-----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, RvYJWSF01MYvvHocfKpEFve9UtL/+j3ql1jaH7UWK7bsRKGSVrP2LnYqbzZo3/Ah 0e0dHTtO+N6M3QQPxxC6hw== 0000948046-06-000215.txt : 20060915 0000948046-06-000215.hdr.sgml : 20060915 20060915150019 ACCESSION NUMBER: 0000948046-06-000215 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060630 FILED AS OF DATE: 20060915 DATE AS OF CHANGE: 20060915 EFFECTIVENESS DATE: 20060915 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DEUTSCHE BANK AG\ CENTRAL INDEX KEY: 0000948046 IRS NUMBER: 13294498 STATE OF INCORPORATION: I8 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-10103 FILM NUMBER: 061093247 BUSINESS ADDRESS: STREET 1: TAUNUSANLAGE 12 D-60325 CITY: FRANKFURT AM MAIN GE STATE: I8 MAIL ADDRESS: STREET 1: TAUNUSANLAGE 12 D-60325 CITY: FRANKFURT AM MAIN STATE: I8 13F-HR/A 1 tapereptamend2.txt DBAG 13F AMENDMENT 2 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 {X}; Amendment Number: 2 This Amendment (Check only one.): {X} is a restatement. { } adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Deutsche Bank Aktiengesellschaft Address: Taunusanlage 12 60325 Frankfurt am Main, Germany 13F File Number: 028-10103 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 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: Jeffrey Ruiz Title: Vice President Phone: 212-250-3667 Signature, Place, and Date of Signing: Jeffrey Ruiz New York, New York September 15, 2006 Report Type (Check only one.): {X} 13F HOLDINGS REPORT. { } 13F NOTICE. { } 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: 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: 16 Form 13F Information Table Entry Total: 18107 Form 13F Information Table Value Total: 170272090 VALUE TOTAL (X$1000) List of Other Included Managers: No. Form 13F File Number Name 01 28-05041 Deutsche Bank Trust Company Americas (formerly Bankers Trust Company) 02 28-05033 Deutsche Bank Securities Inc. (formerly Deutsche Bank Alex Brown Inc.) 04 28-10152 DWS Deutsche Bank Gesellschaft fur Wertpapiersparen mbH 06 28-10155 Deutsche Asset Management Investmentgesellshaft 10 28-10249 Deutsche Investment Management Americas Inc. 11 28-04760 ROPRO US Holding, Inc. 14 28-10468 DWS (Austria) Investmentgesellschaft mgH 15 28-11401 Deutsche Asset Management Schweiz 16 28-11403 DWS Investments Schweiz 17 28-05053 Deutsche Asset Management, Inc. 18 28-11476 DB Equity Limited 19 28-11509 Deutsche Bank (Suisse) S.A. 20 Deutsche Bank National Trust Company 21 Deutsche Bank Trust Company Delaware 22 Deutsche Bank Florida, National Association 23 Deutsche Bank Trust Company, National Association Confidential treatment has been requested under separate cover for a portion of the Manager's securities positions held at the end of this quarter. 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 DAIMLERCHRYSLER AG ORD D1668R12 2376252 48141252 SH SHARED 44922989 3218263 D DAIMLERCHRYSLER AG ORD D1668R12 1265 25630 SH SHARED 01 12900 12730 D DAIMLERCHRYSLER AG ORD D1668R12 610 12360 SH SHARED 02 12360 D DAIMLERCHRYSLER AG ORD D1668R12 268776 5445233 SH SHARED 04 5421766 23467 D DAIMLERCHRYSLER AG ORD D1668R12 314690 6375414 SH SHARED 06 6375414 D DAIMLERCHRYSLER AG ORD D1668R12 22663 459153 SH SHARED 10 453450 5703 D DAIMLERCHRYSLER AG ORD D1668R12 5937 120288 SH SHARED 14 120288 D DAIMLERCHRYSLER AG ORD D1668R12 3535 71630 SH SHARED 15 71630 D DAIMLERCHRYSLER AG ORD D1668R12 3061 62018 SH SHARED 17 52654 9364 D DAIMLERCHRYSLER AG ORD D1668R12 799 16188 SH SHARED 19 16188 D DAIMLERCHRYSLER AG ORD D1668R12 13 274 SH SHR/OTHR 23 274 D DEUTSCHE BANK AG NAMEN ORD D1819089 3382675 30068227 SH SHARED 29189925 878302 D DEUTSCHE BANK AG NAMEN ORD D1819089 167 1492 SH SHR/OTHR 1492 D DEUTSCHE BANK AG NAMEN ORD D1819089 2003 17808 SH SHARED 02 17808 D DEUTSCHE BANK AG NAMEN ORD D1819089 319567 2840600 SH SHARED 04 2789812 50788 D DEUTSCHE BANK AG NAMEN ORD D1819089 355710 3161872 SH SHARED 06 3161872 D DEUTSCHE BANK AG NAMEN ORD D1819089 9488 84340 SH SHARED 14 84340 D DEUTSCHE BANK AG NAMEN ORD D1819089 4423 39320 SH SHARED 15 39320 D DEUTSCHE BANK AG NAMEN ORD D1819089 326 2900 SH SHARED 16 2900 D DEUTSCHE BANK AG NAMEN ORD D1819089 1678 14923 SH SHARED 17 14923 D DEUTSCHE BANK AG NAMEN ORD D1819089 83 740 SH SHARED 20 740 D DEUTSCHE BANK AG NAMEN ORD D1819089 4 42 SH SHARED 23 42 D TELVENT GIT SA SHS E9021510 940 74146 SH SHARED 74146 D ACE LTD ORD G0070K10 15748 311294 SH SHARED 295158 16136 D ACE LTD ORD G0070K10 2743 54221 SH SHARED 01 54221 D ACE LTD ORD G0070K10 3406 67326 SH SHARED 02 67326 D ACE LTD ORD G0070K10 5336 105477 SH SHARED 06 105477 D ACE LTD ORD G0070K10 3490 69000 SH SHARED 10 68700 300 D ACE LTD ORD G0070K10 748 14795 SH SHARED 14 14795 D ACE LTD ORD G0070K10 6783 134084 SH SHARED 17 133284 800 D ACE LTD ORD G0070K10 651 12870 SH SHARED 20 1570 11300 D ACE LTD ORD G0070K10 20 400 SH SHR/OTHR 20 400 D ACE LTD ORD G0070K10 64 1280 SH SHARED 21 1280 D ACE LTD ORD G0070K10 312 6175 SH SHR/OTHR 23 6175 D AMDOCS LTD ORD G0260210 4397 120156 SH SHARED 120156 D AMDOCS LTD ORD G0260210 719 19649 SH SHARED 02 19649 D APEX SILVER MINES LTD ORD G0407410 636 42300 SH SHARED 42300 D APEX SILVER MINES LTD ORD G0407410 12 800 SH SHARED 02 800 D ARCH CAP GROUP LTD ORD G0450A10 8 146 SH SHARED 146 D ARCH CAP GROUP LTD ORD G0450A10 53 900 SH SHR/OTHR 23 900 D ARLINGTON TANKERS LTD COM G0489910 270 11941 SH SHARED 11941 D ARLINGTON TANKERS LTD COM G0489910 79 3500 SH SHARED 21 3500 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 871 37400 SH SHARED 37400 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 190 8180 SH SHARED 21 8180 D AXIS CAPITAL HOLDINGS SHS G0692U10 1195 41800 SH SHARED 41800 D AXIS CAPITAL HOLDINGS SHS G0692U10 224 7850 SH SHARED 06 7850 D AXIS CAPITAL HOLDINGS SHS G0692U10 5 200 SH SHARED 10 200 D AXIS CAPITAL HOLDINGS SHS G0692U10 3015 105385 SH SHARED 14 105385 D ACCENTURE LTD BERMUDA CL A G1150G11 6319 223152 SH SHARED 108045 115107 D ACCENTURE LTD BERMUDA CL A G1150G11 332 11733 SH SHR/OTHR 11733 D ACCENTURE LTD BERMUDA CL A G1150G11 48819 1723864 SH SHARED 10 286774 1349500 87590 D ACCENTURE LTD BERMUDA CL A G1150G11 718 25386 SH SHARED 14 25386 D ACCENTURE LTD BERMUDA CL A G1150G11 280 9900 SH SHARED 17 9900 D ACCENTURE LTD BERMUDA CL A G1150G11 867 30615 SH SHARED 20 6915 23700 D ACCENTURE LTD BERMUDA CL A G1150G11 130 4600 SH SHR/OTHR 20 4600 D ACCENTURE LTD BERMUDA CL A G1150G11 79 2800 SH SHARED 21 2800 D ACCENTURE LTD BERMUDA CL A G1150G11 87 3105 SH SHR/OTHR 21 3105 D ACCENTURE LTD BERMUDA CL A G1150G11 198 7000 SH SHR/OTHR 22 7000 D ACCENTURE LTD BERMUDA CL A G1150G11 521 18400 SH SHARED 23 18100 300 D ACCENTURE LTD BERMUDA CL A G1150G11 506 17900 SH SHR/OTHR 23 17900 D BUNGE LIMITED COM G1696210 4009 79800 SH SHARED 78700 1100 D BUNGE LIMITED COM G1696210 241 4800 SH SHARED 02 4800 D BUNGE LIMITED COM G1696210 55 1100 SH SHARED 10 1100 D BUNGE LIMITED COM G1696210 195 3900 SH SHARED 14 3900 D BUNGE LIMITED COM G1696210 115 2300 SH SHARED 17 2300 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 9134 144551 SH SHARED 144551 D CDC CORP SHS A G2022L10 73 16712 SH SHARED 16712 D CDC CORP SHS A G2022L10 5 1170 SH SHARED 19 1170 D CHINA YUCHAI INTL LTD COM G2108210 0 61 SH SHARED 61 D CHINA YUCHAI INTL LTD COM G2108210 274 37500 SH SHR/OTHR 23 37500 D CHIPMOS TECH BERMUDA LTD SHS G2110R10 52 8900 SH SHARED 8900 D COOPER INDS LTD CL A G2418210 6301 67818 SH SHARED 67700 118 D COOPER INDS LTD CL A G2418210 185 2000 SH SHR/OTHR 2000 D COOPER INDS LTD CL A G2418210 1570 16900 SH SHARED 01 16900 D COOPER INDS LTD CL A G2418210 1782 19183 SH SHARED 02 19183 D COOPER INDS LTD CL A G2418210 2276 24500 SH SHARED 10 24400 100 D COOPER INDS LTD CL A G2418210 166 1793 SH SHARED 14 1793 D COOPER INDS LTD CL A G2418210 55 600 SH SHARED 17 300 300 D CREDICORP LTD COM G2519Y10 4970 165900 SH SHARED 01 165900 D CREDICORP LTD COM G2519Y10 26190 874175 SH SHARED 10 874175 D CREDICORP LTD COM G2519Y10 258 8621 SH SHARED 15 8621 D CREDICORP LTD COM G2519Y10 1205 40225 SH SHARED 17 40225 D CRM HOLDINGS LTD COM G2554P10 2084 199100 SH SHARED 17 199100 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 8556 267400 SH SHARED 267400 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 35 1100 SH SHARED 02 1100 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 6780 211900 SH SHARED 17 211900 D ASA BERMUDA LIMITED COM G3156P10 1980 31021 SH SHARED 31021 D EVEREST RE GROUP LTD COM G3223R10 1367 15800 SH SHARED 14300 1500 D EVEREST RE GROUP LTD COM G3223R10 1474 17029 SH SHARED 01 17029 D EVEREST RE GROUP LTD COM G3223R10 1146 13239 SH SHARED 02 13239 D EVEREST RE GROUP LTD COM G3223R10 8 100 SH SHARED 10 100 D EVEREST RE GROUP LTD COM G3223R10 274 3175 SH SHARED 14 3175 D EVEREST RE GROUP LTD COM G3223R10 17 200 SH SHARED 17 200 D FOSTER WHEELER LTD SHS NEW G3653513 1000 23153 SH SHARED 21950 1203 D FOSTER WHEELER LTD SHS NEW G3653513 17712 410000 SH SHARED 06 410000 D FOSTER WHEELER LTD SHS NEW G3653513 423 9800 SH SHARED 15 9800 D FOSTER WHEELER LTD SHS NEW G3653513 33274 770250 SH SHARED 17 770250 D FRESH DEL MONTE PRODUCE INC ORD G3673810 51 3000 SH SHARED 3000 D FRESH DEL MONTE PRODUCE INC ORD G3673810 74 4300 SH SHARED 02 4300 D FRONTLINE LTD SHS G3682E12 654 17300 SH SHARED 17300 D FRONTLINE LTD SHS G3682E12 132 3500 SH SHARED 02 3500 D GARMIN LTD ORD G3726010 22400 212450 SH SHARED 212000 450 D GARMIN LTD ORD G3726010 52 496 SH SHR/OTHR 496 D GARMIN LTD ORD G3726010 36 348 SH SHARED 02 348 D GARMIN LTD ORD G3726010 21 200 SH SHARED 10 200 D GARMIN LTD ORD G3726010 42 400 SH SHARED 17 400 D GLOBAL CROSSING LTD SHS NEW G3921A17 1421 80000 SH SHARED 80000 D GLOBAL CROSSING LTD SHS NEW G3921A17 10 600 SH SHARED 14 600 D GLOBALSANTAFE CORP SHS G3930E10 1443 25000 SH SHARED 25000 D GLOBALSANTAFE CORP SHS G3930E10 5689 98526 SH SHARED 97345 1181 D GLOBALSANTAFE CORP SHS G3930E10 4670 80870 SH SHARED 02 80870 D GLOBALSANTAFE CORP SHS G3930E10 117521 2035000 SH SHARED 04 2035000 D GLOBALSANTAFE CORP SHS G3930E10 4318 74774 SH SHARED 06 74774 D GLOBALSANTAFE CORP SHS G3930E10 14070 243640 SH SHARED 10 221240 22400 D GLOBALSANTAFE CORP SHS G3930E10 4620 80000 SH SHARED 16 80000 D GLOBALSANTAFE CORP SHS G3930E10 4199 72713 SH SHARED 17 70251 2462 D GLOBAL SOURCES LTD ORD G3930010 1 125 SH SHARED 02 125 D HELEN OF TROY CORP LTD COM G4388N10 51 2800 SH SHARED 2800 D HERBALIFE LTD COM USD SHS G4412G10 2400 60160 SH SHARED 58675 1485 D HERBALIFE LTD COM USD SHS G4412G10 42 1075 SH SHR/OTHR 1075 D HERBALIFE LTD COM USD SHS G4412G10 11250 281960 SH SHARED 10 281960 D HERBALIFE LTD COM USD SHS G4412G10 36197 907200 SH SHARED 17 790900 116300 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 31905 745793 SH SHARED 687321 58472 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 1060 24788 SH SHR/OTHR 24788 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 3221 75301 SH SHARED 01 75301 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 3426 80105 SH SHARED 02 80105 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 116954 2733855 SH SHARED 10 2144005 589850 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 260 6100 SH SHR/OTHR 10 6100 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 263 6163 SH SHARED 14 6163 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 1285 30060 SH SHARED 17 20800 9260 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 268 6270 SH SHARED 20 1125 5145 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 186 4365 SH SHARED 21 4365 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 423 9895 SH SHARED 22 5900 3995 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 220 5150 SH SHARED 23 5000 150 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 140 3280 SH SHR/OTHR 23 3280 D IPC HLDGS LTD ORD G4933P10 1687 68418 SH SHARED 68418 D IPC HLDGS LTD ORD G4933P10 177 7200 SH SHARED 21 7200 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 95 3606 SH SHARED 3606 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 55 2100 SH SHARED 02 2100 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 3 140 SH SHR/OTHR 23 140 D LAZARD LTD SHS A G5405010 3276 81098 SH SHARED 80898 200 D LAZARD LTD SHS A G5405010 1571 38900 SH SHARED 14 38900 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 31051 700452 SH SHARED 668058 32394 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 164 3704 SH SHR/OTHR 3704 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 492 11100 SH SHARED 01 11100 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 516 11661 SH SHARED 02 9961 1700 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 333 7513 SH SHARED 06 7513 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 40524 914150 SH SHARED 10 913750 400 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 236 5330 SH SHARED 15 5330 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 221 5000 SH SHARED 16 5000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1061 23950 SH SHARED 17 22550 1400 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1 35 SH SHARED 20 35 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 17 400 SH SHARED 21 400 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 169 3830 SH SHARED 22 2500 1330 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 326 7360 SH SHARED 23 5960 1400 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 302 6825 SH SHR/OTHR 23 6825 D MAX RE CAPITAL LTD HAMILTON SHS G6052F10 550 25200 SH SHARED 25200 D MONTPELIER RE HOLDINGS LTD SHS G6218510 3472 200815 SH SHARED 200815 D MONTPELIER RE HOLDINGS LTD SHS G6218510 1516 87700 SH SHARED 14 87700 D NABORS INDUSTRIES LTD SHS G6359F10 7371 218150 SH SHARED 214900 3250 D NABORS INDUSTRIES LTD SHS G6359F10 40 1194 SH SHR/OTHR 1194 D NABORS INDUSTRIES LTD SHS G6359F10 1932 57200 SH SHARED 01 57200 D NABORS INDUSTRIES LTD SHS G6359F10 6789 200937 SH SHARED 02 200937 D NABORS INDUSTRIES LTD SHS G6359F10 4294 127096 SH SHARED 10 125796 1300 D NABORS INDUSTRIES LTD SHS G6359F10 167 4944 SH SHARED 14 4944 D NABORS INDUSTRIES LTD SHS G6359F10 1611 47700 SH SHARED 17 44400 3300 D NABORS INDUSTRIES LTD SHS G6359F10 68 2020 SH SHARED 21 2020 D NOBLE CORPORATION SHS G6542210 12377 166325 SH SHARED 159900 6425 D NOBLE CORPORATION SHS G6542210 293 3950 SH SHR/OTHR 3950 D NOBLE CORPORATION SHS G6542210 1838 24700 SH SHARED 01 24700 D NOBLE CORPORATION SHS G6542210 6474 86995 SH SHARED 02 86995 D NOBLE CORPORATION SHS G6542210 37880 509010 SH SHARED 10 99760 384400 24850 D NOBLE CORPORATION SHS G6542210 1488 20000 SH SHARED 14 20000 D NOBLE CORPORATION SHS G6542210 28160 378400 SH SHARED 17 376900 1500 D NOBLE CORPORATION SHS G6542210 223 3000 SH SHR/OTHR 21 3000 D NOBLE CORPORATION SHS G6542210 237 3195 SH SHARED 23 2525 670 D NOBLE CORPORATION SHS G6542210 381 5125 SH SHR/OTHR 23 5125 D NORDIC AMERICAN TANKER SHIPP COM G6577310 10 300 SH SHR/OTHR 300 D NORDIC AMERICAN TANKER SHIPP COM G6577310 153 4200 SH SHARED 02 4200 D NORDIC AMERICAN TANKER SHIPP COM G6577310 41 1150 SH SHR/OTHR 23 1150 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 1840 47375 SH SHARED 46975 400 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 40 1050 SH SHR/OTHR 1050 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 13999 360450 SH SHARED 10 360450 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 11123 286400 SH SHARED 17 286400 D PARTNERRE LTD COM G6852T10 1313 20500 SH SHARED 19400 1100 D PARTNERRE LTD COM G6852T10 38 600 SH SHR/OTHR 600 D PARTNERRE LTD COM G6852T10 294 4600 SH SHARED 02 4600 D PARTNERRE LTD COM G6852T10 6 100 SH SHARED 10 100 D PARTNERRE LTD COM G6852T10 2528 39480 SH SHARED 14 39480 D PXRE GROUP LTD COM G7301810 40 10785 SH SHARED 10785 D QUANTA CAPITAL HLDGS LTD SHS G7313F10 66 25675 SH SHARED 25675 D RENAISSANCERE HOLDINGS LTD COM G7496G10 2806 57917 SH SHARED 57917 D RENAISSANCERE HOLDINGS LTD COM G7496G10 38 800 SH SHARED 02 800 D RENAISSANCERE HOLDINGS LTD COM G7496G10 171 3533 SH SHARED 14 3533 D RENAISSANCERE HOLDINGS LTD COM G7496G10 4 100 SH SHARED 17 100 D SCOTTISH RE GROUP LTD ORD G7885T10 9948 596422 SH SHARED 596422 D SEAGATE TECHNOLOGY SHS G7945J10 5411 239032 SH SHARED 238032 1000 D SEAGATE TECHNOLOGY SHS G7945J10 4 200 SH SHARED 02 200 D SEAGATE TECHNOLOGY SHS G7945J10 20 900 SH SHARED 10 900 D SEAGATE TECHNOLOGY SHS G7945J10 614 27126 SH SHARED 14 27126 D SEAGATE TECHNOLOGY SHS G7945J10 1562 69000 SH SHARED 17 66300 2700 D SEAGATE TECHNOLOGY SHS G7945J10 14 630 SH SHR/OTHR 21 630 D SHANGHAI CENTURY ACQUISIT CO UNIT 99/99/9999 G8063712 89 10991 SH SHARED 10991 D SHIP FINANCE INTERNATIONAL L SHS G8107510 2135 123365 SH SHARED 123365 D SHIP FINANCE INTERNATIONAL L SHS G8107510 0 3 SH SHARED 01 3 D SHIP FINANCE INTERNATIONAL L SHS G8107510 229 13245 SH SHARED 02 13245 D SHIP FINANCE INTERNATIONAL L SHS G8107510 0 50 SH SHARED 06 50 D SHIP FINANCE INTERNATIONAL L SHS G8107510 1 85 SH SHARED 17 85 D SINA CORP ORD G8147710 212 8518 SH SHARED 8518 D SINA CORP ORD G8147710 11241 450000 SH SHR/OTHR 450000 D SINA CORP ORD G8147710 764 30600 SH SHARED 02 30600 D STEWART W P & CO LTD COM G8492210 445 29275 SH SHARED 28900 375 D STEWART W P & CO LTD COM G8492210 42 2810 SH SHR/OTHR 2810 D UTI WORLDWIDE INC ORD G8721010 3482 138040 SH SHARED 94085 43955 D UTI WORLDWIDE INC ORD G8721010 124 4930 SH SHR/OTHR 4930 D UTI WORLDWIDE INC ORD G8721010 914 36255 SH SHARED 02 36255 D UTI WORLDWIDE INC ORD G8721010 1 70 SH SHARED 20 70 D UTI WORLDWIDE INC ORD G8721010 255 10135 SH SHARED 22 8725 1410 D UTI WORLDWIDE INC ORD G8721010 20 800 SH SHR/OTHR 22 800 D UTI WORLDWIDE INC ORD G8721010 398 15800 SH SHARED 23 13100 2700 D UTI WORLDWIDE INC ORD G8721010 128 5110 SH SHR/OTHR 23 5110 D TRANSOCEAN INC ORD G9007810 84207 1048399 SH SHARED 1045459 2940 D TRANSOCEAN INC ORD G9007810 40 502 SH SHR/OTHR 502 D TRANSOCEAN INC ORD G9007810 4664 58079 SH SHARED 01 58079 D TRANSOCEAN INC ORD G9007810 15089 187868 SH SHARED 02 187868 D TRANSOCEAN INC ORD G9007810 92069 1146278 SH SHARED 10 175263 741430 229585 D TRANSOCEAN INC ORD G9007810 3775 47008 SH SHARED 14 47008 D TRANSOCEAN INC ORD G9007810 257 3200 SH SHARED 17 3200 D TRANSOCEAN INC ORD G9007810 62 774 SH SHR/OTHR 21 774 D TRANSOCEAN INC ORD G9007810 318 3967 SH SHARED 23 3967 D TRANSOCEAN INC ORD G9007810 339 4226 SH SHR/OTHR 23 4226 D TSAKOS ENERGY NAVIGATION LTD SHS G9108L10 1062 25492 SH SHARED 25492 D VISTAPRINT LIMITED SHS G9376220 2166 81035 SH SHARED 81035 D VISTAPRINT LIMITED SHS G9376220 986 36910 SH SHARED 17 36910 D GOLAR LNG LTD BERMUDA SHS G9456A10 6 500 SH SHARED 22 500 D WEATHERFORD INTERNATIONAL LT COM G9508910 10333 208244 SH SHARED 203000 5244 D WEATHERFORD INTERNATIONAL LT COM G9508910 2823 56900 SH SHARED 01 56900 D WEATHERFORD INTERNATIONAL LT COM G9508910 8836 178093 SH SHARED 02 178093 D WEATHERFORD INTERNATIONAL LT COM G9508910 838 16900 SH SHARED 10 15400 1500 D WEATHERFORD INTERNATIONAL LT COM G9508910 251 5076 SH SHARED 14 5076 D WEATHERFORD INTERNATIONAL LT COM G9508910 2484 50066 SH SHARED 17 46400 3666 D WHITE MTNS INS GROUP LTD COM G9618E10 9876 20281 SH SHARED 20281 D WHITE MTNS INS GROUP LTD COM G9618E10 12 25 SH SHR/OTHR 23 25 D WILLIS GROUP HOLDINGS LTD SHS G9665510 3553 110700 SH SHARED 110700 D WILLIS GROUP HOLDINGS LTD SHS G9665510 253 7900 SH SHARED 02 7900 D XOMA LTD ORD G9825R10 22 13017 SH SHARED 13017 D XL CAP LTD CL A G9825510 17113 279175 SH SHARED 245783 33392 D XL CAP LTD CL A G9825510 271 4435 SH SHR/OTHR 4435 D XL CAP LTD CL A G9825510 1679 27400 SH SHARED 01 27400 D XL CAP LTD CL A G9825510 2513 41006 SH SHARED 02 41006 D XL CAP LTD CL A G9825510 12 200 SH SHARED 10 200 D XL CAP LTD CL A G9825510 944 15409 SH SHARED 14 15409 D XL CAP LTD CL A G9825510 269 4400 SH SHARED 17 3900 500 D XL CAP LTD CL A G9825510 475 7760 SH SHARED 20 2410 5350 D XL CAP LTD CL A G9825510 49 800 SH SHR/OTHR 20 800 D XL CAP LTD CL A G9825510 188 3075 SH SHARED 21 3075 D XL CAP LTD CL A G9825510 67 1098 SH SHARED 23 898 200 D XL CAP LTD CL A G9825510 171 2800 SH SHR/OTHR 23 2800 D XYRATEX LTD COM G9826810 1559 58961 SH SHARED 58961 D ALCON INC COM SHS H0130110 2808 28500 SH SHARED 28500 D ALCON INC COM SHS H0130110 800 8126 SH SHARED 02 8126 D ALCON INC COM SHS H0130110 1971 20000 SH SHARED 04 20000 D ALCON INC COM SHS H0130110 356 3620 SH SHARED 06 3620 D ALCON INC COM SHS H0130110 3537 35900 SH SHARED 10 35900 D ALCON INC COM SHS H0130110 234 2377 SH SHARED 14 2377 D ALCON INC COM SHS H0130110 1296 13160 SH SHARED 17 13160 D ALCON INC COM SHS H0130110 147 1500 SH SHR/OTHR 21 1500 D UBS AG NAMEN AKT H8920M85 21032 191726 SH SHARED 150761 40965 D UBS AG NAMEN AKT H8920M85 2747914 25049353 SH SHARED 24592175 457178 D UBS AG NAMEN AKT H8920M85 1246 11365 SH SHARED 01 8606 2759 D UBS AG NAMEN AKT H8920M85 2243 20449 SH SHARED 02 20449 D UBS AG NAMEN AKT H8920M85 117525 1071339 SH SHARED 04 1067199 4140 D UBS AG NAMEN AKT H8920M85 158118 1441376 SH SHARED 06 1441376 D UBS AG NAMEN AKT H8920M85 127208 1159601 SH SHARED 10 546936 608490 4175 D UBS AG NAMEN AKT H8920M85 4049 36910 SH SHARED 14 36910 D UBS AG NAMEN AKT H8920M85 298906 2724764 SH SHARED 15 2724764 D UBS AG NAMEN AKT H8920M85 6567 59872 SH SHARED 16 59872 D UBS AG NAMEN AKT H8920M85 22496 205069 SH SHARED 17 200712 4357 D UBS AG NAMEN AKT H8920M85 6921 63097 SH SHARED 19 63097 D UBS AG NAMEN AKT H8920M85 21 200 SH SHARED 23 200 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 11382 250556 SH SHARED 250556 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 211 4663 SH SHARED 02 4663 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 104 2310 SH SHARED 21 2310 D ALADDIN KNOWLEDGE SYS LTD ORD M0392N10 12 628 SH SHARED 628 D ALVARION LTD SHS M0861T10 64 10544 SH SHARED 9544 1000 D ALVARION LTD SHS M0861T10 409 66704 SH SHARED 02 66704 D ALVARION LTD SHS M0861T10 1089 177500 SH SHARED 04 177500 D AUDIOCODES LTD ORD M1534210 19 1763 SH SHARED 1763 D CHECK POINT SOFTWARE TECH LT ORD M2246510 16273 924651 SH SHARED 924651 D CHECK POINT SOFTWARE TECH LT ORD M2246510 363 20625 SH SHARED 01 20625 D CHECK POINT SOFTWARE TECH LT ORD M2246510 739 42011 SH SHARED 02 42011 D CHECK POINT SOFTWARE TECH LT ORD M2246510 50 2846 SH SHARED 06 2846 D CHECK POINT SOFTWARE TECH LT ORD M2246510 9934 564475 SH SHARED 10 564475 D CHECK POINT SOFTWARE TECH LT ORD M2246510 161 9200 SH SHARED 15 9200 D CHECK POINT SOFTWARE TECH LT ORD M2246510 834 47390 SH SHARED 17 47390 D ELBIT SYS LTD ORD M3760D10 419 15647 SH SHARED 15647 D ELBIT SYS LTD ORD M3760D10 2392 89148 SH SHARED 01 89148 D ELBIT SYS LTD ORD M3760D10 5198 193700 SH SHARED 10 193700 D POWERDSINE LTD SHS M4141510 22 3043 SH SHARED 02 3043 D GIVEN IMAGING ORD SHS M5202010 11 758 SH SHARED 758 D INTERNET GOLD-GOLDEN LINES L ORD M5659510 51 9700 SH SHARED 9700 D LANOPTICS LTD ORD M6706C10 68 7500 SH SHARED 7500 D LIPMAN ELECTRONIC ENGINEERIN ORD M6772H10 22494 792607 SH SHARED 792607 D LIPMAN ELECTRONIC ENGINEERIN ORD M6772H10 1674 59000 SH SHARED 04 59000 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 102 3466 SH SHARED 3466 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 7 250 SH SHR/OTHR 250 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 285 9645 SH SHARED 02 9645 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 2963 100000 SH SHARED 04 100000 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 325 11000 SH SHARED 17 11000 D ORBOTECH LTD ORD M7525310 38 1676 SH SHARED 1676 D RADWARE LTD ORD M8187310 343 26741 SH SHARED 26741 D RETALIX LTD ORD M8215W10 36 1642 SH SHARED 1642 D SAIFUN SEMICONDUCTORS LTD ORD SHS M8233P10 7168 250224 SH SHARED 250224 D SYNERON MEDICAL LTD ORD SHS M8724510 16 799 SH SHARED 799 D TOWER SEMICONDUCTOR LTD ORD M8791510 41 29783 SH SHARED 29783 D ASM INTL N V COM N0704510 44141 2822348 SH SHARED 2813414 8934 D ASM INTL N V COM N0704510 1173 75000 SH SHARED 06 75000 D ASML HLDG NV N Y SHS N0705911 29283 1448249 SH SHARED 1448249 D ASML HLDG NV N Y SHS N0705911 59177 2926670 SH SHARED 10 759790 2166880 D ASML HLDG NV N Y SHS N0705911 853 42200 SH SHARED 14 42200 D ASML HLDG NV N Y SHS N0705911 915 45300 SH SHARED 17 45300 D CNH GLOBAL N V SHS NEW N2093520 3199 133759 SH SHARED 133759 D CORE LABORATORIES N V COM N2271710 54 900 SH SHARED 900 D QIAGEN N V ORD N7248210 53074 3868357 SH SHARED 3017196 851161 D QIAGEN N V ORD N7248210 12 878 SH SHARED 01 878 D QIAGEN N V ORD N7248210 40 2968 SH SHARED 02 2968 D QIAGEN N V ORD N7248210 3557 259300 SH SHARED 04 259300 D QIAGEN N V ORD N7248210 2215 161450 SH SHARED 06 161450 D QIAGEN N V ORD N7248210 90 6600 SH SHARED 14 6600 D QIAGEN N V ORD N7248210 41 3029 SH SHARED 17 3029 D QIAGEN N V ORD N7248210 6453 470345 SH SHARED 19 470345 D COPA HOLDINGS SA CL A P3107610 205 9064 SH SHARED 9064 D KERZNER INTERNATIONAL LTD SHS P6065Y10 44759 564580 SH SHARED 564580 D EXCEL MARITIME CARRIERS LTD COM V3267N10 126 12200 SH SHARED 12200 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 7 200 SH SHARED 200 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 10312 269611 SH SHARED 02 269611 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 15 400 SH SHARED 10 400 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 252 6600 SH SHARED 14 6600 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 22 600 SH SHARED 17 600 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 342 61109 SH SHARED 61109 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 2 500 SH SHARED 02 500 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 2 500 SH SHARED 06 500 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 5 1000 SH SHARED 17 1000 D DRYSHIPS INC SHS Y2109Q10 301 27900 SH SHARED 02 27900 D DOUBLE HULL TANKERS INC COM Y2111010 34 2534 SH SHARED 2534 D EAGLE BULK SHIPPING INC COM Y2187A10 250 17600 SH SHARED 17600 D EAGLE BULK SHIPPING INC COM Y2187A10 28 2000 SH SHARED 20 2000 D EAGLE BULK SHIPPING INC COM Y2187A10 19 1375 SH SHR/OTHR 23 1375 D FLEXTRONICS INTL LTD ORD Y2573F10 17435 1641785 SH SHARED 1638012 3773 D FLEXTRONICS INTL LTD ORD Y2573F10 0 60 SH SHR/OTHR 60 D FLEXTRONICS INTL LTD ORD Y2573F10 285 26879 SH SHARED 02 26879 D FLEXTRONICS INTL LTD ORD Y2573F10 277 26120 SH SHARED 06 26120 D FLEXTRONICS INTL LTD ORD Y2573F10 9 900 SH SHARED 10 900 D FLEXTRONICS INTL LTD ORD Y2573F10 24 2300 SH SHARED 17 2300 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 1002 57770 SH SHARED 57770 D GENERAL MARITIME CORP SHS Y2692M10 1097 29701 SH SHARED 29701 D NAVIOS MARITIME HOLDINGS INC *W EXP 09/12/200 Y6219611 7 18463 SH SHARED 18463 D PACIFIC INTERNET LTD ORD Y6618310 926 97494 SH SHARED 97494 D QUINTANA MARITIME LTD SHS Y7169G10 0 117 SH SHARED 117 D SEASPAN CORP SHS Y7563810 5363 256000 SH SHARED 256000 D SEASPAN CORP SHS Y7563810 83 4000 SH SHR/OTHR 4000 D TOP TANKERS INC COM Y8897Y10 100 16000 SH SHARED 16000 D AAON INC COM PAR $0.004 00036020 54 2117 SH SHARED 2117 D AAON INC COM PAR $0.004 00036020 0 34 SH SHARED 02 34 D AAR CORP COM 00036110 232 10471 SH SHARED 10471 D AAR CORP COM 00036110 14 664 SH SHARED 02 664 D AAR CORP COM 00036110 17 800 SH SHARED 17 800 D ABB LTD SPONSORED ADR 00037520 57966 4472731 SH SHARED 4471231 1500 D ABB LTD SPONSORED ADR 00037520 2 200 SH SHARED 02 200 D ABX AIR INC COM 00080S10 100 16627 SH SHARED 16627 D ABX AIR INC COM 00080S10 49 8200 SH SHARED 01 8200 D ABX AIR INC COM 00080S10 460 76200 SH SHARED 10 76200 D ABX AIR INC COM 00080S10 11061 1831400 SH SHARED 17 1714900 116500 D ACCO BRANDS CORP COM 00081T10 372 17008 SH SHARED 15616 1392 D ACCO BRANDS CORP COM 00081T10 6 299 SH SHR/OTHR 299 D ACCO BRANDS CORP COM 00081T10 44 2020 SH SHARED 01 2020 D ACCO BRANDS CORP COM 00081T10 385 17600 SH SHARED 02 17600 D ACCO BRANDS CORP COM 00081T10 2 112 SH SHARED 20 112 D ACCO BRANDS CORP COM 00081T10 1 47 SH SHR/OTHR 20 47 D ACCO BRANDS CORP COM 00081T10 10 470 SH SHARED 21 470 D ACCO BRANDS CORP COM 00081T10 1 47 SH SHR/OTHR 22 47 D ACCO BRANDS CORP COM 00081T10 16 740 SH SHARED 23 459 281 D ACCO BRANDS CORP COM 00081T10 43 1968 SH SHR/OTHR 23 1968 D A C MOORE ARTS & CRAFTS INC COM 00086T10 303 18624 SH SHARED 18624 D A D C TELECOMMUNICATIONS NOTE 1.000% 6/1 000886AD 2820 3000000 PRN SHARED 3000000 D A D C TELECOMMUNICATIONS COM NEW 00088630 3510 208200 SH SHARED 208200 D A D C TELECOMMUNICATIONS COM NEW 00088630 338 20085 SH SHARED 01 20085 D A D C TELECOMMUNICATIONS COM NEW 00088630 2184 129585 SH SHARED 02 129585 D A D C TELECOMMUNICATIONS COM NEW 00088630 177 10500 SH SHARED 06 10500 D A D C TELECOMMUNICATIONS COM NEW 00088630 801 47562 SH SHARED 17 47062 500 D ADE CORP MASS COM 00089C10 81 2523 SH SHARED 2523 D ACM INCOME FUND INC COM 00091210 17 2400 SH SHARED 2400 D ACM GOVT OPPORTUNITY FD INC COM 00091810 182 24333 SH SHARED 24333 D ABN AMRO HLDG NV SPONSORED ADR 00093710 6844 250180 SH SHARED 246580 3600 D ACM MANAGED DLR INCOME FD COM 00094910 3 521 SH SHARED 521 D ABM INDS INC COM 00095710 190 11135 SH SHARED 11135 D ABM INDS INC COM 00095710 5 300 SH SHARED 01 300 D ABM INDS INC COM 00095710 41 2452 SH SHARED 02 2452 D ABM INDS INC COM 00095710 47 2800 SH SHARED 17 400 2400 D AEW REAL ESTATE INCOME FD COM 00104H10 4141 215841 SH SHARED 215841 D AFC ENTERPRISES INC COM 00104Q10 1415 111037 SH SHARED 111037 D AFC ENTERPRISES INC COM 00104Q10 52 4100 SH SHARED 17 4100 D AFLAC INC COM 00105510 36668 791117 SH SHARED 517616 273501 D AFLAC INC COM 00105510 3843 82928 SH SHR/OTHR 82928 D AFLAC INC COM 00105510 4755 102600 SH SHARED 01 102600 D AFLAC INC COM 00105510 6399 138064 SH SHARED 02 138064 D AFLAC INC COM 00105510 2292 49456 SH SHARED 06 49456 D AFLAC INC COM 00105510 154324 3329554 SH SHARED 10 1858119 797700 673735 D AFLAC INC COM 00105510 185 4000 SH SHR/OTHR 10 4000 D AFLAC INC COM 00105510 125 2700 SH SHARED 14 2700 D AFLAC INC COM 00105510 2433 52500 SH SHARED 15 52500 D AFLAC INC COM 00105510 11477 247621 SH SHARED 17 215781 31840 D AFLAC INC COM 00105510 1166 25170 SH SHARED 20 7835 17335 D AFLAC INC COM 00105510 287 6200 SH SHR/OTHR 20 6200 D AFLAC INC COM 00105510 185 4000 SH SHARED 21 4000 D AFLAC INC COM 00105510 41 900 SH SHR/OTHR 21 900 D AFLAC INC COM 00105510 1474 31805 SH SHARED 22 25325 6480 D AFLAC INC COM 00105510 377 8140 SH SHR/OTHR 22 8140 D AFLAC INC COM 00105510 5112 110301 SH SHARED 23 101471 8830 D AFLAC INC COM 00105510 2694 58130 SH SHR/OTHR 23 58130 D AGCO CORP NOTE 1.750%12/3 001084AL 49590 38000000 PRN SHARED 38000000 D AGCO CORP NOTE 1.750%12/3 001084AL 2428 1861000 PRN SHARED 02 1861000 D AGCO CORP COM 00108410 78448 2980548 SH SHARED 2980548 D AGCO CORP COM 00108410 784 29800 SH SHARED 01 4100 25700 D AGCO CORP COM 00108410 560 21300 SH SHARED 02 21300 D AGCO CORP COM 00108410 447 17000 SH SHARED 04 17000 D AGCO CORP COM 00108410 3814 144925 SH SHARED 10 144925 D AGCO CORP COM 00108410 46 1781 SH SHARED 15 1781 D AGCO CORP COM 00108410 401 15250 SH SHARED 17 15250 D AGCO CORP COM 00108410 285 10845 SH SHARED 21 10845 D AGL RES INC COM 00120410 1233 32361 SH SHARED 20502 11859 D AGL RES INC COM 00120410 766 20100 SH SHARED 01 20100 D AGL RES INC COM 00120410 697 18300 SH SHARED 02 18300 D AGL RES INC COM 00120410 1132 29700 SH SHARED 17 29700 D AES CORP COM 00130H10 11923 646269 SH SHARED 637316 8953 D AES CORP COM 00130H10 2433 131900 SH SHARED 01 131900 D AES CORP COM 00130H10 3491 189216 SH SHARED 02 189216 D AES CORP COM 00130H10 1911 103630 SH SHARED 06 103630 D AES CORP COM 00130H10 677 36700 SH SHARED 10 17300 19400 D AES CORP COM 00130H10 174 9455 SH SHARED 14 9455 D AES CORP COM 00130H10 6232 337798 SH SHARED 17 315098 22700 D AK STL HLDG CORP COM 00154710 1945 140673 SH SHARED 140673 D AK STL HLDG CORP COM 00154710 280 20300 SH SHARED 01 20300 D AK STL HLDG CORP COM 00154710 108 7879 SH SHARED 02 7879 D AK STL HLDG CORP COM 00154710 1634 118200 SH SHARED 10 118200 D AK STL HLDG CORP COM 00154710 1815 131300 SH SHARED 17 700 130600 D AMB PROPERTY CORP COM 00163T10 2204 43620 SH SHARED 43620 D AMB PROPERTY CORP COM 00163T10 1455 28800 SH SHARED 01 28800 D AMB PROPERTY CORP COM 00163T10 1046 20700 SH SHARED 02 20700 D AMB PROPERTY CORP COM 00163T10 1011 20000 SH SHARED 04 20000 D AMB PROPERTY CORP COM 00163T10 231837 4586310 SH SHARED 11 4586310 D AMICAS INC COM 00171210 39 12280 SH SHARED 12280 D AMICAS INC COM 00171210 29 9160 SH SHARED 02 9160 D AMN HEALTHCARE SERVICES INC COM 00174410 59 2955 SH SHARED 2955 D AMR CORP NOTE 4.500% 2/1 001765BB 53440 40000000 PRN SHARED 40000000 D AMR CORP NOTE 4.500% 2/1 001765BB 780 584000 PRN SHARED 02 584000 D AMR CORP COM 00176510 5408 212749 SH SHARED 212749 D AMR CORP COM 00176510 335 13200 SH SHARED 01 13200 D AMR CORP COM 00176510 21145 831853 SH SHARED 02 831853 D AMR CORP COM 00176510 1326 52200 SH SHARED 10 52200 D AMR CORP COM 00176510 257 10130 SH SHARED 17 8930 1200 D AMR CORP COM 00176510 50 2000 SH SHR/OTHR 23 2000 D APAC CUSTOMER SERVICES INC COM 00185E10 3 1728 SH SHARED 1728 D ATI TECHNOLOGIES INC COM 00194110 28802 1972770 SH SHARED 1972240 530 D ATI TECHNOLOGIES INC COM 00194110 29 2000 SH SHR/OTHR 2000 D ATI TECHNOLOGIES INC COM 00194110 29 2038 SH SHARED 01 2038 D ATI TECHNOLOGIES INC COM 00194110 2058 140995 SH SHARED 02 140995 D ATI TECHNOLOGIES INC COM 00194110 10585 725000 SH SHARED 04 725000 D ATI TECHNOLOGIES INC COM 00194110 19 1328 SH SHARED 06 1328 D ATI TECHNOLOGIES INC COM 00194110 5 400 SH SHARED 10 400 D ATI TECHNOLOGIES INC COM 00194110 21 1500 SH SHARED 17 1500 D A S V INC COM 00196310 90 3940 SH SHARED 3940 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 70 50596 SH SHARED 50596 D AT&T INC COM 00206R10 559168 20049069 SH SHARED 19867302 181767 D AT&T INC COM 00206R10 2599 93199 SH SHR/OTHR 93199 D AT&T INC COM 00206R10 23513 843063 SH SHARED 01 843063 D AT&T INC COM 00206R10 49985 1792248 SH SHARED 02 1792248 D AT&T INC COM 00206R10 826 29648 SH SHARED 04 26500 3148 D AT&T INC COM 00206R10 12058 432349 SH SHARED 06 432349 D AT&T INC COM 00206R10 244663 8772463 SH SHARED 10 4738799 2687450 1346214 D AT&T INC COM 00206R10 298 10700 SH SHR/OTHR 10 10700 D AT&T INC COM 00206R10 2689 96423 SH SHARED 14 96423 D AT&T INC COM 00206R10 3444 123500 SH SHARED 15 123500 D AT&T INC COM 00206R10 51543 1848106 SH SHARED 17 1656869 191237 D AT&T INC COM 00206R10 415 14882 SH SHARED 20 2765 12117 D AT&T INC COM 00206R10 287 10296 SH SHR/OTHR 20 10296 D AT&T INC COM 00206R10 140 5034 SH SHARED 21 5034 D AT&T INC COM 00206R10 411 14767 SH SHR/OTHR 21 14767 D AT&T INC COM 00206R10 687 24633 SH SHARED 22 13000 11633 D AT&T INC COM 00206R10 78 2824 SH SHR/OTHR 22 2824 D AT&T INC COM 00206R10 1625 58293 SH SHARED 23 55893 2400 D AT&T INC COM 00206R10 4479 160628 SH SHR/OTHR 23 160628 D ASM INTL NV NOTE 5.250% 5/1 00207DAE 811 780000 PRN SHARED 780000 D ATMI INC COM 00207R10 247 10048 SH SHARED 10048 D ATMI INC COM 00207R10 61 2500 SH SHARED 01 2500 D ATMI INC COM 00207R10 115 4683 SH SHARED 02 4683 D ATMI INC COM 00207R10 113 4600 SH SHARED 10 4600 D ATMI INC COM 00207R10 36 1500 SH SHARED 21 1500 D ATP OIL & GAS CORP COM 00208J10 175 4185 SH SHARED 4185 D ATP OIL & GAS CORP COM 00208J10 50 1200 SH SHARED 01 1200 D ATP OIL & GAS CORP COM 00208J10 14 335 SH SHARED 02 335 D ATP OIL & GAS CORP COM 00208J10 16 400 SH SHARED 17 400 D AU OPTRONICS CORP SPONSORED ADR 00225510 21086 1480780 SH SHARED 1480780 D AU OPTRONICS CORP SPONSORED ADR 00225510 6586 462500 SH SHARED 04 462500 D AU OPTRONICS CORP SPONSORED ADR 00225510 8848 621400 SH SHARED 06 621400 D AU OPTRONICS CORP SPONSORED ADR 00225510 2678 188100 SH SHARED 14 188100 D AVX CORP NEW COM 00244410 31 2000 SH SHARED 2000 D AVX CORP NEW COM 00244410 171 10885 SH SHARED 02 10885 D AVX CORP NEW COM 00244410 251 15900 SH SHARED 17 15900 D AAMES INVT CORP MD COM 00253G10 2647 530611 SH SHARED 530611 D AAMES INVT CORP MD COM 00253G10 146 29300 SH SHARED 01 29300 D AAMES INVT CORP MD COM 00253G10 55 11200 SH SHARED 17 11200 D AASTROM BIOSCIENCES INC COM 00253U10 48 36147 SH SHARED 36147 D AASTROM BIOSCIENCES INC COM 00253U10 19 14798 SH SHARED 02 14798 D AARON RENTS INC COM 00253520 332 12372 SH SHARED 12372 D AARON RENTS INC COM 00253520 66 2475 SH SHARED 01 2475 D AARON RENTS INC COM 00253520 0 13 SH SHARED 02 13 D AARON RENTS INC COM 00253520 24 900 SH SHARED 17 900 D AARON RENTS INC COM 00253520 69 2600 SH SHARED 21 2600 D ABAXIS INC COM 00256710 104 4667 SH SHARED 4667 D ABBOTT LABS COM 00282410 392036 8989606 SH SHARED 8509256 480350 D ABBOTT LABS COM 00282410 7360 168791 SH SHR/OTHR 168791 D ABBOTT LABS COM 00282410 15401 353174 SH SHARED 01 353174 D ABBOTT LABS COM 00282410 18354 420868 SH SHARED 02 420868 D ABBOTT LABS COM 00282410 83066 1904750 SH SHARED 04 1904750 D ABBOTT LABS COM 00282410 26068 597763 SH SHARED 06 597763 D ABBOTT LABS COM 00282410 294910 6762441 SH SHARED 10 3053852 2685850 1022739 D ABBOTT LABS COM 00282410 283 6500 SH SHR/OTHR 10 6500 D ABBOTT LABS COM 00282410 6171 141523 SH SHARED 14 141523 D ABBOTT LABS COM 00282410 6384 146400 SH SHARED 15 146400 D ABBOTT LABS COM 00282410 8155 187000 SH SHARED 16 187000 D ABBOTT LABS COM 00282410 29858 684678 SH SHARED 17 653708 30970 D ABBOTT LABS COM 00282410 3270 75000 SH SHARED 18 75000 D ABBOTT LABS COM 00282410 2203 50533 SH SHARED 20 11535 38998 D ABBOTT LABS COM 00282410 212 4880 SH SHR/OTHR 20 4880 D ABBOTT LABS COM 00282410 239 5485 SH SHARED 21 5485 D ABBOTT LABS COM 00282410 1593 36540 SH SHARED 22 26600 9940 D ABBOTT LABS COM 00282410 829 19024 SH SHR/OTHR 22 19024 D ABBOTT LABS COM 00282410 17788 407890 SH SHARED 23 395567 12323 D ABBOTT LABS COM 00282410 13989 320777 SH SHR/OTHR 23 320777 D ABER DIAMOND CORP COM 00289310 1068 34400 SH SHARED 34400 D ABERCROMBIE & FITCH CO CL A 00289620 76936 1387993 SH SHARED 1387793 200 D ABERCROMBIE & FITCH CO CL A 00289620 1578 28480 SH SHARED 01 28480 D ABERCROMBIE & FITCH CO CL A 00289620 6488 117061 SH SHARED 02 117061 D ABERCROMBIE & FITCH CO CL A 00289620 214 3865 SH SHARED 06 3865 D ABERCROMBIE & FITCH CO CL A 00289620 1967 35500 SH SHARED 10 35500 D ABERCROMBIE & FITCH CO CL A 00289620 210 3800 SH SHARED 14 3800 D ABERCROMBIE & FITCH CO CL A 00289620 537 9700 SH SHARED 15 9700 D ABERCROMBIE & FITCH CO CL A 00289620 2749 49600 SH SHARED 17 47900 1700 D ABERCROMBIE & FITCH CO CL A 00289620 216 3900 SH SHARED 19 3900 D ABBEY NATL PLC ADR PRF B7.375 00292070 10 400 SH SHARED 400 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 2185 366000 SH SHARED 366000 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 17 3000 SH SHARED 20 3000 D ABERDEEN GLOBAL INCOME FD IN COM 00301310 31 2500 SH SHARED 2500 D ABINGTON CMNTY BANCORP INC COM 00350R10 23 1600 SH SHARED 02 1600 D ABIOMED INC COM 00365410 898 69254 SH SHARED 69254 D ABIOMED INC COM 00365410 1556 120000 SH SHARED 04 120000 D ABRAXIS BIOSCIENCE INC COM 00383E10 9 400 SH SHARED 400 D ABRAXIS BIOSCIENCE INC COM 00383E10 40 1681 SH SHARED 02 1681 D ABRAXIS BIOSCIENCE INC COM 00383E10 214 9000 SH SHARED 04 9000 D ABRAXIS BIOSCIENCE INC COM 00383E10 16 692 SH SHARED 06 692 D ABRAXIS BIOSCIENCE INC COM 00383E10 243 10200 SH SHARED 17 10200 D ABITIBI-CONSOLIDATED INC COM 00392410 12830 4682800 SH SHARED 4682800 D ABITIBI-CONSOLIDATED INC COM 00392410 1 509 SH SHARED 01 509 D ABITIBI-CONSOLIDATED INC COM 00392410 994 363044 SH SHARED 02 363044 D ABITIBI-CONSOLIDATED INC COM 00392410 3233 1180000 SH SHARED 04 1180000 D ABITIBI-CONSOLIDATED INC COM 00392410 1802 658000 SH SHARED 06 658000 D ABITIBI-CONSOLIDATED INC COM 00392410 489 178781 SH SHARED 14 178781 D ACADIA PHARMACEUTICALS INC COM 00422510 47 5616 SH SHARED 5616 D ACADIA RLTY TR COM SH BEN INT 00423910 3380 142941 SH SHARED 142941 D ACADIA RLTY TR COM SH BEN INT 00423910 4 172 SH SHARED 02 172 D ACADIA RLTY TR COM SH BEN INT 00423910 1480 62600 SH SHARED 17 52000 10600 D ACAMBIS PLC SPONSORED ADR 00428610 103 16800 SH SHARED 16800 D ACCREDITED HOME LENDRS HLDG COM 00437P10 538 11263 SH SHARED 11263 D ACCREDITED HOME LENDRS HLDG COM 00437P10 344 7200 SH SHARED 01 7200 D ACCREDITED HOME LENDRS HLDG COM 00437P10 8825 184600 SH SHARED 02 184600 D ACCREDITED HOME LENDRS HLDG COM 00437P10 5340 111700 SH SHARED 10 111700 D ACCREDITED HOME LENDRS HLDG COM 00437P10 2328 48700 SH SHARED 17 31400 17300 D ACCURIDE CORP COM 00439810 29 2398 SH SHARED 2398 D ACCURIDE CORP COM 00439810 127 10200 SH SHARED 01 10200 D ACCURIDE CORP COM 00439810 1256 100800 SH SHARED 10 100800 D ACE CASH EXPRESS INC COM 00440310 74 2529 SH SHARED 2529 D ACE CASH EXPRESS INC COM 00440310 2 84 SH SHARED 02 84 D ACE CASH EXPRESS INC COM 00440310 61 2100 SH SHARED 21 2100 D ACERGY S A SPONSORED ADR 00443E10 260 17000 SH SHARED 02 17000 D ACTIVISION INC NEW COM NEW 00493020 10830 951717 SH SHARED 945709 6008 D ACTIVISION INC NEW COM NEW 00493020 821 72200 SH SHARED 01 72200 D ACTIVISION INC NEW COM NEW 00493020 781 68652 SH SHARED 02 68652 D ACTIVISION INC NEW COM NEW 00493020 2276 200000 SH SHARED 04 200000 D ACTIVISION INC NEW COM NEW 00493020 1030 90543 SH SHARED 10 88743 1800 D ACTIVISION INC NEW COM NEW 00493020 22025 1935432 SH SHARED 17 1929666 5766 D ACTIVISION INC NEW COM NEW 00493020 45 4000 SH SHARED 21 4000 D ACTEL CORP COM 00493410 602 42012 SH SHARED 42012 D ACTEL CORP COM 00493410 14 1032 SH SHARED 02 1032 D ACTIVIDENTITY CORP COM 00506P10 0 100 SH SHARED 02 100 D ACTIONS SEMICONDUCTOR CO LTD ADR 00507E10 8 850 SH SHARED 850 D ACTUATE CORP COM 00508B10 159 39484 SH SHARED 39484 D ACTUANT CORP SDCV 2.000%11/1 00508XAB 184 138000 PRN SHARED 02 138000 D ACTUANT CORP CL A NEW 00508X20 2057 41187 SH SHARED 40887 300 D ACTUANT CORP CL A NEW 00508X20 36 740 SH SHR/OTHR 740 D ACTUANT CORP CL A NEW 00508X20 44 900 SH SHARED 01 900 D ACTUANT CORP CL A NEW 00508X20 8 178 SH SHARED 02 178 D ACTUANT CORP CL A NEW 00508X20 8191 163990 SH SHARED 10 161190 2800 D ACTUANT CORP CL A NEW 00508X20 15669 313700 SH SHARED 17 225600 88100 D ACTUANT CORP CL A NEW 00508X20 59 1200 SH SHARED 21 1200 D ACUITY BRANDS INC COM 00508Y10 854 21951 SH SHARED 21951 D ACUITY BRANDS INC COM 00508Y10 151 3900 SH SHARED 01 3900 D ACUITY BRANDS INC COM 00508Y10 63 1630 SH SHARED 02 1630 D ACUITY BRANDS INC COM 00508Y10 587 15100 SH SHARED 10 15100 D ACUITY BRANDS INC COM 00508Y10 894 23000 SH SHARED 17 17100 5900 D ACUSPHERE INC COM 00511R87 49 14400 SH SHARED 14400 D ACXIOM CORP COM 00512510 3222 128918 SH SHARED 128918 D ACXIOM CORP COM 00512510 680 27200 SH SHARED 01 27200 D ACXIOM CORP COM 00512510 1335 53412 SH SHARED 02 53412 D ACXIOM CORP COM 00512510 3557 142300 SH SHARED 10 142300 D ACXIOM CORP COM 00512510 15 600 SH SHARED 17 600 D ADAMS EXPRESS CO COM 00621210 9692 753112 SH SHARED 753112 D ADAMS EXPRESS CO COM 00621210 362 28158 SH SHR/OTHR 28158 D ADAMS RESPIRATORY THERAPEUTI COM 00635P10 92 2066 SH SHARED 2066 D ADAMS RESPIRATORY THERAPEUTI COM 00635P10 26 600 SH SHR/OTHR 600 D ADAMS RESPIRATORY THERAPEUTI COM 00635P10 22 505 SH SHARED 02 505 D ADAMS RESPIRATORY THERAPEUTI COM 00635P10 7795 174700 SH SHARED 10 174700 D ADAMS RESPIRATORY THERAPEUTI COM 00635P10 5898 132200 SH SHARED 17 132200 D ADAPTEC INC NOTE 0.750%12/2 00651FAG 3897 4522000 PRN SHARED 4522000 D ADAPTEC INC NOTE 0.750%12/2 00651FAG 281 327000 PRN SHARED 02 327000 D ADAPTEC INC COM 00651F10 132 30476 SH SHARED 30476 D ADAPTEC INC COM 00651F10 42 9800 SH SHR/OTHR 9800 D ADAPTEC INC COM 00651F10 32 7583 SH SHARED 02 7583 D ADAPTEC INC COM 00651F10 71 16400 SH SHARED 10 16400 D ADESA INC COM 00686U10 119 5375 SH SHARED 5375 D ADESA INC COM 00686U10 18 836 SH SHR/OTHR 836 D ADESA INC COM 00686U10 589 26500 SH SHARED 01 26500 D ADESA INC COM 00686U10 474 21333 SH SHARED 02 21333 D ADESA INC COM 00686U10 871 39200 SH SHARED 17 39200 D ADEZA BIOMEDICAL CORP COM 00686410 11 800 SH SHARED 800 D ADEZA BIOMEDICAL CORP COM 00686410 5115 364900 SH SHARED 17 364900 D ADMINISTAFF INC COM 00709410 1106 30890 SH SHARED 30890 D ADMINISTAFF INC COM 00709410 175 4900 SH SHARED 01 4900 D ADMINISTAFF INC COM 00709410 44 1250 SH SHARED 02 1250 D ADMINISTAFF INC COM 00709410 1486 41500 SH SHARED 10 41500 D ADMINISTAFF INC COM 00709410 2299 64200 SH SHARED 17 11500 52700 D ADOBE SYS INC COM 00724F10 151 5000 SH SHARED 5000 D ADOBE SYS INC COM 00724F10 98190 3234198 SH SHARED 3229310 4888 D ADOBE SYS INC COM 00724F10 3433 113084 SH SHARED 01 113084 D ADOBE SYS INC COM 00724F10 5460 179850 SH SHARED 02 179850 D ADOBE SYS INC COM 00724F10 47871 1576800 SH SHARED 04 1573800 3000 D ADOBE SYS INC COM 00724F10 1672 55088 SH SHARED 06 55088 D ADOBE SYS INC COM 00724F10 129158 4254242 SH SHARED 10 1771522 2273750 208970 D ADOBE SYS INC COM 00724F10 574 18921 SH SHARED 14 18921 D ADOBE SYS INC COM 00724F10 2277 75000 SH SHARED 15 75000 D ADOBE SYS INC COM 00724F10 10741 353819 SH SHARED 17 341919 11900 D ADOBE SYS INC COM 00724F10 121 4000 SH SHARED 22 4000 D ADOLOR CORP COM 00724X10 1914 76550 SH SHARED 76550 D ADOLOR CORP COM 00724X10 2125 84980 SH SHARED 84980 D ADOLOR CORP COM 00724X10 15681 627000 SH SHARED 04 627000 D ADOLOR CORP COM 00724X10 10 400 SH SHARED 17 400 D ADTRAN INC COM 00738A10 1264 56360 SH SHARED 56360 D ADTRAN INC COM 00738A10 441 19700 SH SHARED 01 19700 D ADTRAN INC COM 00738A10 515 22971 SH SHARED 02 22971 D ADTRAN INC COM 00738A10 19 869 SH SHARED 06 869 D ADTRAN INC COM 00738A10 832 37100 SH SHARED 10 37100 D ADTRAN INC COM 00738A10 11367 506800 SH SHARED 17 461700 45100 D ADVANCE AMER CASH ADVANCE CT COM 00739W10 329 18807 SH SHARED 18807 D ADVANCE AMER CASH ADVANCE CT COM 00739W10 15 888 SH SHARED 02 888 D ADVANCE AMER CASH ADVANCE CT COM 00739W10 836 47700 SH SHARED 17 47700 D ADVANCE AUTO PARTS INC COM 00751Y10 7893 273121 SH SHARED 272821 300 D ADVANCE AUTO PARTS INC COM 00751Y10 914 31650 SH SHARED 01 31650 D ADVANCE AUTO PARTS INC COM 00751Y10 7200 249148 SH SHARED 02 249148 D ADVANCE AUTO PARTS INC COM 00751Y10 110 3820 SH SHARED 06 3820 D ADVANCE AUTO PARTS INC COM 00751Y10 7370 255050 SH SHARED 10 254850 200 D ADVANCE AUTO PARTS INC COM 00751Y10 400 13850 SH SHARED 17 13400 450 D ADVANCED ANALOGIC TECHNOLOGI COM 00752J10 154 14712 SH SHARED 14712 D ADVANCED DIGITAL INFORMATION COM 00752510 5499 467229 SH SHARED 467229 D ADVANCED DIGITAL INFORMATION COM 00752510 17436 1481414 SH SHARED 02 1481414 D ADVANCED DIGITAL INFORMATION COM 00752510 191 16300 SH SHARED 10 16300 D ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M40 299 60300 SH SHARED 60300 D ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M40 2045 411656 SH SHARED 04 411656 D ADVO INC COM 00758510 217 8855 SH SHARED 8855 D ADVO INC COM 00758510 33 1350 SH SHARED 01 1350 D ADVO INC COM 00758510 4 195 SH SHARED 02 195 D ADVO INC COM 00758510 108 4400 SH SHARED 10 4400 D ADVO INC COM 00758510 22 900 SH SHARED 17 900 D ADVANTAGE ENERGY INCOME FD TR UNIT 00762L10 502 28800 SH SHARED 28800 D ADVISORY BRD CO COM 00762W10 220 4581 SH SHARED 4581 D ADVISORY BRD CO COM 00762W10 4 100 SH SHARED 01 100 D ADVISORY BRD CO COM 00762W10 354 7364 SH SHARED 02 7364 D ADVISORY BRD CO COM 00762W10 682 14200 SH SHARED 10 14200 D ADVISORY BRD CO COM 00762W10 803 16700 SH SHARED 17 6900 9800 D ADVANCED MEDICAL OPTICS INC NOTE 2.500% 7/1 00763MAG 22464 19500000 PRN SHARED 19500000 D ADVANCED MEDICAL OPTICS INC COM 00763M10 5099 100587 SH SHARED 100366 221 D ADVANCED MEDICAL OPTICS INC COM 00763M10 1065 21018 SH SHARED 01 21018 D ADVANCED MEDICAL OPTICS INC COM 00763M10 1519 29979 SH SHARED 02 29979 D ADVANCED MEDICAL OPTICS INC COM 00763M10 12289 242400 SH SHARED 10 242400 D ADVANCED MEDICAL OPTICS INC COM 00763M10 50 1000 SH SHARED 14 1000 D ADVANCED MEDICAL OPTICS INC COM 00763M10 223 4400 SH SHARED 17 4400 D ADVENTRX PHARMACEUTICALS INC COM 00764X10 393 123974 SH SHARED 123974 D AEROFLEX INC COM 00776810 428 36723 SH SHARED 36723 D AEROFLEX INC COM 00776810 10 868 SH SHARED 02 868 D AEROFLEX INC COM 00776810 11167 956900 SH SHARED 17 956900 D AEROPOSTALE COM 00786510 10389 359610 SH SHARED 359435 175 D AEROPOSTALE COM 00786510 19 692 SH SHR/OTHR 692 D AEROPOSTALE COM 00786510 436 15100 SH SHARED 01 15100 D AEROPOSTALE COM 00786510 829 28704 SH SHARED 02 28704 D AEROPOSTALE COM 00786510 9244 320000 SH SHARED 10 320000 D AEROPOSTALE COM 00786510 502 17400 SH SHARED 17 7100 10300 D ADVANCED MICRO DEVICES INC COM 00790310 70643 2892842 SH SHARED 2892158 684 D ADVANCED MICRO DEVICES INC COM 00790310 2456 100600 SH SHARED 01 100600 D ADVANCED MICRO DEVICES INC COM 00790310 8543 349872 SH SHARED 02 349872 D ADVANCED MICRO DEVICES INC COM 00790310 3153 129118 SH SHARED 06 129118 D ADVANCED MICRO DEVICES INC COM 00790310 19448 796400 SH SHARED 10 795700 700 D ADVANCED MICRO DEVICES INC COM 00790310 171 7037 SH SHARED 14 7037 D ADVANCED MICRO DEVICES INC COM 00790310 17137 701792 SH SHARED 17 698192 3600 D ADVANCED MICRO DEVICES INC COM 00790310 43 1800 SH SHR/OTHR 23 1800 D AEGON N V ORD AMER REG 00792410 0 2 SH SHARED 20 2 D AEGON N V ORD AMER REG 00792410 51 3043 SH SHARED 23 3043 D AEGON N V ORD AMER REG 00792410 78 4623 SH SHR/OTHR 23 4623 D ADVANTA CORP CL A 00794210 2328 71000 SH SHARED 71000 D ADVANTA CORP CL B 00794220 152 4252 SH SHARED 4252 D ADVANTA CORP CL B 00794220 4 134 SH SHARED 02 134 D ADVANTA CORP CL B 00794220 186 5200 SH SHARED 10 5200 D ADVANTA CORP CL B 00794220 158 4400 SH SHARED 17 4400 D ADVANCED ENERGY INDS COM 00797310 560 42346 SH SHARED 42346 D ADVANCED ENERGY INDS COM 00797310 80 6100 SH SHARED 01 6100 D ADVANCED ENERGY INDS COM 00797310 835 63100 SH SHARED 10 63100 D ADVANCED ENERGY INDS COM 00797310 1639 123800 SH SHARED 17 123800 D ADVENT SOFTWARE INC COM 00797410 211 5864 SH SHARED 5864 D ADVENT SOFTWARE INC COM 00797410 371 10300 SH SHARED 01 10300 D ADVENT SOFTWARE INC COM 00797410 108 3002 SH SHARED 02 3002 D ADVENT SOFTWARE INC COM 00797410 1868 51800 SH SHARED 10 51800 D ADVENT SOFTWARE INC COM 00797410 1814 50300 SH SHARED 17 13400 36900 D AES TR III PFD CV 6.75% 00808N20 9 200 SH SHR/OTHR 20 200 D AETHER HLDGS INC COM 00809C10 0 50 SH SHARED 50 D AETNA INC NEW COM 00817Y10 54955 1376306 SH SHARED 1364054 12252 D AETNA INC NEW COM 00817Y10 4635 116100 SH SHARED 01 116100 D AETNA INC NEW COM 00817Y10 6222 155846 SH SHARED 02 155846 D AETNA INC NEW COM 00817Y10 1796 45000 SH SHARED 04 45000 D AETNA INC NEW COM 00817Y10 2070 51848 SH SHARED 06 51848 D AETNA INC NEW COM 00817Y10 13690 342860 SH SHARED 10 231200 111660 D AETNA INC NEW COM 00817Y10 970 24308 SH SHARED 14 24308 D AETNA INC NEW COM 00817Y10 1916 48000 SH SHARED 15 48000 D AETNA INC NEW COM 00817Y10 113213 2835298 SH SHARED 17 2669398 165900 D AETNA INC NEW COM 00817Y10 204 5120 SH SHR/OTHR 23 5120 D AFFILIATED COMPUTER SERVICES CL A 00819010 35556 688939 SH SHARED 659879 29060 D AFFILIATED COMPUTER SERVICES CL A 00819010 61 1192 SH SHR/OTHR 1192 D AFFILIATED COMPUTER SERVICES CL A 00819010 1326 25700 SH SHARED 01 25700 D AFFILIATED COMPUTER SERVICES CL A 00819010 1612 31252 SH SHARED 02 31252 D AFFILIATED COMPUTER SERVICES CL A 00819010 856 16590 SH SHARED 06 16590 D AFFILIATED COMPUTER SERVICES CL A 00819010 10925 211700 SH SHARED 10 92600 119100 D AFFILIATED COMPUTER SERVICES CL A 00819010 793 15372 SH SHARED 14 15372 D AFFILIATED COMPUTER SERVICES CL A 00819010 1032 20000 SH SHARED 15 20000 D AFFILIATED COMPUTER SERVICES CL A 00819010 2728 52873 SH SHARED 17 52373 500 D AFFILIATED COMPUTER SERVICES CL A 00819010 61 1200 SH SHARED 20 1200 D AFFILIATED COMPUTER SERVICES CL A 00819010 82 1600 SH SHARED 21 1600 D AFFILIATED COMPUTER SERVICES CL A 00819010 49 950 SH SHARED 23 950 D AFFILIATED COMPUTER SERVICES CL A 00819010 145 2825 SH SHR/OTHR 23 2825 D AFFILIATED MANAGERS GROUP NOTE 5/0 008252AC 180 119000 PRN SHARED 02 119000 D AFFILIATED MANAGERS GROUP DBCV 2/2 008252AE 62190 29928000 PRN SHARED 29928000 D AFFILIATED MANAGERS GROUP COM 00825210 3779 43500 SH SHARED 42355 1145 D AFFILIATED MANAGERS GROUP COM 00825210 79 910 SH SHR/OTHR 910 D AFFILIATED MANAGERS GROUP COM 00825210 547 6300 SH SHARED 01 6300 D AFFILIATED MANAGERS GROUP COM 00825210 12569 144659 SH SHARED 02 144659 D AFFILIATED MANAGERS GROUP COM 00825210 3120 35910 SH SHARED 10 35910 D AFFILIATED MANAGERS GROUP COM 00825210 43659 502474 SH SHARED 17 502474 D AFFILIATED MANAGERS GROUP COM 00825210 69 800 SH SHARED 21 800 D AFFYMETRIX INC COM 00826T10 1271 49658 SH SHARED 49458 200 D AFFYMETRIX INC COM 00826T10 47 1846 SH SHR/OTHR 1846 D AFFYMETRIX INC COM 00826T10 491 19200 SH SHARED 01 19200 D AFFYMETRIX INC COM 00826T10 5786 226053 SH SHARED 02 226053 D AFFYMETRIX INC COM 00826T10 1579 61700 SH SHARED 17 61400 300 D AFFIRMATIVE INS HLDGS INC COM 00827210 30 1966 SH SHARED 1966 D AFFIRMATIVE INS HLDGS INC COM 00827210 6 390 SH SHARED 02 390 D AFFORDABLE RESIDENTIAL CMTYS COM 00827310 68 6368 SH SHARED 6368 D AFFORDABLE RESIDENTIAL CMTYS COM 00827310 132 12300 SH SHARED 01 12300 D AFFORDABLE RESIDENTIAL CMTYS COM 00827310 25 2400 SH SHARED 17 2400 D AFFORDABLE RESIDENTIAL CMTYS COM 00827310 30 2800 SH SHR/OTHR 23 2800 D AFTERMARKET TECHNOLOGY CORP COM 00831810 125 5041 SH SHARED 5041 D AFTERMARKET TECHNOLOGY CORP COM 00831810 4 189 SH SHARED 02 189 D AGERE SYS INC NOTE 6.500%12/1 00845VAA 7174 7262000 PRN SHARED 02 7262000 D AGERE SYS INC COM 00845V30 2418 164548 SH SHARED 164541 7 D AGERE SYS INC COM 00845V30 4 280 SH SHR/OTHR 280 D AGERE SYS INC COM 00845V30 25 1714 SH SHARED 01 1714 D AGERE SYS INC COM 00845V30 167 11390 SH SHARED 02 11390 D AGERE SYS INC COM 00845V30 276 18800 SH SHARED 17 18800 D AGERE SYS INC COM 00845V30 0 27 SH SHARED 19 27 D AGILENT TECHNOLOGIES INC COM 00846U10 11707 370953 SH SHARED 370392 561 D AGILENT TECHNOLOGIES INC COM 00846U10 3079 97591 SH SHARED 01 97591 D AGILENT TECHNOLOGIES INC COM 00846U10 43 1372 SH SHR/OTHR 01 1372 D AGILENT TECHNOLOGIES INC COM 00846U10 4258 134941 SH SHARED 02 134941 D AGILENT TECHNOLOGIES INC COM 00846U10 1471 46616 SH SHARED 06 46616 D AGILENT TECHNOLOGIES INC COM 00846U10 160 5100 SH SHARED 10 5100 D AGILENT TECHNOLOGIES INC COM 00846U10 1845 58472 SH SHARED 14 58472 D AGILENT TECHNOLOGIES INC COM 00846U10 5830 184738 SH SHARED 17 181838 2900 D AGILENT TECHNOLOGIES INC COM 00846U10 269 8536 SH SHARED 21 8536 D AGILENT TECHNOLOGIES INC COM 00846U10 278 8830 SH SHARED 23 8830 D AGILENT TECHNOLOGIES INC COM 00846U10 1638 51903 SH SHR/OTHR 23 51903 D AGILE SOFTWARE CORP DEL COM 00846X10 1263 199357 SH SHARED 199357 D AGILE SOFTWARE CORP DEL COM 00846X10 1 238 SH SHARED 02 238 D AGILYSYS INC COM 00847J10 154 8586 SH SHARED 8586 D AGILYSYS INC COM 00847J10 10 565 SH SHARED 02 565 D AGILYSYS INC COM 00847J10 2705 150300 SH SHARED 10 150300 D AGILYSYS INC COM 00847J10 297 16500 SH SHARED 17 16500 D AGNICO EAGLE MINES LTD COM 00847410 4481 135485 SH SHARED 133973 1512 D AGNICO EAGLE MINES LTD COM 00847410 6 200 SH SHARED 01 200 D AGNICO EAGLE MINES LTD COM 00847410 20 610 SH SHARED 02 610 D AGNICO EAGLE MINES LTD COM 00847410 2315 70000 SH SHARED 04 70000 D AGNICO EAGLE MINES LTD COM 00847410 46 1400 SH SHARED 06 1400 D AGNICO EAGLE MINES LTD COM 00847410 21214 641300 SH SHARED 10 641000 300 D AGNICO EAGLE MINES LTD COM 00847410 6 200 SH SHARED 17 200 D AGNICO EAGLE MINES LTD *W EXP 11/07/200 00847413 2619 159073 SH SHARED 159073 D AGREE REALTY CORP COM 00849210 97 2868 SH SHARED 2868 D AGREE REALTY CORP COM 00849210 3 100 SH SHARED 02 100 D AIM SELECT REAL ESTATE INCM SHS 00888R10 11697 752257 SH SHARED 752257 D AGRIUM INC COM 00891610 19260 829460 SH SHARED 824360 5100 D AGRIUM INC COM 00891610 4 200 SH SHARED 01 200 D AGRIUM INC COM 00891610 1271 54744 SH SHARED 02 54744 D AGRIUM INC COM 00891610 16 724 SH SHARED 06 724 D AGRIUM INC COM 00891610 9 400 SH SHARED 10 400 D AGRIUM INC COM 00891610 71 3100 SH SHARED 14 3100 D AGRIUM INC COM 00891610 99 4300 SH SHARED 17 3100 1200 D AGRIUM INC COM 00891610 225 9700 SH SHARED 21 9700 D AIR FRANCE KLM SPONSORED ADR 00911910 330 14110 SH SHARED 14110 D AIR FRANCE KLM *W EXP 11/05/200 00911911 9 7200 SH SHARED 7200 D AIR METHODS CORP COM PAR $.06 00912830 47 1800 SH SHARED 01 1800 D AIR METHODS CORP COM PAR $.06 00912830 3319 126800 SH SHARED 17 126800 D AIR PRODS & CHEMS INC COM 00915810 61171 956995 SH SHARED 896246 60749 D AIR PRODS & CHEMS INC COM 00915810 1765 27614 SH SHR/OTHR 27614 D AIR PRODS & CHEMS INC COM 00915810 2806 43899 SH SHARED 01 43899 D AIR PRODS & CHEMS INC COM 00915810 4618 72256 SH SHARED 02 72256 D AIR PRODS & CHEMS INC COM 00915810 17595 275270 SH SHARED 06 275270 D AIR PRODS & CHEMS INC COM 00915810 8973 140390 SH SHARED 10 139790 600 D AIR PRODS & CHEMS INC COM 00915810 6392 100000 SH SHARED 16 100000 D AIR PRODS & CHEMS INC COM 00915810 7927 124029 SH SHARED 17 120629 3400 D AIR PRODS & CHEMS INC COM 00915810 342 5365 SH SHARED 20 1800 3565 D AIR PRODS & CHEMS INC COM 00915810 115 1800 SH SHARED 21 500 1300 D AIR PRODS & CHEMS INC COM 00915810 296 4640 SH SHARED 22 4490 150 D AIR PRODS & CHEMS INC COM 00915810 150 2350 SH SHR/OTHR 22 2350 D AIR PRODS & CHEMS INC COM 00915810 1501 23492 SH SHARED 23 23192 300 D AIR PRODS & CHEMS INC COM 00915810 999 15635 SH SHR/OTHR 23 15635 D AIRGAS INC COM 00936310 108 2900 SH SHARED 2900 D AIRGAS INC COM 00936310 763 20500 SH SHARED 01 20500 D AIRGAS INC COM 00936310 603 16206 SH SHARED 02 16206 D AIRGAS INC COM 00936310 167 4500 SH SHARED 17 4500 D AIRNET SYS INC COM 00941710 497 166412 SH SHARED 166412 D AIRTRAN HLDGS INC COM 00949P10 1536 103409 SH SHARED 103409 D AIRTRAN HLDGS INC COM 00949P10 435 29300 SH SHARED 01 29300 D AIRTRAN HLDGS INC COM 00949P10 236 15900 SH SHARED 02 15900 D AIRSPAN NETWORKS INC COM 00950H10 52 21818 SH SHARED 20518 1300 D AIRSPAN NETWORKS INC COM 00950H10 9 4049 SH SHARED 02 4049 D AIXTRON AKTIENGESELLSCHAFT SPONSORED ADR 00960610 320 94748 SH SHARED 94748 D AKAMAI TECHNOLOGIES INC NOTE 1.000%12/1 00971TAE 3324 1395000 PRN SHARED 02 1395000 D AKAMAI TECHNOLOGIES INC COM 00971T10 21665 598660 SH SHARED 595620 3040 D AKAMAI TECHNOLOGIES INC COM 00971T10 1259 34800 SH SHARED 01 19400 15400 D AKAMAI TECHNOLOGIES INC COM 00971T10 3593 99300 SH SHARED 02 99300 D AKAMAI TECHNOLOGIES INC COM 00971T10 41358 1142825 SH SHARED 10 1141825 1000 D AKAMAI TECHNOLOGIES INC COM 00971T10 288 7983 SH SHARED 15 7983 D AKAMAI TECHNOLOGIES INC COM 00971T10 39630 1095060 SH SHARED 17 1091960 3100 D AKAMAI TECHNOLOGIES INC COM 00971T10 54 1500 SH SHARED 22 1500 D AKZO NOBEL NV SPONSORED ADR 01019930 1170 21774 SH SHARED 17774 4000 D AKZO NOBEL NV SPONSORED ADR 01019930 231 4300 SH SHARED 01 4300 D ALABAMA NATL BANCORP DELA COM 01031710 263 3866 SH SHARED 3866 D ALABAMA NATL BANCORP DELA COM 01031710 10 158 SH SHARED 02 158 D ALABAMA NATL BANCORP DELA COM 01031710 122 1800 SH SHARED 10 1800 D ALAMO GROUP INC COM 01131110 23 1103 SH SHARED 1103 D ALAMO GROUP INC COM 01131110 17 834 SH SHARED 02 834 D ALASKA AIR GROUP INC COM 01165910 623 15820 SH SHARED 15820 D ALASKA AIR GROUP INC COM 01165910 398 10100 SH SHARED 01 10100 D ALASKA AIR GROUP INC COM 01165910 314 7974 SH SHARED 02 7974 D ALASKA AIR GROUP INC COM 01165910 1769 44900 SH SHARED 10 44900 D ALASKA AIR GROUP INC COM 01165910 429 10900 SH SHARED 17 10900 D ALASKA COMMUNICATIONS SYS GR COM 01167P10 2278 180110 SH SHARED 180110 D ALASKA COMMUNICATIONS SYS GR COM 01167P10 108 8600 SH SHARED 01 8600 D ALASKA COMMUNICATIONS SYS GR COM 01167P10 2087 165000 SH SHARED 10 165000 D ALASKA COMMUNICATIONS SYS GR COM 01167P10 4981 393800 SH SHARED 17 350000 43800 D ALBANY INTL CORP NOTE 2.250% 3/1 012348AC 4248 4000000 PRN SHARED 02 4000000 D ALBANY INTL CORP CL A 01234810 353 8343 SH SHARED 8343 D ALBANY INTL CORP CL A 01234810 36 851 SH SHARED 02 851 D ALBANY INTL CORP CL A 01234810 186 4400 SH SHARED 10 4400 D ALBANY INTL CORP CL A 01234810 279 6600 SH SHARED 17 6600 D ALBANY MOLECULAR RESH INC COM 01242310 70 6563 SH SHARED 6563 D ALBANY MOLECULAR RESH INC COM 01242310 5 527 SH SHARED 02 527 D ALBANY MOLECULAR RESH INC COM 01242310 1339 125400 SH SHARED 10 125400 D ALBANY MOLECULAR RESH INC COM 01242310 656 61500 SH SHARED 17 61500 D ALBEMARLE CORP COM 01265310 779 16282 SH SHARED 16282 D ALBEMARLE CORP COM 01265310 625 13060 SH SHARED 01 13060 D ALBEMARLE CORP COM 01265310 440 9200 SH SHARED 02 9200 D ALBEMARLE CORP COM 01265310 794 16600 SH SHARED 17 16600 D ALBERTO CULVER CO COM 01306810 19234 394800 SH SHARED 392500 2300 D ALBERTO CULVER CO COM 01306810 346 7110 SH SHR/OTHR 7110 D ALBERTO CULVER CO COM 01306810 847 17399 SH SHARED 01 17399 D ALBERTO CULVER CO COM 01306810 2402 49316 SH SHARED 02 41516 7800 D ALBERTO CULVER CO COM 01306810 199 4100 SH SHARED 06 4100 D ALBERTO CULVER CO COM 01306810 489 10050 SH SHARED 10 9150 900 D ALBERTO CULVER CO COM 01306810 102 2100 SH SHARED 14 2100 D ALBERTO CULVER CO COM 01306810 1888 38772 SH SHARED 17 36572 2200 D ALBERTO CULVER CO COM 01306810 14 300 SH SHARED 20 300 D ALBERTO CULVER CO COM 01306810 194 4000 SH SHR/OTHR 20 4000 D ALBERTO CULVER CO COM 01306810 20 425 SH SHARED 21 425 D ALBERTO CULVER CO COM 01306810 4 100 SH SHARED 22 100 D ALBERTO CULVER CO COM 01306810 65 1350 SH SHARED 23 1350 D ALBERTO CULVER CO COM 01306810 9 200 SH SHR/OTHR 23 200 D ALCAN INC COM 01371610 310416 6613046 SH SHARED 6612046 1000 D ALCAN INC COM 01371610 488 10401 SH SHARED 01 10401 D ALCAN INC COM 01371610 7110 151480 SH SHARED 02 151480 D ALCAN INC COM 01371610 469 10000 SH SHARED 04 10000 D ALCAN INC COM 01371610 7289 155287 SH SHARED 06 155287 D ALCAN INC COM 01371610 29767 634160 SH SHARED 10 174570 458490 1100 D ALCAN INC COM 01371610 1131 24100 SH SHARED 14 24100 D ALCAN INC COM 01371610 3755 80000 SH SHARED 16 80000 D ALCAN INC COM 01371610 1881 40075 SH SHARED 17 37000 3075 D ALCAN INC COM 01371610 225 4794 SH SHARED 18 4794 D ALCAN INC COM 01371610 37 793 SH SHARED 23 793 D ALCAN INC COM 01371610 9 200 SH SHR/OTHR 23 200 D ALCOA INC COM 01381710 96500 2982084 SH SHARED 2911488 70596 D ALCOA INC COM 01381710 139 4300 SH SHR/OTHR 4300 D ALCOA INC COM 01381710 5536 171099 SH SHARED 01 171099 D ALCOA INC COM 01381710 23173 716112 SH SHARED 02 716112 D ALCOA INC COM 01381710 2913 90020 SH SHARED 04 90020 D ALCOA INC COM 01381710 9236 285436 SH SHARED 06 285436 D ALCOA INC COM 01381710 21124 652800 SH SHARED 10 640100 12700 D ALCOA INC COM 01381710 2139 66100 SH SHARED 14 66100 D ALCOA INC COM 01381710 970 30000 SH SHARED 15 30000 D ALCOA INC COM 01381710 15449 477423 SH SHARED 17 468923 8500 D ALCOA INC COM 01381710 9708 300000 SH SHARED 18 300000 D ALCOA INC COM 01381710 226 7000 SH SHARED 19 7000 D ALCOA INC COM 01381710 17 540 SH SHARED 20 440 100 D ALCOA INC COM 01381710 304 9425 SH SHARED 21 9425 D ALCOA INC COM 01381710 67 2100 SH SHR/OTHR 22 2100 D ALCOA INC COM 01381710 483 14940 SH SHARED 23 14090 850 D ALCOA INC COM 01381710 449 13900 SH SHR/OTHR 23 13900 D ALCATEL SPONSORED ADR 01390430 3702 293600 SH SHARED 293600 D ALCATEL SPONSORED ADR 01390430 11 933 SH SHARED 01 933 D ALDERWOODS GROUP INC COM 01438310 2696 138558 SH SHARED 138558 D ALDERWOODS GROUP INC COM 01438310 89 4600 SH SHARED 01 4600 D ALDERWOODS GROUP INC COM 01438310 157 8100 SH SHARED 10 8100 D ALERIS INTL INC COM 01447710 399 8715 SH SHARED 8715 D ALERIS INTL INC COM 01447710 105 2300 SH SHARED 01 2300 D ALERIS INTL INC COM 01447710 3 75 SH SHARED 02 75 D ALERIS INTL INC COM 01447710 25469 555500 SH SHARED 17 515800 39700 D ALEXANDER & BALDWIN INC COM 01448210 200 4529 SH SHARED 4529 D ALEXANDER & BALDWIN INC COM 01448210 469 10600 SH SHARED 01 10600 D ALEXANDER & BALDWIN INC COM 01448210 736 16642 SH SHARED 02 16642 D ALEXANDER & BALDWIN INC COM 01448210 287 6500 SH SHARED 17 5700 800 D ALEXANDER & BALDWIN INC COM 01448210 44 1000 SH SHR/OTHR 23 1000 D ALEXANDERS INC COM 01475210 114 420 SH SHARED 420 D ALEXANDERS INC COM 01475210 625 2300 SH SHARED 01 2300 D ALEXANDERS INC COM 01475210 163 600 SH SHARED 10 600 D ALEXANDERS INC COM 01475210 625 2300 SH SHARED 17 2300 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 946 10678 SH SHARED 10678 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 97 1100 SH SHARED 01 1100 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 5 63 SH SHARED 02 63 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 3130 35300 SH SHARED 10 35300 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 1223 13800 SH SHARED 17 13800 D ALEXION PHARMACEUTICALS INC NOTE 1.375% 2/0 015351AF 156 120000 PRN SHARED 02 120000 D ALEXION PHARMACEUTICALS INC COM 01535110 505 14000 SH SHARED 14000 D ALEXION PHARMACEUTICALS INC COM 01535110 723 20026 SH SHARED 20026 D ALEXION PHARMACEUTICALS INC COM 01535110 72 2000 SH SHARED 01 2000 D ALEXION PHARMACEUTICALS INC COM 01535110 218 6038 SH SHARED 02 6038 D ALEXION PHARMACEUTICALS INC COM 01535110 6140 170000 SH SHARED 04 170000 D ALEXION PHARMACEUTICALS INC COM 01535110 1155 32000 SH SHARED 10 32000 D ALFA CORP COM 01538510 153 9297 SH SHARED 9297 D ALFA CORP COM 01538510 5 356 SH SHARED 02 356 D ALFA CORP COM 01538510 1258 76000 SH SHARED 10 76000 D ALICO INC COM 01623010 1302 23643 SH SHARED 23643 D ALICO INC COM 01623010 0 14 SH SHARED 02 14 D ALICO INC COM 01623010 159 2900 SH SHARED 10 2900 D ALIGN TECHNOLOGY INC COM 01625510 314 42508 SH SHARED 42508 D ALIGN TECHNOLOGY INC COM 01625510 14 1942 SH SHARED 02 1942 D ALIGN TECHNOLOGY INC COM 01625510 889 120340 SH SHARED 17 120340 D ALKERMES INC COM 01642T10 1201 63483 SH SHARED 63483 D ALKERMES INC COM 01642T10 164 8700 SH SHARED 01 8700 D ALKERMES INC COM 01642T10 649 34342 SH SHARED 02 34342 D ALKERMES INC COM 01642T10 39 2076 SH SHARED 06 2076 D ALKERMES INC COM 01642T10 270 14300 SH SHARED 10 14300 D ALKERMES INC COM 01642T10 2433 128600 SH SHARED 17 10300 118300 D ALLEGHANY CORP DEL COM 01717510 99 360 SH SHARED 02 360 D ALLEGHANY CORP DEL COM 01717510 233 844 SH SHARED 17 844 D ALLEGHENY ENERGY INC COM 01736110 301 8140 SH SHARED 8140 D ALLEGHENY ENERGY INC COM 01736110 7298 196890 SH SHARED 193269 3621 D ALLEGHENY ENERGY INC COM 01736110 1393 37600 SH SHARED 01 37600 D ALLEGHENY ENERGY INC COM 01736110 1830 49388 SH SHARED 02 49388 D ALLEGHENY ENERGY INC COM 01736110 4010 108196 SH SHARED 04 100000 8196 D ALLEGHENY ENERGY INC COM 01736110 57838 1560250 SH SHARED 06 1560250 D ALLEGHENY ENERGY INC COM 01736110 66211 1786130 SH SHARED 10 725280 1060850 D ALLEGHENY ENERGY INC COM 01736110 203 5500 SH SHARED 14 5500 D ALLEGHENY ENERGY INC COM 01736110 2224 60000 SH SHARED 15 60000 D ALLEGHENY ENERGY INC COM 01736110 3707 100000 SH SHARED 16 100000 D ALLEGHENY ENERGY INC COM 01736110 15314 413128 SH SHARED 17 413128 D ALLEGHENY ENERGY INC COM 01736110 418 11300 SH SHARED 19 11300 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 3768 54430 SH SHARED 54130 300 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 983 14200 SH SHARED 01 14200 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 2222 32103 SH SHARED 02 32103 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 384 5550 SH SHARED 06 5550 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 20 300 SH SHARED 10 300 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 3966 57286 SH SHARED 17 56386 900 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 13 200 SH SHARED 19 200 D ALLERGAN INC COM 01849010 15983 149018 SH SHARED 145018 4000 D ALLERGAN INC COM 01849010 3357 31301 SH SHARED 01 31301 D ALLERGAN INC COM 01849010 9906 92361 SH SHARED 02 92361 D ALLERGAN INC COM 01849010 1287 12000 SH SHARED 04 12000 D ALLERGAN INC COM 01849010 1464 13650 SH SHARED 06 13650 D ALLERGAN INC COM 01849010 2949 27500 SH SHARED 10 19600 7900 D ALLERGAN INC COM 01849010 633 5904 SH SHARED 14 5904 D ALLERGAN INC COM 01849010 8852 82534 SH SHARED 17 81734 800 D ALLERGAN INC COM 01849010 274 2559 SH SHARED 21 2559 D ALLETE INC COM NEW 01852230 330 6984 SH SHARED 6984 D ALLETE INC COM NEW 01852230 13 278 SH SHR/OTHR 278 D ALLETE INC COM NEW 01852230 91 1932 SH SHARED 01 1932 D ALLETE INC COM NEW 01852230 33 702 SH SHARED 02 702 D ALLETE INC COM NEW 01852230 1917 40500 SH SHARED 10 40500 D ALLETE INC COM NEW 01852230 1240 26200 SH SHARED 17 6800 19400 D ALLIANCE CALIF MUN INCOME FD COM 01854610 98 6145 SH SHARED 6145 D ALLIANCE DATA SYSTEMS CORP COM 01858110 888 15100 SH SHARED 15100 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1170 19900 SH SHARED 01 19900 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1043 17741 SH SHARED 02 17741 D ALLIANCE DATA SYSTEMS CORP COM 01858110 17 300 SH SHARED 06 300 D ALLIANCE DATA SYSTEMS CORP COM 01858110 199 3400 SH SHARED 17 3400 D ALLIANCE IMAGING INC COM NEW 01860620 20 3226 SH SHARED 3226 D ALLIANCE IMAGING INC COM NEW 01860620 80 12600 SH SHARED 01 12600 D ALLIANCE IMAGING INC COM NEW 01860620 1453 227100 SH SHARED 10 227100 D ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G10 10059 464000 SH SHARED 464000 D ALLIANCE NATL MUN INCOME FD COM 01864U10 1 104 SH SHARED 104 D ALLIANCE NEW YORK MUN INC FD COM 01871410 1 105 SH SHARED 105 D ALLIANCE SEMICONDUCTOR CORP COM 01877H10 145 53715 SH SHARED 53715 D ALLIANCE RES PARTNER L P UT LTD PART 01877R10 391 10800 SH SHARED 17 10800 D ALLIANCE ONE INTL INC COM 01877210 101 22910 SH SHARED 22910 D ALLIANCE WORLD DLR GV FD II COM 01879R10 4845 403433 SH SHARED 403433 D ALLIANCE WORLD DLR GV FD II COM 01879R10 36 3000 SH SHARED 20 3000 D ALLIANCE WORLD DLR GV FD II COM 01879R10 12 1000 SH SHARED 22 1000 D ALLIANCE WORLD DLR GV FD INC COM 01879610 1836 154426 SH SHARED 154426 D ALLIANT ENERGY CORP COM 01880210 1512 44100 SH SHARED 42400 1700 D ALLIANT ENERGY CORP COM 01880210 1152 33600 SH SHARED 01 33600 D ALLIANT ENERGY CORP COM 01880210 950 27700 SH SHARED 02 27700 D ALLIANT ENERGY CORP COM 01880210 84 2459 SH SHARED 06 2459 D ALLIANT ENERGY CORP COM 01880210 61 1800 SH SHARED 10 1800 D ALLIANT ENERGY CORP COM 01880210 258 7527 SH SHARED 14 7527 D ALLIANT ENERGY CORP COM 01880210 538 15700 SH SHARED 17 11600 4100 D ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH 18233 17025000 PRN SHARED 17025000 D ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH 296 277000 PRN SHARED 02 277000 D ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK 14115 12200000 PRN SHARED 12200000 D ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK 1157 1000000 PRN SHARED 02 1000000 D ALLIANT TECHSYSTEMS INC COM 01880410 327 4293 SH SHARED 2400 1893 D ALLIANT TECHSYSTEMS INC COM 01880410 263 3449 SH SHR/OTHR 3449 D ALLIANT TECHSYSTEMS INC COM 01880410 828 10850 SH SHARED 01 10850 D ALLIANT TECHSYSTEMS INC COM 01880410 919 12038 SH SHARED 02 12038 D ALLIANT TECHSYSTEMS INC COM 01880410 557 7300 SH SHARED 17 7300 D ALLIANT TECHSYSTEMS INC COM 01880410 106 1400 SH SHARED 21 1400 D ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 01880510 237 15000 SH SHARED 15000 D ALLIED CAP CORP NEW COM 01903Q10 425 14785 SH SHARED 14490 295 D ALLIED CAP CORP NEW COM 01903Q10 70 2454 SH SHR/OTHR 2454 D ALLIED CAP CORP NEW COM 01903Q10 43 1500 SH SHARED 01 1500 D ALLIED CAP CORP NEW COM 01903Q10 408 14200 SH SHARED 02 14200 D ALLIED CAP CORP NEW COM 01903Q10 8 300 SH SHARED 06 300 D ALLIED CAP CORP NEW COM 01903Q10 5 200 SH SHARED 10 200 D ALLIED CAP CORP NEW COM 01903Q10 719 25000 SH SHARED 17 16000 9000 D ALLIED HEALTHCARE INTL INC COM 01923A10 23 8584 SH SHARED 8584 D ALLIED HEALTHCARE INTL INC COM 01923A10 11 4331 SH SHARED 02 4331 D ALLIED HEALTHCARE INTL INC COM 01923A10 2944 1098600 SH SHARED 17 1098600 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 2784 245122 SH SHARED 245122 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 353 31100 SH SHARED 01 31100 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 6512 573319 SH SHARED 02 429919 143400 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 126 11100 SH SHARED 06 11100 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 2324 204600 SH SHARED 14 204600 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 998 87921 SH SHARED 17 87921 D ALLIED WASTE INDS INC PFD CV D 6.25% 01958970 17453 174530 SH SHARED 174530 D ALLIED WASTE INDS INC PFD CV D 6.25% 01958970 11106 111061 SH SHARED 02 111061 D ALLION HEALTHCARE INC COM 01961510 7 819 SH SHARED 819 D ALLION HEALTHCARE INC COM 01961510 6 715 SH SHARED 02 715 D ALLION HEALTHCARE INC COM 01961510 2158 248400 SH SHARED 17 248400 D ALLOY INC DBCV 5.375% 8/0 019855AB 2173 2250000 PRN SHARED 2250000 D ALLOY INC NEW COM 01985530 42 4008 SH SHARED 4008 D ALLOY INC NEW COM 01985530 13 1241 SH SHARED 02 1241 D ALLOY INC NEW COM 01985530 27 2600 SH SHARED 17 2600 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 494 28150 SH SHARED 28150 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 4446 253354 SH SHARED 252954 400 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 42 2400 SH SHARED 02 2400 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 1826 104050 SH SHARED 04 104050 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 6287 358268 SH SHARED 10 358268 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 40 2300 SH SHARED 14 2300 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 5766 328600 SH SHARED 17 328600 D ALLSTATE CORP COM 02000210 1886 34471 SH SHARED 34471 D ALLSTATE CORP COM 02000210 85544 1563022 SH SHARED 1511205 51817 D ALLSTATE CORP COM 02000210 20 370 SH SHR/OTHR 370 D ALLSTATE CORP COM 02000210 7869 143781 SH SHARED 01 143781 D ALLSTATE CORP COM 02000210 10107 184679 SH SHARED 02 184679 D ALLSTATE CORP COM 02000210 941 17199 SH SHARED 04 12868 4331 D ALLSTATE CORP COM 02000210 5401 98698 SH SHARED 06 98698 D ALLSTATE CORP COM 02000210 110561 2020120 SH SHARED 10 1546755 473365 D ALLSTATE CORP COM 02000210 218 4000 SH SHR/OTHR 10 4000 D ALLSTATE CORP COM 02000210 575 10508 SH SHARED 14 10508 D ALLSTATE CORP COM 02000210 6611 120800 SH SHARED 15 120800 D ALLSTATE CORP COM 02000210 2736 50000 SH SHARED 16 50000 D ALLSTATE CORP COM 02000210 20260 370198 SH SHARED 17 361098 9100 D ALLSTATE CORP COM 02000210 10640 194411 SH SHARED 19 194411 D ALLSTATE CORP COM 02000210 227 4155 SH SHARED 20 710 3445 D ALLSTATE CORP COM 02000210 14 270 SH SHR/OTHR 21 270 D ALLSTATE CORP COM 02000210 378 6910 SH SHARED 22 4100 2810 D ALLSTATE CORP COM 02000210 135 2476 SH SHARED 23 2476 D ALLSTATE CORP COM 02000210 1330 24308 SH SHR/OTHR 23 24308 D ALLTEL CORP COM 02003910 66546 1042559 SH SHARED 953230 89329 D ALLTEL CORP COM 02003910 2334 36578 SH SHR/OTHR 36578 D ALLTEL CORP COM 02003910 4690 73490 SH SHARED 01 73490 D ALLTEL CORP COM 02003910 19453 304772 SH SHARED 02 304772 D ALLTEL CORP COM 02003910 3450 54060 SH SHARED 06 54060 D ALLTEL CORP COM 02003910 1755 27500 SH SHARED 10 5900 21600 D ALLTEL CORP COM 02003910 89 1400 SH SHARED 14 1400 D ALLTEL CORP COM 02003910 2234 35000 SH SHARED 16 35000 D ALLTEL CORP COM 02003910 11433 179119 SH SHARED 17 153519 25600 D ALLTEL CORP COM 02003910 435 6816 SH SHARED 20 3330 3486 D ALLTEL CORP COM 02003910 223 3500 SH SHR/OTHR 20 3500 D ALLTEL CORP COM 02003910 32 505 SH SHARED 21 505 D ALLTEL CORP COM 02003910 481 7540 SH SHR/OTHR 21 7540 D ALLTEL CORP COM 02003910 34 545 SH SHR/OTHR 22 545 D ALLTEL CORP COM 02003910 478 7500 SH SHARED 23 6650 850 D ALLTEL CORP COM 02003910 2202 34500 SH SHR/OTHR 23 34500 D ALNYLAM PHARMACEUTICALS INC COM 02043Q10 33 2208 SH SHARED 2200 8 D ALON USA ENERGY INC COM 02052010 80 2563 SH SHARED 2563 D ALON USA ENERGY INC COM 02052010 3 100 SH SHARED 02 100 D ALON USA ENERGY INC COM 02052010 132 4200 SH SHARED 17 4200 D ALPHA NATURAL RESOURCES INC COM 02076X10 1137 57974 SH SHR/OTHR 57974 D ALPHA NATURAL RESOURCES INC COM 02076X10 1065 54310 SH SHARED 54310 D ALPHA NATURAL RESOURCES INC COM 02076X10 36 1849 SH SHARED 02 1849 D ALPHA NATURAL RESOURCES INC COM 02076X10 1118 57000 SH SHARED 14 57000 D ALPHA NATURAL RESOURCES INC COM 02076X10 784 40000 SH SHARED 17 12400 27600 D ALPHATEC HOLDINGS INC COM 02081G10 4631 735101 SH SHARED 735101 D ALPHATEC HOLDINGS INC COM 02081G10 1449 230000 SH SHARED 04 230000 D ALPHATEC HOLDINGS INC COM 02081G10 94 15000 SH SHARED 14 15000 D ALPHARMA INC CL A 02081310 936 38947 SH SHARED 38947 D ALPHARMA INC CL A 02081310 79 3300 SH SHARED 01 3300 D ALPHARMA INC CL A 02081310 50 2100 SH SHARED 02 2100 D ALPHARMA INC CL A 02081310 3889 161800 SH SHARED 10 161800 D ALPHARMA INC CL A 02081310 3757 156300 SH SHARED 17 51300 105000 D ALTAIR NANOTECHNOLOGIES INC COM 02137310 86 28000 SH SHARED 28000 D ALTANA AKTIENGESELLSCHAFT SPONSORED ADR 02143N10 17689 316569 SH SHARED 17 316569 D ALTERA CORP COM 02144110 24339 1386881 SH SHARED 1385997 884 D ALTERA CORP COM 02144110 20 1176 SH SHR/OTHR 1176 D ALTERA CORP COM 02144110 1275 72700 SH SHARED 01 72700 D ALTERA CORP COM 02144110 2032 115817 SH SHARED 02 115817 D ALTERA CORP COM 02144110 591 33694 SH SHARED 06 33694 D ALTERA CORP COM 02144110 10 600 SH SHARED 10 600 D ALTERA CORP COM 02144110 385 21943 SH SHARED 14 21943 D ALTERA CORP COM 02144110 2487 141752 SH SHARED 17 140152 1600 D ALTIRIS INC COM 02148M10 99 5496 SH SHARED 5496 D ALTIRIS INC COM 02148M10 1343 74500 SH SHARED 10 74500 D ALTIRIS INC COM 02148M10 806 44700 SH SHARED 17 44700 D ALTRIA GROUP INC COM 02209S10 1321 18000 SH SHARED 12000 6000 D ALTRIA GROUP INC COM 02209S10 2680473 36503787 SH SHARED 34239632 2264155 D ALTRIA GROUP INC COM 02209S10 9387 127840 SH SHR/OTHR 127840 D ALTRIA GROUP INC COM 02209S10 34952 475999 SH SHARED 01 475999 D ALTRIA GROUP INC COM 02209S10 339404 4622150 SH SHARED 02 4572151 49999 D ALTRIA GROUP INC COM 02209S10 138885 1891395 SH SHARED 04 1890560 835 D ALTRIA GROUP INC COM 02209S10 36290 494219 SH SHARED 06 494219 D ALTRIA GROUP INC COM 02209S10 112238 1528509 SH SHARED 10 343480 1015810 169219 D ALTRIA GROUP INC COM 02209S10 2961 40330 SH SHARED 14 40330 D ALTRIA GROUP INC COM 02209S10 6094 83000 SH SHARED 16 83000 D ALTRIA GROUP INC COM 02209S10 784847 10688372 SH SHARED 17 10578872 109500 D ALTRIA GROUP INC COM 02209S10 117 1600 SH SHARED 19 1600 D ALTRIA GROUP INC COM 02209S10 962 13110 SH SHARED 20 710 12400 D ALTRIA GROUP INC COM 02209S10 110 1500 SH SHARED 21 1500 D ALTRIA GROUP INC COM 02209S10 21 290 SH SHR/OTHR 21 290 D ALTRIA GROUP INC COM 02209S10 462 6300 SH SHARED 22 6300 D ALTRIA GROUP INC COM 02209S10 2019 27501 SH SHARED 23 27401 100 D ALTRIA GROUP INC COM 02209S10 3674 50040 SH SHR/OTHR 23 50040 D ALTUS PHARMACEUTICALS INC COM 02216N10 70 3802 SH SHARED 3802 D ALTUS PHARMACEUTICALS INC COM 02216N10 2 125 SH SHARED 02 125 D ALTUS PHARMACEUTICALS INC COM 02216N10 1614 87500 SH SHARED 04 87500 D ALUMINUM CORP CHINA LTD SPON ADR H SHS 02227610 859 11500 SH SHARED 11500 D AMAZON COM INC NOTE 4.750% 2/0 023135AF 2874 3000000 PRN SHARED 3000000 D AMAZON COM INC COM 02313510 66423 1717248 SH SHARED 1715600 1648 D AMAZON COM INC COM 02313510 11 300 SH SHR/OTHR 300 D AMAZON COM INC COM 02313510 1988 51400 SH SHARED 01 51400 D AMAZON COM INC COM 02313510 8810 227788 SH SHARED 02 227788 D AMAZON COM INC COM 02313510 1385 35816 SH SHARED 06 35816 D AMAZON COM INC COM 02313510 201 5200 SH SHARED 10 5200 D AMAZON COM INC COM 02313510 358 9264 SH SHARED 14 9264 D AMAZON COM INC COM 02313510 11003 284475 SH SHARED 17 280775 3700 D AMBAC FINL GROUP INC COM 02313910 6260 77196 SH SHARED 62650 14546 D AMBAC FINL GROUP INC COM 02313910 24 300 SH SHR/OTHR 300 D AMBAC FINL GROUP INC COM 02313910 1520 18750 SH SHARED 01 18750 D AMBAC FINL GROUP INC COM 02313910 2526 31149 SH SHARED 02 31149 D AMBAC FINL GROUP INC COM 02313910 812 10020 SH SHARED 06 10020 D AMBAC FINL GROUP INC COM 02313910 3787 46698 SH SHARED 10 46598 100 D AMBAC FINL GROUP INC COM 02313910 4080 50312 SH SHARED 17 50012 300 D AMBASSADORS GROUP INC COM 02317710 112 3893 SH SHARED 3893 D AMBASSADORS GROUP INC COM 02317710 343 11900 SH SHARED 17 11900 D AMCOR LTD ADR NEW 02341R30 3 170 SH SHARED 170 D AMCOR LTD PRIDES 7.25% 02341R40 59 123700 PRN SHARED 123700 D AMCOL INTL CORP COM 02341W10 170 6465 SH SHARED 6465 D AMCOL INTL CORP COM 02341W10 39 1500 SH SHARED 02 1500 D AMCOMP INC COM 02342J10 2898 275000 SH SHARED 17 275000 D AMEDISYS INC COM 02343610 1993 52612 SH SHARED 52237 375 D AMEDISYS INC COM 02343610 36 950 SH SHR/OTHR 950 D AMEDISYS INC COM 02343610 3 100 SH SHARED 01 100 D AMEDISYS INC COM 02343610 2 59 SH SHARED 02 59 D AMEDISYS INC COM 02343610 8821 232770 SH SHARED 10 232770 D AMEDISYS INC COM 02343610 20405 538400 SH SHARED 17 381100 157300 D AMERCO COM 02358610 275 2738 SH SHARED 2738 D AMERCO COM 02358610 140 1400 SH SHARED 01 1400 D AMERCO COM 02358610 34 346 SH SHARED 02 346 D AMERCO COM 02358610 493 4900 SH SHARED 17 4900 D AMERCO COM 02358610 120 1200 SH SHARED 21 1200 D AMEREN CORP COM 02360810 22121 438047 SH SHARED 434400 3647 D AMEREN CORP COM 02360810 1706 33800 SH SHARED 01 33800 D AMEREN CORP COM 02360810 2799 55438 SH SHARED 02 55438 D AMEREN CORP COM 02360810 902 17870 SH SHARED 06 17870 D AMEREN CORP COM 02360810 156 3100 SH SHARED 10 3100 D AMEREN CORP COM 02360810 4711 93288 SH SHARED 17 83288 10000 D AMERICA SVC GROUP INC COM 02364L10 37 2388 SH SHARED 2388 D AMERICA SVC GROUP INC COM 02364L10 28 1824 SH SHARED 02 1824 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 18900 568252 SH SHARED 559623 8629 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 236 7100 SH SHR/OTHR 7100 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 8780 264000 SH SHARED 01 264000 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 14401 433000 SH SHARED 04 433000 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 4699 141300 SH SHARED 06 141300 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 183206 5508300 SH SHARED 10 5508300 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 29450 885457 SH SHARED 17 885457 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 99 3000 SH SHARED 19 3000 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 99 3000 SH SHR/OTHR 22 3000 D AMCORE FINL INC COM 02391210 148 5082 SH SHARED 5082 D AMCORE FINL INC COM 02391210 5 200 SH SHARED 01 200 D AMCORE FINL INC COM 02391210 11 380 SH SHARED 02 380 D AMCORE FINL INC COM 02391210 231 7900 SH SHARED 10 7900 D AMERICAN AXLE & MFG HLDGS IN FRNT 2.000% 2/1 024061AB 5 5500 PRN SHARED 17 5500 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 32819 1918160 SH SHARED 1918160 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 3168 185206 SH SHARED 02 185206 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 3410 199300 SH SHARED 10 199300 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 1016 59400 SH SHARED 17 700 58700 D AMERICAN CAMPUS CMNTYS INC COM 02483510 96 3874 SH SHARED 3874 D AMERICAN CAMPUS CMNTYS INC COM 02483510 33346 1341904 SH SHARED 11 1341904 D AMERICAN CAMPUS CMNTYS INC COM 02483510 2112 85000 SH SHARED 17 85000 D AMERICAN CAPITAL STRATEGIES COM 02493710 2093 62530 SH SHARED 53565 8965 D AMERICAN CAPITAL STRATEGIES COM 02493710 30 913 SH SHR/OTHR 913 D AMERICAN CAPITAL STRATEGIES COM 02493710 10 300 SH SHARED 01 300 D AMERICAN CAPITAL STRATEGIES COM 02493710 271 8100 SH SHARED 02 8100 D AMERICAN CAPITAL STRATEGIES COM 02493710 6 200 SH SHARED 06 200 D AMERICAN CAPITAL STRATEGIES COM 02493710 6 200 SH SHARED 10 200 D AMERICAN CAPITAL STRATEGIES COM 02493710 398 11900 SH SHARED 17 300 11600 D AMERICAN CAPITAL STRATEGIES COM 02493710 33 1000 SH SHARED 20 1000 D AMERICAN CAPITAL STRATEGIES COM 02493710 17 530 SH SHR/OTHR 21 530 D AMERICAN CAPITAL STRATEGIES COM 02493710 20 600 SH SHR/OTHR 23 600 D AMERICAN COMMERCIAL LINES COM NEW 02519520 42 700 SH SHARED 01 700 D AMERICAN DAIRY INC COM 02533410 13 1000 SH SHARED 1000 D AMERICAN DENTAL PARTNERS COM 02535310 43 2851 SH SHARED 2851 D AMERICAN DENTAL PARTNERS COM 02535310 26 1730 SH SHARED 02 1730 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 1883 55336 SH SHARED 55336 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 1351 39700 SH SHARED 01 39700 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 1085 31887 SH SHARED 02 31887 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 523 15366 SH SHARED 06 15366 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 10 300 SH SHARED 10 300 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 441 12975 SH SHARED 14 12975 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 167 4910 SH SHARED 17 3310 1600 D AMERICAN ECOLOGY CORP COM NEW 02553340 57 2187 SH SHARED 2187 D AMERICAN ECOLOGY CORP COM NEW 02553340 12889 486400 SH SHARED 17 466600 19800 D AMERICAN ELEC PWR INC COM 02553710 20245 591113 SH SHARED 585284 5829 D AMERICAN ELEC PWR INC COM 02553710 4 125 SH SHR/OTHR 125 D AMERICAN ELEC PWR INC COM 02553710 2466 72020 SH SHARED 01 72020 D AMERICAN ELEC PWR INC COM 02553710 3607 105318 SH SHARED 02 105318 D AMERICAN ELEC PWR INC COM 02553710 1883 54991 SH SHARED 06 54991 D AMERICAN ELEC PWR INC COM 02553710 1733 50600 SH SHARED 10 50600 D AMERICAN ELEC PWR INC COM 02553710 476 13920 SH SHARED 14 13920 D AMERICAN ELEC PWR INC COM 02553710 7891 230423 SH SHARED 17 192123 38300 D AMERICAN ELEC PWR INC COM 02553710 166 4860 SH SHARED 23 4860 D AMERICAN ELEC PWR INC COM 02553710 201 5878 SH SHR/OTHR 23 5878 D AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE 1609 1543000 PRN SHARED 02 1543000 D AMERICAN EQTY INVT LIFE HLD COM 02567620 135 12667 SH SHARED 12667 D AMERICAN EQTY INVT LIFE HLD COM 02567620 35 3300 SH SHARED 17 3300 D AMERICAN EXPRESS CO DBCV 1.850%12/0 025816AS 5115 5000000 PRN SHARED 5000000 D AMERICAN EXPRESS CO DBCV 1.850%12/0 025816AS 33753 32995000 PRN SHARED 02 32995000 D AMERICAN EXPRESS CO DBCV 1.850%12/0 025816AS 5503 5380000 PRN SHARED 06 5380000 D AMERICAN EXPRESS CO COM 02581610 12916 242700 SH SHARED 242700 D AMERICAN EXPRESS CO COM 02581610 241300 4534022 SH SHARED 4373467 160555 D AMERICAN EXPRESS CO COM 02581610 2430 45661 SH SHR/OTHR 45661 D AMERICAN EXPRESS CO COM 02581610 14353 269699 SH SHARED 01 269699 D AMERICAN EXPRESS CO COM 02581610 55863 1049665 SH SHARED 02 1049665 D AMERICAN EXPRESS CO COM 02581610 1973 37085 SH SHARED 04 35900 1185 D AMERICAN EXPRESS CO COM 02581610 6702 125945 SH SHARED 06 125945 D AMERICAN EXPRESS CO COM 02581610 48563 912503 SH SHARED 10 201088 559400 152015 D AMERICAN EXPRESS CO COM 02581610 356 6699 SH SHARED 14 6699 D AMERICAN EXPRESS CO COM 02581610 54835 1030358 SH SHARED 17 1022158 8200 D AMERICAN EXPRESS CO COM 02581610 17 320 SH SHARED 19 320 D AMERICAN EXPRESS CO COM 02581610 1663 31260 SH SHARED 20 4095 27165 D AMERICAN EXPRESS CO COM 02581610 646 12140 SH SHR/OTHR 20 12140 D AMERICAN EXPRESS CO COM 02581610 47 900 SH SHARED 21 900 D AMERICAN EXPRESS CO COM 02581610 320 6030 SH SHR/OTHR 21 6030 D AMERICAN EXPRESS CO COM 02581610 467 8775 SH SHARED 22 4750 4025 D AMERICAN EXPRESS CO COM 02581610 154 2900 SH SHR/OTHR 22 2900 D AMERICAN EXPRESS CO COM 02581610 4624 86892 SH SHARED 23 80047 6845 D AMERICAN EXPRESS CO COM 02581610 9191 172704 SH SHR/OTHR 23 172704 D AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD 1276 2513000 PRN SHARED 02 2513000 D AMERICAN FINL GROUP INC OHIO COM 02593210 1726 40235 SH SHARED 27480 12755 D AMERICAN FINL GROUP INC OHIO COM 02593210 1291 30100 SH SHARED 01 30100 D AMERICAN FINL GROUP INC OHIO COM 02593210 561 13100 SH SHARED 02 13100 D AMERICAN FINL GROUP INC OHIO COM 02593210 1411 32900 SH SHARED 10 32900 D AMERICAN FINL GROUP INC OHIO COM 02593210 3933 91700 SH SHARED 17 10900 80800 D AMERICAN FINL GROUP INC OHIO COM 02593210 9 210 SH SHR/OTHR 21 210 D AMERICAN FINL RLTY TR NOTE 4.375% 7/1 02607PAB 9024 10050000 PRN SHARED 02 10050000 D AMERICAN FINL RLTY TR COM 02607P30 323 33400 SH SHARED 33400 D AMERICAN FINL RLTY TR COM 02607P30 131 13600 SH SHARED 01 13600 D AMERICAN FINL RLTY TR COM 02607P30 8 900 SH SHARED 02 900 D AMERICAN FINL RLTY TR COM 02607P30 285 29500 SH SHARED 10 29500 D AMERICAN FINL RLTY TR COM 02607P30 37658 3890300 SH SHARED 11 3890300 D AMERICAN FINL RLTY TR COM 02607P30 271 28000 SH SHARED 17 28000 D AMERICAN FINL RLTY TR COM 02607P30 66 6890 SH SHARED 21 6890 D AMERICAN GREETINGS CORP CL A 02637510 115 5500 SH SHARED 5500 D AMERICAN GREETINGS CORP CL A 02637510 655 31200 SH SHARED 01 31200 D AMERICAN GREETINGS CORP CL A 02637510 258 12300 SH SHARED 02 12300 D AMERICAN GREETINGS CORP CL A 02637510 962 45800 SH SHARED 10 45800 D AMERICAN GREETINGS CORP CL A 02637510 533 25400 SH SHARED 17 25400 D AMERICAN GREETINGS CORP CL A 02637510 78 3750 SH SHARED 20 3750 D AMERICAN HOME MTG INVT CORP COM 02660R10 1659 45023 SH SHARED 45023 D AMERICAN HOME MTG INVT CORP COM 02660R10 36 1000 SH SHR/OTHR 1000 D AMERICAN HOME MTG INVT CORP COM 02660R10 228 6200 SH SHARED 01 6200 D AMERICAN HOME MTG INVT CORP COM 02660R10 8 221 SH SHARED 02 221 D AMERICAN HOME MTG INVT CORP COM 02660R10 2661 72200 SH SHARED 10 72200 D AMERICAN HOME MTG INVT CORP COM 02660R10 925 25100 SH SHARED 17 14900 10200 D AMERICAN INDEPENDENCE CORP COM NEW 02676040 15 1295 SH SHARED 01 1295 D AMERICAN INTL GROUP INC NOTE 0.500% 5/1 026874AN 19 20000 PRN SHARED 20000 D AMERICAN INTL GROUP INC NOTE 0.500% 5/1 026874AN 264 278000 PRN SHARED 02 278000 D AMERICAN INTL GROUP INC COM 02687410 797 13500 SH SHARED 13500 D AMERICAN INTL GROUP INC COM 02687410 334099 5657909 SH SHARED 5228009 429900 D AMERICAN INTL GROUP INC COM 02687410 12252 207501 SH SHR/OTHR 207501 D AMERICAN INTL GROUP INC COM 02687410 36365 615847 SH SHARED 01 615847 D AMERICAN INTL GROUP INC COM 02687410 45312 767360 SH SHARED 02 767360 D AMERICAN INTL GROUP INC COM 02687410 17531 296887 SH SHARED 04 296002 885 D AMERICAN INTL GROUP INC COM 02687410 13809 233858 SH SHARED 06 233858 D AMERICAN INTL GROUP INC COM 02687410 173201 2933133 SH SHARED 10 2262093 671040 D AMERICAN INTL GROUP INC COM 02687410 330 5600 SH SHR/OTHR 10 5600 D AMERICAN INTL GROUP INC COM 02687410 5684 96259 SH SHARED 14 96259 D AMERICAN INTL GROUP INC COM 02687410 6967 118000 SH SHARED 15 118000 D AMERICAN INTL GROUP INC COM 02687410 260879 4417940 SH SHARED 17 4389725 28215 D AMERICAN INTL GROUP INC COM 02687410 4131 69972 SH SHARED 18 69972 D AMERICAN INTL GROUP INC COM 02687410 283 4800 SH SHARED 19 4800 D AMERICAN INTL GROUP INC COM 02687410 2753 46635 SH SHARED 20 6490 40145 D AMERICAN INTL GROUP INC COM 02687410 1736 29413 SH SHR/OTHR 20 29413 D AMERICAN INTL GROUP INC COM 02687410 568 9628 SH SHARED 21 9628 D AMERICAN INTL GROUP INC COM 02687410 423 7170 SH SHR/OTHR 21 7170 D AMERICAN INTL GROUP INC COM 02687410 1490 25249 SH SHARED 22 18178 7071 D AMERICAN INTL GROUP INC COM 02687410 569 9644 SH SHR/OTHR 22 9644 D AMERICAN INTL GROUP INC COM 02687410 7655 129650 SH SHARED 23 126690 2960 D AMERICAN INTL GROUP INC COM 02687410 18598 314969 SH SHR/OTHR 23 314969 D AMERICAN ITALIAN PASTA CO CL A 02707010 805 94106 SH SHARED 94106 D AMERICAN ITALIAN PASTA CO CL A 02707010 33 3905 SH SHARED 02 3905 D AMERICAN ITALIAN PASTA CO CL A 02707010 26 3100 SH SHARED 17 3100 D AMERICAN LD LEASE INC COM 02711810 4754 194060 SH SHARED 11 194060 D AMERICAN MED SYS HLDGS INC COM 02744M10 405 24345 SH SHARED 24345 D AMERICAN MED SYS HLDGS INC COM 02744M10 22 1380 SH SHR/OTHR 1380 D AMERICAN MED SYS HLDGS INC COM 02744M10 111 6700 SH SHARED 01 6700 D AMERICAN MED SYS HLDGS INC COM 02744M10 119 7148 SH SHARED 02 7148 D AMERICAN MED SYS HLDGS INC COM 02744M10 2129 127900 SH SHARED 10 127900 D AMERICAN MED SYS HLDGS INC COM 02744M10 779 46788 SH SHARED 15 46788 D AMERICAN MED SYS HLDGS INC COM 02744M10 2321 139400 SH SHARED 17 1000 138400 D AMERICAN MTG ACCEP CO SH BEN INT 02756810 14 1000 SH SHARED 20 1000 D AMERICAN NATL INS CO COM 02859110 25 200 SH SHARED 01 200 D AMERICAN NATL INS CO COM 02859110 116 900 SH SHARED 02 900 D AMERICAN NATL INS CO COM 02859110 77 600 SH SHARED 17 600 D AMERICAN PHYSICIANS CAPITAL COM 02888410 77 1471 SH SHARED 1471 D AMERICAN PHYSICIANS CAPITAL COM 02888410 3 75 SH SHARED 02 75 D AMERICAN RETIREMENT CORP COM 02891310 8462 258242 SH SHARED 258242 D AMERICAN RETIREMENT CORP COM 02891310 147 4500 SH SHARED 01 4500 D AMERICAN PWR CONVERSION CORP COM 02906610 9889 507429 SH SHARED 506550 879 D AMERICAN PWR CONVERSION CORP COM 02906610 87 4492 SH SHR/OTHR 4492 D AMERICAN PWR CONVERSION CORP COM 02906610 645 33100 SH SHARED 01 33100 D AMERICAN PWR CONVERSION CORP COM 02906610 1001 51363 SH SHARED 02 51363 D AMERICAN PWR CONVERSION CORP COM 02906610 277 14220 SH SHARED 06 14220 D AMERICAN PWR CONVERSION CORP COM 02906610 113 5800 SH SHARED 10 5500 300 D AMERICAN PWR CONVERSION CORP COM 02906610 1358 69711 SH SHARED 17 67411 2300 D AMERICAN RAILCAR INDS INC COM 02916P10 70 2132 SH SHARED 2132 D AMERICAN RAILCAR INDS INC COM 02916P10 9 282 SH SHARED 02 282 D AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 02916910 1566 38400 SH SHARED 38400 D AMERICAN RLTY INVS INC COM 02917410 25 3009 SH SHARED 3009 D AMERICAN REPROGRAPHICS CO COM 02926310 93 2591 SH SHARED 2591 D AMERICAN REPROGRAPHICS CO COM 02926310 76 2100 SH SHARED 17 2100 D AMERICAN SCIENCE & ENGR INC COM 02942910 131 2268 SH SHARED 2268 D AMERICAN SELECT PORTFOLIO IN COM 02957010 74 6506 SH SHARED 6506 D AMERICAN STD COS INC DEL COM 02971210 28168 650998 SH SHARED 648952 2046 D AMERICAN STD COS INC DEL COM 02971210 253 5870 SH SHR/OTHR 5870 D AMERICAN STD COS INC DEL COM 02971210 1345 31100 SH SHARED 01 31100 D AMERICAN STD COS INC DEL COM 02971210 2217 51238 SH SHARED 02 51238 D AMERICAN STD COS INC DEL COM 02971210 962 22250 SH SHARED 06 22250 D AMERICAN STD COS INC DEL COM 02971210 8 200 SH SHARED 10 200 D AMERICAN STD COS INC DEL COM 02971210 404 9348 SH SHARED 14 9348 D AMERICAN STD COS INC DEL COM 02971210 3276 75716 SH SHARED 17 74416 1300 D AMERICAN STS WTR CO COM 02989910 141 3970 SH SHARED 3970 D AMERICAN STS WTR CO COM 02989910 48 1350 SH SHARED 01 1350 D AMERICAN STS WTR CO COM 02989910 5 168 SH SHARED 02 168 D AMERICAN STS WTR CO COM 02989910 278 7800 SH SHARED 10 7800 D AMERICAN STS WTR CO COM 02989910 281 7900 SH SHARED 17 7900 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 7447 7500000 PRN SHARED 7500000 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 8497 8557000 PRN SHARED 02 8557000 D AMERICAN TOWER CORP NOTE 3.250% 8/0 029912AK 2594 995000 PRN SHARED 02 995000 D AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR 7398 4536000 PRN SHARED 02 4536000 D AMERICAN TOWER CORP CL A 02991220 43957 1412527 SH SHARED 1408652 3875 D AMERICAN TOWER CORP CL A 02991220 292 9400 SH SHARED 01 9400 D AMERICAN TOWER CORP CL A 02991220 5325 171124 SH SHARED 02 171124 D AMERICAN TOWER CORP CL A 02991220 1502 48270 SH SHARED 06 48270 D AMERICAN TOWER CORP CL A 02991220 24069 773430 SH SHARED 10 13300 752730 7400 D AMERICAN TOWER CORP CL A 02991220 290 9340 SH SHARED 14 9340 D AMERICAN TOWER CORP CL A 02991220 35971 1155900 SH SHARED 17 1145000 10900 D AMERICAN TOWER CORP CL A 02991220 59 1900 SH SHR/OTHR 23 1900 D AMERICAN STRATEGIC INCOME II COM 03009T10 498 47279 SH SHARED 47279 D AMERICAN STRATEGIC INCM PTFL COM 03009810 93 8864 SH SHARED 8864 D AMERN STRATEGIC INCOME PTFL COM 03009910 7 738 SH SHARED 738 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 79 9015 SH SHARED 9015 D AMERICAN VANGUARD CORP COM 03037110 52 3402 SH SHARED 3402 D AMERICAN WOODMARK CORP COM 03050610 83 2370 SH SHARED 2370 D AMERICAN WOODMARK CORP COM 03050610 1 33 SH SHARED 02 33 D AMERICANWEST BANCORPORATION COM 03058P10 57 2519 SH SHARED 2519 D AMERICANWEST BANCORPORATION COM 03058P10 3 142 SH SHARED 02 142 D AMERICANWEST BANCORPORATION COM 03058P10 5898 260400 SH SHARED 17 260400 D AMERICREDIT CORP NOTE 1.750%11/1 03060RAM 31060 20000000 PRN SHARED 20000000 D AMERICREDIT CORP NOTE 1.750%11/1 03060RAM 1754 1130000 PRN SHARED 02 1130000 D AMERICREDIT CORP COM 03060R10 3926 140650 SH SHARED 140650 D AMERICREDIT CORP COM 03060R10 1881 67400 SH SHARED 01 67400 D AMERICREDIT CORP COM 03060R10 885 31700 SH SHARED 02 31700 D AMERICREDIT CORP COM 03060R10 723 25900 SH SHARED 10 25900 D AMERICREDIT CORP COM 03060R10 985 35300 SH SHARED 17 35300 D AMERICAS CAR MART INC COM 03062T10 41 2031 SH SHARED 2031 D AMERICAS CAR MART INC COM 03062T10 0 5 SH SHARED 02 5 D AMERISTAR CASINOS INC COM 03070Q10 1323 68029 SH SHARED 68029 D AMERISTAR CASINOS INC COM 03070Q10 66 3400 SH SHARED 02 3400 D AMERISAFE INC COM 03071H10 8358 671900 SH SHARED 17 671900 D AMERIVEST PPTYS INC DEL COM 03071L10 3073 700000 SH SHARED 17 700000 D AMERON INTL INC COM 03071010 145 2164 SH SHARED 2164 D AMERON INTL INC COM 03071010 107 1600 SH SHR/OTHR 1600 D AMERON INTL INC COM 03071010 6 98 SH SHARED 02 98 D AMERON INTL INC COM 03071010 93 1400 SH SHARED 10 1400 D AMERUS GROUP CO COM 03072M10 128 2200 SH SHARED 2200 D AMERUS GROUP CO COM 03072M10 661 11300 SH SHARED 01 11300 D AMERUS GROUP CO COM 03072M10 545 9317 SH SHARED 02 9317 D AMERUS GROUP CO COM 03072M10 919 15700 SH SHARED 17 15700 D AMERISOURCEBERGEN CORP COM 03073E10 9373 223606 SH SHARED 165938 57668 D AMERISOURCEBERGEN CORP COM 03073E10 2197 52426 SH SHARED 01 52426 D AMERISOURCEBERGEN CORP COM 03073E10 5046 120393 SH SHARED 02 120393 D AMERISOURCEBERGEN CORP COM 03073E10 772 18416 SH SHARED 06 18416 D AMERISOURCEBERGEN CORP COM 03073E10 13720 327300 SH SHARED 10 5800 321500 D AMERISOURCEBERGEN CORP COM 03073E10 304 7274 SH SHARED 14 7274 D AMERISOURCEBERGEN CORP COM 03073E10 12709 303195 SH SHARED 17 111595 191600 D AMERIGROUP CORP COM 03073T10 3549 114360 SH SHARED 111400 2960 D AMERIGROUP CORP COM 03073T10 55 1800 SH SHR/OTHR 1800 D AMERIGROUP CORP COM 03073T10 145 4700 SH SHARED 01 4700 D AMERIGROUP CORP COM 03073T10 186 6000 SH SHARED 02 6000 D AMERIGROUP CORP COM 03073T10 26791 863140 SH SHARED 10 854640 8500 D AMERIGROUP CORP COM 03073T10 62356 2008900 SH SHARED 17 2008900 D AMERIGROUP CORP COM 03073T10 83 2685 SH SHARED 21 2685 D AMERITYRE CORP COM 03073V10 408 51596 SH SHR/OTHR 51596 D AMERISERV FINL INC COM 03074A10 12 2500 SH SHARED 2500 D AMERIPRISE FINL INC COM 03076C10 12254 274337 SH SHARED 263849 10488 D AMERIPRISE FINL INC COM 03076C10 207 4655 SH SHR/OTHR 4655 D AMERIPRISE FINL INC COM 03076C10 2409 53939 SH SHARED 01 53939 D AMERIPRISE FINL INC COM 03076C10 15945 356955 SH SHARED 02 356955 D AMERIPRISE FINL INC COM 03076C10 1042 23342 SH SHARED 06 23342 D AMERIPRISE FINL INC COM 03076C10 1692 37900 SH SHARED 10 37900 D AMERIPRISE FINL INC COM 03076C10 259 5813 SH SHARED 14 5813 D AMERIPRISE FINL INC COM 03076C10 10473 234459 SH SHARED 17 232919 1540 D AMERIPRISE FINL INC COM 03076C10 2 64 SH SHARED 19 64 D AMERIPRISE FINL INC COM 03076C10 16 372 SH SHARED 20 80 292 D AMERIPRISE FINL INC COM 03076C10 3 80 SH SHARED 21 80 D AMERIPRISE FINL INC COM 03076C10 5 112 SH SHR/OTHR 21 112 D AMERIPRISE FINL INC COM 03076C10 31 700 SH SHARED 22 700 D AMERIPRISE FINL INC COM 03076C10 8 200 SH SHR/OTHR 22 200 D AMERIPRISE FINL INC COM 03076C10 140 3153 SH SHARED 23 3051 102 D AMERIPRISE FINL INC COM 03076C10 715 16028 SH SHR/OTHR 23 16028 D AMERIS BANCORP COM 03076K10 68 2958 SH SHARED 2958 D AMERIS BANCORP COM 03076K10 3 160 SH SHARED 02 160 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 135 4600 SH SHARED 4600 D AMES NATL CORP COM 03100110 47 2160 SH SHARED 2160 D AMES NATL CORP COM 03100110 5 253 SH SHARED 02 253 D AMETEK INC NEW COM 03110010 10679 225410 SH SHARED 111025 114385 D AMETEK INC NEW COM 03110010 1865 39370 SH SHR/OTHR 39370 D AMETEK INC NEW COM 03110010 985 20800 SH SHARED 01 20800 D AMETEK INC NEW COM 03110010 815 17217 SH SHARED 02 17217 D AMETEK INC NEW COM 03110010 3035 64060 SH SHARED 17 64060 D AMETEK INC NEW COM 03110010 103 2185 SH SHARED 20 300 1885 D AMETEK INC NEW COM 03110010 9 200 SH SHR/OTHR 20 200 D AMETEK INC NEW COM 03110010 90 1920 SH SHARED 21 1920 D AMETEK INC NEW COM 03110010 1145 24180 SH SHARED 22 20150 4030 D AMETEK INC NEW COM 03110010 74 1575 SH SHR/OTHR 22 1575 D AMETEK INC NEW COM 03110010 2936 61970 SH SHARED 23 57995 3975 D AMETEK INC NEW COM 03110010 1323 27940 SH SHR/OTHR 23 27940 D AMGEN INC NOTE 3/0 031162AE 147 200000 PRN SHARED 02 200000 D AMGEN INC NOTE 3/0 031162AE 5 8000 PRN SHARED 23 8000 D AMGEN INC NOTE 3/0 031162AL 47184 64197000 PRN SHARED 64197000 D AMGEN INC NOTE 3/0 031162AL 110 150000 PRN SHR/OTHR 150000 D AMGEN INC NOTE 3/0 031162AL 6023 8195000 PRN SHARED 02 8195000 D AMGEN INC NOTE 3/0 031162AL 5272 7174000 PRN SHARED 06 7174000 D AMGEN INC COM 03116210 7024 107688 SH SHARED 91000 16688 D AMGEN INC COM 03116210 331336 5079517 SH SHARED 4898289 181228 D AMGEN INC COM 03116210 3794 58175 SH SHR/OTHR 58175 D AMGEN INC COM 03116210 17016 260867 SH SHARED 01 260867 D AMGEN INC COM 03116210 44053 675352 SH SHARED 02 675352 D AMGEN INC COM 03116210 99114 1519455 SH SHARED 04 1518100 1355 D AMGEN INC COM 03116210 51072 782965 SH SHARED 06 782965 D AMGEN INC COM 03116210 109469 1678205 SH SHARED 10 453650 1074790 149765 D AMGEN INC COM 03116210 6114 93737 SH SHARED 14 93737 D AMGEN INC COM 03116210 851 13050 SH SHARED 15 13050 D AMGEN INC COM 03116210 41845 641503 SH SHARED 17 624583 16920 D AMGEN INC COM 03116210 11089 170000 SH SHARED 18 170000 D AMGEN INC COM 03116210 13 200 SH SHARED 19 200 D AMGEN INC COM 03116210 1166 17885 SH SHARED 20 4510 13375 D AMGEN INC COM 03116210 660 10125 SH SHR/OTHR 20 10125 D AMGEN INC COM 03116210 951 14589 SH SHARED 21 14589 D AMGEN INC COM 03116210 547 8390 SH SHR/OTHR 21 8390 D AMGEN INC COM 03116210 1094 16778 SH SHARED 22 12250 4528 D AMGEN INC COM 03116210 545 8355 SH SHR/OTHR 22 8355 D AMGEN INC COM 03116210 3630 55656 SH SHARED 23 47226 8430 D AMGEN INC COM 03116210 5922 90790 SH SHR/OTHR 23 90790 D AMIS HLDGS INC COM 03153810 536 53650 SH SHARED 53650 D AMIS HLDGS INC COM 03153810 0 96 SH SHARED 02 96 D AMKOR TECHNOLOGY INC NOTE 5.000% 3/1 031652AH 3940 4000000 PRN SHARED 4000000 D AMKOR TECHNOLOGY INC NOTE 5.000% 3/1 031652AH 1648 1674000 PRN SHARED 02 1674000 D AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX 29011 31500000 PRN SHARED 31500000 D AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX 2302 2500000 PRN SHARED 02 2500000 D AMKOR TECHNOLOGY INC COM 03165210 467 49442 SH SHARED 49442 D AMKOR TECHNOLOGY INC COM 03165210 138 14600 SH SHARED 01 14600 D AMKOR TECHNOLOGY INC COM 03165210 57 6105 SH SHARED 02 6105 D AMKOR TECHNOLOGY INC COM 03165210 1067 112890 SH SHARED 17 112890 D AMPAL AMERN ISRAEL CORP CL A 03201510 23 4619 SH SHARED 4619 D AMPHENOL CORP NEW CL A 03209510 4286 76600 SH SHARED 76300 300 D AMPHENOL CORP NEW CL A 03209510 1622 29000 SH SHARED 01 29000 D AMPHENOL CORP NEW CL A 03209510 1485 26553 SH SHARED 02 26553 D AMPHENOL CORP NEW CL A 03209510 182 3270 SH SHARED 06 3270 D AMPHENOL CORP NEW CL A 03209510 5 100 SH SHARED 10 100 D AMPHENOL CORP NEW CL A 03209510 163 2913 SH SHARED 14 2913 D AMPHENOL CORP NEW CL A 03209510 246 4400 SH SHARED 17 3600 800 D AMSOUTH BANCORPORATION COM 03216510 16718 632089 SH SHARED 525118 106971 D AMSOUTH BANCORPORATION COM 03216510 214 8100 SH SHR/OTHR 8100 D AMSOUTH BANCORPORATION COM 03216510 2224 84100 SH SHARED 01 84100 D AMSOUTH BANCORPORATION COM 03216510 2687 101625 SH SHARED 02 101625 D AMSOUTH BANCORPORATION COM 03216510 685 25926 SH SHARED 04 25926 D AMSOUTH BANCORPORATION COM 03216510 840 31770 SH SHARED 06 31770 D AMSOUTH BANCORPORATION COM 03216510 88837 3358700 SH SHARED 10 2930040 428660 D AMSOUTH BANCORPORATION COM 03216510 222 8400 SH SHR/OTHR 10 8400 D AMSOUTH BANCORPORATION COM 03216510 3102 117300 SH SHARED 15 117300 D AMSOUTH BANCORPORATION COM 03216510 4968 187857 SH SHARED 17 173527 14330 D AMSOUTH BANCORPORATION COM 03216510 213 8070 SH SHARED 20 1405 6665 D AMSOUTH BANCORPORATION COM 03216510 525 19865 SH SHARED 22 11600 8265 D AMSOUTH BANCORPORATION COM 03216510 287 10875 SH SHARED 23 10875 D AMSOUTH BANCORPORATION COM 03216510 120 4560 SH SHR/OTHR 23 4560 D AMSURG CORP COM 03232P40 233 10267 SH SHARED 10267 D AMSURG CORP COM 03232P40 117 5164 SH SHARED 02 5164 D AMSURG CORP COM 03232P40 113 5000 SH SHARED 10 5000 D AMSURG CORP COM 03232P40 316 13900 SH SHARED 17 100 13800 D AMYLIN PHARMACEUTICALS INC COM 03234610 14218 288008 SH SHARED 287258 750 D AMYLIN PHARMACEUTICALS INC COM 03234610 320 6500 SH SHARED 01 6500 D AMYLIN PHARMACEUTICALS INC COM 03234610 45015 911804 SH SHARED 02 911804 D AMYLIN PHARMACEUTICALS INC COM 03234610 2088 42300 SH SHARED 10 41800 500 D AMYLIN PHARMACEUTICALS INC COM 03234610 4537 91900 SH SHARED 17 90000 1900 D AMYLIN PHARMACEUTICALS INC COM 03234610 19 400 SH SHR/OTHR 22 400 D AMVESCAP PLC SPONSORED ADR 03235E10 4006 216678 SH SHARED 216678 D ANADARKO PETE CORP COM 03251110 123518 2590028 SH SHARED 2511780 78248 D ANADARKO PETE CORP COM 03251110 158 3316 SH SHR/OTHR 3316 D ANADARKO PETE CORP COM 03251110 4301 90192 SH SHARED 01 90192 D ANADARKO PETE CORP COM 03251110 9827 206067 SH SHARED 02 206067 D ANADARKO PETE CORP COM 03251110 9678 202942 SH SHARED 06 202942 D ANADARKO PETE CORP COM 03251110 6194 129900 SH SHARED 10 60200 69700 D ANADARKO PETE CORP COM 03251110 590 12386 SH SHARED 14 12386 D ANADARKO PETE CORP COM 03251110 128386 2692104 SH SHARED 17 2507904 184200 D ANADARKO PETE CORP COM 03251110 189 3980 SH SHARED 20 980 3000 D ANADARKO PETE CORP COM 03251110 137 2890 SH SHARED 21 2890 D ANADARKO PETE CORP COM 03251110 443 9305 SH SHR/OTHR 21 9305 D ANADARKO PETE CORP COM 03251110 1001 21000 SH SHARED 23 19950 1050 D ANADARKO PETE CORP COM 03251110 1465 30730 SH SHR/OTHR 23 30730 D ANADIGICS INC NOTE 5.000%11/1 032515AB 2420 2425000 PRN SHARED 2425000 D ANADIGICS INC COM 03251510 147 21970 SH SHARED 21970 D ANADYS PHARMACEUTICALS INC COM 03252Q40 300 102877 SH SHARED 102877 D ANALOG DEVICES INC COM 03265410 22412 697330 SH SHARED 640233 57097 D ANALOG DEVICES INC COM 03265410 250 7780 SH SHR/OTHR 7780 D ANALOG DEVICES INC COM 03265410 2712 84400 SH SHARED 01 84400 D ANALOG DEVICES INC COM 03265410 5251 163400 SH SHARED 02 163400 D ANALOG DEVICES INC COM 03265410 1047 32600 SH SHARED 06 32600 D ANALOG DEVICES INC COM 03265410 114908 3575240 SH SHARED 10 2719295 855945 D ANALOG DEVICES INC COM 03265410 224 7000 SH SHR/OTHR 10 7000 D ANALOG DEVICES INC COM 03265410 20 640 SH SHARED 14 640 D ANALOG DEVICES INC COM 03265410 2281 71000 SH SHARED 15 71000 D ANALOG DEVICES INC COM 03265410 5927 184438 SH SHARED 17 173538 10900 D ANALOG DEVICES INC COM 03265410 226 7050 SH SHARED 20 1255 5795 D ANALOG DEVICES INC COM 03265410 358 11140 SH SHARED 22 6600 4540 D ANALOG DEVICES INC COM 03265410 89 2800 SH SHARED 23 2800 D ANALOG DEVICES INC COM 03265410 20 640 SH SHR/OTHR 23 640 D ANALOGIC CORP COM PAR $0.05 03265720 1951 41870 SH SHARED 41870 D ANALOGIC CORP COM PAR $0.05 03265720 16 349 SH SHARED 02 349 D ANALOGIC CORP COM PAR $0.05 03265720 51 1100 SH SHARED 10 1100 D ANAREN INC COM 03274410 82 4015 SH SHARED 4015 D ANAREN INC COM 03274410 20 1000 SH SHARED 01 1000 D ANAREN INC COM 03274410 5 261 SH SHARED 02 261 D ANCHOR BANCORP WIS INC COM 03283910 200 6658 SH SHARED 6658 D ANCHOR BANCORP WIS INC COM 03283910 31 1033 SH SHARED 02 1033 D ANCHOR BANCORP WIS INC COM 03283910 174 5800 SH SHARED 10 5800 D ANDERSONS INC COM 03416410 126 3050 SH SHARED 3050 D ANDERSONS INC COM 03416410 31 747 SH SHARED 02 747 D ANDERSONS INC COM 03416410 549 13200 SH SHARED 10 13200 D ANDREW CORP NOTE 3.250% 8/1 034425AB 2225 2299000 PRN SHARED 2299000 D ANDREW CORP NOTE 3.250% 8/1 034425AB 216 224000 PRN SHARED 02 224000 D ANDREW CORP COM 03442510 3903 440575 SH SHARED 440575 D ANDREW CORP COM 03442510 32 3645 SH SHR/OTHR 3645 D ANDREW CORP COM 03442510 370 41872 SH SHARED 01 41872 D ANDREW CORP COM 03442510 2986 337089 SH SHARED 02 337089 D ANDREW CORP COM 03442510 78 8900 SH SHARED 06 8900 D ANDREW CORP COM 03442510 341 38500 SH SHARED 10 38500 D ANDREW CORP COM 03442510 598 67547 SH SHARED 17 67547 D ANDRX CORP DEL ANDRX GROUP 03455310 7086 305585 SH SHARED 305585 D ANDRX CORP DEL ANDRX GROUP 03455310 10546 454793 SH SHARED 02 454793 D ANDRX CORP DEL ANDRX GROUP 03455310 83 3600 SH SHARED 10 3600 D ANGELICA CORP COM 03466310 53 3041 SH SHARED 3041 D ANGELICA CORP COM 03466310 16 919 SH SHARED 02 919 D ANGIODYNAMICS INC COM 03475V10 13 500 SH SHARED 500 D ANGIODYNAMICS INC COM 03475V10 2096 77500 SH SHARED 17 77500 D ANGLO AMERN PLC ADR 03485P10 2309 113000 SH SHARED 113000 D ANGLO AMERN PLC ADR 03485P10 367 18000 SH SHR/OTHR 18000 D ANGLO AMERN PLC ADR 03485P10 408 20000 SH SHARED 23 20000 D ANGLO AMERN PLC ADR 03485P10 613 30000 SH SHR/OTHR 23 30000 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 4353 370530 SH SHR/OTHR 370530 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 20051 1706474 SH SHARED 1706474 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 23 2000 SH SHR/OTHR 2000 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 20703 430239 SH SHARED 430239 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 288 6000 SH SHR/OTHR 6000 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 2439 50700 SH SHARED 04 50700 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 8606 178857 SH SHARED 10 178857 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 230 4800 SH SHARED 23 4800 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 336 7000 SH SHR/OTHR 23 7000 D ANHEUSER BUSCH COS INC COM 03522910 47851 1049610 SH SHARED 864674 184936 D ANHEUSER BUSCH COS INC COM 03522910 3687 80877 SH SHR/OTHR 80877 D ANHEUSER BUSCH COS INC COM 03522910 7472 163899 SH SHARED 01 163899 D ANHEUSER BUSCH COS INC COM 03522910 10046 220373 SH SHARED 02 220373 D ANHEUSER BUSCH COS INC COM 03522910 137 3025 SH SHARED 04 3025 D ANHEUSER BUSCH COS INC COM 03522910 3910 85771 SH SHARED 06 85771 D ANHEUSER BUSCH COS INC COM 03522910 2619 57450 SH SHARED 10 42250 15200 D ANHEUSER BUSCH COS INC COM 03522910 1516 33258 SH SHARED 14 33258 D ANHEUSER BUSCH COS INC COM 03522910 1367 30000 SH SHARED 15 30000 D ANHEUSER BUSCH COS INC COM 03522910 16370 359089 SH SHARED 17 339689 19400 D ANHEUSER BUSCH COS INC COM 03522910 36 800 SH SHARED 19 800 D ANHEUSER BUSCH COS INC COM 03522910 1250 27440 SH SHARED 20 2250 25190 D ANHEUSER BUSCH COS INC COM 03522910 45 1000 SH SHR/OTHR 20 1000 D ANHEUSER BUSCH COS INC COM 03522910 410 9000 SH SHARED 21 9000 D ANHEUSER BUSCH COS INC COM 03522910 183 4025 SH SHR/OTHR 21 4025 D ANHEUSER BUSCH COS INC COM 03522910 1604 35200 SH SHARED 23 35200 D ANHEUSER BUSCH COS INC COM 03522910 2229 48900 SH SHR/OTHR 23 48900 D ANIXTER INTL INC NOTE 7/0 035290AG 47905 67000000 PRN SHARED 67000000 D ANIXTER INTL INC NOTE 7/0 035290AG 450 630000 PRN SHARED 02 630000 D ANIXTER INTL INC COM 03529010 422 8908 SH SHARED 8908 D ANIXTER INTL INC COM 03529010 5 114 SH SHARED 02 114 D ANIXTER INTL INC COM 03529010 199 4200 SH SHARED 10 4200 D ANIXTER INTL INC COM 03529010 22638 477000 SH SHARED 17 477000 D ANNALY MTG MGMT INC COM 03571040 12617 984950 SH SHARED 984950 D ANNALY MTG MGMT INC COM 03571040 102 8000 SH SHR/OTHR 8000 D ANNALY MTG MGMT INC COM 03571040 135 10600 SH SHARED 01 10600 D ANNALY MTG MGMT INC COM 03571040 1448 113064 SH SHARED 02 113064 D ANNALY MTG MGMT INC COM 03571040 4711 367800 SH SHARED 17 365000 2800 D ANNTAYLOR STORES CORP COM 03611510 143 3300 SH SHARED 3300 D ANNTAYLOR STORES CORP COM 03611510 928 21400 SH SHARED 01 21400 D ANNTAYLOR STORES CORP COM 03611510 815 18795 SH SHARED 02 18795 D ANNTAYLOR STORES CORP COM 03611510 17 400 SH SHARED 06 400 D ANNTAYLOR STORES CORP COM 03611510 1410 32520 SH SHARED 17 32120 400 D ANSOFT CORP COM 03638410 56 2756 SH SHARED 2756 D ANSOFT CORP COM 03638410 98 4800 SH SHARED 01 4800 D ANSOFT CORP COM 03638410 2134 104200 SH SHARED 10 104200 D ANSOFT CORP COM 03638410 409 20000 SH SHARED 17 20000 D ANSYS INC COM 03662Q10 579 12124 SH SHARED 12124 D ANSYS INC COM 03662Q10 200 4200 SH SHARED 01 4200 D ANSYS INC COM 03662Q10 142 2980 SH SHARED 02 2980 D ANSYS INC COM 03662Q10 1855 38800 SH SHARED 10 38800 D ANSYS INC COM 03662Q10 1601 33500 SH SHARED 17 2800 30700 D ANSWERTHINK INC COM 03691610 0 88 SH SHARED 88 D ANTHRACITE CAP INC COM 03702310 804 66180 SH SHARED 66180 D ANTHRACITE CAP INC COM 03702310 7 603 SH SHARED 02 603 D ANTHRACITE CAP INC COM 03702310 1476 121400 SH SHARED 10 121400 D ANTHRACITE CAP INC COM 03702310 27 2300 SH SHARED 17 2300 D ANTIGENICS INC DEL COM 03703210 14 6909 SH SHARED 6909 D ANTIGENICS INC DEL COM 03703210 17 8380 SH SHARED 02 8380 D ANWORTH MORTGAGE ASSET CP COM 03734710 4431 533975 SH SHARED 533975 D ANWORTH MORTGAGE ASSET CP COM 03734710 195 23500 SH SHARED 01 23500 D ANWORTH MORTGAGE ASSET CP COM 03734710 8 1047 SH SHARED 02 1047 D ANWORTH MORTGAGE ASSET CP COM 03734710 198 23900 SH SHARED 10 23900 D AO TATNEFT SPON ADR REG S 03737P30 61 798 SH SHARED 798 D AO TATNEFT SPON ADR REG S 03737P30 71905 933843 SH SHARED 933843 D AO TATNEFT SPON ADR REG S 03737P30 38245 496696 SH SHARED 04 496696 D AO TATNEFT SPON ADR REG S 03737P30 13036 169300 SH SHARED 06 169300 D AON CORP DBCV 3.500%11/1 037389AT 16280 10000000 PRN SHARED 10000000 D AON CORP DBCV 3.500%11/1 037389AT 9722 5972000 PRN SHARED 02 5972000 D AON CORP COM 03738910 12799 367597 SH SHARED 367390 207 D AON CORP COM 03738910 1984 57000 SH SHARED 01 57000 D AON CORP COM 03738910 2966 85183 SH SHARED 02 85183 D AON CORP COM 03738910 935 26872 SH SHARED 06 26872 D AON CORP COM 03738910 1556 44700 SH SHARED 10 41600 3100 D AON CORP COM 03738910 149 4291 SH SHARED 14 4291 D AON CORP COM 03738910 7659 219970 SH SHARED 17 218270 1700 D AON CORP COM 03738910 73 2110 SH SHARED 21 2110 D APACHE CORP COM 03741110 1927 28244 SH SHARED 28244 D APACHE CORP COM 03741110 136155 1994947 SH SHARED 1842238 152709 D APACHE CORP COM 03741110 687 10066 SH SHR/OTHR 10066 D APACHE CORP COM 03741110 4329 63432 SH SHARED 01 63432 D APACHE CORP COM 03741110 8456 123906 SH SHARED 02 123906 D APACHE CORP COM 03741110 318 4663 SH SHARED 04 4663 D APACHE CORP COM 03741110 8997 131825 SH SHARED 06 131825 D APACHE CORP COM 03741110 9987 146340 SH SHARED 10 142040 4300 D APACHE CORP COM 03741110 2665 39056 SH SHARED 14 39056 D APACHE CORP COM 03741110 204185 2991736 SH SHARED 17 2945898 45838 D APACHE CORP COM 03741110 120 1764 SH SHARED 18 1764 D APACHE CORP COM 03741110 10591 155190 SH SHARED 19 155190 D APACHE CORP COM 03741110 1301 19075 SH SHARED 20 4590 14485 D APACHE CORP COM 03741110 71 1050 SH SHR/OTHR 20 1050 D APACHE CORP COM 03741110 451 6610 SH SHARED 21 6610 D APACHE CORP COM 03741110 117 1725 SH SHR/OTHR 21 1725 D APACHE CORP COM 03741110 487 7150 SH SHARED 22 4750 2400 D APACHE CORP COM 03741110 122 1800 SH SHR/OTHR 22 1800 D APACHE CORP COM 03741110 1642 24064 SH SHARED 23 22864 1200 D APACHE CORP COM 03741110 2561 37527 SH SHR/OTHR 23 37527 D APARTMENT INVT & MGMT CO CL A 03748R10 2624 60400 SH SHARED 60400 D APARTMENT INVT & MGMT CO CL A 03748R10 899 20700 SH SHARED 01 20700 D APARTMENT INVT & MGMT CO CL A 03748R10 1902 43794 SH SHARED 02 43794 D APARTMENT INVT & MGMT CO CL A 03748R10 47 1100 SH SHARED 04 1100 D APARTMENT INVT & MGMT CO CL A 03748R10 560 12900 SH SHARED 10 12900 D APARTMENT INVT & MGMT CO CL A 03748R10 296247 6818114 SH SHARED 11 6818114 D APARTMENT INVT & MGMT CO CL A 03748R10 2672 61500 SH SHARED 17 42100 19400 D APOGEE ENTERPRISES INC COM 03759810 168 11472 SH SHARED 11472 D APOGEE ENTERPRISES INC COM 03759810 10 705 SH SHARED 02 705 D APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK 35020 25600000 PRN SHARED 25600000 D APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK 1026 750000 PRN SHARED 02 750000 D APEX SILVER MINES LTD NOTE 2.875% 3/1 03760XAB 22 29000 PRN SHARED 29000 D APOLLO GROUP INC CL A 03760410 24196 468286 SH SHARED 467884 402 D APOLLO GROUP INC CL A 03760410 1452 28114 SH SHARED 01 28114 D APOLLO GROUP INC CL A 03760410 3655 70742 SH SHARED 02 70742 D APOLLO GROUP INC CL A 03760410 757 14662 SH SHARED 06 14662 D APOLLO GROUP INC CL A 03760410 103 2000 SH SHARED 10 2000 D APOLLO GROUP INC CL A 03760410 42 813 SH SHARED 14 813 D APOLLO GROUP INC CL A 03760410 5457 105617 SH SHARED 17 104017 1600 D APOLLO GROUP INC CL A 03760410 401 7767 SH SHARED 18 7767 D APOLLO INVT CORP COM 03761U10 7397 400278 SH SHARED 400278 D APOLLO INVT CORP COM 03761U10 308 16700 SH SHARED 10 16700 D APOLLO INVT CORP COM 03761U10 14004 757800 SH SHARED 17 750600 7200 D APPLE COMPUTER INC COM 03783310 96 1693 SH SHARED 1693 D APPLE COMPUTER INC COM 03783310 335616 5860243 SH SHARED 5811317 48926 D APPLE COMPUTER INC COM 03783310 478 8355 SH SHR/OTHR 8355 D APPLE COMPUTER INC COM 03783310 9621 168002 SH SHARED 01 168002 D APPLE COMPUTER INC COM 03783310 50670 884758 SH SHARED 02 884758 D APPLE COMPUTER INC COM 03783310 5526 96500 SH SHARED 04 95000 1500 D APPLE COMPUTER INC COM 03783310 9162 159990 SH SHARED 06 159990 D APPLE COMPUTER INC COM 03783310 129751 2265610 SH SHARED 10 992190 1104910 168510 D APPLE COMPUTER INC COM 03783310 829 14482 SH SHARED 14 14482 D APPLE COMPUTER INC COM 03783310 22503 392940 SH SHARED 17 386240 6700 D APPLE COMPUTER INC COM 03783310 11 200 SH SHARED 19 200 D APPLE COMPUTER INC COM 03783310 91 1600 SH SHARED 20 600 1000 D APPLE COMPUTER INC COM 03783310 6 110 SH SHR/OTHR 20 110 D APPLE COMPUTER INC COM 03783310 17 300 SH SHARED 21 300 D APPLE COMPUTER INC COM 03783310 94 1650 SH SHR/OTHR 21 1650 D APPLE COMPUTER INC COM 03783310 640 11180 SH SHARED 22 9550 1630 D APPLE COMPUTER INC COM 03783310 74 1300 SH SHR/OTHR 22 1300 D APPLE COMPUTER INC COM 03783310 933 16300 SH SHARED 23 14375 1925 D APPLE COMPUTER INC COM 03783310 378 6610 SH SHR/OTHR 23 6610 D APPLEBEES INTL INC COM 03789910 65 3400 SH SHARED 3400 D APPLEBEES INTL INC COM 03789910 493 25687 SH SHARED 01 25687 D APPLEBEES INTL INC COM 03789910 313 16300 SH SHARED 02 16300 D APPLEBEES INTL INC COM 03789910 372 19400 SH SHARED 17 19400 D APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB 6580 7000000 PRN SHARED 7000000 D APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB 13235 14080000 PRN SHARED 02 14080000 D APRIA HEALTHCARE GROUP INC COM 03793310 1997 105696 SH SHARED 105696 D APRIA HEALTHCARE GROUP INC COM 03793310 154 8200 SH SHARED 01 8200 D APRIA HEALTHCARE GROUP INC COM 03793310 224 11900 SH SHARED 02 11900 D APRIA HEALTHCARE GROUP INC COM 03793310 1493 79000 SH SHARED 10 79000 D APRIA HEALTHCARE GROUP INC COM 03793310 493 26100 SH SHARED 17 26100 D APPLERA CORP COM AP BIO GRP 03802010 4429 136926 SH SHARED 123235 13691 D APPLERA CORP COM AP BIO GRP 03802010 1449 44800 SH SHARED 01 44800 D APPLERA CORP COM AP BIO GRP 03802010 3491 107935 SH SHARED 02 107935 D APPLERA CORP COM AP BIO GRP 03802010 568 17570 SH SHARED 06 17570 D APPLERA CORP COM AP BIO GRP 03802010 5357 165600 SH SHARED 10 165600 D APPLERA CORP COM AP BIO GRP 03802010 281 8700 SH SHARED 14 8700 D APPLERA CORP COM AP BIO GRP 03802010 5998 185414 SH SHARED 17 108714 76700 D APPLERA CORP COM CE GEN GRP 03802020 252 19495 SH SHARED 19495 D APPLERA CORP COM CE GEN GRP 03802020 64 5000 SH SHARED 01 5000 D APPLERA CORP COM CE GEN GRP 03802020 2 228 SH SHARED 02 228 D APPLERA CORP COM CE GEN GRP 03802020 221 17100 SH SHARED 10 17100 D APPLIED DIGITAL SOLUTIONS COM NEW 03818830 32 17279 SH SHARED 17279 D APPLIED DIGITAL SOLUTIONS COM NEW 03818830 6 3651 SH SHARED 02 3651 D APPLIED FILMS CORP COM 03819710 102 3583 SH SHARED 3583 D APPLIED FILMS CORP COM 03819710 327 11500 SH SHARED 01 11500 D APPLIED FILMS CORP COM 03819710 4 147 SH SHARED 02 147 D APPLIED FILMS CORP COM 03819710 10994 385900 SH SHARED 17 385900 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 291 11984 SH SHARED 11984 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 117 4838 SH SHARED 02 4838 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 889 36600 SH SHARED 10 36600 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 1744 71750 SH SHARED 17 25150 46600 D APPLIED MICRO CIRCUITS CORP COM 03822W10 231 84833 SH SHARED 83483 1350 D APPLIED MICRO CIRCUITS CORP COM 03822W10 27 10100 SH SHARED 01 10100 D APPLIED MICRO CIRCUITS CORP COM 03822W10 7 2833 SH SHARED 02 2833 D APPLIED MICRO CIRCUITS CORP COM 03822W10 948 347600 SH SHARED 10 347600 D APPLIED MATLS INC COM 03822210 74329 4565711 SH SHARED 4229504 336207 D APPLIED MATLS INC COM 03822210 1171 71932 SH SHR/OTHR 71932 D APPLIED MATLS INC COM 03822210 5559 341500 SH SHARED 01 341500 D APPLIED MATLS INC COM 03822210 12261 753183 SH SHARED 02 753183 D APPLIED MATLS INC COM 03822210 244 15000 SH SHARED 04 15000 D APPLIED MATLS INC COM 03822210 3901 239620 SH SHARED 06 239620 D APPLIED MATLS INC COM 03822210 166629 10235235 SH SHARED 10 6498480 2365150 1371605 D APPLIED MATLS INC COM 03822210 195 12000 SH SHR/OTHR 10 12000 D APPLIED MATLS INC COM 03822210 3524 216489 SH SHARED 14 216489 D APPLIED MATLS INC COM 03822210 5712 350900 SH SHARED 15 350900 D APPLIED MATLS INC COM 03822210 15659 961870 SH SHARED 17 935165 26705 D APPLIED MATLS INC COM 03822210 88 5450 SH SHARED 19 5450 D APPLIED MATLS INC COM 03822210 283 17440 SH SHARED 20 2675 14765 D APPLIED MATLS INC COM 03822210 547 33600 SH SHR/OTHR 20 33600 D APPLIED MATLS INC COM 03822210 384 23628 SH SHARED 21 23628 D APPLIED MATLS INC COM 03822210 323 19850 SH SHARED 22 11700 8150 D APPLIED MATLS INC COM 03822210 2178 133800 SH SHARED 23 131800 2000 D APPLIED MATLS INC COM 03822210 1147 70455 SH SHR/OTHR 23 70455 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 40 2356 SH SHARED 2356 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 32 1888 SH SHARED 02 1888 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 4183 245523 SH SHARED 17 245523 D APTARGROUP INC COM 03833610 436 8800 SH SHARED 8800 D APTARGROUP INC COM 03833610 69 1400 SH SHARED 02 1400 D APTARGROUP INC COM 03833610 312 6300 SH SHARED 10 6300 D AQUA AMERICA INC COM 03836W10 428 18795 SH SHARED 16995 1800 D AQUA AMERICA INC COM 03836W10 36 1586 SH SHR/OTHR 1586 D AQUA AMERICA INC COM 03836W10 887 38923 SH SHARED 01 38923 D AQUA AMERICA INC COM 03836W10 815 35770 SH SHARED 02 35770 D AQUA AMERICA INC COM 03836W10 45 2000 SH SHARED 10 2000 D AQUA AMERICA INC COM 03836W10 100 4400 SH SHARED 17 4400 D AQUA AMERICA INC COM 03836W10 11 500 SH SHARED 23 500 D AQUANTIVE INC COM 03839G10 6560 259009 SH SHARED 259009 D AQUANTIVE INC COM 03839G10 157 6200 SH SHARED 01 6200 D AQUANTIVE INC COM 03839G10 12 491 SH SHARED 02 491 D AQUANTIVE INC COM 03839G10 1291 51000 SH SHARED 10 51000 D AQUANTIVE INC COM 03839G10 32 1300 SH SHARED 14 1300 D AQUANTIVE INC COM 03839G10 8964 353909 SH SHARED 17 327109 26800 D AQUILA INC COM 03840P10 528 125631 SH SHARED 125631 D AQUILA INC COM 03840P10 468 111400 SH SHARED 01 111400 D AQUILA INC COM 03840P10 296 70435 SH SHARED 02 70435 D AQUILA INC COM 03840P10 285 67800 SH SHARED 10 67800 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 73792 1407715 SH SHARED 1407500 215 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 3459 66000 SH SHARED 04 66000 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 3396 64800 SH SHARED 06 64800 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 18257 348300 SH SHARED 10 348300 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 5261 100371 SH SHARED 17 100371 D ARAMARK CORP CL B 03852110 70877 2140673 SH SHARED 2140673 D ARAMARK CORP CL B 03852110 238 7200 SH SHARED 02 7200 D ARAMARK CORP CL B 03852110 13 400 SH SHARED 06 400 D ARAMARK CORP CL B 03852110 6 200 SH SHARED 10 200 D ARAMARK CORP CL B 03852110 215 6500 SH SHARED 17 6500 D ARAMARK CORP CL B 03852110 896 27084 SH SHARED 20 27084 D ARBINET THEXCHANGE INC COM 03875P10 569 101502 SH SHARED 101502 D ARBINET THEXCHANGE INC COM 03875P10 4 853 SH SHARED 02 853 D ARBITRON INC COM 03875Q10 362 9468 SH SHARED 9468 D ARBITRON INC COM 03875Q10 27 725 SH SHR/OTHR 725 D ARBITRON INC COM 03875Q10 35 939 SH SHARED 01 939 D ARBITRON INC COM 03875Q10 26 691 SH SHARED 02 691 D ARBITRON INC COM 03875Q10 2238 58400 SH SHARED 10 58400 D ARBITRON INC COM 03875Q10 53 1400 SH SHARED 17 1400 D ARBOR RLTY TR INC COM 03892310 81 3248 SH SHARED 3248 D ARBOR RLTY TR INC COM 03892310 9 397 SH SHARED 02 397 D ARCH CHEMICALS INC COM 03937R10 233 6479 SH SHARED 6479 D ARCH CHEMICALS INC COM 03937R10 54 1500 SH SHR/OTHR 1500 D ARCH CHEMICALS INC COM 03937R10 10 286 SH SHARED 02 286 D ARCH CHEMICALS INC COM 03937R10 158 4400 SH SHARED 10 4400 D ARCH CHEMICALS INC COM 03937R10 403 11200 SH SHARED 17 11200 D ARCH COAL INC COM 03938010 67 1600 SH SHARED 1600 D ARCH COAL INC COM 03938010 35114 828748 SH SHARED 827998 750 D ARCH COAL INC COM 03938010 1762 41600 SH SHARED 01 41600 D ARCH COAL INC COM 03938010 2857 67435 SH SHARED 02 67435 D ARCH COAL INC COM 03938010 190 4500 SH SHARED 06 4500 D ARCH COAL INC COM 03938010 21 500 SH SHARED 10 500 D ARCH COAL INC COM 03938010 1736 40990 SH SHARED 17 38790 2200 D ARCHER DANIELS MIDLAND CO COM 03948310 1893 45871 SH SHARED 45871 D ARCHER DANIELS MIDLAND CO COM 03948310 80220 1943327 SH SHARED 1848462 94865 D ARCHER DANIELS MIDLAND CO COM 03948310 375 9106 SH SHR/OTHR 9106 D ARCHER DANIELS MIDLAND CO COM 03948310 5783 140096 SH SHARED 01 140096 D ARCHER DANIELS MIDLAND CO COM 03948310 7433 180068 SH SHARED 02 180068 D ARCHER DANIELS MIDLAND CO COM 03948310 12808 310286 SH SHARED 06 310286 D ARCHER DANIELS MIDLAND CO COM 03948310 6794 164600 SH SHARED 10 156700 7900 D ARCHER DANIELS MIDLAND CO COM 03948310 722 17507 SH SHARED 14 17507 D ARCHER DANIELS MIDLAND CO COM 03948310 15813 383085 SH SHARED 17 364835 18250 D ARCHER DANIELS MIDLAND CO COM 03948310 8562 207419 SH SHARED 19 207419 D ARCHER DANIELS MIDLAND CO COM 03948310 9 220 SH SHARED 20 220 D ARCHER DANIELS MIDLAND CO COM 03948310 786 19058 SH SHR/OTHR 23 19058 D ARCHSTONE SMITH TR COM 03958310 11476 225605 SH SHARED 225475 130 D ARCHSTONE SMITH TR COM 03958310 1612 31692 SH SHARED 01 31692 D ARCHSTONE SMITH TR COM 03958310 4960 97506 SH SHARED 02 97506 D ARCHSTONE SMITH TR COM 03958310 284 5600 SH SHARED 10 5600 D ARCHSTONE SMITH TR COM 03958310 394081 7746837 SH SHARED 11 7746837 D ARCHSTONE SMITH TR COM 03958310 4217 82900 SH SHARED 17 82400 500 D ARCHSTONE SMITH TR COM 03958310 101 2000 SH SHR/OTHR 20 2000 D ARCHSTONE SMITH TR COM 03958310 66 1300 SH SHR/OTHR 23 1300 D ARCTIC CAT INC COM 03967010 60 3110 SH SHARED 3110 D ARCTIC CAT INC COM 03967010 40 2100 SH SHARED 01 2100 D ARCTIC CAT INC COM 03967010 6 343 SH SHARED 02 343 D ARDEN GROUP INC CL A 03976210 24 220 SH SHARED 220 D ARDEN GROUP INC CL A 03976210 0 6 SH SHARED 02 6 D ARENA PHARMACEUTICALS INC COM 04004710 221 19144 SH SHARED 19144 D ARENA PHARMACEUTICALS INC COM 04004710 10 949 SH SHARED 02 949 D ARENA PHARMACEUTICALS INC COM 04004710 2153 186000 SH SHARED 04 186000 D ARENA PHARMACEUTICALS INC COM 04004710 24 2076 SH SHARED 06 2076 D ARENA PHARMACEUTICALS INC COM 04004710 1448 125100 SH SHARED 10 119000 6100 D ARENA RESOURCES INC COM 04004910 3482 101550 SH SHARED 101550 D ARENA RESOURCES INC COM 04004910 2606 76000 SH SHARED 17 76000 D ARENA RESOURCES INC COM 04004910 96 2800 SH SHARED 21 2800 D ARES CAP CORP COM 04010L10 26807 1583453 SH SHARED 1583453 D ARES CAP CORP COM 04010L10 7 432 SH SHARED 02 432 D ARGON ST INC COM 04014910 48 1829 SH SHARED 1829 D ARGON ST INC COM 04014910 5 200 SH SHARED 02 200 D ARGON ST INC COM 04014910 8622 323800 SH SHARED 17 323800 D ARGONAUT GROUP INC COM 04015710 266 8859 SH SHARED 8859 D ARGONAUT GROUP INC COM 04015710 72 2400 SH SHARED 01 2400 D ARGONAUT GROUP INC COM 04015710 375 12500 SH SHARED 10 12500 D ARGONAUT GROUP INC COM 04015710 853 28400 SH SHARED 17 18000 10400 D ARIAD PHARMACEUTICALS INC COM 04033A10 224 49700 SH SHARED 49700 D ARIAD PHARMACEUTICALS INC COM 04033A10 91 20303 SH SHARED 20303 D ARIAD PHARMACEUTICALS INC COM 04033A10 8 1893 SH SHARED 02 1893 D ARIAD PHARMACEUTICALS INC COM 04033A10 2137 474000 SH SHARED 04 474000 D ARIBA INC COM NEW 04033V20 1582 192279 SH SHARED 192279 D ARIBA INC COM NEW 04033V20 51 6200 SH SHARED 01 6200 D ARIBA INC COM NEW 04033V20 0 30 SH SHARED 02 30 D ARKANSAS BEST CORP DEL COM 04079010 1358 27060 SH SHARED 27060 D ARKANSAS BEST CORP DEL COM 04079010 50 1000 SH SHARED 01 1000 D ARKANSAS BEST CORP DEL COM 04079010 11 238 SH SHARED 02 238 D ARKANSAS BEST CORP DEL COM 04079010 246 4900 SH SHARED 10 4900 D ARKANSAS BEST CORP DEL COM 04079010 587 11700 SH SHARED 17 11700 D ARM HLDGS PLC SPONSORED ADR 04206810 0 10 SH SHARED 10 D ARMOR HOLDINGS INC NOTE 2.000%11/0 042260AC 28101 23615000 PRN SHARED 23615000 D ARMOR HOLDINGS INC NOTE 2.000%11/0 042260AC 600 505000 PRN SHARED 02 505000 D ARMOR HOLDINGS INC COM 04226010 16769 305853 SH SHARED 305853 D ARMOR HOLDINGS INC COM 04226010 372 6800 SH SHARED 02 6800 D ARMOR HOLDINGS INC COM 04226010 16 300 SH SHARED 06 300 D ARMOR HOLDINGS INC COM 04226010 542 9900 SH SHARED 10 9900 D ARMOR HOLDINGS INC COM 04226010 1222 22300 SH SHARED 17 22300 D ARQULE INC COM 04269E10 598 106049 SH SHARED 106049 D ARQULE INC COM 04269E10 28 5072 SH SHARED 02 5072 D ARRIS GROUP INC COM 04269Q10 373 28440 SH SHARED 28440 D ARRIS GROUP INC COM 04269Q10 141 10800 SH SHARED 01 10800 D ARRIS GROUP INC COM 04269Q10 125 9600 SH SHARED 17 9600 D ARRAY BIOPHARMA INC COM 04269X10 74 8672 SH SHARED 8672 D ARRAY BIOPHARMA INC COM 04269X10 2992 348000 SH SHARED 04 348000 D ARROW ELECTRS INC COM 04273510 180 5600 SH SHARED 5600 D ARROW ELECTRS INC COM 04273510 1181 36700 SH SHARED 01 36700 D ARROW ELECTRS INC COM 04273510 1487 46200 SH SHARED 02 46200 D ARROW ELECTRS INC COM 04273510 27 850 SH SHARED 06 850 D ARROW ELECTRS INC COM 04273510 6 200 SH SHARED 10 200 D ARROW ELECTRS INC COM 04273510 26 833 SH SHARED 14 833 D ARROW ELECTRS INC COM 04273510 1241 38563 SH SHARED 17 38563 D ARROW FINL CORP COM 04274410 70 2562 SH SHARED 2562 D ARROW FINL CORP COM 04274410 0 20 SH SHARED 02 20 D ARROW INTL INC COM 04276410 165 5029 SH SHARED 5029 D ARROW INTL INC COM 04276410 112 3429 SH SHARED 02 3429 D ART TECHNOLOGY GROUP INC COM 04289L10 39 13200 SH SHARED 13200 D ARTHROCARE CORP COM 04313610 266 6347 SH SHARED 6347 D ARTHROCARE CORP COM 04313610 42 1000 SH SHR/OTHR 1000 D ARTHROCARE CORP COM 04313610 403 9593 SH SHARED 02 9593 D ARTHROCARE CORP COM 04313610 2961 70500 SH SHARED 10 66900 3600 D ARTHROCARE CORP COM 04313610 1457 34700 SH SHARED 17 19400 15300 D ARVINMERITOR INC NOTE 4.625% 3/0 043353AF 1 1000 PRN SHARED 17 1000 D ARVINMERITOR INC COM 04335310 1530 89030 SH SHARED 89030 D ARVINMERITOR INC COM 04335310 472 27500 SH SHARED 01 27500 D ARVINMERITOR INC COM 04335310 249 14498 SH SHARED 02 14498 D ARVINMERITOR INC COM 04335310 6006 349400 SH SHARED 10 349400 D ARVINMERITOR INC COM 04335310 1342 78100 SH SHARED 17 18900 59200 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 784 37465 SH SHARED 37465 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 6 313 SH SHARED 02 313 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 2619 207573 SH SHARED 207573 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 951 75400 SH SHARED 10 75400 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 58 4600 SH SHARED 21 4600 D ASHLAND INC NEW COM 04420910 14821 222204 SH SHARED 222204 D ASHLAND INC NEW COM 04420910 580 8700 SH SHARED 01 8700 D ASHLAND INC NEW COM 04420910 1774 26610 SH SHARED 02 26610 D ASHLAND INC NEW COM 04420910 42 638 SH SHARED 04 638 D ASHLAND INC NEW COM 04420910 250 3750 SH SHARED 06 3750 D ASHLAND INC NEW COM 04420910 3608 54100 SH SHARED 10 54100 D ASHLAND INC NEW COM 04420910 2922 43812 SH SHARED 17 43612 200 D ASIA PAC FD INC COM 04490110 283 15000 SH SHR/OTHR 23 15000 D ASIAINFO HLDGS INC COM 04518A10 120 28192 SH SHARED 28192 D ASIAINFO HLDGS INC COM 04518A10 21 5124 SH SHARED 02 5124 D ASPECT MED SYS INC COM 04523510 89 5117 SH SHARED 5117 D ASPECT MED SYS INC COM 04523510 105 6045 SH SHARED 02 6045 D ASPECT MED SYS INC COM 04523510 36 2100 SH SHARED 17 2100 D ASPEN TECHNOLOGY INC COM 04532710 162 12396 SH SHARED 12396 D ASPEN TECHNOLOGY INC COM 04532710 27 2100 SH SHARED 01 2100 D ASPREVA PHARMACEUTICALS CORP COM 04538T10 6255 230500 SH SHARED 17 230500 D ASSET ACCEP CAP CORP COM 04543P10 38 1930 SH SHARED 1930 D ASSET ACCEP CAP CORP COM 04543P10 23 1200 SH SHARED 21 1200 D ASSOCIATED BANC CORP COM 04548710 650 20616 SH SHARED 11514 9102 D ASSOCIATED BANC CORP COM 04548710 1075 34107 SH SHARED 01 34107 D ASSOCIATED BANC CORP COM 04548710 1028 32604 SH SHARED 02 32604 D ASSOCIATED BANC CORP COM 04548710 132 4210 SH SHARED 06 4210 D ASSOCIATED BANC CORP COM 04548710 6 200 SH SHARED 10 200 D ASSOCIATED BANC CORP COM 04548710 554 17600 SH SHARED 17 17400 200 D ASSOCIATED BANC CORP COM 04548710 28 900 SH SHR/OTHR 21 900 D ASSURANT INC COM 04621X10 2140 44230 SH SHARED 44230 D ASSURANT INC COM 04621X10 377 7800 SH SHARED 02 7800 D ASSURANT INC COM 04621X10 498 10300 SH SHARED 17 10300 D ASTA FDG INC COM 04622010 87 2344 SH SHARED 2344 D ASTA FDG INC COM 04622010 3256 87100 SH SHARED 17 87100 D ASTEC INDS INC COM 04622410 197 5778 SH SHARED 5778 D ASTEC INDS INC COM 04622410 2 86 SH SHARED 02 86 D ASTEC INDS INC COM 04622410 95 2800 SH SHARED 10 2800 D ASTORIA FINL CORP COM 04626510 1392 45726 SH SHARED 38186 7540 D ASTORIA FINL CORP COM 04626510 1012 33250 SH SHARED 01 33250 D ASTORIA FINL CORP COM 04626510 662 21747 SH SHARED 02 21747 D ASTORIA FINL CORP COM 04626510 2096 68850 SH SHARED 10 68850 D ASTORIA FINL CORP COM 04626510 149 4900 SH SHARED 17 4900 D ASTRAZENECA PLC SPONSORED ADR 04635310 15086 252190 SH SHARED 250100 2090 D ASTRAZENECA PLC SPONSORED ADR 04635310 574 9600 SH SHARED 02 9600 D ASTRAZENECA PLC SPONSORED ADR 04635310 526 8800 SH SHARED 06 8800 D ASTRAZENECA PLC SPONSORED ADR 04635310 16402 274200 SH SHARED 10 4420 269780 D ASTRAZENECA PLC SPONSORED ADR 04635310 1567 26200 SH SHARED 14 26200 D ASYST TECHNOLOGY CORP COM 04648X10 106 14117 SH SHARED 14117 D ASYST TECHNOLOGY CORP COM 04648X10 79 10600 SH SHARED 01 10600 D ASYST TECHNOLOGY CORP COM 04648X10 9 1203 SH SHARED 02 1203 D ASYST TECHNOLOGY CORP COM 04648X10 1837 244000 SH SHARED 10 244000 D ASYST TECHNOLOGY CORP COM 04648X10 872 115900 SH SHARED 17 115900 D ATARI INC COM 04651M10 2191 3844391 SH SHARED 3844391 D ATARI INC COM 04651M10 4 7906 SH SHARED 02 7906 D ATHEROS COMMUNICATIONS INC COM 04743P10 199 10453 SH SHARED 9953 500 D ATHEROS COMMUNICATIONS INC COM 04743P10 85 4500 SH SHARED 01 4500 D ATHEROS COMMUNICATIONS INC COM 04743P10 982 51600 SH SHARED 02 51600 D ATHEROS COMMUNICATIONS INC COM 04743P10 882 46310 SH SHARED 17 46310 D ATHEROGENICS INC NOTE 4.500% 9/0 047439AB 4334 3759000 PRN SHARED 3759000 D ATHEROGENICS INC NOTE 1.500% 2/0 047439AD 750 1000000 PRN SHARED 1000000 D ATHEROGENICS INC NOTE 1.500% 2/0 047439AD 7500 10000000 PRN SHARED 02 10000000 D ATHEROGENICS INC COM 04743910 391 30000 SH SHARED 30000 D ATHEROGENICS INC COM 04743910 216 16593 SH SHARED 16593 D ATHEROGENICS INC COM 04743910 49 3800 SH SHARED 01 3800 D ATHEROGENICS INC COM 04743910 3690 282762 SH SHARED 02 282762 D ATHEROGENICS INC COM 04743910 10250 785500 SH SHARED 04 785500 D ATHEROGENICS INC COM 04743910 4 346 SH SHARED 06 346 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 452 9236 SH SHARED 9236 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 72 1479 SH SHARED 02 1479 D ATLAS AMER INC COM 04916710 245 5477 SH SHARED 4900 577 D ATLAS AMER INC COM 04916710 27 615 SH SHARED 02 615 D ATLAS AMER INC COM 04916710 1044 23300 SH SHARED 17 7400 15900 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 9139 223400 SH SHARED 223400 D ATMEL CORP COM 04951310 749 135002 SH SHARED 135002 D ATMEL CORP COM 04951310 849 153000 SH SHARED 01 153000 D ATMEL CORP COM 04951310 659 118900 SH SHARED 02 118900 D ATMEL CORP COM 04951310 581 104700 SH SHARED 10 104700 D ATMOS ENERGY CORP COM 04956010 985 35300 SH SHARED 35300 D ATMOS ENERGY CORP COM 04956010 11 400 SH SHARED 01 400 D ATMOS ENERGY CORP COM 04956010 136 4900 SH SHARED 02 4900 D ATMOS ENERGY CORP COM 04956010 714 25600 SH SHARED 17 22000 3600 D ATWOOD OCEANICS INC COM 05009510 2803 56512 SH SHARED 56212 300 D ATWOOD OCEANICS INC COM 05009510 37 750 SH SHR/OTHR 750 D ATWOOD OCEANICS INC COM 05009510 148 3000 SH SHARED 01 3000 D ATWOOD OCEANICS INC COM 05009510 18 375 SH SHARED 02 375 D ATWOOD OCEANICS INC COM 05009510 8411 169580 SH SHARED 10 169580 D ATWOOD OCEANICS INC COM 05009510 36421 734300 SH SHARED 17 734300 D AUDIBLE INC COM NEW 05069A30 52 5773 SH SHARED 5773 D AUDIOVOX CORP CL A 05075710 55 4039 SH SHARED 4039 D AUDIOVOX CORP CL A 05075710 9 695 SH SHARED 02 695 D AURIZON MINES LTD COM 05155P10 407 145677 SH SHARED 145677 D AURIZON MINES LTD COM 05155P10 840 300000 SH SHARED 04 300000 D AURORA OIL & GAS CORP COM 05203610 2 500 SH SHARED 02 500 D AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 05252830 115 1165 SH SHARED 1165 D AUTOBYTEL INC COM 05275N10 152 43163 SH SHARED 43163 D AUTOBYTEL INC COM 05275N10 20 5883 SH SHARED 02 5883 D AUTODESK INC COM 05276910 26172 759500 SH SHARED 758200 1300 D AUTODESK INC COM 05276910 1905 55299 SH SHARED 01 55299 D AUTODESK INC COM 05276910 2154 62511 SH SHARED 02 62511 D AUTODESK INC COM 05276910 1145 33233 SH SHARED 06 33233 D AUTODESK INC COM 05276910 19566 567800 SH SHARED 10 554400 13400 D AUTODESK INC COM 05276910 293 8513 SH SHARED 14 8513 D AUTODESK INC COM 05276910 3673 106596 SH SHARED 17 101596 5000 D AUTOLIV INC COM 05280010 49396 873200 SH SHARED 873200 D AUTOLIV INC COM 05280010 104 1840 SH SHARED 01 1840 D AUTOLIV INC COM 05280010 497 8787 SH SHARED 02 8787 D AUTOLIV INC COM 05280010 150 2657 SH SHARED 06 2657 D AUTOLIV INC COM 05280010 28 500 SH SHARED 17 500 D AUTOLIV INC COM 05280010 8 153 SH SHR/OTHR 23 153 D AUTOMATIC DATA PROCESSING IN COM 05301510 28682 632475 SH SHARED 511733 120742 D AUTOMATIC DATA PROCESSING IN COM 05301510 714 15763 SH SHR/OTHR 15763 D AUTOMATIC DATA PROCESSING IN COM 05301510 5469 120599 SH SHARED 01 120599 D AUTOMATIC DATA PROCESSING IN COM 05301510 7426 163760 SH SHARED 02 163760 D AUTOMATIC DATA PROCESSING IN COM 05301510 45449 1002200 SH SHARED 04 1002200 D AUTOMATIC DATA PROCESSING IN COM 05301510 2974 65579 SH SHARED 06 65579 D AUTOMATIC DATA PROCESSING IN COM 05301510 179401 3955930 SH SHARED 10 2083130 1629290 243510 D AUTOMATIC DATA PROCESSING IN COM 05301510 117 2600 SH SHR/OTHR 10 2600 D AUTOMATIC DATA PROCESSING IN COM 05301510 1712 37763 SH SHARED 14 37763 D AUTOMATIC DATA PROCESSING IN COM 05301510 1287 28400 SH SHARED 15 28400 D AUTOMATIC DATA PROCESSING IN COM 05301510 4988 110000 SH SHARED 16 110000 D AUTOMATIC DATA PROCESSING IN COM 05301510 11470 252940 SH SHARED 17 244745 8195 D AUTOMATIC DATA PROCESSING IN COM 05301510 161 3570 SH SHARED 20 465 3105 D AUTOMATIC DATA PROCESSING IN COM 05301510 695 15345 SH SHARED 21 15345 D AUTOMATIC DATA PROCESSING IN COM 05301510 154 3400 SH SHR/OTHR 21 3400 D AUTOMATIC DATA PROCESSING IN COM 05301510 243 5365 SH SHARED 22 3200 2165 D AUTOMATIC DATA PROCESSING IN COM 05301510 19 425 SH SHR/OTHR 22 425 D AUTOMATIC DATA PROCESSING IN COM 05301510 2105 46431 SH SHARED 23 45731 700 D AUTOMATIC DATA PROCESSING IN COM 05301510 1310 28891 SH SHR/OTHR 23 28891 D AUTONATION INC COM 05329W10 1854 86494 SH SHARED 86200 294 D AUTONATION INC COM 05329W10 727 33923 SH SHARED 01 33923 D AUTONATION INC COM 05329W10 1346 62789 SH SHARED 02 62789 D AUTONATION INC COM 05329W10 511 23863 SH SHARED 06 23863 D AUTONATION INC COM 05329W10 8 400 SH SHARED 10 400 D AUTONATION INC COM 05329W10 218 10201 SH SHARED 14 10201 D AUTONATION INC COM 05329W10 2325 108453 SH SHARED 17 107790 663 D AUTOZONE INC COM 05333210 14278 161883 SH SHARED 160165 1718 D AUTOZONE INC COM 05333210 1146 13000 SH SHARED 01 13000 D AUTOZONE INC COM 05333210 1976 22407 SH SHARED 02 22407 D AUTOZONE INC COM 05333210 426 4840 SH SHARED 06 4840 D AUTOZONE INC COM 05333210 1719 19500 SH SHARED 10 19400 100 D AUTOZONE INC COM 05333210 7060 80049 SH SHARED 17 79749 300 D AUTOZONE INC COM 05333210 7 85 SH SHR/OTHR 21 85 D AUTOZONE INC COM 05333210 13 150 SH SHR/OTHR 23 150 D AVANIR PHARMACEUTICALS CL A NEW 05348P40 632 92418 SH SHARED 92418 D AVANIR PHARMACEUTICALS CL A NEW 05348P40 4 638 SH SHARED 02 638 D AVANIR PHARMACEUTICALS CL A NEW 05348P40 1044 152700 SH SHARED 10 152700 D AVALONBAY CMNTYS INC COM 05348410 4099 37060 SH SHARED 36160 900 D AVALONBAY CMNTYS INC COM 05348410 110 1000 SH SHARED 01 1000 D AVALONBAY CMNTYS INC COM 05348410 497 4500 SH SHARED 02 4500 D AVALONBAY CMNTYS INC COM 05348410 199 1800 SH SHARED 10 1800 D AVALONBAY CMNTYS INC COM 05348410 500858 4527735 SH SHARED 11 4527735 D AVALONBAY CMNTYS INC COM 05348410 22 200 SH SHARED 17 200 D AVALONBAY CMNTYS INC COM 05348410 88 800 SH SHR/OTHR 23 800 D AVATAR HLDGS INC COM 05349410 80 1414 SH SHARED 1414 D AVATAR HLDGS INC COM 05349410 1 27 SH SHARED 02 27 D AVATAR HLDGS INC COM 05349410 159 2800 SH SHARED 10 2800 D AVAYA INC COM 05349910 5649 494723 SH SHARED 493747 976 D AVAYA INC COM 05349910 8 724 SH SHR/OTHR 724 D AVAYA INC COM 05349910 1081 94711 SH SHARED 01 94711 D AVAYA INC COM 05349910 1548 135570 SH SHARED 02 135570 D AVAYA INC COM 05349910 429 37620 SH SHARED 06 37620 D AVAYA INC COM 05349910 7 700 SH SHARED 10 700 D AVAYA INC COM 05349910 2522 220847 SH SHARED 17 216847 4000 D AVAYA INC COM 05349910 11 1000 SH SHR/OTHR 23 1000 D AVERY DENNISON CORP COM 05361110 6969 120034 SH SHARED 77940 42094 D AVERY DENNISON CORP COM 05361110 654 11281 SH SHR/OTHR 11281 D AVERY DENNISON CORP COM 05361110 1480 25499 SH SHARED 01 25499 D AVERY DENNISON CORP COM 05361110 1889 32542 SH SHARED 02 32542 D AVERY DENNISON CORP COM 05361110 548 9440 SH SHARED 06 9440 D AVERY DENNISON CORP COM 05361110 5 100 SH SHARED 10 100 D AVERY DENNISON CORP COM 05361110 2960 50991 SH SHARED 17 49291 1700 D AVERY DENNISON CORP COM 05361110 74 1285 SH SHARED 20 1285 D AVERY DENNISON CORP COM 05361110 316 5450 SH SHR/OTHR 20 5450 D AVERY DENNISON CORP COM 05361110 174 3000 SH SHARED 21 3000 D AVERY DENNISON CORP COM 05361110 8 150 SH SHR/OTHR 22 150 D AVERY DENNISON CORP COM 05361110 722 12450 SH SHARED 23 12450 D AVERY DENNISON CORP COM 05361110 1726 29729 SH SHR/OTHR 23 29729 D AVIALL INC NEW COM 05366B10 6122 128835 SH SHARED 128835 D AVIALL INC NEW COM 05366B10 66 1400 SH SHARED 10 1400 D AVIALL INC NEW COM 05366B10 13904 292600 SH SHARED 17 292600 D AVICI SYS INC COM NEW 05367L80 126 21941 SH SHARED 21941 D AVID TECHNOLOGY INC COM 05367P10 935 28060 SH SHARED 28060 D AVID TECHNOLOGY INC COM 05367P10 6382 191500 SH SHARED 164102 27398 D AVID TECHNOLOGY INC COM 05367P10 53 1600 SH SHARED 01 1600 D AVID TECHNOLOGY INC COM 05367P10 443 13300 SH SHARED 02 13300 D AVID TECHNOLOGY INC COM 05367P10 230 6917 SH SHARED 04 6917 D AVID TECHNOLOGY INC COM 05367P10 286 8600 SH SHARED 10 8600 D AVID TECHNOLOGY INC COM 05367P10 12098 363000 SH SHARED 17 363000 D AVID TECHNOLOGY INC COM 05367P10 4542 136302 SH SHARED 19 136302 D AVISTA CORP COM 05379B10 307 13472 SH SHARED 13472 D AVISTA CORP COM 05379B10 253 11100 SH SHARED 01 11100 D AVISTA CORP COM 05379B10 27 1224 SH SHARED 02 1224 D AVISTA CORP COM 05379B10 5173 226600 SH SHARED 10 226600 D AVISTA CORP COM 05379B10 1292 56600 SH SHARED 17 23300 33300 D AVNET INC DBCV 2.000% 3/1 053807AL 6982 7500000 PRN SHARED 7500000 D AVNET INC DBCV 2.000% 3/1 053807AL 978 1051000 PRN SHARED 02 1051000 D AVNET INC COM 05380710 71492 3571067 SH SHARED 3571067 D AVNET INC COM 05380710 5447 272101 SH SHARED 272101 D AVNET INC COM 05380710 750 37500 SH SHARED 01 37500 D AVNET INC COM 05380710 2070 103409 SH SHARED 02 103409 D AVNET INC COM 05380710 26 1300 SH SHARED 06 1300 D AVNET INC COM 05380710 6 300 SH SHARED 10 300 D AVNET INC COM 05380710 910 45500 SH SHARED 17 45500 D AVIZA TECHNOLOGY INC COM 05381A10 132 25511 SH SHARED 25511 D AVOCENT CORP COM 05389310 392 14969 SH SHARED 14969 D AVOCENT CORP COM 05389310 390 14870 SH SHARED 01 14870 D AVOCENT CORP COM 05389310 514 19600 SH SHARED 02 19600 D AVOCENT CORP COM 05389310 152 5800 SH SHARED 10 5800 D AVOCENT CORP COM 05389310 126 4800 SH SHARED 17 4800 D AVON PRODS INC COM 05430310 48649 1569343 SH SHARED 1479912 89431 D AVON PRODS INC COM 05430310 582 18800 SH SHR/OTHR 18800 D AVON PRODS INC COM 05430310 3090 99699 SH SHARED 01 99699 D AVON PRODS INC COM 05430310 4216 136017 SH SHARED 02 136017 D AVON PRODS INC COM 05430310 1273 41090 SH SHARED 06 41090 D AVON PRODS INC COM 05430310 5223 168500 SH SHARED 10 158000 10500 D AVON PRODS INC COM 05430310 8066 260200 SH SHARED 17 246500 13700 D AVON PRODS INC COM 05430310 16 524 SH SHARED 19 524 D AVON PRODS INC COM 05430310 31 1000 SH SHARED 20 1000 D AVON PRODS INC COM 05430310 372 12000 SH SHARED 21 12000 D AVON PRODS INC COM 05430310 55 1800 SH SHARED 22 1800 D AVON PRODS INC COM 05430310 437 14120 SH SHARED 23 14120 D AVON PRODS INC COM 05430310 1345 43400 SH SHR/OTHR 23 43400 D AXA SPONSORED ADR 05453610 2812 85800 SH SHARED 85800 D AXCELIS TECHNOLOGIES INC NOTE 4.250% 1/1 054540AB 728 742000 PRN SHARED 742000 D AXCELIS TECHNOLOGIES INC COM 05454010 2667 452103 SH SHARED 452103 D AXCELIS TECHNOLOGIES INC COM 05454010 18 3066 SH SHARED 01 3066 D AXCELIS TECHNOLOGIES INC COM 05454010 5 922 SH SHARED 02 922 D AXCELIS TECHNOLOGIES INC COM 05454010 16 2828 SH SHARED 23 2828 D AZTAR CORP COM 05480210 44208 850821 SH SHARED 850821 D AZTAR CORP COM 05480210 83 1600 SH SHARED 01 1600 D AZTAR CORP COM 05480210 15 294 SH SHARED 02 294 D AZTAR CORP COM 05480210 181 3500 SH SHARED 10 3500 D AXCAN PHARMA INC NOTE 4.250% 4/1 054923AB 1409 1358000 PRN SHARED 1358000 D AXCAN PHARMA INC COM 05492310 706 53892 SH SHARED 53892 D AXCAN PHARMA INC COM 05492310 228 17441 SH SHARED 02 17441 D BB&T CORP COM 05493710 15447 371433 SH SHARED 355756 15677 D BB&T CORP COM 05493710 3868 93023 SH SHARED 01 93023 D BB&T CORP COM 05493710 9530 229158 SH SHARED 02 229158 D BB&T CORP COM 05493710 2017 48516 SH SHARED 06 48516 D BB&T CORP COM 05493710 213 5132 SH SHARED 10 5132 D BB&T CORP COM 05493710 216 5200 SH SHARED 14 5200 D BB&T CORP COM 05493710 9476 227852 SH SHARED 17 211852 16000 D BB&T CORP COM 05493710 66 1600 SH SHR/OTHR 22 1600 D BB&T CORP COM 05493710 128 3100 SH SHR/OTHR 23 3100 D B & G FOODS INC NEW UNIT 99/99/9999 05508R20 2634 162525 SH SHARED 162525 D B&H OCEAN CARRIERS LTD COM 05509010 7243 402400 SH SHARED 402400 D B A S F A G SPONSORED ADR 05526250 321297 4001710 SH SHARED 4000000 1710 D BCE INC COM 05534B10 46456 1964337 SH SHARED 1956620 7717 D BCE INC COM 05534B10 102 4330 SH SHARED 01 4330 D BCE INC COM 05534B10 2824 119448 SH SHARED 02 119448 D BCE INC COM 05534B10 61 2588 SH SHARED 06 2588 D BCE INC COM 05534B10 189 8000 SH SHARED 10 8000 D BCE INC COM 05534B10 233 9879 SH SHARED 14 9879 D BCE INC COM 05534B10 4730 200000 SH SHARED 16 200000 D BCE INC COM 05534B10 564 23881 SH SHARED 17 4940 18941 D BCE INC COM 05534B10 47 2000 SH SHR/OTHR 23 2000 D BFC FINL CORP CL A 05538420 38 5571 SH SHARED 5571 D BFC FINL CORP CL A 05538420 14 2112 SH SHARED 02 2112 D BG PLC ADR FIN INST N 05543420 15 225 SH SHARED 225 D BG PLC ADR FIN INST N 05543420 576 8625 SH SHR/OTHR 8625 D BG PLC ADR FIN INST N 05543420 83 1254 SH SHARED 23 1254 D BHP BILLITON PLC SPONSORED ADR 05545E20 160 4110 SH SHARED 4110 D BISYS GROUP INC COM 05547210 4041 295000 SH SHARED 295000 D BISYS GROUP INC COM 05547210 443 32400 SH SHARED 01 32400 D BISYS GROUP INC COM 05547210 578 42200 SH SHARED 02 42200 D BISYS GROUP INC COM 05547210 254 18600 SH SHARED 10 18600 D BKF CAP GROUP INC COM 05548G10 10 1701 SH SHARED 1701 D BKF CAP GROUP INC COM 05548G10 2 357 SH SHARED 02 357 D BJS WHOLESALE CLUB INC COM 05548J10 2095 73900 SH SHARED 73900 D BJS WHOLESALE CLUB INC COM 05548J10 15 543 SH SHR/OTHR 543 D BJS WHOLESALE CLUB INC COM 05548J10 501 17700 SH SHARED 01 17700 D BJS WHOLESALE CLUB INC COM 05548J10 781 27578 SH SHARED 02 27578 D BJS WHOLESALE CLUB INC COM 05548J10 788 27800 SH SHARED 17 27800 D BJ SVCS CO COM 05548210 22624 607203 SH SHARED 463505 143698 D BJ SVCS CO COM 05548210 1319 35425 SH SHR/OTHR 35425 D BJ SVCS CO COM 05548210 2585 69400 SH SHARED 01 69400 D BJ SVCS CO COM 05548210 14006 375915 SH SHARED 02 375915 D BJ SVCS CO COM 05548210 1543 41412 SH SHARED 06 41412 D BJ SVCS CO COM 05548210 156521 4200790 SH SHARED 10 3234225 966565 D BJ SVCS CO COM 05548210 312 8400 SH SHR/OTHR 10 8400 D BJ SVCS CO COM 05548210 425 11425 SH SHARED 14 11425 D BJ SVCS CO COM 05548210 5227 140300 SH SHARED 15 140300 D BJ SVCS CO COM 05548210 22401 601214 SH SHARED 17 585714 15500 D BJ SVCS CO COM 05548210 316 8485 SH SHARED 20 1490 6995 D BJ SVCS CO COM 05548210 26 700 SH SHARED 21 700 D BJ SVCS CO COM 05548210 14 400 SH SHR/OTHR 21 400 D BJ SVCS CO COM 05548210 939 25225 SH SHARED 22 16175 9050 D BJ SVCS CO COM 05548210 55 1500 SH SHR/OTHR 22 1500 D BJ SVCS CO COM 05548210 744 19990 SH SHARED 23 16990 3000 D BJ SVCS CO COM 05548210 445 11950 SH SHR/OTHR 23 11950 D BOK FINL CORP COM NEW 05561Q20 39 800 SH SHARED 800 D BOK FINL CORP COM NEW 05561Q20 82 1668 SH SHARED 02 1668 D BOC GROUP PLC SPONSORED ADR 05561760 52 900 SH SHARED 900 D BP PLC SPONSORED ADR 05562210 373283 5362491 SH SHARED 5190307 172184 D BP PLC SPONSORED ADR 05562210 11755 168883 SH SHR/OTHR 168883 D BP PLC SPONSORED ADR 05562210 4964 71323 SH SHARED 01 71323 D BP PLC SPONSORED ADR 05562210 41 600 SH SHR/OTHR 01 600 D BP PLC SPONSORED ADR 05562210 356 5117 SH SHARED 06 5117 D BP PLC SPONSORED ADR 05562210 2451 35213 SH SHARED 10 35213 D BP PLC SPONSORED ADR 05562210 1226 17614 SH SHARED 20 1188 16426 D BP PLC SPONSORED ADR 05562210 568 8174 SH SHR/OTHR 20 8174 D BP PLC SPONSORED ADR 05562210 6078 87323 SH SHARED 21 87323 D BP PLC SPONSORED ADR 05562210 148 2132 SH SHR/OTHR 21 2132 D BP PLC SPONSORED ADR 05562210 338 4856 SH SHARED 22 3000 1856 D BP PLC SPONSORED ADR 05562210 407 5847 SH SHR/OTHR 22 5847 D BP PLC SPONSORED ADR 05562210 21655 311100 SH SHARED 23 308748 2352 D BP PLC SPONSORED ADR 05562210 25414 365099 SH SHR/OTHR 23 365099 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 709 8875 SH SHARED 6300 2575 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 63 800 SH SHR/OTHR 23 800 D BRE PROPERTIES INC CL A 05564E10 1482 26960 SH SHARED 26960 D BRE PROPERTIES INC CL A 05564E10 176 3200 SH SHARED 02 3200 D BRE PROPERTIES INC CL A 05564E10 55960 1017470 SH SHARED 11 1017470 D BRE PROPERTIES INC CL A 05564E10 313 5700 SH SHR/OTHR 20 5700 D BRE PROPERTIES INC CL A 05564E10 38 700 SH SHR/OTHR 23 700 D BT GROUP PLC ADR 05577E10 4012 90600 SH SHARED 90600 D BMC SOFTWARE INC COM 05592110 3693 154552 SH SHARED 148110 6442 D BMC SOFTWARE INC COM 05592110 70 2969 SH SHR/OTHR 2969 D BMC SOFTWARE INC COM 05592110 1089 45600 SH SHARED 01 45600 D BMC SOFTWARE INC COM 05592110 2880 120507 SH SHARED 02 120507 D BMC SOFTWARE INC COM 05592110 506 21210 SH SHARED 06 21210 D BMC SOFTWARE INC COM 05592110 587 24600 SH SHARED 10 24600 D BMC SOFTWARE INC COM 05592110 291 12199 SH SHARED 14 12199 D BMC SOFTWARE INC COM 05592110 3283 137400 SH SHARED 17 133300 4100 D BMC SOFTWARE INC COM 05592110 6 280 SH SHR/OTHR 21 280 D BPI ENERGY HOLDINGS INC COM 05593410 0 1 SH SHARED 02 1 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 05603310 283 110900 SH SHARED 110900 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 05603310 0 60 SH SHARED 02 60 D BADGER METER INC COM 05652510 70 2618 SH SHARED 2618 D BADGER METER INC COM 05652510 2516 93200 SH SHARED 17 93200 D BAIDU COM INC SPON ADR REP A 05675210 19386 234900 SH SHARED 234900 D BAIDU COM INC SPON ADR REP A 05675210 6396 77500 SH SHARED 17 77500 D BAKER HUGHES INC COM 05722410 28200 344540 SH SHARED 338469 6071 D BAKER HUGHES INC COM 05722410 106 1300 SH SHR/OTHR 1300 D BAKER HUGHES INC COM 05722410 6793 82998 SH SHARED 01 82998 D BAKER HUGHES INC COM 05722410 16288 199006 SH SHARED 02 199006 D BAKER HUGHES INC COM 05722410 16223 198209 SH SHARED 06 198209 D BAKER HUGHES INC COM 05722410 115853 1415439 SH SHARED 10 349959 817500 247980 D BAKER HUGHES INC COM 05722410 350 4282 SH SHARED 14 4282 D BAKER HUGHES INC COM 05722410 3183 38900 SH SHARED 16 38900 D BAKER HUGHES INC COM 05722410 15096 184444 SH SHARED 17 178344 6100 D BAKER HUGHES INC COM 05722410 19 240 SH SHR/OTHR 21 240 D BAKER HUGHES INC COM 05722410 243 2975 SH SHARED 23 2975 D BAKER HUGHES INC COM 05722410 383 4690 SH SHR/OTHR 23 4690 D BALCHEM CORP COM 05766520 59 2643 SH SHARED 2643 D BALCHEM CORP COM 05766520 2 119 SH SHARED 02 119 D BALDOR ELEC CO COM 05774110 291 9316 SH SHARED 9316 D BALDOR ELEC CO COM 05774110 70 2247 SH SHARED 02 2247 D BALDOR ELEC CO COM 05774110 200 6400 SH SHARED 17 5300 1100 D BALDWIN & LYONS INC CL B 05775520 1594 62547 SH SHARED 62547 D BALDWIN & LYONS INC CL B 05775520 0 28 SH SHARED 02 28 D BALL CORP COM 05849810 370 10000 SH SHARED 10000 D BALL CORP COM 05849810 7631 206027 SH SHARED 205556 471 D BALL CORP COM 05849810 977 26403 SH SHARED 01 26403 D BALL CORP COM 05849810 1205 32543 SH SHARED 02 32543 D BALL CORP COM 05849810 346 9356 SH SHARED 06 9356 D BALL CORP COM 05849810 570 15400 SH SHARED 10 15400 D BALL CORP COM 05849810 1561 42160 SH SHARED 17 41160 1000 D BALLARD PWR SYS INC COM 05858H10 2735 467553 SH SHARED 457553 10000 D BALLARD PWR SYS INC COM 05858H10 45 7700 SH SHARED 19 7700 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 58 8700 SH SHARED 8700 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 1 233 SH SHARED 01 233 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 2576 380000 SH SHARED 02 380000 D BALLY TECHNOLOGIES INC COM 05874B10 226 13780 SH SHARED 13780 D BALLY TECHNOLOGIES INC COM 05874B10 65 4000 SH SHARED 01 4000 D BALLY TECHNOLOGIES INC COM 05874B10 3 224 SH SHARED 02 224 D BALLY TECHNOLOGIES INC COM 05874B10 1255 76200 SH SHARED 14 76200 D BALLY TECHNOLOGIES INC COM 05874B10 11023 669300 SH SHARED 17 591700 77600 D BANCFIRST CORP COM 05945F10 91 2041 SH SHARED 2041 D BANCFIRST CORP COM 05945F10 26 600 SH SHARED 01 600 D BANCFIRST CORP COM 05945F10 11 247 SH SHARED 02 247 D BANCFIRST CORP COM 05945F10 237 5300 SH SHARED 10 5300 D BANCFIRST CORP COM 05945F10 644 14400 SH SHARED 17 14400 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 430 13850 SH SHARED 13850 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 87960 2829221 SH SHARED 2829221 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 4131 132900 SH SHARED 01 132900 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 58069 1867800 SH SHARED 04 1867800 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 4955 159400 SH SHARED 06 159400 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 71441 2297900 SH SHARED 10 2297900 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 715 23000 SH SHARED 14 23000 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 56328 1931717 SH SHARED 1931717 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 4228 145000 SH SHARED 04 145000 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 7785 267000 SH SHARED 06 267000 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 41943 1438400 SH SHARED 10 1438400 D BANCO MACRO BANSUD S A SPON ADR B 05961W10 6922 340000 SH SHARED 340000 D BANCO SANTANDER CENT HISPANO ADR 05964H10 4487 306945 SH SHARED 306000 945 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 141 3496 SH SHARED 3496 D BANCOLOMBIA S A SPON ADR PREF 05968L10 3079 127800 SH SHARED 127800 D BANCOLOMBIA S A SPON ADR PREF 05968L10 2043 84800 SH SHARED 01 84800 D BANCOLOMBIA S A SPON ADR PREF 05968L10 13204 547900 SH SHARED 10 547900 D BANCOLOMBIA S A SPON ADR PREF 05968L10 1867 77510 SH SHARED 17 77510 D BANCORP INC DEL COM 05969A10 63 2545 SH SHARED 2545 D BANCORP INC DEL COM 05969A10 3 132 SH SHARED 02 132 D BANCORP RHODE ISLAND INC COM 05969010 49 1250 SH SHR/OTHR 23 1250 D BANCORPSOUTH INC COM 05969210 558 20498 SH SHARED 20498 D BANCORPSOUTH INC COM 05969210 24 900 SH SHARED 01 900 D BANCORPSOUTH INC COM 05969210 212 7800 SH SHARED 02 7800 D BANCORPSOUTH INC COM 05969210 106 3900 SH SHARED 10 3900 D BANCORPSOUTH INC COM 05969210 972 35700 SH SHARED 17 35700 D BANCROFT FUND LTD COM 05969510 1108 60100 SH SHARED 60100 D BANCTRUST FINANCIAL GP COM 05978R10 42 1806 SH SHARED 1806 D BANCTRUST FINANCIAL GP COM 05978R10 3 136 SH SHARED 02 136 D BANDAG INC COM 05981510 106 2920 SH SHARED 2920 D BANDAG INC COM 05981510 142 3900 SH SHARED 01 3900 D BANDAG INC COM 05981510 79 2164 SH SHARED 02 2164 D BANDAG INC COM 05981510 10 300 SH SHARED 17 300 D BANK OF AMERICA CORPORATION COM 06050510 14430 300000 SH SHARED 300000 D BANK OF AMERICA CORPORATION COM 06050510 780389 16224306 SH SHARED 15469825 754481 D BANK OF AMERICA CORPORATION COM 06050510 8735 181611 SH SHR/OTHR 181611 D BANK OF AMERICA CORPORATION COM 06050510 50905 1058332 SH SHARED 01 1058332 D BANK OF AMERICA CORPORATION COM 06050510 64382 1338515 SH SHARED 02 1338515 D BANK OF AMERICA CORPORATION COM 06050510 712595 14814881 SH SHARED 04 14811085 3796 D BANK OF AMERICA CORPORATION COM 06050510 24153 502154 SH SHARED 06 502154 D BANK OF AMERICA CORPORATION COM 06050510 485106 10085380 SH SHARED 10 5047916 2653086 2384378 D BANK OF AMERICA CORPORATION COM 06050510 548 11400 SH SHR/OTHR 10 11400 D BANK OF AMERICA CORPORATION COM 06050510 6289 130763 SH SHARED 14 130763 D BANK OF AMERICA CORPORATION COM 06050510 7253 150802 SH SHARED 15 150802 D BANK OF AMERICA CORPORATION COM 06050510 2405 50000 SH SHARED 16 50000 D BANK OF AMERICA CORPORATION COM 06050510 342320 7116854 SH SHARED 17 6624184 492670 D BANK OF AMERICA CORPORATION COM 06050510 139 2910 SH SHARED 19 2910 D BANK OF AMERICA CORPORATION COM 06050510 3165 65803 SH SHARED 20 13575 52228 D BANK OF AMERICA CORPORATION COM 06050510 2113 43944 SH SHR/OTHR 20 43944 D BANK OF AMERICA CORPORATION COM 06050510 833 17320 SH SHARED 21 17320 D BANK OF AMERICA CORPORATION COM 06050510 673 14000 SH SHR/OTHR 21 14000 D BANK OF AMERICA CORPORATION COM 06050510 3361 69880 SH SHARED 22 49771 20109 D BANK OF AMERICA CORPORATION COM 06050510 574 11946 SH SHR/OTHR 22 11946 D BANK OF AMERICA CORPORATION COM 06050510 15571 323727 SH SHARED 23 299720 24007 D BANK OF AMERICA CORPORATION COM 06050510 14823 308174 SH SHR/OTHR 23 308174 D BANK OF GRANITE CORP COM 06240110 55 2679 SH SHARED 2679 D BANK OF GRANITE CORP COM 06240110 5 268 SH SHARED 02 268 D BANK OF GRANITE CORP COM 06240110 93 4500 SH SHARED 10 4500 D BANK HAWAII CORP COM 06254010 667 13451 SH SHARED 6347 7104 D BANK HAWAII CORP COM 06254010 863 17400 SH SHARED 01 17400 D BANK HAWAII CORP COM 06254010 713 14380 SH SHARED 02 14380 D BANK HAWAII CORP COM 06254010 917 18500 SH SHARED 17 18500 D BANK HAWAII CORP COM 06254010 74 1500 SH SHR/OTHR 23 1500 D BANK MONTREAL QUE COM 06367110 132 2455 SH SHARED 228 2227 D BANK MONTREAL QUE COM 06367110 10 200 SH SHARED 01 200 D BANK MONTREAL QUE COM 06367110 10779 199922 SH SHARED 02 199922 D BANK MONTREAL QUE COM 06367110 72252 1340000 SH SHARED 04 1340000 D BANK MONTREAL QUE COM 06367110 185 3439 SH SHARED 06 3439 D BANK MONTREAL QUE COM 06367110 26 500 SH SHARED 10 500 D BANK MONTREAL QUE COM 06367110 586 10869 SH SHARED 14 10869 D BANK MONTREAL QUE COM 06367110 56 1052 SH SHARED 17 1052 D BANK MUTUAL CORP NEW COM 06375010 662 54176 SH SHARED 54176 D BANK MUTUAL CORP NEW COM 06375010 23 1933 SH SHARED 02 1933 D BANK OF THE OZARKS INC COM 06390410 77 2328 SH SHARED 2328 D BANK OF THE OZARKS INC COM 06390410 9 289 SH SHARED 02 289 D BANK OF THE OZARKS INC COM 06390410 489 14700 SH SHARED 10 14700 D BANK NEW YORK INC COM 06405710 44712 1388598 SH SHARED 1035494 353104 D BANK NEW YORK INC COM 06405710 479 14900 SH SHR/OTHR 14900 D BANK NEW YORK INC COM 06405710 5393 167500 SH SHARED 01 167500 D BANK NEW YORK INC COM 06405710 8679 269557 SH SHARED 02 269557 D BANK NEW YORK INC COM 06405710 2203 68427 SH SHARED 06 68427 D BANK NEW YORK INC COM 06405710 96388 2993430 SH SHARED 10 52060 2934170 7200 D BANK NEW YORK INC COM 06405710 1811 56250 SH SHARED 14 56250 D BANK NEW YORK INC COM 06405710 2576 80000 SH SHARED 16 80000 D BANK NEW YORK INC COM 06405710 12033 373723 SH SHARED 17 332023 41700 D BANK NEW YORK INC COM 06405710 473 14700 SH SHR/OTHR 22 14700 D BANK NEW YORK INC COM 06405710 2024 62883 SH SHARED 23 62883 D BANK NEW YORK INC COM 06405710 3384 105100 SH SHR/OTHR 23 105100 D BANK NOVA SCOTIA HALIFAX COM 06414910 993 25000 SH SHARED 25000 D BANK NOVA SCOTIA HALIFAX COM 06414910 9224 232069 SH SHARED 226852 5217 D BANK NOVA SCOTIA HALIFAX COM 06414910 15 395 SH SHARED 01 395 D BANK NOVA SCOTIA HALIFAX COM 06414910 22445 564672 SH SHARED 02 564672 D BANK NOVA SCOTIA HALIFAX COM 06414910 35417 891006 SH SHARED 06 891006 D BANK NOVA SCOTIA HALIFAX COM 06414910 39 1000 SH SHARED 10 1000 D BANK NOVA SCOTIA HALIFAX COM 06414910 380 9579 SH SHARED 14 9579 D BANK NOVA SCOTIA HALIFAX COM 06414910 916 23050 SH SHARED 15 23050 D BANK NOVA SCOTIA HALIFAX COM 06414910 89 2252 SH SHARED 17 2252 D BANKATLANTIC BANCORP CL A 06590850 1451 97825 SH SHARED 97825 D BANKATLANTIC BANCORP CL A 06590850 127 8600 SH SHARED 01 8600 D BANKATLANTIC BANCORP CL A 06590850 27 1880 SH SHARED 02 1880 D BANKATLANTIC BANCORP CL A 06590850 2154 145200 SH SHARED 10 145200 D BANKATLANTIC BANCORP CL A 06590850 7966 536800 SH SHARED 17 536800 D BANKATLANTIC BANCORP CL A 06590850 57 3900 SH SHARED 21 3900 D BANKFINANCIAL CORP COM 06643P10 666 38523 SH SHARED 38523 D BANKFINANCIAL CORP COM 06643P10 2 129 SH SHARED 02 129 D BANKRATE INC COM 06646V10 161 4266 SH SHARED 4266 D BANKRATE INC COM 06646V10 245 6500 SH SHARED 01 6500 D BANKRATE INC COM 06646V10 10 291 SH SHARED 02 291 D BANKRATE INC COM 06646V10 2307 61100 SH SHARED 17 61100 D BANKUNITED FINL CORP NOTE 3.125% 3/0 06652BAE 74 75000 PRN SHARED 02 75000 D BANKUNITED FINL CORP CL A 06652B10 309 10132 SH SHARED 10132 D BANKUNITED FINL CORP CL A 06652B10 158 5200 SH SHARED 01 5200 D BANKUNITED FINL CORP CL A 06652B10 7 258 SH SHARED 02 258 D BANKUNITED FINL CORP CL A 06652B10 6219 203800 SH SHARED 10 203800 D BANNER CORP COM 06652V10 86 2256 SH SHARED 2256 D BANNER CORP COM 06652V10 19 500 SH SHARED 01 500 D BANNER CORP COM 06652V10 312 8100 SH SHARED 10 8100 D BANTA CORP COM 06682110 364 7859 SH SHARED 7859 D BANTA CORP COM 06682110 379 8200 SH SHARED 01 8200 D BANTA CORP COM 06682110 218 4718 SH SHARED 02 4718 D BANTA CORP COM 06682110 1213 26200 SH SHARED 10 26200 D BANTA CORP COM 06682110 1714 37000 SH SHARED 17 29400 7600 D BARCLAYS PLC ADR 06738E20 2055 44900 SH SHARED 44900 D BARCLAYS PLC ADR 06738E20 45 1000 SH SHARED 20 1000 D BARD C R INC COM 06738310 5249 71652 SH SHARED 68677 2975 D BARD C R INC COM 06738310 13 179 SH SHR/OTHR 179 D BARD C R INC COM 06738310 2249 30699 SH SHARED 01 30699 D BARD C R INC COM 06738310 4996 68197 SH SHARED 02 68197 D BARD C R INC COM 06738310 2930 40000 SH SHARED 04 40000 D BARD C R INC COM 06738310 1411 19270 SH SHARED 06 19270 D BARD C R INC COM 06738310 102761 1402691 SH SHARED 10 228111 1097720 76860 D BARD C R INC COM 06738310 16937 231192 SH SHARED 17 225692 5500 D BARNES & NOBLE INC COM 06777410 2591 71000 SH SHARED 23800 47200 D BARNES & NOBLE INC COM 06777410 1456 39900 SH SHARED 01 39900 D BARNES & NOBLE INC COM 06777410 452 12400 SH SHARED 02 12400 D BARNES & NOBLE INC COM 06777410 11161 305800 SH SHARED 10 305800 D BARNES & NOBLE INC COM 06777410 5657 155000 SH SHARED 17 20900 134100 D BARNES GROUP INC COM 06780610 2088 104697 SH SHARED 104697 D BARNES GROUP INC COM 06780610 23 1163 SH SHARED 02 1163 D BARNES GROUP INC COM 06780610 87 4400 SH SHARED 17 3800 600 D BARRICK GOLD CORP COM 06790110 85526 2889417 SH SHARED 2801603 87814 D BARRICK GOLD CORP COM 06790110 41 1415 SH SHARED 01 1415 D BARRICK GOLD CORP COM 06790110 10139 342541 SH SHARED 02 342541 D BARRICK GOLD CORP COM 06790110 7383 249459 SH SHARED 06 249459 D BARRICK GOLD CORP COM 06790110 58302 1969679 SH SHARED 10 1967279 2400 D BARRICK GOLD CORP COM 06790110 753 25451 SH SHARED 14 25451 D BARRICK GOLD CORP COM 06790110 167 5671 SH SHARED 17 5671 D BARRICK GOLD CORP COM 06790110 20 700 SH SHARED 19 700 D BARRICK GOLD CORP COM 06790110 139 4707 SH SHARED 20 4707 D BARRICK GOLD CORP COM 06790110 118 4000 SH SHR/OTHR 23 4000 D BARNWELL INDS INC COM 06822110 170 7100 SH SHARED 7100 D BARR PHARMACEUTICALS INC COM 06830610 6706 140617 SH SHARED 140617 D BARR PHARMACEUTICALS INC COM 06830610 130 2744 SH SHR/OTHR 2744 D BARR PHARMACEUTICALS INC COM 06830610 734 15400 SH SHARED 01 15400 D BARR PHARMACEUTICALS INC COM 06830610 2158 45262 SH SHARED 02 45262 D BARR PHARMACEUTICALS INC COM 06830610 421 8839 SH SHARED 06 8839 D BARR PHARMACEUTICALS INC COM 06830610 2165 45400 SH SHARED 10 45400 D BARR PHARMACEUTICALS INC COM 06830610 211 4439 SH SHARED 14 4439 D BARR PHARMACEUTICALS INC COM 06830610 3080 64600 SH SHARED 17 64000 600 D BARRETT BILL CORP COM 06846N10 84 2863 SH SHARED 2863 D BARRETT BILL CORP COM 06846N10 31 1075 SH SHR/OTHR 1075 D BARRETT BILL CORP COM 06846N10 97 3300 SH SHARED 10 3300 D BARRETT BILL CORP COM 06846N10 823 27800 SH SHARED 17 19800 8000 D BARRETT BILL CORP COM 06846N10 51 1740 SH SHARED 21 1740 D BARRIER THERAPEUTICS INC COM 06850R10 20 3100 SH SHARED 3100 D BARRIER THERAPEUTICS INC COM 06850R10 9 1444 SH SHARED 02 1444 D BASIC ENERGY SVCS INC NEW COM 06985P10 94 3100 SH SHARED 3100 D BASIC ENERGY SVCS INC NEW COM 06985P10 9 296 SH SHARED 02 296 D BASIN WTR INC COM 07011T30 14 1400 SH SHARED 02 1400 D BASSETT FURNITURE INDS INC COM 07020310 5521 298320 SH SHARED 298320 D BASSETT FURNITURE INDS INC COM 07020310 0 1 SH SHARED 01 1 D BASSETT FURNITURE INDS INC COM 07020310 36 1988 SH SHARED 02 1988 D BASSETT FURNITURE INDS INC COM 07020310 35 1900 SH SHARED 17 1900 D BAUSCH & LOMB INC FRNT 8/0 071707AM 10366 8853000 PRN SHARED 02 8853000 D BAUSCH & LOMB INC COM 07170710 2443 49836 SH SHARED 45476 4360 D BAUSCH & LOMB INC COM 07170710 495 10100 SH SHARED 01 10100 D BAUSCH & LOMB INC COM 07170710 847 17275 SH SHARED 02 17275 D BAUSCH & LOMB INC COM 07170710 209 4270 SH SHARED 06 4270 D BAUSCH & LOMB INC COM 07170710 1726 35200 SH SHARED 10 34000 1200 D BAUSCH & LOMB INC COM 07170710 70 1443 SH SHARED 14 1443 D BAUSCH & LOMB INC COM 07170710 1985 40487 SH SHARED 17 37387 3100 D BAXTER INTL INC COM 07181310 64023 1741653 SH SHARED 1650731 90922 D BAXTER INTL INC COM 07181310 296 8073 SH SHR/OTHR 8073 D BAXTER INTL INC COM 07181310 5146 140001 SH SHARED 01 140001 D BAXTER INTL INC COM 07181310 8044 218827 SH SHARED 02 218827 D BAXTER INTL INC COM 07181310 83634 2275137 SH SHARED 04 2274800 337 D BAXTER INTL INC COM 07181310 2500 68035 SH SHARED 06 68035 D BAXTER INTL INC COM 07181310 219975 5984104 SH SHARED 10 2151112 3143600 689392 D BAXTER INTL INC COM 07181310 150 4100 SH SHR/OTHR 10 4100 D BAXTER INTL INC COM 07181310 1617 44008 SH SHARED 14 44008 D BAXTER INTL INC COM 07181310 1639 44600 SH SHARED 15 44600 D BAXTER INTL INC COM 07181310 11821 321581 SH SHARED 17 278501 43080 D BAXTER INTL INC COM 07181310 241 6570 SH SHARED 20 735 5835 D BAXTER INTL INC COM 07181310 374 10200 SH SHR/OTHR 20 10200 D BAXTER INTL INC COM 07181310 235 6399 SH SHARED 21 6399 D BAXTER INTL INC COM 07181310 304 8287 SH SHARED 22 4200 4087 D BAXTER INTL INC COM 07181310 128 3500 SH SHR/OTHR 22 3500 D BAXTER INTL INC COM 07181310 559 15225 SH SHARED 23 15225 D BAXTER INTL INC COM 07181310 2682 72985 SH SHR/OTHR 23 72985 D BAYER A G SPONSORED ADR 07273030 6994 152360 SH SHARED 150000 2360 D BAYTEX ENERGY TR TRUST UNIT 07317610 794 36600 SH SHARED 36600 D BBVA BANCO FRANCES S A SPONSORED ADR 07329M10 117 16200 SH SHARED 16200 D BE AEROSPACE INC COM 07330210 2105 92103 SH SHARED 91803 300 D BE AEROSPACE INC COM 07330210 237 10400 SH SHARED 02 10400 D BE AEROSPACE INC COM 07330210 4063 177760 SH SHARED 10 174360 3400 D BE AEROSPACE INC COM 07330210 5902 258200 SH SHARED 17 235300 22900 D BEA SYS INC NOTE 4.000%12/1 073325AD 5335 5400000 PRN SHARED 5400000 D BEA SYS INC NOTE 4.000%12/1 073325AD 49 50000 PRN SHARED 02 50000 D BEA SYS INC COM 07332510 15113 1154598 SH SHARED 1152241 2357 D BEA SYS INC COM 07332510 62 4800 SH SHARED 01 4800 D BEA SYS INC COM 07332510 726 55529 SH SHARED 02 55529 D BEA SYS INC COM 07332510 208 15920 SH SHARED 06 15920 D BEA SYS INC COM 07332510 37 2900 SH SHARED 10 2900 D BEA SYS INC COM 07332510 1877 143417 SH SHARED 14 143417 D BEA SYS INC COM 07332510 1802 137670 SH SHARED 17 130970 6700 D BEACON ROOFING SUPPLY INC COM 07368510 132 6010 SH SHARED 6010 D BEACON ROOFING SUPPLY INC COM 07368510 211 9600 SH SHARED 17 9600 D BEAR STEARNS COS INC COM 07390210 90226 644104 SH SHARED 617297 26807 D BEAR STEARNS COS INC COM 07390210 56 400 SH SHR/OTHR 400 D BEAR STEARNS COS INC COM 07390210 3516 25100 SH SHARED 01 25100 D BEAR STEARNS COS INC COM 07390210 5512 39356 SH SHARED 02 39356 D BEAR STEARNS COS INC COM 07390210 910 6500 SH SHARED 06 6500 D BEAR STEARNS COS INC COM 07390210 63500 453317 SH SHARED 10 375137 78180 D BEAR STEARNS COS INC COM 07390210 112 800 SH SHR/OTHR 10 800 D BEAR STEARNS COS INC COM 07390210 1288 9200 SH SHARED 15 9200 D BEAR STEARNS COS INC COM 07390210 18624 132953 SH SHARED 17 90718 42235 D BEAR STEARNS COS INC COM 07390210 207 1480 SH SHARED 20 230 1250 D BEAR STEARNS COS INC COM 07390210 8 60 SH SHARED 22 60 D BEAR STEARNS COS INC COM 07390210 49 350 SH SHARED 23 350 D BEAR STEARNS COS INC COM 07390210 53 385 SH SHR/OTHR 23 385 D BEARINGPOINT INC COM 07400210 5411 646562 SH SHARED 646562 D BEARINGPOINT INC COM 07400210 14 1700 SH SHARED 01 1700 D BEARINGPOINT INC COM 07400210 15 1844 SH SHARED 02 1844 D BEARINGPOINT INC COM 07400210 236 28300 SH SHARED 10 28300 D BEASLEY BROADCAST GROUP INC CL A 07401410 10 1508 SH SHARED 1508 D BEASLEY BROADCAST GROUP INC CL A 07401410 4 704 SH SHARED 02 704 D BEAZER HOMES USA INC COM 07556Q10 3653 79643 SH SHARED 79643 D BEAZER HOMES USA INC COM 07556Q10 1573 34300 SH SHARED 01 34300 D BEAZER HOMES USA INC COM 07556Q10 1869 40758 SH SHARED 02 40758 D BEAZER HOMES USA INC COM 07556Q10 692 15100 SH SHARED 14 15100 D BEAZER HOMES USA INC COM 07556Q10 408 8900 SH SHARED 17 8900 D BEBE STORES INC COM 07557110 109 7101 SH SHARED 7101 D BEBE STORES INC COM 07557110 3 200 SH SHARED 02 200 D BEBE STORES INC COM 07557110 15 1000 SH SHARED 17 1000 D BECKMAN COULTER INC COM 07581110 5882 105892 SH SHARED 104200 1692 D BECKMAN COULTER INC COM 07581110 983 17700 SH SHARED 01 17700 D BECKMAN COULTER INC COM 07581110 1044 18800 SH SHARED 02 18800 D BECKMAN COULTER INC COM 07581110 104 1890 SH SHARED 06 1890 D BECKMAN COULTER INC COM 07581110 77 1400 SH SHARED 10 1400 D BECKMAN COULTER INC COM 07581110 566 10200 SH SHARED 17 6600 3600 D BECTON DICKINSON & CO COM 07588710 20696 338561 SH SHARED 274953 63608 D BECTON DICKINSON & CO COM 07588710 1859 30425 SH SHR/OTHR 30425 D BECTON DICKINSON & CO COM 07588710 3245 53099 SH SHARED 01 53099 D BECTON DICKINSON & CO COM 07588710 482 7900 SH SHR/OTHR 01 7900 D BECTON DICKINSON & CO COM 07588710 4238 69331 SH SHARED 02 69331 D BECTON DICKINSON & CO COM 07588710 2132 34878 SH SHARED 06 34878 D BECTON DICKINSON & CO COM 07588710 935 15300 SH SHARED 10 9700 5600 D BECTON DICKINSON & CO COM 07588710 689 11279 SH SHARED 14 11279 D BECTON DICKINSON & CO COM 07588710 35152 575045 SH SHARED 17 561045 14000 D BECTON DICKINSON & CO COM 07588710 786 12873 SH SHARED 20 4523 8350 D BECTON DICKINSON & CO COM 07588710 550 9000 SH SHR/OTHR 20 9000 D BECTON DICKINSON & CO COM 07588710 16 275 SH SHARED 21 275 D BECTON DICKINSON & CO COM 07588710 24 400 SH SHR/OTHR 21 400 D BECTON DICKINSON & CO COM 07588710 323 5300 SH SHARED 22 4100 1200 D BECTON DICKINSON & CO COM 07588710 81 1340 SH SHR/OTHR 22 1340 D BECTON DICKINSON & CO COM 07588710 487 7975 SH SHARED 23 7775 200 D BECTON DICKINSON & CO COM 07588710 1528 25000 SH SHR/OTHR 23 25000 D BED BATH & BEYOND INC COM 07589610 45202 1362741 SH SHARED 1294038 68703 D BED BATH & BEYOND INC COM 07589610 556 16772 SH SHR/OTHR 16772 D BED BATH & BEYOND INC COM 07589610 1837 55400 SH SHARED 01 55400 D BED BATH & BEYOND INC COM 07589610 5363 161711 SH SHARED 02 161711 D BED BATH & BEYOND INC COM 07589610 3063 92360 SH SHARED 06 92360 D BED BATH & BEYOND INC COM 07589610 626 18900 SH SHARED 10 15000 3900 D BED BATH & BEYOND INC COM 07589610 12 372 SH SHARED 14 372 D BED BATH & BEYOND INC COM 07589610 5592 168603 SH SHARED 17 166603 2000 D BED BATH & BEYOND INC COM 07589610 503 15170 SH SHARED 18 15170 D BED BATH & BEYOND INC COM 07589610 550 16600 SH SHARED 20 4575 12025 D BED BATH & BEYOND INC COM 07589610 60 1835 SH SHARED 21 1835 D BED BATH & BEYOND INC COM 07589610 39 1200 SH SHARED 22 1200 D BED BATH & BEYOND INC COM 07589610 11 350 SH SHR/OTHR 22 350 D BED BATH & BEYOND INC COM 07589610 119 3599 SH SHARED 23 3599 D BED BATH & BEYOND INC COM 07589610 260 7850 SH SHR/OTHR 23 7850 D BEL FUSE INC CL B 07734730 1450 44204 SH SHARED 44204 D BEL FUSE INC CL B 07734730 17 534 SH SHARED 02 534 D BEL FUSE INC CL B 07734730 157 4800 SH SHARED 10 4800 D BELDEN CDT INC COM 07745410 483 14630 SH SHARED 14630 D BELDEN CDT INC COM 07745410 23 713 SH SHARED 02 713 D BELDEN CDT INC COM 07745410 231 7000 SH SHARED 10 7000 D BELDEN CDT INC COM 07745410 965 29200 SH SHARED 17 29200 D BELL MICROPRODUCTS INC COM 07813710 3270 603404 SH SHR/OTHR 603404 D BELL MICROPRODUCTS INC COM 07813710 38 7064 SH SHARED 7064 D BELL MICROPRODUCTS INC COM 07813710 16 2974 SH SHARED 02 2974 D BELLSOUTH CORP COM 07986010 926349 25589760 SH SHARED 25535039 54721 D BELLSOUTH CORP COM 07986010 2580 71274 SH SHR/OTHR 71274 D BELLSOUTH CORP COM 07986010 14313 395399 SH SHARED 01 395399 D BELLSOUTH CORP COM 07986010 25366 700730 SH SHARED 02 700730 D BELLSOUTH CORP COM 07986010 5886 162597 SH SHARED 06 162597 D BELLSOUTH CORP COM 07986010 16402 453100 SH SHARED 10 334300 118800 D BELLSOUTH CORP COM 07986010 676 18675 SH SHARED 14 18675 D BELLSOUTH CORP COM 07986010 28075 775557 SH SHARED 17 732357 43200 D BELLSOUTH CORP COM 07986010 1849 51103 SH SHARED 18 51103 D BELLSOUTH CORP COM 07986010 79 2186 SH SHARED 20 1850 336 D BELLSOUTH CORP COM 07986010 184 5100 SH SHR/OTHR 22 5100 D BELLSOUTH CORP COM 07986010 248 6860 SH SHARED 23 6860 D BELLSOUTH CORP COM 07986010 1284 35488 SH SHR/OTHR 23 35488 D BELO CORP COM SER A 08055510 4054 259900 SH SHARED 129900 130000 D BELO CORP COM SER A 08055510 405 26000 SH SHARED 01 26000 D BELO CORP COM SER A 08055510 324 20800 SH SHARED 02 20800 D BELO CORP COM SER A 08055510 232 14900 SH SHARED 10 14900 D BELO CORP COM SER A 08055510 120 7700 SH SHARED 17 7700 D BEMA GOLD CORP COM 08135F10 220 43859 SH SHARED 43859 D BEMA GOLD CORP COM 08135F10 2 500 SH SHARED 01 500 D BEMA GOLD CORP COM 08135F10 1004 200000 SH SHARED 04 200000 D BEMA GOLD CORP COM 08135F10 19904 3965000 SH SHARED 10 3965000 D BEMA GOLD CORP COM 08135F10 20 4000 SH SHR/OTHR 23 4000 D BEMIS INC COM 08143710 2014 65785 SH SHARED 65785 D BEMIS INC COM 08143710 793 25899 SH SHARED 01 25899 D BEMIS INC COM 08143710 1094 35732 SH SHARED 02 35732 D BEMIS INC COM 08143710 173 5650 SH SHARED 06 5650 D BEMIS INC COM 08143710 1258 41102 SH SHARED 17 41102 D BEMIS INC COM 08143710 156 5100 SH SHARED 21 5100 D BENCHMARK ELECTRS INC COM 08160H10 1824 75636 SH SHARED 75636 D BENCHMARK ELECTRS INC COM 08160H10 37 1575 SH SHARED 01 1575 D BENCHMARK ELECTRS INC COM 08160H10 32 1340 SH SHARED 02 1340 D BENCHMARK ELECTRS INC COM 08160H10 177 7350 SH SHARED 10 7350 D BENCHMARK ELECTRS INC COM 08160H10 829 34400 SH SHARED 17 34400 D BENETTON GROUP SPA ADR NEW 08179540 240 8000 SH SHARED 8000 D BENTLEY PHARMACEUTICALS INC COM 08265710 48 4391 SH SHARED 4391 D BENTLEY PHARMACEUTICALS INC COM 08265710 618 56400 SH SHARED 10 56400 D BENTLEY PHARMACEUTICALS INC COM 08265710 590 53900 SH SHARED 17 53900 D BERKLEY W R CORP COM 08442310 3617 105983 SH SHARED 30171 75812 D BERKLEY W R CORP COM 08442310 2243 65725 SH SHARED 01 65725 D BERKLEY W R CORP COM 08442310 1443 42284 SH SHARED 02 42284 D BERKLEY W R CORP COM 08442310 217 6370 SH SHARED 06 6370 D BERKLEY W R CORP COM 08442310 10896 319255 SH SHARED 10 319255 D BERKLEY W R CORP COM 08442310 117 3450 SH SHARED 14 3450 D BERKLEY W R CORP COM 08442310 9240 270750 SH SHARED 17 24725 246025 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 249 SH SHARED 61 188 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 1 SH SHR/OTHR 1 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 4 SH SHR/OTHR 21 4 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 1 SH SHR/OTHR 22 1 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 19 SH SHARED 23 19 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 4 SH SHR/OTHR 23 4 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 6578 2162 SH SHARED 1826 336 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1058 348 SH SHR/OTHR 348 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 54 18 SH SHARED 01 18 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 18617 6118 SH SHARED 17 6118 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 121 40 SH SHARED 19 40 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 158 52 SH SHARED 20 52 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 426 140 SH SHARED 21 140 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 209 69 SH SHR/OTHR 21 69 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 228 75 SH SHARED 22 75 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 267 88 SH SHR/OTHR 22 88 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 553 182 SH SHARED 23 182 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 2063 678 SH SHR/OTHR 23 678 D BERKSHIRE HILLS BANCORP INC COM 08468010 56 1594 SH SHARED 1594 D BERKSHIRE HILLS BANCORP INC COM 08468010 21 597 SH SHARED 02 597 D BERKSHIRE HILLS BANCORP INC COM 08468010 81 2300 SH SHARED 10 2300 D BERRY PETE CO CL A 08578910 311 9402 SH SHARED 9402 D BERRY PETE CO CL A 08578910 125 3800 SH SHARED 01 3800 D BERRY PETE CO CL A 08578910 334 10086 SH SHARED 02 10086 D BERRY PETE CO CL A 08578910 1332 40200 SH SHARED 10 40200 D BERRY PETE CO CL A 08578910 2512 75800 SH SHARED 17 13800 62000 D BEST BUY INC SDCV 2.250% 1/1 086516AF 64116 52000000 PRN SHARED 52000000 D BEST BUY INC SDCV 2.250% 1/1 086516AF 745 605000 PRN SHARED 02 605000 D BEST BUY INC COM 08651610 22097 402945 SH SHARED 402055 890 D BEST BUY INC COM 08651610 4839 88250 SH SHARED 01 88250 D BEST BUY INC COM 08651610 6640 121083 SH SHARED 02 121083 D BEST BUY INC COM 08651610 2573 46923 SH SHARED 06 46923 D BEST BUY INC COM 08651610 40969 747070 SH SHARED 10 222920 280600 243550 D BEST BUY INC COM 08651610 433 7900 SH SHARED 14 7900 D BEST BUY INC COM 08651610 11284 205763 SH SHARED 17 201238 4525 D BEST BUY INC COM 08651610 137 2500 SH SHR/OTHR 21 2500 D BEVERLY HILLS BANCORP DEL COM 08786610 28 2922 SH SHARED 2922 D BEVERLY HILLS BANCORP DEL COM 08786610 19 1981 SH SHARED 02 1981 D BEVERLY HILLS BANCORP DEL COM 08786610 1063 110500 SH SHARED 17 110500 D BHP BILLITON LTD SPONSORED ADR 08860610 25044 581485 SH SHARED 487237 94248 D BHP BILLITON LTD SPONSORED ADR 08860610 480 11160 SH SHR/OTHR 11160 D BHP BILLITON LTD SPONSORED ADR 08860610 975 22645 SH SHARED 20 4745 17900 D BHP BILLITON LTD SPONSORED ADR 08860610 93 2160 SH SHR/OTHR 20 2160 D BHP BILLITON LTD SPONSORED ADR 08860610 21 500 SH SHARED 21 500 D BHP BILLITON LTD SPONSORED ADR 08860610 21 500 SH SHR/OTHR 21 500 D BHP BILLITON LTD SPONSORED ADR 08860610 318 7400 SH SHARED 22 5100 2300 D BHP BILLITON LTD SPONSORED ADR 08860610 401 9325 SH SHR/OTHR 22 9325 D BHP BILLITON LTD SPONSORED ADR 08860610 2383 55350 SH SHARED 23 54815 535 D BHP BILLITON LTD SPONSORED ADR 08860610 1780 41335 SH SHR/OTHR 23 41335 D BIG 5 SPORTING GOODS CORP COM 08915P10 309 15867 SH SHARED 15867 D BIG LOTS INC COM 08930210 1665 97486 SH SHARED 97486 D BIG LOTS INC COM 08930210 315 18500 SH SHARED 01 18500 D BIG LOTS INC COM 08930210 1016 59514 SH SHARED 02 59514 D BIG LOTS INC COM 08930210 99 5800 SH SHARED 06 5800 D BIG LOTS INC COM 08930210 6454 377900 SH SHARED 10 377900 D BIG LOTS INC COM 08930210 2582 151188 SH SHARED 17 76088 75100 D BIO-REFERENCE LABS INC COM $.01 NEW 09057G60 52 2428 SH SHARED 2428 D BIO RAD LABS INC CL A 09057220 242 3737 SH SHARED 3737 D BIO RAD LABS INC CL A 09057220 227 3500 SH SHARED 10 3500 D BIO RAD LABS INC CL A 09057220 389 6000 SH SHARED 17 6000 D BIOENVISION INC COM 09059N10 426 80000 SH SHARED 80000 D BIOENVISION INC COM 09059N10 2623 492298 SH SHARED 492298 D BIOENVISION INC COM 09059N10 10 1973 SH SHARED 02 1973 D BIOENVISION INC COM 09059N10 2259 424000 SH SHARED 04 424000 D BIOENVISION INC COM 09059N10 63 12000 SH SHARED 14 12000 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 658 45850 SH SHARED 45850 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 2307 160600 SH SHARED 157104 3496 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 74 5200 SH SHARED 01 5200 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 1779 123854 SH SHARED 02 123854 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 1796 125000 SH SHARED 04 125000 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 2316 161200 SH SHARED 10 161200 D BIOMET INC COM 09061310 41861 1337854 SH SHARED 1252947 84907 D BIOMET INC COM 09061310 987 31571 SH SHR/OTHR 31571 D BIOMET INC COM 09061310 1834 58622 SH SHARED 01 58622 D BIOMET INC COM 09061310 2695 86157 SH SHARED 02 86157 D BIOMET INC COM 09061310 693 22153 SH SHARED 06 22153 D BIOMET INC COM 09061310 175 5600 SH SHARED 10 5600 D BIOMET INC COM 09061310 4978 159101 SH SHARED 17 145651 13450 D BIOMET INC COM 09061310 144 4606 SH SHARED 20 606 4000 D BIOMET INC COM 09061310 156 5000 SH SHR/OTHR 20 5000 D BIOMET INC COM 09061310 67 2150 SH SHARED 21 2150 D BIOMET INC COM 09061310 25 800 SH SHR/OTHR 21 800 D BIOGEN IDEC INC COM 09062X10 2779 60000 SH SHARED 60000 D BIOGEN IDEC INC COM 09062X10 127271 2747649 SH SHARED 2746282 1367 D BIOGEN IDEC INC COM 09062X10 46 1000 SH SHR/OTHR 1000 D BIOGEN IDEC INC COM 09062X10 3099 66905 SH SHARED 01 66905 D BIOGEN IDEC INC COM 09062X10 4768 102940 SH SHARED 02 102940 D BIOGEN IDEC INC COM 09062X10 21585 466000 SH SHARED 04 466000 D BIOGEN IDEC INC COM 09062X10 3645 78711 SH SHARED 06 78711 D BIOGEN IDEC INC COM 09062X10 6865 148215 SH SHARED 10 141615 6600 D BIOGEN IDEC INC COM 09062X10 181 3926 SH SHARED 14 3926 D BIOGEN IDEC INC COM 09062X10 2593 56000 SH SHARED 16 56000 D BIOGEN IDEC INC COM 09062X10 9261 199956 SH SHARED 17 195231 4725 D BIOGEN IDEC INC COM 09062X10 27 600 SH SHARED 19 600 D BIOGEN IDEC INC COM 09062X10 692 14950 SH SHR/OTHR 23 14950 D BIOMED REALTY TRUST INC COM 09063H10 6034 201540 SH SHARED 201540 D BIOMED REALTY TRUST INC COM 09063H10 284 9500 SH SHARED 01 9500 D BIOMED REALTY TRUST INC COM 09063H10 414 13857 SH SHARED 02 13774 83 D BIOMED REALTY TRUST INC COM 09063H10 149 5000 SH SHARED 04 5000 D BIOMED REALTY TRUST INC COM 09063H10 2904 97000 SH SHARED 10 97000 D BIOMED REALTY TRUST INC COM 09063H10 73023 2439000 SH SHARED 11 2439000 D BIOMED REALTY TRUST INC COM 09063H10 832 27800 SH SHARED 17 27800 D BIOMIMETIC THERAPEUTICS INC COM 09064X10 1019 153735 SH SHARED 02 153735 D BIOPURE CORP CL A NEW 09065H30 113 92865 SH SHARED 17 92865 D BIRCH MTN RES LTD COM 09066X10 30 6200 SH SHARED 21 6200 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 4826 27349 SH SHARED 27349 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 17 100 SH SHR/OTHR 100 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 458 2600 SH SHARED 01 2600 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 3359 19035 SH SHARED 02 19035 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 17648 100000 SH SHARED 04 100000 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 16028 90825 SH SHARED 10 90825 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 930 5275 SH SHARED 17 5275 D BIOVAIL CORP COM 09067J10 121 5200 SH SHARED 4600 600 D BIOVAIL CORP COM 09067J10 119 5100 SH SHARED 01 5100 D BIOVAIL CORP COM 09067J10 1261 53868 SH SHARED 02 53868 D BIOVAIL CORP COM 09067J10 49 2118 SH SHARED 06 2118 D BIOVAIL CORP COM 09067J10 16 700 SH SHARED 10 700 D BIOVAIL CORP COM 09067J10 35 1500 SH SHARED 17 1500 D BIOVERIS CORP COM 09067610 10885 1352200 SH SHARED 1352200 D BIOSCRIP INC COM 09069N10 696 129704 SH SHARED 129704 D BIOSCRIP INC COM 09069N10 39 7294 SH SHARED 02 7294 D BIRKS & MAYORS INC CL A VTG 09088110 0 14 SH SHARED 14 D BIOLASE TECHNOLOGY INC COM 09091110 652 77700 SH SHARED 77700 D BIOSITE INC COM 09094510 173 3796 SH SHARED 3796 D BIOSITE INC COM 09094510 95 2100 SH SHARED 01 2100 D BIOSITE INC COM 09094510 554 12148 SH SHARED 02 12148 D BIOSITE INC COM 09094510 1296 28400 SH SHARED 10 28400 D BIOSITE INC COM 09094510 2187 47900 SH SHARED 17 4000 43900 D BLACK & DECKER CORP COM 09179710 15305 181215 SH SHARED 181038 177 D BLACK & DECKER CORP COM 09179710 1418 16800 SH SHARED 01 16800 D BLACK & DECKER CORP COM 09179710 2163 25621 SH SHARED 02 25621 D BLACK & DECKER CORP COM 09179710 1311 15523 SH SHARED 06 15523 D BLACK & DECKER CORP COM 09179710 55803 660710 SH SHARED 10 45400 615210 100 D BLACK & DECKER CORP COM 09179710 261 3100 SH SHARED 14 3100 D BLACK & DECKER CORP COM 09179710 3773 44674 SH SHARED 17 43874 800 D BJS RESTAURANTS INC COM 09180C10 68 3051 SH SHARED 3051 D BJS RESTAURANTS INC COM 09180C10 20 900 SH SHARED 01 900 D BJS RESTAURANTS INC COM 09180C10 6 286 SH SHARED 02 286 D BJS RESTAURANTS INC COM 09180C10 165 7400 SH SHARED 10 7400 D BLACK BOX CORP DEL COM 09182610 1676 43742 SH SHARED 43742 D BLACK BOX CORP DEL COM 09182610 160 4200 SH SHARED 01 4200 D BLACK BOX CORP DEL COM 09182610 1 44 SH SHARED 02 44 D BLACK BOX CORP DEL COM 09182610 858 22400 SH SHARED 10 22400 D BLACK BOX CORP DEL COM 09182610 7298 190400 SH SHARED 17 186300 4100 D BLACKBOARD INC COM 09193550 128 4445 SH SHARED 4445 D BLACKBOARD INC COM 09193550 696 24040 SH SHARED 17 4540 19500 D BLACKROCK GLOBAL FLG INC TR COM 09194110 23 1242 SH SHARED 1242 D BLACK HILLS CORP COM 09211310 1642 47845 SH SHARED 38195 9650 D BLACK HILLS CORP COM 09211310 367 10700 SH SHARED 01 10700 D BLACK HILLS CORP COM 09211310 211 6163 SH SHARED 02 6163 D BLACK HILLS CORP COM 09211310 2399 69900 SH SHARED 10 69900 D BLACK HILLS CORP COM 09211310 44 1300 SH SHARED 17 500 800 D BLACKBAUD INC COM 09227Q10 53 2342 SH SHARED 2342 D BLACKBAUD INC COM 09227Q10 1745 76900 SH SHARED 10 76900 D BLACKROCK INC DBCV 2.625% 2/1 09247XAB 18043 12698000 PRN SHARED 02 12698000 D BLACKROCK INC CL A 09247X10 69 500 SH SHARED 400 100 D BLACKROCK INC CL A 09247X10 184 1329 SH SHARED 02 1329 D BLACKROCK INC CL A 09247X10 222 1600 SH SHARED 17 1100 500 D BLACKROCK INC CL A 09247X10 180 1300 SH SHR/OTHR 23 1300 D BLACKROCK INCOME OPP TRUST I COM 09247510 13 1396 SH SHARED 1396 D BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E10 0 63 SH SHARED 63 D BLACKROCK MUN INCOME TR SH BEN INT 09248F10 57 3500 SH SHR/OTHR 20 3500 D BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L10 1 63 SH SHARED 63 D BLACKROCK STRATEGIC MUN TR COM 09248T10 85 5000 SH SHR/OTHR 20 5000 D BLACKROCK CA INS MUN INC TR COM 09248410 45 3333 SH SHARED 20 3333 D BLACKROCK CA MUNICIPAL BOND COM 09249J10 1 63 SH SHARED 63 D BLACKROCK MUNI INCOME TR II COM 09249N10 1 104 SH SHARED 104 D BLACKROCK NY MUNICIPAL BOND COM 09249P10 3 188 SH SHARED 188 D BLACKROCK STRAT DIVD ACHIEVE COM 09249Y10 1273 97200 SH SHARED 97200 D BLACKROCK S&P QLTY RK EQ MD SHS BEN INT 09250D10 530 35934 SH SHARED 35934 D BLAIR CORP COM 09282810 303 10215 SH SHARED 10215 D BLAIR CORP COM 09282810 18 622 SH SHARED 02 622 D BLOCK H & R INC COM 09367110 11291 473237 SH SHARED 465765 7472 D BLOCK H & R INC COM 09367110 71 3000 SH SHR/OTHR 3000 D BLOCK H & R INC COM 09367110 1799 75399 SH SHARED 01 75399 D BLOCK H & R INC COM 09367110 4827 202337 SH SHARED 02 202337 D BLOCK H & R INC COM 09367110 1061 44483 SH SHARED 06 44483 D BLOCK H & R INC COM 09367110 1307 54800 SH SHARED 10 54200 600 D BLOCK H & R INC COM 09367110 8114 340082 SH SHARED 17 338482 1600 D BLOCK H & R INC COM 09367110 9 400 SH SHR/OTHR 23 400 D BLOCKBUSTER INC CL A 09367910 636 127858 SH SHARED 127858 D BLOCKBUSTER INC CL A 09367910 9323 1872088 SH SHARED 02 1872088 D BLOCKBUSTER INC CL A 09367910 262 52800 SH SHARED 10 52800 D BLOCKBUSTER INC CL A 09367910 1216 244300 SH SHARED 14 244300 D BLOCKBUSTER INC CL A 09367910 1 300 SH SHARED 17 300 D BLOCKBUSTER INC CL B 09367920 2492 567700 SH SHARED 567700 D BLOUNT INTL INC NEW COM 09518010 103 8636 SH SHARED 8636 D BLUE COAT SYSTEMS INC COM NEW 09534T50 740 43943 SH SHARED 43943 D BLUE NILE INC COM 09578R10 2337 72677 SH SHARED 72677 D BLUE NILE INC COM 09578R10 91 2855 SH SHARED 02 2855 D BLUE NILE INC COM 09578R10 25 800 SH SHARED 17 800 D BLUEGREEN CORP COM 09623110 58 5093 SH SHARED 5093 D BLUEGREEN CORP COM 09623110 22460 1959940 SH SHARED 02 1959940 D BLUELINX HLDGS INC COM 09624H10 249 19150 SH SHARED 19150 D BLUELINX HLDGS INC COM 09624H10 9 746 SH SHARED 02 746 D BLYTH INC COM 09643P10 144 7843 SH SHARED 7843 D BLYTH INC COM 09643P10 162 8810 SH SHARED 02 8810 D BLYTH INC COM 09643P10 17 962 SH SHARED 06 962 D BLYTH INC COM 09643P10 9 500 SH SHARED 17 500 D BOB EVANS FARMS INC COM 09676110 8819 293873 SH SHARED 293873 D BOB EVANS FARMS INC COM 09676110 441 14700 SH SHARED 01 14700 D BOB EVANS FARMS INC COM 09676110 195 6530 SH SHARED 02 6530 D BOB EVANS FARMS INC COM 09676110 462 15400 SH SHARED 10 15400 D BOB EVANS FARMS INC COM 09676110 975 32500 SH SHARED 17 32500 D BOEING CO COM 09702310 202034 2466545 SH SHARED 2409079 57466 D BOEING CO COM 09702310 163 2000 SH SHR/OTHR 2000 D BOEING CO COM 09702310 14490 176913 SH SHARED 01 176913 D BOEING CO COM 09702310 47446 579249 SH SHARED 02 579249 D BOEING CO COM 09702310 13351 163000 SH SHARED 04 163000 D BOEING CO COM 09702310 24596 300286 SH SHARED 06 300286 D BOEING CO COM 09702310 104744 1278770 SH SHARED 10 93240 920530 265000 D BOEING CO COM 09702310 2486 30351 SH SHARED 14 30351 D BOEING CO COM 09702310 3194 39000 SH SHARED 16 39000 D BOEING CO COM 09702310 40403 493273 SH SHARED 17 391173 102100 D BOEING CO COM 09702310 4095 50000 SH SHARED 18 50000 D BOEING CO COM 09702310 112 1370 SH SHARED 20 1370 D BOEING CO COM 09702310 366 4479 SH SHARED 21 4479 D BOEING CO COM 09702310 6 85 SH SHR/OTHR 21 85 D BOEING CO COM 09702310 327 4000 SH SHARED 22 4000 D BOEING CO COM 09702310 292 3575 SH SHARED 23 3575 D BOEING CO COM 09702310 2227 27200 SH SHR/OTHR 23 27200 D BOIS D ARC ENERGY INC COM 09738U10 42 2601 SH SHARED 2601 D BOIS D ARC ENERGY INC COM 09738U10 312 19000 SH SHARED 17 19000 D BON-TON STORES INC COM 09776J10 26 1224 SH SHARED 1224 D BON-TON STORES INC COM 09776J10 67 3100 SH SHARED 01 3100 D BON-TON STORES INC COM 09776J10 1203 55000 SH SHARED 10 55000 D BOMBAY CO INC COM 09792410 669 276737 SH SHARED 276737 D BOMBAY CO INC COM 09792410 12 5052 SH SHARED 02 5052 D BOOKHAM INC COM 09856E10 247 73736 SH SHARED 73736 D BOOKHAM INC COM 09856E10 23 6900 SH SHARED 02 6900 D BORDERS GROUP INC COM 09970910 2436 132000 SH SHARED 132000 D BORDERS GROUP INC COM 09970910 371 20100 SH SHARED 01 20100 D BORDERS GROUP INC COM 09970910 230 12500 SH SHARED 02 12500 D BORDERS GROUP INC COM 09970910 871 47200 SH SHARED 10 47200 D BORDERS GROUP INC COM 09970910 110202 5969800 SH SHARED 17 5969800 D BORG WARNER INC COM 09972410 149 2300 SH SHARED 2300 D BORG WARNER INC COM 09972410 1321 20300 SH SHARED 01 20300 D BORG WARNER INC COM 09972410 878 13500 SH SHARED 02 13500 D BORG WARNER INC COM 09972410 865 13300 SH SHARED 17 13300 D BORLAND SOFTWARE CORP COM 09984910 235 44584 SH SHARED 44584 D BORLAND SOFTWARE CORP COM 09984910 7 1339 SH SHARED 02 1339 D BOSTON BEER INC CL A 10055710 68 2345 SH SHARED 2345 D BOSTON BEER INC CL A 10055710 99 3400 SH SHARED 01 3400 D BOSTON BEER INC CL A 10055710 3 116 SH SHARED 02 116 D BOSTON BEER INC CL A 10055710 84 2900 SH SHARED 10 2900 D BOSTON PRIVATE FINL HLDGS IN COM 10111910 256 9192 SH SHARED 9192 D BOSTON PRIVATE FINL HLDGS IN COM 10111910 223 8000 SH SHARED 01 8000 D BOSTON PRIVATE FINL HLDGS IN COM 10111910 100 3600 SH SHARED 02 3600 D BOSTON PRIVATE FINL HLDGS IN COM 10111910 532 19100 SH SHARED 10 19100 D BOSTON PRIVATE FINL HLDGS IN COM 10111910 502 18000 SH SHARED 17 7300 10700 D BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG 9820 10000000 PRN SHARED 10000000 D BOSTON PROPERTIES INC COM 10112110 17161 189837 SH SHARED 165450 24387 D BOSTON PROPERTIES INC COM 10112110 2354 26050 SH SHR/OTHR 26050 D BOSTON PROPERTIES INC COM 10112110 641 7100 SH SHARED 01 7100 D BOSTON PROPERTIES INC COM 10112110 2754 30473 SH SHARED 02 30473 D BOSTON PROPERTIES INC COM 10112110 4158 46000 SH SHARED 04 46000 D BOSTON PROPERTIES INC COM 10112110 476369 5269570 SH SHARED 11 5269570 D BOSTON PROPERTIES INC COM 10112110 307 3400 SH SHARED 14 3400 D BOSTON PROPERTIES INC COM 10112110 4086 45200 SH SHARED 17 44900 300 D BOSTON PROPERTIES INC COM 10112110 553 6125 SH SHARED 20 2075 4050 D BOSTON PROPERTIES INC COM 10112110 1039 11500 SH SHR/OTHR 20 11500 D BOSTON PROPERTIES INC COM 10112110 13 150 SH SHARED 22 150 D BOSTON PROPERTIES INC COM 10112110 27 300 SH SHR/OTHR 22 300 D BOSTON PROPERTIES INC COM 10112110 4004 44300 SH SHARED 23 44300 D BOSTON PROPERTIES INC COM 10112110 873 9660 SH SHR/OTHR 23 9660 D BOSTON SCIENTIFIC CORP COM 10113710 79337 4711230 SH SHARED 4602522 108708 D BOSTON SCIENTIFIC CORP COM 10113710 64 3850 SH SHR/OTHR 3850 D BOSTON SCIENTIFIC CORP COM 10113710 3958 235037 SH SHARED 01 235037 D BOSTON SCIENTIFIC CORP COM 10113710 6504 386253 SH SHARED 02 386253 D BOSTON SCIENTIFIC CORP COM 10113710 1730 102784 SH SHARED 06 102784 D BOSTON SCIENTIFIC CORP COM 10113710 17063 1013297 SH SHARED 10 314665 537100 161532 D BOSTON SCIENTIFIC CORP COM 10113710 275 16368 SH SHARED 14 16368 D BOSTON SCIENTIFIC CORP COM 10113710 1599 95000 SH SHARED 15 95000 D BOSTON SCIENTIFIC CORP COM 10113710 11778 699417 SH SHARED 17 620691 78726 D BOSTON SCIENTIFIC CORP COM 10113710 16 1007 SH SHARED 21 1007 D BOSTON SCIENTIFIC CORP COM 10113710 11 671 SH SHARED 22 671 D BOSTON SCIENTIFIC CORP COM 10113710 36 2175 SH SHARED 23 1672 503 D BOSTON SCIENTIFIC CORP COM 10113710 99 5913 SH SHR/OTHR 23 5913 D BOTTOMLINE TECH DEL INC COM 10138810 30 3720 SH SHARED 3720 D BOTTOMLINE TECH DEL INC COM 10138810 26 3241 SH SHARED 02 3241 D BOULDER GROWTH & INCOME FD I COM 10150710 4142 533870 SH SHARED 533870 D BOULDER TOTAL RETURN FD INC COM 10154110 5748 319363 SH SHARED 319363 D BOWATER INC COM 10218310 37636 1654348 SH SHARED 1654348 D BOWATER INC COM 10218310 237 10434 SH SHARED 02 10434 D BOWATER INC COM 10218310 225 9900 SH SHARED 10 9900 D BOWATER INC COM 10218310 1178 51780 SH SHARED 17 51080 700 D BOWNE & CO INC COM 10304310 131 9223 SH SHARED 9223 D BOWNE & CO INC COM 10304310 51 3600 SH SHARED 01 3600 D BOYD GAMING CORP COM 10330410 65375 1619800 SH SHARED 1619800 D BOYD GAMING CORP COM 10330410 661 16400 SH SHARED 01 16400 D BOYD GAMING CORP COM 10330410 415 10300 SH SHARED 02 10300 D BOYD GAMING CORP COM 10330410 16 400 SH SHARED 17 100 300 D BOYKIN LODGING CO COM 10343010 1257 115433 SH SHARED 115433 D BOYKIN LODGING CO COM 10343010 25 2373 SH SHARED 02 2373 D BRADY CORP CL A 10467410 430 11689 SH SHARED 11689 D BRADY CORP CL A 10467410 17 475 SH SHARED 02 475 D BRADY CORP CL A 10467410 165 4500 SH SHARED 10 4500 D BRADY CORP CL A 10467410 95 2600 SH SHARED 17 2600 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 748 23254 SH SHARED 23254 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 176 5500 SH SHARED 02 5500 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 643 20000 SH SHARED 04 20000 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 683 21260 SH SHARED 10 21260 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 42081 1308106 SH SHARED 11 1308106 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 35 1104 SH SHARED 17 1104 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 91 2850 SH SHARED 21 2850 D BRASIL TELECOM PARTICIPACOES SPON ADR PFD 10553010 2257 69300 SH SHARED 69300 D BRASKEM S A SP ADR PFD A 10553210 81 6700 SH SHARED 6700 D BRASKEM S A SP ADR PFD A 10553210 97 8000 SH SHARED 15 8000 D BRIGGS & STRATTON CORP COM 10904310 8273 265946 SH SHARED 265946 D BRIGGS & STRATTON CORP COM 10904310 74 2399 SH SHARED 01 2399 D BRIGGS & STRATTON CORP COM 10904310 23 749 SH SHARED 02 749 D BRIGGS & STRATTON CORP COM 10904310 205 6600 SH SHARED 10 6600 D BRIGGS & STRATTON CORP COM 10904310 513 16500 SH SHARED 17 15900 600 D BRIGGS & STRATTON CORP COM 10904310 68 2200 SH SHARED 21 2200 D BRIGHAM EXPLORATION CO COM 10917810 50 6328 SH SHARED 6328 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 235 6241 SH SHARED 6241 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 45 1200 SH SHARED 01 1200 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 14 387 SH SHARED 02 387 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 113 3000 SH SHARED 10 3000 D BRIGHTPOINT INC COM NEW 10947340 192 14236 SH SHARED 14236 D BRIGHTPOINT INC COM NEW 10947340 110 8190 SH SHARED 01 8190 D BRIGHTPOINT INC COM NEW 10947340 353 26189 SH SHARED 02 26189 D BRIGHTPOINT INC COM NEW 10947340 58 4300 SH SHARED 10 4300 D BRIGHTPOINT INC COM NEW 10947340 946 70080 SH SHARED 17 70080 D BRINKER INTL INC COM 10964110 5439 149836 SH SHARED 84800 65036 D BRINKER INTL INC COM 10964110 1043 28750 SH SHARED 01 28750 D BRINKER INTL INC COM 10964110 1412 38907 SH SHARED 02 38907 D BRINKER INTL INC COM 10964110 159 4382 SH SHARED 06 4382 D BRINKER INTL INC COM 10964110 8468 233300 SH SHARED 10 233300 D BRINKER INTL INC COM 10964110 190 5237 SH SHARED 14 5237 D BRINKER INTL INC COM 10964110 4819 132774 SH SHARED 17 23174 109600 D BRINKS CO COM 10969610 169 3000 SH SHARED 2900 100 D BRINKS CO COM 10969610 863 15300 SH SHARED 01 15300 D BRINKS CO COM 10969610 662 11744 SH SHARED 02 11744 D BRINKS CO COM 10969610 16 300 SH SHARED 06 300 D BRINKS CO COM 10969610 332 5900 SH SHARED 17 5700 200 D BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AN 9980 10000000 PRN SHARED 10000000 D BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AN 1247 1250000 PRN SHARED 02 1250000 D BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AN 369 370000 PRN SHARED 06 370000 D BRISTOL MYERS SQUIBB CO COM 11012210 3003215116133637 SH SHARED 115995469 138168 D BRISTOL MYERS SQUIBB CO COM 11012210 1783 68973 SH SHR/OTHR 68973 D BRISTOL MYERS SQUIBB CO COM 11012210 10956 423703 SH SHARED 01 423703 D BRISTOL MYERS SQUIBB CO COM 11012210 14505 560909 SH SHARED 02 560909 D BRISTOL MYERS SQUIBB CO COM 11012210 7111 275000 SH SHARED 04 275000 D BRISTOL MYERS SQUIBB CO COM 11012210 9055 350160 SH SHARED 06 350160 D BRISTOL MYERS SQUIBB CO COM 11012210 2838 109759 SH SHARED 10 52013 57746 D BRISTOL MYERS SQUIBB CO COM 11012210 500 19356 SH SHARED 14 19356 D BRISTOL MYERS SQUIBB CO COM 11012210 5181 200350 SH SHARED 15 200350 D BRISTOL MYERS SQUIBB CO COM 11012210 108141 4181808 SH SHARED 17 4149108 32700 D BRISTOL MYERS SQUIBB CO COM 11012210 394 15250 SH SHARED 19 15250 D BRISTOL MYERS SQUIBB CO COM 11012210 198 7666 SH SHARED 20 1010 6656 D BRISTOL MYERS SQUIBB CO COM 11012210 60 2328 SH SHR/OTHR 20 2328 D BRISTOL MYERS SQUIBB CO COM 11012210 6685 258540 SH SHARED 21 258540 D BRISTOL MYERS SQUIBB CO COM 11012210 455 17600 SH SHARED 22 17000 600 D BRISTOL MYERS SQUIBB CO COM 11012210 26 1034 SH SHR/OTHR 22 1034 D BRISTOL MYERS SQUIBB CO COM 11012210 2745 106160 SH SHARED 23 105560 600 D BRISTOL MYERS SQUIBB CO COM 11012210 53701 2076629 SH SHR/OTHR 23 2076629 D BRISTOL WEST HLDGS INC COM 11037M10 790 49418 SH SHARED 49418 D BRISTOL WEST HLDGS INC COM 11037M10 11 711 SH SHARED 02 711 D BRISTOW GROUP INC COM 11039410 208 5805 SH SHARED 5805 D BRISTOW GROUP INC COM 11039410 18 505 SH SHARED 02 505 D BRISTOW GROUP INC COM 11039410 61 1700 SH SHARED 10 1700 D BRISTOW GROUP INC COM 11039410 32 900 SH SHARED 17 900 D BRITISH SKY BROADCASTING GRO SPONSORED ADR 11101310 915 21550 SH SHARED 21550 D BROADBAND HOLDRS TR DEPOSITRY RCPT 11130P10 2367 140000 SH SHARED 140000 D BROADBAND HOLDRS TR DEPOSITRY RCPT 11130P10 0 10 SH SHARED 02 10 D BROADCOM CORP CL A 11132010 151 5000 SH SHARED 5000 D BROADCOM CORP CL A 11132010 49961 1647249 SH SHARED 1639625 7624 D BROADCOM CORP CL A 11132010 30 1012 SH SHR/OTHR 1012 D BROADCOM CORP CL A 11132010 3087 101800 SH SHARED 01 101800 D BROADCOM CORP CL A 11132010 6228 205374 SH SHARED 02 205374 D BROADCOM CORP CL A 11132010 2426 80000 SH SHARED 04 80000 D BROADCOM CORP CL A 11132010 2290 75530 SH SHARED 06 75530 D BROADCOM CORP CL A 11132010 92488 3049404 SH SHARED 10 1235439 1482200 331765 D BROADCOM CORP CL A 11132010 225 7420 SH SHARED 14 7420 D BROADCOM CORP CL A 11132010 1061 35000 SH SHARED 15 35000 D BROADCOM CORP CL A 11132010 32490 1071241 SH SHARED 17 1067191 4050 D BROADCOM CORP CL A 11132010 7 262 SH SHARED 23 262 D BROADWING CORP COM 11161E10 2068 199863 SH SHARED 199863 D BROADWING CORP COM 11161E10 124 12000 SH SHARED 01 12000 D BROADWING CORP COM 11161E10 274 26500 SH SHARED 10 26500 D BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/0 111621AB 7738 7793000 PRN SHARED 7793000 D BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/0 111621AB 1826 1839000 PRN SHARED 02 1839000 D BROCADE COMMUNICATIONS SYS I COM 11162110 558 90998 SH SHARED 90998 D BROCADE COMMUNICATIONS SYS I COM 11162110 44 7284 SH SHARED 02 7284 D BROCADE COMMUNICATIONS SYS I COM 11162110 130 21300 SH SHARED 10 21300 D BRONCO DRILLING CO INC COM 11221110 302 14462 SH SHARED 14462 D BRONCO DRILLING CO INC COM 11221110 5663 271100 SH SHARED 17 271100 D BROOKDALE SR LIVING INC COM 11246310 9046 202207 SH SHARED 202207 D BROOKDALE SR LIVING INC COM 11246310 8 200 SH SHARED 01 200 D BROOKDALE SR LIVING INC COM 11246310 44 1000 SH SHARED 02 1000 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 3161 77820 SH SHARED 73775 4045 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 6 159 SH SHARED 01 159 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 115 2850 SH SHARED 06 2850 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 16 400 SH SHARED 10 400 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 59 1457 SH SHARED 14 1457 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 28 700 SH SHARED 17 700 D BROOKFIELD HOMES CORP COM 11272310 125 3800 SH SHARED 3800 D BROOKFIELD HOMES CORP COM 11272310 154 4680 SH SHARED 02 4680 D BROOKFIELD HOMES CORP COM 11272310 359 10900 SH SHARED 17 10900 D BROOKFIELD PPTYS CORP COM 11290010 10162 315915 SH SHARED 315850 65 D BROOKFIELD PPTYS CORP COM 11290010 3 100 SH SHARED 01 100 D BROOKFIELD PPTYS CORP COM 11290010 2665 82851 SH SHARED 02 82851 D BROOKFIELD PPTYS CORP COM 11290010 386 12000 SH SHARED 04 12000 D BROOKFIELD PPTYS CORP COM 11290010 86 2700 SH SHARED 06 2700 D BROOKFIELD PPTYS CORP COM 11290010 6 200 SH SHARED 10 200 D BROOKFIELD PPTYS CORP COM 11290010 133423 4147440 SH SHARED 11 4147440 D BROOKFIELD PPTYS CORP COM 11290010 13 409 SH SHARED 14 409 D BROOKFIELD PPTYS CORP COM 11290010 11 350 SH SHARED 17 350 D BROOKLINE BANCORP INC DEL COM 11373M10 223 16256 SH SHARED 16256 D BROOKLINE BANCORP INC DEL COM 11373M10 11 800 SH SHARED 01 800 D BROOKLINE BANCORP INC DEL COM 11373M10 9 687 SH SHARED 02 687 D BROOKS AUTOMATION INC COM 11434010 999 84664 SH SHARED 84664 D BROOKS AUTOMATION INC COM 11434010 25 2141 SH SHARED 02 2141 D BROOKS AUTOMATION INC COM 11434010 1062 90000 SH SHARED 10 90000 D BROOKS AUTOMATION INC COM 11434010 872 73932 SH SHARED 17 1700 72232 D BROWN & BROWN INC COM 11523610 146 5000 SH SHARED 5000 D BROWN & BROWN INC COM 11523610 1084 37100 SH SHARED 01 37100 D BROWN & BROWN INC COM 11523610 791 27100 SH SHARED 02 27100 D BROWN & BROWN INC COM 11523610 5 200 SH SHARED 10 200 D BROWN & BROWN INC COM 11523610 29 1000 SH SHARED 17 1000 D BROWN FORMAN CORP CL B 11563720 3436 48100 SH SHARED 48100 D BROWN FORMAN CORP CL B 11563720 1467 20537 SH SHARED 01 20537 D BROWN FORMAN CORP CL B 11563720 1497 20965 SH SHARED 02 20965 D BROWN FORMAN CORP CL B 11563720 317 4450 SH SHARED 06 4450 D BROWN FORMAN CORP CL B 11563720 7941 111150 SH SHARED 10 50150 61000 D BROWN FORMAN CORP CL B 11563720 2333 32658 SH SHARED 17 32658 D BROWN FORMAN CORP CL B 11563720 30 425 SH SHR/OTHR 21 425 D BROWN SHOE INC NEW COM 11573610 504 14795 SH SHARED 13295 1500 D BROWN SHOE INC NEW COM 11573610 127 3751 SH SHARED 01 3751 D BROWN SHOE INC NEW COM 11573610 10 307 SH SHARED 02 307 D BROWN SHOE INC NEW COM 11573610 3651 107150 SH SHARED 10 107150 D BROWN SHOE INC NEW COM 11573610 3154 92550 SH SHARED 17 20000 72550 D BROWN SHOE INC NEW COM 11573610 3067 90001 SH SHR/OTHR 23 90001 D BRUKER BIOSCIENCES CORP COM 11679410 58 10922 SH SHARED 10922 D BRUKER BIOSCIENCES CORP COM 11679410 3 621 SH SHARED 02 621 D BRUNSWICK CORP COM 11704310 5295 159274 SH SHARED 159097 177 D BRUNSWICK CORP COM 11704310 1087 32699 SH SHARED 01 32699 D BRUNSWICK CORP COM 11704310 1032 31064 SH SHARED 02 31064 D BRUNSWICK CORP COM 11704310 344 10357 SH SHARED 06 10357 D BRUNSWICK CORP COM 11704310 788 23700 SH SHARED 10 23500 200 D BRUNSWICK CORP COM 11704310 226 6803 SH SHARED 14 6803 D BRUNSWICK CORP COM 11704310 2617 78736 SH SHARED 17 77236 1500 D BRUNSWICK CORP COM 11704310 1496 45000 SH SHARED 19 45000 D BRUNSWICK CORP COM 11704310 171 5165 SH SHARED 21 5165 D BRUSH ENGINEERED MATLS INC COM 11742110 97 4671 SH SHARED 4671 D BUCA INC COM 11776910 0 34 SH SHARED 34 D BUCKEYE TECHNOLOGIES INC COM 11825510 65 8515 SH SHARED 8515 D BUCKEYE TECHNOLOGIES INC COM 11825510 29 3818 SH SHARED 02 3818 D BUCKLE INC COM 11844010 76 1830 SH SHARED 1830 D BUCKLE INC COM 11844010 37 905 SH SHARED 02 905 D BUCYRUS INTL INC NEW CL A 11875910 428 8492 SH SHARED 8492 D BUCYRUS INTL INC NEW CL A 11875910 156 3100 SH SHARED 02 3100 D BUCYRUS INTL INC NEW CL A 11875910 843 16710 SH SHARED 17 16260 450 D BUFFALO WILD WINGS INC COM 11984810 1169 30518 SH SHARED 30293 225 D BUFFALO WILD WINGS INC COM 11984810 90 2351 SH SHARED 02 2351 D BUFFALO WILD WINGS INC COM 11984810 5446 142172 SH SHARED 10 135772 6400 D BUFFALO WILD WINGS INC COM 11984810 10546 275300 SH SHARED 17 267900 7400 D BUILD A BEAR WORKSHOP COM 12007610 45 2137 SH SHARED 2137 D BUILD A BEAR WORKSHOP COM 12007610 30 1400 SH SHR/OTHR 1400 D BUILD A BEAR WORKSHOP COM 12007610 99 4625 SH SHARED 02 4625 D BUILDERS FIRSTSOURCE INC COM 12008R10 44 2201 SH SHARED 2201 D BUILDERS FIRSTSOURCE INC COM 12008R10 2 100 SH SHARED 02 100 D BUILDING MATLS HLDG CORP COM 12011310 414 14874 SH SHARED 14874 D BUILDING MATLS HLDG CORP COM 12011310 338 12145 SH SHARED 02 12145 D BUILDING MATLS HLDG CORP COM 12011310 11 400 SH SHARED 06 400 D BUILDING MATLS HLDG CORP COM 12011310 4629 166100 SH SHARED 10 166100 D BUILDING MATLS HLDG CORP COM 12011310 1226 44000 SH SHARED 17 11600 32400 D BURGER KING HLDGS INC COM 12120820 4691 297845 SH SHARED 297845 D BURGER KING HLDGS INC COM 12120820 23 1500 SH SHARED 02 1500 D BURGER KING HLDGS INC COM 12120820 114 7300 SH SHARED 10 7300 D BURGER KING HLDGS INC COM 12120820 3051 193720 SH SHARED 17 193720 D BURLINGTON NORTHN SANTA FE C COM 12189T10 51097 644765 SH SHARED 628465 16300 D BURLINGTON NORTHN SANTA FE C COM 12189T10 1135 14323 SH SHR/OTHR 14323 D BURLINGTON NORTHN SANTA FE C COM 12189T10 5955 75152 SH SHARED 01 75152 D BURLINGTON NORTHN SANTA FE C COM 12189T10 8961 113084 SH SHARED 02 113084 D BURLINGTON NORTHN SANTA FE C COM 12189T10 4127 52085 SH SHARED 06 52085 D BURLINGTON NORTHN SANTA FE C COM 12189T10 7956 100400 SH SHARED 10 85700 14700 D BURLINGTON NORTHN SANTA FE C COM 12189T10 212 2685 SH SHARED 14 2685 D BURLINGTON NORTHN SANTA FE C COM 12189T10 12753 160924 SH SHARED 17 158124 2800 D BURLINGTON NORTHN SANTA FE C COM 12189T10 433 5465 SH SHARED 20 520 4945 D BURLINGTON NORTHN SANTA FE C COM 12189T10 9 120 SH SHR/OTHR 20 120 D BURLINGTON NORTHN SANTA FE C COM 12189T10 103 1300 SH SHARED 21 1300 D BURLINGTON NORTHN SANTA FE C COM 12189T10 744 9400 SH SHR/OTHR 21 9400 D BURLINGTON NORTHN SANTA FE C COM 12189T10 176 2225 SH SHARED 22 2000 225 D BURLINGTON NORTHN SANTA FE C COM 12189T10 26 340 SH SHR/OTHR 22 340 D BURLINGTON NORTHN SANTA FE C COM 12189T10 518 6545 SH SHARED 23 6195 350 D BURLINGTON NORTHN SANTA FE C COM 12189T10 8786 110865 SH SHR/OTHR 23 110865 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 3296 121183 SH SHARED 121183 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 789 29032 SH SHARED 02 29032 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 708 26042 SH SHARED 04 26042 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 22298 819800 SH SHARED 10 819800 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 103 3800 SH SHARED 17 3800 D C&D TECHNOLOGIES INC COM 12466110 127 16971 SH SHARED 16971 D C&D TECHNOLOGIES INC COM 12466110 20 2758 SH SHARED 02 2758 D CAE INC COM 12476510 11550 1511900 SH SHARED 1511900 D CAE INC COM 12476510 3 400 SH SHARED 01 400 D CAE INC COM 12476510 741 97085 SH SHARED 02 97085 D CAE INC COM 12476510 7 1000 SH SHARED 06 1000 D CAE INC COM 12476510 13132 1718900 SH SHARED 17 1718900 D CBIZ INC COM 12480510 130 17571 SH SHARED 17571 D CBIZ INC COM 12480510 10 1430 SH SHARED 02 1430 D CBL & ASSOC PPTYS INC COM 12483010 732 18820 SH SHARED 18820 D CBL & ASSOC PPTYS INC COM 12483010 15 400 SH SHARED 01 400 D CBL & ASSOC PPTYS INC COM 12483010 151 3900 SH SHARED 02 3900 D CBL & ASSOC PPTYS INC COM 12483010 467 12000 SH SHARED 04 12000 D CBS CORP NEW CL A 12485710 1405 51950 SH SHARED 51950 D CBS CORP NEW CL A 12485710 9 347 SH SHARED 01 347 D CBS CORP NEW CL A 12485710 24 900 SH SHARED 23 900 D CBS CORP NEW CL A 12485710 2 100 SH SHR/OTHR 23 100 D CBS CORP NEW CL B 12485720 138759 5129724 SH SHARED 5122769 6955 D CBS CORP NEW CL B 12485720 132 4913 SH SHR/OTHR 4913 D CBS CORP NEW CL B 12485720 4088 151132 SH SHARED 01 151132 D CBS CORP NEW CL B 12485720 7058 260936 SH SHARED 02 260936 D CBS CORP NEW CL B 12485720 94 3500 SH SHARED 04 3500 D CBS CORP NEW CL B 12485720 1915 70807 SH SHARED 06 70807 D CBS CORP NEW CL B 12485720 582 21550 SH SHARED 10 5250 16300 D CBS CORP NEW CL B 12485720 426 15754 SH SHARED 14 15754 D CBS CORP NEW CL B 12485720 379 14025 SH SHARED 15 14025 D CBS CORP NEW CL B 12485720 12471 461061 SH SHARED 17 452411 8650 D CBS CORP NEW CL B 12485720 154 5700 SH SHARED 19 5700 D CBS CORP NEW CL B 12485720 4 150 SH SHR/OTHR 20 150 D CBS CORP NEW CL B 12485720 14 550 SH SHR/OTHR 21 550 D CBS CORP NEW CL B 12485720 218 8062 SH SHARED 22 7812 250 D CBS CORP NEW CL B 12485720 4 175 SH SHR/OTHR 22 175 D CBS CORP NEW CL B 12485720 113 4200 SH SHARED 23 1525 2675 D CBS CORP NEW CL B 12485720 350 12973 SH SHR/OTHR 23 12973 D CBRL GROUP INC NOTE 4/0 12489VAB 2419 5340000 PRN SHARED 02 5340000 D CBRL GROUP INC COM 12489V10 13819 407416 SH SHARED 407416 D CBRL GROUP INC COM 12489V10 434 12800 SH SHARED 01 12800 D CBRL GROUP INC COM 12489V10 1275 37605 SH SHARED 02 37605 D CBRL GROUP INC COM 12489V10 63 1877 SH SHARED 06 1877 D CBRL GROUP INC COM 12489V10 244 7200 SH SHARED 10 7200 D CBRL GROUP INC COM 12489V10 1193 35200 SH SHARED 17 35200 D CB RICHARD ELLIS GROUP INC CL A 12497T10 480 19300 SH SHARED 02 19300 D CB RICHARD ELLIS GROUP INC CL A 12497T10 95 3850 SH SHARED 06 3850 D CB RICHARD ELLIS GROUP INC CL A 12497T10 77 3096 SH SHARED 14 3096 D CB RICHARD ELLIS GROUP INC CL A 12497T10 2387 95900 SH SHARED 17 95900 D C COR INC COM 12501010 104 13525 SH SHARED 13525 D C COR INC COM 12501010 3 498 SH SHARED 02 498 D C COR INC COM 12501010 115 15000 SH SHARED 17 15000 D C D I CORP COM 12507110 200 6922 SH SHARED 6922 D C D I CORP COM 12507110 17 600 SH SHARED 01 600 D C D I CORP COM 12507110 0 3 SH SHARED 02 3 D C D I CORP COM 12507110 92 3200 SH SHARED 10 3200 D C D I CORP COM 12507110 52 1800 SH SHARED 17 1800 D C D W CORP COM 12512N10 9857 180377 SH SHARED 180200 177 D C D W CORP COM 12512N10 1011 18500 SH SHARED 01 18500 D C D W CORP COM 12512N10 1199 21945 SH SHARED 02 21945 D C D W CORP COM 12512N10 330 6050 SH SHARED 06 6050 D C D W CORP COM 12512N10 5 100 SH SHARED 10 100 D C D W CORP COM 12512N10 252 4614 SH SHARED 14 4614 D C D W CORP COM 12512N10 98 1800 SH SHARED 17 1800 D CEC ENTMT INC COM 12513710 881 27448 SH SHARED 27448 D CEC ENTMT INC COM 12513710 23 733 SH SHARED 02 733 D CEC ENTMT INC COM 12513710 3692 114950 SH SHARED 10 111450 3500 D CEC ENTMT INC COM 12513710 1352 42100 SH SHARED 17 500 41600 D CE FRANKLIN LTD COM 12515110 36 2500 SH SHARED 2500 D CF INDS HLDGS INC COM 12526910 3432 240716 SH SHR/OTHR 240716 D CF INDS HLDGS INC COM 12526910 5411 379508 SH SHARED 379508 D CH ENERGY GROUP INC COM 12541M10 191 3988 SH SHARED 3988 D CH ENERGY GROUP INC COM 12541M10 9 200 SH SHARED 01 200 D CH ENERGY GROUP INC COM 12541M10 8 179 SH SHARED 02 179 D CH ENERGY GROUP INC COM 12541M10 240 5000 SH SHARED 10 5000 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 19875 372900 SH SHARED 362900 10000 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 2686 50400 SH SHARED 01 50400 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 2558 48005 SH SHARED 02 48005 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 54 1014 SH SHARED 06 1014 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 2452 46010 SH SHARED 17 45210 800 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 37 700 SH SHR/OTHR 21 700 D CIGNA CORP COM 12550910 20769 210833 SH SHARED 208073 2760 D CIGNA CORP COM 12550910 3428 34799 SH SHARED 01 34799 D CIGNA CORP COM 12550910 10200 103549 SH SHARED 02 103549 D CIGNA CORP COM 12550910 1199 12174 SH SHARED 06 12174 D CIGNA CORP COM 12550910 4537 46062 SH SHARED 10 41862 4200 D CIGNA CORP COM 12550910 50 513 SH SHARED 14 513 D CIGNA CORP COM 12550910 5952 60421 SH SHARED 17 53721 6700 D CIGNA CORP COM 12550910 581 5898 SH SHARED 23 5898 D CIGNA CORP COM 12550910 295 3000 SH SHR/OTHR 23 3000 D CIT GROUP INC COM 12558110 1631 31197 SH SHARED 31197 D CIT GROUP INC COM 12558110 21589 412879 SH SHARED 394420 18459 D CIT GROUP INC COM 12558110 1746 33400 SH SHARED 01 33400 D CIT GROUP INC COM 12558110 3297 63055 SH SHARED 02 63055 D CIT GROUP INC COM 12558110 3917 74922 SH SHARED 04 67844 7078 D CIT GROUP INC COM 12558110 1510 28879 SH SHARED 06 28879 D CIT GROUP INC COM 12558110 1092 20900 SH SHARED 10 3800 17100 D CIT GROUP INC COM 12558110 582 11139 SH SHARED 14 11139 D CIT GROUP INC COM 12558110 48812 933489 SH SHARED 17 883389 50100 D CIT GROUP INC COM 12558110 8880 169825 SH SHARED 19 169825 D CIT GROUP INC COM 12558110 36 700 SH SHR/OTHR 23 700 D CKE RESTAURANTS INC NOTE 4.000%10/0 12561EAG 5001 2565000 PRN SHARED 02 2565000 D CKE RESTAURANTS INC COM 12561E10 4511 271585 SH SHARED 271585 D CKE RESTAURANTS INC COM 12561E10 7 465 SH SHARED 02 465 D CKE RESTAURANTS INC COM 12561E10 249 15000 SH SHARED 17 15000 D CLECO CORP NEW COM 12561W10 783 33678 SH SHARED 33678 D CLECO CORP NEW COM 12561W10 62 2700 SH SHARED 01 2700 D CLECO CORP NEW COM 12561W10 9 399 SH SHARED 02 399 D CLECO CORP NEW COM 12561W10 153 6600 SH SHARED 10 6600 D CLECO CORP NEW COM 12561W10 934 40200 SH SHARED 17 40200 D CLECO CORP NEW COM 12561W10 81 3500 SH SHARED 21 3500 D CLECO CORP NEW COM 12561W10 93 4000 SH SHR/OTHR 23 4000 D CMGI INC COM 12575010 165 138268 SH SHARED 129568 8700 D CMGI INC COM 12575010 1 1322 SH SHARED 02 1322 D CMS ENERGY CORP NOTE 2.875%12/0 125896AW 21320 20000000 PRN SHARED 20000000 D CMS ENERGY CORP NOTE 2.875%12/0 125896AW 6937 6508000 PRN SHARED 02 6508000 D CMS ENERGY CORP NOTE 3.375% 7/1 125896AY 2286 1755000 PRN SHARED 02 1755000 D CMS ENERGY CORP COM 12589610 5539 428100 SH SHARED 428100 D CMS ENERGY CORP COM 12589610 477 36900 SH SHARED 01 36900 D CMS ENERGY CORP COM 12589610 765 59145 SH SHARED 02 59145 D CMS ENERGY CORP COM 12589610 143 11100 SH SHARED 06 11100 D CMS ENERGY CORP COM 12589610 5408 417982 SH SHARED 17 417982 D CMS ENERGY CORP COM 12589610 64 5000 SH SHR/OTHR 23 5000 D CSS INDS INC COM 12590610 28 983 SH SHARED 983 D CSK AUTO CORP COM 12596510 780 65218 SH SHARED 65218 D CSK AUTO CORP COM 12596510 5 442 SH SHARED 02 442 D CSK AUTO CORP COM 12596510 895 74800 SH SHARED 10 74800 D CSK AUTO CORP COM 12596510 733 61300 SH SHARED 17 300 61000 D CNA FINL CORP COM 12611710 9556 289946 SH SHARED 289946 D CNA FINL CORP COM 12611710 88 2699 SH SHARED 01 2699 D CNA FINL CORP COM 12611710 412 12524 SH SHARED 02 12524 D CNA FINL CORP COM 12611710 94 2870 SH SHARED 14 2870 D CNA SURETY CORP COM 12612L10 61 3576 SH SHARED 3576 D CNA SURETY CORP COM 12612L10 1 83 SH SHARED 02 83 D CNET NETWORKS INC COM 12613R10 1217 152601 SH SHARED 152601 D CNET NETWORKS INC COM 12613R10 39 5000 SH SHARED 01 5000 D CNET NETWORKS INC COM 12613R10 195 24523 SH SHARED 02 24523 D CNET NETWORKS INC COM 12613R10 726 91100 SH SHARED 10 91100 D CNET NETWORKS INC COM 12613R10 812 101800 SH SHARED 17 16800 85000 D CNOOC LTD SPONSORED ADR 12613210 2652 33003 SH SHARED 33003 D CNS INC COM 12613610 85 3471 SH SHARED 3471 D CNS INC COM 12613610 12 499 SH SHARED 02 499 D CPFL ENERGIA S A SPONSORED ADR 12615310 362 9930 SH SHARED 9930 D CPFL ENERGIA S A SPONSORED ADR 12615310 5625 153900 SH SHARED 10 153900 D CP HOLDRS DEP RCPTS CP 12616K10 22 200 SH SHR/OTHR 23 200 D CNX GAS CORP COM 12618H30 51 1700 SH SHARED 02 1700 D CNX GAS CORP COM 12618H30 780 26000 SH SHARED 17 26000 D CPI INTERNATIONAL INC COM 12618M10 23 1587 SH SHARED 02 1587 D CRA INTL INC COM 12618T10 185 4107 SH SHARED 4107 D CRA INTL INC COM 12618T10 3 75 SH SHARED 02 75 D CSG SYS INTL INC COM 12634910 359 14523 SH SHARED 14523 D CSG SYS INTL INC COM 12634910 499 20200 SH SHARED 01 20200 D CSG SYS INTL INC COM 12634910 435 17603 SH SHARED 02 17603 D CSG SYS INTL INC COM 12634910 5799 234400 SH SHARED 10 234400 D CSG SYS INTL INC COM 12634910 3495 141300 SH SHARED 17 36600 104700 D CSX CORP DBCV 10/3 126408GA 6350 5052000 PRN SHARED 5052000 D CSX CORP DBCV 10/3 126408GA 439 350000 PRN SHARED 06 350000 D CSX CORP COM 12640810 31068 441060 SH SHARED 440765 295 D CSX CORP COM 12640810 422 6000 SH SHR/OTHR 6000 D CSX CORP COM 12640810 3213 45625 SH SHARED 01 45625 D CSX CORP COM 12640810 13547 192333 SH SHARED 02 192333 D CSX CORP COM 12640810 1372 19490 SH SHARED 06 19490 D CSX CORP COM 12640810 3747 53200 SH SHARED 10 53000 200 D CSX CORP COM 12640810 3930 55800 SH SHARED 14 55800 D CSX CORP COM 12640810 7904 112210 SH SHARED 17 111410 800 D CSX CORP COM 12640810 353 5016 SH SHARED 23 5016 D CSX CORP COM 12640810 2028 28800 SH SHR/OTHR 23 28800 D CTC MEDIA INC COM 12642X10 273 15000 SH SHARED 15000 D CTC MEDIA INC COM 12642X10 2583 141500 SH SHARED 01 141500 D CTC MEDIA INC COM 12642X10 5625 308100 SH SHARED 10 308100 D CT COMMUNICATIONS INC COM NEW 12642640 97 4253 SH SHARED 4253 D CT COMMUNICATIONS INC COM NEW 12642640 105 4600 SH SHARED 01 4600 D CT COMMUNICATIONS INC COM NEW 12642640 2 130 SH SHARED 02 130 D CT COMMUNICATIONS INC COM NEW 12642640 3023 132200 SH SHARED 10 132200 D CT COMMUNICATIONS INC COM NEW 12642640 1001 43800 SH SHARED 17 43800 D CTS CORP NOTE 2.125% 5/0 126501AC 6552 6000000 PRN SHARED 6000000 D CTS CORP COM 12650110 160 10788 SH SHARED 10788 D CTS CORP COM 12650110 9 653 SH SHARED 02 653 D CVB FINL CORP COM 12660010 243 15529 SH SHARED 15529 D CVB FINL CORP COM 12660010 6 426 SH SHARED 01 426 D CVB FINL CORP COM 12660010 21 1386 SH SHARED 02 1386 D CVB FINL CORP COM 12660010 1245 79543 SH SHARED 10 79543 D CVB FINL CORP COM 12660010 15 1000 SH SHARED 17 1000 D CVS CORP COM 12665010 129583 4220948 SH SHARED 1023952 3196996 D CVS CORP COM 12665010 15 500 SH SHR/OTHR 500 D CVS CORP COM 12665010 4611 150202 SH SHARED 01 150202 D CVS CORP COM 12665010 7422 241767 SH SHARED 02 241767 D CVS CORP COM 12665010 48275 1572500 SH SHARED 04 1572500 D CVS CORP COM 12665010 33518 1091818 SH SHARED 06 1091818 D CVS CORP COM 12665010 6999 228000 SH SHARED 10 142500 85500 D CVS CORP COM 12665010 12 420 SH SHARED 14 420 D CVS CORP COM 12665010 5833 190000 SH SHARED 16 190000 D CVS CORP COM 12665010 12761 415670 SH SHARED 17 392670 23000 D CVS CORP COM 12665010 744 24258 SH SHARED 18 24258 D CVS CORP COM 12665010 12 400 SH SHARED 20 400 D CVS CORP COM 12665010 15 500 SH SHR/OTHR 22 500 D CVS CORP COM 12665010 4012 130700 SH SHARED 23 130100 600 D CVS CORP COM 12665010 3858 125700 SH SHR/OTHR 23 125700 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 1556 1917000 PRN SHARED 1917000 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 406 500000 PRN SHARED 02 500000 D CV THERAPEUTICS INC NOTE 2.750% 5/1 126667AF 6474 6500000 PRN SHARED 02 6500000 D CV THERAPEUTICS INC COM 12666710 2 200 SH SHARED 200 D CV THERAPEUTICS INC COM 12666710 2362 169102 SH SHARED 169102 D CV THERAPEUTICS INC COM 12666710 41 3000 SH SHR/OTHR 3000 D CV THERAPEUTICS INC COM 12666710 50 3600 SH SHARED 01 3600 D CV THERAPEUTICS INC COM 12666710 59 4247 SH SHARED 02 4247 D CV THERAPEUTICS INC COM 12666710 293 21000 SH SHARED 04 21000 D CV THERAPEUTICS INC COM 12666710 13 1000 SH SHARED 17 1000 D CA INC COM 12673P10 5795 282040 SH SHARED 278229 3811 D CA INC COM 12673P10 2191 106632 SH SHARED 01 106632 D CA INC COM 12673P10 3784 184140 SH SHARED 02 184140 D CA INC COM 12673P10 841 40940 SH SHARED 06 40940 D CA INC COM 12673P10 209 10200 SH SHARED 10 10200 D CA INC COM 12673P10 1113 54167 SH SHARED 14 54167 D CA INC COM 12673P10 3904 190018 SH SHARED 17 178311 11707 D CABELAS INC COM 12680430 162 8426 SH SHARED 8426 D CABELAS INC COM 12680430 66 3450 SH SHARED 02 3450 D CABELAS INC COM 12680430 261 13600 SH SHARED 17 13600 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 110541 5153466 SH SHARED 5152828 638 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 1276 59500 SH SHARED 02 59500 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 172 8020 SH SHARED 06 8020 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 17 800 SH SHARED 10 800 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 301 14043 SH SHARED 14 14043 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 1462 68200 SH SHARED 17 65500 2700 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 96 4520 SH SHARED 21 4520 D CABLE DESIGN TECHNOLOGIES CO SDCV 4.000% 7/1 126924AB 4995 2718000 PRN SHARED 2718000 D CABOT CORP COM 12705510 182 5300 SH SHARED 5300 D CABOT CORP COM 12705510 531 15400 SH SHARED 01 15400 D CABOT CORP COM 12705510 727 21086 SH SHARED 02 21086 D CABOT CORP COM 12705510 37 1100 SH SHR/OTHR 23 1100 D CABOT MICROELECTRONICS CORP COM 12709P10 885 29210 SH SHARED 29210 D CABOT MICROELECTRONICS CORP COM 12709P10 221 7307 SH SHARED 01 7307 D CABOT MICROELECTRONICS CORP COM 12709P10 133 4401 SH SHARED 02 4401 D CABOT MICROELECTRONICS CORP COM 12709P10 133 4400 SH SHARED 10 4400 D CABOT MICROELECTRONICS CORP COM 12709P10 151 5000 SH SHARED 17 5000 D CABOT OIL & GAS CORP COM 12709710 4622 94335 SH SHARED 94335 D CABOT OIL & GAS CORP COM 12709710 147 3000 SH SHARED 02 3000 D CABOT OIL & GAS CORP COM 12709710 1587 32400 SH SHARED 10 32400 D CABOT OIL & GAS CORP COM 12709710 568 11600 SH SHARED 17 11600 D CACHE INC COM NEW 12715030 41 2407 SH SHARED 2407 D CACHE INC COM NEW 12715030 90 5200 SH SHARED 01 5200 D CACHE INC COM NEW 12715030 7 445 SH SHARED 02 445 D CACHE INC COM NEW 12715030 917 52900 SH SHARED 10 52900 D CACI INTL INC CL A 12719030 384 6600 SH SHARED 6600 D CACI INTL INC CL A 12719030 96 1650 SH SHARED 02 1650 D CACI INTL INC CL A 12719030 10884 186600 SH SHARED 10 143700 42900 D CACI INTL INC CL A 12719030 8358 143300 SH SHARED 17 143300 D CACI INTL INC CL A 12719030 349 6000 SH SHR/OTHR 21 6000 D CACI INTL INC CL A 12719030 55 950 SH SHR/OTHR 23 950 D CADBURY SCHWEPPES PLC ADR 12720930 155 4000 SH SHR/OTHR 21 4000 D CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB 21469 18800000 PRN SHARED 18800000 D CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB 8618 7547000 PRN SHARED 02 7547000 D CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB 5710 5000000 PRN SHARED 04 5000000 D CADENCE DESIGN SYSTEM INC COM 12738710 19027 1111427 SH SHARED 1010718 100709 D CADENCE DESIGN SYSTEM INC COM 12738710 1828 106800 SH SHARED 01 106800 D CADENCE DESIGN SYSTEM INC COM 12738710 1612 94202 SH SHARED 02 94202 D CADENCE DESIGN SYSTEM INC COM 12738710 195 11430 SH SHARED 06 11430 D CADENCE DESIGN SYSTEM INC COM 12738710 25162 1469800 SH SHARED 10 765200 704600 D CADENCE DESIGN SYSTEM INC COM 12738710 44 2600 SH SHARED 14 2600 D CADENCE DESIGN SYSTEM INC COM 12738710 3812 222710 SH SHARED 17 4310 218400 D CAESARS ENTMT INC FRNT 4/1 127687AB 49023 39000000 PRN SHARED 39000000 D CAESARS ENTMT INC FRNT 4/1 127687AB 14928 11876000 PRN SHARED 02 11876000 D CAL DIVE INTL INC NOTE 3.250%12/1 127914AB 10550 7100000 PRN SHARED 7100000 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 995 62247 SH SHARED 62247 D CALAMOS ASSET MGMT INC CL A 12811R10 153 5280 SH SHARED 5280 D CALAMOS ASSET MGMT INC CL A 12811R10 78 2700 SH SHARED 01 2700 D CALAMOS ASSET MGMT INC CL A 12811R10 521 18000 SH SHARED 10 18000 D CALAMOS ASSET MGMT INC CL A 12811R10 78 2700 SH SHARED 17 2700 D CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 63 3300 SH SHARED 3300 D CALAMOS GLOBAL TOTAL RETURN COM SH BEN INT 12811810 150 10233 SH SHARED 10233 D CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 12812510 3 250 SH SHARED 250 D CALGON CARBON CORP COM 12960310 92 15262 SH SHARED 15262 D CALIFORNIA COASTAL CMNTYS IN COM NEW 12991520 53 1657 SH SHARED 1657 D CALIFORNIA COASTAL CMNTYS IN COM NEW 12991520 19 604 SH SHARED 02 604 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 120 4377 SH SHARED 4377 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 34 1264 SH SHR/OTHR 1264 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 24 900 SH SHARED 01 900 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 256 9321 SH SHARED 02 9321 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 118 4300 SH SHARED 10 4300 D CALIFORNIA WTR SVC GROUP COM 13078810 290 8139 SH SHARED 8139 D CALIFORNIA WTR SVC GROUP COM 13078810 6 194 SH SHARED 02 194 D CALIFORNIA WTR SVC GROUP COM 13078810 289 8100 SH SHARED 10 8100 D CALIPER LIFE SCIENCES INC COM 13087210 43 8647 SH SHARED 8647 D CALIPER LIFE SCIENCES INC COM 13087210 26 5372 SH SHARED 02 5372 D CALLAWAY GOLF CO COM 13119310 2994 230500 SH SHARED 229500 1000 D CALLAWAY GOLF CO COM 13119310 180 13900 SH SHARED 01 13900 D CALLAWAY GOLF CO COM 13119310 161 12422 SH SHARED 02 12422 D CALLAWAY GOLF CO COM 13119310 142 11000 SH SHARED 10 11000 D CALLAWAY GOLF CO COM 13119310 466 35900 SH SHARED 17 34300 1600 D CALLON PETE CO DEL COM 13123X10 69 3601 SH SHARED 3601 D CALLON PETE CO DEL COM 13123X10 73 3800 SH SHARED 01 3800 D CALLON PETE CO DEL COM 13123X10 1839 95100 SH SHARED 10 95100 D CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 13147610 25384 800000 SH SHARED 02 800000 D CAMBIOR INC COM 13201L10 115 43021 SH SHARED 43021 D CAMBIOR INC COM 13201L10 807 300000 SH SHARED 04 300000 D CAMBREX CORP COM 13201110 140 6757 SH SHARED 6757 D CAMBREX CORP COM 13201110 4 222 SH SHARED 02 222 D CAMBREX CORP COM 13201110 10 500 SH SHARED 17 500 D CAMBRIDGE DISPLAY TECH INC COM 13219310 7 973 SH SHARED 02 973 D CAMDEN NATL CORP COM 13303410 60 1512 SH SHARED 1512 D CAMDEN NATL CORP COM 13303410 5 142 SH SHARED 02 142 D CAMDEN NATL CORP COM 13303410 159 4000 SH SHARED 10 4000 D CAMDEN PPTY TR SH BEN INT 13313110 5914 80420 SH SHARED 78020 2400 D CAMDEN PPTY TR SH BEN INT 13313110 14 200 SH SHARED 01 200 D CAMDEN PPTY TR SH BEN INT 13313110 360 4900 SH SHARED 02 4900 D CAMDEN PPTY TR SH BEN INT 13313110 110 1500 SH SHARED 14 1500 D CAMDEN PPTY TR SH BEN INT 13313110 44 600 SH SHARED 17 600 D CAMECO CORP COM 13321L10 16571 414600 SH SHARED 414600 D CAMECO CORP COM 13321L10 25189 630214 SH SHARED 624800 5414 D CAMECO CORP COM 13321L10 95 2400 SH SHR/OTHR 2400 D CAMECO CORP COM 13321L10 11 300 SH SHARED 01 300 D CAMECO CORP COM 13321L10 3453 86400 SH SHARED 02 86400 D CAMECO CORP COM 13321L10 925 23164 SH SHARED 06 23164 D CAMECO CORP COM 13321L10 55 1400 SH SHARED 10 1400 D CAMECO CORP COM 13321L10 983 24604 SH SHARED 14 24604 D CAMECO CORP COM 13321L10 147 3700 SH SHARED 17 3700 D CAMERON INTERNATIONAL CORP COM 13342B10 25279 529189 SH SHARED 373734 155455 D CAMERON INTERNATIONAL CORP COM 13342B10 2774 58070 SH SHR/OTHR 58070 D CAMERON INTERNATIONAL CORP COM 13342B10 1619 33900 SH SHARED 01 33900 D CAMERON INTERNATIONAL CORP COM 13342B10 10752 225082 SH SHARED 02 225082 D CAMERON INTERNATIONAL CORP COM 13342B10 8729 182750 SH SHARED 06 182750 D CAMERON INTERNATIONAL CORP COM 13342B10 53047 1110477 SH SHARED 10 287417 822560 500 D CAMERON INTERNATIONAL CORP COM 13342B10 278 5824 SH SHARED 14 5824 D CAMERON INTERNATIONAL CORP COM 13342B10 3343 70000 SH SHARED 16 70000 D CAMERON INTERNATIONAL CORP COM 13342B10 5700 119330 SH SHARED 17 118130 1200 D CAMERON INTERNATIONAL CORP COM 13342B10 432 9050 SH SHARED 20 3450 5600 D CAMERON INTERNATIONAL CORP COM 13342B10 8 170 SH SHR/OTHR 20 170 D CAMERON INTERNATIONAL CORP COM 13342B10 145 3040 SH SHARED 21 3040 D CAMERON INTERNATIONAL CORP COM 13342B10 28 600 SH SHR/OTHR 21 600 D CAMERON INTERNATIONAL CORP COM 13342B10 1021 21375 SH SHARED 22 15825 5550 D CAMERON INTERNATIONAL CORP COM 13342B10 121 2550 SH SHR/OTHR 22 2550 D CAMERON INTERNATIONAL CORP COM 13342B10 1915 40105 SH SHARED 23 34055 6050 D CAMERON INTERNATIONAL CORP COM 13342B10 1609 33685 SH SHR/OTHR 23 33685 D CAMPBELL SOUP CO COM 13442910 30104 811210 SH SHARED 807190 4020 D CAMPBELL SOUP CO COM 13442910 89 2400 SH SHR/OTHR 2400 D CAMPBELL SOUP CO COM 13442910 3466 93403 SH SHARED 01 93403 D CAMPBELL SOUP CO COM 13442910 3104 83663 SH SHARED 02 83663 D CAMPBELL SOUP CO COM 13442910 2783 75000 SH SHARED 04 75000 D CAMPBELL SOUP CO COM 13442910 2198 59230 SH SHARED 06 59230 D CAMPBELL SOUP CO COM 13442910 549 14800 SH SHARED 10 14800 D CAMPBELL SOUP CO COM 13442910 92 2500 SH SHARED 14 2500 D CAMPBELL SOUP CO COM 13442910 4334 116794 SH SHARED 17 106894 9900 D CAMPBELL SOUP CO COM 13442910 148 4000 SH SHR/OTHR 22 4000 D CAMPBELL SOUP CO COM 13442910 118 3200 SH SHR/OTHR 23 3200 D CDN IMPERIAL BK OF COMMERCE COM 13606910 5921 88217 SH SHARED 86403 1814 D CDN IMPERIAL BK OF COMMERCE COM 13606910 13 200 SH SHARED 01 200 D CDN IMPERIAL BK OF COMMERCE COM 13606910 9993 148892 SH SHARED 02 148892 D CDN IMPERIAL BK OF COMMERCE COM 13606910 46984 700000 SH SHARED 04 700000 D CDN IMPERIAL BK OF COMMERCE COM 13606910 523 7802 SH SHARED 06 7802 D CDN IMPERIAL BK OF COMMERCE COM 13606910 20 300 SH SHARED 10 300 D CDN IMPERIAL BK OF COMMERCE COM 13606910 511 7627 SH SHARED 14 7627 D CDN IMPERIAL BK OF COMMERCE COM 13606910 48 720 SH SHARED 17 720 D CANADIAN NATL RY CO COM 13637510 20105 459544 SH SHARED 453826 5718 D CANADIAN NATL RY CO COM 13637510 147 3366 SH SHR/OTHR 3366 D CANADIAN NATL RY CO COM 13637510 9564 218610 SH SHARED 01 217600 1010 D CANADIAN NATL RY CO COM 13637510 25689 587196 SH SHARED 02 587196 D CANADIAN NATL RY CO COM 13637510 109 2500 SH SHARED 04 2500 D CANADIAN NATL RY CO COM 13637510 22542 515266 SH SHARED 06 515266 D CANADIAN NATL RY CO COM 13637510 14821 338780 SH SHARED 10 5370 332810 600 D CANADIAN NATL RY CO COM 13637510 441 10100 SH SHARED 14 10100 D CANADIAN NATL RY CO COM 13637510 1127 25760 SH SHARED 15 25760 D CANADIAN NATL RY CO COM 13637510 2625 60000 SH SHARED 16 60000 D CANADIAN NATL RY CO COM 13637510 3016 68954 SH SHARED 17 67354 1600 D CANADIAN NAT RES LTD COM 13638510 74320 1342018 SH SHARED 1336330 5688 D CANADIAN NAT RES LTD COM 13638510 19 346 SH SHARED 01 346 D CANADIAN NAT RES LTD COM 13638510 35387 638992 SH SHARED 02 638992 D CANADIAN NAT RES LTD COM 13638510 40381 729170 SH SHARED 04 729170 D CANADIAN NAT RES LTD COM 13638510 34990 631823 SH SHARED 06 631823 D CANADIAN NAT RES LTD COM 13638510 121 2200 SH SHARED 10 2200 D CANADIAN NAT RES LTD COM 13638510 970 17526 SH SHARED 14 17526 D CANADIAN NAT RES LTD COM 13638510 886 16000 SH SHARED 15 16000 D CANADIAN NAT RES LTD COM 13638510 8905 160800 SH SHARED 16 160800 D CANADIAN NAT RES LTD COM 13638510 315 5700 SH SHARED 17 5700 D CANADIAN PAC RY LTD COM 13645T10 20764 406032 SH SHARED 405855 177 D CANADIAN PAC RY LTD COM 13645T10 67 1325 SH SHR/OTHR 1325 D CANADIAN PAC RY LTD COM 13645T10 15 300 SH SHARED 01 300 D CANADIAN PAC RY LTD COM 13645T10 9700 189692 SH SHARED 02 189692 D CANADIAN PAC RY LTD COM 13645T10 4858 95000 SH SHARED 04 95000 D CANADIAN PAC RY LTD COM 13645T10 69 1354 SH SHARED 06 1354 D CANADIAN PAC RY LTD COM 13645T10 10 200 SH SHARED 10 200 D CANADIAN PAC RY LTD COM 13645T10 30 601 SH SHARED 17 601 D CANDELA CORP COM 13690710 94 5943 SH SHARED 5943 D CANDELA CORP COM 13690710 31 2000 SH SHR/OTHR 2000 D CANDELA CORP COM 13690710 28 1800 SH SHARED 01 1800 D CANDELA CORP COM 13690710 141 8900 SH SHARED 02 8900 D CANDELA CORP COM 13690710 383 24200 SH SHARED 17 24200 D CANARGO ENERGY CORP COM 13722510 1731 2372000 SH SHARED 2372000 D CANETIC RES TR COM 13751310 222 10700 SH SHARED 10000 700 D CANETIC RES TR COM 13751310 16 800 SH SHARED 10 800 D CANETIC RES TR COM 13751310 37 1800 SH SHARED 17 1800 D CANO PETE INC COM 13780110 11 2000 SH SHR/OTHR 22 2000 D CANON INC ADR 13800630 289 3945 SH SHARED 3945 D CANON INC ADR 13800630 36 500 SH SHR/OTHR 500 D CANON INC ADR 13800630 21 300 SH SHR/OTHR 23 300 D CANTEL MEDICAL CORP COM 13809810 37 2620 SH SHARED 2620 D CANTEL MEDICAL CORP COM 13809810 22 1568 SH SHARED 02 1568 D CAPITAL CITY BK GROUP INC COM 13967410 69 2300 SH SHARED 2300 D CAPITAL CITY BK GROUP INC COM 13967410 15 522 SH SHARED 02 522 D CAPITAL CITY BK GROUP INC COM 13967410 126 4200 SH SHARED 10 4200 D CAPITAL & INCM STRTGS FD INC COM 13971Y10 4748 272903 SH SHARED 272903 D CAPITAL CORP OF THE WEST COM NEW 14006520 63 1987 SH SHARED 1987 D CAPITAL CORP OF THE WEST COM NEW 14006520 9 302 SH SHARED 02 302 D CAPITAL CROSSING BK COM 14007110 22 931 SH SHARED 931 D CAPITAL CROSSING BK COM 14007110 19 776 SH SHARED 02 776 D CAPITAL LEASE FDG INC COM 14028810 268 23566 SH SHARED 23566 D CAPITAL LEASE FDG INC COM 14028810 10464 917100 SH SHARED 17 917100 D CAPITAL ONE FINL CORP COM 14040H10 26697 312430 SH SHARED 311780 650 D CAPITAL ONE FINL CORP COM 14040H10 5251 61452 SH SHARED 01 61452 D CAPITAL ONE FINL CORP COM 14040H10 7401 86623 SH SHARED 02 86623 D CAPITAL ONE FINL CORP COM 14040H10 2483 29062 SH SHARED 06 29062 D CAPITAL ONE FINL CORP COM 14040H10 2965 34700 SH SHARED 10 31500 3200 D CAPITAL ONE FINL CORP COM 14040H10 991 11600 SH SHARED 14 11600 D CAPITAL ONE FINL CORP COM 14040H10 20302 237595 SH SHARED 17 235795 1800 D CAPITAL SOUTHWEST CORP COM 14050110 99 949 SH SHARED 949 D CAPITAL SOUTHWEST CORP COM 14050110 1 19 SH SHARED 02 19 D CAPITAL SOUTHWEST CORP COM 14050110 52 500 SH SHARED 10 500 D CAPITAL TRUST INC MD CL A NEW 14052H50 559 15699 SH SHARED 15699 D CAPITAL TRUST INC MD CL A NEW 14052H50 25 713 SH SHARED 02 713 D CAPITAL TRUST INC MD CL A NEW 14052H50 163 4600 SH SHARED 10 4600 D CAPITALSOURCE INC DBCV 1.250% 3/1 14055XAB 9850 10000000 PRN SHARED 10000000 D CAPITALSOURCE INC COM 14055X10 134 5718 SH SHARED 5718 D CAPITALSOURCE INC COM 14055X10 1237 52763 SH SHARED 02 52763 D CAPITALSOURCE INC COM 14055X10 258 11000 SH SHARED 17 10400 600 D CAPITALSOURCE INC COM 14055X10 76 3240 SH SHR/OTHR 23 3240 D CAPITOL BANCORP LTD COM 14056D10 105 2712 SH SHARED 2712 D CAPITOL BANCORP LTD COM 14056D10 4 119 SH SHARED 02 119 D CAPITOL BANCORP LTD COM 14056D10 163 4200 SH SHARED 10 4200 D CAPITOL FED FINL COM 14057C10 3 100 SH SHARED 01 100 D CAPITOL FED FINL COM 14057C10 49 1434 SH SHARED 02 1434 D CAPITOL FED FINL COM 14057C10 192 5600 SH SHARED 17 5600 D CAPSTONE TURBINE CORP COM 14067D10 8 3770 SH SHARED 3770 D CAPSTEAD MTG CORP COM NO PAR 14067E50 53 7100 SH SHARED 7100 D CARACO PHARMACEUTICAL LABS L COM 14075T10 22 2426 SH SHARED 2426 D CARACO PHARMACEUTICAL LABS L COM 14075T10 31 3400 SH SHARED 01 3400 D CARBO CERAMICS INC COM 14078110 225 4594 SH SHARED 4594 D CARBO CERAMICS INC COM 14078110 32 660 SH SHARED 02 660 D CARBO CERAMICS INC COM 14078110 34 700 SH SHARED 17 700 D CARAUSTAR INDS INC COM 14090910 62 6891 SH SHARED 6891 D CARAUSTAR INDS INC COM 14090910 73 8200 SH SHARED 01 8200 D CARAUSTAR INDS INC COM 14090910 17 1968 SH SHARED 02 1968 D CARDINAL FINL CORP COM 14149F10 76 6588 SH SHARED 6588 D CARDINAL FINL CORP COM 14149F10 7 614 SH SHARED 02 614 D CARDINAL HEALTH INC COM 14149Y10 56975 885673 SH SHARED 826863 58810 D CARDINAL HEALTH INC COM 14149Y10 225 3500 SH SHR/OTHR 3500 D CARDINAL HEALTH INC COM 14149Y10 4935 76725 SH SHARED 01 76725 D CARDINAL HEALTH INC COM 14149Y10 8409 130732 SH SHARED 02 130732 D CARDINAL HEALTH INC COM 14149Y10 2251 35000 SH SHARED 04 35000 D CARDINAL HEALTH INC COM 14149Y10 7876 122445 SH SHARED 06 122445 D CARDINAL HEALTH INC COM 14149Y10 45439 706350 SH SHARED 10 78440 614010 13900 D CARDINAL HEALTH INC COM 14149Y10 231 3602 SH SHARED 14 3602 D CARDINAL HEALTH INC COM 14149Y10 17279 268613 SH SHARED 17 244613 24000 D CARDINAL HEALTH INC COM 14149Y10 965 15005 SH SHARED 20 2185 12820 D CARDINAL HEALTH INC COM 14149Y10 83 1300 SH SHR/OTHR 20 1300 D CARDINAL HEALTH INC COM 14149Y10 126 1970 SH SHR/OTHR 23 1970 D CARDIOME PHARMA CORP COM NEW 14159U20 2240 253200 SH SHARED 253200 D CARDIOME PHARMA CORP COM NEW 14159U20 1496 169100 SH SHARED 10 169100 D CARDIOME PHARMA CORP COM NEW 14159U20 53 6000 SH SHARED 14 6000 D CAREER EDUCATION CORP COM 14166510 3443 115212 SH SHARED 115094 118 D CAREER EDUCATION CORP COM 14166510 899 30100 SH SHARED 01 30100 D CAREER EDUCATION CORP COM 14166510 4171 139553 SH SHARED 02 139553 D CAREER EDUCATION CORP COM 14166510 198 6650 SH SHARED 06 6650 D CAREER EDUCATION CORP COM 14166510 5 200 SH SHARED 10 200 D CAREER EDUCATION CORP COM 14166510 2294 76754 SH SHARED 14 76754 D CAREER EDUCATION CORP COM 14166510 923 30900 SH SHARED 17 29400 1500 D CAREMARK RX INC COM 14170510 39 800 SH SHARED 800 D CAREMARK RX INC COM 14170510 87670 1757980 SH SHARED 1553286 204694 D CAREMARK RX INC COM 14170510 2766 55481 SH SHR/OTHR 55481 D CAREMARK RX INC COM 14170510 4465 89550 SH SHARED 01 11050 78500 D CAREMARK RX INC COM 14170510 6455 129447 SH SHARED 02 129447 D CAREMARK RX INC COM 14170510 5368 107652 SH SHARED 04 105000 2652 D CAREMARK RX INC COM 14170510 14704 294850 SH SHARED 06 294850 D CAREMARK RX INC COM 14170510 52422 1051180 SH SHARED 10 549430 486750 15000 D CAREMARK RX INC COM 14170510 819 16435 SH SHARED 14 16435 D CAREMARK RX INC COM 14170510 232 4672 SH SHARED 15 4672 D CAREMARK RX INC COM 14170510 19310 387212 SH SHARED 17 361812 25400 D CAREMARK RX INC COM 14170510 313 6285 SH SHARED 20 1600 4685 D CAREMARK RX INC COM 14170510 185 3720 SH SHR/OTHR 20 3720 D CAREMARK RX INC COM 14170510 109 2200 SH SHARED 21 2200 D CAREMARK RX INC COM 14170510 22 450 SH SHR/OTHR 21 450 D CAREMARK RX INC COM 14170510 881 17685 SH SHARED 22 13550 4135 D CAREMARK RX INC COM 14170510 66 1325 SH SHR/OTHR 22 1325 D CAREMARK RX INC COM 14170510 5513 110549 SH SHARED 23 103249 7300 D CAREMARK RX INC COM 14170510 3433 68840 SH SHR/OTHR 23 68840 D CARLISLE COS INC COM 14233910 1292 16300 SH SHARED 16300 D CARLISLE COS INC COM 14233910 705 8900 SH SHARED 01 8900 D CARLISLE COS INC COM 14233910 619 7808 SH SHARED 02 7808 D CARLISLE COS INC COM 14233910 404 5100 SH SHARED 17 5100 D CARMAX INC COM 14313010 333 9411 SH SHARED 9186 225 D CARMAX INC COM 14313010 1333 37596 SH SHARED 01 37596 D CARMAX INC COM 14313010 944 26634 SH SHARED 02 26634 D CARMAX INC COM 14313010 113 3201 SH SHARED 06 3201 D CARMAX INC COM 14313010 747 21071 SH SHARED 10 20871 200 D CARMAX INC COM 14313010 215 6082 SH SHARED 17 4900 1182 D CARMIKE CINEMAS INC COM 14343640 314 14929 SH SHARED 14929 D CARMIKE CINEMAS INC COM 14343640 3 161 SH SHARED 02 161 D CARMIKE CINEMAS INC COM 14343640 101 4800 SH SHARED 10 4800 D CARNIVAL PLC ADR 14365C10 12 300 SH SHARED 300 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 26837 23645000 PRN SHARED 23645000 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 11804 10400000 PRN SHARED 02 10400000 D CARNIVAL CORP NOTE 10/2 143658AS 40527 57000000 PRN SHARED 57000000 D CARNIVAL CORP NOTE 10/2 143658AS 445 626000 PRN SHARED 02 626000 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV 32823 50420000 PRN SHARED 50420000 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV 378 582000 PRN SHARED 02 582000 D CARNIVAL CORP PAIRED CTF 14365830 185002 4432250 SH SHARED 4429011 3239 D CARNIVAL CORP PAIRED CTF 14365830 3314 79400 SH SHARED 01 79400 D CARNIVAL CORP PAIRED CTF 14365830 20144 482621 SH SHARED 02 482621 D CARNIVAL CORP PAIRED CTF 14365830 2104 50410 SH SHARED 06 50410 D CARNIVAL CORP PAIRED CTF 14365830 6457 154700 SH SHARED 10 142400 12300 D CARNIVAL CORP PAIRED CTF 14365830 277 6655 SH SHARED 14 6655 D CARNIVAL CORP PAIRED CTF 14365830 7151 171343 SH SHARED 17 169043 2300 D CARNIVAL CORP PAIRED CTF 14365830 538 12900 SH SHR/OTHR 23 12900 D CARPENTER TECHNOLOGY CORP COM 14428510 720 6242 SH SHARED 6242 D CARPENTER TECHNOLOGY CORP COM 14428510 173 1500 SH SHARED 02 1500 D CARPENTER TECHNOLOGY CORP COM 14428510 519 4500 SH SHARED 10 4500 D CARPENTER TECHNOLOGY CORP COM 14428510 450 3900 SH SHARED 17 3900 D CARRAMERICA RLTY CORP COM 14441810 52759 1184266 SH SHARED 1184266 D CARRAMERICA RLTY CORP COM 14441810 4 100 SH SHARED 01 100 D CARRAMERICA RLTY CORP COM 14441810 160 3600 SH SHARED 02 3600 D CARREKER CORP COM 14443310 212 29673 SH SHARED 29673 D CARRIZO OIL & CO INC COM 14457710 2456 78455 SH SHARED 77830 625 D CARRIZO OIL & CO INC COM 14457710 5 181 SH SHARED 02 181 D CARRIZO OIL & CO INC COM 14457710 11412 364500 SH SHARED 10 364500 D CARRIZO OIL & CO INC COM 14457710 36417 1163140 SH SHARED 17 960540 202600 D CARTER INC COM 14622910 264 10006 SH SHARED 10006 D CARTER INC COM 14622910 1014 38400 SH SHARED 02 38400 D CARTER INC COM 14622910 8721 330000 SH SHARED 10 249800 80200 D CARTER INC COM 14622910 219 8300 SH SHARED 17 8300 D CASCADE BANCORP COM 14715410 150 5275 SH SHARED 5275 D CASCADE BANCORP COM 14715410 6 240 SH SHARED 02 240 D CASCADE CORP COM 14719510 90 2299 SH SHARED 2299 D CASCADE CORP COM 14719510 110 2800 SH SHARED 01 2800 D CASCADE CORP COM 14719510 3 98 SH SHARED 02 98 D CASCADE CORP COM 14719510 1483 37500 SH SHARED 10 37500 D CASCADE CORP COM 14719510 624 15800 SH SHARED 17 15800 D CASCADE NAT GAS CORP COM 14733910 49 2328 SH SHARED 2328 D CASCADE NAT GAS CORP COM 14733910 2 121 SH SHARED 02 121 D CASELLA WASTE SYS INC CL A 14744810 58 4480 SH SHARED 4480 D CASELLA WASTE SYS INC CL A 14744810 7 541 SH SHARED 02 541 D CASEYS GEN STORES INC COM 14752810 5456 218182 SH SHARED 218182 D CASEYS GEN STORES INC COM 14752810 14 594 SH SHARED 02 594 D CASEYS GEN STORES INC COM 14752810 3288 131500 SH SHARED 10 131500 D CASEYS GEN STORES INC COM 14752810 1673 66900 SH SHARED 17 21400 45500 D CASH AMER INTL INC COM 14754D10 281 8794 SH SHARED 8794 D CASH AMER INTL INC COM 14754D10 115 3600 SH SHARED 01 3600 D CASH AMER INTL INC COM 14754D10 17 538 SH SHARED 02 538 D CASH AMER INTL INC COM 14754D10 5753 179800 SH SHARED 10 179800 D CASH AMER INTL INC COM 14754D10 1011 31600 SH SHARED 17 10900 20700 D CASTLE A M & CO COM 14841110 154 4802 SH SHARED 4802 D CASTLE A M & CO COM 14841110 18 561 SH SHARED 02 561 D CASTLE BRANDS INC COM 14843510 12 1591 SH SHARED 1591 D CASTLE CONV FD INC COM 14844310 1281 55900 SH SHARED 55900 D CASUAL MALE RETAIL GRP INC NOTE 5.000% 1/0 148711AB 483 456000 PRN SHARED 02 456000 D CASUAL MALE RETAIL GRP INC COM 14871110 60 6023 SH SHARED 6023 D CATALINA MARKETING CORP COM 14886710 460 16165 SH SHARED 16165 D CATALINA MARKETING CORP COM 14886710 352 12400 SH SHARED 01 12400 D CATALINA MARKETING CORP COM 14886710 224 7891 SH SHARED 02 7891 D CATALINA MARKETING CORP COM 14886710 2968 104300 SH SHARED 10 104300 D CATALINA MARKETING CORP COM 14886710 4029 141600 SH SHARED 17 26100 115500 D CATAPULT COMMUNICATIONS CORP COM 14901610 22 2101 SH SHARED 2101 D CATAPULT COMMUNICATIONS CORP COM 14901610 16 1517 SH SHARED 02 1517 D CATERPILLAR INC DEL COM 14912310 134 1800 SH SHARED 1400 400 D CATERPILLAR INC DEL COM 14912310 82970 1113995 SH SHARED 1034685 79310 D CATERPILLAR INC DEL COM 14912310 297 4000 SH SHR/OTHR 4000 D CATERPILLAR INC DEL COM 14912310 10732 144099 SH SHARED 01 144099 D CATERPILLAR INC DEL COM 14912310 19984 268314 SH SHARED 02 268314 D CATERPILLAR INC DEL COM 14912310 2950 39618 SH SHARED 04 38200 1418 D CATERPILLAR INC DEL COM 14912310 12113 162647 SH SHARED 06 162647 D CATERPILLAR INC DEL COM 14912310 60384 810752 SH SHARED 10 227752 472800 110200 D CATERPILLAR INC DEL COM 14912310 473 6356 SH SHARED 14 6356 D CATERPILLAR INC DEL COM 14912310 1742 23400 SH SHARED 15 23400 D CATERPILLAR INC DEL COM 14912310 25370 340639 SH SHARED 17 334939 5700 D CATERPILLAR INC DEL COM 14912310 309 4152 SH SHARED 20 532 3620 D CATERPILLAR INC DEL COM 14912310 595 8000 SH SHR/OTHR 20 8000 D CATERPILLAR INC DEL COM 14912310 59 800 SH SHARED 23 800 D CATERPILLAR INC DEL COM 14912310 1333 17900 SH SHR/OTHR 23 17900 D CATHAY GENERAL BANCORP COM 14915010 522 14373 SH SHARED 14373 D CATHAY GENERAL BANCORP COM 14915010 367 10100 SH SHARED 01 10100 D CATHAY GENERAL BANCORP COM 14915010 392 10800 SH SHARED 02 10800 D CATHAY GENERAL BANCORP COM 14915010 181 5000 SH SHARED 10 5000 D CATO CORP NEW CL A 14920510 405 15705 SH SHARED 15705 D CATO CORP NEW CL A 14920510 69 2700 SH SHARED 01 2700 D CATO CORP NEW CL A 14920510 56 2183 SH SHARED 02 2183 D CATO CORP NEW CL A 14920510 1331 51500 SH SHARED 10 51500 D CATO CORP NEW CL A 14920510 718 27800 SH SHARED 17 27800 D CAVCO INDS INC DEL COM 14956810 10 238 SH SHARED 01 238 D CBOT HLDGS INC CL A 14984K10 9 80 SH SHARED 80 D CBOT HLDGS INC CL A 14984K10 741 6200 SH SHARED 02 6200 D CBEYOND COMMUNICATIONS INC COM 14984710 458 21001 SH SHARED 21001 D CBEYOND COMMUNICATIONS INC COM 14984710 2813 128996 SH SHARED 02 128996 D CBEYOND COMMUNICATIONS INC COM 14984710 13086 600000 SH SHARED 17 600000 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 130 4900 SH SHARED 4900 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 116 4400 SH SHARED 17 4400 D CEDAR SHOPPING CTRS INC COM NEW 15060220 100 6837 SH SHARED 6837 D CEDAR SHOPPING CTRS INC COM NEW 15060220 693 47100 SH SHARED 11 47100 D CELADON GROUP INC COM 15083810 2424 110025 SH SHARED 17 110025 D CELANESE CORP DEL COM SER A 15087010 5421 265500 SH SHARED 218700 46800 D CELANESE CORP DEL COM SER A 15087010 2950 144500 SH SHARED 02 144500 D CELANESE CORP DEL COM SER A 15087010 8027 393100 SH SHARED 10 393100 D CELANESE CORP DEL COM SER A 15087010 2205 108000 SH SHARED 17 47700 60300 D CELL GENESYS INC COM 15092110 103 20567 SH SHARED 20567 D CELL GENESYS INC COM 15092110 2 594 SH SHARED 02 594 D CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AC 1673 3508000 PRN SHARED 3508000 D CELL THERAPEUTICS INC COM 15093410 199 138546 SH SHARED 138546 D CELL THERAPEUTICS INC COM 15093410 27 18801 SH SHARED 02 18801 D CELESTICA INC SUB VTG SHS 15101Q10 5248 550196 SH SHARED 550196 D CELESTICA INC SUB VTG SHS 15101Q10 1 130 SH SHARED 01 130 D CELESTICA INC SUB VTG SHS 15101Q10 2841 297851 SH SHARED 02 297851 D CELESTICA INC SUB VTG SHS 15101Q10 11 1246 SH SHARED 06 1246 D CELESTICA INC SUB VTG SHS 15101Q10 15 1600 SH SHARED 14 1600 D CELGENE CORP NOTE 1.750% 6/0 151020AC 14263 3634000 PRN SHARED 3634000 D CELGENE CORP NOTE 1.750% 6/0 151020AC 7575 1930000 PRN SHARED 02 1930000 D CELGENE CORP COM 15102010 45626 961957 SH SHARED 680683 281274 D CELGENE CORP COM 15102010 350 7400 SH SHARED 01 7400 D CELGENE CORP COM 15102010 2139 45100 SH SHARED 02 45100 D CELGENE CORP COM 15102010 36189 763000 SH SHARED 04 763000 D CELGENE CORP COM 15102010 667 14070 SH SHARED 06 14070 D CELGENE CORP COM 15102010 22129 466580 SH SHARED 10 461580 5000 D CELGENE CORP COM 15102010 213 4500 SH SHARED 14 4500 D CELGENE CORP COM 15102010 36640 772510 SH SHARED 17 767510 5000 D CELGENE CORP COM 15102010 465 9815 SH SHARED 20 9815 D CELGENE CORP COM 15102010 385 8120 SH SHR/OTHR 20 8120 D CELGENE CORP COM 15102010 68 1450 SH SHARED 21 1450 D CELGENE CORP COM 15102010 398 8400 SH SHR/OTHR 21 8400 D CELGENE CORP COM 15102010 1129 23815 SH SHARED 22 18500 5315 D CELGENE CORP COM 15102010 66 1400 SH SHR/OTHR 22 1400 D CELGENE CORP COM 15102010 3446 72655 SH SHARED 23 67805 4850 D CELGENE CORP COM 15102010 3760 79285 SH SHR/OTHR 23 79285 D CEMEX S A SPON ADR 5 ORD 15129088 9164 160874 SH SHARED 160463 411 D CEMEX S A SPON ADR 5 ORD 15129088 7211 126582 SH SHARED 04 126582 D CEMEX S A SPON ADR 5 ORD 15129088 93696 1644660 SH SHARED 10 1644660 D CEMEX S A SPON ADR 5 ORD 15129088 5116 89812 SH SHARED 17 89812 D CENDANT CORP COM 15131310 121329 7448073 SH SHARED 7446717 1356 D CENDANT CORP COM 15131310 38 2344 SH SHR/OTHR 2344 D CENDANT CORP COM 15131310 2762 169580 SH SHARED 01 169580 D CENDANT CORP COM 15131310 13378 821277 SH SHARED 02 821277 D CENDANT CORP COM 15131310 2073 127288 SH SHARED 06 127288 D CENDANT CORP COM 15131310 1137 69800 SH SHARED 10 58900 10900 D CENDANT CORP COM 15131310 110 6766 SH SHARED 14 6766 D CENDANT CORP COM 15131310 7168 440058 SH SHARED 17 432058 8000 D CENDANT CORP COM 15131310 162 10000 SH SHR/OTHR 20 10000 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 290 55839 SH SHARED 55839 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 53 10200 SH SHARED 01 10200 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 2 533 SH SHARED 02 533 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 968 186300 SH SHARED 10 186300 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 1 200 SH SHARED 17 200 D CENTENNIAL BK HLDGS INC DEL COM 15134530 167 16184 SH SHARED 16184 D CENTENNIAL BK HLDGS INC DEL COM 15134530 6 641 SH SHARED 02 641 D CENTENE CORP DEL COM 15135B10 2233 94918 SH SHARED 94593 325 D CENTENE CORP DEL COM 15135B10 23 1000 SH SHARED 01 1000 D CENTENE CORP DEL COM 15135B10 883 37550 SH SHARED 02 37550 D CENTENE CORP DEL COM 15135B10 1811 77000 SH SHARED 04 77000 D CENTENE CORP DEL COM 15135B10 9798 416420 SH SHARED 10 414420 2000 D CENTENE CORP DEL COM 15135B10 463 19700 SH SHARED 14 19700 D CENTENE CORP DEL COM 15135B10 19158 814200 SH SHARED 17 548800 265400 D CENTER FINL CORP CALIF COM 15146E10 49 2111 SH SHARED 2111 D CENTER FINL CORP CALIF COM 15146E10 42 1800 SH SHARED 01 1800 D CENTER FINL CORP CALIF COM 15146E10 1446 61200 SH SHARED 10 61200 D CENTER FINL CORP CALIF COM 15146E10 957 40500 SH SHARED 17 40500 D CENTERPOINT ENERGY INC NOTE 2.875% 1/1 15189TAL 6664 6408000 PRN SHARED 02 6408000 D CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAM 37782 33200000 PRN SHARED 33200000 D CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAM 10566 9285000 PRN SHARED 02 9285000 D CENTERPOINT ENERGY INC COM 15189T10 11214 897184 SH SHARED 893041 4143 D CENTERPOINT ENERGY INC COM 15189T10 668 53501 SH SHARED 01 53501 D CENTERPOINT ENERGY INC COM 15189T10 1040 83248 SH SHARED 02 83248 D CENTERPOINT ENERGY INC COM 15189T10 326 26098 SH SHARED 06 26098 D CENTERPOINT ENERGY INC COM 15189T10 58 4700 SH SHARED 10 4700 D CENTERPOINT ENERGY INC COM 15189T10 63 5109 SH SHARED 14 5109 D CENTERPOINT ENERGY INC COM 15189T10 2258 180689 SH SHARED 17 170289 10400 D CENTERPOINT ENERGY INC COM 15189T10 100 8000 SH SHR/OTHR 23 8000 D CENTERSTATE BKS FLA INC COM 15201P10 25 1233 SH SHARED 02 1233 D CENTEX CORP COM 15231210 22073 438830 SH SHARED 438535 295 D CENTEX CORP COM 15231210 1388 27599 SH SHARED 01 27599 D CENTEX CORP COM 15231210 4151 82533 SH SHARED 02 82533 D CENTEX CORP COM 15231210 753 14980 SH SHARED 06 14980 D CENTEX CORP COM 15231210 1247 24800 SH SHARED 10 24600 200 D CENTEX CORP COM 15231210 4589 91239 SH SHARED 17 90439 800 D CENTRACORE PROPERTIES TR COM 15235H10 63 2566 SH SHARED 2566 D CENTRACORE PROPERTIES TR COM 15235H10 3 152 SH SHARED 02 152 D CENTRACORE PROPERTIES TR COM 15235H10 94 3800 SH SHARED 10 3800 D CENTRACORE PROPERTIES TR COM 15235H10 863 34900 SH SHARED 17 34900 D CENTRAL EUROPEAN DIST CORP COM 15343510 32919 1308404 SH SHARED 1308404 D CENTRAL EUROPEAN DIST CORP COM 15343510 1509 60000 SH SHARED 04 60000 D CENTRAL EUROPEAN DIST CORP COM 15343510 40 1600 SH SHARED 17 1600 D CENTRAL FGHT LINES INC NEV COM 15349110 0 60 SH SHARED 60 D CENTRAL FD CDA LTD CL A 15350110 86 10000 SH SHR/OTHR 10000 D CENTRAL GARDEN & PET CO COM 15352710 226 5256 SH SHARED 5256 D CENTRAL GARDEN & PET CO COM 15352710 75 1756 SH SHARED 02 1756 D CENTRAL GARDEN & PET CO COM 15352710 120 2800 SH SHARED 10 2800 D CENTRAL GARDEN & PET CO COM 15352710 559 13000 SH SHARED 17 13000 D CENTRAL PAC FINL CORP COM 15476010 347 8981 SH SHARED 8981 D CENTRAL PAC FINL CORP COM 15476010 50 1300 SH SHARED 01 1300 D CENTRAL PAC FINL CORP COM 15476010 12 317 SH SHARED 02 317 D CENTRAL PAC FINL CORP COM 15476010 96 2500 SH SHARED 10 2500 D CENTRAL PAC FINL CORP COM 15476010 1683 43500 SH SHARED 17 7800 35700 D CENTRAL PKG CORP COM 15478510 106 6628 SH SHARED 6628 D CENTRAL PKG CORP COM 15478510 36 2260 SH SHARED 02 2260 D CENTRAL SECS CORP COM 15512310 332 13099 SH SHARED 13099 D CENTRAL VT PUB SVC CORP COM 15577110 42 2323 SH SHARED 2323 D CENTRAL VT PUB SVC CORP COM 15577110 42 2283 SH SHARED 02 2283 D CENTRAL VT PUB SVC CORP COM 15577110 70 3800 SH SHARED 10 3800 D CENTURY ALUM CO COM 15643110 1950 54655 SH SHARED 54655 D CENTURY ALUM CO COM 15643110 187 5266 SH SHARED 02 5266 D CENTURY ALUM CO COM 15643110 3797 106400 SH SHARED 10 106400 D CENTURY ALUM CO COM 15643110 9572 268200 SH SHARED 17 243600 24600 D CEPHEID COM 15670R10 135 13912 SH SHARED 13912 D CENVEO INC COM 15670S10 9003 501566 SH SHARED 501566 D CENVEO INC COM 15670S10 129 7200 SH SHARED 01 7200 D CENVEO INC COM 15670S10 10 600 SH SHR/OTHR 23 600 D CENTURYTEL INC COM 15670010 13685 368391 SH SHARED 356710 11681 D CENTURYTEL INC COM 15670010 401 10800 SH SHR/OTHR 10800 D CENTURYTEL INC COM 15670010 1296 34900 SH SHARED 01 34900 D CENTURYTEL INC COM 15670010 1184 31872 SH SHARED 02 31872 D CENTURYTEL INC COM 15670010 360 9707 SH SHARED 06 9707 D CENTURYTEL INC COM 15670010 5056 136100 SH SHARED 10 72700 63400 D CENTURYTEL INC COM 15670010 1737 46774 SH SHARED 17 46774 D CENTURYTEL INC COM 15670010 19 522 SH SHARED 20 522 D CENTURYTEL INC COM 15670010 6 185 SH SHR/OTHR 21 185 D CENTURYTEL INC COM 15670010 18 500 SH SHR/OTHR 22 500 D CEPHALON INC NOTE 6/1 156708AK 40680 36000000 PRN SHARED 36000000 D CEPHALON INC NOTE 6/1 156708AL 2907 2500000 PRN SHARED 2500000 D CEPHALON INC NOTE 6/1 156708AL 18332 15763000 PRN SHARED 02 15763000 D CEPHALON INC NOTE 2.000% 6/0 156708AP 4286 3049000 PRN SHARED 3049000 D CEPHALON INC NOTE 2.000% 6/0 156708AP 7 5000 PRN SHARED 02 5000 D CEPHALON INC COM 15670810 137703 2291247 SH SHARED 2256767 34480 D CEPHALON INC COM 15670810 1466 24400 SH SHARED 01 24400 D CEPHALON INC COM 15670810 3470 57750 SH SHARED 02 57750 D CEPHALON INC COM 15670810 4868 81000 SH SHARED 04 81000 D CEPHALON INC COM 15670810 132 2200 SH SHARED 06 2200 D CEPHALON INC COM 15670810 5487 91300 SH SHARED 10 91300 D CEPHALON INC COM 15670810 288 4800 SH SHARED 17 4600 200 D CERADYNE INC COM 15671010 418 8462 SH SHARED 8462 D CERADYNE INC COM 15671010 44 900 SH SHARED 01 900 D CERADYNE INC COM 15671010 746 15083 SH SHARED 02 15083 D CERADYNE INC COM 15671010 7984 161334 SH SHARED 17 161334 D CERES GROUP INC COM 15677210 170 27347 SH SHARED 27347 D CERES GROUP INC COM 15677210 31 4991 SH SHARED 02 4991 D CERIDIAN CORP NEW COM 15677910 1255 51365 SH SHARED 50300 1065 D CERIDIAN CORP NEW COM 15677910 1627 66599 SH SHARED 01 66599 D CERIDIAN CORP NEW COM 15677910 1043 42704 SH SHARED 02 42704 D CERIDIAN CORP NEW COM 15677910 141 5790 SH SHARED 06 5790 D CERIDIAN CORP NEW COM 15677910 212 8700 SH SHARED 10 8700 D CERIDIAN CORP NEW COM 15677910 68 2806 SH SHARED 14 2806 D CERIDIAN CORP NEW COM 15677910 1967 80500 SH SHARED 17 23300 57200 D CERNER CORP COM 15678210 3004 80964 SH SHARED 79599 1365 D CERNER CORP COM 15678210 74 2000 SH SHARED 01 2000 D CERNER CORP COM 15678210 155 4184 SH SHARED 02 4184 D CERNER CORP COM 15678210 3740 100800 SH SHARED 10 100800 D CERNER CORP COM 15678210 23798 641300 SH SHARED 17 641300 D CERUS CORP COM 15708510 356 50000 SH SHARED 50000 D CERUS CORP COM 15708510 1109 155600 SH SHARED 155600 D CEVA INC COM 15721010 2 378 SH SHARED 378 D CHAMPION ENTERPRISES INC COM 15849610 229 20822 SH SHARED 20822 D CHAMPION ENTERPRISES INC COM 15849610 186 16919 SH SHARED 02 16919 D CHAMPION ENTERPRISES INC COM 15849610 67 6100 SH SHARED 10 6100 D CHAMPION ENTERPRISES INC COM 15849610 866 78500 SH SHARED 17 78500 D CHAPARRAL STL CO DEL COM 15942310 407 5653 SH SHARED 5653 D CHAPARRAL STL CO DEL COM 15942310 136 1900 SH SHARED 01 1900 D CHAPARRAL STL CO DEL COM 15942310 25 359 SH SHARED 02 359 D CHAPARRAL STL CO DEL COM 15942310 6445 89500 SH SHARED 10 89500 D CHAPARRAL STL CO DEL COM 15942310 2916 40500 SH SHARED 17 40500 D CHARLES & COLVARD LTD COM 15976510 37 3551 SH SHARED 3551 D CHARLES & COLVARD LTD COM 15976510 6 621 SH SHARED 02 621 D CHARLES RIV LABS INTL INC COM 15986410 198 5400 SH SHARED 5100 300 D CHARLES RIV LABS INTL INC COM 15986410 15 409 SH SHR/OTHR 409 D CHARLES RIV LABS INTL INC COM 15986410 599 16300 SH SHARED 01 16300 D CHARLES RIV LABS INTL INC COM 15986410 9284 252300 SH SHARED 02 252300 D CHARLES RIV LABS INTL INC COM 15986410 1317 35800 SH SHARED 10 35500 300 D CHARLES RIV LABS INTL INC COM 15986410 14098 383100 SH SHARED 17 382900 200 D CHARTERMAC SH BEN INT 16090810 212 11361 SH SHARED 11361 D CHARTERMAC SH BEN INT 16090810 11 600 SH SHARED 01 600 D CHARTERMAC SH BEN INT 16090810 28 1505 SH SHARED 02 1505 D CHARTERMAC SH BEN INT 16090810 151 8100 SH SHARED 10 8100 D CHARTERMAC SH BEN INT 16090810 196 10500 SH SHARED 17 10500 D CHARLOTTE RUSSE HLDG INC COM 16104810 81 3397 SH SHARED 3397 D CHARLOTTE RUSSE HLDG INC COM 16104810 5 240 SH SHARED 02 240 D CHARMING SHOPPES INC NOTE 4.750% 6/0 161133AC 733 597000 PRN SHARED 02 597000 D CHARMING SHOPPES INC COM 16113310 670 59674 SH SHARED 59674 D CHARMING SHOPPES INC COM 16113310 28 2517 SH SHARED 02 2517 D CHARMING SHOPPES INC COM 16113310 193 17200 SH SHARED 10 17200 D CHARMING SHOPPES INC COM 16113310 396 35300 SH SHARED 17 35300 D CHARTER COMMUNICATIONS INC D NOTE 5.875%11/1 16117MAE 3705 5000000 PRN SHARED 5000000 D CHARTER COMMUNICATIONS INC D NOTE 5.875%11/1 16117MAE 4075 5500000 PRN SHARED 5500000 D CHARTER COMMUNICATIONS INC D NOTE 5.875%11/1 16117MAE 1136 1534000 PRN SHARED 02 1534000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 1467 1298603 SH SHARED 1296603 2000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 7 6249 SH SHARED 02 6249 D CHARTER FINL CORP WEST PT GA COM 16122M10 32 828 SH SHARED 828 D CHARTER FINL CORP WEST PT GA COM 16122M10 0 3 SH SHARED 02 3 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 1412 162411 SH SHARED 162411 D CHATTEM INC COM 16245610 126 4153 SH SHARED 4153 D CHATTEM INC COM 16245610 78 2575 SH SHARED 02 2575 D CHECKFREE CORP NEW COM 16281310 13214 266639 SH SHARED 265939 700 D CHECKFREE CORP NEW COM 16281310 1328 26800 SH SHARED 01 26800 D CHECKFREE CORP NEW COM 16281310 1483 29933 SH SHARED 02 29933 D CHECKFREE CORP NEW COM 16281310 9 200 SH SHARED 10 200 D CHECKFREE CORP NEW COM 16281310 1599 32275 SH SHARED 17 31675 600 D CHECKPOINT SYS INC COM 16282510 636 28663 SH SHARED 28663 D CHECKPOINT SYS INC COM 16282510 21 960 SH SHR/OTHR 960 D CHECKPOINT SYS INC COM 16282510 13 600 SH SHARED 01 600 D CHECKPOINT SYS INC COM 16282510 4 188 SH SHARED 02 188 D CHECKPOINT SYS INC COM 16282510 151 6800 SH SHARED 10 6800 D CHECKPOINT SYS INC COM 16282510 182 8200 SH SHARED 17 8200 D CHEESECAKE FACTORY INC COM 16307210 366 13606 SH SHARED 11686 1920 D CHEESECAKE FACTORY INC COM 16307210 40 1502 SH SHR/OTHR 1502 D CHEESECAKE FACTORY INC COM 16307210 533 19800 SH SHARED 01 19800 D CHEESECAKE FACTORY INC COM 16307210 507 18846 SH SHARED 02 18846 D CHEESECAKE FACTORY INC COM 16307210 1602 59469 SH SHARED 10 59469 D CHEESECAKE FACTORY INC COM 16307210 22450 833050 SH SHARED 17 833050 D CHEMED CORP NEW COM 16359R10 346 6355 SH SHARED 6355 D CHEMED CORP NEW COM 16359R10 38 700 SH SHR/OTHR 700 D CHEMED CORP NEW COM 16359R10 76 1400 SH SHARED 01 1400 D CHEMED CORP NEW COM 16359R10 23 426 SH SHARED 02 426 D CHEMED CORP NEW COM 16359R10 2104 38600 SH SHARED 10 32100 6500 D CHEMED CORP NEW COM 16359R10 1330 24400 SH SHARED 17 600 23800 D CHEMICAL FINL CORP COM 16373110 188 6159 SH SHARED 6159 D CHEMICAL FINL CORP COM 16373110 6 220 SH SHARED 01 220 D CHEMICAL FINL CORP COM 16373110 11 364 SH SHARED 02 364 D CHEMICAL FINL CORP COM 16373110 143 4700 SH SHARED 10 4700 D CHEMTURA CORP COM 16389310 6180 661733 SH SHARED 661733 D CHEMTURA CORP COM 16389310 597 64001 SH SHARED 01 64001 D CHEMTURA CORP COM 16389310 528 56600 SH SHARED 02 56600 D CHEMTURA CORP COM 16389310 20 2200 SH SHARED 17 2200 D CHENIERE ENERGY INC NOTE 2.250% 8/0 16411RAE 6917 5717000 PRN SHARED 5717000 D CHENIERE ENERGY INC COM NEW 16411R20 79155 2029616 SH SHARED 2029616 D CHENIERE ENERGY INC COM NEW 16411R20 826 21200 SH SHARED 01 21200 D CHENIERE ENERGY INC COM NEW 16411R20 7742 198515 SH SHARED 02 198515 D CHENIERE ENERGY INC COM NEW 16411R20 218 5600 SH SHARED 17 4800 800 D CHEROKEE INC DEL NEW COM 16444H10 52 1276 SH SHARED 1276 D CHEROKEE INC DEL NEW COM 16444H10 22 535 SH SHARED 02 535 D CHEROKEE INC DEL NEW COM 16444H10 70 1700 SH SHARED 17 1700 D CHESAPEAKE CORP COM 16515910 474 28910 SH SHARED 28910 D CHESAPEAKE CORP COM 16515910 2 165 SH SHARED 02 165 D CHESAPEAKE CORP COM 16515910 175 10700 SH SHARED 10 10700 D CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW 20686 20221000 PRN SHARED 20221000 D CHESAPEAKE ENERGY CORP COM 16516710 51140 1690601 SH SHARED 1689201 1400 D CHESAPEAKE ENERGY CORP COM 16516710 1579 52200 SH SHARED 01 52200 D CHESAPEAKE ENERGY CORP COM 16516710 5588 184750 SH SHARED 02 183080 1670 D CHESAPEAKE ENERGY CORP COM 16516710 2709 89580 SH SHARED 06 89580 D CHESAPEAKE ENERGY CORP COM 16516710 45 1500 SH SHARED 10 1500 D CHESAPEAKE ENERGY CORP COM 16516710 1875 62000 SH SHARED 16 62000 D CHESAPEAKE ENERGY CORP COM 16516710 6644 219662 SH SHARED 17 214262 5400 D CHESAPEAKE ENERGY CORP COM 16516710 18 600 SH SHR/OTHR 23 600 D CHEVRON CORP NEW COM 16676410 1080 17410 SH SHARED 17410 D CHEVRON CORP NEW COM 16676410 577794 9310249 SH SHARED 8836812 473437 D CHEVRON CORP NEW COM 16676410 3409 54934 SH SHR/OTHR 54934 D CHEVRON CORP NEW COM 16676410 30793 496184 SH SHARED 01 496184 D CHEVRON CORP NEW COM 16676410 45564 734199 SH SHARED 02 734199 D CHEVRON CORP NEW COM 16676410 794 12800 SH SHARED 04 12668 132 D CHEVRON CORP NEW COM 16676410 16182 260763 SH SHARED 06 260763 D CHEVRON CORP NEW COM 16676410 314801 5072542 SH SHARED 10 3565822 1506720 D CHEVRON CORP NEW COM 16676410 539 8700 SH SHR/OTHR 10 8700 D CHEVRON CORP NEW COM 16676410 3474 55991 SH SHARED 14 55991 D CHEVRON CORP NEW COM 16676410 5678 91500 SH SHARED 15 91500 D CHEVRON CORP NEW COM 16676410 360249 5804860 SH SHARED 17 5521944 282916 D CHEVRON CORP NEW COM 16676410 4519 72819 SH SHARED 20 8967 63852 D CHEVRON CORP NEW COM 16676410 1489 23995 SH SHR/OTHR 20 23995 D CHEVRON CORP NEW COM 16676410 77 1245 SH SHARED 21 1245 D CHEVRON CORP NEW COM 16676410 44 725 SH SHR/OTHR 21 725 D CHEVRON CORP NEW COM 16676410 1413 22775 SH SHARED 22 14400 8375 D CHEVRON CORP NEW COM 16676410 303 4885 SH SHR/OTHR 22 4885 D CHEVRON CORP NEW COM 16676410 7618 122766 SH SHARED 23 120431 2335 D CHEVRON CORP NEW COM 16676410 10118 163042 SH SHR/OTHR 23 163042 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 17 715 SH SHARED 715 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 139 5770 SH SHARED 5770 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 381 15800 SH SHARED 02 15800 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 241 10000 SH SHARED 04 10000 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 10456 433000 SH SHARED 10 433000 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 14265 590700 SH SHARED 17 590700 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 196 400 SH SHARED 400 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 98 200 SH SHARED 01 200 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 1031 2100 SH SHARED 02 2100 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 584 1190 SH SHARED 06 1190 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 98 200 SH SHARED 10 200 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 1547 3150 SH SHARED 17 2750 400 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 1041 2120 SH SHR/OTHR 23 2120 D CHICOS FAS INC COM 16861510 1113 41258 SH SHARED 40904 354 D CHICOS FAS INC COM 16861510 44 1644 SH SHR/OTHR 1644 D CHICOS FAS INC COM 16861510 1400 51900 SH SHARED 01 51900 D CHICOS FAS INC COM 16861510 1194 44287 SH SHARED 02 44287 D CHICOS FAS INC COM 16861510 176 6540 SH SHARED 06 6540 D CHICOS FAS INC COM 16861510 1412 52370 SH SHARED 10 48970 3400 D CHICOS FAS INC COM 16861510 58 2171 SH SHARED 14 2171 D CHICOS FAS INC COM 16861510 27767 1029200 SH SHARED 17 1026800 2400 D CHICOS FAS INC COM 16861510 26 1000 SH SHARED 20 1000 D CHICOS FAS INC COM 16861510 539 20000 SH SHR/OTHR 23 20000 D CHILDRENS PL RETAIL STORES I COM 16890510 661 11013 SH SHARED 11013 D CHILDRENS PL RETAIL STORES I COM 16890510 0 16 SH SHARED 02 16 D CHILDRENS PL RETAIL STORES I COM 16890510 18 300 SH SHARED 17 300 D CHINA FD INC COM 16937310 1 66 SH SHARED 66 D CHINA FD INC COM 16937310 76 2668 SH SHR/OTHR 23 2668 D CHINA GRENTECH CORP LTD ADR 16938P10 766 71919 SH SHARED 71919 D CHINA LIFE INS CO LTD SPON ADR REP H 16939P10 4405 69600 SH SHARED 68600 1000 D CHINA NETCOM GROUP CORP HK L SPONSORED ADR 16940Q10 1476 42000 SH SHARED 42000 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 13875 485000 SH SHARED 480000 5000 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 517 18100 SH SHARED 01 18100 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 286 10000 SH SHARED 04 10000 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 9881 345400 SH SHARED 10 345400 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 14222 248464 SH SHARED 248464 D CHINA TECHFAITH WIRLS COMM T SPONSORED ADR 16942410 48 3300 SH SHARED 3300 D CHINA UNICOM LTD SPONSORED ADR 16945R10 172 19400 SH SHARED 19400 D CHINA MED TECHNOLOGIES INC SPONSORED ADR 16948310 148 7400 SH SHARED 7400 D CHIPOTLE MEXICAN GRILL INC CL A 16965610 2462 40408 SH SHARED 40033 375 D CHIPOTLE MEXICAN GRILL INC CL A 16965610 14 240 SH SHARED 02 240 D CHIPOTLE MEXICAN GRILL INC CL A 16965610 10063 165110 SH SHARED 10 165110 D CHIPOTLE MEXICAN GRILL INC CL A 16965610 13451 220700 SH SHARED 17 220700 D CHIPPAC INC NOTE 2.500% 6/0 169657AD 21446 22042000 PRN SHARED 22042000 D CHIPPAC INC NOTE 2.500% 6/0 169657AD 3424 3520000 PRN SHARED 02 3520000 D CHOICE HOTELS INTL INC COM 16990510 377 6235 SH SHARED 4245 1990 D CHOICE HOTELS INTL INC COM 16990510 315 5201 SH SHARED 01 5201 D CHOICE HOTELS INTL INC COM 16990510 206 3400 SH SHARED 02 3400 D CHOICE HOTELS INTL INC COM 16990510 86 1433 SH SHARED 06 1433 D CHOICE HOTELS INTL INC COM 16990510 502 8300 SH SHARED 17 8300 D CHOICE HOTELS INTL INC COM 16990510 7 120 SH SHR/OTHR 21 120 D CHIQUITA BRANDS INTL INC *W EXP 03/19/200 17003211 574 275991 SH SHARED 275991 D CHIQUITA BRANDS INTL INC COM 17003280 6818 494790 SH SHARED 494790 D CHIQUITA BRANDS INTL INC COM 17003280 5 394 SH SHARED 02 394 D CHIQUITA BRANDS INTL INC COM 17003280 121 8800 SH SHARED 10 8800 D CHIQUITA BRANDS INTL INC COM 17003280 8830 640800 SH SHARED 17 640800 D CHITTENDEN CORP COM 17022810 336 13033 SH SHARED 13033 D CHITTENDEN CORP COM 17022810 10 419 SH SHARED 02 419 D CHITTENDEN CORP COM 17022810 12 500 SH SHARED 17 500 D CHOICEPOINT INC COM 17038810 397 9518 SH SHARED 9400 118 D CHOICEPOINT INC COM 17038810 997 23869 SH SHARED 01 23869 D CHOICEPOINT INC COM 17038810 1480 35455 SH SHARED 02 35455 D CHOICEPOINT INC COM 17038810 119 2850 SH SHARED 06 2850 D CHOICEPOINT INC COM 17038810 125263 2998891 SH SHARED 17 2998691 200 D CHOICEPOINT INC COM 17038810 287 6879 SH SHARED 23 6879 D CHOICEPOINT INC COM 17038810 236 5659 SH SHR/OTHR 23 5659 D CHOLESTECH CORP COM 17039310 36 2900 SH SHARED 2900 D CHORDIANT SOFTWARE INC COM 17040410 813 268500 SH SHARED 268500 D CHRISTOPHER & BANKS CORP COM 17104610 287 9925 SH SHARED 9925 D CHRISTOPHER & BANKS CORP COM 17104610 274 9450 SH SHARED 01 9450 D CHRISTOPHER & BANKS CORP COM 17104610 7 263 SH SHARED 02 263 D CHRISTOPHER & BANKS CORP COM 17104610 359 12400 SH SHARED 10 12400 D CHRISTOPHER & BANKS CORP COM 17104610 2508 86500 SH SHARED 17 14700 71800 D CHUBB CORP COM 17123210 32362 648541 SH SHARED 624531 24010 D CHUBB CORP COM 17123210 1227 24600 SH SHR/OTHR 24600 D CHUBB CORP COM 17123210 3912 78398 SH SHARED 01 78398 D CHUBB CORP COM 17123210 7063 141563 SH SHARED 02 141563 D CHUBB CORP COM 17123210 754 15120 SH SHARED 04 15120 D CHUBB CORP COM 17123210 2427 48656 SH SHARED 06 48656 D CHUBB CORP COM 17123210 4121 82600 SH SHARED 10 80900 1700 D CHUBB CORP COM 17123210 1177 23600 SH SHARED 14 23600 D CHUBB CORP COM 17123210 13743 275420 SH SHARED 17 272120 3300 D CHUBB CORP COM 17123210 27 558 SH SHARED 20 558 D CHUBB CORP COM 17123210 79 1600 SH SHR/OTHR 22 1600 D CHUBB CORP COM 17123210 798 16000 SH SHARED 23 16000 D CHUBB CORP COM 17123210 677 13570 SH SHR/OTHR 23 13570 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 5767 312267 SH SHARED 312267 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 2759 149400 SH SHARED 01 149400 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 64645 3500000 SH SHARED 04 3500000 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 3963 214600 SH SHARED 10 214600 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 999 54100 SH SHARED 14 54100 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 1710 92620 SH SHARED 17 92620 D CHURCH & DWIGHT INC COM 17134010 611 16800 SH SHARED 2800 14000 D CHURCH & DWIGHT INC COM 17134010 622 17100 SH SHARED 01 17100 D CHURCH & DWIGHT INC COM 17134010 578 15894 SH SHARED 02 15894 D CHURCH & DWIGHT INC COM 17134010 881 24200 SH SHARED 17 24200 D CHURCHILL DOWNS INC COM 17148410 65 1751 SH SHARED 1751 D CHURCHILL DOWNS INC COM 17148410 22 600 SH SHARED 01 600 D CHURCHILL DOWNS INC COM 17148410 23 631 SH SHARED 02 631 D CIBER INC COM 17163B10 98 14947 SH SHARED 14947 D CIBER INC COM 17163B10 0 3 SH SHARED 02 3 D CIENA CORP NOTE 3.750% 2/0 171779AA 41333 43236000 PRN SHARED 43236000 D CIENA CORP NOTE 3.750% 2/0 171779AA 14094 14743000 PRN SHARED 02 14743000 D CIENA CORP NOTE 0.250% 5/0 171779AB 12948 13000000 PRN SHARED 13000000 D CIENA CORP NOTE 0.250% 5/0 171779AB 249 250000 PRN SHARED 02 250000 D CIENA CORP COM 17177910 2680 557177 SH SHARED 557177 D CIENA CORP COM 17177910 581 120900 SH SHARED 01 120900 D CIENA CORP COM 17177910 1208 251183 SH SHARED 02 251183 D CIENA CORP COM 17177910 2453 510000 SH SHARED 04 510000 D CIENA CORP COM 17177910 141 29400 SH SHARED 06 29400 D CIENA CORP COM 17177910 455 94700 SH SHARED 10 94700 D CIENA CORP COM 17177910 2138 444539 SH SHARED 17 429539 15000 D CIMAREX ENERGY CO COM 17179810 2892 67264 SH SHARED 66964 300 D CIMAREX ENERGY CO COM 17179810 41 956 SH SHARED 01 956 D CIMAREX ENERGY CO COM 17179810 3751 87252 SH SHARED 02 87252 D CIMAREX ENERGY CO COM 17179810 301 7000 SH SHARED 10 7000 D CIMAREX ENERGY CO COM 17179810 720 16752 SH SHARED 17 6800 9952 D CINCINNATI BELL INC NEW COM 17187110 3513 856833 SH SHARED 856833 D CINCINNATI BELL INC NEW COM 17187110 261 63700 SH SHARED 01 63700 D CINCINNATI BELL INC NEW COM 17187110 187 45702 SH SHARED 02 45702 D CINCINNATI BELL INC NEW COM 17187110 293 71500 SH SHARED 10 71500 D CINCINNATI BELL INC NEW PFD CV DEP1/20 17187140 1290 30000 SH SHARED 30000 D CINCINNATI FINL CORP COM 17206210 6338 134823 SH SHARED 120117 14706 D CINCINNATI FINL CORP COM 17206210 874 18603 SH SHR/OTHR 18603 D CINCINNATI FINL CORP COM 17206210 1170 24896 SH SHARED 01 24896 D CINCINNATI FINL CORP COM 17206210 2442 51960 SH SHARED 02 51960 D CINCINNATI FINL CORP COM 17206210 744 15829 SH SHARED 06 15829 D CINCINNATI FINL CORP COM 17206210 3398 72300 SH SHARED 10 72100 200 D CINCINNATI FINL CORP COM 17206210 3945 83929 SH SHARED 17 83163 766 D CIRCOR INTL INC COM 17273K10 119 3910 SH SHARED 3910 D CIRCOR INTL INC COM 17273K10 2 88 SH SHARED 02 88 D CIRCUIT CITY STORE INC COM 17273710 4518 165984 SH SHARED 165984 D CIRCUIT CITY STORE INC COM 17273710 892 32799 SH SHARED 01 32799 D CIRCUIT CITY STORE INC COM 17273710 1356 49832 SH SHARED 02 49832 D CIRCUIT CITY STORE INC COM 17273710 255 9400 SH SHARED 06 9400 D CIRCUIT CITY STORE INC COM 17273710 1940 71300 SH SHARED 10 71000 300 D CIRCUIT CITY STORE INC COM 17273710 3624 133143 SH SHARED 17 131943 1200 D CISCO SYS INC COM 17275R10 1916 98139 SH SHARED 98139 D CISCO SYS INC COM 17275R10 419097 21459143 SH SHARED 19764709 1694434 D CISCO SYS INC COM 17275R10 6549 335346 SH SHR/OTHR 335346 D CISCO SYS INC COM 17275R10 26363 1349900 SH SHARED 01 56800 1293100 D CISCO SYS INC COM 17275R10 41 2132 SH SHR/OTHR 01 2132 D CISCO SYS INC COM 17275R10 42782 2190588 SH SHARED 02 2183788 6800 D CISCO SYS INC COM 17275R10 81376 4166726 SH SHARED 04 4145300 21426 D CISCO SYS INC COM 17275R10 22122 1132739 SH SHARED 06 1132739 D CISCO SYS INC COM 17275R10 370486 18970132 SH SHARED 10 10862664 6226540 1880928 D CISCO SYS INC COM 17275R10 224 11500 SH SHR/OTHR 10 11500 D CISCO SYS INC COM 17275R10 8300 425004 SH SHARED 14 425004 D CISCO SYS INC COM 17275R10 9383 480465 SH SHARED 15 480465 D CISCO SYS INC COM 17275R10 61329 3140263 SH SHARED 17 3076763 63500 D CISCO SYS INC COM 17275R10 3880 198679 SH SHARED 18 198679 D CISCO SYS INC COM 17275R10 602 30830 SH SHARED 19 30830 D CISCO SYS INC COM 17275R10 3522 180359 SH SHARED 20 28911 151448 D CISCO SYS INC COM 17275R10 1212 62100 SH SHR/OTHR 20 62100 D CISCO SYS INC COM 17275R10 491 25145 SH SHARED 21 25145 D CISCO SYS INC COM 17275R10 1034 52960 SH SHR/OTHR 21 52960 D CISCO SYS INC COM 17275R10 1967 100747 SH SHARED 22 66023 34724 D CISCO SYS INC COM 17275R10 706 36193 SH SHR/OTHR 22 36193 D CISCO SYS INC COM 17275R10 8323 426166 SH SHARED 23 386051 40115 D CISCO SYS INC COM 17275R10 14872 761536 SH SHR/OTHR 23 761536 D CIRRUS LOGIC INC COM 17275510 178 21919 SH SHARED 21919 D CIRRUS LOGIC INC COM 17275510 3 369 SH SHARED 02 369 D CIRRUS LOGIC INC COM 17275510 1238 152100 SH SHARED 17 15000 137100 D CITADEL BROADCASTING CORP NOTE 1.875% 2/1 17285TAB 4553 5553000 PRN SHARED 02 5553000 D CITADEL BROADCASTING CORP COM 17285T10 283 31851 SH SHARED 31851 D CITADEL BROADCASTING CORP COM 17285T10 28 3157 SH SHARED 02 3157 D CINTAS CORP COM 17290810 20777 522577 SH SHARED 504400 18177 D CINTAS CORP COM 17290810 966 24300 SH SHARED 01 24300 D CINTAS CORP COM 17290810 4269 107390 SH SHARED 02 107390 D CINTAS CORP COM 17290810 484 12190 SH SHARED 06 12190 D CINTAS CORP COM 17290810 7 200 SH SHARED 10 200 D CINTAS CORP COM 17290810 2294 57708 SH SHARED 17 55408 2300 D CINTAS CORP COM 17290810 113 2850 SH SHARED 21 2850 D CINTAS CORP COM 17290810 10 258 SH SHARED 23 258 D CITIZENS & NORTHN CORP COM 17292210 61 2621 SH SHARED 2621 D CITIZENS & NORTHN CORP COM 17292210 31 1323 SH SHARED 02 1323 D CITIZENS & NORTHN CORP COM 17292210 57 2420 SH SHARED 10 2420 D CITIGROUP INC COM 17296710 9462 196121 SH SHARED 196121 D CITIGROUP INC COM 17296710 1206292 25000885 SH SHARED 24131543 869342 D CITIGROUP INC COM 17296710 9286 192471 SH SHR/OTHR 192471 D CITIGROUP INC COM 17296710 52899 1096370 SH SHARED 01 17775 1078595 D CITIGROUP INC COM 17296710 38 800 SH SHR/OTHR 01 800 D CITIGROUP INC COM 17296710 117153 2428053 SH SHARED 02 2425153 2900 D CITIGROUP INC COM 17296710 20396 422734 SH SHARED 04 410506 12228 D CITIGROUP INC COM 17296710 31162 645865 SH SHARED 06 645865 D CITIGROUP INC COM 17296710 365557 7576321 SH SHARED 10 4999417 348465 2228439 D CITIGROUP INC COM 17296710 506 10500 SH SHR/OTHR 10 10500 D CITIGROUP INC COM 17296710 6763 140181 SH SHARED 14 140181 D CITIGROUP INC COM 17296710 9514 197196 SH SHARED 15 197196 D CITIGROUP INC COM 17296710 3860 80000 SH SHARED 16 80000 D CITIGROUP INC COM 17296710 206162 4272790 SH SHARED 17 3860345 412445 D CITIGROUP INC COM 17296710 10942 226789 SH SHARED 19 226789 D CITIGROUP INC COM 17296710 3587 74351 SH SHARED 20 14566 59785 D CITIGROUP INC COM 17296710 1118 23171 SH SHR/OTHR 20 23171 D CITIGROUP INC COM 17296710 601 12466 SH SHARED 21 12466 D CITIGROUP INC COM 17296710 325 6751 SH SHR/OTHR 21 6751 D CITIGROUP INC COM 17296710 3320 68827 SH SHARED 22 47599 21228 D CITIGROUP INC COM 17296710 1782 36942 SH SHR/OTHR 22 36942 D CITIGROUP INC COM 17296710 12094 250662 SH SHARED 23 232401 18261 D CITIGROUP INC COM 17296710 15456 320341 SH SHR/OTHR 23 320341 D CITI TRENDS INC COM 17306X10 32 751 SH SHARED 751 D CITIZENS BKG CORP MICH COM 17442010 615 25200 SH SHARED 14448 10752 D CITIZENS BKG CORP MICH COM 17442010 70 2900 SH SHARED 01 2900 D CITIZENS BKG CORP MICH COM 17442010 61 2504 SH SHARED 02 2504 D CITIZENS BKG CORP MICH COM 17442010 187 7700 SH SHARED 10 7700 D CITIZENS COMMUNICATIONS CO COM 17453B10 5191 397842 SH SHARED 396849 993 D CITIZENS COMMUNICATIONS CO COM 17453B10 712 54600 SH SHARED 01 54600 D CITIZENS COMMUNICATIONS CO COM 17453B10 1262 96743 SH SHARED 02 96743 D CITIZENS COMMUNICATIONS CO COM 17453B10 2004 153600 SH SHARED 06 153600 D CITIZENS COMMUNICATIONS CO COM 17453B10 4221 323500 SH SHARED 10 48200 275300 D CITIZENS COMMUNICATIONS CO COM 17453B10 2334 178900 SH SHARED 14 178900 D CITIZENS COMMUNICATIONS CO COM 17453B10 4006 306995 SH SHARED 17 208795 98200 D CITIZENS INC CL A 17474010 45 9056 SH SHARED 9056 D CITIZENS INC CL A 17474010 18 3687 SH SHARED 02 3687 D CITRIX SYS INC COM 17737610 23162 577611 SH SHARED 573800 3811 D CITRIX SYS INC COM 17737610 2678 66800 SH SHARED 01 66800 D CITRIX SYS INC COM 17737610 2417 60282 SH SHARED 02 60282 D CITRIX SYS INC COM 17737610 20102 501300 SH SHARED 04 501300 D CITRIX SYS INC COM 17737610 625 15600 SH SHARED 06 15600 D CITRIX SYS INC COM 17737610 172 4300 SH SHARED 10 3100 1200 D CITRIX SYS INC COM 17737610 988 24649 SH SHARED 14 24649 D CITRIX SYS INC COM 17737610 5002 124742 SH SHARED 17 121242 3500 D CITRIX SYS INC COM 17737610 8 200 SH SHR/OTHR 23 200 D CITY BK LYNNWOOD WASH COM 17770A10 81 1736 SH SHARED 1736 D CITY BK LYNNWOOD WASH COM 17770A10 1 35 SH SHARED 02 35 D CITY BK LYNNWOOD WASH COM 17770A10 102 2200 SH SHARED 10 2200 D CITY HLDG CO COM 17783510 150 4169 SH SHARED 4169 D CITY HLDG CO COM 17783510 57 1600 SH SHARED 01 1600 D CITY HLDG CO COM 17783510 5 139 SH SHARED 02 139 D CITY HLDG CO COM 17783510 751 20800 SH SHARED 10 20800 D CITY HLDG CO COM 17783510 292 8100 SH SHARED 17 8100 D CITY NATL CORP COM 17856610 117 1800 SH SHARED 1800 D CITY NATL CORP COM 17856610 839 12900 SH SHARED 01 12900 D CITY NATL CORP COM 17856610 1002 15400 SH SHARED 02 15400 D CITY NATL CORP COM 17856610 904 13900 SH SHARED 06 13900 D CITY NATL CORP COM 17856610 1360 20900 SH SHARED 17 18100 2800 D CLAIRES STORES INC COM 17958410 2260 88600 SH SHARED 24400 64200 D CLAIRES STORES INC COM 17958410 1015 39800 SH SHARED 01 39800 D CLAIRES STORES INC COM 17958410 630 24700 SH SHARED 02 24700 D CLAIRES STORES INC COM 17958410 37 1458 SH SHARED 06 1458 D CLAIRES STORES INC COM 17958410 9191 360300 SH SHARED 10 360300 D CLAIRES STORES INC COM 17958410 4112 161200 SH SHARED 17 15700 145500 D CLAIRES STORES INC COM 17958410 25 1000 SH SHARED 22 1000 D CLARCOR INC COM 17989510 430 14443 SH SHARED 14443 D CLARCOR INC COM 17989510 40 1361 SH SHARED 02 1361 D CLARCOR INC COM 17989510 125 4200 SH SHARED 10 4200 D CLARCOR INC COM 17989510 86 2900 SH SHARED 17 2900 D CLARIENT INC COM 18048910 1 1188 SH SHARED 1188 D CLARK INC COM 18145710 241 18282 SH SHARED 18282 D CLAYTON HLDGS INC COM 18418N10 26 2000 SH SHARED 02 2000 D CLEAN HARBORS INC COM 18449610 215 5357 SH SHARED 5357 D CLEAN HARBORS INC COM 18449610 38 966 SH SHARED 02 966 D CLEAN HARBORS INC COM 18449610 6800 168700 SH SHARED 17 168700 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 82375 2661567 SH SHARED 2660020 1547 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 2965 95800 SH SHARED 01 95800 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 6857 221570 SH SHARED 02 221570 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 1391 44966 SH SHARED 06 44966 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 840 27172 SH SHARED 10 13472 13700 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 173 5593 SH SHARED 14 5593 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 8836 285515 SH SHARED 17 225715 59800 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 12 400 SH SHARED 21 400 D CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C10 180 8600 SH SHARED 8600 D CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C10 105 5029 SH SHARED 02 5029 D CLEVELAND CLIFFS INC COM 18589610 46074 581088 SH SHARED 581088 D CLEVELAND CLIFFS INC COM 18589610 158 2000 SH SHARED 01 2000 D CLEVELAND CLIFFS INC COM 18589610 935 11803 SH SHARED 02 11803 D CLEVELAND CLIFFS INC COM 18589610 5534 69800 SH SHARED 10 69800 D CLEVELAND CLIFFS INC COM 18589610 2981 37600 SH SHARED 17 11900 25700 D CLICK COMMERCE INC COM NEW 18681D20 42 2176 SH SHARED 2176 D CLICK COMMERCE INC COM NEW 18681D20 168 8540 SH SHARED 02 8540 D CLIFTON SVGS BANCORP INC COM 18712Q10 78 7236 SH SHARED 7236 D CLIFTON SVGS BANCORP INC COM 18712Q10 2 199 SH SHARED 02 199 D CLOROX CO DEL COM 18905410 7370 120885 SH SHARED 105384 15501 D CLOROX CO DEL COM 18905410 2261 37099 SH SHARED 01 37099 D CLOROX CO DEL COM 18905410 2588 42450 SH SHARED 02 42450 D CLOROX CO DEL COM 18905410 1223 20066 SH SHARED 06 20066 D CLOROX CO DEL COM 18905410 97 1600 SH SHARED 10 100 1500 D CLOROX CO DEL COM 18905410 3918 64262 SH SHARED 17 59262 5000 D CLOROX CO DEL COM 18905410 265 4352 SH SHARED 20 1700 2652 D CLOROX CO DEL COM 18905410 335 5500 SH SHARED 23 5500 D CLOROX CO DEL COM 18905410 195 3200 SH SHR/OTHR 23 3200 D COACH INC COM 18975410 12150 406361 SH SHARED 330129 76232 D COACH INC COM 18975410 7163 239596 SH SHARED 01 239596 D COACH INC COM 18975410 3076 102897 SH SHARED 02 102897 D COACH INC COM 18975410 1794 60000 SH SHARED 04 60000 D COACH INC COM 18975410 3506 117270 SH SHARED 06 117270 D COACH INC COM 18975410 35483 1186750 SH SHARED 10 81840 1023510 81400 D COACH INC COM 18975410 96 3222 SH SHARED 14 3222 D COACH INC COM 18975410 52999 1772560 SH SHARED 17 1616260 156300 D COACH INC COM 18975410 598 20000 SH SHR/OTHR 23 20000 D COACHMEN INDS INC COM 18987310 36 3080 SH SHARED 3080 D COACHMEN INDS INC COM 18987310 24 2040 SH SHARED 02 2040 D COASTAL FINL CORP DEL COM 19046E10 45 3467 SH SHARED 3467 D COASTAL FINL CORP DEL COM 19046E10 11 879 SH SHARED 02 879 D COBIZ INC COM 19089710 72 3198 SH SHARED 3198 D COBIZ INC COM 19089710 163 7275 SH SHR/OTHR 7275 D COBIZ INC COM 19089710 2 123 SH SHARED 02 123 D COBIZ INC COM 19089710 761 33814 SH SHR/OTHR 23 33814 D COCA COLA BOTTLING CO CONS COM 19109810 58 1144 SH SHARED 1144 D COCA COLA BOTTLING CO CONS COM 19109810 4 79 SH SHARED 02 79 D COCA COLA BOTTLING CO CONS COM 19109810 106 2100 SH SHARED 10 2100 D COCA COLA CO COM 19121610 1158 26930 SH SHARED 26930 D COCA COLA CO COM 19121610 1003671 23330341 SH SHARED 22993719 336622 D COCA COLA CO COM 19121610 2859 66465 SH SHR/OTHR 66465 D COCA COLA CO COM 19121610 19916 462949 SH SHARED 01 16850 446099 D COCA COLA CO COM 19121610 27117 630338 SH SHARED 02 630338 D COCA COLA CO COM 19121610 7701 179032 SH SHARED 04 172690 6342 D COCA COLA CO COM 19121610 10084 234423 SH SHARED 06 234423 D COCA COLA CO COM 19121610 222778 5178490 SH SHARED 10 2829210 1630460 718820 D COCA COLA CO COM 19121610 249 5800 SH SHR/OTHR 10 5800 D COCA COLA CO COM 19121610 1659 38571 SH SHARED 14 38571 D COCA COLA CO COM 19121610 6711 156000 SH SHARED 15 156000 D COCA COLA CO COM 19121610 41820 972128 SH SHARED 17 900028 72100 D COCA COLA CO COM 19121610 302 7020 SH SHARED 19 7020 D COCA COLA CO COM 19121610 775 18016 SH SHARED 20 1055 16961 D COCA COLA CO COM 19121610 1005 23376 SH SHR/OTHR 20 23376 D COCA COLA CO COM 19121610 86 2000 SH SHARED 21 2000 D COCA COLA CO COM 19121610 444 10340 SH SHR/OTHR 21 10340 D COCA COLA CO COM 19121610 558 12985 SH SHARED 22 5700 7285 D COCA COLA CO COM 19121610 820 19080 SH SHR/OTHR 22 19080 D COCA COLA CO COM 19121610 1294 30091 SH SHARED 23 28991 1100 D COCA COLA CO COM 19121610 4774 110975 SH SHR/OTHR 23 110975 D COCA COLA ENTERPRISES INC COM 19121910 9539 468300 SH SHARED 468300 D COCA COLA ENTERPRISES INC COM 19121910 1132 55600 SH SHARED 01 55600 D COCA COLA ENTERPRISES INC COM 19121910 2084 102319 SH SHARED 02 102319 D COCA COLA ENTERPRISES INC COM 19121910 435 21396 SH SHARED 06 21396 D COCA COLA ENTERPRISES INC COM 19121910 266 13063 SH SHARED 14 13063 D COCA COLA ENTERPRISES INC COM 19121910 3221 158137 SH SHARED 17 158137 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 463 15700 SH SHARED 15700 D COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ 5500 6045000 PRN SHARED 6045000 D COEUR D ALENE MINES CORP IDA COM 19210810 6760 1405491 SH SHARED 1405491 D COEUR D ALENE MINES CORP IDA COM 19210810 172 35800 SH SHARED 01 35800 D COEUR D ALENE MINES CORP IDA COM 19210810 173 35982 SH SHARED 02 35982 D COEUR D ALENE MINES CORP IDA COM 19210810 1179 245300 SH SHARED 10 245300 D COEUR D ALENE MINES CORP IDA COM 19210810 96 20000 SH SHR/OTHR 23 20000 D COGENT COMM GROUP INC COM NEW 19239V30 12 1381 SH SHARED 1381 D COGENT COMM GROUP INC COM NEW 19239V30 0 4 SH SHR/OTHR 4 D COGENT COMM GROUP INC COM NEW 19239V30 35 3800 SH SHARED 01 3800 D COGENT COMM GROUP INC COM NEW 19239V30 120 12845 SH SHARED 02 12845 D COGENT INC COM 19239Y10 86 5755 SH SHARED 5755 D COGENT INC COM 19239Y10 23 1533 SH SHARED 02 1533 D COGENT INC COM 19239Y10 5062 335900 SH SHARED 10 335900 D COGENT INC COM 19239Y10 464 30810 SH SHARED 17 30810 D COGNEX CORP COM 19242210 537 20665 SH SHARED 20665 D COGNEX CORP COM 19242210 25 975 SH SHR/OTHR 975 D COGNEX CORP COM 19242210 163 6300 SH SHARED 10 6300 D COGNEX CORP COM 19242210 18 700 SH SHARED 17 700 D COGNOS INC COM 19244C10 23 821 SH SHARED 821 D COGNOS INC COM 19244C10 70 2487 SH SHR/OTHR 2487 D COGNOS INC COM 19244C10 24 852 SH SHARED 01 852 D COGNOS INC COM 19244C10 1628 57252 SH SHARED 02 57252 D COGNOS INC COM 19244C10 3 126 SH SHARED 06 126 D COGNOS INC COM 19244C10 17 600 SH SHARED 10 600 D COGNOS INC COM 19244C10 4611 162100 SH SHARED 17 160800 1300 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 19860 294800 SH SHARED 293900 900 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 40 601 SH SHR/OTHR 601 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 2816 41800 SH SHARED 01 41800 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 3667 54445 SH SHARED 02 33845 20600 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 341 5070 SH SHARED 06 5070 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 30861 458093 SH SHARED 10 457193 900 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 22670 336500 SH SHARED 17 333700 2800 D COHEN & STEERS INC COM 19247A10 72 3062 SH SHARED 3062 D COHEN & STEERS QUALITY RLTY COM 19247L10 6 312 SH SHARED 312 D COHEN & STEERS PREM INC RLTY COM 19247V10 6 277 SH SHARED 277 D COHEN & STEERS ADV INC RLTY COM 19247W10 8 361 SH SHARED 361 D COHEN & STEERS REIT & PFD IN COM 19247X10 97 3605 SH SHARED 3605 D COHEN & STEERS REIT & UTIL I COM 19247Y10 50134 2696836 SH SHARED 2696836 D COHERENT INC COM 19247910 321 9524 SH SHARED 9524 D COHERENT INC COM 19247910 2314 68589 SH SHARED 02 68589 D COHERENT INC COM 19247910 178 5300 SH SHARED 10 5300 D COHERENT INC COM 19247910 678 20100 SH SHARED 17 20100 D COHEN & STEERS SELECT UTIL F COM 19248A10 26196 1267363 SH SHARED 1267363 D COHEN & STEERS SELECT UTIL F COM 19248A10 105 5098 SH SHARED 20 5098 D COHEN & STEERS DIV MJRS FDIN COM 19248G10 663 36380 SH SHARED 36380 D COHU INC COM 19257610 105 6030 SH SHARED 6030 D COHU INC COM 19257610 13 759 SH SHARED 02 759 D COHU INC COM 19257610 100 5700 SH SHARED 10 5700 D COINSTAR INC COM 19259P30 164 6870 SH SHARED 6870 D COINSTAR INC COM 19259P30 6 264 SH SHARED 02 264 D COINSTAR INC COM 19259P30 1084 45300 SH SHARED 10 45300 D COINSTAR INC COM 19259P30 438 18300 SH SHARED 17 18300 D COINMACH SVC CORP UNIT 99/99/9999 19259W10 713 43400 SH SHARED 43400 D COINMACH SVC CORP CL A 19259W20 68 6730 SH SHARED 6730 D COINMACH SVC CORP CL A 19259W20 2 284 SH SHARED 02 284 D COINMACH SVC CORP CL A 19259W20 41 4000 SH SHARED 17 4000 D COLDWATER CREEK INC COM 19306810 381 14259 SH SHARED 14259 D COLDWATER CREEK INC COM 19306810 96 3600 SH SHARED 02 3600 D COLDWATER CREEK INC COM 19306810 2118 79180 SH SHARED 17 79180 D COLE KENNETH PRODTNS INC CL A 19329410 50 2240 SH SHARED 2240 D COLE KENNETH PRODTNS INC CL A 19329410 9 439 SH SHARED 02 439 D COLE KENNETH PRODTNS INC CL A 19329410 3159 141500 SH SHARED 10 141500 D COLE KENNETH PRODTNS INC CL A 19329410 55 2500 SH SHARED 17 2500 D COLE KENNETH PRODTNS INC CL A 19329410 45 2040 SH SHARED 21 2040 D COLEY PHARMACEUTICAL GROUP I COM 19388P10 15 1329 SH SHARED 1329 D COLEY PHARMACEUTICAL GROUP I COM 19388P10 693 60053 SH SHARED 02 60053 D COLEY PHARMACEUTICAL GROUP I COM 19388P10 3590 310847 SH SHARED 06 310847 D COLEY PHARMACEUTICAL GROUP I COM 19388P10 779 67500 SH SHARED 10 67500 D COLGATE PALMOLIVE CO COM 19416210 94010 1569459 SH SHARED 1310901 258558 D COLGATE PALMOLIVE CO COM 19416210 1680 28054 SH SHR/OTHR 28054 D COLGATE PALMOLIVE CO COM 19416210 8056 134499 SH SHARED 01 134499 D COLGATE PALMOLIVE CO COM 19416210 10172 169830 SH SHARED 02 169830 D COLGATE PALMOLIVE CO COM 19416210 95426 1593100 SH SHARED 04 1593100 D COLGATE PALMOLIVE CO COM 19416210 3442 57475 SH SHARED 06 57475 D COLGATE PALMOLIVE CO COM 19416210 180436 3012288 SH SHARED 10 1656608 473490 882190 D COLGATE PALMOLIVE CO COM 19416210 269 4500 SH SHR/OTHR 10 4500 D COLGATE PALMOLIVE CO COM 19416210 1018 17000 SH SHARED 14 17000 D COLGATE PALMOLIVE CO COM 19416210 3024 50500 SH SHARED 15 50500 D COLGATE PALMOLIVE CO COM 19416210 3060 51100 SH SHARED 16 51100 D COLGATE PALMOLIVE CO COM 19416210 24898 415669 SH SHARED 17 238889 176780 D COLGATE PALMOLIVE CO COM 19416210 59 1000 SH SHARED 19 1000 D COLGATE PALMOLIVE CO COM 19416210 2047 34175 SH SHARED 20 4370 29805 D COLGATE PALMOLIVE CO COM 19416210 29 500 SH SHR/OTHR 20 500 D COLGATE PALMOLIVE CO COM 19416210 115 1935 SH SHARED 21 1935 D COLGATE PALMOLIVE CO COM 19416210 67 1130 SH SHR/OTHR 21 1130 D COLGATE PALMOLIVE CO COM 19416210 1580 26380 SH SHARED 22 20000 6380 D COLGATE PALMOLIVE CO COM 19416210 354 5925 SH SHR/OTHR 22 5925 D COLGATE PALMOLIVE CO COM 19416210 7537 125835 SH SHARED 23 119180 6655 D COLGATE PALMOLIVE CO COM 19416210 7081 118229 SH SHR/OTHR 23 118229 D COLLEGIATE PACIFIC INC NOTE 5.750%12/0 194589AB 103 106000 PRN SHARED 106000 D COLONIAL BANCGROUP INC COM 19549330 373 14544 SH SHARED 7711 6833 D COLONIAL BANCGROUP INC COM 19549330 1145 44600 SH SHARED 01 44600 D COLONIAL BANCGROUP INC COM 19549330 999 38918 SH SHARED 02 38918 D COLONIAL BANCGROUP INC COM 19549330 883 34400 SH SHARED 06 34400 D COLONIAL BANCGROUP INC COM 19549330 5 200 SH SHARED 10 200 D COLONIAL BANCGROUP INC COM 19549330 3116 121350 SH SHARED 17 121350 D COLONIAL BANCGROUP INC COM 19549330 91 3580 SH SHARED 21 3580 D COLONIAL INTERMARKET INCM TR SH BEN INT 19576210 472 59200 SH SHARED 59200 D COLONIAL MUN INCOME TR SH BEN INT 19579910 1 200 SH SHR/OTHR 23 200 D COLONIAL PPTYS TR COM SH BEN INT 19587210 600 12161 SH SHARED 12161 D COLONIAL PPTYS TR COM SH BEN INT 19587210 4 100 SH SHARED 01 100 D COLONIAL PPTYS TR COM SH BEN INT 19587210 889 18015 SH SHARED 02 18015 D COLONIAL PPTYS TR COM SH BEN INT 19587210 587 11900 SH SHARED 10 11900 D COLONIAL PPTYS TR COM SH BEN INT 19587210 8537 172823 SH SHARED 11 172823 D COLONIAL PPTYS TR COM SH BEN INT 19587210 64 1300 SH SHARED 17 1300 D COLONY BANKCORP INC COM 19623P10 21 947 SH SHARED 947 D COLONY BANKCORP INC COM 19623P10 6 280 SH SHARED 02 280 D COLOR KINETICS INC COM 19624P10 54 2866 SH SHARED 2866 D COLOR KINETICS INC COM 19624P10 1694 89600 SH SHARED 17 89600 D COLUMBIA BKG SYS INC COM 19723610 142 3811 SH SHARED 3811 D COLUMBIA BKG SYS INC COM 19723610 287 7700 SH SHARED 10 7700 D COLUMBIA EQUITY TR INC COM 19762710 48 3133 SH SHARED 3133 D COLUMBIA EQUITY TR INC COM 19762710 42 2768 SH SHARED 02 2768 D COLUMBIA LABS INC COM 19777910 11427 3264889 SH SHARED 3264889 D COLUMBIA SPORTSWEAR CO COM 19851610 787 17400 SH SHARED 17400 D COLUMBIA SPORTSWEAR CO COM 19851610 21 476 SH SHR/OTHR 476 D COLUMBIA SPORTSWEAR CO COM 19851610 153 3400 SH SHARED 02 3400 D COLUMBIA SPORTSWEAR CO COM 19851610 574 12700 SH SHARED 17 12700 D COMFORT SYS USA INC COM 19990810 171 12003 SH SHARED 12003 D COMFORT SYS USA INC COM 19990810 8 608 SH SHARED 02 608 D COMFORT SYS USA INC COM 19990810 145 10200 SH SHARED 10 10200 D COMBINATORX INC COM 20010A10 587 66826 SH SHARED 66826 D COMBINATORX INC COM 20010A10 1138 129500 SH SHARED 04 129500 D COMCAST CORP NEW CL A 20030N10 405639 12389733 SH SHARED 12332242 57491 D COMCAST CORP NEW CL A 20030N10 98 3009 SH SHR/OTHR 3009 D COMCAST CORP NEW CL A 20030N10 6041 184526 SH SHARED 01 184526 D COMCAST CORP NEW CL A 20030N10 21035 642501 SH SHARED 02 625389 17112 D COMCAST CORP NEW CL A 20030N10 883 27000 SH SHARED 04 27000 D COMCAST CORP NEW CL A 20030N10 6046 184680 SH SHARED 06 184680 D COMCAST CORP NEW CL A 20030N10 22384 683700 SH SHARED 10 8120 514580 161000 D COMCAST CORP NEW CL A 20030N10 1872 57200 SH SHARED 14 57200 D COMCAST CORP NEW CL A 20030N10 1637 50000 SH SHARED 16 50000 D COMCAST CORP NEW CL A 20030N10 36676 1120230 SH SHARED 17 1010491 109739 D COMCAST CORP NEW CL A 20030N10 39 1200 SH SHR/OTHR 22 1200 D COMCAST CORP NEW CL A 20030N10 13 400 SH SHARED 23 400 D COMCAST CORP NEW CL A 20030N10 105 3221 SH SHR/OTHR 23 3221 D COMCAST CORP NEW CL A SPL 20030N20 3336 101774 SH SHARED 8620 93154 D COMCAST CORP NEW CL A SPL 20030N20 747 22800 SH SHR/OTHR 22800 D COMCAST CORP NEW CL A SPL 20030N20 1442 44000 SH SHARED 01 44000 D COMCAST CORP NEW CL A SPL 20030N20 3 100 SH SHARED 02 100 D COMCAST CORP NEW CL A SPL 20030N20 1149 35060 SH SHARED 06 35060 D COMCAST CORP NEW CL A SPL 20030N20 170 5200 SH SHARED 10 5200 D COMCAST CORP NEW CL A SPL 20030N20 325 9921 SH SHARED 14 9921 D COMCAST CORP NEW CL A SPL 20030N20 14600 445400 SH SHARED 17 439500 5900 D COMCAST CORP NEW CL A SPL 20030N20 49 1500 SH SHR/OTHR 22 1500 D COMCAST CORP NEW CL A SPL 20030N20 527 16096 SH SHARED 23 14896 1200 D COMCAST CORP NEW CL A SPL 20030N20 1784 54445 SH SHR/OTHR 23 54445 D COMERICA INC COM 20034010 44122 848681 SH SHARED 835294 13387 D COMERICA INC COM 20034010 187 3602 SH SHR/OTHR 3602 D COMERICA INC COM 20034010 1915 36850 SH SHARED 01 36850 D COMERICA INC COM 20034010 2550 49062 SH SHARED 02 49062 D COMERICA INC COM 20034010 893 17185 SH SHARED 06 17185 D COMERICA INC COM 20034010 2064 39700 SH SHARED 10 39500 200 D COMERICA INC COM 20034010 301 5804 SH SHARED 14 5804 D COMERICA INC COM 20034010 4652 89494 SH SHARED 17 86594 2900 D COMERICA INC COM 20034010 148 2862 SH SHARED 20 2862 D COMERICA INC COM 20034010 842 16200 SH SHARED 23 16200 D COMMERCE BANCORP INC NJ COM 20051910 13614 381675 SH SHARED 381153 522 D COMMERCE BANCORP INC NJ COM 20051910 28 800 SH SHARED 01 800 D COMMERCE BANCORP INC NJ COM 20051910 1810 50744 SH SHARED 02 50744 D COMMERCE BANCORP INC NJ COM 20051910 520 14600 SH SHARED 06 14600 D COMMERCE BANCORP INC NJ COM 20051910 7 200 SH SHARED 10 200 D COMMERCE BANCORP INC NJ COM 20051910 7816 219135 SH SHARED 17 218835 300 D COMMERCE BANCORP INC NJ COM 20051910 21 600 SH SHR/OTHR 22 600 D COMMERCE BANCSHARES INC COM 20052510 41 839 SH SHARED 01 839 D COMMERCE BANCSHARES INC COM 20052510 235 4700 SH SHARED 02 4700 D COMMERCE BANCSHARES INC COM 20052510 235 4700 SH SHARED 17 4700 D COMMERCE GROUP INC MASS COM 20064110 419 14200 SH SHARED 14200 D COMMERCE GROUP INC MASS COM 20064110 369 12500 SH SHARED 02 12500 D COMMERCE GROUP INC MASS COM 20064110 171 5800 SH SHARED 10 5800 D COMMERCE GROUP INC MASS COM 20064110 803 27200 SH SHARED 17 27200 D COMMERCIAL BANKSHARES INC COM 20160710 35 947 SH SHARED 947 D COMMERCIAL BANKSHARES INC COM 20160710 24 657 SH SHARED 02 657 D COMMERCIAL CAP BANCORP INC COM 20162L10 4591 291493 SH SHARED 291493 D COMMERCIAL CAP BANCORP INC COM 20162L10 144 9200 SH SHARED 01 9200 D COMMERCIAL CAP BANCORP INC COM 20162L10 8 557 SH SHARED 02 557 D COMMERCIAL CAP BANCORP INC COM 20162L10 1327 84300 SH SHARED 10 84300 D COMMERCIAL CAP BANCORP INC COM 20162L10 119 7600 SH SHARED 17 7600 D COMMERCIAL METALS CO COM 20172310 1208 47020 SH SHARED 47020 D COMMERCIAL METALS CO COM 20172310 765 29800 SH SHARED 01 29800 D COMMERCIAL METALS CO COM 20172310 729 28400 SH SHARED 02 28400 D COMMERCIAL METALS CO COM 20172310 10931 425336 SH SHARED 10 425336 D COMMERCIAL METALS CO COM 20172310 3436 133721 SH SHARED 17 133721 D COMMERCIAL VEH GROUP INC COM 20260810 60 2933 SH SHARED 2933 D COMMERCIAL VEH GROUP INC COM 20260810 54 2632 SH SHARED 02 2632 D COMMONWEALTH TEL ENTERPRISES NOTE 3.250% 7/1 203349AB 776 800000 PRN SHARED 02 800000 D COMMONWEALTH TEL ENTERPRISES COM 20334910 1759 53075 SH SHARED 53075 D COMMONWEALTH TEL ENTERPRISES COM 20334910 63 1925 SH SHARED 02 1925 D COMMONWEALTH TEL ENTERPRISES COM 20334910 4204 126800 SH SHARED 10 126800 D COMMONWEALTH TEL ENTERPRISES COM 20334910 149 4500 SH SHARED 17 4500 D COMMSCOPE INC SDCV 1.000% 3/1 203372AD 1485 1000000 PRN SHARED 02 1000000 D COMMSCOPE INC COM 20337210 615 19601 SH SHARED 19601 D COMMSCOPE INC COM 20337210 565 18000 SH SHARED 01 18000 D COMMSCOPE INC COM 20337210 366 11651 SH SHARED 02 11651 D COMMSCOPE INC COM 20337210 997 31733 SH SHARED 10 31733 D COMMSCOPE INC COM 20337210 37144 1182200 SH SHARED 17 1182200 D COMMUNITY BANCORP NEV COM 20343T10 23 741 SH SHARED 741 D COMMUNITY BK SYS INC COM 20360710 4288 212635 SH SHARED 212635 D COMMUNITY BK SYS INC COM 20360710 9 447 SH SHARED 02 447 D COMMUNITY BK SYS INC COM 20360710 88 4400 SH SHARED 10 4400 D COMMUNITY BKS INC MILLERSBUR COM 20362810 136 5248 SH SHARED 5248 D COMMUNITY BKS INC MILLERSBUR COM 20362810 163 6300 SH SHARED 10 6300 D COMMUNITY HEALTH SYS INC NEW COM 20366810 1734 47200 SH SHARED 45100 2100 D COMMUNITY HEALTH SYS INC NEW COM 20366810 1032 28100 SH SHARED 01 28100 D COMMUNITY HEALTH SYS INC NEW COM 20366810 1330 36200 SH SHARED 02 36200 D COMMUNITY HEALTH SYS INC NEW COM 20366810 25 699 SH SHARED 06 699 D COMMUNITY HEALTH SYS INC NEW COM 20366810 6541 178000 SH SHARED 10 175800 2200 D COMMUNITY HEALTH SYS INC NEW COM 20366810 1436 39100 SH SHARED 14 39100 D COMMUNITY HEALTH SYS INC NEW COM 20366810 37108 1009765 SH SHARED 17 1004565 5200 D COMMUNITY TR BANCORP INC COM 20414910 111 3191 SH SHARED 3191 D COMMUNITY TR BANCORP INC COM 20414910 4 127 SH SHARED 02 127 D COMMUNITY TR BANCORP INC COM 20414910 146 4200 SH SHARED 10 4200 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 31164 1000800 SH SHARED 1000800 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 1946 62500 SH SHARED 04 62500 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 6501 201901 SH SHARED 201901 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 2898 90000 SH SHARED 04 90000 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 10529 327000 SH SHARED 10 327000 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 18073 424170 SH SHARED 424170 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 2820 66200 SH SHARED 10 66200 D COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A10 26002 1104141 SH SHARED 1104141 D COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B40 38432 4132500 SH SHARED 4132500 D COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B40 558 60000 SH SHARED 04 60000 D COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W10 1532 41860 SH SHARED 41860 D COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W10 1683 46000 SH SHARED 06 46000 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 532 12900 SH SHARED 12900 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 50473 1223600 SH SHARED 1223600 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 6393 155000 SH SHARED 04 155000 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 1480 35900 SH SHARED 06 35900 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 34843 844700 SH SHARED 10 844700 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 354 8600 SH SHARED 14 8600 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 514 25000 SH SHARED 25000 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 6550 318290 SH SHARED 302190 16100 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 8730 424200 SH SHARED 01 424200 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 11771 572000 SH SHARED 04 572000 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 3245 157700 SH SHARED 06 157700 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 124775 6062960 SH SHARED 10 6062960 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 105 4400 SH SHARED 4400 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 247958 10314406 SH SHARED 10303180 11226 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 323 13442 SH SHARED 01 13442 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 6554 272640 SH SHARED 02 272640 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 124209 5166800 SH SHARED 04 5166800 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 26893 1118700 SH SHARED 06 1118700 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 109376 4549789 SH SHARED 10 2999769 1550020 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 4219 175500 SH SHARED 14 175500 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 11128 462922 SH SHARED 17 462922 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 42 1780 SH SHR/OTHR 23 1780 D COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 6352 323300 SH SHARED 323300 D COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 20442910 64 2936 SH SHARED 2936 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 1171 42946 SH SHARED 42946 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 1364 50000 SH SHARED 04 50000 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 25883 948800 SH SHARED 10 948800 D COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 20444930 1385 202530 SH SHARED 202530 D COMPASS BANCSHARES INC COM 20449H10 4758 85578 SH SHARED 77586 7992 D COMPASS BANCSHARES INC COM 20449H10 1089 19600 SH SHARED 01 19600 D COMPASS BANCSHARES INC COM 20449H10 1921 34559 SH SHARED 02 34559 D COMPASS BANCSHARES INC COM 20449H10 583 10490 SH SHARED 06 10490 D COMPASS BANCSHARES INC COM 20449H10 5 100 SH SHARED 10 100 D COMPASS BANCSHARES INC COM 20449H10 2763 49700 SH SHARED 17 49400 300 D COMPASS MINERALS INTL INC COM 20451N10 125 5045 SH SHARED 5045 D COMPASS MINERALS INTL INC COM 20451N10 37 1500 SH SHR/OTHR 1500 D COMPASS MINERALS INTL INC COM 20451N10 112 4500 SH SHARED 01 4500 D COMPASS MINERALS INTL INC COM 20451N10 29 1200 SH SHARED 02 1200 D COMPASS MINERALS INTL INC COM 20451N10 2302 92300 SH SHARED 10 92300 D COMPASS MINERALS INTL INC COM 20451N10 900 36100 SH SHARED 17 36100 D COMPASS MINERALS INTL INC COM 20451N10 62 2500 SH SHR/OTHR 23 2500 D COMPLETE PRODUCTION SERVICES COM 20453E10 5953 251821 SH SHARED 251546 275 D COMPLETE PRODUCTION SERVICES COM 20453E10 4012 169740 SH SHARED 10 169740 D COMPLETE PRODUCTION SERVICES COM 20453E10 5293 223900 SH SHARED 17 223900 D COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB 12100 11000000 PRN SHARED 11000000 D COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB 5017 4561000 PRN SHARED 02 4561000 D COMPUCREDIT CORP COM 20478N10 4368 113650 SH SHARED 113650 D COMPUCREDIT CORP COM 20478N10 7 188 SH SHARED 02 188 D COMPUCREDIT CORP COM 20478N10 4216 109700 SH SHARED 10 109700 D COMPUCREDIT CORP COM 20478N10 1910 49700 SH SHARED 17 21800 27900 D COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ 27900 25000000 PRN SHARED 25000000 D COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ 1691 1516000 PRN SHARED 02 1516000 D COMPUTER NETWORK TECHNOLOGY NOTE 3.000% 2/1 204925AC 5838 6000000 PRN SHARED 6000000 D COMPTON PETE CORP COM 20494010 49 4300 SH SHARED 4300 D COMPTON PETE CORP COM 20494010 11 1000 SH SHR/OTHR 23 1000 D COMPUTER PROGRAMS & SYS INC COM 20530610 56 1423 SH SHARED 1423 D COMPUTER PROGRAMS & SYS INC COM 20530610 95 2400 SH SHARED 01 2400 D COMPUTER PROGRAMS & SYS INC COM 20530610 7 200 SH SHARED 02 200 D COMPUTER PROGRAMS & SYS INC COM 20530610 867 21700 SH SHARED 10 21700 D COMPUTER PROGRAMS & SYS INC COM 20530610 1574 39400 SH SHARED 17 39400 D COMPUTER SCIENCES CORP COM 20536310 53184 1095236 SH SHARED 1093800 1436 D COMPUTER SCIENCES CORP COM 20536310 2156 44401 SH SHARED 01 44401 D COMPUTER SCIENCES CORP COM 20536310 3492 71914 SH SHARED 02 71914 D COMPUTER SCIENCES CORP COM 20536310 1335 27512 SH SHARED 06 27512 D COMPUTER SCIENCES CORP COM 20536310 10760 221600 SH SHARED 10 62000 159600 D COMPUTER SCIENCES CORP COM 20536310 627 12916 SH SHARED 14 12916 D COMPUTER SCIENCES CORP COM 20536310 5430 111831 SH SHARED 17 97331 14500 D COMPX INTERNATIONAL INC CL A 20563P10 8 461 SH SHARED 461 D COMPX INTERNATIONAL INC CL A 20563P10 0 49 SH SHARED 02 49 D COMPUWARE CORP COM 20563810 4086 609898 SH SHARED 607541 2357 D COMPUWARE CORP COM 20563810 285 42600 SH SHARED 01 42600 D COMPUWARE CORP COM 20563810 678 101264 SH SHARED 02 101264 D COMPUWARE CORP COM 20563810 219 32800 SH SHARED 06 32800 D COMPUWARE CORP COM 20563810 16 2500 SH SHARED 10 2500 D COMPUWARE CORP COM 20563810 18 2722 SH SHARED 14 2722 D COMPUWARE CORP COM 20563810 2361 352507 SH SHARED 17 346407 6100 D COMSTOCK HOMEBUILDING COS IN CL A 20568410 31 5018 SH SHARED 5018 D COMSTOCK HOMEBUILDING COS IN CL A 20568410 4 705 SH SHARED 02 705 D COMSTOCK RES INC COM NEW 20576820 706 23672 SH SHARED 23672 D COMSTOCK RES INC COM NEW 20576820 31 1050 SH SHR/OTHR 1050 D COMSTOCK RES INC COM NEW 20576820 137 4600 SH SHARED 01 4600 D COMSTOCK RES INC COM NEW 20576820 864 28937 SH SHARED 02 17537 11400 D COMSTOCK RES INC COM NEW 20576820 2794 93600 SH SHARED 10 93600 D COMSTOCK RES INC COM NEW 20576820 2603 87200 SH SHARED 17 900 86300 D COMSYS IT PARTNERS INC COM 20581E10 53 3547 SH SHARED 3547 D COMTECH TELECOMMUNICATIONS C NOTE 2.000% 2/0 205826AD 12924 12000000 PRN SHARED 12000000 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 159 5462 SH SHARED 5462 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 116 3981 SH SHARED 02 3981 D COMVERSE TECHNOLOGY INC DEBT 5/1 205862AL 2346 1946000 PRN SHARED 02 1946000 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 17564 888418 SH SHARED 887947 471 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 1221 61800 SH SHARED 01 61800 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 1067 54014 SH SHARED 02 54014 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 343 17350 SH SHARED 06 17350 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 932 47190 SH SHARED 10 46890 300 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 70 3583 SH SHARED 14 3583 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 20812 1052711 SH SHARED 17 1050911 1800 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 19 974 SH SHR/OTHR 23 974 D CONAGRA FOODS INC COM 20588710 11654 527099 SH SHARED 510750 16349 D CONAGRA FOODS INC COM 20588710 13 600 SH SHR/OTHR 600 D CONAGRA FOODS INC COM 20588710 2370 107199 SH SHARED 01 107199 D CONAGRA FOODS INC COM 20588710 13080 591595 SH SHARED 02 591595 D CONAGRA FOODS INC COM 20588710 7851 355110 SH SHARED 06 355110 D CONAGRA FOODS INC COM 20588710 114 5200 SH SHARED 10 5200 D CONAGRA FOODS INC COM 20588710 2361 106822 SH SHARED 14 106822 D CONAGRA FOODS INC COM 20588710 5155 233157 SH SHARED 17 214357 18800 D CONAGRA FOODS INC COM 20588710 66 3000 SH SHARED 20 3000 D CONAGRA FOODS INC COM 20588710 14 665 SH SHR/OTHR 21 665 D CONAGRA FOODS INC COM 20588710 47 2164 SH SHR/OTHR 23 2164 D CON-WAY INC COM 20594410 5324 91919 SH SHARED 91919 D CON-WAY INC COM 20594410 17 300 SH SHR/OTHR 300 D CON-WAY INC COM 20594410 834 14400 SH SHARED 01 14400 D CON-WAY INC COM 20594410 1059 18284 SH SHARED 02 18284 D CON-WAY INC COM 20594410 1315 22700 SH SHARED 17 22700 D CONCEPTUS INC COM 20601610 36 2700 SH SHARED 2700 D CONCUR TECHNOLOGIES INC COM 20670810 133 8661 SH SHARED 8661 D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF 22989 23387000 PRN SHARED 23387000 D CONEXANT SYSTEMS INC COM 20714210 12728 5091521 SH SHARED 5088021 3500 D CONEXANT SYSTEMS INC COM 20714210 108 43298 SH SHARED 01 43298 D CONEXANT SYSTEMS INC COM 20714210 39 15664 SH SHARED 02 15664 D CONEXANT SYSTEMS INC COM 20714210 160 64000 SH SHARED 10 64000 D CONMED CORP COM 20741010 180 8701 SH SHARED 8701 D CONMED CORP COM 20741010 14 685 SH SHARED 02 685 D CONNECTICUT WTR SVC INC COM 20779710 46 2003 SH SHARED 2003 D CONNECTICUT WTR SVC INC COM 20779710 35 1525 SH SHARED 02 1525 D CONNETICS CORP NOTE 2.250% 5/3 208192AB 6129 6500000 PRN SHARED 6500000 D CONNETICS CORP NOTE 2.000% 3/3 208192AD 495 573000 PRN SHARED 573000 D CONNETICS CORP COM 20819210 114 9759 SH SHARED 9759 D CONNETICS CORP COM 20819210 9 790 SH SHR/OTHR 790 D CONNETICS CORP COM 20819210 77 6600 SH SHARED 01 6600 D CONNETICS CORP COM 20819210 5 426 SH SHARED 02 426 D CONNETICS CORP COM 20819210 1422 121000 SH SHARED 10 121000 D CONNETICS CORP COM 20819210 580 49400 SH SHARED 17 49400 D CONNS INC COM 20824210 25 952 SH SHARED 952 D CONNS INC COM 20824210 5 212 SH SHARED 02 212 D CONOCOPHILLIPS COM 20825C10 2351 35890 SH SHARED 35890 D CONOCOPHILLIPS COM 20825C10 454211 6931349 SH SHARED 6789103 142246 D CONOCOPHILLIPS COM 20825C10 2470 37704 SH SHR/OTHR 37704 D CONOCOPHILLIPS COM 20825C10 21747 331872 SH SHARED 01 331872 D CONOCOPHILLIPS COM 20825C10 144382 2203308 SH SHARED 02 2203308 D CONOCOPHILLIPS COM 20825C10 65877 1005298 SH SHARED 04 1000000 5298 D CONOCOPHILLIPS COM 20825C10 47436 723883 SH SHARED 06 723883 D CONOCOPHILLIPS COM 20825C10 329663 5030721 SH SHARED 10 3099548 857000 1074173 D CONOCOPHILLIPS COM 20825C10 471 7200 SH SHR/OTHR 10 7200 D CONOCOPHILLIPS COM 20825C10 2733 41710 SH SHARED 14 41710 D CONOCOPHILLIPS COM 20825C10 5876 89680 SH SHARED 15 89680 D CONOCOPHILLIPS COM 20825C10 5242 80000 SH SHARED 16 80000 D CONOCOPHILLIPS COM 20825C10 687140 10485896 SH SHARED 17 10450089 35807 D CONOCOPHILLIPS COM 20825C10 132 2026 SH SHARED 18 2026 D CONOCOPHILLIPS COM 20825C10 11704 178607 SH SHARED 19 178607 D CONOCOPHILLIPS COM 20825C10 507 7740 SH SHARED 20 1315 6425 D CONOCOPHILLIPS COM 20825C10 128 1956 SH SHARED 21 1956 D CONOCOPHILLIPS COM 20825C10 551 8411 SH SHR/OTHR 21 8411 D CONOCOPHILLIPS COM 20825C10 808 12340 SH SHARED 22 6800 5540 D CONOCOPHILLIPS COM 20825C10 279 4266 SH SHR/OTHR 22 4266 D CONOCOPHILLIPS COM 20825C10 1759 26848 SH SHARED 23 26648 200 D CONOCOPHILLIPS COM 20825C10 4303 65671 SH SHR/OTHR 23 65671 D CONOR MEDSYSTEMS INC COM 20826410 8505 308275 SH SHARED 308275 D CONOR MEDSYSTEMS INC COM 20826410 1379 50000 SH SHARED 04 50000 D CONOR MEDSYSTEMS INC COM 20826410 993 36000 SH SHARED 10 36000 D CONOR MEDSYSTEMS INC COM 20826410 198 7200 SH SHARED 14 7200 D CONSECO INC DBCV 3.500% 9/3 208464BH 5310 5000000 PRN SHARED 5000000 D CONSECO INC PFD B CV 5.50% 20846486 110174 3963125 SH SHARED 3963125 D CONSECO INC PFD B CV 5.50% 20846486 20150 724850 SH SHARED 02 724850 D CONSECO INC COM NEW 20846488 7865 340485 SH SHARED 331155 9330 D CONSECO INC COM NEW 20846488 2391 103510 SH SHARED 02 103510 D CONSECO INC COM NEW 20846488 2112 91470 SH SHARED 17 91470 D CONSECO INC COM NEW 20846488 12 530 SH SHR/OTHR 21 530 D CONSOL ENERGY INC COM 20854P10 5265 112700 SH SHARED 111900 800 D CONSOL ENERGY INC COM 20854P10 2801 59962 SH SHARED 02 59962 D CONSOL ENERGY INC COM 20854P10 785 16818 SH SHARED 06 16818 D CONSOL ENERGY INC COM 20854P10 37 800 SH SHARED 10 800 D CONSOL ENERGY INC COM 20854P10 3798 81301 SH SHARED 17 78501 2800 D CONSOLIDATED COMM HLDGS INC COM 20903410 2129 128081 SH SHARED 128081 D CONSOLIDATED EDISON INC COM 20911510 22988 517287 SH SHARED 509053 8234 D CONSOLIDATED EDISON INC COM 20911510 259 5840 SH SHR/OTHR 5840 D CONSOLIDATED EDISON INC COM 20911510 2230 50199 SH SHARED 01 50199 D CONSOLIDATED EDISON INC COM 20911510 4090 92037 SH SHARED 02 92037 D CONSOLIDATED EDISON INC COM 20911510 946 21300 SH SHARED 06 21300 D CONSOLIDATED EDISON INC COM 20911510 577 12985 SH SHARED 10 9285 3700 D CONSOLIDATED EDISON INC COM 20911510 5685 127938 SH SHARED 17 115938 12000 D CONSOLIDATED EDISON INC COM 20911510 13 304 SH SHR/OTHR 22 304 D CONSOLIDATED EDISON INC COM 20911510 55 1250 SH SHR/OTHR 23 1250 D CONSOLIDATED GRAPHICS INC COM 20934110 126 2422 SH SHARED 2422 D CONSOLIDATED GRAPHICS INC COM 20934110 140 2700 SH SHARED 01 2700 D CONSOLIDATED GRAPHICS INC COM 20934110 4 91 SH SHARED 02 91 D CONSOLIDATED GRAPHICS INC COM 20934110 2800 53800 SH SHARED 10 53800 D CONSOLIDATED GRAPHICS INC COM 20934110 1707 32800 SH SHARED 17 32800 D CONSOLIDATED TOMOKA LD CO COM 21022610 250 4546 SH SHARED 4546 D CONSTELLATION BRANDS INC CL A 21036P10 2950 118000 SH SHARED 115800 2200 D CONSTELLATION BRANDS INC CL A 21036P10 16 654 SH SHR/OTHR 654 D CONSTELLATION BRANDS INC CL A 21036P10 825 33000 SH SHARED 01 33000 D CONSTELLATION BRANDS INC CL A 21036P10 1732 69293 SH SHARED 02 69293 D CONSTELLATION BRANDS INC CL A 21036P10 474 18983 SH SHARED 06 18983 D CONSTELLATION BRANDS INC CL A 21036P10 220 8800 SH SHARED 10 6800 2000 D CONSTELLATION BRANDS INC CL A 21036P10 2145 85800 SH SHARED 17 81100 4700 D CONSTELLATION BRANDS INC PFD 1/40 A5.75 21036P30 17594 474000 SH SHARED 474000 D CONSTELLATION BRANDS INC PFD 1/40 A5.75 21036P30 14 400 SH SHARED 02 400 D CONSTELLATION ENERGY GROUP I COM 21037110 82840 1519459 SH SHARED 1516607 2852 D CONSTELLATION ENERGY GROUP I COM 21037110 2066 37900 SH SHARED 01 37900 D CONSTELLATION ENERGY GROUP I COM 21037110 5448 99934 SH SHARED 02 99934 D CONSTELLATION ENERGY GROUP I COM 21037110 1132 20772 SH SHARED 06 20772 D CONSTELLATION ENERGY GROUP I COM 21037110 3663 67200 SH SHARED 10 61400 5800 D CONSTELLATION ENERGY GROUP I COM 21037110 58 1069 SH SHARED 14 1069 D CONSTELLATION ENERGY GROUP I COM 21037110 5135 94197 SH SHARED 17 87797 6400 D CONSTELLATION ENERGY GROUP I COM 21037110 81 1500 SH SHARED 23 1500 D CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD 1974 2000000 PRN SHARED 2000000 D CONTINENTAL AIRLS INC CL B 21079530 1320 44316 SH SHARED 44316 D CONTINENTAL AIRLS INC CL B 21079530 29 1000 SH SHR/OTHR 1000 D CONTINENTAL AIRLS INC CL B 21079530 295 9900 SH SHARED 01 9900 D CONTINENTAL AIRLS INC CL B 21079530 15248 511688 SH SHARED 02 511688 D CONTINENTAL AIRLS INC CL B 21079530 47 1600 SH SHARED 06 1600 D CONTINENTAL AIRLS INC CL B 21079530 712 23900 SH SHARED 10 23900 D CONTINENTAL AIRLS INC CL B 21079530 616 20700 SH SHARED 17 20700 D CONTROLADORA COML MEX SA DE GDR 21238A20 0 1 SH SHARED 02 1 D CONVERIUM HLDG AG SPONSORED ADR 21248N10 966 175400 SH SHARED 175400 D CONVERGYS CORP COM 21248510 1630 83600 SH SHARED 83600 D CONVERGYS CORP COM 21248510 317 16300 SH SHARED 01 16300 D CONVERGYS CORP COM 21248510 1332 68312 SH SHARED 02 68312 D CONVERGYS CORP COM 21248510 347 17825 SH SHARED 06 17825 D CONVERGYS CORP COM 21248510 5 300 SH SHARED 10 300 D CONVERGYS CORP COM 21248510 2039 104612 SH SHARED 17 104612 D COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE 738 500000 PRN SHARED 500000 D COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE 9741 6600000 PRN SHARED 04 6600000 D COOPER COS INC COM NEW 21664840 11625 262496 SH SHARED 262448 48 D COOPER COS INC COM NEW 21664840 119 2700 SH SHARED 02 2700 D COOPER COS INC COM NEW 21664840 8636 195000 SH SHARED 04 195000 D COOPER COS INC COM NEW 21664840 55 1250 SH SHARED 06 1250 D COOPER COS INC COM NEW 21664840 553 12500 SH SHARED 10 12500 D COOPER COS INC COM NEW 21664840 93 2100 SH SHARED 14 2100 D COOPER COS INC COM NEW 21664840 25537 576600 SH SHARED 17 576600 D COOPER TIRE & RUBR CO COM 21683110 1323 118840 SH SHARED 118840 D COOPER TIRE & RUBR CO COM 21683110 132 11899 SH SHARED 01 11899 D COOPER TIRE & RUBR CO COM 21683110 185 16624 SH SHARED 02 16624 D COOPER TIRE & RUBR CO COM 21683110 150 13500 SH SHARED 10 13500 D COOPER TIRE & RUBR CO COM 21683110 279 25051 SH SHARED 17 25051 D COPART INC COM 21720410 73 3000 SH SHARED 3000 D COPART INC COM 21720410 444 18100 SH SHARED 01 18100 D COPART INC COM 21720410 405 16500 SH SHARED 02 16500 D CORCEPT THERAPEUTICS INC COM 21835210 192 47528 SH SHARED 47528 D CORE MARK HOLDING CO INC COM 21868110 387 10812 SH SHARED 10812 D COREL CORP NEW COM 21869X10 6 501 SH SHARED 02 501 D CORILLIAN CORP COM 21872510 1383 462700 SH SHARED 17 462700 D CORINTHIAN COLLEGES INC COM 21886810 371 25847 SH SHARED 25847 D CORINTHIAN COLLEGES INC COM 21886810 23 1664 SH SHR/OTHR 1664 D CORINTHIAN COLLEGES INC COM 21886810 410 28600 SH SHARED 01 28600 D CORINTHIAN COLLEGES INC COM 21886810 479 33412 SH SHARED 02 33412 D CORINTHIAN COLLEGES INC COM 21886810 3590 250000 SH SHARED 04 250000 D CORINTHIAN COLLEGES INC COM 21886810 136 9500 SH SHARED 10 9500 D CORN PRODS INTL INC COM 21902310 31564 1031525 SH SHARED 1031125 400 D CORN PRODS INTL INC COM 21902310 88 2898 SH SHARED 01 2898 D CORN PRODS INTL INC COM 21902310 146 4800 SH SHARED 02 4800 D CORN PRODS INTL INC COM 21902310 67 2200 SH SHARED 10 2200 D CORN PRODS INTL INC COM 21902310 18 600 SH SHARED 17 600 D CORN PRODS INTL INC COM 21902310 346 11320 SH SHARED 21 9020 2300 D CORN PRODS INTL INC COM 21902310 385 12600 SH SHR/OTHR 23 12600 D CORNERSTONE STRATEGIC VALUE COM 21924B10 0 38 SH SHARED 38 D CORNING INC COM 21935010 39012 1612757 SH SHARED 1515477 97280 D CORNING INC COM 21935010 5982 247296 SH SHR/OTHR 247296 D CORNING INC COM 21935010 9760 403506 SH SHARED 01 403506 D CORNING INC COM 21935010 10075 416532 SH SHARED 02 416532 D CORNING INC COM 21935010 2472 102200 SH SHARED 04 102200 D CORNING INC COM 21935010 32066 1325609 SH SHARED 06 1325609 D CORNING INC COM 21935010 59074 2442100 SH SHARED 10 1919400 522700 D CORNING INC COM 21935010 1873 77452 SH SHARED 14 77452 D CORNING INC COM 21935010 2419 100000 SH SHARED 15 100000 D CORNING INC COM 21935010 2917 120600 SH SHARED 16 120600 D CORNING INC COM 21935010 20010 827212 SH SHARED 17 625712 201500 D CORNING INC COM 21935010 365 15100 SH SHR/OTHR 23 15100 D CORPORATE EXECUTIVE BRD CO COM 21988R10 388 3875 SH SHARED 3775 100 D CORPORATE EXECUTIVE BRD CO COM 21988R10 101 1017 SH SHR/OTHR 1017 D CORPORATE EXECUTIVE BRD CO COM 21988R10 1162 11600 SH SHARED 01 11600 D CORPORATE EXECUTIVE BRD CO COM 21988R10 1252 12495 SH SHARED 02 12495 D CORPORATE EXECUTIVE BRD CO COM 21988R10 195 1950 SH SHARED 17 1650 300 D CORPORATE HIGH YIELD FD INC COM 21991410 269 36317 SH SHARED 36317 D CORPORATE HIGH YIELD FD III COM 21992510 3889 532861 SH SHARED 532861 D CORPORATE HIGH YIELD FD V IN COM 21993110 1 123 SH SHARED 123 D CORPORATE HIGH YIELD FD VI I COM 21993210 2758 231035 SH SHARED 231035 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 405 9630 SH SHARED 9630 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 992 23700 SH SHARED 01 18900 4800 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 34 827 SH SHARED 02 827 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 732 17400 SH SHARED 10 17400 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 33079 786100 SH SHARED 11 786100 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 492 11700 SH SHARED 17 11700 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 576 10881 SH SHARED 10881 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 127 2400 SH SHARED 02 2400 D CORUS GROUP PLC SPONSORED ADR 22087M10 32906 1935685 SH SHARED 1935685 D CORUS BANKSHARES INC COM 22087310 273 10461 SH SHARED 10461 D CORUS BANKSHARES INC COM 22087310 60 2300 SH SHARED 01 2300 D CORUS BANKSHARES INC COM 22087310 890 34016 SH SHARED 02 34016 D CORUS BANKSHARES INC COM 22087310 8139 310900 SH SHARED 10 310900 D CORUS BANKSHARES INC COM 22087310 2853 109000 SH SHARED 17 49600 59400 D CORUS ENTERTAINMENT INC COM CL B NON VTG 22087410 12855 398000 SH SHARED 398000 D CORVEL CORP COM 22100610 29 1174 SH SHARED 1174 D CORVEL CORP COM 22100610 3 147 SH SHARED 02 147 D CORVEL CORP COM 22100610 215 8600 SH SHARED 10 8600 D COST PLUS INC CALIF COM 22148510 366 24999 SH SHARED 24999 D COST PLUS INC CALIF COM 22148510 164 11236 SH SHARED 02 11236 D COSTCO WHSL CORP NEW COM 22160K10 51902 908498 SH SHARED 836468 72030 D COSTCO WHSL CORP NEW COM 22160K10 442 7749 SH SHR/OTHR 7749 D COSTCO WHSL CORP NEW COM 22160K10 5758 100801 SH SHARED 01 100801 D COSTCO WHSL CORP NEW COM 22160K10 9110 159469 SH SHARED 02 159469 D COSTCO WHSL CORP NEW COM 22160K10 3280 57430 SH SHARED 06 57430 D COSTCO WHSL CORP NEW COM 22160K10 2982 52200 SH SHARED 10 41300 10900 D COSTCO WHSL CORP NEW COM 22160K10 645 11301 SH SHARED 14 11301 D COSTCO WHSL CORP NEW COM 22160K10 29323 513278 SH SHARED 17 501078 12200 D COSTCO WHSL CORP NEW COM 22160K10 136 2395 SH SHARED 20 110 2285 D COSTCO WHSL CORP NEW COM 22160K10 69 1210 SH SHR/OTHR 21 1210 D COSTCO WHSL CORP NEW COM 22160K10 161 2825 SH SHARED 22 1900 925 D COSTCO WHSL CORP NEW COM 22160K10 608 10655 SH SHARED 23 7100 3555 D COSTCO WHSL CORP NEW COM 22160K10 954 16700 SH SHR/OTHR 23 16700 D COSTAR GROUP INC COM 22160N10 214 3589 SH SHARED 3589 D COSTAR GROUP INC COM 22160N10 41 700 SH SHARED 01 700 D COSTAR GROUP INC COM 22160N10 21 358 SH SHARED 02 358 D COSTAR GROUP INC COM 22160N10 173 2900 SH SHARED 10 2900 D COSTCO COMPANIES INC NOTE 8/1 22160QAC 376 290000 PRN SHARED 02 290000 D COTT CORP QUE COM 22163N10 24 1900 SH SHARED 1900 D COTT CORP QUE COM 22163N10 13 1000 SH SHR/OTHR 1000 D COTHERIX INC COM 22163T10 1164 135250 SH SHARED 135250 D COTHERIX INC COM 22163T10 142 16506 SH SHARED 16506 D COTHERIX INC COM 22163T10 7746 899700 SH SHARED 04 899700 D COUNTRYWIDE FINANCIAL CORP COM 22237210 35478 931678 SH SHARED 931106 572 D COUNTRYWIDE FINANCIAL CORP COM 22237210 4481 117690 SH SHARED 01 117690 D COUNTRYWIDE FINANCIAL CORP COM 22237210 13429 352655 SH SHARED 02 350155 2500 D COUNTRYWIDE FINANCIAL CORP COM 22237210 1904 50000 SH SHARED 04 50000 D COUNTRYWIDE FINANCIAL CORP COM 22237210 2909 76399 SH SHARED 06 76399 D COUNTRYWIDE FINANCIAL CORP COM 22237210 1111 29198 SH SHARED 10 23598 5600 D COUNTRYWIDE FINANCIAL CORP COM 22237210 1112 29225 SH SHARED 14 29225 D COUNTRYWIDE FINANCIAL CORP COM 22237210 10212 268180 SH SHARED 17 266182 1998 D COURIER CORP COM 22266010 92 2305 SH SHARED 2305 D COURIER CORP COM 22266010 2 60 SH SHARED 02 60 D COURIER CORP COM 22266010 156 3900 SH SHARED 10 3900 D COUSINS PPTYS INC COM 22279510 389 12592 SH SHARED 12592 D COUSINS PPTYS INC COM 22279510 86 2782 SH SHR/OTHR 2782 D COUSINS PPTYS INC COM 22279510 15 500 SH SHARED 01 500 D COUSINS PPTYS INC COM 22279510 82 2664 SH SHARED 02 2664 D COUSINS PPTYS INC COM 22279510 680 22000 SH SHARED 04 22000 D COUSINS PPTYS INC COM 22279510 1209 39100 SH SHARED 10 39100 D COUSINS PPTYS INC COM 22279510 807 26100 SH SHARED 17 26100 D COVANSYS CORP COM 22281W10 344 27418 SH SHARED 27418 D COVANSYS CORP COM 22281W10 28 2300 SH SHARED 01 2300 D COVANSYS CORP COM 22281W10 295 23500 SH SHARED 10 23500 D COVANSYS CORP COM 22281W10 8489 675400 SH SHARED 17 622900 52500 D COVAD COMMUNICATIONS GROUP I DBCV 3.000% 3/1 222814AR 1926 2150000 PRN SHARED 2150000 D COVAD COMMUNICATIONS GROUP I COM 22281420 28 14047 SH SHARED 14047 D COVANCE INC COM 22281610 936 15300 SH SHARED 15100 200 D COVANCE INC COM 22281610 1224 20002 SH SHARED 01 20002 D COVANCE INC COM 22281610 1168 19094 SH SHARED 02 19094 D COVANCE INC COM 22281610 2154 35200 SH SHARED 10 34900 300 D COVANCE INC COM 22281610 1281 20940 SH SHARED 17 20740 200 D COVANCE INC COM 22281610 48 800 SH SHR/OTHR 23 800 D COVANTA HLDG CORP COM 22282E10 528 29923 SH SHARED 29923 D COVANTA HLDG CORP COM 22282E10 357 20260 SH SHARED 01 20260 D COVANTA HLDG CORP COM 22282E10 121 6900 SH SHARED 02 6900 D COVANTA HLDG CORP COM 22282E10 5377 304700 SH SHARED 17 304700 D COVENANT TRANS INC CL A 22284P10 30 2033 SH SHARED 2033 D COVENANT TRANS INC CL A 22284P10 18 1227 SH SHARED 02 1227 D COVENTRY HEALTH CARE INC COM 22286210 5740 104494 SH SHARED 101044 3450 D COVENTRY HEALTH CARE INC COM 22286210 49 900 SH SHR/OTHR 900 D COVENTRY HEALTH CARE INC COM 22286210 1428 26000 SH SHARED 01 26000 D COVENTRY HEALTH CARE INC COM 22286210 3065 55805 SH SHARED 02 51965 3840 D COVENTRY HEALTH CARE INC COM 22286210 3168 57667 SH SHARED 06 57667 D COVENTRY HEALTH CARE INC COM 22286210 13679 248988 SH SHARED 10 245288 3700 D COVENTRY HEALTH CARE INC COM 22286210 270 4926 SH SHARED 14 4926 D COVENTRY HEALTH CARE INC COM 22286210 8656 157563 SH SHARED 17 148413 9150 D COX RADIO INC CL A 22405110 170 11826 SH SHARED 11826 D COX RADIO INC CL A 22405110 55 3872 SH SHARED 02 3872 D COX RADIO INC CL A 22405110 5047 350000 SH SHARED 17 350000 D CRANE CO COM 22439910 698 16791 SH SHARED 16791 D CRANE CO COM 22439910 761 18300 SH SHARED 01 18300 D CRANE CO COM 22439910 499 12000 SH SHARED 02 12000 D CRANE CO COM 22439910 191 4600 SH SHARED 10 3800 800 D CRANE CO COM 22439910 1010 24300 SH SHARED 17 24300 D CRANE CO COM 22439910 99 2388 SH SHR/OTHR 23 2388 D CRAWFORD & CO CL B 22463310 40 5705 SH SHARED 5705 D CRAWFORD & CO CL B 22463310 1 155 SH SHARED 02 155 D CREDIT SUISSE ASSET MGMT INC COM 22491610 81 20565 SH SHARED 20565 D CREDENCE SYS CORP NOTE 1.500% 5/1 225302AF 364 419000 PRN SHARED 02 419000 D CREDENCE SYS CORP COM 22530210 103 29434 SH SHARED 29434 D CREDENCE SYS CORP COM 22530210 121 34800 SH SHARED 01 34800 D CREDENCE SYS CORP COM 22530210 236 67443 SH SHARED 02 67443 D CREDENCE SYS CORP COM 22530210 16 4600 SH SHARED 17 4600 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 5490 98060 SH SHARED 97053 1007 D CREE INC COM 22544710 908 38257 SH SHARED 38257 D CREE INC COM 22544710 589 24800 SH SHARED 01 24800 D CREE INC COM 22544710 681 28672 SH SHARED 02 28672 D CREE INC COM 22544710 137 5800 SH SHARED 17 5500 300 D CRESCENT REAL ESTATE EQUITIE COM 22575610 515 27800 SH SHARED 27800 D CRESCENT REAL ESTATE EQUITIE COM 22575610 335 18100 SH SHARED 02 18100 D CRESCENT REAL ESTATE EQUITIE COM 22575610 721 38900 SH SHARED 10 38900 D CRESCENT REAL ESTATE EQUITIE COM 22575610 458 24700 SH SHARED 17 24700 D CRESUD S A C I F Y A SPONSORED ADR 22640610 14501 1072625 SH SHARED 1072625 D CRESUD S A C I F Y A SPONSORED ADR 22640610 3950 292176 SH SHARED 17 292176 D CRITICAL THERAPEUTICS INC COM 22674T10 489 136000 SH SHARED 04 136000 D CROCS INC COM 22704610 70 2794 SH SHARED 2794 D CROCS INC COM 22704610 7 281 SH SHARED 02 281 D CROSS CTRY HEALTHCARE INC COM 22748310 201 11050 SH SHARED 11050 D CROSS CTRY HEALTHCARE INC COM 22748310 83 4600 SH SHARED 01 4600 D CROSS CTRY HEALTHCARE INC COM 22748310 5 284 SH SHARED 02 284 D CROSS TIMBERS RTY TR TR UNIT 22757R10 3 72 SH SHARED 72 D CROSS TIMBERS RTY TR TR UNIT 22757R10 89 2000 SH SHR/OTHR 20 2000 D CROSSTEX ENERGY L P COM 22765U10 496 13505 SH SHARED 13505 D CROSSTEX ENERGY INC COM 22765Y10 104 1102 SH SHARED 1102 D CROWN CASTLE INTL CORP COM 22822710 8331 241200 SH SHARED 239300 1900 D CROWN CASTLE INTL CORP COM 22822710 51 1500 SH SHARED 01 1500 D CROWN CASTLE INTL CORP COM 22822710 668 19358 SH SHARED 02 19358 D CROWN CASTLE INTL CORP COM 22822710 1890 54744 SH SHARED 06 54744 D CROWN CASTLE INTL CORP COM 22822710 5519 159800 SH SHARED 10 159800 D CROWN CASTLE INTL CORP COM 22822710 24 700 SH SHARED 14 700 D CROWN CASTLE INTL CORP COM 22822710 18213 527310 SH SHARED 17 521710 5600 D CROWN HOLDINGS INC COM 22836810 2402 154290 SH SHARED 147285 7005 D CROWN HOLDINGS INC COM 22836810 167 10776 SH SHARED 02 10776 D CROWN HOLDINGS INC COM 22836810 73 4700 SH SHARED 17 4700 D CROWN HOLDINGS INC COM 22836810 6 415 SH SHR/OTHR 21 415 D CROWN MEDIA HLDGS INC CL A 22841110 12 3096 SH SHARED 3096 D CRYOLIFE INC COM 22890310 294 54600 SH SHARED 54600 D CRYSTALLEX INTL CORP COM 22942F10 4 1600 SH SHARED 1600 D CRYSTALLEX INTL CORP COM 22942F10 432 150000 SH SHARED 10 150000 D CTRIP COM INTL LTD ADR 22943F10 31426 615610 SH SHARED 615610 D CTRIP COM INTL LTD ADR 22943F10 20 400 SH SHARED 06 400 D CTRIP COM INTL LTD ADR 22943F10 980 19200 SH SHARED 17 19200 D CUBIC CORP COM 22966910 160 8203 SH SHARED 8203 D CUBIC CORP COM 22966910 11 600 SH SHARED 01 600 D CUBIC CORP COM 22966910 2 110 SH SHARED 02 110 D CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC 8562 8217000 PRN SHARED 8217000 D CUBIST PHARMACEUTICALS INC COM 22967810 1133 45000 SH SHARED 45000 D CUBIST PHARMACEUTICALS INC COM 22967810 610 24251 SH SHARED 24251 D CUBIST PHARMACEUTICALS INC COM 22967810 269 10700 SH SHARED 01 10700 D CUBIST PHARMACEUTICALS INC COM 22967810 30 1198 SH SHARED 02 1198 D CUBIST PHARMACEUTICALS INC COM 22967810 2719 108000 SH SHARED 04 108000 D CUBIST PHARMACEUTICALS INC COM 22967810 2092 83100 SH SHARED 10 83100 D CUBIST PHARMACEUTICALS INC COM 22967810 1918 76200 SH SHARED 17 76200 D CULLEN FROST BANKERS INC COM 22989910 189 3300 SH SHARED 3300 D CULLEN FROST BANKERS INC COM 22989910 779 13600 SH SHARED 01 13600 D CULLEN FROST BANKERS INC COM 22989910 694 12114 SH SHARED 02 12114 D CULLEN FROST BANKERS INC COM 22989910 939 16400 SH SHARED 17 16400 D CUMBERLAND RES LTD COM 23077R10 720 150000 SH SHARED 04 150000 D CUMMINS INC COM 23102110 6051 49500 SH SHARED 29400 20100 D CUMMINS INC COM 23102110 1332 10900 SH SHARED 01 10900 D CUMMINS INC COM 23102110 2038 16674 SH SHARED 02 16674 D CUMMINS INC COM 23102110 930 7615 SH SHARED 06 7615 D CUMMINS INC COM 23102110 11442 93600 SH SHARED 10 23900 69700 D CUMMINS INC COM 23102110 584 4781 SH SHARED 14 4781 D CUMMINS INC COM 23102110 10255 83886 SH SHARED 17 34186 49700 D CUMMINS INC COM 23102110 97 800 SH SHR/OTHR 23 800 D CUMULUS MEDIA INC CL A 23108210 150 14141 SH SHARED 14141 D CUMULUS MEDIA INC CL A 23108210 102 9600 SH SHARED 01 9600 D CUMULUS MEDIA INC CL A 23108210 12 1196 SH SHARED 02 1196 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 3440 3500000 PRN SHARED 3500000 D CURAGEN CORP NOTE 4.000% 2/1 23126RAE 1470 2000000 PRN SHARED 2000000 D CURAGEN CORP COM 23126R10 186 53175 SH SHARED 53175 D CURAGEN CORP COM 23126R10 15 4561 SH SHARED 02 4561 D CURIS INC COM 23126910 17 12682 SH SHARED 12682 D CURIS INC COM 23126910 6 4642 SH SHARED 02 4642 D CURTISS WRIGHT CORP COM 23156110 411 13321 SH SHARED 13321 D CURTISS WRIGHT CORP COM 23156110 24 800 SH SHARED 01 800 D CURTISS WRIGHT CORP COM 23156110 222 7196 SH SHARED 02 7196 D CURTISS WRIGHT CORP COM 23156110 172 5600 SH SHARED 10 5600 D CURTISS WRIGHT CORP COM 23156110 466 15100 SH SHARED 17 15100 D CYBERSOURCE CORP COM 23251J10 71 6088 SH SHARED 6088 D CYBERONICS INC COM 23251P10 107 5039 SH SHARED 5039 D CYBERONICS INC COM 23251P10 2 105 SH SHARED 02 105 D CYBERONICS INC COM 23251P10 852 40000 SH SHARED 04 40000 D CYBERONICS INC COM 23251P10 852 40000 SH SHARED 15 40000 D CYBEROPTICS CORP COM 23251710 62 4805 SH SHR/OTHR 4805 D CYCLACEL PHARMACEUTICALS INC COM 23254L10 21 3199 SH SHARED 3199 D CYCLACEL PHARMACEUTICALS INC PFD CONV EX 6% 23254L20 116 24689 SH SHARED 24689 D CYMER INC NOTE 3.500% 2/1 232572AE 20960 20000000 PRN SHARED 20000000 D CYMER INC COM 23257210 16495 355051 SH SHARED 355051 D CYMER INC COM 23257210 111 2400 SH SHARED 01 2400 D CYMER INC COM 23257210 126 2729 SH SHARED 02 2729 D CYMER INC COM 23257210 1045 22500 SH SHARED 04 22500 D CYMER INC COM 23257210 1133 24400 SH SHARED 10 24400 D CYMER INC COM 23257210 3901 83980 SH SHARED 17 38080 45900 D CYNOSURE INC CL A 23257720 185 12950 SH SHARED 04 12950 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 483 78800 SH SHARED 78800 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 55 9018 SH SHARED 9018 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 39 6400 SH SHARED 01 6400 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 0 31 SH SHARED 02 31 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 4230 689000 SH SHARED 04 689000 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 5282 4650000 PRN SHARED 4650000 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 9549 8406000 PRN SHARED 02 8406000 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 5907 5200000 PRN SHARED 04 5200000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 2760 189883 SH SHARED 189883 D CYPRESS SEMICONDUCTOR CORP COM 23280610 633 43600 SH SHARED 01 43600 D CYPRESS SEMICONDUCTOR CORP COM 23280610 476 32800 SH SHARED 02 32800 D CYPRESS SEMICONDUCTOR CORP COM 23280610 2617 180000 SH SHARED 04 180000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 95 6600 SH SHARED 10 6600 D CYPRESS SEMICONDUCTOR CORP COM 23280610 30 2100 SH SHARED 17 1000 1100 D CYTOKINETICS INC COM 23282W10 53 8506 SH SHARED 8506 D CYTEC INDS INC COM 23282010 1035 19300 SH SHARED 19300 D CYTEC INDS INC COM 23282010 658 12268 SH SHARED 01 12268 D CYTEC INDS INC COM 23282010 515 9600 SH SHARED 02 9600 D CYTEC INDS INC COM 23282010 37 700 SH SHARED 17 700 D CYTEC INDS INC COM 23282010 53 1000 SH SHARED 21 1000 D CYTORI THERAPEUTICS INC COM 23283K10 17 2500 SH SHARED 500 2000 D CYTYC CORP NOTE 2.250% 3/1 232946AB 306 294000 PRN SHARED 02 294000 D CYTYC CORP COM 23294610 393 15500 SH SHARED 13000 2500 D CYTYC CORP COM 23294610 739 29148 SH SHARED 01 29148 D CYTYC CORP COM 23294610 745 29392 SH SHARED 02 29392 D CYTYC CORP COM 23294610 2650 104500 SH SHARED 10 101900 2600 D CYTYC CORP COM 23294610 243 9600 SH SHARED 14 9600 D CYTYC CORP COM 23294610 172 6800 SH SHARED 17 800 6000 D DDI CORP COM 0.0001 NEW 23316250 3544 432229 SH SHARED 432229 D DHB INDS INC COM 23321E10 21 13900 SH SHARED 13900 D DJO INCORPORATED COM 23325G10 359 9773 SH SHARED 9773 D DJO INCORPORATED COM 23325G10 316 8600 SH SHARED 02 8600 D DJO INCORPORATED COM 23325G10 666 18100 SH SHARED 17 600 17500 D DNP SELECT INCOME FD COM 23325P10 66 6500 SH SHARED 23 6500 D DPL INC COM 23329310 618 23064 SH SHARED 12861 10203 D DPL INC COM 23329310 36 1350 SH SHR/OTHR 1350 D DPL INC COM 23329310 890 33212 SH SHARED 01 33212 D DPL INC COM 23329310 859 32059 SH SHARED 02 32059 D DPL INC COM 23329310 670 25000 SH SHARED 17 21400 3600 D DPL INC COM 23329310 29 1100 SH SHR/OTHR 23 1100 D DRS TECHNOLOGIES INC COM 23330X10 1034 21219 SH SHARED 21219 D DRS TECHNOLOGIES INC COM 23330X10 409 8400 SH SHARED 01 8400 D DRS TECHNOLOGIES INC COM 23330X10 726 14900 SH SHARED 02 14900 D DRS TECHNOLOGIES INC COM 23330X10 14941 306500 SH SHARED 17 306500 D DRS TECHNOLOGIES INC COM 23330X10 68 1400 SH SHARED 21 1400 D D R HORTON INC COM 23331A10 8400 352646 SH SHARED 352018 628 D D R HORTON INC COM 23331A10 950 39900 SH SHARED 01 39900 D D R HORTON INC COM 23331A10 2108 88507 SH SHARED 02 88507 D D R HORTON INC COM 23331A10 611 25667 SH SHARED 06 25667 D D R HORTON INC COM 23331A10 764 32100 SH SHARED 10 30200 1900 D D R HORTON INC COM 23331A10 3573 150000 SH SHARED 16 150000 D D R HORTON INC COM 23331A10 4306 180799 SH SHARED 17 178700 2099 D DSP GROUP INC COM 23332B10 215 8662 SH SHARED 8662 D DSP GROUP INC COM 23332B10 136 5500 SH SHARED 10 5500 D DSP GROUP INC COM 23332B10 149 6000 SH SHARED 17 6000 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 41643 31500000 PRN SHARED 31500000 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 5286 3999000 PRN SHARED 02 3999000 D DST SYS INC DEL DBCV 3.625% 8/1 233326AD 5968 4656000 PRN SHARED 02 4656000 D DST SYS INC DEL COM 23332610 398 6700 SH SHARED 6600 100 D DST SYS INC DEL COM 23332610 1201 20200 SH SHARED 01 20200 D DST SYS INC DEL COM 23332610 978 16439 SH SHARED 02 16439 D DST SYS INC DEL COM 23332610 141 2370 SH SHARED 06 2370 D DST SYS INC DEL COM 23332610 5 100 SH SHARED 10 100 D DST SYS INC DEL COM 23332610 648 10900 SH SHARED 17 10700 200 D DTE ENERGY CO COM 23333110 6742 165506 SH SHARED 148021 17485 D DTE ENERGY CO COM 23333110 1849 45390 SH SHARED 01 45390 D DTE ENERGY CO COM 23333110 1936 47529 SH SHARED 02 47529 D DTE ENERGY CO COM 23333110 664 16300 SH SHARED 06 16300 D DTE ENERGY CO COM 23333110 354 8700 SH SHARED 10 5000 3700 D DTE ENERGY CO COM 23333110 81 1992 SH SHARED 14 1992 D DTE ENERGY CO COM 23333110 4585 112560 SH SHARED 17 104460 8100 D DTE ENERGY CO COM 23333110 14 360 SH SHR/OTHR 21 360 D DSW INC CL A 23334L10 88 2434 SH SHARED 2434 D DSW INC CL A 23334L10 65 1800 SH SHARED 01 1800 D DTS INC COM 23335C10 74 3814 SH SHARED 3814 D DTS INC COM 23335C10 0 49 SH SHARED 02 49 D DTS INC COM 23335C10 122 6300 SH SHARED 10 6300 D DWS HIGH INCOME TR SHS 23337C10 7 1000 SH SHARED 1000 D DXP ENTERPRISES INC NEW COM NEW 23337740 9 300 SH SHARED 300 D DXP ENTERPRISES INC NEW COM NEW 23337740 12 400 SH SHARED 02 400 D DWS MULTI MKT INCOME TR SHS 23338L10 9 1000 SH SHARED 1000 D DWS STRATEGIC MUN INCOME TR COM 23338T10 92 7500 SH SHR/OTHR 20 7500 D DWS GLOBAL COMMODITIES STK F COM 23338Y10 176 10742 SH SHARED 10742 D DWS RREEF REAL ESTATE FD INC COM 23338410 302 13800 SH SHARED 10000 3800 D DADE BEHRING HLDGS INC COM 23342J20 99 2400 SH SHARED 2400 D DADE BEHRING HLDGS INC COM 23342J20 459 11040 SH SHARED 02 11040 D DADE BEHRING HLDGS INC COM 23342J20 1998 48000 SH SHARED 17 48000 D DAKTRONICS INC COM 23426410 236 8202 SH SHARED 8202 D DAKTRONICS INC COM 23426410 23 800 SH SHARED 01 800 D DAKTRONICS INC COM 23426410 135 4678 SH SHARED 02 4678 D DAKTRONICS INC COM 23426410 1013 35100 SH SHARED 17 6700 28400 D DANAHER CORP DEL NOTE 1/2 235851AF 9410 10000000 PRN SHARED 10000000 D DANAHER CORP DEL NOTE 1/2 235851AF 2537 2697000 PRN SHARED 02 2697000 D DANAHER CORP DEL COM 23585110 15684 243847 SH SHARED 241093 2754 D DANAHER CORP DEL COM 23585110 3113 48400 SH SHARED 01 48400 D DANAHER CORP DEL COM 23585110 5215 81080 SH SHARED 02 81080 D DANAHER CORP DEL COM 23585110 3670 57070 SH SHARED 06 57070 D DANAHER CORP DEL COM 23585110 4161 64700 SH SHARED 10 43700 21000 D DANAHER CORP DEL COM 23585110 345 5377 SH SHARED 14 5377 D DANAHER CORP DEL COM 23585110 6456 100387 SH SHARED 17 99287 1100 D DANAHER CORP DEL COM 23585110 463 7200 SH SHARED 21 7200 D DANAHER CORP DEL COM 23585110 186 2900 SH SHR/OTHR 21 2900 D DANAHER CORP DEL COM 23585110 73 1150 SH SHR/OTHR 23 1150 D DARDEN RESTAURANTS INC COM 23719410 3461 87854 SH SHARED 87500 354 D DARDEN RESTAURANTS INC COM 23719410 1627 41299 SH SHARED 01 41299 D DARDEN RESTAURANTS INC COM 23719410 2705 68667 SH SHARED 02 68667 D DARDEN RESTAURANTS INC COM 23719410 622 15796 SH SHARED 06 15796 D DARDEN RESTAURANTS INC COM 23719410 5401 137100 SH SHARED 10 136800 300 D DARDEN RESTAURANTS INC COM 23719410 453 11516 SH SHARED 14 11516 D DARDEN RESTAURANTS INC COM 23719410 3189 80939 SH SHARED 17 80039 900 D DARDEN RESTAURANTS INC COM 23719410 118 3000 SH SHR/OTHR 23 3000 D DARLING INTL INC COM 23726610 1490 328946 SH SHARED 328946 D DARLING INTL INC COM 23726610 2 458 SH SHARED 02 458 D DASSAULT SYS S A SPONSORED ADR 23754510 7 145 SH SHARED 145 D DATASCOPE CORP COM 23811310 229 7442 SH SHARED 7442 D DATASCOPE CORP COM 23811310 114 3700 SH SHARED 10 3700 D DAVITA INC COM 23918K10 218 4400 SH SHARED 2100 2300 D DAVITA INC COM 23918K10 352 7102 SH SHARED 02 7102 D DAVITA INC COM 23918K10 173 3490 SH SHARED 06 3490 D DAVITA INC COM 23918K10 3650 73460 SH SHARED 10 71160 2300 D DAVITA INC COM 23918K10 21687 436360 SH SHARED 17 430860 5500 D DB COMMODITY INDEX TRACKING UNIT BEN INT 24022510 13423 530561 SH SHARED 156808 373753 D DB COMMODITY INDEX TRACKING UNIT BEN INT 24022510 1188 46980 SH SHR/OTHR 46980 D DB COMMODITY INDEX TRACKING UNIT BEN INT 24022510 126 5000 SH SHARED 02 5000 D DB COMMODITY INDEX TRACKING UNIT BEN INT 24022510 3242 128150 SH SHARED 20 44415 83735 D DB COMMODITY INDEX TRACKING UNIT BEN INT 24022510 10 400 SH SHR/OTHR 20 400 D DB COMMODITY INDEX TRACKING UNIT BEN INT 24022510 194 7700 SH SHARED 22 7700 D DB COMMODITY INDEX TRACKING UNIT BEN INT 24022510 248 9827 SH SHARED 23 7732 2095 D DEALERTRACK HLDGS INC COM 24230910 63 2882 SH SHARED 2882 D DEALERTRACK HLDGS INC COM 24230910 5 254 SH SHARED 02 254 D DEAN FOODS CO NEW COM 24237010 8511 228867 SH SHARED 227560 1307 D DEAN FOODS CO NEW COM 24237010 442 11900 SH SHARED 01 11900 D DEAN FOODS CO NEW COM 24237010 1380 37124 SH SHARED 02 37124 D DEAN FOODS CO NEW COM 24237010 450 12100 SH SHARED 06 12100 D DEAN FOODS CO NEW COM 24237010 43319 1164817 SH SHARED 10 257827 700000 206990 D DEAN FOODS CO NEW COM 24237010 91 2462 SH SHARED 14 2462 D DEAN FOODS CO NEW COM 24237010 5957 160200 SH SHARED 17 157000 3200 D DEAN FOODS CO NEW COM 24237010 40 1100 SH SHR/OTHR 23 1100 D DEB SHOPS INC COM 24272810 19 788 SH SHARED 788 D DEB SHOPS INC COM 24272810 5 219 SH SHARED 02 219 D DEBT STRATEGIES FD INC NEW COM 24276Q10 82 12035 SH SHARED 12035 D DECKERS OUTDOOR CORP COM 24353710 592 15363 SH SHARED 15363 D DECKERS OUTDOOR CORP COM 24353710 46 1200 SH SHARED 02 1200 D DECODE GENETICS INC COM 24358610 131 21163 SH SHARED 21163 D DECODE GENETICS INC COM 24358610 5 948 SH SHARED 02 948 D DEERE & CO COM 24419910 262534 3144506 SH SHARED 3136234 8272 D DEERE & CO COM 24419910 846 10140 SH SHR/OTHR 10140 D DEERE & CO COM 24419910 4149 49699 SH SHARED 01 49699 D DEERE & CO COM 24419910 5770 69121 SH SHARED 02 69121 D DEERE & CO COM 24419910 190724 2284400 SH SHARED 04 2284400 D DEERE & CO COM 24419910 53753 643830 SH SHARED 06 643830 D DEERE & CO COM 24419910 2180 26120 SH SHARED 10 23820 2300 D DEERE & CO COM 24419910 3423 41000 SH SHARED 14 41000 D DEERE & CO COM 24419910 4115 49290 SH SHARED 15 49290 D DEERE & CO COM 24419910 8975 107508 SH SHARED 17 105108 2400 D DEERE & CO COM 24419910 225 2700 SH SHARED 19 2700 D DEERE & CO COM 24419910 25 300 SH SHARED 20 300 D DEERE & CO COM 24419910 715 8570 SH SHR/OTHR 20 8570 D DEERE & CO COM 24419910 250 2995 SH SHARED 21 2995 D DEERE & CO COM 24419910 74 895 SH SHARED 23 895 D DEERE & CO COM 24419910 400 4800 SH SHR/OTHR 23 4800 D DEERFIELD TRIARC CAP CORP COM 24457230 34913 2689821 SH SHARED 2689821 D DEERFIELD TRIARC CAP CORP COM 24457230 12980 1000000 SH SHARED 11 1000000 D DEFINED STRATEGY FD INC COM 24476Y10 1144 66364 SH SHARED 66364 D DEL MONTE FOODS CO COM 24522P10 1581 140867 SH SHARED 134067 6800 D DEL MONTE FOODS CO COM 24522P10 49 4374 SH SHR/OTHR 4374 D DEL MONTE FOODS CO COM 24522P10 73 6564 SH SHARED 01 6564 D DEL MONTE FOODS CO COM 24522P10 139 12442 SH SHARED 02 12442 D DEL MONTE FOODS CO COM 24522P10 114 10200 SH SHARED 17 10200 D DEL MONTE FOODS CO COM 24522P10 326 29073 SH SHARED 18 29073 D DEL MONTE FOODS CO COM 24522P10 26 2344 SH SHR/OTHR 21 2344 D DEL MONTE FOODS CO COM 24522P10 40 3572 SH SHARED 23 3572 D DEL MONTE FOODS CO COM 24522P10 33 2945 SH SHR/OTHR 23 2945 D DELAWARE INV MN MUN INC FD I COM 24610V10 4 328 SH SHR/OTHR 328 D DELEK US HLDGS INC COM 24664710 35 2315 SH SHARED 02 2315 D DELIA'S INC NEW COM 24691110 47 5864 SH SHARED 5864 D DELIA'S INC NEW COM 24691110 7 908 SH SHARED 02 908 D DELL INC COM 24702R10 2699 110350 SH SHARED 110350 D DELL INC COM 24702R10 223037 9118440 SH SHARED 9046154 72286 D DELL INC COM 24702R10 44 1800 SH SHR/OTHR 1800 D DELL INC COM 24702R10 12184 498125 SH SHARED 01 19425 478700 D DELL INC COM 24702R10 15672 640751 SH SHARED 02 640751 D DELL INC COM 24702R10 24 1000 SH SHARED 04 1000 D DELL INC COM 24702R10 6411 262139 SH SHARED 06 262139 D DELL INC COM 24702R10 28143 1150585 SH SHARED 10 946785 203800 D DELL INC COM 24702R10 1676 68525 SH SHARED 14 68525 D DELL INC COM 24702R10 2039 83400 SH SHARED 15 83400 D DELL INC COM 24702R10 4892 200000 SH SHARED 16 200000 D DELL INC COM 24702R10 36484 1491596 SH SHARED 17 1236996 254600 D DELL INC COM 24702R10 42 1757 SH SHARED 18 1757 D DELL INC COM 24702R10 30 1250 SH SHARED 20 1250 D DELL INC COM 24702R10 12 500 SH SHR/OTHR 20 500 D DELL INC COM 24702R10 41 1700 SH SHARED 21 1700 D DELL INC COM 24702R10 2 100 SH SHR/OTHR 21 100 D DELL INC COM 24702R10 47 1925 SH SHARED 23 1925 D DELL INC COM 24702R10 523 21400 SH SHR/OTHR 23 21400 D DELPHI FINL GROUP INC CL A 24713110 428 11793 SH SHARED 11793 D DELPHI FINL GROUP INC CL A 24713110 48 1336 SH SHARED 02 1336 D DELPHI FINL GROUP INC CL A 24713110 179 4950 SH SHARED 10 4950 D DELPHI FINL GROUP INC CL A 24713110 278 7650 SH SHARED 17 7650 D DELTA & PINE LD CO COM 24735710 11531 392216 SH SHARED 392216 D DELTA & PINE LD CO COM 24735710 12 419 SH SHARED 02 419 D DELTA & PINE LD CO COM 24735710 82 2800 SH SHARED 10 2800 D DELTA & PINE LD CO COM 24735710 11 400 SH SHARED 17 400 D DELTIC TIMBER CORP COM 24785010 1188 21092 SH SHARED 2521 18571 D DELTIC TIMBER CORP COM 24785010 2959 52499 SH SHR/OTHR 52499 D DELTIC TIMBER CORP COM 24785010 5 100 SH SHARED 02 100 D DELTIC TIMBER CORP COM 24785010 468 8312 SH SHARED 22 8312 D DELTA PETE CORP COM NEW 24790720 773 45139 SH SHARED 35139 10000 D DELTA PETE CORP COM NEW 24790720 123 7200 SH SHARED 01 7200 D DENBURY RES INC COM NEW 24791620 709 22400 SH SHARED 5200 17200 D DENBURY RES INC COM NEW 24791620 1402 44300 SH SHARED 01 44300 D DENBURY RES INC COM NEW 24791620 946 29900 SH SHARED 02 29900 D DENBURY RES INC COM NEW 24791620 703 22200 SH SHARED 10 22200 D DENBURY RES INC COM NEW 24791620 2444 77200 SH SHARED 17 29200 48000 D DENBURY RES INC COM NEW 24791620 300 9500 SH SHR/OTHR 21 9500 D DELTA FINANCIAL CORP COM 24791810 28 2900 SH SHARED 2900 D DELTA FINANCIAL CORP COM 24791810 55 5611 SH SHARED 02 5611 D DELTA FINANCIAL CORP COM 24791810 52 5300 SH SHR/OTHR 22 5300 D DELUXE CORP COM 24801910 9742 557376 SH SHARED 541397 15979 D DELUXE CORP COM 24801910 325 18601 SH SHARED 01 18601 D DELUXE CORP COM 24801910 335 19200 SH SHARED 02 19200 D DELUXE CORP COM 24801910 1487 85100 SH SHARED 10 79300 5800 D DELUXE CORP COM 24801910 499 28600 SH SHARED 17 26800 1800 D DENDREON CORP COM 24823Q10 193 39887 SH SHARED 39887 D DENDREON CORP COM 24823Q10 2 458 SH SHARED 02 458 D DENDRITE INTL INC COM 24823910 109 11841 SH SHARED 11841 D DENDRITE INTL INC COM 24823910 59 6500 SH SHARED 01 6500 D DENDRITE INTL INC COM 24823910 5 542 SH SHARED 02 542 D DENDRITE INTL INC COM 24823910 105 11400 SH SHARED 10 11400 D DENDRITE INTL INC COM 24823910 796 86400 SH SHARED 17 86400 D DENNYS CORP COM 24869P10 2608 706925 SH SHARED 706925 D DENNYS CORP COM 24869P10 6 1832 SH SHARED 02 1832 D DENTSPLY INTL INC NEW COM 24903010 10708 176713 SH SHARED 175013 1700 D DENTSPLY INTL INC NEW COM 24903010 1333 22000 SH SHARED 01 22000 D DENTSPLY INTL INC NEW COM 24903010 1162 19179 SH SHARED 02 19179 D DENTSPLY INTL INC NEW COM 24903010 133 2210 SH SHARED 06 2210 D DENTSPLY INTL INC NEW COM 24903010 8217 135600 SH SHARED 10 133800 1800 D DENTSPLY INTL INC NEW COM 24903010 278 4596 SH SHARED 14 4596 D DENTSPLY INTL INC NEW COM 24903010 248 4100 SH SHARED 17 4100 D DESCARTES SYS GROUP INC COM 24990610 79 21450 SH SHARED 21450 D DEPOMED INC COM 24990810 41 7000 SH SHARED 7000 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 617 18811 SH SHARED 18811 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 410 12500 SH SHR/OTHR 23 12500 D DESIGN WITHIN REACH INC COM 25055710 16 2427 SH SHARED 2427 D DESIGN WITHIN REACH INC COM 25055710 4 625 SH SHARED 02 625 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 32080 2000000 SH SHARED 2000000 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 28 1800 SH SHR/OTHR 23 1800 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 3466 66438 SH SHARED 65338 1100 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1789 34300 SH SHARED 01 34300 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1462 28023 SH SHARED 02 28023 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 15 300 SH SHARED 17 300 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 11 10000 PRN SHR/OTHR 10000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 125 110000 PRN SHARED 02 110000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 90 79000 PRN SHARED 23 79000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 11 10000 PRN SHR/OTHR 23 10000 D DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB 3700 3246000 PRN SHARED 3246000 D DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB 564 495000 PRN SHARED 02 495000 D DEVON ENERGY CORP NEW COM 25179M10 81674 1351995 SH SHARED 1306207 45788 D DEVON ENERGY CORP NEW COM 25179M10 4802 79500 SH SHARED 01 79500 D DEVON ENERGY CORP NEW COM 25179M10 16443 272193 SH SHARED 02 272193 D DEVON ENERGY CORP NEW COM 25179M10 13149 217676 SH SHARED 06 217676 D DEVON ENERGY CORP NEW COM 25179M10 93734 1551638 SH SHARED 10 333143 834900 383595 D DEVON ENERGY CORP NEW COM 25179M10 768 12716 SH SHARED 14 12716 D DEVON ENERGY CORP NEW COM 25179M10 321471 5321498 SH SHARED 17 5190298 131200 D DEVON ENERGY CORP NEW COM 25179M10 2 40 SH SHR/OTHR 21 40 D DEVON ENERGY CORP NEW COM 25179M10 181 3000 SH SHARED 23 3000 D DEVON ENERGY CORP NEW COM 25179M10 320 5300 SH SHR/OTHR 23 5300 D DEVRY INC DEL COM 25189310 392 17860 SH SHARED 17860 D DEVRY INC DEL COM 25189310 410 18700 SH SHARED 01 18700 D DEVRY INC DEL COM 25189310 230 10469 SH SHARED 02 10469 D DEVRY INC DEL COM 25189310 1019 46400 SH SHARED 14 46400 D DEXCOM INC COM 25213110 1086 80000 SH SHARED 80000 D DEXCOM INC COM 25213110 595 43869 SH SHARED 43869 D DEXCOM INC COM 25213110 1 100 SH SHARED 02 100 D DEXCOM INC COM 25213110 4725 348000 SH SHARED 04 348000 D DIAGEO P L C SPON ADR NEW 25243Q20 20 300 SH SHARED 300 D DIAGEO P L C SPON ADR NEW 25243Q20 4000 59230 SH SHARED 10 59230 D DIAGEO P L C SPON ADR NEW 25243Q20 7761 114899 SH SHARED 17 114899 D DIAGNOSTIC PRODS CORP COM 25245010 34713 596766 SH SHARED 596766 D DIAGNOSTIC PRODS CORP COM 25245010 378 6500 SH SHARED 02 6500 D DIAGNOSTIC PRODS CORP COM 25245010 151 2600 SH SHARED 10 2600 D DIAMOND FOODS INC COM 25260310 18 1120 SH SHARED 1120 D DIAMOND FOODS INC COM 25260310 3794 236100 SH SHARED 10 236100 D DIAMOND FOODS INC COM 25260310 149 9310 SH SHARED 17 9310 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 5619 3252000 PRN SHARED 3252000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 3704 2144000 PRN SHARED 02 2144000 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 17004 202600 SH SHARED 202100 500 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 4091 48751 SH SHARED 02 48751 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 545 6500 SH SHARED 04 6500 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 16110 191950 SH SHARED 06 191950 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 12253 146000 SH SHARED 10 146000 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 428 5100 SH SHARED 14 5100 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1558 18570 SH SHARED 17 16670 1900 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 64 770 SH SHARED 21 770 D DIAMONDCLUSTER INTL INC COM 25278P10 53 6740 SH SHARED 6740 D DIAMONDCLUSTER INTL INC COM 25278P10 72 9200 SH SHARED 01 9200 D DIAMONDCLUSTER INTL INC COM 25278P10 0 44 SH SHARED 02 44 D DIAMONDROCK HOSPITALITY CO COM 25278430 696 46996 SH SHARED 46996 D DIAMONDROCK HOSPITALITY CO COM 25278430 20628 1392900 SH SHARED 11 1392900 D DIAMONDS TR UNIT SER 1 25278710 27209 243400 SH SHARED 243400 D DIAMONDS TR UNIT SER 1 25278710 100 900 SH SHARED 23 900 D DICKS SPORTING GOODS INC COM 25339310 1556 39300 SH SHARED 02 39300 D DICKS SPORTING GOODS INC COM 25339310 5 140 SH SHARED 17 140 D DIEBOLD INC COM 25365110 17945 441800 SH SHARED 441800 D DIEBOLD INC COM 25365110 48 1198 SH SHR/OTHR 1198 D DIEBOLD INC COM 25365110 844 20800 SH SHARED 01 20800 D DIEBOLD INC COM 25365110 1388 34194 SH SHARED 02 34194 D DIEBOLD INC COM 25365110 2494 61400 SH SHARED 14 61400 D DIEBOLD INC COM 25365110 630 15530 SH SHARED 17 15030 500 D DIGENE CORP COM 25375210 149 3853 SH SHARED 3853 D DIGENE CORP COM 25375210 100 2600 SH SHARED 01 2600 D DIGENE CORP COM 25375210 209 5400 SH SHARED 02 5400 D DIGENE CORP COM 25375210 1580 40800 SH SHARED 10 40800 D DIGENE CORP COM 25375210 1998 51600 SH SHARED 17 51600 D DIGI INTL INC COM 25379810 65 5209 SH SHARED 5209 D DIGI INTL INC COM 25379810 0 18 SH SHARED 02 18 D DIGITAL INSIGHT CORP COM 25385P10 1069 31194 SH SHARED 31194 D DIGITAL INSIGHT CORP COM 25385P10 576 16818 SH SHARED 02 16818 D DIGITAL RLTY TR INC COM 25386810 86 3494 SH SHARED 3494 D DIGITAL RLTY TR INC COM 25386810 125 5100 SH SHARED 01 5100 D DIGITAL RLTY TR INC COM 25386810 9 400 SH SHARED 02 400 D DIGITAL RLTY TR INC COM 25386810 145013 5873360 SH SHARED 11 5873360 D DIGITAL RLTY TR INC COM 25386810 716 29000 SH SHARED 17 29000 D DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB 4742 4204000 PRN SHARED 02 4204000 D DIGITAL RIV INC COM 25388B10 3979 98531 SH SHARED 98081 450 D DIGITAL RIV INC COM 25388B10 48 1200 SH SHR/OTHR 1200 D DIGITAL RIV INC COM 25388B10 646 16000 SH SHARED 01 16000 D DIGITAL RIV INC COM 25388B10 25 630 SH SHARED 02 630 D DIGITAL RIV INC COM 25388B10 12200 302070 SH SHARED 10 302070 D DIGITAL RIV INC COM 25388B10 22553 558400 SH SHARED 17 400200 158200 D DIGITAS INC COM 25388K10 5701 490692 SH SHARED 490692 D DIGITAS INC COM 25388K10 0 1 SH SHARED 02 1 D DIGITAS INC COM 25388K10 2556 220000 SH SHARED 04 220000 D DIGITAS INC COM 25388K10 13 1200 SH SHARED 14 1200 D DIGITAS INC COM 25388K10 81 7000 SH SHARED 17 7000 D DIGITAL GENERATION SYS INC COM 25392120 0 22 SH SHARED 02 22 D DIME CMNTY BANCSHARES COM 25392210 91 6713 SH SHARED 6713 D DIME CMNTY BANCSHARES COM 25392210 9 727 SH SHARED 02 727 D DIME CMNTY BANCSHARES COM 25392210 9 675 SH SHR/OTHR 23 675 D DILLARDS INC CL A 25406710 26637 836355 SH SHARED 836355 D DILLARDS INC CL A 25406710 353 11100 SH SHARED 01 11100 D DILLARDS INC CL A 25406710 1149 36106 SH SHARED 02 36106 D DILLARDS INC CL A 25406710 165 5200 SH SHARED 06 5200 D DILLARDS INC CL A 25406710 1632 51264 SH SHARED 17 51264 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 186 848919 SH SHARED 848919 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 4 19500 SH SHARED 01 19500 D DIODES INC COM 25454310 201 4863 SH SHARED 4863 D DIODES INC COM 25454310 1454 35100 SH SHARED 10 35100 D DIODES INC COM 25454310 1711 41300 SH SHARED 17 700 40600 D DIONEX CORP COM 25454610 271 4958 SH SHARED 4958 D DIONEX CORP COM 25454610 49 900 SH SHARED 01 900 D DIONEX CORP COM 25454610 13 251 SH SHARED 02 251 D DIONEX CORP COM 25454610 169 3100 SH SHARED 10 3100 D DIRECT GEN CORP COM 25456W20 363 21510 SH SHARED 21510 D DIRECT GEN CORP COM 25456W20 3 181 SH SHARED 02 181 D DIRECT GEN CORP COM 25456W20 54 3200 SH SHARED 10 3200 D DIRECT GEN CORP COM 25456W20 67 3995 SH SHARED 21 3995 D DIRECTED ELECTRONICS INC COM 25457510 24 1893 SH SHARED 1893 D DIRECTED ELECTRONICS INC COM 25457510 2 195 SH SHARED 02 195 D DIRECTV GROUP INC COM 25459L10 3383 205040 SH SHARED 92185 112855 D DIRECTV GROUP INC COM 25459L10 702 42568 SH SHARED 01 42568 D DIRECTV GROUP INC COM 25459L10 842 51065 SH SHARED 02 51065 D DIRECTV GROUP INC COM 25459L10 441 26754 SH SHARED 06 26754 D DIRECTV GROUP INC COM 25459L10 12540 760000 SH SHARED 10 760000 D DIRECTV GROUP INC COM 25459L10 208 12609 SH SHARED 14 12609 D DIRECTV GROUP INC COM 25459L10 825 50000 SH SHARED 15 50000 D DIRECTV GROUP INC COM 25459L10 1599 96950 SH SHARED 17 42900 54050 D DIRECTV GROUP INC COM 25459L10 48 2944 SH SHR/OTHR 23 2944 D DISCOVERY LABORATORIES INC N COM 25466810 33 16145 SH SHARED 16145 D DISCOVERY LABORATORIES INC N COM 25466810 33 16212 SH SHARED 02 16212 D DISCOVERY HOLDING CO CL A COM 25468Y10 7550 516074 SH SHARED 513106 2968 D DISCOVERY HOLDING CO CL A COM 25468Y10 205 14061 SH SHR/OTHR 14061 D DISCOVERY HOLDING CO CL A COM 25468Y10 100 6869 SH SHARED 01 6869 D DISCOVERY HOLDING CO CL A COM 25468Y10 247 16900 SH SHARED 02 16900 D DISCOVERY HOLDING CO CL A COM 25468Y10 123 8449 SH SHARED 06 8449 D DISCOVERY HOLDING CO CL A COM 25468Y10 13 900 SH SHARED 10 900 D DISCOVERY HOLDING CO CL A COM 25468Y10 1945 133000 SH SHARED 14 133000 D DISCOVERY HOLDING CO CL A COM 25468Y10 1079 73800 SH SHARED 17 71895 1905 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 4756 4320000 PRN SHARED 4320000 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 26534 24100000 PRN SHARED 04 24100000 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 3192 2900000 PRN SHARED 06 2900000 D DISNEY WALT CO COM DISNEY 25468710 106172 3539080 SH SHARED 3406373 132707 D DISNEY WALT CO COM DISNEY 25468710 3389 112977 SH SHR/OTHR 112977 D DISNEY WALT CO COM DISNEY 25468710 13181 439373 SH SHARED 01 439373 D DISNEY WALT CO COM DISNEY 25468710 42842 1428095 SH SHARED 02 1428095 D DISNEY WALT CO COM DISNEY 25468710 1740 58000 SH SHARED 04 58000 D DISNEY WALT CO COM DISNEY 25468710 5932 197737 SH SHARED 06 197737 D DISNEY WALT CO COM DISNEY 25468710 32376 1079200 SH SHARED 10 204650 717450 157100 D DISNEY WALT CO COM DISNEY 25468710 3255 108520 SH SHARED 14 108520 D DISNEY WALT CO COM DISNEY 25468710 3960 132000 SH SHARED 16 132000 D DISNEY WALT CO COM DISNEY 25468710 30181 1006054 SH SHARED 17 945754 60300 D DISNEY WALT CO COM DISNEY 25468710 9204 306801 SH SHARED 18 306801 D DISNEY WALT CO COM DISNEY 25468710 54 1800 SH SHARED 19 1800 D DISNEY WALT CO COM DISNEY 25468710 378 12632 SH SHARED 20 12632 D DISNEY WALT CO COM DISNEY 25468710 36 1200 SH SHR/OTHR 20 1200 D DISNEY WALT CO COM DISNEY 25468710 264 8800 SH SHARED 21 8800 D DISNEY WALT CO COM DISNEY 25468710 44 1470 SH SHR/OTHR 21 1470 D DISNEY WALT CO COM DISNEY 25468710 25 850 SH SHARED 22 850 D DISNEY WALT CO COM DISNEY 25468710 45 1500 SH SHR/OTHR 22 1500 D DISNEY WALT CO COM DISNEY 25468710 1569 52308 SH SHARED 23 52308 D DISNEY WALT CO COM DISNEY 25468710 4010 133689 SH SHR/OTHR 23 133689 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 311 19392 SH SHARED 19392 D DITECH NETWORKS INC COM 25500T10 78 9033 SH SHARED 9033 D DIVERSA CORP COM 25506410 55 5791 SH SHARED 5791 D DIVERSIFIED INCOME STRAT PTF COM 25525110 991 54651 SH SHARED 54651 D DIXIE GROUP INC CL A 25551910 35 2676 SH SHARED 2676 D DIXIE GROUP INC CL A 25551910 20 1563 SH SHARED 02 1563 D DOBSON COMMUNICATIONS CORP SDCV 1.500%10/0 256069AG 1494 1500000 PRN SHARED 1500000 D DOBSON COMMUNICATIONS CORP CL A 25606910 290 37582 SH SHARED 37582 D DOBSON COMMUNICATIONS CORP CL A 25606910 330 42700 SH SHARED 01 42700 D DOBSON COMMUNICATIONS CORP CL A 25606910 690 89300 SH SHARED 10 89300 D DOBSON COMMUNICATIONS CORP CL A 25606910 1456 188400 SH SHARED 17 188400 D DOBSON COMMUNICATIONS CORP CL A 25606910 274 35500 SH SHR/OTHR 21 35500 D DR REDDYS LABS LTD ADR 25613520 1396 50400 SH SHARED 50400 D DR REDDYS LABS LTD ADR 25613520 83 3000 SH SHARED 19 3000 D DOLBY LABORATORIES INC COM 25659T10 48 2100 SH SHARED 02 2100 D DOLBY LABORATORIES INC COM 25659T10 209 9000 SH SHARED 17 9000 D DOLLAR GEN CORP COM 25666910 6083 435149 SH SHARED 431357 3792 D DOLLAR GEN CORP COM 25666910 778 55700 SH SHARED 01 55700 D DOLLAR GEN CORP COM 25666910 4296 307308 SH SHARED 02 307308 D DOLLAR GEN CORP COM 25666910 380 27191 SH SHARED 06 27191 D DOLLAR GEN CORP COM 25666910 487 34900 SH SHARED 10 34300 600 D DOLLAR GEN CORP COM 25666910 31 2282 SH SHARED 14 2282 D DOLLAR GEN CORP COM 25666910 1770 126620 SH SHARED 17 124420 2200 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 383 8515 SH SHARED 8515 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 342 7600 SH SHARED 01 7600 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 118 2628 SH SHARED 02 2628 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 1185 26300 SH SHARED 10 26300 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 1243 27600 SH SHARED 17 18100 9500 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 99 2200 SH SHARED 21 2200 D DOLLAR TREE STORES INC COM 25674710 290 10945 SH SHARED 10745 200 D DOLLAR TREE STORES INC COM 25674710 809 30550 SH SHARED 01 30550 D DOLLAR TREE STORES INC COM 25674710 1022 38588 SH SHARED 02 38588 D DOLLAR TREE STORES INC COM 25674710 231 8718 SH SHARED 14 8718 D DOLLAR TREE STORES INC COM 25674710 416 15700 SH SHARED 17 15700 D DOMINION HOMES INC COM 25738610 0 25 SH SHARED 25 D DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q10 253 6600 SH SHARED 6600 D DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT 624 592000 PRN SHARED 02 592000 D DOMINION RES INC VA NEW COM 25746U10 26430 353395 SH SHARED 342489 10906 D DOMINION RES INC VA NEW COM 25746U10 606 8111 SH SHR/OTHR 8111 D DOMINION RES INC VA NEW COM 25746U10 5342 71432 SH SHARED 01 71432 D DOMINION RES INC VA NEW COM 25746U10 9657 129128 SH SHARED 02 125428 3700 D DOMINION RES INC VA NEW COM 25746U10 108445 1450000 SH SHARED 04 1450000 D DOMINION RES INC VA NEW COM 25746U10 2289 30610 SH SHARED 06 30610 D DOMINION RES INC VA NEW COM 25746U10 981 13127 SH SHARED 10 5327 7800 D DOMINION RES INC VA NEW COM 25746U10 42 572 SH SHARED 14 572 D DOMINION RES INC VA NEW COM 25746U10 5983 80000 SH SHARED 16 80000 D DOMINION RES INC VA NEW COM 25746U10 11692 156335 SH SHARED 17 141535 14800 D DOMINION RES INC VA NEW COM 25746U10 74 1000 SH SHARED 20 1000 D DOMINION RES INC VA NEW COM 25746U10 172 2300 SH SHR/OTHR 20 2300 D DOMINION RES INC VA NEW COM 25746U10 82 1100 SH SHR/OTHR 21 1100 D DOMINION RES INC VA NEW COM 25746U10 3055 40851 SH SHARED 23 40151 700 D DOMINION RES INC VA NEW COM 25746U10 1755 23479 SH SHR/OTHR 23 23479 D DOMINOS PIZZA INC COM 25754A20 2971 120099 SH SHARED 120099 D DOMINOS PIZZA INC COM 25754A20 86 3500 SH SHARED 02 3500 D DOMINOS PIZZA INC COM 25754A20 1271 51400 SH SHARED 10 51400 D DOMINOS PIZZA INC COM 25754A20 915 37000 SH SHARED 17 37000 D DOMTAR INC COM 25756110 669 108300 SH SHARED 108300 D DOMTAR INC COM 25756110 476 77036 SH SHARED 02 77036 D DONALDSON INC COM 25765110 18757 553800 SH SHARED 553800 D DONALDSON INC COM 25765110 758 22400 SH SHARED 01 22400 D DONALDSON INC COM 25765110 915 27038 SH SHARED 02 27038 D DONEGAL GROUP INC CL A 25770120 49 2530 SH SHARED 2530 D DONEGAL GROUP INC CL A 25770120 1 75 SH SHARED 02 75 D DONNELLEY R R & SONS CO COM 25786710 8013 250804 SH SHARED 241007 9797 D DONNELLEY R R & SONS CO COM 25786710 1267 39678 SH SHARED 01 39678 D DONNELLEY R R & SONS CO COM 25786710 2664 83390 SH SHARED 02 83390 D DONNELLEY R R & SONS CO COM 25786710 617 19320 SH SHARED 06 19320 D DONNELLEY R R & SONS CO COM 25786710 6 200 SH SHARED 10 200 D DONNELLEY R R & SONS CO COM 25786710 2912 91150 SH SHARED 17 88350 2800 D DONNELLEY R R & SONS CO COM 25786710 15 475 SH SHR/OTHR 21 475 D DONNELLEY R R & SONS CO COM 25786710 91 2866 SH SHR/OTHR 23 2866 D DORAL FINL CORP COM 25811P10 384 60000 SH SHARED 60000 D DORAL FINL CORP COM 25811P10 89 13900 SH SHARED 01 13900 D DORAL FINL CORP COM 25811P10 10 1624 SH SHARED 02 1624 D DORAL FINL CORP COM 25811P10 108 16900 SH SHARED 10 16900 D DORAL FINL CORP COM 25811P10 5 900 SH SHARED 17 900 D DORMAN PRODUCTS INC COM 25827810 29 2511 SH SHARED 2511 D DORMAN PRODUCTS INC COM 25827810 16 1365 SH SHARED 02 1365 D DOT HILL SYS CORP COM 25848T10 752 219974 SH SHARED 219974 D DOT HILL SYS CORP COM 25848T10 30 8871 SH SHARED 02 8871 D DOV PHARMACEUTICAL INC COM 25985810 170 80651 SH SHARED 80651 D DOV PHARMACEUTICAL INC COM 25985810 8 4118 SH SHARED 02 4118 D DOVER CORP COM 26000310 9454 191273 SH SHARED 157733 33540 D DOVER CORP COM 26000310 237 4800 SH SHR/OTHR 4800 D DOVER CORP COM 26000310 2595 52499 SH SHARED 01 52499 D DOVER CORP COM 26000310 2769 56029 SH SHARED 02 56029 D DOVER CORP COM 26000310 886 17940 SH SHARED 06 17940 D DOVER CORP COM 26000310 99527 2013510 SH SHARED 10 1759735 253775 D DOVER CORP COM 26000310 187 3800 SH SHR/OTHR 10 3800 D DOVER CORP COM 26000310 3504 70900 SH SHARED 14 70900 D DOVER CORP COM 26000310 3499 70800 SH SHARED 15 70800 D DOVER CORP COM 26000310 6048 122361 SH SHARED 17 114961 7400 D DOVER CORP COM 26000310 184 3740 SH SHARED 20 660 3080 D DOVER CORP COM 26000310 342 6920 SH SHARED 22 4100 2820 D DOVER CORP COM 26000310 825 16700 SH SHARED 23 16700 D DOVER CORP COM 26000310 62 1270 SH SHR/OTHR 23 1270 D DOVER DOWNS GAMING & ENTMT I COM 26009510 61 3117 SH SHARED 3117 D DOVER MOTORSPORTS INC COM 26017410 20 3533 SH SHARED 3533 D DOW CHEM CO COM 26054310 70 1800 SH SHARED 1800 D DOW CHEM CO COM 26054310 217883 5582466 SH SHARED 5560468 21998 D DOW CHEM CO COM 26054310 631 16179 SH SHR/OTHR 16179 D DOW CHEM CO COM 26054310 7772 199137 SH SHARED 01 199137 D DOW CHEM CO COM 26054310 11094 284267 SH SHARED 02 284267 D DOW CHEM CO COM 26054310 4635 118768 SH SHARED 06 118768 D DOW CHEM CO COM 26054310 58345 1494900 SH SHARED 10 490840 993060 11000 D DOW CHEM CO COM 26054310 2079 53267 SH SHARED 14 53267 D DOW CHEM CO COM 26054310 550 14100 SH SHARED 15 14100 D DOW CHEM CO COM 26054310 19267 493652 SH SHARED 17 481952 11700 D DOW CHEM CO COM 26054310 222 5700 SH SHARED 19 5700 D DOW CHEM CO COM 26054310 491 12580 SH SHARED 20 120 12460 D DOW CHEM CO COM 26054310 362 9300 SH SHR/OTHR 20 9300 D DOW CHEM CO COM 26054310 14 380 SH SHR/OTHR 21 380 D DOW CHEM CO COM 26054310 17 450 SH SHR/OTHR 22 450 D DOW CHEM CO COM 26054310 1670 42808 SH SHARED 23 42508 300 D DOW CHEM CO COM 26054310 2713 69517 SH SHR/OTHR 23 69517 D DOW JONES & CO INC COM 26056110 11941 341100 SH SHARED 341100 D DOW JONES & CO INC COM 26056110 679 19399 SH SHARED 01 19399 D DOW JONES & CO INC COM 26056110 604 17254 SH SHARED 02 17254 D DOW JONES & CO INC COM 26056110 3063 87500 SH SHARED 04 87500 D DOW JONES & CO INC COM 26056110 161 4620 SH SHARED 06 4620 D DOW JONES & CO INC COM 26056110 1596 45600 SH SHARED 10 45600 D DOW JONES & CO INC COM 26056110 2425 69283 SH SHARED 17 24983 44300 D DOW JONES & CO INC COM 26056110 28 800 SH SHR/OTHR 23 800 D DOWNEY FINL CORP COM 26101810 366 5400 SH SHARED 5400 D DOWNEY FINL CORP COM 26101810 108 1600 SH SHARED 01 1600 D DOWNEY FINL CORP COM 26101810 114 1689 SH SHARED 02 1689 D DOWNEY FINL CORP COM 26101810 183 2700 SH SHARED 10 2700 D DOWNEY FINL CORP COM 26101810 1044 15400 SH SHARED 17 15400 D DRDGOLD LTD SPONSORED ADR 26152H10 108 79500 SH SHARED 79500 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 87 3800 SH SHARED 02 3800 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 877 38300 SH SHARED 17 38300 D DREMAN/CLAYMORE DIVID & INC COM 26153R10 5988 310440 SH SHARED 310440 D DRESS BARN INC COM 26157010 303 11955 SH SHARED 11955 D DRESS BARN INC COM 26157010 3 146 SH SHARED 02 146 D DRESS BARN INC COM 26157010 2172 85700 SH SHARED 17 29000 56700 D DRESSER-RAND GROUP INC COM 26160810 17 750 SH SHR/OTHR 750 D DRESSER-RAND GROUP INC COM 26160810 5893 251000 SH SHARED 02 251000 D DRESSER-RAND GROUP INC COM 26160810 7713 328500 SH SHARED 10 328500 D DRESSER-RAND GROUP INC COM 26160810 150 6400 SH SHARED 17 6400 D DREW INDS INC COM NEW 26168L20 117 3615 SH SHARED 3615 D DREYFUS STRATEGIC MUNS INC COM 26193210 17 2000 SH SHARED 2000 D DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S10 56 14312 SH SHARED 14312 D DRIL-QUIP INC COM 26203710 169 2050 SH SHARED 1950 100 D DRIL-QUIP INC COM 26203710 156 1900 SH SHARED 01 1900 D DRUGSTORE COM INC COM 26224110 387 133501 SH SHARED 133501 D DRUGSTORE COM INC COM 26224110 17 6203 SH SHARED 02 6203 D DU PONT E I DE NEMOURS & CO COM 26353410 4964 119350 SH SHARED 119350 D DU PONT E I DE NEMOURS & CO COM 26353410 133489 3208884 SH SHARED 3098584 110300 D DU PONT E I DE NEMOURS & CO COM 26353410 1583 38073 SH SHR/OTHR 38073 D DU PONT E I DE NEMOURS & CO COM 26353410 10013 240714 SH SHARED 01 7825 232889 D DU PONT E I DE NEMOURS & CO COM 26353410 25768 619434 SH SHARED 02 619434 D DU PONT E I DE NEMOURS & CO COM 26353410 1722 41400 SH SHARED 04 40000 1400 D DU PONT E I DE NEMOURS & CO COM 26353410 4707 113149 SH SHARED 06 113149 D DU PONT E I DE NEMOURS & CO COM 26353410 151942 3652465 SH SHARED 10 2897870 754595 D DU PONT E I DE NEMOURS & CO COM 26353410 287 6900 SH SHR/OTHR 10 6900 D DU PONT E I DE NEMOURS & CO COM 26353410 4777 114851 SH SHARED 14 114851 D DU PONT E I DE NEMOURS & CO COM 26353410 5257 126375 SH SHARED 15 126375 D DU PONT E I DE NEMOURS & CO COM 26353410 18455 443639 SH SHARED 17 421439 22200 D DU PONT E I DE NEMOURS & CO COM 26353410 24 600 SH SHARED 19 600 D DU PONT E I DE NEMOURS & CO COM 26353410 401 9655 SH SHARED 20 1165 8490 D DU PONT E I DE NEMOURS & CO COM 26353410 2080 50000 SH SHR/OTHR 20 50000 D DU PONT E I DE NEMOURS & CO COM 26353410 276 6655 SH SHARED 21 6655 D DU PONT E I DE NEMOURS & CO COM 26353410 492 11831 SH SHARED 22 7276 4555 D DU PONT E I DE NEMOURS & CO COM 26353410 33 800 SH SHR/OTHR 22 800 D DU PONT E I DE NEMOURS & CO COM 26353410 6349 152635 SH SHARED 23 150881 1754 D DU PONT E I DE NEMOURS & CO COM 26353410 7363 177018 SH SHR/OTHR 23 177018 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 26235 20938000 PRN SHARED 20938000 D DUKE ENERGY CORP NEW COM 26441C10 47656 1622638 SH SHARED 1597733 24905 D DUKE ENERGY CORP NEW COM 26441C10 631 21512 SH SHR/OTHR 21512 D DUKE ENERGY CORP NEW COM 26441C10 7101 241805 SH SHARED 01 241805 D DUKE ENERGY CORP NEW COM 26441C10 10665 363150 SH SHARED 02 363150 D DUKE ENERGY CORP NEW COM 26441C10 3332 113470 SH SHARED 06 113470 D DUKE ENERGY CORP NEW COM 26441C10 8225 280060 SH SHARED 10 158760 121300 D DUKE ENERGY CORP NEW COM 26441C10 648 22064 SH SHARED 14 22064 D DUKE ENERGY CORP NEW COM 26441C10 16877 574651 SH SHARED 17 520156 54495 D DUKE ENERGY CORP NEW COM 26441C10 21 730 SH SHARED 21 730 D DUKE ENERGY CORP NEW COM 26441C10 63 2150 SH SHARED 23 2150 D DUKE ENERGY CORP NEW COM 26441C10 337 11506 SH SHR/OTHR 23 11506 D DUKE REALTY CORP COM NEW 26441150 1221 34754 SH SHARED 34600 154 D DUKE REALTY CORP COM NEW 26441150 63 1800 SH SHARED 01 1800 D DUKE REALTY CORP COM NEW 26441150 297 8463 SH SHARED 02 8463 D DUKE REALTY CORP COM NEW 26441150 24791 705300 SH SHARED 11 705300 D DUKE REALTY CORP COM NEW 26441150 253 7200 SH SHARED 14 7200 D DUKE REALTY CORP COM NEW 26441150 10 300 SH SHARED 17 300 D DUKE REALTY CORP COM NEW 26441150 14 420 SH SHR/OTHR 21 420 D DUN & BRADSTREET CORP DEL NE COM 26483E10 3590 51530 SH SHARED 47075 4455 D DUN & BRADSTREET CORP DEL NE COM 26483E10 733 10530 SH SHR/OTHR 10530 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2002 28741 SH SHARED 01 28741 D DUN & BRADSTREET CORP DEL NE COM 26483E10 1360 19527 SH SHARED 02 19527 D DUN & BRADSTREET CORP DEL NE COM 26483E10 1393 20000 SH SHARED 04 20000 D DUN & BRADSTREET CORP DEL NE COM 26483E10 190 2727 SH SHARED 06 2727 D DUN & BRADSTREET CORP DEL NE COM 26483E10 6 100 SH SHARED 10 100 D DUN & BRADSTREET CORP DEL NE COM 26483E10 25 370 SH SHARED 14 370 D DUN & BRADSTREET CORP DEL NE COM 26483E10 3762 54000 SH SHARED 17 53900 100 D DUN & BRADSTREET CORP DEL NE COM 26483E10 17 255 SH SHR/OTHR 21 255 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2187 31400 SH SHARED 23 31400 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2693 38662 SH SHR/OTHR 23 38662 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 262 140612 SH SHARED 140612 D DUQUESNE LT HLDGS INC COM 26623310 1048 63791 SH SHARED 47421 16370 D DUQUESNE LT HLDGS INC COM 26623310 335 20400 SH SHARED 01 20400 D DUQUESNE LT HLDGS INC COM 26623310 237 14447 SH SHARED 02 14447 D DUQUESNE LT HLDGS INC COM 26623310 200 12200 SH SHARED 10 12200 D DUQUESNE LT HLDGS INC COM 26623310 42 2600 SH SHARED 17 400 2200 D DUQUESNE LT HLDGS INC COM 26623310 12 750 SH SHR/OTHR 23 750 D DURBAN ROODEPOORT DEEP LTD NOTE 6.000%11/1 266597AB 4186 4585000 PRN SHARED 4585000 D DURECT CORP NOTE 6.250% 6/1 266605AB 2097 1630000 PRN SHARED 1630000 D DURECT CORP COM 26660510 42 10942 SH SHARED 10942 D DURECT CORP COM 26660510 27 7202 SH SHARED 02 7202 D DURECT CORP COM 26660510 596 154100 SH SHARED 10 154100 D DUSA PHARMACEUTICALS INC COM 26689810 71 12699 SH SHARED 12699 D DUSA PHARMACEUTICALS INC COM 26689810 9 1633 SH SHARED 02 1633 D DYAX CORP COM 26746E10 106 36086 SH SHARED 36086 D DYCOM INDS INC COM 26747510 277 13017 SH SHARED 13017 D DYCOM INDS INC COM 26747510 221 10400 SH SHARED 01 10400 D DYCOM INDS INC COM 26747510 414 19453 SH SHARED 02 19453 D DYCOM INDS INC COM 26747510 149 7000 SH SHARED 10 7000 D DYCOM INDS INC COM 26747510 149 7000 SH SHARED 17 7000 D DYCOM INDS INC COM 26747510 42 2000 SH SHARED 21 2000 D DYNACQ HEALTHCARE INC COM 26779V10 0 4 SH SHARED 02 4 D DYNAMEX INC COM 26784F10 57 2647 SH SHARED 2647 D DYNAMEX INC COM 26784F10 4 224 SH SHARED 02 224 D DYNAMIC MATLS CORP COM 26788810 35 1066 SH SHARED 1066 D DYNAMIC MATLS CORP COM 26788810 20 600 SH SHARED 01 600 D DYNEGY INC NEW CL A 26816Q10 14551 2660311 SH SHARED 2660311 D DYNEGY INC NEW CL A 26816Q10 909 166200 SH SHARED 01 166200 D DYNEGY INC NEW CL A 26816Q10 978 178871 SH SHARED 02 178871 D DYNEGY INC NEW CL A 26816Q10 112 20500 SH SHARED 06 20500 D DYNEGY INC NEW CL A 26816Q10 18652 3409933 SH SHARED 17 3409933 D ECI TELECOM LTD ORD 26825810 21 2728 SH SHARED 2728 D ECC CAPITAL CORP COM 26826M10 3667 3006084 SH SHARED 3006084 D ECC CAPITAL CORP COM 26826M10 62 51600 SH SHARED 01 51600 D ECC CAPITAL CORP COM 26826M10 9 8072 SH SHARED 02 8072 D EDP ENERGIAS DE PORTUGAL S A SPONSORED ADR 26835310 3 77 SH SHARED 77 D EGL INC COM 26848410 506 10096 SH SHARED 10096 D EGL INC COM 26848410 240 4800 SH SHARED 01 4800 D EGL INC COM 26848410 46 929 SH SHARED 02 929 D EGL INC COM 26848410 1330 26500 SH SHARED 10 26500 D EGL INC COM 26848410 2881 57400 SH SHARED 17 14400 43000 D E M C CORP MASS COM 26864810 1483 135270 SH SHARED 135270 D E M C CORP MASS COM 26864810 105724 9637636 SH SHARED 9230709 406927 D E M C CORP MASS COM 26864810 305 27858 SH SHR/OTHR 27858 D E M C CORP MASS COM 26864810 6303 574598 SH SHARED 01 61400 513198 D E M C CORP MASS COM 26864810 8765 799037 SH SHARED 02 799037 D E M C CORP MASS COM 26864810 96525 8799000 SH SHARED 04 8799000 D E M C CORP MASS COM 26864810 44803 4084188 SH SHARED 06 4084188 D E M C CORP MASS COM 26864810 111570 10170538 SH SHARED 10 6771283 2764300 634955 D E M C CORP MASS COM 26864810 1781 162400 SH SHARED 14 162400 D E M C CORP MASS COM 26864810 2667 243153 SH SHARED 15 243153 D E M C CORP MASS COM 26864810 18511 1687436 SH SHARED 17 1671636 15800 D E M C CORP MASS COM 26864810 8606 784553 SH SHARED 19 784553 D E M C CORP MASS COM 26864810 52 4770 SH SHARED 20 4770 D E M C CORP MASS COM 26864810 236 21600 SH SHR/OTHR 20 21600 D E M C CORP MASS COM 26864810 379 34600 SH SHARED 21 34600 D E M C CORP MASS COM 26864810 28 2600 SH SHR/OTHR 21 2600 D E M C CORP MASS COM 26864810 572 52185 SH SHARED 22 44050 8135 D E M C CORP MASS COM 26864810 69 6325 SH SHR/OTHR 22 6325 D E M C CORP MASS COM 26864810 1130 103045 SH SHARED 23 89345 13700 D E M C CORP MASS COM 26864810 2448 223170 SH SHR/OTHR 23 223170 D EMC INS GROUP INC COM 26866410 37 1314 SH SHARED 1314 D EMC INS GROUP INC COM 26866410 4 144 SH SHARED 02 144 D EMC INS GROUP INC COM 26866410 132 4600 SH SHARED 10 4600 D EMS TECHNOLOGIES INC COM 26873N10 3455 192300 SH SHARED 10 192300 D EMS TECHNOLOGIES INC COM 26873N10 4426 246300 SH SHARED 17 246300 D ENSCO INTL INC COM 26874Q10 12509 271828 SH SHARED 242180 29648 D ENSCO INTL INC COM 26874Q10 2397 52100 SH SHARED 01 52100 D ENSCO INTL INC COM 26874Q10 7339 159480 SH SHARED 02 159480 D ENSCO INTL INC COM 26874Q10 35159 764000 SH SHARED 04 764000 D ENSCO INTL INC COM 26874Q10 3980 86500 SH SHARED 06 86500 D ENSCO INTL INC COM 26874Q10 143408 3116230 SH SHARED 10 2754450 361780 D ENSCO INTL INC COM 26874Q10 299 6500 SH SHR/OTHR 10 6500 D ENSCO INTL INC COM 26874Q10 313 6808 SH SHARED 14 6808 D ENSCO INTL INC COM 26874Q10 3272 71100 SH SHARED 15 71100 D ENSCO INTL INC COM 26874Q10 8375 182000 SH SHARED 16 182000 D ENSCO INTL INC COM 26874Q10 4592 99800 SH SHARED 17 88800 11000 D ENSCO INTL INC COM 26874Q10 306 6660 SH SHARED 20 1185 5475 D ENSCO INTL INC COM 26874Q10 469 10205 SH SHARED 22 6100 4105 D ENI S P A SPONSORED ADR 26874R10 133 2280 SH SHARED 2280 D ENI S P A SPONSORED ADR 26874R10 58 1000 SH SHR/OTHR 23 1000 D EOG RES INC COM 26875P10 58106 837999 SH SHARED 837003 996 D EOG RES INC COM 26875P10 3071 44300 SH SHARED 01 44300 D EOG RES INC COM 26875P10 6001 86556 SH SHARED 02 86556 D EOG RES INC COM 26875P10 2194 31649 SH SHARED 06 31649 D EOG RES INC COM 26875P10 88174 1271632 SH SHARED 10 244832 703700 323100 D EOG RES INC COM 26875P10 922 13300 SH SHARED 14 13300 D EOG RES INC COM 26875P10 20911 301577 SH SHARED 17 298077 3500 D E ON AG SPONSORED ADR 26878010 38529 1004691 SH SHARED 1000000 4691 D E ON AG SPONSORED ADR 26878010 81 2125 SH SHARED 02 2125 D EPIX PHARMACEUTICALS INC COM 26881Q10 23 5501 SH SHARED 5501 D EPIX PHARMACEUTICALS INC COM 26881Q10 5 1271 SH SHARED 02 1271 D EPIQ SYS INC COM 26882D10 48 2888 SH SHARED 2888 D EPIQ SYS INC COM 26882D10 0 3 SH SHARED 02 3 D ESS TECHNOLOGY INC COM 26915110 0 141 SH SHARED 141 D E TRADE FINANCIAL CORP COM 26924610 53138 2328598 SH SHARED 2324268 4330 D E TRADE FINANCIAL CORP COM 26924610 37 1649 SH SHR/OTHR 1649 D E TRADE FINANCIAL CORP COM 26924610 1891 82900 SH SHARED 01 82900 D E TRADE FINANCIAL CORP COM 26924610 2744 120254 SH SHARED 02 120254 D E TRADE FINANCIAL CORP COM 26924610 79984 3505000 SH SHARED 04 3505000 D E TRADE FINANCIAL CORP COM 26924610 762 33400 SH SHARED 06 33400 D E TRADE FINANCIAL CORP COM 26924610 1976 86610 SH SHARED 10 86010 600 D E TRADE FINANCIAL CORP COM 26924610 798 35000 SH SHARED 14 35000 D E TRADE FINANCIAL CORP COM 26924610 46339 2030666 SH SHARED 17 2027166 3500 D EXCO RESOURCES INC COM 26927940 920 80737 SH SHARED 80162 575 D EXCO RESOURCES INC COM 26927940 3669 321880 SH SHARED 10 321880 D EXCO RESOURCES INC COM 26927940 4880 428100 SH SHARED 17 428100 D EV3 INC COM 26928A20 54 3659 SH SHARED 3659 D EAGLE BROADBAND INC COM NEW 26943720 0 18 SH SHARED 18 D EAGLE HOSPITALITY PPTY TR IN COM 26959T10 14034 1457400 SH SHARED 11 1457400 D EAGLE MATERIALS INC COM 26969P10 5726 120566 SH SHARED 120566 D EAGLE MATERIALS INC COM 26969P10 14 315 SH SHARED 01 315 D EAGLE MATERIALS INC COM 26969P10 199 4200 SH SHARED 02 4200 D EAGLE MATERIALS INC COM 26969P10 983 20700 SH SHARED 10 20700 D EAGLE MATERIALS INC COM 26969P10 299 6300 SH SHARED 17 6300 D EAGLE TEST SYS INC COM 27000610 15 1139 SH SHARED 02 1139 D EARTHLINK INC COM 27032110 4615 532949 SH SHARED 532949 D EARTHLINK INC COM 27032110 48 5600 SH SHARED 01 5600 D EARTHLINK INC COM 27032110 2251 260000 SH SHARED 10 260000 D EARTHLINK INC COM 27032110 153 17700 SH SHARED 17 17700 D EAST WEST BANCORP INC COM 27579R10 15 400 SH SHARED 400 D EAST WEST BANCORP INC COM 27579R10 15 400 SH SHARED 01 400 D EAST WEST BANCORP INC COM 27579R10 149 3948 SH SHARED 02 3948 D EAST WEST BANCORP INC COM 27579R10 1162 30660 SH SHARED 17 30660 D EASTGROUP PPTY INC COM 27727610 298 6396 SH SHARED 6396 D EASTGROUP PPTY INC COM 27727610 42 900 SH SHARED 01 900 D EASTGROUP PPTY INC COM 27727610 34 740 SH SHARED 02 740 D EASTGROUP PPTY INC COM 27727610 751 16100 SH SHARED 10 16100 D EASTGROUP PPTY INC COM 27727610 994 21300 SH SHARED 11 21300 D EASTGROUP PPTY INC COM 27727610 219 4700 SH SHARED 17 4700 D EASTMAN CHEM CO COM 27743210 21611 400212 SH SHARED 390766 9446 D EASTMAN CHEM CO COM 27743210 502 9301 SH SHARED 01 9301 D EASTMAN CHEM CO COM 27743210 2123 39325 SH SHARED 02 39325 D EASTMAN CHEM CO COM 27743210 341 6333 SH SHARED 06 6333 D EASTMAN CHEM CO COM 27743210 307 5700 SH SHARED 10 5700 D EASTMAN CHEM CO COM 27743210 266 4929 SH SHARED 14 4929 D EASTMAN CHEM CO COM 27743210 2312 42816 SH SHARED 17 41816 1000 D EASTMAN CHEM CO COM 27743210 19 356 SH SHR/OTHR 23 356 D EASTMAN KODAK CO NOTE 3.375%10/1 277461BE 24200 25000000 PRN SHARED 25000000 D EASTMAN KODAK CO COM 27746110 76974 3236934 SH SHARED 3233220 3714 D EASTMAN KODAK CO COM 27746110 23 1000 SH SHR/OTHR 1000 D EASTMAN KODAK CO COM 27746110 1158 48700 SH SHARED 01 48700 D EASTMAN KODAK CO COM 27746110 18596 782019 SH SHARED 02 782019 D EASTMAN KODAK CO COM 27746110 604 25437 SH SHARED 06 25437 D EASTMAN KODAK CO COM 27746110 149 6300 SH SHARED 10 6300 D EASTMAN KODAK CO COM 27746110 2785 117138 SH SHARED 17 112938 4200 D EASTMAN KODAK CO COM 27746110 9 400 SH SHARED 19 400 D EASTMAN KODAK CO COM 27746110 221 9300 SH SHR/OTHR 23 9300 D EATON CORP COM 27805810 19353 256675 SH SHARED 256273 402 D EATON CORP COM 27805810 2525 33499 SH SHARED 01 33499 D EATON CORP COM 27805810 3619 48002 SH SHARED 02 48002 D EATON CORP COM 27805810 59452 788500 SH SHARED 04 788500 D EATON CORP COM 27805810 1930 25608 SH SHARED 06 25608 D EATON CORP COM 27805810 6333 84000 SH SHARED 10 83800 200 D EATON CORP COM 27805810 1508 20000 SH SHARED 14 20000 D EATON CORP COM 27805810 6338 84059 SH SHARED 17 82359 1700 D EATON CORP COM 27805810 75 1000 SH SHARED 21 1000 D EATON CORP COM 27805810 301 4000 SH SHARED 23 4000 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 138 10000 SH SHARED 10000 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 27 2000 SH SHR/OTHR 20 2000 D EATON VANCE CORP COM NON VTG 27826510 501 20100 SH SHARED 20100 D EATON VANCE CORP COM NON VTG 27826510 958 38400 SH SHARED 01 38400 D EATON VANCE CORP COM NON VTG 27826510 974 39039 SH SHARED 02 39039 D EATON VANCE CORP COM NON VTG 27826510 1460 58500 SH SHARED 14 58500 D EATON VANCE CORP COM NON VTG 27826510 943 37800 SH SHARED 17 37800 D EATON VANCE INS MUN BD FD COM 27827X10 1 84 SH SHARED 84 D EATON VANCE FLTING RATE INC COM 27827910 838 46295 SH SHARED 46295 D EATON VANCE FLTING RATE INC COM 27827910 90 5000 SH SHARED 20 5000 D EATON VANCE INS CA MUN BD FD COM 27828A10 0 63 SH SHARED 63 D EATON VANCE SR FLTNG RTE TR COM 27828Q10 342 18926 SH SHARED 18926 D EATON VANCE SH TM DR DIVR IN COM 27828V10 1133 68176 SH SHARED 68176 D EBAY INC COM 27864210 137591 4697561 SH SHARED 4665239 32322 D EBAY INC COM 27864210 82 2816 SH SHR/OTHR 2816 D EBAY INC COM 27864210 6578 224600 SH SHARED 01 224600 D EBAY INC COM 27864210 10674 364425 SH SHARED 02 364425 D EBAY INC COM 27864210 43999 1502200 SH SHARED 04 1502200 D EBAY INC COM 27864210 5062 172853 SH SHARED 06 172853 D EBAY INC COM 27864210 159907 5459468 SH SHARED 10 1860758 3255990 342720 D EBAY INC COM 27864210 1087 37132 SH SHARED 14 37132 D EBAY INC COM 27864210 2343 80000 SH SHARED 15 80000 D EBAY INC COM 27864210 19923 680200 SH SHARED 17 588100 92100 D EBAY INC COM 27864210 112 3850 SH SHR/OTHR 23 3850 D ECHELON CORP COM 27874N10 97 13013 SH SHARED 13013 D ECHELON CORP COM 27874N10 0 74 SH SHARED 02 74 D ECHELON CORP COM 27874N10 1 200 SH SHR/OTHR 22 200 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 31360 32000000 PRN SHARED 32000000 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 7901 8063000 PRN SHARED 02 8063000 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 5 5200 PRN SHARED 17 5200 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 22035 715191 SH SHARED 714535 656 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 77 2500 SH SHARED 01 2500 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 1330 43182 SH SHARED 02 43182 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 385 12524 SH SHARED 06 12524 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 92 3000 SH SHARED 10 3000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 366 11908 SH SHARED 14 11908 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 117 3800 SH SHARED 17 3800 D ECLIPSYS CORP COM 27885610 1816 100041 SH SHARED 99516 525 D ECLIPSYS CORP COM 27885610 24 1350 SH SHR/OTHR 1350 D ECLIPSYS CORP COM 27885610 22 1252 SH SHARED 02 1252 D ECLIPSYS CORP COM 27885610 7630 420160 SH SHARED 10 420160 D ECLIPSYS CORP COM 27885610 13359 735665 SH SHARED 17 472665 263000 D ECOLAB INC COM 27886510 5799 142903 SH SHARED 139196 3707 D ECOLAB INC COM 27886510 64 1580 SH SHR/OTHR 1580 D ECOLAB INC COM 27886510 1809 44579 SH SHARED 01 44579 D ECOLAB INC COM 27886510 2629 64791 SH SHARED 02 64791 D ECOLAB INC COM 27886510 637 15700 SH SHARED 06 15700 D ECOLAB INC COM 27886510 51800 1276504 SH SHARED 10 272434 824300 179770 D ECOLAB INC COM 27886510 3822 94198 SH SHARED 17 92298 1900 D ECOLAB INC COM 27886510 43 1080 SH SHARED 20 1080 D ECOLAB INC COM 27886510 202 5000 SH SHR/OTHR 21 5000 D ECOLAB INC COM 27886510 85 2100 SH SHARED 22 2100 D ECOLAB INC COM 27886510 523 12900 SH SHARED 23 12900 D ECOLAB INC COM 27886510 837 20650 SH SHR/OTHR 23 20650 D ECOLLEGE COM COM 27887E10 84 4001 SH SHARED 4001 D ECOLLEGE COM COM 27887E10 128 6100 SH SHARED 17 6100 D EDGE PETE CORP DEL COM 27986210 74 3743 SH SHARED 3743 D EDGE PETE CORP DEL COM 27986210 77 3900 SH SHARED 01 3900 D EDGE PETE CORP DEL COM 27986210 4219 211200 SH SHARED 10 211200 D EDGE PETE CORP DEL COM 27986210 761 38100 SH SHARED 17 38100 D EDISON INTL COM 28102010 57558 1475860 SH SHARED 1467541 8319 D EDISON INTL COM 28102010 2347 60200 SH SHARED 01 60200 D EDISON INTL COM 28102010 5926 151973 SH SHARED 02 151973 D EDISON INTL COM 28102010 1496 38372 SH SHARED 06 38372 D EDISON INTL COM 28102010 592 15200 SH SHARED 10 15200 D EDISON INTL COM 28102010 9100 233357 SH SHARED 17 147757 85600 D EDISON INTL COM 28102010 269 6900 SH SHR/OTHR 23 6900 D EDO CORP NOTE 4.000%11/1 281347AE 2120 2179000 PRN SHARED 02 2179000 D EDO CORP COM 28134710 294 12094 SH SHARED 12094 D EDO CORP COM 28134710 116 4800 SH SHARED 02 4800 D EDO CORP COM 28134710 10451 429400 SH SHARED 17 392900 36500 D EDUCATE INC COM 28138P10 32 4196 SH SHARED 4196 D EDUCATION RLTY TR INC COM 28140H10 110 6639 SH SHARED 6639 D EDUCATION RLTY TR INC COM 28140H10 870 52300 SH SHARED 10 52300 D EDUCATION RLTY TR INC COM 28140H10 146 8800 SH SHARED 17 8800 D EDWARDS LIFESCIENCES CORP COM 28176E10 168 3700 SH SHARED 3700 D EDWARDS LIFESCIENCES CORP COM 28176E10 853 18779 SH SHARED 01 18779 D EDWARDS LIFESCIENCES CORP COM 28176E10 790 17395 SH SHARED 02 17395 D EDWARDS LIFESCIENCES CORP COM 28176E10 1590 35000 SH SHARED 04 35000 D EDWARDS LIFESCIENCES CORP COM 28176E10 31 700 SH SHARED 17 700 D EDWARDS LIFESCIENCES CORP COM 28176E10 545 12000 SH SHR/OTHR 23 12000 D EDWARDS AG INC COM 28176010 4386 79300 SH SHARED 79300 D EDWARDS AG INC COM 28176010 1189 21500 SH SHARED 01 21500 D EDWARDS AG INC COM 28176010 1147 20740 SH SHARED 02 20740 D EDWARDS AG INC COM 28176010 16 300 SH SHARED 06 300 D EDWARDS AG INC COM 28176010 558 10100 SH SHARED 17 10100 D EFUNDS CORP COM 28224R10 2130 96632 SH SHARED 95666 966 D EFUNDS CORP COM 28224R10 25 1157 SH SHARED 01 1157 D EFUNDS CORP COM 28224R10 50 2300 SH SHARED 02 2300 D EFUNDS CORP COM 28224R10 244 11100 SH SHARED 17 11100 D 8X8 INC NEW COM 28291410 242 247000 SH SHARED 247000 D EL PASO CORP COM 28336L10 46821 3121460 SH SHARED 3114764 6696 D EL PASO CORP COM 28336L10 362 24195 SH SHR/OTHR 24195 D EL PASO CORP COM 28336L10 2438 162547 SH SHARED 01 162547 D EL PASO CORP COM 28336L10 10505 700352 SH SHARED 02 700352 D EL PASO CORP COM 28336L10 44848 2989880 SH SHARED 06 2989880 D EL PASO CORP COM 28336L10 1396 93100 SH SHARED 10 90200 2900 D EL PASO CORP COM 28336L10 14 958 SH SHARED 14 958 D EL PASO CORP COM 28336L10 1005 67000 SH SHARED 15 67000 D EL PASO CORP COM 28336L10 104689 6979287 SH SHARED 17 6972087 7200 D EL PASO ELEC CO COM NEW 28367785 264 13125 SH SHARED 13125 D EL PASO ELEC CO COM NEW 28367785 104 5200 SH SHARED 01 5200 D EL PASO ELEC CO COM NEW 28367785 10 539 SH SHARED 02 539 D EL PASO ELEC CO COM NEW 28367785 50 2500 SH SHARED 10 2500 D EL PASO ELEC CO COM NEW 28367785 304 15100 SH SHARED 17 15100 D ELAN PLC ADR 28413120 2546 152504 SH SHARED 123004 29500 D ELAN PLC ADR 28413120 1648 98718 SH SHARED 02 98718 D ELAN PLC ADR 28413120 125 7500 SH SHR/OTHR 22 7500 D ELDORADO GOLD CORP NEW COM 28490210 1831 379261 SH SHARED 375011 4250 D ELDORADO GOLD CORP NEW COM 28490210 966 200000 SH SHARED 04 200000 D ELDORADO GOLD CORP NEW COM 28490210 18171 3762300 SH SHARED 10 3762300 D ELECTRO RENT CORP COM 28521810 66 4167 SH SHARED 4167 D ELECTRO RENT CORP COM 28521810 96 6000 SH SHARED 01 6000 D ELECTRO RENT CORP COM 28521810 781 48800 SH SHARED 10 48800 D ELECTRO RENT CORP COM 28521810 477 29800 SH SHARED 17 29800 D ELECTRO SCIENTIFIC INDS COM 28522910 125 6966 SH SHARED 6966 D ELECTRO SCIENTIFIC INDS COM 28522910 3 212 SH SHARED 02 212 D ELECTRO SCIENTIFIC INDS COM 28522910 127 7100 SH SHARED 10 7100 D ELECTRONIC ARTS INC COM 28551210 72096 1675100 SH SHARED 1656140 18960 D ELECTRONIC ARTS INC COM 28551210 809 18814 SH SHR/OTHR 18814 D ELECTRONIC ARTS INC COM 28551210 2255 52400 SH SHARED 01 52400 D ELECTRONIC ARTS INC COM 28551210 7761 180329 SH SHARED 02 180329 D ELECTRONIC ARTS INC COM 28551210 3658 85000 SH SHARED 04 85000 D ELECTRONIC ARTS INC COM 28551210 2406 55910 SH SHARED 06 55910 D ELECTRONIC ARTS INC COM 28551210 85871 1995165 SH SHARED 10 913355 943680 138130 D ELECTRONIC ARTS INC COM 28551210 959 22300 SH SHARED 14 22300 D ELECTRONIC ARTS INC COM 28551210 1291 30000 SH SHARED 15 30000 D ELECTRONIC ARTS INC COM 28551210 11127 258544 SH SHARED 17 252244 6300 D ELECTRONIC ARTS INC COM 28551210 63 1465 SH SHARED 20 380 1085 D ELECTRONIC ARTS INC COM 28551210 152 3535 SH SHARED 22 3075 460 D ELECTRONIC ARTS INC COM 28551210 280 6528 SH SHARED 23 3828 2700 D ELECTRONIC ARTS INC COM 28551210 474 11025 SH SHR/OTHR 23 11025 D ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF 6411 6463000 PRN SHARED 6463000 D ELECTRONIC DATA SYS NEW COM 28566110 30168 1253878 SH SHARED 1253171 707 D ELECTRONIC DATA SYS NEW COM 28566110 2093 87000 SH SHARED 01 87000 D ELECTRONIC DATA SYS NEW COM 28566110 3978 165356 SH SHARED 02 165356 D ELECTRONIC DATA SYS NEW COM 28566110 3336 138680 SH SHARED 06 138680 D ELECTRONIC DATA SYS NEW COM 28566110 396 16500 SH SHARED 10 8800 7700 D ELECTRONIC DATA SYS NEW COM 28566110 15 655 SH SHARED 14 655 D ELECTRONIC DATA SYS NEW COM 28566110 136608 5677811 SH SHARED 17 5673311 4500 D ELECTRONIC DATA SYS NEW COM 28566110 149 6200 SH SHR/OTHR 23 6200 D ELECTRONICS FOR IMAGING INC COM 28608210 4356 208626 SH SHR/OTHR 208626 D ELECTRONICS FOR IMAGING INC COM 28608210 2608 124912 SH SHARED 124912 D ELECTRONICS FOR IMAGING INC COM 28608210 100 4800 SH SHARED 01 4800 D ELECTRONICS FOR IMAGING INC COM 28608210 359 17217 SH SHARED 02 17217 D ELECTRONICS FOR IMAGING INC COM 28608210 1411 67600 SH SHARED 10 67600 D ELECTRONICS FOR IMAGING INC COM 28608210 862 41300 SH SHARED 17 8100 33200 D ELIZABETH ARDEN INC COM 28660G10 913 51067 SH SHARED 51067 D ELIZABETH ARDEN INC COM 28660G10 0 32 SH SHARED 02 32 D ELIZABETH ARDEN INC COM 28660G10 1108 62000 SH SHARED 10 62000 D ELIZABETH ARDEN INC COM 28660G10 573 32100 SH SHARED 17 32100 D ELKCORP COM 28745610 231 8348 SH SHARED 8348 D ELKCORP COM 28745610 46 1684 SH SHR/OTHR 1684 D ELKCORP COM 28745610 16 600 SH SHARED 02 600 D ELKCORP COM 28745610 13 500 SH SHARED 17 500 D ELLIS PERRY INTL INC COM 28885310 333 13174 SH SHARED 13174 D ELLIS PERRY INTL INC COM 28885310 126 5000 SH SHARED 01 5000 D ELLIS PERRY INTL INC COM 28885310 23 915 SH SHARED 02 915 D ELLIS PERRY INTL INC COM 28885310 323 12800 SH SHARED 10 12800 D ELLSWORTH FUND LTD COM 28907410 1192 150000 SH SHARED 150000 D ELONG INC SPONSORED ADR 29013820 23 1707 SH SHARED 02 1707 D ELRON ELECTR INDS LTD ORD 29016010 31 3370 SH SHARED 3370 D EMAGEON INC COM 29076V10 50 3473 SH SHARED 3473 D EMBARQ CORP COM 29078E10 18100 441575 SH SHARED 437296 4279 D EMBARQ CORP COM 29078E10 1 25 SH SHR/OTHR 25 D EMBARQ CORP COM 29078E10 1068 26079 SH SHARED 01 26079 D EMBARQ CORP COM 29078E10 2590 63200 SH SHARED 02 63200 D EMBARQ CORP COM 29078E10 1024 25000 SH SHARED 04 25000 D EMBARQ CORP COM 29078E10 360 8783 SH SHARED 06 8783 D EMBARQ CORP COM 29078E10 695 16965 SH SHARED 10 15763 2 1200 D EMBARQ CORP COM 29078E10 42 1027 SH SHARED 14 1027 D EMBARQ CORP COM 29078E10 72 1760 SH SHARED 15 1760 D EMBARQ CORP COM 29078E10 11023 268934 SH SHARED 17 265421 3513 D EMBARQ CORP COM 29078E10 33 826 SH SHARED 19 826 D EMBARQ CORP COM 29078E10 1 30 SH SHARED 20 30 D EMBARQ CORP COM 29078E10 8 216 SH SHARED 23 216 D EMBARQ CORP COM 29078E10 5 125 SH SHR/OTHR 23 125 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 39478 1082496 SH SHARED 1080496 2000 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 5573 152830 SH SHARED 10 152830 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 257 7050 SH SHARED 17 7050 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 218 6000 SH SHR/OTHR 21 6000 D EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N20 5576 357918 SH SHARED 357918 D EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 7 583 SH SHARED 583 D EMBOTELLADORA ANDINA S A SPON ADR B 29081P30 118 7996 SH SHARED 7996 D EMCOR GROUP INC COM 29084Q10 1022 21009 SH SHARED 21009 D EMCOR GROUP INC COM 29084Q10 9 202 SH SHARED 02 202 D EMCOR GROUP INC COM 29084Q10 5660 116300 SH SHARED 10 116300 D EMCOR GROUP INC COM 29084Q10 27425 563500 SH SHARED 17 563500 D EMCORE CORP COM 29084610 2705 281785 SH SHR/OTHR 281785 D EMCORE CORP COM 29084610 108 11341 SH SHARED 11341 D EMCORE CORP COM 29084610 2758 287300 SH SHARED 17 287300 D EMDEON CORP COM 29084910 167595 13504877 SH SHARED 13504877 D EMDEON CORP COM 29084910 50 4100 SH SHARED 01 4100 D EMDEON CORP COM 29084910 259 20916 SH SHARED 02 20916 D EMDEON CORP COM 29084910 142 11500 SH SHARED 17 11500 D EMERGING MKTS TELECOMNC FD N COM 29089010 67 5531 SH SHARED 5531 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 1625 125979 SH SHR/OTHR 125979 D EMERSON ELEC CO COM 29101110 1670 19930 SH SHARED 19930 D EMERSON ELEC CO COM 29101110 53067 633192 SH SHARED 536032 97160 D EMERSON ELEC CO COM 29101110 5981 71375 SH SHR/OTHR 71375 D EMERSON ELEC CO COM 29101110 7794 92999 SH SHARED 01 92999 D EMERSON ELEC CO COM 29101110 14234 169845 SH SHARED 02 169845 D EMERSON ELEC CO COM 29101110 4106 49000 SH SHARED 04 49000 D EMERSON ELEC CO COM 29101110 3189 38059 SH SHARED 06 38059 D EMERSON ELEC CO COM 29101110 121294 1447256 SH SHARED 10 186340 1128730 132186 D EMERSON ELEC CO COM 29101110 888 10600 SH SHARED 14 10600 D EMERSON ELEC CO COM 29101110 15657 186822 SH SHARED 17 182822 4000 D EMERSON ELEC CO COM 29101110 8093 96575 SH SHARED 19 96575 D EMERSON ELEC CO COM 29101110 649 7748 SH SHARED 20 1035 6713 D EMERSON ELEC CO COM 29101110 572 6832 SH SHR/OTHR 20 6832 D EMERSON ELEC CO COM 29101110 100 1200 SH SHARED 21 1200 D EMERSON ELEC CO COM 29101110 1005 12000 SH SHR/OTHR 21 12000 D EMERSON ELEC CO COM 29101110 909 10850 SH SHARED 22 10850 D EMERSON ELEC CO COM 29101110 132 1582 SH SHR/OTHR 22 1582 D EMERSON ELEC CO COM 29101110 7069 84355 SH SHARED 23 81605 2750 D EMERSON ELEC CO COM 29101110 8161 97385 SH SHR/OTHR 23 97385 D EMERSON RADIO CORP COM NEW 29108720 150 47372 SH SHARED 47372 D EMISPHERE TECHNOLOGIES INC COM 29134510 9809 1150000 SH SHARED 1150000 D EMMIS COMMUNICATIONS CORP CL A 29152510 628 40217 SH SHARED 40217 D EMMIS COMMUNICATIONS CORP CL A 29152510 319 20400 SH SHARED 01 20400 D EMMIS COMMUNICATIONS CORP CL A 29152510 108 6939 SH SHARED 02 6939 D EMMIS COMMUNICATIONS CORP CL A 29152510 56 3600 SH SHARED 10 3600 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 12568 277754 SH SHARED 277754 D EMPIRE DIST ELEC CO COM 29164110 11276 548746 SH SHARED 548746 D EMPIRE DIST ELEC CO COM 29164110 37 1811 SH SHARED 02 1811 D EMPIRE DIST ELEC CO COM 29164110 197 9600 SH SHARED 10 9600 D EMPIRE DIST ELEC CO COM 29164110 20 1000 SH SHARED 17 1000 D EMPIRE RESORTS INC NOTE 5.500% 7/3 292052AB 1072 1269000 PRN SHARED 1269000 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 509 19300 SH SHARED 19300 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 17120 648500 SH SHARED 10 648500 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 2542 75000 SH SHARED 04 75000 D EMULEX CORP NOTE 0.250%12/1 292475AD 9058 9319000 PRN SHARED 9319000 D EMULEX CORP NOTE 0.250%12/1 292475AD 7222 7431000 PRN SHARED 02 7431000 D EMULEX CORP COM NEW 29247520 5635 346364 SH SHARED 345989 375 D EMULEX CORP COM NEW 29247520 30 1880 SH SHR/OTHR 1880 D EMULEX CORP COM NEW 29247520 260 16000 SH SHARED 01 16000 D EMULEX CORP COM NEW 29247520 3089 189900 SH SHARED 02 189900 D EMULEX CORP COM NEW 29247520 86 5300 SH SHARED 10 5300 D EMULEX CORP COM NEW 29247520 961 59100 SH SHARED 17 58300 800 D ENBRIDGE INC COM 29250N10 1069 35000 SH SHARED 35000 D ENBRIDGE INC COM 29250N10 221 7232 SH SHARED 2300 4932 D ENBRIDGE INC COM 29250N10 8 264 SH SHARED 01 264 D ENBRIDGE INC COM 29250N10 3859 126252 SH SHARED 02 126252 D ENBRIDGE INC COM 29250N10 57395 1877500 SH SHARED 04 1877500 D ENBRIDGE INC COM 29250N10 79 2586 SH SHARED 06 2586 D ENBRIDGE INC COM 29250N10 42 1400 SH SHARED 10 1400 D ENBRIDGE INC COM 29250N10 21 691 SH SHARED 14 691 D ENBRIDGE INC COM 29250N10 110 3610 SH SHARED 17 3610 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 452 10400 SH SHARED 10400 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 91 2100 SH SHARED 02 2100 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 5 122 SH SHARED 122 D ENCANA CORP COM 29250510 115841 2200639 SH SHARED 2197262 3377 D ENCANA CORP COM 29250510 162 3078 SH SHR/OTHR 3078 D ENCANA CORP COM 29250510 28 540 SH SHARED 01 540 D ENCANA CORP COM 29250510 836 15891 SH SHARED 02 15891 D ENCANA CORP COM 29250510 97252 1847500 SH SHARED 04 1847500 D ENCANA CORP COM 29250510 749 14242 SH SHARED 06 14242 D ENCANA CORP COM 29250510 184 3500 SH SHARED 10 3500 D ENCANA CORP COM 29250510 4316 82000 SH SHARED 16 82000 D ENCANA CORP COM 29250510 74751 1420044 SH SHARED 17 1411918 8126 D ENCANA CORP COM 29250510 31 600 SH SHR/OTHR 22 600 D ENCANA CORP COM 29250510 305 5800 SH SHR/OTHR 23 5800 D ENCORE ACQUISITION CO COM 29255W10 799 29794 SH SHARED 29794 D ENCORE ACQUISITION CO COM 29255W10 128 4800 SH SHARED 01 4800 D ENCORE ACQUISITION CO COM 29255W10 1620 60400 SH SHARED 10 60400 D ENCORE ACQUISITION CO COM 29255W10 410 15300 SH SHARED 17 15300 D ENCORE CAP GROUP INC COM 29255410 180 14723 SH SHARED 14723 D ENCORE CAP GROUP INC COM 29255410 33 2722 SH SHARED 02 2722 D ENCORE MED CORP COM 29256E10 103 21448 SH SHARED 21448 D ENCORE MED CORP COM 29256E10 14 3000 SH SHR/OTHR 3000 D ENCYSIVE PHARMACEUTICALS INC FRNT 2.500% 3/1 29256XAB 2458 2937000 PRN SHARED 2937000 D ENCYSIVE PHARMACEUTICALS INC FRNT 2.500% 3/1 29256XAB 209 250000 PRN SHARED 02 250000 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 107 15549 SH SHARED 15149 400 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 2 356 SH SHARED 02 356 D ENCORE WIRE CORP COM 29256210 126 3507 SH SHARED 3507 D ENCORE WIRE CORP COM 29256210 17 500 SH SHARED 17 500 D ENDEAVOR INTL CORP INC NOTE 6.000% 1/1 29257MAB 3664 4000000 PRN SHARED 4000000 D ENDESA S A SPONSORED ADR 29258N10 502 15640 SH SHARED 15640 D ENDESA S A SPONSORED ADR 29258N10 867 27000 SH SHR/OTHR 27000 D ENDEAVOUR INTL CORP COM 29259G10 39 16591 SH SHARED 16591 D ENDEAVOUR INTL CORP COM 29259G10 13 5780 SH SHARED 02 5780 D ENDWAVE CORP COM NEW 29264A20 14 1191 SH SHARED 1191 D ENDWAVE CORP COM NEW 29264A20 8 681 SH SHARED 02 681 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 1320 40047 SH SHARED 40047 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 263 8000 SH SHARED 02 8000 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 102 3115 SH SHARED 06 3115 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 8828 267700 SH SHARED 10 80900 186800 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 1906 57800 SH SHARED 14 57800 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 1602 48600 SH SHARED 17 9100 39500 D ENERGEN CORP COM 29265N10 172 4500 SH SHARED 4500 D ENERGEN CORP COM 29265N10 38 1000 SH SHARED 01 1000 D ENERGEN CORP COM 29265N10 173 4510 SH SHARED 02 4510 D ENERGEN CORP COM 29265N10 971 25300 SH SHARED 17 25300 D ENEL SOCIETA PER AZIONI ADR 29265W10 59 1375 SH SHARED 1375 D ENERGY CONVERSION DEVICES IN COM 29265910 7725 212051 SH SHARED 211776 275 D ENERGY CONVERSION DEVICES IN COM 29265910 21 600 SH SHARED 01 600 D ENERGY CONVERSION DEVICES IN COM 29265910 259 7116 SH SHARED 02 7116 D ENERGY CONVERSION DEVICES IN COM 29265910 6209 170440 SH SHARED 10 170440 D ENERGY CONVERSION DEVICES IN COM 29265910 8291 227600 SH SHARED 17 227600 D ENERGY EAST CORP COM 29266M10 2166 90553 SH SHARED 74678 15875 D ENERGY EAST CORP COM 29266M10 32 1373 SH SHR/OTHR 1373 D ENERGY EAST CORP COM 29266M10 1000 41800 SH SHARED 01 41800 D ENERGY EAST CORP COM 29266M10 838 35024 SH SHARED 02 35024 D ENERGY EAST CORP COM 29266M10 120 5020 SH SHARED 06 5020 D ENERGY EAST CORP COM 29266M10 52 2200 SH SHARED 10 2200 D ENERGY EAST CORP COM 29266M10 78 3300 SH SHARED 14 3300 D ENERGY EAST CORP COM 29266M10 373 15600 SH SHARED 17 10200 5400 D ENERGIZER HLDGS INC COM 29266R10 649 11089 SH SHARED 8360 2729 D ENERGIZER HLDGS INC COM 29266R10 68 1176 SH SHR/OTHR 1176 D ENERGIZER HLDGS INC COM 29266R10 1466 25037 SH SHARED 01 25037 D ENERGIZER HLDGS INC COM 29266R10 887 15151 SH SHARED 02 15151 D ENERGIZER HLDGS INC COM 29266R10 156 2670 SH SHARED 06 2670 D ENERGIZER HLDGS INC COM 29266R10 35 600 SH SHARED 10 600 D ENERGIZER HLDGS INC COM 29266R10 245 4200 SH SHARED 14 4200 D ENERGIZER HLDGS INC COM 29266R10 538 9200 SH SHARED 17 8100 1100 D ENERGIZER HLDGS INC COM 29266R10 7 135 SH SHR/OTHR 21 135 D ENERGIZER HLDGS INC COM 29266R10 11 200 SH SHARED 23 200 D ENERGIZER HLDGS INC COM 29266R10 23 400 SH SHR/OTHR 23 400 D ENERGY PARTNERS LTD COM 29270U10 1588 83830 SH SHARED 83830 D ENERGY PARTNERS LTD COM 29270U10 210 11100 SH SHARED 02 11100 D ENERGY PARTNERS LTD COM 29270U10 2457 129700 SH SHARED 10 129700 D ENERGY PARTNERS LTD COM 29270U10 53 2800 SH SHARED 17 2800 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 108946 2440000 SH SHARED 2440000 D ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V10 9451 356800 SH SHARED 356800 D ENERPLUS RES FD UNIT TR G NEW 29274D60 2647 47075 SH SHARED 43200 375 3500 D ENERPLUS RES FD UNIT TR G NEW 29274D60 239 4260 SH SHR/OTHR 4260 D ENERPLUS RES FD UNIT TR G NEW 29274D60 28 500 SH SHARED 10 500 D ENERPLUS RES FD UNIT TR G NEW 29274D60 67 1200 SH SHARED 17 1200 D ENERSIS S A SPONSORED ADR 29274F10 928 82570 SH SHARED 82570 D ENERSIS S A SPONSORED ADR 29274F10 14513 1290100 SH SHARED 10 1290100 D ENERSYS COM 29275Y10 273 13072 SH SHARED 13072 D ENERSYS COM 29275Y10 7 369 SH SHARED 02 369 D ENERSYS COM 29275Y10 376 18000 SH SHARED 10 18000 D ENERSYS COM 29275Y10 16 800 SH SHARED 17 800 D ENERGYSOUTH INC COM 29297010 39 1255 SH SHARED 1255 D ENERGYSOUTH INC COM 29297010 68 2180 SH SHR/OTHR 2180 D ENERGYSOUTH INC COM 29297010 2 73 SH SHARED 02 73 D ENGLOBAL CORP COM 29330610 28 3700 SH SHARED 02 3700 D ENHANCED EQTY YLD & PRM FD I COM 29332C10 335 19762 SH SHARED 19762 D ENHANCED S&P500 CV CALL FD I COM 29332W10 432 25046 SH SHARED 25046 D ENNIS INC COM 29338910 125 6377 SH SHARED 6377 D ENNIS INC COM 29338910 6 309 SH SHARED 02 309 D ENPRO INDS INC COM 29355X10 171 5110 SH SHARED 5110 D ENPRO INDS INC COM 29355X10 44 1327 SH SHARED 01 1327 D ENPRO INDS INC COM 29355X10 233 6958 SH SHARED 02 6958 D ENPRO INDS INC COM 29355X10 154 4600 SH SHARED 10 4600 D ENSTAR GROUP INC GA COM 29358R10 75 817 SH SHARED 817 D ENSTAR GROUP INC GA COM 29358R10 1 14 SH SHARED 02 14 D ENSTAR GROUP INC GA COM 29358R10 82 900 SH SHARED 10 900 D ENTEGRIS INC COM 29362U10 398 41813 SH SHARED 41813 D ENTEGRIS INC COM 29362U10 16 1692 SH SHARED 01 1692 D ENTEGRIS INC COM 29362U10 191 20048 SH SHARED 10 20048 D ENTEGRIS INC COM 29362U10 6 700 SH SHARED 17 700 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 608 23274 SH SHARED 23274 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 282 10800 SH SHARED 01 10800 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 279 10667 SH SHARED 02 10667 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 133 5100 SH SHARED 10 5100 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 122 4700 SH SHARED 17 4700 D ENTERGY CORP NEW COM 29364G10 40604 573912 SH SHARED 518479 55433 D ENTERGY CORP NEW COM 29364G10 503 7118 SH SHR/OTHR 7118 D ENTERGY CORP NEW COM 29364G10 3629 51299 SH SHARED 01 51299 D ENTERGY CORP NEW COM 29364G10 4825 68210 SH SHARED 02 68210 D ENTERGY CORP NEW COM 29364G10 1334 18857 SH SHARED 06 18857 D ENTERGY CORP NEW COM 29364G10 5277 74600 SH SHARED 10 71500 3100 D ENTERGY CORP NEW COM 29364G10 7044 99565 SH SHARED 17 92165 7400 D ENTERGY CORP NEW COM 29364G10 186 2630 SH SHARED 20 535 2095 D ENTERGY CORP NEW COM 29364G10 16 230 SH SHR/OTHR 20 230 D ENTERGY CORP NEW COM 29364G10 28 400 SH SHARED 21 400 D ENTERGY CORP NEW COM 29364G10 212 3000 SH SHARED 22 2100 900 D ENTERGY CORP NEW COM 29364G10 339 4800 SH SHR/OTHR 22 4800 D ENTERGY CORP NEW COM 29364G10 2070 29261 SH SHARED 23 22786 6475 D ENTERGY CORP NEW COM 29364G10 2763 39059 SH SHR/OTHR 23 39059 D ENTERPRISE FINL SVCS CORP COM 29371210 44 1732 SH SHARED 1732 D ENTERPRISE FINL SVCS CORP COM 29371210 0 9 SH SHARED 02 9 D ENTERPRISE PRODS PARTNERS L COM 29379210 5330 214071 SH SHARED 214071 D ENTERPRISE PRODS PARTNERS L COM 29379210 19 800 SH SHARED 02 800 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 284 6597 SH SHARED 6597 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 1 44 SH SHARED 02 44 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 1330 30900 SH SHARED 10 30900 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 30275 703260 SH SHARED 11 703260 D ENTERRA ENERGY TR TR UNIT 29381P10 26 2000 SH SHARED 2000 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 916 106929 SH SHARED 106929 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 2 279 SH SHARED 02 279 D ENTRUST INC COM 29384810 592 173812 SH SHARED 173812 D ENTRUST INC COM 29384810 20 5963 SH SHARED 02 5963 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 2611 2726000 PRN SHARED 2726000 D ENZON PHARMACEUTICALS INC COM 29390410 559 74163 SH SHARED 73863 300 D ENZON PHARMACEUTICALS INC COM 29390410 7 1021 SH SHARED 02 1021 D ENZON PHARMACEUTICALS INC COM 29390410 896 118900 SH SHARED 17 118900 D ENZO BIOCHEM INC COM 29410010 108 7201 SH SHARED 7201 D ENZO BIOCHEM INC COM 29410010 4 326 SH SHARED 02 326 D EPICOR SOFTWARE CORP COM 29426L10 154 14664 SH SHARED 14664 D EQUIFAX INC COM 29442910 5045 146942 SH SHARED 81750 65192 D EQUIFAX INC COM 29442910 820 23900 SH SHR/OTHR 23900 D EQUIFAX INC COM 29442910 937 27300 SH SHARED 01 27300 D EQUIFAX INC COM 29442910 2199 64039 SH SHARED 02 64039 D EQUIFAX INC COM 29442910 429 12498 SH SHARED 06 12498 D EQUIFAX INC COM 29442910 6 200 SH SHARED 10 200 D EQUIFAX INC COM 29442910 538 15694 SH SHARED 14 15694 D EQUIFAX INC COM 29442910 2702 78700 SH SHARED 17 78200 500 D EQUIFAX INC COM 29442910 757 22055 SH SHARED 20 3655 18400 D EQUIFAX INC COM 29442910 27 800 SH SHR/OTHR 20 800 D EQUIFAX INC COM 29442910 2280 66400 SH SHARED 23 66400 D EQUIFAX INC COM 29442910 1232 35900 SH SHR/OTHR 23 35900 D EQUINIX INC COM NEW 29444U50 236 4313 SH SHARED 4313 D EQUINIX INC COM NEW 29444U50 312 5700 SH SHARED 01 5700 D EQUINIX INC COM NEW 29444U50 21 400 SH SHARED 17 400 D EQUITABLE RES INC COM 29454910 543 16238 SH SHARED 8493 7745 D EQUITABLE RES INC COM 29454910 529 15800 SH SHR/OTHR 15800 D EQUITABLE RES INC COM 29454910 1145 34200 SH SHARED 01 34200 D EQUITABLE RES INC COM 29454910 1060 31656 SH SHARED 02 31656 D EQUITABLE RES INC COM 29454910 127 3807 SH SHARED 06 3807 D EQUITABLE RES INC COM 29454910 6820 203600 SH SHARED 10 201800 1800 D EQUITABLE RES INC COM 29454910 250 7478 SH SHARED 14 7478 D EQUITABLE RES INC COM 29454910 442 13200 SH SHARED 17 9100 4100 D EQUITABLE RES INC COM 29454910 154 4600 SH SHR/OTHR 23 4600 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 132 1500 SH SHR/OTHR 1500 D EQUITY INNS INC COM 29470310 144 8700 SH SHARED 8700 D EQUITY INNS INC COM 29470310 56 3400 SH SHARED 02 3400 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 199 4543 SH SHARED 4543 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 258 5900 SH SHARED 01 5900 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 17 398 SH SHARED 02 398 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 482 11000 SH SHARED 10 11000 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 109947 2508503 SH SHARED 11 2508503 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 302 6900 SH SHARED 17 6900 D EQUITY OFFICE PROPERTIES TRU COM 29474110 69461 1902536 SH SHARED 1886711 15825 D EQUITY OFFICE PROPERTIES TRU COM 29474110 3066 84000 SH SHARED 01 84000 D EQUITY OFFICE PROPERTIES TRU COM 29474110 9077 248622 SH SHARED 02 248622 D EQUITY OFFICE PROPERTIES TRU COM 29474110 73 2000 SH SHARED 04 2000 D EQUITY OFFICE PROPERTIES TRU COM 29474110 3486 95500 SH SHARED 10 95500 D EQUITY OFFICE PROPERTIES TRU COM 29474110 92579 2535726 SH SHARED 11 2535726 D EQUITY OFFICE PROPERTIES TRU COM 29474110 346 9500 SH SHARED 14 9500 D EQUITY OFFICE PROPERTIES TRU COM 29474110 7412 203031 SH SHARED 17 158431 44600 D EQUITY OFFICE PROPERTIES TRU PFD CV B 5.25% 29474150 1875 34800 SH SHARED 34800 D EQUITY ONE COM 29475210 217 10405 SH SHARED 10405 D EQUITY ONE COM 29475210 35 1700 SH SHARED 01 1700 D EQUITY ONE COM 29475210 2 111 SH SHARED 02 111 D EQUITY ONE COM 29475210 246 11800 SH SHARED 04 11800 D EQUITY ONE COM 29475210 1396 66800 SH SHARED 10 66800 D EQUITY ONE COM 29475210 18633 891540 SH SHARED 11 891540 D EQUITY ONE COM 29475210 332 15900 SH SHARED 17 15900 D EQUITY RESIDENTIAL SH BEN INT 29476L10 11691 261378 SH SHARED 252904 8474 D EQUITY RESIDENTIAL SH BEN INT 29476L10 666 14900 SH SHR/OTHR 14900 D EQUITY RESIDENTIAL SH BEN INT 29476L10 2898 64800 SH SHARED 01 64800 D EQUITY RESIDENTIAL SH BEN INT 29476L10 3507 78426 SH SHARED 02 78426 D EQUITY RESIDENTIAL SH BEN INT 29476L10 2567 57400 SH SHARED 10 57400 D EQUITY RESIDENTIAL SH BEN INT 29476L10 255417 5710204 SH SHARED 11 5710204 D EQUITY RESIDENTIAL SH BEN INT 29476L10 6601 147590 SH SHARED 17 115590 32000 D EQUITY RESIDENTIAL SH BEN INT 29476L10 317 7100 SH SHARED 20 7100 D EQUITY RESIDENTIAL SH BEN INT 29476L10 62 1400 SH SHR/OTHR 20 1400 D EQUITY RESIDENTIAL SH BEN INT 29476L10 44 1000 SH SHARED 22 1000 D EQUITY RESIDENTIAL SH BEN INT 29476L10 1845 41250 SH SHARED 23 41250 D EQUITY RESIDENTIAL SH BEN INT 29476L10 129 2900 SH SHR/OTHR 23 2900 D EQUUS II INC COM 29476610 249 34727 SH SHARED 34727 D ERESEARCHTECHNOLOGY INC COM 29481V10 123 13526 SH SHARED 13526 D ERESEARCHTECHNOLOGY INC COM 29481V10 274 30150 SH SHARED 01 30150 D ERESEARCHTECHNOLOGY INC COM 29481V10 6 760 SH SHARED 02 760 D ERICSSON L M TEL CO ADR B SEK 10 29482160 7774 235300 SH SHARED 232400 2900 D ERICSSON L M TEL CO ADR B SEK 10 29482160 52 1600 SH SHR/OTHR 23 1600 D ERIE INDTY CO CL A 29530P10 166 3200 SH SHARED 02 3200 D ESCALA GROUP INC COM 29605W10 75 16091 SH SHARED 16091 D ESCALA GROUP INC COM 29605W10 1 400 SH SHARED 02 400 D ESCALA GROUP INC COM 29605W10 276 59000 SH SHARED 10 59000 D ESCALADE INC COM 29605610 23 1843 SH SHARED 1843 D ESCALADE INC COM 29605610 13 1051 SH SHARED 02 1051 D ESCO TECHNOLOGIES INC COM 29631510 356 6665 SH SHARED 6665 D ESCO TECHNOLOGIES INC COM 29631510 48 902 SH SHARED 02 902 D ESCO TECHNOLOGIES INC COM 29631510 138 2600 SH SHARED 10 2600 D ESCO TECHNOLOGIES INC COM 29631510 3586 67100 SH SHARED 17 67100 D ESPEED INC CL A 29664310 314 37706 SH SHARED 37706 D ESPEED INC CL A 29664310 17 2100 SH SHARED 01 2100 D ESPEED INC CL A 29664310 2 287 SH SHARED 02 287 D ESSEX CORP COM 29674410 71 3898 SH SHARED 3898 D ESSEX CORP COM 29674410 2642 143480 SH SHARED 17 143480 D ESSEX PPTY TR INC COM 29717810 2579 23100 SH SHARED 23100 D ESSEX PPTY TR INC COM 29717810 122 1100 SH SHARED 01 1100 D ESSEX PPTY TR INC COM 29717810 205 1836 SH SHARED 02 1836 D ESSEX PPTY TR INC COM 29717810 203178 1819620 SH SHARED 11 1819620 D ESTERLINE TECHNOLOGIES CORP COM 29742510 283 6810 SH SHARED 6810 D ESTERLINE TECHNOLOGIES CORP COM 29742510 20 500 SH SHARED 01 500 D ESTERLINE TECHNOLOGIES CORP COM 29742510 46 1116 SH SHARED 02 1116 D ESTERLINE TECHNOLOGIES CORP COM 29742510 153 3700 SH SHARED 10 3700 D ESTERLINE TECHNOLOGIES CORP COM 29742510 79 1900 SH SHARED 21 1900 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 1582 22900 SH SHARED 22900 D ETHAN ALLEN INTERIORS INC COM 29760210 354 9696 SH SHARED 9696 D ETHAN ALLEN INTERIORS INC COM 29760210 15 421 SH SHARED 02 421 D ETHAN ALLEN INTERIORS INC COM 29760210 146 4000 SH SHARED 10 4000 D ETHAN ALLEN INTERIORS INC COM 29760210 296 8100 SH SHARED 17 7200 900 D ETRIALS WORLDWIDE INC COM 29786P10 100 20898 SH SHARED 20898 D EUROBANCSHARES INC COM 29871610 17 1854 SH SHARED 1854 D EUROBANCSHARES INC COM 29871610 12 1326 SH SHARED 02 1326 D EURONET WORLDWIDE INC COM 29873610 2900 75599 SH SHARED 75099 500 D EURONET WORLDWIDE INC COM 29873610 49 1300 SH SHR/OTHR 1300 D EURONET WORLDWIDE INC COM 29873610 2101 54764 SH SHARED 02 54764 D EURONET WORLDWIDE INC COM 29873610 24697 643670 SH SHARED 10 643670 D EURONET WORLDWIDE INC COM 29873610 26557 692149 SH SHARED 17 536649 155500 D EUROPE FD INC COM 29874M10 372 28507 SH SHARED 28507 D EUROPEAN EQUITY FUND COM 29876810 0 2 SH SHARED 02 2 D EUROZINC MNG CORP COM 29880410 3437 1426500 SH SHARED 1426500 D EUROZINC MNG CORP COM 29880410 602 250000 SH SHARED 04 250000 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 2126 156600 SH SHARED 156600 D EVERGREEN MANAGED INCOME FD COM SHS 30024Y10 111 6887 SH SHARED 6887 D EVERGREEN SOLAR INC COM 30033R10 140 10843 SH SHARED 10843 D EVERGREEN SOLAR INC COM 30033R10 11 850 SH SHR/OTHR 850 D EVERGREEN SOLAR INC COM 30033R10 127 9800 SH SHARED 01 9800 D EVERGREEN SOLAR INC COM 30033R10 8 670 SH SHARED 02 670 D EVERGREEN UTLS & HIGH INCM F COM 30034Q10 2876 133683 SH SHARED 133683 D EXAR CORP COM 30064510 150 11315 SH SHARED 11315 D EXAR CORP COM 30064510 12 957 SH SHR/OTHR 957 D EXAR CORP COM 30064510 18 1414 SH SHARED 02 1414 D EXAR CORP COM 30064510 4834 364300 SH SHARED 17 364300 D EXCEL TECHNOLOGY INC COM 30067T10 3057 102185 SH SHARED 102185 D EXCEL TECHNOLOGY INC COM 30067T10 3 116 SH SHARED 02 116 D EXELON CORP COM 30161N10 1565 27553 SH SHARED 27553 D EXELON CORP COM 30161N10 84297 1483325 SH SHARED 1369066 114259 D EXELON CORP COM 30161N10 142 2500 SH SHR/OTHR 2500 D EXELON CORP COM 30161N10 7363 129578 SH SHARED 01 129578 D EXELON CORP COM 30161N10 10865 191185 SH SHARED 02 191185 D EXELON CORP COM 30161N10 5015 88258 SH SHARED 04 86000 2258 D EXELON CORP COM 30161N10 37060 652131 SH SHARED 06 652131 D EXELON CORP COM 30161N10 58962 1037530 SH SHARED 10 13920 743510 280100 D EXELON CORP COM 30161N10 181 3193 SH SHARED 14 3193 D EXELON CORP COM 30161N10 25412 447164 SH SHARED 17 289064 158100 D EXELON CORP COM 30161N10 10025 176404 SH SHARED 19 176404 D EXELON CORP COM 30161N10 326 5750 SH SHARED 20 800 4950 D EXELON CORP COM 30161N10 113 2000 SH SHR/OTHR 22 2000 D EXELON CORP COM 30161N10 191 3374 SH SHR/OTHR 23 3374 D EXELIXIS INC COM 30161Q10 301 30000 SH SHARED 30000 D EXELIXIS INC COM 30161Q10 4609 458699 SH SHARED 458699 D EXELIXIS INC COM 30161Q10 0 52 SH SHARED 02 52 D EXELIXIS INC COM 30161Q10 70 7000 SH SHARED 14 7000 D EXIDE TECHNOLOGIES FRNT 9/1 302051AL 1220 2000000 PRN SHARED 02 2000000 D EXIDE TECHNOLOGIES *W EXP 99/99/999 30205112 5 28574 SH SHARED 28574 D EXPEDIA INC DEL COM 30212P10 11561 771280 SH SHARED 756230 15050 D EXPEDIA INC DEL COM 30212P10 13 900 SH SHR/OTHR 900 D EXPEDIA INC DEL COM 30212P10 168 11234 SH SHARED 01 11234 D EXPEDIA INC DEL COM 30212P10 423 28264 SH SHARED 02 28264 D EXPEDIA INC DEL COM 30212P10 142 9475 SH SHARED 06 9475 D EXPEDIA INC DEL COM 30212P10 8 600 SH SHARED 10 600 D EXPEDIA INC DEL COM 30212P10 933 62286 SH SHARED 14 62286 D EXPEDIA INC DEL COM 30212P10 449 29999 SH SHARED 17 27599 2400 D EXPEDIA INC DEL *W EXP 02/04/200 30212P11 0 500 SH SHARED 500 D EXPEDIA INC DEL *W EXP 02/04/200 30212P11 0 296 SH SHARED 01 296 D EXPEDIA INC DEL *W EXP 02/04/200 30212P12 7275 1377972 SH SHARED 1377972 D EXPEDITORS INTL WASH INC COM 30213010 31061 554569 SH SHARED 554333 236 D EXPEDITORS INTL WASH INC COM 30213010 3489 62300 SH SHARED 01 62300 D EXPEDITORS INTL WASH INC COM 30213010 3232 57709 SH SHARED 02 57709 D EXPEDITORS INTL WASH INC COM 30213010 425 7600 SH SHARED 06 7600 D EXPEDITORS INTL WASH INC COM 30213010 5 100 SH SHARED 10 100 D EXPEDITORS INTL WASH INC COM 30213010 22 400 SH SHARED 14 400 D EXPEDITORS INTL WASH INC COM 30213010 313 5600 SH SHARED 17 3600 2000 D EXPONENT INC COM 30214U10 60 3604 SH SHARED 3604 D EXPONENT INC COM 30214U10 1 106 SH SHARED 02 106 D EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB 6624 7377000 PRN SHARED 02 7377000 D EXPRESSJET HOLDINGS INC CL A 30218U10 511 74019 SH SHARED 74019 D EXPRESSJET HOLDINGS INC CL A 30218U10 138 20000 SH SHARED 01 20000 D EXPRESSJET HOLDINGS INC CL A 30218U10 32 4668 SH SHARED 02 4668 D EXPRESSJET HOLDINGS INC CL A 30218U10 2587 374400 SH SHARED 10 374400 D EXPRESSJET HOLDINGS INC CL A 30218U10 418 60500 SH SHARED 17 60500 D EXPRESS SCRIPTS INC COM 30218210 41072 572513 SH SHARED 538271 34242 D EXPRESS SCRIPTS INC COM 30218210 86 1200 SH SHR/OTHR 1200 D EXPRESS SCRIPTS INC COM 30218210 2310 32200 SH SHARED 01 32200 D EXPRESS SCRIPTS INC COM 30218210 2763 38525 SH SHARED 02 38525 D EXPRESS SCRIPTS INC COM 30218210 915 12758 SH SHARED 06 12758 D EXPRESS SCRIPTS INC COM 30218210 12167 169600 SH SHARED 10 169600 D EXPRESS SCRIPTS INC COM 30218210 482 6725 SH SHARED 14 6725 D EXPRESS SCRIPTS INC COM 30218210 11485 160094 SH SHARED 17 89594 70500 D EXPRESS SCRIPTS INC COM 30218210 21 300 SH SHARED 20 300 D EXPRESS SCRIPTS INC COM 30218210 14 200 SH SHARED 23 200 D EXTENDICARE INC CDA SUB VTG SH 30224T87 838 39460 SH SHARED 39460 D EXTRA SPACE STORAGE INC COM 30225T10 271 16687 SH SHARED 16687 D EXTRA SPACE STORAGE INC COM 30225T10 12 800 SH SHARED 01 800 D EXTRA SPACE STORAGE INC COM 30225T10 29 1841 SH SHARED 02 1841 D EXTRA SPACE STORAGE INC COM 30225T10 59276 3650000 SH SHARED 11 3650000 D EXTRA SPACE STORAGE INC COM 30225T10 48 3000 SH SHARED 20 3000 D EXTREME NETWORKS INC NOTE 3.500%12/0 30226DAB 10277 10350000 PRN SHARED 10350000 D EXTREME NETWORKS INC COM 30226D10 133 32161 SH SHARED 32161 D EXTREME NETWORKS INC COM 30226D10 0 25 SH SHARED 02 25 D EXULT INC DEL NOTE 2.500%10/0 302284AB 30561 33400000 PRN SHARED 02 33400000 D EXXON MOBIL CORP COM 30231G10 5959 97145 SH SHARED 97145 D EXXON MOBIL CORP COM 30231G10 949312 15473717 SH SHARED 14096351 1377366 D EXXON MOBIL CORP COM 30231G10 37440 610271 SH SHR/OTHR 610271 D EXXON MOBIL CORP COM 30231G10 86042 1402486 SH SHARED 01 21950 1380536 D EXXON MOBIL CORP COM 30231G10 120705 1967483 SH SHARED 02 1967483 D EXXON MOBIL CORP COM 30231G10 24153 393700 SH SHARED 04 393700 D EXXON MOBIL CORP COM 30231G10 36559 595918 SH SHARED 06 595918 D EXXON MOBIL CORP COM 30231G10 680468 11091574 SH SHARED 10 6336701 2610022 2144851 D EXXON MOBIL CORP COM 30231G10 631 10300 SH SHR/OTHR 10 10300 D EXXON MOBIL CORP COM 30231G10 7565 123318 SH SHARED 14 123318 D EXXON MOBIL CORP COM 30231G10 8131 132549 SH SHARED 15 132549 D EXXON MOBIL CORP COM 30231G10 205531 3350150 SH SHARED 17 2935655 414495 D EXXON MOBIL CORP COM 30231G10 55 900 SH SHARED 19 900 D EXXON MOBIL CORP COM 30231G10 6420 104655 SH SHARED 20 14309 90346 D EXXON MOBIL CORP COM 30231G10 8133 132568 SH SHR/OTHR 20 132568 D EXXON MOBIL CORP COM 30231G10 5250 85576 SH SHARED 21 85576 D EXXON MOBIL CORP COM 30231G10 1935 31545 SH SHR/OTHR 21 31545 D EXXON MOBIL CORP COM 30231G10 6476 105573 SH SHARED 22 78137 27436 D EXXON MOBIL CORP COM 30231G10 1605 26163 SH SHR/OTHR 22 26163 D EXXON MOBIL CORP COM 30231G10 70980 1156972 SH SHARED 23 1111956 45016 D EXXON MOBIL CORP COM 30231G10 80687 1315199 SH SHR/OTHR 23 1315199 D FBL FINL GROUP INC CL A 30239F10 89 2760 SH SHARED 2760 D FBL FINL GROUP INC CL A 30239F10 1 37 SH SHARED 02 37 D FBL FINL GROUP INC CL A 30239F10 16 500 SH SHARED 17 500 D FEI CO NOTE 6/1 30241LAD 916 940000 PRN SHARED 940000 D FEI CO NOTE 6/1 30241LAD 535 549000 PRN SHARED 02 549000 D FEI CO COM 30241L10 176 7773 SH SHARED 7773 D FEI CO COM 30241L10 238 10500 SH SHARED 01 10500 D FEI CO COM 30241L10 8 370 SH SHARED 02 370 D FEI CO COM 30241L10 149 6600 SH SHARED 17 6600 D FLIR SYS INC COM 30244510 361 15800 SH SHARED 15800 D FLIR SYS INC COM 30244510 54 2400 SH SHARED 01 2400 D FLIR SYS INC COM 30244510 434 18962 SH SHARED 02 18962 D FLIR SYS INC COM 30244510 119 5200 SH SHARED 17 5200 D FMC TECHNOLOGIES INC COM 30249U10 1844 27343 SH SHARED 27043 300 D FMC TECHNOLOGIES INC COM 30249U10 21 313 SH SHR/OTHR 313 D FMC TECHNOLOGIES INC COM 30249U10 1476 21889 SH SHARED 01 21889 D FMC TECHNOLOGIES INC COM 30249U10 1128 16733 SH SHARED 02 16733 D FMC TECHNOLOGIES INC COM 30249U10 6 100 SH SHARED 06 100 D FMC TECHNOLOGIES INC COM 30249U10 20 300 SH SHARED 10 300 D FMC TECHNOLOGIES INC COM 30249U10 209 3100 SH SHARED 17 2900 200 D F M C CORP COM NEW 30249130 115 1800 SH SHARED 1800 D F M C CORP COM NEW 30249130 862 13400 SH SHARED 01 13400 D F M C CORP COM NEW 30249130 605 9400 SH SHARED 02 9400 D F M C CORP COM NEW 30249130 12 200 SH SHARED 06 200 D F M C CORP COM NEW 30249130 167 2600 SH SHARED 17 2600 D FNB CORP PA COM 30252010 495 31410 SH SHARED 17194 14216 D FNB CORP PA COM 30252010 8 525 SH SHARED 01 525 D FNB CORP PA COM 30252010 8 560 SH SHARED 02 560 D FNB CORP PA COM 30252010 63 4000 SH SHARED 17 500 3500 D FPIC INS GROUP INC COM 30256310 90 2333 SH SHARED 2333 D FPL GROUP INC COM 30257110 18340 443225 SH SHARED 375608 67617 D FPL GROUP INC COM 30257110 380 9200 SH SHR/OTHR 9200 D FPL GROUP INC COM 30257110 3794 91700 SH SHARED 01 91700 D FPL GROUP INC COM 30257110 6102 147482 SH SHARED 02 147482 D FPL GROUP INC COM 30257110 1387 33520 SH SHARED 06 33520 D FPL GROUP INC COM 30257110 136953 3309663 SH SHARED 10 1917315 678070 714278 D FPL GROUP INC COM 30257110 206 5000 SH SHR/OTHR 10 5000 D FPL GROUP INC COM 30257110 3062 74000 SH SHARED 15 74000 D FPL GROUP INC COM 30257110 10204 246608 SH SHARED 17 227308 19300 D FPL GROUP INC COM 30257110 441 10664 SH SHARED 20 3515 7149 D FPL GROUP INC COM 30257110 844 20400 SH SHR/OTHR 20 20400 D FPL GROUP INC COM 30257110 582 14070 SH SHARED 22 7000 7070 D FPL GROUP INC COM 30257110 79 1925 SH SHR/OTHR 22 1925 D FPL GROUP INC COM 30257110 2055 49670 SH SHARED 23 47970 1700 D FPL GROUP INC COM 30257110 845 20429 SH SHR/OTHR 23 20429 D FSI INTL INC COM 30263310 54 7900 SH SHARED 7900 D FTD GROUP INC COM 30267U10 38 2833 SH SHARED 2833 D FX ENERGY INC COM 30269510 44 9676 SH SHARED 9676 D FX ENERGY INC COM 30269510 15 3355 SH SHARED 02 3355 D F N B CORP VA COM 30293010 47 1295 SH SHARED 1295 D F N B CORP VA COM 30293010 4 121 SH SHARED 02 121 D FTI CONSULTING INC COM 30294110 1200 44842 SH SHARED 44842 D FTI CONSULTING INC COM 30294110 72 2700 SH SHARED 01 2700 D FTI CONSULTING INC COM 30294110 463 17307 SH SHARED 02 17307 D FTI CONSULTING INC COM 30294110 7522 281000 SH SHARED 10 281000 D FTI CONSULTING INC COM 30294110 505 18900 SH SHARED 17 18900 D FACTSET RESH SYS INC COM 30307510 441 9343 SH SHARED 9193 150 D FACTSET RESH SYS INC COM 30307510 42 900 SH SHARED 01 900 D FACTSET RESH SYS INC COM 30307510 208 4400 SH SHARED 02 4400 D FACTSET RESH SYS INC COM 30307510 37 800 SH SHARED 10 800 D FACTSET RESH SYS INC COM 30307510 189 4000 SH SHARED 17 3700 300 D FAIR ISAAC CORP NOTE 1.500% 8/1 303250AD 128568125924000 PRN SHARED 125924000 D FAIR ISAAC CORP NOTE 1.500% 8/1 303250AD 6205 6078000 PRN SHARED 02 6078000 D FAIR ISAAC CORP COM 30325010 441 12151 SH SHARED 12151 D FAIR ISAAC CORP COM 30325010 81 2250 SH SHR/OTHR 2250 D FAIR ISAAC CORP COM 30325010 745 20537 SH SHARED 01 20537 D FAIR ISAAC CORP COM 30325010 616 16981 SH SHARED 02 16981 D FAIR ISAAC CORP COM 30325010 75 2085 SH SHARED 14 2085 D FAIR ISAAC CORP COM 30325010 559 15400 SH SHARED 17 15400 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 44524 2450436 SH SHARED 2450436 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 18 1000 SH SHR/OTHR 1000 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 628 34600 SH SHARED 01 34600 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 521 28700 SH SHARED 02 28700 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 913 50300 SH SHARED 10 50300 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 645 35500 SH SHARED 17 35500 D FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000%11/0 303727AJ 876 889000 PRN SHARED 889000 D FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000%11/0 303727AJ 3786 3840000 PRN SHARED 02 3840000 D FAIRFAX FINL HLDGS LTD DBCV 5.000% 7/1 303901AL 1756 2000000 PRN SHARED 2000000 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 275 2900 SH SHARED 2900 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 569 5988 SH SHARED 02 5988 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 14 150 SH SHARED 06 150 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 47 496 SH SHARED 14 496 D FAIRPOINT COMMUNICATIONS INC COM 30556010 102 7146 SH SHARED 7146 D FAIRPOINT COMMUNICATIONS INC COM 30556010 3 228 SH SHARED 02 228 D FAIRPOINT COMMUNICATIONS INC COM 30556010 750 52100 SH SHARED 10 52100 D FAIRPOINT COMMUNICATIONS INC COM 30556010 63 4400 SH SHARED 17 4400 D FALCONBRIDGE LTD NEW 2005 COM 30610410 528 10000 SH SHARED 10000 D FALCONBRIDGE LTD NEW 2005 COM 30610410 374433 7084839 SH SHARED 7083832 1007 D FALCONBRIDGE LTD NEW 2005 COM 30610410 21 400 SH SHARED 01 400 D FALCONBRIDGE LTD NEW 2005 COM 30610410 516 9771 SH SHARED 02 9771 D FALCONBRIDGE LTD NEW 2005 COM 30610410 14718 278500 SH SHARED 04 278500 D FALCONBRIDGE LTD NEW 2005 COM 30610410 188 3569 SH SHARED 06 3569 D FALCONBRIDGE LTD NEW 2005 COM 30610410 58 1100 SH SHARED 10 1100 D FALCONBRIDGE LTD NEW 2005 COM 30610410 390 7398 SH SHARED 14 7398 D FALCONBRIDGE LTD NEW 2005 COM 30610410 824 15600 SH SHARED 17 13000 2600 D FALCONSTOR SOFTWARE INC COM 30613710 42 6075 SH SHARED 6075 D FALCONSTOR SOFTWARE INC COM 30613710 74 10700 SH SHARED 01 10700 D FALCONSTOR SOFTWARE INC COM 30613710 377 54100 SH SHARED 10 54100 D FAMILY DLR STORES INC COM 30700010 4501 184254 SH SHARED 183900 354 D FAMILY DLR STORES INC COM 30700010 73 3000 SH SHR/OTHR 3000 D FAMILY DLR STORES INC COM 30700010 267 10942 SH SHARED 01 10942 D FAMILY DLR STORES INC COM 30700010 1075 44035 SH SHARED 02 44035 D FAMILY DLR STORES INC COM 30700010 308 12630 SH SHARED 06 12630 D FAMILY DLR STORES INC COM 30700010 7 300 SH SHARED 10 300 D FAMILY DLR STORES INC COM 30700010 2931 120000 SH SHARED 16 120000 D FAMILY DLR STORES INC COM 30700010 2020 82692 SH SHARED 17 81792 900 D FAMILY DLR STORES INC COM 30700010 7 300 SH SHARED 23 300 D FARGO ELECTRONICS INC COM 30744P10 69 2732 SH SHARED 2732 D FARGO ELECTRONICS INC COM 30744P10 721 28419 SH SHARED 02 28419 D FARMER BROS CO COM 30767510 27 1282 SH SHARED 1282 D FARMER BROS CO COM 30767510 1 48 SH SHARED 02 48 D FARMER BROS CO COM 30767510 110 5100 SH SHARED 10 5100 D FARMERS CAP BK CORP COM 30956210 38 1173 SH SHARED 1173 D FARMERS CAP BK CORP COM 30956210 10 330 SH SHARED 02 330 D FARO TECHNOLOGIES INC COM 31164210 36 2226 SH SHARED 2226 D FARO TECHNOLOGIES INC COM 31164210 17 1075 SH SHARED 02 1075 D FASTENAL CO COM 31190010 17606 437004 SH SHARED 436804 200 D FASTENAL CO COM 31190010 1587 39400 SH SHARED 01 39400 D FASTENAL CO COM 31190010 1300 32277 SH SHARED 02 32277 D FASTENAL CO COM 31190010 163 4050 SH SHARED 06 4050 D FASTENAL CO COM 31190010 8 200 SH SHARED 10 200 D FASTENAL CO COM 31190010 72 1800 SH SHARED 17 1800 D FEDDERS CORP COM NEW 31313550 171 70900 SH SHARED 70900 D FEDERAL AGRIC MTG CORP CL C 31314830 65 2363 SH SHARED 2363 D FEDERAL AGRIC MTG CORP CL C 31314830 3 117 SH SHARED 02 117 D FEDERAL HOME LN MTG CORP COM 31340030 32373 567854 SH SHARED 535856 31998 D FEDERAL HOME LN MTG CORP COM 31340030 171 3000 SH SHR/OTHR 3000 D FEDERAL HOME LN MTG CORP COM 31340030 8756 153599 SH SHARED 01 153599 D FEDERAL HOME LN MTG CORP COM 31340030 30557 535994 SH SHARED 02 535994 D FEDERAL HOME LN MTG CORP COM 31340030 10007 175534 SH SHARED 06 175534 D FEDERAL HOME LN MTG CORP COM 31340030 118425 2077270 SH SHARED 10 1601310 475960 D FEDERAL HOME LN MTG CORP COM 31340030 228 4000 SH SHR/OTHR 10 4000 D FEDERAL HOME LN MTG CORP COM 31340030 2591 45453 SH SHARED 14 45453 D FEDERAL HOME LN MTG CORP COM 31340030 2650 46500 SH SHARED 15 46500 D FEDERAL HOME LN MTG CORP COM 31340030 337595 5921686 SH SHARED 17 5912921 8765 D FEDERAL HOME LN MTG CORP COM 31340030 208 3665 SH SHARED 20 685 2980 D FEDERAL HOME LN MTG CORP COM 31340030 17 300 SH SHR/OTHR 20 300 D FEDERAL HOME LN MTG CORP COM 31340030 14 255 SH SHR/OTHR 21 255 D FEDERAL HOME LN MTG CORP COM 31340030 381 6695 SH SHARED 22 4000 2695 D FEDERAL HOME LN MTG CORP COM 31340030 44 775 SH SHARED 23 275 500 D FEDERAL HOME LN MTG CORP COM 31340030 15 265 SH SHR/OTHR 23 265 D FEDERAL NATL MTG ASSN COM 31358610 77891 1619375 SH SHARED 1593562 25813 D FEDERAL NATL MTG ASSN COM 31358610 1266 26335 SH SHR/OTHR 26335 D FEDERAL NATL MTG ASSN COM 31358610 10947 227599 SH SHARED 01 227599 D FEDERAL NATL MTG ASSN COM 31358610 12597 261893 SH SHARED 02 261893 D FEDERAL NATL MTG ASSN COM 31358610 8024 166833 SH SHARED 06 166833 D FEDERAL NATL MTG ASSN COM 31358610 7739 160900 SH SHARED 10 128000 32900 D FEDERAL NATL MTG ASSN COM 31358610 5226 108653 SH SHARED 14 108653 D FEDERAL NATL MTG ASSN COM 31358610 1683 35000 SH SHARED 15 35000 D FEDERAL NATL MTG ASSN COM 31358610 4810 100000 SH SHARED 16 100000 D FEDERAL NATL MTG ASSN COM 31358610 411137 8547566 SH SHARED 17 8523966 23600 D FEDERAL NATL MTG ASSN COM 31358610 97 2030 SH SHARED 20 640 1390 D FEDERAL NATL MTG ASSN COM 31358610 16 350 SH SHR/OTHR 20 350 D FEDERAL NATL MTG ASSN COM 31358610 48 1000 SH SHARED 23 1000 D FEDERAL NATL MTG ASSN COM 31358610 52 1100 SH SHR/OTHR 23 1100 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 392 5600 SH SHARED 5600 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 56 800 SH SHARED 01 800 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 243 3472 SH SHARED 02 3472 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 294 4200 SH SHARED 04 4200 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 212240 3032010 SH SHARED 11 3032010 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 196 2800 SH SHARED 17 2800 D FEDERAL SIGNAL CORP COM 31385510 230 15235 SH SHARED 15235 D FEDERAL SIGNAL CORP COM 31385510 84 5600 SH SHARED 01 5600 D FEDERAL SIGNAL CORP COM 31385510 183 12137 SH SHARED 02 12137 D FEDERAL SIGNAL CORP COM 31385510 7 500 SH SHARED 17 500 D FEDERATED DEPT STORES INC DE COM 31410H10 34857 952385 SH SHARED 950179 2206 D FEDERATED DEPT STORES INC DE COM 31410H10 47 1308 SH SHR/OTHR 1308 D FEDERATED DEPT STORES INC DE COM 31410H10 3755 102622 SH SHARED 01 102622 D FEDERATED DEPT STORES INC DE COM 31410H10 5557 151835 SH SHARED 02 151835 D FEDERATED DEPT STORES INC DE COM 31410H10 1711 46750 SH SHARED 06 46750 D FEDERATED DEPT STORES INC DE COM 31410H10 37668 1029191 SH SHARED 10 120860 851200 57131 D FEDERATED DEPT STORES INC DE COM 31410H10 409 11200 SH SHARED 14 11200 D FEDERATED DEPT STORES INC DE COM 31410H10 90141 2462888 SH SHARED 17 2457618 5270 D FEDERATED DEPT STORES INC DE COM 31410H10 291 7968 SH SHARED 23 6848 1120 D FEDERATED DEPT STORES INC DE COM 31410H10 453 12404 SH SHR/OTHR 23 12404 D FEDERATED INVS INC PA CL B 31421110 1893 60100 SH SHARED 60100 D FEDERATED INVS INC PA CL B 31421110 340 10800 SH SHARED 01 10800 D FEDERATED INVS INC PA CL B 31421110 1246 39581 SH SHARED 02 39581 D FEDERATED INVS INC PA CL B 31421110 140 4450 SH SHARED 06 4450 D FEDERATED INVS INC PA CL B 31421110 1704 54100 SH SHARED 17 54100 D FEDEX CORP COM 31428X10 32640 279313 SH SHARED 263629 15684 D FEDEX CORP COM 31428X10 497 4255 SH SHR/OTHR 4255 D FEDEX CORP COM 31428X10 7853 67202 SH SHARED 01 67202 D FEDEX CORP COM 31428X10 18476 158111 SH SHARED 02 158111 D FEDEX CORP COM 31428X10 3617 30954 SH SHARED 06 30954 D FEDEX CORP COM 31428X10 87164 745890 SH SHARED 10 242175 411100 92615 D FEDEX CORP COM 31428X10 521 4465 SH SHARED 14 4465 D FEDEX CORP COM 31428X10 62053 531003 SH SHARED 17 529103 1900 D FEDEX CORP COM 31428X10 278 2385 SH SHARED 20 1035 1350 D FEDEX CORP COM 31428X10 22 190 SH SHARED 21 190 D FEDEX CORP COM 31428X10 2 25 SH SHR/OTHR 21 25 D FEDEX CORP COM 31428X10 40 350 SH SHARED 22 150 200 D FEDEX CORP COM 31428X10 35 300 SH SHARED 23 200 100 D FEDEX CORP COM 31428X10 841 7200 SH SHR/OTHR 23 7200 D FELCOR LODGING TR INC COM 31430F10 1359 62532 SH SHARED 62532 D FELCOR LODGING TR INC COM 31430F10 565 26000 SH SHARED 01 26000 D FELCOR LODGING TR INC COM 31430F10 119 5500 SH SHARED 02 5500 D FELCOR LODGING TR INC COM 31430F10 671 30900 SH SHARED 10 30900 D FELCOR LODGING TR INC COM 31430F10 88365 4064640 SH SHARED 11 4064640 D FELCOR LODGING TR INC COM 31430F10 189 8700 SH SHARED 17 8700 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 662 27160 SH SHARED 27160 D FELDMAN MALL PPTYS INC COM 31430810 971 88625 SH SHARED 88625 D FELDMAN MALL PPTYS INC COM 31430810 16786 1531600 SH SHARED 11 1531600 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 135 6100 SH SHARED 6100 D FERRO CORP COM 31540510 1768 110825 SH SHARED 110825 D FERRO CORP COM 31540510 118 7400 SH SHARED 01 7400 D FERRO CORP COM 31540510 151 9466 SH SHARED 02 9466 D FERRO CORP COM 31540510 140 8800 SH SHARED 10 8800 D FERRO CORP COM 31540510 9 600 SH SHARED 17 600 D F5 NETWORKS INC COM 31561610 101 1900 SH SHARED 1900 D F5 NETWORKS INC COM 31561610 930 17400 SH SHARED 01 17400 D F5 NETWORKS INC COM 31561610 513 9600 SH SHARED 02 9600 D F5 NETWORKS INC COM 31561610 863 16140 SH SHARED 17 15940 200 D FIBERNET TELECOM GRP INC COM PAR $0.001 31565340 1100 519134 SH SHARED 02 519134 D FIDELITY BANKSHARES INC NEW COM 31604Q10 166 5233 SH SHARED 5233 D FIDELITY BANKSHARES INC NEW COM 31604Q10 54 1700 SH SHARED 02 1700 D FIDELITY BANKSHARES INC NEW COM 31604Q10 442 13900 SH SHARED 10 13900 D FIDELITY BANKSHARES INC NEW COM 31604Q10 84 2670 SH SHARED 17 2670 D FIDELITY BANKSHARES INC NEW COM 31604Q10 65 2060 SH SHARED 21 2060 D FIDELITY NATL INFORMATION SV COM 31620M10 13253 374400 SH SHARED 369900 4500 D FIDELITY NATL INFORMATION SV COM 31620M10 81 2300 SH SHR/OTHR 2300 D FIDELITY NATL INFORMATION SV COM 31620M10 1054 29800 SH SHARED 01 29800 D FIDELITY NATL INFORMATION SV COM 31620M10 1689 47737 SH SHARED 02 47737 D FIDELITY NATL INFORMATION SV COM 31620M10 81 2300 SH SHARED 06 2300 D FIDELITY NATL INFORMATION SV COM 31620M10 943 26640 SH SHARED 17 26640 D FIDELITY NATL INFORMATION SV COM 31620M10 960 27125 SH SHARED 23 27125 D FIDELITY NATL INFORMATION SV COM 31620M10 518 14650 SH SHR/OTHR 23 14650 D FIDELITY NATL TITLE GROUP IN CL A 31620R10 983 49998 SH SHARED 49998 D FIDELITY NATL TITLE GROUP IN CL A 31620R10 113 5764 SH SHARED 01 5764 D FIDELITY NATL TITLE GROUP IN CL A 31620R10 37 1900 SH SHARED 02 1900 D FIDELITY NATL TITLE GROUP IN CL A 31620R10 37 1900 SH SHARED 10 1900 D FIDELITY NATL FINL INC COM 31632610 161486 4145995 SH SHARED 4145818 177 D FIDELITY NATL FINL INC COM 31632610 2024 51977 SH SHARED 01 51977 D FIDELITY NATL FINL INC COM 31632610 1604 41200 SH SHARED 02 41200 D FIDELITY NATL FINL INC COM 31632610 252 6480 SH SHARED 06 6480 D FIDELITY NATL FINL INC COM 31632610 7 200 SH SHARED 10 200 D FIDELITY NATL FINL INC COM 31632610 113 2920 SH SHARED 14 2920 D FIDELITY NATL FINL INC COM 31632610 83 2140 SH SHARED 17 1800 340 D FIELDSTONE INVT CORP COM 31659U30 412 45073 SH SHARED 45073 D FIELDSTONE INVT CORP COM 31659U30 5 589 SH SHARED 02 589 D FIELDSTONE INVT CORP COM 31659U30 8557 934200 SH SHARED 17 934200 D FIFTH THIRD BANCORP COM 31677310 104539 2829207 SH SHARED 2813759 15448 D FIFTH THIRD BANCORP COM 31677310 40 1100 SH SHR/OTHR 1100 D FIFTH THIRD BANCORP COM 31677310 3952 106959 SH SHARED 01 106959 D FIFTH THIRD BANCORP COM 31677310 5737 155281 SH SHARED 02 155281 D FIFTH THIRD BANCORP COM 31677310 1831 49580 SH SHARED 06 49580 D FIFTH THIRD BANCORP COM 31677310 351 9500 SH SHARED 10 9500 D FIFTH THIRD BANCORP COM 31677310 605 16374 SH SHARED 14 16374 D FIFTH THIRD BANCORP COM 31677310 10541 285297 SH SHARED 17 282797 2500 D FIFTH THIRD BANCORP COM 31677310 90 2450 SH SHARED 23 2450 D FILENET CORP COM 31686910 2885 107133 SH SHARED 107133 D FILENET CORP COM 31686910 29 1100 SH SHARED 01 1100 D FILENET CORP COM 31686910 53 2004 SH SHARED 02 2004 D FILENET CORP COM 31686910 86 3200 SH SHARED 10 3200 D FINANCIAL FED CORP COM 31749210 176 6335 SH SHARED 6335 D FINANCIAL FED CORP COM 31749210 994 35769 SH SHARED 02 35769 D FINANCIAL FED CORP COM 31749210 24 885 SH SHARED 21 885 D FINANCIAL INSTNS INC COM 31758540 40 1938 SH SHARED 1938 D FINANCIAL INSTNS INC COM 31758540 21 1010 SH SHARED 02 1010 D FINISAR NOTE 5.250%10/1 31787AAC 2955 3000000 PRN SHARED 3000000 D FINISAR NOTE 2.500%10/1 31787AAF 13304 11450000 PRN SHARED 11450000 D FINISAR COM 31787A10 1037 317247 SH SHARED 317247 D FINISAR COM 31787A10 10 3214 SH SHARED 02 3214 D FINISAR COM 31787A10 736 225230 SH SHARED 17 225230 D FINISH LINE INC CL A 31792310 130 11044 SH SHARED 11044 D FINISH LINE INC CL A 31792310 4 400 SH SHARED 17 400 D FIRST ADVANTAGE CORP CL A 31845F10 47 2050 SH SHARED 2050 D FIRST ADVANTAGE CORP CL A 31845F10 14 626 SH SHARED 02 626 D FIRST ADVANTAGE CORP CL A 31845F10 309 13300 SH SHARED 17 13300 D FIRST ACCEPTANCE CORP COM 31845710 54 4632 SH SHARED 4632 D FIRST ACCEPTANCE CORP COM 31845710 15 1343 SH SHARED 02 1343 D FIRST AMERN CORP CALIF COM 31852230 1065 25200 SH SHARED 25200 D FIRST AMERN CORP CALIF COM 31852230 1204 28500 SH SHARED 01 28500 D FIRST AMERN CORP CALIF COM 31852230 934 22100 SH SHARED 02 22100 D FIRST AMERN CORP CALIF COM 31852230 8 200 SH SHARED 06 200 D FIRST AMERN CORP CALIF COM 31852230 574 13600 SH SHARED 17 13600 D FIRST BANCORP P R COM 31867210 201 21617 SH SHARED 21617 D FIRST BANCORP P R COM 31867210 10 1108 SH SHARED 02 1108 D FIRST BANCORP P R COM 31867210 140 15100 SH SHARED 10 15100 D FIRST BANCORP P R COM 31867210 4 500 SH SHARED 17 500 D FIRST BANCORP N C COM 31891010 51 2430 SH SHARED 2430 D FIRST BUSEY CORP COM 31938310 58 2835 SH SHARED 2835 D FIRST BUSEY CORP COM 31938310 17 858 SH SHARED 02 858 D FIRST CASH FINL SVCS INC COM 31942D10 167 8487 SH SHARED 8487 D FIRST CASH FINL SVCS INC COM 31942D10 444 22484 SH SHARED 02 22484 D FIRST CHARTER CORP COM 31943910 208 8483 SH SHARED 8483 D FIRST CHARTER CORP COM 31943910 26 1100 SH SHARED 01 1100 D FIRST CHARTER CORP COM 31943910 4 171 SH SHARED 02 171 D FIRST CHARTER CORP COM 31943910 196 8000 SH SHARED 10 8000 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 346 1728 SH SHARED 892 836 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 41 208 SH SHR/OTHR 208 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 40 200 SH SHARED 01 200 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 140 700 SH SHARED 02 700 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 220 1100 SH SHARED 10 1100 D FIRST COMWLTH FINL CORP PA COM 31982910 243 19175 SH SHARED 19175 D FIRST COMWLTH FINL CORP PA COM 31982910 6 500 SH SHARED 01 500 D FIRST COMWLTH FINL CORP PA COM 31982910 8 652 SH SHARED 02 652 D FIRST COMWLTH FINL CORP PA COM 31982910 45 3600 SH SHARED 17 3600 D FIRST CMNTY BANCSHARES INC N COM 31983A10 83 2523 SH SHARED 2523 D FIRST CMNTY BANCSHARES INC N COM 31983A10 5 179 SH SHARED 02 179 D FIRST CMNTY BANCSHARES INC N COM 31983A10 65 2000 SH SHARED 10 2000 D FIRST CMNTY BANCORP CALIF COM 31983B10 284 4815 SH SHARED 4815 D FIRST CMNTY BANCORP CALIF COM 31983B10 189 3200 SH SHARED 01 3200 D FIRST CMNTY BANCORP CALIF COM 31983B10 16 275 SH SHARED 02 275 D FIRST CMNTY BANCORP CALIF COM 31983B10 1866 31600 SH SHARED 10 31600 D FIRST CMNTY BANCORP CALIF COM 31983B10 159 2700 SH SHARED 17 2700 D FIRST DATA CORP COM 31996310 59870 1329272 SH SHARED 1199323 129949 D FIRST DATA CORP COM 31996310 2292 50897 SH SHR/OTHR 50897 D FIRST DATA CORP COM 31996310 6988 155173 SH SHARED 01 155173 D FIRST DATA CORP COM 31996310 32349 718237 SH SHARED 02 718237 D FIRST DATA CORP COM 31996310 6330 140562 SH SHARED 06 140562 D FIRST DATA CORP COM 31996310 5346 118700 SH SHARED 10 111200 7500 D FIRST DATA CORP COM 31996310 379 8416 SH SHARED 14 8416 D FIRST DATA CORP COM 31996310 14258 316576 SH SHARED 17 311100 5476 D FIRST DATA CORP COM 31996310 1081 24019 SH SHARED 20 4765 19254 D FIRST DATA CORP COM 31996310 121 2696 SH SHR/OTHR 20 2696 D FIRST DATA CORP COM 31996310 281 6245 SH SHARED 21 6245 D FIRST DATA CORP COM 31996310 265 5900 SH SHARED 22 3100 2800 D FIRST DATA CORP COM 31996310 148 3300 SH SHR/OTHR 22 3300 D FIRST DATA CORP COM 31996310 2498 55482 SH SHARED 23 54882 600 D FIRST DATA CORP COM 31996310 2125 47183 SH SHR/OTHR 23 47183 D FIRST DEFIANCE FINL CORP COM 32006W10 32 1234 SH SHARED 1234 D FIRST DEFIANCE FINL CORP COM 32006W10 25 960 SH SHARED 02 960 D FIRST FINL BANKSHARES COM 32020R10 149 4103 SH SHARED 4103 D FIRST FINL BANKSHARES COM 32020R10 53 1466 SH SHARED 10 1466 D FIRST FINL BANCORP OH COM 32020910 134 9020 SH SHARED 9020 D FIRST FINL BANCORP OH COM 32020910 1 100 SH SHARED 17 100 D FIRST FED NORTHN MICH BANCOR COM 32021X10 102 10300 SH SHARED 10300 D FIRST FINL CORP IND COM 32021810 84 2802 SH SHARED 2802 D FIRST FINL CORP IND COM 32021810 6 221 SH SHARED 02 221 D FIRST FINL CORP IND COM 32021810 204 6800 SH SHARED 10 6800 D FIRST FINL FD INC COM 32022810 1 84 SH SHARED 17 84 D FIRST FINL HLDGS INC COM 32023910 86 2689 SH SHARED 2689 D FIRST FINL HLDGS INC COM 32023910 8 261 SH SHARED 02 261 D FIRST FINL HLDGS INC COM 32023910 195 6100 SH SHARED 10 6100 D FIRST HORIZON PHARMACEUTICAL NOTE 1.750% 3/0 32051KAC 2734 2448000 PRN SHARED 2448000 D FIRST HORIZON PHARMACEUTICAL NOTE 1.750% 3/0 32051KAC 809 725000 PRN SHARED 02 725000 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 115 5000 SH SHARED 14 5000 D FIRST HORIZON NATL CORP COM 32051710 5866 145924 SH SHARED 128191 17733 D FIRST HORIZON NATL CORP COM 32051710 1057 26300 SH SHARED 01 26300 D FIRST HORIZON NATL CORP COM 32051710 1351 33611 SH SHARED 02 33611 D FIRST HORIZON NATL CORP COM 32051710 411 10230 SH SHARED 06 10230 D FIRST HORIZON NATL CORP COM 32051710 8 200 SH SHARED 10 200 D FIRST HORIZON NATL CORP COM 32051710 25 631 SH SHARED 14 631 D FIRST HORIZON NATL CORP COM 32051710 2540 63189 SH SHARED 17 59489 3700 D FIRST HORIZON NATL CORP COM 32051710 10 270 SH SHR/OTHR 21 270 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 466 12283 SH SHARED 12283 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 75 2000 SH SHR/OTHR 2000 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 60 1600 SH SHARED 01 1600 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 122 3228 SH SHARED 02 3228 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 3008 79300 SH SHARED 10 79300 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 61940 1632600 SH SHARED 11 1632600 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 493 13000 SH SHARED 17 13000 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 75 2000 SH SHR/OTHR 21 2000 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 47 1250 SH SHARED 22 1250 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 138 3650 SH SHARED 23 3650 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 98 2600 SH SHR/OTHR 23 2600 D FIRST IND CORP COM 32054R10 75 2892 SH SHARED 2892 D FIRST IND CORP COM 32054R10 8 338 SH SHARED 02 338 D FIRST IND CORP COM 32054R10 31 1200 SH SHARED 10 1200 D FIRST ISRAEL FD INC COM 32063L10 0 37 SH SHARED 37 D FIRST MARBLEHEAD CORP COM 32077110 32 575 SH SHARED 400 175 D FIRST MARBLEHEAD CORP COM 32077110 23 411 SH SHR/OTHR 411 D FIRST MARBLEHEAD CORP COM 32077110 85 1500 SH SHARED 01 1500 D FIRST MARBLEHEAD CORP COM 32077110 102 1800 SH SHARED 02 1800 D FIRST MARBLEHEAD CORP COM 32077110 13876 243700 SH SHARED 10 243700 D FIRST MARBLEHEAD CORP COM 32077110 3182 55900 SH SHARED 17 55900 D FIRST MERCHANTS CORP COM 32081710 107 4412 SH SHARED 4412 D FIRST MERCHANTS CORP COM 32081710 5 210 SH SHARED 02 210 D FIRST MIDWEST BANCORP DEL COM 32086710 486 13127 SH SHARED 13127 D FIRST MIDWEST BANCORP DEL COM 32086710 22 600 SH SHARED 01 600 D FIRST MIDWEST BANCORP DEL COM 32086710 207 5600 SH SHARED 10 5600 D FIRST NIAGARA FINL GP INC COM 33582V10 1502 107134 SH SHARED 107134 D FIRST NIAGARA FINL GP INC COM 33582V10 326 23300 SH SHARED 01 23300 D FIRST NIAGARA FINL GP INC COM 33582V10 287 20535 SH SHARED 02 20535 D FIRST NIAGARA FINL GP INC COM 33582V10 1110 79200 SH SHARED 10 79200 D FIRST NIAGARA FINL GP INC COM 33582V10 158 11300 SH SHARED 17 11300 D FIRST OAK BROOK BANCSHARES I COM 33584720 47 1273 SH SHARED 1273 D FIRST OAK BROOK BANCSHARES I COM 33584720 2 74 SH SHARED 02 74 D FIRST POTOMAC RLTY TR COM 33610F10 143 4802 SH SHARED 4802 D FIRST POTOMAC RLTY TR COM 33610F10 59 2000 SH SHARED 01 2000 D FIRST POTOMAC RLTY TR COM 33610F10 196 6600 SH SHARED 10 6600 D FIRST POTOMAC RLTY TR COM 33610F10 2791 93700 SH SHARED 11 93700 D FIRST PL FINL CORP COM 33610T10 78 3400 SH SHARED 3400 D FIRST PL FINL CORP COM 33610T10 2 130 SH SHARED 02 130 D FIRST REGL BANCORP COM 33615C10 56 642 SH SHARED 642 D FIRST REGL BANCORP COM 33615C10 8 100 SH SHARED 01 100 D FIRST REP BK SAN FRANCISCO COM 33615810 264 5769 SH SHARED 5769 D FIRST REP BK SAN FRANCISCO COM 33615810 9 209 SH SHARED 02 209 D FIRST REP BK SAN FRANCISCO COM 33615810 1573 34350 SH SHARED 10 34350 D FIRST REP BK SAN FRANCISCO COM 33615810 389 8500 SH SHARED 17 8500 D FIRST ST BANCORPORATION COM 33645310 91 3836 SH SHARED 3836 D FIRST ST BANCORPORATION COM 33645310 40 1700 SH SHARED 01 1700 D FIRST ST BANCORPORATION COM 33645310 2 116 SH SHARED 02 116 D FIRST ST BANCORPORATION COM 33645310 66 2800 SH SHARED 10 2800 D FIRST SOUTH BANCORP INC VA COM 33646W10 61 1784 SH SHARED 1784 D 1ST SOURCE CORP COM 33690110 86 2558 SH SHARED 2558 D 1ST SOURCE CORP COM 33690110 13 404 SH SHARED 02 404 D 1ST SOURCE CORP COM 33690110 209 6200 SH SHARED 10 6200 D FIRST TR/FOUR CRNRS SR FLOAT COM 33733U10 164 9223 SH SHARED 9223 D FIRST TRUST FIDAC MTG INCM F COM SHS 33734E10 107 6676 SH SHARED 6676 D FIRST TR VALUE LINE DIV FD COM SHS 33735A10 22002 1460024 SH SHARED 1460024 D FIRST TR VALUE LINE 100 FD COM SHS 33735D10 11099 722654 SH SHARED 722654 D FIRST TR VAL LINE & IBBTSN E COM 33735H10 4554 227722 SH SHARED 227722 D FIRST UTD CORP COM 33741H10 1 49 SH SHARED 49 D FISERV INC COM 33773810 25841 569695 SH SHARED 568830 865 D FISERV INC COM 33773810 1698 37450 SH SHARED 01 37450 D FISERV INC COM 33773810 2740 60422 SH SHARED 02 60422 D FISERV INC COM 33773810 985 21732 SH SHARED 06 21732 D FISERV INC COM 33773810 43845 966605 SH SHARED 10 251155 586600 128850 D FISERV INC COM 33773810 623 13745 SH SHARED 14 13745 D FISERV INC COM 33773810 3467 76442 SH SHARED 17 75792 650 D FISERV INC COM 33773810 9 200 SH SHR/OTHR 23 200 D FISHER COMMUNICATIONS INC COM 33775620 40 972 SH SHARED 972 D FISHER COMMUNICATIONS INC COM 33775620 151 3600 SH SHARED 10 3600 D FIRSTFED FINL CORP COM 33790710 233 4051 SH SHARED 4051 D FIRSTFED FINL CORP COM 33790710 271 4700 SH SHARED 01 4700 D FIRSTFED FINL CORP COM 33790710 9 161 SH SHARED 02 161 D FIRSTFED FINL CORP COM 33790710 8604 149200 SH SHARED 10 149200 D FIRSTFED FINL CORP COM 33790710 2001 34700 SH SHARED 17 6300 28400 D FIRSTMERIT CORP COM 33791510 1947 93011 SH SHARED 81126 11885 D FIRSTMERIT CORP COM 33791510 431 20600 SH SHARED 01 20600 D FIRSTMERIT CORP COM 33791510 326 15600 SH SHARED 02 15600 D FIRSTMERIT CORP COM 33791510 787 37600 SH SHARED 10 37600 D FIRSTMERIT CORP COM 33791510 110 5300 SH SHARED 17 3100 2200 D FLAGSTAR BANCORP INC COM 33793010 347 21745 SH SHARED 21745 D FLAGSTAR BANCORP INC COM 33793010 44 2800 SH SHARED 01 2800 D FLAGSTAR BANCORP INC COM 33793010 12 800 SH SHARED 02 800 D FLAGSTAR BANCORP INC COM 33793010 557 34900 SH SHARED 17 22300 12600 D FIRSTENERGY CORP COM 33793210 33351 615225 SH SHARED 535778 79447 D FIRSTENERGY CORP COM 33793210 4020 74169 SH SHARED 01 74169 D FIRSTENERGY CORP COM 33793210 5285 97509 SH SHARED 02 97509 D FIRSTENERGY CORP COM 33793210 1970 36345 SH SHARED 06 36345 D FIRSTENERGY CORP COM 33793210 17385 320700 SH SHARED 10 320700 D FIRSTENERGY CORP COM 33793210 613 11321 SH SHARED 14 11321 D FIRSTENERGY CORP COM 33793210 18829 347344 SH SHARED 17 157220 190124 D FIRSTENERGY CORP COM 33793210 8 160 SH SHARED 20 160 D FIRSTENERGY CORP COM 33793210 12 225 SH SHR/OTHR 22 225 D FIRSTENERGY CORP COM 33793210 54 1000 SH SHARED 23 1000 D FIRSTENERGY CORP COM 33793210 14 266 SH SHR/OTHR 23 266 D FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW 35500 21914000 PRN SHARED 21914000 D FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX 2224 2000000 PRN SHARED 2000000 D FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX 1073 965000 PRN SHARED 02 965000 D FISHER SCIENTIFIC INTL INC CB 33803220 207 284639 PRN SHARED 282349 2290 D FISHER SCIENTIFIC INTL INC CB 33803220 15 21300 PRN SHARED 01 21300 D FISHER SCIENTIFIC INTL INC CB 33803220 24 33203 PRN SHARED 02 33203 D FISHER SCIENTIFIC INTL INC CB 33803220 21 28772 PRN SHARED 06 28772 D FISHER SCIENTIFIC INTL INC CB 33803220 356 487984 PRN SHARED 10 149650 337834 500 D FISHER SCIENTIFIC INTL INC CB 33803220 1000 1371108 PRN SHARED 17 1369908 1200 D FISHER SCIENTIFIC INTL INC CB 33803220 1 2000 PRN SHARED 20 870 1130 D FISHER SCIENTIFIC INTL INC CB 33803220 0 70 PRN SHR/OTHR 20 70 D FISHER SCIENTIFIC INTL INC CB 33803220 0 200 PRN SHARED 21 200 D FISHER SCIENTIFIC INTL INC CB 33803220 1 2125 PRN SHARED 22 2000 125 D FISHER SCIENTIFIC INTL INC CB 33803220 1 1755 PRN SHARED 23 1630 125 D FISHER SCIENTIFIC INTL INC CB 33803220 0 315 PRN SHR/OTHR 23 315 D FIVE STAR QUALITY CARE INC COM 33832D10 0 1 SH SHARED 23 1 D FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 386 19844 SH SHARED 19844 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 12 700 SH SHARED 700 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 7267 393500 SH SHARED 10 393500 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 147 8000 SH SHARED 17 8000 D FLANDERS CORP COM 33849410 267 26695 SH SHARED 26695 D FLANDERS CORP COM 33849410 2 233 SH SHARED 02 233 D FLEETWOOD ENTERPRISES INC COM 33909910 147 19577 SH SHARED 19577 D FLEETWOOD ENTERPRISES INC COM 33909910 13 1849 SH SHARED 02 1849 D FLEETWOOD ENTERPRISES INC COM 33909910 7 1000 SH SHARED 17 1000 D FLOATING RATE INCM STRT FD I COM 33973510 551 31413 SH SHARED 31413 D FLOATING RATE INCM STRTS FD COM SHS 33973610 58 3307 SH SHARED 3307 D FLORIDA EAST COAST INDS COM 34063210 486 9296 SH SHARED 9296 D FLORIDA EAST COAST INDS COM 34063210 156 3000 SH SHR/OTHR 3000 D FLORIDA EAST COAST INDS COM 34063210 406 7765 SH SHARED 10 3765 4000 D FLORIDA EAST COAST INDS COM 34063210 1622 31000 SH SHARED 17 31000 D FLORIDA ROCK INDS INC COM 34114010 5828 117352 SH SHARED 117352 D FLORIDA ROCK INDS INC COM 34114010 496 10000 SH SHARED 01 10000 D FLORIDA ROCK INDS INC COM 34114010 556 11200 SH SHARED 02 11200 D FLORIDA ROCK INDS INC COM 34114010 551 11100 SH SHARED 17 9800 1300 D FLORIDA ROCK INDS INC COM 34114010 29 600 SH SHR/OTHR 23 600 D FLUOR CORP NEW NOTE 1.500% 2/1 343412AA 1711 1014000 PRN SHARED 02 1014000 D FLUOR CORP NEW COM 34341210 4768 51318 SH SHARED 51200 118 D FLUOR CORP NEW COM 34341210 2220 23899 SH SHARED 01 23899 D FLUOR CORP NEW COM 34341210 2848 30651 SH SHARED 02 30651 D FLUOR CORP NEW COM 34341210 3722 40060 SH SHARED 06 40060 D FLUOR CORP NEW COM 34341210 9 100 SH SHARED 10 100 D FLUOR CORP NEW COM 34341210 1008 10856 SH SHARED 14 10856 D FLUOR CORP NEW COM 34341210 3431 36929 SH SHARED 17 35929 1000 D FLOWERS FOODS INC COM 34349810 2374 82920 SH SHARED 82920 D FLOWERS FOODS INC COM 34349810 154 5400 SH SHARED 01 5400 D FLOWERS FOODS INC COM 34349810 36 1289 SH SHARED 02 1289 D FLOWERS FOODS INC COM 34349810 6925 241825 SH SHARED 10 241825 D FLOWERS FOODS INC COM 34349810 2503 87400 SH SHARED 17 21600 65800 D FLOWSERVE CORP COM 34354P10 980 17230 SH SHARED 17230 D FLOWSERVE CORP COM 34354P10 1018 17900 SH SHARED 01 17900 D FLOWSERVE CORP COM 34354P10 751 13200 SH SHARED 02 13200 D FLOWSERVE CORP COM 34354P10 91 1600 SH SHARED 10 1600 D FLOWSERVE CORP COM 34354P10 39 700 SH SHARED 17 700 D FLUSHING FINL CORP COM 34387310 1661 92484 SH SHARED 92484 D FLUSHING FINL CORP COM 34387310 13 762 SH SHARED 02 762 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 2622 40254 SH SHARED 40254 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 4204 64532 SH SHARED 17 64532 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2768 33067 SH SHARED 33067 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 15070 180016 SH SHARED 01 180016 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 3683 44000 SH SHARED 04 44000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 145965 1743491 SH SHARED 10 1743491 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 583 6973 SH SHARED 15 6973 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 19178 229075 SH SHARED 17 229075 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 54 650 SH SHARED 19 650 D FOOT LOCKER INC COM 34484910 63807 2605463 SH SHARED 2605168 295 D FOOT LOCKER INC COM 34484910 1089 44500 SH SHARED 01 44500 D FOOT LOCKER INC COM 34484910 969 39600 SH SHARED 02 39600 D FOOT LOCKER INC COM 34484910 132 5403 SH SHARED 06 5403 D FOOT LOCKER INC COM 34484910 7 300 SH SHARED 10 300 D FOOT LOCKER INC COM 34484910 164 6700 SH SHARED 17 5000 1700 D FOOT LOCKER INC COM 34484910 73 3000 SH SHR/OTHR 23 3000 D FORBES MEDI-TECH INC COM 34490710 18 8816 SH SHARED 8816 D FORD MTR CO DEL COM PAR $0.01 34537086 348495 50287964 SH SHARED 50287049 915 D FORD MTR CO DEL COM PAR $0.01 34537086 343 49556 SH SHR/OTHR 49556 D FORD MTR CO DEL COM PAR $0.01 34537086 2198 317201 SH SHARED 01 317201 D FORD MTR CO DEL COM PAR $0.01 34537086 3446 497338 SH SHARED 02 497338 D FORD MTR CO DEL COM PAR $0.01 34537086 1097 158410 SH SHARED 06 158410 D FORD MTR CO DEL COM PAR $0.01 34537086 225 32600 SH SHARED 10 32600 D FORD MTR CO DEL COM PAR $0.01 34537086 88 12816 SH SHARED 14 12816 D FORD MTR CO DEL COM PAR $0.01 34537086 6192 893510 SH SHARED 17 878610 14900 D FORD MTR CO DEL COM PAR $0.01 34537086 332 48020 SH SHARED 18 48020 D FORD MTR CO DEL COM PAR $0.01 34537086 1 175 SH SHARED 23 175 D FORD MTR CO DEL COM PAR $0.01 34537086 80 11614 SH SHR/OTHR 23 11614 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 7978 287000 SH SHARED 287000 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 13958 502100 SH SHARED 02 502100 D FORDING CDN COAL TR TR UNIT 34542510 3604 113717 SH SHARED 113717 D FORDING CDN COAL TR TR UNIT 34542510 35 1119 SH SHR/OTHR 1119 D FORDING CDN COAL TR TR UNIT 34542510 109 3450 SH SHR/OTHR 23 3450 D FOREST CITY ENTERPRISES INC CL A 34555010 214 4300 SH SHARED 02 4300 D FOREST CITY ENTERPRISES INC CL A 34555010 1297 26000 SH SHARED 17 26000 D FOREST LABS INC COM 34583810 70894 1832363 SH SHARED 1822163 10200 D FOREST LABS INC COM 34583810 92 2384 SH SHR/OTHR 2384 D FOREST LABS INC COM 34583810 2375 61400 SH SHARED 01 61400 D FOREST LABS INC COM 34583810 3736 96572 SH SHARED 02 96572 D FOREST LABS INC COM 34583810 4855 125500 SH SHARED 04 125500 D FOREST LABS INC COM 34583810 4637 119871 SH SHARED 06 119871 D FOREST LABS INC COM 34583810 6341 163900 SH SHARED 10 159100 4800 D FOREST LABS INC COM 34583810 3497 90400 SH SHARED 14 90400 D FOREST LABS INC COM 34583810 3095 80000 SH SHARED 16 80000 D FOREST LABS INC COM 34583810 8622 222866 SH SHARED 17 222266 600 D FOREST LABS INC COM 34583810 34 900 SH SHARED 20 900 D FOREST LABS INC COM 34583810 56 1450 SH SHARED 23 1250 200 D FOREST LABS INC COM 34583810 94 2450 SH SHR/OTHR 23 2450 D FOREST OIL CORP COM PAR $0.01 34609170 3153 95090 SH SHR/OTHR 95090 D FOREST OIL CORP COM PAR $0.01 34609170 5731 172858 SH SHARED 172858 D FOREST OIL CORP COM PAR $0.01 34609170 666 20100 SH SHARED 01 20100 D FOREST OIL CORP COM PAR $0.01 34609170 2572 77577 SH SHARED 02 20977 56600 D FOREST OIL CORP COM PAR $0.01 34609170 33 1000 SH SHARED 17 1000 D FORMFACTOR INC COM 34637510 3528 79068 SH SHARED 78543 525 D FORMFACTOR INC COM 34637510 61 1375 SH SHR/OTHR 1375 D FORMFACTOR INC COM 34637510 131 2942 SH SHARED 02 1652 1290 D FORMFACTOR INC COM 34637510 13067 292800 SH SHARED 10 292800 D FORMFACTOR INC COM 34637510 24769 555000 SH SHARED 17 386100 168900 D FORRESTER RESH INC COM 34656310 82 2958 SH SHARED 2958 D FORRESTER RESH INC COM 34656310 75 2700 SH SHARED 01 2700 D FORRESTER RESH INC COM 34656310 3 141 SH SHARED 02 141 D FORTUNE BRANDS INC COM 34963110 796 11210 SH SHARED 11210 D FORTUNE BRANDS INC COM 34963110 31397 442161 SH SHARED 292604 149557 D FORTUNE BRANDS INC COM 34963110 2063 29062 SH SHR/OTHR 29062 D FORTUNE BRANDS INC COM 34963110 2520 35499 SH SHARED 01 35499 D FORTUNE BRANDS INC COM 34963110 2861 40302 SH SHARED 02 40302 D FORTUNE BRANDS INC COM 34963110 21 306 SH SHARED 04 306 D FORTUNE BRANDS INC COM 34963110 2103 29620 SH SHARED 06 29620 D FORTUNE BRANDS INC COM 34963110 38350 540075 SH SHARED 10 115125 347600 77350 D FORTUNE BRANDS INC COM 34963110 14 200 SH SHARED 14 200 D FORTUNE BRANDS INC COM 34963110 4467 62909 SH SHARED 17 61909 1000 D FORTUNE BRANDS INC COM 34963110 4186 58960 SH SHARED 19 58960 D FORTUNE BRANDS INC COM 34963110 1494 21048 SH SHARED 20 3530 17518 D FORTUNE BRANDS INC COM 34963110 1102 15530 SH SHR/OTHR 20 15530 D FORTUNE BRANDS INC COM 34963110 215 3030 SH SHARED 21 3030 D FORTUNE BRANDS INC COM 34963110 28 400 SH SHR/OTHR 21 400 D FORTUNE BRANDS INC COM 34963110 734 10350 SH SHARED 22 5000 5350 D FORTUNE BRANDS INC COM 34963110 179 2525 SH SHR/OTHR 22 2525 D FORTUNE BRANDS INC COM 34963110 4956 69793 SH SHARED 23 64293 5500 D FORTUNE BRANDS INC COM 34963110 3957 55730 SH SHR/OTHR 23 55730 D FORWARD AIR CORP COM 34985310 384 9441 SH SHARED 9441 D FORWARD AIR CORP COM 34985310 20 505 SH SHARED 02 505 D FORWARD AIR CORP COM 34985310 195 4800 SH SHARED 10 4800 D FORWARD AIR CORP COM 34985310 301 7400 SH SHARED 17 7400 D FOSSIL INC COM 34988210 7399 410849 SH SHARED 410649 200 D FOSSIL INC COM 34988210 12 708 SH SHR/OTHR 708 D FOSSIL INC COM 34988210 76 4275 SH SHARED 01 4275 D FOSSIL INC COM 34988210 3 199 SH SHARED 02 199 D FOSSIL INC COM 34988210 122 6800 SH SHARED 10 6800 D FOSSIL INC COM 34988210 626 34800 SH SHARED 17 34800 D FOSTER L B CO COM 35006010 60 2500 SH SHARED 2500 D FOUNDATION COAL HLDGS INC COM 35039W10 4443 94688 SH SHARED 94413 275 D FOUNDATION COAL HLDGS INC COM 35039W10 131 2800 SH SHARED 02 2800 D FOUNDATION COAL HLDGS INC COM 35039W10 16761 357160 SH SHARED 10 357160 D FOUNDATION COAL HLDGS INC COM 35039W10 11948 254600 SH SHARED 17 254300 300 D FOUNDRY NETWORKS INC COM 35063R10 3569 334859 SH SHARED 333209 1650 D FOUNDRY NETWORKS INC COM 35063R10 60 5653 SH SHR/OTHR 5653 D FOUNDRY NETWORKS INC COM 35063R10 263 24700 SH SHARED 01 22400 2300 D FOUNDRY NETWORKS INC COM 35063R10 817 76700 SH SHARED 02 76700 D FOUNDRY NETWORKS INC COM 35063R10 28935 2714403 SH SHARED 10 2700403 14000 D FOUNDRY NETWORKS INC COM 35063R10 13555 1271600 SH SHARED 17 944300 327300 D 4 KIDS ENTMT INC COM 35086510 56 3489 SH SHARED 3489 D 4 KIDS ENTMT INC COM 35086510 37 2287 SH SHARED 02 2287 D FOUR SEASONS HOTEL INC NOTE 1.875% 7/3 35100EAE 31530 30000000 PRN SHARED 30000000 D FOUR SEASONS HOTEL INC NOTE 1.875% 7/3 35100EAE 1101 1048000 PRN SHARED 02 1048000 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 2801 45600 SH SHARED 45600 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 3592 58468 SH SHARED 02 58468 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 393 6400 SH SHARED 04 6400 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 15 250 SH SHARED 06 250 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 2007 32680 SH SHARED 17 32680 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 103 3796 SH SHARED 3296 500 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 19 700 SH SHARED 17 700 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 5 200 SH SHR/OTHR 23 200 D FRANCE TELECOM SPONSORED ADR 35177Q10 2273 104000 SH SHARED 104000 D FRANKLIN BK CORP DEL COM 35245110 96 4771 SH SHARED 4771 D FRANKLIN BK CORP DEL COM 35245110 86 4300 SH SHARED 01 4300 D FRANKLIN BK CORP DEL COM 35245110 181 9000 SH SHARED 10 9000 D FRANKLIN ELEC INC COM 35351410 281 5452 SH SHARED 5452 D FRANKLIN ELEC INC COM 35351410 41 800 SH SHARED 01 800 D FRANKLIN ELEC INC COM 35351410 9 183 SH SHARED 02 183 D FRANKLIN ELEC INC COM 35351410 144 2800 SH SHARED 10 2800 D FRANKLIN RES INC COM 35461310 64837 746892 SH SHARED 706638 40254 D FRANKLIN RES INC COM 35461310 407 4692 SH SHR/OTHR 4692 D FRANKLIN RES INC COM 35461310 2777 32000 SH SHARED 01 32000 D FRANKLIN RES INC COM 35461310 4717 54344 SH SHARED 02 54344 D FRANKLIN RES INC COM 35461310 1228 14151 SH SHARED 06 14151 D FRANKLIN RES INC COM 35461310 4653 53600 SH SHARED 10 33400 20200 D FRANKLIN RES INC COM 35461310 9847 113433 SH SHARED 17 93533 19900 D FRANKLIN RES INC COM 35461310 461 5320 SH SHARED 20 200 5120 D FRANKLIN RES INC COM 35461310 7 90 SH SHR/OTHR 20 90 D FRANKLIN RES INC COM 35461310 60 700 SH SHARED 21 700 D FRANKLIN RES INC COM 35461310 449 5180 SH SHARED 22 4375 805 D FRANKLIN RES INC COM 35461310 41 475 SH SHR/OTHR 22 475 D FRANKLIN RES INC COM 35461310 1614 18600 SH SHARED 23 17475 1125 D FRANKLIN RES INC COM 35461310 845 9745 SH SHR/OTHR 23 9745 D FRANKLIN STREET PPTYS CORP COM 35471R10 163 8300 SH SHARED 10 8300 D FRANKLIN UNVL TR SH BEN INT 35514510 276 44256 SH SHARED 44256 D FREDS INC CL A 35610810 1935 145003 SH SHARED 145003 D FREDS INC CL A 35610810 14 1104 SH SHARED 02 1104 D FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/1 35671DAK 1063 818000 PRN SHARED 818000 D FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/1 35671DAK 973 749000 PRN SHARED 02 749000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 24747 446631 SH SHARED 371578 75053 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 1290 23282 SH SHR/OTHR 23282 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 2676 48300 SH SHARED 01 48300 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 8158 147230 SH SHARED 02 147230 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 979 17686 SH SHARED 06 17686 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 11298 203900 SH SHARED 10 5600 198300 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 861 15556 SH SHARED 14 15556 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 19198 346481 SH SHARED 17 243281 103200 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 96 1750 SH SHARED 20 260 1490 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 271 4900 SH SHR/OTHR 20 4900 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 22 400 SH SHARED 21 400 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 4 80 SH SHR/OTHR 21 80 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 219 3960 SH SHARED 22 3375 585 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 16 300 SH SHR/OTHR 22 300 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 674 12181 SH SHARED 23 11581 600 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 687 12400 SH SHR/OTHR 23 12400 D FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 640 22100 SH SHARED 22100 D FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 562 19400 SH SHARED 02 19400 D FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 269 9300 SH SHARED 06 9300 D FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 5 200 SH SHARED 10 200 D FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 3792 130761 SH SHARED 17 130761 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 11754 399817 SH SHARED 397441 2376 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 9 306 SH SHR/OTHR 306 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 2875 97799 SH SHARED 01 97799 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 4478 152346 SH SHARED 02 152346 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 779 26500 SH SHARED 06 26500 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 11177 380200 SH SHARED 10 124200 256000 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 203 6905 SH SHARED 14 6905 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 6710 228262 SH SHARED 17 166362 61900 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 3148 107102 SH SHARED 18 107102 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 3 111 SH SHARED 19 111 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 2 93 SH SHR/OTHR 22 93 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 160 5470 SH SHARED 23 4636 834 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 136 4642 SH SHR/OTHR 23 4642 D FREIGHTCAR AMER INC COM 35702310 151 2728 SH SHARED 2728 D FREIGHTCAR AMER INC COM 35702310 686 12375 SH SHARED 02 12375 D FREIGHTCAR AMER INC COM 35702310 1110 20000 SH SHARED 17 20000 D FREMONT GEN CORP COM 35728810 1683 90691 SH SHARED 90691 D FREMONT GEN CORP COM 35728810 29 1587 SH SHARED 02 1587 D FREMONT GEN CORP COM 35728810 2822 152100 SH SHARED 10 152100 D FREMONT GEN CORP COM 35728810 291 15700 SH SHARED 17 15700 D FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 35802910 119 3120 SH SHARED 3120 D FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 35802910 18 472 SH SHR/OTHR 472 D FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 35802910 27 712 SH SHARED 01 712 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 1574 143500 SH SHARED 143500 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 168 15400 SH SHARED 01 15400 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 303 27680 SH SHARED 02 27680 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 273 24900 SH SHARED 10 24900 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 46 4200 SH SHARED 17 4200 D FRONTEER DEV GROUP INC COM 35903Q10 2536 570000 SH SHARED 10 570000 D FRONTIER AIRLINES HOLDINGS I COM 35905910 68 9542 SH SHARED 9542 D FRONTIER AIRLINES HOLDINGS I COM 35905910 72 10000 SH SHARED 02 10000 D FRONTIER AIRLINES INC NEW DBCV 5.000%12/1 359065AA 124 133000 PRN SHARED 02 133000 D FRONTIER FINL CORP WASH COM 35907K10 211 6236 SH SHARED 6236 D FRONTIER FINL CORP WASH COM 35907K10 74 2200 SH SHARED 01 2200 D FRONTIER FINL CORP WASH COM 35907K10 6 199 SH SHARED 02 199 D FRONTIER FINL CORP WASH COM 35907K10 467 13750 SH SHARED 10 13750 D FRONTIER FINL CORP WASH COM 35907K10 258 7600 SH SHARED 17 7600 D FRONTIER OIL CORP COM 35914P10 3807 117500 SH SHARED 117500 D FRONTIER OIL CORP COM 35914P10 220 6800 SH SHARED 02 6800 D FRONTIER OIL CORP COM 35914P10 1706 52680 SH SHARED 17 51880 800 D FROZEN FOOD EXPRESS INDS INC COM 35936010 35 3201 SH SHARED 3201 D FROZEN FOOD EXPRESS INDS INC COM 35936010 23 2138 SH SHARED 02 2138 D FUELCELL ENERGY INC COM 35952H10 223 23328 SH SHARED 23328 D FUELCELL ENERGY INC COM 35952H10 30 3200 SH SHARED 01 3200 D FUEL-TECH N V COM 35952310 1767 146100 SH SHARED 17 146100 D FULLER H B CO COM 35969410 310 7122 SH SHARED 7122 D FULLER H B CO COM 35969410 544 12496 SH SHARED 02 12496 D FULLER H B CO COM 35969410 182 4200 SH SHARED 10 4200 D FULLER H B CO COM 35969410 845 19400 SH SHARED 17 19400 D FULTON FINL CORP PA COM 36027110 180 11332 SH SHARED 1200 10132 D FULTON FINL CORP PA COM 36027110 11 722 SH SHARED 01 722 D FULTON FINL CORP PA COM 36027110 561 35257 SH SHARED 02 35257 D FURNITURE BRANDS INTL INC COM 36092110 1159 55624 SH SHARED 55624 D FURNITURE BRANDS INTL INC COM 36092110 416 20000 SH SHARED 01 20000 D FURNITURE BRANDS INTL INC COM 36092110 194 9322 SH SHARED 02 9322 D FURNITURE BRANDS INTL INC COM 36092110 175 8400 SH SHARED 06 8400 D FURNITURE BRANDS INTL INC COM 36092110 145 7000 SH SHARED 10 7000 D FURNITURE BRANDS INTL INC COM 36092110 216 10400 SH SHARED 14 10400 D FURNITURE BRANDS INTL INC COM 36092110 885 42500 SH SHARED 17 41200 1300 D G & K SVCS INC CL A 36126810 150 4384 SH SHARED 4384 D G & K SVCS INC CL A 36126810 13 400 SH SHARED 01 400 D G & K SVCS INC CL A 36126810 109 3200 SH SHARED 10 3200 D GAMCO INVESTORS INC COM 36143810 73 1992 SH SHARED 1992 D GAMCO INVESTORS INC COM 36143810 18 508 SH SHARED 02 508 D GAMCO INVESTORS INC COM 36143810 113 3100 SH SHARED 10 3100 D GAMCO INVESTORS INC COM 36143810 573 15600 SH SHARED 17 15600 D GATX CORP NOTE 7.500% 2/0 361448AC 3123 2479000 PRN SHARED 2479000 D GATX CORP NOTE 5.000% 8/1 361448AE 16497 9536000 PRN SHARED 02 9536000 D GATX CORP COM 36144810 639 15040 SH SHARED 15040 D GATX CORP COM 36144810 641 15100 SH SHARED 01 15100 D GATX CORP COM 36144810 1459 34342 SH SHARED 02 34342 D GATX CORP COM 36144810 195 4600 SH SHARED 10 4600 D GATX CORP COM 36144810 42 1000 SH SHARED 17 1000 D G B & T BANCSHARES INC COM 36146210 61 2836 SH SHARED 2836 D G B & T BANCSHARES INC COM 36146210 2 93 SH SHARED 02 93 D GEO GROUP INC COM 36159R10 92 2637 SH SHARED 2637 D GFI GROUP INC COM 36165220 59 1104 SH SHARED 1004 100 D GFI GROUP INC COM 36165220 151 2800 SH SHARED 01 2800 D GFI GROUP INC COM 36165220 19 366 SH SHARED 02 366 D GFI GROUP INC COM 36165220 215 4000 SH SHARED 10 4000 D GFI GROUP INC COM 36165220 1170 21700 SH SHARED 17 21700 D GMH CMNTYS TR COM 36188G10 148 11252 SH SHARED 11252 D GMH CMNTYS TR COM 36188G10 11826 897300 SH SHARED 11 897300 D GP STRATEGIES CORP COM 36225V10 16 2090 SH SHARED 2090 D GSE SYS INC COM 36227K10 2 591 SH SHARED 591 D GSI COMMERCE INC COM 36238G10 380 28114 SH SHARED 28114 D GSI COMMERCE INC COM 36238G10 60 4500 SH SHARED 02 4500 D GTC BIOTHERAPEUTICS INC COM 36238T10 33 22111 SH SHARED 22111 D GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 3408 334489 SH SHARED 334489 D GABELLI EQUITY TR INC COM 36239710 21 2611 SH SHARED 2611 D GABELLI EQUITY TR INC COM 36239710 129 15726 SH SHR/OTHR 15726 D GABELLI UTIL TR COM 36240A10 18 2127 SH SHARED 2127 D GABELLI DIVD & INCOME TR COM 36242H10 851 45954 SH SHARED 45954 D GABELLI GLOBL UTIL & INCOME COM SH BEN INT 36242L10 216 11804 SH SHARED 11804 D GALLAGHER ARTHUR J & CO COM 36357610 393 15512 SH SHARED 5531 9981 D GALLAGHER ARTHUR J & CO COM 36357610 577 22800 SH SHARED 01 22800 D GALLAGHER ARTHUR J & CO COM 36357610 608 23997 SH SHARED 02 23997 D GALLAGHER ARTHUR J & CO COM 36357610 978 38600 SH SHARED 10 38600 D GALLAGHER ARTHUR J & CO COM 36357610 174 6900 SH SHARED 17 5100 1800 D GALLAHER GROUP PLC SPONSORED ADR 36359510 6341 101400 SH SHARED 101400 D GALLAHER GROUP PLC SPONSORED ADR 36359510 370 5923 SH SHARED 01 5923 D GAMESTOP CORP NEW CL A 36467W10 869 20701 SH SHARED 20701 D GAMESTOP CORP NEW CL A 36467W10 1492 35533 SH SHARED 01 35533 D GAMESTOP CORP NEW CL A 36467W10 693 16500 SH SHARED 02 16500 D GAMESTOP CORP NEW CL A 36467W10 659 15700 SH SHARED 17 15700 D GAMESTOP CORP NEW CL B 36467W20 6196 180916 SH SHARED 180916 D GAMESTOP CORP NEW CL B 36467W20 20 586 SH SHARED 06 586 D GANNETT INC COM 36473010 45884 820390 SH SHARED 793332 27058 D GANNETT INC COM 36473010 1884 33689 SH SHR/OTHR 33689 D GANNETT INC COM 36473010 2824 50499 SH SHARED 01 50499 D GANNETT INC COM 36473010 3972 71025 SH SHARED 02 71025 D GANNETT INC COM 36473010 1273 22772 SH SHARED 06 22772 D GANNETT INC COM 36473010 156 2800 SH SHARED 10 2800 D GANNETT INC COM 36473010 122 2189 SH SHARED 14 2189 D GANNETT INC COM 36473010 6763 120927 SH SHARED 17 119127 1800 D GANNETT INC COM 36473010 5 104 SH SHARED 19 104 D GANNETT INC COM 36473010 17 320 SH SHARED 20 220 100 D GANNETT INC COM 36473010 16 300 SH SHARED 22 300 D GANNETT INC COM 36473010 570 10198 SH SHARED 23 9798 400 D GANNETT INC COM 36473010 1578 28230 SH SHR/OTHR 23 28230 D GAP INC DEL COM 36476010 83306 4787725 SH SHARED 4785539 2186 D GAP INC DEL COM 36476010 2370 136214 SH SHARED 01 136214 D GAP INC DEL COM 36476010 4185 240542 SH SHARED 02 240542 D GAP INC DEL COM 36476010 1367 78601 SH SHARED 06 78601 D GAP INC DEL COM 36476010 2738 157400 SH SHARED 10 148100 9300 D GAP INC DEL COM 36476010 58 3363 SH SHARED 14 3363 D GAP INC DEL COM 36476010 4321 248390 SH SHARED 17 242790 5600 D GAP INC DEL COM 36476010 197 11345 SH SHARED 21 11345 D GAP INC DEL COM 36476010 23 1350 SH SHR/OTHR 23 1350 D GAMMON LAKE RES INC COM 36491510 3690 267643 SH SHARED 267643 D GAMMON LAKE RES INC COM 36491510 1034 75000 SH SHARED 04 75000 D GARDNER DENVER INC COM 36555810 504 13104 SH SHARED 13104 D GARDNER DENVER INC COM 36555810 890 23118 SH SHR/OTHR 23118 D GARDNER DENVER INC COM 36555810 37 978 SH SHARED 01 978 D GARDNER DENVER INC COM 36555810 123 3200 SH SHARED 02 3200 D GARDNER DENVER INC COM 36555810 142 3700 SH SHARED 17 3700 D GARDNER DENVER INC COM 36555810 59 1536 SH SHARED 22 1536 D GARTNER INC COM 36665110 248 17481 SH SHARED 17481 D GARTNER INC COM 36665110 11 796 SH SHR/OTHR 796 D GARTNER INC COM 36665110 235 16612 SH SHARED 01 16612 D GARTNER INC COM 36665110 154 10877 SH SHARED 02 10877 D GARTNER INC COM 36665110 146 10300 SH SHARED 17 10300 D GARTNER INC COM 36665110 367 25909 SH SHARED 23 25909 D GARTNER INC COM 36665110 444 31293 SH SHR/OTHR 23 31293 D GASCO ENERGY INC NOTE 5.500%10/0 367220AB 2370 1679000 PRN SHARED 1679000 D GASCO ENERGY INC COM 36722010 95 21949 SH SHARED 21949 D GASCO ENERGY INC COM 36722010 5 1321 SH SHARED 02 1321 D GASTAR EXPL LTD COM 36729910 828 346500 SH SHARED 346500 D GASTAR EXPL LTD COM 36729910 10 4200 SH SHR/OTHR 23 4200 D GATEWAY INC NOTE 1.500%12/3 367626AB 3604 4700000 PRN SHARED 4700000 D GATEWAY INC NOTE 1.500%12/3 367626AB 4424 5768000 PRN SHARED 02 5768000 D GATEWAY INC NOTE 2.000%12/3 367626AD 7887 11000000 PRN SHARED 11000000 D GATEWAY INC COM 36762610 775 408091 SH SHARED 408091 D GATEWAY INC COM 36762610 301 158731 SH SHARED 02 158731 D GATEWAY INC COM 36762610 206 108902 SH SHARED 17 108902 D GAYLORD ENTMT CO NEW COM 36790510 10430 239016 SH SHARED 239016 D GAYLORD ENTMT CO NEW COM 36790510 2 54 SH SHARED 02 54 D GAYLORD ENTMT CO NEW COM 36790510 205 4700 SH SHARED 10 4700 D GAYLORD ENTMT CO NEW COM 36790510 87 2000 SH SHARED 17 2000 D GEHL CO COM 36848310 80 3162 SH SHARED 3162 D GEHL CO COM 36848310 15 616 SH SHARED 02 616 D GEN-PROBE INC NEW COM 36866T10 269 5000 SH SHARED 5000 D GEN-PROBE INC NEW COM 36866T10 409 7584 SH SHARED 7584 D GEN-PROBE INC NEW COM 36866T10 739 13700 SH SHARED 01 13700 D GEN-PROBE INC NEW COM 36866T10 653 12100 SH SHARED 02 12100 D GEN-PROBE INC NEW COM 36866T10 8523 157902 SH SHARED 04 157902 D GEN-PROBE INC NEW COM 36866T10 2439 45200 SH SHARED 10 45200 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 3629 1031160 SH SHARED 1031160 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 7 2052 SH SHARED 02 2052 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 2105 598200 SH SHARED 14 598200 D GENAERA CORP COM 36867G10 11 20000 SH SHARED 20000 D GENCORP INC NOTE 5.750% 4/1 368682AE 8 8000 PRN SHARED 02 8000 D GENCORP INC NOTE 4.000% 1/1 368682AJ 2303 2001000 PRN SHARED 02 2001000 D GENCORP INC SDCV 2.250%11/1 368682AL 8667 9000000 PRN SHARED 9000000 D GENCORP INC SDCV 2.250%11/1 368682AL 763 793000 PRN SHARED 02 793000 D GENCORP INC COM 36868210 24924 1554850 SH SHARED 1554850 D GENCORP INC COM 36868210 46 2884 SH SHARED 02 2884 D GENCORP INC COM 36868210 49 3100 SH SHARED 17 3100 D GENENTECH INC COM NEW 36871040 981 12000 SH SHARED 12000 D GENENTECH INC COM NEW 36871040 17021 208090 SH SHARED 175810 32280 D GENENTECH INC COM NEW 36871040 363 4438 SH SHR/OTHR 4438 D GENENTECH INC COM NEW 36871040 1112 13600 SH SHARED 01 13600 D GENENTECH INC COM NEW 36871040 3343 40874 SH SHARED 02 40874 D GENENTECH INC COM NEW 36871040 1557 19036 SH SHARED 06 19036 D GENENTECH INC COM NEW 36871040 139895 1710219 SH SHARED 10 404929 951600 353690 D GENENTECH INC COM NEW 36871040 953 11656 SH SHARED 14 11656 D GENENTECH INC COM NEW 36871040 2454 30000 SH SHARED 15 30000 D GENENTECH INC COM NEW 36871040 11604 141860 SH SHARED 17 75460 66400 D GENENTECH INC COM NEW 36871040 2252 27538 SH SHARED 18 27538 D GENENTECH INC COM NEW 36871040 23 290 SH SHR/OTHR 21 290 D GENENTECH INC COM NEW 36871040 24 300 SH SHARED 22 300 D GENENTECH INC COM NEW 36871040 711 8700 SH SHR/OTHR 23 8700 D GENERAL CABLE CORP DEL NEW COM 36930010 522 14925 SH SHARED 14925 D GENERAL CABLE CORP DEL NEW COM 36930010 203 5800 SH SHARED 01 5800 D GENERAL CABLE CORP DEL NEW COM 36930010 47 1357 SH SHARED 02 1357 D GENERAL CABLE CORP DEL NEW COM 36930010 2348 67100 SH SHARED 10 67100 D GENERAL CABLE CORP DEL NEW COM 36930010 53814 1537570 SH SHARED 17 1468870 68700 D GENERAL COMMUNICATION INC CL A 36938510 698 56692 SH SHARED 56692 D GENERAL COMMUNICATION INC CL A 36938510 125 10200 SH SHARED 01 10200 D GENERAL COMMUNICATION INC CL A 36938510 25 2095 SH SHARED 02 2095 D GENERAL COMMUNICATION INC CL A 36938510 5116 415300 SH SHARED 10 415300 D GENERAL COMMUNICATION INC CL A 36938510 735 59700 SH SHARED 17 59700 D GENERAL DYNAMICS CORP COM 36955010 50248 767627 SH SHARED 706465 61162 D GENERAL DYNAMICS CORP COM 36955010 3219 49185 SH SHR/OTHR 49185 D GENERAL DYNAMICS CORP COM 36955010 5477 83679 SH SHARED 01 83679 D GENERAL DYNAMICS CORP COM 36955010 26 400 SH SHR/OTHR 01 400 D GENERAL DYNAMICS CORP COM 36955010 9021 137819 SH SHARED 02 137819 D GENERAL DYNAMICS CORP COM 36955010 2369 36200 SH SHARED 06 36200 D GENERAL DYNAMICS CORP COM 36955010 14166 216420 SH SHARED 10 114820 101600 D GENERAL DYNAMICS CORP COM 36955010 176 2700 SH SHARED 14 2700 D GENERAL DYNAMICS CORP COM 36955010 11762 179694 SH SHARED 17 176094 3600 D GENERAL DYNAMICS CORP COM 36955010 230 3524 SH SHARED 20 3524 D GENERAL DYNAMICS CORP COM 36955010 327 5000 SH SHR/OTHR 20 5000 D GENERAL DYNAMICS CORP COM 36955010 458 7000 SH SHARED 21 7000 D GENERAL DYNAMICS CORP COM 36955010 549 8400 SH SHR/OTHR 21 8400 D GENERAL DYNAMICS CORP COM 36955010 170 2600 SH SHARED 22 1200 1400 D GENERAL DYNAMICS CORP COM 36955010 39 600 SH SHR/OTHR 22 600 D GENERAL DYNAMICS CORP COM 36955010 627 9586 SH SHARED 23 8766 820 D GENERAL DYNAMICS CORP COM 36955010 37179 567976 SH SHR/OTHR 23 567976 D GENERAL ELECTRIC CO COM 36960410 6325 191905 SH SHARED 1425 190480 D GENERAL ELECTRIC CO COM 36960410 793845 24085120 SH SHARED 22229139 1855981 D GENERAL ELECTRIC CO COM 36960410 48364 1467361 SH SHR/OTHR 1467361 D GENERAL ELECTRIC CO COM 36960410 74913 2272851 SH SHARED 01 35950 2236901 D GENERAL ELECTRIC CO COM 36960410 101802 3088664 SH SHARED 02 3088664 D GENERAL ELECTRIC CO COM 36960410 109726 3329079 SH SHARED 04 3321973 7106 D GENERAL ELECTRIC CO COM 36960410 41818 1268771 SH SHARED 06 1268771 D GENERAL ELECTRIC CO COM 36960410 549492 16671505 SH SHARED 10 5382016 8438670 2850819 D GENERAL ELECTRIC CO COM 36960410 243 7400 SH SHR/OTHR 10 7400 D GENERAL ELECTRIC CO COM 36960410 7198 218413 SH SHARED 14 218413 D GENERAL ELECTRIC CO COM 36960410 10609 321902 SH SHARED 15 321902 D GENERAL ELECTRIC CO COM 36960410 9047 274500 SH SHARED 16 274500 D GENERAL ELECTRIC CO COM 36960410 266740 8092854 SH SHARED 17 7763805 329049 D GENERAL ELECTRIC CO COM 36960410 220 6692 SH SHARED 19 6692 D GENERAL ELECTRIC CO COM 36960410 7346 222903 SH SHARED 20 22165 200738 D GENERAL ELECTRIC CO COM 36960410 4718 143158 SH SHR/OTHR 20 143158 D GENERAL ELECTRIC CO COM 36960410 2156 65432 SH SHARED 21 65432 D GENERAL ELECTRIC CO COM 36960410 1575 47795 SH SHR/OTHR 21 47795 D GENERAL ELECTRIC CO COM 36960410 3608 109495 SH SHARED 22 74975 34520 D GENERAL ELECTRIC CO COM 36960410 1570 47645 SH SHR/OTHR 22 47645 D GENERAL ELECTRIC CO COM 36960410 55583 1686388 SH SHARED 23 1642643 43745 D GENERAL ELECTRIC CO COM 36960410 80855 2453135 SH SHR/OTHR 23 2453135 D GENERAL GROWTH PPTYS INC COM 37002110 7421 164708 SH SHARED 164519 189 D GENERAL GROWTH PPTYS INC COM 37002110 135 3000 SH SHR/OTHR 3000 D GENERAL GROWTH PPTYS INC COM 37002110 175 3900 SH SHARED 01 3900 D GENERAL GROWTH PPTYS INC COM 37002110 1894 42039 SH SHARED 02 42039 D GENERAL GROWTH PPTYS INC COM 37002110 1662 36900 SH SHARED 04 36900 D GENERAL GROWTH PPTYS INC COM 37002110 157 3500 SH SHARED 10 3500 D GENERAL GROWTH PPTYS INC COM 37002110 160995 3572905 SH SHARED 11 3572905 D GENERAL GROWTH PPTYS INC COM 37002110 22 500 SH SHARED 17 500 D GENERAL MLS INC DBCV 10/2 370334AU 23 33000 PRN SHARED 02 33000 D GENERAL MLS INC COM 37033410 24077 466080 SH SHARED 358978 107102 D GENERAL MLS INC COM 37033410 552 10700 SH SHR/OTHR 10700 D GENERAL MLS INC COM 37033410 5116 99035 SH SHARED 01 10675 88360 D GENERAL MLS INC COM 37033410 14255 275957 SH SHARED 02 275957 D GENERAL MLS INC COM 37033410 1590 30780 SH SHARED 06 30780 D GENERAL MLS INC COM 37033410 114239 2211365 SH SHARED 10 1713280 498085 D GENERAL MLS INC COM 37033410 196 3800 SH SHR/OTHR 10 3800 D GENERAL MLS INC COM 37033410 371 7186 SH SHARED 14 7186 D GENERAL MLS INC COM 37033410 2402 46500 SH SHARED 15 46500 D GENERAL MLS INC COM 37033410 12618 244268 SH SHARED 17 178353 65915 D GENERAL MLS INC COM 37033410 224 4345 SH SHARED 20 1155 3190 D GENERAL MLS INC COM 37033410 72 1410 SH SHARED 21 1410 D GENERAL MLS INC COM 37033410 341 6605 SH SHARED 22 3900 2705 D GENERAL MLS INC COM 37033410 763 14785 SH SHARED 23 14785 D GENERAL MLS INC COM 37033410 2338 45270 SH SHR/OTHR 23 45270 D GENERAL MTRS CORP COM 37044210 298805 10030393 SH SHARED 10001544 28849 D GENERAL MTRS CORP COM 37044210 17 600 SH SHR/OTHR 600 D GENERAL MTRS CORP COM 37044210 3631 121899 SH SHARED 01 121899 D GENERAL MTRS CORP COM 37044210 7075 237517 SH SHARED 02 237517 D GENERAL MTRS CORP COM 37044210 1566 52580 SH SHARED 06 52580 D GENERAL MTRS CORP COM 37044210 178 6000 SH SHARED 10 6000 D GENERAL MTRS CORP COM 37044210 163 5500 SH SHARED 14 5500 D GENERAL MTRS CORP COM 37044210 7609 255437 SH SHARED 17 253037 2400 D GENERAL MTRS CORP COM 37044210 59580 2000000 SH SHARED 18 2000000 D GENERAL MTRS CORP COM 37044210 291 9800 SH SHR/OTHR 23 9800 D GENERAL MTRS CORP DEB SR CV C 33 37044271 56156 2764949 SH SHARED 2764949 D GENERAL MTRS CORP DEB SR CV C 33 37044271 20310 1000046 SH SHARED 02 1000046 D GENERAL MTRS CORP DEB SR CV C 33 37044271 440 21700 SH SHARED 06 21700 D GENERAL MTRS CORP DEB SR CV C 33 37044271 1943 95700 SH SHARED 14 95700 D GENERAL MTRS CORP DEB SR CV C 33 37044271 11170 550000 SH SHARED 17 550000 D GENERAL MTRS CORP DEB SR CONV B 37044273 862 46000 SH SHARED 46000 D GENERAL MTRS CORP DEB SR CONV B 37044273 145485 7761279 SH SHARED 7761279 D GENERAL MTRS CORP DEB SR CONV B 37044273 51065 2724204 SH SHARED 02 2724204 D GENERAL MTRS CORP DEB SR CONV A 37044274 5648 231516 SH SHARED 231516 D GENESCO INC COM 37153210 3041 89809 SH SHARED 89809 D GENESCO INC COM 37153210 108 3200 SH SHARED 01 3200 D GENESCO INC COM 37153210 6 200 SH SHARED 02 200 D GENESCO INC COM 37153210 1459 43100 SH SHARED 10 43100 D GENESCO INC COM 37153210 440 13000 SH SHARED 17 13000 D GENESEE & WYO INC CL A 37155910 347 9797 SH SHARED 9797 D GENESEE & WYO INC CL A 37155910 4 138 SH SHARED 02 138 D GENESEE & WYO INC CL A 37155910 19778 557625 SH SHARED 17 557625 D GENESEE & WYO INC CL A 37155910 35 1000 SH SHARED 21 1000 D GENESIS MICROCHIP INC DEL COM 37184C10 224 19460 SH SHARED 19460 D GENESIS MICROCHIP INC DEL COM 37184C10 173 15000 SH SHARED 01 15000 D GENESIS MICROCHIP INC DEL COM 37184C10 192 16619 SH SHARED 02 16619 D GENESIS HEALTHCARE CORP SDCV 2.500% 3/1 37184DAE 3504 3300000 PRN SHARED 3300000 D GENESIS HEALTHCARE CORP COM 37184D10 29244 617368 SH SHARED 617368 D GENESIS HEALTHCARE CORP COM 37184D10 241 5100 SH SHARED 01 5100 D GENESIS HEALTHCARE CORP COM 37184D10 2531 53433 SH SHARED 02 53433 D GENESIS HEALTHCARE CORP COM 37184D10 1473 31100 SH SHARED 10 31100 D GENTEX CORP COM 37190110 140 10000 SH SHARED 10000 D GENTEX CORP COM 37190110 543 38800 SH SHARED 01 38800 D GENTEX CORP COM 37190110 599 42810 SH SHARED 02 42810 D GENTEX CORP COM 37190110 4152 296600 SH SHARED 10 296600 D GENTEX CORP COM 37190110 84 6000 SH SHARED 17 6000 D GENTEX CORP COM 37190110 21 1500 SH SHR/OTHR 21 1500 D GENITOPE CORP COM 37229P50 54 8660 SH SHARED 8660 D GENITOPE CORP COM 37229P50 11 1876 SH SHARED 02 1876 D GENLYTE GROUP INC COM 37230210 489 6759 SH SHARED 6759 D GENLYTE GROUP INC COM 37230210 49 690 SH SHARED 02 690 D GENLYTE GROUP INC COM 37230210 1006 13900 SH SHARED 10 13900 D GENLYTE GROUP INC COM 37230210 13080 180600 SH SHARED 17 162600 18000 D GENOMIC HEALTH INC COM 37244C10 8 711 SH SHARED 711 D GENTA INC COM NEW 37245M20 40 24609 SH SHARED 02 24609 D GENTEK INC COM NEW 37245X20 11996 446795 SH SHARED 446795 D GENUINE PARTS CO COM 37246010 25840 620282 SH SHARED 129446 490836 D GENUINE PARTS CO COM 37246010 417 10025 SH SHR/OTHR 10025 D GENUINE PARTS CO COM 37246010 1408 33801 SH SHARED 01 33801 D GENUINE PARTS CO COM 37246010 2246 53923 SH SHARED 02 53923 D GENUINE PARTS CO COM 37246010 669 16061 SH SHARED 06 16061 D GENUINE PARTS CO COM 37246010 12 300 SH SHARED 10 300 D GENUINE PARTS CO COM 37246010 153 3673 SH SHARED 14 3673 D GENUINE PARTS CO COM 37246010 3001 72038 SH SHARED 17 68538 3500 D GENUINE PARTS CO COM 37246010 105 2533 SH SHARED 20 533 2000 D GENTIVA HEALTH SERVICES INC COM 37247A10 188 11758 SH SHARED 11758 D GENTIVA HEALTH SERVICES INC COM 37247A10 12 800 SH SHARED 01 800 D GENTIVA HEALTH SERVICES INC COM 37247A10 2 172 SH SHARED 02 172 D GENWORTH FINL INC COM CL A 37247D10 71925 2064455 SH SHARED 2029155 35300 D GENWORTH FINL INC COM CL A 37247D10 1999 57400 SH SHARED 01 57400 D GENWORTH FINL INC COM CL A 37247D10 4013 115190 SH SHARED 02 115190 D GENWORTH FINL INC COM CL A 37247D10 3854 110646 SH SHARED 06 110646 D GENWORTH FINL INC COM CL A 37247D10 31337 899470 SH SHARED 10 210770 564500 124200 D GENWORTH FINL INC COM CL A 37247D10 329 9459 SH SHARED 14 9459 D GENWORTH FINL INC COM CL A 37247D10 7452 213900 SH SHARED 17 161300 52600 D GEOGLOBAL RESOURCES INC COM 37249T10 39 8100 SH SHARED 01 8100 D GEOGLOBAL RESOURCES INC COM 37249T10 1 240 SH SHARED 02 240 D GENZYME CORP NOTE 1.250%12/0 372917AN 1038 1000000 PRN SHARED 1000000 D GENZYME CORP NOTE 1.250%12/0 372917AN 519 500000 PRN SHARED 06 500000 D GENZYME CORP COM 37291710 4120 67500 SH SHARED 67500 D GENZYME CORP COM 37291710 110285 1806482 SH SHARED 1763556 42926 D GENZYME CORP COM 37291710 83 1374 SH SHR/OTHR 1374 D GENZYME CORP COM 37291710 2814 46100 SH SHARED 01 46100 D GENZYME CORP COM 37291710 14108 231099 SH SHARED 02 231099 D GENZYME CORP COM 37291710 27960 458000 SH SHARED 04 458000 D GENZYME CORP COM 37291710 1360 22283 SH SHARED 06 22283 D GENZYME CORP COM 37291710 11052 181040 SH SHARED 10 176540 4500 D GENZYME CORP COM 37291710 320 5247 SH SHARED 14 5247 D GENZYME CORP COM 37291710 31174 510643 SH SHARED 17 502143 8500 D GENZYME CORP COM 37291710 183 3000 SH SHARED 23 3000 D GENZYME CORP COM 37291710 610 10000 SH SHR/OTHR 23 10000 D GEORGIA GULF CORP COM PAR $0.01 37320020 542 21688 SH SHARED 21688 D GEORGIA GULF CORP COM PAR $0.01 37320020 112 4500 SH SHARED 01 4500 D GEORGIA GULF CORP COM PAR $0.01 37320020 0 16 SH SHARED 02 16 D GEORGIA GULF CORP COM PAR $0.01 37320020 5647 225700 SH SHARED 10 225700 D GEORGIA GULF CORP COM PAR $0.01 37320020 11231 448900 SH SHARED 17 406500 42400 D GERDAU AMERISTEEL CORP COM 37373P10 118 11770 SH SHARED 11770 D GERDAU S A SPONSORED ADR 37373710 9479 635765 SH SHARED 635765 D GERDAU S A SPONSORED ADR 37373710 2534 170000 SH SHARED 04 170000 D GERDAU S A SPONSORED ADR 37373710 13735 921250 SH SHARED 10 921250 D GERDAU S A SPONSORED ADR 37373710 7187 482050 SH SHARED 14 482050 D GERDAU S A SPONSORED ADR 37373710 8755 587201 SH SHARED 17 587201 D GERON CORP COM 37416310 111 16224 SH SHARED 16224 D GETTY IMAGES INC SDCV 0.500% 6/0 374276AH 5577 4200000 PRN SHARED 02 4200000 D GETTY IMAGES INC COM 37427610 4775 75200 SH SHARED 75000 200 D GETTY IMAGES INC COM 37427610 63 1000 SH SHARED 01 1000 D GETTY IMAGES INC COM 37427610 6338 99800 SH SHARED 02 99800 D GETTY IMAGES INC COM 37427610 447 7040 SH SHARED 06 7040 D GETTY IMAGES INC COM 37427610 127 2000 SH SHARED 10 2000 D GETTY IMAGES INC COM 37427610 673 10600 SH SHARED 14 10600 D GETTY IMAGES INC COM 37427610 209 3300 SH SHARED 17 2200 1100 D GETTY RLTY CORP NEW COM 37429710 111 3932 SH SHARED 3932 D GETTY RLTY CORP NEW COM 37429710 4 154 SH SHARED 02 154 D GEVITY HR INC COM 37439310 165 6247 SH SHARED 6247 D GEVITY HR INC COM 37439310 8 307 SH SHARED 02 307 D GIANT INDS INC COM 37450810 863 12979 SH SHARED 12979 D GIANT INDS INC COM 37450810 226 3400 SH SHARED 02 3400 D GIANT INDS INC COM 37450810 1370 20600 SH SHARED 17 7500 13100 D GIBRALTAR INDS INC COM 37468910 173 5969 SH SHARED 5969 D GIBRALTAR INDS INC COM 37468910 107 3700 SH SHARED 01 3700 D GIBRALTAR INDS INC COM 37468910 48 1664 SH SHARED 02 1664 D GIBRALTAR INDS INC COM 37468910 1136 39200 SH SHARED 10 39200 D GIBRALTAR INDS INC COM 37468910 232 8000 SH SHARED 17 700 7300 D GIBRALTAR INDS INC COM 37468910 87 3000 SH SHARED 21 3000 D GILEAD SCIENCES INC COM 37555810 5975 101000 SH SHARED 101000 D GILEAD SCIENCES INC COM 37555810 115893 1958990 SH SHARED 1793232 165758 D GILEAD SCIENCES INC COM 37555810 2771 46839 SH SHR/OTHR 46839 D GILEAD SCIENCES INC COM 37555810 5182 87600 SH SHARED 01 87600 D GILEAD SCIENCES INC COM 37555810 7252 122588 SH SHARED 02 122588 D GILEAD SCIENCES INC COM 37555810 61763 1044000 SH SHARED 04 1044000 D GILEAD SCIENCES INC COM 37555810 5742 97071 SH SHARED 06 97071 D GILEAD SCIENCES INC COM 37555810 113790 1923437 SH SHARED 10 494587 1129100 299750 D GILEAD SCIENCES INC COM 37555810 1230 20792 SH SHARED 14 20792 D GILEAD SCIENCES INC COM 37555810 532 9000 SH SHARED 16 9000 D GILEAD SCIENCES INC COM 37555810 18623 314801 SH SHARED 17 223401 91400 D GILEAD SCIENCES INC COM 37555810 735 12435 SH SHARED 20 1615 10820 D GILEAD SCIENCES INC COM 37555810 6 110 SH SHR/OTHR 20 110 D GILEAD SCIENCES INC COM 37555810 369 6250 SH SHARED 21 6250 D GILEAD SCIENCES INC COM 37555810 325 5500 SH SHR/OTHR 21 5500 D GILEAD SCIENCES INC COM 37555810 718 12140 SH SHARED 22 8000 4140 D GILEAD SCIENCES INC COM 37555810 124 2100 SH SHR/OTHR 22 2100 D GILEAD SCIENCES INC COM 37555810 3622 61235 SH SHARED 23 56485 4750 D GILEAD SCIENCES INC COM 37555810 4502 76110 SH SHR/OTHR 23 76110 D GILDAN ACTIVEWEAR INC COM 37591610 4 100 SH SHARED 01 100 D GLACIER BANCORP INC NEW COM 37637Q10 259 8852 SH SHARED 8852 D GLACIER BANCORP INC NEW COM 37637Q10 58 2000 SH SHARED 01 2000 D GLACIER BANCORP INC NEW COM 37637Q10 0 9 SH SHARED 02 9 D GLADSTONE CAPITAL CORP COM 37653510 870 40690 SH SHARED 40690 D GLADSTONE CAPITAL CORP COM 37653510 2 130 SH SHARED 02 130 D GLADSTONE CAPITAL CORP COM 37653510 81 3800 SH SHARED 17 3800 D GLADSTONE COML CORP COM 37653610 418 22299 SH SHARED 22299 D GLADSTONE INVT CORP COM 37654610 1828 121902 SH SHARED 121902 D GLADSTONE INVT CORP COM 37654610 16 1093 SH SHARED 02 1093 D GLAMIS GOLD LTD COM 37677510 24771 654300 SH SHARED 653900 400 D GLAMIS GOLD LTD COM 37677510 7 200 SH SHARED 01 200 D GLAMIS GOLD LTD COM 37677510 51 1350 SH SHARED 02 1350 D GLAMIS GOLD LTD COM 37677510 4732 125000 SH SHARED 04 125000 D GLAMIS GOLD LTD COM 37677510 60 1600 SH SHARED 06 1600 D GLAMIS GOLD LTD COM 37677510 31537 833000 SH SHARED 10 832500 500 D GLAMIS GOLD LTD COM 37677510 37 1000 SH SHARED 17 1000 D GLATFELTER COM 37731610 238 15022 SH SHARED 15022 D GLATFELTER COM 37731610 176 11100 SH SHARED 01 11100 D GLATFELTER COM 37731610 1812 114194 SH SHARED 02 114194 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 33574 601701 SH SHARED 574795 26906 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 667 11955 SH SHR/OTHR 11955 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 591 10600 SH SHARED 02 10600 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 307 5515 SH SHARED 06 5515 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 76 1365 SH SHARED 20 1365 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 579 10378 SH SHARED 21 10378 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 15 270 SH SHR/OTHR 21 270 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 152 2725 SH SHARED 22 2725 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 127 2276 SH SHR/OTHR 22 2276 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 139 2500 SH SHARED 23 2500 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 2887 51743 SH SHR/OTHR 23 51743 D GLENAYRE TECHNOLOGIES INC COM 37789910 45 17188 SH SHARED 17188 D GLENAYRE TECHNOLOGIES INC COM 37789910 34 13191 SH SHARED 02 13191 D GLENCAIRN GOLD CORP COM 37790310 4685 7099000 SH SHARED 7099000 D GLENBOROUGH RLTY TR INC COM 37803P10 236 10975 SH SHARED 10975 D GLENBOROUGH RLTY TR INC COM 37803P10 36 1700 SH SHARED 01 1700 D GLENBOROUGH RLTY TR INC COM 37803P10 1229 57100 SH SHARED 10 57100 D GLENBOROUGH RLTY TR INC COM 37803P10 35976 1670208 SH SHARED 11 1670208 D GLENBOROUGH RLTY TR INC COM 37803P10 342 15900 SH SHARED 17 15900 D GLOBAL CASH ACCESS HLDGS INC COM 37896710 65 4176 SH SHARED 3876 300 D GLIMCHER RLTY TR SH BEN INT 37930210 248 10026 SH SHARED 10026 D GLIMCHER RLTY TR SH BEN INT 37930210 37 1500 SH SHARED 01 1500 D GLIMCHER RLTY TR SH BEN INT 37930210 53 2149 SH SHARED 02 2149 D GLIMCHER RLTY TR SH BEN INT 37930210 446 18000 SH SHARED 04 18000 D GLIMCHER RLTY TR SH BEN INT 37930210 756 30500 SH SHARED 10 30500 D GLIMCHER RLTY TR SH BEN INT 37930210 80560 3247103 SH SHARED 11 3247103 D GLIMCHER RLTY TR SH BEN INT 37930210 354 14300 SH SHARED 17 14300 D GLOBAL CROSSING LTD NOTE 5.000% 5/1 37932JAA 9670 10000000 PRN SHARED 10000000 D GLOBAL HIGH INCOME DLR FD IN COM 37933G10 121 8800 SH SHARED 8800 D GLOBAL INDS LTD COM 37933610 369 22101 SH SHARED 22101 D GLOBAL INDS LTD COM 37933610 88 5300 SH SHARED 02 5300 D GLOBAL INDS LTD COM 37933610 12386 741700 SH SHARED 17 741700 D GLOBAL IMAGING SYSTEMS COM 37934A10 236 5718 SH SHARED 5718 D GLOBAL IMAGING SYSTEMS COM 37934A10 16 400 SH SHARED 01 400 D GLOBAL IMAGING SYSTEMS COM 37934A10 27 663 SH SHARED 02 663 D GLOBAL IMAGING SYSTEMS COM 37934A10 189 4600 SH SHARED 10 4600 D GLOBAL IMAGING SYSTEMS COM 37934A10 260 6300 SH SHARED 17 2600 3700 D GLOBAL INCOME FD INC COM 37934Y10 2 561 SH SHARED 561 D GLOBAL PMTS INC COM 37940X10 114 2360 SH SHARED 01 2360 D GLOBAL PMTS INC COM 37940X10 441 9090 SH SHARED 02 7290 1800 D GLOBAL PMTS INC COM 37940X10 1849 38095 SH SHARED 17 37695 400 D GLOBAL POWER EQUIPMENT INC COM 37941P10 230 72448 SH SHARED 72448 D GLOBAL POWER EQUIPMENT INC COM 37941P10 15 4916 SH SHARED 02 4916 D GLOBAL SIGNAL INC COM 37944Q10 222 4800 SH SHARED 01 4800 D GLOBAL SIGNAL INC COM 37944Q10 46 1000 SH SHARED 02 1000 D GLOBAL PARTNERS LP COM UNITS 37946R10 1015 49700 SH SHARED 49700 D GLOBETEL COMMUNICATIONS CORP COM NEW 37958F20 22 18609 SH SHARED 18609 D GLOBETEL COMMUNICATIONS CORP COM NEW 37958F20 7 6326 SH SHARED 02 6326 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 39782 1120630 SH SHARED 1120630 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 14496 408350 SH SHARED 01 408350 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 2982 84000 SH SHARED 04 84000 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 5218 147000 SH SHARED 06 147000 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 80138 2257410 SH SHARED 10 2257410 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 113 3200 SH SHARED 15 3200 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 14409 405910 SH SHARED 17 405910 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 9502 414948 SH SHARED 414948 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 343 15000 SH SHR/OTHR 15000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 114 5000 SH SHARED 02 5000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 4160 181700 SH SHARED 04 181700 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 4044 176600 SH SHARED 06 176600 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 47528 2075500 SH SHARED 10 2075500 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 293 12800 SH SHARED 23 12800 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 549 24000 SH SHR/OTHR 23 24000 D GOLD KIST INC COM 38061410 263 19741 SH SHARED 19741 D GOLD KIST INC COM 38061410 3 288 SH SHARED 02 288 D GOLD KIST INC COM 38061410 102 7700 SH SHARED 10 7700 D GOLDCORP INC NEW COM 38095640 23252 769432 SH SHARED 768266 1166 D GOLDCORP INC NEW COM 38095640 486 16100 SH SHARED 01 15700 400 D GOLDCORP INC NEW COM 38095640 7065 233800 SH SHARED 04 233800 D GOLDCORP INC NEW COM 38095640 7152 236697 SH SHARED 06 236697 D GOLDCORP INC NEW COM 38095640 66809 2210775 SH SHARED 10 2209775 1000 D GOLDCORP INC NEW COM 38095640 1511 50000 SH SHARED 16 50000 D GOLDCORP INC NEW COM 38095640 9630 318675 SH SHARED 17 315775 2900 D GOLDCORP INC NEW COM 38095640 302 10000 SH SHR/OTHR 23 10000 D GOLDEN STAR RES LTD CDA COM 38119T10 14 5000 SH SHARED 5000 D GOLDEN TELECOM INC COM 38122G10 1780 70242 SH SHARED 70242 D GOLDEN TELECOM INC COM 38122G10 96 3800 SH SHARED 01 3800 D GOLDEN TELECOM INC COM 38122G10 0 15 SH SHARED 02 15 D GOLDEN TELECOM INC COM 38122G10 2585 102000 SH SHARED 10 102000 D GOLDEN TELECOM INC COM 38122G10 945 37300 SH SHARED 17 37300 D GOLDEN WEST FINL CORP DEL COM 38131710 149761 2018347 SH SHARED 2017850 497 D GOLDEN WEST FINL CORP DEL COM 38131710 51 688 SH SHR/OTHR 688 D GOLDEN WEST FINL CORP DEL COM 38131710 4801 64705 SH SHARED 01 64705 D GOLDEN WEST FINL CORP DEL COM 38131710 5263 70936 SH SHARED 02 70936 D GOLDEN WEST FINL CORP DEL COM 38131710 1644 22160 SH SHARED 06 22160 D GOLDEN WEST FINL CORP DEL COM 38131710 9007 121400 SH SHARED 10 121100 300 D GOLDEN WEST FINL CORP DEL COM 38131710 21988 296343 SH SHARED 17 295743 600 D GOLDEN WEST FINL CORP DEL COM 38131710 74 1000 SH SHARED 23 1000 D GOLDMAN SACHS GROUP INC COM 38141G10 105229 699527 SH SHARED 605273 94254 D GOLDMAN SACHS GROUP INC COM 38141G10 1415 9412 SH SHR/OTHR 9412 D GOLDMAN SACHS GROUP INC COM 38141G10 13177 87600 SH SHARED 01 87600 D GOLDMAN SACHS GROUP INC COM 38141G10 37889 251872 SH SHARED 02 251872 D GOLDMAN SACHS GROUP INC COM 38141G10 3685 24500 SH SHARED 04 24500 D GOLDMAN SACHS GROUP INC COM 38141G10 22335 148475 SH SHARED 06 148475 D GOLDMAN SACHS GROUP INC COM 38141G10 224240 1490661 SH SHARED 10 238976 1071980 179705 D GOLDMAN SACHS GROUP INC COM 38141G10 1762 11716 SH SHARED 14 11716 D GOLDMAN SACHS GROUP INC COM 38141G10 1654 11000 SH SHARED 15 11000 D GOLDMAN SACHS GROUP INC COM 38141G10 38625 256768 SH SHARED 17 228268 28500 D GOLDMAN SACHS GROUP INC COM 38141G10 1458 9693 SH SHARED 20 1245 8448 D GOLDMAN SACHS GROUP INC COM 38141G10 36 240 SH SHR/OTHR 20 240 D GOLDMAN SACHS GROUP INC COM 38141G10 485 3225 SH SHARED 21 3225 D GOLDMAN SACHS GROUP INC COM 38141G10 654 4350 SH SHR/OTHR 21 4350 D GOLDMAN SACHS GROUP INC COM 38141G10 1553 10325 SH SHARED 22 7525 2800 D GOLDMAN SACHS GROUP INC COM 38141G10 376 2500 SH SHR/OTHR 22 2500 D GOLDMAN SACHS GROUP INC COM 38141G10 5256 34940 SH SHARED 23 28655 6285 D GOLDMAN SACHS GROUP INC COM 38141G10 4339 28850 SH SHR/OTHR 23 28850 D GOLF GALAXY INC COM 38163910 13 1036 SH SHARED 1036 D GOLF GALAXY INC COM 38163910 6 471 SH SHARED 02 471 D GOLF TR AMER INC COM 38168B10 109 122782 SH SHARED 122782 D GOODRICH CORP COM 38238810 18634 462518 SH SHARED 354998 107520 D GOODRICH CORP COM 38238810 2650 65795 SH SHR/OTHR 65795 D GOODRICH CORP COM 38238810 1011 25099 SH SHARED 01 25099 D GOODRICH CORP COM 38238810 1333 33105 SH SHARED 02 33105 D GOODRICH CORP COM 38238810 247 6150 SH SHARED 06 6150 D GOODRICH CORP COM 38238810 3134 77799 SH SHARED 17 76599 1200 D GOODRICH CORP COM 38238810 15 390 SH SHARED 20 390 D GOODRICH CORP COM 38238810 245 6100 SH SHARED 21 6100 D GOODRICH CORP COM 38238810 1264 31375 SH SHARED 22 24850 6525 D GOODRICH CORP COM 38238810 87 2175 SH SHR/OTHR 22 2175 D GOODRICH CORP COM 38238810 2372 58883 SH SHARED 23 48433 10450 D GOODRICH CORP COM 38238810 2960 73475 SH SHR/OTHR 23 73475 D GOODMAN GLOBAL INC COM 38239A10 4993 328947 SH SHARED 328947 D GOODRICH PETE CORP COM NEW 38241040 4513 158984 SH SHARED 158984 D GOODYEAR TIRE & RUBR CO NOTE 4.000% 6/1 382550AR 2190 2000000 PRN SHARED 2000000 D GOODYEAR TIRE & RUBR CO NOTE 4.000% 6/1 382550AR 2 2000 PRN SHARED 17 2000 D GOODYEAR TIRE & RUBR CO COM 38255010 4305 387925 SH SHARED 387925 D GOODYEAR TIRE & RUBR CO COM 38255010 9 860 SH SHR/OTHR 860 D GOODYEAR TIRE & RUBR CO COM 38255010 251 22700 SH SHARED 01 22700 D GOODYEAR TIRE & RUBR CO COM 38255010 4185 377063 SH SHARED 02 377063 D GOODYEAR TIRE & RUBR CO COM 38255010 100 9050 SH SHARED 06 9050 D GOODYEAR TIRE & RUBR CO COM 38255010 2209 199050 SH SHARED 17 199050 D GOODYEAR TIRE & RUBR CO COM 38255010 22 2000 SH SHR/OTHR 23 2000 D GOOGLE INC CL A 38259P50 289657 690763 SH SHARED 685743 5020 D GOOGLE INC CL A 38259P50 41 100 SH SHR/OTHR 100 D GOOGLE INC CL A 38259P50 8135 19400 SH SHARED 01 19400 D GOOGLE INC CL A 38259P50 23429 55873 SH SHARED 02 55873 D GOOGLE INC CL A 38259P50 1257 3000 SH SHARED 04 3000 D GOOGLE INC CL A 38259P50 9963 23760 SH SHARED 06 23760 D GOOGLE INC CL A 38259P50 169036 403111 SH SHARED 10 176655 191860 34596 D GOOGLE INC CL A 38259P50 2729 6510 SH SHARED 14 6510 D GOOGLE INC CL A 38259P50 4193 10000 SH SHARED 15 10000 D GOOGLE INC CL A 38259P50 52349 124841 SH SHARED 17 115241 9600 D GOOGLE INC CL A 38259P50 28 67 SH SHR/OTHR 21 67 D GOOGLE INC CL A 38259P50 62 150 SH SHR/OTHR 23 150 D GORMAN RUPP CO COM 38308210 62 2368 SH SHARED 2368 D GORMAN RUPP CO COM 38308210 4 151 SH SHARED 02 151 D GOVERNMENT PPTYS TR INC COM 38374W10 45 4792 SH SHARED 4792 D GOVERNMENT PPTYS TR INC COM 38374W10 27 2936 SH SHARED 02 2936 D GRACE W R & CO DEL NEW COM 38388F10 809 69204 SH SHARED 69204 D GRACE W R & CO DEL NEW COM 38388F10 5 450 SH SHR/OTHR 450 D GRACE W R & CO DEL NEW COM 38388F10 195 16676 SH SHARED 02 16676 D GRACO INC COM 38410910 206 4500 SH SHARED 4500 D GRACO INC COM 38410910 852 18550 SH SHARED 01 18550 D GRACO INC COM 38410910 777 16920 SH SHARED 02 16920 D GRACO INC COM 38410910 125 2727 SH SHARED 06 2727 D GRAFTECH INTL LTD DBCV 1.625% 1/1 384313AB 2581 3600000 PRN SHARED 3600000 D GRAFTECH INTL LTD COM 38431310 161 27922 SH SHARED 27922 D GRAFTECH INTL LTD COM 38431310 76 13200 SH SHARED 01 13200 D GRAFTECH INTL LTD COM 38431310 5 911 SH SHARED 02 911 D GRAINGER W W INC COM 38480210 5109 67915 SH SHARED 57425 10490 D GRAINGER W W INC COM 38480210 30 400 SH SHR/OTHR 400 D GRAINGER W W INC COM 38480210 1527 20299 SH SHARED 01 20299 D GRAINGER W W INC COM 38480210 1651 21957 SH SHARED 02 21957 D GRAINGER W W INC COM 38480210 32348 430000 SH SHARED 04 430000 D GRAINGER W W INC COM 38480210 731 9730 SH SHARED 06 9730 D GRAINGER W W INC COM 38480210 782 10400 SH SHARED 10 10300 100 D GRAINGER W W INC COM 38480210 214 2853 SH SHARED 14 2853 D GRAINGER W W INC COM 38480210 5266 70000 SH SHARED 16 70000 D GRAINGER W W INC COM 38480210 2360 31371 SH SHARED 17 30271 1100 D GRAINGER W W INC COM 38480210 25 333 SH SHARED 20 333 D GRAINGER W W INC COM 38480210 124 1650 SH SHARED 23 1250 400 D GRAINGER W W INC COM 38480210 73 975 SH SHR/OTHR 23 975 D GRAMERCY CAP CORP COM 38487110 104 4042 SH SHARED 4042 D GRAMERCY CAP CORP COM 38487110 3 153 SH SHARED 02 153 D GRANITE CONSTR INC COM 38732810 635 14046 SH SHARED 14046 D GRANITE CONSTR INC COM 38732810 649 14350 SH SHARED 01 14350 D GRANITE CONSTR INC COM 38732810 292 6452 SH SHARED 02 6452 D GRANITE CONSTR INC COM 38732810 4640 102500 SH SHARED 10 102500 D GRANITE CONSTR INC COM 38732810 17868 394700 SH SHARED 17 311500 83200 D GRANT PRIDECO INC COM 38821G10 2898 64765 SH SHARED 64265 500 D GRANT PRIDECO INC COM 38821G10 1758 39300 SH SHARED 01 39300 D GRANT PRIDECO INC COM 38821G10 3097 69216 SH SHARED 02 69216 D GRANT PRIDECO INC COM 38821G10 187 4200 SH SHARED 06 4200 D GRANT PRIDECO INC COM 38821G10 22 500 SH SHARED 10 500 D GRANT PRIDECO INC COM 38821G10 49 1100 SH SHARED 14 1100 D GRANT PRIDECO INC COM 38821G10 358 8000 SH SHARED 16 8000 D GRANT PRIDECO INC COM 38821G10 4109 91840 SH SHARED 17 90240 1600 D GRAPHIC PACKAGING CORP DEL COM 38868810 69 18348 SH SHARED 18348 D GRAY TELEVISION INC COM 38937510 1533 264816 SH SHARED 264816 D GRAY TELEVISION INC COM 38937510 3 579 SH SHARED 02 579 D GRAY TELEVISION INC COM 38937510 4074 703700 SH SHARED 17 703700 D GREAT AMERN FINL RES INC COM 38991510 45 2163 SH SHARED 2163 D GREAT AMERN FINL RES INC COM 38991510 2 132 SH SHARED 02 132 D GREAT ATLANTIC & PAC TEA INC COM 39006410 10196 448780 SH SHARED 448780 D GREAT ATLANTIC & PAC TEA INC COM 39006410 54 2384 SH SHARED 02 2384 D GREAT ATLANTIC & PAC TEA INC COM 39006410 18 800 SH SHARED 17 800 D GREAT BASIN GOLD LTD COM 39012410 3719 2150000 SH SHARED 10 2150000 D GREAT SOUTHN BANCORP INC COM 39090510 68 2250 SH SHARED 2250 D GREAT SOUTHN BANCORP INC COM 39090510 0 23 SH SHARED 02 23 D GREAT SOUTHN BANCORP INC COM 39090510 128 4200 SH SHARED 10 4200 D GREAT PLAINS ENERGY INC COM 39116410 2086 74900 SH SHARED 74900 D GREAT PLAINS ENERGY INC COM 39116410 100 3600 SH SHR/OTHR 3600 D GREAT PLAINS ENERGY INC COM 39116410 543 19500 SH SHARED 01 19500 D GREAT PLAINS ENERGY INC COM 39116410 526 18891 SH SHARED 02 18891 D GREAT PLAINS ENERGY INC COM 39116410 509 18300 SH SHARED 17 15000 3300 D GREAT PLAINS ENERGY INC COM 39116410 13 500 SH SHARED 20 500 D GREAT WOLF RESORTS INC COM 39152310 138 11553 SH SHARED 11553 D GREAT WOLF RESORTS INC COM 39152310 6 513 SH SHARED 02 513 D GREATBATCH INC COM 39153L10 367 15564 SH SHARED 15564 D GREATBATCH INC COM 39153L10 11 500 SH SHARED 17 500 D GREATER BAY BANCORP COM 39164810 456 15882 SH SHARED 15882 D GREATER BAY BANCORP COM 39164810 529 18400 SH SHARED 01 18400 D GREATER BAY BANCORP COM 39164810 274 9555 SH SHARED 02 9555 D GREATER BAY BANCORP COM 39164810 2340 81400 SH SHARED 10 81400 D GREATER BAY BANCORP COM 39164810 327 11400 SH SHARED 17 800 10600 D GREATER CHINA FD INC COM 39167B10 1 68 SH SHARED 68 D GREEN MTN COFFEE ROASTERS IN COM 39312210 56 1402 SH SHARED 1402 D GREEN MTN COFFEE ROASTERS IN COM 39312210 2448 60950 SH SHARED 17 60950 D GREENBRIER COS INC COM 39365710 40 1241 SH SHARED 1241 D GREENE CNTY BANCSHARES INC COM NEW 39436120 62 2004 SH SHARED 2004 D GREENE CNTY BANCSHARES INC COM NEW 39436120 6 223 SH SHARED 02 223 D GREENFIELD ONLINE INC COM 39515010 28 3824 SH SHARED 3824 D GREENFIELD ONLINE INC COM 39515010 11 1584 SH SHARED 02 1584 D GREENHILL & CO INC COM 39525910 433 7128 SH SHARED 7028 100 D GREENHILL & CO INC COM 39525910 48 800 SH SHARED 01 800 D GREENHILL & CO INC COM 39525910 36 600 SH SHARED 17 600 D GREIF INC CL A 39762410 274 3660 SH SHARED 3660 D GREIF INC CL A 39762410 157 2100 SH SHARED 10 2100 D GREIF INC CL A 39762410 577 7700 SH SHARED 17 7700 D GREY WOLF INC NOTE 3.750% 5/0 397888AD 12587 9750000 PRN SHARED 9750000 D GREY WOLF INC NOTE 3.750% 5/0 397888AD 2388 1850000 PRN SHARED 02 1850000 D GREY WOLF INC COM 39788810 3485 452653 SH SHARED 450853 1800 D GREY WOLF INC COM 39788810 35 4650 SH SHR/OTHR 4650 D GREY WOLF INC COM 39788810 133 17300 SH SHARED 01 17300 D GREY WOLF INC COM 39788810 1163 151099 SH SHARED 02 151099 D GREY WOLF INC COM 39788810 10000 1298780 SH SHARED 10 990080 308700 D GREY WOLF INC COM 39788810 18450 2396200 SH SHARED 17 1276500 1119700 D GRIFFON CORP NOTE 4.000% 7/1 398433AC 1844 1511000 PRN SHARED 1511000 D GRIFFON CORP COM 39843310 223 8578 SH SHARED 8578 D GRIFFON CORP COM 39843310 17 660 SH SHARED 01 660 D GRIFFON CORP COM 39843310 334 12828 SH SHARED 02 12828 D GRIFFON CORP COM 39843310 1620 62100 SH SHARED 10 62100 D GRIFFON CORP COM 39843310 10 400 SH SHARED 17 400 D GROUP 1 AUTOMOTIVE INC COM 39890510 276 4913 SH SHARED 4913 D GROUP 1 AUTOMOTIVE INC COM 39890510 157 2800 SH SHARED 01 2800 D GROUP 1 AUTOMOTIVE INC COM 39890510 56 1000 SH SHARED 02 1000 D GROUP 1 AUTOMOTIVE INC COM 39890510 7465 132500 SH SHARED 10 132500 D GROUP 1 AUTOMOTIVE INC COM 39890510 2732 48500 SH SHARED 17 21100 27400 D GROUPE DANONE SPONSORED ADR 39944910 5747 215500 SH SHARED 215500 D GROUPE CGI INC CL A SUB VTG 39945C10 23541 3809300 SH SHARED 3809300 D GROUPE CGI INC CL A SUB VTG 39945C10 8 1334 SH SHARED 01 1334 D GROUPE CGI INC CL A SUB VTG 39945C10 471 76328 SH SHARED 02 76328 D GROUPE CGI INC CL A SUB VTG 39945C10 30 4920 SH SHARED 06 4920 D GROUPE CGI INC CL A SUB VTG 39945C10 22 3700 SH SHARED 14 3700 D GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 39990910 105 16853 SH SHARED 16853 D GRUMA S A DE CV SPON ADR CL B 40013130 19 1800 SH SHARED 1800 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 1509 78149 SH SHARED 78149 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 4790 248100 SH SHARED 01 248100 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 772 40000 SH SHARED 04 40000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 28850 1494075 SH SHARED 10 1494075 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 311 16125 SH SHARED 15 16125 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 1467 75975 SH SHARED 17 75975 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 30 1600 SH SHARED 19 1600 D GRUPO AEROPORTUARIO DEL PAC SPON ADR B 40050610 256 8064 SH SHARED 8064 D GRUPO AEROPORTUARIO DEL PAC SPON ADR B 40050610 2904 91200 SH SHARED 04 91200 D GRUPO TMM S A SP ADR A SHS 40051D10 508 125000 SH SHARED 04 125000 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 113 3379 SH SHARED 3379 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 2772 82550 SH SHARED 01 82550 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 15121 450175 SH SHARED 10 450175 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 167 5000 SH SHARED 15 5000 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 716 21325 SH SHARED 17 21325 D GTECH HLDGS CORP DBCV 1.750%12/1 400518AB 3779 1494000 PRN SHARED 02 1494000 D GTECH HLDGS CORP COM 40051810 48769 2744481 SH SHARED 2744245 236 D GTECH HLDGS CORP COM 40051810 1565 45000 SH SHARED 01 45000 D GTECH HLDGS CORP COM 40051810 1043 30000 SH SHARED 02 30000 D GTECH HLDGS CORP COM 40051810 1912 55000 SH SHARED 04 55000 D GTECH HLDGS CORP COM 40051810 150 4320 SH SHARED 06 4320 D GTECH HLDGS CORP COM 40051810 14899 428400 SH SHARED 10 428200 200 D GTECH HLDGS CORP COM 40051810 198 5700 SH SHARED 17 4600 1100 D GTX INC DEL COM 40052B10 50 5558 SH SHARED 5558 D GTX INC DEL COM 40052B10 12 1319 SH SHARED 02 1319 D GUESS INC COM 40161710 3579 85740 SH SHARED 85040 700 D GUESS INC COM 40161710 74 1775 SH SHR/OTHR 1775 D GUESS INC COM 40161710 91 2200 SH SHARED 01 2200 D GUESS INC COM 40161710 16416 393210 SH SHARED 10 354810 38400 D GUESS INC COM 40161710 38243 916000 SH SHARED 17 727900 188100 D GUITAR CTR MGMT INC COM 40204010 267 6014 SH SHARED 6014 D GUITAR CTR MGMT INC COM 40204010 3644 81962 SH SHARED 02 81962 D GUITAR CTR MGMT INC COM 40204010 124 2800 SH SHARED 10 2800 D GULF ISLAND FABRICATION INC COM 40230710 51 2565 SH SHARED 2565 D GULFMARK OFFSHORE INC COM 40262910 330 12786 SH SHARED 12786 D GULFPORT ENERGY CORP COM NEW 40263530 2167 196355 SH SHARED 196355 D GULFPORT ENERGY CORP COM NEW 40263530 54 4900 SH SHARED 21 4900 D GYMBOREE CORP COM 40377710 348 10016 SH SHARED 10016 D GYMBOREE CORP COM 40377710 121 3500 SH SHARED 01 3500 D GYMBOREE CORP COM 40377710 604 17387 SH SHARED 02 17387 D GYMBOREE CORP COM 40377710 2050 59000 SH SHARED 10 59000 D GYMBOREE CORP COM 40377710 3568 102670 SH SHARED 17 33270 69400 D GYRODYNE CO AMER INC COM 40382010 137 2566 SH SHARED 2566 D H & E EQUIPMENT SERVICES INC COM 40403010 1188 40351 SH SHARED 40051 300 D H & E EQUIPMENT SERVICES INC COM 40403010 19 645 SH SHARED 02 645 D H & E EQUIPMENT SERVICES INC COM 40403010 4892 166120 SH SHARED 10 166120 D H & E EQUIPMENT SERVICES INC COM 40403010 6570 223100 SH SHARED 17 223100 D H & Q LIFE SCIENCES INVS SH BEN INT 40405310 49 3197 SH SHARED 3197 D HCA INC COM 40411910 17265 400123 SH SHARED 391717 8406 D HCA INC COM 40411910 3247 75253 SH SHARED 01 75253 D HCA INC COM 40411910 11616 269213 SH SHARED 02 269213 D HCA INC COM 40411910 2362 54757 SH SHARED 06 54757 D HCA INC COM 40411910 565 13100 SH SHARED 10 13100 D HCA INC COM 40411910 188 4376 SH SHARED 14 4376 D HCA INC COM 40411910 118613 2748872 SH SHARED 17 2725772 23100 D HCC INS HLDGS INC NOTE 2.000% 9/0 404132AC 7159 5158000 PRN SHARED 02 5158000 D HCC INS HLDGS INC COM 40413210 7886 267881 SH SHARED 211181 56700 D HCC INS HLDGS INC COM 40413210 1426 48450 SH SHARED 01 48450 D HCC INS HLDGS INC COM 40413210 1337 45425 SH SHARED 02 45425 D HCC INS HLDGS INC COM 40413210 2311 78500 SH SHARED 10 78500 D HCC INS HLDGS INC COM 40413210 6876 233590 SH SHARED 17 70590 163000 D HCC INS HLDGS INC COM 40413210 111 3800 SH SHARED 21 3800 D HDFC BANK LTD ADR REPS 3 SHS 40415F10 757 13884 SH SHARED 13884 D HDFC BANK LTD ADR REPS 3 SHS 40415F10 1636 30000 SH SHARED 02 30000 D HD PARTNERS ACQUISITION CORP UNIT 99/99/9999 40415K20 588 75000 SH SHARED 75000 D HMS HLDGS CORP COM 40425J10 2128 198600 SH SHARED 17 198600 D HNI CORP COM 40425110 140 3100 SH SHARED 3100 D HNI CORP COM 40425110 707 15600 SH SHARED 01 15600 D HNI CORP COM 40425110 608 13408 SH SHARED 02 13408 D HNI CORP COM 40425110 163 3600 SH SHARED 17 3600 D HRPT PPTYS TR COM SH BEN INT 40426W10 1263 109328 SH SHARED 109328 D HRPT PPTYS TR COM SH BEN INT 40426W10 26 2300 SH SHARED 01 2300 D HRPT PPTYS TR COM SH BEN INT 40426W10 151 13085 SH SHARED 02 13085 D HRPT PPTYS TR COM SH BEN INT 40426W10 76089 6582171 SH SHARED 11 6582171 D HSBC HLDGS PLC SPON ADR NEW 40428040 5619 63604 SH SHARED 55682 7922 D HSBC HLDGS PLC SPON ADR NEW 40428040 556 6301 SH SHR/OTHR 6301 D HSBC HLDGS PLC SPON ADR NEW 40428040 1953 22111 SH SHARED 01 22111 D HSBC HLDGS PLC SPON ADR NEW 40428040 10 120 SH SHARED 20 120 D HSBC HLDGS PLC SPON ADR NEW 40428040 26 300 SH SHR/OTHR 23 300 D HAEMONETICS CORP COM 40502410 303 6531 SH SHARED 6531 D HAEMONETICS CORP COM 40502410 73 1579 SH SHARED 02 1579 D HAEMONETICS CORP COM 40502410 162 3500 SH SHARED 10 3500 D HAEMONETICS CORP COM 40502410 506 10900 SH SHARED 17 10900 D HAIN CELESTIAL GROUP INC COM 40521710 757 29408 SH SHARED 29408 D HAIN CELESTIAL GROUP INC COM 40521710 33 1301 SH SHR/OTHR 1301 D HAIN CELESTIAL GROUP INC COM 40521710 0 32 SH SHARED 02 32 D HAIN CELESTIAL GROUP INC COM 40521710 64 2500 SH SHARED 10 2500 D HAIN CELESTIAL GROUP INC COM 40521710 38 1500 SH SHARED 17 1500 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM 4010 2000000 PRN SHARED 2000000 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM 6829 3406000 PRN SHARED 02 3406000 D HALLIBURTON CO COM 40621610 7599 102405 SH SHARED 102405 D HALLIBURTON CO COM 40621610 115973 1562777 SH SHARED 1282077 280700 D HALLIBURTON CO COM 40621610 170 2300 SH SHR/OTHR 2300 D HALLIBURTON CO COM 40621610 7220 97300 SH SHARED 01 97300 D HALLIBURTON CO COM 40621610 19166 258272 SH SHARED 02 258272 D HALLIBURTON CO COM 40621610 2708 36500 SH SHARED 04 36500 D HALLIBURTON CO COM 40621610 4372 58922 SH SHARED 06 58922 D HALLIBURTON CO COM 40621610 196367 2646100 SH SHARED 10 1524305 470200 651595 D HALLIBURTON CO COM 40621610 289 3900 SH SHR/OTHR 10 3900 D HALLIBURTON CO COM 40621610 960 12941 SH SHARED 14 12941 D HALLIBURTON CO COM 40621610 3628 48900 SH SHARED 15 48900 D HALLIBURTON CO COM 40621610 3710 50000 SH SHARED 16 50000 D HALLIBURTON CO COM 40621610 24836 334679 SH SHARED 17 322519 12160 D HALLIBURTON CO COM 40621610 330 4450 SH SHARED 20 1030 3420 D HALLIBURTON CO COM 40621610 33 450 SH SHR/OTHR 21 450 D HALLIBURTON CO COM 40621610 3374 45470 SH SHARED 22 42980 2490 D HALLIBURTON CO COM 40621610 244 3300 SH SHARED 23 3300 D HALLIBURTON CO COM 40621610 2258 30435 SH SHR/OTHR 23 30435 D HALOZYME THERAPEUTICS INC COM 40637H10 296 109748 SH SHARED 109748 D HANA BIOSCIENCES INC COM 40963P10 233 25700 SH SHARED 25000 700 D HANAROTELECOM INC SPON ADR NEW 40964930 45 8105 SH SHARED 8105 D HANCOCK HLDG CO COM 41012010 380 6787 SH SHARED 6787 D HANCOCK HLDG CO COM 41012010 67 1200 SH SHARED 01 1200 D HANCOCK HLDG CO COM 41012010 34 622 SH SHARED 02 622 D HANCOCK HLDG CO COM 41012010 6171 110200 SH SHARED 10 110200 D HANCOCK HLDG CO COM 41012010 1083 19350 SH SHARED 17 4750 14600 D HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T10 13 1264 SH SHARED 1264 D HANCOCK JOHN PATRIOT SELCT D COM 41013U10 259 21534 SH SHARED 21534 D HANCOCK JOHN TAX-ADV DIV INC COM 41013V10 5436 315369 SH SHARED 315369 D HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W10 337 15000 SH SHARED 15000 D HANCOCK JOHN FINL TRENDS FD COM 41014X10 1728 97600 SH SHARED 97600 D HANDLEMAN CO DEL COM 41025210 40 4988 SH SHARED 4988 D HANDLEMAN CO DEL COM 41025210 30 3712 SH SHARED 02 3712 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 50 6000 SH SHARED 6000 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 253 30300 SH SHARED 01 30300 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 5196 621600 SH SHARED 17 621600 D HANMI FINL CORP COM 41049510 207 10669 SH SHARED 10669 D HANMI FINL CORP COM 41049510 19 1000 SH SHARED 01 1000 D HANMI FINL CORP COM 41049510 1489 76600 SH SHARED 10 76600 D HANMI FINL CORP COM 41049510 608 31300 SH SHARED 17 31300 D HANOVER CAP MTG HLDGS INC COM 41076110 2 522 SH SHARED 522 D HANOVER COMPRESSOR CO NOTE 4.750% 3/1 410768AC 1219 1260000 PRN SHARED 02 1260000 D HANOVER COMPRESSOR CO COM 41076810 556 29623 SH SHARED 29623 D HANOVER COMPRESSOR CO COM 41076810 606 32300 SH SHARED 01 32300 D HANOVER COMPRESSOR CO COM 41076810 717 38187 SH SHARED 02 38187 D HANOVER COMPRESSOR CO COM 41076810 206 11000 SH SHARED 10 11000 D HANOVER INS GROUP INC COM 41086710 1160 24455 SH SHARED 24200 255 D HANOVER INS GROUP INC COM 41086710 1480 31200 SH SHARED 01 31200 D HANOVER INS GROUP INC COM 41086710 625 13176 SH SHARED 02 13176 D HANOVER INS GROUP INC COM 41086710 678 14300 SH SHARED 17 14300 D HANSEN NAT CORP COM 41131010 646 3395 SH SHARED 3295 100 D HANSEN NAT CORP COM 41131010 490 2577 SH SHARED 02 2577 D HANSEN NAT CORP COM 41131010 2455 12900 SH SHARED 17 12500 400 D HANSEN NAT CORP COM 41131010 38 200 SH SHARED 20 200 D HARBOR FLA BANCSHARES INC COM 41190110 174 4700 SH SHARED 4700 D HARBOR FLA BANCSHARES INC COM 41190110 1292 34800 SH SHARED 10 34800 D HARBOR FLA BANCSHARES INC COM 41190110 259 7000 SH SHARED 17 7000 D HARLAND JOHN H CO COM 41269310 1178 27101 SH SHARED 27101 D HARLAND JOHN H CO COM 41269310 17 400 SH SHARED 01 400 D HARLAND JOHN H CO COM 41269310 260 5999 SH SHARED 02 5999 D HARLAND JOHN H CO COM 41269310 2027 46600 SH SHARED 17 12800 33800 D HARLEY DAVIDSON INC COM 41282210 1344 24500 SH SHARED 24500 D HARLEY DAVIDSON INC COM 41282210 52107 949309 SH SHARED 919920 29389 D HARLEY DAVIDSON INC COM 41282210 27 500 SH SHR/OTHR 500 D HARLEY DAVIDSON INC COM 41282210 2837 51700 SH SHARED 01 51700 D HARLEY DAVIDSON INC COM 41282210 6257 113996 SH SHARED 02 113996 D HARLEY DAVIDSON INC COM 41282210 335 6106 SH SHARED 04 6106 D HARLEY DAVIDSON INC COM 41282210 1618 29488 SH SHARED 06 29488 D HARLEY DAVIDSON INC COM 41282210 53199 969205 SH SHARED 10 248175 587100 133930 D HARLEY DAVIDSON INC COM 41282210 13408 244282 SH SHARED 17 241582 2700 D HARLEY DAVIDSON INC COM 41282210 673 12276 SH SHARED 18 12276 D HARLEY DAVIDSON INC COM 41282210 8285 150952 SH SHARED 19 150952 D HARLEY DAVIDSON INC COM 41282210 30 550 SH SHR/OTHR 21 550 D HARLEY DAVIDSON INC COM 41282210 164 3000 SH SHARED 22 3000 D HARLEY DAVIDSON INC COM 41282210 10 200 SH SHARED 23 200 D HARLEY DAVIDSON INC COM 41282210 417 7600 SH SHR/OTHR 23 7600 D HARLEYSVILLE GROUP INC COM 41282410 418 13187 SH SHARED 13187 D HARLEYSVILLE GROUP INC COM 41282410 1 56 SH SHARED 02 56 D HARLEYSVILLE GROUP INC COM 41282410 539 17000 SH SHARED 17 17000 D HARLEYSVILLE NATL CORP PA COM 41285010 143 6752 SH SHARED 6752 D HARLEYSVILLE NATL CORP PA COM 41285010 2 137 SH SHARED 01 137 D HARLEYSVILLE NATL CORP PA COM 41285010 0 10 SH SHARED 02 10 D HARLEYSVILLE NATL CORP PA COM 41285010 133 6300 SH SHARED 10 6300 D HARMAN INTL INDS INC COM 41308610 4073 47718 SH SHARED 47600 118 D HARMAN INTL INDS INC COM 41308610 77 912 SH SHR/OTHR 912 D HARMAN INTL INDS INC COM 41308610 1161 13600 SH SHARED 01 13600 D HARMAN INTL INDS INC COM 41308610 1558 18256 SH SHARED 02 18256 D HARMAN INTL INDS INC COM 41308610 622 7289 SH SHARED 06 7289 D HARMAN INTL INDS INC COM 41308610 7999 93700 SH SHARED 10 91900 1800 D HARMAN INTL INDS INC COM 41308610 77 913 SH SHARED 14 913 D HARMAN INTL INDS INC COM 41308610 87914 1029800 SH SHARED 17 1029100 700 D HARMONIC INC COM 41316010 84 18787 SH SHARED 18787 D HARMONIC INC COM 41316010 1 360 SH SHARED 02 360 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 5081 311926 SH SHARED 311926 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 1265 77700 SH SHARED 02 77700 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 2581 158500 SH SHARED 04 158500 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 34599 2124000 SH SHARED 10 2124000 D HARRAHS ENTMT INC COM 41361910 15823 222297 SH SHARED 221931 366 D HARRAHS ENTMT INC COM 41361910 2761 38791 SH SHARED 01 38791 D HARRAHS ENTMT INC COM 41361910 9862 138564 SH SHARED 02 138564 D HARRAHS ENTMT INC COM 41361910 2269 31882 SH SHARED 06 31882 D HARRAHS ENTMT INC COM 41361910 163 2300 SH SHARED 10 2300 D HARRAHS ENTMT INC COM 41361910 8383 117775 SH SHARED 17 114922 2853 D HARRIS & HARRIS GROUP INC COM 41383310 1102 99891 SH SHARED 99891 D HARRIS & HARRIS GROUP INC COM 41383310 24 2200 SH SHARED 01 2200 D HARRIS & HARRIS GROUP INC COM 41383310 0 65 SH SHARED 02 65 D HARRIS CORP DEL COM 41387510 5479 132000 SH SHARED 131000 1000 D HARRIS CORP DEL COM 41387510 1797 43300 SH SHARED 01 43300 D HARRIS CORP DEL COM 41387510 1375 33129 SH SHARED 02 33129 D HARRIS CORP DEL COM 41387510 323 7800 SH SHARED 17 6800 1000 D HARRIS INTERACTIVE INC COM 41454910 75 13224 SH SHARED 13224 D HARRIS INTERACTIVE INC COM 41454910 12 2175 SH SHARED 02 2175 D HARRIS INTERACTIVE INC COM 41454910 2871 503700 SH SHARED 10 503700 D HARRIS INTERACTIVE INC COM 41454910 59 10500 SH SHARED 17 10500 D HARSCO CORP COM 41586410 1520 19500 SH SHARED 19500 D HARSCO CORP COM 41586410 8994 115372 SH SHARED 113704 1668 D HARSCO CORP COM 41586410 951 12200 SH SHARED 01 12200 D HARSCO CORP COM 41586410 972 12473 SH SHARED 02 12473 D HARSCO CORP COM 41586410 15827 203020 SH SHARED 17 202720 300 D HARSCO CORP COM 41586410 7727 99122 SH SHARED 19 99122 D HARTE-HANKS INC COM 41619610 1571 61300 SH SHARED 61300 D HARTE-HANKS INC COM 41619610 557 21750 SH SHARED 01 21750 D HARTE-HANKS INC COM 41619610 366 14294 SH SHARED 02 14294 D HARTE-HANKS INC COM 41619610 299 11700 SH SHARED 10 11700 D HARTE-HANKS INC COM 41619610 528 20600 SH SHARED 17 8800 11800 D HARTFORD FINL SVCS GROUP INC COM 41651510 1521 17980 SH SHARED 17980 D HARTFORD FINL SVCS GROUP INC COM 41651510 43389 512882 SH SHARED 499803 13079 D HARTFORD FINL SVCS GROUP INC COM 41651510 498 5894 SH SHR/OTHR 5894 D HARTFORD FINL SVCS GROUP INC COM 41651510 5185 61299 SH SHARED 01 61299 D HARTFORD FINL SVCS GROUP INC COM 41651510 6854 81021 SH SHARED 02 81021 D HARTFORD FINL SVCS GROUP INC COM 41651510 3807 45000 SH SHARED 04 45000 D HARTFORD FINL SVCS GROUP INC COM 41651510 7691 90914 SH SHARED 06 90914 D HARTFORD FINL SVCS GROUP INC COM 41651510 5642 66700 SH SHARED 10 63300 3400 D HARTFORD FINL SVCS GROUP INC COM 41651510 2622 31000 SH SHARED 14 31000 D HARTFORD FINL SVCS GROUP INC COM 41651510 2538 30000 SH SHARED 16 30000 D HARTFORD FINL SVCS GROUP INC COM 41651510 11636 137548 SH SHARED 17 135948 1600 D HARTFORD FINL SVCS GROUP INC COM 41651510 8589 101533 SH SHARED 19 101533 D HARTFORD FINL SVCS GROUP INC COM 41651510 214 2534 SH SHARED 23 2534 D HARTFORD FINL SVCS GROUP INC COM 41651510 974 11522 SH SHR/OTHR 23 11522 D HARTMARX CORP COM 41711910 37 6308 SH SHARED 6308 D HARVEST ENERGY TR TRUST UNIT 41752X10 56 1900 SH SHARED 1500 400 D HARVEST ENERGY TR TRUST UNIT 41752X10 11 400 SH SHARED 10 400 D HARVEST ENERGY TR TRUST UNIT 41752X10 26 900 SH SHARED 17 900 D HARVEST ENERGY TR TRUST UNIT 41752X10 19 645 SH SHR/OTHR 23 645 D HARVEST NATURAL RESOURCES IN COM 41754V10 146 10816 SH SHARED 10816 D HARVEST NATURAL RESOURCES IN COM 41754V10 94 7000 SH SHARED 01 7000 D HARVEST NATURAL RESOURCES IN COM 41754V10 8 591 SH SHARED 02 591 D HARVEST NATURAL RESOURCES IN COM 41754V10 2862 211400 SH SHARED 10 211400 D HARVEST NATURAL RESOURCES IN COM 41754V10 846 62500 SH SHARED 17 62500 D HASBRO INC DBCV 2.750%12/0 418056AN 3139 3165000 PRN SHARED 3165000 D HASBRO INC DBCV 2.750%12/0 418056AN 1118 1128000 PRN SHARED 02 1128000 D HASBRO INC COM 41805610 25260 1394845 SH SHARED 1373991 20854 D HASBRO INC COM 41805610 1062 58649 SH SHARED 01 58649 D HASBRO INC COM 41805610 1466 81003 SH SHARED 02 81003 D HASBRO INC COM 41805610 247 13690 SH SHARED 06 13690 D HASBRO INC COM 41805610 4339 239600 SH SHARED 10 4500 235100 D HASBRO INC COM 41805610 27 1492 SH SHARED 14 1492 D HASBRO INC COM 41805610 6008 331788 SH SHARED 17 128188 203600 D HAVAS SPONSORED ADR 41931310 197 39560 SH SHARED 39560 D HAVERTY FURNITURE INC COM 41959610 184 11790 SH SHARED 11790 D HAWAIIAN ELEC INDUSTRIES COM 41987010 142 5100 SH SHARED 4600 500 D HAWAIIAN ELEC INDUSTRIES COM 41987010 641 23000 SH SHARED 01 23000 D HAWAIIAN ELEC INDUSTRIES COM 41987010 535 19186 SH SHARED 02 19186 D HAWAIIAN ELEC INDUSTRIES COM 41987010 298 10700 SH SHARED 17 10700 D HAWAIIAN HOLDINGS INC COM 41987910 27 8000 SH SHARED 8000 D HAYES LEMMERZ INTL INC COM NEW 42078130 7839 2472985 SH SHARED 2472985 D HAYES LEMMERZ INTL INC COM NEW 42078130 3749 1182905 SH SHARED 02 1182905 D HEALTHCARE SVCS GRP INC COM 42190610 145 6956 SH SHARED 6956 D HEALTHCARE SVCS GRP INC COM 42190610 6 296 SH SHARED 02 296 D HEALTHCARE SVCS GRP INC COM 42190610 10 500 SH SHARED 17 500 D HEALTHCARE SVCS GRP INC COM 42190610 67 3200 SH SHARED 21 3200 D HEALTH CARE PPTY INVS INC COM 42191510 58 2200 SH SHARED 2200 D HEALTH CARE PPTY INVS INC COM 42191510 53 2000 SH SHARED 01 2000 D HEALTH CARE PPTY INVS INC COM 42191510 288 10800 SH SHARED 02 10800 D HEALTH CARE PPTY INVS INC COM 42191510 5 200 SH SHARED 17 200 D HEALTH CARE PPTY INVS INC COM 42191510 411 15400 SH SHARED 20 15400 D HEALTH CARE PPTY INVS INC COM 42191510 85 3200 SH SHARED 21 3200 D HEALTH MGMT ASSOC INC NEW NOTE 1.500% 8/0 421933AF 45360 45000000 PRN SHARED 45000000 D HEALTH MGMT ASSOC INC NEW NOTE 1.500% 8/0 421933AF 3063 3039000 PRN SHARED 02 3039000 D HEALTH MGMT ASSOC INC NEW NOTE 1/2 421933AG 6 8000 PRN SHARED 02 8000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 4431 224856 SH SHARED 219670 5186 D HEALTH MGMT ASSOC INC NEW CL A 42193310 833 42300 SH SHARED 01 42300 D HEALTH MGMT ASSOC INC NEW CL A 42193310 1268 64372 SH SHARED 02 64372 D HEALTH MGMT ASSOC INC NEW CL A 42193310 471 23904 SH SHARED 06 23904 D HEALTH MGMT ASSOC INC NEW CL A 42193310 715 36300 SH SHARED 10 30800 5500 D HEALTH MGMT ASSOC INC NEW CL A 42193310 2290 116235 SH SHARED 17 102735 13500 D HEALTH MGMT ASSOC INC NEW CL A 42193310 158 8035 SH SHARED 21 8035 D HEALTHCARE RLTY TR COM 42194610 382 12000 SH SHARED 12000 D HEALTHCARE RLTY TR COM 42194610 82 2600 SH SHARED 01 2600 D HEALTHCARE RLTY TR COM 42194610 1156 36300 SH SHARED 02 36300 D HEALTHCARE RLTY TR COM 42194610 1012 31800 SH SHARED 10 31800 D HEALTHCARE RLTY TR COM 42194610 665 20900 SH SHARED 17 20900 D HEALTHCARE RLTY TR COM 42194610 66 2100 SH SHARED 21 2100 D HEADWATERS INC COM 42210P10 327 12828 SH SHARED 12828 D HEADWATERS INC COM 42210P10 4 174 SH SHARED 02 174 D HEADWATERS INC COM 42210P10 89 3500 SH SHARED 10 3500 D HEADWATERS INC COM 42210P10 5188 203000 SH SHARED 17 203000 D HEALTH CARE REIT INC COM 42217K10 3 100 SH SHARED 01 100 D HEALTH CARE REIT INC COM 42217K10 160 4600 SH SHARED 02 4600 D HEALTH CARE REIT INC COM 42217K10 391 11200 SH SHARED 10 11200 D HEALTH CARE REIT INC COM 42217K10 436 12500 SH SHARED 17 12500 D HEALTHEXTRAS INC COM 42221110 1311 43389 SH SHARED 43089 300 D HEALTHEXTRAS INC COM 42221110 27 925 SH SHR/OTHR 925 D HEALTHEXTRAS INC COM 42221110 18 607 SH SHARED 02 607 D HEALTHEXTRAS INC COM 42221110 7071 233990 SH SHARED 10 233990 D HEALTHEXTRAS INC COM 42221110 13036 431400 SH SHARED 17 431400 D HEALTH NET INC COM 42222G10 17805 394184 SH SHARED 391700 2484 D HEALTH NET INC COM 42222G10 1549 34300 SH SHARED 01 34300 D HEALTH NET INC COM 42222G10 1407 31150 SH SHARED 02 31150 D HEALTH NET INC COM 42222G10 1761 39000 SH SHARED 04 39000 D HEALTH NET INC COM 42222G10 351 7782 SH SHARED 06 7782 D HEALTH NET INC COM 42222G10 117 2600 SH SHARED 10 2600 D HEALTH NET INC COM 42222G10 318 7044 SH SHARED 14 7044 D HEALTH NET INC COM 42222G10 1440 31900 SH SHARED 17 25500 6400 D HEALTH NET INC COM 42222G10 218 4830 SH SHARED 21 4830 D HEALTHTRONICS INC COM 42222L10 68 8904 SH SHARED 8904 D HEALTHSPRING INC COM 42224N10 86 4636 SH SHARED 4636 D HEALTHSPRING INC COM 42224N10 3 160 SH SHARED 02 160 D HEALTHSPRING INC COM 42224N10 15136 807300 SH SHARED 17 807300 D HEALTHWAYS INC COM 42224510 458 8714 SH SHARED 8714 D HEALTHWAYS INC COM 42224510 44 850 SH SHR/OTHR 850 D HEALTHWAYS INC COM 42224510 263 5000 SH SHARED 01 5000 D HEALTHWAYS INC COM 42224510 3 71 SH SHARED 02 71 D HEALTHWAYS INC COM 42224510 2589 49200 SH SHARED 10 49200 D HEALTHWAYS INC COM 42224510 2574 48900 SH SHARED 17 48900 D HEARST-ARGYLE TELEVISION INC COM 42231710 52 2400 SH SHARED 2400 D HEARST-ARGYLE TELEVISION INC COM 42231710 19 900 SH SHARED 01 900 D HEARST-ARGYLE TELEVISION INC COM 42231710 53 2438 SH SHARED 02 2438 D HEARST-ARGYLE TELEVISION INC COM 42231710 6 300 SH SHARED 17 300 D HEARTLAND FINL USA INC COM 42234Q10 68 2566 SH SHARED 2566 D HEARTLAND EXPRESS INC COM 42234710 286 16013 SH SHARED 16013 D HEARTLAND EXPRESS INC COM 42234710 23 1338 SH SHR/OTHR 1338 D HEARTLAND EXPRESS INC COM 42234710 0 50 SH SHARED 02 50 D HEARTLAND EXPRESS INC COM 42234710 434 24300 SH SHARED 17 24300 D HEARTLAND PMT SYS INC COM 42235N10 57 2076 SH SHARED 2076 D HEARTLAND PMT SYS INC COM 42235N10 30 1100 SH SHR/OTHR 1100 D HECLA MNG CO COM 42270410 2509 478069 SH SHARED 478069 D HECLA MNG CO COM 42270410 159 30400 SH SHARED 01 30400 D HECLA MNG CO COM 42270410 5 987 SH SHARED 02 987 D HECTOR COMMUNICATIONS CORP COM 42273010 3213 91700 SH SHARED 91700 D HEICO CORP NEW COM 42280610 228 8060 SH SHARED 6060 2000 D HEICO CORP NEW COM 42280610 13 482 SH SHARED 02 482 D HEICO CORP NEW COM 42280610 133 4700 SH SHARED 10 4700 D HEICO CORP NEW CL A 42280620 15 662 SH SHARED 662 D HEIDRICK & STRUGGLES INTL IN COM 42281910 487 14399 SH SHARED 14399 D HEIDRICK & STRUGGLES INTL IN COM 42281910 109 3249 SH SHARED 02 3249 D HEINZ H J CO COM 42307410 220498 5349320 SH SHARED 5324461 24859 D HEINZ H J CO COM 42307410 1229 29834 SH SHR/OTHR 29834 D HEINZ H J CO COM 42307410 2842 68949 SH SHARED 01 68949 D HEINZ H J CO COM 42307410 29677 719985 SH SHARED 02 719985 D HEINZ H J CO COM 42307410 1217 29530 SH SHARED 06 29530 D HEINZ H J CO COM 42307410 1904 46200 SH SHARED 10 46200 D HEINZ H J CO COM 42307410 327 7955 SH SHARED 14 7955 D HEINZ H J CO COM 42307410 6769 164233 SH SHARED 17 155033 9200 D HEINZ H J CO COM 42307410 45 1100 SH SHARED 20 1100 D HEINZ H J CO COM 42307410 31 766 SH SHR/OTHR 20 766 D HEINZ H J CO COM 42307410 216 5250 SH SHR/OTHR 21 5250 D HEINZ H J CO COM 42307410 41 1000 SH SHR/OTHR 22 1000 D HEINZ H J CO COM 42307410 1046 25400 SH SHARED 23 25400 D HEINZ H J CO COM 42307410 1123 27250 SH SHR/OTHR 23 27250 D HELIX ENERGY SOLUTIONS GRP I COM 42330P10 9380 232409 SH SHARED 232409 D HELIX ENERGY SOLUTIONS GRP I COM 42330P10 8 200 SH SHR/OTHR 200 D HELIX ENERGY SOLUTIONS GRP I COM 42330P10 221 5500 SH SHARED 02 5500 D HELIX ENERGY SOLUTIONS GRP I COM 42330P10 2248 55700 SH SHARED 10 55700 D HELIX ENERGY SOLUTIONS GRP I COM 42330P10 754 18700 SH SHARED 17 18700 D HELLENIC TELECOM ORGANIZATN SPONSORED ADR 42332530 16681 1497410 SH SHARED 1491800 5610 D HELMERICH & PAYNE INC COM 42345210 476 7900 SH SHARED 7900 D HELMERICH & PAYNE INC COM 42345210 1241 20600 SH SHARED 01 20600 D HELMERICH & PAYNE INC COM 42345210 772 12817 SH SHARED 02 12817 D HELMERICH & PAYNE INC COM 42345210 2374 39400 SH SHARED 17 38600 800 D HENRY JACK & ASSOC INC COM 42628110 425 21630 SH SHARED 21630 D HENRY JACK & ASSOC INC COM 42628110 31 1600 SH SHR/OTHR 1600 D HENRY JACK & ASSOC INC COM 42628110 383 19500 SH SHARED 01 19500 D HENRY JACK & ASSOC INC COM 42628110 261 13300 SH SHARED 02 13300 D HENRY JACK & ASSOC INC COM 42628110 127 6500 SH SHARED 10 6500 D HENRY JACK & ASSOC INC COM 42628110 15 800 SH SHR/OTHR 23 800 D HERITAGE COMMERCE CORP COM 42692710 53 2170 SH SHARED 2170 D HERITAGE COMMERCE CORP COM 42692710 2 116 SH SHARED 02 116 D HERCULES INC SDCV 8.000% 8/1 427056AK 19 19500 PRN SHARED 19500 D HERCULES INC SDCV 8.000% 8/1 427056AK 10 10000 PRN SHR/OTHR 10000 D HERCULES INC SDCV 8.000% 8/1 427056AK 0 750 PRN SHR/OTHR 23 750 D HERCULES INC COM 42705610 1532 100410 SH SHARED 100410 D HERCULES INC COM 42705610 268 17600 SH SHARED 01 17600 D HERCULES INC COM 42705610 830 54404 SH SHARED 02 54404 D HERCULES INC COM 42705610 88 5800 SH SHARED 06 5800 D HERCULES INC COM 42705610 108 7100 SH SHARED 10 7100 D HERCULES INC COM 42705610 1366 89537 SH SHARED 17 89537 D HERCULES INC COM 42705610 45 3000 SH SHR/OTHR 23 3000 D HERCULES OFFSHORE INC COM 42709310 531 15191 SH SHARED 15191 D HERCULES OFFSHORE INC COM 42709310 2 57 SH SHARED 02 57 D HERCULES OFFSHORE INC COM 42709310 5715 163300 SH SHARED 17 163300 D HERCULES TECH GROWTH CAP INC COM 42709650 3604 297867 SH SHARED 17 297867 D HERITAGE PPTY INVT TR INC COM 42725M10 260 7450 SH SHARED 7450 D HERITAGE PPTY INVT TR INC COM 42725M10 59 1700 SH SHARED 01 1700 D HERITAGE PPTY INVT TR INC COM 42725M10 44 1268 SH SHARED 02 1268 D HERITAGE PPTY INVT TR INC COM 42725M10 2325 66600 SH SHARED 10 66600 D HERITAGE PPTY INVT TR INC COM 42725M10 45689 1308400 SH SHARED 11 1308400 D HERITAGE PPTY INVT TR INC COM 42725M10 415 11900 SH SHARED 17 11900 D HERLEY INDS INC DEL COM 42739810 33 2956 SH SHARED 2956 D HERLEY INDS INC DEL COM 42739810 9 886 SH SHARED 02 886 D HERLEY INDS INC DEL COM 42739810 4148 370100 SH SHARED 17 370100 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 30 3300 SH SHARED 3300 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 16 1812 SH SHARED 02 1812 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 34380 3700800 SH SHARED 11 3700800 D HERSHEY CO COM 42786610 9471 171984 SH SHARED 168000 3984 D HERSHEY CO COM 42786610 2340 42499 SH SHARED 01 42499 D HERSHEY CO COM 42786610 2777 50430 SH SHARED 02 50430 D HERSHEY CO COM 42786610 1735 31509 SH SHARED 06 31509 D HERSHEY CO COM 42786610 29779 540763 SH SHARED 10 115023 347000 78740 D HERSHEY CO COM 42786610 6955 126306 SH SHARED 17 122006 4300 D HERSHEY CO COM 42786610 33 600 SH SHARED 20 600 D HERSHEY CO COM 42786610 28 525 SH SHR/OTHR 21 525 D HESS CORP COM 42809H10 52070 985259 SH SHARED 985034 225 D HESS CORP COM 42809H10 295 5598 SH SHR/OTHR 5598 D HESS CORP COM 42809H10 3313 62697 SH SHARED 01 62697 D HESS CORP COM 42809H10 18830 356304 SH SHARED 02 332404 23900 D HESS CORP COM 42809H10 8123 153700 SH SHARED 06 153700 D HESS CORP COM 42809H10 64600 1222340 SH SHARED 10 133070 1046070 43200 D HESS CORP COM 42809H10 11856 224334 SH SHARED 17 223134 1200 D HESS CORP COM 42809H10 849 16072 SH SHR/OTHR 23 16072 D HESS CORP PFD CV ACES 7% 42809H20 45954 346300 SH SHARED 346300 D HESS CORP PFD CV ACES 7% 42809H20 95608 720484 SH SHARED 02 720484 D HESS CORP PFD CV ACES 7% 42809H20 2746 20700 SH SHARED 17 20700 D HEWITT ASSOCS INC COM 42822Q10 660 29379 SH SHARED 29379 D HEWITT ASSOCS INC COM 42822Q10 186 8300 SH SHARED 02 8300 D HEWITT ASSOCS INC COM 42822Q10 627 27900 SH SHARED 10 27900 D HEWITT ASSOCS INC COM 42822Q10 946 42100 SH SHARED 17 42100 D HEWLETT PACKARD CO NOTE 10/1 428236AC 2169 3550000 PRN SHARED 06 3550000 D HEWLETT PACKARD CO COM 42823610 213065 6725561 SH SHARED 6299385 426176 D HEWLETT PACKARD CO COM 42823610 2330 73557 SH SHR/OTHR 73557 D HEWLETT PACKARD CO COM 42823610 21854 689838 SH SHARED 01 689838 D HEWLETT PACKARD CO COM 42823610 152 4800 SH SHR/OTHR 01 4800 D HEWLETT PACKARD CO COM 42823610 78433 2475811 SH SHARED 02 2475811 D HEWLETT PACKARD CO COM 42823610 10105 319000 SH SHARED 04 319000 D HEWLETT PACKARD CO COM 42823610 9396 296622 SH SHARED 06 296622 D HEWLETT PACKARD CO COM 42823610 239041 7545513 SH SHARED 10 5687953 1857560 D HEWLETT PACKARD CO COM 42823610 351 11100 SH SHR/OTHR 10 11100 D HEWLETT PACKARD CO COM 42823610 1197 37809 SH SHARED 14 37809 D HEWLETT PACKARD CO COM 42823610 3846 121402 SH SHARED 15 121402 D HEWLETT PACKARD CO COM 42823610 52770 1665737 SH SHARED 17 1310637 355100 D HEWLETT PACKARD CO COM 42823610 12 400 SH SHARED 19 400 D HEWLETT PACKARD CO COM 42823610 614 19384 SH SHARED 20 2380 17004 D HEWLETT PACKARD CO COM 42823610 285 9000 SH SHR/OTHR 20 9000 D HEWLETT PACKARD CO COM 42823610 1563 49351 SH SHARED 21 49351 D HEWLETT PACKARD CO COM 42823610 386 12200 SH SHR/OTHR 21 12200 D HEWLETT PACKARD CO COM 42823610 546 17250 SH SHARED 22 10200 7050 D HEWLETT PACKARD CO COM 42823610 28 900 SH SHR/OTHR 22 900 D HEWLETT PACKARD CO COM 42823610 2712 85628 SH SHARED 23 84428 1200 D HEWLETT PACKARD CO COM 42823610 6817 215186 SH SHR/OTHR 23 215186 D HEXCEL CORP NEW COM 42829110 329 21000 SH SHARED 21000 D HEXCEL CORP NEW COM 42829110 283 18066 SH SHARED 02 18066 D HEXCEL CORP NEW COM 42829110 152 9700 SH SHARED 10 9700 D HEXCEL CORP NEW COM 42829110 83 5300 SH SHARED 17 5300 D HI-TECH PHARMACAL INC COM 42840B10 76 4629 SH SHARED 4629 D HI-TECH PHARMACAL INC COM 42840B10 53 3200 SH SHARED 01 3200 D HI-TECH PHARMACAL INC COM 42840B10 19 1165 SH SHARED 02 1165 D HI-TECH PHARMACAL INC COM 42840B10 998 60250 SH SHARED 10 60250 D HIBBETT SPORTING GOODS INC COM 42856510 227 9518 SH SHARED 9518 D HIBBETT SPORTING GOODS INC COM 42856510 6 261 SH SHARED 02 261 D HIBBETT SPORTING GOODS INC COM 42856510 118 4950 SH SHARED 10 4950 D HIBBETT SPORTING GOODS INC COM 42856510 967 40500 SH SHARED 17 7000 33500 D HICKORY TECH CORP COM 42906010 19 2721 SH SHARED 2721 D HIGH INCOME OPPORTUNITY FD I COM 42967Q10 2431 400519 SH SHARED 400519 D HIGHLAND HOSPITALITY CORP COM 43014110 299 21251 SH SHARED 21251 D HIGHLAND HOSPITALITY CORP COM 43014110 54 3900 SH SHARED 17 3900 D HIGHLAND HOSPITALITY CORP COM 43014110 66 4700 SH SHARED 21 4700 D HIGHWOODS PPTYS INC COM 43128410 3339 92298 SH SHARED 92298 D HIGHWOODS PPTYS INC COM 43128410 745 20600 SH SHARED 01 20600 D HIGHWOODS PPTYS INC COM 43128410 589 16300 SH SHARED 02 16300 D HIGHWOODS PPTYS INC COM 43128410 3111 86000 SH SHARED 10 86000 D HIGHWOODS PPTYS INC COM 43128410 70523 1949230 SH SHARED 11 1949230 D HIGHWOODS PPTYS INC COM 43128410 517 14300 SH SHARED 17 14300 D HILB ROGAL & HOBBS CO COM 43129410 336 9020 SH SHARED 9020 D HILB ROGAL & HOBBS CO COM 43129410 52 1400 SH SHARED 02 1400 D HILB ROGAL & HOBBS CO COM 43129410 245 6600 SH SHARED 10 6600 D HILB ROGAL & HOBBS CO COM 43129410 450 12100 SH SHARED 17 12100 D HILB ROGAL & HOBBS CO COM 43129410 85 2300 SH SHARED 21 2300 D HILLENBRAND INDS INC COM 43157310 614 12671 SH SHARED 11400 1271 D HILLENBRAND INDS INC COM 43157310 717 14800 SH SHARED 01 14800 D HILLENBRAND INDS INC COM 43157310 698 14400 SH SHARED 02 14400 D HILLENBRAND INDS INC COM 43157310 92 1900 SH SHARED 06 1900 D HILLENBRAND INDS INC COM 43157310 1784 36800 SH SHARED 10 36800 D HILLENBRAND INDS INC COM 43157310 480 9900 SH SHARED 17 5900 4000 D HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ 6560 5000000 PRN SHARED 5000000 D HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ 7937 6050000 PRN SHARED 02 6050000 D HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ 393 300000 PRN SHARED 06 300000 D HILTON HOTELS CORP COM 43284810 8539 301976 SH SHARED 301210 766 D HILTON HOTELS CORP COM 43284810 42 1500 SH SHR/OTHR 1500 D HILTON HOTELS CORP COM 43284810 1659 58672 SH SHARED 01 58672 D HILTON HOTELS CORP COM 43284810 12321 435711 SH SHARED 02 435711 D HILTON HOTELS CORP COM 43284810 991 35050 SH SHARED 06 35050 D HILTON HOTELS CORP COM 43284810 19 700 SH SHARED 10 700 D HILTON HOTELS CORP COM 43284810 794 28100 SH SHARED 14 28100 D HILTON HOTELS CORP COM 43284810 3664 129571 SH SHARED 17 127571 2000 D HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P10 181 31722 SH SHARED 17 31722 D HITACHI LIMITED ADR 10 COM 43357850 5 90 SH SHARED 90 D HITTITE MICROWAVE CORP COM 43365Y10 28 800 SH SHARED 800 D HOLLINGER INTL INC CL A 43556910 8553 1065187 SH SHARED 1065187 D HOLLINGER INTL INC CL A 43556910 81 10100 SH SHARED 17 10100 D HOLLY CORP COM PAR $0.01 43575830 542 11257 SH SHARED 11257 D HOLLY CORP COM PAR $0.01 43575830 139 2900 SH SHARED 02 2900 D HOLLY CORP COM PAR $0.01 43575830 9729 201850 SH SHARED 10 201850 D HOLLY CORP COM PAR $0.01 43575830 7145 148240 SH SHARED 17 148240 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 22 4750 SH SHARED 4750 D HOLOGIC INC COM 43644010 5729 116079 SH SHARED 115654 425 D HOLOGIC INC COM 43644010 29 600 SH SHR/OTHR 600 D HOLOGIC INC COM 43644010 78 1600 SH SHARED 01 1600 D HOLOGIC INC COM 43644010 91 1850 SH SHARED 02 1850 D HOLOGIC INC COM 43644010 10382 210340 SH SHARED 10 210340 D HOLOGIC INC COM 43644010 26091 528600 SH SHARED 17 528600 D HOME DEPOT INC COM 43707610 1050 29365 SH SHARED 29365 D HOME DEPOT INC COM 43707610 286894 8016040 SH SHARED 7082195 933845 D HOME DEPOT INC COM 43707610 2126 59422 SH SHR/OTHR 59422 D HOME DEPOT INC COM 43707610 16033 447989 SH SHARED 01 447989 D HOME DEPOT INC COM 43707610 61003 1704476 SH SHARED 02 1704476 D HOME DEPOT INC COM 43707610 1692 47282 SH SHARED 04 43794 3488 D HOME DEPOT INC COM 43707610 9518 265955 SH SHARED 06 265955 D HOME DEPOT INC COM 43707610 15127 422670 SH SHARED 10 345670 21600 55400 D HOME DEPOT INC COM 43707610 1501 41952 SH SHARED 14 41952 D HOME DEPOT INC COM 43707610 2147 60000 SH SHARED 15 60000 D HOME DEPOT INC COM 43707610 153771 4296505 SH SHARED 17 4278005 18500 D HOME DEPOT INC COM 43707610 5311 148416 SH SHARED 19 148416 D HOME DEPOT INC COM 43707610 1606 44873 SH SHARED 20 9150 35723 D HOME DEPOT INC COM 43707610 859 24020 SH SHR/OTHR 20 24020 D HOME DEPOT INC COM 43707610 391 10945 SH SHARED 21 10945 D HOME DEPOT INC COM 43707610 60 1700 SH SHR/OTHR 21 1700 D HOME DEPOT INC COM 43707610 50 1400 SH SHARED 22 400 1000 D HOME DEPOT INC COM 43707610 230 6435 SH SHR/OTHR 22 6435 D HOME DEPOT INC COM 43707610 1775 49605 SH SHARED 23 42205 7400 D HOME DEPOT INC COM 43707610 3380 94464 SH SHR/OTHR 23 94464 D HOME FEDERAL BANCORP INC COM 43709A10 19 1400 SH SHARED 02 1400 D HOME PROPERTIES INC COM 43730610 622 11208 SH SHARED 11208 D HOME PROPERTIES INC COM 43730610 99 1800 SH SHARED 01 1800 D HOME PROPERTIES INC COM 43730610 69 1252 SH SHARED 02 1252 D HOME PROPERTIES INC COM 43730610 2303 41500 SH SHARED 10 41500 D HOME PROPERTIES INC COM 43730610 29620 533600 SH SHARED 11 533600 D HOME PROPERTIES INC COM 43730610 2625 47300 SH SHARED 17 30000 17300 D HOME PROPERTIES INC COM 43730610 111 2010 SH SHARED 21 2010 D HOME SOLUTIONS AMER INC COM 43735510 4503 729927 SH SHARED 729927 D HOME SOLUTIONS AMER INC COM 43735510 38 6200 SH SHARED 01 6200 D HOMEBANC CORP GA COM 43738R10 125 15836 SH SHARED 15836 D HOMEBANC CORP GA COM 43738R10 4 572 SH SHARED 02 572 D HOMEBANC CORP GA COM 43738R10 235 29600 SH SHARED 10 29600 D HOMEBANC CORP GA COM 43738R10 19 2500 SH SHARED 17 2500 D HONDA MOTOR LTD AMERN SHS 43812830 1185 37247 SH SHARED 35767 1480 D HONEYWELL INTL INC COM 43851610 1382 34300 SH SHARED 34300 D HONEYWELL INTL INC COM 43851610 151504 3759424 SH SHARED 3631687 127737 D HONEYWELL INTL INC COM 43851610 13223 328124 SH SHR/OTHR 328124 D HONEYWELL INTL INC COM 43851610 7405 183749 SH SHARED 01 183749 D HONEYWELL INTL INC COM 43851610 11700 290333 SH SHARED 02 290333 D HONEYWELL INTL INC COM 43851610 123766 3071135 SH SHARED 04 3069500 1635 D HONEYWELL INTL INC COM 43851610 14973 371547 SH SHARED 06 371547 D HONEYWELL INTL INC COM 43851610 87078 2160756 SH SHARED 10 1520707 640049 D HONEYWELL INTL INC COM 43851610 197 4900 SH SHR/OTHR 10 4900 D HONEYWELL INTL INC COM 43851610 5373 133326 SH SHARED 14 133326 D HONEYWELL INTL INC COM 43851610 3862 95850 SH SHARED 15 95850 D HONEYWELL INTL INC COM 43851610 15442 383185 SH SHARED 17 369915 13270 D HONEYWELL INTL INC COM 43851610 397 9856 SH SHARED 20 835 9021 D HONEYWELL INTL INC COM 43851610 41 1038 SH SHR/OTHR 20 1038 D HONEYWELL INTL INC COM 43851610 253 6290 SH SHARED 21 6290 D HONEYWELL INTL INC COM 43851610 20 500 SH SHR/OTHR 21 500 D HONEYWELL INTL INC COM 43851610 323 8015 SH SHARED 22 4700 3315 D HONEYWELL INTL INC COM 43851610 1044 25925 SH SHARED 23 24875 1050 D HONEYWELL INTL INC COM 43851610 1477 36671 SH SHR/OTHR 23 36671 D HOOKER FURNITURE CORP COM 43903810 183 10954 SH SHARED 10954 D HOOKER FURNITURE CORP COM 43903810 1 92 SH SHARED 02 92 D HOOPER HOLMES INC COM 43910410 52 17285 SH SHARED 17285 D HOOPER HOLMES INC COM 43910410 31 10256 SH SHARED 02 10256 D HORACE MANN EDUCATORS CORP N COM 44032710 248 14665 SH SHARED 14665 D HORACE MANN EDUCATORS CORP N COM 44032710 103 6100 SH SHARED 01 6100 D HORACE MANN EDUCATORS CORP N COM 44032710 135 7983 SH SHARED 02 7983 D HORACE MANN EDUCATORS CORP N COM 44032710 88 5200 SH SHARED 10 5200 D HORACE MANN EDUCATORS CORP N COM 44032710 6 400 SH SHARED 17 400 D HORIZON FINL CORP WASH COM 44041F10 69 2527 SH SHARED 2527 D HORIZON FINL CORP WASH COM 44041F10 6 219 SH SHARED 02 219 D HORIZON HEALTH CORP COM 44041Y10 884 42360 SH SHARED 42360 D HORIZON LINES INC COM 44044K10 51 3224 SH SHARED 3224 D HORMEL FOODS CORP COM 44045210 161 4350 SH SHARED 4100 250 D HORMEL FOODS CORP COM 44045210 92 2500 SH SHR/OTHR 2500 D HORMEL FOODS CORP COM 44045210 1017 27400 SH SHARED 01 27400 D HORMEL FOODS CORP COM 44045210 668 17995 SH SHARED 02 17995 D HORMEL FOODS CORP COM 44045210 3405 91700 SH SHARED 10 91700 D HORMEL FOODS CORP COM 44045210 264 7133 SH SHARED 14 7133 D HORMEL FOODS CORP COM 44045210 1637 44100 SH SHARED 17 31900 12200 D HORNBECK OFFSHORE SVCS INC N COM 44054310 51 1450 SH SHARED 1450 D HORNBECK OFFSHORE SVCS INC N COM 44054310 1685 47447 SH SHARED 47222 225 D HORNBECK OFFSHORE SVCS INC N COM 44054310 4996 140670 SH SHARED 10 130070 10600 D HORNBECK OFFSHORE SVCS INC N COM 44054310 9721 273700 SH SHARED 17 273700 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 1370 31200 SH SHARED 27300 3900 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 852 19400 SH SHARED 01 19400 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 759 17287 SH SHARED 02 17287 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 1401 31900 SH SHARED 10 31900 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 23220 528700 SH SHARED 11 528700 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 196 4484 SH SHARED 14 4484 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 1154 26275 SH SHARED 17 8175 18100 D HOSPIRA INC COM 44106010 9354 217839 SH SHARED 172878 44961 D HOSPIRA INC COM 44106010 277 6471 SH SHR/OTHR 6471 D HOSPIRA INC COM 44106010 1918 44686 SH SHARED 01 44686 D HOSPIRA INC COM 44106010 3327 77491 SH SHARED 02 77491 D HOSPIRA INC COM 44106010 590 13760 SH SHARED 06 13760 D HOSPIRA INC COM 44106010 11331 263900 SH SHARED 10 47300 216600 D HOSPIRA INC COM 44106010 263 6146 SH SHARED 14 6146 D HOSPIRA INC COM 44106010 5704 132842 SH SHARED 17 78742 54100 D HOSPIRA INC COM 44106010 1696 39500 SH SHARED 18 39500 D HOSPIRA INC COM 44106010 9 210 SH SHR/OTHR 20 210 D HOSPIRA INC COM 44106010 9 220 SH SHARED 21 220 D HOSPIRA INC COM 44106010 130 3050 SH SHR/OTHR 22 3050 D HOSPIRA INC COM 44106010 519 12108 SH SHARED 23 11360 748 D HOSPIRA INC COM 44106010 265 6175 SH SHR/OTHR 23 6175 D HOST HOTELS & RESORTS INC COM 44107P10 30501 1394655 SH SHARED 566196 828459 D HOST HOTELS & RESORTS INC COM 44107P10 1520 69542 SH SHR/OTHR 69542 D HOST HOTELS & RESORTS INC COM 44107P10 559 25589 SH SHARED 01 25589 D HOST HOTELS & RESORTS INC COM 44107P10 759 34721 SH SHARED 02 34721 D HOST HOTELS & RESORTS INC COM 44107P10 2916 133366 SH SHARED 04 133366 D HOST HOTELS & RESORTS INC COM 44107P10 2093 95739 SH SHARED 10 366 95373 D HOST HOTELS & RESORTS INC COM 44107P10 463968 21214854 SH SHARED 11 21214854 D HOST HOTELS & RESORTS INC COM 44107P10 191 8734 SH SHARED 14 8734 D HOST HOTELS & RESORTS INC COM 44107P10 1603 73321 SH SHARED 17 70686 2635 D HOST HOTELS & RESORTS INC COM 44107P10 5 244 SH SHR/OTHR 23 244 D HOT TOPIC INC COM 44133910 1916 166495 SH SHARED 165995 500 D HOT TOPIC INC COM 44133910 136 11887 SH SHARED 02 11887 D HOT TOPIC INC COM 44133910 2877 250000 SH SHARED 04 250000 D HOT TOPIC INC COM 44133910 3580 311040 SH SHARED 10 311040 D HOT TOPIC INC COM 44133910 5891 511900 SH SHARED 17 511900 D HOUSEVALUES INC COM 44183Y10 7 1128 SH SHARED 1128 D HOUSEVALUES INC COM 44183Y10 22 3300 SH SHARED 02 3300 D HOUSTON EXPL CO COM 44212010 2150 35147 SH SHARED 35147 D HOUSTON EXPL CO COM 44212010 42 700 SH SHARED 01 700 D HOUSTON EXPL CO COM 44212010 13 217 SH SHARED 02 217 D HOUSTON EXPL CO COM 44212010 183 3000 SH SHARED 10 3000 D HOUSTON EXPL CO COM 44212010 146 2400 SH SHARED 17 2400 D HOVNANIAN ENTERPRISES INC CL A 44248720 38809 1290211 SH SHARED 1290211 D HOVNANIAN ENTERPRISES INC CL A 44248720 502 16700 SH SHARED 01 16700 D HOVNANIAN ENTERPRISES INC CL A 44248720 1128 37500 SH SHARED 02 37500 D HOVNANIAN ENTERPRISES INC CL A 44248720 204 6800 SH SHARED 10 6800 D HOVNANIAN ENTERPRISES INC CL A 44248720 382 12700 SH SHARED 17 12700 D HUB GROUP INC CL A 44332010 264 10785 SH SHARED 10785 D HUB GROUP INC CL A 44332010 58 2400 SH SHARED 01 2400 D HUB GROUP INC CL A 44332010 0 28 SH SHARED 02 28 D HUB GROUP INC CL A 44332010 873 35600 SH SHARED 10 35600 D HUB GROUP INC CL A 44332010 2075 84600 SH SHARED 17 11400 73200 D HUB GROUP INC CL A 44332010 686 28000 SH SHR/OTHR 23 28000 D HUBBELL INC CL B 44351020 2020 42400 SH SHARED 42400 D HUBBELL INC CL B 44351020 10 210 SH SHR/OTHR 210 D HUBBELL INC CL B 44351020 724 15200 SH SHARED 01 15200 D HUBBELL INC CL B 44351020 711 14937 SH SHARED 02 14937 D HUBBELL INC CL B 44351020 424 8900 SH SHARED 14 8900 D HUBBELL INC CL B 44351020 271 5700 SH SHARED 17 3700 2000 D HUBBELL INC CL B 44351020 50 1060 SH SHR/OTHR 22 1060 D HUDSON CITY BANCORP COM 44368310 18045 1353730 SH SHARED 1351807 1923 D HUDSON CITY BANCORP COM 44368310 38 2885 SH SHARED 01 2885 D HUDSON CITY BANCORP COM 44368310 1478 110917 SH SHARED 02 110917 D HUDSON CITY BANCORP COM 44368310 279 20970 SH SHARED 06 20970 D HUDSON CITY BANCORP COM 44368310 8 600 SH SHARED 10 600 D HUDSON CITY BANCORP COM 44368310 218 16400 SH SHARED 14 16400 D HUDSON CITY BANCORP COM 44368310 731 54900 SH SHARED 17 54200 700 D HUDSON CITY BANCORP COM 44368310 8 641 SH SHARED 23 641 D HUDSON HIGHLAND GROUP INC COM 44379210 7604 704747 SH SHARED 704747 D HUDSON HIGHLAND GROUP INC COM 44379210 22 2130 SH SHARED 01 2130 D HUDSON HIGHLAND GROUP INC COM 44379210 2 202 SH SHARED 02 202 D HUDSON HIGHLAND GROUP INC COM 44379210 6328 586500 SH SHARED 17 586500 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 831 27997 SH SHARED 27997 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 93 3146 SH SHARED 01 3146 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 5 200 SH SHARED 02 200 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 0 30 SH SHARED 06 30 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 134 4528 SH SHARED 10 4520 6 2 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 21 713 SH SHARED 17 624 89 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 20 695 SH SHR/OTHR 20 695 D HUMANA INC COM 44485910 9585 178497 SH SHARED 177997 500 D HUMANA INC COM 44485910 1551 28900 SH SHARED 01 28900 D HUMANA INC COM 44485910 2825 52619 SH SHARED 02 52619 D HUMANA INC COM 44485910 2094 39000 SH SHARED 04 39000 D HUMANA INC COM 44485910 927 17264 SH SHARED 06 17264 D HUMANA INC COM 44485910 2400 44700 SH SHARED 10 44700 D HUMANA INC COM 44485910 101 1898 SH SHARED 14 1898 D HUMANA INC COM 44485910 3712 69141 SH SHARED 17 68341 800 D HUMANA INC COM 44485910 32 600 SH SHR/OTHR 23 600 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 1516 1612000 PRN SHARED 1612000 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 15056 16000000 PRN SHARED 02 16000000 D HUMAN GENOME SCIENCES INC NOTE 2.250% 8/1 444903AM 1142 1306000 PRN SHARED 02 1306000 D HUMAN GENOME SCIENCES INC COM 44490310 642 60000 SH SHARED 60000 D HUMAN GENOME SCIENCES INC COM 44490310 5146 481000 SH SHARED 481000 D HUMAN GENOME SCIENCES INC COM 44490310 142 13300 SH SHARED 01 13300 D HUMAN GENOME SCIENCES INC COM 44490310 144 13503 SH SHARED 02 13503 D HUMAN GENOME SCIENCES INC COM 44490310 4333 405000 SH SHARED 04 405000 D HUMAN GENOME SCIENCES INC COM 44490310 59 5600 SH SHARED 10 5600 D HUMAN GENOME SCIENCES INC COM 44490310 20 1900 SH SHARED 17 1900 D HUMAN GENOME SCIENCES INC COM 44490310 0 72 SH SHARED 23 72 D HUNGARIAN TEL & CABLE CORP COM 44554210 209 13924 SH SHARED 13924 D HUNGARIAN TEL & CABLE CORP COM 44554210 1 112 SH SHARED 02 112 D HUNT J B TRANS SVCS INC COM 44565810 4338 174167 SH SHARED 174167 D HUNT J B TRANS SVCS INC COM 44565810 1006 40400 SH SHARED 01 40400 D HUNT J B TRANS SVCS INC COM 44565810 938 37664 SH SHARED 02 37664 D HUNT J B TRANS SVCS INC COM 44565810 125 5020 SH SHARED 06 5020 D HUNTINGTON BANCSHARES INC COM 44615010 4780 202750 SH SHARED 180022 22728 D HUNTINGTON BANCSHARES INC COM 44615010 1157 49100 SH SHARED 01 49100 D HUNTINGTON BANCSHARES INC COM 44615010 1616 68571 SH SHARED 02 68571 D HUNTINGTON BANCSHARES INC COM 44615010 458 19440 SH SHARED 06 19440 D HUNTINGTON BANCSHARES INC COM 44615010 149 6353 SH SHARED 10 6353 D HUNTINGTON BANCSHARES INC COM 44615010 2385 101156 SH SHARED 17 100656 500 D HUNTINGTON BANCSHARES INC COM 44615010 17 735 SH SHR/OTHR 21 735 D HUNTSMAN CORP COM 44701110 15652 903700 SH SHARED 878000 25700 D HUNTSMAN CORP COM 44701110 239 13800 SH SHARED 01 13800 D HUNTSMAN CORP COM 44701110 95 5500 SH SHARED 02 5500 D HUNTSMAN CORP COM 44701110 431 24900 SH SHARED 06 24900 D HUNTSMAN CORP COM 44701110 1312 75800 SH SHARED 14 75800 D HUNTSMAN CORP COM 44701110 303 17500 SH SHARED 17 17500 D HUNTSMAN CORP PFD MND CV 5% 44701120 194 5000 SH SHARED 5000 D HUNTSMAN CORP PFD MND CV 5% 44701120 2163 55699 SH SHARED 02 55699 D HURON CONSULTING GROUP INC COM 44746210 69 1976 SH SHARED 1976 D HURON CONSULTING GROUP INC COM 44746210 84 2400 SH SHARED 01 2400 D HURON CONSULTING GROUP INC COM 44746210 319 9100 SH SHARED 10 9100 D HURRAY HLDGS CO LTD SPONSORED ADR 44777310 1 200 SH SHARED 02 200 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 10665 11682000 PRN SHARED 11682000 D HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF 7893 9000000 PRN SHARED 9000000 D HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF 8256 9414000 PRN SHARED 02 9414000 D HUTCHINSON TECHNOLOGY INC COM 44840710 1787 82627 SH SHARED 82627 D HUTCHINSON TECHNOLOGY INC COM 44840710 17 800 SH SHARED 01 800 D HUTCHINSON TECHNOLOGY INC COM 44840710 2 110 SH SHARED 02 110 D HUTCHINSON TECHNOLOGY INC COM 44840710 8 400 SH SHARED 17 400 D HUTTIG BLDG PRODS INC COM 44845110 24 3036 SH SHARED 3036 D HUTTIG BLDG PRODS INC COM 44845110 14 1841 SH SHARED 02 1841 D HYDRIL COM 44877410 542 6911 SH SHARED 6911 D HYDRIL COM 44877410 33 426 SH SHARED 02 426 D HYDRIL COM 44877410 180 2300 SH SHARED 10 2300 D HYDRIL COM 44877410 172 2200 SH SHARED 17 2200 D IDT CORP CL B 44894730 275 19985 SH SHARED 19985 D IDT CORP CL B 44894730 14 1068 SH SHARED 02 1068 D IDT CORP CL B 44894730 85 6200 SH SHARED 10 6200 D IDT CORP CL B 44894730 1503 109000 SH SHARED 14 109000 D IDT CORP CL B 44894730 118 8600 SH SHARED 17 8600 D HYPERCOM CORP COM 44913M10 155 16614 SH SHARED 16614 D HYPERCOM CORP COM 44913M10 14 1522 SH SHARED 02 1522 D HYPERION SOLUTIONS CORP COM 44914M10 369 13400 SH SHARED 13400 D HYPERION SOLUTIONS CORP COM 44914M10 33 1200 SH SHR/OTHR 1200 D HYPERION SOLUTIONS CORP COM 44914M10 62 2250 SH SHARED 01 2250 D HYPERION SOLUTIONS CORP COM 44914M10 596 21600 SH SHARED 02 21600 D HYPERION SOLUTIONS CORP COM 44914M10 2312 83800 SH SHARED 10 83800 D HYPERION SOLUTIONS CORP COM 44914M10 2421 87750 SH SHARED 17 37900 49850 D HYPERION TOTAL RETURN & INCO COM 44914510 222 25800 SH SHARED 25800 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P11 3 1000 SH SHARED 1000 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P11 2 592 SH SHARED 01 592 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P12 41333 3204158 SH SHARED 3204158 D IAC INTERACTIVECORP COM NEW 44919P30 45416 1714472 SH SHARED 1713971 501 D IAC INTERACTIVECORP COM NEW 44919P30 313 11834 SH SHARED 01 11834 D IAC INTERACTIVECORP COM NEW 44919P30 2080 78539 SH SHARED 02 78539 D IAC INTERACTIVECORP COM NEW 44919P30 238 9005 SH SHARED 06 9005 D IAC INTERACTIVECORP COM NEW 44919P30 157 5950 SH SHARED 10 5950 D IAC INTERACTIVECORP COM NEW 44919P30 2879 108686 SH SHARED 14 108686 D IAC INTERACTIVECORP COM NEW 44919P30 529 20000 SH SHARED 15 20000 D IAC INTERACTIVECORP COM NEW 44919P30 3708 139989 SH SHARED 17 138689 1300 D ICOS CORP NOTE 2.000% 7/0 449295AB 17157 21000000 PRN SHARED 21000000 D ICOS CORP COM 44929510 1678 76330 SH SHARED 76330 D ICOS CORP COM 44929510 43 2000 SH SHARED 01 2000 D ICOS CORP COM 44929510 61 2817 SH SHARED 02 2817 D ICOS CORP COM 44929510 549 25000 SH SHARED 04 25000 D ICOS CORP COM 44929510 123 5600 SH SHARED 10 5600 D ICOS CORP COM 44929510 35 1600 SH SHARED 17 1600 D ICU MED INC COM 44930G10 127 3030 SH SHARED 3030 D ICU MED INC COM 44930G10 28 665 SH SHARED 02 665 D I D SYSTEMS INC COM 44948910 44 2500 SH SHARED 02 2500 D I-FLOW CORP COM NEW 44952030 50 4629 SH SHARED 4629 D IHOP CORP COM 44962310 227 4736 SH SHARED 4736 D IHOP CORP COM 44962310 4 100 SH SHARED 01 100 D IHOP CORP COM 44962310 11 247 SH SHARED 02 247 D IHOP CORP COM 44962310 153 3200 SH SHARED 10 3200 D IHOP CORP COM 44962310 663 13800 SH SHARED 17 13200 600 D ING PRIME RATE TR SH BEN INT 44977W10 606 86561 SH SHARED 86561 D ING CLARION REAL EST INCOME COM SHS 44978810 1431 86033 SH SHARED 86033 D ING CLARION GLB RE EST INCM COM 44982G10 47 2649 SH SHR/OTHR 23 2649 D IMS HEALTH INC COM 44993410 10439 388803 SH SHARED 370760 18043 D IMS HEALTH INC COM 44993410 993 37020 SH SHR/OTHR 37020 D IMS HEALTH INC COM 44993410 1586 59099 SH SHARED 01 59099 D IMS HEALTH INC COM 44993410 1673 62335 SH SHARED 02 62335 D IMS HEALTH INC COM 44993410 553 20630 SH SHARED 06 20630 D IMS HEALTH INC COM 44993410 4830 179900 SH SHARED 10 175400 4500 D IMS HEALTH INC COM 44993410 2935 109336 SH SHARED 17 98836 10500 D IMS HEALTH INC COM 44993410 17 655 SH SHR/OTHR 21 655 D IMS HEALTH INC COM 44993410 2757 102700 SH SHARED 23 102700 D IMS HEALTH INC COM 44993410 2200 81950 SH SHR/OTHR 23 81950 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 1396 124382 SH SHARED 124382 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 123 11000 SH SHARED 11000 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 3880 345520 SH SHARED 17 345520 D ISTAR FINL INC COM 45031U10 515 13658 SH SHARED 13422 236 D ISTAR FINL INC COM 45031U10 3 100 SH SHARED 01 100 D ISTAR FINL INC COM 45031U10 637 16900 SH SHARED 02 16900 D ISTAR FINL INC COM 45031U10 234 6200 SH SHARED 10 6200 D ISTAR FINL INC COM 45031U10 34499 913900 SH SHARED 11 913900 D ISTAR FINL INC COM 45031U10 245 6500 SH SHARED 14 6500 D ISTAR FINL INC COM 45031U10 7 200 SH SHARED 17 200 D ISTAR FINL INC COM 45031U10 88 2350 SH SHARED 21 2350 D ISTAR FINL INC COM 45031U10 41 1100 SH SHR/OTHR 23 1100 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 20 2800 SH SHARED 2800 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 5 732 SH SHARED 02 732 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 519 72000 SH SHARED 04 72000 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 24 3461 SH SHARED 06 3461 D ITLA CAP CORP COM 45056510 61 1170 SH SHARED 1170 D ITLA CAP CORP COM 45056510 4 90 SH SHARED 02 90 D ITLA CAP CORP COM 45056510 136 2600 SH SHARED 10 2600 D ITLA CAP CORP COM 45056510 510 9700 SH SHARED 17 9700 D ITT EDUCATIONAL SERVICES INC COM 45068B10 638 9700 SH SHARED 9700 D ITT EDUCATIONAL SERVICES INC COM 45068B10 954 14500 SH SHARED 01 14500 D ITT EDUCATIONAL SERVICES INC COM 45068B10 626 9513 SH SHARED 02 9513 D ITT EDUCATIONAL SERVICES INC COM 45068B10 72 1100 SH SHARED 17 500 600 D ITT EDUCATIONAL SERVICES INC COM 45068B10 32 500 SH SHR/OTHR 21 500 D IXIA COM 45071R10 613 68161 SH SHARED 68161 D IXIA COM 45071R10 26 2952 SH SHARED 02 2952 D IXIA COM 45071R10 308 34300 SH SHARED 17 34300 D IBERIABANK CORP COM 45082810 102 1783 SH SHARED 1783 D IBERIABANK CORP COM 45082810 6 110 SH SHARED 02 110 D IBERIABANK CORP COM 45082810 1150 20000 SH SHARED 10 20000 D ITT INDS INC IND COM 45091110 93885 1896686 SH SHARED 1893160 3526 D ITT INDS INC IND COM 45091110 151 3062 SH SHR/OTHR 3062 D ITT INDS INC IND COM 45091110 2311 46699 SH SHARED 01 46699 D ITT INDS INC IND COM 45091110 3219 65043 SH SHARED 02 65043 D ITT INDS INC IND COM 45091110 104172 2104500 SH SHARED 04 2104500 D ITT INDS INC IND COM 45091110 3220 65060 SH SHARED 06 65060 D ITT INDS INC IND COM 45091110 9 200 SH SHARED 10 200 D ITT INDS INC IND COM 45091110 1197 24200 SH SHARED 14 24200 D ITT INDS INC IND COM 45091110 4246 85786 SH SHARED 17 85186 600 D ITT INDS INC IND COM 45091110 99 2000 SH SHARED 20 2000 D ITT INDS INC IND COM 45091110 49 1000 SH SHR/OTHR 23 1000 D IAMGOLD CORP COM 45091310 2071 232702 SH SHARED 230952 1750 D IAMGOLD CORP COM 45091310 890 100000 SH SHARED 04 100000 D ICON PUB LTD CO SPONSORED ADR 45103T10 5 100 SH SHARED 100 D ICON PUB LTD CO SPONSORED ADR 45103T10 5292 95700 SH SHARED 10 95700 D ICON PUB LTD CO SPONSORED ADR 45103T10 99 1800 SH SHARED 17 1800 D ICICI BK LTD ADR 45104G10 4713 199281 SH SHARED 195241 4040 D ICICI BK LTD ADR 45104G10 4656 196900 SH SHARED 01 196900 D ICICI BK LTD ADR 45104G10 8530 360700 SH SHARED 04 360700 D ICICI BK LTD ADR 45104G10 4046 171100 SH SHARED 17 171100 D ICICI BK LTD ADR 45104G10 35 1500 SH SHARED 22 1500 D ICAGEN INC COM 45104P10 50 10000 SH SHARED 10000 D IDACORP INC COM 45110710 444 12953 SH SHARED 12953 D IDACORP INC COM 45110710 504 14700 SH SHARED 01 14700 D IDACORP INC COM 45110710 388 11337 SH SHARED 02 11337 D IDACORP INC COM 45110710 1220 35600 SH SHARED 10 35600 D IDACORP INC COM 45110710 404 11800 SH SHARED 17 11800 D IDENIX PHARMACEUTICALS INC COM 45166R20 32 3497 SH SHARED 3497 D IDENIX PHARMACEUTICALS INC COM 45166R20 40 4300 SH SHARED 01 4300 D IDENIX PHARMACEUTICALS INC COM 45166R20 36 3857 SH SHARED 02 3857 D IDENIX PHARMACEUTICALS INC COM 45166R20 3 400 SH SHARED 17 400 D IDEX CORP COM 45167R10 3266 69215 SH SHARED 62800 6415 D IDEX CORP COM 45167R10 151 3200 SH SHARED 02 3200 D IDEX CORP COM 45167R10 174 3700 SH SHARED 17 3700 D IDEX CORP COM 45167R10 60 1285 SH SHARED 20 1285 D IDEX CORP COM 45167R10 6 140 SH SHR/OTHR 20 140 D IDEX CORP COM 45167R10 42 900 SH SHARED 21 900 D IDEX CORP COM 45167R10 225 4775 SH SHARED 22 4500 275 D IDEX CORP COM 45167R10 23 500 SH SHR/OTHR 22 500 D IDEX CORP COM 45167R10 306 6485 SH SHARED 23 6110 375 D IDEX CORP COM 45167R10 30 645 SH SHR/OTHR 23 645 D IDEXX LABS INC COM 45168D10 375 5000 SH SHARED 1200 3800 D IDEXX LABS INC COM 45168D10 333 4442 SH SHARED 02 4442 D IDEXX LABS INC COM 45168D10 15258 203100 SH SHARED 10 152000 51100 D IDEXX LABS INC COM 45168D10 450 6000 SH SHARED 17 6000 D IDEXX LABS INC COM 45168D10 142 1900 SH SHR/OTHR 21 1900 D IGATE CORP COM 45169U10 35 5527 SH SHARED 5527 D IGATE CORP COM 45169U10 54 8600 SH SHARED 01 8600 D IGATE CORP COM 45169U10 3 619 SH SHARED 02 619 D IGATE CORP COM 45169U10 44 6900 SH SHARED 10 6900 D IKON OFFICE SOLUTIONS INC COM 45171310 2516 199695 SH SHARED 199695 D IKON OFFICE SOLUTIONS INC COM 45171310 750 59600 SH SHARED 01 59600 D IKON OFFICE SOLUTIONS INC COM 45171310 72 5740 SH SHARED 02 5740 D IKON OFFICE SOLUTIONS INC COM 45171310 204 16200 SH SHARED 10 16200 D IKON OFFICE SOLUTIONS INC COM 45171310 172 13700 SH SHARED 14 13700 D IKANOS COMMUNICATIONS COM 45173E10 77 5078 SH SHARED 5078 D IHS INC CL A 45173410 107 3616 SH SHARED 3616 D IHS INC CL A 45173410 5155 174000 SH SHARED 17 174000 D IDENTIX INC COM 45190610 3881 555340 SH SHARED 555340 D IDENTIX INC COM 45190610 4 709 SH SHARED 02 709 D ILLINOIS TOOL WKS INC COM 45230810 17 370 SH SHARED 370 D ILLINOIS TOOL WKS INC COM 45230810 35211 741295 SH SHARED 610770 130525 D ILLINOIS TOOL WKS INC COM 45230810 1455 30634 SH SHR/OTHR 30634 D ILLINOIS TOOL WKS INC COM 45230810 5153 108488 SH SHARED 01 108488 D ILLINOIS TOOL WKS INC COM 45230810 6539 137666 SH SHARED 02 137666 D ILLINOIS TOOL WKS INC COM 45230810 1425 30000 SH SHARED 04 30000 D ILLINOIS TOOL WKS INC COM 45230810 3413 71858 SH SHARED 06 71858 D ILLINOIS TOOL WKS INC COM 45230810 5054 106400 SH SHARED 10 102000 4400 D ILLINOIS TOOL WKS INC COM 45230810 896 18876 SH SHARED 14 18876 D ILLINOIS TOOL WKS INC COM 45230810 3230 68000 SH SHARED 16 68000 D ILLINOIS TOOL WKS INC COM 45230810 10814 227676 SH SHARED 17 225276 2400 D ILLINOIS TOOL WKS INC COM 45230810 1406 29600 SH SHARED 20 5800 23800 D ILLINOIS TOOL WKS INC COM 45230810 10 220 SH SHR/OTHR 20 220 D ILLINOIS TOOL WKS INC COM 45230810 627 13210 SH SHARED 21 13210 D ILLINOIS TOOL WKS INC COM 45230810 199 4200 SH SHR/OTHR 21 4200 D ILLINOIS TOOL WKS INC COM 45230810 408 8600 SH SHARED 22 6800 1800 D ILLINOIS TOOL WKS INC COM 45230810 263 5540 SH SHR/OTHR 22 5540 D ILLINOIS TOOL WKS INC COM 45230810 2587 54470 SH SHARED 23 52970 1500 D ILLINOIS TOOL WKS INC COM 45230810 723 15222 SH SHR/OTHR 23 15222 D ILLUMINA INC COM 45232710 282 9533 SH SHARED 9533 D ILLUMINA INC COM 45232710 68 2300 SH SHARED 01 2300 D ILLUMINA INC COM 45232710 531 17909 SH SHARED 02 17909 D IMATION CORP COM 45245A10 5798 141249 SH SHARED 141249 D IMATION CORP COM 45245A10 506 12340 SH SHARED 01 12340 D IMATION CORP COM 45245A10 272 6647 SH SHARED 02 6647 D IMATION CORP COM 45245A10 209 5100 SH SHARED 10 5100 D IMATION CORP COM 45245A10 1440 35100 SH SHARED 17 35100 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 12595 14121000 PRN SHARED 14121000 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 8602 9644000 PRN SHARED 02 9644000 D IMCLONE SYS INC COM 45245W10 3397 87918 SH SHARED 87918 D IMCLONE SYS INC COM 45245W10 343 8900 SH SHARED 01 8900 D IMCLONE SYS INC COM 45245W10 270 6990 SH SHARED 02 6990 D IMCLONE SYS INC COM 45245W10 1352 35000 SH SHARED 04 35000 D IMCLONE SYS INC COM 45245W10 1336 34600 SH SHARED 10 34600 D IMCLONE SYS INC COM 45245W10 1197 31000 SH SHARED 14 31000 D IMCLONE SYS INC COM 45245W10 1227 31779 SH SHARED 17 31379 400 D IMMTECH PHARMACEUTICALS INC COM 45251910 227 33570 SH SHARED 33570 D IMMUCOR INC COM 45252610 350 18233 SH SHARED 18233 D IMMUCOR INC COM 45252610 15 783 SH SHARED 02 783 D IMMUCOR INC COM 45252610 2013 104700 SH SHARED 10 104700 D IMMUNOGEN INC COM 45253H10 34 11100 SH SHARED 11100 D IMMUNOGEN INC COM 45253H10 17 5642 SH SHARED 02 5642 D IMPAC MTG HLDGS INC COM 45254P10 3586 320759 SH SHARED 320759 D IMPAC MTG HLDGS INC COM 45254P10 178 16000 SH SHARED 01 16000 D IMPAC MTG HLDGS INC COM 45254P10 6 623 SH SHARED 02 623 D IMPAC MTG HLDGS INC COM 45254P10 79 7100 SH SHARED 10 7100 D IMPAC MTG HLDGS INC COM 45254P10 167 15000 SH SHARED 17 13400 1600 D IMPCO TECHNOLOGIES INC COM 45255W10 2 200 SH SHARED 02 200 D IMMUNICON CORP DEL COM 45260A10 0 34 SH SHARED 34 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 28342 1061500 SH SHARED 1061500 D IMPERIAL OIL LTD COM NEW 45303840 46099 1262657 SH SHARED 1099200 163457 D IMPERIAL OIL LTD COM NEW 45303840 2138 58575 SH SHR/OTHR 58575 D IMPERIAL OIL LTD COM NEW 45303840 12 329 SH SHARED 01 329 D IMPERIAL OIL LTD COM NEW 45303840 6161 168774 SH SHARED 02 168774 D IMPERIAL OIL LTD COM NEW 45303840 111 3051 SH SHARED 06 3051 D IMPERIAL OIL LTD COM NEW 45303840 149 4100 SH SHARED 10 4100 D IMPERIAL OIL LTD COM NEW 45303840 306 8400 SH SHARED 14 8400 D IMPERIAL OIL LTD COM NEW 45303840 349 9560 SH SHARED 17 9560 D IMPERIAL OIL LTD COM NEW 45303840 32 900 SH SHARED 19 900 D IMPERIAL OIL LTD COM NEW 45303840 71 1950 SH SHARED 20 1950 D IMPERIAL SUGAR CO NEW COM NEW 45309620 66 2800 SH SHARED 2800 D IMPERIAL SUGAR CO NEW COM NEW 45309620 32 1391 SH SHR/OTHR 23 1391 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 1545 25025 SH SHARED 23100 1925 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 49428 800595 SH SHARED 17 800595 D INCO LTD *W EXP 08/21/200 45325813 18197 469270 SH SHARED 469270 D INCO LTD COM 45325840 66075 1002657 SH SHARED 999491 3166 D INCO LTD COM 45325840 1093 16600 SH SHARED 01 16600 D INCO LTD COM 45325840 708 10753 SH SHARED 02 10753 D INCO LTD COM 45325840 547 8303 SH SHARED 06 8303 D INCO LTD COM 45325840 3706 56250 SH SHARED 10 55650 600 D INCO LTD COM 45325840 18 281 SH SHARED 14 281 D INCO LTD COM 45325840 98 1500 SH SHARED 17 1500 D INCO LTD COM 45325840 19 300 SH SHARED 19 300 D INCO LTD COM 45325840 49 750 SH SHR/OTHR 23 750 D INCYTE CORP COM 45337C10 1338 291063 SH SHARED 291063 D INCYTE CORP COM 45337C10 13 3000 SH SHR/OTHR 3000 D INCYTE CORP COM 45337C10 84 18380 SH SHARED 02 18380 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 889 39684 SH SHARED 39684 D INDEPENDENT BANK CORP MASS COM 45383610 118 3662 SH SHARED 3662 D INDEPENDENT BANK CORP MASS COM 45383610 8 277 SH SHARED 02 277 D INDEPENDENT BANK CORP MASS COM 45383610 201 6200 SH SHARED 10 6200 D INDEPENDENT BANK CORP MICH COM 45383810 143 5450 SH SHARED 5450 D INDEPENDENT BANK CORP MICH COM 45383810 7 281 SH SHARED 02 281 D INDEVUS PHARMACEUTICALS INC NOTE 6.250% 7/1 454072AB 712 627000 PRN SHARED 627000 D INDEVUS PHARMACEUTICALS INC COM 45407210 1123 205416 SH SHARED 205416 D INDEVUS PHARMACEUTICALS INC COM 45407210 164 30000 SH SHARED 02 30000 D INDIA FD INC COM 45408910 564 12218 SH SHARED 11018 1200 D INDIA FD INC COM 45408910 46 1000 SH SHR/OTHR 23 1000 D INDUSTRIAS BACHOCO S A DE C SP ADR B&L SHS 45646310 33 1850 SH SHARED 1850 D INDYMAC BANCORP INC COM 45660710 3841 83791 SH SHARED 75091 8700 D INDYMAC BANCORP INC COM 45660710 912 19900 SH SHARED 01 19900 D INDYMAC BANCORP INC COM 45660710 710 15500 SH SHARED 02 15500 D INDYMAC BANCORP INC COM 45660710 108 2363 SH SHARED 06 2363 D INDYMAC BANCORP INC COM 45660710 123 2700 SH SHARED 10 2700 D INDYMAC BANCORP INC COM 45660710 444 9700 SH SHARED 14 9700 D INDYMAC BANCORP INC COM 45660710 926 20200 SH SHARED 17 20200 D INDYMAC BANCORP INC WIRES 2031 45660720 66806 915164 SH SHARED 915164 D INERGY L P UNIT LTD PTNR 45661510 10404 403888 SH SHARED 403888 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 290 26000 SH SHARED 26000 D INFOCROSSING INC COM 45664X10 74 6438 SH SHARED 6438 D INFOCROSSING INC COM 45664X10 28 2481 SH SHARED 02 2481 D INFINITY PPTY & CAS CORP COM 45665Q10 199 4875 SH SHARED 4875 D INFINITY PPTY & CAS CORP COM 45665Q10 8 208 SH SHARED 02 208 D INFINITY PPTY & CAS CORP COM 45665Q10 180 4400 SH SHARED 10 4400 D INFINITY PPTY & CAS CORP COM 45665Q10 32 800 SH SHARED 17 800 D INFORMATICA CORP COM 45666Q10 1478 112365 SH SHARED 112365 D INFORMATICA CORP COM 45666Q10 862 65547 SH SHARED 02 65547 D INFORMATICA CORP COM 45666Q10 389 29600 SH SHARED 17 28900 700 D INFOSPACE INC COM NEW 45678T20 1261 55646 SH SHARED 55646 D INFOSPACE INC COM NEW 45678T20 24 1100 SH SHARED 01 1100 D INFOSPACE INC COM NEW 45678T20 181 7999 SH SHARED 02 7999 D INFOSPACE INC COM NEW 45678T20 308 13600 SH SHARED 10 13600 D INFOSPACE INC COM NEW 45678T20 11 500 SH SHARED 17 500 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 42 550 SH SHARED 550 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 6102 79871 SH SHARED 75851 4020 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 638 8350 SH SHARED 01 8350 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 3568 46700 SH SHARED 02 46700 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 22 300 SH SHARED 06 300 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 2064 27025 SH SHARED 10 27025 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 210 2750 SH SHARED 15 2750 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 882 11550 SH SHARED 17 11550 D INFOUSA INC NEW COM 45681830 402 39048 SH SHARED 39048 D INFOUSA INC NEW COM 45681830 454 44100 SH SHARED 01 44100 D INFOUSA INC NEW COM 45681830 1 135 SH SHARED 02 135 D INFOUSA INC NEW COM 45681830 150 14600 SH SHARED 10 14600 D ING GROEP N V SPONSORED ADR 45683710 147 3741 SH SHARED 3741 D ING GROEP N V SPONSORED ADR 45683710 47 1200 SH SHR/OTHR 1200 D INFRASOURCE SVCS INC COM 45684P10 53 2954 SH SHARED 2954 D INGLES MKTS INC CL A 45703010 34 2012 SH SHARED 2012 D INGLES MKTS INC CL A 45703010 0 35 SH SHARED 02 35 D INGRAM MICRO INC CL A 45715310 4187 230980 SH SHARED 230980 D INGRAM MICRO INC CL A 45715310 563 31100 SH SHARED 01 31100 D INGRAM MICRO INC CL A 45715310 656 36200 SH SHARED 02 36200 D INGRAM MICRO INC CL A 45715310 61 3401 SH SHARED 06 3401 D INGRAM MICRO INC CL A 45715310 1207 66595 SH SHARED 17 66595 D INHIBITEX INC COM 45719T10 502 284026 SH SHARED 284026 D INHALE THERAPEUTIC SYS INC NOTE 3.500%10/1 457191AH 458 470000 PRN SHARED 02 470000 D INLAND REAL ESTATE CORP COM NEW 45746120 267 17959 SH SHARED 17959 D INLAND REAL ESTATE CORP COM NEW 45746120 34 2300 SH SHARED 02 2300 D INLAND REAL ESTATE CORP COM NEW 45746120 605 40700 SH SHARED 10 40700 D INLAND REAL ESTATE CORP COM NEW 45746120 8072 542500 SH SHARED 11 542500 D INNKEEPERS USA TR COM 4576J010 218 12656 SH SHARED 12656 D INNKEEPERS USA TR COM 4576J010 6 393 SH SHARED 02 393 D INNKEEPERS USA TR COM 4576J010 36239 2097165 SH SHARED 11 2097165 D INSIGHT ENTERPRISES INC COM 45765U10 477 25076 SH SHARED 25076 D INSIGHT ENTERPRISES INC COM 45765U10 144 7562 SH SHARED 02 7562 D INSIGHT ENTERPRISES INC COM 45765U10 624 32800 SH SHARED 10 32800 D INSIGHT ENTERPRISES INC COM 45765U10 600 31500 SH SHARED 17 31500 D INPUT/OUTPUT INC NOTE 5.500%12/1 457652AB 468 200000 PRN SHARED 02 200000 D INPUT/OUTPUT INC COM 45765210 5538 586063 SH SHARED 586063 D INPUT/OUTPUT INC COM 45765210 11 1239 SH SHARED 02 1239 D INSITUFORM TECHNOLOGIES INC CL A 45766710 139 6091 SH SHARED 6091 D INSITUFORM TECHNOLOGIES INC CL A 45766710 42 1868 SH SHARED 02 1868 D INSITUFORM TECHNOLOGIES INC CL A 45766710 160 7000 SH SHARED 10 7000 D INSITUFORM TECHNOLOGIES INC CL A 45766710 9238 403600 SH SHARED 17 403600 D INNOSPEC INC COM 45768S10 74 2919 SH SHARED 2919 D INNOSPEC INC COM 45768S10 5 211 SH SHARED 02 211 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 37 2690 SH SHARED 2690 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 3 261 SH SHARED 02 261 D INPHONIC INC COM 45772G10 25 4050 SH SHARED 4050 D INPHONIC INC COM 45772G10 24 3909 SH SHARED 02 3909 D INOVIO BIOMEDICAL CORP COM 45773H10 53 26000 SH SHARED 26000 D INSPIRE PHARMACEUTICALS INC COM 45773310 82 17670 SH SHARED 17670 D INSPIRE PHARMACEUTICALS INC COM 45773310 36 7902 SH SHARED 02 7902 D INSPIRE PHARMACEUTICALS INC COM 45773310 1 415 SH SHARED 06 415 D INNOVO GROUP INC COM PAR $0.01 45795460 4 5976 SH SHARED 5976 D INNOVO GROUP INC COM PAR $0.01 45795460 4 4952 SH SHARED 02 4952 D INTEGRA LIFESCIENCES HLDGS C NOTE 2.500% 3/1 457985AB 7070 5892000 PRN SHARED 5892000 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 175 4527 SH SHARED 4527 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 120 3100 SH SHARED 01 3100 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 9 249 SH SHARED 02 249 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 2227 57400 SH SHARED 10 57400 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 1975 50900 SH SHARED 17 50900 D INSURED MUN INCOME FD COM 45809F10 452 36280 SH SHARED 2280 34000 D INTEGRAL SYS INC MD COM 45810H10 81 3038 SH SHARED 3038 D INTEGRAL SYS INC MD COM 45810H10 12 460 SH SHARED 02 460 D INTAC INTL COM 45811T10 5612 795033 SH SHARED 795033 D INTAC INTL COM 45811T10 7935 1124035 SH SHARED 04 1124035 D INTAC INTL COM 45811T10 2427 343880 SH SHARED 06 343880 D INTAC INTL COM 45811T10 295 41800 SH SHARED 17 41800 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 4671 329454 SH SHARED 328654 800 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 848 59870 SH SHARED 01 59870 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 669 47200 SH SHARED 02 47200 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 173 12210 SH SHARED 10 12210 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 528 37300 SH SHARED 17 37300 D INTEGRATED SILICON SOLUTION COM 45812P10 96 17517 SH SHARED 17517 D INTEGRATED SILICON SOLUTION COM 45812P10 39 7117 SH SHARED 02 7117 D INTEGRA BK CORP COM 45814P10 294 13557 SH SHARED 13557 D INTEGRA BK CORP COM 45814P10 23 1070 SH SHARED 02 1070 D INTEL CORP SDCV 2.950%12/1 458140AD 20099 23900000 PRN SHARED 23900000 D INTEL CORP SDCV 2.950%12/1 458140AD 3510 4174000 PRN SHARED 02 4174000 D INTEL CORP SDCV 2.950%12/1 458140AD 8410 10000000 PRN SHARED 04 10000000 D INTEL CORP COM 45814010 414 21800 SH SHARED 21800 D INTEL CORP COM 45814010 989770 52093195 SH SHARED 50517409 1575786 D INTEL CORP COM 45814010 5225 275029 SH SHR/OTHR 275029 D INTEL CORP COM 45814010 25384 1336049 SH SHARED 01 41550 1294499 D INTEL CORP COM 45814010 79352 4176448 SH SHARED 02 4176448 D INTEL CORP COM 45814010 38769 2040500 SH SHARED 04 2036500 4000 D INTEL CORP COM 45814010 12223 643342 SH SHARED 06 643342 D INTEL CORP COM 45814010 262558 13818891 SH SHARED 10 9484361 1705940 2628590 D INTEL CORP COM 45814010 203 10700 SH SHR/OTHR 10 10700 D INTEL CORP COM 45814010 3743 197041 SH SHARED 14 197041 D INTEL CORP COM 45814010 3902 205417 SH SHARED 15 205417 D INTEL CORP COM 45814010 4750 250000 SH SHARED 16 250000 D INTEL CORP COM 45814010 56606 2979266 SH SHARED 17 2514966 464300 D INTEL CORP COM 45814010 374 19720 SH SHARED 19 19720 D INTEL CORP COM 45814010 2636 138771 SH SHARED 20 19085 119686 D INTEL CORP COM 45814010 1393 73360 SH SHR/OTHR 20 73360 D INTEL CORP COM 45814010 1165 61364 SH SHARED 21 61364 D INTEL CORP COM 45814010 99 5247 SH SHR/OTHR 21 5247 D INTEL CORP COM 45814010 1491 78492 SH SHARED 22 56500 21992 D INTEL CORP COM 45814010 711 37460 SH SHR/OTHR 22 37460 D INTEL CORP COM 45814010 3516 185054 SH SHARED 23 158054 27000 D INTEL CORP COM 45814010 8721 459007 SH SHR/OTHR 23 459007 D INTER PARFUMS INC COM 45833410 44 2556 SH SHARED 2556 D INTER PARFUMS INC COM 45833410 51 3000 SH SHARED 01 3000 D INTER PARFUMS INC COM 45833410 4 287 SH SHARED 02 287 D INTER PARFUMS INC COM 45833410 313 18200 SH SHARED 10 18200 D INTER TEL INC COM 45837210 2216 105251 SH SHARED 105251 D INTER TEL INC COM 45837210 21 1000 SH SHARED 01 1000 D INTER TEL INC COM 45837210 168 7977 SH SHARED 02 7977 D INTERACTIVE DATA CORP COM 45840J10 5764 286932 SH SHARED 286932 D INTERACTIVE DATA CORP COM 45840J10 52 2600 SH SHARED 01 2600 D INTERACTIVE DATA CORP COM 45840J10 64 3200 SH SHARED 02 3200 D INTERACTIVE DATA CORP COM 45840J10 707 35200 SH SHARED 17 28100 7100 D INTERCHANGE FINL SVCS S B N COM 45844710 93 4170 SH SHARED 4170 D INTERCONTINENTAL HTLS GRP PL SPONS ADR NEW 45857P20 1263 71772 SH SHARED 71590 182 D INTERCONTINENTALEXCHANGE INC COM 45865V10 8090 139641 SH SHARED 139541 100 D INTERCONTINENTALEXCHANGE INC COM 45865V10 133 2300 SH SHARED 01 2300 D INTERCONTINENTALEXCHANGE INC COM 45865V10 1581 27300 SH SHARED 02 27300 D INTERDIGITAL COMMUNICATIONS COM 45866A10 505 14468 SH SHARED 14468 D INTERDIGITAL COMMUNICATIONS COM 45866A10 530 15200 SH SHARED 01 15200 D INTERDIGITAL COMMUNICATIONS COM 45866A10 12 359 SH SHARED 02 359 D INTERDIGITAL COMMUNICATIONS COM 45866A10 872 25000 SH SHARED 10 25000 D INTERDIGITAL COMMUNICATIONS COM 45866A10 2586 74100 SH SHARED 17 11500 62600 D INTERFACE INC CL A 45866510 144 12616 SH SHARED 12616 D INTERFACE INC CL A 45866510 5 483 SH SHARED 02 483 D INTERGRAPH CORP COM 45868310 227 7218 SH SHARED 7218 D INTERGRAPH CORP COM 45868310 66 2100 SH SHARED 01 2100 D INTERGRAPH CORP COM 45868310 16 510 SH SHARED 02 510 D INTERGRAPH CORP COM 45868310 658 20900 SH SHARED 10 20900 D INTERGRAPH CORP COM 45868310 113 3600 SH SHARED 17 3600 D INTERGROUP CORP COM 45868510 50 3174 SH SHARED 3174 D INTERLINE BRANDS INC COM 45874310 63 2720 SH SHARED 2720 D INTERMAGNETICS GEN CORP COM 45877110 5255 194790 SH SHARED 194790 D INTERMAGNETICS GEN CORP COM 45877110 10 372 SH SHARED 02 372 D INTERMEC INC COM 45878610 7202 313956 SH SHARED 313956 D INTERMEC INC COM 45878610 4 200 SH SHARED 02 200 D INTERMEC INC COM 45878610 50 2200 SH SHARED 10 2200 D INTERMEC INC COM 45878610 68 3000 SH SHARED 17 3000 D INTERMUNE INC COM 45884X10 741 45103 SH SHARED 45103 D INTERMUNE INC COM 45884X10 292 17803 SH SHARED 17803 D INTERMUNE INC COM 45884X10 9 607 SH SHARED 02 607 D INTERMUNE INC COM 45884X10 2780 169000 SH SHARED 04 169000 D INTERNAP NETWORK SVCS CORP COM 45885A10 405 386100 SH SHARED 386100 D INTERNATIONAL BANCSHARES COR COM 45904410 313 11400 SH SHARED 11400 D INTERNATIONAL BANCSHARES COR COM 45904410 52 1900 SH SHARED 01 1900 D INTERNATIONAL BANCSHARES COR COM 45904410 294 10700 SH SHARED 02 10700 D INTERNATIONAL BANCSHARES COR COM 45904410 484 17625 SH SHARED 17 17625 D INTERNATIONAL BUSINESS MACHS COM 45920010 4003 52110 SH SHARED 52110 D INTERNATIONAL BUSINESS MACHS COM 45920010 314400 4092688 SH SHARED 3692870 399818 D INTERNATIONAL BUSINESS MACHS COM 45920010 6177 80410 SH SHR/OTHR 80410 D INTERNATIONAL BUSINESS MACHS COM 45920010 28623 372599 SH SHARED 01 372599 D INTERNATIONAL BUSINESS MACHS COM 45920010 55090 717141 SH SHARED 02 717141 D INTERNATIONAL BUSINESS MACHS COM 45920010 7087 92260 SH SHARED 04 91550 710 D INTERNATIONAL BUSINESS MACHS COM 45920010 15343 199732 SH SHARED 06 199732 D INTERNATIONAL BUSINESS MACHS COM 45920010 267244 3478841 SH SHARED 10 1865536 963510 649795 D INTERNATIONAL BUSINESS MACHS COM 45920010 314 4100 SH SHR/OTHR 10 4100 D INTERNATIONAL BUSINESS MACHS COM 45920010 3198 41640 SH SHARED 14 41640 D INTERNATIONAL BUSINESS MACHS COM 45920010 9064 118000 SH SHARED 15 118000 D INTERNATIONAL BUSINESS MACHS COM 45920010 52512 683576 SH SHARED 17 665791 17785 D INTERNATIONAL BUSINESS MACHS COM 45920010 9259 120536 SH SHARED 18 120536 D INTERNATIONAL BUSINESS MACHS COM 45920010 69 900 SH SHARED 19 900 D INTERNATIONAL BUSINESS MACHS COM 45920010 1636 21302 SH SHARED 20 3590 17712 D INTERNATIONAL BUSINESS MACHS COM 45920010 1502 19553 SH SHR/OTHR 20 19553 D INTERNATIONAL BUSINESS MACHS COM 45920010 521 6789 SH SHARED 21 6789 D INTERNATIONAL BUSINESS MACHS COM 45920010 324 4225 SH SHR/OTHR 21 4225 D INTERNATIONAL BUSINESS MACHS COM 45920010 1716 22345 SH SHARED 22 15575 6770 D INTERNATIONAL BUSINESS MACHS COM 45920010 722 9410 SH SHR/OTHR 22 9410 D INTERNATIONAL BUSINESS MACHS COM 45920010 13196 171779 SH SHARED 23 163078 8701 D INTERNATIONAL BUSINESS MACHS COM 45920010 26373 343314 SH SHR/OTHR 23 343314 D INTERNATIONAL COAL GRP INC N COM 45928H10 6241 868130 SH SHARED 868130 D INTERNATIONAL DISPLAYWORKS I COM 45941210 61 11807 SH SHARED 11807 D INTERNATIONAL DISPLAYWORKS I COM 45941210 2 451 SH SHARED 02 451 D INTERNATIONAL DISPLAYWORKS I COM 45941210 18 3600 SH SHARED 21 3600 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 19866 563761 SH SHARED 533500 30261 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 477 13559 SH SHR/OTHR 13559 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 2871 81486 SH SHARED 01 81486 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 834 23685 SH SHARED 02 23685 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 230 6550 SH SHARED 06 6550 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 10 300 SH SHARED 10 300 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 18 533 SH SHARED 14 533 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1143 32459 SH SHARED 17 31559 900 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 287 8153 SH SHARED 18 8153 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 303 8612 SH SHR/OTHR 23 8612 D INTERNATIONAL GAME TECHNOLOG COM 45990210 10941 288387 SH SHARED 265195 23192 D INTERNATIONAL GAME TECHNOLOG COM 45990210 191 5058 SH SHR/OTHR 5058 D INTERNATIONAL GAME TECHNOLOG COM 45990210 3367 88756 SH SHARED 01 88756 D INTERNATIONAL GAME TECHNOLOG COM 45990210 6658 175491 SH SHARED 02 175491 D INTERNATIONAL GAME TECHNOLOG COM 45990210 1110 29260 SH SHARED 06 29260 D INTERNATIONAL GAME TECHNOLOG COM 45990210 1501 39580 SH SHARED 10 35380 4200 D INTERNATIONAL GAME TECHNOLOG COM 45990210 9244 243670 SH SHARED 17 239470 4200 D INTERNATIONAL GAME TECHNOLOG COM 45990210 57 1505 SH SHARED 20 310 1195 D INTERNATIONAL GAME TECHNOLOG COM 45990210 17 470 SH SHR/OTHR 20 470 D INTERNATIONAL GAME TECHNOLOG COM 45990210 259 6835 SH SHARED 21 6835 D INTERNATIONAL GAME TECHNOLOG COM 45990210 37 1000 SH SHARED 22 1000 D INTERNATIONAL GAME TECHNOLOG COM 45990210 90 2398 SH SHARED 23 1798 600 D INTERNATIONAL GAME TECHNOLOG COM 45990210 265 7000 SH SHR/OTHR 23 7000 D INTL PAPER CO COM 46014610 36378 1126272 SH SHARED 1097974 28298 D INTL PAPER CO COM 46014610 686 21263 SH SHR/OTHR 21263 D INTL PAPER CO COM 46014610 2855 88396 SH SHARED 01 88396 D INTL PAPER CO COM 46014610 13941 431628 SH SHARED 02 431628 D INTL PAPER CO COM 46014610 7742 239720 SH SHARED 06 239720 D INTL PAPER CO COM 46014610 5949 184180 SH SHARED 10 174780 9400 D INTL PAPER CO COM 46014610 8319 257580 SH SHARED 17 250780 6800 D INTL PAPER CO COM 46014610 270 8382 SH SHARED 23 8382 D INTL PAPER CO COM 46014610 844 26139 SH SHR/OTHR 23 26139 D INTERNATIONAL PWR PLC SPONSORED ADR 46018M10 3198 60000 SH SHARED 60000 D INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE 982 1000000 PRN SHARED 1000000 D INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE 16694 17000000 PRN SHARED 02 17000000 D INTERNATIONAL RECTIFIER CORP COM 46025410 137 3525 SH SHARED 3525 D INTERNATIONAL RECTIFIER CORP COM 46025410 1262 32300 SH SHARED 01 32300 D INTERNATIONAL RECTIFIER CORP COM 46025410 668 17100 SH SHARED 02 17100 D INTERNATIONAL RECTIFIER CORP COM 46025410 625 16000 SH SHARED 17 15700 300 D INTERNATIONAL SECS EXCH INC CL A 46031W20 967 25423 SH SHARED 25423 D INTERNATIONAL SECS EXCH INC CL A 46031W20 53 1400 SH SHARED 01 1400 D INTERNATIONAL SECS EXCH INC CL A 46031W20 7 200 SH SHARED 17 200 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 199 4301 SH SHARED 4301 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 408 8800 SH SHARED 01 8800 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 384 8300 SH SHARED 02 8300 D INTERNET CAP GROUP INC COM NEW 46059C20 1999 222210 SH SHARED 222210 D INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T10 2826 353916 SH SHARED 353916 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 367 6900 SH SHARED 19 6900 D INTERNET SEC SYS INC COM 46060X10 1292 68543 SH SHARED 68543 D INTERNET SEC SYS INC COM 46060X10 58 3100 SH SHARED 01 3100 D INTERNET SEC SYS INC COM 46060X10 294 15640 SH SHARED 02 15640 D INTERNET SEC SYS INC COM 46060X10 2039 108200 SH SHARED 10 108200 D INTERNET SEC SYS INC COM 46060X10 1019 54100 SH SHARED 17 54100 D INTERPOOL INC COM 46062R10 51 2310 SH SHARED 2310 D INTERPOOL INC COM 46062R10 33 1500 SH SHARED 01 1500 D INTERPOOL INC COM 46062R10 0 8 SH SHARED 02 8 D INTERSIL CORP CL A 46069S10 181 7800 SH SHARED 7800 D INTERSIL CORP CL A 46069S10 1260 54200 SH SHARED 01 54200 D INTERSIL CORP CL A 46069S10 1456 62665 SH SHARED 02 62665 D INTERSIL CORP CL A 46069S10 14540 625400 SH SHARED 10 625100 300 D INTERSIL CORP CL A 46069S10 572 24620 SH SHARED 17 23420 1200 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 56566 57545000 PRN SHARED 57545000 D INTERPUBLIC GROUP COS INC COM 46069010 6625 793447 SH SHARED 791561 1886 D INTERPUBLIC GROUP COS INC COM 46069010 407 48807 SH SHARED 01 48807 D INTERPUBLIC GROUP COS INC COM 46069010 2113 253120 SH SHARED 02 193920 59200 D INTERPUBLIC GROUP COS INC COM 46069010 339 40610 SH SHARED 06 40610 D INTERPUBLIC GROUP COS INC COM 46069010 12 1500 SH SHARED 10 1500 D INTERPUBLIC GROUP COS INC COM 46069010 1531 183392 SH SHARED 17 180292 3100 D INTERPUBLIC GROUP COS INC COM 46069010 8 1000 SH SHR/OTHR 22 1000 D INTERPUBLIC GROUP COS INC PFD CONV SER A 46069030 35278 1097300 SH SHARED 1097300 D INTERPUBLIC GROUP COS INC PFD CONV SER A 46069030 606 18877 SH SHARED 02 18877 D INTERSTATE HOTELS & RESRTS I COM 46088S10 8 966 SH SHARED 966 D INTERSTATE HOTELS & RESRTS I COM 46088S10 0 15 SH SHR/OTHR 23 15 D INTRAWEST CORPORATION COM NEW 46091520 27874 874900 SH SHARED 874900 D INTRAWEST CORPORATION COM NEW 46091520 3224 101216 SH SHARED 02 101216 D INTRAWEST CORPORATION COM NEW 46091520 1433 45000 SH SHARED 17 45000 D INTEROIL CORP COM 46095110 696 36648 SH SHARED 36648 D INTEROIL CORP COM 46095110 21 1150 SH SHARED 21 1150 D INTERSECTIONS INC COM 46098130 652 60150 SH SHARED 60150 D INTERWOVEN INC COM NEW 46114T50 2138 249283 SH SHARED 249283 D INTERWOVEN INC COM NEW 46114T50 5 612 SH SHARED 02 612 D INTERVIDEO INC COM 46114Y10 22 2342 SH SHARED 2342 D INTERVIDEO INC COM 46114Y10 9 1022 SH SHARED 02 1022 D INTERVOICE INC NEW COM 46114210 2058 289163 SH SHARED 289163 D INTERVOICE INC NEW COM 46114210 90 12700 SH SHARED 01 12700 D INTERVOICE INC NEW COM 46114210 2 282 SH SHARED 02 282 D INTERVOICE INC NEW COM 46114210 239 33600 SH SHARED 10 33600 D INTEVAC INC COM 46114810 141 6516 SH SHARED 6516 D INTEVAC INC COM 46114810 596 27500 SH SHARED 17 27500 D INTRALASE CORP COM 46116910 46 2762 SH SHARED 2762 D INTRALASE CORP COM 46116910 53 3200 SH SHARED 02 3200 D INTRALASE CORP COM 46116910 1481 88500 SH SHARED 10 88500 D INTROGEN THERAPEUTICS INC COM 46119F10 24 5820 SH SHARED 5820 D INTROGEN THERAPEUTICS INC COM 46119F10 4 1059 SH SHARED 02 1059 D INTUITIVE SURGICAL INC COM NEW 46120E60 10083 87686 SH SHARED 87686 D INTUITIVE SURGICAL INC COM NEW 46120E60 1288 11200 SH SHARED 01 11200 D INTUITIVE SURGICAL INC COM NEW 46120E60 989 8600 SH SHARED 02 8600 D INTUITIVE SURGICAL INC COM NEW 46120E60 8108 70505 SH SHARED 17 69905 600 D INTUIT COM 46120210 36439 601911 SH SHARED 600600 1311 D INTUIT COM 46120210 1913 31600 SH SHARED 01 31600 D INTUIT COM 46120210 4635 76565 SH SHARED 02 76565 D INTUIT COM 46120210 1108 18314 SH SHARED 06 18314 D INTUIT COM 46120210 3705 61200 SH SHARED 10 58900 2300 D INTUIT COM 46120210 652 10784 SH SHARED 14 10784 D INTUIT COM 46120210 4797 79238 SH SHARED 17 76438 2800 D INVACARE CORP COM 46120310 213 8593 SH SHARED 8593 D INVACARE CORP COM 46120310 116 4698 SH SHARED 02 4698 D INVACARE CORP COM 46120310 3923 157700 SH SHARED 10 153500 4200 D INVACARE CORP COM 46120310 34 1400 SH SHARED 17 1400 D INVACARE CORP COM 46120310 22 900 SH SHARED 21 900 D INVERNESS MED INNOVATIONS IN COM 46126P10 160 5684 SH SHARED 5684 D INVESTMENT GRADE MUN INCOME COM 46136810 17 1337 SH SHARED 1337 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 1706 33548 SH SHARED 33548 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 198 3900 SH SHARED 01 3900 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 132 2600 SH SHARED 02 2600 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 289 5700 SH SHARED 10 5700 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 745 14650 SH SHARED 17 14650 D INVESTOOLS INC COM 46145P10 1016 127992 SH SHARED 127992 D INVESTORS BANCORP INC COM 46146P10 194 14343 SH SHARED 14343 D INVESTORS BANCORP INC COM 46146P10 6 479 SH SHARED 02 479 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 106 11739 SH SHARED 11739 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 0 42 SH SHARED 02 42 D INVITROGEN CORP NOTE 2.250%12/1 46185RAD 8988 9172000 PRN SHARED 9172000 D INVITROGEN CORP NOTE 2.250%12/1 46185RAD 8313 8483000 PRN SHARED 02 8483000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 1581 1467000 PRN SHARED 1467000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 19724 18297000 PRN SHARED 02 18297000 D INVITROGEN CORP NOTE 1.500% 2/1 46185RAH 3002 3587000 PRN SHARED 02 3587000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ 44332 41125000 PRN SHARED 41125000 D INVITROGEN CORP NOTE 1.500% 2/1 46185RAK 1182 1413000 PRN SHARED 02 1413000 D INVITROGEN CORP NOTE 3.250% 6/1 46185RAM 11244 12000000 PRN SHARED 12000000 D INVITROGEN CORP NOTE 3.250% 6/1 46185RAM 9134 9749000 PRN SHARED 02 9749000 D INVITROGEN CORP COM 46185R10 10401 157432 SH SHARED 157119 313 D INVITROGEN CORP COM 46185R10 22 340 SH SHR/OTHR 340 D INVITROGEN CORP COM 46185R10 1017 15400 SH SHARED 01 15400 D INVITROGEN CORP COM 46185R10 825 12500 SH SHARED 02 12500 D INVITROGEN CORP COM 46185R10 108 1639 SH SHARED 06 1639 D INVITROGEN CORP COM 46185R10 8351 126400 SH SHARED 10 126200 200 D INVITROGEN CORP COM 46185R10 792 12000 SH SHARED 17 11000 1000 D INVESTORS FINL SERVICES CORP COM 46191510 215 4800 SH SHARED 4600 200 D INVESTORS FINL SERVICES CORP COM 46191510 875 19500 SH SHARED 01 19500 D INVESTORS FINL SERVICES CORP COM 46191510 753 16790 SH SHARED 02 16790 D INVESTORS FINL SERVICES CORP COM 46191510 80 1800 SH SHARED 06 1800 D INVESTORS FINL SERVICES CORP COM 46191510 574 12800 SH SHARED 17 12600 200 D IOMEGA CORP COM NEW 46203030 59 21500 SH SHARED 21500 D IONATRON INC COM 46207010 39 6273 SH SHARED 6273 D IONATRON INC COM 46207010 24 3870 SH SHARED 02 3870 D IOWA TELECOMM SERVICES INC COM 46259420 7371 389628 SH SHARED 389628 D IOWA TELECOMM SERVICES INC COM 46259420 21 1122 SH SHARED 02 1122 D IPASS INC COM 46261V10 80 14331 SH SHARED 14331 D IPASS INC COM 46261V10 48 8746 SH SHARED 02 8746 D IPSCO INC COM 46262210 16022 167446 SH SHARED 167246 200 D IPSCO INC COM 46262210 9 100 SH SHARED 01 100 D IPSCO INC COM 46262210 1358 14200 SH SHARED 02 14200 D IPSCO INC COM 46262210 351 3670 SH SHARED 06 3670 D IPSCO INC COM 46262210 9865 103101 SH SHARED 10 103001 100 D IPSCO INC COM 46262210 270 2825 SH SHARED 14 2825 D IPSCO INC COM 46262210 2267 23700 SH SHARED 17 23300 400 D IRELAND BK SPONSORED ADR 46267Q10 1300 18100 SH SHARED 18100 D IRIS INTL INC COM 46270W10 50 3825 SH SHARED 3825 D IRIS INTL INC COM 46270W10 7 544 SH SHARED 02 544 D IROBOT CORP COM 46272610 29 1173 SH SHARED 1173 D IRON MTN INC COM 46284610 859 23000 SH SHARED 23000 D IRON MTN INC COM 46284610 50 1350 SH SHARED 01 1350 D IRON MTN INC COM 46284610 306 8199 SH SHARED 02 8199 D IRON MTN INC COM 46284610 7 200 SH SHARED 10 200 D IRON MTN INC COM 46284610 5109 136700 SH SHARED 17 136700 D IRWIN FINL CORP COM 46411910 83 4288 SH SHARED 4288 D IRWIN FINL CORP COM 46411910 56 2900 SH SHARED 01 2900 D IRWIN FINL CORP COM 46411910 22 1185 SH SHARED 02 1185 D IRWIN FINL CORP COM 46411910 155 8000 SH SHARED 10 8000 D IRWIN FINL CORP COM 46411910 9 500 SH SHARED 17 500 D ISCO INTL INC COM 46426P10 0 100 SH SHARED 100 D ISHARES SILVER TRUST ISHARES 46428Q10 556 5000 SH SHARED 10 5000 D ISHARES COMEX GOLD TR ISHARES 46428510 61 1000 SH SHR/OTHR 1000 D ISHARES INC MSCI BRAZIL 46428640 4741 121200 SH SHARED 121200 D ISHARES INC MSCI BRAZIL 46428640 3 100 SH SHARED 02 100 D ISHARES INC MSCI BRAZIL 46428640 2437 62305 SH SHARED 19 62305 D ISHARES INC MSCI CDA INDEX 46428650 16625 700000 SH SHARED 02 700000 D ISHARES INC MSCI EMU INDEX 46428660 50 572 SH SHARED 23 572 D ISHARES INC MSCI PAC J IDX 46428666 6444 60060 SH SHARED 60060 D ISHARES INC MSCI PAC J IDX 46428666 321 3000 SH SHARED 19 3000 D ISHARES INC MSCI PAC J IDX 46428666 157 1465 SH SHR/OTHR 20 1465 D ISHARES INC MSCI SINGAPORE 46428667 1356 154100 SH SHARED 154100 D ISHARES INC MSCI SINGAPORE 46428667 47 5350 SH SHR/OTHR 20 5350 D ISHARES INC MSCI UTD KINGD 46428669 44 2114 SH SHARED 23 2114 D ISHARES INC MSCI FRANCE 46428670 224 7500 SH SHARED 7500 D ISHARES INC MSCI TAIWAN 46428673 7404 577538 SH SHARED 577538 D ISHARES INC MSCI TAIWAN 46428673 101 7900 SH SHARED 01 7900 D ISHARES INC MSCI TAIWAN 46428673 3 300 SH SHARED 02 300 D ISHARES INC MSCI TAIWAN 46428673 9216 718890 SH SHARED 19 718890 D ISHARES INC MSCI SWITZERLD 46428674 21 1000 SH SHARED 23 1000 D ISHARES INC MSCI S KOREA 46428677 4588 101700 SH SHARED 101700 D ISHARES INC MSCI S KOREA 46428677 552 12251 SH SHARED 02 12251 D ISHARES INC MSCI S KOREA 46428677 270 6000 SH SHARED 19 6000 D ISHARES INC MSCI MALAYSIA 46428683 354 48600 SH SHARED 48600 D ISHARES INC MSCI JAPAN 46428684 22220 1629086 SH SHARED 1538085 91001 D ISHARES INC MSCI JAPAN 46428684 136 10000 SH SHR/OTHR 10000 D ISHARES INC MSCI JAPAN 46428684 1 102 SH SHARED 02 102 D ISHARES INC MSCI JAPAN 46428684 87 6435 SH SHARED 20 1100 5335 D ISHARES INC MSCI JAPAN 46428684 409 30000 SH SHARED 21 30000 D ISHARES INC MSCI JAPAN 46428684 197 14500 SH SHR/OTHR 21 14500 D ISHARES INC MSCI JAPAN 46428684 8 600 SH SHR/OTHR 22 600 D ISHARES INC MSCI JAPAN 46428684 109 8000 SH SHARED 23 8000 D ISHARES INC MSCI JAPAN 46428684 161 11840 SH SHR/OTHR 23 11840 D ISHARES INC MSCI ITALY 46428685 55 1900 SH SHARED 1900 D ISHARES INC MSCI HONG KONG 46428687 278 20600 SH SHARED 20600 D ISHARES INC MSCI HONG KONG 46428687 30420 2250000 SH SHARED 02 2250000 D ISHARES INC MSCI HONG KONG 46428687 433 32100 SH SHARED 19 32100 D ISHARES TR DJ SEL DIV INX 46428716 126 2000 SH SHARED 2000 D ISHARES TR DJ SEL DIV INX 46428716 251 3987 SH SHR/OTHR 23 3987 D ISHARES TR US TIPS BD FD 46428717 7422 74543 SH SHARED 55225 19318 D ISHARES TR US TIPS BD FD 46428717 29 300 SH SHR/OTHR 300 D ISHARES TR US TIPS BD FD 46428717 833 8370 SH SHARED 20 7215 1155 D ISHARES TR US TIPS BD FD 46428717 156 1575 SH SHARED 22 1575 D ISHARES TR US TIPS BD FD 46428717 96 965 SH SHR/OTHR 22 965 D ISHARES TR US TIPS BD FD 46428717 7864 78981 SH SHARED 23 75981 3000 D ISHARES TR US TIPS BD FD 46428717 534 5371 SH SHR/OTHR 23 5371 D ISHARES TR FTSE XNHUA IDX 46428718 34 450 SH SHR/OTHR 20 450 D ISHARES TR S&P 500 INDEX 46428720 274 2150 SH SHARED 23 2150 D ISHARES TR LEHMAN AGG BND 46428722 18 192 SH SHARED 192 D ISHARES TR MSCI EMERG MKT 46428723 153302 1632615 SH SHARED 1610900 21715 D ISHARES TR MSCI EMERG MKT 46428723 90 960 SH SHR/OTHR 960 D ISHARES TR MSCI EMERG MKT 46428723 215 2300 SH SHARED 01 2300 D ISHARES TR MSCI EMERG MKT 46428723 469 5000 SH SHARED 02 5000 D ISHARES TR MSCI EMERG MKT 46428723 14310 152400 SH SHARED 19 152400 D ISHARES TR MSCI EMERG MKT 46428723 220 2345 SH SHARED 20 665 1680 D ISHARES TR MSCI EMERG MKT 46428723 243 2590 SH SHR/OTHR 20 2590 D ISHARES TR MSCI EMERG MKT 46428723 581 6195 SH SHARED 21 6195 D ISHARES TR MSCI EMERG MKT 46428723 6358 67720 SH SHARED 22 46160 21560 D ISHARES TR MSCI EMERG MKT 46428723 1674 17828 SH SHR/OTHR 22 17828 D ISHARES TR MSCI EMERG MKT 46428723 11567 123185 SH SHARED 23 121365 1820 D ISHARES TR MSCI EMERG MKT 46428723 8217 87518 SH SHR/OTHR 23 87518 D ISHARES TR GS CORP BD FD 46428724 10 100 SH SHARED 100 D ISHARES TR S&P500 GRW 46428730 65 1120 SH SHARED 1120 D ISHARES TR S&P GBL ENER 46428734 2328 22000 SH SHARED 22000 D ISHARES TR S&P GBL ENER 46428734 1221 11540 SH SHARED 19 11540 D ISHARES TR S&P GBL ENER 46428734 52 500 SH SHR/OTHR 23 500 D ISHARES TR GS NAT RES IDX 46428737 8192 82339 SH SHARED 8715 73624 D ISHARES TR GS NAT RES IDX 46428737 1495 15029 SH SHR/OTHR 15029 D ISHARES TR GS NAT RES IDX 46428737 2317 23288 SH SHARED 20 9870 13418 D ISHARES TR GS NAT RES IDX 46428737 378 3800 SH SHR/OTHR 20 3800 D ISHARES TR GS NAT RES IDX 46428737 401 4035 SH SHARED 21 4035 D ISHARES TR GS NAT RES IDX 46428737 42 430 SH SHR/OTHR 21 430 D ISHARES TR GS NAT RES IDX 46428737 2377 23897 SH SHARED 22 12672 11225 D ISHARES TR GS NAT RES IDX 46428737 403 4058 SH SHR/OTHR 22 4058 D ISHARES TR GS NAT RES IDX 46428737 8594 86372 SH SHARED 23 77592 8780 D ISHARES TR GS NAT RES IDX 46428737 5214 52403 SH SHR/OTHR 23 52403 D ISHARES TR S&P LTN AM 40 46428739 1664 12174 SH SHARED 12174 D ISHARES TR S&P LTN AM 40 46428739 47 350 SH SHR/OTHR 20 350 D ISHARES TR S&P 500 VALUE 46428740 784 11415 SH SHARED 10500 915 D ISHARES TR S&P 500 VALUE 46428740 346 5036 SH SHR/OTHR 23 5036 D ISHARES TR 20+ YR TRS BD 46428743 12947 153550 SH SHARED 153550 D ISHARES TR 7-10 YR TRS BD 46428744 686 8550 SH SHARED 8550 D ISHARES TR 1-3 YR TRS BD 46428745 10264 128811 SH SHARED 128569 242 D ISHARES TR 1-3 YR TRS BD 46428745 218 2737 SH SHARED 23 237 2500 D ISHARES TR 1-3 YR TRS BD 46428745 10 137 SH SHR/OTHR 23 137 D ISHARES TR MSCI EAFE IDX 46428746 6441 98502 SH SHARED 22020 76482 D ISHARES TR MSCI EAFE IDX 46428746 729 11155 SH SHR/OTHR 11155 D ISHARES TR MSCI EAFE IDX 46428746 1 22 SH SHARED 02 22 D ISHARES TR MSCI EAFE IDX 46428746 1244 19039 SH SHARED 20 2800 16239 D ISHARES TR MSCI EAFE IDX 46428746 778 11900 SH SHR/OTHR 20 11900 D ISHARES TR MSCI EAFE IDX 46428746 504 7714 SH SHARED 21 7714 D ISHARES TR MSCI EAFE IDX 46428746 1879 28745 SH SHARED 23 27745 1000 D ISHARES TR MSCI EAFE IDX 46428746 6830 104464 SH SHR/OTHR 23 104464 D ISHARES TR RUSSELL MIDCAP 46428749 53 585 SH SHARED 21 585 D ISHARES TR GLDM SCHS NETW 46428753 13 452 SH SHARED 452 D ISHARES TR NASDQ BIO INDX 46428755 277 3818 SH SHARED 3818 D ISHARES TR NASDQ BIO INDX 46428755 10989 151163 SH SHARED 151163 D ISHARES TR NASDQ BIO INDX 46428755 1106 15225 SH SHARED 01 15225 D ISHARES TR NASDQ BIO INDX 46428755 38929 535475 SH SHARED 10 535475 D ISHARES TR NASDQ BIO INDX 46428755 2235 30750 SH SHARED 17 30750 D ISHARES TR NASDQ BIO INDX 46428755 6655 91551 SH SHARED 19 91551 D ISHARES TR NASDQ BIO INDX 46428755 36 500 SH SHR/OTHR 21 500 D ISHARES TR NASDQ BIO INDX 46428755 27 375 SH SHR/OTHR 23 375 D ISHARES TR COHEN&ST RLTY 46428756 580 6923 SH SHARED 440 6483 D ISHARES TR COHEN&ST RLTY 46428756 642 7660 SH SHARED 20 5380 2280 D ISHARES TR COHEN&ST RLTY 46428756 45 545 SH SHR/OTHR 20 545 D ISHARES TR COHEN&ST RLTY 46428756 169 2020 SH SHARED 21 2020 D ISHARES TR COHEN&ST RLTY 46428756 5070 60488 SH SHARED 22 48388 12100 D ISHARES TR COHEN&ST RLTY 46428756 910 10868 SH SHR/OTHR 22 10868 D ISHARES TR COHEN&ST RLTY 46428756 4714 56240 SH SHARED 23 55480 760 D ISHARES TR COHEN&ST RLTY 46428756 4218 50333 SH SHR/OTHR 23 50333 D ISHARES TR RUSSELL1000VAL 46428759 1 14 SH SHARED 02 14 D ISHARES TR S&P MC 400 GRW 46428760 10 132 SH SHR/OTHR 23 132 D ISHARES TR RUSSELL1000GRW 46428761 5 113 SH SHARED 02 113 D ISHARES TR RUSSELL1000GRW 46428761 819 16200 SH SHARED 23 16200 D ISHARES TR RUSSELL1000GRW 46428761 259 5125 SH SHR/OTHR 23 5125 D ISHARES TR RUSSELL 1000 46428762 2563 37100 SH SHARED 02 37100 D ISHARES TR RUSL 2000 VALU 46428763 1316 18196 SH SHARED 14415 3781 D ISHARES TR RUSL 2000 GROW 46428764 599 8150 SH SHARED 8150 D ISHARES TR RUSSELL 2000 46428765 338211 4715059 SH SHARED 4612761 102298 D ISHARES TR RUSSELL 2000 46428765 699 9750 SH SHR/OTHR 9750 D ISHARES TR RUSSELL 2000 46428765 22155 308867 SH SHARED 02 308867 D ISHARES TR RUSSELL 2000 46428765 1229 17145 SH SHARED 20 17145 D ISHARES TR RUSSELL 2000 46428765 40 560 SH SHR/OTHR 20 560 D ISHARES TR RUSSELL 2000 46428765 704 9825 SH SHARED 22 9825 D ISHARES TR RUSSELL 2000 46428765 1916 26714 SH SHARED 23 26239 475 D ISHARES TR RUSSELL 2000 46428765 2691 37527 SH SHR/OTHR 23 37527 D ISHARES TR RUSL 3000 GROW 46428767 389 9470 SH SHARED 23 9470 D ISHARES TR RUSSELL 3000 46428768 2137 29000 SH SHARED 02 29000 D ISHARES TR DJ US UTILS 46428769 11857 150000 SH SHARED 150000 D ISHARES TR S&P MIDCP VALU 46428770 56 764 SH SHARED 764 D ISHARES TR S&P MIDCP VALU 46428770 10 140 SH SHR/OTHR 23 140 D ISHARES TR DJ US TELECOMM 46428771 3134 122200 SH SHARED 122200 D ISHARES TR DJ US TELECOMM 46428771 1 50 SH SHARED 02 50 D ISHARES TR DJ US TECH SEC 46428772 5 120 SH SHARED 19 120 D ISHARES TR DJ US TECH SEC 46428772 353 7450 SH SHARED 23 7450 D ISHARES TR DJ US REAL EST 46428773 6483 91000 SH SHARED 91000 D ISHARES TR DJ US REAL EST 46428773 7976 111950 SH SHARED 02 111950 D ISHARES TR DJ US REAL EST 46428773 10830 152000 SH SHARED 06 152000 D ISHARES TR DJ US REAL EST 46428773 171 2400 SH SHR/OTHR 23 2400 D ISHARES TR DJ US INDUSTRL 46428775 14 230 SH SHARED 230 D ISHARES TR DJ US INDUSTRL 46428775 2 43 SH SHR/OTHR 23 43 D ISHARES TR DJ US HEALTHCR 46428776 116 1925 SH SHR/OTHR 1925 D ISHARES TR DJ US HEALTHCR 46428776 194 3215 SH SHARED 23 3215 D ISHARES TR DJ US HEALTHCR 46428776 2 37 SH SHR/OTHR 23 37 D ISHARES TR DJ US FINL SEC 46428778 104 1000 SH SHARED 1000 D ISHARES TR DJ US ENERGY 46428779 15 159 SH SHARED 159 D ISHARES TR DJ US BAS MATL 46428783 14 261 SH SHARED 261 D ISHARES TR DJ US BAS MATL 46428783 134 2400 SH SHR/OTHR 20 2400 D ISHARES TR S&P EURO PLUS 46428786 182 2000 SH SHARED 2000 D ISHARES TR S&P EURO PLUS 46428786 15 170 SH SHR/OTHR 23 170 D ISHARES TR S&P SMLCP VALU 46428787 5 84 SH SHR/OTHR 23 84 D ISIS PHARMACEUTICALS INC COM 46433010 113 18740 SH SHARED 18740 D ISIS PHARMACEUTICALS INC COM 46433010 4 815 SH SHARED 02 815 D ISIS PHARMACEUTICALS INC DEL NOTE 5.500% 5/0 464337AC 9765 10500000 PRN SHARED 10500000 D ISLE OF CAPRI CASINOS INC COM 46459210 274 10711 SH SHARED 10711 D ISLE OF CAPRI CASINOS INC COM 46459210 53 2100 SH SHARED 01 2100 D ISLE OF CAPRI CASINOS INC COM 46459210 146 5697 SH SHARED 02 5697 D ISLE OF CAPRI CASINOS INC COM 46459210 23 900 SH SHARED 17 900 D ITC HLDGS CORP COM 46568510 81 3048 SH SHARED 3048 D ITC HLDGS CORP COM 46568510 3 144 SH SHARED 02 144 D ITRON INC COM 46574110 13176 222357 SH SHARED 222107 250 D ITRON INC COM 46574110 183 3100 SH SHARED 01 3100 D ITRON INC COM 46574110 637 10766 SH SHARED 02 10766 D ITRON INC COM 46574110 10841 182940 SH SHARED 10 148340 34600 D ITRON INC COM 46574110 15439 260530 SH SHARED 17 215430 45100 D I2 TECHNOLOGIES INC NOTE 5.250%12/1 465754AF 7078 7186000 PRN SHARED 7186000 D I2 TECHNOLOGIES INC COM NEW 46575420 292 23051 SH SHARED 23051 D IVANHOE MINES LTD COM 46579N10 403 59182 SH SHARED 59182 D IVANHOE MINES LTD COM 46579N10 284 41700 SH SHARED 02 41700 D IVANHOE MINES LTD COM 46579N10 61 9000 SH SHARED 21 9000 D IXYS CORP COM 46600W10 55 5780 SH SHARED 5780 D IXYS CORP COM 46600W10 13 1407 SH SHARED 02 1407 D IXYS CORP COM 46600W10 481 50200 SH SHARED 10 50200 D IXYS CORP COM 46600W10 744 77600 SH SHARED 17 77600 D J & J SNACK FOODS CORP COM 46603210 86 2623 SH SHARED 2623 D J & J SNACK FOODS CORP COM 46603210 1 40 SH SHARED 02 40 D J & J SNACK FOODS CORP COM 46603210 836 25300 SH SHARED 10 25300 D JDS UNIPHASE CORP NOTE 11/1 46612JAB 41723 45800000 PRN SHARED 45800000 D JDS UNIPHASE CORP COM 46612J10 24859 9826071 SH SHARED 9713961 112110 D JDS UNIPHASE CORP COM 46612J10 1 600 SH SHR/OTHR 600 D JDS UNIPHASE CORP COM 46612J10 739 292400 SH SHARED 01 292400 D JDS UNIPHASE CORP COM 46612J10 1170 462526 SH SHARED 02 462526 D JDS UNIPHASE CORP COM 46612J10 328 129810 SH SHARED 06 129810 D JDS UNIPHASE CORP COM 46612J10 6 2600 SH SHARED 10 2600 D JDS UNIPHASE CORP COM 46612J10 47 18770 SH SHARED 14 18770 D JDS UNIPHASE CORP COM 46612J10 3051 1206300 SH SHARED 17 1186800 19500 D JDS UNIPHASE CORP COM 46612J10 0 50 SH SHARED 23 50 D JDA SOFTWARE GROUP INC COM 46612K10 119 8544 SH SHARED 8544 D JDA SOFTWARE GROUP INC COM 46612K10 6 444 SH SHARED 02 444 D JER INVT TR INC COM 46614H30 294 18964 SH SHARED 18964 D JER INVT TR INC COM 46614H30 14724 946900 SH SHARED 17 946900 D JLG INDS INC COM 46621010 837 37213 SH SHARED 37213 D JLG INDS INC COM 46621010 914 40652 SH SHARED 02 40652 D JLG INDS INC COM 46621010 1266 56300 SH SHARED 10 56300 D JLG INDS INC COM 46621010 18 800 SH SHARED 17 800 D JP MORGAN CHASE & CO COM 46625H10 326943 7784362 SH SHARED 7339938 444424 D JP MORGAN CHASE & CO COM 46625H10 11061 263367 SH SHR/OTHR 263367 D JP MORGAN CHASE & CO COM 46625H10 32155 765600 SH SHARED 01 765600 D JP MORGAN CHASE & CO COM 46625H10 57763 1375322 SH SHARED 02 1371322 4000 D JP MORGAN CHASE & CO COM 46625H10 3796 90381 SH SHARED 04 90000 381 D JP MORGAN CHASE & CO COM 46625H10 31693 754615 SH SHARED 06 754615 D JP MORGAN CHASE & CO COM 46625H10 218800 5209537 SH SHARED 10 3922380 1287157 D JP MORGAN CHASE & CO COM 46625H10 407 9700 SH SHR/OTHR 10 9700 D JP MORGAN CHASE & CO COM 46625H10 8110 193101 SH SHARED 14 193101 D JP MORGAN CHASE & CO COM 46625H10 9162 218150 SH SHARED 15 218150 D JP MORGAN CHASE & CO COM 46625H10 143981 3428125 SH SHARED 17 3355829 72296 D JP MORGAN CHASE & CO COM 46625H10 382 9100 SH SHARED 19 9100 D JP MORGAN CHASE & CO COM 46625H10 1434 34163 SH SHARED 20 3405 30758 D JP MORGAN CHASE & CO COM 46625H10 2177 51852 SH SHR/OTHR 20 51852 D JP MORGAN CHASE & CO COM 46625H10 517 12310 SH SHARED 21 12310 D JP MORGAN CHASE & CO COM 46625H10 375 8950 SH SHR/OTHR 21 8950 D JP MORGAN CHASE & CO COM 46625H10 2574 61300 SH SHARED 22 51130 10170 D JP MORGAN CHASE & CO COM 46625H10 459 10950 SH SHR/OTHR 22 10950 D JP MORGAN CHASE & CO COM 46625H10 13854 329871 SH SHARED 23 321121 8750 D JP MORGAN CHASE & CO COM 46625H10 30610 728827 SH SHR/OTHR 23 728827 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 4598 147301 SH SHARED 146751 550 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 49 1600 SH SHR/OTHR 1600 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 143 4600 SH SHARED 01 4600 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 134 4300 SH SHARED 02 4300 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 12266 392920 SH SHARED 10 357820 35100 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 16175 518100 SH SHARED 17 484600 33500 D JABIL CIRCUIT INC COM 46631310 8658 338205 SH SHARED 289342 48863 D JABIL CIRCUIT INC COM 46631310 25 978 SH SHR/OTHR 978 D JABIL CIRCUIT INC COM 46631310 888 34700 SH SHARED 01 34700 D JABIL CIRCUIT INC COM 46631310 1707 66689 SH SHARED 02 66689 D JABIL CIRCUIT INC COM 46631310 389 15215 SH SHARED 06 15215 D JABIL CIRCUIT INC COM 46631310 8791 343400 SH SHARED 10 76300 267100 D JABIL CIRCUIT INC COM 46631310 59 2317 SH SHARED 14 2317 D JABIL CIRCUIT INC COM 46631310 4815 188122 SH SHARED 17 77422 110700 D JACK IN THE BOX INC COM 46636710 5250 133942 SH SHARED 133942 D JACK IN THE BOX INC COM 46636710 136 3485 SH SHARED 02 3485 D JACK IN THE BOX INC COM 46636710 4378 111700 SH SHARED 10 111700 D JACK IN THE BOX INC COM 46636710 1277 32600 SH SHARED 17 32600 D JACKSON HEWITT TAX SVCS INC COM 46820210 885 28233 SH SHARED 28233 D JACKSON HEWITT TAX SVCS INC COM 46820210 188 6010 SH SHARED 02 6010 D JACKSON HEWITT TAX SVCS INC COM 46820210 53 1700 SH SHARED 10 1700 D JACKSON HEWITT TAX SVCS INC COM 46820210 811 25900 SH SHARED 17 25900 D JACOBS ENGR GROUP INC DEL COM 46981410 7167 90000 SH SHARED 90000 D JACOBS ENGR GROUP INC DEL COM 46981410 1369 17200 SH SHARED 01 17200 D JACOBS ENGR GROUP INC DEL COM 46981410 1125 14133 SH SHARED 02 14133 D JACOBS ENGR GROUP INC DEL COM 46981410 7 100 SH SHARED 06 100 D JACOBS ENGR GROUP INC DEL COM 46981410 7 100 SH SHARED 10 100 D JACOBS ENGR GROUP INC DEL COM 46981410 493 6200 SH SHARED 17 6200 D JACUZZI BRANDS INC COM 46986510 2157 245158 SH SHR/OTHR 245158 D JACUZZI BRANDS INC COM 46986510 175 19961 SH SHARED 19961 D JACUZZI BRANDS INC COM 46986510 88 10100 SH SHARED 21 10100 D JAKKS PAC INC NOTE 4.625% 6/1 47012EAB 17031 14300000 PRN SHARED 14300000 D JAKKS PAC INC COM 47012E10 191 9542 SH SHARED 9542 D JAKKS PAC INC COM 47012E10 28 1401 SH SHARED 02 1401 D JAKKS PAC INC COM 47012E10 660 32900 SH SHARED 10 32900 D JAMES RIVER COAL CO COM NEW 47035520 907 34253 SH SHARED 34253 D JAMES RIV GROUP INC COM 47035910 17 699 SH SHARED 699 D JAMESON INNS INC COM 47045710 40 13927 SH SHARED 13927 D JANUS CAP GROUP INC COM 47102X10 9863 551027 SH SHARED 550527 500 D JANUS CAP GROUP INC COM 47102X10 510 28500 SH SHARED 01 28500 D JANUS CAP GROUP INC COM 47102X10 1084 60608 SH SHARED 02 60608 D JANUS CAP GROUP INC COM 47102X10 380 21270 SH SHARED 06 21270 D JANUS CAP GROUP INC COM 47102X10 5 300 SH SHARED 10 300 D JANUS CAP GROUP INC COM 47102X10 1571 87790 SH SHARED 17 86590 1200 D JANUS CAP GROUP INC COM 47102X10 35 2000 SH SHARED 23 2000 D JAPAN EQUITY FD INC COM 47105710 25 3139 SH SHARED 3139 D JARDEN CORP COM 47110910 2596 85276 SH SHARED 83809 1467 D JARDEN CORP COM 47110910 57 1882 SH SHR/OTHR 1882 D JARDEN CORP COM 47110910 103 3400 SH SHARED 02 3400 D JARDEN CORP COM 47110910 10298 338220 SH SHARED 10 333620 4600 D JARDEN CORP COM 47110910 46284 1520000 SH SHARED 17 1340650 179350 D JEFFERIES GROUP INC NEW COM 47231910 133 4500 SH SHARED 4500 D JEFFERIES GROUP INC NEW COM 47231910 880 29700 SH SHARED 01 29700 D JEFFERIES GROUP INC NEW COM 47231910 835 28200 SH SHARED 02 28200 D JEFFERIES GROUP INC NEW COM 47231910 811 27400 SH SHARED 10 27400 D JEFFERIES GROUP INC NEW COM 47231910 17778 600000 SH SHARED 17 600000 D JETBLUE AWYS CORP NOTE 3.500% 7/1 477143AB 3990 4469000 PRN SHARED 02 4469000 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 4860 5000000 PRN SHARED 5000000 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 22 23000 PRN SHARED 02 23000 D JETBLUE AWYS CORP COM 47714310 2713 223488 SH SHARED 221038 2450 D JETBLUE AWYS CORP COM 47714310 586 48300 SH SHARED 01 48300 D JETBLUE AWYS CORP COM 47714310 1910 157401 SH SHARED 02 157401 D JETBLUE AWYS CORP COM 47714310 910 75000 SH SHARED 15 75000 D JO-ANN STORES INC COM 47758P30 5938 405329 SH SHARED 405329 D JOHNSON & JOHNSON COM 47816010 3247 54200 SH SHARED 54200 D JOHNSON & JOHNSON COM 47816010 805240 13438598 SH SHARED 12619930 818668 D JOHNSON & JOHNSON COM 47816010 11846 197698 SH SHR/OTHR 197698 D JOHNSON & JOHNSON COM 47816010 38292 639063 SH SHARED 01 6400 632663 D JOHNSON & JOHNSON COM 47816010 108240 1806423 SH SHARED 02 1806423 D JOHNSON & JOHNSON COM 47816010 11815 197194 SH SHARED 04 196899 295 D JOHNSON & JOHNSON COM 47816010 19205 320511 SH SHARED 06 320511 D JOHNSON & JOHNSON COM 47816010 378559 6317748 SH SHARED 10 2793238 2558538 965972 D JOHNSON & JOHNSON COM 47816010 311 5200 SH SHR/OTHR 10 5200 D JOHNSON & JOHNSON COM 47816010 4804 80184 SH SHARED 14 80184 D JOHNSON & JOHNSON COM 47816010 8798 146842 SH SHARED 15 146842 D JOHNSON & JOHNSON COM 47816010 106175 1771957 SH SHARED 17 1718492 53465 D JOHNSON & JOHNSON COM 47816010 263 4400 SH SHARED 19 4400 D JOHNSON & JOHNSON COM 47816010 4362 72807 SH SHARED 20 13058 59749 D JOHNSON & JOHNSON COM 47816010 2584 43127 SH SHR/OTHR 20 43127 D JOHNSON & JOHNSON COM 47816010 646 10792 SH SHARED 21 10792 D JOHNSON & JOHNSON COM 47816010 359 5995 SH SHR/OTHR 21 5995 D JOHNSON & JOHNSON COM 47816010 8101 135205 SH SHARED 22 118150 17055 D JOHNSON & JOHNSON COM 47816010 1393 23260 SH SHR/OTHR 22 23260 D JOHNSON & JOHNSON COM 47816010 30091 502192 SH SHARED 23 479742 22450 D JOHNSON & JOHNSON COM 47816010 53273 889079 SH SHR/OTHR 23 889079 D JOHNSON CTLS INC COM 47836610 88339 1074423 SH SHARED 1073370 1053 D JOHNSON CTLS INC COM 47836610 3494 42499 SH SHARED 01 42499 D JOHNSON CTLS INC COM 47836610 4793 58295 SH SHARED 02 58295 D JOHNSON CTLS INC COM 47836610 1378 16770 SH SHARED 06 16770 D JOHNSON CTLS INC COM 47836610 9731 118356 SH SHARED 10 117956 400 D JOHNSON CTLS INC COM 47836610 6800 82710 SH SHARED 17 81410 1300 D JOHNSON CTLS INC COM 47836610 41 500 SH SHARED 20 500 D JOHNSON CTLS INC COM 47836610 0 2 SH SHARED 23 2 D JONES APPAREL GROUP INC COM 48007410 7918 249087 SH SHARED 248792 295 D JONES APPAREL GROUP INC COM 48007410 571 17970 SH SHARED 01 17970 D JONES APPAREL GROUP INC COM 48007410 1542 48512 SH SHARED 02 48512 D JONES APPAREL GROUP INC COM 48007410 387 12190 SH SHARED 06 12190 D JONES APPAREL GROUP INC COM 48007410 6 200 SH SHARED 10 200 D JONES APPAREL GROUP INC COM 48007410 2662 83754 SH SHARED 17 82954 800 D JONES LANG LASALLE INC COM 48020Q10 903 10325 SH SHARED 10325 D JONES LANG LASALLE INC COM 48020Q10 192 2200 SH SHARED 02 2200 D JONES LANG LASALLE INC COM 48020Q10 411 4700 SH SHARED 17 4700 D JONES SODA CO COM 48023P10 46 5113 SH SHARED 5113 D JOS A BANK CLOTHIERS INC COM 48083810 364 15199 SH SHARED 15199 D JOS A BANK CLOTHIERS INC COM 48083810 135 5661 SH SHARED 02 5661 D JOS A BANK CLOTHIERS INC COM 48083810 244 10200 SH SHARED 10 10200 D JOS A BANK CLOTHIERS INC COM 48083810 179 7500 SH SHARED 22 7500 D JOURNAL COMMUNICATIONS INC CL A 48113010 71 6340 SH SHARED 6340 D JOURNAL COMMUNICATIONS INC CL A 48113010 6 555 SH SHARED 02 555 D JOURNAL REGISTER CO COM 48113810 940 104942 SH SHARED 104942 D JOURNAL REGISTER CO COM 48113810 6 682 SH SHARED 02 682 D JOURNAL REGISTER CO COM 48113810 4 500 SH SHARED 17 500 D JOY GLOBAL INC COM 48116510 21025 403631 SH SHARED 402314 1317 D JOY GLOBAL INC COM 48116510 1859 35700 SH SHARED 01 35700 D JOY GLOBAL INC COM 48116510 1534 29461 SH SHARED 02 29461 D JOY GLOBAL INC COM 48116510 208 4000 SH SHARED 06 4000 D JOY GLOBAL INC COM 48116510 26984 518031 SH SHARED 10 517931 100 D JOY GLOBAL INC COM 48116510 31797 610437 SH SHARED 17 609737 700 D JUNIPER NETWORKS INC NOTE 6/1 48203RAC 17498 17534000 PRN SHARED 17534000 D JUNIPER NETWORKS INC COM 48203R10 29317 1833506 SH SHARED 1766562 66944 D JUNIPER NETWORKS INC COM 48203R10 107 6724 SH SHR/OTHR 6724 D JUNIPER NETWORKS INC COM 48203R10 1465 91623 SH SHARED 01 91623 D JUNIPER NETWORKS INC COM 48203R10 6017 376347 SH SHARED 02 376347 D JUNIPER NETWORKS INC COM 48203R10 755 47270 SH SHARED 06 47270 D JUNIPER NETWORKS INC COM 48203R10 135 8500 SH SHARED 10 8500 D JUNIPER NETWORKS INC COM 48203R10 5726 358100 SH SHARED 17 353900 4200 D JUNIPER NETWORKS INC COM 48203R10 1 95 SH SHARED 20 95 D JUNIPER NETWORKS INC COM 48203R10 253 15870 SH SHARED 22 13925 1945 D JUNIPER NETWORKS INC COM 48203R10 331 20745 SH SHARED 23 17045 3700 D JUNIPER NETWORKS INC COM 48203R10 64 4025 SH SHR/OTHR 23 4025 D JUPITERMEDIA CORP COM 48207D10 61 4755 SH SHARED 4755 D JUPITERMEDIA CORP COM 48207D10 18 1400 SH SHARED 01 1400 D JUPITERMEDIA CORP COM 48207D10 106 8170 SH SHARED 02 8170 D JUPITERMEDIA CORP COM 48207D10 291 22400 SH SHARED 10 22400 D JUPITERMEDIA CORP COM 48207D10 554 42660 SH SHARED 17 6060 36600 D K & F INDS HLDGS INC COM 48224110 75 4268 SH SHARED 4268 D K & F INDS HLDGS INC COM 48224110 10370 584900 SH SHARED 17 584900 D KCS ENERGY INC COM 48243420 24186 814372 SH SHARED 814372 D KCS ENERGY INC COM 48243420 299 10100 SH SHARED 01 10100 D KCS ENERGY INC COM 48243420 17522 589994 SH SHARED 02 589994 D KCS ENERGY INC COM 48243420 344 11600 SH SHARED 17 11600 D KFX INC COM 48245L10 1851 121202 SH SHARED 18202 103000 D KFX INC COM 48245L10 110 7200 SH SHARED 02 7200 D KFX INC COM 48245L10 51 3400 SH SHARED 10 3400 D KFX INC COM 48245L10 82 5400 SH SHARED 17 5400 D KHD HUMBOLDT WEDAG INTL LTD COM 48246210 112 4197 SH SHARED 21 4197 D KKR FINL CORP COM 48247630 320 15392 SH SHARED 15392 D KKR FINL CORP COM 48247630 4 200 SH SHARED 01 200 D KKR FINL CORP COM 48247630 283 13600 SH SHARED 10 13600 D KKR FINL CORP COM 48247630 30244 1453350 SH SHARED 17 1440350 13000 D KLA-TENCOR CORP COM 48248010 27623 664497 SH SHARED 648650 15847 D KLA-TENCOR CORP COM 48248010 119 2876 SH SHR/OTHR 2876 D KLA-TENCOR CORP COM 48248010 1650 39700 SH SHARED 01 39700 D KLA-TENCOR CORP COM 48248010 3784 91034 SH SHARED 02 91034 D KLA-TENCOR CORP COM 48248010 2707 65130 SH SHARED 06 65130 D KLA-TENCOR CORP COM 48248010 2699 64950 SH SHARED 10 61450 3500 D KLA-TENCOR CORP COM 48248010 2677 64400 SH SHARED 14 64400 D KLA-TENCOR CORP COM 48248010 3509 84430 SH SHARED 17 82330 2100 D KLA-TENCOR CORP COM 48248010 110 2670 SH SHARED 20 2670 D KLA-TENCOR CORP COM 48248010 49 1200 SH SHR/OTHR 20 1200 D KLA-TENCOR CORP COM 48248010 8 200 SH SHR/OTHR 21 200 D KLA-TENCOR CORP COM 48248010 6 150 SH SHARED 23 150 D KLA-TENCOR CORP COM 48248010 33 800 SH SHR/OTHR 23 800 D KMG AMER CORP COM 48256310 84 9528 SH SHARED 9528 D KMG AMER CORP COM 48256310 20 2291 SH SHARED 02 2291 D KT CORP SPONSORED ADR 48268K10 13727 639965 SH SHARED 639965 D KT CORP SPONSORED ADR 48268K10 939 43800 SH SHARED 14 43800 D K-SWISS INC CL A 48268610 154 5798 SH SHARED 5798 D K-SWISS INC CL A 48268610 0 21 SH SHARED 02 21 D K-SWISS INC CL A 48268610 798 29900 SH SHARED 17 29900 D K2 INC COM 48273210 227 20761 SH SHARED 20761 D K2 INC COM 48273210 54 5000 SH SHARED 01 5000 D K2 INC COM 48273210 7 645 SH SHARED 02 645 D K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC 5034 5122000 PRN SHARED 02 5122000 D K V PHARMACEUTICAL CO CL A 48274020 232 12434 SH SHARED 12434 D K V PHARMACEUTICAL CO CL A 48274020 97 5200 SH SHARED 01 5200 D K V PHARMACEUTICAL CO CL A 48274020 2 114 SH SHARED 02 114 D K V PHARMACEUTICAL CO CL A 48274020 1826 97900 SH SHARED 10 97900 D K V PHARMACEUTICAL CO CL A 48274020 1970 105600 SH SHARED 17 105600 D KADANT INC COM 48282T10 67 2936 SH SHARED 2936 D KADANT INC COM 48282T10 2 112 SH SHARED 02 112 D KNBT BANCORP INC COM 48292110 137 8296 SH SHARED 8296 D KNBT BANCORP INC COM 48292110 6 407 SH SHARED 02 407 D KAMAN CORP COM 48354810 2009 110389 SH SHARED 110389 D KAMAN CORP COM 48354810 23 1300 SH SHARED 01 1300 D KAMAN CORP COM 48354810 5 313 SH SHARED 02 313 D KAMAN CORP COM 48354810 116 6400 SH SHARED 10 6400 D KANBAY INTL INC COM 48369P20 102 7065 SH SHARED 7065 D KANSAS CITY LIFE INS CO COM 48483610 32 780 SH SHARED 780 D KANSAS CITY LIFE INS CO COM 48483610 118 2800 SH SHARED 10 2800 D KANSAS CITY SOUTHERN COM NEW 48517030 546 19740 SH SHARED 19740 D KANSAS CITY SOUTHERN COM NEW 48517030 127 4600 SH SHARED 02 4600 D KANSAS CITY SOUTHERN COM NEW 48517030 152 5500 SH SHARED 10 5500 D KAYDON CORP NOTE 4.000% 5/2 486587AB 3091 2323000 PRN SHARED 02 2270000 53000 D KAYDON CORP COM 48658710 295 7914 SH SHARED 7914 D KAYDON CORP COM 48658710 26 712 SH SHARED 02 712 D KAYDON CORP COM 48658710 902 24200 SH SHARED 17 11000 13200 D KB HOME COM 48666K10 28105 612984 SH SHARED 612784 200 D KB HOME COM 48666K10 751 16400 SH SHARED 01 16400 D KB HOME COM 48666K10 10455 228034 SH SHARED 02 228034 D KB HOME COM 48666K10 352 7692 SH SHARED 06 7692 D KB HOME COM 48666K10 541 11800 SH SHARED 10 11600 200 D KB HOME COM 48666K10 1901 41464 SH SHARED 17 40564 900 D KEANE INC SDCV 2.000% 6/1 486665AB 3513 3710000 PRN SHARED 3710000 D KEANE INC COM 48666510 270 21659 SH SHARED 21659 D KEANE INC COM 48666510 3 300 SH SHARED 01 300 D KEANE INC COM 48666510 19 1599 SH SHARED 02 1599 D KEARNY FINL CORP COM 48716910 75 5079 SH SHARED 5079 D KEARNY FINL CORP COM 48716910 4 310 SH SHARED 02 310 D KEITHLEY INSTRS INC COM 48758410 35 2752 SH SHARED 2752 D KEITHLEY INSTRS INC COM 48758410 27 2155 SH SHARED 02 2155 D KELLOGG CO COM 48783610 42039 868043 SH SHARED 842840 25203 D KELLOGG CO COM 48783610 927 19148 SH SHR/OTHR 19148 D KELLOGG CO COM 48783610 3399 70199 SH SHARED 01 70199 D KELLOGG CO COM 48783610 3743 77305 SH SHARED 02 77305 D KELLOGG CO COM 48783610 1112 22980 SH SHARED 06 22980 D KELLOGG CO COM 48783610 85950 1774737 SH SHARED 10 290137 1234780 249820 D KELLOGG CO COM 48783610 114 2358 SH SHARED 14 2358 D KELLOGG CO COM 48783610 5761 118966 SH SHARED 17 109166 9800 D KELLOGG CO COM 48783610 227 4690 SH SHARED 20 2185 2505 D KELLOGG CO COM 48783610 114 2370 SH SHR/OTHR 20 2370 D KELLOGG CO COM 48783610 77 1600 SH SHARED 21 1600 D KELLOGG CO COM 48783610 29 600 SH SHR/OTHR 21 600 D KELLOGG CO COM 48783610 222 4600 SH SHARED 22 4300 300 D KELLOGG CO COM 48783610 25 525 SH SHR/OTHR 22 525 D KELLOGG CO COM 48783610 617 12755 SH SHARED 23 11150 1605 D KELLOGG CO COM 48783610 1087 22456 SH SHR/OTHR 23 22456 D KELLWOOD CO DBCV 3.500% 6/1 488044AF 11193 13000000 PRN SHARED 13000000 D KELLWOOD CO CB 48804410 1 6612 PRN SHARED 6612 D KELLWOOD CO CB 48804410 1 5700 PRN SHARED 01 5700 D KELLWOOD CO CB 48804410 0 345 PRN SHARED 02 345 D KELLWOOD CO CB 48804410 64 221000 PRN SHARED 10 221000 D KELLWOOD CO CB 48804410 13 46400 PRN SHARED 17 300 46100 D KELLWOOD CO CB 48804410 1 5365 PRN SHARED 21 5365 D KELLY SVCS INC CL A 48815220 2166 79734 SH SHARED 79734 D KELLY SVCS INC CL A 48815220 149 5500 SH SHARED 01 5500 D KELLY SVCS INC CL A 48815220 114 4227 SH SHARED 02 4227 D KELLY SVCS INC CL A 48815220 567 20900 SH SHARED 17 20100 800 D KEMET CORP COM 48836010 2425 263028 SH SHARED 263028 D KEMET CORP COM 48836010 210 22800 SH SHARED 01 22800 D KEMET CORP COM 48836010 145 15829 SH SHARED 02 15829 D KENDLE INTERNATIONAL INC COM 48880L10 113 3080 SH SHARED 02 3080 D KENEXA CORP COM 48887910 39 1236 SH SHARED 1236 D KENNAMETAL INC COM 48917010 817 13128 SH SHARED 12370 758 D KENNAMETAL INC COM 48917010 722 11600 SH SHARED 01 11600 D KENNAMETAL INC COM 48917010 578 9300 SH SHARED 02 9300 D KENNAMETAL INC COM 48917010 18 300 SH SHARED 06 300 D KENNAMETAL INC COM 48917010 37 600 SH SHARED 10 600 D KENNAMETAL INC COM 48917010 498 8000 SH SHARED 17 7700 300 D KENSEY NASH CORP COM 49005710 88 2992 SH SHARED 2992 D KENSEY NASH CORP COM 49005710 59 2000 SH SHARED 02 2000 D KERR MCGEE CORP COM 49238610 139287 2008469 SH SHARED 2007537 932 D KERR MCGEE CORP COM 49238610 337 4870 SH SHR/OTHR 4870 D KERR MCGEE CORP COM 49238610 2804 40446 SH SHARED 01 40446 D KERR MCGEE CORP COM 49238610 13499 194663 SH SHARED 02 194663 D KERR MCGEE CORP COM 49238610 41610 600000 SH SHARED 04 600000 D KERR MCGEE CORP COM 49238610 1420 20480 SH SHARED 06 20480 D KERR MCGEE CORP COM 49238610 5367 77400 SH SHARED 10 10000 67400 D KERR MCGEE CORP COM 49238610 500 7224 SH SHARED 14 7224 D KERR MCGEE CORP COM 49238610 5548 80000 SH SHARED 16 80000 D KERR MCGEE CORP COM 49238610 17359 250313 SH SHARED 17 151713 98600 D KERR MCGEE CORP COM 49238610 158 2280 SH SHARED 21 2280 D KERR MCGEE CORP COM 49238610 83 1200 SH SHR/OTHR 23 1200 D KERYX BIOPHARMACEUTICALS INC COM 49251510 1206 84950 SH SHARED 84950 D KERYX BIOPHARMACEUTICALS INC COM 49251510 1206 84949 SH SHARED 84949 D KERYX BIOPHARMACEUTICALS INC COM 49251510 160 11300 SH SHARED 01 11300 D KERYX BIOPHARMACEUTICALS INC COM 49251510 176 12400 SH SHARED 02 12400 D KERYX BIOPHARMACEUTICALS INC COM 49251510 8505 599000 SH SHARED 04 599000 D KERYX BIOPHARMACEUTICALS INC COM 49251510 2110 148600 SH SHARED 10 148600 D KERYX BIOPHARMACEUTICALS INC COM 49251510 1118 78800 SH SHARED 17 78800 D KERZNER INTL LTD NOTE 2.375% 4/1 492520AB 6580 4846000 PRN SHARED 4846000 D KERZNER INTL LTD NOTE 2.375% 4/1 492520AB 6321 4655000 PRN SHARED 02 4655000 D KEYCORP NEW COM 49326710 12593 352962 SH SHARED 318323 34639 D KEYCORP NEW COM 49326710 169 4743 SH SHR/OTHR 4743 D KEYCORP NEW COM 49326710 3653 102400 SH SHARED 01 102400 D KEYCORP NEW COM 49326710 4199 117712 SH SHARED 02 117712 D KEYCORP NEW COM 49326710 1343 37641 SH SHARED 06 37641 D KEYCORP NEW COM 49326710 3535 99100 SH SHARED 10 74400 24700 D KEYCORP NEW COM 49326710 103 2900 SH SHARED 14 2900 D KEYCORP NEW COM 49326710 108676 3045867 SH SHARED 17 2845367 200500 D KEYCORP NEW COM 49326710 28 810 SH SHR/OTHR 21 810 D KEYCORP NEW COM 49326710 35 1000 SH SHR/OTHR 22 1000 D KEYCORP NEW COM 49326710 128 3600 SH SHARED 23 3600 D KEYCORP NEW COM 49326710 356 10000 SH SHR/OTHR 23 10000 D KEYNOTE SYS INC COM 49330810 41 4057 SH SHARED 4057 D KEYNOTE SYS INC COM 49330810 5 500 SH SHARED 01 500 D KEYNOTE SYS INC COM 49330810 23 2297 SH SHARED 02 2297 D KEYSPAN CORP COM 49337W10 53415 1322161 SH SHARED 1318545 3616 D KEYSPAN CORP COM 49337W10 17 440 SH SHR/OTHR 440 D KEYSPAN CORP COM 49337W10 1321 32700 SH SHARED 01 32700 D KEYSPAN CORP COM 49337W10 2302 56996 SH SHARED 02 56996 D KEYSPAN CORP COM 49337W10 633 15690 SH SHARED 06 15690 D KEYSPAN CORP COM 49337W10 222 5500 SH SHARED 10 5500 D KEYSPAN CORP COM 49337W10 22 569 SH SHARED 14 569 D KEYSPAN CORP COM 49337W10 3368 83389 SH SHARED 17 74889 8500 D KEYSPAN CORP COM 49337W10 86 2140 SH SHARED 21 2140 D KEYSPAN CORP COM 49337W10 10 265 SH SHR/OTHR 21 265 D KEYSPAN CORP COM 49337W10 8 200 SH SHARED 23 200 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 159 3787 SH SHARED 3787 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 14 350 SH SHARED 02 350 D KFORCE INC COM 49373210 359 23227 SH SHARED 23227 D KFORCE INC COM 49373210 20 1303 SH SHARED 02 1303 D KFORCE INC COM 49373210 1646 106300 SH SHARED 10 106300 D KFORCE INC COM 49373210 1124 72600 SH SHARED 17 72600 D KILROY RLTY CORP COM 49427F10 5641 78081 SH SHARED 78081 D KILROY RLTY CORP COM 49427F10 78 1087 SH SHR/OTHR 1087 D KILROY RLTY CORP COM 49427F10 245 3400 SH SHARED 01 3400 D KILROY RLTY CORP COM 49427F10 281 3900 SH SHARED 02 3900 D KILROY RLTY CORP COM 49427F10 120993 1674650 SH SHARED 11 1674650 D KIMBALL INTL INC CL B 49427410 106 5421 SH SHARED 5421 D KIMBALL INTL INC CL B 49427410 0 47 SH SHARED 02 47 D KIMBALL INTL INC CL B 49427410 49 2500 SH SHARED 17 2500 D KIMBERLY CLARK CORP COM 49436810 103199 1672608 SH SHARED 1614622 57986 D KIMBERLY CLARK CORP COM 49436810 3409 55254 SH SHR/OTHR 55254 D KIMBERLY CLARK CORP COM 49436810 6702 108626 SH SHARED 01 108626 D KIMBERLY CLARK CORP COM 49436810 9110 147654 SH SHARED 02 147654 D KIMBERLY CLARK CORP COM 49436810 3143 50953 SH SHARED 06 50953 D KIMBERLY CLARK CORP COM 49436810 63965 1036710 SH SHARED 10 770380 266330 D KIMBERLY CLARK CORP COM 49436810 172 2800 SH SHR/OTHR 10 2800 D KIMBERLY CLARK CORP COM 49436810 415 6732 SH SHARED 14 6732 D KIMBERLY CLARK CORP COM 49436810 3708 60100 SH SHARED 15 60100 D KIMBERLY CLARK CORP COM 49436810 3085 50000 SH SHARED 16 50000 D KIMBERLY CLARK CORP COM 49436810 14214 230388 SH SHARED 17 203208 27180 D KIMBERLY CLARK CORP COM 49436810 292 4745 SH SHARED 20 1985 2760 D KIMBERLY CLARK CORP COM 49436810 462 7500 SH SHR/OTHR 20 7500 D KIMBERLY CLARK CORP COM 49436810 16 260 SH SHARED 21 260 D KIMBERLY CLARK CORP COM 49436810 15 245 SH SHR/OTHR 21 245 D KIMBERLY CLARK CORP COM 49436810 281 4565 SH SHARED 22 2700 1865 D KIMBERLY CLARK CORP COM 49436810 49 800 SH SHR/OTHR 22 800 D KIMBERLY CLARK CORP COM 49436810 2759 44729 SH SHARED 23 44729 D KIMBERLY CLARK CORP COM 49436810 2324 37672 SH SHR/OTHR 23 37672 D KIMCO REALTY CORP COM 49446R10 7200 197320 SH SHARED 194720 2600 D KIMCO REALTY CORP COM 49446R10 645 17700 SH SHARED 01 17700 D KIMCO REALTY CORP COM 49446R10 3630 99499 SH SHARED 02 99499 D KIMCO REALTY CORP COM 49446R10 3492 95700 SH SHARED 17 86200 9500 D KIMCO REALTY CORP COM 49446R10 98 2700 SH SHR/OTHR 22 2700 D KIMCO REALTY CORP COM 49446R10 443 12150 SH SHARED 23 12150 D KIMCO REALTY CORP COM 49446R10 67 1850 SH SHR/OTHR 23 1850 D KINDER MORGAN INC KANS COM 49455P10 1198 12000 SH SHARED 12000 D KINDER MORGAN INC KANS COM 49455P10 85414 855085 SH SHARED 845754 9331 D KINDER MORGAN INC KANS COM 49455P10 1588 15900 SH SHARED 01 15900 D KINDER MORGAN INC KANS COM 49455P10 4807 48129 SH SHARED 02 48129 D KINDER MORGAN INC KANS COM 49455P10 74917 750000 SH SHARED 04 750000 D KINDER MORGAN INC KANS COM 49455P10 853 8540 SH SHARED 06 8540 D KINDER MORGAN INC KANS COM 49455P10 579 5800 SH SHARED 10 3500 2300 D KINDER MORGAN INC KANS COM 49455P10 4742 47481 SH SHARED 17 44381 3100 D KINDER MORGAN MANAGEMENT LLC SHS 49455U10 0 1 SH SHARED 1 D KINDER MORGAN MANAGEMENT LLC SHS 49455U10 0 1 SH SHR/OTHR 1 D KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 1687 36710 SH SHARED 36710 D KINDRED HEALTHCARE INC COM 49458010 2389 91911 SH SHARED 91911 D KINDRED HEALTHCARE INC COM 49458010 59 2300 SH SHARED 01 2300 D KINDRED HEALTHCARE INC COM 49458010 18 724 SH SHARED 02 724 D KINDRED HEALTHCARE INC COM 49458010 153 5900 SH SHARED 10 5900 D KINDRED HEALTHCARE INC COM 49458010 7511 288900 SH SHARED 17 288900 D KINETIC CONCEPTS INC COM NEW 49460W20 2084 47220 SH SHARED 4650 42570 D KINETIC CONCEPTS INC COM NEW 49460W20 76 1743 SH SHR/OTHR 1743 D KINETIC CONCEPTS INC COM NEW 49460W20 211 4800 SH SHARED 01 4800 D KINETIC CONCEPTS INC COM NEW 49460W20 186 4217 SH SHARED 02 4217 D KINETIC CONCEPTS INC COM NEW 49460W20 24591 557000 SH SHARED 17 542800 14200 D KINETIC CONCEPTS INC COM NEW 49460W20 8 200 SH SHARED 20 200 D KINETIC CONCEPTS INC COM NEW 49460W20 17 400 SH SHR/OTHR 21 400 D KINETIC CONCEPTS INC COM NEW 49460W20 198 4500 SH SHARED 23 4500 D KINETIC CONCEPTS INC COM NEW 49460W20 77 1750 SH SHR/OTHR 23 1750 D KING PHARMACEUTICALS INC COM 49558210 3292 193699 SH SHARED 193699 D KING PHARMACEUTICALS INC COM 49558210 733 43166 SH SHARED 01 43166 D KING PHARMACEUTICALS INC COM 49558210 1842 108359 SH SHARED 02 108359 D KING PHARMACEUTICALS INC COM 49558210 297 17519 SH SHARED 06 17519 D KING PHARMACEUTICALS INC COM 49558210 154 9100 SH SHARED 10 9100 D KING PHARMACEUTICALS INC COM 49558210 248 14607 SH SHARED 14 14607 D KING PHARMACEUTICALS INC COM 49558210 3011 177146 SH SHARED 17 177146 D KINROSS GOLD CORP COM NO PAR 49690240 21429 1967793 SH SHARED 1963893 3900 D KINROSS GOLD CORP COM NO PAR 49690240 5 470 SH SHARED 01 470 D KINROSS GOLD CORP COM NO PAR 49690240 1824 167500 SH SHARED 02 167500 D KINROSS GOLD CORP COM NO PAR 49690240 21 2000 SH SHARED 06 2000 D KINROSS GOLD CORP COM NO PAR 49690240 26255 2411000 SH SHARED 10 2410000 1000 D KINROSS GOLD CORP COM NO PAR 49690240 22 2100 SH SHARED 17 2100 D KINROSS GOLD CORP COM NO PAR 49690240 7 693 SH SHR/OTHR 23 693 D KINGSWAY FINL SVCS INC COM 49690410 12375 684100 SH SHARED 684100 D KIRBY CORP COM 49726610 500 12677 SH SHARED 12677 D KIRBY CORP COM 49726610 126 3200 SH SHARED 02 3200 D KIRBY CORP COM 49726610 47 1200 SH SHARED 17 1200 D KIRKLANDS INC COM 49749810 53 10305 SH SHARED 10305 D KITE RLTY GROUP TR COM 49803T10 2953 189475 SH SHARED 189475 D KNAPE & VOGT MFG CO COM 49878210 512 27250 SH SHARED 27250 D KNOLL INC COM NEW 49890420 46 2547 SH SHARED 2547 D KNOLL INC COM NEW 49890420 45 2500 SH SHARED 17 2500 D KNIGHT CAPITAL GROUP INC CL A 49900510 469 30829 SH SHARED 30829 D KNIGHT CAPITAL GROUP INC CL A 49900510 164 10800 SH SHARED 01 10800 D KNIGHT CAPITAL GROUP INC CL A 49900510 69 4557 SH SHARED 02 4557 D KNIGHT CAPITAL GROUP INC CL A 49900510 255 16800 SH SHARED 10 16800 D KNIGHT CAPITAL GROUP INC CL A 49900510 255 16800 SH SHARED 17 16800 D KNIGHT TRANSN INC COM 49906410 312 15472 SH SHARED 15472 D KNIGHT TRANSN INC COM 49906410 45 2250 SH SHR/OTHR 2250 D KNIGHT TRANSN INC COM 49906410 103 5100 SH SHARED 01 5100 D KNIGHT TRANSN INC COM 49906410 11 583 SH SHARED 02 583 D KOHLS CORP COM 50025510 21406 362091 SH SHARED 340253 21838 D KOHLS CORP COM 50025510 33 575 SH SHR/OTHR 575 D KOHLS CORP COM 50025510 3517 59500 SH SHARED 01 59500 D KOHLS CORP COM 50025510 9966 168573 SH SHARED 02 120873 47700 D KOHLS CORP COM 50025510 3547 60000 SH SHARED 04 60000 D KOHLS CORP COM 50025510 24060 406980 SH SHARED 06 406980 D KOHLS CORP COM 50025510 38144 645197 SH SHARED 10 136497 413800 94900 D KOHLS CORP COM 50025510 141 2400 SH SHARED 14 2400 D KOHLS CORP COM 50025510 8630 145976 SH SHARED 17 144176 1800 D KOHLS CORP COM 50025510 65 1100 SH SHARED 20 1100 D KOHLS CORP COM 50025510 47 800 SH SHR/OTHR 20 800 D KOHLS CORP COM 50025510 23 400 SH SHARED 21 400 D KOHLS CORP COM 50025510 15 260 SH SHR/OTHR 21 260 D KOHLS CORP COM 50025510 29 500 SH SHARED 23 500 D KOHLS CORP COM 50025510 50 850 SH SHR/OTHR 23 850 D KOMAG INC COM NEW 50045320 425 9219 SH SHARED 9219 D KOMAG INC COM NEW 50045320 101 2200 SH SHARED 01 2200 D KOMAG INC COM NEW 50045320 6884 149088 SH SHARED 02 149088 D KOMAG INC COM NEW 50045320 4396 95200 SH SHARED 10 95200 D KOMAG INC COM NEW 50045320 16670 361000 SH SHARED 17 297500 63500 D KONAMI CORP SPONSORED ADR 50046R10 110 4900 SH SHARED 4900 D KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 4757 550000 SH SHARED 550000 D KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 102 11830 SH SHARED 17 11830 D KONGZHONG CORP SPONSORED ADR 50047P10 1 194 SH SHARED 194 D KONGZHONG CORP SPONSORED ADR 50047P10 21 2447 SH SHARED 02 2447 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 6619 212559 SH SHARED 211713 846 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 453 14557 SH SHR/OTHR 14557 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 77 2498 SH SHR/OTHR 22 2498 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 193 6221 SH SHR/OTHR 23 6221 D KOOKMIN BK NEW SPONSORED ADR 50049M10 12520 150742 SH SHARED 150742 D KOOKMIN BK NEW SPONSORED ADR 50049M10 6711 80800 SH SHARED 01 80800 D KOOKMIN BK NEW SPONSORED ADR 50049M10 91 1100 SH SHARED 06 1100 D KOOKMIN BK NEW SPONSORED ADR 50049M10 17692 213012 SH SHARED 10 213012 D KOOKMIN BK NEW SPONSORED ADR 50049M10 210 2540 SH SHARED 17 2540 D KOPPERS HOLDINGS INC COM 50060P10 134 6717 SH SHARED 6717 D KOPPERS HOLDINGS INC COM 50060P10 2 128 SH SHARED 02 128 D KOPIN CORP COM 50060010 91 25253 SH SHARED 25253 D KOPIN CORP COM 50060010 11 3171 SH SHARED 02 3171 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 24759 1305859 SH SHARED 1304859 1000 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 190 10040 SH SHARED 06 10040 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 121 6430 SH SHARED 17 6430 D KOREA FD COM 50063410 1359 37425 SH SHARED 10 37425 D KOSAN BIOSCIENCES INC COM 50064W10 453 113472 SH SHARED 113472 D KORN FERRY INTL COM NEW 50064320 761 38869 SH SHARED 38869 D KORN FERRY INTL COM NEW 50064320 207 10600 SH SHARED 01 10600 D KORN FERRY INTL COM NEW 50064320 213 10900 SH SHARED 02 10900 D KORN FERRY INTL COM NEW 50064320 184 9400 SH SHARED 17 9400 D KOS PHARMACEUTICALS INC COM 50064810 1375 36575 SH SHARED 10875 25700 D KOS PHARMACEUTICALS INC COM 50064810 237 6300 SH SHARED 01 6300 D KOS PHARMACEUTICALS INC COM 50064810 255 6800 SH SHARED 02 6800 D KOS PHARMACEUTICALS INC COM 50064810 6925 184100 SH SHARED 10 184100 D KOS PHARMACEUTICALS INC COM 50064810 2321 61700 SH SHARED 17 200 61500 D KRAFT FOODS INC CL A 50075N10 22552 729858 SH SHARED 720120 9738 D KRAFT FOODS INC CL A 50075N10 4636 150061 SH SHARED 02 130487 19574 D KRAFT FOODS INC CL A 50075N10 309 10000 SH SHARED 06 10000 D KRAFT FOODS INC CL A 50075N10 630 20400 SH SHARED 10 20400 D KRAFT FOODS INC CL A 50075N10 664 21500 SH SHARED 14 21500 D KRAFT FOODS INC CL A 50075N10 528 17100 SH SHARED 17 5300 11800 D KRAFT FOODS INC CL A 50075N10 154 5000 SH SHARED 23 5000 D KRAFT FOODS INC CL A 50075N10 9 300 SH SHR/OTHR 23 300 D KRISPY KREME DOUGHNUTS INC COM 50101410 310 38129 SH SHARED 38129 D KRISPY KREME DOUGHNUTS INC COM 50101410 12 1578 SH SHARED 02 1578 D KROGER CO COM 50104410 14501 663372 SH SHARED 534454 128918 D KROGER CO COM 50104410 3101 141899 SH SHARED 01 141899 D KROGER CO COM 50104410 4594 210183 SH SHARED 02 210183 D KROGER CO COM 50104410 1568 71772 SH SHARED 06 71772 D KROGER CO COM 50104410 11533 527600 SH SHARED 10 527600 D KROGER CO COM 50104410 3621 165650 SH SHARED 14 165650 D KROGER CO COM 50104410 10676 488411 SH SHARED 17 325611 162800 D KROGER CO COM 50104410 26 1200 SH SHR/OTHR 23 1200 D KRONOS WORLDWIDE INC COM 50105F10 37 1288 SH SHARED 1288 D KRONOS WORLDWIDE INC COM 50105F10 4 154 SH SHARED 02 154 D KRONOS INC COM 50105210 846 23382 SH SHARED 23382 D KRONOS INC COM 50105210 19 525 SH SHR/OTHR 525 D KRONOS INC COM 50105210 16 450 SH SHARED 01 450 D KRONOS INC COM 50105210 330 9119 SH SHARED 02 9119 D KRONOS INC COM 50105210 130 3600 SH SHARED 10 3600 D KRONOS INC COM 50105210 3 100 SH SHARED 17 100 D KULICKE & SOFFA INDS INC NOTE 0.500%11/3 501242AL 3328 4000000 PRN SHARED 4000000 D KULICKE & SOFFA INDS INC NOTE 1.000% 6/3 501242AP 3360 4000000 PRN SHARED 4000000 D KULICKE & SOFFA INDS INC NOTE 1.000% 6/3 501242AP 1436 1710000 PRN SHARED 02 1710000 D KULICKE & SOFFA INDS INC COM 50124210 165 22305 SH SHARED 22305 D KULICKE & SOFFA INDS INC COM 50124210 81 11000 SH SHARED 01 11000 D KULICKE & SOFFA INDS INC COM 50124210 12 1753 SH SHARED 02 1753 D KULICKE & SOFFA INDS INC COM 50124210 1100 148500 SH SHARED 10 148500 D KYOCERA CORP ADR 50155620 769 9900 SH SHARED 9900 D KYOCERA CORP ADR 50155620 38 500 SH SHR/OTHR 500 D KYPHON INC COM 50157710 304 7944 SH SHARED 7944 D KYPHON INC COM 50157710 111 2900 SH SHARED 01 2900 D KYPHON INC COM 50157710 53 1384 SH SHARED 06 1384 D KYPHON INC COM 50157710 3494 91100 SH SHARED 10 34000 57100 D KYPHON INC COM 50157710 2650 69100 SH SHARED 17 5000 64100 D LAN AIRLINES S A SPONSORED ADR 50172310 492 15120 SH SHARED 15120 D LAN AIRLINES S A SPONSORED ADR 50172310 4132 126985 SH SHARED 17 126985 D LCA-VISION INC COM PAR $.001 50180330 2142 40488 SH SHARED 40188 300 D LCA-VISION INC COM PAR $.001 50180330 42 800 SH SHR/OTHR 800 D LCA-VISION INC COM PAR $.001 50180330 571 10800 SH SHARED 01 10800 D LCA-VISION INC COM PAR $.001 50180330 10535 199120 SH SHARED 10 166020 33100 D LCA-VISION INC COM PAR $.001 50180330 27087 511953 SH SHARED 17 351453 160500 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 6368 351441 SH SHARED 351441 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 5440 300247 SH SHARED 10 300247 D LHC GROUP INC COM 50187A10 19 955 SH SHARED 955 D LKQ CORP COM 50188920 180 9507 SH SHARED 9507 D LKQ CORP COM 50188920 5 282 SH SHARED 02 282 D LKQ CORP COM 50188920 19 1000 SH SHARED 17 1000 D LSI INDS INC COM 50216C10 76 4517 SH SHARED 4517 D LSI INDS INC COM 50216C10 117 6900 SH SHARED 01 6900 D LSI INDS INC COM 50216C10 2 132 SH SHARED 02 132 D LSI INDS INC COM 50216C10 2094 123300 SH SHARED 10 123300 D LSI INDS INC COM 50216C10 1017 59900 SH SHARED 17 59900 D LSI LOGIC CORP NOTE 4.000%11/0 502161AG 24750 25000000 PRN SHARED 25000000 D LSI LOGIC CORP NOTE 4.000%11/0 502161AG 810 819000 PRN SHARED 02 819000 D LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ 7112 7000000 PRN SHARED 7000000 D LSI LOGIC CORP COM 50216110 3991 445952 SH SHARED 444950 1002 D LSI LOGIC CORP COM 50216110 473 52900 SH SHARED 01 52900 D LSI LOGIC CORP COM 50216110 9317 1041089 SH SHARED 02 1041089 D LSI LOGIC CORP COM 50216110 310 34718 SH SHARED 06 34718 D LSI LOGIC CORP COM 50216110 2259 252500 SH SHARED 10 251900 600 D LSI LOGIC CORP COM 50216110 73 8246 SH SHARED 14 8246 D LSI LOGIC CORP COM 50216110 1487 166178 SH SHARED 17 162378 3800 D LTC PPTYS INC COM 50217510 129 5795 SH SHARED 5795 D LTC PPTYS INC COM 50217510 5 263 SH SHARED 02 263 D LTC PPTYS INC COM 50217510 58 2600 SH SHARED 10 2600 D LTC PPTYS INC COM 50217510 20245 905840 SH SHARED 11 905840 D LTC PPTYS INC COM 50217510 907 40600 SH SHARED 17 40600 D LTX CORP NOTE 4.250% 8/1 502392AE 1481 1486000 PRN SHARED 1486000 D LTX CORP COM 50239210 263 37615 SH SHARED 37615 D LTX CORP COM 50239210 7 1000 SH SHARED 01 1000 D LTX CORP COM 50239210 16 2421 SH SHARED 02 2421 D L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW 4875 5000000 PRN SHARED 5000000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 18223 241632 SH SHARED 226318 15314 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 1779 23600 SH SHARED 01 23600 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 5284 70071 SH SHARED 02 70071 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 2262 30000 SH SHARED 04 30000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 5464 72450 SH SHARED 06 72450 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 64625 856870 SH SHARED 10 726405 130465 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 173 2300 SH SHR/OTHR 10 2300 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 284 3767 SH SHARED 14 3767 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 3982 52800 SH SHARED 15 52800 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 5581 74000 SH SHARED 16 74000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 7161 94960 SH SHARED 17 91000 3960 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 169 2245 SH SHARED 20 405 1840 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 287 3815 SH SHARED 22 2300 1515 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 36 485 SH SHR/OTHR 23 485 D LA BARGE INC COM 50247010 36 2723 SH SHARED 2723 D LA BARGE INC COM 50247010 16 1269 SH SHARED 02 1269 D LA Z BOY INC COM 50533610 352 25177 SH SHARED 16784 8393 D LA Z BOY INC COM 50533610 10 752 SH SHARED 02 752 D LA Z BOY INC COM 50533610 39 2800 SH SHARED 17 1600 1200 D LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAC 466 554000 PRN SHARED 02 554000 D LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAC 842 1000000 PRN SHARED 06 1000000 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 15792 253781 SH SHARED 147666 106115 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 307 4943 SH SHR/OTHR 4943 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 1337 21500 SH SHARED 01 21500 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 5997 96372 SH SHARED 02 96372 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 782 12575 SH SHARED 06 12575 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 180 2900 SH SHARED 10 2900 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 300 4830 SH SHARED 14 4830 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 180368 2898416 SH SHARED 17 2891816 6600 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 1069 17182 SH SHARED 20 4550 12632 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 322 5180 SH SHR/OTHR 20 5180 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 88 1415 SH SHARED 21 1415 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 28 450 SH SHR/OTHR 21 450 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 415 6680 SH SHARED 22 5700 980 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 30 490 SH SHR/OTHR 22 490 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 2639 42415 SH SHARED 23 38965 3450 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 1032 16585 SH SHR/OTHR 23 16585 D LABOR READY INC COM NEW 50540120 1670 73751 SH SHARED 73751 D LABOR READY INC COM NEW 50540120 174 7700 SH SHARED 01 7700 D LABOR READY INC COM NEW 50540120 67 3000 SH SHARED 02 3000 D LABOR READY INC COM NEW 50540120 2269 100200 SH SHARED 10 100200 D LABOR READY INC COM NEW 50540120 3750 165600 SH SHARED 17 52400 113200 D LABRANCHE & CO INC COM 50544710 188 15538 SH SHARED 15538 D LABRANCHE & CO INC COM 50544710 89 7400 SH SHARED 01 7400 D LABRANCHE & CO INC COM 50544710 10 894 SH SHARED 02 894 D LABRANCHE & CO INC COM 50544710 89 7400 SH SHARED 10 7400 D LACLEDE GROUP INC COM 50559710 179 5225 SH SHARED 5225 D LACLEDE GROUP INC COM 50559710 58 1700 SH SHARED 01 1700 D LACLEDE GROUP INC COM 50559710 4 142 SH SHARED 02 142 D LACLEDE GROUP INC COM 50559710 398 11600 SH SHARED 10 11600 D LACLEDE GROUP INC COM 50559710 113 3300 SH SHARED 17 3300 D LACLEDE GROUP INC COM 50559710 34 1000 SH SHR/OTHR 23 1000 D LADISH INC COM NEW 50575420 3769 100600 SH SHARED 17 100600 D LAIDLAW INTL INC COM 50730R10 2111 83800 SH SHARED 83800 D LAIDLAW INTL INC COM 50730R10 199 7932 SH SHARED 02 7932 D LAIDLAW INTL INC COM 50730R10 2 100 SH SHARED 06 100 D LAIDLAW INTL INC COM 50730R10 519 20600 SH SHARED 17 19500 1100 D LAKELAND BANCORP INC COM 51163710 71 4594 SH SHARED 4594 D LAKELAND BANCORP INC COM 51163710 3 240 SH SHARED 02 240 D LAKELAND FINL CORP COM 51165610 60 2509 SH SHARED 2509 D LAKELAND FINL CORP COM 51165610 4 173 SH SHARED 02 173 D LAKES ENTMNT INC COM 51206P10 315 26056 SH SHARED 26056 D LAKES ENTMNT INC COM 51206P10 9992 826500 SH SHARED 17 826500 D LAM RESEARCH CORP COM 51280710 16496 353100 SH SHARED 329100 24000 D LAM RESEARCH CORP COM 51280710 2835 60700 SH SHARED 01 60700 D LAM RESEARCH CORP COM 51280710 1621 34707 SH SHARED 02 34707 D LAM RESEARCH CORP COM 51280710 495 10595 SH SHARED 06 10595 D LAM RESEARCH CORP COM 51280710 9614 205800 SH SHARED 10 155300 50500 D LAM RESEARCH CORP COM 51280710 1646 35236 SH SHARED 14 35236 D LAM RESEARCH CORP COM 51280710 3647 78065 SH SHARED 17 8465 69600 D LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AG 1680 1433000 PRN SHARED 1433000 D LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AG 1245 1062000 PRN SHARED 02 1062000 D LAMAR ADVERTISING CO CL A 51281510 9705 180200 SH SHARED 179900 300 D LAMAR ADVERTISING CO CL A 51281510 123 2300 SH SHARED 01 2300 D LAMAR ADVERTISING CO CL A 51281510 1389 25790 SH SHARED 02 25790 D LAMAR ADVERTISING CO CL A 51281510 1242 23060 SH SHARED 06 23060 D LAMAR ADVERTISING CO CL A 51281510 16 300 SH SHARED 10 300 D LAMAR ADVERTISING CO CL A 51281510 3431 63705 SH SHARED 17 63105 600 D LANCASTER COLONY CORP COM 51384710 339 8612 SH SHARED 8612 D LANCASTER COLONY CORP COM 51384710 276 7000 SH SHARED 01 7000 D LANCASTER COLONY CORP COM 51384710 213 5407 SH SHARED 02 5407 D LANCE INC COM 51460610 201 8738 SH SHARED 8738 D LANCE INC COM 51460610 8 379 SH SHARED 02 379 D LANDAUER INC COM 51476K10 102 2132 SH SHARED 2132 D LANDAUER INC COM 51476K10 14 300 SH SHARED 01 300 D LANDAUER INC COM 51476K10 4 91 SH SHARED 02 91 D LANDAUER INC COM 51476K10 124 2600 SH SHARED 10 2600 D LANDAUER INC COM 51476K10 57 1200 SH SHARED 17 1200 D LANDAMERICA FINL GROUP INC COM 51493610 328 5081 SH SHARED 5081 D LANDAMERICA FINL GROUP INC COM 51493610 187 2900 SH SHARED 01 2900 D LANDAMERICA FINL GROUP INC COM 51493610 2043 31633 SH SHARED 02 31633 D LANDAMERICA FINL GROUP INC COM 51493610 4043 62600 SH SHARED 10 62600 D LANDAMERICA FINL GROUP INC COM 51493610 1001 15500 SH SHARED 17 7600 7900 D LANDRYS RESTAURANTS INC COM 51508L10 41427 1276641 SH SHARED 1276641 D LANDRYS RESTAURANTS INC COM 51508L10 64 2000 SH SHARED 01 2000 D LANDRYS RESTAURANTS INC COM 51508L10 6 193 SH SHARED 02 193 D LANDRYS RESTAURANTS INC COM 51508L10 12 400 SH SHARED 17 400 D LANDSTAR SYS INC COM 51509810 922 19529 SH SHARED 19529 D LANDSTAR SYS INC COM 51509810 873 18490 SH SHARED 02 18490 D LANDSTAR SYS INC COM 51509810 1646 34860 SH SHARED 17 34860 D LANDSTAR SYS INC COM 51509810 61 1300 SH SHARED 21 1300 D LANNET INC COM 51601210 10 1800 SH SHARED 1800 D LAS VEGAS SANDS CORP COM 51783410 65327 839043 SH SHARED 789163 49880 D LAS VEGAS SANDS CORP COM 51783410 507 6516 SH SHR/OTHR 6516 D LAS VEGAS SANDS CORP COM 51783410 19239 247106 SH SHARED 02 247106 D LAS VEGAS SANDS CORP COM 51783410 256 3300 SH SHARED 06 3300 D LAS VEGAS SANDS CORP COM 51783410 46 600 SH SHARED 10 600 D LAS VEGAS SANDS CORP COM 51783410 116 1500 SH SHARED 17 1500 D LAS VEGAS SANDS CORP COM 51783410 4 55 SH SHARED 20 55 D LAS VEGAS SANDS CORP COM 51783410 68 875 SH SHARED 21 875 D LAS VEGAS SANDS CORP COM 51783410 397 5100 SH SHARED 22 3550 1550 D LAS VEGAS SANDS CORP COM 51783410 38 500 SH SHR/OTHR 22 500 D LAS VEGAS SANDS CORP COM 51783410 997 12810 SH SHARED 23 12810 D LAS VEGAS SANDS CORP COM 51783410 597 7675 SH SHR/OTHR 23 7675 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 537 11601 SH SHARED 11601 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 291 6300 SH SHARED 01 6300 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 15 337 SH SHARED 02 337 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 1463 31600 SH SHARED 10 31600 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 82368 1779010 SH SHARED 11 1779010 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 407 8800 SH SHARED 17 8800 D LASERSCOPE COM 51808110 143 4651 SH SHARED 4651 D LASERSCOPE COM 51808110 5 166 SH SHARED 02 166 D LASERSCOPE COM 51808110 12669 411200 SH SHARED 17 411200 D LATIN AMER EQUITY FD INC NEW COM 51827Q10 18 497 SH SHARED 497 D LATIN AMERN DISCOVERY FD INC COM 51828C10 21 890 SH SHARED 890 D LATTICE SEMICONDUCTOR CORP NOTE 7/0 518415AE 3132 3500000 PRN SHARED 3500000 D LATTICE SEMICONDUCTOR CORP NOTE 7/0 518415AE 895 1000000 PRN SHARED 02 1000000 D LATTICE SEMICONDUCTOR CORP COM 51841510 218 35362 SH SHARED 35362 D LATTICE SEMICONDUCTOR CORP COM 51841510 166 27000 SH SHARED 01 27000 D LATTICE SEMICONDUCTOR CORP COM 51841510 126 20464 SH SHARED 02 20464 D LAUDER ESTEE COS INC CL A 51843910 3633 93959 SH SHARED 74275 19684 D LAUDER ESTEE COS INC CL A 51843910 341 8827 SH SHR/OTHR 8827 D LAUDER ESTEE COS INC CL A 51843910 409 10600 SH SHARED 01 10600 D LAUDER ESTEE COS INC CL A 51843910 2013 52077 SH SHARED 02 52077 D LAUDER ESTEE COS INC CL A 51843910 399 10324 SH SHARED 06 10324 D LAUDER ESTEE COS INC CL A 51843910 50 1300 SH SHARED 10 1300 D LAUDER ESTEE COS INC CL A 51843910 2126 55000 SH SHARED 15 55000 D LAUDER ESTEE COS INC CL A 51843910 3398 87880 SH SHARED 17 84280 3600 D LAUDER ESTEE COS INC CL A 51843910 353 9135 SH SHARED 20 1560 7575 D LAUDER ESTEE COS INC CL A 51843910 38 1000 SH SHR/OTHR 20 1000 D LAUDER ESTEE COS INC CL A 51843910 17 445 SH SHARED 21 445 D LAUDER ESTEE COS INC CL A 51843910 18 490 SH SHR/OTHR 21 490 D LAUDER ESTEE COS INC CL A 51843910 141 3650 SH SHARED 23 3650 D LAUDER ESTEE COS INC CL A 51843910 145 3750 SH SHR/OTHR 23 3750 D LAUREATE EDUCATION INC COM 51861310 1864 43736 SH SHARED 43736 D LAUREATE EDUCATION INC COM 51861310 959 22500 SH SHARED 01 22500 D LAUREATE EDUCATION INC COM 51861310 993 23316 SH SHARED 02 23316 D LAWSON PRODS INC COM 52077610 44 1138 SH SHARED 1138 D LAWSON SOFTWARE INC NEW COM 52078P10 27334 4079740 SH SHARED 4079740 D LAWSON SOFTWARE INC NEW COM 52078P10 4105 612700 SH SHARED 10 612700 D LAWSON SOFTWARE INC NEW COM 52078P10 927 138400 SH SHARED 17 138400 D LAYNE CHRISTENSEN CO COM 52105010 66 2338 SH SHARED 2338 D LAYNE CHRISTENSEN CO COM 52105010 3 108 SH SHARED 02 108 D LEADIS TECHNOLOGY INC COM 52171N10 23 4279 SH SHARED 4279 D LEADIS TECHNOLOGY INC COM 52171N10 14 2550 SH SHARED 02 2550 D LEAPFROG ENTERPRISES INC CL A 52186N10 108 10696 SH SHARED 9196 1500 D LEAPFROG ENTERPRISES INC CL A 52186N10 8 797 SH SHARED 02 797 D LEAP WIRELESS INTL INC COM NEW 52186330 4 100 SH SHARED 100 D LEAP WIRELESS INTL INC COM NEW 52186330 151 3185 SH SHARED 02 3185 D LEAP WIRELESS INTL INC COM NEW 52186330 3802 80145 SH SHARED 17 80145 D LEAR CORP COM 52186510 3906 175900 SH SHARED 175900 D LEAR CORP COM 52186510 464 20900 SH SHARED 01 20900 D LEAR CORP COM 52186510 639 28800 SH SHARED 02 28800 D LEAR CORP COM 52186510 22 1000 SH SHARED 06 1000 D LEAR CORP COM 52186510 153 6900 SH SHARED 10 6900 D LEAR CORP COM 52186510 255 11500 SH SHARED 17 10900 600 D LEARNING TREE INTL INC COM 52201510 31 3584 SH SHARED 3584 D LEARNING TREE INTL INC COM 52201510 7 873 SH SHARED 02 873 D LECG CORP COM 52323410 130 7040 SH SHARED 7040 D LECROY CORP COM 52324W10 378 26408 SH SHARED 26408 D LECROY CORP COM 52324W10 25 1765 SH SHARED 02 1765 D LEE ENTERPRISES INC COM 52376810 366 13600 SH SHARED 13600 D LEE ENTERPRISES INC COM 52376810 150 5600 SH SHARED 01 5600 D LEE ENTERPRISES INC COM 52376810 328 12200 SH SHARED 02 12200 D LEE ENTERPRISES INC COM 52376810 10 400 SH SHARED 17 400 D LEGACY BANCORP INC CL A 52463G10 775 50157 SH SHARED 50157 D LEGGETT & PLATT INC COM 52466010 2890 115713 SH SHARED 115300 413 D LEGGETT & PLATT INC COM 52466010 754 30200 SH SHARED 01 30200 D LEGGETT & PLATT INC COM 52466010 1408 56375 SH SHARED 02 56375 D LEGGETT & PLATT INC COM 52466010 622 24930 SH SHARED 06 24930 D LEGGETT & PLATT INC COM 52466010 144 5800 SH SHARED 10 5500 300 D LEGGETT & PLATT INC COM 52466010 949 38000 SH SHARED 14 38000 D LEGGETT & PLATT INC COM 52466010 2247 89988 SH SHARED 17 87888 2100 D LEGG MASON INC COM 52490110 21008 211100 SH SHARED 209864 1236 D LEGG MASON INC COM 52490110 2104 21150 SH SHARED 01 21150 D LEGG MASON INC COM 52490110 5527 55542 SH SHARED 02 55542 D LEGG MASON INC COM 52490110 718 7216 SH SHARED 04 7216 D LEGG MASON INC COM 52490110 1961 19710 SH SHARED 06 19710 D LEGG MASON INC COM 52490110 5146 51715 SH SHARED 10 50215 1500 D LEGG MASON INC COM 52490110 1492 15000 SH SHARED 15 15000 D LEGG MASON INC COM 52490110 6365 63960 SH SHARED 17 62510 1450 D LEHMAN BROS HLDGS INC COM 52490810 2047 31421 SH SHARED 31421 D LEHMAN BROS HLDGS INC COM 52490810 52060 799084 SH SHARED 707782 91302 D LEHMAN BROS HLDGS INC COM 52490810 126 1940 SH SHR/OTHR 1940 D LEHMAN BROS HLDGS INC COM 52490810 8183 125612 SH SHARED 01 125612 D LEHMAN BROS HLDGS INC COM 52490810 26889 412738 SH SHARED 02 412738 D LEHMAN BROS HLDGS INC COM 52490810 362 5560 SH SHARED 04 5560 D LEHMAN BROS HLDGS INC COM 52490810 3178 48792 SH SHARED 06 48792 D LEHMAN BROS HLDGS INC COM 52490810 204987 3146386 SH SHARED 10 784822 2059510 302054 D LEHMAN BROS HLDGS INC COM 52490810 78 1200 SH SHR/OTHR 10 1200 D LEHMAN BROS HLDGS INC COM 52490810 607 9329 SH SHARED 14 9329 D LEHMAN BROS HLDGS INC COM 52490810 3335 51200 SH SHARED 15 51200 D LEHMAN BROS HLDGS INC COM 52490810 31709 486717 SH SHARED 17 342317 144400 D LEHMAN BROS HLDGS INC COM 52490810 10265 157571 SH SHARED 19 157571 D LEHMAN BROS HLDGS INC COM 52490810 99 1525 SH SHARED 20 535 990 D LEHMAN BROS HLDGS INC COM 52490810 2587 39720 SH SHARED 23 38180 1540 D LEHMAN BROS HLDGS INC COM 52490810 472 7250 SH SHR/OTHR 23 7250 D LENNAR CORP CL A 52605710 8524 192117 SH SHARED 191881 236 D LENNAR CORP CL A 52605710 1109 25000 SH SHARED 01 25000 D LENNAR CORP CL A 52605710 1644 37068 SH SHARED 02 37068 D LENNAR CORP CL A 52605710 527 11893 SH SHARED 06 11893 D LENNAR CORP CL A 52605710 1468 33100 SH SHARED 10 32900 200 D LENNAR CORP CL A 52605710 3450 77775 SH SHARED 17 76875 900 D LENNAR CORP CL A 52605710 31 700 SH SHR/OTHR 23 700 D LENNAR CORP CL B 52605730 12025 294827 SH SHARED 294827 D LENNAR CORP CL B 52605730 4 120 SH SHARED 01 120 D LENNOX INTL INC COM 52610710 741 28004 SH SHARED 28004 D LENNOX INTL INC COM 52610710 174 6600 SH SHARED 01 6600 D LENNOX INTL INC COM 52610710 299 11300 SH SHARED 02 11300 D LENNOX INTL INC COM 52610710 2385 90100 SH SHARED 10 90100 D LENNOX INTL INC COM 52610710 1451 54800 SH SHARED 17 15200 39600 D LENNOX INTL INC COM 52610710 84 3200 SH SHARED 21 3200 D LESCO INC OHIO COM 52687210 368 23704 SH SHARED 23704 D LEUCADIA NATL CORP COM 52728810 224 7700 SH SHARED 7700 D LEUCADIA NATL CORP COM 52728810 1628 55800 SH SHARED 01 55800 D LEUCADIA NATL CORP COM 52728810 1542 52851 SH SHARED 02 25871 26980 D LEUCADIA NATL CORP COM 52728810 17 600 SH SHARED 06 600 D LEUCADIA NATL CORP COM 52728810 271 9300 SH SHARED 10 9000 300 D LEUCADIA NATL CORP COM 52728810 9536 326700 SH SHARED 17 326500 200 D LEUCADIA NATL CORP COM 52728810 1050 36000 SH SHARED 23 36000 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS 828 1000000 PRN SHARED 1000000 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS 74 90000 PRN SHARED 02 90000 D LEVEL 3 COMMUNICATIONS INC NOTE 2.875% 7/1 52729NBA 995 1100000 PRN SHARED 02 1100000 D LEVEL 3 COMMUNICATIONS INC NOTE 5.250%12/1 52729NBF 1766 1400000 PRN SHARED 1400000 D LEVEL 3 COMMUNICATIONS INC NOTE 3.500% 6/1 52729NBK 13662 13500000 PRN SHARED 13500000 D LEVEL 3 COMMUNICATIONS INC NOTE 3.500% 6/1 52729NBK 556 550000 PRN SHARED 02 550000 D LEVEL 3 COMMUNICATIONS INC NOTE 3.500% 6/1 52729NBK 5 5000 PRN SHARED 17 5000 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 1554 350000 SH SHARED 350000 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 1013 228299 SH SHARED 224129 4170 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 129 29200 SH SHARED 01 29200 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 536 120784 SH SHARED 02 120784 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 56 12816 SH SHARED 17 2616 10200 D LEVITT CORP CL A 52742P10 64 4042 SH SHARED 4042 D LEVITT CORP CL A 52742P10 8 503 SH SHARED 02 503 D LEXICON GENETICS INC COM 52887210 71 16296 SH SHARED 16296 D LEXICON GENETICS INC COM 52887210 0 172 SH SHARED 02 172 D LEXINGTON CORP PPTYS TR COM 52904310 310 14394 SH SHARED 14394 D LEXINGTON CORP PPTYS TR COM 52904310 6 279 SH SHARED 02 279 D LEXINGTON CORP PPTYS TR COM 52904310 864 40000 SH SHARED 04 40000 D LEXINGTON CORP PPTYS TR COM 52904310 2002 92700 SH SHARED 10 92700 D LEXINGTON CORP PPTYS TR COM 52904310 59244 2742800 SH SHARED 11 2742800 D LEXINGTON CORP PPTYS TR COM 52904310 378 17500 SH SHARED 17 17500 D LEXINGTON CORP PPTYS TR PFD CONV SER C 52904330 12259 265650 SH SHARED 265650 D LEXMARK INTL NEW CL A 52977110 1319 23630 SH SHARED 23630 D LEXMARK INTL NEW CL A 52977110 24584 440344 SH SHARED 421284 19060 D LEXMARK INTL NEW CL A 52977110 55 1000 SH SHR/OTHR 1000 D LEXMARK INTL NEW CL A 52977110 1239 22200 SH SHARED 01 22200 D LEXMARK INTL NEW CL A 52977110 7498 134312 SH SHARED 02 134312 D LEXMARK INTL NEW CL A 52977110 22 408 SH SHARED 04 408 D LEXMARK INTL NEW CL A 52977110 616 11042 SH SHARED 06 11042 D LEXMARK INTL NEW CL A 52977110 1496 26800 SH SHARED 10 25200 1600 D LEXMARK INTL NEW CL A 52977110 176 3157 SH SHARED 14 3157 D LEXMARK INTL NEW CL A 52977110 5065 90726 SH SHARED 17 89526 1200 D LEXMARK INTL NEW CL A 52977110 8899 159412 SH SHARED 19 159412 D LIBBEY INC COM 52989810 21 2931 SH SHARED 2931 D LIBBEY INC COM 52989810 66 8995 SH SHARED 02 8995 D LIBERTY GLOBAL INC COM SER A 53055510 92673 4310386 SH SHARED 4309056 1330 D LIBERTY GLOBAL INC COM SER A 53055510 49 2313 SH SHR/OTHR 2313 D LIBERTY GLOBAL INC COM SER A 53055510 600 27924 SH SHARED 01 27924 D LIBERTY GLOBAL INC COM SER A 53055510 680 31659 SH SHARED 02 31659 D LIBERTY GLOBAL INC COM SER A 53055510 178 8309 SH SHARED 06 8309 D LIBERTY GLOBAL INC COM SER A 53055510 128 5967 SH SHARED 10 5967 D LIBERTY GLOBAL INC COM SER A 53055510 10 500 SH SHARED 14 500 D LIBERTY GLOBAL INC COM SER A 53055510 3543 164829 SH SHARED 17 38582 126247 D LIBERTY GLOBAL INC COM SER A 53055510 3 179 SH SHARED 18 179 D LIBERTY GLOBAL INC COM SER C 53055530 39900 1939749 SH SHARED 1938134 1615 D LIBERTY GLOBAL INC COM SER C 53055530 47 2313 SH SHR/OTHR 2313 D LIBERTY GLOBAL INC COM SER C 53055530 65 3163 SH SHARED 01 3163 D LIBERTY GLOBAL INC COM SER C 53055530 168 8179 SH SHARED 06 8179 D LIBERTY GLOBAL INC COM SER C 53055530 100 4900 SH SHARED 10 4900 D LIBERTY GLOBAL INC COM SER C 53055530 1607 78126 SH SHARED 14 78126 D LIBERTY GLOBAL INC COM SER C 53055530 868 42223 SH SHARED 17 39220 3003 D LIBERTY GLOBAL INC COM SER C 53055530 1 94 SH SHARED 18 94 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 10395 602277 SH SHARED 585886 16391 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 606 35154 SH SHR/OTHR 35154 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 376 21842 SH SHARED 01 21842 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 894 51833 SH SHARED 02 51833 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 20 1179 SH SHARED 04 1179 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 420 24363 SH SHARED 06 24363 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 49 2850 SH SHARED 10 1650 1200 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 38 2258 SH SHARED 14 2258 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 4677 271002 SH SHARED 17 261239 9763 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 47 2750 SH SHR/OTHR 20 2750 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 5635 67276 SH SHARED 63798 3478 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 588 7030 SH SHR/OTHR 7030 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 365 4368 SH SHARED 01 4368 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 712 8500 SH SHARED 02 8500 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 19 235 SH SHARED 04 235 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 413 4941 SH SHARED 06 4941 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 37 451 SH SHARED 14 451 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 4593 54840 SH SHARED 17 52407 2433 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 46 550 SH SHR/OTHR 20 550 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 25 300 SH SHR/OTHR 23 300 D LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG 3856 6270000 PRN SHARED 6270000 D LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG 1339 2178000 PRN SHARED 02 2178000 D LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG 2214 3600000 PRN SHARED 17 3600000 D LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL 1405 2500000 PRN SHARED 2500000 D LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL 242 432000 PRN SHARED 02 432000 D LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL 562 1000000 PRN SHARED 17 1000000 D LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN 941 993000 PRN SHARED 02 993000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 6966 6566000 PRN SHARED 5261000 1305000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 530 500000 PRN SHR/OTHR 500000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 1229 1159000 PRN SHARED 02 1159000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 39 37000 PRN SHARED 21 37000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 992 935000 PRN SHARED 23 685000 250000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 201 190000 PRN SHR/OTHR 23 190000 D LIBERTY PPTY TR SH BEN INT 53117210 839 19000 SH SHARED 11800 7200 D LIBERTY PPTY TR SH BEN INT 53117210 1255 28400 SH SHARED 01 28400 D LIBERTY PPTY TR SH BEN INT 53117210 928 21000 SH SHARED 02 21000 D LIBERTY PPTY TR SH BEN INT 53117210 663 15000 SH SHARED 04 15000 D LIBERTY PPTY TR SH BEN INT 53117210 442 10000 SH SHARED 10 10000 D LIBERTY PPTY TR SH BEN INT 53117210 124398 2814456 SH SHARED 11 2814456 D LIBERTY PPTY TR SH BEN INT 53117210 22 500 SH SHARED 14 500 D LIBERTY PPTY TR SH BEN INT 53117210 605 13700 SH SHARED 17 13700 D LIFECELL CORP COM 53192710 347 11242 SH SHARED 11242 D LIFECELL CORP COM 53192710 49 1600 SH SHARED 01 1600 D LIFE TIME FITNESS INC COM 53217R20 548 11860 SH SHARED 11860 D LIFE TIME FITNESS INC COM 53217R20 129 2800 SH SHARED 01 2800 D LIFE TIME FITNESS INC COM 53217R20 28 611 SH SHARED 02 376 235 D LIFE TIME FITNESS INC COM 53217R20 1374 29700 SH SHARED 10 29700 D LIFE TIME FITNESS INC COM 53217R20 226 4900 SH SHARED 17 4900 D LIFEPOINT HOSPITALS INC COM 53219L10 279 8688 SH SHR/OTHR 8688 D LIFEPOINT HOSPITALS INC COM 53219L10 7902 245954 SH SHARED 245954 D LIFEPOINT HOSPITALS INC COM 53219L10 695 21639 SH SHARED 01 21639 D LIFEPOINT HOSPITALS INC COM 53219L10 703 21900 SH SHARED 02 21900 D LIFEPOINT HOSPITALS INC COM 53219L10 18931 589207 SH SHARED 17 589207 D LIGAND PHARMACEUTICALS INC NOTE 6.000%11/1 53220KAB 4064 2967000 PRN SHARED 2967000 D LIGAND PHARMACEUTICALS INC CL B 53220K20 4225 500000 SH SHARED 500000 D LIFETIME BRANDS INC COM 53222Q10 47 2187 SH SHARED 2187 D LILLY ELI & CO COM 53245710 311529 5636511 SH SHARED 5568406 68105 D LILLY ELI & CO COM 53245710 1314 23789 SH SHR/OTHR 23789 D LILLY ELI & CO COM 53245710 16194 293009 SH SHARED 01 293009 D LILLY ELI & CO COM 53245710 16401 296745 SH SHARED 02 296745 D LILLY ELI & CO COM 53245710 5129 92800 SH SHARED 04 92800 D LILLY ELI & CO COM 53245710 6019 108913 SH SHARED 06 108913 D LILLY ELI & CO COM 53245710 36701 664040 SH SHARED 10 188400 374900 100740 D LILLY ELI & CO COM 53245710 2563 46387 SH SHARED 14 46387 D LILLY ELI & CO COM 53245710 27374 495283 SH SHARED 17 478483 16800 D LILLY ELI & CO COM 53245710 122 2222 SH SHARED 20 2222 D LILLY ELI & CO COM 53245710 32 594 SH SHR/OTHR 20 594 D LILLY ELI & CO COM 53245710 2903 52533 SH SHARED 21 52533 D LILLY ELI & CO COM 53245710 24 450 SH SHR/OTHR 21 450 D LILLY ELI & CO COM 53245710 55 1000 SH SHARED 22 1000 D LILLY ELI & CO COM 53245710 69 1250 SH SHR/OTHR 22 1250 D LILLY ELI & CO COM 53245710 757 13714 SH SHARED 23 13564 150 D LILLY ELI & CO COM 53245710 1565 28316 SH SHR/OTHR 23 28316 D LIMITED BRANDS INC COM 53271610 24478 956565 SH SHARED 944477 12088 D LIMITED BRANDS INC COM 53271610 167 6538 SH SHR/OTHR 6538 D LIMITED BRANDS INC COM 53271610 1641 64150 SH SHARED 01 64150 D LIMITED BRANDS INC COM 53271610 3064 119742 SH SHARED 02 119742 D LIMITED BRANDS INC COM 53271610 832 32533 SH SHARED 06 32533 D LIMITED BRANDS INC COM 53271610 1235 48270 SH SHARED 10 2470 45800 D LIMITED BRANDS INC COM 53271610 99 3900 SH SHARED 14 3900 D LIMITED BRANDS INC COM 53271610 3756 146781 SH SHARED 17 140881 5900 D LIMITED BRANDS INC COM 53271610 18 717 SH SHARED 20 717 D LIMITED BRANDS INC COM 53271610 25 1000 SH SHR/OTHR 21 1000 D LIMITED BRANDS INC COM 53271610 50 1975 SH SHARED 23 1375 600 D LIMITED BRANDS INC COM 53271610 23 920 SH SHR/OTHR 23 920 D LIN TV CORP CL A 53277410 1308 173245 SH SHARED 173245 D LIN TV CORP CL A 53277410 8 1097 SH SHARED 02 1097 D LIN TV CORP CL A 53277410 66 8800 SH SHARED 10 8800 D LIN TELEVISION CORP SDEB 2.500% 5/1 532776AL 10860 12000000 PRN SHARED 12000000 D LINCARE HLDGS INC DBCV 3.000% 6/1 532791AB 58 60000 PRN SHARED 02 60000 D LINCARE HLDGS INC COM 53279110 9538 252066 SH SHARED 250000 2066 D LINCARE HLDGS INC COM 53279110 987 26100 SH SHARED 01 26100 D LINCARE HLDGS INC COM 53279110 855 22600 SH SHARED 02 22600 D LINCARE HLDGS INC COM 53279110 147 3911 SH SHARED 06 3911 D LINCARE HLDGS INC COM 53279110 83 2200 SH SHARED 10 2200 D LINCARE HLDGS INC COM 53279110 118 3141 SH SHARED 14 3141 D LINCARE HLDGS INC COM 53279110 189 5000 SH SHARED 17 5000 D LINCOLN EDL SVCS CORP COM 53353510 15 879 SH SHARED 879 D LINCOLN ELEC HLDGS INC COM 53390010 1265 20199 SH SHARED 20199 D LINCOLN ELEC HLDGS INC COM 53390010 551 8800 SH SHARED 01 8800 D LINCOLN ELEC HLDGS INC COM 53390010 667 10650 SH SHARED 02 10650 D LINCOLN ELEC HLDGS INC COM 53390010 18 300 SH SHARED 06 300 D LINCOLN ELEC HLDGS INC COM 53390010 25 400 SH SHARED 10 400 D LINCOLN ELEC HLDGS INC COM 53390010 294 4700 SH SHARED 17 4400 300 D LINCOLN NATL CORP IND COM 53418710 35716 632824 SH SHARED 609908 22916 D LINCOLN NATL CORP IND COM 53418710 489 8673 SH SHR/OTHR 8673 D LINCOLN NATL CORP IND COM 53418710 4481 79410 SH SHARED 01 79410 D LINCOLN NATL CORP IND COM 53418710 5427 96172 SH SHARED 02 96172 D LINCOLN NATL CORP IND COM 53418710 1486 26333 SH SHARED 06 26333 D LINCOLN NATL CORP IND COM 53418710 6560 116234 SH SHARED 10 95934 20300 D LINCOLN NATL CORP IND COM 53418710 369 6552 SH SHARED 14 6552 D LINCOLN NATL CORP IND COM 53418710 7782 137885 SH SHARED 17 131022 6863 D LINCOLN NATL CORP IND COM 53418710 90 1600 SH SHARED 20 1600 D LINCOLN NATL CORP IND COM 53418710 45 798 SH SHR/OTHR 20 798 D LINCOLN NATL CORP IND COM 53418710 1635 28969 SH SHARED 21 28969 D LINCOLN NATL CORP IND COM 53418710 14 260 SH SHR/OTHR 21 260 D LINCOLN NATL CORP IND COM 53418710 756 13398 SH SHARED 23 11898 1500 D LINCOLN NATL CORP IND COM 53418710 180 3200 SH SHR/OTHR 23 3200 D LINDSAY MFG CO COM 53555510 69 2548 SH SHARED 2548 D LINDSAY MFG CO COM 53555510 5 189 SH SHARED 02 189 D LINEAR TECHNOLOGY CORP COM 53567810 50164 1497891 SH SHARED 1257988 239903 D LINEAR TECHNOLOGY CORP COM 53567810 1470 43919 SH SHR/OTHR 43919 D LINEAR TECHNOLOGY CORP COM 53567810 2113 63100 SH SHARED 01 63100 D LINEAR TECHNOLOGY CORP COM 53567810 3295 98409 SH SHARED 02 98409 D LINEAR TECHNOLOGY CORP COM 53567810 2382 71130 SH SHARED 06 71130 D LINEAR TECHNOLOGY CORP COM 53567810 46063 1375436 SH SHARED 10 295456 887370 192610 D LINEAR TECHNOLOGY CORP COM 53567810 7294 217820 SH SHARED 17 214420 3400 D LINEAR TECHNOLOGY CORP COM 53567810 1164 34775 SH SHARED 20 6905 27870 D LINEAR TECHNOLOGY CORP COM 53567810 250 7480 SH SHR/OTHR 20 7480 D LINEAR TECHNOLOGY CORP COM 53567810 76 2285 SH SHARED 21 2285 D LINEAR TECHNOLOGY CORP COM 53567810 80 2395 SH SHR/OTHR 21 2395 D LINEAR TECHNOLOGY CORP COM 53567810 610 18240 SH SHARED 22 12825 5415 D LINEAR TECHNOLOGY CORP COM 53567810 151 4535 SH SHR/OTHR 22 4535 D LINEAR TECHNOLOGY CORP COM 53567810 2434 72706 SH SHARED 23 61706 11000 D LINEAR TECHNOLOGY CORP COM 53567810 2437 72795 SH SHR/OTHR 23 72795 D LIONS GATE ENTMNT CORP NOTE 2.938%10/1 535919AF 2784 3000000 PRN SHARED 3000000 D LIONS GATE ENTMNT CORP COM NEW 53591920 1077 126000 SH SHARED 126000 D LIONS GATE ENTMNT CORP COM NEW 53591920 17 2000 SH SHARED 17 2000 D LINKTONE LTD ADR 53592510 808 135950 SH SHARED 135950 D LINKTONE LTD ADR 53592510 3 600 SH SHARED 02 600 D LINN ENERGY LLC UNIT 99/99/9999 53602010 3915 186900 SH SHARED 186900 D LIONBRIDGE TECHNOLOGIES INC COM 53625210 76 13907 SH SHARED 13907 D LIQUIDITY SERVICES INC COM 53635B10 30 1934 SH SHARED 1934 D LIQUIDITY SERVICES INC COM 53635B10 4 261 SH SHARED 02 261 D LIQUIDITY SERVICES INC COM 53635B10 7489 481000 SH SHARED 17 481000 D LITHIA MTRS INC NOTE 2.875% 5/0 536797AB 977 1020000 PRN SHARED 1020000 D LITHIA MTRS INC CL A 53679710 2400 79164 SH SHARED 79164 D LITHIA MTRS INC CL A 53679710 4 151 SH SHARED 02 151 D LITTELFUSE INC COM 53700810 187 5460 SH SHARED 5460 D LITTELFUSE INC COM 53700810 232 6751 SH SHARED 02 6751 D LITTELFUSE INC COM 53700810 175 5100 SH SHARED 10 5100 D LIVE NATION INC COM 53803410 24 1200 SH SHARED 1200 D LIVE NATION INC COM 53803410 82 4075 SH SHARED 01 4075 D LIVE NATION INC COM 53803410 811 39866 SH SHARED 02 39866 D LIVE NATION INC COM 53803410 227 11159 SH SHARED 10 1684 9475 D LIVE NATION INC COM 53803410 1 50 SH SHARED 21 50 D LIVEPERSON INC COM 53814610 469 96747 SH SHARED 96747 D LIZ CLAIBORNE INC COM 53932010 3218 86836 SH SHARED 86600 236 D LIZ CLAIBORNE INC COM 53932010 878 23699 SH SHARED 01 23699 D LIZ CLAIBORNE INC COM 53932010 1638 44212 SH SHARED 02 44212 D LIZ CLAIBORNE INC COM 53932010 68 1842 SH SHARED 04 1842 D LIZ CLAIBORNE INC COM 53932010 346 9354 SH SHARED 06 9354 D LIZ CLAIBORNE INC COM 53932010 515 13900 SH SHARED 10 13700 200 D LIZ CLAIBORNE INC COM 53932010 144 3900 SH SHARED 14 3900 D LIZ CLAIBORNE INC COM 53932010 1868 50430 SH SHARED 17 49830 600 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 7838 198598 SH SHARED 198300 298 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 2885 73100 SH SHARED 17 73100 D LO-JACK CORP COM 53945110 78 4182 SH SHARED 4182 D LO-JACK CORP COM 53945110 237 12600 SH SHARED 17 12600 D LOCKHEED MARTIN CORP DBCV 8/1 539830AP 2885 2540000 PRN SHARED 2540000 D LOCKHEED MARTIN CORP DBCV 8/1 539830AP 3544 3120000 PRN SHARED 06 3120000 D LOCKHEED MARTIN CORP COM 53983010 51550 718568 SH SHARED 712863 5705 D LOCKHEED MARTIN CORP COM 53983010 144 2020 SH SHR/OTHR 2020 D LOCKHEED MARTIN CORP COM 53983010 6320 88106 SH SHARED 01 88106 D LOCKHEED MARTIN CORP COM 53983010 7739 107880 SH SHARED 02 107880 D LOCKHEED MARTIN CORP COM 53983010 5380 75000 SH SHARED 04 75000 D LOCKHEED MARTIN CORP COM 53983010 5429 75678 SH SHARED 06 75678 D LOCKHEED MARTIN CORP COM 53983010 6298 87800 SH SHARED 10 87800 D LOCKHEED MARTIN CORP COM 53983010 1818 25351 SH SHARED 14 25351 D LOCKHEED MARTIN CORP COM 53983010 1434 20000 SH SHARED 15 20000 D LOCKHEED MARTIN CORP COM 53983010 211361 2946219 SH SHARED 17 2943919 2300 D LOCKHEED MARTIN CORP COM 53983010 71 1000 SH SHARED 22 1000 D LOCKHEED MARTIN CORP COM 53983010 35 500 SH SHR/OTHR 22 500 D LOCKHEED MARTIN CORP COM 53983010 28 400 SH SHARED 23 400 D LOCKHEED MARTIN CORP COM 53983010 509 7108 SH SHR/OTHR 23 7108 D LODGIAN INC COM PAR $.01 54021P40 111 7838 SH SHARED 7838 D LODGIAN INC COM PAR $.01 54021P40 18 1329 SH SHARED 02 1329 D LODGIAN INC COM PAR $.01 54021P40 35 2500 SH SHARED 10 2500 D LODGENET ENTMT CORP COM 54021110 63 3411 SH SHARED 3411 D LODGENET ENTMT CORP COM 54021110 132 7100 SH SHARED 01 7100 D LODGENET ENTMT CORP COM 54021110 320 17200 SH SHARED 10 17200 D LODGENET ENTMT CORP COM 54021110 522 28000 SH SHARED 17 28000 D LOEWS CORP COM 54042410 31776 896364 SH SHARED 896364 D LOEWS CORP COM 54042410 2435 68700 SH SHARED 01 68700 D LOEWS CORP COM 54042410 4511 127277 SH SHARED 02 127277 D LOEWS CORP COM 54042410 783 22100 SH SHARED 06 22100 D LOEWS CORP COM 54042410 11054 311830 SH SHARED 10 107530 204300 D LOEWS CORP COM 54042410 14841 418648 SH SHARED 17 418648 D LOEWS CORP CAROLNA GP STK 54042420 7901 153806 SH SHARED 152421 1385 D LOEWS CORP CAROLNA GP STK 54042420 308 6000 SH SHARED 02 6000 D LOEWS CORP CAROLNA GP STK 54042420 81678 1590000 SH SHARED 04 1590000 D LOEWS CORP CAROLNA GP STK 54042420 708 13800 SH SHARED 10 13800 D LOEWS CORP CAROLNA GP STK 54042420 6164 120000 SH SHARED 16 120000 D LOEWS CORP CAROLNA GP STK 54042420 3102 60400 SH SHARED 17 22300 38100 D LOEWS CORP CAROLNA GP STK 54042420 3 75 SH SHR/OTHR 21 75 D LONE STAR STEAKHOUSE SALOON COM 54230710 42584 1623505 SH SHARED 1623505 D LONE STAR STEAKHOUSE SALOON COM 54230710 73 2800 SH SHARED 01 2800 D LONE STAR STEAKHOUSE SALOON COM 54230710 13 513 SH SHARED 02 513 D LONE STAR TECHNOLOGIES INC COM 54231210 1909 35339 SH SHARED 35339 D LONE STAR TECHNOLOGIES INC COM 54231210 16 300 SH SHARED 02 300 D LONE STAR TECHNOLOGIES INC COM 54231210 156 2900 SH SHARED 10 2900 D LONE STAR TECHNOLOGIES INC COM 54231210 750 13900 SH SHARED 17 13900 D LONGS DRUG STORES CORP COM 54316210 1565 34312 SH SHARED 34312 D LONGS DRUG STORES CORP COM 54316210 36 800 SH SHARED 01 800 D LONGS DRUG STORES CORP COM 54316210 27 599 SH SHARED 02 599 D LONGS DRUG STORES CORP COM 54316210 1304 28600 SH SHARED 10 28600 D LONGS DRUG STORES CORP COM 54316210 2568 56300 SH SHARED 17 56300 D LONGVIEW FIBRE CO COM 54321310 52304 2739901 SH SHARED 2739901 D LONGVIEW FIBRE CO COM 54321310 406 21300 SH SHARED 01 21300 D LONGVIEW FIBRE CO COM 54321310 246 12915 SH SHARED 02 12915 D LONGVIEW FIBRE CO COM 54321310 1154 60500 SH SHARED 10 60500 D LONGVIEW FIBRE CO COM 54321310 227 11900 SH SHARED 17 11900 D LOUDEYE CORP NEW COM 54575420 0 100 SH SHARED 100 D LOUISIANA PAC CORP COM 54634710 39351 1796868 SH SHARED 1796868 D LOUISIANA PAC CORP COM 54634710 28 1300 SH SHR/OTHR 1300 D LOUISIANA PAC CORP COM 54634710 348 15900 SH SHARED 01 15900 D LOUISIANA PAC CORP COM 54634710 690 31528 SH SHARED 02 31528 D LOUISIANA PAC CORP COM 54634710 244 11178 SH SHARED 06 11178 D LOUISIANA PAC CORP COM 54634710 225 10318 SH SHARED 14 10318 D LOUISIANA PAC CORP COM 54634710 1731 79064 SH SHARED 17 79064 D LOWES COS INC NOTE 0.861%10/1 548661CG 9107 8657000 PRN SHARED 8657000 D LOWES COS INC COM 54866110 32413 534262 SH SHARED 500100 34162 D LOWES COS INC COM 54866110 189 3127 SH SHR/OTHR 3127 D LOWES COS INC COM 54866110 9695 159799 SH SHARED 01 159799 D LOWES COS INC COM 54866110 34694 571859 SH SHARED 02 571859 D LOWES COS INC COM 54866110 5903 97308 SH SHARED 06 97308 D LOWES COS INC COM 54866110 40230 663098 SH SHARED 10 281923 305400 75775 D LOWES COS INC COM 54866110 1264 20849 SH SHARED 14 20849 D LOWES COS INC COM 54866110 20686 340974 SH SHARED 17 333974 7000 D LOWES COS INC COM 54866110 27 450 SH SHR/OTHR 21 450 D LOWES COS INC COM 54866110 60 1000 SH SHARED 22 1000 D LOWES COS INC COM 54866110 84 1400 SH SHR/OTHR 22 1400 D LOWES COS INC COM 54866110 228 3760 SH SHARED 23 3560 200 D LOWES COS INC COM 54866110 786 12965 SH SHR/OTHR 23 12965 D LUBRIZOL CORP COM 54927110 46174 1158702 SH SHARED 1151994 6708 D LUBRIZOL CORP COM 54927110 773 19400 SH SHARED 01 19400 D LUBRIZOL CORP COM 54927110 641 16100 SH SHARED 02 16100 D LUBRIZOL CORP COM 54927110 1008 25300 SH SHARED 17 24400 900 D LUBYS INC COM 54928210 11660 1118022 SH SHARED 1118022 D LUBYS INC COM 54928210 70 6800 SH SHARED 01 6800 D LUBYS INC COM 54928210 26 2505 SH SHARED 02 2505 D LUBYS INC COM 54928210 673 64600 SH SHARED 10 64600 D LUBYS INC COM 54928210 870 83500 SH SHARED 17 83500 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG 58210 59642000 PRN SHARED 59642000 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG 4449 4559000 PRN SHARED 02 4559000 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH 126281128465000 PRN SHARED 128465000 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH 2184 2222000 PRN SHARED 02 2222000 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH 9 10000 PRN SHARED 17 10000 D LUCENT TECHNOLOGIES INC SDCV 8.000% 8/0 549463AK 3957 3950000 PRN SHARED 3950000 D LUCENT TECHNOLOGIES INC SDCV 8.000% 8/0 549463AK 23828 23781000 PRN SHARED 02 23781000 D LUCENT TECHNOLOGIES INC COM 54946310 121 50000 SH SHARED 50000 D LUCENT TECHNOLOGIES INC COM 54946310 62946 26011092 SH SHARED 25933840 77252 D LUCENT TECHNOLOGIES INC COM 54946310 14 6000 SH SHR/OTHR 6000 D LUCENT TECHNOLOGIES INC COM 54946310 2191 905712 SH SHARED 01 905712 D LUCENT TECHNOLOGIES INC COM 54946310 7039 2908689 SH SHARED 02 2908689 D LUCENT TECHNOLOGIES INC COM 54946310 960 397100 SH SHARED 06 397100 D LUCENT TECHNOLOGIES INC COM 54946310 16 6900 SH SHARED 10 6900 D LUCENT TECHNOLOGIES INC COM 54946310 89 36861 SH SHARED 14 36861 D LUCENT TECHNOLOGIES INC COM 54946310 4311 1781780 SH SHARED 17 1745780 36000 D LUCENT TECHNOLOGIES INC COM 54946310 26 11000 SH SHARED 19 11000 D LUCENT TECHNOLOGIES INC COM 54946310 12 5200 SH SHR/OTHR 23 5200 D LUFKIN INDS INC COM 54976410 169 2853 SH SHARED 2853 D LUFKIN INDS INC COM 54976410 17 300 SH SHARED 17 300 D LUMINEX CORP DEL COM 55027E10 105 6074 SH SHARED 6074 D LUMINEX CORP DEL COM 55027E10 102 5900 SH SHARED 01 5900 D LUMINEX CORP DEL COM 55027E10 1879 108100 SH SHARED 10 108100 D LUMINEX CORP DEL COM 55027E10 712 41000 SH SHARED 17 41000 D LUMINENT MTG CAP INC COM 55027830 385 41607 SH SHARED 41607 D LUMINENT MTG CAP INC COM 55027830 183 19800 SH SHARED 01 19800 D LUMINENT MTG CAP INC COM 55027830 7 820 SH SHARED 02 820 D LUMINENT MTG CAP INC COM 55027830 92 10000 SH SHARED 10 10000 D LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 333 12300 SH SHARED 12300 D LYONDELL CHEMICAL CO COM 55207810 8024 354115 SH SHARED 341302 12813 D LYONDELL CHEMICAL CO COM 55207810 2 124 SH SHR/OTHR 124 D LYONDELL CHEMICAL CO COM 55207810 1332 58800 SH SHARED 01 58800 D LYONDELL CHEMICAL CO COM 55207810 1657 73150 SH SHARED 02 73150 D LYONDELL CHEMICAL CO COM 55207810 187 8270 SH SHARED 06 8270 D LYONDELL CHEMICAL CO COM 55207810 7148 315470 SH SHARED 10 314770 700 D LYONDELL CHEMICAL CO COM 55207810 315 13910 SH SHARED 14 13910 D LYONDELL CHEMICAL CO COM 55207810 2907 128291 SH SHARED 17 123791 4500 D LYONDELL CHEMICAL CO COM 55207810 17 785 SH SHR/OTHR 21 785 D M & F WORLDWIDE CORP COM 55254110 43 2678 SH SHARED 2678 D M & F WORLDWIDE CORP COM 55254110 3 216 SH SHARED 02 216 D M & T BK CORP COM 55261F10 5471 46400 SH SHARED 46300 100 D M & T BK CORP COM 55261F10 2075 17600 SH SHARED 01 17600 D M & T BK CORP COM 55261F10 2631 22319 SH SHARED 02 22319 D M & T BK CORP COM 55261F10 806 6840 SH SHARED 06 6840 D M & T BK CORP COM 55261F10 11 100 SH SHARED 10 100 D M & T BK CORP COM 55261F10 3897 33050 SH SHARED 17 32850 200 D M & T BK CORP COM 55261F10 29 250 SH SHR/OTHR 23 250 D MAF BANCORP INC COM 55261R10 400 9343 SH SHARED 9343 D MAF BANCORP INC COM 55261R10 4 100 SH SHARED 01 100 D MAF BANCORP INC COM 55261R10 26 613 SH SHARED 02 613 D MAF BANCORP INC COM 55261R10 3560 83100 SH SHARED 10 83100 D MAF BANCORP INC COM 55261R10 119 2800 SH SHARED 17 2800 D MBIA INC COM 55262C10 30911 527947 SH SHARED 465547 62400 D MBIA INC COM 55262C10 1888 32251 SH SHR/OTHR 32251 D MBIA INC COM 55262C10 1413 24150 SH SHARED 01 24150 D MBIA INC COM 55262C10 3539 60446 SH SHARED 02 60446 D MBIA INC COM 55262C10 709 12110 SH SHARED 06 12110 D MBIA INC COM 55262C10 102 1750 SH SHARED 10 1650 100 D MBIA INC COM 55262C10 276 4721 SH SHARED 14 4721 D MBIA INC COM 55262C10 3402 58110 SH SHARED 17 57210 900 D MBIA INC COM 55262C10 699 11940 SH SHARED 20 2650 9290 D MBIA INC COM 55262C10 67 1151 SH SHR/OTHR 20 1151 D MBIA INC COM 55262C10 52 900 SH SHARED 22 900 D MBIA INC COM 55262C10 77 1325 SH SHARED 23 1325 D MBIA INC COM 55262C10 586 10019 SH SHR/OTHR 23 10019 D MB FINANCIAL INC NEW COM 55264U10 180 5095 SH SHARED 5095 D MB FINANCIAL INC NEW COM 55264U10 64 1830 SH SHARED 02 1830 D MB FINANCIAL INC NEW COM 55264U10 265 7500 SH SHARED 17 7500 D MB FINANCIAL INC NEW COM 55264U10 56 1600 SH SHARED 21 1600 D M D C HLDGS INC COM 55267610 54949 1058154 SH SHARED 1058154 D M D C HLDGS INC COM 55267610 399 7700 SH SHARED 01 7700 D M D C HLDGS INC COM 55267610 1739 33500 SH SHARED 02 33500 D M D C HLDGS INC COM 55267610 347 6700 SH SHARED 17 6700 D MDS INC COM 55269P30 85 4701 SH SHARED 01 4701 D MDS INC COM 55269P30 985 54054 SH SHARED 02 54054 D MDS INC COM 55269P30 1 87 SH SHARED 06 87 D MDS INC COM 55269P30 10 600 SH SHARED 10 600 D MDS INC COM 55269P30 23 1300 SH SHARED 17 1300 D MDU RES GROUP INC COM 55269010 629 17201 SH SHARED 10936 6265 D MDU RES GROUP INC COM 55269010 51 1405 SH SHR/OTHR 1405 D MDU RES GROUP INC COM 55269010 1314 35900 SH SHARED 01 35900 D MDU RES GROUP INC COM 55269010 1197 32700 SH SHARED 02 32700 D MDU RES GROUP INC COM 55269010 139 3800 SH SHARED 17 3400 400 D MDU RES GROUP INC COM 55269010 95 2600 SH SHARED 21 2600 D MEMC ELECTR MATLS INC COM 55271510 7837 209000 SH SHARED 205755 3245 D MEMC ELECTR MATLS INC COM 55271510 1953 52100 SH SHARED 01 52100 D MEMC ELECTR MATLS INC COM 55271510 1437 38335 SH SHARED 02 38335 D MEMC ELECTR MATLS INC COM 55271510 1462 39000 SH SHARED 04 39000 D MEMC ELECTR MATLS INC COM 55271510 39 1050 SH SHARED 06 1050 D MEMC ELECTR MATLS INC COM 55271510 1931 51500 SH SHARED 10 51200 300 D MEMC ELECTR MATLS INC COM 55271510 40545 1081200 SH SHARED 17 1080500 700 D MEMC ELECTR MATLS INC COM 55271510 6 175 SH SHR/OTHR 21 175 D MFA MTG INVTS INC COM 55272X10 187 27302 SH SHARED 27302 D MFA MTG INVTS INC COM 55272X10 423 61509 SH SHARED 02 61509 D MFA MTG INVTS INC COM 55272X10 5000 726800 SH SHARED 17 726800 D MFA MTG INVTS INC COM 55272X10 52 7600 SH SHARED 21 7600 D MFS CHARTER INCOME TR SH BEN INT 55272710 0 63 SH SHARED 63 D MFS INTER INCOME TR SH BEN INT 55273C10 17 2890 SH SHARED 62 2828 D MGE ENERGY INC COM 55277P10 148 4771 SH SHARED 4771 D MGE ENERGY INC COM 55277P10 12 400 SH SHARED 01 400 D MGE ENERGY INC COM 55277P10 4 136 SH SHARED 02 136 D MGE ENERGY INC COM 55277P10 190 6100 SH SHARED 10 6100 D MGIC INVT CORP WIS COM 55284810 6553 100823 SH SHARED 100723 100 D MGIC INVT CORP WIS COM 55284810 1267 19500 SH SHARED 01 19500 D MGIC INVT CORP WIS COM 55284810 3019 46457 SH SHARED 02 46457 D MGIC INVT CORP WIS COM 55284810 581 8943 SH SHARED 06 8943 D MGIC INVT CORP WIS COM 55284810 3692 56800 SH SHARED 10 56700 100 D MGIC INVT CORP WIS COM 55284810 245 3773 SH SHARED 14 3773 D MGIC INVT CORP WIS COM 55284810 2753 42355 SH SHARED 17 42055 300 D MGIC INVT CORP WIS COM 55284810 78 1200 SH SHARED 22 1200 D MGI PHARMA INC NOTE 1.682% 3/0 552880AB 670 1000000 PRN SHARED 1000000 D MGI PHARMA INC NOTE 1.682% 3/0 552880AB 558 834000 PRN SHARED 02 834000 D MGI PHARMA INC COM 55288010 2018 93879 SH SHARED 93479 400 D MGI PHARMA INC COM 55288010 4 220 SH SHR/OTHR 220 D MGI PHARMA INC COM 55288010 103 4800 SH SHARED 01 4800 D MGI PHARMA INC COM 55288010 8 374 SH SHARED 02 374 D MGI PHARMA INC COM 55288010 215 10000 SH SHARED 04 10000 D MGI PHARMA INC COM 55288010 14 692 SH SHARED 06 692 D MGI PHARMA INC COM 55288010 79 3700 SH SHARED 10 3700 D MGM MIRAGE COM 55295310 1207 29600 SH SHARED 28900 700 D MGM MIRAGE COM 55295310 501 12286 SH SHARED 02 12286 D MGM MIRAGE COM 55295310 1020 25000 SH SHARED 04 25000 D MGM MIRAGE COM 55295310 201 4949 SH SHARED 06 4949 D MGM MIRAGE COM 55295310 155 3800 SH SHARED 10 3800 D MGM MIRAGE COM 55295310 232 5700 SH SHARED 17 4900 800 D MGP INGREDIENTS INC COM 55302G10 259 11171 SH SHARED 11171 D MI DEVS INC CL A SUB VTG 55304X10 171 5062 SH SHARED 5062 D MI DEVS INC CL A SUB VTG 55304X10 62 1850 SH SHARED 06 1850 D MI DEVS INC CL A SUB VTG 55304X10 225 6657 SH SHARED 14 6657 D M/I HOMES INC COM 55305B10 638 18201 SH SHARED 18201 D M/I HOMES INC COM 55305B10 9 278 SH SHARED 02 278 D MKS INSTRUMENT INC COM 55306N10 1143 56815 SH SHARED 56815 D MKS INSTRUMENT INC COM 55306N10 408 20300 SH SHARED 01 20300 D MKS INSTRUMENT INC COM 55306N10 70 3489 SH SHARED 02 3489 D MKS INSTRUMENT INC COM 55306N10 8188 407000 SH SHARED 10 351100 55900 D MKS INSTRUMENT INC COM 55306N10 7450 370300 SH SHARED 17 350500 19800 D MIVA INC COM 55311R10 394 97374 SH SHARED 97374 D MPS GROUP INC COM 55340910 530 35193 SH SHARED 35193 D MPS GROUP INC COM 55340910 432 28700 SH SHARED 01 28700 D MPS GROUP INC COM 55340910 290 19313 SH SHARED 02 19313 D MPS GROUP INC COM 55340910 170 11300 SH SHARED 10 11300 D MPS GROUP INC COM 55340910 1687 112060 SH SHARED 17 75660 36400 D MRO SOFTWARE INC COM 55347W10 111 5534 SH SHARED 5534 D MRO SOFTWARE INC COM 55347W10 13 682 SH SHARED 02 682 D MRV COMMUNICATIONS INC COM 55347710 104 33613 SH SHARED 33613 D MRV COMMUNICATIONS INC COM 55347710 10 3287 SH SHARED 02 3287 D MSC INDL DIRECT INC CL A 55353010 437 9200 SH SHARED 9200 D MSC INDL DIRECT INC CL A 55353010 689 14500 SH SHARED 01 14500 D MSC INDL DIRECT INC CL A 55353010 878 18465 SH SHARED 02 18465 D MSC INDL DIRECT INC CL A 55353010 696 14640 SH SHARED 17 14040 600 D MTR GAMING GROUP INC COM 55376910 110 11781 SH SHARED 11781 D MTR GAMING GROUP INC COM 55376910 5 628 SH SHARED 02 628 D MTC TECHNOLOGIES INC COM 55377A10 57 2422 SH SHARED 2422 D MTC TECHNOLOGIES INC COM 55377A10 1 55 SH SHARED 02 55 D MTS SYS CORP COM 55377710 177 4491 SH SHARED 4491 D MTS SYS CORP COM 55377710 98 2500 SH SHARED 01 2500 D MTS SYS CORP COM 55377710 93 2377 SH SHARED 02 2377 D MTS SYS CORP COM 55377710 3259 82500 SH SHARED 10 82500 D MTS SYS CORP COM 55377710 521 13200 SH SHARED 17 13200 D MVC CAPITAL INC COM 55382910 17995 1338986 SH SHARED 1338986 D MWI VETERINARY SUPPLY INC COM 55402X10 39 1083 SH SHARED 1083 D MWI VETERINARY SUPPLY INC COM 55402X10 144 3960 SH SHARED 17 3960 D MACATAWA BK CORP COM 55422510 91 3911 SH SHARED 3911 D MACATAWA BK CORP COM 55422510 22 944 SH SHARED 02 944 D MACATAWA BK CORP COM 55422510 125 5356 SH SHARED 10 5356 D MACDERMID INC COM 55427310 275 9577 SH SHARED 9577 D MACDERMID INC COM 55427310 66 2318 SH SHARED 02 2318 D MACDERMID INC COM 55427310 132 4600 SH SHARED 10 4600 D MACDERMID INC COM 55427310 115 4000 SH SHARED 17 4000 D MACERICH CO COM 55438210 771 10993 SH SHARED 10993 D MACERICH CO COM 55438210 1242 17700 SH SHARED 01 17700 D MACERICH CO COM 55438210 1657 23618 SH SHARED 02 23618 D MACERICH CO COM 55438210 349539 4979200 SH SHARED 11 4979200 D MACK CALI RLTY CORP COM 55448910 21880 476500 SH SHARED 476500 D MACK CALI RLTY CORP COM 55448910 114 2500 SH SHR/OTHR 2500 D MACK CALI RLTY CORP COM 55448910 863 18800 SH SHARED 01 18800 D MACK CALI RLTY CORP COM 55448910 757 16500 SH SHARED 02 16500 D MACK CALI RLTY CORP COM 55448910 688 15000 SH SHARED 04 15000 D MACK CALI RLTY CORP COM 55448910 103510 2254139 SH SHARED 11 2254139 D MACK CALI RLTY CORP COM 55448910 215 4700 SH SHARED 17 4700 D MACK CALI RLTY CORP COM 55448910 137 3000 SH SHR/OTHR 21 3000 D MACK CALI RLTY CORP COM 55448910 11 250 SH SHARED 23 250 D MACK CALI RLTY CORP COM 55448910 121 2650 SH SHR/OTHR 23 2650 D MACROVISION CORP COM 55590410 329 15323 SH SHARED 15323 D MACROVISION CORP COM 55590410 501 23300 SH SHARED 01 23300 D MACROVISION CORP COM 55590410 200 9328 SH SHARED 02 9328 D MACROVISION CORP COM 55590410 150 7000 SH SHARED 10 7000 D MACROVISION CORP COM 55590410 757 35200 SH SHARED 17 18400 16800 D MACQUARIE INFRASTRUCTURE CO SH BEN INT 55607X10 4381 158800 SH SHARED 158800 D MADDEN STEVEN LTD COM 55626910 168 5702 SH SHARED 5702 D MADDEN STEVEN LTD COM 55626910 21 738 SH SHARED 02 738 D MADDEN STEVEN LTD COM 55626910 2123 71700 SH SHARED 10 71700 D MADDEN STEVEN LTD COM 55626910 31 1050 SH SHARED 17 1050 D MADECO SA SPONS ADR NEW 55630420 144 16272 SH SHARED 16272 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 290 6401 SH SHARED 6401 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 131 2900 SH SHARED 01 2900 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 18 400 SH SHARED 02 400 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 5989 132200 SH SHARED 10 132200 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 2791 61600 SH SHARED 17 21600 40000 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 832 24500 SH SHARED 24500 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 105 3100 SH SHARED 02 3100 D MAGMA DESIGN AUTOMATION COM 55918110 911 123959 SH SHARED 123959 D MAGMA DESIGN AUTOMATION COM 55918110 2 308 SH SHARED 02 308 D MAGNA ENTMT CORP CL A 55921110 84 16052 SH SHARED 16052 D MAGNA ENTMT CORP CL A 55921110 6 1292 SH SHARED 02 1292 D MAGNA INTL INC CL A 55922240 37553 521793 SH SHARED 521300 493 D MAGNA INTL INC CL A 55922240 14 200 SH SHARED 01 200 D MAGNA INTL INC CL A 55922240 2892 40194 SH SHARED 02 40194 D MAGNA INTL INC CL A 55922240 428 5949 SH SHARED 06 5949 D MAGNA INTL INC CL A 55922240 14 200 SH SHARED 10 200 D MAGNA INTL INC CL A 55922240 251 3500 SH SHARED 14 3500 D MAGNA INTL INC CL A 55922240 43 602 SH SHARED 17 602 D MAGNETEK INC COM 55942410 53 19900 SH SHARED 19900 D MAGUIRE PPTYS INC COM 55977510 1091 31034 SH SHARED 31034 D MAGUIRE PPTYS INC COM 55977510 379 10800 SH SHARED 01 10800 D MAGUIRE PPTYS INC COM 55977510 151 4300 SH SHARED 02 4300 D MAGUIRE PPTYS INC COM 55977510 1498 42600 SH SHARED 10 42600 D MAGUIRE PPTYS INC COM 55977510 42772 1216160 SH SHARED 11 1216160 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 10052 530743 SH SHARED 530743 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 303 16000 SH SHARED 01 16000 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 2481 131000 SH SHARED 04 131000 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 8479 447700 SH SHARED 10 447700 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 131 6953 SH SHARED 15 6953 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 609 32200 SH SHARED 17 32200 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 1035 150700 SH SHARED 150700 D MAIDENFORM BRANDS INC COM 56030510 35 2848 SH SHARED 2848 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 48 2802 SH SHARED 2802 D MAIR HOLDINGS INC COM 56063510 13 2245 SH SHARED 2245 D MAIR HOLDINGS INC COM 56063510 8 1342 SH SHARED 02 1342 D MAJESCO ENTERTAINMENT CO COM NEW 56069020 6 3854 SH SHARED 3854 D MAJESCO ENTERTAINMENT CO COM NEW 56069020 4 2588 SH SHARED 02 2588 D MALAYSIA FD INC COM 56090510 4 801 SH SHARED 801 D MANAGED HIGH INCOME PORTFOLI COM 56166C10 339 57790 SH SHARED 57790 D MANAGED MUNS PORTFOLIO INC COM 56166210 40 3817 SH SHARED 3817 D MANHATTAN ASSOCS INC COM 56275010 1276 62909 SH SHARED 62909 D MANHATTAN ASSOCS INC COM 56275010 4 200 SH SHARED 01 200 D MANHATTAN ASSOCS INC COM 56275010 38 1900 SH SHARED 02 1900 D MANHATTAN ASSOCS INC COM 56275010 115 5700 SH SHARED 10 5700 D MANHATTAN ASSOCS INC COM 56275010 2079 102500 SH SHARED 14 102500 D MANITOWOC INC COM 56357110 819 18422 SH SHARED 18422 D MANITOWOC INC COM 56357110 663 14900 SH SHARED 02 14900 D MANITOWOC INC COM 56357110 218 4900 SH SHARED 10 4900 D MANITOWOC INC COM 56357110 827 18600 SH SHARED 17 18000 600 D MANNATECH INC COM 56377110 45 3588 SH SHARED 3588 D MANNATECH INC COM 56377110 1639 130000 SH SHARED 04 130000 D MANNKIND CORP COM 56400P20 633 29738 SH SHARED 6971 22767 D MANNKIND CORP COM 56400P20 20 981 SH SHARED 02 981 D MANOR CARE INC NEW COM 56405510 2262 48223 SH SHARED 48223 D MANOR CARE INC NEW COM 56405510 713 15200 SH SHARED 01 15200 D MANOR CARE INC NEW COM 56405510 1075 22914 SH SHARED 02 22914 D MANOR CARE INC NEW COM 56405510 192 4100 SH SHARED 06 4100 D MANOR CARE INC NEW COM 56405510 1257 26800 SH SHARED 10 26800 D MANOR CARE INC NEW COM 56405510 1925 41047 SH SHARED 17 39447 1600 D MANPOWER INC COM 56418H10 1021 15807 SH SHARED 15730 77 D MANPOWER INC COM 56418H10 1698 26300 SH SHARED 01 26300 D MANPOWER INC COM 56418H10 2042 31623 SH SHARED 02 31623 D MANPOWER INC COM 56418H10 283 4383 SH SHARED 06 4383 D MANPOWER INC COM 56418H10 6 100 SH SHARED 10 100 D MANPOWER INC COM 56418H10 2797 43300 SH SHARED 14 43300 D MANPOWER INC COM 56418H10 145900 2258515 SH SHARED 17 2256815 1700 D MANTECH INTL CORP CL A 56456310 418 13562 SH SHARED 13562 D MANTECH INTL CORP CL A 56456310 43 1400 SH SHARED 02 1400 D MANTECH INTL CORP CL A 56456310 24 800 SH SHARED 17 800 D MANULIFE FINL CORP COM 56501R10 388 12236 SH SHARED 3874 8362 D MANULIFE FINL CORP COM 56501R10 21 682 SH SHR/OTHR 682 D MANULIFE FINL CORP COM 56501R10 21 668 SH SHARED 01 668 D MANULIFE FINL CORP COM 56501R10 101 3200 SH SHARED 02 3200 D MANULIFE FINL CORP COM 56501R10 335 10546 SH SHARED 06 10546 D MANULIFE FINL CORP COM 56501R10 47 1500 SH SHARED 10 1500 D MANULIFE FINL CORP COM 56501R10 829 26096 SH SHARED 14 26096 D MANULIFE FINL CORP COM 56501R10 120 3800 SH SHARED 17 3800 D MANULIFE FINL CORP COM 56501R10 36 1150 SH SHARED 20 1150 D MANULIFE FINL CORP COM 56501R10 744 23420 SH SHARED 23 23420 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 4965 5000000 PRN SHARED 5000000 D MANUGISTICS GROUP INC COM 56501110 166 66547 SH SHARED 66547 D MAPINFO CORP COM 56510510 62 4816 SH SHARED 4816 D MARATHON OIL CORP COM 56584910 226490 2718971 SH SHARED 2675087 43884 D MARATHON OIL CORP COM 56584910 108 1300 SH SHR/OTHR 1300 D MARATHON OIL CORP COM 56584910 6074 72923 SH SHARED 01 72923 D MARATHON OIL CORP COM 56584910 10849 130251 SH SHARED 02 130251 D MARATHON OIL CORP COM 56584910 83314 1000180 SH SHARED 04 1000000 180 D MARATHON OIL CORP COM 56584910 16514 198250 SH SHARED 06 198250 D MARATHON OIL CORP COM 56584910 179711 2157398 SH SHARED 10 1578763 111900 466735 D MARATHON OIL CORP COM 56584910 308 3700 SH SHR/OTHR 10 3700 D MARATHON OIL CORP COM 56584910 856 10279 SH SHARED 14 10279 D MARATHON OIL CORP COM 56584910 3890 46700 SH SHARED 15 46700 D MARATHON OIL CORP COM 56584910 24646 295871 SH SHARED 17 196071 99800 D MARATHON OIL CORP COM 56584910 304 3660 SH SHARED 20 895 2765 D MARATHON OIL CORP COM 56584910 279 3360 SH SHARED 21 3360 D MARATHON OIL CORP COM 56584910 32 395 SH SHR/OTHR 21 395 D MARATHON OIL CORP COM 56584910 463 5565 SH SHARED 22 3300 2265 D MARATHON OIL CORP COM 56584910 83 1000 SH SHARED 23 1000 D MARATHON OIL CORP COM 56584910 600 7211 SH SHR/OTHR 23 7211 D MARCHEX INC CL B 56624R10 82 5036 SH SHARED 5036 D MARCHEX INC CL B 56624R10 32 2000 SH SHARED 22 2000 D MARCUS CORP COM 56633010 105 5057 SH SHARED 5057 D MARCUS CORP COM 56633010 25 1200 SH SHARED 01 1200 D MARINEMAX INC COM 56790810 860 32814 SH SHARED 32589 225 D MARINEMAX INC COM 56790810 81 3100 SH SHARED 02 3100 D MARINEMAX INC COM 56790810 3596 137130 SH SHARED 10 137130 D MARINEMAX INC COM 56790810 6699 255430 SH SHARED 17 255430 D MARINE PRODS CORP COM 56842710 27 2863 SH SHARED 2863 D MARINE PRODS CORP COM 56842710 1 156 SH SHARED 02 156 D MARINER ENERGY INC COM 56845T30 1873 101964 SH SHARED 101964 D MARINER ENERGY INC COM 56845T30 100 5461 SH SHARED 01 5461 D MARINER ENERGY INC COM 56845T30 266 14500 SH SHARED 17 14500 D MARITRANS INC COM 57036310 65 2643 SH SHARED 2643 D MARKEL CORP NOTE 6/0 570535AC 10125 25000000 PRN SHARED 25000000 D MARKEL CORP COM 57053510 34 100 SH SHARED 01 100 D MARKEL CORP COM 57053510 793 2288 SH SHARED 02 2288 D MARKEL CORP COM 57053510 312 900 SH SHARED 17 900 D MARKETAXESS HLDGS INC COM 57060D10 68 6176 SH SHARED 6176 D MARKETAXESS HLDGS INC COM 57060D10 22 2070 SH SHARED 02 2070 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 2146 52000 SH SHARED 52000 D MARKWEST HYDROCARBON INC COM 57076210 32 1306 SH SHARED 1306 D MARLIN BUSINESS SVCS CORP COM 57115710 25 1126 SH SHARED 1126 D MARLIN BUSINESS SVCS CORP COM 57115710 4279 189684 SH SHARED 02 189684 D MARSH & MCLENNAN COS INC COM 57174810 19551 727094 SH SHARED 723769 3325 D MARSH & MCLENNAN COS INC COM 57174810 3347 124497 SH SHARED 01 124497 D MARSH & MCLENNAN COS INC COM 57174810 4840 179994 SH SHARED 02 179994 D MARSH & MCLENNAN COS INC COM 57174810 37373 1389860 SH SHARED 06 1389860 D MARSH & MCLENNAN COS INC COM 57174810 233 8700 SH SHARED 10 8700 D MARSH & MCLENNAN COS INC COM 57174810 887 33000 SH SHARED 15 33000 D MARSH & MCLENNAN COS INC COM 57174810 5892 219145 SH SHARED 17 215045 4100 D MARSH & MCLENNAN COS INC COM 57174810 26 1000 SH SHARED 23 1000 D MARSH & MCLENNAN COS INC COM 57174810 99 3700 SH SHR/OTHR 23 3700 D MARSHALL & ILSLEY CORP COM 57183410 20233 442353 SH SHARED 439508 2845 D MARSHALL & ILSLEY CORP COM 57183410 1751 38300 SH SHARED 01 38300 D MARSHALL & ILSLEY CORP COM 57183410 2996 65509 SH SHARED 02 65509 D MARSHALL & ILSLEY CORP COM 57183410 869 19000 SH SHARED 06 19000 D MARSHALL & ILSLEY CORP COM 57183410 192 4200 SH SHARED 10 4000 200 D MARSHALL & ILSLEY CORP COM 57183410 7561 165309 SH SHARED 17 164809 500 D MARRIOTT INTL INC NEW CL A 57190320 140986 3698488 SH SHARED 584258 3114230 D MARRIOTT INTL INC NEW CL A 57190320 13303 348984 SH SHR/OTHR 348984 D MARRIOTT INTL INC NEW CL A 57190320 3003 78798 SH SHARED 01 78798 D MARRIOTT INTL INC NEW CL A 57190320 6741 176841 SH SHARED 02 176841 D MARRIOTT INTL INC NEW CL A 57190320 2547 66820 SH SHARED 06 66820 D MARRIOTT INTL INC NEW CL A 57190320 792 20800 SH SHARED 10 15900 4900 D MARRIOTT INTL INC NEW CL A 57190320 129 3390 SH SHARED 14 3390 D MARRIOTT INTL INC NEW CL A 57190320 5237 137404 SH SHARED 17 135804 1600 D MARRIOTT INTL INC NEW CL A 57190320 410 10775 SH SHARED 20 3310 7465 D MARRIOTT INTL INC NEW CL A 57190320 184 4840 SH SHR/OTHR 20 4840 D MARRIOTT INTL INC NEW CL A 57190320 77 2030 SH SHARED 21 2030 D MARRIOTT INTL INC NEW CL A 57190320 53 1400 SH SHR/OTHR 21 1400 D MARRIOTT INTL INC NEW CL A 57190320 752 19740 SH SHARED 22 14200 5540 D MARRIOTT INTL INC NEW CL A 57190320 27 730 SH SHR/OTHR 22 730 D MARRIOTT INTL INC NEW CL A 57190320 2016 52900 SH SHARED 23 47990 4910 D MARRIOTT INTL INC NEW CL A 57190320 710 18630 SH SHR/OTHR 23 18630 D MARSHALL EDWARDS INC COM 57232230 5 1709 SH SHARED 1709 D MARSHALL EDWARDS INC COM 57232230 2 804 SH SHARED 02 804 D MARTEK BIOSCIENCES CORP COM 57290110 321 11092 SH SHARED 9967 1125 D MARTEK BIOSCIENCES CORP COM 57290110 321 11100 SH SHARED 01 11100 D MARTEK BIOSCIENCES CORP COM 57290110 194 6711 SH SHARED 02 6711 D MARTEK BIOSCIENCES CORP COM 57290110 2895 100000 SH SHARED 04 100000 D MARTEK BIOSCIENCES CORP COM 57290110 416 14400 SH SHARED 17 14400 D MARTEN TRANS LTD COM 57307510 74 3416 SH SHARED 3416 D MARTEN TRANS LTD COM 57307510 4 203 SH SHARED 02 203 D MARTEN TRANS LTD COM 57307510 1345 61900 SH SHARED 10 61900 D MARTEN TRANS LTD COM 57307510 1037 47715 SH SHARED 17 5015 42700 D MARTHA STEWART LIVING OMNIME CL A 57308310 535 32034 SH SHARED 32034 D MARTHA STEWART LIVING OMNIME CL A 57308310 28 1701 SH SHARED 02 1701 D MARTIN MARIETTA MATLS INC COM 57328410 1402 15384 SH SHARED 15384 D MARTIN MARIETTA MATLS INC COM 57328410 58 639 SH SHR/OTHR 639 D MARTIN MARIETTA MATLS INC COM 57328410 2261 24806 SH SHARED 01 24806 D MARTIN MARIETTA MATLS INC COM 57328410 1357 14895 SH SHARED 02 14895 D MARTIN MARIETTA MATLS INC COM 57328410 13 150 SH SHARED 06 150 D MARTIN MARIETTA MATLS INC COM 57328410 5897 64700 SH SHARED 10 64600 100 D MARTIN MARIETTA MATLS INC COM 57328410 16 183 SH SHARED 14 183 D MARTIN MARIETTA MATLS INC COM 57328410 5852 64210 SH SHARED 17 63910 300 D MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 57333110 277 9000 SH SHARED 9000 D MARVEL ENTERTAINMENT INC COM 57383T10 136 6800 SH SHARED 6800 D MARVEL ENTERTAINMENT INC COM 57383T10 108 5400 SH SHARED 01 5400 D MARVEL ENTERTAINMENT INC COM 57383T10 156 7800 SH SHARED 02 7800 D MARVEL ENTERTAINMENT INC COM 57383T10 5004 250200 SH SHARED 10 250200 D MARVEL ENTERTAINMENT INC COM 57383T10 5933 296687 SH SHARED 17 141887 154800 D MARVEL ENTERTAINMENT INC COM 57383T10 28 1400 SH SHR/OTHR 23 1400 D MASCO CORP NOTE 7/2 574599BB 73815152197000 PRN SHARED 152197000 D MASCO CORP NOTE 7/2 574599BB 3116 6425000 PRN SHARED 02 6425000 D MASCO CORP COM 57459910 138556 4674656 SH SHARED 4641543 33113 D MASCO CORP COM 57459910 8 300 SH SHR/OTHR 300 D MASCO CORP COM 57459910 2673 90201 SH SHARED 01 90201 D MASCO CORP COM 57459910 3850 129914 SH SHARED 02 129914 D MASCO CORP COM 57459910 1326 44737 SH SHARED 06 44737 D MASCO CORP COM 57459910 67646 2282275 SH SHARED 10 1749000 533275 D MASCO CORP COM 57459910 124 4200 SH SHR/OTHR 10 4200 D MASCO CORP COM 57459910 341 11529 SH SHARED 14 11529 D MASCO CORP COM 57459910 1372 46300 SH SHARED 15 46300 D MASCO CORP COM 57459910 81977 2765780 SH SHARED 17 2755680 10100 D MASCO CORP COM 57459910 248 8375 SH SHARED 20 2890 5485 D MASCO CORP COM 57459910 14 500 SH SHR/OTHR 21 500 D MASCO CORP COM 57459910 217 7325 SH SHARED 22 4400 2925 D MASCO CORP COM 57459910 278 9400 SH SHARED 23 9400 D MASCO CORP COM 57459910 86 2920 SH SHR/OTHR 23 2920 D MASSEY ENERGY CORP COM 57620610 58035 1612095 SH SHARED 1611695 400 D MASSEY ENERGY CORP COM 57620610 320 8899 SH SHARED 01 8899 D MASSEY ENERGY CORP COM 57620610 236 6570 SH SHARED 02 6570 D MASSEY ENERGY CORP COM 57620610 74 2080 SH SHARED 06 2080 D MASSEY ENERGY CORP COM 57620610 10 300 SH SHARED 10 300 D MASSEY ENERGY CORP COM 57620610 2178 60500 SH SHARED 14 60500 D MASSEY ENERGY CORP COM 57620610 612 17000 SH SHARED 17 16100 900 D MASTEC INC COM 57632310 129 9788 SH SHARED 9788 D MASTEC INC COM 57632310 336 25500 SH SHARED 01 25500 D MASTEC INC COM 57632310 31 2400 SH SHARED 02 2400 D MASTEC INC COM 57632310 151 11500 SH SHARED 10 11500 D MASTERCARD INC COM 57636Q10 5965 124291 SH SHARED 124291 D MASTERCARD INC COM 57636Q10 48 1000 SH SHR/OTHR 1000 D MASTERCARD INC COM 57636Q10 177 3700 SH SHARED 02 3700 D MASTERCARD INC COM 57636Q10 1200 25000 SH SHARED 15 25000 D MASTERCARD INC COM 57636Q10 432 9000 SH SHARED 17 9000 D MATRIA HEALTHCARE INC COM NEW 57681720 5029 234820 SH SHARED 234820 D MATRIA HEALTHCARE INC COM NEW 57681720 3 175 SH SHARED 02 175 D MATRIA HEALTHCARE INC COM NEW 57681720 75 3520 SH SHARED 17 3520 D MATRITECH INC COM 57681810 447 410700 SH SHARED 410700 D MATRIX SVC CO COM 57685310 60 5300 SH SHARED 01 5300 D MATRIX SVC CO COM 57685310 4839 423000 SH SHARED 17 423000 D MATSUSHITA ELEC INDL ADR 57687920 131 6245 SH SHARED 5800 445 D MATTEL INC COM 57708110 14412 872943 SH SHARED 871300 1643 D MATTEL INC COM 57708110 1462 88606 SH SHARED 01 88606 D MATTEL INC COM 57708110 1865 112977 SH SHARED 02 112977 D MATTEL INC COM 57708110 619 37520 SH SHARED 06 37520 D MATTEL INC COM 57708110 11 700 SH SHARED 10 700 D MATTEL INC COM 57708110 3608 218552 SH SHARED 17 215252 3300 D MATTEL INC COM 57708110 39 2419 SH SHARED 18 2419 D MATTEL INC COM 57708110 24 1500 SH SHARED 21 1500 D MATTEL INC COM 57708110 14 885 SH SHR/OTHR 21 885 D MATTHEWS INTL CORP CL A 57712810 310 9003 SH SHARED 9003 D MATTHEWS INTL CORP CL A 57712810 6 200 SH SHARED 01 200 D MATTHEWS INTL CORP CL A 57712810 1 37 SH SHARED 02 37 D MATTHEWS INTL CORP CL A 57712810 127 3700 SH SHARED 10 3700 D MATTSON TECHNOLOGY INC COM 57722310 2182 223348 SH SHR/OTHR 223348 D MATTSON TECHNOLOGY INC COM 57722310 235 24112 SH SHARED 24112 D MATTSON TECHNOLOGY INC COM 57722310 86 8900 SH SHARED 01 8900 D MATTSON TECHNOLOGY INC COM 57722310 1314 134500 SH SHARED 10 134500 D MATTSON TECHNOLOGY INC COM 57722310 1600 163800 SH SHARED 17 163800 D MAUI LD & PINEAPPLE INC COM 57734510 42 1118 SH SHARED 1118 D MAXIM INTEGRATED PRODS INC COM 57772K10 82349 2564610 SH SHARED 2564144 466 D MAXIM INTEGRATED PRODS INC COM 57772K10 12 375 SH SHR/OTHR 375 D MAXIM INTEGRATED PRODS INC COM 57772K10 2122 66100 SH SHARED 01 66100 D MAXIM INTEGRATED PRODS INC COM 57772K10 3269 101813 SH SHARED 02 101813 D MAXIM INTEGRATED PRODS INC COM 57772K10 2248 70020 SH SHARED 06 70020 D MAXIM INTEGRATED PRODS INC COM 57772K10 104863 3265769 SH SHARED 10 1469449 1606170 190150 D MAXIM INTEGRATED PRODS INC COM 57772K10 963 30000 SH SHARED 14 30000 D MAXIM INTEGRATED PRODS INC COM 57772K10 7186 223794 SH SHARED 17 220194 3600 D MAXIM INTEGRATED PRODS INC COM 57772K10 7 240 SH SHR/OTHR 21 240 D MAXIM INTEGRATED PRODS INC COM 57772K10 32 1000 SH SHARED 23 1000 D MAXTOR CORP NOTE 2.375% 8/1 577729AE 61490 43000000 PRN SHARED 43000000 D MAXTOR CORP NOTE 2.375% 8/1 577729AE 5900 4126000 PRN SHARED 02 4126000 D MAXWELL TECHNOLOGIES INC COM 57776710 1 100 SH SHARED 02 100 D MAXYGEN INC COM 57777610 46 6151 SH SHARED 6151 D MAXYGEN INC COM 57777610 17 2308 SH SHARED 02 2308 D MAVERICK TUBE CORP NOTE 1.875%11/1 577914AD 16330 10000000 PRN SHARED 10000000 D MAVERICK TUBE CORP NOTE 1.875%11/1 577914AD 6368 3900000 PRN SHARED 02 3900000 D MAVERICK TUBE CORP COM 57791410 2020 31980 SH SHARED 31980 D MAVERICK TUBE CORP COM 57791410 30356 480393 SH SHARED 468376 12017 D MAVERICK TUBE CORP COM 57791410 97 1546 SH SHARED 02 1546 D MAVERICK TUBE CORP COM 57791410 71 1133 SH SHARED 04 1133 D MAVERICK TUBE CORP COM 57791410 821 13000 SH SHARED 17 13000 D MAVERICK TUBE CORP COM 57791410 10719 169634 SH SHARED 19 169634 D MAXIMUS INC COM 57793310 119 5165 SH SHARED 5165 D MAXIMUS INC COM 57793310 32 1400 SH SHARED 02 1400 D MAXIMUS INC COM 57793310 752 32518 SH SHARED 10 12318 20200 D MAXIMUS INC COM 57793310 78 3400 SH SHARED 17 3400 D MBT FINL CORP COM 57887710 49 3083 SH SHARED 3083 D MCAFEE INC COM 57906410 1824 75182 SH SHARED 75182 D MCAFEE INC COM 57906410 1128 46482 SH SHARED 01 46482 D MCAFEE INC COM 57906410 1601 66001 SH SHARED 02 66001 D MCAFEE INC COM 57906410 24 1000 SH SHARED 17 1000 D MCAFEE INC COM 57906410 24 1000 SH SHARED 19 1000 D MCCLATCHY CO CL A 57948910 21667 540058 SH SHARED 539970 88 D MCCLATCHY CO CL A 57948910 59 1484 SH SHR/OTHR 1484 D MCCLATCHY CO CL A 57948910 393 9811 SH SHARED 01 9811 D MCCLATCHY CO CL A 57948910 549 13687 SH SHARED 02 13687 D MCCLATCHY CO CL A 57948910 108 2700 SH SHARED 10 2700 D MCCLATCHY CO CL A 57948910 499 12453 SH SHARED 17 11942 511 D MCCLATCHY CO CL A 57948910 20 512 SH SHR/OTHR 23 512 D MCCORMICK & CO INC COM NON VTG 57978020 4449 132630 SH SHARED 131500 1130 D MCCORMICK & CO INC COM NON VTG 57978020 540 16100 SH SHARED 01 16100 D MCCORMICK & CO INC COM NON VTG 57978020 1491 44467 SH SHARED 02 44467 D MCCORMICK & CO INC COM NON VTG 57978020 335 10000 SH SHARED 04 10000 D MCCORMICK & CO INC COM NON VTG 57978020 341 10180 SH SHARED 06 10180 D MCCORMICK & CO INC COM NON VTG 57978020 40 1200 SH SHARED 10 1200 D MCCORMICK & CO INC COM NON VTG 57978020 201 6000 SH SHARED 14 6000 D MCCORMICK & CO INC COM NON VTG 57978020 2010 59914 SH SHARED 17 57514 2400 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 1352 56819 SH SHARED 56419 400 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 6138 257920 SH SHARED 10 257920 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 11030 463480 SH SHARED 17 463480 D MCDATA CORP NOTE 2.250% 2/1 580031AD 1893 2246000 PRN SHARED 2246000 D MCDATA CORP CL B 58003110 1896 515242 SH SHARED 515242 D MCDATA CORP CL A 58003120 340 83497 SH SHARED 83424 73 D MCDATA CORP CL A 58003120 0 7 SH SHR/OTHR 7 D MCDATA CORP CL A 58003120 205 50419 SH SHARED 01 50419 D MCDATA CORP CL A 58003120 121 29882 SH SHARED 02 29882 D MCDATA CORP CL A 58003120 0 14 SH SHARED 23 14 D MCDERMOTT INTL INC COM 58003710 34 750 SH SHARED 750 D MCDERMOTT INTL INC COM 58003710 1533 33725 SH SHARED 17 33725 D MCDERMOTT INTL INC COM 58003710 115 2550 SH SHARED 21 2550 D MCDONALDS CORP COM 58013510 33 1000 SH SHARED 1000 D MCDONALDS CORP COM 58013510 1407783 41898309 SH SHARED 41792076 106233 D MCDONALDS CORP COM 58013510 666 19824 SH SHR/OTHR 19824 D MCDONALDS CORP COM 58013510 9401 279799 SH SHARED 01 279799 D MCDONALDS CORP COM 58013510 142817 4250530 SH SHARED 02 4250530 D MCDONALDS CORP COM 58013510 9738 289847 SH SHARED 04 289000 847 D MCDONALDS CORP COM 58013510 3892 115847 SH SHARED 06 115847 D MCDONALDS CORP COM 58013510 65012 1934910 SH SHARED 10 77720 1760390 96800 D MCDONALDS CORP COM 58013510 571 17004 SH SHARED 14 17004 D MCDONALDS CORP COM 58013510 285 8500 SH SHARED 16 8500 D MCDONALDS CORP COM 58013510 21886 651390 SH SHARED 17 546090 105300 D MCDONALDS CORP COM 58013510 50 1500 SH SHARED 19 1500 D MCDONALDS CORP COM 58013510 81 2428 SH SHARED 20 400 2028 D MCDONALDS CORP COM 58013510 507 15114 SH SHARED 21 15114 D MCDONALDS CORP COM 58013510 552 16440 SH SHR/OTHR 21 16440 D MCDONALDS CORP COM 58013510 435 12950 SH SHARED 23 12550 400 D MCDONALDS CORP COM 58013510 3525 104937 SH SHR/OTHR 23 104937 D MCG CAPITAL CORP COM 58047P10 230 14469 SH SHARED 14469 D MCG CAPITAL CORP COM 58047P10 8 531 SH SHARED 02 531 D MCG CAPITAL CORP COM 58047P10 111 7000 SH SHARED 10 7000 D MCG CAPITAL CORP COM 58047P10 5620 353500 SH SHARED 17 346100 7400 D MCGRATH RENTCORP COM 58058910 130 4681 SH SHARED 4681 D MCGRATH RENTCORP COM 58058910 44 1600 SH SHARED 01 1600 D MCGRATH RENTCORP COM 58058910 23 829 SH SHARED 02 829 D MCGRATH RENTCORP COM 58058910 136 4900 SH SHARED 10 4900 D MCGRATH RENTCORP COM 58058910 244 8800 SH SHARED 17 8800 D MCGRATH RENTCORP COM 58058910 69 2500 SH SHARED 21 2500 D MCGRAW HILL COS INC COM 58064510 46671 929162 SH SHARED 491113 438049 D MCGRAW HILL COS INC COM 58064510 5152 102579 SH SHR/OTHR 102579 D MCGRAW HILL COS INC COM 58064510 4636 92298 SH SHARED 01 92298 D MCGRAW HILL COS INC COM 58064510 5415 107822 SH SHARED 02 107822 D MCGRAW HILL COS INC COM 58064510 2511 50000 SH SHARED 04 50000 D MCGRAW HILL COS INC COM 58064510 5578 111058 SH SHARED 06 111058 D MCGRAW HILL COS INC COM 58064510 87650 1744976 SH SHARED 10 310566 878400 556010 D MCGRAW HILL COS INC COM 58064510 426 8500 SH SHARED 14 8500 D MCGRAW HILL COS INC COM 58064510 15367 305938 SH SHARED 17 165038 140900 D MCGRAW HILL COS INC COM 58064510 2779 55331 SH SHARED 20 11646 43685 D MCGRAW HILL COS INC COM 58064510 519 10350 SH SHR/OTHR 20 10350 D MCGRAW HILL COS INC COM 58064510 853 16984 SH SHARED 21 16984 D MCGRAW HILL COS INC COM 58064510 507 10100 SH SHR/OTHR 21 10100 D MCGRAW HILL COS INC COM 58064510 35677 710290 SH SHARED 22 59900 650390 D MCGRAW HILL COS INC COM 58064510 1229 24475 SH SHR/OTHR 22 24475 D MCGRAW HILL COS INC COM 58064510 43887 873735 SH SHARED 23 863795 9940 D MCGRAW HILL COS INC COM 58064510 166228 3309355 SH SHR/OTHR 23 3309355 D MCKESSON CORP COM 58155Q10 46958 993201 SH SHARED 934079 59122 D MCKESSON CORP COM 58155Q10 37 800 SH SHR/OTHR 800 D MCKESSON CORP COM 58155Q10 3549 75083 SH SHARED 01 75083 D MCKESSON CORP COM 58155Q10 4303 91021 SH SHARED 02 91021 D MCKESSON CORP COM 58155Q10 1796 38000 SH SHARED 04 38000 D MCKESSON CORP COM 58155Q10 1275 26976 SH SHARED 06 26976 D MCKESSON CORP COM 58155Q10 19195 406000 SH SHARED 10 102000 304000 D MCKESSON CORP COM 58155Q10 613 12976 SH SHARED 14 12976 D MCKESSON CORP COM 58155Q10 15428 326315 SH SHARED 17 149815 176500 D MCMORAN EXPLORATION CO NOTE 6.000% 7/0 582411AB 3003 2250000 PRN SHARED 2250000 D MCMORAN EXPLORATION CO COM 58241110 139 7917 SH SHARED 7917 D MCMORAN EXPLORATION CO COM 58241110 6 358 SH SHR/OTHR 358 D MCMORAN EXPLORATION CO COM 58241110 3 200 SH SHARED 02 200 D MCMORAN EXPLORATION CO COM 58241110 8242 468300 SH SHARED 17 468300 D MEADOWBROOK INS GROUP INC COM 58319P10 7697 925200 SH SHARED 17 925200 D MEADWESTVACO CORP COM 58333410 10512 376396 SH SHARED 366793 9603 D MEADWESTVACO CORP COM 58333410 20 727 SH SHR/OTHR 727 D MEADWESTVACO CORP COM 58333410 1147 41078 SH SHARED 01 41078 D MEADWESTVACO CORP COM 58333410 1557 55765 SH SHARED 02 55765 D MEADWESTVACO CORP COM 58333410 23 843 SH SHARED 04 843 D MEADWESTVACO CORP COM 58333410 458 16410 SH SHARED 06 16410 D MEADWESTVACO CORP COM 58333410 13 500 SH SHARED 10 500 D MEADWESTVACO CORP COM 58333410 2125 76103 SH SHARED 17 72303 3800 D MEADWESTVACO CORP COM 58333410 30 1091 SH SHR/OTHR 23 1091 D MEASUREMENT SPECIALTIES INC COM 58342110 52 2365 SH SHARED 2365 D MEASUREMENT SPECIALTIES INC COM 58342110 87 3920 SH SHARED 17 3920 D MECHEL OAO SPONSORED ADR 58384010 45606 2036929 SH SHARED 2036929 D MECHEL OAO SPONSORED ADR 58384010 22159 989700 SH SHARED 04 989700 D MEDAREX INC NOTE 2.250% 5/1 583916AG 764 790000 PRN SHARED 02 790000 D MEDAREX INC COM 58391610 1986 206760 SH SHARED 206760 D MEDAREX INC COM 58391610 141 14700 SH SHARED 01 14700 D MEDAREX INC COM 58391610 10 1129 SH SHARED 02 1129 D MEDAREX INC COM 58391610 192 20000 SH SHARED 04 20000 D MEDAREX INC COM 58391610 12 1300 SH SHARED 17 1300 D MEDALLION FINL CORP COM 58392810 0 36 SH SHARED 36 D MEDCATH CORP COM 58404W10 98 5207 SH SHARED 5207 D MEDCATH CORP COM 58404W10 1 63 SH SHARED 02 63 D MEDCATH CORP COM 58404W10 493 26200 SH SHARED 10 26200 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 31280 546101 SH SHARED 536107 9994 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 438 7663 SH SHR/OTHR 7663 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 3999 69819 SH SHARED 01 69819 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 9565 166997 SH SHARED 02 166997 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2864 50000 SH SHARED 04 50000 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 3088 53911 SH SHARED 06 53911 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 5418 94599 SH SHARED 10 84098 10501 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2669 46600 SH SHARED 14 46600 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 8376 146243 SH SHARED 17 128752 17491 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 3339 58293 SH SHARED 18 58293 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1 24 SH SHARED 19 24 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1 24 SH SHARED 21 24 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 20 361 SH SHARED 22 361 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1246 21760 SH SHARED 23 21122 638 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1941 33887 SH SHR/OTHR 23 33887 D MEDIA GEN INC CL A 58440410 1296 30957 SH SHARED 30957 D MEDIA GEN INC CL A 58440410 335 8000 SH SHARED 01 8000 D MEDIA GEN INC CL A 58440410 189 4526 SH SHARED 02 4526 D MEDIA GEN INC CL A 58440410 154 3700 SH SHARED 10 3700 D MEDIA GEN INC CL A 58440410 167 4000 SH SHARED 17 4000 D MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA 2300 2300000 PRN SHARED 2300000 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 242 38871 SH SHARED 38871 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 3 483 SH SHARED 02 483 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 690 110800 SH SHARED 10 110800 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 1202 193000 SH SHARED 17 193000 D MEDIA SCIENCES INTL INC COM 58446X10 43 10000 SH SHARED 10000 D MEDICAL ACTION INDS INC COM 58449L10 13 600 SH SHARED 21 600 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 36 7400 SH SHARED 7400 D MEDICAL PPTYS TRUST INC COM 58463J30 33 3048 SH SHARED 3048 D MEDICAL PPTYS TRUST INC COM 58463J30 7695 697100 SH SHARED 11 697100 D MEDICAL PPTYS TRUST INC COM 58463J30 2183 197800 SH SHARED 17 197800 D MEDICINES CO COM 58468810 254 13005 SH SHARED 13005 D MEDICINES CO COM 58468810 5 296 SH SHARED 02 296 D MEDICINES CO COM 58468810 3167 162000 SH SHARED 04 162000 D MEDICINES CO COM 58468810 2697 138000 SH SHARED 10 132300 5700 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 47152 51086000 PRN SHARED 51086000 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 9914 10742000 PRN SHARED 02 10742000 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 5296 220694 SH SHARED 220694 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 117 4900 SH SHARED 01 4900 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1983 82648 SH SHARED 02 82648 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 2172 90500 SH SHARED 10 90500 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 2815 117300 SH SHARED 17 15800 101500 D MEDIMMUNE INC NOTE 1.000% 7/1 584699AE 3125 3135000 PRN SHARED 3135000 D MEDIMMUNE INC COM 58469910 1829 67500 SH SHARED 67500 D MEDIMMUNE INC COM 58469910 35265 1301326 SH SHARED 1300340 986 D MEDIMMUNE INC COM 58469910 21 804 SH SHR/OTHR 804 D MEDIMMUNE INC COM 58469910 1252 46200 SH SHARED 01 46200 D MEDIMMUNE INC COM 58469910 2971 109644 SH SHARED 02 109644 D MEDIMMUNE INC COM 58469910 19037 702500 SH SHARED 04 702500 D MEDIMMUNE INC COM 58469910 1904 70260 SH SHARED 06 70260 D MEDIMMUNE INC COM 58469910 29 1100 SH SHARED 10 1100 D MEDIMMUNE INC COM 58469910 27 1000 SH SHARED 14 1000 D MEDIMMUNE INC COM 58469910 3186 117598 SH SHARED 17 115098 2500 D MEDIMMUNE INC COM 58469910 60 2220 SH SHARED 21 2220 D MEDIMMUNE INC COM 58469910 84 3100 SH SHR/OTHR 23 3100 D MEDICSIGHT INC COM NEW 58470A20 13 3166 SH SHARED 3166 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 17834 17623000 PRN SHARED 17623000 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 1807 1786000 PRN SHARED 02 1786000 D MEDIS TECHNOLOGIES LTD COM 58500P10 81 4042 SH SHARED 4042 D MEDIVATION INC COM 58501N10 175 34072 SH SHARED 34072 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 4717 4760000 PRN SHARED 4760000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 8324 8400000 PRN SHARED 02 8400000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 991 1000000 PRN SHARED 06 1000000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AD 90988 91815000 PRN SHARED 91815000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AD 3864 3900000 PRN SHARED 06 3900000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AD 236 239000 PRN SHARED 14 239000 D MEDTRONIC INC COM 58505510 46 1000 SH SHARED 1000 D MEDTRONIC INC COM 58505510 564773 12036945 SH SHARED 11724250 312695 D MEDTRONIC INC COM 58505510 1952 41620 SH SHR/OTHR 41620 D MEDTRONIC INC COM 58505510 11218 239099 SH SHARED 01 239099 D MEDTRONIC INC COM 58505510 24887 530417 SH SHARED 02 530417 D MEDTRONIC INC COM 58505510 171394 3652912 SH SHARED 04 3650400 2512 D MEDTRONIC INC COM 58505510 26738 569870 SH SHARED 06 569870 D MEDTRONIC INC COM 58505510 68035 1450038 SH SHARED 10 407602 804900 237536 D MEDTRONIC INC COM 58505510 5150 109763 SH SHARED 14 109763 D MEDTRONIC INC COM 58505510 3519 75000 SH SHARED 15 75000 D MEDTRONIC INC COM 58505510 30717 654674 SH SHARED 17 586274 68400 D MEDTRONIC INC COM 58505510 30 650 SH SHARED 19 650 D MEDTRONIC INC COM 58505510 1012 21580 SH SHARED 20 2945 18635 D MEDTRONIC INC COM 58505510 933 19900 SH SHR/OTHR 20 19900 D MEDTRONIC INC COM 58505510 941 20060 SH SHARED 21 20060 D MEDTRONIC INC COM 58505510 326 6950 SH SHR/OTHR 21 6950 D MEDTRONIC INC COM 58505510 371 7910 SH SHARED 22 5850 2060 D MEDTRONIC INC COM 58505510 167 3570 SH SHR/OTHR 22 3570 D MEDTRONIC INC COM 58505510 2839 60510 SH SHARED 23 58930 1580 D MEDTRONIC INC COM 58505510 6100 130017 SH SHR/OTHR 23 130017 D MELLON FINL CORP COM 58551A10 27498 798687 SH SHARED 732172 66515 D MELLON FINL CORP COM 58551A10 691 20077 SH SHR/OTHR 20077 D MELLON FINL CORP COM 58551A10 3129 90899 SH SHARED 01 90899 D MELLON FINL CORP COM 58551A10 4428 128617 SH SHARED 02 128617 D MELLON FINL CORP COM 58551A10 1411 40990 SH SHARED 06 40990 D MELLON FINL CORP COM 58551A10 47245 1372220 SH SHARED 10 108820 1262800 600 D MELLON FINL CORP COM 58551A10 13123 381171 SH SHARED 17 379271 1900 D MELLON FINL CORP COM 58551A10 345 10048 SH SHARED 20 480 9568 D MELLON FINL CORP COM 58551A10 91 2660 SH SHR/OTHR 20 2660 D MELLON FINL CORP COM 58551A10 27 800 SH SHARED 21 800 D MELLON FINL CORP COM 58551A10 123 3600 SH SHR/OTHR 21 3600 D MELLON FINL CORP COM 58551A10 307 8940 SH SHARED 22 8100 840 D MELLON FINL CORP COM 58551A10 27 800 SH SHR/OTHR 22 800 D MELLON FINL CORP COM 58551A10 3954 114842 SH SHARED 23 106542 8300 D MELLON FINL CORP COM 58551A10 8886 258111 SH SHR/OTHR 23 258111 D MENS WEARHOUSE INC NOTE 3.125%10/1 587118AC 8547 7000000 PRN SHARED 7000000 D MENS WEARHOUSE INC NOTE 3.125%10/1 587118AC 1355 1110000 PRN SHARED 02 1110000 D MENS WEARHOUSE INC COM 58711810 2795 92250 SH SHARED 92250 D MENS WEARHOUSE INC COM 58711810 9 300 SH SHARED 02 300 D MENS WEARHOUSE INC COM 58711810 378 12480 SH SHARED 17 12080 400 D MENTOR CORP MINN COM 58718810 899 20672 SH SHARED 20672 D MENTOR CORP MINN COM 58718810 41 950 SH SHARED 02 950 D MENTOR CORP MINN COM 58718810 2161 49700 SH SHARED 10 22100 27600 D MENTOR CORP MINN COM 58718810 21201 487400 SH SHARED 17 465700 21700 D MENTOR GRAPHICS CORP FRNT 8/0 587200AD 2955 3000000 PRN SHARED 3000000 D MENTOR GRAPHICS CORP FRNT 8/0 587200AD 6864 6969000 PRN SHARED 02 6969000 D MENTOR GRAPHICS CORP COM 58720010 314 24261 SH SHARED 24261 D MENTOR GRAPHICS CORP COM 58720010 51 3975 SH SHR/OTHR 3975 D MENTOR GRAPHICS CORP COM 58720010 323 24900 SH SHARED 01 24900 D MENTOR GRAPHICS CORP COM 58720010 2510 193443 SH SHARED 02 193443 D MENTOR GRAPHICS CORP COM 58720010 1495 115200 SH SHARED 10 115200 D MENTOR GRAPHICS CORP COM 58720010 525 40450 SH SHARED 17 8550 31900 D MERCANTILE BANK CORP COM 58737610 69 1750 SH SHARED 1750 D MERCANTILE BANK CORP COM 58737610 159 3990 SH SHARED 10 3990 D MERCANTILE BANKSHARES CORP COM 58740510 2983 83629 SH SHARED 83629 D MERCANTILE BANKSHARES CORP COM 58740510 1175 32950 SH SHARED 01 32950 D MERCANTILE BANKSHARES CORP COM 58740510 1085 30428 SH SHARED 02 30428 D MERCANTILE BANKSHARES CORP COM 58740510 135 3800 SH SHARED 06 3800 D MERCANTILE BANKSHARES CORP COM 58740510 7 200 SH SHARED 10 200 D MERCANTILE BANKSHARES CORP COM 58740510 822 23050 SH SHARED 17 22900 150 D MERCER INTL INC COM 58805610 66 7715 SH SHARED 7715 D MERCER INTL INC COM 58805610 16 1855 SH SHARED 02 1855 D MERCK & CO INC COM 58933110 1154196 31682570 SH SHARED 31466510 216060 D MERCK & CO INC COM 58933110 9629 264316 SH SHR/OTHR 264316 D MERCK & CO INC COM 58933110 18160 498499 SH SHARED 01 498499 D MERCK & CO INC COM 58933110 24112 661891 SH SHARED 02 661891 D MERCK & CO INC COM 58933110 9464 259795 SH SHARED 04 259795 D MERCK & CO INC COM 58933110 10010 274784 SH SHARED 06 274784 D MERCK & CO INC COM 58933110 22573 619640 SH SHARED 10 278210 341430 D MERCK & CO INC COM 58933110 1800 49410 SH SHARED 14 49410 D MERCK & CO INC COM 58933110 206976 5681495 SH SHARED 17 5504895 176600 D MERCK & CO INC COM 58933110 7 200 SH SHARED 19 200 D MERCK & CO INC COM 58933110 630 17300 SH SHARED 20 17300 D MERCK & CO INC COM 58933110 255 7000 SH SHR/OTHR 20 7000 D MERCK & CO INC COM 58933110 485 13337 SH SHARED 21 13337 D MERCK & CO INC COM 58933110 43 1195 SH SHR/OTHR 21 1195 D MERCK & CO INC COM 58933110 105 2900 SH SHR/OTHR 22 2900 D MERCK & CO INC COM 58933110 12210 335175 SH SHARED 23 326975 8200 D MERCK & CO INC COM 58933110 10431 286353 SH SHR/OTHR 23 286353 D MERCURY COMPUTER SYS NOTE 2.000% 5/0 589378AB 1726 2000000 PRN SHARED 2000000 D MERCURY COMPUTER SYS COM 58937810 180 11756 SH SHARED 11756 D MERCURY COMPUTER SYS COM 58937810 591 38445 SH SHARED 02 38445 D MERCURY COMPUTER SYS COM 58937810 44 2900 SH SHARED 10 2900 D MERCURY GENL CORP NEW COM 58940010 1555 27600 SH SHARED 27600 D MERCURY GENL CORP NEW COM 58940010 293 5200 SH SHARED 01 5200 D MERCURY GENL CORP NEW COM 58940010 439 7800 SH SHARED 02 7800 D MERCURY GENL CORP NEW COM 58940010 360 6400 SH SHARED 17 5100 1300 D MEREDITH CORP COM 58943310 1758 35500 SH SHARED 32500 3000 D MEREDITH CORP COM 58943310 792 15999 SH SHARED 01 15999 D MEREDITH CORP COM 58943310 754 15235 SH SHARED 02 15235 D MEREDITH CORP COM 58943310 118 2400 SH SHARED 06 2400 D MEREDITH CORP COM 58943310 1137 22962 SH SHARED 17 22962 D MERIDIAN BIOSCIENCE INC COM 58958410 107 4308 SH SHARED 4308 D MERIDIAN BIOSCIENCE INC COM 58958410 11 450 SH SHARED 17 450 D MERIDIAN RESOURCE CORP COM 58977Q10 236 67554 SH SHARED 67554 D MERIDIAN RESOURCE CORP COM 58977Q10 3 890 SH SHARED 02 890 D MERIT MED SYS INC COM 58988910 2816 204711 SH SHARED 204711 D MERIDIAN GOLD INC COM 58997510 1657 52333 SH SHARED 52333 D MERIDIAN GOLD INC COM 58997510 286 9050 SH SHARED 01 8850 200 D MERIDIAN GOLD INC COM 58997510 1097 34640 SH SHARED 02 34640 D MERIDIAN GOLD INC COM 58997510 1425 45000 SH SHARED 04 45000 D MERIDIAN GOLD INC COM 58997510 25998 820675 SH SHARED 10 820375 300 D MERIDIAN GOLD INC COM 58997510 543 17150 SH SHARED 17 17150 D MERGE TECHNOLOGIES INC COM 58998110 105 8582 SH SHARED 8582 D MERGE TECHNOLOGIES INC COM 58998110 12 1000 SH SHARED 22 1000 D MERITAGE HOMES CORP COM 59001A10 3761 79600 SH SHARED 79600 D MERITAGE HOMES CORP COM 59001A10 28 600 SH SHARED 01 600 D MERITAGE HOMES CORP COM 59001A10 378 8000 SH SHARED 02 8000 D MERITAGE HOMES CORP COM 59001A10 722 15300 SH SHARED 10 15300 D MERITAGE HOMES CORP COM 59001A10 344 7300 SH SHARED 17 7300 D MERIX CORP COM 59004910 781 71221 SH SHARED 71221 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 9826 9015000 PRN SHARED 9015000 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 10900 10000000 PRN SHARED 02 10000000 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 22127 20300000 PRN SHARED 04 20300000 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 2943 2700000 PRN SHARED 06 2700000 D MERRILL LYNCH & CO INC COM 59018810 103105 1482249 SH SHARED 1242498 239751 D MERRILL LYNCH & CO INC COM 59018810 1363 19603 SH SHR/OTHR 19603 D MERRILL LYNCH & CO INC COM 59018810 14753 212099 SH SHARED 01 212099 D MERRILL LYNCH & CO INC COM 59018810 18169 261207 SH SHARED 02 261207 D MERRILL LYNCH & CO INC COM 59018810 5669 81500 SH SHARED 04 80000 1500 D MERRILL LYNCH & CO INC COM 59018810 10138 145752 SH SHARED 06 145752 D MERRILL LYNCH & CO INC COM 59018810 278863 4008960 SH SHARED 10 1113460 2181640 713860 D MERRILL LYNCH & CO INC COM 59018810 139 2000 SH SHR/OTHR 10 2000 D MERRILL LYNCH & CO INC COM 59018810 2940 42268 SH SHARED 14 42268 D MERRILL LYNCH & CO INC COM 59018810 2177 31300 SH SHARED 15 31300 D MERRILL LYNCH & CO INC COM 59018810 47792 687066 SH SHARED 17 495616 191450 D MERRILL LYNCH & CO INC COM 59018810 1383 19885 SH SHARED 20 4795 15090 D MERRILL LYNCH & CO INC COM 59018810 170 2450 SH SHR/OTHR 20 2450 D MERRILL LYNCH & CO INC COM 59018810 2898 41671 SH SHARED 21 41671 D MERRILL LYNCH & CO INC COM 59018810 382 5500 SH SHR/OTHR 21 5500 D MERRILL LYNCH & CO INC COM 59018810 1761 25325 SH SHARED 22 20625 4700 D MERRILL LYNCH & CO INC COM 59018810 363 5220 SH SHR/OTHR 22 5220 D MERRILL LYNCH & CO INC COM 59018810 5812 83555 SH SHARED 23 74855 8700 D MERRILL LYNCH & CO INC COM 59018810 4202 60415 SH SHR/OTHR 23 60415 D MESA AIR GROUP INC NOTE 2.482% 6/1 590479AB 3219 6879000 PRN SHARED 6879000 D MESA AIR GROUP INC COM 59047910 106 10841 SH SHARED 10841 D MESTEK INC COM 59082910 16 971 SH SHARED 971 D MESTEK INC COM 59082910 7 440 SH SHARED 02 440 D METABASIS THERAPEUTICS INC COM 59101M10 561 73644 SH SHARED 73644 D METAL MGMT INC COM NEW 59109720 637 20835 SH SHARED 20835 D METAL MGMT INC COM NEW 59109720 82 2700 SH SHARED 01 2700 D METAL MGMT INC COM NEW 59109720 177 5800 SH SHARED 02 5800 D METAL MGMT INC COM NEW 59109720 2967 96900 SH SHARED 10 96900 D METAL MGMT INC COM NEW 59109720 7970 260300 SH SHARED 17 233800 26500 D METALLICA RES INC COM 59125J10 15 5000 SH SHARED 5000 D METALLICA RES INC COM 59125J10 1081 350000 SH SHARED 04 350000 D METALLICA RES INC COM 59125J10 3244 1050000 SH SHARED 10 1050000 D METHANEX CORP COM 59151K10 23965 1131528 SH SHARED 1131128 400 D METHANEX CORP COM 59151K10 4 200 SH SHARED 01 200 D METHANEX CORP COM 59151K10 173 8215 SH SHARED 02 8215 D METHANEX CORP COM 59151K10 4 200 SH SHARED 06 200 D METHANEX CORP COM 59151K10 6 300 SH SHARED 10 300 D METHANEX CORP COM 59151K10 2149 101500 SH SHARED 14 101500 D METHANEX CORP COM 59151K10 23 1100 SH SHARED 17 1100 D METHODE ELECTRS INC COM 59152020 101 9673 SH SHARED 9673 D METHODE ELECTRS INC COM 59152020 14 1400 SH SHARED 01 1400 D METLIFE INC COM 59156R10 31957 624045 SH SHARED 623341 704 D METLIFE INC COM 59156R10 20 400 SH SHR/OTHR 400 D METLIFE INC COM 59156R10 7984 155925 SH SHARED 01 11225 144700 D METLIFE INC COM 59156R10 9473 184994 SH SHARED 02 184994 D METLIFE INC COM 59156R10 1792 35000 SH SHARED 04 35000 D METLIFE INC COM 59156R10 4089 79853 SH SHARED 06 79853 D METLIFE INC COM 59156R10 100641 1965275 SH SHARED 10 531695 1150980 282600 D METLIFE INC COM 59156R10 549 10732 SH SHARED 14 10732 D METLIFE INC COM 59156R10 273 5334 SH SHARED 15 5334 D METLIFE INC COM 59156R10 23178 452613 SH SHARED 17 350213 102400 D METLIFE INC COM 59156R10 25 500 SH SHARED 20 500 D METROLOGIC INSTRS INC COM 59167610 35 2364 SH SHARED 2364 D METTLER TOLEDO INTERNATIONAL COM 59268810 230 3800 SH SHARED 2800 1000 D METTLER TOLEDO INTERNATIONAL COM 59268810 842 13912 SH SHARED 02 13912 D METTLER TOLEDO INTERNATIONAL COM 59268810 19 316 SH SHARED 04 316 D METTLER TOLEDO INTERNATIONAL COM 59268810 13585 224300 SH SHARED 17 224300 D MEXICO EQUITY & INCOME FD COM 59283410 4684 263154 SH SHARED 263154 D MEXICO FD INC COM 59283510 30 986 SH SHARED 986 D MEXICO FD INC COM 59283510 21 685 SH SHR/OTHR 685 D MICHAELS STORES INC COM 59408710 41110 996859 SH SHARED 996559 300 D MICHAELS STORES INC COM 59408710 1719 41700 SH SHARED 01 41700 D MICHAELS STORES INC COM 59408710 1454 35278 SH SHARED 02 35278 D MICHAELS STORES INC COM 59408710 176 4270 SH SHARED 06 4270 D MICHAELS STORES INC COM 59408710 1220 29600 SH SHARED 10 29400 200 D MICHAELS STORES INC COM 59408710 82 2000 SH SHARED 17 500 1500 D MICREL INC COM 59479310 937 93650 SH SHARED 93650 D MICREL INC COM 59479310 209 20900 SH SHARED 01 20900 D MICREL INC COM 59479310 124 12400 SH SHARED 02 12400 D MICREL INC COM 59479310 591 59100 SH SHARED 10 59100 D MICREL INC COM 59479310 1424 142300 SH SHARED 17 142300 D MICROS SYS INC COM 59490110 510 11676 SH SHARED 11676 D MICROS SYS INC COM 59490110 61 1400 SH SHARED 01 1400 D MICROS SYS INC COM 59490110 11 254 SH SHARED 02 254 D MICROS SYS INC COM 59490110 161 3700 SH SHARED 10 3700 D MICROS SYS INC COM 59490110 52 1200 SH SHARED 21 1200 D MICROSOFT CORP COM 59491810 5297 227350 SH SHARED 227350 D MICROSOFT CORP COM 59491810 898209 38549782 SH SHARED 36634051 1915731 D MICROSOFT CORP COM 59491810 7719 331307 SH SHR/OTHR 331307 D MICROSOFT CORP COM 59491810 22079 947600 SH SHARED 01 947600 D MICROSOFT CORP COM 59491810 260364 11174453 SH SHARED 02 11174453 D MICROSOFT CORP COM 59491810 125757 5397327 SH SHARED 04 5392550 4777 D MICROSOFT CORP COM 59491810 32863 1410454 SH SHARED 06 1410454 D MICROSOFT CORP COM 59491810 303041 13006073 SH SHARED 10 3510583 7874790 1620700 D MICROSOFT CORP COM 59491810 11528 494789 SH SHARED 14 494789 D MICROSOFT CORP COM 59491810 4458 191340 SH SHARED 15 191340 D MICROSOFT CORP COM 59491810 5568 239000 SH SHARED 16 239000 D MICROSOFT CORP COM 59491810 145019 6224017 SH SHARED 17 5797817 426200 D MICROSOFT CORP COM 59491810 7518 322689 SH SHARED 19 322689 D MICROSOFT CORP COM 59491810 2382 102266 SH SHARED 20 19805 82461 D MICROSOFT CORP COM 59491810 2464 105780 SH SHR/OTHR 20 105780 D MICROSOFT CORP COM 59491810 2427 104179 SH SHARED 21 104179 D MICROSOFT CORP COM 59491810 750 32200 SH SHR/OTHR 21 32200 D MICROSOFT CORP COM 59491810 2018 86645 SH SHARED 22 60600 26045 D MICROSOFT CORP COM 59491810 855 36710 SH SHR/OTHR 22 36710 D MICROSOFT CORP COM 59491810 9737 417919 SH SHARED 23 390244 27675 D MICROSOFT CORP COM 59491810 13895 596352 SH SHR/OTHR 23 596352 D MICROVISION INC DEL COM 59496010 18 9700 SH SHARED 9700 D MICROSTRATEGY INC *W EXP 06/24/200 59497211 0 53 SH SHARED 01 53 D MICROSTRATEGY INC *W EXP 06/24/200 59497211 0 202 SH SHARED 10 202 D MICROSTRATEGY INC CL A NEW 59497240 3144 32242 SH SHARED 32242 D MICROSTRATEGY INC CL A NEW 59497240 243 2500 SH SHARED 01 2500 D MICROSTRATEGY INC CL A NEW 59497240 98 1005 SH SHARED 02 1005 D MICROSTRATEGY INC CL A NEW 59497240 2247 23046 SH SHARED 10 46 23000 D MICROSTRATEGY INC CL A NEW 59497240 2847 29200 SH SHARED 17 9200 20000 D MICROCHIP TECHNOLOGY INC COM 59501710 16043 478200 SH SHARED 477670 530 D MICROCHIP TECHNOLOGY INC COM 59501710 2077 61925 SH SHARED 01 61925 D MICROCHIP TECHNOLOGY INC COM 59501710 1734 51705 SH SHARED 02 51705 D MICROCHIP TECHNOLOGY INC COM 59501710 250 7460 SH SHARED 06 7460 D MICROCHIP TECHNOLOGY INC COM 59501710 10 300 SH SHARED 10 300 D MICROCHIP TECHNOLOGY INC COM 59501710 154 4611 SH SHARED 14 4611 D MICROCHIP TECHNOLOGY INC COM 59501710 136 4065 SH SHARED 17 1065 3000 D MICROMET INC COM 59509C10 0 17 SH SHARED 17 D MICRON TECHNOLOGY INC COM 59511210 46471 3085768 SH SHARED 3079895 5873 D MICRON TECHNOLOGY INC COM 59511210 2409 159999 SH SHARED 01 159999 D MICRON TECHNOLOGY INC COM 59511210 10207 677820 SH SHARED 02 677820 D MICRON TECHNOLOGY INC COM 59511210 1721 114320 SH SHARED 06 114320 D MICRON TECHNOLOGY INC COM 59511210 7706 511700 SH SHARED 10 51100 460600 D MICRON TECHNOLOGY INC COM 59511210 48 3200 SH SHARED 14 3200 D MICRON TECHNOLOGY INC COM 59511210 2704 179600 SH SHARED 15 179600 D MICRON TECHNOLOGY INC COM 59511210 9070 602259 SH SHARED 17 528559 73700 D MICRONETICS INC DEL COM 59512510 15 1000 SH SHR/OTHR 23 1000 D MICROSEMI CORP COM 59513710 422 17325 SH SHARED 17325 D MICROSEMI CORP COM 59513710 133 5484 SH SHR/OTHR 5484 D MICROSEMI CORP COM 59513710 1 44 SH SHARED 02 44 D MICROSEMI CORP COM 59513710 53 2200 SH SHARED 10 2200 D MICROSEMI CORP COM 59513710 292 12000 SH SHARED 17 12000 D MICROTUNE INC DEL COM 59514P10 260 41688 SH SHARED 14038 27650 D MICROTUNE INC DEL COM 59514P10 1255 200575 SH SHR/OTHR 200575 D MICRUS ENDOVASCULAR CORP COM 59518V10 42 3500 SH SHARED 02 3500 D MICRUS ENDOVASCULAR CORP COM 59518V10 1480 122800 SH SHARED 17 122800 D MID-AMER APT CMNTYS INC COM 59522J10 375 6740 SH SHARED 6740 D MID-AMER APT CMNTYS INC COM 59522J10 223 4000 SH SHARED 01 4000 D MID-AMER APT CMNTYS INC COM 59522J10 1003 18000 SH SHARED 10 18000 D MID-AMER APT CMNTYS INC COM 59522J10 462 8300 SH SHARED 17 8300 D MID-STATE BANCSHARES COM 59544010 156 5572 SH SHARED 5572 D MID-STATE BANCSHARES COM 59544010 11 423 SH SHARED 02 423 D MID-STATE BANCSHARES COM 59544010 170 6100 SH SHARED 10 6100 D MIDAS GROUP INC COM 59562610 73 4007 SH SHARED 4007 D MIDAS GROUP INC COM 59562610 5 274 SH SHARED 02 274 D MIDCAP SPDR TR UNIT SER 1 59563510 14043 100907 SH SHARED 90137 10770 D MIDCAP SPDR TR UNIT SER 1 59563510 981 7055 SH SHR/OTHR 7055 D MIDCAP SPDR TR UNIT SER 1 59563510 21204 152367 SH SHARED 02 152367 D MIDCAP SPDR TR UNIT SER 1 59563510 604 4340 SH SHARED 20 4340 D MIDCAP SPDR TR UNIT SER 1 59563510 73 525 SH SHR/OTHR 20 525 D MIDCAP SPDR TR UNIT SER 1 59563510 359 2585 SH SHR/OTHR 23 2585 D MIDDLEBY CORP COM 59627810 79 915 SH SHARED 915 D MIDDLEBY CORP COM 59627810 103 1200 SH SHARED 01 1200 D MIDDLEBY CORP COM 59627810 192 2220 SH SHARED 02 2220 D MIDDLEBY CORP COM 59627810 121 1400 SH SHARED 10 1400 D MIDDLEBY CORP COM 59627810 1540 17800 SH SHARED 17 17800 D MIDDLESEX WATER CO COM 59668010 44 2330 SH SHARED 2330 D MIDDLESEX WATER CO COM 59668010 3 200 SH SHARED 01 200 D MIDDLESEX WATER CO COM 59668010 23 1246 SH SHARED 02 1246 D MIDDLESEX WATER CO COM 59668010 131 6934 SH SHARED 22 6934 D MIDLAND CO COM 59748610 94 2477 SH SHARED 2477 D MIDLAND CO COM 59748610 930 24500 SH SHARED 10 24500 D MIDWAY GAMES INC COM 59814810 47 5914 SH SHARED 5914 D MIDWAY GAMES INC COM 59814810 46 5781 SH SHARED 02 5781 D MIDWEST BANC HOLDINGS INC COM 59825110 57 2606 SH SHARED 2606 D MIDWEST BANC HOLDINGS INC COM 59825110 46 2108 SH SHARED 02 2108 D MILLENNIUM PHARMACEUTICALS I COM 59990210 5232 524799 SH SHARED 523618 1181 D MILLENNIUM PHARMACEUTICALS I COM 59990210 29 3000 SH SHR/OTHR 3000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 981 98460 SH SHARED 01 98460 D MILLENNIUM PHARMACEUTICALS I COM 59990210 852 85548 SH SHARED 02 85548 D MILLENNIUM PHARMACEUTICALS I COM 59990210 115 11570 SH SHARED 06 11570 D MILLENNIUM PHARMACEUTICALS I COM 59990210 12 1300 SH SHARED 10 1300 D MILLENNIUM PHARMACEUTICALS I COM 59990210 39 3913 SH SHARED 14 3913 D MILLENNIUM PHARMACEUTICALS I COM 59990210 351 35300 SH SHARED 17 30900 4400 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1 114 SH SHARED 23 114 D MILLEA HOLDINGS INC ADR 60032R10 8 90 SH SHARED 90 D MILLER HERMAN INC COM 60054410 727 28242 SH SHARED 28242 D MILLER HERMAN INC COM 60054410 881 34200 SH SHARED 01 34200 D MILLER HERMAN INC COM 60054410 529 20529 SH SHARED 02 20529 D MILLER HERMAN INC COM 60054410 2522 97900 SH SHARED 10 97900 D MILLER HERMAN INC COM 60054410 2066 80200 SH SHARED 17 36400 43800 D MILLIPORE CORP COM 60107310 3714 58972 SH SHARED 32172 26800 D MILLIPORE CORP COM 60107310 1217 19335 SH SHARED 01 19335 D MILLIPORE CORP COM 60107310 925 14696 SH SHARED 02 14696 D MILLIPORE CORP COM 60107310 160 2550 SH SHARED 06 2550 D MILLIPORE CORP COM 60107310 7943 126100 SH SHARED 10 126100 D MILLIPORE CORP COM 60107310 3602 57196 SH SHARED 17 22096 35100 D MILLS CORP COM 60114810 10626 397251 SH SHARED 397251 D MILLS CORP COM 60114810 144 5400 SH SHARED 01 5400 D MILLS CORP COM 60114810 347 13000 SH SHARED 02 13000 D MILLS CORP COM 60114810 95 3585 SH SHARED 14 3585 D MINDSPEED TECHNOLOGIES INC COM 60268210 18 7732 SH SHARED 01 7732 D MINE SAFETY APPLIANCES CO COM 60272010 326 8126 SH SHARED 8126 D MINE SAFETY APPLIANCES CO COM 60272010 273 6800 SH SHARED 01 6800 D MINE SAFETY APPLIANCES CO COM 60272010 201 5000 SH SHARED 02 5000 D MINE SAFETY APPLIANCES CO COM 60272010 40 1000 SH SHARED 10 1000 D MINE SAFETY APPLIANCES CO COM 60272010 116 2900 SH SHARED 17 2900 D MINERALS TECHNOLOGIES INC COM 60315810 310 5976 SH SHARED 5976 D MINERALS TECHNOLOGIES INC COM 60315810 270 5200 SH SHARED 01 5200 D MINERALS TECHNOLOGIES INC COM 60315810 199 3845 SH SHARED 02 3845 D MINERALS TECHNOLOGIES INC COM 60315810 156 3000 SH SHARED 10 3000 D MINERALS TECHNOLOGIES INC COM 60315810 140 2700 SH SHARED 17 2700 D MIPS TECHNOLOGIES INC COM 60456710 72 11928 SH SHARED 11901 27 D MIRAMAR MINING CORP COM 60466E10 18 5000 SH SHARED 5000 D MIRAMAR MINING CORP COM 60466E10 1288 350000 SH SHARED 04 350000 D MIRAMAR MINING CORP COM 60466E10 5520 1500000 SH SHARED 10 1500000 D MIRANT CORP NEW COM 60467R10 53386 1992018 SH SHARED 1992018 D MIRANT CORP NEW COM 60467R10 138686 5174880 SH SHARED 02 5174880 D MIRANT CORP NEW COM 60467R10 13246 494285 SH SHARED 17 494285 D MIRANT CORP NEW COM 60467R10 178 6650 SH SHR/OTHR 23 6650 D MIRANT CORP NEW *W EXP 01/03/201 60467R11 0 60 SH SHARED 60 D MIRANT CORP NEW *W EXP 01/03/201 60467R11 757 74999 SH SHARED 02 74999 D MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 60682210 1557 111677 SH SHARED 102907 8770 D MITSUI & CO LTD ADR 60682720 77 275 SH SHARED 275 D MITTAL STEEL CO N V NY REG SH CL A 60684P10 30703 1006341 SH SHARED 1006306 35 D MITTAL STEEL CO N V NY REG SH CL A 60684P10 765 25100 SH SHARED 02 25100 D MITTAL STEEL CO N V NY REG SH CL A 60684P10 26961 883680 SH SHARED 10 258590 625090 D MITTAL STEEL CO N V NY REG SH CL A 60684P10 1632 53500 SH SHARED 17 53500 D MOBILE MINI INC COM 60740F10 276 9452 SH SHARED 9452 D MOBILE MINI INC COM 60740F10 5 200 SH SHARED 01 200 D MOBILE MINI INC COM 60740F10 6 239 SH SHARED 02 239 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 3532 120000 SH SHARED 120000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 38905 1321506 SH SHARED 1310306 11200 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 4055 137750 SH SHARED 01 137750 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 15014 510000 SH SHARED 04 510000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 7507 255000 SH SHARED 06 255000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 20491 696050 SH SHARED 10 696050 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 123 4200 SH SHARED 15 4200 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 553 18800 SH SHARED 17 18800 D MOBILITY ELECTRONICS INC COM 60741U10 46 6405 SH SHARED 6405 D MOBILITY ELECTRONICS INC COM 60741U10 0 86 SH SHARED 02 86 D MODINE MFG CO COM 60782810 1496 64059 SH SHARED 64059 D MODINE MFG CO COM 60782810 133 5700 SH SHARED 01 5700 D MODINE MFG CO COM 60782810 224 9594 SH SHARED 02 9594 D MODINE MFG CO COM 60782810 2044 87500 SH SHARED 10 87500 D MODINE MFG CO COM 60782810 366 15700 SH SHARED 17 15700 D MOHAWK INDS INC COM 60819010 1759 25016 SH SHARED 24916 100 D MOHAWK INDS INC COM 60819010 1125 16000 SH SHARED 01 16000 D MOHAWK INDS INC COM 60819010 1026 14591 SH SHARED 02 14591 D MOHAWK INDS INC COM 60819010 116 1660 SH SHARED 06 1660 D MOHAWK INDS INC COM 60819010 7 100 SH SHARED 10 100 D MOHAWK INDS INC COM 60819010 612 8700 SH SHARED 17 8400 300 D MOLECULAR DEVICES CORP COM 60851C10 125 4099 SH SHARED 4099 D MOLECULAR DEVICES CORP COM 60851C10 26 874 SH SHARED 02 874 D MOLINA HEALTHCARE INC COM 60855R10 87 2304 SH SHARED 2304 D MOLINA HEALTHCARE INC COM 60855R10 133 3500 SH SHARED 01 3500 D MOLINA HEALTHCARE INC COM 60855R10 121 3200 SH SHARED 02 3200 D MOLINA HEALTHCARE INC COM 60855R10 547 14400 SH SHARED 17 14400 D MOLEX INC COM 60855410 7373 219648 SH SHARED 218123 1525 D MOLEX INC COM 60855410 852 25400 SH SHARED 01 25400 D MOLEX INC COM 60855410 1342 39980 SH SHARED 02 39980 D MOLEX INC COM 60855410 258 7700 SH SHARED 06 7700 D MOLEX INC COM 60855410 1987 59203 SH SHARED 17 59203 D MOLEX INC CL A 60855420 23537 819281 SH SHARED 819281 D MOLEX INC CL A 60855420 23 823 SH SHR/OTHR 823 D MOLEX INC CL A 60855420 1134 39490 SH SHARED 10 39490 D MOLEX INC CL A 60855420 24228 843300 SH SHARED 17 843300 D MOLSON COORS BREWING CO CL B 60871R20 11185 164780 SH SHARED 163490 1290 D MOLSON COORS BREWING CO CL B 60871R20 1086 16000 SH SHARED 01 16000 D MOLSON COORS BREWING CO CL B 60871R20 1478 21779 SH SHARED 02 21779 D MOLSON COORS BREWING CO CL B 60871R20 196 2900 SH SHARED 06 2900 D MOLSON COORS BREWING CO CL B 60871R20 3319 48900 SH SHARED 10 48900 D MOLSON COORS BREWING CO CL B 60871R20 2255 33224 SH SHARED 17 33224 D MOLSON COORS BREWING CO CL B 60871R20 5 75 SH SHR/OTHR 21 75 D MOMENTA PHARMACEUTICALS INC COM 60877T10 25 1992 SH SHARED 1976 16 D MONACO COACH CORP COM 60886R10 80 6374 SH SHARED 6374 D MONACO COACH CORP COM 60886R10 17 1400 SH SHARED 01 1400 D MONACO COACH CORP COM 60886R10 2 165 SH SHARED 02 165 D MONACO COACH CORP COM 60886R10 340 26800 SH SHARED 17 26800 D MONARCH CASINO & RESORT INC COM 60902710 55 1983 SH SHARED 1983 D MONARCH CASINO & RESORT INC COM 60902710 8 300 SH SHARED 02 300 D MONARCH CASINO & RESORT INC COM 60902710 188 6700 SH SHARED 10 6700 D MONEYGRAM INTL INC COM 60935Y10 913 26907 SH SHARED 26907 D MONEYGRAM INTL INC COM 60935Y10 940 27699 SH SHARED 01 27699 D MONEYGRAM INTL INC COM 60935Y10 702 20700 SH SHARED 02 20700 D MONEYGRAM INTL INC COM 60935Y10 207 6100 SH SHARED 10 6100 D MONEYGRAM INTL INC COM 60935Y10 987 29100 SH SHARED 17 29100 D MONOGRAM BIOSCIENCES INC COM 60975U10 9662 4880185 SH SHARED 4880185 D MONOGRAM BIOSCIENCES INC COM 60975U10 4 2438 SH SHARED 02 2438 D MONOLITHIC PWR SYS INC COM 60983910 540 45689 SH SHARED 45689 D MONRO MUFFLER BRAKE INC COM 61023610 80 2457 SH SHARED 2457 D MONRO MUFFLER BRAKE INC COM 61023610 4 150 SH SHARED 01 150 D MONRO MUFFLER BRAKE INC COM 61023610 0 9 SH SHARED 02 9 D MONRO MUFFLER BRAKE INC COM 61023610 61 1900 SH SHARED 21 1900 D MONSANTO CO NEW COM 61166W10 1767 20991 SH SHARED 20991 D MONSANTO CO NEW COM 61166W10 91406 1085718 SH SHARED 840880 244838 D MONSANTO CO NEW COM 61166W10 6606 78474 SH SHR/OTHR 78474 D MONSANTO CO NEW COM 61166W10 5136 61013 SH SHARED 01 6625 54388 D MONSANTO CO NEW COM 61166W10 6625 78694 SH SHARED 02 78694 D MONSANTO CO NEW COM 61166W10 89 1065 SH SHARED 04 1065 D MONSANTO CO NEW COM 61166W10 3328 39535 SH SHARED 06 39535 D MONSANTO CO NEW COM 61166W10 39675 471262 SH SHARED 10 445262 26000 D MONSANTO CO NEW COM 61166W10 490 5826 SH SHARED 14 5826 D MONSANTO CO NEW COM 61166W10 523 6215 SH SHARED 15 6215 D MONSANTO CO NEW COM 61166W10 648646 7704556 SH SHARED 17 7669784 34772 D MONSANTO CO NEW COM 61166W10 10141 120464 SH SHARED 19 120464 D MONSANTO CO NEW COM 61166W10 1295 15391 SH SHARED 20 3366 12025 D MONSANTO CO NEW COM 61166W10 507 6030 SH SHR/OTHR 20 6030 D MONSANTO CO NEW COM 61166W10 606 7200 SH SHARED 21 7200 D MONSANTO CO NEW COM 61166W10 416 4950 SH SHR/OTHR 21 4950 D MONSANTO CO NEW COM 61166W10 1877 22305 SH SHARED 22 17650 4655 D MONSANTO CO NEW COM 61166W10 347 4125 SH SHR/OTHR 22 4125 D MONSANTO CO NEW COM 61166W10 8050 95621 SH SHARED 23 88814 6807 D MONSANTO CO NEW COM 61166W10 9357 111143 SH SHR/OTHR 23 111143 D MONSTER WORLDWIDE INC COM 61174210 17089 400600 SH SHARED 400600 D MONSTER WORLDWIDE INC COM 61174210 1109 26000 SH SHARED 01 26000 D MONSTER WORLDWIDE INC COM 61174210 12171 285303 SH SHARED 02 285303 D MONSTER WORLDWIDE INC COM 61174210 388 9100 SH SHARED 06 9100 D MONSTER WORLDWIDE INC COM 61174210 8 200 SH SHARED 10 200 D MONSTER WORLDWIDE INC COM 61174210 3740 87684 SH SHARED 17 86984 700 D MONTGOMERY STR INCOME SECS I COM 61411510 1050 63638 SH SHARED 63638 D MONTGOMERY STR INCOME SECS I COM 61411510 140 8500 SH SHR/OTHR 8500 D MONTGOMERY STR INCOME SECS I COM 61411510 118 7170 SH SHARED 20 7170 D MONTGOMERY STR INCOME SECS I COM 61411510 99 6000 SH SHR/OTHR 20 6000 D MOODYS CORP COM 61536910 14252 261700 SH SHARED 227225 34475 D MOODYS CORP COM 61536910 2552 46870 SH SHR/OTHR 46870 D MOODYS CORP COM 61536910 3447 63298 SH SHARED 01 63298 D MOODYS CORP COM 61536910 3916 71910 SH SHARED 02 71910 D MOODYS CORP COM 61536910 2178 40000 SH SHARED 04 40000 D MOODYS CORP COM 61536910 1871 34358 SH SHARED 06 34358 D MOODYS CORP COM 61536910 1808 33200 SH SHARED 10 33200 D MOODYS CORP COM 61536910 73 1350 SH SHARED 14 1350 D MOODYS CORP COM 61536910 11728 215352 SH SHARED 17 198052 17300 D MOODYS CORP COM 61536910 7 146 SH SHARED 20 146 D MOODYS CORP COM 61536910 10 185 SH SHR/OTHR 21 185 D MOODYS CORP COM 61536910 3866 71000 SH SHARED 23 71000 D MOODYS CORP COM 61536910 3602 66150 SH SHR/OTHR 23 66150 D MOOG INC CL A 61539420 351 10280 SH SHARED 10280 D MOOG INC CL A 61539420 43 1272 SH SHARED 02 1272 D MOOG INC CL A 61539420 3753 109700 SH SHARED 10 109700 D MOOG INC CL A 61539420 75 2200 SH SHARED 21 2200 D MORGAN STANLEY EASTN EUR FD COM 61698810 9 286 SH SHARED 286 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 27 3010 SH SHARED 3010 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 91 10000 SH SHR/OTHR 20 10000 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 171 18800 SH SHR/OTHR 23 18800 D MORGAN STANLEY HIGH YIELD FD COM 61744M10 1 308 SH SHARED 308 D MORGAN STANLEY GBL OPP BOND COM 61744R10 90 10000 SH SHR/OTHR 23 10000 D MORGAN STANLEY COM NEW 61744644 211809 3350879 SH SHARED 3268874 82005 D MORGAN STANLEY COM NEW 61744644 211 3349 SH SHR/OTHR 3349 D MORGAN STANLEY COM NEW 61744644 15159 239826 SH SHARED 01 239826 D MORGAN STANLEY COM NEW 61744644 23809 376666 SH SHARED 02 376666 D MORGAN STANLEY COM NEW 61744644 108345 1714050 SH SHARED 04 1714050 D MORGAN STANLEY COM NEW 61744644 13628 215614 SH SHARED 06 215614 D MORGAN STANLEY COM NEW 61744644 269800 4268315 SH SHARED 10 1820270 1701540 746505 D MORGAN STANLEY COM NEW 61744644 246 3900 SH SHR/OTHR 10 3900 D MORGAN STANLEY COM NEW 61744644 4402 69654 SH SHARED 14 69654 D MORGAN STANLEY COM NEW 61744644 6800 107590 SH SHARED 15 107590 D MORGAN STANLEY COM NEW 61744644 2528 40000 SH SHARED 16 40000 D MORGAN STANLEY COM NEW 61744644 44126 698089 SH SHARED 17 685589 12500 D MORGAN STANLEY COM NEW 61744644 341 5400 SH SHARED 19 5400 D MORGAN STANLEY COM NEW 61744644 458 7255 SH SHARED 20 1105 6150 D MORGAN STANLEY COM NEW 61744644 316 5000 SH SHR/OTHR 20 5000 D MORGAN STANLEY COM NEW 61744644 241 3826 SH SHARED 21 3826 D MORGAN STANLEY COM NEW 61744644 15 245 SH SHR/OTHR 21 245 D MORGAN STANLEY COM NEW 61744644 423 6700 SH SHARED 22 4000 2700 D MORGAN STANLEY COM NEW 61744644 265 4199 SH SHARED 23 4199 D MORGAN STANLEY COM NEW 61744644 2579 40812 SH SHR/OTHR 23 40812 D MORGAN STANLEY INDIA INVS FD COM 61745C10 61 1400 SH SHARED 1400 D MORGAN STANLEY MUN INCM OPPTN 61745P45 1 157 SH SHARED 157 D MORGAN STANLEY CA INSD MUN TR 61745P50 0 42 SH SHARED 42 D MORGAN STANLEY QULTY MUN SECS 61745P58 0 21 SH SHARED 21 D MORGAN STANLEY QLT MUN INV TR 61745P66 0 42 SH SHARED 42 D MORGAN STANLEY INSD MUN TR 61745P86 227200 16000000 SH SHARED 17 16000000 D MORGANS HOTEL GROUP CO COM 61748W10 4244 272812 SH SHARED 272812 D MORGANS HOTEL GROUP CO COM 61748W10 6 396 SH SHARED 02 396 D MORNINGSTAR INC COM 61770010 80 1934 SH SHARED 1934 D MORNINGSTAR INC COM 61770010 298 7200 SH SHARED 17 7200 D MORTGAGEIT HLDGS INC COM 61915Q10 76 6342 SH SHARED 6342 D MORTGAGEIT HLDGS INC COM 61915Q10 45 3800 SH SHARED 01 3800 D MORTGAGEIT HLDGS INC COM 61915Q10 2936 243500 SH SHARED 02 243500 D MORTGAGEIT HLDGS INC COM 61915Q10 13520 1121100 SH SHARED 17 1117700 3400 D MORTONS RESTAURANT GRP INC N COM 61943010 96 6331 SH SHARED 6331 D MORTONS RESTAURANT GRP INC N COM 61943010 0 8 SH SHARED 02 8 D MOSAIC CO COM 61945A10 25367 1620900 SH SHARED 1620900 D MOSAIC CO COM 61945A10 234 15000 SH SHARED 02 15000 D MOSAIC CO COM 61945A10 269 17200 SH SHARED 17 17200 D MOSAIC CO PFD CV 7.5% 61945A20 34780 695600 SH SHARED 695600 D MOSAIC CO PFD CV 7.5% 61945A20 275 5500 SH SHARED 02 5500 D MOSYS INC COM 61971810 692 88533 SH SHARED 88533 D MOTOROLA INC COM 62007610 1543 76577 SH SHARED 76577 D MOTOROLA INC COM 62007610 394020 19554346 SH SHARED 19204389 349957 D MOTOROLA INC COM 62007610 70 3480 SH SHR/OTHR 3480 D MOTOROLA INC COM 62007610 9807 486714 SH SHARED 01 486714 D MOTOROLA INC COM 62007610 22038 1093734 SH SHARED 02 1055034 38700 D MOTOROLA INC COM 62007610 4130 205000 SH SHARED 04 205000 D MOTOROLA INC COM 62007610 25694 1275177 SH SHARED 06 1275177 D MOTOROLA INC COM 62007610 79050 3923121 SH SHARED 10 1865561 1910960 146600 D MOTOROLA INC COM 62007610 1292 64162 SH SHARED 14 64162 D MOTOROLA INC COM 62007610 29702 1474045 SH SHARED 17 1209145 264900 D MOTOROLA INC COM 62007610 7668 380566 SH SHARED 19 380566 D MOTOROLA INC COM 62007610 103 5161 SH SHR/OTHR 22 5161 D MOTOROLA INC COM 62007610 990 49140 SH SHARED 23 44100 5040 D MOTOROLA INC COM 62007610 2557 126944 SH SHR/OTHR 23 126944 D MOVADO GROUP INC COM 62458010 107 4697 SH SHARED 4697 D MOVADO GROUP INC COM 62458010 41 1800 SH SHARED 01 1800 D MOVADO GROUP INC COM 62458010 7 335 SH SHARED 02 335 D MOVADO GROUP INC COM 62458010 126 5520 SH SHARED 17 5520 D MOVIE GALLERY INC COM 62458110 487 78473 SH SHARED 78473 D MOVIE GALLERY INC COM 62458110 17 2783 SH SHARED 02 2783 D MUELLER INDS INC COM 62475610 330 9991 SH SHARED 9991 D MUELLER INDS INC COM 62475610 14 450 SH SHARED 02 450 D MUELLER INDS INC COM 62475610 280 8500 SH SHARED 10 8500 D MUELLER INDS INC COM 62475610 1334 40400 SH SHARED 17 40400 D MUELLER WTR PRODS INC COM SER A 62475810 15006 861950 SH SHARED 861950 D MUELLER WTR PRODS INC COM SER A 62475810 5698 327300 SH SHARED 10 327300 D MUELLER WTR PRODS INC COM SER A 62475810 1741 100000 SH SHARED 16 100000 D MUELLER WTR PRODS INC COM SER A 62475810 1006 57800 SH SHARED 17 57800 D MULTI FINELINE ELECTRONIX IN COM 62541B10 4367 131593 SH SHARED 131593 D MULTI FINELINE ELECTRONIX IN COM 62541B10 59 1800 SH SHARED 01 1800 D MULTI FINELINE ELECTRONIX IN COM 62541B10 1632 49193 SH SHARED 17 49193 D MULTIMEDIA GAMES INC COM 62545310 315 31097 SH SHARED 31097 D MULTIMEDIA GAMES INC COM 62545310 0 34 SH SHARED 02 34 D MULTIMEDIA GAMES INC COM 62545310 588 58100 SH SHARED 10 58100 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 0 7 SH SHARED 7 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 41 3000 SH SHR/OTHR 20 3000 D MUNIASSETS FD INC COM 62618Q10 0 63 SH SHARED 63 D MUNI INTER DURATION FD INC COM 62618U10 10 732 SH SHARED 732 D MUNIHOLDINGS FLA INSD FD COM 62624W10 0 67 SH SHARED 67 D MUNIHOLDINGS INSD FD II INC COM 62625A10 0 41 SH SHARED 41 D MUNIYIELD CALIF INS FD COM 62629L10 61 4562 SH SHARED 4562 D MUNIYIELD CALIF INS FD COM 62629L10 26 2000 SH SHR/OTHR 20 2000 D MUNIYIELD FD INC COM 62629910 1 84 SH SHARED 84 D MUNIYIELD QUALITY FD II COM 62630T10 0 63 SH SHARED 63 D MUNIYIELD N Y INSD FD INC COM 62630110 3 250 SH SHARED 250 D MUNIYIELD N Y INSD FD INC COM 62630110 397 30043 SH SHR/OTHR 23 30043 D MURPHY OIL CORP COM 62671710 24880 445400 SH SHARED 175400 270000 D MURPHY OIL CORP COM 62671710 32007 573000 SH SHR/OTHR 573000 D MURPHY OIL CORP COM 62671710 1228 22000 SH SHARED 01 22000 D MURPHY OIL CORP COM 62671710 4667 83561 SH SHARED 02 83561 D MURPHY OIL CORP COM 62671710 477 8550 SH SHARED 06 8550 D MURPHY OIL CORP COM 62671710 223 4000 SH SHARED 10 4000 D MURPHY OIL CORP COM 62671710 4189 75000 SH SHARED 17 74600 400 D MURPHY OIL CORP COM 62671710 3977 71200 SH SHARED 22 71200 D MURPHY OIL CORP COM 62671710 11 200 SH SHR/OTHR 23 200 D MYERS INDS INC COM 62846410 262 15248 SH SHARED 15248 D MYERS INDS INC COM 62846410 31 1834 SH SHR/OTHR 1834 D MYERS INDS INC COM 62846410 12 718 SH SHARED 02 718 D MYLAN LABS INC COM 62853010 6957 347896 SH SHARED 347896 D MYLAN LABS INC COM 62853010 794 39700 SH SHARED 01 39700 D MYLAN LABS INC COM 62853010 1679 83985 SH SHARED 02 83985 D MYLAN LABS INC COM 62853010 222 11100 SH SHARED 06 11100 D MYLAN LABS INC COM 62853010 2750 137536 SH SHARED 17 106136 31400 D MYLAN LABS INC COM 62853010 9 450 SH SHR/OTHR 23 450 D MYRIAD GENETICS INC COM 62855J10 604 23943 SH SHARED 23943 D MYRIAD GENETICS INC COM 62855J10 9 365 SH SHARED 02 365 D MYOGEN INC COM 62856E10 3447 118894 SH SHARED 118894 D MYOGEN INC COM 62856E10 266 9200 SH SHARED 01 9200 D MYOGEN INC COM 62856E10 31 1100 SH SHARED 02 1100 D MYOGEN INC COM 62856E10 8603 296671 SH SHARED 04 296671 D MYOGEN INC COM 62856E10 1945 67100 SH SHARED 10 67100 D MYOGEN INC COM 62856E10 72 2500 SH SHARED 14 2500 D MYOGEN INC COM 62856E10 43 1500 SH SHARED 17 800 700 D NBC CAP CORP COM 62872910 373 16759 SH SHARED 16759 D NBC CAP CORP COM 62872910 0 30 SH SHARED 02 30 D NBT BANCORP INC COM 62877810 216 9304 SH SHARED 9304 D NBT BANCORP INC COM 62877810 2 100 SH SHARED 01 100 D NBT BANCORP INC COM 62877810 9 398 SH SHARED 02 398 D NBT BANCORP INC COM 62877810 174 7500 SH SHARED 10 7500 D NBTY INC COM 62878210 1032 43173 SH SHARED 43173 D NBTY INC COM 62878210 9 411 SH SHARED 02 411 D NBTY INC COM 62878210 138 5800 SH SHARED 10 5800 D NBTY INC COM 62878210 248 10400 SH SHARED 17 10400 D NBTY INC COM 62878210 17 750 SH SHARED 20 750 D NCI BUILDING SYS INC COM 62885210 287 5400 SH SHARED 5400 D NCI BUILDING SYS INC COM 62885210 24 465 SH SHARED 02 465 D NCI BUILDING SYS INC COM 62885210 6056 113900 SH SHARED 17 99100 14800 D NCO GROUP INC COM 62885810 2832 107144 SH SHARED 107144 D NCO GROUP INC COM 62885810 7 295 SH SHARED 02 295 D NCO GROUP INC COM 62885810 174 6600 SH SHARED 10 6600 D NCR CORP NEW COM 62886E10 5283 144207 SH SHARED 143600 607 D NCR CORP NEW COM 62886E10 30 836 SH SHR/OTHR 836 D NCR CORP NEW COM 62886E10 1212 33090 SH SHARED 01 33090 D NCR CORP NEW COM 62886E10 1957 53428 SH SHARED 02 53428 D NCR CORP NEW COM 62886E10 344 9400 SH SHARED 06 9400 D NCR CORP NEW COM 62886E10 1735 47360 SH SHARED 10 47360 D NCR CORP NEW COM 62886E10 3062 83584 SH SHARED 17 83284 300 D NDS GROUP PLC SPONSORED ADR 62889110 1536 33000 SH SHARED 33000 D NS GROUP INC COM 62891610 316 5752 SH SHARED 5752 D NS GROUP INC COM 62891610 137 2500 SH SHARED 01 2500 D NS GROUP INC COM 62891610 36 659 SH SHARED 02 659 D NS GROUP INC COM 62891610 2329 42300 SH SHARED 10 42300 D NS GROUP INC COM 62891610 2528 45900 SH SHARED 17 10200 35700 D NASB FINL INC COM 62896810 30 902 SH SHARED 902 D NASB FINL INC COM 62896810 24 717 SH SHARED 02 717 D NEC CORP ADR 62905020 513 96313 SH SHARED 96313 D NGP CAP RES CO COM 62912R10 54 3722 SH SHARED 3722 D NGP CAP RES CO COM 62912R10 0 10 SH SHARED 02 10 D NGP CAP RES CO COM 62912R10 2161 147724 SH SHARED 17 147724 D NGAS RESOURCES INC COM 62912T10 967 122578 SH SHARED 122578 D NII HLDGS INC NOTE 3.500% 9/1 62913FAD 9816 2300000 PRN SHARED 02 2300000 D NII HLDGS INC CL B NEW 62913F20 17703 314000 SH SHARED 312800 1200 D NII HLDGS INC CL B NEW 62913F20 467 8300 SH SHARED 02 8300 D NII HLDGS INC CL B NEW 62913F20 533 9460 SH SHARED 06 9460 D NII HLDGS INC CL B NEW 62913F20 11172 198160 SH SHARED 10 196860 1300 D NII HLDGS INC CL B NEW 62913F20 45922 814520 SH SHARED 17 810820 3700 D NIC INC COM 62914B10 63 8738 SH SHARED 8738 D NL INDS INC COM NEW 62915640 23 2158 SH SHARED 2158 D NL INDS INC COM NEW 62915640 1 149 SH SHARED 02 149 D NL INDS INC COM NEW 62915640 27 2600 SH SHARED 17 2600 D NMS COMMUNICATIONS CORP COM 62924810 3149 870005 SH SHR/OTHR 870005 D NN INC COM 62933710 47 3826 SH SHARED 3826 D NPS PHARMACEUTICALS INC NOTE 3.000% 6/1 62936PAB 1328 1568132 PRN SHARED 1568132 D NPS PHARMACEUTICALS INC COM 62936P10 320 65686 SH SHARED 65686 D NPS PHARMACEUTICALS INC COM 62936P10 9 1846 SH SHARED 02 1846 D NRG ENERGY INC COM NEW 62937750 6681 138669 SH SHARED 138519 150 D NRG ENERGY INC COM NEW 62937750 187 3900 SH SHARED 01 3900 D NRG ENERGY INC COM NEW 62937750 10608 220188 SH SHARED 02 220188 D NRG ENERGY INC COM NEW 62937750 134 2800 SH SHARED 10 2800 D NRG ENERGY INC COM NEW 62937750 794 16500 SH SHARED 17 16500 D NRG ENERGY INC COM NEW 62937750 1 22 SH SHR/OTHR 20 22 D NRG ENERGY INC PFD CONV MAND 62937787 18537 76000 SH SHARED 76000 D NRG ENERGY INC PFD CONV MAND 62937787 37857 155205 SH SHARED 02 155205 D NTL INC DEL COM 62941W10 43890 1762672 SH SHARED 1761495 1177 D NTL INC DEL COM 62941W10 742 29827 SH SHARED 02 29827 D NTL INC DEL COM 62941W10 230 9250 SH SHARED 06 9250 D NTL INC DEL COM 62941W10 168 6750 SH SHARED 10 6750 D NTL INC DEL COM 62941W10 2737 109926 SH SHARED 17 107026 2900 D NTL INC DEL *W EXP 01/10/201 62941W11 0 451 SH SHARED 451 D NTT DOCOMO INC SPONS ADR 62942M20 223 15275 SH SHARED 13765 1510 D NUCO2 INC COM 62942810 59 2477 SH SHARED 2477 D NVR INC COM 62944T10 5865 11939 SH SHARED 11939 D NVR INC COM 62944T10 5171 10528 SH SHARED 02 10528 D NVR INC COM 62944T10 287 585 SH SHARED 06 585 D NVR INC COM 62944T10 1102 2245 SH SHARED 17 2245 D NYSE GROUP INC COM 62949W10 5447 79545 SH SHARED 79545 D NYSE GROUP INC COM 62949W10 178 2600 SH SHARED 01 2600 D NYSE GROUP INC COM 62949W10 3595 52500 SH SHARED 02 52500 D NYSE GROUP INC COM 62949W10 41 600 SH SHARED 10 600 D NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB 0 1050 PRN SHARED 17 1050 D NABI BIOPHARMACEUTICALS COM 62951910 5460 951243 SH SHARED 951243 D NABORS INDS INC NOTE 6/1 629568AL 37777 34500000 PRN SHARED 34500000 D NABORS INDS INC NOTE 6/1 629568AL 5146 4700000 PRN SHARED 02 4700000 D NABORS INDS INC NOTE 6/1 629568AL 755 690000 PRN SHARED 06 690000 D NACCO INDS INC CL A 62957910 1336 9724 SH SHARED 9724 D NACCO INDS INC CL A 62957910 30 221 SH SHARED 02 221 D NALCO HOLDING COMPANY COM 62985Q10 9382 532168 SH SHARED 528865 3303 D NALCO HOLDING COMPANY COM 62985Q10 112 6400 SH SHARED 02 6400 D NALCO HOLDING COMPANY COM 62985Q10 9074 514700 SH SHARED 06 514700 D NALCO HOLDING COMPANY COM 62985Q10 1911 108400 SH SHARED 14 108400 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 503 22500 SH SHARED 22500 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 13 600 SH SHARED 02 600 D NANOGEN INC COM 63007510 190 100229 SH SHARED 100229 D NANOGEN INC COM 63007510 15 8042 SH SHARED 02 8042 D NANOMETRICS INC COM 63007710 351 35405 SH SHARED 35405 D NAPSTER INC COM 63079710 810 263116 SH SHARED 263116 D NARA BANCORP INC COM 63080P10 446 23839 SH SHARED 23839 D NARA BANCORP INC COM 63080P10 26 1400 SH SHARED 01 1400 D NARA BANCORP INC COM 63080P10 335 17900 SH SHARED 10 17900 D NASDAQ 100 TR UNIT SER 1 63110010 580331 14968562 SH SHARED 14968312 250 D NASDAQ 100 TR UNIT SER 1 63110010 93 2400 SH SHR/OTHR 2400 D NASDAQ 100 TR UNIT SER 1 63110010 23599 608700 SH SHARED 02 608700 D NASDAQ 100 TR UNIT SER 1 63110010 1124 29000 SH SHARED 17 29000 D NASDAQ 100 TR UNIT SER 1 63110010 201 5200 SH SHARED 19 5200 D NASDAQ 100 TR UNIT SER 1 63110010 4 125 SH SHARED 22 125 D NASDAQ 100 TR UNIT SER 1 63110010 414 10700 SH SHARED 23 10600 100 D NASDAQ STOCK MARKET INC COM 63110310 5116 171122 SH SHARED 170047 1075 D NASDAQ STOCK MARKET INC COM 63110310 128 4300 SH SHARED 01 4300 D NASDAQ STOCK MARKET INC COM 63110310 170 5700 SH SHARED 02 5700 D NASDAQ STOCK MARKET INC COM 63110310 1249 41800 SH SHARED 10 40300 1500 D NASDAQ STOCK MARKET INC COM 63110310 678 22700 SH SHARED 14 22700 D NASDAQ STOCK MARKET INC COM 63110310 26247 877830 SH SHARED 17 877830 D NASH FINCH CO FRNT 1.631% 3/1 631158AD 7125 19000000 PRN SHARED 19000000 D NASH FINCH CO FRNT 1.631% 3/1 631158AD 6743 17982000 PRN SHARED 02 17982000 D NASH FINCH CO COM 63115810 58 2744 SH SHARED 2744 D NASH FINCH CO COM 63115810 22 1045 SH SHARED 02 1045 D NASH FINCH CO COM 63115810 76 3600 SH SHARED 10 3600 D NASH FINCH CO COM 63115810 5282 248100 SH SHARED 17 248100 D NASPERS LTD SPON ADR N SHS 63151210 107 6200 SH SHARED 15 6200 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 86 5469 SH SHARED 5469 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 63252530 7649 180021 SH SHARED 180021 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 63252530 1209 28475 SH SHARED 02 28475 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 260 2003 SH SHARED 1900 103 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 965 120706 SH SHARED 120706 D NATIONAL BEVERAGE CORP COM 63501710 27 1916 SH SHARED 1916 D NATIONAL BEVERAGE CORP COM 63501710 1 100 SH SHARED 02 100 D NATIONAL CITY CORP COM 63540510 19654 543079 SH SHARED 517519 25560 D NATIONAL CITY CORP COM 63540510 186 5163 SH SHR/OTHR 5163 D NATIONAL CITY CORP COM 63540510 4610 127400 SH SHARED 01 127400 D NATIONAL CITY CORP COM 63540510 13045 360482 SH SHARED 02 360482 D NATIONAL CITY CORP COM 63540510 1886 52120 SH SHARED 06 52120 D NATIONAL CITY CORP COM 63540510 376 10400 SH SHARED 10 10400 D NATIONAL CITY CORP COM 63540510 12989 358912 SH SHARED 17 354012 4900 D NATIONAL CITY CORP COM 63540510 15778 435992 SH SHARED 21 435992 D NATIONAL CITY CORP COM 63540510 15 415 SH SHR/OTHR 21 415 D NATIONAL CITY CORP COM 63540510 340 9420 SH SHARED 23 9420 D NATIONAL CITY CORP COM 63540510 36 1000 SH SHR/OTHR 23 1000 D NATIONAL HEALTH REALTY INC COM 63590510 32 1689 SH SHARED 1689 D NATIONAL HEALTH REALTY INC COM 63590510 18 970 SH SHARED 02 970 D NATIONAL HEALTH REALTY INC COM 63590510 3949 208400 SH SHARED 11 208400 D NATIONAL HEALTHCARE CORP COM 63590610 219 4917 SH SHARED 4917 D NATIONAL HEALTHCARE CORP COM 63590610 31 700 SH SHARED 01 700 D NATIONAL HEALTHCARE CORP COM 63590610 0 7 SH SHARED 02 7 D NATIONAL FINL PARTNERS CORP COM 63607P20 3505 79109 SH SHARED 78809 300 D NATIONAL FINL PARTNERS CORP COM 63607P20 26 600 SH SHR/OTHR 600 D NATIONAL FINL PARTNERS CORP COM 63607P20 84 1900 SH SHARED 01 1900 D NATIONAL FINL PARTNERS CORP COM 63607P20 39 900 SH SHARED 02 900 D NATIONAL FINL PARTNERS CORP COM 63607P20 9068 204660 SH SHARED 10 184660 20000 D NATIONAL FINL PARTNERS CORP COM 63607P20 12194 275200 SH SHARED 17 254500 20700 D NATIONAL FUEL GAS CO N J COM 63618010 168 4800 SH SHARED 4300 500 D NATIONAL FUEL GAS CO N J COM 63618010 843 24000 SH SHARED 01 24000 D NATIONAL FUEL GAS CO N J COM 63618010 697 19857 SH SHARED 02 19857 D NATIONAL FUEL GAS CO N J COM 63618010 407 11600 SH SHARED 17 8800 2800 D NATIONAL GRID PLC SPON ADR NEW 63627430 537 9937 SH SHARED 8515 1422 D NATIONAL HEALTH INVS INC COM 63633D10 159 5915 SH SHARED 5915 D NATIONAL HEALTH INVS INC COM 63633D10 7 279 SH SHARED 02 279 D NATIONAL HEALTH INVS INC COM 63633D10 137 5100 SH SHARED 10 5100 D NATIONAL HEALTH INVS INC COM 63633D10 8131 302400 SH SHARED 11 302400 D NATIONAL INSTRS CORP COM 63651810 452 16512 SH SHARED 16512 D NATIONAL INSTRS CORP COM 63651810 412 15050 SH SHARED 01 15050 D NATIONAL INSTRS CORP COM 63651810 439 16040 SH SHARED 02 16040 D NATIONAL INSTRS CORP COM 63651810 16 600 SH SHARED 17 600 D NATIONAL INTERSTATE CORP COM 63654U10 25 945 SH SHARED 945 D NATIONAL MED HEALTH CARD SYS COM NEW 63691830 1104 80000 SH SHARED 04 80000 D NATIONAL OILWELL VARCO INC COM 63707110 15581 246073 SH SHARED 245223 850 D NATIONAL OILWELL VARCO INC COM 63707110 21 338 SH SHR/OTHR 338 D NATIONAL OILWELL VARCO INC COM 63707110 1956 30900 SH SHARED 01 30900 D NATIONAL OILWELL VARCO INC COM 63707110 5232 82632 SH SHARED 02 82632 D NATIONAL OILWELL VARCO INC COM 63707110 33876 535000 SH SHARED 04 535000 D NATIONAL OILWELL VARCO INC COM 63707110 949 15000 SH SHARED 06 15000 D NATIONAL OILWELL VARCO INC COM 63707110 3147 49700 SH SHARED 10 49000 700 D NATIONAL OILWELL VARCO INC COM 63707110 1234 19500 SH SHARED 14 19500 D NATIONAL OILWELL VARCO INC COM 63707110 4432 70000 SH SHARED 16 70000 D NATIONAL OILWELL VARCO INC COM 63707110 7923 125130 SH SHARED 17 122830 2300 D NATIONAL PENN BANCSHARES INC COM 63713810 247 12483 SH SHARED 12483 D NATIONAL PENN BANCSHARES INC COM 63713810 9 503 SH SHARED 02 503 D NATIONAL PRESTO INDS INC COM 63721510 236 4517 SH SHARED 4517 D NATIONAL PRESTO INDS INC COM 63721510 0 18 SH SHARED 02 18 D NATIONAL PRESTO INDS INC COM 63721510 146 2800 SH SHARED 10 2800 D NATIONAL RETAIL PROPERTIES I COM 63741710 295 14818 SH SHARED 14818 D NATIONAL RETAIL PROPERTIES I COM 63741710 27 1358 SH SHARED 02 1358 D NATIONAL RETAIL PROPERTIES I COM 63741710 2210 110800 SH SHARED 10 110800 D NATIONAL RETAIL PROPERTIES I COM 63741710 373 18700 SH SHARED 17 18700 D NATIONAL SEMICONDUCTOR CORP COM 63764010 6987 292992 SH SHARED 267467 25525 D NATIONAL SEMICONDUCTOR CORP COM 63764010 2108 88400 SH SHARED 01 88400 D NATIONAL SEMICONDUCTOR CORP COM 63764010 7412 310777 SH SHARED 02 310777 D NATIONAL SEMICONDUCTOR CORP COM 63764010 785 32951 SH SHARED 06 32951 D NATIONAL SEMICONDUCTOR CORP COM 63764010 23454 983400 SH SHARED 10 667200 316200 D NATIONAL SEMICONDUCTOR CORP COM 63764010 455 19094 SH SHARED 14 19094 D NATIONAL SEMICONDUCTOR CORP COM 63764010 5327 223368 SH SHARED 17 181168 42200 D NATIONAL WESTN LIFE INS CO CL A 63852210 107 450 SH SHARED 450 D NATIONAL WESTN LIFE INS CO CL A 63852210 0 2 SH SHARED 02 2 D NATIONAL WESTN LIFE INS CO CL A 63852210 263 1100 SH SHARED 10 1100 D NATIONWIDE FINL SVCS INC CL A 63861210 386 8762 SH SHARED 8762 D NATIONWIDE FINL SVCS INC CL A 63861210 4 100 SH SHARED 01 100 D NATIONWIDE FINL SVCS INC CL A 63861210 263 5987 SH SHARED 02 5987 D NATIONWIDE FINL SVCS INC CL A 63861210 36 835 SH SHARED 06 835 D NATIONWIDE FINL SVCS INC CL A 63861210 119 2700 SH SHARED 10 2700 D NATIONWIDE FINL SVCS INC CL A 63861210 409 9300 SH SHARED 17 9300 D NATIONWIDE HEALTH PPTYS INC COM 63862010 439 19538 SH SHARED 19538 D NATIONWIDE HEALTH PPTYS INC COM 63862010 31 1400 SH SHARED 01 1400 D NATIONWIDE HEALTH PPTYS INC COM 63862010 1369 60838 SH SHARED 02 60838 D NATIONWIDE HEALTH PPTYS INC COM 63862010 3007 133600 SH SHARED 10 133600 D NATIONWIDE HEALTH PPTYS INC COM 63862010 38389 1705428 SH SHARED 11 1705428 D NATIONWIDE HEALTH PPTYS INC COM 63862010 2037 90500 SH SHARED 17 71100 19400 D NATIONWIDE HEALTH PPTYS INC COM 63862010 65 2900 SH SHARED 21 2900 D NATIONWIDE HEALTH PPTYS INC COM 63862010 68 3040 SH SHR/OTHR 23 3040 D NAVIGATORS GROUP INC COM 63890410 101 2316 SH SHARED 2316 D NAVIGATORS GROUP INC COM 63890410 1134 25900 SH SHARED 10 25900 D NAVIGATORS GROUP INC COM 63890410 1384 31600 SH SHARED 17 31600 D NATUZZI S P A ADR 63905A10 49 6900 SH SHARED 6900 D NAUGATUCK VY FINL CORP COM 63906710 398 36217 SH SHARED 36217 D NAUTILUS INC COM 63910B10 246 15721 SH SHARED 15721 D NAUTILUS INC COM 63910B10 31 2000 SH SHR/OTHR 2000 D NAUTILUS INC COM 63910B10 142 9089 SH SHARED 02 9089 D NAUTILUS INC COM 63910B10 81 5200 SH SHARED 21 5200 D NAVARRE CORP COM 63920810 36 7293 SH SHARED 7293 D NAVARRE CORP COM 63920810 5 1100 SH SHARED 02 1100 D NAVISTAR INTL CORP NEW NOTE 2.500%12/1 63934EAG 36913 37211000 PRN SHARED 37211000 D NAVISTAR INTL CORP NEW NOTE 2.500%12/1 63934EAG 6746 6801000 PRN SHARED 02 6801000 D NAVISTAR INTL CORP NEW NOTE 2.500%12/1 63934EAG 7 7500 PRN SHARED 17 7500 D NAVISTAR INTL CORP NEW COM 63934E10 19585 795828 SH SHARED 795828 D NAVISTAR INTL CORP NEW COM 63934E10 118 4800 SH SHARED 01 4800 D NAVISTAR INTL CORP NEW COM 63934E10 567 23073 SH SHARED 02 23073 D NAVISTAR INTL CORP NEW COM 63934E10 422 17150 SH SHARED 06 17150 D NAVISTAR INTL CORP NEW COM 63934E10 492 20000 SH SHARED 14 20000 D NAVISTAR INTL CORP NEW COM 63934E10 778 31642 SH SHARED 17 31642 D NAVIGANT CONSULTING INC COM 63935N10 687 30335 SH SHARED 30335 D NAVIGANT CONSULTING INC COM 63935N10 294 13000 SH SHARED 01 13000 D NAVIGANT CONSULTING INC COM 63935N10 268 11848 SH SHARED 02 11848 D NAVIGANT CONSULTING INC COM 63935N10 124 5500 SH SHARED 10 5500 D NAVIGANT CONSULTING INC COM 63935N10 1377 60800 SH SHARED 14 60800 D NAVIGANT CONSULTING INC COM 63935N10 15 700 SH SHARED 17 700 D NAVIGANT INTL INC COM 63935R10 8 500 SH SHARED 01 500 D NAVTEQ CORP COM 63936L10 26 600 SH SHARED 600 D NAVTEQ CORP COM 63936L10 250 5600 SH SHARED 02 5600 D NAVTEQ CORP COM 63936L10 1362 30500 SH SHARED 10 29900 600 D NAVTEQ CORP COM 63936L10 28014 627000 SH SHARED 17 625200 1800 D NEENAH PAPER INC COM 64007910 135 4444 SH SHARED 4280 164 D NEENAH PAPER INC COM 64007910 35 1158 SH SHR/OTHR 1158 D NEENAH PAPER INC COM 64007910 20 664 SH SHARED 01 664 D NEENAH PAPER INC COM 64007910 18 593 SH SHARED 02 593 D NEENAH PAPER INC COM 64007910 137 4502 SH SHARED 10 1 4501 D NEENAH PAPER INC COM 64007910 11 363 SH SHARED 23 363 D NEENAH PAPER INC COM 64007910 12 423 SH SHR/OTHR 23 423 D NEKTAR THERAPEUTICS NOTE 3.250% 9/2 640268AH 4891 4500000 PRN SHARED 4500000 D NEKTAR THERAPEUTICS COM 64026810 1834 100000 SH SHARED 100000 D NEKTAR THERAPEUTICS COM 64026810 4311 235071 SH SHARED 235071 D NEKTAR THERAPEUTICS COM 64026810 31 1700 SH SHARED 01 1700 D NEKTAR THERAPEUTICS COM 64026810 744 40597 SH SHARED 02 40597 D NEKTAR THERAPEUTICS COM 64026810 19257 1050000 SH SHARED 04 1050000 D NEKTAR THERAPEUTICS COM 64026810 25 1384 SH SHARED 06 1384 D NEKTAR THERAPEUTICS COM 64026810 9 500 SH SHARED 17 500 D NELNET INC CL A 64031N10 4 100 SH SHARED 01 100 D NELNET INC CL A 64031N10 48 1200 SH SHARED 02 1200 D NELNET INC CL A 64031N10 527 13000 SH SHARED 17 13000 D NEOWARE INC COM 64065P10 1582 128800 SH SHARED 17 128800 D NEOPHARM INC COM 64091910 60 11326 SH SHARED 11326 D NEOPHARM INC COM 64091910 10 1944 SH SHARED 02 1944 D NETBANK INC COM 64093310 1221 184306 SH SHARED 184306 D NETBANK INC COM 64093310 3 456 SH SHARED 02 456 D NETBANK INC COM 64093310 1131 170600 SH SHARED 10 170600 D NESS TECHNOLOGIES INC COM 64104X10 315 29350 SH SHARED 29350 D NESS TECHNOLOGIES INC COM 64104X10 10 1019 SH SHARED 02 1019 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 501 18350 SH SHARED 18350 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 49 1800 SH SHARED 01 1800 D NETFLIX COM INC COM 64110L10 2023 74376 SH SHARED 74376 D NETFLIX COM INC COM 64110L10 261 9600 SH SHARED 01 9600 D NETFLIX COM INC COM 64110L10 106 3909 SH SHARED 02 3909 D NETFLIX COM INC COM 64110L10 13 500 SH SHARED 17 500 D NETFLIX COM INC COM 64110L10 8 300 SH SHARED 19 300 D NETEASE COM INC SPONSORED ADR 64110W10 1056 47300 SH SHARED 47300 D NETGEAR INC COM 64111Q10 190 8800 SH SHARED 8800 D NETGEAR INC COM 64111Q10 15 717 SH SHARED 02 717 D NETMANAGE INC COM NEW 64114430 0 20 SH SHARED 20 D NETIQ CORP COM 64115P10 2 200 SH SHARED 200 D NETIQ CORP COM 64115P10 29 2400 SH SHARED 2400 D NETIQ CORP COM 64115P10 36 3024 SH SHARED 02 3024 D NETIQ CORP COM 64115P10 97 8000 SH SHARED 10 8000 D NETSCOUT SYS INC COM 64115T10 52 5841 SH SHARED 5841 D NETSCOUT SYS INC COM 64115T10 0 46 SH SHARED 02 46 D NETRATINGS INC COM 64116M10 395 28446 SH SHARED 28446 D NETRATINGS INC COM 64116M10 5 395 SH SHARED 02 395 D NETLOGIC MICROSYSTEMS INC COM 64118B10 79 2463 SH SHARED 2463 D NETLOGIC MICROSYSTEMS INC COM 64118B10 93 2900 SH SHARED 01 2900 D NETWORK APPLIANCE INC COM 64120L10 42359 1199975 SH SHARED 1181300 18675 D NETWORK APPLIANCE INC COM 64120L10 2591 73400 SH SHARED 01 73400 D NETWORK APPLIANCE INC COM 64120L10 7619 215849 SH SHARED 02 215849 D NETWORK APPLIANCE INC COM 64120L10 1159 32860 SH SHARED 06 32860 D NETWORK APPLIANCE INC COM 64120L10 19005 538400 SH SHARED 10 533800 4600 D NETWORK APPLIANCE INC COM 64120L10 1312 37175 SH SHARED 14 37175 D NETWORK APPLIANCE INC COM 64120L10 28599 810193 SH SHARED 17 807693 2500 D NEUBERGER BERMAN CA INT MUN COM 64123C10 12 925 SH SHARED 925 D NEUROGEN CORP COM 64124E10 28 5653 SH SHARED 5653 D NEUROGEN CORP COM 64124E10 16 3287 SH SHARED 02 3287 D NEUBERGER BERMAN NY INT MUN COM 64124K10 0 63 SH SHARED 63 D NEUROBIOLOGICAL TECHNOLOGIES COM 64124W10 756 272110 SH SHARED 272110 D NEUROBIOLOGICAL TECHNOLOGIES COM 64124W10 45 16450 SH SHR/OTHR 16450 D NEUROCRINE BIOSCIENCES INC COM 64125C10 102 9695 SH SHARED 9595 100 D NEUROCRINE BIOSCIENCES INC COM 64125C10 42 4000 SH SHARED 01 4000 D NEUROCRINE BIOSCIENCES INC COM 64125C10 1382 130380 SH SHARED 17 130380 D NEUROMETRIX INC COM 64125510 35 1167 SH SHARED 1167 D NEUROMETRIX INC COM 64125510 21 700 SH SHARED 01 700 D NEUBERGER BERMAN REAL INCM F COM 64126D10 4904 207800 SH SHARED 207800 D NEUBERGER BERMAN RLTY INC FD COM 64126G10 40490 2029606 SH SHARED 2029606 D NEUBERGER BERMAN INCOME OPP COM SHS 64126L10 267 17664 SH SHARED 17664 D NEUSTAR INC CL A 64126X20 260 7713 SH SHARED 7537 176 D NEUSTAR INC CL A 64126X20 128 3800 SH SHARED 02 3800 D NEUSTAR INC CL A 64126X20 8197 242900 SH SHARED 10 242900 D NEUSTAR INC CL A 64126X20 2787 82600 SH SHARED 17 82600 D NEUBERGER BERMAN DIV ADVANT COM 64127J10 6928 337168 SH SHARED 337168 D NEVSUN RES LTD COM 64156L10 20 7000 SH SHARED 7000 D NEW AMER HIGH INCOME FD INC COM 64187610 258 120000 SH SHARED 120000 D NEUBERGER BERMAN RE ES SEC F COM 64190A10 36026 2343925 SH SHARED 2343925 D NEW CENTURY FINANCIAL CORP M COM 6435EV10 40241 879600 SH SHARED 879600 D NEW CENTURY FINANCIAL CORP M COM 6435EV10 356 7800 SH SHARED 01 7800 D NEW CENTURY FINANCIAL CORP M COM 6435EV10 28825 630073 SH SHARED 02 630073 D NEW CENTURY FINANCIAL CORP M COM 6435EV10 635 13900 SH SHARED 17 10800 3100 D NEW GERMANY FD INC COM 64446510 58 4730 SH SHARED 4730 D NEW GERMANY FD INC COM 64446510 6447 520400 SH SHARED 10 520400 D NEW GOLD INC CDA COM 64453510 572 64020 SH SHARED 64020 D NEW IRELAND FUND INC COM 64567310 46 1897 SH SHARED 1897 D NEW JERSEY RES COM 64602510 358 7673 SH SHARED 7298 375 D NEW JERSEY RES COM 64602510 30 650 SH SHARED 01 650 D NEW JERSEY RES COM 64602510 82 1754 SH SHARED 02 1754 D NEW JERSEY RES COM 64602510 2121 45350 SH SHARED 10 45350 D NEW JERSEY RES COM 64602510 491 10500 SH SHARED 17 10500 D NEW PLAN EXCEL RLTY TR INC COM 64805310 165 6700 SH SHARED 6700 D NEW PLAN EXCEL RLTY TR INC COM 64805310 74 3000 SH SHR/OTHR 3000 D NEW PLAN EXCEL RLTY TR INC COM 64805310 691 28000 SH SHARED 01 28000 D NEW PLAN EXCEL RLTY TR INC COM 64805310 945 38300 SH SHARED 02 38300 D NEW PLAN EXCEL RLTY TR INC COM 64805310 3503 141900 SH SHARED 11 141900 D NEW RIV PHARMACEUTICALS INC COM 64846820 62 2195 SH SHARED 2195 D NEW RIV PHARMACEUTICALS INC COM 64846820 82 2900 SH SHARED 01 2900 D NEW RIV PHARMACEUTICALS INC COM 64846820 2120 74400 SH SHARED 10 74400 D NEW RIV PHARMACEUTICALS INC COM 64846820 45 1600 SH SHARED 17 1600 D NEW YORK & CO INC COM 64929510 28 2965 SH SHARED 2965 D NEW YORK & CO INC COM 64929510 40 4107 SH SHARED 02 4107 D NEW YORK & CO INC COM 64929510 3705 379300 SH SHARED 10 379300 D NEW YORK & CO INC COM 64929510 404 41400 SH SHARED 17 7300 34100 D NEW YORK & CO INC COM 64929510 69 7105 SH SHARED 21 7105 D NEW YORK CMNTY BANCORP INC COM 64944510 17030 1031510 SH SHARED 1014896 16614 D NEW YORK CMNTY BANCORP INC COM 64944510 1148 69591 SH SHARED 01 69591 D NEW YORK CMNTY BANCORP INC COM 64944510 1080 65434 SH SHARED 02 65434 D NEW YORK CMNTY BANCORP INC COM 64944510 119 7210 SH SHARED 06 7210 D NEW YORK CMNTY BANCORP INC COM 64944510 1371 83100 SH SHARED 10 83100 D NEW YORK CMNTY BANCORP INC COM 64944510 115 7000 SH SHARED 17 400 6600 D NEW YORK MTG TR INC COM 64960410 807 201800 SH SHARED 02 201800 D NEW YORK TIMES CO CL A 65011110 29282 1193265 SH SHARED 1192500 765 D NEW YORK TIMES CO CL A 65011110 43 1760 SH SHR/OTHR 1760 D NEW YORK TIMES CO CL A 65011110 603 24599 SH SHARED 01 24599 D NEW YORK TIMES CO CL A 65011110 1570 63996 SH SHARED 02 63996 D NEW YORK TIMES CO CL A 65011110 11533 470000 SH SHARED 04 470000 D NEW YORK TIMES CO CL A 65011110 338 13780 SH SHARED 06 13780 D NEW YORK TIMES CO CL A 65011110 12 500 SH SHARED 10 500 D NEW YORK TIMES CO CL A 65011110 2698 109962 SH SHARED 17 108962 1000 D NEW YORK TIMES CO CL A 65011110 24 1000 SH SHR/OTHR 23 1000 D NEWALLIANCE BANCSHARES INC COM 65020310 14635 1022736 SH SHARED 1022736 D NEWALLIANCE BANCSHARES INC COM 65020310 31 2178 SH SHARED 02 2178 D NEWALLIANCE BANCSHARES INC COM 65020310 9789 684100 SH SHARED 17 684100 D NEWCASTLE INVT CORP COM 65105M10 15093 596093 SH SHARED 596093 D NEWCASTLE INVT CORP COM 65105M10 131 5200 SH SHARED 01 5200 D NEWCASTLE INVT CORP COM 65105M10 11 452 SH SHARED 02 452 D NEWCASTLE INVT CORP COM 65105M10 1324 52300 SH SHARED 10 52300 D NEWCASTLE INVT CORP COM 65105M10 19477 769259 SH SHARED 17 756859 12400 D NEWELL RUBBERMAID INC COM 65122910 17784 688514 SH SHARED 687925 589 D NEWELL RUBBERMAID INC COM 65122910 1340 51886 SH SHARED 01 51886 D NEWELL RUBBERMAID INC COM 65122910 2032 78688 SH SHARED 02 78688 D NEWELL RUBBERMAID INC COM 65122910 7555 292490 SH SHARED 06 292490 D NEWELL RUBBERMAID INC COM 65122910 12 500 SH SHARED 10 500 D NEWELL RUBBERMAID INC COM 65122910 59 2300 SH SHARED 14 2300 D NEWELL RUBBERMAID INC COM 65122910 3979 154056 SH SHARED 17 146556 7500 D NEWFIELD EXPL CO COM 65129010 12493 255272 SH SHARED 254622 650 D NEWFIELD EXPL CO COM 65129010 1854 37900 SH SHARED 01 37900 D NEWFIELD EXPL CO COM 65129010 1482 30300 SH SHARED 02 30300 D NEWFIELD EXPL CO COM 65129010 202 4140 SH SHARED 06 4140 D NEWFIELD EXPL CO COM 65129010 24 500 SH SHARED 10 500 D NEWFIELD EXPL CO COM 65129010 24 506 SH SHARED 14 506 D NEWFIELD EXPL CO COM 65129010 734 15000 SH SHARED 17 13500 1500 D NEWKIRK REALTY TR INC COM 65149710 59 3401 SH SHARED 3401 D NEWKIRK REALTY TR INC COM 65149710 40 2320 SH SHARED 02 2320 D NEWMARKET CORP COM 65158710 227 4634 SH SHARED 4634 D NEWMARKET CORP COM 65158710 32 662 SH SHARED 02 662 D NEWMONT MINING CORP COM 65163910 187365 3539868 SH SHARED 3482431 57437 D NEWMONT MINING CORP COM 65163910 280 5299 SH SHR/OTHR 5299 D NEWMONT MINING CORP COM 65163910 4647 87800 SH SHARED 01 12600 75200 D NEWMONT MINING CORP COM 65163910 21841 412650 SH SHARED 02 412650 D NEWMONT MINING CORP COM 65163910 50724 958338 SH SHARED 04 958338 D NEWMONT MINING CORP COM 65163910 54171 1023456 SH SHARED 06 1023456 D NEWMONT MINING CORP COM 65163910 69093 1305380 SH SHARED 10 1299180 6200 D NEWMONT MINING CORP COM 65163910 1143 21600 SH SHARED 14 21600 D NEWMONT MINING CORP COM 65163910 1267 23950 SH SHARED 15 23950 D NEWMONT MINING CORP COM 65163910 9103 172000 SH SHARED 16 172000 D NEWMONT MINING CORP COM 65163910 13853 261732 SH SHARED 17 258732 3000 D NEWMONT MINING CORP COM 65163910 747 14127 SH SHARED 18 14127 D NEWMONT MINING CORP COM 65163910 211 4000 SH SHARED 19 4000 D NEWMONT MINING CORP COM 65163910 158 3000 SH SHR/OTHR 20 3000 D NEWMONT MINING CORP COM 65163910 21 400 SH SHR/OTHR 21 400 D NEWMONT MINING CORP COM 65163910 116 2200 SH SHARED 23 2200 D NEWMONT MINING CORP COM 65163910 322 6086 SH SHR/OTHR 23 6086 D NEWPARK RES INC COM PAR $.01NEW 65171850 156 25471 SH SHARED 25471 D NEWPARK RES INC COM PAR $.01NEW 65171850 3 554 SH SHARED 02 554 D NEWPARK RES INC COM PAR $.01NEW 65171850 56 9140 SH SHARED 21 9140 D NEWPORT CORP COM 65182410 190 11796 SH SHARED 11796 D NEWPORT CORP COM 65182410 203 12600 SH SHARED 01 12600 D NEWPORT CORP COM 65182410 144 8933 SH SHARED 02 8933 D NEWS CORP CL A 65248E10 67992 3544960 SH SHARED 3538077 6883 D NEWS CORP CL A 65248E10 7686 400778 SH SHARED 01 400778 D NEWS CORP CL A 65248E10 12500 651756 SH SHARED 02 651756 D NEWS CORP CL A 65248E10 4224 220279 SH SHARED 06 220279 D NEWS CORP CL A 65248E10 48261 2516258 SH SHARED 10 331008 2116150 69100 D NEWS CORP CL A 65248E10 975 50847 SH SHARED 14 50847 D NEWS CORP CL A 65248E10 25729 1341469 SH SHARED 17 1320554 20915 D NEWS CORP CL A 65248E10 2 106 SH SHR/OTHR 23 106 D NEWS CORP CL B 65248E20 53771 2664574 SH SHARED 2661396 3178 D NEWS CORP CL B 65248E20 891 44200 SH SHARED 02 44200 D NEWS CORP CL B 65248E20 1346 66730 SH SHARED 06 66730 D NEWS CORP CL B 65248E20 68 3400 SH SHARED 10 3400 D NEWS CORP CL B 65248E20 88 4401 SH SHARED 14 4401 D NEWS CORP CL B 65248E20 155 7689 SH SHARED 17 7689 D NEWS CORP CL B 65248E20 8 400 SH SHR/OTHR 23 400 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 13524 14000000 PRN SHARED 14000000 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 42117 43600000 PRN SHARED 02 43600000 D NEXTEST SYS CORP COM 65333910 22 1400 SH SHARED 02 1400 D NEXEN INC COM 65334H10 48665 860735 SH SHARED 858889 1846 D NEXEN INC COM 65334H10 16 286 SH SHARED 01 286 D NEXEN INC COM 65334H10 6457 114204 SH SHARED 02 114204 D NEXEN INC COM 65334H10 8905 157500 SH SHARED 04 157500 D NEXEN INC COM 65334H10 118 2097 SH SHARED 06 2097 D NEXEN INC COM 65334H10 62 1100 SH SHARED 10 1100 D NEXEN INC COM 65334H10 62 1100 SH SHARED 14 1100 D NEXEN INC COM 65334H10 6784 120000 SH SHARED 16 120000 D NEXEN INC COM 65334H10 159 2822 SH SHARED 17 2822 D NEXSTAR BROADCASTING GROUP I CL A 65336K10 20 4196 SH SHARED 4196 D NFJ DIVID INT & PREM STRTGY COM SHS 65337H10 31 1393 SH SHARED 1393 D NFJ DIVID INT & PREM STRTGY COM SHS 65337H10 46 2090 SH SHARED 20 2090 D NICE SYS LTD SPONSORED ADR 65365610 4204 149406 SH SHARED 01 149406 D NICE SYS LTD SPONSORED ADR 65365610 17985 639158 SH SHARED 10 639158 D NICE SYS LTD SPONSORED ADR 65365610 144 5150 SH SHARED 15 5150 D NICE SYS LTD SPONSORED ADR 65365610 693 24650 SH SHARED 17 24650 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 3 196 SH SHARED 196 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 218 14000 SH SHR/OTHR 20 14000 D NICHOLAS APPLEGATE CV&INC FD COM 65370G10 47 3200 SH SHARED 3200 D NICOR INC COM 65408610 2468 59491 SH SHARED 46903 12588 D NICOR INC COM 65408610 298 7199 SH SHARED 01 7199 D NICOR INC COM 65408610 448 10809 SH SHARED 02 10809 D NICOR INC COM 65408610 99 2400 SH SHARED 06 2400 D NICOR INC COM 65408610 290 7000 SH SHARED 10 7000 D NICOR INC COM 65408610 1801 43421 SH SHARED 17 38421 5000 D NIKE INC CL B 65410610 136308 1682824 SH SHARED 1652306 30518 D NIKE INC CL B 65410610 991 12243 SH SHR/OTHR 12243 D NIKE INC CL B 65410610 3410 42099 SH SHARED 01 42099 D NIKE INC CL B 65410610 36158 446403 SH SHARED 02 446403 D NIKE INC CL B 65410610 1535 18958 SH SHARED 06 18958 D NIKE INC CL B 65410610 3013 37200 SH SHARED 10 35100 2100 D NIKE INC CL B 65410610 275 3400 SH SHARED 14 3400 D NIKE INC CL B 65410610 3240 40000 SH SHARED 16 40000 D NIKE INC CL B 65410610 9763 120543 SH SHARED 17 118943 1600 D NIKE INC CL B 65410610 673 8315 SH SHARED 20 2195 6120 D NIKE INC CL B 65410610 192 2380 SH SHR/OTHR 20 2380 D NIKE INC CL B 65410610 56 700 SH SHARED 21 700 D NIKE INC CL B 65410610 18 230 SH SHR/OTHR 21 230 D NIKE INC CL B 65410610 204 2525 SH SHARED 22 2400 125 D NIKE INC CL B 65410610 19 235 SH SHR/OTHR 22 235 D NIKE INC CL B 65410610 541 6680 SH SHARED 23 6585 95 D NIKE INC CL B 65410610 189 2340 SH SHR/OTHR 23 2340 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 23 1314 SH SHARED 1314 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 1 58 SH SHARED 02 58 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 1679 93600 SH SHARED 17 93600 D 99 CENTS ONLY STORES COM 65440K10 1061 101477 SH SHARED 101477 D 99 CENTS ONLY STORES COM 65440K10 8 823 SH SHR/OTHR 823 D 99 CENTS ONLY STORES COM 65440K10 149 14300 SH SHARED 01 14300 D 99 CENTS ONLY STORES COM 65440K10 114 10900 SH SHARED 02 10900 D 99 CENTS ONLY STORES COM 65440K10 7 700 SH SHARED 17 700 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 7 298 SH SHARED 298 D NISOURCE INC COM 65473P10 13657 625342 SH SHARED 607504 17838 D NISOURCE INC COM 65473P10 31 1457 SH SHR/OTHR 1457 D NISOURCE INC COM 65473P10 1055 48344 SH SHARED 01 48344 D NISOURCE INC COM 65473P10 1613 73890 SH SHARED 02 73890 D NISOURCE INC COM 65473P10 521 23880 SH SHARED 06 23880 D NISOURCE INC COM 65473P10 982 45000 SH SHARED 10 40900 4100 D NISOURCE INC COM 65473P10 1187 54380 SH SHARED 14 54380 D NISOURCE INC COM 65473P10 2644 121074 SH SHARED 17 110274 10800 D NISOURCE INC COM 65473P10 65 3000 SH SHR/OTHR 23 3000 D NISSAN MOTORS SPONSORED ADR 65474440 5277 240113 SH SHARED 234998 5115 D NITROMED INC COM 65479850 22 4623 SH SHARED 4623 D NITROMED INC COM 65479850 9 1901 SH SHARED 02 1901 D NOBEL LEARNING CMNTYS INC COM 65488910 3268 325500 SH SHARED 17 325500 D NOKIA CORP SPONSORED ADR 65490220 23268 1148483 SH SHARED 511150 637333 D NOKIA CORP SPONSORED ADR 65490220 3210 158470 SH SHR/OTHR 158470 D NOKIA CORP SPONSORED ADR 65490220 352 17400 SH SHARED 01 17400 D NOKIA CORP SPONSORED ADR 65490220 70 3500 SH SHARED 06 3500 D NOKIA CORP SPONSORED ADR 65490220 88640 4375131 SH SHARED 10 3712366 662765 D NOKIA CORP SPONSORED ADR 65490220 220 10900 SH SHR/OTHR 10 10900 D NOKIA CORP SPONSORED ADR 65490220 2787 137600 SH SHARED 14 137600 D NOKIA CORP SPONSORED ADR 65490220 4908 242260 SH SHARED 17 227120 15140 D NOKIA CORP SPONSORED ADR 65490220 1570 77513 SH SHARED 20 18345 59168 D NOKIA CORP SPONSORED ADR 65490220 251 12410 SH SHR/OTHR 20 12410 D NOKIA CORP SPONSORED ADR 65490220 710 35065 SH SHARED 21 35065 D NOKIA CORP SPONSORED ADR 65490220 36 1800 SH SHR/OTHR 21 1800 D NOKIA CORP SPONSORED ADR 65490220 1418 69990 SH SHARED 22 49300 20690 D NOKIA CORP SPONSORED ADR 65490220 559 27605 SH SHR/OTHR 22 27605 D NOKIA CORP SPONSORED ADR 65490220 3445 170055 SH SHARED 23 142480 27575 D NOKIA CORP SPONSORED ADR 65490220 2344 115700 SH SHR/OTHR 23 115700 D NOBLE ENERGY INC COM 65504410 7634 162932 SH SHARED 161932 1000 D NOBLE ENERGY INC COM 65504410 191 4090 SH SHR/OTHR 4090 D NOBLE ENERGY INC COM 65504410 4072 86912 SH SHARED 01 86912 D NOBLE ENERGY INC COM 65504410 2750 58700 SH SHARED 02 42800 15900 D NOBLE ENERGY INC COM 65504410 552 11800 SH SHARED 06 11800 D NOBLE ENERGY INC COM 65504410 32 700 SH SHARED 10 700 D NOBLE ENERGY INC COM 65504410 291 6211 SH SHARED 14 6211 D NOBLE ENERGY INC COM 65504410 1232 26300 SH SHARED 17 24500 1800 D NOBLE ENERGY INC COM 65504410 94 2020 SH SHARED 21 2020 D NOBLE INTL LTD COM 65505310 30 2111 SH SHARED 2111 D NOBLE INTL LTD COM 65505310 1 128 SH SHARED 02 128 D NOMURA HLDGS INC SPONSORED ADR 65535H20 87 4665 SH SHARED 2300 2365 D NORDSON CORP COM 65566310 363 7396 SH SHARED 7396 D NORDSON CORP COM 65566310 654 13300 SH SHARED 01 13300 D NORDSON CORP COM 65566310 290 5900 SH SHARED 02 5900 D NORDSON CORP COM 65566310 1155 23500 SH SHARED 10 23500 D NORDSON CORP COM 65566310 1224 24900 SH SHARED 17 2600 22300 D NORDSON CORP COM 65566310 93 1900 SH SHARED 21 1900 D NORDSTROM INC COM 65566410 8946 245100 SH SHARED 245100 D NORDSTROM INC COM 65566410 1832 50199 SH SHARED 01 50199 D NORDSTROM INC COM 65566410 2459 67396 SH SHARED 02 67396 D NORDSTROM INC COM 65566410 417 11450 SH SHARED 06 11450 D NORDSTROM INC COM 65566410 171 4700 SH SHARED 10 3400 1300 D NORDSTROM INC COM 65566410 7718 211479 SH SHARED 17 179879 31600 D NORFOLK SOUTHERN CORP COM 65584410 18525 348090 SH SHARED 329305 18785 D NORFOLK SOUTHERN CORP COM 65584410 69 1300 SH SHR/OTHR 1300 D NORFOLK SOUTHERN CORP COM 65584410 4832 90799 SH SHARED 01 90799 D NORFOLK SOUTHERN CORP COM 65584410 6441 121028 SH SHARED 02 121028 D NORFOLK SOUTHERN CORP COM 65584410 3270 61450 SH SHARED 06 61450 D NORFOLK SOUTHERN CORP COM 65584410 3773 70900 SH SHARED 10 65100 5800 D NORFOLK SOUTHERN CORP COM 65584410 61 1153 SH SHARED 14 1153 D NORFOLK SOUTHERN CORP COM 65584410 9187 172625 SH SHARED 17 170225 2400 D NORFOLK SOUTHERN CORP COM 65584410 53 1000 SH SHARED 20 1000 D NORFOLK SOUTHERN CORP COM 65584410 3 65 SH SHR/OTHR 21 65 D NORFOLK SOUTHERN CORP COM 65584410 3144 59077 SH SHARED 23 57277 1800 D NORFOLK SOUTHERN CORP COM 65584410 2675 50276 SH SHR/OTHR 23 50276 D NORSK HYDRO A S SPONSORED ADR 65653160 391 14650 SH SHARED 13900 750 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 20733 2685648 SH SHARED 2685648 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 59762 65101000 PRN SHARED 65101000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 24862 27083000 PRN SHARED 02 27083000 D NORTEL NETWORKS CORP NEW COM 65656810 224 100000 SH SHARED 100000 D NORTEL NETWORKS CORP NEW COM 65656810 43788 19548452 SH SHARED 19497820 50632 D NORTEL NETWORKS CORP NEW COM 65656810 0 300 SH SHR/OTHR 300 D NORTEL NETWORKS CORP NEW COM 65656810 79 35696 SH SHARED 01 35696 D NORTEL NETWORKS CORP NEW COM 65656810 4698 2097355 SH SHARED 02 2097355 D NORTEL NETWORKS CORP NEW COM 65656810 23744 10600000 SH SHARED 04 10600000 D NORTEL NETWORKS CORP NEW COM 65656810 69 31049 SH SHARED 06 31049 D NORTEL NETWORKS CORP NEW COM 65656810 15 6700 SH SHARED 10 6700 D NORTEL NETWORKS CORP NEW COM 65656810 194 86824 SH SHARED 14 86824 D NORTEL NETWORKS CORP NEW COM 65656810 2496 1114310 SH SHARED 17 1099910 14400 D NORTEL NETWORKS CORP NEW COM 65656810 2 1200 SH SHR/OTHR 23 1200 D NORTH AMERN INS LEADERS INC COM 65687M10 685 94563 SH SHARED 94563 D NORTH AMERN INS LEADERS INC *W EXP 03/21/201 65687M11 58 94563 SH SHARED 94563 D NORTH AMERN INS LEADERS INC UNIT 99/99/9999 65687M20 1062 135313 SH SHARED 135313 D NORTH AMERN PALLADIUM LTD COM 65691210 28 3300 SH SHARED 3300 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 158 4300 SH SHARED 4300 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 158 4300 SH SHR/OTHR 4300 D NORTH FORK BANCORPORATION NY COM 65942410 379215 12569277 SH SHARED 12549252 20025 D NORTH FORK BANCORPORATION NY COM 65942410 127 4210 SH SHR/OTHR 4210 D NORTH FORK BANCORPORATION NY COM 65942410 2782 92226 SH SHARED 01 92226 D NORTH FORK BANCORPORATION NY COM 65942410 9473 314000 SH SHARED 02 314000 D NORTH FORK BANCORPORATION NY COM 65942410 1268 42051 SH SHARED 06 42051 D NORTH FORK BANCORPORATION NY COM 65942410 447 14830 SH SHARED 10 14430 400 D NORTH FORK BANCORPORATION NY COM 65942410 47 1576 SH SHARED 14 1576 D NORTH FORK BANCORPORATION NY COM 65942410 5650 187275 SH SHARED 17 184094 3181 D NORTH FORK BANCORPORATION NY COM 65942410 48 1612 SH SHARED 20 1612 D NORTH FORK BANCORPORATION NY COM 65942410 54 1800 SH SHARED 22 1800 D NORTH FORK BANCORPORATION NY COM 65942410 27 900 SH SHR/OTHR 22 900 D NORTH FORK BANCORPORATION NY COM 65942410 221 7337 SH SHARED 23 7337 D NORTH FORK BANCORPORATION NY COM 65942410 265 8800 SH SHR/OTHR 23 8800 D NORTH PITTSBURGH SYS INC COM 66156210 216 7870 SH SHARED 7870 D NORTH PITTSBURGH SYS INC COM 66156210 4 153 SH SHARED 02 153 D NORTH PITTSBURGH SYS INC COM 66156210 611 22200 SH SHARED 10 22200 D NORTHEAST UTILS COM 66439710 391 18944 SH SHARED 8111 10833 D NORTHEAST UTILS COM 66439710 1045 50600 SH SHARED 01 50600 D NORTHEAST UTILS COM 66439710 859 41600 SH SHARED 02 41600 D NORTHEAST UTILS COM 66439710 386 18700 SH SHARED 17 18700 D NORTHERN EMPIRE BANCSHARES COM 66511210 46 1957 SH SHARED 1957 D NORTHERN EMPIRE BANCSHARES COM 66511210 13 559 SH SHARED 02 559 D NORTHERN ORION RES INC COM 66557510 9798 2016200 SH SHARED 17 2016200 D NORTHERN TR CORP COM 66585910 9293 168061 SH SHARED 151648 16413 D NORTHERN TR CORP COM 66585910 2029 36700 SH SHARED 01 36700 D NORTHERN TR CORP COM 66585910 3078 55662 SH SHARED 02 55662 D NORTHERN TR CORP COM 66585910 905 16377 SH SHARED 06 16377 D NORTHERN TR CORP COM 66585910 16 300 SH SHARED 10 300 D NORTHERN TR CORP COM 66585910 5989 108314 SH SHARED 17 107414 900 D NORTHERN TR CORP COM 66585910 1106 20000 SH SHR/OTHR 20 20000 D NORTHERN TR CORP COM 66585910 758 13716 SH SHR/OTHR 23 13716 D NORTHFIELD LABS INC COM 66613510 57 5791 SH SHARED 5791 D NORTHGATE MINERALS CORP COM 66641610 1646 447300 SH SHARED 196300 251000 D NORTHGATE MINERALS CORP COM 66641610 44 12000 SH SHARED 04 12000 D NORTHROP GRUMMAN CORP COM 66680710 17138 267537 SH SHARED 213700 53837 D NORTHROP GRUMMAN CORP COM 66680710 34 538 SH SHR/OTHR 538 D NORTHROP GRUMMAN CORP COM 66680710 5775 90152 SH SHARED 01 90152 D NORTHROP GRUMMAN CORP COM 66680710 10069 157190 SH SHARED 02 157190 D NORTHROP GRUMMAN CORP COM 66680710 2643 41273 SH SHARED 06 41273 D NORTHROP GRUMMAN CORP COM 66680710 11636 181654 SH SHARED 10 74154 107500 D NORTHROP GRUMMAN CORP COM 66680710 1131 17664 SH SHARED 14 17664 D NORTHROP GRUMMAN CORP COM 66680710 17903 279481 SH SHARED 17 141681 137800 D NORTHROP GRUMMAN CORP COM 66680710 874 13648 SH SHR/OTHR 23 13648 D NORTHSTAR RLTY FIN CORP COM 66704R10 15815 1316831 SH SHARED 1316831 D NORTHSTAR RLTY FIN CORP COM 66704R10 1441 120000 SH SHARED 17 120000 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 180 17400 SH SHARED 17400 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 1105 106550 SH SHARED 04 106550 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 534 51500 SH SHARED 10 51500 D NORTHWEST BANCORP INC PA COM 66732810 135 5103 SH SHARED 5103 D NORTHWEST BANCORP INC PA COM 66732810 11 432 SH SHARED 02 432 D NORTHWEST NAT GAS CO COM 66765510 281 7608 SH SHARED 7608 D NORTHWEST NAT GAS CO COM 66765510 25 700 SH SHARED 01 700 D NORTHWEST NAT GAS CO COM 66765510 12 332 SH SHARED 02 332 D NORTHWEST NAT GAS CO COM 66765510 2643 71400 SH SHARED 10 71400 D NORTHWEST NAT GAS CO COM 66765510 18 500 SH SHARED 17 500 D NORTHWEST PIPE CO COM 66774610 6643 262600 SH SHARED 17 262600 D NORTHWESTERN CORP *W EXP 99/99/999 66807411 137 14198 SH SHARED 14198 D NORTHWESTERN CORP *W EXP 99/99/999 66807411 70 7264 SH SHARED 02 7264 D NORTHWESTERN CORP COM NEW 66807430 71111 2070193 SH SHARED 2070193 D NORTHWESTERN CORP COM NEW 66807430 12 368 SH SHARED 02 368 D NORTHWESTERN CORP COM NEW 66807430 199 5800 SH SHARED 10 5800 D NORTHWESTERN CORP COM NEW 66807430 44 1300 SH SHARED 17 1300 D NOVA CHEMICALS CORP COM 66977W10 6129 212900 SH SHARED 212900 D NOVA CHEMICALS CORP COM 66977W10 5 200 SH SHARED 01 200 D NOVA CHEMICALS CORP COM 66977W10 1198 41618 SH SHARED 02 41618 D NOVA CHEMICALS CORP COM 66977W10 376 13070 SH SHARED 06 13070 D NOVA CHEMICALS CORP COM 66977W10 1 66 SH SHR/OTHR 23 66 D NOVACEA INC COM 66987B10 2975 328100 SH SHARED 04 328100 D NOVAGOLD RES INC COM NEW 66987E20 3 234 SH SHARED 234 D NOVATEL WIRELESS INC COM NEW 66987M60 69 6640 SH SHARED 6640 D NOVATEL WIRELESS INC COM NEW 66987M60 10 1000 SH SHARED 01 1000 D NOVATEL WIRELESS INC COM NEW 66987M60 1043 100100 SH SHARED 02 100100 D NOVARTIS A G SPONSORED ADR 66987V10 13246 245671 SH SHARED 243500 2171 D NOVARTIS A G SPONSORED ADR 66987V10 77700 1441030 SH SHARED 10 24520 1379010 37500 D NOVARTIS A G SPONSORED ADR 66987V10 285 5300 SH SHR/OTHR 23 5300 D NOVASTAR FINL INC COM 66994740 416 13185 SH SHARED 13185 D NOVASTAR FINL INC COM 66994740 183 5800 SH SHARED 01 5800 D NOVASTAR FINL INC COM 66994740 91 2900 SH SHARED 02 2900 D NOVASTAR FINL INC COM 66994740 173 5500 SH SHARED 10 5500 D NOVASTAR FINL INC COM 66994740 44045 1393400 SH SHARED 17 1389100 4300 D NOVATEL INC COM 66995410 1909 55900 SH SHARED 17 55900 D NOVELIS INC COM 67000X10 2958 137084 SH SHARED 137084 D NOVELIS INC COM 67000X10 2 100 SH SHARED 01 100 D NOVELIS INC COM 67000X10 553 25657 SH SHARED 02 25657 D NOVELIS INC COM 67000X10 21 1015 SH SHARED 14 1015 D NOVELIS INC COM 67000X10 20 958 SH SHARED 18 958 D NOVAVAX INC COM 67000210 3439 682516 SH SHARED 680516 2000 D NOVELL INC DBCV 0.500% 7/1 670006AC 2658 3000000 PRN SHARED 3000000 D NOVELL INC COM 67000610 2351 354734 SH SHARED 353734 1000 D NOVELL INC COM 67000610 667 100605 SH SHARED 02 100605 D NOVELL INC COM 67000610 132 20000 SH SHARED 06 20000 D NOVELL INC COM 67000610 419 63200 SH SHARED 10 63200 D NOVELL INC COM 67000610 999 150718 SH SHARED 17 150718 D NOVELLUS SYS INC COM 67000810 17754 718808 SH SHARED 718195 613 D NOVELLUS SYS INC COM 67000810 57 2340 SH SHR/OTHR 2340 D NOVELLUS SYS INC COM 67000810 736 29800 SH SHARED 01 29800 D NOVELLUS SYS INC COM 67000810 3088 125027 SH SHARED 02 125027 D NOVELLUS SYS INC COM 67000810 479 19430 SH SHARED 06 19430 D NOVELLUS SYS INC COM 67000810 7 300 SH SHARED 10 300 D NOVELLUS SYS INC COM 67000810 275 11152 SH SHARED 14 11152 D NOVELLUS SYS INC COM 67000810 2338 94696 SH SHARED 17 93596 1100 D NOVELLUS SYS INC COM 67000810 14 600 SH SHARED 20 600 D NOVELLUS SYS INC COM 67000810 7 300 SH SHR/OTHR 21 300 D NOVELLUS SYS INC COM 67000810 17 700 SH SHARED 23 500 200 D NOVELLUS SYS INC COM 67000810 30 1250 SH SHR/OTHR 23 1250 D NOVEN PHARMACEUTICALS INC COM 67000910 266 14899 SH SHARED 14899 D NOVEN PHARMACEUTICALS INC COM 67000910 4 251 SH SHARED 02 251 D NOVOGEN LIMITED SPONSORED ADR 67010F10 35 3900 SH SHARED 3900 D NU SKIN ENTERPRISES INC CL A 67018T10 230 15496 SH SHARED 15496 D NU SKIN ENTERPRISES INC CL A 67018T10 86 5800 SH SHARED 10 5800 D NU SKIN ENTERPRISES INC CL A 67018T10 17 1200 SH SHARED 17 1200 D NSTAR COM 67019E10 10398 363574 SH SHARED 363574 D NSTAR COM 67019E10 835 29200 SH SHARED 01 29200 D NSTAR COM 67019E10 769 26918 SH SHARED 02 26918 D NSTAR COM 67019E10 185 6500 SH SHARED 17 6500 D NSTAR COM 67019E10 42 1476 SH SHR/OTHR 23 1476 D NTELOS HLDGS CORP COM 67020Q10 48 3323 SH SHARED 3323 D NTELOS HLDGS CORP COM 67020Q10 6 419 SH SHARED 02 419 D NUANCE COMMUNICATIONS INC COM 67020Y10 451 44880 SH SHARED 44880 D NUANCE COMMUNICATIONS INC COM 67020Y10 50 5000 SH SHARED 01 5000 D NUANCE COMMUNICATIONS INC COM 67020Y10 41 4098 SH SHARED 02 4098 D NUANCE COMMUNICATIONS INC COM 67020Y10 1119 111320 SH SHARED 17 110320 1000 D NUCOR CORP COM 67034610 99134 1827361 SH SHARED 1826083 1278 D NUCOR CORP COM 67034610 5381 99198 SH SHARED 01 99198 D NUCOR CORP COM 67034610 5193 95731 SH SHARED 02 95731 D NUCOR CORP COM 67034610 1957 36082 SH SHARED 06 36082 D NUCOR CORP COM 67034610 11099 204600 SH SHARED 10 54000 150600 D NUCOR CORP COM 67034610 828 15269 SH SHARED 14 15269 D NUCOR CORP COM 67034610 14960 275776 SH SHARED 17 145576 130200 D NUCOR CORP COM 67034610 227 4200 SH SHR/OTHR 22 4200 D NUVEEN EQTY PRM OPPORTUNITYF COM 6706EM10 6 375 SH SHARED 375 D NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN10 1135 85386 SH SHARED 85386 D NUVEEN EQUITY PREM ADV FD COM 6706ET10 3 205 SH SHARED 205 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 17 1500 SH SHR/OTHR 20 1500 D NUVEEN CALIF PREM INCOME MUN COM 6706L010 19 1500 SH SHR/OTHR 20 1500 D NUVEEN CA INVT QUALITY MUN F COM 67062A10 83 6000 SH SHR/OTHR 20 6000 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 28 2000 SH SHR/OTHR 20 2000 D NUVEEN NY PERFORM PLUS MUN F COM 67062R10 24 1603 SH SHARED 23 1603 D NUVEEN PREM INCOME MUN FD COM 67062T10 23 1762 SH SHARED 23 1762 D NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 19 1402 SH SHARED 23 1402 D NVIDIA CORP COM 67066G10 28326 1330518 SH SHARED 1264287 66231 D NVIDIA CORP COM 67066G10 168 7920 SH SHR/OTHR 7920 D NVIDIA CORP COM 67066G10 1503 70600 SH SHARED 01 70600 D NVIDIA CORP COM 67066G10 2383 111976 SH SHARED 02 111976 D NVIDIA CORP COM 67066G10 1072 50381 SH SHARED 06 50381 D NVIDIA CORP COM 67066G10 3517 165200 SH SHARED 10 68800 96400 D NVIDIA CORP COM 67066G10 377 17731 SH SHARED 14 17731 D NVIDIA CORP COM 67066G10 7057 331481 SH SHARED 17 215381 116100 D NVIDIA CORP COM 67066G10 2 105 SH SHARED 20 105 D NVIDIA CORP COM 67066G10 433 20350 SH SHARED 22 16700 3650 D NVIDIA CORP COM 67066G10 418 19660 SH SHARED 23 15460 4200 D NVIDIA CORP COM 67066G10 295 13875 SH SHR/OTHR 23 13875 D NUVEEN NY DIVID ADVNTG MUN F COM 67066X10 24 1600 SH SHARED 1600 D NUVEEN SR INCOME FD COM 67067Y10 16 2060 SH SHARED 2060 D NUTRI SYS INC NEW COM 67069D10 514 8277 SH SHARED 8277 D NUTRI SYS INC NEW COM 67069D10 161 2600 SH SHARED 01 2600 D NUTRI SYS INC NEW COM 67069D10 118 1900 SH SHARED 02 1900 D NUTRI SYS INC NEW COM 67069D10 2127 34250 SH SHARED 17 33950 300 D NUTRITION 21 INC COM 67069V10 35 19500 SH SHARED 20 19500 D NUVEEN CA DIV ADVANTG MUN FD COM 67069X10 70 5000 SH SHR/OTHR 20 5000 D NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y10 0 63 SH SHARED 63 D NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y10 70 5000 SH SHR/OTHR 20 5000 D NUVASIVE INC COM 67070410 706 38750 SH SHARED 38750 D NUVASIVE INC COM 67070410 4002 219551 SH SHARED 219551 D NUVASIVE INC COM 67070410 2942 161400 SH SHARED 04 161400 D NUVASIVE INC COM 67070410 87 4800 SH SHARED 14 4800 D NUVEEN CT DIV ADV MUN FD 3 COM 67071Y10 132 10000 SH SHARED 10000 D NUVELO INC COM NEW 67072M30 749 45000 SH SHARED 45000 D NUVELO INC COM NEW 67072M30 1652 99244 SH SHARED 99244 D NUVELO INC COM NEW 67072M30 16 1000 SH SHARED 01 1000 D NUVELO INC COM NEW 67072M30 17 1026 SH SHARED 02 1026 D NUVELO INC COM NEW 67072M30 5877 353000 SH SHARED 04 353000 D NUVELO INC COM NEW 67072M30 1828 109800 SH SHARED 10 109800 D NUVEEN FLOATING RATE INCOME COM 67072T10 142 10893 SH SHARED 10893 D NXSTAGE MEDICAL INC COM 67072V10 10 1200 SH SHARED 1200 D NXSTAGE MEDICAL INC COM 67072V10 19 2200 SH SHARED 02 2200 D NXSTAGE MEDICAL INC COM 67072V10 5320 609500 SH SHARED 10 609500 D NXSTAGE MEDICAL INC COM 67072V10 100 11500 SH SHARED 17 11500 D NUVEEN PFD & CONV INC FD COM 67073B10 443 36048 SH SHARED 36048 D NUVEEN PFD & CONV INCOME FD COM SHS 67073D10 232 18919 SH SHARED 18919 D O CHARLEYS INC COM 67082310 174 10237 SH SHARED 10237 D O CHARLEYS INC COM 67082310 7 433 SH SHARED 02 433 D OGE ENERGY CORP COM 67083710 10239 292300 SH SHARED 292300 D OGE ENERGY CORP COM 67083710 1061 30300 SH SHARED 01 30300 D OGE ENERGY CORP COM 67083710 750 21421 SH SHARED 02 21421 D OGE ENERGY CORP COM 67083710 1040 29700 SH SHARED 17 25700 4000 D OM GROUP INC COM 67087210 662 21468 SH SHARED 21468 D OM GROUP INC COM 67087210 379 12300 SH SHARED 01 12300 D OM GROUP INC COM 67087210 340 11044 SH SHARED 02 11044 D OM GROUP INC COM 67087210 280 9100 SH SHARED 10 9100 D OM GROUP INC COM 67087210 444 14400 SH SHARED 17 14400 D OMI CORP NOTE 2.875%12/0 670874AF 4132 4463000 PRN SHARED 02 4463000 D NUVEEN INVTS INC CL A 67090F10 430 10000 SH SHARED 10000 D NUVEEN INVTS INC CL A 67090F10 4 100 SH SHARED 01 100 D NUVEEN INVTS INC CL A 67090F10 525 12200 SH SHARED 02 12200 D NUVEEN INVTS INC CL A 67090F10 11175 259600 SH SHARED 10 259600 D NUVEEN INVTS INC CL A 67090F10 1988 46200 SH SHARED 14 46200 D NUVEEN INVTS INC CL A 67090F10 21959 510100 SH SHARED 17 509000 1100 D NUVEEN MUN VALUE FD INC COM 67092810 19 2000 SH SHARED 23 2000 D NUVEEN NY SELECT QUALITY MUN COM 67097610 94 7000 SH SHR/OTHR 23 7000 D NUVEEN FLA QUALITY INCOME MU COM 67097810 44 3383 SH SHARED 22 3383 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 70 5000 SH SHR/OTHR 20 5000 D NUVEEN CALIF QUALITY INCM MU COM 67098510 113 8000 SH SHR/OTHR 20 8000 D NUVEEN NY QUALITY INCM MUN F COM 67098610 98 7200 SH SHR/OTHR 23 7200 D OSI RESTAURANT PARTNERS INC COM 67104A10 5563 160800 SH SHARED 160800 D OSI RESTAURANT PARTNERS INC COM 67104A10 704 20350 SH SHARED 01 20350 D OSI RESTAURANT PARTNERS INC COM 67104A10 608 17600 SH SHARED 02 17600 D OSI RESTAURANT PARTNERS INC COM 67104A10 1473 42600 SH SHARED 14 42600 D OSI PHARMACEUTICALS INC NOTE 3.250% 9/0 671040AD 3769 3866000 PRN SHARED 3866000 D OSI PHARMACEUTICALS INC COM 67104010 824 25000 SH SHARED 25000 D OSI PHARMACEUTICALS INC COM 67104010 4492 136306 SH SHARED 136306 D OSI PHARMACEUTICALS INC COM 67104010 352 10700 SH SHARED 01 10700 D OSI PHARMACEUTICALS INC COM 67104010 13 400 SH SHARED 02 400 D OSI PHARMACEUTICALS INC COM 67104010 10349 314000 SH SHARED 04 314000 D OSI PHARMACEUTICALS INC COM 67104010 1318 40000 SH SHARED 15 40000 D OSI PHARMACEUTICALS INC COM 67104010 16 500 SH SHARED 17 500 D OSI SYSTEMS INC COM 67104410 176 9935 SH SHARED 9935 D OSI SYSTEMS INC COM 67104410 4 277 SH SHARED 02 277 D O2MICRO INTERNATIONAL LTD SPONS ADR 67107W10 147 19200 SH SHARED 19200 D OAKLEY INC COM 67366210 106 6291 SH SHARED 6291 D OAKLEY INC COM 67366210 26 1594 SH SHR/OTHR 1594 D OAKLEY INC COM 67366210 18 1109 SH SHARED 02 1109 D OAKLEY INC COM 67366210 5 300 SH SHARED 17 300 D OCCIDENTAL PETE CORP DEL COM 67459910 253041 2467498 SH SHARED 2442833 24665 D OCCIDENTAL PETE CORP DEL COM 67459910 443 4326 SH SHR/OTHR 4326 D OCCIDENTAL PETE CORP DEL COM 67459910 7639 74500 SH SHARED 01 74500 D OCCIDENTAL PETE CORP DEL COM 67459910 15241 148621 SH SHARED 02 148621 D OCCIDENTAL PETE CORP DEL COM 67459910 4102 40000 SH SHARED 04 40000 D OCCIDENTAL PETE CORP DEL COM 67459910 5403 52693 SH SHARED 06 52693 D OCCIDENTAL PETE CORP DEL COM 67459910 88705 865000 SH SHARED 10 165210 695690 4100 D OCCIDENTAL PETE CORP DEL COM 67459910 2751 26832 SH SHARED 14 26832 D OCCIDENTAL PETE CORP DEL COM 67459910 181328 1768194 SH SHARED 17 1762494 5700 D OCCIDENTAL PETE CORP DEL COM 67459910 472 4610 SH SHARED 20 1390 3220 D OCCIDENTAL PETE CORP DEL COM 67459910 8 80 SH SHR/OTHR 20 80 D OCCIDENTAL PETE CORP DEL COM 67459910 96 940 SH SHARED 21 200 740 D OCCIDENTAL PETE CORP DEL COM 67459910 400 3905 SH SHR/OTHR 21 3905 D OCCIDENTAL PETE CORP DEL COM 67459910 15 150 SH SHARED 22 150 D OCCIDENTAL PETE CORP DEL COM 67459910 74 725 SH SHR/OTHR 22 725 D OCCIDENTAL PETE CORP DEL COM 67459910 430 4200 SH SHARED 23 4110 90 D OCCIDENTAL PETE CORP DEL COM 67459910 50 495 SH SHR/OTHR 23 495 D OCCULOGIX INC COM 67461T10 3 1600 SH SHARED 1600 D OCCULOGIX INC COM 67461T10 1 677 SH SHARED 02 677 D OCEANEERING INTL INC COM 67523210 657 14344 SH SHARED 14344 D OCEANEERING INTL INC COM 67523210 151 3300 SH SHARED 02 3300 D OCEANEERING INTL INC COM 67523210 9509 207400 SH SHARED 17 207400 D OCEANFIRST FINL CORP COM 67523410 45 2043 SH SHARED 2043 D OCEANFIRST FINL CORP COM 67523410 13 594 SH SHARED 02 594 D OCEANFIRST FINL CORP COM 67523410 139 6300 SH SHARED 10 6300 D OCWEN FINL CORP NOTE 3.250% 8/0 675746AD 4692 4000000 PRN SHARED 4000000 D OCWEN FINL CORP COM NEW 67574630 143 11298 SH SHARED 10498 800 D OCWEN FINL CORP COM NEW 67574630 4 361 SH SHARED 02 361 D OCWEN FINL CORP COM NEW 67574630 800 63000 SH SHARED 17 13900 49100 D ODYSSEY HEALTHCARE INC COM 67611V10 399 22749 SH SHARED 22749 D ODYSSEY HEALTHCARE INC COM 67611V10 196 11200 SH SHARED 01 11200 D ODYSSEY HEALTHCARE INC COM 67611V10 40 2295 SH SHARED 02 2295 D ODYSSEY HEALTHCARE INC COM 67611V10 1858 105800 SH SHARED 10 105800 D ODYSSEY HEALTHCARE INC COM 67611V10 13242 753700 SH SHARED 17 679900 73800 D ODYSSEY MARINE EXPLORATION I COM 67611810 29 11718 SH SHARED 11718 D ODYSSEY MARINE EXPLORATION I COM 67611810 9 3802 SH SHARED 02 3802 D ODYSSEY RE HLDGS CORP DBCV 4.375% 6/1 67612WAB 6530 5279000 PRN SHARED 02 5279000 D ODYSSEY RE HLDGS CORP COM 67612W10 953 36200 SH SHARED 36200 D ODYSSEY RE HLDGS CORP COM 67612W10 4 185 SH SHARED 02 185 D ODYSSEY RE HLDGS CORP COM 67612W10 15475 587300 SH SHARED 17 574900 12400 D OFFICEMAX INC DEL COM 67622P10 7462 183120 SH SHARED 183120 D OFFICEMAX INC DEL COM 67622P10 440 10799 SH SHARED 01 10799 D OFFICEMAX INC DEL COM 67622P10 21965 539028 SH SHARED 02 539028 D OFFICEMAX INC DEL COM 67622P10 152 3750 SH SHARED 06 3750 D OFFICEMAX INC DEL COM 67622P10 3360 82469 SH SHARED 17 80669 1800 D OFFICE DEPOT INC COM 67622010 15852 417181 SH SHARED 412850 4331 D OFFICE DEPOT INC COM 67622010 1949 51300 SH SHARED 01 51300 D OFFICE DEPOT INC COM 67622010 3591 94517 SH SHARED 02 94517 D OFFICE DEPOT INC COM 67622010 2061 54258 SH SHARED 04 45000 9258 D OFFICE DEPOT INC COM 67622010 46245 1216980 SH SHARED 06 1216980 D OFFICE DEPOT INC COM 67622010 136 3600 SH SHARED 10 3600 D OFFICE DEPOT INC COM 67622010 313 8259 SH SHARED 14 8259 D OFFICE DEPOT INC COM 67622010 1032 27170 SH SHARED 15 27170 D OFFICE DEPOT INC COM 67622010 6405 168577 SH SHARED 17 165777 2800 D OFFICE DEPOT INC COM 67622010 380 10000 SH SHARED 21 10000 D OHIO CAS CORP COM 67724010 559 18819 SH SHARED 18819 D OHIO CAS CORP COM 67724010 541 18200 SH SHARED 01 18200 D OHIO CAS CORP COM 67724010 360 12123 SH SHARED 02 12123 D OHIO CAS CORP COM 67724010 258 8700 SH SHARED 10 8700 D OHIO CAS CORP COM 67724010 499 16800 SH SHARED 17 16800 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 303068 2028300 SH SHARED 2028300 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 4542 30400 SH SHARED 02 30400 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 104 700 SH SHARED 17 700 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 11311 75700 SH SHARED 19 75700 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 104 700 SH SHR/OTHR 23 700 D OIL STS INTL INC COM 67802610 4097 119516 SH SHARED 119516 D OIL STS INTL INC COM 67802610 41 1200 SH SHARED 01 1200 D OIL STS INTL INC COM 67802610 30 900 SH SHARED 02 900 D OIL STS INTL INC COM 67802610 150 4400 SH SHARED 10 4400 D OIL STS INTL INC COM 67802610 12063 351900 SH SHARED 17 351900 D OLD DOMINION FGHT LINES INC COM 67958010 259 6914 SH SHARED 6914 D OLD DOMINION FGHT LINES INC COM 67958010 150 4000 SH SHARED 01 4000 D OLD DOMINION FGHT LINES INC COM 67958010 203 5416 SH SHARED 02 5416 D OLD DOMINION FGHT LINES INC COM 67958010 635 16900 SH SHARED 10 16900 D OLD DOMINION FGHT LINES INC COM 67958010 766 20400 SH SHARED 17 100 20300 D OLD NATL BANCORP IND COM 68003310 993 49736 SH SHARED 49736 D OLD NATL BANCORP IND COM 68003310 22 1113 SH SHARED 02 1113 D OLD NATL BANCORP IND COM 68003310 842 42170 SH SHARED 10 42170 D OLD NATL BANCORP IND COM 68003310 864 43300 SH SHARED 17 43300 D OLD REP INTL CORP COM 68022310 851 39861 SH SHARED 39648 213 D OLD REP INTL CORP COM 68022310 1428 66837 SH SHARED 01 66837 D OLD REP INTL CORP COM 68022310 1206 56453 SH SHARED 02 56453 D OLD REP INTL CORP COM 68022310 161 7580 SH SHARED 06 7580 D OLD REP INTL CORP COM 68022310 6 300 SH SHARED 10 300 D OLD REP INTL CORP COM 68022310 309 14500 SH SHARED 17 11900 2600 D OLD REP INTL CORP COM 68022310 87 4100 SH SHARED 21 4100 D OLD SECOND BANCORP INC ILL COM 68027710 83 2703 SH SHARED 2703 D OLIN CORP COM PAR $1 68066520 6525 363917 SH SHARED 363917 D OLIN CORP COM PAR $1 68066520 53 3000 SH SHR/OTHR 3000 D OLIN CORP COM PAR $1 68066520 315 17600 SH SHARED 01 17600 D OLIN CORP COM PAR $1 68066520 228 12752 SH SHARED 02 12752 D OLIN CORP COM PAR $1 68066520 243 13600 SH SHARED 10 13600 D OLIN CORP COM PAR $1 68066520 1136 63400 SH SHARED 17 60700 2700 D OMNICARE INC DBCV 3.250%12/1 681904AL 13590 15000000 PRN SHARED 15000000 D OMNICARE INC DBCV 3.250%12/1 681904AL 2142 2365000 PRN SHARED 02 2365000 D OMNICARE INC COM 68190410 2695 56836 SH SHARED 53175 3661 D OMNICARE INC COM 68190410 1759 37100 SH SHARED 01 37100 D OMNICARE INC COM 68190410 2184 46058 SH SHARED 02 46058 D OMNICARE INC COM 68190410 245 5170 SH SHARED 06 5170 D OMNICARE INC COM 68190410 1206 25450 SH SHARED 10 22650 2800 D OMNICARE INC COM 68190410 23430 494100 SH SHARED 17 487000 7100 D OMNICOM GROUP INC NOTE 2/0 681919AK 25890 26500000 PRN SHARED 26500000 D OMNICOM GROUP INC NOTE 7/3 681919AM 11332 11412000 PRN SHARED 11412000 D OMNICOM GROUP INC NOTE 7/3 681919AM 3551 3577000 PRN SHARED 02 3577000 D OMNICOM GROUP INC NOTE 6/1 681919AR 10284 10284000 PRN SHARED 10284000 D OMNICOM GROUP INC NOTE 6/1 681919AR 400 400000 PRN SHARED 06 400000 D OMNICOM GROUP INC COM 68191910 14003 157185 SH SHARED 153900 3285 D OMNICOM GROUP INC COM 68191910 1461 16400 SH SHR/OTHR 16400 D OMNICOM GROUP INC COM 68191910 2957 33200 SH SHARED 01 33200 D OMNICOM GROUP INC COM 68191910 5220 58596 SH SHARED 02 58596 D OMNICOM GROUP INC COM 68191910 2227 25000 SH SHARED 04 25000 D OMNICOM GROUP INC COM 68191910 1440 16171 SH SHARED 06 16171 D OMNICOM GROUP INC COM 68191910 89005 999050 SH SHARED 10 167930 713310 117810 D OMNICOM GROUP INC COM 68191910 359 4040 SH SHARED 14 4040 D OMNICOM GROUP INC COM 68191910 7466 83814 SH SHARED 17 81314 2500 D OMNICOM GROUP INC COM 68191910 133 1500 SH SHARED 21 1500 D OMNICOM GROUP INC COM 68191910 17 200 SH SHR/OTHR 21 200 D OMNICOM GROUP INC COM 68191910 8 100 SH SHR/OTHR 22 100 D OMNICOM GROUP INC COM 68191910 2202 24720 SH SHR/OTHR 23 24720 D OMEGA HEALTHCARE INVS INC COM 68193610 261 19760 SH SHARED 19760 D OMEGA HEALTHCARE INVS INC COM 68193610 661 50000 SH SHARED 04 50000 D OMEGA HEALTHCARE INVS INC COM 68193610 154 11700 SH SHARED 10 11700 D 1-800 CONTACTS INC COM 68197710 27 1836 SH SHARED 1836 D 1-800 CONTACTS INC COM 68197710 7 501 SH SHARED 02 501 D OMEGA FINL CORP COM 68209210 91 2931 SH SHARED 2931 D OMEGA FINL CORP COM 68209210 5 170 SH SHARED 02 170 D OMEGA FINL CORP COM 68209210 272 8700 SH SHARED 10 8700 D OMEGA FLEX INC COM 68209510 19 967 SH SHARED 967 D OMEGA FLEX INC COM 68209510 8 423 SH SHARED 02 423 D OMNIVISION TECHNOLOGIES INC COM 68212810 357 16905 SH SHARED 16905 D OMNIVISION TECHNOLOGIES INC COM 68212810 865 41000 SH SHARED 01 41000 D OMNIVISION TECHNOLOGIES INC COM 68212810 98 4641 SH SHARED 02 4641 D OMNIVISION TECHNOLOGIES INC COM 68212810 443 21000 SH SHARED 10 21000 D OMNIVISION TECHNOLOGIES INC COM 68212810 8196 388100 SH SHARED 17 307700 80400 D OMNICARE CAP TR II PFD B TR 4.00% 68214Q20 24990 396300 SH SHARED 396300 D ON ASSIGNMENT INC COM 68215910 15 1660 SH SHARED 1660 D ON SEMICONDUCTOR CORP NOTE 4/1 682189AB 2936 3487000 PRN SHARED 02 3487000 D ON SEMICONDUCTOR CORP COM 68218910 2644 449812 SH SHARED 449812 D ON SEMICONDUCTOR CORP COM 68218910 12 2100 SH SHARED 01 2100 D ON SEMICONDUCTOR CORP COM 68218910 39 6667 SH SHARED 02 6667 D ONE LIBERTY PPTYS INC COM 68240610 36 1944 SH SHARED 1944 D ONE LIBERTY PPTYS INC COM 68240610 14 758 SH SHARED 02 758 D ONE LIBERTY PPTYS INC COM 68240610 4968 261500 SH SHARED 11 261500 D 1 800 FLOWERS COM CL A 68243Q10 35 6073 SH SHARED 6073 D 1 800 FLOWERS COM CL A 68243Q10 2 453 SH SHARED 02 453 D ONEOK PARTNERS LP UNIT LTD PARTN 68268N10 103 2100 SH SHARED 2100 D ONEOK INC NEW COM 68268010 1037 30468 SH SHARED 19379 11089 D ONEOK INC NEW COM 68268010 1576 46301 SH SHARED 01 46301 D ONEOK INC NEW COM 68268010 953 28017 SH SHARED 02 28017 D ONEOK INC NEW COM 68268010 13476 395900 SH SHARED 17 394700 1200 D ONLINE RES CORP COM 68273G10 50 4927 SH SHARED 4927 D ONYX PHARMACEUTICALS INC COM 68339910 913 54289 SH SHARED 54289 D ONYX PHARMACEUTICALS INC COM 68339910 3 233 SH SHARED 02 233 D ONYX PHARMACEUTICALS INC COM 68339910 2480 147400 SH SHARED 04 147400 D ONYX PHARMACEUTICALS INC COM 68339910 10 600 SH SHARED 17 600 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 50290 1097571 SH SHARED 1097571 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 4096 89400 SH SHARED 01 89400 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 29393 641500 SH SHARED 04 641500 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 5535 120800 SH SHARED 06 120800 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 19040 415550 SH SHARED 10 415550 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 187 4100 SH SHARED 15 4100 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 1174 25625 SH SHARED 17 25625 D OPEN SOLUTIONS INC COM 68371P10 119 4494 SH SHARED 4494 D OPEN SOLUTIONS INC COM 68371P10 82 3100 SH SHARED 10 3100 D OPEN SOLUTIONS INC COM 68371P10 70 2660 SH SHARED 21 2660 D OPEN TEXT CORP COM 68371510 3199 221600 SH SHARED 221600 D OPEN TEXT CORP COM 68371510 51 3600 SH SHARED 02 3600 D OPENWAVE SYS INC COM NEW 68371830 17888 1550163 SH SHARED 1549288 875 D OPENWAVE SYS INC COM NEW 68371830 38 3300 SH SHARED 01 3300 D OPENWAVE SYS INC COM NEW 68371830 44 3898 SH SHARED 02 3898 D OPENWAVE SYS INC COM NEW 68371830 980 85000 SH SHARED 04 85000 D OPENWAVE SYS INC COM NEW 68371830 11987 1038770 SH SHARED 10 1038770 D OPENWAVE SYS INC COM NEW 68371830 15990 1385700 SH SHARED 17 1384600 1100 D OPENWAVE SYS INC COM NEW 68371830 45 3900 SH SHARED 21 3900 D OPLINK COMMUNICATIONS INC COM NEW 68375Q40 58 3199 SH SHARED 3199 D OPNET TECHNOLOGIES INC COM 68375710 5 400 SH SHARED 400 D OPTICAL COMMUNICATION PRODS CL A 68382T10 402 200135 SH SHARED 200135 D OPTICAL COMMUNICATION PRODS CL A 68382T10 5 2811 SH SHARED 02 2811 D OPSWARE INC COM 68383A10 159 19416 SH SHARED 19416 D OPTEUM INC CL A 68384A10 195 21634 SH SHARED 21634 D OPTEUM INC CL A 68384A10 33 3741 SH SHARED 02 3741 D OPTEUM INC CL A 68384A10 211 23500 SH SHARED 10 23500 D OPTIMAL GROUP INC CL A NEW 68388R20 161 11986 SH SHARED 11986 D ORACLE CORP COM 68389X10 206402 14244447 SH SHARED 14083272 161175 D ORACLE CORP COM 68389X10 557 38490 SH SHR/OTHR 38490 D ORACLE CORP COM 68389X10 7005 483504 SH SHARED 01 35625 447879 D ORACLE CORP COM 68389X10 18028 1244228 SH SHARED 02 1244228 D ORACLE CORP COM 68389X10 2883 199000 SH SHARED 04 199000 D ORACLE CORP COM 68389X10 7525 519339 SH SHARED 06 519339 D ORACLE CORP COM 68389X10 29031 2003520 SH SHARED 10 1856020 147500 D ORACLE CORP COM 68389X10 909 62784 SH SHARED 14 62784 D ORACLE CORP COM 68389X10 223 15425 SH SHARED 15 15425 D ORACLE CORP COM 68389X10 30026 2072252 SH SHARED 17 1971182 101070 D ORACLE CORP COM 68389X10 8983 620000 SH SHARED 18 620000 D ORACLE CORP COM 68389X10 38 2650 SH SHARED 19 2650 D ORACLE CORP COM 68389X10 22 1575 SH SHARED 20 1575 D ORACLE CORP COM 68389X10 575 39700 SH SHARED 21 39700 D ORACLE CORP COM 68389X10 226 15600 SH SHR/OTHR 21 15600 D ORACLE CORP COM 68389X10 550 37960 SH SHARED 22 27225 10735 D ORACLE CORP COM 68389X10 19 1325 SH SHR/OTHR 22 1325 D ORACLE CORP COM 68389X10 1227 84723 SH SHARED 23 84723 D ORACLE CORP COM 68389X10 975 67325 SH SHR/OTHR 23 67325 D OPTION CARE INC NOTE 2.250%11/0 683948AB 7875 7000000 PRN SHARED 7000000 D OPTION CARE INC COM 68394810 175 14683 SH SHARED 14683 D OPTION CARE INC COM 68394810 7838 654300 SH SHARED 17 654300 D OPTIONSXPRESS HLDGS INC COM 68401010 1400 60060 SH SHARED 59660 400 D OPTIONSXPRESS HLDGS INC COM 68401010 144 6200 SH SHARED 01 6200 D OPTIONSXPRESS HLDGS INC COM 68401010 53 2300 SH SHARED 02 2300 D OPTIONSXPRESS HLDGS INC COM 68401010 7401 317530 SH SHARED 10 271230 46300 D OPTIONSXPRESS HLDGS INC COM 68401010 12561 538900 SH SHARED 17 435800 103100 D ORAGENICS INC COM 68402310 0 1000 SH SHARED 02 1000 D ORASURE TECHNOLOGIES INC COM 68554V10 209 22053 SH SHARED 22053 D ORASURE TECHNOLOGIES INC COM 68554V10 2 214 SH SHARED 02 214 D ORBITAL SCIENCES CORP COM 68556410 1677 103963 SH SHARED 103963 D ORBITAL SCIENCES CORP COM 68556410 125 7800 SH SHARED 01 7800 D ORBITAL SCIENCES CORP COM 68556410 18 1123 SH SHARED 02 1123 D ORBITAL SCIENCES CORP COM 68556410 1583 98100 SH SHARED 10 98100 D ORBITAL SCIENCES CORP COM 68556410 1123 69600 SH SHARED 17 69600 D ORCHID CELLMARK INC COM 68573C10 16 5931 SH SHARED 5931 D ORCHID CELLMARK INC COM 68573C10 9 3349 SH SHARED 02 3349 D OREZONE RES INC COM 68592110 186 127578 SH SHARED 127578 D OREGON STL MLS INC COM 68607910 5115 100968 SH SHARED 100968 D OREGON STL MLS INC COM 68607910 288 5700 SH SHARED 01 5700 D OREGON STL MLS INC COM 68607910 71 1402 SH SHARED 02 1402 D OREGON STL MLS INC COM 68607910 33070 652800 SH SHARED 17 652800 D O REILLY AUTOMOTIVE INC COM 68609110 155 5000 SH SHARED 5000 D O REILLY AUTOMOTIVE INC COM 68609110 49 1600 SH SHR/OTHR 1600 D O REILLY AUTOMOTIVE INC COM 68609110 1057 33900 SH SHARED 01 33900 D O REILLY AUTOMOTIVE INC COM 68609110 829 26600 SH SHARED 02 26600 D O REILLY AUTOMOTIVE INC COM 68609110 49 1600 SH SHR/OTHR 23 1600 D ORIENTAL FINL GROUP INC COM 68618W10 70 5532 SH SHARED 5532 D ORIENTAL FINL GROUP INC COM 68618W10 3 268 SH SHARED 02 268 D ORIENTAL FINL GROUP INC COM 68618W10 2064 161800 SH SHARED 10 161800 D ORIENTAL FINL GROUP INC COM 68618W10 93 7300 SH SHARED 17 7300 D ORIGEN FINL INC COM 68619E20 167 26127 SH SHARED 26127 D ORIGEN FINL INC COM 68619E20 15 2456 SH SHARED 02 2456 D ORLEANS HOMEBUILDERS INC COM 68658810 13 844 SH SHARED 844 D ORLEANS HOMEBUILDERS INC COM 68658810 7 435 SH SHARED 02 435 D ORMAT TECHNOLOGIES INC COM 68668810 1204 31579 SH SHARED 31579 D ORMAT TECHNOLOGIES INC COM 68668810 167 4400 SH SHARED 01 4400 D ORMAT TECHNOLOGIES INC COM 68668810 30 800 SH SHARED 02 800 D ORMAT TECHNOLOGIES INC COM 68668810 446 11700 SH SHARED 17 11700 D OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAB 3800 5750000 PRN SHARED 5750000 D OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAB 13 20000 PRN SHARED 02 20000 D OSHKOSH TRUCK CORP COM 68823920 190 4000 SH SHARED 3700 300 D OSHKOSH TRUCK CORP COM 68823920 831 17500 SH SHARED 01 17500 D OSHKOSH TRUCK CORP COM 68823920 1479 31142 SH SHARED 02 31142 D OSHKOSH TRUCK CORP COM 68823920 14 300 SH SHARED 06 300 D OSHKOSH TRUCK CORP COM 68823920 1785 37580 SH SHARED 10 37580 D OSHKOSH TRUCK CORP COM 68823920 39586 833040 SH SHARED 17 833040 D OTELCO INC UNIT 99/99/9999 68882320 18 1000 SH SHARED 1000 D OTTER TAIL CORP COM 68964810 222 8151 SH SHARED 8151 D OTTER TAIL CORP COM 68964810 168 6156 SH SHARED 02 6156 D OTTER TAIL CORP COM 68964810 461 16900 SH SHARED 10 16900 D OTTER TAIL CORP COM 68964810 243 8900 SH SHARED 17 1000 7900 D OUTDOOR CHANNEL HLDGS INC COM NEW 69002720 148 14437 SH SHARED 14437 D OUTDOOR CHANNEL HLDGS INC COM NEW 69002720 22 2137 SH SHARED 02 2137 D OUTLOOK GROUP CORP COM 69011310 248 18643 SH SHARED 18643 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 4335 73296 SH SHARED 73296 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 703 11900 SH SHARED 01 11900 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 1587 26842 SH SHARED 02 26842 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 59 1009 SH SHARED 06 1009 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 1029 17400 SH SHARED 17 17400 D OVERSTOCK COM INC DEL COM 69037010 713 33538 SH SHARED 33538 D OVERSTOCK COM INC DEL COM 69037010 17 800 SH SHARED 01 800 D OVERSTOCK COM INC DEL COM 69037010 4 228 SH SHARED 02 228 D OVERSTOCK COM INC DEL COM 69037010 8 400 SH SHARED 17 400 D OWENS & MINOR INC NEW COM 69073210 1411 49361 SH SHARED 49361 D OWENS & MINOR INC NEW COM 69073210 17 600 SH SHARED 02 600 D OWENS & MINOR INC NEW COM 69073210 125 4400 SH SHARED 10 4400 D OWENS & MINOR INC NEW COM 69073210 117 4100 SH SHARED 17 4100 D OWENS ILL INC COM NEW 69076840 7350 438547 SH SHARED 438047 500 D OWENS ILL INC COM NEW 69076840 221 13231 SH SHARED 02 13231 D OWENS ILL INC COM NEW 69076840 80 4780 SH SHARED 06 4780 D OWENS ILL INC COM NEW 69076840 6 400 SH SHARED 10 400 D OWENS ILL INC COM NEW 69076840 2438 145470 SH SHARED 17 144070 1400 D OWENS ILL INC PFD CONV $.01 69076850 4185 119590 SH SHARED 119590 D OXFORD INDS INC COM 69149730 111 2841 SH SHARED 2841 D OXFORD INDS INC COM 69149730 59 1500 SH SHARED 10 1500 D OXIGENE INC COM 69182810 45 11600 SH SHARED 11600 D P A M TRANSN SVCS INC COM 69314910 36 1269 SH SHARED 1269 D P A M TRANSN SVCS INC COM 69314910 4 144 SH SHARED 02 144 D PDF SOLUTIONS INC COM 69328210 52 4228 SH SHARED 4228 D PDL BIOPHARMA INC COM 69329Y10 522 28390 SH SHARED 28390 D PDL BIOPHARMA INC COM 69329Y10 565 30700 SH SHARED 01 30700 D PDL BIOPHARMA INC COM 69329Y10 507 27589 SH SHARED 02 27589 D PDL BIOPHARMA INC COM 69329Y10 5523 300000 SH SHARED 04 300000 D PDL BIOPHARMA INC COM 69329Y10 346 18800 SH SHARED 10 18800 D PDL BIOPHARMA INC COM 69329Y10 9 500 SH SHARED 17 500 D PG&E CORP NOTE 9.500% 6/3 69331CAD 30294 10626000 PRN SHARED 10626000 D PG&E CORP COM 69331C10 33927 863727 SH SHARED 851055 12672 D PG&E CORP COM 69331C10 31 800 SH SHR/OTHR 800 D PG&E CORP COM 69331C10 2372 60400 SH SHARED 01 60400 D PG&E CORP COM 69331C10 3937 100231 SH SHARED 02 100231 D PG&E CORP COM 69331C10 1378 35093 SH SHARED 06 35093 D PG&E CORP COM 69331C10 447 11400 SH SHARED 10 11400 D PG&E CORP COM 69331C10 121 3100 SH SHARED 14 3100 D PG&E CORP COM 69331C10 6936 176596 SH SHARED 17 162996 13600 D PG&E CORP COM 69331C10 15 405 SH SHR/OTHR 21 405 D PG&E CORP COM 69331C10 540 13750 SH SHR/OTHR 23 13750 D PFF BANCORP INC COM 69331W10 152 4588 SH SHARED 4588 D PFF BANCORP INC COM 69331W10 101 3050 SH SHARED 01 3050 D PFF BANCORP INC COM 69331W10 7 237 SH SHARED 02 237 D PFF BANCORP INC COM 69331W10 2637 79550 SH SHARED 10 79550 D PFF BANCORP INC COM 69331W10 7442 224450 SH SHARED 17 189600 34850 D PHH CORP COM NEW 69332020 2132 77448 SH SHARED 77448 D PHH CORP COM NEW 69332020 3 117 SH SHR/OTHR 117 D PHH CORP COM NEW 69332020 112 4100 SH SHARED 01 4100 D PHH CORP COM NEW 69332020 16 605 SH SHARED 02 605 D PHH CORP COM NEW 69332020 1206 43800 SH SHARED 10 43800 D PHH CORP COM NEW 69332020 556 20200 SH SHARED 17 20200 D PHH CORP COM NEW 69332020 13 500 SH SHR/OTHR 20 500 D P F CHANGS CHINA BISTRO INC COM 69333Y10 247 6511 SH SHARED 6511 D P F CHANGS CHINA BISTRO INC COM 69333Y10 29 775 SH SHR/OTHR 775 D P F CHANGS CHINA BISTRO INC COM 69333Y10 68 1800 SH SHARED 01 1800 D P F CHANGS CHINA BISTRO INC COM 69333Y10 7 198 SH SHARED 02 198 D P F CHANGS CHINA BISTRO INC COM 69333Y10 6520 171500 SH SHARED 10 168300 3200 D P F CHANGS CHINA BISTRO INC COM 69333Y10 117 3100 SH SHARED 17 3100 D PICO HLDGS INC COM NEW 69336620 66 2070 SH SHARED 2070 D PICO HLDGS INC COM NEW 69336620 1 56 SH SHARED 02 56 D PICO HLDGS INC COM NEW 69336620 45 1400 SH SHARED 10 1400 D PLX TECHNOLOGY INC COM 69341710 67 5504 SH SHARED 5504 D PLX TECHNOLOGY INC COM 69341710 7 590 SH SHR/OTHR 590 D PLX TECHNOLOGY INC COM 69341710 120 9900 SH SHARED 01 9900 D PMA CAP CORP DBCV 6.500% 9/3 693419AD 1381 1254000 PRN SHARED 1254000 D PMA CAP CORP CL A 69341920 235 22827 SH SHARED 22827 D PMA CAP CORP CL A 69341920 75 7300 SH SHARED 01 7300 D PMA CAP CORP CL A 69341920 2 240 SH SHARED 02 240 D PMC-SIERRA INC COM 69344F10 2287 243336 SH SHARED 243336 D PMC-SIERRA INC COM 69344F10 14 1538 SH SHR/OTHR 1538 D PMC-SIERRA INC COM 69344F10 368 39210 SH SHARED 01 39210 D PMC-SIERRA INC COM 69344F10 2949 313730 SH SHARED 02 313730 D PMC-SIERRA INC COM 69344F10 110 11800 SH SHARED 06 11800 D PMC-SIERRA INC COM 69344F10 1762 187542 SH SHARED 17 187542 D PMI GROUP INC COM 69344M10 25522 572511 SH SHARED 572511 D PMI GROUP INC COM 69344M10 1101 24700 SH SHARED 01 24700 D PMI GROUP INC COM 69344M10 948 21278 SH SHARED 02 21278 D PMI GROUP INC COM 69344M10 140 3151 SH SHARED 06 3151 D PMI GROUP INC COM 69344M10 1176 26400 SH SHARED 10 26400 D PMI GROUP INC COM 69344M10 253 5693 SH SHARED 14 5693 D PMI GROUP INC COM 69344M10 3196 71700 SH SHARED 17 71600 100 D PNC FINL SVCS GROUP INC COM 69347510 17312 246723 SH SHARED 234368 12355 D PNC FINL SVCS GROUP INC COM 69347510 261 3726 SH SHR/OTHR 3726 D PNC FINL SVCS GROUP INC COM 69347510 4827 68800 SH SHARED 01 68800 D PNC FINL SVCS GROUP INC COM 69347510 5970 85084 SH SHARED 02 85084 D PNC FINL SVCS GROUP INC COM 69347510 1750 24950 SH SHARED 06 24950 D PNC FINL SVCS GROUP INC COM 69347510 5602 79842 SH SHARED 10 55400 24442 D PNC FINL SVCS GROUP INC COM 69347510 117785 1678577 SH SHARED 17 1622977 55600 D PNC FINL SVCS GROUP INC COM 69347510 385 5500 SH SHARED 23 5000 500 D PNC FINL SVCS GROUP INC COM 69347510 81 1165 SH SHR/OTHR 23 1165 D POSCO SPONSORED ADR 69348310 33 500 SH SHARED 500 D POSCO SPONSORED ADR 69348310 33858 506111 SH SHARED 502646 3465 D POSCO SPONSORED ADR 69348310 3050 45600 SH SHARED 01 45600 D POSCO SPONSORED ADR 69348310 3275 48960 SH SHARED 06 48960 D POSCO SPONSORED ADR 69348310 6161 92100 SH SHARED 10 92100 D POSCO SPONSORED ADR 69348310 116 1740 SH SHARED 17 1740 D PNM RES INC COM 69349H10 1230 49309 SH SHARED 40566 8743 D PNM RES INC COM 69349H10 537 21550 SH SHARED 01 21550 D PNM RES INC COM 69349H10 346 13900 SH SHARED 02 13900 D PNM RES INC COM 69349H10 247 9900 SH SHARED 10 9900 D PPG INDS INC COM 69350610 27922 423063 SH SHARED 398121 24942 D PPG INDS INC COM 69350610 2257 34199 SH SHARED 01 34199 D PPG INDS INC COM 69350610 4010 60766 SH SHARED 02 60766 D PPG INDS INC COM 69350610 998 15130 SH SHARED 06 15130 D PPG INDS INC COM 69350610 14966 226765 SH SHARED 10 205950 20815 D PPG INDS INC COM 69350610 2640 40000 SH SHARED 16 40000 D PPG INDS INC COM 69350610 7217 109350 SH SHARED 17 106050 3300 D PPG INDS INC COM 69350610 231 3500 SH SHR/OTHR 22 3500 D PPG INDS INC COM 69350610 9 150 SH SHARED 23 150 D PPG INDS INC COM 69350610 792 12000 SH SHR/OTHR 23 12000 D PPL CORP COM 69351T10 17589 544556 SH SHARED 526631 17925 D PPL CORP COM 69351T10 2189 67800 SH SHARED 01 67800 D PPL CORP COM 69351T10 3707 114791 SH SHARED 02 114791 D PPL CORP COM 69351T10 1087 33655 SH SHARED 06 33655 D PPL CORP COM 69351T10 4053 125500 SH SHARED 10 115600 9900 D PPL CORP COM 69351T10 222 6900 SH SHARED 14 6900 D PPL CORP COM 69351T10 6908 213879 SH SHARED 17 191579 22300 D PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE 524 405000 PRN SHARED 405000 D PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE 2895 2236000 PRN SHARED 02 2236000 D PRA INTL COM 69353C10 51 2318 SH SHARED 2318 D PRA INTL COM 69353C10 15 692 SH SHARED 06 692 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 4 10145 SH SHARED 10145 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 5 12013 SH SHARED 02 12013 D PS BUSINESS PKS INC CALIF COM 69360J10 238 4045 SH SHARED 4045 D PS BUSINESS PKS INC CALIF COM 69360J10 59 1000 SH SHARED 01 1000 D PS BUSINESS PKS INC CALIF COM 69360J10 23 394 SH SHARED 02 394 D PS BUSINESS PKS INC CALIF COM 69360J10 454 7700 SH SHARED 10 7700 D PS BUSINESS PKS INC CALIF COM 69360J10 46156 782320 SH SHARED 11 782320 D PS BUSINESS PKS INC CALIF COM 69360J10 129 2200 SH SHARED 17 2200 D PSS WORLD MED INC COM 69366A10 288 16351 SH SHARED 16351 D PSS WORLD MED INC COM 69366A10 88 5000 SH SHARED 01 5000 D PSS WORLD MED INC COM 69366A10 136 7760 SH SHARED 02 7760 D PSS WORLD MED INC COM 69366A10 1461 82800 SH SHARED 10 59100 23700 D PSS WORLD MED INC COM 69366A10 1127 63900 SH SHARED 17 13200 50700 D PW EAGLE INC COM 69366Y10 1177 38925 SH SHARED 38925 D PAC-WEST TELECOM INC COM 69371Y10 10 18300 SH SHARED 18300 D PACCAR INC COM 69371810 153683 1865539 SH SHARED 1857467 8072 D PACCAR INC COM 69371810 532 6460 SH SHR/OTHR 6460 D PACCAR INC COM 69371810 3247 39424 SH SHARED 01 39424 D PACCAR INC COM 69371810 4483 54428 SH SHARED 02 54428 D PACCAR INC COM 69371810 1575 19129 SH SHARED 06 19129 D PACCAR INC COM 69371810 48781 592150 SH SHARED 10 46340 543310 2500 D PACCAR INC COM 69371810 105007 1274669 SH SHARED 17 1272619 2050 D PACCAR INC COM 69371810 343 4165 SH SHARED 20 795 3370 D PACCAR INC COM 69371810 16 195 SH SHR/OTHR 20 195 D PACCAR INC COM 69371810 106 1290 SH SHARED 23 1290 D PACCAR INC COM 69371810 551 6700 SH SHR/OTHR 23 6700 D PACER INTL INC TENN COM 69373H10 6581 202016 SH SHARED 202016 D PACER INTL INC TENN COM 69373H10 81 2500 SH SHARED 01 2500 D PACER INTL INC TENN COM 69373H10 12 381 SH SHARED 02 381 D PACER INTL INC TENN COM 69373H10 166 5100 SH SHARED 10 5100 D PACER INTL INC TENN COM 69373H10 993 30500 SH SHARED 17 15400 15100 D PACIFIC CAP BANCORP NEW COM 69404P10 383 12329 SH SHARED 12329 D PACIFIC CAP BANCORP NEW COM 69404P10 29 933 SH SHARED 01 933 D PACIFIC CAP BANCORP NEW COM 69404P10 217 7000 SH SHARED 02 7000 D PACIFIC CAP BANCORP NEW COM 69404P10 4492 144366 SH SHARED 10 144366 D PACIFIC CAP BANCORP NEW COM 69404P10 1519 48833 SH SHARED 17 17500 31333 D PACIFIC ETHANOL INC COM 69423U10 5186 224311 SH SHARED 224311 D PACIFIC ETHANOL INC COM 69423U10 2 100 SH SHARED 02 100 D PACIFIC SUNWEAR CALIF INC COM 69487310 5147 287095 SH SHARED 287095 D PACIFIC SUNWEAR CALIF INC COM 69487310 265 14800 SH SHARED 01 14800 D PACIFIC SUNWEAR CALIF INC COM 69487310 313 17491 SH SHARED 02 17491 D PACIFIC SUNWEAR CALIF INC COM 69487310 1567 87407 SH SHARED 10 80407 7000 D PACIFIC SUNWEAR CALIF INC COM 69487310 1000 55800 SH SHARED 17 55800 D PACIFIC SUNWEAR CALIF INC COM 69487310 22 1264 SH SHR/OTHR 23 1264 D PACKAGING CORP AMER COM 69515610 1436 65250 SH SHARED 65000 250 D PACKAGING CORP AMER COM 69515610 17 800 SH SHR/OTHR 800 D PACKAGING CORP AMER COM 69515610 394 17900 SH SHARED 01 17900 D PACKAGING CORP AMER COM 69515610 372 16930 SH SHARED 02 16930 D PACKAGING CORP AMER COM 69515610 6694 304000 SH SHARED 10 237000 67000 D PACKAGING CORP AMER COM 69515610 1309 59462 SH SHARED 17 54662 4800 D PACKETEER INC COM 69521010 661 58345 SH SHARED 58345 D PACKETEER INC COM 69521010 170 15000 SH SHARED 01 15000 D PACKETEER INC COM 69521010 250 22070 SH SHARED 02 22070 D PACTIV CORP COM 69525710 2249 90876 SH SHARED 90346 530 D PACTIV CORP COM 69525710 747 30200 SH SHARED 01 30200 D PACTIV CORP COM 69525710 1082 43752 SH SHARED 02 43752 D PACTIV CORP COM 69525710 299 12121 SH SHARED 06 12121 D PACTIV CORP COM 69525710 9 400 SH SHARED 10 400 D PACTIV CORP COM 69525710 92 3732 SH SHARED 14 3732 D PACTIV CORP COM 69525710 2409 97368 SH SHARED 17 95968 1400 D PAINCARE HLDGS INC COM 69562E10 27 13307 SH SHARED 13307 D PAINCARE HLDGS INC COM 69562E10 13 6762 SH SHARED 02 6762 D PAIN THERAPEUTICS INC COM 69562K10 107 12876 SH SHARED 12876 D PAIN THERAPEUTICS INC COM 69562K10 64 7700 SH SHARED 01 7700 D PAIN THERAPEUTICS INC COM 69562K10 1251 149900 SH SHARED 10 149900 D PAIN THERAPEUTICS INC COM 69562K10 1455 174300 SH SHARED 17 174300 D PALATIN TECHNOLOGIES INC COM NEW 69607730 41 20791 SH SHARED 20791 D PALL CORP COM 69642930 140 5000 SH SHARED 5000 D PALL CORP COM 69642930 69073 2466903 SH SHARED 2462703 4200 D PALL CORP COM 69642930 674 24099 SH SHARED 01 24099 D PALL CORP COM 69642930 1559 55687 SH SHARED 02 55687 D PALL CORP COM 69642930 49182 1756500 SH SHARED 04 1756500 D PALL CORP COM 69642930 274 9810 SH SHARED 06 9810 D PALL CORP COM 69642930 5 200 SH SHARED 10 200 D PALL CORP COM 69642930 546 19500 SH SHARED 14 19500 D PALL CORP COM 69642930 2752 98303 SH SHARED 17 96603 1700 D PALL CORP COM 69642930 291 10397 SH SHR/OTHR 23 10397 D PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB 21 25000 PRN SHARED 02 25000 D PALM HARBOR HOMES COM 69663910 40 2279 SH SHARED 2279 D PALM HARBOR HOMES COM 69663910 13 772 SH SHARED 02 772 D PALM INC NEW COM 69664310 421 26192 SH SHARED 25692 500 D PALM INC NEW COM 69664310 787 48900 SH SHARED 01 48900 D PALM INC NEW COM 69664310 5185 322097 SH SHARED 02 322097 D PALM INC NEW COM 69664310 189 11800 SH SHARED 10 11800 D PALM INC NEW COM 69664310 185 11500 SH SHARED 17 11500 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 172 3779 SH SHARED 3779 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 3 78 SH SHARED 02 78 D PAMRAPO BANCORP INC COM 69773810 79 4000 SH SHARED 4000 D PAN AMERICAN SILVER CORP COM 69790010 649 36100 SH SHARED 36100 D PAN AMERICAN SILVER CORP COM 69790010 8910 495300 SH SHARED 17 495300 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 166 2400 SH SHARED 1800 600 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 83 1200 SH SHARED 01 1200 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 229 3312 SH SHARED 02 3312 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 110 1600 SH SHARED 10 1600 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 26192 377582 SH SHARED 11 377582 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 825 11900 SH SHARED 17 11900 D PANACOS PHARMACEUTICALS INC COM 69811Q10 546 99050 SH SHARED 99050 D PANACOS PHARMACEUTICALS INC COM 69811Q10 5689 1030616 SH SHARED 1030616 D PANACOS PHARMACEUTICALS INC COM 69811Q10 2409 436450 SH SHARED 04 436450 D PANAMSAT HLDG CORP COM 69831Y10 211841 8480452 SH SHARED 8480452 D PANAMSAT HLDG CORP COM 69831Y10 102 4100 SH SHARED 02 4100 D PANAMSAT HLDG CORP COM 69831Y10 107 4300 SH SHARED 17 500 3800 D PANERA BREAD CO CL A 69840W10 2914 43344 SH SHARED 43244 100 D PANERA BREAD CO CL A 69840W10 134 2000 SH SHARED 01 2000 D PANERA BREAD CO CL A 69840W10 222 3313 SH SHARED 02 3313 D PANERA BREAD CO CL A 69840W10 699 10400 SH SHARED 10 10400 D PANERA BREAD CO CL A 69840W10 15401 229050 SH SHARED 17 229050 D PANERA BREAD CO CL A 69840W10 33 500 SH SHARED 22 500 D PANTRY INC COM 69865710 223 3890 SH SHARED 3890 D PANTRY INC COM 69865710 63 1100 SH SHARED 01 1100 D PANTRY INC COM 69865710 1242 21600 SH SHARED 10 21600 D PANTRY INC COM 69865710 3130 54400 SH SHARED 17 16500 37900 D PAPA JOHNS INTL INC COM 69881310 168 5074 SH SHARED 5074 D PAPA JOHNS INTL INC COM 69881310 156 4700 SH SHARED 01 4700 D PAPA JOHNS INTL INC COM 69881310 47 1422 SH SHARED 02 1422 D PAPA JOHNS INTL INC COM 69881310 5089 153300 SH SHARED 10 153300 D PAPA JOHNS INTL INC COM 69881310 3675 110700 SH SHARED 17 28600 82100 D PAR PHARMACEUTICAL COS INC COM 69888P10 1616 87594 SH SHARED 87594 D PAR PHARMACEUTICAL COS INC COM 69888P10 22 1203 SH SHR/OTHR 1203 D PAR PHARMACEUTICAL COS INC COM 69888P10 234 12684 SH SHARED 02 12684 D PAR PHARMACEUTICAL COS INC COM 69888P10 6976 377900 SH SHARED 17 377900 D PAR PHARMACEUTICAL COS INC COM 69888P10 116 6335 SH SHARED 21 6335 D PAR TECHNOLOGY CORP COM 69888410 11 894 SH SHARED 894 D PAR TECHNOLOGY CORP COM 69888410 10 807 SH SHARED 02 807 D PARALLEL PETE CORP DEL COM 69915710 216 8781 SH SHARED 8781 D PARALLEL PETE CORP DEL COM 69915710 64 2600 SH SHARED 01 2600 D PARALLEL PETE CORP DEL COM 69915710 16066 650200 SH SHARED 17 650200 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 6193 487283 SH SHARED 487283 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 154 12160 SH SHARED 01 12160 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 776 61105 SH SHARED 02 61105 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 71 5620 SH SHARED 06 5620 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 2061 162180 SH SHARED 10 60900 101280 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 958 75377 SH SHARED 17 50297 25080 D PAREXEL INTL CORP COM 69946210 199 6928 SH SHARED 6928 D PAREXEL INTL CORP COM 69946210 141 4900 SH SHARED 01 4900 D PAREXEL INTL CORP COM 69946210 19 684 SH SHARED 02 684 D PAREXEL INTL CORP COM 69946210 2282 79100 SH SHARED 10 79100 D PAREXEL INTL CORP COM 69946210 409 14200 SH SHARED 17 14200 D PARK ELECTROCHEMICAL CORP COM 70041620 127 4933 SH SHARED 4933 D PARK ELECTROCHEMICAL CORP COM 70041620 5 212 SH SHARED 02 212 D PARK NATL CORP COM 70065810 246 2494 SH SHARED 2494 D PARK NATL CORP COM 70065810 16 165 SH SHARED 02 165 D PARK NATL CORP COM 70065810 167 1700 SH SHARED 10 1700 D PARKER DRILLING CO COM 70108110 9166 1276729 SH SHARED 1276729 D PARKER DRILLING CO COM 70108110 96 13500 SH SHARED 01 13500 D PARKER DRILLING CO COM 70108110 28 3900 SH SHARED 02 3900 D PARKER DRILLING CO COM 70108110 196 27300 SH SHARED 10 27300 D PARKER HANNIFIN CORP COM 70109410 20194 260241 SH SHARED 244404 15837 D PARKER HANNIFIN CORP COM 70109410 74 962 SH SHR/OTHR 962 D PARKER HANNIFIN CORP COM 70109410 2009 25900 SH SHARED 01 25900 D PARKER HANNIFIN CORP COM 70109410 3500 45114 SH SHARED 02 45114 D PARKER HANNIFIN CORP COM 70109410 952 12276 SH SHARED 06 12276 D PARKER HANNIFIN CORP COM 70109410 5455 70300 SH SHARED 10 70200 100 D PARKER HANNIFIN CORP COM 70109410 305 3938 SH SHARED 14 3938 D PARKER HANNIFIN CORP COM 70109410 4993 64347 SH SHARED 17 63447 900 D PARKER HANNIFIN CORP COM 70109410 450 5805 SH SHARED 20 910 4895 D PARKER HANNIFIN CORP COM 70109410 6 90 SH SHR/OTHR 20 90 D PARKER HANNIFIN CORP COM 70109410 15 200 SH SHARED 21 200 D PARKER HANNIFIN CORP COM 70109410 213 2750 SH SHARED 22 2600 150 D PARKER HANNIFIN CORP COM 70109410 19 250 SH SHR/OTHR 22 250 D PARKER HANNIFIN CORP COM 70109410 409 5275 SH SHARED 23 4980 295 D PARKER HANNIFIN CORP COM 70109410 152 1965 SH SHR/OTHR 23 1965 D PARKWAY PPTYS INC COM 70159Q10 206 4528 SH SHARED 4528 D PARKWAY PPTYS INC COM 70159Q10 45 1000 SH SHARED 01 1000 D PARKWAY PPTYS INC COM 70159Q10 6 137 SH SHARED 02 137 D PARKWAY PPTYS INC COM 70159Q10 891 19600 SH SHARED 10 19600 D PARKWAY PPTYS INC COM 70159Q10 1310 28800 SH SHARED 11 28800 D PARKWAY PPTYS INC COM 70159Q10 291 6400 SH SHARED 17 6400 D PARLUX FRAGRANCES INC COM 70164510 28 2919 SH SHARED 2919 D PARLUX FRAGRANCES INC COM 70164510 6 677 SH SHARED 02 677 D PARTNERS TR FINL GROUP INC N COM 70213F10 234 20545 SH SHARED 20545 D PARTNERS TR FINL GROUP INC N COM 70213F10 13 1157 SH SHARED 02 1157 D PARTNERS TR FINL GROUP INC N COM 70213F10 245 21500 SH SHARED 10 21500 D PATHMARK STORES INC NEW COM 70322A10 6940 737612 SH SHARED 737612 D PATHMARK STORES INC NEW *W EXP 09/10/201 70322A11 23 68263 SH SHARED 68263 D PATNI COMPUTER SYS SPONS ADR 70324820 833 58400 SH SHARED 58400 D PATNI COMPUTER SYS SPONS ADR 70324820 946 66300 SH SHARED 10 66300 D PATRIOT CAPITAL FUNDING INC COM 70335Y10 56 5093 SH SHARED 5093 D PATTERSON COMPANIES INC COM 70339510 15367 439945 SH SHARED 437020 2925 D PATTERSON COMPANIES INC COM 70339510 478 13700 SH SHARED 01 13700 D PATTERSON COMPANIES INC COM 70339510 1305 37375 SH SHARED 02 37375 D PATTERSON COMPANIES INC COM 70339510 382 10938 SH SHARED 06 10938 D PATTERSON COMPANIES INC COM 70339510 3119 89300 SH SHARED 10 86100 3200 D PATTERSON COMPANIES INC COM 70339510 2158 61800 SH SHARED 17 54600 7200 D PATTERSON UTI ENERGY INC COM 70348110 14911 526715 SH SHARED 525915 800 D PATTERSON UTI ENERGY INC COM 70348110 1381 48800 SH SHARED 01 48800 D PATTERSON UTI ENERGY INC COM 70348110 1214 42885 SH SHARED 02 42885 D PATTERSON UTI ENERGY INC COM 70348110 512 18093 SH SHARED 06 18093 D PATTERSON UTI ENERGY INC COM 70348110 19 700 SH SHARED 10 700 D PATTERSON UTI ENERGY INC COM 70348110 245 8662 SH SHARED 14 8662 D PATTERSON UTI ENERGY INC COM 70348110 2177 76900 SH SHARED 17 74000 2900 D PAXAR CORP COM 70422710 208 10112 SH SHARED 10112 D PAXAR CORP COM 70422710 37 1800 SH SHARED 01 1800 D PAXAR CORP COM 70422710 672 32700 SH SHARED 17 32700 D PAXSON COMMUNICATIONS CORP COM 70423110 678 737537 SH SHARED 737537 D PAYCHEX INC COM 70432610 45149 1158276 SH SHARED 977010 181266 D PAYCHEX INC COM 70432610 140 3599 SH SHR/OTHR 3599 D PAYCHEX INC COM 70432610 2414 61950 SH SHARED 01 61950 D PAYCHEX INC COM 70432610 8982 230438 SH SHARED 02 230438 D PAYCHEX INC COM 70432610 1335 34270 SH SHARED 06 34270 D PAYCHEX INC COM 70432610 63329 1624663 SH SHARED 10 628273 821000 175390 D PAYCHEX INC COM 70432610 300 7700 SH SHARED 14 7700 D PAYCHEX INC COM 70432610 5397 138478 SH SHARED 17 134778 3700 D PAYCHEX INC COM 70432610 2728 70000 SH SHARED 20 70000 D PAYCHEX INC COM 70432610 21 560 SH SHR/OTHR 21 560 D PAYLESS SHOESOURCE INC COM 70437910 588 21653 SH SHARED 21653 D PAYLESS SHOESOURCE INC COM 70437910 660 24301 SH SHARED 01 24301 D PAYLESS SHOESOURCE INC COM 70437910 451 16607 SH SHARED 02 16607 D PAYLESS SHOESOURCE INC COM 70437910 3917 144200 SH SHARED 10 144200 D PAYLESS SHOESOURCE INC COM 70437910 11166 411000 SH SHARED 17 387900 23100 D PCCW LTD SPONS ADR NEW 70454G20 7 968 SH SHARED 968 D PEABODY ENERGY CORP COM 70454910 8929 160176 SH SHARED 154651 5525 D PEABODY ENERGY CORP COM 70454910 266 4780 SH SHR/OTHR 4780 D PEABODY ENERGY CORP COM 70454910 4259 76400 SH SHARED 01 76400 D PEABODY ENERGY CORP COM 70454910 3478 62400 SH SHARED 02 62400 D PEABODY ENERGY CORP COM 70454910 516 9270 SH SHARED 06 9270 D PEABODY ENERGY CORP COM 70454910 15344 275240 SH SHARED 10 270340 4900 D PEABODY ENERGY CORP COM 70454910 32769 587796 SH SHARED 17 583196 4600 D PEABODY ENERGY CORP COM 70454910 117 2100 SH SHARED 20 2100 D PEAPACK-GLADSTONE FINL CORP COM 70469910 54 2122 SH SHARED 2122 D PEAPACK-GLADSTONE FINL CORP COM 70469910 33 1281 SH SHARED 02 1281 D PEAPACK-GLADSTONE FINL CORP COM 70469910 56 2200 SH SHARED 10 2200 D PEARSON PLC SPONSORED ADR 70501510 724 53100 SH SHARED 53100 D PEARSON PLC SPONSORED ADR 70501510 2136 156500 SH SHARED 14 156500 D PEDIATRIX MED GROUP COM 70532410 1377 30414 SH SHARED 30314 100 D PEDIATRIX MED GROUP COM 70532410 14 328 SH SHR/OTHR 328 D PEDIATRIX MED GROUP COM 70532410 135 3000 SH SHARED 01 3000 D PEDIATRIX MED GROUP COM 70532410 131 2900 SH SHARED 02 2900 D PEDIATRIX MED GROUP COM 70532410 13 300 SH SHARED 06 300 D PEDIATRIX MED GROUP COM 70532410 946 20900 SH SHARED 10 20900 D PEDIATRIX MED GROUP COM 70532410 18808 415200 SH SHARED 17 415200 D PEDIATRIX MED GROUP COM 70532410 108 2400 SH SHARED 21 2400 D PEETS COFFEE & TEA INC COM 70556010 84 2815 SH SHARED 2815 D PEETS COFFEE & TEA INC COM 70556010 3 101 SH SHARED 02 101 D PEGASYSTEMS INC COM 70557310 30 4770 SH SHARED 4770 D PEGASUS WIRELESS CORP NV COM 70558E10 2833 316941 SH SHARED 316941 D PEGASUS WIRELESS CORP NV COM 70558E10 450 50400 SH SHARED 02 50400 D PEGASUS COMMUNICATIONS CORP CL A NEW 70590460 0 8 SH SHARED 02 8 D PEMSTAR INC COM 70655210 0 24 SH SHARED 02 24 D PENGROWTH ENERGY TR TRUST UNIT A 70690230 51 2150 SH SHARED 1400 750 D PENGROWTH ENERGY TR TRUST UNIT A 70690230 4 200 SH SHARED 02 200 D PENGROWTH ENERGY TR TRUST UNIT A 70690230 24 1000 SH SHARED 20 1000 D PENGROWTH ENERGY TR TRUST UNIT A 70690230 148 6150 SH SHR/OTHR 23 6150 D PENN NATL GAMING INC COM 70756910 248 6400 SH SHARED 01 6400 D PENN NATL GAMING INC COM 70756910 174 4500 SH SHARED 02 4500 D PENN NATL GAMING INC COM 70756910 9059 233600 SH SHARED 17 233600 D PENN VA CORP COM 70788210 315 4513 SH SHARED 4513 D PENN VA CORP COM 70788210 181 2600 SH SHARED 01 2600 D PENN VA CORP COM 70788210 144 2063 SH SHARED 02 2063 D PENN VA CORP COM 70788210 3815 54600 SH SHARED 10 54600 D PENN VA CORP COM 70788210 4178 59800 SH SHARED 17 7800 52000 D PENNEY J C INC COM 70816010 64133 949989 SH SHARED 913300 36689 D PENNEY J C INC COM 70816010 405 6000 SH SHR/OTHR 6000 D PENNEY J C INC COM 70816010 2686 39800 SH SHARED 01 39800 D PENNEY J C INC COM 70816010 30783 455981 SH SHARED 02 455981 D PENNEY J C INC COM 70816010 1649 24433 SH SHARED 06 24433 D PENNEY J C INC COM 70816010 62325 923200 SH SHARED 10 72270 806830 44100 D PENNEY J C INC COM 70816010 703 10421 SH SHARED 14 10421 D PENNEY J C INC COM 70816010 12373 183282 SH SHARED 17 103182 80100 D PENNEY J C INC COM 70816010 162 2400 SH SHR/OTHR 23 2400 D PENNFED FINL SVCS INC COM 70816710 38 2072 SH SHARED 2072 D PENNFED FINL SVCS INC COM 70816710 0 51 SH SHARED 02 51 D PENNSYLVANIA COMM BANCORP IN COM 70867710 24 759 SH SHARED 759 D PENNSYLVANIA COMM BANCORP IN COM 70867710 6 215 SH SHARED 02 215 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 411 10182 SH SHARED 10182 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 64 1600 SH SHARED 01 1600 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 17 435 SH SHARED 02 435 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 645 16000 SH SHARED 04 16000 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 2297 56900 SH SHARED 10 56900 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 33345 825996 SH SHARED 11 825996 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 452 11200 SH SHARED 17 11200 D PENTAIR INC COM 70963110 23835 697144 SH SHARED 697144 D PENTAIR INC COM 70963110 933 27300 SH SHARED 01 27300 D PENTAIR INC COM 70963110 1306 38200 SH SHARED 02 38200 D PENTAIR INC COM 70963110 101 2970 SH SHARED 06 2970 D PENTAIR INC COM 70963110 218 6400 SH SHARED 10 6200 200 D PENTAIR INC COM 70963110 30 900 SH SHARED 17 900 D PENWEST PHARMACEUTICALS CO COM 70975410 194 8930 SH SHARED 8930 D PENWEST PHARMACEUTICALS CO COM 70975410 98 4500 SH SHARED 01 4500 D PENWEST PHARMACEUTICALS CO COM 70975410 6 281 SH SHARED 02 281 D PENWEST PHARMACEUTICALS CO COM 70975410 451 20700 SH SHARED 10 20700 D PENWEST PHARMACEUTICALS CO COM 70975410 351 16100 SH SHARED 17 16100 D PEOPLES BANCORP INC COM 70978910 49 1665 SH SHARED 1665 D PEOPLES BANCORP INC COM 70978910 21 728 SH SHARED 02 728 D PEOPLES BANCORP INC COM 70978910 164 5500 SH SHARED 10 5500 D PEOPLES BK BRIDGEPORT CONN COM 71019810 336 10250 SH SHARED 2618 7632 D PEOPLES BK BRIDGEPORT CONN COM 71019810 7 225 SH SHARED 01 225 D PEOPLES BK BRIDGEPORT CONN COM 71019810 132 4045 SH SHARED 02 4045 D PEOPLES ENERGY CORP COM 71103010 2491 69387 SH SHARED 68687 700 D PEOPLES ENERGY CORP COM 71103010 154 4300 SH SHR/OTHR 4300 D PEOPLES ENERGY CORP COM 71103010 226 6299 SH SHARED 01 6299 D PEOPLES ENERGY CORP COM 71103010 348 9695 SH SHARED 02 9695 D PEOPLES ENERGY CORP COM 71103010 785 21881 SH SHARED 17 15481 6400 D PEOPLES ENERGY CORP COM 71103010 53 1500 SH SHR/OTHR 23 1500 D PEP BOYS MANNY MOE & JACK NOTE 4.250% 6/0 713278AP 3462 3533000 PRN SHARED 02 3533000 D PEP BOYS MANNY MOE & JACK COM 71327810 5799 494430 SH SHARED 494430 D PEP BOYS MANNY MOE & JACK COM 71327810 225 19259 SH SHARED 02 19259 D PEP BOYS MANNY MOE & JACK COM 71327810 99 8500 SH SHARED 17 7100 1400 D PEPCO HOLDINGS INC COM 71329110 1622 68788 SH SHARED 66000 2788 D PEPCO HOLDINGS INC COM 71329110 1339 56792 SH SHARED 01 56792 D PEPCO HOLDINGS INC COM 71329110 1056 44800 SH SHARED 02 44800 D PEPCO HOLDINGS INC COM 71329110 170 7230 SH SHARED 06 7230 D PEPCO HOLDINGS INC COM 71329110 66 2800 SH SHARED 10 2800 D PEPCO HOLDINGS INC COM 71329110 12 527 SH SHARED 14 527 D PEPCO HOLDINGS INC COM 71329110 1351 57300 SH SHARED 17 50500 6800 D PEPSI BOTTLING GROUP INC COM 71340910 7732 240500 SH SHARED 182200 58300 D PEPSI BOTTLING GROUP INC COM 71340910 1726 53700 SH SHARED 01 53700 D PEPSI BOTTLING GROUP INC COM 71340910 1690 52577 SH SHARED 02 52577 D PEPSI BOTTLING GROUP INC COM 71340910 714 22231 SH SHARED 06 22231 D PEPSI BOTTLING GROUP INC COM 71340910 15637 486400 SH SHARED 10 60600 425800 D PEPSI BOTTLING GROUP INC COM 71340910 81 2526 SH SHARED 14 2526 D PEPSI BOTTLING GROUP INC COM 71340910 12875 400473 SH SHARED 17 78373 322100 D PEPSIAMERICAS INC COM 71343P20 875 39600 SH SHARED 39600 D PEPSIAMERICAS INC COM 71343P20 625 28300 SH SHARED 01 28300 D PEPSIAMERICAS INC COM 71343P20 331 14988 SH SHARED 02 14988 D PEPSIAMERICAS INC COM 71343P20 25 1172 SH SHARED 06 1172 D PEPSIAMERICAS INC COM 71343P20 144 6531 SH SHARED 14 6531 D PEPSIAMERICAS INC COM 71343P20 88831 4017700 SH SHARED 17 4017700 D PEPSICO INC COM 71344810 404520 6737523 SH SHARED 6311140 426383 D PEPSICO INC COM 71344810 10126 168661 SH SHR/OTHR 168661 D PEPSICO INC COM 71344810 22474 374329 SH SHARED 01 374329 D PEPSICO INC COM 71344810 240 4000 SH SHR/OTHR 01 4000 D PEPSICO INC COM 71344810 30886 514427 SH SHARED 02 514427 D PEPSICO INC COM 71344810 11607 193325 SH SHARED 06 193325 D PEPSICO INC COM 71344810 297300 4951706 SH SHARED 10 739941 3414640 797125 D PEPSICO INC COM 71344810 1691 28166 SH SHARED 14 28166 D PEPSICO INC COM 71344810 598 9960 SH SHARED 15 9960 D PEPSICO INC COM 71344810 4803 80000 SH SHARED 16 80000 D PEPSICO INC COM 71344810 55957 931998 SH SHARED 17 713648 218350 D PEPSICO INC COM 71344810 358 5972 SH SHARED 19 5972 D PEPSICO INC COM 71344810 1446 24100 SH SHARED 20 2120 21980 D PEPSICO INC COM 71344810 396 6600 SH SHR/OTHR 20 6600 D PEPSICO INC COM 71344810 477 7960 SH SHARED 21 7960 D PEPSICO INC COM 71344810 655 10910 SH SHR/OTHR 21 10910 D PEPSICO INC COM 71344810 505 8427 SH SHARED 22 6257 2170 D PEPSICO INC COM 71344810 242 4045 SH SHR/OTHR 22 4045 D PEPSICO INC COM 71344810 10550 175730 SH SHARED 23 165060 10670 D PEPSICO INC COM 71344810 17968 299271 SH SHR/OTHR 23 299271 D PER-SE TECHNOLOGIES INC SDCV 3.250% 6/3 713569AB 61 40000 PRN SHARED 02 40000 D PER-SE TECHNOLOGIES INC COM NEW 71356930 215 8576 SH SHARED 8576 D PER-SE TECHNOLOGIES INC COM NEW 71356930 13 522 SH SHARED 01 522 D PER-SE TECHNOLOGIES INC COM NEW 71356930 154 6130 SH SHARED 10 6130 D PER-SE TECHNOLOGIES INC COM NEW 71356930 438 17400 SH SHARED 21 17400 D PER-SE TECHNOLOGIES INC COM NEW 71356930 186 7400 SH SHR/OTHR 21 7400 D PER-SE TECHNOLOGIES INC COM NEW 71356930 22 900 SH SHR/OTHR 23 900 D PERDIGAO S A COMERCIO E INDS SP ADR COM NEW 71361V30 74 3900 SH SHARED 01 3900 D PERFICIENT INC COM 71375U10 3801 307600 SH SHARED 10 307600 D PERFICIENT INC COM 71375U10 2082 168500 SH SHARED 17 146400 22100 D PERFORMANCE FOOD GROUP CO COM 71375510 1032 34000 SH SHARED 34000 D PERFORMANCE FOOD GROUP CO COM 71375510 8 286 SH SHARED 02 286 D PERFORMANCE FOOD GROUP CO COM 71375510 185 6100 SH SHARED 10 6100 D PERFORMANCE FOOD GROUP CO COM 71375510 2570 84600 SH SHARED 14 84600 D PERFORMANCE FOOD GROUP CO COM 71375510 1081 35600 SH SHARED 17 35600 D PERICOM SEMICONDUCTOR CORP COM 71383110 53 6456 SH SHARED 6456 D PERICOM SEMICONDUCTOR CORP COM 71383110 11 1374 SH SHARED 02 1374 D PERINI CORP COM 71383910 103 4588 SH SHARED 4588 D PERINI CORP COM 71383910 9652 429000 SH SHARED 17 429000 D PERKINELMER INC COM 71404610 2839 135857 SH SHARED 135857 D PERKINELMER INC COM 71404610 10 512 SH SHR/OTHR 512 D PERKINELMER INC COM 71404610 593 28400 SH SHARED 01 28400 D PERKINELMER INC COM 71404610 839 40161 SH SHARED 02 40161 D PERKINELMER INC COM 71404610 143 6850 SH SHARED 06 6850 D PERKINELMER INC COM 71404610 5632 269500 SH SHARED 10 269500 D PERKINELMER INC COM 71404610 7885 377299 SH SHARED 17 376399 900 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 30 2000 SH SHARED 2000 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 61 4000 SH SHARED 20 4000 D PEROT SYS CORP CL A 71426510 312 21605 SH SHARED 21605 D PEROT SYS CORP CL A 71426510 283 19600 SH SHARED 10 19600 D PEROT SYS CORP CL A 71426510 246 17000 SH SHARED 17 17000 D PERRIGO CO COM 71429010 602 37415 SH SHARED 37415 D PERRIGO CO COM 71429010 423 26300 SH SHARED 01 26300 D PERRIGO CO COM 71429010 391 24305 SH SHARED 02 24305 D PERRIGO CO COM 71429010 2141 133000 SH SHARED 10 133000 D PERRIGO CO COM 71429010 7802 484600 SH SHARED 17 442300 42300 D PERU COPPER INC COM 71545510 88 17200 SH SHARED 17200 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 121 3800 SH SHARED 3800 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 355 11070 SH SHARED 01 11070 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 18802 585740 SH SHARED 10 585740 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 2572 80140 SH SHARED 17 80140 D PETCO ANIMAL SUPPLIES COM NEW 71601620 2721 133196 SH SHARED 133196 D PETCO ANIMAL SUPPLIES COM NEW 71601620 10 506 SH SHARED 02 506 D PETCO ANIMAL SUPPLIES COM NEW 71601620 114 5600 SH SHARED 10 5600 D PETCO ANIMAL SUPPLIES COM NEW 71601620 163 8000 SH SHARED 17 8000 D PETMED EXPRESS INC COM 71638210 1 91 SH SHARED 91 D PETRO-CDA COM 71644E10 134949 2846425 SH SHARED 2841961 4464 D PETRO-CDA COM 71644E10 94 2000 SH SHR/OTHR 2000 D PETRO-CDA COM 71644E10 18 394 SH SHARED 01 394 D PETRO-CDA COM 71644E10 8976 189340 SH SHARED 02 189340 D PETRO-CDA COM 71644E10 41246 870000 SH SHARED 04 870000 D PETRO-CDA COM 71644E10 210 4438 SH SHARED 06 4438 D PETRO-CDA COM 71644E10 99 2100 SH SHARED 10 2100 D PETRO-CDA COM 71644E10 156 3302 SH SHARED 14 3302 D PETRO-CDA COM 71644E10 7111 150000 SH SHARED 16 150000 D PETRO-CDA COM 71644E10 4178 88144 SH SHARED 17 82744 5400 D PETRO-CDA COM 71644E10 284 6000 SH SHR/OTHR 23 6000 D PETROCHINA CO LTD SPONSORED ADR 71646E10 27693 256490 SH SHARED 256140 350 D PETROCHINA CO LTD SPONSORED ADR 71646E10 1954 18100 SH SHARED 01 18100 D PETROCHINA CO LTD SPONSORED ADR 71646E10 4048 37500 SH SHARED 10 37500 D PETROCHINA CO LTD SPONSORED ADR 71646E10 16 150 SH SHR/OTHR 21 150 D PETROCHINA CO LTD SPONSORED ADR 71646E10 539 5000 SH SHR/OTHR 23 5000 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 248 22200 SH SHARED 22200 D PETROFUND ENERGY TRUST TR UNIT 71648W10 3786 151575 SH SHARED 151175 400 D PETROFUND ENERGY TRUST TR UNIT 71648W10 97 3900 SH SHARED 02 3900 D PETROFUND ENERGY TRUST TR UNIT 71648W10 12 500 SH SHARED 10 500 D PETROFUND ENERGY TRUST TR UNIT 71648W10 24 1000 SH SHARED 17 1000 D PETROHAWK ENERGY CORP COM 71649510 19375 1537769 SH SHARED 1537769 D PETROHAWK ENERGY CORP COM 71649510 60 4800 SH SHARED 01 4800 D PETROHAWK ENERGY CORP COM 71649510 10405 825800 SH SHARED 17 825800 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 718 9000 SH SHARED 9000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 43048 539186 SH SHARED 536196 2990 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 11696 146500 SH SHARED 04 146500 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 307 3850 SH SHARED 06 3850 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 170091 2130400 SH SHARED 10 2130400 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 1177 13180 SH SHARED 1100 12080 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 245060 2743936 SH SHARED 2741411 2525 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 27147 303970 SH SHARED 01 303970 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 178602 1999800 SH SHARED 04 1999800 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 21836 244500 SH SHARED 06 244500 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 147083 1646890 SH SHARED 10 1646890 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 4554 51000 SH SHARED 14 51000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 243 2730 SH SHARED 15 2730 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 26313 294629 SH SHARED 17 294629 D PETROLEUM DEV CORP COM 71657810 153 4074 SH SHARED 4074 D PETROLEUM DEV CORP COM 71657810 11 300 SH SHARED 01 300 D PETROLEUM DEV CORP COM 71657810 10 276 SH SHARED 02 276 D PETROLEUM DEV CORP COM 71657810 109 2900 SH SHARED 17 2900 D PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 71659910 3259 51932 SH SHARED 51932 D PETROQUEST ENERGY INC COM 71674810 146 11921 SH SHARED 11921 D PETROQUEST ENERGY INC COM 71674810 9 755 SH SHARED 02 755 D PETROQUEST ENERGY INC COM 71674810 24 2000 SH SHARED 20 2000 D PETSMART INC COM 71676810 7974 311491 SH SHARED 311196 295 D PETSMART INC COM 71676810 985 38500 SH SHARED 01 38500 D PETSMART INC COM 71676810 876 34239 SH SHARED 02 34239 D PETSMART INC COM 71676810 127 4996 SH SHARED 06 4996 D PETSMART INC COM 71676810 7 300 SH SHARED 10 300 D PETSMART INC COM 71676810 2334 91180 SH SHARED 17 90380 800 D PETSMART INC COM 71676810 51 2000 SH SHR/OTHR 21 2000 D PFEIFFER VACUUM TECH AG SPONSORED ADR 71706710 407 6418 SH SHARED 6418 D PFEIFFER VACUUM TECH AG SPONSORED ADR 71706710 317 5000 SH SHARED 5000 D PFIZER INC COM 71708110 4558 194219 SH SHARED 194219 D PFIZER INC COM 71708110 1655430 70533884 SH SHARED 67923003 2610881 D PFIZER INC COM 71708110 8776 373951 SH SHR/OTHR 373951 D PFIZER INC COM 71708110 39037 1663283 SH SHARED 01 22775 1640508 D PFIZER INC COM 71708110 80368 3424315 SH SHARED 02 3417615 6700 D PFIZER INC COM 71708110 135457 5771535 SH SHARED 04 5751982 19553 D PFIZER INC COM 71708110 24785 1056033 SH SHARED 06 1056033 D PFIZER INC COM 71708110 251140 10700488 SH SHARED 10 7283553 54957 3361978 D PFIZER INC COM 71708110 333 14200 SH SHR/OTHR 10 14200 D PFIZER INC COM 71708110 8504 362338 SH SHARED 14 362338 D PFIZER INC COM 71708110 9839 419218 SH SHARED 15 419218 D PFIZER INC COM 71708110 7041 300000 SH SHARED 16 300000 D PFIZER INC COM 71708110 315141 13427404 SH SHARED 17 12506064 921340 D PFIZER INC COM 71708110 9453 402787 SH SHARED 19 402787 D PFIZER INC COM 71708110 3029 129079 SH SHARED 20 22875 106204 D PFIZER INC COM 71708110 1162 49525 SH SHR/OTHR 20 49525 D PFIZER INC COM 71708110 451 19236 SH SHARED 21 19236 D PFIZER INC COM 71708110 6607 281510 SH SHR/OTHR 21 281510 D PFIZER INC COM 71708110 1406 59925 SH SHARED 22 38650 21275 D PFIZER INC COM 71708110 1098 46790 SH SHR/OTHR 22 46790 D PFIZER INC COM 71708110 9220 392851 SH SHARED 23 375435 17416 D PFIZER INC COM 71708110 16979 723455 SH SHR/OTHR 23 723455 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 9299 132300 SH SHARED 132300 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 12771 181700 SH SHARED 02 181700 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 597 8500 SH SHARED 17 8500 D PHARMACEUTICAL PROD DEV INC COM 71712410 312 8900 SH SHARED 8900 D PHARMACEUTICAL PROD DEV INC COM 71712410 1071 30500 SH SHARED 01 30500 D PHARMACEUTICAL PROD DEV INC COM 71712410 851 24259 SH SHARED 02 24259 D PHARMACEUTICAL PROD DEV INC COM 71712410 1181 33640 SH SHARED 17 32440 1200 D PHARMACEUTICAL RES INC NOTE 2.875% 9/3 717125AC 8150 10000000 PRN SHARED 10000000 D PHARMION CORP COM 71715B40 4375 256922 SH SHARED 256922 D PHARMION CORP COM 71715B40 4 283 SH SHARED 02 283 D PHARMION CORP COM 71715B40 2988 175500 SH SHARED 04 175500 D PHASE FORWARD INC COM 71721R40 61 5342 SH SHARED 5342 D PHELPS DODGE CORP COM 71726510 152591 1857250 SH SHARED 1829342 27908 D PHELPS DODGE CORP COM 71726510 135 1654 SH SHR/OTHR 1654 D PHELPS DODGE CORP COM 71726510 4641 56498 SH SHARED 01 56498 D PHELPS DODGE CORP COM 71726510 5799 70586 SH SHARED 02 70586 D PHELPS DODGE CORP COM 71726510 9275 112893 SH SHARED 06 112893 D PHELPS DODGE CORP COM 71726510 12332 150100 SH SHARED 10 38200 111900 D PHELPS DODGE CORP COM 71726510 856 10428 SH SHARED 14 10428 D PHELPS DODGE CORP COM 71726510 11838 144093 SH SHARED 17 104393 39700 D PHELPS DODGE CORP COM 71726510 208 2540 SH SHARED 19 2540 D PHILADELPHIA CONS HLDG CORP COM 71752810 2103 69300 SH SHARED 69300 D PHILADELPHIA CONS HLDG CORP COM 71752810 100 3300 SH SHARED 02 3300 D PHILADELPHIA CONS HLDG CORP COM 71752810 8980 295800 SH SHARED 10 295800 D PHILADELPHIA CONS HLDG CORP COM 71752810 3142 103500 SH SHARED 17 10400 93100 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 6141 177900 SH SHARED 01 177900 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 13062 378400 SH SHARED 10 378400 D PHILLIPS VAN HEUSEN CORP COM 71859210 7062 185084 SH SHARED 185084 D PHILLIPS VAN HEUSEN CORP COM 71859210 156 4100 SH SHARED 01 4100 D PHILLIPS VAN HEUSEN CORP COM 71859210 112 2960 SH SHARED 02 1400 1560 D PHILLIPS VAN HEUSEN CORP COM 71859210 763 20000 SH SHARED 04 20000 D PHILLIPS VAN HEUSEN CORP COM 71859210 3167 83000 SH SHARED 10 83000 D PHILLIPS VAN HEUSEN CORP COM 71859210 17575 460564 SH SHARED 17 417864 42700 D PHOENIX COS INC NEW COM 71902E10 2217 157520 SH SHARED 157520 D PHOENIX COS INC NEW COM 71902E10 71 5050 SH SHARED 02 5050 D PHOENIX COS INC NEW COM 71902E10 246 17500 SH SHARED 10 17500 D PHOENIX COS INC NEW COM 71902E10 397 28200 SH SHARED 17 28200 D PHOENIX COS INC NEW COM 71902E10 3 214 SH SHARED 23 214 D PHOENIX TECHNOLOGY LTD COM 71915310 28 5920 SH SHARED 5920 D PHOENIX TECHNOLOGY LTD COM 71915310 16 3436 SH SHARED 02 3436 D PHOTON DYNAMICS INC COM 71936410 47 3798 SH SHARED 3798 D PHOTRONICS INC NOTE 4.750%12/1 719405AC 207 209000 PRN SHARED 209000 D PHOTRONICS INC NOTE 2.250% 4/1 719405AE 10051 9031000 PRN SHARED 02 9031000 D PHOTRONICS INC COM 71940510 3524 238148 SH SHARED 238148 D PHOTRONICS INC COM 71940510 78 5300 SH SHARED 01 5300 D PHOTRONICS INC COM 71940510 337 22800 SH SHARED 02 22800 D PHOTRONICS INC COM 71940510 3691 249400 SH SHARED 10 249400 D PHOTRONICS INC COM 71940510 757 51200 SH SHARED 17 51200 D PIEDMONT NAT GAS INC COM 72018610 500 20600 SH SHARED 20600 D PIEDMONT NAT GAS INC COM 72018610 31 1284 SH SHR/OTHR 1284 D PIEDMONT NAT GAS INC COM 72018610 24 1000 SH SHARED 01 1000 D PIEDMONT NAT GAS INC COM 72018610 444 18300 SH SHARED 02 18300 D PIEDMONT NAT GAS INC COM 72018610 167 6900 SH SHARED 10 6900 D PIEDMONT NAT GAS INC COM 72018610 17 700 SH SHARED 17 700 D PIEDMONT NAT GAS INC COM 72018610 87 3600 SH SHR/OTHR 22 3600 D PIEDMONT NAT GAS INC COM 72018610 109 4500 SH SHR/OTHR 23 4500 D PIER 1 IMPORTS INC COM 72027910 277 39731 SH SHARED 28748 10983 D PIER 1 IMPORTS INC COM 72027910 187 26900 SH SHARED 01 26900 D PIER 1 IMPORTS INC COM 72027910 761 109109 SH SHARED 02 109109 D PIER 1 IMPORTS INC COM 72027910 137 19700 SH SHARED 17 16700 3000 D PIKE ELEC CORP COM 72128310 441 22903 SH SHARED 22903 D PIKE ELEC CORP COM 72128310 6220 323000 SH SHARED 17 323000 D PIKE ELEC CORP COM 72128310 75 3900 SH SHARED 21 3900 D PILGRIMS PRIDE CORP COM 72146710 90 3500 SH SHARED 3500 D PILGRIMS PRIDE CORP COM 72146710 5303 205550 SH SHARED 205550 D PILGRIMS PRIDE CORP COM 72146710 2487 96400 SH SHARED 02 96400 D PILGRIMS PRIDE CORP COM 72146710 82 3204 SH SHARED 06 3204 D PILGRIMS PRIDE CORP COM 72146710 211 8200 SH SHARED 10 8200 D PIMCO MUN INCOME FD II COM 72200W10 146 10000 SH SHARED 10000 D PIMCO MUN INCOME FD II COM 72200W10 76 5258 SH SHARED 20 5258 D PIMCO MUN INCOME FD II COM 72200W10 1942 132700 SH SHR/OTHR 23 132700 D PIMCO MUN INCOME FD III COM 72201A10 146 10057 SH SHARED 20 10057 D PIMCO CALIF MUN INCOME FD II COM 72201C10 63 4000 SH SHR/OTHR 20 4000 D PIMCO FLOATING RATE INCOME F COM 72201H10 236 11854 SH SHARED 11854 D PIMCO FLOATING RATE STRTGY F COM 72201J10 95 5023 SH SHARED 20 5023 D PIMCO GLOBAL STOCKSPLS INCM COM 72201110 124 5141 SH SHARED 5141 D PINNACLE AIRL CORP COM 72344310 30 4389 SH SHARED 4389 D PINNACLE AIRL CORP COM 72344310 770 109499 SH SHARED 02 109499 D PINNACLE ENTMT INC COM 72345610 417 13607 SH SHARED 13607 D PINNACLE ENTMT INC COM 72345610 29 972 SH SHARED 02 972 D PINNACLE ENTMT INC COM 72345610 190 6200 SH SHARED 10 6200 D PINNACLE ENTMT INC COM 72345610 968 31600 SH SHARED 17 31600 D PINNACLE FINL PARTNERS INC COM 72346Q10 74 2464 SH SHARED 2464 D PINNACLE WEST CAP CORP COM 72348410 5523 138398 SH SHARED 120387 18011 D PINNACLE WEST CAP CORP COM 72348410 674 16900 SH SHARED 01 16900 D PINNACLE WEST CAP CORP COM 72348410 1058 26523 SH SHARED 02 26523 D PINNACLE WEST CAP CORP COM 72348410 365 9170 SH SHARED 06 9170 D PINNACLE WEST CAP CORP COM 72348410 3735 93600 SH SHARED 10 91300 2300 D PINNACLE WEST CAP CORP COM 72348410 1804 45204 SH SHARED 17 41204 4000 D PIONEER COS INC COM NEW 72364330 68 2522 SH SHARED 2522 D PIONEER COS INC COM NEW 72364330 106 3900 SH SHARED 01 3900 D PIONEER COS INC COM NEW 72364330 5 189 SH SHARED 02 189 D PIONEER COS INC COM NEW 72364330 1571 57600 SH SHARED 10 57600 D PIONEER COS INC COM NEW 72364330 8467 310400 SH SHARED 17 310400 D PIONEER DRILLING CO COM 72365510 938 60778 SH SHARED 60778 D PIONEER DRILLING CO COM 72365510 2027 131300 SH SHARED 17 131300 D PIONEER FLOATING RATE TR COM 72369J10 1040 55453 SH SHARED 55453 D PIONEER NAT RES CO COM 72378710 36796 792858 SH SHARED 792233 625 D PIONEER NAT RES CO COM 72378710 1731 37300 SH SHARED 01 37300 D PIONEER NAT RES CO COM 72378710 1480 31900 SH SHARED 02 31900 D PIONEER NAT RES CO COM 72378710 1740 37500 SH SHARED 04 37500 D PIONEER NAT RES CO COM 72378710 269 5800 SH SHARED 06 5800 D PIONEER NAT RES CO COM 72378710 23 500 SH SHARED 10 500 D PIONEER NAT RES CO COM 72378710 106 2300 SH SHARED 17 900 1400 D PIONEER NAT RES CO COM 72378710 75 1620 SH SHARED 21 1620 D PIONEER TAX ADVNTAGE BALANC COM 72388R10 17703 1435830 SH SHARED 1435830 D PIPER JAFFRAY COS COM 72407810 466 7619 SH SHARED 7582 37 D PIPER JAFFRAY COS COM 72407810 7 128 SH SHR/OTHR 128 D PIPER JAFFRAY COS COM 72407810 134 2202 SH SHARED 01 2202 D PIPER JAFFRAY COS COM 72407810 28 468 SH SHARED 02 468 D PIPER JAFFRAY COS COM 72407810 201 3300 SH SHARED 10 3300 D PIPER JAFFRAY COS COM 72407810 991 16200 SH SHARED 17 16200 D PIPER JAFFRAY COS COM 72407810 0 5 SH SHARED 23 5 D PIPER JAFFRAY COS COM 72407810 1 20 SH SHR/OTHR 23 20 D PITNEY BOWES INC COM 72447910 7321 177283 SH SHARED 168489 8794 D PITNEY BOWES INC COM 72447910 2564 62099 SH SHARED 01 62099 D PITNEY BOWES INC COM 72447910 3244 78550 SH SHARED 02 78550 D PITNEY BOWES INC COM 72447910 847 20510 SH SHARED 06 20510 D PITNEY BOWES INC COM 72447910 12 300 SH SHARED 10 300 D PITNEY BOWES INC COM 72447910 43 1048 SH SHARED 14 1048 D PITNEY BOWES INC COM 72447910 3805 92131 SH SHARED 17 88531 3600 D PITNEY BOWES INC COM 72447910 54 1322 SH SHARED 20 1322 D PITNEY BOWES INC COM 72447910 239 5800 SH SHR/OTHR 20 5800 D PITNEY BOWES INC COM 72447910 178 4315 SH SHARED 21 4315 D PITNEY BOWES INC COM 72447910 132 3200 SH SHARED 23 3200 D PITNEY BOWES INC COM 72447910 2324 56284 SH SHR/OTHR 23 56284 D PIXELWORKS INC SDCV 1.750% 5/1 72581MAB 826 1178000 PRN SHARED 1178000 D PIXELWORKS INC SDCV 1.750% 5/1 72581MAB 10 15000 PRN SHARED 02 15000 D PIXELWORKS INC COM 72581M10 317 116283 SH SHARED 116283 D PIXELWORKS INC COM 72581M10 12 4710 SH SHARED 02 4710 D PIXELPLUS CO LTD ADR 72582A10 60 31990 SH SHARED 31990 D PLACER DOME INC DBCV 2.750%10/1 725906AK 34832 26289000 PRN SHARED 26289000 D PLACER SIERRA BANCSHARES COM 72607910 26 1148 SH SHARED 1148 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 23790 544790 SH SHARED 544790 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 480 11000 SH SHARED 02 11000 D PLAINS EXPL& PRODTN CO COM 72650510 42027 1036700 SH SHARED 1036700 D PLAINS EXPL& PRODTN CO COM 72650510 1892 46688 SH SHARED 01 46688 D PLAINS EXPL& PRODTN CO COM 72650510 760 18750 SH SHARED 02 18750 D PLAINS EXPL& PRODTN CO COM 72650510 300 7400 SH SHARED 06 7400 D PLAINS EXPL& PRODTN CO COM 72650510 490 12100 SH SHARED 14 12100 D PLAINS EXPL& PRODTN CO COM 72650510 174 4300 SH SHARED 17 4300 D PLANAR SYS INC COM 72690010 152 12700 SH SHARED 12700 D PLANTRONICS INC NEW COM 72749310 459 20710 SH SHARED 20710 D PLANTRONICS INC NEW COM 72749310 319 14400 SH SHARED 01 14400 D PLANTRONICS INC NEW COM 72749310 188 8498 SH SHARED 02 8498 D PLANTRONICS INC NEW COM 72749310 1554 70000 SH SHARED 10 70000 D PLANTRONICS INC NEW COM 72749310 26 1200 SH SHARED 17 700 500 D PLATO LEARNING INC COM 72764Y10 67 10777 SH SHARED 10777 D PLATO LEARNING INC COM 72764Y10 0 1 SH SHARED 01 1 D PLAYBOY ENTERPRISES INC CL B 72811730 50 5073 SH SHARED 5073 D PLAYTEX PRODS INC COM 72813P10 152 14605 SH SHARED 14605 D PLAYTEX PRODS INC COM 72813P10 22 2192 SH SHARED 02 2192 D PLEXUS CORP COM 72913210 522 15279 SH SHARED 15279 D PLEXUS CORP COM 72913210 615 18000 SH SHARED 01 18000 D PLEXUS CORP COM 72913210 915 26749 SH SHARED 02 26749 D PLEXUS CORP COM 72913210 6 200 SH SHARED 06 200 D PLEXUS CORP COM 72913210 1963 57400 SH SHARED 10 57400 D PLEXUS CORP COM 72913210 2442 71400 SH SHARED 17 7000 64400 D PLUG POWER INC COM 72919P10 3614 774077 SH SHARED 774077 D PLUG POWER INC COM 72919P10 326 70000 SH SHARED 04 70000 D PLUM CREEK TIMBER CO INC COM 72925110 9187 258794 SH SHARED 250575 8219 D PLUM CREEK TIMBER CO INC COM 72925110 684 19272 SH SHR/OTHR 19272 D PLUM CREEK TIMBER CO INC COM 72925110 1473 41508 SH SHARED 01 41508 D PLUM CREEK TIMBER CO INC COM 72925110 2981 83999 SH SHARED 02 83999 D PLUM CREEK TIMBER CO INC COM 72925110 887 25000 SH SHARED 04 25000 D PLUM CREEK TIMBER CO INC COM 72925110 334 9421 SH SHARED 14 9421 D PLUM CREEK TIMBER CO INC COM 72925110 2524 71124 SH SHARED 17 70724 400 D PLUM CREEK TIMBER CO INC COM 72925110 461 13000 SH SHR/OTHR 20 13000 D PLUM CREEK TIMBER CO INC COM 72925110 1257 35422 SH SHARED 23 35422 D PLUM CREEK TIMBER CO INC COM 72925110 130 3681 SH SHR/OTHR 23 3681 D POGO PRODUCING CO COM 73044810 798 17325 SH SHARED 16585 740 D POGO PRODUCING CO COM 73044810 723 15700 SH SHARED 01 15700 D POGO PRODUCING CO COM 73044810 813 17657 SH SHARED 02 17657 D POGO PRODUCING CO COM 73044810 45 982 SH SHARED 06 982 D POGO PRODUCING CO COM 73044810 963 20900 SH SHARED 17 20900 D POGO PRODUCING CO COM 73044810 1 40 SH SHR/OTHR 21 40 D POINT THERAPEUTICS INC COM 73069410 515 207691 SH SHARED 207691 D POLARIS INDS INC COM 73106810 1260 29100 SH SHARED 29100 D POLARIS INDS INC COM 73106810 90 2100 SH SHARED 02 2100 D POLARIS INDS INC COM 73106810 64 1490 SH SHARED 06 1490 D POLARIS INDS INC COM 73106810 69 1600 SH SHARED 17 600 1000 D POLARIS INDS INC COM 73106810 43 1000 SH SHR/OTHR 23 1000 D POLO RALPH LAUREN CORP CL A 73157210 1884 34326 SH SHARED 11616 22710 D POLO RALPH LAUREN CORP CL A 73157210 41 750 SH SHR/OTHR 750 D POLO RALPH LAUREN CORP CL A 73157210 1015 18500 SH SHARED 01 18500 D POLO RALPH LAUREN CORP CL A 73157210 790 14400 SH SHARED 02 14400 D POLO RALPH LAUREN CORP CL A 73157210 10 200 SH SHARED 06 200 D POLO RALPH LAUREN CORP CL A 73157210 38901 708580 SH SHARED 10 48490 490590 169500 D POLO RALPH LAUREN CORP CL A 73157210 45314 825400 SH SHARED 17 825100 300 D POLYCOM INC COM 73172K10 581 26545 SH SHARED 26545 D POLYCOM INC COM 73172K10 567 25900 SH SHARED 01 25900 D POLYCOM INC COM 73172K10 534 24399 SH SHARED 02 24399 D POLYCOM INC COM 73172K10 234 10700 SH SHARED 10 10700 D POLYCOM INC COM 73172K10 221 10100 SH SHARED 17 10100 D POLYMEDICA CORP COM 73173810 3747 104204 SH SHR/OTHR 104204 D POLYMEDICA CORP COM 73173810 229 6370 SH SHARED 6370 D POLYMEDICA CORP COM 73173810 18 519 SH SHARED 02 519 D POLYMEDICA CORP COM 73173810 14 400 SH SHARED 17 400 D POLYONE CORP COM 73179P10 377 43012 SH SHARED 43012 D POLYONE CORP COM 73179P10 400 45638 SH SHARED 02 45638 D POLYONE CORP COM 73179P10 280 32000 SH SHARED 10 32000 D POOL CORPORATION COM 73278L10 3351 76806 SH SHARED 76806 D POOL CORPORATION COM 73278L10 171 3937 SH SHARED 01 3937 D POOL CORPORATION COM 73278L10 150 3439 SH SHARED 02 3439 D POPE & TALBOT INC COM 73282710 539 86550 SH SHARED 86550 D POPE & TALBOT INC COM 73282710 623 100000 SH SHARED 02 100000 D POPULAR INC COM 73317410 23 1200 SH SHARED 1200 D POPULAR INC COM 73317410 172 9000 SH SHR/OTHR 9000 D POPULAR INC COM 73317410 80 4200 SH SHARED 01 4200 D POPULAR INC COM 73317410 451 23527 SH SHARED 02 23527 D POPULAR INC COM 73317410 103 5400 SH SHARED 10 5400 D POPULAR INC COM 73317410 512 26700 SH SHARED 17 26700 D PORTALPLAYER INC COM 73618720 34 3477 SH SHARED 3477 D PORTALPLAYER INC COM 73618720 79 8100 SH SHARED 01 8100 D PORTALPLAYER INC COM 73618720 788 80400 SH SHARED 10 80400 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 1107 24242 SH SHARED 24092 150 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 3 86 SH SHARED 02 86 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 4264 93310 SH SHARED 10 93310 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 5681 124330 SH SHARED 17 124330 D PORTLAND GEN ELEC CO COM NEW 73650884 25060 1003636 SH SHARED 1003636 D PORTLAND GEN ELEC CO COM NEW 73650884 2780 111346 SH SHARED 02 111346 D POST PPTYS INC COM 73746410 518 11439 SH SHARED 11439 D POST PPTYS INC COM 73746410 35 775 SH SHARED 02 775 D POST PPTYS INC COM 73746410 253 5600 SH SHARED 10 5600 D POST PPTYS INC COM 73746410 29 650 SH SHR/OTHR 23 650 D POTASH CORP SASK INC COM 73755L10 73083 850099 SH SHARED 848732 1367 D POTASH CORP SASK INC COM 73755L10 8 100 SH SHARED 01 100 D POTASH CORP SASK INC COM 73755L10 3661 42588 SH SHARED 02 42588 D POTASH CORP SASK INC COM 73755L10 43793 509400 SH SHARED 04 509400 D POTASH CORP SASK INC COM 73755L10 6399 74434 SH SHARED 06 74434 D POTASH CORP SASK INC COM 73755L10 25 300 SH SHARED 10 300 D POTASH CORP SASK INC COM 73755L10 786 9148 SH SHARED 14 9148 D POTASH CORP SASK INC COM 73755L10 79 922 SH SHARED 17 922 D POTLATCH CORP NEW COM 73763010 1650 43715 SH SHARED 43597 118 D POTLATCH CORP NEW COM 73763010 420 11128 SH SHARED 01 11128 D POTLATCH CORP NEW COM 73763010 277 7358 SH SHARED 02 7358 D POTLATCH CORP NEW COM 73763010 2747 72775 SH SHARED 10 72775 D POTLATCH CORP NEW COM 73763010 460 12200 SH SHARED 17 6700 5500 D POWELL INDS INC COM 73912810 25 1052 SH SHARED 1052 D POWER INTEGRATIONS INC COM 73927610 139 8003 SH SHARED 8003 D POWER INTEGRATIONS INC COM 73927610 30 1725 SH SHR/OTHR 1725 D POWER INTEGRATIONS INC COM 73927610 1061 60729 SH SHARED 02 60729 D POWER INTEGRATIONS INC COM 73927610 96 5520 SH SHARED 17 5520 D POWER-ONE INC COM 73930810 176 26720 SH SHARED 26720 D POWER-ONE INC COM 73930810 15 2290 SH SHARED 02 2290 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 0 50 SH SHARED 50 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 427 22500 SH SHARED 02 22500 D POWERSHARES ETF TRUST LX NANOTCH PTF 73935X63 867 50000 SH SHARED 17 50000 D POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB 3680 3519000 PRN SHARED 3519000 D POWERWAVE TECHNOLOGIES INC COM 73936310 11681 1280892 SH SHARED 1177312 103580 D POWERWAVE TECHNOLOGIES INC COM 73936310 23 2543 SH SHR/OTHR 2543 D POWERWAVE TECHNOLOGIES INC COM 73936310 321 35300 SH SHARED 01 35300 D POWERWAVE TECHNOLOGIES INC COM 73936310 4862 533202 SH SHARED 02 533202 D POWERWAVE TECHNOLOGIES INC COM 73936310 148 16300 SH SHARED 10 16300 D POWERWAVE TECHNOLOGIES INC COM 73936310 0 61 SH SHR/OTHR 23 61 D POZEN INC COM 73941U10 605 85981 SH SHARED 85981 D POZEN INC COM 73941U10 0 76 SH SHARED 02 76 D POZEN INC COM 73941U10 229 32600 SH SHARED 10 32600 D PRAXAIR INC COM 74005P10 65919 1220723 SH SHARED 1057641 163082 D PRAXAIR INC COM 74005P10 2284 42313 SH SHR/OTHR 42313 D PRAXAIR INC COM 74005P10 3468 64239 SH SHARED 01 64239 D PRAXAIR INC COM 74005P10 5119 94800 SH SHARED 02 94800 D PRAXAIR INC COM 74005P10 2970 55000 SH SHARED 04 55000 D PRAXAIR INC COM 74005P10 4223 78210 SH SHARED 06 78210 D PRAXAIR INC COM 74005P10 135 2500 SH SHARED 10 2500 D PRAXAIR INC COM 74005P10 5400 100000 SH SHARED 16 100000 D PRAXAIR INC COM 74005P10 7020 130013 SH SHARED 17 127113 2900 D PRAXAIR INC COM 74005P10 1091 20213 SH SHARED 20 2020 18193 D PRAXAIR INC COM 74005P10 565 10480 SH SHR/OTHR 20 10480 D PRAXAIR INC COM 74005P10 121 2250 SH SHARED 21 2250 D PRAXAIR INC COM 74005P10 205 3800 SH SHR/OTHR 21 3800 D PRAXAIR INC COM 74005P10 1112 20595 SH SHARED 22 16340 4255 D PRAXAIR INC COM 74005P10 263 4875 SH SHR/OTHR 22 4875 D PRAXAIR INC COM 74005P10 4490 83161 SH SHARED 23 75161 8000 D PRAXAIR INC COM 74005P10 3392 62815 SH SHR/OTHR 23 62815 D PRE PAID LEGAL SVCS INC COM 74006510 81 2354 SH SHARED 2354 D PRE PAID LEGAL SVCS INC COM 74006510 31 900 SH SHARED 01 900 D PRE PAID LEGAL SVCS INC COM 74006510 5 158 SH SHARED 02 158 D PRE PAID LEGAL SVCS INC COM 74006510 13 400 SH SHARED 17 400 D PRECISION CASTPARTS CORP COM 74018910 2115 35400 SH SHARED 35400 D PRECISION CASTPARTS CORP COM 74018910 2348 39300 SH SHARED 01 39300 D PRECISION CASTPARTS CORP COM 74018910 1992 33347 SH SHARED 02 33347 D PRECISION CASTPARTS CORP COM 74018910 119 2000 SH SHARED 10 2000 D PRECISION CASTPARTS CORP COM 74018910 2391 40025 SH SHARED 17 40025 D PRECISION DRILLING TR TR UNIT 74021510 19574 589600 SH SHARED 589600 D PRECISION DRILLING TR TR UNIT 74021510 2 65 SH SHARED 06 65 D PREFERRED BK LOS ANGELES CA COM 74036710 39 737 SH SHARED 737 D PREFERRED BK LOS ANGELES CA COM 74036710 32 600 SH SHARED 01 600 D PREFERRED BK LOS ANGELES CA COM 74036710 75 1400 SH SHARED 10 1400 D PREFORMED LINE PRODS CO COM 74044410 22 601 SH SHARED 601 D PREFORMED LINE PRODS CO COM 74044410 10 270 SH SHARED 02 270 D PREMIERE GLOBAL SVCS INC COM 74058510 157 20874 SH SHARED 20874 D PREMIERE GLOBAL SVCS INC COM 74058510 22 2988 SH SHARED 02 2988 D PREMIERE GLOBAL SVCS INC COM 74058510 138 18400 SH SHARED 10 18400 D PREMIUM STD FARMS INC COM 74060C10 1757 108303 SH SHARED 108303 D PREMIUM STD FARMS INC COM 74060C10 14 876 SH SHARED 02 876 D PRESIDENTIAL LIFE CORP COM 74088410 114 4675 SH SHARED 4675 D PRESIDENTIAL LIFE CORP COM 74088410 0 1 SH SHARED 02 1 D PREMIERWEST BANCORP COM 74092110 43 2982 SH SHARED 2982 D PREMIERWEST BANCORP COM 74092110 0 31 SH SHARED 02 31 D PRESSTEK INC COM 74111310 76 8183 SH SHARED 8183 D PRESSTEK INC COM 74111310 2 230 SH SHARED 02 230 D PRESTIGE BRANDS HLDGS INC COM 74112D10 71 7188 SH SHARED 7188 D PRESTIGE BRANDS HLDGS INC COM 74112D10 33 3343 SH SHARED 02 3343 D PRICE COMMUNICATIONS CORP COM NEW 74143730 28729 1694929 SH SHARED 1694929 D PRICE COMMUNICATIONS CORP COM NEW 74143730 40 2364 SH SHARED 02 2364 D PRICE COMMUNICATIONS CORP COM NEW 74143730 149 8800 SH SHARED 17 8800 D PRICE T ROWE GROUP INC COM 74144T10 17489 462554 SH SHARED 462082 472 D PRICE T ROWE GROUP INC COM 74144T10 897 23724 SH SHR/OTHR 23724 D PRICE T ROWE GROUP INC COM 74144T10 1935 51200 SH SHARED 01 51200 D PRICE T ROWE GROUP INC COM 74144T10 2797 73981 SH SHARED 02 73981 D PRICE T ROWE GROUP INC COM 74144T10 939 24840 SH SHARED 06 24840 D PRICE T ROWE GROUP INC COM 74144T10 7 200 SH SHARED 10 200 D PRICE T ROWE GROUP INC COM 74144T10 6863 181532 SH SHARED 17 179932 1600 D PRICE T ROWE GROUP INC COM 74144T10 1028 27200 SH SHR/OTHR 23 27200 D PRICELINE COM INC NOTE 1.000% 8/0 741503AC 1435 1500000 PRN SHARED 1500000 D PRICELINE COM INC NOTE 2.250% 1/1 741503AE 3 4000 PRN SHARED 02 4000 D PRICELINE COM INC COM NEW 74150340 982 32916 SH SHARED 32916 D PRICELINE COM INC COM NEW 74150340 83 2800 SH SHARED 01 2800 D PRICELINE COM INC COM NEW 74150340 342 11459 SH SHARED 02 11459 D PRICELINE COM INC COM NEW 74150340 17 600 SH SHARED 17 600 D PRIDE INTL INC DEL NOTE 3.250% 5/0 74153QAD 255 191000 PRN SHARED 02 191000 D PRIDE INTL INC DEL COM 74153Q10 5810 186055 SH SHARED 185455 600 D PRIDE INTL INC DEL COM 74153Q10 1392 44600 SH SHARED 01 44600 D PRIDE INTL INC DEL COM 74153Q10 2201 70483 SH SHARED 02 40483 30000 D PRIDE INTL INC DEL COM 74153Q10 235 7550 SH SHARED 06 7550 D PRIDE INTL INC DEL COM 74153Q10 21 700 SH SHARED 10 700 D PRIDE INTL INC DEL COM 74153Q10 98 3138 SH SHARED 14 3138 D PRIDE INTL INC DEL COM 74153Q10 799 25600 SH SHARED 17 24100 1500 D PRIMEDIA INC COM 74157K10 326 178484 SH SHARED 178484 D PRIMEDIA INC COM 74157K10 179 98020 SH SHARED 02 98020 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 4 7200 SH SHARED 7200 D PRIMEWEST ENERGY TR TR UNIT NEW 74193030 764 25507 SH SHARED 25507 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 9293 167000 SH SHARED 166800 200 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 2509 45100 SH SHARED 01 45100 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 4272 76768 SH SHARED 02 76768 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 1357 24400 SH SHARED 06 24400 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 1641 29500 SH SHARED 10 29200 300 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 8169 146798 SH SHARED 17 146298 500 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 60 1088 SH SHR/OTHR 20 1088 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 386 6950 SH SHR/OTHR 23 6950 D PROASSURANCE CORP DBCV 3.900% 6/3 74267CAB 1208 980000 PRN SHARED 02 980000 D PROASSURANCE CORP COM 74267C10 335 6970 SH SHARED 6970 D PROASSURANCE CORP COM 74267C10 81 1700 SH SHARED 01 1700 D PROASSURANCE CORP COM 74267C10 949 19700 SH SHARED 10 19700 D PROASSURANCE CORP COM 74267C10 1406 29200 SH SHARED 17 16000 13200 D PRO PHARMACEUTICALS INC COM 74267T10 47 15000 SH SHARED 15000 D PROCENTURY CORP COM 74268T10 7159 522200 SH SHARED 17 522200 D PROCTER & GAMBLE CO COM 74271810 4259 76605 SH SHARED 76605 D PROCTER & GAMBLE CO COM 74271810 476970 8578610 SH SHARED 7573762 1004848 D PROCTER & GAMBLE CO COM 74271810 12364 222377 SH SHR/OTHR 222377 D PROCTER & GAMBLE CO COM 74271810 39023 701857 SH SHARED 01 701857 D PROCTER & GAMBLE CO COM 74271810 129938 2337015 SH SHARED 02 2337015 D PROCTER & GAMBLE CO COM 74271810 11781 211900 SH SHARED 04 211900 D PROCTER & GAMBLE CO COM 74271810 21654 389469 SH SHARED 06 389469 D PROCTER & GAMBLE CO COM 74271810 288216 5183752 SH SHARED 10 682090 4056840 444822 D PROCTER & GAMBLE CO COM 74271810 1852 33314 SH SHARED 14 33314 D PROCTER & GAMBLE CO COM 74271810 97716 1757493 SH SHARED 17 1548196 209297 D PROCTER & GAMBLE CO COM 74271810 160 2879 SH SHARED 19 2879 D PROCTER & GAMBLE CO COM 74271810 5480 98573 SH SHARED 20 8785 89788 D PROCTER & GAMBLE CO COM 74271810 3070 55220 SH SHR/OTHR 20 55220 D PROCTER & GAMBLE CO COM 74271810 2145 38597 SH SHARED 21 38597 D PROCTER & GAMBLE CO COM 74271810 605 10890 SH SHR/OTHR 21 10890 D PROCTER & GAMBLE CO COM 74271810 1891 34025 SH SHARED 22 21661 12364 D PROCTER & GAMBLE CO COM 74271810 944 16989 SH SHR/OTHR 22 16989 D PROCTER & GAMBLE CO COM 74271810 17536 315407 SH SHARED 23 299840 15567 D PROCTER & GAMBLE CO COM 74271810 39506 710554 SH SHR/OTHR 23 710554 D PRIVATEBANCORP INC COM 74296210 1642 39666 SH SHARED 39406 260 D PRIVATEBANCORP INC COM 74296210 27 665 SH SHR/OTHR 665 D PRIVATEBANCORP INC COM 74296210 36 873 SH SHARED 02 873 D PRIVATEBANCORP INC COM 74296210 6836 165090 SH SHARED 10 161090 4000 D PRIVATEBANCORP INC COM 74296210 14407 347920 SH SHARED 17 267220 80700 D PRIVATEBANCORP INC COM 74296210 16 400 SH SHARED 21 400 D PROGENICS PHARMACEUTICALS IN COM 74318710 2404 99957 SH SHARED 99957 D PROGENICS PHARMACEUTICALS IN COM 74318710 24 1000 SH SHARED 14 1000 D PROGRESS ENERGY INC COM 74326310 9043 210956 SH SHARED 203456 7500 D PROGRESS ENERGY INC COM 74326310 152 3567 SH SHR/OTHR 3567 D PROGRESS ENERGY INC COM 74326310 2156 50299 SH SHARED 01 50299 D PROGRESS ENERGY INC COM 74326310 5871 136964 SH SHARED 02 136964 D PROGRESS ENERGY INC COM 74326310 903 21070 SH SHARED 06 21070 D PROGRESS ENERGY INC COM 74326310 300 7000 SH SHARED 10 7000 D PROGRESS ENERGY INC COM 74326310 4869 113581 SH SHARED 17 100181 13400 D PROGRESS ENERGY INC COM 74326310 14 345 SH SHR/OTHR 21 345 D PROGRESS ENERGY INC COM 74326310 573 13371 SH SHARED 23 13371 D PROGRESS ENERGY INC COM 74326310 278 6487 SH SHR/OTHR 23 6487 D PROGRESS SOFTWARE CORP COM 74331210 251 10753 SH SHARED 10753 D PROGRESS SOFTWARE CORP COM 74331210 115 4927 SH SHARED 02 4927 D PROGRESS SOFTWARE CORP COM 74331210 98 4200 SH SHARED 10 4200 D PROGRESS SOFTWARE CORP COM 74331210 365 15600 SH SHARED 17 15600 D PROGRESSIVE CORP OHIO COM 74331510 12943 503460 SH SHARED 502540 920 D PROGRESSIVE CORP OHIO COM 74331510 3774 146800 SH SHARED 01 146800 D PROGRESSIVE CORP OHIO COM 74331510 5925 230483 SH SHARED 02 230483 D PROGRESSIVE CORP OHIO COM 74331510 1761 68532 SH SHARED 06 68532 D PROGRESSIVE CORP OHIO COM 74331510 678 26400 SH SHARED 10 18800 7600 D PROGRESSIVE CORP OHIO COM 74331510 401 15600 SH SHARED 14 15600 D PROGRESSIVE CORP OHIO COM 74331510 18520 720360 SH SHARED 17 716260 4100 D PROGRESSIVE GAMING INTL CORP COM 74332S10 73 9397 SH SHARED 9397 D PROGRESSIVE GAMING INTL CORP COM 74332S10 3 386 SH SHARED 02 386 D PROLOGIS SH BEN INT 74341010 22196 425879 SH SHARED 419112 6767 D PROLOGIS SH BEN INT 74341010 2319 44500 SH SHARED 01 44500 D PROLOGIS SH BEN INT 74341010 5358 102815 SH SHARED 02 102815 D PROLOGIS SH BEN INT 74341010 2241 43000 SH SHARED 04 43000 D PROLOGIS SH BEN INT 74341010 2689 51600 SH SHARED 10 51600 D PROLOGIS SH BEN INT 74341010 312422 5994291 SH SHARED 11 5994291 D PROLOGIS SH BEN INT 74341010 6415 123100 SH SHARED 17 99300 23800 D PROLOGIS SH BEN INT 74341010 2084 40000 SH SHARED 23 40000 D PROQUEST COMPANY COM 74346P10 187 15257 SH SHARED 15257 D PROQUEST COMPANY COM 74346P10 18 1500 SH SHARED 01 1500 D PROQUEST COMPANY COM 74346P10 9 799 SH SHARED 02 799 D PROQUEST COMPANY COM 74346P10 210 17100 SH SHARED 10 17100 D PROSPECT ENERGY CORP COM 74348T10 3410 200752 SH SHARED 17 200752 D PROSPECT STR HIGH INCOME PTF COM NEW 74358640 374 119400 SH SHARED 119400 D PROSPERITY BANCSHARES INC COM 74360610 782 23806 SH SHARED 23806 D PROSPERITY BANCSHARES INC COM 74360610 85 2600 SH SHARED 02 2600 D PROSPERITY BANCSHARES INC COM 74360610 670 20400 SH SHARED 10 20400 D PROSPERITY BANCSHARES INC COM 74360610 894 27200 SH SHARED 17 27200 D PROTECTIVE LIFE CORP COM 74367410 2349 50400 SH SHARED 50400 D PROTECTIVE LIFE CORP COM 74367410 890 19100 SH SHARED 01 19100 D PROTECTIVE LIFE CORP COM 74367410 1187 25474 SH SHARED 02 25474 D PROTECTIVE LIFE CORP COM 74367410 35 772 SH SHARED 06 772 D PROTECTIVE LIFE CORP COM 74367410 153 3300 SH SHARED 17 3300 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 7164 6615000 PRN SHARED 6615000 D PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF 9970 10000000 PRN SHARED 10000000 D PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF 3489 3500000 PRN SHARED 02 3500000 D PROVIDENCE SVC CORP COM 74381510 1206 44316 SH SHARED 43966 350 D PROVIDENCE SVC CORP COM 74381510 1 52 SH SHARED 02 52 D PROVIDENCE SVC CORP COM 74381510 5443 199920 SH SHARED 10 199920 D PROVIDENCE SVC CORP COM 74381510 9187 337390 SH SHARED 17 337390 D PROVIDENT BANKSHARES CORP COM 74385910 690 18980 SH SHARED 10325 8655 D PROVIDENT BANKSHARES CORP COM 74385910 7 200 SH SHARED 01 200 D PROVIDENT BANKSHARES CORP COM 74385910 13 369 SH SHARED 02 369 D PROVIDENT BANKSHARES CORP COM 74385910 152 4200 SH SHARED 10 4200 D PROVIDENT BANKSHARES CORP COM 74385910 2983 82000 SH SHARED 17 82000 D PROVIDENT ENERGY TR TR UNIT 74386K10 205 16615 SH SHARED 16615 D PROVIDENT ENERGY TR TR UNIT 74386K10 313 25350 SH SHR/OTHR 23 25350 D PROVIDENT FINL SVCS INC COM 74386T10 335 18712 SH SHARED 18712 D PROVIDENT FINL SVCS INC COM 74386T10 18 1017 SH SHARED 02 1017 D PROVIDENT FINL HLDGS INC COM 74386810 21 702 SH SHARED 702 D PROVIDENT FINL HLDGS INC COM 74386810 21 731 SH SHARED 02 731 D PROVIDENT NEW YORK BANCORP COM 74402810 142 10771 SH SHARED 10771 D PROVIDENT NEW YORK BANCORP COM 74402810 16 1214 SH SHARED 02 1214 D PRUDENTIAL FINL INC COM 74432010 33547 431753 SH SHARED 431253 500 D PRUDENTIAL FINL INC COM 74432010 6635 85400 SH SHARED 01 85400 D PRUDENTIAL FINL INC COM 74432010 11781 151627 SH SHARED 02 151627 D PRUDENTIAL FINL INC COM 74432010 12593 162078 SH SHARED 04 162078 D PRUDENTIAL FINL INC COM 74432010 3537 45532 SH SHARED 06 45532 D PRUDENTIAL FINL INC COM 74432010 4890 62942 SH SHARED 10 43442 19500 D PRUDENTIAL FINL INC COM 74432010 577 7434 SH SHARED 14 7434 D PRUDENTIAL FINL INC COM 74432010 881 11350 SH SHARED 15 11350 D PRUDENTIAL FINL INC COM 74432010 3885 50000 SH SHARED 16 50000 D PRUDENTIAL FINL INC COM 74432010 18481 237856 SH SHARED 17 227456 10400 D PRUDENTIAL FINL INC COM 74432010 349 4500 SH SHARED 19 4500 D PRUDENTIAL FINL INC COM 74432010 16 214 SH SHARED 22 214 D PRUDENTIAL FINL INC COM 74432010 368 4747 SH SHARED 23 4747 D PRUDENTIAL FINL INC COM 74432010 545 7025 SH SHR/OTHR 23 7025 D PRUDENTIAL PLC ADR 74435K20 963 42035 SH SHARED 38300 3735 D PT INDOSAT TBK SPONSORED ADR 74438310 551 23700 SH SHARED 23700 D PT INDOSAT TBK SPONSORED ADR 74438310 1991 85600 SH SHARED 01 85600 D PT INDOSAT TBK SPONSORED ADR 74438310 4267 183400 SH SHARED 10 183400 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 431 15062 SH SHARED 15062 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 35 1250 SH SHR/OTHR 1250 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 441 15400 SH SHARED 01 15400 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1719 60000 SH SHARED 04 60000 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1679 58600 SH SHARED 10 58600 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 28 1000 SH SHARED 17 600 400 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 115809 1751512 SH SHARED 1747417 4095 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 3451 52199 SH SHARED 01 52199 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 15094 228282 SH SHARED 02 228282 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 1364 20630 SH SHARED 06 20630 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 3121 47213 SH SHARED 10 40413 6800 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 7870 119029 SH SHARED 17 109029 10000 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 6 100 SH SHARED 23 100 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 49 750 SH SHR/OTHR 23 750 D PUBLIC STORAGE INC COM 74460D10 8430 111070 SH SHARED 105170 5900 D PUBLIC STORAGE INC COM 74460D10 781 10300 SH SHARED 01 10300 D PUBLIC STORAGE INC COM 74460D10 2868 37799 SH SHARED 02 37799 D PUBLIC STORAGE INC COM 74460D10 300113 3954060 SH SHARED 11 3954060 D PUBLIC STORAGE INC COM 74460D10 2982 39300 SH SHARED 17 32500 6800 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 341 12800 SH SHARED 11 12800 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 133 5000 SH SHR/OTHR 20 5000 D PUBLICIS S A NEW SPONSORED ADR 74463M10 467 12218 SH SHARED 12218 D PUGET ENERGY INC NEW COM 74531010 120 5600 SH SHARED 5600 D PUGET ENERGY INC NEW COM 74531010 799 37200 SH SHARED 01 37200 D PUGET ENERGY INC NEW COM 74531010 734 34187 SH SHARED 02 34187 D PUGET ENERGY INC NEW COM 74531010 24 1156 SH SHARED 06 1156 D PUGET ENERGY INC NEW COM 74531010 100 4677 SH SHARED 14 4677 D PUGET ENERGY INC NEW COM 74531010 511 23800 SH SHARED 17 23800 D PULTE HOMES INC COM 74586710 4872 169256 SH SHARED 168784 472 D PULTE HOMES INC COM 74586710 1269 44096 SH SHARED 01 44096 D PULTE HOMES INC COM 74586710 3978 138192 SH SHARED 02 138192 D PULTE HOMES INC COM 74586710 771 26791 SH SHARED 06 26791 D PULTE HOMES INC COM 74586710 4643 161300 SH SHARED 10 157600 3700 D PULTE HOMES INC COM 74586710 4092 142138 SH SHARED 17 140938 1200 D PUTNAM CALIF INVT GRADE MUN SH BEN INT 74644610 17 1334 SH SHARED 20 1334 D PUTNAM CALIF INVT GRADE MUN SH BEN INT 74644610 64 5000 SH SHR/OTHR 20 5000 D PUTMAN HIGH INCOME SEC FUND SHS BEN INT 74677910 37 5000 SH SHR/OTHR 20 5000 D PUTNAM HIGH YIELD MUN TR SH BEN INT 74678110 237 34869 SH SHARED 34869 D PUTNAM MANAGED HIGH YIELD TR SH BEN INT 74681910 99 11358 SH SHARED 11358 D PUTNAM MANAGED MUN INCOM TR COM 74682310 3 532 SH SHARED 532 D PUTNAM PREMIER INCOME TR SH BEN INT 74685310 2917 485521 SH SHARED 485521 D PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 349 58400 SH SHARED 58400 D PUTNAM TAX FREE HEALTH CARE SH BEN INT 74692010 1 109 SH SHARED 109 D PUTNAM N Y INVT GRADE MUN TR SH BEN INT 74692110 296 26100 SH SHARED 26100 D QLT INC NOTE 3.000% 9/1 746927AB 3009 3337000 PRN SHARED 3337000 D QLT INC COM 74692710 6225 879299 SH SHARED 879299 D QLT INC COM 74692710 359 50753 SH SHARED 02 50753 D QAD INC COM 74727D10 17 2293 SH SHARED 2293 D QAD INC COM 74727D10 66 8600 SH SHARED 01 8600 D QAD INC COM 74727D10 13 1746 SH SHARED 02 1746 D QLOGIC CORP COM 74727710 2196 127420 SH SHARED 127066 354 D QLOGIC CORP COM 74727710 780 45300 SH SHARED 01 45300 D QLOGIC CORP COM 74727710 1858 107787 SH SHARED 02 107787 D QLOGIC CORP COM 74727710 372 21596 SH SHARED 06 21596 D QLOGIC CORP COM 74727710 13763 798360 SH SHARED 10 798060 300 D QLOGIC CORP COM 74727710 337 19600 SH SHARED 14 19600 D QLOGIC CORP COM 74727710 1634 94818 SH SHARED 17 93218 1600 D QC HLDGS INC COM 74729T10 27 2063 SH SHARED 2063 D QC HLDGS INC COM 74729T10 4 362 SH SHARED 02 362 D QUALCOMM INC COM 74752510 276912 6910710 SH SHARED 6623026 287684 D QUALCOMM INC COM 74752510 1641 40978 SH SHR/OTHR 40978 D QUALCOMM INC COM 74752510 13098 326900 SH SHARED 01 326900 D QUALCOMM INC COM 74752510 42 1064 SH SHR/OTHR 01 1064 D QUALCOMM INC COM 74752510 18418 459658 SH SHARED 02 459658 D QUALCOMM INC COM 74752510 3405 85000 SH SHARED 04 85000 D QUALCOMM INC COM 74752510 9647 240763 SH SHARED 06 240763 D QUALCOMM INC COM 74752510 197937 4939801 SH SHARED 10 1878176 2789860 271765 D QUALCOMM INC COM 74752510 2609 65111 SH SHARED 14 65111 D QUALCOMM INC COM 74752510 2003 50000 SH SHARED 16 50000 D QUALCOMM INC COM 74752510 35689 890686 SH SHARED 17 876886 13800 D QUALCOMM INC COM 74752510 1093 27291 SH SHARED 20 3220 24071 D QUALCOMM INC COM 74752510 144 3600 SH SHR/OTHR 20 3600 D QUALCOMM INC COM 74752510 543 13556 SH SHARED 21 13556 D QUALCOMM INC COM 74752510 235 5885 SH SHR/OTHR 21 5885 D QUALCOMM INC COM 74752510 1187 29630 SH SHARED 22 19000 10630 D QUALCOMM INC COM 74752510 210 5250 SH SHR/OTHR 22 5250 D QUALCOMM INC COM 74752510 3754 93693 SH SHARED 23 84563 9130 D QUALCOMM INC COM 74752510 3409 85100 SH SHR/OTHR 23 85100 D QUALITY SYS INC COM 74758210 110 3004 SH SHARED 3004 D QUALITY SYS INC COM 74758210 2323 63100 SH SHARED 10 63100 D QUANTA SVCS INC SDCV 4.500%10/0 74762EAC 20089 12080000 PRN SHARED 02 12080000 D QUANTA SVCS INC COM 74762E10 2141 123565 SH SHARED 123565 D QUANTA SVCS INC COM 74762E10 712 41100 SH SHARED 01 41100 D QUANTA SVCS INC COM 74762E10 473 27300 SH SHARED 02 27300 D QUANTA SVCS INC COM 74762E10 1126 65000 SH SHARED 04 65000 D QUANEX CORP DBCV 2.500% 5/1 747620AE 1043 590000 PRN SHARED 590000 D QUANEX CORP COM 74762010 1596 37065 SH SHARED 37065 D QUANEX CORP COM 74762010 44 1027 SH SHARED 02 1027 D QUANEX CORP COM 74762010 5801 134700 SH SHARED 10 134700 D QUANEX CORP COM 74762010 4590 106575 SH SHARED 17 16900 89675 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 43 12850 SH SHARED 12850 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 3 1034 SH SHARED 02 1034 D QUANTUM CORP NOTE 4.375% 8/0 747906AE 450 500000 PRN SHARED 02 500000 D QUANTUM CORP COM DSSG 74790620 128 48911 SH SHARED 48911 D QUANTUM CORP COM DSSG 74790620 2 855 SH SHARED 02 855 D QUEBECOR WORLD INC COM NON-VTG 74820310 2 200 SH SHARED 01 200 D QUEBECOR WORLD INC COM NON-VTG 74820310 393 35832 SH SHARED 02 35832 D QUEBECOR WORLD INC COM NON-VTG 74820310 4 400 SH SHARED 06 400 D QUEENSTAKE RES LTD YUKON COM 74831410 409 1078200 SH SHARED 1078200 D QUEST DIAGNOSTICS INC COM 74834L10 15641 261046 SH SHARED 185355 75691 D QUEST DIAGNOSTICS INC COM 74834L10 71 1200 SH SHR/OTHR 1200 D QUEST DIAGNOSTICS INC COM 74834L10 2281 38070 SH SHARED 01 38070 D QUEST DIAGNOSTICS INC COM 74834L10 3705 61846 SH SHARED 02 61846 D QUEST DIAGNOSTICS INC COM 74834L10 904 15087 SH SHARED 06 15087 D QUEST DIAGNOSTICS INC COM 74834L10 671 11200 SH SHARED 10 6700 4500 D QUEST DIAGNOSTICS INC COM 74834L10 152551 2545918 SH SHARED 17 2534518 11400 D QUEST DIAGNOSTICS INC COM 74834L10 808 13491 SH SHARED 20 5761 7730 D QUEST DIAGNOSTICS INC COM 74834L10 480 8025 SH SHR/OTHR 20 8025 D QUEST DIAGNOSTICS INC COM 74834L10 29 500 SH SHARED 22 500 D QUEST DIAGNOSTICS INC COM 74834L10 1542 25750 SH SHARED 23 24850 900 D QUEST DIAGNOSTICS INC COM 74834L10 2079 34700 SH SHR/OTHR 23 34700 D QUEST SOFTWARE INC COM 74834T10 6196 442595 SH SHARED 442595 D QUEST SOFTWARE INC COM 74834T10 19174 1369600 SH SHARED 10 1360600 9000 D QUEST SOFTWARE INC COM 74834T10 257 18400 SH SHARED 17 18400 D QUEST RESOURCE CORP COM NEW 74834930 6906 509700 SH SHARED 17 509700 D QUEST CAP CORP NEW COM 74835U10 3 1600 SH SHARED 1600 D QUESTAR CORP COM 74835610 2937 36498 SH SHARED 35198 1300 D QUESTAR CORP COM 74835610 2213 27500 SH SHARED 01 27500 D QUESTAR CORP COM 74835610 1724 21426 SH SHARED 02 21426 D QUESTAR CORP COM 74835610 268 3341 SH SHARED 06 3341 D QUESTAR CORP COM 74835610 104 1300 SH SHARED 10 1300 D QUESTAR CORP COM 74835610 17 214 SH SHARED 14 214 D QUESTAR CORP COM 74835610 1014 12600 SH SHARED 17 9500 3100 D QUICKSILVER RESOURCES INC COM 74837R10 8899 241765 SH SHARED 241765 D QUICKSILVER RESOURCES INC COM 74837R10 1774 48200 SH SHARED 01 48200 D QUICKSILVER RESOURCES INC COM 74837R10 588 16000 SH SHARED 02 16000 D QUICKSILVER RESOURCES INC COM 74837R10 47 1300 SH SHARED 17 1000 300 D QUIKSILVER INC COM 74838C10 2467 202575 SH SHR/OTHR 202575 D QUIKSILVER INC COM 74838C10 590 48460 SH SHARED 44600 3860 D QUIKSILVER INC COM 74838C10 213 17500 SH SHARED 02 17500 D QUIKSILVER INC COM 74838C10 6325 519360 SH SHARED 10 497460 21900 D QUIKSILVER INC COM 74838C10 25959 2131300 SH SHARED 17 2131300 D QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY 75066 49549000 PRN SHARED 49549000 D QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY 863 570000 PRN SHARED 02 570000 D QWEST COMMUNICATIONS INTL IN COM 74912110 26780 3310368 SH SHARED 3294338 16030 D QWEST COMMUNICATIONS INTL IN COM 74912110 2497 308700 SH SHARED 01 308700 D QWEST COMMUNICATIONS INTL IN COM 74912110 6882 850763 SH SHARED 02 850763 D QWEST COMMUNICATIONS INTL IN COM 74912110 1214 150090 SH SHARED 06 150090 D QWEST COMMUNICATIONS INTL IN COM 74912110 3139 388100 SH SHARED 10 371900 16200 D QWEST COMMUNICATIONS INTL IN COM 74912110 328 40644 SH SHARED 14 40644 D QWEST COMMUNICATIONS INTL IN COM 74912110 1375 170000 SH SHARED 15 170000 D QWEST COMMUNICATIONS INTL IN COM 74912110 5629 695886 SH SHARED 17 652686 43200 D R & G FINANCIAL CORP CL B 74913610 70 8231 SH SHARED 8231 D R & G FINANCIAL CORP CL B 74913610 100 11750 SH SHARED 01 11750 D R & G FINANCIAL CORP CL B 74913610 14 1648 SH SHARED 02 1648 D R & G FINANCIAL CORP CL B 74913610 110 12900 SH SHARED 10 12900 D R & G FINANCIAL CORP CL B 74913610 107 12500 SH SHARED 17 12500 D RAIT INVT TR COM 74922710 444 15227 SH SHARED 15227 D RAIT INVT TR COM 74922710 52 1800 SH SHARED 01 1800 D RAIT INVT TR COM 74922710 0 12 SH SHARED 02 12 D RAIT INVT TR COM 74922710 1518 52000 SH SHARED 10 52000 D RAIT INVT TR COM 74922710 455 15600 SH SHARED 17 15600 D RCN CORP COM NEW 74936120 2259 90650 SH SHARED 90650 D RCN CORP COM NEW 74936120 159 6400 SH SHARED 10 6400 D RCN CORP COM NEW 74936120 668 26800 SH SHARED 17 26800 D RC2 CORP COM 74938810 199 5167 SH SHARED 5167 D R H DONNELLEY CORP COM NEW 74955W30 4832 89375 SH SHARED 84425 4950 D R H DONNELLEY CORP COM NEW 74955W30 141 2612 SH SHR/OTHR 2612 D R H DONNELLEY CORP COM NEW 74955W30 84 1559 SH SHARED 01 1559 D R H DONNELLEY CORP COM NEW 74955W30 364 6742 SH SHARED 02 6742 D R H DONNELLEY CORP COM NEW 74955W30 34600 639912 SH SHARED 17 631612 8300 D R H DONNELLEY CORP COM NEW 74955W30 15 295 SH SHR/OTHR 21 295 D R H DONNELLEY CORP COM NEW 74955W30 1330 24600 SH SHARED 23 19600 5000 D RLI CORP COM 74960710 279 5805 SH SHARED 5805 D RLI CORP COM 74960710 18 377 SH SHARED 02 377 D RLI CORP COM 74960710 144 3000 SH SHARED 10 3000 D RLI CORP COM 74960710 120 2500 SH SHARED 17 2500 D RMR REAL ESTATE FD SH BEN INT 74963F10 2303 160180 SH SHARED 160180 D RMR HOSPITALITY REAL ESTATE COM 74963J10 2651 137290 SH SHARED 137290 D RPC INC COM 74966010 150 6201 SH SHARED 6201 D RPC INC COM 74966010 99 4100 SH SHARED 01 4100 D RPC INC COM 74966010 49 2050 SH SHARED 02 2050 D RPC INC COM 74966010 7398 304700 SH SHARED 17 279600 25100 D RPM INTL INC NOTE 1.389% 5/1 749685AK 332 620000 PRN SHARED 02 620000 D RPM INTL INC COM 74968510 4117 228764 SH SHARED 219090 9674 D RPM INTL INC COM 74968510 523 29100 SH SHARED 01 29100 D RPM INTL INC COM 74968510 513 28500 SH SHARED 02 28500 D RPM INTL INC COM 74968510 113 6300 SH SHARED 17 3500 2800 D RSA SEC INC COM 74971910 2000 73828 SH SHARED 73828 D RSA SEC INC COM 74971910 615 22700 SH SHARED 01 22700 D RSA SEC INC COM 74971910 709 26186 SH SHARED 02 26186 D RSA SEC INC COM 74971910 2883 106400 SH SHARED 10 106400 D RSA SEC INC COM 74971910 514 19000 SH SHARED 17 19000 D RTI INTL METALS INC COM 74973W10 544 9750 SH SHARED 9750 D RTI INTL METALS INC COM 74973W10 67 1211 SH SHARED 02 1211 D RTI INTL METALS INC COM 74973W10 37217 666500 SH SHARED 17 666500 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 883 892000 PRN SHARED 892000 D RF MICRODEVICES INC COM 74994110 406 68028 SH SHARED 68028 D RF MICRODEVICES INC COM 74994110 322 54000 SH SHARED 01 54000 D RF MICRODEVICES INC COM 74994110 2783 466192 SH SHARED 02 466192 D RF MICRODEVICES INC COM 74994110 3530 591400 SH SHARED 10 591400 D RF MICRODEVICES INC COM 74994110 840 140800 SH SHARED 17 26400 114400 D RACKABLE SYS INC COM 75007710 1090 27616 SH SHARED 27341 275 D RACKABLE SYS INC COM 75007710 40 1033 SH SHARED 02 1033 D RACKABLE SYS INC COM 75007710 5323 134800 SH SHARED 10 134800 D RACKABLE SYS INC COM 75007710 7963 201666 SH SHARED 17 201666 D RADIAN GROUP INC COM 75023610 1419 22970 SH SHARED 22970 D RADIAN GROUP INC COM 75023610 9702 157047 SH SHARED 145350 11697 D RADIAN GROUP INC COM 75023610 1655 26800 SH SHARED 01 26800 D RADIAN GROUP INC COM 75023610 1332 21569 SH SHARED 02 21569 D RADIAN GROUP INC COM 75023610 273 4433 SH SHARED 06 4433 D RADIAN GROUP INC COM 75023610 1291 20900 SH SHARED 10 20800 100 D RADIAN GROUP INC COM 75023610 350 5668 SH SHARED 14 5668 D RADIAN GROUP INC COM 75023610 1334 21600 SH SHARED 17 12700 8900 D RADIAN GROUP INC COM 75023610 6810 110243 SH SHARED 19 110243 D RADIANT SYSTEMS INC COM 75025N10 121 11487 SH SHARED 11487 D RADIATION THERAPY SVCS INC COM 75032320 59 2204 SH SHARED 2204 D RADIOLOGIX INC COM 75040K10 209 91100 SH SHARED 91100 D RADIO ONE INC CL A 75040P10 4472 596277 SH SHARED 596277 D RADIO ONE INC CL D NON VTG 75040P40 3047 411779 SH SHR/OTHR 411779 D RADIO ONE INC CL D NON VTG 75040P40 476 64389 SH SHARED 64389 D RADIO ONE INC CL D NON VTG 75040P40 93 12600 SH SHARED 01 12600 D RADIO ONE INC CL D NON VTG 75040P40 3 483 SH SHARED 02 483 D RADIO ONE INC CL D NON VTG 75040P40 120 16300 SH SHARED 10 16300 D RADIO ONE INC CL D NON VTG 75040P40 1389 187800 SH SHARED 14 187800 D RADIOSHACK CORP COM 75043810 8431 602217 SH SHARED 602122 95 D RADIOSHACK CORP COM 75043810 231 16500 SH SHARED 01 16500 D RADIOSHACK CORP COM 75043810 1571 112264 SH SHARED 02 112264 D RADIOSHACK CORP COM 75043810 150 10750 SH SHARED 06 10750 D RADIOSHACK CORP COM 75043810 904 64640 SH SHARED 17 64640 D RADISYS CORP COM 75045910 111 5099 SH SHARED 5099 D RADISYS CORP COM 75045910 154 7025 SH SHARED 02 7025 D RAE SYS INC COM 75061P10 204 51100 SH SHARED 51100 D RAILAMERICA INC COM 75075310 27539 2632811 SH SHARED 2632811 D RAMBUS INC DEL NOTE 2/0 750917AB 5178 4849000 PRN SHARED 4849000 D RAMBUS INC DEL COM 75091710 2372 104033 SH SHARED 103033 1000 D RAMBUS INC DEL COM 75091710 70 3100 SH SHARED 01 3100 D RAMBUS INC DEL COM 75091710 139 6100 SH SHARED 02 6100 D RAMBUS INC DEL COM 75091710 301 13200 SH SHARED 17 12800 400 D RALCORP HLDGS INC NEW COM 75102810 296 6964 SH SHARED 6964 D RALCORP HLDGS INC NEW COM 75102810 37 875 SH SHARED 01 875 D RALCORP HLDGS INC NEW COM 75102810 19 463 SH SHARED 02 463 D RALCORP HLDGS INC NEW COM 75102810 157 3700 SH SHARED 10 3700 D RALCORP HLDGS INC NEW COM 75102810 18513 435300 SH SHARED 17 434700 600 D RALCORP HLDGS INC NEW COM 75102810 5 133 SH SHR/OTHR 23 133 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 3728 138434 SH SHARED 138434 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 78 2900 SH SHARED 10 2900 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 21886 812700 SH SHARED 11 812700 D RANDGOLD RES LTD ADR 75234430 2159 102824 SH SHARED 102824 D RANDGOLD RES LTD ADR 75234430 1785 85000 SH SHARED 04 85000 D RANDGOLD RES LTD ADR 75234430 16632 792000 SH SHARED 10 792000 D RANGE RES CORP COM 75281A10 3028 111400 SH SHARED 110900 500 D RANGE RES CORP COM 75281A10 225 8297 SH SHARED 02 8297 D RANGE RES CORP COM 75281A10 13 500 SH SHARED 10 500 D RANGE RES CORP COM 75281A10 2022 74400 SH SHARED 14 74400 D RANGE RES CORP COM 75281A10 1872 68864 SH SHARED 17 67064 1800 D RARE HOSPITALITY INTL INC COM 75382010 1124 39091 SH SHARED 39091 D RARE HOSPITALITY INTL INC COM 75382010 49 1729 SH SHR/OTHR 1729 D RARE HOSPITALITY INTL INC COM 75382010 222 7750 SH SHARED 01 7750 D RARE HOSPITALITY INTL INC COM 75382010 132 4616 SH SHARED 02 4616 D RARE HOSPITALITY INTL INC COM 75382010 2059 71600 SH SHARED 10 71600 D RARE HOSPITALITY INTL INC COM 75382010 1423 49500 SH SHARED 17 13100 36400 D RASER TECHNOLOGIES INC COM 75405510 0 100 SH SHARED 02 100 D RAVEN INDS INC COM 75421210 110 3509 SH SHARED 3509 D RAVEN INDS INC COM 75421210 80 2565 SH SHARED 02 2565 D RAYMOND JAMES FINANCIAL INC COM 75473010 236 7800 SH SHARED 7800 D RAYMOND JAMES FINANCIAL INC COM 75473010 930 30725 SH SHARED 01 30725 D RAYMOND JAMES FINANCIAL INC COM 75473010 1114 36803 SH SHARED 02 36803 D RAYMOND JAMES FINANCIAL INC COM 75473010 980 32400 SH SHARED 17 32400 D RAYMOND JAMES FINANCIAL INC COM 75473010 81 2700 SH SHARED 21 2700 D RAYONIER INC COM 75490710 174 4600 SH SHARED 4600 D RAYONIER INC COM 75490710 1009 26622 SH SHARED 01 26622 D RAYONIER INC COM 75490710 732 19315 SH SHARED 02 19315 D RAYONIER INC COM 75490710 928 24500 SH SHARED 10 24500 D RAYONIER INC COM 75490710 1029 27150 SH SHARED 17 4400 22750 D RAYTHEON CO COM NEW 75511150 231 5200 SH SHARED 5200 D RAYTHEON CO COM NEW 75511150 22759 510644 SH SHARED 440991 69653 D RAYTHEON CO COM NEW 75511150 43 987 SH SHR/OTHR 987 D RAYTHEON CO COM NEW 75511150 5463 122580 SH SHARED 01 122580 D RAYTHEON CO COM NEW 75511150 5983 134251 SH SHARED 02 134251 D RAYTHEON CO COM NEW 75511150 2674 60000 SH SHARED 04 60000 D RAYTHEON CO COM NEW 75511150 2575 57781 SH SHARED 06 57781 D RAYTHEON CO COM NEW 75511150 18353 411800 SH SHARED 10 90400 321400 D RAYTHEON CO COM NEW 75511150 510 11453 SH SHARED 14 11453 D RAYTHEON CO COM NEW 75511150 4457 100000 SH SHARED 16 100000 D RAYTHEON CO COM NEW 75511150 15891 356544 SH SHARED 17 194044 162500 D RAYTHEON CO COM NEW 75511150 40 900 SH SHARED 21 900 D RAYTHEON CO COM NEW 75511150 14 335 SH SHR/OTHR 21 335 D RAYTHEON CO COM NEW 75511150 93 2100 SH SHR/OTHR 22 2100 D RAYTHEON CO COM NEW 75511150 277 6225 SH SHARED 23 6225 D RAYTHEON CO COM NEW 75511150 431 9683 SH SHR/OTHR 23 9683 D RBC BEARINGS INC COM 75524B10 55 2464 SH SHARED 2464 D RBC BEARINGS INC COM 75524B10 1697 74800 SH SHARED 17 74800 D READERS DIGEST ASSN INC COM 75526710 5836 418089 SH SHARED 418089 D READERS DIGEST ASSN INC COM 75526710 350 25100 SH SHARED 01 25100 D READERS DIGEST ASSN INC COM 75526710 247 17718 SH SHARED 02 17718 D READERS DIGEST ASSN INC COM 75526710 3189 228500 SH SHARED 10 228500 D REAL ESTATE INCOME FUND INC COM 75588110 11909 632813 SH SHARED 632813 D REALNETWORKS INC NOTE 7/0 75605LAB 3675 3000000 PRN SHARED 3000000 D REALNETWORKS INC COM 75605L10 311 29113 SH SHARED 29113 D REALNETWORKS INC COM 75605L10 51 4800 SH SHARED 01 4800 D REALNETWORKS INC COM 75605L10 5 474 SH SHARED 02 474 D REALNETWORKS INC COM 75605L10 214 20000 SH SHARED 04 20000 D REALNETWORKS INC COM 75605L10 814 76100 SH SHARED 17 76100 D REALTY INCOME CORP COM 75610910 416 19000 SH SHARED 19000 D REALTY INCOME CORP COM 75610910 83 3800 SH SHARED 01 3800 D REALTY INCOME CORP COM 75610910 613 28000 SH SHARED 02 28000 D REALTY INCOME CORP COM 75610910 878 40100 SH SHARED 10 40100 D REALTY INCOME CORP COM 75610910 453 20700 SH SHARED 17 20700 D RECKSON ASSOCS RLTY CORP COM 75621K10 3599 86977 SH SHARED 86977 D RECKSON ASSOCS RLTY CORP COM 75621K10 206 5000 SH SHARED 02 5000 D RECKSON ASSOCS RLTY CORP COM 75621K10 641 15500 SH SHARED 04 15500 D RECKSON ASSOCS RLTY CORP COM 75621K10 159540 3855500 SH SHARED 11 3855500 D RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ 26196 24189000 PRN SHARED 24189000 D RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ 541 500000 PRN SHARED 02 500000 D RED HAT INC DBCV 0.500% 1/1 756577AB 19501 18007000 PRN SHARED 18007000 D RED HAT INC DBCV 0.500% 1/1 756577AB 27 25000 PRN SHARED 02 25000 D RED HAT INC COM 75657710 9306 397704 SH SHARED 397454 250 D RED HAT INC COM 75657710 114 4900 SH SHARED 01 4900 D RED HAT INC COM 75657710 2943 125800 SH SHARED 02 125800 D RED HAT INC COM 75657710 2597 110995 SH SHARED 17 108995 2000 D RED ROBIN GOURMET BURGERS IN COM 75689M10 1637 38483 SH SHARED 38208 275 D RED ROBIN GOURMET BURGERS IN COM 75689M10 30 725 SH SHR/OTHR 725 D RED ROBIN GOURMET BURGERS IN COM 75689M10 5 124 SH SHARED 02 124 D RED ROBIN GOURMET BURGERS IN COM 75689M10 7098 166790 SH SHARED 10 165990 800 D RED ROBIN GOURMET BURGERS IN COM 75689M10 17033 400230 SH SHARED 17 294630 105600 D REDBACK NETWORKS INC COM NEW 75720950 865 47179 SH SHARED 47179 D REDBACK NETWORKS INC COM NEW 75720950 751 40959 SH SHARED 02 40959 D REDBACK NETWORKS INC COM NEW 75720950 1065 58070 SH SHARED 17 58070 D REDDY ICE HLDGS INC COM 75734R10 51 2532 SH SHARED 2532 D REDDY ICE HLDGS INC COM 75734R10 10 500 SH SHARED 22 500 D REDIFF COM INDIA LTD SPONSORED ADR 75747910 117 7972 SH SHARED 7972 D REDIFF COM INDIA LTD SPONSORED ADR 75747910 10 736 SH SHARED 02 736 D REDWOOD TR INC COM 75807540 434 8906 SH SHARED 8906 D REDWOOD TR INC COM 75807540 249 5100 SH SHARED 01 5100 D REDWOOD TR INC COM 75807540 13 273 SH SHARED 02 273 D REDWOOD TR INC COM 75807540 2446 50100 SH SHARED 10 50100 D REDWOOD TR INC COM 75807540 2807 57500 SH SHARED 17 50700 6800 D REDWOOD TR INC COM 75807540 151 3100 SH SHARED 21 3100 D REED ELSEVIER N V SPONSORED ADR 75820410 828 27630 SH SHARED 27400 230 D REGAL BELOIT CORP COM 75875010 274 6226 SH SHARED 6226 D REGAL BELOIT CORP COM 75875010 238 5400 SH SHARED 02 5400 D REGAL BELOIT CORP COM 75875010 401 9100 SH SHARED 10 9100 D REGAL BELOIT CORP COM 75875010 406 9200 SH SHARED 17 9200 D REGAL ENTMT GROUP NOTE 3.750% 5/1 758766AB 2325 1691000 PRN SHARED 02 1691000 D REGAL ENTMT GROUP CL A 75876610 583 28700 SH SHARED 28700 D REGAL ENTMT GROUP CL A 75876610 313 15425 SH SHARED 02 15425 D REGAL ENTMT GROUP CL A 75876610 2867 141100 SH SHARED 10 141100 D REGAL ENTMT GROUP CL A 75876610 274 13500 SH SHARED 17 4100 9400 D REGENCY CTRS CORP COM 75884910 1472 23700 SH SHARED 20000 3700 D REGENCY CTRS CORP COM 75884910 1193 19200 SH SHARED 01 19200 D REGENCY CTRS CORP COM 75884910 1075 17300 SH SHARED 02 17300 D REGENCY CTRS CORP COM 75884910 522 8400 SH SHARED 10 8400 D REGENCY CTRS CORP COM 75884910 241258 3881867 SH SHARED 11 3881867 D REGENCY CTRS CORP COM 75884910 1519 24444 SH SHARED 17 7044 17400 D REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y10 3690 167743 SH SHARED 167743 D REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB 5947 6182000 PRN SHARED 6182000 D REGENERON PHARMACEUTICALS COM 75886F10 320 24977 SH SHARED 24977 D REGENERON PHARMACEUTICALS COM 75886F10 64 5000 SH SHARED 01 5000 D REGENERON PHARMACEUTICALS COM 75886F10 82 6412 SH SHARED 02 6412 D REGENERON PHARMACEUTICALS COM 75886F10 3884 303000 SH SHARED 04 303000 D REGENT COMMUNICATIONS INC DE COM 75886510 40 9994 SH SHARED 9994 D REGENT COMMUNICATIONS INC DE COM 75886510 20 5038 SH SHARED 02 5038 D REGIS CORP MINN COM 75893210 498 14005 SH SHARED 14005 D REGIS CORP MINN COM 75893210 484 13600 SH SHARED 01 13600 D REGIS CORP MINN COM 75893210 289 8129 SH SHARED 02 8129 D REGIS CORP MINN COM 75893210 163 4600 SH SHARED 10 4600 D REGIS CORP MINN COM 75893210 14 400 SH SHARED 17 400 D REGIS CORP MINN COM 75893210 42 1200 SH SHARED 21 1200 D REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E10 45065 306900 SH SHARED 306400 500 D REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E10 8 61 SH SHARED 02 61 D REGIONS FINANCIAL CORP NEW COM 7591EP10 9244 279116 SH SHARED 267668 11448 D REGIONS FINANCIAL CORP NEW COM 7591EP10 2733 82539 SH SHARED 01 82539 D REGIONS FINANCIAL CORP NEW COM 7591EP10 4146 125186 SH SHARED 02 125186 D REGIONS FINANCIAL CORP NEW COM 7591EP10 688 20776 SH SHARED 04 20776 D REGIONS FINANCIAL CORP NEW COM 7591EP10 1314 39692 SH SHARED 06 39692 D REGIONS FINANCIAL CORP NEW COM 7591EP10 9243 279100 SH SHARED 10 279100 D REGIONS FINANCIAL CORP NEW COM 7591EP10 218 6600 SH SHARED 14 6600 D REGIONS FINANCIAL CORP NEW COM 7591EP10 8593 259470 SH SHARED 17 253436 6034 D REGIONS FINANCIAL CORP NEW COM 7591EP10 28 865 SH SHR/OTHR 21 865 D REHABCARE GROUP INC COM 75914810 475 27384 SH SHARED 27384 D REHABCARE GROUP INC COM 75914810 4 244 SH SHARED 02 244 D REINSURANCE GROUP AMER INC COM 75935110 19 400 SH SHARED 400 D REINSURANCE GROUP AMER INC COM 75935110 222 4527 SH SHARED 02 4527 D REINSURANCE GROUP AMER INC COM 75935110 63 1293 SH SHARED 06 1293 D REINSURANCE GROUP AMER INC COM 75935110 447 9100 SH SHARED 17 9100 D REINSURANCE GROUP AMER INC PFD TR INC EQ 75935130 9185 151200 SH SHARED 151200 D RELIANCE STEEL & ALUMINUM CO COM 75950910 7662 92377 SH SHARED 92377 D RELIANCE STEEL & ALUMINUM CO COM 75950910 937 11300 SH SHARED 01 11300 D RELIANCE STEEL & ALUMINUM CO COM 75950910 1336 16109 SH SHARED 02 16109 D RELIANCE STEEL & ALUMINUM CO COM 75950910 16 200 SH SHARED 06 200 D RELIANCE STEEL & ALUMINUM CO COM 75950910 1235 14900 SH SHARED 17 10100 4800 D RELIANT ENERGY INC NOTE 5.000% 8/1 75952BAD 7668 5573000 PRN SHARED 02 5573000 D RELIANT ENERGY INC COM 75952B10 11043 921830 SH SHARED 917730 4100 D RELIANT ENERGY INC COM 75952B10 37 3107 SH SHR/OTHR 3107 D RELIANT ENERGY INC COM 75952B10 601 50167 SH SHARED 01 50167 D RELIANT ENERGY INC COM 75952B10 2004 167300 SH SHARED 02 167300 D RELIANT ENERGY INC COM 75952B10 96 8080 SH SHARED 06 8080 D RELIANT ENERGY INC COM 75952B10 55 4600 SH SHARED 10 4600 D RELIANT ENERGY INC COM 75952B10 17 1483 SH SHARED 14 1483 D RELIANT ENERGY INC COM 75952B10 250 20900 SH SHARED 17 10700 10200 D RELIANT ENERGY INC COM 75952B10 28 2365 SH SHR/OTHR 23 2365 D REMINGTON OIL & GAS CORP COM 75959430 8409 191245 SH SHARED 191245 D REMINGTON OIL & GAS CORP COM 75959430 7883 179300 SH SHARED 02 179300 D RENAISSANCE LEARNING INC COM 75968L10 23 1753 SH SHARED 1753 D RENAISSANCE LEARNING INC COM 75968L10 0 61 SH SHARED 02 61 D RENASANT CORP COM 75970E10 98 2448 SH SHARED 2448 D RENASANT CORP COM 75970E10 6 165 SH SHARED 02 165 D RENOVIS INC COM 75988510 83 5437 SH SHARED 5437 D RENOVIS INC COM 75988510 128 8400 SH SHARED 01 8400 D RENOVIS INC COM 75988510 3 244 SH SHARED 02 244 D RENOVIS INC COM 75988510 353 23064 SH SHARED 20 23064 D RENT A CTR INC NEW COM 76009N10 1640 66000 SH SHARED 66000 D RENT A CTR INC NEW COM 76009N10 582 23450 SH SHARED 01 23450 D RENT A CTR INC NEW COM 76009N10 397 16000 SH SHARED 02 16000 D RENT A CTR INC NEW COM 76009N10 290 11700 SH SHARED 10 11700 D RENT A CTR INC NEW COM 76009N10 1096 44100 SH SHARED 17 44100 D RENT WAY INC COM 76009U10 46 6245 SH SHARED 6245 D RENT WAY INC COM 76009U10 28 3818 SH SHARED 02 3818 D REPSOL YPF S A SPONSORED ADR 76026T20 4240 151120 SH SHARED 147120 4000 D REPSOL YPF S A SPONSORED ADR 76026T20 716 25550 SH SHARED 01 25550 D REPSOL YPF S A SPONSORED ADR 76026T20 24776 882975 SH SHARED 10 882975 D REPSOL YPF S A SPONSORED ADR 76026T20 1841 65625 SH SHARED 17 65625 D REPUBLIC AWYS HLDGS INC COM 76027610 53 3139 SH SHARED 3139 D REPUBLIC AWYS HLDGS INC COM 76027610 413 24300 SH SHARED 10 24300 D REPUBLIC BANCORP KY CL A 76028120 31 1516 SH SHARED 1516 D REPUBLIC BANCORP KY CL A 76028120 2 140 SH SHARED 02 140 D REPUBLIC BANCORP INC COM 76028210 489 39497 SH SHARED 27411 12086 D REPUBLIC BANCORP INC COM 76028210 21 1773 SH SHARED 02 1773 D REPUBLIC BANCORP INC COM 76028210 168 13590 SH SHARED 10 13590 D REPUBLIC COS GROUP INC COM 76034910 17 990 SH SHARED 990 D REPUBLIC COS GROUP INC COM 76034910 14 820 SH SHARED 02 820 D REPUBLIC PROPERTY TR COM 76073710 63 6406 SH SHARED 6406 D REPUBLIC SVCS INC COM 76075910 39128 969976 SH SHARED 896440 73536 D REPUBLIC SVCS INC COM 76075910 1698 42100 SH SHARED 01 42100 D REPUBLIC SVCS INC COM 76075910 1679 41636 SH SHARED 02 41636 D REPUBLIC SVCS INC COM 76075910 495 12282 SH SHARED 06 12282 D REPUBLIC SVCS INC COM 76075910 16361 405600 SH SHARED 10 405600 D REPUBLIC SVCS INC COM 76075910 310 7700 SH SHARED 14 7700 D REPUBLIC SVCS INC COM 76075910 7584 188010 SH SHARED 17 28810 159200 D RES-CARE INC COM 76094310 107 5363 SH SHARED 5363 D RES-CARE INC COM 76094310 216 10800 SH SHARED 17 10800 D RESEARCH IN MOTION LTD COM 76097510 27842 399066 SH SHARED 398766 300 D RESEARCH IN MOTION LTD COM 76097510 104 1500 SH SHARED 01 1500 D RESEARCH IN MOTION LTD COM 76097510 44852 642866 SH SHARED 02 642866 D RESEARCH IN MOTION LTD COM 76097510 1385 19865 SH SHARED 06 19865 D RESEARCH IN MOTION LTD COM 76097510 15495 222100 SH SHARED 10 221800 300 D RESEARCH IN MOTION LTD COM 76097510 5838 83680 SH SHARED 17 82580 1100 D RESEARCH IN MOTION LTD COM 76097510 6 100 SH SHARED 20 100 D RESEARCH IN MOTION LTD COM 76097510 18 260 SH SHR/OTHR 21 260 D RESTORATION HARDWARE INC DEL COM 76098110 64 9000 SH SHARED 9000 D RESTORATION HARDWARE INC DEL COM 76098110 2 402 SH SHARED 02 402 D RESTORATION HARDWARE INC DEL COM 76098110 13 1900 SH SHR/OTHR 23 1900 D RESMED INC COM 76115210 4751 101200 SH SHARED 101200 D RESMED INC COM 76115210 236 5028 SH SHARED 02 5028 D RESMED INC COM 76115210 2286 48700 SH SHARED 10 48700 D RESMED INC COM 76115210 1599 34070 SH SHARED 17 34070 D RESOURCE AMERICA INC CL A 76119520 82 4309 SH SHARED 3659 650 D RESOURCE AMERICA INC CL A 76119520 1 80 SH SHARED 02 80 D RESOURCE CAP CORP COM 76120W30 12 963 SH SHARED 963 D RESOURCE CAP CORP COM 76120W30 0 14 SH SHARED 02 14 D RESOURCES CONNECTION INC COM 76122Q10 25 1000 SH SHARED 1000 D RESOURCES CONNECTION INC COM 76122Q10 310 12413 SH SHARED 12413 D RESOURCES CONNECTION INC COM 76122Q10 8 322 SH SHARED 02 322 D RESOURCES CONNECTION INC COM 76122Q10 135 5400 SH SHARED 10 5400 D RESOURCES CONNECTION INC COM 76122Q10 167 6700 SH SHARED 17 6700 D RESPIRONICS INC COM 76123010 13 400 SH SHARED 400 D RESPIRONICS INC COM 76123010 164 4818 SH SHARED 02 4818 D RESPIRONICS INC COM 76123010 1916 56000 SH SHARED 10 56000 D RESPIRONICS INC COM 76123010 1139 33300 SH SHARED 17 33300 D RETAIL HOLDRS TR DEP RCPT 76127U10 359205 3796700 SH SHARED 3796700 D RETAIL HOLDRS TR DEP RCPT 76127U10 946 10000 SH SHARED 02 10000 D RETAIL HOLDRS TR DEP RCPT 76127U10 113 1200 SH SHARED 17 1200 D RESTORE MEDICAL INC COM 76128C10 110 14400 SH SHARED 02 14400 D RETAIL VENTURES INC COM 76128Y10 879 49378 SH SHARED 49378 D RETAIL VENTURES INC COM 76128Y10 11 638 SH SHARED 02 638 D REUNION INDS INC COM 76131210 0 90 SH SHR/OTHR 90 D REUTERS GROUP PLC SPONSORED ADR 76132M10 2396 56376 SH SHARED 55670 706 D REUTERS GROUP PLC SPONSORED ADR 76132M10 11 260 SH SHR/OTHR 260 D REUTERS GROUP PLC SPONSORED ADR 76132M10 42 1000 SH SHR/OTHR 23 1000 D REVLON INC CL A 76152550 88 70251 SH SHARED 70251 D REVLON INC CL A 76152550 329 261621 SH SHARED 02 261621 D REXAM PLC SP ADR NEW2001 76165540 2821 57587 SH SHARED 57587 D REYNOLDS & REYNOLDS CO CL A 76169510 171 5600 SH SHARED 5600 D REYNOLDS & REYNOLDS CO CL A 76169510 499 16300 SH SHARED 01 16300 D REYNOLDS & REYNOLDS CO CL A 76169510 515 16815 SH SHARED 02 16815 D REYNOLDS & REYNOLDS CO CL A 76169510 30 1000 SH SHARED 17 500 500 D REYNOLDS & REYNOLDS CO CL A 76169510 64 2100 SH SHARED 21 2100 D REYNOLDS AMERICAN INC COM 76171310 19255 167003 SH SHARED 167003 D REYNOLDS AMERICAN INC COM 76171310 1844 16000 SH SHARED 01 16000 D REYNOLDS AMERICAN INC COM 76171310 3068 26609 SH SHARED 02 26609 D REYNOLDS AMERICAN INC COM 76171310 5188 45000 SH SHARED 04 45000 D REYNOLDS AMERICAN INC COM 76171310 903 7838 SH SHARED 06 7838 D REYNOLDS AMERICAN INC COM 76171310 2698 23400 SH SHARED 10 23400 D REYNOLDS AMERICAN INC COM 76171310 45 392 SH SHARED 14 392 D REYNOLDS AMERICAN INC COM 76171310 171903 1490923 SH SHARED 17 1489923 1000 D RHODIA SPONSORED ADR 76239710 447 224700 SH SHARED 224700 D RICHARDSON ELECTRS LTD COM 76316510 58 8000 SH SHARED 8000 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 56 5788 SH SHARED 5788 D RIGHTNOW TECHNOLOGIES INC COM 76657R10 40 2433 SH SHARED 2433 D RIGHTNOW TECHNOLOGIES INC COM 76657R10 175 10500 SH SHARED 02 10500 D RIGHTNOW TECHNOLOGIES INC COM 76657R10 1699 101900 SH SHARED 17 101900 D RIMAGE CORP COM 76672110 38 1874 SH SHARED 1874 D RIMAGE CORP COM 76672110 37 1828 SH SHARED 02 1828 D RIO NARCEA GOLD MINES INC COM 76690910 155 77800 SH SHARED 77800 D RIO TINTO PLC SPONSORED ADR 76720410 57173 272632 SH SHARED 272632 D RITE AID CORP NOTE 4.750%12/0 767754BA 53450 53936000 PRN SHARED 53936000 D RITE AID CORP NOTE 4.750%12/0 767754BA 396 400000 PRN SHARED 02 400000 D RITE AID CORP COM 76775410 453 107055 SH SHARED 107055 D RITE AID CORP COM 76775410 474 112000 SH SHARED 02 112000 D RITE AID CORP COM 76775410 15 3700 SH SHARED 17 3700 D RIVIERA HLDGS CORP COM 76962710 43 2165 SH SHARED 2165 D ROBBINS & MYERS INC COM 77019610 71 2750 SH SHARED 2750 D ROBBINS & MYERS INC COM 77019610 3 120 SH SHARED 02 120 D ROBERT HALF INTL INC COM 77032310 5993 142696 SH SHARED 115460 27236 D ROBERT HALF INTL INC COM 77032310 1293 30800 SH SHARED 01 30800 D ROBERT HALF INTL INC COM 77032310 2641 62887 SH SHARED 02 62887 D ROBERT HALF INTL INC COM 77032310 651 15501 SH SHARED 06 15501 D ROBERT HALF INTL INC COM 77032310 2360 56200 SH SHARED 10 15800 40400 D ROBERT HALF INTL INC COM 77032310 393 9363 SH SHARED 14 9363 D ROBERT HALF INTL INC COM 77032310 6685 159175 SH SHARED 17 87875 71300 D ROCK-TENN CO CL A 77273920 526 33008 SH SHARED 33008 D ROCK-TENN CO CL A 77273920 103 6500 SH SHARED 01 6500 D ROCK-TENN CO CL A 77273920 784 49200 SH SHARED 10 49200 D ROCK-TENN CO CL A 77273920 676 42400 SH SHARED 17 42400 D ROCKWELL AUTOMATION INC COM 77390310 9218 128012 SH SHARED 127576 436 D ROCKWELL AUTOMATION INC COM 77390310 2981 41399 SH SHARED 01 41399 D ROCKWELL AUTOMATION INC COM 77390310 3810 52922 SH SHARED 02 52922 D ROCKWELL AUTOMATION INC COM 77390310 665 9235 SH SHARED 04 9235 D ROCKWELL AUTOMATION INC COM 77390310 1151 15990 SH SHARED 06 15990 D ROCKWELL AUTOMATION INC COM 77390310 12320 171100 SH SHARED 10 170900 200 D ROCKWELL AUTOMATION INC COM 77390310 19 273 SH SHARED 14 273 D ROCKWELL AUTOMATION INC COM 77390310 2232 31000 SH SHARED 15 31000 D ROCKWELL AUTOMATION INC COM 77390310 10155 141023 SH SHARED 17 138823 2200 D ROCKWELL AUTOMATION INC COM 77390310 14 200 SH SHARED 19 200 D ROCKVILLE FINL INC COM 77418610 30 2086 SH SHARED 2086 D ROCKVILLE FINL INC COM 77418610 1 100 SH SHARED 02 100 D ROCKWELL COLLINS INC COM 77434110 8225 147230 SH SHARED 146994 236 D ROCKWELL COLLINS INC COM 77434110 2234 39999 SH SHARED 01 39999 D ROCKWELL COLLINS INC COM 77434110 2744 49120 SH SHARED 02 49120 D ROCKWELL COLLINS INC COM 77434110 1335 23900 SH SHARED 06 23900 D ROCKWELL COLLINS INC COM 77434110 11 200 SH SHARED 10 200 D ROCKWELL COLLINS INC COM 77434110 225 4029 SH SHARED 14 4029 D ROCKWELL COLLINS INC COM 77434110 1731 31000 SH SHARED 15 31000 D ROCKWELL COLLINS INC COM 77434110 223794 4005622 SH SHARED 17 4005022 600 D ROCKWOOD HLDGS INC COM 77441510 114 4970 SH SHARED 4970 D ROCKWOOD HLDGS INC COM 77441510 1242 54000 SH SHARED 14 54000 D ROCKWOOD HLDGS INC COM 77441510 508 22100 SH SHARED 17 22100 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 2740 47683 SH SHARED 47683 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 97 1700 SH SHARED 01 1700 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 31 544 SH SHARED 02 544 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 620 10800 SH SHARED 06 10800 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 2356 41000 SH SHARED 10 41000 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 890 15500 SH SHARED 17 4000 11500 D ROGERS COMMUNICATIONS INC CL B 77510920 29222 723335 SH SHARED 721192 2143 D ROGERS COMMUNICATIONS INC CL B 77510920 36 900 SH SHARED 01 900 D ROGERS COMMUNICATIONS INC CL B 77510920 2336 57833 SH SHARED 02 57833 D ROGERS COMMUNICATIONS INC CL B 77510920 65 1631 SH SHARED 06 1631 D ROGERS COMMUNICATIONS INC CL B 77510920 88 2200 SH SHARED 10 2200 D ROGERS COMMUNICATIONS INC CL B 77510920 230 5693 SH SHARED 14 5693 D ROGERS COMMUNICATIONS INC CL B 77510920 210 5200 SH SHARED 17 5200 D ROGERS COMMUNICATIONS INC CL B 77510920 58 1460 SH SHARED 21 1460 D ROGERS CORP COM 77513310 226 4024 SH SHARED 4024 D ROGERS CORP COM 77513310 9 161 SH SHARED 02 161 D ROGERS CORP COM 77513310 67 1200 SH SHARED 17 1200 D ROHM & HAAS CO COM 77537110 7937 158368 SH SHARED 157879 489 D ROHM & HAAS CO COM 77537110 43 858 SH SHR/OTHR 858 D ROHM & HAAS CO COM 77537110 1894 37790 SH SHARED 01 37790 D ROHM & HAAS CO COM 77537110 2374 47368 SH SHARED 02 47368 D ROHM & HAAS CO COM 77537110 680 13586 SH SHARED 06 13586 D ROHM & HAAS CO COM 77537110 210 4200 SH SHARED 10 3600 600 D ROHM & HAAS CO COM 77537110 125 2500 SH SHARED 14 2500 D ROHM & HAAS CO COM 77537110 3582 71483 SH SHARED 17 68983 2500 D ROHM & HAAS CO COM 77537110 8 165 SH SHR/OTHR 23 165 D ROLLINS INC COM 77571110 160 8191 SH SHARED 8191 D ROLLINS INC COM 77571110 273 13950 SH SHARED 01 13950 D ROLLINS INC COM 77571110 104 5340 SH SHARED 02 5340 D ROLLINS INC COM 77571110 13 700 SH SHARED 17 700 D ROME BANCORP INC NEW COM 77587P10 1242 96366 SH SHARED 96366 D ROPER INDS INC NEW NOTE 1.481% 1/1 776696AA 10 18000 PRN SHARED 02 18000 D ROPER INDS INC NEW COM 77669610 13267 283800 SH SHARED 283800 D ROPER INDS INC NEW COM 77669610 1009 21600 SH SHARED 01 21600 D ROPER INDS INC NEW COM 77669610 1497 32023 SH SHARED 02 32023 D ROPER INDS INC NEW COM 77669610 1691 36180 SH SHARED 10 36180 D ROPER INDS INC NEW COM 77669610 56 1200 SH SHARED 14 1200 D ROPER INDS INC NEW COM 77669610 36702 785070 SH SHARED 17 784870 200 D ROSETTA RESOURCES INC COM 77777930 1963 118167 SH SHARED 118167 D ROSETTA RESOURCES INC COM 77777930 275 16600 SH SHARED 10 16600 D ROSS STORES INC COM 77829610 10848 386768 SH SHARED 386414 354 D ROSS STORES INC COM 77829610 1116 39800 SH SHARED 01 39800 D ROSS STORES INC COM 77829610 1796 64029 SH SHARED 02 64029 D ROSS STORES INC COM 77829610 139 4970 SH SHARED 06 4970 D ROSS STORES INC COM 77829610 8 300 SH SHARED 10 300 D ROSS STORES INC COM 77829610 227 8100 SH SHARED 14 8100 D ROSS STORES INC COM 77829610 215 7700 SH SHARED 17 6200 1500 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 9386 323666 SH SHARED 323666 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 3395 117100 SH SHARED 06 117100 D ROTECH HEALTHCARE INC COM 77866910 5 1474 SH SHARED 1474 D ROTECH HEALTHCARE INC COM 77866910 979 260611 SH SHARED 02 260611 D ROWAN COS INC COM 77938210 35 1000 SH SHARED 1000 D ROWAN COS INC COM 77938210 20075 564063 SH SHARED 558308 5755 D ROWAN COS INC COM 77938210 36 1037 SH SHR/OTHR 1037 D ROWAN COS INC COM 77938210 946 26599 SH SHARED 01 26599 D ROWAN COS INC COM 77938210 4255 119576 SH SHARED 02 119576 D ROWAN COS INC COM 77938210 519 14590 SH SHARED 06 14590 D ROWAN COS INC COM 77938210 8116 228050 SH SHARED 10 227550 500 D ROWAN COS INC COM 77938210 281 7904 SH SHARED 14 7904 D ROWAN COS INC COM 77938210 22127 621721 SH SHARED 17 620721 1000 D ROWAN COS INC COM 77938210 50 1405 SH SHARED 20 1405 D ROWAN COS INC COM 77938210 3 110 SH SHR/OTHR 20 110 D ROWAN COS INC COM 77938210 109 3080 SH SHARED 21 900 2180 D ROWAN COS INC COM 77938210 131 3700 SH SHARED 22 3500 200 D ROWAN COS INC COM 77938210 184 5190 SH SHARED 23 4940 250 D ROWAN COS INC COM 77938210 47 1345 SH SHR/OTHR 23 1345 D ROYAL & SUN ALLIANCE INS SPON ADR NEW 78004V20 3196 255338 SH SHARED 255338 D ROYAL BANCSHARES PA INC CL A 78008110 22 942 SH SHARED 942 D ROYAL BANCSHARES PA INC CL A 78008110 0 36 SH SHARED 02 36 D ROYAL BK CDA MONTREAL QUE COM 78008710 55008 1351554 SH SHARED 1345900 5654 D ROYAL BK CDA MONTREAL QUE COM 78008710 22 560 SH SHARED 01 560 D ROYAL BK CDA MONTREAL QUE COM 78008710 22408 550578 SH SHARED 02 550578 D ROYAL BK CDA MONTREAL QUE COM 78008710 364 8956 SH SHARED 06 8956 D ROYAL BK CDA MONTREAL QUE COM 78008710 48 1200 SH SHARED 10 1200 D ROYAL BK CDA MONTREAL QUE COM 78008710 793 19501 SH SHARED 14 19501 D ROYAL BK CDA MONTREAL QUE COM 78008710 122 3000 SH SHARED 17 3000 D ROYAL BK CDA MONTREAL QUE COM 78008710 28 700 SH SHR/OTHR 23 700 D ROYAL CARIBBEAN CRUISES LTD NOTE 5/1 780153AM 18000 37500000 PRN SHARED 37500000 D ROYAL CARIBBEAN CRUISES LTD NOTE 5/1 780153AM 549 1145000 PRN SHARED 02 1145000 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 131 1877 SH SHARED 1877 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 60 862 SH SHR/OTHR 862 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 1214 17377 SH SHARED 06 17377 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 96 1379 SH SHARED 23 1379 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 252 3620 SH SHR/OTHR 23 3620 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 111822 1669486 SH SHARED 1423012 246474 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 11084 165493 SH SHR/OTHR 165493 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 5097 76099 SH SHARED 01 76099 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 214 3200 SH SHR/OTHR 01 3200 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 2805 41890 SH SHARED 10 41890 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 736 11000 SH SHARED 14 11000 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 1849 27612 SH SHARED 20 3476 24136 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 518 7744 SH SHR/OTHR 20 7744 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 5 75 SH SHARED 21 75 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 562 8400 SH SHR/OTHR 21 8400 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 147 2200 SH SHARED 22 1200 1000 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 359 5367 SH SHR/OTHR 22 5367 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 11021 164553 SH SHARED 23 150653 13900 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 15055 224775 SH SHR/OTHR 23 224775 D ROYAL GOLD INC COM 78028710 1760 63292 SH SHARED 4045 59247 D ROYAL GOLD INC COM 78028710 303 10900 SH SHARED 01 10900 D ROYAL KPN NV SPONSORED ADR 78064120 1200 106500 SH SHARED 106500 D ROYCE FOCUS TR COM 78080N10 1 193 SH SHARED 193 D RUBIOS RESTAURANTS INC COM 78116B10 12 1500 SH SHARED 22 1500 D RUBY TUESDAY INC COM 78118210 731 29983 SH SHARED 29983 D RUBY TUESDAY INC COM 78118210 446 18300 SH SHARED 01 18300 D RUBY TUESDAY INC COM 78118210 263 10786 SH SHARED 02 10786 D RUBY TUESDAY INC COM 78118210 148 6100 SH SHARED 10 6100 D RUBY TUESDAY INC COM 78118210 622 25500 SH SHARED 17 25500 D RUDDICK CORP COM 78125810 262 10693 SH SHARED 10693 D RUDDICK CORP COM 78125810 291 11900 SH SHARED 01 11900 D RUDDICK CORP COM 78125810 181 7387 SH SHARED 02 7387 D RUDDICK CORP COM 78125810 237 9700 SH SHARED 10 9700 D RUDDICK CORP COM 78125810 7 300 SH SHARED 17 300 D RUDOLPH TECHNOLOGIES INC COM 78127010 527 36391 SH SHARED 36391 D RUSH ENTERPRISES INC CL A 78184620 83 4588 SH SHARED 4588 D RUSH ENTERPRISES INC CL A 78184620 18 1010 SH SHARED 02 1010 D RUSS BERRIE & CO COM 78223310 32 2661 SH SHARED 2661 D RUSS BERRIE & CO COM 78223310 1 107 SH SHARED 02 107 D RUSSELL CORP COM 78235210 1079 59466 SH SHARED 59466 D RUSSELL CORP COM 78235210 4 263 SH SHARED 02 263 D RUSSELL CORP COM 78235210 9 500 SH SHARED 17 500 D RUTHS CHRIS STEAK HSE INC COM 78333210 56 2762 SH SHARED 2762 D RUTHS CHRIS STEAK HSE INC COM 78333210 1819 89100 SH SHARED 17 89100 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 125926 2388597 SH SHARED 2388597 D RYANS RESTAURANT GROUP INC COM 78352010 46600 3912739 SH SHARED 3912739 D RYANS RESTAURANT GROUP INC COM 78352010 21 1800 SH SHARED 01 1800 D RYANS RESTAURANT GROUP INC COM 78352010 5 454 SH SHARED 02 454 D RYANS RESTAURANT GROUP INC COM 78352010 1242 104300 SH SHARED 10 104300 D RYDER SYS INC COM 78354910 5519 94462 SH SHARED 62762 31700 D RYDER SYS INC COM 78354910 1571 26900 SH SHARED 01 26900 D RYDER SYS INC COM 78354910 1748 29927 SH SHARED 02 29927 D RYDER SYS INC COM 78354910 470 8052 SH SHARED 06 8052 D RYDER SYS INC COM 78354910 14923 255400 SH SHARED 10 45200 210200 D RYDER SYS INC COM 78354910 7510 128542 SH SHARED 17 23242 105300 D RYERSON INC COM 78375P10 1161 43011 SH SHARED 43011 D RYERSON INC COM 78375P10 15 577 SH SHARED 02 577 D RYERSON INC COM 78375P10 218 8100 SH SHARED 10 8100 D RYLAND GROUP INC COM 78376410 918 21087 SH SHARED 21087 D RYLAND GROUP INC COM 78376410 557 12800 SH SHARED 01 12800 D RYLAND GROUP INC COM 78376410 3971 91141 SH SHARED 02 91141 D RYLAND GROUP INC COM 78376410 609 14000 SH SHARED 15 14000 D RYLAND GROUP INC COM 78376410 178 4100 SH SHARED 17 4100 D S&P 500 PROTECTED EQUITY FD COM 78379P10 112 12066 SH SHARED 12066 D S&P 500 COVERED CALL FD INC COM 78381P10 304 18495 SH SHARED 18495 D S & P 500 GEARED FD INC COM 78381R10 161 8487 SH SHARED 8487 D S & T BANCORP INC COM 78385910 208 6273 SH SHARED 6273 D S & T BANCORP INC COM 78385910 9 300 SH SHARED 01 300 D S & T BANCORP INC COM 78385910 13 407 SH SHARED 02 407 D S & T BANCORP INC COM 78385910 328 9900 SH SHARED 17 9900 D SBA COMMUNICATIONS CORP COM 78388J10 1684 64432 SH SHARED 64132 300 D SBA COMMUNICATIONS CORP COM 78388J10 562 21500 SH SHARED 01 21500 D SBA COMMUNICATIONS CORP COM 78388J10 162 6200 SH SHARED 02 6200 D SBA COMMUNICATIONS CORP COM 78388J10 4888 187000 SH SHARED 10 187000 D SBA COMMUNICATIONS CORP COM 78388J10 17629 674445 SH SHARED 17 673445 1000 D SCI SYS INC NOTE 3.000% 3/1 783890AF 13445 13904000 PRN SHARED 13904000 D SCBT FINANCIAL CORP COM 78401V10 70 1978 SH SHARED 1978 D SCBT FINANCIAL CORP COM 78401V10 4 134 SH SHARED 02 134 D SCM MICROSYSTEMS INC COM 78401810 6 2032 SH SHR/OTHR 2032 D SCO GROUP INC COM 78403A10 324 79039 SH SHARED 79039 D SEI INVESTMENTS CO COM 78411710 1329 27200 SH SHARED 4000 23200 D SEI INVESTMENTS CO COM 78411710 1099 22500 SH SHARED 01 22500 D SEI INVESTMENTS CO COM 78411710 749 15338 SH SHARED 02 15338 D SEI INVESTMENTS CO COM 78411710 185 3800 SH SHARED 17 3800 D SFBC INTL INC NOTE 2.250% 8/1 784121AB 2871 3386000 PRN SHARED 3386000 D SFBC INTL INC COM 78412110 72 4750 SH SHARED 4750 D SFBC INTL INC COM 78412110 3788 249900 SH SHARED 17 249900 D SI FINL GROUP INC COM 78425W10 656 59706 SH SHARED 59706 D SI INTL INC COM 78427V10 407 13303 SH SHARED 13303 D SI INTL INC COM 78427V10 15 500 SH SHARED 02 500 D SJW CORP COM 78430510 92 3654 SH SHARED 3654 D SJW CORP COM 78430510 3 156 SH SHARED 02 156 D SJW CORP COM 78430510 188 7400 SH SHARED 10 7400 D SK TELECOM LTD SPONSORED ADR 78440P10 49161 2099124 SH SHARED 2099124 D SK TELECOM LTD SPONSORED ADR 78440P10 212 9070 SH SHARED 06 9070 D SK TELECOM LTD SPONSORED ADR 78440P10 2179 93070 SH SHARED 17 93070 D SK TELECOM LTD SPONSORED ADR 78440P10 20 870 SH SHR/OTHR 23 870 D SL GREEN RLTY CORP COM 78440X10 2964 27080 SH SHARED 27080 D SL GREEN RLTY CORP COM 78440X10 10 100 SH SHARED 01 100 D SL GREEN RLTY CORP COM 78440X10 357 3267 SH SHARED 02 3267 D SL GREEN RLTY CORP COM 78440X10 248465 2269710 SH SHARED 11 2269710 D SLM CORP DBCV 7/2 78442PAC 3944 3909000 PRN SHARED 02 3909000 D SLM CORP DBCV 7/2 78442PAC 3481 3450000 PRN SHARED 06 3450000 D SLM CORP COM 78442P10 160916 3040754 SH SHARED 3021837 18917 D SLM CORP COM 78442P10 915 17294 SH SHR/OTHR 17294 D SLM CORP COM 78442P10 4360 82400 SH SHARED 01 82400 D SLM CORP COM 78442P10 6186 116894 SH SHARED 02 116894 D SLM CORP COM 78442P10 1932 36519 SH SHARED 06 36519 D SLM CORP COM 78442P10 227 4300 SH SHARED 10 4300 D SLM CORP COM 78442P10 1084 20500 SH SHARED 14 20500 D SLM CORP COM 78442P10 9101 171978 SH SHARED 17 170078 1900 D SLM CORP COM 78442P10 135 2560 SH SHARED 20 1150 1410 D SLM CORP COM 78442P10 190 3600 SH SHR/OTHR 20 3600 D SLM CORP COM 78442P10 27 525 SH SHARED 21 525 D SLM CORP COM 78442P10 158 3000 SH SHR/OTHR 21 3000 D SLM CORP COM 78442P10 608 11495 SH SHARED 23 1895 9600 D SLM CORP COM 78442P10 1480 27975 SH SHR/OTHR 23 27975 D SPDR TR UNIT SER 1 78462F10 1871 14707 SH SHARED 9207 5500 D SPDR TR UNIT SER 1 78462F10 3373726 26516753 SH SHARED 26473614 43139 D SPDR TR UNIT SER 1 78462F10 2274 17875 SH SHR/OTHR 17875 D SPDR TR UNIT SER 1 78462F10 68088 535161 SH SHARED 02 535161 D SPDR TR UNIT SER 1 78462F10 47061 369890 SH SHARED 10 369890 D SPDR TR UNIT SER 1 78462F10 21374 168000 SH SHARED 17 168000 D SPDR TR UNIT SER 1 78462F10 11011 86548 SH SHARED 19 86548 D SPDR TR UNIT SER 1 78462F10 2264 17800 SH SHARED 20 17800 D SPDR TR UNIT SER 1 78462F10 197 1550 SH SHR/OTHR 21 1550 D SPDR TR UNIT SER 1 78462F10 627 4935 SH SHARED 22 4935 D SPDR TR UNIT SER 1 78462F10 7929 62327 SH SHARED 23 60347 1980 D SPDR TR UNIT SER 1 78462F10 3690 29005 SH SHR/OTHR 23 29005 D SPSS INC COM 78462K10 143 4465 SH SHARED 4465 D SPSS INC COM 78462K10 99 3100 SH SHARED 01 3100 D SPSS INC COM 78462K10 1999 62200 SH SHARED 10 62200 D SPSS INC COM 78462K10 1680 52300 SH SHARED 17 52300 D S1 CORPORATION COM 78463B10 704 146843 SH SHARED 146843 D S1 CORPORATION COM 78463B10 0 74 SH SHARED 02 74 D SPX CORP COM 78463510 14282 255266 SH SHARED 244800 10466 D SPX CORP COM 78463510 3198 57168 SH SHR/OTHR 57168 D SPX CORP COM 78463510 1189 21254 SH SHARED 01 21254 D SPX CORP COM 78463510 868 15518 SH SHARED 02 15518 D SPX CORP COM 78463510 113 2020 SH SHARED 06 2020 D SPX CORP COM 78463510 5 100 SH SHARED 10 100 D SPX CORP COM 78463510 257 4611 SH SHARED 14 4611 D SPX CORP COM 78463510 1040 18600 SH SHARED 17 17100 1500 D SRA INTL INC CL A 78464R10 2205 82808 SH SHARED 82808 D SRA INTL INC CL A 78464R10 418 15700 SH SHARED 01 15700 D SRA INTL INC CL A 78464R10 391 14684 SH SHARED 02 14684 D SRA INTL INC CL A 78464R10 55 2100 SH SHARED 17 2100 D SRI/SURGICAL EXPRESS INC COM 78464W10 220 38200 SH SHARED 38200 D SSA GLOBAL TECHNOLOGIES INC COM 78465P10 3583 184932 SH SHARED 184932 D SSA GLOBAL TECHNOLOGIES INC COM 78465P10 9 500 SH SHARED 17 500 D SVB FINL GROUP COM 78486Q10 1429 31442 SH SHARED 31442 D SVB FINL GROUP COM 78486Q10 440 9700 SH SHARED 01 9700 D SVB FINL GROUP COM 78486Q10 3655 80414 SH SHARED 02 80414 D SVB FINL GROUP COM 78486Q10 1136 25000 SH SHARED 10 25000 D SVB FINL GROUP COM 78486Q10 1309 28800 SH SHARED 17 6300 22500 D SABA SOFTWARE INC COM NEW 78493260 1 312 SH SHARED 312 D SWS GROUP INC COM 78503N10 88 3659 SH SHARED 3659 D SWS GROUP INC COM 78503N10 1 72 SH SHARED 02 72 D SWS GROUP INC COM 78503N10 147 6100 SH SHARED 10 6100 D SWS GROUP INC COM 78503N10 2439 101145 SH SHARED 20 101145 D S Y BANCORP INC COM 78506010 77 2832 SH SHARED 2832 D S Y BANCORP INC COM 78506010 4 163 SH SHARED 02 163 D SABINE ROYALTY TR UNIT BEN INT 78568810 130 3000 SH SHARED 3000 D SABINE ROYALTY TR UNIT BEN INT 78568810 21 500 SH SHR/OTHR 23 500 D SABRE HLDGS CORP CL A 78590510 19259 875429 SH SHARED 875252 177 D SABRE HLDGS CORP CL A 78590510 425 19335 SH SHARED 01 19335 D SABRE HLDGS CORP CL A 78590510 851 38694 SH SHARED 02 38694 D SABRE HLDGS CORP CL A 78590510 107668 4894000 SH SHARED 04 4894000 D SABRE HLDGS CORP CL A 78590510 1370 62301 SH SHARED 06 62301 D SABRE HLDGS CORP CL A 78590510 3036 138000 SH SHARED 10 138000 D SABRE HLDGS CORP CL A 78590510 2354 107000 SH SHARED 14 107000 D SABRE HLDGS CORP CL A 78590510 1429 64998 SH SHARED 17 63598 1400 D SABRE HLDGS CORP CL A 78590510 31 1445 SH SHR/OTHR 23 1445 D SADIA S A SP ADR PFD 30 78632610 476 18200 SH SHARED 18200 D SAFECO CORP COM 78642910 11803 209465 SH SHARED 208370 1095 D SAFECO CORP COM 78642910 1403 24900 SH SHARED 01 24900 D SAFECO CORP COM 78642910 7041 124964 SH SHARED 02 124964 D SAFECO CORP COM 78642910 643 11425 SH SHARED 06 11425 D SAFECO CORP COM 78642910 5 100 SH SHARED 10 100 D SAFECO CORP COM 78642910 287 5100 SH SHARED 14 5100 D SAFECO CORP COM 78642910 1408 25000 SH SHARED 15 25000 D SAFECO CORP COM 78642910 3268 58007 SH SHARED 17 57707 300 D SAFEGUARD SCIENTIFICS INC COM 78644910 27 12900 SH SHARED 12900 D SAFENET INC COM 78645R10 195 11010 SH SHARED 11010 D SAFENET INC COM 78645R10 567 32015 SH SHARED 02 32015 D SAFENET INC COM 78645R10 46 2600 SH SHARED 10 2600 D SAFETY INS GROUP INC COM 78648T10 126 2651 SH SHARED 2651 D SAFETY INS GROUP INC COM 78648T10 1193 25100 SH SHARED 10 25100 D SAFEWAY INC COM NEW 78651420 6962 267801 SH SHARED 263420 4381 D SAFEWAY INC COM NEW 78651420 2446 94100 SH SHARED 01 94100 D SAFEWAY INC COM NEW 78651420 13246 509478 SH SHARED 02 509478 D SAFEWAY INC COM NEW 78651420 1039 39990 SH SHARED 06 39990 D SAFEWAY INC COM NEW 78651420 117 4500 SH SHARED 10 4500 D SAFEWAY INC COM NEW 78651420 205 7913 SH SHARED 14 7913 D SAFEWAY INC COM NEW 78651420 43253 1663614 SH SHARED 17 1552214 111400 D SAGA COMMUNICATIONS CL A 78659810 216 23844 SH SHARED 23844 D SAGA COMMUNICATIONS CL A 78659810 21 2343 SH SHARED 02 2343 D ST JOE CO COM 79014810 93 2000 SH SHARED 2000 D ST JOE CO COM 79014810 232 5000 SH SHR/OTHR 5000 D ST JOE CO COM 79014810 445 9583 SH SHARED 02 9583 D ST JOE CO COM 79014810 149 3210 SH SHARED 06 3210 D ST JOE CO COM 79014810 4 100 SH SHARED 17 100 D ST JUDE MED INC DBCV 2.800%12/1 790849AB 53682 54500000 PRN SHARED 54500000 D ST JUDE MED INC DBCV 2.800%12/1 790849AB 57 58000 PRN SHARED 02 58000 D ST JUDE MED INC COM 79084910 28466 878039 SH SHARED 722601 155438 D ST JUDE MED INC COM 79084910 2464 76021 SH SHR/OTHR 76021 D ST JUDE MED INC COM 79084910 3412 105256 SH SHARED 01 24325 80931 D ST JUDE MED INC COM 79084910 4104 126611 SH SHARED 02 126611 D ST JUDE MED INC COM 79084910 648 20000 SH SHARED 04 20000 D ST JUDE MED INC COM 79084910 6756 208405 SH SHARED 06 208405 D ST JUDE MED INC COM 79084910 27919 861175 SH SHARED 10 848775 12400 D ST JUDE MED INC COM 79084910 464 14316 SH SHARED 14 14316 D ST JUDE MED INC COM 79084910 959 29606 SH SHARED 15 29606 D ST JUDE MED INC COM 79084910 7134 220064 SH SHARED 17 199864 20200 D ST JUDE MED INC COM 79084910 7 240 SH SHARED 19 240 D ST JUDE MED INC COM 79084910 445 13756 SH SHARED 20 3746 10010 D ST JUDE MED INC COM 79084910 263 8140 SH SHR/OTHR 20 8140 D ST JUDE MED INC COM 79084910 130 4040 SH SHARED 21 4040 D ST JUDE MED INC COM 79084910 404 12490 SH SHARED 22 8000 4490 D ST JUDE MED INC COM 79084910 64 2000 SH SHR/OTHR 22 2000 D ST JUDE MED INC COM 79084910 1416 43687 SH SHARED 23 39212 4475 D ST JUDE MED INC COM 79084910 1599 49335 SH SHR/OTHR 23 49335 D ST MARY LD & EXPL CO COM 79222810 1371 34078 SH SHARED 34078 D ST MARY LD & EXPL CO COM 79222810 156 3900 SH SHARED 02 3900 D ST MARY LD & EXPL CO COM 79222810 144 3600 SH SHARED 10 3600 D ST MARY LD & EXPL CO COM 79222810 1062 26400 SH SHARED 17 26400 D ST PAUL TRAVELERS INC COM 79286010 95327 2138353 SH SHARED 2134127 4226 D ST PAUL TRAVELERS INC COM 79286010 76 1720 SH SHR/OTHR 1720 D ST PAUL TRAVELERS INC COM 79286010 5959 133690 SH SHARED 01 133690 D ST PAUL TRAVELERS INC COM 79286010 9717 217987 SH SHARED 02 214287 3700 D ST PAUL TRAVELERS INC COM 79286010 27692 621194 SH SHARED 06 621194 D ST PAUL TRAVELERS INC COM 79286010 5933 133095 SH SHARED 10 125395 7700 D ST PAUL TRAVELERS INC COM 79286010 876 19652 SH SHARED 14 19652 D ST PAUL TRAVELERS INC COM 79286010 2318 52000 SH SHARED 16 52000 D ST PAUL TRAVELERS INC COM 79286010 38068 853927 SH SHARED 17 848826 5101 D ST PAUL TRAVELERS INC COM 79286010 836 18774 SH SHARED 18 18774 D ST PAUL TRAVELERS INC COM 79286010 218 4910 SH SHARED 21 4910 D ST PAUL TRAVELERS INC COM 79286010 15 340 SH SHR/OTHR 21 340 D ST PAUL TRAVELERS INC COM 79286010 1 29 SH SHARED 23 29 D ST PAUL TRAVELERS INC COM 79286010 74 1675 SH SHR/OTHR 23 1675 D SAKS INC NOTE 2.000% 3/1 79377WAL 1258 1090000 PRN SHARED 02 1090000 D SAKS INC NOTE 2.000% 3/1 79377WAL 17 15250 PRN SHARED 17 15250 D SAKS INC COM 79377W10 122655 7585380 SH SHARED 7585380 D SAKS INC COM 79377W10 574 35500 SH SHARED 01 35500 D SAKS INC COM 79377W10 520 32200 SH SHARED 02 32200 D SAKS INC COM 79377W10 1217 75300 SH SHARED 17 75300 D SALEM COMMUNICATIONS CORP DE CL A 79409310 26 2011 SH SHARED 2011 D SALEM COMMUNICATIONS CORP DE CL A 79409310 2 202 SH SHARED 02 202 D SALESFORCE COM INC COM 79466L30 1826 68520 SH SHARED 66575 1945 D SALESFORCE COM INC COM 79466L30 103 3900 SH SHARED 01 3900 D SALESFORCE COM INC COM 79466L30 946 35500 SH SHARED 02 35500 D SALESFORCE COM INC COM 79466L30 1121 42050 SH SHARED 10 42050 D SALESFORCE COM INC COM 79466L30 24727 927500 SH SHARED 17 927000 500 D SALOMON BROS HIGH INCOME FD COM 79490710 7572 772751 SH SHARED 772751 D SALOMON BR EMRG MKTS INC II. COM 79491010 83 6670 SH SHARED 6670 D SALOMON BR EMRG MKT FLT RTE COM 79491210 68 5500 SH SHARED 5500 D SALOMON BR GLBL PRTNRS INC F COM 79491410 22 2000 SH SHR/OTHR 20 2000 D SALOMON BROS MUN PARTNERS FD COM 79491610 14 1045 SH SHARED 1045 D SALIX PHARMACEUTICALS INC COM 79543510 6374 518215 SH SHARED 508215 10000 D SALIX PHARMACEUTICALS INC COM 79543510 89 7300 SH SHARED 01 7300 D SALIX PHARMACEUTICALS INC COM 79543510 597 48600 SH SHARED 10 48600 D SALIX PHARMACEUTICALS INC COM 79543510 1814 147500 SH SHARED 17 147500 D SALOMON BROS HIGH INCOME FD COM 79547Q10 562 62200 SH SHARED 62200 D SALOMON BROTHERS FD INC COM 79547710 17686 1141794 SH SHARED 1141794 D SALOMON BROS WORLDWIDE INCOM COM 79548T10 396 31955 SH SHARED 31955 D SALOMON BROS EMERG MKT DEBT COM 79550E10 2620 158133 SH SHARED 158133 D SALOMON BROS GLBL HIGH INC F COM 79550G10 64 5116 SH SHARED 5116 D SALOMON BR INFLTN MNGNT FD I COM 79550V10 14 907 SH SHARED 907 D SALOMON BROS VAR RATE STRT F COM 79550X10 5500 323341 SH SHARED 323341 D SALOMON BROS CP & INCM FD IN COM 79550010 1310 77025 SH SHARED 77025 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 159 4100 SH SHARED 4100 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 136 3500 SH SHR/OTHR 3500 D SAN PAOLO-IMI S P A SPONSORED ADR 79917510 652 18500 SH SHARED 18500 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 41 2737 SH SHARED 2737 D SANDERSON FARMS INC COM 80001310 205 7341 SH SHARED 7341 D SANDERSON FARMS INC COM 80001310 67 2400 SH SHARED 10 2400 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 35613 40378000 PRN SHARED 40378000 D SANDISK CORP COM 80004C10 26939 528441 SH SHARED 528187 254 D SANDISK CORP COM 80004C10 2686 52700 SH SHARED 01 52700 D SANDISK CORP COM 80004C10 15348 301063 SH SHARED 02 301063 D SANDISK CORP COM 80004C10 2241 43960 SH SHARED 06 43960 D SANDISK CORP COM 80004C10 11885 233131 SH SHARED 10 232831 300 D SANDISK CORP COM 80004C10 2222 43600 SH SHARED 14 43600 D SANDISK CORP COM 80004C10 10073 197605 SH SHARED 17 194905 2700 D SANDY SPRING BANCORP INC COM 80036310 114 3168 SH SHARED 3168 D SANDY SPRING BANCORP INC COM 80036310 2 81 SH SHARED 02 81 D SANDY SPRING BANCORP INC COM 80036310 1025 28450 SH SHARED 10 28450 D SANFILIPPO JOHN B & SON INC COM 80042210 23 1761 SH SHARED 1761 D SANFILIPPO JOHN B & SON INC COM 80042210 11 894 SH SHARED 02 894 D SANMINA SCI CORP COM 80090710 3952 859292 SH SHARED 859292 D SANMINA SCI CORP COM 80090710 525 114300 SH SHARED 01 114300 D SANMINA SCI CORP COM 80090710 945 205521 SH SHARED 02 205521 D SANMINA SCI CORP COM 80090710 204 44450 SH SHARED 06 44450 D SANMINA SCI CORP COM 80090710 123 26811 SH SHARED 14 26811 D SANMINA SCI CORP COM 80090710 980 213055 SH SHARED 17 213055 D SANOFI AVENTIS SPONSORED ADR 80105N10 5536 113683 SH SHARED 109135 4548 D SANOFI AVENTIS SPONSORED ADR 80105N10 64 1325 SH SHR/OTHR 1325 D SANOFI AVENTIS SPONSORED ADR 80105N10 2513 51605 SH SHARED 17 51605 D SANTANDER BANCORP COM 80280910 30 1234 SH SHARED 1234 D SANTANDER BANCORP COM 80280910 6 257 SH SHARED 02 257 D SANTANDER BANCORP COM 80280910 44 1800 SH SHARED 10 1800 D SANTARUS INC COM 80281730 107 16098 SH SHARED 16098 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 3653 69573 SH SHARED 67023 2550 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 84 1600 SH SHARED 06 1600 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1745 33230 SH SHARED 17 33230 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 42 800 SH SHR/OTHR 23 800 D SAPIENT CORP COM 80306210 3029 571590 SH SHARED 571590 D SAPIENT CORP COM 80306210 3 649 SH SHARED 02 649 D SAPIENT CORP COM 80306210 117 22100 SH SHARED 10 22100 D SAPPI LTD SPON ADR NEW 80306920 1214 97226 SH SHARED 97226 D SARA LEE CORP COM 80311110 230718 14401892 SH SHARED 14264399 137493 D SARA LEE CORP COM 80311110 828 51726 SH SHR/OTHR 51726 D SARA LEE CORP COM 80311110 2525 157649 SH SHARED 01 19500 138149 D SARA LEE CORP COM 80311110 11053 689982 SH SHARED 02 689982 D SARA LEE CORP COM 80311110 1088 67950 SH SHARED 06 67950 D SARA LEE CORP COM 80311110 11119 694100 SH SHARED 10 686400 7700 D SARA LEE CORP COM 80311110 145 9100 SH SHARED 14 9100 D SARA LEE CORP COM 80311110 133 8336 SH SHARED 15 8336 D SARA LEE CORP COM 80311110 2082 130000 SH SHARED 16 130000 D SARA LEE CORP COM 80311110 6678 416878 SH SHARED 17 391178 25700 D SARA LEE CORP COM 80311110 170 10653 SH SHARED 20 10653 D SARA LEE CORP COM 80311110 275 17166 SH SHR/OTHR 20 17166 D SARA LEE CORP COM 80311110 8 500 SH SHR/OTHR 22 500 D SARA LEE CORP COM 80311110 40 2500 SH SHARED 23 2500 D SARA LEE CORP COM 80311110 318 19885 SH SHR/OTHR 23 19885 D SASOL LTD SPONSORED ADR 80386630 2876 74452 SH SHARED 74100 352 D SATYAM COMPUTER SERVICES LTD ADR 80409810 4235 127805 SH SHARED 127805 D SATYAM COMPUTER SERVICES LTD ADR 80409810 3893 117500 SH SHARED 04 117500 D SATYAM COMPUTER SERVICES LTD ADR 80409810 49 1500 SH SHARED 19 1500 D SAUER-DANFOSS INC COM 80413710 71 2823 SH SHARED 2823 D SAUER-DANFOSS INC COM 80413710 5 202 SH SHARED 02 202 D SAUER-DANFOSS INC COM 80413710 241 9500 SH SHARED 10 9500 D SAUL CTRS INC COM 80439510 93 2293 SH SHARED 2293 D SAUL CTRS INC COM 80439510 5 133 SH SHARED 02 133 D SAUL CTRS INC COM 80439510 187 4600 SH SHARED 10 4600 D SAUL CTRS INC COM 80439510 601 14750 SH SHR/OTHR 23 14750 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 284 54111 SH SHARED 54111 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 1 296 SH SHARED 02 296 D SAXON CAP INC NEW COM 80556T10 155 13597 SH SHARED 13597 D SAXON CAP INC NEW COM 80556T10 169 14800 SH SHARED 01 14800 D SAXON CAP INC NEW COM 80556T10 8773 766902 SH SHARED 02 766902 D SAXON CAP INC NEW COM 80556T10 172 15100 SH SHARED 10 15100 D SAXON CAP INC NEW COM 80556T10 59 5200 SH SHARED 17 5200 D SCANA CORP NEW COM 80589M10 824 21369 SH SHARED 7533 13836 D SCANA CORP NEW COM 80589M10 28 728 SH SHR/OTHR 728 D SCANA CORP NEW COM 80589M10 1203 31200 SH SHARED 01 31200 D SCANA CORP NEW COM 80589M10 1049 27200 SH SHARED 02 27200 D SCANA CORP NEW COM 80589M10 108 2820 SH SHARED 06 2820 D SCANA CORP NEW COM 80589M10 1585 41100 SH SHARED 10 41100 D SCANA CORP NEW COM 80589M10 698 18100 SH SHARED 17 14100 4000 D SCANA CORP NEW COM 80589M10 100 2600 SH SHARED 23 2600 D SCANA CORP NEW COM 80589M10 314 8150 SH SHR/OTHR 23 8150 D SCANSOURCE INC COM 80603710 176 6014 SH SHARED 6014 D SCANSOURCE INC COM 80603710 5 172 SH SHARED 02 172 D SCANSOURCE INC COM 80603710 181 6200 SH SHARED 10 6200 D SCANSOURCE INC COM 80603710 6374 217400 SH SHARED 17 217400 D SCHAWK INC CL A 80637310 51 2919 SH SHARED 2919 D SCHAWK INC CL A 80637310 50 2900 SH SHARED 01 2900 D SCHAWK INC CL A 80637310 187 10700 SH SHARED 02 10700 D SCHAWK INC CL A 80637310 5159 294800 SH SHARED 10 294800 D SCHAWK INC CL A 80637310 92 5300 SH SHARED 17 5300 D SCHEIN HENRY INC NOTE 3.000% 8/1 806407AB 4324 3674000 PRN SHARED 3674000 D SCHEIN HENRY INC NOTE 3.000% 8/1 806407AB 193 164000 PRN SHARED 02 164000 D SCHEIN HENRY INC COM 80640710 1163 24900 SH SHARED 24800 100 D SCHEIN HENRY INC COM 80640710 1271 27200 SH SHARED 01 27200 D SCHEIN HENRY INC COM 80640710 982 21035 SH SHARED 02 21035 D SCHEIN HENRY INC COM 80640710 3434 73500 SH SHARED 10 73500 D SCHEIN HENRY INC COM 80640710 116 2500 SH SHARED 17 2500 D SCHEIN HENRY INC COM 80640710 81 1750 SH SHARED 21 1750 D SCHERING A G SPONSORED ADR 80658520 73 650 SH SHARED 650 D SCHERING PLOUGH CORP COM 80660510 82733 4347543 SH SHARED 2546276 1801267 D SCHERING PLOUGH CORP COM 80660510 338 17800 SH SHR/OTHR 17800 D SCHERING PLOUGH CORP COM 80660510 6255 328699 SH SHARED 01 328699 D SCHERING PLOUGH CORP COM 80660510 7960 418317 SH SHARED 02 418317 D SCHERING PLOUGH CORP COM 80660510 1493 78476 SH SHARED 06 78476 D SCHERING PLOUGH CORP COM 80660510 11956 628320 SH SHARED 10 615120 13200 D SCHERING PLOUGH CORP COM 80660510 11256 591502 SH SHARED 17 585802 5700 D SCHERING PLOUGH CORP COM 80660510 1427 75000 SH SHARED 18 75000 D SCHERING PLOUGH CORP COM 80660510 15 800 SH SHARED 20 800 D SCHERING PLOUGH CORP COM 80660510 14339 753520 SH SHARED 22 753520 D SCHERING PLOUGH CORP COM 80660510 38 2000 SH SHARED 23 2000 D SCHERING PLOUGH CORP COM 80660510 459 24150 SH SHR/OTHR 23 24150 D SCHERING PLOUGH CORP PFD CONV MAND 80660560 39005 775000 SH SHARED 775000 D SCHERING PLOUGH CORP PFD CONV MAND 80660560 8170 162346 SH SHARED 02 162346 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 3448 1900000 PRN SHARED 1900000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 6165 3397000 PRN SHARED 02 3397000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 9075 5000000 PRN SHARED 04 5000000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 6352 3500000 PRN SHARED 06 3500000 D SCHLUMBERGER LTD COM 80685710 32 500 SH SHARED 500 D SCHLUMBERGER LTD COM 80685710 311474 4783824 SH SHARED 4691378 92446 D SCHLUMBERGER LTD COM 80685710 1855 28500 SH SHR/OTHR 28500 D SCHLUMBERGER LTD COM 80685710 15934 244739 SH SHARED 01 13900 230839 D SCHLUMBERGER LTD COM 80685710 204 3144 SH SHR/OTHR 01 3144 D SCHLUMBERGER LTD COM 80685710 35052 538361 SH SHARED 02 527261 11100 D SCHLUMBERGER LTD COM 80685710 289120 4440500 SH SHARED 04 4440500 D SCHLUMBERGER LTD COM 80685710 50203 771051 SH SHARED 06 771051 D SCHLUMBERGER LTD COM 80685710 193007 2964322 SH SHARED 10 1069582 1818800 75940 D SCHLUMBERGER LTD COM 80685710 8781 134874 SH SHARED 14 134874 D SCHLUMBERGER LTD COM 80685710 1431 21987 SH SHARED 15 21987 D SCHLUMBERGER LTD COM 80685710 3255 50000 SH SHARED 16 50000 D SCHLUMBERGER LTD COM 80685710 37797 580512 SH SHARED 17 569112 11400 D SCHLUMBERGER LTD COM 80685710 438 6730 SH SHARED 19 6730 D SCHLUMBERGER LTD COM 80685710 31 480 SH SHARED 20 80 400 D SCHLUMBERGER LTD COM 80685710 91 1400 SH SHR/OTHR 20 1400 D SCHLUMBERGER LTD COM 80685710 847 13020 SH SHR/OTHR 21 13020 D SCHLUMBERGER LTD COM 80685710 390 6000 SH SHARED 22 6000 D SCHLUMBERGER LTD COM 80685710 58 900 SH SHR/OTHR 22 900 D SCHLUMBERGER LTD COM 80685710 6376 97938 SH SHARED 23 94738 3200 D SCHLUMBERGER LTD COM 80685710 10958 168302 SH SHR/OTHR 23 168302 D SCHNITZER STL INDS CL A 80688210 663 18702 SH SHARED 18702 D SCHNITZER STL INDS CL A 80688210 120 3406 SH SHARED 02 3406 D SCHNITZER STL INDS CL A 80688210 259 7300 SH SHARED 10 7300 D SCHOLASTIC CORP COM 80706610 1097 42266 SH SHARED 42266 D SCHOLASTIC CORP COM 80706610 412 15900 SH SHARED 01 15900 D SCHOLASTIC CORP COM 80706610 163 6300 SH SHARED 02 6300 D SCHOLASTIC CORP COM 80706610 6900 265700 SH SHARED 10 12600 253100 D SCHOLASTIC CORP COM 80706610 1752 67500 SH SHARED 17 14800 52700 D SCHOOL SPECIALTY INC NOTE 3.750% 8/0 807863AE 3867 4004000 PRN SHARED 02 4004000 D SCHOOL SPECIALTY INC COM 80786310 209 6563 SH SHARED 6563 D SCHOOL SPECIALTY INC COM 80786310 326 10259 SH SHARED 02 10259 D SCHULMAN A INC COM 80819410 220 9614 SH SHARED 9614 D SCHULMAN A INC COM 80819410 24 1063 SH SHARED 02 1063 D SCHULMAN A INC COM 80819410 176 7700 SH SHARED 10 7700 D SCHWAB CHARLES CORP NEW COM 80851310 16544 1035354 SH SHARED 1032938 2416 D SCHWAB CHARLES CORP NEW COM 80851310 3778 236450 SH SHARED 01 236450 D SCHWAB CHARLES CORP NEW COM 80851310 13084 818796 SH SHARED 02 818796 D SCHWAB CHARLES CORP NEW COM 80851310 4962 310541 SH SHARED 04 310541 D SCHWAB CHARLES CORP NEW COM 80851310 3199 200225 SH SHARED 06 200225 D SCHWAB CHARLES CORP NEW COM 80851310 2577 161300 SH SHARED 10 147900 13400 D SCHWAB CHARLES CORP NEW COM 80851310 3031 189700 SH SHARED 14 189700 D SCHWAB CHARLES CORP NEW COM 80851310 12021 752286 SH SHARED 17 745186 7100 D SCHWAB CHARLES CORP NEW COM 80851310 372 23300 SH SHR/OTHR 23 23300 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 76 3545 SH SHARED 3545 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 13 601 SH SHARED 01 601 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 3 182 SH SHARED 02 182 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 58 2700 SH SHARED 10 2700 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 0 20 SH SHR/OTHR 23 20 D SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD 1 1000 PRN SHARED 02 1000 D SCIENTIFIC GAMES CORP CL A 80874P10 438 12300 SH SHARED 12300 D SCIENTIFIC GAMES CORP CL A 80874P10 512 14400 SH SHARED 01 14400 D SCIENTIFIC GAMES CORP CL A 80874P10 554 15555 SH SHARED 02 15555 D SCIENTIFIC GAMES CORP CL A 80874P10 1608 45170 SH SHARED 17 45170 D SCOR SPONSORED ADR 80917Q10 3428 1580000 SH SHARED 17 1580000 D SCOTTISH PWR PLC SP ADR FNL NEW 81013T80 741 17198 SH SHARED 17198 D SCOTTS MIRACLE GRO CO CL A 81018610 118 2800 SH SHARED 2800 D SCOTTS MIRACLE GRO CO CL A 81018610 609 14400 SH SHARED 01 14400 D SCOTTS MIRACLE GRO CO CL A 81018610 641 15161 SH SHARED 02 15161 D SCOTTS MIRACLE GRO CO CL A 81018610 575 13600 SH SHARED 17 13600 D SCRIPPS E W CO OHIO CL A 81105420 2446 56700 SH SHARED 56700 D SCRIPPS E W CO OHIO CL A 81105420 289 6700 SH SHARED 01 6700 D SCRIPPS E W CO OHIO CL A 81105420 1253 29048 SH SHARED 02 29048 D SCRIPPS E W CO OHIO CL A 81105420 207 4800 SH SHARED 06 4800 D SCRIPPS E W CO OHIO CL A 81105420 2791 64700 SH SHARED 17 64700 D SCS TRANSN INC COM 81111T10 94 3444 SH SHARED 3444 D SCS TRANSN INC COM 81111T10 7 282 SH SHARED 02 282 D SEA CONTAINERS LTD CL A 81137170 578 121685 SH SHARED 17 121685 D SEABOARD CORP COM 81154310 354 277 SH SHARED 277 D SEABOARD CORP COM 81154310 3 3 SH SHARED 02 3 D SEABOARD CORP COM 81154310 4224 3300 SH SHARED 10 3300 D SEABOARD CORP COM 81154310 896 700 SH SHARED 17 700 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 2826 175462 SH SHARED 175462 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 98 6100 SH SHARED 01 6100 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 1098 68200 SH SHARED 10 68200 D SEACHANGE INTL INC COM 81169910 98 14190 SH SHARED 14190 D SEACHANGE INTL INC COM 81169910 29 4303 SH SHARED 02 4303 D SEACOAST BKG CORP FLA COM 81170730 102 3836 SH SHARED 3836 D SEACOAST BKG CORP FLA COM 81170730 4 177 SH SHARED 02 177 D SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ 1221 1000000 PRN SHARED 1000000 D SEACOR HOLDINGS INC COM 81190410 334 4071 SH SHARED 4071 D SEACOR HOLDINGS INC COM 81190410 37 457 SH SHARED 01 457 D SEACOR HOLDINGS INC COM 81190410 114 1400 SH SHARED 02 1400 D SEACOR HOLDINGS INC COM 81190410 16 200 SH SHARED 06 200 D SEACOR HOLDINGS INC COM 81190410 172 2100 SH SHARED 10 2100 D SEACOR HOLDINGS INC COM 81190410 1149 14000 SH SHARED 17 14000 D SEABRIDGE GOLD INC COM 81191610 230 19850 SH SHARED 19850 D SEALED AIR CORP NEW COM 81211K10 2820 54160 SH SHARED 52570 1590 D SEALED AIR CORP NEW COM 81211K10 830 15939 SH SHARED 01 15939 D SEALED AIR CORP NEW COM 81211K10 1289 24764 SH SHARED 02 24764 D SEALED AIR CORP NEW COM 81211K10 374 7200 SH SHARED 06 7200 D SEALED AIR CORP NEW COM 81211K10 10 200 SH SHARED 10 200 D SEALED AIR CORP NEW COM 81211K10 15 300 SH SHARED 14 300 D SEALED AIR CORP NEW COM 81211K10 9587 184084 SH SHARED 17 183284 800 D SEALED AIR CORP NEW COM 81211K10 24 475 SH SHR/OTHR 21 475 D SEALY CORP COM 81213930 5214 392980 SH SHARED 392980 D SEALY CORP COM 81213930 663 50000 SH SHARED 02 50000 D SEALY CORP COM 81213930 638 48150 SH SHARED 06 48150 D SEARS HLDGS CORP COM 81235010 89188 574297 SH SHARED 562768 11529 D SEARS HLDGS CORP COM 81235010 2479 15966 SH SHARED 01 15966 D SEARS HLDGS CORP COM 81235010 4747 30569 SH SHARED 02 30569 D SEARS HLDGS CORP COM 81235010 1457 9387 SH SHARED 06 9387 D SEARS HLDGS CORP COM 81235010 14308 92136 SH SHARED 10 28236 63900 D SEARS HLDGS CORP COM 81235010 341 2200 SH SHARED 14 2200 D SEARS HLDGS CORP COM 81235010 2329 15000 SH SHARED 15 15000 D SEARS HLDGS CORP COM 81235010 13154 84702 SH SHARED 17 59357 25345 D SEATTLE GENETICS INC COM 81257810 40 8750 SH SHARED 8750 D SEATTLE GENETICS INC COM 81257810 17 3894 SH SHARED 02 3894 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 36289 1130500 SH SHARED 1130500 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 1309 40800 SH SHARED 17 40800 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 13 420 SH SHARED 20 420 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 4938 163300 SH SHARED 150000 13300 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 19 804 SH SHARED 804 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 3410 141000 SH SHARED 02 141000 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 1906 57100 SH SHARED 57100 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 47173 831252 SH SHARED 831252 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 28 497 SH SHR/OTHR 497 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 51513 907726 SH SHARED 02 907726 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 5379 94800 SH SHARED 17 94800 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 13 235 SH SHARED 20 235 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 1846 57095 SH SHARED 57095 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 16312 504400 SH SHARED 02 504400 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 886 27400 SH SHARED 17 27400 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 561 27601 SH SHARED 17601 10000 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 111 5500 SH SHR/OTHR 5500 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 32290 1000000 SH SHARED 1000000 D SECURE COMPUTING CORP COM 81370510 1015 118090 SH SHARED 118090 D SECURE COMPUTING CORP COM 81370510 0 24 SH SHARED 02 24 D SECURE COMPUTING CORP COM 81370510 245 28500 SH SHARED 17 28500 D SECURITY BANK CORP COM 81404710 69 3115 SH SHARED 3115 D SECURITY BANK CORP COM 81404710 1 54 SH SHARED 02 54 D SELECT COMFORT CORP COM 81616X10 334 14566 SH SHARED 14566 D SELECT COMFORT CORP COM 81616X10 121 5300 SH SHARED 01 5300 D SELECT COMFORT CORP COM 81616X10 101 4421 SH SHARED 02 4421 D SELECT COMFORT CORP COM 81616X10 1275 55550 SH SHARED 10 55550 D SELECT COMFORT CORP COM 81616X10 1822 79350 SH SHARED 17 79350 D SELECTIVE INS GROUP INC NOTE 1.616% 9/2 816300AB 15630 21500000 PRN SHARED 21500000 D SELECTIVE INS GROUP INC COM 81630010 415 7430 SH SHARED 7430 D SELECTIVE INS GROUP INC COM 81630010 5 100 SH SHARED 01 100 D SELECTIVE INS GROUP INC COM 81630010 30 550 SH SHARED 02 550 D SELECTIVE INS GROUP INC COM 81630010 229 4100 SH SHARED 10 4100 D SELECTIVE INS GROUP INC COM 81630010 15861 283900 SH SHARED 17 283900 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 248 35550 SH SHARED 30000 5550 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 30131 915565 SH SHARED 915065 500 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 19614 596000 SH SHARED 02 596000 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 98 3000 SH SHARED 17 3000 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 279 8500 SH SHARED 19 8500 D SEMTECH CORP COM 81685010 6445 446042 SH SHARED 446042 D SEMTECH CORP COM 81685010 29 2075 SH SHR/OTHR 2075 D SEMTECH CORP COM 81685010 7 500 SH SHARED 01 500 D SEMTECH CORP COM 81685010 299 20732 SH SHARED 02 20732 D SEMTECH CORP COM 81685010 114 7900 SH SHARED 10 7900 D SEMTECH CORP COM 81685010 304 21100 SH SHARED 17 21100 D SEMPRA ENERGY COM 81685110 10883 239311 SH SHARED 235570 3741 D SEMPRA ENERGY COM 81685110 2894 63649 SH SHARED 01 63649 D SEMPRA ENERGY COM 81685110 3170 69710 SH SHARED 02 69710 D SEMPRA ENERGY COM 81685110 44 971 SH SHARED 04 971 D SEMPRA ENERGY COM 81685110 1176 25868 SH SHARED 06 25868 D SEMPRA ENERGY COM 81685110 8409 184900 SH SHARED 10 124700 60200 D SEMPRA ENERGY COM 81685110 3122 68667 SH SHARED 14 68667 D SEMPRA ENERGY COM 81685110 9627 211677 SH SHARED 17 124577 87100 D SEMPRA ENERGY COM 81685110 136 3000 SH SHR/OTHR 20 3000 D SEMPRA ENERGY COM 81685110 15 330 SH SHR/OTHR 21 330 D SEMPRA ENERGY COM 81685110 34 751 SH SHR/OTHR 23 751 D SEMITOOL INC COM 81690910 37 4201 SH SHARED 4201 D SEMITOOL INC COM 81690910 19 2138 SH SHARED 02 2138 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 280 15655 SH SHARED 15655 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 41 2300 SH SHARED 02 2300 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 447 25000 SH SHARED 04 25000 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 725 40500 SH SHARED 10 40500 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 38325 2139900 SH SHARED 11 2139900 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 390 21800 SH SHARED 17 21800 D SENOMYX INC COM 81724Q10 181 12547 SH SHARED 12547 D SENSIENT TECHNOLOGIES CORP COM 81725T10 564 27001 SH SHARED 17882 9119 D SENSIENT TECHNOLOGIES CORP COM 81725T10 40 1938 SH SHR/OTHR 1938 D SENSIENT TECHNOLOGIES CORP COM 81725T10 230 11000 SH SHARED 01 11000 D SENSIENT TECHNOLOGIES CORP COM 81725T10 185 8848 SH SHARED 02 8848 D SENSIENT TECHNOLOGIES CORP COM 81725T10 196 9400 SH SHARED 10 9400 D SENSIENT TECHNOLOGIES CORP COM 81725T10 815 39000 SH SHARED 17 39000 D SEPRACOR INC NOTE 12/1 817315AT 7008 3900000 PRN SHARED 02 3900000 D SEPRACOR INC NOTE 12/1 817315AU 6373 3311000 PRN SHARED 3311000 D SEPRACOR INC NOTE 12/1 817315AU 6849 3558000 PRN SHARED 02 3558000 D SEPRACOR INC NOTE 10/1 817315AW 102184 99208000 PRN SHARED 99208000 D SEPRACOR INC NOTE 10/1 817315AW 6180 6000000 PRN SHARED 02 6000000 D SEPRACOR INC COM 81731510 914 16000 SH SHARED 16000 D SEPRACOR INC COM 81731510 25086 439036 SH SHARED 408778 30258 D SEPRACOR INC COM 81731510 1194 20909 SH SHR/OTHR 20909 D SEPRACOR INC COM 81731510 2051 35900 SH SHARED 01 35900 D SEPRACOR INC COM 81731510 5205 91107 SH SHARED 02 91107 D SEPRACOR INC COM 81731510 10913 191000 SH SHARED 04 191000 D SEPRACOR INC COM 81731510 80 1400 SH SHARED 10 1400 D SEPRACOR INC COM 81731510 314 5512 SH SHARED 14 5512 D SEPRACOR INC COM 81731510 1142 20000 SH SHARED 15 20000 D SEPRACOR INC COM 81731510 28 500 SH SHARED 17 500 D SEPRACOR INC COM 81731510 2 40 SH SHARED 20 40 D SEPRACOR INC COM 81731510 17 300 SH SHARED 21 300 D SEPRACOR INC COM 81731510 166 2910 SH SHARED 22 2125 785 D SEPRACOR INC COM 81731510 20 350 SH SHR/OTHR 22 350 D SEPRACOR INC COM 81731510 750 13140 SH SHARED 23 10740 2400 D SEPRACOR INC COM 81731510 349 6125 SH SHR/OTHR 23 6125 D SEQUA CORPORATION CL A 81732010 128 1581 SH SHARED 1581 D SEQUA CORPORATION CL A 81732010 252 3100 SH SHARED 01 3100 D SEQUA CORPORATION CL A 81732010 101 1244 SH SHARED 02 1244 D SEQUA CORPORATION CL A 81732010 366 4500 SH SHARED 10 4500 D SEQUENOM INC COM NEW 81733740 1 1000 SH SHARED 1000 D SERONO S A SPONSORED ADR 81752M10 334 19500 SH SHARED 19500 D SEROLOGICALS CORP COM 81752310 3510 111668 SH SHARED 111668 D SEROLOGICALS CORP COM 81752310 4707 149727 SH SHARED 02 149727 D SEROLOGICALS CORP COM 81752310 84 2700 SH SHARED 21 2700 D SERVICE CORP INTL COM 81756510 109 13464 SH SHARED 13464 D SERVICE CORP INTL COM 81756510 182 22385 SH SHARED 02 22385 D SERVICEMASTER CO COM 81760N10 3 354 SH SHARED 354 D SERVICEMASTER CO COM 81760N10 72 7000 SH SHARED 01 7000 D SERVICEMASTER CO COM 81760N10 1026 99400 SH SHARED 02 99400 D SERVICEMASTER CO COM 81760N10 94 9100 SH SHARED 06 9100 D SERVICEMASTER CO COM 81760N10 5 500 SH SHARED 10 500 D SERVICEMASTER CO COM 81760N10 228 22119 SH SHARED 14 22119 D SERVICEMASTER CO COM 81760N10 193 18700 SH SHARED 17 9900 8800 D SERVICEMASTER CO COM 81760N10 435 42162 SH SHARED 23 29362 12800 D SERVICEMASTER CO COM 81760N10 262 25394 SH SHR/OTHR 23 25394 D SERVICES ACQUISITION CORP IN COM 81762810 147 14900 SH SHARED 14900 D SERVICES ACQUISITION CORP IN *W EXP 02/14/200 81762811 1181 299800 SH SHARED 299800 D SHANDA INTERACTIVE ENTMT LTD NOTE 10/1 81941QAB 2456 2757000 PRN SHARED 02 2757000 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 248 19200 SH SHARED 19200 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 19 1500 SH SHR/OTHR 1500 D SHARPER IMAGE CORP COM 82001310 132 11882 SH SHARED 11882 D SHARPER IMAGE CORP COM 82001310 14 1285 SH SHARED 02 1285 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 30969 1094720 SH SHARED 1094100 620 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 8 300 SH SHARED 01 300 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 2263 80010 SH SHARED 02 80010 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 21 768 SH SHARED 06 768 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 19 700 SH SHARED 10 700 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 34 1233 SH SHARED 14 1233 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 42 1500 SH SHARED 17 1500 D SHAW GROUP INC COM 82028010 551 19841 SH SHARED 19841 D SHAW GROUP INC COM 82028010 186 6700 SH SHARED 01 6700 D SHAW GROUP INC COM 82028010 139 5000 SH SHARED 02 5000 D SHAW GROUP INC COM 82028010 211 7600 SH SHARED 10 7600 D SHAW GROUP INC COM 82028010 100 3600 SH SHARED 17 3600 D SHENANDOAH TELECOMMUNICATION COM 82312B10 54 1158 SH SHARED 1158 D SHENANDOAH TELECOMMUNICATION COM 82312B10 51 1100 SH SHARED 01 1100 D SHENANDOAH TELECOMMUNICATION COM 82312B10 47 1000 SH SHARED 10 1000 D SHERWIN WILLIAMS CO COM 82434810 6598 138972 SH SHARED 134236 4736 D SHERWIN WILLIAMS CO COM 82434810 312 6592 SH SHR/OTHR 6592 D SHERWIN WILLIAMS CO COM 82434810 1372 28899 SH SHARED 01 28899 D SHERWIN WILLIAMS CO COM 82434810 1787 37645 SH SHARED 02 37645 D SHERWIN WILLIAMS CO COM 82434810 486 10254 SH SHARED 06 10254 D SHERWIN WILLIAMS CO COM 82434810 2920 61500 SH SHARED 10 61300 200 D SHERWIN WILLIAMS CO COM 82434810 179 3785 SH SHARED 14 3785 D SHERWIN WILLIAMS CO COM 82434810 3437 72408 SH SHARED 17 71808 600 D SHERWIN WILLIAMS CO COM 82434810 47 1000 SH SHARED 20 1000 D SHERWIN WILLIAMS CO COM 82434810 26 550 SH SHARED 23 550 D SHERWIN WILLIAMS CO COM 82434810 21 450 SH SHR/OTHR 23 450 D SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 82459610 227 2410 SH SHARED 06 2410 D SHIRE PLC SPONSORED ADR 82481R10 1455 32899 SH SHARED 32899 D SHIRE PLC SPONSORED ADR 82481R10 6192 140000 SH SHARED 04 140000 D SHIRE PLC SPONSORED ADR 82481R10 2684 60700 SH SHARED 10 60700 D SHIRE PLC SPONSORED ADR 82481R10 1338 30270 SH SHARED 17 30270 D SHOE CARNIVAL INC COM 82488910 242 10158 SH SHARED 10158 D SHOE CARNIVAL INC COM 82488910 512 21500 SH SHARED 10 21500 D SHOE CARNIVAL INC COM 82488910 2386 100000 SH SHARED 17 100000 D SHUFFLE MASTER INC COM 82554910 1283 39160 SH SHARED 38913 247 D SHUFFLE MASTER INC COM 82554910 34 1050 SH SHR/OTHR 1050 D SHUFFLE MASTER INC COM 82554910 199 6075 SH SHARED 01 6075 D SHUFFLE MASTER INC COM 82554910 5283 161177 SH SHARED 02 161177 D SHUFFLE MASTER INC COM 82554910 4658 142116 SH SHARED 10 142116 D SHUFFLE MASTER INC COM 82554910 15536 473950 SH SHARED 17 473950 D SHURGARD STORAGE CTRS INC COM 82567D10 156814 2509036 SH SHARED 2509036 D SHURGARD STORAGE CTRS INC COM 82567D10 31 500 SH SHARED 01 500 D SHURGARD STORAGE CTRS INC COM 82567D10 5122 81959 SH SHARED 02 81959 D SHURGARD STORAGE CTRS INC COM 82567D10 6287 100600 SH SHARED 11 100600 D SIEMENS A G SPONSORED ADR 82619750 4501 51845 SH SHARED 50800 1045 D SIEMENS A G SPONSORED ADR 82619750 121 1400 SH SHARED 14 1400 D SIEMENS A G SPONSORED ADR 82619750 130 1500 SH SHARED 23 1500 D SIEMENS A G SPONSORED ADR 82619750 8 100 SH SHR/OTHR 23 100 D SIERRA BANCORP COM 82620P10 16 642 SH SHARED 642 D SIERRA BANCORP COM 82620P10 2 78 SH SHARED 02 78 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 17440 3539000 PRN SHARED 3539000 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 2311 469000 PRN SHARED 02 469000 D SIERRA HEALTH SVCS INC COM 82632210 36 800 SH SHARED 01 800 D SIERRA HEALTH SVCS INC COM 82632210 153 3400 SH SHARED 02 3400 D SIERRA HEALTH SVCS INC COM 82632210 106 2355 SH SHARED 06 2355 D SIERRA HEALTH SVCS INC COM 82632210 3098 68800 SH SHARED 17 19200 49600 D SIERRA PAC RES NEW COM 82642810 1462 104491 SH SHARED 104491 D SIERRA PAC RES NEW COM 82642810 835 59700 SH SHARED 01 59700 D SIERRA PAC RES NEW COM 82642810 662 47300 SH SHARED 02 47300 D SIERRA PAC RES NEW COM 82642810 2569 183500 SH SHARED 10 183500 D SIERRA PAC RES NEW COM 82642810 8556 611200 SH SHARED 17 611200 D SIERRA WIRELESS INC COM 82651610 676 37500 SH SHARED 37500 D SIFY LTD SPONSORED ADR 82655M10 849 85105 SH SHARED 85105 D SIGMA ALDRICH CORP COM 82655210 13758 189410 SH SHARED 178137 11273 D SIGMA ALDRICH CORP COM 82655210 83 1150 SH SHR/OTHR 1150 D SIGMA ALDRICH CORP COM 82655210 995 13700 SH SHARED 01 13700 D SIGMA ALDRICH CORP COM 82655210 1919 26426 SH SHARED 02 26426 D SIGMA ALDRICH CORP COM 82655210 416 5740 SH SHARED 06 5740 D SIGMA ALDRICH CORP COM 82655210 661 9100 SH SHARED 10 8900 200 D SIGMA ALDRICH CORP COM 82655210 2430 33454 SH SHARED 17 32854 600 D SIGMA ALDRICH CORP COM 82655210 503 6935 SH SHARED 20 855 6080 D SIGMA ALDRICH CORP COM 82655210 79 1100 SH SHARED 23 1100 D SIGMA ALDRICH CORP COM 82655210 150 2075 SH SHR/OTHR 23 2075 D SIGMATEL INC COM 82661W10 288 70097 SH SHARED 70097 D SIGMATEL INC COM 82661W10 27 6770 SH SHARED 02 6770 D SIGMATEL INC COM 82661W10 396 96400 SH SHARED 10 96400 D SIGNET GROUP PLC SP ADR REP 10 82668L87 10 594 SH SHARED 01 594 D SIGNET GROUP PLC SP ADR REP 10 82668L87 201 11360 SH SHARED 02 11360 D SIGNET GROUP PLC SP ADR REP 10 82668L87 24092 1355800 SH SHARED 04 1355800 D SIGNET GROUP PLC SP ADR REP 10 82668L87 8912 501535 SH SHARED 06 501535 D SIGNET GROUP PLC SP ADR REP 10 82668L87 178 10059 SH SHARED 10 10059 D SIGNET GROUP PLC SP ADR REP 10 82668L87 4922 277000 SH SHARED 14 277000 D SIGNET GROUP PLC SP ADR REP 10 82668L87 1411 79404 SH SHARED 17 55336 24068 D SIGNATURE BK NEW YORK N Y COM 82669G10 2046 63209 SH SHARED 62734 475 D SIGNATURE BK NEW YORK N Y COM 82669G10 32 1000 SH SHR/OTHR 1000 D SIGNATURE BK NEW YORK N Y COM 82669G10 9260 286000 SH SHARED 10 280800 5200 D SIGNATURE BK NEW YORK N Y COM 82669G10 18547 572800 SH SHARED 17 381000 191800 D SILICON LABORATORIES INC COM 82691910 3925 111682 SH SHARED 111482 200 D SILICON LABORATORIES INC COM 82691910 892 25400 SH SHARED 01 25400 D SILICON LABORATORIES INC COM 82691910 1022 29100 SH SHARED 02 29100 D SILICON LABORATORIES INC COM 82691910 4816 137020 SH SHARED 10 137020 D SILICON LABORATORIES INC COM 82691910 7419 211090 SH SHARED 17 211090 D SILGAN HOLDINGS INC COM 82704810 201 5456 SH SHARED 5456 D SILGAN HOLDINGS INC COM 82704810 96 2600 SH SHARED 01 2600 D SILGAN HOLDINGS INC COM 82704810 20 567 SH SHARED 02 567 D SILGAN HOLDINGS INC COM 82704810 4193 113300 SH SHARED 10 113300 D SILGAN HOLDINGS INC COM 82704810 3149 85100 SH SHARED 17 22200 62900 D SILICON IMAGE INC COM 82705T10 6836 634168 SH SHARED 634168 D SILICON IMAGE INC COM 82705T10 4 403 SH SHARED 02 403 D SILICON STORAGE TECHNOLOGY I COM 82705710 599 149811 SH SHARED 149811 D SILICON STORAGE TECHNOLOGY I COM 82705710 3 972 SH SHARED 02 972 D SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C10 478 33391 SH SHARED 33391 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 4151 694269 SH SHARED 694269 D SILVER STD RES INC COM 82823L10 830 41500 SH SHARED 41500 D SILVER STD RES INC COM 82823L10 256 12839 SH SHARED 02 12839 D SILVER STD RES INC COM 82823L10 46 2330 SH SHARED 21 2330 D SILVER WHEATON CORP COM 82833610 38 4100 SH SHARED 4100 D SILVER WHEATON CORP COM 82833610 686 72900 SH SHARED 11000 61900 D SILVER WHEATON CORP COM 82833610 321 34100 SH SHARED 02 34100 D SILVER WHEATON CORP COM 82833610 942 100000 SH SHARED 04 100000 D SILVER WHEATON CORP COM 82833610 9325 990000 SH SHARED 10 990000 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 89 3073 SH SHARED 3073 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 5 205 SH SHARED 02 205 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 168 5800 SH SHARED 10 5800 D SIMON PPTY GROUP INC NEW COM 82880610 16592 200054 SH SHARED 182337 17717 D SIMON PPTY GROUP INC NEW COM 82880610 614 7410 SH SHR/OTHR 7410 D SIMON PPTY GROUP INC NEW COM 82880610 3961 47758 SH SHARED 01 47758 D SIMON PPTY GROUP INC NEW COM 82880610 4593 55380 SH SHARED 02 55380 D SIMON PPTY GROUP INC NEW COM 82880610 2156 26000 SH SHARED 04 26000 D SIMON PPTY GROUP INC NEW COM 82880610 4180 50400 SH SHARED 10 50400 D SIMON PPTY GROUP INC NEW COM 82880610 765228 9226285 SH SHARED 11 9226285 D SIMON PPTY GROUP INC NEW COM 82880610 418 5045 SH SHARED 14 5045 D SIMON PPTY GROUP INC NEW COM 82880610 8905 107375 SH SHARED 17 91975 15400 D SIMON PPTY GROUP INC NEW COM 82880610 127 1540 SH SHARED 20 1540 D SIMON PPTY GROUP INC NEW COM 82880610 12 150 SH SHARED 22 150 D SIMON PPTY GROUP INC NEW COM 82880610 2128 25668 SH SHARED 23 25668 D SIMON PPTY GROUP INC NEW COM 82880610 41 500 SH SHR/OTHR 23 500 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 147067 2146964 SH SHARED 2146964 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 180 2640 SH SHR/OTHR 2640 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 4 60 SH SHARED 01 60 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 2781 40604 SH SHARED 02 40604 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 739 10800 SH SHARED 23 10800 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 34 498 SH SHR/OTHR 23 498 D SIMPSON MANUFACTURING CO INC COM 82907310 359 9965 SH SHARED 9965 D SIMPSON MANUFACTURING CO INC COM 82907310 7 198 SH SHARED 02 198 D SIMPSON MANUFACTURING CO INC COM 82907310 158 4400 SH SHARED 10 4400 D SIMPSON MANUFACTURING CO INC COM 82907310 183 5100 SH SHARED 17 5100 D SINA CORP NOTE 7/1 82922RAB 2252 2000000 PRN SHARED 02 2000000 D SINCLAIR BROADCAST GROUP INC CL A 82922610 190 22246 SH SHARED 22246 D SINCLAIR BROADCAST GROUP INC CL A 82922610 6 765 SH SHARED 02 765 D SINGAPORE FD INC COM 82929L10 9 840 SH SHARED 840 D SINGAPORE FD INC COM 82929L10 112 9634 SH SHR/OTHR 9634 D SINGAPORE FD INC COM 82929L10 237 20332 SH SHR/OTHR 23 20332 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 350 7100 SH SHARED 7100 D SIRIUS SATELLITE RADIO INC NOTE 2.500% 2/1 82966UAC 1785 1449000 PRN SHARED 02 1449000 D SIRIUS SATELLITE RADIO INC COM 82966U10 16246 3420300 SH SHARED 3399600 20700 D SIRIUS SATELLITE RADIO INC COM 82966U10 241 50900 SH SHARED 01 50900 D SIRIUS SATELLITE RADIO INC COM 82966U10 1500 315963 SH SHARED 02 315963 D SIRIUS SATELLITE RADIO INC COM 82966U10 186 39280 SH SHARED 06 39280 D SIRIUS SATELLITE RADIO INC COM 82966U10 22 4700 SH SHARED 10 4700 D SIRIUS SATELLITE RADIO INC COM 82966U10 213 45050 SH SHARED 17 26050 19000 D SIRIUS SATELLITE RADIO INC COM 82966U10 35 7500 SH SHR/OTHR 23 7500 D SIRNA THERAPEUTICS INC COM 82966910 4806 843170 SH SHARED 843170 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 333 10338 SH SHARED 10338 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 315 9800 SH SHARED 01 9800 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 1308 40610 SH SHARED 02 35400 5210 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 16277 505200 SH SHARED 10 505200 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 819 25440 SH SHARED 17 25440 D SIRVA INC COM 82967Y10 38 5917 SH SHARED 5917 D SIRVA INC COM 82967Y10 65 10200 SH SHARED 01 10200 D SIX FLAGS INC COM 83001P10 4677 832293 SH SHARED 832293 D SIX FLAGS INC COM 83001P10 70 12500 SH SHARED 01 12500 D SIX FLAGS INC COM 83001P10 37 6760 SH SHARED 02 6760 D SIX FLAGS INC COM 83001P10 55 9900 SH SHARED 10 9900 D SIX FLAGS INC COM 83001P10 52 9400 SH SHARED 17 9400 D SIX FLAGS INC COM 83001P10 84 15000 SH SHARED 20 15000 D SIZELER PPTY INVS INC COM 83013710 978 60917 SH SHARED 60917 D SIZELER PPTY INVS INC COM 83013710 8 501 SH SHARED 02 501 D SIZELER PPTY INVS INC COM 83013710 803 50000 SH SHARED 17 50000 D SKECHERS U S A INC CL A 83056610 487 20238 SH SHARED 20238 D SKECHERS U S A INC CL A 83056610 83 3460 SH SHARED 02 3460 D SKECHERS U S A INC CL A 83056610 120 5000 SH SHARED 17 5000 D SKY FINL GROUP INC COM 83080P10 257 10922 SH SHARED 1991 8931 D SKY FINL GROUP INC COM 83080P10 4 200 SH SHARED 01 200 D SKY FINL GROUP INC COM 83080P10 149 6343 SH SHARED 02 6343 D SKY FINL GROUP INC COM 83080P10 217 9200 SH SHARED 17 9200 D SKYEPHARMA PLC SPONSORED ADR 83080810 42 7415 SH SHARED 7400 15 D SKYLINE CORP COM 83083010 53 1257 SH SHARED 1257 D SKYLINE CORP COM 83083010 183 4299 SH SHARED 01 4299 D SKYLINE CORP COM 83083010 1 33 SH SHARED 02 33 D SKYLINE CORP COM 83083010 59 1400 SH SHARED 10 1400 D SKYWEST INC COM 83087910 858 34597 SH SHARED 34597 D SKYWEST INC COM 83087910 20 816 SH SHARED 02 816 D SKYWEST INC COM 83087910 3013 121500 SH SHARED 10 100100 21400 D SKYWEST INC COM 83087910 476 19200 SH SHARED 17 19200 D SKYWORKS SOLUTIONS INC NOTE 4.750%11/1 83088MAB 3289 3303000 PRN SHARED 02 3303000 D SKYWORKS SOLUTIONS INC COM 83088M10 812 147499 SH SHARED 147499 D SKYWORKS SOLUTIONS INC COM 83088M10 320 58169 SH SHARED 02 58169 D SKILLSOFT PLC SPONSORED ADR 83092810 7 1200 SH SHARED 1200 D SKILLSOFT PLC SPONSORED ADR 83092810 4 710 SH SHARED 02 710 D SMALL CAP PREM & DIV INCM FD COM 83165P10 11 674 SH SHARED 674 D SMART & FINAL INC COM 83168310 45 2686 SH SHARED 2686 D SMARTPROS LTD COM 83171G10 16 5499 SH SHARED 5499 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 9 250 SH SHARED 250 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 38 1000 SH SHR/OTHR 21 1000 D SMITH & WESSON HLDG CORP COM 83175610 108 13200 SH SHARED 01 13200 D SMITH A O COM 83186520 11644 251173 SH SHARED 251173 D SMITH A O COM 83186520 152 3300 SH SHARED 01 3300 D SMITH A O COM 83186520 18 400 SH SHARED 02 400 D SMITH A O COM 83186520 6657 143600 SH SHARED 10 143600 D SMITH A O COM 83186520 1311 28300 SH SHARED 17 14200 14100 D SMITH INTL INC COM 83211010 3156 70970 SH SHARED 69992 978 D SMITH INTL INC COM 83211010 2499 56200 SH SHARED 01 56200 D SMITH INTL INC COM 83211010 5084 114342 SH SHARED 02 114342 D SMITH INTL INC COM 83211010 353 7940 SH SHARED 06 7940 D SMITH INTL INC COM 83211010 40 900 SH SHARED 10 900 D SMITH INTL INC COM 83211010 355 8000 SH SHARED 17 4200 3800 D SMITH MICRO SOFTWARE INC COM 83215410 107 6700 SH SHARED 02 6700 D SMITHFIELD FOODS INC COM 83224810 239 8300 SH SHARED 8300 D SMITHFIELD FOODS INC COM 83224810 807 28000 SH SHARED 01 28000 D SMITHFIELD FOODS INC COM 83224810 671 23300 SH SHARED 02 23300 D SMITHFIELD FOODS INC COM 83224810 76 2649 SH SHARED 06 2649 D SMITHFIELD FOODS INC COM 83224810 253 8784 SH SHARED 14 8784 D SMITHFIELD FOODS INC COM 83224810 144 5000 SH SHARED 17 5000 D SMITHTOWN BANCORP INC COM 83244910 43 1800 SH SHARED 1800 D SMUCKER J M CO COM NEW 83269640 122 2738 SH SHARED 2622 116 D SMUCKER J M CO COM NEW 83269640 8 189 SH SHR/OTHR 189 D SMUCKER J M CO COM NEW 83269640 768 17185 SH SHARED 01 17185 D SMUCKER J M CO COM NEW 83269640 636 14238 SH SHARED 02 14238 D SMUCKER J M CO COM NEW 83269640 447 10000 SH SHARED 17 10000 D SMUCKER J M CO COM NEW 83269640 22 500 SH SHARED 23 500 D SMUCKER J M CO COM NEW 83269640 119 2666 SH SHR/OTHR 23 2666 D SMURFIT-STONE CONTAINER CORP COM 83272710 3834 350540 SH SHARED 349479 1061 D SMURFIT-STONE CONTAINER CORP COM 83272710 625 57204 SH SHARED 02 57204 D SMURFIT-STONE CONTAINER CORP COM 83272710 73 6740 SH SHARED 06 6740 D SMURFIT-STONE CONTAINER CORP COM 83272710 7 700 SH SHARED 10 700 D SMURFIT-STONE CONTAINER CORP COM 83272710 474 43400 SH SHARED 17 41600 1800 D SNAP ON INC COM 83303410 2227 55100 SH SHARED 55100 D SNAP ON INC COM 83303410 412 10198 SH SHARED 01 10198 D SNAP ON INC COM 83303410 902 22327 SH SHARED 02 22327 D SNAP ON INC COM 83303410 117 2900 SH SHARED 06 2900 D SNAP ON INC COM 83303410 1019 25225 SH SHARED 17 22125 3100 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 1274 12238 SH SHARED 12238 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 5800 55700 SH SHARED 10 55700 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 3023 29035 SH SHARED 17 29035 D SODEXHO ALLIANCE SA SPONSORED ADR 83379210 7 150 SH SHR/OTHR 23 150 D SOFTBRANDS INC COM 83402A10 0 172 SH SHARED 01 172 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 27858 801900 SH SHARED 801900 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 1 33 SH SHARED 02 33 D SOHU COM INC NOTE 7/1 83408WAC 1508 1625000 PRN SHARED 1625000 D SOHU COM INC COM 83408W10 782 30357 SH SHARED 30357 D SOHU COM INC COM 83408W10 239 9300 SH SHARED 01 9300 D SOHU COM INC COM 83408W10 183 7106 SH SHARED 02 7106 D SOHU COM INC COM 83408W10 500 19400 SH SHARED 17 19400 D SOLECTRON CORP NOTE 0.500% 2/1 834182AT 7470 10000000 PRN SHARED 10000000 D SOLECTRON CORP NOTE 0.500% 2/1 834182AT 4033 5400000 PRN SHARED 02 5400000 D SOLECTRON CORP COM 83418210 3735 1092383 SH SHARED 1090202 2181 D SOLECTRON CORP COM 83418210 393 115000 SH SHARED 01 115000 D SOLECTRON CORP COM 83418210 3572 1044684 SH SHARED 02 1044684 D SOLECTRON CORP COM 83418210 285 83480 SH SHARED 06 83480 D SOLECTRON CORP COM 83418210 5 1500 SH SHARED 10 1500 D SOLECTRON CORP COM 83418210 39 11480 SH SHARED 14 11480 D SOLECTRON CORP COM 83418210 1817 531373 SH SHARED 17 527973 3400 D SOLECTRON CORP COM 83418210 0 220 SH SHR/OTHR 23 220 D SOMANETICS CORP COM NEW 83444540 58 3039 SH SHARED 3039 D SOMANETICS CORP COM NEW 83444540 37 1974 SH SHARED 02 1974 D SOMANETICS CORP COM NEW 83444540 6520 341400 SH SHARED 10 341400 D SOMANETICS CORP COM NEW 83444540 118 6200 SH SHARED 17 6200 D SOMAXON PHARMACEUTICALS INC COM 83445310 11 708 SH SHARED 708 D SOMAXON PHARMACEUTICALS INC COM 83445310 0 35 SH SHARED 02 35 D SONIC AUTOMOTIVE INC NOTE 4.250%11/3 83545GAK 2174 2000000 PRN SHARED 2000000 D SONIC AUTOMOTIVE INC CL A 83545G10 1583 71382 SH SHR/OTHR 71382 D SONIC AUTOMOTIVE INC CL A 83545G10 1599 72102 SH SHARED 72102 D SONIC AUTOMOTIVE INC CL A 83545G10 11 500 SH SHARED 01 500 D SONIC AUTOMOTIVE INC CL A 83545G10 3 160 SH SHARED 02 160 D SONIC AUTOMOTIVE INC CL A 83545G10 951 42900 SH SHARED 17 42500 400 D SONIC CORP COM 83545110 353 17005 SH SHARED 17005 D SONIC CORP COM 83545110 70 3375 SH SHARED 01 3375 D SONIC CORP COM 83545110 547 26334 SH SHARED 02 26334 D SONIC CORP COM 83545110 33 1618 SH SHARED 06 1618 D SONIC CORP COM 83545110 0 1 SH SHARED 17 1 D SONIC CORP COM 83545110 57 2750 SH SHARED 21 2750 D SONIC CORP COM 83545110 18 900 SH SHR/OTHR 22 900 D SONIC SOLUTIONS COM 83546010 142 8659 SH SHARED 8659 D SONIC SOLUTIONS COM 83546010 70 4300 SH SHARED 01 4300 D SONIC SOLUTIONS COM 83546010 4 291 SH SHARED 02 291 D SONIC SOLUTIONS COM 83546010 4946 299800 SH SHARED 17 299800 D SONICWALL INC COM 83547010 2470 274770 SH SHR/OTHR 274770 D SONICWALL INC COM 83547010 130 14470 SH SHARED 14470 D SONICWALL INC COM 83547010 3 400 SH SHR/OTHR 400 D SONOCO PRODS CO COM 83549510 8505 268741 SH SHARED 162291 106450 D SONOCO PRODS CO COM 83549510 537 16980 SH SHR/OTHR 16980 D SONOCO PRODS CO COM 83549510 1300 41100 SH SHARED 01 41100 D SONOCO PRODS CO COM 83549510 746 23601 SH SHARED 02 23601 D SONOCO PRODS CO COM 83549510 11394 360000 SH SHARED 04 360000 D SONOCO PRODS CO COM 83549510 84075 2656398 SH SHARED 10 2319790 336608 D SONOCO PRODS CO COM 83549510 215 6800 SH SHR/OTHR 10 6800 D SONOCO PRODS CO COM 83549510 3718 117500 SH SHARED 15 117500 D SONOCO PRODS CO COM 83549510 1053 33295 SH SHARED 17 22400 10895 D SONOCO PRODS CO COM 83549510 225 7125 SH SHARED 20 1290 5835 D SONOCO PRODS CO COM 83549510 403 12750 SH SHARED 22 6900 5850 D SONOCO PRODS CO COM 83549510 259 8200 SH SHARED 23 7200 1000 D SONOCO PRODS CO COM 83549510 327 10354 SH SHR/OTHR 23 10354 D SONOSITE INC COM 83568G10 1096 28091 SH SHARED 27891 200 D SONOSITE INC COM 83568G10 23 600 SH SHARED 01 600 D SONOSITE INC COM 83568G10 6 157 SH SHARED 02 157 D SONOSITE INC COM 83568G10 6412 164260 SH SHARED 10 162860 1400 D SONOSITE INC COM 83568G10 13961 357620 SH SHARED 17 210620 147000 D SONY CORP ADR NEW 83569930 11953 271426 SH SHARED 271426 D SONY CORP ADR NEW 83569930 44 1000 SH SHR/OTHR 1000 D SOTHEBYS HLDGS INC CL A 83589810 1337 50938 SH SHARED 49938 1000 D SOTHEBYS HLDGS INC CL A 83589810 349 13300 SH SHARED 01 13300 D SOTHEBYS HLDGS INC CL A 83589810 509 19400 SH SHARED 02 19400 D SOTHEBYS HLDGS INC CL A 83589810 454 17300 SH SHARED 17 17300 D SONUS NETWORKS INC COM 83591610 323 65399 SH SHARED 65399 D SOUND FED BANCORP INC COM 83607V10 48 2310 SH SHARED 2310 D SOUND FED BANCORP INC COM 83607V10 6 300 SH SHARED 02 300 D SOURCE INTERLINK COS INC COM NEW 83615120 3692 310300 SH SHARED 310300 D SOURCECORP COM 83616710 948 38280 SH SHARED 38280 D SOURCECORP COM 83616710 4 173 SH SHARED 02 173 D SOUTH FINL GROUP INC COM 83784110 155 5900 SH SHARED 01 5900 D SOUTH FINL GROUP INC COM 83784110 118 4500 SH SHARED 02 4500 D SOUTH FINL GROUP INC COM 83784110 23 900 SH SHARED 17 900 D SOUTH JERSEY INDS INC COM 83851810 187 6857 SH SHARED 6857 D SOUTH JERSEY INDS INC COM 83851810 30 1100 SH SHARED 01 1100 D SOUTH JERSEY INDS INC COM 83851810 2 82 SH SHARED 02 82 D SOUTH JERSEY INDS INC COM 83851810 1024 37400 SH SHARED 10 37400 D SOUTHERN CO COM 84258710 157704 4920588 SH SHARED 4873884 46704 D SOUTHERN CO COM 84258710 551 17200 SH SHR/OTHR 17200 D SOUTHERN CO COM 84258710 4724 147399 SH SHARED 01 147399 D SOUTHERN CO COM 84258710 7341 229064 SH SHARED 02 229064 D SOUTHERN CO COM 84258710 2071 64630 SH SHARED 06 64630 D SOUTHERN CO COM 84258710 640 19980 SH SHARED 10 7780 12200 D SOUTHERN CO COM 84258710 28 900 SH SHARED 14 900 D SOUTHERN CO COM 84258710 11422 356392 SH SHARED 17 326592 29800 D SOUTHERN CO COM 84258710 57 1800 SH SHARED 20 1800 D SOUTHERN CO COM 84258710 721 22500 SH SHR/OTHR 20 22500 D SOUTHERN CO COM 84258710 64 2000 SH SHR/OTHR 21 2000 D SOUTHERN CO COM 84258710 113 3550 SH SHR/OTHR 23 3550 D SOUTHERN COPPER CORP COM 84265V10 23619 265000 SH SHARED 246600 18400 D SOUTHERN COPPER CORP COM 84265V10 356 4000 SH SHARED 01 4000 D SOUTHERN COPPER CORP COM 84265V10 1060 11898 SH SHARED 02 11898 D SOUTHERN COPPER CORP COM 84265V10 1782 20000 SH SHARED 04 20000 D SOUTHERN COPPER CORP COM 84265V10 17 200 SH SHARED 06 200 D SOUTHERN COPPER CORP COM 84265V10 17157 192500 SH SHARED 10 89600 102900 D SOUTHERN COPPER CORP COM 84265V10 4376 49100 SH SHARED 17 11400 37700 D SOUTHERN UN CO NEW COM 84403010 1076 39788 SH SHARED 02 39788 D SOUTHERN UN CO NEW COM 84403010 37518 1386490 SH SHARED 17 1386490 D SOUTHERN UN CO NEW COM 84403010 46 1700 SH SHR/OTHR 23 1700 D SOUTHSIDE BANCSHARES INC COM 84470P10 56 2541 SH SHARED 2541 D SOUTHSIDE BANCSHARES INC COM 84470P10 0 1 SH SHARED 02 1 D SOUTHWEST AIRLS CO COM 84474110 9642 589037 SH SHARED 588374 663 D SOUTHWEST AIRLS CO COM 84474110 2675 163437 SH SHARED 01 163437 D SOUTHWEST AIRLS CO COM 84474110 3288 200899 SH SHARED 02 200899 D SOUTHWEST AIRLS CO COM 84474110 731 44680 SH SHARED 06 44680 D SOUTHWEST AIRLS CO COM 84474110 442 27021 SH SHARED 10 13921 13100 D SOUTHWEST AIRLS CO COM 84474110 834 51000 SH SHARED 14 51000 D SOUTHWEST AIRLS CO COM 84474110 5845 357086 SH SHARED 17 286686 70400 D SOUTHWEST AIRLS CO COM 84474110 38 2380 SH SHARED 21 2380 D SOUTHWEST AIRLS CO COM 84474110 30 1850 SH SHARED 23 1850 D SOUTHWEST BANCORP INC OKLA COM 84476710 356 13962 SH SHARED 13962 D SOUTHWEST BANCORP INC OKLA COM 84476710 15 600 SH SHARED 01 600 D SOUTHWEST GAS CORP COM 84489510 363 11592 SH SHARED 11242 350 D SOUTHWEST GAS CORP COM 84489510 103 3300 SH SHARED 01 3300 D SOUTHWEST GAS CORP COM 84489510 286 9155 SH SHARED 02 355 8800 D SOUTHWEST GAS CORP COM 84489510 3525 112500 SH SHARED 10 112500 D SOUTHWEST GAS CORP COM 84489510 2200 70200 SH SHARED 17 18500 51700 D SOUTHWEST WTR CO COM 84533110 69 5788 SH SHARED 5788 D SOUTHWEST WTR CO COM 84533110 3 314 SH SHARED 02 314 D SOUTHWEST WTR CO COM 84533110 196 16400 SH SHARED 17 16400 D SOUTHWESTERN ENERGY CO COM 84546710 27051 868150 SH SHARED 867350 800 D SOUTHWESTERN ENERGY CO COM 84546710 1265 40600 SH SHARED 01 40600 D SOUTHWESTERN ENERGY CO COM 84546710 1333 42809 SH SHARED 02 42809 D SOUTHWESTERN ENERGY CO COM 84546710 37148 1192200 SH SHARED 04 1192200 D SOUTHWESTERN ENERGY CO COM 84546710 3916 125700 SH SHARED 06 125700 D SOUTHWESTERN ENERGY CO COM 84546710 735 23600 SH SHARED 10 22900 700 D SOUTHWESTERN ENERGY CO COM 84546710 264 8500 SH SHARED 14 8500 D SOUTHWESTERN ENERGY CO COM 84546710 15828 507990 SH SHARED 17 505890 2100 D SOVEREIGN BANCORP INC COM 84590510 26305 1295180 SH SHARED 1294839 341 D SOVEREIGN BANCORP INC COM 84590510 96 4737 SH SHR/OTHR 4737 D SOVEREIGN BANCORP INC COM 84590510 1389 68410 SH SHARED 01 68410 D SOVEREIGN BANCORP INC COM 84590510 2409 118644 SH SHARED 02 118644 D SOVEREIGN BANCORP INC COM 84590510 702 34607 SH SHARED 06 34607 D SOVEREIGN BANCORP INC COM 84590510 10 500 SH SHARED 10 500 D SOVEREIGN BANCORP INC COM 84590510 468 23075 SH SHARED 14 23075 D SOVEREIGN BANCORP INC COM 84590510 114802 5652535 SH SHARED 17 5651590 945 D SOVRAN SELF STORAGE INC COM 84610H10 256 5042 SH SHARED 5042 D SOVRAN SELF STORAGE INC COM 84610H10 50 1000 SH SHARED 01 1000 D SOVRAN SELF STORAGE INC COM 84610H10 761 15000 SH SHARED 04 15000 D SOVRAN SELF STORAGE INC COM 84610H10 1970 38800 SH SHARED 10 38800 D SOVRAN SELF STORAGE INC COM 84610H10 25541 502880 SH SHARED 11 502880 D SOVRAN SELF STORAGE INC COM 84610H10 1142 22500 SH SHARED 17 15100 7400 D SPANISH BROADCASTING SYS INC CL A 84642588 486 95133 SH SHARED 95133 D SPANISH BROADCASTING SYS INC CL A 84642588 3 762 SH SHARED 02 762 D SPANSION INC COM CL A 84649R10 10936 686103 SH SHARED 686103 D SPANSION INC COM CL A 84649R10 6066 380563 SH SHARED 02 380563 D SPANSION INC COM CL A 84649R10 9564 600000 SH SHARED 10 600000 D SPANSION INC COM CL A 84649R10 2243 140720 SH SHARED 17 140720 D SPARTAN STORES INC COM 84682210 70 4799 SH SHARED 4799 D SPARTAN STORES INC COM 84682210 86 5900 SH SHARED 01 5900 D SPARTAN STORES INC COM 84682210 8 604 SH SHARED 02 604 D SPARTECH CORP COM NEW 84722020 211 9352 SH SHARED 9352 D SPARTECH CORP COM NEW 84722020 57 2561 SH SHARED 02 2561 D SPARTECH CORP COM NEW 84722020 185 8200 SH SHARED 10 8200 D SPATIALIGHT INC COM 84724810 74 32555 SH SHARED 32555 D SPATIALIGHT INC COM 84724810 3 1713 SH SHARED 02 1713 D SPECTRALINK CORP COM 84758010 38 4365 SH SHARED 4365 D SPECTRALINK CORP COM 84758010 16 1822 SH SHARED 02 1822 D SPECTRALINK CORP COM 84758010 14 1700 SH SHARED 17 1700 D SPECTRANETICS CORP COM 84760C10 910 84900 SH SHARED 17 84900 D SPECTRUM BRANDS INC COM 84762L10 126 9800 SH SHARED 9800 D SPECTRUM BRANDS INC COM 84762L10 3 300 SH SHARED 02 300 D SPEEDWAY MOTORSPORTS INC COM 84778810 134 3561 SH SHARED 3561 D SPEEDWAY MOTORSPORTS INC COM 84778810 60 1600 SH SHARED 01 1600 D SPEEDWAY MOTORSPORTS INC COM 84778810 3 97 SH SHARED 02 97 D SPEEDWAY MOTORSPORTS INC COM 84778810 226 6000 SH SHARED 17 6000 D SPHERION CORP COM 84842010 186 20500 SH SHARED 20500 D SPHERION CORP COM 84842010 5 580 SH SHARED 02 580 D SPHERION CORP COM 84842010 283 31100 SH SHARED 17 31100 D SPIRIT FIN CORP COM 84856830 233 20742 SH SHARED 20742 D SPIRIT FIN CORP COM 84856830 5 527 SH SHARED 02 527 D SPIRIT FIN CORP COM 84856830 19400 1723000 SH SHARED 11 1723000 D SPIRIT FIN CORP COM 84856830 6 600 SH SHARED 17 600 D SPRINT NEXTEL CORP COM FON 85206110 1548 77457 SH SHARED 77457 D SPRINT NEXTEL CORP COM FON 85206110 203748 10192500 SH SHARED 10077027 115473 D SPRINT NEXTEL CORP COM FON 85206110 10 507 SH SHR/OTHR 507 D SPRINT NEXTEL CORP COM FON 85206110 10976 549121 SH SHARED 01 549121 D SPRINT NEXTEL CORP COM FON 85206110 17759 888443 SH SHARED 02 888443 D SPRINT NEXTEL CORP COM FON 85206110 999 50000 SH SHARED 04 50000 D SPRINT NEXTEL CORP COM FON 85206110 22329 1117044 SH SHARED 06 1117044 D SPRINT NEXTEL CORP COM FON 85206110 53563 2679496 SH SHARED 10 203352 2372760 103384 D SPRINT NEXTEL CORP COM FON 85206110 2156 107855 SH SHARED 14 107855 D SPRINT NEXTEL CORP COM FON 85206110 2402 120200 SH SHARED 15 120200 D SPRINT NEXTEL CORP COM FON 85206110 49100 2456228 SH SHARED 17 2385937 70291 D SPRINT NEXTEL CORP COM FON 85206110 8732 436829 SH SHARED 19 436829 D SPRINT NEXTEL CORP COM FON 85206110 12 632 SH SHARED 20 632 D SPRINT NEXTEL CORP COM FON 85206110 328 16410 SH SHR/OTHR 21 16410 D SPRINT NEXTEL CORP COM FON 85206110 87 4370 SH SHARED 23 4370 D SPRINT NEXTEL CORP COM FON 85206110 254 12717 SH SHR/OTHR 23 12717 D STAGE STORES INC *W EXP 08/23/200 85254C12 1786 78369 SH SHARED 78369 D STAGE STORES INC *W EXP 08/23/200 85254C13 152 7837 SH SHARED 7837 D STAGE STORES INC COM NEW 85254C30 450 13637 SH SHARED 13637 D STAGE STORES INC COM NEW 85254C30 191 5794 SH SHARED 02 5794 D STAGE STORES INC COM NEW 85254C30 1707 51750 SH SHARED 10 51750 D STAGE STORES INC COM NEW 85254C30 402 12200 SH SHARED 17 12200 D STAMPS COM INC COM NEW 85285720 962 34584 SH SHARED 34334 250 D STAMPS COM INC COM NEW 85285720 4197 150880 SH SHARED 10 145780 5100 D STAMPS COM INC COM NEW 85285720 11058 397500 SH SHARED 17 286000 111500 D STANCORP FINL GROUP INC COM 85289110 188 3700 SH SHARED 3700 D STANCORP FINL GROUP INC COM 85289110 794 15600 SH SHARED 01 15600 D STANCORP FINL GROUP INC COM 85289110 680 13358 SH SHARED 02 13358 D STANCORP FINL GROUP INC COM 85289110 49 981 SH SHARED 06 981 D STANCORP FINL GROUP INC COM 85289110 407 8000 SH SHARED 17 8000 D STANDARD MICROSYSTEMS CORP COM 85362610 115 5304 SH SHARED 5304 D STANDARD MICROSYSTEMS CORP COM 85362610 19 900 SH SHARED 01 900 D STANDARD MICROSYSTEMS CORP COM 85362610 87 4021 SH SHARED 02 4021 D STANDARD MICROSYSTEMS CORP COM 85362610 866 39700 SH SHARED 10 39700 D STANDARD MTR PRODS INC COM 85366610 26 3133 SH SHARED 3133 D STANDARD MTR PRODS INC COM 85366610 15 1863 SH SHARED 02 1863 D STANDARD PAC CORP NEW COM 85375C10 2919 113600 SH SHARED 113600 D STANDARD PAC CORP NEW COM 85375C10 919 35768 SH SHARED 02 35768 D STANDARD PAC CORP NEW COM 85375C10 2554 99400 SH SHARED 17 99400 D STANDARD REGISTER CO COM 85388710 49 4144 SH SHARED 4144 D STANDARD REGISTER CO COM 85388710 4 367 SH SHARED 02 367 D STANDARD REGISTER CO COM 85388710 623 52600 SH SHARED 10 52600 D STANDARD REGISTER CO COM 85388710 349 29500 SH SHARED 17 29500 D STANDEX INTL CORP COM 85423110 79 2609 SH SHARED 2609 D STANDEX INTL CORP COM 85423110 4 155 SH SHARED 02 155 D STANLEY FURNITURE INC COM NEW 85430520 52 2201 SH SHARED 2201 D STANLEY FURNITURE INC COM NEW 85430520 3 126 SH SHARED 02 126 D STANLEY FURNITURE INC COM NEW 85430520 383 16000 SH SHARED 17 16000 D STANLEY WKS COM 85461610 2052 43477 SH SHARED 43300 177 D STANLEY WKS COM 85461610 85 1800 SH SHR/OTHR 1800 D STANLEY WKS COM 85461610 760 16099 SH SHARED 01 16099 D STANLEY WKS COM 85461610 948 20087 SH SHARED 02 20087 D STANLEY WKS COM 85461610 297 6300 SH SHARED 06 6300 D STANLEY WKS COM 85461610 9 200 SH SHARED 10 200 D STANLEY WKS COM 85461610 144 3063 SH SHARED 14 3063 D STANLEY WKS COM 85461610 1497 31709 SH SHARED 17 29209 2500 D STANLEY WKS COM 85461610 14 315 SH SHR/OTHR 21 315 D STANLEY WKS COM 85461610 472 10000 SH SHARED 23 10000 D STANTEC INC COM 85472N10 13 700 SH SHARED 700 D STAPLES INC COM 85503010 47623 1955775 SH SHARED 1874326 81449 D STAPLES INC COM 85503010 679 27900 SH SHR/OTHR 27900 D STAPLES INC COM 85503010 3517 144450 SH SHARED 01 144450 D STAPLES INC COM 85503010 5262 216110 SH SHARED 02 216110 D STAPLES INC COM 85503010 4283 175914 SH SHARED 04 169000 6914 D STAPLES INC COM 85503010 1817 74622 SH SHARED 06 74622 D STAPLES INC COM 85503010 98833 4058886 SH SHARED 10 659751 3030385 368750 D STAPLES INC COM 85503010 647 26575 SH SHARED 14 26575 D STAPLES INC COM 85503010 111503 4579206 SH SHARED 17 4573406 5800 D STAPLES INC COM 85503010 294 12105 SH SHARED 20 6000 6105 D STAPLES INC COM 85503010 30 1250 SH SHR/OTHR 20 1250 D STAPLES INC COM 85503010 377 15492 SH SHARED 23 15492 D STAPLES INC COM 85503010 652 26800 SH SHR/OTHR 23 26800 D STAR MARITIME ACQUISITION CO COM 85516E10 45 4442 SH SHARED 4442 D STAR SCIENTIFIC INC COM 85517P10 28 10867 SH SHARED 10867 D STAR SCIENTIFIC INC COM 85517P10 9 3679 SH SHARED 02 3679 D STARBUCKS CORP COM 85524410 122573 3246125 SH SHARED 3165575 80550 D STARBUCKS CORP COM 85524410 170 4522 SH SHR/OTHR 4522 D STARBUCKS CORP COM 85524410 6619 175300 SH SHARED 01 175300 D STARBUCKS CORP COM 85524410 15589 412849 SH SHARED 02 412849 D STARBUCKS CORP COM 85524410 2918 77286 SH SHARED 06 77286 D STARBUCKS CORP COM 85524410 65466 1733760 SH SHARED 10 279400 842400 611960 D STARBUCKS CORP COM 85524410 359 9530 SH SHARED 14 9530 D STARBUCKS CORP COM 85524410 22414 593601 SH SHARED 17 408401 185200 D STARBUCKS CORP COM 85524410 15 400 SH SHARED 19 400 D STARBUCKS CORP COM 85524410 8 220 SH SHR/OTHR 21 220 D STARBUCKS CORP COM 85524410 60 1600 SH SHARED 22 1600 D STARTEK INC COM 85569C10 324 21714 SH SHARED 21714 D STARTEK INC COM 85569C10 91 6100 SH SHARED 01 6100 D STARTEK INC COM 85569C10 9 646 SH SHARED 02 646 D STARTEK INC COM 85569C10 1089 72900 SH SHARED 10 72900 D STARTEK INC COM 85569C10 14 1000 SH SHARED 17 1000 D STATE AUTO FINL CORP COM 85570710 16897 519277 SH SHARED 519277 D STATE AUTO FINL CORP COM 85570710 2 76 SH SHARED 02 76 D STATE BANCORP INC N.Y COM 85571610 38 2203 SH SHARED 2203 D STATE BANCORP INC N.Y COM 85571610 19 1127 SH SHARED 02 1127 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 12093 200421 SH SHARED 199850 571 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 2522 41800 SH SHARED 01 41800 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 3741 62000 SH SHARED 02 62000 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 724 12000 SH SHARED 04 12000 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 34369 569600 SH SHARED 10 16410 549990 3200 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 208972 3463256 SH SHARED 11 3463256 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 8638 143157 SH SHARED 17 140257 2900 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 24 400 SH SHR/OTHR 23 400 D STATE NATIONAL BANCSHARES IN COM 85712410 919 24138 SH SHARED 24138 D STATE STR CORP COM 85747710 42184 726195 SH SHARED 646971 79224 D STATE STR CORP COM 85747710 2329 40100 SH SHR/OTHR 40100 D STATE STR CORP COM 85747710 3746 64500 SH SHARED 01 64500 D STATE STR CORP COM 85747710 14699 253039 SH SHARED 02 253039 D STATE STR CORP COM 85747710 3110 53549 SH SHARED 06 53549 D STATE STR CORP COM 85747710 395 6800 SH SHARED 10 6300 500 D STATE STR CORP COM 85747710 9793 168599 SH SHARED 17 167399 1200 D STATE STR CORP COM 85747710 341 5882 SH SHARED 20 1526 4356 D STATE STR CORP COM 85747710 64 1112 SH SHR/OTHR 20 1112 D STATE STR CORP COM 85747710 2294 39500 SH SHARED 23 39500 D STATE STR CORP COM 85747710 212 3650 SH SHR/OTHR 23 3650 D STATION CASINOS INC COM 85768910 108 1600 SH SHARED 1600 D STATION CASINOS INC COM 85768910 299 4400 SH SHARED 01 4400 D STATION CASINOS INC COM 85768910 833 12249 SH SHARED 02 12249 D STATION CASINOS INC COM 85768910 2983 43820 SH SHARED 10 18920 24900 D STATION CASINOS INC COM 85768910 29515 433540 SH SHARED 17 432840 700 D STATOIL ASA SPONSORED ADR 85771P10 2307 80910 SH SHARED 74400 6510 D STATOIL ASA SPONSORED ADR 85771P10 7882 276370 SH SHARED 10 276370 D STATOIL ASA SPONSORED ADR 85771P10 1719 60300 SH SHARED 17 60300 D STATS CHIPPAC LTD SPONSORED ADR 85771T10 6931 1107218 SH SHARED 1107218 D STATS CHIPPAC LTD SPONSORED ADR 85771T10 313 50000 SH SHARED 02 50000 D STEAK N SHAKE CO COM 85787310 7780 513920 SH SHARED 513920 D STEAK N SHAKE CO COM 85787310 46 3100 SH SHARED 01 3100 D STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD 2423 627000 PRN SHARED 627000 D STEEL DYNAMICS INC COM 85811910 9319 141765 SH SHARED 141765 D STEEL DYNAMICS INC COM 85811910 821 12500 SH SHARED 01 12500 D STEEL DYNAMICS INC COM 85811910 690 10500 SH SHARED 02 10500 D STEEL DYNAMICS INC COM 85811910 47 725 SH SHARED 06 725 D STEEL DYNAMICS INC COM 85811910 861 13100 SH SHARED 10 13100 D STEEL DYNAMICS INC COM 85811910 1143 17400 SH SHARED 17 17400 D STEEL TECHNOLOGIES INC COM 85814710 295 15186 SH SHARED 15186 D STEEL TECHNOLOGIES INC COM 85814710 91 4700 SH SHARED 01 4700 D STEEL TECHNOLOGIES INC COM 85814710 1555 80000 SH SHARED 10 80000 D STEELCASE INC CL A 85815520 87 5300 SH SHARED 02 5300 D STEIN MART INC COM 85837510 90 6098 SH SHARED 6098 D STEIN MART INC COM 85837510 0 14 SH SHARED 02 14 D STEIN MART INC COM 85837510 782 52900 SH SHARED 17 52900 D STEINWAY MUSICAL INSTRS INC COM 85849510 36 1476 SH SHARED 1476 D STEINWAY MUSICAL INSTRS INC COM 85849510 46 1900 SH SHARED 01 1900 D STEINWAY MUSICAL INSTRS INC COM 85849510 5 206 SH SHARED 02 206 D STELLENT INC COM 85856W10 56 5959 SH SHARED 5959 D STEMCELLS INC COM 85857R10 40 19710 SH SHARED 19710 D STEMCELLS INC COM 85857R10 25 12462 SH SHARED 02 12462 D STEPAN CO COM 85858610 32 1030 SH SHARED 1030 D STEPAN CO COM 85858610 9 295 SH SHARED 02 295 D STEPAN CO PFD CONV 5.50% 85858620 397 11188 SH SHARED 11188 D STERLING BANCSHARES INC COM 85890710 228 12208 SH SHARED 12208 D STERLING BANCSHARES INC COM 85890710 146 7800 SH SHARED 01 7800 D STERLING BANCSHARES INC COM 85890710 7 390 SH SHARED 02 390 D STERLING BANCSHARES INC COM 85890710 1741 92900 SH SHARED 10 92900 D STERLING BANCSHARES INC COM 85890710 163 8700 SH SHARED 17 8700 D STERICYCLE INC COM 85891210 4991 76678 SH SHARED 54053 22625 D STERICYCLE INC COM 85891210 220 3384 SH SHR/OTHR 3384 D STERICYCLE INC COM 85891210 1640 25200 SH SHARED 01 25200 D STERICYCLE INC COM 85891210 696 10693 SH SHARED 02 10693 D STERICYCLE INC COM 85891210 312 4795 SH SHARED 20 440 4355 D STERICYCLE INC COM 85891210 35 550 SH SHR/OTHR 21 550 D STERICYCLE INC COM 85891210 99 1535 SH SHARED 22 1100 435 D STERICYCLE INC COM 85891210 78 1203 SH SHARED 23 1003 200 D STERICYCLE INC COM 85891210 428 6575 SH SHR/OTHR 23 6575 D STERIS CORP COM 85915210 537 23496 SH SHARED 23496 D STERIS CORP COM 85915210 342 15000 SH SHARED 01 15000 D STERIS CORP COM 85915210 285 12468 SH SHARED 02 12468 D STERIS CORP COM 85915210 1168 51100 SH SHARED 10 51100 D STERIS CORP COM 85915210 1072 46900 SH SHARED 17 33500 13400 D STERLING BANCORP COM 85915810 87 4474 SH SHARED 4474 D STERLING BANCORP COM 85915810 4 228 SH SHARED 02 228 D STEREOTAXIS INC COM 85916J10 3381 313371 SH SHARED 313371 D STERLING CONSTRUCTION CO INC COM 85924110 3312 120000 SH SHARED 17 120000 D STERLING FINL CORP COM 85931710 137 6289 SH SHARED 6289 D STERLING FINL CORP COM 85931710 8 367 SH SHARED 02 367 D STERLING FINL CORP WASH COM 85931910 313 10291 SH SHARED 10291 D STERLING FINL CORP WASH COM 85931910 109 3600 SH SHARED 01 3600 D STERLING FINL CORP WASH COM 85931910 16 529 SH SHARED 02 529 D STERLING FINL CORP WASH COM 85931910 819 26850 SH SHARED 10 26850 D STERLING FINL CORP WASH COM 85931910 7823 256436 SH SHARED 17 208880 47556 D STEWART ENTERPRISES INC CL A 86037010 170 29733 SH SHARED 29733 D STEWART ENTERPRISES INC CL A 86037010 8 1508 SH SHARED 02 1508 D STEWART INFORMATION SVCS COR COM 86037210 2287 63009 SH SHARED 63009 D STEWART INFORMATION SVCS COR COM 86037210 7 200 SH SHARED 01 200 D STEWART INFORMATION SVCS COR COM 86037210 5 147 SH SHARED 02 147 D STEWART INFORMATION SVCS COR COM 86037210 2966 81700 SH SHARED 10 81700 D STEWART INFORMATION SVCS COR COM 86037210 18 500 SH SHARED 17 500 D STEWART INFORMATION SVCS COR COM 86037210 0 20 SH SHARED 23 20 D STIFEL FINL CORP COM 86063010 96 2719 SH SHARED 2719 D STIFEL FINL CORP COM 86063010 6 186 SH SHARED 02 186 D STILLWATER MNG CO COM 86074Q10 162 12823 SH SHARED 12823 D STILLWATER MNG CO COM 86074Q10 460 36347 SH SHARED 02 36347 D STILLWATER MNG CO COM 86074Q10 2146 169300 SH SHARED 10 169300 D STILLWATER MNG CO COM 86074Q10 5031 396800 SH SHARED 17 296300 100500 D STMICROELECTRONICS N V NY REGISTRY 86101210 5679 353400 SH SHARED 353400 D STONE ENERGY CORP COM 86164210 17098 367312 SH SHARED 367312 D STONE ENERGY CORP COM 86164210 1335 28700 SH SHARED 01 28700 D STONE ENERGY CORP COM 86164210 519 11150 SH SHARED 02 11150 D STONE ENERGY CORP COM 86164210 153 3300 SH SHARED 10 3300 D STONE ENERGY CORP COM 86164210 325 7000 SH SHARED 17 7000 D STORA ENSO CORP SPON ADR REP R 86210M10 503 36000 SH SHARED 36000 D STRATASYS INC COM 86268510 75 2553 SH SHARED 2553 D STRATASYS INC COM 86268510 6 221 SH SHARED 02 221 D STRATAGENE CORP COM 86269H10 9 1487 SH SHARED 1487 D STRATAGENE CORP COM 86269H10 6 1002 SH SHARED 02 1002 D STRATEGIC GLOBAL INCOME FD COM 86271910 57 5000 SH SHR/OTHR 20 5000 D STRATEGIC HOTELS & RESORTS I COM 86272T10 2399 115681 SH SHARED 115681 D STRATEGIC HOTELS & RESORTS I COM 86272T10 257 12400 SH SHARED 01 12400 D STRATEGIC HOTELS & RESORTS I COM 86272T10 1015 48950 SH SHARED 02 48950 D STRATEGIC HOTELS & RESORTS I COM 86272T10 1982 95600 SH SHARED 10 95600 D STRATEGIC HOTELS & RESORTS I COM 86272T10 35496 1711500 SH SHARED 11 1711500 D STRATEGIC HOTELS & RESORTS I COM 86272T10 452 21800 SH SHARED 17 1800 20000 D STRATEX NETWORKS INC COM 86279T10 405 119568 SH SHARED 119568 D STRATOS INTERNATIONAL INC COM NEW 86310020 257 37527 SH SHARED 37527 D STRATTEC SEC CORP COM 86311110 35 717 SH SHARED 717 D STRATTEC SEC CORP COM 86311110 9 199 SH SHARED 01 199 D STRATTEC SEC CORP COM 86311110 25 513 SH SHARED 02 513 D STRAYER ED INC COM 86323610 320 3296 SH SHARED 3296 D STRAYER ED INC COM 86323610 38 400 SH SHARED 01 400 D STRAYER ED INC COM 86323610 51 532 SH SHARED 02 532 D STRAYER ED INC COM 86323610 165 1700 SH SHARED 10 1700 D STRAYER ED INC COM 86323610 223 2300 SH SHARED 17 1900 400 D STRAYER ED INC COM 86323610 58 600 SH SHARED 21 600 D STREETTRACKS SER TR SPDR HOMEBUILD 86330E74 3228 95000 SH SHARED 95000 D STREETTRACKS SER TR SPDR HOMEBUILD 86330E74 8495 250000 SH SHARED 02 250000 D STREETTRACKS GOLD TR GOLD SHS 86330710 3437 56140 SH SHARED 56140 D STREETTRACKS GOLD TR GOLD SHS 86330710 7 115 SH SHR/OTHR 115 D STREETTRACKS GOLD TR GOLD SHS 86330710 5 91 SH SHARED 02 91 D STREETTRACKS GOLD TR GOLD SHS 86330710 26717 436350 SH SHARED 10 436350 D STREETTRACKS GOLD TR GOLD SHS 86330710 5206 85028 SH SHARED 17 85028 D STREETTRACKS GOLD TR GOLD SHS 86330710 23773 388268 SH SHARED 19 388268 D STREETTRACKS GOLD TR GOLD SHS 86330710 168 2760 SH SHARED 21 2760 D STREETTRACKS GOLD TR GOLD SHS 86330710 61 1000 SH SHR/OTHR 23 1000 D STRIDE RITE CORP COM 86331410 278 21087 SH SHARED 21087 D STRIDE RITE CORP COM 86331410 4 330 SH SHARED 02 330 D STRYKER CORP COM 86366710 13037 309603 SH SHARED 300799 8804 D STRYKER CORP COM 86366710 2139 50800 SH SHARED 01 50800 D STRYKER CORP COM 86366710 4084 96990 SH SHARED 02 96990 D STRYKER CORP COM 86366710 2016 47890 SH SHARED 06 47890 D STRYKER CORP COM 86366710 539 12800 SH SHARED 10 12800 D STRYKER CORP COM 86366710 6570 156030 SH SHARED 17 133530 22500 D STRYKER CORP COM 86366710 24 570 SH SHR/OTHR 21 570 D STUDENT LN CORP COM 86390210 935 4633 SH SHARED 4633 D STUDENT LN CORP COM 86390210 40 200 SH SHARED 02 200 D STURM RUGER & CO INC COM 86415910 32 5133 SH SHARED 5133 D STURM RUGER & CO INC COM 86415910 14 2298 SH SHARED 02 2298 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 91 2900 SH SHARED 2900 D SUEZ SPONSORED ADR 86468610 75 1800 SH SHARED 1800 D SUFFOLK BANCORP COM 86473910 84 2568 SH SHARED 2568 D SUFFOLK BANCORP COM 86473910 7 225 SH SHARED 02 225 D SUFFOLK BANCORP COM 86473910 140 4300 SH SHARED 10 4300 D SUFFOLK BANCORP COM 86473910 1051 32100 SH SHARED 23 32100 D SULPHCO INC COM 86537810 72 10100 SH SHARED 10100 D SUMMIT BANCSHARES INC TEX COM 86601110 49 2340 SH SHARED 2340 D SUMMIT BANCSHARES INC TEX COM 86601110 2 141 SH SHARED 02 141 D SUMMIT FINANCIAL GROUP INC COM 86606G10 24 1019 SH SHARED 1019 D SUMMIT FINANCIAL GROUP INC COM 86606G10 14 602 SH SHARED 02 602 D SUN BANCORP INC COM 86663B10 64 3968 SH SHARED 2918 1050 D SUN AMERICAN BANCORP COM 86664A10 4 868 SH SHARED 868 D SUN COMMUNITIES INC COM 86667410 305 9384 SH SHARED 9384 D SUN COMMUNITIES INC COM 86667410 536 16500 SH SHARED 02 16500 D SUN COMMUNITIES INC COM 86667410 673 20700 SH SHARED 10 20700 D SUN LIFE FINL INC COM 86679610 4586 114865 SH SHARED 109500 5365 D SUN LIFE FINL INC COM 86679610 11 298 SH SHARED 01 298 D SUN LIFE FINL INC COM 86679610 11930 298788 SH SHARED 02 298788 D SUN LIFE FINL INC COM 86679610 161 4051 SH SHARED 06 4051 D SUN LIFE FINL INC COM 86679610 23 600 SH SHARED 10 600 D SUN LIFE FINL INC COM 86679610 681 17062 SH SHARED 17 15700 1362 D SUN LIFE FINL INC COM 86679610 17 443 SH SHARED 20 443 D SUN MICROSYSTEMS INC COM 86681010 958 230950 SH SHARED 230950 D SUN MICROSYSTEMS INC COM 86681010 54375 13102556 SH SHARED 12836683 265873 D SUN MICROSYSTEMS INC COM 86681010 2 500 SH SHR/OTHR 500 D SUN MICROSYSTEMS INC COM 86681010 1079 260008 SH SHARED 01 260008 D SUN MICROSYSTEMS INC COM 86681010 5758 1387531 SH SHARED 02 1387531 D SUN MICROSYSTEMS INC COM 86681010 4327 1042742 SH SHARED 04 1032000 10742 D SUN MICROSYSTEMS INC COM 86681010 1919 462617 SH SHARED 06 462617 D SUN MICROSYSTEMS INC COM 86681010 18543 4468200 SH SHARED 10 4386900 81300 D SUN MICROSYSTEMS INC COM 86681010 99 24000 SH SHARED 14 24000 D SUN MICROSYSTEMS INC COM 86681010 6616 1594366 SH SHARED 17 1567166 27200 D SUN MICROSYSTEMS INC COM 86681010 5722 1378918 SH SHARED 19 1378918 D SUN MICROSYSTEMS INC COM 86681010 2 500 SH SHARED 23 500 D SUN MICROSYSTEMS INC COM 86681010 67 16240 SH SHR/OTHR 23 16240 D SUN HYDRAULICS CORP COM 86694210 24 1181 SH SHARED 1181 D SUN HYDRAULICS CORP COM 86694210 19 925 SH SHARED 02 925 D SUNAMERICA FOCUSE ALPHA LC F COM 86703810 328 20300 SH SHARED 20300 D SUNCOM WIRELESS HLDGS INC CL A 86722Q10 43 28751 SH SHARED 28751 D SUNCOR ENERGY INC COM 86722910 24891 307269 SH SHARED 303463 3806 D SUNCOR ENERGY INC COM 86722910 22 282 SH SHARED 01 282 D SUNCOR ENERGY INC COM 86722910 14855 183376 SH SHARED 02 183376 D SUNCOR ENERGY INC COM 86722910 37758 466100 SH SHARED 04 466100 D SUNCOR ENERGY INC COM 86722910 5402 66693 SH SHARED 06 66693 D SUNCOR ENERGY INC COM 86722910 10545 130175 SH SHARED 10 128275 1900 D SUNCOR ENERGY INC COM 86722910 1250 15434 SH SHARED 14 15434 D SUNCOR ENERGY INC COM 86722910 10456 129078 SH SHARED 17 124256 4822 D SUNCOR ENERGY INC COM 86722910 190 2350 SH SHR/OTHR 23 2350 D SUNESIS PHARMACEUTICALS INC COM 86732850 352 56800 SH SHARED 56800 D SUNESIS PHARMACEUTICALS INC COM 86732850 100 16200 SH SHARED 16200 D SUNESIS PHARMACEUTICALS INC COM 86732850 3162 510000 SH SHARED 04 510000 D SUNOPTA INC COM 8676EP10 446 48100 SH SHARED 47600 500 D SUNOCO INC COM 86764P10 29878 431216 SH SHARED 398970 32246 D SUNOCO INC COM 86764P10 383 5530 SH SHR/OTHR 5530 D SUNOCO INC COM 86764P10 2307 33300 SH SHARED 01 33300 D SUNOCO INC COM 86764P10 3412 49246 SH SHARED 02 49246 D SUNOCO INC COM 86764P10 101 1463 SH SHARED 04 1463 D SUNOCO INC COM 86764P10 2313 33386 SH SHARED 06 33386 D SUNOCO INC COM 86764P10 5069 73160 SH SHARED 10 72560 600 D SUNOCO INC COM 86764P10 416 6017 SH SHARED 14 6017 D SUNOCO INC COM 86764P10 8019 115738 SH SHARED 17 92038 23700 D SUNOCO INC COM 86764P10 3 50 SH SHARED 20 50 D SUNOCO INC COM 86764P10 48 700 SH SHARED 21 700 D SUNOCO INC COM 86764P10 188 2720 SH SHARED 22 1675 1045 D SUNOCO INC COM 86764P10 6 100 SH SHR/OTHR 22 100 D SUNOCO INC COM 86764P10 1205 17400 SH SHARED 23 16200 1200 D SUNOCO INC COM 86764P10 335 4835 SH SHR/OTHR 23 4835 D SUNPOWER CORP COM CL A 86765210 5440 194158 SH SHARED 194158 D SUNRISE SENIOR LIVING INC COM 86768K10 304 11012 SH SHARED 11012 D SUNRISE SENIOR LIVING INC COM 86768K10 1072 38800 SH SHARED 01 38800 D SUNRISE SENIOR LIVING INC COM 86768K10 110 4000 SH SHARED 02 4000 D SUNRISE SENIOR LIVING INC COM 86768K10 2322 84000 SH SHARED 10 84000 D SUNRISE SENIOR LIVING INC COM 86768K10 2576 93200 SH SHARED 17 1900 91300 D SUNSET FINANCIAL RESOURCES I COM 86770810 24 2943 SH SHARED 2943 D SUNTERRA CORP NOTE 3.750% 3/2 86787DAC 1291 1500000 PRN SHARED 1500000 D SUNTERRA CORP COM NEW 86787D20 140 13689 SH SHARED 13689 D SUNTERRA CORP COM NEW 86787D20 35 3502 SH SHARED 02 3502 D SUNSTONE HOTEL INVS INC NEW COM 86789210 461 15889 SH SHARED 15889 D SUNSTONE HOTEL INVS INC NEW COM 86789210 180 6200 SH SHARED 01 6200 D SUNSTONE HOTEL INVS INC NEW COM 86789210 55 1900 SH SHARED 02 1900 D SUNSTONE HOTEL INVS INC NEW COM 86789210 1232 42400 SH SHARED 10 42400 D SUNSTONE HOTEL INVS INC NEW COM 86789210 656 22600 SH SHARED 11 22600 D SUNSTONE HOTEL INVS INC NEW COM 86789210 1284 44200 SH SHARED 17 44200 D SUNTRUST BKS INC COM 86791410 70087 919065 SH SHARED 886205 32860 D SUNTRUST BKS INC COM 86791410 727 9540 SH SHR/OTHR 9540 D SUNTRUST BKS INC COM 86791410 5935 77828 SH SHARED 01 77828 D SUNTRUST BKS INC COM 86791410 7823 102586 SH SHARED 02 102586 D SUNTRUST BKS INC COM 86791410 2407 31574 SH SHARED 06 31574 D SUNTRUST BKS INC COM 86791410 128523 1685337 SH SHARED 10 1259698 425639 D SUNTRUST BKS INC COM 86791410 297 3900 SH SHR/OTHR 10 3900 D SUNTRUST BKS INC COM 86791410 3294 43200 SH SHARED 15 43200 D SUNTRUST BKS INC COM 86791410 13286 174231 SH SHARED 17 167663 6568 D SUNTRUST BKS INC COM 86791410 301 3955 SH SHARED 20 710 3245 D SUNTRUST BKS INC COM 86791410 320 4200 SH SHR/OTHR 20 4200 D SUNTRUST BKS INC COM 86791410 526 6900 SH SHARED 22 3800 3100 D SUNTRUST BKS INC COM 86791410 547 7175 SH SHARED 23 7175 D SUNTRUST BKS INC COM 86791410 401 5260 SH SHR/OTHR 23 5260 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 5763 204000 SH SHARED 204000 D SUPERGEN INC COM 86805910 100 27715 SH SHARED 27715 D SUPERGEN INC COM 86805910 10 2845 SH SHARED 02 2845 D SUPERIOR BANCORP COM 86806M10 32 2954 SH SHARED 2954 D SUPERIOR BANCORP COM 86806M10 12 1170 SH SHARED 02 1170 D SUPERIOR ESSEX INC COM 86815V10 12782 427085 SH SHARED 427085 D SUPERIOR ENERGY SVCS INC COM 86815710 666 19649 SH SHARED 19649 D SUPERIOR ENERGY SVCS INC COM 86815710 301 8900 SH SHARED 02 8900 D SUPERIOR ENERGY SVCS INC COM 86815710 14570 429800 SH SHARED 17 429800 D SUPERIOR INDS INTL INC COM 86816810 103 5648 SH SHARED 5648 D SUPERIOR INDS INTL INC COM 86816810 37 2029 SH SHARED 02 2029 D SUPERIOR INDS INTL INC COM 86816810 140 7700 SH SHARED 10 7700 D SUPERIOR WELL SVCS INC COM 86837X10 28 1127 SH SHARED 1127 D SUPERIOR WELL SVCS INC COM 86837X10 2188 87900 SH SHARED 17 87900 D SUPERTEX INC COM 86853210 100 2516 SH SHARED 2516 D SUPERVALU INC NOTE 11/0 868536AP 4284 12983000 PRN SHARED 12983000 D SUPERVALU INC NOTE 11/0 868536AP 24 75000 PRN SHARED 02 75000 D SUPERVALU INC COM 86853610 28351 923500 SH SHARED 919531 3969 D SUPERVALU INC COM 86853610 1531 49880 SH SHARED 01 49880 D SUPERVALU INC COM 86853610 2114 68881 SH SHARED 02 68881 D SUPERVALU INC COM 86853610 610 19886 SH SHARED 06 19886 D SUPERVALU INC COM 86853610 2587 84269 SH SHARED 10 84269 D SUPERVALU INC COM 86853610 183 5962 SH SHARED 14 5962 D SUPERVALU INC COM 86853610 3546 115506 SH SHARED 17 110069 5437 D SUPERVALU INC COM 86853610 5 182 SH SHR/OTHR 20 182 D SUPERVALU INC COM 86853610 15 495 SH SHR/OTHR 21 495 D SUPPORTSOFT INC COM 86858710 49 12471 SH SHARED 12471 D SUPPORTSOFT INC COM 86858710 25 6401 SH SHARED 02 6401 D SUREWEST COMMUNICATIONS COM 86873310 62 3242 SH SHARED 3242 D SUREWEST COMMUNICATIONS COM 86873310 3 161 SH SHARED 02 161 D SUREWEST COMMUNICATIONS COM 86873310 100 5200 SH SHARED 10 5200 D SUREWEST COMMUNICATIONS COM 86873310 11 600 SH SHARED 17 600 D SURMODICS INC COM 86887310 123 3410 SH SHARED 3410 D SURMODICS INC COM 86887310 3 100 SH SHARED 02 100 D SUSQUEHANNA BANCSHARES INC P COM 86909910 298 12481 SH SHARED 12481 D SUSQUEHANNA BANCSHARES INC P COM 86909910 53 2244 SH SHARED 02 2244 D SUSQUEHANNA BANCSHARES INC P COM 86909910 172 7200 SH SHARED 10 7200 D SUSQUEHANNA BANCSHARES INC P COM 86909910 129 5400 SH SHARED 17 5400 D SWIFT ENERGY CO COM 87073810 3985 92844 SH SHARED 92844 D SWIFT ENERGY CO COM 87073810 523 12200 SH SHARED 01 12200 D SWIFT ENERGY CO COM 87073810 16 391 SH SHARED 02 391 D SWIFT ENERGY CO COM 87073810 6873 160100 SH SHARED 10 160100 D SWIFT ENERGY CO COM 87073810 1918 44700 SH SHARED 17 18500 26200 D SWIFT TRANSN CO COM 87075610 2265 71319 SH SHARED 71319 D SWIFT TRANSN CO COM 87075610 654 20600 SH SHARED 01 20600 D SWIFT TRANSN CO COM 87075610 431 13600 SH SHARED 02 13600 D SWISS HELVETIA FD INC COM 87087510 860 51700 SH SHARED 51700 D SWISSCOM AG SPONSORED ADR 87101310 15 480 SH SHARED 480 D SYBASE INC COM 87113010 4963 255840 SH SHARED 255840 D SYBASE INC COM 87113010 519 26800 SH SHARED 01 26800 D SYBASE INC COM 87113010 440 22700 SH SHARED 02 22700 D SYBASE INC COM 87113010 1635 84300 SH SHARED 10 84300 D SYBASE INC COM 87113010 62 3200 SH SHARED 17 3200 D SYCAMORE NETWORKS INC COM 87120610 3354 826132 SH SHARED 826132 D SYCAMORE NETWORKS INC COM 87120610 2 517 SH SHARED 02 517 D SYKES ENTERPRISES INC COM 87123710 97 6005 SH SHARED 6005 D SYKES ENTERPRISES INC COM 87123710 82 5100 SH SHARED 01 5100 D SYKES ENTERPRISES INC COM 87123710 6 377 SH SHARED 02 377 D SYKES ENTERPRISES INC COM 87123710 1341 83000 SH SHARED 10 83000 D SYKES ENTERPRISES INC COM 87123710 384 23800 SH SHARED 17 23800 D SYMANTEC CORP COM 87150310 220211 14170609 SH SHARED 14152319 18290 D SYMANTEC CORP COM 87150310 53 3422 SH SHR/OTHR 3422 D SYMANTEC CORP COM 87150310 3334 214557 SH SHARED 01 39450 175107 D SYMANTEC CORP COM 87150310 5567 358250 SH SHARED 02 358250 D SYMANTEC CORP COM 87150310 125081 8049000 SH SHARED 04 8049000 D SYMANTEC CORP COM 87150310 12002 772350 SH SHARED 06 772350 D SYMANTEC CORP COM 87150310 50738 3265052 SH SHARED 10 3150252 114800 D SYMANTEC CORP COM 87150310 2531 162900 SH SHARED 14 162900 D SYMANTEC CORP COM 87150310 440 28350 SH SHARED 15 28350 D SYMANTEC CORP COM 87150310 10972 706058 SH SHARED 17 700258 5800 D SYMANTEC CORP COM 87150310 287 18469 SH SHARED 18 18469 D SYMANTEC CORP COM 87150310 184 11851 SH SHARED 19 11851 D SYMANTEC CORP COM 87150310 12 786 SH SHARED 22 786 D SYMANTEC CORP COM 87150310 131 8487 SH SHARED 23 8487 D SYMANTEC CORP COM 87150310 97 6249 SH SHR/OTHR 23 6249 D SYMBION INC DEL COM 87150710 79 3835 SH SHARED 3835 D SYMBION INC DEL COM 87150710 112 5400 SH SHARED 10 5400 D SYMBION INC DEL COM 87150710 107 5160 SH SHARED 17 5160 D SYMBOL TECHNOLOGIES INC COM 87150810 2967 275039 SH SHR/OTHR 275039 D SYMBOL TECHNOLOGIES INC COM 87150810 1935 179389 SH SHARED 175800 3589 D SYMBOL TECHNOLOGIES INC COM 87150810 657 60914 SH SHARED 01 60914 D SYMBOL TECHNOLOGIES INC COM 87150810 765 70963 SH SHARED 02 70963 D SYMBOL TECHNOLOGIES INC COM 87150810 204 18950 SH SHARED 06 18950 D SYMBOL TECHNOLOGIES INC COM 87150810 5 500 SH SHARED 10 500 D SYMBOL TECHNOLOGIES INC COM 87150810 1049 97305 SH SHARED 17 95669 1636 D SYMBOL TECHNOLOGIES INC COM 87150810 6 587 SH SHR/OTHR 22 587 D SYMBOL TECHNOLOGIES INC COM 87150810 6 600 SH SHR/OTHR 23 600 D SYMMETRICOM INC NOTE 3.250% 6/1 871543AB 3950 4530000 PRN SHARED 02 4530000 D SYMMETRICOM INC COM 87154310 93 13180 SH SHARED 13180 D SYMMETRICOM INC COM 87154310 10 1486 SH SHARED 02 1486 D SYMMETRY MED INC COM 87154620 37 2459 SH SHARED 2459 D SYMMETRY MED INC COM 87154620 9 600 SH SHARED 17 600 D SYMYX TECHNOLOGIES COM 87155S10 241 10013 SH SHARED 10013 D SYMYX TECHNOLOGIES COM 87155S10 91 3800 SH SHARED 01 3800 D SYMYX TECHNOLOGIES COM 87155S10 58 2402 SH SHARED 02 2402 D SYMYX TECHNOLOGIES COM 87155S10 347 14400 SH SHARED 10 14400 D SYMYX TECHNOLOGIES COM 87155S10 393 16300 SH SHARED 17 16300 D SYMS CORP COM 87155110 22 1232 SH SHARED 1232 D SYMS CORP COM 87155110 0 34 SH SHARED 02 34 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 1519 175000 SH SHARED 17 175000 D SYNAPTICS INC COM 87157D10 175 8220 SH SHARED 4994 3226 D SYNAPTICS INC COM 87157D10 705 32976 SH SHARED 02 32976 D SYNGENTA AG SPONSORED ADR 87160A10 7 300 SH SHARED 300 D SYNPLICITY INC COM 87160Y10 73 12576 SH SHARED 12576 D SYNOPSYS INC COM 87160710 687 36650 SH SHARED 35766 884 D SYNOPSYS INC COM 87160710 726 38692 SH SHARED 01 38692 D SYNOPSYS INC COM 87160710 766 40844 SH SHARED 02 40844 D SYNOPSYS INC COM 87160710 83 4430 SH SHARED 06 4430 D SYNOPSYS INC COM 87160710 18 1000 SH SHARED 10 1000 D SYNOPSYS INC COM 87160710 26 1427 SH SHARED 14 1427 D SYNOPSYS INC COM 87160710 611 32600 SH SHARED 17 30300 2300 D SYNOVUS FINL CORP COM 87161C10 17839 666145 SH SHARED 658753 7392 D SYNOVUS FINL CORP COM 87161C10 1770 66100 SH SHARED 01 66100 D SYNOVUS FINL CORP COM 87161C10 3461 129265 SH SHARED 02 129265 D SYNOVUS FINL CORP COM 87161C10 657 24560 SH SHARED 06 24560 D SYNOVUS FINL CORP COM 87161C10 8 300 SH SHARED 10 300 D SYNOVUS FINL CORP COM 87161C10 61 2300 SH SHARED 14 2300 D SYNOVUS FINL CORP COM 87161C10 3685 137632 SH SHARED 17 137032 600 D SYNTEL INC COM 87162H10 35 1739 SH SHARED 1739 D SYNTEL INC COM 87162H10 16 800 SH SHARED 01 800 D SYNTEL INC COM 87162H10 6 339 SH SHARED 02 339 D SYNTEL INC COM 87162H10 26 1300 SH SHARED 17 1300 D SYNNEX CORP COM 87162W10 278 14678 SH SHARED 14678 D SYNIVERSE HLDGS INC COM 87163F10 56 3838 SH SHARED 3838 D SYNIVERSE HLDGS INC COM 87163F10 69 4700 SH SHARED 01 4700 D SYNIVERSE HLDGS INC COM 87163F10 1381 94000 SH SHARED 10 94000 D SYNIVERSE HLDGS INC COM 87163F10 1458 99200 SH SHARED 17 26900 72300 D SYNTROLEUM CORP COM 87163010 370 61044 SH SHARED 61044 D SYNTROLEUM CORP COM 87163010 9 1557 SH SHARED 02 1557 D SYPRIS SOLUTIONS INC COM 87165510 20 2160 SH SHARED 2160 D SYPRIS SOLUTIONS INC COM 87165510 12 1274 SH SHARED 02 1274 D SYSCO CORP COM 87182910 42627 1394893 SH SHARED 1201184 193709 D SYSCO CORP COM 87182910 5947 194630 SH SHR/OTHR 194630 D SYSCO CORP COM 87182910 3942 129000 SH SHARED 01 129000 D SYSCO CORP COM 87182910 5410 177061 SH SHARED 02 177061 D SYSCO CORP COM 87182910 2098 68655 SH SHARED 06 68655 D SYSCO CORP COM 87182910 372 12200 SH SHARED 10 12200 D SYSCO CORP COM 87182910 983 32182 SH SHARED 14 32182 D SYSCO CORP COM 87182910 9629 315092 SH SHARED 17 299692 15400 D SYSCO CORP COM 87182910 30 1000 SH SHARED 19 1000 D SYSCO CORP COM 87182910 90 2961 SH SHARED 20 560 2401 D SYSCO CORP COM 87182910 100 3300 SH SHR/OTHR 20 3300 D SYSCO CORP COM 87182910 42 1400 SH SHARED 21 1400 D SYSCO CORP COM 87182910 675 22120 SH SHARED 22 18250 3870 D SYSCO CORP COM 87182910 143 4700 SH SHR/OTHR 22 4700 D SYSCO CORP COM 87182910 1140 37332 SH SHARED 23 36532 800 D SYSCO CORP COM 87182910 1386 45363 SH SHR/OTHR 23 45363 D SYSTEMAX INC COM 87185110 16 2144 SH SHARED 2144 D SYSTEMAX INC COM 87185110 1 145 SH SHARED 02 145 D TCF FINL CORP COM 87227510 382 14466 SH SHARED 6108 8358 D TCF FINL CORP COM 87227510 1047 39600 SH SHARED 01 39600 D TCF FINL CORP COM 87227510 741 28042 SH SHARED 02 28042 D TCF FINL CORP COM 87227510 84 3190 SH SHARED 06 3190 D TCF FINL CORP COM 87227510 5 200 SH SHARED 10 200 D TCF FINL CORP COM 87227510 277 10500 SH SHARED 17 6100 4400 D TCW STRATEGIC INCOME FUND IN COM 87234010 1 293 SH SHARED 293 D TD BANKNORTH INC COM 87235A10 680 23104 SH SHARED 21724 1380 D TD BANKNORTH INC COM 87235A10 59 2014 SH SHR/OTHR 2014 D TD BANKNORTH INC COM 87235A10 38 1307 SH SHARED 01 1307 D TD BANKNORTH INC COM 87235A10 1369 46497 SH SHARED 02 46497 D TD BANKNORTH INC COM 87235A10 79 2686 SH SHARED 06 2686 D TD BANKNORTH INC COM 87235A10 170 5791 SH SHARED 10 5791 D TD BANKNORTH INC COM 87235A10 337 11471 SH SHARED 14 11471 D TD BANKNORTH INC COM 87235A10 72 2452 SH SHARED 17 2452 D TD BANKNORTH INC COM 87235A10 86 2944 SH SHARED 21 2944 D TD AMERITRADE HLDG CORP COM 87236Y10 14983 1011701 SH SHARED 1011701 D TD AMERITRADE HLDG CORP COM 87236Y10 45 3100 SH SHARED 01 3100 D TD AMERITRADE HLDG CORP COM 87236Y10 3456 233397 SH SHARED 02 233397 D TD AMERITRADE HLDG CORP COM 87236Y10 505 34100 SH SHARED 17 28900 5200 D TECO ENERGY INC COM 87237510 12594 843000 SH SHARED 843000 D TECO ENERGY INC COM 87237510 388 26000 SH SHARED 01 26000 D TECO ENERGY INC COM 87237510 834 55855 SH SHARED 02 55855 D TECO ENERGY INC COM 87237510 163 10950 SH SHARED 06 10950 D TECO ENERGY INC COM 87237510 8163 546388 SH SHARED 17 543288 3100 D TECO ENERGY INC COM 87237510 35 2400 SH SHARED 23 2400 D TECO ENERGY INC COM 87237510 89 6000 SH SHR/OTHR 23 6000 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 602 17100 SH SHARED 17100 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 10 300 SH SHARED 02 300 D THQ INC COM NEW 87244340 1451 67214 SH SHARED 66827 387 D THQ INC COM NEW 87244340 37 1725 SH SHR/OTHR 1725 D THQ INC COM NEW 87244340 119 5550 SH SHARED 01 5550 D THQ INC COM NEW 87244340 110 5101 SH SHARED 02 5101 D THQ INC COM NEW 87244340 16014 741422 SH SHARED 10 739622 1800 D THQ INC COM NEW 87244340 6674 309000 SH SHARED 17 308250 750 D TJX COS INC NEW NOTE 2/1 872540AL 11088 14000000 PRN SHARED 14000000 D TJX COS INC NEW COM 87254010 15395 673480 SH SHARED 586644 86836 D TJX COS INC NEW COM 87254010 109 4800 SH SHR/OTHR 4800 D TJX COS INC NEW COM 87254010 3435 150300 SH SHARED 01 150300 D TJX COS INC NEW COM 87254010 8701 380629 SH SHARED 02 380629 D TJX COS INC NEW COM 87254010 965 42244 SH SHARED 06 42244 D TJX COS INC NEW COM 87254010 109968 4810505 SH SHARED 10 3756335 1054170 D TJX COS INC NEW COM 87254010 217 9500 SH SHR/OTHR 10 9500 D TJX COS INC NEW COM 87254010 139 6100 SH SHARED 14 6100 D TJX COS INC NEW COM 87254010 2452 107300 SH SHARED 15 107300 D TJX COS INC NEW COM 87254010 5966 260997 SH SHARED 17 243357 17640 D TJX COS INC NEW COM 87254010 64 2818 SH SHARED 18 2818 D TJX COS INC NEW COM 87254010 222 9740 SH SHARED 20 1735 8005 D TJX COS INC NEW COM 87254010 377 16510 SH SHARED 22 9800 6710 D TJX COS INC NEW COM 87254010 80 3500 SH SHARED 23 3500 D TJX COS INC NEW COM 87254010 32 1400 SH SHR/OTHR 23 1400 D TNT N V SPONSORED ADR 87260W10 6945 194000 SH SHARED 194000 D TRC COS INC COM 87262510 202 19200 SH SHARED 19200 D TRM CORP COM 87263610 3834 553311 SH SHARED 553311 D TRM CORP COM 87263610 4 714 SH SHARED 02 714 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 971 35600 SH SHARED 35600 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 354 13000 SH SHARED 01 13000 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 70 2600 SH SHARED 02 2600 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 5 200 SH SHARED 06 200 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 1909 70000 SH SHARED 10 70000 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 5314 194800 SH SHARED 17 38800 156000 D TNS INC COM 87296010 57 2772 SH SHARED 2772 D TTM TECHNOLOGIES INC COM 87305R10 212 14651 SH SHARED 14651 D TTM TECHNOLOGIES INC COM 87305R10 62 4302 SH SHARED 02 4302 D TXU CORP COM 87316810 158367 2648727 SH SHARED 2633118 15609 D TXU CORP COM 87316810 173 2900 SH SHR/OTHR 2900 D TXU CORP COM 87316810 5637 94294 SH SHARED 01 94294 D TXU CORP COM 87316810 7944 132878 SH SHARED 02 132878 D TXU CORP COM 87316810 1494 25000 SH SHARED 04 25000 D TXU CORP COM 87316810 51386 859448 SH SHARED 06 859448 D TXU CORP COM 87316810 74674 1248944 SH SHARED 10 149104 1036640 63200 D TXU CORP COM 87316810 1192 19948 SH SHARED 14 19948 D TXU CORP COM 87316810 109444 1830482 SH SHARED 17 1811982 18500 D TXU CORP COM 87316810 13 225 SH SHR/OTHR 22 225 D TXU CORP COM 87316810 597 10000 SH SHARED 23 10000 D TXU CORP COM 87316810 460 7700 SH SHR/OTHR 23 7700 D TAIWAN FD INC COM 87403610 156 10000 SH SHR/OTHR 23 10000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 44730 4872619 SH SHARED 4861857 10762 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 0 41 SH SHARED 02 41 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 10875 1184726 SH SHARED 04 1184726 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 2272 247527 SH SHARED 06 247527 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 7746 843875 SH SHARED 10 843875 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1544 168233 SH SHARED 14 168233 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 343 31713 SH SHARED 31713 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 1 127 SH SHR/OTHR 127 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 25 2400 SH SHARED 01 2400 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 326 30201 SH SHARED 02 30201 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 15258 1410200 SH SHARED 10 1388800 21400 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 93 8602 SH SHARED 17 8602 D TAL INTL GROUP INC COM 87408310 56 2336 SH SHARED 2336 D TALBOTS INC COM 87416110 696 37772 SH SHARED 37472 300 D TALBOTS INC COM 87416110 15 814 SH SHR/OTHR 814 D TALBOTS INC COM 87416110 68 3700 SH SHARED 01 3700 D TALBOTS INC COM 87416110 0 33 SH SHARED 02 33 D TALBOTS INC COM 87416110 42 2300 SH SHARED 10 2300 D TALBOTS INC COM 87416110 507 27500 SH SHARED 17 26200 1300 D TALBOTS INC COM 87416110 118 6445 SH SHARED 21 6445 D TALEO CORP CL A 87424N10 13 1114 SH SHARED 1114 D TALISMAN ENERGY INC COM 87425E10 60849 3481068 SH SHARED 3334700 146368 D TALISMAN ENERGY INC COM 87425E10 94 5412 SH SHR/OTHR 5412 D TALISMAN ENERGY INC COM 87425E10 16 951 SH SHARED 01 951 D TALISMAN ENERGY INC COM 87425E10 14887 851691 SH SHARED 02 851691 D TALISMAN ENERGY INC COM 87425E10 178 10229 SH SHARED 06 10229 D TALISMAN ENERGY INC COM 87425E10 25064 1433890 SH SHARED 10 24770 1404620 4500 D TALISMAN ENERGY INC COM 87425E10 837 47886 SH SHARED 14 47886 D TALISMAN ENERGY INC COM 87425E10 187 10700 SH SHARED 17 10700 D TALISMAN ENERGY INC COM 87425E10 272 15600 SH SHARED 19 15600 D TALISMAN ENERGY INC COM 87425E10 31 1800 SH SHARED 20 1800 D TALISMAN ENERGY INC COM 87425E10 382 21900 SH SHARED 23 21900 D TALISMAN ENERGY INC COM 87425E10 1022 58500 SH SHR/OTHR 23 58500 D TALK AMERICA HLDGS INC COM NEW 87426R20 54 8871 SH SHARED 8871 D TALK AMERICA HLDGS INC COM NEW 87426R20 66 10800 SH SHARED 01 10800 D TALK AMERICA HLDGS INC COM NEW 87426R20 4 789 SH SHARED 02 789 D TALK AMERICA HLDGS INC COM NEW 87426R20 2504 404600 SH SHARED 10 404600 D TALK AMERICA HLDGS INC COM NEW 87426R20 601 97200 SH SHARED 17 97200 D TAM SA SP ADR REP PFD 87484D10 10930 401850 SH SHARED 401850 D TAM SA SP ADR REP PFD 87484D10 2937 108000 SH SHARED 04 108000 D TAM SA SP ADR REP PFD 87484D10 2252 82800 SH SHARED 06 82800 D TAM SA SP ADR REP PFD 87484D10 18136 666800 SH SHARED 10 666800 D TAM SA SP ADR REP PFD 87484D10 6897 253590 SH SHARED 17 253590 D TALX CORP COM 87491810 154 7071 SH SHARED 7071 D TALX CORP COM 87491810 395 18073 SH SHARED 02 18073 D TALX CORP COM 87491810 17 800 SH SHARED 17 800 D TANGER FACTORY OUTLET CTRS I COM 87546510 282 8719 SH SHARED 8719 D TANGER FACTORY OUTLET CTRS I COM 87546510 323 10000 SH SHR/OTHR 10000 D TANGER FACTORY OUTLET CTRS I COM 87546510 51 1600 SH SHARED 01 1600 D TANGER FACTORY OUTLET CTRS I COM 87546510 35 1100 SH SHARED 02 1100 D TANGER FACTORY OUTLET CTRS I COM 87546510 540 16700 SH SHARED 10 16700 D TANGER FACTORY OUTLET CTRS I COM 87546510 171 5300 SH SHARED 17 5300 D TANOX INC COM 87588Q10 98 7123 SH SHARED 7123 D TANOX INC COM 87588Q10 13 970 SH SHARED 02 970 D TANOX INC COM 87588Q10 1 100 SH SHARED 17 100 D TANZANIAN ROYALTY EXPL CORP COM 87600U10 98 12200 SH SHARED 12200 D TARGACEPT INC COM 87611R30 5160 749009 SH SHARED 02 749009 D TARGET CORP COM 87612E10 60142 1230673 SH SHARED 1155192 75481 D TARGET CORP COM 87612E10 1053 21549 SH SHR/OTHR 21549 D TARGET CORP COM 87612E10 8825 180599 SH SHARED 01 180599 D TARGET CORP COM 87612E10 17871 365690 SH SHARED 02 365690 D TARGET CORP COM 87612E10 4793 98094 SH SHARED 06 98094 D TARGET CORP COM 87612E10 88364 1808151 SH SHARED 10 458716 1039200 310235 D TARGET CORP COM 87612E10 185 3796 SH SHARED 14 3796 D TARGET CORP COM 87612E10 23568 482265 SH SHARED 17 354265 128000 D TARGET CORP COM 87612E10 14 306 SH SHARED 19 306 D TARGET CORP COM 87612E10 128 2625 SH SHARED 20 600 2025 D TARGET CORP COM 87612E10 515 10550 SH SHR/OTHR 20 10550 D TARGET CORP COM 87612E10 19 400 SH SHR/OTHR 21 400 D TARGET CORP COM 87612E10 116 2390 SH SHARED 22 1550 840 D TARGET CORP COM 87612E10 97 2000 SH SHR/OTHR 22 2000 D TARGET CORP COM 87612E10 1854 37950 SH SHARED 23 33850 4100 D TARGET CORP COM 87612E10 3921 80242 SH SHR/OTHR 23 80242 D TARGETED GENETICS CORP COM NEW 87612M30 17 7541 SH SHARED 7541 D TARRAGON CORP COM 87628710 3964 286246 SH SHARED 286246 D TASER INTL INC COM 87651B10 162 20582 SH SHARED 20582 D TASER INTL INC COM 87651B10 22 2900 SH SHARED 01 2900 D TASER INTL INC COM 87651B10 3 383 SH SHARED 02 383 D TASTY BAKING CO COM 87655330 47 5000 SH SHARED 5000 D TATA MTRS LTD SPONSORED ADR 87656850 9840 570464 SH SHARED 540464 30000 D TATA MTRS LTD SPONSORED ADR 87656850 862 50000 SH SHARED 02 50000 D TATA MTRS LTD SPONSORED ADR 87656850 2121 123000 SH SHARED 04 123000 D TAUBMAN CTRS INC COM 87666410 2930 71643 SH SHARED 71643 D TAUBMAN CTRS INC COM 87666410 65 1600 SH SHR/OTHR 1600 D TAUBMAN CTRS INC COM 87666410 151 3700 SH SHARED 01 3700 D TAUBMAN CTRS INC COM 87666410 130 3200 SH SHARED 02 3200 D TAUBMAN CTRS INC COM 87666410 224 5500 SH SHARED 04 5500 D TAUBMAN CTRS INC COM 87666410 306 7500 SH SHARED 10 7500 D TAUBMAN CTRS INC COM 87666410 1321 32300 SH SHARED 17 32300 D TAYLOR CAP GROUP INC COM 87685110 38 932 SH SHARED 932 D TAYLOR CAP GROUP INC COM 87685110 106 2600 SH SHARED 10 2600 D TEAM INC COM 87815510 6 271 SH SHARED 02 271 D TEAM INC COM 87815510 27 1100 SH SHARED 21 1100 D TECH DATA CORP COM 87823710 95 2500 SH SHARED 2500 D TECH DATA CORP COM 87823710 605 15800 SH SHARED 01 15800 D TECH DATA CORP COM 87823710 501 13100 SH SHARED 02 13100 D TECH DATA CORP COM 87823710 19 500 SH SHARED 06 500 D TECH DATA CORP COM 87823710 578 15100 SH SHARED 17 15100 D TECHNE CORP COM 87837710 91 1800 SH SHARED 1800 D TECHNE CORP COM 87837710 651 12800 SH SHARED 01 12800 D TECHNE CORP COM 87837710 1343 26380 SH SHARED 02 10300 16080 D TECHNE CORP COM 87837710 203 4000 SH SHARED 10 4000 D TECHNE CORP COM 87837710 789 15500 SH SHARED 17 6600 8900 D TECHNICAL OLYMPIC USA INC COM 87848310 6607 460141 SH SHARED 460141 D TECHNICAL OLYMPIC USA INC COM 87848310 87 6108 SH SHARED 02 6108 D TECHNIP NEW SPONSORED ADR 87854620 639 11600 SH SHARED 11600 D TECHNITROL INC COM 87855510 2050 88572 SH SHARED 88572 D TECHNITROL INC COM 87855510 11 479 SH SHARED 02 479 D TECHNITROL INC COM 87855510 1247 53900 SH SHARED 10 53900 D TECHNITROL INC COM 87855510 664 28700 SH SHARED 17 28700 D TECHNOLOGY INVT CAP CORP COM 87871730 101 6907 SH SHARED 6907 D TECHNOLOGY INVT CAP CORP COM 87871730 3 240 SH SHARED 02 240 D TECUMSEH PRODS CO CL A 87889520 321 16751 SH SHARED 16751 D TECUMSEH PRODS CO CL A 87889520 105 5500 SH SHARED 01 5500 D TECUMSEH PRODS CO CL A 87889520 64 3361 SH SHARED 02 3361 D TECUMSEH PRODS CO CL A 87889520 155 8100 SH SHARED 10 8100 D TECUMSEH PRODS CO CL A 87889520 34 1800 SH SHARED 17 1800 D TEJON RANCH CO DEL COM 87908010 628 15271 SH SHARED 13271 2000 D TEKELEC NOTE 2.250% 6/1 879101AE 11577 12022000 PRN SHARED 12022000 D TEKELEC COM 87910110 1755 142119 SH SHARED 142119 D TEKELEC COM 87910110 19 1600 SH SHARED 01 1600 D TEKELEC COM 87910110 426 34533 SH SHARED 02 34533 D TEKELEC COM 87910110 90 7300 SH SHARED 10 7300 D TEKELEC COM 87910110 466 37800 SH SHARED 17 37800 D TEKELEC COM 87910110 51 4200 SH SHARED 21 4200 D TEKTRONIX INC COM 87913110 1700 57800 SH SHARED 57800 D TEKTRONIX INC COM 87913110 1032 35099 SH SHARED 01 35099 D TEKTRONIX INC COM 87913110 871 29606 SH SHARED 02 29606 D TEKTRONIX INC COM 87913110 130 4450 SH SHARED 06 4450 D TEKTRONIX INC COM 87913110 61 2100 SH SHARED 10 2100 D TEKTRONIX INC COM 87913110 1813 61634 SH SHARED 17 61034 600 D TELE NORTE CELULAR PART S A SPON ADR PFD 87924Y10 4 493 SH SHARED 493 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 410 32200 SH SHARED 32200 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 21320 1672172 SH SHARED 1672172 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 305 10200 SH SHARED 10200 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 1 55 SH SHARED 02 55 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 6924 248003 SH SHARED 248003 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 354 30600 SH SHARED 30600 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 1421 71443 SH SHARED 71273 170 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 19 1000 SH SHR/OTHR 23 1000 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 0 20 SH SHARED 20 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 7919 375347 SH SHARED 375347 D TELEDYNE TECHNOLOGIES INC COM 87936010 479 14625 SH SHARED 14625 D TELEDYNE TECHNOLOGIES INC COM 87936010 67 2067 SH SHR/OTHR 2067 D TELEDYNE TECHNOLOGIES INC COM 87936010 35 1069 SH SHARED 02 1069 D TELEDYNE TECHNOLOGIES INC COM 87936010 144 4400 SH SHARED 10 4400 D TELEDYNE TECHNOLOGIES INC COM 87936010 668 20400 SH SHARED 17 4800 15600 D TELEFLEX INC COM 87936910 4755 88025 SH SHARED 48800 39225 D TELEFLEX INC COM 87936910 1010 18700 SH SHARED 01 18700 D TELEFLEX INC COM 87936910 507 9400 SH SHARED 02 9400 D TELEFLEX INC COM 87936910 10609 196400 SH SHARED 10 196400 D TELEFLEX INC COM 87936910 7568 140100 SH SHARED 17 13000 127100 D TELEFLEX INC COM 87936910 64 1200 SH SHR/OTHR 23 1200 D TELEFONICA S A SPONSORED ADR 87938220 840 16904 SH SHARED 5818 11086 D TELEFONICA S A SPONSORED ADR 87938220 373 7500 SH SHR/OTHR 7500 D TELEFONICA S A SPONSORED ADR 87938220 136 2752 SH SHARED 17 2752 D TELEFONICA S A SPONSORED ADR 87938220 259 5222 SH SHARED 20 522 4700 D TELEFONICA S A SPONSORED ADR 87938220 67 1350 SH SHR/OTHR 23 1350 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 4862 233441 SH SHARED 233441 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 174 8400 SH SHR/OTHR 8400 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 6904 331470 SH SHARED 17 331470 D TELEPHONE & DATA SYS INC COM 87943310 3140 75852 SH SHARED 75852 D TELEPHONE & DATA SYS INC COM 87943310 1411 34100 SH SHARED 01 34100 D TELEPHONE & DATA SYS INC COM 87943310 1105 26714 SH SHARED 02 26714 D TELEPHONE & DATA SYS INC COM 87943310 76 1850 SH SHARED 06 1850 D TELEPHONE & DATA SYS INC COM 87943310 873 21100 SH SHARED 10 21100 D TELEPHONE & DATA SYS INC COM 87943310 732 17700 SH SHARED 17 17700 D TELEPHONE & DATA SYS INC SPL COM 87943386 101 2600 SH SHARED 2600 D TELEPHONE & DATA SYS INC SPL COM 87943386 318 8200 SH SHARED 01 8200 D TELEPHONE & DATA SYS INC SPL COM 87943386 15 400 SH SHARED 06 400 D TELEPHONE & DATA SYS INC SPL COM 87943386 71 1850 SH SHARED 21 1850 D TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 2031 57375 SH SHARED 57375 D TELENOR ASA SPONSORED ADR 87944W10 32 900 SH SHARED 900 D TELIK INC COM 87959M10 226 13708 SH SHARED 13708 D TELIK INC COM 87959M10 8 507 SH SHARED 02 507 D TELIK INC COM 87959M10 5933 359600 SH SHARED 10 356200 3400 D TELIK INC COM 87959M10 115 7000 SH SHARED 17 7000 D TELKONET INC COM 87960410 57 18300 SH SHARED 18300 D TELKONET INC COM 87960410 4 1430 SH SHARED 02 1430 D TELLABS INC COM 87966410 13407 1007331 SH SHARED 1006329 1002 D TELLABS INC COM 87966410 874 65700 SH SHARED 01 65700 D TELLABS INC COM 87966410 2971 223243 SH SHARED 02 223243 D TELLABS INC COM 87966410 528 39710 SH SHARED 06 39710 D TELLABS INC COM 87966410 9 700 SH SHARED 10 700 D TELLABS INC COM 87966410 123 9254 SH SHARED 14 9254 D TELLABS INC COM 87966410 2990 224691 SH SHARED 17 219591 5100 D TELLABS INC COM 87966410 3 250 SH SHR/OTHR 20 250 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 12 925 SH SHARED 710 215 D TELUS CORP NON-VTG SHS 87971M20 734 18200 SH SHARED 16900 1300 D TELUS CORP NON-VTG SHS 87971M20 24 596 SH SHARED 01 596 D TELUS CORP NON-VTG SHS 87971M20 1569 38878 SH SHARED 02 38878 D TELUS CORP NON-VTG SHS 87971M20 32 800 SH SHARED 06 800 D TELUS CORP NON-VTG SHS 87971M20 56 1400 SH SHARED 10 1400 D TELUS CORP NON-VTG SHS 87971M20 353 8755 SH SHARED 14 8755 D TELUS CORP NON-VTG SHS 87971M20 137 3400 SH SHARED 17 3400 D TEMPLE INLAND INC COM 87986810 6564 153137 SH SHARED 100823 52314 D TEMPLE INLAND INC COM 87986810 362 8460 SH SHR/OTHR 8460 D TEMPLE INLAND INC COM 87986810 1106 25799 SH SHARED 01 25799 D TEMPLE INLAND INC COM 87986810 1399 32652 SH SHARED 02 32652 D TEMPLE INLAND INC COM 87986810 388 9070 SH SHARED 06 9070 D TEMPLE INLAND INC COM 87986810 6695 156180 SH SHARED 10 155880 300 D TEMPLE INLAND INC COM 87986810 3733 87100 SH SHARED 14 87100 D TEMPLE INLAND INC COM 87986810 4855 113260 SH SHARED 17 111160 2100 D TEMPLE INLAND INC COM 87986810 60 1400 SH SHARED 21 1400 D TELETECH HOLDINGS INC COM 87993910 285 22524 SH SHARED 22524 D TELETECH HOLDINGS INC COM 87993910 8 677 SH SHARED 02 677 D TELETECH HOLDINGS INC COM 87993910 289 22900 SH SHARED 17 22900 D TEMPLETON DRAGON FD INC COM 88018T10 103 5000 SH SHARED 5000 D TEMPLETON DRAGON FD INC COM 88018T10 206 10000 SH SHR/OTHR 10000 D TEMPLETON DRAGON FD INC COM 88018T10 106 5183 SH SHR/OTHR 20 5183 D TEMPLETON EMERGING MKTS FD I COM 88019110 78 4343 SH SHARED 4343 D TEMPLETON EMERGING MKTS FD I COM 88019110 60 3324 SH SHR/OTHR 3324 D TEMPLETON EMERGING MKTS FD I COM 88019110 218 12000 SH SHR/OTHR 23 12000 D TEMPLETON EMERG MKTS INCOME COM 88019210 64 5400 SH SHARED 5400 D TEMPLETON EMERG MKTS INCOME COM 88019210 1676 139694 SH SHR/OTHR 23 139694 D TEMPLETON GLOBAL INCOME FD COM 88019810 117 13600 SH SHARED 13600 D TEMPLETON GLOBAL INCOME FD COM 88019810 43 5000 SH SHR/OTHR 20 5000 D TEMPUR PEDIC INTL INC COM 88023U10 10683 790800 SH SHARED 790800 D TEMPUR PEDIC INTL INC COM 88023U10 23991 1775800 SH SHARED 02 1775800 D TEMPUR PEDIC INTL INC COM 88023U10 1165 86279 SH SHARED 17 86279 D TENARIS S A SPONSORED ADR 88031M10 5935 146580 SH SHARED 146580 D TENARIS S A SPONSORED ADR 88031M10 4858 120000 SH SHARED 04 120000 D TENARIS S A SPONSORED ADR 88031M10 83597 2064650 SH SHARED 10 2064650 D TENARIS S A SPONSORED ADR 88031M10 1356 33500 SH SHARED 14 33500 D TENARIS S A SPONSORED ADR 88031M10 11712 289275 SH SHARED 17 289275 D TENET HEALTHCARE CORP COM 88033G10 12071 1729468 SH SHARED 1719402 10066 D TENET HEALTHCARE CORP COM 88033G10 411 59000 SH SHARED 01 59000 D TENET HEALTHCARE CORP COM 88033G10 4061 581914 SH SHARED 02 581914 D TENET HEALTHCARE CORP COM 88033G10 615 88175 SH SHARED 06 88175 D TENET HEALTHCARE CORP COM 88033G10 74 10700 SH SHARED 10 10700 D TENET HEALTHCARE CORP COM 88033G10 2233 319958 SH SHARED 17 295208 24750 D TENNANT CO COM 88034510 103 2060 SH SHARED 2060 D TENNANT CO COM 88034510 8 170 SH SHARED 02 170 D TENNANT CO COM 88034510 181 3600 SH SHARED 17 3600 D TENNECO INC COM 88034910 381 14680 SH SHARED 14680 D TENNECO INC COM 88034910 101 3900 SH SHARED 01 3900 D TENNECO INC COM 88034910 7 307 SH SHARED 02 307 D TENNECO INC COM 88034910 413 15900 SH SHARED 10 15900 D TENNECO INC COM 88034910 447 17200 SH SHARED 17 17200 D TERADYNE INC SDCV 3.750%10/1 880770AD 10796 10884000 PRN SHARED 02 10884000 D TERADYNE INC COM 88077010 1633 117271 SH SHARED 116200 1071 D TERADYNE INC COM 88077010 20 1497 SH SHR/OTHR 1497 D TERADYNE INC COM 88077010 522 37500 SH SHARED 01 37500 D TERADYNE INC COM 88077010 1154 82894 SH SHARED 02 82894 D TERADYNE INC COM 88077010 430 30880 SH SHARED 06 30880 D TERADYNE INC COM 88077010 5 400 SH SHARED 10 400 D TERADYNE INC COM 88077010 593 42600 SH SHARED 14 42600 D TERADYNE INC COM 88077010 1694 121662 SH SHARED 17 119262 2400 D TEREX CORP NEW COM 88077910 3109 31500 SH SHARED 30400 1100 D TEREX CORP NEW COM 88077910 513 5200 SH SHARED 01 5200 D TEREX CORP NEW COM 88077910 344 3487 SH SHARED 02 3487 D TEREX CORP NEW COM 88077910 9 100 SH SHARED 06 100 D TEREX CORP NEW COM 88077910 1780 18040 SH SHARED 10 17940 100 D TEREX CORP NEW COM 88077910 296 3000 SH SHARED 14 3000 D TEREX CORP NEW COM 88077910 62388 632100 SH SHARED 17 631500 600 D TERCICA INC COM 88078L10 796 150500 SH SHARED 150500 D TERCICA INC COM 88078L10 990 187299 SH SHARED 187299 D TERCICA INC COM 88078L10 9 1784 SH SHARED 02 1784 D TERCICA INC COM 88078L10 3439 650200 SH SHARED 04 650200 D TERNIUM SA SPON ADR 88089010 2246 92956 SH SHARED 92956 D TERNIUM SA SPON ADR 88089010 1952 80800 SH SHARED 06 80800 D TERRA INDS INC COM 88091510 1286 201914 SH SHARED 201914 D TERRA INDS INC COM 88091510 3 493 SH SHARED 02 493 D TERRA INDS INC COM 88091510 165 26000 SH SHARED 17 26000 D TERREMARK WORLDWIDE INC NOTE 9.000% 6/1 881448AC 5393 6081000 PRN SHARED 6081000 D TERREMARK WORLDWIDE INC COM NEW 88144820 444 123513 SH SHARED 122513 1000 D TERREMARK WORLDWIDE INC COM NEW 88144820 18 5178 SH SHARED 02 5178 D TESORO CORP COM 88160910 19997 268925 SH SHARED 267340 1585 D TESORO CORP COM 88160910 3004 40400 SH SHARED 02 40400 D TESORO CORP COM 88160910 70 948 SH SHARED 06 948 D TESORO CORP COM 88160910 4204 56540 SH SHARED 10 56240 300 D TESORO CORP COM 88160910 304 4100 SH SHARED 14 4100 D TESORO CORP COM 88160910 6755 90845 SH SHARED 17 90245 600 D TESORO CORP COM 88160910 5 75 SH SHR/OTHR 21 75 D TETRA TECHNOLOGIES INC DEL COM 88162F10 607 20010 SH SHARED 20010 D TETRA TECHNOLOGIES INC DEL COM 88162F10 169 5600 SH SHARED 01 5600 D TETRA TECHNOLOGIES INC DEL COM 88162F10 130 4300 SH SHARED 02 4300 D TETRA TECHNOLOGIES INC DEL COM 88162F10 21 700 SH SHARED 17 700 D TETRA TECH INC NEW COM 88162G10 242 13665 SH SHARED 13665 D TETRA TECH INC NEW COM 88162G10 183 10343 SH SHARED 02 10343 D TETRA TECH INC NEW COM 88162G10 798 45000 SH SHARED 17 45000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1579 50000 SH SHARED 50000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 88085 2788405 SH SHARED 2679577 108828 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 574 18200 SH SHARED 01 18200 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 21260 673000 SH SHARED 04 673000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 74 2346 SH SHARED 06 2346 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 41059 1299756 SH SHARED 10 773485 499500 26771 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 135 4300 SH SHARED 14 4300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 154 4900 SH SHARED 15 4900 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 4738 150000 SH SHARED 16 150000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 3584 113463 SH SHARED 17 113200 263 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 18 600 SH SHARED 20 600 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 9 300 SH SHARED 23 300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 37 1200 SH SHR/OTHR 23 1200 D TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE 13202 14000000 PRN SHARED 14000000 D TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE 2225 2360000 PRN SHARED 06 2360000 D TESSERA TECHNOLOGIES INC COM 88164L10 412 15009 SH SHARED 15009 D TESSERA TECHNOLOGIES INC COM 88164L10 39 1428 SH SHARED 02 1428 D TESSERA TECHNOLOGIES INC COM 88164L10 8 300 SH SHARED 17 300 D TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA 1017 1000000 PRN SHARED 1000000 D TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB 25875 25000000 PRN SHARED 25000000 D TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB 2070 2000000 PRN SHARED 02 2000000 D TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA 911 1000000 PRN SHARED 1000000 D TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA 2651 2911000 PRN SHARED 02 2911000 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 123 5289 SH SHARED 5289 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 22 970 SH SHR/OTHR 970 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 2 116 SH SHARED 02 116 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 158 6800 SH SHARED 10 6800 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 96 4160 SH SHARED 17 4160 D TEXAS INDS INC COM 88249110 363 6853 SH SHARED 6853 D TEXAS INDS INC COM 88249110 16 319 SH SHARED 02 319 D TEXAS INDS INC COM 88249110 679 12800 SH SHARED 10 12800 D TEXAS INDS INC COM 88249110 9478 178500 SH SHARED 17 152500 26000 D TEXAS INSTRS INC COM 88250810 1213 40070 SH SHARED 40070 D TEXAS INSTRS INC COM 88250810 84137 2777743 SH SHARED 2289744 487999 D TEXAS INSTRS INC COM 88250810 3044 100502 SH SHR/OTHR 100502 D TEXAS INSTRS INC COM 88250810 10865 358700 SH SHARED 01 358700 D TEXAS INSTRS INC COM 88250810 15843 523051 SH SHARED 02 523051 D TEXAS INSTRS INC COM 88250810 2926 96600 SH SHARED 04 96600 D TEXAS INSTRS INC COM 88250810 5971 197142 SH SHARED 06 197142 D TEXAS INSTRS INC COM 88250810 211002 6966073 SH SHARED 10 4028274 1438550 1499249 D TEXAS INSTRS INC COM 88250810 193 6400 SH SHR/OTHR 10 6400 D TEXAS INSTRS INC COM 88250810 2088 68944 SH SHARED 14 68944 D TEXAS INSTRS INC COM 88250810 3625 119700 SH SHARED 15 119700 D TEXAS INSTRS INC COM 88250810 32283 1065802 SH SHARED 17 887737 178065 D TEXAS INSTRS INC COM 88250810 6868 226746 SH SHARED 19 226746 D TEXAS INSTRS INC COM 88250810 1721 56830 SH SHARED 20 10800 46030 D TEXAS INSTRS INC COM 88250810 184 6090 SH SHR/OTHR 20 6090 D TEXAS INSTRS INC COM 88250810 178 5885 SH SHARED 21 5885 D TEXAS INSTRS INC COM 88250810 99 3300 SH SHR/OTHR 21 3300 D TEXAS INSTRS INC COM 88250810 576 19020 SH SHARED 22 15400 3620 D TEXAS INSTRS INC COM 88250810 194 6430 SH SHR/OTHR 22 6430 D TEXAS INSTRS INC COM 88250810 2466 81442 SH SHARED 23 72492 8950 D TEXAS INSTRS INC COM 88250810 2469 81521 SH SHR/OTHR 23 81521 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 10536 277865 SH SHARED 277865 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 649 17129 SH SHARED 01 17129 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 318 8412 SH SHARED 02 8412 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 3762 99218 SH SHARED 10 99218 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 1589 41928 SH SHARED 17 41928 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 34 907 SH SHR/OTHR 23 907 D TEXAS ROADHOUSE INC CL A 88268110 1441 106625 SH SHARED 105875 750 D TEXAS ROADHOUSE INC CL A 88268110 6062 448440 SH SHARED 10 441440 7000 D TEXAS ROADHOUSE INC CL A 88268110 11122 822700 SH SHARED 17 584400 238300 D TEXAS UTD BANCSHARES INC COM 88283810 286 10173 SH SHARED 10173 D THAI CAP FD INC COM NEW 88290520 4 481 SH SHARED 481 D TEXTRON INC COM 88320310 8707 94457 SH SHARED 94280 177 D TEXTRON INC COM 88320310 657 7132 SH SHR/OTHR 7132 D TEXTRON INC COM 88320310 3051 33099 SH SHARED 01 33099 D TEXTRON INC COM 88320310 3212 34850 SH SHARED 02 34850 D TEXTRON INC COM 88320310 1038 11267 SH SHARED 06 11267 D TEXTRON INC COM 88320310 3310 35909 SH SHARED 10 20800 15109 D TEXTRON INC COM 88320310 336 3653 SH SHARED 14 3653 D TEXTRON INC COM 88320310 3456 37500 SH SHARED 15 37500 D TEXTRON INC COM 88320310 5883 63828 SH SHARED 17 62828 1000 D TEXTRON INC COM 88320310 39 425 SH SHARED 23 425 D THE9 LTD ADR 88337K10 1692 72969 SH SHARED 72969 D THERAVANCE INC COM 88338T10 326 14286 SH SHARED 14286 D THERMA-WAVE INC COM 88343A10 20 15594 SH SHARED 15594 D THERMO ELECTRON CORP COM 88355610 8918 246087 SH SHARED 245474 613 D THERMO ELECTRON CORP COM 88355610 1040 28700 SH SHARED 01 28700 D THERMO ELECTRON CORP COM 88355610 1686 46527 SH SHARED 02 46527 D THERMO ELECTRON CORP COM 88355610 503 13907 SH SHARED 06 13907 D THERMO ELECTRON CORP COM 88355610 2217 61200 SH SHARED 10 60500 700 D THERMO ELECTRON CORP COM 88355610 30 854 SH SHARED 14 854 D THERMO ELECTRON CORP COM 88355610 4111 113463 SH SHARED 17 111863 1600 D THERMO ELECTRON CORP COM 88355610 36 1000 SH SHR/OTHR 23 1000 D THERMOGENESIS CORP COM NEW 88362320 59 14412 SH SHARED 14412 D THERMOGENESIS CORP COM NEW 88362320 5 1379 SH SHARED 02 1379 D THOMAS & BETTS CORP COM 88431510 1383 26970 SH SHARED 26970 D THOMAS & BETTS CORP COM 88431510 923 18000 SH SHARED 01 18000 D THOMAS & BETTS CORP COM 88431510 1193 23259 SH SHARED 02 23259 D THOMAS & BETTS CORP COM 88431510 8664 168900 SH SHARED 17 168900 D THOMAS & BETTS CORP COM 88431510 10 204 SH SHARED 20 204 D THOMAS & BETTS CORP COM 88431510 1000 19500 SH SHARED 23 19500 D THOMAS PPTYS GROUP INC COM 88445310 6994 594800 SH SHARED 17 594800 D THOMAS WEISEL PARTNERS GRP I COM 88448110 1264 66540 SH SHARED 66265 275 D THOMAS WEISEL PARTNERS GRP I COM 88448110 3 174 SH SHARED 02 174 D THOMAS WEISEL PARTNERS GRP I COM 88448110 3630 191000 SH SHARED 10 191000 D THOMAS WEISEL PARTNERS GRP I COM 88448110 7389 388700 SH SHARED 17 388700 D THOMSON CORP COM 88490310 1891 49097 SH SHARED 47300 1797 D THOMSON CORP COM 88490310 26 700 SH SHARED 01 700 D THOMSON CORP COM 88490310 3524 91496 SH SHARED 02 91496 D THOMSON CORP COM 88490310 70 1838 SH SHARED 06 1838 D THOMSON CORP COM 88490310 84 2200 SH SHARED 10 2200 D THOMSON CORP COM 88490310 226 5869 SH SHARED 14 5869 D THOMSON CORP COM 88490310 173 4500 SH SHARED 17 4500 D THOMSON SPONSORED ADR 88511810 315 19100 SH SHARED 19100 D THOR INDS INC COM 88516010 544 11242 SH SHARED 11242 D THOR INDS INC COM 88516010 566 11700 SH SHARED 01 11700 D THOR INDS INC COM 88516010 402 8300 SH SHARED 02 8300 D THOR INDS INC COM 88516010 1191 24600 SH SHARED 17 24600 D THORATEC CORP COM NEW 88517530 1306 94192 SH SHR/OTHR 94192 D THORATEC CORP COM NEW 88517530 191 13792 SH SHARED 13792 D THORATEC CORP COM NEW 88517530 416 30000 SH SHARED 02 30000 D THORATEC CORP COM NEW 88517530 5629 405900 SH SHARED 10 405900 D THORATEC CORP COM NEW 88517530 120 8700 SH SHARED 17 8700 D THORNBURG MTG INC COM 88521810 543 19500 SH SHARED 19500 D THORNBURG MTG INC COM 88521810 136 4900 SH SHARED 01 4900 D THORNBURG MTG INC COM 88521810 298 10700 SH SHARED 02 10700 D THORNBURG MTG INC COM 88521810 599 21500 SH SHARED 10 21500 D THORNBURG MTG INC COM 88521810 1036 37200 SH SHARED 17 14200 23000 D THORNBURG MTG INC COM 88521810 27 1000 SH SHARED 20 1000 D 3COM CORP COM 88553510 1680 328189 SH SHARED 328189 D 3COM CORP COM 88553510 26 5174 SH SHR/OTHR 5174 D 3COM CORP COM 88553510 547 107000 SH SHARED 01 107000 D 3COM CORP COM 88553510 412 80538 SH SHARED 02 80538 D 3COM CORP COM 88553510 332 65000 SH SHARED 10 65000 D 3-D SYS CORP DEL COM NEW 88554D20 57 2845 SH SHARED 2845 D 3M CO NOTE 11/2 88579YAB 1511 1676000 PRN SHARED 02 1676000 D 3M CO NOTE 11/2 88579YAB 2119 2350000 PRN SHARED 06 2350000 D 3M CO COM 88579Y10 260905 3230230 SH SHARED 3107452 122778 D 3M CO COM 88579Y10 3288 40709 SH SHR/OTHR 40709 D 3M CO COM 88579Y10 13318 164899 SH SHARED 01 164899 D 3M CO COM 88579Y10 34498 427126 SH SHARED 02 427126 D 3M CO COM 88579Y10 7525 93173 SH SHARED 04 91700 1473 D 3M CO COM 88579Y10 8008 99150 SH SHARED 06 99150 D 3M CO COM 88579Y10 4741 58700 SH SHARED 10 38700 20000 D 3M CO COM 88579Y10 2124 26309 SH SHARED 14 26309 D 3M CO COM 88579Y10 2826 35000 SH SHARED 15 35000 D 3M CO COM 88579Y10 211989 2624606 SH SHARED 17 2618206 6400 D 3M CO COM 88579Y10 631 7821 SH SHARED 20 2531 5290 D 3M CO COM 88579Y10 1453 18000 SH SHR/OTHR 20 18000 D 3M CO COM 88579Y10 285 3532 SH SHARED 21 3532 D 3M CO COM 88579Y10 373 4620 SH SHR/OTHR 21 4620 D 3M CO COM 88579Y10 888 11000 SH SHARED 22 11000 D 3M CO COM 88579Y10 113 1400 SH SHR/OTHR 22 1400 D 3M CO COM 88579Y10 11875 147024 SH SHARED 23 143024 4000 D 3M CO COM 88579Y10 10127 125393 SH SHR/OTHR 23 125393 D THRESHOLD PHARMACEUTICAL INC COM 88580710 662 189342 SH SHARED 189342 D THRESHOLD PHARMACEUTICAL INC COM 88580710 3 946 SH SHARED 02 946 D TIBCO SOFTWARE INC COM 88632Q10 6237 884762 SH SHARED 884762 D TIBCO SOFTWARE INC COM 88632Q10 414 58793 SH SHARED 02 58793 D TIBCO SOFTWARE INC COM 88632Q10 7165 1016360 SH SHARED 10 998260 18100 D TIBCO SOFTWARE INC COM 88632Q10 1334 189300 SH SHARED 14 189300 D TIBCO SOFTWARE INC COM 88632Q10 11 1600 SH SHARED 17 1600 D TIDEWATER INC COM 88642310 1303 26493 SH SHARED 26493 D TIDEWATER INC COM 88642310 831 16900 SH SHARED 01 16900 D TIDEWATER INC COM 88642310 1891 38443 SH SHARED 02 38443 D TIDEWATER INC COM 88642310 50 1024 SH SHARED 06 1024 D TIDEWATER INC COM 88642310 1554 31600 SH SHARED 17 30200 1400 D TIERONE CORP COM 88650R10 145 4297 SH SHARED 4297 D TIERONE CORP COM 88650R10 91 2700 SH SHARED 01 2700 D TIERONE CORP COM 88650R10 6 191 SH SHARED 02 191 D TIERONE CORP COM 88650R10 1178 34900 SH SHARED 10 34900 D TIERONE CORP COM 88650R10 351 10400 SH SHARED 17 10400 D TIENS BIOTECH GROUP USA INC COM 88650T10 6 1441 SH SHARED 1441 D TIFFANY & CO NEW COM 88654710 5601 169628 SH SHARED 165038 4590 D TIFFANY & CO NEW COM 88654710 149 4524 SH SHR/OTHR 4524 D TIFFANY & CO NEW COM 88654710 1003 30400 SH SHARED 01 30400 D TIFFANY & CO NEW COM 88654710 1294 39206 SH SHARED 02 39206 D TIFFANY & CO NEW COM 88654710 1593 48270 SH SHARED 06 48270 D TIFFANY & CO NEW COM 88654710 2156 65300 SH SHARED 10 65000 300 D TIFFANY & CO NEW COM 88654710 990 30000 SH SHARED 15 30000 D TIFFANY & CO NEW COM 88654710 4946 149816 SH SHARED 17 148216 1600 D TIFFANY & CO NEW COM 88654710 64 1940 SH SHARED 20 1940 D TIFFANY & CO NEW COM 88654710 570 17270 SH SHR/OTHR 20 17270 D TIFFANY & CO NEW COM 88654710 194 5900 SH SHARED 23 5900 D TIFFANY & CO NEW COM 88654710 330 10000 SH SHR/OTHR 23 10000 D TIM HORTONS INC COM 88706M10 133 5200 SH SHARED 5200 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 4791 173920 SH SHARED 173920 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 22860 829800 SH SHARED 10 829800 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 10967 398100 SH SHARED 17 398100 D TIMBERLAND CO CL A 88710010 1178 45146 SH SHARED 45146 D TIMBERLAND CO CL A 88710010 414 15900 SH SHARED 01 15900 D TIMBERLAND CO CL A 88710010 268 10300 SH SHARED 02 10300 D TIMBERLAND CO CL A 88710010 383 14700 SH SHARED 17 14700 D TIME WARNER INC COM 88731710 1121177 64807919 SH SHARED 63792931 1014988 D TIME WARNER INC COM 88731710 3098 179078 SH SHR/OTHR 179078 D TIME WARNER INC COM 88731710 5788 334621 SH SHARED 01 334621 D TIME WARNER INC COM 88731710 26939 1557224 SH SHARED 02 1557224 D TIME WARNER INC COM 88731710 121192 7005353 SH SHARED 04 6988250 17103 D TIME WARNER INC COM 88731710 10444 603749 SH SHARED 06 603749 D TIME WARNER INC COM 88731710 32325 1868538 SH SHARED 10 639398 1093340 135800 D TIME WARNER INC COM 88731710 5952 344079 SH SHARED 14 344079 D TIME WARNER INC COM 88731710 2905 167930 SH SHARED 15 167930 D TIME WARNER INC COM 88731710 33479 1935246 SH SHARED 17 1885946 49300 D TIME WARNER INC COM 88731710 208 12050 SH SHARED 19 12050 D TIME WARNER INC COM 88731710 1237 71531 SH SHARED 20 14275 57256 D TIME WARNER INC COM 88731710 53 3070 SH SHR/OTHR 20 3070 D TIME WARNER INC COM 88731710 110 6390 SH SHARED 21 6390 D TIME WARNER INC COM 88731710 70 4100 SH SHR/OTHR 21 4100 D TIME WARNER INC COM 88731710 1758 101645 SH SHARED 22 47300 54345 D TIME WARNER INC COM 88731710 184 10650 SH SHR/OTHR 22 10650 D TIME WARNER INC COM 88731710 3047 176151 SH SHARED 23 156586 19565 D TIME WARNER INC COM 88731710 4796 277230 SH SHR/OTHR 23 277230 D TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC 26341 25500000 PRN SHARED 25500000 D TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC 1273 1233000 PRN SHARED 02 1233000 D TIME WARNER TELECOM INC CL A 88731910 2674 180132 SH SHARED 180132 D TIME WARNER TELECOM INC CL A 88731910 175 11800 SH SHARED 01 11800 D TIME WARNER TELECOM INC CL A 88731910 39 2671 SH SHARED 02 2671 D TIME WARNER TELECOM INC CL A 88731910 683 46000 SH SHARED 10 46000 D TIME WARNER TELECOM INC CL A 88731910 273 18400 SH SHARED 17 18400 D TIMKEN CO COM 88738910 432 12900 SH SHARED 12900 D TIMKEN CO COM 88738910 770 23000 SH SHARED 01 23000 D TIMKEN CO COM 88738910 666 19900 SH SHARED 02 19900 D TIMKEN CO COM 88738910 1048 31300 SH SHARED 17 30900 400 D TITAN INTL INC ILL NOTE 5.250% 7/2 88830MAB 2496 1624000 PRN SHARED 1624000 D TITAN INTL INC ILL COM 88830M10 1401 74900 SH SHARED 74900 D TITAN INTL INC ILL COM 88830M10 447 23895 SH SHARED 02 23895 D TITANIUM METALS CORP COM NEW 88833920 168439 4899351 SH SHARED 4899351 D TITANIUM METALS CORP COM NEW 88833920 110 3200 SH SHARED 01 3200 D TITANIUM METALS CORP COM NEW 88833920 154 4500 SH SHARED 02 4500 D TITANIUM METALS CORP COM NEW 88833920 220 6400 SH SHARED 17 6400 D TIVO INC COM 88870610 106 14858 SH SHARED 14858 D TIVO INC COM 88870610 57 8000 SH SHARED 01 8000 D TIVO INC COM 88870610 114 15995 SH SHARED 02 15995 D TIVO INC COM 88870610 10 1500 SH SHARED 22 1500 D TODCO CL A 88889T10 6301 154267 SH SHARED 154267 D TODCO CL A 88889T10 151 3700 SH SHARED 02 3700 D TODCO CL A 88889T10 12 300 SH SHARED 06 300 D TODCO CL A 88889T10 61 1500 SH SHARED 10 1500 D TODCO CL A 88889T10 4085 100000 SH SHARED 16 100000 D TODCO CL A 88889T10 1119 27400 SH SHARED 17 25500 1900 D TODCO CL A 88889T10 61 1500 SH SHARED 21 1500 D TOLL BROTHERS INC COM 88947810 43561 1703599 SH SHARED 1703399 200 D TOLL BROTHERS INC COM 88947810 925 36200 SH SHARED 01 36200 D TOLL BROTHERS INC COM 88947810 7070 276500 SH SHARED 02 276500 D TOLL BROTHERS INC COM 88947810 131 5150 SH SHARED 06 5150 D TOLL BROTHERS INC COM 88947810 7 300 SH SHARED 10 300 D TOLL BROTHERS INC COM 88947810 744 29100 SH SHARED 17 28500 600 D TOM ONLINE INC ADR REG S 88972820 2 112 SH SHARED 112 D TOMPKINSTRUSTCO INC COM 89011010 84 1969 SH SHARED 1969 D TOMPKINSTRUSTCO INC COM 89011010 8 196 SH SHARED 02 196 D TOMPKINSTRUSTCO INC COM 89011010 155 3610 SH SHARED 10 3610 D TOO INC COM 89033310 422 11007 SH SHARED 11007 D TOO INC COM 89033310 28 747 SH SHARED 01 747 D TOO INC COM 89033310 758 19764 SH SHARED 02 19764 D TOO INC COM 89033310 241 6300 SH SHARED 17 6000 300 D TOO INC COM 89033310 54 1430 SH SHARED 21 1430 D TOOTSIE ROLL INDS INC COM 89051610 212 7303 SH SHARED 7303 D TOOTSIE ROLL INDS INC COM 89051610 153 5285 SH SHARED 01 5285 D TOOTSIE ROLL INDS INC COM 89051610 131 4500 SH SHARED 02 4500 D TOOTSIE ROLL INDS INC COM 89051610 135 4635 SH SHARED 10 4635 D TOOTSIE ROLL INDS INC COM 89051610 480 16509 SH SHARED 17 16509 D TOOTSIE ROLL INDS INC COM 89051610 10 356 SH SHARED 22 356 D TOPPS INC COM 89078610 134 16380 SH SHARED 16380 D TOPPS INC COM 89078610 5 627 SH SHARED 02 627 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 17 2090 SH SHARED 2090 D TORCHMARK CORP COM 89102710 8154 134295 SH SHARED 134200 95 D TORCHMARK CORP COM 89102710 1378 22700 SH SHARED 01 22700 D TORCHMARK CORP COM 89102710 1708 28135 SH SHARED 02 28135 D TORCHMARK CORP COM 89102710 570 9400 SH SHARED 06 9400 D TORCHMARK CORP COM 89102710 1159 19100 SH SHARED 10 19000 100 D TORCHMARK CORP COM 89102710 307 5060 SH SHARED 14 5060 D TORCHMARK CORP COM 89102710 3055 50320 SH SHARED 17 50020 300 D TOREADOR RES CORP COM 89105010 131 4663 SH SHARED 4663 D TOREADOR RES CORP COM 89105010 158 5641 SH SHARED 02 5641 D TORO CO COM 89109210 56 1200 SH SHARED 1200 D TORO CO COM 89109210 312 6683 SH SHARED 02 6683 D TORO CO COM 89109210 122 2625 SH SHARED 17 2625 D TORONTO DOMINION BK ONT COM NEW 89116050 236 4662 SH SHARED 4000 662 D TORONTO DOMINION BK ONT COM NEW 89116050 6267 123453 SH SHARED 02 123453 D TORONTO DOMINION BK ONT COM NEW 89116050 113 2243 SH SHARED 14 2243 D TORONTO DOMINION BK ONT COM NEW 89116050 50 1000 SH SHARED 22 1000 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 9542 332857 SH SHARED 17 332857 D TOTAL S A SPONSORED ADR 89151E10 10567 161288 SH SHARED 83634 77654 D TOTAL S A SPONSORED ADR 89151E10 593 9056 SH SHR/OTHR 9056 D TOTAL S A SPONSORED ADR 89151E10 120 1840 SH SHARED 20 570 1270 D TOTAL S A SPONSORED ADR 89151E10 763 11660 SH SHARED 22 8400 3260 D TOTAL S A SPONSORED ADR 89151E10 410 6260 SH SHARED 23 5360 900 D TOTAL S A SPONSORED ADR 89151E10 891 13600 SH SHR/OTHR 23 13600 D TOWER GROUP INC COM 89177710 141 4669 SH SHARED 4669 D TOWER GROUP INC COM 89177710 178 5900 SH SHARED 01 5900 D TOWER GROUP INC COM 89177710 18 595 SH SHARED 02 595 D TOWER GROUP INC COM 89177710 4117 136100 SH SHARED 10 136100 D TOWER GROUP INC COM 89177710 18966 627000 SH SHARED 17 627000 D TOTAL SYS SVCS INC COM 89190610 2190 113800 SH SHARED 113800 D TOTAL SYS SVCS INC COM 89190610 3 200 SH SHARED 01 200 D TOTAL SYS SVCS INC COM 89190610 44 2333 SH SHARED 02 2333 D TOTAL SYS SVCS INC COM 89190610 75 3900 SH SHARED 17 3900 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 3344 31981 SH SHARED 30361 1620 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 40635 388520 SH SHARED 10 6860 381660 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 115 1100 SH SHR/OTHR 23 1100 D TRACTOR SUPPLY CO COM 89235610 609 11033 SH SHARED 11033 D TRACTOR SUPPLY CO COM 89235610 121 2200 SH SHARED 02 2200 D TRACTOR SUPPLY CO COM 89235610 160 2900 SH SHARED 10 2900 D TRADESTATION GROUP INC COM 89267P10 62 4927 SH SHARED 4927 D TRAFFIC COM INC COM 89271710 5 1061 SH SHARED 1061 D TRAFFIC COM INC COM 89271710 5 960 SH SHARED 02 960 D TRAMMELL CROW CO COM 89288R10 355 10096 SH SHARED 10096 D TRAMMELL CROW CO COM 89288R10 13 387 SH SHARED 02 387 D TRAMMELL CROW CO COM 89288R10 186 5300 SH SHARED 10 5300 D TRAMMELL CROW CO COM 89288R10 302 8600 SH SHARED 17 8600 D TRANS WORLD ENTMT CORP COM 89336Q10 30 4232 SH SHARED 4232 D TRANS WORLD ENTMT CORP COM 89336Q10 18 2602 SH SHARED 02 2602 D TRANSACTION SYS ARCHITECTS COM 89341610 501 12020 SH SHARED 12020 D TRANSACTION SYS ARCHITECTS COM 89341610 496 11900 SH SHARED 01 11900 D TRANSACTION SYS ARCHITECTS COM 89341610 290 6964 SH SHARED 02 6964 D TRANSACTION SYS ARCHITECTS COM 89341610 62 1500 SH SHARED 17 1500 D TRANSALTA CORP COM 89346D10 1487 71847 SH SHARED 69000 2847 D TRANSALTA CORP COM 89346D10 397 19182 SH SHARED 01 19182 D TRANSALTA CORP COM 89346D10 1447 69906 SH SHARED 02 69906 D TRANSALTA CORP COM 89346D10 1 77 SH SHARED 06 77 D TRANSALTA CORP COM 89346D10 62 3000 SH SHARED 10 3000 D TRANSALTA CORP COM 89346D10 144 7000 SH SHARED 17 7000 D TRANSATLANTIC HLDGS INC COM 89352110 692 12391 SH SHARED 2368 10023 D TRANSATLANTIC HLDGS INC COM 89352110 105 1882 SH SHARED 02 1882 D TRANSATLANTIC HLDGS INC COM 89352110 4021 71937 SH SHARED 17 71937 D TRANSCANADA CORP COM 89353D10 1061 37000 SH SHARED 37000 D TRANSCANADA CORP COM 89353D10 15204 530150 SH SHARED 525554 4596 D TRANSCANADA CORP COM 89353D10 12 421 SH SHARED 01 421 D TRANSCANADA CORP COM 89353D10 63 2200 SH SHARED 02 2200 D TRANSCANADA CORP COM 89353D10 96 3370 SH SHARED 06 3370 D TRANSCANADA CORP COM 89353D10 57 2000 SH SHARED 10 2000 D TRANSCANADA CORP COM 89353D10 353 12340 SH SHARED 14 12340 D TRANSCANADA CORP COM 89353D10 144 5044 SH SHARED 17 5044 D TRANSCANADA CORP COM 89353D10 9 333 SH SHR/OTHR 23 333 D TRANSDIGM GROUP INC COM 89364110 2 100 SH SHARED 02 100 D TRANSGLOBE ENERGY CORP COM 89366210 970 200000 SH SHARED 200000 D TRANSMERIDIAN EXPL INC COM 89376N10 1067 187300 SH SHARED 187300 D TRANSMERIDIAN EXPL INC COM 89376N10 11 1945 SH SHARED 17 1945 D TRANSMETA CORP DEL COM 89376R10 64 39095 SH SHARED 39095 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 29236 25646000 PRN SHARED 25646000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 13680 12000000 PRN SHARED 04 12000000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 684 600000 PRN SHARED 06 600000 D TRANSMONTAIGNE INC COM 89393410 125 11159 SH SHARED 11159 D TRANSMONTAIGNE INC COM 89393410 348 31100 SH SHARED 17 31100 D TRANSWITCH CORP COM 89406510 71 33930 SH SHARED 33930 D TRANSWITCH CORP COM 89406510 2 1069 SH SHARED 02 1069 D TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G30 2432 99212 SH SHARED 06 99212 D TRAVELZOO INC COM 89421Q10 29 965 SH SHARED 965 D TRAVELZOO INC COM 89421Q10 94 3100 SH SHARED 01 3100 D TRAVELZOO INC COM 89421Q10 18 600 SH SHARED 17 600 D TREDEGAR CORP COM 89465010 192 12182 SH SHARED 12182 D TREDEGAR CORP COM 89465010 1737 109800 SH SHARED 10 109800 D TREEHOUSE FOODS INC COM 89469A10 27619 1156114 SH SHARED 1156114 D TREEHOUSE FOODS INC COM 89469A10 172 7200 SH SHARED 02 7200 D TREEHOUSE FOODS INC COM 89469A10 253 10600 SH SHARED 10 10600 D TREX INC COM 89531P10 146 5641 SH SHARED 5641 D TREX INC COM 89531P10 68 2638 SH SHARED 02 2638 D TREX INC COM 89531P10 25 1000 SH SHARED 17 1000 D TRI CONTL CORP COM 89543610 1276 65610 SH SHARED 65610 D TRI CONTL CORP COM 89543610 15 812 SH SHARED 17 812 D TRI CONTL CORP COM 89543610 154 7946 SH SHR/OTHR 23 7946 D TRI VY CORP COM 89573510 35 4300 SH SHARED 4300 D TRI VY CORP COM 89573510 7 935 SH SHARED 02 935 D TRIAD HOSPITALS INC COM 89579K10 5823 147125 SH SHARED 145100 2025 D TRIAD HOSPITALS INC COM 89579K10 27 705 SH SHR/OTHR 705 D TRIAD HOSPITALS INC COM 89579K10 1103 27876 SH SHARED 01 27876 D TRIAD HOSPITALS INC COM 89579K10 1824 46100 SH SHARED 02 46100 D TRIAD HOSPITALS INC COM 89579K10 139 3518 SH SHARED 06 3518 D TRIAD HOSPITALS INC COM 89579K10 79 2000 SH SHARED 10 2000 D TRIAD HOSPITALS INC COM 89579K10 106 2700 SH SHARED 14 2700 D TRIAD HOSPITALS INC COM 89579K10 1271 32115 SH SHARED 17 27115 5000 D TRIAD HOSPITALS INC COM 89579K10 67 1700 SH SHARED 21 1700 D TRIDENT MICROSYSTEMS INC COM 89591910 1578 83157 SH SHARED 82307 850 D TRIDENT MICROSYSTEMS INC COM 89591910 165 8700 SH SHARED 01 8700 D TRIDENT MICROSYSTEMS INC COM 89591910 450 23756 SH SHARED 02 23756 D TRIDENT MICROSYSTEMS INC COM 89591910 7993 421130 SH SHARED 10 344830 76300 D TRIDENT MICROSYSTEMS INC COM 89591910 14522 765166 SH SHARED 17 694666 70500 D TRIAD GTY INC COM 89592510 767 15699 SH SHARED 15699 D TRIARC COS INC CL B SER 1 89592730 303 19386 SH SHARED 19386 D TRIARC COS INC CL B SER 1 89592730 46 3000 SH SHARED 01 3000 D TRIARC COS INC CL B SER 1 89592730 278 17800 SH SHARED 17 17800 D TRIARC COS INC CL B SER 1 89592730 71 4600 SH SHARED 21 4600 D TRIBUNE CO NEW COM 89604710 44369 1368166 SH SHARED 470653 897513 D TRIBUNE CO NEW COM 89604710 1469 45300 SH SHARED 01 45300 D TRIBUNE CO NEW COM 89604710 2059 63510 SH SHARED 02 63510 D TRIBUNE CO NEW COM 89604710 882 27203 SH SHARED 06 27203 D TRIBUNE CO NEW COM 89604710 178 5500 SH SHARED 10 5500 D TRIBUNE CO NEW COM 89604710 1656 51067 SH SHARED 14 51067 D TRIBUNE CO NEW COM 89604710 3381 104280 SH SHARED 17 102080 2200 D TRIBUNE CO NEW SB DB EXCH2%29 89604730 1043 1575779 PRN SHARED 1575779 D TRICO BANCSHARES COM 89609510 59 2189 SH SHARED 2189 D TRICO BANCSHARES COM 89609510 8 300 SH SHARED 10 300 D TRICO MARINE SERVICES INC COM NEW 89610620 7312 215061 SH SHARED 215061 D TRIMBLE NAVIGATION LTD COM 89623910 0 4 SH SHARED 4 D TRIMBLE NAVIGATION LTD COM 89623910 147 3300 SH SHARED 02 3300 D TRIMBLE NAVIGATION LTD COM 89623910 142 3200 SH SHARED 17 3200 D TRIMERIS INC COM 89626310 49 4289 SH SHARED 4289 D TRIMERIS INC COM 89626310 10 877 SH SHARED 02 877 D TRINITY INDS INC COM 89652210 1019 25231 SH SHARED 25231 D TRINITY INDS INC COM 89652210 860 21300 SH SHARED 01 21300 D TRINITY INDS INC COM 89652210 1548 38318 SH SHARED 02 38318 D TRINITY INDS INC COM 89652210 902 22350 SH SHARED 10 22350 D TRINITY INDS INC COM 89652210 1652 40895 SH SHARED 17 40895 D TRINTECH GROUP PLC SPONS ADR NEW 89668220 13 4000 SH SHARED 4000 D TRIQUINT SEMICONDUCTOR INC NOTE 4.000% 3/0 89674KAB 8396 8550000 PRN SHARED 8550000 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 217 48848 SH SHARED 48848 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 170 38175 SH SHARED 01 38175 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 113 25339 SH SHARED 02 25339 D TRIPLE CROWN MEDIA INC COM 89675K10 8 939 SH SHARED 939 D TRIPLE CROWN MEDIA INC COM 89675K10 6 713 SH SHARED 02 713 D TRIPLE CROWN MEDIA INC COM 89675K10 610 70370 SH SHARED 17 70370 D TRIUMPH GROUP INC NEW COM 89681810 902 18799 SH SHARED 18799 D TRIUMPH GROUP INC NEW COM 89681810 30 644 SH SHR/OTHR 644 D TRIUMPH GROUP INC NEW COM 89681810 24 500 SH SHARED 01 500 D TRIUMPH GROUP INC NEW COM 89681810 13 291 SH SHARED 02 291 D TRIUMPH GROUP INC NEW COM 89681810 192 4000 SH SHARED 10 4000 D TRIUMPH GROUP INC NEW COM 89681810 6580 137100 SH SHARED 17 137100 D TRIZEC PROPERTIES INC COM 89687P10 169305 5911500 SH SHARED 5911500 D TRIZEC PROPERTIES INC COM 89687P10 171 6000 SH SHARED 02 6000 D TRIZEC PROPERTIES INC COM 89687P10 716 25000 SH SHARED 04 25000 D TRIZETTO GROUP INC COM 89688210 5099 344822 SH SHARED 344822 D TRIZETTO GROUP INC COM 89688210 8 599 SH SHARED 02 599 D TRIZETTO GROUP INC COM 89688210 195 13200 SH SHARED 10 13200 D TRIZETTO GROUP INC COM 89688210 261 17700 SH SHARED 17 17700 D TRIPATH IMAGING INC COM 89694210 56 8571 SH SHARED 8571 D TRIPATH IMAGING INC COM 89694210 4 662 SH SHARED 02 662 D TRONOX INC CL A 89705110 93 7200 SH SHARED 7200 D TRONOX INC CL A 89705110 408 31442 SH SHARED 16 31442 D TRONOX INC COM CL B 89705120 7164 544017 SH SHARED 544006 11 D TRONOX INC COM CL B 89705120 3 262 SH SHR/OTHR 262 D TRONOX INC COM CL B 89705120 0 55 SH SHARED 01 55 D TRONOX INC COM CL B 89705120 454 34480 SH SHARED 02 34480 D TRONOX INC COM CL B 89705120 3 302 SH SHARED 10 302 D TRONOX INC COM CL B 89705120 902 68558 SH SHARED 16 68558 D TRONOX INC COM CL B 89705120 66 5060 SH SHARED 17 5058 2 D TRUE RELIGION APPAREL INC COM 89784N10 2208 124764 SH SHARED 99764 25000 D TRUE RELIGION APPAREL INC COM 89784N10 373 21095 SH SHARED 20 21095 D TRUMP ENTMT RESORTS INC COM 89816T10 6915 343194 SH SHARED 343194 D TRUSTCO BK CORP N Y COM 89834910 222 20230 SH SHARED 20230 D TRUSTCO BK CORP N Y COM 89834910 8 776 SH SHARED 02 776 D TRUSTCO BK CORP N Y COM 89834910 25 2300 SH SHARED 17 2300 D TRUSTMARK CORP COM 89840210 395 12761 SH SHARED 12761 D TRUSTMARK CORP COM 89840210 15 500 SH SHARED 01 500 D TRUSTMARK CORP COM 89840210 22 724 SH SHARED 02 724 D TRUSTMARK CORP COM 89840210 99 3200 SH SHARED 10 3200 D TRUSTMARK CORP COM 89840210 37 1200 SH SHARED 17 1200 D TRUSTREET PPTYS INC COM 89840410 238 18100 SH SHARED 18100 D TRUSTREET PPTYS INC COM 89840410 73 5600 SH SHARED 01 5600 D TRUSTREET PPTYS INC COM 89840410 1007 76400 SH SHARED 10 76400 D TRUSTREET PPTYS INC COM 89840410 39 3000 SH SHR/OTHR 20 3000 D TRUSTREET PPTYS INC PFD CV A 89840420 354 16600 SH SHARED 16600 D TRUSTREET PPTYS INC PFD CV A 89840420 213 10000 SH SHR/OTHR 20 10000 D TUESDAY MORNING CORP COM NEW 89903550 12306 935873 SH SHARED 935873 D TUESDAY MORNING CORP COM NEW 89903550 85 6498 SH SHARED 02 6498 D TUESDAY MORNING CORP COM NEW 89903550 4950 376500 SH SHARED 17 375000 1500 D TUPPERWARE BRANDS CORP COM 89989610 732 37183 SH SHARED 37183 D TUPPERWARE BRANDS CORP COM 89989610 332 16899 SH SHARED 01 16899 D TUPPERWARE BRANDS CORP COM 89989610 206 10500 SH SHARED 02 10500 D TUPPERWARE BRANDS CORP COM 89989610 832 42300 SH SHARED 17 38400 3900 D TURBOCHEF TECHNOLOGIES INC COM NEW 90000620 35 3153 SH SHARED 3153 D TURBOCHEF TECHNOLOGIES INC COM NEW 90000620 4915 442076 SH SHARED 17 442076 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 146 12354 SH SHARED 12354 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 10802 910811 SH SHARED 01 910811 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 7061 595399 SH SHARED 04 593027 2372 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 1124 94849 SH SHARED 06 94849 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 27997 2360665 SH SHARED 10 2360665 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 128 10793 SH SHARED 15 10793 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 9458 797480 SH SHARED 17 797480 D TURKISH INVT FD INC COM 90014510 15 860 SH SHARED 860 D TUT SYSTEMS COM 90110310 22 9262 SH SHARED 9262 D TWEETER HOME ENTMT GROUP INC COM 90116710 738 103943 SH SHARED 103943 D 21ST CENTY INS GROUP COM 90130N10 1340 93114 SH SHR/OTHR 93114 D 21ST CENTY INS GROUP COM 90130N10 140 9751 SH SHARED 9751 D 21ST CENTY INS GROUP COM 90130N10 5 394 SH SHARED 02 394 D 21ST CENTY INS GROUP COM 90130N10 120 8400 SH SHARED 17 8400 D 24/7 REAL MEDIA INC COM NEW 90131420 69 7943 SH SHARED 02 7943 D II VI INC COM 90210410 99 5417 SH SHARED 5417 D II VI INC COM 90210410 18 1000 SH SHARED 01 1000 D II VI INC COM 90210410 1 84 SH SHARED 02 84 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 26768 20591000 PRN SHARED 20591000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 260 200000 PRN SHARED 06 200000 D TYCO INTL LTD NEW COM 90212410 109985 3999469 SH SHARED 3891608 107861 D TYCO INTL LTD NEW COM 90212410 378 13775 SH SHR/OTHR 13775 D TYCO INTL LTD NEW COM 90212410 11189 406883 SH SHARED 01 33625 373258 D TYCO INTL LTD NEW COM 90212410 13375 486376 SH SHARED 02 486376 D TYCO INTL LTD NEW COM 90212410 580 21098 SH SHARED 04 21098 D TYCO INTL LTD NEW COM 90212410 28276 1028238 SH SHARED 06 1028238 D TYCO INTL LTD NEW COM 90212410 139651 5078244 SH SHARED 10 1403394 3672650 2200 D TYCO INTL LTD NEW COM 90212410 1661 60408 SH SHARED 14 60408 D TYCO INTL LTD NEW COM 90212410 3124 113618 SH SHARED 15 113618 D TYCO INTL LTD NEW COM 90212410 194105 7058389 SH SHARED 17 7053189 5200 D TYCO INTL LTD NEW COM 90212410 306 11150 SH SHARED 19 11150 D TYCO INTL LTD NEW COM 90212410 779 28345 SH SHARED 20 4820 23525 D TYCO INTL LTD NEW COM 90212410 73 2670 SH SHARED 21 2670 D TYCO INTL LTD NEW COM 90212410 306 11150 SH SHARED 23 9650 1500 D TYCO INTL LTD NEW COM 90212410 188 6850 SH SHR/OTHR 23 6850 D TYLER TECHNOLOGIES INC COM 90225210 160 14310 SH SHARED 14310 D TYLER TECHNOLOGIES INC COM 90225210 44 4000 SH SHARED 21 4000 D TYSON FOODS INC CL A 90249410 3343 225002 SH SHARED 173200 51802 D TYSON FOODS INC CL A 90249410 29 1996 SH SHR/OTHR 1996 D TYSON FOODS INC CL A 90249410 475 32000 SH SHARED 01 32000 D TYSON FOODS INC CL A 90249410 1494 100592 SH SHARED 02 100592 D TYSON FOODS INC CL A 90249410 6911 465092 SH SHARED 06 465092 D TYSON FOODS INC CL A 90249410 151 10200 SH SHARED 10 7600 2600 D TYSON FOODS INC CL A 90249410 16 1139 SH SHARED 14 1139 D TYSON FOODS INC CL A 90249410 1689 113700 SH SHARED 17 107700 6000 D UAL CORP COM NEW 90254980 31646 1020212 SH SHARED 1020212 D UAL CORP COM NEW 90254980 1606 51800 SH SHARED 02 51800 D UAL CORP COM NEW 90254980 87 2811 SH SHARED 10 1 2810 D UCBH HOLDINGS INC COM 90262T30 411 24878 SH SHARED 24878 D UCBH HOLDINGS INC COM 90262T30 13 800 SH SHARED 01 800 D UCBH HOLDINGS INC COM 90262T30 2 155 SH SHARED 02 155 D UCBH HOLDINGS INC COM 90262T30 143 8700 SH SHARED 10 8700 D UCBH HOLDINGS INC COM 90262T30 259 15700 SH SHARED 17 15700 D UCBH HOLDINGS INC COM 90262T30 67 4100 SH SHARED 21 4100 D UGI CORP NEW COM 90268110 908 36900 SH SHARED 36900 D UGI CORP NEW COM 90268110 51 2100 SH SHARED 01 2100 D UGI CORP NEW COM 90268110 157 6400 SH SHARED 02 6400 D UGI CORP NEW COM 90268110 24 1000 SH SHARED 06 1000 D UGI CORP NEW COM 90268110 521 21200 SH SHARED 17 21200 D UIL HLDG CORP COM 90274810 210 3745 SH SHARED 3745 D UIL HLDG CORP COM 90274810 25 449 SH SHARED 02 449 D UIL HLDG CORP COM 90274810 264 4700 SH SHARED 10 4700 D UIL HLDG CORP COM 90274810 73 1300 SH SHARED 17 1300 D UMB FINL CORP COM 90278810 295 8853 SH SHARED 8853 D UMB FINL CORP COM 90278810 6 200 SH SHARED 01 200 D UMB FINL CORP COM 90278810 8 240 SH SHARED 02 240 D UMB FINL CORP COM 90278810 1666 49970 SH SHARED 10 49970 D UMB FINL CORP COM 90278810 160 4800 SH SHARED 17 4800 D U S B HLDG INC COM 90291010 63 2844 SH SHARED 2844 D U S B HLDG INC COM 90291010 5 234 SH SHARED 02 234 D U S B HLDG INC COM 90291010 20 892 SH SHARED 23 892 D UST INC COM 90291110 85254 1886585 SH SHARED 1879940 6645 D UST INC COM 90291110 1735 38399 SH SHARED 01 38399 D UST INC COM 90291110 2130 47141 SH SHARED 02 47141 D UST INC COM 90291110 496 10992 SH SHARED 06 10992 D UST INC COM 90291110 3226 71400 SH SHARED 10 27300 44100 D UST INC COM 90291110 1581 35000 SH SHARED 15 35000 D UST INC COM 90291110 3163 70000 SH SHARED 16 70000 D UST INC COM 90291110 308305 6822426 SH SHARED 17 6820826 1600 D UST INC COM 90291110 17 395 SH SHR/OTHR 21 395 D UST INC COM 90291110 519 11500 SH SHR/OTHR 23 11500 D USA TRUCK INC COM 90292510 19 1111 SH SHARED 1111 D USA TRUCK INC COM 90292510 94 5300 SH SHARED 01 5300 D USA TRUCK INC COM 90292510 1787 100300 SH SHARED 10 100300 D US BANCORP DEL DBCV 8/2 902973AK 10066 10107000 PRN SHARED 02 10107000 D US BANCORP DEL DBCV 8/2 902973AK 4397 4415000 PRN SHARED 06 4415000 D US BANCORP DEL COM NEW 90297330 186950 6054085 SH SHARED 5509697 544388 D US BANCORP DEL COM NEW 90297330 3219 104245 SH SHR/OTHR 104245 D US BANCORP DEL COM NEW 90297330 11104 359607 SH SHARED 01 359607 D US BANCORP DEL COM NEW 90297330 24272 786028 SH SHARED 02 786028 D US BANCORP DEL COM NEW 90297330 67936 2200000 SH SHARED 04 2200000 D US BANCORP DEL COM NEW 90297330 7155 231707 SH SHARED 06 231707 D US BANCORP DEL COM NEW 90297330 141606 4585693 SH SHARED 10 3352218 1233475 D US BANCORP DEL COM NEW 90297330 250 8100 SH SHR/OTHR 10 8100 D US BANCORP DEL COM NEW 90297330 1235 40006 SH SHARED 14 40006 D US BANCORP DEL COM NEW 90297330 3983 129000 SH SHARED 15 129000 D US BANCORP DEL COM NEW 90297330 4632 150000 SH SHARED 16 150000 D US BANCORP DEL COM NEW 90297330 108267 3506075 SH SHARED 17 3320465 185610 D US BANCORP DEL COM NEW 90297330 2735 88598 SH SHARED 20 17848 70750 D US BANCORP DEL COM NEW 90297330 495 16050 SH SHR/OTHR 20 16050 D US BANCORP DEL COM NEW 90297330 104 3380 SH SHARED 21 3380 D US BANCORP DEL COM NEW 90297330 30 1000 SH SHR/OTHR 21 1000 D US BANCORP DEL COM NEW 90297330 1456 47155 SH SHARED 22 35500 11655 D US BANCORP DEL COM NEW 90297330 181 5890 SH SHR/OTHR 22 5890 D US BANCORP DEL COM NEW 90297330 5964 193150 SH SHARED 23 172885 20265 D US BANCORP DEL COM NEW 90297330 5215 168908 SH SHR/OTHR 23 168908 D URS CORP NEW COM 90323610 572 13621 SH SHARED 13621 D URS CORP NEW COM 90323610 508 12100 SH SHARED 01 12100 D URS CORP NEW COM 90323610 130 3100 SH SHARED 02 3100 D URS CORP NEW COM 90323610 12 300 SH SHARED 06 300 D URS CORP NEW COM 90323610 197 4700 SH SHARED 10 4700 D URS CORP NEW COM 90323610 7841 186700 SH SHARED 17 186700 D USANA HEALTH SCIENCES INC COM 90328M10 103 2741 SH SHARED 2741 D USANA HEALTH SCIENCES INC COM 90328M10 16 434 SH SHARED 02 434 D USF&G CORP NOTE 3/0 903290AD 1765 2006000 PRN SHARED 2006000 D U S G CORP COM NEW 90329340 14148 194000 SH SHARED 194000 D U S G CORP COM NEW 90329340 1392 19100 SH SHARED 01 19100 D U S G CORP COM NEW 90329340 178 2441 SH SHARED 02 2441 D U S G CORP COM NEW 90329340 408 5600 SH SHARED 17 5100 500 D USEC INC COM 90333E10 7468 630286 SH SHARED 580486 49800 D USEC INC COM 90333E10 211 17889 SH SHARED 02 17889 D USEC INC COM 90333E10 164 13900 SH SHARED 10 13900 D USEC INC COM 90333E10 318 26900 SH SHARED 17 24100 2800 D USI HLDGS CORP COM 90333H10 164 12261 SH SHARED 12261 D USI HLDGS CORP COM 90333H10 1 93 SH SHARED 02 93 D USI HLDGS CORP COM 90333H10 61 4600 SH SHARED 10 4600 D U S PHYSICAL THERAPY INC COM 90337L10 31 2171 SH SHARED 2171 D U S PHYSICAL THERAPY INC COM 90337L10 32 2236 SH SHARED 02 2236 D U S XPRESS ENTERPRISES INC CL A 90338N10 210 7776 SH SHARED 7776 D U S XPRESS ENTERPRISES INC CL A 90338N10 83 3089 SH SHARED 02 3089 D USA MOBILITY INC COM 90341G10 8643 520706 SH SHARED 520706 D USA MOBILITY INC COM 90341G10 19 1200 SH SHARED 01 1200 D USA MOBILITY INC COM 90341G10 820 49400 SH SHARED 10 49400 D USA MOBILITY INC COM 90341G10 16 1000 SH SHARED 17 1000 D U S AIRWAYS GROUP INC COM 90341W10 4001 79179 SH SHARED 79179 D U S AIRWAYS GROUP INC COM 90341W10 256 5073 SH SHARED 01 5073 D U S AIRWAYS GROUP INC COM 90341W10 894 17700 SH SHARED 02 17700 D U S AIRWAYS GROUP INC COM 90341W10 728 14410 SH SHARED 17 14410 D U S SHIPPING PARTNERS L P COM UNIT 90341710 137 6500 SH SHARED 6500 D UAP HLDG CORP COM 90344110 188 8634 SH SHARED 8634 D UAP HLDG CORP COM 90344110 67 3100 SH SHARED 01 3100 D UAP HLDG CORP COM 90344110 268 12300 SH SHARED 10 12300 D UAP HLDG CORP COM 90344110 309 14200 SH SHARED 17 14200 D UBIQUITEL INC COM 90347430 50985 4930942 SH SHARED 4930942 D UBIQUITEL INC COM 90347430 124 12000 SH SHARED 01 12000 D UBIQUITEL INC COM 90347430 20 2000 SH SHARED 17 2000 D ULTICOM INC COM 90384410 27 2654 SH SHARED 2654 D ULTICOM INC COM 90384410 1 120 SH SHARED 02 120 D ULTIMATE SOFTWARE GROUP INC COM 90385D10 122 6383 SH SHARED 6383 D ULTIMATE SOFTWARE GROUP INC COM 90385D10 6 350 SH SHARED 02 350 D ULTRALIFE BATTERIES INC COM 90389910 112 11138 SH SHARED 11138 D ULTRALIFE BATTERIES INC COM 90389910 14 1414 SH SHARED 02 1414 D ULTRA PETROLEUM CORP COM 90391410 1402 23660 SH SHARED 21850 1810 D ULTRA PETROLEUM CORP COM 90391410 28 488 SH SHR/OTHR 488 D ULTRA PETROLEUM CORP COM 90391410 5950 100400 SH SHARED 02 100400 D ULTRA PETROLEUM CORP COM 90391410 318 5370 SH SHARED 06 5370 D ULTRA PETROLEUM CORP COM 90391410 30286 510990 SH SHARED 10 510390 600 D ULTRA PETROLEUM CORP COM 90391410 39998 674850 SH SHARED 17 673150 1700 D ULTRATECH INC COM 90403410 94 6031 SH SHARED 6031 D ULTRATECH INC COM 90403410 35 2268 SH SHR/OTHR 2268 D ULTRATECH INC COM 90403410 176 11225 SH SHARED 02 11225 D UMPQUA HLDGS CORP COM 90421410 374 14608 SH SHARED 14608 D UMPQUA HLDGS CORP COM 90421410 17 700 SH SHARED 02 700 D UMPQUA HLDGS CORP COM 90421410 712 27776 SH SHARED 10 27776 D UMPQUA HLDGS CORP COM 90421410 2 100 SH SHARED 17 100 D UNDER ARMOUR INC CL A 90431110 1787 41940 SH SHARED 41665 275 D UNDER ARMOUR INC CL A 90431110 7945 186420 SH SHARED 10 186420 D UNDER ARMOUR INC CL A 90431110 11467 269060 SH SHARED 17 269060 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 120013 1807708 SH SHARED 1807708 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 5623 84700 SH SHARED 01 84700 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 69812 1051550 SH SHARED 04 1051550 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 14771 222500 SH SHARED 06 222500 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 65578 987780 SH SHARED 10 606460 381320 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 5882 88600 SH SHARED 14 88600 D UNICA CORP COM 90458310 8 878 SH SHARED 878 D UNICA CORP COM 90458310 685 69279 SH SHARED 02 69279 D UNIFI INC COM 90467710 1 500 SH SHARED 500 D UNIFIRST CORP MASS COM 90470810 160 4641 SH SHARED 4641 D UNIFIRST CORP MASS COM 90470810 2 72 SH SHARED 02 72 D UNIFIRST CORP MASS COM 90470810 655 19000 SH SHARED 10 19000 D UNILEVER PLC SPON ADR NEW 90476770 3540 157081 SH SHARED 156820 261 D UNILEVER PLC SPON ADR NEW 90476770 72 3213 SH SHR/OTHR 3213 D UNILEVER N V N Y SHS NEW 90478470 556 24660 SH SHARED 1500 23160 D UNILEVER N V N Y SHS NEW 90478470 230 10200 SH SHR/OTHR 10200 D UNILEVER N V N Y SHS NEW 90478470 787 34926 SH SHARED 01 34926 D UNILEVER N V N Y SHS NEW 90478470 230 10200 SH SHARED 02 10200 D UNILEVER N V N Y SHS NEW 90478470 1122 49800 SH SHARED 10 49800 D UNILEVER N V N Y SHS NEW 90478470 33 1500 SH SHARED 23 1500 D UNILEVER N V N Y SHS NEW 90478470 1058 46923 SH SHR/OTHR 23 46923 D UNION BANKSHARES CORP COM 90539910 92 2149 SH SHARED 2149 D UNION BANKSHARES CORP COM 90539910 5 123 SH SHARED 02 123 D UNION BANKSHARES CORP COM 90539910 142 3300 SH SHARED 10 3300 D UNION BANKSHARES INC COM 90540010 10 500 SH SHR/OTHR 500 D UNION DRILLING INC COM 90653P10 28 1921 SH SHARED 1921 D UNION DRILLING INC COM 90653P10 1845 124200 SH SHARED 17 124200 D UNION PAC CORP COM 90781810 75261 809612 SH SHARED 719993 89619 D UNION PAC CORP COM 90781810 3112 33478 SH SHR/OTHR 33478 D UNION PAC CORP COM 90781810 5735 61699 SH SHARED 01 61699 D UNION PAC CORP COM 90781810 7822 84152 SH SHARED 02 84152 D UNION PAC CORP COM 90781810 2059 22150 SH SHARED 06 22150 D UNION PAC CORP COM 90781810 17671 190100 SH SHARED 10 1100 189000 D UNION PAC CORP COM 90781810 20179 217074 SH SHARED 17 119374 97700 D UNION PAC CORP COM 90781810 103 1115 SH SHARED 20 1115 D UNION PAC CORP COM 90781810 37 400 SH SHARED 21 400 D UNION PAC CORP COM 90781810 539 5800 SH SHR/OTHR 21 5800 D UNION PAC CORP COM 90781810 792 8520 SH SHARED 22 6825 1695 D UNION PAC CORP COM 90781810 139 1500 SH SHR/OTHR 22 1500 D UNION PAC CORP COM 90781810 2479 26678 SH SHARED 23 26678 D UNION PAC CORP COM 90781810 3845 41372 SH SHR/OTHR 23 41372 D UNIONBANCAL CORP COM 90890610 8404 130125 SH SHARED 130125 D UNIONBANCAL CORP COM 90890610 12 200 SH SHARED 01 200 D UNIONBANCAL CORP COM 90890610 719 11133 SH SHARED 02 11133 D UNIONBANCAL CORP COM 90890610 139 2162 SH SHARED 06 2162 D UNIONBANCAL CORP COM 90890610 6 100 SH SHARED 10 100 D UNIONBANCAL CORP COM 90890610 238 3696 SH SHARED 14 3696 D UNIONBANCAL CORP COM 90890610 529 8200 SH SHARED 17 8200 D UNIONBANCAL CORP COM 90890610 14 225 SH SHARED 20 225 D UNISOURCE ENERGY CORP COM 90920510 103622 3326573 SH SHARED 3320067 6506 D UNISOURCE ENERGY CORP COM 90920510 124 4000 SH SHARED 01 4000 D UNISOURCE ENERGY CORP COM 90920510 3 100 SH SHARED 02 100 D UNISOURCE ENERGY CORP COM 90920510 146 4700 SH SHARED 10 4700 D UNISOURCE ENERGY CORP COM 90920510 152 4900 SH SHARED 17 4900 D UNISYS CORP COM 90921410 3033 483043 SH SHARED 481843 1200 D UNISYS CORP COM 90921410 254 40600 SH SHARED 01 40600 D UNISYS CORP COM 90921410 754 120215 SH SHARED 02 120215 D UNISYS CORP COM 90921410 179 28600 SH SHARED 06 28600 D UNISYS CORP COM 90921410 805 128200 SH SHARED 10 128200 D UNISYS CORP COM 90921410 2028 323064 SH SHARED 17 130264 192800 D UNIT CORP COM 90921810 3151 55400 SH SHARED 26900 28500 D UNIT CORP COM 90921810 352 6200 SH SHARED 01 6200 D UNIT CORP COM 90921810 276 4865 SH SHARED 02 4865 D UNIT CORP COM 90921810 23 409 SH SHARED 06 409 D UNIT CORP COM 90921810 5142 90400 SH SHARED 10 90400 D UNIT CORP COM 90921810 887 15600 SH SHARED 17 15600 D UNITED AUTO GROUP INC COM 90944010 2898 135768 SH SHARED 135768 D UNITED AUTO GROUP INC COM 90944010 670 31400 SH SHARED 01 31400 D UNITED AUTO GROUP INC COM 90944010 373 17484 SH SHARED 02 17484 D UNITED AUTO GROUP INC COM 90944010 55 2600 SH SHARED 10 2600 D UNITED AUTO GROUP INC COM 90944010 89 4200 SH SHARED 17 3400 800 D UNITED AUTO GROUP INC COM 90944010 59 2800 SH SHARED 21 2800 D UNITED CMNTY FINL CORP OHIO COM 90983910 76 6405 SH SHARED 6405 D UNITED CMNTY FINL CORP OHIO COM 90983910 3 322 SH SHARED 02 322 D UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P10 263 8646 SH SHARED 8646 D UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P10 36 1200 SH SHARED 01 1200 D UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P10 38 1252 SH SHARED 02 1252 D UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P10 246 8100 SH SHARED 10 8100 D UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P10 554 18200 SH SHARED 17 18200 D UNITED BANKSHARES INC WEST V COM 90990710 395 10798 SH SHARED 10798 D UNITED BANKSHARES INC WEST V COM 90990710 14 400 SH SHARED 01 400 D UNITED BANKSHARES INC WEST V COM 90990710 19 520 SH SHARED 02 520 D UNITED BANKSHARES INC WEST V COM 90990710 2139 58400 SH SHARED 10 58400 D UNITED BANKSHARES INC WEST V COM 90990710 542 14800 SH SHARED 17 3400 11400 D UNITED CAPITAL CORP COM 90991210 24 929 SH SHARED 929 D UNITED CAPITAL CORP COM 90991210 8 326 SH SHARED 02 326 D UNITED DOMINION REALTY TR IN COM 91019710 1347 48100 SH SHARED 48100 D UNITED DOMINION REALTY TR IN COM 91019710 1190 42500 SH SHARED 01 42500 D UNITED DOMINION REALTY TR IN COM 91019710 973 34765 SH SHARED 02 34765 D UNITED DOMINION REALTY TR IN COM 91019710 375 13400 SH SHARED 10 13400 D UNITED DOMINION REALTY TR IN COM 91019710 5130 183150 SH SHARED 11 183150 D UNITED DOMINION REALTY TR IN COM 91019710 526 18800 SH SHARED 17 18800 D UNITED FINANCIAL BANCORP INC COM 91030R10 22 1671 SH SHARED 1671 D UNITED FINANCIAL BANCORP INC COM 91030R10 6 486 SH SHARED 02 486 D UNITED FIRE & CAS CO COM 91033110 156 5209 SH SHARED 5209 D UNITED FIRE & CAS CO COM 91033110 60 2000 SH SHARED 21 2000 D UNITED INDL CORP NOTE 3.750% 9/1 910671AB 21183 16358000 PRN SHARED 16358000 D UNITED INDL CORP COM 91067110 108 2401 SH SHARED 2401 D UNITED INDL CORP COM 91067110 10 238 SH SHARED 02 238 D UNITED INDL CORP COM 91067110 303 6700 SH SHARED 17 6700 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 9707 3121258 SH SHARED 3121258 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 1959 630101 SH SHARED 01 630101 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 0 2 SH SHARED 02 2 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 3816 1227315 SH SHARED 10 1227315 D UNITED NAT FOODS INC COM 91116310 865 26209 SH SHARED 26209 D UNITED NAT FOODS INC COM 91116310 158 4788 SH SHARED 02 4788 D UNITED NAT FOODS INC COM 91116310 165 5000 SH SHARED 10 5000 D UNITED NAT FOODS INC COM 91116310 79 2400 SH SHARED 17 2400 D UNITED ONLINE INC COM 91126810 204 17051 SH SHARED 15980 1071 D UNITED ONLINE INC COM 91126810 56 4700 SH SHARED 01 4700 D UNITED ONLINE INC COM 91126810 1112 92700 SH SHARED 10 92700 D UNITED ONLINE INC COM 91126810 356 29700 SH SHARED 17 29700 D UNITED ONLINE INC COM 91126810 12 1071 SH SHARED 20 1071 D UNITED PANAM FINANCIAL CP COM 91130110 21 707 SH SHARED 707 D UNITED PARCEL SERVICE INC CL B 91131210 77799 944971 SH SHARED 913435 31536 D UNITED PARCEL SERVICE INC CL B 91131210 758 9208 SH SHR/OTHR 9208 D UNITED PARCEL SERVICE INC CL B 91131210 15543 188800 SH SHARED 01 188800 D UNITED PARCEL SERVICE INC CL B 91131210 34831 423077 SH SHARED 02 423077 D UNITED PARCEL SERVICE INC CL B 91131210 2120 25750 SH SHARED 04 25750 D UNITED PARCEL SERVICE INC CL B 91131210 6696 81332 SH SHARED 06 81332 D UNITED PARCEL SERVICE INC CL B 91131210 1416 17200 SH SHARED 10 17200 D UNITED PARCEL SERVICE INC CL B 91131210 1804 21918 SH SHARED 14 21918 D UNITED PARCEL SERVICE INC CL B 91131210 42249 513171 SH SHARED 17 507771 5400 D UNITED PARCEL SERVICE INC CL B 91131210 439 5340 SH SHARED 20 1930 3410 D UNITED PARCEL SERVICE INC CL B 91131210 387 4710 SH SHR/OTHR 20 4710 D UNITED PARCEL SERVICE INC CL B 91131210 395 4800 SH SHARED 21 4800 D UNITED PARCEL SERVICE INC CL B 91131210 671 8160 SH SHR/OTHR 21 8160 D UNITED PARCEL SERVICE INC CL B 91131210 24 300 SH SHARED 22 300 D UNITED PARCEL SERVICE INC CL B 91131210 1287 15644 SH SHARED 23 15644 D UNITED PARCEL SERVICE INC CL B 91131210 1783 21660 SH SHR/OTHR 23 21660 D UNITED RENTALS INC COM 91136310 1044 32668 SH SHARED 32668 D UNITED RENTALS INC COM 91136310 1116 34900 SH SHARED 01 34900 D UNITED RENTALS INC COM 91136310 524 16400 SH SHARED 02 16400 D UNITED RENTALS INC COM 91136310 236 7400 SH SHARED 10 7400 D UNITED RENTALS INC COM 91136310 697 21800 SH SHARED 17 21800 D UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH 5410 3600000 PRN SHARED 3600000 D UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH 2194 1460000 PRN SHARED 02 1460000 D UNITED SEC BANCSHARES INC SHS 91145910 42 1420 SH SHARED 1420 D UNITED SEC BANCSHARES INC SHS 91145910 17 595 SH SHARED 02 595 D UNITED SEC BANCSHARES INC SHS 91145910 53 1800 SH SHARED 10 1800 D UNITED SECURITY BANCSHARES C COM 91146010 2 100 SH SHARED 02 100 D UNITED STATES CELLULAR CORP COM 91168410 254 4200 SH SHARED 400 3800 D UNITED STATES CELLULAR CORP COM 91168410 157 2600 SH SHARED 01 2600 D UNITED STATES CELLULAR CORP COM 91168410 227 3757 SH SHARED 02 3757 D UNITED STATES CELLULAR CORP COM 91168410 1072 17700 SH SHARED 10 17700 D UNITED STATES CELLULAR CORP COM 91168410 76 1260 SH SHARED 21 1260 D U STORE IT TR COM 91274F10 5379 285211 SH SHARED 285211 D U STORE IT TR COM 91274F10 116 6200 SH SHARED 01 6200 D U STORE IT TR COM 91274F10 716 38000 SH SHARED 04 38000 D U STORE IT TR COM 91274F10 318 16900 SH SHARED 17 16900 D UNITED STATES STL CORP NEW COM 91290910 64452 919168 SH SHARED 917620 1548 D UNITED STATES STL CORP NEW COM 91290910 26 382 SH SHR/OTHR 382 D UNITED STATES STL CORP NEW COM 91290910 1563 22300 SH SHARED 01 22300 D UNITED STATES STL CORP NEW COM 91290910 2821 40232 SH SHARED 02 40232 D UNITED STATES STL CORP NEW COM 91290910 8275 118020 SH SHARED 06 118020 D UNITED STATES STL CORP NEW COM 91290910 13371 190700 SH SHARED 10 144900 45800 D UNITED STATES STL CORP NEW COM 91290910 329 4700 SH SHARED 14 4700 D UNITED STATES STL CORP NEW COM 91290910 10802 154051 SH SHARED 17 89251 64800 D UNITED STATES STL CORP NEW COM 91290910 4 65 SH SHR/OTHR 21 65 D UNITED STATES STL CORP NEW COM 91290910 17 250 SH SHR/OTHR 23 250 D UNITED STATIONERS INC COM 91300410 1371 27805 SH SHARED 27805 D UNITED STATIONERS INC COM 91300410 98 2000 SH SHARED 01 2000 D UNITED STATIONERS INC COM 91300410 25 526 SH SHARED 02 526 D UNITED STATIONERS INC COM 91300410 1188 24100 SH SHARED 10 24100 D UNITED STATIONERS INC COM 91300410 325 6600 SH SHARED 17 6600 D UNITED SURGICAL PARTNERS INT COM 91301630 368 12259 SH SHARED 12259 D UNITED SURGICAL PARTNERS INT COM 91301630 135 4500 SH SHARED 01 4500 D UNITED SURGICAL PARTNERS INT COM 91301630 13 461 SH SHARED 02 461 D UNITED SURGICAL PARTNERS INT COM 91301630 147 4900 SH SHARED 10 4900 D UNITED TECHNOLOGIES CORP COM 91301710 9818 154820 SH SHARED 154820 D UNITED TECHNOLOGIES CORP COM 91301710 259749 4095702 SH SHARED 3556431 539271 D UNITED TECHNOLOGIES CORP COM 91301710 8894 140243 SH SHR/OTHR 140243 D UNITED TECHNOLOGIES CORP COM 91301710 13996 220699 SH SHARED 01 220699 D UNITED TECHNOLOGIES CORP COM 91301710 25 400 SH SHR/OTHR 01 400 D UNITED TECHNOLOGIES CORP COM 91301710 21845 344456 SH SHARED 02 344456 D UNITED TECHNOLOGIES CORP COM 91301710 80010 1261600 SH SHARED 04 1261600 D UNITED TECHNOLOGIES CORP COM 91301710 54591 860791 SH SHARED 06 860791 D UNITED TECHNOLOGIES CORP COM 91301710 301339 4751490 SH SHARED 10 1768655 2340310 642525 D UNITED TECHNOLOGIES CORP COM 91301710 209 3300 SH SHR/OTHR 10 3300 D UNITED TECHNOLOGIES CORP COM 91301710 3062 48283 SH SHARED 14 48283 D UNITED TECHNOLOGIES CORP COM 91301710 5845 92170 SH SHARED 15 92170 D UNITED TECHNOLOGIES CORP COM 91301710 7356 116000 SH SHARED 16 116000 D UNITED TECHNOLOGIES CORP COM 91301710 28017 441774 SH SHARED 17 430344 11430 D UNITED TECHNOLOGIES CORP COM 91301710 9303 146697 SH SHARED 19 146697 D UNITED TECHNOLOGIES CORP COM 91301710 3366 53079 SH SHARED 20 10215 42864 D UNITED TECHNOLOGIES CORP COM 91301710 1832 28890 SH SHR/OTHR 20 28890 D UNITED TECHNOLOGIES CORP COM 91301710 1033 16300 SH SHARED 21 16300 D UNITED TECHNOLOGIES CORP COM 91301710 694 10950 SH SHR/OTHR 21 10950 D UNITED TECHNOLOGIES CORP COM 91301710 3094 48790 SH SHARED 22 35775 13015 D UNITED TECHNOLOGIES CORP COM 91301710 1411 22260 SH SHR/OTHR 22 22260 D UNITED TECHNOLOGIES CORP COM 91301710 8915 140574 SH SHARED 23 125464 15110 D UNITED TECHNOLOGIES CORP COM 91301710 12291 193818 SH SHR/OTHR 23 193818 D UNITED THERAPEUTICS CORP DEL COM 91307C10 915 15850 SH SHARED 15850 D UNITED THERAPEUTICS CORP DEL COM 91307C10 592 10249 SH SHARED 10249 D UNITED THERAPEUTICS CORP DEL COM 91307C10 12463 215750 SH SHARED 04 215750 D UNITED UTILS PLC SPONSORED ADR 91311Q10 5853 246895 SH SHARED 246895 D UNITEDHEALTH GROUP INC COM 91324P10 79877 1783766 SH SHARED 1598319 185447 D UNITEDHEALTH GROUP INC COM 91324P10 2008 44863 SH SHR/OTHR 44863 D UNITEDHEALTH GROUP INC COM 91324P10 13950 311526 SH SHARED 01 311526 D UNITEDHEALTH GROUP INC COM 91324P10 16857 376456 SH SHARED 02 376456 D UNITEDHEALTH GROUP INC COM 91324P10 6678 149146 SH SHARED 06 149146 D UNITEDHEALTH GROUP INC COM 91324P10 222628 4971604 SH SHARED 10 1426474 3088870 456260 D UNITEDHEALTH GROUP INC COM 91324P10 2267 50640 SH SHARED 14 50640 D UNITEDHEALTH GROUP INC COM 91324P10 1274 28460 SH SHARED 15 28460 D UNITEDHEALTH GROUP INC COM 91324P10 234199 5229995 SH SHARED 17 5151947 78048 D UNITEDHEALTH GROUP INC COM 91324P10 291 6500 SH SHARED 19 6500 D UNITEDHEALTH GROUP INC COM 91324P10 1139 25456 SH SHARED 20 6685 18771 D UNITEDHEALTH GROUP INC COM 91324P10 53 1200 SH SHR/OTHR 20 1200 D UNITEDHEALTH GROUP INC COM 91324P10 35 800 SH SHARED 22 800 D UNITEDHEALTH GROUP INC COM 91324P10 192 4300 SH SHR/OTHR 22 4300 D UNITEDHEALTH GROUP INC COM 91324P10 31 700 SH SHARED 23 300 400 D UNITEDHEALTH GROUP INC COM 91324P10 326 7280 SH SHR/OTHR 23 7280 D UNITRIN INC COM 91327510 590 13539 SH SHARED 3358 10181 D UNITRIN INC COM 91327510 640 14700 SH SHARED 01 14700 D UNITRIN INC COM 91327510 479 11000 SH SHARED 02 11000 D UNITRIN INC COM 91327510 130 3000 SH SHARED 17 700 2300 D UNIVERSAL AMERN FINL CORP COM 91337710 455 34641 SH SHARED 34641 D UNIVERSAL COMPRESSION HLDGS COM 91343110 3499 55570 SH SHARED 55570 D UNIVERSAL COMPRESSION HLDGS COM 91343110 12 200 SH SHARED 01 200 D UNIVERSAL COMPRESSION HLDGS COM 91343110 428 6800 SH SHARED 10 6800 D UNIVERSAL COMPRESSION HLDGS COM 91343110 31 500 SH SHARED 17 500 D UNIVERSAL COMPRESSION HLDGS COM 91343110 144 2300 SH SHARED 21 2300 D UNIVERSAL CORP VA COM 91345610 9505 255374 SH SHARED 244465 10909 D UNIVERSAL CORP VA COM 91345610 271 7300 SH SHARED 01 7300 D UNIVERSAL CORP VA COM 91345610 2449 65799 SH SHARED 02 65799 D UNIVERSAL CORP VA COM 91345610 90140 2421820 SH SHARED 17 2421820 D UNIVERSAL DISPLAY CORP COM 91347P10 97 7295 SH SHARED 7295 D UNIVERSAL DISPLAY CORP COM 91347P10 22 1700 SH SHARED 01 1700 D UNIVERSAL DISPLAY CORP COM 91347P10 4 333 SH SHARED 02 333 D UNIVERSAL ELECTRS INC COM 91348310 49 2807 SH SHARED 2807 D UNIVERSAL FST PRODS INC COM 91354310 238 3802 SH SHARED 3802 D UNIVERSAL FST PRODS INC COM 91354310 639 10200 SH SHARED 10 10200 D UNIVERSAL FST PRODS INC COM 91354310 1028 16400 SH SHARED 17 16400 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 80 2561 SH SHARED 2561 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 2 72 SH SHARED 02 72 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 65 2100 SH SHARED 10 2100 D UNIVERSAL TRUCKLOAD SVCS INC COM 91388P10 42 1255 SH SHARED 1255 D UNIVERSAL HLTH SVCS INC CL B 91390310 3864 76900 SH SHARED 76900 D UNIVERSAL HLTH SVCS INC CL B 91390310 834 16600 SH SHARED 01 16600 D UNIVERSAL HLTH SVCS INC CL B 91390310 618 12300 SH SHARED 02 12300 D UNIVERSAL HLTH SVCS INC CL B 91390310 361 7200 SH SHARED 17 6600 600 D UNIVERSAL TECHNICAL INST INC COM 91391510 117 5348 SH SHARED 5348 D UNIVERSAL TECHNICAL INST INC COM 91391510 1006 45700 SH SHARED 17 700 45000 D UNIVERSAL TECHNICAL INST INC COM 91391510 70 3200 SH SHARED 21 3200 D UNIVISION COMMUNICATIONS INC CL A 91490610 37651 1123921 SH SHARED 1123224 697 D UNIVISION COMMUNICATIONS INC CL A 91490610 73 2200 SH SHR/OTHR 2200 D UNIVISION COMMUNICATIONS INC CL A 91490610 1586 47370 SH SHARED 01 47370 D UNIVISION COMMUNICATIONS INC CL A 91490610 6280 187466 SH SHARED 02 187466 D UNIVISION COMMUNICATIONS INC CL A 91490610 1758 52500 SH SHARED 06 52500 D UNIVISION COMMUNICATIONS INC CL A 91490610 670 20000 SH SHARED 10 17200 2800 D UNIVISION COMMUNICATIONS INC CL A 91490610 44 1317 SH SHARED 14 1317 D UNIVISION COMMUNICATIONS INC CL A 91490610 3286 98090 SH SHARED 17 96290 1800 D UNIVEST CORP PA COM 91527110 64 2338 SH SHARED 2338 D UNUMPROVIDENT CORP COM 91529Y10 290 16000 SH SHARED 16000 D UNUMPROVIDENT CORP COM 91529Y10 6028 332530 SH SHARED 332264 266 D UNUMPROVIDENT CORP COM 91529Y10 1082 59700 SH SHARED 01 59700 D UNUMPROVIDENT CORP COM 91529Y10 1799 99240 SH SHARED 02 99240 D UNUMPROVIDENT CORP COM 91529Y10 525 29012 SH SHARED 06 29012 D UNUMPROVIDENT CORP COM 91529Y10 159 8800 SH SHARED 10 8500 300 D UNUMPROVIDENT CORP COM 91529Y10 169 9337 SH SHARED 14 9337 D UNUMPROVIDENT CORP COM 91529Y10 2521 139059 SH SHARED 17 138359 700 D UNUMPROVIDENT CORP COM 91529Y10 186 10290 SH SHARED 21 10290 D UPM KYMMENE CORP SPONSORED ADR 91543610 94 4400 SH SHARED 4400 D URBAN OUTFITTERS INC COM 91704710 7517 429822 SH SHARED 425542 4280 D URBAN OUTFITTERS INC COM 91704710 24 1428 SH SHR/OTHR 1428 D URBAN OUTFITTERS INC COM 91704710 543 31100 SH SHARED 01 31100 D URBAN OUTFITTERS INC COM 91704710 459 26300 SH SHARED 02 26300 D URBAN OUTFITTERS INC COM 91704710 1542 88200 SH SHARED 10 88200 D URBAN OUTFITTERS INC COM 91704710 32610 1864500 SH SHARED 17 1863500 1000 D URSTADT BIDDLE PPTYS INS CL A 91728620 84 5175 SH SHARED 5175 D URSTADT BIDDLE PPTYS INS CL A 91728620 3 188 SH SHARED 02 188 D URSTADT BIDDLE PPTYS INS CL A 91728620 37 2300 SH SHARED 10 2300 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 35244 300000 SH SHARED 300000 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 2964 25233 SH SHARED 02 25233 D UTSTARCOM INC NOTE 0.875% 3/0 918076AB 8478 9940000 PRN SHARED 9940000 D UTSTARCOM INC NOTE 0.875% 3/0 918076AB 243 285000 PRN SHARED 02 285000 D UTSTARCOM INC COM 91807610 482 61967 SH SHARED 61967 D UTSTARCOM INC COM 91807610 287 36900 SH SHARED 01 36900 D UTSTARCOM INC COM 91807610 143 18400 SH SHARED 02 18400 D VCA ANTECH INC COM 91819410 328 10300 SH SHARED 10300 D VCA ANTECH INC COM 91819410 801 25100 SH SHARED 01 25100 D VCA ANTECH INC COM 91819410 722 22640 SH SHARED 02 22640 D VCA ANTECH INC COM 91819410 277 8700 SH SHARED 17 8700 D V F CORP COM 91820410 1782 26243 SH SHARED 26243 D V F CORP COM 91820410 22206 326950 SH SHARED 300118 26832 D V F CORP COM 91820410 1344 19799 SH SHARED 01 19799 D V F CORP COM 91820410 4911 72320 SH SHARED 02 72320 D V F CORP COM 91820410 538 7930 SH SHARED 06 7930 D V F CORP COM 91820410 3538 52100 SH SHARED 10 50100 2000 D V F CORP COM 91820410 141 2090 SH SHARED 14 2090 D V F CORP COM 91820410 2501 36827 SH SHARED 17 36027 800 D V F CORP COM 91820410 9670 142383 SH SHARED 19 142383 D V F CORP COM 91820410 85 1265 SH SHARED 20 400 865 D V F CORP COM 91820410 5 80 SH SHR/OTHR 20 80 D V F CORP COM 91820410 13 200 SH SHARED 21 200 D V F CORP COM 91820410 15 230 SH SHR/OTHR 21 230 D V F CORP COM 91820410 10 150 SH SHARED 22 150 D V F CORP COM 91820410 237 3495 SH SHARED 23 3320 175 D V F CORP COM 91820410 30 445 SH SHR/OTHR 23 445 D VYYO INC COM NEW 91845820 152 24177 SH SHARED 24177 D VAIL RESORTS INC COM 91879Q10 15541 418911 SH SHARED 418911 D VAIL RESORTS INC COM 91879Q10 155 4200 SH SHARED 01 4200 D VAIL RESORTS INC COM 91879Q10 67 1808 SH SHARED 02 1808 D VAIL RESORTS INC COM 91879Q10 1673 45100 SH SHARED 10 45100 D VAIL RESORTS INC COM 91879Q10 1810 48800 SH SHARED 17 15700 33100 D VALASSIS COMMUNICATIONS INC COM 91886610 2094 88784 SH SHARED 88784 D VALASSIS COMMUNICATIONS INC COM 91886610 122 5200 SH SHARED 01 5200 D VALASSIS COMMUNICATIONS INC COM 91886610 403 17125 SH SHARED 02 17125 D VALASSIS COMMUNICATIONS INC COM 91886610 96 4100 SH SHARED 10 4100 D VALASSIS COMMUNICATIONS INC COM 91886610 474 20100 SH SHARED 17 20100 D VALHI INC NEW COM 91890510 49 2000 SH SHARED 2000 D VALHI INC NEW COM 91890510 25 1023 SH SHARED 02 1023 D VALENCE TECHNOLOGY INC COM 91891410 21 12398 SH SHARED 12398 D VALENCE TECHNOLOGY INC COM 91891410 7 4563 SH SHARED 02 4563 D VALEANT PHARMACEUTICALS INTL NOTE 3.000% 8/1 91911XAB 2425 2785000 PRN SHARED 02 2785000 D VALEANT PHARMACEUTICALS INTL COM 91911X10 2304 136200 SH SHARED 136200 D VALEANT PHARMACEUTICALS INTL COM 91911X10 566 33500 SH SHARED 01 33500 D VALEANT PHARMACEUTICALS INTL COM 91911X10 653 38624 SH SHARED 02 38624 D VALEANT PHARMACEUTICALS INTL COM 91911X10 1790 105800 SH SHARED 10 105800 D VALEANT PHARMACEUTICALS INTL COM 91911X10 1113 65800 SH SHARED 17 17600 48200 D VALERO L P COM UT LTD PRT 91913W10 1816 36800 SH SHARED 36800 D VALERO ENERGY CORP NEW COM 91913Y10 1846 27759 SH SHARED 27759 D VALERO ENERGY CORP NEW COM 91913Y10 76173 1145120 SH SHARED 1084864 60256 D VALERO ENERGY CORP NEW COM 91913Y10 13 200 SH SHR/OTHR 200 D VALERO ENERGY CORP NEW COM 91913Y10 8048 121000 SH SHARED 01 121000 D VALERO ENERGY CORP NEW COM 91913Y10 30564 459476 SH SHARED 02 459476 D VALERO ENERGY CORP NEW COM 91913Y10 5820 87500 SH SHARED 04 87500 D VALERO ENERGY CORP NEW COM 91913Y10 25860 388770 SH SHARED 06 388770 D VALERO ENERGY CORP NEW COM 91913Y10 165924 2494352 SH SHARED 10 576812 1559580 357960 D VALERO ENERGY CORP NEW COM 91913Y10 859 12914 SH SHARED 14 12914 D VALERO ENERGY CORP NEW COM 91913Y10 37976 570900 SH SHARED 17 517200 53700 D VALERO ENERGY CORP NEW COM 91913Y10 10425 156732 SH SHARED 19 156732 D VALERO ENERGY CORP NEW COM 91913Y10 926 13935 SH SHARED 20 3410 10525 D VALERO ENERGY CORP NEW COM 91913Y10 9 150 SH SHR/OTHR 20 150 D VALERO ENERGY CORP NEW COM 91913Y10 26 400 SH SHARED 21 400 D VALERO ENERGY CORP NEW COM 91913Y10 388 5840 SH SHR/OTHR 21 5840 D VALERO ENERGY CORP NEW COM 91913Y10 339 5100 SH SHARED 22 4800 300 D VALERO ENERGY CORP NEW COM 91913Y10 124 1875 SH SHR/OTHR 22 1875 D VALERO ENERGY CORP NEW COM 91913Y10 1726 25960 SH SHARED 23 25335 625 D VALERO ENERGY CORP NEW COM 91913Y10 497 7480 SH SHR/OTHR 23 7480 D VALLEY NATL BANCORP COM 91979410 73 2852 SH SHARED 2852 D VALLEY NATL BANCORP COM 91979410 20 780 SH SHARED 01 780 D VALLEY NATL BANCORP COM 91979410 196 7636 SH SHARED 02 7636 D VALLEY NATL BANCORP COM 91979410 1204 46830 SH SHARED 10 46830 D VALMONT INDS INC COM 92025310 206 4450 SH SHARED 4450 D VALMONT INDS INC COM 92025310 19 429 SH SHARED 02 429 D VALMONT INDS INC COM 92025310 139 3000 SH SHARED 10 3000 D VALMONT INDS INC COM 92025310 9660 207800 SH SHARED 17 207800 D VALOR COMMUNICATIONS GROUP I COM 92025510 4846 423295 SH SHARED 423295 D VALOR COMMUNICATIONS GROUP I COM 92025510 609 53200 SH SHARED 17 47500 5700 D VALSPAR CORP COM 92035510 142 5400 SH SHARED 5400 D VALSPAR CORP COM 92035510 742 28100 SH SHARED 01 28100 D VALSPAR CORP COM 92035510 945 35782 SH SHARED 02 35782 D VALSPAR CORP COM 92035510 385 14600 SH SHARED 17 14600 D VALUE LINE INC COM 92043710 185 4338 SH SHARED 4338 D VALUE LINE INC COM 92043710 12 300 SH SHARED 01 300 D VALUE LINE INC COM 92043710 0 4 SH SHARED 02 4 D VALUECLICK INC COM 92046N10 1852 120701 SH SHARED 120372 329 D VALUECLICK INC COM 92046N10 58 3800 SH SHARED 01 3800 D VALUECLICK INC COM 92046N10 56 3700 SH SHARED 02 3700 D VALUECLICK INC COM 92046N10 699 45600 SH SHARED 10 45600 D VALUECLICK INC COM 92046N10 936 61000 SH SHARED 17 61000 D VALUEVISION MEDIA INC CL A 92047K10 121 10988 SH SHARED 10988 D VAN KAMPEN TR INVT FLA MUNS COM 92093210 972 68027 SH SHARED 68027 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 70 5035 SH SHARED 5035 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 28 2000 SH SHR/OTHR 20 2000 D VAN KAMPEN SENIOR INCOME TR COM 92096110 6 767 SH SHARED 767 D VAN DER MOOLEN HLDG N.V. SPONSORED ADR 92102010 168 23300 SH SHARED 23300 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 4 295 SH SHARED 20 295 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 177 11708 SH SHR/OTHR 20 11708 D VAN KAMPEN SELECT SECTOR MUN COM 92112M10 30 2500 SH SHR/OTHR 20 2500 D VAN KAMPEN PA VALUE MUN INCO COM 92112T10 99 7549 SH SHARED 7549 D VANGUARD INTL EQUITY INDEX F EMR MKT VIPERS 92204285 173 2700 SH SHARED 23 2700 D VANGUARD INTL EQUITY INDEX F PACIFIC VIPERS 92204286 156 2500 SH SHARED 23 2500 D VARIAN MED SYS INC COM 92220P10 679 14361 SH SHARED 11500 2861 D VARIAN MED SYS INC COM 92220P10 1789 37800 SH SHARED 01 37800 D VARIAN MED SYS INC COM 92220P10 1754 37047 SH SHARED 02 37047 D VARIAN MED SYS INC COM 92220P10 211 4458 SH SHARED 06 4458 D VARIAN MED SYS INC COM 92220P10 142 3000 SH SHARED 10 3000 D VARIAN MED SYS INC COM 92220P10 83 1771 SH SHARED 14 1771 D VARIAN MED SYS INC COM 92220P10 1612 34050 SH SHARED 17 26350 7700 D VARIAN MED SYS INC COM 92220P10 94 2000 SH SHR/OTHR 23 2000 D VARIAN INC COM 92220610 474 11439 SH SHARED 11439 D VARIAN INC COM 92220610 410 9900 SH SHARED 01 9900 D VARIAN INC COM 92220610 368 8866 SH SHARED 02 8866 D VARIAN INC COM 92220610 178 4300 SH SHARED 10 4300 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 854 26204 SH SHARED 26204 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 273 8400 SH SHARED 01 8400 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 43 1345 SH SHARED 02 1345 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 141 4350 SH SHARED 10 4350 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 1574 48280 SH SHARED 17 48280 D VASCO DATA SEC INTL INC COM 92230Y10 48 5857 SH SHARED 5857 D VASCO DATA SEC INTL INC COM 92230Y10 0 112 SH SHARED 02 112 D VECTREN CORP COM 92240G10 100 3700 SH SHARED 3700 D VECTREN CORP COM 92240G10 569 20900 SH SHARED 01 20900 D VECTREN CORP COM 92240G10 491 18048 SH SHARED 02 18048 D VECTREN CORP COM 92240G10 35 1300 SH SHARED 17 500 800 D VECTREN CORP COM 92240G10 272 10000 SH SHARED 21 7000 3000 D VECTOR GROUP LTD COM 92240M10 795 48974 SH SHARED 48974 D VECTOR GROUP LTD COM 92240M10 1 66 SH SHARED 02 66 D VECTOR GROUP LTD COM 92240M10 116 7140 SH SHARED 10 7140 D VECTOR GROUP LTD COM 92240M10 3060 188316 SH SHARED 17 184911 3405 D VEECO INSTRS INC DEL NOTE 4.125%12/2 922417AB 330 340000 PRN SHARED 02 340000 D VEECO INSTRS INC DEL COM 92241710 180 7552 SH SHARED 7452 100 D VEECO INSTRS INC DEL COM 92241710 121 5100 SH SHARED 01 5100 D VEECO INSTRS INC DEL COM 92241710 116 4900 SH SHARED 02 4900 D VEECO INSTRS INC DEL COM 92241710 498 20900 SH SHARED 10 20900 D VEECO INSTRS INC DEL COM 92241710 710 29800 SH SHARED 17 29800 D VENTAS INC COM 92276F10 4106 121200 SH SHARED 121200 D VENTAS INC COM 92276F10 1134 33500 SH SHARED 01 33500 D VENTAS INC COM 92276F10 267 7900 SH SHARED 02 7900 D VENTAS INC COM 92276F10 1151 34000 SH SHARED 04 34000 D VENTAS INC COM 92276F10 182033 5372890 SH SHARED 11 5372890 D VENTAS INC COM 92276F10 2439 72000 SH SHARED 17 72000 D VENTANA MED SYS INC COM 92276H10 455 9646 SH SHARED 9646 D VENTANA MED SYS INC COM 92276H10 127 2700 SH SHARED 01 2700 D VENTANA MED SYS INC COM 92276H10 39 832 SH SHARED 02 832 D VENTANA MED SYS INC COM 92276H10 136 2900 SH SHARED 10 2900 D VENTANA MED SYS INC COM 92276H10 1037 22000 SH SHARED 17 22000 D VANGUARD INDEX FDS STK MRK VIPERS 92290876 3072 24325 SH SHR/OTHR 23 24325 D VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N10 67 1300 SH SHARED 1300 D VERASUN ENERGY CORP COM 92336G10 6 250 SH SHARED 250 D VERASUN ENERGY CORP COM 92336G10 170 6500 SH SHARED 6500 D VERASUN ENERGY CORP COM 92336G10 286 10900 SH SHARED 04 10900 D VERASUN ENERGY CORP COM 92336G10 5 200 SH SHARED 06 200 D VERASUN ENERGY CORP COM 92336G10 1031 39300 SH SHARED 10 39300 D VERIFONE HLDGS INC COM 92342Y10 414 13588 SH SHARED 13313 275 D VERIFONE HLDGS INC COM 92342Y10 70 2300 SH SHARED 02 2300 D VERIFONE HLDGS INC COM 92342Y10 859 28200 SH SHARED 10 28200 D VERIFONE HLDGS INC COM 92342Y10 18138 595100 SH SHARED 17 595100 D VERISIGN INC COM 92343E10 21624 933307 SH SHARED 929608 3699 D VERISIGN INC COM 92343E10 1105 47700 SH SHARED 01 47700 D VERISIGN INC COM 92343E10 6436 277773 SH SHARED 02 277773 D VERISIGN INC COM 92343E10 602 26017 SH SHARED 06 26017 D VERISIGN INC COM 92343E10 37 1600 SH SHARED 10 1600 D VERISIGN INC COM 92343E10 2534 109400 SH SHARED 17 103200 6200 D VERISIGN INC COM 92343E10 2 125 SH SHR/OTHR 21 125 D VERITAS DGC INC COM 92343P10 567 11006 SH SHARED 11006 D VERITAS DGC INC COM 92343P10 159 3100 SH SHARED 01 3100 D VERITAS DGC INC COM 92343P10 55 1079 SH SHARED 02 1079 D VERITAS DGC INC COM 92343P10 15 300 SH SHARED 10 300 D VERITAS DGC INC COM 92343P10 1650 32000 SH SHARED 14 32000 D VERITAS DGC INC COM 92343P10 4373 84800 SH SHARED 17 9200 75600 D VERIZON COMMUNICATIONS COM 92343V10 948471 28321023 SH SHARED 28056908 264115 D VERIZON COMMUNICATIONS COM 92343V10 1544 46133 SH SHR/OTHR 46133 D VERIZON COMMUNICATIONS COM 92343V10 21372 638188 SH SHARED 01 638188 D VERIZON COMMUNICATIONS COM 92343V10 16 500 SH SHR/OTHR 01 500 D VERIZON COMMUNICATIONS COM 92343V10 34518 1030714 SH SHARED 02 1030714 D VERIZON COMMUNICATIONS COM 92343V10 4379 130768 SH SHARED 04 129550 1218 D VERIZON COMMUNICATIONS COM 92343V10 10082 301057 SH SHARED 06 301057 D VERIZON COMMUNICATIONS COM 92343V10 205402 6133246 SH SHARED 10 4174801 1958445 D VERIZON COMMUNICATIONS COM 92343V10 331 9900 SH SHR/OTHR 10 9900 D VERIZON COMMUNICATIONS COM 92343V10 2780 83029 SH SHARED 14 83029 D VERIZON COMMUNICATIONS COM 92343V10 6363 190000 SH SHARED 15 190000 D VERIZON COMMUNICATIONS COM 92343V10 6698 200000 SH SHARED 16 200000 D VERIZON COMMUNICATIONS COM 92343V10 62382 1862732 SH SHARED 17 1322842 539890 D VERIZON COMMUNICATIONS COM 92343V10 832 24856 SH SHARED 20 1670 23186 D VERIZON COMMUNICATIONS COM 92343V10 10 300 SH SHR/OTHR 20 300 D VERIZON COMMUNICATIONS COM 92343V10 20 611 SH SHR/OTHR 21 611 D VERIZON COMMUNICATIONS COM 92343V10 573 17116 SH SHARED 22 10201 6915 D VERIZON COMMUNICATIONS COM 92343V10 96 2882 SH SHR/OTHR 22 2882 D VERIZON COMMUNICATIONS COM 92343V10 1734 51792 SH SHARED 23 42982 8810 D VERIZON COMMUNICATIONS COM 92343V10 4269 127474 SH SHR/OTHR 23 127474 D VERINT SYS INC COM 92343X10 83 2869 SH SHARED 2869 D VERINT SYS INC COM 92343X10 151 5200 SH SHARED 01 5200 D VERINT SYS INC COM 92343X10 116 3986 SH SHARED 02 3986 D VERINT SYS INC COM 92343X10 99 3400 SH SHARED 10 3400 D VERITAS SOFTWARE CO NOTE 0.250% 8/0 923436AD 12804 12908000 PRN SHARED 12908000 D VERSANT CORP COM NEW 92528430 19 2857 SH SHARED 2857 D VERSO TECHNOLOGIES INC COM NEW 92531720 14 14189 SH SHARED 14189 D VERTEX PHARMACEUTICALS INC NOTE 5.000% 9/1 92532FAD 301 313000 PRN SHARED 313000 D VERTEX PHARMACEUTICALS INC NOTE 5.750% 2/1 92532FAF 902 366000 PRN SHARED 366000 D VERTEX PHARMACEUTICALS INC NOTE 5.750% 2/1 92532FAK 1784 724000 PRN SHARED 724000 D VERTEX PHARMACEUTICALS INC COM 92532F10 1193 32500 SH SHARED 32500 D VERTEX PHARMACEUTICALS INC COM 92532F10 4710 128328 SH SHARED 127928 400 D VERTEX PHARMACEUTICALS INC COM 92532F10 1383 37700 SH SHARED 01 37700 D VERTEX PHARMACEUTICALS INC COM 92532F10 981 26734 SH SHARED 02 26734 D VERTEX PHARMACEUTICALS INC COM 92532F10 6607 180000 SH SHARED 04 180000 D VERTEX PHARMACEUTICALS INC COM 92532F10 3950 107600 SH SHARED 10 99800 7800 D VERTEX PHARMACEUTICALS INC COM 92532F10 396 10800 SH SHARED 17 9000 1800 D VERTRUE INC COM 92534N10 65 1522 SH SHARED 1522 D VERTRUE INC COM 92534N10 6 155 SH SHARED 02 155 D VERTRUE INC COM 92534N10 137 3200 SH SHARED 17 3200 D VIAD CORP COM NEW 92552R40 415 13280 SH SHARED 13280 D VIAD CORP COM NEW 92552R40 23 749 SH SHARED 01 749 D VIAD CORP COM NEW 92552R40 10 333 SH SHARED 02 333 D VIAD CORP COM NEW 92552R40 159 5100 SH SHARED 10 5100 D VIASAT INC COM 92552V10 127 4964 SH SHARED 4964 D VIASAT INC COM 92552V10 35 1400 SH SHARED 01 1400 D VIASAT INC COM 92552V10 80 3144 SH SHARED 02 3144 D VIACOM INC NEW CL A 92553P10 12 347 SH SHARED 01 347 D VIACOM INC NEW CL A 92553P10 32 900 SH SHARED 23 900 D VIACOM INC NEW CL A 92553P10 3 100 SH SHR/OTHR 23 100 D VIACOM INC NEW CL B 92553P20 71693 2000388 SH SHARED 1991458 8930 D VIACOM INC NEW CL B 92553P20 176 4913 SH SHR/OTHR 4913 D VIACOM INC NEW CL B 92553P20 5165 144132 SH SHARED 01 144132 D VIACOM INC NEW CL B 92553P20 8029 224041 SH SHARED 02 224041 D VIACOM INC NEW CL B 92553P20 672 18750 SH SHARED 04 18750 D VIACOM INC NEW CL B 92553P20 3497 97577 SH SHARED 06 97577 D VIACOM INC NEW CL B 92553P20 535 14950 SH SHARED 10 5250 9700 D VIACOM INC NEW CL B 92553P20 2592 72343 SH SHARED 14 72343 D VIACOM INC NEW CL B 92553P20 1896 52925 SH SHARED 15 52925 D VIACOM INC NEW CL B 92553P20 11477 320241 SH SHARED 17 312991 7250 D VIACOM INC NEW CL B 92553P20 204 5700 SH SHARED 19 5700 D VIACOM INC NEW CL B 92553P20 5 150 SH SHR/OTHR 20 150 D VIACOM INC NEW CL B 92553P20 48 1350 SH SHARED 21 1350 D VIACOM INC NEW CL B 92553P20 288 8062 SH SHARED 22 7812 250 D VIACOM INC NEW CL B 92553P20 6 175 SH SHR/OTHR 22 175 D VIACOM INC NEW CL B 92553P20 146 4075 SH SHARED 23 1400 2675 D VIACOM INC NEW CL B 92553P20 771 21535 SH SHR/OTHR 23 21535 D VIASYS HEALTHCARE INC COM NEW 92553Q20 1414 55248 SH SHARED 54898 350 D VIASYS HEALTHCARE INC COM NEW 92553Q20 22 875 SH SHR/OTHR 875 D VIASYS HEALTHCARE INC COM NEW 92553Q20 11 458 SH SHARED 02 458 D VIASYS HEALTHCARE INC COM NEW 92553Q20 7309 285530 SH SHARED 10 285530 D VIASYS HEALTHCARE INC COM NEW 92553Q20 7454 291200 SH SHARED 17 291200 D VIACELL INC COM 92554J10 1729 380000 SH SHARED 380000 D VIACELL INC COM 92554J10 2556 561807 SH SHARED 561807 D VIACELL INC COM 92554J10 5 1173 SH SHARED 02 1173 D VIACELL INC COM 92554J10 9172 2016000 SH SHARED 04 2016000 D VIACELL INC COM 92554J10 70 15600 SH SHARED 14 15600 D VICAL INC COM 92560210 33 6000 SH SHARED 17 6000 D VICEROY EXPL LTD COM 92562110 3008 400000 SH SHARED 10 400000 D VICOR CORP COM 92581510 72 4367 SH SHARED 4367 D VICOR CORP COM 92581510 91 5500 SH SHARED 01 5500 D VICOR CORP COM 92581510 0 45 SH SHARED 02 45 D VICOR CORP COM 92581510 1461 88200 SH SHARED 10 88200 D VICOR CORP COM 92581510 657 39700 SH SHARED 17 39700 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 2206 125750 SH SHARED 25000 100750 D VIGNETTE CORP COM NEW 92673440 472 32436 SH SHARED 32436 D VIGNETTE CORP COM NEW 92673440 2 149 SH SHARED 02 149 D VIGNETTE CORP COM NEW 92673440 30 2100 SH SHARED 21 2100 D VIISAGE TECHNOLOGY INC COM NEW 92675K20 659 43470 SH SHARED 43470 D VIISAGE TECHNOLOGY INC COM NEW 92675K20 1 84 SH SHARED 02 84 D VINEYARD NATL BANCORP COM 92742610 63 2355 SH SHARED 2355 D VIRAGE LOGIC CORP COM 92763R10 25 2713 SH SHARED 2713 D VIRGINIA COMM BANCORP INC COM 92778Q10 7351 307584 SH SHARED 307584 D VIRGINIA COMM BANCORP INC COM 92778Q10 2577 107850 SH SHARED 17 107850 D VIRGINIA FINL GROUP INC COM 92781010 54 1285 SH SHARED 1285 D VIRGINIA FINL GROUP INC COM 92781010 25 600 SH SHARED 01 600 D VIRGINIA FINL GROUP INC COM 92781010 1 31 SH SHARED 02 31 D VIRGINIA FINL GROUP INC COM 92781010 168 4000 SH SHARED 10 4000 D VIROPHARMA INC COM 92824110 5000 580046 SH SHARED 580046 D VIROPHARMA INC COM 92824110 10 1250 SH SHR/OTHR 1250 D VIROPHARMA INC COM 92824110 102 11900 SH SHARED 01 11900 D VIROPHARMA INC COM 92824110 1587 184200 SH SHARED 10 184200 D VIROPHARMA INC COM 92824110 316 36700 SH SHARED 17 36700 D VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF 39924 38500000 PRN SHARED 38500000 D VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF 3288 3171000 PRN SHARED 02 3171000 D VISHAY INTERTECHNOLOGY INC CB 92829810 7 47775 PRN SHARED 47600 175 D VISHAY INTERTECHNOLOGY INC CB 92829810 8 54087 PRN SHARED 01 54087 D VISHAY INTERTECHNOLOGY INC CB 92829810 11 72157 PRN SHARED 02 72157 D VISHAY INTERTECHNOLOGY INC CB 92829810 0 400 PRN SHARED 06 400 D VISHAY INTERTECHNOLOGY INC CB 92829810 7 48200 PRN SHARED 17 48200 D VISTEON CORP COM 92839U10 5574 773218 SH SHARED 773218 D VISTEON CORP COM 92839U10 26 3710 SH SHR/OTHR 3710 D VISTEON CORP COM 92839U10 61 8500 SH SHARED 01 8500 D VISTEON CORP COM 92839U10 1456 202011 SH SHARED 02 202011 D VISTEON CORP COM 92839U10 134 18700 SH SHARED 10 18700 D VISTEON CORP COM 92839U10 275 38200 SH SHARED 17 38200 D VISTEON CORP COM 92839U10 2 300 SH SHR/OTHR 23 300 D VISTACARE INC CL A 92839Y10 25 2101 SH SHARED 2101 D VISTACARE INC CL A 92839Y10 1 123 SH SHARED 02 123 D VITAL IMAGES INC COM 92846N10 65 2671 SH SHARED 2671 D VITAL IMAGES INC COM 92846N10 88 3600 SH SHARED 01 3600 D VITAL IMAGES INC COM 92846N10 229 9300 SH SHARED 10 9300 D VITAL IMAGES INC COM 92846N10 696 28200 SH SHARED 17 28200 D VITAL SIGNS INC COM 92846910 37 749 SH SHARED 749 D VITRIA TECHNOLOGY COM NEW 92849Q40 23 8150 SH SHARED 8150 D VITESSE SEMICONDUCTOR CORP SDCV 1.500%10/0 928497AD 645 750000 PRN SHARED 750000 D VITESSE SEMICONDUCTOR CORP COM 92849710 85 59614 SH SHARED 59614 D VITESSE SEMICONDUCTOR CORP COM 92849710 7 5400 SH SHARED 02 5400 D VIVENDI SPON ADR NEW 92851S20 2443 70000 SH SHARED 70000 D VIVENDI SPON ADR NEW 92851S20 124 3554 SH SHARED 01 3554 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 11712 4761186 SH SHARED 4761186 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 17 7000 SH SHARED 04 7000 D VNUS MED TECHNOLOGIES INC COM 92856610 8 1000 SH SHARED 1000 D VNUS MED TECHNOLOGIES INC COM 92856610 5 709 SH SHARED 02 709 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 15 750 SH SHARED 750 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 84165 3951413 SH SHARED 3858662 92751 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 1320 61995 SH SHR/OTHR 61995 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 1191 55945 SH SHARED 01 55945 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 49 2345 SH SHARED 06 2345 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 13 620 SH SHARED 17 620 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 97 4600 SH SHARED 20 1500 3100 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 10 500 SH SHR/OTHR 20 500 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 11 550 SH SHARED 21 550 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 21 1000 SH SHARED 22 1000 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 42 2000 SH SHR/OTHR 22 2000 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 425 19988 SH SHARED 23 19988 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 666 31272 SH SHR/OTHR 23 31272 D VOCUS INC COM 92858J10 11 813 SH SHARED 813 D VOCUS INC COM 92858J10 10 723 SH SHARED 02 723 D VOLCOM INC COM 92864N10 33 1047 SH SHARED 1047 D VOLCOM INC COM 92864N10 5569 174100 SH SHARED 17 174100 D VOLT INFORMATION SCIENCES IN COM 92870310 101 2173 SH SHARED 2173 D VOLT INFORMATION SCIENCES IN COM 92870310 88 1900 SH SHARED 01 1900 D VOLT INFORMATION SCIENCES IN COM 92870310 36 783 SH SHARED 02 783 D VOLT INFORMATION SCIENCES IN COM 92870310 2693 57800 SH SHARED 10 57800 D VOLT INFORMATION SCIENCES IN COM 92870310 843 18100 SH SHARED 17 18100 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 55 3649 SH SHARED 3649 D VONAGE HLDGS CORP COM 92886T20 1355 157850 SH SHARED 02 157850 D VORNADO RLTY TR SH BEN INT 92904210 14096 144510 SH SHARED 133000 11510 D VORNADO RLTY TR SH BEN INT 92904210 97 1000 SH SHR/OTHR 1000 D VORNADO RLTY TR SH BEN INT 92904210 1960 20100 SH SHARED 01 20100 D VORNADO RLTY TR SH BEN INT 92904210 3539 36289 SH SHARED 02 36289 D VORNADO RLTY TR SH BEN INT 92904210 975 10000 SH SHARED 04 10000 D VORNADO RLTY TR SH BEN INT 92904210 2711 27800 SH SHARED 10 27800 D VORNADO RLTY TR SH BEN INT 92904210 534532 5479575 SH SHARED 11 5479575 D VORNADO RLTY TR SH BEN INT 92904210 5989 61400 SH SHARED 17 49700 11700 D VORNADO RLTY TR SH BEN INT 92904210 157 1615 SH SHARED 20 470 1145 D VORNADO RLTY TR SH BEN INT 92904210 11 120 SH SHR/OTHR 20 120 D VORNADO RLTY TR SH BEN INT 92904210 39 400 SH SHARED 21 400 D VORNADO RLTY TR SH BEN INT 92904210 24 250 SH SHARED 22 250 D VORNADO RLTY TR SH BEN INT 92904210 39 400 SH SHR/OTHR 22 400 D VORNADO RLTY TR SH BEN INT 92904210 595 6106 SH SHARED 23 5835 271 D VORNADO RLTY TR SH BEN INT 92904210 78 800 SH SHR/OTHR 23 800 D VORNADO RLTY TR PFD CONV SER A 92904220 8008 60438 SH SHARED 60438 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 87643 77767000 PRN SHARED 77767000 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 112 100000 PRN SHR/OTHR 100000 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 1746 1550000 PRN SHARED 02 1550000 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 3032 194671 SH SHARED 194671 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 8316 533800 SH SHARED 10 533800 D VULCAN MATLS CO COM 92916010 6890 88337 SH SHARED 87983 354 D VULCAN MATLS CO COM 92916010 85 1100 SH SHR/OTHR 1100 D VULCAN MATLS CO COM 92916010 1489 19100 SH SHARED 01 19100 D VULCAN MATLS CO COM 92916010 2444 31337 SH SHARED 02 31337 D VULCAN MATLS CO COM 92916010 694 8900 SH SHARED 06 8900 D VULCAN MATLS CO COM 92916010 2683 34400 SH SHARED 10 34100 300 D VULCAN MATLS CO COM 92916010 6376 81756 SH SHARED 17 80056 1700 D VULCAN MATLS CO COM 92916010 238 3060 SH SHR/OTHR 22 3060 D W & T OFFSHORE INC COM 92922P10 110 2835 SH SHARED 2835 D W & T OFFSHORE INC COM 92922P10 42 1100 SH SHARED 02 1100 D W & T OFFSHORE INC COM 92922P10 945 24300 SH SHARED 17 24300 D WCI CMNTYS INC NOTE 4.000% 8/1 92923CAK 8466 8587000 PRN SHARED 02 8587000 D WCI CMNTYS INC COM 92923C10 910 45211 SH SHARED 45211 D WCI CMNTYS INC COM 92923C10 461 22914 SH SHARED 02 22914 D WCI CMNTYS INC COM 92923C10 936 46500 SH SHARED 10 46500 D WCI CMNTYS INC COM 92923C10 799 39700 SH SHARED 17 26200 13500 D WD-40 CO COM 92923610 130 3878 SH SHARED 3878 D WD-40 CO COM 92923610 3 91 SH SHARED 02 91 D WD-40 CO COM 92923610 20 600 SH SHARED 17 600 D WGL HLDGS INC COM 92924F10 461 15954 SH SHARED 15954 D WGL HLDGS INC COM 92924F10 298 10300 SH SHARED 01 10300 D WGL HLDGS INC COM 92924F10 259 8977 SH SHARED 02 8977 D WGL HLDGS INC COM 92924F10 952 32900 SH SHARED 10 32900 D WGL HLDGS INC COM 92924F10 46 1600 SH SHARED 17 500 1100 D W-H ENERGY SVCS INC COM 92925E10 3202 63003 SH SHARED 63003 D W-H ENERGY SVCS INC COM 92925E10 76 1500 SH SHARED 01 1500 D W-H ENERGY SVCS INC COM 92925E10 192 3789 SH SHARED 02 3789 D W HLDG CO INC COM 92925110 5368 807311 SH SHARED 807311 D W HLDG CO INC COM 92925110 76 11500 SH SHARED 01 11500 D W HLDG CO INC COM 92925110 8 1344 SH SHARED 02 1344 D W HLDG CO INC COM 92925110 967 145500 SH SHARED 10 145500 D W HLDG CO INC COM 92925110 478 71900 SH SHARED 17 71900 D WCA WASTE CORP COM 92926K10 10098 1224100 SH SHARED 17 1224100 D WMS INDS INC NOTE 2.750% 7/1 929297AE 5187 3500000 PRN SHARED 02 3500000 D WMS INDS INC COM 92929710 2740 100040 SH SHARED 100040 D WMS INDS INC COM 92929710 41 1500 SH SHARED 01 1500 D WMS INDS INC COM 92929710 319 11680 SH SHARED 02 10280 1400 D WMS INDS INC COM 92929710 438 16000 SH SHARED 10 16000 D WMS INDS INC COM 92929710 183 6700 SH SHARED 17 6700 D WPP GROUP PLC SPON ADR 0905 92930940 24696 409625 SH SHARED 409375 250 D WPP GROUP PLC SPON ADR 0905 92930940 2400 39819 SH SHARED 17 39819 D WPS RESOURCES CORP COM 92931B10 109 2200 SH SHARED 2200 D WPS RESOURCES CORP COM 92931B10 555 11200 SH SHARED 01 11200 D WPS RESOURCES CORP COM 92931B10 486 9802 SH SHARED 02 9802 D WPS RESOURCES CORP COM 92931B10 8372 168800 SH SHARED 17 168800 D WSFS FINL CORP COM 92932810 51 841 SH SHARED 841 D WSFS FINL CORP COM 92932810 36 600 SH SHARED 01 600 D WSFS FINL CORP COM 92932810 18 298 SH SHARED 02 298 D WSFS FINL CORP COM 92932810 1136 18500 SH SHARED 10 18500 D WSFS FINL CORP COM 92932810 817 13300 SH SHARED 17 13300 D WABASH NATL CORP NOTE 3.250% 8/0 929566AD 10030 10000000 PRN SHARED 10000000 D WABASH NATL CORP COM 92956610 19999 1302043 SH SHARED 1302043 D WABASH NATL CORP COM 92956610 96 6300 SH SHARED 02 6300 D WABTEC CORP COM 92974010 537 14378 SH SHARED 12297 2081 D WABTEC CORP COM 92974010 14 400 SH SHARED 02 400 D WABTEC CORP COM 92974010 32395 866200 SH SHARED 06 866200 D WABTEC CORP COM 92974010 2827 75600 SH SHARED 10 75600 D WABTEC CORP COM 92974010 3111 83200 SH SHARED 17 8600 74600 D WACHOVIA CORP 2ND NEW COM 92990310 67736 1252522 SH SHARED 1155850 96672 D WACHOVIA CORP 2ND NEW COM 92990310 1478 27335 SH SHR/OTHR 27335 D WACHOVIA CORP 2ND NEW COM 92990310 18175 336080 SH SHARED 01 336080 D WACHOVIA CORP 2ND NEW COM 92990310 36982 683852 SH SHARED 02 683852 D WACHOVIA CORP 2ND NEW COM 92990310 4542 84000 SH SHARED 04 84000 D WACHOVIA CORP 2ND NEW COM 92990310 12468 230564 SH SHARED 06 230564 D WACHOVIA CORP 2ND NEW COM 92990310 207031 3828236 SH SHARED 10 2202685 954000 671551 D WACHOVIA CORP 2ND NEW COM 92990310 275 5100 SH SHR/OTHR 10 5100 D WACHOVIA CORP 2ND NEW COM 92990310 2761 51071 SH SHARED 14 51071 D WACHOVIA CORP 2ND NEW COM 92990310 3023 55900 SH SHARED 15 55900 D WACHOVIA CORP 2ND NEW COM 92990310 1622 30000 SH SHARED 16 30000 D WACHOVIA CORP 2ND NEW COM 92990310 173223 3203092 SH SHARED 17 3185975 17117 D WACHOVIA CORP 2ND NEW COM 92990310 478 8845 SH SHARED 20 1140 7705 D WACHOVIA CORP 2ND NEW COM 92990310 625 11560 SH SHARED 22 7100 4460 D WACHOVIA CORP 2ND NEW COM 92990310 87 1610 SH SHR/OTHR 22 1610 D WACHOVIA CORP 2ND NEW COM 92990310 2155 39865 SH SHARED 23 39065 800 D WACHOVIA CORP 2ND NEW COM 92990310 2437 45063 SH SHR/OTHR 23 45063 D WADDELL & REED FINL INC CL A 93005910 4275 207941 SH SHARED 200304 7637 D WADDELL & REED FINL INC CL A 93005910 374 18216 SH SHARED 01 18216 D WADDELL & REED FINL INC CL A 93005910 351 17074 SH SHARED 02 17074 D WADDELL & REED FINL INC CL A 93005910 466 22700 SH SHARED 10 22700 D WADDELL & REED FINL INC CL A 93005910 296 14400 SH SHARED 17 12400 2000 D WAL MART STORES INC COM 93114210 4961 103005 SH SHARED 103005 D WAL MART STORES INC COM 93114210 567140 11773735 SH SHARED 11440461 333274 D WAL MART STORES INC COM 93114210 7023 145806 SH SHR/OTHR 145806 D WAL MART STORES INC COM 93114210 30616 635599 SH SHARED 01 635599 D WAL MART STORES INC COM 93114210 182733 3793519 SH SHARED 02 3793519 D WAL MART STORES INC COM 93114210 910 18900 SH SHARED 04 18900 D WAL MART STORES INC COM 93114210 14428 299526 SH SHARED 06 299526 D WAL MART STORES INC COM 93114210 152990 3176059 SH SHARED 10 1653959 879490 642610 D WAL MART STORES INC COM 93114210 115 2400 SH SHR/OTHR 10 2400 D WAL MART STORES INC COM 93114210 3986 82767 SH SHARED 14 82767 D WAL MART STORES INC COM 93114210 2302 47800 SH SHARED 15 47800 D WAL MART STORES INC COM 93114210 64022 1329089 SH SHARED 17 1215989 113100 D WAL MART STORES INC COM 93114210 12 265 SH SHARED 19 265 D WAL MART STORES INC COM 93114210 1359 28226 SH SHARED 20 6535 21691 D WAL MART STORES INC COM 93114210 418 8690 SH SHR/OTHR 20 8690 D WAL MART STORES INC COM 93114210 345 7175 SH SHARED 21 7175 D WAL MART STORES INC COM 93114210 962 19975 SH SHR/OTHR 21 19975 D WAL MART STORES INC COM 93114210 742 15415 SH SHARED 22 9600 5815 D WAL MART STORES INC COM 93114210 421 8760 SH SHR/OTHR 22 8760 D WAL MART STORES INC COM 93114210 6498 134912 SH SHARED 23 132637 2275 D WAL MART STORES INC COM 93114210 11724 243394 SH SHR/OTHR 23 243394 D WALGREEN CO COM 93142210 43783 976432 SH SHARED 793156 183276 D WALGREEN CO COM 93142210 773 17258 SH SHR/OTHR 17258 D WALGREEN CO COM 93142210 9371 209000 SH SHARED 01 209000 D WALGREEN CO COM 93142210 20016 446393 SH SHARED 02 446393 D WALGREEN CO COM 93142210 4141 92371 SH SHARED 06 92371 D WALGREEN CO COM 93142210 86137 1921005 SH SHARED 10 407185 1228100 285720 D WALGREEN CO COM 93142210 385 8599 SH SHARED 14 8599 D WALGREEN CO COM 93142210 19692 439174 SH SHARED 17 411074 28100 D WALGREEN CO COM 93142210 44 1000 SH SHARED 19 1000 D WALGREEN CO COM 93142210 285 6360 SH SHARED 20 560 5800 D WALGREEN CO COM 93142210 44 1000 SH SHR/OTHR 20 1000 D WALGREEN CO COM 93142210 328 7322 SH SHARED 21 7322 D WALGREEN CO COM 93142210 61 1380 SH SHR/OTHR 21 1380 D WALGREEN CO COM 93142210 87 1950 SH SHR/OTHR 22 1950 D WALGREEN CO COM 93142210 1205 26892 SH SHARED 23 22892 4000 D WALGREEN CO COM 93142210 5293 118058 SH SHR/OTHR 23 118058 D WALTER INDS INC NOTE 3.750% 5/0 93317QAC 2467 750000 PRN SHARED 02 750000 D WALTER INDS INC COM 93317Q10 2175 37744 SH SHARED 37394 350 D WALTER INDS INC COM 93317Q10 1256 21800 SH SHARED 01 21800 D WALTER INDS INC COM 93317Q10 149 2600 SH SHARED 02 2600 D WALTER INDS INC COM 93317Q10 1129 19600 SH SHARED 10 19600 D WALTER INDS INC COM 93317Q10 20379 353500 SH SHARED 17 353500 D WARNACO GROUP INC COM NEW 93439040 711 38091 SH SHARED 38091 D WARNACO GROUP INC COM NEW 93439040 13 725 SH SHR/OTHR 725 D WARNACO GROUP INC COM NEW 93439040 33 1772 SH SHARED 02 1772 D WARNACO GROUP INC COM NEW 93439040 1483 79400 SH SHARED 10 79400 D WARNACO GROUP INC COM NEW 93439040 87 4700 SH SHARED 17 4700 D WARNER MUSIC GROUP CORP COM 93455010 165 5600 SH SHARED 02 5600 D WARNER MUSIC GROUP CORP COM 93455010 1043 35400 SH SHARED 17 35400 D WARREN RES INC COM 93564A10 88 6175 SH SHARED 6175 D WARWICK VALLEY TEL CO COM 93675010 107 5508 SH SHARED 5508 D WASHINGTON FED INC COM 93882410 331 14282 SH SHARED 5122 9160 D WASHINGTON FED INC COM 93882410 404 17429 SH SHARED 01 17429 D WASHINGTON FED INC COM 93882410 525 22641 SH SHARED 02 22641 D WASHINGTON FED INC COM 93882410 193 8324 SH SHARED 14 8324 D WASHINGTON FED INC COM 93882410 795 34300 SH SHARED 17 34300 D WASHINGTON GROUP INTL INC COM NEW 93886220 1377 25830 SH SHARED 25830 D WASHINGTON GROUP INTL INC COM NEW 93886220 19 358 SH SHARED 02 358 D WASHINGTON GROUP INTL INC COM NEW 93886220 240 4500 SH SHARED 10 4500 D WASHINGTON GROUP INTL INC COM NEW 93886220 22380 419573 SH SHARED 17 419573 D WASHINGTON MUT INC COM 93932210 48388 1061618 SH SHARED 968865 92753 D WASHINGTON MUT INC COM 93932210 1038 22779 SH SHR/OTHR 22779 D WASHINGTON MUT INC COM 93932210 9179 201389 SH SHARED 01 201389 D WASHINGTON MUT INC COM 93932210 27 600 SH SHR/OTHR 01 600 D WASHINGTON MUT INC COM 93932210 15510 340291 SH SHARED 02 340291 D WASHINGTON MUT INC COM 93932210 6084 133487 SH SHARED 06 133487 D WASHINGTON MUT INC COM 93932210 113406 2488070 SH SHARED 10 1900615 587455 D WASHINGTON MUT INC COM 93932210 237 5200 SH SHR/OTHR 10 5200 D WASHINGTON MUT INC COM 93932210 4866 106772 SH SHARED 14 106772 D WASHINGTON MUT INC COM 93932210 4088 89700 SH SHARED 15 89700 D WASHINGTON MUT INC COM 93932210 356912 7830465 SH SHARED 17 7817745 12720 D WASHINGTON MUT INC COM 93932210 1766 38760 SH SHARED 20 9440 29320 D WASHINGTON MUT INC COM 93932210 91 2000 SH SHR/OTHR 20 2000 D WASHINGTON MUT INC COM 93932210 41 900 SH SHARED 21 900 D WASHINGTON MUT INC COM 93932210 29 650 SH SHR/OTHR 21 650 D WASHINGTON MUT INC COM 93932210 804 17640 SH SHARED 22 11800 5840 D WASHINGTON MUT INC COM 93932210 214 4700 SH SHR/OTHR 22 4700 D WASHINGTON MUT INC COM 93932210 444 9742 SH SHARED 23 9442 300 D WASHINGTON MUT INC COM 93932210 1499 32900 SH SHR/OTHR 23 32900 D WASHINGTON POST CO CL B 93964010 702 900 SH SHARED 200 700 D WASHINGTON POST CO CL B 93964010 819 1050 SH SHR/OTHR 1050 D WASHINGTON POST CO CL B 93964010 1458 1870 SH SHARED 01 1870 D WASHINGTON POST CO CL B 93964010 1014 1300 SH SHARED 02 1300 D WASHINGTON POST CO CL B 93964010 117 150 SH SHARED 06 150 D WASHINGTON POST CO CL B 93964010 179 230 SH SHARED 10 230 D WASHINGTON POST CO CL B 93964010 390 500 SH SHR/OTHR 23 500 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1146 31238 SH SHARED 31238 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 80 2200 SH SHARED 01 2200 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 33 905 SH SHARED 02 905 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1534 41800 SH SHARED 10 41800 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 23117 629910 SH SHARED 11 629910 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1101 30000 SH SHARED 17 30000 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 2 66 SH SHARED 20 66 D WASHINGTON SVGBK FSB WALDRF COM 93969610 21 2445 SH SHARED 2445 D WASHINGTON TR BANCORP COM 94061010 135 4898 SH SHARED 2368 2530 D WASHINGTON TR BANCORP COM 94061010 6 222 SH SHARED 02 222 D WASHINGTON TR BANCORP COM 94061010 146 5300 SH SHARED 10 5300 D WASTE CONNECTIONS INC COM 94105310 8834 242705 SH SHARED 242705 D WASTE CONNECTIONS INC COM 94105310 418 11485 SH SHARED 02 11485 D WASTE CONNECTIONS INC COM 94105310 152 4200 SH SHARED 10 4200 D WASTE CONNECTIONS INC COM 94105310 192 5300 SH SHARED 17 5300 D WASTE CONNECTIONS INC COM 94105310 101 2800 SH SHARED 21 2800 D WASTE INDUSTRIES USA INC COM 94105710 23 1027 SH SHARED 1027 D WASTE INDUSTRIES USA INC COM 94105710 18 830 SH SHARED 02 830 D WASTE MGMT INC DEL COM 94106L10 26931 750586 SH SHARED 738601 11985 D WASTE MGMT INC DEL COM 94106L10 31 870 SH SHR/OTHR 870 D WASTE MGMT INC DEL COM 94106L10 3717 103600 SH SHARED 01 103600 D WASTE MGMT INC DEL COM 94106L10 6230 173649 SH SHARED 02 173649 D WASTE MGMT INC DEL COM 94106L10 6700 186760 SH SHARED 06 186760 D WASTE MGMT INC DEL COM 94106L10 6458 180000 SH SHARED 10 180000 D WASTE MGMT INC DEL COM 94106L10 1966 54817 SH SHARED 14 54817 D WASTE MGMT INC DEL COM 94106L10 10865 302829 SH SHARED 17 251329 51500 D WASTE SERVICES INC DEL COM 94107510 78 25307 SH SHARED 25307 D WASTE SERVICES INC DEL COM 94107510 21 6866 SH SHARED 02 6866 D WATCHGUARD TECHNOLOGIES INC COM 94110510 24 6097 SH SHARED 6097 D WATERS CORP COM 94184810 4030 90782 SH SHARED 87377 3405 D WATERS CORP COM 94184810 1287 29000 SH SHARED 01 29000 D WATERS CORP COM 94184810 1283 28907 SH SHARED 02 28907 D WATERS CORP COM 94184810 437 9860 SH SHARED 06 9860 D WATERS CORP COM 94184810 9426 212300 SH SHARED 10 211900 400 D WATERS CORP COM 94184810 234 5290 SH SHARED 14 5290 D WATERS CORP COM 94184810 2855 64305 SH SHARED 17 63305 1000 D WATSCO INC COM 94262220 505 8453 SH SHARED 8453 D WATSCO INC COM 94262220 83 1400 SH SHARED 10 1400 D WATSCO INC COM 94262220 305 5100 SH SHARED 17 4800 300 D WATSCO INC COM 94262220 71 1200 SH SHARED 21 1200 D WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC 1069 1219000 PRN SHARED 1219000 D WATSON PHARMACEUTICALS INC COM 94268310 2351 101004 SH SHARED 101004 D WATSON PHARMACEUTICALS INC COM 94268310 465 20000 SH SHARED 01 20000 D WATSON PHARMACEUTICALS INC COM 94268310 898 38604 SH SHARED 02 38604 D WATSON PHARMACEUTICALS INC COM 94268310 131 5650 SH SHARED 06 5650 D WATSON PHARMACEUTICALS INC COM 94268310 402 17300 SH SHARED 10 17300 D WATSON PHARMACEUTICALS INC COM 94268310 1683 72300 SH SHARED 14 72300 D WATSON PHARMACEUTICALS INC COM 94268310 2205 94749 SH SHARED 17 94749 D WATSON PHARMACEUTICALS INC COM 94268310 147 6345 SH SHARED 21 6345 D WATSON WYATT WORLDWIDE INC CL A 94271210 1918 54596 SH SHARED 54596 D WATSON WYATT WORLDWIDE INC CL A 94271210 144 4100 SH SHARED 01 4100 D WATSON WYATT WORLDWIDE INC CL A 94271210 56 1604 SH SHARED 02 1604 D WATSON WYATT WORLDWIDE INC CL A 94271210 2793 79500 SH SHARED 10 79500 D WATSON WYATT WORLDWIDE INC CL A 94271210 1317 37500 SH SHARED 17 11800 25700 D WATTS WATER TECHNOLOGIES INC CL A 94274910 14114 420704 SH SHARED 420704 D WATTS WATER TECHNOLOGIES INC CL A 94274910 32 975 SH SHR/OTHR 975 D WATTS WATER TECHNOLOGIES INC CL A 94274910 11 357 SH SHARED 02 357 D WATTS WATER TECHNOLOGIES INC CL A 94274910 10843 323200 SH SHARED 17 323200 D WAUSAU PAPER CORP COM 94331510 511 41105 SH SHARED 41105 D WAUSAU PAPER CORP COM 94331510 13 1081 SH SHARED 02 1081 D WAUSAU PAPER CORP COM 94331510 8 700 SH SHARED 17 700 D WAUWATOSA HLDGS INC COM 94348P10 43 2571 SH SHARED 2571 D WAUWATOSA HLDGS INC COM 94348P10 1 116 SH SHARED 02 116 D WEBEX COMMUNICATIONS INC COM 94767L10 312 8802 SH SHARED 8802 D WEBEX COMMUNICATIONS INC COM 94767L10 305 8600 SH SHARED 01 8600 D WEBEX COMMUNICATIONS INC COM 94767L10 1361 38300 SH SHARED 10 38300 D WEBEX COMMUNICATIONS INC COM 94767L10 1151 32400 SH SHARED 17 32400 D WEBMETHODS INC COM 94768C10 2305 233553 SH SHARED 233553 D WEBMETHODS INC COM 94768C10 41 4200 SH SHARED 01 4200 D WEBMETHODS INC COM 94768C10 8 831 SH SHARED 02 831 D WEBMETHODS INC COM 94768C10 3 400 SH SHARED 23 400 D WEBSENSE INC COM 94768410 421 20507 SH SHARED 20507 D WEBSENSE INC COM 94768410 406 19800 SH SHARED 01 19800 D WEBSENSE INC COM 94768410 197 9620 SH SHARED 02 9620 D WEBSENSE INC COM 94768410 854 41600 SH SHARED 10 41600 D WEBSENSE INC COM 94768410 916 44600 SH SHARED 17 44600 D WEBSIDESTORY INC COM 94768510 22 1874 SH SHARED 1874 D WEBMD CORP NOTE 1.750% 6/1 94769MAE 1022 1062000 PRN SHARED 02 1062000 D WEBMD HEALTH CORP CL A 94770V10 2124 44920 SH SHARED 44920 D WEBMD HEALTH CORP CL A 94770V10 18 400 SH SHARED 02 400 D WEBMD HEALTH CORP CL A 94770V10 189 4000 SH SHARED 20 4000 D WEBSTER FINL CORP CONN COM 94789010 170 3600 SH SHARED 3600 D WEBSTER FINL CORP CONN COM 94789010 635 13400 SH SHARED 01 13400 D WEBSTER FINL CORP CONN COM 94789010 662 13955 SH SHARED 02 13955 D WEBSTER FINL CORP CONN COM 94789010 113 2400 SH SHARED 17 2400 D WEBZEN INC SPONSORED ADR 94846M10 3 602 SH SHARED 602 D WEIGHT WATCHERS INTL INC NEW COM 94862610 579 14175 SH SHARED 9820 4355 D WEIGHT WATCHERS INTL INC NEW COM 94862610 307 7520 SH SHARED 02 7520 D WEIGHT WATCHERS INTL INC NEW COM 94862610 40 1000 SH SHARED 17 700 300 D WEIGHT WATCHERS INTL INC NEW COM 94862610 10 245 SH SHR/OTHR 21 245 D WEINGARTEN RLTY INVS SH BEN INT 94874110 213 5575 SH SHARED 4900 675 D WEINGARTEN RLTY INVS SH BEN INT 94874110 728 19025 SH SHARED 01 19025 D WEINGARTEN RLTY INVS SH BEN INT 94874110 1010 26406 SH SHARED 02 26406 D WEINGARTEN RLTY INVS SH BEN INT 94874110 6411 167500 SH SHARED 11 167500 D WEINGARTEN RLTY INVS SH BEN INT 94874110 68 1797 SH SHARED 14 1797 D WEINGARTEN RLTY INVS SH BEN INT 94874110 61 1600 SH SHARED 17 1600 D WEINGARTEN RLTY INVS SH BEN INT 94874110 51 1350 SH SHR/OTHR 23 1350 D WEIS MKTS INC COM 94884910 207 5044 SH SHARED 5044 D WEIS MKTS INC COM 94884910 54 1334 SH SHARED 02 1334 D WEIS MKTS INC COM 94884910 329 8000 SH SHARED 17 400 7600 D WELLCARE HEALTH PLANS INC COM 94946T10 226 4621 SH SHARED 4621 D WELLCARE HEALTH PLANS INC COM 94946T10 53 1100 SH SHARED 01 1100 D WELLCARE HEALTH PLANS INC COM 94946T10 98 2000 SH SHARED 02 2000 D WELLCARE HEALTH PLANS INC COM 94946T10 981 20000 SH SHARED 04 20000 D WELLCARE HEALTH PLANS INC COM 94946T10 6611 134800 SH SHARED 10 98200 36600 D WELLCARE HEALTH PLANS INC COM 94946T10 9584 195400 SH SHARED 17 195100 300 D WELLMAN INC COM 94970210 37 9272 SH SHARED 9272 D WELLMAN INC COM 94970210 20 5170 SH SHARED 02 5170 D WELLPOINT INC COM 94973V10 1615 22196 SH SHARED 22196 D WELLPOINT INC COM 94973V10 56062 770409 SH SHARED 724534 45875 D WELLPOINT INC COM 94973V10 8943 122900 SH SHARED 01 122900 D WELLPOINT INC COM 94973V10 12397 170366 SH SHARED 02 170366 D WELLPOINT INC COM 94973V10 2930 40267 SH SHARED 04 37000 3267 D WELLPOINT INC COM 94973V10 13644 187502 SH SHARED 06 187502 D WELLPOINT INC COM 94973V10 71456 981954 SH SHARED 10 378504 541350 62100 D WELLPOINT INC COM 94973V10 1865 25630 SH SHARED 14 25630 D WELLPOINT INC COM 94973V10 24267 333489 SH SHARED 17 287939 45550 D WELLPOINT INC COM 94973V10 8897 122273 SH SHARED 19 122273 D WELLPOINT INC COM 94973V10 87 1200 SH SHARED 20 1100 100 D WELLPOINT INC COM 94973V10 523 7198 SH SHARED 23 7198 D WELLPOINT INC COM 94973V10 196 2700 SH SHR/OTHR 23 2700 D WELLS FARGO & CO NEW DBCV 5/0 949746FA 124251124500000 PRN SHARED 124500000 D WELLS FARGO & CO NEW DBCV 5/0 949746FA 9636 9656000 PRN SHARED 02 9656000 D WELLS FARGO & CO NEW DBCV 5/0 949746FA 2844 2850000 PRN SHARED 06 2850000 D WELLS FARGO & CO NEW COM 94974610 229956 3428092 SH SHARED 2977458 450634 D WELLS FARGO & CO NEW COM 94974610 7774 115896 SH SHR/OTHR 115896 D WELLS FARGO & CO NEW COM 94974610 26833 400023 SH SHARED 01 400023 D WELLS FARGO & CO NEW COM 94974610 36310 541298 SH SHARED 02 541298 D WELLS FARGO & CO NEW COM 94974610 2267 33800 SH SHARED 04 33800 D WELLS FARGO & CO NEW COM 94974610 10636 158560 SH SHARED 06 158560 D WELLS FARGO & CO NEW COM 94974610 326509 4867465 SH SHARED 10 2312670 1595540 959255 D WELLS FARGO & CO NEW COM 94974610 368 5500 SH SHR/OTHR 10 5500 D WELLS FARGO & CO NEW COM 94974610 2988 44556 SH SHARED 14 44556 D WELLS FARGO & CO NEW COM 94974610 6738 100450 SH SHARED 15 100450 D WELLS FARGO & CO NEW COM 94974610 78481 1169973 SH SHARED 17 919703 250270 D WELLS FARGO & CO NEW COM 94974610 16 245 SH SHARED 19 245 D WELLS FARGO & CO NEW COM 94974610 3412 50865 SH SHARED 20 12088 38777 D WELLS FARGO & CO NEW COM 94974610 794 11840 SH SHR/OTHR 20 11840 D WELLS FARGO & CO NEW COM 94974610 294 4390 SH SHARED 21 4390 D WELLS FARGO & CO NEW COM 94974610 104 1560 SH SHR/OTHR 21 1560 D WELLS FARGO & CO NEW COM 94974610 1600 23865 SH SHARED 22 14500 9365 D WELLS FARGO & CO NEW COM 94974610 452 6750 SH SHR/OTHR 22 6750 D WELLS FARGO & CO NEW COM 94974610 9012 134355 SH SHARED 23 124355 10000 D WELLS FARGO & CO NEW COM 94974610 10170 151617 SH SHR/OTHR 23 151617 D WELLSFORD REAL PPTYS INC COM NEW 95024020 98 13983 SH SHARED 13983 D WENDYS INTL INC COM 95059010 155335 2664867 SH SHARED 2664631 236 D WENDYS INTL INC COM 95059010 1608 27600 SH SHARED 01 27600 D WENDYS INTL INC COM 95059010 33485 574469 SH SHARED 02 574469 D WENDYS INTL INC COM 95059010 586 10060 SH SHARED 06 10060 D WENDYS INTL INC COM 95059010 2897 49700 SH SHARED 10 49500 200 D WENDYS INTL INC COM 95059010 3036 52091 SH SHARED 17 50491 1600 D WERNER ENTERPRISES INC COM 95075510 3322 163916 SH SHARED 163916 D WERNER ENTERPRISES INC COM 95075510 356 17575 SH SHARED 01 17575 D WERNER ENTERPRISES INC COM 95075510 185 9163 SH SHARED 02 9163 D WERNER ENTERPRISES INC COM 95075510 318 15700 SH SHARED 10 15700 D WERNER ENTERPRISES INC COM 95075510 1102 54400 SH SHARED 17 6100 48300 D WESBANCO INC COM 95081010 181 5856 SH SHARED 5856 D WESBANCO INC COM 95081010 3 100 SH SHARED 01 100 D WESBANCO INC COM 95081010 15 498 SH SHARED 02 498 D WESBANCO INC COM 95081010 579 18700 SH SHARED 10 18700 D WESCO FINL CORP COM 95081710 114 300 SH SHARED 300 D WESCO FINL CORP COM 95081710 38 102 SH SHARED 02 102 D WESCO INTL INC COM 95082P10 636 9222 SH SHARED 9222 D WESCO INTL INC COM 95082P10 166 2409 SH SHR/OTHR 2409 D WESCO INTL INC COM 95082P10 200 2900 SH SHARED 02 2900 D WESCO INTL INC COM 95082P10 786 11400 SH SHARED 10 11400 D WESCO INTL INC COM 95082P10 18218 264040 SH SHARED 17 264040 D WEST BANCORPORATION INC CAP STK 95123P10 74 3981 SH SHARED 3981 D WEST BANCORPORATION INC CAP STK 95123P10 1 100 SH SHARED 02 100 D WEST COAST BANCORP ORE NEW COM 95214510 93 3185 SH SHARED 3185 D WEST COAST BANCORP ORE NEW COM 95214510 5 197 SH SHARED 02 197 D WEST COAST BANCORP ORE NEW COM 95214510 123 4200 SH SHARED 10 4200 D WEST CORP COM 95235510 1015 21200 SH SHARED 13700 7500 D WEST CORP COM 95235510 201 4200 SH SHARED 02 4200 D WEST CORP COM 95235510 967 20200 SH SHARED 10 20200 D WEST CORP COM 95235510 934 19500 SH SHARED 17 19500 D WEST MARINE INC COM 95423510 37 2814 SH SHARED 2814 D WEST MARINE INC COM 95423510 7 550 SH SHARED 02 550 D WEST PHARMACEUTICAL SVSC INC COM 95530610 370 10216 SH SHARED 9991 225 D WEST PHARMACEUTICAL SVSC INC COM 95530610 3 87 SH SHARED 02 87 D WEST PHARMACEUTICAL SVSC INC COM 95530610 4001 110288 SH SHARED 10 110288 D WEST PHARMACEUTICAL SVSC INC COM 95530610 5873 161900 SH SHARED 17 150300 11600 D WESTAR ENERGY INC COM 95709T10 32132 1526499 SH SHARED 1526499 D WESTAR ENERGY INC COM 95709T10 8 420 SH SHR/OTHR 420 D WESTAR ENERGY INC COM 95709T10 585 27800 SH SHARED 01 27800 D WESTAR ENERGY INC COM 95709T10 421 20000 SH SHARED 02 20000 D WESTAR ENERGY INC COM 95709T10 231 11000 SH SHARED 10 11000 D WESTAR ENERGY INC COM 95709T10 103 4900 SH SHARED 17 4900 D WESTAR ENERGY INC COM 95709T10 67 3200 SH SHARED 21 3200 D WESTAMERICA BANCORPORATION COM 95709010 532 10880 SH SHARED 10880 D WESTAMERICA BANCORPORATION COM 95709010 460 9400 SH SHARED 01 9400 D WESTAMERICA BANCORPORATION COM 95709010 293 5998 SH SHARED 02 5998 D WESTELL TECHNOLOGIES INC CL A 95754110 31 14440 SH SHARED 14440 D WESTELL TECHNOLOGIES INC CL A 95754110 22 10098 SH SHARED 02 10098 D WESTERN ALLIANCE BANCORP COM 95763810 33 966 SH SHARED 966 D WSTRN ASSET/CLYMRE US TR INF COM 95766R10 5506 490300 SH SHARED 490300 D WESTERN DIGITAL CORP COM 95810210 548 27700 SH SHARED 27700 D WESTERN DIGITAL CORP COM 95810210 1537 77600 SH SHARED 01 77600 D WESTERN DIGITAL CORP COM 95810210 1028 51900 SH SHARED 02 51900 D WESTERN DIGITAL CORP COM 95810210 39 2000 SH SHARED 06 2000 D WESTERN DIGITAL CORP COM 95810210 2820 142400 SH SHARED 10 142400 D WESTERN DIGITAL CORP COM 95810210 214 10819 SH SHARED 14 10819 D WESTERN DIGITAL CORP COM 95810210 1686 85125 SH SHARED 17 12525 72600 D WESTERN GAS RES INC COM 95825910 47230 789140 SH SHARED 789140 D WESTERN GAS RES INC COM 95825910 1143 19100 SH SHARED 01 19100 D WESTERN GAS RES INC COM 95825910 5530 92400 SH SHARED 02 92400 D WESTERN GAS RES INC COM 95825910 395 6600 SH SHARED 17 6600 D WESTERN REFNG INC COM 95931910 1240 57480 SH SHARED 57105 375 D WESTERN REFNG INC COM 95931910 5744 266178 SH SHARED 10 266178 D WESTERN REFNG INC COM 95931910 13271 615000 SH SHARED 17 615000 D WESTFIELD FINANCIAL INC COM 96008D10 35 1226 SH SHARED 1226 D WESTFIELD FINANCIAL INC COM 96008D10 1 49 SH SHARED 02 49 D WESTLAKE CHEM CORP COM 96041310 80 2699 SH SHARED 2699 D WESTLAKE CHEM CORP COM 96041310 32 1100 SH SHARED 02 1100 D WESTLAKE CHEM CORP COM 96041310 1302 43700 SH SHARED 10 43700 D WESTLAKE CHEM CORP COM 96041310 1025 34400 SH SHARED 17 34400 D WESTMORELAND COAL CO COM 96087810 23 1000 SH SHARED 1000 D WESTWOOD HLDGS GROUP INC COM 96176510 270 14402 SH SHARED 20 14402 D WESTWOOD ONE INC COM 96181510 3837 511600 SH SHARED 511600 D WESTWOOD ONE INC COM 96181510 171 22900 SH SHARED 01 22900 D WESTWOOD ONE INC COM 96181510 87 11700 SH SHARED 02 11700 D WET SEAL INC CL A 96184010 396 81282 SH SHARED 81282 D WET SEAL INC CL A 96184010 12 2490 SH SHARED 02 2490 D WEYCO GROUP INC COM 96214910 27 1172 SH SHARED 1172 D WEYCO GROUP INC COM 96214910 25 1100 SH SHARED 01 1100 D WEYERHAEUSER CO COM 96216610 32972 529673 SH SHARED 528989 684 D WEYERHAEUSER CO COM 96216610 124 2000 SH SHR/OTHR 2000 D WEYERHAEUSER CO COM 96216610 3342 53699 SH SHARED 01 53699 D WEYERHAEUSER CO COM 96216610 4528 72751 SH SHARED 02 72751 D WEYERHAEUSER CO COM 96216610 74824 1202000 SH SHARED 04 1202000 D WEYERHAEUSER CO COM 96216610 7928 127360 SH SHARED 06 127360 D WEYERHAEUSER CO COM 96216610 34670 556950 SH SHARED 10 209800 346450 700 D WEYERHAEUSER CO COM 96216610 809 13000 SH SHARED 14 13000 D WEYERHAEUSER CO COM 96216610 8466 136009 SH SHARED 17 132609 3400 D WEYERHAEUSER CO COM 96216610 37 600 SH SHARED 23 600 D WEYERHAEUSER CO COM 96216610 62 1000 SH SHR/OTHR 23 1000 D WHEELING PITTSBURGH CORP COM NEW 96314230 16861 847744 SH SHARED 847744 D WHEELING PITTSBURGH CORP COM NEW 96314230 75 3800 SH SHARED 02 3800 D WHIRLPOOL CORP COM 96332010 25487 308380 SH SHARED 297577 10803 D WHIRLPOOL CORP COM 96332010 1617 19573 SH SHARED 01 19573 D WHIRLPOOL CORP COM 96332010 1954 23648 SH SHARED 02 23648 D WHIRLPOOL CORP COM 96332010 564 6830 SH SHARED 06 6830 D WHIRLPOOL CORP COM 96332010 6797 82244 SH SHARED 10 57220 25024 D WHIRLPOOL CORP COM 96332010 74 900 SH SHARED 14 900 D WHIRLPOOL CORP COM 96332010 4400 53239 SH SHARED 17 41365 11874 D WHIRLPOOL CORP COM 96332010 14 175 SH SHR/OTHR 21 175 D WHIRLPOOL CORP COM 96332010 41 500 SH SHARED 22 500 D WHITING PETE CORP NEW COM 96638710 2548 60869 SH SHARED 60869 D WHITING PETE CORP NEW COM 96638710 138 3300 SH SHARED 01 3300 D WHITING PETE CORP NEW COM 96638710 4953 118300 SH SHARED 10 118300 D WHITING PETE CORP NEW COM 96638710 1126 26900 SH SHARED 17 7300 19600 D WHITNEY HLDG CORP COM 96661210 37 1050 SH SHARED 01 1050 D WHITNEY HLDG CORP COM 96661210 141 4000 SH SHARED 02 4000 D WHITNEY HLDG CORP COM 96661210 1364 38580 SH SHARED 17 38580 D WHOLE FOODS MKT INC SDCV 3/0 966837AC 348 250000 PRN SHARED 02 250000 D WHOLE FOODS MKT INC COM 96683710 33276 514795 SH SHARED 491160 23635 D WHOLE FOODS MKT INC COM 96683710 168 2600 SH SHR/OTHR 2600 D WHOLE FOODS MKT INC COM 96683710 1583 24500 SH SHARED 01 24500 D WHOLE FOODS MKT INC COM 96683710 7168 110892 SH SHARED 02 110892 D WHOLE FOODS MKT INC COM 96683710 745 11540 SH SHARED 06 11540 D WHOLE FOODS MKT INC COM 96683710 245 3800 SH SHARED 10 3800 D WHOLE FOODS MKT INC COM 96683710 7571 117140 SH SHARED 17 112540 4600 D WHOLE FOODS MKT INC COM 96683710 274 4240 SH SHARED 20 4240 D WHOLE FOODS MKT INC COM 96683710 226 3500 SH SHARED 22 3500 D WHOLE FOODS MKT INC COM 96683710 77 1200 SH SHR/OTHR 22 1200 D WHOLE FOODS MKT INC COM 96683710 211 3273 SH SHARED 23 3273 D WHOLE FOODS MKT INC COM 96683710 491 7600 SH SHR/OTHR 23 7600 D WIDERTHAN CO LTD SPONS ADR 96759310 25 2465 SH SHARED 02 2465 D WILD OATS MARKETS INC COM 96808B10 3652 186334 SH SHARED 186034 300 D WILD OATS MARKETS INC COM 96808B10 3207 163645 SH SHARED 02 163645 D WILD OATS MARKETS INC COM 96808B10 4082 208270 SH SHARED 17 208270 D WILEY JOHN & SONS INC CL A 96822320 5807 174924 SH SHARED 156124 18800 D WILEY JOHN & SONS INC CL A 96822320 63 1900 SH SHARED 01 1900 D WILEY JOHN & SONS INC CL A 96822320 115 3491 SH SHARED 02 3491 D WILEY JOHN & SONS INC CL A 96822320 999 30100 SH SHARED 10 30100 D WILEY JOHN & SONS INC CL A 96822320 650 19600 SH SHARED 17 19600 D WILLBROS GROUP INC COM 96919910 14422 761500 SH SHARED 17 761500 D WILLIAMS COS INC DEL COM 96945710 24773 1060513 SH SHARED 1058107 2406 D WILLIAMS COS INC DEL COM 96945710 23 1000 SH SHR/OTHR 1000 D WILLIAMS COS INC DEL COM 96945710 2859 122400 SH SHARED 01 122400 D WILLIAMS COS INC DEL COM 96945710 15430 660558 SH SHARED 02 660558 D WILLIAMS COS INC DEL COM 96945710 1165 49910 SH SHARED 06 49910 D WILLIAMS COS INC DEL COM 96945710 256 11000 SH SHARED 10 11000 D WILLIAMS COS INC DEL COM 96945710 5903 252710 SH SHARED 17 243410 9300 D WILLIAMS COS INC DEL COM 96945710 200 8600 SH SHR/OTHR 23 8600 D WILLIAMS CLAYTON ENERGY INC COM 96949010 43 1259 SH SHARED 1259 D WILLIAMS CLAYTON ENERGY INC COM 96949010 10 307 SH SHARED 02 307 D WILLIAMS CLAYTON ENERGY INC COM 96949010 217 6300 SH SHARED 10 6300 D WILLIAMS SCOTSMAN INTL INC COM 96950G10 84 3878 SH SHARED 3878 D WILLIAMS SONOMA INC COM 96990410 735 21600 SH SHARED 21300 300 D WILLIAMS SONOMA INC COM 96990410 1082 31800 SH SHARED 01 31800 D WILLIAMS SONOMA INC COM 96990410 1104 32452 SH SHARED 02 32452 D WILLIAMS SONOMA INC COM 96990410 155 4580 SH SHARED 06 4580 D WILLIAMS SONOMA INC COM 96990410 6 200 SH SHARED 10 200 D WILLIAMS SONOMA INC COM 96990410 1246 36600 SH SHARED 17 36100 500 D WILLIAMS SONOMA INC COM 96990410 544 16000 SH SHR/OTHR 23 16000 D WILMINGTON TRUST CORP COM 97180710 122 2900 SH SHARED 2900 D WILMINGTON TRUST CORP COM 97180710 873 20700 SH SHARED 01 20700 D WILMINGTON TRUST CORP COM 97180710 674 16000 SH SHARED 02 16000 D WILMINGTON TRUST CORP COM 97180710 468 11100 SH SHARED 17 11100 D WILSHIRE BANCORP INC COM 97186T10 64 3565 SH SHARED 3565 D WILSHIRE BANCORP INC COM 97186T10 3 199 SH SHARED 02 199 D WILSHIRE BANCORP INC COM 97186T10 142 7900 SH SHARED 17 7900 D WILSON GREATBATCH TECHNOLOGI SDCV 2.250% 6/1 972232AB 696 800000 PRN SHARED 800000 D WILSON GREATBATCH TECHNOLOGI SDCV 2.250% 6/1 972232AB 361 416000 PRN SHARED 02 416000 D WILSONS THE LEATHER EXPERTS COM 97246310 16 4048 SH SHARED 4048 D WILSONS THE LEATHER EXPERTS COM 97246310 10 2538 SH SHARED 02 2538 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M10 154 3959 SH SHARED 3959 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M10 4396 112300 SH SHARED 04 112300 D WIND RIVER SYSTEMS INC COM 97314910 218 24594 SH SHARED 24594 D WIND RIVER SYSTEMS INC COM 97314910 199 22400 SH SHARED 01 22400 D WIND RIVER SYSTEMS INC COM 97314910 308 34643 SH SHARED 02 34643 D WIND RIVER SYSTEMS INC COM 97314910 421 47400 SH SHARED 17 47400 D WINNEBAGO INDS INC COM 97463710 1037 33428 SH SHARED 33428 D WINNEBAGO INDS INC COM 97463710 242 7800 SH SHARED 01 7800 D WINNEBAGO INDS INC COM 97463710 12 392 SH SHARED 02 392 D WINNEBAGO INDS INC COM 97463710 130 4200 SH SHARED 10 4200 D WINNEBAGO INDS INC COM 97463710 15 500 SH SHARED 17 500 D WINSTON HOTELS INC COM 97563A10 145 11867 SH SHARED 11867 D WINSTON HOTELS INC COM 97563A10 4 347 SH SHARED 02 347 D WINSTON HOTELS INC COM 97563A10 20865 1703300 SH SHARED 11 1703300 D WINTHROP RLTY TR SH BEN INT 97639110 3 635 SH SHARED 485 150 D WINTHROP RLTY TR SH BEN INT 97639110 93 15719 SH SHARED 23 15719 D WINTRUST FINANCIAL CORP COM 97650W10 290 5718 SH SHARED 5718 D WINTRUST FINANCIAL CORP COM 97650W10 30 600 SH SHR/OTHR 600 D WINTRUST FINANCIAL CORP COM 97650W10 52 1031 SH SHARED 02 1031 D WINTRUST FINANCIAL CORP COM 97650W10 167 3300 SH SHARED 10 3300 D WIPRO LTD SPON ADR 1 SH 97651M10 644 50200 SH SHARED 50200 D WIPRO LTD SPON ADR 1 SH 97651M10 1283 100000 SH SHARED 02 100000 D WIRELESS FACILITIES INC COM 97653A10 40 14792 SH SHARED 14792 D WIRELESS FACILITIES INC COM 97653A10 2 926 SH SHARED 02 926 D WISCONSIN ENERGY CORP COM 97665710 303 7527 SH SHARED 5900 1627 D WISCONSIN ENERGY CORP COM 97665710 1442 35800 SH SHARED 01 35800 D WISCONSIN ENERGY CORP COM 97665710 1123 27883 SH SHARED 02 27883 D WISCONSIN ENERGY CORP COM 97665710 158 3936 SH SHARED 06 3936 D WISCONSIN ENERGY CORP COM 97665710 72 1800 SH SHARED 10 1800 D WISCONSIN ENERGY CORP COM 97665710 197 4900 SH SHARED 17 500 4400 D WISCONSIN ENERGY CORP COM 97665710 193 4800 SH SHR/OTHR 23 4800 D WITNESS SYS INC COM 97742410 179 8917 SH SHARED 8917 D WITNESS SYS INC COM 97742410 248 12300 SH SHARED 01 12300 D WITNESS SYS INC COM 97742410 1793 88900 SH SHARED 10 88900 D WITNESS SYS INC COM 97742410 2923 144920 SH SHARED 17 98420 46500 D WOLVERINE WORLD WIDE INC COM 97809710 343 14743 SH SHARED 14743 D WOLVERINE WORLD WIDE INC COM 97809710 26 1142 SH SHARED 02 1142 D WOLVERINE WORLD WIDE INC COM 97809710 1265 54250 SH SHARED 10 54250 D WOLVERINE WORLD WIDE INC COM 97809710 11350 486500 SH SHARED 17 486500 D WOODWARD GOVERNOR CO COM 98074510 247 8112 SH SHARED 8112 D WOODWARD GOVERNOR CO COM 98074510 5 194 SH SHARED 02 194 D WOODWARD GOVERNOR CO COM 98074510 155 5100 SH SHARED 10 5100 D WOODWARD GOVERNOR CO COM 98074510 122 4000 SH SHARED 17 4000 D WOORI FIN HLDGS CO LTD ADR 98106310 51 917 SH SHARED 917 D WORLD ACCEP CORP DEL COM 98141910 154 4352 SH SHARED 4352 D WORLD ACCEP CORP DEL COM 98141910 10 293 SH SHARED 02 293 D WORLD COLOR PRESS INC DEL NOTE 6.000%10/0 981443AA 14435 14700000 PRN SHARED 14700000 D WORLD FUEL SVCS CORP COM 98147510 298 6540 SH SHARED 6540 D WORLD FUEL SVCS CORP COM 98147510 237 5189 SH SHARED 02 5189 D WORLD FUEL SVCS CORP COM 98147510 858 18800 SH SHARED 17 18800 D WORLD WRESTLING ENTMT INC CL A 98156Q10 234 13865 SH SHARED 13865 D WORLD WRESTLING ENTMT INC CL A 98156Q10 8 522 SH SHARED 02 522 D WORLD WRESTLING ENTMT INC CL A 98156Q10 179 10600 SH SHARED 17 10600 D WORLDSPACE INC CL A 98157910 7 2170 SH SHARED 2170 D WORLDSPACE INC CL A 98157910 4 1277 SH SHARED 02 1277 D WORTHINGTON INDS INC COM 98181110 2467 117760 SH SHARED 117760 D WORTHINGTON INDS INC COM 98181110 464 22177 SH SHARED 01 22177 D WORTHINGTON INDS INC COM 98181110 269 12878 SH SHARED 02 12878 D WORTHINGTON INDS INC COM 98181110 289 13800 SH SHARED 10 13800 D WORTHINGTON INDS INC COM 98181110 6789 324100 SH SHARED 17 322600 1500 D WORTHINGTON INDS INC COM 98181110 247 11825 SH SHARED 21 11825 D WPT ENTERPRISES INC COM 98211W10 6 1118 SH SHARED 1118 D WPT ENTERPRISES INC COM 98211W10 1 299 SH SHARED 02 299 D WRIGHT EXPRESS CORP COM 98233Q10 325 11320 SH SHARED 11320 D WRIGHT EXPRESS CORP COM 98233Q10 13 468 SH SHARED 02 468 D WRIGHT EXPRESS CORP COM 98233Q10 316 11000 SH SHARED 17 11000 D WRIGHT MED GROUP INC COM 98235T10 314 15040 SH SHARED 15040 D WRIGHT MED GROUP INC COM 98235T10 282 13500 SH SHARED 02 13500 D WRIGLEY WM JR CO COM 98252610 29712 655045 SH SHARED 643500 11545 D WRIGLEY WM JR CO COM 98252610 45 1000 SH SHR/OTHR 1000 D WRIGLEY WM JR CO COM 98252610 1787 39400 SH SHARED 01 39400 D WRIGLEY WM JR CO COM 98252610 2727 60138 SH SHARED 02 60138 D WRIGLEY WM JR CO COM 98252610 3517 77540 SH SHARED 06 77540 D WRIGLEY WM JR CO COM 98252610 86 1900 SH SHARED 10 1900 D WRIGLEY WM JR CO COM 98252610 2470 54475 SH SHARED 15 54475 D WRIGLEY WM JR CO COM 98252610 4097 90335 SH SHARED 17 86535 3800 D WRIGLEY WM JR CO COM 98252610 77 1700 SH SHARED 21 1700 D WRIGLEY WM JR CO COM 98252610 70 1563 SH SHR/OTHR 21 1563 D WRIGLEY WM JR CO COM 98252610 324 7150 SH SHR/OTHR 23 7150 D WYETH DBCV 1/1 983024AD 15615 15000000 PRN SHARED 15000000 D WYETH DBCV 1/1 983024AD 520 500000 PRN SHARED 06 500000 D WYETH COM 98302410 253129 5699835 SH SHARED 5549104 150731 D WYETH COM 98302410 2644 59549 SH SHR/OTHR 59549 D WYETH COM 98302410 13536 304799 SH SHARED 01 11600 293199 D WYETH COM 98302410 18468 415857 SH SHARED 02 415857 D WYETH COM 98302410 47455 1068577 SH SHARED 04 1067600 977 D WYETH COM 98302410 19914 448422 SH SHARED 06 448422 D WYETH COM 98302410 131100 2952051 SH SHARED 10 2367386 584665 D WYETH COM 98302410 190 4300 SH SHR/OTHR 10 4300 D WYETH COM 98302410 1495 33666 SH SHARED 14 33666 D WYETH COM 98302410 5655 127353 SH SHARED 15 127353 D WYETH COM 98302410 2664 60000 SH SHARED 16 60000 D WYETH COM 98302410 147961 3331705 SH SHARED 17 3306505 25200 D WYETH COM 98302410 404 9100 SH SHARED 19 9100 D WYETH COM 98302410 757 17059 SH SHARED 20 780 16279 D WYETH COM 98302410 1251 28190 SH SHR/OTHR 20 28190 D WYETH COM 98302410 509 11481 SH SHARED 21 11481 D WYETH COM 98302410 838 18870 SH SHARED 22 11950 6920 D WYETH COM 98302410 10321 232408 SH SHARED 23 231658 750 D WYETH COM 98302410 10679 240479 SH SHR/OTHR 23 240479 D WYNN RESORTS LTD DBCV 6.000% 7/1 983134AB 36658 11517000 PRN SHARED 02 11517000 D WYNN RESORTS LTD COM 98313410 27254 371817 SH SHARED 371717 100 D WYNN RESORTS LTD COM 98313410 20305 277016 SH SHARED 02 277016 D WYNN RESORTS LTD COM 98313410 98 1340 SH SHARED 06 1340 D WYNN RESORTS LTD COM 98313410 14 200 SH SHARED 10 200 D WYNN RESORTS LTD COM 98313410 1963 26790 SH SHARED 17 26490 300 D XM SATELLITE RADIO HLDGS INC NOTE 1.750%12/0 983759AC 934 1209000 PRN SHARED 02 1209000 D XM SATELLITE RADIO HLDGS INC CL A 98375910 15720 1073055 SH SHARED 1063799 9256 D XM SATELLITE RADIO HLDGS INC CL A 98375910 33 2302 SH SHR/OTHR 2302 D XM SATELLITE RADIO HLDGS INC CL A 98375910 234 16000 SH SHARED 01 16000 D XM SATELLITE RADIO HLDGS INC CL A 98375910 677 46253 SH SHARED 02 46253 D XM SATELLITE RADIO HLDGS INC CL A 98375910 588 40200 SH SHARED 06 40200 D XM SATELLITE RADIO HLDGS INC CL A 98375910 84 5800 SH SHARED 10 5800 D XM SATELLITE RADIO HLDGS INC CL A 98375910 2092 142825 SH SHARED 17 139725 3100 D XM SATELLITE RADIO HLDGS INC CL A 98375910 0 30 SH SHARED 20 30 D XM SATELLITE RADIO HLDGS INC CL A 98375910 7 520 SH SHARED 22 300 220 D XM SATELLITE RADIO HLDGS INC CL A 98375910 10 730 SH SHARED 23 730 D XM SATELLITE RADIO HLDGS INC CL A 98375910 41 2800 SH SHR/OTHR 23 2800 D XTO ENERGY INC COM 98385X10 32047 723914 SH SHARED 722154 1760 D XTO ENERGY INC COM 98385X10 2744 61999 SH SHARED 01 61999 D XTO ENERGY INC COM 98385X10 4894 110561 SH SHARED 02 110561 D XTO ENERGY INC COM 98385X10 4548 102748 SH SHARED 06 102748 D XTO ENERGY INC COM 98385X10 50249 1135078 SH SHARED 10 343799 645432 145847 D XTO ENERGY INC COM 98385X10 1571 35500 SH SHARED 14 35500 D XTO ENERGY INC COM 98385X10 7130 161074 SH SHARED 17 155808 5266 D XTO ENERGY INC COM 98385X10 427 9666 SH SHR/OTHR 20 9666 D X-RITE INC COM 98385710 3424 311620 SH SHARED 311620 D XCEL ENERGY INC NOTE 7.500%11/2 98389BAB 12707 8012000 PRN SHARED 8012000 D XCEL ENERGY INC COM 98389B10 10330 538621 SH SHARED 532101 6520 D XCEL ENERGY INC COM 98389B10 19 1000 SH SHR/OTHR 1000 D XCEL ENERGY INC COM 98389B10 949 49500 SH SHARED 01 49500 D XCEL ENERGY INC COM 98389B10 3434 179077 SH SHARED 02 179077 D XCEL ENERGY INC COM 98389B10 15 830 SH SHARED 04 830 D XCEL ENERGY INC COM 98389B10 703 36700 SH SHARED 06 36700 D XCEL ENERGY INC COM 98389B10 135 7040 SH SHARED 10 1040 6000 D XCEL ENERGY INC COM 98389B10 69 3600 SH SHARED 14 3600 D XCEL ENERGY INC COM 98389B10 3649 190294 SH SHARED 17 176094 14200 D XCEL ENERGY INC COM 98389B10 46 2400 SH SHR/OTHR 23 2400 D XILINX INC COM 98391910 34502 1523274 SH SHARED 1505399 17875 D XILINX INC COM 98391910 27 1200 SH SHR/OTHR 1200 D XILINX INC COM 98391910 1576 69600 SH SHARED 01 69600 D XILINX INC COM 98391910 5652 249553 SH SHARED 02 249553 D XILINX INC COM 98391910 1570 69330 SH SHARED 06 69330 D XILINX INC COM 98391910 144 6400 SH SHARED 10 6400 D XILINX INC COM 98391910 1945 85872 SH SHARED 14 85872 D XILINX INC COM 98391910 3489 154059 SH SHARED 17 150059 4000 D XILINX INC COM 98391910 224 9900 SH SHARED 20 4000 5900 D XILINX INC COM 98391910 22 1000 SH SHR/OTHR 20 1000 D XILINX INC COM 98391910 9 440 SH SHARED 23 440 D XENOPORT INC COM 98411C10 12 708 SH SHARED 708 D XEROX CORP COM 98412110 9256 665432 SH SHARED 663887 1545 D XEROX CORP COM 98412110 27 2000 SH SHR/OTHR 2000 D XEROX CORP COM 98412110 2795 201002 SH SHARED 01 201002 D XEROX CORP COM 98412110 4567 328335 SH SHARED 02 328335 D XEROX CORP COM 98412110 1276 91742 SH SHARED 06 91742 D XEROX CORP COM 98412110 414 29800 SH SHARED 10 17300 12500 D XEROX CORP COM 98412110 134 9643 SH SHARED 14 9643 D XEROX CORP COM 98412110 5319 382414 SH SHARED 17 379314 3100 D XEROX CORP COM 98412110 25 1800 SH SHR/OTHR 23 1800 D XEROX CORP PFD CONV SER C 98412150 8439 75000 SH SHARED 75000 D XEROX CORP PFD CONV SER C 98412150 56683 503762 SH SHARED 02 503762 D XERIUM TECHNOLOGIES INC COM 98416J10 138 14695 SH SHARED 14695 D XERIUM TECHNOLOGIES INC COM 98416J10 32 3412 SH SHARED 02 3412 D XERIUM TECHNOLOGIES INC COM 98416J10 45 4800 SH SHARED 17 4800 D XOMA LTD BERMUDA NOTE 6.500% 2/0 98417BAC 7099 6413000 PRN SHARED 6413000 D YPF SOCIEDAD ANONIMA SPON ADR CL D 98424510 28 700 SH SHARED 700 D YRC WORLDWIDE INC COM 98424910 5803 137829 SH SHARED 137829 D YRC WORLDWIDE INC COM 98424910 770 18297 SH SHARED 01 18297 D YRC WORLDWIDE INC COM 98424910 2333 55406 SH SHARED 02 55406 D YRC WORLDWIDE INC COM 98424910 259 6163 SH SHARED 10 6063 100 D YRC WORLDWIDE INC COM 98424910 1078 25600 SH SHARED 17 25600 D YAHOO INC FRNT 4/0 984332AB 202446124200000 PRN SHARED 124200000 D YAHOO INC FRNT 4/0 984332AB 84108 51600000 PRN SHARED 04 51600000 D YAHOO INC COM 98433210 264152 8004634 SH SHARED 7968772 35862 D YAHOO INC COM 98433210 67 2050 SH SHR/OTHR 2050 D YAHOO INC COM 98433210 8783 266174 SH SHARED 01 266174 D YAHOO INC COM 98433210 12422 376449 SH SHARED 02 373149 3300 D YAHOO INC COM 98433210 14520 440000 SH SHARED 04 440000 D YAHOO INC COM 98433210 5955 180475 SH SHARED 06 180475 D YAHOO INC COM 98433210 107975 3271990 SH SHARED 10 2018010 890750 363230 D YAHOO INC COM 98433210 1041 31557 SH SHARED 14 31557 D YAHOO INC COM 98433210 3300 100000 SH SHARED 15 100000 D YAHOO INC COM 98433210 29073 881000 SH SHARED 17 806200 74800 D YAHOO INC COM 98433210 14 450 SH SHARED 22 450 D YAHOO INC COM 98433210 28 850 SH SHR/OTHR 22 850 D YAHOO INC COM 98433210 106 3239 SH SHARED 23 239 3000 D YAHOO INC COM 98433210 3 120 SH SHR/OTHR 23 120 D YAMANA GOLD INC COM 98462Y10 3 400 SH SHARED 01 400 D YAMANA GOLD INC COM 98462Y10 1183 120000 SH SHARED 04 120000 D YANKEE CANDLE INC COM 98475710 63400 2534993 SH SHARED 2534993 D YANKEE CANDLE INC COM 98475710 22 900 SH SHARED 01 900 D YANKEE CANDLE INC COM 98475710 82 3300 SH SHARED 02 3300 D YANKEE CANDLE INC COM 98475710 132 5300 SH SHARED 10 5300 D YANKEE CANDLE INC COM 98475710 1923 76900 SH SHARED 17 26500 50400 D YANZHOU COAL MNG CO LTD SPON ADR H SHS 98484610 749 20300 SH SHARED 20300 D YARDVILLE NATL BANCORP COM 98502110 74 2071 SH SHARED 2071 D YARDVILLE NATL BANCORP COM 98502110 26 739 SH SHARED 02 739 D YARDVILLE NATL BANCORP COM 98502110 64 1800 SH SHARED 10 1800 D YELLOW CORP NOTE 3.375%11/2 985509AQ 2948 2756000 PRN SHARED 02 2756000 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 122364 92700000 PRN SHARED 92700000 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 16967 12854000 PRN SHARED 02 12854000 D YELLOW ROADWAY CORP NOTE 3.375%11/2 985577AB 39798 33500000 PRN SHARED 33500000 D YORK WTR CO COM 98718410 534 22393 SH SHARED 22 22393 D YOUNG INNOVATIONS INC COM 98752010 33 951 SH SHARED 951 D YUM BRANDS INC COM 98849810 13087 260353 SH SHARED 206000 54353 D YUM BRANDS INC COM 98849810 583 11600 SH SHR/OTHR 11600 D YUM BRANDS INC COM 98849810 3217 64001 SH SHARED 01 64001 D YUM BRANDS INC COM 98849810 52 1040 SH SHR/OTHR 01 1040 D YUM BRANDS INC COM 98849810 4197 83492 SH SHARED 02 83492 D YUM BRANDS INC COM 98849810 1292 25718 SH SHARED 06 25718 D YUM BRANDS INC COM 98849810 25 500 SH SHARED 10 500 D YUM BRANDS INC COM 98849810 378 7537 SH SHARED 14 7537 D YUM BRANDS INC COM 98849810 5939 118149 SH SHARED 17 116849 1300 D YUM BRANDS INC COM 98849810 151 3014 SH SHARED 20 1320 1694 D YUM BRANDS INC COM 98849810 30 600 SH SHR/OTHR 20 600 D YUM BRANDS INC COM 98849810 62 1240 SH SHARED 21 1240 D YUM BRANDS INC COM 98849810 90 1800 SH SHR/OTHR 22 1800 D YUM BRANDS INC COM 98849810 1316 26183 SH SHARED 23 25233 950 D YUM BRANDS INC COM 98849810 835 16612 SH SHR/OTHR 23 16612 D ZALE CORP NEW COM 98885810 497 20667 SH SHARED 20667 D ZALE CORP NEW COM 98885810 17 707 SH SHR/OTHR 707 D ZALE CORP NEW COM 98885810 4 200 SH SHARED 01 200 D ZALE CORP NEW COM 98885810 125 5193 SH SHARED 02 5193 D ZALE CORP NEW COM 98885810 144 6000 SH SHARED 10 6000 D ZEBRA TECHNOLOGIES CORP CL A 98920710 170 5000 SH SHARED 5000 D ZEBRA TECHNOLOGIES CORP CL A 98920710 26 770 SH SHR/OTHR 770 D ZEBRA TECHNOLOGIES CORP CL A 98920710 597 17500 SH SHARED 01 17500 D ZEBRA TECHNOLOGIES CORP CL A 98920710 593 17368 SH SHARED 02 17368 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1260 36897 SH SHARED 10 36897 D ZEBRA TECHNOLOGIES CORP CL A 98920710 10 300 SH SHARED 17 300 D ZENITH NATL INS CORP COM 98939010 255 6429 SH SHARED 6429 D ZENITH NATL INS CORP COM 98939010 2854 71950 SH SHARED 10 71950 D ZENITH NATL INS CORP COM 98939010 799 20150 SH SHARED 17 8700 11450 D ZENIX INCOME FD INC COM 98941410 12 4576 SH SHARED 4576 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 413 202675 SH SHARED 202675 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 11 5831 SH SHARED 02 5831 D ZIMMER HLDGS INC COM 98956P10 85866 1513868 SH SHARED 1402720 111148 D ZIMMER HLDGS INC COM 98956P10 1480 26109 SH SHR/OTHR 26109 D ZIMMER HLDGS INC COM 98956P10 3341 58905 SH SHARED 01 5575 53330 D ZIMMER HLDGS INC COM 98956P10 4078 71903 SH SHARED 02 71903 D ZIMMER HLDGS INC COM 98956P10 1701 30000 SH SHARED 04 30000 D ZIMMER HLDGS INC COM 98956P10 2666 47018 SH SHARED 06 47018 D ZIMMER HLDGS INC COM 98956P10 73541 1296571 SH SHARED 10 478851 664470 153250 D ZIMMER HLDGS INC COM 98956P10 96 1700 SH SHARED 14 1700 D ZIMMER HLDGS INC COM 98956P10 1541 27170 SH SHARED 15 27170 D ZIMMER HLDGS INC COM 98956P10 7588 133787 SH SHARED 17 120267 13520 D ZIMMER HLDGS INC COM 98956P10 393 6938 SH SHARED 20 2745 4193 D ZIMMER HLDGS INC COM 98956P10 64 1132 SH SHR/OTHR 20 1132 D ZIMMER HLDGS INC COM 98956P10 1532 27025 SH SHARED 21 27025 D ZIMMER HLDGS INC COM 98956P10 198 3500 SH SHR/OTHR 21 3500 D ZIMMER HLDGS INC COM 98956P10 62 1100 SH SHARED 22 1100 D ZIMMER HLDGS INC COM 98956P10 153 2700 SH SHR/OTHR 22 2700 D ZIMMER HLDGS INC COM 98956P10 967 17055 SH SHARED 23 15715 1340 D ZIMMER HLDGS INC COM 98956P10 13772 242820 SH SHR/OTHR 23 242820 D ZIONS BANCORPORATION COM 98970110 4816 61800 SH SHARED 61600 200 D ZIONS BANCORPORATION COM 98970110 1574 20200 SH SHARED 01 20200 D ZIONS BANCORPORATION COM 98970110 2306 29590 SH SHARED 02 29590 D ZIONS BANCORPORATION COM 98970110 1837 23582 SH SHARED 06 23582 D ZIONS BANCORPORATION COM 98970110 9055 116186 SH SHARED 10 114300 1886 D ZIONS BANCORPORATION COM 98970110 3674 47151 SH SHARED 17 46551 600 D ZIX CORP COM 98974P10 8 9646 SH SHARED 9646 D ZIX CORP COM 98974P10 0 100 SH SHARED 02 100 D ZIPREALTY INC COM 98974V10 12 1500 SH SHARED 1500 D ZIPREALTY INC COM 98974V10 6 803 SH SHARED 02 803 D ZORAN CORP COM 98975F10 363 14915 SH SHARED 14914 1 D ZORAN CORP COM 98975F10 247 10150 SH SHARED 01 10150 D ZORAN CORP COM 98975F10 87 3585 SH SHARED 02 1485 2100 D ZORAN CORP COM 98975F10 1586 65200 SH SHARED 10 65200 D ZORAN CORP COM 98975F10 9762 401100 SH SHARED 17 314600 86500 D ZOLTEK COS INC COM 98975W10 62 2089 SH SHARED 2089 D ZOLTEK COS INC COM 98975W10 2 100 SH SHARED 02 100 D ZUMIEZ INC COM 98981710 41 1110 SH SHARED 1110 D ZUMIEZ INC COM 98981710 2922 77800 SH SHARED 17 77800 D ZWEIG FD COM 98983410 1160 217666 SH SHARED 217666 D ZWEIG TOTAL RETURN FD INC COM 98983710 7 1619 SH SHARED 1619 D ZYMOGENETICS INC COM 98985T10 1297 68378 SH SHARED 68378 D ZYGO CORP COM 98985510 50 3100 SH SHARED 3100 D ZYGO CORP COM 98985510 39 2400 SH SHARED 01 2400 D ZOLL MED CORP COM 98992210 61 1882 SH SHARED 1882 D ZOLL MED CORP COM 98992210 3 121 SH SHARED 02 121 D ZOLL MED CORP COM 98992210 153 4700 SH SHARED 10 4700 S REPORT SUMMARY 18107 DATA RECORDS 170272090 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
-----END PRIVACY-ENHANCED MESSAGE-----