SH DEFINED 01 07 08 1203481 0 34476 D PEOPLES BK BRIDGEPORT CONN COM 710198102 32191 979943 SH DEFINED 02 07 08 882793 0 97150 D PEOPLES BK BRIDGEPORT CONN COM 710198102 654 19912 SH DEFINED 04 07 08 19912 0 0 D PEPSICO INC COM 713448108 111 1854 SH DEFINED 01 07 08 1854 0 0 D PEPSICO INC COM 713448108 479 7986 SH DEFINED 02 07 08 7986 0 0 D PEPSICO INC COM 713448108 188 3126 SH DEFINED 04 07 08 3126 0 0 D PERICOM SEMICONDUCTOR CORP COM 713831105 73 8800 SH DEFINED 01 07 08 8800 0 0 D PERICOM SEMICONDUCTOR CORP COM 713831105 3363 405200 SH DEFINED 02 07 08 348500 0 56700 D PERICOM SEMICONDUCTOR CORP COM 713831105 1183 142473 SH DEFINED 04 07 08 142473 0 0 D PERRIGO CO COM 714290103 154 9559 SH DEFINED 01 07 08 9559 0 0 D PERRIGO CO COM 714290103 7020 435999 SH DEFINED 02 07 08 374649 0 61350 D PERRIGO CO COM 714290103 2454 152430 SH DEFINED 04 07 08 152430 0 0 D PETROCHINA CO LTD SPONSORED ADR 71646E100 440 4071 SH DEFINED 01 07 08 4071 0 0 D PETROHAWK ENERGY CORP COM 716495106 77 6100 SH DEFINED 01 07 08 6100 0 0 D PETROHAWK ENERGY CORP COM 716495106 3518 279169 SH DEFINED 02 07 08 239919 0 39250 D PETROHAWK ENERGY CORP COM 716495106 1237 98138 SH DEFINED 04 07 08 98138 0 0 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 663 8300 SH DEFINED 01 07 08 8300 0 0 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 13095 164020 SH DEFINED 02 07 08 0 0 164020 D PFIZER INC COM 717081103 27725 1181284 SH DEFINED 01 07 08 1181284 0 0 D PFIZER INC COM 717081103 878 37430 SH DEFINED 02 07 08 37430 0 0 D PHELPS DODGE CORP COM 717265102 13035 158650 SH DEFINED 02 07 08 0 0 158650 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 266 7700 SH DEFINED 01 07 08 7700 0 0 D PHOENIX COS INC NEW COM 71902E109 5989 425364 SH DEFINED 01 07 08 425364 0 0 D PHOENIX COS INC NEW COM 71902E109 14245 1011750 SH DEFINED 02 07 08 352750 0 659000 D PHOENIX COS INC NEW COM 71902E109 51 3600 SH DEFINED 04 07 08 3600 0 0 D PHOENIX TECHNOLOGY LTD COM 719153108 84 17475 SH DEFINED 01 07 08 17475 0 0 D PHOENIX TECHNOLOGY LTD COM 719153108 3833 796915 SH DEFINED 02 07 08 684487 0 112428 D PHOENIX TECHNOLOGY LTD COM 719153108 1349 280378 SH DEFINED 04 07 08 280378 0 0 D PHOTRONICS INC COM 719405102 820 55400 SH DEFINED 01 07 08 55400 0 0 D PHOTRONICS INC COM 719405102 3858 260700 SH DEFINED 02 07 08 91200 0 169500 D PHOTRONICS INC COM 719405102 14 950 SH DEFINED 04 07 08 950 0 0 D PIER 1 IMPORTS INC COM 720279108 3926 562423 SH DEFINED 01 07 08 562423 0 0 D PIER 1 IMPORTS INC COM 720279108 14908 2135825 SH DEFINED 02 07 08 1112275 0 1023550 D PIER 1 IMPORTS INC COM 720279108 1798 257536 SH DEFINED 04 07 08 257536 0 0 D PILGRIMS PRIDE CORP COM 721467108 181 7000 SH DEFINED 01 07 08 7000 0 0 D PILGRIMS PRIDE CORP COM 721467108 8244 319550 SH DEFINED 02 07 08 274600 0 44950 D PILGRIMS PRIDE CORP COM 721467108 2899 112350 SH DEFINED 04 07 08 112350 0 0 D PIPER JAFFRAY COS COM 724078100 5341 87257 SH DEFINED 01 07 08 87257 0 0 D PIPER JAFFRAY COS COM 724078100 13677 223450 SH DEFINED 02 07 08 73750 0 149700 D PIPER JAFFRAY COS COM 724078100 46 750 SH DEFINED 04 07 08 750 0 0 D PLAINS EXPL& PRODTN CO COM 726505100 3455 85223 SH DEFINED 01 07 08 85223 0 0 D PLAINS EXPL& PRODTN CO COM 726505100 8744 215700 SH DEFINED 02 07 08 38950 0 176750 D PLAINS EXPL& PRODTN CO COM 726505100 8 205 SH DEFINED 04 07 08 205 0 0 D PLANAR SYS INC COM 726900103 82 6835 SH DEFINED 01 07 08 6835 0 0 D PLANAR SYS INC COM 726900103 3797 315405 SH DEFINED 02 07 08 271175 0 44230 D PLANAR SYS INC COM 726900103 1331 110527 SH DEFINED 04 07 08 110527 0 0 D PLANTRONICS INC NEW COM 727493108 207 9300 SH DEFINED 01 07 08 9300 0 0 D PLANTRONICS INC NEW COM 727493108 9396 423038 SH DEFINED 02 07 08 363188 0 59850 D PLANTRONICS INC NEW COM 727493108 3326 149731 SH DEFINED 04 07 08 149731 0 0 D POWELL INDS INC COM 739128106 73 3055 SH DEFINED 01 07 08 3055 0 0 D POWELL INDS INC COM 739128106 3273 136771 SH DEFINED 02 07 08 117561 0 19210 D POWELL INDS INC COM 739128106 1157 48357 SH DEFINED 04 07 08 48357 0 0 D POWER-ONE INC COM 739308104 57 8600 SH DEFINED 01 07 08 8600 0 0 D POWER-ONE INC COM 739308104 2595 393200 SH DEFINED 02 07 08 337950 0 55250 D POWER-ONE INC COM 739308104 915 138700 SH DEFINED 04 07 08 138700 0 0 D POWERWAVE TECHNOLOGIES INC COM 739363109 121 13301 SH DEFINED 01 07 08 13301 0 0 D POWERWAVE TECHNOLOGIES INC COM 739363109 5529 606300 SH DEFINED 02 07 08 520350 0 85950 D POWERWAVE TECHNOLOGIES INC COM 739363109 1949 213700 SH DEFINED 04 07 08 213700 0 0 D PRAXAIR INC COM 74005P104 1886 34927 SH DEFINED 01 07 08 34927 0 0 D PRAXAIR INC COM 74005P104 4132 76520 SH DEFINED 02 07 08 29210 0 47310 D PRAXAIR INC COM 74005P104 1 11 SH DEFINED 03 07 08 11 0 0 D PRAXAIR INC COM 74005P104 29 540 SH DEFINED 04 07 08 540 0 0 D PRICE T ROWE GROUP INC COM 74144T108 15239 403033 SH DEFINED 01 07 08 330333 0 72700
D PRICE T ROWE GROUP INC COM 74144T108 11885 314330 SH DEFINED 02 07 08 40330 0 274000 D PRICE T ROWE GROUP INC COM 74144T108 29 760 SH DEFINED 03 07 08 760 0 0 D PRICE T ROWE GROUP INC COM 74144T108 32985 872395 SH DEFINED 04 07 08 49795 822600 0 D PRIDE INTL INC DEL COM 74153Q102 3090 98940 SH DEFINED 01 07 08 98940 0 0 D PRIDE INTL INC DEL COM 74153Q102 12434 398152 SH DEFINED 02 07 08 325352 0 72800 D PRIDE INTL INC DEL COM 74153Q102 17 550 SH DEFINED 04 07 08 550 0 0 D PRIDE INTL INC DEL NOTE 3.250% 5/0 74153QAD4 161 120000 PRN DEFINED 01 07 08 120000 0 0 D PRIDE INTL INC DEL NOTE 3.250% 5/0 74153QAD4 370 276000 PRN DEFINED 02 07 08 211000 0 65000 D PRIDE INTL INC DEL NOTE 3.250% 5/0 74153QAD4 20 15000 PRN DEFINED 03 07 08 15000 0 0 D PRIMEDIA INC COM 74157K101 36 20000 SH DEFINED 02 07 08 20000 0 0 D PROCENTURY CORP COM 74268T108 126 9155 SH DEFINED 01 07 08 9155 0 0 D PROCENTURY CORP COM 74268T108 5671 413649 SH DEFINED 02 07 08 355883 0 57766 D PROCENTURY CORP COM 74268T108 2084 151987 SH DEFINED 04 07 08 151987 0 0 D PROCTER & GAMBLE CO COM 742718109 14526 261255 SH DEFINED 01 07 08 215155 0 46100 D PROCTER & GAMBLE CO COM 742718109 12061 216928 SH DEFINED 02 07 08 10477 0 206451 D PROCTER & GAMBLE CO COM 742718109 37 668 SH DEFINED 03 07 08 668 0 0 D PROCTER & GAMBLE CO COM 742718109 74528 1340435 SH DEFINED 04 07 08 0 1340435 0 D PROGRESSIVE CORP OHIO COM 743315103 992377 38598883 SH DEFINED 01 07 08 38507033 0 91850 D PROGRESSIVE CORP OHIO COM 743315103 693676 26980784 SH DEFINED 02 07 08 20272916 0 6707868 D PROGRESSIVE CORP OHIO COM 743315103 78048 3035722 SH DEFINED 04 07 08 3031122 0 4600 D PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF0 224 225000 PRN DEFINED 01 07 08 225000 0 0 D PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF0 3011 3019000 PRN DEFINED 02 07 08 2909000 0 110000 D PROVIDENT FINL SVCS INC COM 74386T105 228 12715 SH DEFINED 01 07 08 12715 0 0 D PROVIDENT FINL SVCS INC COM 74386T105 10441 581649 SH DEFINED 02 07 08 499729 0 81920 D PROVIDENT FINL SVCS INC COM 74386T105 3668 204351 SH DEFINED 04 07 08 204351 0 0 D PULTE HOMES INC COM 745867101 521 18110 SH DEFINED 01 07 08 18110 0 0 D PULTE HOMES INC COM 745867101 48995 1701800 SH DEFINED 04 07 08 0 1701800 0 D QUAKER CHEM CORP COM 747316107 32 1685 SH DEFINED 01 07 08 1685 0 0 D QUAKER CHEM CORP COM 747316107 1458 77955 SH DEFINED 02 07 08 67005 0 10950 D QUAKER CHEM CORP COM 747316107 509 27207 SH DEFINED 04 07 08 27207 0 0 D QUALCOMM INC COM 747525103 560411 13985810 SH DEFINED 01 07 08 13886910 0 98900 D QUALCOMM INC COM 747525103 392594 9797693 SH DEFINED 02 07 08 7116771 0 2680922 D QUALCOMM INC COM 747525103 108 2696 SH DEFINED 03 07 08 2696 0 0 D QUALCOMM INC COM 747525103 128273 3201225 SH DEFINED 04 07 08 1067525 2132100 1600 D QUANTA SVCS INC SDCV 4.500%10/0 74762EAC6 75 45000 PRN DEFINED 03 07 08 45000 0 0 D QUICKSILVER RESOURCES INC COM 74837R104 3091 83972 SH DEFINED 01 07 08 83972 0 0 D QUICKSILVER RESOURCES INC COM 74837R104 1331 36150 SH DEFINED 02 07 08 33100 0 3050 D QUIKSILVER INC COM 74838C106 155 12700 SH DEFINED 01 07 08 12700 0 0 D QUIKSILVER INC COM 74838C106 7105 583300 SH DEFINED 02 07 08 501300 0 82000 D QUIKSILVER INC COM 74838C106 27 2230 SH DEFINED 03 07 08 2230 0 0 D QUIKSILVER INC COM 74838C106 2502 205427 SH DEFINED 04 07 08 205427 0 0 D QWEST COMMUNICATIONS INTL IN COM 749121109 391471 48389529 SH DEFINED 01 07 08 40622829 0 7766700 D QWEST COMMUNICATIONS INTL IN COM 749121109 51449 6359631 SH DEFINED 02 07 08 5612745 0 746886 D QWEST COMMUNICATIONS INTL IN COM 749121109 1880 232325 SH DEFINED 04 07 08 199210 0 33115 D RCN CORP COM NEW 749361200 2389 95812 SH DEFINED 01 07 08 95812 0 0 D RCN CORP COM NEW 749361200 37 1500 SH DEFINED 02 07 08 1500 0 0 D RF MICRODEVICES INC COM 749941100 179 29900 SH DEFINED 01 07 08 29900 0 0 D RF MICRODEVICES INC COM 749941100 8169 1368300 SH DEFINED 02 07 08 1174800 0 193500 D RF MICRODEVICES INC COM 749941100 2874 481400 SH DEFINED 04 07 08 481400 0 0 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE0 173 175000 PRN DEFINED 01 07 08 175000 0 0 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE0 2847 2876000 PRN DEFINED 02 07 08 2801000 0 75000 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE0 74 75000 PRN DEFINED 03 07 08 75000 0 0 D RADIATION THERAPY SVCS INC COM 750323206 626 23278 SH DEFINED 01 07 08 23278 0 0 D RADIATION THERAPY SVCS INC COM 750323206 4990 185425 SH DEFINED 02 07 08 34610 0 150815 D RADIATION THERAPY SVCS INC COM 750323206 6 205 SH DEFINED 03 07 08 205 0 0 D RADIATION THERAPY SVCS INC COM 750323206 5 175 SH DEFINED 04 07 08 175 0 0 D RADIOSHACK CORP COM 750438103 97 6900 SH DEFINED 01 07 08 6900 0 0 D RADIOSHACK CORP COM 750438103 4476 319700 SH DEFINED 02 07 08 274750 0 44950 D RADIOSHACK CORP COM 750438103 1564 111700 SH DEFINED 04 07 08 111700 0 0 D RAILAMERICA INC COM 750753105 2598 248418 SH DEFINED 01 07 08 248418 0 0 D RAILAMERICA INC COM 750753105 11083 1059570 SH DEFINED 02 07 08 635670 0 423900 D RAILAMERICA INC COM 750753105 1791 171200 SH DEFINED 04 07 08 171200 0 0 D READERS DIGEST ASSN INC COM 755267101 103751 7432047 SH DEFINED 01 07 08 6825547 0 606500 D READERS DIGEST ASSN INC COM 755267101 26498 1898112 SH DEFINED 02 07 08 1244362 0 653750
D READERS DIGEST ASSN INC COM 755267101 1979 141791 SH DEFINED 04 07 08 134616 0 7175 D RED HAT INC COM 756577102 5906 252374 SH DEFINED 01 07 08 252374 0 0 D RED HAT INC COM 756577102 2062 88135 SH DEFINED 02 07 08 80400 0 7735 D REGAL BELOIT CORP COM 758750103 125 2835 SH DEFINED 01 07 08 2835 0 0 D REGAL BELOIT CORP COM 758750103 5761 130480 SH DEFINED 02 07 08 112130 0 18350 D REGAL BELOIT CORP COM 758750103 2026 45895 SH DEFINED 04 07 08 45895 0 0 D REGAL ENTMT GROUP CL A 758766109 40131 1974941 SH DEFINED 01 07 08 1974941 0 0 D REGAL ENTMT GROUP CL A 758766109 6531 321400 SH DEFINED 02 07 08 129800 0 191600 D REGAL ENTMT GROUP CL A 758766109 23 1150 SH DEFINED 04 07 08 1150 0 0 D REGIS CORP MINN COM 758932107 43942 1233993 SH DEFINED 01 07 08 1199273 0 34720 D REGIS CORP MINN COM 758932107 30119 845800 SH DEFINED 02 07 08 746420 0 99380 D REGIS CORP MINN COM 758932107 695 19530 SH DEFINED 04 07 08 19530 0 0 D REINSURANCE GROUP AMER INC PFD TR INC EQ 759351307 2024 32705 SH DEFINED 01 07 08 32705 0 0 D RELIANT ENERGY INC COM 75952B105 156 13000 SH DEFINED 02 07 08 13000 0 0 D RENT WAY INC COM 76009U104 81 11000 SH DEFINED 01 07 08 11000 0 0 D RENT WAY INC COM 76009U104 3742 507076 SH DEFINED 02 07 08 436026 0 71050 D RENT WAY INC COM 76009U104 1311 177699 SH DEFINED 04 07 08 177699 0 0 D RESEARCH IN MOTION LTD COM 760975102 24388 349549 SH DEFINED 01 07 08 325149 0 24400 D RESEARCH IN MOTION LTD COM 760975102 13691 196230 SH DEFINED 02 07 08 58195 0 138035 D RESEARCH IN MOTION LTD COM 760975102 53 756 SH DEFINED 03 07 08 756 0 0 D RESEARCH IN MOTION LTD COM 760975102 2225 31895 SH DEFINED 04 07 08 31895 0 0 D RESTORATION HARDWARE INC DEL COM 760981100 163 22715 SH DEFINED 01 07 08 22715 0 0 D RESTORATION HARDWARE INC DEL COM 760981100 7435 1035531 SH DEFINED 02 07 08 890346 0 145185 D RESTORATION HARDWARE INC DEL COM 760981100 2625 365623 SH DEFINED 04 07 08 365623 0 0 D RESOURCES CONNECTION INC COM 76122Q105 21731 868531 SH DEFINED 01 07 08 802181 0 66350 D RESOURCES CONNECTION INC COM 76122Q105 13627 544655 SH DEFINED 02 07 08 227435 0 317220 D RESOURCES CONNECTION INC COM 76122Q105 5072 202715 SH DEFINED 04 07 08 202715 0 0 D REYNOLDS & REYNOLDS CO CL A 761695105 122 3970 SH DEFINED 01 07 08 3970 0 0 D REYNOLDS & REYNOLDS CO CL A 761695105 5552 181013 SH DEFINED 02 07 08 155540 0 25473 D REYNOLDS & REYNOLDS CO CL A 761695105 1940 63245 SH DEFINED 04 07 08 63245 0 0 D RHODIA SPONSORED ADR 762397107 169 85000 SH DEFINED 02 07 08 85000 0 0 D RIO TINTO PLC SPONSORED ADR 767204100 3577 17056 SH DEFINED 01 07 08 17056 0 0 D RIO TINTO PLC SPONSORED ADR 767204100 70995 338540 SH DEFINED 02 07 08 262935 0 75605 D RIO TINTO PLC SPONSORED ADR 767204100 45 215 SH DEFINED 03 07 08 215 0 0 D RIO TINTO PLC SPONSORED ADR 767204100 75538 360200 SH DEFINED 04 07 08 11700 348500 0 D ROBBINS & MYERS INC COM 770196103 157 6000 SH DEFINED 01 07 08 6000 0 0 D ROBBINS & MYERS INC COM 770196103 7272 278200 SH DEFINED 02 07 08 239150 0 39050 D ROBBINS & 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36 745 SH DEFINED 03 07 08 745 0 0 D SEI INVESTMENTS CO COM 784117103 5174 105860 SH DEFINED 04 07 08 105860 0 0 D SK TELECOM LTD SPONSORED ADR 78440P108 225 9600 SH DEFINED 01 07 08 9600 0 0 D SLM CORP COM 78442P106 478204 9036359 SH DEFINED 01 07 08 8976574 0 59785 D SLM CORP COM 78442P106 356895 6744050 SH DEFINED 02 07 08 4877535 0 1866515 D SLM CORP COM 78442P106 2 34 SH DEFINED 03 07 08 34 0 0 D SLM CORP COM 78442P106 98098 1853710 SH DEFINED 04 07 08 744665 1107900 1145 D SPX CORP COM 784635104 45450 812331 SH DEFINED 01 07 08 788941 0 23390 D SPX CORP COM 784635104 37998 679140 SH DEFINED 02 07 08 611310 0 67830 D SPX CORP COM 784635104 729 13030 SH DEFINED 04 07 08 13030 0 0 D SRA INTL INC CL A 78464R105 15 581 SH DEFINED 01 07 08 581 0 0 D SRA INTL INC CL A 78464R105 753 28285 SH DEFINED 02 07 08 25780 0 2505 D SVB FINL GROUP COM 78486Q101 33070 727452 SH DEFINED 01 07 08 707759 0 19693 D SVB FINL GROUP COM 78486Q101 21849 480615 SH DEFINED 02 07 08 425050 0 55565 D SVB FINL GROUP COM 78486Q101 511 11230 SH DEFINED 04 07 08 11230 0 0
D SAFECO CORP COM 786429100 479 8500 SH DEFINED 01 07 08 8500 0 0 D SAFENET INC COM 78645R107 314 17700 SH DEFINED 01 07 08 17700 0 0 D SAFENET INC COM 78645R107 18427 1039903 SH DEFINED 02 07 08 926753 0 113150 D SAFENET INC COM 78645R107 5041 284500 SH DEFINED 04 07 08 284500 0 0 D ST JUDE MED INC COM 790849103 10156 313260 SH DEFINED 01 07 08 259960 0 53300 D ST JUDE MED INC COM 790849103 11315 349000 SH DEFINED 02 07 08 109600 0 239400 D ST JUDE MED INC COM 790849103 5 154 SH DEFINED 03 07 08 154 0 0 D ST JUDE MED INC COM 790849103 50988 1572744 SH DEFINED 04 07 08 0 1572744 0 D ST PAUL TRAVELERS INC COM 792860108 273580 6136827 SH DEFINED 01 07 08 5132327 0 1004500 D ST PAUL TRAVELERS INC COM 792860108 35589 798326 SH DEFINED 02 07 08 705370 0 92956 D ST PAUL TRAVELERS INC COM 792860108 1322 29648 SH DEFINED 04 07 08 25428 0 4220 D SAKS INC COM 79377W108 1238 76555 SH DEFINED 01 07 08 76555 0 0 D SAKS INC COM 79377W108 16976 1049833 SH DEFINED 02 07 08 746883 0 302950 D SAKS INC COM 79377W108 2855 176540 SH DEFINED 04 07 08 176540 0 0 D SALESFORCE COM INC COM 79466L302 267017 10015660 SH DEFINED 01 07 08 9941860 0 73800 D SALESFORCE COM INC COM 79466L302 180404 6766854 SH DEFINED 02 07 08 5134069 0 1632785 D SALESFORCE COM INC COM 79466L302 22139 830425 SH DEFINED 04 07 08 829075 0 1350 D SALIX PHARMACEUTICALS INC COM 795435106 9732 791205 SH DEFINED 01 07 08 738305 0 52900 D SALIX PHARMACEUTICALS INC COM 795435106 8269 672300 SH DEFINED 02 07 08 185350 0 486950 D SALIX PHARMACEUTICALS INC COM 795435106 20 1625 SH DEFINED 03 07 08 1625 0 0 D SALIX PHARMACEUTICALS INC COM 795435106 1665 135365 SH DEFINED 04 07 08 135365 0 0 D SANDERSON FARMS INC COM 800013104 90 3210 SH DEFINED 01 07 08 3210 0 0 D SANDERSON FARMS INC COM 800013104 4028 143900 SH DEFINED 02 07 08 123650 0 20250 D SANDERSON FARMS INC COM 800013104 1419 50700 SH DEFINED 04 07 08 50700 0 0 D SANDISK CORP NOTE 1.000% 5/1 80004CAC5 146 165000 PRN DEFINED 01 07 08 165000 0 0 D SANDISK CORP NOTE 1.000% 5/1 80004CAC5 3557 4031000 PRN DEFINED 02 07 08 3906000 0 125000 D SARA LEE CORP COM 803111103 30838 1924980 SH DEFINED 01 07 08 1924980 0 0 D SARA LEE CORP COM 803111103 521 32500 SH DEFINED 02 07 08 32500 0 0 D SASOL LTD SPONSORED ADR 803866300 228 5891 SH DEFINED 01 07 08 5891 0 0 D SAUER-DANFOSS INC COM 804137107 33 1300 SH DEFINED 01 07 08 1300 0 0 D SAUER-DANFOSS INC COM 804137107 1601 63000 SH DEFINED 02 07 08 54700 0 8300 D SAUER-DANFOSS INC COM 804137107 521 20500 SH DEFINED 04 07 08 20500 0 0 D SAVVIS INC COM NEW 805423308 208 7036 SH DEFINED 02 07 08 7036 0 0 D SCHAWK INC CL A 806373106 96 5500 SH DEFINED 01 07 08 5500 0 0 D SCHAWK INC CL A 806373106 4403 251620 SH DEFINED 02 07 08 216240 0 35380 D SCHAWK INC CL A 806373106 1542 88130 SH DEFINED 04 07 08 88130 0 0 D SCHERING PLOUGH CORP COM 806605101 3551 186604 SH DEFINED 01 07 08 186604 0 0 D SCHERING PLOUGH CORP COM 806605101 150 7905 SH DEFINED 02 07 08 0 0 7905 D SCHERING PLOUGH CORP COM 806605101 4 225 SH DEFINED 03 07 08 225 0 0 D SCHLUMBERGER LTD COM 806857108 660704 10147504 SH DEFINED 01 07 08 10123304 0 24200 D SCHLUMBERGER LTD COM 806857108 523381 8038410 SH DEFINED 02 07 08 5941105 0 2097305 D SCHLUMBERGER LTD COM 806857108 87 1340 SH DEFINED 03 07 08 1340 0 0 D SCHLUMBERGER LTD COM 806857108 112554 1728670 SH DEFINED 04 07 08 812880 914590 1200 D SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD0 731 435000 PRN DEFINED 01 07 08 435000 0 0 D SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD0 12897 7671000 PRN DEFINED 02 07 08 7601000 0 70000 D SCHOLASTIC CORP COM 807066105 135 5185 SH DEFINED 01 07 08 5185 0 0 D SCHOLASTIC CORP COM 807066105 6038 232481 SH DEFINED 02 07 08 198981 0 33500 D SCHOLASTIC CORP COM 807066105 2163 83307 SH DEFINED 04 07 08 83307 0 0 D SCHWAB CHARLES CORP NEW COM 808513105 1316 82370 SH DEFINED 01 07 08 82370 0 0 D SCHWAB CHARLES CORP NEW COM 808513105 4286 268185 SH DEFINED 02 07 08 119060 0 149125 D SCHWAB CHARLES CORP NEW COM 808513105 33 2075 SH DEFINED 04 07 08 2075 0 0 D SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD1 104 80000 PRN DEFINED 01 07 08 80000 0 0 D SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD1 553 426000 PRN DEFINED 02 07 08 356000 0 70000 D SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AH4 136 110000 PRN DEFINED 01 07 08 110000 0 0 D SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AH4 4150 3360000 PRN DEFINED 02 07 08 3350000 0 10000 D SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ0 179 145000 PRN DEFINED 01 07 08 145000 0 0 D SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ0 585 474000 PRN DEFINED 02 07 08 384000 0 90000 D SEARS HLDGS CORP COM 812350106 205955 1330116 SH DEFINED 01 07 08 1112687 0 217429 D SEARS HLDGS CORP COM 812350106 27592 178199 SH DEFINED 02 07 08 157186 0 21013 D SEARS HLDGS CORP COM 812350106 1004 6487 SH DEFINED 04 07 08 5582 0 905 D SHAW GROUP INC COM 820280105 7511 270175 SH DEFINED 01 07 08 270175 0 0 D SHAW GROUP INC COM 820280105 18919 680550 SH DEFINED 02 07 08 237450 0 443100 D SHAW GROUP INC COM 820280105 67 2400 SH DEFINED 04 07 08 2400 0 0 D SHUFFLE MASTER INC NOTE 1.250% 4/1 825549AB4 188 150000 PRN DEFINED 01 07 08 150000 0 0
D SHUFFLE MASTER INC NOTE 1.250% 4/1 825549AB4 746 597000 PRN DEFINED 02 07 08 517000 0 80000 D SIERRA HEALTH SVCS INC COM 826322109 3253 72235 SH DEFINED 01 07 08 72235 0 0 D SIERRA HEALTH SVCS INC COM 826322109 8218 182500 SH DEFINED 02 07 08 32900 0 149600 D SIERRA HEALTH SVCS INC COM 826322109 8 170 SH DEFINED 03 07 08 170 0 0 D SIERRA HEALTH SVCS INC COM 826322109 8 175 SH DEFINED 04 07 08 175 0 0 D SIGNATURE BK NEW YORK N Y COM 82669G104 8775 271000 SH DEFINED 01 07 08 258237 0 12763 D SIGNATURE BK NEW YORK N Y COM 82669G104 6225 192241 SH DEFINED 02 07 08 52962 0 139279 D SIGNATURE BK NEW YORK N Y COM 82669G104 20 605 SH DEFINED 03 07 08 605 0 0 D SIGNATURE BK NEW YORK N Y COM 82669G104 1333 41153 SH DEFINED 04 07 08 41153 0 0 D SILICON LABORATORIES INC COM 826919102 18871 536858 SH DEFINED 01 07 08 494158 0 42700 D SILICON LABORATORIES INC COM 826919102 14818 421570 SH DEFINED 02 07 08 196590 0 224980 D SILICON LABORATORIES INC COM 826919102 26 740 SH DEFINED 03 07 08 740 0 0 D SILICON LABORATORIES INC COM 826919102 4661 132615 SH DEFINED 04 07 08 132615 0 0 D SILICON STORAGE TECHNOLOGY I COM 827057100 744 185886 SH DEFINED 06 07 08 185886 0 0 D SIRF TECHNOLOGY HLDGS INC COM 82967H101 1958 60763 SH DEFINED 01 07 08 60763 0 0 D SIRF TECHNOLOGY HLDGS INC COM 82967H101 5447 169070 SH DEFINED 02 07 08 48000 0 121070 D SIRF TECHNOLOGY HLDGS INC COM 82967H101 5 140 SH DEFINED 04 07 08 140 0 0 D SIX FLAGS INC COM 83001P109 3456 614860 SH DEFINED 01 07 08 614860 0 0 D SIX FLAGS INC COM 83001P109 8818 1569050 SH DEFINED 02 07 08 548750 0 1020300 D SIX FLAGS INC COM 83001P109 31 5600 SH DEFINED 04 07 08 5600 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 152 27500 SH DEFINED 01 07 08 27500 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 6913 1254700 SH DEFINED 02 07 08 1078250 0 176450 D SKYWORKS SOLUTIONS INC COM 83088M102 2438 442400 SH DEFINED 04 07 08 442400 0 0 D SMITH A O COM 831865209 99 2143 SH DEFINED 01 07 08 2143 0 0 D SMITH A O COM 831865209 4402 94961 SH DEFINED 02 07 08 81711 0 13250 D SMITH A O COM 831865209 1548 33391 SH DEFINED 04 07 08 33391 0 0 D SMITH INTL INC COM 832110100 27435 616930 SH DEFINED 01 07 08 563230 0 53700 D SMITH INTL INC COM 832110100 3976 89400 SH DEFINED 02 07 08 89400 0 0 D SMITH INTL INC COM 832110100 8009 180090 SH DEFINED 04 07 08 180090 0 0 D SMITH MICRO SOFTWARE INC COM 832154108 2600 162299 SH DEFINED 01 07 08 162299 0 0 D SMITH MICRO SOFTWARE INC COM 832154108 6799 424400 SH DEFINED 02 07 08 77500 0 346900 D SMITH MICRO SOFTWARE INC COM 832154108 6 405 SH DEFINED 04 07 08 405 0 0 D SMURFIT-STONE CONTAINER CORP COM 832727101 4961 453507 SH DEFINED 01 07 08 453507 0 0 D SMURFIT-STONE CONTAINER CORP COM 832727101 12882 1177500 SH DEFINED 02 07 08 406500 0 771000 D SMURFIT-STONE CONTAINER CORP COM 832727101 46 4200 SH DEFINED 04 07 08 4200 0 0 D SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 832727200 1414 63561 SH DEFINED 01 07 08 63561 0 0 D SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 832727200 75 3380 SH DEFINED 03 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466542 0 0 D SPARTECH CORP COM NEW 847220209 4301 190306 SH DEFINED 01 07 08 190306 0 0 D SPARTECH CORP COM NEW 847220209 8733 386400 SH DEFINED 02 07 08 152000 0 234400 D SPARTECH CORP COM NEW 847220209 26 1150 SH DEFINED 04 07 08 1150 0 0 D SPIRIT FIN CORP COM 848568309 2879 255670 SH DEFINED 01 07 08 255670 0 0 D SPIRIT FIN CORP COM 848568309 4966 441000 SH DEFINED 02 07 08 195600 0 245400 D SPIRIT FIN CORP COM 848568309 21 1850 SH DEFINED 04 07 08 1850 0 0 D SPRINT NEXTEL CORP COM FON 852061100 7 356 SH DEFINED 01 07 08 356 0 0 D SPRINT NEXTEL CORP COM FON 852061100 260 13000 SH DEFINED 02 07 08 13000 0 0 D SPRINT NEXTEL CORP COM FON 852061100 16 791 SH DEFINED 03 07 08 791 0 0 D STANDEX INTL CORP COM 854231107 58 1920 SH DEFINED 01 07 08 1920 0 0 D STANDEX INTL CORP COM 854231107 2621 86360 SH DEFINED 02 07 08 73670 0 12690 D STANDEX INTL CORP COM 854231107 893 29421 SH DEFINED 04 07 08 29421 0 0 D STANLEY WKS COM 854616109 40711 862164 SH DEFINED 01 07 08 837514 0 24650 D STANLEY WKS COM 854616109 35199 745430 SH DEFINED 02 07 08 674110 0 71320
D STANLEY WKS COM 854616109 647 13710 SH DEFINED 04 07 08 13710 0 0 D STARBUCKS CORP COM 855244109 329055 8714368 SH DEFINED 01 07 08 8693618 0 20750 D STARBUCKS CORP COM 855244109 229109 6067515 SH DEFINED 02 07 08 4546405 0 1521110 D STARBUCKS CORP COM 855244109 37 980 SH DEFINED 03 07 08 980 0 0 D STARBUCKS CORP COM 855244109 25382 672195 SH DEFINED 04 07 08 671185 0 1010 D STEAK N SHAKE CO COM 857873103 44 2885 SH DEFINED 01 07 08 2885 0 0 D STEAK N SHAKE CO COM 857873103 1996 131838 SH DEFINED 02 07 08 113313 0 18525 D STEAK N SHAKE CO COM 857873103 701 46276 SH DEFINED 04 07 08 46276 0 0 D STEELCASE INC CL A 858155203 178 10825 SH DEFINED 01 07 08 10825 0 0 D STEELCASE INC CL A 858155203 8222 499805 SH DEFINED 02 07 08 429495 0 70310 D STEELCASE INC CL A 858155203 2877 174922 SH DEFINED 04 07 08 174922 0 0 D STERLING BANCORP COM 859158107 207 10600 SH DEFINED 01 07 08 10600 0 0 D STERLING BANCORP COM 859158107 9495 486900 SH DEFINED 02 07 08 418050 0 68850 D STERLING BANCORP COM 859158107 3344 171500 SH DEFINED 04 07 08 171500 0 0 D STRAYER ED INC COM 863236105 8830 90923 SH DEFINED 01 07 08 82273 0 8650 D STRAYER ED INC COM 863236105 1171 12055 SH DEFINED 02 07 08 12055 0 0 D STRAYER ED INC COM 863236105 2144 22075 SH DEFINED 04 07 08 22075 0 0 D STREETTRACKS GOLD TR GOLD SHS 863307104 2174 35500 SH DEFINED 02 07 08 0 0 35500 D SUN MICROSYSTEMS INC COM 866810104 228963 55171853 SH DEFINED 01 07 08 46651353 0 8520500 D SUN MICROSYSTEMS INC COM 866810104 60845 14661408 SH DEFINED 02 07 08 13069030 0 1592378 D SUN MICROSYSTEMS INC COM 866810104 1665 401290 SH DEFINED 04 07 08 366045 0 35245 D SUNTECH PWR HLDGS CO LTD ADR 86800C104 622 22000 SH DEFINED 02 07 08 0 0 22000 D SUPERIOR BANCORP COM 86806M106 95 8628 SH DEFINED 01 07 08 8628 0 0 D SUPERIOR BANCORP COM 86806M106 4356 396016 SH DEFINED 02 07 08 340646 0 55370 D SUPERIOR BANCORP COM 86806M106 1486 135107 SH DEFINED 04 07 08 135107 0 0 D SUPERIOR INDS INTL INC COM 868168105 2108 115239 SH DEFINED 01 07 08 115239 0 0 D SUPERIOR INDS INTL INC COM 868168105 6536 357350 SH DEFINED 02 07 08 122650 0 234700 D SUPERIOR INDS INTL INC COM 868168105 22 1200 SH DEFINED 04 07 08 1200 0 0 D SUPERTEX INC COM 868532102 1903 47642 SH DEFINED 01 07 08 47642 0 0 D SUPERTEX INC COM 868532102 5449 136430 SH DEFINED 02 07 08 38300 0 98130 D SUPERTEX INC COM 868532102 4 110 SH DEFINED 04 07 08 110 0 0 D SYMANTEC CORP COM 871503108 213 13675 SH DEFINED 02 07 08 13675 0 0 D SYMBOL TECHNOLOGIES INC COM 871508107 214 19800 SH DEFINED 01 07 08 19800 0 0 D SYMBOL TECHNOLOGIES INC COM 871508107 9772 905669 SH DEFINED 02 07 08 778051 0 127618 D SYMBOL TECHNOLOGIES INC COM 871508107 3421 317098 SH DEFINED 04 07 08 317098 0 0 D SYMMETRICOM INC COM 871543104 52 7290 SH DEFINED 01 07 08 7290 0 0 D SYMMETRICOM INC COM 871543104 2355 333097 SH DEFINED 02 07 08 286085 0 47012 D SYMMETRICOM INC COM 871543104 826 116801 SH DEFINED 04 07 08 116801 0 0 D SYNAPTICS INC NOTE 0.750%12/0 87157DAB5 312 380000 PRN DEFINED 02 07 08 275000 0 105000 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 5309 540124 SH DEFINED 01 07 08 540124 0 0 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 12562 1277940 SH DEFINED 02 07 08 505550 0 772390 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 41 4200 SH DEFINED 04 07 08 4200 0 0 D SYNTROLEUM CORP COM 871630109 583 96000 SH DEFINED 04 07 08 96000 0 0 D SYSCO CORP COM 871829107 4971 162654 SH DEFINED 01 07 08 162654 0 0 D SYSCO CORP COM 871829107 107683 3523645 SH DEFINED 02 07 08 2118965 0 1404680 D SYSCO CORP COM 871829107 23 741 SH DEFINED 03 07 08 741 0 0 D SYSCO CORP COM 871829107 116133 3800165 SH DEFINED 04 07 08 40510 3759655 0 D TCW STRATEGIC INCOME FUND IN COM 872340104 663 142200 SH DEFINED 03 07 08 142200 0 0 D TCW STRATEGIC INCOME FUND IN COM 872340104 63 13450 SH DEFINED 04 07 08 13450 0 0 D THQ INC COM NEW 872443403 5375 248826 SH DEFINED 01 07 08 248826 0 0 D THQ INC COM NEW 872443403 13857 641524 SH DEFINED 02 07 08 224225 0 417299 D THQ INC COM NEW 872443403 49 2275 SH DEFINED 04 07 08 2275 0 0 D TJX COS INC NEW COM 872540109 444 19410 SH DEFINED 01 07 08 19410 0 0 D TRC COS INC COM 872625108 60 5740 SH DEFINED 01 07 08 5740 0 0 D TRC COS INC COM 872625108 2741 260343 SH DEFINED 02 07 08 223748 0 36595 D TRC COS INC COM 872625108 969 92063 SH DEFINED 04 07 08 92063 0 0 D TTM TECHNOLOGIES INC COM 87305R109 116 8000 SH DEFINED 01 07 08 8000 0 0 D TTM TECHNOLOGIES INC COM 87305R109 5193 358904 SH DEFINED 02 07 08 308254 0 50650 D TTM TECHNOLOGIES INC COM 87305R109 1841 127200 SH DEFINED 04 07 08 127200 0 0 D TXU CORP COM 873168108 365 6113 SH DEFINED 01 07 08 6113 0 0 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 753 82020 SH DEFINED 01 07 08 82020 0 0 D TASTY BAKING CO COM 876553306 3096 329410 SH DEFINED 01 07 08 329410 0 0 D TASTY BAKING CO COM 876553306 5959 633984 SH DEFINED 02 07 08 286984 0 347000 D TASTY BAKING CO COM 876553306 23 2450 SH DEFINED 04 07 08 2450 0 0
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D TRANSACTION SYS ARCHITECTS COM 893416107 1526 36600 SH DEFINED 02 07 08 33400 0 3200 D TREDEGAR CORP COM 894650100 80 5060 SH DEFINED 01 07 08 5060 0 0 D TREDEGAR CORP COM 894650100 3675 232280 SH DEFINED 02 07 08 199640 0 32640 D TREDEGAR CORP COM 894650100 1293 81710 SH DEFINED 04 07 08 81710 0 0 D TRIAD HOSPITALS INC COM 89579K109 36418 920113 SH DEFINED 01 07 08 893963 0 26150 D TRIAD HOSPITALS INC COM 89579K109 32088 810700 SH DEFINED 02 07 08 736300 0 74400 D TRIAD HOSPITALS INC COM 89579K109 576 14550 SH DEFINED 04 07 08 14550 0 0 D TRIAD GTY INC COM 895925105 3162 64689 SH DEFINED 01 07 08 64689 0 0 D TRIAD GTY INC COM 895925105 5922 121150 SH DEFINED 02 07 08 43550 0 77600 D TRIAD GTY INC COM 895925105 20 400 SH DEFINED 04 07 08 400 0 0 D TRINITY INDS INC COM 896522109 147 3650 SH DEFINED 01 07 08 3650 0 0 D TRINITY INDS INC COM 896522109 6715 166202 SH DEFINED 02 07 08 142802 0 23400 D TRINITY INDS INC COM 896522109 2363 58500 SH DEFINED 04 07 08 58500 0 0 D TRIQUINT SEMICONDUCTOR INC COM 89674K103 60 13424 SH DEFINED 01 07 08 13424 0 0 D TRIQUINT SEMICONDUCTOR INC COM 89674K103 2725 611086 SH DEFINED 02 07 08 525411 0 85675 D TRIQUINT SEMICONDUCTOR INC COM 89674K103 961 215486 SH DEFINED 04 07 08 215486 0 0 D TRUMP ENTMT RESORTS INC COM 89816T103 134 6665 SH DEFINED 01 07 08 6665 0 0 D TRUMP ENTMT RESORTS INC COM 89816T103 978 48576 SH DEFINED 02 07 08 45987 0 2589 D TRUMP ENTMT RESORTS INC COM 89816T103 68 3357 SH DEFINED 04 07 08 0 0 3357 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE7 13 10000 PRN DEFINED 01 07 08 10000 0 0 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE7 6149 4730000 PRN DEFINED 02 07 08 4730000 0 0 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG2 1567 1205000 PRN DEFINED 01 07 08 1205000 0 0 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG2 1625 1250000 PRN DEFINED 02 07 08 1080000 0 170000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG2 78 60000 PRN DEFINED 03 07 08 60000 0 0 D TYCO INTL LTD NEW COM 902124106 5290 192366 SH DEFINED 02 07 08 188485 0 3881 D TYSON FOODS INC CL A 902494103 1498 100800 SH DEFINED 01 07 08 100800 0 0 D TYSON FOODS INC CL A 902494103 679 45700 SH DEFINED 02 07 08 0 0 45700 D TYSON FOODS INC CL A 902494103 18 1232 SH DEFINED 03 07 08 1232 0 0 D USI HLDGS CORP COM 90333H101 186 13885 SH DEFINED 01 07 08 13885 0 0 D USI HLDGS CORP COM 90333H101 8608 641942 SH DEFINED 02 07 08 552047 0 89895 D USI HLDGS CORP COM 90333H101 2977 222002 SH DEFINED 04 07 08 222002 0 0 D ULTIMATE SOFTWARE GROUP INC COM 90385D107 3248 169542 SH DEFINED 01 07 08 169542 0 0 D ULTIMATE SOFTWARE GROUP INC COM 90385D107 9860 514623 SH DEFINED 02 07 08 126500 0 388123 D ULTIMATE SOFTWARE GROUP INC COM 90385D107 34 1750 SH DEFINED 03 07 08 1750 0 0 D ULTIMATE SOFTWARE GROUP INC COM 90385D107 9 455 SH DEFINED 04 07 08 455 0 0 D ULTRA PETROLEUM CORP COM 903914109 15135 255365 SH DEFINED 01 07 08 231965 0 23400 D ULTRA PETROLEUM CORP COM 903914109 10690 180355 SH DEFINED 02 07 08 43055 0 137300 D ULTRA PETROLEUM CORP COM 903914109 3409 57510 SH DEFINED 04 07 08 57510 0 0 D ULTRATECH INC COM 904034105 168 10700 SH DEFINED 01 07 08 10700 0 0 D ULTRATECH INC COM 904034105 7767 493464 SH DEFINED 02 07 08 423884 0 69580 D ULTRATECH INC COM 904034105 2725 173109 SH DEFINED 04 07 08 173109 0 0 D UNIFI INC COM 904677101 1505 516400 SH DEFINED 02 07 08 516400 0 0 D UNILEVER N V N Y SHS NEW 904784709 3705 164280 SH DEFINED 01 07 08 164280 0 0 D UNION PAC CORP COM 907818108 17572 189027 SH DEFINED 01 07 08 189027 0 0 D UNION PAC CORP COM 907818108 556 5983 SH DEFINED 02 07 08 3150 0 2833 D UNITED PANAM FINANCIAL CP COM 911301109 1952 64198 SH DEFINED 01 07 08 64198 0 0 D UNITED PANAM FINANCIAL CP COM 911301109 4385 144250 SH DEFINED 02 07 08 28200 0 116050 D UNITED PANAM FINANCIAL CP COM 911301109 16 510 SH DEFINED 03 07 08 510 0 0 D UNITED PANAM FINANCIAL CP COM 911301109 4 135 SH DEFINED 04 07 08 135 0 0 D UNITED PARCEL SERVICE INC CL B 911312106 2986 36274 SH DEFINED 01 07 08 36274 0 0 D UNITED PARCEL SERVICE INC CL B 911312106 10250 124500 SH DEFINED 02 07 08 53450 0 71050 D UNITED PARCEL SERVICE INC CL B 911312106 82 1000 SH DEFINED 04 07 08 1000 0 0 D UNITED RENTALS INC COM 911363109 141 4400 SH DEFINED 01 07 08 4400 0 0 D UNITED RENTALS INC COM 911363109 6507 203476 SH DEFINED 02 07 08 174926 0 28550 D UNITED RENTALS INC COM 911363109 2286 71485 SH DEFINED 04 07 08 71485 0 0 D UNITED STATES STL CORP NEW COM 912909108 137582 1962092 SH DEFINED 01 07 08 1652992 0 309100 D UNITED STATES STL CORP NEW COM 912909108 18780 267825 SH DEFINED 02 07 08 225225 0 42600 D UNITED STATES STL CORP NEW COM 912909108 1 17 SH DEFINED 03 07 08 17 0 0 D UNITED STATES STL CORP NEW COM 912909108 636 9070 SH DEFINED 04 07 08 7755 0 1315 D UNITEDHEALTH GROUP INC COM 91324P102 10340 230900 SH DEFINED 01 07 08 184500 0 46400 D UNITEDHEALTH GROUP INC COM 91324P102 9193 205300 SH DEFINED 02 07 08 10600 0 194700 D UNITEDHEALTH GROUP INC COM 91324P102 58 1290 SH DEFINED 03 07 08 1290 0 0 D UNITEDHEALTH GROUP INC COM 91324P102 64891 1449100 SH DEFINED 04 07 08 0 1449100 0 D UNIVERSAL HLTH SVCS INC CL B 913903100 215 4281 SH DEFINED 01 07 08 4281 0 0
D UNIVERSAL HLTH SVCS INC CL B 913903100 3517 69974 SH DEFINED 02 07 08 68069 0 1905 D VALEANT PHARMACEUTICALS INTL COM 91911X104 35097 2074309 SH DEFINED 01 07 08 2015259 0 59050 D VALEANT PHARMACEUTICALS INTL COM 91911X104 34513 2039763 SH DEFINED 02 07 08 1824313 0 215450 D VALEANT PHARMACEUTICALS INTL COM 91911X104 2464 145630 SH DEFINED 04 07 08 145630 0 0 D VALERO ENERGY CORP NEW COM 91913Y100 16245 244213 SH DEFINED 01 07 08 220613 0 23600 D VALERO ENERGY CORP NEW COM 91913Y100 20841 313300 SH DEFINED 02 07 08 52250 0 261050 D VALERO ENERGY CORP NEW COM 91913Y100 32 478 SH DEFINED 03 07 08 478 0 0 D VALERO ENERGY CORP NEW COM 91913Y100 51602 775730 SH DEFINED 04 07 08 930 774800 0 D VALUEVISION MEDIA INC CL A 92047K107 121 10935 SH DEFINED 01 07 08 10935 0 0 D VALUEVISION MEDIA INC CL A 92047K107 5534 501696 SH DEFINED 02 07 08 431286 0 70410 D VALUEVISION MEDIA INC CL A 92047K107 1949 176691 SH DEFINED 04 07 08 176691 0 0 D VARIAN INC COM 922206107 50032 1205303 SH DEFINED 01 07 08 1171923 0 33380 D VARIAN INC COM 922206107 42924 1034055 SH DEFINED 02 07 08 910185 0 123870 D VARIAN INC COM 922206107 3912 94234 SH DEFINED 04 07 08 94234 0 0 D VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 168 5156 SH DEFINED 01 07 08 5156 0 0 D VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 7817 239698 SH DEFINED 02 07 08 207342 0 32356 D VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 2433 74619 SH DEFINED 04 07 08 74619 0 0 D VARIAN MED SYS INC COM 92220P105 337288 7123285 SH DEFINED 01 07 08 7105485 0 17800 D VARIAN MED SYS INC COM 92220P105 248990 5258498 SH DEFINED 02 07 08 3949448 0 1309050 D VARIAN MED SYS INC COM 92220P105 27066 571610 SH DEFINED 04 07 08 570760 0 850 D VEECO INSTRS INC DEL COM 922417100 229 9610 SH DEFINED 01 07 08 9610 0 0 D VEECO INSTRS INC DEL COM 922417100 10528 441592 SH DEFINED 02 07 08 379702 0 61890 D VEECO INSTRS INC DEL COM 922417100 3698 155133 SH DEFINED 04 07 08 155133 0 0 D VERIFONE HLDGS INC COM 92342Y109 60671 2211675 SH DEFINED 02 07 08 2211675 0 0 D VERITAS DGC INC COM 92343P107 15924 308724 SH DEFINED 01 07 08 284974 0 23750 D VERITAS DGC INC COM 92343P107 9548 185110 SH DEFINED 02 07 08 60960 0 124150 D VERITAS DGC INC COM 92343P107 3154 61150 SH DEFINED 04 07 08 61150 0 0 D VERIZON COMMUNICATIONS COM 92343V104 5950 177674 SH DEFINED 01 07 08 177674 0 0 D VERIZON COMMUNICATIONS COM 92343V104 1289 38500 SH DEFINED 02 07 08 0 0 38500 D VERIZON COMMUNICATIONS COM 92343V104 2 64 SH DEFINED 03 07 08 64 0 0 D VERTEX PHARMACEUTICALS INC COM 92532F100 10501 286055 SH DEFINED 01 07 08 264005 0 22050 D VERTEX PHARMACEUTICALS INC COM 92532F100 6340 172700 SH DEFINED 02 07 08 57050 0 115650 D VERTEX PHARMACEUTICALS INC COM 92532F100 6 170 SH DEFINED 03 07 08 170 0 0 D VERTEX PHARMACEUTICALS INC COM 92532F100 2416 65825 SH DEFINED 04 07 08 65825 0 0 D VISHAY INTERTECHNOLOGY INC COM 928298108 76604 4869932 SH DEFINED 01 07 08 4729307 0 140625 D VISHAY INTERTECHNOLOGY INC COM 928298108 74801 4755332 SH DEFINED 02 07 08 4164351 0 590981 D VISHAY INTERTECHNOLOGY INC COM 928298108 8429 535848 SH DEFINED 04 07 08 535848 0 0 D VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF5 285 275000 PRN DEFINED 01 07 08 275000 0 0 D VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF5 4461 4300000 PRN DEFINED 02 07 08 4185000 0 115000 D VISTACARE INC CL A 92839Y109 1012 83600 SH DEFINED 02 07 08 0 0 83600 D VITESSE SEMICONDUCTOR CORP COM 928497106 37 26300 SH DEFINED 01 07 08 26300 0 0 D VITESSE SEMICONDUCTOR CORP COM 928497106 1279 913400 SH DEFINED 02 07 08 746250 0 167150 D VITESSE SEMICONDUCTOR CORP COM 928497106 592 423000 SH DEFINED 04 07 08 423000 0 0 D WJ COMMUNICATIONS INC COM 929284107 24 15975 SH DEFINED 01 07 08 15975 0 0 D WJ COMMUNICATIONS INC COM 929284107 1097 741238 SH DEFINED 02 07 08 637512 0 103726 D WJ COMMUNICATIONS INC COM 929284107 383 258917 SH DEFINED 04 07 08 258917 0 0 D WABASH NATL CORP NOTE 3.250% 8/0 929566AD9 304 303000 PRN DEFINED 02 07 08 263000 0 40000 D WABTEC CORP COM 929740108 12136 324485 SH DEFINED 01 07 08 324485 0 0 D WABTEC CORP COM 929740108 31380 839050 SH DEFINED 02 07 08 288850 0 550200 D WABTEC CORP COM 929740108 108 2900 SH DEFINED 04 07 08 2900 0 0 D WALGREEN CO COM 931422109 262546 5855177 SH DEFINED 01 07 08 5841027 0 14150 D WALGREEN CO COM 931422109 188538 4204688 SH DEFINED 02 07 08 3100067 0 1104621 D WALGREEN CO COM 931422109 15 340 SH DEFINED 03 07 08 340 0 0 D WALGREEN CO COM 931422109 20271 452084 SH DEFINED 04 07 08 451384 0 700 D WARNACO GROUP INC COM NEW 934390402 5995 320955 SH DEFINED 01 07 08 320955 0 0 D WARNACO GROUP INC COM NEW 934390402 18953 1014600 SH DEFINED 02 07 08 504700 0 509900 D WARNACO GROUP INC COM NEW 934390402 1981 106050 SH DEFINED 04 07 08 106050 0 0 D WARREN RES INC COM 93564A100 1370 95400 SH DEFINED 01 07 08 95400 0 0 D WARREN RES INC COM 93564A100 6127 426650 SH DEFINED 02 07 08 147250 0 279400 D WARREN RES INC COM 93564A100 22 1550 SH DEFINED 04 07 08 1550 0 0 D WASHINGTON GROUP INTL INC COM NEW 938862208 1515 28400 SH DEFINED 01 07 08 28400 0 0 D WASHINGTON GROUP INTL INC COM NEW 938862208 5201 97500 SH DEFINED 02 07 08 28700 0 68800 D WASHINGTON GROUP INTL INC COM NEW 938862208 16 300 SH DEFINED 04 07 08 300 0 0 D WASHINGTON POST CO CL B 939640108 8294 10633 SH DEFINED 02 07 08 10633 0 0
D WASHINGTON TR BANCORP COM 940610108 63 2285 SH DEFINED 01 07 08 2285 0 0 D WASHINGTON TR BANCORP COM 940610108 2778 100227 SH DEFINED 02 07 08 85737 0 14490 D WASHINGTON TR BANCORP COM 940610108 1030 37148 SH DEFINED 04 07 08 37148 0 0 D WASTE MGMT INC DEL COM 94106L109 126956 3538337 SH DEFINED 01 07 08 3040837 0 497500 D WASTE MGMT INC DEL COM 94106L109 14819 413006 SH DEFINED 02 07 08 365531 0 47475 D WASTE MGMT INC DEL COM 94106L109 524 14595 SH DEFINED 04 07 08 12515 0 2080 D WATSON PHARMACEUTICALS INC COM 942683103 160238 6883060 SH DEFINED 01 07 08 5722260 0 1160800 D WATSON PHARMACEUTICALS INC COM 942683103 21477 922545 SH DEFINED 02 07 08 814345 0 108200 D WATSON PHARMACEUTICALS INC COM 942683103 810 34775 SH DEFINED 04 07 08 29800 0 4975 D WEBSENSE INC COM 947684106 16 795 SH DEFINED 01 07 08 795 0 0 D WEBSENSE INC COM 947684106 809 39375 SH DEFINED 02 07 08 35900 0 3475 D WEBSENSE INC COM 947684106 23 1140 SH DEFINED 03 07 08 1140 0 0 D WEBMD CORP NOTE 1.750% 6/1 94769MAE5 77 80000 PRN DEFINED 03 07 08 80000 0 0 D WELLPOINT INC COM 94973V107 11801 162167 SH DEFINED 01 07 08 129467 0 32700 D WELLPOINT INC COM 94973V107 9162 125900 SH DEFINED 02 07 08 7400 0 118500 D WELLPOINT INC COM 94973V107 20 270 SH DEFINED 03 07 08 270 0 0 D WELLPOINT INC COM 94973V107 55422 761600 SH DEFINED 04 07 08 0 761600 0 D WELLS FARGO & CO NEW COM 949746101 4841 72164 SH DEFINED 01 07 08 72164 0 0 D WELLS FARGO & CO NEW COM 949746101 16681 248679 SH DEFINED 02 07 08 107179 0 141500 D WELLS FARGO & CO NEW COM 949746101 58 870 SH DEFINED 03 07 08 870 0 0 D WELLS FARGO & CO NEW COM 949746101 138 2050 SH DEFINED 04 07 08 2050 0 0 D WEST MARINE INC COM 954235107 99 7360 SH DEFINED 01 07 08 7360 0 0 D WEST MARINE INC COM 954235107 4530 336035 SH DEFINED 02 07 08 289005 0 47030 D WEST MARINE INC COM 954235107 1596 118361 SH DEFINED 04 07 08 118361 0 0 D WESTWOOD ONE INC COM 961815107 11792 1572291 SH DEFINED 01 07 08 1528021 0 44270 D WESTWOOD ONE INC COM 961815107 13968 1862406 SH DEFINED 02 07 08 1667786 0 194620 D WESTWOOD ONE INC COM 961815107 1442 192280 SH DEFINED 04 07 08 192280 0 0 D WHITING PETE CORP NEW COM 966387102 16758 400250 SH DEFINED 01 07 08 369300 0 30950 D WHITING PETE CORP NEW COM 966387102 14970 357535 SH DEFINED 02 07 08 190785 0 166750 D WHITING PETE CORP NEW COM 966387102 5297 126505 SH DEFINED 04 07 08 126505 0 0 D WILD OATS MARKETS INC COM 96808B107 11763 600137 SH DEFINED 01 07 08 600137 0 0 D WILD OATS MARKETS INC COM 96808B107 31717 1618200 SH DEFINED 02 07 08 565700 0 1052500 D WILD OATS MARKETS INC COM 96808B107 113 5750 SH DEFINED 04 07 08 5750 0 0 D WILLBROS GROUP INC NOTE 2.750% 3/1 969199AC2 114 115000 PRN DEFINED 01 07 08 115000 0 0 D WILLBROS GROUP INC NOTE 2.750% 3/1 969199AC2 850 861000 PRN DEFINED 02 07 08 786000 0 75000 D WILLBROS GROUP INC NOTE 2.750% 3/1 969199AC2 59 60000 PRN DEFINED 03 07 08 60000 0 0 D WILLIAMS COS INC DEL COM 969457100 0 9 SH DEFINED 01 07 08 9 0 0 D WILLIAMS COS INC DEL COM 969457100 257 11000 SH DEFINED 02 07 08 11000 0 0 D WILLIAMS SONOMA INC COM 969904101 7872 231178 SH DEFINED 02 07 08 231178 0 0 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 200 5100 SH DEFINED 02 07 08 5100 0 0 D WIND RIVER SYSTEMS INC COM 973149107 1482 166573 SH DEFINED 01 07 08 166573 0 0 D WIND RIVER SYSTEMS INC COM 973149107 3566 400700 SH DEFINED 02 07 08 141400 0 259300 D WIND RIVER SYSTEMS INC COM 973149107 12 1400 SH DEFINED 04 07 08 1400 0 0 D WINNEBAGO INDS INC COM 974637100 174 5600 SH DEFINED 01 07 08 5600 0 0 D WINNEBAGO INDS INC COM 974637100 7959 256419 SH DEFINED 02 07 08 220369 0 36050 D WINNEBAGO INDS INC COM 974637100 2784 89700 SH DEFINED 04 07 08 89700 0 0 D WITNESS SYS INC COM 977424100 1175 58250 SH DEFINED 01 07 08 58250 0 0 D WITNESS SYS INC COM 977424100 2913 144415 SH DEFINED 02 07 08 58750 0 85665 D WITNESS SYS INC COM 977424100 2 95 SH DEFINED 04 07 08 95 0 0 D WOODHEAD INDS INC COM 979438108 238 12427 SH DEFINED 01 07 08 12427 0 0 D WOODHEAD INDS INC COM 979438108 10840 566354 SH DEFINED 02 07 08 486514 0 79840 D WOODHEAD INDS INC COM 979438108 3878 202624 SH DEFINED 04 07 08 202624 0 0 D WYETH COM 983024100 312656 7040216 SH DEFINED 01 07 08 5913316 0 1126900 D WYETH COM 983024100 40153 904138 SH DEFINED 02 07 08 799538 0 104600 D WYETH COM 983024100 24 530 SH DEFINED 03 07 08 530 0 0 D WYETH COM 983024100 1447 32590 SH DEFINED 04 07 08 27935 0 4655 D WYNN RESORTS LTD COM 983134107 20342 277523 SH DEFINED 01 07 08 255023 0 22500 D WYNN RESORTS LTD COM 983134107 8719 118950 SH DEFINED 02 07 08 47600 0 71350 D WYNN RESORTS LTD COM 983134107 30 415 SH DEFINED 03 07 08 415 0 0 D WYNN RESORTS LTD COM 983134107 600 8190 SH DEFINED 04 07 08 8190 0 0 D XM SATELLITE RADIO HLDGS INC NOTE 1.750%12/0 983759AC5 58 75000 PRN DEFINED 03 07 08 75000 0 0 D XILINX INC COM 983919101 37 1639 SH DEFINED 01 07 08 1639 0 0 D XILINX INC COM 983919101 671 29630 SH DEFINED 02 07 08 27000 0 2630 D XEROX CORP PFD CONV SER C 984121509 2003 17800 SH DEFINED 01 07 08 17800 0 0
D XEROX CORP PFD CONV SER C 984121509 2617 23255 SH DEFINED 02 07 08 22710 0 545 D YAHOO INC COM 984332106 408012 12364001 SH DEFINED 01 07 08 12212001 0 152000 D YAHOO INC COM 984332106 282343 8555838 SH DEFINED 02 07 08 6186205 0 2369633 D YAHOO INC COM 984332106 64 1931 SH DEFINED 03 07 08 1931 0 0 D YAHOO INC COM 984332106 87027 2637192 SH DEFINED 04 07 08 988542 1647300 1350 D YAHOO INC FRNT 4/0 984332AB2 285 175000 PRN DEFINED 01 07 08 175000 0 0 D YAHOO INC FRNT 4/0 984332AB2 5131 3148000 PRN DEFINED 02 07 08 3053000 0 95000 D YAHOO INC FRNT 4/0 984332AB2 90 55000 PRN DEFINED 03 07 08 55000 0 0 D YUM BRANDS INC COM 988498101 830 16510 SH DEFINED 01 07 08 16510 0 0 D YUM BRANDS INC COM 988498101 19 386 SH DEFINED 04 07 08 386 0 0 D ZALE CORP NEW COM 988858106 159 6600 SH DEFINED 01 07 08 6600 0 0 D ZALE CORP NEW COM 988858106 7249 300926 SH DEFINED 02 07 08 258626 0 42300 D ZALE CORP NEW COM 988858106 2555 106062 SH DEFINED 04 07 08 106062 0 0 D ZIMMER HLDGS INC COM 98956P102 532 9374 SH DEFINED 01 07 08 9374 0 0 D ZIMMER HLDGS INC COM 98956P102 18 310 SH DEFINED 03 07 08 310 0 0 D ZIONS BANCORPORATION COM 989701107 6606 84763 SH DEFINED 02 07 08 84763 0 0 D ZOLL MED CORP COM 989922109 268 8170 SH DEFINED 01 07 08 8170 0 0 D ZOLL MED CORP COM 989922109 12593 384390 SH DEFINED 02 07 08 330558 0 53832 D ZOLL MED CORP COM 989922109 4424 135056 SH DEFINED 04 07 08 135056 0 0
* Societe Generale Asset Management, S.A. (SGAM) is a wholly-owned subsidiary of Societe Generale, S.A. Effective July 6, 2001, SGAM owns a controlling interest in The TCW Group, Inc. The TCW Group, Inc. ("TCW") is the parent holding company of a number of operating subsidiaries some of which are or may be "institutional investment managers" for purposes of the reporting requirements under Section 13(f) of the Securities Exchange Act of 1934 (the "Act") and the rules promulgated hereunder. TCW itself does not in fact exercise, and therefore disclaims, investment discretion with respect to any Section 13(f) securities positions over which its operating subsidiaries in fact exercise investment discretion. To the extent, however, that TCW's ownership interest in such operating units may nevertheless give rise to a Form 13(f) filing obligation on behalf of TCW, the information required by Form 13(f) is reported herein on behalf of certain of TCW's operating units, some of which are themselves institutional investment managers subject to Section 13(f) of the Act. In that regard, the Section 13(f) securities positions of TCW Asset Management Company, TCW Capital Investment Corp., Trust Company of the West, TCW Investment Management Company, AsiaVest Partners, TCW/YFY Ltd., and TCW Advisors, Inc., are also included in this Form 13F report. -----END PRIVACY-ENHANCED MESSAGE-----