-----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, Jb48DX7U+oYr8XsqAuVIUZuKk3cKAWyXtgEpnDH34xBdGzFua5EalTiOXXjplthf c4qAohsjdrBrxVSsLi6MEw== 0000948046-06-000157.txt : 20060518 0000948046-06-000157.hdr.sgml : 20060518 20060518131449 ACCESSION NUMBER: 0000948046-06-000157 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060331 FILED AS OF DATE: 20060518 DATE AS OF CHANGE: 20060518 EFFECTIVENESS DATE: 20060518 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: 06851381 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 tapereptamend.txt DBAG 13F AMENDMENT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: MARCH 31, 2006 Check here if Amendment {X}; Amendment Number: 1 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 A. Ruiz Title: Vice President Phone: 212-250-3667 Signature, Place, and Date of Signing: Jeffrey A. Ruiz New York, New York MAY 18, 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: 13 Form 13F Information Table Entry Total: 16942 Form 13F Information Table Value Total: 172669069 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 05 28-10154 Deutsche Asset Management Limited 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. 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 3562305 62050263 SH SHARED 61658506 391757 D DAIMLERCHRYSLER AG ORD D1668R12 1479 25767 SH SHARED 01 1600 24167 D DAIMLERCHRYSLER AG ORD D1668R12 33690 586839 SH SHARED 02 586839 D DAIMLERCHRYSLER AG ORD D1668R12 198477 3457186 SH SHARED 04 3381466 75720 D DAIMLERCHRYSLER AG ORD D1668R12 357680 6230290 SH SHARED 06 6230290 D DAIMLERCHRYSLER AG ORD D1668R12 38182 665079 SH SHARED 10 655850 9229 D DAIMLERCHRYSLER AG ORD D1668R12 8304 144647 SH SHARED 14 144647 D DAIMLERCHRYSLER AG ORD D1668R12 4026 70130 SH SHARED 15 70130 D DAIMLERCHRYSLER AG ORD D1668R12 2813 49000 SH SHARED 16 49000 D DAIMLERCHRYSLER AG ORD D1668R12 9671 168470 SH SHARED 17 163799 4671 D DAIMLERCHRYSLER AG ORD D1668R12 1136 19788 SH SHARED 19 19788 D DEUTSCHE BANK AG NAMEN ORD D1819089 2530993 22155058 SH SHARED 21240776 914282 D DEUTSCHE BANK AG NAMEN ORD D1819089 928 8126 SH SHARED 01 2100 6026 D DEUTSCHE BANK AG NAMEN ORD D1819089 170 1492 SH SHR/OTHR 01 1492 D DEUTSCHE BANK AG NAMEN ORD D1819089 15342 134304 SH SHARED 02 134304 D DEUTSCHE BANK AG NAMEN ORD D1819089 365011 3195126 SH SHARED 04 3152121 43005 D DEUTSCHE BANK AG NAMEN ORD D1819089 892 7810 SH SHARED 05 7810 D DEUTSCHE BANK AG NAMEN ORD D1819089 363231 3179550 SH SHARED 06 3179550 D DEUTSCHE BANK AG NAMEN ORD D1819089 7528 65898 SH SHARED 14 65898 D DEUTSCHE BANK AG NAMEN ORD D1819089 5725 50120 SH SHARED 15 50120 D DEUTSCHE BANK AG NAMEN ORD D1819089 331 2900 SH SHARED 16 2900 D TELVENT GIT SA SHS E9021510 1011 74146 SH SHARED 74146 D ACE LTD ORD G0070K10 36903 709542 SH SHARED 677897 31645 D ACE LTD ORD G0070K10 321 6175 SH SHR/OTHR 6175 D ACE LTD ORD G0070K10 3020 58071 SH SHARED 01 2650 55421 D ACE LTD ORD G0070K10 20 400 SH SHR/OTHR 01 400 D ACE LTD ORD G0070K10 6598 126872 SH SHARED 02 124572 2300 D ACE LTD ORD G0070K10 4944 95064 SH SHARED 06 95064 D ACE LTD ORD G0070K10 3566 68566 SH SHARED 10 68200 366 D ACE LTD ORD G0070K10 317 6110 SH SHARED 14 6110 D ACE LTD ORD G0070K10 6783 130424 SH SHARED 17 130124 300 D AMDOCS LTD ORD G0260210 4208 116712 SH SHARED 116712 D APEX SILVER MINES LTD ORD G0407410 25 1070 SH SHARED 02 1070 D ARCH CAP GROUP LTD ORD G0450A10 14 246 SH SHARED 246 D ARCH CAP GROUP LTD ORD G0450A10 51 900 SH SHR/OTHR 900 D ARCH CAP GROUP LTD ORD G0450A10 67 1163 SH SHARED 02 1163 D ARLINGTON TANKERS LTD COM G0489910 324 14118 SH SHARED 14118 D ARLINGTON TANKERS LTD COM G0489910 80 3500 SH SHARED 01 3500 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 201 8180 SH SHARED 01 8180 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 8806 357100 SH SHARED 17 357100 D AXIS CAPITAL HOLDINGS SHS G0692U10 768 25714 SH SHARED 02 25714 D AXIS CAPITAL HOLDINGS SHS G0692U10 234 7850 SH SHARED 06 7850 D AXIS CAPITAL HOLDINGS SHS G0692U10 2663 89085 SH SHARED 14 89085 D ACCENTURE LTD BERMUDA CL A G1150G11 30958 1029535 SH SHARED 944285 85250 D ACCENTURE LTD BERMUDA CL A G1150G11 748 24905 SH SHR/OTHR 24905 D ACCENTURE LTD BERMUDA CL A G1150G11 4074 135511 SH SHARED 01 45720 89791 D ACCENTURE LTD BERMUDA CL A G1150G11 770 25613 SH SHR/OTHR 01 25613 D ACCENTURE LTD BERMUDA CL A G1150G11 1569 52207 SH SHARED 02 45307 6900 D ACCENTURE LTD BERMUDA CL A G1150G11 128425 4270890 SH SHARED 10 347294 3838190 85406 D ACCENTURE LTD BERMUDA CL A G1150G11 391 13025 SH SHARED 14 13025 D ACCENTURE LTD BERMUDA CL A G1150G11 81 2700 SH SHARED 17 2700 D BUNGE LIMITED COM G1696210 5611 100725 SH SHARED 100725 D BUNGE LIMITED COM G1696210 77 1400 SH SHARED 01 1400 D BUNGE LIMITED COM G1696210 155 2800 SH SHR/OTHR 01 2800 D BUNGE LIMITED COM G1696210 5013 90000 SH SHARED 02 90000 D BUNGE LIMITED COM G1696210 63065 1132025 SH SHARED 10 1131225 800 D BUNGE LIMITED COM G1696210 306 5500 SH SHARED 14 5500 D BUNGE LIMITED COM G1696210 4242 76150 SH SHARED 17 75450 700 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 250 3650 SH SHARED 3650 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 12388 180559 SH SHARED 180559 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 3945 57500 SH SHARED 04 57500 D CDC CORP SHS A G2022L10 298 67812 SH SHARED 67812 D CDC CORP SHS A G2022L10 5 1170 SH SHARED 19 1170 D CHINA YUCHAI INTL LTD COM G2108210 1 211 SH SHARED 211 D CHINA YUCHAI INTL LTD COM G2108210 286 37500 SH SHR/OTHR 37500 D CHIPMOS TECH BERMUDA LTD SHS G2110R10 71 10000 SH SHARED 10000 D COOPER INDS LTD CL A G2418210 22315 256800 SH SHARED 256800 D COOPER INDS LTD CL A G2418210 1581 18201 SH SHARED 01 18201 D COOPER INDS LTD CL A G2418210 173 2000 SH SHR/OTHR 01 2000 D COOPER INDS LTD CL A G2418210 2008 23115 SH SHARED 02 23115 D COOPER INDS LTD CL A G2418210 2130 24518 SH SHARED 10 24400 118 D COOPER INDS LTD CL A G2418210 225 2593 SH SHARED 14 2593 D COOPER INDS LTD CL A G2418210 34 400 SH SHARED 17 300 100 D CREDICORP LTD COM G2519Y10 6175 233200 SH SHARED 233200 D CREDICORP LTD COM G2519Y10 29578 1117000 SH SHARED 10 1117000 D CREDICORP LTD COM G2519Y10 320 12121 SH SHARED 15 12121 D CREDICORP LTD COM G2519Y10 2100 79325 SH SHARED 17 79325 D CRM HOLDINGS LTD COM G2554P10 1230 107500 SH SHARED 17 107500 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 309 9500 SH SHARED 9500 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 7499 230400 SH SHARED 17 230400 D ASA BERMUDA LIMITED COM G3156P10 1123 17279 SH SHARED 17279 D EVEREST RE GROUP LTD COM G3223R10 1484 15900 SH SHARED 14500 1400 D EVEREST RE GROUP LTD COM G3223R10 2019 21629 SH SHARED 01 21629 D EVEREST RE GROUP LTD COM G3223R10 2091 22400 SH SHARED 02 22400 D EVEREST RE GROUP LTD COM G3223R10 9 100 SH SHARED 10 100 D EVEREST RE GROUP LTD COM G3223R10 345 3703 SH SHARED 14 3703 D EVEREST RE GROUP LTD COM G3223R10 26 288 SH SHARED 17 188 100 D FOSTER WHEELER LTD *W EXP 09/24/200 G3653511 0 1 SH SHARED 01 1 D FOSTER WHEELER LTD SHS NEW G3653513 2795 59094 SH SHARED 43575 15519 D FOSTER WHEELER LTD SHS NEW G3653513 18900 399500 SH SHARED 06 399500 D FOSTER WHEELER LTD SHS NEW G3653513 463 9800 SH SHARED 15 9800 D FOSTER WHEELER LTD SHS NEW G3653513 27664 584750 SH SHARED 17 584750 D FRESH DEL MONTE PRODUCE INC ORD G3673810 1539 72800 SH SHARED 72800 D FRESH DEL MONTE PRODUCE INC ORD G3673810 63 3000 SH SHARED 01 3000 D FRONTLINE LTD SHS G3682E12 167 5000 SH SHARED 5000 D FRONTLINE LTD SHS G3682E12 30 900 SH SHARED 02 900 D GARMIN LTD ORD G3726010 15703 197702 SH SHARED 197702 D GARMIN LTD ORD G3726010 11 150 SH SHARED 01 150 D GARMIN LTD ORD G3726010 39 496 SH SHR/OTHR 01 496 D GLOBALSANTAFE CORP SHS G3930E10 1518 25000 SH SHARED 25000 D GLOBALSANTAFE CORP SHS G3930E10 11613 191171 SH SHARED 191171 D GLOBALSANTAFE CORP SHS G3930E10 1142 18812 SH SHARED 01 17050 1762 D GLOBALSANTAFE CORP SHS G3930E10 2740 45118 SH SHARED 02 44118 1000 D GLOBALSANTAFE CORP SHS G3930E10 134196 2209000 SH SHARED 04 2209000 D GLOBALSANTAFE CORP SHS G3930E10 6784 111674 SH SHARED 06 111674 D GLOBALSANTAFE CORP SHS G3930E10 11236 184966 SH SHARED 10 183910 1056 D GLOBALSANTAFE CORP SHS G3930E10 4860 80000 SH SHARED 16 80000 D GLOBALSANTAFE CORP SHS G3930E10 5049 83120 SH SHARED 17 56620 26500 D GLOBAL SOURCES LTD ORD G3930010 1 125 SH SHARED 02 125 D HERBALIFE LTD COM USD SHS G4412G10 2157 63900 SH SHARED 01 61500 2400 D HERBALIFE LTD COM USD SHS G4412G10 36 1075 SH SHR/OTHR 01 1075 D HERBALIFE LTD COM USD SHS G4412G10 9905 293330 SH SHARED 10 293330 D HERBALIFE LTD COM USD SHS G4412G10 26708 790900 SH SHARED 17 790900 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 37302 892615 SH SHARED 859910 32705 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 78 1880 SH SHR/OTHR 1880 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 12118 289994 SH SHARED 01 175555 114439 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 1035 24788 SH SHR/OTHR 01 24788 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 3928 94015 SH SHARED 02 94015 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 105886 2533767 SH SHARED 10 2048945 484822 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 225 5400 SH SHR/OTHR 10 5400 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 221 5300 SH SHARED 14 5300 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 911 21800 SH SHARED 17 20500 1300 D IPC HLDGS LTD ORD G4933P10 1442 51418 SH SHARED 51418 D IPC HLDGS LTD ORD G4933P10 201 7200 SH SHARED 01 7200 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 77 3100 SH SHARED 3100 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 3 140 SH SHR/OTHR 140 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 127 5100 SH SHARED 02 5100 D LAZARD LTD SHS A G5405010 15451 349192 SH SHARED 349192 D LAZARD LTD SHS A G5405010 8 200 SH SHARED 01 200 D LAZARD LTD SHS A G5405010 1902 43000 SH SHARED 14 43000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 34485 637446 SH SHARED 634321 3125 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 443 8200 SH SHR/OTHR 8200 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 3562 65853 SH SHARED 01 34300 31553 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 200 3704 SH SHR/OTHR 01 3704 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 102 1896 SH SHARED 02 1896 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 468 8663 SH SHARED 06 8663 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 28233 521871 SH SHARED 10 521300 571 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 316 5853 SH SHARED 14 5853 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 270 5000 SH SHARED 16 5000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 27 500 SH SHARED 17 500 D MONTPELIER RE HOLDINGS LTD SHS G6218510 1771 108700 SH SHARED 108700 D MONTPELIER RE HOLDINGS LTD SHS G6218510 652 40000 SH SHARED 02 40000 D MONTPELIER RE HOLDINGS LTD SHS G6218510 1429 87700 SH SHARED 14 87700 D NABORS INDUSTRIES LTD SHS G6359F10 23542 328900 SH SHARED 328900 D NABORS INDUSTRIES LTD SHS G6359F10 2261 31600 SH SHARED 01 31600 D NABORS INDUSTRIES LTD SHS G6359F10 42 597 SH SHR/OTHR 01 597 D NABORS INDUSTRIES LTD SHS G6359F10 4129 57684 SH SHARED 02 57684 D NABORS INDUSTRIES LTD SHS G6359F10 4796 67013 SH SHARED 10 66388 625 D NABORS INDUSTRIES LTD SHS G6359F10 495 6921 SH SHARED 14 6921 D NABORS INDUSTRIES LTD SHS G6359F10 300 4200 SH SHARED 17 3600 600 D NOBLE CORPORATION SHS G6542210 24025 296245 SH SHARED 295575 670 D NOBLE CORPORATION SHS G6542210 415 5125 SH SHR/OTHR 5125 D NOBLE CORPORATION SHS G6542210 2660 32800 SH SHARED 01 32800 D NOBLE CORPORATION SHS G6542210 563 6950 SH SHR/OTHR 01 6950 D NOBLE CORPORATION SHS G6542210 5139 63368 SH SHARED 02 63368 D NOBLE CORPORATION SHS G6542210 42677 526235 SH SHARED 10 102660 399000 24575 D NOBLE CORPORATION SHS G6542210 2587 31900 SH SHARED 14 31900 D NOBLE CORPORATION SHS G6542210 30428 375200 SH SHARED 17 374700 500 D NORDIC AMERICAN TANKER SHIPP COM G6577310 1699 58900 SH SHARED 58900 D NORDIC AMERICAN TANKER SHIPP COM G6577310 33 1150 SH SHR/OTHR 1150 D NORDIC AMERICAN TANKER SHIPP COM G6577310 8 300 SH SHR/OTHR 01 300 D NORDIC AMERICAN TANKER SHIPP COM G6577310 14 500 SH SHARED 02 500 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 1931 49225 SH SHARED 01 48825 400 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 41 1050 SH SHR/OTHR 01 1050 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 14663 373780 SH SHARED 10 373780 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 11235 286400 SH SHARED 17 286400 D PARTNERRE LTD COM G6852T10 12486 201100 SH SHARED 200000 1100 D PARTNERRE LTD COM G6852T10 37 600 SH SHR/OTHR 600 D PARTNERRE LTD COM G6852T10 12 202 SH SHARED 02 202 D PARTNERRE LTD COM G6852T10 2451 39480 SH SHARED 14 39480 D PXRE GROUP LTD COM G7301810 21 6685 SH SHARED 6685 D QUANTA CAPITAL HLDGS LTD SHS G7313F10 77 25675 SH SHARED 25675 D RENAISSANCERE HOLDINGS LTD COM G7496G10 3487 79950 SH SHARED 79950 D RENAISSANCERE HOLDINGS LTD COM G7496G10 4 100 SH SHARED 01 100 D RENAISSANCERE HOLDINGS LTD COM G7496G10 434 9954 SH SHARED 02 9954 D RENAISSANCERE HOLDINGS LTD COM G7496G10 14 342 SH SHARED 14 342 D SCOTTISH RE GROUP LTD ORD G7885T10 9983 402400 SH SHARED 402400 D SEAGATE TECHNOLOGY SHS G7945J10 12219 464100 SH SHARED 464100 D SEAGATE TECHNOLOGY SHS G7945J10 50 1900 SH SHARED 01 1900 D SEAGATE TECHNOLOGY SHS G7945J10 9 375 SH SHR/OTHR 01 375 D SEAGATE TECHNOLOGY SHS G7945J10 581 22071 SH SHARED 02 22071 D SEAGATE TECHNOLOGY SHS G7945J10 26 1000 SH SHARED 10 1000 D SEAGATE TECHNOLOGY SHS G7945J10 648 24613 SH SHARED 14 24613 D SEAGATE TECHNOLOGY SHS G7945J10 23 900 SH SHARED 17 900 D SHIP FINANCE INTERNATIONAL L SHS G8107510 1638 95490 SH SHARED 95490 D SHIP FINANCE INTERNATIONAL L SHS G8107510 0 3 SH SHARED 01 3 D SHIP FINANCE INTERNATIONAL L SHS G8107510 0 45 SH SHARED 02 45 D SHIP FINANCE INTERNATIONAL L SHS G8107510 25 1500 SH SHARED 04 1500 D SHIP FINANCE INTERNATIONAL L SHS G8107510 0 50 SH SHARED 06 50 D SHIP FINANCE INTERNATIONAL L SHS G8107510 1 68 SH SHARED 14 68 D SINA CORP ORD G8147710 13671 490000 SH SHR/OTHR 01 490000 D SINA CORP ORD G8147710 306 11000 SH SHARED 02 11000 D SINA CORP ORD G8147710 1314 47100 SH SHARED 10 47100 D STEWART W P & CO LTD COM G8492210 360 17100 SH SHARED 17100 D STEWART W P & CO LTD COM G8492210 42 2025 SH SHARED 01 1650 375 D STEWART W P & CO LTD COM G8492210 59 2810 SH SHR/OTHR 01 2810 D UTI WORLDWIDE INC ORD G8721010 1115 35305 SH SHARED 32260 3045 D UTI WORLDWIDE INC ORD G8721010 62 1985 SH SHR/OTHR 1985 D UTI WORLDWIDE INC ORD G8721010 3027 95815 SH SHARED 01 61725 34090 D UTI WORLDWIDE INC ORD G8721010 275 8730 SH SHR/OTHR 01 8730 D UTI WORLDWIDE INC ORD G8721010 933 29550 SH SHARED 02 29550 D HILFIGER TOMMY CORP ORD G8915Z10 6327 384200 SH SHARED 384200 D HILFIGER TOMMY CORP ORD G8915Z10 2215 134500 SH SHARED 02 134500 D HILFIGER TOMMY CORP ORD G8915Z10 864 52500 SH SHARED 17 52500 D TRANSOCEAN INC ORD G9007810 71736 893356 SH SHARED 893356 D TRANSOCEAN INC ORD G9007810 628 7826 SH SHR/OTHR 7826 D TRANSOCEAN INC ORD G9007810 5451 67892 SH SHARED 01 67892 D TRANSOCEAN INC ORD G9007810 102 1276 SH SHR/OTHR 01 1276 D TRANSOCEAN INC ORD G9007810 42142 524809 SH SHARED 02 524809 D TRANSOCEAN INC ORD G9007810 80019 996505 SH SHARED 10 181363 769330 45812 D TRANSOCEAN INC ORD G9007810 2714 33808 SH SHARED 14 33808 D TRANSOCEAN INC ORD G9007810 104 1300 SH SHARED 17 1300 D TSAKOS ENERGY NAVIGATION LTD SHS G9108L10 1057 26988 SH SHARED 26988 D VISTAPRINT LIMITED SHS G9376220 665 22290 SH SHARED 17 22290 D GOLAR LNG LTD BERMUDA SHS G9456A10 6 500 SH SHARED 01 500 D WEATHERFORD INTERNATIONAL LT COM G9508910 28847 630546 SH SHARED 630546 D WEATHERFORD INTERNATIONAL LT COM G9508910 2713 59316 SH SHARED 01 59316 D WEATHERFORD INTERNATIONAL LT COM G9508910 6876 150311 SH SHARED 02 148111 2200 D WEATHERFORD INTERNATIONAL LT COM G9508910 775 16944 SH SHARED 10 15400 1544 D WEATHERFORD INTERNATIONAL LT COM G9508910 232 5076 SH SHARED 14 5076 D WEATHERFORD INTERNATIONAL LT COM G9508910 84 1850 SH SHARED 17 500 1350 D WHITE MTNS INS GROUP LTD COM G9618E10 787 1325 SH SHARED 1325 D WHITE MTNS INS GROUP LTD COM G9618E10 272 459 SH SHARED 02 459 D WILLIS GROUP HOLDINGS LTD SHS G9665510 3840 112100 SH SHARED 112100 D XL CAP LTD CL A G9825510 28499 444541 SH SHARED 398457 46084 D XL CAP LTD CL A G9825510 400 6250 SH SHR/OTHR 6250 D XL CAP LTD CL A G9825510 3167 49401 SH SHARED 01 3946 45455 D XL CAP LTD CL A G9825510 554 8655 SH SHR/OTHR 01 8655 D XL CAP LTD CL A G9825510 2797 43639 SH SHARED 02 43639 D XL CAP LTD CL A G9825510 1109 17313 SH SHARED 10 17100 213 D XL CAP LTD CL A G9825510 871 13600 SH SHARED 14 13600 D XL CAP LTD CL A G9825510 243 3800 SH SHARED 17 3600 200 D XYRATEX LTD COM G9826810 1522 48337 SH SHARED 48337 D ALCON INC COM SHS H0130110 156 1500 SH SHR/OTHR 01 1500 D ALCON INC COM SHS H0130110 1320 12670 SH SHARED 02 12670 D ALCON INC COM SHS H0130110 521 5000 SH SHARED 04 5000 D ALCON INC COM SHS H0130110 261 2504 SH SHARED 06 2504 D ALCON INC COM SHS H0130110 201 1933 SH SHARED 14 1933 D ALCON INC COM SHS H0130110 1432 13735 SH SHARED 17 13735 D UBS AG NAMEN AKT H8920M85 20878 189852 SH SHARED 152522 37330 D UBS AG NAMEN AKT H8920M85 1740757 15829383 SH SHARED 15357784 471599 D UBS AG NAMEN AKT H8920M85 5532 50307 SH SHARED 01 42342 7965 D UBS AG NAMEN AKT H8920M85 42384 385421 SH SHARED 02 385421 D UBS AG NAMEN AKT H8920M85 113541 1032478 SH SHARED 04 1030638 1840 D UBS AG NAMEN AKT H8920M85 171321 1557896 SH SHARED 06 1557896 D UBS AG NAMEN AKT H8920M85 70409 640265 SH SHARED 10 635457 4808 D UBS AG NAMEN AKT H8920M85 3914 35593 SH SHARED 14 35593 D UBS AG NAMEN AKT H8920M85 326082 2965194 SH SHARED 15 2965194 D UBS AG NAMEN AKT H8920M85 6807 61900 SH SHARED 16 61900 D UBS AG NAMEN AKT H8920M85 27469 249791 SH SHARED 17 247882 1909 D UBS AG NAMEN AKT H8920M85 7332 66677 SH SHARED 19 66677 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 752 15973 SH SHARED 15973 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 108 2310 SH SHARED 01 2310 D ALVARION LTD SHS M0861T10 69 7758 SH SHARED 6758 1000 D ALVARION LTD SHS M0861T10 600 66704 SH SHARED 02 66704 D ALVARION LTD SHS M0861T10 6997 777500 SH SHARED 04 777500 D AUDIOCODES LTD ORD M1534210 997 72183 SH SHARED 72183 D CHECK POINT SOFTWARE TECH LT ORD M2246510 13812 689950 SH SHARED 689950 D CHECK POINT SOFTWARE TECH LT ORD 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1035 40451 SH SHARED 02 40451 D A D C TELECOMMUNICATIONS COM NEW 00088630 200 7850 SH SHARED 06 7850 D A D C TELECOMMUNICATIONS COM NEW 00088630 1268 49562 SH SHARED 17 49062 500 D ADE CORP MASS COM 00089C10 21 700 SH SHARED 700 D ADE CORP MASS COM 00089C10 156 5100 SH SHARED 17 5100 D ACM INCOME FUND INC COM 00091210 19 2400 SH SHARED 2400 D ACM GOVT OPPORTUNITY FD INC COM 00091810 34 4486 SH SHARED 4486 D ABN AMRO HLDG NV SPONSORED ADR 00093710 6874 230080 SH SHARED 226480 3600 D ACM MANAGED DLR INCOME FD COM 00094910 27 3745 SH SHARED 3745 D ABM INDS INC COM 00095710 111 5800 SH SHARED 5800 D ABM INDS INC COM 00095710 5 300 SH SHARED 01 300 D ABM INDS INC COM 00095710 62 3250 SH SHARED 02 3250 D ABM INDS INC COM 00095710 525 27400 SH SHARED 17 25000 2400 D AEW REAL ESTATE INCOME FD COM 00104H10 4466 226041 SH SHARED 226041 D AFC ENTERPRISES INC COM 00104Q10 1980 142513 SH SHARED 142513 D AFC ENTERPRISES INC COM 00104Q10 234 16900 SH SHARED 17 11300 5600 D AFLAC INC COM 00105510 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AGCO CORP COM 00108410 263 12700 SH SHARED 15 12700 D AGCO CORP COM 00108410 2077 100150 SH SHARED 17 94650 5500 D AGL RES INC COM 00120410 1200 33314 SH SHARED 21520 11794 D AGL RES INC COM 00120410 919 25500 SH SHARED 01 25500 D AGL RES INC COM 00120410 2220 61600 SH SHARED 02 61600 D AGL RES INC COM 00120410 378 10500 SH SHARED 17 10500 D AES CORP COM 00130H10 19528 1144700 SH SHARED 1144700 D AES CORP COM 00130H10 2664 156200 SH SHARED 01 156200 D AES CORP COM 00130H10 3864 226520 SH SHARED 02 226520 D AES CORP COM 00130H10 1513 88730 SH SHARED 06 88730 D AES CORP COM 00130H10 507 29753 SH SHARED 10 17300 12453 D AES CORP COM 00130H10 152 8955 SH SHARED 14 8955 D AES CORP COM 00130H10 5102 299098 SH SHARED 17 284998 14100 D AK STL HLDG CORP COM 00154710 534 35600 SH SHARED 35600 D AK STL HLDG CORP COM 00154710 304 20300 SH SHARED 01 20300 D AK STL HLDG CORP COM 00154710 1935 129000 SH SHARED 10 129000 D AK STL HLDG CORP COM 00154710 2511 167400 SH SHARED 17 44700 122700 D AMB 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TECHNOLOGIES INC COM 00194110 39460 2296908 SH SHARED 2296908 D ATI TECHNOLOGIES INC COM 00194110 206 12038 SH SHARED 01 12038 D ATI TECHNOLOGIES INC COM 00194110 34 2000 SH SHR/OTHR 01 2000 D ATI TECHNOLOGIES INC COM 00194110 2167 126167 SH SHARED 02 126167 D ATI TECHNOLOGIES INC COM 00194110 11424 665000 SH SHARED 04 665000 D ATI TECHNOLOGIES INC COM 00194110 1223 71228 SH SHARED 06 71228 D ATI TECHNOLOGIES INC COM 00194110 9 530 SH SHARED 10 530 D ATI TECHNOLOGIES INC COM 00194110 10 600 SH SHARED 17 600 D A S V INC COM 00196310 32 1000 SH SHARED 1000 D A S V INC COM 00196310 6321 196200 SH SHARED 17 196200 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 82 47496 SH SHARED 47496 D AT&T INC COM 00206R10 446598 16516210 SH SHARED 16344772 171438 D AT&T INC COM 00206R10 4591 169797 SH SHR/OTHR 169797 D AT&T INC COM 00206R10 37639 1392009 SH SHARED 01 307474 1084535 D AT&T INC COM 00206R10 3080 113906 SH SHR/OTHR 01 113906 D AT&T INC COM 00206R10 70769 2617217 SH SHARED 02 2617217 D AT&T INC COM 00206R10 801 29648 SH SHARED 04 26500 3148 D AT&T INC COM 00206R10 9034 334103 SH SHARED 06 334103 D AT&T INC COM 00206R10 234003 8653971 SH SHARED 10 4902734 1729120 2022117 D AT&T INC COM 00206R10 256 9500 SH SHR/OTHR 10 9500 D AT&T INC COM 00206R10 2453 90723 SH SHARED 14 90723 D AT&T INC COM 00206R10 2801 103600 SH SHARED 15 103600 D AT&T INC COM 00206R10 52332 1935371 SH SHARED 17 1618569 316802 D ATMI INC COM 00207R10 75 2500 SH SHARED 2500 D ATMI INC COM 00207R10 111 3700 SH SHARED 01 3700 D ATMI INC COM 00207R10 229 7600 SH SHARED 02 7600 D ATMI INC COM 00207R10 54 1800 SH SHARED 10 1800 D ATMI INC COM 00207R10 549 18206 SH SHARED 17 15406 2800 D ATP OIL & GAS CORP COM 00208J10 48 1100 SH SHARED 1100 D ATP OIL & GAS CORP COM 00208J10 223 5100 SH SHARED 01 5100 D ATP OIL & GAS CORP COM 00208J10 1721 39200 SH SHARED 10 39200 D ATP OIL & GAS CORP COM 00208J10 1822 41500 SH SHARED 17 8300 33200 D AU OPTRONICS CORP SPONSORED ADR 00225510 25146 1686560 SH SHARED 1686560 D AU OPTRONICS CORP SPONSORED ADR 00225510 8722 585000 SH SHARED 02 585000 D AU OPTRONICS CORP SPONSORED ADR 00225510 12114 812500 SH SHARED 04 812500 D AU OPTRONICS CORP SPONSORED ADR 00225510 9244 620000 SH SHARED 06 620000 D AU OPTRONICS CORP SPONSORED ADR 00225510 28387 1903932 SH SHARED 10 1903932 D AU OPTRONICS CORP SPONSORED ADR 00225510 1162 78000 SH SHARED 14 78000 D AU OPTRONICS CORP SPONSORED ADR 00225510 149 10025 SH SHARED 15 10025 D AU OPTRONICS CORP SPONSORED ADR 00225510 1219 81811 SH SHARED 17 81811 D AVX CORP NEW COM 00244410 1 100 SH SHARED 100 D AVX CORP NEW COM 00244410 152 8600 SH SHARED 02 8600 D AVX CORP NEW COM 00244410 5 300 SH SHARED 17 300 D AAMES INVT CORP MD COM 00253G10 9867 1737225 SH SHARED 1737225 D AAMES INVT CORP MD COM 00253G10 761 134100 SH SHARED 17 122900 11200 D AASTROM BIOSCIENCES INC COM 00253U10 13 6731 SH SHARED 6731 D AASTROM BIOSCIENCES INC COM 00253U10 107 52800 SH SHARED 17 52800 D AARON RENTS INC COM 00253520 73 2700 SH SHARED 2700 D AARON RENTS INC COM 00253520 67 2475 SH SHARED 01 2475 D AARON RENTS INC COM 00253520 124 4600 SH SHARED 02 4600 D AARON RENTS INC COM 00253520 683 25150 SH SHARED 17 25150 D ABAXIS INC COM 00256710 125 5550 SH SHARED 5550 D ABAXIS INC COM 00256710 226 10000 SH SHARED 17 10000 D ABBOTT LABS COM 00282410 353951 8334146 SH SHARED 8062964 271182 D ABBOTT LABS COM 00282410 15896 374302 SH SHR/OTHR 374302 D ABBOTT LABS COM 00282410 46726 1100224 SH SHARED 01 396900 703324 D ABBOTT LABS COM 00282410 5695 134103 SH SHR/OTHR 01 134103 D ABBOTT LABS COM 00282410 22527 530432 SH SHARED 02 530432 D ABBOTT LABS COM 00282410 72659 1710850 SH SHARED 04 1710850 D ABBOTT LABS COM 00282410 8606 202639 SH SHARED 06 202639 D ABBOTT LABS COM 00282410 278540 6558516 SH SHARED 10 4227859 1175200 1155457 D ABBOTT LABS COM 00282410 348 8200 SH SHR/OTHR 10 8200 D ABBOTT LABS COM 00282410 5704 134323 SH SHARED 14 134323 D ABBOTT LABS COM 00282410 7279 171400 SH SHARED 15 171400 D ABBOTT LABS COM 00282410 7092 167000 SH SHARED 16 167000 D ABBOTT LABS COM 00282410 30441 716787 SH SHARED 17 643508 73279 D ABBOTT LABS COM 00282410 3185 75000 SH SHARED 18 75000 D ABER DIAMOND CORP COM 00289310 408 10100 SH SHARED 10100 D ABERCROMBIE & FITCH CO CL A 00289620 41067 704412 SH SHARED 704412 D ABERCROMBIE & FITCH CO CL A 00289620 2091 35880 SH SHARED 01 35880 D ABERCROMBIE & FITCH CO CL A 00289620 2273 39000 SH SHARED 02 39000 D ABERCROMBIE & FITCH CO CL A 00289620 210 3615 SH SHARED 06 3615 D ABERCROMBIE & FITCH CO CL A 00289620 52 900 SH SHARED 10 900 D ABERCROMBIE & FITCH CO CL A 00289620 221 3800 SH SHARED 14 3800 D ABERCROMBIE & FITCH CO CL A 00289620 2814 48278 SH SHARED 17 24878 23400 D ABBEY NATL PLC ADR PRF B7.375 00292070 14 560 SH SHARED 02 560 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 1640 276100 SH SHARED 276100 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 17 3000 SH SHARED 01 3000 D ABERDEEN GLOBAL INCOME FD IN COM 00301310 31 2500 SH SHARED 2500 D ABGENIX INC NOTE 3.500% 3/1 00339BAB 3465 3500000 PRN SHARED 3500000 D ABGENIX INC NOTE 3.500% 3/1 00339BAB 4455 4500000 PRN SHARED 02 4500000 D ABGENIX INC COM 00339B10 23132 1028100 SH SHARED 1028100 D ABGENIX INC COM 00339B10 204 9100 SH SHARED 01 9100 D ABGENIX INC COM 00339B10 31 1384 SH SHARED 06 1384 D ABGENIX INC COM 00339B10 1494 66400 SH SHARED 17 65500 900 D ABIOMED INC COM 00365410 15 1200 SH SHARED 1200 D ABIOMED INC COM 00365410 387 30000 SH SHARED 04 30000 D ABIOMED INC COM 00365410 95 7400 SH SHARED 17 7400 D ABITIBI-CONSOLIDATED INC COM 00392410 16365 3943500 SH SHARED 3943500 D ABITIBI-CONSOLIDATED INC COM 00392410 7 1909 SH SHARED 01 1909 D ABITIBI-CONSOLIDATED INC COM 00392410 766 184807 SH SHARED 02 184807 D ABITIBI-CONSOLIDATED INC COM 00392410 12242 2950000 SH SHARED 04 2950000 D ABITIBI-CONSOLIDATED INC COM 00392410 2730 658000 SH SHARED 06 658000 D ABITIBI-CONSOLIDATED INC COM 00392410 741 178781 SH SHARED 14 178781 D ACADIA PHARMACEUTICALS INC COM 00422510 246 15400 SH SHARED 15400 D ACADIA 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SHARED 17 12000 66600 D ALBEMARLE CORP COM 01265310 394 8700 SH SHARED 8700 D ALBEMARLE CORP COM 01265310 6 136 SH SHR/OTHR 136 D ALBEMARLE CORP COM 01265310 760 16760 SH SHARED 01 16760 D ALBEMARLE CORP COM 01265310 802 17700 SH SHARED 02 17700 D ALBERTO CULVER CO COM 01306810 20732 468750 SH SHARED 452465 16285 D ALBERTO CULVER CO COM 01306810 468 10600 SH SHR/OTHR 10600 D ALBERTO CULVER CO COM 01306810 1268 28679 SH SHARED 01 6520 22159 D ALBERTO CULVER CO COM 01306810 316 7160 SH SHR/OTHR 01 7160 D ALBERTO CULVER CO COM 01306810 1162 26278 SH SHARED 02 26278 D ALBERTO CULVER CO COM 01306810 92 2100 SH SHARED 06 2100 D ALBERTO CULVER CO COM 01306810 404 9150 SH SHARED 10 9150 D ALBERTO CULVER CO COM 01306810 1633 36932 SH SHARED 17 36932 D ALBERTSONS INC COM 01310410 161939 6308494 SH SHARED 6288954 19540 D ALBERTSONS INC COM 01310410 25 1000 SH SHR/OTHR 1000 D ALBERTSONS INC COM 01310410 2530 98565 SH SHARED 01 98565 D ALBERTSONS INC COM 01310410 19182 747278 SH SHARED 02 747278 D ALBERTSONS INC COM 01310410 559 21787 SH SHARED 06 21787 D ALBERTSONS INC COM 01310410 1070 41714 SH SHARED 10 39400 2314 D ALBERTSONS INC COM 01310410 31 1244 SH SHARED 14 1244 D ALBERTSONS INC COM 01310410 3906 152180 SH SHARED 17 146780 5400 D ALCAN INC COM 01371610 279490 6111761 SH SHARED 6111761 D ALCAN INC COM 01371610 9 200 SH SHR/OTHR 200 D ALCAN INC COM 01371610 662 14477 SH SHARED 01 14477 D ALCAN INC COM 01371610 6777 148198 SH SHARED 02 148198 D ALCAN INC COM 01371610 7368 161137 SH SHARED 06 161137 D ALCAN INC COM 01371610 64 1400 SH SHARED 10 1400 D ALCAN INC COM 01371610 1358 29700 SH SHARED 14 29700 D ALCAN INC COM 01371610 2286 50000 SH SHARED 16 50000 D ALCAN INC COM 01371610 110 2410 SH SHARED 17 1310 1100 D ALCAN INC COM 01371610 219 4794 SH SHARED 18 4794 D ALCOA INC COM 01381710 115510 3779797 SH SHARED 3697567 82230 D ALCOA INC COM 01381710 628 20550 SH SHR/OTHR 20550 D ALCOA INC COM 01381710 8274 270750 SH SHARED 01 42490 228260 D ALCOA INC COM 01381710 293 9620 SH SHR/OTHR 01 9620 D ALCOA INC COM 01381710 11035 361096 SH SHARED 02 357196 3900 D ALCOA INC COM 01381710 1443 47250 SH SHARED 04 47250 D ALCOA INC COM 01381710 8139 266336 SH SHARED 06 266336 D ALCOA INC COM 01381710 18098 592231 SH SHARED 10 585390 6841 D ALCOA INC COM 01381710 1854 60700 SH SHARED 14 60700 D ALCOA INC COM 01381710 916 30000 SH SHARED 15 30000 D ALCOA INC COM 01381710 13291 434932 SH SHARED 17 423032 11900 D ALCOA INC COM 01381710 9168 300000 SH SHARED 18 300000 D ALCATEL SPONSORED ADR 01390430 2 162 SH SHARED 162 D ALCATEL SPONSORED ADR 01390430 14 933 SH SHARED 01 933 D ALCATEL SPONSORED ADR 01390430 5775 375000 SH SHARED 02 375000 D ALDERWOODS GROUP INC COM 01438310 50 2800 SH SHARED 2800 D ALDERWOODS GROUP INC COM 01438310 204 11400 SH SHARED 01 11400 D ALDERWOODS GROUP INC COM 01438310 2998 167500 SH SHARED 10 167500 D ALDERWOODS GROUP INC COM 01438310 1729 96600 SH SHARED 17 18300 78300 D ALERIS INTL INC COM 01447710 96 2000 SH SHARED 2000 D ALERIS INTL INC COM 01447710 129 2700 SH SHARED 01 2700 D ALERIS INTL INC COM 01447710 2158 44900 SH SHARED 10 44900 D ALERIS INTL INC COM 01447710 27024 562194 SH SHARED 17 525294 36900 D ALEXANDER & BALDWIN INC COM 01448210 592 12429 SH SHARED 12429 D ALEXANDER & BALDWIN INC COM 01448210 47 1000 SH SHR/OTHR 1000 D ALEXANDER & BALDWIN INC COM 01448210 657 13800 SH SHARED 01 13800 D ALEXANDER & BALDWIN INC COM 01448210 1180 24767 SH SHARED 02 24767 D ALEXANDER & BALDWIN INC COM 01448210 200 4200 SH SHARED 17 3400 800 D ALEXANDERS INC COM 01475210 76 263 SH SHARED 263 D ALEXANDERS INC COM 01475210 664 2300 SH SHARED 01 2300 D ALEXANDERS INC COM 01475210 57 200 SH SHARED 10 200 D ALEXANDERS INC COM 01475210 1011 3500 SH SHARED 17 800 2700 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 133 1400 SH SHARED 1400 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 305 3200 SH SHARED 01 3200 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 262 2750 SH SHARED 02 2750 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 2812 29500 SH SHARED 10 29500 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 2573 27000 SH SHARED 17 10300 16700 D ALEXION PHARMACEUTICALS INC NOTE 1.375% 2/0 015351AF 150 120000 PRN SHARED 02 120000 D ALEXION PHARMACEUTICALS INC COM 01535110 354 10000 SH SHARED 10000 D ALEXION PHARMACEUTICALS INC COM 01535110 478 13518 SH SHARED 13518 D ALEXION PHARMACEUTICALS INC COM 01535110 70 2000 SH SHARED 01 2000 D ALEXION PHARMACEUTICALS INC COM 01535110 4250 120000 SH SHARED 04 120000 D ALEXION PHARMACEUTICALS INC COM 01535110 1183 33400 SH SHARED 10 32000 1400 D ALEXION PHARMACEUTICALS INC COM 01535110 490 13835 SH SHARED 17 13835 D ALFA CORP COM 01538510 37 2200 SH SHARED 2200 D ALFA CORP COM 01538510 1302 76000 SH SHARED 10 76000 D ALFA CORP COM 01538510 281 16400 SH SHARED 17 16400 D ALFACELL CORP COM 01540410 1 500 SH SHARED 01 500 D ALICO INC COM 01623010 2503 55098 SH SHARED 55098 D ALICO INC COM 01623010 49 1100 SH SHARED 10 1100 D ALICO INC COM 01623010 145 3200 SH SHARED 17 1400 1800 D ALIGN TECHNOLOGY INC COM 01625510 91 9997 SH SHARED 9997 D ALIGN TECHNOLOGY INC COM 01625510 154 16900 SH SHARED 10 16900 D ALIGN TECHNOLOGY INC COM 01625510 2831 308740 SH SHARED 17 144740 164000 D ALKERMES INC COM 01642T10 463 21000 SH SHARED 21000 D ALKERMES INC COM 01642T10 119 5400 SH SHARED 01 5400 D ALKERMES INC COM 01642T10 538 24400 SH SHARED 02 24400 D ALKERMES INC COM 01642T10 45 2076 SH SHARED 06 2076 D ALKERMES INC COM 01642T10 2451 111200 SH SHARED 10 111200 D ALKERMES INC COM 01642T10 2912 132100 SH SHARED 17 47800 84300 D ALLEGHANY CORP DEL COM 01717510 141 490 SH SHARED 02 490 D ALLEGHANY CORP DEL COM 01717510 244 845 SH SHARED 17 845 D ALLEGHENY ENERGY INC COM 01736110 126379 3733524 SH SHARED 3686869 46655 D ALLEGHENY ENERGY INC COM 01736110 3 100 SH SHR/OTHR 100 D ALLEGHENY ENERGY INC COM 01736110 1316 38900 SH SHARED 01 38900 D ALLEGHENY ENERGY INC COM 01736110 1964 58027 SH SHARED 02 58027 D ALLEGHENY ENERGY INC COM 01736110 3662 108196 SH SHARED 04 100000 8196 D ALLEGHENY ENERGY INC COM 01736110 507 14980 SH SHARED 05 14980 D ALLEGHENY ENERGY INC COM 01736110 58763 1736000 SH SHARED 06 1736000 D ALLEGHENY ENERGY INC COM 01736110 64142 1894910 SH SHARED 10 739760 1155150 D ALLEGHENY ENERGY INC COM 01736110 480 14200 SH SHARED 14 14200 D ALLEGHENY ENERGY INC COM 01736110 2362 69800 SH SHARED 15 69800 D ALLEGHENY ENERGY INC COM 01736110 3385 100000 SH SHARED 16 100000 D ALLEGHENY ENERGY INC COM 01736110 17301 511128 SH SHARED 17 511128 D ALLEGHENY ENERGY INC COM 01736110 382 11300 SH SHARED 19 11300 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 8583 140300 SH SHARED 140300 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 850 13900 SH SHARED 01 13900 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 3323 54318 SH SHARED 02 54318 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 162 2650 SH SHARED 06 2650 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 3526 57636 SH SHARED 17 56936 700 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 12 200 SH SHARED 19 200 D ALLERGAN INC NOTE 11/0 018490AE 71989 58197000 PRN SHARED 58197000 D ALLERGAN INC NOTE 11/0 018490AE 158 128000 PRN SHARED 02 128000 D ALLERGAN INC NOTE 11/0 018490AE 247 200000 PRN SHARED 06 200000 D ALLERGAN INC COM 01849010 29506 271948 SH SHARED 269773 2175 D ALLERGAN INC COM 01849010 4343 40035 SH SHARED 01 2559 37476 D ALLERGAN INC COM 01849010 9276 85500 SH SHARED 02 85500 D ALLERGAN INC COM 01849010 1566 14441 SH SHARED 06 14441 D ALLERGAN INC COM 01849010 2028 18700 SH SHARED 10 17000 1700 D ALLERGAN INC COM 01849010 640 5904 SH SHARED 14 5904 D ALLERGAN INC COM 01849010 8772 80855 SH SHARED 17 79055 1800 D ALLETE INC COM NEW 01852230 99 2125 SH SHARED 2125 D ALLETE INC COM NEW 01852230 19 411 SH SHR/OTHR 411 D ALLETE INC COM NEW 01852230 90 1932 SH SHARED 01 1932 D ALLETE INC COM NEW 01852230 0 16 SH SHARED 02 16 D ALLETE INC COM NEW 01852230 605 13000 SH SHARED 10 13000 D ALLETE INC COM NEW 01852230 2255 48400 SH SHARED 17 21700 26700 D ALLIANCE CALIF MUN INCOME FD COM 01854610 98 6145 SH SHARED 6145 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1276 27300 SH SHARED 27300 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1248 26700 SH SHARED 01 26700 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1473 31500 SH SHARED 02 31500 D ALLIANCE DATA SYSTEMS CORP COM 01858110 923 19756 SH SHARED 17 19756 D ALLIANCE IMAGING INC COM NEW 01860620 6 1000 SH SHARED 1000 D ALLIANCE IMAGING INC COM NEW 01860620 81 12600 SH SHARED 01 12600 D ALLIANCE IMAGING INC COM NEW 01860620 1462 227100 SH SHARED 10 227100 D ALLIANCE IMAGING INC COM NEW 01860620 45 7000 SH SHARED 17 7000 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 178 64415 SH SHARED 64415 D ALLIANCE RES PARTNER L P UT LTD PART 01877R10 227 6300 SH SHARED 17 6300 D ALLIANCE ONE INTL INC COM 01877210 28 5900 SH SHARED 5900 D ALLIANCE ONE INTL INC COM 01877210 141 29200 SH SHARED 17 29200 D ALLIANCE WORLD DLR GV FD II COM 01879R10 6945 551628 SH SHARED 548628 3000 D ALLIANCE WORLD DLR GV FD II COM 01879R10 12 1000 SH SHARED 01 1000 D ALLIANCE WORLD DLR GV FD INC COM 01879610 2253 179297 SH SHARED 179297 D ALLIANT ENERGY CORP COM 01880210 1249 39700 SH SHARED 39700 D ALLIANT ENERGY CORP COM 01880210 1403 44600 SH SHARED 01 44600 D ALLIANT ENERGY CORP COM 01880210 2271 72168 SH SHARED 02 72168 D ALLIANT ENERGY CORP COM 01880210 52 1659 SH SHARED 06 1659 D ALLIANT ENERGY CORP COM 01880210 222 7062 SH SHARED 14 7062 D ALLIANT ENERGY CORP COM 01880210 358 11400 SH SHARED 17 11400 D ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH 18182 17025000 PRN SHARED 17025000 D ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH 6162 5770000 PRN SHARED 02 5770000 D ALLIANT TECHSYSTEMS INC COM 01880410 786 10193 SH SHARED 8300 1893 D ALLIANT TECHSYSTEMS INC COM 01880410 283 3679 SH SHR/OTHR 3679 D ALLIANT TECHSYSTEMS INC COM 01880410 1122 14550 SH SHARED 01 14550 D ALLIANT TECHSYSTEMS INC COM 01880410 1281 16600 SH SHARED 02 16600 D ALLIANT TECHSYSTEMS INC COM 01880410 1337 17331 SH SHARED 17 17331 D ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 01880510 282 16900 SH SHARED 16900 D ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G10 775 11700 SH SHARED 11700 D ALLIED CAP CORP NEW COM 01903Q10 15 500 SH SHARED 500 D ALLIED CAP CORP NEW COM 01903Q10 65 2150 SH SHARED 01 150 2000 D ALLIED CAP CORP NEW COM 01903Q10 75 2454 SH SHR/OTHR 01 2454 D ALLIED CAP CORP NEW COM 01903Q10 410 13400 SH SHARED 02 13400 D ALLIED CAP CORP NEW COM 01903Q10 9 295 SH SHARED 10 295 D ALLIED CAP CORP NEW COM 01903Q10 1973 64488 SH SHARED 17 55988 8500 D ALLIED HEALTHCARE INTL INC COM 01923A10 9 2000 SH SHARED 2000 D ALLIED HEALTHCARE INTL INC COM 01923A10 5370 1107400 SH SHARED 17 1107400 D ALLIED WASTE INDS INC SDCV 4.250% 4/1 019589AD 46 50000 PRN SHARED 02 50000 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 16552 1352292 SH SHARED 1352292 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 481 39300 SH SHARED 01 39300 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 3976 324898 SH SHARED 02 324898 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 69 5700 SH SHARED 06 5700 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 3089 252400 SH SHARED 14 252400 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 1050 85821 SH SHARED 17 85821 D ALLIED WASTE INDS INC PFD SR C CONV 01958960 83198 1381800 SH SHARED 1381800 D ALLIED WASTE INDS INC PFD SR C CONV 01958960 19942 331218 SH SHARED 02 331218 D ALLIED WASTE INDS INC PFD CV D 6.25% 01958970 43632 174530 SH SHARED 174530 D ALLIED WASTE INDS INC PFD CV D 6.25% 01958970 28515 114061 SH SHARED 02 114061 D ALLION HEALTHCARE INC COM 01961510 547 40400 SH SHARED 40400 D ALLION HEALTHCARE INC COM 01961510 40 3000 SH SHARED 14 3000 D ALLION HEALTHCARE INC COM 01961510 2151 158659 SH SHARED 17 158659 D ALLOY INC NEW COM 01985530 9 713 SH SHARED 713 D ALLOY INC NEW COM 01985530 34 2600 SH SHARED 10 2600 D ALLOY INC NEW COM 01985530 57 4300 SH SHARED 17 4300 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 963 52600 SH SHARED 52600 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 153 8358 SH SHARED 02 8358 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 2036 111200 SH SHARED 10 111200 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 250 13700 SH SHARED 17 13700 D ALLMERICA SECS TR SH BEN INT 01992110 5 648 SH SHARED 648 D ALLSTATE CORP COM 02000210 77 1480 SH SHARED 1480 D ALLSTATE CORP COM 02000210 117713 2258944 SH SHARED 2213194 45750 D ALLSTATE CORP COM 02000210 1285 24678 SH SHR/OTHR 24678 D ALLSTATE CORP COM 02000210 20343 390391 SH SHARED 01 221490 168901 D ALLSTATE CORP COM 02000210 9 180 SH SHR/OTHR 01 180 D ALLSTATE CORP COM 02000210 15919 305504 SH SHARED 02 305504 D ALLSTATE CORP COM 02000210 225 4331 SH SHARED 04 4331 D ALLSTATE CORP COM 02000210 1817 34870 SH SHARED 05 34870 D ALLSTATE CORP COM 02000210 7039 135089 SH SHARED 06 135089 D ALLSTATE CORP COM 02000210 100634 1931197 SH SHARED 10 1576880 354317 D ALLSTATE CORP COM 02000210 177 3400 SH SHR/OTHR 10 3400 D ALLSTATE CORP COM 02000210 477 9168 SH SHARED 14 9168 D ALLSTATE CORP COM 02000210 6305 121000 SH SHARED 15 121000 D ALLSTATE CORP COM 02000210 2605 50000 SH SHARED 16 50000 D ALLSTATE CORP COM 02000210 19971 383258 SH SHARED 17 349358 33900 D ALLSTATE CORP COM 02000210 9959 191116 SH SHARED 19 191116 D ALLTEL CORP COM 02003910 79671 1230451 SH SHARED 1141574 88877 D ALLTEL CORP COM 02003910 4733 73100 SH SHR/OTHR 73100 D ALLTEL CORP COM 02003910 7964 123011 SH SHARED 01 9760 113251 D ALLTEL CORP COM 02003910 1612 24903 SH SHR/OTHR 01 24903 D ALLTEL CORP COM 02003910 27324 421998 SH SHARED 02 421998 D ALLTEL CORP COM 02003910 1506 23260 SH SHARED 06 23260 D ALLTEL CORP COM 02003910 459 7100 SH SHARED 10 5900 1200 D ALLTEL CORP COM 02003910 51 800 SH SHARED 14 800 D ALLTEL CORP COM 02003910 2266 35000 SH SHARED 16 35000 D ALLTEL CORP COM 02003910 16892 260894 SH SHARED 17 257194 3700 D ALNYLAM PHARMACEUTICALS INC COM 02043Q10 179 10224 SH SHARED 10216 8 D ALON USA ENERGY INC COM 02052010 19 800 SH SHARED 800 D ALON USA ENERGY INC COM 02052010 92 3777 SH SHARED 17 3777 D ALPHA NATURAL RESOURCES INC COM 02076X10 725 31366 SH SHR/OTHR 31366 D ALPHA NATURAL RESOURCES INC COM 02076X10 728 31500 SH SHARED 31500 D ALPHA NATURAL RESOURCES INC COM 02076X10 1318 57000 SH SHARED 14 57000 D ALPHA NATURAL RESOURCES INC COM 02076X10 449 19430 SH SHARED 17 19430 D ALPHARMA INC CL A 02081310 860 32100 SH SHARED 32100 D ALPHARMA INC CL A 02081310 107 4000 SH SHARED 01 4000 D ALPHARMA INC CL A 02081310 4830 180100 SH SHARED 10 180100 D ALPHARMA INC CL A 02081310 2657 99090 SH SHARED 17 16990 82100 D ALTANA AKTIENGESELLSCHAFT SPONSORED ADR 02143N10 61942 997940 SH SHARED 17 997940 D ALTERA CORP COM 02144110 34667 1679635 SH SHARED 1679635 D ALTERA CORP COM 02144110 1523 73800 SH SHARED 01 73800 D ALTERA CORP COM 02144110 24 1176 SH SHR/OTHR 01 1176 D ALTERA CORP COM 02144110 3043 147461 SH SHARED 02 147461 D ALTERA CORP COM 02144110 30 1500 SH SHARED 04 1500 D ALTERA CORP COM 02144110 1080 52344 SH SHARED 06 52344 D ALTERA CORP COM 02144110 18 884 SH SHARED 10 884 D ALTERA CORP COM 02144110 1248 60500 SH SHARED 14 60500 D ALTERA CORP COM 02144110 2956 143252 SH SHARED 17 142352 900 D ALTIRIS INC COM 02148M10 30 1400 SH SHARED 1400 D ALTIRIS INC COM 02148M10 94 4300 SH SHARED 01 4300 D ALTIRIS INC COM 02148M10 160 7300 SH SHARED 02 7300 D ALTIRIS INC COM 02148M10 708 32200 SH SHARED 10 32200 D ALTIRIS INC COM 02148M10 209 9500 SH SHARED 17 9500 D ALTRIA GROUP INC COM 02209S10 1275 18000 SH SHARED 12000 6000 D ALTRIA GROUP INC COM 02209S10 2112568 29813273 SH SHARED 29690527 122746 D ALTRIA GROUP INC COM 02209S10 4318 60940 SH SHR/OTHR 60940 D ALTRIA GROUP INC COM 02209S10 39268 554166 SH SHARED 01 4445 549721 D ALTRIA GROUP INC COM 02209S10 159252 2247420 SH SHR/OTHR 01 2247420 D ALTRIA GROUP INC COM 02209S10 299723 4229794 SH SHARED 02 4229794 D ALTRIA GROUP INC COM 02209S10 126029 1778564 SH SHARED 04 1775838 2726 D ALTRIA GROUP INC COM 02209S10 28973 408887 SH SHARED 06 408887 D ALTRIA GROUP INC COM 02209S10 104745 1478209 SH SHARED 10 349050 1017840 111319 D ALTRIA GROUP INC COM 02209S10 3341 47153 SH SHARED 14 47153 D ALTRIA GROUP INC COM 02209S10 8007 113000 SH SHARED 16 113000 D ALTRIA GROUP INC COM 02209S10 755687 10664516 SH SHARED 17 10573397 91119 D ALTUS PHARMACEUTICALS INC COM 02216N10 328 15000 SH SHARED 15000 D ALTUS PHARMACEUTICALS INC COM 02216N10 70 3200 SH SHARED 3200 D ALTUS PHARMACEUTICALS INC COM 02216N10 1918 87500 SH SHARED 04 87500 D ALUMINUM CORP CHINA LTD SPON ADR H SHS 02227610 366 3500 SH SHARED 3500 D AMAZON COM INC NOTE 4.750% 2/0 023135AF 19495 20500000 PRN SHARED 20500000 D AMAZON COM INC NOTE 4.750% 2/0 023135AF 1309 1377000 PRN SHARED 02 1377000 D AMAZON COM INC COM 02313510 74295 2033834 SH SHARED 2033234 600 D AMAZON COM INC COM 02313510 2016 55200 SH SHARED 01 55200 D AMAZON COM INC COM 02313510 10 300 SH SHR/OTHR 01 300 D AMAZON COM INC COM 02313510 4585 125531 SH SHARED 02 125531 D AMAZON COM INC COM 02313510 36 1000 SH SHARED 04 1000 D AMAZON COM INC COM 02313510 941 25766 SH SHARED 06 25766 D AMAZON COM INC COM 02313510 933 25548 SH SHARED 10 25548 D AMAZON COM INC COM 02313510 378 10364 SH SHARED 14 10364 D AMAZON COM INC COM 02313510 6912 189240 SH SHARED 17 183940 5300 D AMBAC FINL GROUP INC COM 02313910 17258 216820 SH SHARED 202369 14451 D AMBAC FINL GROUP INC COM 02313910 1787 22450 SH SHARED 01 22450 D AMBAC FINL GROUP INC COM 02313910 23 300 SH SHR/OTHR 01 300 D AMBAC FINL GROUP INC COM 02313910 2881 36200 SH SHARED 02 36200 D AMBAC FINL GROUP INC COM 02313910 594 7470 SH SHARED 06 7470 D AMBAC FINL GROUP INC COM 02313910 3207 40293 SH SHARED 10 40198 95 D AMBAC FINL GROUP INC COM 02313910 3845 48312 SH SHARED 17 48212 100 D AMBASSADORS GROUP INC COM 02317710 30 1200 SH SHARED 1200 D AMBASSADORS GROUP INC COM 02317710 167 6600 SH SHARED 10 6600 D AMBASSADORS GROUP INC COM 02317710 528 20800 SH SHARED 17 5000 15800 D AMCOR LTD ADR NEW 02341R30 3 170 SH SHARED 170 D AMCOL INTL CORP COM 02341W10 40 1400 SH SHARED 1400 D AMCOL INTL CORP COM 02341W10 63 2200 SH SHARED 02 2200 D AMCOL INTL CORP COM 02341W10 234 8150 SH SHARED 17 8150 D AMCOMP INC COM 02342J10 2637 275000 SH SHARED 17 275000 D AMDOCS LTD NOTE 0.500% 3/1 02342TAD 167 169000 PRN SHARED 02 169000 D AMEDISYS INC COM 02343610 38 1100 SH SHARED 1100 D AMEDISYS INC COM 02343610 1881 54150 SH SHARED 01 53675 475 D AMEDISYS INC COM 02343610 33 950 SH SHR/OTHR 01 950 D AMEDISYS INC COM 02343610 8834 254230 SH SHARED 10 245230 9000 D AMEDISYS INC COM 02343610 18608 535500 SH SHARED 17 387200 148300 D AMERADA HESS CORP COM 02355110 51083 358730 SH SHARED 358730 D AMERADA HESS CORP COM 02355110 768 5400 SH SHR/OTHR 5400 D AMERADA HESS CORP COM 02355110 4079 28645 SH SHARED 01 4770 23875 D AMERADA HESS CORP COM 02355110 265 1866 SH SHR/OTHR 01 1866 D AMERADA HESS CORP COM 02355110 21735 152639 SH SHARED 02 152639 D AMERADA HESS CORP COM 02355110 6422 45100 SH SHARED 06 45100 D AMERADA HESS CORP COM 02355110 111502 783020 SH SHARED 10 71330 711190 500 D AMERADA HESS CORP COM 02355110 12700 89186 SH SHARED 17 72386 16800 D AMERADA HESS CORP PFD CV ACES 7% 02355140 41372 346300 SH SHARED 346300 D AMERADA HESS CORP PFD CV ACES 7% 02355140 88943 744484 SH SHARED 02 744484 D AMERADA HESS CORP PFD CV ACES 7% 02355140 2473 20700 SH SHARED 17 20700 D AMERCO COM 02358610 69 700 SH SHARED 700 D AMERCO COM 02358610 217 2200 SH SHARED 01 2200 D AMERCO COM 02358610 455 4600 SH SHARED 17 4600 D AMEREN CORP COM 02360810 21616 433897 SH SHARED 433297 600 D AMEREN CORP COM 02360810 2007 40300 SH SHARED 01 40300 D AMEREN CORP COM 02360810 3529 70842 SH SHARED 02 70842 D AMEREN CORP COM 02360810 662 13293 SH SHARED 06 13293 D AMEREN CORP COM 02360810 151 3047 SH SHARED 10 3047 D AMEREN CORP COM 02360810 5806 116551 SH SHARED 17 82251 34300 D AMERICA SVC GROUP INC COM 02364L10 10 800 SH SHARED 800 D AMERICA SVC GROUP INC COM 02364L10 70 5400 SH SHARED 17 5400 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 18674 545091 SH SHARED 536462 8629 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 123 3600 SH SHR/OTHR 3600 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 97291 2839800 SH SHARED 01 2839800 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 256 7500 SH SHR/OTHR 01 7500 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 19099 557500 SH SHARED 04 557500 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 4813 140500 SH SHARED 06 140500 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 129883 3791100 SH SHARED 10 3791100 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 27822 812087 SH SHARED 17 812087 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 102 3000 SH SHARED 19 3000 D AMCORE FINL INC COM 02391210 41 1300 SH SHARED 1300 D AMCORE FINL INC COM 02391210 6 200 SH SHARED 01 200 D AMCORE FINL INC COM 02391210 142 4500 SH SHARED 10 4500 D AMCORE FINL INC COM 02391210 379 12013 SH SHARED 17 9413 2600 D AMERICAN AXLE & MFG HLDGS IN FRNT 2.000% 2/1 024061AB 4 5500 PRN SHARED 17 5500 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 1193 69700 SH SHARED 69700 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 3258 190218 SH SHARED 02 190218 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 34 1998 SH SHARED 06 1998 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 6632 387200 SH SHARED 10 387200 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 352 20600 SH SHARED 17 16400 4200 D AMERICAN CAMPUS CMNTYS INC COM 02483510 31 1200 SH SHARED 1200 D AMERICAN CAMPUS CMNTYS INC COM 02483510 34851 1345104 SH SHARED 11 1345104 D AMERICAN CAMPUS CMNTYS INC COM 02483510 173 6700 SH SHARED 17 6700 D AMERICAN CAPITAL STRATEGIES COM 02493710 10444 297067 SH SHARED 297012 55 D AMERICAN CAPITAL STRATEGIES COM 02493710 21 600 SH SHR/OTHR 600 D AMERICAN CAPITAL STRATEGIES COM 02493710 542 15435 SH SHARED 01 9705 5730 D AMERICAN CAPITAL STRATEGIES COM 02493710 41 1193 SH SHR/OTHR 01 1193 D AMERICAN CAPITAL STRATEGIES COM 02493710 418 11902 SH SHARED 02 11902 D AMERICAN CAPITAL STRATEGIES COM 02493710 2191 62334 SH SHARED 17 50734 11600 D AMERICAN DENTAL PARTNERS COM 02535310 12 900 SH SHARED 900 D AMERICAN DENTAL PARTNERS COM 02535310 93 6950 SH SHARED 17 6950 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 8296 277840 SH SHARED 264140 13700 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 1519 50900 SH SHARED 01 50900 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 3204 107325 SH SHARED 02 107325 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 439 14716 SH SHARED 06 14716 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 8716 291900 SH SHARED 10 291900 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 259 8676 SH SHARED 14 8676 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 549 18400 SH SHARED 17 16800 1600 D AMERICAN ECOLOGY CORP COM NEW 02553340 18 900 SH SHARED 900 D AMERICAN ECOLOGY CORP COM NEW 02553340 10069 494100 SH SHARED 17 494100 D AMERICAN ELEC PWR INC COM 02553710 30451 895107 SH SHARED 884427 10680 D AMERICAN ELEC PWR INC COM 02553710 257 7578 SH SHR/OTHR 7578 D AMERICAN ELEC PWR INC COM 02553710 3355 98621 SH SHARED 01 98621 D AMERICAN ELEC PWR INC COM 02553710 4 125 SH SHR/OTHR 01 125 D AMERICAN ELEC PWR INC COM 02553710 4954 145627 SH SHARED 02 145627 D AMERICAN ELEC PWR INC COM 02553710 1544 45389 SH SHARED 06 45389 D AMERICAN ELEC PWR INC COM 02553710 4192 123229 SH SHARED 10 123229 D AMERICAN ELEC PWR INC COM 02553710 250 7368 SH SHARED 14 7368 D AMERICAN ELEC PWR INC COM 02553710 7730 227223 SH SHARED 17 172423 54800 D AMERICAN EQTY INVT LIFE HLD COM 02567620 111 7800 SH SHARED 7800 D AMERICAN EQTY INVT LIFE HLD COM 02567620 4112 286800 SH SHARED 02 286800 D AMERICAN EQTY INVT LIFE HLD COM 02567620 250 17472 SH SHARED 17 17472 D AMERICAN EXPRESS CO DBCV 1.850%12/0 025816AS 5180 5000000 PRN SHARED 5000000 D AMERICAN EXPRESS CO DBCV 1.850%12/0 025816AS 28200 27221000 PRN SHARED 02 27221000 D AMERICAN EXPRESS CO DBCV 1.850%12/0 025816AS 5003 4830000 PRN SHARED 06 4830000 D AMERICAN EXPRESS CO COM 02581610 12753 242700 SH SHARED 242700 D AMERICAN EXPRESS CO COM 02581610 252946 4813451 SH SHARED 4714124 99327 D AMERICAN EXPRESS CO COM 02581610 9718 184939 SH SHR/OTHR 184939 D AMERICAN EXPRESS CO COM 02581610 21093 401394 SH SHARED 01 11449 389945 D AMERICAN EXPRESS CO COM 02581610 2606 49601 SH SHR/OTHR 01 49601 D AMERICAN EXPRESS CO COM 02581610 69779 1327875 SH SHARED 02 1327875 D AMERICAN EXPRESS CO COM 02581610 1948 37085 SH SHARED 04 35900 1185 D AMERICAN EXPRESS CO COM 02581610 4850 92295 SH SHARED 06 92295 D AMERICAN EXPRESS CO COM 02581610 49790 947496 SH SHARED 10 240588 580600 126308 D AMERICAN EXPRESS CO COM 02581610 352 6699 SH SHARED 14 6699 D AMERICAN EXPRESS CO COM 02581610 55292 1052188 SH SHARED 17 1041288 10900 D AMERICAN EXPRESS CO COM 02581610 16 320 SH SHARED 19 320 D AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD 1207 2440000 PRN SHARED 02 2440000 D AMERICAN FINL GROUP INC OHIO COM 02593210 1200 28840 SH SHARED 23100 5740 D AMERICAN FINL GROUP INC OHIO COM 02593210 1839 44210 SH SHARED 01 7355 36855 D AMERICAN FINL GROUP INC OHIO COM 02593210 8 215 SH SHR/OTHR 01 215 D AMERICAN FINL GROUP INC OHIO COM 02593210 869 20900 SH SHARED 02 20900 D AMERICAN FINL GROUP INC OHIO COM 02593210 1452 34900 SH SHARED 10 34900 D AMERICAN FINL GROUP INC OHIO COM 02593210 2995 72000 SH SHARED 17 13000 59000 D AMERICAN FINL RLTY TR NOTE 4.375% 7/1 02607PAB 20643 23300000 PRN SHARED 02 23300000 D AMERICAN FINL RLTY TR COM 02607P30 1 100 SH SHARED 100 D AMERICAN FINL RLTY TR COM 02607P30 80 6890 SH SHARED 01 6890 D AMERICAN FINL RLTY TR COM 02607P30 150 12885 SH SHARED 02 12885 D AMERICAN FINL RLTY TR COM 02607P30 44675 3834800 SH SHARED 11 3834800 D AMERICAN FINL RLTY TR COM 02607P30 2318 199000 SH SHARED 17 190000 9000 D AMERICAN GREETINGS CORP NOTE 7.000% 7/1 026375AJ 2658 1699000 PRN SHARED 1699000 D AMERICAN GREETINGS CORP NOTE 7.000% 7/1 026375AJ 11401 7285000 PRN SHARED 02 7285000 D AMERICAN GREETINGS CORP CL A 02637510 433 20050 SH SHARED 14300 5750 D AMERICAN GREETINGS CORP CL A 02637510 830 38401 SH SHARED 01 3200 35201 D AMERICAN GREETINGS CORP CL A 02637510 605 28000 SH SHARED 02 28000 D AMERICAN GREETINGS CORP CL A 02637510 512 23700 SH SHARED 17 23700 D AMERICAN HOME MTG INVT CORP COM 02660R10 1450 46476 SH SHARED 46476 D AMERICAN HOME MTG INVT CORP COM 02660R10 193 6200 SH SHARED 01 6200 D AMERICAN HOME MTG INVT CORP COM 02660R10 1373 44000 SH SHARED 10 44000 D AMERICAN HOME MTG INVT CORP COM 02660R10 1183 37935 SH SHARED 17 25035 12900 D AMERICAN INDEPENDENCE CORP COM NEW 02676040 15 1295 SH SHARED 01 1295 D AMERICAN INTL GROUP INC NOTE 0.500% 5/1 026874AN 18 20000 PRN SHARED 01 20000 D AMERICAN INTL GROUP INC NOTE 0.500% 5/1 026874AN 261 278000 PRN SHARED 02 278000 D AMERICAN INTL GROUP INC COM 02687410 892 13500 SH SHARED 13500 D AMERICAN INTL GROUP INC COM 02687410 538817 8152784 SH SHARED 7859777 293007 D AMERICAN INTL GROUP INC COM 02687410 28610 432908 SH SHR/OTHR 432908 D AMERICAN INTL GROUP INC COM 02687410 73067 1105574 SH SHARED 01 263768 841806 D AMERICAN INTL GROUP INC COM 02687410 10187 154139 SH SHR/OTHR 01 154139 D AMERICAN INTL GROUP INC COM 02687410 60748 919174 SH SHARED 02 917374 1800 D AMERICAN INTL GROUP INC COM 02687410 18390 278262 SH SHARED 04 277377 885 D AMERICAN INTL GROUP INC COM 02687410 11290 170839 SH SHARED 06 170839 D AMERICAN INTL GROUP INC COM 02687410 273399 4136771 SH SHARED 10 3334703 802068 D AMERICAN INTL GROUP INC COM 02687410 456 6900 SH SHR/OTHR 10 6900 D AMERICAN INTL GROUP INC COM 02687410 6116 92554 SH SHARED 14 92554 D AMERICAN INTL GROUP INC COM 02687410 9516 144000 SH SHARED 15 144000 D AMERICAN INTL GROUP INC COM 02687410 2577 39000 SH SHARED 16 39000 D AMERICAN INTL GROUP INC COM 02687410 297890 4507340 SH SHARED 17 4415840 91500 D AMERICAN INTL GROUP INC COM 02687410 4624 69972 SH SHARED 18 69972 D AMERICAN INTL GROUP INC COM 02687410 317 4800 SH SHARED 19 4800 D AMERICAN ITALIAN PASTA CO CL A 02707010 855 136600 SH SHARED 136600 D AMERICAN ITALIAN PASTA CO CL A 02707010 19 3100 SH SHARED 10 3100 D AMERICAN ITALIAN PASTA CO CL A 02707010 40 6460 SH SHARED 17 6460 D AMERICAN LD LEASE INC COM 02711810 7562 276500 SH SHARED 11 276500 D AMERICAN MED SYS HLDGS INC COM 02744M10 103 4600 SH SHARED 4600 D AMERICAN MED SYS HLDGS INC COM 02744M10 141 6300 SH SHARED 01 6300 D AMERICAN MED SYS HLDGS INC COM 02744M10 31 1380 SH SHR/OTHR 01 1380 D AMERICAN MED SYS HLDGS INC COM 02744M10 36 1600 SH SHARED 02 1600 D AMERICAN MED SYS HLDGS INC COM 02744M10 2648 117700 SH SHARED 10 117700 D AMERICAN MED SYS HLDGS INC COM 02744M10 1052 46788 SH SHARED 15 46788 D AMERICAN MED SYS HLDGS INC COM 02744M10 2389 106200 SH SHARED 17 26300 79900 D AMERICAN MTG ACCEP CO SH BEN INT 02756810 16 1000 SH SHARED 01 1000 D AMERICAN NATL INS CO COM 02859110 22 200 SH SHARED 01 200 D AMERICAN NATL INS CO COM 02859110 89 802 SH SHARED 02 802 D AMERICAN NATL INS CO COM 02859110 67 600 SH SHARED 17 600 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 285 10034 SH SHARED 10034 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 181 6387 SH SHARED 02 6387 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 256 9000 SH SHARED 04 9000 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 19 692 SH SHARED 06 692 D AMERICAN PHYSICIANS CAPITAL COM 02888410 24 500 SH SHARED 500 D AMERICAN PHYSICIANS CAPITAL COM 02888410 201 4200 SH SHARED 17 4200 D AMERICAN RETIREMENT CORP COM 02891310 51 2000 SH SHARED 2000 D AMERICAN RETIREMENT CORP COM 02891310 84 3300 SH SHARED 01 3300 D AMERICAN RETIREMENT CORP COM 02891310 514 20100 SH SHARED 17 20100 D AMERICAN PWR CONVERSION CORP COM 02906610 15379 665471 SH SHARED 665471 D AMERICAN PWR CONVERSION CORP COM 02906610 912 39475 SH SHARED 01 650 38825 D AMERICAN PWR CONVERSION CORP COM 02906610 103 4492 SH SHR/OTHR 01 4492 D AMERICAN PWR CONVERSION CORP COM 02906610 1408 60957 SH SHARED 02 60957 D AMERICAN PWR CONVERSION CORP COM 02906610 239 10370 SH SHARED 06 10370 D AMERICAN PWR CONVERSION CORP COM 02906610 218 9454 SH SHARED 10 9300 154 D AMERICAN PWR CONVERSION CORP COM 02906610 1643 71111 SH SHARED 17 69211 1900 D AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 02916910 1770 38400 SH SHARED 38400 D AMERICAN RLTY INVS INC COM 02917410 26 3009 SH SHARED 3009 D AMERICAN REPROGRAPHICS CO COM 02926310 34 1000 SH SHARED 1000 D AMERICAN REPROGRAPHICS CO COM 02926310 299 8640 SH SHARED 17 8640 D AMERICAN SCIENCE & ENGR INC COM 02942910 56 600 SH SHARED 600 D AMERICAN SCIENCE & ENGR INC COM 02942910 4 50 SH SHARED 01 50 D AMERICAN SCIENCE & ENGR INC COM 02942910 27 295 SH SHARED 02 295 D AMERICAN SCIENCE & ENGR INC COM 02942910 354 3800 SH SHARED 17 3800 D AMERICAN SELECT PORTFOLIO IN COM 02957010 76 6506 SH SHARED 6506 D AMERICAN STD COS INC DEL COM 02971210 34551 806152 SH SHARED 802172 3980 D AMERICAN STD COS INC DEL COM 02971210 373 8710 SH SHR/OTHR 8710 D AMERICAN STD COS INC DEL COM 02971210 1572 36700 SH SHARED 01 36700 D AMERICAN STD COS INC DEL COM 02971210 2671 62328 SH SHARED 02 62328 D AMERICAN STD COS INC DEL COM 02971210 835 19483 SH SHARED 06 19483 D AMERICAN STD COS INC DEL COM 02971210 10 236 SH SHARED 10 236 D AMERICAN STD COS INC DEL COM 02971210 482 11248 SH SHARED 14 11248 D AMERICAN STD COS INC DEL COM 02971210 3108 72516 SH SHARED 17 71616 900 D AMERICAN STS WTR CO COM 02989910 44 1200 SH SHARED 1200 D AMERICAN STS WTR CO COM 02989910 9 250 SH SHARED 01 250 D AMERICAN STS WTR CO COM 02989910 78 2100 SH SHARED 10 2100 D AMERICAN STS WTR CO COM 02989910 302 8100 SH SHARED 17 4800 3300 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 10313 10418000 PRN SHARED 10418000 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 8471 8557000 PRN SHARED 02 8557000 D AMERICAN TOWER CORP NOTE 3.250% 8/0 029912AK 2540 995000 PRN SHARED 02 995000 D AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR 7148 4536000 PRN SHARED 02 4536000 D AMERICAN TOWER CORP CL A 02991220 37904 1250163 SH SHARED 1250163 D AMERICAN TOWER CORP CL A 02991220 57 1900 SH SHR/OTHR 1900 D AMERICAN TOWER CORP CL A 02991220 266 8775 SH SHARED 01 8775 D AMERICAN TOWER CORP CL A 02991220 1276 42101 SH SHARED 02 42101 D AMERICAN TOWER CORP CL A 02991220 1331 43920 SH SHARED 06 43920 D AMERICAN TOWER CORP CL A 02991220 106 3500 SH SHARED 10 3500 D AMERICAN TOWER CORP CL A 02991220 252 8340 SH SHARED 14 8340 D AMERICAN TOWER CORP CL A 02991220 43788 1444200 SH SHARED 17 1435000 9200 D AMERICAN STRATEGIC INCOME II COM 03009T10 506 47279 SH SHARED 47279 D AMERICAN STRATEGIC INCM PTFL COM 03009810 10 942 SH SHARED 942 D AMERN STRATEGIC INCOME PTFL COM 03009910 8 738 SH SHARED 738 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 99 8804 SH SHARED 8804 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 158 14000 SH SHARED 17 14000 D AMERICAN VANGUARD CORP COM 03037110 24 800 SH SHARED 800 D AMERICAN VANGUARD CORP COM 03037110 85 2800 SH SHARED 17 2800 D AMERICAN WOODMARK CORP COM 03050610 28 800 SH SHARED 800 D AMERICAN WOODMARK CORP COM 03050610 213 6000 SH SHARED 17 6000 D AMERICANWEST BANCORPORATION COM 03058P10 18 700 SH SHARED 700 D AMERICANWEST BANCORPORATION COM 03058P10 6956 262790 SH SHARED 17 262790 D AMERICREDIT CORP NOTE 1.750%11/1 03060RAM 1906 1130000 PRN SHARED 02 1130000 D AMERICREDIT CORP COM 03060R10 9893 321950 SH SHARED 321950 D AMERICREDIT CORP COM 03060R10 2559 83300 SH SHARED 01 83300 D AMERICREDIT CORP COM 03060R10 1810 58900 SH SHARED 02 58900 D AMERICREDIT CORP COM 03060R10 795 25900 SH SHARED 10 25900 D AMERICREDIT CORP COM 03060R10 181 5900 SH SHARED 17 5900 D AMERICAS CAR MART INC COM 03062T10 12 600 SH SHARED 600 D AMERICAS CAR MART INC COM 03062T10 133 6200 SH SHARED 17 6200 D AMERISTAR CASINOS INC COM 03070Q10 1158 44934 SH SHARED 44934 D AMERISTAR CASINOS INC COM 03070Q10 1191 46200 SH SHARED 10 46200 D AMERISTAR CASINOS INC COM 03070Q10 1771 68700 SH SHARED 17 12500 56200 D AMERISAFE INC COM 03071H10 8062 671900 SH SHARED 17 671900 D AMERIVEST PPTYS INC DEL COM 03071L10 1856 420000 SH SHARED 17 420000 D AMERON INTL INC COM 03071010 43 600 SH SHARED 600 D AMERON INTL INC COM 03071010 117 1600 SH SHR/OTHR 1600 D AMERON INTL INC COM 03071010 109 1500 SH SHARED 10 1500 D AMERON INTL INC COM 03071010 395 5400 SH SHARED 17 3100 2300 D AMERUS GROUP CO COM 03072M10 530 8800 SH SHARED 8800 D AMERUS GROUP CO COM 03072M10 825 13700 SH SHARED 01 13700 D AMERUS GROUP CO COM 03072M10 1054 17500 SH SHARED 02 17500 D AMERUS GROUP CO COM 03072M10 518 8600 SH SHARED 17 8600 D AMERISOURCEBERGEN CORP COM 03073E10 17971 372304 SH SHARED 344404 27900 D AMERISOURCEBERGEN CORP COM 03073E10 2641 54726 SH SHARED 01 54726 D AMERISOURCEBERGEN CORP COM 03073E10 7422 153778 SH SHARED 02 153778 D AMERISOURCEBERGEN CORP COM 03073E10 668 13850 SH SHARED 06 13850 D AMERISOURCEBERGEN CORP COM 03073E10 17428 361068 SH SHARED 10 32500 328568 D AMERISOURCEBERGEN CORP COM 03073E10 331 6874 SH SHARED 14 6874 D AMERISOURCEBERGEN CORP COM 03073E10 7631 158095 SH SHARED 17 101595 56500 D AMERIGROUP CORP COM 03073T10 96 4600 SH SHARED 4600 D AMERIGROUP CORP COM 03073T10 2424 115210 SH SHARED 01 103860 11350 D AMERIGROUP CORP COM 03073T10 37 1800 SH SHR/OTHR 01 1800 D AMERIGROUP CORP COM 03073T10 149 7100 SH SHARED 02 7100 D AMERIGROUP CORP COM 03073T10 18511 879820 SH SHARED 10 879820 D AMERIGROUP CORP COM 03073T10 42037 1998000 SH SHARED 17 1998000 D AMERISERV FINL INC COM 03074A10 12 2500 SH SHARED 2500 D AMERIPRISE FINL INC COM 03076C10 27273 605273 SH SHARED 599455 5818 D AMERIPRISE FINL INC COM 03076C10 1082 24028 SH SHR/OTHR 24028 D AMERIPRISE FINL INC COM 03076C10 2878 63884 SH SHARED 01 200 63684 D AMERIPRISE FINL INC COM 03076C10 232 5169 SH SHR/OTHR 01 5169 D AMERIPRISE FINL INC COM 03076C10 8475 188089 SH SHARED 02 188089 D AMERIPRISE FINL INC COM 03076C10 776 17239 SH SHARED 06 17239 D AMERIPRISE FINL INC COM 03076C10 154 3418 SH SHARED 10 2940 478 D AMERIPRISE FINL INC COM 03076C10 260 5788 SH SHARED 14 5788 D AMERIPRISE FINL INC COM 03076C10 11204 248659 SH SHARED 17 217519 31140 D AMERIPRISE FINL INC COM 03076C10 2 64 SH SHARED 19 64 D AMERIS BANCORP COM 03076K10 20 900 SH SHARED 900 D AMERIS BANCORP COM 03076K10 106 4560 SH SHARED 17 4560 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 35 1200 SH SHR/OTHR 1200 D AMES NATL CORP COM 03100110 14 600 SH SHARED 600 D AMES NATL CORP COM 03100110 43 1800 SH SHARED 17 1800 D AMETEK INC NEW COM 03110010 2977 66235 SH SHARED 59200 7035 D AMETEK INC NEW COM 03110010 925 20575 SH SHR/OTHR 20575 D AMETEK INC NEW COM 03110010 10334 229855 SH SHARED 01 118895 110960 D AMETEK INC NEW COM 03110010 2010 44720 SH SHR/OTHR 01 44720 D AMETEK INC NEW COM 03110010 1411 31400 SH SHARED 02 31400 D AMETEK INC NEW COM 03110010 1799 40020 SH SHARED 17 40020 D AMGEN INC NOTE 3/0 031162AE 6 8000 PRN SHARED 8000 D AMGEN INC NOTE 3/0 031162AE 150 200000 PRN SHARED 02 200000 D AMGEN INC NOTE 3/0 031162AL 51966 69197000 PRN SHARED 69197000 D AMGEN INC NOTE 3/0 031162AL 112 150000 PRN SHR/OTHR 01 150000 D AMGEN INC NOTE 3/0 031162AL 3076 4096000 PRN SHARED 02 4096000 D AMGEN INC NOTE 3/0 031162AL 2711 3610000 PRN SHARED 06 3610000 D AMGEN INC COM 03116210 5456 75000 SH SHARED 74000 1000 D AMGEN INC COM 03116210 437632 6015571 SH SHARED 5923319 92252 D AMGEN INC COM 03116210 10124 139170 SH SHR/OTHR 139170 D AMGEN INC COM 03116210 43909 603566 SH SHARED 01 103604 499962 D AMGEN INC COM 03116210 4802 66009 SH SHR/OTHR 01 66009 D AMGEN INC COM 03116210 44971 618163 SH SHARED 02 618163 D AMGEN INC COM 03116210 115691 1590255 SH SHARED 04 1586900 3355 D AMGEN INC COM 03116210 1128 15510 SH SHARED 05 15510 D AMGEN INC COM 03116210 46434 638269 SH SHARED 06 638269 D AMGEN INC COM 03116210 126925 1744683 SH SHARED 10 509630 1095780 139273 D AMGEN INC COM 03116210 6471 88957 SH SHARED 14 88957 D AMGEN INC COM 03116210 949 13050 SH SHARED 15 13050 D AMGEN INC COM 03116210 47542 653503 SH SHARED 17 632203 21300 D AMGEN INC COM 03116210 12367 170000 SH SHARED 18 170000 D AMGEN INC COM 03116210 14 200 SH SHARED 19 200 D AMIS HLDGS INC COM 03153810 665 73414 SH SHARED 73414 D AMIS HLDGS INC COM 03153810 136 15100 SH SHARED 17 15100 D AMKOR TECHNOLOGY INC NOTE 5.000% 3/1 031652AH 3904 4000000 PRN SHARED 4000000 D AMKOR TECHNOLOGY INC NOTE 5.000% 3/1 031652AH 4995 5118000 PRN SHARED 02 5118000 D AMKOR TECHNOLOGY INC NOTE 5.750% 6/0 031652AN 5483 5500000 PRN SHARED 5500000 D AMKOR TECHNOLOGY INC NOTE 5.750% 6/0 031652AN 1399 1404000 PRN SHARED 02 1404000 D AMKOR TECHNOLOGY INC COM 03165210 222 25700 SH SHARED 25700 D AMKOR TECHNOLOGY INC COM 03165210 112 13000 SH SHARED 01 13000 D AMKOR TECHNOLOGY INC COM 03165210 51 6000 SH SHARED 02 6000 D AMKOR TECHNOLOGY INC COM 03165210 994 115075 SH SHARED 17 115075 D AMPAL AMERN ISRAEL CORP CL A 03201510 21 4619 SH SHARED 4619 D AMPHENOL CORP NEW CL A 03209510 6694 128300 SH SHARED 128300 D AMPHENOL CORP NEW CL A 03209510 1883 36100 SH SHARED 01 36100 D AMPHENOL CORP NEW CL A 03209510 2196 42090 SH SHARED 02 39600 2490 D AMPHENOL CORP NEW CL A 03209510 173 3316 SH SHARED 06 3316 D AMPHENOL CORP NEW CL A 03209510 15 300 SH SHARED 10 300 D AMPHENOL CORP NEW CL A 03209510 152 2913 SH SHARED 14 2913 D AMPHENOL CORP NEW CL A 03209510 135 2600 SH SHARED 17 2200 400 D AMSOUTH BANCORPORATION COM 03216510 17506 647184 SH SHARED 586759 60425 D AMSOUTH BANCORPORATION COM 03216510 207 7660 SH SHR/OTHR 7660 D AMSOUTH BANCORPORATION COM 03216510 12330 455844 SH SHARED 01 294850 160994 D AMSOUTH BANCORPORATION COM 03216510 219 8100 SH SHR/OTHR 01 8100 D AMSOUTH BANCORPORATION COM 03216510 4483 165747 SH SHARED 02 165747 D AMSOUTH BANCORPORATION COM 03216510 623 23050 SH SHARED 06 23050 D AMSOUTH BANCORPORATION COM 03216510 93290 3448808 SH SHARED 10 3011905 436903 D AMSOUTH BANCORPORATION COM 03216510 227 8400 SH SHR/OTHR 10 8400 D AMSOUTH BANCORPORATION COM 03216510 3172 117300 SH SHARED 15 117300 D AMSOUTH BANCORPORATION COM 03216510 6024 222716 SH SHARED 17 161227 61489 D AMSURG CORP COM 03232P40 153 6756 SH SHARED 6756 D AMSURG CORP COM 03232P40 43 1900 SH SHARED 10 1900 D AMSURG CORP COM 03232P40 347 15300 SH SHARED 17 12200 3100 D AMYLIN PHARMACEUTICALS INC NOTE 2.250% 6/3 032346AB 1457 940000 PRN SHARED 02 940000 D AMYLIN PHARMACEUTICALS INC NOTE 2.500% 4/1 032346AD 760 500000 PRN SHARED 02 500000 D AMYLIN PHARMACEUTICALS INC COM 03234610 11006 224855 SH SHARED 224855 D AMYLIN PHARMACEUTICALS INC COM 03234610 330 6750 SH SHARED 01 6750 D AMYLIN PHARMACEUTICALS INC COM 03234610 19 400 SH SHR/OTHR 01 400 D AMYLIN PHARMACEUTICALS INC COM 03234610 44701 913209 SH SHARED 02 913209 D AMYLIN PHARMACEUTICALS INC COM 03234610 2046 41800 SH SHARED 10 41800 D AMYLIN PHARMACEUTICALS INC COM 03234610 3269 66800 SH SHARED 17 46500 20300 D AMVESCAP PLC SPONSORED ADR 03235E10 5844 309911 SH SHARED 309911 D ANADARKO PETE CORP COM 03251110 121304 1200920 SH SHARED 1190110 10810 D ANADARKO PETE CORP COM 03251110 1622 16065 SH SHR/OTHR 16065 D ANADARKO PETE CORP COM 03251110 7801 77235 SH SHARED 01 15189 62046 D ANADARKO PETE CORP COM 03251110 631 6248 SH SHR/OTHR 01 6248 D ANADARKO PETE CORP COM 03251110 11675 115592 SH SHARED 02 115592 D ANADARKO PETE CORP COM 03251110 404 4000 SH SHARED 05 4000 D ANADARKO PETE CORP COM 03251110 9431 93369 SH SHARED 06 93369 D ANADARKO PETE CORP COM 03251110 13314 131814 SH SHARED 10 30100 101714 D ANADARKO PETE CORP COM 03251110 464 4602 SH SHARED 14 4602 D ANADARKO PETE CORP COM 03251110 3030 30000 SH SHARED 16 30000 D ANADARKO PETE CORP COM 03251110 57549 569737 SH SHARED 17 537037 32700 D ANADIGICS INC NOTE 5.000%11/1 032515AB 2420 2425000 PRN SHARED 2425000 D ANADIGICS INC COM 03251510 1378 174453 SH SHARED 174453 D ANADYS PHARMACEUTICALS INC COM 03252Q40 1933 120000 SH SHARED 120000 D ANADYS PHARMACEUTICALS INC COM 03252Q40 669 41573 SH SHARED 41573 D ANADYS PHARMACEUTICALS INC COM 03252Q40 12963 804700 SH SHARED 04 804700 D ANADYS PHARMACEUTICALS INC COM 03252Q40 248 15400 SH SHARED 14 15400 D ANALOG DEVICES INC COM 03265410 40626 1061020 SH SHARED 1031630 29390 D ANALOG DEVICES INC COM 03265410 452 11815 SH SHR/OTHR 11815 D ANALOG DEVICES INC COM 03265410 11634 303840 SH SHARED 01 182445 121395 D ANALOG DEVICES INC COM 03265410 117 3080 SH SHR/OTHR 01 3080 D ANALOG DEVICES INC COM 03265410 5525 144314 SH SHARED 02 144314 D ANALOG DEVICES INC COM 03265410 915 23900 SH SHARED 06 23900 D ANALOG DEVICES INC COM 03265410 128953 3367807 SH SHARED 10 2640375 727432 D ANALOG DEVICES INC COM 03265410 225 5900 SH SHR/OTHR 10 5900 D ANALOG DEVICES INC COM 03265410 2255 58900 SH SHARED 15 58900 D ANALOG DEVICES INC COM 03265410 7786 203353 SH SHARED 17 159003 44350 D ANALOGIC CORP COM PAR $0.05 03265720 66 1000 SH SHARED 1000 D ANALOGIC CORP COM PAR $0.05 03265720 59 900 SH SHARED 10 900 D ANALOGIC CORP COM PAR $0.05 03265720 834 12600 SH SHARED 17 12600 D ANAREN INC COM 03274410 23 1200 SH SHARED 1200 D ANAREN INC COM 03274410 19 1000 SH SHARED 01 1000 D ANAREN INC COM 03274410 188 9670 SH SHARED 17 9670 D ANCHOR BANCORP WIS INC COM 03283910 45 1500 SH SHARED 1500 D ANCHOR BANCORP WIS INC COM 03283910 54 1800 SH SHARED 10 1800 D ANCHOR BANCORP WIS INC COM 03283910 451 14900 SH SHARED 17 11900 3000 D ANDERSONS INC COM 03416410 31 400 SH SHARED 400 D ANDERSONS INC COM 03416410 281 3600 SH SHARED 17 3600 D ANDREW CORP NOTE 3.250% 8/1 034425AB 2471 2299000 PRN SHARED 2299000 D ANDREW CORP NOTE 3.250% 8/1 034425AB 542 505000 PRN SHARED 02 505000 D ANDREW CORP COM 03442510 3489 284200 SH SHARED 284200 D ANDREW CORP COM 03442510 525 42772 SH SHARED 01 42772 D ANDREW CORP COM 03442510 44 3645 SH SHR/OTHR 01 3645 D ANDREW CORP COM 03442510 793 64589 SH SHARED 02 64589 D ANDREW CORP COM 03442510 55 4500 SH SHARED 06 4500 D ANDREW CORP COM 03442510 836 68147 SH SHARED 17 68147 D ANDRX CORP DEL ANDRX GROUP 03455310 5037 212180 SH SHARED 212180 D ANDRX CORP DEL ANDRX GROUP 03455310 4748 200000 SH SHARED 02 200000 D ANDRX CORP DEL ANDRX GROUP 03455310 80 3400 SH SHARED 10 3400 D ANDRX CORP DEL ANDRX GROUP 03455310 1013 42700 SH SHARED 17 37400 5300 D ANGELICA CORP COM 03466310 30 1463 SH SHARED 1463 D ANGELICA CORP COM 03466310 90 4400 SH SHARED 17 4400 D ANGIODYNAMICS INC COM 03475V10 60 2000 SH SHARED 2000 D ANGIODYNAMICS INC COM 03475V10 9 300 SH SHARED 02 300 D ANGIODYNAMICS INC COM 03475V10 1752 58300 SH SHARED 17 58300 D ANGLO AMERN PLC ADR 03485P10 433 22131 SH SHARED 22131 D ANGLO AMERN PLC ADR 03485P10 587 30000 SH SHR/OTHR 30000 D ANGLO AMERN PLC ADR 03485P10 352 18000 SH SHR/OTHR 01 18000 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 3307 223499 SH SHR/OTHR 223499 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 14654 990161 SH SHARED 990161 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 29 2000 SH SHR/OTHR 01 2000 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 1594 107707 SH SHARED 02 107707 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 20711 382702 SH SHARED 382702 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 378 7000 SH SHR/OTHR 7000 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 324 6000 SH SHR/OTHR 01 6000 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 1461 27000 SH SHARED 04 27000 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 15632 288857 SH SHARED 10 288857 D ANHEUSER BUSCH COS INC COM 03522910 70771 1654707 SH SHARED 1446648 208059 D ANHEUSER BUSCH COS INC COM 03522910 5179 121107 SH SHR/OTHR 121107 D ANHEUSER BUSCH COS INC COM 03522910 8118 189827 SH SHARED 01 10800 179027 D ANHEUSER BUSCH COS INC COM 03522910 616 14412 SH SHR/OTHR 01 14412 D ANHEUSER BUSCH COS INC COM 03522910 12940 302551 SH SHARED 02 300651 1900 D ANHEUSER BUSCH COS INC COM 03522910 129 3025 SH SHARED 04 3025 D ANHEUSER BUSCH COS INC COM 03522910 3253 76071 SH SHARED 06 76071 D ANHEUSER BUSCH COS INC COM 03522910 2178 50940 SH SHARED 10 42250 8690 D ANHEUSER BUSCH COS INC COM 03522910 2247 52558 SH SHARED 14 52558 D ANHEUSER BUSCH COS INC COM 03522910 1283 30000 SH SHARED 15 30000 D ANHEUSER BUSCH COS INC COM 03522910 13934 325789 SH SHARED 17 316289 9500 D ANHEUSER BUSCH COS INC COM 03522910 34 800 SH SHARED 19 800 D ANIXTER INTL INC NOTE 7/0 035290AG 454 630000 PRN SHARED 02 630000 D ANIXTER INTL INC COM 03529010 100 2100 SH SHARED 2100 D ANIXTER INTL INC COM 03529010 81 1700 SH SHARED 10 1700 D ANIXTER INTL INC COM 03529010 23794 498000 SH SHARED 17 495500 2500 D ANNALY MTG MGMT INC COM 03571040 2158 177800 SH SHARED 177800 D ANNALY MTG MGMT INC COM 03571040 6 500 SH SHARED 01 500 D ANNALY MTG MGMT INC COM 03571040 97 8000 SH SHR/OTHR 01 8000 D ANNALY MTG MGMT INC COM 03571040 148 12216 SH SHARED 02 12216 D ANNALY MTG MGMT INC COM 03571040 887 73105 SH SHARED 17 70305 2800 D ANNTAYLOR STORES CORP COM 03611510 1301 35375 SH SHARED 35375 D ANNTAYLOR STORES CORP COM 03611510 997 27100 SH SHARED 01 27100 D ANNTAYLOR STORES CORP COM 03611510 1868 50800 SH SHARED 02 50800 D ANNTAYLOR STORES CORP COM 03611510 535 14550 SH SHARED 10 14550 D ANNTAYLOR STORES CORP COM 03611510 58 1600 SH SHARED 17 1200 400 D ANOORAQ RES CORP COM 03633E10 1539 1350000 SH SHARED 10 1350000 D ANSOFT CORP COM 03638410 16 400 SH SHARED 400 D ANSOFT CORP COM 03638410 34 825 SH SHR/OTHR 825 D ANSOFT CORP COM 03638410 129 3100 SH SHARED 01 3100 D ANSOFT CORP COM 03638410 2172 52100 SH SHARED 10 52100 D ANSOFT CORP COM 03638410 150 3600 SH SHARED 17 3600 D ANSYS INC COM 03662Q10 113 2100 SH SHARED 2100 D ANSYS INC COM 03662Q10 97 1800 SH SHARED 01 1800 D ANSYS INC COM 03662Q10 59 1100 SH SHARED 10 1100 D ANSYS INC COM 03662Q10 833 15400 SH SHARED 17 13700 1700 D ANTEON INTL CORP COM 03674E10 15505 284200 SH SHARED 284200 D ANTEON INTL CORP COM 03674E10 578 10600 SH SHARED 01 10600 D ANTEON INTL CORP COM 03674E10 616 11300 SH SHARED 02 11300 D ANTEON INTL CORP COM 03674E10 747 13700 SH SHARED 17 13700 D ANSWERTHINK INC COM 03691610 0 88 SH SHARED 88 D ANTHRACITE CAP INC COM 03702310 38 3500 SH SHARED 3500 D ANTHRACITE CAP INC COM 03702310 1164 106100 SH SHARED 10 106100 D ANTHRACITE CAP INC COM 03702310 310 28300 SH SHARED 17 20900 7400 D ANTIGENICS INC DEL COM 03703210 5 2000 SH SHARED 2000 D ANTIGENICS INC DEL COM 03703210 43 16000 SH SHARED 02 16000 D ANTIGENICS INC DEL COM 03703210 41 15300 SH SHARED 17 15300 D ANWORTH MORTGAGE ASSET CP COM 03734710 1240 157879 SH SHARED 157879 D ANWORTH MORTGAGE ASSET CP COM 03734710 50 6400 SH SHARED 10 6400 D ANWORTH MORTGAGE ASSET CP COM 03734710 253 32300 SH SHARED 17 15300 17000 D AO TATNEFT SPON ADR REG S 03737P30 53 517 SH SHARED 517 D AO TATNEFT SPON ADR REG S 03737P30 115334 1120301 SH SHARED 1120301 D AO TATNEFT SPON ADR REG S 03737P30 66680 647696 SH SHARED 04 647696 D AO TATNEFT SPON ADR REG S 03737P30 27024 262500 SH SHARED 06 262500 D AON CORP DBCV 3.500%11/1 037389AT 11561 5972000 PRN SHARED 02 5972000 D AON CORP COM 03738910 28859 695253 SH SHARED 695253 D AON CORP COM 03738910 2632 63410 SH SHARED 01 63410 D AON CORP COM 03738910 5025 121073 SH SHARED 02 121073 D AON CORP COM 03738910 793 19122 SH SHARED 06 19122 D AON CORP COM 03738910 1345 32407 SH SHARED 10 32200 207 D AON CORP COM 03738910 9520 229345 SH SHARED 17 225245 4100 D APACHE CORP COM 03741110 72 1100 SH SHARED 1100 D APACHE CORP COM 03741110 102890 1570607 SH SHARED 1465108 105499 D APACHE CORP COM 03741110 2604 39752 SH SHR/OTHR 39752 D APACHE CORP COM 03741110 22280 340103 SH SHARED 01 131507 208596 D APACHE CORP COM 03741110 1020 15576 SH SHR/OTHR 01 15576 D APACHE CORP COM 03741110 7527 114900 SH SHARED 02 114900 D APACHE CORP COM 03741110 305 4663 SH SHARED 04 4663 D APACHE CORP COM 03741110 1645 25120 SH SHARED 05 25120 D APACHE CORP COM 03741110 32940 502825 SH SHARED 06 502825 D APACHE CORP COM 03741110 17639 269269 SH SHARED 10 130720 138549 D APACHE CORP COM 03741110 42 656 SH SHARED 14 656 D APACHE CORP COM 03741110 992 15150 SH SHARED 15 15150 D APACHE CORP COM 03741110 97795 1492838 SH SHARED 17 1447338 45500 D APACHE CORP COM 03741110 115 1764 SH SHARED 18 1764 D APACHE CORP COM 03741110 10074 153791 SH SHARED 19 153791 D APARTMENT INVT & MGMT CO CL A 03748R10 7488 159675 SH SHARED 159675 D APARTMENT INVT & MGMT CO CL A 03748R10 975 20800 SH SHARED 01 20800 D APARTMENT INVT & MGMT CO CL A 03748R10 1968 41963 SH SHARED 02 41963 D APARTMENT INVT & MGMT CO CL A 03748R10 1693 36100 SH SHARED 10 36100 D APARTMENT INVT & MGMT CO CL A 03748R10 353111 7529034 SH SHARED 11 7529034 D APARTMENT INVT & MGMT CO CL A 03748R10 4146 88412 SH SHARED 17 78312 10100 D APOGEE ENTERPRISES INC COM 03759810 40 2400 SH SHARED 2400 D APOGEE ENTERPRISES INC COM 03759810 243 14400 SH SHARED 17 14400 D APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK 40207 31000000 PRN SHARED 31000000 D APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK 1621 1250000 PRN SHARED 02 1250000 D APOLLO GROUP INC CL A 03760410 30123 573665 SH SHARED 573665 D APOLLO GROUP INC CL A 03760410 1587 30239 SH SHARED 01 30239 D APOLLO GROUP INC CL A 03760410 2914 55504 SH SHARED 02 55504 D APOLLO GROUP INC CL A 03760410 570 10862 SH SHARED 06 10862 D APOLLO GROUP INC CL A 03760410 51 977 SH SHARED 10 977 D APOLLO GROUP INC CL A 03760410 42 813 SH SHARED 14 813 D APOLLO GROUP INC CL A 03760410 4245 80857 SH SHARED 17 78757 2100 D APOLLO GROUP INC CL A 03760410 407 7767 SH SHARED 18 7767 D APOLLO INVT CORP COM 03761U10 6625 372001 SH SHARED 372001 D APOLLO INVT CORP COM 03761U10 16 900 SH SHARED 02 900 D APOLLO INVT CORP COM 03761U10 1733 97316 SH SHARED 10 97316 D APOLLO INVT CORP COM 03761U10 11760 660304 SH SHARED 17 593323 66981 D APPLE COMPUTER INC COM 03783310 340047 5421681 SH SHARED 5397306 24375 D APPLE COMPUTER INC COM 03783310 236 3775 SH SHR/OTHR 3775 D APPLE COMPUTER INC COM 03783310 16666 265733 SH SHARED 01 45410 220323 D APPLE COMPUTER INC COM 03783310 768 12255 SH SHR/OTHR 01 12255 D APPLE COMPUTER INC COM 03783310 49903 795648 SH SHARED 02 795648 D APPLE COMPUTER INC COM 03783310 5393 86000 SH SHARED 04 82000 4000 D APPLE COMPUTER INC COM 03783310 8620 137447 SH SHARED 06 137447 D APPLE COMPUTER INC COM 03783310 160834 2564326 SH SHARED 10 1054480 1133650 376196 D APPLE COMPUTER INC COM 03783310 1160 18495 SH SHARED 14 18495 D APPLE COMPUTER INC COM 03783310 22958 366040 SH SHARED 17 357040 9000 D APPLEBEES INTL INC COM 03789910 2110 85986 SH SHARED 85986 D APPLEBEES INTL INC COM 03789910 873 35587 SH SHARED 01 35587 D APPLEBEES INTL INC COM 03789910 854 34800 SH SHARED 02 34800 D APPLEBEES INTL INC COM 03789910 215 8763 SH SHARED 17 8763 D APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB 6272 6500000 PRN SHARED 02 6500000 D APRIA HEALTHCARE GROUP INC COM 03793310 1996 86900 SH SHARED 86900 D APRIA HEALTHCARE GROUP INC COM 03793310 344 15000 SH SHARED 01 15000 D APRIA HEALTHCARE GROUP INC COM 03793310 395 17200 SH SHARED 02 17200 D APRIA HEALTHCARE GROUP INC COM 03793310 39 1700 SH SHARED 10 1700 D APRIA HEALTHCARE GROUP INC COM 03793310 916 39900 SH SHARED 17 37200 2700 D APPLERA CORP COM AP BIO GRP 03802010 8332 307035 SH SHARED 307035 D APPLERA CORP COM AP BIO GRP 03802010 1183 43600 SH SHARED 01 43600 D APPLERA CORP COM AP BIO GRP 03802010 1758 64794 SH SHARED 02 64794 D APPLERA CORP COM AP BIO GRP 03802010 381 14070 SH SHARED 06 14070 D APPLERA CORP COM AP BIO GRP 03802010 48 1791 SH SHARED 10 1791 D APPLERA CORP COM AP BIO GRP 03802010 236 8700 SH SHARED 14 8700 D APPLERA CORP COM AP BIO GRP 03802010 2897 106779 SH SHARED 17 105179 1600 D APPLERA CORP COM CE GEN GRP 03802020 603 51600 SH SHARED 51600 D APPLERA CORP COM CE GEN GRP 03802020 58 5000 SH SHARED 01 5000 D APPLERA CORP COM CE GEN GRP 03802020 68 5900 SH SHARED 10 5900 D APPLERA CORP COM CE GEN GRP 03802020 455 39000 SH SHARED 17 28300 10700 D APPLIED DIGITAL SOLUTIONS COM NEW 03818830 13 4500 SH SHARED 4500 D APPLIED DIGITAL SOLUTIONS COM NEW 03818830 58 20300 SH SHARED 17 20300 D APPLIED FILMS CORP COM 03819710 21 1100 SH SHARED 1100 D APPLIED FILMS CORP COM 03819710 223 11500 SH SHARED 01 11500 D APPLIED FILMS CORP COM 03819710 4647 239200 SH SHARED 17 239200 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 1256 28182 SH SHARED 28182 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 1297 29100 SH SHARED 10 29100 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 2591 58100 SH SHARED 17 20100 38000 D APPLIED MICRO CIRCUITS CORP COM 03822W10 2524 620231 SH SHARED 620231 D APPLIED MICRO CIRCUITS CORP COM 03822W10 5 1350 SH SHARED 01 1350 D APPLIED MICRO CIRCUITS CORP COM 03822W10 652 160431 SH SHARED 02 160431 D APPLIED MICRO CIRCUITS CORP COM 03822W10 1414 347600 SH SHARED 10 347600 D APPLIED MICRO CIRCUITS CORP COM 03822W10 1004 246683 SH SHARED 17 246683 D APPLIED MATLS INC COM 03822210 109468 6251789 SH SHARED 6055183 196606 D APPLIED MATLS INC COM 03822210 1792 102355 SH SHR/OTHR 102355 D APPLIED MATLS INC COM 03822210 18681 1066898 SH SHARED 01 487498 579400 D APPLIED MATLS INC COM 03822210 1300 74282 SH SHR/OTHR 01 74282 D APPLIED MATLS INC COM 03822210 13867 792002 SH SHARED 02 788102 3900 D APPLIED MATLS INC COM 03822210 6478 370000 SH SHARED 04 368000 2000 D APPLIED MATLS INC COM 03822210 3555 203070 SH SHARED 06 203070 D APPLIED MATLS INC COM 03822210 181114 10343511 SH SHARED 10 7173280 1791450 1378781 D APPLIED MATLS INC COM 03822210 210 12000 SH SHR/OTHR 10 12000 D APPLIED MATLS INC COM 03822210 3790 216489 SH SHARED 14 216489 D APPLIED MATLS INC COM 03822210 6144 350900 SH SHARED 15 350900 D APPLIED MATLS INC COM 03822210 15770 900665 SH SHARED 17 879865 20800 D APPLIED MATLS INC COM 03822210 95 5450 SH SHARED 19 5450 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 16 828 SH SHARED 828 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 5291 266823 SH SHARED 17 266823 D APTARGROUP INC COM 03833610 204 3700 SH SHARED 02 3700 D APTARGROUP INC COM 03833610 44 800 SH SHARED 17 800 D AQUA AMERICA INC COM 03836W10 2820 101400 SH SHARED 101400 D AQUA AMERICA INC COM 03836W10 1418 50989 SH SHARED 01 6666 44323 D AQUA AMERICA INC COM 03836W10 44 1586 SH SHR/OTHR 01 1586 D AQUA AMERICA INC COM 03836W10 1596 57400 SH SHARED 02 57400 D AQUA AMERICA INC COM 03836W10 16 600 SH SHARED 17 600 D AQUANTIVE INC COM 03839G10 5776 245400 SH SHARED 245400 D AQUANTIVE INC COM 03839G10 117 5000 SH SHARED 01 5000 D AQUANTIVE INC COM 03839G10 68 2900 SH SHARED 02 2900 D AQUANTIVE INC COM 03839G10 120 5100 SH SHARED 10 5100 D AQUANTIVE INC COM 03839G10 30 1300 SH SHARED 14 1300 D AQUANTIVE INC COM 03839G10 7515 319269 SH SHARED 17 282569 36700 D AQUILA INC COM 03840P10 460 115387 SH SHARED 115387 D AQUILA INC COM 03840P10 590 147900 SH SHARED 01 147900 D AQUILA INC COM 03840P10 515 129300 SH SHARED 02 129300 D AQUILA INC COM 03840P10 82 20700 SH SHARED 10 20700 D AQUILA INC COM 03840P10 1120 280900 SH SHARED 14 280900 D AQUILA INC COM 03840P10 732 183500 SH SHARED 17 148300 35200 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 79503 1501765 SH SHARED 1501550 215 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 6008 113500 SH SHARED 04 113500 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 3430 64800 SH SHARED 06 64800 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 30478 575725 SH SHARED 10 575725 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 320 6050 SH SHARED 15 6050 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 5179 97836 SH SHARED 17 97836 D ARAMARK CORP CL B 03852110 2 100 SH SHARED 100 D ARAMARK CORP CL B 03852110 212 7200 SH SHARED 02 7200 D ARAMARK CORP CL B 03852110 2637 89300 SH SHARED 14 89300 D ARAMARK CORP CL B 03852110 118 4000 SH SHARED 17 4000 D ARBINET THEXCHANGE INC COM 03875P10 2 400 SH SHARED 400 D ARBITRON INC COM 03875Q10 71 2100 SH SHARED 2100 D ARBITRON INC COM 03875Q10 31 939 SH SHARED 01 939 D ARBITRON INC COM 03875Q10 28 845 SH SHR/OTHR 01 845 D ARBITRON INC COM 03875Q10 29 860 SH SHARED 02 860 D ARBITRON INC COM 03875Q10 1373 40600 SH SHARED 10 40600 D ARBITRON INC COM 03875Q10 1839 54400 SH SHARED 17 14500 39900 D ARBOR RLTY TR INC COM 03892310 72 2700 SH SHARED 2700 D ARBOR RLTY TR INC COM 03892310 124 4600 SH SHARED 17 4600 D ARCH CHEMICALS INC COM 03937R10 45 1500 SH SHARED 1500 D ARCH CHEMICALS INC COM 03937R10 45 1500 SH SHR/OTHR 01 1500 D ARCH CHEMICALS INC COM 03937R10 15 500 SH SHARED 02 500 D ARCH CHEMICALS INC COM 03937R10 69 2300 SH SHARED 10 2300 D ARCH CHEMICALS INC COM 03937R10 489 16088 SH SHARED 17 12588 3500 D ARCH COAL INC COM 03938010 18 245 SH SHARED 245 D ARCH COAL INC COM 03938010 26951 354900 SH SHARED 354900 D ARCH COAL INC COM 03938010 1799 23700 SH SHARED 01 23700 D ARCH COAL INC COM 03938010 2923 38500 SH SHARED 02 38500 D ARCH COAL INC COM 03938010 106 1400 SH SHARED 17 900 500 D ARCHER DANIELS MIDLAND CO COM 03948310 84 2500 SH SHARED 2500 D ARCHER DANIELS MIDLAND CO COM 03948310 70918 2107529 SH SHARED 2046454 61075 D ARCHER DANIELS MIDLAND CO COM 03948310 641 19058 SH SHR/OTHR 19058 D ARCHER DANIELS MIDLAND CO COM 03948310 12395 368366 SH SHARED 01 212020 156346 D ARCHER DANIELS MIDLAND CO COM 03948310 306 9106 SH SHR/OTHR 01 9106 D ARCHER DANIELS MIDLAND CO COM 03948310 10340 307286 SH SHARED 02 307286 D ARCHER DANIELS MIDLAND CO COM 03948310 2860 85000 SH SHARED 04 85000 D ARCHER DANIELS MIDLAND CO COM 03948310 1976 58740 SH SHARED 05 58740 D ARCHER DANIELS MIDLAND CO COM 03948310 10086 299750 SH SHARED 06 299750 D ARCHER DANIELS MIDLAND CO COM 03948310 5376 159782 SH SHARED 10 152600 7182 D ARCHER DANIELS MIDLAND CO COM 03948310 669 19881 SH SHARED 14 19881 D ARCHER DANIELS MIDLAND CO COM 03948310 12000 356635 SH SHARED 17 345735 10900 D ARCHER DANIELS MIDLAND CO COM 03948310 10192 302908 SH SHARED 19 302908 D ARCHSTONE SMITH TR COM 03958310 22823 467981 SH SHARED 467981 D ARCHSTONE SMITH TR COM 03958310 63 1300 SH SHR/OTHR 1300 D ARCHSTONE SMITH TR COM 03958310 1560 31992 SH SHARED 01 31992 D ARCHSTONE SMITH TR COM 03958310 97 2000 SH SHR/OTHR 01 2000 D ARCHSTONE SMITH TR COM 03958310 5828 119501 SH SHARED 02 119501 D ARCHSTONE SMITH TR COM 03958310 74 1530 SH SHARED 10 1530 D ARCHSTONE SMITH TR COM 03958310 416115 8532207 SH SHARED 11 8532207 D ARCHSTONE SMITH TR COM 03958310 4325 88700 SH SHARED 17 84300 4400 D ARCTIC CAT INC COM 03967010 25 1048 SH SHARED 1048 D ARCTIC CAT INC COM 03967010 50 2100 SH SHARED 01 2100 D ARCTIC CAT INC COM 03967010 163 6800 SH SHARED 17 6800 D ARDEN GROUP INC CL A 03976210 9 100 SH SHARED 100 D ARDEN GROUP INC CL A 03976210 37 400 SH SHARED 17 400 D ARDEN RLTY INC COM 03979310 281796 6244105 SH SHARED 6244105 D ARDEN RLTY INC COM 03979310 6060 134300 SH SHARED 02 134300 D ARENA PHARMACEUTICALS INC COM 04004710 905 50000 SH SHARED 50000 D ARENA PHARMACEUTICALS INC COM 04004710 233 12890 SH SHARED 12890 D ARENA PHARMACEUTICALS INC COM 04004710 13328 736000 SH SHARED 04 736000 D ARENA PHARMACEUTICALS INC COM 04004710 37 2076 SH SHARED 06 2076 D ARENA PHARMACEUTICALS INC COM 04004710 2155 119000 SH SHARED 10 119000 D ARENA PHARMACEUTICALS INC COM 04004710 441 24400 SH SHARED 17 18300 6100 D ARENA RESOURCES INC COM 04004910 3255 93292 SH SHARED 93292 D ARENA RESOURCES INC COM 04004910 1999 57300 SH SHARED 17 57300 D ARES CAP CORP COM 04010L10 26911 1566421 SH SHARED 1566421 D ARES CAP CORP COM 04010L10 326 19000 SH SHARED 17 19000 D ARGON ST INC COM 04014910 23 700 SH SHARED 700 D ARGON ST INC COM 04014910 12211 364183 SH SHARED 17 364183 D ARGONAUT GROUP INC COM 04015710 71 2000 SH SHARED 2000 D ARGONAUT GROUP INC COM 04015710 85 2400 SH SHARED 01 2400 D ARGONAUT GROUP INC COM 04015710 636 17900 SH SHARED 17 17900 D ARIAD PHARMACEUTICALS INC COM 04033A10 656 99700 SH SHARED 99700 D ARIAD PHARMACEUTICALS INC COM 04033A10 103 15700 SH SHARED 15700 D ARIAD PHARMACEUTICALS INC COM 04033A10 7 1100 SH SHARED 01 1100 D ARIAD PHARMACEUTICALS INC COM 04033A10 4434 674000 SH SHARED 04 674000 D ARIAD PHARMACEUTICALS INC COM 04033A10 196 29800 SH SHARED 17 29800 D ARIBA INC COM NEW 04033V20 473 48405 SH SHARED 48405 D ARIBA INC COM NEW 04033V20 77 7900 SH SHARED 01 7900 D ARIBA INC COM NEW 04033V20 263 26921 SH SHARED 17 26921 D ARKANSAS BEST CORP DEL COM 04079010 1038 26540 SH SHARED 26540 D ARKANSAS BEST CORP DEL COM 04079010 1012 25889 SH SHARED 17 23689 2200 D ARM HLDGS PLC SPONSORED ADR 04206810 0 10 SH SHARED 10 D ARMOR HOLDINGS INC NOTE 2.000%11/0 042260AC 28621 23615000 PRN SHARED 23615000 D ARMOR HOLDINGS INC NOTE 2.000%11/0 042260AC 612 505000 PRN SHARED 02 505000 D ARMOR HOLDINGS INC COM 04226010 10685 183309 SH SHARED 183309 D ARMOR HOLDINGS INC COM 04226010 10 183 SH SHARED 01 183 D ARMOR HOLDINGS INC COM 04226010 81 1400 SH SHARED 10 1400 D ARMOR HOLDINGS INC COM 04226010 1482 25441 SH SHARED 17 23241 2200 D ARQULE INC COM 04269E10 12 2100 SH SHARED 2100 D ARQULE INC COM 04269E10 54 9500 SH SHARED 17 9500 D ARRIS GROUP INC COM 04269Q10 581 42266 SH SHARED 42266 D ARRIS GROUP INC COM 04269Q10 148 10800 SH SHARED 01 10800 D ARRIS GROUP INC COM 04269Q10 1004 73000 SH SHARED 17 73000 D ARRAY BIOPHARMA INC COM 04269X10 639 70000 SH SHARED 70000 D ARRAY BIOPHARMA INC COM 04269X10 19 2100 SH SHARED 2100 D ARRAY BIOPHARMA INC COM 04269X10 3180 348000 SH SHARED 04 348000 D ARRAY BIOPHARMA INC COM 04269X10 140 15400 SH SHARED 17 15400 D ARROW ELECTRS INC COM 04273510 4114 127502 SH SHARED 104002 23500 D ARROW ELECTRS INC COM 04273510 1774 55000 SH SHARED 01 55000 D ARROW ELECTRS INC COM 04273510 1816 56295 SH SHARED 02 56295 D ARROW ELECTRS INC COM 04273510 5079 157400 SH SHARED 10 157400 D ARROW ELECTRS INC COM 04273510 1870 57970 SH SHARED 17 25170 32800 D ARROW FINL CORP COM 04274410 21 800 SH SHARED 800 D ARROW FINL CORP COM 04274410 106 3893 SH SHARED 17 3893 D ARROW INTL INC COM 04276410 42 1300 SH SHARED 1300 D ARROW INTL INC COM 04276410 267 8200 SH SHARED 17 8200 D ART TECHNOLOGY GROUP INC COM 04289L10 33 10400 SH SHARED 10400 D ARTESYN TECHNOLOGIES INC NOTE 5.500% 8/1 043127AB 3649 2691000 PRN SHARED 2691000 D ARTESYN TECHNOLOGIES INC NOTE 5.500% 8/1 043127AB 1356 1000000 PRN SHARED 02 1000000 D ARTESYN TECHNOLOGIES INC COM 04312710 3581 327064 SH SHARED 327064 D ARTESYN TECHNOLOGIES INC COM 04312710 205 18807 SH SHARED 17 18807 D ARTHROCARE CORP COM 04313610 76 1600 SH SHARED 1600 D ARTHROCARE CORP COM 04313610 2098 43875 SH SHARED 01 41050 2825 D ARTHROCARE CORP COM 04313610 47 1000 SH SHR/OTHR 01 1000 D ARTHROCARE CORP COM 04313610 19 400 SH SHARED 02 400 D ARTHROCARE CORP COM 04313610 14857 310700 SH SHARED 10 258300 52400 D ARTHROCARE CORP COM 04313610 13791 288400 SH SHARED 17 252600 35800 D ARVINMERITOR INC COM 04335310 972 65200 SH SHARED 65200 D ARVINMERITOR INC COM 04335310 366 24600 SH SHARED 01 24600 D ARVINMERITOR INC COM 04335310 363 24400 SH SHARED 02 24400 D ARVINMERITOR INC COM 04335310 3887 260700 SH SHARED 10 260700 D ARVINMERITOR INC COM 04335310 1657 111200 SH SHARED 17 53100 58100 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 1208 61300 SH SHARED 61300 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 92 4700 SH SHARED 17 4700 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 90 7284 SH SHARED 7284 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 57 4600 SH SHARED 01 4600 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 581 46900 SH SHARED 10 46900 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 219 17700 SH SHARED 17 17700 D ASHLAND INC NEW COM 04420910 16606 233632 SH SHARED 233632 D ASHLAND INC NEW COM 04420910 653 9200 SH SHARED 01 9200 D ASHLAND INC NEW COM 04420910 2524 35510 SH SHARED 02 35510 D ASHLAND INC NEW COM 04420910 45 638 SH SHARED 04 638 D ASHLAND INC NEW COM 04420910 138 1950 SH SHARED 06 1950 D ASHLAND INC NEW COM 04420910 3866 54400 SH SHARED 10 54400 D ASHLAND INC NEW COM 04420910 2609 36712 SH SHARED 17 36512 200 D ASIA PAC FD INC COM 04490110 275 15000 SH SHR/OTHR 15000 D ASIAINFO HLDGS INC COM 04518A10 47 9567 SH SHARED 9567 D ASIAINFO HLDGS INC COM 04518A10 89 17900 SH SHARED 17 17900 D ASPECT MED SYS INC COM 04523510 30 1100 SH SHARED 1100 D ASPECT MED SYS INC COM 04523510 68 2500 SH SHARED 02 2500 D ASPECT MED SYS INC COM 04523510 161 5900 SH SHARED 17 5900 D ASPEN TECHNOLOGY INC COM 04532710 37 3000 SH SHARED 3000 D ASPEN TECHNOLOGY INC COM 04532710 26 2100 SH SHARED 01 2100 D ASPEN TECHNOLOGY INC COM 04532710 266 21096 SH SHARED 17 21096 D ASPREVA PHARMACEUTICALS CORP COM 04538T10 5737 230500 SH SHARED 17 230500 D ASSET ACCEP CAP CORP COM 04543P10 11 600 SH SHARED 600 D ASSET ACCEP CAP CORP COM 04543P10 23 1200 SH SHARED 01 1200 D ASSET ACCEP CAP CORP COM 04543P10 64 3334 SH SHARED 17 3334 D ASSOCIATED BANC CORP COM 04548710 1350 39752 SH SHARED 30700 9052 D ASSOCIATED BANC CORP COM 04548710 1743 51307 SH SHARED 01 51307 D ASSOCIATED BANC CORP COM 04548710 30 900 SH SHR/OTHR 01 900 D ASSOCIATED BANC CORP COM 04548710 2065 60800 SH SHARED 02 60800 D ASSOCIATED BANC CORP COM 04548710 139 4110 SH SHARED 06 4110 D ASSOCIATED BANC CORP COM 04548710 50 1500 SH SHARED 17 1500 D ASSURANT INC COM 04621X10 479 9730 SH SHARED 9730 D ASSURANT INC COM 04621X10 261 5305 SH SHARED 01 5305 D ASSURANT INC COM 04621X10 679 13800 SH SHARED 02 13800 D ASSURANT INC COM 04621X10 571 11600 SH SHARED 17 11600 D ASTA FDG INC COM 04622010 23 700 SH SHARED 700 D ASTA FDG INC COM 04622010 3079 92600 SH SHARED 17 92600 D ASTEC INDS INC COM 04622410 39 1100 SH SHARED 1100 D ASTEC INDS INC COM 04622410 249 6960 SH SHARED 17 6960 D ASTORIA FINL CORP COM 04626510 1965 63498 SH SHARED 56000 7498 D ASTORIA FINL CORP COM 04626510 1254 40530 SH SHARED 01 1380 39150 D ASTORIA FINL CORP COM 04626510 1229 39700 SH SHARED 02 39700 D ASTORIA FINL CORP COM 04626510 2131 68850 SH SHARED 10 68850 D ASTRAZENECA PLC SPONSORED ADR 04635310 14025 279220 SH SHARED 277800 1420 D ASTRAZENECA PLC SPONSORED ADR 04635310 33 670 SH SHARED 01 670 D ASTRAZENECA PLC SPONSORED ADR 04635310 632 12600 SH SHARED 02 12600 D ASTRAZENECA PLC SPONSORED ADR 04635310 442 8800 SH SHARED 06 8800 D ASTRAZENECA PLC SPONSORED ADR 04635310 1316 26200 SH SHARED 14 26200 D ASYST TECHNOLOGY CORP COM 04648X10 33 3204 SH SHARED 3204 D ASYST TECHNOLOGY CORP COM 04648X10 232 22300 SH SHARED 17 22300 D ATARI INC COM 04651M10 527 824692 SH SHARED 824692 D ATARI INC COM 04651M10 8 13640 SH SHARED 17 13640 D ATHEROS COMMUNICATIONS INC COM 04743P10 123 4700 SH SHARED 4700 D ATHEROS COMMUNICATIONS INC COM 04743P10 130 5000 SH SHARED 01 5000 D ATHEROS COMMUNICATIONS INC COM 04743P10 439 16800 SH SHARED 17 16800 D ATHEROGENICS INC NOTE 1.500% 2/0 047439AD 867 1000000 PRN SHARED 1000000 D ATHEROGENICS INC NOTE 1.500% 2/0 047439AD 4296 4956000 PRN SHARED 02 4956000 D ATHEROGENICS INC COM 04743910 1958 120000 SH SHARED 120000 D ATHEROGENICS INC COM 04743910 389 23844 SH SHARED 23844 D ATHEROGENICS INC COM 04743910 89 5500 SH SHARED 01 5500 D ATHEROGENICS INC COM 04743910 15863 972000 SH SHARED 04 972000 D ATHEROGENICS INC COM 04743910 5 346 SH SHARED 06 346 D ATHEROGENICS INC COM 04743910 274 16800 SH SHARED 17 16800 D ATLAS AMER INC COM 04916710 52 1100 SH SHARED 1100 D ATLAS AMER INC COM 04916710 27 577 SH SHARED 01 577 D ATLAS AMER INC COM 04916710 297 6232 SH SHARED 17 6232 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 5795 137000 SH SHARED 137000 D ATMEL CORP SDCV 5/2 049513AE 25554 52152000 PRN SHARED 52152000 D ATMEL CORP SDCV 5/2 049513AE 1296 2646000 PRN SHARED 02 2646000 D ATMEL CORP COM 04951310 608 128839 SH SHARED 128839 D ATMEL CORP COM 04951310 706 149700 SH SHARED 01 149700 D ATMEL CORP COM 04951310 808 171200 SH SHARED 02 171200 D ATMEL CORP COM 04951310 781 165500 SH SHARED 17 165500 D ATMOS ENERGY CORP COM 04956010 437 16600 SH SHARED 16600 D ATMOS ENERGY CORP COM 04956010 10 400 SH SHARED 01 400 D ATMOS ENERGY CORP COM 04956010 210 8000 SH SHARED 02 8000 D ATMOS ENERGY CORP COM 04956010 194 7400 SH SHARED 17 3800 3600 D ATRICURE INC COM 04963C20 228 28500 SH SHARED 28500 D ATWOOD OCEANICS INC COM 05009510 28563 282778 SH SHARED 282778 D ATWOOD OCEANICS INC COM 05009510 2128 21075 SH SHARED 01 19425 1650 D ATWOOD OCEANICS INC COM 05009510 37 375 SH SHR/OTHR 01 375 D ATWOOD OCEANICS INC COM 05009510 9103 90120 SH SHARED 10 89420 700 D ATWOOD OCEANICS INC COM 05009510 23606 233700 SH SHARED 17 232500 1200 D AUDIBLE INC COM NEW 05069A30 16 1600 SH SHARED 1600 D AUDIBLE INC COM NEW 05069A30 34 3300 SH SHARED 01 3300 D AUDIBLE INC COM NEW 05069A30 133 12700 SH SHARED 17 12700 D AUDIOVOX CORP CL A 05075710 14 1200 SH SHARED 1200 D AUDIOVOX CORP CL A 05075710 65 5500 SH SHARED 01 5500 D AUDIOVOX CORP CL A 05075710 1868 156500 SH SHARED 10 156500 D AUDIOVOX CORP CL A 05075710 724 60700 SH SHARED 17 8800 51900 D AURIZON MINES LTD COM 05155P10 466 200000 SH SHARED 04 200000 D AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 05252830 82 865 SH SHARED 865 D AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 05252830 28 300 SH SHARED 01 300 D AUTOBYTEL INC COM 05275N10 177 36845 SH SHARED 36845 D AUTOBYTEL INC COM 05275N10 97 20200 SH SHARED 17 20200 D AUTODESK INC COM 05276910 34039 883678 SH SHARED 865578 18100 D AUTODESK INC COM 05276910 2746 71300 SH SHARED 01 71300 D AUTODESK INC COM 05276910 4227 109758 SH SHARED 02 109758 D AUTODESK INC COM 05276910 1077 27983 SH SHARED 06 27983 D AUTODESK INC COM 05276910 8528 221400 SH SHARED 10 3200 218200 D AUTODESK INC COM 05276910 335 8713 SH SHARED 14 8713 D AUTODESK INC COM 05276910 4136 107396 SH SHARED 17 104796 2600 D AUTOLIV INC COM 05280010 19729 348700 SH SHARED 348700 D AUTOLIV INC COM 05280010 8 153 SH SHR/OTHR 153 D AUTOLIV INC COM 05280010 104 1840 SH SHARED 01 1840 D AUTOLIV INC COM 05280010 1429 25268 SH SHARED 02 25268 D AUTOLIV INC COM 05280010 150 2657 SH SHARED 06 2657 D AUTOLIV INC COM 05280010 28 500 SH SHARED 17 500 D AUTOMATIC DATA PROCESSING IN COM 05301510 79227 1734393 SH SHARED 1697322 37071 D AUTOMATIC DATA PROCESSING IN COM 05301510 1442 31581 SH SHR/OTHR 31581 D AUTOMATIC DATA PROCESSING IN COM 05301510 16398 358990 SH SHARED 01 125578 233412 D AUTOMATIC DATA PROCESSING IN COM 05301510 797 17458 SH SHR/OTHR 01 17458 D AUTOMATIC DATA PROCESSING IN COM 05301510 9158 200492 SH SHARED 02 200492 D AUTOMATIC DATA PROCESSING IN COM 05301510 56469 1236200 SH SHARED 04 1236200 D AUTOMATIC DATA PROCESSING IN COM 05301510 2858 62579 SH SHARED 06 62579 D AUTOMATIC DATA PROCESSING IN COM 05301510 179686 3933595 SH SHARED 10 2640905 915630 377060 D AUTOMATIC DATA PROCESSING IN COM 05301510 159 3500 SH SHR/OTHR 10 3500 D AUTOMATIC DATA PROCESSING IN COM 05301510 2012 44063 SH SHARED 14 44063 D AUTOMATIC DATA PROCESSING IN COM 05301510 1722 37700 SH SHARED 15 37700 D AUTOMATIC DATA PROCESSING IN COM 05301510 3197 70000 SH SHARED 16 70000 D AUTOMATIC DATA PROCESSING IN COM 05301510 12467 272936 SH SHARED 17 265136 7800 D AUTONATION INC COM 05329W10 10484 486500 SH SHARED 486500 D AUTONATION INC COM 05329W10 1234 57300 SH SHARED 01 57300 D AUTONATION INC COM 05329W10 1755 81464 SH SHARED 02 81464 D AUTONATION INC COM 05329W10 593 27557 SH SHARED 06 27557 D AUTONATION INC COM 05329W10 8 400 SH SHARED 10 400 D AUTONATION INC COM 05329W10 287 13345 SH SHARED 14 13345 D AUTONATION INC COM 05329W10 1717 79680 SH SHARED 17 79380 300 D AUTOZONE INC COM 05333210 16231 162820 SH SHARED 162320 500 D AUTOZONE INC COM 05333210 14 150 SH SHR/OTHR 150 D AUTOZONE INC COM 05333210 2038 20450 SH SHARED 01 4125 16325 D AUTOZONE INC COM 05333210 11 120 SH SHR/OTHR 01 120 D AUTOZONE INC COM 05333210 1894 19000 SH SHARED 02 19000 D AUTOZONE INC COM 05333210 391 3931 SH SHARED 06 3931 D AUTOZONE INC COM 05333210 2175 21818 SH SHARED 10 21700 118 D AUTOZONE INC COM 05333210 7900 79249 SH SHARED 17 79149 100 D AVANIR PHARMACEUTICALS CL A NEW 05348P40 29 2000 SH SHARED 2000 D AVANIR PHARMACEUTICALS CL A NEW 05348P40 2232 152700 SH SHARED 10 152700 D AVANIR PHARMACEUTICALS CL A NEW 05348P40 150 10300 SH SHARED 17 10300 D AVANEX CORP COM 05348W10 2 852 SH SHARED 852 D AVALONBAY CMNTYS INC COM 05348410 2352 21560 SH SHARED 21560 D AVALONBAY CMNTYS INC COM 05348410 87 800 SH SHR/OTHR 800 D AVALONBAY CMNTYS INC COM 05348410 294 2700 SH SHARED 01 2700 D AVALONBAY CMNTYS INC COM 05348410 878 8050 SH SHARED 02 8050 D AVALONBAY CMNTYS INC COM 05348410 720 6600 SH SHARED 10 6600 D AVALONBAY CMNTYS INC COM 05348410 522851 4792405 SH SHARED 11 4792405 D AVALONBAY CMNTYS INC COM 05348410 141 1300 SH SHARED 17 1300 D AVATAR HLDGS INC COM 05349410 51 841 SH SHARED 841 D AVATAR HLDGS INC COM 05349410 61 1000 SH SHARED 10 1000 D AVATAR HLDGS INC COM 05349410 268 4400 SH SHARED 17 2600 1800 D AVAYA INC COM 05349910 11485 1016423 SH SHARED 1014423 2000 D AVAYA INC COM 05349910 0 27 SH SHR/OTHR 27 D AVAYA INC COM 05349910 803 71144 SH SHARED 01 71144 D AVAYA INC COM 05349910 8 724 SH SHR/OTHR 01 724 D AVAYA INC COM 05349910 1773 156959 SH SHARED 02 156959 D AVAYA INC COM 05349910 318 28145 SH SHARED 06 28145 D AVAYA INC COM 05349910 10 943 SH SHARED 10 943 D AVAYA INC COM 05349910 2147 190047 SH SHARED 17 186947 3100 D AVERY DENNISON CORP COM 05361110 17546 300051 SH SHARED 275017 25034 D AVERY DENNISON CORP COM 05361110 2208 37769 SH SHR/OTHR 37769 D AVERY DENNISON CORP COM 05361110 3079 52653 SH SHARED 01 4778 47875 D AVERY DENNISON CORP COM 05361110 849 14531 SH SHR/OTHR 01 14531 D AVERY DENNISON CORP COM 05361110 2216 37901 SH SHARED 02 37901 D AVERY DENNISON CORP COM 05361110 402 6890 SH SHARED 06 6890 D AVERY DENNISON CORP COM 05361110 6 118 SH SHARED 10 118 D AVERY DENNISON CORP COM 05361110 4257 72796 SH SHARED 17 71296 1500 D AVIALL INC NEW COM 05366B10 144 3800 SH SHARED 3800 D AVIALL INC NEW COM 05366B10 7 200 SH SHARED 02 200 D AVIALL INC NEW COM 05366B10 64 1700 SH SHARED 10 1700 D AVIALL INC NEW COM 05366B10 11713 307600 SH SHARED 17 304900 2700 D AVICI SYS INC COM NEW 05367L80 96 21741 SH SHARED 21741 D AVID TECHNOLOGY INC COM 05367P10 34 800 SH SHARED 800 D AVID TECHNOLOGY INC COM 05367P10 2225 51206 SH SHARED 41206 10000 D AVID TECHNOLOGY INC COM 05367P10 3110 71565 SH SHARED 01 69965 1600 D AVID TECHNOLOGY INC COM 05367P10 178 4100 SH SHARED 02 4100 D AVID TECHNOLOGY INC COM 05367P10 822 18920 SH SHARED 05 18920 D AVID TECHNOLOGY INC COM 05367P10 1521 35000 SH SHARED 17 35000 D AVID TECHNOLOGY INC COM 05367P10 4163 95809 SH SHARED 19 95809 D AVISTA CORP COM 05379B10 68 3300 SH SHARED 3300 D AVISTA CORP COM 05379B10 78 3800 SH SHARED 01 3800 D AVISTA CORP COM 05379B10 4332 209800 SH SHARED 10 209800 D AVISTA CORP COM 05379B10 755 36571 SH SHARED 17 29971 6600 D AVNET INC DBCV 2.000% 3/1 053807AL 3311 3372000 PRN SHARED 02 3372000 D AVNET INC COM 05380710 90633 3571067 SH SHARED 3571067 D AVNET INC COM 05380710 6357 250501 SH SHARED 250501 D AVNET INC COM 05380710 1355 53400 SH SHARED 01 53400 D AVNET INC COM 05380710 1652 65100 SH SHARED 02 65100 D AVNET INC COM 05380710 12 500 SH SHARED 06 500 D AVNET INC COM 05380710 800 31554 SH SHARED 17 31554 D AVIZA TECHNOLOGY INC COM 05381A10 81 19211 SH SHARED 19211 D AVOCENT CORP COM 05389310 837 26400 SH SHARED 26400 D AVOCENT CORP COM 05389310 624 19670 SH SHARED 01 19670 D AVOCENT CORP COM 05389310 542 17100 SH SHARED 02 17100 D AVOCENT CORP COM 05389310 32304 1017785 SH SHARED 10 949585 68200 D AVOCENT CORP COM 05389310 2177 68600 SH SHARED 17 22200 46400 D AVON PRODS INC COM 05430310 51877 1664337 SH SHARED 1650802 13535 D AVON PRODS INC COM 05430310 1546 49600 SH SHR/OTHR 49600 D AVON PRODS INC COM 05430310 7698 246971 SH SHARED 01 45900 201071 D AVON PRODS INC COM 05430310 405 13000 SH SHR/OTHR 01 13000 D AVON PRODS INC COM 05430310 4894 157017 SH SHARED 02 157017 D AVON PRODS INC COM 05430310 947 30395 SH SHARED 06 30395 D AVON PRODS INC COM 05430310 5570 178699 SH SHARED 10 172900 5799 D AVON PRODS INC COM 05430310 9283 297840 SH SHARED 17 288440 9400 D AVON PRODS INC COM 05430310 151 4874 SH SHARED 19 4874 D AXA SPONSORED ADR 05453610 1657 47400 SH SHARED 47400 D AXCELIS TECHNOLOGIES INC COM 05454010 1760 300473 SH SHARED 300473 D AXCELIS TECHNOLOGIES INC COM 05454010 17 3066 SH SHARED 01 3066 D AXCELIS TECHNOLOGIES INC COM 05454010 230 39400 SH SHARED 17 39400 D AZTAR CORP COM 05480210 17060 406300 SH SHARED 406300 D AZTAR CORP COM 05480210 67 1600 SH SHARED 01 1600 D AZTAR CORP COM 05480210 16 400 SH SHARED 02 400 D AZTAR CORP COM 05480210 62 1500 SH SHARED 10 1500 D AZTAR CORP COM 05480210 754 17960 SH SHARED 17 15660 2300 D AXCAN PHARMA INC NOTE 4.250% 4/1 054923AB 1413 1358000 PRN SHARED 1358000 D AXCAN PHARMA INC COM 05492310 778 58592 SH SHARED 58592 D AXCAN PHARMA INC COM 05492310 231 17441 SH SHARED 02 17441 D BB&T CORP COM 05493710 35117 895846 SH SHARED 880896 14950 D BB&T CORP COM 05493710 121 3100 SH SHR/OTHR 3100 D BB&T CORP COM 05493710 4183 106723 SH SHARED 01 106723 D BB&T CORP COM 05493710 62 1600 SH SHR/OTHR 01 1600 D BB&T CORP COM 05493710 8598 219358 SH SHARED 02 219358 D BB&T CORP COM 05493710 1402 35766 SH SHARED 06 35766 D BB&T CORP COM 05493710 104 2673 SH SHARED 10 2673 D BB&T CORP COM 05493710 172 4400 SH SHARED 14 4400 D BB&T CORP COM 05493710 10112 257982 SH SHARED 17 215352 42630 D B & G FOODS INC NEW UNIT 99/99/9999 05508R20 5131 355853 SH SHARED 355853 D B&H OCEAN CARRIERS LTD COM 05509010 2406 121867 SH SHARED 121867 D B A S F A G SPONSORED ADR 05526250 1481 18900 SH SHARED 17400 1500 D B A S F A G SPONSORED ADR 05526250 16 210 SH SHARED 01 210 D BCE INC COM 05534B10 224 9320 SH SHARED 9320 D BCE INC COM 05534B10 48 2000 SH SHR/OTHR 2000 D BCE INC COM 05534B10 923 38371 SH SHARED 01 38371 D BCE INC COM 05534B10 3347 139120 SH SHARED 02 139120 D BCE INC COM 05534B10 59 2488 SH SHARED 06 2488 D BCE INC COM 05534B10 65 2717 SH SHARED 10 2717 D BCE INC COM 05534B10 237 9879 SH SHARED 14 9879 D BCE INC COM 05534B10 2887 120000 SH SHARED 16 120000 D BCE INC COM 05534B10 205 8540 SH SHARED 17 6240 2300 D BFC FINL CORP CL A 05538420 10 1600 SH SHARED 1600 D BG PLC ADR FIN INST N 05543420 92 1479 SH SHARED 1479 D BG PLC ADR FIN INST N 05543420 540 8625 SH SHR/OTHR 01 8625 D BHP BILLITON PLC SPONSORED ADR 05545E20 109 2950 SH SHARED 2950 D BHP BILLITON PLC SPONSORED ADR 05545E20 43 1160 SH SHARED 01 1160 D BISYS GROUP INC COM 05547210 2325 172500 SH SHARED 172500 D BISYS GROUP INC COM 05547210 382 28400 SH SHARED 01 28400 D BISYS GROUP INC COM 05547210 726 53900 SH SHARED 02 53900 D BKF CAP GROUP INC COM 05548G10 13 1053 SH SHARED 1053 D BKF CAP GROUP INC COM 05548G10 7 600 SH SHARED 01 600 D BKF CAP GROUP INC COM 05548G10 26 2000 SH SHARED 17 2000 D BJS WHOLESALE CLUB INC COM 05548J10 478 15200 SH SHARED 15200 D BJS WHOLESALE CLUB INC COM 05548J10 800 25400 SH SHARED 01 25400 D BJS WHOLESALE CLUB INC COM 05548J10 17 543 SH SHR/OTHR 01 543 D BJS WHOLESALE CLUB INC COM 05548J10 1785 56678 SH SHARED 02 56678 D BJS WHOLESALE CLUB INC COM 05548J10 296 9400 SH SHARED 17 9400 D BJ SVCS CO COM 05548210 24985 722128 SH SHARED 680228 41900 D BJ SVCS CO COM 05548210 391 11325 SH SHR/OTHR 11325 D BJ SVCS CO COM 05548210 14349 414723 SH SHARED 01 238895 175828 D BJ SVCS CO COM 05548210 1499 43325 SH SHR/OTHR 01 43325 D BJ SVCS CO COM 05548210 10624 307054 SH SHARED 02 307054 D BJ SVCS CO COM 05548210 998 28862 SH SHARED 06 28862 D BJ SVCS CO COM 05548210 120354 3478443 SH SHARED 10 2770530 707913 D BJ SVCS CO COM 05548210 197 5700 SH SHR/OTHR 10 5700 D BJ SVCS CO COM 05548210 422 12206 SH SHARED 14 12206 D BJ SVCS CO COM 05548210 3864 111700 SH SHARED 15 111700 D BJ SVCS CO COM 05548210 2491 72000 SH SHARED 16 72000 D BJ SVCS CO COM 05548210 19601 566514 SH SHARED 17 561714 4800 D BOK FINL CORP COM NEW 05561Q20 109 2300 SH SHARED 02 2300 D BOC GROUP PLC SPONSORED ADR 05561760 48 900 SH SHARED 900 D BP PLC SPONSORED ADR 05562210 390344 5662090 SH SHARED 5567235 94855 D BP PLC SPONSORED ADR 05562210 28800 417766 SH SHR/OTHR 417766 D BP PLC SPONSORED ADR 05562210 27933 405187 SH SHARED 01 195773 209414 D BP PLC SPONSORED ADR 05562210 10515 152531 SH SHR/OTHR 01 152531 D BP PLC SPONSORED ADR 05562210 352 5117 SH SHARED 06 5117 D BP PLC SPONSORED ADR 05562210 78378 1136903 SH SHARED 10 992253 144650 D BP PLC SPONSORED ADR 05562210 213 3100 SH SHR/OTHR 10 3100 D BP PLC SPONSORED ADR 05562210 1740 25253 SH SHARED 17 7200 18053 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 56 800 SH SHR/OTHR 800 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 224 3175 SH SHARED 01 3175 D BRE PROPERTIES INC CL A 05564E10 5 100 SH SHARED 100 D BRE PROPERTIES INC CL A 05564E10 39 700 SH SHR/OTHR 700 D BRE PROPERTIES INC CL A 05564E10 16 300 SH SHARED 01 300 D BRE PROPERTIES INC CL A 05564E10 319 5700 SH SHR/OTHR 01 5700 D BRE PROPERTIES INC CL A 05564E10 302 5400 SH SHARED 02 5400 D BRE PROPERTIES INC CL A 05564E10 59124 1055800 SH SHARED 11 1055800 D BT GROUP PLC ADR 05577E10 2593 66800 SH SHARED 66800 D BMC SOFTWARE INC COM 05592110 10358 478210 SH SHARED 459335 18875 D BMC SOFTWARE INC COM 05592110 2154 99485 SH SHARED 01 9705 89780 D BMC SOFTWARE INC COM 05592110 70 3249 SH SHR/OTHR 01 3249 D BMC SOFTWARE INC COM 05592110 2966 136937 SH SHARED 02 136937 D BMC SOFTWARE INC COM 05592110 326 15060 SH SHARED 06 15060 D BMC SOFTWARE INC COM 05592110 3853 177897 SH SHARED 10 177897 D BMC SOFTWARE INC COM 05592110 264 12199 SH SHARED 14 12199 D BMC SOFTWARE INC COM 05592110 4275 197395 SH SHARED 17 110595 86800 D BPI ENERGY HOLDINGS INC COM 05593410 0 1 SH SHARED 02 1 D BTU INTL INC COM 05603210 631 38462 SH SHARED 38462 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 05603310 383 132200 SH SHARED 132200 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 05603310 0 60 SH SHARED 02 60 D BADGER METER INC COM 05652510 28 500 SH SHARED 500 D BADGER METER INC COM 05652510 2752 48306 SH SHARED 17 48306 D BAKER HUGHES INC COM 05722410 55852 816558 SH SHARED 809713 6845 D BAKER HUGHES INC COM 05722410 320 4690 SH SHR/OTHR 4690 D BAKER HUGHES INC COM 05722410 9138 133609 SH SHARED 01 35625 97984 D BAKER HUGHES INC COM 05722410 99 1460 SH SHR/OTHR 01 1460 D BAKER HUGHES INC COM 05722410 14739 215487 SH SHARED 02 206587 8900 D BAKER HUGHES INC COM 05722410 13452 196675 SH SHARED 06 196675 D BAKER HUGHES INC COM 05722410 153105 2238390 SH SHARED 10 1018219 848400 371771 D BAKER HUGHES INC COM 05722410 75 1100 SH SHR/OTHR 10 1100 D BAKER HUGHES INC COM 05722410 292 4282 SH SHARED 14 4282 D BAKER HUGHES INC COM 05722410 1443 21100 SH SHARED 15 21100 D BAKER HUGHES INC COM 05722410 2660 38900 SH SHARED 16 38900 D BAKER HUGHES INC COM 05722410 12295 179764 SH SHARED 17 175744 4020 D BALCHEM CORP COM 05766520 18 800 SH SHARED 800 D BALCHEM CORP COM 05766520 69 3000 SH SHARED 17 3000 D BALDOR ELEC CO COM 05774110 74 2200 SH SHARED 2200 D BALDOR ELEC CO COM 05774110 50 1500 SH SHARED 02 1500 D BALDOR ELEC CO COM 05774110 524 15497 SH SHARED 17 14397 1100 D BALDWIN & LYONS INC CL B 05775520 595 22432 SH SHARED 22432 D BALDWIN & LYONS INC CL B 05775520 77 2925 SH SHARED 17 2925 D BALL CORP COM 05849810 438 10000 SH SHARED 10000 D BALL CORP COM 05849810 7451 170000 SH SHARED 170000 D BALL CORP COM 05849810 1284 29304 SH SHARED 01 29304 D BALL CORP COM 05849810 1555 35500 SH SHARED 02 35500 D BALL CORP COM 05849810 300 6856 SH SHARED 06 6856 D BALL CORP COM 05849810 752 17171 SH SHARED 10 16700 471 D BALL CORP COM 05849810 2652 60520 SH SHARED 17 60120 400 D BALLARD PWR SYS INC COM 05858H10 67 10000 SH SHARED 10000 D BALLARD PWR SYS INC COM 05858H10 6073 897089 SH SHARED 887089 10000 D BALLARD PWR SYS INC COM 05858H10 338 50000 SH SHARED 04 50000 D BALLARD PWR SYS INC COM 05858H10 52 7700 SH SHARED 19 7700 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 44 4700 SH SHARED 4700 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 2 234 SH SHARED 01 234 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 2342 250000 SH SHARED 02 250000 D BALLY TECHNOLOGIES INC COM 05874B10 117 6900 SH SHARED 6900 D BALLY TECHNOLOGIES INC COM 05874B10 188 11100 SH SHARED 01 11100 D BALLY TECHNOLOGIES INC COM 05874B10 2298 135300 SH SHARED 10 135300 D BALLY TECHNOLOGIES INC COM 05874B10 1294 76200 SH SHARED 14 76200 D BALLY TECHNOLOGIES INC COM 05874B10 8726 513600 SH SHARED 17 419200 94400 D BANC CORP COM 05944B10 13 1100 SH SHARED 1100 D BANCFIRST CORP COM 05945F10 21 500 SH SHARED 500 D BANCFIRST CORP COM 05945F10 26 600 SH SHARED 01 600 D BANCFIRST CORP COM 05945F10 261 6000 SH SHARED 10 6000 D BANCFIRST CORP COM 05945F10 706 16200 SH SHARED 17 1800 14400 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 497 13850 SH SHARED 13850 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 127532 3551452 SH SHARED 3551452 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 31837 886600 SH SHARED 01 886600 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 107 3000 SH SHARED 02 3000 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 77468 2157300 SH SHARED 04 2157300 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 6801 189400 SH SHARED 06 189400 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 47501 1322800 SH SHARED 10 1322800 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 1037 28900 SH SHARED 14 28900 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 1975 55000 SH SHARED 16 55000 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 667 18600 SH SHARED 17 18600 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 53296 1790270 SH SHARED 1790270 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 21279 714800 SH SHARED 01 714800 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 4316 145000 SH SHARED 04 145000 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 7948 267000 SH SHARED 06 267000 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 11294 379400 SH SHARED 10 379400 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 5 200 SH SHARED 17 200 D BANCO SANTANDER CENT HISPANO ADR 05964H10 3051 208845 SH SHARED 207900 945 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 152 3496 SH SHARED 3496 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 883 20270 SH SHARED 17 20270 D BANCOLOMBIA S A SPON ADR PREF 05968L10 1214 34800 SH SHARED 34800 D BANCOLOMBIA S A SPON ADR PREF 05968L10 6480 185700 SH SHARED 01 185700 D BANCOLOMBIA S A SPON ADR PREF 05968L10 1221 35000 SH SHARED 04 35000 D BANCOLOMBIA S A SPON ADR PREF 05968L10 6282 180000 SH SHARED 10 180000 D BANCORP INC DEL COM 05969A10 17 700 SH SHARED 700 D BANCORP INC DEL COM 05969A10 21 884 SH SHARED 17 884 D BANCORP RHODE ISLAND INC COM 05969010 43 1250 SH SHR/OTHR 1250 D BANCORPSOUTH INC COM 05969210 124 5200 SH SHARED 5200 D BANCORPSOUTH INC COM 05969210 21 900 SH SHARED 01 900 D BANCORPSOUTH INC COM 05969210 38 1600 SH SHARED 02 1600 D BANCORPSOUTH INC COM 05969210 55 2300 SH SHARED 10 2300 D BANCORPSOUTH INC COM 05969210 1447 60300 SH SHARED 17 60300 D BANCROFT CONV FD INC COM 05969510 930 49500 SH SHARED 49500 D BANCTRUST FINANCIAL GP COM 05978R10 15 700 SH SHARED 700 D BANCTRUST FINANCIAL GP COM 05978R10 35 1600 SH SHARED 17 1600 D BANDAG INC COM 05981510 142 3400 SH SHARED 3400 D BANDAG INC COM 05981510 276 6600 SH SHARED 01 6600 D BANDAG INC COM 05981510 167 4000 SH SHARED 02 4000 D BANDAG INC COM 05981510 205 4900 SH SHARED 17 4600 300 D BANK OF AMERICA CORPORATION COM 06050510 853757 18747426 SH SHARED 18394001 353425 D BANK OF AMERICA CORPORATION COM 06050510 16632 365219 SH SHR/OTHR 365219 D BANK OF AMERICA CORPORATION COM 06050510 92931 2040652 SH SHARED 01 504626 1536026 D BANK OF AMERICA CORPORATION COM 06050510 9472 208007 SH SHR/OTHR 01 208007 D BANK OF AMERICA CORPORATION COM 06050510 78000 1712795 SH SHARED 02 1712795 D BANK OF AMERICA CORPORATION COM 06050510 509044 11177970 SH SHARED 04 11174174 3796 D BANK OF AMERICA CORPORATION COM 06050510 17694 388551 SH SHARED 06 388551 D BANK OF AMERICA CORPORATION COM 06050510 522843 11480972 SH SHARED 10 5567099 4523136 1390737 D BANK OF AMERICA CORPORATION COM 06050510 482 10600 SH SHR/OTHR 10 10600 D BANK OF AMERICA CORPORATION COM 06050510 6391 140350 SH SHARED 14 140350 D BANK OF AMERICA CORPORATION COM 06050510 8734 191802 SH SHARED 15 191802 D BANK OF AMERICA CORPORATION COM 06050510 312919 6871313 SH SHARED 17 6645214 226099 D BANK OF AMERICA CORPORATION COM 06050510 375 8240 SH SHARED 19 8240 D BANK OF GRANITE CORP COM 06240110 20 1000 SH SHARED 1000 D BANK OF GRANITE CORP COM 06240110 168 8312 SH SHARED 17 3812 4500 D BANK HAWAII CORP COM 06254010 995 18665 SH SHARED 11600 7065 D BANK HAWAII CORP COM 06254010 79 1500 SH SHR/OTHR 1500 D BANK HAWAII CORP COM 06254010 1172 22000 SH SHARED 01 22000 D BANK HAWAII CORP COM 06254010 1231 23100 SH SHARED 02 23100 D BANK HAWAII CORP COM 06254010 421 7900 SH SHARED 17 7900 D BANK MONTREAL QUE COM 06367110 149 2628 SH SHARED 228 2400 D BANK MONTREAL QUE COM 06367110 88 1552 SH SHARED 01 1552 D BANK MONTREAL QUE COM 06367110 11715 206194 SH SHARED 02 206194 D BANK MONTREAL QUE COM 06367110 76138 1340000 SH SHARED 04 1340000 D BANK MONTREAL QUE COM 06367110 178 3139 SH SHARED 06 3139 D BANK MONTREAL QUE COM 06367110 24 427 SH SHARED 10 427 D BANK MONTREAL QUE COM 06367110 617 10869 SH SHARED 14 10869 D BANK MONTREAL QUE COM 06367110 22 400 SH SHARED 17 400 D BANK MUTUAL CORP NEW COM 06375010 509 43000 SH SHARED 43000 D BANK MUTUAL CORP NEW COM 06375010 345 29141 SH SHARED 17 29141 D BANK OF THE OZARKS INC COM 06390410 29 800 SH SHARED 800 D BANK OF THE OZARKS INC COM 06390410 682 18700 SH SHARED 10 18700 D BANK OF THE OZARKS INC COM 06390410 204 5600 SH SHARED 17 5600 D BANK NEW YORK INC COM 06405710 63105 1750975 SH SHARED 1743401 7574 D BANK NEW YORK INC COM 06405710 3822 106050 SH SHR/OTHR 106050 D BANK NEW YORK INC COM 06405710 18984 526752 SH SHARED 01 6630 520122 D BANK NEW YORK INC COM 06405710 1084 30100 SH SHR/OTHR 01 30100 D BANK NEW YORK INC COM 06405710 20847 578467 SH SHARED 02 316967 261500 D BANK NEW YORK INC COM 06405710 2522 70000 SH SHARED 04 70000 D BANK NEW YORK INC COM 06405710 1819 50477 SH SHARED 06 50477 D BANK NEW YORK INC COM 06405710 108275 3004318 SH SHARED 10 60590 2940060 3668 D BANK NEW YORK INC COM 06405710 1580 43850 SH SHARED 14 43850 D BANK NEW YORK INC COM 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SH SHARED 7900 D BANTA CORP COM 06682110 514 9900 SH SHARED 01 9900 D BANTA CORP COM 06682110 436 8400 SH SHARED 02 8400 D BANTA CORP COM 06682110 67 1300 SH SHARED 10 1300 D BANTA CORP COM 06682110 1335 25700 SH SHARED 17 23700 2000 D BARCLAYS PLC ADR 06738E20 753 16100 SH SHARED 16100 D BARCLAYS PLC ADR 06738E20 102 2200 SH SHARED 01 1200 1000 D BARD C R INC COM 06738310 21991 324308 SH SHARED 324308 D BARD C R INC COM 06738310 2710 39975 SH SHARED 01 3950 36025 D BARD C R INC COM 06738310 12 179 SH SHR/OTHR 01 179 D BARD C R INC COM 06738310 5051 74500 SH SHARED 02 74500 D BARD C R INC COM 06738310 2712 40000 SH SHARED 04 40000 D BARD C R INC COM 06738310 601 8872 SH SHARED 06 8872 D BARD C R INC COM 06738310 98238 1448726 SH SHARED 10 262481 1111460 74785 D BARD C R INC COM 06738310 94 1400 SH SHARED 14 1400 D BARD C R INC COM 06738310 29339 432676 SH SHARED 17 431776 900 D BARNES & NOBLE INC COM 06777410 3565 77100 SH SHARED 49700 27400 D BARNES & NOBLE INC COM 06777410 1979 42800 SH SHARED 01 42800 D BARNES & NOBLE INC COM 06777410 1158 25050 SH SHARED 02 25050 D BARNES & NOBLE INC COM 06777410 14739 318700 SH SHARED 10 318700 D BARNES & NOBLE INC COM 06777410 2742 59300 SH SHARED 17 12200 47100 D BARNES GROUP INC COM 06780610 271 6700 SH SHARED 6700 D BARNES GROUP INC COM 06780610 1761 43500 SH SHARED 10 43500 D BARNES GROUP INC COM 06780610 558 13800 SH SHARED 17 13500 300 D BARRICK GOLD CORP COM 06790110 23673 869087 SH SHARED 835380 33707 D BARRICK GOLD CORP COM 06790110 108 4000 SH SHR/OTHR 4000 D BARRICK GOLD CORP COM 06790110 297 10929 SH SHARED 01 10929 D BARRICK GOLD CORP COM 06790110 6205 227817 SH SHARED 02 227817 D BARRICK GOLD CORP COM 06790110 6535 239912 SH SHARED 06 239912 D BARRICK GOLD CORP COM 06790110 42366 1555293 SH SHARED 10 1552279 3014 D BARRICK GOLD CORP COM 06790110 704 25862 SH SHARED 14 25862 D BARRICK GOLD CORP COM 06790110 71 2640 SH SHARED 17 2640 D BARRICK GOLD CORP COM 06790110 19 700 SH SHARED 19 700 D BARR PHARMACEUTICALS INC COM 06830610 16819 267064 SH SHARED 267064 D BARR PHARMACEUTICALS INC COM 06830610 913 14500 SH SHARED 01 100 14400 D BARR PHARMACEUTICALS INC COM 06830610 172 2744 SH SHR/OTHR 01 2744 D BARR PHARMACEUTICALS INC COM 06830610 3673 58331 SH SHARED 02 58331 D BARR PHARMACEUTICALS INC COM 06830610 380 6039 SH SHARED 06 6039 D BARR PHARMACEUTICALS INC COM 06830610 8810 139900 SH SHARED 10 139900 D BARR PHARMACEUTICALS INC COM 06830610 62 998 SH SHARED 14 998 D BARR PHARMACEUTICALS INC COM 06830610 4266 67750 SH SHARED 17 67150 600 D BARRETT BILL CORP COM 06846N10 32 1000 SH SHARED 1000 D BARRETT BILL CORP COM 06846N10 1033 31700 SH SHARED 01 31475 225 D BARRETT BILL CORP COM 06846N10 35 1075 SH SHR/OTHR 01 1075 D BARRETT BILL CORP COM 06846N10 4632 142130 SH SHARED 10 140830 1300 D BARRETT BILL CORP COM 06846N10 6412 196760 SH SHARED 17 193760 3000 D BARRIER THERAPEUTICS INC COM 06850R10 9 1000 SH SHARED 1000 D BARRIER THERAPEUTICS INC COM 06850R10 70 7300 SH SHARED 17 7300 D BASIC ENERGY 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COM 07181310 3593 92585 SH SHR/OTHR 92585 D BAXTER INTL INC COM 07181310 13112 337851 SH SHARED 01 139809 198042 D BAXTER INTL INC COM 07181310 437 11273 SH SHR/OTHR 01 11273 D BAXTER INTL INC COM 07181310 8800 226763 SH SHARED 02 223863 2900 D BAXTER INTL INC COM 07181310 88670 2284737 SH SHARED 04 2284400 337 D BAXTER INTL INC COM 07181310 6112 157486 SH SHARED 06 157486 D BAXTER INTL INC COM 07181310 258471 6659930 SH SHARED 10 2478752 3176440 1004738 D BAXTER INTL INC COM 07181310 159 4100 SH SHR/OTHR 10 4100 D BAXTER INTL INC COM 07181310 2456 63308 SH SHARED 14 63308 D BAXTER INTL INC COM 07181310 1730 44600 SH SHARED 15 44600 D BAXTER INTL INC COM 07181310 13428 346008 SH SHARED 17 264401 81607 D BAYER A G SPONSORED ADR 07273030 78 1950 SH SHARED 1950 D BAYER A G SPONSORED ADR 07273030 16 410 SH SHARED 01 410 D BBVA BANCO FRANCES S A SPONSORED ADR 07329M10 127 16200 SH SHARED 16200 D BE AEROSPACE INC COM 07330210 1216 48430 SH SHARED 48430 D BE AEROSPACE INC COM 07330210 795 31650 SH SHARED 01 31350 300 D BE AEROSPACE INC COM 07330210 77 3100 SH SHARED 02 3100 D BE AEROSPACE INC COM 07330210 4576 182200 SH SHARED 10 179200 3000 D BE AEROSPACE INC COM 07330210 6774 269700 SH SHARED 17 265000 4700 D BEA SYS INC NOTE 4.000%12/1 073325AD 5346 5400000 PRN SHARED 5400000 D BEA SYS INC COM 07332510 15500 1180503 SH SHARED 1180503 D BEA SYS INC COM 07332510 115 8800 SH SHARED 01 8800 D BEA SYS INC COM 07332510 525 40012 SH SHARED 02 40012 D BEA SYS INC COM 07332510 186 14170 SH SHARED 06 14170 D BEA SYS INC COM 07332510 30 2357 SH SHARED 10 2357 D BEA SYS INC COM 07332510 2513 191417 SH SHARED 14 191417 D BEA SYS INC COM 07332510 99 7540 SH SHARED 17 5440 2100 D BEACON ROOFING SUPPLY INC COM 07368510 44 1100 SH SHARED 1100 D BEACON ROOFING SUPPLY INC COM 07368510 336 8272 SH SHARED 17 8272 D BEAR STEARNS COS INC COM 07390210 55399 399418 SH SHARED 387438 11980 D BEAR STEARNS COS INC COM 07390210 53 385 SH SHR/OTHR 385 D BEAR STEARNS COS INC COM 07390210 9959 71807 SH SHARED 01 37805 34002 D BEAR STEARNS COS INC COM 07390210 55 400 SH SHR/OTHR 01 400 D BEAR STEARNS COS INC COM 07390210 6247 45040 SH SHARED 02 45040 D BEAR STEARNS COS INC COM 07390210 457 3300 SH SHARED 06 3300 D BEAR STEARNS COS INC COM 07390210 83374 601116 SH SHARED 10 533741 67375 D BEAR STEARNS COS INC COM 07390210 166 1200 SH SHR/OTHR 10 1200 D BEAR STEARNS COS INC COM 07390210 1844 13300 SH SHARED 15 13300 D BEAR STEARNS COS INC COM 07390210 14102 101673 SH SHARED 17 86398 15275 D BEARINGPOINT INC COM 07400210 3865 455300 SH SHARED 455300 D BEARINGPOINT INC COM 07400210 14 1700 SH SHARED 01 1700 D BEARINGPOINT INC COM 07400210 641 75600 SH SHARED 10 75600 D BEARINGPOINT INC COM 07400210 698 82300 SH SHARED 17 70000 12300 D BEASLEY BROADCAST GROUP INC CL A 07401410 6 500 SH SHARED 500 D BEASLEY BROADCAST GROUP INC CL A 07401410 19 1600 SH SHARED 17 1600 D BEAZER HOMES USA INC NOTE 4.625% 6/1 07556QAL 8162 5700000 PRN SHARED 5700000 D BEAZER HOMES USA INC COM 07556Q10 4641 70643 SH SHARED 70643 D BEAZER HOMES USA INC COM 07556Q10 2706 41200 SH SHARED 01 41200 D BEAZER HOMES USA INC COM 07556Q10 1222 18600 SH SHARED 02 18600 D BEAZER HOMES USA INC COM 07556Q10 13 200 SH SHARED 06 200 D BEAZER HOMES USA INC COM 07556Q10 32 500 SH SHARED 17 500 D BEBE STORES INC COM 07557110 142 7747 SH SHARED 02 7747 D BEBE STORES INC COM 07557110 316 17200 SH SHARED 17 16200 1000 D BECKMAN COULTER INC COM 07581110 1151 21100 SH SHARED 21100 D BECKMAN COULTER INC COM 07581110 1369 25092 SH SHARED 01 25092 D BECKMAN COULTER INC COM 07581110 1527 28000 SH SHARED 02 28000 D BECKMAN COULTER INC COM 07581110 114 2090 SH SHARED 06 2090 D BECKMAN COULTER INC COM 07581110 1713 31400 SH SHARED 10 30800 600 D BECKMAN COULTER INC COM 07581110 289 5300 SH SHARED 17 4500 800 D BECTON DICKINSON & CO COM 07588710 37583 610317 SH SHARED 528123 82194 D BECTON DICKINSON & CO COM 07588710 3242 52650 SH SHR/OTHR 52650 D BECTON DICKINSON & CO COM 07588710 5902 95853 SH SHARED 01 10023 85830 D 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16500 SH SHARED 17 16500 D BELLSOUTH CORP COM 07986010 442060 12757866 SH SHARED 12745102 12764 D BELLSOUTH CORP COM 07986010 1356 39148 SH SHR/OTHR 39148 D BELLSOUTH CORP COM 07986010 16858 486529 SH SHARED 01 3196 483333 D BELLSOUTH CORP COM 07986010 2594 74881 SH SHR/OTHR 01 74881 D BELLSOUTH CORP COM 07986010 21931 632933 SH SHARED 02 632933 D BELLSOUTH CORP COM 07986010 4196 121097 SH SHARED 06 121097 D BELLSOUTH CORP COM 07986010 12314 355395 SH SHARED 10 334700 20695 D BELLSOUTH CORP COM 07986010 747 21575 SH SHARED 14 21575 D BELLSOUTH CORP COM 07986010 28013 808457 SH SHARED 17 740357 68100 D BELLSOUTH CORP COM 07986010 1770 51103 SH SHARED 18 51103 D BELO CORP COM SER A 08055510 409 20600 SH SHARED 20600 D BELO CORP COM SER A 08055510 3099 155900 SH SHARED 01 155900 D BELO CORP COM SER A 08055510 819 41200 SH SHARED 02 41200 D BELO CORP COM SER A 08055510 39 2000 SH SHARED 17 2000 D BEMA GOLD CORP COM 08135F10 25664 5793400 SH SHARED 5793400 D BEMA GOLD CORP COM 08135F10 17 4000 SH SHR/OTHR 4000 D BEMA GOLD CORP COM 08135F10 1329 300000 SH SHARED 04 300000 D BEMA GOLD CORP COM 08135F10 19691 4445000 SH SHARED 10 4445000 D BEMIS INC COM 08143710 5560 176084 SH SHARED 176084 D BEMIS INC COM 08143710 978 31000 SH SHARED 01 5100 25900 D BEMIS INC COM 08143710 1201 38050 SH SHARED 02 38050 D BEMIS INC COM 08143710 90 2850 SH SHARED 06 2850 D BEMIS INC COM 08143710 1313 41602 SH SHARED 17 41602 D BENCHMARK ELECTRS INC COM 08160H10 5950 155151 SH SHARED 155151 D BENCHMARK ELECTRS INC COM 08160H10 40 1050 SH SHARED 01 1050 D BENCHMARK ELECTRS INC COM 08160H10 46 1200 SH SHARED 02 1200 D BENCHMARK ELECTRS INC COM 08160H10 72 1900 SH SHARED 10 1900 D BENCHMARK ELECTRS INC COM 08160H10 1027 26799 SH SHARED 17 23799 3000 D BENETTON GROUP SPA ADR NEW 08179540 59 2000 SH SHARED 2000 D BENTLEY PHARMACEUTICALS INC COM 08265710 14 1100 SH SHARED 1100 D BENTLEY PHARMACEUTICALS INC COM 08265710 60 4600 SH SHARED 01 4600 D BENTLEY PHARMACEUTICALS INC COM 08265710 1375 104600 SH SHARED 10 104600 D BENTLEY PHARMACEUTICALS INC COM 08265710 1265 96200 SH SHARED 17 9300 86900 D BERKLEY W R CORP COM 08442310 3055 52625 SH SHARED 25300 27325 D BERKLEY W R CORP COM 08442310 3527 60750 SH SHARED 01 60750 D BERKLEY W R CORP COM 08442310 2978 51299 SH SHARED 02 51299 D BERKLEY W R CORP COM 08442310 252 4347 SH SHARED 06 4347 D BERKLEY W R CORP COM 08442310 18272 314712 SH SHARED 10 314712 D BERKLEY W R CORP COM 08442310 133 2300 SH SHARED 14 2300 D BERKLEY W R CORP COM 08442310 3491 60142 SH SHARED 17 6517 53625 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 133 SH SHARED 80 53 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 5 SH SHR/OTHR 5 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 135 SH SHARED 01 135 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 5 SH SHR/OTHR 01 5 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 4 SH SHARED 10 4 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 4542 1508 SH SHARED 1237 271 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 2918 969 SH SHR/OTHR 969 D 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182845 SH SHARED 02 182845 D BEST BUY INC COM 08651610 2090 37373 SH SHARED 06 37373 D BEST BUY INC COM 08651610 7559 135160 SH SHARED 10 126820 8340 D BEST BUY INC COM 08651610 10983 196388 SH SHARED 17 190438 5950 D BEVERLY HILLS BANCORP DEL COM 08786610 10 1000 SH SHARED 1000 D BEVERLY HILLS BANCORP DEL COM 08786610 1176 110964 SH SHARED 17 110964 D BHP BILLITON LTD SPONSORED ADR 08860610 13271 333043 SH SHARED 331000 2043 D BHP BILLITON LTD SPONSORED ADR 08860610 585 14700 SH SHR/OTHR 14700 D BHP BILLITON LTD SPONSORED ADR 08860610 556 13975 SH SHARED 01 6000 7975 D BHP BILLITON LTD SPONSORED ADR 08860610 143 3600 SH SHR/OTHR 01 3600 D BHP BILLITON LTD SPONSORED ADR 08860610 3084 77400 SH SHARED 02 77400 D BHP BILLITON LTD SPONSORED ADR 08860610 418 10500 SH SHARED 04 10500 D BIG 5 SPORTING GOODS CORP COM 08915P10 186 9507 SH SHARED 9507 D BIG 5 SPORTING GOODS CORP COM 08915P10 7 400 SH SHARED 02 400 D BIG 5 SPORTING GOODS CORP COM 08915P10 144 7400 SH SHARED 17 7400 D BIG LOTS INC COM 08930210 2680 192000 SH SHARED 192000 D BIG LOTS INC COM 08930210 152 10900 SH SHARED 01 10900 D BIG LOTS INC COM 08930210 754 54056 SH SHARED 02 54056 D BIG LOTS INC COM 08930210 41 3000 SH SHARED 06 3000 D BIG LOTS INC COM 08930210 62 4500 SH SHARED 10 4500 D BIG LOTS INC COM 08930210 1293 92688 SH SHARED 17 85788 6900 D BIO IMAGING TECHNOLOGIES INC COM 09056N10 1833 431481 SH SHARED 431481 D BIO-REFERENCE LABS INC COM $.01 NEW 09057G60 12 700 SH SHARED 700 D BIO-REFERENCE LABS INC COM $.01 NEW 09057G60 40 2250 SH SHR/OTHR 2250 D BIO-REFERENCE LABS INC COM $.01 NEW 09057G60 108 6000 SH SHARED 17 6000 D BIO RAD LABS INC CL A 09057220 62 1000 SH SHARED 1000 D BIO RAD LABS INC CL A 09057220 0 10 SH SHARED 02 10 D BIO RAD LABS INC CL A 09057220 49 800 SH SHARED 10 800 D BIO RAD LABS INC CL A 09057220 648 10400 SH SHARED 17 10400 D BIOCRYST PHARMACEUTICALS COM 09058V10 57 3160 SH SHARED 3160 D BIOENVISION INC COM 09059N10 570 80000 SH SHARED 80000 D BIOENVISION INC COM 09059N10 3270 458701 SH SHARED 458701 D BIOENVISION INC COM 09059N10 3023 424000 SH SHARED 04 424000 D BIOENVISION INC COM 09059N10 85 12000 SH SHARED 14 12000 D BIOENVISION INC COM 09059N10 131 18400 SH SHARED 17 18400 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 1286 95850 SH SHARED 95850 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 701 52284 SH SHARED 48788 3496 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 14 1100 SH SHARED 01 1100 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 1426 106300 SH SHARED 02 106300 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 1677 125000 SH SHARED 04 125000 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 2163 161200 SH SHARED 10 161200 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 396 29528 SH SHARED 17 29528 D BIOMET INC COM 09061310 44129 1242393 SH SHARED 1158742 83651 D BIOMET INC COM 09061310 1090 30700 SH SHR/OTHR 30700 D BIOMET INC COM 09061310 2421 68170 SH SHARED 01 1798 66372 D BIOMET INC COM 09061310 236 6671 SH SHR/OTHR 01 6671 D BIOMET INC COM 09061310 3448 97100 SH SHARED 02 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BIOMED REALTY TRUST INC COM 09063H10 17 600 SH SHARED 01 600 D BIOMED REALTY TRUST INC COM 09063H10 5 174 SH SHARED 02 174 D BIOMED REALTY TRUST INC COM 09063H10 148 5000 SH SHARED 04 5000 D BIOMED REALTY TRUST INC COM 09063H10 92881 3133650 SH SHARED 11 3133650 D BIOMED REALTY TRUST INC COM 09063H10 655 22100 SH SHARED 17 17800 4300 D BIOPURE CORP CL A NEW 09065H30 115 84619 SH SHARED 17 84619 D BIOSANTE PHARMACEUTICALS INC COM NEW 09065V20 43 9900 SH SHARED 9900 D BIRCH MTN RES LTD COM 09066X10 35 4800 SH SHARED 01 4800 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 5547 28649 SH SHARED 28649 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 19 100 SH SHR/OTHR 01 100 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 4054 20935 SH SHARED 02 20935 D BIOVAIL CORP COM 09067J10 3167 130100 SH SHARED 130100 D BIOVAIL CORP COM 09067J10 718 29500 SH SHARED 01 29500 D BIOVAIL CORP COM 09067J10 1699 69795 SH SHARED 02 69795 D BIOVAIL CORP COM 09067J10 30 1268 SH SHARED 06 1268 D BIOVERIS CORP COM 09067610 5300 1352200 SH SHARED 1352200 D BIOSCRIP INC COM 09069N10 473 65666 SH SHARED 65666 D BIOSCRIP INC COM 09069N10 92 12868 SH SHARED 17 12868 D BIRKS & MAYORS INC CL A VTG 09088110 0 14 SH SHARED 14 D BIOSITE INC COM 09094510 62 1200 SH SHARED 1200 D BIOSITE INC COM 09094510 664 12800 SH SHARED 02 12800 D BIOSITE INC COM 09094510 1090 21000 SH SHARED 10 21000 D BIOSITE INC COM 09094510 2119 40815 SH SHARED 17 12915 27900 D BLACK & DECKER CORP COM 09179710 20457 235438 SH SHARED 235438 D BLACK & DECKER CORP COM 09179710 1651 19001 SH SHARED 01 19001 D BLACK & DECKER CORP COM 09179710 3390 39024 SH SHARED 02 39024 D BLACK & DECKER CORP COM 09179710 1202 13845 SH SHARED 06 13845 D BLACK & DECKER CORP COM 09179710 57635 663317 SH SHARED 10 46710 616430 177 D BLACK & DECKER CORP COM 09179710 3647 41974 SH SHARED 17 41374 600 D BJS RESTAURANTS INC COM 09180C10 29 1100 SH SHARED 1100 D BJS RESTAURANTS INC COM 09180C10 129 4800 SH SHARED 17 4800 D BLACK BOX CORP DEL COM 09182610 2085 43400 SH SHARED 43400 D BLACK BOX CORP DEL COM 09182610 201 4200 SH SHARED 01 4200 D BLACK BOX CORP DEL COM 09182610 19 400 SH SHARED 02 400 D BLACK BOX CORP DEL COM 09182610 67 1400 SH SHARED 10 1400 D BLACK BOX CORP DEL COM 09182610 671 13974 SH SHARED 17 11874 2100 D BLACKBOARD INC COM 09193550 31 1100 SH SHARED 1100 D BLACKBOARD INC COM 09193550 20 725 SH SHR/OTHR 725 D BLACKBOARD INC COM 09193550 5 200 SH SHARED 02 200 D BLACKBOARD INC COM 09193550 1738 61200 SH SHARED 17 14500 46700 D BLACKROCK GLOBAL FLG INC TR COM 09194110 1151 62886 SH SHARED 62886 D BLACK HILLS CORP COM 09211310 1543 45397 SH SHARED 35800 9597 D BLACK HILLS CORP COM 09211310 397 11700 SH SHARED 01 11700 D BLACK HILLS CORP COM 09211310 486 14300 SH SHARED 02 14300 D BLACK HILLS CORP COM 09211310 2468 72600 SH SHARED 10 72600 D BLACK HILLS CORP COM 09211310 1768 52000 SH SHARED 17 29200 22800 D BLACKBAUD INC COM 09227Q10 14 700 SH SHARED 700 D BLACKBAUD INC COM 09227Q10 125 5900 SH SHARED 01 5900 D BLACKBAUD INC COM 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INC CL B 09367920 3 900 SH SHARED 900 D BLOUNT INTL INC NEW COM 09518010 30 1900 SH SHARED 1900 D BLOUNT INTL INC NEW COM 09518010 3 200 SH SHARED 02 200 D BLOUNT INTL INC NEW COM 09518010 646 40100 SH SHARED 10 40100 D BLOUNT INTL INC NEW COM 09518010 1393 86500 SH SHARED 17 10800 75700 D BLUE COAT SYSTEMS INC COM NEW 09534T50 122 5632 SH SHARED 5632 D BLUE COAT SYSTEMS INC COM NEW 09534T50 4 200 SH SHARED 01 200 D BLUE COAT SYSTEMS INC COM NEW 09534T50 126 5800 SH SHARED 17 5800 D BLUE NILE INC COM 09578R10 35 1000 SH SHARED 1000 D BLUE NILE INC COM 09578R10 70 2000 SH SHARED 02 2000 D BLUE NILE INC COM 09578R10 175 5000 SH SHARED 17 5000 D BLUEGREEN CORP COM 09623110 17 1300 SH SHARED 1300 D BLUEGREEN CORP COM 09623110 75 5700 SH SHARED 01 5700 D BLUEGREEN CORP COM 09623110 2247 170000 SH SHARED 02 170000 D BLUEGREEN CORP COM 09623110 103 7800 SH SHARED 17 7800 D BLUELINX HLDGS INC COM 09624H10 107 6700 SH SHARED 6700 D BLUELINX HLDGS INC COM 09624H10 107 6730 SH SHARED 17 6730 D BLYTH INC COM 09643P10 163 7800 SH SHARED 7800 D BLYTH INC COM 09643P10 208 9900 SH SHARED 01 9900 D BLYTH INC COM 09643P10 447 21273 SH SHARED 02 21273 D BLYTH INC COM 09643P10 470 22400 SH SHARED 17 22400 D BOB EVANS FARMS INC COM 09676110 9184 309122 SH SHARED 309122 D BOB EVANS FARMS INC COM 09676110 392 13200 SH SHARED 01 13200 D BOB EVANS FARMS INC COM 09676110 368 12400 SH SHARED 02 12400 D BOB EVANS FARMS INC COM 09676110 86 2900 SH SHARED 10 2900 D BOB EVANS FARMS INC COM 09676110 758 25542 SH SHARED 17 21342 4200 D BOEING CO COM 09702310 317492 4074079 SH SHARED 4041824 32255 D BOEING CO COM 09702310 2119 27200 SH SHR/OTHR 27200 D BOEING CO COM 09702310 17057 218880 SH SHARED 01 8479 210401 D BOEING CO COM 09702310 155 2000 SH SHR/OTHR 01 2000 D BOEING CO COM 09702310 31756 407501 SH SHARED 02 407501 D BOEING CO COM 09702310 20105 258000 SH SHARED 04 258000 D BOEING CO COM 09702310 21885 280836 SH SHARED 06 280836 D BOEING CO COM 09702310 135933 1744303 SH SHARED 10 105440 1408620 230243 D BOEING CO COM 09702310 2684 34451 SH SHARED 14 34451 D BOEING CO COM 09702310 3039 39000 SH SHARED 16 39000 D BOEING CO COM 09702310 30585 392473 SH SHARED 17 383673 8800 D BOEING CO COM 09702310 3896 50000 SH SHARED 18 50000 D BOIS D ARC ENERGY INC COM 09738U10 16 1000 SH SHARED 1000 D BOIS D ARC ENERGY INC COM 09738U10 78 4705 SH SHARED 17 4705 D BON-TON STORES INC COM 09776J10 12 400 SH SHARED 400 D BON-TON STORES INC COM 09776J10 84 2600 SH SHARED 01 2600 D BON-TON STORES INC COM 09776J10 1513 46800 SH SHARED 10 46800 D BON-TON STORES INC COM 09776J10 122 3800 SH SHARED 17 3800 D BOMBAY CO INC COM 09792410 783 237300 SH SHARED 237300 D BOMBAY CO INC COM 09792410 54 16400 SH SHARED 17 16400 D BOOKHAM INC COM 09856E10 77 8136 SH SHARED 8136 D BORDERS GROUP INC COM 09970910 1405 55700 SH SHARED 55700 D BORDERS GROUP INC COM 09970910 590 23400 SH SHARED 01 23400 D BORDERS GROUP INC COM 09970910 752 29800 SH SHARED 02 29800 D BORDERS GROUP INC COM 09970910 150907 5978900 SH SHARED 17 5978900 D BORG WARNER INC COM 09972410 774 12900 SH SHARED 12900 D BORG WARNER INC COM 09972410 1386 23100 SH SHARED 01 23100 D BORG WARNER INC COM 09972410 1531 25500 SH SHARED 02 25500 D BORG WARNER INC COM 09972410 270 4500 SH SHARED 17 4500 D BORLAND SOFTWARE CORP COM 09984910 193 35881 SH SHARED 35881 D BORLAND SOFTWARE CORP COM 09984910 167 31029 SH SHARED 17 31029 D BOSTON BEER INC CL A 10055710 18 700 SH SHARED 700 D BOSTON BEER INC CL A 10055710 98 3800 SH SHARED 17 3800 D BOSTON PRIVATE FINL HLDGS IN COM 10111910 77 2300 SH SHARED 2300 D BOSTON PRIVATE FINL HLDGS IN COM 10111910 43 1275 SH SHR/OTHR 1275 D BOSTON PRIVATE FINL HLDGS IN COM 10111910 40 1200 SH SHARED 01 1200 D BOSTON PRIVATE FINL HLDGS IN COM 10111910 77 2300 SH SHARED 10 2300 D BOSTON PRIVATE FINL HLDGS IN COM 10111910 1143 33856 SH SHARED 17 30256 3600 D BOSTON PROPERTIES INC COM 10112110 26697 286301 SH SHARED 269229 17072 D BOSTON PROPERTIES INC COM 10112110 2029 21760 SH SHR/OTHR 21760 D BOSTON PROPERTIES INC COM 10112110 2098 22505 SH SHARED 01 3105 19400 D BOSTON PROPERTIES INC COM 10112110 2354 25250 SH SHR/OTHR 01 25250 D BOSTON PROPERTIES INC COM 10112110 4047 43400 SH SHARED 02 43400 D BOSTON PROPERTIES INC COM 10112110 932 10000 SH SHARED 04 10000 D BOSTON PROPERTIES INC COM 10112110 1920 20595 SH SHARED 10 20595 D BOSTON PROPERTIES INC COM 10112110 523911 5618350 SH SHARED 11 5618350 D BOSTON PROPERTIES INC COM 10112110 671 7200 SH SHARED 17 7200 D BOSTON SCIENTIFIC CORP COM 10113710 62210 2698918 SH SHARED 2622949 75969 D BOSTON SCIENTIFIC CORP COM 10113710 3611 156700 SH SHARED 01 156700 D BOSTON SCIENTIFIC CORP COM 10113710 6572 285161 SH SHARED 02 285161 D BOSTON SCIENTIFIC CORP COM 10113710 1339 58116 SH SHARED 06 58116 D BOSTON SCIENTIFIC CORP COM 10113710 30909 1340984 SH SHARED 10 324284 836700 180000 D BOSTON SCIENTIFIC CORP COM 10113710 686 29799 SH SHARED 14 29799 D BOSTON SCIENTIFIC CORP COM 10113710 2189 95000 SH SHARED 15 95000 D BOSTON SCIENTIFIC CORP COM 10113710 7495 325181 SH SHARED 17 313181 12000 D BOTTOMLINE TECH DEL INC COM 10138810 15 1100 SH SHARED 1100 D BOTTOMLINE TECH DEL INC COM 10138810 129 9400 SH SHARED 17 9400 D BOULDER GROWTH & INCOME FD I COM 10150710 4121 533870 SH SHARED 533870 D BOULDER TOTAL RETURN FD INC COM 10154110 5086 285456 SH SHARED 285456 D BOWATER INC COM 10218310 23465 793300 SH SHARED 793300 D BOWATER INC COM 10218310 760 25700 SH SHARED 01 25700 D BOWATER INC COM 10218310 576 19500 SH SHARED 02 19500 D BOWATER INC COM 10218310 106 3600 SH SHARED 10 3600 D BOWATER INC COM 10218310 1779 60170 SH SHARED 17 53870 6300 D BOWNE & CO INC COM 10304310 38 2300 SH SHARED 2300 D BOWNE & CO INC COM 10304310 60 3600 SH SHARED 01 3600 D BOWNE & CO INC COM 10304310 278 16700 SH SHARED 17 16700 D BOYD GAMING CORP COM 10330410 13683 274000 SH SHARED 274000 D BOYD GAMING CORP COM 10330410 1143 22900 SH SHARED 01 22900 D BOYD GAMING CORP COM 10330410 963 19300 SH SHARED 02 19300 D BOYD GAMING CORP COM 10330410 34 700 SH SHARED 17 400 300 D BOYKIN LODGING CO COM 10343010 11 1000 SH SHARED 1000 D BOYKIN LODGING CO COM 10343010 1 100 SH SHARED 01 100 D BOYKIN LODGING CO COM 10343010 111 9900 SH SHARED 17 9900 D BRADY CORP CL A 10467410 104 2800 SH SHARED 2800 D BRADY CORP CL A 10467410 67 1800 SH SHARED 10 1800 D BRADY CORP CL A 10467410 722 19300 SH SHARED 17 16600 2700 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 187 5900 SH SHARED 5900 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 319 10064 SH SHARED 01 10064 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 31 1000 SH SHARED 02 1000 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 444 14000 SH SHARED 04 14000 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 3515 110687 SH SHARED 10 110687 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 39569 1245886 SH SHARED 11 1245886 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 2032 63995 SH SHARED 17 39169 24826 D BRASIL TELECOM PARTICIPACOES SPON ADR PFD 10553010 4764 131300 SH SHARED 131300 D BRASIL TELECOM 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COM NEW 10947340 83 2700 SH SHARED 2700 D BRIGHTPOINT INC COM NEW 10947340 222 7175 SH SHARED 01 7175 D BRIGHTPOINT INC COM NEW 10947340 816 26300 SH SHARED 10 26300 D BRIGHTPOINT INC COM NEW 10947340 2168 69825 SH SHARED 17 28725 41100 D BRINKER INTL INC COM 10964110 1022 24200 SH SHARED 19400 4800 D BRINKER INTL INC COM 10964110 1540 36450 SH SHARED 01 36450 D BRINKER INTL INC COM 10964110 2154 50986 SH SHARED 02 50986 D BRINKER INTL INC COM 10964110 185 4382 SH SHARED 06 4382 D BRINKER INTL INC COM 10964110 2181 51636 SH SHARED 10 51636 D BRINKER INTL INC COM 10964110 221 5237 SH SHARED 14 5237 D BRINKER INTL INC COM 10964110 1720 40724 SH SHARED 17 40524 200 D BRINKS CO COM 10969610 41528 818134 SH SHARED 794434 23700 D BRINKS CO COM 10969610 1619 31901 SH SHARED 01 31901 D BRINKS CO COM 10969610 2197 43300 SH SHARED 02 43300 D BRINKS CO COM 10969610 13268 261400 SH SHARED 10 261400 D BRINKS CO COM 10969610 1680 33115 SH SHARED 17 32915 200 D BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AN 369 370000 PRN SHARED 06 370000 D BRISTOL MYERS SQUIBB CO COM 11012210 56 2300 SH SHARED 2300 D BRISTOL MYERS SQUIBB CO COM 11012210 299020 12150355 SH SHARED 12089770 60585 D BRISTOL MYERS SQUIBB CO COM 11012210 51396 2088429 SH SHR/OTHR 2088429 D BRISTOL MYERS SQUIBB CO COM 11012210 20844 847010 SH SHARED 01 276550 570460 D BRISTOL MYERS SQUIBB CO COM 11012210 1767 71810 SH SHR/OTHR 01 71810 D BRISTOL MYERS SQUIBB CO COM 11012210 18805 764131 SH SHARED 02 764131 D BRISTOL MYERS SQUIBB CO COM 11012210 123 5000 SH SHARED 04 5000 D BRISTOL MYERS SQUIBB CO COM 11012210 7537 306260 SH SHARED 06 306260 D BRISTOL MYERS SQUIBB CO COM 11012210 1983 80593 SH SHARED 10 52013 28580 D BRISTOL MYERS SQUIBB CO COM 11012210 316 12856 SH SHARED 14 12856 D BRISTOL MYERS SQUIBB CO COM 11012210 5134 208650 SH SHARED 15 208650 D BRISTOL MYERS SQUIBB CO COM 11012210 104798 4258365 SH SHARED 17 4171019 87346 D BRISTOL MYERS SQUIBB CO COM 11012210 375 15250 SH SHARED 19 15250 D BRISTOL WEST HLDGS INC COM 11037M10 365 19000 SH SHARED 19000 D BRISTOL WEST HLDGS INC COM 11037M10 94 4900 SH SHARED 01 4900 D BRISTOL WEST HLDGS INC COM 11037M10 666 34600 SH SHARED 10 34600 D BRISTOL WEST HLDGS INC COM 11037M10 583 30300 SH SHARED 17 6000 24300 D BRISTOW GROUP INC COM 11039410 46 1500 SH SHARED 1500 D BRISTOW GROUP INC COM 11039410 46 1500 SH SHARED 10 1500 D BRISTOW GROUP INC COM 11039410 275 8900 SH SHARED 17 8900 D BRITISH SKY BROADCASTING GRO SPONSORED ADR 11101310 923 24450 SH SHARED 24450 D BROADBAND HOLDRS TR DEPOSITRY RCPT 11130P10 0 10 SH SHARED 02 10 D BROADCOM CORP CL A 11132010 81035 1877562 SH SHARED 1877562 D BROADCOM CORP CL A 11132010 5627 130385 SH SHARED 01 8249 122136 D BROADCOM CORP CL A 11132010 43 1012 SH SHR/OTHR 01 1012 D BROADCOM CORP CL A 11132010 7766 179945 SH SHARED 02 179945 D BROADCOM CORP CL A 11132010 6152 142550 SH SHARED 04 142550 D BROADCOM CORP CL A 11132010 1237 28680 SH SHARED 06 28680 D BROADCOM CORP CL A 11132010 126164 2923187 SH SHARED 10 1059739 1538300 325148 D BROADCOM CORP CL A 11132010 302 7020 SH SHARED 14 7020 D BROADCOM CORP CL A 11132010 49368 1143856 SH SHARED 17 1136306 7550 D BROADWING CORP COM 11161E10 379 25729 SH SHARED 25729 D BROADWING CORP COM 11161E10 175 11900 SH SHARED 01 11900 D BROADWING CORP COM 11161E10 539 36630 SH SHARED 17 36630 D BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/0 111621AB 7730 7793000 PRN SHARED 7793000 D BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/0 111621AB 3808 3839000 PRN SHARED 02 3839000 D BROCADE COMMUNICATIONS SYS I COM 11162110 689 103265 SH SHARED 103265 D BROCADE COMMUNICATIONS SYS I COM 11162110 78 11800 SH SHARED 10 11800 D BROCADE COMMUNICATIONS SYS I COM 11162110 837 125400 SH SHARED 17 104100 21300 D BRONCO DRILLING CO INC COM 11221110 10 400 SH SHARED 400 D BRONCO DRILLING CO INC COM 11221110 10745 408567 SH SHARED 17 408567 D BROOKDALE SR LIVING INC COM 11246310 7580 200800 SH SHARED 200800 D BROOKDALE SR LIVING INC COM 11246310 7 200 SH SHARED 01 200 D BROOKDALE SR LIVING INC COM 11246310 166 4400 SH SHARED 17 4400 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 3009 54650 SH SHARED 52150 2500 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 64 1173 SH SHARED 01 1173 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 93 1700 SH SHARED 06 1700 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 29 530 SH SHARED 10 530 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 22 400 SH SHARED 17 400 D BROOKFIELD HOMES CORP COM 11272310 51 1000 SH SHARED 1000 D BROOKFIELD HOMES CORP COM 11272310 181 3500 SH SHARED 02 3500 D BROOKFIELD HOMES CORP COM 11272310 434 8384 SH SHARED 17 8384 D BROOKFIELD PPTYS CORP COM 11290010 1932 56600 SH SHARED 56600 D BROOKFIELD PPTYS CORP COM 11290010 15 450 SH SHARED 01 450 D BROOKFIELD PPTYS CORP COM 11290010 2845 83337 SH SHARED 02 83337 D BROOKFIELD PPTYS CORP COM 11290010 122 3600 SH SHARED 06 3600 D BROOKFIELD PPTYS CORP COM 11290010 2 65 SH SHARED 10 65 D BROOKFIELD PPTYS CORP COM 11290010 114269 3346100 SH SHARED 11 3346100 D BROOKFIELD PPTYS CORP COM 11290010 116 3409 SH SHARED 14 3409 D BROOKFIELD PPTYS CORP COM 11290010 3 100 SH SHARED 17 100 D BROOKLINE BANCORP INC DEL COM 11373M10 63 4100 SH SHARED 4100 D BROOKLINE BANCORP INC DEL COM 11373M10 12 800 SH SHARED 01 800 D BROOKLINE BANCORP INC DEL COM 11373M10 510 32935 SH SHARED 17 32935 D BROOKS AUTOMATION INC COM 11434010 86 6080 SH SHARED 6080 D BROOKS AUTOMATION INC COM 11434010 131 9200 SH SHARED 01 9200 D BROOKS AUTOMATION INC COM 11434010 143 10100 SH SHARED 02 10100 D BROOKS AUTOMATION INC COM 11434010 721 50700 SH SHARED 10 50700 D BROOKS AUTOMATION INC COM 11434010 2757 193628 SH SHARED 17 31096 162532 D BROWN & BROWN INC COM 11523610 830 25000 SH SHARED 25000 D BROWN & BROWN INC COM 11523610 1606 48400 SH SHARED 01 48400 D BROWN & BROWN INC COM 11523610 1643 49500 SH SHARED 02 49500 D BROWN FORMAN CORP CL B 11563720 10375 134800 SH SHARED 134800 D BROWN FORMAN CORP CL B 11563720 1904 24738 SH SHARED 01 24738 D BROWN FORMAN CORP CL B 11563720 32 425 SH SHR/OTHR 01 425 D BROWN FORMAN CORP CL B 11563720 2515 32682 SH SHARED 02 32682 D BROWN FORMAN CORP CL B 11563720 173 2250 SH SHARED 06 2250 D BROWN FORMAN CORP CL B 11563720 4814 62550 SH SHARED 10 33550 29000 D BROWN FORMAN CORP CL B 11563720 2513 32658 SH SHARED 17 32658 D BROWN SHOE INC NEW COM 11573610 251 4800 SH SHARED 4800 D BROWN SHOE INC NEW COM 11573610 3148 60000 SH SHR/OTHR 60000 D BROWN SHOE INC NEW COM 11573610 183 3501 SH SHARED 01 3501 D BROWN SHOE INC NEW COM 11573610 3164 60300 SH SHARED 10 60300 D BROWN SHOE INC NEW COM 11573610 1899 36200 SH SHARED 17 15600 20600 D BRUKER BIOSCIENCES CORP COM 11679410 60 11125 SH SHARED 11125 D BRUKER BIOSCIENCES CORP COM 11679410 53 9838 SH SHARED 17 9838 D BRUNSWICK CORP COM 11704310 10269 264267 SH SHARED 264267 D BRUNSWICK CORP COM 11704310 1345 34635 SH SHARED 01 435 34200 D BRUNSWICK CORP COM 11704310 2442 62842 SH SHARED 02 62842 D BRUNSWICK CORP COM 11704310 320 8257 SH SHARED 06 8257 D BRUNSWICK CORP COM 11704310 920 23677 SH SHARED 10 23500 177 D BRUNSWICK CORP COM 11704310 264 6803 SH SHARED 14 6803 D BRUNSWICK CORP COM 11704310 1808 46536 SH SHARED 17 45336 1200 D BRUNSWICK CORP COM 11704310 1748 45000 SH SHARED 19 45000 D BRUSH ENGINEERED MATLS INC COM 11742110 59 3012 SH SHARED 3012 D BRUSH ENGINEERED MATLS INC COM 11742110 171 8700 SH SHARED 17 8700 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 25 600 SH SHARED 02 600 D BUCKEYE TECHNOLOGIES INC COM 11825510 18 2000 SH SHARED 2000 D BUCKEYE TECHNOLOGIES INC COM 11825510 95 10498 SH SHARED 17 10498 D BUCKLE INC COM 11844010 20 500 SH SHARED 500 D BUCKLE INC COM 11844010 111 2726 SH SHARED 17 2726 D BUCYRUS INTL INC NEW CL A 11875910 96 2000 SH SHARED 2000 D BUCYRUS INTL INC NEW CL A 11875910 9 200 SH SHARED 02 200 D BUCYRUS INTL INC NEW CL A 11875910 812 16850 SH SHARED 17 13850 3000 D BUFFALO WILD WINGS INC COM 11984810 31 753 SH SHARED 753 D BUFFALO WILD WINGS INC COM 11984810 1298 31225 SH SHARED 01 31000 225 D BUFFALO WILD WINGS INC COM 11984810 5859 140912 SH SHARED 10 139412 1500 D BUFFALO WILD WINGS INC COM 11984810 11305 271900 SH SHARED 17 271900 D BUILD A BEAR WORKSHOP COM 12007610 254 8300 SH SHARED 8300 D BUILD A BEAR WORKSHOP COM 12007610 42 1400 SH SHR/OTHR 01 1400 D BUILD A BEAR WORKSHOP COM 12007610 110 3600 SH SHARED 17 3600 D BUILDERS FIRSTSOURCE INC COM 12008R10 20 900 SH SHARED 900 D BUILDERS FIRSTSOURCE INC COM 12008R10 2 100 SH SHARED 02 100 D BUILDERS FIRSTSOURCE INC COM 12008R10 70 3100 SH SHARED 17 3100 D BUILDING MATLS HLDG CORP COM 12011310 2792 78243 SH SHARED 78243 D BUILDING MATLS HLDG CORP COM 12011310 142 4000 SH SHARED 01 4000 D BUILDING MATLS HLDG CORP COM 12011310 492 13800 SH SHARED 02 13800 D BUILDING MATLS HLDG CORP COM 12011310 14 400 SH SHARED 06 400 D BUILDING MATLS HLDG CORP COM 12011310 5617 157400 SH SHARED 10 157400 D BUILDING MATLS HLDG CORP COM 12011310 2294 64300 SH SHARED 17 29700 34600 D BURLINGTON COAT FACTORY COM 12157910 18402 404900 SH SHARED 404900 D BURLINGTON COAT FACTORY COM 12157910 1054 23200 SH SHARED 17 22300 900 D BURLINGTON NORTHN SANTA FE C COM 12189T10 58429 701180 SH SHARED 691329 9851 D BURLINGTON NORTHN SANTA FE C COM 12189T10 8956 107480 SH SHR/OTHR 107480 D BURLINGTON NORTHN SANTA FE C COM 12189T10 7258 87101 SH SHARED 01 1000 86101 D BURLINGTON NORTHN SANTA FE C COM 12189T10 1933 23203 SH SHR/OTHR 01 23203 D BURLINGTON NORTHN SANTA FE C COM 12189T10 14190 170298 SH SHARED 02 170298 D BURLINGTON NORTHN SANTA FE C COM 12189T10 3606 43285 SH SHARED 06 43285 D BURLINGTON NORTHN SANTA FE C COM 12189T10 10327 123930 SH SHARED 10 84300 39630 D BURLINGTON NORTHN SANTA FE C COM 12189T10 182 2185 SH SHARED 14 2185 D BURLINGTON NORTHN SANTA FE C COM 12189T10 14159 169924 SH SHARED 17 154424 15500 D BURLINGTON RES INC COM 12201410 372506 4052947 SH SHARED 4040897 12050 D BURLINGTON RES INC COM 12201410 2747 29898 SH SHR/OTHR 29898 D BURLINGTON RES INC COM 12201410 7463 81206 SH SHARED 01 2360 78846 D BURLINGTON RES INC COM 12201410 1688 18376 SH SHR/OTHR 01 18376 D BURLINGTON RES INC COM 12201410 37784 411098 SH SHARED 02 411098 D BURLINGTON RES INC COM 12201410 7999 87037 SH SHARED 06 87037 D BURLINGTON RES INC COM 12201410 4503 48999 SH SHARED 10 47400 1599 D BURLINGTON RES INC COM 12201410 608 6619 SH SHARED 14 6619 D BURLINGTON RES INC COM 12201410 141939 1544327 SH SHARED 17 1538327 6000 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 6274 172056 SH SHARED 172056 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 949 26042 SH SHARED 04 26042 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 54414 1492040 SH SHARED 10 869160 622880 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 28548 782800 SH SHARED 17 782800 D C&D TECHNOLOGIES INC COM 12466110 154 16700 SH SHARED 16700 D C&D TECHNOLOGIES INC COM 12466110 91 9920 SH SHARED 17 9920 D CAE INC COM 12476510 37 4800 SH SHARED 4800 D CAE INC COM 12476510 816 103807 SH SHARED 02 103807 D CAE INC COM 12476510 7 1000 SH SHARED 06 1000 D CAE INC COM 12476510 13386 1700900 SH SHARED 17 1700900 D CBIZ INC COM 12480510 32 4100 SH SHARED 4100 D CBIZ INC COM 12480510 202 25328 SH SHARED 17 25328 D CBL & ASSOC PPTYS INC COM 12483010 636 15000 SH SHARED 15000 D CBL & ASSOC PPTYS INC COM 12483010 16 400 SH SHARED 01 400 D CBL & ASSOC PPTYS INC COM 12483010 292 6900 SH SHARED 02 6900 D CBL & ASSOC PPTYS INC COM 12483010 254 6000 SH SHARED 04 6000 D CBS CORP NEW CL A 12485710 1273 52850 SH SHARED 51950 900 D CBS CORP NEW CL A 12485710 2 100 SH SHR/OTHR 100 D CBS CORP NEW CL A 12485710 8 347 SH SHARED 01 347 D CBS CORP NEW CL B 12485720 181442 7566428 SH SHARED 7541778 24650 D CBS CORP NEW CL B 12485720 623 26010 SH SHR/OTHR 26010 D CBS CORP NEW CL B 12485720 4649 193880 SH SHARED 01 8039 185841 D CBS CORP NEW CL B 12485720 89 3712 SH SHR/OTHR 01 3712 D CBS CORP NEW CL B 12485720 11775 491066 SH SHARED 02 491066 D CBS CORP NEW CL B 12485720 449 18750 SH SHARED 04 18750 D CBS CORP NEW CL B 12485720 1255 52357 SH SHARED 06 52357 D CBS CORP NEW CL B 12485720 13249 552520 SH SHARED 10 5250 547270 D CBS CORP NEW CL B 12485720 377 15754 SH SHARED 14 15754 D CBS CORP NEW CL B 12485720 450 18775 SH SHARED 15 18775 D CBS CORP NEW CL B 12485720 13565 565688 SH SHARED 17 446888 118800 D CBS CORP NEW CL B 12485720 160 6700 SH SHARED 19 6700 D CBRL GROUP INC NOTE 4/0 12489VAB 6845 13801000 PRN SHARED 02 13801000 D CBRL GROUP INC COM 12489V10 9018 205381 SH SHARED 205381 D CBRL GROUP INC COM 12489V10 873 19900 SH SHARED 01 19900 D CBRL GROUP INC COM 12489V10 1062 24200 SH SHARED 02 24200 D CBRL GROUP INC COM 12489V10 82 1877 SH SHARED 06 1877 D CB RICHARD ELLIS GROUP INC CL A 12497T10 8 100 SH SHARED 100 D CB RICHARD ELLIS GROUP INC CL A 12497T10 56 700 SH SHARED 01 700 D CB RICHARD ELLIS GROUP INC CL A 12497T10 403 5000 SH SHARED 02 5000 D CB RICHARD ELLIS GROUP INC CL A 12497T10 1743 21600 SH SHARED 17 21600 D C COR INC COM 12501010 33 3800 SH SHARED 3800 D C COR INC COM 12501010 302 34666 SH SHARED 17 34666 D C D I CORP COM 12507110 345 12000 SH SHARED 12000 D C D I CORP COM 12507110 17 600 SH SHARED 01 600 D C D I CORP COM 12507110 287 10000 SH SHARED 17 5000 5000 D C D W CORP COM 12512N10 10509 178581 SH SHARED 178581 D C D W CORP COM 12512N10 1282 21800 SH SHARED 01 21800 D C D W CORP COM 12512N10 2629 44682 SH SHARED 02 44682 D C D W CORP COM 12512N10 367 6250 SH SHARED 06 6250 D C D W CORP COM 12512N10 10 177 SH SHARED 10 177 D C D W CORP COM 12512N10 169 2878 SH SHARED 14 2878 D C D W CORP COM 12512N10 100 1700 SH SHARED 17 200 1500 D CEC ENTMT INC COM 12513710 465 13851 SH SHARED 13851 D CEC ENTMT INC COM 12513710 4476 133150 SH SHARED 10 121650 11500 D CEC ENTMT INC COM 12513710 2109 62750 SH SHARED 17 14450 48300 D CF INDS HLDGS INC COM 12526910 897 52800 SH SHARED 52800 D CF INDS HLDGS INC COM 12526910 256 15100 SH SHARED 17 15100 D CH ENERGY GROUP INC COM 12541M10 52 1100 SH SHARED 1100 D CH ENERGY GROUP INC COM 12541M10 9 200 SH SHR/OTHR 200 D CH ENERGY GROUP INC COM 12541M10 9 200 SH SHARED 01 200 D CH ENERGY GROUP INC COM 12541M10 86 1800 SH SHARED 10 1800 D CH ENERGY GROUP INC COM 12541M10 460 9600 SH SHARED 17 6900 2700 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 19130 389703 SH SHARED 389703 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 66 1350 SH SHR/OTHR 1350 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 3573 72800 SH SHARED 01 2000 70800 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 34 700 SH SHR/OTHR 01 700 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 4046 82420 SH SHARED 02 82420 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 29 600 SH SHARED 06 600 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 2307 47010 SH SHARED 17 46210 800 D CIGNA CORP COM 12550910 37308 285630 SH SHARED 285580 50 D CIGNA CORP COM 12550910 391 3000 SH SHR/OTHR 3000 D CIGNA CORP COM 12550910 5802 44425 SH SHARED 01 2945 41480 D CIGNA CORP COM 12550910 11 85 SH SHR/OTHR 01 85 D CIGNA CORP COM 12550910 5927 45379 SH SHARED 02 45379 D CIGNA CORP COM 12550910 2230 17074 SH SHARED 06 17074 D CIGNA CORP COM 12550910 3746 28682 SH SHARED 10 26962 1720 D CIGNA CORP COM 12550910 468 3587 SH SHARED 14 3587 D CIGNA CORP COM 12550910 3004 23000 SH SHARED 16 23000 D CIGNA CORP COM 12550910 7123 54535 SH SHARED 17 52435 2100 D CIT GROUP INC COM 12558110 69 1300 SH SHARED 1300 D CIT GROUP INC COM 12558110 27762 518725 SH SHARED 500905 17820 D CIT GROUP INC COM 12558110 37 700 SH SHR/OTHR 700 D CIT GROUP INC COM 12558110 8233 153840 SH SHARED 01 115640 38200 D CIT GROUP INC COM 12558110 5329 99584 SH SHARED 02 99584 D CIT GROUP INC COM 12558110 2626 49078 SH SHARED 04 42000 7078 D CIT GROUP INC COM 12558110 1610 30090 SH SHARED 05 30090 D CIT GROUP INC COM 12558110 8923 166732 SH SHARED 06 166732 D CIT GROUP INC COM 12558110 105 1971 SH SHARED 10 1971 D CIT GROUP INC COM 12558110 558 10434 SH SHARED 14 10434 D CIT GROUP INC COM 12558110 52374 978589 SH SHARED 17 939489 39100 D CIT GROUP INC COM 12558110 8938 167018 SH SHARED 19 167018 D CKE RESTAURANTS INC NOTE 4.000%10/0 12561EAG 2392 1175000 PRN SHARED 02 1175000 D CKE RESTAURANTS INC COM 12561E10 2190 125900 SH SHARED 125900 D CKE RESTAURANTS INC COM 12561E10 481 27700 SH SHARED 10 27700 D CKE RESTAURANTS INC COM 12561E10 607 34900 SH SHARED 17 34900 D CLECO CORP NEW COM 12561W10 522 23400 SH SHARED 23400 D CLECO CORP NEW COM 12561W10 89 4000 SH SHR/OTHR 4000 D CLECO CORP NEW COM 12561W10 78 3500 SH SHARED 01 3500 D CLECO CORP NEW COM 12561W10 60 2700 SH SHARED 10 2700 D CLECO CORP NEW COM 12561W10 738 33060 SH SHARED 17 29460 3600 D CKX INC COM 12562M10 28 2200 SH SHARED 02 2200 D CMGI INC COM 12575010 68 46400 SH SHARED 36700 9700 D CMGI INC COM 12575010 267 180700 SH SHARED 17 180700 D CMS ENERGY CORP NOTE 2.875%12/0 125896AW 21400 20000000 PRN SHARED 20000000 D CMS ENERGY CORP NOTE 2.875%12/0 125896AW 11778 11008000 PRN SHARED 02 11008000 D CMS ENERGY CORP COM 12589610 4629 357500 SH SHARED 357500 D CMS ENERGY CORP COM 12589610 64 5000 SH SHR/OTHR 5000 D CMS ENERGY CORP COM 12589610 328 25400 SH SHARED 01 25400 D CMS ENERGY CORP COM 12589610 998 77102 SH SHARED 02 77102 D CMS ENERGY CORP COM 12589610 73 5700 SH SHARED 06 5700 D CMS ENERGY CORP COM 12589610 152 11800 SH SHARED 10 11800 D CMS ENERGY CORP COM 12589610 5209 402316 SH SHARED 17 402316 D CSS INDS INC COM 12590610 13 400 SH SHARED 400 D CSS INDS INC COM 12590610 60 1850 SH SHARED 17 1850 D CSK AUTO CORP COM 12596510 41 3000 SH SHARED 3000 D CSK AUTO CORP COM 12596510 109 7900 SH SHARED 01 7900 D CSK AUTO CORP COM 12596510 469 33850 SH SHARED 02 33850 D CSK AUTO CORP COM 12596510 2205 159000 SH SHARED 10 159000 D CSK AUTO CORP COM 12596510 1410 101660 SH SHARED 17 19860 81800 D CNA FINL CORP COM 12611710 5220 163946 SH SHARED 163946 D CNA FINL CORP COM 12611710 85 2700 SH SHARED 01 2700 D CNA FINL CORP COM 12611710 788 24760 SH SHARED 02 24760 D CNA FINL CORP COM 12611710 104 3293 SH SHARED 14 3293 D CNA FINL CORP COM 12611710 235 7400 SH SHARED 17 7400 D CNA SURETY CORP COM 12612L10 18 1100 SH SHARED 1100 D CNA SURETY CORP COM 12612L10 74 4450 SH SHARED 17 4450 D CNF INC COM 12612W10 589 11800 SH SHARED 11800 D CNF INC COM 12612W10 1043 20900 SH SHARED 01 20900 D CNF INC COM 12612W10 14 300 SH SHR/OTHR 01 300 D CNF INC COM 12612W10 1867 37386 SH SHARED 02 37386 D CNF INC COM 12612W10 574 11500 SH SHARED 17 11500 D CNET NETWORKS INC COM 12613R10 1806 127100 SH SHARED 127100 D CNET NETWORKS INC COM 12613R10 71 5000 SH SHARED 01 5000 D CNET NETWORKS INC COM 12613R10 1136 80000 SH SHARED 02 80000 D CNET NETWORKS INC COM 12613R10 1334 93900 SH SHARED 10 93900 D CNET NETWORKS INC COM 12613R10 3257 229210 SH SHARED 17 144210 85000 D CNOOC LTD SPONSORED ADR 12613210 672 8600 SH SHARED 8600 D CNS INC COM 12613610 23 1100 SH SHARED 1100 D CNS INC COM 12613610 157 7300 SH SHARED 17 7300 D CPFL ENERGIA S A SPONSORED ADR 12615310 3036 72300 SH SHARED 01 72300 D CPFL ENERGIA S A SPONSORED ADR 12615310 3309 78800 SH SHARED 10 78800 D CP HOLDRS DEP RCPTS CP 12616K10 23 200 SH SHR/OTHR 200 D CNX GAS CORP COM 12618H30 394 15170 SH SHARED 17 15170 D CRA INTL INC COM 12618T10 39 800 SH SHARED 800 D CRA INTL INC COM 12618T10 83 1700 SH SHARED 02 1700 D CRA INTL INC COM 12618T10 231 4700 SH SHARED 17 4700 D CSG SYS INTL INC COM 12634910 3471 149300 SH SHARED 149300 D CSG SYS INTL INC COM 12634910 562 24200 SH SHARED 01 24200 D CSG SYS INTL INC COM 12634910 851 36636 SH SHARED 02 36636 D CSG SYS INTL INC COM 12634910 5361 230600 SH SHARED 10 230600 D CSG SYS INTL INC COM 12634910 3345 143900 SH SHARED 17 36300 107600 D CSX CORP DBCV 10/3 126408GA 5441 5052000 PRN SHARED 5052000 D CSX CORP DBCV 10/3 126408GA 3241 3010000 PRN SHARED 06 3010000 D CSX CORP COM 12640810 28437 475539 SH SHARED 475539 D CSX CORP COM 12640810 1734 29004 SH SHR/OTHR 29004 D CSX CORP COM 12640810 2907 48626 SH SHARED 01 48626 D CSX CORP COM 12640810 358 6000 SH SHR/OTHR 01 6000 D CSX CORP COM 12640810 9640 161216 SH SHARED 02 161216 D CSX CORP COM 12640810 1196 20000 SH SHARED 04 20000 D CSX CORP COM 12640810 875 14640 SH SHARED 06 14640 D CSX CORP COM 12640810 2750 45995 SH SHARED 10 45700 295 D CSX CORP COM 12640810 3767 63000 SH SHARED 14 63000 D CSX CORP COM 12640810 6028 100815 SH SHARED 17 100515 300 D CT COMMUNICATIONS INC COM NEW 12642640 16 1200 SH SHARED 1200 D CT COMMUNICATIONS INC COM NEW 12642640 58 4300 SH SHARED 01 4300 D CT COMMUNICATIONS INC COM NEW 12642640 693 51000 SH SHARED 10 51000 D CT COMMUNICATIONS INC COM NEW 12642640 606 44600 SH SHARED 17 8200 36400 D CTS CORP NOTE 2.125% 5/0 126501AC 3798 3750000 PRN SHARED 3750000 D CTS CORP COM 12650110 53 4000 SH SHARED 4000 D CTS CORP COM 12650110 184 13790 SH SHARED 17 13790 D CVB FINL CORP COM 12660010 66 3900 SH SHARED 3900 D CVB FINL CORP COM 12660010 7 426 SH SHARED 01 426 D CVB FINL CORP COM 12660010 1360 79544 SH SHARED 10 79544 D CVB FINL CORP COM 12660010 441 25822 SH SHARED 17 25822 D CVS CORP COM 12665010 55716 1865286 SH SHARED 1827532 37754 D CVS CORP COM 12665010 3930 131600 SH SHR/OTHR 131600 D CVS CORP COM 12665010 100318 3358516 SH SHARED 01 3358516 D CVS CORP COM 12665010 29 1000 SH SHR/OTHR 01 1000 D CVS CORP COM 12665010 9189 307653 SH SHARED 02 307653 D CVS CORP COM 12665010 48882 1636500 SH SHARED 04 1636500 D CVS CORP COM 12665010 30787 1030718 SH SHARED 06 1030718 D CVS CORP COM 12665010 3572 119590 SH SHARED 10 110700 8890 D CVS CORP COM 12665010 24 820 SH SHARED 14 820 D CVS CORP COM 12665010 5675 190000 SH SHARED 16 190000 D CVS CORP COM 12665010 12958 433832 SH SHARED 17 371332 62500 D CVS CORP COM 12665010 724 24258 SH SHARED 18 24258 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 288 340000 PRN SHARED 340000 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 424 500000 PRN SHARED 02 500000 D CV THERAPEUTICS INC NOTE 2.750% 5/1 126667AF 16854 12258000 PRN SHARED 02 12258000 D CV THERAPEUTICS INC COM 12666710 1032 46750 SH SHARED 46750 D CV THERAPEUTICS INC COM 12666710 1646 74588 SH SHARED 74588 D CV THERAPEUTICS INC COM 12666710 79 3600 SH SHARED 01 3600 D CV THERAPEUTICS INC COM 12666710 33 1500 SH SHR/OTHR 01 1500 D CV THERAPEUTICS INC COM 12666710 165 7500 SH SHARED 02 7500 D CV THERAPEUTICS INC COM 12666710 8611 390000 SH SHARED 04 390000 D CV THERAPEUTICS INC COM 12666710 369 16722 SH SHARED 17 15722 1000 D CA INC COM 12673P10 20391 749427 SH SHARED 749427 D CA INC COM 12673P10 3620 133040 SH SHARED 01 133040 D CA INC COM 12673P10 7469 274526 SH SHARED 02 274526 D CA INC COM 12673P10 824 30290 SH SHARED 06 30290 D CA INC COM 12673P10 15319 563011 SH SHARED 10 557800 5211 D CA INC COM 12673P10 2129 78267 SH SHARED 14 78267 D CA INC COM 12673P10 5193 190851 SH SHARED 17 182051 8800 D CABCO TR FOR J C PENNEY DEBS CTF TR 7.625% 12679720 77 3090 SH SHARED 02 3090 D CABELAS INC COM 12680430 41 2000 SH SHARED 2000 D CABELAS INC COM 12680430 219 10700 SH SHARED 17 10700 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 200016 7491257 SH SHARED 7491257 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 162 6100 SH SHARED 01 6100 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 2659 99600 SH SHARED 02 99600 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 222 8320 SH SHARED 06 8320 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 46 1738 SH SHARED 10 1738 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 2101 78700 SH SHARED 14 78700 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 1388 52000 SH SHARED 17 49900 2100 D CABLE DESIGN TECHNOLOGIES CO SDCV 4.000% 7/1 126924AB 4308 2718000 PRN SHARED 2718000 D CABOT CORP COM 12705510 486 14300 SH SHARED 14300 D CABOT CORP COM 12705510 37 1100 SH SHR/OTHR 1100 D CABOT CORP COM 12705510 805 23700 SH SHARED 01 23700 D CABOT CORP COM 12705510 1356 39900 SH SHARED 02 39900 D CABOT CORP COM 12705510 27 800 SH SHARED 17 800 D CABOT MICROELECTRONICS CORP COM 12709P10 508 13693 SH SHARED 13693 D CABOT MICROELECTRONICS CORP COM 12709P10 582 15707 SH SHARED 01 15707 D CABOT MICROELECTRONICS CORP COM 12709P10 425 11478 SH SHARED 02 11478 D CABOT MICROELECTRONICS CORP COM 12709P10 63 1700 SH SHARED 10 1700 D CABOT MICROELECTRONICS CORP COM 12709P10 641 17300 SH SHARED 17 14600 2700 D CABOT OIL & GAS CORP COM 12709710 5761 120200 SH SHARED 120200 D CABOT OIL & GAS CORP COM 12709710 14 300 SH SHARED 02 300 D CABOT OIL & GAS CORP COM 12709710 5138 107200 SH SHARED 10 107200 D CABOT OIL & GAS CORP COM 12709710 2716 56684 SH SHARED 17 24234 32450 D CACHE INC COM NEW 12715030 16 900 SH SHARED 900 D CACHE INC COM NEW 12715030 95 5200 SH SHARED 01 5200 D CACHE INC COM NEW 12715030 1192 65000 SH SHARED 10 65000 D CACHE INC COM NEW 12715030 134 7350 SH SHARED 17 7350 D CACI INTL INC CL A 12719030 62 950 SH SHR/OTHR 950 D CACI INTL INC CL A 12719030 394 6000 SH SHR/OTHR 01 6000 D CACI INTL INC CL A 12719030 197 3000 SH SHARED 02 3000 D CACI INTL INC CL A 12719030 9448 143700 SH SHARED 10 143700 D CACI INTL INC CL A 12719030 9881 150288 SH SHARED 17 150288 D CADBURY SCHWEPPES PLC ADR 12720930 7052 176300 SH SHARED 176300 D CADBURY SCHWEPPES PLC ADR 12720930 60 1500 SH SHR/OTHR 01 1500 D CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB 366 300000 PRN SHARED 300000 D CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB 3025 2480000 PRN SHARED 02 2480000 D CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB 6100 5000000 PRN SHARED 04 5000000 D CADENCE DESIGN SYSTEM INC COM 12738710 20182 1091527 SH SHARED 1091527 D CADENCE DESIGN SYSTEM INC COM 12738710 1928 104300 SH SHARED 01 104300 D CADENCE DESIGN SYSTEM INC COM 12738710 2326 125829 SH SHARED 02 125829 D CADENCE DESIGN SYSTEM INC COM 12738710 175 9480 SH SHARED 06 9480 D CADENCE DESIGN SYSTEM INC COM 12738710 31 1709 SH SHARED 10 1709 D CADENCE DESIGN SYSTEM INC COM 12738710 48 2600 SH SHARED 14 2600 D CADENCE DESIGN SYSTEM INC COM 12738710 1796 97137 SH SHARED 17 95637 1500 D CAESARS ENTMT INC FRNT 4/1 127687AB 16083 11976000 PRN SHARED 02 11976000 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 1018 62247 SH SHARED 62247 D CALAMOS ASSET MGMT INC CL A 12811R10 56 1500 SH SHARED 1500 D CALAMOS ASSET MGMT INC CL A 12811R10 50 1352 SH SHARED 02 1352 D CALAMOS ASSET MGMT INC CL A 12811R10 67 1800 SH SHARED 10 1800 D CALAMOS ASSET MGMT INC CL A 12811R10 964 25800 SH SHARED 17 23100 2700 D CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 68 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 849 60482 SH SHARED 60482 D CALGON CARBON CORP COM 12960310 14 2300 SH SHARED 2300 D CALGON CARBON CORP COM 12960310 81 13300 SH SHARED 17 13300 D CALIFORNIA COASTAL CMNTYS IN COM NEW 12991520 18 500 SH SHARED 500 D CALIFORNIA COASTAL CMNTYS IN COM NEW 12991520 80 2160 SH SHARED 17 2160 D CALIFORNIA MICRO DEVICES COR COM 13043910 50 6400 SH SHARED 6400 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 38 1200 SH SHARED 1200 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 29 900 SH SHARED 01 900 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 41 1264 SH SHR/OTHR 01 1264 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 25 800 SH SHARED 02 800 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 51 1600 SH SHARED 10 1600 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 389 12000 SH SHARED 17 9300 2700 D CALIFORNIA WTR SVC GROUP COM 13078810 54 1200 SH SHARED 1200 D CALIFORNIA WTR SVC GROUP COM 13078810 90 2000 SH SHARED 10 2000 D CALIFORNIA WTR SVC GROUP COM 13078810 432 9600 SH SHARED 17 6600 3000 D CALIPER LIFE SCIENCES INC COM 13087210 12 1950 SH SHARED 1950 D CALIPER LIFE SCIENCES INC COM 13087210 116 18200 SH SHARED 17 18200 D CALLAWAY GOLF CO COM 13119310 1935 112500 SH SHARED 112500 D CALLAWAY GOLF CO COM 13119310 435 25300 SH SHARED 01 25300 D CALLAWAY GOLF CO COM 13119310 390 22700 SH SHARED 02 22700 D CALLAWAY GOLF CO COM 13119310 56 3300 SH SHARED 10 3300 D CALLAWAY GOLF CO COM 13119310 612 35600 SH SHARED 17 28300 7300 D CALLON PETE CO DEL COM 13123X10 21 1000 SH SHARED 1000 D CALLON PETE CO DEL COM 13123X10 121 5800 SH SHARED 01 5800 D CALLON PETE CO DEL COM 13123X10 2066 98300 SH SHARED 10 98300 D CALLON PETE CO DEL COM 13123X10 147 7000 SH SHARED 17 7000 D CAMBIOR INC COM 13201L10 14 4558 SH SHARED 4558 D CAMBREX CORP COM 13201110 35 1800 SH SHARED 1800 D CAMBREX CORP COM 13201110 13 700 SH SHARED 02 700 D CAMBREX CORP COM 13201110 672 34403 SH SHARED 17 11703 22700 D CAMDEN NATL CORP COM 13303410 19 500 SH SHARED 500 D CAMDEN NATL CORP COM 13303410 61 1600 SH SHARED 10 1600 D CAMDEN NATL CORP COM 13303410 211 5500 SH SHARED 17 3100 2400 D CAMDEN PPTY TR SH BEN INT 13313110 5879 81600 SH SHARED 81600 D CAMDEN PPTY TR SH BEN INT 13313110 57 800 SH SHARED 01 800 D CAMDEN PPTY TR SH BEN INT 13313110 338 4700 SH SHARED 02 4700 D CAMDEN PPTY TR SH BEN INT 13313110 1080 15000 SH SHARED 10 15000 D CAMDEN PPTY TR SH BEN INT 13313110 4553 63200 SH SHARED 11 63200 D CAMDEN PPTY TR SH BEN INT 13313110 295 4100 SH SHARED 17 4100 D CAMECO CORP COM 13321L10 14925 414600 SH SHARED 414600 D CAMECO CORP COM 13321L10 20446 567962 SH SHARED 564162 3800 D CAMECO CORP COM 13321L10 136 3800 SH SHARED 01 3800 D CAMECO CORP COM 13321L10 86 2400 SH SHR/OTHR 01 2400 D CAMECO CORP COM 13321L10 3005 83496 SH SHARED 02 83496 D CAMECO CORP COM 13321L10 8424 234000 SH SHARED 04 234000 D CAMECO CORP COM 13321L10 767 21314 SH SHARED 06 21314 D CAMECO CORP COM 13321L10 58 1614 SH SHARED 10 1614 D CAMECO CORP COM 13321L10 820 22784 SH SHARED 14 22784 D CAMECO CORP COM 13321L10 50 1400 SH SHARED 17 1400 D CAMPBELL SOUP CO COM 13442910 9684 298900 SH SHARED 298900 D CAMPBELL SOUP CO COM 13442910 103 3200 SH SHR/OTHR 3200 D CAMPBELL SOUP CO COM 13442910 4008 123704 SH SHARED 01 4000 119704 D CAMPBELL SOUP CO COM 13442910 174 5400 SH SHR/OTHR 01 5400 D CAMPBELL SOUP CO COM 13442910 2183 67400 SH SHARED 02 67400 D CAMPBELL SOUP CO COM 13442910 1622 50080 SH SHARED 06 50080 D CAMPBELL SOUP CO COM 13442910 52 1620 SH SHARED 10 1620 D CAMPBELL SOUP CO COM 13442910 81 2500 SH SHARED 14 2500 D CAMPBELL SOUP CO COM 13442910 3288 101494 SH SHARED 17 99994 1500 D CDN IMPERIAL BK OF COMMERCE COM 13606910 7219 98003 SH SHARED 96503 1500 D CDN IMPERIAL BK OF COMMERCE COM 13606910 82 1120 SH SHARED 01 1120 D CDN IMPERIAL BK OF COMMERCE COM 13606910 11314 153578 SH SHARED 02 153578 D CDN IMPERIAL BK OF COMMERCE COM 13606910 51569 700000 SH SHARED 04 700000 D CDN IMPERIAL BK OF COMMERCE COM 13606910 452 6142 SH SHARED 06 6142 D CDN IMPERIAL BK OF COMMERCE COM 13606910 23 314 SH SHARED 10 314 D CDN IMPERIAL BK OF COMMERCE COM 13606910 554 7527 SH SHARED 14 7527 D CDN IMPERIAL BK OF COMMERCE COM 13606910 22 300 SH SHARED 17 300 D CANADIAN NATL RY CO COM 13637510 17633 389442 SH SHARED 351400 38042 D CANADIAN NATL RY CO COM 13637510 349 7710 SH SHARED 01 7710 D CANADIAN NATL RY CO COM 13637510 152 3366 SH SHR/OTHR 01 3366 D CANADIAN NATL RY CO COM 13637510 26588 587196 SH SHARED 02 587196 D CANADIAN NATL RY CO COM 13637510 113 2500 SH SHARED 04 2500 D CANADIAN NATL RY CO COM 13637510 23494 518866 SH SHARED 06 518866 D CANADIAN NATL RY CO COM 13637510 34 766 SH SHARED 10 766 D CANADIAN NATL RY CO COM 13637510 244 5400 SH SHARED 14 5400 D CANADIAN NATL RY CO COM 13637510 1166 25760 SH SHARED 15 25760 D CANADIAN NATL RY CO COM 13637510 2716 60000 SH SHARED 16 60000 D CANADIAN NATL RY CO COM 13637510 12925 285454 SH SHARED 17 284854 600 D CANADIAN NAT RES LTD COM 13638510 13280 239767 SH SHARED 237967 1800 D CANADIAN NAT RES LTD COM 13638510 318 5746 SH SHARED 01 5746 D CANADIAN NAT RES LTD COM 13638510 35270 636770 SH SHARED 02 636770 D CANADIAN NAT RES LTD COM 13638510 40023 722570 SH SHARED 04 722570 D CANADIAN NAT RES LTD COM 13638510 10741 193923 SH SHARED 06 193923 D CANADIAN NAT RES LTD COM 13638510 129 2346 SH SHARED 10 2346 D CANADIAN NAT RES LTD COM 13638510 1037 18736 SH SHARED 14 18736 D CANADIAN NAT RES LTD COM 13638510 8906 160800 SH SHARED 16 160800 D CANADIAN NAT RES LTD COM 13638510 116 2100 SH SHARED 17 2100 D CANADIAN PAC RY LTD COM 13645T10 1252 25055 SH SHARED 25055 D CANADIAN PAC RY LTD COM 13645T10 85 1701 SH SHARED 01 1701 D CANADIAN PAC RY LTD COM 13645T10 66 1325 SH SHR/OTHR 01 1325 D CANADIAN PAC RY LTD COM 13645T10 10518 210498 SH SHARED 02 210498 D CANADIAN PAC RY LTD COM 13645T10 35 704 SH SHARED 06 704 D CANADIAN PAC RY LTD COM 13645T10 8 177 SH SHARED 10 177 D CANADIAN PAC RY LTD COM 13645T10 9 200 SH SHARED 17 200 D CANDELA CORP COM 13690710 30 1400 SH SHARED 1400 D CANDELA CORP COM 13690710 101 4700 SH SHARED 01 4700 D CANDELA CORP COM 13690710 43 2000 SH SHR/OTHR 01 2000 D CANDELA CORP COM 13690710 334 15500 SH SHARED 10 15500 D CANDELA CORP COM 13690710 691 32000 SH SHARED 17 11200 20800 D CANARGO ENERGY CORP COM 13722510 1433 1291000 SH SHARED 1291000 D CANO PETE INC COM 13780110 16 2000 SH SHR/OTHR 01 2000 D CANON INC ADR 13800630 174 2640 SH SHARED 2640 D CANON INC ADR 13800630 19 300 SH SHR/OTHR 300 D CANON INC ADR 13800630 525 7960 SH SHARED 01 7300 660 D CANON INC ADR 13800630 231 3500 SH SHR/OTHR 01 3500 D CANTEL MEDICAL CORP COM 13809810 13 800 SH SHARED 800 D CANTEL MEDICAL CORP COM 13809810 86 5300 SH SHARED 01 5300 D CANTEL MEDICAL CORP COM 13809810 51 3148 SH SHARED 17 3148 D CAP ROCK ENERGY CORP COM 13910R10 32 1500 SH SHARED 01 1500 D CAPITAL CITY BK GROUP INC COM 13967410 32 900 SH SHARED 900 D CAPITAL CITY BK GROUP INC COM 13967410 53 1500 SH SHARED 10 1500 D CAPITAL CITY BK GROUP INC COM 13967410 243 6843 SH SHARED 17 4343 2500 D CAPITAL & INCM STRTGS FD INC COM 13971Y10 1831 102819 SH SHARED 102819 D CAPITAL CORP OF THE WEST COM NEW 14006520 25 700 SH SHARED 700 D CAPITAL CORP OF THE WEST COM NEW 14006520 158 4320 SH SHARED 17 4320 D CAPITAL CROSSING BK COM 14007110 12 400 SH SHARED 400 D CAPITAL LEASE FDG INC COM 14028810 17 1600 SH SHARED 1600 D CAPITAL LEASE FDG INC COM 14028810 7017 632800 SH SHARED 17 632800 D CAPITAL ONE FINL CORP COM 14040H10 48366 600682 SH SHARED 600432 250 D CAPITAL ONE FINL CORP COM 14040H10 5358 66552 SH SHARED 01 66552 D CAPITAL ONE FINL CORP COM 14040H10 13762 170914 SH SHARED 02 170914 D CAPITAL ONE FINL CORP COM 14040H10 1720 21362 SH SHARED 06 21362 D CAPITAL ONE FINL CORP COM 14040H10 6892 85600 SH SHARED 10 28600 57000 D CAPITAL ONE FINL CORP COM 14040H10 539 6700 SH SHARED 14 6700 D CAPITAL ONE FINL CORP COM 14040H10 20330 252495 SH SHARED 17 249695 2800 D CAPITAL SOUTHWEST CORP COM 14050110 19 200 SH SHARED 200 D CAPITAL SOUTHWEST CORP COM 14050110 114 1200 SH SHARED 17 700 500 D CAPITAL TRUST INC MD CL A NEW 14052H50 28 900 SH SHARED 900 D CAPITAL TRUST INC MD CL A NEW 14052H50 62 2000 SH SHARED 10 2000 D CAPITAL TRUST INC MD CL A NEW 14052H50 180 5800 SH SHARED 17 3300 2500 D CAPITALSOURCE INC DBCV 1.250% 3/1 14055XAB 9980 10000000 PRN SHARED 10000000 D CAPITALSOURCE INC COM 14055X10 380 15277 SH SHARED 15277 D CAPITALSOURCE INC COM 14055X10 80 3240 SH SHR/OTHR 3240 D CAPITALSOURCE INC COM 14055X10 27 1100 SH SHARED 01 1100 D CAPITALSOURCE INC COM 14055X10 1358 54591 SH SHARED 02 54591 D CAPITALSOURCE INC COM 14055X10 14 600 SH SHARED 10 600 D CAPITALSOURCE INC COM 14055X10 773 31100 SH SHARED 17 31100 D CAPITOL BANCORP LTD COM 14056D10 46 1000 SH SHARED 1000 D CAPITOL BANCORP LTD COM 14056D10 74 1600 SH SHARED 10 1600 D CAPITOL BANCORP LTD COM 14056D10 303 6500 SH SHARED 17 3900 2600 D CAPITOL FED FINL COM 14057C10 3 100 SH SHARED 01 100 D CAPITOL FED FINL COM 14057C10 71 2200 SH SHARED 02 2200 D CAPITOL FED FINL COM 14057C10 180 5600 SH SHARED 17 5600 D CAPSTONE TURBINE CORP COM 14067D10 69 19070 SH SHARED 19070 D CAPSTEAD MTG CORP COM NO PAR 14067E50 47 6800 SH SHARED 6800 D CARACO PHARMACEUTICAL LABS L COM 14075T10 9 700 SH SHARED 700 D CARACO PHARMACEUTICAL LABS L COM 14075T10 22 1700 SH SHARED 17 1700 D CARBO CERAMICS INC COM 14078110 68 1200 SH SHARED 1200 D CARBO CERAMICS INC COM 14078110 574 10100 SH SHARED 17 10100 D CARAUSTAR INDS INC COM 14090910 20 2028 SH SHARED 2028 D CARAUSTAR INDS INC COM 14090910 142 13861 SH SHARED 17 13861 D CARDERO RES CORP COM 14140U10 1748 575000 SH SHARED 10 575000 D CARDINAL FINL CORP COM 14149F10 21 1600 SH SHARED 1600 D CARDINAL FINL CORP COM 14149F10 0 1 SH SHARED 02 1 D CARDINAL FINL CORP COM 14149F10 171 12700 SH SHARED 17 12700 D CARDINAL HEALTH INC COM 14149Y10 86429 1159810 SH SHARED 1094688 65122 D CARDINAL HEALTH INC COM 14149Y10 433 5820 SH SHR/OTHR 5820 D CARDINAL HEALTH INC COM 14149Y10 7192 96513 SH SHARED 01 1208 95305 D CARDINAL HEALTH INC COM 14149Y10 70 950 SH SHR/OTHR 01 950 D CARDINAL HEALTH INC COM 14149Y10 10745 144200 SH SHARED 02 144200 D CARDINAL HEALTH INC COM 14149Y10 2608 35000 SH SHARED 04 35000 D CARDINAL HEALTH INC COM 14149Y10 9015 120983 SH SHARED 06 120983 D CARDINAL HEALTH INC COM 14149Y10 52536 704998 SH SHARED 10 84130 615250 5618 D CARDINAL HEALTH INC COM 14149Y10 350 4702 SH SHARED 14 4702 D CARDINAL HEALTH INC COM 14149Y10 92770 1244913 SH SHARED 17 1237213 7700 D CARDIOME PHARMA CORP COM NEW 14159U20 1691 133200 SH SHARED 133200 D CARDIOME PHARMA CORP COM NEW 14159U20 508 40000 SH SHARED 04 40000 D CARDIOME PHARMA CORP COM NEW 14159U20 2147 169100 SH SHARED 10 169100 D CARDIOME PHARMA CORP COM NEW 14159U20 76 6000 SH SHARED 14 6000 D CAREER EDUCATION CORP COM 14166510 3515 93166 SH SHARED 93166 D CAREER EDUCATION CORP COM 14166510 1573 41700 SH SHARED 01 41700 D CAREER EDUCATION CORP COM 14166510 2370 62836 SH SHARED 02 62836 D CAREER EDUCATION CORP COM 14166510 254 6750 SH SHARED 06 6750 D CAREER EDUCATION CORP COM 14166510 4 118 SH SHARED 10 118 D CAREER EDUCATION CORP COM 14166510 2087 55332 SH SHARED 14 55332 D CAREER EDUCATION CORP COM 14166510 1247 33064 SH SHARED 17 31964 1100 D CAREMARK RX INC COM 14170510 54 1100 SH SHARED 1100 D CAREMARK RX INC COM 14170510 130440 2652317 SH SHARED 2583075 69242 D CAREMARK RX INC COM 14170510 3363 68390 SH SHR/OTHR 68390 D CAREMARK RX INC COM 14170510 24818 504651 SH SHARED 01 243234 261417 D CAREMARK RX INC COM 14170510 3220 65476 SH SHR/OTHR 01 65476 D CAREMARK RX INC COM 14170510 7588 154300 SH SHARED 02 154300 D CAREMARK RX INC COM 14170510 5875 119463 SH SHARED 04 115000 4463 D CAREMARK RX INC COM 14170510 1506 30640 SH SHARED 05 30640 D CAREMARK RX INC COM 14170510 48523 986650 SH SHARED 06 986650 D CAREMARK RX INC COM 14170510 26133 531377 SH SHARED 10 525300 6077 D CAREMARK RX INC COM 14170510 1201 24435 SH SHARED 14 24435 D CAREMARK RX INC COM 14170510 2621 53302 SH SHARED 15 53302 D CAREMARK RX INC COM 14170510 21297 433042 SH SHARED 17 424442 8600 D CAREMARK RX INC COM 14170510 7515 152808 SH SHARED 19 152808 D CARIBOU COFFEE INC COM 14204220 14 1500 SH SHARED 17 1500 D CARLISLE COS INC COM 14233910 858 10500 SH SHARED 10500 D CARLISLE COS INC COM 14233910 973 11900 SH SHARED 01 11900 D CARLISLE COS INC COM 14233910 1063 13000 SH SHARED 02 13000 D CARLISLE COS INC COM 14233910 57 700 SH SHARED 17 700 D CARMAX INC COM 14313010 1162 35586 SH SHARED 35586 D CARMAX INC COM 14313010 1499 45878 SH SHARED 01 45878 D CARMAX INC COM 14313010 1676 51300 SH SHARED 02 51300 D CARMAX INC COM 14313010 114 3501 SH SHARED 06 3501 D CARMAX INC COM 14313010 689 21096 SH SHARED 10 20871 225 D CARMAX INC COM 14313010 55 1700 SH SHARED 17 900 800 D CARMIKE CINEMAS INC COM 14343640 208 8623 SH SHARED 8623 D CARMIKE CINEMAS INC COM 14343640 57 2400 SH SHARED 10 2400 D CARMIKE CINEMAS INC COM 14343640 214 8900 SH SHARED 17 6200 2700 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 22952 18645000 PRN SHARED 18645000 D CARNIVAL CORP PAIRED CTF 14365830 200801 4238992 SH SHARED 4236922 2070 D CARNIVAL CORP PAIRED CTF 14365830 554 11700 SH SHR/OTHR 11700 D CARNIVAL CORP PAIRED CTF 14365830 4703 99300 SH SHARED 01 99300 D CARNIVAL CORP PAIRED CTF 14365830 42906 905779 SH SHARED 02 905779 D CARNIVAL CORP PAIRED CTF 14365830 4579 96680 SH SHARED 06 96680 D CARNIVAL CORP PAIRED CTF 14365830 6792 143384 SH SHARED 10 142400 984 D CARNIVAL CORP PAIRED CTF 14365830 401 8477 SH SHARED 14 8477 D CARNIVAL CORP PAIRED CTF 14365830 9670 204143 SH SHARED 17 170243 33900 D CARPENTER TECHNOLOGY CORP COM 14428510 151 1600 SH SHARED 1600 D CARPENTER TECHNOLOGY CORP COM 14428510 411 4350 SH SHARED 02 4350 D CARPENTER TECHNOLOGY CORP COM 14428510 113 1200 SH SHARED 10 1200 D CARPENTER TECHNOLOGY CORP COM 14428510 1388 14690 SH SHARED 17 12790 1900 D CARRAMERICA RLTY CORP COM 14441810 19110 428400 SH SHARED 428400 D CARRAMERICA RLTY CORP COM 14441810 4 100 SH SHARED 01 100 D CARRAMERICA RLTY CORP COM 14441810 539 12100 SH SHARED 02 12100 D CARREKER CORP COM 14443310 190 29673 SH SHARED 01 29673 D CARRIZO OIL & CO INC COM 14457710 31 1200 SH SHARED 1200 D CARRIZO OIL & CO INC COM 14457710 1982 76275 SH SHARED 01 75650 625 D CARRIZO OIL & CO INC COM 14457710 9999 384730 SH SHARED 10 384730 D CARRIZO OIL & CO INC COM 14457710 25140 967300 SH SHARED 17 764700 202600 D CARTER INC COM 14622910 74 1100 SH SHARED 1100 D CARTER INC COM 14622910 40 600 SH SHR/OTHR 600 D CARTER INC COM 14622910 276 4100 SH SHARED 02 4100 D CARTER INC COM 14622910 8490 125800 SH SHARED 10 124900 900 D CARTER INC COM 14622910 708 10500 SH SHARED 17 9100 1400 D CASCADE BANCORP COM 14715410 35 1200 SH SHARED 1200 D CASCADE BANCORP COM 14715410 206 7000 SH SHARED 17 7000 D CASCADE CORP COM 14719510 47 900 SH SHARED 900 D CASCADE CORP COM 14719510 126 2400 SH SHARED 01 2400 D CASCADE CORP COM 14719510 1432 27100 SH SHARED 10 27100 D CASCADE CORP COM 14719510 1072 20300 SH SHARED 17 5700 14600 D CASCADE NAT GAS CORP COM 14733910 15 800 SH SHARED 800 D CASCADE NAT GAS CORP COM 14733910 94 4800 SH SHARED 17 4800 D CASELLA WASTE SYS INC CL A 14744810 18 1325 SH SHARED 1325 D CASELLA WASTE SYS INC CL A 14744810 132 9300 SH SHARED 17 9300 D CASEYS GEN STORES INC COM 14752810 77 3400 SH SHARED 3400 D CASEYS GEN STORES INC COM 14752810 84 3700 SH SHARED 01 3700 D CASEYS GEN STORES INC COM 14752810 4772 208700 SH SHARED 10 208700 D CASEYS GEN STORES INC COM 14752810 2183 95486 SH SHARED 17 27786 67700 D CASH AMER INTL INC COM 14754D10 57 1900 SH SHARED 1900 D CASH AMER INTL INC COM 14754D10 87 2900 SH SHARED 01 2900 D CASH AMER INTL INC COM 14754D10 5343 178000 SH SHARED 10 178000 D CASH AMER INTL INC COM 14754D10 927 30900 SH SHARED 17 15500 15400 D CASTLE A M & CO COM 14841110 23 800 SH SHARED 800 D CASTLE A M & CO COM 14841110 85 2900 SH SHARED 17 2900 D CASTLE CONV FD INC COM 14844310 1298 55900 SH SHARED 55900 D CASUAL MALE RETAIL GRP INC NOTE 5.000% 1/0 148711AB 215 206000 PRN SHARED 02 206000 D CASUAL MALE RETAIL GRP INC COM 14871110 16 1700 SH SHARED 1700 D CASUAL MALE RETAIL GRP INC COM 14871110 143 14700 SH SHARED 17 14700 D CATALINA MARKETING CORP COM 14886710 284 12300 SH SHARED 12300 D CATALINA MARKETING CORP COM 14886710 286 12400 SH SHARED 01 12400 D CATALINA MARKETING CORP COM 14886710 517 22401 SH SHARED 02 22401 D CATALINA MARKETING CORP COM 14886710 783 33900 SH SHARED 10 33900 D CATALINA MARKETING CORP COM 14886710 2504 108400 SH SHARED 17 20700 87700 D CATAPULT COMMUNICATIONS CORP COM 14901610 9 700 SH SHARED 700 D CATAPULT COMMUNICATIONS CORP COM 14901610 1 100 SH SHARED 02 100 D CATAPULT COMMUNICATIONS CORP COM 14901610 158 11900 SH SHARED 17 11900 D CATERPILLAR INC DEL COM 14912310 139771 1946402 SH SHARED 1869284 77118 D CATERPILLAR INC DEL COM 14912310 1572 21900 SH SHR/OTHR 21900 D CATERPILLAR INC DEL COM 14912310 11761 163782 SH SHARED 01 532 163250 D CATERPILLAR INC DEL COM 14912310 574 8000 SH SHR/OTHR 01 8000 D CATERPILLAR INC DEL COM 14912310 20884 290824 SH SHARED 02 290824 D CATERPILLAR INC DEL COM 14912310 2823 39318 SH SHARED 04 37900 1418 D CATERPILLAR INC DEL COM 14912310 10502 146247 SH SHARED 06 146247 D CATERPILLAR INC DEL COM 14912310 72491 1009494 SH SHARED 10 412852 490800 105842 D CATERPILLAR INC DEL COM 14912310 406 5656 SH SHARED 14 5656 D CATERPILLAR INC DEL COM 14912310 1572 21900 SH SHARED 15 21900 D CATERPILLAR INC DEL COM 14912310 25473 354729 SH SHARED 17 346729 8000 D CATHAY GENERAL BANCORP COM 14915010 534 14200 SH SHARED 14200 D CATHAY GENERAL BANCORP COM 14915010 391 10400 SH SHARED 01 10400 D CATHAY GENERAL BANCORP COM 14915010 681 18100 SH SHARED 02 18100 D CATHAY GENERAL BANCORP COM 14915010 67 1800 SH SHARED 10 1800 D CATHAY GENERAL BANCORP COM 14915010 961 25536 SH SHARED 17 22336 3200 D CATO CORP NEW CL A 14920510 47 2000 SH SHARED 2000 D CATO CORP NEW CL A 14920510 388 16300 SH SHARED 10 16300 D CATO CORP NEW CL A 14920510 1002 42000 SH SHARED 17 12450 29550 D CAVCO INDS INC DEL COM 14956810 11 238 SH SHARED 01 238 D CBOT HLDGS INC CL A 14984K10 1038 8700 SH SHARED 8700 D CBOT HLDGS INC CL A 14984K10 9 80 SH SHARED 01 80 D CBOT HLDGS INC CL A 14984K10 35 300 SH SHARED 02 300 D CBEYOND COMMUNICATIONS INC COM 14984710 360 20400 SH SHARED 20400 D CBEYOND COMMUNICATIONS INC COM 14984710 74 4199 SH SHARED 02 4199 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 157 5400 SH SHARED 5400 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 234 8000 SH SHARED 17 8000 D CEDAR SHOPPING CTRS INC COM NEW 15060220 26 1700 SH SHARED 1700 D CEDAR SHOPPING CTRS INC COM NEW 15060220 831 52500 SH SHARED 11 52500 D CEDAR SHOPPING CTRS INC COM NEW 15060220 137 8700 SH SHARED 17 8700 D CELADON GROUP INC COM 15083810 1577 72050 SH SHARED 17 72050 D CELANESE CORP DEL COM SER A 15087010 6878 328000 SH SHARED 328000 D CELANESE CORP DEL COM SER A 15087010 308 14700 SH SHARED 02 14700 D CELANESE CORP DEL COM SER A 15087010 538 25700 SH SHARED 10 25700 D CELANESE CORP DEL COM SER A 15087010 622 29700 SH SHARED 17 29700 D CELANESE CORP DEL PFD 4.25% CONV 15087020 1371 45000 SH SHARED 45000 D CELL GENESYS INC COM 15092110 1 141 SH SHARED 141 D CELL GENESYS INC COM 15092110 23 3000 SH SHARED 3000 D CELL GENESYS INC COM 15092110 194 24400 SH SHARED 17 24400 D CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AC 1676 3508000 PRN SHARED 3508000 D CELL THERAPEUTICS INC COM 15093410 679 355881 SH SHARED 355881 D CELL THERAPEUTICS INC COM 15093410 58 30650 SH SHARED 17 30650 D CELESTICA INC SUB VTG SHS 15101Q10 4830 421896 SH SHARED 421896 D CELESTICA INC SUB VTG SHS 15101Q10 115 10130 SH SHARED 01 10130 D CELESTICA INC SUB VTG SHS 15101Q10 4079 356314 SH SHARED 02 356314 D CELESTICA INC SUB VTG SHS 15101Q10 14 1246 SH SHARED 06 1246 D CELESTICA INC SUB VTG SHS 15101Q10 5 471 SH SHARED 10 471 D CELESTICA INC SUB VTG SHS 15101Q10 18 1600 SH SHARED 14 1600 D CELESTICA INC SUB VTG SHS 15101Q10 4 400 SH SHARED 17 400 D CELGENE CORP NOTE 1.750% 6/0 151020AC 13322 3634000 PRN SHARED 3634000 D CELGENE CORP NOTE 1.750% 6/0 151020AC 17545 4786000 PRN SHARED 02 4786000 D CELGENE CORP COM 15102010 3356 75900 SH SHARED 75900 D CELGENE CORP COM 15102010 53057 1199848 SH SHARED 1184478 15370 D CELGENE CORP COM 15102010 3245 73400 SH SHR/OTHR 73400 D CELGENE CORP COM 15102010 20248 457893 SH SHARED 01 182354 275539 D CELGENE CORP COM 15102010 6028 136328 SH SHR/OTHR 01 136328 D CELGENE CORP COM 15102010 1660 37545 SH SHARED 02 37545 D CELGENE CORP COM 15102010 58944 1333000 SH SHARED 04 1333000 D CELGENE CORP COM 15102010 584 13220 SH SHARED 06 13220 D CELGENE CORP COM 15102010 27477 621380 SH SHARED 10 616780 4600 D CELGENE CORP COM 15102010 419 9477 SH SHARED 14 9477 D CELGENE CORP COM 15102010 34615 782810 SH SHARED 17 775410 7400 D CEMEX S A SPON ADR 5 ORD 15129088 5161 79073 SH SHARED 79073 D CEMEX S A SPON ADR 5 ORD 15129088 61260 938426 SH SHARED 01 938026 400 D CEMEX S A SPON ADR 5 ORD 15129088 1005 15400 SH SHARED 02 15400 D CEMEX S A SPON ADR 5 ORD 15129088 8933 136850 SH SHARED 04 136850 D CEMEX S A SPON ADR 5 ORD 15129088 65012 995902 SH SHARED 10 995902 D CEMEX S A SPON ADR 5 ORD 15129088 4136 63362 SH SHARED 17 63362 D CENDANT CORP COM 15131310 136471 7865780 SH SHARED 7865780 D CENDANT CORP COM 15131310 3216 185380 SH SHARED 01 185380 D CENDANT CORP COM 15131310 214 12344 SH SHR/OTHR 01 12344 D CENDANT CORP COM 15131310 10398 599332 SH SHARED 02 599332 D CENDANT CORP COM 15131310 1838 105978 SH SHARED 06 105978 D CENDANT CORP COM 15131310 1338 77156 SH SHARED 10 72300 4856 D CENDANT CORP COM 15131310 148 8536 SH SHARED 14 8536 D CENDANT CORP COM 15131310 7903 455558 SH SHARED 17 444458 11100 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 10 1400 SH SHARED 1400 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 74 10200 SH SHARED 01 10200 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 1293 176400 SH SHARED 10 176400 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 52 7100 SH SHARED 17 7100 D CENTENNIAL BK HLDGS INC DEL COM 15134530 47 4100 SH SHARED 4100 D CENTENNIAL BK HLDGS INC DEL COM 15134530 281 24100 SH SHARED 17 24100 D CENTENE CORP DEL COM 15135B10 4953 169800 SH SHARED 169800 D CENTENE CORP DEL COM 15135B10 2787 95575 SH SHARED 01 93025 2550 D CENTENE CORP DEL COM 15135B10 50 1725 SH SHR/OTHR 01 1725 D CENTENE CORP DEL COM 15135B10 31627 1084500 SH SHARED 04 1084500 D CENTENE CORP DEL COM 15135B10 12885 441740 SH SHARED 10 439740 2000 D CENTENE CORP DEL COM 15135B10 688 23600 SH SHARED 14 23600 D CENTENE CORP DEL COM 15135B10 24129 827200 SH SHARED 17 561800 265400 D CENTER FINL CORP CALIF COM 15146E10 19 800 SH SHARED 800 D CENTER FINL CORP CALIF COM 15146E10 55 2300 SH SHARED 01 2300 D CENTER FINL CORP CALIF COM 15146E10 1688 69700 SH SHARED 10 69700 D CENTER FINL CORP CALIF COM 15146E10 1131 46700 SH SHARED 17 6200 40500 D CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAM 49193 44600000 PRN SHARED 44600000 D CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAM 29167 26444000 PRN SHARED 02 26444000 D CENTERPOINT ENERGY INC COM 15189T10 12124 1016329 SH SHARED 1016329 D CENTERPOINT ENERGY INC COM 15189T10 35 3000 SH SHR/OTHR 3000 D CENTERPOINT ENERGY INC COM 15189T10 750 62901 SH SHARED 01 62901 D CENTERPOINT ENERGY INC COM 15189T10 1494 125293 SH SHARED 02 125293 D CENTERPOINT ENERGY INC COM 15189T10 222 18648 SH SHARED 06 18648 D CENTERPOINT ENERGY INC COM 15189T10 63 5343 SH SHARED 10 1200 4143 D CENTERPOINT ENERGY INC COM 15189T10 60 5109 SH SHARED 14 5109 D CENTERPOINT ENERGY INC COM 15189T10 1834 153789 SH SHARED 17 150389 3400 D CENTEX CORP COM 15231210 13641 220054 SH SHARED 220054 D CENTEX CORP COM 15231210 1915 30900 SH SHARED 01 30900 D CENTEX CORP COM 15231210 5664 91371 SH SHARED 02 91371 D CENTEX CORP COM 15231210 673 10860 SH SHARED 06 10860 D CENTEX CORP COM 15231210 1543 24895 SH SHARED 10 24600 295 D CENTEX CORP COM 15231210 131 2120 SH SHARED 14 2120 D CENTEX CORP COM 15231210 4087 65939 SH SHARED 17 65639 300 D CENTRACORE PROPERTIES TR COM 15235H10 20 800 SH SHARED 800 D CENTRACORE PROPERTIES TR COM 15235H10 205 8200 SH SHARED 17 4400 3800 D CENTRAL EUROPEAN DIST CORP COM 15343510 46 1200 SH SHARED 1200 D CENTRAL EUROPEAN DIST CORP COM 15343510 315 8200 SH SHARED 17 8200 D CENTRAL FGHT LINES INC NEV COM 15349110 0 60 SH SHARED 60 D CENTRAL FD CDA LTD CL A 15350110 79 10000 SH SHR/OTHR 01 10000 D CENTRAL GARDEN & PET CO COM 15352710 122 2300 SH SHARED 2300 D CENTRAL GARDEN & PET CO COM 15352710 161 3040 SH SHARED 02 3040 D CENTRAL GARDEN & PET CO COM 15352710 53 1000 SH SHARED 10 1000 D CENTRAL GARDEN & PET CO COM 15352710 589 11100 SH SHARED 17 9300 1800 D CENTRAL PAC FINL CORP COM 15476010 73 2000 SH SHARED 2000 D CENTRAL PAC FINL CORP COM 15476010 51 1400 SH SHARED 01 1400 D CENTRAL PAC FINL CORP COM 15476010 91 2500 SH SHARED 10 2500 D CENTRAL PAC FINL CORP COM 15476010 2214 60312 SH SHARED 17 12912 47400 D CENTRAL PKG CORP COM 15478510 16 1000 SH SHARED 1000 D CENTRAL PKG CORP COM 15478510 74 4633 SH SHARED 17 4633 D CENTRAL SECS CORP COM 15512310 250 10190 SH SHARED 10190 D CENTRAL VT PUB SVC CORP COM 15577110 19 900 SH SHARED 900 D CENTRAL VT PUB SVC CORP COM 15577110 142 6700 SH SHARED 17 3200 3500 D CENTURY ALUM CO NOTE 1.750% 8/0 156431AE 1429 965000 PRN SHARED 02 965000 D CENTURY ALUM CO COM 15643110 63 1500 SH SHARED 1500 D CENTURY ALUM CO COM 15643110 237 5600 SH SHARED 01 5600 D CENTURY ALUM CO COM 15643110 5637 132800 SH SHARED 10 132800 D CENTURY ALUM CO COM 15643110 11703 275700 SH SHARED 17 240600 35100 D CEPHEID COM 15670R10 26 2900 SH SHARED 2900 D CEPHEID COM 15670R10 156 17100 SH SHARED 17 17100 D CENVEO INC COM 15670S10 56 3400 SH SHARED 3400 D CENVEO INC COM 15670S10 9 600 SH SHR/OTHR 600 D CENVEO INC COM 15670S10 53 3200 SH SHARED 01 3200 D CENVEO INC COM 15670S10 313 18880 SH SHARED 17 18880 D CENTURYTEL INC COM 15670010 27440 701441 SH SHARED 692645 8796 D CENTURYTEL INC COM 15670010 422 10800 SH SHR/OTHR 10800 D CENTURYTEL INC COM 15670010 1809 46247 SH SHARED 01 6992 39255 D CENTURYTEL INC COM 15670010 26 685 SH SHR/OTHR 01 685 D CENTURYTEL INC COM 15670010 2185 55874 SH SHARED 02 55874 D CENTURYTEL INC COM 15670010 246 6307 SH SHARED 06 6307 D CENTURYTEL INC COM 15670010 2844 72700 SH SHARED 10 72700 D CENTURYTEL INC COM 15670010 2264 57874 SH SHARED 17 57874 D CEPHALON INC NOTE 6/1 156708AK 19040 17000000 PRN SHARED 17000000 D CEPHALON INC NOTE 6/1 156708AK 1202 1074000 PRN SHARED 02 1074000 D CEPHALON INC NOTE 6/1 156708AL 22730 19663000 PRN SHARED 02 19663000 D CEPHALON INC NOTE 2.000% 6/0 156708AP 4289 3049000 PRN SHARED 3049000 D CEPHALON INC COM 15670810 2289 38000 SH SHARED 38000 D CEPHALON INC COM 15670810 130462 2165357 SH SHARED 2165357 D CEPHALON INC COM 15670810 1361 22600 SH SHARED 01 22600 D CEPHALON INC COM 15670810 3469 57585 SH SHARED 02 57585 D CEPHALON INC COM 15670810 20846 346000 SH SHARED 04 346000 D CEPHALON INC COM 15670810 132 2200 SH SHARED 06 2200 D CEPHALON INC COM 15670810 1179 19570 SH SHARED 17 19570 D CERADYNE INC COM 15671010 254 5100 SH SHARED 5100 D CERADYNE INC COM 15671010 14 300 SH SHARED 01 300 D CERADYNE INC COM 15671010 114 2300 SH SHARED 02 2300 D CERADYNE INC COM 15671010 5968 119609 SH SHARED 17 119609 D CERES GROUP INC COM 15677210 202 36665 SH SHARED 36665 D CERES GROUP INC COM 15677210 50 9200 SH SHARED 17 9200 D CERIDIAN CORP NEW COM 15677910 1761 69200 SH SHARED 69200 D CERIDIAN CORP NEW COM 15677910 1811 71170 SH SHARED 01 71170 D CERIDIAN CORP NEW COM 15677910 2150 84500 SH SHARED 02 84500 D CERIDIAN CORP NEW COM 15677910 133 5240 SH SHARED 06 5240 D CERIDIAN CORP NEW COM 15677910 7 295 SH SHARED 10 295 D CERIDIAN CORP NEW COM 15677910 71 2806 SH SHARED 14 2806 D CERIDIAN CORP NEW COM 15677910 570 22400 SH SHARED 17 22400 D CERNER CORP COM 15678210 1712 36100 SH SHARED 36100 D CERNER CORP COM 15678210 300 6325 SH SHARED 01 2900 3425 D CERNER CORP COM 15678210 303 6400 SH SHARED 02 6400 D CERNER CORP COM 15678210 4782 100800 SH SHARED 10 100800 D CERNER CORP COM 15678210 32011 674630 SH SHARED 17 674630 D CERUS CORP COM 15708510 428 50000 SH SHARED 50000 D CERUS CORP COM 15708510 1260 147300 SH SHARED 147300 D CEVA INC COM 15721010 2 378 SH SHARED 378 D CHAMPION ENTERPRISES INC COM 15849610 85 5700 SH SHARED 5700 D CHAMPION ENTERPRISES INC COM 15849610 61 4100 SH SHARED 01 4100 D CHAMPION ENTERPRISES INC COM 15849610 2190 146400 SH SHARED 17 32600 113800 D CHAPARRAL STL CO DEL COM 15942310 1700 26199 SH SHARED 26199 D CHAPARRAL STL CO DEL COM 15942310 548 8447 SH SHARED 17 8447 D CHARLES & COLVARD LTD COM 15976510 10 1000 SH SHARED 1000 D CHARLES & COLVARD LTD COM 15976510 79 7350 SH SHARED 17 7350 D CHARLES RIV LABS INTL INC COM 15986410 794 16200 SH SHARED 16200 D CHARLES RIV LABS INTL INC COM 15986410 1436 29300 SH SHARED 01 29300 D CHARLES RIV LABS INTL INC COM 15986410 20 409 SH SHR/OTHR 01 409 D CHARLES RIV LABS INTL INC COM 15986410 1598 32600 SH SHARED 02 32600 D CHARLES RIV LABS INTL INC COM 15986410 1740 35500 SH SHARED 10 35500 D CHARLES RIV LABS INTL INC COM 15986410 19853 405000 SH SHARED 17 405000 D CHARTERMAC SH BEN INT 16090810 56 2800 SH SHARED 2800 D CHARTERMAC SH BEN INT 16090810 12 600 SH SHARED 01 600 D CHARTERMAC SH BEN INT 16090810 611 30100 SH SHARED 17 19600 10500 D CHARLOTTE RUSSE HLDG INC COM 16104810 912 42651 SH SHARED 42651 D CHARLOTTE RUSSE HLDG INC COM 16104810 66 3100 SH SHARED 01 3100 D CHARLOTTE RUSSE HLDG INC COM 16104810 17 800 SH SHARED 02 800 D CHARLOTTE RUSSE HLDG INC COM 16104810 656 30700 SH SHARED 10 30700 D CHARLOTTE RUSSE HLDG INC COM 16104810 166 7800 SH SHARED 17 7800 D CHARMING SHOPPES INC NOTE 4.750% 6/0 161133AC 151 97000 PRN SHARED 02 97000 D CHARMING SHOPPES INC COM 16113310 333 22400 SH SHARED 22400 D CHARMING SHOPPES INC COM 16113310 0 1 SH SHARED 01 1 D CHARMING SHOPPES INC COM 16113310 193 12987 SH SHARED 02 997 11990 D CHARMING SHOPPES INC COM 16113310 90 6100 SH SHARED 10 6100 D CHARMING SHOPPES INC COM 16113310 2013 135400 SH SHARED 17 81700 53700 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC 1685 1703000 PRN SHARED 02 1703000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 313 287183 SH SHARED 287183 D CHARTER COMMUNICATIONS INC D CL A 16117M10 2 2000 SH SHARED 01 2000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 201 184584 SH SHARED 02 184584 D CHARTER COMMUNICATIONS INC D CL A 16117M10 181 166100 SH SHARED 17 166100 D CHARTER FINL CORP WEST PT GA COM 16122M10 11 300 SH SHARED 300 D CHARTER FINL CORP WEST PT GA COM 16122M10 57 1500 SH SHARED 17 1500 D CHARTERED SEMICONDUCTOR MFG NOTE 2.500% 4/0 16133RAA 1010 1010000 PRN SHARED 1010000 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 636 65800 SH SHARED 65800 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 241 25000 SH SHARED 02 25000 D CHATTEM INC COM 16245610 41 1100 SH SHARED 1100 D CHATTEM INC COM 16245610 116 3100 SH SHARED 01 3100 D CHATTEM INC COM 16245610 67 1800 SH SHARED 02 1800 D CHATTEM INC COM 16245610 2198 58400 SH SHARED 10 58400 D CHATTEM INC COM 16245610 1313 34900 SH SHARED 17 8400 26500 D CHECKFREE CORP NEW COM 16281310 12686 251212 SH SHARED 250512 700 D CHECKFREE CORP NEW COM 16281310 1777 35200 SH SHARED 01 35200 D CHECKFREE CORP NEW COM 16281310 2014 39900 SH SHARED 02 39900 D CHECKFREE CORP NEW COM 16281310 79 1565 SH SHARED 17 965 600 D CHECKPOINT SYS INC COM 16282510 553 20602 SH SHARED 20602 D CHECKPOINT SYS INC COM 16282510 150 5600 SH SHARED 01 5600 D CHECKPOINT SYS INC COM 16282510 25 960 SH SHR/OTHR 01 960 D CHECKPOINT SYS INC COM 16282510 83 3100 SH SHARED 02 3100 D CHECKPOINT SYS INC COM 16282510 1655 61600 SH SHARED 10 61600 D CHECKPOINT SYS INC COM 16282510 647 24100 SH SHARED 17 20300 3800 D CHEESECAKE FACTORY INC COM 16307210 662 17700 SH SHARED 17700 D CHEESECAKE FACTORY INC COM 16307210 1562 41721 SH SHARED 01 7771 33950 D CHEESECAKE FACTORY INC COM 16307210 56 1502 SH SHR/OTHR 01 1502 D CHEESECAKE FACTORY INC COM 16307210 1314 35100 SH SHARED 02 35100 D CHEESECAKE FACTORY INC COM 16307210 2227 59469 SH SHARED 10 59469 D CHEESECAKE FACTORY INC COM 16307210 31115 830850 SH SHARED 17 830850 D CHEMED CORP NEW COM 16359R10 100 1700 SH SHARED 1700 D CHEMED CORP NEW COM 16359R10 2203 37125 SH SHARED 01 35250 1875 D CHEMED CORP NEW COM 16359R10 41 700 SH SHR/OTHR 01 700 D CHEMED CORP NEW COM 16359R10 13213 222680 SH SHARED 10 203280 19400 D CHEMED CORP NEW COM 16359R10 14793 249300 SH SHARED 17 218500 30800 D CHEMICAL FINL CORP COM 16373110 54 1700 SH SHARED 1700 D CHEMICAL FINL CORP COM 16373110 26 820 SH SHARED 01 820 D CHEMICAL FINL CORP COM 16373110 58 1800 SH SHARED 10 1800 D CHEMICAL FINL CORP COM 16373110 605 18744 SH SHARED 17 15844 2900 D CHEMTURA CORP COM 16389310 7053 598735 SH SHARED 598735 D CHEMTURA CORP COM 16389310 1018 86501 SH SHARED 01 86501 D CHEMTURA CORP COM 16389310 1254 106500 SH SHARED 02 106500 D CHEMTURA CORP COM 16389310 25 2200 SH SHARED 17 2200 D CHENIERE ENERGY INC COM NEW 16411R20 29194 719609 SH SHARED 719609 D CHENIERE ENERGY INC COM NEW 16411R20 860 21200 SH SHARED 01 21200 D CHENIERE ENERGY INC COM NEW 16411R20 6629 163400 SH SHARED 02 163400 D CHENIERE ENERGY INC COM NEW 16411R20 803 19800 SH SHARED 17 19000 800 D CHEROKEE INC DEL NEW COM 16444H10 20 500 SH SHARED 500 D CHEROKEE INC DEL NEW COM 16444H10 229 5700 SH SHARED 17 4000 1700 D CHESAPEAKE CORP COM 16515910 81 5900 SH SHARED 5900 D CHESAPEAKE CORP COM 16515910 62 4500 SH SHARED 10 4500 D CHESAPEAKE CORP COM 16515910 219 15833 SH SHARED 17 11533 4300 D CHESAPEAKE ENERGY CORP COM 16516710 37796 1203311 SH SHARED 1203311 D CHESAPEAKE ENERGY CORP COM 16516710 18 600 SH SHR/OTHR 600 D CHESAPEAKE ENERGY CORP COM 16516710 1206 38400 SH SHARED 01 38400 D CHESAPEAKE ENERGY CORP COM 16516710 3970 126400 SH SHARED 02 126400 D CHESAPEAKE ENERGY CORP COM 16516710 1508 48030 SH SHARED 06 48030 D CHESAPEAKE ENERGY CORP COM 16516710 43 1400 SH SHARED 10 1400 D CHESAPEAKE ENERGY CORP COM 16516710 1947 62000 SH SHARED 16 62000 D CHESAPEAKE ENERGY CORP COM 16516710 5537 176300 SH SHARED 17 173300 3000 D CHESAPEAKE ENERGY CORP PFD CONV 5% 16516780 11270 57393 SH SHARED 57393 D CHEVRON CORP NEW COM 16676410 993 17130 SH SHARED 17130 D CHEVRON CORP NEW COM 16676410 572116 9869184 SH SHARED 9577164 292020 D CHEVRON CORP NEW COM 16676410 10590 182689 SH SHR/OTHR 182689 D CHEVRON CORP NEW COM 16676410 58541 1009851 SH SHARED 01 295336 714515 D CHEVRON CORP NEW COM 16676410 3894 67184 SH SHR/OTHR 01 67184 D CHEVRON CORP NEW COM 16676410 44691 770948 SH SHARED 02 770948 D CHEVRON CORP NEW COM 16676410 7 132 SH SHARED 04 132 D CHEVRON CORP NEW COM 16676410 12207 210581 SH SHARED 06 210581 D CHEVRON CORP NEW COM 16676410 301466 5200395 SH SHARED 10 4146857 1053538 D CHEVRON CORP NEW COM 16676410 504 8700 SH SHR/OTHR 10 8700 D CHEVRON CORP NEW COM 16676410 1781 30729 SH SHARED 14 30729 D CHEVRON CORP NEW COM 16676410 5304 91500 SH SHARED 15 91500 D CHEVRON CORP NEW COM 16676410 330436 5700129 SH SHARED 17 5629610 70519 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 127 5320 SH SHARED 5320 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 240 10000 SH SHARED 04 10000 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 10392 433000 SH SHARED 10 433000 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 14100 587500 SH SHARED 17 587500 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 948 2120 SH SHR/OTHR 2120 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 134 300 SH SHARED 01 300 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 1566 3500 SH SHARED 02 3500 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 603 1348 SH SHARED 06 1348 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 89 200 SH SHARED 10 200 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 313 700 SH SHARED 14 700 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 2586 5780 SH SHARED 17 5480 300 D CHICOS FAS INC COM 16861510 5011 123304 SH SHARED 123304 D CHICOS FAS INC COM 16861510 812 20000 SH SHR/OTHR 20000 D CHICOS FAS INC COM 16861510 2763 68000 SH SHARED 01 1000 67000 D CHICOS FAS INC COM 16861510 66 1644 SH SHR/OTHR 01 1644 D CHICOS FAS INC COM 16861510 3275 80600 SH SHARED 02 80600 D CHICOS FAS INC COM 16861510 267 6590 SH SHARED 06 6590 D CHICOS FAS INC COM 16861510 2053 50524 SH SHARED 10 48970 1554 D CHICOS FAS INC COM 16861510 275 6771 SH SHARED 14 6771 D CHICOS FAS INC COM 16861510 43297 1065400 SH SHARED 17 1061700 3700 D CHILDRENS PL RETAIL STORES I COM 16890510 1858 32095 SH SHARED 32095 D CHILDRENS PL RETAIL STORES I COM 16890510 63 1100 SH SHARED 10 1100 D CHILDRENS PL RETAIL STORES I COM 16890510 584 10100 SH SHARED 17 9800 300 D CHINA FD INC COM 16937310 1 66 SH SHARED 66 D CHINA FD INC COM 16937310 75 2668 SH SHR/OTHR 2668 D CHINA ENERGY TECHNOLOGY INC COM 16938W10 0 100 SH SHARED 100 D CHINA ENERGY TECHNOLOGY INC COM 16938W10 24 3600 SH SHARED 17 3600 D CHINA LIFE INS CO LTD SPON ADR REP H 16939P10 3318 65000 SH SHARED 64000 1000 D CHINA NETCOM GROUP CORP HK L SPONSORED ADR 16940Q10 2057 58100 SH SHARED 58100 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 13405 505100 SH SHARED 500100 5000 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 265 10000 SH SHARED 04 10000 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 10013 377300 SH SHARED 10 377300 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 668 25200 SH SHARED 17 25200 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 149 2562 SH SHARED 2562 D CHINA TECHFAITH WIRLS COMM T SPONSORED ADR 16942410 72 5000 SH SHARED 5000 D CHINA UNICOM LTD SPONSORED ADR 16945R10 429 52000 SH SHARED 52000 D CHIPOTLE MEXICAN GRILL INC CL A 16965610 433 7818 SH SHARED 7818 D CHIPOTLE MEXICAN GRILL INC CL A 16965610 5 100 SH SHARED 01 100 D CHIPOTLE MEXICAN GRILL INC CL A 16965610 147 2655 SH SHARED 02 2655 D CHIPPAC INC NOTE 2.500% 6/0 169657AD 11208 11021000 PRN SHARED 11021000 D CHIPPAC INC NOTE 2.500% 6/0 169657AD 406 400000 PRN SHARED 02 400000 D CHOICE HOTELS INTL INC COM 16990510 2 50 SH SHARED 50 D CHOICE HOTELS INTL INC COM 16990510 513 11207 SH SHARED 01 4125 7082 D CHOICE HOTELS INTL INC COM 16990510 5 120 SH SHR/OTHR 01 120 D CHOICE HOTELS INTL INC COM 16990510 1245 27210 SH SHARED 02 27210 D CHOICE HOTELS INTL INC COM 16990510 65 1433 SH SHARED 06 1433 D CHIQUITA BRANDS INTL INC *W EXP 03/19/200 17003211 100 25991 SH SHARED 25991 D CHIQUITA BRANDS INTL INC COM 17003280 739 44100 SH SHARED 44100 D CHIQUITA BRANDS INTL INC COM 17003280 60 3600 SH SHARED 02 3600 D CHIQUITA BRANDS INTL INC COM 17003280 40 2400 SH SHARED 10 2400 D CHIQUITA BRANDS INTL INC COM 17003280 11074 660400 SH SHARED 17 656500 3900 D CHIRON CORP DBCV 1.625% 8/0 170040AG 973 1000000 PRN SHARED 1000000 D CHIRON CORP DBCV 1.625% 8/0 170040AG 6295 6470000 PRN SHARED 02 6470000 D CHIRON CORP DBCV 2.750% 6/3 170040AJ 3654 3721000 PRN SHARED 02 3721000 D CHIRON CORP COM 17004010 38616 842975 SH SHARED 840502 2473 D CHIRON CORP COM 17004010 1552 33900 SH SHARED 01 33900 D CHIRON CORP COM 17004010 1722 37600 SH SHARED 02 37600 D CHIRON CORP COM 17004010 302 6600 SH SHARED 06 6600 D CHIRON CORP COM 17004010 49 1084 SH SHARED 10 1084 D CHIRON CORP COM 17004010 4296 93787 SH SHARED 17 92787 1000 D CHITTENDEN CORP COM 17022810 89 3100 SH SHARED 3100 D CHITTENDEN CORP COM 17022810 23 800 SH SHARED 01 800 D CHITTENDEN CORP COM 17022810 17 600 SH SHARED 02 600 D CHITTENDEN CORP COM 17022810 81 2800 SH SHARED 10 2800 D CHITTENDEN CORP COM 17022810 678 23426 SH SHARED 17 23426 D CHOICEPOINT INC COM 17038810 1202 26879 SH SHARED 26879 D CHOICEPOINT INC COM 17038810 300 6709 SH SHR/OTHR 6709 D CHOICEPOINT INC COM 17038810 1506 33669 SH SHARED 01 33669 D CHOICEPOINT INC COM 17038810 2285 51069 SH SHARED 02 51069 D CHOICEPOINT INC COM 17038810 143 3202 SH SHARED 06 3202 D CHOICEPOINT INC COM 17038810 5 118 SH SHARED 10 118 D CHOICEPOINT INC COM 17038810 134142 2997591 SH SHARED 17 2997591 D CHRISTOPHER & BANKS CORP COM 17104610 55 2400 SH SHARED 2400 D CHRISTOPHER & BANKS CORP COM 17104610 406 17520 SH SHARED 01 8070 9450 D CHRISTOPHER & BANKS CORP COM 17104610 55 2400 SH SHARED 02 2400 D CHRISTOPHER & BANKS CORP COM 17104610 582 25100 SH SHARED 10 25100 D CHRISTOPHER & BANKS CORP COM 17104610 340 14675 SH SHARED 17 14675 D CHUBB CORP COM 17123210 54750 573659 SH SHARED 565409 8250 D CHUBB CORP COM 17123210 895 9385 SH SHR/OTHR 9385 D CHUBB CORP COM 17123210 4581 48003 SH SHARED 01 48003 D CHUBB CORP COM 17123210 963 10100 SH SHR/OTHR 01 10100 D CHUBB CORP COM 17123210 8016 84000 SH SHARED 02 84000 D CHUBB CORP COM 17123210 1787 18728 SH SHARED 06 18728 D CHUBB CORP COM 17123210 3906 40930 SH SHARED 10 40100 830 D CHUBB CORP COM 17123210 1126 11800 SH SHARED 14 11800 D CHUBB CORP COM 17123210 12148 127294 SH SHARED 17 125894 1400 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 1236 63100 SH SHARED 63100 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 9671 493685 SH SHARED 493685 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 68565 3500000 SH SHARED 04 3500000 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 23204 1184500 SH SHARED 10 1184500 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 1059 54100 SH SHARED 14 54100 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 284 14500 SH SHARED 15 14500 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 3506 178980 SH SHARED 17 178980 D CHURCH & DWIGHT INC COM 17134010 535 14500 SH SHARED 14500 D CHURCH & DWIGHT INC COM 17134010 1325 35900 SH SHARED 01 35900 D CHURCH & DWIGHT INC COM 17134010 2882 78085 SH SHARED 02 78085 D CHURCH & DWIGHT INC COM 17134010 265 7200 SH SHARED 17 7200 D CHURCHILL DOWNS INC COM 17148410 19 500 SH SHARED 500 D CHURCHILL DOWNS INC COM 17148410 22 600 SH SHARED 01 600 D CHURCHILL DOWNS INC COM 17148410 88 2319 SH SHARED 17 2319 D CIBER INC COM 17163B10 21 3400 SH SHARED 3400 D CIBER INC COM 17163B10 147 23047 SH SHARED 17 23047 D CIENA CORP NOTE 3.750% 2/0 171779AA 39305 41593000 PRN SHARED 41593000 D CIENA CORP NOTE 3.750% 2/0 171779AA 9835 10408000 PRN SHARED 02 10408000 D CIENA CORP COM 17177910 6200 1190101 SH SHARED 1190101 D CIENA CORP COM 17177910 427 82000 SH SHARED 01 82000 D CIENA CORP COM 17177910 1103 211831 SH SHARED 02 211831 D CIENA CORP COM 17177910 2084 400000 SH SHARED 04 400000 D CIENA CORP COM 17177910 78 15000 SH SHARED 06 15000 D CIENA CORP COM 17177910 2652 509100 SH SHARED 10 94700 414400 D CIENA CORP COM 17177910 3428 658149 SH SHARED 17 460349 197800 D CIMAREX ENERGY CO COM 17179810 1785 41264 SH SHARED 41264 D CIMAREX ENERGY CO COM 17179810 41 956 SH SHARED 01 956 D CIMAREX ENERGY CO COM 17179810 12 300 SH SHARED 06 300 D CIMAREX ENERGY CO COM 17179810 547 12652 SH SHARED 10 12652 D CIMAREX ENERGY CO COM 17179810 1947 45010 SH SHARED 17 41410 3600 D CINCINNATI BELL INC NEW COM 17187110 2083 461009 SH SHARED 461009 D CINCINNATI BELL INC NEW COM 17187110 372 82300 SH SHARED 01 82300 D CINCINNATI BELL INC NEW COM 17187110 385 85200 SH SHARED 02 85200 D CINCINNATI BELL INC NEW COM 17187110 8094 1790800 SH SHARED 17 1790800 D CINCINNATI FINL CORP COM 17206210 12635 300345 SH SHARED 282044 18301 D CINCINNATI FINL CORP COM 17206210 782 18603 SH SHR/OTHR 18603 D CINCINNATI FINL CORP COM 17206210 1217 28947 SH SHARED 01 28947 D CINCINNATI FINL CORP COM 17206210 2612 62089 SH SHARED 02 62089 D CINCINNATI FINL CORP COM 17206210 485 11529 SH SHARED 06 11529 D CINCINNATI FINL CORP COM 17206210 2384 56683 SH SHARED 10 56500 183 D CINCINNATI FINL CORP COM 17206210 3171 75378 SH SHARED 17 74863 515 D CINERGY CORP COM 17247410 160185 3527530 SH SHARED 3527530 D CINERGY CORP COM 17247410 231 5100 SH SHR/OTHR 5100 D CINERGY CORP COM 17247410 1848 40703 SH SHARED 01 40703 D CINERGY CORP COM 17247410 190 4200 SH SHR/OTHR 01 4200 D CINERGY CORP COM 17247410 10658 234714 SH SHARED 02 234714 D CINERGY CORP COM 17247410 249 5500 SH SHARED 06 5500 D CINERGY CORP COM 17247410 399 8793 SH SHARED 10 6000 2793 D CINERGY CORP COM 17247410 3768 82985 SH SHARED 17 78885 4100 D CIRCOR INTL INC COM 17273K10 32 1100 SH SHARED 1100 D CIRCOR INTL INC COM 17273K10 140 4800 SH SHARED 17 4800 D CIRCUIT CITY STORE INC COM 17273710 17007 694751 SH SHARED 694751 D CIRCUIT CITY STORE INC COM 17273710 962 39300 SH SHARED 01 39300 D CIRCUIT CITY STORE INC COM 17273710 1616 66018 SH SHARED 02 66018 D CIRCUIT CITY STORE INC COM 17273710 106 4350 SH SHARED 06 4350 D CIRCUIT CITY STORE INC COM 17273710 1738 71000 SH SHARED 10 71000 D CIRCUIT CITY STORE INC COM 17273710 3157 128993 SH SHARED 17 127993 1000 D CISCO SYS INC COM 17275R10 6198 286050 SH SHARED 268050 18000 D CISCO SYS INC COM 17275R10 561900 25929884 SH SHARED 24983603 946281 D CISCO SYS INC COM 17275R10 19935 919971 SH SHR/OTHR 919971 D CISCO SYS INC COM 17275R10 66260 3057685 SH SHARED 01 579367 2478318 D CISCO SYS INC COM 17275R10 7773 358711 SH SHR/OTHR 01 358711 D CISCO SYS INC COM 17275R10 63871 2947446 SH SHARED 02 2940046 7400 D CISCO SYS INC COM 17275R10 87772 4050422 SH SHARED 04 3958600 91822 D CISCO SYS INC COM 17275R10 1979 91364 SH SHARED 05 91364 D CISCO SYS INC COM 17275R10 23092 1065639 SH SHARED 06 1065639 D CISCO SYS INC COM 17275R10 367130 16941859 SH SHARED 10 9533019 5858110 1550730 D CISCO SYS INC COM 17275R10 195 9000 SH SHR/OTHR 10 9000 D CISCO SYS INC COM 17275R10 8958 413404 SH SHARED 14 413404 D CISCO SYS INC COM 17275R10 9927 458100 SH SHARED 15 458100 D CISCO SYS INC COM 17275R10 2383 110000 SH SHARED 16 110000 D CISCO SYS INC COM 17275R10 68758 3172968 SH SHARED 17 3097768 75200 D CISCO SYS INC COM 17275R10 4305 198679 SH SHARED 18 198679 D CISCO SYS INC COM 17275R10 726 33530 SH SHARED 19 33530 D CIRRUS LOGIC INC COM 17275510 49 5800 SH SHARED 5800 D CIRRUS LOGIC INC COM 17275510 88 10400 SH SHARED 01 10400 D CIRRUS LOGIC INC COM 17275510 1578 186200 SH SHARED 17 49100 137100 D CITADEL BROADCASTING CORP NOTE 1.875% 2/1 17285TAB 2895 3553000 PRN SHARED 02 3553000 D CITADEL BROADCASTING CORP COM 17285T10 32 2900 SH SHARED 2900 D CITADEL BROADCASTING CORP COM 17285T10 19 1750 SH SHR/OTHR 1750 D CITADEL BROADCASTING CORP COM 17285T10 19 1800 SH SHARED 02 1800 D CITADEL BROADCASTING CORP COM 17285T10 531 47900 SH SHARED 17 47900 D CINTAS CORP COM 17290810 27345 641616 SH SHARED 623616 18000 D CINTAS CORP COM 17290810 1169 27450 SH SHARED 01 2850 24600 D CINTAS CORP COM 17290810 8026 188336 SH SHARED 02 188336 D CINTAS CORP COM 17290810 372 8740 SH SHARED 06 8740 D CINTAS CORP COM 17290810 7 177 SH SHARED 10 177 D CINTAS CORP COM 17290810 3996 93776 SH SHARED 17 91776 2000 D CITIZENS & NORTHN CORP COM 17292210 14 600 SH SHARED 600 D CITIZENS & NORTHN CORP COM 17292210 48 2020 SH SHARED 10 2020 D CITIZENS & NORTHN CORP COM 17292210 46 1919 SH SHARED 17 1919 D CITIGROUP INC COM 17296710 7720 163460 SH SHARED 163460 D CITIGROUP INC COM 17296710 1263904 26760635 SH SHARED 26241027 519608 D CITIGROUP INC COM 17296710 17977 380641 SH SHR/OTHR 380641 D CITIGROUP INC COM 17296710 107537 2276893 SH SHARED 01 620637 1656256 D CITIGROUP INC COM 17296710 9730 206023 SH SHR/OTHR 01 206023 D CITIGROUP INC COM 17296710 131047 2774673 SH SHARED 02 2772273 2400 D CITIGROUP INC COM 17296710 11359 240509 SH SHARED 04 225895 14614 D CITIGROUP INC COM 17296710 1616 34230 SH SHARED 05 34230 D CITIGROUP INC COM 17296710 25461 539101 SH SHARED 06 539101 D CITIGROUP INC COM 17296710 383453 8118850 SH SHARED 10 5810141 361665 1947044 D CITIGROUP INC COM 17296710 462 9800 SH SHR/OTHR 10 9800 D CITIGROUP INC COM 17296710 6503 137695 SH SHARED 14 137695 D CITIGROUP INC COM 17296710 9353 198050 SH SHARED 15 198050 D CITIGROUP INC COM 17296710 3778 80000 SH SHARED 16 80000 D CITIGROUP INC COM 17296710 193195 4090530 SH SHARED 17 3857372 233158 D CITIGROUP INC COM 17296710 10688 226298 SH SHARED 19 226298 D CITI TRENDS INC COM 17306X10 15 400 SH SHARED 400 D CITI TRENDS INC COM 17306X10 119 3000 SH SHARED 17 3000 D CITIGROUP INVTS LN FD INC COM 17307C10 477 36138 SH SHARED 36138 D CITIZENS BKG CORP MICH COM 17442010 364 13592 SH SHARED 2900 10692 D CITIZENS BKG CORP MICH COM 17442010 75 2800 SH SHARED 10 2800 D CITIZENS BKG CORP MICH COM 17442010 824 30700 SH SHARED 17 25800 4900 D CITIZENS COMMUNICATIONS CO COM 17453B10 9541 718999 SH SHARED 718999 D CITIZENS COMMUNICATIONS CO COM 17453B10 602 45393 SH SHARED 01 45393 D CITIZENS COMMUNICATIONS CO COM 17453B10 1614 121676 SH SHARED 02 121676 D CITIZENS COMMUNICATIONS CO COM 17453B10 1924 145000 SH SHARED 06 145000 D CITIZENS COMMUNICATIONS CO COM 17453B10 639 48200 SH SHARED 10 48200 D CITIZENS COMMUNICATIONS CO COM 17453B10 2374 178900 SH SHARED 14 178900 D CITIZENS COMMUNICATIONS CO COM 17453B10 6471 487695 SH SHARED 17 163595 324100 D CITIZENS INC CL A 17474010 11 2300 SH SHARED 2300 D CITIZENS INC CL A 17474010 66 12795 SH SHARED 17 12795 D CITRIX SYS INC COM 17737610 65948 1740059 SH SHARED 1734069 5990 D CITRIX SYS INC COM 17737610 7 200 SH SHR/OTHR 200 D CITRIX SYS INC COM 17737610 2637 69600 SH SHARED 01 69600 D CITRIX SYS INC COM 17737610 2933 77393 SH SHARED 02 77393 D CITRIX SYS INC COM 17737610 94875 2503300 SH SHARED 04 2503300 D CITRIX SYS INC COM 17737610 805 21250 SH SHARED 06 21250 D CITRIX SYS INC COM 17737610 157 4161 SH SHARED 10 3100 1061 D CITRIX SYS INC COM 17737610 1639 43249 SH SHARED 14 43249 D CITRIX SYS INC COM 17737610 2704 71352 SH SHARED 17 69552 1800 D CITY BK LYNNWOOD WASH COM 17770A10 23 500 SH SHARED 500 D CITY BK LYNNWOOD WASH COM 17770A10 97 2100 SH SHARED 10 2100 D CITY BK LYNNWOOD WASH COM 17770A10 264 5674 SH SHARED 17 3174 2500 D CITY HLDG CO COM 17783510 40 1100 SH SHARED 1100 D CITY HLDG CO COM 17783510 621 16900 SH SHARED 10 16900 D CITY HLDG CO COM 17783510 518 14100 SH SHARED 17 7900 6200 D CITY NATL CORP COM 17856610 867 11300 SH SHARED 11300 D CITY NATL CORP COM 17856610 1320 17200 SH SHARED 01 17200 D CITY NATL CORP COM 17856610 1420 18500 SH SHARED 02 18500 D CITY NATL CORP COM 17856610 1067 13900 SH SHARED 06 13900 D CITY NATL CORP COM 17856610 368 4800 SH SHARED 10 4800 D CITY NATL CORP COM 17856610 268 3500 SH SHARED 17 700 2800 D CLAIRES STORES INC COM 17958410 5864 161500 SH SHARED 145800 15700 D CLAIRES STORES INC COM 17958410 1804 49700 SH SHARED 01 500 49200 D CLAIRES STORES INC COM 17958410 1671 46044 SH SHARED 02 46044 D CLAIRES STORES INC COM 17958410 52 1458 SH SHARED 06 1458 D CLAIRES STORES INC COM 17958410 6031 166100 SH SHARED 10 166100 D CLAIRES STORES INC COM 17958410 482 13300 SH SHARED 17 12500 800 D CLARCOR INC COM 17989510 124 3500 SH SHARED 3500 D CLARCOR INC COM 17989510 14 400 SH SHARED 02 400 D CLARCOR INC COM 17989510 60 1700 SH SHARED 10 1700 D CLARCOR INC COM 17989510 971 27300 SH SHARED 17 24800 2500 D CLARIENT INC COM 18048910 1 1188 SH SHARED 1188 D CLARK INC COM 18145710 263 22300 SH SHARED 22300 D CLARK INC COM 18145710 94 8000 SH SHARED 17 8000 D CLEAN HARBORS INC COM 18449610 35 1200 SH SHARED 1200 D CLEAN HARBORS INC COM 18449610 50 1700 SH SHARED 01 1700 D CLEAN HARBORS INC COM 18449610 5655 190600 SH SHARED 17 190600 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 45338 1562853 SH SHARED 1562853 D CLEAR CHANNEL 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SHARED 17 4600 D CLIFTON SVGS BANCORP INC COM 18712Q10 11 1100 SH SHARED 1100 D CLIFTON SVGS BANCORP INC COM 18712Q10 28 2700 SH SHARED 17 2700 D CLOROX CO DEL COM 18905410 15951 266522 SH SHARED 249260 17262 D CLOROX CO DEL COM 18905410 191 3200 SH SHR/OTHR 3200 D CLOROX CO DEL COM 18905410 2513 42000 SH SHARED 01 1700 40300 D CLOROX CO DEL COM 18905410 4734 79101 SH SHARED 02 79101 D CLOROX CO DEL COM 18905410 1029 17200 SH SHARED 06 17200 D CLOROX CO DEL COM 18905410 931 15566 SH SHARED 10 14500 1066 D CLOROX CO DEL COM 18905410 3995 66762 SH SHARED 17 64362 2400 D COACH INC COM 18975410 43538 1259076 SH SHARED 1239170 19906 D COACH INC COM 18975410 691 20000 SH SHR/OTHR 20000 D COACH INC COM 18975410 9066 262196 SH SHARED 01 9250 252946 D COACH INC COM 18975410 4488 129800 SH SHARED 02 129800 D COACH INC COM 18975410 5359 155000 SH SHARED 04 155000 D COACH INC COM 18975410 1015 29370 SH SHARED 06 29370 D COACH INC COM 18975410 39415 1139836 SH SHARED 10 77540 1025570 36726 D COACH INC COM 18975410 311 9022 SH SHARED 14 9022 D COACH INC COM 18975410 50342 1455822 SH SHARED 17 1450722 5100 D COACHMEN INDS INC COM 18987310 12 1100 SH SHARED 1100 D COACHMEN INDS INC COM 18987310 69 6100 SH SHARED 17 6100 D COASTAL FINL CORP DEL COM 19046E10 15 1100 SH SHARED 1100 D COASTAL FINL CORP DEL COM 19046E10 54 3993 SH SHARED 17 3993 D COBIZ INC COM 19089710 20 1000 SH SHARED 1000 D COBIZ INC COM 19089710 696 33814 SH SHR/OTHR 33814 D COBIZ INC COM 19089710 149 7275 SH SHR/OTHR 01 7275 D COBIZ INC COM 19089710 8 400 SH SHARED 10 400 D COBIZ INC COM 19089710 98 4800 SH SHARED 17 4800 D COCA COLA BOTTLING CO CONS COM 19109810 18 400 SH SHARED 400 D COCA COLA BOTTLING CO CONS COM 19109810 179 3900 SH SHARED 17 1800 2100 D COCA COLA CO COM 19121610 1200 28680 SH SHARED 28680 D COCA COLA CO COM 19121610 1008775 24093028 SH SHARED 23831206 261822 D COCA COLA CO COM 19121610 7389 176475 SH SHR/OTHR 176475 D COCA COLA CO COM 19121610 21521 514010 SH SHARED 01 9300 504710 D COCA COLA CO COM 19121610 2095 50051 SH SHR/OTHR 01 50051 D COCA COLA CO COM 19121610 31993 764108 SH SHARED 02 764108 D COCA COLA CO COM 19121610 3259 77842 SH SHARED 04 71500 6342 D COCA COLA CO COM 19121610 7809 186523 SH SHARED 06 186523 D COCA COLA CO COM 19121610 166736 3982252 SH SHARED 10 686675 3273210 22367 D COCA COLA CO COM 19121610 1891 45183 SH SHARED 14 45183 D COCA COLA CO COM 19121610 3014 72000 SH SHARED 15 72000 D COCA COLA CO COM 19121610 37852 904053 SH SHARED 17 872153 31900 D COCA COLA ENTERPRISES INC COM 19121910 13009 639600 SH SHARED 639600 D COCA COLA ENTERPRISES INC COM 19121910 1352 66500 SH SHARED 01 66500 D COCA COLA ENTERPRISES INC COM 19121910 3199 157280 SH SHARED 02 154780 2500 D COCA COLA ENTERPRISES INC COM 19121910 261 12859 SH SHARED 06 12859 D COCA COLA ENTERPRISES INC COM 19121910 99 4882 SH SHARED 14 4882 D COCA COLA ENTERPRISES INC COM 19121910 2737 134574 SH SHARED 17 134574 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 1328 40000 SH SHARED 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D COHEN & STEERS INC COM 19247A10 34 1405 SH SHARED 1405 D COHEN & STEERS INC COM 19247A10 49 2000 SH SHARED 17 2000 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 100 3605 SH SHARED 3605 D COHEN & STEERS REIT & UTIL I COM 19247Y10 52460 2749511 SH SHARED 2749511 D COHERENT INC COM 19247910 70 2000 SH SHARED 2000 D COHERENT INC COM 19247910 43 1225 SH SHR/OTHR 1225 D COHERENT INC COM 19247910 140 4000 SH SHARED 01 4000 D COHERENT INC COM 19247910 1145 32615 SH SHARED 02 32615 D COHERENT INC COM 19247910 607 17300 SH SHARED 10 17300 D COHERENT INC COM 19247910 764 21774 SH SHARED 17 18874 2900 D COHEN & STEERS SELECT UTIL F COM 19248A10 21501 1051405 SH SHARED 1051405 D COHEN & STEERS SELECT UTIL F COM 19248A10 102 5024 SH SHARED 01 5024 D COHEN & STEERS DIV MJRS FDIN COM 19248G10 118 6378 SH SHARED 6378 D COHU INC COM 19257610 29 1400 SH SHARED 1400 D COHU INC COM 19257610 42 2000 SH SHARED 10 2000 D COHU INC COM 19257610 292 13783 SH SHARED 17 10583 3200 D COINSTAR INC COM 19259P30 44 1700 SH SHARED 1700 D COINSTAR INC COM 19259P30 116 4500 SH SHARED 01 4500 D COINSTAR INC COM 19259P30 5 200 SH SHARED 02 200 D COINSTAR INC COM 19259P30 1326 51200 SH SHARED 10 51200 D COINSTAR INC COM 19259P30 682 26328 SH SHARED 17 11328 15000 D COINMACH SVC CORP UNIT 99/99/9999 19259W10 923 56600 SH SHARED 56600 D COLD SPRING CAP INC COM 19286510 810 150000 SH SHARED 02 150000 D COLD SPRING CAP INC *W EXP 11/11/200 19286511 186 300000 SH SHARED 02 300000 D COLD SPRING CAP INC UNIT 99/99/9999 19286520 972 150100 SH SHARED 02 150100 D COLDWATER CREEK INC COM 19306810 97 3500 SH SHARED 3500 D COLDWATER CREEK INC COM 19306810 31 1125 SH SHR/OTHR 1125 D COLDWATER CREEK INC COM 19306810 5 200 SH SHARED 02 200 D COLDWATER CREEK INC COM 19306810 66 2400 SH SHARED 10 2400 D COLDWATER CREEK INC COM 19306810 722 25987 SH SHARED 17 22537 3450 D COLE KENNETH PRODTNS INC CL A 19329410 16 600 SH SHARED 600 D COLE KENNETH PRODTNS INC CL A 19329410 56 2040 SH SHARED 01 2040 D COLE KENNETH PRODTNS INC CL A 19329410 16 600 SH SHARED 02 600 D COLE KENNETH PRODTNS INC CL A 19329410 3919 141500 SH SHARED 10 141500 D COLE KENNETH PRODTNS INC CL A 19329410 364 13150 SH SHARED 17 13150 D COLEY PHARMACEUTICAL GROUP I COM 19388P10 7 511 SH SHARED 511 D COLEY PHARMACEUTICAL GROUP I COM 19388P10 4709 310847 SH SHARED 06 310847 D COLEY PHARMACEUTICAL GROUP I COM 19388P10 1022 67500 SH SHARED 10 67500 D COLEY PHARMACEUTICAL GROUP I COM 19388P10 1 113 SH SHARED 17 113 D COLGATE PALMOLIVE CO COM 19416210 113130 1981265 SH SHARED 1860965 120300 D COLGATE PALMOLIVE CO COM 19416210 6687 117114 SH SHR/OTHR 117114 D COLGATE PALMOLIVE CO COM 19416210 29221 511766 SH SHARED 01 238933 272833 D COLGATE PALMOLIVE CO COM 19416210 1883 32994 SH SHR/OTHR 01 32994 D COLGATE PALMOLIVE CO COM 19416210 11842 207400 SH SHARED 02 176100 31300 D COLGATE PALMOLIVE CO COM 19416210 89509 1567600 SH SHARED 04 1567600 D COLGATE PALMOLIVE CO COM 19416210 3218 56373 SH SHARED 06 56373 D COLGATE PALMOLIVE CO COM 19416210 205826 3604663 SH SHARED 10 2161633 491490 951540 D COLGATE PALMOLIVE CO COM 19416210 228 4000 SH SHR/OTHR 10 4000 D COLGATE PALMOLIVE CO COM 19416210 1747 30600 SH SHARED 14 30600 D COLGATE PALMOLIVE CO COM 19416210 4025 70500 SH SHARED 15 70500 D COLGATE PALMOLIVE CO COM 19416210 2917 51100 SH SHARED 16 51100 D COLGATE PALMOLIVE CO COM 19416210 14908 261089 SH SHARED 17 217689 43400 D COLGATE PALMOLIVE CO COM 19416210 57 1000 SH SHARED 19 1000 D COLONIAL BANCGROUP INC COM 19549330 1092 43695 SH SHARED 36900 6795 D COLONIAL BANCGROUP INC COM 19549330 1539 61580 SH SHARED 01 61580 D COLONIAL BANCGROUP INC COM 19549330 1750 70000 SH SHARED 02 70000 D COLONIAL BANCGROUP INC COM 19549330 860 34400 SH SHARED 06 34400 D COLONIAL BANCGROUP INC COM 19549330 974 38980 SH SHARED 17 38980 D COLONIAL INTERMARKET INCM TR SH BEN INT 19576210 484 59200 SH SHARED 59200 D COLONIAL MUN INCOME TR SH BEN INT 19579910 1 200 SH SHR/OTHR 200 D COLONIAL PPTYS TR COM SH BEN INT 19587210 150 3000 SH SHARED 3000 D COLONIAL PPTYS TR COM SH BEN INT 19587210 80 1600 SH SHARED 01 1600 D COLONIAL PPTYS TR COM SH BEN INT 19587210 8 165 SH SHARED 02 165 D COLONIAL PPTYS TR COM SH BEN INT 19587210 3629 72400 SH SHARED 10 72400 D COLONIAL PPTYS TR COM SH BEN INT 19587210 8047 160523 SH SHARED 11 160523 D COLONIAL PPTYS TR COM SH BEN INT 19587210 1834 36597 SH SHARED 17 20397 16200 D COLONY BANKCORP INC COM 19623P10 8 400 SH SHARED 400 D COLOR KINETICS INC COM 19624P10 21 1000 SH SHARED 1000 D COLOR KINETICS INC COM 19624P10 1697 80152 SH SHARED 17 80152 D COLT TELECOM GROUP PLC SPONSORED ADR 19687710 1 300 SH SHARED 300 D COLUMBIA BKG SYS INC COM 19723610 36 1100 SH SHARED 1100 D COLUMBIA BKG SYS INC COM 19723610 130 3900 SH SHARED 10 3900 D COLUMBIA BKG SYS INC COM 19723610 355 10618 SH SHARED 17 6818 3800 D COLUMBIA EQUITY TR INC COM 19762710 17 1000 SH SHARED 1000 D COLUMBIA EQUITY TR INC COM 19762710 3 198 SH SHARED 02 198 D COLUMBIA EQUITY TR INC COM 19762710 35 1996 SH SHARED 17 1996 D COLUMBIA LABS INC COM 19777910 16226 3264889 SH SHARED 3264889 D COLUMBIA SPORTSWEAR CO COM 19851610 883 16560 SH SHARED 16560 D COLUMBIA SPORTSWEAR CO COM 19851610 25 476 SH SHR/OTHR 01 476 D COLUMBIA SPORTSWEAR CO COM 19851610 271 5100 SH SHARED 02 5100 D COLUMBIA SPORTSWEAR CO COM 19851610 202 3800 SH SHARED 17 3800 D COMFORT SYS USA INC COM 19990810 36 2700 SH SHARED 2700 D COMFORT SYS USA INC COM 19990810 164 12200 SH SHARED 17 12200 D COMBINATORX INC COM 20010A10 84 7085 SH SHARED 7085 D COMBINATORX INC COM 20010A10 1539 129500 SH SHARED 04 129500 D COMCAST CORP NEW CL A 20030N10 193321 7389973 SH SHARED 7377080 12893 D COMCAST CORP NEW CL A 20030N10 140 5375 SH SHR/OTHR 5375 D COMCAST CORP NEW CL A 20030N10 5683 217278 SH SHARED 01 217278 D COMCAST CORP NEW CL A 20030N10 57 2216 SH SHR/OTHR 01 2216 D COMCAST CORP NEW CL A 20030N10 22437 857719 SH SHARED 02 857719 D COMCAST CORP NEW CL A 20030N10 177 6800 SH SHARED 04 4000 2800 D COMCAST CORP NEW CL A 20030N10 3282 125486 SH SHARED 06 125486 D COMCAST CORP NEW CL A 20030N10 1127 43085 SH SHARED 10 43085 D COMCAST CORP NEW CL A 20030N10 609 23300 SH SHARED 14 23300 D COMCAST CORP NEW CL A 20030N10 26130 998891 SH SHARED 17 975591 23300 D COMCAST CORP NEW CL A SPL 20030N20 1813 69447 SH SHARED 41750 27697 D COMCAST CORP NEW CL A SPL 20030N20 2152 82400 SH SHR/OTHR 82400 D COMCAST CORP NEW CL A SPL 20030N20 3695 141466 SH SHARED 01 300 141166 D COMCAST CORP NEW CL A SPL 20030N20 381 14600 SH SHR/OTHR 01 14600 D COMCAST CORP NEW CL A SPL 20030N20 725 27782 SH SHARED 02 24582 3200 D COMCAST CORP NEW CL A SPL 20030N20 962 36860 SH SHARED 06 36860 D COMCAST CORP NEW CL A SPL 20030N20 233 8927 SH SHARED 10 8927 D COMCAST CORP NEW CL A SPL 20030N20 248 9521 SH SHARED 14 9521 D COMCAST CORP NEW CL A SPL 20030N20 18764 718400 SH SHARED 17 712700 5700 D COMERICA INC COM 20034010 62860 1084371 SH SHARED 1068351 16020 D COMERICA INC COM 20034010 208 3602 SH SHR/OTHR 3602 D COMERICA INC COM 20034010 2281 39350 SH SHARED 01 39350 D COMERICA INC COM 20034010 3369 58123 SH SHARED 02 58123 D COMERICA INC COM 20034010 1551 26767 SH SHARED 04 26767 D COMERICA INC COM 20034010 761 13135 SH SHARED 06 13135 D COMERICA INC COM 20034010 2299 39671 SH SHARED 10 39500 171 D COMERICA INC COM 20034010 330 5704 SH SHARED 14 5704 D COMERICA INC COM 20034010 4463 76994 SH SHARED 17 74394 2600 D COMMERCE BANCORP INC NJ COM 20051910 9221 251600 SH SHARED 251600 D COMMERCE BANCORP INC NJ COM 20051910 2343 63950 SH SHARED 01 63950 D COMMERCE BANCORP INC NJ COM 20051910 21 600 SH SHR/OTHR 01 600 D COMMERCE BANCORP INC NJ COM 20051910 3540 96600 SH SHARED 02 96600 D COMMERCE BANCORP INC NJ COM 20051910 188 5150 SH SHARED 06 5150 D COMMERCE BANCORP INC NJ COM 20051910 6 172 SH SHARED 10 172 D COMMERCE BANCORP INC NJ COM 20051910 2283 62300 SH SHARED 17 62200 100 D COMMERCE BANCSHARES INC COM 20052510 5 100 SH SHARED 100 D COMMERCE BANCSHARES INC COM 20052510 43 839 SH SHARED 01 839 D COMMERCE BANCSHARES INC COM 20052510 325 6300 SH SHARED 02 6300 D COMMERCE BANCSHARES INC COM 20052510 170 3300 SH SHARED 17 3300 D COMMERCE GROUP INC MASS COM 20064110 137 2600 SH SHARED 02 2600 D COMMERCE GROUP INC MASS COM 20064110 924 17500 SH SHARED 17 10500 7000 D COMMERCIAL BANKSHARES INC COM 20160710 14 400 SH SHARED 400 D COMMERCIAL CAP BANCORP INC COM 20162L10 40 2900 SH SHARED 2900 D COMMERCIAL CAP BANCORP INC COM 20162L10 54 3900 SH SHARED 01 3900 D COMMERCIAL CAP BANCORP INC COM 20162L10 1708 121500 SH SHARED 10 121500 D COMMERCIAL CAP BANCORP INC COM 20162L10 11332 805994 SH SHARED 17 801494 4500 D COMMERCIAL METALS CO COM 20172310 1843 34470 SH SHARED 34470 D COMMERCIAL METALS CO COM 20172310 187 3500 SH SHARED 01 3500 D COMMERCIAL METALS CO COM 20172310 6921 129400 SH SHARED 10 129400 D COMMERCIAL METALS CO COM 20172310 2134 39900 SH SHARED 17 35800 4100 D COMMERCIAL NET LEASE RLTY IN COM 20221810 83 3600 SH SHARED 3600 D COMMERCIAL NET LEASE RLTY IN COM 20221810 2581 110800 SH SHARED 10 110800 D COMMERCIAL NET LEASE RLTY IN COM 20221810 857 36800 SH SHARED 17 18100 18700 D COMMERCIAL VEH GROUP INC COM 20260810 21 1100 SH SHARED 1100 D COMMERCIAL VEH GROUP INC COM 20260810 80 4175 SH SHARED 17 4175 D COMMONWEALTH TEL ENTERPRISES NOTE 3.250% 7/1 203349AB 788 800000 PRN SHARED 02 800000 D COMMONWEALTH TEL ENTERPRISES COM 20334910 3840 111484 SH SHARED 111484 D COMMONWEALTH TEL ENTERPRISES COM 20334910 4275 124100 SH SHARED 10 124100 D COMMONWEALTH TEL ENTERPRISES COM 20334910 544 15816 SH SHARED 17 10016 5800 D COMMSCOPE INC COM 20337210 659 23100 SH SHARED 23100 D COMMSCOPE INC COM 20337210 639 22400 SH SHARED 01 22400 D COMMSCOPE INC COM 20337210 699 24500 SH SHARED 02 22900 1600 D COMMSCOPE INC COM 20337210 2327 81533 SH SHARED 10 31733 49800 D COMMSCOPE INC COM 20337210 34111 1194800 SH SHARED 17 1190200 4600 D COMMUNITY BANCORP NEV COM 20343T10 12 400 SH SHARED 400 D COMMUNITY BANCORP NEV COM 20343T10 24 800 SH SHARED 01 800 D COMMUNITY BANCORP NEV COM 20343T10 99 3200 SH SHARED 17 3200 D COMMUNITY BK SYS INC COM 20360710 44 2000 SH SHARED 2000 D COMMUNITY BK SYS INC COM 20360710 299 13400 SH SHARED 17 9800 3600 D COMMUNITY BKS INC MILLERSBUR COM 20362810 39 1400 SH SHARED 1400 D COMMUNITY BKS INC MILLERSBUR COM 20362810 65 2300 SH SHARED 10 2300 D COMMUNITY BKS INC MILLERSBUR COM 20362810 328 11548 SH SHARED 17 7848 3700 D COMMUNITY HEALTH SYS INC NEW COM 20366810 4063 112400 SH SHARED 112400 D COMMUNITY HEALTH SYS INC NEW COM 20366810 1491 41245 SH SHARED 01 4435 36810 D COMMUNITY HEALTH SYS INC NEW COM 20366810 1729 47845 SH SHARED 02 47845 D COMMUNITY HEALTH SYS INC NEW COM 20366810 9 276 SH SHARED 06 276 D COMMUNITY HEALTH SYS INC NEW COM 20366810 7295 201810 SH SHARED 10 201810 D COMMUNITY HEALTH SYS INC NEW COM 20366810 1413 39100 SH SHARED 14 39100 D COMMUNITY HEALTH SYS INC NEW COM 20366810 49499 1369294 SH SHARED 17 1369294 D COMMUNITY TR BANCORP INC COM 20414910 33 1000 SH SHARED 1000 D COMMUNITY TR BANCORP INC COM 20414910 54 1600 SH SHARED 10 1600 D COMMUNITY TR BANCORP INC COM 20414910 258 7629 SH SHARED 17 5129 2500 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 39452 936000 SH SHARED 936000 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 4446 105500 SH SHARED 04 105500 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 5630 179189 SH SHARED 179189 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 3142 100000 SH SHARED 04 100000 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 20184 443905 SH SHARED 443905 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 1523 33500 SH SHARED 01 33500 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 1486 32700 SH SHARED 10 32700 D COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A10 23601 1072301 SH SHARED 1072301 D COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B40 785 80000 SH SHARED 80000 D COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W10 2565 68360 SH SHARED 68360 D COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W10 525 14000 SH SHARED 04 14000 D COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W10 1726 46000 SH SHARED 06 46000 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 554 12900 SH SHARED 12900 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 48978 1140100 SH SHARED 1140100 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 5258 122400 SH SHARED 01 122400 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 3436 80000 SH SHARED 04 80000 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 1512 35200 SH SHARED 06 35200 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 5821 135500 SH SHARED 10 135500 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 369 8600 SH SHARED 14 8600 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 540 12500 SH SHARED 12500 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 15556 359845 SH SHARED 350295 9550 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 65290 1510300 SH SHARED 01 1510300 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 13055 302000 SH SHARED 04 302000 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 6817 157700 SH SHARED 06 157700 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 65122 1506430 SH SHARED 10 1506430 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 1492 34530 SH SHARED 17 34530 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 19 400 SH SHARED 400 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 191827 3952753 SH SHARED 3932271 20482 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 43 890 SH SHR/OTHR 890 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 7183 148015 SH SHARED 01 147230 785 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 7438 153270 SH SHARED 02 153270 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 123358 2541900 SH SHARED 04 2541900 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 25565 526800 SH SHARED 06 526800 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 97430 2007634 SH SHARED 10 1231064 776570 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 4057 83600 SH SHARED 14 83600 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 11233 231485 SH SHARED 17 231485 D COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 20442910 73 2936 SH SHARED 2936 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 8382 339500 SH SHARED 339500 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 5281 213900 SH SHARED 01 213900 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 35733 1447300 SH SHARED 10 1447300 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 1219 49400 SH SHARED 17 49400 D COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 20444930 1353 151408 SH SHARED 151408 D COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 20444930 3179 355600 SH SHARED 01 355600 D COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 20444930 4489 502200 SH SHARED 10 502200 D COMPASS BANCSHARES INC COM 20449H10 10537 208216 SH SHARED 200422 7794 D COMPASS BANCSHARES INC COM 20449H10 986 19500 SH SHARED 01 19500 D COMPASS BANCSHARES INC COM 20449H10 2218 43832 SH SHARED 02 43832 D COMPASS BANCSHARES INC COM 20449H10 371 7340 SH SHARED 06 7340 D COMPASS BANCSHARES INC COM 20449H10 7 154 SH SHARED 10 154 D COMPASS BANCSHARES INC COM 20449H10 2398 47400 SH SHARED 17 47300 100 D COMPASS MINERALS INTL INC COM 20451N10 29 1200 SH SHARED 1200 D COMPASS MINERALS INTL INC COM 20451N10 62 2500 SH SHR/OTHR 2500 D COMPASS MINERALS INTL INC COM 20451N10 37 1500 SH SHR/OTHR 01 1500 D COMPASS MINERALS INTL INC COM 20451N10 7 300 SH SHARED 02 300 D COMPASS MINERALS INTL INC COM 20451N10 272 10900 SH SHARED 17 8600 2300 D COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB 11638 11000000 PRN SHARED 11000000 D COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB 4153 3926000 PRN SHARED 02 3926000 D COMPUCREDIT CORP COM 20478N10 627 17055 SH SHARED 17055 D COMPUCREDIT CORP COM 20478N10 430 11700 SH SHARED 02 11700 D COMPUCREDIT CORP COM 20478N10 4604 125100 SH SHARED 10 125100 D COMPUCREDIT CORP COM 20478N10 2812 76393 SH SHARED 17 16493 59900 D COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ 11011 7922000 PRN SHARED 02 7922000 D COMPUTER NETWORK TECHNOLOGY NOTE 3.000% 2/1 204925AC 5820 6000000 PRN SHARED 6000000 D COMPTON PETE CORP COM 20494010 347 27100 SH SHARED 27100 D COMPUTER PROGRAMS & SYS INC COM 20530610 25 500 SH SHARED 500 D COMPUTER PROGRAMS & SYS INC COM 20530610 565 11300 SH SHARED 10 11300 D COMPUTER PROGRAMS & SYS INC COM 20530610 1655 33100 SH SHARED 17 4200 28900 D COMPUTER SCIENCES CORP COM 20536310 74984 1349863 SH SHARED 1349863 D COMPUTER SCIENCES CORP COM 20536310 2344 42202 SH SHARED 01 42202 D COMPUTER SCIENCES CORP COM 20536310 4217 75917 SH SHARED 02 75917 D COMPUTER SCIENCES CORP COM 20536310 1250 22516 SH SHARED 06 22516 D COMPUTER SCIENCES CORP COM 20536310 2623 47236 SH SHARED 10 45700 1536 D COMPUTER SCIENCES CORP COM 20536310 717 12916 SH SHARED 14 12916 D COMPUTER SCIENCES CORP COM 20536310 5414 97471 SH SHARED 17 94371 3100 D COMPX INTERNATIONAL INC CL A 20563P10 3 200 SH SHARED 200 D COMPUWARE CORP COM 20563810 6052 773041 SH SHARED 773041 D COMPUWARE CORP COM 20563810 418 53400 SH SHARED 01 53400 D COMPUWARE CORP COM 20563810 1086 138781 SH SHARED 02 138781 D COMPUWARE CORP COM 20563810 187 24000 SH SHARED 06 24000 D COMPUWARE CORP COM 20563810 18 2357 SH SHARED 10 2357 D COMPUWARE CORP COM 20563810 21 2722 SH SHARED 14 2722 D COMPUWARE CORP COM 20563810 2507 320287 SH SHARED 17 317987 2300 D COMSTOCK HOMEBUILDING COS IN CL A 20568410 252 22900 SH SHARED 22900 D COMSTOCK HOMEBUILDING COS IN CL A 20568410 48 4400 SH SHARED 17 4400 D COMSTOCK RES INC COM NEW 20576820 855 28806 SH SHR/OTHR 28806 D COMSTOCK RES INC COM NEW 20576820 305 10300 SH SHARED 10300 D COMSTOCK RES INC COM NEW 20576820 136 4600 SH SHARED 01 4600 D COMSTOCK RES INC COM NEW 20576820 31 1050 SH SHR/OTHR 01 1050 D COMSTOCK RES INC COM NEW 20576820 445 15000 SH SHARED 02 15000 D COMSTOCK RES INC COM NEW 20576820 1505 50700 SH SHARED 10 50700 D COMSTOCK RES INC COM NEW 20576820 2206 74324 SH SHARED 17 18124 56200 D COMSYS IT PARTNERS INC COM 20581E10 10 1000 SH SHARED 1000 D COMSYS IT PARTNERS INC COM 20581E10 29 2674 SH SHARED 17 2674 D COMTECH TELECOMMUNICATIONS C NOTE 2.000% 2/0 205826AD 12974 12114000 PRN SHARED 12114000 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 624 21400 SH SHARED 21400 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 93 3200 SH SHARED 01 3200 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 256 8800 SH SHARED 02 8800 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 249 8550 SH SHARED 17 8550 D COMVERSE TECHNOLOGY INC DEBT 5/1 205862AL 1708 1245000 PRN SHARED 02 1245000 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 25777 1095523 SH SHARED 1095523 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 22 974 SH SHR/OTHR 974 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 1527 64900 SH SHARED 01 64900 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 12250 520632 SH SHARED 02 520632 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 296 12600 SH SHARED 06 12600 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 1114 47361 SH SHARED 10 46890 471 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 84 3583 SH SHARED 14 3583 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 24756 1052111 SH SHARED 17 1051111 1000 D CONAGRA FOODS INC COM 20588710 19995 931765 SH SHARED 917550 14215 D CONAGRA FOODS INC COM 20588710 59 2764 SH SHR/OTHR 2764 D CONAGRA FOODS INC COM 20588710 2543 118500 SH SHARED 01 118500 D CONAGRA FOODS INC COM 20588710 10 470 SH SHR/OTHR 01 470 D CONAGRA FOODS INC COM 20588710 7540 351380 SH SHARED 02 349080 2300 D CONAGRA FOODS INC COM 20588710 7633 355710 SH SHARED 06 355710 D CONAGRA FOODS INC COM 20588710 82 3834 SH SHARED 10 3834 D CONAGRA FOODS INC COM 20588710 92 4322 SH SHARED 14 4322 D CONAGRA FOODS INC COM 20588710 2146 100000 SH SHARED 16 100000 D CONAGRA FOODS INC COM 20588710 4585 213657 SH SHARED 17 203857 9800 D CONCUR TECHNOLOGIES INC COM 20670810 38 2100 SH SHARED 2100 D CONCUR TECHNOLOGIES INC COM 20670810 237 12800 SH SHARED 17 12800 D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF 68477 70161000 PRN SHARED 70161000 D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF 16411 16815000 PRN SHARED 02 16815000 D CONEXANT SYSTEMS INC COM 20714210 220 63815 SH SHARED 63815 D CONEXANT SYSTEMS INC COM 20714210 48 14098 SH SHARED 01 14098 D CONEXANT SYSTEMS INC COM 20714210 0 50 SH SHARED 02 50 D CONEXANT SYSTEMS INC COM 20714210 71 20700 SH SHARED 10 20700 D CONEXANT SYSTEMS INC COM 20714210 638 185000 SH SHARED 17 185000 D CONMED CORP COM 20741010 36 1900 SH SHARED 1900 D CONMED CORP COM 20741010 255 13361 SH SHARED 17 13361 D CONNECTICUT WTR SVC INC COM 20779710 15 600 SH SHARED 600 D CONNECTICUT WTR SVC INC COM 20779710 51 1950 SH SHARED 17 1950 D CONNETICS CORP NOTE 2.000% 3/3 208192AD 4176 5175000 PRN SHARED 5175000 D CONNETICS CORP COM 20819210 38 2300 SH SHARED 2300 D CONNETICS CORP COM 20819210 13 790 SH SHR/OTHR 01 790 D CONNETICS CORP COM 20819210 47 2800 SH SHARED 02 2800 D CONNETICS CORP COM 20819210 274 16211 SH SHARED 17 16211 D CONNS INC COM 20824210 13 400 SH SHARED 400 D CONNS INC COM 20824210 365 10700 SH SHARED 17 10700 D CONOCOPHILLIPS COM 20825C10 94 1500 SH SHARED 1500 D CONOCOPHILLIPS COM 20825C10 412957 6539314 SH SHARED 6384920 154394 D CONOCOPHILLIPS COM 20825C10 3098 49070 SH SHR/OTHR 49070 D CONOCOPHILLIPS COM 20825C10 42405 671508 SH SHARED 01 317334 354174 D CONOCOPHILLIPS COM 20825C10 1849 29290 SH SHR/OTHR 01 29290 D CONOCOPHILLIPS COM 20825C10 91532 1449444 SH SHARED 02 1449444 D CONOCOPHILLIPS COM 20825C10 63674 1008298 SH SHARED 04 1003000 5298 D CONOCOPHILLIPS COM 20825C10 2059 32610 SH SHARED 05 32610 D CONOCOPHILLIPS COM 20825C10 45536 721089 SH SHARED 06 721089 D CONOCOPHILLIPS COM 20825C10 328297 5198696 SH SHARED 10 3254626 889700 1054370 D CONOCOPHILLIPS COM 20825C10 404 6400 SH SHR/OTHR 10 6400 D CONOCOPHILLIPS COM 20825C10 2633 41710 SH SHARED 14 41710 D CONOCOPHILLIPS COM 20825C10 5511 87280 SH SHARED 15 87280 D CONOCOPHILLIPS COM 20825C10 590653 9353189 SH SHARED 17 9248615 104574 D CONOCOPHILLIPS COM 20825C10 127 2026 SH SHARED 18 2026 D CONOCOPHILLIPS COM 20825C10 11459 181466 SH SHARED 19 181466 D CONOR MEDSYSTEMS INC COM 20826410 7661 260600 SH SHARED 260600 D CONOR MEDSYSTEMS INC COM 20826410 1470 50000 SH SHARED 04 50000 D CONOR MEDSYSTEMS INC COM 20826410 167 5700 SH SHARED 14 5700 D CONOR MEDSYSTEMS INC COM 20826410 160 5450 SH SHARED 17 5450 D CONSECO INC PFD B CV 5.50% 20846486 107741 3609445 SH SHARED 3609445 D CONSECO INC PFD B CV 5.50% 20846486 19523 654050 SH SHARED 02 654050 D CONSECO INC COM NEW 20846488 2690 108400 SH SHARED 108300 100 D CONSECO INC COM NEW 20846488 678 27355 SH SHARED 01 18535 8820 D CONSECO INC COM NEW 20846488 13 535 SH SHR/OTHR 01 535 D CONSECO INC COM NEW 20846488 3251 131000 SH SHARED 02 131000 D CONSECO INC COM NEW 20846488 1630 65680 SH SHARED 17 65680 D CONSOL ENERGY INC COM 20854P10 2172 29300 SH SHARED 29300 D CONSOL ENERGY INC COM 20854P10 44 600 SH SHARED 01 600 D CONSOL ENERGY INC COM 20854P10 685 9250 SH SHARED 02 9250 D CONSOL ENERGY INC COM 20854P10 245 3309 SH SHARED 06 3309 D CONSOL ENERGY INC COM 20854P10 29 400 SH SHARED 10 400 D CONSOL ENERGY INC COM 20854P10 2549 34381 SH SHARED 17 33581 800 D CONSOLIDATED COMM HLDGS INC COM 20903410 17 1100 SH SHARED 1100 D CONSOLIDATED COMM HLDGS INC COM 20903410 44 2730 SH SHARED 17 2730 D CONSOLIDATED EDISON INC COM 20911510 22215 510705 SH SHARED 510705 D CONSOLIDATED EDISON INC COM 20911510 89 2050 SH SHR/OTHR 2050 D CONSOLIDATED EDISON INC COM 20911510 2778 63880 SH SHARED 01 300 63580 D CONSOLIDATED EDISON INC COM 20911510 267 6144 SH SHR/OTHR 01 6144 D CONSOLIDATED EDISON INC COM 20911510 4852 111548 SH SHARED 02 111548 D CONSOLIDATED EDISON INC COM 20911510 685 15750 SH SHARED 06 15750 D CONSOLIDATED EDISON INC COM 20911510 562 12939 SH SHARED 10 9285 3654 D CONSOLIDATED EDISON INC COM 20911510 5385 123802 SH SHARED 17 110702 13100 D CONSOLIDATED GRAPHICS INC COM 20934110 41 800 SH SHARED 800 D CONSOLIDATED GRAPHICS INC COM 20934110 187 3600 SH SHARED 01 3600 D CONSOLIDATED GRAPHICS INC COM 20934110 2183 41900 SH SHARED 10 41900 D CONSOLIDATED GRAPHICS INC COM 20934110 1563 30000 SH SHARED 17 4200 25800 D CONSOLIDATED TOMOKA LD CO COM 21022610 247 3984 SH SHARED 3984 D CONSOLIDATED TOMOKA LD CO COM 21022610 161 2600 SH SHARED 17 2600 D CONSTELLATION BRANDS INC CL A 21036P10 8101 323400 SH SHARED 323400 D CONSTELLATION BRANDS INC CL A 21036P10 523 20900 SH SHARED 01 20900 D CONSTELLATION BRANDS INC CL A 21036P10 16 654 SH SHR/OTHR 01 654 D CONSTELLATION BRANDS INC CL A 21036P10 2967 118466 SH SHARED 02 118466 D CONSTELLATION BRANDS INC CL A 21036P10 341 13633 SH SHARED 06 13633 D CONSTELLATION BRANDS INC CL A 21036P10 205 8200 SH SHARED 10 6800 1400 D CONSTELLATION BRANDS INC CL A 21036P10 2817 112486 SH SHARED 17 111186 1300 D CONSTELLATION BRANDS INC PFD 1/40 A5.75 21036P30 17789 474000 SH SHARED 474000 D CONSTELLATION BRANDS INC PFD 1/40 A5.75 21036P30 15 400 SH SHARED 02 400 D CONSTELLATION ENERGY GROUP I COM 21037110 128579 2350200 SH SHARED 2350200 D CONSTELLATION ENERGY GROUP I COM 21037110 2451 44801 SH SHARED 01 44801 D CONSTELLATION ENERGY GROUP I COM 21037110 7346 134274 SH SHARED 02 134274 D CONSTELLATION ENERGY GROUP I COM 21037110 903 16522 SH SHARED 06 16522 D CONSTELLATION ENERGY GROUP I COM 21037110 44363 810882 SH SHARED 10 76010 731120 3752 D CONSTELLATION ENERGY GROUP I COM 21037110 69 1269 SH SHARED 14 1269 D CONSTELLATION ENERGY GROUP I COM 21037110 5228 95562 SH SHARED 17 91162 4400 D CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD 1972 2000000 PRN SHARED 2000000 D CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD 39 40000 PRN SHARED 02 40000 D CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ 1270 822000 PRN SHARED 02 822000 D CONTINENTAL AIRLS INC CL B 21079530 5589 207800 SH SHARED 207800 D CONTINENTAL AIRLS INC CL B 21079530 266 9900 SH SHARED 01 9900 D CONTINENTAL AIRLS INC CL B 21079530 26 1000 SH SHR/OTHR 01 1000 D CONTINENTAL AIRLS INC CL B 21079530 14122 525016 SH SHARED 02 525016 D CONTINENTAL AIRLS INC CL B 21079530 18 700 SH SHARED 06 700 D CONTINENTAL AIRLS INC CL B 21079530 1280 47600 SH SHARED 17 47600 D CONTROLADORA COML MEX SA DE GDR 21238A20 0 1 SH SHARED 02 1 D CONVERGYS CORP COM 21248510 7742 425200 SH SHARED 425200 D CONVERGYS CORP COM 21248510 327 18000 SH SHARED 01 18000 D CONVERGYS CORP COM 21248510 904 49661 SH SHARED 02 49661 D CONVERGYS CORP COM 21248510 275 15125 SH SHARED 06 15125 D CONVERGYS CORP COM 21248510 1684 92512 SH SHARED 17 92512 D COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE 1373 1000000 PRN SHARED 1000000 D COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE 15652 11400000 PRN SHARED 04 11400000 D COOPER CAMERON CORP COM 21664010 9154 207681 SH SHARED 136681 71000 D COOPER CAMERON CORP COM 21664010 1514 34350 SH SHR/OTHR 34350 D COOPER CAMERON CORP COM 21664010 12984 294577 SH SHARED 01 125667 168910 D COOPER CAMERON CORP COM 21664010 2275 51620 SH SHR/OTHR 01 51620 D COOPER CAMERON CORP COM 21664010 10508 238404 SH SHARED 02 238404 D COOPER CAMERON CORP COM 21664010 9413 213550 SH SHARED 06 213550 D COOPER CAMERON CORP COM 21664010 32922 746890 SH SHARED 10 142450 603850 590 D COOPER CAMERON CORP COM 21664010 322 7324 SH SHARED 14 7324 D COOPER CAMERON CORP COM 21664010 3085 70000 SH SHARED 16 70000 D COOPER CAMERON CORP COM 21664010 2922 66299 SH SHARED 17 65899 400 D COOPER COS INC DBCV 2.625% 7/0 216648AG 1059 815000 PRN SHARED 02 815000 D COOPER COS INC COM NEW 21664840 5586 103400 SH SHARED 103400 D COOPER COS INC COM NEW 21664840 40 748 SH SHARED 01 748 D COOPER COS INC COM NEW 21664840 416 7700 SH SHARED 02 7700 D COOPER COS INC COM NEW 21664840 8374 155000 SH SHARED 04 155000 D COOPER COS INC COM NEW 21664840 75 1400 SH SHARED 06 1400 D COOPER COS INC COM NEW 21664840 21 400 SH SHARED 10 400 D COOPER COS INC COM NEW 21664840 113 2100 SH SHARED 14 2100 D COOPER COS INC COM NEW 21664840 12237 226500 SH SHARED 17 226100 400 D COOPER TIRE & RUBR CO COM 21683110 1484 103500 SH SHARED 103500 D COOPER TIRE & RUBR CO COM 21683110 177 12400 SH SHARED 01 12400 D COOPER TIRE & RUBR CO COM 21683110 649 45311 SH SHARED 02 45311 D COOPER TIRE & RUBR CO COM 21683110 54 3800 SH SHARED 10 3800 D COOPER TIRE & RUBR CO COM 21683110 819 57151 SH SHARED 17 50451 6700 D COPANO ENERGY L L C COM UNITS 21720210 1970 44272 SH SHARED 44272 D COPART INC COM 21720410 430 15700 SH SHARED 15700 D COPART INC COM 21720410 823 30000 SH SHARED 01 30000 D COPART INC COM 21720410 845 30800 SH SHARED 02 30800 D CORCEPT THERAPEUTICS INC COM 21835210 160 30728 SH SHARED 30728 D CORE MARK HOLDING CO INC COM 21868110 413 10812 SH SHARED 10812 D CORGENTECH INC COM NEW 21872P50 50 5500 SH SHARED 5500 D CORILLIAN CORP COM 21872510 1799 462700 SH SHARED 17 462700 D CORINTHIAN COLLEGES INC COM 21886810 361 25100 SH SHARED 25100 D CORINTHIAN COLLEGES INC COM 21886810 509 35400 SH SHARED 01 35400 D CORINTHIAN COLLEGES INC COM 21886810 23 1664 SH SHR/OTHR 01 1664 D CORINTHIAN COLLEGES INC COM 21886810 928 64500 SH SHARED 02 64500 D CORINTHIAN COLLEGES INC COM 21886810 3600 250000 SH SHARED 04 250000 D CORINTHIAN COLLEGES INC COM 21886810 54 3800 SH SHARED 10 3800 D CORINTHIAN COLLEGES INC COM 21886810 580 40300 SH SHARED 17 34600 5700 D CORN PRODS INTL INC COM 21902310 32819 1109900 SH SHARED 1109900 D CORN PRODS INTL INC COM 21902310 375 12700 SH SHR/OTHR 12700 D CORN PRODS INTL INC COM 21902310 455 15418 SH SHARED 01 9020 6398 D CORN PRODS INTL INC COM 21902310 279 9460 SH SHARED 02 9460 D CORN PRODS INTL INC COM 21902310 103 3500 SH SHARED 10 3500 D CORN PRODS INTL INC COM 21902310 1042 35250 SH SHARED 17 29950 5300 D CORNERSTONE STRATEGIC VALUE COM 21924B10 0 38 SH SHARED 38 D CORNING INC COM 21935010 79298 2945726 SH SHARED 2866656 79070 D CORNING INC COM 21935010 525 19528 SH SHR/OTHR 19528 D CORNING INC COM 21935010 11171 415007 SH SHARED 01 415007 D CORNING INC COM 21935010 10098 375126 SH SHR/OTHR 01 375126 D CORNING INC COM 21935010 14750 547941 SH SHARED 02 547941 D CORNING INC COM 21935010 3574 132800 SH SHARED 04 132800 D CORNING INC COM 21935010 33394 1240509 SH SHARED 06 1240509 D CORNING INC COM 21935010 66021 2452518 SH SHARED 10 1936000 516518 D CORNING INC COM 21935010 1791 66552 SH SHARED 14 66552 D CORNING INC COM 21935010 3246 120600 SH SHARED 16 120600 D CORNING INC COM 21935010 16833 625312 SH SHARED 17 606112 19200 D CORPORATE EXECUTIVE BRD CO COM 21988R10 6952 68900 SH SHARED 68900 D CORPORATE EXECUTIVE BRD CO COM 21988R10 1538 15250 SH SHARED 01 450 14800 D CORPORATE EXECUTIVE BRD CO COM 21988R10 102 1017 SH SHR/OTHR 01 1017 D CORPORATE EXECUTIVE BRD CO COM 21988R10 1841 18250 SH SHARED 02 18250 D CORPORATE EXECUTIVE BRD CO COM 21988R10 239 2370 SH SHARED 17 2070 300 D CORPORATE HIGH YIELD FD III COM 21992510 99 13128 SH SHARED 13128 D CORPORATE HIGH YIELD FD V IN COM 21993110 1 123 SH SHARED 123 D CORPORATE HIGH YIELD FD VI I COM 21993210 1797 144760 SH SHARED 144760 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 91 2000 SH SHARED 2000 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 283 6200 SH SHARED 01 6200 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 73 1600 SH SHARED 04 1600 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 2254 49300 SH SHARED 10 49300 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 142910 3124400 SH SHARED 11 3124400 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 1221 26700 SH SHARED 17 13400 13300 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 162 3600 SH SHARED 3600 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 72 1600 SH SHARED 10 1600 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 831 18393 SH SHARED 17 15493 2900 D CORTEX PHARMACEUTICALS INC COM NEW 22052430 52 10000 SH SHR/OTHR 01 10000 D CORUS BANKSHARES INC COM 22087310 65 1100 SH SHARED 1100 D CORUS BANKSHARES INC COM 22087310 208 3500 SH SHARED 01 3500 D CORUS BANKSHARES INC COM 22087310 7667 129000 SH SHARED 10 129000 D CORUS BANKSHARES INC COM 22087310 4624 77800 SH SHARED 17 22000 55800 D CORVEL CORP COM 22100610 11 500 SH SHARED 500 D CORVEL CORP COM 22100610 103 4700 SH SHARED 01 4700 D CORVEL CORP COM 22100610 1164 52900 SH SHARED 10 52900 D CORVEL CORP COM 22100610 55 2500 SH SHARED 17 2500 D COST PLUS INC CALIF COM 22148510 2695 157655 SH SHR/OTHR 157655 D COST PLUS INC CALIF COM 22148510 352 20600 SH SHARED 20600 D COST PLUS INC CALIF COM 22148510 25 1500 SH SHR/OTHR 1500 D COST PLUS INC CALIF COM 22148510 271 15858 SH SHARED 02 15858 D COST PLUS INC CALIF COM 22148510 253 14801 SH SHARED 17 14801 D COSTCO WHSL CORP NEW COM 22160K10 74277 1371449 SH SHARED 1326359 45090 D COSTCO WHSL CORP NEW COM 22160K10 1166 21540 SH SHR/OTHR 21540 D COSTCO WHSL CORP NEW COM 22160K10 8669 160081 SH SHARED 01 7384 152697 D COSTCO WHSL CORP NEW COM 22160K10 651 12029 SH SHR/OTHR 01 12029 D COSTCO WHSL CORP NEW COM 22160K10 9527 175906 SH SHARED 02 175906 D COSTCO WHSL CORP NEW COM 22160K10 2496 46098 SH SHARED 06 46098 D COSTCO WHSL CORP NEW COM 22160K10 2504 46240 SH SHARED 10 41300 4940 D COSTCO WHSL CORP NEW COM 22160K10 612 11301 SH SHARED 14 11301 D COSTCO WHSL CORP NEW COM 22160K10 28216 520978 SH SHARED 17 514478 6500 D COSTAR GROUP INC COM 22160N10 57 1100 SH SHARED 1100 D COSTAR GROUP INC COM 22160N10 36 700 SH SHARED 01 700 D COSTAR GROUP INC COM 22160N10 65 1270 SH SHARED 02 1270 D COSTAR GROUP INC COM 22160N10 57 1100 SH SHARED 10 1100 D COSTAR GROUP INC COM 22160N10 487 9400 SH SHARED 17 7500 1900 D COTT CORP QUE COM 22163N10 12 1000 SH SHR/OTHR 01 1000 D COTT CORP QUE COM 22163N10 42 3300 SH SHARED 02 3300 D COTHERIX INC COM 22163T10 1236 135250 SH SHARED 135250 D COTHERIX INC COM 22163T10 132 14450 SH SHARED 14450 D COTHERIX INC COM 22163T10 1 200 SH SHARED 01 200 D COTHERIX INC COM 22163T10 8347 913250 SH SHARED 04 913250 D COTHERIX INC COM 22163T10 33 3667 SH SHARED 17 3667 D COUNTRYWIDE FINANCIAL CORP COM 22237210 52634 1434184 SH SHARED 1434184 D COUNTRYWIDE FINANCIAL CORP COM 22237210 4546 123888 SH SHARED 01 1200 122688 D COUNTRYWIDE FINANCIAL CORP COM 22237210 11292 307689 SH SHARED 02 307689 D COUNTRYWIDE FINANCIAL CORP COM 22237210 2825 76976 SH SHARED 06 76976 D COUNTRYWIDE FINANCIAL CORP COM 22237210 1209 32968 SH SHARED 10 30396 2572 D COUNTRYWIDE FINANCIAL CORP COM 22237210 950 25890 SH SHARED 14 25890 D COUNTRYWIDE FINANCIAL CORP COM 22237210 9376 255482 SH SHARED 17 251282 4200 D COURIER CORP COM 22266010 31 700 SH SHARED 700 D COURIER CORP COM 22266010 66 1500 SH SHARED 10 1500 D COURIER CORP COM 22266010 232 5250 SH SHARED 17 2850 2400 D COUSINS PPTYS INC COM 22279510 90 2700 SH SHARED 2700 D COUSINS PPTYS INC COM 22279510 16 500 SH SHARED 01 500 D COUSINS PPTYS INC COM 22279510 93 2782 SH SHR/OTHR 01 2782 D COUSINS PPTYS INC COM 22279510 2239 67000 SH SHARED 10 67000 D COUSINS PPTYS INC COM 22279510 1945 58200 SH SHARED 17 19300 38900 D COVANSYS CORP COM 22281W10 104 6050 SH SHARED 6050 D COVANSYS CORP COM 22281W10 434 25300 SH SHARED 10 25300 D COVANSYS CORP COM 22281W10 12491 726700 SH SHARED 17 679700 47000 D COVAD COMMUNICATIONS GROUP I DBCV 3.000% 3/1 222814AR 1506 1750000 PRN SHARED 1750000 D COVAD COMMUNICATIONS GROUP I COM 22281420 39 20347 SH SHARED 20347 D COVANCE INC COM 22281610 834 14200 SH SHARED 14200 D COVANCE INC COM 22281610 68 1169 SH SHR/OTHR 1169 D COVANCE INC COM 22281610 1451 24702 SH SHARED 01 24702 D COVANCE INC COM 22281610 1692 28800 SH SHARED 02 28800 D COVANCE INC COM 22281610 2050 34900 SH SHARED 10 34900 D COVANCE INC COM 22281610 52 900 SH SHARED 17 900 D COVANTA HLDG CORP COM 22282E10 123 7397 SH SHARED 7397 D COVANTA HLDG CORP COM 22282E10 337 20260 SH SHARED 01 20260 D COVANTA HLDG CORP COM 22282E10 68 4100 SH SHARED 10 4100 D COVANTA HLDG CORP COM 22282E10 5464 327810 SH SHARED 17 321410 6400 D COVENANT TRANS INC CL A 22284P10 8 600 SH SHARED 600 D COVENANT TRANS INC CL A 22284P10 83 5700 SH SHARED 17 5700 D COVENTRY HEALTH CARE INC COM 22286210 18022 333874 SH SHARED 333874 D COVENTRY HEALTH CARE INC COM 22286210 1851 34300 SH SHARED 01 34300 D COVENTRY HEALTH CARE INC COM 22286210 48 900 SH SHR/OTHR 01 900 D COVENTRY HEALTH CARE INC COM 22286210 3314 61400 SH SHARED 02 61400 D COVENTRY HEALTH CARE INC COM 22286210 2921 54117 SH SHARED 06 54117 D COVENTRY HEALTH CARE INC COM 22286210 12144 224981 SH SHARED 10 223431 1550 D COVENTRY HEALTH CARE INC COM 22286210 265 4926 SH SHARED 14 4926 D COVENTRY HEALTH CARE INC COM 22286210 38948 721533 SH SHARED 17 719383 2150 D COX RADIO INC CL A 22405110 45 3364 SH SHARED 3364 D COX RADIO INC CL A 22405110 4863 362400 SH SHARED 17 362400 D CRANE CO COM 22439910 2639 64352 SH SHARED 64352 D CRANE CO COM 22439910 97 2388 SH SHR/OTHR 2388 D CRANE CO COM 22439910 992 24201 SH SHARED 01 24201 D CRANE CO COM 22439910 939 22900 SH SHARED 02 22900 D CRANE CO COM 22439910 3485 85000 SH SHARED 10 3800 81200 D CRANE CO COM 22439910 1730 42200 SH SHARED 17 38400 3800 D CRAWFORD & CO CL B 22463310 9 1500 SH SHARED 1500 D CRAWFORD & CO CL B 22463310 39 6500 SH SHARED 17 6500 D CREDIT SUISSE ASSET MGMT INC COM 22491610 81 20565 SH SHARED 20565 D CREDENCE SYS CORP COM 22530210 207 28300 SH SHARED 28300 D CREDENCE SYS CORP COM 22530210 19 2600 SH SHARED 01 2600 D CREDENCE SYS CORP COM 22530210 1527 208109 SH SHARED 02 208109 D CREDENCE SYS CORP COM 22530210 1439 196100 SH SHARED 10 196100 D CREDENCE SYS CORP COM 22530210 239 32680 SH SHARED 17 32680 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 36 657 SH SHARED 657 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 19 350 SH SHARED 01 350 D CREE INC COM 22544710 1893 57701 SH SHARED 57701 D CREE INC COM 22544710 1079 32900 SH SHARED 01 32900 D CREE INC COM 22544710 3680 112169 SH SHARED 02 112169 D CREE INC COM 22544710 190 5800 SH SHARED 17 5500 300 D CRESCENT REAL ESTATE EQUITIE COM 22575610 2 100 SH SHARED 100 D CRESCENT REAL ESTATE EQUITIE COM 22575610 208 9900 SH SHARED 02 9900 D CRESCENT REAL ESTATE EQUITIE COM 22575610 65 3100 SH SHARED 17 3100 D CRESUD S A C I F Y A SPONSORED ADR 22640610 4942 342533 SH SHARED 342533 D CRESUD S A C I F Y A SPONSORED ADR 22640610 1669 115706 SH SHARED 17 115706 D CRITICAL THERAPEUTICS INC COM 22674T10 65 12900 SH SHARED 12900 D CRITICAL THERAPEUTICS INC COM 22674T10 700 137600 SH SHARED 04 137600 D CROSS CTRY HEALTHCARE INC COM 22748310 147 7596 SH SHARED 7596 D CROSS CTRY HEALTHCARE INC COM 22748310 15 825 SH SHR/OTHR 825 D CROSS CTRY HEALTHCARE INC COM 22748310 89 4600 SH SHARED 01 4600 D CROSS CTRY HEALTHCARE INC COM 22748310 284 14700 SH SHARED 17 14700 D CROSS TIMBERS RTY TR TR UNIT 22757R10 3 72 SH SHARED 72 D CROSS TIMBERS RTY TR TR UNIT 22757R10 93 2000 SH SHR/OTHR 01 2000 D CROSSTEX ENERGY L P COM 22765U10 511 14605 SH SHARED 14605 D CROSSTEX ENERGY INC COM 22765Y10 30 400 SH SHARED 400 D CROSSTEX ENERGY INC COM 22765Y10 85 1100 SH SHARED 10 1100 D CROSSTEX ENERGY INC COM 22765Y10 410 5300 SH SHARED 17 2700 2600 D CROWN CASTLE INTL CORP COM 22822710 5630 198604 SH SHARED 198604 D CROWN CASTLE INTL CORP COM 22822710 102 3600 SH SHARED 01 3600 D CROWN CASTLE INTL CORP COM 22822710 677 23911 SH SHARED 02 23911 D CROWN CASTLE INTL CORP COM 22822710 1459 51494 SH SHARED 06 51494 D CROWN CASTLE INTL CORP COM 22822710 53 1900 SH SHARED 10 1900 D CROWN CASTLE INTL CORP COM 22822710 39 1406 SH SHARED 14 1406 D CROWN CASTLE INTL CORP COM 22822710 17781 627210 SH SHARED 17 620710 6500 D CROWN HOLDINGS INC COM 22836810 4922 277500 SH SHARED 277300 200 D CROWN HOLDINGS INC COM 22836810 813 45840 SH SHARED 01 31480 14360 D CROWN HOLDINGS INC COM 22836810 16 910 SH SHR/OTHR 01 910 D CROWN HOLDINGS INC COM 22836810 338 19100 SH SHARED 02 19100 D CROWN HOLDINGS INC COM 22836810 454 25600 SH SHARED 17 25600 D CROWN MEDIA HLDGS INC CL A 22841110 6 1000 SH SHARED 1000 D CROWN MEDIA HLDGS INC CL A 22841110 42 6700 SH SHARED 17 6700 D CRYOLIFE INC COM 22890310 96 21900 SH SHARED 21900 D CRYPTOLOGIC INC COM 22890610 71 2775 SH SHARED 02 2775 D CRYSTALLEX INTL CORP COM 22942F10 10732 2611200 SH SHARED 10 2611200 D CTRIP COM INTL LTD ADR 22943F10 24810 300000 SH SHARED 300000 D CUBIC CORP COM 22966910 79 3300 SH SHARED 3300 D CUBIC CORP COM 22966910 14 600 SH SHARED 01 600 D CUBIC CORP COM 22966910 141 5900 SH SHARED 17 5900 D CUBIST PHARMACEUTICALS INC COM 22967810 80 3500 SH SHARED 3500 D CUBIST PHARMACEUTICALS INC COM 22967810 245 10700 SH SHARED 01 10700 D CUBIST PHARMACEUTICALS INC COM 22967810 307 13400 SH SHARED 02 13400 D CUBIST PHARMACEUTICALS INC COM 22967810 1819 79200 SH SHARED 10 79200 D CUBIST PHARMACEUTICALS INC COM 22967810 1999 87057 SH SHARED 17 22657 64400 D CULLEN FROST BANKERS INC COM 22989910 575 10700 SH SHARED 10700 D CULLEN FROST BANKERS INC COM 22989910 940 17500 SH SHARED 01 17500 D CULLEN FROST BANKERS INC COM 22989910 1177 21900 SH SHARED 02 21900 D CULLEN FROST BANKERS INC COM 22989910 602 11200 SH SHARED 17 11200 D CUMMINS INC COM 23102110 13747 130800 SH SHARED 130800 D CUMMINS INC COM 23102110 84 800 SH SHR/OTHR 800 D CUMMINS INC COM 23102110 1093 10401 SH SHARED 01 10401 D CUMMINS INC COM 23102110 1977 18813 SH SHARED 02 18813 D CUMMINS INC COM 23102110 435 4148 SH SHARED 06 4148 D CUMMINS INC COM 23102110 2417 23000 SH SHARED 10 23000 D CUMMINS INC COM 23102110 260 2481 SH SHARED 14 2481 D CUMMINS INC COM 23102110 3090 29406 SH SHARED 17 29106 300 D CUMULUS MEDIA INC CL A 23108210 139 12400 SH SHARED 12400 D CUMULUS MEDIA INC CL A 23108210 27 2400 SH SHARED 01 2400 D CUMULUS MEDIA INC CL A 23108210 283 25200 SH SHARED 17 25200 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 3437 3500000 PRN SHARED 3500000 D CURAGEN CORP NOTE 4.000% 2/1 23126RAE 1594 2000000 PRN SHARED 2000000 D CURAGEN CORP COM 23126R10 122 24495 SH SHARED 24495 D CURAGEN CORP COM 23126R10 1 200 SH SHARED 01 200 D CURAGEN CORP COM 23126R10 100 20000 SH SHARED 17 20000 D CURIS INC COM 23126910 7 3200 SH SHARED 3200 D CURIS INC COM 23126910 53 22600 SH SHARED 17 22600 D CURTISS WRIGHT CORP COM 23156110 92 1400 SH SHARED 1400 D CURTISS WRIGHT CORP COM 23156110 26 400 SH SHARED 01 400 D CURTISS WRIGHT CORP COM 23156110 72 1100 SH SHARED 10 1100 D CURTISS WRIGHT CORP COM 23156110 827 12500 SH SHARED 17 10800 1700 D CYBERSOURCE CORP COM 23251J10 20 1800 SH SHARED 1800 D CYBERSOURCE CORP COM 23251J10 150 13500 SH SHARED 17 13500 D CYBERONICS INC COM 23251P10 296 11500 SH SHARED 11500 D CYBERONICS INC COM 23251P10 129 5025 SH SHARED 02 5025 D CYBERONICS INC COM 23251P10 1030 40000 SH SHARED 04 40000 D CYBERONICS INC COM 23251P10 1030 40000 SH SHARED 15 40000 D CYBERONICS INC COM 23251P10 207 8051 SH SHARED 17 8051 D CYBEROPTICS CORP COM 23251710 71 4805 SH SHR/OTHR 01 4805 D CYMER INC COM 23257210 6348 139714 SH SHARED 139714 D CYMER INC COM 23257210 109 2400 SH SHARED 01 2400 D CYMER INC COM 23257210 68 1516 SH SHARED 02 1516 D CYMER INC COM 23257210 4957 109100 SH SHARED 10 109100 D CYMER INC COM 23257210 3339 73500 SH SHARED 17 14400 59100 D CYNOSURE INC CL A 23257720 239 12950 SH SHARED 04 12950 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 685 108800 SH SHARED 108800 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 1164 184813 SH SHR/OTHR 184813 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 12 2000 SH SHARED 2000 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 40 6400 SH SHARED 01 6400 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 4340 689000 SH SHARED 04 689000 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 642 102000 SH SHARED 10 102000 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 106 16900 SH SHARED 17 16900 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 1122 900000 PRN SHARED 900000 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 9987 8009000 PRN SHARED 02 8009000 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 12470 10000000 PRN SHARED 04 10000000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 10849 640115 SH SHARED 640115 D CYPRESS SEMICONDUCTOR CORP COM 23280610 967 57100 SH SHARED 01 57100 D CYPRESS SEMICONDUCTOR CORP COM 23280610 793 46800 SH SHARED 02 46800 D CYPRESS SEMICONDUCTOR CORP COM 23280610 2542 150000 SH SHARED 04 150000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 47 2800 SH SHARED 10 2800 D CYPRESS SEMICONDUCTOR CORP COM 23280610 42 2500 SH SHARED 14 2500 D CYPRESS SEMICONDUCTOR CORP COM 23280610 957 56500 SH SHARED 17 51600 4900 D CYTEC INDS INC COM 23282010 6643 110700 SH SHARED 110700 D CYTEC INDS INC COM 23282010 994 16568 SH SHARED 01 16568 D CYTEC INDS INC COM 23282010 1068 17800 SH SHARED 02 17800 D CYTEC INDS INC COM 23282010 42 700 SH SHARED 17 700 D CYTORI THERAPEUTICS INC COM 23283K10 21 2500 SH SHARED 500 2000 D CYTYC CORP NOTE 2.250% 3/1 232946AB 322 294000 PRN SHARED 02 294000 D CYTYC CORP COM 23294610 803 28500 SH SHARED 28500 D CYTYC CORP COM 23294610 1193 42348 SH SHARED 01 42348 D CYTYC CORP COM 23294610 1561 55400 SH SHARED 02 55400 D CYTYC CORP COM 23294610 2871 101900 SH SHARED 10 101900 D CYTYC CORP COM 23294610 129 4600 SH SHARED 17 4600 D DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P10 1001 36473 SH SHARED 36473 D DDI CORP COM 0.0001 NEW 23316250 4387 546447 SH SHARED 546447 D DHB INDS INC COM 23321E10 9 1900 SH SHARED 1900 D DHB INDS INC COM 23321E10 0 100 SH SHARED 01 100 D DHB INDS INC COM 23321E10 77 16300 SH SHARED 17 16300 D DJ ORTHOPEDICS INC COM 23325G10 441 11100 SH SHARED 11100 D DJ ORTHOPEDICS INC COM 23325G10 11 300 SH SHARED 02 300 D DJ ORTHOPEDICS INC COM 23325G10 389 9800 SH SHARED 17 9800 D DNP SELECT INCOME FD COM 23325P10 67 6500 SH SHARED 6500 D DPL INC COM 23329310 1043 38646 SH SHARED 28500 10146 D DPL INC COM 23329310 29 1100 SH SHR/OTHR 1100 D DPL INC COM 23329310 1274 47212 SH SHARED 01 47212 D DPL INC COM 23329310 36 1350 SH SHR/OTHR 01 1350 D DPL INC COM 23329310 1579 58500 SH SHARED 02 58500 D DPL INC COM 23329310 748 27722 SH SHARED 17 24122 3600 D DRS TECHNOLOGIES INC COM 23330X10 719 13118 SH SHARED 13118 D DRS TECHNOLOGIES INC COM 23330X10 834 15200 SH SHARED 01 15200 D DRS TECHNOLOGIES INC COM 23330X10 828 15100 SH SHARED 02 15100 D DRS TECHNOLOGIES INC COM 23330X10 21 394 SH SHARED 10 394 D DRS TECHNOLOGIES INC COM 23330X10 17182 313143 SH SHARED 17 312539 604 D D R HORTON INC COM 23331A10 24008 722714 SH SHARED 722714 D D R HORTON INC COM 23331A10 1533 46166 SH SHARED 01 46166 D D R HORTON INC COM 23331A10 3335 100400 SH SHARED 02 100400 D D R HORTON INC COM 23331A10 638 19217 SH SHARED 06 19217 D D R HORTON INC COM 23331A10 1558 46928 SH SHARED 10 45000 1928 D D R HORTON INC COM 23331A10 3986 120000 SH SHARED 16 120000 D D R HORTON INC COM 23331A10 3798 114333 SH SHARED 17 113100 1233 D DSP GROUP INC COM 23332B10 55 1900 SH SHARED 1900 D DSP GROUP INC COM 23332B10 2 100 SH SHARED 02 100 D DSP GROUP INC COM 23332B10 60 2100 SH SHARED 10 2100 D DSP GROUP INC COM 23332B10 739 25500 SH SHARED 17 22100 3400 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 40383 31500000 PRN SHARED 31500000 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 3205 2500000 PRN SHARED 02 2500000 D DST SYS INC DEL DBCV 3.625% 8/1 233326AD 8581 6860000 PRN SHARED 02 6860000 D DST SYS INC DEL COM 23332610 1761 30400 SH SHARED 30400 D DST SYS INC DEL COM 23332610 1657 28600 SH SHARED 01 28600 D DST SYS INC DEL COM 23332610 1709 29500 SH SHARED 02 29500 D DST SYS INC DEL COM 23332610 157 2719 SH SHARED 06 2719 D DST SYS INC DEL COM 23332610 5 100 SH SHARED 10 100 D DST SYS INC DEL COM 23332610 226 3901 SH SHARED 14 3901 D DST SYS INC DEL COM 23332610 1631 28156 SH SHARED 17 28056 100 D DTE ENERGY CO COM 23333110 12795 319158 SH SHARED 306296 12862 D DTE ENERGY CO COM 23333110 2132 53190 SH SHARED 01 53190 D DTE ENERGY CO COM 23333110 9 230 SH SHR/OTHR 01 230 D DTE ENERGY CO COM 23333110 2500 62373 SH SHARED 02 62373 D DTE ENERGY CO COM 23333110 473 11800 SH SHARED 06 11800 D DTE ENERGY CO COM 23333110 342 8552 SH SHARED 10 5000 3552 D DTE ENERGY CO COM 23333110 79 1992 SH SHARED 14 1992 D DTE ENERGY CO COM 23333110 3221 80360 SH SHARED 17 76260 4100 D DSW INC CL A 23334L10 25 800 SH SHARED 800 D DSW INC CL A 23334L10 122 3900 SH SHARED 17 3900 D DTS INC COM 23335C10 23 1200 SH SHARED 1200 D DTS INC COM 23335C10 49 2500 SH SHARED 10 2500 D DTS INC COM 23335C10 222 11300 SH SHARED 17 7500 3800 D DWS HIGH INCOME TR SHS 23337C10 7 1000 SH SHARED 1000 D DXP ENTERPRISES INC NEW COM NEW 23337740 10 300 SH SHARED 01 300 D DWS MULTI MKT INCOME TR SHS 23338L10 10 1000 SH SHARED 1000 D DWS STRATEGIC MUN INCOME TR COM 23338T10 94 7500 SH SHR/OTHR 01 7500 D DWS GLOBAL COMMODITIES STK F COM 23338Y10 183 11469 SH SHARED 11469 D DWS RREEF REAL ESTATE FD INC COM 23338410 439 19325 SH SHARED 15525 3800 D DADE BEHRING HLDGS INC COM 23342J20 3 100 SH SHARED 100 D DADE BEHRING HLDGS INC COM 23342J20 476 13357 SH SHARED 02 13357 D DADE BEHRING HLDGS INC COM 23342J20 2152 60282 SH SHARED 17 60282 D DAKTRONICS INC COM 23426410 36 1000 SH SHARED 1000 D DAKTRONICS INC COM 23426410 10 300 SH SHR/OTHR 300 D DAKTRONICS INC COM 23426410 14 400 SH SHARED 01 400 D DAKTRONICS INC COM 23426410 273 7500 SH SHARED 17 7500 D DANAHER CORP DEL NOTE 1/2 235851AF 1407 1520000 PRN SHARED 02 1520000 D DANAHER CORP DEL COM 23585110 29989 471900 SH SHARED 471900 D DANAHER CORP DEL COM 23585110 73 1150 SH SHR/OTHR 1150 D DANAHER CORP DEL COM 23585110 4429 69700 SH SHARED 01 7200 62500 D DANAHER CORP DEL COM 23585110 184 2900 SH SHR/OTHR 01 2900 D DANAHER CORP DEL COM 23585110 5478 86209 SH SHARED 02 86209 D DANAHER CORP DEL COM 23585110 3896 61320 SH SHARED 06 61320 D DANAHER CORP DEL COM 23585110 2869 45154 SH SHARED 10 43700 1454 D DANAHER CORP DEL COM 23585110 335 5277 SH SHARED 14 5277 D DANAHER CORP DEL COM 23585110 6455 101587 SH SHARED 17 99487 2100 D DARDEN RESTAURANTS INC COM 23719410 9847 239998 SH SHARED 239998 D DARDEN RESTAURANTS INC COM 23719410 123 3000 SH SHR/OTHR 3000 D DARDEN RESTAURANTS INC COM 23719410 1924 46900 SH SHARED 01 46900 D DARDEN RESTAURANTS INC COM 23719410 1936 47200 SH SHARED 02 47200 D DARDEN RESTAURANTS INC COM 23719410 420 10239 SH SHARED 06 10239 D DARDEN RESTAURANTS INC COM 23719410 5937 144704 SH SHARED 10 144350 354 D DARDEN RESTAURANTS INC COM 23719410 329 8032 SH SHARED 14 8032 D DARDEN RESTAURANTS INC COM 23719410 2577 62814 SH SHARED 17 62514 300 D DARLING INTL INC COM 23726610 1491 318656 SH SHARED 318656 D DARLING INTL INC COM 23726610 133 28500 SH SHARED 17 28500 D DASSAULT SYS S A SPONSORED ADR 23754510 8 145 SH SHARED 145 D DATASCOPE CORP COM 23811310 184 4686 SH SHARED 4686 D DATASCOPE CORP COM 23811310 55 1400 SH SHARED 10 1400 D DATASCOPE CORP COM 23811310 252 6406 SH SHARED 17 4106 2300 D DAVITA INC COM 23918K10 66 1100 SH SHARED 1100 D DAVITA INC COM 23918K10 132 2200 SH SHARED 01 2200 D DAVITA INC COM 23918K10 602 10000 SH SHARED 02 10000 D DAVITA INC COM 23918K10 222 3690 SH SHARED 06 3690 D DAVITA INC COM 23918K10 4844 80460 SH SHARED 10 79560 900 D DAVITA INC COM 23918K10 36201 601260 SH SHARED 17 600160 1100 D DB COMMODITY INDEX TRACKING UNIT BEN INT 24022510 803 33570 SH SHARED 16050 17520 D DB COMMODITY INDEX TRACKING UNIT BEN INT 24022510 11616 485233 SH SHARED 01 159680 325553 D DB COMMODITY INDEX TRACKING UNIT BEN INT 24022510 949 39680 SH SHR/OTHR 01 39680 D DEALERTRACK HLDGS INC COM 24230910 17 800 SH SHR/OTHR 800 D DEAN FOODS CO NEW COM 24237010 7202 185500 SH SHARED 185500 D DEAN FOODS CO NEW COM 24237010 42 1100 SH SHR/OTHR 1100 D DEAN FOODS CO NEW COM 24237010 62 1600 SH SHARED 01 1600 D DEAN FOODS CO NEW COM 24237010 8172 210464 SH SHARED 02 210464 D DEAN FOODS CO NEW COM 24237010 2523 65000 SH SHARED 04 65000 D DEAN FOODS CO NEW COM 24237010 221 5700 SH SHARED 06 5700 D DEAN FOODS CO NEW COM 24237010 44997 1158824 SH SHARED 10 279127 726500 153197 D DEAN FOODS CO NEW COM 24237010 95 2462 SH SHARED 14 2462 D DEAN FOODS CO NEW COM 24237010 3675 94665 SH SHARED 17 90865 3800 D DEB SHOPS INC COM 24272810 11 400 SH SHARED 400 D DEB SHOPS INC COM 24272810 35 1200 SH SHARED 17 1200 D DEBT STRATEGIES FD INC NEW COM 24276Q10 79 12035 SH SHARED 12035 D DECKERS OUTDOOR CORP COM 24353710 818 20199 SH SHARED 20199 D DECKERS OUTDOOR CORP COM 24353710 210 5200 SH SHARED 02 5200 D DECKERS OUTDOOR CORP COM 24353710 202 5000 SH SHARED 17 5000 D DECODE GENETICS INC COM 24358610 31 3600 SH SHARED 3600 D DECODE GENETICS INC COM 24358610 1 200 SH SHARED 01 200 D DECODE GENETICS INC COM 24358610 208 24100 SH SHARED 17 24100 D DEERE & CO COM 24419910 157825 1996523 SH SHARED 1976647 19876 D DEERE & CO COM 24419910 1735 21960 SH SHR/OTHR 21960 D DEERE & CO COM 24419910 4796 60679 SH SHARED 01 2995 57684 D DEERE & CO COM 24419910 181 2300 SH SHR/OTHR 01 2300 D DEERE & CO COM 24419910 6724 85063 SH SHARED 02 85063 D DEERE & CO COM 24419910 147720 1868700 SH SHARED 04 1868700 D DEERE & CO COM 24419910 43452 549680 SH SHARED 06 549680 D DEERE & CO COM 24419910 1990 25174 SH SHARED 10 24020 1154 D DEERE & CO COM 24419910 1897 24000 SH SHARED 14 24000 D DEERE & CO COM 24419910 1698 21490 SH SHARED 15 21490 D DEERE & CO COM 24419910 8395 106208 SH SHARED 17 103108 3100 D DEERE & CO COM 24419910 213 2700 SH SHARED 19 2700 D DEERFIELD TRIARC CAP CORP COM 24457230 35299 2616716 SH SHARED 2616716 D DEERFIELD TRIARC CAP CORP COM 24457230 13490 1000000 SH SHARED 11 1000000 D DEERFIELD TRIARC CAP CORP COM 24457230 66 4900 SH SHARED 17 4900 D DEFINED STRATEGY FD INC COM 24476Y10 470 28369 SH SHARED 28369 D DEL MONTE FOODS CO COM 24522P10 1644 138639 SH SHARED 138639 D DEL MONTE FOODS CO COM 24522P10 50 4284 SH SHR/OTHR 4284 D DEL MONTE FOODS CO COM 24522P10 158 13364 SH SHARED 01 13364 D DEL MONTE FOODS CO COM 24522P10 63 5379 SH SHR/OTHR 01 5379 D DEL MONTE FOODS CO COM 24522P10 237 20000 SH SHARED 02 20000 D DEL MONTE FOODS CO COM 24522P10 416 35100 SH SHARED 17 35100 D DEL MONTE FOODS CO COM 24522P10 344 29073 SH SHARED 18 29073 D DELIA'S INC NEW COM 24691110 10 1100 SH SHARED 1100 D DELIA'S INC NEW COM 24691110 4 510 SH SHARED 02 510 D DELIA'S INC NEW COM 24691110 89 9591 SH SHARED 17 9591 D DELL INC COM 24702R10 10762 361650 SH SHARED 251300 110350 D DELL INC COM 24702R10 245336 8243820 SH SHARED 8190705 53115 D DELL INC COM 24702R10 656 22050 SH SHR/OTHR 22050 D DELL INC COM 24702R10 16420 551775 SH SHARED 01 6275 545500 D DELL INC COM 24702R10 68 2300 SH SHR/OTHR 01 2300 D DELL INC COM 24702R10 23736 797609 SH SHARED 02 797609 D DELL INC COM 24702R10 148 5000 SH SHARED 04 5000 D DELL INC COM 24702R10 10434 350605 SH SHARED 06 350605 D DELL INC COM 24702R10 156638 5263382 SH SHARED 10 2315026 2782390 165966 D DELL INC COM 24702R10 1493 50183 SH SHARED 14 50183 D DELL INC COM 24702R10 2481 83400 SH SHARED 15 83400 D DELL INC COM 24702R10 2976 100000 SH SHARED 16 100000 D DELL INC COM 24702R10 35213 1183245 SH SHARED 17 1156645 26600 D DELL INC COM 24702R10 52 1757 SH SHARED 18 1757 D DELPHI FINL GROUP INC CL A 24713110 98 1900 SH SHARED 1900 D DELPHI FINL GROUP INC CL A 24713110 10 200 SH SHARED 02 200 D DELPHI FINL GROUP INC CL A 24713110 61 1200 SH SHARED 10 1200 D DELPHI FINL GROUP INC CL A 24713110 1169 22654 SH SHARED 17 20554 2100 D DELTA & PINE LD CO COM 24735710 9425 312500 SH SHARED 312500 D DELTA & PINE LD CO COM 24735710 617 20468 SH SHARED 17 17668 2800 D DELTIC TIMBER CORP COM 24785010 42 700 SH SHARED 700 D DELTIC TIMBER CORP COM 24785010 1629 26883 SH SHARED 01 8312 18571 D DELTIC TIMBER CORP COM 24785010 3181 52499 SH SHR/OTHR 01 52499 D DELTIC TIMBER CORP COM 24785010 133 2200 SH SHARED 10 2200 D DELTIC TIMBER CORP COM 24785010 187 3100 SH SHARED 17 3100 D DELTA PETE CORP COM NEW 24790720 786 37400 SH SHARED 27400 10000 D DELTA PETE CORP COM NEW 24790720 151 7200 SH SHARED 01 7200 D DELTA PETE CORP COM NEW 24790720 80 3831 SH SHARED 02 3831 D DELTA PETE CORP COM NEW 24790720 334 15900 SH SHARED 17 15900 D DENBURY RES INC COM NEW 24791620 823 26000 SH SHARED 26000 D DENBURY RES INC COM NEW 24791620 1273 40200 SH SHARED 01 40200 D DENBURY RES INC COM NEW 24791620 275 8700 SH SHR/OTHR 01 8700 D DENBURY RES INC COM NEW 24791620 1624 51300 SH SHARED 02 51300 D DENBURY RES INC COM NEW 24791620 4664 147300 SH SHARED 17 147300 D DELTA FINANCIAL CORP COM 24791810 7 800 SH SHARED 800 D DELTA FINANCIAL CORP COM 24791810 50 5300 SH SHR/OTHR 01 5300 D DELTA FINANCIAL CORP COM 24791810 158 16600 SH SHARED 17 16600 D DELUXE CORP COM 24801910 4728 180701 SH SHARED 164800 15901 D DELUXE CORP COM 24801910 683 26102 SH SHARED 01 26102 D DELUXE CORP COM 24801910 887 33918 SH SHARED 02 33918 D DELUXE CORP COM 24801910 2075 79300 SH SHARED 10 79300 D DELUXE CORP COM 24801910 324 12400 SH SHARED 17 10600 1800 D DENDREON CORP COM 24823Q10 60 12914 SH SHARED 12914 D DENDREON CORP COM 24823Q10 126 26900 SH SHARED 17 26900 D DENDRITE INTL INC COM 24823910 39 2900 SH SHARED 2900 D DENDRITE INTL INC COM 24823910 264 19400 SH SHARED 02 19400 D DENDRITE INTL INC COM 24823910 1541 112924 SH SHARED 17 15724 97200 D DENNYS CORP COM 24869P10 28 6000 SH SHARED 6000 D DENNYS CORP COM 24869P10 194 40900 SH SHARED 17 40900 D DENTSPLY INTL INC NEW COM 24903010 10806 185831 SH SHARED 185831 D DENTSPLY INTL INC NEW COM 24903010 1686 29000 SH SHARED 01 29000 D DENTSPLY INTL INC NEW COM 24903010 2070 35600 SH SHARED 02 35600 D DENTSPLY INTL INC NEW COM 24903010 143 2460 SH SHARED 06 2460 D DENTSPLY INTL INC NEW COM 24903010 8327 143200 SH SHARED 10 142500 700 D DENTSPLY INTL INC NEW COM 24903010 267 4596 SH SHARED 14 4596 D DENTSPLY INTL INC NEW COM 24903010 110 1900 SH SHARED 17 1300 600 D DESCARTES SYS GROUP INC COM 24990610 252 66700 SH SHARED 66700 D DEPOMED INC COM 24990810 62 9500 SH SHARED 9500 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 1298 36742 SH SHARED 36742 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 441 12500 SH SHR/OTHR 12500 D DESERT SUN MNG CORP COM 25043V10 1656 300000 SH SHARED 04 300000 D DESIGN WITHIN REACH INC COM 25055710 5 900 SH SHARED 900 D DESIGN WITHIN REACH INC COM 25055710 36 6400 SH SHARED 17 6400 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 165 9828 SH SHARED 9828 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 30 1800 SH SHR/OTHR 1800 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 6851 125141 SH SHARED 125141 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 2321 42400 SH SHARED 01 300 42100 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 2660 48600 SH SHARED 02 48600 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 60 1100 SH SHARED 10 1100 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 5 100 SH SHARED 17 100 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 87 79000 PRN SHARED 79000 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 11 10000 PRN SHR/OTHR 01 10000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 122 110000 PRN SHARED 02 110000 D DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB 3667 3246000 PRN SHARED 3246000 D DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB 559 495000 PRN SHARED 02 495000 D DEVON ENERGY CORP NEW COM 25179M10 90439 1478498 SH SHARED 1475448 3050 D DEVON ENERGY CORP NEW COM 25179M10 342 5600 SH SHR/OTHR 5600 D DEVON ENERGY CORP NEW COM 25179M10 5904 96525 SH SHARED 01 2640 93885 D DEVON ENERGY CORP NEW COM 25179M10 4 75 SH SHR/OTHR 01 75 D DEVON ENERGY CORP NEW COM 25179M10 13142 214852 SH SHARED 02 212952 1900 D DEVON ENERGY CORP NEW COM 25179M10 5436 88868 SH SHARED 06 88868 D DEVON ENERGY CORP NEW COM 25179M10 96662 1580231 SH SHARED 10 391243 866600 322388 D DEVON ENERGY CORP NEW COM 25179M10 550 9005 SH SHARED 14 9005 D DEVON ENERGY CORP NEW COM 25179M10 283438 4633613 SH SHARED 17 4623813 9800 D DEVRY INC DEL COM 25189310 387 17000 SH SHARED 17000 D DEVRY INC DEL COM 25189310 546 24000 SH SHARED 01 24000 D DEVRY INC DEL COM 25189310 491 21600 SH SHARED 02 21600 D DEVRY INC DEL COM 25189310 1505 66100 SH SHARED 14 66100 D DEVRY INC DEL COM 25189310 532 23400 SH SHARED 17 23400 D DEXCOM INC COM 25213110 8 400 SH SHARED 400 D DEXCOM INC COM 25213110 1986 98000 SH SHARED 04 98000 D DEXCOM INC COM 25213110 6 311 SH SHARED 17 311 D DIAGEO P L C SPON ADR NEW 25243Q20 19 300 SH SHARED 300 D DIAGEO P L C SPON ADR NEW 25243Q20 832 13130 SH SHARED 10 13130 D DIAGEO P L C SPON ADR NEW 25243Q20 7392 116542 SH SHARED 17 94742 21800 D DIAGNOSTIC PRODS CORP COM 25245010 71 1500 SH SHARED 1500 D DIAGNOSTIC PRODS CORP COM 25245010 47 1000 SH SHARED 10 1000 D DIAGNOSTIC PRODS CORP COM 25245010 519 10900 SH SHARED 17 9300 1600 D DIAMOND FOODS INC COM 25260310 6 400 SH SHARED 400 D DIAMOND FOODS INC COM 25260310 4053 236100 SH SHARED 10 236100 D DIAMOND FOODS INC COM 25260310 184 10746 SH SHARED 17 10746 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 5973 3252000 PRN SHARED 3252000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 7805 4249000 PRN SHARED 02 4249000 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 98586 1101520 SH SHARED 1101520 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 77 870 SH SHARED 01 870 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 2101 23484 SH SHARED 02 23484 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 3714 41500 SH SHARED 04 41500 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 16888 188700 SH SHARED 06 188700 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 12923 144400 SH SHARED 10 144400 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 250 2800 SH SHARED 14 2800 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1420 15870 SH SHARED 17 15170 700 D DIAMONDCLUSTER INTL INC COM 25278P10 87 8200 SH SHARED 8200 D DIAMONDCLUSTER INTL INC COM 25278P10 54 5100 SH SHARED 01 5100 D DIAMONDCLUSTER INTL INC COM 25278P10 162 15200 SH SHARED 17 15200 D DIAMONDROCK HOSPITALITY CO COM 25278430 517 37490 SH SHARED 37490 D DIAMONDROCK HOSPITALITY CO COM 25278430 22771 1648900 SH SHARED 11 1648900 D DIAMONDROCK HOSPITALITY CO COM 25278430 91 6600 SH SHARED 17 6600 D DIAMONDS TR UNIT SER 1 25278710 88747 797300 SH SHARED 797300 D DICKS SPORTING GOODS INC NOTE 1.606% 2/1 253393AB 143 188000 PRN SHARED 02 188000 D DICKS SPORTING GOODS INC COM 25339310 150 3800 SH SHARED 3800 D DICKS SPORTING GOODS INC COM 25339310 170 4300 SH SHARED 02 4300 D DICKS SPORTING GOODS INC COM 25339310 154 3900 SH SHARED 17 3900 D DIEBOLD INC COM 25365110 22165 539300 SH SHARED 539300 D DIEBOLD INC COM 25365110 1043 25400 SH SHARED 01 25400 D DIEBOLD INC COM 25365110 49 1198 SH SHR/OTHR 01 1198 D DIEBOLD INC COM 25365110 1282 31200 SH SHARED 02 31200 D DIEBOLD INC COM 25365110 1167 28400 SH SHARED 14 28400 D DIEBOLD INC COM 25365110 494 12030 SH SHARED 17 11530 500 D DIGENE CORP COM 25375210 46 1200 SH SHARED 1200 D DIGENE CORP COM 25375210 101 2600 SH SHARED 01 2600 D DIGENE CORP COM 25375210 175 4500 SH SHARED 02 4500 D DIGENE CORP COM 25375210 1790 45800 SH SHARED 10 45800 D DIGENE CORP COM 25375210 4527 115800 SH SHARED 17 81400 34400 D DIGI INTL INC COM 25379810 16 1400 SH SHARED 1400 D DIGI INTL INC COM 25379810 133 11400 SH SHARED 17 11400 D DIGITAL INSIGHT CORP COM 25385P10 866 23800 SH SHARED 23800 D DIGITAL INSIGHT CORP COM 25385P10 313 8607 SH SHARED 02 8607 D DIGITAL INSIGHT CORP COM 25385P10 554 15222 SH SHARED 17 15222 D DIGITAL RLTY TR INC COM 25386810 4281 152000 SH SHARED 152000 D DIGITAL RLTY TR INC COM 25386810 121 4300 SH SHARED 01 4300 D DIGITAL RLTY TR INC COM 25386810 136359 4840600 SH SHARED 11 4840600 D DIGITAL RLTY TR INC COM 25386810 135 4800 SH SHARED 17 4800 D DIGITAL RIV INC COM 25388B10 1264 29000 SH SHARED 29000 D DIGITAL RIV INC COM 25388B10 3687 84550 SH SHARED 01 68100 16450 D DIGITAL RIV INC COM 25388B10 52 1200 SH SHR/OTHR 01 1200 D DIGITAL RIV INC COM 25388B10 953 21866 SH SHARED 02 21866 D DIGITAL RIV INC COM 25388B10 13864 317930 SH SHARED 10 317930 D DIGITAL RIV INC COM 25388B10 24931 571700 SH SHARED 17 413500 158200 D DIGITAS INC COM 25388K10 11602 805700 SH SHARED 805700 D DIGITAS INC COM 25388K10 3744 260000 SH SHARED 04 260000 D DIGITAS INC COM 25388K10 17 1200 SH SHARED 14 1200 D DIGITAS INC COM 25388K10 478 33200 SH SHARED 17 33200 D DIGITAL GENERATION SYS INC COM 25392110 0 800 SH SHARED 800 D DIGITAL GENERATION SYS INC COM 25392110 175 250000 SH SHARED 02 250000 D DIME CMNTY BANCSHARES COM 25392210 25 1800 SH SHARED 1800 D DIME CMNTY BANCSHARES COM 25392210 9 675 SH SHR/OTHR 675 D DIME CMNTY BANCSHARES COM 25392210 2 150 SH SHARED 01 150 D DIME CMNTY BANCSHARES COM 25392210 210 14669 SH SHARED 17 14669 D DILLARDS INC CL A 25406710 88269 3389777 SH SHARED 3389777 D DILLARDS INC CL A 25406710 351 13501 SH SHARED 01 13501 D DILLARDS INC CL A 25406710 898 34514 SH SHARED 02 34514 D DILLARDS INC CL A 25406710 62 2400 SH SHARED 06 2400 D DILLARDS INC CL A 25406710 1380 53019 SH SHARED 17 53019 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 144 848919 SH SHARED 848919 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 3 19500 SH SHARED 01 19500 D DIODES INC COM 25454310 49 1200 SH SHARED 1200 D DIODES INC COM 25454310 95 2300 SH SHARED 01 2300 D DIODES INC COM 25454310 1917 46200 SH SHARED 10 46200 D DIODES INC COM 25454310 1909 46000 SH SHARED 17 8400 37600 D DIONEX CORP COM 25454610 79 1300 SH SHARED 1300 D DIONEX CORP COM 25454610 55 900 SH SHARED 01 900 D DIONEX CORP COM 25454610 73 1200 SH SHARED 10 1200 D DIONEX CORP COM 25454610 692 11260 SH SHARED 17 9360 1900 D DIRECT GEN CORP COM 25456W20 338 19914 SH SHARED 19914 D DIRECT GEN CORP COM 25456W20 67 3995 SH SHARED 01 3995 D DIRECT GEN CORP COM 25456W20 182 10700 SH SHARED 17 7800 2900 D DIRECTV GROUP INC COM 25459L10 2712 165392 SH SHARED 165392 D DIRECTV GROUP INC COM 25459L10 48 2944 SH SHR/OTHR 2944 D DIRECTV GROUP INC COM 25459L10 229 14018 SH SHARED 01 14018 D DIRECTV GROUP INC COM 25459L10 1066 65026 SH SHARED 02 65026 D DIRECTV GROUP INC COM 25459L10 462 28204 SH SHARED 06 28204 D DIRECTV GROUP INC COM 25459L10 146 8955 SH SHARED 10 8955 D DIRECTV GROUP INC COM 25459L10 820 50000 SH SHARED 15 50000 D DIRECTV GROUP INC COM 25459L10 513 31300 SH SHARED 17 20500 10800 D DISCOVERY LABORATORIES INC N COM 25466810 30 4100 SH SHARED 4100 D DISCOVERY LABORATORIES INC N COM 25466810 29 4000 SH SHARED 01 4000 D DISCOVERY LABORATORIES INC N COM 25466810 2119 289200 SH SHARED 10 289200 D DISCOVERY LABORATORIES INC N COM 25466810 969 132300 SH SHARED 17 27800 104500 D DISCOVERY HOLDING CO CL A COM 25468Y10 7269 484628 SH SHARED 480674 3954 D DISCOVERY HOLDING CO CL A COM 25468Y10 208 13907 SH SHR/OTHR 13907 D DISCOVERY HOLDING CO CL A COM 25468Y10 150 10011 SH SHARED 01 10011 D DISCOVERY HOLDING CO CL A COM 25468Y10 2 154 SH SHR/OTHR 01 154 D DISCOVERY HOLDING CO CL A COM 25468Y10 421 28100 SH SHARED 02 28100 D DISCOVERY HOLDING CO CL A COM 25468Y10 135 9049 SH SHARED 06 9049 D DISCOVERY HOLDING CO CL A COM 25468Y10 33 2227 SH SHARED 10 660 1567 D DISCOVERY HOLDING CO CL A COM 25468Y10 1995 133000 SH SHARED 14 133000 D DISCOVERY HOLDING CO CL A COM 25468Y10 1339 89305 SH SHARED 17 87895 1410 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 2360 2200000 PRN SHARED 2200000 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 25644 23900000 PRN SHARED 04 23900000 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 3701 3450000 PRN SHARED 06 3450000 D DISNEY WALT CO COM DISNEY 25468710 153532 5504928 SH SHARED 5471607 33321 D DISNEY WALT CO COM DISNEY 25468710 4388 157339 SH SHR/OTHR 157339 D DISNEY WALT CO COM DISNEY 25468710 17190 616354 SH SHARED 01 21705 594649 D DISNEY WALT CO COM DISNEY 25468710 2761 99021 SH SHR/OTHR 01 99021 D DISNEY WALT CO COM DISNEY 25468710 29489 1057365 SH SHARED 02 1055665 1700 D DISNEY WALT CO COM DISNEY 25468710 1004 36034 SH SHARED 04 36034 D DISNEY WALT CO COM DISNEY 25468710 4443 159337 SH SHARED 06 159337 D DISNEY WALT CO COM DISNEY 25468710 6000 215159 SH SHARED 10 193300 21859 D DISNEY WALT CO COM DISNEY 25468710 3233 115920 SH SHARED 14 115920 D DISNEY WALT CO COM DISNEY 25468710 3681 132000 SH SHARED 16 132000 D DISNEY WALT CO COM DISNEY 25468710 23380 838310 SH SHARED 17 808010 30300 D DISNEY WALT CO COM DISNEY 25468710 8556 306801 SH SHARED 18 306801 D DISNEY WALT CO COM DISNEY 25468710 50 1800 SH SHARED 19 1800 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 376 19392 SH SHARED 19392 D DITECH COMMUNICATIONS CORP COM 25500M10 21 2100 SH SHARED 2100 D DITECH COMMUNICATIONS CORP COM 25500M10 169 16200 SH SHARED 17 16200 D DIVERSA CORP COM 25506410 13 1500 SH SHARED 1500 D DIVERSA CORP COM 25506410 78 8600 SH SHARED 17 8600 D DIVERSIFIED INCOME STRAT PTF COM 25525110 980 54651 SH SHARED 54651 D DIXIE GROUP INC CL A 25551910 11 800 SH SHARED 800 D DIXIE GROUP INC CL A 25551910 90 6020 SH SHARED 17 6020 D DOBSON COMMUNICATIONS CORP CL A 25606910 1801 224649 SH SHARED 224649 D DOBSON COMMUNICATIONS CORP CL A 25606910 342 42700 SH SHARED 01 42700 D DOBSON COMMUNICATIONS CORP CL A 25606910 284 35500 SH SHR/OTHR 01 35500 D DOBSON COMMUNICATIONS CORP CL A 25606910 447 55800 SH SHARED 17 55800 D DR REDDYS LABS LTD ADR 25613520 4207 134000 SH SHARED 134000 D DR REDDYS LABS LTD ADR 25613520 94 3000 SH SHARED 19 3000 D DOLBY LABORATORIES INC COM 25659T10 58 2800 SH SHARED 02 2800 D DOLBY LABORATORIES INC COM 25659T10 173 8300 SH SHARED 17 8300 D DOLLAR GEN CORP COM 25666910 10732 607372 SH SHARED 566100 41272 D DOLLAR GEN CORP COM 25666910 1169 66200 SH SHARED 01 66200 D DOLLAR GEN CORP COM 25666910 4628 261950 SH SHARED 02 261950 D DOLLAR GEN CORP COM 25666910 341 19341 SH SHARED 06 19341 D DOLLAR GEN CORP COM 25666910 1454 82289 SH SHARED 10 81700 589 D DOLLAR GEN CORP COM 25666910 221 12550 SH SHARED 14 12550 D DOLLAR GEN CORP COM 25666910 2382 134820 SH SHARED 17 133620 1200 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 394 8700 SH SHARED 8700 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 549 12100 SH SHARED 01 12100 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 4 100 SH SHARED 02 100 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 930 20500 SH SHARED 10 20500 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 1112 24500 SH SHARED 17 10200 14300 D DOLLAR TREE STORES INC COM 25674710 823 29745 SH SHARED 29545 200 D DOLLAR TREE STORES INC COM 25674710 1138 41150 SH SHARED 01 41150 D DOLLAR TREE STORES INC COM 25674710 1355 49000 SH SHARED 02 49000 D DOLLAR TREE STORES INC COM 25674710 104 3763 SH SHARED 14 3763 D DOLLAR TREE STORES INC COM 25674710 141 5100 SH SHARED 17 5100 D DOMINION HOMES INC COM 25738610 0 25 SH SHARED 25 D DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT 633 624000 PRN SHARED 02 624000 D DOMINION RES INC VA NEW COM 25746U10 48038 695902 SH SHARED 679477 16425 D DOMINION RES INC VA NEW COM 25746U10 1636 23705 SH SHR/OTHR 23705 D DOMINION RES INC VA NEW COM 25746U10 6274 90893 SH SHARED 01 900 89993 D DOMINION RES INC VA NEW COM 25746U10 1001 14511 SH SHR/OTHR 01 14511 D DOMINION RES INC VA NEW COM 25746U10 8398 121666 SH SHARED 02 121666 D DOMINION RES INC VA NEW COM 25746U10 82836 1200000 SH SHARED 04 1200000 D DOMINION RES INC VA NEW COM 25746U10 1550 22460 SH SHARED 06 22460 D DOMINION RES INC VA NEW COM 25746U10 7308 105872 SH SHARED 10 5327 100545 D DOMINION RES INC VA NEW COM 25746U10 32 472 SH SHARED 14 472 D DOMINION RES INC VA NEW COM 25746U10 4141 60000 SH SHARED 16 60000 D DOMINION RES INC VA NEW COM 25746U10 11150 161535 SH SHARED 17 141335 20200 D DOMINOS PIZZA INC COM 25754A20 1161 40700 SH SHARED 40700 D DOMINOS PIZZA INC COM 25754A20 1658 58100 SH SHARED 10 58100 D DOMINOS PIZZA INC COM 25754A20 2252 78900 SH SHARED 17 22800 56100 D DOMTAR INC COM 25756110 819 115000 SH SHARED 115000 D DOMTAR INC COM 25756110 267 37540 SH SHARED 01 37540 D DOMTAR INC COM 25756110 1079 151354 SH SHARED 02 151354 D DOMTAR INC COM 25756110 2913 408610 SH SHARED 10 408610 D DOMTAR INC COM 25756110 844 118400 SH SHARED 17 118400 D DONALDSON INC COM 25765110 19138 566400 SH SHARED 566400 D DONALDSON INC COM 25765110 929 27500 SH SHARED 01 27500 D DONALDSON INC COM 25765110 1294 38300 SH SHARED 02 38300 D DONEGAL GROUP INC CL A 25770120 18 700 SH SHARED 700 D DONEGAL GROUP INC CL A 25770120 50 1925 SH SHARED 17 1925 D DONNELLEY R R & SONS CO COM 25786710 12383 378457 SH SHARED 369000 9457 D DONNELLEY R R & SONS CO COM 25786710 93 2866 SH SHR/OTHR 2866 D DONNELLEY R R & SONS CO COM 25786710 1324 40479 SH SHARED 01 40479 D DONNELLEY R R & SONS CO COM 25786710 36 1110 SH SHR/OTHR 01 1110 D DONNELLEY R R & SONS CO COM 25786710 3234 98854 SH SHARED 02 98854 D DONNELLEY R R & SONS CO COM 25786710 471 14420 SH SHARED 06 14420 D DONNELLEY R R & SONS CO COM 25786710 9 295 SH SHARED 10 295 D DONNELLEY R R & SONS CO COM 25786710 3329 101750 SH SHARED 17 99450 2300 D DORAL FINL CORP COM 25811P10 357 30913 SH SHARED 30913 D DORAL FINL CORP COM 25811P10 75 6500 SH SHARED 10 6500 D DORAL FINL CORP COM 25811P10 507 43900 SH SHARED 17 33600 10300 D DOT HILL SYS CORP COM 25848T10 1359 191494 SH SHARED 191494 D DOT HILL SYS CORP COM 25848T10 148 20900 SH SHARED 17 20900 D DOV PHARMACEUTICAL INC COM 25985810 95 6000 SH SHARED 6000 D DOV PHARMACEUTICAL INC COM 25985810 2449 153312 SH SHARED 153312 D DOV PHARMACEUTICAL INC COM 25985810 84 5300 SH SHARED 02 5300 D DOV PHARMACEUTICAL INC COM 25985810 8229 515000 SH SHARED 04 515000 D DOV PHARMACEUTICAL INC COM 25985810 3322 207900 SH SHARED 10 207900 D DOV PHARMACEUTICAL INC COM 25985810 57 3600 SH SHARED 14 3600 D DOV PHARMACEUTICAL INC COM 25985810 178 11200 SH SHARED 17 11200 D DOVER CORP COM 26000310 19984 411545 SH SHARED 387310 24235 D DOVER CORP COM 26000310 51 1070 SH SHR/OTHR 1070 D DOVER CORP COM 26000310 10099 207985 SH SHARED 01 131710 76275 D DOVER CORP COM 26000310 233 4800 SH SHR/OTHR 01 4800 D DOVER CORP COM 26000310 3628 74727 SH SHARED 02 72127 2600 D DOVER CORP COM 26000310 635 13090 SH SHARED 06 13090 D DOVER CORP COM 26000310 100641 2072515 SH SHARED 10 1813670 258845 D DOVER CORP COM 26000310 184 3800 SH SHR/OTHR 10 3800 D DOVER CORP COM 26000310 3229 66500 SH SHARED 14 66500 D DOVER CORP COM 26000310 3438 70800 SH SHARED 15 70800 D DOVER CORP COM 26000310 6146 126573 SH SHARED 17 124273 2300 D DOVER DOWNS GAMING & ENTMT I COM 26009510 15 700 SH SHARED 700 D DOVER DOWNS GAMING & ENTMT I COM 26009510 70 3240 SH SHARED 17 3240 D DOVER MOTORSPORTS INC COM 26017410 6 1100 SH SHARED 1100 D DOVER MOTORSPORTS INC COM 26017410 17 3200 SH SHARED 17 3200 D DOW CHEM CO COM 26054310 73 1800 SH SHARED 1800 D DOW CHEM CO COM 26054310 169110 4165283 SH SHARED 4150567 14716 D DOW CHEM CO COM 26054310 3240 79817 SH SHR/OTHR 79817 D DOW CHEM CO COM 26054310 11150 274647 SH SHARED 01 38780 235867 D DOW CHEM CO COM 26054310 1061 26149 SH SHR/OTHR 01 26149 D DOW CHEM CO COM 26054310 24485 603089 SH SHARED 02 603089 D DOW CHEM CO COM 26054310 3461 85255 SH SHARED 06 85255 D DOW CHEM CO COM 26054310 90701 2234037 SH SHARED 10 574210 1653350 6477 D DOW CHEM CO COM 26054310 1072 26410 SH SHARED 14 26410 D DOW CHEM CO COM 26054310 759 18700 SH SHARED 15 18700 D DOW CHEM CO COM 26054310 20001 492657 SH SHARED 17 467652 25005 D DOW CHEM CO COM 26054310 231 5700 SH SHARED 19 5700 D DOW JONES & CO INC COM 26056110 23929 608900 SH SHARED 608900 D DOW JONES & CO INC COM 26056110 31 800 SH SHR/OTHR 800 D DOW JONES & CO INC COM 26056110 766 19500 SH SHARED 01 19500 D DOW JONES & CO INC COM 26056110 770 19600 SH SHARED 02 19600 D DOW JONES & CO INC COM 26056110 4323 110000 SH SHARED 04 110000 D DOW JONES & CO INC COM 26056110 126 3220 SH SHARED 06 3220 D DOW JONES & CO INC COM 26056110 985 25083 SH SHARED 17 23583 1500 D DOWNEY FINL CORP COM 26101810 141 2100 SH SHARED 01 2100 D DOWNEY FINL CORP COM 26101810 141 2100 SH SHARED 02 2100 D DOWNEY FINL CORP COM 26101810 329 4900 SH SHARED 17 4900 D DRDGOLD LTD SPONSORED ADR 26152H10 199 128700 SH SHARED 128700 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 113 4300 SH SHARED 02 4300 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 581 22000 SH SHARED 17 22000 D DREMAN/CLAYMORE DIVID & INC COM 26153R10 715 38081 SH SHARED 38081 D DRESS BARN INC NOTE 2.500%12/1 261570AB 1186 500000 PRN SHARED 02 500000 D DRESS BARN INC COM 26157010 62 1300 SH SHARED 1300 D DRESS BARN INC COM 26157010 589 12300 SH SHARED 17 12300 D DRESSER-RAND GROUP INC COM 26160810 44 1800 SH SHARED 01 1800 D DRESSER-RAND GROUP INC COM 26160810 18 750 SH SHR/OTHR 01 750 D DRESSER-RAND GROUP INC COM 26160810 683 27500 SH SHARED 02 27500 D DRESSER-RAND GROUP INC COM 26160810 6210 249900 SH SHARED 10 249900 D DRESSER-RAND GROUP INC COM 26160810 124 5000 SH SHARED 17 5000 D DREW INDS INC COM NEW 26168L20 35 1000 SH SHARED 1000 D DREW INDS INC COM NEW 26168L20 277 7800 SH SHARED 17 7800 D DREYFUS STRATEGIC MUNS INC COM 26193210 17 2000 SH SHARED 01 2000 D DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S10 57 14312 SH SHARED 14312 D DRIL-QUIP INC COM 26203710 35 500 SH SHARED 500 D DRIL-QUIP INC COM 26203710 70 1000 SH SHARED 01 1000 D DRIL-QUIP INC COM 26203710 333 4700 SH SHARED 17 2400 2300 D DRUGSTORE COM INC COM 26224110 193 62600 SH SHARED 62600 D DRUGSTORE COM INC COM 26224110 91 29700 SH SHARED 17 29700 D DU PONT E I DE NEMOURS & CO COM 26353410 5037 119350 SH SHARED 119350 D DU PONT E I DE NEMOURS & CO COM 26353410 173901 4119913 SH SHARED 4049470 70443 D DU PONT E I DE NEMOURS & CO COM 26353410 8213 194584 SH SHR/OTHR 194584 D DU PONT E I DE NEMOURS & CO COM 26353410 22274 527698 SH SHARED 01 213691 314007 D DU PONT E I DE NEMOURS & CO COM 26353410 3492 82741 SH SHR/OTHR 01 82741 D DU PONT E I DE NEMOURS & CO COM 26353410 25496 604041 SH SHARED 02 601741 2300 D DU PONT E I DE NEMOURS & CO COM 26353410 59 1400 SH SHARED 04 1400 D DU PONT E I DE NEMOURS & CO COM 26353410 3959 93799 SH SHARED 06 93799 D DU PONT E I DE NEMOURS & CO COM 26353410 175649 4161333 SH SHARED 10 3393400 767933 D DU PONT E I DE NEMOURS & CO COM 26353410 265 6300 SH SHR/OTHR 10 6300 D DU PONT E I DE NEMOURS & CO COM 26353410 3568 84551 SH SHARED 14 84551 D DU PONT E I DE NEMOURS & CO COM 26353410 5457 129300 SH SHARED 15 129300 D DU PONT E I DE NEMOURS & CO COM 26353410 18584 440296 SH SHARED 17 423896 16400 D DU PONT E I DE NEMOURS & CO COM 26353410 25 600 SH SHARED 19 600 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 30639 24951000 PRN SHARED 02 24951000 D DUKE ENERGY CORP COM 26439910 57230 1963309 SH SHARED 1953014 10295 D DUKE ENERGY CORP COM 26439910 220 7550 SH SHR/OTHR 7550 D DUKE ENERGY CORP COM 26439910 6883 236141 SH SHARED 01 6134 230007 D DUKE ENERGY CORP COM 26439910 401 13760 SH SHR/OTHR 01 13760 D DUKE ENERGY CORP COM 26439910 10314 353858 SH SHARED 02 353858 D DUKE ENERGY CORP COM 26439910 2159 74070 SH SHARED 06 74070 D DUKE ENERGY CORP COM 26439910 5405 185453 SH SHARED 10 163500 21953 D DUKE ENERGY CORP COM 26439910 643 22064 SH SHARED 14 22064 D DUKE ENERGY CORP COM 26439910 15645 536719 SH SHARED 17 383819 152900 D DUKE REALTY CORP COM NEW 26441150 3 100 SH SHARED 100 D DUKE REALTY CORP COM NEW 26441150 75 2000 SH SHARED 01 2000 D DUKE REALTY CORP COM NEW 26441150 10 270 SH SHR/OTHR 01 270 D DUKE REALTY CORP COM NEW 26441150 512 13500 SH SHARED 02 13500 D DUKE REALTY CORP COM NEW 26441150 5 154 SH SHARED 10 154 D DUKE REALTY CORP COM NEW 26441150 118498 3122500 SH SHARED 11 3122500 D DUKE REALTY CORP COM NEW 26441150 3 100 SH SHARED 17 100 D DUN & BRADSTREET CORP DEL NE COM 26483E10 9186 119800 SH SHARED 119500 300 D DUN & BRADSTREET CORP DEL NE COM 26483E10 3267 42612 SH SHR/OTHR 42612 D DUN & BRADSTREET CORP DEL NE COM 26483E10 3768 49151 SH SHARED 01 10310 38841 D DUN & BRADSTREET CORP DEL NE COM 26483E10 535 6980 SH SHR/OTHR 01 6980 D DUN & BRADSTREET CORP DEL NE COM 26483E10 3160 41214 SH SHARED 02 41214 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2530 33000 SH SHARED 04 33000 D DUN & BRADSTREET CORP DEL NE COM 26483E10 252 3287 SH SHARED 06 3287 D DUN & BRADSTREET CORP DEL NE COM 26483E10 255 3331 SH SHARED 14 3331 D DUN & BRADSTREET CORP DEL NE COM 26483E10 4271 55700 SH SHARED 17 55700 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 315 131278 SH SHARED 131278 D DUQUESNE LT HLDGS INC COM 26623310 831 50380 SH SHARED 34100 16280 D DUQUESNE LT HLDGS INC COM 26623310 12 750 SH SHR/OTHR 750 D DUQUESNE LT HLDGS INC COM 26623310 488 29600 SH SHARED 01 29600 D DUQUESNE LT HLDGS INC COM 26623310 445 27000 SH SHARED 02 27000 D DUQUESNE LT HLDGS INC COM 26623310 69 4200 SH SHARED 10 4200 D DUQUESNE LT HLDGS INC COM 26623310 676 41000 SH SHARED 17 32200 8800 D DURATEK INC COM 26658Q10 2211 101000 SH SHARED 101000 D DURATEK INC COM 26658Q10 20412 932100 SH SHARED 17 932100 D DURBAN ROODEPOORT DEEP LTD NOTE 6.000%11/1 266597AB 4254 4585000 PRN SHARED 4585000 D DURECT CORP NOTE 6.250% 6/1 266605AB 1167 575000 PRN SHARED 575000 D DURECT CORP COM 26660510 17 2800 SH SHARED 2800 D DURECT CORP COM 26660510 61 9600 SH SHARED 01 9600 D DURECT CORP COM 26660510 1282 201600 SH SHARED 10 201600 D DURECT CORP COM 26660510 138 21800 SH SHARED 17 21800 D DUSA PHARMACEUTICALS INC COM 26689810 8 1200 SH SHARED 1200 D DUSA PHARMACEUTICALS INC COM 26689810 70 10000 SH SHARED 17 10000 D DYAX CORP COM 26746E10 209 36086 SH SHARED 36086 D DYCOM INDS INC COM 26747510 252 11900 SH SHARED 11900 D DYCOM INDS INC COM 26747510 380 17900 SH SHARED 01 17900 D DYCOM INDS INC COM 26747510 378 17800 SH SHARED 02 17800 D DYCOM INDS INC COM 26747510 55 2600 SH SHARED 10 2600 D DYCOM INDS INC COM 26747510 439 20666 SH SHARED 17 16466 4200 D DYNACQ HEALTHCARE INC COM 26779V10 0 4 SH SHARED 02 4 D DYNAMEX INC COM 26784F10 15 800 SH SHARED 800 D DYNAMEX INC COM 26784F10 51 2680 SH SHARED 17 2680 D DYNAMIC MATLS CORP COM 26788810 17 500 SH SHARED 500 D DYNAMIC MATLS CORP COM 26788810 21 600 SH SHARED 01 600 D DYNAMIC MATLS CORP COM 26788810 434 12200 SH SHARED 02 12200 D DYNAMIC MATLS CORP COM 26788810 106 3000 SH SHARED 17 3000 D DYNAVAX TECHNOLOGIES CORP COM 26815810 62 10300 SH SHARED 10300 D DYNAVAX TECHNOLOGIES CORP COM 26815810 17 2973 SH SHARED 02 2973 D DYNEGY INC NEW CL A 26816Q10 5322 1108800 SH SHARED 1108800 D DYNEGY INC NEW CL A 26816Q10 682 142100 SH SHARED 01 142100 D DYNEGY INC NEW CL A 26816Q10 505 105405 SH SHARED 02 105405 D DYNEGY INC NEW CL A 26816Q10 50 10500 SH SHARED 06 10500 D DYNEGY INC NEW CL A 26816Q10 16382 3413033 SH SHARED 17 3413033 D ECC CAPITAL CORP COM 26826M10 4550 2993800 SH SHARED 2993800 D ECC CAPITAL CORP COM 26826M10 56 36880 SH SHARED 17 36880 D EDAP TMS S A SPONSORED ADR 26831110 8 500 SH SHARED 500 D EDP ENERGIAS DE PORTUGAL S A SPONSORED ADR 26835310 292 7477 SH SHARED 7477 D EFJ INC COM 26843B10 110 10200 SH SHARED 17 10200 D EGL INC COM 26848410 94 2100 SH SHARED 2100 D EGL INC COM 26848410 238 5300 SH SHARED 01 5300 D EGL INC COM 26848410 2614 58100 SH SHARED 10 58100 D EGL INC COM 26848410 2433 54080 SH SHARED 17 17380 36700 D E M C CORP MASS COM 26864810 280 20600 SH SHARED 15000 5600 D E M C CORP MASS COM 26864810 242414 17785330 SH SHARED 17564293 221037 D E M C CORP MASS COM 26864810 3199 234720 SH SHR/OTHR 234720 D E M C CORP MASS COM 26864810 21800 1599477 SH SHARED 01 767089 832388 D E M C CORP MASS COM 26864810 748 54883 SH SHR/OTHR 01 54883 D E M C CORP MASS COM 26864810 11403 836671 SH SHARED 02 836671 D E M C CORP MASS COM 26864810 126063 9249000 SH SHARED 04 9249000 D E M C CORP MASS COM 26864810 1767 129670 SH SHARED 05 129670 D E M C CORP MASS COM 26864810 55345 4060588 SH SHARED 06 4060588 D E M C CORP MASS COM 26864810 151969 11149657 SH SHARED 10 6373608 3917200 858849 D E M C CORP MASS COM 26864810 3351 245882 SH SHARED 14 245882 D E M C CORP MASS COM 26864810 2427 178100 SH SHARED 15 178100 D E M C CORP MASS COM 26864810 16194 1188139 SH SHARED 17 1161039 27100 D E M C CORP MASS COM 26864810 10659 782059 SH SHARED 19 782059 D EMC INS GROUP INC COM 26866410 11 400 SH SHARED 400 D EMC INS GROUP INC COM 26866410 41 1500 SH SHARED 01 1500 D EMC INS GROUP INC COM 26866410 86 3100 SH SHARED 10 3100 D EMC INS GROUP INC COM 26866410 25 900 SH SHARED 17 900 D EMS TECHNOLOGIES INC COM 26873N10 3467 192300 SH SHARED 10 192300 D EMS TECHNOLOGIES INC COM 26873N10 4576 253800 SH SHARED 17 253800 D ENSCO INTL INC COM 26874Q10 257 5000 SH SHARED 5000 D ENSCO INTL INC COM 26874Q10 26476 514616 SH SHARED 514616 D ENSCO INTL INC COM 26874Q10 41 800 SH SHR/OTHR 800 D ENSCO INTL INC COM 26874Q10 4075 79214 SH SHARED 01 18630 60584 D ENSCO INTL INC COM 26874Q10 8679 168707 SH SHARED 02 168707 D ENSCO INTL INC COM 26874Q10 40763 792300 SH SHARED 04 792300 D ENSCO INTL INC COM 26874Q10 4411 85750 SH SHARED 06 85750 D ENSCO INTL INC COM 26874Q10 24540 476985 SH SHARED 10 469760 7225 D ENSCO INTL INC COM 26874Q10 17 338 SH SHARED 14 338 D ENSCO INTL INC COM 26874Q10 6791 132000 SH SHARED 16 132000 D ENSCO INTL INC COM 26874Q10 2083 40500 SH SHARED 17 39100 1400 D ENI S P A SPONSORED ADR 26874R10 105 1855 SH SHARED 1855 D ENI S P A SPONSORED ADR 26874R10 24 425 SH SHARED 01 425 D EOG RES INC COM 26875P10 74259 1031378 SH SHARED 1031378 D EOG RES INC COM 26875P10 3780 52500 SH SHARED 01 600 51900 D EOG RES INC COM 26875P10 6210 86250 SH SHARED 02 86250 D EOG RES INC COM 26875P10 1162 16149 SH SHARED 06 16149 D EOG RES INC COM 26875P10 84652 1175728 SH SHARED 10 291232 730400 154096 D EOG RES INC COM 26875P10 24 335 SH SHARED 14 335 D EOG RES INC COM 26875P10 16960 235557 SH SHARED 17 231957 3600 D E ON AG SPONSORED ADR 26878010 6001 163966 SH SHARED 160000 3966 D E ON AG SPONSORED ADR 26878010 26 725 SH SHARED 01 725 D EPIX PHARMACEUTICALS INC COM 26881Q10 5 1500 SH SHARED 1500 D EPIX PHARMACEUTICALS INC COM 26881Q10 40 11600 SH SHARED 17 11600 D EPIQ SYS INC COM 26882D10 19 1000 SH SHARED 1000 D EPIQ SYS INC COM 26882D10 133 7000 SH SHARED 17 7000 D ESS TECHNOLOGY INC COM 26915110 43 13146 SH SHARED 13146 D E TRADE FINANCIAL CORP NOTE 6.000% 2/0 269246AB 1568 1375000 PRN SHARED 1375000 D E TRADE FINANCIAL CORP COM 26924610 50625 1876404 SH SHARED 1876404 D E TRADE FINANCIAL CORP COM 26924610 2877 106635 SH SHARED 01 18050 88585 D E TRADE FINANCIAL CORP COM 26924610 44 1649 SH SHR/OTHR 01 1649 D E TRADE FINANCIAL CORP COM 26924610 4058 150425 SH SHARED 02 150425 D E TRADE FINANCIAL CORP COM 26924610 81020 3003000 SH SHARED 04 3003000 D E TRADE FINANCIAL CORP COM 26924610 291 10800 SH SHARED 06 10800 D E TRADE FINANCIAL CORP COM 26924610 2320 86010 SH SHARED 10 86010 D E TRADE FINANCIAL CORP COM 26924610 944 35000 SH SHARED 14 35000 D E TRADE FINANCIAL CORP COM 26924610 55776 2067324 SH SHARED 17 2065124 2200 D EXCO RESOURCES INC COM 26927940 790 63125 SH SHARED 01 62550 575 D EXCO RESOURCES INC COM 26927940 211 16880 SH SHARED 02 16880 D EXCO RESOURCES INC COM 26927940 4283 341820 SH SHARED 10 341820 D EXCO RESOURCES INC COM 26927940 5364 428100 SH SHARED 17 428100 D EV3 INC COM 26928A20 1472 83173 SH SHR/OTHR 83173 D EV3 INC COM 26928A20 17 1000 SH SHARED 1000 D EV3 INC COM 26928A20 77 4353 SH SHARED 17 4353 D EAGLE BROADBAND INC COM 26943710 0 640 SH SHARED 640 D EAGLE HOSPITALITY PPTY TR IN COM 26959T10 14726 1461000 SH SHARED 11 1461000 D EAGLE MATERIALS INC COM 26969P10 3688 57845 SH SHARED 57845 D EAGLE MATERIALS INC COM 26969P10 20 315 SH SHARED 01 315 D EAGLE MATERIALS INC COM 26969P10 1029 16149 SH SHARED 02 16149 D EAGLE MATERIALS INC COM 26969P10 19 300 SH SHARED 06 300 D EAGLE MATERIALS INC COM 26969P10 133 2100 SH SHARED 10 2100 D EAGLE MATERIALS INC COM 26969P10 2314 36300 SH SHARED 17 28600 7700 D EAGLE MATERIALS INC CL B 26969P20 30505 478210 SH SHARED 478210 D EAGLE MATERIALS INC CL B 26969P20 68 1071 SH SHARED 01 1071 D EAGLE TEST SYS INC COM 27000610 15 1000 SH SHARED 1000 D EAGLE TEST SYS INC COM 27000610 412 26773 SH SHARED 04 26773 D EARTHLINK INC COM 27032110 1692 177182 SH SHARED 177182 D EARTHLINK INC COM 27032110 53 5600 SH SHARED 01 5600 D EARTHLINK INC COM 27032110 116 12212 SH SHARED 02 12212 D EARTHLINK INC COM 27032110 1217 127500 SH SHARED 10 127500 D EARTHLINK INC COM 27032110 1408 147500 SH SHARED 17 54600 92900 D EAST WEST BANCORP INC COM 27579R10 7 197 SH SHARED 197 D EAST WEST BANCORP INC COM 27579R10 15 400 SH SHARED 01 400 D EAST WEST BANCORP INC COM 27579R10 254 6600 SH SHARED 02 6600 D EASTGROUP PPTY INC COM 27727610 66 1400 SH SHARED 1400 D EASTGROUP PPTY INC COM 27727610 42 900 SH SHARED 01 900 D EASTGROUP PPTY INC COM 27727610 75 1600 SH SHARED 02 1600 D EASTGROUP PPTY INC COM 27727610 275 5800 SH SHARED 10 5800 D EASTGROUP PPTY INC COM 27727610 1067 22500 SH SHARED 11 22500 D EASTGROUP PPTY INC COM 27727610 834 17600 SH SHARED 17 7800 9800 D EASTMAN CHEM CO COM 27743210 59780 1168044 SH SHARED 1158650 9394 D EASTMAN CHEM CO COM 27743210 18 356 SH SHR/OTHR 356 D EASTMAN CHEM CO COM 27743210 501 9801 SH SHARED 01 9801 D EASTMAN CHEM CO COM 27743210 2580 50419 SH SHARED 02 50419 D EASTMAN CHEM CO COM 27743210 192 3763 SH SHARED 06 3763 D EASTMAN CHEM CO COM 27743210 252 4929 SH SHARED 14 4929 D EASTMAN CHEM CO COM 27743210 1991 38916 SH SHARED 17 37916 1000 D EASTMAN KODAK CO NOTE 3.375%10/1 277461BE 5315 5000000 PRN SHARED 5000000 D EASTMAN KODAK CO COM 27746110 40461 1422713 SH SHARED 1419588 3125 D EASTMAN KODAK CO COM 27746110 264 9300 SH SHR/OTHR 9300 D EASTMAN KODAK CO COM 27746110 1513 53203 SH SHARED 01 53203 D EASTMAN KODAK CO COM 27746110 28 1000 SH SHR/OTHR 01 1000 D EASTMAN KODAK CO COM 27746110 18052 634764 SH SHARED 02 634764 D EASTMAN KODAK CO COM 27746110 524 18437 SH SHARED 06 18437 D EASTMAN KODAK CO COM 27746110 85 2989 SH SHARED 10 2989 D EASTMAN KODAK CO COM 27746110 3453 121438 SH SHARED 17 114838 6600 D EASTMAN KODAK CO COM 27746110 11 400 SH SHARED 19 400 D EATON CORP COM 27805810 39170 536800 SH SHARED 536800 D EATON CORP COM 27805810 2765 37899 SH SHARED 01 37899 D EATON CORP COM 27805810 3815 52285 SH SHARED 02 52285 D EATON CORP COM 27805810 48050 658500 SH SHARED 04 658500 D EATON CORP COM 27805810 1128 15466 SH SHARED 06 15466 D EATON CORP COM 27805810 5565 76277 SH SHARED 10 76100 177 D EATON CORP COM 27805810 437 6000 SH SHARED 14 6000 D EATON CORP COM 27805810 4820 66059 SH SHARED 17 64659 1400 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 149 10000 SH SHARED 10000 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 29 2000 SH SHR/OTHR 01 2000 D EATON VANCE SR INCOME TR SH BEN INT 27826S10 871 107697 SH SHARED 107697 D EATON VANCE CORP COM NON VTG 27826510 1719 62800 SH SHARED 62800 D EATON VANCE CORP COM NON VTG 27826510 1295 47300 SH SHARED 01 47300 D EATON VANCE CORP COM NON VTG 27826510 1590 58100 SH SHARED 02 58100 D EATON VANCE CORP COM NON VTG 27826510 249 9100 SH SHARED 17 9100 D EATON VANCE INS MUN BD FD COM 27827X10 1 84 SH SHARED 84 D EATON VANCE FLTING RATE INC COM 27827910 1473 81476 SH SHARED 81476 D EATON VANCE FLTING RATE INC COM 27827910 90 5000 SH SHARED 01 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 948 52092 SH SHARED 52092 D EATON VANCE SH TM DR DIVR IN COM 27828V10 1150 68176 SH SHARED 68176 D EBAY INC COM 27864210 214428 5498156 SH SHARED 5481456 16700 D EBAY INC COM 27864210 150 3850 SH SHR/OTHR 3850 D EBAY INC COM 27864210 9939 254850 SH SHARED 01 254850 D EBAY INC COM 27864210 125 3226 SH SHR/OTHR 01 3226 D EBAY INC COM 27864210 15178 389200 SH SHARED 02 389200 D EBAY INC COM 27864210 39152 1003900 SH SHARED 04 1001100 2800 D EBAY INC COM 27864210 3038 77903 SH SHARED 06 77903 D EBAY INC COM 27864210 170501 4371830 SH SHARED 10 1850248 2229340 292242 D EBAY INC COM 27864210 902 23132 SH SHARED 14 23132 D EBAY INC COM 27864210 3120 80000 SH SHARED 15 80000 D EBAY INC COM 27864210 234 6000 SH SHARED 16 6000 D EBAY INC COM 27864210 22011 564400 SH SHARED 17 551000 13400 D EBAY INC COM 27864210 78 2000 SH SHARED 19 2000 D ECHELON CORP COM 27874N10 17 1900 SH SHARED 1900 D ECHELON CORP COM 27874N10 1 200 SH SHR/OTHR 01 200 D ECHELON CORP COM 27874N10 103 11000 SH SHARED 17 11000 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 6909 7000000 PRN SHARED 7000000 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 7282 7378000 PRN SHARED 02 7378000 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 5 5200 PRN SHARED 17 5200 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 21669 725445 SH SHARED 725445 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 155 5200 SH SHARED 01 5200 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 1946 65174 SH SHARED 02 65174 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 402 13474 SH SHARED 06 13474 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 49 1656 SH SHARED 10 1656 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 355 11908 SH SHARED 14 11908 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 203 6800 SH SHARED 17 700 6100 D ECLIPSYS CORP COM 27885610 1778 75315 SH SHARED 75315 D ECLIPSYS CORP COM 27885610 1815 76875 SH SHARED 01 76350 525 D ECLIPSYS CORP COM 27885610 31 1350 SH SHR/OTHR 01 1350 D ECLIPSYS CORP COM 27885610 10304 436440 SH SHARED 10 436440 D ECLIPSYS CORP COM 27885610 17204 728706 SH SHARED 17 465706 263000 D ECOLAB INC COM 27886510 12682 332000 SH SHARED 332000 D ECOLAB INC COM 27886510 792 20750 SH SHR/OTHR 20750 D ECOLAB INC COM 27886510 3190 83510 SH SHARED 01 23300 60210 D ECOLAB INC COM 27886510 251 6580 SH SHR/OTHR 01 6580 D ECOLAB INC COM 27886510 2372 62100 SH SHARED 02 62100 D ECOLAB INC COM 27886510 429 11250 SH SHARED 06 11250 D ECOLAB INC COM 27886510 52070 1363111 SH SHARED 10 329534 855500 178077 D ECOLAB INC COM 27886510 2830 74108 SH SHARED 17 73408 700 D ECOLLEGE COM COM 27887E10 18 1000 SH SHARED 1000 D ECOLLEGE COM COM 27887E10 162 8600 SH SHARED 17 8600 D EDGE PETE CORP DEL COM 27986210 29 1200 SH SHARED 1200 D EDGE PETE CORP DEL COM 27986210 179 7200 SH SHARED 02 7200 D EDGE PETE CORP DEL COM 27986210 1728 69200 SH SHARED 10 69200 D EDGE PETE CORP DEL COM 27986210 1171 46900 SH SHARED 17 8800 38100 D EDISON INTL COM 28102010 27007 655850 SH SHARED 652110 3740 D EDISON INTL COM 28102010 284 6900 SH SHR/OTHR 6900 D EDISON INTL COM 28102010 3207 77901 SH SHARED 01 77901 D EDISON INTL COM 28102010 4636 112589 SH SHARED 02 112589 D EDISON INTL COM 28102010 1291 31372 SH SHARED 06 31372 D EDISON INTL COM 28102010 2078 50479 SH SHARED 10 50479 D EDISON INTL COM 28102010 51 1245 SH SHARED 14 1245 D EDISON INTL COM 28102010 8851 214957 SH SHARED 17 144857 70100 D EDO CORP NOTE 4.000%11/1 281347AE 222682 2029000 SH SHARED 02 2029000 D EDO CORP COM 28134710 604 19600 SH SHARED 19600 D EDO CORP COM 28134710 67 2200 SH SHARED 01 2200 D EDO CORP COM 28134710 126 4100 SH SHARED 02 4100 D EDO CORP COM 28134710 13055 423200 SH SHARED 17 423200 D EDUCATE INC COM 28138P10 9 1100 SH SHARED 1100 D EDUCATE INC COM 28138P10 44 5251 SH SHARED 17 5251 D EDUCATION MGMT CORP COM 28139T10 11444 275100 SH SHARED 275100 D EDUCATION MGMT CORP COM 28139T10 18 450 SH SHR/OTHR 450 D EDUCATION MGMT CORP COM 28139T10 1048 25200 SH SHARED 01 25200 D EDUCATION MGMT CORP COM 28139T10 7599 182687 SH SHARED 02 182687 D EDUCATION MGMT CORP COM 28139T10 116 2800 SH SHARED 17 2800 D EDUCATION RLTY TR INC COM 28140H10 26 1700 SH SHARED 1700 D EDUCATION RLTY TR INC COM 28140H10 347 22690 SH SHARED 17 13890 8800 D EDWARDS LIFESCIENCES CORP DBCV 3.875% 5/1 28176EAB 1507 1515000 PRN SHARED 02 1515000 D EDWARDS LIFESCIENCES CORP COM 28176E10 578 13300 SH SHARED 13300 D EDWARDS LIFESCIENCES CORP COM 28176E10 522 12000 SH SHR/OTHR 12000 D EDWARDS LIFESCIENCES CORP COM 28176E10 1047 24079 SH SHARED 01 24079 D EDWARDS LIFESCIENCES CORP COM 28176E10 1152 26500 SH SHARED 02 26500 D EDWARDS LIFESCIENCES CORP COM 28176E10 1522 35000 SH SHARED 04 35000 D EDWARDS LIFESCIENCES CORP COM 28176E10 561 12900 SH SHARED 17 12900 D EDWARDS AG INC COM 28176010 7833 157100 SH SHARED 157100 D EDWARDS AG INC COM 28176010 1416 28400 SH SHARED 01 28400 D EDWARDS AG INC COM 28176010 1794 36000 SH SHARED 02 36000 D EDWARDS AG INC COM 28176010 14 300 SH SHARED 06 300 D EDWARDS AG INC COM 28176010 433 8700 SH SHARED 17 8700 D EFUNDS CORP COM 28224R10 2566 99340 SH SHARED 98374 966 D EFUNDS CORP COM 28224R10 29 1157 SH SHARED 01 1157 D EFUNDS CORP COM 28224R10 485 18800 SH SHARED 17 18800 D 8X8 INC NEW COM 28291410 457 261700 SH SHARED 261700 D EL PASO CORP COM 28336L10 59410 4930300 SH SHARED 4851868 78432 D EL PASO CORP COM 28336L10 2 166 SH SHR/OTHR 166 D EL PASO CORP COM 28336L10 2085 173047 SH SHARED 01 173047 D EL PASO CORP COM 28336L10 291 24195 SH SHR/OTHR 01 24195 D EL PASO CORP COM 28336L10 10639 882975 SH SHARED 02 882975 D EL PASO CORP COM 28336L10 37839 3140180 SH SHARED 06 3140180 D EL PASO CORP COM 28336L10 2019 167595 SH SHARED 10 164500 3095 D EL PASO CORP COM 28336L10 40 3358 SH SHARED 14 3358 D EL PASO CORP COM 28336L10 807 67000 SH SHARED 15 67000 D EL PASO CORP COM 28336L10 88837 7372387 SH SHARED 17 7369587 2800 D EL PASO ELEC CO COM NEW 28367785 60 3200 SH SHARED 3200 D EL PASO ELEC CO COM NEW 28367785 30 1600 SH SHARED 01 1600 D EL PASO ELEC CO COM NEW 28367785 53 2800 SH SHARED 02 2800 D EL PASO ELEC CO COM NEW 28367785 43 2300 SH SHARED 10 2300 D EL PASO ELEC CO COM NEW 28367785 489 25700 SH SHARED 17 25700 D ELAN PLC ADR 28413120 2550 176604 SH SHARED 147104 29500 D ELAN PLC ADR 28413120 108 7500 SH SHR/OTHR 01 7500 D ELAN PLC ADR 28413120 1188 82300 SH SHARED 02 82300 D ELDORADO GOLD CORP NEW COM 28490210 3145 658128 SH SHARED 658128 D ELDORADO GOLD CORP NEW COM 28490210 20 4250 SH SHARED 01 4250 D ELDORADO GOLD CORP NEW COM 28490210 1912 400000 SH SHARED 04 400000 D ELDORADO GOLD CORP NEW COM 28490210 20373 4262300 SH SHARED 10 4262300 D ELECTRO RENT CORP COM 28521810 18 1100 SH SHARED 1100 D ELECTRO RENT CORP COM 28521810 102 6000 SH SHARED 01 6000 D ELECTRO RENT CORP COM 28521810 829 48800 SH SHARED 10 48800 D ELECTRO RENT CORP COM 28521810 617 36300 SH SHARED 17 6500 29800 D ELECTRO SCIENTIFIC INDS COM 28522910 42 1900 SH SHARED 1900 D ELECTRO SCIENTIFIC INDS COM 28522910 17 794 SH SHARED 02 794 D ELECTRO SCIENTIFIC INDS COM 28522910 139 6300 SH SHARED 10 3700 2600 D ELECTRO SCIENTIFIC INDS COM 28522910 355 16056 SH SHARED 17 12156 3900 D ELECTRONIC ARTS INC COM 28551210 94990 1735942 SH SHARED 1725925 10017 D ELECTRONIC ARTS INC COM 28551210 548 10025 SH SHR/OTHR 10025 D ELECTRONIC ARTS INC COM 28551210 6603 120669 SH SHARED 01 42389 78280 D ELECTRONIC ARTS INC COM 28551210 1029 18814 SH SHR/OTHR 01 18814 D ELECTRONIC ARTS INC COM 28551210 10886 198957 SH SHARED 02 197257 1700 D ELECTRONIC ARTS INC COM 28551210 3868 70700 SH SHARED 04 70000 700 D ELECTRONIC ARTS INC COM 28551210 2599 47510 SH SHARED 06 47510 D ELECTRONIC ARTS INC COM 28551210 94365 1724513 SH SHARED 10 952615 636900 134998 D ELECTRONIC ARTS INC COM 28551210 1138 20800 SH SHARED 14 20800 D ELECTRONIC ARTS INC COM 28551210 1641 30000 SH SHARED 15 30000 D ELECTRONIC ARTS INC COM 28551210 14158 258744 SH SHARED 17 253644 5100 D ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF 1514 1463000 PRN SHARED 1463000 D ELECTRONIC DATA SYS NEW COM 28566110 38801 1446215 SH SHARED 1446215 D ELECTRONIC DATA SYS NEW COM 28566110 166 6200 SH SHR/OTHR 6200 D ELECTRONIC DATA SYS NEW COM 28566110 2575 96000 SH SHARED 01 96000 D ELECTRONIC DATA SYS NEW COM 28566110 6255 233150 SH SHARED 02 233150 D ELECTRONIC DATA SYS NEW COM 28566110 3354 125030 SH SHARED 06 125030 D ELECTRONIC DATA SYS NEW COM 28566110 330 12307 SH SHARED 10 8800 3507 D ELECTRONIC DATA SYS NEW COM 28566110 17 655 SH SHARED 14 655 D ELECTRONIC DATA SYS NEW COM 28566110 163255 6084799 SH SHARED 17 6077199 7600 D ELECTRONICS FOR IMAGING INC DBCV 1.500% 6/0 286082AA 4908 4250000 PRN SHARED 4250000 D ELECTRONICS FOR IMAGING INC COM 28608210 2810 100466 SH SHR/OTHR 100466 D ELECTRONICS FOR IMAGING INC COM 28608210 1296 46353 SH SHARED 46353 D ELECTRONICS FOR IMAGING INC COM 28608210 716 25600 SH SHARED 17 25600 D ELIZABETH ARDEN INC COM 28660G10 237 10188 SH SHARED 10188 D ELIZABETH ARDEN INC COM 28660G10 226 9700 SH SHARED 17 9700 D ELKCORP COM 28745610 40 1200 SH SHARED 1200 D ELKCORP COM 28745610 56 1684 SH SHR/OTHR 01 1684 D ELKCORP COM 28745610 67 2000 SH SHARED 02 2000 D ELKCORP COM 28745610 285 8460 SH SHARED 17 8460 D ELLIS PERRY INTL INC COM 28885310 294 13000 SH SHARED 13000 D ELLIS PERRY INTL INC COM 28885310 119 5300 SH SHARED 17 5300 D EMAGEON INC COM 29076V10 18 1100 SH SHARED 1100 D EMAGEON INC COM 29076V10 141 8300 SH SHARED 17 8300 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 43228 1173094 SH SHARED 1173094 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 73 2000 SH SHARED 01 2000 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 221 6000 SH SHR/OTHR 01 6000 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 5631 152830 SH SHARED 10 152830 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 254 6900 SH SHARED 17 6900 D EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N20 256 23218 SH SHARED 23218 D EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 8 583 SH SHARED 583 D EMBOTELLADORA ANDINA S A SPON ADR B 29081P30 118 7996 SH SHARED 7996 D EMCOR GROUP INC COM 29084Q10 1206 24300 SH SHARED 24300 D EMCOR GROUP INC COM 29084Q10 44 900 SH SHARED 02 900 D EMCOR GROUP INC COM 29084Q10 7915 159400 SH SHARED 10 159400 D EMCOR GROUP INC COM 29084Q10 30436 612900 SH SHARED 17 594200 18700 D EMCORE CORP COM 29084610 3663 359139 SH SHR/OTHR 359139 D EMCORE CORP COM 29084610 25 2500 SH SHARED 2500 D EMCORE CORP COM 29084610 187 18400 SH SHARED 17 18400 D EMDEON CORP COM 29084910 145109 13436081 SH SHARED 13436081 D EMDEON CORP COM 29084910 44 4100 SH SHARED 01 4100 D EMDEON CORP COM 29084910 298 27600 SH SHARED 02 27600 D EMERGING MKTS TELECOMNC FD N COM 29089010 725 57528 SH SHARED 57528 D EMERSON ELEC CO COM 29101110 58 700 SH SHARED 700 D EMERSON ELEC CO COM 29101110 82890 991159 SH SHARED 922038 69121 D EMERSON ELEC CO COM 29101110 10928 130679 SH SHR/OTHR 130679 D EMERSON ELEC CO COM 29101110 18385 219842 SH SHARED 01 84850 134992 D EMERSON ELEC CO COM 29101110 4925 58895 SH SHR/OTHR 01 58895 D EMERSON ELEC CO COM 29101110 16438 196560 SH SHARED 02 196560 D EMERSON ELEC CO COM 29101110 7685 91900 SH SHARED 04 91900 D EMERSON ELEC CO COM 29101110 1608 19230 SH SHARED 05 19230 D EMERSON ELEC CO COM 29101110 2363 28259 SH SHARED 06 28259 D EMERSON ELEC CO COM 29101110 156915 1876309 SH SHARED 10 233560 1525660 117089 D EMERSON ELEC CO COM 29101110 861 10300 SH SHARED 14 10300 D EMERSON ELEC CO COM 29101110 15898 190108 SH SHARED 17 172622 17486 D EMERSON ELEC CO COM 29101110 8133 97256 SH SHARED 19 97256 D EMERSON RADIO CORP COM NEW 29108720 177 47372 SH SHARED 47372 D EMISPHERE TECHNOLOGIES INC COM 29134510 1701 207000 SH SHARED 207000 D EMMIS COMMUNICATIONS CORP CL A 29152510 13328 833057 SH SHARED 833057 D EMMIS COMMUNICATIONS CORP CL A 29152510 9 575 SH SHR/OTHR 575 D EMMIS COMMUNICATIONS CORP CL A 29152510 252 15800 SH SHARED 01 15800 D EMMIS COMMUNICATIONS CORP CL A 29152510 286 17900 SH SHARED 02 17900 D EMMIS COMMUNICATIONS CORP CL A 29152510 38 2400 SH SHARED 10 2400 D EMMIS COMMUNICATIONS CORP CL A 29152510 326 20394 SH SHARED 17 16794 3600 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 15996 399395 SH SHARED 399395 D EMPIRE DIST ELEC CO COM 29164110 699 31500 SH SHARED 31500 D EMPIRE DIST ELEC CO COM 29164110 59 2700 SH SHARED 10 2700 D EMPIRE DIST ELEC CO COM 29164110 362 16300 SH SHARED 17 11700 4600 D EMPIRE RESORTS INC NOTE 5.500% 7/3 292052AB 1469 1889000 PRN SHARED 1889000 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 582 19300 SH SHARED 19300 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 9210 305200 SH SHARED 01 305200 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 10243 339400 SH SHARED 10 339400 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 2439 66666 SH SHARED 04 66666 D EMULEX CORP NOTE 0.250%12/1 292475AD 6413 6681000 PRN SHARED 6681000 D EMULEX CORP NOTE 0.250%12/1 292475AD 7133 7431000 PRN SHARED 02 7431000 D EMULEX CORP COM NEW 29247520 3684 215600 SH SHARED 215600 D EMULEX CORP COM NEW 29247520 279 16375 SH SHARED 01 16375 D EMULEX CORP COM NEW 29247520 32 1880 SH SHR/OTHR 01 1880 D EMULEX CORP COM NEW 29247520 175 10246 SH SHARED 02 10246 D EMULEX CORP COM NEW 29247520 37 2200 SH SHARED 10 2200 D EMULEX CORP COM NEW 29247520 1035 60600 SH SHARED 17 56700 3900 D ENBRIDGE INC COM 29250N10 1010 35000 SH SHARED 35000 D ENBRIDGE INC COM 29250N10 554 19200 SH SHARED 15800 3400 D ENBRIDGE INC COM 29250N10 100 3474 SH SHARED 01 3474 D ENBRIDGE INC COM 29250N10 3737 129450 SH SHARED 02 129450 D ENBRIDGE INC COM 29250N10 54203 1877500 SH SHARED 04 1877500 D ENBRIDGE INC COM 29250N10 41 1436 SH SHARED 06 1436 D ENBRIDGE INC COM 29250N10 44 1532 SH SHARED 10 1532 D ENBRIDGE INC COM 29250N10 19 691 SH SHARED 14 691 D ENBRIDGE INC COM 29250N10 40 1400 SH SHARED 17 1400 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 244 5600 SH SHARED 5600 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 30 700 SH SHARED 02 700 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 5 125 SH SHARED 125 D ENCANA CORP COM 29250510 112243 2401962 SH SHARED 2401962 D ENCANA CORP COM 29250510 271 5800 SH SHR/OTHR 5800 D ENCANA CORP COM 29250510 428 9166 SH SHARED 01 9166 D ENCANA CORP COM 29250510 171 3678 SH SHR/OTHR 01 3678 D ENCANA CORP COM 29250510 3312 70891 SH SHARED 02 67891 3000 D ENCANA CORP COM 29250510 97462 2085650 SH SHARED 04 2085650 D ENCANA CORP COM 29250510 2667 57092 SH SHARED 06 57092 D ENCANA CORP COM 29250510 172 3702 SH SHARED 10 3702 D ENCANA CORP COM 29250510 3831 82000 SH SHARED 16 82000 D ENCANA CORP COM 29250510 33247 711473 SH SHARED 17 708173 3300 D ENCORE ACQUISITION CO COM 29255W10 102 3300 SH SHARED 3300 D ENCORE ACQUISITION CO COM 29255W10 133 4300 SH SHARED 01 4300 D ENCORE ACQUISITION CO COM 29255W10 2070 66800 SH SHARED 10 66800 D ENCORE ACQUISITION CO COM 29255W10 2777 89600 SH SHARED 17 25600 64000 D ENCORE CAP GROUP INC COM 29255410 110 7500 SH SHARED 7500 D ENCORE CAP GROUP INC COM 29255410 481 32635 SH SHARED 17 32635 D ENCORE MED CORP COM 29256E10 31 6200 SH SHARED 6200 D ENCORE MED CORP COM 29256E10 15 3000 SH SHR/OTHR 01 3000 D ENCORE MED CORP COM 29256E10 120 23500 SH SHARED 17 23500 D ENCYSIVE PHARMACEUTICALS INC FRNT 2.500% 3/1 29256XAB 2327 3273000 PRN SHARED 3273000 D ENCYSIVE PHARMACEUTICALS INC FRNT 2.500% 3/1 29256XAB 3217 4525000 PRN SHARED 02 4525000 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 20 4200 SH SHARED 3800 400 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 752 153846 SH SHARED 17 153846 D ENCORE WIRE CORP COM 29256210 91 2700 SH SHARED 2700 D ENCORE WIRE CORP COM 29256210 265 7850 SH SHARED 17 7850 D ENDESA S A SPONSORED ADR 29258N10 502 15640 SH SHARED 15640 D ENDESA S A SPONSORED ADR 29258N10 868 27000 SH SHR/OTHR 27000 D ENDEAVOUR INTL CORP COM 29259G10 10 3700 SH SHARED 3700 D ENDEAVOUR INTL CORP COM 29259G10 48 16500 SH SHARED 17 16500 D ENDWAVE CORP COM NEW 29264A20 7 500 SH SHARED 500 D ENDWAVE CORP COM NEW 29264A20 33 2310 SH SHARED 17 2310 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 216 6600 SH SHARED 6600 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 436 13300 SH SHARED 02 13300 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 108 3315 SH SHARED 06 3315 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 33968 1035300 SH SHARED 10 120640 797960 116700 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 787 24000 SH SHARED 14 24000 D ENERGEN CORP COM 29265N10 605 17300 SH SHARED 17300 D ENERGEN CORP COM 29265N10 35 1000 SH SHARED 01 1000 D ENERGEN CORP COM 29265N10 259 7400 SH SHARED 02 7400 D ENERGEN CORP COM 29265N10 707 20200 SH SHARED 17 20200 D ENEL SOCIETA PER AZIONI ADR 29265W10 59 1400 SH SHARED 1400 D ENEL SOCIETA PER AZIONI ADR 29265W10 11 275 SH SHARED 01 275 D ENERGY CONVERSION DEVICES IN COM 29265910 806 16400 SH SHARED 16400 D ENERGY CONVERSION DEVICES IN COM 29265910 1361 27675 SH SHARED 01 26050 1625 D ENERGY CONVERSION DEVICES IN COM 29265910 9 200 SH SHARED 02 200 D ENERGY CONVERSION DEVICES IN COM 29265910 7224 146900 SH SHARED 10 146900 D ENERGY CONVERSION DEVICES IN COM 29265910 9585 194909 SH SHARED 17 194909 D ENERGY EAST CORP COM 29266M10 5047 207714 SH SHARED 193956 13758 D ENERGY EAST CORP COM 29266M10 1443 59400 SH SHARED 01 59400 D ENERGY EAST CORP COM 29266M10 33 1373 SH SHR/OTHR 01 1373 D ENERGY EAST CORP COM 29266M10 1793 73792 SH SHARED 02 73792 D ENERGY EAST CORP COM 29266M10 131 5420 SH SHARED 06 5420 D ENERGY EAST CORP COM 29266M10 49 2040 SH SHARED 10 2040 D ENERGY EAST CORP COM 29266M10 99 4088 SH SHARED 14 4088 D ENERGY EAST CORP COM 29266M10 48 2000 SH SHARED 17 2000 D ENERGIZER HLDGS INC COM 29266R10 760 14350 SH SHARED 14300 50 D ENERGIZER HLDGS INC COM 29266R10 21 400 SH SHR/OTHR 400 D ENERGIZER HLDGS INC COM 29266R10 1907 35992 SH SHARED 01 4705 31287 D ENERGIZER HLDGS INC COM 29266R10 69 1311 SH SHR/OTHR 01 1311 D ENERGIZER HLDGS INC COM 29266R10 1499 28300 SH SHARED 02 28300 D ENERGIZER HLDGS INC COM 29266R10 136 2570 SH SHARED 06 2570 D ENERGIZER HLDGS INC COM 29266R10 24 454 SH SHARED 10 454 D ENERGIZER HLDGS INC COM 29266R10 63 1200 SH SHARED 14 1200 D ENERGIZER HLDGS INC COM 29266R10 662 12500 SH SHARED 17 12100 400 D ENERGY PARTNERS LTD COM 29270U10 846 35900 SH SHARED 35900 D ENERGY PARTNERS LTD COM 29270U10 37 1600 SH SHARED 02 1600 D ENERGY PARTNERS LTD COM 29270U10 2930 124300 SH SHARED 10 124300 D ENERGY PARTNERS LTD COM 29270U10 490 20800 SH SHARED 17 20800 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 103751 2674706 SH SHARED 2674706 D ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V10 8923 372600 SH SHARED 372600 D ENERPLUS RES FD UNIT TR G NEW 29274D60 1059 21000 SH SHARED 21000 D ENERPLUS RES FD UNIT TR G NEW 29274D60 214 4260 SH SHR/OTHR 4260 D ENERPLUS RES FD UNIT TR G NEW 29274D60 170 3375 SH SHARED 01 3375 D ENERSIS S A SPONSORED ADR 29274F10 4823 406670 SH SHARED 406670 D ENERSIS S A SPONSORED ADR 29274F10 3802 320600 SH SHARED 01 320600 D ENERSIS S A SPONSORED ADR 29274F10 4008 338000 SH SHARED 10 338000 D ENERSYS COM 29275Y10 42 3100 SH SHARED 3100 D ENERSYS COM 29275Y10 219 15900 SH SHARED 17 15900 D ENGELHARD CORP COM 29284510 211589 5341818 SH SHARED 5341768 50 D ENGELHARD CORP COM 29284510 2286 57735 SH SHARED 01 7645 50090 D ENGELHARD CORP COM 29284510 8 220 SH SHR/OTHR 01 220 D ENGELHARD CORP COM 29284510 1704 43034 SH SHARED 02 43034 D ENGELHARD CORP COM 29284510 124 3150 SH SHARED 06 3150 D ENGELHARD CORP COM 29284510 2074 52361 SH SHARED 17 52361 D ENERGYSOUTH INC COM 29297010 15 500 SH SHARED 500 D ENERGYSOUTH INC COM 29297010 69 2180 SH SHR/OTHR 2180 D ENERGYSOUTH INC COM 29297010 38 1200 SH SHARED 17 1200 D ENHANCED EQTY YLD & PRM FD I COM 29332C10 325 18197 SH SHARED 18197 D ENHANCED EQUITY YLD FD INC COM 29332H10 156 8487 SH SHARED 8487 D ENHANCED S&P500 CV CALL FD I COM 29332W10 276 15423 SH SHARED 15423 D ENNIS INC COM 29338910 33 1700 SH SHARED 1700 D ENNIS INC COM 29338910 241 12400 SH SHARED 17 12400 D ENPRO INDS INC COM 29355X10 44 1300 SH SHARED 1300 D ENPRO INDS INC COM 29355X10 45 1327 SH SHARED 01 1327 D ENPRO INDS INC COM 29355X10 17 500 SH SHARED 02 500 D ENPRO INDS INC COM 29355X10 61 1800 SH SHARED 10 1800 D ENPRO INDS INC COM 29355X10 401 11700 SH SHARED 17 8900 2800 D ENSTAR GROUP INC GA COM 29358R10 26 300 SH SHARED 300 D ENSTAR GROUP INC GA COM 29358R10 80 900 SH SHARED 10 900 D ENSTAR GROUP INC GA COM 29358R10 107 1200 SH SHARED 17 1200 D ENTEGRIS INC COM 29362U10 149 14047 SH SHARED 14047 D ENTEGRIS INC COM 29362U10 32 3058 SH SHR/OTHR 3058 D ENTEGRIS INC COM 29362U10 18 1692 SH SHARED 01 1692 D ENTEGRIS INC COM 29362U10 57 5448 SH SHARED 10 5448 D ENTEGRIS INC COM 29362U10 541 50885 SH SHARED 17 42385 8500 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 276 9900 SH SHARED 9900 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 376 13500 SH SHARED 02 13500 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 55 2000 SH SHARED 10 2000 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 591 21200 SH SHARED 17 18200 3000 D ENTERGY CORP NEW COM 29364G10 27230 394993 SH SHARED 371669 23324 D ENTERGY CORP NEW COM 29364G10 2863 41534 SH SHR/OTHR 41534 D ENTERGY CORP NEW COM 29364G10 8057 116870 SH SHARED 01 7300 109570 D ENTERGY CORP NEW COM 29364G10 695 10088 SH SHR/OTHR 01 10088 D ENTERGY CORP NEW COM 29364G10 6672 96790 SH SHARED 02 96790 D ENTERGY CORP NEW COM 29364G10 962 13957 SH SHARED 06 13957 D ENTERGY CORP NEW COM 29364G10 5389 78177 SH SHARED 10 75100 3077 D ENTERGY CORP NEW COM 29364G10 6209 90065 SH SHARED 17 87365 2700 D ENTERPRISE FINL SVCS CORP COM 29371210 13 500 SH SHARED 500 D ENTERPRISE FINL SVCS CORP COM 29371210 17 641 SH SHARED 17 641 D ENTERPRISE PRODS PARTNERS L COM 29379210 125 5077 SH SHARED 5077 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 75 1800 SH SHARED 1800 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 16 400 SH SHARED 01 400 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 583 13900 SH SHARED 10 13900 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 34280 816600 SH SHARED 11 816600 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 876 20875 SH SHARED 17 18875 2000 D ENTERRA ENERGY TR TR UNIT 29381P10 166 12100 SH SHARED 12100 D ENTERRA ENERGY TR TR UNIT 29381P10 5 400 SH SHARED 01 400 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 319 34914 SH SHARED 34914 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 244 26700 SH SHARED 17 26700 D ENTRUST INC COM 29384810 769 170947 SH SHARED 170947 D ENTRUST INC COM 29384810 128 28600 SH SHARED 17 28600 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 1862 2000000 PRN SHARED 2000000 D ENZON PHARMACEUTICALS INC COM 29390410 391 48364 SH SHARED 48064 300 D ENZON PHARMACEUTICALS INC COM 29390410 1113 137500 SH SHARED 17 22200 115300 D ENZO BIOCHEM INC COM 29410010 24 1800 SH SHARED 1800 D ENZO BIOCHEM INC COM 29410010 124 9237 SH SHARED 17 9237 D EPICOR SOFTWARE CORP COM 29426L10 60 4500 SH SHARED 4500 D EPICOR SOFTWARE CORP COM 29426L10 21 1600 SH SHARED 02 1600 D EPICOR SOFTWARE CORP COM 29426L10 263 19600 SH SHARED 17 19600 D EQUIFAX INC COM 29442910 13469 361700 SH SHARED 282255 79445 D EQUIFAX INC COM 29442910 1739 46708 SH SHR/OTHR 46708 D EQUIFAX INC COM 29442910 1494 40125 SH SHARED 01 460 39665 D EQUIFAX INC COM 29442910 528 14200 SH SHR/OTHR 01 14200 D EQUIFAX INC COM 29442910 3316 89053 SH SHARED 02 89053 D EQUIFAX INC COM 29442910 294 7906 SH SHARED 06 7906 D EQUIFAX INC COM 29442910 6 177 SH SHARED 10 177 D EQUIFAX INC COM 29442910 569 15294 SH SHARED 14 15294 D EQUIFAX INC COM 29442910 2398 64400 SH SHARED 17 64200 200 D EQUINIX INC COM NEW 29444U50 70 1100 SH SHARED 1100 D EQUINIX INC COM NEW 29444U50 366 5700 SH SHARED 01 5700 D EQUINIX INC COM NEW 29444U50 8 138 SH SHARED 02 138 D EQUINIX INC COM NEW 29444U50 385 6000 SH SHARED 17 5600 400 D EQUITABLE RES INC COM 29454910 1260 34512 SH SHARED 28400 6112 D EQUITABLE RES INC COM 29454910 167 4600 SH SHR/OTHR 4600 D EQUITABLE RES INC COM 29454910 1840 50400 SH SHARED 01 50400 D EQUITABLE RES INC COM 29454910 576 15800 SH SHR/OTHR 01 15800 D EQUITABLE RES INC COM 29454910 2059 56400 SH SHARED 02 56400 D EQUITABLE RES INC COM 29454910 151 4157 SH SHARED 06 4157 D EQUITABLE RES INC COM 29454910 7981 218600 SH SHARED 10 217000 1600 D EQUITABLE RES INC COM 29454910 232 6378 SH SHARED 14 6378 D EQUITABLE RES INC COM 29454910 715 19607 SH SHARED 17 18207 1400 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 129 1500 SH SHR/OTHR 1500 D EQUITY INNS INC COM 29470310 71 4400 SH SHARED 4400 D EQUITY INNS INC COM 29470310 55 3400 SH SHARED 02 3400 D EQUITY INNS INC COM 29470310 359 22200 SH SHARED 17 22200 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 54 1100 SH SHARED 1100 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 512 10300 SH SHARED 01 10300 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 54 1100 SH SHARED 02 1100 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 1542 31000 SH SHARED 10 31000 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 131461 2642443 SH SHARED 11 2642443 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 935 18800 SH SHARED 17 8700 10100 D EQUITY OFFICE PROPERTIES TRU COM 29474110 73061 2175731 SH SHARED 2165967 9764 D EQUITY OFFICE PROPERTIES TRU COM 29474110 11 350 SH SHR/OTHR 350 D EQUITY OFFICE PROPERTIES TRU COM 29474110 2840 84600 SH SHARED 01 84600 D EQUITY OFFICE PROPERTIES TRU COM 29474110 8626 256885 SH SHARED 02 256885 D EQUITY OFFICE PROPERTIES TRU COM 29474110 738 22000 SH SHARED 04 20000 2000 D EQUITY OFFICE PROPERTIES TRU COM 29474110 4142 123361 SH SHARED 10 123361 D EQUITY OFFICE PROPERTIES TRU COM 29474110 237622 7076315 SH SHARED 11 7076315 D EQUITY OFFICE PROPERTIES TRU COM 29474110 80 2400 SH SHARED 14 2400 D EQUITY OFFICE PROPERTIES TRU COM 29474110 6125 182404 SH SHARED 17 163704 18700 D EQUITY ONE COM 29475210 117 4800 SH SHARED 4800 D EQUITY ONE COM 29475210 41 1700 SH SHARED 01 1700 D EQUITY ONE COM 29475210 289 11800 SH SHARED 04 11800 D EQUITY ONE COM 29475210 1286 52400 SH SHARED 10 52400 D EQUITY ONE COM 29475210 81922 3335600 SH SHARED 11 3335600 D EQUITY ONE COM 29475210 752 30650 SH SHARED 17 14750 15900 D EQUITY RESIDENTIAL SH BEN INT 29476L10 30653 655122 SH SHARED 640164 14958 D EQUITY RESIDENTIAL SH BEN INT 29476L10 247 5300 SH SHR/OTHR 5300 D EQUITY RESIDENTIAL SH BEN INT 29476L10 2992 63950 SH SHARED 01 63950 D EQUITY RESIDENTIAL SH BEN INT 29476L10 650 13900 SH SHR/OTHR 01 13900 D EQUITY RESIDENTIAL SH BEN INT 29476L10 5101 109035 SH SHARED 02 109035 D EQUITY RESIDENTIAL SH BEN INT 29476L10 3867 82666 SH SHARED 10 82666 D EQUITY RESIDENTIAL SH BEN INT 29476L10 289015 6176864 SH SHARED 11 6176864 D EQUITY RESIDENTIAL SH BEN INT 29476L10 6044 129190 SH SHARED 17 113090 16100 D EQUUS II INC COM 29476610 215 27856 SH SHARED 27856 D ERESEARCHTECHNOLOGY INC COM 29481V10 48 3400 SH SHARED 3400 D ERESEARCHTECHNOLOGY INC COM 29481V10 515 35850 SH SHARED 01 35850 D ERESEARCHTECHNOLOGY INC COM 29481V10 1574 109400 SH SHARED 10 109400 D ERESEARCHTECHNOLOGY INC COM 29481V10 1585 110200 SH SHARED 17 18700 91500 D ERICSSON L M TEL CO ADR B SEK 10 29482160 10166 269517 SH SHARED 267307 2210 D ERICSSON L M TEL CO ADR B SEK 10 29482160 60 1600 SH SHR/OTHR 1600 D ERICSSON L M TEL CO ADR B SEK 10 29482160 26 690 SH SHARED 01 690 D ERIE INDTY CO CL A 29530P10 226 4300 SH SHARED 02 4300 D ERIE INDTY CO CL A 29530P10 146 2787 SH SHARED 17 2787 D ESCALA GROUP INC COM 29605W10 10 400 SH SHARED 400 D ESCALA GROUP INC COM 29605W10 78 3000 SH SHARED 01 3000 D ESCALA GROUP INC COM 29605W10 1453 55500 SH SHARED 10 55500 D ESCALA GROUP INC COM 29605W10 104 4000 SH SHARED 17 4000 D ESCALADE INC COM 29605610 5 500 SH SHARED 500 D ESCALADE INC COM 29605610 102 9200 SH SHARED 10 9200 D ESCALADE INC COM 29605610 24 2200 SH SHARED 17 2200 D ESCO TECHNOLOGIES INC COM 29631510 86 1700 SH SHARED 1700 D ESCO TECHNOLOGIES INC COM 29631510 141 2800 SH SHARED 01 2800 D ESCO TECHNOLOGIES INC COM 29631510 2714 53600 SH SHARED 10 53600 D ESCO TECHNOLOGIES INC COM 29631510 5517 108934 SH SHARED 17 76834 32100 D ESPEED INC CL A 29664310 340 42695 SH SHARED 42695 D ESPEED INC CL A 29664310 38 4800 SH SHARED 01 4800 D ESPEED INC CL A 29664310 94 11800 SH SHARED 17 11800 D ESSEX CORP COM 29674410 26 1200 SH SHARED 1200 D ESSEX CORP COM 29674410 2237 101600 SH SHARED 17 101600 D ESSEX PPTY TR INC COM 29717810 3816 35100 SH SHARED 35100 D ESSEX PPTY TR INC COM 29717810 119 1100 SH SHARED 01 1100 D ESSEX PPTY TR INC COM 29717810 250 2300 SH SHARED 02 2300 D ESSEX PPTY TR INC COM 29717810 216568 1991800 SH SHARED 11 1991800 D ESTERLINE TECHNOLOGIES CORP COM 29742510 85 2000 SH SHARED 2000 D ESTERLINE TECHNOLOGIES CORP COM 29742510 102 2400 SH SHARED 01 2400 D ESTERLINE TECHNOLOGIES CORP COM 29742510 21 500 SH SHARED 02 500 D ESTERLINE TECHNOLOGIES CORP COM 29742510 55 1300 SH SHARED 10 1300 D ESTERLINE TECHNOLOGIES CORP COM 29742510 726 17000 SH SHARED 17 15000 2000 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 2516 35200 SH SHARED 35200 D ETHAN ALLEN INTERIORS INC COM 29760210 2643 62900 SH SHARED 62900 D ETHAN ALLEN INTERIORS INC COM 29760210 67 1600 SH SHARED 10 1600 D ETHAN ALLEN INTERIORS INC COM 29760210 739 17600 SH SHARED 17 14300 3300 D ETRIALS WORLDWIDE INC COM 29786P10 121 20898 SH SHARED 20898 D EUROBANCSHARES INC COM 29871610 8 700 SH SHARED 700 D EUROBANCSHARES INC COM 29871610 74 6300 SH SHARED 01 6300 D EUROBANCSHARES INC COM 29871610 28 2406 SH SHARED 17 2406 D EURONET WORLDWIDE INC DBCV 1.625%12/1 298736AD 3779 3080000 PRN SHARED 02 3080000 D EURONET WORLDWIDE INC COM 29873610 75 2000 SH SHARED 2000 D EURONET WORLDWIDE INC COM 29873610 2715 71775 SH SHARED 01 71275 500 D EURONET WORLDWIDE INC COM 29873610 49 1300 SH SHR/OTHR 01 1300 D EURONET WORLDWIDE INC COM 29873610 25101 663530 SH SHARED 10 661830 1700 D EURONET WORLDWIDE INC COM 29873610 29490 779549 SH SHARED 17 621549 158000 D EUROPEAN EQUITY FUND COM 29876810 0 2 SH SHARED 02 2 D EUROZINC MNG CORP COM 29880410 1740 1000000 SH SHARED 04 1000000 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 2197 156600 SH SHARED 156600 D EVERGREEN MANAGED INCOME FD COM SHS 30024Y10 703 43385 SH SHARED 43385 D EVERGREEN SOLAR INC COM 30033R10 49 3200 SH SHARED 3200 D EVERGREEN SOLAR INC COM 30033R10 149 9700 SH SHARED 01 9700 D EVERGREEN SOLAR INC COM 30033R10 13 850 SH SHR/OTHR 01 850 D EVERGREEN SOLAR INC COM 30033R10 277 18000 SH SHARED 17 18000 D EVERGREEN UTLS & HIGH INCM F COM 30034Q10 4278 201638 SH SHARED 201638 D EXAR CORP COM 30064510 34 2400 SH SHARED 2400 D EXAR CORP COM 30064510 13 957 SH SHR/OTHR 01 957 D EXAR CORP COM 30064510 271 18982 SH SHARED 17 18982 D EXCEL TECHNOLOGY INC COM 30067T10 26 900 SH SHARED 900 D EXCEL TECHNOLOGY INC COM 30067T10 289 9835 SH SHARED 17 6735 3100 D EXELON CORP COM 30161N10 74 1400 SH SHARED 1400 D EXELON CORP COM 30161N10 75296 1423366 SH SHARED 1315939 107427 D EXELON CORP COM 30161N10 310 5874 SH SHR/OTHR 5874 D EXELON CORP COM 30161N10 14286 270070 SH SHARED 01 112392 157678 D EXELON CORP COM 30161N10 105 2000 SH SHR/OTHR 01 2000 D EXELON CORP COM 30161N10 12159 229862 SH SHARED 02 229862 D EXELON CORP COM 30161N10 4139 78258 SH SHARED 04 76000 2258 D EXELON CORP COM 30161N10 1522 28790 SH SHARED 05 28790 D EXELON CORP COM 30161N10 36492 689831 SH SHARED 06 689831 D EXELON CORP COM 30161N10 44448 840236 SH SHARED 10 17310 803330 19596 D EXELON CORP COM 30161N10 168 3193 SH SHARED 14 3193 D EXELON CORP COM 30161N10 390 7374 SH SHARED 15 7374 D EXELON CORP COM 30161N10 16497 311864 SH SHARED 17 274864 37000 D EXELON CORP COM 30161N10 9259 175041 SH SHARED 19 175041 D EXELIXIS INC COM 30161Q10 4096 341100 SH SHARED 341100 D EXELIXIS INC COM 30161Q10 63 5300 SH SHARED 10 5300 D EXELIXIS INC COM 30161Q10 84 7000 SH SHARED 14 7000 D EXELIXIS INC COM 30161Q10 359 29900 SH SHARED 17 29900 D EXIDE TECHNOLOGIES FRNT 9/1 302051AL 1985 5198000 PRN SHARED 02 5198000 D EXIDE TECHNOLOGIES *W EXP 99/99/999 30205112 9 28574 SH SHARED 28574 D EXPEDIA INC DEL COM 30212P10 14173 699234 SH SHARED 697122 2112 D EXPEDIA INC DEL COM 30212P10 18 900 SH SHR/OTHR 900 D EXPEDIA INC DEL COM 30212P10 554 27333 SH SHARED 01 117 27216 D EXPEDIA INC DEL COM 30212P10 1 75 SH SHR/OTHR 01 75 D EXPEDIA INC DEL COM 30212P10 660 32564 SH SHARED 02 32564 D EXPEDIA INC DEL COM 30212P10 17 875 SH SHARED 04 875 D EXPEDIA INC DEL COM 30212P10 205 10125 SH SHARED 06 10125 D EXPEDIA INC DEL COM 30212P10 10 501 SH SHARED 10 501 D EXPEDIA INC DEL COM 30212P10 1588 78367 SH SHARED 14 78367 D EXPEDIA INC DEL COM 30212P10 609 30049 SH SHARED 17 28499 1550 D EXPEDIA INC DEL *W EXP 02/04/200 30212P11 1 296 SH SHARED 01 296 D EXPEDIA INC DEL *W EXP 02/04/200 30212P12 3107 327079 SH SHARED 327079 D EXPEDITORS INTL WASH INC COM 30213010 19885 230179 SH SHARED 230179 D EXPEDITORS INTL WASH INC COM 30213010 84 975 SH SHR/OTHR 975 D EXPEDITORS INTL WASH INC COM 30213010 3421 39600 SH SHARED 01 39600 D EXPEDITORS INTL WASH INC COM 30213010 4635 53663 SH SHARED 02 53663 D EXPEDITORS INTL WASH INC COM 30213010 336 3900 SH SHARED 06 3900 D EXPEDITORS INTL WASH INC COM 30213010 10 118 SH SHARED 10 118 D EXPEDITORS INTL WASH INC COM 30213010 69 800 SH SHARED 17 800 D EXPONENT INC COM 30214U10 18 600 SH SHARED 600 D EXPONENT INC COM 30214U10 56 1800 SH SHARED 17 1800 D EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB 7170 8290000 PRN SHARED 8290000 D EXPRESSJET HOLDINGS INC CL A 30218U10 747 100500 SH SHARED 100500 D EXPRESSJET HOLDINGS INC CL A 30218U10 90 12100 SH SHARED 01 12100 D EXPRESSJET HOLDINGS INC CL A 30218U10 126 17000 SH SHARED 02 17000 D EXPRESSJET HOLDINGS INC CL A 30218U10 1726 232000 SH SHARED 10 232000 D EXPRESSJET HOLDINGS INC CL A 30218U10 1282 172400 SH SHARED 17 20500 151900 D EXPRESS SCRIPTS INC COM 30218210 44423 505390 SH SHARED 498390 7000 D EXPRESS SCRIPTS INC COM 30218210 3217 36600 SH SHARED 01 300 36300 D EXPRESS SCRIPTS INC COM 30218210 105 1200 SH SHR/OTHR 01 1200 D EXPRESS SCRIPTS INC COM 30218210 5230 59509 SH SHARED 02 59509 D EXPRESS SCRIPTS INC COM 30218210 853 9708 SH SHARED 06 9708 D EXPRESS SCRIPTS INC COM 30218210 12538 142642 SH SHARED 10 142642 D EXPRESS SCRIPTS INC COM 30218210 364 4147 SH SHARED 14 4147 D EXPRESS SCRIPTS INC COM 30218210 7180 81684 SH SHARED 17 79684 2000 D EXTENDICARE INC CDA SUB VTG SH 30224T87 40 1900 SH SHARED 1900 D EXTRA SPACE STORAGE INC COM 30225T10 2169 126200 SH SHARED 126200 D EXTRA SPACE STORAGE INC COM 30225T10 60 3500 SH SHARED 01 3500 D EXTRA SPACE STORAGE INC COM 30225T10 62743 3650000 SH SHARED 11 3650000 D EXTRA SPACE STORAGE INC COM 30225T10 357 20800 SH SHARED 17 20800 D EXTREME NETWORKS INC NOTE 3.500%12/0 30226DAB 7795 7850000 PRN SHARED 7850000 D EXTREME NETWORKS INC COM 30226D10 4207 838103 SH SHARED 838103 D EXTREME NETWORKS INC COM 30226D10 289 57600 SH SHARED 17 57600 D EXULT INC DEL NOTE 2.500%10/0 302284AB 18666 20400000 PRN SHARED 02 20400000 D EXXON MOBIL CORP COM 30231G10 5642 92715 SH SHARED 92715 D EXXON MOBIL CORP COM 30231G10 1213634 19941422 SH SHARED 19241912 699510 D EXXON MOBIL CORP COM 30231G10 92247 1515736 SH SHR/OTHR 1515736 D EXXON MOBIL CORP COM 30231G10 185827 3053356 SH SHARED 01 635975 2417381 D EXXON MOBIL CORP COM 30231G10 41666 684626 SH SHR/OTHR 01 684626 D EXXON MOBIL CORP COM 30231G10 132384 2175227 SH SHARED 02 2174027 1200 D EXXON MOBIL CORP COM 30231G10 23272 382400 SH SHARED 04 382400 D EXXON MOBIL CORP COM 30231G10 28172 462904 SH SHARED 06 462904 D EXXON MOBIL CORP COM 30231G10 746145 12260029 SH SHARED 10 6837773 3166132 2256124 D EXXON MOBIL CORP COM 30231G10 626 10300 SH SHR/OTHR 10 10300 D EXXON MOBIL CORP COM 30231G10 7510 123413 SH SHARED 14 123413 D EXXON MOBIL CORP COM 30231G10 7345 120700 SH SHARED 15 120700 D EXXON MOBIL CORP COM 30231G10 193816 3184621 SH SHARED 17 2854482 330139 D EXXON MOBIL CORP COM 30231G10 54 900 SH SHARED 19 900 D FBL FINL GROUP INC CL A 30239F10 34 1000 SH SHARED 1000 D FBL FINL GROUP INC CL A 30239F10 23 668 SH SHARED 02 668 D FBL FINL GROUP INC CL A 30239F10 145 4216 SH SHARED 17 4216 D FEI CO NOTE 6/1 30241LAD 862 940000 PRN SHARED 940000 D FEI CO COM 30241L10 31 1600 SH SHARED 1600 D FEI CO COM 30241L10 208 10500 SH SHARED 01 10500 D FEI CO COM 30241L10 230 11602 SH SHARED 17 11602 D FLIR SYS INC COM 30244510 168 5921 SH SHARED 5921 D FLIR SYS INC COM 30244510 68 2400 SH SHARED 01 2400 D FLIR SYS INC COM 30244510 173 6100 SH SHARED 02 6100 D FMC TECHNOLOGIES INC COM 30249U10 793 15500 SH SHARED 15500 D FMC TECHNOLOGIES INC COM 30249U10 1387 27089 SH SHARED 01 27089 D FMC TECHNOLOGIES INC COM 30249U10 16 313 SH SHR/OTHR 01 313 D FMC TECHNOLOGIES INC COM 30249U10 1567 30600 SH SHARED 02 30600 D FMC TECHNOLOGIES INC COM 30249U10 46 900 SH SHARED 06 900 D F M C CORP COM NEW 30249130 545 8800 SH SHARED 8800 D F M C CORP COM NEW 30249130 979 15801 SH SHARED 01 15801 D F M C CORP COM NEW 30249130 1109 17900 SH SHARED 02 17900 D F M C CORP COM NEW 30249130 805 13000 SH SHARED 17 13000 D FNB CORP PA COM 30252010 305 17838 SH SHARED 3700 14138 D FNB CORP PA COM 30252010 8 525 SH SHARED 01 525 D FNB CORP PA COM 30252010 468 27400 SH SHARED 17 23900 3500 D FNX MNG CO INC COM 30253R10 2576 230900 SH SHARED 10 230900 D FPIC INS GROUP INC COM 30256310 26 703 SH SHARED 703 D FPIC INS GROUP INC COM 30256310 192 5100 SH SHARED 17 5100 D FPL GROUP INC COM 30257110 32313 805016 SH SHARED 747837 57179 D FPL GROUP INC COM 30257110 2020 50329 SH SHR/OTHR 50329 D FPL GROUP INC COM 30257110 11640 289989 SH SHARED 01 157860 132129 D FPL GROUP INC COM 30257110 149 3725 SH SHR/OTHR 01 3725 D FPL GROUP INC COM 30257110 5644 140625 SH SHARED 02 140625 D FPL GROUP INC COM 30257110 996 24820 SH SHARED 06 24820 D FPL GROUP INC COM 30257110 116371 2899152 SH SHARED 10 2244400 654752 D FPL GROUP INC COM 30257110 184 4600 SH SHR/OTHR 10 4600 D FPL GROUP INC COM 30257110 2609 65000 SH SHARED 15 65000 D FPL GROUP INC COM 30257110 9417 234606 SH SHARED 17 185088 49518 D FSI INTL INC COM 30263310 49 9300 SH SHARED 9300 D FTD GROUP INC COM 30267U10 8 900 SH SHARED 900 D FTD GROUP INC COM 30267U10 80 8310 SH SHARED 17 8310 D FX ENERGY INC COM 30269510 12 2300 SH SHARED 2300 D FX ENERGY INC COM 30269510 83 15900 SH SHARED 17 15900 D F N B CORP VA COM 30293010 16 500 SH SHARED 500 D F N B CORP VA COM 30293010 47 1400 SH SHARED 17 1400 D FTI CONSULTING INC NOTE 3.750% 7/1 302941AB 5735 5000000 PRN SHARED 02 5000000 D FTI CONSULTING INC COM 30294110 77 2700 SH SHARED 2700 D FTI CONSULTING INC COM 30294110 77 2700 SH SHARED 01 2700 D FTI CONSULTING INC COM 30294110 8016 281000 SH SHARED 10 281000 D FTI CONSULTING INC COM 30294110 716 25100 SH SHARED 17 25100 D FACTSET RESH SYS INC COM 30307510 388 8750 SH SHARED 8750 D FACTSET RESH SYS INC COM 30307510 39 900 SH SHARED 01 900 D FACTSET RESH SYS INC COM 30307510 62 1400 SH SHARED 10 1400 D FACTSET RESH SYS INC COM 30307510 1554 35050 SH SHARED 17 12950 22100 D FAIR ISAAC CORP NOTE 1.500% 8/1 303250AD 30450 29000000 PRN SHARED 29000000 D FAIR ISAAC CORP COM 30325010 590 14900 SH SHARED 14900 D FAIR ISAAC CORP COM 30325010 1106 27937 SH SHARED 01 27937 D FAIR ISAAC CORP COM 30325010 89 2250 SH SHR/OTHR 01 2250 D FAIR ISAAC CORP COM 30325010 2943 74303 SH SHARED 02 74303 D FAIR ISAAC CORP COM 30325010 82 2085 SH SHARED 14 2085 D FAIR ISAAC CORP COM 30325010 305 7700 SH SHARED 17 7700 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 55593 2915212 SH SHARED 2915212 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 1008 52900 SH SHARED 01 52900 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 19 1000 SH SHR/OTHR 01 1000 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 802 42100 SH SHARED 02 42100 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 5717 299800 SH SHARED 10 299800 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 3621 189900 SH SHARED 17 60400 129500 D FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000%11/0 303727AJ 2753 2790000 PRN SHARED 02 2790000 D FAIRFAX FINL HLDGS LTD DBCV 5.000% 7/1 303901AL 1782 2000000 PRN SHARED 2000000 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 576 5379 SH SHARED 02 5379 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 10 100 SH SHARED 06 100 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 171 1596 SH SHARED 14 1596 D FAIRMONT HOTELS RESORTS INC NOTE 3.750%12/0 305204AB 6252 5290000 PRN SHARED 02 5290000 D FAIRMONT HOTELS RESORTS INC COM 30520410 44725 1000577 SH SHARED 1000577 D FAIRMONT HOTELS RESORTS INC COM 30520410 44 1000 SH SHARED 01 1000 D FAIRMONT HOTELS RESORTS INC COM 30520410 25 562 SH SHR/OTHR 01 562 D FAIRMONT HOTELS RESORTS INC COM 30520410 7 177 SH SHARED 10 177 D FAIRMONT HOTELS RESORTS INC COM 30520410 37 833 SH SHARED 14 833 D FAIRMONT HOTELS RESORTS INC COM 30520410 8 200 SH SHARED 17 200 D FAIRPOINT COMMUNICATIONS INC COM 30556010 2983 215900 SH SHARED 215900 D FAIRPOINT COMMUNICATIONS INC COM 30556010 351 25400 SH SHARED 10 25400 D FAIRPOINT COMMUNICATIONS INC COM 30556010 262 18990 SH SHARED 17 14590 4400 D FALCONBRIDGE LTD NEW 2005 COM 30610410 6589 188000 SH SHARED 188000 D FALCONBRIDGE LTD NEW 2005 COM 30610410 133 3800 SH SHARED 01 3800 D FALCONBRIDGE LTD NEW 2005 COM 30610410 3199 91281 SH SHARED 02 91281 D FALCONBRIDGE LTD NEW 2005 COM 30610410 2628 75000 SH SHARED 04 75000 D FALCONBRIDGE LTD NEW 2005 COM 30610410 111 3169 SH SHARED 06 3169 D FALCONBRIDGE LTD NEW 2005 COM 30610410 35 1007 SH SHARED 10 1007 D FALCONBRIDGE LTD NEW 2005 COM 30610410 127 3631 SH SHARED 14 3631 D FALCONBRIDGE LTD NEW 2005 COM 30610410 31 900 SH SHARED 17 900 D FALCONSTOR SOFTWARE INC COM 30613710 15 1600 SH SHARED 1600 D FALCONSTOR SOFTWARE INC COM 30613710 82 8700 SH SHARED 01 8700 D FALCONSTOR SOFTWARE INC COM 30613710 147 15600 SH SHARED 10 15600 D FALCONSTOR SOFTWARE INC COM 30613710 127 13483 SH SHARED 17 13483 D FAMILY DLR STORES INC COM 30700010 13292 499700 SH SHARED 499700 D FAMILY DLR STORES INC COM 30700010 307 11542 SH SHARED 01 11542 D FAMILY DLR STORES INC COM 30700010 79 3000 SH SHR/OTHR 01 3000 D FAMILY DLR STORES INC COM 30700010 2927 110066 SH SHARED 02 110066 D FAMILY DLR STORES INC COM 30700010 238 8980 SH SHARED 06 8980 D FAMILY DLR STORES INC COM 30700010 9 354 SH SHARED 10 354 D FAMILY DLR STORES INC COM 30700010 2660 100000 SH SHARED 16 100000 D FAMILY DLR STORES INC COM 30700010 2877 108173 SH SHARED 17 107873 300 D FARGO ELECTRONICS INC COM 30744P10 213 12618 SH SHARED 12618 D FARGO ELECTRONICS INC COM 30744P10 82 4900 SH SHARED 10 4900 D FARGO ELECTRONICS INC COM 30744P10 106 6300 SH SHARED 17 6300 D FARMER BROS CO COM 30767510 11 500 SH SHARED 500 D FARMER BROS CO COM 30767510 46 2100 SH SHARED 10 2100 D FARMER BROS CO COM 30767510 91 4100 SH SHARED 17 1900 2200 D FARMERS CAP BK CORP COM 30956210 12 400 SH SHARED 400 D FARMERS CAP BK CORP COM 30956210 53 1700 SH SHARED 17 1700 D FARO TECHNOLOGIES INC COM 31164210 11 800 SH SHARED 800 D FARO TECHNOLOGIES INC COM 31164210 176 12400 SH SHARED 17 12400 D FASTENAL CO COM 31190010 14782 312252 SH SHARED 312252 D FASTENAL CO COM 31190010 2575 54400 SH SHARED 01 54400 D FASTENAL CO COM 31190010 2939 62100 SH SHARED 02 62100 D FASTENAL CO COM 31190010 210 4450 SH SHARED 06 4450 D FASTENAL CO COM 31190010 9 200 SH SHARED 10 200 D FASTENAL CO COM 31190010 28 600 SH SHARED 14 600 D FASTENAL CO COM 31190010 66 1400 SH SHARED 17 1400 D FAVRILLE INC COM 31208840 5 800 SH SHARED 800 D FEDDERS CORP COM NEW 31313550 8 5700 SH SHARED 5700 D FEDERAL AGRIC MTG CORP CL C 31314830 23 800 SH SHARED 800 D FEDERAL AGRIC MTG CORP CL C 31314830 170 5800 SH SHARED 17 5800 D FEDERAL HOME LN MTG CORP COM 31340030 133733 2192360 SH SHARED 2149586 42774 D FEDERAL HOME LN MTG CORP COM 31340030 217 3565 SH SHR/OTHR 3565 D FEDERAL HOME LN MTG CORP COM 31340030 18744 307284 SH SHARED 01 127730 179554 D FEDERAL HOME LN MTG CORP COM 31340030 155 2545 SH SHR/OTHR 01 2545 D FEDERAL HOME LN MTG CORP COM 31340030 24471 401177 SH SHARED 02 401177 D FEDERAL HOME LN MTG CORP COM 31340030 9594 157284 SH SHARED 06 157284 D FEDERAL HOME LN MTG CORP COM 31340030 157849 2587700 SH SHARED 10 1894145 693555 D FEDERAL HOME LN MTG CORP COM 31340030 244 4000 SH SHR/OTHR 10 4000 D FEDERAL HOME LN MTG CORP COM 31340030 2772 45453 SH SHARED 14 45453 D FEDERAL HOME LN MTG CORP COM 31340030 2836 46500 SH SHARED 15 46500 D FEDERAL HOME LN MTG CORP COM 31340030 361319 5923271 SH SHARED 17 5915821 7450 D FEDERAL NATL MTG ASSN COM 31358610 135718 2640443 SH SHARED 2613826 26617 D FEDERAL NATL MTG ASSN COM 31358610 727 14150 SH SHR/OTHR 14150 D FEDERAL NATL MTG ASSN COM 31358610 12138 236155 SH SHARED 01 640 235515 D FEDERAL NATL MTG ASSN COM 31358610 772 15035 SH SHR/OTHR 01 15035 D FEDERAL NATL MTG ASSN COM 31358610 17235 335327 SH SHARED 02 335327 D FEDERAL NATL MTG ASSN COM 31358610 5936 115505 SH SHARED 06 115505 D FEDERAL NATL MTG ASSN COM 31358610 10517 204611 SH SHARED 10 128000 76611 D FEDERAL NATL MTG ASSN COM 31358610 5944 115653 SH SHARED 14 115653 D FEDERAL NATL MTG ASSN COM 31358610 1799 35000 SH SHARED 15 35000 D FEDERAL NATL MTG ASSN COM 31358610 5140 100000 SH SHARED 16 100000 D FEDERAL NATL MTG ASSN COM 31358610 441205 8583766 SH SHARED 17 8546766 37000 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 7 100 SH SHARED 100 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 60 800 SH SHARED 01 800 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 413 5500 SH SHARED 02 5500 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 315 4200 SH SHARED 04 4200 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 241940 3217300 SH SHARED 11 3217300 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 1714 22800 SH SHARED 17 20000 2800 D FEDERAL SIGNAL CORP COM 31385510 259 14000 SH SHARED 14000 D FEDERAL SIGNAL CORP COM 31385510 20 1126 SH SHR/OTHR 1126 D FEDERAL SIGNAL CORP COM 31385510 355 19200 SH SHARED 01 19200 D FEDERAL SIGNAL CORP COM 31385510 336 18200 SH SHARED 02 18200 D FEDERAL SIGNAL CORP COM 31385510 544 29430 SH SHARED 17 29430 D FEDERATED DEPT STORES INC DE COM 31410H10 36383 498407 SH SHARED 497847 560 D FEDERATED DEPT STORES INC DE COM 31410H10 452 6202 SH SHR/OTHR 6202 D FEDERATED DEPT STORES INC DE COM 31410H10 4204 57598 SH SHARED 01 57598 D FEDERATED DEPT STORES INC DE COM 31410H10 47 654 SH SHR/OTHR 01 654 D FEDERATED DEPT STORES INC DE COM 31410H10 7129 97659 SH SHARED 02 97659 D FEDERATED DEPT STORES INC DE COM 31410H10 1292 17706 SH SHARED 06 17706 D FEDERATED DEPT STORES INC DE COM 31410H10 35627 488050 SH SHARED 10 59890 426450 1710 D FEDERATED DEPT STORES INC DE COM 31410H10 91965 1259795 SH SHARED 17 1230679 29116 D FEDERATED DEPT STORES INC DE COM 31410H10 19 270 SH SHARED 19 270 D FEDERATED INVS INC PA CL B 31421110 8979 229940 SH SHARED 229940 D FEDERATED INVS INC PA CL B 31421110 562 14400 SH SHARED 01 14400 D FEDERATED INVS INC PA CL B 31421110 1323 33900 SH SHARED 02 33900 D FEDERATED INVS INC PA CL B 31421110 87 2250 SH SHARED 06 2250 D FEDERATED INVS INC PA CL B 31421110 3568 91391 SH SHARED 17 91391 D FEDEX CORP COM 31428X10 67998 602080 SH SHARED 588090 13990 D FEDEX CORP COM 31428X10 1095 9700 SH SHR/OTHR 9700 D FEDEX CORP COM 31428X10 9100 80577 SH SHARED 01 6690 73887 D FEDEX CORP COM 31428X10 267 2370 SH SHR/OTHR 01 2370 D FEDEX CORP COM 31428X10 25251 223581 SH SHARED 02 223581 D FEDEX CORP COM 31428X10 2338 20704 SH SHARED 06 20704 D FEDEX CORP COM 31428X10 89306 790744 SH SHARED 10 274075 426500 90169 D FEDEX CORP COM 31428X10 447 3965 SH SHARED 14 3965 D FEDEX CORP COM 31428X10 60275 533692 SH SHARED 17 530792 2900 D FELCOR LODGING TR INC COM 31430F10 1305 61863 SH SHARED 61863 D FELCOR LODGING TR INC COM 31430F10 495 23500 SH SHARED 01 23500 D FELCOR LODGING TR INC COM 31430F10 68 3243 SH SHARED 02 3243 D FELCOR LODGING TR INC COM 31430F10 495 23500 SH SHARED 10 23500 D FELCOR LODGING TR INC COM 31430F10 184625 8750000 SH SHARED 11 8750000 D FELCOR LODGING TR INC COM 31430F10 777 36831 SH SHARED 17 28131 8700 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 679 27160 SH SHARED 27160 D FELDMAN MALL PPTYS INC COM 31430810 18939 1546100 SH SHARED 11 1546100 D FERRO CORP COM 31540510 1498 74900 SH SHARED 74900 D FERRO CORP COM 31540510 332 16600 SH SHARED 01 16600 D FERRO CORP COM 31540510 290 14500 SH SHARED 02 14500 D FERRO CORP COM 31540510 62 3100 SH SHARED 10 3100 D FERRO CORP COM 31540510 422 21132 SH SHARED 17 16832 4300 D F5 NETWORKS INC COM 31561610 652 9000 SH SHARED 9000 D F5 NETWORKS INC COM 31561610 1565 21600 SH SHARED 01 21600 D F5 NETWORKS INC COM 31561610 1322 18250 SH SHARED 02 18250 D F5 NETWORKS INC COM 31561610 2574 35520 SH SHARED 17 35320 200 D FIAT S P A SP ADR ORD NEW 31562188 27 2200 SH SHARED 2200 D FIBERNET TELECOM GRP INC COM PAR $0.001 31565340 1842 519134 SH SHARED 02 519134 D FIDELITY BANKSHARES INC NEW COM 31604Q10 47 1400 SH SHARED 1400 D FIDELITY BANKSHARES INC NEW COM 31604Q10 69 2060 SH SHARED 01 2060 D FIDELITY BANKSHARES INC NEW COM 31604Q10 366 10900 SH SHARED 10 10900 D FIDELITY BANKSHARES INC NEW COM 31604Q10 2557 76050 SH SHARED 17 73150 2900 D FIDELITY NATL INFORMATION SV COM 31620M10 23114 570025 SH SHARED 570025 D FIDELITY NATL INFORMATION SV COM 31620M10 618 15250 SH SHR/OTHR 15250 D FIDELITY NATL INFORMATION SV COM 31620M10 1573 38800 SH SHARED 01 38800 D FIDELITY NATL INFORMATION SV COM 31620M10 93 2300 SH SHR/OTHR 01 2300 D FIDELITY NATL INFORMATION SV COM 31620M10 2238 55200 SH SHARED 02 55200 D FIDELITY NATL INFORMATION SV COM 31620M10 101 2500 SH SHARED 06 2500 D FIDELITY NATL INFORMATION SV COM 31620M10 10 259 SH SHARED 14 259 D FIDELITY NATL INFORMATION SV COM 31620M10 1084 26740 SH SHARED 17 26740 D FIDELITY NATL TITLE GROUP IN CL A 31620R10 340 14973 SH SHARED 14973 D FIDELITY NATL TITLE GROUP IN CL A 31620R10 215 9464 SH SHARED 01 9464 D FIDELITY NATL TITLE GROUP IN CL A 31620R10 63 2800 SH SHARED 02 2800 D FIDELITY NATL TITLE GROUP IN CL A 31620R10 43 1900 SH SHARED 10 1900 D FIDELITY NATL FINL INC COM 31632610 140837 3963895 SH SHARED 3963895 D FIDELITY NATL FINL INC COM 31632610 2221 62517 SH SHARED 01 62517 D FIDELITY NATL FINL INC COM 31632610 2711 76313 SH SHARED 02 76313 D FIDELITY NATL FINL INC COM 31632610 251 7072 SH SHARED 06 7072 D FIDELITY NATL FINL INC COM 31632610 6 177 SH SHARED 10 177 D FIDELITY NATL FINL INC COM 31632610 224 6320 SH SHARED 14 6320 D FIDELITY NATL FINL INC COM 31632610 248 7000 SH SHARED 17 6900 100 D FIELDSTONE INVT CORP COM 31659U30 25717 2179415 SH SHARED 2179415 D FIELDSTONE INVT CORP COM 31659U30 8 700 SH SHARED 01 700 D FIELDSTONE INVT CORP COM 31659U30 9305 788600 SH SHARED 17 788600 D FIFTH THIRD BANCORP COM 31677310 44720 1136201 SH SHARED 1123049 13152 D FIFTH THIRD BANCORP COM 31677310 134 3425 SH SHR/OTHR 3425 D FIFTH THIRD BANCORP COM 31677310 4094 104034 SH SHARED 01 104034 D FIFTH THIRD BANCORP COM 31677310 43 1100 SH SHR/OTHR 01 1100 D FIFTH THIRD BANCORP COM 31677310 8087 205467 SH SHARED 02 205467 D FIFTH THIRD BANCORP COM 31677310 1438 36549 SH SHARED 06 36549 D FIFTH THIRD BANCORP COM 31677310 145 3697 SH SHARED 10 3697 D FIFTH THIRD BANCORP COM 31677310 644 16374 SH SHARED 14 16374 D FIFTH THIRD BANCORP COM 31677310 14637 371897 SH SHARED 17 364397 7500 D FILENET CORP COM 31686910 226 8395 SH SHARED 8395 D FILENET CORP COM 31686910 29 1100 SH SHARED 01 1100 D FILENET CORP COM 31686910 97 3600 SH SHARED 02 3600 D FILENET CORP COM 31686910 35 1300 SH SHARED 10 1300 D FILENET CORP COM 31686910 760 28128 SH SHARED 17 26228 1900 D FINANCIAL FED CORP COM 31749210 49 1700 SH SHARED 1700 D FINANCIAL FED CORP COM 31749210 25 885 SH SHARED 01 885 D FINANCIAL FED CORP COM 31749210 936 31950 SH SHARED 02 31950 D FINANCIAL FED CORP COM 31749210 312 10650 SH SHARED 17 10650 D FINANCIAL INSTNS INC COM 31758540 11 600 SH SHARED 600 D FINANCIAL INSTNS INC COM 31758540 41 2200 SH SHARED 17 2200 D FINISAR NOTE 5.250%10/1 31787AAC 5169 4919000 PRN SHARED 4919000 D FINISAR NOTE 2.500%10/1 31787AAF 19119 13250000 PRN SHARED 13250000 D FINISAR COM 31787A10 1479 300662 SH SHARED 300662 D FINISAR COM 31787A10 19 3923 SH SHARED 02 3923 D FINISAR COM 31787A10 409 83200 SH SHARED 17 83200 D FINISH LINE INC CL A 31792310 46 2800 SH SHARED 2800 D FINISH LINE INC CL A 31792310 59 3600 SH SHARED 02 3600 D FINISH LINE INC CL A 31792310 409 24900 SH SHARED 17 24900 D FIRST ADVANTAGE CORP CL A 31845F10 14 600 SH SHARED 600 D FIRST ADVANTAGE CORP CL A 31845F10 340 14100 SH SHARED 17 14100 D FIRST ACCEPTANCE CORP COM 31845710 15 1200 SH SHARED 1200 D FIRST ACCEPTANCE CORP COM 31845710 73 5500 SH SHARED 17 5500 D FIRST AMERN CORP CALIF COM 31852230 2784 71100 SH SHARED 71100 D FIRST AMERN CORP CALIF COM 31852230 1178 30100 SH SHARED 01 30100 D FIRST AMERN CORP CALIF COM 31852230 1681 42930 SH SHARED 02 42930 D FIRST AMERN CORP CALIF COM 31852230 11 300 SH SHARED 06 300 D FIRST AMERN CORP CALIF COM 31852230 12 324 SH SHARED 14 324 D FIRST AMERN CORP CALIF COM 31852230 575 14700 SH SHARED 17 14700 D FIRST BANCORP P R COM 31867210 98 7974 SH SHARED 7974 D FIRST BANCORP P R COM 31867210 18 1500 SH SHARED 01 1500 D FIRST BANCORP P R COM 31867210 21 1760 SH SHARED 02 1760 D FIRST BANCORP P R COM 31867210 49 4000 SH SHARED 10 4000 D FIRST BANCORP P R COM 31867210 478 38700 SH SHARED 17 31700 7000 D FIRST BANCORP N C COM 31891010 17 800 SH SHARED 800 D FIRST BANCORP N C COM 31891010 38 1700 SH SHARED 10 1700 D FIRST BANCORP N C COM 31891010 97 4350 SH SHARED 17 4350 D FIRST BUSEY CORP COM 31938310 21 1000 SH SHARED 1000 D FIRST BUSEY CORP COM 31938310 107 5100 SH SHARED 17 5100 D FIRST CASH FINL SVCS INC COM 31942D10 33 1700 SH SHARED 1700 D FIRST CASH FINL SVCS INC COM 31942D10 259 13000 SH SHARED 17 13000 D FIRST CHARTER CORP COM 31943910 49 2000 SH SHARED 2000 D FIRST CHARTER CORP COM 31943910 2 100 SH SHARED 01 100 D FIRST CHARTER CORP COM 31943910 71 2900 SH SHARED 10 2900 D FIRST CHARTER CORP COM 31943910 456 18500 SH SHARED 17 14100 4400 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 77 400 SH SHARED 400 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 96 500 SH SHARED 01 500 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 201 1044 SH SHR/OTHR 01 1044 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 77 400 SH SHARED 10 400 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 656 3400 SH SHARED 17 2700 700 D FIRST COMWLTH FINL CORP PA COM 31982910 68 4700 SH SHARED 4700 D FIRST COMWLTH FINL CORP PA COM 31982910 7 500 SH SHARED 01 500 D FIRST COMWLTH FINL CORP PA COM 31982910 3021 206095 SH SHARED 02 206095 D FIRST COMWLTH FINL CORP PA COM 31982910 433 29582 SH SHARED 17 25982 3600 D FIRST CMNTY BANCSHARES INC N COM 31983A10 22 700 SH SHARED 700 D FIRST CMNTY BANCSHARES INC N COM 31983A10 57 1800 SH SHARED 10 1800 D FIRST CMNTY BANCSHARES INC N COM 31983A10 119 3749 SH SHARED 17 3749 D FIRST CMNTY BANCORP CALIF COM 31983B10 57 1000 SH SHARED 1000 D FIRST CMNTY BANCORP CALIF COM 31983B10 56 975 SH SHR/OTHR 975 D FIRST CMNTY BANCORP CALIF COM 31983B10 103 1800 SH SHARED 01 1800 D FIRST CMNTY BANCORP CALIF COM 31983B10 1406 24400 SH SHARED 10 24400 D FIRST CMNTY BANCORP CALIF COM 31983B10 749 13000 SH SHARED 17 13000 D FIRST DATA CORP COM 31996310 84942 1814232 SH SHARED 1673562 140670 D FIRST DATA CORP COM 31996310 4500 96113 SH SHR/OTHR 96113 D FIRST DATA CORP COM 31996310 12064 257673 SH SHARED 01 17012 240661 D FIRST DATA CORP COM 31996310 1411 30143 SH SHR/OTHR 01 30143 D FIRST DATA CORP COM 31996310 38193 815750 SH SHARED 02 815750 D FIRST DATA CORP COM 31996310 5551 118562 SH SHARED 06 118562 D FIRST DATA CORP COM 31996310 5969 127506 SH SHARED 10 123800 3706 D FIRST DATA CORP COM 31996310 370 7916 SH SHARED 14 7916 D FIRST DATA CORP COM 31996310 1170 25000 SH SHARED 15 25000 D FIRST DATA CORP COM 31996310 14509 309900 SH SHARED 17 301900 8000 D FIRST DEFIANCE FINL CORP COM 32006W10 13 500 SH SHARED 500 D FIRST DEFIANCE FINL CORP COM 32006W10 34 1300 SH SHARED 17 1300 D FIRST FINL BANKSHARES COM 32020R10 42 1100 SH SHARED 1100 D FIRST FINL BANKSHARES COM 32020R10 56 1466 SH SHARED 10 1466 D FIRST FINL BANKSHARES COM 32020R10 244 6386 SH SHARED 17 6386 D FIRST FINL BANCORP OH COM 32020910 34 2100 SH SHARED 2100 D FIRST FINL BANCORP OH COM 32020910 188 11342 SH SHARED 17 11342 D FIRST FED NORTHN MICH BANCOR COM 32021X10 96 10300 SH SHARED 10300 D FIRST FINL CORP IND COM 32021810 29 1000 SH SHARED 1000 D FIRST FINL CORP IND COM 32021810 65 2200 SH SHARED 10 2200 D FIRST FINL CORP IND COM 32021810 235 7910 SH SHARED 17 4110 3800 D FIRST FINL HLDGS INC COM 32023910 28 900 SH SHARED 900 D FIRST FINL HLDGS INC COM 32023910 69 2200 SH SHARED 10 2200 D FIRST FINL HLDGS INC COM 32023910 244 7700 SH SHARED 17 4200 3500 D FIRST HORIZON PHARMACEUTICAL NOTE 1.750% 3/0 32051KAB 598 500000 PRN SHARED 02 500000 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 4742 188100 SH SHARED 188100 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 2290 90850 SH SHARED 02 87450 3400 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 1764 70000 SH SHARED 04 70000 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 34 1384 SH SHARED 06 1384 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 126 5000 SH SHARED 14 5000 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 1966 78000 SH SHARED 17 12000 66000 D FIRST HORIZON NATL CORP COM 32051710 9035 216928 SH SHARED 204204 12724 D FIRST HORIZON NATL CORP COM 32051710 1816 43620 SH SHARED 01 11485 32135 D FIRST HORIZON NATL CORP COM 32051710 13 330 SH SHR/OTHR 01 330 D FIRST HORIZON NATL CORP COM 32051710 1830 43956 SH SHARED 02 43956 D FIRST HORIZON NATL CORP COM 32051710 303 7280 SH SHARED 06 7280 D FIRST HORIZON NATL CORP COM 32051710 2 54 SH SHARED 10 54 D FIRST HORIZON NATL CORP COM 32051710 26 631 SH SHARED 14 631 D FIRST HORIZON NATL CORP COM 32051710 2511 60289 SH SHARED 17 56789 3500 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 279 6550 SH SHARED 6550 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 110 2600 SH SHR/OTHR 2600 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 121 2850 SH SHARED 01 2850 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 170 4000 SH SHR/OTHR 01 4000 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 3244 76000 SH SHARED 10 76000 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 69379 1625200 SH SHARED 11 1625200 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 1528 35800 SH SHARED 17 20400 15400 D FIRST IND CORP COM 32054R10 27 1000 SH SHARED 1000 D FIRST IND CORP COM 32054R10 101 3625 SH SHARED 17 3625 D FIRST ISRAEL FD INC COM 32063L10 0 37 SH SHARED 37 D FIRST MARBLEHEAD CORP COM 32077110 108 2500 SH SHARED 2500 D FIRST MARBLEHEAD CORP COM 32077110 102 2375 SH SHARED 01 2375 D FIRST MARBLEHEAD CORP COM 32077110 17 411 SH SHR/OTHR 01 411 D FIRST MARBLEHEAD CORP COM 32077110 112 2600 SH SHARED 02 2600 D FIRST MARBLEHEAD CORP COM 32077110 12975 300000 SH SHARED 10 284200 15800 D FIRST MARBLEHEAD CORP COM 32077110 2383 55100 SH SHARED 17 55100 D FIRST MERCHANTS CORP COM 32081710 29 1100 SH SHARED 1100 D FIRST MERCHANTS CORP COM 32081710 202 7628 SH SHARED 17 7628 D FIRST MIDWEST BANCORP DEL COM 32086710 109 3000 SH SHARED 3000 D FIRST MIDWEST BANCORP DEL COM 32086710 21 600 SH SHARED 01 600 D FIRST MIDWEST BANCORP DEL COM 32086710 1104 30200 SH SHARED 17 20400 9800 D FIRST NIAGARA FINL GP INC COM 33582V10 1548 105624 SH SHARED 105624 D FIRST NIAGARA FINL GP INC COM 33582V10 779 53200 SH SHARED 01 53200 D FIRST NIAGARA FINL GP INC COM 33582V10 574 39200 SH SHARED 02 39200 D FIRST NIAGARA FINL GP INC COM 33582V10 841 57400 SH SHARED 10 57400 D FIRST NIAGARA FINL GP INC COM 33582V10 779 53179 SH SHARED 17 53179 D FIRST OAK BROOK BANCSHARES I COM 33584720 10 400 SH SHARED 400 D FIRST OAK BROOK BANCSHARES I COM 33584720 68 2550 SH SHARED 17 2550 D FIRST POTOMAC RLTY TR COM 33610F10 33 1200 SH SHARED 1200 D FIRST POTOMAC RLTY TR COM 33610F10 56 2000 SH SHARED 01 2000 D FIRST POTOMAC RLTY TR COM 33610F10 73 2600 SH SHARED 10 2600 D FIRST POTOMAC RLTY TR COM 33610F10 2706 95800 SH SHARED 11 95800 D FIRST POTOMAC RLTY TR COM 33610F10 415 14700 SH SHARED 17 10700 4000 D FIRST PL FINL CORP COM 33610T10 24 1000 SH SHARED 1000 D FIRST PL FINL CORP COM 33610T10 27 1100 SH SHARED 10 1100 D FIRST PL FINL CORP COM 33610T10 96 3900 SH SHARED 17 3900 D FIRST REGL BANCORP COM 33615C10 17 200 SH SHARED 200 D FIRST REGL BANCORP COM 33615C10 8 100 SH SHARED 01 100 D FIRST REGL BANCORP COM 33615C10 48 545 SH SHARED 17 545 D FIRST REP BK SAN FRANCISCO COM 33615810 52 1400 SH SHARED 1400 D FIRST REP BK SAN FRANCISCO COM 33615810 1193 31550 SH SHARED 10 31550 D FIRST REP BK SAN FRANCISCO COM 33615810 399 10550 SH SHARED 17 7950 2600 D FIRST ST BANCORPORATION COM 33645310 29 1100 SH SHARED 1100 D FIRST ST BANCORPORATION COM 33645310 45 1700 SH SHARED 01 1700 D FIRST ST BANCORPORATION COM 33645310 74 2800 SH SHARED 10 2800 D FIRST ST BANCORPORATION COM 33645310 185 7000 SH SHARED 17 7000 D FIRST SOUTH BANCORP INC VA COM 33646W10 15 400 SH SHARED 400 D 1ST SOURCE CORP COM 33690110 26 900 SH SHARED 900 D 1ST SOURCE CORP COM 33690110 65 2200 SH SHARED 10 2200 D 1ST SOURCE CORP COM 33690110 227 7581 SH SHARED 17 3981 3600 D FIRST TR/FOUR CRNRS SR FLOAT COM 33733U10 1029 57685 SH SHARED 57685 D FIRST TRUST FIDAC MTG INCM F COM SHS 33734E10 4 276 SH SHARED 276 D FIRST TR VALUE LINE DIV FD COM SHS 33735A10 18454 1266636 SH SHARED 1266636 D FIRST TR VALUE LINE 100 FD COM SHS 33735D10 12280 733628 SH SHARED 733628 D FIRST TR VAL LINE & IBBTSN E COM 33735H10 4808 223952 SH SHARED 223952 D FIRST UTD CORP COM 33741H10 1 49 SH SHARED 49 D FIRSTSERVICE CORP SUB VTG SH 33761N10 36 1500 SH SHARED 1500 D FISERV INC COM 33773810 32113 754732 SH SHARED 754132 600 D FISERV INC COM 33773810 8 200 SH SHR/OTHR 200 D FISERV INC COM 33773810 1804 42400 SH SHARED 01 42400 D FISERV INC COM 33773810 4132 97110 SH SHARED 02 95068 2042 D FISERV INC COM 33773810 652 15324 SH SHARED 06 15324 D FISERV INC COM 33773810 51633 1213484 SH SHARED 10 477069 608700 127715 D FISERV INC COM 33773810 584 13745 SH SHARED 14 13745 D FISERV INC COM 33773810 6172 145070 SH SHARED 17 144870 200 D FISHER COMMUNICATIONS INC COM 33775620 17 400 SH SHARED 400 D FISHER COMMUNICATIONS INC COM 33775620 62 1400 SH SHARED 10 1400 D FISHER COMMUNICATIONS INC COM 33775620 183 4100 SH SHARED 17 1900 2200 D FIRSTFED FINL CORP COM 33790710 71 1200 SH SHARED 1200 D FIRSTFED FINL CORP COM 33790710 472 7900 SH SHARED 01 7900 D FIRSTFED FINL CORP COM 33790710 8917 149100 SH SHARED 10 149100 D FIRSTFED FINL CORP COM 33790710 2266 37900 SH SHARED 17 16900 21000 D FIRSTMERIT CORP COM 33791510 732 29719 SH SHARED 17900 11819 D FIRSTMERIT CORP COM 33791510 549 22300 SH SHARED 01 22300 D FIRSTMERIT CORP COM 33791510 887 36000 SH SHARED 02 36000 D FIRSTMERIT CORP COM 33791510 54 2200 SH SHARED 17 2200 D FLAGSTAR BANCORP INC COM 33793010 264 17500 SH SHARED 17500 D FLAGSTAR BANCORP INC COM 33793010 190 12600 SH SHARED 10 12600 D FLAGSTAR BANCORP INC COM 33793010 591 39150 SH SHARED 17 39150 D FIRSTENERGY CORP COM 33793210 45432 929087 SH SHARED 907020 22067 D FIRSTENERGY CORP COM 33793210 13 266 SH SHR/OTHR 266 D FIRSTENERGY CORP COM 33793210 4359 89153 SH SHARED 01 89153 D FIRSTENERGY CORP COM 33793210 11 225 SH SHR/OTHR 01 225 D FIRSTENERGY CORP COM 33793210 6282 128483 SH SHARED 02 128483 D FIRSTENERGY CORP COM 33793210 1444 29532 SH SHARED 06 29532 D FIRSTENERGY CORP COM 33793210 14245 291324 SH SHARED 10 291324 D FIRSTENERGY CORP COM 33793210 641 13126 SH SHARED 14 13126 D FIRSTENERGY CORP COM 33793210 9233 188820 SH SHARED 17 142120 46700 D FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW 33243 21914000 PRN SHARED 21914000 D FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW 10863 7161000 PRN SHARED 02 7161000 D FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX 2146 2000000 PRN SHARED 2000000 D FISHER SCIENTIFIC INTL INC CB 33803220 166 244206 PRN SHARED 244206 D FISHER SCIENTIFIC INTL INC CB 33803220 16 23900 PRN SHARED 01 23900 D FISHER SCIENTIFIC INTL INC CB 33803220 37 55700 PRN SHARED 02 55700 D FISHER SCIENTIFIC INTL INC CB 33803220 17 25099 PRN SHARED 06 25099 D FISHER SCIENTIFIC INTL INC CB 33803220 94 138610 PRN SHARED 10 137510 1100 D FISHER SCIENTIFIC INTL INC CB 33803220 928 1364908 PRN SHARED 17 1363908 1000 D FIVE STAR QUALITY CARE INC COM 33832D10 0 1 SH SHARED 1 D FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 393 19844 SH SHARED 19844 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 8326 393500 SH SHARED 10 393500 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 169 8000 SH SHARED 17 8000 D FLANDERS CORP COM 33849410 179 15386 SH SHARED 15386 D FLANDERS CORP COM 33849410 99 8500 SH SHARED 17 8500 D FLEETWOOD ENTERPRISES INC COM 33909910 48 4300 SH SHARED 4300 D FLEETWOOD ENTERPRISES INC COM 33909910 0 1 SH SHARED 01 1 D FLEETWOOD ENTERPRISES INC COM 33909910 1769 158400 SH SHARED 10 158400 D FLEETWOOD ENTERPRISES INC COM 33909910 1204 107877 SH SHARED 17 22177 85700 D FLOATING RATE INCM STRT FD I COM 33973510 672 37602 SH SHARED 37602 D FLOATING RATE INCM STRTS FD COM SHS 33973610 58 3307 SH SHARED 3307 D FLORIDA EAST COAST INDS COM 34063210 113 2100 SH SHARED 2100 D FLORIDA EAST COAST INDS COM 34063210 161 3000 SH SHR/OTHR 01 3000 D FLORIDA EAST COAST INDS COM 34063210 278 5165 SH SHARED 10 3765 1400 D FLORIDA EAST COAST INDS COM 34063210 1762 32700 SH SHARED 17 30100 2600 D FLORIDA ROCK INDS INC COM 34114010 6603 117452 SH SHARED 117452 D FLORIDA ROCK INDS INC COM 34114010 33 600 SH SHR/OTHR 600 D FLORIDA ROCK INDS INC COM 34114010 865 15400 SH SHARED 01 15400 D FLORIDA ROCK INDS INC COM 34114010 1276 22700 SH SHARED 02 22700 D FLORIDA ROCK INDS INC COM 34114010 16130 286914 SH SHARED 17 285614 1300 D FLUOR CORP NEW COM 34341210 14980 174600 SH SHARED 158900 15700 D FLUOR CORP NEW COM 34341210 2591 30200 SH SHARED 01 30200 D FLUOR CORP NEW COM 34341210 4456 51945 SH SHARED 02 51945 D FLUOR CORP NEW COM 34341210 2883 33605 SH SHARED 06 33605 D FLUOR CORP NEW COM 34341210 15102 176018 SH SHARED 10 176018 D FLUOR CORP NEW COM 34341210 1340 15621 SH SHARED 14 15621 D FLUOR CORP NEW COM 34341210 3039 35429 SH SHARED 17 34629 800 D FLOWERS FOODS INC COM 34349810 1862 62722 SH SHARED 62722 D FLOWERS FOODS INC COM 34349810 2572 86625 SH SHARED 10 86625 D FLOWERS FOODS INC COM 34349810 1310 44137 SH SHARED 17 25037 19100 D FLOWSERVE CORP COM 34354P10 948 16250 SH SHARED 16200 50 D FLOWSERVE CORP COM 34354P10 1443 24750 SH SHARED 01 2640 22110 D FLOWSERVE CORP COM 34354P10 4 75 SH SHR/OTHR 01 75 D FLOWSERVE CORP COM 34354P10 1137 19500 SH SHARED 02 19500 D FLOWSERVE CORP COM 34354P10 2339 40100 SH SHARED 10 40100 D FLOWSERVE CORP COM 34354P10 2135 36600 SH SHARED 17 22600 14000 D FLUSHING FINL CORP COM 34387310 1553 88949 SH SHARED 88949 D FLUSHING FINL CORP COM 34387310 115 6600 SH SHARED 17 6600 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 9546 164532 SH SHARED 17 164532 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 8370 91325 SH SHARED 91325 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 40128 437800 SH SHARED 01 437800 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2016 22000 SH SHARED 04 22000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 95183 1038441 SH SHARED 10 1038441 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 142 1560 SH SHARED 15 1560 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 31081 339100 SH SHARED 17 339100 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 59 650 SH SHARED 19 650 D FOOT LOCKER INC COM 34484910 9829 411618 SH SHARED 411618 D FOOT LOCKER INC COM 34484910 72 3030 SH SHR/OTHR 3030 D FOOT LOCKER INC COM 34484910 1382 57900 SH SHARED 01 57900 D FOOT LOCKER INC COM 34484910 1664 69700 SH SHARED 02 69700 D FOOT LOCKER INC COM 34484910 157 6603 SH SHARED 06 6603 D FOOT LOCKER INC COM 34484910 7 295 SH SHARED 10 295 D FOOT LOCKER INC COM 34484910 20 876 SH SHARED 14 876 D FOOT LOCKER INC COM 34484910 217 9100 SH SHARED 17 7900 1200 D FORD MTR CO DEL COM PAR $0.01 34537086 220542 27706284 SH SHARED 27705784 500 D FORD MTR CO DEL COM PAR $0.01 34537086 90 11361 SH SHR/OTHR 11361 D FORD MTR CO DEL COM PAR $0.01 34537086 2862 359616 SH SHARED 01 359616 D FORD MTR CO DEL COM PAR $0.01 34537086 394 49556 SH SHR/OTHR 01 49556 D FORD MTR CO DEL COM PAR $0.01 34537086 5822 731515 SH SHARED 02 731515 D FORD MTR CO DEL COM PAR $0.01 34537086 923 115960 SH SHARED 06 115960 D FORD MTR CO DEL COM PAR $0.01 34537086 91 11500 SH SHARED 10 11500 D FORD MTR CO DEL COM PAR $0.01 34537086 102 12816 SH SHARED 14 12816 D FORD MTR CO DEL COM PAR $0.01 34537086 31101 3907235 SH SHARED 17 3878935 28300 D FORD MTR CO DEL COM PAR $0.01 34537086 382 48020 SH SHARED 18 48020 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 6010 200000 SH SHARED 200000 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 23937 796586 SH SHARED 02 796586 D FORDING CDN COAL TR TR UNIT 34542510 0 17 SH SHARED 17 D FORDING CDN COAL TR TR UNIT 34542510 98 2600 SH SHR/OTHR 2600 D FORDING CDN COAL TR TR UNIT 34542510 42 1119 SH SHR/OTHR 01 1119 D FOREST CITY ENTERPRISES INC CL A 34555010 4 100 SH SHARED 100 D FOREST CITY ENTERPRISES INC CL A 34555010 311 6600 SH SHARED 02 6600 D FOREST LABS INC COM 34583810 76324 1710159 SH SHARED 1702454 7705 D FOREST LABS INC COM 34583810 374 8400 SH SHR/OTHR 8400 D FOREST LABS INC COM 34583810 3278 73460 SH SHARED 01 85 73375 D FOREST LABS INC COM 34583810 151 3384 SH SHR/OTHR 01 3384 D FOREST LABS INC COM 34583810 5504 123344 SH SHARED 02 123344 D FOREST LABS INC COM 34583810 3815 85500 SH SHARED 04 85500 D FOREST LABS INC COM 34583810 4930 110471 SH SHARED 06 110471 D FOREST LABS INC COM 34583810 7475 167500 SH SHARED 10 165600 1900 D FOREST LABS INC COM 34583810 3989 89400 SH SHARED 14 89400 D FOREST LABS INC COM 34583810 2499 56000 SH SHARED 16 56000 D FOREST LABS INC COM 34583810 11114 249028 SH SHARED 17 245528 3500 D FOREST OIL CORP COM PAR $0.01 34609170 1753 47155 SH SHR/OTHR 47155 D FOREST OIL CORP COM PAR $0.01 34609170 457 12300 SH SHARED 12300 D FOREST OIL CORP COM PAR $0.01 34609170 1085 29200 SH SHARED 01 29200 D FOREST OIL CORP COM PAR $0.01 34609170 907 24400 SH SHARED 02 24400 D FOREST OIL CORP COM PAR $0.01 34609170 334 9000 SH SHARED 17 1000 8000 D FORMFACTOR INC COM 34637510 802 20400 SH SHARED 20400 D FORMFACTOR INC COM 34637510 2552 64925 SH SHARED 01 64400 525 D FORMFACTOR INC COM 34637510 54 1375 SH SHR/OTHR 01 1375 D FORMFACTOR INC COM 34637510 3 100 SH SHARED 02 100 D FORMFACTOR INC COM 34637510 12211 310560 SH SHARED 10 310560 D FORMFACTOR INC COM 34637510 24099 612900 SH SHARED 17 400800 212100 D FORRESTER RESH INC COM 34656310 567 25430 SH SHR/OTHR 25430 D FORRESTER RESH INC COM 34656310 22 1000 SH SHARED 1000 D FORRESTER RESH INC COM 34656310 133 6000 SH SHARED 17 6000 D FORTUNE BRANDS INC COM 34963110 28 350 SH SHARED 350 D FORTUNE BRANDS INC COM 34963110 35911 445389 SH SHARED 369387 76002 D FORTUNE BRANDS INC COM 34963110 6391 79270 SH SHR/OTHR 79270 D FORTUNE BRANDS INC COM 34963110 19992 247958 SH SHARED 01 95847 152111 D FORTUNE BRANDS INC COM 34963110 2042 25327 SH SHR/OTHR 01 25327 D FORTUNE BRANDS INC COM 34963110 4023 49902 SH SHARED 02 49902 D FORTUNE BRANDS INC COM 34963110 24 306 SH SHARED 04 306 D FORTUNE BRANDS INC COM 34963110 875 10860 SH SHARED 05 10860 D FORTUNE BRANDS INC COM 34963110 2009 24920 SH SHARED 06 24920 D FORTUNE BRANDS INC COM 34963110 39103 484970 SH SHARED 10 119025 301100 64845 D FORTUNE BRANDS INC COM 34963110 32 400 SH SHARED 14 400 D FORTUNE BRANDS INC COM 34963110 4774 59209 SH SHARED 17 57809 1400 D FORTUNE BRANDS INC COM 34963110 4732 58700 SH SHARED 19 58700 D FORWARD AIR CORP COM 34985310 78 2100 SH SHARED 2100 D FORWARD AIR CORP COM 34985310 74 2000 SH SHARED 10 2000 D FORWARD AIR CORP COM 34985310 624 16737 SH SHARED 17 13637 3100 D FOSSIL INC COM 34988210 61 3300 SH SHARED 3300 D FOSSIL INC COM 34988210 10 550 SH SHR/OTHR 550 D FOSSIL INC COM 34988210 83 4475 SH SHARED 01 4475 D FOSSIL INC COM 34988210 13 708 SH SHR/OTHR 01 708 D FOSSIL INC COM 34988210 18 1000 SH SHARED 02 1000 D FOSSIL INC COM 34988210 50 2700 SH SHARED 10 2700 D FOSSIL INC COM 34988210 438 23600 SH SHARED 17 19500 4100 D FOSTER L B CO COM 35006010 38 2000 SH SHARED 01 2000 D FOUNDATION COAL HLDGS INC COM 35039W10 1579 38400 SH SHARED 38400 D FOUNDATION COAL HLDGS INC COM 35039W10 8540 207600 SH SHARED 10 199600 8000 D FOUNDATION COAL HLDGS INC COM 35039W10 2783 67650 SH SHARED 17 28950 38700 D FOUNDRY NETWORKS INC COM 35063R10 3366 185369 SH SHARED 185369 D FOUNDRY NETWORKS INC COM 35063R10 2891 159250 SH SHARED 01 155300 3950 D FOUNDRY NETWORKS INC COM 35063R10 102 5653 SH SHR/OTHR 01 5653 D FOUNDRY NETWORKS INC COM 35063R10 176 9700 SH SHARED 02 9700 D FOUNDRY NETWORKS INC COM 35063R10 13042 718213 SH SHARED 10 712813 5400 D FOUNDRY NETWORKS INC COM 35063R10 23381 1287500 SH SHARED 17 951600 335900 D 4 KIDS ENTMT INC COM 35086510 32 1900 SH SHARED 1900 D 4 KIDS ENTMT INC COM 35086510 120 7000 SH SHARED 17 7000 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 10 200 SH SHARED 01 200 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 4328 85365 SH SHARED 02 85365 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 1014 20000 SH SHARED 04 20000 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 10 200 SH SHARED 06 200 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 202 3987 SH SHARED 14 3987 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 1656 32680 SH SHARED 17 32680 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 45 1500 SH SHARED 1000 500 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 6 200 SH SHR/OTHR 200 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 21 700 SH SHARED 01 700 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 168 5500 SH SHARED 17 4800 700 D FRANCE TELECOM SPONSORED ADR 35177Q10 3246 144400 SH SHARED 144400 D FRANKLIN BK CORP DEL COM 35245110 25 1333 SH SHARED 1333 D FRANKLIN BK CORP DEL COM 35245110 111 5800 SH SHARED 10 5800 D FRANKLIN BK CORP DEL COM 35245110 221 11500 SH SHARED 17 5700 5800 D FRANKLIN ELEC INC COM 35351410 76 1400 SH SHARED 1400 D FRANKLIN ELEC INC COM 35351410 43 800 SH SHARED 01 800 D FRANKLIN ELEC INC COM 35351410 10 201 SH SHARED 02 201 D FRANKLIN ELEC INC COM 35351410 76 1400 SH SHARED 10 1400 D FRANKLIN ELEC INC COM 35351410 541 9900 SH SHARED 17 7700 2200 D FRANKLIN RES INC COM 35461310 51620 547756 SH SHARED 539341 8415 D FRANKLIN RES INC COM 35461310 450 4775 SH SHR/OTHR 4775 D FRANKLIN RES INC COM 35461310 10679 113320 SH SHARED 01 33825 79495 D FRANKLIN RES INC COM 35461310 677 7192 SH SHR/OTHR 01 7192 D FRANKLIN RES INC COM 35461310 5424 57560 SH SHARED 02 57560 D FRANKLIN RES INC COM 35461310 1002 10641 SH SHARED 06 10641 D FRANKLIN RES INC COM 35461310 5301 56254 SH SHARED 10 31000 25254 D FRANKLIN RES INC COM 35461310 9059 96133 SH SHARED 17 94233 1900 D FRANKLIN UNVL TR SH BEN INT 35514510 277 44256 SH SHARED 44256 D FREDS INC CL A 35610810 123 9300 SH SHARED 9300 D FREDS INC CL A 35610810 2 200 SH SHARED 02 200 D FREDS INC CL A 35610810 239 18068 SH SHARED 17 18068 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 31672 529903 SH SHARED 502168 27735 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 697 11675 SH SHR/OTHR 11675 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 7212 120665 SH SHARED 01 39590 81075 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 1604 26837 SH SHR/OTHR 01 26837 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 3980 66593 SH SHARED 02 66593 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 4004 67000 SH SHARED 04 67000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 813 13614 SH SHARED 06 13614 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 13827 231348 SH SHARED 10 6300 225048 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 801 13405 SH SHARED 14 13405 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 13501 225891 SH SHARED 17 224591 1300 D FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 29200 1050000 SH SHARED 1050000 D FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 33 1200 SH SHARED 06 1200 D FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 1869 67211 SH SHARED 17 67211 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 24815 893616 SH SHARED 857606 36010 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 203 7322 SH SHR/OTHR 7322 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 2854 102797 SH SHARED 01 102797 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 11 399 SH SHR/OTHR 01 399 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 7365 265244 SH SHARED 02 265244 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 299 10800 SH SHARED 06 10800 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 14071 506700 SH SHARED 10 111900 394800 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 100 3626 SH SHARED 14 3626 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 6674 240362 SH SHARED 17 175262 65100 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 2974 107102 SH SHARED 18 107102 D FREIGHTCAR AMER INC COM 35702310 38 600 SH SHARED 600 D FREIGHTCAR AMER INC COM 35702310 648 10200 SH SHARED 17 10200 D FREMONT GEN CORP COM 35728810 92 4300 SH SHARED 4300 D FREMONT GEN CORP COM 35728810 107 5000 SH SHARED 01 5000 D FREMONT GEN CORP COM 35728810 390 18100 SH SHARED 02 18100 D FREMONT GEN CORP COM 35728810 5116 237300 SH SHARED 10 237300 D FREMONT GEN CORP COM 35728810 1983 92000 SH SHARED 17 40200 51800 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 109 2760 SH SHARED 2760 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 42 1072 SH SHARED 01 1072 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 18 472 SH SHR/OTHR 01 472 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 174 18600 SH SHARED 18600 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 120 12800 SH SHARED 01 12800 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 298 31800 SH SHARED 02 31800 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 39 4200 SH SHARED 17 4200 D FRONTEER DEV GROUP INC COM 35903Q10 5122 1216800 SH SHARED 10 1216800 D FRONTIER AIRLINES INC NEW COM 35906510 18 2400 SH SHARED 2400 D FRONTIER AIRLINES INC NEW COM 35906510 875 113684 SH SHARED 02 113684 D FRONTIER AIRLINES INC NEW COM 35906510 129 16829 SH SHARED 17 16829 D FRONTIER FINL CORP WASH COM 35907K10 52 1600 SH SHARED 1600 D FRONTIER FINL CORP WASH COM 35907K10 72 2200 SH SHARED 01 2200 D FRONTIER FINL CORP WASH COM 35907K10 338 10250 SH SHARED 10 10250 D FRONTIER FINL CORP WASH COM 35907K10 531 16087 SH SHARED 17 9187 6900 D FRONTIER OIL CORP COM 35914P10 9487 159856 SH SHARED 159856 D FRONTIER OIL CORP COM 35914P10 476 8030 SH SHARED 01 8030 D FRONTIER OIL CORP COM 35914P10 59 1000 SH SHARED 02 1000 D FRONTIER OIL CORP COM 35914P10 6511 109720 SH SHARED 10 87220 22500 D FRONTIER OIL CORP COM 35914P10 5692 95918 SH SHARED 17 47718 48200 D FROZEN FOOD EXPRESS INDS INC COM 35936010 10 1000 SH SHARED 1000 D FROZEN FOOD EXPRESS INDS INC COM 35936010 25 2449 SH SHARED 17 2449 D FUELCELL ENERGY INC COM 35952H10 1355 118200 SH SHARED 118200 D FUELCELL ENERGY INC COM 35952H10 36 3200 SH SHARED 01 3200 D FUELCELL ENERGY INC COM 35952H10 458 40000 SH SHARED 04 40000 D FUELCELL ENERGY INC COM 35952H10 194 17000 SH SHARED 17 17000 D FULLER H B CO COM 35969410 272 5300 SH SHARED 5300 D FULLER H B CO COM 35969410 77 1500 SH SHARED 10 1500 D FULLER H B CO COM 35969410 1619 31548 SH SHARED 17 21048 10500 D FULTON FINL CORP PA COM 36027110 3 200 SH SHARED 200 D FULTON FINL CORP PA COM 36027110 11 688 SH SHARED 01 688 D FULTON FINL CORP PA COM 36027110 295 17200 SH SHARED 02 17200 D FURNITURE BRANDS INTL INC COM 36092110 1451 59205 SH SHARED 59205 D FURNITURE BRANDS INTL INC COM 36092110 627 25600 SH SHARED 01 25600 D FURNITURE BRANDS INTL INC COM 36092110 431 17600 SH SHARED 02 17600 D FURNITURE BRANDS INTL INC COM 36092110 205 8400 SH SHARED 06 8400 D FURNITURE BRANDS INTL INC COM 36092110 63 2600 SH SHARED 10 2600 D FURNITURE BRANDS INTL INC COM 36092110 254 10400 SH SHARED 14 10400 D FURNITURE BRANDS INTL INC COM 36092110 808 33000 SH SHARED 17 28000 5000 D G & K SVCS INC CL A 36126810 51 1200 SH SHARED 1200 D G & K SVCS INC CL A 36126810 17 400 SH SHARED 01 400 D G & K SVCS INC CL A 36126810 55 1300 SH SHARED 10 1300 D G & K SVCS INC CL A 36126810 424 9972 SH SHARED 17 8072 1900 D GAMCO INVESTORS INC COM 36143810 28 709 SH SHARED 709 D GAMCO INVESTORS INC COM 36143810 47 1200 SH SHARED 10 1200 D GAMCO INVESTORS INC COM 36143810 215 5400 SH SHARED 17 3500 1900 D GATX CORP NOTE 7.500% 2/0 361448AC 3140 2479000 PRN SHARED 2479000 D GATX CORP NOTE 5.000% 8/1 361448AE 7843 4611000 PRN SHARED 02 4611000 D GATX CORP COM 36144810 2736 66284 SH SHR/OTHR 66284 D GATX CORP COM 36144810 586 14200 SH SHARED 14200 D GATX CORP COM 36144810 920 22300 SH SHARED 01 22300 D GATX CORP COM 36144810 981 23765 SH SHARED 02 23765 D GATX CORP COM 36144810 2778 67300 SH SHARED 10 67300 D GATX CORP COM 36144810 871 21100 SH SHARED 17 17500 3600 D G B & T BANCSHARES INC COM 36146210 20 900 SH SHARED 900 D G B & T BANCSHARES INC COM 36146210 131 5875 SH SHARED 17 5875 D GEO GROUP INC COM 36159R10 23 700 SH SHARED 700 D GEO GROUP INC COM 36159R10 130 3900 SH SHARED 17 3900 D GFI GROUP INC COM 36165220 20 400 SH SHARED 400 D GFI GROUP INC COM 36165220 5 100 SH SHARED 01 100 D GFI GROUP INC COM 36165220 1247 24040 SH SHARED 17 7440 16600 D GMH CMNTYS TR COM 36188G10 31 2700 SH SHARED 2700 D GMH CMNTYS TR COM 36188G10 10444 897300 SH SHARED 11 897300 D GMH CMNTYS TR COM 36188G10 180 15500 SH SHARED 17 15500 D GP STRATEGIES CORP COM 36225V10 14 2090 SH SHARED 2090 D GSE SYS INC COM 36227K10 1 591 SH SHARED 591 D GSI GROUP INC CDA COM 36229U10 1 100 SH SHARED 02 100 D GSI COMMERCE INC COM 36238G10 37 2200 SH SHARED 2200 D GSI COMMERCE INC COM 36238G10 56 3300 SH SHARED 01 3300 D GSI COMMERCE INC COM 36238G10 232 13700 SH SHARED 17 13700 D GTC BIOTHERAPEUTICS INC COM 36238T10 24 22111 SH SHARED 22111 D GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 2318 223385 SH SHARED 223385 D GABELLI EQUITY TR INC COM 36239710 22 2611 SH SHARED 2611 D GABELLI EQUITY TR INC COM 36239710 133 15726 SH SHR/OTHR 01 15726 D GABELLI UTIL TR COM 36240A10 19 2127 SH SHARED 2127 D GABELLI DIVD & INCOME TR COM 36242H10 1755 95393 SH SHARED 95393 D GABELLI GLOBL UTIL & INCOME COM SH BEN INT 36242L10 158 8561 SH SHARED 8561 D GALLAGHER ARTHUR J & CO COM 36357610 2470 88826 SH SHARED 78900 9926 D GALLAGHER ARTHUR J & CO COM 36357610 767 27600 SH SHARED 01 27600 D GALLAGHER ARTHUR J & CO COM 36357610 1179 42400 SH SHARED 02 42400 D GALLAGHER ARTHUR J & CO COM 36357610 1073 38600 SH SHARED 10 38600 D GALLAGHER ARTHUR J & CO COM 36357610 80 2900 SH SHARED 17 1100 1800 D GALLAHER GROUP PLC SPONSORED ADR 36359510 4483 77100 SH SHARED 77100 D GALLAHER GROUP PLC SPONSORED ADR 36359510 361 6224 SH SHARED 01 300 5924 D GAMESTOP CORP NEW CL A 36467W10 773 16400 SH SHARED 16400 D GAMESTOP CORP NEW CL A 36467W10 1873 39733 SH SHARED 01 39733 D GAMESTOP CORP NEW CL A 36467W10 1263 26800 SH SHARED 02 26800 D GAMESTOP CORP NEW CL A 36467W10 1350 28655 SH SHARED 17 28655 D GAMESTOP CORP NEW CL B 36467W20 8954 206717 SH SHARED 206717 D GAMESTOP CORP NEW CL B 36467W20 50 1158 SH SHARED 06 1158 D GAMESTOP CORP NEW CL B 36467W20 86 2000 SH SHARED 10 2000 D GAMESTOP CORP NEW CL B 36467W20 888 20500 SH SHARED 17 17000 3500 D GANNETT INC COM 36473010 26400 440589 SH SHARED 411289 29300 D GANNETT INC COM 36473010 3966 66200 SH SHR/OTHR 66200 D GANNETT INC COM 36473010 3438 57388 SH SHARED 01 1474 55914 D GANNETT INC COM 36473010 319 5334 SH SHR/OTHR 01 5334 D GANNETT INC COM 36473010 5134 85697 SH SHARED 02 85697 D GANNETT INC COM 36473010 1004 16772 SH SHARED 06 16772 D GANNETT INC COM 36473010 287 4791 SH SHARED 10 2200 2591 D GANNETT INC COM 36473010 155 2589 SH SHARED 14 2589 D GANNETT INC COM 36473010 7179 119811 SH SHARED 17 116811 3000 D GANNETT INC COM 36473010 6 104 SH SHARED 19 104 D GAP INC DEL COM 36476010 65804 3522729 SH SHARED 3522729 D GAP INC DEL COM 36476010 25 1350 SH SHR/OTHR 1350 D GAP INC DEL COM 36476010 3406 182339 SH SHARED 01 11345 170994 D GAP INC DEL COM 36476010 4442 237818 SH SHARED 02 237818 D GAP INC DEL COM 36476010 1363 72975 SH SHARED 06 72975 D GAP INC DEL COM 36476010 2177 116556 SH SHARED 10 112700 3856 D GAP INC DEL COM 36476010 28 1499 SH SHARED 14 1499 D GAP INC DEL COM 36476010 6198 331850 SH SHARED 17 323850 8000 D GAMMON LAKE RES INC COM 36491510 23 1312 SH SHARED 1312 D GAMMON LAKE RES INC COM 36491510 72 4000 SH SHARED 01 2500 1500 D GAMMON LAKE RES INC COM 36491510 1357 75000 SH SHARED 04 75000 D GAMMON LAKE RES INC COM 36491510 8517 470600 SH SHARED 10 470600 D GARDNER DENVER INC COM 36555810 110 1700 SH SHARED 1700 D GARDNER DENVER INC COM 36555810 81 1257 SH SHARED 01 768 489 D GARDNER DENVER INC COM 36555810 753 11559 SH SHR/OTHR 01 11559 D GARDNER DENVER INC COM 36555810 6 100 SH SHARED 02 100 D GARDNER DENVER INC COM 36555810 612 9400 SH SHARED 10 9400 D GARDNER DENVER INC COM 36555810 1515 23250 SH SHARED 17 20950 2300 D GARTNER INC COM 36665110 593 42509 SH SHARED 42509 D GARTNER INC COM 36665110 426 30575 SH SHR/OTHR 30575 D GARTNER INC COM 36665110 427 30612 SH SHARED 01 30612 D GARTNER INC COM 36665110 9 666 SH SHR/OTHR 01 666 D GARTNER INC COM 36665110 358 25700 SH SHARED 02 25700 D GARTNER INC COM 36665110 359 25785 SH SHARED 17 25785 D GASCO ENERGY INC NOTE 5.500%10/0 367220AB 1049 679000 PRN SHARED 679000 D GASCO ENERGY INC COM 36722010 28 5000 SH SHARED 5000 D GASCO ENERGY INC COM 36722010 137 24500 SH SHARED 17 24500 D GASTAR EXPL LTD COM 36729910 11 2800 SH SHR/OTHR 2800 D GATEWAY INC NOTE 1.500%12/3 367626AB 3623 4700000 PRN SHARED 4700000 D GATEWAY INC NOTE 1.500%12/3 367626AB 2905 3768000 PRN SHARED 02 3768000 D GATEWAY INC COM 36762610 1587 724800 SH SHARED 724800 D GATEWAY INC COM 36762610 339 155006 SH SHARED 02 155006 D GATEWAY INC COM 36762610 450 205702 SH SHARED 17 205702 D GAYLORD ENTMT CO NEW COM 36790510 10473 230800 SH SHARED 230800 D GAYLORD ENTMT CO NEW COM 36790510 81 1800 SH SHARED 10 1800 D GAYLORD ENTMT CO NEW COM 36790510 812 17900 SH SHARED 17 15000 2900 D GEHL CO COM 36848310 29 900 SH SHARED 900 D GEHL CO COM 36848310 169 5115 SH SHARED 17 5115 D GEN-PROBE INC NEW COM 36866T10 1322 24000 SH SHARED 24000 D GEN-PROBE INC NEW COM 36866T10 4899 88884 SH SHARED 88884 D GEN-PROBE INC NEW COM 36866T10 1058 19200 SH SHARED 01 19200 D GEN-PROBE INC NEW COM 36866T10 1262 22900 SH SHARED 02 22900 D GEN-PROBE INC NEW COM 36866T10 10373 188200 SH SHARED 04 188200 D GEN-PROBE INC NEW COM 36866T10 4051 73500 SH SHARED 10 73500 D GEN-PROBE INC NEW COM 36866T10 99 1800 SH SHARED 14 1800 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 3356 1097040 SH SHARED 1097040 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 1830 598200 SH SHARED 14 598200 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 280 91700 SH SHARED 17 91700 D GENAERA CORP COM 36867G10 28 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 2785 2001000 PRN SHARED 02 2001000 D GENCORP INC SDCV 2.250%11/1 368682AL 8845 7793000 PRN SHARED 02 7793000 D GENCORP INC COM 36868210 15390 748947 SH SHARED 748947 D GENCORP INC COM 36868210 408 19883 SH SHARED 17 19883 D GENE LOGIC INC COM 36868910 1124 245020 SH SHR/OTHR 245020 D GENENTECH INC COM NEW 36871040 11591 137157 SH SHARED 119649 17508 D GENENTECH INC COM NEW 36871040 946 11200 SH SHR/OTHR 11200 D GENENTECH INC COM NEW 36871040 1918 22700 SH SHARED 01 300 22400 D GENENTECH INC COM NEW 36871040 91 1078 SH SHR/OTHR 01 1078 D GENENTECH INC COM NEW 36871040 3938 46600 SH SHARED 02 46600 D GENENTECH INC COM NEW 36871040 1695 20063 SH SHARED 06 20063 D GENENTECH INC COM NEW 36871040 154246 1825191 SH SHARED 10 473429 987900 363862 D GENENTECH INC COM NEW 36871040 559 6621 SH SHARED 14 6621 D GENENTECH INC COM NEW 36871040 2535 30000 SH SHARED 15 30000 D GENENTECH INC COM NEW 36871040 7228 85535 SH SHARED 17 76635 8900 D GENENTECH INC COM NEW 36871040 2327 27538 SH SHARED 18 27538 D GENERAL CABLE CORP DEL NEW COM 36930010 94 3100 SH SHARED 3100 D GENERAL CABLE CORP DEL NEW COM 36930010 636 21000 SH SHARED 10 21000 D GENERAL CABLE CORP DEL NEW COM 36930010 48147 1587450 SH SHARED 17 1545050 42400 D GENERAL COMMUNICATION INC CL A 36938510 526 43522 SH SHARED 43522 D GENERAL COMMUNICATION INC CL A 36938510 4596 380200 SH SHARED 10 380200 D GENERAL COMMUNICATION INC CL A 36938510 1415 117100 SH SHARED 17 25300 91800 D GENERAL DYNAMICS CORP COM 36955010 53118 830243 SH SHARED 775483 54760 D GENERAL DYNAMICS CORP COM 36955010 37681 588956 SH SHR/OTHR 588956 D GENERAL DYNAMICS CORP COM 36955010 7271 113654 SH SHARED 01 8200 105454 D GENERAL DYNAMICS CORP COM 36955010 2906 45430 SH SHR/OTHR 01 45430 D GENERAL DYNAMICS CORP COM 36955010 8720 136300 SH SHARED 02 136300 D GENERAL DYNAMICS CORP COM 36955010 1708 26710 SH SHARED 06 26710 D GENERAL DYNAMICS CORP COM 36955010 24331 380292 SH SHARED 10 246820 133472 D GENERAL DYNAMICS CORP COM 36955010 140 2200 SH SHARED 14 2200 D GENERAL DYNAMICS CORP COM 36955010 11138 174094 SH SHARED 17 169694 4400 D GENERAL ELECTRIC CO COM 36960410 7601 218555 SH SHARED 25425 193130 D GENERAL ELECTRIC CO COM 36960410 1127410 32415479 SH SHARED 31533792 881687 D GENERAL ELECTRIC CO COM 36960410 95978 2759594 SH SHR/OTHR 2759594 D GENERAL ELECTRIC CO COM 36960410 148195 4260931 SH SHARED 01 624608 3636323 D GENERAL ELECTRIC CO COM 36960410 55809 1604636 SH SHR/OTHR 01 1604636 D GENERAL ELECTRIC CO COM 36960410 141924 4080649 SH SHARED 02 4076849 3800 D GENERAL ELECTRIC CO COM 36960410 215152 6186091 SH SHARED 04 6179000 7091 D GENERAL ELECTRIC CO COM 36960410 39243 1128332 SH SHARED 06 1128332 D GENERAL ELECTRIC CO COM 36960410 534252 15360920 SH SHARED 10 6472116 6399950 2488854 D GENERAL ELECTRIC CO COM 36960410 257 7400 SH SHR/OTHR 10 7400 D GENERAL ELECTRIC CO COM 36960410 9368 269377 SH SHARED 14 269377 D GENERAL ELECTRIC CO COM 36960410 10903 313500 SH SHARED 15 313500 D GENERAL ELECTRIC CO COM 36960410 8851 254500 SH SHARED 16 254500 D GENERAL ELECTRIC CO COM 36960410 274176 7883158 SH SHARED 17 7748840 134318 D GENERAL ELECTRIC CO COM 36960410 232 6692 SH SHARED 19 6692 D GENERAL GROWTH PPTYS INC COM 37002110 3861 79006 SH SHARED 79006 D GENERAL GROWTH PPTYS INC COM 37002110 146 3000 SH SHR/OTHR 3000 D GENERAL GROWTH PPTYS INC COM 37002110 205 4200 SH SHARED 01 4200 D GENERAL GROWTH PPTYS INC COM 37002110 2922 59800 SH SHARED 02 59800 D GENERAL GROWTH PPTYS INC COM 37002110 488 10000 SH SHARED 04 10000 D GENERAL GROWTH PPTYS INC COM 37002110 341 6989 SH SHARED 10 6989 D GENERAL GROWTH PPTYS INC COM 37002110 174907 3579045 SH SHARED 11 3579045 D GENERAL GROWTH PPTYS INC COM 37002110 117 2400 SH SHARED 17 2400 D GENERAL MLS INC DBCV 10/2 370334AU 22 33000 PRN SHARED 02 33000 D GENERAL MLS INC COM 37033410 36016 710664 SH SHARED 652755 57909 D GENERAL MLS INC COM 37033410 2395 47270 SH SHR/OTHR 47270 D GENERAL MLS INC COM 37033410 13148 259435 SH SHARED 01 124490 134945 D GENERAL MLS INC COM 37033410 542 10700 SH SHR/OTHR 01 10700 D GENERAL MLS INC COM 37033410 5873 115900 SH SHARED 02 114800 1100 D GENERAL MLS INC COM 37033410 1128 22263 SH SHARED 06 22263 D GENERAL MLS INC COM 37033410 126915 2504256 SH SHARED 10 2040580 463676 D GENERAL MLS INC COM 37033410 192 3800 SH SHR/OTHR 10 3800 D GENERAL MLS INC COM 37033410 364 7186 SH SHARED 14 7186 D GENERAL MLS INC COM 37033410 2356 46500 SH SHARED 15 46500 D GENERAL MLS INC COM 37033410 9567 188778 SH SHARED 17 185278 3500 D GENERAL MTRS CORP COM 37044210 197837 9301242 SH SHARED 9274390 26852 D GENERAL MTRS CORP COM 37044210 221 10400 SH SHR/OTHR 10400 D GENERAL MTRS CORP COM 37044210 2020 95000 SH SHARED 01 95000 D GENERAL MTRS CORP COM 37044210 12 600 SH SHR/OTHR 01 600 D GENERAL MTRS CORP COM 37044210 5392 253511 SH SHARED 02 253511 D GENERAL MTRS CORP COM 37044210 835 39280 SH SHARED 06 39280 D GENERAL MTRS CORP COM 37044210 114 5361 SH SHARED 10 5361 D GENERAL MTRS CORP COM 37044210 5194 244237 SH SHARED 17 230237 14000 D GENERAL MTRS CORP COM 37044210 42540 2000000 SH SHARED 18 2000000 D GENERAL MTRS CORP DEB SR CV C 33 37044271 64459 3715216 SH SHARED 3715216 D GENERAL MTRS CORP DEB SR CV C 33 37044271 18242 1051446 SH SHARED 02 1051446 D GENERAL MTRS CORP DEB SR CV C 33 37044271 376 21700 SH SHARED 06 21700 D GENERAL MTRS CORP DEB SR CV C 33 37044271 1606 92600 SH SHARED 14 92600 D GENERAL MTRS CORP DEB SR CV C 33 37044271 9542 550000 SH SHARED 17 550000 D GENERAL MTRS CORP DEB SR CONV B 37044273 4873 300100 SH SHARED 300100 D GENERAL MTRS CORP DEB SR CONV B 37044273 136942 8432446 SH SHARED 8432446 D GENERAL MTRS CORP DEB SR CONV B 37044273 55672 3428095 SH SHARED 02 3428095 D GENERAL MTRS CORP DEB SR CONV A 37044274 5373 231516 SH SHARED 231516 D GENESCO INC COM 37153210 54 1400 SH SHARED 1400 D GENESCO INC COM 37153210 50 1300 SH SHARED 02 1300 D GENESCO INC COM 37153210 1256 32300 SH SHARED 10 32300 D GENESCO INC COM 37153210 1952 50200 SH SHARED 17 14400 35800 D GENESEE & WYO INC CL A 37155910 73 2400 SH SHARED 2400 D GENESEE & WYO INC CL A 37155910 73 2400 SH SHARED 01 2400 D GENESEE & WYO INC CL A 37155910 16730 545325 SH SHARED 17 545325 D GENESIS MICROCHIP INC DEL COM 37184C10 211 12400 SH SHARED 12400 D GENESIS MICROCHIP INC DEL COM 37184C10 255 15000 SH SHARED 01 15000 D GENESIS MICROCHIP INC DEL COM 37184C10 460 27001 SH SHARED 02 27001 D GENESIS MICROCHIP INC DEL COM 37184C10 216 12700 SH SHARED 17 12700 D GENESIS HEALTHCARE CORP COM 37184D10 27470 625173 SH SHARED 625173 D GENESIS HEALTHCARE CORP COM 37184D10 224 5100 SH SHARED 01 5100 D GENESIS HEALTHCARE CORP COM 37184D10 2197 50000 SH SHARED 02 50000 D GENESIS HEALTHCARE CORP COM 37184D10 1792 40800 SH SHARED 10 40800 D GENESIS HEALTHCARE CORP COM 37184D10 432 9850 SH SHARED 17 7850 2000 D GENTEX CORP COM 37190110 607 34800 SH SHARED 34800 D GENTEX CORP COM 37190110 1005 57600 SH SHARED 01 57600 D GENTEX CORP COM 37190110 26 1500 SH SHR/OTHR 01 1500 D GENTEX CORP COM 37190110 1206 69100 SH SHARED 02 69100 D GENTEX CORP COM 37190110 5178 296600 SH SHARED 10 296600 D GENTEX CORP COM 37190110 777 44550 SH SHARED 17 44550 D GENITOPE CORP COM 37229P50 16 1900 SH SHARED 1900 D GENITOPE CORP COM 37229P50 1 200 SH SHARED 01 200 D GENITOPE CORP COM 37229P50 100 11500 SH SHARED 17 11500 D GENLYTE GROUP INC COM 37230210 109 1600 SH SHARED 1600 D GENLYTE GROUP INC COM 37230210 1499 22000 SH SHARED 10 22000 D GENLYTE GROUP INC COM 37230210 14030 205900 SH SHARED 17 166600 39300 D GENOMIC HEALTH INC COM 37244C10 4 400 SH SHARED 400 D GENOMIC HEALTH INC COM 37244C10 3 341 SH SHARED 17 341 D GENTEK INC COM NEW 37245X20 7237 348118 SH SHARED 348118 D GENTEK INC COM NEW 37245X20 9289 446795 SH SHARED 01 446795 D GENUINE PARTS CO COM 37246010 34022 776238 SH SHARED 282400 493838 D GENUINE PARTS CO COM 37246010 390 8900 SH SHR/OTHR 8900 D GENUINE PARTS CO COM 37246010 1667 38034 SH SHARED 01 533 37501 D GENUINE PARTS CO COM 37246010 49 1125 SH SHR/OTHR 01 1125 D GENUINE PARTS CO COM 37246010 2661 60724 SH SHARED 02 60724 D GENUINE PARTS CO COM 37246010 524 11961 SH SHARED 06 11961 D GENUINE PARTS CO COM 37246010 15 354 SH SHARED 10 354 D GENUINE PARTS CO COM 37246010 160 3673 SH SHARED 14 3673 D GENUINE PARTS CO COM 37246010 3763 85871 SH SHARED 17 82971 2900 D GENTIVA HEALTH SERVICES INC COM 37247A10 185 10169 SH SHARED 10169 D GENTIVA HEALTH SERVICES INC COM 37247A10 14 800 SH SHARED 01 800 D GENTIVA HEALTH SERVICES INC COM 37247A10 9 500 SH SHARED 02 500 D GENTIVA HEALTH SERVICES INC COM 37247A10 236 13000 SH SHARED 17 13000 D GENWORTH FINL INC COM CL A 37247D10 23141 692250 SH SHARED 692250 D GENWORTH FINL INC COM CL A 37247D10 185 5550 SH SHR/OTHR 5550 D GENWORTH FINL INC COM CL A 37247D10 845 25300 SH SHARED 01 25300 D GENWORTH FINL INC COM CL A 37247D10 4658 139358 SH SHARED 02 135358 4000 D GENWORTH FINL INC COM CL A 37247D10 3342 99996 SH SHARED 06 99996 D GENWORTH FINL INC COM CL A 37247D10 31640 946470 SH SHARED 10 237370 586000 123100 D GENWORTH FINL INC COM CL A 37247D10 309 9259 SH SHARED 14 9259 D GENWORTH FINL INC COM CL A 37247D10 6499 194434 SH SHARED 17 194034 400 D GENZYME CORP NOTE 1.250%12/0 372917AN 8688 8000000 PRN SHARED 8000000 D GENZYME CORP NOTE 1.250%12/0 372917AN 4456 4104000 PRN SHARED 02 4104000 D GENZYME CORP NOTE 1.250%12/0 372917AN 543 500000 PRN SHARED 06 500000 D GENZYME CORP COM 37291710 3058 45500 SH SHARED 45500 D GENZYME CORP COM 37291710 88538 1317149 SH SHARED 1301649 15500 D GENZYME CORP COM 37291710 672 10000 SH SHR/OTHR 10000 D GENZYME CORP COM 37291710 6882 102394 SH SHARED 01 3600 98794 D GENZYME CORP COM 37291710 92 1374 SH SHR/OTHR 01 1374 D GENZYME CORP COM 37291710 12782 190155 SH SHARED 02 190155 D GENZYME CORP COM 37291710 23459 349000 SH SHARED 04 349000 D GENZYME CORP COM 37291710 1111 16533 SH SHARED 06 16533 D GENZYME CORP COM 37291710 21582 321067 SH SHARED 10 165140 155927 D GENZYME CORP COM 37291710 621 9247 SH SHARED 14 9247 D GENZYME CORP COM 37291710 34767 517221 SH SHARED 17 512121 5100 D GEORGIA GULF CORP COM PAR $0.01 37320020 3994 153700 SH SHARED 153700 D GEORGIA GULF CORP COM PAR $0.01 37320020 579 22300 SH SHARED 02 22300 D GEORGIA GULF CORP COM PAR $0.01 37320020 41 1600 SH SHARED 10 1600 D GEORGIA GULF CORP COM PAR $0.01 37320020 11649 448247 SH SHARED 17 445747 2500 D GERDAU AMERISTEEL CORP COM 37373P10 1002 107800 SH SHARED 107800 D GERDAU S A SPONSORED ADR 37373710 6966 309346 SH SHARED 309346 D GERDAU S A SPONSORED ADR 37373710 8186 363500 SH SHARED 01 363500 D GERDAU S A SPONSORED ADR 37373710 1689 75000 SH SHARED 04 75000 D GERDAU S A SPONSORED ADR 37373710 9066 402600 SH SHARED 10 402600 D GERDAU S A SPONSORED ADR 37373710 5740 254900 SH SHARED 14 254900 D GERDAU S A SPONSORED ADR 37373710 1871 83104 SH SHARED 17 83104 D GERON CORP COM 37416310 35 4300 SH SHARED 4300 D GERON CORP COM 37416310 50 6100 SH SHARED 01 6100 D GERON CORP COM 37416310 536 64500 SH SHARED 10 64500 D GERON CORP COM 37416310 975 117400 SH SHARED 17 22600 94800 D GETTY IMAGES INC SDCV 0.500% 6/0 374276AH 2407 1500000 PRN SHARED 02 1500000 D GETTY IMAGES INC COM 37427610 5623 75100 SH SHARED 75100 D GETTY IMAGES INC COM 37427610 127 1700 SH SHARED 01 1700 D GETTY IMAGES INC COM 37427610 3744 50000 SH SHARED 02 30300 19700 D GETTY IMAGES INC COM 37427610 130 1740 SH SHARED 06 1740 D GETTY IMAGES INC COM 37427610 82 1100 SH SHARED 10 1100 D GETTY IMAGES INC COM 37427610 223 2988 SH SHARED 14 2988 D GETTY IMAGES INC COM 37427610 2769 36984 SH SHARED 17 35184 1800 D GETTY RLTY CORP NEW COM 37429710 29 1000 SH SHARED 1000 D GETTY RLTY CORP NEW COM 37429710 165 5700 SH SHARED 17 5700 D GEVITY HR INC COM 37439310 46 1900 SH SHARED 1900 D GEVITY HR INC COM 37439310 300 12300 SH SHARED 17 12300 D GIANT INDS INC COM 37450810 445 6400 SH SHARED 6400 D GIANT INDS INC COM 37450810 180 2600 SH SHARED 02 2600 D GIANT INDS INC COM 37450810 764 11000 SH SHARED 17 11000 D GIBRALTAR INDS INC COM 37468910 47 1600 SH SHARED 1600 D GIBRALTAR INDS INC COM 37468910 88 3000 SH SHARED 01 3000 D GIBRALTAR INDS INC COM 37468910 64 2200 SH SHARED 10 2200 D GIBRALTAR INDS INC COM 37468910 366 12450 SH SHARED 17 12450 D GILEAD SCIENCES INC COM 37555810 5039 81000 SH SHARED 81000 D GILEAD SCIENCES INC COM 37555810 143053 2299153 SH SHARED 2273108 26045 D GILEAD SCIENCES INC COM 37555810 4581 73630 SH SHR/OTHR 73630 D GILEAD SCIENCES INC COM 37555810 20031 321950 SH SHARED 01 71935 250015 D GILEAD SCIENCES INC COM 37555810 3741 60139 SH SHR/OTHR 01 60139 D GILEAD SCIENCES INC COM 37555810 10564 169791 SH SHARED 02 169791 D GILEAD SCIENCES INC COM 37555810 54255 872000 SH SHARED 04 872000 D GILEAD SCIENCES INC COM 37555810 2881 46308 SH SHARED 06 46308 D GILEAD SCIENCES INC COM 37555810 124574 2002155 SH SHARED 10 575487 1171700 254968 D GILEAD SCIENCES INC COM 37555810 1456 23403 SH SHARED 14 23403 D GILEAD SCIENCES INC COM 37555810 559 9000 SH SHARED 16 9000 D GILEAD SCIENCES INC COM 37555810 12818 206019 SH SHARED 17 196519 9500 D GILDAN ACTIVEWEAR INC COM 37591610 940 19800 SH SHARED 01 19800 D GILDAN ACTIVEWEAR INC COM 37591610 2561 53910 SH SHARED 10 53910 D GILDAN ACTIVEWEAR INC COM 37591610 3236 68100 SH SHARED 17 68100 D GLACIER BANCORP INC NEW COM 37637Q10 65 2100 SH SHARED 2100 D GLACIER BANCORP INC NEW COM 37637Q10 34 1100 SH SHARED 01 1100 D GLACIER BANCORP INC NEW COM 37637Q10 848 27325 SH SHARED 17 27325 D GLADSTONE CAPITAL CORP COM 37653510 667 30960 SH SHARED 30960 D GLADSTONE CAPITAL CORP COM 37653510 198 9200 SH SHARED 17 5400 3800 D GLADSTONE COML CORP COM 37653610 451 22299 SH SHARED 22299 D GLADSTONE INVT CORP COM 37654610 1197 79317 SH SHARED 79317 D GLADSTONE INVT CORP COM 37654610 55 3693 SH SHARED 17 3693 D GLAMIS GOLD LTD COM 37677510 8562 262005 SH SHARED 262005 D GLAMIS GOLD LTD COM 37677510 29 900 SH SHARED 01 900 D GLAMIS GOLD LTD COM 37677510 1020 31229 SH SHARED 02 31229 D GLAMIS GOLD LTD COM 37677510 4248 130000 SH SHARED 04 130000 D GLAMIS GOLD LTD COM 37677510 49 1500 SH SHARED 06 1500 D GLAMIS GOLD LTD COM 37677510 26111 799000 SH SHARED 10 799000 D GLATFELTER COM 37731610 252 13800 SH SHARED 12800 1000 D GLATFELTER COM 37731610 262 14300 SH SHARED 01 14300 D GLATFELTER COM 37731610 280 15300 SH SHARED 02 15300 D GLATFELTER COM 37731610 324 17708 SH SHARED 17 17708 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 31323 598808 SH SHARED 577095 21713 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 3211 61401 SH SHR/OTHR 61401 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 1038 19861 SH SHARED 01 10578 9283 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 249 4763 SH SHR/OTHR 01 4763 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 554 10600 SH SHARED 02 10600 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 288 5515 SH SHARED 06 5515 D GLENAYRE TECHNOLOGIES INC COM 37789910 23 4500 SH SHARED 4500 D GLENAYRE TECHNOLOGIES INC COM 37789910 163 31100 SH SHARED 17 31100 D GLENBOROUGH RLTY TR INC COM 37803P10 87 4015 SH SHARED 4015 D GLENBOROUGH RLTY TR INC COM 37803P10 36 1700 SH SHARED 01 1700 D GLENBOROUGH RLTY TR INC COM 37803P10 302 13900 SH SHARED 10 13900 D GLENBOROUGH RLTY TR INC COM 37803P10 36327 1670208 SH SHARED 11 1670208 D GLENBOROUGH RLTY TR INC COM 37803P10 925 42551 SH SHARED 17 17651 24900 D GLOBAL CASH ACCESS HLDGS INC COM 37896710 19 1100 SH SHARED 1100 D GLOBAL CASH ACCESS HLDGS INC COM 37896710 5 300 SH SHARED 01 300 D GLOBAL CASH ACCESS HLDGS INC COM 37896710 110 6300 SH SHARED 17 6300 D GLIMCHER RLTY TR SH BEN INT 37930210 68 2400 SH SHARED 2400 D GLIMCHER RLTY TR SH BEN INT 37930210 181 6400 SH SHARED 01 6400 D GLIMCHER RLTY TR SH BEN INT 37930210 423 14900 SH SHARED 10 14900 D GLIMCHER RLTY TR SH BEN INT 37930210 91976 3238603 SH SHARED 11 3238603 D GLIMCHER RLTY TR SH BEN INT 37930210 397 14000 SH SHARED 17 13400 600 D GLOBAL 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SH SHARED 53029 D GLOBAL SIGNAL INC COM 37944Q10 236 4800 SH SHARED 01 4800 D GLOBAL SIGNAL INC COM 37944Q10 73 1500 SH SHARED 02 1500 D GLOBAL PARTNERS LP COM UNITS 37946R10 1056 49700 SH SHARED 49700 D GLOBESPAN INC NOTE 5.250% 5/1 379571AB 8083 8100000 PRN SHARED 8100000 D GLOBESPAN INC NOTE 5.250% 5/1 379571AB 149 150000 PRN SHARED 02 150000 D GLOBETEL COMMUNICATIONS CORP COM NEW 37958F20 11 4600 SH SHARED 4600 D GLOBETEL COMMUNICATIONS CORP COM NEW 37958F20 45 18200 SH SHARED 17 18200 D GOLD BANC CORP INC COM 37990710 10872 593490 SH SHARED 593490 D GOLD BANC CORP INC COM 37990710 5650 308450 SH SHARED 02 308450 D GOLD BANC CORP INC COM 37990710 353 19300 SH SHARED 17 19300 D GMX RES INC COM 38011M10 1872 50000 SH SHARED 50000 D GMX RES INC COM 38011M10 26 700 SH SHARED 01 700 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 38241 1426916 SH SHARED 1426916 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 20043 747900 SH SHARED 01 747900 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 4187 156263 SH SHARED 02 156263 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 3939 147000 SH SHARED 06 147000 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 71265 2659150 SH SHARED 10 2659150 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 235 8800 SH SHARED 15 8800 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 22254 830400 SH SHARED 17 830400 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 9518 433037 SH SHARED 433037 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 527 24000 SH SHR/OTHR 24000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 329 15000 SH SHR/OTHR 01 15000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 4286 195000 SH SHARED 04 195000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 38585 1755500 SH SHARED 10 1755500 D GOLD KIST INC COM 38061410 126 10000 SH SHARED 10000 D GOLD KIST INC COM 38061410 132 10500 SH SHARED 01 10500 D GOLD KIST INC COM 38061410 2526 199900 SH SHARED 10 199900 D GOLD KIST INC COM 38061410 343 27200 SH SHARED 17 23400 3800 D GOLDCORP INC NEW COM 38095640 22452 767611 SH SHARED 767611 D GOLDCORP INC NEW COM 38095640 292 10000 SH SHR/OTHR 10000 D GOLDCORP INC NEW COM 38095640 122 4200 SH SHARED 01 4200 D GOLDCORP INC NEW COM 38095640 8140 278300 SH SHARED 04 278300 D GOLDCORP INC NEW COM 38095640 6984 238797 SH SHARED 06 238797 D GOLDCORP INC NEW COM 38095640 67063 2292766 SH SHARED 10 2291600 1166 D GOLDCORP INC NEW COM 38095640 9795 334875 SH SHARED 17 333775 1100 D GOLDEN STAR RES LTD CDA COM 38119T10 15 5000 SH SHARED 01 5000 D GOLDEN STAR RES LTD CDA COM 38119T10 1435 450000 SH SHARED 04 450000 D GOLDEN TELECOM INC COM 38122G10 4850 161400 SH SHARED 161400 D GOLDEN TELECOM INC COM 38122G10 7822 260321 SH SHARED 04 260321 D GOLDEN TELECOM INC COM 38122G10 1896 63100 SH SHARED 10 63100 D GOLDEN TELECOM INC COM 38122G10 2802 93261 SH SHARED 17 7561 85700 D GOLDEN WEST FINL CORP DEL COM 38131710 28714 422899 SH SHARED 422709 190 D GOLDEN WEST FINL CORP DEL COM 38131710 5092 75006 SH SHARED 01 75006 D GOLDEN WEST FINL CORP DEL COM 38131710 46 688 SH SHR/OTHR 01 688 D GOLDEN WEST FINL CORP DEL COM 38131710 5995 88300 SH SHARED 02 88300 D GOLDEN WEST FINL CORP DEL COM 38131710 1969 29010 SH SHARED 06 29010 D GOLDEN WEST FINL CORP DEL COM 38131710 8705 128207 SH SHARED 10 127900 307 D GOLDEN WEST FINL CORP DEL COM 38131710 713 10508 SH SHARED 14 10508 D GOLDEN WEST FINL CORP DEL COM 38131710 20414 300653 SH SHARED 17 300453 200 D GOLDMAN SACHS GROUP INC COM 38141G10 164072 1045316 SH SHARED 1014311 31005 D GOLDMAN SACHS GROUP INC COM 38141G10 4528 28850 SH SHR/OTHR 28850 D GOLDMAN SACHS GROUP INC COM 38141G10 35377 225391 SH SHARED 01 51327 174064 D GOLDMAN SACHS GROUP INC COM 38141G10 2417 15402 SH SHR/OTHR 01 15402 D GOLDMAN SACHS GROUP INC COM 38141G10 25696 163713 SH SHARED 02 163713 D GOLDMAN SACHS GROUP INC COM 38141G10 3920 24975 SH SHARED 04 24975 D GOLDMAN SACHS GROUP INC COM 38141G10 31263 199182 SH SHARED 06 199182 D GOLDMAN SACHS GROUP INC COM 38141G10 251966 1605288 SH SHARED 10 317666 1179510 108112 D GOLDMAN SACHS GROUP INC COM 38141G10 1226 7817 SH SHARED 14 7817 D GOLDMAN SACHS GROUP INC COM 38141G10 3030 19310 SH SHARED 15 19310 D GOLDMAN SACHS GROUP INC COM 38141G10 41458 264132 SH SHARED 17 233232 30900 D GOLF GALAXY INC COM 38163910 8 400 SH SHARED 400 D GOLF TR AMER INC COM 38168B10 167 119903 SH SHARED 119903 D GOODRICH CORP COM 38238810 14856 340660 SH SHARED 325255 15405 D GOODRICH CORP COM 38238810 3247 74475 SH SHR/OTHR 74475 D GOODRICH CORP COM 38238810 13690 313920 SH SHARED 01 169575 144345 D GOODRICH CORP COM 38238810 2964 67970 SH SHR/OTHR 01 67970 D GOODRICH CORP COM 38238810 2185 50112 SH SHARED 02 50112 D GOODRICH CORP COM 38238810 137 3150 SH SHARED 06 3150 D GOODRICH CORP COM 38238810 44717 1025400 SH SHARED 10 20690 1004710 D GOODRICH CORP COM 38238810 2154 49399 SH SHARED 17 48199 1200 D GOODRICH PETE CORP COM NEW 38241040 18 700 SH SHARED 700 D GOODRICH PETE CORP COM NEW 38241040 145 5400 SH SHARED 17 5400 D GOODYEAR TIRE & RUBR CO NOTE 4.000% 6/1 382550AR 8764 6600000 PRN SHARED 02 6600000 D GOODYEAR TIRE & RUBR CO NOTE 4.000% 6/1 382550AR 2 2000 PRN SHARED 17 2000 D GOODYEAR TIRE & RUBR CO COM 38255010 7547 521256 SH SHARED 521256 D GOODYEAR TIRE & RUBR CO COM 38255010 28 2000 SH SHR/OTHR 2000 D GOODYEAR TIRE & RUBR CO COM 38255010 346 23901 SH SHARED 01 23901 D GOODYEAR TIRE & RUBR CO COM 38255010 12 860 SH SHR/OTHR 01 860 D GOODYEAR TIRE & RUBR CO COM 38255010 5174 357361 SH SHARED 02 352450 4911 D GOODYEAR TIRE & RUBR CO COM 38255010 67 4650 SH SHARED 06 4650 D GOODYEAR TIRE & RUBR CO COM 38255010 2591 179000 SH SHARED 10 179000 D GOODYEAR TIRE & RUBR CO COM 38255010 1482 102375 SH SHARED 17 102375 D GOOGLE INC CL A 38259P50 346693 888958 SH SHARED 887043 1915 D GOOGLE INC CL A 38259P50 58 150 SH SHR/OTHR 150 D GOOGLE INC CL A 38259P50 6396 16400 SH SHARED 01 400 16000 D GOOGLE INC CL A 38259P50 57 147 SH SHR/OTHR 01 147 D GOOGLE INC CL A 38259P50 45162 115800 SH SHARED 02 115800 D GOOGLE INC CL A 38259P50 4795 12295 SH SHARED 06 12295 D GOOGLE INC CL A 38259P50 117905 302321 SH SHARED 10 214125 58500 29696 D GOOGLE INC CL A 38259P50 2607 6685 SH SHARED 14 6685 D GOOGLE INC CL A 38259P50 3900 10000 SH SHARED 15 10000 D GOOGLE INC CL A 38259P50 10028 25715 SH SHARED 17 23715 2000 D GORMAN RUPP CO COM 38308210 14 600 SH SHARED 600 D GORMAN RUPP CO COM 38308210 54 2250 SH SHARED 17 2250 D GOVERNMENT PPTYS TR INC COM 38374W10 12 1300 SH SHARED 1300 D GOVERNMENT PPTYS TR INC COM 38374W10 117 12300 SH SHARED 17 12300 D GRACE W R & CO DEL NEW COM 38388F10 594 44700 SH SHARED 44700 D GRACE W R & CO DEL NEW COM 38388F10 0 1 SH SHARED 01 1 D GRACE W R & CO DEL NEW COM 38388F10 5 450 SH SHR/OTHR 01 450 D GRACE W R & CO DEL NEW COM 38388F10 1819 136800 SH SHARED 17 26500 110300 D GRACO INC COM 38410910 704 15500 SH SHARED 15500 D GRACO INC COM 38410910 1047 23050 SH SHARED 01 23050 D GRACO INC COM 38410910 1699 37406 SH SHARED 02 37406 D GRACO INC COM 38410910 123 2727 SH SHARED 06 2727 D GRAFTECH INTL LTD DBCV 1.625% 1/1 384313AB 2559 3600000 PRN SHARED 3600000 D GRAFTECH INTL LTD COM 38431310 40 6600 SH SHARED 6600 D GRAFTECH INTL LTD COM 38431310 9 1600 SH SHARED 01 1600 D GRAFTECH INTL LTD COM 38431310 231 37898 SH SHARED 17 37898 D GRAINGER W W INC COM 38480210 11436 151775 SH SHARED 141450 10325 D GRAINGER W W INC COM 38480210 105 1400 SH SHR/OTHR 1400 D GRAINGER W W INC COM 38480210 1773 23533 SH SHARED 01 333 23200 D GRAINGER W W INC COM 38480210 2683 35612 SH SHARED 02 35612 D GRAINGER W W INC COM 38480210 30140 400000 SH SHARED 04 400000 D GRAINGER W W INC COM 38480210 612 8130 SH SHARED 06 8130 D GRAINGER W W INC COM 38480210 354 4700 SH SHARED 10 4600 100 D GRAINGER W W INC COM 38480210 260 3453 SH SHARED 14 3453 D GRAINGER W W INC COM 38480210 4521 60000 SH SHARED 16 60000 D GRAINGER W W INC COM 38480210 2348 31171 SH SHARED 17 30271 900 D GRAMERCY CAP CORP COM 38487110 29 1200 SH SHARED 1200 D GRAMERCY CAP CORP COM 38487110 89 3600 SH SHARED 17 3600 D GRANITE CONSTR INC COM 38732810 700 14400 SH SHARED 14400 D GRANITE CONSTR INC COM 38732810 820 16850 SH SHARED 01 16850 D GRANITE CONSTR INC COM 38732810 812 16700 SH SHARED 02 16700 D GRANITE CONSTR INC COM 38732810 3130 64300 SH SHARED 10 64300 D GRANITE CONSTR INC COM 38732810 17308 355550 SH SHARED 17 315650 39900 D GRANT PRIDECO INC COM 38821G10 2618 61128 SH SHARED 61128 D GRANT PRIDECO INC COM 38821G10 2124 49600 SH SHARED 01 49600 D GRANT PRIDECO INC COM 38821G10 3088 72084 SH SHARED 02 72084 D GRANT PRIDECO INC COM 38821G10 47 1100 SH SHARED 14 1100 D GRANT PRIDECO INC COM 38821G10 342 8000 SH SHARED 16 8000 D GRANT PRIDECO INC COM 38821G10 17004 396940 SH SHARED 17 396740 200 D GRAPHIC PACKAGING CORP DEL COM 38868810 501 242300 SH SHARED 242300 D GRAPHIC PACKAGING CORP DEL COM 38868810 48 23600 SH SHARED 17 23600 D GRAY TELEVISION INC COM 38937510 77 9200 SH SHARED 9200 D GRAY TELEVISION INC COM 38937510 6050 720300 SH SHARED 17 720300 D GREAT AMERN FINL RES INC COM 38991510 11 600 SH SHARED 600 D GREAT AMERN FINL RES INC COM 38991510 71 3604 SH SHARED 17 3604 D GREAT ATLANTIC & PAC TEA INC COM 39006410 1781 51000 SH SHARED 51000 D GREAT ATLANTIC & PAC TEA INC COM 39006410 69 2000 SH SHARED 01 2000 D GREAT ATLANTIC & PAC TEA INC COM 39006410 330 9468 SH SHARED 17 8668 800 D GREAT BASIN GOLD LTD COM 39012410 5304 2400000 SH SHARED 10 2400000 D GREAT SOUTHN BANCORP INC COM 39090510 23 800 SH SHARED 800 D GREAT SOUTHN BANCORP INC COM 39090510 49 1700 SH SHARED 10 1700 D GREAT SOUTHN BANCORP INC COM 39090510 164 5700 SH SHARED 17 3200 2500 D GREAT PLAINS ENERGY INC COM 39116410 2474 87900 SH SHARED 87900 D GREAT PLAINS ENERGY INC COM 39116410 45 1600 SH SHR/OTHR 1600 D GREAT PLAINS ENERGY INC COM 39116410 667 23700 SH SHARED 01 23700 D GREAT PLAINS ENERGY INC COM 39116410 56 2000 SH SHR/OTHR 01 2000 D GREAT PLAINS ENERGY INC COM 39116410 940 33400 SH SHARED 02 33400 D GREAT PLAINS ENERGY INC COM 39116410 180 6400 SH SHARED 17 3100 3300 D GREAT WOLF RESORTS INC COM 39152310 52 4489 SH SHARED 4489 D GREAT WOLF RESORTS INC COM 39152310 174 15056 SH SHARED 17 15056 D GREATBATCH INC COM 39153L10 241 11000 SH SHARED 11000 D GREATBATCH INC COM 39153L10 199 9100 SH SHARED 17 9100 D GREATER BAY BANCORP COM 39164810 452 16300 SH SHARED 16300 D GREATER BAY BANCORP COM 39164810 471 17000 SH SHARED 01 17000 D GREATER BAY BANCORP COM 39164810 628 22654 SH SHARED 02 22654 D GREATER BAY BANCORP COM 39164810 61 2200 SH SHARED 10 2200 D GREATER BAY BANCORP COM 39164810 907 32700 SH SHARED 17 28700 4000 D GREATER CHINA FD INC COM 39167B10 1 68 SH SHARED 68 D GREEN MTN COFFEE ROASTERS IN COM 39312210 15 400 SH SHARED 400 D GREEN MTN COFFEE ROASTERS IN COM 39312210 2478 62400 SH SHARED 17 62400 D GREENBRIER COS INC COM 39365710 16 400 SH SHARED 400 D GREENBRIER COS INC COM 39365710 136 3400 SH SHARED 17 3400 D GREENE CNTY BANCSHARES INC COM NEW 39436120 17 600 SH SHARED 600 D GREENE CNTY BANCSHARES INC COM NEW 39436120 21 744 SH SHARED 17 744 D GREENFIELD ONLINE INC COM 39515010 6 1100 SH SHARED 1100 D GREENFIELD ONLINE INC COM 39515010 48 8100 SH SHARED 17 8100 D GREENHILL & CO INC COM 39525910 628 9500 SH SHARED 9500 D GREENHILL & CO INC COM 39525910 178 2700 SH SHARED 01 2700 D GREENHILL & CO INC COM 39525910 13 200 SH SHARED 02 200 D GREENHILL & CO INC COM 39525910 575 8700 SH SHARED 17 8700 D GREIF INC CL A 39762410 965 14110 SH SHARED 14110 D GREIF INC CL A 39762410 144 2113 SH SHARED 02 2113 D GREIF INC CL A 39762410 54 800 SH SHARED 10 800 D GREIF INC CL A 39762410 2237 32700 SH SHARED 17 14000 18700 D GREY WOLF INC NOTE 3.750% 5/0 397888AD 3239 2600000 PRN SHARED 2600000 D GREY WOLF INC NOTE 3.750% 5/0 397888AD 2305 1850000 PRN SHARED 02 1850000 D GREY WOLF INC COM 39788810 1054 141800 SH SHARED 141800 D GREY WOLF INC COM 39788810 1739 233775 SH SHARED 01 223375 10400 D GREY WOLF INC COM 39788810 34 4650 SH SHR/OTHR 01 4650 D GREY WOLF INC COM 39788810 2373 318966 SH SHARED 02 318966 D GREY WOLF INC COM 39788810 8216 1104340 SH SHARED 10 1040440 63900 D GREY WOLF INC COM 39788810 17561 2360400 SH SHARED 17 1351800 1008600 D GRIFFON CORP NOTE 4.000% 7/1 398433AC 1749 1511000 PRN SHARED 1511000 D GRIFFON CORP COM 39843310 47 1900 SH SHARED 1900 D GRIFFON CORP COM 39843310 16 660 SH SHARED 01 660 D GRIFFON CORP COM 39843310 109 4400 SH SHARED 02 4400 D GRIFFON CORP COM 39843310 2824 113700 SH SHARED 10 113700 D GRIFFON CORP COM 39843310 260 10470 SH SHARED 17 10470 D GROUP 1 AUTOMOTIVE INC COM 39890510 61 1300 SH SHARED 1300 D GROUP 1 AUTOMOTIVE INC COM 39890510 708 14900 SH SHARED 17 12600 2300 D GROUPE DANONE SPONSORED ADR 39944910 4938 192700 SH SHARED 192700 D GROUPE CGI INC CL A SUB VTG 39945C10 286 43200 SH SHARED 43200 D GROUPE CGI INC CL A SUB VTG 39945C10 85 12834 SH SHARED 01 12834 D GROUPE CGI INC CL A SUB VTG 39945C10 551 83167 SH SHARED 02 83167 D GROUPE CGI INC CL A SUB VTG 39945C10 14 2220 SH SHARED 06 2220 D GROUPE CGI INC CL A SUB VTG 39945C10 24 3700 SH SHARED 14 3700 D GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 39990910 129 16853 SH SHARED 16853 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 6531 328204 SH SHARED 328204 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 21293 1070000 SH SHARED 01 1070000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 796 40000 SH SHARED 04 40000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 44834 2253000 SH SHARED 10 2253000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 222 11200 SH SHARED 15 11200 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 1566 78700 SH SHARED 17 78700 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 31 1600 SH SHARED 19 1600 D GRUPO AEROPORTUARIO DEL PAC SPON ADR B 40050610 1836 57485 SH SHARED 57485 D GRUPO AEROPORTUARIO DEL PAC SPON ADR B 40050610 3003 94000 SH SHARED 04 94000 D GRUPO TMM S A SP ADR A SHS 40051D10 1230 250000 SH SHARED 04 250000 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 3731 111775 SH SHARED 111775 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 14636 438475 SH SHARED 10 438475 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 166 5000 SH SHARED 15 5000 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 630 18900 SH SHARED 17 18900 D GTECH HLDGS CORP DBCV 1.750%12/1 400518AB 3699 1494000 PRN SHARED 02 1494000 D GTECH HLDGS CORP COM 40051810 98048 2879545 SH SHARED 2879545 D GTECH HLDGS CORP COM 40051810 1736 51000 SH SHARED 01 51000 D GTECH HLDGS CORP COM 40051810 1951 57300 SH SHARED 02 57300 D GTECH HLDGS CORP COM 40051810 2043 60000 SH SHARED 04 60000 D GTECH HLDGS CORP COM 40051810 135 3970 SH SHARED 06 3970 D GTECH HLDGS CORP COM 40051810 16137 473936 SH SHARED 10 473700 236 D GTECH HLDGS CORP COM 40051810 323 9500 SH SHARED 17 8800 700 D GTX INC DEL COM 40052B10 7 700 SH SHARED 700 D GTX INC DEL COM 40052B10 9 846 SH SHARED 17 846 D GUESS INC COM 40161710 43 1100 SH SHARED 1100 D GUESS INC COM 40161710 2856 73025 SH SHARED 01 72475 550 D GUESS INC COM 40161710 69 1775 SH SHR/OTHR 01 1775 D GUESS INC COM 40161710 13948 356640 SH SHARED 10 356640 D GUESS INC COM 40161710 24279 620800 SH SHARED 17 443200 177600 D GUIDANT CORP COM 40169810 52 670 SH SHARED 670 D GUIDANT CORP COM 40169810 549831 7043709 SH SHARED 7033689 10020 D GUIDANT CORP COM 40169810 415 5325 SH SHR/OTHR 5325 D GUIDANT CORP COM 40169810 5570 71360 SH SHARED 01 1675 69685 D GUIDANT CORP COM 40169810 256 3292 SH SHR/OTHR 01 3292 D GUIDANT CORP COM 40169810 40825 523004 SH SHARED 02 523004 D GUIDANT CORP COM 40169810 1784 22863 SH SHARED 06 22863 D GUIDANT CORP COM 40169810 1418 18175 SH SHARED 10 13800 4375 D GUIDANT CORP COM 40169810 93 1200 SH SHARED 14 1200 D GUIDANT CORP COM 40169810 13049 167168 SH SHARED 17 160668 6500 D GUITAR CTR MGMT INC COM 40204010 4851 101700 SH SHARED 101700 D GUITAR CTR MGMT INC COM 40204010 1701 35669 SH SHARED 02 35669 D GUITAR CTR MGMT INC COM 40204010 52 1100 SH SHARED 10 1100 D GUITAR CTR MGMT INC COM 40204010 720 15100 SH SHARED 17 13400 1700 D GULF ISLAND FABRICATION INC COM 40230710 18 800 SH SHARED 800 D GULF ISLAND FABRICATION INC COM 40230710 120 5100 SH SHARED 17 5100 D GULFMARK OFFSHORE INC COM 40262910 260 9388 SH SHARED 9388 D GULFMARK OFFSHORE INC COM 40262910 225 8100 SH SHARED 17 8100 D GULFPORT ENERGY CORP COM NEW 40263530 2804 185483 SH SHARED 185483 D GULFPORT ENERGY CORP COM NEW 40263530 18 1200 SH SHARED 01 1200 D GYMBOREE CORP COM 40377710 52 2000 SH SHARED 2000 D GYMBOREE CORP COM 40377710 122 4700 SH SHARED 01 4700 D GYMBOREE CORP COM 40377710 36 1400 SH SHARED 02 1400 D GYMBOREE CORP COM 40377710 4077 156600 SH SHARED 10 156600 D GYMBOREE CORP COM 40377710 1299 49900 SH SHARED 17 14700 35200 D H & E EQUIPMENT SERVICES INC COM 40403010 1065 36600 SH SHARED 01 36300 300 D H & E EQUIPMENT SERVICES INC COM 40403010 123 4241 SH SHARED 02 4241 D H & E EQUIPMENT SERVICES INC COM 40403010 5149 176840 SH SHARED 10 176840 D H & E EQUIPMENT SERVICES INC COM 40403010 6496 223100 SH SHARED 17 223100 D H & Q LIFE SCIENCES INVS SH BEN INT 40405310 54 3197 SH SHARED 3197 D HCA INC COM 40411910 58032 1267352 SH SHARED 1267352 D HCA INC COM 40411910 4096 89453 SH SHARED 01 89453 D HCA INC COM 40411910 13491 294643 SH SHARED 02 293443 1200 D HCA INC COM 40411910 1841 40222 SH SHARED 06 40222 D HCA INC COM 40411910 925 20206 SH SHARED 10 15000 5206 D HCA INC COM 40411910 171 3748 SH SHARED 14 3748 D HCA INC COM 40411910 125308 2736588 SH SHARED 17 2728188 8400 D HCC INS HLDGS INC NOTE 2.000% 9/0 404132AC 8443 5158000 PRN SHARED 02 5158000 D HCC INS HLDGS INC COM 40413210 11692 336000 SH SHARED 323700 12300 D HCC INS HLDGS INC COM 40413210 1915 55050 SH SHARED 01 55050 D HCC INS HLDGS INC COM 40413210 2279 65510 SH SHARED 02 65510 D HCC INS HLDGS INC COM 40413210 13 400 SH SHARED 06 400 D HCC INS HLDGS INC COM 40413210 1273 36600 SH SHARED 10 36600 D HCC INS HLDGS INC COM 40413210 3500 100590 SH SHARED 17 48590 52000 D HDFC BANK LTD ADR REPS 3 SHS 40415F10 463 8500 SH SHARED 8500 D HNI CORP COM 40425110 690 11700 SH SHARED 11700 D HNI CORP COM 40425110 1233 20900 SH SHARED 01 20900 D HNI CORP COM 40425110 1398 23707 SH SHARED 02 23707 D HNI CORP COM 40425110 153 2600 SH SHARED 17 2600 D HRPT PPTYS TR COM SH BEN INT 40426W10 631 53786 SH SHARED 53786 D HRPT PPTYS TR COM SH BEN INT 40426W10 27 2300 SH SHARED 01 2300 D HRPT PPTYS TR COM SH BEN INT 40426W10 381 32464 SH SHARED 02 32464 D HRPT PPTYS TR COM SH BEN INT 40426W10 76779 6539971 SH SHARED 11 6539971 D HSBC HLDGS PLC SPON ADR NEW 40428040 8579 102408 SH SHARED 96682 5726 D HSBC HLDGS PLC SPON ADR NEW 40428040 105 1259 SH SHR/OTHR 1259 D HSBC HLDGS PLC SPON ADR NEW 40428040 2036 24307 SH SHARED 01 24307 D HSBC HLDGS PLC SPON ADR NEW 40428040 447 5342 SH SHR/OTHR 01 5342 D HSBC HLDGS PLC ADR A 1/40PF A 40428060 24 1000 SH SHR/OTHR 01 1000 D HAEMONETICS CORP COM 40502410 86 1700 SH SHARED 1700 D HAEMONETICS CORP COM 40502410 66 1300 SH SHARED 10 1300 D HAEMONETICS CORP COM 40502410 1127 22200 SH SHARED 17 20000 2200 D HAIN CELESTIAL GROUP INC COM 40521710 927 35411 SH SHARED 35411 D HAIN CELESTIAL GROUP INC COM 40521710 34 1301 SH SHR/OTHR 01 1301 D HAIN CELESTIAL GROUP INC COM 40521710 57 2200 SH SHARED 10 2200 D HAIN CELESTIAL GROUP INC COM 40521710 450 17182 SH SHARED 17 17182 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM 3952 2000000 PRN SHARED 2000000 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM 26375 13348000 PRN SHARED 02 13348000 D HALLIBURTON CO COM 40621610 7400 101355 SH SHARED 101355 D HALLIBURTON CO COM 40621610 164505 2252887 SH SHARED 1962440 290447 D HALLIBURTON CO COM 40621610 2222 30435 SH SHR/OTHR 30435 D HALLIBURTON CO COM 40621610 20692 283384 SH SHARED 01 151260 132124 D HALLIBURTON CO COM 40621610 190 2610 SH SHR/OTHR 01 2610 D HALLIBURTON CO COM 40621610 46987 643493 SH SHARED 02 643493 D HALLIBURTON CO COM 40621610 5220 71500 SH SHARED 04 71500 D HALLIBURTON CO COM 40621610 3459 47372 SH SHARED 06 47372 D HALLIBURTON CO COM 40621610 222464 3046619 SH SHARED 10 1625735 888380 532504 D HALLIBURTON CO COM 40621610 226 3100 SH SHR/OTHR 10 3100 D HALLIBURTON CO COM 40621610 587 8051 SH SHARED 14 8051 D HALLIBURTON CO COM 40621610 2541 34800 SH SHARED 15 34800 D HALLIBURTON CO COM 40621610 2847 39000 SH SHARED 16 39000 D HALLIBURTON CO COM 40621610 25416 348073 SH SHARED 17 339373 8700 D HALOZYME THERAPEUTICS INC COM 40637H10 503 145948 SH SHARED 145948 D HANA BIOSCIENCES INC COM 40963P10 10 1000 SH SHARED 1000 D HANAROTELECOM INC SPONSORED ADR 40964920 51 20211 SH SHARED 20211 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 2165 225800 SH SHARED 225800 D HANCOCK HLDG CO COM 41012010 83 1800 SH SHARED 1800 D HANCOCK HLDG CO COM 41012010 4461 95900 SH SHARED 10 95900 D HANCOCK HLDG CO COM 41012010 821 17650 SH SHARED 17 17650 D HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T10 14 1264 SH SHARED 1264 D HANCOCK JOHN PATRIOT SELCT D COM 41013U10 147 11849 SH SHARED 11849 D HANCOCK JOHN TAX-ADV DIV INC COM 41013V10 3430 199458 SH SHARED 199458 D HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W10 350 15000 SH SHARED 15000 D HANCOCK JOHN PFD INCOME FD I COM 41021P10 706 34675 SH SHARED 34675 D HANDLEMAN CO DEL COM 41025210 12 1300 SH SHARED 1300 D HANDLEMAN CO DEL COM 41025210 0 1 SH SHARED 01 1 D HANDLEMAN CO DEL COM 41025210 96 10055 SH SHARED 17 10055 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 133 19200 SH SHARED 4700 14500 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 210 30300 SH SHARED 01 30300 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 5014 721500 SH SHARED 17 721500 D HANMI FINL CORP COM 41049510 50 2800 SH SHARED 2800 D HANMI FINL CORP COM 41049510 18 1000 SH SHARED 01 1000 D HANMI FINL CORP COM 41049510 17 985 SH SHARED 02 985 D HANMI FINL CORP COM 41049510 1383 76600 SH SHARED 10 76600 D HANMI FINL CORP COM 41049510 1216 67342 SH SHARED 17 36042 31300 D HANOVER CAP MTG HLDGS INC COM 41076110 3 522 SH SHARED 522 D HANOVER COMPRESSOR CO NOTE 4.750% 3/1 410768AC 1681 1750000 PRN SHARED 02 1750000 D HANOVER COMPRESSOR CO COM 41076810 495 26600 SH SHARED 26600 D HANOVER COMPRESSOR CO COM 41076810 31 1700 SH SHR/OTHR 1700 D HANOVER COMPRESSOR CO COM 41076810 666 35800 SH SHARED 01 35800 D HANOVER COMPRESSOR CO COM 41076810 1671 89784 SH SHARED 02 89784 D HANOVER COMPRESSOR CO COM 41076810 70 3800 SH SHARED 10 3800 D HANOVER COMPRESSOR CO COM 41076810 919 49400 SH SHARED 17 43400 6000 D HANOVER INS GROUP INC COM 41086710 1792 34200 SH SHARED 34200 D HANOVER INS GROUP INC COM 41086710 1900 36255 SH SHARED 01 36255 D HANOVER INS GROUP INC COM 41086710 1258 24000 SH SHARED 02 24000 D HANOVER INS GROUP INC COM 41086710 298 5700 SH SHARED 17 5700 D HANSEN NAT CORP COM 41131010 126 1000 SH SHARED 1000 D HANSEN NAT CORP COM 41131010 75 600 SH SHARED 01 600 D HANSEN NAT CORP COM 41131010 50 400 SH SHARED 10 400 D HANSEN NAT CORP COM 41131010 2752 21840 SH SHARED 17 21840 D HARBOR FLA BANCSHARES INC COM 41190110 49 1300 SH SHARED 1300 D HARBOR FLA BANCSHARES INC COM 41190110 1397 36900 SH SHARED 10 36900 D HARBOR FLA BANCSHARES INC COM 41190110 924 24401 SH SHARED 17 14901 9500 D HARLAND JOHN H CO COM 41269310 1196 30435 SH SHARED 30435 D HARLAND JOHN H CO COM 41269310 7 200 SH SHR/OTHR 200 D HARLAND JOHN H CO COM 41269310 15 400 SH SHARED 01 400 D HARLAND JOHN H CO COM 41269310 451 11500 SH SHARED 10 11500 D HARLAND JOHN H CO COM 41269310 1957 49800 SH SHARED 17 16000 33800 D HARLEY DAVIDSON INC COM 41282210 54 1050 SH SHARED 1050 D HARLEY DAVIDSON INC COM 41282210 53755 1036151 SH SHARED 1009291 26860 D HARLEY DAVIDSON INC COM 41282210 420 8100 SH SHR/OTHR 8100 D HARLEY DAVIDSON INC COM 41282210 8520 164235 SH SHARED 01 99835 64400 D HARLEY DAVIDSON INC COM 41282210 28 550 SH SHR/OTHR 01 550 D HARLEY DAVIDSON INC COM 41282210 5903 113800 SH SHARED 02 112500 1300 D HARLEY DAVIDSON INC COM 41282210 347 6690 SH SHARED 04 6690 D HARLEY DAVIDSON INC COM 41282210 1335 25740 SH SHARED 05 25740 D HARLEY DAVIDSON INC COM 41282210 1128 21758 SH SHARED 06 21758 D HARLEY DAVIDSON INC COM 41282210 53643 1033994 SH SHARED 10 294375 609200 130419 D HARLEY DAVIDSON INC COM 41282210 37 715 SH SHARED 14 715 D HARLEY DAVIDSON INC COM 41282210 16475 317568 SH SHARED 17 313368 4200 D HARLEY DAVIDSON INC COM 41282210 636 12276 SH SHARED 18 12276 D HARLEY DAVIDSON INC COM 41282210 7773 149837 SH SHARED 19 149837 D HARLEYSVILLE GROUP INC COM 41282410 632 21304 SH SHARED 21304 D HARLEYSVILLE GROUP INC COM 41282410 219 7400 SH SHARED 17 7400 D HARLEYSVILLE NATL CORP PA COM 41285010 43 1900 SH SHARED 1900 D HARLEYSVILLE NATL CORP PA COM 41285010 3 137 SH SHARED 01 137 D HARLEYSVILLE NATL CORP PA COM 41285010 57 2520 SH SHARED 10 2520 D HARLEYSVILLE NATL CORP PA COM 41285010 325 14328 SH SHARED 17 10548 3780 D HARMAN INTL INDS INC COM 41308610 13002 117000 SH SHARED 117000 D HARMAN INTL INDS INC COM 41308610 1478 13300 SH SHARED 01 13300 D HARMAN INTL INDS INC COM 41308610 101 912 SH SHR/OTHR 01 912 D HARMAN INTL INDS INC COM 41308610 2733 24600 SH SHARED 02 24600 D HARMAN INTL INDS INC COM 41308610 667 6010 SH SHARED 06 6010 D HARMAN INTL INDS INC COM 41308610 10303 92718 SH SHARED 10 91900 818 D HARMAN INTL INDS INC COM 41308610 279 2513 SH SHARED 14 2513 D HARMAN INTL INDS INC COM 41308610 116465 1048010 SH SHARED 17 1046510 1500 D HARMONIC INC COM 41316010 31 4900 SH SHARED 4900 D HARMONIC INC COM 41316010 177 27800 SH SHARED 17 27800 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 4464 281147 SH SHARED 281147 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 1090 68700 SH SHARED 02 68700 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 35475 2234000 SH SHARED 10 2234000 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 452 28500 SH SHARED 14 28500 D HARRAHS ENTMT INC COM 41361910 39370 505013 SH SHARED 505013 D HARRAHS ENTMT INC COM 41361910 2973 38144 SH SHARED 01 132 38012 D HARRAHS ENTMT INC COM 41361910 4969 63742 SH SHARED 02 63742 D HARRAHS ENTMT INC COM 41361910 2076 26632 SH SHARED 06 26632 D HARRAHS ENTMT INC COM 41361910 90 1166 SH SHARED 10 1166 D HARRAHS ENTMT INC COM 41361910 8548 109654 SH SHARED 17 106122 3532 D HARRIS & HARRIS GROUP 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HEALTHCARE SVCS GRP INC COM 42190610 34 1600 SH SHARED 1600 D HEALTHCARE SVCS GRP INC COM 42190610 9 425 SH SHR/OTHR 425 D HEALTHCARE SVCS GRP INC COM 42190610 68 3200 SH SHARED 01 3200 D HEALTHCARE SVCS GRP INC COM 42190610 271 12725 SH SHARED 17 12225 500 D HEALTH CARE PPTY INVS INC COM 42191510 502 17700 SH SHARED 100 17600 D HEALTH CARE PPTY INVS INC COM 42191510 153 5400 SH SHARED 01 5400 D HEALTH CARE PPTY INVS INC COM 42191510 383 13500 SH SHARED 02 13500 D HEALTH CARE PPTY INVS INC COM 42191510 47 1659 SH SHARED 14 1659 D HEALTH MGMT ASSOC INC NEW NOTE 1.500% 8/0 421933AF 35035 35000000 PRN SHARED 35000000 D HEALTH MGMT ASSOC INC NEW NOTE 1.500% 8/0 421933AF 3102 3099000 PRN SHARED 02 3099000 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 9818 455171 SH SHARED 455171 D HEALTH MGMT ASSOC INC NEW CL A 42193310 1243 57635 SH SHARED 01 8035 49600 D HEALTH MGMT ASSOC INC NEW CL A 42193310 5558 257700 SH SHARED 02 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A 43556910 279 33300 SH SHARED 17 23200 10100 D HOLLY CORP COM PAR $0.01 43575830 96 1300 SH SHARED 1300 D HOLLY CORP COM PAR $0.01 43575830 808 10910 SH SHARED 01 10910 D HOLLY CORP COM PAR $0.01 43575830 53 720 SH SHARED 02 720 D HOLLY CORP COM PAR $0.01 43575830 8782 118490 SH SHARED 10 118490 D HOLLY CORP COM PAR $0.01 43575830 11814 159400 SH SHARED 17 159400 D HOLOGIC INC COM 43644010 166 3000 SH SHARED 3000 D HOLOGIC INC COM 43644010 2476 44750 SH SHARED 01 41425 3325 D HOLOGIC INC COM 43644010 33 600 SH SHR/OTHR 01 600 D HOLOGIC INC COM 43644010 12460 225130 SH SHARED 10 225130 D HOLOGIC INC COM 43644010 16140 291600 SH SHARED 17 253900 37700 D HOME DEPOT INC COM 43707610 294360 6958878 SH SHARED 6688862 270016 D HOME DEPOT INC COM 43707610 7469 176581 SH SHR/OTHR 176581 D HOME DEPOT INC COM 43707610 58226 1376518 SH SHARED 01 109349 1267169 D HOME DEPOT INC COM 43707610 2135 50477 SH SHR/OTHR 01 50477 D HOME DEPOT INC COM 43707610 47031 1111846 SH SHARED 02 1111846 D HOME DEPOT INC COM 43707610 1780 42100 SH SHARED 04 39600 2500 D HOME DEPOT INC COM 43707610 9138 216033 SH SHARED 06 216033 D HOME DEPOT INC COM 43707610 65128 1539689 SH SHARED 10 433532 1051725 54432 D HOME DEPOT INC COM 43707610 1867 44160 SH SHARED 14 44160 D HOME DEPOT INC COM 43707610 181449 4289589 SH SHARED 17 4265789 23800 D HOME DEPOT INC COM 43707610 320 7580 SH SHARED 19 7580 D HOME PROPERTIES INC COM 43730610 107 2100 SH SHARED 2100 D HOME PROPERTIES INC COM 43730610 194 3810 SH SHARED 01 3810 D HOME PROPERTIES INC COM 43730610 158 3100 SH SHARED 02 3100 D HOME PROPERTIES INC COM 43730610 2968 58100 SH SHARED 10 58100 D HOME PROPERTIES INC COM 43730610 27788 543800 SH SHARED 11 543800 D HOME PROPERTIES INC COM 43730610 1374 26900 SH SHARED 17 15200 11700 D HOMEBANC CORP GA COM 43738R10 32 3700 SH SHARED 3700 D HOMEBANC CORP GA COM 43738R10 69 7900 SH SHARED 10 7900 D HOMEBANC CORP GA COM 43738R10 281 32000 SH SHARED 17 18400 13600 D HOMESTORE INC COM 43785210 64 9800 SH SHARED 9800 D HOMESTORE INC COM 43785210 104 15900 SH SHARED 01 15900 D HOMESTORE INC COM 43785210 710 108300 SH SHARED 17 54200 54100 D HONDA MOTOR LTD AMERN SHS 43812830 4615 149067 SH SHARED 149067 D HONEYWELL INTL INC COM 43851610 1167 27300 SH SHARED 27300 D HONEYWELL INTL INC COM 43851610 200813 4695201 SH SHARED 4609684 85517 D HONEYWELL INTL INC COM 43851610 14699 343677 SH SHR/OTHR 343677 D HONEYWELL INTL INC COM 43851610 18255 426820 SH SHARED 01 161400 265420 D HONEYWELL INTL INC COM 43851610 969 22656 SH SHR/OTHR 01 22656 D HONEYWELL INTL INC COM 43851610 15238 356285 SH SHARED 02 352285 4000 D HONEYWELL INTL INC COM 43851610 131523 3075135 SH SHARED 04 3073500 1635 D HONEYWELL INTL INC COM 43851610 15478 361897 SH SHARED 06 361897 D HONEYWELL INTL INC COM 43851610 101728 2378502 SH SHARED 10 1815992 562510 D HONEYWELL INTL INC COM 43851610 209 4900 SH SHR/OTHR 10 4900 D HONEYWELL INTL INC COM 43851610 5313 124226 SH SHARED 14 124226 D HONEYWELL INTL INC COM 43851610 4099 95850 SH SHARED 15 95850 D HONEYWELL INTL INC COM 43851610 19309 451474 SH SHARED 17 353915 97559 D HOOKER FURNITURE CORP COM 43903810 189 10000 SH SHARED 10000 D HOOKER FURNITURE CORP COM 43903810 73 3900 SH SHARED 17 3900 D HOOPER HOLMES INC COM 43910410 12 4300 SH SHARED 4300 D HOOPER HOLMES INC COM 43910410 67 23400 SH SHARED 17 23400 D HORACE MANN EDUCATORS CORP N COM 44032710 236 12600 SH SHARED 12600 D HORACE MANN EDUCATORS CORP N COM 44032710 248 13200 SH SHARED 01 13200 D HORACE MANN EDUCATORS CORP N COM 44032710 282 15000 SH SHARED 02 15000 D HORACE MANN EDUCATORS CORP N COM 44032710 428 22768 SH SHARED 17 18768 4000 D HORIZON FINL CORP WASH COM 44041F10 17 700 SH SHARED 700 D HORIZON FINL CORP WASH COM 44041F10 120 4700 SH SHARED 17 4700 D HORIZON HEALTH CORP COM 44041Y10 807 40800 SH SHARED 40800 D HORIZON HEALTH CORP COM 44041Y10 106 5400 SH SHARED 17 5400 D HORIZON LINES INC COM 44044K10 14 1100 SH SHARED 1100 D HORIZON LINES INC COM 44044K10 29 2264 SH SHARED 17 2264 D HORMEL FOODS CORP COM 44045210 1717 50800 SH SHARED 16500 34300 D HORMEL FOODS CORP COM 44045210 1732 51250 SH SHARED 01 51250 D HORMEL FOODS CORP COM 44045210 84 2500 SH SHR/OTHR 01 2500 D HORMEL FOODS CORP COM 44045210 1626 48123 SH SHARED 02 48123 D HORMEL FOODS CORP COM 44045210 7713 228200 SH SHARED 10 91700 136500 D HORMEL FOODS CORP COM 44045210 241 7133 SH SHARED 14 7133 D HORMEL FOODS CORP COM 44045210 2041 60400 SH SHARED 17 23300 37100 D HORNBECK OFFSHORE SVCS INC N COM 44054310 16 450 SH SHARED 450 D HORNBECK OFFSHORE SVCS INC N COM 44054310 39 1100 SH SHARED 1100 D HORNBECK OFFSHORE SVCS INC N COM 44054310 964 26750 SH SHARED 01 25225 1525 D HORNBECK OFFSHORE SVCS INC N COM 44054310 4821 133670 SH SHARED 10 133670 D HORNBECK OFFSHORE SVCS INC N COM 44054310 10499 291100 SH SHARED 17 291100 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 1497 34300 SH SHARED 34300 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 1040 23825 SH SHARED 01 125 23700 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 1750 40084 SH SHARED 02 40084 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 877 20100 SH SHARED 10 20100 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 23088 528700 SH SHARED 11 528700 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 195 4484 SH SHARED 14 4484 D HOSPIRA INC COM 44106010 13838 350696 SH SHARED 322790 27906 D HOSPIRA INC COM 44106010 374 9499 SH SHR/OTHR 9499 D HOSPIRA INC COM 44106010 2231 56542 SH SHARED 01 3030 53512 D HOSPIRA INC COM 44106010 178 4521 SH SHR/OTHR 01 4521 D HOSPIRA INC COM 44106010 2386 60480 SH SHARED 02 60480 D HOSPIRA INC COM 44106010 410 10410 SH SHARED 06 10410 D HOSPIRA INC COM 44106010 37275 944629 SH SHARED 10 22670 659780 262179 D HOSPIRA INC COM 44106010 242 6146 SH SHARED 14 6146 D HOSPIRA INC COM 44106010 4152 105242 SH SHARED 17 62742 42500 D HOSPIRA INC COM 44106010 1558 39500 SH SHARED 18 39500 D HOST MARRIOTT CORP NEW COM 44107P10 2368 110700 SH SHARED 110700 D HOST MARRIOTT CORP NEW COM 44107P10 17726 828326 SH SHARED 01 828326 D HOST MARRIOTT CORP NEW COM 44107P10 1488 69542 SH SHR/OTHR 01 69542 D HOST MARRIOTT CORP NEW COM 44107P10 1049 49064 SH SHARED 02 49064 D HOST MARRIOTT CORP NEW COM 44107P10 1605 75000 SH SHARED 04 75000 D HOST MARRIOTT CORP NEW COM 44107P10 6 284 SH SHARED 10 284 D HOST MARRIOTT CORP NEW COM 44107P10 311584 14560000 SH SHARED 11 14560000 D HOST MARRIOTT CORP NEW COM 44107P10 54 2564 SH SHARED 14 2564 D HOST MARRIOTT CORP NEW COM 44107P10 2234 104400 SH SHARED 17 104400 D HOT TOPIC INC COM 44133910 545 37622 SH SHARED 37622 D HOT TOPIC INC COM 44133910 14 1000 SH SHARED 02 1000 D HOT TOPIC INC COM 44133910 3625 250000 SH SHARED 04 250000 D HOT TOPIC INC COM 44133910 577 39800 SH SHARED 10 39800 D HOT TOPIC INC COM 44133910 1130 77975 SH SHARED 17 77975 D HOUSEVALUES INC COM 44183Y10 3 400 SH SHARED 400 D HOUSEVALUES INC COM 44183Y10 39 4800 SH SHARED 17 4800 D HOUSTON EXPL CO COM 44212010 516 9800 SH SHARED 9800 D HOUSTON EXPL CO COM 44212010 189 3600 SH SHARED 01 3600 D HOUSTON EXPL CO COM 44212010 189 3600 SH SHARED 10 3600 D HOUSTON EXPL CO COM 44212010 732 13900 SH SHARED 17 12400 1500 D HOVNANIAN ENTERPRISES INC CL A 44248720 20164 459010 SH SHARED 459010 D HOVNANIAN ENTERPRISES INC CL A 44248720 966 22000 SH SHARED 01 22000 D HOVNANIAN ENTERPRISES INC CL A 44248720 1080 24600 SH SHARED 02 24600 D HOVNANIAN ENTERPRISES INC CL A 44248720 21 500 SH SHARED 17 500 D HUB GROUP INC CL A 44332010 54 1200 SH SHARED 1200 D HUB GROUP INC CL A 44332010 638 14000 SH SHR/OTHR 14000 D HUB GROUP INC CL A 44332010 132 2900 SH SHARED 01 2900 D HUB GROUP INC CL A 44332010 1057 23200 SH SHARED 10 23200 D HUB GROUP INC CL A 44332010 2160 47400 SH SHARED 17 14700 32700 D HUBBELL INC CL B 44351020 999 19500 SH SHARED 19500 D HUBBELL INC CL B 44351020 10 210 SH SHR/OTHR 210 D HUBBELL INC CL B 44351020 966 18860 SH SHARED 01 1060 17800 D HUBBELL INC CL B 44351020 1394 27200 SH SHARED 02 27200 D HUBBELL INC CL B 44351020 456 8900 SH SHARED 14 8900 D HUBBELL INC CL B 44351020 348 6800 SH SHARED 17 4800 2000 D HUDSON CITY BANCORP COM 44368310 17924 1348748 SH SHARED 1348107 641 D HUDSON CITY BANCORP COM 44368310 63 4808 SH SHARED 01 4808 D HUDSON CITY BANCORP COM 44368310 798 60100 SH SHARED 02 60100 D HUDSON CITY BANCORP COM 44368310 287 21620 SH SHARED 06 21620 D HUDSON CITY BANCORP COM 44368310 217 16400 SH SHARED 14 16400 D HUDSON CITY BANCORP COM 44368310 752 56600 SH SHARED 17 56600 D HUDSON HIGHLAND GROUP INC COM 44379210 7606 401600 SH SHARED 401600 D HUDSON HIGHLAND GROUP INC COM 44379210 6 330 SH SHARED 01 330 D HUDSON HIGHLAND GROUP INC COM 44379210 8549 451400 SH SHARED 17 451400 D HUGHES SUPPLY INC COM 44448210 0 200 SH SHARED 17 200 D HUMANA INC COM 44485910 27827 528531 SH SHARED 514431 14100 D HUMANA INC COM 44485910 31 600 SH SHR/OTHR 600 D HUMANA INC COM 44485910 1995 37900 SH SHARED 01 300 37600 D HUMANA INC COM 44485910 3446 65451 SH SHARED 02 65451 D HUMANA INC COM 44485910 5265 100000 SH SHARED 04 100000 D HUMANA INC COM 44485910 687 13064 SH SHARED 06 13064 D HUMANA INC COM 44485910 12446 236400 SH SHARED 10 37600 198800 D HUMANA INC COM 44485910 363 6901 SH SHARED 14 6901 D HUMANA INC COM 44485910 6551 124429 SH SHARED 17 94829 29600 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 1510 1612000 PRN SHARED 1612000 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 5667 6049000 PRN SHARED 02 6049000 D HUMAN GENOME SCIENCES INC NOTE 2.250% 8/1 444903AM 479 556000 PRN SHARED 02 556000 D HUMAN GENOME SCIENCES INC COM 44490310 1155 106263 SH SHARED 106263 D HUMAN GENOME SCIENCES INC COM 44490310 145 13400 SH SHARED 01 13400 D HUMAN GENOME SCIENCES INC COM 44490310 83 7699 SH SHARED 02 7699 D HUMAN GENOME SCIENCES INC COM 44490310 2771 255000 SH SHARED 04 255000 D HUMAN GENOME SCIENCES INC COM 44490310 32 3000 SH SHARED 10 3000 D HUMAN GENOME SCIENCES INC COM 44490310 645 59400 SH SHARED 17 51900 7500 D HUNGARIAN TEL & CABLE CORP COM 44554210 213 13300 SH SHARED 13300 D HUNT J B TRANS SVCS INC COM 44565810 7033 326542 SH SHARED 297342 29200 D HUNT J B TRANS SVCS INC COM 44565810 1165 54100 SH SHARED 01 54100 D HUNT J B TRANS SVCS INC COM 44565810 2190 101686 SH SHARED 02 101686 D HUNT J B TRANS SVCS INC COM 44565810 108 5020 SH SHARED 06 5020 D HUNT J B TRANS SVCS INC COM 44565810 3090 143500 SH SHARED 10 143500 D HUNT J B TRANS SVCS INC COM 44565810 1142 53044 SH SHARED 17 53044 D HUNTINGTON BANCSHARES INC COM 44615010 17612 729896 SH SHARED 719936 9960 D HUNTINGTON BANCSHARES INC COM 44615010 2283 94630 SH SHARED 01 30305 64325 D HUNTINGTON BANCSHARES INC COM 44615010 21 875 SH SHR/OTHR 01 875 D HUNTINGTON BANCSHARES INC COM 44615010 2122 87981 SH SHARED 02 87981 D HUNTINGTON BANCSHARES INC COM 44615010 337 13990 SH SHARED 06 13990 D HUNTINGTON BANCSHARES INC COM 44615010 59 2473 SH SHARED 10 2473 D HUNTINGTON BANCSHARES INC COM 44615010 2459 101925 SH SHARED 17 97956 3969 D HUNTSMAN CORP COM 44701110 31657 1640300 SH SHARED 1614600 25700 D HUNTSMAN CORP COM 44701110 500 25953 SH SHARED 02 25953 D HUNTSMAN CORP COM 44701110 393 20400 SH SHARED 06 20400 D HUNTSMAN CORP COM 44701110 1462 75800 SH SHARED 14 75800 D HUNTSMAN CORP COM 44701110 200 10400 SH SHARED 17 10400 D HUNTSMAN CORP PFD MND CV 5% 44701120 215 5000 SH SHARED 5000 D HURON CONSULTING GROUP INC COM 44746210 106 3500 SH SHARED 3500 D HURON CONSULTING GROUP INC COM 44746210 41 1371 SH SHARED 17 1371 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 2400 2182000 PRN SHARED 2182000 D HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF 2092 2000000 PRN SHARED 2000000 D HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF 4185 4001000 PRN SHARED 02 4001000 D HUTCHINSON TECHNOLOGY INC COM 44840710 4189 138863 SH SHARED 138863 D HUTCHINSON TECHNOLOGY INC COM 44840710 24 800 SH SHARED 01 800 D HUTCHINSON TECHNOLOGY INC COM 44840710 174 5784 SH SHARED 02 5784 D HUTCHINSON TECHNOLOGY INC COM 44840710 301 10000 SH SHARED 17 10000 D HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T10 1083 41733 SH SHARED 41733 D HUTTIG BLDG PRODS INC COM 44845110 11 1188 SH SHARED 1188 D HYDRIL COM 44877410 93 1200 SH SHARED 1200 D HYDRIL COM 44877410 62 800 SH SHARED 10 800 D HYDRIL COM 44877410 810 10400 SH SHARED 17 8900 1500 D HYDROGENICS CORP COM 44888210 278 80000 SH SHARED 04 80000 D IDT CORP COM 44894710 26 2400 SH SHARED 2400 D IDT CORP CL B 44894730 510 46100 SH SHARED 46100 D IDT CORP CL B 44894730 16 1500 SH SHARED 01 1500 D IDT CORP CL B 44894730 49 4500 SH SHARED 10 4500 D IDT CORP CL B 44894730 1311 118500 SH SHARED 14 118500 D IDT CORP CL B 44894730 225 20400 SH SHARED 17 20400 D HYPERDYNAMICS CORP COM 44895410 7 2309 SH SHARED 2309 D HYPERCOM CORP COM 44913M10 31 3400 SH SHARED 3400 D HYPERCOM CORP COM 44913M10 254 27400 SH SHARED 17 27400 D HYPERION SOLUTIONS CORP COM 44914M10 1749 53670 SH SHARED 53670 D HYPERION SOLUTIONS CORP COM 44914M10 1916 58800 SH SHARED 01 56100 2700 D HYPERION SOLUTIONS CORP COM 44914M10 39 1200 SH SHR/OTHR 01 1200 D HYPERION SOLUTIONS CORP COM 44914M10 518 15900 SH SHARED 02 15900 D HYPERION SOLUTIONS CORP COM 44914M10 8191 251278 SH SHARED 10 251278 D HYPERION SOLUTIONS CORP COM 44914M10 14590 447550 SH SHARED 17 328650 118900 D HYPERION TOTAL RETURN & INCO COM 44914510 216 25800 SH SHARED 25800 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P11 3 592 SH SHARED 01 592 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P12 9779 654158 SH SHARED 654158 D IAC INTERACTIVECORP COM NEW 44919P30 49050 1664420 SH SHARED 1664420 D IAC INTERACTIVECORP COM NEW 44919P30 373 12684 SH SHARED 01 12684 D IAC INTERACTIVECORP COM NEW 44919P30 3074 104317 SH SHARED 02 104317 D IAC INTERACTIVECORP COM NEW 44919P30 25 875 SH SHARED 04 875 D IAC INTERACTIVECORP COM NEW 44919P30 298 10126 SH SHARED 06 10126 D IAC INTERACTIVECORP COM NEW 44919P30 60 2051 SH SHARED 10 2051 D IAC INTERACTIVECORP COM NEW 44919P30 2757 93586 SH SHARED 14 93586 D IAC INTERACTIVECORP COM NEW 44919P30 589 20000 SH SHARED 15 20000 D IAC INTERACTIVECORP COM NEW 44919P30 4021 136464 SH SHARED 17 132114 4350 D ICOS CORP NOTE 2.000% 7/0 449295AB 16611 21000000 PRN SHARED 21000000 D ICOS CORP NOTE 2.000% 7/0 449295AB 1589 2010000 PRN SHARED 02 2010000 D ICOS CORP COM 44929510 13104 594300 SH SHARED 594300 D ICOS CORP COM 44929510 57 2600 SH SHARED 01 2600 D ICOS CORP COM 44929510 180 8200 SH SHARED 02 8200 D ICOS CORP COM 44929510 661 30000 SH SHARED 04 30000 D ICOS CORP COM 44929510 41 1900 SH SHARED 10 1900 D ICOS CORP COM 44929510 657 29800 SH SHARED 17 26100 3700 D ICU MED INC COM 44930G10 76 2100 SH SHARED 2100 D ICU MED INC COM 44930G10 217 6000 SH SHARED 17 6000 D I-FLOW CORP COM NEW 44952030 15 1200 SH SHARED 1200 D I-FLOW CORP COM NEW 44952030 10 800 SH SHARED 02 800 D I-FLOW CORP COM NEW 44952030 138 10400 SH SHARED 17 10400 D IHOP CORP COM 44962310 52 1100 SH SHARED 1100 D IHOP CORP COM 44962310 4 100 SH SHARED 01 100 D IHOP CORP COM 44962310 9 200 SH SHARED 02 200 D IHOP CORP COM 44962310 62 1300 SH SHARED 10 1300 D IHOP CORP COM 44962310 819 17100 SH SHARED 17 14600 2500 D ING PRIME RATE TR SH BEN INT 44977W10 1812 258527 SH SHARED 258527 D ING CLARION REAL EST INCOME COM SHS 44978810 1464 85022 SH SHARED 85022 D ING CLARION GLB RE EST INCM COM 44982G10 48 2633 SH SHR/OTHR 2633 D IMS HEALTH INC COM 44993410 53226 2065453 SH SHARED 2063478 1975 D IMS HEALTH INC COM 44993410 2464 95650 SH SHR/OTHR 95650 D IMS HEALTH INC COM 44993410 2914 113080 SH SHARED 01 28530 84550 D IMS HEALTH INC COM 44993410 813 31563 SH SHR/OTHR 01 31563 D IMS HEALTH INC COM 44993410 1778 69014 SH SHARED 02 69014 D IMS HEALTH INC COM 44993410 404 15692 SH SHARED 06 15692 D IMS HEALTH INC COM 44993410 4526 175668 SH SHARED 10 173600 2068 D IMS HEALTH INC COM 44993410 2191 85036 SH SHARED 17 83336 1700 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 631 53282 SH SHARED 53282 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 130 11000 SH SHARED 11000 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 290 24500 SH SHARED 14 24500 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 1747 147435 SH SHARED 17 147435 D ISTAR FINL INC COM 45031U10 3 100 SH SHARED 100 D ISTAR FINL INC COM 45031U10 42 1100 SH SHR/OTHR 1100 D ISTAR FINL INC COM 45031U10 101 2650 SH SHARED 01 2650 D ISTAR FINL INC COM 45031U10 516 13500 SH SHARED 02 13500 D ISTAR FINL INC COM 45031U10 58 1536 SH SHARED 10 1536 D ISTAR FINL INC COM 45031U10 34984 913900 SH SHARED 11 913900 D ISTAR FINL INC COM 45031U10 241 6300 SH SHARED 14 6300 D ISTAR FINL INC COM 45031U10 133 3500 SH SHARED 17 1800 1700 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 6 1000 SH SHARED 1000 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 457 72000 SH SHARED 04 72000 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 21 3461 SH SHARED 06 3461 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 49 7800 SH SHARED 17 7800 D ITLA CAP CORP COM 45056510 24 500 SH SHARED 500 D ITLA CAP CORP COM 45056510 48 1000 SH SHARED 10 1000 D ITLA CAP CORP COM 45056510 689 14300 SH SHARED 17 3000 11300 D ITT EDUCATIONAL SERVICES INC COM 45068B10 41805 652700 SH SHARED 652700 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1133 17700 SH SHARED 01 17700 D ITT EDUCATIONAL SERVICES INC COM 45068B10 32 500 SH SHR/OTHR 01 500 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1293 20200 SH SHARED 02 20200 D ITT EDUCATIONAL SERVICES INC COM 45068B10 448 7000 SH SHARED 17 6400 600 D IXIA COM 45071R10 502 35212 SH SHARED 35212 D IXIA COM 45071R10 22 1600 SH SHARED 01 1600 D IXIA COM 45071R10 12 900 SH SHARED 02 900 D IXIA COM 45071R10 222 15600 SH SHARED 10 15600 D IXIA COM 45071R10 1577 110600 SH SHARED 17 12900 97700 D IBERIABANK CORP COM 45082810 39 700 SH SHARED 700 D IBERIABANK CORP COM 45082810 1097 19400 SH SHARED 10 19400 D IBERIABANK CORP COM 45082810 360 6375 SH SHARED 17 4375 2000 D ITT INDS INC IND COM 45091110 393 7000 SH SHARED 7000 D ITT INDS INC IND COM 45091110 99628 1772126 SH SHARED 1770266 1860 D ITT INDS INC IND COM 45091110 56 1000 SH SHR/OTHR 1000 D ITT INDS INC IND COM 45091110 2957 52599 SH SHARED 01 2000 50599 D ITT INDS INC IND COM 45091110 172 3062 SH SHR/OTHR 01 3062 D ITT INDS INC IND COM 45091110 3620 64400 SH SHARED 02 64400 D ITT INDS INC IND COM 45091110 97125 1727600 SH SHARED 04 1727600 D ITT INDS INC IND COM 45091110 3427 60960 SH SHARED 06 60960 D ITT INDS INC IND COM 45091110 13 236 SH SHARED 10 236 D ITT INDS INC IND COM 45091110 1130 20110 SH SHARED 14 20110 D ITT INDS INC IND COM 45091110 4676 83186 SH SHARED 17 82986 200 D IAMGOLD CORP COM 45091310 4530 525026 SH SHARED 525026 D IAMGOLD CORP COM 45091310 15 1750 SH SHARED 01 1750 D IAMGOLD CORP COM 45091310 863 100000 SH SHARED 04 100000 D ICON PUB LTD CO SPONSORED ADR 45103T10 9 200 SH SHARED 200 D ICON PUB LTD CO SPONSORED ADR 45103T10 4678 95700 SH SHARED 10 95700 D ICON PUB LTD CO SPONSORED ADR 45103T10 88 1800 SH SHARED 17 1800 D ICICI BK LTD ADR 45104G10 10821 390950 SH SHARED 387160 3790 D ICICI BK LTD ADR 45104G10 2578 93150 SH SHARED 01 92900 250 D ICICI BK LTD ADR 45104G10 16904 610700 SH SHARED 04 610700 D ICICI BK LTD ADR 45104G10 12364 446700 SH SHARED 17 446700 D ICAGEN INC COM 45104P10 83 10000 SH SHARED 10000 D IDACORP INC COM 45110710 403 12400 SH SHARED 12400 D IDACORP INC COM 45110710 757 23300 SH SHARED 01 23300 D IDACORP INC COM 45110710 520 16000 SH SHARED 02 16000 D IDACORP INC COM 45110710 104 3200 SH SHARED 10 3200 D IDACORP INC COM 45110710 770 23700 SH SHARED 17 18900 4800 D IDENIX PHARMACEUTICALS INC COM 45166R20 14 1100 SH SHARED 1100 D IDENIX PHARMACEUTICALS INC COM 45166R20 107 7904 SH SHARED 17 7904 D IDEX CORP COM 45167R10 5 100 SH SHARED 100 D IDEX CORP COM 45167R10 266 5100 SH SHARED 02 5100 D IDEX CORP COM 45167R10 26 500 SH SHARED 17 500 D IDEXX LABS INC COM 45168D10 77 900 SH SHR/OTHR 01 900 D IDEXX LABS INC COM 45168D10 336 3900 SH SHARED 02 3900 D IDEXX LABS INC COM 45168D10 13195 152800 SH SHARED 10 152800 D IDEXX LABS INC COM 45168D10 60 700 SH SHARED 17 700 D IGATE CORP COM 45169U10 7 1300 SH SHARED 1300 D IGATE CORP COM 45169U10 50 8600 SH SHARED 01 8600 D IGATE CORP COM 45169U10 40 6900 SH SHARED 10 6900 D IGATE CORP COM 45169U10 24 4088 SH SHARED 17 4088 D IKON OFFICE SOLUTIONS INC COM 45171310 1494 104846 SH SHARED 104846 D IKON OFFICE SOLUTIONS INC COM 45171310 849 59601 SH SHARED 01 59601 D IKON OFFICE SOLUTIONS INC COM 45171310 88 6200 SH SHARED 10 6200 D IKON OFFICE SOLUTIONS INC COM 45171310 1152 80900 SH SHARED 14 80900 D IKON OFFICE SOLUTIONS INC COM 45171310 729 51200 SH SHARED 17 42300 8900 D IKANOS COMMUNICATIONS COM 45173E10 7 400 SH SHARED 400 D IKANOS COMMUNICATIONS COM 45173E10 38 1944 SH SHARED 17 1944 D IHS INC CL A 45173410 27 1000 SH SHARED 1000 D IHS INC CL A 45173410 4923 180000 SH SHARED 17 180000 D IDENTIX INC COM 45190610 4650 584176 SH SHARED 584176 D IDENTIX INC COM 45190610 341 42900 SH SHARED 17 42900 D ILLINOIS TOOL WKS INC COM 45230810 17 185 SH SHARED 185 D ILLINOIS TOOL WKS INC COM 45230810 83253 864433 SH SHARED 818400 46033 D ILLINOIS TOOL WKS INC COM 45230810 1704 17696 SH SHR/OTHR 17696 D ILLINOIS TOOL WKS INC COM 45230810 10413 108125 SH SHARED 01 15152 92973 D ILLINOIS TOOL WKS INC COM 45230810 676 7027 SH SHR/OTHR 01 7027 D ILLINOIS TOOL WKS INC COM 45230810 8096 84063 SH SHARED 02 84063 D ILLINOIS TOOL WKS INC COM 45230810 3081 32000 SH SHARED 04 32000 D ILLINOIS TOOL WKS INC COM 45230810 1760 18279 SH SHARED 06 18279 D ILLINOIS TOOL WKS INC COM 45230810 4185 43454 SH SHARED 10 42300 1154 D ILLINOIS TOOL WKS INC COM 45230810 1096 11388 SH SHARED 14 11388 D ILLINOIS TOOL WKS INC COM 45230810 3274 34000 SH SHARED 16 34000 D ILLINOIS TOOL WKS INC COM 45230810 8836 91748 SH SHARED 17 89848 1900 D ILLUMINA INC COM 45232710 57 2400 SH SHARED 2400 D ILLUMINA INC COM 45232710 377 15900 SH SHARED 17 15900 D IMATION CORP COM 45245A10 2853 66500 SH SHARED 66500 D IMATION CORP COM 45245A10 645 15040 SH SHARED 01 15040 D IMATION CORP COM 45245A10 519 12100 SH SHARED 02 12100 D IMATION CORP COM 45245A10 3218 75000 SH SHARED 10 75000 D IMATION CORP COM 45245A10 1420 33100 SH SHARED 17 30100 3000 D IMAX CORP COM 45245E10 72 7100 SH SHARED 7100 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 11741 13621000 PRN SHARED 13621000 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 7451 8644000 PRN SHARED 02 8644000 D IMCLONE SYS INC COM 45245W10 8689 255418 SH SHARED 255418 D IMCLONE SYS INC COM 45245W10 302 8900 SH SHARED 01 8900 D IMCLONE SYS INC COM 45245W10 394 11600 SH SHARED 02 11600 D IMCLONE SYS INC COM 45245W10 1381 40600 SH SHARED 10 40600 D IMCLONE SYS INC COM 45245W10 2636 77500 SH SHARED 14 77500 D IMCLONE SYS INC COM 45245W10 919 27033 SH SHARED 17 26633 400 D IMMTECH INTL INC COM 45251910 260 33570 SH SHARED 33570 D IMMUCOR INC COM 45252610 86 3000 SH SHARED 3000 D IMMUCOR INC COM 45252610 2002 69800 SH SHARED 10 69800 D IMMUCOR INC COM 45252610 509 17762 SH SHARED 17 17762 D IMMUNOGEN INC COM 45253H10 72 16700 SH SHARED 16700 D IMMUNOGEN INC COM 45253H10 45 10500 SH SHARED 01 10500 D IMMUNOGEN INC COM 45253H10 188 43500 SH SHARED 10 43500 D IMMUNOGEN INC COM 45253H10 76 17579 SH SHARED 17 17579 D IMPAC MTG HLDGS INC COM 45254P10 426 44200 SH SHARED 44200 D IMPAC MTG HLDGS INC COM 45254P10 74 7700 SH SHARED 01 7700 D IMPAC MTG HLDGS INC COM 45254P10 47 4900 SH SHARED 10 4900 D IMPAC MTG HLDGS INC COM 45254P10 371 38500 SH SHARED 17 29200 9300 D IMMUNICON CORP DEL COM 45260A10 67 16834 SH SHARED 16834 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 24975 1038900 SH SHARED 1038900 D IMMUNOMEDICS INC COM 45290710 5 2000 SH SHARED 2000 D IMPERIAL OIL LTD COM NEW 45303840 7221 67150 SH SHARED 13300 53850 D IMPERIAL OIL LTD COM NEW 45303840 2099 19525 SH SHR/OTHR 19525 D IMPERIAL OIL LTD COM NEW 45303840 135 1263 SH SHARED 01 1263 D IMPERIAL OIL LTD COM NEW 45303840 5908 54943 SH SHARED 02 54943 D IMPERIAL OIL LTD COM NEW 45303840 120 1117 SH SHARED 06 1117 D IMPERIAL OIL LTD COM NEW 45303840 55 519 SH SHARED 10 519 D IMPERIAL OIL LTD COM NEW 45303840 258 2400 SH SHARED 14 2400 D IMPERIAL OIL LTD COM NEW 45303840 43 400 SH SHARED 17 400 D IMPERIAL OIL LTD COM NEW 45303840 32 300 SH SHARED 19 300 D IMPERIAL SUGAR CO NEW COM NEW 45309620 42 1391 SH SHR/OTHR 1391 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 222 3720 SH SHARED 2000 1720 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 12 205 SH SHARED 01 205 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 47939 800595 SH SHARED 17 800595 D INCO LTD NOTE 3/2 453258AM 9294 7031000 PRN SHARED 02 7031000 D INCO LTD SDCV 3.500% 3/1 453258AR 2913 1515000 PRN SHARED 02 1515000 D INCO LTD DBCV 1.000% 3/1 453258AT 23783 14930000 PRN SHARED 02 14930000 D INCO LTD COM 45325840 58358 1169739 SH SHARED 1167239 2500 D INCO LTD COM 45325840 37 750 SH SHR/OTHR 750 D INCO LTD COM 45325840 932 18700 SH SHARED 01 18700 D INCO LTD COM 45325840 10474 209945 SH SHARED 02 209945 D INCO LTD COM 45325840 366 7343 SH SHARED 06 7343 D INCO LTD COM 45325840 2809 56316 SH SHARED 10 55650 666 D INCO LTD COM 45325840 956 19181 SH SHARED 14 19181 D INCO LTD COM 45325840 234 4700 SH SHARED 17 4100 600 D INCO LTD COM 45325840 14 300 SH SHARED 19 300 D INCYTE CORP NOTE 3.500% 2/1 45337CAE 1853 2269000 PRN SHARED 02 2269000 D INCYTE CORP COM 45337C10 2888 479821 SH SHARED 479821 D INCYTE CORP COM 45337C10 6 1000 SH SHARED 01 1000 D INCYTE CORP COM 45337C10 18 3000 SH SHR/OTHR 01 3000 D INCYTE CORP COM 45337C10 190 31700 SH SHARED 17 31700 D INDEPENDENCE CMNTY BK CORP COM 45341410 175708 4215660 SH SHARED 4215660 D INDEPENDENCE CMNTY BK CORP COM 45341410 1196 28700 SH SHARED 01 28700 D INDEPENDENCE CMNTY BK CORP COM 45341410 41 1000 SH SHR/OTHR 01 1000 D INDEPENDENCE CMNTY BK CORP COM 45341410 12849 308278 SH SHARED 02 308278 D INDEPENDENCE CMNTY BK CORP COM 45341410 966 23200 SH SHARED 17 23200 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 905 39283 SH SHARED 39283 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 0 40 SH SHARED 17 40 D INDEPENDENT BANK CORP MASS COM 45383610 35 1100 SH SHARED 1100 D INDEPENDENT BANK CORP MASS COM 45383610 77 2400 SH SHARED 10 2400 D INDEPENDENT BANK CORP MASS COM 45383610 324 10100 SH SHARED 17 6300 3800 D INDEPENDENT BANK CORP MICH COM 45383810 1320 46400 SH SHARED 46400 D INDEPENDENT BANK CORP MICH COM 45383810 142 5000 SH SHARED 02 5000 D INDEPENDENT BANK CORP MICH COM 45383810 264 9283 SH SHARED 17 9283 D INDEVUS PHARMACEUTICALS INC NOTE 6.250% 7/1 454072AB 736 627000 PRN SHARED 627000 D INDEVUS PHARMACEUTICALS INC COM 45407210 1052 169716 SH SHARED 169716 D INDIA FD INC COM 45408910 121 2400 SH SHARED 2400 D INDIA FD INC COM 45408910 50 1000 SH SHR/OTHR 1000 D INDUSTRIAS BACHOCO S A DE C SP ADR B&L SHS 45646310 32 1850 SH SHARED 1850 D INDYMAC BANCORP INC COM 45660710 1465 35800 SH SHARED 35800 D INDYMAC BANCORP INC COM 45660710 1072 26200 SH SHARED 01 1000 25200 D INDYMAC BANCORP INC COM 45660710 2624 64123 SH SHARED 02 64123 D INDYMAC BANCORP INC COM 45660710 96 2363 SH SHARED 06 2363 D INDYMAC BANCORP INC COM 45660710 397 9700 SH SHARED 14 9700 D INDYMAC BANCORP INC COM 45660710 290 7100 SH SHARED 17 7100 D INDYMAC BANCORP INC WIRES 2031 45660720 28015 431000 SH SHARED 431000 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 822 80000 SH SHARED 80000 D INFOCROSSING INC COM 45664X10 15 1300 SH SHARED 1300 D INFOCROSSING INC COM 45664X10 115 9600 SH SHARED 17 9600 D INFOCUS CORP COM 45665B10 78 16619 SH SHARED 16619 D INFINITY PPTY & CAS CORP COM 45665Q10 54 1300 SH SHARED 1300 D INFINITY PPTY & CAS CORP COM 45665Q10 66 1600 SH SHARED 10 1600 D INFINITY PPTY & CAS CORP COM 45665Q10 884 21200 SH SHARED 17 18700 2500 D INFORMATICA CORP COM 45666Q10 247 15900 SH SHARED 15900 D INFORMATICA CORP COM 45666Q10 3308 212746 SH SHARED 02 212746 D INFORMATICA CORP COM 45666Q10 701 45100 SH SHARED 17 44400 700 D INFOSPACE INC COM NEW 45678T20 2621 93803 SH SHARED 93803 D INFOSPACE INC COM NEW 45678T20 95 3400 SH SHARED 01 3400 D INFOSPACE INC COM NEW 45678T20 240 8600 SH SHARED 02 8600 D INFOSPACE INC COM NEW 45678T20 58 2100 SH SHARED 10 2100 D INFOSPACE INC COM NEW 45678T20 458 16400 SH SHARED 17 12800 3600 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 18009 231306 SH SHARED 231306 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 15 200 SH SHARED 06 200 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 2100 26975 SH SHARED 10 26975 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 214 2750 SH SHARED 15 2750 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 844 10850 SH SHARED 17 10850 D INFOUSA INC NEW COM 45681830 534 41200 SH SHARED 41200 D INFOUSA INC NEW COM 45681830 546 42100 SH SHARED 01 42100 D INFOUSA INC NEW COM 45681830 206 15900 SH SHARED 17 15900 D ING GROEP N V SPONSORED ADR 45683710 112 2864 SH SHARED 2864 D ING GROEP N V SPONSORED ADR 45683710 47 1200 SH SHR/OTHR 1200 D ING GROEP N V SPONSORED ADR 45683710 34 877 SH SHARED 01 877 D INFRASOURCE SVCS INC COM 45684P10 17 1000 SH SHARED 1000 D INFRASOURCE SVCS INC COM 45684P10 71 4157 SH SHARED 17 4157 D INGLES MKTS INC CL A 45703010 14 800 SH SHARED 800 D INGLES MKTS INC CL A 45703010 128 7200 SH SHARED 17 7200 D INGRAM MICRO INC CL A 45715310 1354 67700 SH SHARED 67700 D INGRAM MICRO INC CL A 45715310 862 43100 SH SHARED 01 43100 D INGRAM MICRO INC CL A 45715310 1458 72945 SH SHARED 02 72945 D INGRAM MICRO INC CL A 45715310 24 1200 SH SHARED 06 1200 D INGRAM MICRO INC CL A 45715310 400 20000 SH SHARED 17 20000 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 73 4500 SH SHARED 4500 D INLAND REAL ESTATE CORP COM NEW 45746120 380 23300 SH SHARED 10 23300 D INLAND REAL ESTATE CORP COM NEW 45746120 65023 3986700 SH SHARED 11 3986700 D INLAND REAL ESTATE CORP COM NEW 45746120 487 29900 SH SHARED 17 29900 D INNKEEPERS USA TR COM 4576J010 49 2900 SH SHARED 2900 D INNKEEPERS USA TR COM 4576J010 5 300 SH SHARED 02 300 D INNKEEPERS USA TR COM 4576J010 233 13800 SH SHARED 17 13800 D INSIGHT ENTERPRISES INC COM 45765U10 1572 71439 SH SHARED 71439 D INSIGHT ENTERPRISES INC COM 45765U10 98 4480 SH SHARED 02 4480 D INSIGHT ENTERPRISES INC COM 45765U10 52 2400 SH SHARED 10 2400 D INSIGHT ENTERPRISES INC COM 45765U10 972 44162 SH SHARED 17 40562 3600 D INPUT/OUTPUT INC NOTE 5.500%12/1 457652AB 479 200000 PRN SHARED 02 200000 D INPUT/OUTPUT INC COM 45765210 45 4700 SH SHARED 4700 D INPUT/OUTPUT INC COM 45765210 235 24300 SH SHARED 17 24300 D INSITUFORM TECHNOLOGIES INC CL A 45766710 47 1800 SH SHARED 1800 D INSITUFORM TECHNOLOGIES INC CL A 45766710 172 6475 SH SHARED 02 6475 D INSITUFORM TECHNOLOGIES INC CL A 45766710 74 2800 SH SHARED 10 2800 D INSITUFORM TECHNOLOGIES INC CL A 45766710 6221 233890 SH SHARED 17 229690 4200 D INSMED INC COM NEW 45766920 62 32100 SH SHARED 32100 D INNOSPEC INC COM 45768S10 23 900 SH SHARED 900 D INNOSPEC INC COM 45768S10 82 3200 SH SHARED 10 3200 D INNOSPEC INC COM 45768S10 258 10100 SH SHARED 17 5100 5000 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 13 1000 SH SHARED 1000 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 111 8550 SH SHARED 17 8550 D INPHONIC INC COM 45772G10 8 1200 SH SHARED 1200 D INPHONIC INC COM 45772G10 15344 2195200 SH SHARED 17 2195200 D INOVIO BIOMEDICAL CORP COM 45773H10 69 26000 SH SHARED 26000 D INSPIRE PHARMACEUTICALS INC COM 45773310 327 62600 SH SHARED 62600 D INSPIRE PHARMACEUTICALS INC COM 45773310 2 415 SH SHARED 06 415 D INSPIRE PHARMACEUTICALS INC COM 45773310 117 22500 SH SHARED 17 22500 D INNOVO GROUP INC COM PAR $0.01 45795460 1 1700 SH SHARED 1700 D INNOVO GROUP INC COM PAR $0.01 45795460 10 14100 SH SHARED 17 14100 D INTEGRA LIFESCIENCES HLDGS C NOTE 2.500% 3/1 457985AB 7465 5892000 PRN SHARED 5892000 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 49 1200 SH SHARED 1200 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 127 3100 SH SHARED 01 3100 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 16 400 SH SHARED 02 400 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 2594 63300 SH SHARED 10 63300 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 1958 47800 SH SHARED 17 9400 38400 D INSURED MUN INCOME FD COM 45809F10 467 35893 SH SHARED 1893 34000 D INTEGRAL SYS INC MD COM 45810H10 18 700 SH SHARED 700 D INTEGRAL SYS INC MD COM 45810H10 72 2690 SH SHARED 17 2690 D INTAC INTL COM 45811T10 4664 535483 SH SHARED 535483 D INTAC INTL COM 45811T10 9790 1124035 SH SHARED 04 1124035 D INTAC INTL COM 45811T10 2755 316380 SH SHARED 06 316380 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 5538 372733 SH SHARED 372733 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 1378 92770 SH SHARED 01 92770 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 1549 104300 SH SHARED 02 104300 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 2514 169180 SH SHARED 10 169180 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 2439 164190 SH SHARED 17 85260 78930 D INTEGRATED SILICON SOLUTION COM 45812P10 64 9695 SH SHARED 9695 D INTEGRATED SILICON SOLUTION COM 45812P10 120 18100 SH SHARED 17 18100 D INTEGRA BK CORP COM 45814P10 253 11100 SH SHARED 11100 D INTEGRA BK CORP COM 45814P10 187 8222 SH SHARED 17 8222 D INTEL CORP COM 45814010 5528 284100 SH SHARED 263300 20800 D INTEL CORP COM 45814010 892708 45874016 SH SHARED 44604720 1269296 D INTEL CORP COM 45814010 13572 697458 SH SHR/OTHR 697458 D INTEL CORP COM 45814010 52658 2706001 SH SHARED 01 776318 1929683 D INTEL CORP COM 45814010 3716 190957 SH SHR/OTHR 01 190957 D INTEL CORP COM 45814010 84567 4345734 SH SHARED 02 4345734 D INTEL CORP COM 45814010 29619 1522092 SH SHARED 04 1511500 10592 D INTEL CORP COM 45814010 11253 578268 SH SHARED 06 578268 D INTEL CORP COM 45814010 348002 17882958 SH SHARED 10 12529366 2118240 3235352 D INTEL CORP COM 45814010 295 15200 SH SHR/OTHR 10 15200 D INTEL CORP COM 45814010 5277 271183 SH SHARED 14 271183 D INTEL CORP COM 45814010 4744 243800 SH SHARED 15 243800 D INTEL CORP COM 45814010 3892 200000 SH SHARED 16 200000 D INTEL CORP COM 45814010 49618 2549791 SH SHARED 17 2476591 73200 D INTEL CORP COM 45814010 519 26720 SH SHARED 19 26720 D INTER PARFUMS INC COM 45833410 7 400 SH SHARED 400 D INTER PARFUMS INC COM 45833410 41 2100 SH SHARED 17 2100 D INTER TEL INC COM 45837210 30 1400 SH SHARED 1400 D INTER TEL INC COM 45837210 21 1000 SH SHARED 01 1000 D INTER TEL INC COM 45837210 60 2800 SH SHARED 02 2800 D INTER TEL INC COM 45837210 207 9690 SH SHARED 17 9690 D INTERACTIVE DATA CORP COM 45840J10 141 6000 SH SHARED 6000 D INTERACTIVE DATA CORP COM 45840J10 61 2600 SH SHARED 01 2600 D INTERACTIVE DATA CORP COM 45840J10 86 3700 SH SHARED 02 3700 D INTERACTIVE DATA CORP COM 45840J10 441 18800 SH SHARED 17 11700 7100 D INTERCHANGE FINL SVCS S B N COM 45844710 20 1100 SH SHARED 1100 D INTERCHANGE FINL SVCS S B N COM 45844710 94 4950 SH SHARED 17 4950 D INTERCONTINENTAL HTLS GRP PL SPONSORED ADR 45857P10 924 56283 SH SHARED 56075 208 D INTERCONTINENTALEXCHANGE INC COM 45865V10 5765 83500 SH SHARED 83500 D INTERCONTINENTALEXCHANGE INC COM 45865V10 6 100 SH SHARED 01 100 D INTERCONTINENTALEXCHANGE INC COM 45865V10 248 3600 SH SHARED 02 3600 D INTERCONTINENTALEXCHANGE INC COM 45865V10 510 7400 SH SHARED 17 7400 D INTERDIGITAL COMMUNICATIONS COM 45866A10 85 3500 SH SHARED 3500 D INTERDIGITAL COMMUNICATIONS COM 45866A10 384 15700 SH SHARED 01 15700 D INTERDIGITAL COMMUNICATIONS COM 45866A10 449 18314 SH SHARED 02 18314 D INTERDIGITAL COMMUNICATIONS COM 45866A10 2010 82000 SH SHARED 10 82000 D INTERDIGITAL COMMUNICATIONS COM 45866A10 2373 96800 SH SHARED 17 28300 68500 D INTERFACE INC CL A 45866510 41 3000 SH SHARED 3000 D INTERFACE INC CL A 45866510 279 20241 SH SHARED 17 20241 D INTERGRAPH CORP COM 45868310 79 1900 SH SHARED 1900 D INTERGRAPH CORP COM 45868310 87 2100 SH SHARED 01 2100 D INTERGRAPH CORP COM 45868310 1115 26787 SH SHARED 02 26787 D INTERGRAPH CORP COM 45868310 1019 24474 SH SHARED 17 22474 2000 D INTERGROUP CORP COM 45868510 49 3174 SH SHARED 3174 D INTERLINE BRANDS INC COM 45874310 22 900 SH SHARED 900 D INTERLINE BRANDS INC COM 45874310 90 3600 SH SHARED 17 3600 D INTERMAGNETICS GEN CORP COM 45877110 70 2800 SH SHARED 2800 D INTERMAGNETICS GEN CORP COM 45877110 2 100 SH SHARED 02 100 D INTERMAGNETICS GEN CORP COM 45877110 498 19906 SH SHARED 17 19906 D INTERMEC INC COM 45878610 10141 332403 SH SHARED 332403 D INTERMEC INC COM 45878610 1462 47951 SH SHARED 01 47600 351 D INTERMEC INC COM 45878610 198 6500 SH SHARED 06 6500 D INTERMEC INC COM 45878610 6551 214720 SH SHARED 10 213620 1100 D INTERMEC INC COM 45878610 9949 326100 SH SHARED 17 297100 29000 D INTERMUNE INC NOTE 0.250% 3/0 45884XAC 3412 3600000 PRN SHARED 02 3600000 D INTERMUNE INC COM 45884X10 637 34400 SH SHARED 34400 D INTERMUNE INC COM 45884X10 29 1600 SH SHARED 1600 D INTERMUNE INC COM 45884X10 63 3446 SH SHARED 02 3446 D INTERMUNE INC COM 45884X10 3133 169000 SH SHARED 04 169000 D INTERMUNE INC COM 45884X10 1883 101600 SH SHARED 10 101600 D INTERMUNE INC COM 45884X10 229 12400 SH SHARED 17 12400 D INTERNAP NETWORK SVCS CORP COM 45885A10 334 355800 SH SHARED 355800 D INTERNATIONAL BANCSHARES COR COM 45904410 2 100 SH SHARED 100 D INTERNATIONAL BANCSHARES COR COM 45904410 132 4600 SH SHARED 02 4600 D INTERNATIONAL BANCSHARES COR COM 45904410 0 25 SH SHARED 17 25 D INTERNATIONAL BUSINESS MACHS COM 45920010 4237 51380 SH SHARED 51380 D INTERNATIONAL BUSINESS MACHS COM 45920010 465675 5646606 SH SHARED 5373333 273273 D INTERNATIONAL BUSINESS MACHS COM 45920010 33929 411412 SH SHR/OTHR 411412 D INTERNATIONAL BUSINESS MACHS COM 45920010 64137 777709 SH SHARED 01 204047 573662 D INTERNATIONAL BUSINESS MACHS COM 45920010 6197 75147 SH SHR/OTHR 01 75147 D INTERNATIONAL BUSINESS MACHS COM 45920010 48838 592200 SH SHARED 02 590900 1300 D INTERNATIONAL BUSINESS MACHS COM 45920010 2660 32260 SH SHARED 04 31550 710 D INTERNATIONAL BUSINESS MACHS COM 45920010 17252 209203 SH SHARED 06 209203 D INTERNATIONAL BUSINESS MACHS COM 45920010 376405 4564153 SH SHARED 10 2775786 1167080 621287 D INTERNATIONAL BUSINESS MACHS COM 45920010 338 4100 SH SHR/OTHR 10 4100 D INTERNATIONAL BUSINESS MACHS COM 45920010 3187 38652 SH SHARED 14 38652 D INTERNATIONAL BUSINESS MACHS COM 45920010 9731 118000 SH SHARED 15 118000 D INTERNATIONAL BUSINESS MACHS COM 45920010 54486 660685 SH SHARED 17 640860 19825 D INTERNATIONAL BUSINESS MACHS COM 45920010 9940 120536 SH SHARED 18 120536 D INTERNATIONAL BUSINESS MACHS COM 45920010 280 3400 SH SHARED 19 3400 D INTERNATIONAL COAL GRP INC N COM 45928H10 3334 342400 SH SHARED 342400 D INTERNATIONAL DISPLAYWORKS I COM 45941210 19 2900 SH SHARED 2900 D INTERNATIONAL DISPLAYWORKS I COM 45941210 26 4100 SH SHARED 01 4100 D INTERNATIONAL DISPLAYWORKS I COM 45941210 0 76 SH SHARED 02 76 D INTERNATIONAL DISPLAYWORKS I COM 45941210 153 23500 SH SHARED 17 23500 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 5367 156400 SH SHARED 129400 27000 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 295 8612 SH SHR/OTHR 8612 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 2916 84994 SH SHARED 01 84994 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 465 13559 SH SHR/OTHR 01 13559 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1109 32315 SH SHARED 02 32315 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 149 4350 SH SHARED 06 4350 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 12 354 SH SHARED 10 354 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 18 533 SH SHARED 14 533 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1113 32459 SH SHARED 17 32159 300 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 279 8153 SH SHARED 18 8153 D INTERNATIONAL GAME TECHNOLOG COM 45990210 20944 594664 SH SHARED 590664 4000 D INTERNATIONAL GAME TECHNOLOG COM 45990210 201 5725 SH SHR/OTHR 5725 D INTERNATIONAL GAME TECHNOLOG COM 45990210 4052 115072 SH SHARED 01 8345 106727 D INTERNATIONAL GAME TECHNOLOG COM 45990210 140 4003 SH SHR/OTHR 01 4003 D INTERNATIONAL GAME TECHNOLOG COM 45990210 6670 189400 SH SHARED 02 189400 D INTERNATIONAL GAME TECHNOLOG COM 45990210 769 21860 SH SHARED 06 21860 D INTERNATIONAL GAME TECHNOLOG COM 45990210 1350 38346 SH SHARED 10 35380 2966 D INTERNATIONAL GAME TECHNOLOG COM 45990210 7957 225950 SH SHARED 17 219750 6200 D INTL PAPER CO DBCV 6/2 460146BM 63413112237000 PRN SHARED 112237000 D INTL PAPER CO COM 46014610 55863 1615965 SH SHARED 1585765 30200 D INTL PAPER CO COM 46014610 918 26560 SH SHR/OTHR 26560 D INTL PAPER CO COM 46014610 3846 111266 SH SHARED 01 14140 97126 D INTL PAPER CO COM 46014610 809 23429 SH SHR/OTHR 01 23429 D INTL PAPER CO COM 46014610 6064 175413 SH SHARED 02 172413 3000 D INTL PAPER CO COM 46014610 7168 207370 SH SHARED 06 207370 D INTL PAPER CO COM 46014610 5451 157708 SH SHARED 10 152940 4768 D INTL PAPER CO COM 46014610 8178 236580 SH SHARED 17 227780 8800 D INTERNATIONAL PWR PLC SPONSORED ADR 46018M10 2955 60000 SH SHARED 60000 D INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE 9127 9381000 PRN SHARED 9381000 D INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE 3893 4002000 PRN SHARED 02 4002000 D INTERNATIONAL RECTIFIER CORP COM 46025410 3024 73000 SH SHARED 73000 D INTERNATIONAL RECTIFIER CORP COM 46025410 1600 38625 SH SHARED 01 125 38500 D INTERNATIONAL RECTIFIER CORP COM 46025410 1309 31600 SH SHARED 02 31600 D INTERNATIONAL RECTIFIER CORP COM 46025410 1864 45000 SH SHARED 04 45000 D INTERNATIONAL RECTIFIER CORP COM 46025410 58 1400 SH SHARED 17 1100 300 D INTERNATIONAL SECS EXCH INC CL A 46031W20 33 800 SH SHARED 800 D INTERNATIONAL SECS EXCH INC CL A 46031W20 624 15000 SH SHARED 04 15000 D INTERNATIONAL SECS EXCH INC CL A 46031W20 162 3900 SH SHARED 17 3900 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 468 9201 SH SHARED 9201 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 692 13600 SH SHARED 01 13600 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 799 15700 SH SHARED 02 15700 D INTERNET CAP GROUP INC COM NEW 46059C20 24 2600 SH SHARED 2600 D INTERNET CAP GROUP INC COM NEW 46059C20 2 250 SH SHARED 02 250 D INTERNET CAP GROUP INC COM NEW 46059C20 189 20100 SH SHARED 17 20100 D INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T10 3713 388416 SH SHARED 388416 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 1454 25000 SH SHARED 25000 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 401 6900 SH SHARED 19 6900 D INTERNET SEC SYS INC COM 46060X10 131 5500 SH SHR/OTHR 5500 D INTERNET SEC SYS INC COM 46060X10 2980 124309 SH SHARED 124309 D INTERNET SEC SYS INC COM 46060X10 74 3100 SH SHARED 01 3100 D INTERNET SEC SYS INC COM 46060X10 67 2800 SH SHARED 02 2800 D INTERNET SEC SYS INC COM 46060X10 2232 93100 SH SHARED 10 93100 D INTERNET SEC SYS INC COM 46060X10 1297 54100 SH SHARED 17 15200 38900 D INTERPOOL INC COM 46062R10 12 600 SH SHARED 600 D INTERPOOL INC COM 46062R10 30 1500 SH SHARED 01 1500 D INTERPOOL INC COM 46062R10 0 8 SH SHARED 02 8 D INTERPOOL INC COM 46062R10 26 1311 SH SHARED 17 1311 D INTERSIL CORP CL A 46069S10 5540 191574 SH SHARED 191574 D INTERSIL CORP CL A 46069S10 2009 69500 SH SHARED 01 69500 D INTERSIL CORP CL A 46069S10 6084 210400 SH SHARED 02 208600 1800 D INTERSIL CORP CL A 46069S10 18077 625100 SH SHARED 10 625100 D INTERSIL CORP CL A 46069S10 95 3295 SH SHARED 17 2095 1200 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 41964 40545000 PRN SHARED 40545000 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 201 195000 PRN SHARED 02 195000 D INTERPUBLIC GROUP COS INC COM 46069010 15538 1625361 SH SHARED 1625361 D INTERPUBLIC GROUP COS INC COM 46069010 543 56807 SH SHARED 01 56807 D INTERPUBLIC GROUP COS INC COM 46069010 9 1000 SH SHR/OTHR 01 1000 D INTERPUBLIC GROUP COS INC COM 46069010 3444 360286 SH SHARED 02 360286 D INTERPUBLIC GROUP COS INC COM 46069010 385 40360 SH SHARED 06 40360 D INTERPUBLIC GROUP COS INC COM 46069010 31 3334 SH SHARED 10 3334 D INTERPUBLIC GROUP COS INC COM 46069010 1642 171792 SH SHARED 17 168792 3000 D INTERPUBLIC GROUP COS INC PFD CONV SER A 46069030 40270 1097300 SH SHARED 1097300 D INTERPUBLIC GROUP COS INC PFD CONV SER A 46069030 692 18877 SH SHARED 02 18877 D INTERSTATE HOTELS & RESRTS I COM 46088S10 5 966 SH SHARED 966 D INTERSTATE HOTELS & RESRTS I COM 46088S10 0 15 SH SHR/OTHR 15 D INTRAWEST CORPORATION COM NEW 46091520 294 8600 SH SHARED 8600 D INTRAWEST CORPORATION COM NEW 46091520 3338 97637 SH SHARED 02 97637 D INTEROIL CORP COM 46095110 569 43348 SH SHARED 43348 D INTEROIL CORP COM 46095110 15 1150 SH SHARED 01 1150 D INTERSECTIONS INC COM 46098130 507 44900 SH SHARED 44900 D INTERWOVEN INC COM NEW 46114T50 1443 160588 SH SHARED 160588 D INTERWOVEN INC COM NEW 46114T50 174 19450 SH SHARED 17 19450 D INTERVIDEO INC COM 46114Y10 7 700 SH SHARED 700 D INTERVIDEO INC COM 46114Y10 58 5400 SH SHARED 17 5400 D INTERVOICE INC NEW COM 46114210 22 2604 SH SHARED 2604 D INTERVOICE INC NEW COM 46114210 0 100 SH SHARED 01 100 D INTERVOICE INC NEW COM 46114210 167 19500 SH SHARED 17 19500 D INTEVAC INC COM 46114810 37 1300 SH SHARED 1300 D INTEVAC INC COM 46114810 287 10000 SH SHARED 17 10000 D INTRALASE CORP COM 46116910 23 1000 SH SHARED 1000 D INTRALASE CORP COM 46116910 2259 97400 SH SHARED 10 97400 D INTRALASE CORP COM 46116910 176 7600 SH SHARED 17 7600 D INTRADO INC COM 46117A10 2498 96185 SH SHARED 96185 D INTRADO INC COM 46117A10 220 8500 SH SHARED 17 8500 D INTROGEN THERAPEUTICS INC COM 46119F10 8 1600 SH SHARED 1600 D INTUITIVE SURGICAL INC COM NEW 46120E60 12836 108783 SH SHARED 108783 D INTUITIVE SURGICAL INC COM NEW 46120E60 1628 13800 SH SHARED 01 13800 D INTUITIVE SURGICAL INC COM NEW 46120E60 1451 12300 SH SHARED 02 12300 D INTUITIVE SURGICAL INC COM NEW 46120E60 8998 76255 SH SHARED 17 72555 3700 D INTUIT COM 46120210 41092 772556 SH SHARED 772556 D INTUIT COM 46120210 2013 37850 SH SHARED 01 37850 D INTUIT COM 46120210 4439 83460 SH SHARED 02 83460 D INTUIT COM 46120210 624 11743 SH SHARED 06 11743 D INTUIT COM 46120210 3263 61361 SH SHARED 10 59300 2061 D INTUIT COM 46120210 278 5229 SH SHARED 14 5229 D INTUIT COM 46120210 4292 80703 SH SHARED 17 79503 1200 D INVACARE CORP COM 46120310 62 2000 SH SHARED 2000 D INVACARE CORP COM 46120310 59 1900 SH SHARED 01 1900 D INVACARE CORP COM 46120310 93 3000 SH SHARED 02 3000 D INVACARE CORP COM 46120310 4817 155100 SH SHARED 10 153500 1600 D INVACARE CORP COM 46120310 683 22000 SH SHARED 17 19600 2400 D INVERNESS MED INNOVATIONS IN COM 46126P10 34 1200 SH SHARED 1200 D INVERNESS MED INNOVATIONS IN COM 46126P10 186 6500 SH SHARED 17 6500 D INVESTMENT GRADE MUN INCOME COM 46136810 17 1337 SH SHARED 1337 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 2953 59300 SH SHARED 59300 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 9 200 SH SHARED 01 200 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 1195 24000 SH SHARED 10 24000 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 969 19477 SH SHARED 17 19477 D INVESTOOLS INC COM 46145P10 1096 133746 SH SHARED 01 133746 D INVESTORS BANCORP INC COM 46146P10 47 3400 SH SHARED 3400 D INVESTORS BANCORP INC COM 46146P10 291 20900 SH SHARED 17 20900 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 27 2900 SH SHARED 2900 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 133 14000 SH SHARED 17 14000 D INVITROGEN CORP NOTE 2.250%12/1 46185RAD 8906 9172000 PRN SHARED 9172000 D INVITROGEN CORP NOTE 2.250%12/1 46185RAD 6353 6543000 PRN SHARED 02 6543000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 1654 1467000 PRN SHARED 1467000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 20639 18297000 PRN SHARED 02 18297000 D INVITROGEN CORP NOTE 1.500% 2/1 46185RAH 3120 3587000 PRN SHARED 02 3587000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ 54510 48325000 PRN SHARED 48325000 D INVITROGEN CORP NOTE 1.500% 2/1 46185RAK 7511 8634000 PRN SHARED 02 8634000 D INVITROGEN CORP COM 46185R10 1136 16200 SH SHARED 16200 D INVITROGEN CORP COM 46185R10 5578 79540 SH SHARED 79540 D INVITROGEN CORP COM 46185R10 1563 22300 SH SHARED 01 22300 D INVITROGEN CORP COM 46185R10 23 340 SH SHR/OTHR 01 340 D INVITROGEN CORP COM 46185R10 1783 25425 SH SHARED 02 25425 D INVITROGEN CORP COM 46185R10 11431 163000 SH SHARED 04 163000 D INVITROGEN CORP COM 46185R10 128 1839 SH SHARED 06 1839 D INVITROGEN CORP COM 46185R10 11334 161623 SH SHARED 10 161110 513 D INVITROGEN CORP COM 46185R10 54 781 SH SHARED 14 781 D INVITROGEN CORP COM 46185R10 21605 308079 SH SHARED 17 307679 400 D INVESTORS FINL SERVICES CORP COM 46191510 688 14700 SH SHARED 14700 D INVESTORS FINL SERVICES CORP COM 46191510 1326 28300 SH SHARED 01 28300 D INVESTORS FINL SERVICES CORP COM 46191510 1373 29300 SH SHARED 02 29300 D INVESTORS FINL SERVICES CORP COM 46191510 84 1800 SH SHARED 06 1800 D INVESTORS FINL SERVICES CORP COM 46191510 9 200 SH SHARED 10 200 D INVESTORS FINL SERVICES CORP COM 46191510 51 1100 SH SHARED 17 1100 D IOMEGA CORP COM NEW 46203030 101 31038 SH SHARED 31038 D IONATRON INC COM 46207010 27 2000 SH SHARED 2000 D IONATRON INC COM 46207010 115 8529 SH SHARED 17 8529 D IOWA TELECOMM SERVICES INC COM 46259420 4563 239156 SH SHARED 239156 D IOWA TELECOMM SERVICES INC COM 46259420 261 13700 SH SHARED 17 13700 D IPASS INC COM 46261V10 28 3500 SH SHARED 3500 D IPASS INC COM 46261V10 170 21300 SH SHARED 17 21300 D IPAYMENT INC COM 46262E10 3779 88201 SH SHARED 88201 D IPAYMENT INC COM 46262E10 17 400 SH SHR/OTHR 400 D IPAYMENT INC COM 46262E10 55 1300 SH SHARED 10 1300 D IPAYMENT INC COM 46262E10 317 7400 SH SHARED 17 5300 2100 D IPSCO INC COM 46262210 2701 25957 SH SHARED 25957 D IPSCO INC COM 46262210 950 9130 SH SHARED 01 8530 600 D IPSCO INC COM 46262210 1051 10100 SH SHARED 02 10100 D IPSCO INC COM 46262210 333 3200 SH SHARED 06 3200 D IPSCO INC COM 46262210 7677 73760 SH SHARED 10 73560 200 D IPSCO INC COM 46262210 283 2725 SH SHARED 14 2725 D IPSCO INC COM 46262210 1457 14000 SH SHARED 17 13800 200 D IRELAND BK SPONSORED ADR 46267Q10 1020 13700 SH SHARED 13700 D IRIS INTL INC COM 46270W10 17 1100 SH SHARED 1100 D IRIS INTL INC COM 46270W10 120 7700 SH SHARED 17 7700 D IROBOT CORP COM 46272610 11 400 SH SHARED 400 D IROBOT CORP COM 46272610 94 3400 SH SHARED 17 3400 D IRON MTN INC COM 46284610 449 11040 SH SHARED 11040 D IRON MTN INC COM 46284610 55 1350 SH SHARED 01 1350 D IRON MTN INC COM 46284610 448 11000 SH SHARED 02 11000 D IRON MTN INC COM 46284610 7450 182872 SH SHARED 17 182872 D IRWIN FINL CORP COM 46411910 21 1100 SH SHARED 1100 D IRWIN FINL CORP COM 46411910 57 3000 SH SHARED 10 3000 D IRWIN FINL CORP COM 46411910 280 14500 SH SHARED 17 9500 5000 D ISCO INTL INC COM 46426P10 0 100 SH SHARED 01 100 D ISHARES COMEX GOLD TR ISHARES 46428510 58 1000 SH SHR/OTHR 01 1000 D ISHARES INC MSCI BRAZIL 46428640 3937 98552 SH SHARED 98552 D ISHARES INC MSCI BRAZIL 46428640 19 500 SH SHARED 01 500 D ISHARES INC MSCI BRAZIL 46428640 55 1400 SH SHARED 02 1400 D ISHARES INC MSCI BRAZIL 46428640 15827 396194 SH SHARED 19 396194 D ISHARES INC MSCI CDA INDEX 46428650 61 2600 SH SHARED 2600 D ISHARES INC MSCI CDA INDEX 46428650 16541 700000 SH SHARED 02 700000 D ISHARES INC MSCI PAC J IDX 46428666 3305 31500 SH SHARED 31500 D ISHARES INC MSCI PAC J IDX 46428666 461 4400 SH SHARED 01 4400 D ISHARES INC MSCI PAC J IDX 46428666 153 1465 SH SHR/OTHR 01 1465 D ISHARES INC MSCI PAC J IDX 46428666 314 3000 SH SHARED 19 3000 D ISHARES INC MSCI SINGAPORE 46428667 1353 154100 SH SHARED 154100 D ISHARES INC MSCI SINGAPORE 46428667 46 5350 SH SHR/OTHR 01 5350 D ISHARES INC MSCI FRANCE 46428670 368 12600 SH SHARED 12600 D ISHARES INC MSCI TAIWAN 46428673 2773 217851 SH SHARED 217851 D ISHARES INC MSCI TAIWAN 46428673 4531 356000 SH SHARED 01 356000 D ISHARES INC MSCI TAIWAN 46428673 7311 574354 SH SHARED 19 574354 D ISHARES INC MSCI SPAIN 46428676 16 400 SH SHARED 400 D ISHARES INC MSCI S KOREA 46428677 6743 144560 SH SHARED 144560 D ISHARES INC MSCI S KOREA 46428677 279 6000 SH SHARED 19 6000 D ISHARES INC MSCI GERMAN 46428680 124 5400 SH SHARED 5400 D ISHARES INC MSCI MALAYSIA 46428683 900 120500 SH SHARED 120500 D ISHARES INC MSCI MALAYSIA 46428683 18268 2445550 SH SHARED 10 2445550 D ISHARES INC MSCI MALAYSIA 46428683 1251 167550 SH SHARED 17 167550 D ISHARES INC MSCI JAPAN 46428684 4887 339439 SH SHARED 313789 25650 D ISHARES INC MSCI JAPAN 46428684 235 16340 SH SHR/OTHR 16340 D ISHARES INC MSCI JAPAN 46428684 5785 401780 SH SHARED 01 358545 43235 D ISHARES INC MSCI JAPAN 46428684 217 15100 SH SHR/OTHR 01 15100 D ISHARES INC MSCI JAPAN 46428684 2 200 SH SHARED 02 200 D ISHARES INC MSCI JAPAN 46428684 1869 129800 SH SHARED 19 129800 D ISHARES INC MSCI ITALY 46428685 22 800 SH SHARED 800 D ISHARES INC MSCI HONG KONG 46428687 210 15600 SH SHARED 15600 D ISHARES INC MSCI HONG KONG 46428687 30352 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 261 4165 SH SHR/OTHR 4165 D ISHARES TR DJ SEL DIV INX 46428716 131 2090 SH SHARED 01 90 2000 D ISHARES TR US TIPS BD FD 46428717 4225 41981 SH SHARED 38361 3620 D ISHARES TR US TIPS BD FD 46428717 439 4365 SH SHR/OTHR 4365 D ISHARES TR US TIPS BD FD 46428717 7988 79365 SH SHARED 01 62250 17115 D ISHARES TR US TIPS BD FD 46428717 127 1265 SH SHR/OTHR 01 1265 D ISHARES TR FTSE XNHUA IDX 46428718 33 450 SH SHR/OTHR 01 450 D ISHARES TR MSCI EMERG MKT 46428723 14028 141701 SH SHARED 132091 9610 D ISHARES TR MSCI EMERG MKT 46428723 8204 82870 SH SHR/OTHR 82870 D ISHARES TR MSCI EMERG MKT 46428723 9159 92520 SH SHARED 01 57275 35245 D ISHARES TR MSCI EMERG MKT 46428723 1859 18778 SH SHR/OTHR 01 18778 D ISHARES TR MSCI EMERG MKT 46428723 14968 151200 SH SHARED 19 151200 D ISHARES TR GS CORP BD FD 46428724 10 100 SH SHARED 100 D ISHARES TR S&P500 GRW 46428730 68 1120 SH SHARED 01 1120 D ISHARES TR S&P GBL ENER 46428734 2238 22000 SH SHARED 22000 D ISHARES TR S&P GBL ENER 46428734 50 500 SH SHR/OTHR 500 D ISHARES TR S&P GBL ENER 46428734 610 6000 SH SHARED 19 6000 D ISHARES TR GS NAT RES IDX 46428737 14726 153448 SH SHARED 115955 37493 D ISHARES TR GS NAT RES IDX 46428737 5261 54823 SH SHR/OTHR 54823 D ISHARES TR GS NAT RES IDX 46428737 10896 113540 SH SHARED 01 36329 77211 D ISHARES TR GS NAT RES IDX 46428737 1786 18612 SH SHR/OTHR 01 18612 D ISHARES TR S&P LTN AM 40 46428739 56 400 SH SHARED 400 D ISHARES TR S&P LTN AM 40 46428739 49 350 SH SHR/OTHR 01 350 D ISHARES TR S&P 500 VALUE 46428740 2729 39700 SH SHARED 39700 D ISHARES TR S&P 500 VALUE 46428740 380 5539 SH SHR/OTHR 5539 D ISHARES TR S&P 500 VALUE 46428740 62 915 SH SHARED 01 915 D ISHARES TR 20+ YR TRS BD 46428743 5767 66394 SH SHARED 66394 D ISHARES TR 20+ YR TRS BD 46428743 290 3340 SH SHARED 01 3340 D ISHARES TR 1-3 YR TRS BD 46428745 2688 33606 SH SHARED 31106 2500 D ISHARES TR MSCI EAFE IDX 46428746 6200 95515 SH SHARED 46100 49415 D ISHARES TR MSCI EAFE IDX 46428746 7869 121213 SH SHR/OTHR 121213 D ISHARES TR MSCI EAFE IDX 46428746 3230 49761 SH SHARED 01 13468 36293 D ISHARES TR MSCI EAFE IDX 46428746 318 4910 SH SHR/OTHR 01 4910 D ISHARES TR RUSSELL MIDCAP 46428749 69 735 SH SHARED 01 735 D ISHARES TR NASDQ BIO INDX 46428755 61 750 SH SHARED 750 D ISHARES TR NASDQ BIO INDX 46428755 5761 69932 SH SHARED 69432 500 D ISHARES TR NASDQ BIO INDX 46428755 30 375 SH SHR/OTHR 375 D ISHARES TR NASDQ BIO INDX 46428755 4934 59900 SH SHARED 01 59900 D ISHARES TR NASDQ BIO INDX 46428755 41 500 SH SHR/OTHR 01 500 D ISHARES TR NASDQ BIO INDX 46428755 252 3068 SH SHARED 05 3068 D ISHARES TR NASDQ BIO INDX 46428755 32424 393600 SH SHARED 10 393600 D ISHARES TR NASDQ BIO INDX 46428755 1779 21600 SH SHARED 17 21600 D ISHARES TR NASDQ BIO INDX 46428755 7361 89358 SH SHARED 19 89358 D ISHARES TR COHEN&ST RLTY 46428756 6311 73480 SH SHARED 70600 2880 D ISHARES TR COHEN&ST RLTY 46428756 4236 49318 SH SHR/OTHR 49318 D ISHARES TR COHEN&ST RLTY 46428756 6428 74838 SH SHARED 01 56158 18680 D ISHARES TR COHEN&ST RLTY 46428756 752 8763 SH SHR/OTHR 01 8763 D ISHARES TR RUSSELL1000VAL 46428759 1 14 SH SHARED 02 14 D ISHARES TR RUSSELL1000GRW 46428761 854 16200 SH SHARED 16200 D ISHARES TR RUSSELL1000GRW 46428761 270 5125 SH SHR/OTHR 5125 D ISHARES TR RUSSELL1000GRW 46428761 5 113 SH SHARED 02 113 D ISHARES TR RUSSELL 1000 46428762 7 100 SH SHARED 02 100 D ISHARES TR RUSL 2000 VALU 46428763 282 3781 SH SHARED 01 3781 D ISHARES TR RUSSELL 2000 46428765 16516 217403 SH SHARED 205453 11950 D ISHARES TR RUSSELL 2000 46428765 3159 41585 SH SHR/OTHR 41585 D ISHARES TR RUSSELL 2000 46428765 11656 153442 SH SHARED 01 3229 150213 D ISHARES TR RUSSELL 2000 46428765 793 10450 SH SHR/OTHR 01 10450 D ISHARES TR RUSSELL 2000 46428765 73040 961438 SH SHARED 02 961438 D ISHARES TR RUSL 3000 GROW 46428767 408 9470 SH SHARED 9470 D ISHARES TR DJ US UTILS 46428769 22689 300000 SH SHARED 300000 D ISHARES TR DJ US TELECOMM 46428771 1 50 SH SHARED 02 50 D ISHARES TR DJ US TECH SEC 46428772 389 7450 SH SHARED 7450 D ISHARES TR DJ US TECH SEC 46428772 6 120 SH SHARED 19 120 D ISHARES TR DJ US REAL EST 46428773 176 2400 SH SHR/OTHR 2400 D ISHARES TR DJ US REAL EST 46428773 3810 51850 SH SHARED 02 51850 D ISHARES TR DJ US REAL EST 46428773 7710 104900 SH SHARED 06 104900 D ISHARES TR DJ US REAL EST 46428773 4792 65200 SH SHARED 17 65200 D ISHARES TR DJ US HEALTHCR 46428776 204 3215 SH SHARED 3215 D ISHARES TR DJ US HEALTHCR 46428776 122 1925 SH SHR/OTHR 01 1925 D ISHARES TR DJ US FINL SEC 46428778 218 2080 SH SHARED 2080 D ISHARES TR S&P SMLCAP 600 46428780 21721 333000 SH SHARED 333000 D ISHARES TR DJ US BAS MATL 46428783 134 2400 SH SHR/OTHR 01 2400 D ISHARES TR S&P EURO PLUS 46428786 177 2000 SH SHARED 2000 D ISHARES TR S&P EURO PLUS 46428786 15 170 SH SHR/OTHR 170 D ISHARES TR S&P EURO PLUS 46428786 6 70 SH SHARED 02 70 D ISIS PHARMACEUTICALS INC COM 46433010 94 10539 SH SHARED 10539 D ISIS PHARMACEUTICALS INC COM 46433010 20 2300 SH SHR/OTHR 01 2300 D ISIS PHARMACEUTICALS INC COM 46433010 241 26768 SH SHARED 17 26768 D ISIS PHARMACEUTICALS INC DEL NOTE 5.500% 5/0 464337AC 9996 10500000 PRN SHARED 10500000 D ISLE OF CAPRI CASINOS INC COM 46459210 204 6157 SH SHARED 6157 D ISLE OF CAPRI CASINOS INC COM 46459210 69 2100 SH SHARED 01 2100 D ISLE OF CAPRI CASINOS INC COM 46459210 76 2300 SH SHARED 02 2300 D ISLE OF CAPRI CASINOS INC COM 46459210 406 12211 SH SHARED 17 12211 D ITC HLDGS CORP COM 46568510 23 900 SH SHARED 900 D ITC HLDGS CORP COM 46568510 65 2500 SH SHARED 17 2500 D ITRON INC COM 46574110 9192 153600 SH SHARED 153600 D ITRON INC COM 46574110 1716 28675 SH SHARED 01 24875 3800 D ITRON INC COM 46574110 71 1200 SH SHARED 02 1200 D ITRON INC COM 46574110 9221 154080 SH SHARED 10 115080 39000 D ITRON INC COM 46574110 12118 202480 SH SHARED 17 169680 32800 D I2 TECHNOLOGIES INC NOTE 5.250%12/1 465754AF 283 288000 PRN SHARED 288000 D I2 TECHNOLOGIES INC COM NEW 46575420 506 29451 SH SHARED 29451 D IVANHOE MINES LTD COM 46579N10 23156 2404569 SH SHARED 2393319 11250 D IVANHOE MINES LTD COM 46579N10 86 9000 SH SHARED 01 9000 D IVANHOE MINES LTD COM 46579N10 401 41700 SH SHARED 02 41700 D IVANHOE MINES LTD COM 46579N10 2407 250000 SH SHARED 04 250000 D IVILLAGE INC COM 46588H10 26 3200 SH SHARED 3200 D IVILLAGE INC COM 46588H10 246 29358 SH SHARED 02 29358 D IVILLAGE INC COM 46588H10 129 15400 SH SHARED 17 15400 D IXYS CORP COM 46600W10 14 1600 SH SHARED 1600 D IXYS CORP COM 46600W10 77 8400 SH SHARED 01 8400 D IXYS CORP COM 46600W10 1444 156700 SH SHARED 10 156700 D IXYS CORP COM 46600W10 951 103200 SH SHARED 17 11400 91800 D J & J SNACK FOODS CORP COM 46603210 30 900 SH SHARED 900 D J & J SNACK FOODS CORP COM 46603210 759 22600 SH SHARED 10 22600 D J & J SNACK FOODS CORP COM 46603210 419 12500 SH SHARED 17 4800 7700 D JDS UNIPHASE CORP NOTE 11/1 46612JAB 42228 40800000 PRN SHARED 40800000 D JDS UNIPHASE CORP NOTE 11/1 46612JAB 474 458000 PRN SHARED 02 458000 D JDS UNIPHASE CORP COM 46612J10 53032 12717521 SH SHARED 12612211 105310 D JDS UNIPHASE CORP COM 46612J10 789 189250 SH SHARED 01 189250 D JDS UNIPHASE CORP COM 46612J10 2 600 SH SHR/OTHR 01 600 D JDS UNIPHASE CORP COM 46612J10 2987 716357 SH SHARED 02 716357 D JDS UNIPHASE CORP COM 46612J10 12 3000 SH SHARED 04 3000 D JDS UNIPHASE CORP COM 46612J10 386 92710 SH SHARED 06 92710 D JDS UNIPHASE CORP COM 46612J10 59 14300 SH SHARED 10 14300 D JDS UNIPHASE CORP COM 46612J10 78 18770 SH SHARED 14 18770 D JDS UNIPHASE CORP COM 46612J10 4685 1123700 SH SHARED 17 1123700 D JDA SOFTWARE GROUP INC COM 46612K10 1006 69704 SH SHARED 69704 D JDA SOFTWARE GROUP INC COM 46612K10 181 12582 SH SHARED 17 12582 D JER INVT TR INC COM 46614H30 156 9398 SH SHARED 9398 D JER INVT TR INC COM 46614H30 10068 605800 SH SHARED 17 605800 D J JILL GROUP INC COM 46618910 4859 203227 SH SHARED 203227 D J JILL GROUP INC COM 46618910 323 13550 SH SHARED 17 9550 4000 D JLG INDS INC COM 46621010 206 6700 SH SHARED 6700 D JLG INDS INC COM 46621010 166 5400 SH SHARED 01 5400 D JLG INDS INC COM 46621010 132 4300 SH SHARED 02 4300 D JLG INDS INC COM 46621010 3029 98400 SH SHARED 10 98400 D JLG INDS INC COM 46621010 4015 130400 SH SHARED 17 48400 82000 D JP MORGAN CHASE & CO COM 46625H10 229 5500 SH SHARED 5500 D JP MORGAN CHASE & CO COM 46625H10 450434 10817352 SH SHARED 10636088 181264 D JP MORGAN CHASE & CO COM 46625H10 34633 831730 SH SHR/OTHR 831730 D JP MORGAN CHASE & CO COM 46625H10 68344 1641315 SH SHARED 01 470820 1170495 D JP MORGAN CHASE & CO COM 46625H10 9371 225054 SH SHR/OTHR 01 225054 D JP MORGAN CHASE & CO COM 46625H10 70610 1695734 SH SHARED 02 1686044 9690 D JP MORGAN CHASE & CO COM 46625H10 15 381 SH SHARED 04 381 D JP MORGAN CHASE & CO COM 46625H10 12373 297165 SH SHARED 06 297165 D JP MORGAN CHASE & CO COM 46625H10 265771 6382589 SH SHARED 10 4154315 1206930 1021344 D JP MORGAN CHASE & CO COM 46625H10 366 8800 SH SHR/OTHR 10 8800 D JP MORGAN CHASE & CO COM 46625H10 7597 182466 SH SHARED 14 182466 D JP MORGAN CHASE & CO COM 46625H10 8983 215750 SH SHARED 15 215750 D JP MORGAN CHASE & CO COM 46625H10 1957 47000 SH SHARED 16 47000 D JP MORGAN CHASE & CO COM 46625H10 146019 3506710 SH SHARED 17 3328224 178486 D JP MORGAN CHASE & CO COM 46625H10 378 9100 SH SHARED 19 9100 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1659 35300 SH SHARED 35300 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 2162 46000 SH SHARED 01 43400 2600 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 37 800 SH SHR/OTHR 01 800 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 61 1300 SH SHARED 02 1300 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 9783 208160 SH SHARED 10 188260 19900 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 12826 272900 SH SHARED 17 251000 21900 D JABIL CIRCUIT INC COM 46631310 18793 438475 SH SHARED 426775 11700 D JABIL CIRCUIT INC COM 46631310 13 325 SH SHR/OTHR 325 D JABIL CIRCUIT INC COM 46631310 2230 52050 SH SHARED 01 52050 D JABIL CIRCUIT INC COM 46631310 41 978 SH SHR/OTHR 01 978 D JABIL CIRCUIT INC COM 46631310 10031 234052 SH SHARED 02 234052 D JABIL CIRCUIT INC COM 46631310 452 10565 SH SHARED 06 10565 D JABIL CIRCUIT INC COM 46631310 9224 215213 SH SHARED 10 73500 141713 D JABIL CIRCUIT INC COM 46631310 365 8522 SH SHARED 14 8522 D JABIL CIRCUIT INC COM 46631310 3227 75312 SH SHARED 17 74912 400 D JACK IN THE BOX INC COM 46636710 7147 164300 SH SHARED 164300 D JACK IN THE BOX INC COM 46636710 3301 75900 SH SHARED 10 75900 D JACK IN THE BOX INC COM 46636710 1278 29398 SH SHARED 17 26798 2600 D JACKSON HEWITT TAX SVCS INC COM 46820210 2058 65181 SH SHARED 65181 D JACKSON HEWITT TAX SVCS INC COM 46820210 960 30400 SH SHARED 17 27600 2800 D JACOBS ENGR GROUP INC DEL COM 46981410 1136 13100 SH SHARED 13100 D JACOBS ENGR GROUP INC DEL COM 46981410 1838 21200 SH SHARED 01 21200 D JACOBS ENGR GROUP INC DEL COM 46981410 2333 26900 SH SHARED 02 26900 D JACOBS ENGR GROUP INC DEL COM 46981410 78 900 SH SHARED 17 900 D JACUZZI BRANDS INC COM 46986510 50 5100 SH SHARED 5100 D JACUZZI BRANDS INC COM 46986510 99 10100 SH SHARED 01 10100 D JACUZZI BRANDS INC COM 46986510 285 29014 SH SHARED 17 29014 D JAKKS PAC INC COM 47012E10 158 5923 SH SHARED 5923 D JAKKS PAC INC COM 47012E10 29 1100 SH SHARED 02 1100 D JAKKS PAC INC COM 47012E10 3470 129800 SH SHARED 10 129800 D JAKKS PAC INC COM 47012E10 1018 38100 SH SHARED 17 11600 26500 D JAMES RIVER COAL CO COM NEW 47035520 2941 86582 SH SHARED 86582 D JAMES RIVER COAL CO COM NEW 47035520 1953 57500 SH SHARED 10 57500 D JAMES RIVER COAL CO COM NEW 47035520 1253 36900 SH SHARED 17 6700 30200 D JAMES RIV GROUP INC COM 47035910 10 400 SH SHARED 400 D JAMES RIV GROUP INC COM 47035910 11 420 SH SHARED 17 420 D JAMESON INNS INC COM 47045710 34 13927 SH SHARED 13927 D JAMESON INNS INC COM 47045710 2414 985500 SH SHARED 17 985500 D JANUS CAP GROUP INC COM 47102X10 18435 795667 SH SHARED 795667 D JANUS CAP GROUP INC COM 47102X10 762 32900 SH SHARED 01 32900 D JANUS CAP GROUP INC COM 47102X10 2057 88809 SH SHARED 02 88809 D JANUS CAP GROUP INC COM 47102X10 319 13770 SH SHARED 06 13770 D JANUS CAP GROUP INC COM 47102X10 11 500 SH SHARED 10 500 D JANUS CAP GROUP INC COM 47102X10 2353 101590 SH SHARED 17 101190 400 D JAPAN EQUITY FD INC COM 47105710 28 3139 SH SHARED 3139 D JARDEN CORP COM 47110910 157 4800 SH SHARED 4800 D JARDEN CORP COM 47110910 2507 76334 SH SHARED 01 73035 3299 D JARDEN CORP COM 47110910 61 1882 SH SHR/OTHR 01 1882 D JARDEN CORP COM 47110910 11476 349360 SH SHARED 10 347560 1800 D JARDEN CORP COM 47110910 49252 1499325 SH SHARED 17 1343275 156050 D JEFFERIES GROUP INC NEW COM 47231910 1649 28200 SH SHARED 28200 D JEFFERIES GROUP INC NEW COM 47231910 1158 19800 SH SHARED 01 19800 D JEFFERIES GROUP INC NEW COM 47231910 1345 23000 SH SHARED 02 23000 D JEFFERIES GROUP INC NEW COM 47231910 11 200 SH SHARED 17 200 D JEFFERSON PILOT CORP COM 47507010 6576 117564 SH SHARED 17520 100044 D JEFFERSON PILOT CORP COM 47507010 1974 35300 SH SHR/OTHR 35300 D JEFFERSON PILOT CORP COM 47507010 2440 43633 SH SHARED 01 43633 D JEFFERSON PILOT CORP COM 47507010 79 1420 SH SHR/OTHR 01 1420 D JEFFERSON PILOT CORP COM 47507010 42 759 SH SHARED 02 759 D JEFFERSON PILOT CORP COM 47507010 471 8420 SH SHARED 06 8420 D JEFFERSON PILOT CORP COM 47507010 1997 35704 SH SHARED 10 32550 3154 D JEFFERSON PILOT CORP COM 47507010 2964 52996 SH SHARED 17 52896 100 D JETBLUE AWYS CORP NOTE 3.500% 7/1 477143AB 6161 6947000 PRN SHARED 02 6947000 D JETBLUE AWYS CORP NOTE 3.500% 7/1 477143AB 232 262000 PRN SHARED 14 262000 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 4630 5000000 PRN SHARED 5000000 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 1225 1323000 PRN SHARED 02 1323000 D JETBLUE AWYS CORP COM 47714310 7157 667683 SH SHARED 667683 D JETBLUE AWYS CORP COM 47714310 18 1762 SH SHR/OTHR 1762 D JETBLUE AWYS CORP COM 47714310 26 2450 SH SHARED 01 2450 D JETBLUE AWYS CORP COM 47714310 878 81932 SH SHARED 02 81932 D JETBLUE AWYS CORP COM 47714310 804 75000 SH SHARED 15 75000 D JO-ANN STORES INC COM 47758P30 5861 435449 SH SHARED 435449 D JO-ANN STORES INC COM 47758P30 164 12202 SH SHARED 17 12202 D JOHNSON & JOHNSON COM 47816010 3209 54200 SH SHARED 54200 D JOHNSON & JOHNSON COM 47816010 907591 15325753 SH SHARED 14763469 562284 D JOHNSON & JOHNSON COM 47816010 58245 983549 SH SHR/OTHR 983549 D JOHNSON & JOHNSON COM 47816010 88130 1488188 SH SHARED 01 353241 1134947 D JOHNSON & JOHNSON COM 47816010 11038 186399 SH SHR/OTHR 01 186399 D JOHNSON & JOHNSON COM 47816010 72422 1222938 SH SHARED 02 1222938 D JOHNSON & JOHNSON COM 47816010 10991 185598 SH SHARED 04 185303 295 D JOHNSON & JOHNSON COM 47816010 14743 248968 SH SHARED 06 248968 D JOHNSON & JOHNSON COM 47816010 398457 6728434 SH SHARED 10 3172919 2623818 931697 D JOHNSON & JOHNSON COM 47816010 242 4100 SH SHR/OTHR 10 4100 D JOHNSON & JOHNSON COM 47816010 4826 81507 SH SHARED 14 81507 D JOHNSON & JOHNSON COM 47816010 8188 138280 SH SHARED 15 138280 D JOHNSON & JOHNSON COM 47816010 103540 1748397 SH SHARED 17 1703947 44450 D JOHNSON & JOHNSON COM 47816010 260 4400 SH SHARED 19 4400 D JOHNSON CTLS INC COM 47836610 70404 927229 SH SHARED 926089 1140 D JOHNSON CTLS INC COM 47836610 45 600 SH SHR/OTHR 600 D JOHNSON CTLS INC COM 47836610 3454 45500 SH SHARED 01 45500 D JOHNSON CTLS INC COM 47836610 5925 78036 SH SHARED 02 78036 D JOHNSON CTLS INC COM 47836610 759 10000 SH SHARED 04 10000 D JOHNSON CTLS INC COM 47836610 959 12636 SH SHARED 06 12636 D JOHNSON CTLS INC COM 47836610 9010 118669 SH SHARED 10 117956 713 D JOHNSON CTLS INC COM 47836610 645 8500 SH SHARED 15 8500 D JOHNSON CTLS INC COM 47836610 6166 81210 SH SHARED 17 80810 400 D JONES APPAREL GROUP INC COM 48007410 12925 365447 SH SHARED 365447 D JONES APPAREL GROUP INC COM 48007410 653 18470 SH SHARED 01 18470 D JONES APPAREL GROUP INC COM 48007410 1805 51039 SH SHARED 02 51039 D JONES APPAREL GROUP INC COM 48007410 254 7190 SH SHARED 06 7190 D JONES APPAREL GROUP INC COM 48007410 10 295 SH SHARED 10 295 D JONES APPAREL GROUP INC COM 48007410 2015 56976 SH SHARED 17 56676 300 D JONES LANG LASALLE INC COM 48020Q10 531 6949 SH SHARED 6949 D JONES LANG LASALLE INC COM 48020Q10 91 1200 SH SHARED 01 1200 D JONES LANG LASALLE INC COM 48020Q10 6345 82900 SH SHARED 10 82900 D JONES LANG LASALLE INC COM 48020Q10 2192 28642 SH SHARED 17 16642 12000 D JORGENSEN EARLE M CO COM 48082910 16 1100 SH SHARED 1100 D JORGENSEN EARLE M CO COM 48082910 1893 125000 SH SHARED 02 125000 D JORGENSEN EARLE M CO COM 48082910 101 6678 SH SHARED 17 6678 D JOS A BANK CLOTHIERS INC COM 48083810 57 1200 SH SHARED 1200 D JOS A BANK CLOTHIERS INC COM 48083810 119 2500 SH SHARED 01 2500 D JOS A BANK CLOTHIERS INC COM 48083810 359 7500 SH SHARED 02 7500 D JOS A BANK CLOTHIERS INC COM 48083810 307 6421 SH SHARED 17 6421 D JOURNAL COMMUNICATIONS INC CL A 48113010 23 1900 SH SHARED 1900 D JOURNAL COMMUNICATIONS INC CL A 48113010 491 39600 SH SHARED 17 39600 D JOURNAL REGISTER CO COM 48113810 873 71700 SH SHARED 71700 D JOURNAL REGISTER CO COM 48113810 15 1300 SH SHARED 01 1300 D JOURNAL REGISTER CO COM 48113810 185 15203 SH SHARED 17 15203 D JOY GLOBAL INC COM 48116510 21726 363494 SH SHARED 354719 8775 D JOY GLOBAL INC COM 48116510 4148 69416 SH SHARED 01 22042 47374 D JOY GLOBAL INC COM 48116510 3269 54700 SH SHARED 02 54700 D JOY GLOBAL INC COM 48116510 28848 482655 SH SHARED 10 481955 700 D JOY GLOBAL INC COM 48116510 36533 611242 SH SHARED 17 611242 D JUNIPER NETWORKS INC NOTE 6/1 48203RAC 13474 12534000 PRN SHARED 12534000 D JUNIPER NETWORKS INC NOTE 6/1 48203RAC 1900 1768000 PRN SHARED 02 1768000 D JUNIPER NETWORKS INC COM 48203R10 18428 963842 SH SHARED 959592 4250 D JUNIPER NETWORKS INC COM 48203R10 39 2075 SH SHR/OTHR 2075 D JUNIPER NETWORKS INC COM 48203R10 2778 145338 SH SHARED 01 82325 63013 D JUNIPER NETWORKS INC COM 48203R10 214 11224 SH SHR/OTHR 01 11224 D JUNIPER NETWORKS INC COM 48203R10 1080 56500 SH SHARED 02 54700 1800 D JUNIPER NETWORKS INC COM 48203R10 366 19170 SH SHARED 06 19170 D JUNIPER NETWORKS INC COM 48203R10 116 6079 SH SHARED 10 6079 D JUNIPER NETWORKS INC COM 48203R10 35 1846 SH SHARED 14 1846 D JUNIPER NETWORKS INC COM 48203R10 2684 140400 SH SHARED 17 134900 5500 D JUPITERMEDIA CORP COM 48207D10 23 1300 SH SHARED 1300 D JUPITERMEDIA CORP COM 48207D10 68 3800 SH SHARED 01 3800 D JUPITERMEDIA CORP COM 48207D10 24 1370 SH SHARED 02 1370 D JUPITERMEDIA CORP COM 48207D10 402 22400 SH SHARED 10 22400 D JUPITERMEDIA CORP COM 48207D10 924 51400 SH SHARED 17 14800 36600 D K & F INDS HLDGS INC COM 48224110 18 1100 SH SHARED 1100 D K & F INDS HLDGS INC COM 48224110 9797 590236 SH SHARED 17 590236 D KCS ENERGY INC COM 48243420 88 3400 SH SHARED 3400 D KCS ENERGY INC COM 48243420 390 15000 SH SHARED 01 15000 D KCS ENERGY INC COM 48243420 119 4600 SH SHARED 02 4600 D KCS ENERGY INC COM 48243420 2366 91000 SH SHARED 10 91000 D KCS ENERGY INC COM 48243420 2631 101200 SH SHARED 17 36200 65000 D KFX INC COM 48245L10 1960 107700 SH SHARED 4700 103000 D KFX INC COM 48245L10 52 2900 SH SHARED 10 2900 D KFX INC COM 48245L10 587 32300 SH SHARED 17 28900 3400 D KHD HUMBOLDT WEDAG INTL LTD COM 48246210 104 4197 SH SHARED 01 4197 D KKR FINL CORP COM 48247630 345 15392 SH SHARED 15392 D KKR FINL CORP COM 48247630 82 3700 SH SHARED 02 3700 D KKR FINL CORP COM 48247630 29523 1316250 SH SHARED 17 1316250 D KLA-TENCOR CORP COM 48248010 42997 889111 SH SHARED 876471 12640 D KLA-TENCOR CORP COM 48248010 154 3200 SH SHR/OTHR 3200 D KLA-TENCOR CORP COM 48248010 2382 49256 SH SHARED 01 49256 D KLA-TENCOR CORP COM 48248010 240 4976 SH SHR/OTHR 01 4976 D KLA-TENCOR CORP COM 48248010 3834 79295 SH SHARED 02 79295 D KLA-TENCOR CORP COM 48248010 1908 39470 SH SHARED 06 39470 D KLA-TENCOR CORP COM 48248010 3826 79121 SH SHARED 10 76250 2871 D KLA-TENCOR CORP COM 48248010 3114 64400 SH SHARED 14 64400 D KLA-TENCOR CORP COM 48248010 5904 122100 SH SHARED 17 119700 2400 D KMG AMER CORP COM 48256310 326 38100 SH SHARED 38100 D KMG AMER CORP COM 48256310 46 5440 SH SHARED 17 5440 D KT CORP SPONSORED ADR 48268K10 13947 654809 SH SHARED 654809 D KT CORP SPONSORED ADR 48268K10 932 43800 SH SHARED 14 43800 D K-SWISS INC CL A 48268610 625 20738 SH SHARED 20738 D K-SWISS INC CL A 48268610 702 23300 SH SHARED 10 23300 D K-SWISS INC CL A 48268610 1687 56000 SH SHARED 17 14500 41500 D K2 INC COM 48273210 217 17350 SH SHARED 17350 D K2 INC COM 48273210 120 9600 SH SHARED 01 9600 D K2 INC COM 48273210 210 16800 SH SHARED 17 16800 D K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC 17245 15865000 PRN SHARED 15865000 D K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC 3769 3468000 PRN SHARED 02 3468000 D K V PHARMACEUTICAL CO CL A 48274020 57 2400 SH SHARED 2400 D K V PHARMACEUTICAL CO CL A 48274020 110 4600 SH SHARED 01 4600 D K V PHARMACEUTICAL CO CL A 48274020 2112 87600 SH SHARED 10 87600 D K V PHARMACEUTICAL CO CL A 48274020 1819 75450 SH SHARED 17 14550 60900 D KADANT INC COM 48282T10 22 1000 SH SHARED 1000 D KADANT INC COM 48282T10 126 5580 SH SHARED 17 5580 D KNBT BANCORP INC COM 48292110 32 2000 SH SHARED 2000 D KNBT BANCORP INC COM 48292110 165 10100 SH SHARED 17 10100 D KAMAN CORP COM 48354810 35 1400 SH SHARED 1400 D KAMAN CORP COM 48354810 173 6900 SH SHARED 17 6900 D KANBAY INTL INC COM 48369P20 24 1600 SH SHARED 1600 D KANBAY INTL INC COM 48369P20 7 500 SH SHARED 01 500 D KANBAY INTL INC COM 48369P20 131 8600 SH SHARED 17 8600 D KANSAS CITY LIFE INS CO COM 48483610 15 300 SH SHARED 300 D KANSAS CITY LIFE INS CO COM 48483610 66 1300 SH SHARED 10 1300 D KANSAS CITY LIFE INS CO COM 48483610 133 2600 SH SHARED 17 1200 1400 D KANSAS CITY SOUTHERN COM NEW 48517030 1516 61400 SH SHARED 61400 D KANSAS CITY SOUTHERN COM NEW 48517030 76 3100 SH SHARED 10 3100 D KANSAS CITY SOUTHERN COM NEW 48517030 1808 73200 SH SHARED 17 34000 39200 D KAYDON CORP NOTE 4.000% 5/2 486587AB 6940 4860000 PRN SHARED 02 4860000 D KAYDON CORP COM 48658710 76 1900 SH SHARED 1900 D KAYDON CORP COM 48658710 29 725 SH SHR/OTHR 725 D KAYDON CORP COM 48658710 883 21890 SH SHARED 17 21890 D KB HOME COM 48666K10 14249 219292 SH SHARED 219292 D KB HOME COM 48666K10 1228 18901 SH SHARED 01 18901 D KB HOME COM 48666K10 4610 70952 SH SHARED 02 70952 D KB HOME COM 48666K10 386 5942 SH SHARED 06 5942 D KB HOME COM 48666K10 1975 30400 SH SHARED 10 29800 600 D KB HOME COM 48666K10 2408 37064 SH SHARED 17 36864 200 D KEANE INC SDCV 2.000% 6/1 486665AB 3998 4011000 PRN SHARED 02 4011000 D KEANE INC COM 48666510 166 10600 SH SHARED 10600 D KEANE INC COM 48666510 4 300 SH SHARED 01 300 D KEANE INC COM 48666510 14 900 SH SHARED 02 900 D KEANE INC COM 48666510 869 55200 SH SHARED 17 55200 D KEARNY FINL CORP COM 48716910 19 1400 SH SHARED 1400 D KEARNY FINL CORP COM 48716910 102 7497 SH SHARED 17 7497 D KEITHLEY INSTRS INC COM 48758410 13 900 SH SHARED 900 D KEITHLEY INSTRS INC COM 48758410 31 2050 SH SHR/OTHR 2050 D KEITHLEY INSTRS INC COM 48758410 81 5300 SH SHARED 17 5300 D KELLOGG CO COM 48783610 34182 776159 SH SHARED 766959 9200 D KELLOGG CO COM 48783610 1441 32721 SH SHR/OTHR 32721 D KELLOGG CO COM 48783610 5297 120280 SH SHARED 01 12530 107750 D KELLOGG CO COM 48783610 227 5173 SH SHR/OTHR 01 5173 D KELLOGG CO COM 48783610 3919 89000 SH SHARED 02 89000 D KELLOGG CO COM 48783610 809 18380 SH SHARED 06 18380 D KELLOGG CO COM 48783610 101752 2310455 SH SHARED 10 348557 1749340 212558 D KELLOGG CO COM 48783610 280 6358 SH SHARED 14 6358 D KELLOGG CO COM 48783610 4693 106566 SH SHARED 17 104966 1600 D KELLWOOD CO DBCV 3.500% 6/1 488044AF 11401 13000000 PRN SHARED 13000000 D KELLWOOD CO DBCV 3.500% 6/1 488044AF 3069 3500000 PRN SHARED 02 3500000 D KELLWOOD CO CB 48804410 0 1700 PRN SHARED 1700 D KELLWOOD CO CB 48804410 1 5365 PRN SHARED 01 5365 D KELLWOOD CO CB 48804410 0 2800 PRN SHARED 10 2800 D KELLWOOD CO CB 48804410 4 14382 PRN SHARED 17 10682 3700 D KELLY SVCS INC CL A 48815220 146 5400 SH SHARED 5400 D KELLY SVCS INC CL A 48815220 252 9300 SH SHARED 01 9300 D KELLY SVCS INC CL A 48815220 181 6700 SH SHARED 02 6700 D KELLY SVCS INC CL A 48815220 21 800 SH SHARED 10 800 D KELLY SVCS INC CL A 48815220 634 23400 SH SHARED 17 23400 D KEMET CORP COM 48836010 1294 136682 SH SHARED 136682 D KEMET CORP COM 48836010 293 31000 SH SHARED 01 31000 D KEMET CORP COM 48836010 284 30000 SH SHARED 02 30000 D KEMET CORP COM 48836010 314 33200 SH SHARED 17 33200 D KENEXA CORP COM 48887910 15 500 SH SHARED 500 D KENEXA CORP COM 48887910 11 358 SH SHARED 01 358 D KENEXA CORP COM 48887910 37 1233 SH SHARED 17 1233 D KENNAMETAL INC COM 48917010 1996 32658 SH SHARED 31900 758 D KENNAMETAL INC COM 48917010 941 15400 SH SHARED 01 15400 D KENNAMETAL INC COM 48917010 843 13800 SH SHARED 02 13800 D KENNAMETAL INC COM 48917010 12 200 SH SHARED 06 200 D KENNAMETAL INC COM 48917010 2763 45200 SH SHARED 10 45200 D KENNAMETAL INC COM 48917010 1461 23912 SH SHARED 17 21712 2200 D KENSEY NASH CORP COM 49005710 20 700 SH SHARED 700 D KENSEY NASH CORP COM 49005710 160 5600 SH SHARED 17 5600 D KERR MCGEE CORP COM 49238610 27800 291168 SH SHARED 291068 100 D KERR MCGEE CORP COM 49238610 57 600 SH SHR/OTHR 600 D KERR MCGEE CORP COM 49238610 2511 26303 SH SHARED 01 1465 24838 D KERR MCGEE CORP COM 49238610 236 2475 SH SHR/OTHR 01 2475 D KERR MCGEE CORP COM 49238610 10024 104993 SH SHARED 02 104993 D KERR MCGEE CORP COM 49238610 28644 300000 SH SHARED 04 300000 D KERR MCGEE CORP COM 49238610 729 7640 SH SHARED 06 7640 D KERR MCGEE CORP COM 49238610 579 6066 SH SHARED 10 5000 1066 D KERR MCGEE CORP COM 49238610 325 3412 SH SHARED 14 3412 D KERR MCGEE CORP COM 49238610 3819 40000 SH SHARED 16 40000 D KERR MCGEE CORP COM 49238610 7685 80489 SH SHARED 17 80089 400 D KERYX BIOPHARMACEUTICALS INC COM 49251510 1527 79950 SH SHARED 79950 D KERYX BIOPHARMACEUTICALS INC COM 49251510 483 25300 SH SHARED 25300 D KERYX BIOPHARMACEUTICALS INC COM 49251510 215 11300 SH SHARED 01 11300 D KERYX BIOPHARMACEUTICALS INC COM 49251510 11446 599000 SH SHARED 04 599000 D KERYX BIOPHARMACEUTICALS INC COM 49251510 2839 148600 SH SHARED 10 148600 D KERYX BIOPHARMACEUTICALS INC COM 49251510 1761 92200 SH SHARED 17 92200 D KERZNER INTL LTD NOTE 2.375% 4/1 492520AB 6508 4846000 PRN SHARED 4846000 D KERZNER INTL LTD NOTE 2.375% 4/1 492520AB 1551 1155000 PRN SHARED 02 1155000 D KEYCORP NEW COM 49326710 26277 714049 SH SHARED 675980 38069 D KEYCORP NEW COM 49326710 368 10000 SH SHR/OTHR 10000 D KEYCORP NEW COM 49326710 4566 124100 SH SHARED 01 124100 D KEYCORP NEW COM 49326710 231 6293 SH SHR/OTHR 01 6293 D KEYCORP NEW COM 49326710 5278 143441 SH SHARED 02 143441 D KEYCORP NEW COM 49326710 541 14706 SH SHARED 04 14706 D KEYCORP NEW COM 49326710 1028 27941 SH SHARED 06 27941 D KEYCORP NEW COM 49326710 10011 272061 SH SHARED 10 57200 214861 D KEYCORP NEW COM 49326710 128 3500 SH SHARED 14 3500 D KEYCORP NEW COM 49326710 108003 2934867 SH SHARED 17 2863367 71500 D KEYNOTE SYS INC COM 49330810 13 1200 SH SHARED 1200 D KEYNOTE SYS INC COM 49330810 5 500 SH SHARED 01 500 D KEYNOTE SYS INC COM 49330810 88 7700 SH SHARED 17 7700 D KEYSPAN CORP COM 49337W10 59836 1464066 SH SHARED 1464066 D KEYSPAN CORP COM 49337W10 1654 40480 SH SHARED 01 440 40040 D KEYSPAN CORP COM 49337W10 29 710 SH SHR/OTHR 01 710 D KEYSPAN CORP COM 49337W10 2498 61141 SH SHARED 02 61141 D KEYSPAN CORP COM 49337W10 473 11590 SH SHARED 06 11590 D KEYSPAN CORP COM 49337W10 245 6016 SH SHARED 10 6016 D KEYSPAN CORP COM 49337W10 23 569 SH SHARED 14 569 D KEYSPAN CORP COM 49337W10 2970 72689 SH SHARED 17 68689 4000 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 46 1100 SH SHARED 1100 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 316 7500 SH SHARED 17 7500 D KFORCE INC COM 49373210 164 12900 SH SHARED 12900 D KFORCE INC COM 49373210 198 15600 SH SHARED 17 15600 D KILROY RLTY CORP COM 49427F10 4102 53100 SH SHARED 53100 D KILROY RLTY CORP COM 49427F10 355 4600 SH SHARED 01 4600 D KILROY RLTY CORP COM 49427F10 83 1087 SH SHR/OTHR 01 1087 D KILROY RLTY CORP COM 49427F10 2843 36800 SH SHARED 10 36800 D KILROY RLTY CORP COM 49427F10 120950 1565500 SH SHARED 11 1565500 D KILROY RLTY CORP COM 49427F10 2147 27800 SH SHARED 17 13200 14600 D KIMBALL INTL INC CL B 49427410 21 1400 SH SHARED 1400 D KIMBALL INTL INC CL B 49427410 37 2500 SH SHARED 10 2500 D KIMBALL INTL INC CL B 49427410 121 8100 SH SHARED 17 8100 D KIMBERLY CLARK CORP COM 49436810 120719 2088572 SH SHARED 2044500 44072 D KIMBERLY CLARK CORP COM 49436810 2957 51172 SH SHR/OTHR 51172 D KIMBERLY CLARK CORP COM 49436810 15064 260636 SH SHARED 01 119030 141606 D KIMBERLY CLARK CORP COM 49436810 2983 51624 SH SHR/OTHR 01 51624 D KIMBERLY CLARK CORP COM 49436810 10496 181596 SH SHARED 02 179096 2500 D KIMBERLY CLARK CORP COM 49436810 2294 39693 SH SHARED 06 39693 D KIMBERLY CLARK CORP COM 49436810 119367 2065181 SH SHARED 10 1641370 423811 D KIMBERLY CLARK CORP COM 49436810 213 3700 SH SHR/OTHR 10 3700 D KIMBERLY CLARK CORP COM 49436810 684 11835 SH SHARED 14 11835 D KIMBERLY CLARK CORP COM 49436810 4144 71700 SH SHARED 15 71700 D KIMBERLY CLARK CORP COM 49436810 2312 40000 SH SHARED 16 40000 D KIMBERLY CLARK CORP COM 49436810 11728 202908 SH SHARED 17 197708 5200 D KIMCO REALTY CORP COM 49446R10 13815 339950 SH SHARED 339950 D KIMCO REALTY CORP COM 49446R10 86 2124 SH SHR/OTHR 2124 D KIMCO REALTY CORP COM 49446R10 251 6200 SH SHARED 01 6200 D KIMCO REALTY CORP COM 49446R10 109 2700 SH SHR/OTHR 01 2700 D KIMCO REALTY CORP COM 49446R10 3395 83550 SH SHARED 02 83550 D KIMCO REALTY CORP COM 49446R10 36 900 SH SHARED 10 900 D KIMCO REALTY CORP COM 49446R10 349 8600 SH SHARED 17 8600 D KINDER MORGAN INC KANS COM 49455P10 1103 12000 SH SHARED 12000 D KINDER MORGAN INC KANS COM 49455P10 44313 481718 SH SHARED 472866 8852 D KINDER MORGAN INC KANS COM 49455P10 1839 20000 SH SHARED 01 20000 D KINDER MORGAN INC KANS COM 49455P10 137 1500 SH SHR/OTHR 01 1500 D KINDER MORGAN INC KANS COM 49455P10 4882 53078 SH SHARED 02 53078 D KINDER MORGAN INC KANS COM 49455P10 68992 750000 SH SHARED 04 750000 D KINDER MORGAN INC KANS COM 49455P10 822 8940 SH SHARED 06 8940 D KINDER MORGAN INC KANS COM 49455P10 701 7630 SH SHARED 10 4700 2930 D KINDER MORGAN INC KANS COM 49455P10 794 8634 SH SHARED 14 8634 D KINDER MORGAN INC KANS COM 49455P10 6200 67401 SH SHARED 17 65901 1500 D KINDER MORGAN MANAGEMENT LLC SHS 49455U10 1072 24368 SH SHARED 24368 D KINDER MORGAN MANAGEMENT LLC SHS 49455U10 0 2 SH SHARED 01 2 D KINDER MORGAN MANAGEMENT LLC SHS 49455U10 0 1 SH SHR/OTHR 01 1 D KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 867 18010 SH SHARED 18010 D KINDRED HEALTHCARE INC COM 49458010 47 1900 SH SHARED 1900 D KINDRED HEALTHCARE INC COM 49458010 57 2300 SH SHARED 01 2300 D KINDRED HEALTHCARE INC COM 49458010 32 1300 SH SHARED 10 1300 D KINDRED HEALTHCARE INC COM 49458010 774 30800 SH SHARED 17 30800 D KINETIC CONCEPTS INC COM NEW 49460W20 510 12400 SH SHARED 7600 4800 D KINETIC CONCEPTS INC COM NEW 49460W20 107 2600 SH SHR/OTHR 2600 D KINETIC CONCEPTS INC COM NEW 49460W20 1366 33195 SH SHARED 01 33195 D KINETIC CONCEPTS INC COM NEW 49460W20 64 1573 SH SHR/OTHR 01 1573 D KINETIC CONCEPTS INC COM NEW 49460W20 230 5600 SH SHARED 02 5600 D KINETIC CONCEPTS INC COM NEW 49460W20 20996 510000 SH SHARED 17 510000 D KING PHARMACEUTICALS INC COM 49558210 8966 519815 SH SHARED 519815 D KING PHARMACEUTICALS INC COM 49558210 779 45166 SH SHARED 01 45166 D KING PHARMACEUTICALS INC COM 49558210 2148 124560 SH SHARED 02 124560 D KING PHARMACEUTICALS INC COM 49558210 174 10109 SH SHARED 06 10109 D KING PHARMACEUTICALS INC COM 49558210 251 14607 SH SHARED 14 14607 D KING PHARMACEUTICALS INC COM 49558210 2500 144946 SH SHARED 17 144946 D KINROSS GOLD CORP COM NO PAR 49690240 15482 1416530 SH SHARED 1412530 4000 D KINROSS GOLD CORP COM NO PAR 49690240 7 693 SH SHR/OTHR 693 D KINROSS GOLD CORP COM NO PAR 49690240 24 2270 SH SHARED 01 2270 D KINROSS GOLD CORP COM NO PAR 49690240 1803 165000 SH SHARED 02 165000 D KINROSS GOLD CORP COM NO PAR 49690240 21 2000 SH SHARED 06 2000 D KINROSS GOLD CORP COM NO PAR 49690240 30214 2764400 SH SHARED 10 2764400 D KINGSWAY FINL SVCS INC COM 49690410 1409 69100 SH SHARED 69100 D KIRBY CORP COM 49726610 95 1400 SH SHARED 1400 D KIRBY CORP COM 49726610 74 1100 SH SHARED 10 1100 D KIRBY CORP COM 49726610 717 10536 SH SHARED 17 8536 2000 D KIRKLANDS INC COM 49749810 95 13554 SH SHARED 13554 D KITE RLTY GROUP TR COM 49803T10 2961 185700 SH SHARED 185700 D KITE RLTY GROUP TR COM 49803T10 149 9400 SH SHARED 17 9400 D KNAPE & VOGT MFG CO COM 49878210 504 27250 SH SHARED 27250 D KNOLL INC COM NEW 49890420 17 800 SH SHARED 800 D KNOLL INC COM NEW 49890420 141 6656 SH SHARED 17 6656 D KNIGHT CAPITAL GROUP INC CL A 49900510 3528 253325 SH SHARED 253325 D KNIGHT CAPITAL GROUP INC CL A 49900510 36 2600 SH SHARED 02 2600 D KNIGHT CAPITAL GROUP INC CL A 49900510 78 5600 SH SHARED 10 5600 D KNIGHT CAPITAL GROUP INC CL A 49900510 732 52600 SH SHARED 17 42700 9900 D KNIGHT RIDDER INC COM 49904010 34607 547500 SH SHARED 547500 D KNIGHT RIDDER INC COM 49904010 246 3900 SH SHR/OTHR 3900 D KNIGHT RIDDER INC COM 49904010 1245 19700 SH SHARED 01 19700 D KNIGHT RIDDER INC COM 49904010 5825 92157 SH SHARED 02 92157 D KNIGHT RIDDER INC COM 49904010 295 4670 SH SHARED 06 4670 D KNIGHT RIDDER INC COM 49904010 29 471 SH SHARED 10 471 D KNIGHT RIDDER INC COM 49904010 2182 34532 SH SHARED 17 34032 500 D KNIGHT TRANSN INC COM 49906410 75 3800 SH SHARED 3800 D KNIGHT TRANSN INC COM 49906410 17 862 SH SHR/OTHR 862 D KNIGHT TRANSN INC COM 49906410 44 2250 SH SHR/OTHR 01 2250 D KNIGHT TRANSN INC COM 49906410 391 19800 SH SHARED 02 13200 6600 D KNIGHT TRANSN INC COM 49906410 454 22992 SH SHARED 17 22992 D KNOT INC COM 49918410 27 1509 SH SHARED 02 1509 D KOHLS CORP COM 50025510 32914 620916 SH SHARED 602271 18645 D KOHLS CORP COM 50025510 45 850 SH SHR/OTHR 850 D KOHLS CORP COM 50025510 3707 69944 SH SHARED 01 854 69090 D KOHLS CORP COM 50025510 82 1555 SH SHR/OTHR 01 1555 D KOHLS CORP COM 50025510 10560 199221 SH SHARED 02 199221 D KOHLS CORP COM 50025510 21963 414319 SH SHARED 06 414319 D KOHLS CORP COM 50025510 49932 941945 SH SHARED 10 227397 589500 125048 D KOHLS CORP COM 50025510 8631 162828 SH SHARED 17 160228 2600 D KOMAG INC COM NEW 50045320 9984 209765 SH SHARED 209765 D KOMAG INC COM NEW 50045320 90 1900 SH SHARED 01 1900 D KOMAG INC COM NEW 50045320 8657 181885 SH SHARED 02 181885 D KOMAG INC COM NEW 50045320 4531 95200 SH SHARED 10 95200 D KOMAG INC COM NEW 50045320 21648 454800 SH SHARED 17 404400 50400 D KONAMI CORP SPONSORED ADR 50046R10 110 4300 SH SHARED 4300 D KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 5756 738026 SH SHARED 738026 D KONGZHONG CORP SPONSORED ADR 50047P10 26 2000 SH SHARED 02 2000 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 3420 101646 SH SHARED 101000 646 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 209 6221 SH SHR/OTHR 6221 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 37 1113 SH SHARED 01 713 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SHARED 17 17223 D KOS PHARMACEUTICALS INC COM 50064810 404 8475 SH SHARED 8475 D KOS PHARMACEUTICALS INC COM 50064810 4 100 SH SHARED 01 100 D KOS PHARMACEUTICALS INC COM 50064810 233 4885 SH SHARED 02 4885 D KOS PHARMACEUTICALS INC COM 50064810 788 16500 SH SHARED 14 16500 D KRAFT FOODS INC CL A 50075N10 13521 446117 SH SHARED 441217 4900 D KRAFT FOODS INC CL A 50075N10 24 800 SH SHR/OTHR 800 D KRAFT FOODS INC CL A 50075N10 87 2900 SH SHARED 01 2900 D KRAFT FOODS INC CL A 50075N10 4530 149483 SH SHARED 02 108550 40933 D KRAFT FOODS INC CL A 50075N10 328 10850 SH SHARED 06 10850 D KRAFT FOODS INC CL A 50075N10 198 6538 SH SHARED 10 6538 D KRAFT FOODS INC CL A 50075N10 651 21500 SH SHARED 14 21500 D KRAFT FOODS INC CL A 50075N10 578 19100 SH SHARED 17 8500 10600 D KRISPY KREME DOUGHNUTS INC COM 50101410 385 42900 SH SHARED 42900 D KRISPY KREME DOUGHNUTS INC COM 50101410 0 34 SH SHARED 02 34 D KRISPY KREME DOUGHNUTS INC COM 50101410 245 27300 SH SHARED 17 27300 D KROGER CO COM 50104410 26409 1297106 SH SHARED 1224206 72900 D KROGER CO COM 50104410 24 1200 SH SHR/OTHR 1200 D KROGER CO COM 50104410 3339 164000 SH SHARED 01 164000 D KROGER CO COM 50104410 5220 256428 SH SHARED 02 256428 D KROGER CO COM 50104410 1124 55222 SH SHARED 06 55222 D KROGER CO COM 50104410 14193 697118 SH SHARED 10 697118 D KROGER CO COM 50104410 3432 168591 SH SHARED 14 168591 D KROGER CO COM 50104410 6638 326036 SH SHARED 17 311036 15000 D KRONOS WORLDWIDE INC COM 50105F10 9 300 SH SHARED 300 D KRONOS WORLDWIDE INC COM 50105F10 52 1719 SH SHARED 17 1719 D KRONOS INC COM 50105210 424 11361 SH SHARED 11361 D KRONOS INC COM 50105210 16 450 SH SHARED 01 450 D KRONOS INC COM 50105210 19 525 SH SHR/OTHR 01 525 D KRONOS INC COM 50105210 1 50 SH SHARED 02 50 D KRONOS INC COM 50105210 52 1400 SH SHARED 10 1400 D KRONOS INC COM 50105210 584 15621 SH SHARED 17 13421 2200 D KULICKE & SOFFA INDS INC NOTE 0.500%11/3 501242AL 3428 4000000 PRN SHARED 4000000 D KULICKE & SOFFA INDS INC NOTE 1.000% 6/3 501242AP 4305 4645000 PRN SHARED 4645000 D KULICKE & SOFFA INDS INC COM 50124210 146 15355 SH SHARED 15355 D KULICKE & SOFFA INDS INC COM 50124210 80 8400 SH SHARED 01 8400 D KULICKE & SOFFA INDS INC COM 50124210 916 96096 SH SHARED 02 96096 D KULICKE & SOFFA INDS INC COM 50124210 1315 137900 SH SHARED 10 137900 D KULICKE & SOFFA INDS INC COM 50124210 1712 179500 SH SHARED 17 24300 155200 D KYOCERA CORP ADR 50155620 3736 42400 SH SHARED 42400 D KYOCERA CORP ADR 50155620 44 500 SH SHR/OTHR 01 500 D KYPHON INC COM 50157710 4363 117300 SH SHARED 117300 D KYPHON INC COM 50157710 107 2900 SH SHARED 01 2900 D KYPHON INC COM 50157710 744 20000 SH SHARED 04 20000 D KYPHON INC COM 50157710 51 1384 SH SHARED 06 1384 D KYPHON INC COM 50157710 4750 127700 SH SHARED 10 70600 57100 D KYPHON INC COM 50157710 107 2900 SH SHARED 14 2900 D KYPHON INC COM 50157710 2135 57400 SH SHARED 17 16100 41300 D LAN AIRLINES S A SPONSORED ADR 50172310 592 15120 SH SHARED 15120 D LAN AIRLINES S A SPONSORED ADR 50172310 1097 28000 SH SHARED 04 28000 D LAN AIRLINES S A SPONSORED ADR 50172310 2999 76550 SH SHARED 17 76550 D LCA-VISION INC COM PAR $.001 50180330 65 1300 SH SHARED 1300 D LCA-VISION INC COM PAR $.001 50180330 2500 49900 SH SHARED 01 38400 11500 D LCA-VISION INC COM PAR $.001 50180330 40 800 SH SHR/OTHR 01 800 D LCA-VISION INC COM PAR $.001 50180330 11021 219940 SH SHARED 10 176740 43200 D LCA-VISION INC COM PAR $.001 50180330 24217 483293 SH SHARED 17 329993 153300 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 12254 539851 SH SHARED 539851 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 2624 115600 SH SHARED 06 115600 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 6815 300247 SH SHARED 10 300247 D LHC GROUP INC COM 50187A10 6 400 SH SHARED 400 D LHC GROUP INC COM 50187A10 15 949 SH SHARED 17 949 D LKQ CORP COM 50188920 49 2400 SH SHARED 2400 D LKQ CORP COM 50188920 280 13500 SH SHARED 17 13500 D LSI INDS INC COM 50216C10 20 1200 SH SHARED 1200 D LSI INDS INC COM 50216C10 117 6900 SH SHARED 01 6900 D LSI INDS INC COM 50216C10 2717 159500 SH SHARED 10 159500 D LSI INDS INC COM 50216C10 1507 88475 SH SHARED 17 10475 78000 D LSI LOGIC CORP NOTE 4.000%11/0 502161AG 28059 28400000 PRN SHARED 28400000 D LSI LOGIC CORP NOTE 4.000%11/0 502161AG 809 819000 PRN SHARED 02 819000 D LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ 7805 7000000 PRN SHARED 7000000 D LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ 1215 1090000 PRN SHARED 02 1090000 D LSI LOGIC CORP COM 50216110 8496 734950 SH SHARED 734950 D LSI LOGIC CORP COM 50216110 656 56787 SH SHARED 01 56787 D LSI LOGIC CORP COM 50216110 5147 445315 SH SHARED 02 445315 D LSI LOGIC CORP COM 50216110 282 24418 SH SHARED 06 24418 D LSI LOGIC CORP COM 50216110 2948 255102 SH SHARED 10 251900 3202 D LSI LOGIC CORP COM 50216110 95 8246 SH SHARED 14 8246 D LSI LOGIC CORP COM 50216110 1818 157278 SH SHARED 17 156378 900 D LTC PPTYS INC COM 50217510 34 1500 SH SHARED 1500 D LTC PPTYS INC COM 50217510 60 2600 SH SHARED 10 2600 D LTC PPTYS INC COM 50217510 18691 803600 SH SHARED 11 803600 D LTC PPTYS INC COM 50217510 946 40700 SH SHARED 17 40700 D LTX CORP NOTE 4.250% 8/1 502392AE 1478 1486000 PRN SHARED 1486000 D LTX CORP COM 50239210 462 85661 SH SHARED 85661 D LTX CORP COM 50239210 5 1000 SH SHARED 01 1000 D LTX CORP COM 50239210 158 29374 SH SHARED 17 29374 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 22724 264880 SH SHARED 249575 15305 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 41 485 SH SHR/OTHR 485 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 8630 100599 SH SHARED 01 70530 30069 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 3543 41300 SH SHARED 02 41300 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 1066 12430 SH SHARED 06 12430 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 81875 954370 SH SHARED 10 812035 142335 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 197 2300 SH SHR/OTHR 10 2300 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 297 3467 SH SHARED 14 3467 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 2384 27800 SH SHARED 15 27800 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 4632 54000 SH SHARED 16 54000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 6811 79400 SH SHARED 17 78900 500 D LA BARGE INC COM 50247010 10 700 SH SHARED 700 D LA BARGE INC COM 50247010 80 5400 SH SHARED 17 5400 D LA Z BOY INC COM 50533610 203 11947 SH SHARED 3600 8347 D LA Z BOY INC COM 50533610 6 400 SH SHARED 02 400 D LA Z BOY INC COM 50533610 20 1200 SH SHARED 10 1200 D LA Z BOY INC COM 50533610 734 43200 SH SHARED 17 43200 D LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAC 3712 4635000 PRN SHARED 02 4635000 D LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAC 416 520000 PRN SHARED 06 520000 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 17013 290936 SH SHARED 221386 69550 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 630 10775 SH SHR/OTHR 10775 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 2973 50852 SH SHARED 01 6490 44362 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 409 7003 SH SHR/OTHR 01 7003 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 2497 42700 SH SHARED 02 42700 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 492 8425 SH SHARED 06 8425 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 71 1220 SH SHARED 10 1220 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 276 4730 SH SHARED 14 4730 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 169417 2897016 SH SHARED 17 2895916 1100 D LABOR READY INC COM NEW 50540120 340 14200 SH SHARED 14200 D LABOR READY INC COM NEW 50540120 16 700 SH SHARED 01 700 D LABOR READY INC COM NEW 50540120 359 15000 SH SHARED 02 15000 D LABOR READY INC COM NEW 50540120 2246 93800 SH SHARED 10 93800 D LABOR READY INC COM NEW 50540120 2749 114800 SH SHARED 17 43900 70900 D LABRANCHE & CO INC COM 50544710 55 3500 SH SHARED 3500 D LABRANCHE & CO INC COM 50544710 150 9500 SH SHARED 02 9500 D LABRANCHE & CO INC COM 50544710 455 28800 SH SHARED 17 21400 7400 D LACLEDE GROUP INC COM 50559710 44 1300 SH SHARED 1300 D LACLEDE GROUP INC COM 50559710 34 1000 SH SHR/OTHR 1000 D LACLEDE GROUP INC COM 50559710 58 1700 SH SHARED 01 1700 D LACLEDE GROUP INC COM 50559710 265 7700 SH SHARED 10 7700 D LACLEDE GROUP INC COM 50559710 437 12700 SH SHARED 17 6500 6200 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 0 100 SH SHARED 100 D LAFARGE COPPEE S A SPON ADR NEW 50586140 358 12600 SH SHARED 12600 D LAFARGE NORTH AMERICA INC COM 50586210 22046 262459 SH SHARED 262459 D LAFARGE NORTH AMERICA INC COM 50586210 285 3400 SH SHARED 02 3400 D LAFARGE NORTH AMERICA INC COM 50586210 520 6200 SH SHARED 10 6200 D LAIDLAW INTL INC COM 50730R10 2328 85600 SH SHARED 85600 D LAIDLAW INTL INC COM 50730R10 274 10100 SH SHARED 02 10100 D LAIDLAW INTL INC COM 50730R10 29 1100 SH SHARED 10 1100 D LAIDLAW INTL INC COM 50730R10 12849 472400 SH SHARED 17 472400 D LAKELAND BANCORP INC COM 51163710 17 1100 SH SHARED 1100 D LAKELAND BANCORP INC COM 51163710 66 4251 SH SHARED 17 4251 D LAKELAND FINL CORP COM 51165610 18 400 SH SHARED 400 D LAKELAND FINL CORP COM 51165610 60 1300 SH SHARED 17 1300 D LAM RESEARCH CORP COM 51280710 16472 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3007 2100 D MACDERMID INC COM 55427310 118 3700 SH SHARED 3700 D MACDERMID INC COM 55427310 57 1800 SH SHARED 10 1800 D MACDERMID INC COM 55427310 450 14003 SH SHARED 17 11203 2800 D MACERICH CO COM 55438210 1951 26393 SH SHARED 26393 D MACERICH CO COM 55438210 1878 25400 SH SHARED 01 25400 D MACERICH CO COM 55438210 2344 31700 SH SHARED 02 31700 D MACERICH CO COM 55438210 408337 5521800 SH SHARED 11 5521800 D MACERICH CO COM 55438210 22 300 SH SHARED 14 300 D MACERICH CO COM 55438210 177 2400 SH SHARED 17 2400 D MACK CALI RLTY CORP COM 55448910 6256 130350 SH SHARED 130350 D MACK CALI RLTY CORP COM 55448910 127 2650 SH SHR/OTHR 2650 D MACK CALI RLTY CORP COM 55448910 1123 23400 SH SHARED 01 23400 D MACK CALI RLTY CORP COM 55448910 264 5500 SH SHR/OTHR 01 5500 D MACK CALI RLTY CORP COM 55448910 1771 36904 SH SHARED 02 36904 D MACK CALI RLTY CORP COM 55448910 104879 2184999 SH SHARED 11 2184999 D MACROVISION CORP COM 55590410 513 23200 SH SHARED 23200 D MACROVISION CORP COM 55590410 651 29400 SH SHARED 01 29400 D MACROVISION CORP COM 55590410 394 17800 SH SHARED 02 17800 D MACROVISION CORP COM 55590410 62 2800 SH SHARED 10 2800 D MACROVISION CORP COM 55590410 764 34500 SH SHARED 17 30300 4200 D MACQUARIE INFRASTRUCTURE CO SH BEN INT 55607X10 6136 188800 SH SHARED 188800 D MADDEN STEVEN LTD COM 55626910 35 1000 SH SHARED 1000 D MADDEN STEVEN LTD COM 55626910 149 4200 SH SHARED 01 4200 D MADDEN STEVEN LTD COM 55626910 5325 150000 SH SHARED 10 150000 D MADDEN STEVEN LTD COM 55626910 1526 43000 SH SHARED 17 7000 36000 D MADECO SA SPONS ADR NEW 55630420 136 16272 SH SHARED 16272 D MAGELLAN MIDSTREAM HLDGS LP COM LP INTS 55907R10 147 6400 SH SHARED 6400 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 72 1800 SH SHARED 1800 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 234 5800 SH SHARED 01 5800 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 3848 95100 SH SHARED 10 95100 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 2816 69600 SH SHARED 17 27000 42600 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 1074 32700 SH SHARED 32700 D MAGMA DESIGN AUTOMATION COM 55918110 1285 148617 SH SHARED 148617 D MAGMA DESIGN AUTOMATION COM 55918110 108 12516 SH SHARED 02 12516 D MAGMA DESIGN AUTOMATION COM 55918110 138 16000 SH SHARED 17 16000 D MAGNA ENTMT CORP CL A 55921110 17 2600 SH SHARED 2600 D MAGNA ENTMT CORP CL A 55921110 129 19000 SH SHARED 17 19000 D MAGNA INTL INC CL A 55922240 854 11285 SH SHARED 11285 D MAGNA INTL INC CL A 55922240 106 1402 SH SHARED 01 1402 D MAGNA INTL INC CL A 55922240 2736 36157 SH SHARED 02 36157 D MAGNA INTL INC CL A 55922240 312 4129 SH SHARED 06 4129 D MAGNA INTL INC CL A 55922240 21 278 SH SHARED 10 278 D MAGNA INTL INC CL A 55922240 15 200 SH SHARED 17 200 D MAGNETEK INC COM 55942410 24 6100 SH SHARED 6100 D MAGUIRE PPTYS INC COM 55977510 140 3842 SH SHARED 3842 D MAGUIRE PPTYS INC COM 55977510 361 9900 SH SHARED 01 9900 D MAGUIRE PPTYS INC COM 55977510 21 600 SH SHARED 02 600 D MAGUIRE PPTYS INC COM 55977510 2266 62100 SH SHARED 10 62100 D MAGUIRE PPTYS INC COM 55977510 1303 35700 SH SHARED 17 17900 17800 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 11633 533893 SH SHARED 533893 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 2854 131000 SH SHARED 04 131000 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 257 31000 SH SHARED 31000 D MAIDENFORM BRANDS INC COM 56030510 9 900 SH SHARED 900 D MAIDENFORM BRANDS INC COM 56030510 71 6508 SH SHARED 17 6508 D MAIN STR BKS INC NEW COM 56034R10 28 1100 SH SHARED 1100 D MAIN STR BKS INC NEW COM 56034R10 323 12500 SH SHARED 02 12500 D MAIN STR BKS INC NEW COM 56034R10 49 1900 SH SHARED 10 1900 D MAIN STR BKS INC NEW COM 56034R10 261 10100 SH SHARED 17 7100 3000 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 17 900 SH SHARED 900 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 43 2275 SH SHARED 17 2275 D MAIR HOLDINGS INC COM 56063510 4 900 SH SHARED 900 D MAJESCO ENTERTAINMENT CO COM NEW 56069020 1 1100 SH SHARED 1100 D MAJESCO ENTERTAINMENT CO COM NEW 56069020 12 8700 SH SHARED 17 8700 D MALAYSIA FD INC COM 56090510 4 801 SH SHARED 801 D MANAGED HIGH INCOME PORTFOLI COM 56166C10 195 32360 SH SHARED 32360 D MANAGED MUNS PORTFOLIO INC COM 56166210 41 3817 SH SHARED 3817 D MANHATTAN ASSOCS INC COM 56275010 565 25707 SH SHARED 25707 D MANHATTAN ASSOCS INC COM 56275010 121 5500 SH SHARED 01 5500 D MANHATTAN ASSOCS INC COM 56275010 50 2300 SH SHARED 10 2300 D MANHATTAN ASSOCS INC COM 56275010 2255 102500 SH SHARED 14 102500 D MANHATTAN ASSOCS INC COM 56275010 327 14900 SH SHARED 17 11500 3400 D MANITOWOC INC COM 56357110 364 4000 SH SHARED 4000 D MANITOWOC INC COM 56357110 145 1600 SH SHARED 10 1600 D MANITOWOC INC COM 56357110 2741 30077 SH SHARED 17 11777 18300 D MANNATECH INC COM 56377110 19 1100 SH SHARED 1100 D MANNATECH INC COM 56377110 137 7900 SH SHARED 17 7900 D MANNKIND CORP COM 56400P20 34 1700 SH SHARED 1700 D MANNKIND CORP COM 56400P20 465 22767 SH SHARED 01 22767 D MANNKIND CORP COM 56400P20 181 8900 SH SHARED 17 8900 D MANOR CARE INC NEW COM 56405510 5743 129497 SH SHARED 129497 D MANOR CARE INC NEW COM 56405510 731 16501 SH SHARED 01 16501 D MANOR CARE INC NEW COM 56405510 1277 28800 SH SHARED 02 28800 D MANOR CARE INC NEW COM 56405510 93 2100 SH SHARED 06 2100 D MANOR CARE INC NEW COM 56405510 1259 28400 SH SHARED 10 26800 1600 D MANOR CARE INC NEW COM 56405510 1465 33047 SH SHARED 17 33047 D MANPOWER INC COM 56418H10 4348 76044 SH SHARED 76044 D MANPOWER INC COM 56418H10 1949 34100 SH SHARED 01 100 34000 D MANPOWER INC COM 56418H10 3415 59728 SH SHARED 02 59728 D MANPOWER INC COM 56418H10 708 12396 SH SHARED 06 12396 D MANPOWER INC COM 56418H10 90 1577 SH SHARED 10 1577 D MANPOWER INC COM 56418H10 3287 57500 SH SHARED 14 57500 D MANPOWER INC COM 56418H10 128425 2245980 SH SHARED 17 2245980 D MANTECH INTL CORP CL A 56456310 232 6987 SH SHARED 6987 D MANTECH INTL CORP CL A 56456310 225 6800 SH SHARED 17 6800 D MANULIFE FINL CORP COM 56501R10 955 15222 SH SHARED 12047 3175 D MANULIFE FINL CORP COM 56501R10 21 341 SH SHR/OTHR 341 D MANULIFE FINL CORP COM 56501R10 228 3634 SH SHARED 01 3634 D MANULIFE FINL CORP COM 56501R10 88419 1408626 SH SHARED 02 1408626 D MANULIFE FINL CORP COM 56501R10 321 5123 SH SHARED 06 5123 D MANULIFE FINL CORP COM 56501R10 49 781 SH SHARED 10 781 D MANULIFE FINL CORP COM 56501R10 831 13248 SH SHARED 14 13248 D MANULIFE FINL CORP COM 56501R10 43 700 SH SHARED 17 700 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 4665 5000000 PRN SHARED 5000000 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 240 258000 PRN SHARED 02 258000 D MANUGISTICS GROUP INC COM 56501110 0 200 SH SHARED 200 D MAPINFO CORP COM 56510510 18 1300 SH SHARED 1300 D MAPINFO CORP COM 56510510 93 6700 SH SHARED 17 6700 D MARATHON OIL CORP COM 56584910 192912 2532659 SH SHARED 2508926 23733 D MARATHON OIL CORP COM 56584910 549 7211 SH SHR/OTHR 7211 D MARATHON OIL CORP COM 56584910 14848 194938 SH SHARED 01 104290 90648 D MARATHON OIL CORP COM 56584910 118 1550 SH SHR/OTHR 01 1550 D MARATHON OIL CORP COM 56584910 12364 162333 SH SHARED 02 162333 D MARATHON OIL CORP COM 56584910 60949 800180 SH SHARED 04 800000 180 D MARATHON OIL CORP COM 56584910 14518 190611 SH SHARED 06 190611 D MARATHON OIL CORP COM 56584910 134471 1765412 SH SHARED 10 1469363 296049 D MARATHON OIL CORP COM 56584910 258 3400 SH SHR/OTHR 10 3400 D MARATHON OIL CORP COM 56584910 739 9713 SH SHARED 14 9713 D MARATHON OIL CORP COM 56584910 3290 43200 SH SHARED 15 43200 D MARATHON OIL CORP COM 56584910 15225 199891 SH SHARED 17 164566 35325 D MARCHEX INC CL B 56624R10 3536 164465 SH SHARED 164465 D MARCHEX INC CL B 56624R10 193 9000 SH SHARED 17 9000 D MARCUS CORP COM 56633010 325 16300 SH SHARED 16300 D MARCUS CORP COM 56633010 23 1200 SH SHARED 01 1200 D MARCUS CORP COM 56633010 128 6450 SH SHARED 17 6450 D MARINEMAX INC COM 56790810 38 1150 SH SHARED 1150 D MARINEMAX INC COM 56790810 16 500 SH SHARED 02 500 D MARINEMAX INC COM 56790810 2343 69900 SH SHARED 17 69900 D MARINE PRODS CORP COM 56842710 10 1000 SH SHARED 1000 D MARINE PRODS CORP COM 56842710 54 4950 SH SHARED 17 4950 D MARINER ENERGY INC COM 56845T30 5194 253264 SH SHARED 253264 D MARINER ENERGY INC COM 56845T30 484 23631 SH SHARED 01 23631 D MARINER ENERGY INC COM 56845T30 207 10116 SH SHARED 02 10116 D MARINER ENERGY INC COM 56845T30 132 6474 SH SHARED 17 6474 D MARITRANS INC COM 57036310 19 800 SH SHARED 800 D MARITRANS INC COM 57036310 117 4800 SH SHARED 17 4800 D MARKEL CORP NOTE 6/0 570535AC 9925 25000000 PRN SHARED 25000000 D MARKEL CORP COM 57053510 135 400 SH SHARED 01 400 D MARKEL CORP COM 57053510 913 2705 SH SHARED 02 2705 D MARKEL CORP COM 57053510 540 1600 SH SHARED 17 900 700 D MARKETAXESS HLDGS INC COM 57060D10 259 21600 SH SHARED 21600 D MARKETAXESS HLDGS INC COM 57060D10 0 79 SH SHARED 02 79 D MARKETAXESS HLDGS INC COM 57060D10 131 10900 SH SHARED 17 10900 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 2602 55600 SH SHARED 55600 D MARKWEST HYDROCARBON INC COM 57076210 11 500 SH SHARED 500 D MARLIN BUSINESS SVCS CORP COM 57115710 8 400 SH SHARED 400 D MARLIN BUSINESS SVCS CORP COM 57115710 4192 189684 SH SHARED 02 189684 D MARLIN BUSINESS SVCS CORP COM 57115710 7 340 SH SHARED 17 340 D MARSH & MCLENNAN COS INC COM 57174810 41480 1412824 SH SHARED 1375876 36948 D MARSH & MCLENNAN COS INC COM 57174810 58 2000 SH SHR/OTHR 2000 D MARSH & MCLENNAN COS INC COM 57174810 3936 134063 SH SHARED 01 465 133598 D MARSH & MCLENNAN COS INC COM 57174810 6686 227750 SH SHARED 02 227750 D MARSH & MCLENNAN COS INC COM 57174810 1908 65000 SH SHARED 04 65000 D MARSH & MCLENNAN COS INC COM 57174810 39286 1338110 SH SHARED 06 1338110 D MARSH & MCLENNAN COS INC COM 57174810 565 19256 SH SHARED 10 12600 6656 D MARSH & MCLENNAN COS INC COM 57174810 29 1016 SH SHARED 14 1016 D MARSH & MCLENNAN COS INC COM 57174810 968 33000 SH SHARED 15 33000 D MARSH & MCLENNAN COS INC COM 57174810 9155 311845 SH SHARED 17 306545 5300 D MARSHALL & ILSLEY CORP COM 57183410 21703 498012 SH SHARED 495572 2440 D MARSHALL & ILSLEY CORP COM 57183410 1834 42100 SH SHARED 01 42100 D MARSHALL & ILSLEY CORP COM 57183410 3412 78309 SH SHARED 02 78309 D MARSHALL & ILSLEY CORP COM 57183410 557 12800 SH SHARED 06 12800 D MARSHALL & ILSLEY CORP COM 57183410 179 4130 SH SHARED 10 4000 130 D MARSHALL & ILSLEY CORP COM 57183410 6973 160009 SH SHARED 17 159809 200 D MARRIOTT INTL INC NEW CL A 57190320 26015 379235 SH SHARED 350025 29210 D MARRIOTT INTL INC NEW CL A 57190320 909 13265 SH SHR/OTHR 13265 D MARRIOTT INTL INC NEW CL A 57190320 112643 1642037 SH SHARED 01 57820 1584217 D MARRIOTT INTL INC NEW CL A 57190320 11549 168357 SH SHR/OTHR 01 168357 D MARRIOTT INTL INC NEW CL A 57190320 4093 59673 SH SHARED 02 59673 D MARRIOTT INTL INC NEW CL A 57190320 2182 31810 SH SHARED 06 31810 D MARRIOTT INTL INC NEW CL A 57190320 837 12213 SH SHARED 10 11000 1213 D MARRIOTT INTL INC NEW CL A 57190320 4695 68452 SH SHARED 17 66852 1600 D MARSHALL EDWARDS INC COM 57232230 2 500 SH SHARED 500 D MARTEK BIOSCIENCES CORP COM 57290110 377 11500 SH SHARED 10500 1000 D MARTEK BIOSCIENCES CORP COM 57290110 371 11325 SH SHARED 01 11325 D MARTEK BIOSCIENCES CORP COM 57290110 377 11500 SH SHARED 02 11500 D MARTEK BIOSCIENCES CORP COM 57290110 3283 100000 SH SHARED 04 100000 D MARTEK BIOSCIENCES CORP COM 57290110 436 13300 SH SHARED 17 13300 D MARTEN TRANS LTD COM 57307510 18 1000 SH SHARED 1000 D MARTEN TRANS LTD COM 57307510 899 49700 SH SHARED 10 49700 D MARTEN TRANS LTD COM 57307510 2700 149300 SH SHARED 17 118500 30800 D MARTHA STEWART LIVING OMNIME CL A 57308310 23 1400 SH SHARED 1400 D MARTHA STEWART LIVING OMNIME CL A 57308310 138 8222 SH SHARED 17 8222 D MARTIN MARIETTA MATLS INC COM 57328410 1102 10300 SH SHARED 10300 D MARTIN MARIETTA MATLS INC COM 57328410 3072 28706 SH SHARED 01 28706 D MARTIN MARIETTA MATLS INC COM 57328410 68 639 SH SHR/OTHR 01 639 D MARTIN MARIETTA MATLS INC COM 57328410 2226 20800 SH SHARED 02 20800 D MARTIN MARIETTA MATLS INC COM 57328410 21 200 SH SHARED 10 200 D MARTIN MARIETTA MATLS INC COM 57328410 5086 47520 SH SHARED 17 47520 D MARVEL ENTERTAINMENT INC COM 57383T10 14 720 SH SHARED 720 D MARVEL ENTERTAINMENT INC COM 57383T10 156 7800 SH SHARED 02 7800 D MARVEL ENTERTAINMENT INC COM 57383T10 2941 146187 SH SHARED 17 146187 D MASCO CORP NOTE 7/2 574599BB 66540137197000 PRN SHARED 137197000 D MASCO CORP NOTE 7/2 574599BB 9215 19000000 PRN SHARED 02 19000000 D MASCO CORP COM 57459910 93057 2864203 SH SHARED 2841893 22310 D MASCO CORP COM 57459910 104 3220 SH SHR/OTHR 3220 D MASCO CORP COM 57459910 5947 183057 SH SHARED 01 82585 100472 D MASCO CORP COM 57459910 10 330 SH SHR/OTHR 01 330 D MASCO CORP COM 57459910 16035 493552 SH SHARED 02 490952 2600 D MASCO CORP COM 57459910 1128 34737 SH SHARED 06 34737 D MASCO CORP COM 57459910 53157 1636129 SH SHARED 10 1289450 346679 D MASCO CORP COM 57459910 81 2500 SH SHR/OTHR 10 2500 D MASCO CORP COM 57459910 321 9880 SH SHARED 14 9880 D MASCO CORP COM 57459910 896 27600 SH SHARED 15 27600 D MASCO CORP COM 57459910 88998 2739270 SH SHARED 17 2738270 1000 D MASSEY ENERGY CORP COM 57620610 9602 266207 SH SHARED 266207 D MASSEY ENERGY CORP COM 57620610 342 9500 SH SHARED 01 9500 D MASSEY ENERGY CORP COM 57620610 295 8200 SH SHARED 02 8200 D MASSEY ENERGY CORP COM 57620610 75 2080 SH SHARED 06 2080 D MASSEY ENERGY CORP COM 57620610 14 400 SH SHARED 10 400 D MASSEY ENERGY CORP COM 57620610 2182 60500 SH SHARED 14 60500 D MASSEY ENERGY CORP COM 57620610 299 8300 SH SHARED 17 8000 300 D MASTEC INC COM 57632310 32 2300 SH SHARED 2300 D MASTEC INC COM 57632310 361 25500 SH SHARED 01 25500 D MASTEC INC COM 57632310 15 1100 SH SHARED 02 1100 D MASTEC INC COM 57632310 793 56000 SH SHARED 10 56000 D MASTEC INC COM 57632310 464 32800 SH SHARED 17 32800 D MATRIA HEALTHCARE INC COM NEW 57681720 53 1415 SH SHARED 1415 D MATRIA HEALTHCARE INC COM NEW 57681720 98 2600 SH SHARED 02 2600 D MATRIA HEALTHCARE INC COM NEW 57681720 4105 108153 SH SHARED 17 73153 35000 D MATRITECH INC COM 57681810 331 389600 SH SHARED 389600 D MATRIXONE INC COM 57685P30 25 3500 SH SHARED 3500 D MATRIXONE INC COM 57685P30 189 26400 SH SHARED 17 26400 D MATRIX SVC CO COM 57685310 60 5300 SH SHARED 01 5300 D MATRIX SVC CO COM 57685310 4856 423000 SH SHARED 17 423000 D MATSUSHITA ELEC INDL ADR 57687920 707 31945 SH SHARED 31500 445 D MATTEL INC COM 57708110 18706 1031795 SH SHARED 1031795 D MATTEL INC COM 57708110 1697 93607 SH SHARED 01 1500 92107 D MATTEL INC COM 57708110 11 615 SH SHR/OTHR 01 615 D MATTEL INC COM 57708110 2468 136177 SH SHARED 02 136177 D MATTEL INC COM 57708110 546 30142 SH SHARED 06 30142 D MATTEL INC COM 57708110 38 2143 SH SHARED 10 2143 D MATTEL INC COM 57708110 4316 238082 SH SHARED 17 237282 800 D MATTEL INC COM 57708110 43 2419 SH SHARED 18 2419 D MATTHEWS INTL CORP CL A 57712810 80 2100 SH SHARED 2100 D MATTHEWS INTL CORP CL A 57712810 7 200 SH SHARED 01 200 D MATTHEWS INTL CORP CL A 57712810 49 1300 SH SHARED 10 1300 D MATTHEWS INTL CORP CL A 57712810 1843 48180 SH SHARED 17 45780 2400 D MATTSON TECHNOLOGY INC COM 57722310 34 2900 SH SHARED 2900 D MATTSON TECHNOLOGY INC COM 57722310 106 8900 SH SHARED 01 8900 D MATTSON TECHNOLOGY INC COM 57722310 1338 111500 SH SHARED 10 111500 D MATTSON TECHNOLOGY INC COM 57722310 1592 132700 SH SHARED 17 19400 113300 D MAUI LD & PINEAPPLE INC COM 57734510 11 300 SH SHARED 300 D MAUI LD & PINEAPPLE INC COM 57734510 71 1900 SH SHARED 17 1900 D MAXIM INTEGRATED PRODS INC COM 57772K10 76331 2054672 SH SHARED 2053172 1500 D MAXIM INTEGRATED PRODS INC COM 57772K10 2607 70200 SH SHARED 01 70200 D MAXIM INTEGRATED PRODS INC COM 57772K10 28 775 SH SHR/OTHR 01 775 D MAXIM INTEGRATED PRODS INC COM 57772K10 4814 129600 SH SHARED 02 129600 D MAXIM INTEGRATED PRODS INC COM 57772K10 98 2650 SH SHARED 04 1300 1350 D MAXIM INTEGRATED PRODS INC COM 57772K10 779 20970 SH SHARED 06 20970 D MAXIM INTEGRATED PRODS INC COM 57772K10 95889 2581135 SH SHARED 10 1512319 880000 188816 D MAXIM INTEGRATED PRODS INC COM 57772K10 1114 30000 SH SHARED 14 30000 D MAXIM INTEGRATED PRODS INC COM 57772K10 10166 273669 SH SHARED 17 270369 3300 D MAXTOR CORP COM NEW 57772920 25495 2666841 SH SHARED 2666841 D MAXTOR CORP COM NEW 57772920 13804 1444000 SH SHARED 02 1444000 D MAXTOR CORP COM NEW 57772920 81 8500 SH SHARED 10 8500 D MAXTOR CORP COM NEW 57772920 1564 163700 SH SHARED 17 163700 D MAXYGEN INC COM 57777610 14 1700 SH SHARED 1700 D MAXYGEN INC COM 57777610 67 8100 SH SHARED 17 8100 D MAVERICK TUBE CORP COM 57791410 466 8797 SH SHARED 8410 387 D MAVERICK TUBE CORP COM 57791410 3529 66600 SH SHARED 01 66600 D MAVERICK TUBE CORP COM 57791410 119 2246 SH SHARED 04 2246 D MAVERICK TUBE CORP COM 57791410 837 15800 SH SHARED 05 15800 D MAVERICK TUBE CORP COM 57791410 100 1900 SH SHARED 10 1900 D MAVERICK TUBE CORP COM 57791410 1514 28583 SH SHARED 17 25183 3400 D MAVERICK TUBE CORP COM 57791410 5780 109083 SH SHARED 19 109083 D MAXIMUS INC COM 57793310 197 5500 SH SHARED 5500 D MAXIMUS INC COM 57793310 71 2000 SH SHARED 01 2000 D MAXIMUS INC COM 57793310 1990 55318 SH SHARED 10 12318 43000 D MAXIMUS INC COM 57793310 251 7000 SH SHARED 17 7000 D MAYTAG CORP COM 57859210 17011 797559 SH SHARED 792203 5356 D MAYTAG CORP COM 57859210 1904 89310 SH SHR/OTHR 89310 D MAYTAG CORP COM 57859210 316 14850 SH SHARED 01 14850 D MAYTAG CORP COM 57859210 1017 47691 SH SHARED 02 47691 D MAYTAG CORP COM 57859210 44 2100 SH SHARED 06 2100 D MAYTAG CORP COM 57859210 130 6100 SH SHARED 10 6100 D MAYTAG CORP COM 57859210 1481 69468 SH SHARED 17 63868 5600 D MBT FINL CORP COM 57887710 16 1000 SH SHARED 1000 D MBT FINL CORP COM 57887710 67 4000 SH SHARED 17 4000 D MCAFEE INC COM 57906410 909 37400 SH SHARED 37400 D MCAFEE INC COM 57906410 1488 61182 SH SHARED 01 61182 D MCAFEE INC COM 57906410 1797 73900 SH SHARED 02 73900 D MCAFEE INC COM 57906410 24 1000 SH SHARED 10 1000 D MCAFEE INC COM 57906410 24 1000 SH SHARED 19 1000 D MCCLATCHY CO CL A 57948910 83 1700 SH SHARED 1700 D MCCLATCHY CO CL A 57948910 34 700 SH SHARED 01 700 D MCCLATCHY CO CL A 57948910 170 3500 SH SHARED 02 3500 D MCCLATCHY CO CL A 57948910 34 700 SH SHARED 10 700 D MCCLATCHY CO CL A 57948910 205 4200 SH SHARED 17 2300 1900 D MCCORMICK & CO INC COM NON VTG 57978020 7269 214700 SH SHARED 214700 D MCCORMICK & CO INC COM NON VTG 57978020 643 19000 SH SHARED 01 19000 D MCCORMICK & CO INC COM NON VTG 57978020 1537 45400 SH SHARED 02 45400 D MCCORMICK & CO INC COM NON VTG 57978020 243 7180 SH SHARED 06 7180 D MCCORMICK & CO INC COM NON VTG 57978020 24 730 SH SHARED 10 730 D MCCORMICK & CO INC COM NON VTG 57978020 189 5600 SH SHARED 14 5600 D MCCORMICK & CO INC COM NON VTG 57978020 1798 53114 SH SHARED 17 52414 700 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 12 500 SH SHARED 500 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 19 750 SH SHR/OTHR 750 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 983 38600 SH SHARED 01 38325 275 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 4391 172410 SH SHARED 10 172410 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 7944 311935 SH SHARED 17 311935 D MCDATA CORP NOTE 2.250% 2/1 580031AD 1933 2246000 PRN SHARED 2246000 D MCDATA CORP CL B 58003110 94 21972 SH SHARED 21972 D MCDATA CORP CL A 58003120 1318 285362 SH SHARED 285289 73 D MCDATA CORP CL A 58003120 0 21 SH SHR/OTHR 21 D MCDATA CORP CL A 58003120 256 55421 SH SHARED 01 55421 D MCDATA CORP CL A 58003120 244 52900 SH SHARED 02 52900 D MCDATA CORP CL A 58003120 257 55700 SH SHARED 17 55700 D MCDERMOTT INTL INC COM 58003710 119 2201 SH SHARED 01 2201 D MCDERMOTT INTL INC COM 58003710 1233 22650 SH SHARED 17 22650 D MCDONALDS CORP COM 58013510 1441999 41967376 SH SHARED 41828150 139226 D MCDONALDS CORP COM 58013510 3760 109437 SH SHR/OTHR 109437 D MCDONALDS CORP COM 58013510 11773 342651 SH SHARED 01 15568 327083 D MCDONALDS CORP COM 58013510 1179 34334 SH SHR/OTHR 01 34334 D MCDONALDS CORP COM 58013510 16712 486391 SH SHARED 02 482991 3400 D MCDONALDS CORP COM 58013510 13051 379847 SH SHARED 04 379000 847 D MCDONALDS CORP COM 58013510 2965 86297 SH SHARED 06 86297 D MCDONALDS CORP COM 58013510 72928 2122482 SH SHARED 10 69310 1763920 289252 D MCDONALDS CORP COM 58013510 709 20635 SH SHARED 14 20635 D MCDONALDS CORP COM 58013510 292 8500 SH SHARED 16 8500 D MCDONALDS CORP COM 58013510 21884 636905 SH SHARED 17 536105 100800 D MCDONALDS CORP COM 58013510 51 1500 SH SHARED 19 1500 D MCG CAPITAL CORP COM 58047P10 47 3400 SH SHARED 3400 D MCG CAPITAL CORP COM 58047P10 121 8600 SH SHARED 02 8600 D MCG CAPITAL CORP COM 58047P10 104 7400 SH SHARED 10 7400 D MCG CAPITAL CORP COM 58047P10 303 21500 SH SHARED 17 21500 D MCGRATH RENTCORP COM 58058910 93 3100 SH SHARED 3100 D MCGRATH RENTCORP COM 58058910 261 8700 SH SHARED 01 8700 D MCGRATH RENTCORP COM 58058910 1064 35400 SH SHARED 10 35400 D MCGRATH RENTCORP COM 58058910 435 14500 SH SHARED 17 6600 7900 D MCGRAW HILL COS INC COM 58064510 90611 1572562 SH SHARED 1361070 211492 D MCGRAW HILL COS INC COM 58064510 193866 3364565 SH SHR/OTHR 3364565 D MCGRAW HILL COS INC COM 58064510 66251 1149802 SH SHARED 01 101626 1048176 D MCGRAW HILL COS INC COM 58064510 7234 125549 SH SHR/OTHR 01 125549 D MCGRAW HILL COS INC COM 58064510 7331 127238 SH SHARED 02 127238 D MCGRAW HILL COS INC COM 58064510 2881 50000 SH SHARED 04 50000 D MCGRAW HILL COS INC COM 58064510 5711 99122 SH SHARED 06 99122 D MCGRAW HILL COS INC COM 58064510 105716 1834716 SH SHARED 10 373266 894200 567250 D MCGRAW HILL COS INC COM 58064510 78 1359 SH SHARED 14 1359 D MCGRAW HILL COS INC COM 58064510 9042 156938 SH SHARED 17 151238 5700 D MCKESSON CORP COM 58155Q10 32447 622438 SH SHARED 597638 24800 D MCKESSON CORP COM 58155Q10 4143 79484 SH SHARED 01 79484 D MCKESSON CORP COM 58155Q10 41 800 SH SHR/OTHR 01 800 D MCKESSON CORP COM 58155Q10 6055 116153 SH SHARED 02 116153 D MCKESSON CORP COM 58155Q10 1980 38000 SH SHARED 04 38000 D MCKESSON CORP COM 58155Q10 1004 19276 SH SHARED 06 19276 D MCKESSON CORP COM 58155Q10 15707 301322 SH SHARED 10 102000 199322 D MCKESSON CORP COM 58155Q10 483 9276 SH SHARED 14 9276 D MCKESSON CORP COM 58155Q10 9313 178665 SH SHARED 17 136165 42500 D MCMORAN EXPLORATION CO COM 58241110 42 2400 SH SHARED 2400 D MCMORAN EXPLORATION CO COM 58241110 6 358 SH SHR/OTHR 01 358 D MCMORAN EXPLORATION CO COM 58241110 4126 231300 SH SHARED 17 231300 D MEADOWBROOK INS GROUP INC COM 58319P10 6476 925200 SH SHARED 17 925200 D MEADWESTVACO CORP COM 58333410 38098 1395031 SH SHARED 1386102 8929 D MEADWESTVACO CORP COM 58333410 29 1091 SH SHR/OTHR 1091 D MEADWESTVACO CORP COM 58333410 1192 43679 SH SHARED 01 43679 D MEADWESTVACO CORP COM 58333410 19 727 SH SHR/OTHR 01 727 D MEADWESTVACO CORP COM 58333410 1778 65110 SH SHARED 02 65110 D MEADWESTVACO CORP COM 58333410 23 843 SH SHARED 04 843 D MEADWESTVACO CORP COM 58333410 332 12160 SH SHARED 06 12160 D MEADWESTVACO CORP COM 58333410 77 2825 SH SHARED 10 2825 D MEADWESTVACO CORP COM 58333410 1981 72559 SH SHARED 14 72559 D MEADWESTVACO CORP COM 58333410 1993 73003 SH SHARED 17 72303 700 D MEASUREMENT SPECIALTIES INC COM 58342110 23 900 SH SHARED 900 D MEASUREMENT SPECIALTIES INC COM 58342110 206 7911 SH SHARED 17 7911 D MECHEL OAO SPONSORED ADR 58384010 7530 293000 SH SHARED 293000 D MECHEL OAO SPONSORED ADR 58384010 7375 287000 SH SHARED 04 287000 D MEDAREX INC NOTE 2.250% 5/1 583916AG 869 790000 PRN SHARED 02 790000 D MEDAREX INC COM 58391610 2393 181043 SH SHARED 181043 D MEDAREX INC COM 58391610 194 14700 SH SHARED 01 14700 D MEDAREX INC COM 58391610 6274 474595 SH SHARED 04 474595 D MEDAREX INC COM 58391610 67 5100 SH SHARED 10 5100 D MEDAREX INC COM 58391610 586 44400 SH SHARED 17 44400 D MED-DESIGN CORP COM 58392610 0 149 SH SHARED 149 D MEDALLION FINL CORP COM 58392810 40 2981 SH SHARED 2981 D MEDCATH CORP COM 58404W10 80 4209 SH SHARED 4209 D MEDCATH CORP COM 58404W10 5 300 SH SHARED 01 300 D MEDCATH CORP COM 58404W10 1034 54100 SH SHARED 10 54100 D MEDCATH CORP COM 58404W10 72 3800 SH SHARED 17 3800 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 52022 909166 SH SHARED 907006 2160 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2137 37349 SH SHR/OTHR 37349 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 4638 81064 SH SHARED 01 820 80244 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 376 6578 SH SHR/OTHR 01 6578 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 9385 164027 SH SHARED 02 164027 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2861 50000 SH SHARED 04 50000 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2893 50561 SH SHARED 06 50561 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 5142 89874 SH SHARED 10 84098 5776 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1831 32000 SH SHARED 14 32000 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 164847 2880938 SH SHARED 17 2876238 4700 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 3335 58293 SH SHARED 18 58293 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1 24 SH SHARED 19 24 D MEDIA GEN INC CL A 58440410 317 6800 SH SHARED 6800 D MEDIA GEN INC CL A 58440410 340 7300 SH SHARED 01 7300 D MEDIA GEN INC CL A 58440410 428 9200 SH SHARED 02 9200 D MEDIA GEN INC CL A 58440410 55 1200 SH SHARED 10 1200 D MEDIA GEN INC CL A 58440410 447 9600 SH SHARED 17 7600 2000 D MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA 7761 7800000 PRN SHARED 7800000 D MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA 3 4000 PRN SHARED 02 4000 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 160 27916 SH SHARED 27916 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 110 19300 SH SHARED 01 19300 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 2042 355200 SH SHARED 10 355200 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 1184 206000 SH SHARED 17 29000 177000 D MEDIA SCIENCES INTL INC COM 58446X10 39 10000 SH SHARED 01 10000 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 81 15600 SH SHARED 15600 D MEDICAL PPTYS TRUST INC COM 58463J30 9 900 SH SHARED 900 D MEDICAL PPTYS TRUST INC COM 58463J30 1779 164746 SH SHARED 17 164746 D MEDICINES CO COM 58468810 67 3300 SH SHARED 3300 D MEDICINES CO COM 58468810 37 1800 SH SHARED 01 1800 D MEDICINES CO COM 58468810 67 3300 SH SHARED 02 3300 D MEDICINES CO COM 58468810 3332 162000 SH SHARED 04 162000 D MEDICINES CO COM 58468810 2764 134400 SH SHARED 10 132300 2100 D MEDICINES CO COM 58468810 1581 76900 SH SHARED 17 21000 55900 D MEDICURE INC COM 58469E10 80 44800 SH SHARED 44800 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 50575 51086000 PRN SHARED 51086000 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 1208 1221000 PRN SHARED 02 1221000 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1641 50345 SH SHARED 50345 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 652 20000 SH SHARED 01 20000 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 613 18828 SH SHARED 02 18828 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 65 2000 SH SHARED 10 2000 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 834 25600 SH SHARED 17 22400 3200 D MEDIMMUNE INC NOTE 1.000% 7/1 584699AE 3087 3135000 PRN SHARED 3135000 D MEDIMMUNE INC NOTE 1.000% 7/1 584699AE 3418 3471000 PRN SHARED 02 3471000 D MEDIMMUNE INC COM 58469910 1920 52500 SH SHARED 52500 D MEDIMMUNE INC COM 58469910 67551 1846677 SH SHARED 1846677 D MEDIMMUNE INC COM 58469910 113 3100 SH SHR/OTHR 3100 D MEDIMMUNE INC COM 58469910 1810 49500 SH SHARED 01 49500 D MEDIMMUNE INC COM 58469910 29 804 SH SHR/OTHR 01 804 D MEDIMMUNE INC COM 58469910 3208 87700 SH SHARED 02 87700 D MEDIMMUNE INC COM 58469910 28733 785500 SH SHARED 04 785500 D MEDIMMUNE INC COM 58469910 986 26960 SH SHARED 06 26960 D MEDIMMUNE INC COM 58469910 2219 60686 SH SHARED 10 58400 2286 D MEDIMMUNE INC COM 58469910 36 1000 SH SHARED 14 1000 D MEDIMMUNE INC COM 58469910 3618 98912 SH SHARED 17 96912 2000 D MEDICSIGHT INC COM NEW 58470A20 14 3166 SH SHARED 3166 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 23644 20123000 PRN SHARED 20123000 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 2406 2048000 PRN SHARED 02 2048000 D MEDIS TECHNOLOGIES LTD COM 58500P10 23 1014 SH SHARED 1014 D MEDIS TECHNOLOGIES LTD COM 58500P10 169 7265 SH SHARED 17 7265 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 76802 77500000 PRN SHARED 77500000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AD 5054 5100000 PRN SHARED 06 5100000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AD 236 239000 PRN SHARED 14 239000 D MEDTRONIC INC COM 58505510 137 2710 SH SHARED 2710 D MEDTRONIC INC COM 58505510 202951 3999042 SH SHARED 3815423 183619 D MEDTRONIC INC COM 58505510 8201 161597 SH SHR/OTHR 161597 D MEDTRONIC INC COM 58505510 26461 521410 SH SHARED 01 55761 465649 D MEDTRONIC INC COM 58505510 3161 62300 SH SHR/OTHR 01 62300 D MEDTRONIC INC COM 58505510 20929 412400 SH SHARED 02 412400 D MEDTRONIC INC COM 58505510 185948 3664000 SH SHARED 04 3660400 3600 D MEDTRONIC INC COM 58505510 28844 568370 SH SHARED 06 568370 D MEDTRONIC INC COM 58505510 77839 1533786 SH SHARED 10 465702 870900 197184 D MEDTRONIC INC COM 58505510 5611 110563 SH SHARED 14 110563 D MEDTRONIC INC COM 58505510 3806 75000 SH SHARED 15 75000 D MEDTRONIC INC COM 58505510 36393 717107 SH SHARED 17 701507 15600 D MEDTRONIC INC COM 58505510 32 650 SH SHARED 19 650 D MELLON FINL CORP COM 58551A10 43944 1234387 SH SHARED 1216687 17700 D MELLON FINL CORP COM 58551A10 9556 268441 SH SHR/OTHR 268441 D MELLON FINL CORP COM 58551A10 6462 181519 SH SHARED 01 9380 172139 D MELLON FINL CORP COM 58551A10 795 22337 SH SHR/OTHR 01 22337 D MELLON FINL CORP COM 58551A10 5294 148721 SH SHARED 02 145921 2800 D MELLON FINL CORP COM 58551A10 964 27090 SH SHARED 06 27090 D MELLON FINL CORP COM 58551A10 4107 115384 SH SHARED 10 76500 38884 D MELLON FINL CORP COM 58551A10 18035 506604 SH SHARED 17 480904 25700 D MENS WEARHOUSE INC NOTE 3.125%10/1 587118AC 1468 1110000 PRN SHARED 02 1110000 D MENS WEARHOUSE INC COM 58711810 5741 159750 SH SHARED 159750 D MENS WEARHOUSE INC COM 58711810 258 7200 SH SHARED 02 7200 D MENS WEARHOUSE INC COM 58711810 14 400 SH SHARED 10 400 D MENS WEARHOUSE INC COM 58711810 327 9100 SH SHARED 17 9100 D MENTOR CORP MINN COM 58718810 599 13239 SH SHARED 13239 D MENTOR CORP MINN COM 58718810 140 3100 SH SHARED 02 3100 D MENTOR CORP MINN COM 58718810 666 14700 SH SHARED 10 12400 2300 D MENTOR CORP MINN COM 58718810 12351 272592 SH SHARED 17 270692 1900 D MENTOR GRAPHICS CORP FRNT 8/0 587200AD 2916 3000000 PRN SHARED 3000000 D MENTOR GRAPHICS CORP FRNT 8/0 587200AD 5455 5613000 PRN SHARED 02 5613000 D MENTOR GRAPHICS CORP COM 58720010 2391 216433 SH SHARED 216433 D MENTOR GRAPHICS CORP COM 58720010 2066 187000 SH SHARED 01 139310 47690 D MENTOR GRAPHICS CORP COM 58720010 43 3975 SH SHR/OTHR 01 3975 D MENTOR GRAPHICS CORP COM 58720010 313 28400 SH SHARED 02 28400 D MENTOR GRAPHICS CORP COM 58720010 4269 386370 SH SHARED 10 350370 36000 D MENTOR GRAPHICS CORP COM 58720010 7196 651226 SH SHARED 17 651226 D MERCANTILE BANK CORP COM 58737610 19 500 SH SHARED 500 D MERCANTILE BANK CORP COM 58737610 54 1400 SH SHARED 10 1400 D MERCANTILE BANK CORP COM 58737610 240 6148 SH SHARED 17 3748 2400 D MERCANTILE BANKSHARES CORP COM 58740510 1065 27700 SH SHARED 27700 D MERCANTILE BANKSHARES CORP COM 58740510 1774 46150 SH SHARED 01 46150 D MERCANTILE BANKSHARES CORP COM 58740510 2099 54603 SH SHARED 02 54603 D MERCANTILE BANKSHARES CORP COM 58740510 161 4200 SH SHARED 06 4200 D MERCANTILE BANKSHARES CORP COM 58740510 1042 27100 SH SHARED 17 23200 3900 D MERCER INTL INC COM 58805610 17 1900 SH SHARED 1900 D MERCER INTL INC COM 58805610 58 6312 SH SHARED 17 6312 D MERCK & CO INC COM 58933110 1061944 30143191 SH SHARED 29942808 200383 D MERCK & CO INC COM 58933110 12847 364676 SH SHR/OTHR 364676 D MERCK & CO INC COM 58933110 22348 634367 SH SHARED 01 29903 604464 D MERCK & CO INC COM 58933110 7919 224791 SH SHR/OTHR 01 224791 D MERCK & CO INC COM 58933110 28518 809499 SH SHARED 02 809499 D MERCK & CO INC COM 58933110 44863 1273450 SH SHARED 04 1273450 D MERCK & CO INC COM 58933110 7873 223484 SH SHARED 06 223484 D MERCK & CO INC COM 58933110 18046 512253 SH SHARED 10 214310 297943 D MERCK & CO INC COM 58933110 1948 55310 SH SHARED 14 55310 D MERCK & CO INC COM 58933110 2466 70000 SH SHARED 16 70000 D MERCK & CO INC COM 58933110 197872 5616580 SH SHARED 17 5493350 123230 D MERCK & CO INC COM 58933110 7 200 SH SHARED 19 200 D MERCURY COMPUTER SYS NOTE 2.000% 5/0 589378AB 1742 2000000 PRN SHARED 2000000 D MERCURY COMPUTER SYS COM 58937810 377 23286 SH SHARED 23286 D MERCURY COMPUTER SYS COM 58937810 11 700 SH SHARED 02 700 D MERCURY COMPUTER SYS COM 58937810 29 1800 SH SHARED 10 1800 D MERCURY COMPUTER SYS COM 58937810 196 12122 SH SHARED 17 9222 2900 D MERCURY GENL CORP NEW COM 58940010 2031 37000 SH SHARED 37000 D MERCURY GENL CORP NEW COM 58940010 675 12300 SH SHARED 01 12300 D MERCURY GENL CORP NEW COM 58940010 927 16900 SH SHARED 02 16900 D MERCURY GENL CORP NEW COM 58940010 71 1300 SH SHARED 10 1300 D MERCURY GENL CORP NEW COM 58940010 104 1900 SH SHARED 17 1900 D MEREDITH CORP COM 58943310 4234 75900 SH SHARED 75900 D MEREDITH CORP COM 58943310 1171 21000 SH SHARED 01 21000 D MEREDITH CORP COM 58943310 813 14587 SH SHARED 02 14587 D MEREDITH CORP COM 58943310 66 1200 SH SHARED 06 1200 D MEREDITH CORP COM 58943310 1348 24162 SH SHARED 17 24162 D MERIDIAN BIOSCIENCE INC COM 58958410 29 1100 SH SHARED 1100 D MERIDIAN BIOSCIENCE INC COM 58958410 12 450 SH SHARED 10 450 D MERIDIAN BIOSCIENCE INC COM 58958410 234 8700 SH SHARED 17 8700 D MERIDIAN RESOURCE CORP COM 58977Q10 263 65100 SH SHARED 65100 D MERIDIAN RESOURCE CORP COM 58977Q10 10 2700 SH SHARED 01 2700 D MERIDIAN RESOURCE CORP COM 58977Q10 122 30300 SH SHARED 17 30300 D MERISTAR HOSPITALITY CORP NOTE 9.500% 4/0 58984YAJ 4232 4000000 PRN SHARED 11 4000000 D MERISTAR HOSPITALITY CORP COM 58984Y10 2616 252062 SH SHARED 252062 D MERISTAR HOSPITALITY CORP COM 58984Y10 237 22900 SH SHARED 01 22900 D MERISTAR HOSPITALITY CORP COM 58984Y10 58 5600 SH SHARED 10 5600 D MERISTAR HOSPITALITY CORP COM 58984Y10 330 31844 SH SHARED 17 31844 D MERIT MED SYS INC COM 58988910 21 1800 SH SHARED 1800 D MERIT MED SYS INC COM 58988910 133 11144 SH SHARED 17 11144 D MERIDIAN GOLD INC COM 58997510 2283 77025 SH SHARED 77025 D MERIDIAN GOLD INC COM 58997510 20 700 SH SHARED 01 700 D MERIDIAN GOLD INC COM 58997510 4354 146850 SH SHARED 02 146850 D MERIDIAN GOLD INC COM 58997510 2965 100000 SH SHARED 04 100000 D MERIDIAN GOLD INC COM 58997510 23043 777175 SH SHARED 10 777175 D MERIDIAN GOLD INC COM 58997510 505 17050 SH SHARED 17 17050 D MERGE TECHNOLOGIES INC COM 58998110 20 1300 SH SHARED 1300 D MERGE TECHNOLOGIES INC COM 58998110 15 1000 SH SHARED 01 1000 D MERGE TECHNOLOGIES INC COM 58998110 111 7000 SH SHARED 17 7000 D MERITAGE HOMES CORP COM 59001A10 5438 98950 SH SHARED 98950 D MERITAGE HOMES CORP COM 59001A10 32 600 SH SHARED 01 600 D MERITAGE HOMES CORP COM 59001A10 340 6200 SH SHARED 02 6200 D MERITAGE HOMES CORP COM 59001A10 148 2700 SH SHARED 17 2700 D MERIX CORP COM 59004910 994 80845 SH SHARED 80845 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 8419 7315000 PRN SHARED 7315000 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 23173 20133000 PRN SHARED 02 20133000 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 575 500000 PRN SHARED 06 500000 D MERRILL LYNCH & CO INC COM 59018810 158092 2007265 SH SHARED 1947035 60230 D MERRILL LYNCH & CO INC COM 59018810 4829 61315 SH SHR/OTHR 61315 D MERRILL LYNCH & CO INC COM 59018810 48349 613890 SH SHARED 01 225354 388536 D MERRILL LYNCH & CO INC COM 59018810 2523 32043 SH SHR/OTHR 01 32043 D MERRILL LYNCH & CO INC COM 59018810 25522 324060 SH SHARED 02 324060 D MERRILL LYNCH & CO INC COM 59018810 9490 120500 SH SHARED 04 119000 1500 D MERRILL LYNCH & CO INC COM 59018810 9132 115949 SH SHARED 06 115949 D MERRILL LYNCH & CO INC COM 59018810 320291 4066674 SH SHARED 10 1443790 2202880 420004 D MERRILL LYNCH & CO INC COM 59018810 204 2600 SH SHR/OTHR 10 2600 D MERRILL LYNCH & CO INC COM 59018810 2422 30754 SH SHARED 14 30754 D MERRILL LYNCH & CO INC COM 59018810 3473 44100 SH SHARED 15 44100 D MERRILL LYNCH & CO INC COM 59018810 41445 526231 SH SHARED 17 446831 79400 D MESA AIR GROUP INC NOTE 2.482% 6/1 590479AB 3480 6879000 PRN SHARED 6879000 D MESA AIR GROUP INC COM 59047910 28 2499 SH SHARED 2499 D MESA AIR GROUP INC COM 59047910 183 16000 SH SHARED 17 16000 D MESTEK INC COM 59082910 2 200 SH SHARED 200 D METABASIS THERAPEUTICS INC COM 59101M10 726 79944 SH SHARED 79944 D METAL MGMT INC COM NEW 59109720 500 15826 SH SHARED 15826 D METAL MGMT INC COM NEW 59109720 367 11600 SH SHARED 02 11600 D METAL MGMT INC COM NEW 59109720 617 19500 SH SHARED 10 19500 D METAL MGMT INC COM NEW 59109720 8054 254500 SH SHARED 17 254500 D METALLICA RES INC COM 59125J10 16 5000 SH SHARED 01 5000 D METALLICA RES INC COM 59125J10 822 250000 SH SHARED 04 250000 D METALLICA RES INC COM 59125J10 3454 1050000 SH SHARED 10 1050000 D METHANEX CORP COM 59151K10 429 20900 SH SHARED 20900 D METHANEX CORP COM 59151K10 30 1500 SH SHARED 01 1500 D METHANEX CORP COM 59151K10 79 3850 SH SHARED 02 3850 D METHANEX CORP COM 59151K10 8 400 SH SHARED 10 400 D METHANEX CORP COM 59151K10 1870 91100 SH SHARED 14 91100 D METHANEX CORP COM 59151K10 8 400 SH SHARED 17 400 D METHODE ELECTRS INC COM 59152020 27 2500 SH SHARED 2500 D METHODE ELECTRS INC COM 59152020 15 1400 SH SHARED 01 1400 D METHODE ELECTRS INC COM 59152020 133 12228 SH SHARED 17 12228 D METLIFE INC COM 59156R10 63509 1313002 SH SHARED 1288202 24800 D METLIFE INC COM 59156R10 7066 146100 SH SHARED 01 146100 D METLIFE INC COM 59156R10 19 400 SH SHR/OTHR 01 400 D METLIFE INC COM 59156R10 12874 266160 SH SHARED 02 266160 D METLIFE INC COM 59156R10 2749 56846 SH SHARED 06 56846 D METLIFE INC COM 59156R10 96191 1988654 SH SHARED 10 495740 1153310 339604 D METLIFE INC COM 59156R10 509 10532 SH SHARED 14 10532 D METLIFE INC COM 59156R10 217 4500 SH SHARED 15 4500 D METLIFE INC COM 59156R10 18752 387693 SH SHARED 17 342693 45000 D METRO ONE TELECOMMUNICATIONS COM 59163F10 9 15000 SH SHARED 15000 D METROLOGIC INSTRS INC COM 59167610 20 900 SH SHARED 900 D METROLOGIC INSTRS INC COM 59167610 2465 106600 SH SHARED 17 106600 D METTLER TOLEDO INTERNATIONAL COM 59268810 60 1000 SH SHARED 1000 D METTLER TOLEDO INTERNATIONAL COM 59268810 398 6600 SH SHARED 02 6600 D METTLER TOLEDO INTERNATIONAL COM 59268810 19 316 SH SHARED 04 316 D METTLER TOLEDO INTERNATIONAL COM 59268810 14095 233600 SH SHARED 17 233600 D MEXICO EQUITY & INCOME FD COM 59283410 4963 263154 SH SHARED 263154 D MEXICO FD INC COM 59283510 524 17224 SH SHARED 17224 D MEXICO FD INC COM 59283510 20 685 SH SHR/OTHR 685 D MICHAELS STORES INC COM 59408710 1435 38200 SH SHARED 38200 D MICHAELS STORES INC COM 59408710 1927 51300 SH SHARED 01 51300 D MICHAELS STORES INC COM 59408710 2256 60039 SH SHARED 02 60039 D MICHAELS STORES INC COM 59408710 215 5723 SH SHARED 06 5723 D MICHAELS STORES INC COM 59408710 1240 33000 SH SHARED 10 31800 1200 D MICHAELS STORES INC COM 59408710 26 700 SH SHARED 17 500 200 D MICREL INC COM 59479310 274 18500 SH SHARED 18500 D MICREL INC COM 59479310 39 2675 SH SHR/OTHR 2675 D MICREL INC COM 59479310 361 24400 SH SHARED 01 24400 D MICREL INC COM 59479310 327 22102 SH SHARED 02 22102 D MICREL INC COM 59479310 1772 119600 SH SHARED 10 119600 D MICREL INC COM 59479310 2134 144000 SH SHARED 17 27100 116900 D MICROS SYS INC COM 59490110 170 3700 SH SHARED 3700 D MICROS SYS INC COM 59490110 64 1400 SH SHARED 01 1400 D MICROS SYS INC COM 59490110 78 1700 SH SHARED 02 1700 D MICROS SYS INC COM 59490110 69 1500 SH SHARED 10 1500 D MICROS SYS INC COM 59490110 836 18166 SH SHARED 17 15966 2200 D MICROSOFT CORP COM 59491810 5954 218820 SH SHARED 218820 D MICROSOFT CORP COM 59491810 1058719 38909216 SH SHARED 37950422 958794 D MICROSOFT CORP COM 59491810 19026 699232 SH SHR/OTHR 699232 D MICROSOFT CORP COM 59491810 80365 2953516 SH SHARED 01 866012 2087504 D MICROSOFT CORP COM 59491810 11226 412585 SH SHR/OTHR 01 412585 D MICROSOFT CORP COM 59491810 204919 7531020 SH SHARED 02 7527620 3400 D MICROSOFT CORP COM 59491810 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SHARED 01 3100 D MILLS CORP COM 60114810 209 7468 SH SHARED 02 7468 D MILLS CORP COM 60114810 162 5809 SH SHARED 14 5809 D MINDSPEED TECHNOLOGIES INC COM 60268210 4 1091 SH SHARED 1091 D MINDSPEED TECHNOLOGIES INC COM 60268210 14 3532 SH SHARED 01 3532 D MINE SAFETY APPLIANCES CO COM 60272010 331 7900 SH SHARED 7900 D MINE SAFETY APPLIANCES CO COM 60272010 23 550 SH SHR/OTHR 550 D MINE SAFETY APPLIANCES CO COM 60272010 432 10300 SH SHARED 01 10300 D MINE SAFETY APPLIANCES CO COM 60272010 386 9200 SH SHARED 02 9200 D MINE SAFETY APPLIANCES CO COM 60272010 42 1000 SH SHARED 10 1000 D MINE SAFETY APPLIANCES CO COM 60272010 1554 37000 SH SHARED 17 11200 25800 D MINERALS TECHNOLOGIES INC COM 60315810 332 5700 SH SHARED 5700 D MINERALS TECHNOLOGIES INC COM 60315810 426 7300 SH SHARED 01 7300 D MINERALS TECHNOLOGIES INC COM 60315810 403 6900 SH SHARED 02 6900 D MINERALS TECHNOLOGIES INC COM 60315810 70 1200 SH SHARED 10 1200 D MINERALS TECHNOLOGIES INC COM 60315810 669 11468 SH SHARED 17 9768 1700 D MINES MGMT CO COM 60343210 8 1000 SH SHARED 1000 D MIPS TECHNOLOGIES INC COM 60456710 21 2900 SH SHARED 2900 D MIPS TECHNOLOGIES INC COM 60456710 0 27 SH SHARED 01 27 D MIPS TECHNOLOGIES INC COM 60456710 140 18800 SH SHARED 17 18800 D MIRAMAR MINING CORP COM 60466E10 16 5000 SH SHARED 01 5000 D MIRAMAR MINING CORP COM 60466E10 1186 350000 SH SHARED 04 350000 D MIRAMAR MINING CORP COM 60466E10 3898 1150000 SH SHARED 10 1150000 D MIRANT CORP NEW COM 60467R10 32338 1293524 SH SHARED 1293524 D MIRANT CORP NEW COM 60467R10 237074 9482993 SH SHARED 02 9482993 D MIRANT CORP NEW COM 60467R10 27058 1082335 SH SHARED 17 1082335 D MIRANT CORP NEW *W EXP 01/03/201 60467R11 0 94 SH SHARED 94 D MIRANT CORP NEW *W EXP 01/03/201 60467R11 764 74999 SH SHARED 02 74999 D MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 60682210 115 7577 SH SHARED 1007 6570 D MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 60682210 33 2200 SH SHARED 01 2200 D MITTAL STEEL CO N V NY REG SH CL A 60684P10 13778 365000 SH SHARED 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MOLECULAR DEVICES CORP COM 60851C10 268 8100 SH SHARED 17 8100 D MOLINA HEALTHCARE INC COM 60855R10 26 800 SH SHARED 800 D MOLINA HEALTHCARE INC COM 60855R10 53 1600 SH SHARED 01 1600 D MOLINA HEALTHCARE INC COM 60855R10 572 17100 SH SHARED 17 17100 D MOLEX INC COM 60855410 11437 344504 SH SHARED 342979 1525 D MOLEX INC COM 60855410 843 25400 SH SHARED 01 25400 D MOLEX INC COM 60855410 1989 59931 SH SHARED 02 59931 D MOLEX INC COM 60855410 129 3900 SH SHARED 06 3900 D MOLEX INC COM 60855410 2344 70603 SH SHARED 17 70603 D MOLEX INC CL A 60855420 6409 215658 SH SHARED 215658 D MOLEX INC CL A 60855420 24 823 SH SHR/OTHR 01 823 D MOLEX INC CL A 60855420 31 1062 SH SHARED 02 1062 D MOLEX INC CL A 60855420 1173 39490 SH SHARED 10 39490 D MOLEX INC CL A 60855420 25062 843300 SH SHARED 17 843300 D MOLSON COORS BREWING CO CL B 60871R20 17844 260050 SH SHARED 260000 50 D MOLSON COORS BREWING CO CL B 60871R20 1715 25000 SH SHARED 01 4125 20875 D MOLSON COORS BREWING CO CL B 60871R20 8 120 SH 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D MONARCH CASINO & RESORT INC COM 60902710 139 4900 SH SHARED 17 4900 D MONEYGRAM INTL INC COM 60935Y10 4906 159730 SH SHARED 159730 D MONEYGRAM INTL INC COM 60935Y10 1075 35000 SH SHARED 01 35000 D MONEYGRAM INTL INC COM 60935Y10 906 29500 SH SHARED 02 29500 D MONEYGRAM INTL INC COM 60935Y10 187 6100 SH SHARED 10 6100 D MONEYGRAM INTL INC COM 60935Y10 1281 41700 SH SHARED 17 36800 4900 D MONOGRAM BIOSCIENCES INC COM 60975U10 17509 9516048 SH SHARED 9516048 D MONOGRAM BIOSCIENCES INC COM 60975U10 75 41100 SH SHARED 17 41100 D MONOLITHIC PWR SYS INC COM 60983910 456 24507 SH SHARED 24507 D MONOLITHIC PWR SYS INC COM 60983910 124 6700 SH SHARED 01 6700 D MONOLITHIC PWR SYS INC COM 60983910 173 9300 SH SHARED 17 9300 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 835 94303 SH SHARED 94303 D MONRO MUFFLER BRAKE INC COM 61023610 29 800 SH SHARED 800 D MONRO MUFFLER BRAKE INC COM 61023610 76 2050 SH SHARED 01 2050 D MONRO MUFFLER BRAKE INC COM 61023610 139 3750 SH SHARED 17 3750 D MONSANTO CO 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217212 500 D MOOG INC CL A 61539420 88 2500 SH SHARED 2500 D MOOG INC CL A 61539420 63 1800 SH SHARED 01 1800 D MOOG INC CL A 61539420 5217 147000 SH SHARED 10 147000 D MOOG INC CL A 61539420 535 15075 SH SHARED 17 15075 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 31 3010 SH SHARED 3010 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 195 18800 SH SHR/OTHR 18800 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 104 10000 SH SHR/OTHR 01 10000 D MORGAN STANLEY HIGH YIELD FD COM 61744M10 1 308 SH SHARED 308 D MORGAN STANLEY GBL OPP BOND COM 61744R10 99 10000 SH SHR/OTHR 10000 D MORGAN STANLEY ASIA PAC FD I COM 61744U10 213 12700 SH SHARED 12700 D MORGAN STANLEY COM NEW 61744644 240828 3833628 SH SHARED 3791358 42270 D MORGAN STANLEY COM NEW 61744644 2579 41062 SH SHR/OTHR 41062 D MORGAN STANLEY COM NEW 61744644 26501 421864 SH SHARED 01 136326 285538 D MORGAN STANLEY COM NEW 61744644 534 8509 SH SHR/OTHR 01 8509 D MORGAN STANLEY COM NEW 61744644 28020 446048 SH SHARED 02 436108 9940 D MORGAN STANLEY COM NEW 61744644 106973 1702850 SH SHARED 04 1702850 D MORGAN STANLEY COM NEW 61744644 12062 192014 SH SHARED 06 192014 D MORGAN STANLEY COM NEW 61744644 222719 3545360 SH SHARED 10 2168840 838060 538460 D MORGAN STANLEY COM NEW 61744644 245 3900 SH SHR/OTHR 10 3900 D MORGAN STANLEY COM NEW 61744644 4331 68954 SH SHARED 14 68954 D MORGAN STANLEY COM NEW 61744644 6086 96890 SH SHARED 15 96890 D MORGAN STANLEY COM NEW 61744644 4397 70000 SH SHARED 16 70000 D MORGAN STANLEY COM NEW 61744644 47267 752434 SH SHARED 17 683434 69000 D MORGAN STANLEY COM NEW 61744644 339 5400 SH SHARED 19 5400 D MORGAN STANLEY INDIA INVS FD COM 61745C10 39 794 SH SHARED 794 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 MORNINGSTAR INC COM 61770010 26 600 SH SHARED 600 D MORNINGSTAR INC COM 61770010 183 4100 SH SHARED 17 4100 D MORTGAGEIT HLDGS INC COM 61915Q10 18 1700 SH SHARED 1700 D MORTGAGEIT HLDGS INC COM 61915Q10 3 300 SH SHARED 01 300 D MORTGAGEIT HLDGS INC COM 61915Q10 62 5800 SH SHARED 10 5800 D MORTGAGEIT HLDGS INC COM 61915Q10 7466 689400 SH SHARED 17 689400 D MORTONS RESTAURANT GRP INC N COM 61943010 768 44196 SH SHARED 44196 D MOSAIC CO COM 61945A10 6094 424709 SH SHARED 424709 D MOSAIC CO COM 61945A10 185 12900 SH SHARED 02 12900 D MOSAIC CO COM 61945A10 38 2700 SH SHARED 17 2700 D MOSAIC CO PFD CV 7.5% 61945A20 48692 695600 SH SHARED 695600 D MOSAIC CO PFD CV 7.5% 61945A20 385 5500 SH SHARED 02 5500 D MOTIVE INC COM 61980V10 5 1400 SH SHARED 1400 D MOTIVE INC COM 61980V10 42 11000 SH SHARED 17 11000 D MOTOROLA INC COM 62007610 74 3250 SH SHARED 3250 D MOTOROLA INC COM 62007610 346896 15141718 SH SHARED 14846142 295576 D MOTOROLA INC COM 62007610 2981 130144 SH SHR/OTHR 130144 D MOTOROLA INC COM 62007610 18363 801550 SH SHARED 01 266315 535235 D MOTOROLA INC COM 62007610 227 9941 SH SHR/OTHR 01 9941 D MOTOROLA INC COM 62007610 29634 1293504 SH SHARED 02 1293504 D MOTOROLA INC COM 62007610 2749 120000 SH SHARED 04 120000 D MOTOROLA INC COM 62007610 1653 72190 SH SHARED 05 72190 D MOTOROLA INC COM 62007610 28346 1237312 SH SHARED 06 1237312 D MOTOROLA INC COM 62007610 79918 3488357 SH SHARED 10 2412311 1050070 25976 D MOTOROLA INC COM 62007610 1524 66522 SH SHARED 14 66522 D MOTOROLA INC COM 62007610 28937 1263116 SH SHARED 17 1244416 18700 D MOVADO GROUP INC COM 62458010 25 1100 SH SHARED 1100 D MOVADO GROUP INC COM 62458010 41 1800 SH SHARED 01 1800 D MOVADO GROUP INC COM 62458010 2894 125400 SH SHARED 17 125400 D MOVIE GALLERY INC COM 62458110 2272 752624 SH SHARED 752624 D MOVIE GALLERY INC COM 62458110 43 14325 SH SHARED 17 14325 D MUELLER INDS INC COM 62475610 142 4000 SH SHARED 4000 D MUELLER INDS INC COM 62475610 1095 30700 SH SHARED 17 30700 D MULTI FINELINE ELECTRONIX IN COM 62541B10 40 700 SH SHARED 700 D MULTI FINELINE ELECTRONIX IN COM 62541B10 81 1400 SH SHARED 01 1400 D MULTI FINELINE ELECTRONIX IN COM 62541B10 17 300 SH SHARED 02 300 D MULTI FINELINE ELECTRONIX IN COM 62541B10 269 4600 SH SHARED 10 4600 D MULTI FINELINE ELECTRONIX IN COM 62541B10 163 2800 SH SHARED 17 2800 D MULTIMEDIA GAMES INC COM 62545310 202 13600 SH SHARED 13600 D MULTIMEDIA GAMES INC COM 62545310 132 8900 SH SHARED 01 8900 D MULTIMEDIA GAMES INC COM 62545310 0 24 SH SHARED 02 24 D MULTIMEDIA GAMES INC COM 62545310 1860 125000 SH SHARED 10 125000 D MULTIMEDIA GAMES INC COM 62545310 223 15000 SH SHARED 17 15000 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 0 7 SH SHARED 01 7 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 45 3000 SH SHR/OTHR 01 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 66 4562 SH SHARED 4562 D MUNIYIELD CALIF INS FD COM 62629L10 29 2000 SH SHR/OTHR 01 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 420 30043 SH SHR/OTHR 30043 D MURPHY OIL CORP COM 62671710 14716 295400 SH SHARED 295400 D MURPHY OIL CORP COM 62671710 9 200 SH SHR/OTHR 200 D MURPHY OIL CORP COM 62671710 18094 363200 SH SHARED 01 71200 292000 D MURPHY OIL CORP COM 62671710 28546 573000 SH SHR/OTHR 01 573000 D MURPHY OIL CORP COM 62671710 4797 96291 SH SHARED 02 93891 2400 D MURPHY OIL CORP COM 62671710 216 4350 SH SHARED 06 4350 D MURPHY OIL CORP COM 62671710 19 400 SH SHARED 10 400 D MURPHY OIL CORP COM 62671710 3601 72300 SH SHARED 17 72300 D MYERS INDS INC COM 62846410 27 1700 SH SHARED 1700 D MYERS INDS INC COM 62846410 29 1834 SH SHR/OTHR 01 1834 D MYERS INDS INC COM 62846410 702 43907 SH SHARED 10 43907 D MYERS INDS INC COM 62846410 130 8159 SH SHARED 17 8159 D MYLAN LABS INC COM 62853010 19556 835730 SH SHARED 835730 D MYLAN LABS INC COM 62853010 10 450 SH SHR/OTHR 450 D MYLAN LABS INC COM 62853010 999 42700 SH SHARED 01 42700 D MYLAN LABS INC COM 62853010 1740 74400 SH SHARED 02 74400 D MYLAN LABS INC COM 62853010 133 5700 SH SHARED 06 5700 D MYLAN LABS INC COM 62853010 21752 929600 SH SHARED 10 861600 68000 D MYLAN LABS INC COM 62853010 1413 60400 SH SHARED 15 60400 D MYLAN LABS INC COM 62853010 2102 89836 SH SHARED 17 89836 D MYRIAD GENETICS INC COM 62855J10 96 3700 SH SHARED 3700 D MYRIAD GENETICS INC COM 62855J10 401 15400 SH SHARED 17 15400 D MYOGEN INC COM 62856E10 1320 36500 SH SHARED 36500 D MYOGEN INC COM 62856E10 4538 125400 SH SHARED 125400 D MYOGEN INC COM 62856E10 332 9200 SH SHARED 01 9200 D MYOGEN INC COM 62856E10 22220 614000 SH SHARED 04 614000 D MYOGEN INC COM 62856E10 3148 87000 SH SHARED 10 86300 700 D MYOGEN INC COM 62856E10 90 2500 SH SHARED 14 2500 D MYOGEN INC COM 62856E10 311 8600 SH SHARED 17 8600 D NBC CAP CORP COM 62872910 11 500 SH SHARED 500 D NBC CAP CORP COM 62872910 28 1233 SH SHARED 17 1233 D NBT BANCORP INC COM 62877810 48 2100 SH SHARED 2100 D NBT BANCORP INC COM 62877810 2 100 SH SHARED 01 100 D NBT BANCORP INC COM 62877810 46 2000 SH SHARED 10 2000 D NBT BANCORP INC COM 62877810 418 17997 SH SHARED 17 15097 2900 D NBTY INC COM 62878210 715 31758 SH SHARED 31758 D NBTY INC COM 62878210 16 750 SH SHARED 01 750 D NBTY INC COM 62878210 47 2100 SH SHARED 10 2100 D NBTY INC COM 62878210 779 34600 SH SHARED 17 31300 3300 D NCI BUILDING SYS INC COM 62885210 149 2500 SH SHARED 2500 D NCI BUILDING SYS INC COM 62885210 149 2500 SH SHARED 01 2500 D NCI BUILDING SYS INC COM 62885210 1846 30900 SH SHARED 10 30900 D NCI BUILDING SYS INC COM 62885210 8146 136300 SH SHARED 17 104400 31900 D NCO GROUP INC NOTE 4.750% 4/1 628858AB 5630 5676000 PRN SHARED 5676000 D NCO GROUP INC COM 62885810 49 2100 SH SHARED 2100 D NCO GROUP INC COM 62885810 7 300 SH SHARED 01 300 D NCO GROUP INC COM 62885810 1900 80000 SH SHARED 10 80000 D NCO GROUP INC COM 62885810 382 16111 SH SHARED 17 12511 3600 D NCR CORP NEW COM 62886E10 12328 295001 SH SHARED 294999 2 D NCR CORP NEW COM 62886E10 1 32 SH SHR/OTHR 32 D NCR CORP NEW COM 62886E10 1766 42265 SH SHARED 01 3600 38665 D NCR CORP NEW COM 62886E10 34 836 SH SHR/OTHR 01 836 D NCR CORP NEW COM 62886E10 2769 66283 SH SHARED 02 63543 2740 D NCR CORP NEW COM 62886E10 200 4800 SH SHARED 06 4800 D NCR CORP NEW COM 62886E10 3108 74380 SH SHARED 10 74080 300 D NCR CORP NEW COM 62886E10 26425 632344 SH SHARED 17 632344 D NDS GROUP PLC SPONSORED ADR 62889110 5 100 SH SHARED 02 100 D NS GROUP INC COM 62891610 64 1400 SH SHARED 1400 D NS GROUP INC COM 62891610 115 2500 SH SHARED 01 2500 D NS GROUP INC COM 62891610 2232 48500 SH SHARED 10 48500 D NS GROUP INC COM 62891610 2447 53176 SH SHARED 17 15876 37300 D NASB FINL INC COM 62896810 10 300 SH SHARED 300 D NEC CORP ADR 62905020 547 77813 SH SHARED 77813 D NGP CAP RES CO COM 62912R10 16 1200 SH SHARED 1200 D NGP CAP RES CO COM 62912R10 2102 154624 SH SHARED 17 154624 D NII HLDGS INC NOTE 3.500% 9/1 62913FAD 10195 2300000 PRN SHARED 02 2300000 D NII HLDGS INC CL B NEW 62913F20 17242 292389 SH SHARED 292389 D NII HLDGS INC CL B NEW 62913F20 112 1900 SH SHARED 01 1900 D NII HLDGS INC CL B NEW 62913F20 737 12500 SH SHARED 02 12500 D NII HLDGS INC CL B NEW 62913F20 286 4860 SH SHARED 06 4860 D NII HLDGS INC CL B NEW 62913F20 1006 17060 SH SHARED 10 15860 1200 D NII HLDGS INC CL B NEW 62913F20 47162 799770 SH SHARED 17 797870 1900 D NIC INC COM 62914B10 13 2200 SH SHARED 2200 D NIC INC COM 62914B10 83 13700 SH SHARED 17 13700 D NL INDS INC COM NEW 62915640 74 7000 SH SHARED 7000 D NL INDS INC COM NEW 62915640 27 2600 SH SHARED 10 2600 D NL INDS INC COM NEW 62915640 31 2932 SH SHARED 17 2932 D NMS COMMUNICATIONS CORP COM 62924810 1628 434254 SH SHR/OTHR 434254 D NN INC COM 62933710 15 1200 SH SHARED 1200 D NN INC COM 62933710 85 6600 SH SHARED 17 6600 D NPS PHARMACEUTICALS INC NOTE 3.000% 6/1 62936PAB 1375 1568000 PRN SHARED 1568000 D NPS PHARMACEUTICALS INC COM 62936P10 982 115100 SH SHARED 115100 D NPS PHARMACEUTICALS INC COM 62936P10 615 72117 SH SHARED 72117 D NPS PHARMACEUTICALS INC COM 62936P10 64 7600 SH SHARED 01 7600 D NPS PHARMACEUTICALS INC COM 62936P10 3 400 SH SHARED 02 400 D NPS PHARMACEUTICALS INC COM 62936P10 7237 847500 SH SHARED 04 847500 D NPS PHARMACEUTICALS INC COM 62936P10 753 88200 SH SHARED 10 88200 D NPS PHARMACEUTICALS INC COM 62936P10 1076 126070 SH SHARED 17 21170 104900 D NRG ENERGY INC COM NEW 62937750 15659 346292 SH SHARED 346267 25 D NRG ENERGY INC COM NEW 62937750 260 5760 SH SHARED 01 1175 4585 D NRG ENERGY INC COM NEW 62937750 1 35 SH SHR/OTHR 01 35 D NRG ENERGY INC COM NEW 62937750 8906 196966 SH SHARED 02 196966 D NRG ENERGY INC COM NEW 62937750 58 1300 SH SHARED 10 1300 D NRG ENERGY INC COM NEW 62937750 660 14600 SH SHARED 17 12200 2400 D NRG ENERGY INC PFD CONV MAND 62937787 31037 130000 SH SHARED 130000 D NRG ENERGY INC PFD CONV MAND 62937787 13789 57755 SH SHARED 02 57755 D NTL INC NEW COM 62941W10 25667 881738 SH SHARED 881738 D NTL INC NEW COM 62941W10 58 2000 SH SHARED 01 2000 D NTL INC NEW COM 62941W10 754 25920 SH SHARED 02 25920 D NTL INC NEW COM 62941W10 272 9350 SH SHARED 06 9350 D NTL INC NEW COM 62941W10 92 3178 SH SHARED 10 3178 D NTL INC NEW COM 62941W10 77 2655 SH SHARED 14 2655 D NTL INC NEW COM 62941W10 2264 77782 SH SHARED 17 73032 4750 D NTL INC NEW *W EXP 01/10/201 62941W11 0 451 SH SHARED 451 D NTT DOCOMO INC SPONS ADR 62942M20 203 13765 SH SHARED 13765 D NUCO2 INC COM 62942810 25 800 SH SHARED 800 D NUCO2 INC COM 62942810 253 8000 SH SHARED 10 8000 D NUCO2 INC COM 62942810 174 5500 SH SHARED 17 5500 D NVR INC COM 62944T10 623 844 SH SHARED 01 579 265 D NVR INC COM 62944T10 11 15 SH SHR/OTHR 01 15 D NVR INC COM 62944T10 369 500 SH SHARED 02 500 D NVR INC COM 62944T10 493 668 SH SHARED 06 668 D NVR INC COM 62944T10 407 551 SH SHARED 14 551 D NVR INC COM 62944T10 1440 1950 SH SHARED 17 1950 D NYSE GROUP INC COM 62949W10 42864 540879 SH SHARED 540879 D NYSE GROUP INC COM 62949W10 206 2600 SH SHARED 01 2600 D NYSE GROUP INC COM 62949W10 103 1300 SH SHARED 10 1300 D NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB 1 1575 PRN SHARED 17 1575 D NABI BIOPHARMACEUTICALS COM 62951910 161 28708 SH SHARED 28708 D NABI BIOPHARMACEUTICALS COM 62951910 176 31233 SH SHARED 17 31233 D NABORS INDS INC NOTE 6/1 629568AL 30807 27000000 PRN SHARED 27000000 D NABORS INDS INC NOTE 6/1 629568AL 538 472000 PRN SHARED 02 472000 D NABORS INDS INC NOTE 6/1 629568AL 787 690000 PRN SHARED 06 690000 D NACCO INDS INC CL A 62957910 892 5800 SH SHARED 5800 D NACCO INDS INC CL A 62957910 76 500 SH SHARED 10 500 D NACCO INDS INC CL A 62957910 465 3025 SH SHARED 17 2325 700 D NALCO HOLDING COMPANY COM 62985Q10 1 100 SH SHARED 100 D NALCO HOLDING COMPANY COM 62985Q10 1734 98000 SH SHARED 02 8300 89700 D NALCO HOLDING COMPANY COM 62985Q10 2240 126600 SH SHARED 14 126600 D NALCO HOLDING COMPANY COM 62985Q10 354 20000 SH SHARED 17 20000 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 506 22100 SH SHARED 22100 D NANOGEN INC COM 63007510 324 107562 SH SHARED 107562 D NANOGEN INC COM 63007510 0 300 SH SHARED 01 300 D NANOGEN INC COM 63007510 69 23000 SH SHARED 17 23000 D NANOMETRICS INC COM 63007710 457 33005 SH SHARED 33005 D NAPSTER INC COM 63079710 437 129895 SH SHARED 129895 D NARA BANCORP INC COM 63080P10 443 25294 SH SHARED 25294 D NARA BANCORP INC COM 63080P10 24 1400 SH SHARED 01 1400 D NARA BANCORP INC COM 63080P10 372 21200 SH SHARED 10 21200 D NARA BANCORP INC COM 63080P10 193 11000 SH SHARED 17 11000 D NASDAQ 100 TR UNIT SER 1 63110010 160413 3825750 SH SHARED 3825500 250 D NASDAQ 100 TR UNIT SER 1 63110010 9 225 SH SHARED 01 225 D NASDAQ 100 TR UNIT SER 1 63110010 100 2400 SH SHR/OTHR 01 2400 D NASDAQ 100 TR UNIT SER 1 63110010 20700 493700 SH SHARED 02 493700 D NASDAQ 100 TR UNIT SER 1 63110010 2649 63200 SH SHARED 17 63200 D NASDAQ STOCK MARKET INC COM 63110310 2335 58334 SH SHARED 58334 D NASDAQ STOCK MARKET INC COM 63110310 282 7050 SH SHARED 01 7050 D NASDAQ STOCK MARKET INC COM 63110310 60 1500 SH SHARED 10 1500 D NASDAQ STOCK MARKET INC COM 63110310 632 15800 SH SHARED 14 15800 D NASDAQ STOCK MARKET INC COM 63110310 1758 43910 SH SHARED 17 43910 D NASH FINCH CO FRNT 1.631% 3/1 631158AD 8560 21400000 PRN SHARED 21400000 D NASH FINCH CO COM 63115810 26 900 SH SHARED 900 D NASH FINCH CO COM 63115810 1165 38971 SH SHARED 02 38971 D NASH FINCH CO COM 63115810 547 18300 SH SHARED 10 18300 D NASH FINCH CO COM 63115810 7675 256700 SH SHARED 17 254700 2000 D NASPERS LTD SPON ADR N SHS 63151210 179 8700 SH SHARED 15 8700 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 23 1300 SH SHARED 1300 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 104 5800 SH SHARED 01 5800 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 1535 85300 SH SHARED 10 85300 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 190 10600 SH SHARED 17 10600 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 63252530 7929 180021 SH SHARED 180021 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 63252530 64 1475 SH SHARED 02 1475 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 54 403 SH SHARED 300 103 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 1156 120706 SH SHARED 120706 D NATIONAL BEVERAGE CORP COM 63501710 5 500 SH SHARED 500 D NATIONAL BEVERAGE CORP COM 63501710 11 1000 SH SHARED 17 1000 D NATIONAL CITY CORP COM 63540510 33434 958006 SH SHARED 945604 12402 D NATIONAL CITY CORP COM 63540510 34 1000 SH SHR/OTHR 1000 D NATIONAL CITY CORP COM 63540510 21847 626007 SH SHARED 01 456547 169460 D NATIONAL CITY CORP COM 63540510 200 5748 SH SHR/OTHR 01 5748 D NATIONAL CITY CORP COM 63540510 8527 244354 SH SHARED 02 244354 D NATIONAL CITY CORP COM 63540510 1365 39120 SH SHARED 06 39120 D NATIONAL CITY CORP COM 63540510 278 7968 SH SHARED 10 7968 D NATIONAL CITY CORP COM 63540510 20 600 SH SHARED 14 600 D NATIONAL CITY CORP COM 63540510 12435 356312 SH SHARED 17 349912 6400 D NATIONAL HEALTH REALTY INC COM 63590510 9 500 SH SHARED 500 D NATIONAL HEALTH REALTY INC COM 63590510 4238 212800 SH SHARED 11 212800 D NATIONAL HEALTHCARE CORP COM 63590610 76 1900 SH SHARED 1900 D NATIONAL HEALTHCARE CORP COM 63590610 80 2000 SH SHARED 17 2000 D NATIONAL FINL PARTNERS CORP COM 63607P20 265 4700 SH SHARED 4700 D NATIONAL FINL PARTNERS CORP COM 63607P20 1818 32175 SH SHARED 01 30050 2125 D NATIONAL FINL PARTNERS CORP COM 63607P20 33 600 SH SHR/OTHR 01 600 D NATIONAL FINL PARTNERS CORP COM 63607P20 8475 149960 SH SHARED 10 137960 12000 D NATIONAL FINL PARTNERS CORP COM 63607P20 12637 223600 SH SHARED 17 186600 37000 D NATIONAL FUEL GAS CO N J COM 63618010 621 19000 SH SHARED 19000 D NATIONAL FUEL GAS CO N J COM 63618010 1048 32056 SH SHARED 01 32056 D NATIONAL FUEL GAS CO N J COM 63618010 1357 41500 SH SHARED 02 41500 D NATIONAL FUEL GAS CO N J COM 63618010 91 2800 SH SHARED 10 2800 D NATIONAL FUEL GAS CO N J COM 63618010 392 12000 SH SHARED 17 12000 D NATIONAL GRID PLC SPON ADR NEW 63627430 903 18196 SH SHARED 17015 1181 D NATIONAL GRID PLC SPON ADR NEW 63627430 11 241 SH SHARED 01 241 D NATIONAL HEALTH INVS INC COM 63633D10 38 1500 SH SHARED 1500 D NATIONAL HEALTH INVS INC COM 63633D10 7592 298900 SH SHARED 11 298900 D NATIONAL HEALTH INVS INC COM 63633D10 266 10500 SH SHARED 17 10500 D NATIONAL INSTRS CORP COM 63651810 2285 70062 SH SHARED 70062 D NATIONAL INSTRS CORP COM 63651810 716 21950 SH SHARED 01 21950 D NATIONAL INSTRS CORP COM 63651810 805 24700 SH SHARED 02 24700 D NATIONAL INSTRS CORP COM 63651810 19 600 SH SHARED 10 600 D NATIONAL INTERSTATE CORP COM 63654U10 8 400 SH SHARED 400 D NATIONAL INTERSTATE CORP COM 63654U10 14 669 SH SHARED 17 669 D NATIONAL MED HEALTH CARD SYS COM NEW 63691830 2240 80000 SH SHARED 04 80000 D NATIONAL OILWELL VARCO INC COM 63707110 24930 388813 SH SHARED 388813 D NATIONAL OILWELL VARCO INC COM 63707110 2125 33150 SH SHARED 01 33150 D NATIONAL OILWELL VARCO INC COM 63707110 21 338 SH SHR/OTHR 01 338 D NATIONAL OILWELL VARCO INC COM 63707110 4557 71081 SH SHARED 02 71081 D NATIONAL OILWELL VARCO INC COM 63707110 28854 450000 SH SHARED 04 450000 D NATIONAL OILWELL VARCO INC COM 63707110 647 10100 SH SHARED 06 10100 D NATIONAL OILWELL VARCO INC COM 63707110 3225 50300 SH SHARED 10 49000 1300 D NATIONAL OILWELL VARCO INC COM 63707110 4488 70000 SH SHARED 16 70000 D NATIONAL OILWELL VARCO INC COM 63707110 6304 98330 SH SHARED 17 97630 700 D NATIONAL PENN BANCSHARES INC COM 63713810 61 2900 SH SHARED 2900 D NATIONAL PENN BANCSHARES INC COM 63713810 492 23132 SH SHARED 17 23132 D NATIONAL PRESTO INDS INC COM 63721510 19 400 SH SHARED 400 D NATIONAL PRESTO INDS INC COM 63721510 68 1400 SH SHARED 10 1400 D NATIONAL PRESTO INDS INC COM 63721510 137 2800 SH SHARED 17 1100 1700 D NATIONAL SEMICONDUCTOR CORP COM 63764010 15713 564415 SH SHARED 553815 10600 D NATIONAL SEMICONDUCTOR CORP COM 63764010 2552 91700 SH SHARED 01 91700 D NATIONAL SEMICONDUCTOR CORP COM 63764010 9038 324670 SH SHARED 02 324670 D NATIONAL SEMICONDUCTOR CORP COM 63764010 1485 53364 SH SHARED 06 53364 D NATIONAL SEMICONDUCTOR CORP COM 63764010 26356 946725 SH SHARED 10 667200 279525 D NATIONAL SEMICONDUCTOR CORP COM 63764010 439 15799 SH SHARED 14 15799 D NATIONAL SEMICONDUCTOR CORP COM 63764010 5092 182914 SH SHARED 17 182114 800 D NATIONAL WESTN LIFE INS CO CL A 63852210 46 200 SH SHARED 200 D NATIONAL WESTN LIFE INS CO CL A 63852210 92 400 SH SHARED 10 400 D NATIONAL WESTN LIFE INS CO CL A 63852210 325 1400 SH SHARED 17 700 700 D NATIONWIDE FINL SVCS INC CL A 63861210 88 2062 SH SHARED 2062 D NATIONWIDE FINL SVCS INC CL A 63861210 4 100 SH SHARED 01 100 D NATIONWIDE FINL SVCS INC CL A 63861210 921 21428 SH SHARED 02 21428 D NATIONWIDE FINL SVCS INC CL A 63861210 70 1640 SH SHARED 06 1640 D NATIONWIDE FINL SVCS INC CL A 63861210 202 4700 SH SHARED 10 2700 2000 D NATIONWIDE FINL SVCS INC CL A 63861210 430 10000 SH SHARED 17 10000 D NATIONWIDE HEALTH PPTYS INC COM 63862010 96 4500 SH SHARED 4500 D NATIONWIDE HEALTH PPTYS INC COM 63862010 65 3040 SH SHR/OTHR 3040 D NATIONWIDE HEALTH PPTYS INC COM 63862010 92 4300 SH SHARED 01 4300 D NATIONWIDE HEALTH PPTYS INC COM 63862010 51 2400 SH SHARED 02 2400 D NATIONWIDE HEALTH PPTYS INC COM 63862010 2779 129300 SH SHARED 10 129300 D NATIONWIDE HEALTH PPTYS INC COM 63862010 45393 2111348 SH SHARED 11 2111348 D NATIONWIDE HEALTH PPTYS INC COM 63862010 3106 144500 SH SHARED 17 100800 43700 D NAVIGATORS GROUP INC COM 63890410 39 800 SH SHARED 800 D NAVIGATORS GROUP INC COM 63890410 902 18200 SH SHARED 10 18200 D NAVIGATORS GROUP INC COM 63890410 2033 41000 SH SHARED 17 6100 34900 D NATURAL RESOURCE PARTNERS L SUB UT LP NEW 63900P40 1086 21428 SH SHARED 21428 D NATURES SUNSHINE PRODUCTS IN COM 63902710 10 800 SH SHARED 800 D NATURES SUNSHINE PRODUCTS IN COM 63902710 75 6000 SH SHARED 17 6000 D NATUZZI S P A ADR 63905A10 349 47900 SH SHARED 47900 D NAUGATUCK VY FINL CORP COM 63906710 391 36217 SH SHARED 36217 D NAUTILUS INC COM 63910B10 32 2200 SH SHARED 2200 D NAUTILUS INC COM 63910B10 77 5200 SH SHARED 01 5200 D NAUTILUS INC COM 63910B10 29 2000 SH SHR/OTHR 01 2000 D NAUTILUS INC COM 63910B10 26 1800 SH SHARED 02 1800 D NAUTILUS INC COM 63910B10 183 12275 SH SHARED 17 12275 D NAVARRE CORP COM 63920810 7 1700 SH SHARED 1700 D NAVARRE CORP COM 63920810 61 14300 SH SHARED 17 14300 D NAVISTAR INTL CORP NEW NOTE 2.500%12/1 63934EAG 33812 33711000 PRN SHARED 33711000 D NAVISTAR INTL CORP NEW NOTE 2.500%12/1 63934EAG 4012 4000000 PRN SHARED 02 4000000 D NAVISTAR INTL CORP NEW NOTE 2.500%12/1 63934EAG 5 5000 PRN SHARED 17 5000 D NAVISTAR INTL CORP NEW COM 63934E10 9303 337326 SH SHARED 337326 D NAVISTAR INTL CORP NEW COM 63934E10 394 14300 SH SHARED 01 14300 D NAVISTAR INTL CORP NEW COM 63934E10 632 22915 SH SHARED 02 22915 D NAVISTAR INTL CORP NEW COM 63934E10 428 15550 SH SHARED 06 15550 D NAVISTAR INTL CORP NEW COM 63934E10 1139 41300 SH SHARED 14 41300 D NAVISTAR INTL CORP NEW COM 63934E10 817 29642 SH SHARED 17 29642 D NAVIGANT CONSULTING INC COM 63935N10 463 21700 SH SHARED 21700 D NAVIGANT CONSULTING INC COM 63935N10 260 12200 SH SHARED 01 12200 D NAVIGANT CONSULTING INC COM 63935N10 371 17400 SH SHARED 02 17400 D NAVIGANT CONSULTING INC COM 63935N10 53 2500 SH SHARED 10 2500 D NAVIGANT CONSULTING INC COM 63935N10 969 45400 SH SHARED 14 45400 D NAVIGANT CONSULTING INC COM 63935N10 481 22575 SH SHARED 17 18775 3800 D NAVIGANT INTL INC COM 63935R10 6 500 SH SHARED 01 500 D NAVTEQ CORP COM 63936L10 5 100 SH SHARED 100 D NAVTEQ CORP COM 63936L10 455 9000 SH SHARED 02 9000 D NAVTEQ CORP COM 63936L10 1529 30200 SH SHARED 10 29900 300 D NAVTEQ CORP COM 63936L10 31610 624100 SH SHARED 17 624100 D NEENAH PAPER INC COM 64007910 54 1671 SH SHARED 1579 92 D NEENAH PAPER INC COM 64007910 18 567 SH SHR/OTHR 567 D NEENAH PAPER INC COM 64007910 24 737 SH SHARED 01 737 D NEENAH PAPER INC COM 64007910 38 1183 SH SHR/OTHR 01 1183 D NEENAH PAPER INC COM 64007910 55 1702 SH SHARED 10 1 1701 D NEENAH PAPER INC COM 64007910 360 11000 SH SHARED 17 8200 2800 D NEKTAR THERAPEUTICS COM 64026810 2038 100000 SH SHARED 100000 D NEKTAR THERAPEUTICS COM 64026810 3058 150070 SH SHARED 150070 D NEKTAR THERAPEUTICS COM 64026810 132 6500 SH SHARED 01 6500 D NEKTAR THERAPEUTICS COM 64026810 305 15011 SH SHARED 02 15011 D NEKTAR THERAPEUTICS COM 64026810 23437 1150000 SH SHARED 04 1150000 D NEKTAR THERAPEUTICS COM 64026810 28 1384 SH SHARED 06 1384 D NEKTAR THERAPEUTICS COM 64026810 1858 91200 SH SHARED 10 91200 D NEKTAR THERAPEUTICS COM 64026810 61 3000 SH SHARED 14 3000 D NEKTAR THERAPEUTICS COM 64026810 1365 67000 SH SHARED 17 32600 34400 D NELNET INC CL A 64031N10 4 100 SH SHARED 01 100 D NELNET INC CL A 64031N10 70 1700 SH SHARED 02 1700 D NELNET INC CL A 64031N10 41 1000 SH SHARED 17 1000 D NELSON THOMAS INC COM 64037610 5449 186300 SH SHARED 186300 D NELSON THOMAS INC COM 64037610 122 4200 SH SHARED 17 4200 D NEOWARE INC COM 64065P10 79 2700 SH SHARED 2700 D NEOWARE INC COM 64065P10 2055 69400 SH SHARED 17 69400 D NEOPHARM INC COM 64091910 10 1200 SH SHARED 1200 D NEOPHARM INC COM 64091910 73 8786 SH SHARED 17 8786 D NETBANK INC COM 64093310 873 120591 SH SHARED 120591 D NETBANK INC COM 64093310 1235 170600 SH SHARED 10 170600 D NETBANK INC COM 64093310 168 23296 SH SHARED 17 23296 D NESS TECHNOLOGIES INC COM 64104X10 329 26200 SH SHARED 26200 D NESS TECHNOLOGIES INC COM 64104X10 96 7700 SH SHARED 17 7700 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 519 18350 SH SHARED 18350 D NETFLIX COM INC COM 64110L10 72 2500 SH SHARED 2500 D NETFLIX COM INC COM 64110L10 278 9600 SH SHARED 01 9600 D NETFLIX COM INC COM 64110L10 49 1700 SH SHARED 02 1700 D NETFLIX COM INC COM 64110L10 14 500 SH SHARED 10 500 D NETFLIX COM INC COM 64110L10 452 15600 SH SHARED 17 13300 2300 D NETFLIX COM INC COM 64110L10 8 300 SH SHARED 19 300 D NETEASE COM INC SPONSORED ADR 64110W10 1731 70564 SH SHARED 70564 D NETEASE COM INC SPONSORED ADR 64110W10 2 108 SH SHARED 02 108 D NETGEAR INC COM 64111Q10 39 2100 SH SHARED 2100 D NETGEAR INC COM 64111Q10 17 900 SH SHARED 01 900 D NETGEAR INC COM 64111Q10 138 7300 SH SHARED 02 7300 D NETGEAR INC COM 64111Q10 294 15500 SH SHARED 17 15500 D NETMANAGE INC COM NEW 64114430 0 20 SH SHARED 01 20 D NETIQ CORP COM 64115P10 165 14811 SH SHARED 14811 D NETIQ CORP COM 64115P10 89 8000 SH SHARED 10 8000 D NETIQ CORP COM 64115P10 240 21572 SH SHARED 17 21572 D NETSCOUT SYS INC COM 64115T10 70 7800 SH SHARED 7800 D NETSCOUT SYS INC COM 64115T10 65 7200 SH SHARED 17 7200 D NETRATINGS INC COM 64116M10 622 47007 SH SHARED 47007 D NETRATINGS INC COM 64116M10 55 4200 SH SHARED 17 4200 D NETLOGIC MICROSYSTEMS INC COM 64118B10 32 800 SH SHARED 800 D NETLOGIC MICROSYSTEMS INC COM 64118B10 49 1200 SH SHARED 01 1200 D NETLOGIC MICROSYSTEMS INC COM 64118B10 255 6200 SH SHARED 10 6200 D NETLOGIC MICROSYSTEMS INC COM 64118B10 1763 42800 SH SHARED 17 5500 37300 D NETWORK APPLIANCE INC COM 64120L10 54246 1505593 SH SHARED 1488093 17500 D NETWORK APPLIANCE INC COM 64120L10 2806 77898 SH SHARED 01 77898 D NETWORK APPLIANCE INC COM 64120L10 8643 239908 SH SHARED 02 239908 D NETWORK APPLIANCE INC COM 64120L10 54 1500 SH SHARED 04 1500 D NETWORK APPLIANCE INC COM 64120L10 794 22060 SH SHARED 06 22060 D NETWORK APPLIANCE INC COM 64120L10 18606 516425 SH SHARED 10 512000 4425 D NETWORK APPLIANCE INC COM 64120L10 1334 37052 SH SHARED 14 37052 D NETWORK APPLIANCE INC COM 64120L10 6793 188563 SH SHARED 17 183963 4600 D NEUBERGER BERMAN CA INT MUN COM 64123C10 12 925 SH SHARED 925 D NEUROGEN CORP COM 64124E10 9 1596 SH SHARED 1596 D NEUROGEN CORP COM 64124E10 48 7900 SH SHARED 17 7900 D NEUBERGER BERMAN NY INT MUN COM 64124K10 0 63 SH SHARED 63 D NEUROBIOLOGICAL TECHNOLOGIES COM 64124W10 963 272110 SH SHARED 01 272110 D NEUROBIOLOGICAL TECHNOLOGIES COM 64124W10 88 25000 SH SHR/OTHR 01 25000 D NEUROCRINE BIOSCIENCES INC COM 64125C10 516 8000 SH SHARED 8000 D NEUROCRINE BIOSCIENCES INC COM 64125C10 3388 52500 SH SHARED 52500 D NEUROCRINE BIOSCIENCES INC COM 64125C10 58 900 SH SHARED 01 900 D NEUROCRINE BIOSCIENCES INC COM 64125C10 211 3278 SH SHARED 02 3278 D NEUROCRINE BIOSCIENCES INC COM 64125C10 5034 78000 SH SHARED 04 78000 D NEUROCRINE BIOSCIENCES INC COM 64125C10 64 1000 SH SHARED 10 1000 D NEUROCRINE BIOSCIENCES INC COM 64125C10 70 1100 SH SHARED 14 1100 D NEUROCRINE BIOSCIENCES INC COM 64125C10 3128 48480 SH SHARED 17 48480 D NEUROMETRIX INC COM 64125510 19 500 SH SHARED 500 D NEUROMETRIX INC COM 64125510 66 1700 SH SHARED 01 1700 D NEUROMETRIX INC COM 64125510 136 3500 SH SHARED 17 3500 D NEUBERGER BERMAN REAL INCM F COM 64126D10 4126 163100 SH SHARED 163100 D NEUBERGER BERMAN RLTY INC FD COM 64126G10 41525 2029606 SH SHARED 2029606 D NEUBERGER BERMAN INCOME OPP COM SHS 64126L10 270 17664 SH SHARED 17664 D NEUSTAR INC CL A 64126X20 1289 41600 SH SHARED 41600 D NEUSTAR INC CL A 64126X20 15 500 SH SHR/OTHR 500 D NEUSTAR INC CL A 64126X20 5 176 SH SHARED 01 176 D NEUSTAR INC CL A 64126X20 7529 242900 SH SHARED 10 242900 D NEUSTAR INC CL A 64126X20 12 400 SH SHARED 14 400 D NEUSTAR INC CL A 64126X20 2737 88300 SH SHARED 17 88300 D NEUBERGER BERMAN DIV ADVANT COM 64127J10 4447 213801 SH SHARED 213801 D NEVSUN RES LTD COM 64156L10 19 7000 SH SHARED 01 7000 D NEW AMER HIGH INCOME FD INC COM 64187610 255 120000 SH SHARED 120000 D NEUBERGER BERMAN RE ES SEC F COM 64190A10 40233 2541575 SH SHARED 2541575 D NEW CENTURY FINANCIAL CORP M COM 6435EV10 35499 771402 SH SHARED 771402 D NEW CENTURY FINANCIAL CORP M COM 6435EV10 358 7800 SH SHARED 01 7800 D NEW CENTURY FINANCIAL CORP M COM 6435EV10 405 8802 SH SHARED 02 8802 D NEW CENTURY FINANCIAL CORP M COM 6435EV10 193 4200 SH SHARED 10 4200 D NEW CENTURY FINANCIAL CORP M COM 6435EV10 207 4500 SH SHARED 17 2800 1700 D NEW GOLD INC CDA COM 64453510 2 300 SH SHARED 300 D NEW IRELAND FUND INC COM 64567310 47 1897 SH SHARED 1897 D NEW JERSEY RES COM 64602510 81 1800 SH SHARED 1800 D NEW JERSEY RES COM 64602510 107 2374 SH SHARED 01 2374 D NEW JERSEY RES COM 64602510 9 200 SH SHARED 02 200 D NEW JERSEY RES COM 64602510 2151 47550 SH SHARED 10 47550 D NEW JERSEY RES COM 64602510 1174 25950 SH SHARED 17 25950 D NEW PLAN EXCEL RLTY TR INC COM 64805310 607 23400 SH SHARED 23400 D NEW PLAN EXCEL RLTY TR INC COM 64805310 881 34000 SH SHARED 01 34000 D NEW PLAN EXCEL RLTY TR INC COM 64805310 77 3000 SH SHR/OTHR 01 3000 D NEW PLAN EXCEL RLTY TR INC COM 64805310 1234 47577 SH SHARED 02 47577 D NEW PLAN EXCEL RLTY TR INC COM 64805310 6046 233100 SH SHARED 11 233100 D NEW RIV PHARMACEUTICALS INC COM 64846820 29 900 SH SHARED 900 D NEW RIV PHARMACEUTICALS INC COM 64846820 86 2600 SH SHARED 01 2600 D NEW RIV PHARMACEUTICALS INC COM 64846820 3247 97800 SH SHARED 10 96200 1600 D NEW RIV PHARMACEUTICALS INC COM 64846820 112 3400 SH SHARED 17 3400 D NEW YORK & CO INC COM 64929510 14 1000 SH SHARED 1000 D NEW YORK & CO INC COM 64929510 95 6400 SH SHARED 01 6400 D NEW YORK & CO INC COM 64929510 7735 517800 SH SHARED 10 379300 138500 D NEW YORK & CO INC COM 64929510 1211 81123 SH SHARED 17 13123 68000 D NEW YORK CMNTY BANCORP INC COM 64944510 21843 1246761 SH SHARED 1230633 16128 D NEW YORK CMNTY BANCORP INC COM 64944510 1545 88240 SH SHARED 01 88240 D NEW YORK CMNTY BANCORP INC COM 64944510 1920 109601 SH SHARED 02 109601 D NEW YORK CMNTY BANCORP INC COM 64944510 143 8210 SH SHARED 06 8210 D NEW YORK CMNTY BANCORP INC COM 64944510 109 6248 SH SHARED 10 6248 D NEW YORK CMNTY BANCORP INC COM 64944510 1489 85000 SH SHARED 17 400 84600 D NEW YORK TIMES CO CL A 65011110 29719 1174200 SH SHARED 1174200 D NEW YORK TIMES CO CL A 65011110 25 1000 SH SHR/OTHR 1000 D NEW YORK TIMES CO CL A 65011110 719 28440 SH SHARED 01 28440 D NEW YORK TIMES CO CL A 65011110 44 1760 SH SHR/OTHR 01 1760 D NEW YORK TIMES CO CL A 65011110 1307 51650 SH SHARED 02 51650 D NEW YORK TIMES CO CL A 65011110 7466 295000 SH SHARED 04 295000 D NEW YORK TIMES CO CL A 65011110 238 9430 SH SHARED 06 9430 D NEW YORK TIMES CO CL A 65011110 25 1025 SH SHARED 10 1025 D NEW YORK TIMES CO CL A 65011110 3366 133024 SH SHARED 17 132124 900 D NEWALLIANCE BANCSHARES INC COM 65020310 14148 980473 SH SHARED 980473 D NEWALLIANCE BANCSHARES INC COM 65020310 85 5900 SH SHARED 02 5900 D NEWALLIANCE BANCSHARES INC COM 65020310 10480 726300 SH SHARED 17 726300 D NEWCASTLE INVT CORP COM 65105M10 11235 469700 SH SHARED 469700 D NEWCASTLE INVT CORP COM 65105M10 148 6200 SH SHARED 01 6200 D NEWCASTLE INVT CORP COM 65105M10 59 2500 SH SHARED 02 2500 D NEWCASTLE INVT CORP COM 65105M10 947 39600 SH SHARED 10 39600 D NEWCASTLE INVT CORP COM 65105M10 15728 657559 SH SHARED 17 641959 15600 D NEWELL RUBBERMAID INC COM 65122910 25407 1008625 SH SHARED 1008625 D NEWELL RUBBERMAID INC COM 65122910 7 315 SH SHR/OTHR 315 D NEWELL RUBBERMAID INC COM 65122910 1382 54887 SH SHARED 01 54887 D NEWELL RUBBERMAID INC COM 65122910 2424 96238 SH SHARED 02 96238 D NEWELL RUBBERMAID INC COM 65122910 10165 403540 SH SHARED 06 403540 D NEWELL RUBBERMAID INC COM 65122910 2153 85489 SH SHARED 10 85489 D NEWELL RUBBERMAID INC COM 65122910 125 5000 SH SHARED 14 5000 D NEWELL RUBBERMAID INC COM 65122910 4540 180247 SH SHARED 17 120147 60100 D NEWFIELD EXPL CO COM 65129010 2468 58922 SH SHARED 58922 D NEWFIELD EXPL CO COM 65129010 2040 48700 SH SHARED 01 48700 D NEWFIELD EXPL CO COM 65129010 2438 58200 SH SHARED 02 58200 D NEWFIELD EXPL CO COM 65129010 181 4340 SH SHARED 06 4340 D NEWFIELD EXPL CO COM 65129010 20 500 SH SHARED 10 500 D NEWFIELD EXPL CO COM 65129010 21 506 SH SHARED 14 506 D NEWFIELD EXPL CO COM 65129010 955 22800 SH SHARED 17 5800 17000 D NEWKIRK REALTY TR INC COM 65149710 18 1000 SH SHARED 1000 D NEWKIRK REALTY TR INC COM 65149710 106 5900 SH SHARED 17 5900 D NEWMARKET CORP COM 65158710 57 1200 SH SHARED 1200 D NEWMARKET CORP COM 65158710 14 304 SH SHARED 01 304 D NEWMARKET CORP COM 65158710 85 1800 SH SHARED 10 1800 D NEWMARKET CORP COM 65158710 494 10400 SH SHARED 17 7400 3000 D NEWMONT MINING CORP COM 65163910 389 7500 SH SHARED 7500 D NEWMONT MINING CORP COM 65163910 128798 2482154 SH SHARED 2438533 43621 D NEWMONT MINING CORP COM 65163910 263 5086 SH SHR/OTHR 5086 D NEWMONT MINING CORP COM 65163910 5591 107750 SH SHARED 01 19100 88650 D NEWMONT MINING CORP COM 65163910 423 8169 SH SHR/OTHR 01 8169 D NEWMONT MINING CORP COM 65163910 37393 720627 SH SHARED 02 720627 D NEWMONT MINING CORP COM 65163910 45549 877800 SH SHARED 04 877800 D NEWMONT MINING CORP COM 65163910 53379 1028706 SH SHARED 06 1028706 D NEWMONT MINING CORP COM 65163910 66985 1290914 SH SHARED 10 1288405 2509 D NEWMONT MINING CORP COM 65163910 498 9600 SH SHARED 14 9600 D NEWMONT MINING CORP COM 65163910 1089 20990 SH SHARED 15 20990 D NEWMONT MINING CORP COM 65163910 7887 152000 SH SHARED 16 152000 D NEWMONT MINING CORP COM 65163910 11898 229307 SH SHARED 17 224407 4900 D NEWMONT MINING CORP COM 65163910 733 14127 SH SHARED 18 14127 D NEWMONT MINING CORP COM 65163910 207 4000 SH SHARED 19 4000 D NEWPARK RES INC COM PAR $.01NEW 65171850 97 11900 SH SHARED 11900 D NEWPARK RES INC COM PAR $.01NEW 65171850 74 9140 SH SHARED 01 9140 D NEWPARK RES INC COM PAR $.01NEW 65171850 251 30725 SH SHARED 17 30725 D NEWPORT CORP COM 65182410 216 11500 SH SHARED 11500 D NEWPORT CORP COM 65182410 303 16100 SH SHARED 01 16100 D NEWPORT CORP COM 65182410 307 16320 SH SHARED 02 16320 D NEWPORT CORP COM 65182410 347 18400 SH SHARED 17 18400 D NEWS CORP CL A 65248E10 140486 8457952 SH SHARED 8457952 D NEWS CORP CL A 65248E10 1 106 SH SHR/OTHR 106 D NEWS CORP CL A 65248E10 8166 491672 SH SHARED 01 491672 D NEWS CORP CL A 65248E10 21 1288 SH SHR/OTHR 01 1288 D NEWS CORP CL A 65248E10 13846 833644 SH SHARED 02 833644 D NEWS CORP CL A 65248E10 2678 161229 SH SHARED 06 161229 D NEWS CORP CL A 65248E10 28335 1705911 SH SHARED 10 262248 1419480 24183 D NEWS CORP CL A 65248E10 763 45947 SH SHARED 14 45947 D NEWS CORP CL A 65248E10 20086 1209275 SH SHARED 17 1185154 24121 D NEWS CORP CL B 65248E20 22839 1300627 SH SHARED 1300627 D NEWS CORP CL B 65248E20 7 400 SH SHR/OTHR 400 D NEWS CORP CL B 65248E20 126 7201 SH SHARED 01 7201 D NEWS CORP CL B 65248E20 105 6000 SH SHR/OTHR 01 6000 D NEWS CORP CL B 65248E20 6 380 SH SHARED 02 380 D NEWS CORP CL B 65248E20 397 22663 SH SHARED 06 22663 D NEWS CORP CL B 65248E20 76 4378 SH SHARED 10 4378 D NEWS CORP CL B 65248E20 140 8001 SH SHARED 14 8001 D NEWS CORP CL B 65248E20 68 3888 SH SHARED 17 3888 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 14000 14000000 PRN SHARED 14000000 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 4642 4642000 PRN SHARED 4642000 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 33600 33600000 PRN SHARED 02 33600000 D NEXTEL PARTNERS INC NOTE 1.500%11/1 65333FAS 4553 2063000 PRN SHARED 02 2063000 D NEXTEL PARTNERS INC CL A 65333F10 409741 14468290 SH SHARED 14468290 D NEXTEL PARTNERS INC CL A 65333F10 479 16919 SH SHARED 02 16919 D NEXTEL PARTNERS INC CL A 65333F10 708 25000 SH SHARED 17 25000 D NEXITY FINL CORP COM NEW 65333R20 677 53400 SH SHARED 17 53400 D NEXEN INC COM 65334H10 10803 196289 SH SHARED 195589 700 D NEXEN INC COM 65334H10 154 2808 SH SHARED 01 2808 D NEXEN INC COM 65334H10 5774 104906 SH SHARED 02 104906 D NEXEN INC COM 65334H10 10044 182500 SH SHARED 04 182500 D NEXEN INC COM 65334H10 96 1747 SH SHARED 06 1747 D NEXEN INC COM 65334H10 63 1146 SH SHARED 10 1146 D NEXEN INC COM 65334H10 60 1100 SH SHARED 14 1100 D NEXEN INC COM 65334H10 3852 70000 SH SHARED 16 70000 D NEXEN INC COM 65334H10 55 1000 SH SHARED 17 1000 D NEXSTAR BROADCASTING GROUP I CL A 65336K10 21 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 47 2090 SH SHARED 01 2090 D NICE SYS LTD SPONSORED ADR 65365610 3327 65303 SH SHARED 65303 D NICE SYS LTD SPONSORED ADR 65365610 12341 242179 SH SHARED 10 242179 D NICE SYS LTD SPONSORED ADR 65365610 937 18400 SH SHARED 17 18400 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 93 5996 SH SHARED 5996 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 217 14000 SH SHR/OTHR 01 14000 D NICHOLAS APPLEGATE CV&INC FD COM 65370G10 49 3200 SH SHARED 3200 D NICHOLAS APPLEGATE CV&INC FD COM 65370G10 47 3101 SH SHARED 01 3101 D NICOR INC COM 65408610 4304 108820 SH SHARED 96500 12320 D NICOR INC COM 65408610 292 7400 SH SHARED 01 7400 D NICOR INC COM 65408610 436 11040 SH SHARED 02 11040 D NICOR INC COM 65408610 47 1200 SH SHARED 06 1200 D NICOR INC COM 65408610 197 5000 SH SHARED 10 5000 D NICOR INC COM 65408610 2014 50921 SH SHARED 17 50921 D NIKE INC CL B 65410610 141569 1663572 SH SHARED 1636292 27280 D NIKE INC CL B 65410610 1097 12900 SH SHR/OTHR 12900 D NIKE INC CL B 65410610 5008 58855 SH SHARED 01 5070 53785 D NIKE INC CL B 65410610 301 3538 SH SHR/OTHR 01 3538 D NIKE INC CL B 65410610 5531 65000 SH SHARED 02 65000 D NIKE INC CL B 65410610 3829 45000 SH SHARED 04 45000 D NIKE INC CL B 65410610 1302 15308 SH SHARED 06 15308 D NIKE INC CL B 65410610 3132 36813 SH SHARED 10 35100 1713 D NIKE INC CL B 65410610 672 7900 SH SHARED 14 7900 D NIKE INC CL B 65410610 10417 122418 SH SHARED 17 120918 1500 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 762 31900 SH SHARED 31900 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 621 26000 SH SHARED 01 25700 300 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 4594 192330 SH SHARED 10 192330 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 7434 311200 SH SHARED 17 311200 D 99 CENTS ONLY STORES COM 65440K10 261 19300 SH SHARED 19300 D 99 CENTS ONLY STORES COM 65440K10 343 25300 SH SHARED 01 25300 D 99 CENTS ONLY STORES COM 65440K10 11 823 SH SHR/OTHR 01 823 D 99 CENTS ONLY STORES COM 65440K10 256 18900 SH SHARED 02 18900 D 99 CENTS ONLY STORES COM 65440K10 238 17600 SH SHARED 17 17600 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 991 45998 SH SHARED 45700 298 D NISOURCE INC COM 65473P10 18248 902491 SH SHARED 888727 13764 D NISOURCE INC COM 65473P10 60 3000 SH SHR/OTHR 3000 D NISOURCE INC COM 65473P10 1141 56444 SH SHARED 01 56444 D NISOURCE INC COM 65473P10 29 1457 SH SHR/OTHR 01 1457 D NISOURCE INC COM 65473P10 2211 109363 SH SHARED 02 109363 D NISOURCE INC COM 65473P10 345 17080 SH SHARED 06 17080 D NISOURCE INC COM 65473P10 930 46008 SH SHARED 10 40900 5108 D NISOURCE INC COM 65473P10 240 11880 SH SHARED 14 11880 D NISOURCE INC COM 65473P10 6381 315597 SH SHARED 17 311997 3600 D NISSAN MOTORS SPONSORED ADR 65474440 4164 175112 SH SHARED 172502 2610 D NISSAN MOTORS SPONSORED ADR 65474440 24 1010 SH SHARED 01 1010 D NITROMED INC COM 65479850 2033 242106 SH SHARED 242106 D NITROMED INC COM 65479850 954 113650 SH SHARED 04 113650 D NITROMED INC COM 65479850 5 692 SH SHARED 06 692 D NITROMED INC COM 65479850 67 8000 SH SHARED 14 8000 D NITROMED INC COM 65479850 51 6142 SH SHARED 17 6142 D NOBEL LEARNING CMNTYS INC COM 65488910 3118 325500 SH SHARED 17 325500 D NOKIA CORP SPONSORED ADR 65490220 61931 2988988 SH SHARED 2574442 414546 D NOKIA CORP SPONSORED ADR 65490220 4112 198460 SH SHR/OTHR 198460 D NOKIA CORP SPONSORED ADR 65490220 24777 1195823 SH SHARED 01 772750 423073 D NOKIA CORP SPONSORED ADR 65490220 2374 114585 SH SHR/OTHR 01 114585 D NOKIA CORP SPONSORED ADR 65490220 6216 300000 SH SHARED 02 300000 D NOKIA CORP SPONSORED ADR 65490220 72 3500 SH SHARED 06 3500 D NOKIA CORP SPONSORED ADR 65490220 144769 6986966 SH SHARED 10 6193651 793315 D NOKIA CORP SPONSORED ADR 65490220 372 18000 SH SHR/OTHR 10 18000 D NOKIA CORP SPONSORED ADR 65490220 3012 145400 SH SHARED 14 145400 D NOKIA CORP SPONSORED ADR 65490220 8593 414720 SH SHARED 17 276420 138300 D NOBLE ENERGY INC COM 65504410 2279 51902 SH SHARED 51902 D NOBLE ENERGY INC COM 65504410 4613 105032 SH SHARED 01 105032 D NOBLE ENERGY INC COM 65504410 179 4090 SH SHR/OTHR 01 4090 D NOBLE ENERGY INC COM 65504410 3443 78400 SH SHARED 02 78400 D NOBLE ENERGY INC COM 65504410 520 11850 SH SHARED 06 11850 D NOBLE ENERGY INC COM 65504410 35 800 SH SHARED 10 800 D NOBLE ENERGY INC COM 65504410 40 911 SH SHARED 14 911 D NOBLE ENERGY INC COM 65504410 641 14600 SH SHARED 17 14000 600 D NOBLE INTL LTD COM 65505310 13 800 SH SHARED 800 D NOBLE INTL LTD COM 65505310 83 4950 SH SHARED 17 4950 D NOMURA HLDGS INC SPONSORED ADR 65535H20 294 13300 SH SHARED 13300 D NORDSON CORP COM 65566310 2790 55966 SH SHARED 55966 D NORDSON CORP COM 65566310 812 16300 SH SHARED 01 16300 D NORDSON CORP COM 65566310 936 18781 SH SHARED 02 18781 D NORDSON CORP COM 65566310 334 6700 SH SHARED 10 6700 D NORDSON CORP COM 65566310 2129 42700 SH SHARED 17 15800 26900 D NORDSTROM INC COM 65566410 17447 445320 SH SHARED 445320 D NORDSTROM INC COM 65566410 2217 56600 SH SHARED 01 56600 D NORDSTROM INC COM 65566410 3357 85685 SH SHARED 02 85685 D NORDSTROM INC COM 65566410 229 5850 SH SHARED 06 5850 D NORDSTROM INC COM 65566410 262 6700 SH SHARED 10 3400 3300 D NORDSTROM INC COM 65566410 5521 140925 SH SHARED 17 140925 D NORFOLK SOUTHERN CORP COM 65584410 52537 971654 SH SHARED 969004 2650 D NORFOLK SOUTHERN CORP COM 65584410 3091 57176 SH SHR/OTHR 57176 D NORFOLK SOUTHERN CORP COM 65584410 6080 112455 SH SHARED 01 400 112055 D NORFOLK SOUTHERN CORP COM 65584410 70 1300 SH SHR/OTHR 01 1300 D NORFOLK SOUTHERN CORP COM 65584410 9820 181626 SH SHARED 02 181626 D NORFOLK SOUTHERN CORP COM 65584410 1521 28148 SH SHARED 06 28148 D NORFOLK SOUTHERN CORP COM 65584410 3716 68730 SH SHARED 10 64800 3930 D NORFOLK SOUTHERN CORP COM 65584410 100 1853 SH SHARED 14 1853 D NORFOLK SOUTHERN CORP COM 65584410 9220 170530 SH SHARED 17 166930 3600 D NORSK HYDRO A S SPONSORED ADR 65653160 20 150 SH SHARED 01 150 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 7 748 SH SHARED 748 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 61325 65101000 PRN SHARED 65101000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 18595 19740000 PRN SHARED 02 19740000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 0 20 PRN SHARED 17 20 D NORTEL NETWORKS CORP NEW COM 65656810 152 50000 SH SHARED 50000 D NORTEL NETWORKS CORP NEW COM 65656810 61635 20208232 SH SHARED 20163432 44800 D NORTEL NETWORKS CORP NEW COM 65656810 3 1200 SH SHR/OTHR 1200 D NORTEL NETWORKS CORP NEW COM 65656810 797 261408 SH SHARED 01 261408 D NORTEL NETWORKS CORP NEW COM 65656810 0 300 SH SHR/OTHR 01 300 D NORTEL NETWORKS CORP NEW COM 65656810 11014 3611215 SH SHARED 02 3611215 D NORTEL NETWORKS CORP NEW COM 65656810 29890 9800000 SH SHARED 04 9800000 D NORTEL NETWORKS CORP NEW COM 65656810 85 27949 SH SHARED 06 27949 D NORTEL NETWORKS CORP NEW COM 65656810 31 10432 SH SHARED 10 10432 D NORTEL NETWORKS CORP NEW COM 65656810 222 72853 SH SHARED 14 72853 D NORTEL NETWORKS CORP NEW COM 65656810 2363 775000 SH SHARED 16 775000 D NORTEL NETWORKS CORP NEW COM 65656810 2693 883070 SH SHARED 17 873270 9800 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 128 4300 SH SHARED 01 4300 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 128 4300 SH SHR/OTHR 01 4300 D NORTH FORK BANCORPORATION NY COM 65942410 143349 4972220 SH SHARED 4957426 14794 D NORTH FORK BANCORPORATION NY COM 65942410 303 10525 SH SHR/OTHR 10525 D NORTH FORK BANCORPORATION NY COM 65942410 3421 118688 SH SHARED 01 1837 116851 D NORTH FORK BANCORPORATION NY COM 65942410 147 5110 SH SHR/OTHR 01 5110 D NORTH FORK BANCORPORATION NY COM 65942410 8384 290811 SH SHARED 02 290811 D NORTH FORK BANCORPORATION NY COM 65942410 3174 110101 SH SHARED 06 110101 D NORTH FORK BANCORPORATION NY COM 65942410 548 19042 SH SHARED 10 16558 2484 D NORTH FORK BANCORPORATION NY COM 65942410 45 1576 SH SHARED 14 1576 D NORTH FORK BANCORPORATION NY COM 65942410 2248 78000 SH SHARED 16 78000 D NORTH FORK BANCORPORATION NY COM 65942410 6057 210106 SH SHARED 17 190994 19112 D NORTH PITTSBURGH SYS INC COM 66156210 23 1000 SH SHARED 1000 D NORTH PITTSBURGH SYS INC COM 66156210 518 22200 SH SHARED 10 22200 D NORTH PITTSBURGH SYS INC COM 66156210 114 4900 SH SHARED 17 4900 D NORTHEAST UTILS COM 66439710 866 44379 SH SHARED 34600 9779 D NORTHEAST UTILS COM 66439710 1117 57200 SH SHARED 01 57200 D NORTHEAST UTILS COM 66439710 1332 68203 SH SHARED 02 68203 D NORTHEAST UTILS COM 66439710 228 11700 SH SHARED 17 11700 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 795 16600 SH SHARED 16600 D NORTHERN EMPIRE BANCSHARES COM 66511210 15 600 SH SHARED 600 D NORTHERN EMPIRE BANCSHARES COM 66511210 45 1800 SH SHARED 17 1800 D NORTHERN ORION RES INC COM 66557510 3509 776500 SH SHARED 17 776500 D NORTHERN TR CORP COM 66585910 16183 308252 SH SHARED 301052 7200 D NORTHERN TR CORP COM 66585910 1775 33816 SH SHR/OTHR 33816 D NORTHERN TR CORP COM 66585910 2777 52900 SH SHARED 01 52900 D NORTHERN TR CORP COM 66585910 3474 66179 SH SHARED 02 66179 D NORTHERN TR CORP COM 66585910 649 12377 SH SHARED 06 12377 D NORTHERN TR CORP COM 66585910 21 413 SH SHARED 10 413 D NORTHERN TR CORP COM 66585910 4208 80154 SH SHARED 17 79854 300 D NORTHFIELD LABS INC COM 66613510 15 1524 SH SHARED 1524 D NORTHFIELD LABS INC COM 66613510 6 600 SH SHARED 01 600 D NORTHFIELD LABS INC COM 66613510 135 13500 SH SHARED 17 13500 D NORTHROP GRUMMAN CORP COM 66680710 42640 624400 SH SHARED 605800 18600 D NORTHROP GRUMMAN CORP COM 66680710 932 13648 SH SHR/OTHR 13648 D NORTHROP GRUMMAN CORP COM 66680710 6554 95976 SH SHARED 01 95976 D NORTHROP GRUMMAN CORP COM 66680710 36 538 SH SHR/OTHR 01 538 D NORTHROP GRUMMAN CORP COM 66680710 13139 192414 SH SHARED 02 192414 D NORTHROP GRUMMAN CORP COM 66680710 2038 29857 SH SHARED 06 29857 D NORTHROP GRUMMAN CORP COM 66680710 9592 140467 SH SHARED 10 64954 75513 D NORTHROP GRUMMAN CORP COM 66680710 1397 20464 SH SHARED 14 20464 D NORTHROP GRUMMAN CORP COM 66680710 10825 158516 SH SHARED 17 146716 11800 D NORTHSTAR RLTY FIN CORP COM 66704R10 14358 1311262 SH SHARED 1311262 D NORTHSTAR RLTY FIN CORP COM 66704R10 1172 107034 SH SHARED 17 107034 D NORTHWEST BANCORP INC PA COM 66732810 29 1200 SH SHARED 1200 D NORTHWEST BANCORP INC PA COM 66732810 146 5900 SH SHARED 17 5900 D NORTHWEST NAT GAS CO COM 66765510 67 1900 SH SHARED 1900 D NORTHWEST NAT GAS CO COM 66765510 24 700 SH SHARED 01 700 D NORTHWEST NAT GAS CO COM 66765510 2825 79600 SH SHARED 10 79600 D NORTHWEST NAT GAS CO COM 66765510 447 12607 SH SHARED 17 12607 D NORTHWEST PIPE CO COM 66774610 8856 291800 SH SHARED 17 291800 D NORTHWESTERN CORP *W EXP 99/99/999 66807411 41 7264 SH SHARED 02 7264 D NORTHWESTERN CORP COM NEW 66807430 17228 553258 SH SHARED 553258 D NORTHWESTERN CORP COM NEW 66807430 12 400 SH SHARED 01 400 D NORTHWESTERN CORP COM NEW 66807430 108 3500 SH SHARED 10 3500 D NORTHWESTERN CORP COM NEW 66807430 853 27400 SH SHARED 17 24000 3400 D NOVA CHEMICALS CORP COM 66977W10 3249 114000 SH SHARED 114000 D NOVA CHEMICALS CORP COM 66977W10 1 66 SH SHR/OTHR 66 D NOVA CHEMICALS CORP COM 66977W10 31 1100 SH SHARED 01 1100 D NOVA CHEMICALS CORP COM 66977W10 1609 56483 SH SHARED 02 56483 D NOVA CHEMICALS CORP COM 66977W10 199 7000 SH SHARED 06 7000 D NOVA CHEMICALS CORP COM 66977W10 7 254 SH SHARED 10 254 D NOVA CHEMICALS CORP COM 66977W10 8 300 SH SHARED 17 300 D NOVAMED INC DEL COM 66986W10 1 200 SH SHARED 02 200 D NOVAGOLD RES INC COM NEW 66987E20 18 1178 SH SHARED 1178 D NOVATEL WIRELESS INC COM NEW 66987M60 17 2000 SH SHARED 2000 D NOVATEL WIRELESS INC COM NEW 66987M60 14 1600 SH SHARED 01 1600 D NOVATEL WIRELESS INC COM NEW 66987M60 134 15000 SH SHARED 17 15000 D NOVARTIS A G SPONSORED ADR 66987V10 14835 267601 SH SHARED 266200 1401 D NOVARTIS A G SPONSORED ADR 66987V10 293 5300 SH SHR/OTHR 5300 D NOVARTIS A G SPONSORED ADR 66987V10 52 945 SH SHARED 01 700 245 D NOVARTIS A G SPONSORED ADR 66987V10 78184 1410260 SH SHARED 10 28490 1381770 D NOVARTIS A G SPONSORED ADR 66987V10 1474 26600 SH SHARED 17 26600 D NOVASTAR FINL INC COM 66994740 117 3500 SH SHARED 3500 D NOVASTAR FINL INC COM 66994740 193 5800 SH SHARED 01 5800 D NOVASTAR FINL INC COM 66994740 143 4300 SH SHARED 10 4300 D NOVASTAR FINL INC COM 66994740 49434 1478300 SH SHARED 17 1478300 D NOVATEL INC COM 66995410 2013 54600 SH SHARED 17 54600 D NOVELIS INC COM 67000X10 2282 110963 SH SHARED 110963 D NOVELIS INC COM 67000X10 10 500 SH SHARED 01 500 D NOVELIS INC COM 67000X10 527 25657 SH SHARED 02 25657 D NOVELIS INC COM 67000X10 20 1015 SH SHARED 14 1015 D NOVELIS INC COM 67000X10 19 958 SH SHARED 18 958 D NOVAVAX INC COM 67000210 18649 2337056 SH SHARED 2337056 D NOVAVAX INC COM 67000210 15 2000 SH SHARED 01 2000 D NOVELL INC COM 67000610 5055 658234 SH SHARED 658234 D NOVELL INC COM 67000610 7 1000 SH SHARED 01 1000 D NOVELL INC COM 67000610 1506 196184 SH SHARED 02 196184 D NOVELL INC COM 67000610 78 10200 SH SHARED 06 10200 D NOVELL INC COM 67000610 1830 238400 SH SHARED 10 63200 175200 D NOVELL INC COM 67000610 1186 154518 SH SHARED 17 154518 D NOVELLUS SYS INC COM 67000810 18462 769284 SH SHARED 769084 200 D NOVELLUS SYS INC COM 67000810 30 1250 SH SHR/OTHR 1250 D NOVELLUS SYS INC COM 67000810 778 32450 SH SHARED 01 250 32200 D NOVELLUS SYS INC COM 67000810 63 2640 SH SHR/OTHR 01 2640 D NOVELLUS SYS INC COM 67000810 4483 186821 SH SHARED 02 186821 D NOVELLUS SYS INC COM 67000810 399 16630 SH SHARED 06 16630 D NOVELLUS SYS INC COM 67000810 9 413 SH SHARED 10 413 D NOVELLUS SYS INC COM 67000810 267 11152 SH SHARED 14 11152 D NOVELLUS SYS INC COM 67000810 2374 98956 SH SHARED 17 98556 400 D NOVEN PHARMACEUTICALS INC COM 67000910 226 12600 SH SHARED 12600 D NOVEN PHARMACEUTICALS INC COM 67000910 208 11600 SH SHARED 17 11600 D NU SKIN ENTERPRISES INC CL A 67018T10 64 3700 SH SHARED 3700 D NU SKIN ENTERPRISES INC CL A 67018T10 21 1200 SH SHARED 02 1200 D NU SKIN ENTERPRISES INC CL A 67018T10 40 2300 SH SHARED 10 2300 D NU SKIN ENTERPRISES INC CL A 67018T10 437 24944 SH SHARED 17 21444 3500 D NSTAR COM 67019E10 737 25784 SH SHARED 25784 D NSTAR COM 67019E10 42 1476 SH SHR/OTHR 1476 D NSTAR COM 67019E10 1132 39600 SH SHARED 01 39600 D NSTAR COM 67019E10 1386 48461 SH SHARED 02 48461 D NSTAR COM 67019E10 74 2600 SH SHARED 17 2600 D NUANCE COMMUNICATIONS INC COM 67020Y10 220 18700 SH SHARED 18700 D NUANCE COMMUNICATIONS INC COM 67020Y10 6 560 SH SHARED 02 560 D NUANCE COMMUNICATIONS INC COM 67020Y10 11 1000 SH SHARED 10 1000 D NUANCE COMMUNICATIONS INC COM 67020Y10 599 50736 SH SHARED 17 50736 D NUCOR CORP COM 67034610 72629 693091 SH SHARED 679891 13200 D NUCOR CORP COM 67034610 5889 56199 SH SHARED 01 2100 54099 D NUCOR CORP COM 67034610 8237 78607 SH SHARED 02 78607 D NUCOR CORP COM 67034610 1508 14399 SH SHARED 06 14399 D NUCOR CORP COM 67034610 18106 172789 SH SHARED 10 26200 146589 D NUCOR CORP COM 67034610 736 7031 SH SHARED 14 7031 D NUCOR CORP COM 67034610 9709 92653 SH SHARED 17 66253 26400 D NUVEEN EQTY PRM OPPORTUNITYF COM 6706EM10 7 375 SH SHARED 375 D NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN10 1132 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 19 1500 SH SHR/OTHR 01 1500 D NUVEEN CALIF PREM INCOME MUN COM 6706L010 20 1500 SH SHR/OTHR 01 1500 D NUVEEN CA INVT QUALITY MUN F COM 67062A10 89 6000 SH SHR/OTHR 01 6000 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 30 2000 SH SHR/OTHR 01 2000 D NUVEEN NY PERFORM PLUS MUN F COM 67062R10 26 1603 SH SHARED 1603 D NUVEEN PREM INCOME MUN FD COM 67062T10 24 1762 SH SHARED 1762 D NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 20 1402 SH SHARED 1402 D NVIDIA CORP COM 67066G10 64201 1121222 SH SHARED 1118632 2590 D NVIDIA CORP COM 67066G10 366 6400 SH SHR/OTHR 6400 D NVIDIA CORP COM 67066G10 6536 114160 SH SHARED 01 53600 60560 D NVIDIA CORP COM 67066G10 226 3960 SH SHR/OTHR 01 3960 D NVIDIA CORP COM 67066G10 7218 126068 SH SHARED 02 126068 D NVIDIA CORP COM 67066G10 858 14986 SH SHARED 06 14986 D NVIDIA CORP COM 67066G10 2050 35813 SH SHARED 10 34400 1413 D NVIDIA CORP COM 67066G10 473 8266 SH SHARED 14 8266 D NVIDIA CORP COM 67066G10 5980 104453 SH SHARED 17 104053 400 D NUVEEN NY DIVID ADVNTG MUN F COM 67066X10 25 1600 SH SHARED 01 1600 D NUVEEN SR INCOME FD COM 67067Y10 163 19383 SH SHARED 19383 D NUTRI SYS INC NEW COM 67069D10 76 1600 SH SHARED 1600 D NUTRI SYS INC NEW COM 67069D10 118 2500 SH SHARED 01 2500 D NUTRI SYS INC NEW COM 67069D10 14 300 SH SHARED 10 300 D NUTRI SYS INC NEW COM 67069D10 2088 43950 SH SHARED 17 43950 D NUTRITION 21 INC COM 67069V10 32 15000 SH SHARED 01 15000 D NUVEEN CA DIV ADVANTG MUN FD COM 67069X10 72 5000 SH SHR/OTHR 01 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 72 5000 SH SHR/OTHR 01 5000 D NUVASIVE INC COM 67070410 636 33750 SH SHARED 33750 D NUVASIVE INC COM 67070410 6203 329100 SH SHARED 329100 D NUVASIVE INC COM 67070410 3042 161400 SH SHARED 04 161400 D NUVASIVE INC COM 67070410 145 7700 SH SHARED 14 7700 D NUVASIVE INC COM 67070410 211 11200 SH SHARED 17 11200 D NUVEEN CT DIV ADV MUN FD 3 COM 67071Y10 141 10000 SH SHARED 01 10000 D NUVELO INC COM NEW 67072M30 272 15300 SH SHARED 15300 D NUVELO INC COM NEW 67072M30 105 5900 SH SHARED 01 5900 D NUVELO INC COM NEW 67072M30 6290 353000 SH SHARED 04 353000 D NUVELO INC COM NEW 67072M30 2934 164700 SH SHARED 10 109800 54900 D NUVELO INC COM NEW 67072M30 1545 86733 SH SHARED 17 21333 65400 D NUVEEN FLOATING RATE INCOME COM 67072T10 1559 119524 SH SHARED 119524 D NXSTAGE MEDICAL INC COM 67072V10 6 500 SH SHARED 500 D NXSTAGE MEDICAL INC COM 67072V10 5475 426800 SH SHARED 10 426800 D NXSTAGE MEDICAL INC COM 67072V10 107 8385 SH SHARED 17 8385 D NUVEEN PFD & CONV INC FD COM 67073B10 330 26674 SH SHARED 26674 D NUVEEN PFD & CONV INCOME FD COM SHS 67073D10 223 18143 SH SHARED 18143 D O CHARLEYS INC COM 67082310 4860 263309 SH SHARED 263309 D O CHARLEYS INC COM 67082310 230 12500 SH SHARED 17 12500 D OGE ENERGY CORP COM 67083710 591 20400 SH SHARED 20400 D OGE ENERGY CORP COM 67083710 14 500 SH SHR/OTHR 500 D OGE ENERGY CORP COM 67083710 959 33100 SH SHARED 01 33100 D OGE ENERGY CORP COM 67083710 1177 40610 SH SHARED 02 40610 D OGE ENERGY CORP COM 67083710 116 4000 SH SHARED 10 4000 D OGE ENERGY CORP COM 67083710 89 3100 SH SHARED 17 3100 D OM GROUP INC COM 67087210 43 1900 SH SHARED 1900 D OM GROUP INC COM 67087210 282 12300 SH SHARED 01 12300 D OM GROUP INC COM 67087210 524 22800 SH SHARED 02 22800 D OM GROUP INC COM 67087210 262 11400 SH SHARED 17 11400 D OMI CORP NOTE 2.875%12/0 670874AF 3305 3673000 PRN SHARED 02 3673000 D NUVEEN INVTS INC CL A 67090F10 1449 30100 SH SHARED 30100 D NUVEEN INVTS INC CL A 67090F10 4 100 SH SHARED 01 100 D NUVEEN INVTS INC CL A 67090F10 250 5200 SH SHARED 02 5200 D NUVEEN INVTS INC CL A 67090F10 12552 260700 SH SHARED 10 259600 1100 D NUVEEN INVTS INC CL A 67090F10 2171 45100 SH SHARED 14 45100 D NUVEEN INVTS INC CL A 67090F10 24359 505900 SH SHARED 17 505900 D NUVEEN MUN VALUE FD INC COM 67092810 19 2000 SH SHARED 2000 D NUVEEN NY SELECT QUALITY MUN COM 67097610 102 7000 SH SHR/OTHR 7000 D NUVEEN FLA QUALITY INCOME MU COM 67097810 46 3383 SH SHARED 01 3383 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 75 5000 SH SHR/OTHR 01 5000 D NUVEEN CALIF QUALITY INCM MU COM 67098510 122 8000 SH SHR/OTHR 01 8000 D NUVEEN NY QUALITY INCM MUN F COM 67098610 104 7200 SH SHR/OTHR 7200 D OSI PHARMACEUTICALS INC NOTE 3.250% 9/0 671040AD 7469 7732000 PRN SHARED 7732000 D OSI PHARMACEUTICALS INC COM 67104010 802 25000 SH SHARED 25000 D OSI PHARMACEUTICALS INC COM 67104010 4644 144690 SH SHARED 144690 D OSI PHARMACEUTICALS INC COM 67104010 279 8700 SH SHARED 01 8700 D OSI PHARMACEUTICALS INC COM 67104010 234 7300 SH SHARED 02 7300 D OSI PHARMACEUTICALS INC COM 67104010 10079 314000 SH SHARED 04 314000 D OSI PHARMACEUTICALS INC COM 67104010 16 500 SH SHARED 10 500 D OSI PHARMACEUTICALS INC COM 67104010 1284 40000 SH SHARED 15 40000 D OSI SYSTEMS INC COM 67104410 205 9730 SH SHARED 9730 D OSI SYSTEMS INC COM 67104410 12 600 SH SHARED 02 600 D OSI SYSTEMS INC COM 67104410 173 8200 SH SHARED 17 8200 D O2MICRO INTERNATIONAL LTD SPONS ADR 67107W10 422 39700 SH SHARED 39700 D OAKLEY INC COM 67366210 27 1600 SH SHARED 1600 D OAKLEY INC COM 67366210 27 1594 SH SHR/OTHR 01 1594 D OAKLEY INC COM 67366210 348 20500 SH SHARED 02 20500 D OAKLEY INC COM 67366210 139 8188 SH SHARED 17 8188 D OCCIDENTAL PETE CORP DEL COM 67459910 216418 2335876 SH SHARED 2335826 50 D OCCIDENTAL PETE CORP DEL COM 67459910 9 100 SH SHR/OTHR 100 D OCCIDENTAL PETE CORP DEL COM 67459910 8506 91810 SH SHARED 01 10095 81715 D OCCIDENTAL PETE CORP DEL COM 67459910 636 6871 SH SHR/OTHR 01 6871 D OCCIDENTAL PETE CORP DEL COM 67459910 20298 219090 SH SHARED 02 218290 800 D OCCIDENTAL PETE CORP DEL COM 67459910 6300 68000 SH SHARED 04 68000 D OCCIDENTAL PETE CORP DEL COM 67459910 3739 40357 SH SHARED 06 40357 D OCCIDENTAL PETE CORP DEL COM 67459910 58908 635820 SH SHARED 10 149830 481750 4240 D OCCIDENTAL PETE CORP DEL COM 67459910 2467 26632 SH SHARED 14 26632 D OCCIDENTAL PETE CORP DEL COM 67459910 153290 1654516 SH SHARED 17 1651416 3100 D OCCULOGIX INC COM 67461T10 3 1000 SH SHARED 1000 D OCCULOGIX INC COM 67461T10 38 11300 SH SHARED 17 11300 D OCEANEERING INTL INC COM 67523210 148 2600 SH SHARED 2600 D OCEANEERING INTL INC COM 67523210 154 2700 SH SHARED 02 2700 D OCEANEERING INTL INC COM 67523210 9122 159200 SH SHARED 17 159200 D OCEANFIRST FINL CORP COM 67523410 14 600 SH SHARED 600 D OCEANFIRST FINL CORP COM 67523410 122 5000 SH SHARED 10 5000 D OCEANFIRST FINL CORP COM 67523410 159 6500 SH SHARED 17 3500 3000 D OCWEN FINL CORP COM 67574610 23 2300 SH SHARED 2300 D OCWEN FINL CORP COM 67574610 8 800 SH SHARED 01 800 D OCWEN FINL CORP COM 67574610 169 16600 SH SHARED 17 16600 D ODYSSEY HEALTHCARE INC COM 67611V10 39 2300 SH SHARED 2300 D ODYSSEY HEALTHCARE INC COM 67611V10 192 11200 SH SHARED 01 11200 D ODYSSEY HEALTHCARE INC COM 67611V10 148 8600 SH SHARED 02 8600 D ODYSSEY HEALTHCARE INC COM 67611V10 1748 101600 SH SHARED 10 101600 D ODYSSEY HEALTHCARE INC COM 67611V10 13316 773775 SH SHARED 17 695775 78000 D ODYSSEY MARINE EXPLORATION I COM 67611810 9 2700 SH SHARED 2700 D ODYSSEY MARINE EXPLORATION I COM 67611810 65 17800 SH SHARED 17 17800 D ODYSSEY RE HLDGS CORP DBCV 4.375% 6/1 67612WAB 5384 5279000 PRN SHARED 02 5279000 D ODYSSEY RE HLDGS CORP COM 67612W10 266 12300 SH SHARED 12300 D ODYSSEY RE HLDGS CORP COM 67612W10 19 900 SH SHARED 02 900 D ODYSSEY RE HLDGS CORP COM 67612W10 251 11600 SH SHARED 10 11600 D ODYSSEY RE HLDGS CORP COM 67612W10 7514 346302 SH SHARED 17 346302 D OFFICEMAX INC DEL COM 67622P10 28019 928720 SH SHARED 928720 D OFFICEMAX INC DEL COM 67622P10 407 13500 SH SHARED 01 13500 D OFFICEMAX INC DEL COM 67622P10 5172 171456 SH SHARED 02 171456 D OFFICEMAX INC DEL COM 67622P10 58 1950 SH SHARED 06 1950 D OFFICEMAX INC DEL COM 67622P10 54 1800 SH SHARED 10 1800 D OFFICEMAX INC DEL COM 67622P10 2324 77039 SH SHARED 17 77039 D OFFICE DEPOT INC COM 67622010 29274 786105 SH SHARED 738650 47455 D OFFICE DEPOT INC COM 67622010 2930 78700 SH SHARED 01 10000 68700 D OFFICE DEPOT INC COM 67622010 4209 113041 SH SHARED 02 111541 1500 D OFFICE DEPOT INC COM 67622010 3469 93160 SH SHARED 04 80000 13160 D OFFICE DEPOT INC COM 67622010 48041 1290052 SH SHARED 06 1290052 D OFFICE DEPOT INC COM 67622010 761 20448 SH SHARED 10 16800 3648 D OFFICE DEPOT INC COM 67622010 218 5859 SH SHARED 14 5859 D OFFICE DEPOT INC COM 67622010 676 18170 SH SHARED 15 18170 D OFFICE DEPOT INC COM 67622010 7101 190702 SH SHARED 17 134702 56000 D OHIO CAS CORP COM 67724010 583 18400 SH SHARED 18400 D OHIO CAS CORP COM 67724010 653 20600 SH SHARED 01 20600 D OHIO CAS CORP COM 67724010 694 21900 SH SHARED 02 21900 D OHIO CAS CORP COM 67724010 101 3200 SH SHARED 10 3200 D OHIO CAS CORP COM 67724010 1732 54642 SH SHARED 17 49542 5100 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 42266 287900 SH SHARED 287900 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 102 700 SH SHR/OTHR 700 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 7707 52500 SH SHARED 02 52500 D OIL STS INTL INC COM 67802610 2778 75400 SH SHARED 75400 D OIL STS INTL INC COM 67802610 106 2900 SH SHARED 01 2900 D OIL STS INTL INC COM 67802610 221 6000 SH SHARED 02 6000 D OIL STS INTL INC COM 67802610 62 1700 SH SHARED 10 1700 D OIL STS INTL INC COM 67802610 11891 322700 SH SHARED 17 320000 2700 D OLD DOMINION FGHT LINES INC COM 67958010 51 1900 SH SHARED 1900 D OLD DOMINION FGHT LINES INC COM 67958010 311 11550 SH SHARED 17 11550 D OLD NATL BANCORP IND COM 68003310 536 24804 SH SHARED 24804 D OLD NATL BANCORP IND COM 68003310 771 35670 SH SHARED 10 35670 D OLD NATL BANCORP IND COM 68003310 750 34702 SH SHARED 17 29602 5100 D OLD REP INTL CORP COM 68022310 1345 61648 SH SHARED 61648 D OLD REP INTL CORP COM 68022310 1970 90312 SH SHARED 01 90312 D OLD REP INTL CORP COM 68022310 2248 103060 SH SHARED 02 103060 D OLD REP INTL CORP COM 68022310 182 8343 SH SHARED 06 8343 D OLD REP INTL CORP COM 68022310 4 213 SH SHARED 10 213 D OLD REP INTL CORP COM 68022310 13 625 SH SHARED 17 500 125 D OLD SECOND BANCORP INC ILL COM 68027710 32 1000 SH SHARED 1000 D OLD SECOND BANCORP INC ILL COM 68027710 137 4198 SH SHARED 17 4198 D OLIN CORP COM PAR $1 68066520 9223 429600 SH SHARED 429600 D OLIN CORP COM PAR $1 68066520 620 28900 SH SHARED 01 28900 D OLIN CORP COM PAR $1 68066520 64 3000 SH SHR/OTHR 01 3000 D OLIN CORP COM PAR $1 68066520 536 25000 SH SHARED 02 25000 D OLIN CORP COM PAR $1 68066520 57 2700 SH SHARED 10 2700 D OLIN CORP COM PAR $1 68066520 1102 51354 SH SHARED 17 51354 D OLYMPIC STEEL INC COM 68162K10 484 16051 SH SHARED 16051 D OMNICARE INC DBCV 3.250%12/1 681904AL 2629 2745000 PRN SHARED 02 2745000 D OMNICARE INC COM 68190410 5246 95400 SH SHARED 95400 D OMNICARE INC COM 68190410 2963 53900 SH SHARED 01 5175 48725 D OMNICARE INC COM 68190410 3128 56900 SH SHARED 02 56900 D OMNICARE INC COM 68190410 207 3770 SH SHARED 06 3770 D OMNICARE INC COM 68190410 1342 24416 SH SHARED 10 22650 1766 D OMNICARE INC COM 68190410 467 8500 SH SHARED 14 8500 D OMNICARE INC COM 68190410 27675 503290 SH SHARED 17 502290 1000 D OMNICOM GROUP INC NOTE 2/0 681919AK 25360 26500000 PRN SHARED 26500000 D OMNICOM GROUP INC NOTE 2/0 681919AK 276 289000 PRN SHARED 02 289000 D OMNICOM GROUP INC NOTE 7/3 681919AM 4332 4412000 PRN SHARED 4412000 D OMNICOM GROUP INC NOTE 6/1 681919AR 10160 10284000 PRN SHARED 10284000 D OMNICOM GROUP INC NOTE 6/1 681919AR 239 242000 PRN SHARED 02 242000 D OMNICOM GROUP INC NOTE 6/1 681919AR 395 400000 PRN SHARED 06 400000 D OMNICOM GROUP INC COM 68191910 30744 369300 SH SHARED 369000 300 D OMNICOM GROUP INC COM 68191910 3423 41120 SH SHR/OTHR 41120 D OMNICOM GROUP INC COM 68191910 3667 44050 SH SHARED 01 1500 42550 D OMNICOM GROUP INC COM 68191910 14 170 SH SHR/OTHR 01 170 D OMNICOM GROUP INC COM 68191910 5561 66800 SH SHARED 02 66800 D OMNICOM GROUP INC COM 68191910 959 11521 SH SHARED 06 11521 D OMNICOM GROUP INC COM 68191910 77357 929220 SH SHARED 10 200850 610840 117530 D OMNICOM GROUP INC COM 68191910 319 3840 SH SHARED 14 3840 D OMNICOM GROUP INC COM 68191910 6550 78684 SH SHARED 17 76284 2400 D OMEGA HEALTHCARE INVS INC COM 68193610 51 3700 SH SHARED 3700 D OMEGA HEALTHCARE INVS INC COM 68193610 164 11700 SH SHARED 10 11700 D OMEGA HEALTHCARE INVS INC COM 68193610 248 17700 SH SHARED 17 17700 D 1-800 CONTACTS INC COM 68197710 8 600 SH SHARED 600 D 1-800 CONTACTS INC COM 68197710 28 2100 SH SHARED 17 2100 D OMEGA FINL CORP COM 68209210 30 900 SH SHARED 900 D OMEGA FINL CORP COM 68209210 104 3100 SH SHARED 10 3100 D OMEGA FINL CORP COM 68209210 338 10000 SH SHARED 17 4400 5600 D OMEGA FLEX INC COM 68209510 5 300 SH SHARED 300 D OMNIVISION TECHNOLOGIES INC COM 68212810 570 18900 SH SHARED 18900 D OMNIVISION TECHNOLOGIES INC COM 68212810 1135 37605 SH SHARED 01 37605 D OMNIVISION TECHNOLOGIES INC COM 68212810 9884 327300 SH SHARED 17 327300 D OMNICARE CAP TR II PFD B TR 4.00% 68214Q20 17659 246300 SH SHARED 246300 D ON ASSIGNMENT INC COM 68215910 52 4760 SH SHARED 4760 D ON SEMICONDUCTOR CORP NOTE 4/1 682189AB 4740 5238000 PRN SHARED 02 5238000 D ON SEMICONDUCTOR CORP COM 68218910 2344 322984 SH SHARED 322984 D ON SEMICONDUCTOR CORP COM 68218910 15 2100 SH SHARED 01 2100 D ON SEMICONDUCTOR CORP COM 68218910 629 86721 SH SHARED 02 86721 D ON SEMICONDUCTOR CORP COM 68218910 514 70800 SH SHARED 17 70800 D ONE LIBERTY PPTYS INC COM 68240610 9 500 SH SHARED 500 D ONE LIBERTY PPTYS INC COM 68240610 5185 261500 SH SHARED 11 261500 D 1 800 FLOWERS COM CL A 68243Q10 12 1700 SH SHARED 1700 D 1 800 FLOWERS COM CL A 68243Q10 97 13800 SH SHARED 17 13800 D ONEOK INC NEW COM 68268010 4148 128628 SH SHARED 117600 11028 D ONEOK INC NEW COM 68268010 1783 55302 SH SHARED 01 55302 D ONEOK INC NEW COM 68268010 1745 54128 SH SHARED 02 54128 D ONEOK INC NEW COM 68268010 35 1102 SH SHARED 06 1102 D ONEOK INC NEW COM 68268010 38 1200 SH SHARED 10 1200 D ONEOK INC NEW COM 68268010 15921 493700 SH SHARED 17 493700 D ONLINE RES CORP COM 68273G10 16 1300 SH SHARED 1300 D ONLINE RES CORP COM 68273G10 274 21100 SH SHARED 10 21100 D ONLINE RES CORP COM 68273G10 139 10700 SH SHARED 17 10700 D ONYX PHARMACEUTICALS INC COM 68339910 1071 40800 SH SHARED 40800 D ONYX PHARMACEUTICALS INC COM 68339910 2298 87524 SH SHARED 87524 D ONYX PHARMACEUTICALS INC COM 68339910 89 3400 SH SHARED 01 3400 D ONYX PHARMACEUTICALS INC COM 68339910 68 2600 SH SHARED 02 2600 D ONYX PHARMACEUTICALS INC COM 68339910 14206 541000 SH SHARED 04 541000 D ONYX PHARMACEUTICALS INC COM 68339910 15 600 SH SHARED 10 600 D ONYX PHARMACEUTICALS INC COM 68339910 417 15900 SH SHARED 17 15900 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 43633 1014507 SH SHARED 1014507 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 43919 1021150 SH SHARED 04 1021150 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 5195 120800 SH SHARED 06 120800 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 5652 131425 SH SHARED 10 131425 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 90 2100 SH SHARED 15 2100 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 1918 44607 SH SHARED 17 44607 D OPEN SOLUTIONS INC COM 68371P10 32 1200 SH SHARED 1200 D OPEN SOLUTIONS INC COM 68371P10 72 2660 SH SHARED 01 2660 D OPEN SOLUTIONS INC COM 68371P10 19 700 SH SHARED 02 700 D OPEN SOLUTIONS INC COM 68371P10 330 12100 SH SHARED 17 9000 3100 D OPEN TEXT CORP COM 68371510 3779 230046 SH SHARED 230046 D OPEN TEXT CORP COM 68371510 79 4862 SH SHARED 02 4862 D OPENWAVE SYS INC NOTE 2.750% 9/0 683718AC 314 245000 PRN SHARED 02 245000 D OPENWAVE SYS INC COM NEW 68371830 26881 1245658 SH SHARED 1245658 D OPENWAVE SYS INC COM NEW 68371830 187 8700 SH SHARED 01 8700 D OPENWAVE SYS INC COM NEW 68371830 1294 60000 SH SHARED 04 60000 D OPENWAVE SYS INC COM NEW 68371830 23 1100 SH SHARED 10 1100 D OPENWAVE SYS INC COM NEW 68371830 2958 137076 SH SHARED 17 137076 D OPLINK COMMUNICATIONS INC COM NEW 68375Q40 17 1000 SH SHARED 1000 D OPLINK COMMUNICATIONS INC COM NEW 68375Q40 117 6771 SH SHARED 17 6771 D OPTICAL COMMUNICATION PRODS CL A 68382T10 60 19760 SH SHARED 19760 D OPTICAL COMMUNICATION PRODS CL A 68382T10 24 8100 SH SHARED 17 8100 D OPSWARE INC COM 68383A10 42 5000 SH SHARED 5000 D OPSWARE INC COM 68383A10 239 28000 SH SHARED 17 28000 D OPTEUM INC CL A 68384A10 11 1300 SH SHARED 1300 D OPTEUM INC CL A 68384A10 941 110000 SH SHARED 02 110000 D OPTEUM INC CL A 68384A10 63 7400 SH SHARED 10 7400 D OPTEUM INC CL A 68384A10 226 26500 SH SHARED 17 13900 12600 D OPTIMAL GROUP INC CL A NEW 68388R20 213 14665 SH SHARED 14665 D ORACLE CORP COM 68389X10 216885 15842632 SH SHARED 15609610 233022 D ORACLE CORP COM 68389X10 925 67625 SH SHR/OTHR 67625 D ORACLE CORP COM 68389X10 12570 918207 SH SHARED 01 312975 605232 D ORACLE CORP COM 68389X10 777 56815 SH SHR/OTHR 01 56815 D ORACLE CORP COM 68389X10 17790 1299500 SH SHARED 02 1299500 D ORACLE CORP COM 68389X10 2847 208000 SH SHARED 04 199000 9000 D ORACLE CORP COM 68389X10 8577 626539 SH SHARED 06 626539 D ORACLE CORP COM 68389X10 81448 5949467 SH SHARED 10 4112196 1473200 364071 D ORACLE CORP COM 68389X10 996 72765 SH SHARED 14 72765 D ORACLE CORP COM 68389X10 499 36500 SH SHARED 15 36500 D ORACLE CORP COM 68389X10 31227 2281059 SH SHARED 17 2239988 41071 D ORACLE CORP COM 68389X10 12594 920000 SH SHARED 18 920000 D ORACLE CORP COM 68389X10 49 3650 SH SHARED 19 3650 D OPTION CARE INC NOTE 2.250%11/0 683948AB 7114 5687000 PRN SHARED 5687000 D OPTION CARE INC COM 68394810 133 9413 SH SHARED 9413 D OPTION CARE INC COM 68394810 8109 573500 SH SHARED 17 573500 D OPTIONSXPRESS HLDGS INC COM 68401010 37 1300 SH SHARED 1300 D OPTIONSXPRESS HLDGS INC COM 68401010 1480 50900 SH SHARED 01 44550 6350 D OPTIONSXPRESS HLDGS INC COM 68401010 9547 328310 SH SHARED 10 284810 43500 D OPTIONSXPRESS HLDGS INC COM 68401010 12423 427210 SH SHARED 17 380510 46700 D ORASURE TECHNOLOGIES INC COM 68554V10 30 3000 SH SHARED 3000 D ORASURE TECHNOLOGIES INC COM 68554V10 18 1800 SH SHARED 01 1800 D ORASURE TECHNOLOGIES INC COM 68554V10 558 54200 SH SHARED 10 54200 D ORASURE TECHNOLOGIES INC COM 68554V10 223 21700 SH SHARED 17 21700 D ORBITAL SCIENCES CORP COM 68556410 1338 84582 SH SHARED 84582 D ORBITAL SCIENCES CORP COM 68556410 3 200 SH SHARED 02 200 D ORBITAL SCIENCES CORP COM 68556410 328 20760 SH SHARED 17 20760 D ORCHID CELLMARK INC COM 68573C10 9 1600 SH SHARED 1600 D ORCHID CELLMARK INC COM 68573C10 28 4900 SH SHARED 01 4900 D ORCHID CELLMARK INC COM 68573C10 66 11500 SH SHARED 17 11500 D OREGON STL MLS INC COM 68607910 4021 78600 SH SHARED 78600 D OREGON STL MLS INC COM 68607910 291 5700 SH SHARED 01 5700 D OREGON STL MLS INC COM 68607910 133 2600 SH SHARED 02 2600 D OREGON STL MLS INC COM 68607910 102 2000 SH SHARED 10 2000 D OREGON STL MLS INC COM 68607910 35537 694500 SH SHARED 17 691300 3200 D O REILLY AUTOMOTIVE INC COM 68609110 921 25200 SH SHARED 25200 D O REILLY AUTOMOTIVE INC COM 68609110 58 1600 SH SHR/OTHR 1600 D O REILLY AUTOMOTIVE INC COM 68609110 1407 38500 SH SHARED 01 38500 D O REILLY AUTOMOTIVE INC COM 68609110 58 1600 SH SHR/OTHR 01 1600 D O REILLY AUTOMOTIVE INC COM 68609110 1784 48800 SH SHARED 02 48800 D O REILLY AUTOMOTIVE INC COM 68609110 54 1500 SH SHARED 17 1500 D ORIENTAL FINL GROUP INC COM 68618W10 18 1300 SH SHARED 1300 D ORIENTAL FINL GROUP INC COM 68618W10 2238 154900 SH SHARED 10 154900 D ORIENTAL FINL GROUP INC COM 68618W10 538 37242 SH SHARED 17 8142 29100 D ORIGEN FINL INC COM 68619E20 897 147668 SH SHARED 147668 D ORLEANS HOMEBUILDERS INC COM 68658810 6 300 SH SHARED 300 D ORLEANS HOMEBUILDERS INC COM 68658810 30 1500 SH SHARED 17 1500 D ORMAT TECHNOLOGIES INC COM 68668810 853 22400 SH SHARED 22400 D ORMAT TECHNOLOGIES INC COM 68668810 49 1300 SH SHARED 01 1300 D ORMAT TECHNOLOGIES INC COM 68668810 8199 215200 SH SHARED 17 215200 D ORTHOVITA INC COM 68750U10 875 211496 SH SHR/OTHR 211496 D OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAB 1338 1750000 PRN SHARED 1750000 D OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAB 15 20000 PRN SHARED 02 20000 D OSHKOSH TRUCK CORP COM 68823920 6 100 SH SHARED 100 D OSHKOSH TRUCK CORP COM 68823920 31 500 SH SHARED 01 500 D OSHKOSH TRUCK CORP COM 68823920 460 7400 SH SHARED 02 7400 D OSHKOSH TRUCK CORP COM 68823920 1307 21000 SH SHARED 06 21000 D OSHKOSH TRUCK CORP COM 68823920 1903 30580 SH SHARED 10 30580 D OSHKOSH TRUCK CORP COM 68823920 54880 881750 SH SHARED 17 881750 D OTELCO INC UNIT 99/99/9999 68882320 16 1000 SH SHARED 1000 D OTTER TAIL CORP COM 68964810 54 1900 SH SHARED 1900 D OTTER TAIL CORP COM 68964810 484 16900 SH SHARED 10 16900 D OTTER TAIL CORP COM 68964810 562 19600 SH SHARED 17 9400 10200 D OUTBACK STEAKHOUSE INC COM 68989910 1218 27700 SH SHARED 27700 D OUTBACK STEAKHOUSE INC COM 68989910 1238 28150 SH SHARED 01 28150 D OUTBACK STEAKHOUSE INC COM 68989910 1276 29000 SH SHARED 02 29000 D OUTBACK STEAKHOUSE INC COM 68989910 1531 34800 SH SHARED 14 34800 D OUTDOOR CHANNEL HLDGS INC COM NEW 69002720 5 500 SH SHARED 500 D OUTDOOR CHANNEL HLDGS INC COM NEW 69002720 0 37 SH SHARED 17 37 D OUTLOOK GROUP CORP COM 69011310 217 16663 SH SHARED 16663 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 3839 80103 SH SHARED 80103 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 642 13400 SH SHARED 01 13400 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 1294 26999 SH SHARED 02 26999 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 48 1009 SH SHARED 06 1009 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 273 5700 SH SHARED 17 5700 D OVERSTOCK COM INC DEL COM 69037010 978 32800 SH SHARED 32800 D OVERSTOCK COM INC DEL COM 69037010 23 800 SH SHARED 01 800 D OVERSTOCK COM INC DEL COM 69037010 11 400 SH SHARED 10 400 D OVERSTOCK COM INC DEL COM 69037010 220 7400 SH SHARED 17 7400 D OWENS & MINOR INC NEW COM 69073210 1337 40800 SH SHARED 40800 D OWENS & MINOR INC NEW COM 69073210 9 300 SH SHARED 02 300 D OWENS & MINOR INC NEW COM 69073210 55 1700 SH SHARED 10 1700 D OWENS & MINOR INC NEW COM 69073210 648 19800 SH SHARED 17 17100 2700 D OWENS ILL INC COM NEW 69076840 2650 152600 SH SHARED 152600 D OWENS ILL INC COM NEW 69076840 15 900 SH SHARED 01 900 D OWENS ILL INC COM NEW 69076840 265 15300 SH SHARED 02 15300 D OWENS ILL INC COM NEW 69076840 90 5230 SH SHARED 06 5230 D OWENS ILL INC COM NEW 69076840 8 500 SH SHARED 10 500 D OWENS ILL INC COM NEW 69076840 1871 107770 SH SHARED 17 107270 500 D OWENS ILL INC PFD CONV $.01 69076850 4149 119590 SH SHARED 119590 D OXFORD INDS INC COM 69149730 51 1000 SH SHARED 1000 D OXFORD INDS INC COM 69149730 184 3600 SH SHARED 02 3600 D OXFORD INDS INC COM 69149730 317 6200 SH SHARED 17 4700 1500 D OXIGENE INC COM 69182810 1 400 SH SHARED 400 D P A M TRANSN SVCS INC COM 69314910 9 400 SH SHARED 400 D P A M TRANSN SVCS INC COM 69314910 12 526 SH SHARED 17 526 D P C CONNECTION COM 69318J10 53 9220 SH SHARED 9220 D PDF SOLUTIONS INC COM 69328210 20 1100 SH SHARED 1100 D PDF SOLUTIONS INC COM 69328210 0 37 SH SHARED 02 37 D PDF SOLUTIONS INC COM 69328210 119 6300 SH SHARED 17 6300 D PDI INC COM 69329V10 219 18818 SH SHARED 18818 D PDL BIOPHARMA INC COM 69329Y10 2798 85321 SH SHARED 85321 D PDL BIOPHARMA INC COM 69329Y10 1479 45100 SH SHARED 01 45100 D PDL BIOPHARMA INC COM 69329Y10 6492 197950 SH SHARED 02 197950 D PDL BIOPHARMA INC COM 69329Y10 16 500 SH SHARED 10 500 D PDL BIOPHARMA INC COM 69329Y10 1500 45760 SH SHARED 17 45760 D PG&E CORP NOTE 9.500% 6/3 69331CAD 17182 6080000 PRN SHARED 6080000 D PG&E CORP COM 69331C10 25103 645337 SH SHARED 645257 80 D PG&E CORP COM 69331C10 381 9800 SH SHR/OTHR 9800 D PG&E CORP COM 69331C10 3990 102571 SH SHARED 01 14125 88446 D PG&E CORP COM 69331C10 47 1210 SH SHR/OTHR 01 1210 D PG&E CORP COM 69331C10 4700 120844 SH SHARED 02 120844 D PG&E CORP COM 69331C10 1030 26493 SH SHARED 06 26493 D PG&E CORP COM 69331C10 301 7742 SH SHARED 10 7742 D PG&E CORP COM 69331C10 120 3100 SH SHARED 14 3100 D PG&E CORP COM 69331C10 6174 158719 SH SHARED 17 150219 8500 D PFF BANCORP INC COM 69331W10 40 1200 SH SHARED 1200 D PFF BANCORP INC COM 69331W10 102 3050 SH SHARED 01 3050 D PFF BANCORP INC COM 69331W10 2681 79550 SH SHARED 10 79550 D PFF BANCORP INC COM 69331W10 8229 244140 SH SHARED 17 216190 27950 D PHH CORP COM NEW 69332020 558 20907 SH SHARED 20907 D PHH CORP COM NEW 69332020 109 4100 SH SHARED 01 4100 D PHH CORP COM NEW 69332020 16 617 SH SHR/OTHR 01 617 D PHH CORP COM NEW 69332020 40 1504 SH SHARED 02 1504 D PHH CORP COM NEW 69332020 0 7 SH SHARED 06 7 D PHH CORP COM NEW 69332020 2226 83400 SH SHARED 10 83400 D PHH CORP COM NEW 69332020 1447 54200 SH SHARED 17 24800 29400 D P F CHANGS CHINA BISTRO INC COM 69333Y10 83 1700 SH SHARED 1700 D P F CHANGS CHINA BISTRO INC COM 69333Y10 2501 50750 SH SHARED 01 45550 5200 D P F CHANGS CHINA BISTRO INC COM 69333Y10 38 775 SH SHR/OTHR 01 775 D P F CHANGS CHINA BISTRO INC COM 69333Y10 18575 376870 SH SHARED 10 375670 1200 D P F CHANGS CHINA BISTRO INC COM 69333Y10 46272 938772 SH SHARED 17 846672 92100 D PICO HLDGS INC COM NEW 69336620 19 600 SH SHARED 600 D PICO HLDGS INC COM NEW 69336620 46 1400 SH SHARED 10 1400 D PICO HLDGS INC COM NEW 69336620 78 2400 SH SHARED 17 2400 D PLX TECHNOLOGY INC COM 69341710 18 1500 SH SHARED 1500 D PLX TECHNOLOGY INC COM 69341710 124 9900 SH SHARED 01 9900 D PLX TECHNOLOGY INC COM 69341710 7 590 SH SHR/OTHR 01 590 D PLX TECHNOLOGY INC COM 69341710 140 11200 SH SHARED 17 11200 D PMA CAP CORP DBCV 6.500% 9/3 693419AD 2170 2000000 PRN SHARED 2000000 D PMA CAP CORP CL A 69341920 70 6877 SH SHARED 6877 D PMA CAP CORP CL A 69341920 74 7300 SH SHARED 01 7300 D PMA CAP CORP CL A 69341920 162 16000 SH SHARED 17 16000 D PMC-SIERRA INC COM 69344F10 6534 531659 SH SHARED 531659 D PMC-SIERRA INC COM 69344F10 473 38510 SH SHARED 01 38510 D PMC-SIERRA INC COM 69344F10 18 1538 SH SHR/OTHR 01 1538 D PMC-SIERRA INC COM 69344F10 7833 637349 SH SHARED 02 637349 D PMC-SIERRA INC COM 69344F10 73 6000 SH SHARED 06 6000 D PMC-SIERRA INC COM 69344F10 73 6000 SH SHARED 10 6000 D PMC-SIERRA INC COM 69344F10 3015 245382 SH SHARED 17 236482 8900 D PMI GROUP INC COM 69344M10 2286 49800 SH SHARED 49800 D PMI GROUP INC COM 69344M10 1616 35200 SH SHARED 01 35200 D PMI GROUP INC COM 69344M10 1832 39908 SH SHARED 02 39908 D PMI GROUP INC COM 69344M10 172 3751 SH SHARED 06 3751 D PMI GROUP INC COM 69344M10 1212 26400 SH SHARED 10 26400 D PMI GROUP INC COM 69344M10 27 593 SH SHARED 14 593 D PMI GROUP INC COM 69344M10 3067 66800 SH SHARED 17 66800 D PNC FINL SVCS GROUP INC COM 69347510 72233 1073144 SH SHARED 1029948 43196 D PNC FINL SVCS GROUP INC COM 69347510 159 2365 SH SHR/OTHR 2365 D PNC FINL SVCS GROUP INC COM 69347510 12087 179584 SH SHARED 01 76690 102894 D PNC FINL SVCS GROUP INC COM 69347510 398 5926 SH SHR/OTHR 01 5926 D PNC FINL SVCS GROUP INC COM 69347510 7021 104315 SH SHARED 02 102315 2000 D PNC FINL SVCS GROUP INC COM 69347510 1245 18501 SH SHARED 06 18501 D PNC FINL SVCS GROUP INC COM 69347510 100405 1491691 SH SHARED 10 1043110 448581 D PNC FINL SVCS GROUP INC COM 69347510 154 2300 SH SHR/OTHR 10 2300 D PNC FINL SVCS GROUP INC COM 69347510 737 10964 SH SHARED 14 10964 D PNC FINL SVCS GROUP INC COM 69347510 1655 24600 SH SHARED 15 24600 D PNC FINL SVCS GROUP INC COM 69347510 115901 1721909 SH SHARED 17 1642167 79742 D POSCO SPONSORED ADR 69348310 213 3350 SH SHARED 3350 D POSCO SPONSORED ADR 69348310 92984 1457432 SH SHARED 1454217 3215 D POSCO SPONSORED ADR 69348310 15 250 SH SHARED 01 250 D POSCO SPONSORED ADR 69348310 3148 49350 SH SHARED 06 49350 D POSCO SPONSORED ADR 69348310 5454 85500 SH SHARED 10 85500 D POSCO SPONSORED ADR 69348310 140 2200 SH SHARED 17 2200 D PNM RES INC COM 69349H10 644 26394 SH SHARED 17700 8694 D PNM RES INC COM 69349H10 625 25650 SH SHARED 01 25650 D PNM RES INC COM 69349H10 749 30700 SH SHARED 02 30700 D PNM RES INC COM 69349H10 219 9000 SH SHARED 17 9000 D PPG INDS INC COM 69350610 19975 315325 SH SHARED 296881 18444 D PPG INDS INC COM 69350610 770 12160 SH SHR/OTHR 12160 D PPG INDS INC COM 69350610 3686 58190 SH SHARED 01 13490 44700 D PPG INDS INC COM 69350610 221 3500 SH SHR/OTHR 01 3500 D PPG INDS INC COM 69350610 3702 58449 SH SHARED 02 58449 D PPG INDS INC COM 69350610 710 11215 SH SHARED 06 11215 D PPG INDS INC COM 69350610 64990 1025898 SH SHARED 10 182500 840750 2648 D PPG INDS INC COM 69350610 2534 40000 SH SHARED 16 40000 D PPG INDS INC COM 69350610 6076 95927 SH SHARED 17 89912 6015 D PPL CORP COM 69351T10 28670 975180 SH SHARED 962800 12380 D PPL CORP COM 69351T10 2413 82100 SH SHARED 01 82100 D PPL CORP COM 69351T10 3951 134392 SH SHARED 02 134392 D PPL CORP COM 69351T10 711 24205 SH SHARED 06 24205 D PPL CORP COM 69351T10 2460 83694 SH SHARED 10 76600 7094 D PPL CORP COM 69351T10 194 6600 SH SHARED 14 6600 D PPL CORP COM 69351T10 5026 170976 SH SHARED 17 163476 7500 D PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE 480 405000 PRN SHARED 405000 D PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE 2806 2366000 PRN SHARED 02 2366000 D PRA INTL COM 69353C10 19 800 SH SHARED 800 D PRA INTL COM 69353C10 17 692 SH SHARED 06 692 D PRA INTL COM 69353C10 56 2300 SH SHARED 10 2300 D PRA INTL COM 69353C10 1142 46100 SH SHARED 17 3700 42400 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 30 50800 SH SHARED 50800 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 10 17197 SH SHARED 17 17197 D PS BUSINESS PKS INC CALIF COM 69360J10 61 1100 SH SHARED 1100 D PS BUSINESS PKS INC CALIF COM 69360J10 106 1900 SH SHARED 01 1900 D PS BUSINESS PKS INC CALIF COM 69360J10 5 100 SH SHARED 02 100 D PS BUSINESS PKS INC CALIF COM 69360J10 301 5400 SH SHARED 10 5400 D PS BUSINESS PKS INC CALIF COM 69360J10 49865 891730 SH 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COM 69373H10 4537 138835 SH SHARED 138835 D PACER INTL INC TENN COM 69373H10 84 2600 SH SHARED 02 2600 D PACER INTL INC TENN COM 69373H10 65 2000 SH SHARED 10 2000 D PACER INTL INC TENN COM 69373H10 1689 51700 SH SHARED 17 33500 18200 D PACIFIC CAP BANCORP NEW COM 69404P10 101 3000 SH SHARED 3000 D PACIFIC CAP BANCORP NEW COM 69404P10 204 6033 SH SHARED 01 6033 D PACIFIC CAP BANCORP NEW COM 69404P10 117 3458 SH SHARED 02 3458 D PACIFIC CAP BANCORP NEW COM 69404P10 5078 150066 SH SHARED 10 150066 D PACIFIC CAP BANCORP NEW COM 69404P10 3329 98377 SH SHARED 17 27744 70633 D PACIFIC ENERGY PARTNERS L P COM UNIT 69422R10 6 200 SH SHARED 200 D PACIFIC ETHANOL INC COM 69423U10 131 6097 SH SHARED 6097 D PACIFIC ETHANOL INC COM 69423U10 2 110 SH SHARED 17 110 D PACIFIC SUNWEAR CALIF INC COM 69487310 647 29229 SH SHARED 29229 D PACIFIC SUNWEAR CALIF INC COM 69487310 28 1264 SH SHR/OTHR 1264 D PACIFIC SUNWEAR CALIF INC COM 69487310 516 23300 SH SHARED 01 23300 D PACIFIC SUNWEAR CALIF INC COM 69487310 719 32478 SH SHARED 02 32478 D PACIFIC SUNWEAR CALIF INC COM 69487310 1841 83107 SH SHARED 10 80407 2700 D PACIFIC SUNWEAR CALIF INC COM 69487310 2951 133173 SH SHARED 17 52773 80400 D PACKAGING CORP AMER COM 69515610 3029 135000 SH SHARED 135000 D PACKAGING CORP AMER COM 69515610 1034 46090 SH SHARED 01 19040 27050 D PACKAGING CORP AMER COM 69515610 17 800 SH SHR/OTHR 01 800 D PACKAGING CORP AMER COM 69515610 632 28200 SH SHARED 02 28200 D PACKAGING CORP AMER COM 69515610 4736 211060 SH SHARED 10 206260 4800 D PACKAGING CORP AMER COM 69515610 4322 192632 SH SHARED 17 112032 80600 D PACKAGING DYNAMICS CORP COM 69516010 22 1600 SH SHR/OTHR 1600 D PACKETEER INC COM 69521010 515 44479 SH SHARED 44479 D PACKETEER INC COM 69521010 174 15000 SH SHARED 01 15000 D PACKETEER INC COM 69521010 38 3300 SH SHARED 02 3300 D PACKETEER INC COM 69521010 154 13300 SH SHARED 17 13300 D PACTIV CORP COM 69525710 11170 455185 SH SHARED 455185 D PACTIV CORP COM 69525710 782 31901 SH SHARED 01 31901 D PACTIV CORP COM 69525710 1228 50043 SH SHARED 02 50043 D PACTIV CORP COM 69525710 206 8421 SH SHARED 06 8421 D PACTIV CORP COM 69525710 13 530 SH SHARED 10 530 D PACTIV CORP COM 69525710 1834 74768 SH SHARED 17 74268 500 D PAINCARE HLDGS INC COM 69562E10 6 3300 SH SHARED 3300 D PAINCARE HLDGS INC COM 69562E10 144 75500 SH SHARED 02 75500 D PAINCARE HLDGS INC COM 69562E10 40 21000 SH SHARED 17 21000 D PAIN THERAPEUTICS INC COM 69562K10 20 1910 SH SHARED 1910 D PAIN THERAPEUTICS INC COM 69562K10 1323 121800 SH SHARED 17 15000 106800 D PALATIN TECHNOLOGIES INC COM NEW 69607730 56 20791 SH SHARED 20791 D PALL CORP COM 69642930 467 15000 SH SHARED 15000 D PALL CORP COM 69642930 92793 2975103 SH SHARED 2975103 D PALL CORP COM 69642930 324 10397 SH SHR/OTHR 10397 D PALL CORP COM 69642930 776 24900 SH SHARED 01 24900 D PALL CORP COM 69642930 46 1500 SH SHR/OTHR 01 1500 D PALL CORP COM 69642930 1341 43010 SH SHARED 02 43010 D PALL CORP COM 69642930 46956 1505500 SH SHARED 04 1505500 D PALL CORP COM 69642930 206 6610 SH SHARED 06 6610 D PALL CORP COM 69642930 43 1400 SH SHARED 10 1400 D PALL CORP COM 69642930 358 11500 SH SHARED 14 11500 D PALL CORP COM 69642930 2584 82863 SH SHARED 17 82663 200 D PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB 23 25000 PRN SHARED 02 25000 D PALM HARBOR HOMES COM 69663910 15 700 SH SHARED 700 D PALM HARBOR HOMES COM 69663910 1 50 SH SHARED 02 50 D PALM HARBOR HOMES COM 69663910 103 4850 SH SHARED 17 4850 D PALM INC NEW COM 69664310 129 5610 SH SHARED 5610 D PALM INC NEW COM 69664310 548 23700 SH SHARED 01 23700 D PALM INC NEW COM 69664310 305 13198 SH SHARED 02 13198 D PALM INC NEW COM 69664310 101 4400 SH SHARED 10 4400 D PALM INC NEW COM 69664310 1090 47096 SH SHARED 17 40096 7000 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 40 1200 SH SHARED 1200 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 33 1000 SH SHARED 02 1000 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 257 7700 SH SHARED 17 7700 D PAMRAPO BANCORP INC COM 69773810 83 4000 SH SHARED 4000 D PAN AMERICAN SILVER CORP COM 69790010 508 20000 SH SHARED 04 20000 D PAN AMERICAN SILVER CORP COM 69790010 13286 523100 SH SHARED 17 523100 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 42 600 SH SHARED 01 600 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 310 4379 SH SHARED 02 4379 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 304 4300 SH SHARED 04 4300 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 545 7700 SH SHARED 10 7700 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 82248 1160064 SH SHARED 11 1160064 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 134 1900 SH SHARED 17 1900 D PANACOS PHARMACEUTICALS INC COM 69811Q10 748 99050 SH SHARED 99050 D PANACOS PHARMACEUTICALS INC COM 69811Q10 1664 220200 SH SHARED 220200 D PANACOS PHARMACEUTICALS INC COM 69811Q10 41 5460 SH SHARED 02 5460 D PANACOS PHARMACEUTICALS INC COM 69811Q10 3299 436450 SH SHARED 04 436450 D PANACOS PHARMACEUTICALS INC COM 69811Q10 60 8000 SH SHARED 14 8000 D PANAMSAT HLDG CORP COM 69831Y10 156589 6308988 SH SHARED 6308988 D PANAMSAT HLDG CORP COM 69831Y10 124 5000 SH SHARED 02 5000 D PANERA BREAD CO CL A 69840W10 1394 18544 SH SHARED 18544 D PANERA BREAD CO CL A 69840W10 187 2500 SH SHARED 01 500 2000 D PANERA BREAD CO CL A 69840W10 202 2700 SH SHARED 02 2700 D PANERA BREAD CO CL A 69840W10 255 3400 SH SHARED 17 3400 D PANTRY INC COM 69865710 74 1200 SH SHARED 1200 D PANTRY INC COM 69865710 74 1200 SH SHARED 10 1200 D PANTRY INC COM 69865710 2495 40000 SH SHARED 17 13000 27000 D PAPA JOHNS INTL INC COM 69881310 45 1400 SH SHARED 1400 D PAPA JOHNS INTL INC COM 69881310 85 2600 SH SHARED 01 2600 D PAPA JOHNS INTL INC COM 69881310 55 1700 SH SHARED 02 1700 D PAPA JOHNS INTL INC COM 69881310 3244 98900 SH SHARED 10 98900 D PAPA JOHNS INTL INC COM 69881310 1739 53012 SH SHARED 17 29512 23500 D PAR PHARMACEUTICAL COS INC COM 69888P10 2364 83900 SH SHARED 83900 D PAR PHARMACEUTICAL COS INC COM 69888P10 581 20635 SH SHARED 01 6335 14300 D PAR PHARMACEUTICAL COS INC COM 69888P10 33 1203 SH SHR/OTHR 01 1203 D PAR PHARMACEUTICAL COS INC COM 69888P10 577 20500 SH SHARED 02 20500 D PAR PHARMACEUTICAL COS INC COM 69888P10 10874 385900 SH SHARED 17 385900 D PAR TECHNOLOGY CORP COM 69888410 7 400 SH SHARED 400 D PAR TECHNOLOGY CORP COM 69888410 58 3300 SH SHARED 17 3300 D PARALLEL PETE CORP DEL COM 69915710 42 2300 SH SHARED 2300 D PARALLEL PETE CORP DEL COM 69915710 47 2600 SH SHARED 01 2600 D PARALLEL PETE CORP DEL COM 69915710 3972 215300 SH SHARED 17 215300 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 7216 441902 SH SHARED 441902 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 285 17460 SH SHARED 01 17460 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 734 44992 SH SHARED 02 44992 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 46 2820 SH SHARED 06 2820 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 2148 131580 SH SHARED 10 60900 70680 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 3739 228977 SH SHARED 17 124097 104880 D PAREXEL INTL CORP COM 69946210 44 1700 SH SHARED 1700 D PAREXEL INTL CORP COM 69946210 13 500 SH SHARED 01 500 D PAREXEL INTL CORP COM 69946210 310 11760 SH SHARED 17 11760 D PARK ELECTROCHEMICAL CORP COM 70041620 35 1200 SH SHARED 1200 D PARK ELECTROCHEMICAL CORP COM 70041620 188 6387 SH SHARED 17 6387 D PARK NATL CORP COM 70065810 95 900 SH SHARED 900 D PARK NATL CORP COM 70065810 42 400 SH SHARED 01 400 D PARK NATL CORP COM 70065810 25 241 SH SHARED 02 241 D PARK NATL CORP COM 70065810 74 700 SH SHARED 10 700 D PARK NATL CORP COM 70065810 697 6550 SH SHARED 17 5550 1000 D PARKER DRILLING CO COM 70108110 1204 129900 SH SHARED 129900 D PARKER DRILLING CO COM 70108110 112 12100 SH SHARED 02 12100 D PARKER DRILLING CO COM 70108110 1823 196700 SH SHARED 17 43800 152900 D PARKER HANNIFIN CORP COM 70109410 25243 313159 SH SHARED 298334 14825 D PARKER HANNIFIN CORP COM 70109410 138 1712 SH SHR/OTHR 1712 D PARKER HANNIFIN CORP COM 70109410 2294 28465 SH SHARED 01 28465 D PARKER HANNIFIN CORP COM 70109410 11 140 SH SHR/OTHR 01 140 D PARKER HANNIFIN CORP COM 70109410 5257 65224 SH SHARED 02 65224 D PARKER HANNIFIN CORP COM 70109410 752 9329 SH SHARED 06 9329 D PARKER HANNIFIN CORP COM 70109410 5632 69877 SH SHARED 10 69200 677 D PARKER HANNIFIN CORP COM 70109410 384 4774 SH SHARED 14 4774 D PARKER HANNIFIN CORP COM 70109410 4163 51647 SH SHARED 17 51447 200 D PARKWAY PPTYS INC COM 70159Q10 121 2778 SH SHARED 2778 D PARKWAY PPTYS INC COM 70159Q10 43 1000 SH SHARED 01 1000 D PARKWAY PPTYS INC COM 70159Q10 56 1300 SH SHARED 02 1300 D PARKWAY PPTYS INC COM 70159Q10 711 16300 SH SHARED 10 16300 D PARKWAY PPTYS INC COM 70159Q10 1257 28800 SH SHARED 11 28800 D PARKWAY PPTYS INC COM 70159Q10 366 8400 SH SHARED 17 5900 2500 D PARLUX FRAGRANCES INC COM 70164510 12 400 SH SHARED 400 D PARLUX FRAGRANCES INC COM 70164510 119 3700 SH SHARED 17 3700 D PARTNERS TR FINL GROUP INC N COM 70213F10 76 6445 SH SHARED 6445 D PARTNERS TR FINL GROUP INC N COM 70213F10 47 4000 SH SHARED 01 4000 D PARTNERS TR FINL GROUP INC N COM 70213F10 374 31400 SH SHARED 10 31400 D PARTNERS TR FINL GROUP INC N COM 70213F10 1072 89995 SH SHARED 17 15895 74100 D PATHMARK STORES INC NEW COM 70322A10 2292 219161 SH SHARED 219161 D PATHMARK STORES INC NEW COM 70322A10 178 17100 SH SHARED 17 17100 D PATHMARK STORES INC NEW *W EXP 09/10/201 70322A11 21 68263 SH SHARED 68263 D PATNI COMPUTER SYS SPONS ADR 70324820 1053 51500 SH SHARED 51500 D PATNI COMPUTER SYS SPONS ADR 70324820 8233 402600 SH SHARED 10 402600 D PATNI COMPUTER SYS SPONS ADR 70324820 703 34400 SH SHARED 17 34400 D PATRIOT CAPITAL FUNDING INC COM 70335Y10 63 5093 SH SHARED 5093 D PATTERSON COMPANIES INC COM 70339510 18415 523157 SH SHARED 523157 D PATTERSON COMPANIES INC COM 70339510 285 8100 SH SHARED 01 8100 D PATTERSON COMPANIES INC COM 70339510 1654 47000 SH SHARED 02 47000 D PATTERSON COMPANIES INC COM 70339510 251 7138 SH SHARED 06 7138 D PATTERSON COMPANIES INC COM 70339510 4594 130525 SH SHARED 10 129700 825 D PATTERSON COMPANIES INC COM 70339510 3229 91750 SH SHARED 17 90950 800 D PATTERSON UTI ENERGY INC COM 70348110 14870 465290 SH SHARED 465290 D PATTERSON UTI ENERGY INC COM 70348110 1965 61510 SH SHARED 01 61510 D PATTERSON UTI ENERGY INC COM 70348110 2748 86008 SH SHARED 02 86008 D PATTERSON UTI ENERGY INC COM 70348110 484 15156 SH SHARED 06 15156 D PATTERSON UTI ENERGY INC COM 70348110 54 1700 SH SHARED 10 1700 D PATTERSON UTI ENERGY INC COM 70348110 276 8662 SH SHARED 14 8662 D PATTERSON UTI ENERGY INC COM 70348110 76 2400 SH SHARED 17 1700 700 D PAXAR CORP COM 70422710 483 24700 SH SHARED 24700 D PAXAR CORP COM 70422710 35 1800 SH SHARED 01 1800 D PAXAR CORP COM 70422710 310 15850 SH SHARED 17 15850 D PAXSON COMMUNICATIONS CORP COM 70423110 680 723737 SH SHARED 723737 D PAYCHEX INC COM 70432610 66075 1586074 SH SHARED 1336574 249500 D PAYCHEX INC COM 70432610 3492 83845 SH SHARED 01 83845 D PAYCHEX INC COM 70432610 164 3959 SH SHR/OTHR 01 3959 D PAYCHEX INC COM 70432610 10972 263382 SH SHARED 02 263382 D PAYCHEX INC COM 70432610 1042 25020 SH SHARED 06 25020 D PAYCHEX INC COM 70432610 58636 1407491 SH SHARED 10 528230 732000 147261 D PAYCHEX INC COM 70432610 229 5500 SH SHARED 14 5500 D PAYCHEX INC COM 70432610 5623 134978 SH SHARED 17 132478 2500 D PAYLESS SHOESOURCE INC COM 70437910 455 19900 SH SHARED 19900 D PAYLESS SHOESOURCE INC COM 70437910 787 34401 SH SHARED 01 34401 D PAYLESS SHOESOURCE INC COM 70437910 544 23800 SH SHARED 02 23800 D PAYLESS SHOESOURCE INC COM 70437910 7420 324200 SH SHARED 10 324200 D PAYLESS SHOESOURCE INC COM 70437910 2202 96200 SH SHARED 17 39900 56300 D PCCW LTD SPONS ADR NEW 70454G20 6 968 SH SHARED 968 D PEABODY ENERGY CORP COM 70454910 5281 104772 SH SHARED 102772 2000 D PEABODY ENERGY CORP COM 70454910 7821 155150 SH SHARED 01 50750 104400 D PEABODY ENERGY CORP COM 70454910 240 4780 SH SHR/OTHR 01 4780 D PEABODY ENERGY CORP COM 70454910 5938 117800 SH SHARED 02 117800 D PEABODY ENERGY CORP COM 70454910 459 9120 SH SHARED 06 9120 D PEABODY ENERGY CORP COM 70454910 12716 252260 SH SHARED 10 247560 4700 D PEABODY ENERGY CORP COM 70454910 48894 969940 SH SHARED 17 965940 4000 D PEAPACK-GLADSTONE FINL CORP COM 70469910 15 600 SH SHARED 600 D PEAPACK-GLADSTONE FINL CORP COM 70469910 56 2200 SH SHARED 10 2200 D PEAPACK-GLADSTONE FINL CORP COM 70469910 45 1793 SH SHARED 17 1793 D PEARSON PLC SPONSORED ADR 70501510 7312 528000 SH SHARED 528000 D PEARSON PLC SPONSORED ADR 70501510 2598 187600 SH SHARED 14 187600 D PEDIATRIX MED GROUP COM 70532410 164 1600 SH SHARED 1600 D PEDIATRIX MED GROUP COM 70532410 446 4350 SH SHARED 01 4350 D PEDIATRIX MED GROUP COM 70532410 16 164 SH SHR/OTHR 01 164 D PEDIATRIX MED GROUP COM 70532410 3366 32800 SH SHARED 10 32800 D PEDIATRIX MED GROUP COM 70532410 16869 164359 SH SHARED 17 141859 22500 D PEETS COFFEE & TEA INC COM 70556010 30 1000 SH SHARED 1000 D PEETS COFFEE & TEA INC COM 70556010 207 6900 SH SHARED 17 6900 D PEGASYSTEMS INC COM 70557310 25 3090 SH SHARED 3090 D PEGASYSTEMS INC COM 70557310 35 4400 SH SHARED 17 4400 D PEGASUS COMMUNICATIONS CORP CL A NEW 70590460 0 8 SH SHARED 02 8 D PEGASUS SOLUTIONS INC NOTE 3.875% 7/1 705906AB 1538 1567000 PRN SHARED 1567000 D PEGASUS SOLUTIONS INC COM 70590610 12 1300 SH SHARED 1300 D PEGASUS SOLUTIONS INC COM 70590610 8 900 SH SHARED 01 900 D PEGASUS SOLUTIONS INC COM 70590610 104 11104 SH SHARED 17 11104 D PEMSTAR INC COM 70655210 0 24 SH SHARED 02 24 D PENGROWTH ENERGY TR TRUST UNIT A 70690230 114 4950 SH SHR/OTHR 4950 D PENGROWTH ENERGY TR TRUST UNIT A 70690230 40 1750 SH SHARED 01 1750 D PENGROWTH ENERGY TR TRUST UNIT A 70690230 4 200 SH SHARED 02 200 D PENN NATL GAMING INC COM 70756910 372 8837 SH SHARED 8837 D PENN NATL GAMING INC COM 70756910 269 6400 SH SHARED 01 6400 D PENN NATL GAMING INC COM 70756910 303 7200 SH SHARED 02 7200 D PENN NATL GAMING INC COM 70756910 2838 67300 SH SHARED 17 67300 D PENN VA CORP COM 70788210 78 1100 SH SHARED 1100 D PENN VA CORP COM 70788210 525 7400 SH SHARED 10 7400 D PENN VA CORP COM 70788210 2605 36700 SH SHARED 17 12700 24000 D PENNEY J C INC COM 70816010 71183 1178346 SH SHARED 1178346 D PENNEY J C INC COM 70816010 144 2400 SH SHR/OTHR 2400 D PENNEY J C INC COM 70816010 3183 52701 SH SHARED 01 300 52401 D PENNEY J C INC COM 70816010 362 6000 SH SHR/OTHR 01 6000 D PENNEY J C INC COM 70816010 20198 334352 SH SHARED 02 334352 D PENNEY J C INC COM 70816010 1087 17994 SH SHARED 06 17994 D PENNEY J C INC COM 70816010 76663 1269049 SH SHARED 10 81670 1184590 2789 D PENNEY J C INC COM 70816010 479 7935 SH SHARED 14 7935 D PENNEY J C INC COM 70816010 8102 134126 SH SHARED 17 131726 2400 D PENNFED FINL SVCS INC COM 70816710 11 600 SH SHARED 600 D PENNFED FINL SVCS INC COM 70816710 88 4600 SH SHARED 17 4600 D PENNSYLVANIA COMM BANCORP IN COM 70867710 12 400 SH SHARED 400 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 110 2500 SH SHARED 2500 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 132 3000 SH SHARED 01 3000 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 704 16000 SH SHARED 04 16000 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 981 22300 SH SHARED 10 22300 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 36858 837696 SH SHARED 11 837696 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 1267 28812 SH SHARED 17 17612 11200 D PENTAIR INC COM 70963110 18035 442600 SH SHARED 442600 D PENTAIR INC COM 70963110 1634 40100 SH SHARED 01 40100 D PENTAIR INC COM 70963110 1947 47800 SH SHARED 02 47800 D PENTAIR INC COM 70963110 133 3270 SH SHARED 06 3270 D PENTAIR INC COM 70963110 281 6900 SH SHARED 10 6200 700 D PENWEST PHARMACEUTICALS CO COM 70975410 167 7700 SH SHARED 7700 D PENWEST PHARMACEUTICALS CO COM 70975410 225 10400 SH SHARED 17 10400 D PEOPLES BANCORP INC COM 70978910 21 700 SH SHARED 700 D PEOPLES BANCORP INC COM 70978910 60 2000 SH SHARED 10 2000 D PEOPLES BANCORP INC COM 70978910 275 9195 SH SHARED 17 5895 3300 D PEOPLES BK BRIDGEPORT CONN COM 71019810 251 7690 SH SHARED 100 7590 D PEOPLES BK BRIDGEPORT CONN COM 71019810 7 225 SH SHARED 01 225 D PEOPLES BK BRIDGEPORT CONN COM 71019810 193 5900 SH SHARED 02 5900 D PEOPLES BK BRIDGEPORT CONN COM 71019810 72 2200 SH SHARED 17 2200 D PEOPLES ENERGY CORP COM 71103010 2327 65297 SH SHARED 65297 D PEOPLES ENERGY CORP COM 71103010 53 1500 SH SHR/OTHR 1500 D PEOPLES ENERGY CORP COM 71103010 249 7000 SH SHARED 01 7000 D PEOPLES ENERGY CORP COM 71103010 153 4300 SH SHR/OTHR 01 4300 D PEOPLES ENERGY CORP COM 71103010 402 11282 SH SHARED 02 11282 D PEOPLES ENERGY CORP COM 71103010 228 6400 SH SHARED 10 6400 D PEOPLES ENERGY CORP COM 71103010 1200 33685 SH SHARED 17 33685 D PEP BOYS MANNY MOE & JACK NOTE 4.250% 6/0 713278AP 1892 1939000 PRN SHARED 02 1939000 D PEP BOYS MANNY MOE & JACK COM 71327810 2142 141800 SH SHARED 141800 D PEP BOYS MANNY MOE & JACK COM 71327810 0 1 SH SHARED 01 1 D PEP BOYS MANNY MOE & JACK COM 71327810 21 1400 SH SHARED 10 1400 D PEP BOYS MANNY MOE & JACK COM 71327810 435 28800 SH SHARED 17 28800 D PEPCO HOLDINGS INC COM 71329110 8184 359127 SH SHARED 359127 D PEPCO HOLDINGS INC COM 71329110 9 400 SH SHR/OTHR 400 D PEPCO HOLDINGS INC COM 71329110 1718 75392 SH SHARED 01 75392 D PEPCO HOLDINGS INC COM 71329110 2137 93797 SH SHARED 02 93797 D PEPCO HOLDINGS INC COM 71329110 185 8130 SH SHARED 06 8130 D PEPCO HOLDINGS INC COM 71329110 63 2788 SH SHARED 10 2788 D PEPCO HOLDINGS INC COM 71329110 12 527 SH SHARED 14 527 D PEPCO HOLDINGS INC COM 71329110 396 17400 SH SHARED 17 14900 2500 D PEPSI BOTTLING GROUP INC COM 71340910 9147 301000 SH SHARED 287800 13200 D PEPSI BOTTLING GROUP INC COM 71340910 2261 74400 SH SHARED 01 74400 D PEPSI BOTTLING GROUP INC COM 71340910 2637 86779 SH SHARED 02 86779 D PEPSI BOTTLING GROUP INC COM 71340910 7597 250000 SH SHARED 04 250000 D PEPSI BOTTLING GROUP INC COM 71340910 195071 6418931 SH SHARED 06 6418931 D PEPSI BOTTLING GROUP INC COM 71340910 6488 213500 SH SHARED 10 63600 149900 D PEPSI BOTTLING GROUP INC COM 71340910 76 2526 SH SHARED 14 2526 D PEPSI BOTTLING GROUP INC COM 71340910 4372 143873 SH SHARED 17 68573 75300 D PEPSIAMERICAS INC COM 71343P20 334 13700 SH SHARED 13700 D PEPSIAMERICAS INC COM 71343P20 968 39600 SH SHARED 01 39600 D PEPSIAMERICAS INC COM 71343P20 757 30976 SH SHARED 02 30976 D PEPSIAMERICAS INC COM 71343P20 28 1172 SH SHARED 06 1172 D PEPSIAMERICAS INC COM 71343P20 67 2762 SH SHARED 14 2762 D PEPSIAMERICAS INC COM 71343P20 98831 4042200 SH SHARED 17 4024600 17600 D PEPSICO INC COM 71344810 435529 7536422 SH SHARED 7255519 280903 D PEPSICO INC COM 71344810 21590 373605 SH SHR/OTHR 373605 D PEPSICO INC COM 71344810 33836 585500 SH SHARED 01 14012 571488 D PEPSICO INC COM 71344810 7914 136956 SH SHR/OTHR 01 136956 D PEPSICO INC COM 71344810 52047 900627 SH SHARED 02 900627 D PEPSICO INC COM 71344810 8516 147375 SH SHARED 06 147375 D PEPSICO INC COM 71344810 239167 4138567 SH SHARED 10 830141 2519670 788756 D PEPSICO INC COM 71344810 1468 25403 SH SHARED 14 25403 D PEPSICO INC COM 71344810 748 12960 SH SHARED 15 12960 D PEPSICO INC COM 71344810 2889 50000 SH SHARED 16 50000 D PEPSICO INC COM 71344810 49802 861790 SH SHARED 17 843490 18300 D PEPSICO INC COM 71344810 573 9922 SH SHARED 19 9922 D PER-SE TECHNOLOGIES INC COM NEW 71356930 78 2957 SH SHARED 2957 D PER-SE TECHNOLOGIES INC COM NEW 71356930 23 900 SH SHR/OTHR 900 D PER-SE TECHNOLOGIES INC COM NEW 71356930 477 17922 SH SHARED 01 17400 522 D PER-SE TECHNOLOGIES INC COM NEW 71356930 197 7400 SH SHR/OTHR 01 7400 D PER-SE TECHNOLOGIES INC COM NEW 71356930 16 630 SH SHARED 10 630 D PER-SE TECHNOLOGIES INC COM NEW 71356930 386 14495 SH SHARED 17 13549 946 D PERDIGAO S A COMERCIO E INDS SP ADR PFD NEW 71361V30 79 1300 SH SHARED 1300 D PERFORMANCE FOOD GROUP CO COM 71375510 398 12790 SH SHARED 12790 D PERFORMANCE FOOD GROUP CO COM 71375510 68 2200 SH SHARED 02 2200 D PERFORMANCE FOOD GROUP CO COM 71375510 81 2600 SH SHARED 10 2600 D PERFORMANCE FOOD GROUP CO COM 71375510 3287 105400 SH SHARED 14 105400 D PERFORMANCE FOOD GROUP CO COM 71375510 1157 37100 SH SHARED 17 33600 3500 D PERICOM SEMICONDUCTOR CORP COM 71383110 17 1800 SH SHARED 1800 D PERICOM SEMICONDUCTOR CORP COM 71383110 139 14100 SH SHARED 17 14100 D PERINI CORP COM 71383910 36 1200 SH SHARED 1200 D PERINI CORP COM 71383910 8722 287200 SH SHARED 17 287200 D PERKINELMER INC COM 71404610 6252 266417 SH SHARED 266417 D PERKINELMER INC COM 71404610 9 400 SH SHR/OTHR 400 D PERKINELMER INC COM 71404610 683 29101 SH SHARED 01 29101 D PERKINELMER INC COM 71404610 12 512 SH SHR/OTHR 01 512 D PERKINELMER INC COM 71404610 1110 47304 SH SHARED 02 47304 D PERKINELMER INC COM 71404610 92 3950 SH SHARED 06 3950 D PERKINELMER INC COM 71404610 5402 230200 SH SHARED 10 229300 900 D PERKINELMER INC COM 71404610 8146 347099 SH SHARED 17 347099 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 64 4000 SH SHARED 4000 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 32 2000 SH SHARED 01 2000 D PEROT SYS CORP CL A 71426510 85 5500 SH SHARED 5500 D PEROT SYS CORP CL A 71426510 600 38600 SH SHARED 17 38600 D PERRIGO CO COM 71429010 545 33470 SH SHARED 33470 D PERRIGO CO COM 71429010 590 36200 SH SHARED 01 36200 D PERRIGO CO COM 71429010 468 28700 SH SHARED 02 28700 D PERRIGO CO COM 71429010 394 24200 SH SHARED 10 24200 D PERRIGO CO COM 71429010 7727 473798 SH SHARED 17 473798 D PERU COPPER INC COM 71545510 14 5400 SH SHARED 5400 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 294 9700 SH SHARED 9700 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 27 920 SH SHARED 01 920 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 2349 77500 SH SHARED 02 77500 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 22805 752400 SH SHARED 10 752400 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 3829 126350 SH SHARED 17 126350 D PETCO ANIMAL SUPPLIES COM NEW 71601620 192 8187 SH SHARED 8187 D PETCO ANIMAL SUPPLIES COM NEW 71601620 233 9886 SH SHARED 02 9886 D PETCO ANIMAL SUPPLIES COM NEW 71601620 51 2200 SH SHARED 10 2200 D PETCO ANIMAL SUPPLIES COM NEW 71601620 799 33900 SH SHARED 17 30500 3400 D PETRO-CDA COM 71644E10 13977 293700 SH SHARED 291500 2200 D PETRO-CDA COM 71644E10 285 6000 SH SHR/OTHR 6000 D PETRO-CDA COM 71644E10 261 5494 SH SHARED 01 5494 D PETRO-CDA COM 71644E10 95 2000 SH SHR/OTHR 01 2000 D PETRO-CDA COM 71644E10 8723 183306 SH SHARED 02 183306 D PETRO-CDA COM 71644E10 29924 628800 SH SHARED 04 628800 D PETRO-CDA COM 71644E10 182 3838 SH SHARED 06 3838 D PETRO-CDA COM 71644E10 107 2264 SH SHARED 10 2264 D PETRO-CDA COM 71644E10 56 1177 SH SHARED 14 1177 D PETRO-CDA COM 71644E10 4759 100000 SH SHARED 16 100000 D PETRO-CDA COM 71644E10 4032 84744 SH SHARED 17 82744 2000 D PETROCHINA CO LTD SPONSORED ADR 71646E10 9549 90990 SH SHARED 90990 D PETROCHINA CO LTD SPONSORED ADR 71646E10 524 5000 SH SHR/OTHR 5000 D PETROCHINA CO LTD SPONSORED ADR 71646E10 36 350 SH SHARED 01 350 D PETROCHINA CO LTD SPONSORED ADR 71646E10 9 95 SH SHR/OTHR 01 95 D PETROCHINA CO LTD SPONSORED ADR 71646E10 4124 39300 SH SHARED 10 39300 D PETROCHINA CO LTD SPONSORED ADR 71646E10 304 2900 SH SHARED 17 2900 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 337 30000 SH SHARED 30000 D PETROFUND ENERGY TRUST TR UNIT 71648W10 3859 176400 SH SHARED 176400 D PETROHAWK ENERGY CORP COM 71649510 2178 158991 SH SHARED 158991 D PETROHAWK ENERGY CORP COM 71649510 63 4600 SH SHARED 01 4600 D PETROHAWK ENERGY CORP COM 71649510 126 9200 SH SHARED 10 9200 D PETROHAWK ENERGY CORP COM 71649510 11565 844200 SH SHARED 17 844200 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 718 9000 SH SHARED 9000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 12889 161425 SH SHARED 158835 2590 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 112700 1411400 SH SHARED 01 1411400 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 998 12500 SH SHARED 02 12500 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 10380 130000 SH SHARED 04 130000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 359 4500 SH SHARED 06 4500 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 57412 719000 SH SHARED 10 719000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 260 3000 SH SHARED 3000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 268029 3092529 SH SHARED 3089079 3450 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 29058 335275 SH SHARED 01 334800 475 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 9 105 SH SHR/OTHR 01 105 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 195406 2254600 SH SHARED 04 2254600 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 1046 12080 SH SHARED 05 12080 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 21190 244500 SH SHARED 06 244500 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 85537 986930 SH SHARED 10 986930 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 4454 51400 SH SHARED 14 51400 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 32352 373284 SH SHARED 17 373284 D PETROLEUM DEV CORP COM 71657810 54 1200 SH SHARED 1200 D PETROLEUM DEV CORP COM 71657810 18 400 SH SHARED 01 400 D PETROLEUM DEV CORP COM 71657810 344 7600 SH SHARED 17 7600 D PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 71659910 2446 52632 SH SHARED 52632 D PETROQUEST ENERGY INC COM 71674810 47 4700 SH SHARED 2700 2000 D PETROQUEST ENERGY INC COM 71674810 199 19800 SH SHARED 17 19800 D PETSMART INC COM 71676810 8673 308213 SH SHARED 308213 D PETSMART INC COM 71676810 1479 52575 SH SHARED 01 175 52400 D PETSMART INC COM 71676810 28 1000 SH SHR/OTHR 01 1000 D PETSMART INC COM 71676810 1885 67000 SH SHARED 02 67000 D PETSMART INC COM 71676810 153 5446 SH SHARED 06 5446 D PETSMART INC COM 71676810 8 295 SH SHARED 10 295 D PETSMART INC COM 71676810 2551 90680 SH SHARED 17 90380 300 D PFEIFFER VACUUM TECH AG SPONSORED ADR 71706710 426 6418 SH SHARED 6418 D PFEIFFER VACUUM TECH AG SPONSORED ADR 71706710 332 5000 SH SHARED 5000 D PFIZER INC COM 71708110 3229 129580 SH SHARED 129580 D PFIZER INC COM 71708110 1651037 66253498 SH SHARED 64071514 2181984 D PFIZER INC COM 71708110 21583 866130 SH SHR/OTHR 866130 D PFIZER INC COM 71708110 85768 3441742 SH SHARED 01 871630 2570112 D PFIZER INC COM 71708110 15895 637879 SH SHR/OTHR 01 637879 D PFIZER INC COM 71708110 134233 5386593 SH SHARED 02 5386593 D PFIZER INC COM 71708110 200990 8065417 SH SHARED 04 7994982 70435 D PFIZER INC COM 71708110 1659 66610 SH SHARED 05 66610 D PFIZER INC COM 71708110 38762 1555463 SH SHARED 06 1555463 D PFIZER INC COM 71708110 299234 12007818 SH SHARED 10 8052033 1861787 2093998 D PFIZER INC COM 71708110 281 11300 SH SHR/OTHR 10 11300 D PFIZER INC COM 71708110 10188 408838 SH SHARED 14 408838 D PFIZER INC COM 71708110 10158 407633 SH SHARED 15 407633 D PFIZER INC COM 71708110 7849 315000 SH SHARED 16 315000 D PFIZER INC COM 71708110 320958 12879538 SH SHARED 17 12498288 381250 D PHARMACOPEIA DRUG DISCVRY IN COM 7171EP10 104 17700 SH SHARED 17700 D PHARMACOPEIA DRUG DISCVRY IN COM 7171EP10 43 7394 SH SHARED 02 7394 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 9260 129700 SH SHARED 129700 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 18578 260200 SH SHARED 02 260200 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 214 3000 SH SHARED 17 3000 D PHARMACEUTICAL PROD DEV INC COM 71712410 1128 32600 SH SHARED 32600 D PHARMACEUTICAL PROD DEV INC COM 71712410 1439 41600 SH SHARED 01 41600 D PHARMACEUTICAL PROD DEV INC COM 71712410 1574 45500 SH SHARED 02 45500 D PHARMACEUTICAL PROD DEV INC COM 71712410 2114 61100 SH SHARED 10 61100 D PHARMACEUTICAL PROD DEV INC COM 71712410 1122 32440 SH SHARED 17 32440 D PHARMACEUTICAL RES INC NOTE 2.875% 9/3 717125AC 6648 8000000 PRN SHARED 8000000 D PHARMION CORP COM 71715B40 154 8600 SH SHARED 8600 D PHARMION CORP COM 71715B40 246 13688 SH SHARED 02 13688 D PHARMION CORP COM 71715B40 5640 313000 SH SHARED 04 313000 D PHARMION CORP COM 71715B40 163 9100 SH SHARED 17 9100 D PHASE FORWARD INC COM 71721R40 15 1400 SH SHARED 1400 D PHASE FORWARD INC COM 71721R40 67 6043 SH SHARED 17 6043 D PHELPS DODGE CORP COM 71726510 14 180 SH SHARED 180 D PHELPS DODGE CORP COM 71726510 99525 1235881 SH SHARED 1219831 16050 D PHELPS DODGE CORP COM 71726510 5282 65598 SH SHARED 01 65598 D PHELPS DODGE CORP COM 71726510 133 1654 SH SHR/OTHR 01 1654 D PHELPS DODGE CORP COM 71726510 8491 105448 SH SHARED 02 105448 D PHELPS DODGE CORP COM 71726510 9342 116010 SH SHARED 06 116010 D PHELPS DODGE CORP COM 71726510 17201 213608 SH SHARED 10 38000 175608 D PHELPS DODGE CORP COM 71726510 1352 16796 SH SHARED 14 16796 D PHELPS DODGE CORP COM 71726510 10188 126514 SH SHARED 17 97514 29000 D PHILADELPHIA CONS HLDG CORP COM 71752810 1372 40200 SH SHARED 100 40100 D PHILADELPHIA CONS HLDG CORP COM 71752810 177 5200 SH SHARED 02 5200 D PHILADELPHIA CONS HLDG CORP COM 71752810 12259 359100 SH SHARED 10 359100 D PHILADELPHIA CONS HLDG CORP COM 71752810 655 19200 SH SHARED 17 19200 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 8310 221200 SH SHARED 221200 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 15692 417700 SH SHARED 10 417700 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 950 25300 SH SHARED 17 25300 D PHILLIPS VAN HEUSEN CORP COM 71859210 527 13800 SH SHARED 13800 D PHILLIPS VAN HEUSEN CORP COM 71859210 164 4300 SH SHARED 01 4300 D PHILLIPS VAN HEUSEN CORP COM 71859210 1073 28100 SH SHARED 10 28100 D PHILLIPS VAN HEUSEN CORP COM 71859210 12474 326464 SH SHARED 17 326464 D PHOENIX COS INC NEW COM 71902E10 8891 545504 SH SHARED 545504 D PHOENIX COS INC NEW COM 71902E10 202 12442 SH SHARED 02 12442 D PHOENIX COS INC NEW COM 71902E10 96 5900 SH SHARED 10 5900 D PHOENIX COS INC NEW COM 71902E10 797 48900 SH SHARED 17 38800 10100 D PHOENIX TECHNOLOGY LTD COM 71915310 10 1600 SH SHARED 1600 D PHOENIX TECHNOLOGY LTD COM 71915310 48 7100 SH SHARED 17 7100 D PHOTON DYNAMICS INC COM 71936410 225 12000 SH SHARED 12000 D PHOTON DYNAMICS INC COM 71936410 3 200 SH SHARED 01 200 D PHOTON DYNAMICS INC COM 71936410 167 8941 SH SHARED 17 8941 D PHOTRONICS INC NOTE 4.750%12/1 719405AC 207 209000 PRN SHARED 209000 D PHOTRONICS INC NOTE 2.250% 4/1 719405AE 11713 9031000 PRN SHARED 02 9031000 D PHOTRONICS INC COM 71940510 3133 167046 SH SHARED 167046 D PHOTRONICS INC COM 71940510 88 4700 SH SHARED 01 4700 D PHOTRONICS INC COM 71940510 4815 256700 SH SHARED 10 256700 D PHOTRONICS INC COM 71940510 2483 132368 SH SHARED 17 14068 118300 D PIEDMONT NAT GAS INC COM 72018610 2 100 SH SHARED 100 D PIEDMONT NAT GAS INC COM 72018610 107 4500 SH SHR/OTHR 4500 D PIEDMONT NAT GAS INC COM 72018610 23 1000 SH SHARED 01 1000 D PIEDMONT NAT GAS INC COM 72018610 117 4884 SH SHR/OTHR 01 4884 D PIEDMONT NAT GAS INC COM 72018610 194 8100 SH SHARED 02 8100 D PIEDMONT NAT GAS INC COM 72018610 16 700 SH SHARED 17 700 D PIER 1 IMPORTS INC COM 72027910 821 70722 SH SHARED 59800 10922 D PIER 1 IMPORTS INC COM 72027910 372 32100 SH SHARED 01 32100 D PIER 1 IMPORTS INC COM 72027910 4421 380800 SH SHARED 02 380800 D PIER 1 IMPORTS INC COM 72027910 34 3000 SH SHARED 10 3000 D PIER 1 IMPORTS INC COM 72027910 377 32500 SH SHARED 17 32500 D PIKE ELEC CORP COM 72128310 21 1000 SH SHARED 1000 D PIKE ELEC CORP COM 72128310 81 3900 SH SHARED 01 3900 D PIKE ELEC CORP COM 72128310 6880 327508 SH SHARED 17 327508 D PILGRIMS PRIDE CORP COM 72146710 7949 366840 SH SHARED 366840 D PILGRIMS PRIDE CORP COM 72146710 4526 208886 SH SHARED 02 208886 D PILGRIMS PRIDE CORP COM 72146710 69 3204 SH SHARED 06 3204 D PILGRIMS PRIDE CORP COM 72146710 632 29200 SH SHARED 10 29200 D PIMCO MUN INCOME FD II COM 72200W10 1957 132700 SH SHR/OTHR 132700 D PIMCO MUN INCOME FD II COM 72200W10 225 15258 SH SHARED 01 15258 D PIMCO MUN INCOME FD III COM 72201A10 148 10057 SH SHARED 01 10057 D PIMCO CALIF MUN INCOME FD II COM 72201C10 63 4000 SH SHR/OTHR 01 4000 D PIMCO FLOATING RATE INCOME F COM 72201H10 230 11854 SH SHARED 11854 D PIMCO FLOATING RATE STRTGY F COM 72201J10 95 5023 SH SHARED 01 5023 D PIMCO GLOBAL STOCKSPLS INCM COM 72201110 125 5141 SH SHARED 5141 D PINNACLE AIRL CORP COM 72344310 7 1200 SH SHARED 1200 D PINNACLE AIRL CORP COM 72344310 1126 169209 SH SHARED 02 169209 D PINNACLE AIRL CORP COM 72344310 72 10900 SH SHARED 17 10900 D PINNACLE ENTMT INC COM 72345610 631 22400 SH SHARED 22400 D PINNACLE ENTMT INC COM 72345610 140 5000 SH SHARED 02 5000 D PINNACLE ENTMT INC COM 72345610 61 2200 SH SHARED 10 2200 D PINNACLE ENTMT INC COM 72345610 1149 40800 SH SHARED 14 40800 D PINNACLE ENTMT INC COM 72345610 873 31000 SH SHARED 17 27400 3600 D PINNACLE FINL PARTNERS INC COM 72346Q10 24 900 SH SHARED 900 D PINNACLE FINL PARTNERS INC COM 72346Q10 43 1600 SH SHR/OTHR 1600 D PINNACLE FINL PARTNERS INC COM 72346Q10 65 2400 SH SHARED 17 2400 D PINNACLE WEST CAP CORP COM 72348410 11944 305479 SH SHARED 292554 12925 D PINNACLE WEST CAP CORP COM 72348410 3 100 SH SHR/OTHR 100 D PINNACLE WEST CAP CORP COM 72348410 891 22800 SH SHARED 01 22800 D PINNACLE WEST CAP CORP COM 72348410 1414 36189 SH SHARED 02 36189 D PINNACLE WEST CAP CORP COM 72348410 254 6520 SH SHARED 06 6520 D PINNACLE WEST CAP CORP COM 72348410 3679 94114 SH SHARED 10 91300 2814 D PINNACLE WEST CAP CORP COM 72348410 1771 45304 SH SHARED 17 44104 1200 D PIONEER COS INC COM NEW 72364330 24 800 SH SHARED 800 D PIONEER COS INC COM NEW 72364330 118 3900 SH SHARED 01 3900 D PIONEER COS INC COM NEW 72364330 1756 57600 SH SHARED 10 57600 D PIONEER COS INC COM NEW 72364330 10031 328900 SH SHARED 17 328900 D PIONEER DRILLING CO COM 72365510 625 38100 SH SHARED 38100 D PIONEER DRILLING CO COM 72365510 108 6600 SH SHARED 01 6600 D PIONEER DRILLING CO COM 72365510 2007 122200 SH SHARED 10 122200 D PIONEER DRILLING CO COM 72365510 4010 244100 SH SHARED 17 163400 80700 D PIONEER FLOATING RATE TR COM 72369J10 1018 55453 SH SHARED 55453 D PIONEER MUN HIGH INC ADV TR COM 72376210 15 1000 SH SHARED 01 1000 D PIONEER NAT RES CO COM 72378710 32661 738123 SH SHARED 738123 D PIONEER NAT RES CO COM 72378710 2447 55320 SH SHARED 01 55320 D PIONEER NAT RES CO COM 72378710 2539 57400 SH SHARED 02 57400 D PIONEER NAT RES CO COM 72378710 1659 37500 SH SHARED 04 37500 D PIONEER NAT RES CO COM 72378710 265 6000 SH SHARED 06 6000 D PIONEER NAT RES CO COM 72378710 27 625 SH SHARED 10 625 D PIONEER NAT RES CO COM 72378710 184 4166 SH SHARED 14 4166 D PIONEER NAT RES CO COM 72378710 360 8145 SH SHARED 17 7545 600 D PIONEER TAX ADVNTAGE BALANC COM 72388R10 6863 534118 SH SHARED 534118 D PIPER JAFFRAY COS COM 72407810 175 3188 SH SHARED 3151 37 D PIPER JAFFRAY COS COM 72407810 6 110 SH SHR/OTHR 110 D PIPER JAFFRAY COS COM 72407810 60 1102 SH SHARED 01 1102 D PIPER JAFFRAY COS COM 72407810 2 38 SH SHR/OTHR 01 38 D PIPER JAFFRAY COS COM 72407810 19 356 SH SHARED 02 356 D PIPER JAFFRAY COS COM 72407810 1292 23500 SH SHARED 10 23500 D PIPER JAFFRAY COS COM 72407810 1482 26946 SH SHARED 17 23746 3200 D PITNEY BOWES INC COM 72447910 17325 403576 SH SHARED 393900 9676 D PITNEY BOWES INC COM 72447910 2407 56084 SH SHR/OTHR 56084 D PITNEY BOWES INC COM 72447910 3286 76565 SH SHARED 01 76565 D PITNEY BOWES INC COM 72447910 248 5800 SH SHR/OTHR 01 5800 D PITNEY BOWES INC COM 72447910 11428 266205 SH SHARED 02 266205 D PITNEY BOWES INC COM 72447910 652 15210 SH SHARED 06 15210 D PITNEY BOWES INC COM 72447910 132 3095 SH SHARED 10 3095 D PITNEY BOWES INC COM 72447910 62 1448 SH SHARED 14 1448 D PITNEY BOWES INC COM 72447910 3847 89631 SH SHARED 17 89331 300 D PIXELWORKS INC SDCV 1.750% 5/1 72581MAB 938 1347000 PRN SHARED 1347000 D PIXELWORKS INC SDCV 1.750% 5/1 72581MAB 10 15000 PRN SHARED 02 15000 D PIXELWORKS INC COM 72581M10 830 167012 SH SHARED 167012 D PIXELWORKS INC COM 72581M10 121 24500 SH SHARED 17 24500 D PIXAR COM 72581110 70360 1096976 SH SHARED 1096976 D PIXAR COM 72581110 70 1100 SH SHARED 01 1100 D PIXAR COM 72581110 3585 55900 SH SHARED 02 55900 D PIXAR COM 72581110 38 600 SH SHARED 04 600 D PIXAR COM 72581110 25 400 SH SHARED 14 400 D PIXELPLUS CO LTD ADR 72582A10 254 22637 SH SHARED 22637 D PLACER DOME INC DBCV 2.750%10/1 725906AK 10068 8146000 PRN SHARED 02 8146000 D PLACER SIERRA BANCSHARES COM 72607910 11 400 SH SHARED 400 D PLACER SIERRA BANCSHARES COM 72607910 108 3800 SH SHARED 17 3800 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 21781 484250 SH SHARED 484250 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 9 200 SH SHARED 02 200 D PLAINS EXPL& PRODTN CO COM 72650510 26792 693400 SH SHARED 693400 D PLAINS EXPL& PRODTN CO COM 72650510 2240 57988 SH SHARED 01 57988 D PLAINS EXPL& PRODTN CO COM 72650510 1414 36600 SH SHARED 02 36600 D PLAINS EXPL& PRODTN CO COM 72650510 42 1100 SH SHARED 17 1100 D PLANAR SYS INC COM 72690010 81 4800 SH SHARED 4800 D PLANAR SYS INC COM 72690010 1 100 SH SHARED 02 100 D PLANTRONICS INC NEW COM 72749310 3528 99600 SH SHARED 99600 D PLANTRONICS INC NEW COM 72749310 722 20400 SH SHARED 01 20400 D PLANTRONICS INC NEW COM 72749310 790 22300 SH SHARED 02 22300 D PLANTRONICS INC NEW COM 72749310 88 2500 SH SHARED 10 2500 D PLANTRONICS INC NEW COM 72749310 843 23800 SH SHARED 17 20600 3200 D PLATO LEARNING INC COM 72764Y10 0 1 SH SHARED 01 1 D PLAYBOY ENTERPRISES INC CL B 72811730 69 4900 SH SHARED 4900 D PLAYBOY ENTERPRISES INC CL B 72811730 1371 96560 SH SHARED 17 6360 90200 D PLAYTEX PRODS INC COM 72813P10 140 13400 SH SHARED 13400 D PLAYTEX PRODS INC COM 72813P10 850 81200 SH SHARED 10 81200 D PLAYTEX PRODS INC COM 72813P10 1139 108800 SH SHARED 17 16800 92000 D PLEXUS CORP COM 72913210 484 12900 SH SHARED 12900 D PLEXUS CORP COM 72913210 762 20300 SH SHARED 01 20300 D PLEXUS CORP COM 72913210 578 15400 SH SHARED 02 15400 D PLEXUS CORP COM 72913210 5564 148100 SH SHARED 10 148100 D PLEXUS CORP COM 72913210 3190 84924 SH SHARED 17 16824 68100 D PLUG POWER INC COM 72919P10 5467 1093549 SH SHARED 1093549 D PLUG POWER INC COM 72919P10 925 185000 SH SHARED 04 185000 D PLUG POWER INC COM 72919P10 106 21271 SH SHARED 17 21271 D PLUM CREEK TIMBER CO INC COM 72925110 17684 478868 SH SHARED 478868 D PLUM CREEK TIMBER CO INC COM 72925110 135 3681 SH SHR/OTHR 3681 D PLUM CREEK TIMBER CO INC COM 72925110 1734 46956 SH SHARED 01 46956 D PLUM CREEK TIMBER CO INC COM 72925110 1265 34272 SH SHR/OTHR 01 34272 D PLUM CREEK TIMBER CO INC COM 72925110 3744 101398 SH SHARED 02 101398 D PLUM CREEK TIMBER CO INC COM 72925110 923 25000 SH SHARED 04 25000 D PLUM CREEK TIMBER CO INC COM 72925110 6 171 SH SHARED 10 171 D PLUM CREEK TIMBER CO INC COM 72925110 21751 589000 SH SHARED 11 589000 D PLUM CREEK TIMBER CO INC COM 72925110 35 961 SH SHARED 14 961 D PLUM CREEK TIMBER CO INC COM 72925110 2859 77424 SH SHARED 17 77324 100 D POGO PRODUCING CO COM 73044810 675 13450 SH SHARED 13400 50 D POGO PRODUCING CO COM 73044810 1286 25610 SH SHARED 01 1535 24075 D POGO PRODUCING CO COM 73044810 2 40 SH SHR/OTHR 01 40 D POGO PRODUCING CO COM 73044810 2130 42398 SH SHARED 02 42398 D POGO PRODUCING CO COM 73044810 134 2679 SH SHARED 06 2679 D POGO PRODUCING CO COM 73044810 12240 243600 SH SHARED 10 212500 31100 D POGO PRODUCING CO COM 73044810 1466 29178 SH SHARED 17 29178 D POINT THERAPEUTICS INC COM 73069410 718 207691 SH SHARED 207691 D POLARIS INDS INC COM 73106810 125 2300 SH SHARED 2300 D POLARIS INDS INC COM 73106810 54 1000 SH SHR/OTHR 1000 D POLARIS INDS INC COM 73106810 709 12997 SH SHARED 02 12997 D POLARIS INDS INC COM 73106810 81 1490 SH SHARED 06 1490 D POLARIS INDS INC COM 73106810 54 1000 SH SHARED 10 1000 D POLARIS INDS INC COM 73106810 98 1800 SH SHARED 17 1800 D POLO RALPH LAUREN CORP CL A 73157210 842 13900 SH SHARED 13700 200 D POLO RALPH LAUREN CORP CL A 73157210 1934 31925 SH SHARED 01 6150 25775 D POLO RALPH LAUREN CORP CL A 73157210 45 750 SH SHR/OTHR 01 750 D POLO RALPH LAUREN CORP CL A 73157210 1612 26600 SH SHARED 02 26600 D POLO RALPH LAUREN CORP CL A 73157210 18 300 SH SHARED 06 300 D POLO RALPH LAUREN CORP CL A 73157210 32839 541820 SH SHARED 10 49940 491580 300 D POLO RALPH LAUREN CORP CL A 73157210 49251 812600 SH SHARED 17 812600 D POLYCOM INC COM 73172K10 3081 142144 SH SHR/OTHR 142144 D POLYCOM INC COM 73172K10 1279 59019 SH SHARED 59019 D POLYCOM INC COM 73172K10 773 35700 SH SHARED 01 35700 D POLYCOM INC COM 73172K10 945 43596 SH SHARED 02 43596 D POLYCOM INC COM 73172K10 91 4200 SH SHARED 10 4200 D POLYCOM INC COM 73172K10 966 44600 SH SHARED 17 38100 6500 D POLYMEDICA CORP COM 73173810 1639 38705 SH SHR/OTHR 38705 D POLYMEDICA CORP COM 73173810 67 1600 SH SHARED 1600 D POLYMEDICA CORP COM 73173810 16 400 SH SHARED 10 400 D POLYMEDICA CORP COM 73173810 406 9600 SH SHARED 17 9600 D POLYONE CORP COM 73179P10 1994 214009 SH SHARED 214009 D POLYONE CORP COM 73179P10 334 35862 SH SHARED 17 35862 D POPE & TALBOT INC COM 73282710 716 105350 SH SHARED 105350 D POPULAR INC COM 73317410 6 300 SH SHARED 300 D POPULAR INC COM 73317410 87 4200 SH SHARED 01 4200 D POPULAR INC COM 73317410 186 9000 SH SHR/OTHR 01 9000 D POPULAR INC COM 73317410 660 31832 SH SHARED 02 31832 D POPULAR INC COM 73317410 43 2100 SH SHARED 10 2100 D POPULAR INC COM 73317410 305 14700 SH SHARED 17 11400 3300 D PORTALPLAYER INC COM 73618720 22 1000 SH SHARED 1000 D PORTALPLAYER INC COM 73618720 15 700 SH SHARED 01 700 D PORTALPLAYER INC COM 73618720 1331 59900 SH SHARED 17 6300 53600 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 51 1100 SH SHARED 1100 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 40 875 SH SHARED 01 725 150 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 327 7000 SH SHARED 10 7000 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 739 15786 SH SHARED 17 15786 D POST PPTYS INC COM 73746410 124 2800 SH SHARED 2800 D POST PPTYS INC COM 73746410 28 650 SH SHR/OTHR 650 D POST PPTYS INC COM 73746410 57 1300 SH SHARED 02 1300 D POST PPTYS INC COM 73746410 93 2100 SH SHARED 10 2100 D POST PPTYS INC COM 73746410 992 22300 SH SHARED 17 18800 3500 D POTASH CORP SASK INC COM 73755L10 27997 317832 SH SHARED 308732 9100 D POTASH CORP SASK INC COM 73755L10 116 1322 SH SHARED 01 1322 D POTASH CORP SASK INC COM 73755L10 3836 43553 SH SHARED 02 43553 D POTASH CORP SASK INC COM 73755L10 3391 38500 SH SHARED 04 38500 D POTASH CORP SASK INC COM 73755L10 6275 71234 SH SHARED 06 71234 D POTASH CORP SASK INC COM 73755L10 32 367 SH SHARED 10 367 D POTASH CORP SASK INC COM 73755L10 303 3448 SH SHARED 14 3448 D POTASH CORP SASK INC COM 73755L10 2202 25000 SH SHARED 16 25000 D POTASH CORP SASK INC COM 73755L10 26 300 SH SHARED 17 300 D POTLATCH CORP NEW COM 73763010 1486 34700 SH SHARED 34700 D POTLATCH CORP NEW COM 73763010 324 7586 SH SHARED 01 7586 D POTLATCH CORP NEW COM 73763010 432 10100 SH SHARED 02 10100 D POTLATCH CORP NEW COM 73763010 1028 24000 SH SHARED 10 24000 D POTLATCH CORP NEW COM 73763010 786 18368 SH SHARED 17 16168 2200 D POWELL INDS INC COM 73912810 10 500 SH SHARED 500 D POWELL INDS INC COM 73912810 50 2300 SH SHARED 17 2300 D POWER INTEGRATIONS INC COM 73927610 47 1900 SH SHARED 1900 D POWER INTEGRATIONS INC COM 73927610 2074 83700 SH SHARED 01 83025 675 D POWER INTEGRATIONS INC COM 73927610 42 1725 SH SHR/OTHR 01 1725 D POWER INTEGRATIONS INC COM 73927610 163 6600 SH SHARED 02 6600 D POWER INTEGRATIONS INC COM 73927610 9402 379430 SH SHARED 10 379430 D POWER INTEGRATIONS INC COM 73927610 14855 599500 SH SHARED 17 599500 D POWER-ONE INC COM 73930810 288 40000 SH SHARED 40000 D POWER-ONE INC COM 73930810 189 26300 SH SHARED 17 26300 D POWERSHARES ETF TRUST LX NANOTCH PTF 73935X63 912 50000 SH SHARED 17 50000 D POWERSHARES ETF TRUST ZACKS MC PRTFL 73935X74 69 4000 SH SHARED 4000 D POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB 14438 10719000 PRN SHARED 10719000 D POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD 70 53000 PRN SHARED 02 1000 52000 D POWERWAVE TECHNOLOGIES INC COM 73936310 14695 1089394 SH SHARED 985814 103580 D POWERWAVE TECHNOLOGIES INC COM 73936310 0 61 SH SHR/OTHR 61 D POWERWAVE TECHNOLOGIES INC COM 73936310 623 46200 SH SHARED 01 46200 D POWERWAVE TECHNOLOGIES INC COM 73936310 34 2543 SH SHR/OTHR 01 2543 D POWERWAVE TECHNOLOGIES INC COM 73936310 898 66600 SH SHARED 02 66600 D POWERWAVE TECHNOLOGIES INC COM 73936310 75 5600 SH SHARED 10 5600 D POWERWAVE TECHNOLOGIES INC COM 73936310 845 62700 SH SHARED 17 53900 8800 D POZEN INC COM 73941U10 26 1600 SH SHARED 1600 D POZEN INC COM 73941U10 15 900 SH SHARED 01 900 D POZEN INC COM 73941U10 188 11300 SH SHARED 17 11300 D PRAXAIR INC COM 74005P10 44923 814569 SH SHARED 758635 55934 D PRAXAIR INC COM 74005P10 4568 82845 SH SHR/OTHR 82845 D PRAXAIR INC COM 74005P10 18059 327465 SH SHARED 01 96437 231028 D PRAXAIR INC COM 74005P10 2384 43238 SH SHR/OTHR 01 43238 D PRAXAIR INC COM 74005P10 6137 111281 SH SHARED 02 111281 D PRAXAIR INC COM 74005P10 2481 45000 SH SHARED 04 45000 D PRAXAIR INC COM 74005P10 3905 70810 SH SHARED 06 70810 D PRAXAIR INC COM 74005P10 101 1838 SH SHARED 10 1838 D PRAXAIR INC COM 74005P10 3860 70000 SH SHARED 16 70000 D PRAXAIR INC COM 74005P10 7638 138513 SH SHARED 17 126913 11600 D PRE PAID LEGAL SVCS INC COM 74006510 24 700 SH SHARED 700 D PRE PAID LEGAL SVCS INC COM 74006510 31 900 SH SHARED 01 900 D PRE PAID LEGAL SVCS INC COM 74006510 14 400 SH SHARED 10 400 D PRE PAID LEGAL SVCS INC COM 74006510 137 3878 SH SHARED 17 3878 D PRECISION CASTPARTS CORP COM 74018910 5922 99700 SH SHARED 99700 D PRECISION CASTPARTS CORP COM 74018910 2839 47800 SH SHARED 01 47800 D PRECISION CASTPARTS CORP COM 74018910 3546 59700 SH SHARED 02 59700 D PRECISION CASTPARTS CORP COM 74018910 2473 41645 SH SHARED 17 39645 2000 D PRECISION DRILLING TR TR UNIT 74021510 1429 44200 SH SHARED 44200 D PRECISION DRILLING TR TR UNIT 74021510 2 65 SH SHARED 06 65 D PREFERRED BK LOS ANGELES CA COM 74036710 15 300 SH SHARED 300 D PREFERRED BK LOS ANGELES CA COM 74036710 10 200 SH SHARED 01 200 D PREFERRED BK LOS ANGELES CA COM 74036710 70 1400 SH SHARED 17 1400 D PREFERRED INCOME STRATEGIES COM 74038E10 44 2300 SH SHARED 01 2300 D PREFORMED LINE PRODS CO COM 74044410 6 200 SH SHARED 200 D PREMIERE GLOBAL SVCS INC COM 74058510 56 6990 SH SHARED 6990 D PREMIERE GLOBAL SVCS INC COM 74058510 856 106400 SH SHARED 10 106400 D PREMIERE GLOBAL SVCS INC COM 74058510 1401 174148 SH SHARED 17 25248 148900 D PREMIUM STD FARMS INC COM 74060C10 12 700 SH SHARED 700 D PREMIUM STD FARMS INC COM 74060C10 36 2077 SH SHARED 17 2077 D PRESIDENTIAL LIFE CORP COM 74088410 33 1300 SH SHARED 1300 D PRESIDENTIAL LIFE CORP COM 74088410 254 10000 SH SHARED 17 10000 D PREMIERWEST BANCORP COM 74092110 18 1000 SH SHARED 1000 D PREMIERWEST BANCORP COM 74092110 49 2663 SH SHARED 17 2663 D PRESSTEK INC COM 74111310 22 1900 SH SHARED 1900 D PRESSTEK INC COM 74111310 166 14000 SH SHARED 17 14000 D PRESTIGE BRANDS HLDGS INC COM 74112D10 23 1900 SH SHARED 1900 D PRESTIGE BRANDS HLDGS INC COM 74112D10 118 9760 SH SHARED 17 9760 D PRICE COMMUNICATIONS CORP COM NEW 74143730 53 3000 SH SHARED 3000 D PRICE COMMUNICATIONS CORP COM NEW 74143730 14 800 SH SHARED 02 800 D PRICE COMMUNICATIONS CORP COM NEW 74143730 271 15363 SH SHARED 17 15363 D PRICE T ROWE GROUP INC COM 74144T10 23518 300707 SH SHARED 300707 D PRICE T ROWE GROUP INC COM 74144T10 1063 13600 SH SHR/OTHR 13600 D PRICE T ROWE GROUP INC COM 74144T10 2182 27900 SH SHARED 01 27900 D PRICE T ROWE GROUP INC COM 74144T10 927 11862 SH SHR/OTHR 01 11862 D PRICE T ROWE GROUP INC COM 74144T10 3570 45653 SH SHARED 02 45653 D PRICE T ROWE GROUP INC COM 74144T10 606 7757 SH SHARED 06 7757 D PRICE T ROWE GROUP INC COM 74144T10 34 436 SH SHARED 10 436 D PRICE T ROWE GROUP INC COM 74144T10 6656 85116 SH SHARED 17 84916 200 D PRICELINE COM INC NOTE 2.250% 1/1 741503AE 1872 2000000 PRN SHARED 2000000 D PRICELINE COM INC NOTE 2.250% 1/1 741503AE 3 4000 PRN SHARED 02 4000 D PRICELINE COM INC COM NEW 74150340 2015 81123 SH SHARED 81123 D PRICELINE COM INC COM NEW 74150340 12 500 SH SHARED 01 500 D PRICELINE COM INC COM NEW 74150340 69 2787 SH SHARED 02 2787 D PRICELINE COM INC COM NEW 74150340 14 600 SH SHARED 10 600 D PRICELINE COM INC COM NEW 74150340 223 9016 SH SHARED 17 9016 D PRIDE INTL INC DEL COM 74153Q10 1182 37919 SH SHARED 37919 D PRIDE INTL INC DEL COM 74153Q10 1867 59900 SH SHARED 01 59900 D PRIDE INTL INC DEL COM 74153Q10 4341 139245 SH SHARED 02 139245 D PRIDE INTL INC DEL COM 74153Q10 97 3138 SH SHARED 14 3138 D PRIDE INTL INC DEL COM 74153Q10 642 20609 SH SHARED 17 20609 D PRIMEDIA INC COM 74157K10 103 49900 SH SHARED 49900 D PRIMEDIA INC COM 74157K10 218 105750 SH SHARED 02 105750 D PRIMEDIA INC COM 74157K10 115 55800 SH SHARED 17 55800 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 7 10300 SH SHARED 10300 D PRIMEWEST ENERGY TR TR UNIT NEW 74193030 70 2500 SH SHARED 2500 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 24284 497630 SH SHARED 497630 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 214 4400 SH SHR/OTHR 4400 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 2557 52400 SH SHARED 01 52400 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 53 1088 SH SHR/OTHR 01 1088 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 4981 102087 SH SHARED 02 102087 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 358 7350 SH SHARED 06 7350 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 419 8600 SH SHARED 10 8300 300 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 7422 152098 SH SHARED 17 152098 D PRIVATE MEDIA GROUP INC COM 74266R10 13 3405 SH SHARED 3405 D PROASSURANCE CORP DBCV 3.900% 6/3 74267CAB 1291 980000 PRN SHARED 02 980000 D PROASSURANCE CORP COM 74267C10 98 1900 SH SHARED 1900 D PROASSURANCE CORP COM 74267C10 5 100 SH SHARED 02 100 D PROASSURANCE CORP COM 74267C10 57 1100 SH SHARED 10 1100 D PROASSURANCE CORP COM 74267C10 953 18327 SH SHARED 17 16227 2100 D PRO PHARMACEUTICALS INC COM 74267T10 55 15000 SH SHARED 15000 D PROCENTURY CORP COM 74268T10 7122 522200 SH SHARED 17 522200 D PROCTER & GAMBLE CO COM 74271810 4277 74225 SH SHARED 74225 D PROCTER & GAMBLE CO COM 74271810 652158 11316300 SH SHARED 10733242 583058 D PROCTER & GAMBLE CO COM 74271810 48843 847540 SH SHR/OTHR 847540 D PROCTER & GAMBLE CO COM 74271810 88637 1538041 SH SHARED 01 177218 1360823 D PROCTER & GAMBLE CO COM 74271810 10542 182940 SH SHR/OTHR 01 182940 D PROCTER & GAMBLE CO COM 74271810 125068 2170200 SH SHARED 02 2170200 D PROCTER & GAMBLE CO COM 74271810 14574 252900 SH SHARED 04 252900 D PROCTER & GAMBLE CO COM 74271810 16106 279487 SH SHARED 06 279487 D PROCTER & GAMBLE CO COM 74271810 301204 5226521 SH SHARED 10 770890 3855640 599991 D PROCTER & GAMBLE CO COM 74271810 4373 75893 SH SHARED 14 75893 D PROCTER & GAMBLE CO COM 74271810 88831 1541418 SH SHARED 17 1501941 39477 D PRIVATEBANCORP INC COM 74296210 120 2900 SH SHARED 2900 D PRIVATEBANCORP INC COM 74296210 1610 38825 SH SHARED 01 38165 660 D PRIVATEBANCORP INC COM 74296210 27 665 SH SHR/OTHR 01 665 D PRIVATEBANCORP INC COM 74296210 20 500 SH SHARED 02 500 D PRIVATEBANCORP INC COM 74296210 7066 170310 SH SHARED 10 168810 1500 D PRIVATEBANCORP INC COM 74296210 11442 275800 SH SHARED 17 273300 2500 D PROGENICS PHARMACEUTICALS IN COM 74318710 2548 96200 SH SHARED 96200 D PROGENICS PHARMACEUTICALS IN COM 74318710 13 500 SH SHARED 01 500 D PROGENICS PHARMACEUTICALS IN COM 74318710 26 1000 SH SHARED 14 1000 D PROGENICS PHARMACEUTICALS IN COM 74318710 572 21600 SH SHARED 17 6800 14800 D PROGRESS ENERGY INC COM 74326310 19948 453577 SH SHARED 453577 D PROGRESS ENERGY INC COM 74326310 300 6837 SH SHR/OTHR 6837 D PROGRESS ENERGY INC COM 74326310 3618 82265 SH SHARED 01 2190 80075 D PROGRESS ENERGY INC COM 74326310 316 7192 SH SHR/OTHR 01 7192 D PROGRESS ENERGY INC COM 74326310 7024 159716 SH SHARED 02 159716 D PROGRESS ENERGY INC COM 74326310 686 15620 SH SHARED 06 15620 D PROGRESS ENERGY INC COM 74326310 540 12295 SH SHARED 10 2600 9695 D PROGRESS ENERGY INC COM 74326310 4924 111981 SH SHARED 17 107081 4900 D PROGRESS SOFTWARE CORP COM 74331210 78 2700 SH SHARED 2700 D PROGRESS SOFTWARE CORP COM 74331210 96 3300 SH SHARED 02 3300 D PROGRESS SOFTWARE CORP COM 74331210 49 1700 SH SHARED 10 1700 D PROGRESS SOFTWARE CORP COM 74331210 1518 52194 SH SHARED 17 18394 33800 D PROGRESSIVE CORP OHIO COM 74331510 34452 330447 SH SHARED 330447 D PROGRESSIVE CORP OHIO COM 74331510 4451 42700 SH SHARED 01 42700 D PROGRESSIVE CORP OHIO COM 74331510 6995 67100 SH SHARED 02 67100 D PROGRESSIVE CORP OHIO COM 74331510 1314 12608 SH SHARED 06 12608 D PROGRESSIVE CORP OHIO COM 74331510 586 5630 SH SHARED 10 4700 930 D PROGRESSIVE CORP OHIO COM 74331510 19260 184740 SH SHARED 17 182940 1800 D PROLOGIS SH BEN INT 74341010 34228 639794 SH SHARED 635148 4646 D PROLOGIS SH BEN INT 74341010 2501 46755 SH SHARED 01 2355 44400 D PROLOGIS SH BEN INT 74341010 8273 154636 SH SHARED 02 154636 D PROLOGIS SH BEN INT 74341010 1498 28000 SH SHARED 04 28000 D PROLOGIS SH BEN INT 74341010 447 8371 SH SHARED 10 8371 D PROLOGIS SH BEN INT 74341010 315026 5888351 SH SHARED 11 5888351 D PROLOGIS SH BEN INT 74341010 5494 102700 SH SHARED 17 96200 6500 D PROQUEST COMPANY COM 74346P10 130 6095 SH SHARED 6095 D PROQUEST COMPANY COM 74346P10 42 2000 SH SHARED 01 2000 D PROQUEST COMPANY COM 74346P10 365 17100 SH SHARED 10 17100 D PROQUEST COMPANY COM 74346P10 372 17400 SH SHARED 17 9600 7800 D PROSPECT ENERGY CORP COM 74348T10 3300 200752 SH SHARED 17 200752 D PROSPECT STR HIGH INCOME PTF COM NEW 74358640 1093 335500 SH SHARED 335500 D PROSPERITY BANCSHARES INC COM 74360610 39 1300 SH SHARED 1300 D PROSPERITY BANCSHARES INC COM 74360610 310 10280 SH SHARED 02 10280 D PROSPERITY BANCSHARES INC COM 74360610 616 20400 SH SHARED 10 20400 D PROSPERITY BANCSHARES INC COM 74360610 1528 50600 SH SHARED 17 11400 39200 D PROTECTIVE LIFE CORP COM 74367410 780 15700 SH SHARED 15700 D PROTECTIVE LIFE CORP COM 74367410 1258 25300 SH SHARED 01 25300 D PROTECTIVE LIFE CORP COM 74367410 2199 44215 SH SHARED 02 44215 D PROTECTIVE LIFE CORP COM 74367410 38 772 SH SHARED 06 772 D PROTECTIVE LIFE CORP COM 74367410 278 5600 SH SHARED 17 5600 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 11199 6615000 PRN SHARED 6615000 D PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF 14920 10000000 PRN SHARED 10000000 D PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF 4699 3150000 PRN SHARED 02 3150000 D PROVIDENCE SVC CORP COM 74381510 22 700 SH SHARED 700 D PROVIDENCE SVC CORP COM 74381510 377 11600 SH SHARED 10 11600 D PROVIDENCE SVC CORP COM 74381510 3073 94520 SH SHARED 17 94520 D PROVIDENT BANKSHARES CORP COM 74385910 423 11608 SH SHARED 3000 8608 D PROVIDENT BANKSHARES CORP COM 74385910 51 1400 SH SHARED 01 1400 D PROVIDENT BANKSHARES CORP COM 74385910 29 802 SH SHARED 02 802 D PROVIDENT BANKSHARES CORP COM 74385910 58 1600 SH SHARED 10 1600 D PROVIDENT BANKSHARES CORP COM 74385910 5447 149447 SH SHARED 17 146847 2600 D PROVIDENT ENERGY TR TR UNIT 74386K10 35 3150 SH SHR/OTHR 3150 D PROVIDENT FINL SVCS INC COM 74386T10 83 4600 SH SHARED 4600 D PROVIDENT FINL SVCS INC COM 74386T10 620 34264 SH SHARED 17 34264 D PROVIDENT FINL HLDGS INC COM 74386810 13 400 SH SHARED 400 D PROVIDENT FINL HLDGS INC COM 74386810 68 2100 SH SHARED 17 2100 D PROVIDENT NEW YORK BANCORP COM 74402810 33 2600 SH SHARED 2600 D PROVIDENT NEW YORK BANCORP COM 74402810 215 16578 SH SHARED 17 16578 D PRUDENTIAL FINL INC COM 74432010 69816 920941 SH SHARED 918041 2900 D PRUDENTIAL FINL INC COM 74432010 532 7025 SH SHR/OTHR 7025 D PRUDENTIAL FINL INC COM 74432010 7462 98441 SH SHARED 01 214 98227 D PRUDENTIAL FINL INC COM 74432010 45 600 SH SHR/OTHR 01 600 D PRUDENTIAL FINL INC COM 74432010 14973 197520 SH SHARED 02 196020 1500 D PRUDENTIAL FINL INC COM 74432010 5685 75000 SH SHARED 04 75000 D PRUDENTIAL FINL INC COM 74432010 2561 33782 SH SHARED 06 33782 D PRUDENTIAL FINL INC COM 74432010 4640 61215 SH SHARED 10 47842 13373 D PRUDENTIAL FINL INC COM 74432010 411 5434 SH SHARED 14 5434 D PRUDENTIAL FINL INC COM 74432010 1140 15050 SH SHARED 15 15050 D PRUDENTIAL FINL INC COM 74432010 17210 227026 SH SHARED 17 223626 3400 D PRUDENTIAL FINL INC COM 74432010 341 4500 SH SHARED 19 4500 D PRUDENTIAL PLC ADR 74435K20 289 12420 SH SHARED 9500 2920 D PRUDENTIAL PLC ADR 74435K20 18 815 SH SHARED 01 815 D PT INDOSAT TBK SPONSORED ADR 74438310 3370 120000 SH SHARED 120000 D PT INDOSAT TBK SPONSORED ADR 74438310 10547 375500 SH SHARED 10 375500 D PT INDOSAT TBK SPONSORED ADR 74438310 328 11700 SH SHARED 17 11700 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 2203 66500 SH SHARED 66500 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 2469 74550 SH SHARED 01 57150 17400 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 41 1250 SH SHR/OTHR 01 1250 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1822 55000 SH SHARED 04 55000 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 9786 295390 SH SHARED 10 294990 400 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 11711 353500 SH SHARED 17 316500 37000 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 97421 1521267 SH SHARED 1521167 100 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 48 750 SH SHR/OTHR 750 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 3880 60600 SH SHARED 01 60600 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 10041 156800 SH SHARED 02 156800 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 956 14930 SH SHARED 06 14930 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 3221 50308 SH SHARED 10 44313 5995 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 6636 103629 SH SHARED 17 98529 5100 D PUBLIC STORAGE INC COM 74460D10 12929 159168 SH SHARED 157068 2100 D PUBLIC STORAGE INC COM 74460D10 812 10000 SH SHARED 01 10000 D PUBLIC STORAGE INC COM 74460D10 3696 45508 SH SHARED 02 45508 D PUBLIC STORAGE INC COM 74460D10 7 92 SH SHARED 06 92 D PUBLIC STORAGE INC COM 74460D10 194 2400 SH SHARED 10 2400 D PUBLIC STORAGE INC COM 74460D10 324687 3997140 SH SHARED 11 3997140 D PUBLIC STORAGE INC COM 74460D10 3086 38000 SH SHARED 17 32500 5500 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 136 5000 SH SHR/OTHR 01 5000 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 348 12800 SH SHARED 11 12800 D PUBLICIS S A NEW SPONSORED ADR 74463M10 846 21618 SH SHARED 21618 D PUGET ENERGY INC NEW COM 74531010 550 26000 SH SHARED 26000 D PUGET ENERGY INC NEW COM 74531010 917 43300 SH SHARED 01 43300 D PUGET ENERGY INC NEW COM 74531010 1654 78138 SH SHARED 02 78138 D PUGET ENERGY INC NEW COM 74531010 24 1156 SH SHARED 06 1156 D PUGET ENERGY INC NEW COM 74531010 163 7706 SH SHARED 14 7706 D PULTE HOMES INC COM 74586710 23618 614733 SH SHARED 614733 D PULTE HOMES INC COM 74586710 2013 52396 SH SHARED 01 52396 D PULTE HOMES INC COM 74586710 3609 93956 SH SHARED 02 93956 D PULTE HOMES INC COM 74586710 753 19621 SH SHARED 06 19621 D PULTE HOMES INC COM 74586710 32373 842632 SH SHARED 10 171100 669860 1672 D PULTE HOMES INC COM 74586710 3490 90838 SH SHARED 17 88438 2400 D PUTNAM CALIF INVT GRADE MUN SH BEN INT 74644610 17 1334 SH SHARED 01 1334 D PUTNAM CALIF INVT GRADE MUN SH BEN INT 74644610 66 5000 SH SHR/OTHR 01 5000 D PUTMAN HIGH INCOME SEC FUND SHS BEN INT 74677910 39 5000 SH SHR/OTHR 01 5000 D PUTNAM HIGH YIELD MUN TR SH BEN INT 74678110 244 34869 SH SHARED 34869 D PUTNAM MANAGED HIGH YIELD TR SH BEN INT 74681910 629 71400 SH SHARED 71400 D PUTNAM MANAGED MUN INCOM TR COM 74682310 3 532 SH SHARED 532 D PUTNAM PREMIER INCOME TR SH BEN INT 74685310 4786 783404 SH SHARED 783404 D PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 450 75000 SH SHARED 75000 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 85 7100 SH SHARED 7100 D QLT INC NOTE 3.000% 9/1 746927AB 3046 3337000 PRN SHARED 3337000 D QLT INC COM 74692710 1214 157947 SH SHARED 157947 D QLT INC COM 74692710 399 51899 SH SHARED 02 51899 D QAD INC COM 74727D10 6 900 SH SHARED 900 D QAD INC COM 74727D10 41 5500 SH SHARED 17 5500 D QLOGIC CORP COM 74727710 7593 392449 SH SHARED 392449 D QLOGIC CORP COM 74727710 979 50600 SH SHARED 01 50600 D QLOGIC CORP COM 74727710 1291 66763 SH SHARED 02 66763 D QLOGIC CORP COM 74727710 349 18046 SH SHARED 06 18046 D QLOGIC CORP COM 74727710 15460 799014 SH SHARED 10 798060 954 D QLOGIC CORP COM 74727710 361 18700 SH SHARED 14 18700 D QLOGIC CORP COM 74727710 1358 70218 SH SHARED 17 69818 400 D QC HLDGS INC COM 74729T10 6 500 SH SHARED 500 D QC HLDGS INC COM 74729T10 18 1432 SH SHARED 17 1432 D QUALCOMM INC COM 74752510 390675 7719332 SH SHARED 7663347 55985 D QUALCOMM INC COM 74752510 3959 78240 SH SHR/OTHR 78240 D QUALCOMM INC COM 74752510 37968 750209 SH SHARED 01 128755 621454 D QUALCOMM INC COM 74752510 2762 54588 SH SHR/OTHR 01 54588 D QUALCOMM INC COM 74752510 31008 612697 SH SHARED 02 612697 D QUALCOMM INC COM 74752510 2783 55000 SH SHARED 04 50000 5000 D QUALCOMM INC COM 74752510 10551 208477 SH SHARED 06 208477 D QUALCOMM INC COM 74752510 189083 3736080 SH SHARED 10 1935756 1560410 239914 D QUALCOMM INC COM 74752510 3711 73335 SH SHARED 14 73335 D QUALCOMM INC COM 74752510 42475 839266 SH SHARED 17 826466 12800 D QUALITY SYS INC COM 74758210 2614 79000 SH SHARED 79000 D QUALITY SYS INC COM 74758210 1674 50600 SH SHARED 10 50600 D QUALITY SYS INC COM 74758210 46 1400 SH SHARED 14 1400 D QUALITY SYS INC COM 74758210 1509 45600 SH SHARED 17 6600 39000 D QUANTA SVCS INC NOTE 4.000% 7/0 74762EAA 1536 1591000 PRN SHARED 02 1591000 D QUANTA SVCS INC SDCV 4.500%10/0 74762EAC 6944 4489000 PRN SHARED 02 4489000 D QUANTA SVCS INC COM 74762E10 547 34200 SH SHARED 34200 D QUANTA SVCS INC COM 74762E10 757 47300 SH SHARED 01 47300 D QUANTA SVCS INC COM 74762E10 9836 614000 SH SHARED 02 41500 572500 D QUANTA SVCS INC COM 74762E10 102 6400 SH SHARED 10 6400 D QUANTA SVCS INC COM 74762E10 1193 74500 SH SHARED 17 64100 10400 D QUANEX CORP DBCV 2.500% 5/1 747620AE 1060 590000 PRN SHARED 590000 D QUANEX CORP COM 74762010 2996 44976 SH SHARED 44976 D QUANEX CORP COM 74762010 6 100 SH SHARED 02 100 D QUANEX CORP COM 74762010 6476 97200 SH SHARED 10 97200 D QUANEX CORP COM 74762010 4457 66900 SH SHARED 17 19050 47850 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 10 3000 SH SHARED 3000 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 77 21700 SH SHARED 17 21700 D QUANTUM CORP COM DSSG 74790620 845 226100 SH SHARED 226100 D QUANTUM CORP COM DSSG 74790620 252 67500 SH SHARED 17 67500 D QUEBECOR WORLD INC COM NON-VTG 74820310 88 9000 SH SHARED 9000 D QUEBECOR WORLD INC COM NON-VTG 74820310 7 800 SH SHARED 01 800 D QUEBECOR WORLD INC COM NON-VTG 74820310 386 39350 SH SHARED 02 39350 D QUEBECOR WORLD INC COM NON-VTG 74820310 3 400 SH SHARED 06 400 D QUEST DIAGNOSTICS INC COM 74834L10 60522 1179772 SH SHARED 1105382 74390 D QUEST DIAGNOSTICS INC COM 74834L10 1941 37838 SH SHR/OTHR 37838 D QUEST DIAGNOSTICS INC COM 74834L10 3044 59348 SH SHARED 01 4138 55210 D QUEST DIAGNOSTICS INC COM 74834L10 456 8900 SH SHR/OTHR 01 8900 D QUEST DIAGNOSTICS INC COM 74834L10 3379 65872 SH SHARED 02 65872 D QUEST DIAGNOSTICS INC COM 74834L10 594 11587 SH SHARED 06 11587 D QUEST DIAGNOSTICS INC COM 74834L10 471 9196 SH SHARED 10 6700 2496 D QUEST DIAGNOSTICS INC COM 74834L10 129678 2527848 SH SHARED 17 2526448 1400 D QUEST SOFTWARE INC COM 74834T10 7966 477017 SH SHARED 477017 D QUEST SOFTWARE INC COM 74834T10 31 1912 SH SHARED 02 1912 D QUEST SOFTWARE INC COM 74834T10 22782 1364200 SH SHARED 10 1360600 3600 D QUEST SOFTWARE INC COM 74834T10 482 28900 SH SHARED 17 23500 5400 D QUEST CAP CORP NEW COM 74835U10 88 34600 SH SHARED 34600 D QUESTAR CORP COM 74835610 6388 91200 SH SHARED 91200 D QUESTAR CORP COM 74835610 2374 33900 SH SHARED 01 33900 D QUESTAR CORP COM 74835610 2689 38400 SH SHARED 02 38400 D QUESTAR CORP COM 74835610 237 3391 SH SHARED 06 3391 D QUESTAR CORP COM 74835610 91 1300 SH SHARED 10 1300 D QUESTAR CORP COM 74835610 134 1914 SH SHARED 14 1914 D QUESTAR CORP COM 74835610 294 4200 SH SHARED 17 3100 1100 D QUICKSILVER RESOURCES INC COM 74837R10 6468 167314 SH SHARED 167314 D QUICKSILVER RESOURCES INC COM 74837R10 1817 47000 SH SHARED 01 47000 D QUICKSILVER RESOURCES INC COM 74837R10 1128 29200 SH SHARED 02 29200 D QUICKSILVER RESOURCES INC COM 74837R10 11 300 SH SHARED 10 300 D QUICKSILVER RESOURCES INC COM 74837R10 38 1000 SH SHARED 17 1000 D QUIKSILVER INC COM 74838C10 2772 200055 SH SHR/OTHR 200055 D QUIKSILVER INC COM 74838C10 209 15100 SH SHARED 15100 D QUIKSILVER INC COM 74838C10 428 30900 SH SHARED 01 19000 11900 D QUIKSILVER INC COM 74838C10 317 22900 SH SHARED 02 22900 D QUIKSILVER INC COM 74838C10 6894 497460 SH SHARED 10 497460 D QUIKSILVER INC COM 74838C10 29065 2097100 SH SHARED 17 2097100 D QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY 16600 12500000 PRN SHARED 12500000 D QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY 779 587000 PRN SHARED 02 587000 D QWEST COMMUNICATIONS INTL IN COM 74912110 34964 5141792 SH SHARED 5141792 D QWEST COMMUNICATIONS INTL IN COM 74912110 2278 335110 SH SHARED 01 335110 D QWEST COMMUNICATIONS INTL IN COM 74912110 6652 978287 SH SHARED 02 978287 D QWEST COMMUNICATIONS INTL IN COM 74912110 858 126190 SH SHARED 06 126190 D QWEST COMMUNICATIONS INTL IN COM 74912110 2651 389920 SH SHARED 10 371900 18020 D QWEST COMMUNICATIONS INTL IN COM 74912110 394 57944 SH SHARED 14 57944 D QWEST COMMUNICATIONS INTL IN COM 74912110 1156 170000 SH SHARED 15 170000 D QWEST COMMUNICATIONS INTL IN COM 74912110 4566 671591 SH SHARED 17 659991 11600 D R & B INC COM 74912410 7 700 SH SHARED 700 D R & G FINANCIAL CORP CL B 74913610 34 2756 SH SHARED 2756 D R & G FINANCIAL CORP CL B 74913610 299 23650 SH SHARED 01 23650 D R & G FINANCIAL CORP CL B 74913610 62 4900 SH SHARED 10 4900 D R & G FINANCIAL CORP CL B 74913610 405 32050 SH SHARED 17 24050 8000 D RAIT INVT TR COM 74922710 53 1900 SH SHARED 1900 D RAIT INVT TR COM 74922710 50 1800 SH SHARED 01 1800 D RAIT INVT TR COM 74922710 985 34900 SH SHARED 10 34900 D RAIT INVT TR COM 74922710 754 26700 SH SHARED 17 11100 15600 D RCN CORP COM NEW 74936120 38 1500 SH SHARED 1500 D RCN CORP COM NEW 74936120 62 2400 SH SHARED 10 2400 D RCN CORP COM NEW 74936120 551 21300 SH SHARED 17 17300 4000 D RC2 CORP COM 74938810 91 2300 SH SHARED 2300 D RC2 CORP COM 74938810 465 11700 SH SHARED 17 11700 D R H DONNELLEY CORP COM NEW 74955W30 3670 63030 SH SHARED 34530 28500 D R H DONNELLEY CORP COM NEW 74955W30 8 140 SH SHR/OTHR 140 D R H DONNELLEY CORP COM NEW 74955W30 475 8159 SH SHARED 01 8159 D R H DONNELLEY CORP COM NEW 74955W30 146 2512 SH SHR/OTHR 01 2512 D R H DONNELLEY CORP COM NEW 74955W30 367 6304 SH SHARED 02 6304 D R H DONNELLEY CORP COM NEW 74955W30 13934 239300 SH SHARED 10 239300 D R H DONNELLEY CORP COM NEW 74955W30 5 100 SH SHARED 14 100 D R H DONNELLEY CORP COM NEW 74955W30 36802 632012 SH SHARED 17 632012 D RLI CORP COM 74960710 80 1400 SH SHARED 1400 D RLI CORP COM 74960710 63 1100 SH SHARED 10 1100 D RLI CORP COM 74960710 676 11800 SH SHARED 17 10000 1800 D RMR REAL ESTATE FD SH BEN INT 74963F10 1792 122388 SH SHARED 122388 D RMR HOSPITALITY REAL ESTATE COM 74963J10 4704 235690 SH SHARED 235690 D RPC INC COM 74966010 31 1400 SH SHARED 1400 D RPC INC COM 74966010 1677 73400 SH SHARED 17 21600 51800 D RPM INTL INC COM 74968510 2976 165921 SH SHARED 156300 9621 D RPM INTL INC COM 74968510 696 38800 SH SHARED 01 38800 D RPM INTL INC COM 74968510 1017 56700 SH SHARED 02 56700 D RPM INTL INC COM 74968510 50 2800 SH SHARED 10 2800 D RPM INTL INC COM 74968510 95 5300 SH SHARED 17 5300 D RSA SEC INC COM 74971910 371 20700 SH SHARED 20700 D RSA SEC INC COM 74971910 520 29000 SH SHARED 01 29000 D RSA SEC INC COM 74971910 441 24631 SH SHARED 02 24631 D RSA SEC INC COM 74971910 462 25800 SH SHARED 10 25800 D RSA SEC INC COM 74971910 897 50000 SH SHARED 17 27600 22400 D RTI INTL METALS INC COM 74973W10 338 6172 SH SHARED 6172 D RTI INTL METALS INC COM 74973W10 71 1300 SH SHARED 10 1300 D RTI INTL METALS INC COM 74973W10 31143 567800 SH SHARED 17 567800 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 1473 1192000 PRN SHARED 1192000 D RF MICRODEVICES INC COM 74994110 519 60000 SH SHARED 60000 D RF MICRODEVICES INC COM 74994110 608 70300 SH SHARED 01 70300 D RF MICRODEVICES INC COM 74994110 4104 474473 SH SHARED 02 474473 D RF MICRODEVICES INC COM 74994110 86 10000 SH SHARED 04 10000 D RF MICRODEVICES INC COM 74994110 67 7800 SH SHARED 10 7800 D RF MICRODEVICES INC COM 74994110 807 93400 SH SHARED 17 93400 D RACKABLE SYS INC COM 75007710 26 500 SH SHARED 500 D RACKABLE SYS INC COM 75007710 195 3700 SH SHARED 17 3700 D RADIAN GROUP INC COM 75023610 54 900 SH SHARED 900 D RADIAN GROUP INC COM 75023610 5490 91134 SH SHARED 79664 11470 D RADIAN GROUP INC COM 75023610 7078 117485 SH SHARED 01 83385 34100 D RADIAN GROUP INC COM 75023610 2608 43292 SH SHARED 02 43292 D RADIAN GROUP INC COM 75023610 1329 22070 SH SHARED 05 22070 D RADIAN GROUP INC COM 75023610 425 7056 SH SHARED 06 7056 D RADIAN GROUP INC COM 75023610 1259 20900 SH SHARED 10 20800 100 D RADIAN GROUP INC COM 75023610 449 7453 SH SHARED 14 7453 D RADIAN GROUP INC COM 75023610 48 800 SH SHARED 17 700 100 D RADIAN GROUP INC COM 75023610 6694 111111 SH SHARED 19 111111 D RADIANT SYSTEMS INC COM 75025N10 131 9700 SH SHARED 9700 D RADIANT SYSTEMS INC COM 75025N10 167 12400 SH SHARED 10 12400 D RADIANT SYSTEMS INC COM 75025N10 160 11900 SH SHARED 17 11900 D RADIATION THERAPY SVCS INC COM 75032320 20 800 SH SHARED 800 D RADIATION THERAPY SVCS INC COM 75032320 91 3600 SH SHARED 17 3600 D RADIOLOGIX INC COM 75040K10 15 8200 SH SHARED 8200 D RADIO ONE INC CL D NON VTG 75040P40 302 40488 SH SHARED 40488 D RADIO ONE INC CL D NON VTG 75040P40 1 200 SH SHARED 01 200 D RADIO ONE INC CL D NON VTG 75040P40 29 3900 SH SHARED 10 3900 D RADIO ONE INC CL D NON VTG 75040P40 1612 216100 SH SHARED 14 216100 D RADIO ONE INC CL D NON VTG 75040P40 312 41900 SH SHARED 17 35900 6000 D RADIOSHACK CORP COM 75043810 13157 684192 SH SHARED 684192 D RADIOSHACK CORP COM 75043810 344 17895 SH SHARED 01 17895 D RADIOSHACK CORP COM 75043810 2988 155400 SH SHARED 02 155400 D RADIOSHACK CORP COM 75043810 154 8024 SH SHARED 06 8024 D RADIOSHACK CORP COM 75043810 6 354 SH SHARED 10 354 D RADIOSHACK CORP COM 75043810 1079 56140 SH SHARED 17 55840 300 D RADISYS CORP COM 75045910 25 1275 SH SHARED 1275 D RADISYS CORP COM 75045910 194 9774 SH SHARED 17 9774 D RAILAMERICA INC COM 75075310 63 5957 SH SHARED 5957 D RAILAMERICA INC COM 75075310 137 12900 SH SHARED 17 12900 D RAMBUS INC DEL NOTE 2/0 750917AB 9071 5698000 PRN SHARED 5698000 D RAMBUS INC DEL COM 75091710 1526 38800 SH SHARED 38800 D RAMBUS INC DEL COM 75091710 86 2200 SH SHARED 01 2200 D RAMBUS INC DEL COM 75091710 7 200 SH SHARED 10 200 D RAMBUS INC DEL COM 75091710 1581 40200 SH SHARED 17 40200 D RALCORP HLDGS INC NEW COM 75102810 72 1900 SH SHARED 1900 D RALCORP HLDGS INC NEW COM 75102810 5 133 SH SHR/OTHR 133 D RALCORP HLDGS INC NEW COM 75102810 33 875 SH SHARED 01 875 D RALCORP HLDGS INC NEW COM 75102810 3 100 SH SHARED 02 100 D RALCORP HLDGS INC NEW COM 75102810 76 2000 SH SHARED 10 2000 D RALCORP HLDGS INC NEW COM 75102810 17349 455960 SH SHARED 17 453760 2200 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 1686 55700 SH SHARED 55700 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 75 2500 SH SHARED 10 2500 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 45153 1491700 SH SHARED 11 1491700 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 230 7600 SH SHARED 17 7600 D RANDGOLD RES LTD ADR 75234430 3176 174845 SH SHARED 174845 D RANDGOLD RES LTD ADR 75234430 1544 85000 SH SHARED 04 85000 D RANDGOLD RES LTD ADR 75234430 14390 792000 SH SHARED 10 792000 D RANGE RES CORP COM 75281A10 5191 190100 SH SHARED 190100 D RANGE RES CORP COM 75281A10 355 13000 SH SHARED 02 13000 D RANGE RES CORP COM 75281A10 16 600 SH SHARED 10 600 D RANGE RES CORP COM 75281A10 1163 42600 SH SHARED 14 42600 D RANGE RES CORP COM 75281A10 19834 726264 SH SHARED 17 726264 D RARE HOSPITALITY INTL INC COM 75382010 80 2300 SH SHARED 2300 D RARE HOSPITALITY INTL INC COM 75382010 109 3150 SH SHARED 01 3150 D RARE HOSPITALITY INTL INC COM 75382010 60 1729 SH SHR/OTHR 01 1729 D RARE HOSPITALITY INTL INC COM 75382010 59 1700 SH SHARED 10 1700 D RARE HOSPITALITY INTL INC COM 75382010 1827 52475 SH SHARED 17 29975 22500 D RAVEN INDS INC COM 75421210 43 1100 SH SHARED 1100 D RAVEN INDS INC COM 75421210 422 10800 SH SHARED 17 7800 3000 D RAYMOND JAMES FINANCIAL INC COM 75473010 579 19600 SH SHARED 19600 D RAYMOND JAMES FINANCIAL INC COM 75473010 1150 38925 SH SHARED 01 38925 D RAYMOND JAMES FINANCIAL INC COM 75473010 1170 39600 SH SHARED 02 39600 D RAYMOND JAMES FINANCIAL INC COM 75473010 474 16050 SH SHARED 17 16050 D RAYONIER INC COM 75490710 1155 25347 SH SHARED 25347 D RAYONIER INC COM 75490710 123 2700 SH SHR/OTHR 2700 D RAYONIER INC COM 75490710 1450 31822 SH SHARED 01 31822 D RAYONIER INC COM 75490710 1559 34200 SH SHARED 02 34200 D RAYONIER INC COM 75490710 560 12300 SH SHARED 10 12300 D RAYONIER INC COM 75490710 471 10350 SH SHARED 17 300 10050 D RAYTHEON CO COM NEW 75511150 238 5200 SH SHARED 5200 D RAYTHEON CO COM NEW 75511150 47407 1034203 SH SHARED 1014803 19400 D RAYTHEON CO COM NEW 75511150 415 9057 SH SHR/OTHR 9057 D RAYTHEON CO COM NEW 75511150 5134 112015 SH SHARED 01 900 111115 D RAYTHEON CO COM NEW 75511150 141 3087 SH SHR/OTHR 01 3087 D RAYTHEON CO COM NEW 75511150 8204 178987 SH SHARED 02 173387 5600 D RAYTHEON CO COM NEW 75511150 2521 55000 SH SHARED 04 55000 D RAYTHEON CO COM NEW 75511150 2083 45441 SH SHARED 06 45441 D RAYTHEON CO COM NEW 75511150 5784 126189 SH SHARED 10 42800 83389 D RAYTHEON CO COM NEW 75511150 393 8580 SH SHARED 14 8580 D RAYTHEON CO COM NEW 75511150 4584 100000 SH SHARED 16 100000 D RAYTHEON CO COM NEW 75511150 11800 257429 SH SHARED 17 183129 74300 D RBC BEARINGS INC COM 75524B10 12 600 SH SHARED 600 D RBC BEARINGS INC COM 75524B10 37 1845 SH SHARED 17 1845 D READERS DIGEST ASSN INC COM 75526710 5487 372037 SH SHARED 372037 D READERS DIGEST ASSN INC COM 75526710 469 31800 SH SHARED 01 31800 D READERS DIGEST ASSN INC COM 75526710 522 35400 SH SHARED 02 35400 D READERS DIGEST ASSN INC COM 75526710 3495 237000 SH SHARED 10 237000 D READERS DIGEST ASSN INC COM 75526710 616 41800 SH SHARED 17 41800 D REAL ESTATE INCOME FUND INC COM 75588110 12112 609901 SH SHARED 609901 D REALNETWORKS INC COM 75605L10 272 32998 SH SHARED 32998 D REALNETWORKS INC COM 75605L10 15 1900 SH SHARED 01 1900 D REALNETWORKS INC COM 75605L10 0 100 SH SHARED 02 100 D REALNETWORKS INC COM 75605L10 165 20000 SH SHARED 04 20000 D REALNETWORKS INC COM 75605L10 248 30100 SH SHARED 10 30100 D REALNETWORKS INC COM 75605L10 1183 143400 SH SHARED 17 43200 100200 D REALTY INCOME CORP COM 75610910 2 100 SH SHARED 100 D REALTY INCOME CORP COM 75610910 14 600 SH SHARED 01 600 D REALTY INCOME CORP COM 75610910 215 8900 SH SHARED 02 8900 D RECKSON ASSOCS RLTY CORP COM 75621K10 5328 116300 SH SHARED 116300 D RECKSON ASSOCS RLTY CORP COM 75621K10 2630 57400 SH SHARED 02 57400 D RECKSON ASSOCS RLTY CORP COM 75621K10 249054 5435500 SH SHARED 11 5435500 D RECKSON ASSOCS RLTY CORP COM 75621K10 22 500 SH SHARED 17 500 D RED HAT INC DBCV 0.500% 1/1 756577AB 6619 5507000 PRN SHARED 5507000 D RED HAT INC COM 75657710 12625 451243 SH SHARED 451243 D RED HAT INC COM 75657710 144 5150 SH SHARED 01 5150 D RED HAT INC COM 75657710 555 19850 SH SHARED 02 19850 D RED HAT INC COM 75657710 55 2000 SH SHARED 10 2000 D RED HAT INC COM 75657710 1661 59365 SH SHARED 17 59365 D RED ROBIN GOURMET BURGERS IN COM 75689M10 159 3371 SH SHARED 3371 D RED ROBIN GOURMET BURGERS IN COM 75689M10 1723 36525 SH SHARED 01 36250 275 D RED ROBIN GOURMET BURGERS IN COM 75689M10 34 725 SH SHR/OTHR 01 725 D RED ROBIN GOURMET BURGERS IN COM 75689M10 8255 174910 SH SHARED 10 174110 800 D RED ROBIN GOURMET BURGERS IN COM 75689M10 19064 403900 SH SHARED 17 298300 105600 D REDBACK NETWORKS INC COM NEW 75720950 379 17498 SH SHARED 17498 D REDBACK NETWORKS INC COM NEW 75720950 82 3800 SH SHARED 01 3800 D REDBACK NETWORKS INC COM NEW 75720950 713 32900 SH SHARED 10 32900 D REDBACK NETWORKS INC COM NEW 75720950 1251 57680 SH SHARED 17 57680 D REDDY ICE HLDGS INC COM 75734R10 15 700 SH SHARED 700 D REDDY ICE HLDGS INC COM 75734R10 11 500 SH SHARED 01 500 D REDDY ICE HLDGS INC COM 75734R10 43 1980 SH SHARED 17 1980 D REDIFF COM INDIA LTD SPONSORED ADR 75747910 1387 65872 SH SHARED 65872 D REDWOOD TR INC COM 75807540 554 12800 SH SHARED 12800 D REDWOOD TR INC COM 75807540 537 12400 SH SHARED 01 12400 D REDWOOD TR INC COM 75807540 95 2200 SH SHARED 02 2200 D REDWOOD TR INC COM 75807540 1546 35700 SH SHARED 10 35700 D REDWOOD TR INC COM 75807540 2140 49400 SH SHARED 17 46900 2500 D REED ELSEVIER N V SPONSORED ADR 75820410 6 230 SH SHARED 230 D REGAL BELOIT CORP COM 75875010 71 1700 SH SHARED 1700 D REGAL BELOIT CORP COM 75875010 980 23200 SH SHARED 17 20800 2400 D REGAL ENTMT GROUP NOTE 3.750% 5/1 758766AB 2064 1691000 PRN SHARED 02 1691000 D REGAL ENTMT GROUP CL A 75876610 4072 216500 SH SHARED 216500 D REGAL ENTMT GROUP CL A 75876610 82 4400 SH SHARED 02 4400 D REGAL ENTMT GROUP CL A 75876610 176 9400 SH SHARED 10 9400 D REGAL ENTMT GROUP CL A 75876610 1743 92700 SH SHARED 17 500 92200 D REGENCY CTRS CORP COM 75884910 1034 15400 SH SHARED 15400 D REGENCY CTRS CORP COM 75884910 1599 23800 SH SHARED 01 23800 D REGENCY CTRS CORP COM 75884910 2042 30400 SH SHARED 02 30400 D REGENCY CTRS CORP COM 75884910 244376 3637102 SH SHARED 11 3637102 D REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y10 3365 152300 SH SHARED 152300 D REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB 6039 6182000 PRN SHARED 6182000 D REGENERON PHARMACEUTICALS COM 75886F10 39 2350 SH SHARED 2350 D REGENERON PHARMACEUTICALS COM 75886F10 83 5000 SH SHARED 01 5000 D REGENERON PHARMACEUTICALS COM 75886F10 106 6412 SH SHARED 02 6412 D REGENERON PHARMACEUTICALS COM 75886F10 4207 253000 SH SHARED 04 253000 D REGENERON PHARMACEUTICALS COM 75886F10 1391 83700 SH SHARED 10 83700 D REGENERON PHARMACEUTICALS COM 75886F10 932 56100 SH SHARED 17 16400 39700 D REGENERX BIOPHARMACEUTICALS COM 75886X10 0 180 SH SHARED 01 180 D REGENT COMMUNICATIONS INC DE COM 75886510 11 2400 SH SHARED 2400 D REGENT COMMUNICATIONS INC DE COM 75886510 51 11200 SH SHARED 17 11200 D REGIS CORP MINN COM 75893210 2548 73900 SH SHARED 73900 D REGIS CORP MINN COM 75893210 134 3900 SH SHARED 01 3900 D REGIS CORP MINN COM 75893210 541 15700 SH SHARED 02 15700 D REGIS CORP MINN COM 75893210 72 2100 SH SHARED 10 2100 D REGIS CORP MINN COM 75893210 951 27600 SH SHARED 17 25100 2500 D REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E10 305 2100 SH SHARED 2100 D REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E10 72 500 SH SHARED 01 500 D REGIONS FINANCIAL CORP NEW COM 7591EP10 26402 750724 SH SHARED 739776 10948 D REGIONS FINANCIAL CORP NEW COM 7591EP10 3217 91473 SH SHARED 01 91473 D REGIONS FINANCIAL CORP NEW COM 7591EP10 20 580 SH SHR/OTHR 01 580 D REGIONS FINANCIAL CORP NEW COM 7591EP10 5646 160552 SH SHARED 02 160552 D REGIONS FINANCIAL CORP NEW COM 7591EP10 1010 28742 SH SHARED 06 28742 D REGIONS FINANCIAL CORP NEW COM 7591EP10 187 5340 SH SHARED 10 5340 D REGIONS FINANCIAL CORP NEW COM 7591EP10 232 6600 SH SHARED 14 6600 D REGIONS FINANCIAL CORP NEW COM 7591EP10 8818 250736 SH SHARED 17 250336 400 D REHABCARE GROUP INC COM 75914810 654 34700 SH SHARED 34700 D REHABCARE GROUP INC COM 75914810 165 8800 SH SHARED 17 8800 D REINSURANCE GROUP AMER INC COM 75935110 222 4704 SH SHARED 02 4704 D REINSURANCE GROUP AMER INC COM 75935110 70 1493 SH SHARED 06 1493 D REINSURANCE GROUP AMER INC COM 75935110 468 9900 SH SHARED 17 9900 D REINSURANCE GROUP AMER INC PFD TR INC EQ 75935130 2091 35000 SH SHARED 35000 D RELIANCE STEEL & ALUMINUM CO COM 75950910 2268 24155 SH SHARED 24155 D RELIANCE STEEL & ALUMINUM CO COM 75950910 171 1821 SH SHARED 01 1821 D RELIANCE STEEL & ALUMINUM CO COM 75950910 1062 11310 SH SHARED 02 11310 D RELIANCE STEEL & ALUMINUM CO COM 75950910 18 200 SH SHARED 06 200 D RELIANCE STEEL & ALUMINUM CO COM 75950910 3118 33200 SH SHARED 10 33200 D RELIANCE STEEL & ALUMINUM CO COM 75950910 4193 44650 SH SHARED 17 21250 23400 D RELIANT ENERGY INC NOTE 5.000% 8/1 75952BAD 12128 9573000 PRN SHARED 02 9573000 D RELIANT ENERGY INC COM 75952B10 10634 1005130 SH SHARED 1005130 D RELIANT ENERGY INC COM 75952B10 57 5472 SH SHR/OTHR 5472 D RELIANT ENERGY INC COM 75952B10 497 47067 SH SHARED 01 47067 D RELIANT ENERGY INC COM 75952B10 1660 156900 SH SHARED 02 156900 D RELIANT ENERGY INC COM 75952B10 85 8080 SH SHARED 06 8080 D RELIANT ENERGY INC COM 75952B10 43 4100 SH SHARED 10 4100 D RELIANT ENERGY INC COM 75952B10 26 2483 SH SHARED 14 2483 D RELIANT ENERGY INC COM 75952B10 39 3700 SH SHARED 17 3700 D REMINGTON OIL & GAS CORP COM 75959430 4555 105400 SH SHARED 105400 D REMINGTON OIL & GAS CORP COM 75959430 397 9200 SH SHARED 17 9200 D RENAISSANCE LEARNING INC COM 75968L10 9 500 SH SHARED 500 D RENAISSANCE LEARNING INC COM 75968L10 54 3000 SH SHARED 17 3000 D RENASANT CORP COM 75970E10 25 700 SH SHARED 700 D RENASANT CORP COM 75970E10 92 2500 SH SHARED 17 2500 D RENOVIS INC COM 75988510 521 24464 SH SHARED 1400 23064 D RENOVIS INC COM 75988510 179 8400 SH SHARED 01 8400 D RENOVIS INC COM 75988510 185 8700 SH SHARED 17 8700 D RENAL CARE GROUP INC COM 75993010 2462 51360 SH SHARED 51360 D RENAL CARE GROUP INC COM 75993010 1458 30431 SH SHARED 02 30431 D RENT A CTR INC NEW COM 76009N10 1465 57345 SH SHARED 57345 D RENT A CTR INC NEW COM 76009N10 742 29050 SH SHARED 01 29050 D RENT A CTR INC NEW COM 76009N10 838 32800 SH SHARED 02 32800 D RENT A CTR INC NEW COM 76009N10 22 890 SH SHARED 06 890 D RENT A CTR INC NEW COM 76009N10 582 22800 SH SHARED 17 22800 D RENT WAY INC COM 76009U10 12 1700 SH SHARED 1700 D RENT WAY INC COM 76009U10 96 13361 SH SHARED 17 13361 D REPSOL YPF S A SPONSORED ADR 76026T20 5868 205920 SH SHARED 201920 4000 D REPSOL YPF S A SPONSORED ADR 76026T20 17731 622175 SH SHARED 10 622175 D REPSOL YPF S A SPONSORED ADR 76026T20 980 34400 SH SHARED 17 34400 D REPUBLIC AWYS HLDGS INC COM 76027610 14 1000 SH SHARED 1000 D REPUBLIC AWYS HLDGS INC COM 76027610 121 8200 SH SHARED 01 8200 D REPUBLIC AWYS HLDGS INC COM 76027610 1153 77900 SH SHARED 10 77900 D REPUBLIC AWYS HLDGS INC COM 76027610 70 4779 SH SHARED 17 4779 D REPUBLIC BANCORP KY CL A 76028120 10 500 SH SHARED 500 D REPUBLIC BANCORP KY CL A 76028120 62 3098 SH SHARED 10 3098 D REPUBLIC BANCORP KY CL A 76028120 41 2044 SH SHARED 17 2044 D REPUBLIC BANCORP INC COM 76028210 206 17120 SH SHARED 5100 12020 D REPUBLIC BANCORP INC COM 76028210 71 5900 SH SHARED 01 5900 D REPUBLIC BANCORP INC COM 76028210 258 21490 SH SHARED 10 21490 D REPUBLIC BANCORP INC COM 76028210 611 50828 SH SHARED 17 50828 D REPUBLIC COS GROUP INC COM 76034910 6 400 SH SHARED 400 D REPUBLIC COS GROUP INC COM 76034910 90 5200 SH SHARED 17 5200 D REPUBLIC SVCS INC COM 76075910 13672 321632 SH SHARED 321632 D REPUBLIC SVCS INC COM 76075910 2117 49800 SH SHARED 01 49800 D REPUBLIC SVCS INC COM 76075910 2580 60696 SH SHARED 02 60696 D REPUBLIC SVCS INC COM 76075910 466 10970 SH SHARED 06 10970 D REPUBLIC SVCS INC COM 76075910 1196 28136 SH SHARED 10 28136 D REPUBLIC SVCS INC COM 76075910 327 7700 SH SHARED 14 7700 D REPUBLIC SVCS INC COM 76075910 1377 32400 SH SHARED 17 8400 24000 D RES-CARE INC COM 76094310 23 1300 SH SHARED 1300 D RES-CARE INC COM 76094310 198 10800 SH SHARED 10 10800 D RES-CARE INC COM 76094310 200 10900 SH SHARED 17 10900 D RESEARCH IN MOTION LTD COM 76097510 36354 428301 SH SHARED 428301 D RESEARCH IN MOTION LTD COM 76097510 679 8000 SH SHARED 01 8000 D RESEARCH IN MOTION LTD COM 76097510 9 110 SH SHR/OTHR 01 110 D RESEARCH IN MOTION LTD COM 76097510 75639 891129 SH SHARED 02 891129 D RESEARCH IN MOTION LTD COM 76097510 1527 18000 SH SHARED 04 18000 D RESEARCH IN MOTION LTD COM 76097510 1015 11965 SH SHARED 06 11965 D RESEARCH IN MOTION LTD COM 76097510 18868 222300 SH SHARED 10 221800 500 D RESEARCH IN MOTION LTD COM 76097510 8036 94675 SH SHARED 17 94275 400 D RESTORATION HARDWARE INC DEL COM 76098110 11 2000 SH SHARED 2000 D RESTORATION HARDWARE INC DEL COM 76098110 96 17000 SH SHARED 17 17000 D RESMED INC COM 76115210 4 100 SH SHARED 100 D RESMED INC COM 76115210 307 7000 SH SHARED 02 7000 D RESMED INC COM 76115210 2141 48700 SH SHARED 10 48700 D RESMED INC COM 76115210 1322 30070 SH SHARED 17 30070 D RESOURCE AMERICA INC CL A 76119520 21 1100 SH SHARED 1100 D RESOURCE AMERICA INC CL A 76119520 12 650 SH SHARED 01 650 D RESOURCE AMERICA INC CL A 76119520 139 7000 SH SHARED 17 7000 D RESOURCES CONNECTION INC COM 76122Q10 378 15200 SH SHARED 15200 D RESOURCES CONNECTION INC COM 76122Q10 14 600 SH SHARED 02 600 D RESOURCES CONNECTION INC COM 76122Q10 52 2100 SH SHARED 10 2100 D RESOURCES CONNECTION INC COM 76122Q10 602 24200 SH SHARED 17 20900 3300 D RESPIRONICS INC COM 76123010 3 100 SH SHARED 100 D RESPIRONICS INC COM 76123010 34 875 SH SHR/OTHR 875 D RESPIRONICS INC COM 76123010 737 18947 SH SHARED 02 18947 D RESPIRONICS INC COM 76123010 2178 56000 SH SHARED 10 56000 D RESPIRONICS INC COM 76123010 249 6400 SH SHARED 17 6400 D RETAIL HOLDRS TR DEP RCPT 76127U10 2769 28100 SH SHARED 28100 D RETAIL HOLDRS TR DEP RCPT 76127U10 1379 14000 SH SHARED 02 14000 D RETAIL HOLDRS TR DEP RCPT 76127U10 482 4900 SH SHARED 17 4900 D RETAIL VENTURES INC COM 76128Y10 279 19069 SH SHARED 19069 D RETAIL VENTURES INC COM 76128Y10 70 4800 SH SHARED 17 4800 D REUNION INDS INC COM 76131210 0 90 SH SHR/OTHR 01 90 D REUTERS GROUP PLC SPONSORED ADR 76132M10 3497 84970 SH SHARED 84970 D REUTERS GROUP PLC SPONSORED ADR 76132M10 41 1000 SH SHR/OTHR 1000 D REUTERS GROUP PLC SPONSORED ADR 76132M10 29 706 SH SHARED 01 706 D REUTERS GROUP PLC SPONSORED ADR 76132M10 10 260 SH SHR/OTHR 01 260 D REVLON INC CL A 76152550 125 39667 SH SHARED 39667 D REVLON INC CL A 76152550 186 58900 SH SHARED 17 58900 D REXAM PLC SP ADR NEW2001 76165540 2727 56287 SH SHARED 56287 D REYNOLDS & REYNOLDS CO CL A 76169510 329 11600 SH SHARED 11600 D REYNOLDS & REYNOLDS CO CL A 76169510 687 24200 SH SHARED 01 24200 D REYNOLDS & REYNOLDS CO CL A 76169510 681 24000 SH SHARED 02 24000 D REYNOLDS & REYNOLDS CO CL A 76169510 14 500 SH SHARED 10 500 D REYNOLDS & REYNOLDS CO CL A 76169510 105 3700 SH SHARED 17 3700 D REYNOLDS AMERICAN INC COM 76171310 26887 254862 SH SHARED 254862 D REYNOLDS AMERICAN INC COM 76171310 2363 22400 SH SHARED 01 22400 D REYNOLDS AMERICAN INC COM 76171310 4262 40406 SH SHARED 02 40406 D REYNOLDS AMERICAN INC COM 76171310 3903 37000 SH SHARED 04 37000 D REYNOLDS AMERICAN INC COM 76171310 554 5253 SH SHARED 06 5253 D REYNOLDS AMERICAN INC COM 76171310 3502 33200 SH SHARED 10 23400 9800 D REYNOLDS AMERICAN INC COM 76171310 59 566 SH SHARED 14 566 D REYNOLDS AMERICAN INC COM 76171310 156923 1487423 SH SHARED 17 1487423 D RHODIA SPONSORED ADR 76239710 829 325100 SH SHARED 325100 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 65 5700 SH SHARED 5700 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 2293 199600 SH SHARED 10 198000 1600 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 519 45200 SH SHARED 17 13400 31800 D RIGHTNOW TECHNOLOGIES INC COM 76657R10 12 800 SH SHARED 800 D RIGHTNOW TECHNOLOGIES INC COM 76657R10 28 1800 SH SHARED 02 1800 D RIGHTNOW TECHNOLOGIES INC COM 76657R10 1677 105700 SH SHARED 17 105700 D RIMAGE CORP COM 76672110 15 700 SH SHARED 700 D RIMAGE CORP COM 76672110 128 5700 SH SHARED 17 5700 D RIO NARCEA GOLD MINES INC COM 76690910 1047 540000 SH SHARED 540000 D RIO TINTO PLC SPONSORED ADR 76720410 49488 239074 SH SHARED 239074 D RIO TINTO PLC SPONSORED ADR 76720410 37 180 SH SHR/OTHR 180 D RIO TINTO PLC SPONSORED ADR 76720410 4 20 SH SHARED 01 20 D RIO TINTO PLC SPONSORED ADR 76720410 3175 15340 SH SHARED 17 15340 D RITE AID CORP NOTE 4.750%12/0 767754BA 53180 53936000 PRN SHARED 53936000 D RITE AID CORP NOTE 4.750%12/0 767754BA 394 400000 PRN SHARED 02 400000 D RITE AID CORP COM 76775410 151 37955 SH SHARED 37955 D RITE AID CORP COM 76775410 529 132300 SH SHARED 02 132300 D RIVIERA HLDGS CORP COM 76962710 10 600 SH SHARED 600 D RIVIERA HLDGS CORP COM 76962710 74 4400 SH SHARED 17 4400 D ROANOKE ELEC STL CORP COM 76984110 25 800 SH SHARED 800 D ROANOKE ELEC STL CORP COM 76984110 105 3254 SH SHARED 17 3254 D ROBBINS & MYERS INC NOTE 8.000% 1/3 770196AB 1447 1416000 PRN SHARED 1416000 D ROBBINS & MYERS INC COM 77019610 19 900 SH SHARED 900 D ROBBINS & MYERS INC COM 77019610 82 3800 SH SHARED 17 3800 D ROBERT HALF INTL INC COM 77032310 11551 299189 SH SHARED 299189 D ROBERT HALF INTL INC COM 77032310 1281 33200 SH SHARED 01 33200 D ROBERT HALF INTL INC COM 77032310 2645 68517 SH SHARED 02 68517 D ROBERT HALF INTL INC COM 77032310 403 10454 SH SHARED 06 10454 D ROBERT HALF INTL INC COM 77032310 487 12636 SH SHARED 10 8500 4136 D ROBERT HALF INTL INC COM 77032310 327 8489 SH SHARED 14 8489 D ROBERT HALF INTL INC COM 77032310 2809 72775 SH SHARED 17 70075 2700 D ROCK-TENN CO CL A 77273920 520 34700 SH SHARED 34700 D ROCK-TENN CO CL A 77273920 674 45000 SH SHARED 17 9500 35500 D ROCKWELL AUTOMATION INC COM 77390310 20669 287440 SH SHARED 287240 200 D ROCKWELL AUTOMATION INC COM 77390310 3235 45000 SH SHARED 01 45000 D ROCKWELL AUTOMATION INC COM 77390310 8350 116130 SH SHARED 02 116130 D ROCKWELL AUTOMATION INC COM 77390310 868 12080 SH SHARED 06 12080 D ROCKWELL AUTOMATION INC COM 77390310 12025 167236 SH SHARED 10 165400 1836 D ROCKWELL AUTOMATION INC COM 77390310 256 3573 SH SHARED 14 3573 D ROCKWELL AUTOMATION INC COM 77390310 11412 158708 SH SHARED 17 158508 200 D ROCKWELL AUTOMATION INC COM 77390310 14 200 SH SHARED 19 200 D ROCKVILLE FINL INC COM 77418610 8 600 SH SHARED 600 D ROCKWELL COLLINS INC COM 77434110 22499 399290 SH SHARED 399290 D ROCKWELL COLLINS INC COM 77434110 3026 53700 SH SHARED 01 53700 D ROCKWELL COLLINS INC COM 77434110 3765 66821 SH SHARED 02 66821 D ROCKWELL COLLINS INC COM 77434110 1118 19854 SH SHARED 06 19854 D ROCKWELL COLLINS INC COM 77434110 4695 83336 SH SHARED 10 83336 D ROCKWELL COLLINS INC COM 77434110 280 4969 SH SHARED 14 4969 D ROCKWELL COLLINS INC COM 77434110 1746 31000 SH SHARED 15 31000 D ROCKWELL COLLINS INC COM 77434110 226184 4013922 SH SHARED 17 4013722 200 D ROCKWOOD HLDGS INC COM 77441510 29 1300 SH SHARED 1300 D ROCKWOOD HLDGS INC COM 77441510 1243 54000 SH SHARED 14 54000 D ROCKWOOD HLDGS INC COM 77441510 131 5700 SH SHARED 17 5700 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 6300 116388 SH SHARED 116388 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 584 10800 SH SHARED 06 10800 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 2538 46900 SH SHARED 10 46900 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 839 15500 SH SHARED 17 13700 1800 D ROGERS COMMUNICATIONS INC CL B 77510920 331 8692 SH SHARED 8692 D ROGERS COMMUNICATIONS INC CL B 77510920 242 6360 SH SHARED 01 6360 D ROGERS COMMUNICATIONS INC CL B 77510920 2371 62158 SH SHARED 02 62158 D ROGERS COMMUNICATIONS INC CL B 77510920 54 1431 SH SHARED 06 1431 D ROGERS COMMUNICATIONS INC CL B 77510920 62 1643 SH SHARED 10 1643 D ROGERS COMMUNICATIONS INC CL B 77510920 217 5693 SH SHARED 14 5693 D ROGERS COMMUNICATIONS INC CL B 77510920 57 1500 SH SHARED 17 1500 D ROGERS CORP COM 77513310 59 1100 SH SHARED 1100 D ROGERS CORP COM 77513310 21 400 SH SHR/OTHR 400 D ROGERS CORP COM 77513310 354 6500 SH SHARED 17 6500 D ROHM & HAAS CO COM 77537110 15459 316330 SH SHARED 316330 D ROHM & HAAS CO COM 77537110 8 165 SH SHR/OTHR 165 D ROHM & HAAS CO COM 77537110 2641 54045 SH SHARED 01 4255 49790 D ROHM & HAAS CO COM 77537110 41 858 SH SHR/OTHR 01 858 D ROHM & HAAS CO COM 77537110 2797 57236 SH SHARED 02 57236 D ROHM & HAAS CO COM 77537110 458 9386 SH SHARED 06 9386 D ROHM & HAAS CO COM 77537110 263 5389 SH SHARED 10 3600 1789 D ROHM & HAAS CO COM 77537110 3307 67683 SH SHARED 17 67283 400 D ROLLINS INC COM 77571110 176 8700 SH SHARED 8700 D ROLLINS INC COM 77571110 476 23550 SH SHARED 01 23550 D ROLLINS INC COM 77571110 206 10200 SH SHARED 02 10200 D ROLLINS INC COM 77571110 238 11800 SH SHARED 10 11800 D ROLLINS INC COM 77571110 718 35475 SH SHARED 17 35475 D ROME BANCORP INC NEW COM 77587P10 1141 96366 SH SHARED 96366 D ROPER INDS INC NEW NOTE 1.481% 1/1 776696AA 11 18000 PRN SHARED 02 18000 D ROPER INDS INC NEW COM 77669610 10474 215400 SH SHARED 215400 D ROPER INDS INC NEW COM 77669610 72 1500 SH SHR/OTHR 1500 D ROPER INDS INC NEW COM 77669610 1103 22700 SH SHARED 01 22700 D ROPER INDS INC NEW COM 77669610 1857 38200 SH SHARED 02 38200 D ROPER INDS INC NEW COM 77669610 1769 36380 SH SHARED 10 36180 200 D ROPER INDS INC NEW COM 77669610 37925 779870 SH SHARED 17 779870 D ROSETTA RESOURCES INC COM 77777930 1560 86900 SH SHARED 86900 D ROSETTA RESOURCES INC COM 77777930 306 17068 SH SHARED 02 17068 D ROSETTA RESOURCES INC COM 77777930 147 8204 SH SHARED 17 8204 D ROSS STORES INC COM 77829610 11800 404272 SH SHARED 404272 D ROSS STORES INC COM 77829610 1611 55200 SH SHARED 01 55200 D ROSS 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683 42017 SH SHARED 42017 D SALOMON BROS VAR RATE STRT F COM 79550X10 4154 241564 SH SHARED 241564 D SALOMON BROS CP & INCM FD IN COM 79550010 957 53715 SH SHARED 53715 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 143 3500 SH SHR/OTHR 01 3500 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 12 300 SH SHARED 02 300 D SAN PAOLO-IMI S P A SPONSORED ADR 79917510 360 10100 SH SHARED 10100 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 14 900 SH SHARED 900 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 51 3200 SH SHARED 17 3200 D SANDERSON FARMS INC COM 80001310 3366 150300 SH SHARED 150300 D SANDERSON FARMS INC COM 80001310 118 5300 SH SHARED 01 5300 D SANDERSON FARMS INC COM 80001310 163 7300 SH SHARED 02 7300 D SANDERSON FARMS INC COM 80001310 972 43400 SH SHARED 10 43400 D SANDERSON FARMS INC COM 80001310 236 10550 SH SHARED 17 8750 1800 D SANDISK CORP COM 80004C10 65800 1143965 SH SHARED 1143965 D SANDISK CORP COM 80004C10 5251 91300 SH SHARED 01 91300 D SANDISK CORP COM 80004C10 5130 89200 SH SHARED 02 89200 D SANDISK CORP COM 80004C10 14233 247460 SH SHARED 06 247460 D SANDISK CORP COM 80004C10 13453 233885 SH SHARED 10 232831 1054 D SANDISK CORP COM 80004C10 2588 45007 SH SHARED 14 45007 D SANDISK CORP COM 80004C10 3221 56000 SH SHARED 17 55500 500 D SANDY SPRING BANCORP INC COM 80036310 37 1000 SH SHARED 1000 D SANDY SPRING BANCORP INC COM 80036310 970 25550 SH SHARED 10 25550 D SANDY SPRING BANCORP INC COM 80036310 376 9900 SH SHARED 17 7200 2700 D SANFILIPPO JOHN B & SON INC COM 80042210 8 517 SH SHARED 517 D SANFILIPPO JOHN B & SON INC COM 80042210 55 3500 SH SHARED 17 3500 D SANMINA SCI CORP COM 80090710 6649 1621792 SH SHARED 1621792 D SANMINA SCI CORP COM 80090710 422 103100 SH SHARED 01 103100 D SANMINA SCI CORP COM 80090710 1047 255390 SH SHARED 02 255390 D SANMINA SCI CORP COM 80090710 89 21900 SH SHARED 06 21900 D SANMINA SCI CORP COM 80090710 5 1356 SH SHARED 10 1356 D SANMINA SCI CORP COM 80090710 109 26811 SH SHARED 14 26811 D SANMINA SCI CORP COM 80090710 898 219255 SH SHARED 17 218055 1200 D SANOFI AVENTIS SPONSORED ADR 80105N10 206 4348 SH SHARED 4348 D SANOFI AVENTIS SPONSORED ADR 80105N10 62 1325 SH SHR/OTHR 1325 D SANOFI AVENTIS SPONSORED ADR 80105N10 9 200 SH SHARED 01 200 D SANOFI AVENTIS SPONSORED ADR 80105N10 3477 73295 SH SHARED 17 73295 D SANTANDER BANCORP COM 80280910 10 400 SH SHARED 400 D SANTANDER BANCORP COM 80280910 60 2400 SH SHARED 01 2400 D SANTANDER BANCORP COM 80280910 76 3000 SH SHARED 10 3000 D SANTANDER BANCORP COM 80280910 35 1384 SH SHARED 17 1384 D SANTARUS INC COM 80281730 57 7698 SH SHARED 7698 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 3649 67186 SH SHARED 67023 163 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 43 800 SH SHR/OTHR 800 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 179 3300 SH SHARED 01 3300 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 14541 267700 SH SHARED 02 267700 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 59 1100 SH SHARED 06 1100 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 2653 48855 SH SHARED 17 48855 D SAPIENT CORP COM 80306210 5131 672600 SH SHARED 672600 D SAPIENT CORP COM 80306210 168 22100 SH SHARED 10 22100 D SAPIENT CORP COM 80306210 230 30200 SH SHARED 17 30200 D SAPPI LTD SPON ADR NEW 80306920 1440 97631 SH SHARED 97631 D SARA LEE CORP COM 80311110 207572 11609178 SH SHARED 11467325 141853 D SARA LEE CORP COM 80311110 1034 57871 SH SHR/OTHR 57871 D SARA LEE CORP COM 80311110 3058 171062 SH SHARED 01 171062 D SARA LEE CORP COM 80311110 659 36876 SH SHR/OTHR 01 36876 D SARA LEE CORP COM 80311110 12368 691739 SH SHARED 02 691739 D SARA LEE CORP COM 80311110 901 50400 SH SHARED 06 50400 D SARA LEE CORP COM 80311110 228 12790 SH SHARED 10 12790 D SARA LEE CORP COM 80311110 162 9100 SH SHARED 14 9100 D SARA LEE CORP COM 80311110 2324 130000 SH SHARED 16 130000 D SARA LEE CORP COM 80311110 5574 311778 SH SHARED 17 306878 4900 D SASOL LTD SPONSORED ADR 80386630 667 17652 SH SHARED 17300 352 D SATYAM COMPUTER SERVICES LTD ADR 80409810 1072 24500 SH SHARED 24500 D SATYAM COMPUTER SERVICES LTD ADR 80409810 5141 117500 SH SHARED 04 117500 D SAUER-DANFOSS INC COM 80413710 16 700 SH SHARED 700 D SAUER-DANFOSS INC COM 80413710 41 1800 SH SHARED 01 1800 D SAUER-DANFOSS INC COM 80413710 33 1460 SH SHARED 02 1460 D SAUER-DANFOSS INC COM 80413710 399 17400 SH SHARED 10 17400 D SAUER-DANFOSS INC COM 80413710 77 3388 SH SHARED 17 3388 D SAUL CTRS INC COM 80439510 35 800 SH SHARED 800 D SAUL CTRS INC COM 80439510 647 14750 SH SHR/OTHR 14750 D SAUL CTRS INC COM 80439510 74 1700 SH SHARED 10 1700 D SAUL CTRS INC COM 80439510 281 6400 SH SHARED 17 3500 2900 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 225 42263 SH SHARED 42263 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 156 29360 SH SHARED 17 29360 D SAXON CAP INC NEW COM 80556T10 35 3400 SH SHARED 3400 D SAXON CAP INC NEW COM 80556T10 96 9200 SH SHARED 01 9200 D SAXON CAP INC NEW COM 80556T10 114 11000 SH SHARED 10 11000 D SAXON CAP INC NEW COM 80556T10 331 31800 SH SHARED 17 22500 9300 D SCANA CORP NEW COM 80589M10 1600 40786 SH SHARED 30100 10686 D SCANA CORP NEW COM 80589M10 319 8150 SH SHR/OTHR 8150 D SCANA CORP NEW COM 80589M10 1856 47300 SH SHARED 01 47300 D SCANA CORP NEW COM 80589M10 28 728 SH SHR/OTHR 01 728 D SCANA CORP NEW COM 80589M10 2005 51100 SH SHARED 02 51100 D SCANA CORP NEW COM 80589M10 110 2820 SH SHARED 06 2820 D SCANA CORP NEW COM 80589M10 62 1591 SH SHARED 10 1591 D SCANA CORP NEW COM 80589M10 1781 45400 SH SHARED 17 3800 41600 D SCANSOURCE INC COM 80603710 271 4500 SH SHARED 4500 D SCANSOURCE INC COM 80603710 48 800 SH SHARED 02 800 D SCANSOURCE INC COM 80603710 72 1200 SH SHARED 10 1200 D SCANSOURCE INC COM 80603710 9152 151500 SH SHARED 17 149600 1900 D SCHAWK INC CL A 80637310 23 900 SH SHARED 900 D SCHAWK INC CL A 80637310 75 2900 SH SHARED 01 2900 D SCHAWK INC CL A 80637310 6042 232300 SH SHARED 10 232300 D SCHAWK INC CL A 80637310 202 7800 SH SHARED 17 7800 D SCHEIN HENRY INC NOTE 3.000% 8/1 806407AB 4357 3674000 PRN SHARED 3674000 D SCHEIN HENRY INC NOTE 3.000% 8/1 806407AB 203 172000 PRN SHARED 02 172000 D SCHEIN HENRY INC COM 80640710 1957 40910 SH SHARED 40910 D SCHEIN HENRY INC COM 80640710 1481 30950 SH SHARED 01 30950 D SCHEIN HENRY INC COM 80640710 1947 40700 SH SHARED 02 40700 D SCHEIN HENRY INC COM 80640710 2010 42000 SH SHARED 10 42000 D SCHEIN HENRY INC COM 80640710 124 2600 SH SHARED 17 2600 D SCHERING A G SPONSORED ADR 80658520 93 900 SH SHARED 900 D SCHERING PLOUGH CORP COM 80660510 82396 4338934 SH SHARED 4124227 214707 D SCHERING PLOUGH CORP COM 80660510 758 39950 SH SHR/OTHR 39950 D SCHERING PLOUGH CORP COM 80660510 51881 2732030 SH SHARED 01 755570 1976460 D SCHERING PLOUGH CORP COM 80660510 56 3000 SH SHR/OTHR 01 3000 D SCHERING PLOUGH CORP COM 80660510 10192 536750 SH SHARED 02 532750 4000 D SCHERING PLOUGH CORP COM 80660510 780 41076 SH SHARED 06 41076 D SCHERING PLOUGH CORP COM 80660510 11888 626020 SH SHARED 10 615120 10900 D SCHERING PLOUGH CORP COM 80660510 11253 592602 SH SHARED 17 584602 8000 D SCHERING PLOUGH CORP COM 80660510 1424 75000 SH SHARED 18 75000 D SCHERING PLOUGH CORP PFD CONV MAND 80660560 39354 775000 SH SHARED 775000 D SCHERING PLOUGH CORP PFD CONV MAND 80660560 9767 192346 SH SHARED 02 192346 D SCHICK TECHNOLOGIES INC COM 80668310 1763 35350 SH SHARED 01 35100 250 D SCHICK TECHNOLOGIES INC COM 80668310 28 575 SH SHR/OTHR 01 575 D SCHICK TECHNOLOGIES INC COM 80668310 10962 219680 SH SHARED 10 219680 D SCHICK TECHNOLOGIES INC COM 80668310 12155 243600 SH SHARED 17 243600 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 13728 7800000 PRN SHARED 7800000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 14141 8035000 PRN SHARED 02 8035000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 26400 15000000 PRN SHARED 04 15000000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 8500 4830000 PRN SHARED 06 4830000 D SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD 6121 3751000 PRN SHARED 02 3751000 D SCHLUMBERGER LTD COM 80685710 307825 2432056 SH SHARED 2404882 27174 D SCHLUMBERGER LTD COM 80685710 11555 91301 SH SHR/OTHR 91301 D SCHLUMBERGER LTD COM 80685710 20654 163185 SH SHARED 01 15460 147725 D SCHLUMBERGER LTD COM 80685710 2365 18687 SH SHR/OTHR 01 18687 D SCHLUMBERGER LTD COM 80685710 25396 200654 SH SHARED 02 199954 700 D SCHLUMBERGER LTD COM 80685710 272176 2150400 SH SHARED 04 2150400 D SCHLUMBERGER LTD COM 80685710 54632 431641 SH SHARED 06 431641 D SCHLUMBERGER LTD COM 80685710 169050 1335625 SH SHARED 10 432256 862190 41179 D SCHLUMBERGER LTD COM 80685710 8959 70787 SH SHARED 14 70787 D SCHLUMBERGER LTD COM 80685710 1639 12950 SH SHARED 15 12950 D SCHLUMBERGER LTD COM 80685710 34627 273581 SH SHARED 17 271281 2300 D SCHLUMBERGER LTD COM 80685710 398 3150 SH SHARED 19 3150 D SCHNITZER STL INDS CL A 80688210 1367 31914 SH SHARED 31914 D SCHNITZER STL INDS CL A 80688210 214 5000 SH SHARED 02 5000 D SCHNITZER STL INDS CL A 80688210 443 10350 SH SHARED 17 10350 D SCHOLASTIC CORP COM 80706610 272 10200 SH SHARED 10200 D SCHOLASTIC CORP COM 80706610 388 14500 SH SHARED 01 14500 D SCHOLASTIC CORP COM 80706610 621 23207 SH SHARED 02 23207 D SCHOLASTIC CORP COM 80706610 4014 150000 SH SHARED 10 12600 137400 D SCHOLASTIC CORP COM 80706610 1814 67800 SH SHARED 17 19400 48400 D SCHOOL SPECIALTY INC NOTE 3.750% 8/0 807863AE 2006 2004000 PRN SHARED 02 2004000 D SCHOOL SPECIALTY INC COM 80786310 51 1500 SH SHARED 1500 D SCHOOL SPECIALTY INC COM 80786310 441 12800 SH SHARED 17 12800 D SCHULMAN A INC COM 80819410 110 4472 SH SHARED 4472 D SCHULMAN A INC COM 80819410 59 2400 SH SHARED 10 2400 D SCHULMAN A INC COM 80819410 477 19300 SH SHARED 17 15000 4300 D SCHWAB CHARLES CORP NEW COM 80851310 38605 2243186 SH SHARED 2243186 D SCHWAB CHARLES CORP NEW COM 80851310 336 19550 SH SHR/OTHR 19550 D SCHWAB CHARLES CORP NEW COM 80851310 4843 281450 SH SHARED 01 281450 D SCHWAB CHARLES CORP NEW COM 80851310 17484 1015967 SH SHARED 02 1015967 D SCHWAB CHARLES CORP NEW COM 80851310 4646 270000 SH SHARED 04 270000 D SCHWAB CHARLES CORP NEW COM 80851310 2909 169075 SH SHARED 06 169075 D SCHWAB CHARLES CORP NEW COM 80851310 2611 151716 SH SHARED 10 142500 9216 D SCHWAB CHARLES CORP NEW COM 80851310 3063 178000 SH SHARED 14 178000 D SCHWAB CHARLES CORP NEW COM 80851310 12893 749202 SH SHARED 17 740602 8600 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 24 1000 SH SHARED 1000 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 0 20 SH SHR/OTHR 20 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 14 601 SH SHARED 01 601 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 184 7700 SH SHARED 17 5000 2700 D SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD 1 1000 PRN SHARED 02 1000 D SCIENTIFIC GAMES CORP CL A 80874P10 330 9400 SH SHARED 9400 D SCIENTIFIC GAMES CORP CL A 80874P10 386 11000 SH SHARED 02 11000 D SCIENTIFIC GAMES CORP CL A 80874P10 2348 66863 SH SHARED 17 66863 D SCOR SPONSORED ADR 80917Q10 3981 1580000 SH SHARED 17 1580000 D SCOTTISH ANNUITY & LIFE HLDG NOTE 4.500%12/0 81013RAC 2637 2250000 PRN SHARED 02 2250000 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 286 7100 SH SHARED 7100 D SCOTTS MIRACLE GRO CO CL A 81018610 466 10200 SH SHARED 10200 D SCOTTS MIRACLE GRO CO CL A 81018610 988 21600 SH SHARED 01 21600 D SCOTTS MIRACLE GRO CO CL A 81018610 997 21800 SH SHARED 02 21800 D SCOTTS MIRACLE GRO CO CL A 81018610 4 100 SH SHARED 10 100 D SCOTTS MIRACLE GRO CO CL A 81018610 658 14400 SH SHARED 17 5500 8900 D SCRIPPS E W CO OHIO CL A 81105420 10520 235300 SH SHARED 235300 D SCRIPPS E W CO OHIO CL A 81105420 125 2800 SH SHARED 01 2800 D SCRIPPS E W CO OHIO CL A 81105420 1299 29064 SH SHARED 02 29064 D SCRIPPS E W CO OHIO CL A 81105420 107 2400 SH SHARED 06 2400 D SCRIPPS E W CO OHIO CL A 81105420 31 700 SH SHARED 14 700 D SCRIPPS E W CO OHIO CL A 81105420 1721 38500 SH SHARED 17 38500 D SCS TRANSN INC COM 81111T10 29 1000 SH SHARED 1000 D SCS TRANSN INC COM 81111T10 225 7749 SH SHARED 17 7749 D SCUDDER NEW ASIA FD INC COM 81118310 31 1400 SH SHARED 1400 D SCUDDER NEW ASIA FD INC COM 81118310 443 20000 SH SHR/OTHR 20000 D SCUDDER NEW ASIA FD INC COM 81118310 157 7090 SH SHR/OTHR 01 7090 D SEA CONTAINERS LTD CL A 81137170 0 48 SH SHR/OTHR 48 D SEABOARD CORP COM 81154310 159 100 SH SHARED 01 100 D SEABOARD CORP COM 81154310 5897 3700 SH SHARED 10 3700 D SEABOARD CORP COM 81154310 2072 1300 SH SHARED 17 100 1200 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 12 700 SH SHARED 700 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 74 4300 SH SHARED 01 4300 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 550 31600 SH SHARED 10 31600 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 28 1612 SH SHARED 17 1612 D SEACHANGE INTL INC COM 81169910 125 16215 SH SHARED 16215 D SEACHANGE INTL INC COM 81169910 5 700 SH SHARED 01 700 D SEACHANGE INTL INC COM 81169910 117 15100 SH SHARED 17 15100 D SEACOAST BKG CORP FLA COM 81170730 26 900 SH SHARED 900 D SEACOAST BKG CORP FLA COM 81170730 138 4760 SH SHARED 17 4760 D SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ 1211 1000000 PRN SHARED 1000000 D SEACOR HOLDINGS INC COM 81190410 87 1100 SH SHARED 1100 D SEACOR HOLDINGS INC COM 81190410 36 457 SH SHARED 01 457 D SEACOR HOLDINGS INC COM 81190410 63 800 SH SHARED 10 800 D SEACOR HOLDINGS INC COM 81190410 1296 16373 SH SHARED 17 15073 1300 D SEALED AIR CORP NEW COM 81211K10 7633 131900 SH SHARED 131900 D SEALED AIR CORP NEW COM 81211K10 1009 17439 SH SHARED 01 17439 D SEALED AIR CORP NEW COM 81211K10 23 400 SH SHR/OTHR 01 400 D SEALED AIR CORP NEW COM 81211K10 1696 29311 SH SHARED 02 29311 D SEALED AIR CORP NEW COM 81211K10 303 5250 SH SHARED 06 5250 D SEALED AIR CORP NEW COM 81211K10 17 295 SH SHARED 10 295 D SEALED AIR CORP NEW COM 81211K10 17 300 SH SHARED 14 300 D SEALED AIR CORP NEW COM 81211K10 11144 192584 SH SHARED 17 192284 300 D SEARS HLDGS CORP COM 81235010 106479 807703 SH SHARED 807103 600 D SEARS HLDGS CORP COM 81235010 2015 15286 SH SHARED 01 15286 D SEARS HLDGS CORP COM 81235010 4471 33920 SH SHARED 02 33920 D SEARS HLDGS CORP COM 81235010 907 6887 SH SHARED 06 6887 D SEARS HLDGS CORP COM 81235010 3844 29166 SH SHARED 10 28237 929 D SEARS HLDGS CORP COM 81235010 1977 15000 SH SHARED 15 15000 D SEARS HLDGS CORP COM 81235010 6143 46601 SH SHARED 17 45876 725 D SEATTLE GENETICS INC COM 81257810 9 1800 SH SHARED 1800 D SEATTLE GENETICS INC COM 81257810 70 13600 SH SHARED 17 13600 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 1455 45000 SH SHARED 45000 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 13 420 SH SHARED 01 420 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 242 7500 SH SHARED 17 7500 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 8423 263413 SH SHARED 263413 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 425 13300 SH SHARED 01 13300 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 12980 550000 SH SHARED 550000 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 3540 150000 SH SHARED 02 150000 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 1696 50400 SH SHARED 50400 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 29718 546301 SH SHARED 546301 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 12 235 SH SHARED 01 235 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 27 497 SH SHR/OTHR 01 497 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 61283 1126526 SH SHARED 02 1126526 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 1185 21800 SH SHARED 17 21800 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 22336 686215 SH SHARED 686215 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 3255 100000 SH SHARED 02 100000 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 322 9900 SH SHARED 17 9900 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 648 19200 SH SHARED 19200 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 792 35801 SH SHARED 35801 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 243 11000 SH SHARED 01 1000 10000 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 121 5500 SH SHR/OTHR 01 5500 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 3948 128078 SH SHARED 128078 D SECURE COMPUTING CORP COM 81370510 35 3100 SH SHARED 3100 D SECURE COMPUTING CORP COM 81370510 248 21537 SH SHARED 17 21537 D SECURITY BANK CORP COM 81404710 22 900 SH SHARED 900 D SECURITY BANK CORP COM 81404710 25 1000 SH SHARED 01 1000 D SECURITY BANK CORP COM 81404710 50 2000 SH SHARED 17 2000 D SELECT COMFORT CORP COM 81616X10 185 4700 SH SHARED 4700 D SELECT COMFORT CORP COM 81616X10 118 3000 SH SHARED 01 3000 D SELECT COMFORT CORP COM 81616X10 13 341 SH SHARED 02 341 D SELECT COMFORT CORP COM 81616X10 2234 56500 SH SHARED 10 56500 D SELECT COMFORT CORP COM 81616X10 2388 60400 SH SHARED 17 17000 43400 D SELECTIVE INS GROUP INC NOTE 1.616% 9/2 816300AB 14835 21500000 PRN SHARED 21500000 D SELECTIVE INS GROUP INC COM 81630010 100 1900 SH SHARED 1900 D SELECTIVE INS GROUP INC COM 81630010 5 100 SH SHARED 01 100 D SELECTIVE INS GROUP INC COM 81630010 79 1500 SH SHARED 10 1500 D SELECTIVE INS GROUP INC COM 81630010 19095 360300 SH SHARED 17 357900 2400 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 41 5550 SH SHARED 5550 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 313076 8619955 SH SHARED 8619955 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 18 500 SH SHARED 01 500 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 23818 655800 SH SHARED 02 655800 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 308 8500 SH SHARED 19 8500 D SEMTECH CORP COM 81685010 9132 510487 SH SHARED 510487 D SEMTECH CORP COM 81685010 2484 138850 SH SHARED 01 103550 35300 D SEMTECH CORP COM 81685010 37 2075 SH SHR/OTHR 01 2075 D SEMTECH CORP COM 81685010 450 25200 SH SHARED 02 25200 D SEMTECH CORP COM 81685010 8486 474380 SH SHARED 10 471280 3100 D SEMTECH CORP COM 81685010 15186 848900 SH SHARED 17 625000 223900 D SEMPRA ENERGY COM 81685110 21258 457570 SH SHARED 457570 D SEMPRA ENERGY COM 81685110 34 751 SH SHR/OTHR 751 D SEMPRA ENERGY COM 81685110 2571 55349 SH SHARED 01 55349 D SEMPRA ENERGY COM 81685110 148 3200 SH SHR/OTHR 01 3200 D SEMPRA ENERGY COM 81685110 5516 118746 SH SHARED 02 118746 D SEMPRA ENERGY COM 81685110 45 971 SH SHARED 04 971 D SEMPRA ENERGY COM 81685110 860 18518 SH SHARED 06 18518 D SEMPRA ENERGY COM 81685110 7900 170041 SH SHARED 10 124700 45341 D SEMPRA ENERGY COM 81685110 3181 68474 SH SHARED 14 68474 D SEMPRA ENERGY COM 81685110 6289 135377 SH SHARED 17 110777 24600 D SEMITOOL INC COM 81690910 12 1100 SH SHARED 1100 D SEMITOOL INC COM 81690910 90 8000 SH SHARED 17 8000 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 123 6800 SH SHARED 6800 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 36 2000 SH SHARED 02 2000 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 452 25000 SH SHARED 04 25000 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 790 43700 SH SHARED 10 43700 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 38634 2134500 SH SHARED 11 2134500 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 2486 137400 SH SHARED 17 115600 21800 D SENOMYX INC COM 81724Q10 26 1600 SH SHARED 1600 D SENOMYX INC COM 81724Q10 9 600 SH SHARED 01 600 D SENOMYX INC COM 81724Q10 3 200 SH SHARED 02 200 D SENOMYX INC COM 81724Q10 197 12020 SH SHARED 17 12020 D SENSIENT TECHNOLOGIES CORP COM 81725T10 740 41009 SH SHARED 41009 D SENSIENT TECHNOLOGIES CORP COM 81725T10 153 8500 SH SHARED 01 8500 D SENSIENT TECHNOLOGIES CORP COM 81725T10 34 1938 SH SHR/OTHR 01 1938 D SENSIENT TECHNOLOGIES CORP COM 81725T10 294 16300 SH SHARED 02 16300 D SENSIENT TECHNOLOGIES CORP COM 81725T10 46 2600 SH SHARED 10 2600 D SENSIENT TECHNOLOGIES CORP COM 81725T10 695 38533 SH SHARED 17 32733 5800 D SEPRACOR INC NOTE 12/1 817315AT 6048 3900000 PRN SHARED 02 3900000 D SEPRACOR INC NOTE 12/1 817315AU 5499 3311000 PRN SHARED 3311000 D SEPRACOR INC NOTE 12/1 817315AU 255 154000 PRN SHARED 02 154000 D SEPRACOR INC NOTE 10/1 817315AW 29234 31100000 PRN SHARED 31100000 D SEPRACOR INC NOTE 10/1 817315AW 8480 9022000 PRN SHARED 02 9022000 D SEPRACOR INC COM 81731510 17050 349314 SH SHARED 345219 4095 D SEPRACOR INC COM 81731510 313 6425 SH SHR/OTHR 6425 D SEPRACOR INC COM 81731510 4994 102320 SH SHARED 01 34892 67428 D SEPRACOR INC COM 81731510 1159 23759 SH SHR/OTHR 01 23759 D SEPRACOR INC COM 81731510 3589 73537 SH SHARED 02 73537 D SEPRACOR INC COM 81731510 244 5000 SH SHARED 04 5000 D SEPRACOR INC COM 81731510 3079 63100 SH SHARED 10 62600 500 D SEPRACOR INC COM 81731510 976 20000 SH SHARED 15 20000 D SEPRACOR INC COM 81731510 146 3000 SH SHARED 17 1600 1400 D SEQUA CORPORATION CL A 81732010 176 1800 SH SHARED 1800 D SEQUA CORPORATION CL A 81732010 332 3400 SH SHARED 01 3400 D SEQUA CORPORATION CL A 81732010 215 2200 SH SHARED 02 2200 D SEQUA CORPORATION CL A 81732010 88 900 SH SHARED 10 900 D SEQUA CORPORATION CL A 81732010 312 3200 SH SHARED 17 2000 1200 D SEQUENOM INC COM 81733710 2 3000 SH SHARED 3000 D SERACARE LIFE SCIENCES INC COM 81747Q10 10 2900 SH SHARED 02 2900 D SERONO S A SPONSORED ADR 81752M10 229 13200 SH SHARED 13200 D SEROLOGICALS CORP SDCV 4.750% 8/1 817523AB 1725 1000000 PRN SHARED 02 1000000 D SEROLOGICALS CORP COM 81752310 4642 189803 SH SHARED 189803 D SEROLOGICALS CORP COM 81752310 78 3200 SH SHARED 01 500 2700 D SEROLOGICALS CORP COM 81752310 2771 113300 SH SHARED 10 86300 27000 D SEROLOGICALS CORP COM 81752310 39 1600 SH SHARED 14 1600 D SEROLOGICALS CORP COM 81752310 15752 644000 SH SHARED 17 598500 45500 D SERVICE CORP INTL COM 81756510 189 24234 SH SHARED 24234 D SERVICE CORP INTL COM 81756510 0 1 SH SHARED 01 1 D SERVICE CORP INTL COM 81756510 242 31100 SH SHARED 02 31100 D SERVICEMASTER CO COM 81760N10 557 42462 SH SHARED 29662 12800 D SERVICEMASTER CO COM 81760N10 333 25394 SH SHR/OTHR 25394 D SERVICEMASTER CO COM 81760N10 104 8000 SH SHARED 01 8000 D SERVICEMASTER CO COM 81760N10 1172 89400 SH SHARED 02 89400 D SERVICEMASTER CO COM 81760N10 131 10000 SH SHARED 06 10000 D SERVICEMASTER CO COM 81760N10 103 7854 SH SHARED 10 7854 D SERVICEMASTER CO COM 81760N10 56 4300 SH SHARED 14 4300 D SERVICEMASTER CO COM 81760N10 5 400 SH SHARED 17 400 D 724 SOLUTIONS INC COM NEW 81788Q20 13 4119 SH SHARED 4119 D SHANDA INTERACTIVE ENTMT LTD NOTE 10/1 81941QAB 87 100000 PRN SHARED 02 100000 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 21 1500 SH SHR/OTHR 01 1500 D SHARPER IMAGE CORP COM 82001310 104 8129 SH SHARED 8129 D SHARPER IMAGE CORP COM 82001310 155 12100 SH SHARED 17 12100 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 172 7200 SH SHARED 7200 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 100 4200 SH SHARED 01 4200 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 2032 85010 SH SHARED 02 85010 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 13 568 SH SHARED 06 568 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 33 1420 SH SHARED 10 1420 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 29 1233 SH SHARED 14 1233 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 31 1300 SH SHARED 17 1300 D SHAW GROUP INC COM 82028010 1766 58100 SH SHARED 58100 D SHAW GROUP INC COM 82028010 203 6700 SH SHARED 01 6700 D SHAW GROUP INC COM 82028010 88 2900 SH SHARED 10 2900 D SHAW GROUP INC COM 82028010 1167 38400 SH SHARED 17 33600 4800 D SHENANDOAH TELECOMMUNICATION COM 82312B10 22 500 SH SHARED 500 D SHENANDOAH TELECOMMUNICATION COM 82312B10 94 2100 SH SHARED 01 2100 D SHENANDOAH TELECOMMUNICATION COM 82312B10 134 3000 SH SHARED 10 3000 D 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SHOE CARNIVAL INC COM 82488910 162 6500 SH SHARED 10 6500 D SHOE CARNIVAL INC COM 82488910 117 4700 SH SHARED 17 4700 D SHUFFLE MASTER INC COM 82554910 425 11917 SH SHARED 11917 D SHUFFLE MASTER INC COM 82554910 2287 64009 SH SHARED 01 57537 6472 D SHUFFLE MASTER INC COM 82554910 37 1050 SH SHR/OTHR 01 1050 D SHUFFLE MASTER INC COM 82554910 9723 272055 SH SHARED 02 272055 D SHUFFLE MASTER INC COM 82554910 9157 256226 SH SHARED 10 256226 D SHUFFLE MASTER INC COM 82554910 20849 583375 SH SHARED 17 580375 3000 D SHURGARD STORAGE CTRS INC COM 82567D10 133360 2001501 SH SHARED 2001501 D SHURGARD STORAGE CTRS INC COM 82567D10 33 500 SH SHARED 01 500 D SHURGARD STORAGE CTRS INC COM 82567D10 2345 35200 SH SHARED 02 35200 D SHURGARD STORAGE CTRS INC COM 82567D10 6656 99900 SH SHARED 11 99900 D SIEMENS A G SPONSORED ADR 82619750 3831 41120 SH SHARED 40400 720 D SIEMENS A G SPONSORED ADR 82619750 9 100 SH SHR/OTHR 100 D SIEMENS A G SPONSORED ADR 82619750 30 325 SH SHARED 01 325 D SIEMENS A G SPONSORED ADR 82619750 130 1400 SH SHARED 14 1400 D SIERRA BANCORP COM 82620P10 10 400 SH SHARED 400 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 15769 3539000 PRN SHARED 3539000 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 2089 469000 PRN SHARED 02 469000 D SIERRA HEALTH SVCS INC COM 82632210 2372 58300 SH SHARED 32700 25600 D SIERRA HEALTH SVCS INC COM 82632210 187 4600 SH SHARED 01 4600 D SIERRA HEALTH SVCS INC COM 82632210 942 23166 SH SHARED 02 23166 D SIERRA HEALTH SVCS INC COM 82632210 97 2402 SH SHARED 06 2402 D SIERRA HEALTH SVCS INC COM 82632210 8958 220100 SH SHARED 10 220100 D SIERRA HEALTH SVCS INC COM 82632210 557 13700 SH SHARED 17 13700 D SIERRA PAC RES NEW COM 82642810 806 58400 SH SHARED 58400 D SIERRA PAC RES NEW COM 82642810 1208 87500 SH SHARED 01 87500 D SIERRA PAC RES NEW COM 82642810 980 71000 SH SHARED 02 71000 D SIERRA PAC RES NEW COM 82642810 5669 410500 SH SHARED 10 410500 D SIERRA PAC RES NEW COM 82642810 71838 5201920 SH SHARED 17 5059320 142600 D SIERRA WIRELESS INC COM 82651610 154 13200 SH SHARED 13200 D SIFY LTD SPONSORED ADR 82655M10 1976 149305 SH SHARED 149305 D SIGMA ALDRICH CORP COM 82655210 16834 255887 SH SHARED 238175 17712 D SIGMA ALDRICH CORP COM 82655210 235 3575 SH SHR/OTHR 3575 D SIGMA ALDRICH CORP COM 82655210 1134 17237 SH SHARED 01 947 16290 D SIGMA ALDRICH CORP COM 82655210 19 300 SH SHR/OTHR 01 300 D SIGMA ALDRICH CORP COM 82655210 1506 22900 SH SHARED 02 22900 D SIGMA ALDRICH CORP COM 82655210 272 4140 SH SHARED 06 4140 D SIGMA ALDRICH CORP COM 82655210 601 9136 SH SHARED 10 8900 236 D SIGMA ALDRICH CORP COM 82655210 26 400 SH SHARED 14 400 D SIGMA ALDRICH CORP COM 82655210 1891 28754 SH SHARED 17 28554 200 D SIGMA DESIGNS INC COM 82656510 70 4800 SH SHARED 02 4800 D SIGMATEL INC COM 82661W10 20 2400 SH SHARED 2400 D SIGMATEL INC COM 82661W10 195 22350 SH SHARED 02 22350 D SIGMATEL INC COM 82661W10 1148 131400 SH SHARED 17 18000 113400 D SIGNET GROUP PLC SP ADR REP 10 82668L87 423 22310 SH SHARED 01 22310 D SIGNET GROUP PLC SP ADR REP 10 82668L87 31958 1683800 SH SHARED 04 1683800 D SIGNET GROUP PLC SP ADR REP 10 82668L87 4506 237430 SH SHARED 06 237430 D SIGNET GROUP PLC SP ADR REP 10 82668L87 219 11540 SH SHARED 10 11540 D SIGNET GROUP PLC SP ADR REP 10 82668L87 201 10600 SH SHARED 17 10600 D SIGNATURE BK NEW YORK N Y COM 82669G10 29 900 SH SHARED 900 D SIGNATURE BK NEW YORK N Y COM 82669G10 2169 66575 SH SHARED 01 66100 475 D SIGNATURE BK NEW YORK N Y COM 82669G10 32 1000 SH SHR/OTHR 01 1000 D SIGNATURE BK NEW YORK N Y COM 82669G10 9779 300070 SH SHARED 10 298170 1900 D SIGNATURE BK NEW YORK N Y COM 82669G10 18902 580000 SH SHARED 17 384900 195100 D SILICON LABORATORIES INC COM 82691910 4321 78643 SH SHARED 78643 D SILICON LABORATORIES INC COM 82691910 3457 62925 SH SHARED 01 30925 32000 D SILICON LABORATORIES INC COM 82691910 862 15700 SH SHARED 02 15700 D SILICON LABORATORIES INC COM 82691910 7905 143860 SH SHARED 10 143860 D SILICON LABORATORIES INC COM 82691910 12566 228690 SH SHARED 17 225490 3200 D SILGAN HOLDINGS INC COM 82704810 120 3000 SH SHARED 3000 D SILGAN HOLDINGS INC COM 82704810 32 800 SH SHARED 02 800 D SILGAN HOLDINGS INC COM 82704810 5619 139900 SH SHARED 10 139900 D SILGAN HOLDINGS INC COM 82704810 2988 74400 SH SHARED 17 12400 62000 D SILICON IMAGE INC COM 82705T10 290 28133 SH SHARED 28133 D SILICON IMAGE INC COM 82705T10 241 23400 SH SHARED 01 23400 D SILICON IMAGE INC COM 82705T10 316 30700 SH SHARED 17 30700 D SILICON STORAGE TECHNOLOGY I COM 82705710 1069 244214 SH SHARED 244214 D SILICON STORAGE TECHNOLOGY I COM 82705710 13 3100 SH SHARED 01 3100 D SILICON STORAGE TECHNOLOGY I COM 82705710 132 30300 SH SHARED 17 30300 D SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C10 640 52800 SH SHARED 52800 D SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C10 6 502 SH SHARED 02 502 D SILICON VY BANCSHARES NOTE 6/1 827064AC 8941 5670000 PRN SHARED 02 5670000 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 2921 452949 SH SHARED 452949 D SILVER STD RES INC COM 82823L10 1173 57000 SH SHARED 57000 D SILVER WHEATON CORP COM 82833610 10 1000 SH SHARED 1000 D SILVER WHEATON CORP COM 82833610 6188 580000 SH SHARED 04 580000 D SILVER WHEATON CORP COM 82833610 5868 550000 SH SHARED 10 550000 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 32 1100 SH SHARED 1100 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 65 2200 SH SHARED 10 2200 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 238 8000 SH SHARED 17 4500 3500 D SIMON PPTY GROUP INC NEW COM 82880610 34176 406188 SH SHARED 388665 17523 D SIMON PPTY GROUP INC NEW COM 82880610 419 4980 SH SHR/OTHR 4980 D SIMON PPTY GROUP INC NEW COM 82880610 4196 49878 SH SHARED 01 1480 48398 D SIMON PPTY GROUP INC NEW COM 82880610 246 2930 SH SHR/OTHR 01 2930 D SIMON PPTY GROUP INC NEW COM 82880610 5233 62194 SH SHARED 02 62194 D SIMON PPTY GROUP INC NEW COM 82880610 2187 26000 SH SHARED 04 26000 D SIMON PPTY GROUP INC NEW COM 82880610 3810 45289 SH SHARED 10 45289 D SIMON PPTY GROUP INC NEW COM 82880610 863678 10264781 SH SHARED 11 10264781 D SIMON PPTY GROUP INC NEW COM 82880610 395 4700 SH SHARED 14 4700 D SIMON PPTY GROUP INC NEW COM 82880610 8075 95975 SH SHARED 17 88675 7300 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 149148 2146644 SH SHARED 2146644 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 34 498 SH SHR/OTHR 498 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 183 2640 SH SHR/OTHR 01 2640 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 2821 40610 SH SHARED 02 40610 D SIMPSON MANUFACTURING CO INC COM 82907310 108 2500 SH SHARED 2500 D SIMPSON MANUFACTURING CO INC COM 82907310 116 2700 SH SHARED 02 2700 D SIMPSON MANUFACTURING CO INC COM 82907310 73 1700 SH SHARED 10 1700 D SIMPSON MANUFACTURING CO INC COM 82907310 1034 23900 SH SHARED 17 21200 2700 D SINCLAIR BROADCAST GROUP INC CL A 82922610 99 12179 SH SHARED 12179 D SINCLAIR BROADCAST GROUP INC CL A 82922610 77 9500 SH SHARED 01 9500 D SINCLAIR BROADCAST GROUP INC CL A 82922610 599 73500 SH SHARED 10 73500 D SINCLAIR BROADCAST GROUP INC CL A 82922610 512 62918 SH SHARED 17 24518 38400 D SINGAPORE FD INC COM 82929L10 1332 110140 SH SHARED 110140 D SINGAPORE FD INC COM 82929L10 246 20332 SH SHR/OTHR 20332 D SINGAPORE FD INC COM 82929L10 116 9634 SH SHR/OTHR 01 9634 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 51 900 SH SHARED 900 D SIRIUS SATELLITE RADIO INC NOTE 2.500% 2/1 82966UAC 219 170000 PRN SHARED 02 170000 D SIRIUS SATELLITE RADIO INC COM 82966U10 16173 3190066 SH SHARED 3190066 D SIRIUS SATELLITE RADIO INC COM 82966U10 38 7500 SH SHR/OTHR 7500 D SIRIUS SATELLITE RADIO INC COM 82966U10 171 33900 SH SHARED 01 33900 D SIRIUS SATELLITE RADIO INC COM 82966U10 673 132800 SH SHARED 02 132800 D SIRIUS SATELLITE RADIO INC COM 82966U10 219 43230 SH SHARED 06 43230 D SIRIUS SATELLITE RADIO INC COM 82966U10 93 18500 SH SHARED 10 18500 D SIRIUS SATELLITE RADIO INC COM 82966U10 39 7800 SH SHARED 17 7800 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 85 2400 SH SHARED 2400 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 347 9800 SH SHARED 01 9800 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 343 9700 SH SHARED 02 9700 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 17914 505200 SH SHARED 10 505200 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 6646 187450 SH SHARED 17 187450 D SIRVA INC COM 82967Y10 12 1500 SH SHARED 1500 D SIRVA INC COM 82967Y10 100 11800 SH SHARED 17 11800 D SIX FLAGS INC COM 83001P10 389 38238 SH SHARED 38238 D SIX FLAGS INC COM 83001P10 459 45100 SH SHARED 17 35200 9900 D SIZELER PPTY INVS INC COM 83013710 1120 75910 SH SHARED 75910 D SIZELER PPTY INVS INC COM 83013710 801 54300 SH SHARED 17 54300 D SKECHERS U S A INC CL A 83056610 988 39647 SH SHARED 39647 D SKECHERS U S A INC CL A 83056610 650 26089 SH SHARED 17 26089 D SKY FINL GROUP INC COM 83080P10 238 8982 SH SHARED 100 8882 D SKY FINL GROUP INC COM 83080P10 5 200 SH SHARED 01 200 D SKY FINL GROUP INC COM 83080P10 254 9602 SH SHARED 02 9602 D SKY FINL GROUP INC COM 83080P10 196 7400 SH SHARED 17 7400 D SKYEPHARMA PLC SPONSORED ADR 83080810 0 15 SH SHARED 01 15 D SKYLINE CORP COM 83083010 20 500 SH SHARED 500 D SKYLINE CORP COM 83083010 177 4300 SH SHARED 01 4300 D SKYLINE CORP COM 83083010 57 1400 SH SHARED 10 1400 D SKYLINE CORP COM 83083010 86 2100 SH SHARED 17 2100 D SKYWEST INC COM 83087910 442 15124 SH SHARED 15124 D SKYWEST INC COM 83087910 30 1025 SH SHR/OTHR 1025 D SKYWEST INC COM 83087910 40 1395 SH SHARED 02 1395 D SKYWEST INC COM 83087910 2929 100100 SH SHARED 10 100100 D SKYWEST INC COM 83087910 1039 35500 SH SHARED 17 31200 4300 D SKYWORKS SOLUTIONS INC NOTE 4.750%11/1 83088MAB 302 303000 PRN SHARED 02 303000 D SKYWORKS SOLUTIONS INC COM 83088M10 2661 392566 SH SHARED 392566 D SKYWORKS SOLUTIONS INC COM 83088M10 118 17484 SH SHARED 02 17484 D SKYWORKS SOLUTIONS INC COM 83088M10 421 62200 SH SHARED 17 62200 D SKILLSOFT PLC SPONSORED ADR 83092810 143 27298 SH SHARED 27298 D SKILLSOFT PLC SPONSORED ADR 83092810 3 710 SH SHARED 02 710 D SKILLSOFT PLC SPONSORED ADR 83092810 29 5700 SH SHARED 10 5700 D SMART & FINAL INC COM 83168310 16 1000 SH SHARED 1000 D SMART & FINAL INC COM 83168310 63 3900 SH SHARED 17 3900 D SMARTPROS LTD COM 83171G10 18 5499 SH SHARED 01 5499 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 3475 77900 SH SHARED 77900 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 11 250 SH SHARED 01 250 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 44 1000 SH SHR/OTHR 01 1000 D SMITH & WESSON HLDG CORP COM 83175610 122 20300 SH SHARED 02 20300 D SMITH A O COM 83186520 8690 164600 SH SHARED 164600 D SMITH A O COM 83186520 174 3300 SH SHARED 01 3300 D SMITH A O COM 83186520 7434 140800 SH SHARED 10 140800 D SMITH A O COM 83186520 2416 45760 SH SHARED 17 16660 29100 D SMITH INTL INC COM 83211010 4203 107891 SH SHARED 107891 D SMITH INTL INC COM 83211010 3050 78300 SH SHARED 01 78300 D SMITH INTL INC COM 83211010 4534 116384 SH SHARED 02 116384 D SMITH INTL INC COM 83211010 305 7840 SH SHARED 06 7840 D SMITH INTL INC COM 83211010 96 2478 SH SHARED 10 2478 D SMITH INTL INC COM 83211010 452 11615 SH SHARED 17 10815 800 D SMITHFIELD FOODS INC COM 83224810 1707 58185 SH SHARED 58185 D SMITHFIELD FOODS INC COM 83224810 1056 36000 SH SHARED 01 36000 D SMITHFIELD FOODS INC COM 83224810 2263 77151 SH SHARED 02 77151 D SMITHFIELD FOODS INC COM 83224810 77 2649 SH SHARED 06 2649 D SMITHFIELD FOODS INC COM 83224810 257 8784 SH SHARED 14 8784 D SMITHTOWN BANCORP INC COM 83244910 55 1612 SH SHARED 1612 D SMUCKER J M CO COM NEW 83269640 1255 31613 SH SHARED 31539 74 D SMUCKER J M CO COM NEW 83269640 108 2734 SH SHR/OTHR 2734 D SMUCKER J M CO COM NEW 83269640 600 15127 SH SHARED 01 15127 D SMUCKER J M CO COM NEW 83269640 7 181 SH SHR/OTHR 01 181 D SMUCKER J M CO COM NEW 83269640 1036 26100 SH SHARED 02 26100 D SMUCKER J M CO COM NEW 83269640 166 4200 SH SHARED 17 4200 D SMURFIT-STONE CONTAINER CORP COM 83272710 1528 112624 SH SHARED 112624 D SMURFIT-STONE CONTAINER CORP COM 83272710 24 1800 SH SHARED 01 1800 D SMURFIT-STONE CONTAINER CORP COM 83272710 693 51100 SH SHARED 02 51100 D SMURFIT-STONE CONTAINER CORP COM 83272710 91 6740 SH SHARED 06 6740 D SMURFIT-STONE CONTAINER CORP COM 83272710 14 1061 SH SHARED 10 1061 D SMURFIT-STONE CONTAINER CORP COM 83272710 161 11900 SH SHARED 17 11000 900 D SNAP ON INC COM 83303410 4395 115300 SH SHARED 115300 D SNAP ON INC COM 83303410 388 10199 SH SHARED 01 10199 D SNAP ON INC COM 83303410 803 21081 SH SHARED 02 21081 D SNAP ON INC COM 83303410 57 1500 SH SHARED 06 1500 D SNAP ON INC COM 83303410 118 3100 SH SHARED 10 3100 D SNAP ON INC COM 83303410 843 22125 SH SHARED 17 22125 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 1236 10894 SH SHARED 10894 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 1109 9775 SH SHARED 17 9775 D SODEXHO ALLIANCE SA SPONSORED ADR 83379210 47 1000 SH SHARED 1000 D SODEXHO ALLIANCE SA SPONSORED ADR 83379210 7 150 SH SHR/OTHR 150 D SOFTBRANDS INC COM 83402A10 0 172 SH SHARED 01 172 D SOFTBRANDS INC COM 83402A10 0 402 SH SHARED 02 402 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 5 133 SH SHARED 02 133 D SOHU COM INC NOTE 7/1 83408WAC 1465 1625000 PRN SHARED 1625000 D SOHU COM INC COM 83408W10 742 27825 SH SHARED 27825 D SOHU COM INC COM 83408W10 248 9300 SH SHARED 01 9300 D SOHU COM INC COM 83408W10 10 400 SH SHARED 10 400 D SOHU COM INC COM 83408W10 256 9600 SH SHARED 17 9600 D SOLECTRON CORP NOTE 0.500% 2/1 834182AT 3433 4500000 PRN SHARED 4500000 D SOLECTRON CORP COM 83418210 9988 2497052 SH SHARED 2497052 D SOLECTRON CORP COM 83418210 0 220 SH SHR/OTHR 220 D SOLECTRON CORP COM 83418210 539 134900 SH SHARED 01 134900 D SOLECTRON CORP COM 83418210 2604 651022 SH SHARED 02 651022 D SOLECTRON CORP COM 83418210 259 64930 SH SHARED 06 64930 D SOLECTRON CORP COM 83418210 8 2181 SH SHARED 10 2181 D SOLECTRON CORP COM 83418210 85 21273 SH SHARED 14 21273 D SOLECTRON CORP COM 83418210 3820 955028 SH SHARED 17 953028 2000 D SOMANETICS CORP COM NEW 83444540 17 800 SH SHARED 800 D SOMANETICS CORP COM NEW 83444540 6237 282500 SH SHARED 10 282500 D SOMANETICS CORP COM NEW 83444540 247 11200 SH SHARED 17 11200 D SOMERA COMMUNICATION COM 83445810 6 15945 SH SHARED 15945 D SONIC AUTOMOTIVE INC CL A 83545G10 1954 70400 SH SHARED 70400 D SONIC AUTOMOTIVE INC CL A 83545G10 13 500 SH SHARED 01 500 D SONIC AUTOMOTIVE INC CL A 83545G10 752 27100 SH SHARED 10 27100 D SONIC AUTOMOTIVE INC CL A 83545G10 1915 69000 SH SHARED 17 22300 46700 D SONIC CORP COM 83545110 301 8570 SH SHARED 8570 D SONIC CORP COM 83545110 131 3750 SH SHARED 01 3750 D SONIC CORP COM 83545110 21 600 SH SHR/OTHR 01 600 D SONIC CORP COM 83545110 511 14547 SH SHARED 02 14547 D SONIC CORP COM 83545110 37 1079 SH SHARED 06 1079 D SONIC SOLUTIONS COM 83546010 28 1600 SH SHARED 1600 D SONIC SOLUTIONS COM 83546010 77 4300 SH SHARED 01 4300 D SONIC SOLUTIONS COM 83546010 10 600 SH SHARED 02 600 D SONIC SOLUTIONS COM 83546010 10259 566500 SH SHARED 17 566500 D SONICWALL INC COM 83547010 1920 270935 SH SHR/OTHR 270935 D SONICWALL INC COM 83547010 24 3500 SH SHARED 3500 D SONICWALL INC COM 83547010 2 400 SH SHR/OTHR 01 400 D SONICWALL INC COM 83547010 1 200 SH SHARED 02 200 D SONICWALL INC COM 83547010 185 26200 SH SHARED 17 26200 D SONOCO PRODS CO COM 83549510 4674 138009 SH SHARED 65055 72954 D SONOCO PRODS CO COM 83549510 381 11254 SH SHR/OTHR 11254 D SONOCO PRODS CO COM 83549510 15188 448431 SH SHARED 01 321665 126766 D SONOCO PRODS CO COM 83549510 561 16580 SH SHR/OTHR 01 16580 D SONOCO PRODS CO COM 83549510 1493 44100 SH SHARED 02 44100 D SONOCO PRODS CO COM 83549510 12193 360000 SH SHARED 04 360000 D SONOCO PRODS CO COM 83549510 104420 3082978 SH SHARED 10 2629390 453588 D SONOCO PRODS CO COM 83549510 331 9800 SH SHR/OTHR 10 9800 D SONOCO PRODS CO COM 83549510 3681 108700 SH SHARED 15 108700 D SONOCO PRODS CO COM 83549510 1086 32070 SH SHARED 17 30500 1570 D SONOSITE INC COM 83568G10 44 1100 SH SHARED 1100 D SONOSITE INC COM 83568G10 1041 25625 SH SHARED 01 24825 800 D SONOSITE INC COM 83568G10 6257 153970 SH SHARED 10 152570 1400 D SONOSITE INC COM 83568G10 14261 350928 SH SHARED 17 203928 147000 D SONY CORP ADR NEW 83569930 12739 276526 SH SHARED 276526 D SONY CORP ADR NEW 83569930 46 1000 SH SHR/OTHR 01 1000 D SOTHEBYS HLDGS INC CL A 83589810 926 31900 SH SHARED 31900 D SOTHEBYS HLDGS INC CL A 83589810 572 19700 SH SHARED 01 19700 D SOTHEBYS HLDGS INC CL A 83589810 450 15500 SH SHARED 02 15500 D SOTHEBYS HLDGS INC CL A 83589810 710 24483 SH SHARED 17 24483 D SONUS NETWORKS INC COM 83591610 90 16600 SH SHARED 16600 D SONUS NETWORKS INC COM 83591610 29 5300 SH SHARED 01 5300 D SONUS NETWORKS INC COM 83591610 13 2500 SH SHARED 02 2500 D SONUS NETWORKS INC COM 83591610 523 95500 SH SHARED 17 95500 D SOUND FED BANCORP INC COM 83607V10 16 800 SH SHARED 800 D SOUND FED BANCORP INC COM 83607V10 18 918 SH SHARED 17 918 D SOURCE INTERLINK COS INC COM NEW 83615120 25 2200 SH SHARED 2200 D SOURCE INTERLINK COS INC COM NEW 83615120 208 18300 SH SHARED 17 18300 D SOURCECORP COM 83616710 508 21100 SH SHARED 21100 D SOURCECORP COM 83616710 180 7483 SH SHARED 17 7483 D SOUTH FINL GROUP INC COM 83784110 2 100 SH SHARED 100 D SOUTH FINL GROUP INC COM 83784110 83 3200 SH SHARED 01 3200 D SOUTH FINL GROUP INC COM 83784110 209 8000 SH SHARED 02 8000 D SOUTH JERSEY INDS INC COM 83851810 51 1900 SH SHARED 1900 D SOUTH JERSEY INDS INC COM 83851810 30 1100 SH SHARED 01 1100 D SOUTH JERSEY INDS INC COM 83851810 1047 38400 SH SHARED 10 38400 D SOUTH JERSEY INDS INC COM 83851810 880 32300 SH SHARED 17 13200 19100 D SOUTHCOAST FINANCIAL CORP COM 84129R10 24 975 SH SHR/OTHR 975 D SOUTHERN CO COM 84258710 152735 4660838 SH SHARED 4584439 76399 D SOUTHERN CO COM 84258710 1376 42000 SH SHR/OTHR 42000 D SOUTHERN CO COM 84258710 14188 432964 SH SHARED 01 211765 221199 D SOUTHERN CO COM 84258710 117 3600 SH SHR/OTHR 01 3600 D SOUTHERN CO COM 84258710 8520 259998 SH SHARED 02 259998 D SOUTHERN CO COM 84258710 2057 62780 SH SHARED 06 62780 D SOUTHERN CO COM 84258710 122427 3735950 SH SHARED 10 3012130 723820 D SOUTHERN CO COM 84258710 209 6400 SH SHR/OTHR 10 6400 D SOUTHERN CO COM 84258710 29 900 SH SHARED 14 900 D SOUTHERN CO COM 84258710 2287 69800 SH SHARED 15 69800 D SOUTHERN CO COM 84258710 10829 330470 SH SHARED 17 319570 10900 D SOUTHERN COPPER CORP COM 84265V10 1773 20995 SH SHARED 10395 10600 D SOUTHERN COPPER CORP COM 84265V10 354 4200 SH SHARED 01 4200 D SOUTHERN COPPER CORP COM 84265V10 295 3500 SH SHARED 02 3500 D SOUTHERN COPPER CORP COM 84265V10 1689 20000 SH SHARED 04 20000 D SOUTHERN COPPER CORP COM 84265V10 16 200 SH SHARED 06 200 D SOUTHERN COPPER CORP COM 84265V10 10593 125400 SH SHARED 10 125400 D SOUTHERN COPPER CORP COM 84265V10 718 8500 SH SHARED 17 8500 D SOUTHERN UN CO NEW COM 84403010 2 100 SH SHARED 100 D SOUTHERN UN CO NEW COM 84403010 42 1700 SH SHR/OTHR 1700 D SOUTHERN UN CO NEW COM 84403010 873 35199 SH SHARED 02 35199 D SOUTHERN UN CO NEW COM 84403010 34731 1398790 SH SHARED 17 1398790 D SOUTHSIDE BANCSHARES INC COM 84470P10 14 700 SH SHARED 700 D SOUTHSIDE BANCSHARES INC COM 84470P10 48 2377 SH SHARED 17 2377 D SOUTHWEST AIRLS CO COM 84474110 26013 1446011 SH SHARED 1445761 250 D SOUTHWEST AIRLS CO COM 84474110 3153 175317 SH SHARED 01 2380 172937 D SOUTHWEST AIRLS CO COM 84474110 6851 380837 SH SHARED 02 380837 D SOUTHWEST AIRLS CO COM 84474110 479 26664 SH SHARED 06 26664 D SOUTHWEST AIRLS CO COM 84474110 1189 66134 SH SHARED 10 13921 52213 D SOUTHWEST AIRLS CO COM 84474110 922 51284 SH SHARED 14 51284 D SOUTHWEST AIRLS CO COM 84474110 5186 288286 SH SHARED 17 283586 4700 D SOUTHWEST BANCORP INC OKLA COM 84476710 22 1000 SH SHARED 1000 D SOUTHWEST BANCORP INC OKLA COM 84476710 137 6200 SH SHARED 17 6200 D SOUTHWEST GAS CORP COM 84489510 72 2600 SH SHARED 2600 D SOUTHWEST GAS CORP COM 84489510 34 1250 SH SHARED 01 1250 D SOUTHWEST GAS CORP COM 84489510 13 500 SH SHARED 02 500 D SOUTHWEST GAS CORP COM 84489510 626 22400 SH SHARED 10 22400 D SOUTHWEST GAS CORP COM 84489510 500 17912 SH SHARED 17 15012 2900 D SOUTHWEST WTR CO COM 84533110 22 1400 SH SHARED 1400 D SOUTHWEST WTR CO COM 84533110 142 8925 SH SHARED 17 8925 D SOUTHWESTERN ENERGY CO COM 84546710 36728 1141000 SH SHARED 1141000 D SOUTHWESTERN ENERGY CO COM 84546710 2034 63200 SH SHARED 01 63200 D SOUTHWESTERN ENERGY CO COM 84546710 2984 92700 SH SHARED 02 92700 D SOUTHWESTERN ENERGY CO COM 84546710 4023 125000 SH SHARED 06 125000 D SOUTHWESTERN ENERGY CO COM 84546710 756 23500 SH SHARED 10 22900 600 D SOUTHWESTERN ENERGY CO COM 84546710 16702 518880 SH SHARED 17 518880 D SOVEREIGN BANCORP INC COM 84590510 22128 1009956 SH SHARED 1009956 D SOVEREIGN BANCORP INC COM 84590510 1440 65752 SH SHARED 01 65752 D SOVEREIGN BANCORP INC COM 84590510 103 4737 SH SHR/OTHR 01 4737 D SOVEREIGN BANCORP INC COM 84590510 2770 126462 SH SHARED 02 126462 D SOVEREIGN BANCORP INC COM 84590510 540 24665 SH SHARED 06 24665 D SOVEREIGN BANCORP INC COM 84590510 1234 56325 SH SHARED 10 56000 325 D SOVEREIGN BANCORP INC COM 84590510 383 17502 SH SHARED 14 17502 D SOVEREIGN BANCORP INC COM 84590510 117417 5359104 SH SHARED 17 5358804 300 D SOVRAN SELF STORAGE INC COM 84610H10 66 1200 SH SHARED 1200 D SOVRAN SELF STORAGE INC COM 84610H10 55 1000 SH SHARED 01 1000 D SOVRAN SELF STORAGE INC COM 84610H10 1678 30400 SH SHARED 10 30400 D SOVRAN SELF STORAGE INC COM 84610H10 29073 526700 SH SHARED 11 526700 D SOVRAN SELF STORAGE INC COM 84610H10 1098 19900 SH SHARED 17 9900 10000 D SPANISH BROADCASTING SYS INC CL A 84642588 626 113362 SH SHARED 113362 D SPANISH BROADCASTING SYS INC CL A 84642588 4 900 SH SHARED 01 900 D SPANISH BROADCASTING SYS INC CL A 84642588 102 18569 SH SHARED 17 18569 D SPANSION INC COM CL A 84649R10 371 25100 SH SHARED 25100 D SPANSION INC COM CL A 84649R10 220 14868 SH SHARED 02 14868 D SPANSION INC COM CL A 84649R10 8880 600000 SH SHARED 10 600000 D SPANSION INC COM CL A 84649R10 1210 81810 SH SHARED 17 81810 D SPARTAN STORES INC COM 84682210 16 1300 SH SHARED 1300 D SPARTAN STORES INC COM 84682210 123 9700 SH SHARED 17 9700 D SPARTECH CORP COM NEW 84722020 50 2100 SH SHARED 2100 D SPARTECH CORP COM NEW 84722020 55 2300 SH SHARED 10 2300 D SPARTECH CORP COM NEW 84722020 727 30300 SH SHARED 17 14700 15600 D SPATIALIGHT INC COM 84724810 251 70903 SH SHARED 70903 D SPATIALIGHT INC COM 84724810 52 14700 SH SHARED 17 14700 D SPECTRALINK CORP COM 84758010 15 1200 SH SHARED 1200 D SPECTRALINK CORP COM 84758010 21 1700 SH SHARED 10 1700 D SPECTRALINK CORP COM 84758010 139 11100 SH SHARED 17 11100 D SPECTRUM BRANDS INC COM 84762L10 80 3700 SH SHARED 02 3700 D SPEEDWAY MOTORSPORTS INC COM 84778810 42 1100 SH SHARED 1100 D SPEEDWAY MOTORSPORTS INC COM 84778810 61 1600 SH SHARED 01 1600 D SPEEDWAY MOTORSPORTS INC COM 84778810 579 15154 SH SHARED 17 15154 D SPHERION CORP COM 84842010 101 9800 SH SHARED 9800 D SPHERION CORP COM 84842010 234 22543 SH SHARED 17 22543 D SPIRIT FIN CORP COM 84856830 64 5300 SH SHARED 5300 D SPIRIT FIN CORP COM 84856830 386 31660 SH SHARED 17 31660 D SPORTS AUTH INC NEW COM 84917U10 1815 49187 SH SHARED 49187 D SPORTS AUTH INC NEW COM 84917U10 59 1600 SH SHARED 01 1600 D SPORTS AUTH INC NEW COM 84917U10 623 16900 SH SHARED 02 16900 D SPORTS AUTH INC NEW COM 84917U10 352 9549 SH SHARED 17 9549 D SPRINT NEXTEL CORP COM FON 85206110 89 3482 SH SHARED 3482 D SPRINT NEXTEL CORP COM FON 85206110 285053 11031488 SH SHARED 10933505 97983 D SPRINT NEXTEL CORP COM FON 85206110 341 13224 SH SHR/OTHR 13224 D SPRINT NEXTEL CORP COM FON 85206110 24351 942385 SH SHARED 01 291517 650868 D SPRINT NEXTEL CORP COM FON 85206110 424 16410 SH SHR/OTHR 01 16410 D SPRINT NEXTEL CORP COM FON 85206110 40159 1554173 SH SHARED 02 1554173 D SPRINT NEXTEL CORP COM FON 85206110 5877 227443 SH SHARED 04 219000 8443 D SPRINT NEXTEL CORP COM FON 85206110 1824 70617 SH SHARED 05 70617 D SPRINT NEXTEL CORP COM FON 85206110 26045 1007944 SH SHARED 06 1007944 D SPRINT NEXTEL CORP COM FON 85206110 135154 5230447 SH SHARED 10 272752 4910960 46735 D SPRINT NEXTEL CORP COM FON 85206110 3027 117155 SH SHARED 14 117155 D SPRINT NEXTEL CORP COM FON 85206110 3416 132200 SH SHARED 15 132200 D SPRINT NEXTEL CORP COM FON 85206110 59530 2303826 SH SHARED 17 2267867 35959 D SPRINT NEXTEL CORP COM FON 85206110 11498 444990 SH SHARED 19 444990 D STAAR SURGICAL CO COM PAR $0.01 85231230 8 1000 SH SHARED 1000 D STAGE STORES INC *W EXP 08/23/200 85254C12 1534 78369 SH SHARED 78369 D STAGE STORES INC *W EXP 08/23/200 85254C13 127 7837 SH SHARED 7837 D STAGE STORES INC COM NEW 85254C30 60 2038 SH SHARED 2038 D STAGE STORES INC COM NEW 85254C30 0 4 SH SHARED 02 4 D STAGE STORES INC COM NEW 85254C30 2455 82550 SH SHARED 10 82550 D STAGE STORES INC COM NEW 85254C30 464 15600 SH SHARED 17 12300 3300 D STAMPS COM INC COM NEW 85285720 2678 75978 SH SHARED 75978 D STAMPS COM INC COM NEW 85285720 179 5100 SH SHARED 10 5100 D STAMPS COM INC COM NEW 85285720 3469 98400 SH SHARED 17 98400 D STANCORP FINL GROUP INC COM 85289110 699 12924 SH SHARED 12300 624 D STANCORP FINL GROUP INC COM 85289110 1212 22400 SH SHARED 01 22400 D STANCORP FINL GROUP INC COM 85289110 1838 33984 SH SHARED 02 33984 D STANCORP FINL GROUP INC COM 85289110 86 1600 SH SHARED 06 1600 D STANCORP FINL GROUP INC COM 85289110 432 8000 SH SHARED 17 8000 D STANDARD MICROSYSTEMS CORP COM 85362610 33 1300 SH SHARED 1300 D STANDARD MICROSYSTEMS CORP COM 85362610 57 2200 SH SHARED 01 2200 D STANDARD MICROSYSTEMS CORP COM 85362610 306 11800 SH SHARED 02 11800 D STANDARD MICROSYSTEMS CORP COM 85362610 363 14000 SH SHARED 10 14000 D STANDARD MICROSYSTEMS CORP COM 85362610 1991 76661 SH SHARED 17 76661 D STANDARD MTR PRODS INC COM 85366610 8 1000 SH SHARED 1000 D STANDARD MTR PRODS INC COM 85366610 1 119 SH SHARED 02 119 D STANDARD MTR PRODS INC COM 85366610 31 3600 SH SHARED 17 3600 D STANDARD PAC CORP NEW COM 85375C10 6100 181460 SH SHARED 181460 D STANDARD PAC CORP NEW COM 85375C10 611 18200 SH SHARED 02 18200 D STANDARD PAC CORP NEW COM 85375C10 198 5900 SH SHARED 17 5900 D STANDARD REGISTER CO COM 85388710 18 1200 SH SHARED 1200 D STANDARD REGISTER CO COM 85388710 116 7500 SH SHARED 01 7500 D STANDARD REGISTER CO COM 85388710 1382 89200 SH SHARED 10 89200 D STANDARD REGISTER CO COM 85388710 486 31400 SH SHARED 17 5200 26200 D STANDEX INTL CORP COM 85423110 28 900 SH SHARED 900 D STANDEX INTL CORP COM 85423110 113 3600 SH SHARED 17 3600 D STANLEY FURNITURE INC COM NEW 85430520 26 900 SH SHARED 900 D STANLEY FURNITURE INC COM NEW 85430520 201 6900 SH SHARED 17 6900 D STANLEY WKS COM 85461610 6601 130300 SH SHARED 130300 D STANLEY WKS COM 85461610 922 18200 SH SHARED 01 18200 D STANLEY WKS COM 85461610 101 2000 SH SHR/OTHR 01 2000 D STANLEY WKS COM 85461610 1333 26322 SH SHARED 02 26322 D STANLEY WKS COM 85461610 240 4750 SH SHARED 06 4750 D STANLEY WKS COM 85461610 115 2277 SH SHARED 10 2277 D STANLEY WKS COM 85461610 155 3063 SH SHARED 14 3063 D STANLEY WKS COM 85461610 1570 31009 SH SHARED 17 30909 100 D STANTEC INC COM 85472N10 602 16300 SH SHARED 16300 D STAPLES INC COM 85503010 65899 2582276 SH SHARED 2475793 106483 D STAPLES INC COM 85503010 1133 44400 SH SHR/OTHR 44400 D STAPLES INC COM 85503010 4251 166580 SH SHARED 01 6000 160580 D STAPLES INC COM 85503010 31 1250 SH SHR/OTHR 01 1250 D STAPLES INC COM 85503010 6474 253707 SH SHARED 02 253707 D STAPLES INC COM 85503010 4438 173914 SH SHARED 04 167000 6914 D STAPLES INC COM 85503010 1474 57772 SH SHARED 06 57772 D STAPLES INC COM 85503010 96500 3781357 SH SHARED 10 663351 2814165 303841 D STAPLES INC COM 85503010 678 26575 SH SHARED 14 26575 D STAPLES INC COM 85503010 117000 4584666 SH SHARED 17 4579166 5500 D STAR SCIENTIFIC INC COM 85517P10 7 2500 SH SHARED 2500 D STAR SCIENTIFIC INC COM 85517P10 47 15300 SH SHARED 17 15300 D STARBUCKS CORP COM 85524410 146090 3882297 SH SHARED 3876797 5500 D STARBUCKS CORP COM 85524410 7187 191000 SH SHARED 01 6400 184600 D STARBUCKS CORP COM 85524410 132 3522 SH SHR/OTHR 01 3522 D STARBUCKS CORP COM 85524410 10404 276500 SH SHARED 02 276500 D STARBUCKS CORP COM 85524410 2370 63000 SH SHARED 04 60000 3000 D STARBUCKS CORP COM 85524410 1894 50336 SH SHARED 06 50336 D STARBUCKS CORP COM 85524410 52742 1401610 SH SHARED 10 338000 874200 189410 D STARBUCKS CORP COM 85524410 358 9530 SH SHARED 14 9530 D STARBUCKS CORP COM 85524410 16366 434941 SH SHARED 17 423541 11400 D STARTEK INC COM 85569C10 18 800 SH SHARED 800 D STARTEK INC COM 85569C10 139 5900 SH SHARED 01 5900 D STARTEK INC COM 85569C10 1364 57900 SH SHARED 10 57900 D STARTEK INC COM 85569C10 158 6725 SH SHARED 17 6725 D STATE AUTO FINL CORP COM 85570710 17446 517533 SH SHARED 517533 D STATE AUTO FINL CORP COM 85570710 293 8700 SH SHARED 17 8700 D STATE BANCORP INC N.Y COM 85571610 10 700 SH SHARED 700 D STATE BANCORP INC N.Y COM 85571610 34 2257 SH SHARED 17 2257 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 32181 475150 SH SHARED 475150 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 27 400 SH SHR/OTHR 400 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 2966 43800 SH SHARED 01 43800 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 5465 80700 SH SHARED 02 80700 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 2031 30000 SH SHARED 04 30000 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 749 11071 SH SHARED 10 7700 3371 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 364998 5389026 SH SHARED 11 5389026 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 9147 135057 SH SHARED 17 132957 2100 D STATE NATIONAL BANCSHARES IN COM 85712410 10 400 SH SHARED 400 D STATE NATIONAL BANCSHARES IN COM 85712410 0 16 SH SHARED 17 16 D STATE STR CORP COM 85747710 49114 812742 SH SHARED 729184 83558 D STATE STR CORP COM 85747710 2788 46150 SH SHR/OTHR 46150 D STATE STR CORP COM 85747710 4780 79112 SH SHARED 01 1556 77556 D STATE STR CORP COM 85747710 91 1512 SH SHR/OTHR 01 1512 D STATE STR CORP COM 85747710 19745 326751 SH SHARED 02 326751 D STATE STR CORP COM 85747710 2873 47549 SH SHARED 06 47549 D STATE STR CORP COM 85747710 420 6966 SH SHARED 10 6300 666 D STATE STR CORP COM 85747710 9698 160499 SH SHARED 17 159899 600 D STATION CASINOS INC COM 85768910 7 100 SH SHARED 100 D STATION CASINOS INC COM 85768910 349 4400 SH SHARED 01 4400 D STATION CASINOS INC COM 85768910 1269 16000 SH SHARED 02 16000 D STATION CASINOS INC COM 85768910 1557 19620 SH SHARED 10 18920 700 D STATION CASINOS INC COM 85768910 45161 568995 SH SHARED 17 548695 20300 D STATOIL ASA SPONSORED ADR 85771P10 1428 50160 SH SHARED 44500 5660 D STATOIL ASA SPONSORED ADR 85771P10 665 23350 SH SHARED 01 22500 850 D STATOIL ASA SPONSORED ADR 85771P10 6894 242070 SH SHARED 10 242070 D STATOIL ASA SPONSORED ADR 85771P10 1250 43900 SH SHARED 17 43900 D STATS CHIPPAC LTD SPONSORED ADR 85771T10 6981 889418 SH SHARED 889418 D STATS CHIPPAC LTD SPONSORED ADR 85771T10 186 23746 SH SHARED 02 23746 D STEAK N SHAKE CO COM 85787310 8406 398400 SH SHARED 398400 D STEAK N SHAKE CO COM 85787310 65 3100 SH SHARED 01 3100 D STEAK N SHAKE CO COM 85787310 277 13175 SH SHARED 17 13175 D STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD 2092 627000 PRN SHARED 627000 D STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD 31317 9385000 PRN SHARED 02 9385000 D STEEL DYNAMICS INC COM 85811910 16883 297614 SH SHARED 297614 D STEEL DYNAMICS INC COM 85811910 1043 18400 SH SHARED 01 18400 D STEEL DYNAMICS INC COM 85811910 1366 24082 SH SHARED 02 24082 D STEEL DYNAMICS INC COM 85811910 125 2219 SH SHARED 06 2219 D STEEL DYNAMICS INC COM 85811910 113 2000 SH SHARED 10 2000 D STEEL DYNAMICS INC COM 85811910 2026 35730 SH SHARED 17 22030 13700 D STEEL TECHNOLOGIES INC COM 85814710 19 800 SH SHARED 800 D STEEL TECHNOLOGIES INC COM 85814710 733 30200 SH SHARED 10 30200 D STEEL TECHNOLOGIES INC COM 85814710 157 6500 SH SHARED 17 6500 D STEELCASE INC CL A 85815520 1 100 SH SHARED 100 D STEELCASE INC CL A 85815520 136 7600 SH SHARED 02 7600 D STEELCASE INC CL A 85815520 317 17600 SH SHARED 17 17600 D STEIN MART INC COM 85837510 29 1700 SH SHARED 1700 D STEIN MART INC COM 85837510 1445 82996 SH SHARED 17 11496 71500 D STEINWAY MUSICAL INSTRS INC COM 85849510 16 500 SH SHARED 500 D STEINWAY MUSICAL INSTRS INC COM 85849510 61 1900 SH SHARED 01 1900 D STEINWAY MUSICAL INSTRS INC COM 85849510 74 2300 SH SHARED 17 2300 D STELLENT INC COM 85856W10 20 1700 SH SHARED 1700 D STELLENT INC COM 85856W10 225 19000 SH SHARED 17 11100 7900 D STEMCELLS INC COM 85857R10 15 4200 SH SHARED 4200 D STEMCELLS INC COM 85857R10 113 31700 SH SHARED 17 31700 D STEPAN CO COM 85858610 11 400 SH SHARED 400 D STEPAN CO COM 85858610 35 1200 SH SHARED 17 1200 D STEPAN CO PFD CONV 5.50% 85858620 370 11188 SH SHARED 11188 D STERLING BANCSHARES INC COM 85890710 54 3000 SH SHARED 3000 D STERLING BANCSHARES INC COM 85890710 1478 81900 SH SHARED 10 81900 D STERLING BANCSHARES INC COM 85890710 895 49625 SH SHARED 17 49625 D STERICYCLE INC COM 85891210 941 13920 SH SHARED 10955 2965 D STERICYCLE INC COM 85891210 444 6575 SH SHR/OTHR 6575 D STERICYCLE INC COM 85891210 4801 71000 SH SHARED 01 16205 54795 D STERICYCLE INC COM 85891210 221 3274 SH SHR/OTHR 01 3274 D STERICYCLE INC COM 85891210 1325 19600 SH SHARED 02 19600 D STERIS CORP COM 85915210 488 19800 SH SHARED 19800 D STERIS CORP COM 85915210 604 24500 SH SHARED 01 24500 D STERIS CORP COM 85915210 592 24000 SH SHARED 02 24000 D STERIS CORP COM 85915210 51 2100 SH SHARED 10 2100 D STERIS CORP COM 85915210 1320 53500 SH SHARED 17 39100 14400 D STERLING BANCORP COM 85915810 24 1200 SH SHARED 1200 D STERLING BANCORP COM 85915810 144 7018 SH SHARED 17 7018 D STEREOTAXIS INC COM 85916J10 15 1200 SH SHARED 1200 D STEREOTAXIS INC COM 85916J10 49 3950 SH SHARED 17 3950 D STERLING CONSTRUCTION CO INC COM 85924110 1084 50000 SH SHARED 17 50000 D STERLING FINL CORP COM 85931710 37 1700 SH SHARED 1700 D STERLING FINL CORP COM 85931710 271 12428 SH SHARED 17 12428 D STERLING FINL CORP WASH COM 85931910 91 3149 SH SHARED 3149 D STERLING FINL CORP WASH COM 85931910 55 1900 SH SHARED 01 1900 D STERLING FINL CORP WASH COM 85931910 65 2250 SH SHARED 10 2250 D STERLING FINL CORP WASH COM 85931910 7508 258924 SH SHARED 17 217968 40956 D STEWART & STEVENSON SVCS INC COM 86034210 22872 627000 SH SHARED 627000 D STEWART & STEVENSON SVCS INC COM 86034210 496 13600 SH SHARED 17 13600 D STEWART ENTERPRISES INC CL A 86037010 40 7100 SH SHARED 7100 D STEWART ENTERPRISES INC CL A 86037010 227 39900 SH SHARED 17 39900 D STEWART INFORMATION SVCS COR COM 86037210 57 1220 SH SHARED 1220 D STEWART INFORMATION SVCS COR COM 86037210 9 200 SH SHARED 01 200 D STEWART INFORMATION SVCS COR COM 86037210 141 3000 SH SHARED 02 3000 D STEWART INFORMATION SVCS COR COM 86037210 4453 94600 SH SHARED 10 94600 D STEWART INFORMATION SVCS COR COM 86037210 739 15700 SH SHARED 17 13700 2000 D STIFEL FINL CORP COM 86063010 26 600 SH SHARED 600 D STIFEL FINL CORP COM 86063010 82 1900 SH SHARED 17 1900 D STILLWATER MNG CO COM 86074Q10 44 2700 SH SHARED 2700 D STILLWATER MNG CO COM 86074Q10 274 16700 SH SHARED 02 16700 D STILLWATER MNG CO COM 86074Q10 2006 121900 SH SHARED 10 121900 D STILLWATER MNG CO COM 86074Q10 262 15925 SH SHARED 17 15925 D STMICROELECTRONICS N V NY REGISTRY 86101210 5905 321100 SH SHARED 321100 D STOLT OFFSHORE S A SP ADR REG COM 86156710 3256 210250 SH SHARED 210250 D STOLT OFFSHORE S A SP ADR REG COM 86156710 2168 140000 SH SHARED 04 140000 D STONE ENERGY CORP COM 86164210 922 20900 SH SHARED 20900 D STONE ENERGY CORP COM 86164210 1266 28700 SH SHARED 01 28700 D STONE ENERGY CORP COM 86164210 48 1100 SH SHARED 10 1100 D STONE ENERGY CORP COM 86164210 758 17179 SH SHARED 17 15279 1900 D STORA ENSO CORP SPON ADR REP R 86210M10 650 42400 SH SHARED 42400 D STRATASYS INC COM 86268510 23 800 SH SHARED 800 D STRATASYS INC COM 86268510 169 5750 SH SHARED 17 5750 D STRATAGENE CORP COM 86269H10 5 500 SH SHARED 500 D STRATEGIC GLOBAL INCOME FD COM 86271910 59 5000 SH SHR/OTHR 01 5000 D STRATEGIC HOTELS & RESORTS I COM 86272T10 90 3900 SH SHARED 3900 D STRATEGIC HOTELS & RESORTS I COM 86272T10 214 9200 SH SHARED 01 9200 D STRATEGIC HOTELS & RESORTS I COM 86272T10 44 1900 SH SHARED 02 1900 D STRATEGIC HOTELS & RESORTS I COM 86272T10 74 3200 SH SHARED 10 3200 D STRATEGIC HOTELS & RESORTS I COM 86272T10 41990 1803700 SH SHARED 11 1803700 D STRATEGIC HOTELS & RESORTS I COM 86272T10 744 32000 SH SHARED 17 26900 5100 D STRATEX NETWORKS INC COM 86279T10 534 86968 SH SHARED 86968 D STRATOS INTERNATIONAL INC COM NEW 86310020 116 14427 SH SHARED 14427 D STRATTEC SEC CORP COM 86311110 11 300 SH SHARED 300 D STRATTEC SEC CORP COM 86311110 7 200 SH SHARED 01 200 D STRATTEC SEC CORP COM 86311110 37 1000 SH SHARED 10 1000 D STRATTEC SEC CORP COM 86311110 44 1200 SH SHARED 17 1200 D STRAYER ED INC COM 86323610 102 1000 SH SHARED 1000 D STRAYER ED INC COM 86323610 102 1000 SH SHARED 01 1000 D STRAYER ED INC COM 86323610 112 1100 SH SHARED 10 1100 D STRAYER ED INC COM 86323610 783 7660 SH SHARED 17 6660 1000 D STREETTRACKS GOLD TR GOLD SHS 86330710 1530 26349 SH SHARED 26349 D STREETTRACKS GOLD TR GOLD SHS 86330710 58 1000 SH SHR/OTHR 1000 D STREETTRACKS GOLD TR GOLD SHS 86330710 4627 79640 SH SHARED 01 76880 2760 D STREETTRACKS GOLD TR GOLD SHS 86330710 19 331 SH SHARED 02 331 D STREETTRACKS GOLD TR GOLD SHS 86330710 18427 317160 SH SHARED 10 317160 D STREETTRACKS GOLD TR GOLD SHS 86330710 3422 58900 SH SHARED 17 58900 D STREETTRACKS GOLD TR GOLD SHS 86330710 7512 129300 SH SHARED 19 129300 D STRIDE RITE CORP COM 86331410 292 20200 SH SHARED 20200 D STRIDE RITE CORP COM 86331410 259 17900 SH SHARED 17 17900 D STRYKER CORP COM 86366710 21323 480898 SH SHARED 480898 D STRYKER CORP COM 86366710 3041 68600 SH SHARED 01 68600 D STRYKER CORP COM 86366710 14 320 SH SHR/OTHR 01 320 D STRYKER CORP COM 86366710 4496 101400 SH SHARED 02 101400 D STRYKER CORP COM 86366710 1757 39640 SH SHARED 06 39640 D STRYKER CORP COM 86366710 204 4604 SH SHARED 10 4604 D STRYKER CORP COM 86366710 5464 123230 SH SHARED 17 118830 4400 D STUDENT LN CORP COM 86390210 1273 5467 SH SHARED 5467 D STUDENT LN CORP COM 86390210 367 1577 SH SHARED 02 1577 D STUDENT LN CORP COM 86390210 33 144 SH SHARED 14 144 D STURM RUGER & CO INC COM 86415910 10 1300 SH SHARED 1300 D STURM RUGER & CO INC COM 86415910 69 8700 SH SHARED 17 8700 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 145 4900 SH SHARED 4900 D SUFFOLK BANCORP COM 86473910 1141 32900 SH SHARED 32900 D SUFFOLK BANCORP COM 86473910 55 1600 SH SHARED 10 1600 D SUFFOLK BANCORP COM 86473910 197 5700 SH SHARED 17 3100 2600 D SULPHCO INC COM 86537810 84 10100 SH SHARED 10100 D SUMMIT BANCSHARES INC TEX COM 86601110 13 700 SH SHARED 700 D SUMMIT BANCSHARES INC TEX COM 86601110 5 267 SH SHARED 17 267 D SUMMIT FINANCIAL GROUP INC COM 86606G10 8 400 SH SHARED 400 D SUN BANCORP INC COM 86663B10 35 1800 SH SHARED 800 1000 D SUN BANCORP INC COM 86663B10 99 5108 SH SHARED 17 5108 D SUN COMMUNITIES INC COM 86667410 173 4900 SH SHARED 4900 D SUN COMMUNITIES INC COM 86667410 3 100 SH SHARED 01 100 D SUN COMMUNITIES INC COM 86667410 479 13560 SH SHARED 02 13560 D SUN COMMUNITIES INC COM 86667410 395 11200 SH SHARED 10 11200 D SUN COMMUNITIES INC COM 86667410 413 11700 SH SHARED 17 6900 4800 D SUN LIFE FINL INC COM 86679610 3391 79680 SH SHARED 74300 5380 D SUN LIFE FINL INC COM 86679610 83 1960 SH SHARED 01 1960 D SUN LIFE FINL INC COM 86679610 13176 309602 SH SHARED 02 309602 D SUN LIFE FINL INC COM 86679610 183 4301 SH SHARED 06 4301 D SUN LIFE FINL INC COM 86679610 22 528 SH SHARED 10 528 D SUN LIFE FINL INC COM 86679610 710 16700 SH SHARED 17 16200 500 D SUN MICROSYSTEMS INC COM 86681010 47 9300 SH SHARED 9300 D SUN MICROSYSTEMS INC COM 86681010 76741 14959406 SH SHARED 14701531 257875 D SUN MICROSYSTEMS INC COM 86681010 83 16240 SH SHR/OTHR 16240 D SUN MICROSYSTEMS INC COM 86681010 5256 1024624 SH SHARED 01 775315 249309 D SUN MICROSYSTEMS INC COM 86681010 2 500 SH SHR/OTHR 01 500 D SUN MICROSYSTEMS INC COM 86681010 10715 2088871 SH SHARED 02 2088871 D SUN MICROSYSTEMS INC COM 86681010 5418 1056142 SH SHARED 04 1032000 24142 D SUN MICROSYSTEMS INC COM 86681010 1137 221650 SH SHARED 05 221650 D SUN MICROSYSTEMS INC COM 86681010 2524 492117 SH SHARED 06 492117 D SUN MICROSYSTEMS INC COM 86681010 23347 4551133 SH SHARED 10 4526400 24733 D SUN MICROSYSTEMS INC COM 86681010 123 24000 SH SHARED 14 24000 D SUN MICROSYSTEMS INC COM 86681010 8740 1703706 SH SHARED 17 1696006 7700 D SUN MICROSYSTEMS INC COM 86681010 6966 1358069 SH SHARED 19 1358069 D SUN HYDRAULICS CORP COM 86694210 8 400 SH SHARED 400 D SUN HYDRAULICS CORP COM 86694210 105 4950 SH SHARED 17 4950 D SUNCOM WIRELESS HLDGS INC CL A 86722Q10 56 29151 SH SHARED 29151 D SUNCOR ENERGY INC COM 86722910 22514 292316 SH SHARED 290316 2000 D SUNCOR ENERGY INC COM 86722910 157 2050 SH SHR/OTHR 2050 D SUNCOR ENERGY INC COM 86722910 1171 15214 SH SHARED 01 10310 4904 D SUNCOR ENERGY INC COM 86722910 14920 193720 SH SHARED 02 193720 D SUNCOR ENERGY INC COM 86722910 46566 604600 SH SHARED 04 604600 D SUNCOR ENERGY INC COM 86722910 4932 64043 SH SHARED 06 64043 D SUNCOR ENERGY INC COM 86722910 8826 114596 SH SHARED 10 112590 2006 D SUNCOR ENERGY INC COM 86722910 1038 13481 SH SHARED 14 13481 D SUNCOR ENERGY INC COM 86722910 9804 127303 SH SHARED 17 125503 1800 D SUNESIS PHARMACEUTICALS INC COM 86732850 399 56800 SH SHARED 56800 D SUNESIS PHARMACEUTICALS INC COM 86732850 132 18900 SH SHARED 18900 D SUNESIS PHARMACEUTICALS INC COM 86732850 3451 491000 SH SHARED 04 491000 D SUNOPTA INC COM 8676EP10 1154 134034 SH SHARED 133034 1000 D SUNOCO INC COM 86764P10 26338 339550 SH SHARED 336910 2640 D SUNOCO INC COM 86764P10 375 4835 SH SHR/OTHR 4835 D SUNOCO INC COM 86764P10 8498 109565 SH SHARED 01 49980 59585 D SUNOCO INC COM 86764P10 611 7880 SH SHR/OTHR 01 7880 D SUNOCO INC COM 86764P10 3725 48028 SH SHARED 02 48028 D SUNOCO INC COM 86764P10 113 1463 SH SHARED 04 1463 D SUNOCO INC COM 86764P10 804 10373 SH SHARED 06 10373 D SUNOCO INC COM 86764P10 5059 65226 SH SHARED 10 63600 1626 D SUNOCO INC COM 86764P10 886 11428 SH SHARED 14 11428 D SUNOCO INC COM 86764P10 9502 122498 SH SHARED 17 102898 19600 D SUNPOWER CORP COM CL A 86765210 4478 117350 SH SHARED 117350 D SUNPOWER CORP COM CL A 86765210 167 4400 SH SHARED 17 4400 D SUNRISE SENIOR LIVING INC COM 86768K10 2704 69400 SH SHARED 69400 D SUNRISE SENIOR LIVING INC COM 86768K10 1332 34200 SH SHARED 01 34200 D SUNRISE SENIOR LIVING INC COM 86768K10 1753 45000 SH SHARED 04 45000 D SUNRISE SENIOR LIVING INC COM 86768K10 596 15300 SH SHARED 10 15300 D SUNRISE SENIOR LIVING INC COM 86768K10 1973 50650 SH SHARED 17 13250 37400 D SUNTERRA CORP COM NEW 86787D20 401 28100 SH SHARED 28100 D SUNTERRA CORP COM NEW 86787D20 148 10400 SH SHARED 17 10400 D SUNSTONE HOTEL INVS INC NEW COM 86789210 3769 130100 SH SHARED 130100 D SUNSTONE HOTEL INVS INC NEW COM 86789210 162 5600 SH SHARED 01 5600 D SUNSTONE HOTEL INVS INC NEW COM 86789210 112 3900 SH SHARED 02 3900 D SUNSTONE HOTEL INVS INC NEW COM 86789210 637 22000 SH SHARED 10 22000 D SUNSTONE HOTEL INVS INC NEW COM 86789210 718 24800 SH SHARED 11 24800 D SUNSTONE HOTEL INVS INC NEW COM 86789210 1877 64800 SH SHARED 17 64800 D SUNTRUST BKS INC COM 86791410 89444 1229302 SH SHARED 1189144 40158 D SUNTRUST BKS INC COM 86791410 382 5260 SH SHR/OTHR 5260 D SUNTRUST BKS INC COM 86791410 15755 216545 SH SHARED 01 113090 103455 D SUNTRUST BKS INC COM 86791410 999 13740 SH SHR/OTHR 01 13740 D SUNTRUST BKS INC COM 86791410 9676 132998 SH SHARED 02 132998 D SUNTRUST BKS INC COM 86791410 1693 23274 SH SHARED 06 23274 D SUNTRUST BKS INC COM 86791410 142025 1951973 SH SHARED 10 1490691 461282 D SUNTRUST BKS INC COM 86791410 254 3500 SH SHR/OTHR 10 3500 D SUNTRUST BKS INC COM 86791410 225 3097 SH SHARED 14 3097 D SUNTRUST BKS INC COM 86791410 2808 38600 SH SHARED 15 38600 D SUNTRUST BKS INC COM 86791410 14869 204363 SH SHARED 17 157563 46800 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 6954 188000 SH SHARED 188000 D SUPERGEN INC COM 86805910 19 3500 SH SHARED 3500 D SUPERGEN INC COM 86805910 1120 197283 SH SHARED 17 26183 171100 D SUPERIOR ESSEX INC COM 86815V10 10797 424442 SH SHARED 424442 D SUPERIOR ESSEX INC COM 86815V10 242 9540 SH SHARED 17 9540 D SUPERIOR ENERGY SVCS INC COM 86815710 289 10800 SH SHARED 10800 D SUPERIOR ENERGY SVCS INC COM 86815710 144 5400 SH SHARED 02 5400 D SUPERIOR ENERGY SVCS INC COM 86815710 152 5700 SH SHARED 10 5700 D SUPERIOR ENERGY SVCS INC COM 86815710 13025 486201 SH SHARED 17 481801 4400 D SUPERIOR INDS INTL INC COM 86816810 27 1400 SH SHARED 1400 D SUPERIOR INDS INTL INC COM 86816810 147 7600 SH SHARED 02 7600 D SUPERIOR INDS INTL INC COM 86816810 48 2500 SH SHARED 10 2500 D SUPERIOR INDS INTL INC COM 86816810 340 17600 SH SHARED 17 12500 5100 D SUPERIOR WELL SVCS INC COM 86837X10 11 400 SH SHARED 400 D SUPERIOR WELL SVCS INC COM 86837X10 2542 87448 SH SHARED 17 87448 D SUPERTEX INC COM 86853210 26 700 SH SHARED 700 D SUPERTEX INC COM 86853210 208 5548 SH SHARED 17 5548 D SUPERVALU INC NOTE 11/0 868536AP 8358 25483000 PRN SHARED 25483000 D SUPERVALU INC COM 86853610 28868 936679 SH SHARED 936679 D SUPERVALU INC COM 86853610 1208 39199 SH SHARED 01 39199 D SUPERVALU INC COM 86853610 2380 77232 SH SHARED 02 77232 D SUPERVALU INC COM 86853610 329 10683 SH SHARED 06 10683 D SUPERVALU INC COM 86853610 2376 77100 SH SHARED 10 77100 D SUPERVALU INC COM 86853610 183 5962 SH SHARED 14 5962 D SUPERVALU INC COM 86853610 2572 83472 SH SHARED 17 83472 D SUPPORTSOFT INC COM 86858710 12 2900 SH SHARED 2900 D SUPPORTSOFT INC COM 86858710 76 17200 SH SHARED 17 17200 D SUREWEST COMMUNICATIONS COM 86873310 24 1000 SH SHARED 1000 D SUREWEST COMMUNICATIONS COM 86873310 65 2700 SH SHARED 10 2700 D SUREWEST COMMUNICATIONS COM 86873310 205 8500 SH SHARED 17 5500 3000 D SURMODICS INC COM 86887310 35 1000 SH SHARED 1000 D SURMODICS INC COM 86887310 240 6800 SH SHARED 17 6800 D SUSQUEHANNA BANCSHARES INC P COM 86909910 79 3100 SH SHARED 3100 D SUSQUEHANNA BANCSHARES INC P COM 86909910 46 1800 SH SHARED 10 1800 D SUSQUEHANNA BANCSHARES INC P COM 86909910 666 25847 SH SHARED 17 22147 3700 D SWIFT ENERGY CO COM 87073810 1512 40379 SH SHARED 40379 D SWIFT ENERGY CO COM 87073810 457 12200 SH SHARED 01 12200 D SWIFT ENERGY CO COM 87073810 243 6500 SH SHARED 02 6500 D SWIFT ENERGY CO COM 87073810 6165 164600 SH SHARED 10 164600 D SWIFT ENERGY CO COM 87073810 2465 65820 SH SHARED 17 30120 35700 D SWIFT TRANSN CO COM 87075610 2588 119106 SH SHARED 74906 44200 D SWIFT TRANSN CO COM 87075610 762 35100 SH SHARED 01 35100 D SWIFT TRANSN CO COM 87075610 1012 46600 SH SHARED 02 46600 D SWIFT TRANSN CO COM 87075610 3522 162100 SH SHARED 10 162100 D SWIFT TRANSN CO COM 87075610 698 32146 SH SHARED 17 32146 D SWISSCOM AG SPONSORED ADR 87101310 15 480 SH SHARED 480 D SYBASE INC COM 87113010 3183 150740 SH SHARED 150740 D SYBASE INC COM 87113010 642 30400 SH SHARED 01 30400 D SYBASE INC COM 87113010 855 40500 SH SHARED 02 40500 D SYBASE INC COM 87113010 449 21300 SH SHARED 17 21300 D SYBRON DENTAL SPECIALTIES IN COM 87114210 115 2800 SH SHARED 2800 D SYBRON DENTAL SPECIALTIES IN COM 87114210 12 300 SH SHARED 02 300 D SYBRON DENTAL SPECIALTIES IN COM 87114210 2676 64900 SH SHARED 10 64900 D SYBRON DENTAL SPECIALTIES IN COM 87114210 1006 24400 SH SHARED 17 22000 2400 D SYCAMORE NETWORKS INC COM 87120610 1994 424407 SH SHARED 424407 D SYCAMORE NETWORKS INC COM 87120610 306 65200 SH SHARED 17 65200 D SYKES ENTERPRISES INC COM 87123710 24 1700 SH SHARED 1700 D SYKES ENTERPRISES INC COM 87123710 182 12900 SH SHARED 17 12900 D SYMANTEC CORP COM 87150310 226324 13447698 SH SHARED 13439661 8037 D SYMANTEC CORP COM 87150310 138 8226 SH SHR/OTHR 8226 D SYMANTEC CORP COM 87150310 4612 274063 SH SHARED 01 786 273277 D SYMANTEC CORP COM 87150310 57 3422 SH SHR/OTHR 01 3422 D SYMANTEC CORP COM 87150310 6127 364083 SH SHARED 02 359483 4600 D SYMANTEC CORP COM 87150310 135548 8054000 SH SHARED 04 8044000 10000 D SYMANTEC CORP COM 87150310 1943 115450 SH SHARED 06 115450 D SYMANTEC CORP COM 87150310 45428 2699277 SH SHARED 10 2688677 10600 D SYMANTEC CORP COM 87150310 2741 162900 SH SHARED 14 162900 D SYMANTEC CORP COM 87150310 637 37850 SH SHARED 15 37850 D SYMANTEC CORP COM 87150310 11769 699338 SH SHARED 17 692038 7300 D SYMANTEC CORP COM 87150310 310 18469 SH SHARED 18 18469 D SYMANTEC CORP COM 87150310 236 14051 SH SHARED 19 14051 D SYMBION INC DEL COM 87150710 27 1200 SH SHARED 1200 D SYMBION INC DEL COM 87150710 22 975 SH SHR/OTHR 975 D SYMBION INC DEL COM 87150710 6 300 SH SHARED 02 300 D SYMBION INC DEL COM 87150710 47 2100 SH SHARED 10 2100 D SYMBION INC DEL COM 87150710 2758 121800 SH SHARED 17 118500 3300 D SYMBOL TECHNOLOGIES INC COM 87150810 3663 346219 SH SHR/OTHR 346219 D SYMBOL TECHNOLOGIES INC COM 87150810 4590 433900 SH SHARED 433900 D SYMBOL TECHNOLOGIES INC COM 87150810 6 600 SH SHR/OTHR 600 D SYMBOL TECHNOLOGIES INC COM 87150810 731 69150 SH SHARED 01 69150 D SYMBOL TECHNOLOGIES INC COM 87150810 6 587 SH SHR/OTHR 01 587 D SYMBOL TECHNOLOGIES INC COM 87150810 927 87623 SH SHARED 02 87623 D SYMBOL TECHNOLOGIES INC COM 87150810 134 12750 SH SHARED 06 12750 D SYMBOL TECHNOLOGIES INC COM 87150810 6 589 SH SHARED 10 589 D SYMBOL TECHNOLOGIES INC COM 87150810 1018 96269 SH SHARED 17 95669 600 D SYMMETRICOM INC COM 87154310 31 3700 SH SHARED 3700 D SYMMETRICOM INC COM 87154310 29 3500 SH SHARED 02 3500 D SYMMETRICOM INC COM 87154310 928 108600 SH SHARED 17 22600 86000 D SYMMETRY MED INC COM 87154620 12 600 SH SHARED 600 D SYMMETRY MED INC COM 87154620 101 4800 SH SHARED 17 4800 D SYMYX TECHNOLOGIES COM 87155S10 61 2200 SH SHARED 2200 D SYMYX TECHNOLOGIES COM 87155S10 47 1700 SH SHARED 10 1700 D SYMYX TECHNOLOGIES COM 87155S10 504 18170 SH SHARED 17 12970 5200 D SYMS CORP COM 87155110 6 400 SH SHARED 400 D SYNAPTICS INC COM 87157D10 109 5000 SH SHARED 5000 D SYNAPTICS INC COM 87157D10 103 4726 SH SHARED 01 4726 D SYNAPTICS INC COM 87157D10 365 16631 SH SHARED 02 16631 D SYNAPTICS INC COM 87157D10 653 29700 SH SHARED 10 29700 D SYNAPTICS INC COM 87157D10 1365 62100 SH SHARED 17 8900 53200 D SYNPLICITY INC COM 87160Y10 10 1676 SH SHARED 1676 D SYNOPSYS INC COM 87160710 813 36400 SH SHARED 36400 D SYNOPSYS INC COM 87160710 1155 51692 SH SHARED 01 51692 D SYNOPSYS INC COM 87160710 1508 67500 SH SHARED 02 67500 D SYNOPSYS INC COM 87160710 110 4930 SH SHARED 06 4930 D SYNOPSYS INC COM 87160710 19 884 SH SHARED 10 884 D SYNOPSYS INC COM 87160710 65 2927 SH SHARED 14 2927 D SYNOPSYS INC COM 87160710 2174 97288 SH SHARED 17 96488 800 D SYNOVUS FINL CORP COM 87161C10 16079 593562 SH SHARED 586457 7105 D SYNOVUS FINL CORP COM 87161C10 1809 66800 SH SHARED 01 66800 D SYNOVUS FINL CORP COM 87161C10 3782 139631 SH SHARED 02 139631 D SYNOVUS FINL CORP COM 87161C10 467 17258 SH SHARED 06 17258 D SYNOVUS FINL CORP COM 87161C10 6 248 SH SHARED 10 248 D SYNOVUS FINL CORP COM 87161C10 62 2300 SH SHARED 14 2300 D SYNOVUS FINL CORP COM 87161C10 3820 141024 SH SHARED 17 140824 200 D SYNTEL INC COM 87162H10 9 500 SH SHARED 500 D SYNTEL INC COM 87162H10 15 800 SH SHARED 01 800 D SYNTEL INC COM 87162H10 47 2500 SH SHARED 17 2500 D SYNNEX CORP COM 87162W10 37 2000 SH SHARED 2000 D SYNNEX CORP COM 87162W10 46 2486 SH SHARED 17 2486 D SYNIVERSE HLDGS INC COM 87163F10 15 1000 SH SHARED 1000 D SYNIVERSE HLDGS INC COM 87163F10 126 8000 SH SHARED 01 8000 D SYNIVERSE HLDGS INC COM 87163F10 1992 126100 SH SHARED 10 126100 D SYNIVERSE HLDGS INC COM 87163F10 1553 98320 SH SHARED 17 16720 81600 D SYNTROLEUM CORP COM 87163010 22 2700 SH SHARED 2700 D SYNTROLEUM CORP COM 87163010 9 1100 SH SHARED 01 1100 D SYNTROLEUM CORP COM 87163010 157 19000 SH SHARED 17 19000 D SYPRIS SOLUTIONS INC COM 87165510 5 600 SH SHARED 600 D SYPRIS SOLUTIONS INC COM 87165510 19 2100 SH SHARED 17 2100 D SYSCO CORP COM 87182910 42378 1322249 SH SHARED 1195172 127077 D SYSCO CORP COM 87182910 6884 214819 SH SHR/OTHR 214819 D SYSCO CORP COM 87182910 10863 338955 SH SHARED 01 116259 222696 D SYSCO CORP COM 87182910 1715 53539 SH SHR/OTHR 01 53539 D SYSCO CORP COM 87182910 6826 213000 SH SHARED 02 213000 D SYSCO CORP COM 87182910 1719 53655 SH SHARED 06 53655 D SYSCO CORP COM 87182910 218 6824 SH SHARED 10 6824 D SYSCO CORP COM 87182910 1079 33682 SH SHARED 14 33682 D SYSCO CORP COM 87182910 9940 310157 SH SHARED 17 302657 7500 D SYSCO CORP COM 87182910 32 1000 SH SHARED 19 1000 D SYSTEMAX INC COM 87185110 5 700 SH SHARED 700 D SYSTEMAX INC COM 87185110 20 2900 SH SHARED 17 2900 D TCF FINL CORP COM 87227510 871 33858 SH SHARED 25600 8258 D TCF FINL CORP COM 87227510 1024 39800 SH SHARED 01 39800 D TCF FINL CORP COM 87227510 1376 53437 SH SHARED 02 53437 D TCF FINL CORP COM 87227510 82 3190 SH SHARED 06 3190 D TCF FINL CORP COM 87227510 106 4154 SH SHARED 10 4154 D TCF FINL CORP COM 87227510 195 7596 SH SHARED 14 7596 D TCF FINL CORP COM 87227510 20 800 SH SHARED 17 700 100 D TCW STRATEGIC INCOME FUND IN COM 87234010 1 293 SH SHARED 293 D TD BANKNORTH INC COM 87235A10 2 100 SH SHARED 100 D TD BANKNORTH INC COM 87235A10 167 5723 SH SHARED 01 5723 D TD BANKNORTH INC COM 87235A10 59 2014 SH SHR/OTHR 01 2014 D TD BANKNORTH INC COM 87235A10 1360 46348 SH SHARED 02 46348 D TD BANKNORTH INC COM 87235A10 78 2686 SH SHARED 06 2686 D TD BANKNORTH INC COM 87235A10 65 2236 SH SHARED 10 2236 D TD BANKNORTH INC COM 87235A10 76 2603 SH SHARED 14 2603 D TD BANKNORTH INC COM 87235A10 176 6015 SH SHARED 17 300 5715 D TDC A/S SPONSORED ADR 87236N10 26 847 SH SHARED 847 D TDC A/S SPONSORED ADR 87236N10 18 600 SH SHARED 01 600 D TD AMERITRADE HLDG CORP COM 87236Y10 176158 8440760 SH SHARED 8440760 D TD AMERITRADE HLDG CORP COM 87236Y10 12 600 SH SHARED 01 600 D TD AMERITRADE HLDG CORP COM 87236Y10 2500 119804 SH SHARED 02 119804 D TD AMERITRADE HLDG CORP COM 87236Y10 1685 80770 SH SHARED 17 75570 5200 D TECO ENERGY INC COM 87237510 14213 881700 SH SHARED 881700 D TECO ENERGY INC COM 87237510 135 8400 SH SHR/OTHR 8400 D TECO ENERGY INC COM 87237510 441 27400 SH SHARED 01 1100 26300 D TECO ENERGY INC COM 87237510 2786 172878 SH SHARED 02 172878 D TECO ENERGY INC COM 87237510 89 5550 SH SHARED 06 5550 D TECO ENERGY INC COM 87237510 49 3100 SH SHARED 10 3100 D TECO ENERGY INC COM 87237510 8270 513088 SH SHARED 17 513088 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 431 11900 SH SHARED 11900 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 36 1000 SH SHARED 02 1000 D THQ INC COM NEW 87244340 200 7755 SH SHARED 7755 D THQ INC COM NEW 87244340 2660 102762 SH SHARED 01 96575 6187 D THQ INC COM NEW 87244340 44 1725 SH SHR/OTHR 01 1725 D THQ INC COM NEW 87244340 1 39 SH SHARED 02 39 D THQ INC COM NEW 87244340 24813 958402 SH SHARED 10 955852 2550 D THQ INC COM NEW 87244340 20208 780545 SH SHARED 17 589595 190950 D TJX COS INC NEW NOTE 2/1 872540AL 29126 34840000 PRN SHARED 34840000 D TJX COS INC NEW COM 87254010 22575 909576 SH SHARED 848746 60830 D TJX COS INC NEW COM 87254010 34 1400 SH SHR/OTHR 1400 D TJX COS INC NEW COM 87254010 12693 511426 SH SHARED 01 318500 192926 D TJX COS INC NEW COM 87254010 119 4800 SH SHR/OTHR 01 4800 D TJX COS INC NEW COM 87254010 11628 468500 SH SHARED 02 468500 D TJX COS INC NEW COM 87254010 787 31744 SH SHARED 06 31744 D TJX COS INC NEW COM 87254010 136429 5496745 SH SHARED 10 4484430 1012315 D TJX COS INC NEW COM 87254010 235 9500 SH SHR/OTHR 10 9500 D TJX COS INC NEW COM 87254010 151 6100 SH SHARED 14 6100 D TJX COS INC NEW COM 87254010 2663 107300 SH SHARED 15 107300 D TJX COS INC NEW COM 87254010 7217 290807 SH SHARED 17 215807 75000 D TJX COS INC NEW COM 87254010 69 2818 SH SHARED 18 2818 D TNT N V SPONSORED ADR 87260W10 4160 120500 SH SHARED 120500 D TRC COS INC COM 87262510 357 26400 SH SHARED 26400 D TRM CORP COM 87263610 6 1000 SH SHARED 1000 D TRM CORP COM 87263610 55 8200 SH SHARED 17 8200 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 1018 43700 SH SHARED 43700 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 302 13000 SH SHARED 01 13000 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 314 13500 SH SHARED 02 13500 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 4 200 SH SHARED 06 200 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 6805 292100 SH SHARED 10 292100 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 2178 93500 SH SHARED 17 19400 74100 D TNS INC COM 87296010 16 800 SH SHARED 800 D TNS INC COM 87296010 559 26400 SH SHARED 10 26400 D TNS INC COM 87296010 446 21100 SH SHARED 17 3900 17200 D TTM TECHNOLOGIES INC COM 87305R10 44 3059 SH SHARED 3059 D TTM TECHNOLOGIES INC COM 87305R10 239 16500 SH SHARED 17 16500 D TXU CORP COM 87316810 120350 2688788 SH SHARED 2650074 38714 D TXU CORP COM 87316810 344 7700 SH SHR/OTHR 7700 D TXU CORP COM 87316810 6053 135246 SH SHARED 01 135246 D TXU CORP COM 87316810 139 3125 SH SHR/OTHR 01 3125 D TXU CORP COM 87316810 8143 181931 SH SHARED 02 181931 D TXU CORP COM 87316810 537 12000 SH SHARED 04 12000 D TXU CORP COM 87316810 41122 918740 SH SHARED 06 918740 D TXU CORP COM 87316810 55737 1245246 SH SHARED 10 65434 833090 346722 D TXU CORP COM 87316810 1107 24748 SH SHARED 14 24748 D TXU CORP COM 87316810 9263 206962 SH SHARED 17 198162 8800 D TAIWAN FD INC COM 87403610 161 10000 SH SHR/OTHR 10000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 48198 4791101 SH SHARED 4773651 17450 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 15 1574 SH SHARED 01 1574 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 11571 1150232 SH SHARED 04 1150232 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 2380 236600 SH SHARED 06 236600 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 14923 1483440 SH SHARED 10 1483440 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1643 163335 SH SHARED 14 163335 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 887 88264 SH SHARED 17 88264 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 1 100 SH SHARED 100 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 2 127 SH SHR/OTHR 127 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 135 7250 SH SHARED 01 350 6900 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 145 7800 SH SHARED 02 7800 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 25915 1388800 SH SHARED 10 1388800 D TAL INTL GROUP INC COM 87408310 19 800 SH SHARED 800 D TAL INTL GROUP INC COM 87408310 108 4500 SH SHARED 17 4500 D TALBOTS INC COM 87416110 1160 43200 SH SHARED 43200 D TALBOTS INC COM 87416110 181 6745 SH SHARED 01 6445 300 D TALBOTS INC COM 87416110 21 814 SH SHR/OTHR 01 814 D TALBOTS INC COM 87416110 34 1300 SH SHARED 02 1300 D TALBOTS INC COM 87416110 72 2700 SH SHARED 10 2700 D TALBOTS INC COM 87416110 2020 75200 SH SHARED 17 28300 46900 D TALEO CORP CL A 87424N10 5 400 SH SHARED 400 D TALEO CORP CL A 87424N10 9 716 SH SHARED 17 716 D TALISMAN ENERGY INC COM 87425E10 31514 592600 SH SHARED 590900 1700 D TALISMAN ENERGY INC COM 87425E10 1037 19500 SH SHR/OTHR 19500 D TALISMAN ENERGY INC COM 87425E10 3734 70217 SH SHARED 01 11500 58717 D TALISMAN ENERGY INC COM 87425E10 95 1804 SH SHR/OTHR 01 1804 D TALISMAN ENERGY INC COM 87425E10 15216 286130 SH SHARED 02 286130 D TALISMAN ENERGY INC COM 87425E10 1595 30000 SH SHARED 04 30000 D TALISMAN ENERGY INC COM 87425E10 172 3243 SH SHARED 06 3243 D TALISMAN ENERGY INC COM 87425E10 31869 599271 SH SHARED 10 128540 469150 1581 D TALISMAN ENERGY INC COM 87425E10 744 14000 SH SHARED 14 14000 D TALISMAN ENERGY INC COM 87425E10 1239 23300 SH SHARED 17 21900 1400 D TALISMAN ENERGY INC COM 87425E10 542 10200 SH SHARED 19 10200 D TALK AMERICA HLDGS INC COM NEW 87426R20 28 3373 SH SHARED 3373 D TALK AMERICA HLDGS INC COM NEW 87426R20 63 7400 SH SHARED 01 7400 D TALK AMERICA HLDGS INC COM NEW 87426R20 3139 368000 SH SHARED 10 368000 D TALK AMERICA HLDGS INC COM NEW 87426R20 816 95733 SH SHARED 17 13433 82300 D TAM SA SP ADR REP PFD 87484D10 10306 547050 SH SHARED 547050 D TAM SA SP ADR REP PFD 87484D10 5565 295400 SH SHARED 01 295400 D TAM SA SP ADR REP PFD 87484D10 955 50700 SH SHARED 04 50700 D TAM SA SP ADR REP PFD 87484D10 1559 82800 SH SHARED 06 82800 D TAM SA SP ADR REP PFD 87484D10 7000 371600 SH SHARED 10 371600 D TALX CORP COM 87491810 129 4539 SH SHARED 4539 D TALX CORP COM 87491810 461 16200 SH SHARED 10 16200 D TALX CORP COM 87491810 1279 44912 SH SHARED 17 12712 32200 D TANGER FACTORY OUTLET CTRS I COM 87546510 68 2000 SH SHARED 2000 D TANGER FACTORY OUTLET CTRS I COM 87546510 55 1600 SH SHARED 01 1600 D TANGER FACTORY OUTLET CTRS I COM 87546510 412 12000 SH SHR/OTHR 01 12000 D TANGER FACTORY OUTLET CTRS I COM 87546510 450 13100 SH SHARED 10 13100 D TANGER FACTORY OUTLET CTRS I COM 87546510 657 19100 SH SHARED 17 10200 8900 D TANOX INC COM 87588Q10 70 3623 SH SHARED 3623 D TANOX INC COM 87588Q10 79 4100 SH SHARED 02 4100 D TANOX INC COM 87588Q10 225 11600 SH SHARED 17 11600 D TARGET CORP COM 87612E10 89 1720 SH SHARED 1720 D TARGET CORP COM 87612E10 100400 1930410 SH SHARED 1856712 73698 D TARGET CORP COM 87612E10 5595 107592 SH SHR/OTHR 107592 D TARGET CORP COM 87612E10 12008 230879 SH SHARED 01 6813 224066 D TARGET CORP COM 87612E10 633 12189 SH SHR/OTHR 01 12189 D TARGET CORP COM 87612E10 15920 306100 SH SHARED 02 306100 D TARGET CORP COM 87612E10 844 16240 SH SHARED 05 16240 D TARGET CORP COM 87612E10 3773 72544 SH SHARED 06 72544 D TARGET CORP COM 87612E10 125675 2416378 SH SHARED 10 747616 1078500 590262 D TARGET CORP COM 87612E10 597 11496 SH SHARED 14 11496 D TARGET CORP COM 87612E10 20880 401478 SH SHARED 17 395478 6000 D TARGET CORP COM 87612E10 5148 98982 SH SHARED 19 98982 D TARGETED GENETICS CORP COM 87612M10 32 75411 SH SHARED 75411 D TARRAGON CORP COM 87628710 17 900 SH SHARED 900 D TARRAGON CORP COM 87628710 112 5650 SH SHARED 17 5650 D TASER INTL INC COM 87651B10 185 17500 SH SHARED 17500 D TASER INTL INC COM 87651B10 4 400 SH SHARED 01 400 D TASER INTL INC COM 87651B10 296 28000 SH SHARED 17 28000 D TASTY BAKING CO COM 87655330 82 10300 SH SHARED 10300 D TATA MTRS LTD SPONSORED ADR 87656850 6610 317200 SH SHARED 287200 30000 D TATA MTRS LTD SPONSORED ADR 87656850 2563 123000 SH SHARED 04 123000 D TAUBMAN CTRS INC COM 87666410 141 3400 SH SHARED 3400 D TAUBMAN CTRS INC COM 87666410 229 5500 SH SHARED 01 5500 D TAUBMAN CTRS INC COM 87666410 66 1600 SH SHR/OTHR 01 1600 D TAUBMAN CTRS INC COM 87666410 229 5500 SH SHARED 04 5500 D TAUBMAN CTRS INC COM 87666410 2241 53800 SH SHARED 10 53800 D TAUBMAN CTRS INC COM 87666410 35940 862500 SH SHARED 11 862500 D TAUBMAN CTRS INC COM 87666410 2675 64200 SH SHARED 17 23000 41200 D TAYLOR CAP GROUP INC COM 87685110 15 400 SH SHARED 400 D TAYLOR CAP GROUP INC COM 87685110 101 2600 SH SHARED 10 2600 D TAYLOR CAP GROUP INC COM 87685110 86 2200 SH SHARED 17 2200 D TEAM INC COM 87815510 49 1500 SH SHARED 01 1500 D TECH DATA CORP COM 87823710 468 12700 SH SHARED 12700 D TECH DATA CORP COM 87823710 797 21600 SH SHARED 01 21600 D TECH DATA CORP COM 87823710 1577 42730 SH SHARED 02 42730 D TECH DATA CORP COM 87823710 1611 43658 SH SHARED 17 43658 D TECHNE CORP COM 87837710 535 8900 SH SHARED 8900 D TECHNE CORP COM 87837710 902 15000 SH SHARED 01 15000 D TECHNE CORP COM 87837710 1052 17500 SH SHARED 02 17500 D TECHNE CORP COM 87837710 281 4680 SH SHARED 17 4680 D TECHNICAL OLYMPIC USA INC COM 87848310 1529 75153 SH SHARED 75153 D TECHNICAL OLYMPIC USA INC COM 87848310 52 2600 SH SHARED 02 2600 D TECHNICAL OLYMPIC USA INC COM 87848310 220 10825 SH SHARED 17 10825 D TECHNIP NEW SPONSORED ADR 87854620 1508 22200 SH SHARED 22200 D TECHNITROL INC COM 87855510 110 4600 SH SHARED 4600 D TECHNITROL INC COM 87855510 155 6500 SH SHARED 01 6500 D TECHNITROL INC COM 87855510 4325 180400 SH SHARED 10 180400 D TECHNITROL INC COM 87855510 1769 73800 SH SHARED 17 20200 53600 D TECHNOLOGY INVT CAP CORP COM 87871730 14 1000 SH SHARED 1000 D TECHNOLOGY INVT CAP CORP COM 87871730 125 8600 SH SHARED 17 8600 D TECUMSEH PRODS CO CL A 87889520 500 20400 SH SHARED 20400 D TECUMSEH PRODS CO CL A 87889520 284 11600 SH SHARED 01 11600 D TECUMSEH PRODS CO CL A 87889520 156 6400 SH SHARED 02 6400 D TECUMSEH PRODS CO CL A 87889520 112 4600 SH SHARED 10 4600 D TECUMSEH PRODS CO CL A 87889520 273 11141 SH SHARED 17 7541 3600 D TEJON RANCH CO DEL COM 87908010 673 13777 SH SHARED 11777 2000 D TEJON RANCH CO DEL COM 87908010 136 2800 SH SHARED 17 2800 D TEKELEC NOTE 2.250% 6/1 879101AE 512 522000 PRN SHARED 522000 D TEKELEC COM 87910110 1810 130900 SH SHARED 130900 D TEKELEC COM 87910110 70 5100 SH SHARED 01 5100 D TEKELEC COM 87910110 224 16200 SH SHARED 02 16200 D TEKELEC COM 87910110 40 2900 SH SHARED 10 2900 D TEKELEC COM 87910110 351 25400 SH SHARED 17 21000 4400 D TEKTRONIX INC COM 87913110 10048 281400 SH SHARED 281400 D TEKTRONIX INC COM 87913110 1306 36600 SH SHARED 01 36600 D TEKTRONIX INC COM 87913110 1380 38670 SH SHARED 02 38670 D TEKTRONIX INC COM 87913110 80 2250 SH SHARED 06 2250 D TEKTRONIX INC COM 87913110 96 2700 SH SHARED 10 2100 600 D TEKTRONIX INC COM 87913110 1343 37634 SH SHARED 17 37634 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 28772 2290772 SH SHARED 2290772 D TELE NORTE CELULAR PART S A SPON ADR PFD 87924Y10 5 493 SH SHARED 493 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 537 32200 SH SHARED 32200 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 26352 1579912 SH SHARED 1579912 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 4628 277483 SH SHARED 01 277483 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 66 4000 SH SHARED 02 4000 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 5090 305211 SH SHARED 10 305211 D TELE SUDESTE CELULAR PART S SPON ADR PFD 87925210 64 4865 SH SHARED 4865 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 6259 207900 SH SHARED 207900 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 1 55 SH SHARED 02 55 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 5556 190303 SH SHARED 190303 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 124 9200 SH SHARED 9200 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 271 9943 SH SHARED 9773 170 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 27 1000 SH SHR/OTHR 1000 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 685 20120 SH SHARED 20120 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 6428 260247 SH SHARED 260247 D TELEDYNE TECHNOLOGIES INC COM 87936010 160 4500 SH SHARED 4500 D TELEDYNE TECHNOLOGIES INC COM 87936010 73 2067 SH SHR/OTHR 01 2067 D TELEDYNE TECHNOLOGIES INC COM 87936010 81 2300 SH SHARED 02 2300 D TELEDYNE TECHNOLOGIES INC COM 87936010 56 1600 SH SHARED 10 1600 D TELEDYNE TECHNOLOGIES INC COM 87936010 2585 72622 SH SHARED 17 26322 46300 D TELEFLEX INC COM 87936910 2593 36200 SH SHARED 29800 6400 D TELEFLEX INC COM 87936910 85 1200 SH SHR/OTHR 1200 D TELEFLEX INC COM 87936910 1491 20825 SH SHARED 01 20825 D TELEFLEX INC COM 87936910 1267 17700 SH SHARED 02 17700 D TELEFLEX INC COM 87936910 5622 78500 SH SHARED 10 78500 D TELEFLEX INC COM 87936910 3123 43600 SH SHARED 17 7500 36100 D TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 109 11800 SH SHARED 11800 D TELEFONICA S A SPONSORED ADR 87938220 5846 124466 SH SHARED 105818 18648 D TELEFONICA S A SPONSORED ADR 87938220 513 10930 SH SHR/OTHR 10930 D TELEFONICA S A SPONSORED ADR 87938220 31 660 SH SHARED 01 522 138 D TELEFONICA S A SPONSORED ADR 87938220 8978 191145 SH SHARED 17 191145 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 1477 65717 SH SHARED 65717 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 53 2400 SH SHR/OTHR 2400 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 9425 419300 SH SHARED 01 419300 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 139 6200 SH SHR/OTHR 01 6200 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 4496 200000 SH SHARED 04 200000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 8083 359600 SH SHARED 10 359600 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 14229 632970 SH SHARED 17 632970 D TELELESTE CELULAR PART S A SPON ADR PFD 87943B10 22 1443 SH SHARED 1443 D TELEKOM AUSTRIA AG SPONSORED ADR 87943Q10 37 800 SH SHARED 800 D TELEPHONE & DATA SYS INC COM 87943310 911 23100 SH SHARED 23100 D TELEPHONE & DATA SYS INC COM 87943310 1317 33400 SH SHARED 01 33400 D TELEPHONE & DATA SYS INC COM 87943310 1849 46885 SH SHARED 02 46885 D TELEPHONE & DATA SYS INC COM 87943310 77 1974 SH SHARED 06 1974 D TELEPHONE & DATA SYS INC COM 87943310 78 2000 SH SHARED 10 2000 D TELEPHONE & DATA SYS INC COM 87943310 157 4000 SH SHARED 17 1200 2800 D TELEPHONE & DATA SYS INC SPL COM 87943386 49 1300 SH SHARED 1300 D TELEPHONE & DATA SYS INC SPL COM 87943386 447 11850 SH SHARED 01 11850 D TELEPHONE & DATA SYS INC SPL COM 87943386 15 400 SH SHARED 06 400 D TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 2100 44075 SH SHARED 44075 D TELENOR ASA SPONSORED ADR 87944W10 29 900 SH SHARED 900 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 213 49800 SH SHARED 49800 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 9980 2331982 SH SHARED 2331982 D TELIK INC COM 87959M10 4491 232001 SH SHARED 232001 D TELIK INC COM 87959M10 106 5500 SH SHARED 02 5500 D TELIK INC COM 87959M10 6896 356200 SH SHARED 10 356200 D TELIK INC COM 87959M10 81 4200 SH SHARED 14 4200 D TELIK INC COM 87959M10 598 30900 SH SHARED 17 27500 3400 D TELKONET INC COM 87960410 10 2400 SH SHARED 2400 D TELKONET INC COM 87960410 87 20600 SH SHARED 17 20600 D TELLABS INC COM 87966410 23146 1455743 SH SHARED 1455743 D TELLABS INC COM 87966410 1006 63300 SH SHARED 01 63300 D TELLABS INC COM 87966410 3 250 SH SHR/OTHR 01 250 D TELLABS INC COM 87966410 2516 158292 SH SHARED 02 158292 D TELLABS INC COM 87966410 473 29810 SH SHARED 06 29810 D TELLABS INC COM 87966410 68 4302 SH SHARED 10 4302 D TELLABS INC COM 87966410 147 9254 SH SHARED 14 9254 D TELLABS INC COM 87966410 3208 201786 SH SHARED 17 200886 900 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 12 925 SH SHARED 710 215 D TELUS CORP NON-VTG SHS 87971M20 928 24000 SH SHARED 24000 D TELUS CORP NON-VTG SHS 87971M20 773 19996 SH SHARED 01 19996 D TELUS CORP NON-VTG SHS 87971M20 1934 49985 SH SHARED 02 49985 D TELUS CORP NON-VTG SHS 87971M20 23 600 SH SHARED 06 600 D TELUS CORP NON-VTG SHS 87971M20 50 1300 SH SHARED 10 1300 D TELUS CORP NON-VTG SHS 87971M20 354 9170 SH SHARED 14 9170 D TELUS CORP NON-VTG SHS 87971M20 46 1200 SH SHARED 17 1200 D TEMPLE INLAND INC COM 87986810 10487 235401 SH SHARED 183284 52117 D TEMPLE INLAND INC COM 87986810 200 4500 SH SHR/OTHR 4500 D TEMPLE INLAND INC COM 87986810 1822 40909 SH SHARED 01 12510 28399 D TEMPLE INLAND INC COM 87986810 176 3960 SH SHR/OTHR 01 3960 D TEMPLE INLAND INC COM 87986810 1800 40405 SH SHARED 02 40405 D TEMPLE INLAND INC COM 87986810 290 6520 SH SHARED 06 6520 D TEMPLE INLAND INC COM 87986810 6135 137724 SH SHARED 10 136270 1454 D TEMPLE INLAND INC COM 87986810 1978 44400 SH SHARED 14 44400 D TEMPLE INLAND INC COM 87986810 5148 115570 SH SHARED 17 115170 400 D TELETECH HOLDINGS INC COM 87993910 736 66328 SH SHR/OTHR 66328 D TELETECH HOLDINGS INC COM 87993910 57 5200 SH SHARED 5200 D TELETECH HOLDINGS INC COM 87993910 85 7700 SH SHARED 01 7700 D TELETECH HOLDINGS INC COM 87993910 1685 151700 SH SHARED 10 151700 D TELETECH HOLDINGS INC COM 87993910 1478 133100 SH SHARED 17 15200 117900 D TEMPLETON DRAGON FD INC COM 88018T10 5 273 SH SHARED 273 D TEMPLETON DRAGON FD INC COM 88018T10 108 5000 SH SHARED 01 5000 D TEMPLETON DRAGON FD INC COM 88018T10 328 15183 SH SHR/OTHR 01 15183 D TEMPLETON EMERGING MKTS FD I COM 88019110 240 12000 SH SHR/OTHR 12000 D TEMPLETON EMERGING MKTS FD I COM 88019110 66 3324 SH SHR/OTHR 01 3324 D TEMPLETON EMERG MKTS INCOME COM 88019210 69 5400 SH SHARED 5400 D TEMPLETON EMERG MKTS INCOME COM 88019210 1796 139694 SH SHR/OTHR 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 01 5000 D TEMPUR PEDIC INTL INC COM 88023U10 18317 1294500 SH SHARED 1294500 D TEMPUR PEDIC INTL INC COM 88023U10 25522 1803700 SH SHARED 02 1803700 D TEMPUR PEDIC INTL INC COM 88023U10 735 51954 SH SHARED 17 51954 D TENARIS S A SPONSORED ADR 88031M10 3275 18127 SH SHARED 18127 D TENARIS S A SPONSORED ADR 88031M10 27205 150580 SH SHARED 01 150580 D TENARIS S A SPONSORED ADR 88031M10 4878 27000 SH SHARED 04 27000 D TENARIS S A SPONSORED ADR 88031M10 35832 198330 SH SHARED 10 198330 D TENARIS S A SPONSORED ADR 88031M10 2673 14800 SH SHARED 14 14800 D TENARIS S A SPONSORED ADR 88031M10 5083 28137 SH SHARED 17 28137 D TENET HEALTHCARE CORP COM 88033G10 20211 2738738 SH SHARED 2738738 D TENET HEALTHCARE CORP COM 88033G10 440 59701 SH SHARED 01 59701 D TENET HEALTHCARE CORP COM 88033G10 2241 303691 SH SHARED 02 303691 D TENET HEALTHCARE CORP COM 88033G10 567 76925 SH SHARED 06 76925 D TENET HEALTHCARE CORP COM 88033G10 31 4266 SH SHARED 10 4266 D TENET HEALTHCARE CORP COM 88033G10 2665 361228 SH SHARED 17 357428 3800 D TENNANT CO COM 88034510 26 500 SH SHARED 500 D TENNANT CO COM 88034510 26 500 SH SHARED 10 500 D TENNANT CO COM 88034510 219 4200 SH SHARED 17 4200 D TENNECO INC COM 88034910 62 2900 SH SHARED 2900 D TENNECO INC COM 88034910 36 1700 SH SHARED 01 1700 D TENNECO INC COM 88034910 431 19900 SH SHARED 10 19900 D TENNECO INC COM 88034910 676 31200 SH SHARED 17 26700 4500 D TERADYNE INC SDCV 3.750%10/1 880770AD 7295 7384000 PRN SHARED 02 7384000 D TERADYNE INC COM 88077010 6379 411294 SH SHARED 410994 300 D TERADYNE INC COM 88077010 614 39600 SH SHARED 01 39600 D TERADYNE INC COM 88077010 23 1497 SH SHR/OTHR 01 1497 D TERADYNE INC COM 88077010 1210 78075 SH SHARED 02 78075 D TERADYNE INC COM 88077010 1240 80000 SH SHARED 04 80000 D TERADYNE INC COM 88077010 381 24580 SH SHARED 06 24580 D TERADYNE INC COM 88077010 24 1571 SH SHARED 10 1571 D TERADYNE INC COM 88077010 660 42600 SH SHARED 14 42600 D TERADYNE INC COM 88077010 1449 93462 SH SHARED 17 92962 500 D TERAYON COMMUNICATION SYS COM 88077510 114 62739 SH SHARED 62739 D TERAYON COMMUNICATION SYS COM 88077510 53 29274 SH SHARED 17 29274 D TEREX CORP NEW COM 88077910 626 7900 SH SHARED 100 7800 D TEREX CORP NEW COM 88077910 800 10100 SH SHARED 01 10100 D TEREX CORP NEW COM 88077910 413 5217 SH SHARED 02 5217 D TEREX CORP NEW COM 88077910 7404 93440 SH SHARED 10 17940 75500 D TEREX CORP NEW COM 88077910 56038 707200 SH SHARED 17 694900 12300 D TERCICA INC COM 88078L10 1008 150500 SH SHARED 150500 D TERCICA INC COM 88078L10 5 800 SH SHARED 800 D TERCICA INC COM 88078L10 4939 737200 SH SHARED 04 737200 D TERNIUM SA SPON ADR 88089010 2817 99386 SH SHARED 99386 D TERNIUM SA SPON ADR 88089010 4852 171150 SH SHARED 04 171150 D TERNIUM SA SPON ADR 88089010 2290 80800 SH SHARED 06 80800 D TERRA INDS INC COM 88091510 1150 163137 SH SHARED 163137 D TERRA INDS INC COM 88091510 4233 600500 SH SHARED 10 600500 D TERRA INDS INC COM 88091510 667 94700 SH SHARED 17 32900 61800 D TERREMARK WORLDWIDE INC NOTE 9.000% 6/1 881448AC 4278 4075000 PRN SHARED 4075000 D TERREMARK WORLDWIDE INC COM NEW 88144820 62 7323 SH SHARED 7323 D TERREMARK WORLDWIDE INC COM NEW 88144820 74 8800 SH SHARED 01 8800 D TERREMARK WORLDWIDE INC COM NEW 88144820 78 9292 SH SHARED 17 9292 D TESORO CORP COM 88160910 12139 177631 SH SHARED 177581 50 D TESORO CORP COM 88160910 568 8320 SH SHARED 01 7110 1210 D TESORO CORP COM 88160910 5 75 SH SHR/OTHR 01 75 D TESORO CORP COM 88160910 2261 33088 SH SHARED 02 33088 D TESORO CORP COM 88160910 854 12500 SH SHARED 04 12500 D TESORO CORP COM 88160910 64 948 SH SHARED 06 948 D TESORO CORP COM 88160910 3244 47470 SH SHARED 10 47470 D TESORO CORP COM 88160910 5169 75650 SH SHARED 17 75650 D TETRA TECHNOLOGIES INC DEL COM 88162F10 1007 21425 SH SHARED 21425 D TETRA TECHNOLOGIES INC DEL COM 88162F10 28 600 SH SHARED 01 600 D TETRA TECHNOLOGIES INC DEL COM 88162F10 98 2100 SH SHARED 10 2100 D TETRA TECHNOLOGIES INC DEL COM 88162F10 1445 30725 SH SHARED 17 13225 17500 D TETRA TECH INC NEW COM 88162G10 66 3500 SH SHARED 3500 D TETRA TECH INC NEW COM 88162G10 67 3550 SH SHARED 10 3550 D TETRA TECH INC NEW COM 88162G10 649 34016 SH SHARED 17 34016 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 46634 1132460 SH SHARED 1131460 1000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 146 3550 SH SHR/OTHR 3550 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 6173 149922 SH SHARED 01 41700 108222 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 37 903 SH SHR/OTHR 01 903 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 8359 203000 SH SHARED 04 203000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 88 2146 SH SHARED 06 2146 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 78894 1915849 SH SHARED 10 720555 1168260 27034 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 201 4900 SH SHARED 15 4900 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 5100 123850 SH SHARED 17 123850 D TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE 1008 1000000 PRN SHARED 1000000 D TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE 80 80000 PRN SHARED 02 80000 D TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE 1118 1110000 PRN SHARED 06 1110000 D TESSERA TECHNOLOGIES INC COM 88164L10 250 7800 SH SHARED 7800 D TESSERA TECHNOLOGIES INC COM 88164L10 60 1900 SH SHARED 01 1900 D TESSERA TECHNOLOGIES INC COM 88164L10 9 300 SH SHARED 10 300 D TESSERA TECHNOLOGIES INC COM 88164L10 538 16800 SH SHARED 17 16800 D TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB 9045 7500000 PRN SHARED 7500000 D TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB 4108 3407000 PRN SHARED 02 3407000 D TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA 256 260000 PRN SHARED 260000 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 33 1400 SH SHARED 1400 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 23 970 SH SHR/OTHR 01 970 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 57 2400 SH SHARED 10 2400 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 520 21700 SH SHARED 17 17300 4400 D TEXAS INDS INC COM 88249110 1428 23610 SH SHARED 23610 D TEXAS INDS INC COM 88249110 139 2300 SH SHARED 01 2300 D TEXAS INDS INC COM 88249110 387 6400 SH SHARED 02 6400 D TEXAS INDS INC COM 88249110 4833 79900 SH SHARED 10 79900 D TEXAS INDS INC COM 88249110 1079 17847 SH SHARED 17 8847 9000 D TEXAS INSTRS INC COM 88250810 53 1650 SH SHARED 1650 D TEXAS INSTRS INC COM 88250810 155890 4801057 SH SHARED 4481407 319650 D TEXAS INSTRS INC COM 88250810 4168 128381 SH SHR/OTHR 128381 D TEXAS INSTRS INC COM 88250810 28346 873002 SH SHARED 01 270318 602684 D TEXAS INSTRS INC COM 88250810 2213 68172 SH SHR/OTHR 01 68172 D TEXAS INSTRS INC COM 88250810 26306 810190 SH SHARED 02 810190 D TEXAS INSTRS INC COM 88250810 2435 75000 SH SHARED 04 75000 D TEXAS INSTRS INC COM 88250810 1247 38420 SH SHARED 05 38420 D TEXAS INSTRS INC COM 88250810 4840 149068 SH SHARED 06 149068 D TEXAS INSTRS INC COM 88250810 315766 9724857 SH SHARED 10 3294904 5340490 1089463 D TEXAS INSTRS INC COM 88250810 81 2500 SH SHR/OTHR 10 2500 D TEXAS INSTRS INC COM 88250810 2158 66471 SH SHARED 14 66471 D TEXAS INSTRS INC COM 88250810 2496 76900 SH SHARED 15 76900 D TEXAS INSTRS INC COM 88250810 29250 900856 SH SHARED 17 845372 55484 D TEXAS INSTRS INC COM 88250810 6354 195703 SH SHARED 19 195703 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 377 12786 SH SHARED 12786 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 24 825 SH SHR/OTHR 825 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 514 17430 SH SHARED 01 17430 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 421 14300 SH SHARED 02 14300 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 2622 88919 SH SHARED 10 88919 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 1878 63704 SH SHARED 17 22476 41228 D TEXAS ROADHOUSE INC CL A 88268110 144 8434 SH SHARED 8434 D TEXAS ROADHOUSE INC CL A 88268110 26 1550 SH SHR/OTHR 1550 D TEXAS ROADHOUSE INC CL A 88268110 44 2600 SH SHARED 10 2600 D TEXAS ROADHOUSE INC CL A 88268110 321 18800 SH SHARED 17 14400 4400 D THAI FD INC COM 88290410 4 445 SH SHARED 445 D THAI CAP FD INC COM NEW 88290520 4 481 SH SHARED 481 D TEXTRON INC COM 88320310 21797 233405 SH SHARED 233405 D TEXTRON INC COM 88320310 3520 37700 SH SHARED 01 37700 D TEXTRON INC COM 88320310 666 7132 SH SHR/OTHR 01 7132 D TEXTRON INC COM 88320310 5052 54106 SH SHARED 02 52906 1200 D TEXTRON INC COM 88320310 744 7967 SH SHARED 06 7967 D TEXTRON INC COM 88320310 2015 21577 SH SHARED 10 20800 777 D TEXTRON INC COM 88320310 322 3453 SH SHARED 14 3453 D TEXTRON INC COM 88320310 3502 37500 SH SHARED 15 37500 D TEXTRON INC COM 88320310 6880 73677 SH SHARED 17 52268 21409 D THE9 LTD ADR 88337K10 798 26848 SH SHARED 26848 D THE9 LTD ADR 88337K10 595 20000 SH SHARED 02 20000 D THERAVANCE INC COM 88338T10 400 14286 SH SHARED 01 14286 D THERMA-WAVE INC COM 88343A10 23 14594 SH SHARED 14594 D THERMO ELECTRON CORP COM 88355610 11083 298825 SH SHARED 298825 D THERMO ELECTRON CORP COM 88355610 37 1000 SH SHR/OTHR 1000 D THERMO ELECTRON CORP COM 88355610 849 22900 SH SHARED 01 22900 D THERMO ELECTRON CORP COM 88355610 2085 56235 SH SHARED 02 56235 D THERMO ELECTRON CORP COM 88355610 384 10357 SH SHARED 06 10357 D THERMO ELECTRON CORP COM 88355610 2262 61013 SH SHARED 10 59600 1413 D THERMO ELECTRON CORP COM 88355610 31 854 SH SHARED 14 854 D THERMO ELECTRON CORP COM 88355610 3597 96993 SH SHARED 17 95693 1300 D THERMOGENESIS CORP COM NEW 88362320 14 3500 SH SHARED 3500 D THERMOGENESIS CORP COM NEW 88362320 60 14900 SH SHARED 17 14900 D THOMAS & BETTS CORP COM 88431510 6030 117370 SH SHARED 117370 D THOMAS & BETTS CORP COM 88431510 1145 22304 SH SHARED 01 22304 D THOMAS & BETTS CORP COM 88431510 1438 28000 SH SHARED 02 28000 D THOMAS & BETTS CORP COM 88431510 15 300 SH SHARED 06 300 D THOMAS & BETTS CORP COM 88431510 8251 160600 SH SHARED 17 160600 D THOMAS PPTYS GROUP INC COM 88445310 8095 594800 SH SHARED 17 594800 D THOMAS WEISEL PARTNERS GRP I COM 88448110 1833 83700 SH SHARED 17 83700 D THOMSON CORP COM 88490310 1244 33300 SH SHARED 33300 D THOMSON CORP COM 88490310 186 5000 SH SHARED 01 5000 D THOMSON CORP COM 88490310 3575 95692 SH SHARED 02 95692 D THOMSON CORP COM 88490310 48 1288 SH SHARED 06 1288 D THOMSON CORP COM 88490310 67 1797 SH SHARED 10 1797 D THOMSON CORP COM 88490310 219 5869 SH SHARED 14 5869 D THOMSON CORP COM 88490310 59 1600 SH SHARED 17 1600 D THOMSON SPONSORED ADR 88511810 151 7700 SH SHARED 7700 D THOR INDS INC COM 88516010 747 14000 SH SHARED 14000 D THOR INDS INC COM 88516010 800 15000 SH SHARED 01 15000 D THOR INDS INC COM 88516010 640 12000 SH SHARED 02 12000 D THOR INDS INC COM 88516010 96 1800 SH SHARED 10 1800 D THOR INDS INC COM 88516010 2062 38649 SH SHARED 17 15549 23100 D THORATEC CORP NOTE 1.379% 5/1 885175AB 1233 1850000 PRN SHARED 02 1850000 D THORATEC CORP COM NEW 88517530 61 3200 SH SHARED 3200 D THORATEC CORP COM NEW 88517530 21 1100 SH SHARED 02 1100 D THORATEC CORP COM NEW 88517530 7821 405900 SH SHARED 10 405900 D THORATEC CORP COM NEW 88517530 926 48060 SH SHARED 17 48060 D THORNBURG MTG INC COM 88521810 2 100 SH SHARED 100 D THORNBURG MTG INC COM 88521810 159 5900 SH SHARED 01 5900 D THORNBURG MTG INC COM 88521810 349 12900 SH SHARED 02 12900 D THORNBURG MTG INC COM 88521810 186 6900 SH SHARED 10 6900 D THORNBURG MTG INC COM 88521810 192 7100 SH SHARED 17 7100 D 3COM CORP COM 88553510 1724 336791 SH SHARED 336791 D 3COM CORP COM 88553510 723 141300 SH SHARED 01 141300 D 3COM CORP COM 88553510 26 5174 SH SHR/OTHR 01 5174 D 3COM CORP COM 88553510 692 135200 SH SHARED 02 135200 D 3COM CORP COM 88553510 92 18100 SH SHARED 10 18100 D 3COM CORP COM 88553510 961 187800 SH SHARED 17 155600 32200 D 3-D SYS CORP DEL COM NEW 88554D20 19 900 SH SHARED 900 D 3-D SYS CORP DEL COM NEW 88554D20 85 4000 SH SHARED 17 4000 D 3M CO NOTE 11/2 88579YAB 3920 4455000 PRN SHARED 02 4455000 D 3M CO NOTE 11/2 88579YAB 792 900000 PRN SHARED 06 900000 D 3M CO COM 88579Y10 291626 3852911 SH SHARED 3783101 69810 D 3M CO COM 88579Y10 12430 164228 SH SHR/OTHR 164228 D 3M CO COM 88579Y10 19557 258384 SH SHARED 01 17038 241346 D 3M CO COM 88579Y10 2103 27793 SH SHR/OTHR 01 27793 D 3M CO COM 88579Y10 26463 349628 SH SHARED 02 348628 1000 D 3M CO COM 88579Y10 10054 132833 SH SHARED 04 131360 1473 D 3M CO COM 88579Y10 8409 111100 SH SHARED 06 111100 D 3M CO COM 88579Y10 3451 45602 SH SHARED 10 38700 6902 D 3M CO COM 88579Y10 1592 21035 SH SHARED 14 21035 D 3M CO COM 88579Y10 2649 35000 SH SHARED 15 35000 D 3M CO COM 88579Y10 197711 2612116 SH SHARED 17 2608316 3800 D THRESHOLD PHARMACEUTICAL INC COM 88580710 7 500 SH SHARED 500 D THRESHOLD PHARMACEUTICAL INC COM 88580710 3 214 SH SHARED 17 214 D TIBCO SOFTWARE INC COM 88632Q10 5223 624839 SH SHARED 624839 D TIBCO SOFTWARE INC COM 88632Q10 189 22700 SH SHARED 02 22700 D TIBCO SOFTWARE INC COM 88632Q10 59 7100 SH SHARED 10 7100 D TIBCO SOFTWARE INC COM 88632Q10 888 106300 SH SHARED 14 106300 D TIBCO SOFTWARE INC COM 88632Q10 786 94100 SH SHARED 17 83100 11000 D TIDEWATER INC COM 88642310 6643 120293 SH SHARED 120293 D TIDEWATER INC COM 88642310 1259 22800 SH SHARED 01 22800 D TIDEWATER INC COM 88642310 2103 38081 SH SHARED 02 38081 D TIDEWATER INC COM 88642310 39 724 SH SHARED 06 724 D TIDEWATER INC COM 88642310 77 1400 SH SHARED 10 1400 D TIDEWATER INC COM 88642310 8013 145100 SH SHARED 17 145100 D TIER TECHNOLOGIES INC CL B 88650Q10 0 38 SH SHARED 38 D TIERONE CORP COM 88650R10 37 1100 SH SHARED 1100 D TIERONE CORP COM 88650R10 91 2700 SH SHARED 01 2700 D TIERONE CORP COM 88650R10 1059 31200 SH SHARED 10 31200 D TIERONE CORP COM 88650R10 797 23500 SH SHARED 17 9400 14100 D TIENS BIOTECH GROUP USA INC COM 88650T10 1 300 SH SHARED 300 D TIFFANY & CO NEW COM 88654710 9143 243565 SH SHARED 237180 6385 D TIFFANY & CO NEW COM 88654710 1158 30870 SH SHR/OTHR 30870 D TIFFANY & CO NEW COM 88654710 1245 33175 SH SHARED 01 50 33125 D TIFFANY & CO NEW COM 88654710 34 924 SH SHR/OTHR 01 924 D TIFFANY & CO NEW COM 88654710 1824 48600 SH SHARED 02 48600 D TIFFANY & CO NEW COM 88654710 334 8920 SH SHARED 06 8920 D TIFFANY & CO NEW COM 88654710 2957 78795 SH SHARED 10 77700 1095 D TIFFANY & CO NEW COM 88654710 157 4201 SH SHARED 14 4201 D TIFFANY & CO NEW COM 88654710 6927 184548 SH SHARED 17 184248 300 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 2257 60974 SH SHARED 60974 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 19833 535600 SH SHARED 01 535600 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 37 1000 SH SHARED 02 1000 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 1481 40000 SH SHARED 04 40000 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 22214 599900 SH SHARED 10 599900 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 5554 150000 SH SHARED 17 150000 D TIMBERLAND CO CL A 88710010 1363 39841 SH SHARED 39841 D TIMBERLAND CO CL A 88710010 688 20100 SH SHARED 01 20100 D TIMBERLAND CO CL A 88710010 908 26554 SH SHARED 02 26554 D TIMBERLAND CO CL A 88710010 684 20000 SH SHARED 04 20000 D TIMBERLAND CO CL A 88710010 321 9400 SH SHARED 17 9400 D TIME WARNER INC COM 88731710 640497 38147578 SH SHARED 37457950 689628 D TIME WARNER INC COM 88731710 5455 324912 SH SHR/OTHR 324912 D TIME WARNER INC COM 88731710 21687 1291683 SH SHARED 01 342049 949634 D TIME WARNER INC COM 88731710 2477 147561 SH SHR/OTHR 01 147561 D TIME WARNER INC COM 88731710 26851 1599266 SH SHARED 02 1599266 D TIME WARNER INC COM 88731710 179713 10703603 SH SHARED 04 10686500 17103 D TIME WARNER INC COM 88731710 10687 636549 SH SHARED 06 636549 D TIME WARNER INC COM 88731710 20896 1244596 SH SHARED 10 632418 546510 65668 D TIME WARNER INC COM 88731710 8753 521379 SH SHARED 14 521379 D TIME WARNER INC COM 88731710 2979 177430 SH SHARED 15 177430 D TIME WARNER INC COM 88731710 38570 2297246 SH SHARED 17 1964346 332900 D TIME WARNER INC COM 88731710 202 12050 SH SHARED 19 12050 D TIME WARNER TELECOM INC CL A 88731910 2600 144900 SH SHARED 144900 D TIME WARNER TELECOM INC CL A 88731910 211 11800 SH SHARED 01 11800 D TIME WARNER TELECOM INC CL A 88731910 17 1000 SH SHARED 02 1000 D TIME WARNER TELECOM INC CL A 88731910 1793 99900 SH SHARED 10 99900 D TIME WARNER TELECOM INC CL A 88731910 741 41300 SH SHARED 17 41300 D TIMKEN CO COM 88738910 609 18900 SH SHARED 18900 D TIMKEN CO COM 88738910 1093 33900 SH SHARED 01 33900 D TIMKEN CO COM 88738910 1193 37000 SH SHARED 02 37000 D TIMKEN CO COM 88738910 9 300 SH SHARED 06 300 D TIMKEN CO COM 88738910 12 400 SH SHARED 10 400 D TIMKEN CO COM 88738910 469 14550 SH SHARED 17 14550 D TITAN INTL INC ILL NOTE 5.250% 7/2 88830MAB 2366 1624000 PRN SHARED 1624000 D TITAN INTL INC ILL COM 88830M10 18 1100 SH SHARED 1100 D TITAN INTL INC ILL COM 88830M10 60 3500 SH SHARED 01 3500 D TITAN INTL INC ILL COM 88830M10 1123 65100 SH SHARED 10 65100 D TITAN INTL INC ILL COM 88830M10 124 7200 SH SHARED 17 7200 D TITANIUM METALS CORP COM NEW 88833920 77 1600 SH SHARED 1600 D TITANIUM METALS CORP COM NEW 88833920 77 1600 SH SHARED 01 1600 D TITANIUM METALS CORP COM NEW 88833920 543 11200 SH SHARED 17 11200 D TIVO INC COM 88870610 27 3800 SH SHARED 3800 D TIVO INC COM 88870610 68 9500 SH SHARED 01 9500 D TIVO INC COM 88870610 151 21000 SH SHARED 17 21000 D TODCO CL A 88889T10 126 3200 SH SHARED 3200 D TODCO CL A 88889T10 11 300 SH SHR/OTHR 300 D TODCO CL A 88889T10 216 5500 SH SHARED 01 5500 D TODCO CL A 88889T10 275 7000 SH SHARED 02 7000 D TODCO CL A 88889T10 133 3400 SH SHARED 10 3400 D TODCO CL A 88889T10 977 24800 SH SHARED 17 24800 D TOLL BROTHERS INC COM 88947810 52508 1516285 SH SHARED 1516285 D TOLL BROTHERS INC COM 88947810 1506 43500 SH SHARED 01 43500 D TOLL BROTHERS INC COM 88947810 7095 204900 SH SHARED 02 204900 D TOLL BROTHERS INC COM 88947810 181 5250 SH SHARED 06 5250 D TOLL BROTHERS INC COM 88947810 6 200 SH SHARED 10 200 D TOLL BROTHERS INC COM 88947810 26 761 SH SHARED 14 761 D TOLL BROTHERS INC COM 88947810 152 4400 SH SHARED 17 4200 200 D TOM ONLINE INC ADR REG S 88972820 905 35597 SH SHARED 35597 D TOMPKINSTRUSTCO INC COM 89011010 19 400 SH SHARED 400 D TOMPKINSTRUSTCO INC COM 89011010 67 1400 SH SHARED 10 1400 D TOMPKINSTRUSTCO INC COM 89011010 210 4373 SH SHARED 17 2673 1700 D TOO INC COM 89033310 810 23600 SH SHARED 23600 D TOO INC COM 89033310 231 6742 SH SHARED 01 5995 747 D TOO INC COM 89033310 27 800 SH SHARED 02 800 D TOO INC COM 89033310 4159 121100 SH SHARED 10 121100 D TOO INC COM 89033310 671 19544 SH SHARED 17 16744 2800 D TOOTSIE ROLL INDS INC COM 89051610 222 7600 SH SHARED 7600 D TOOTSIE ROLL INDS INC COM 89051610 217 7431 SH SHARED 01 346 7085 D TOOTSIE ROLL INDS INC COM 89051610 263 9000 SH SHARED 02 9000 D TOOTSIE ROLL INDS INC COM 89051610 48 1648 SH SHARED 10 1648 D TOOTSIE ROLL INDS INC COM 89051610 352 12051 SH SHARED 17 9064 2987 D TOPPS INC COM 89078610 21 2400 SH SHARED 2400 D TOPPS INC COM 89078610 96 10996 SH SHARED 17 10996 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 172 21690 SH SHARED 21690 D TORCHMARK CORP COM 89102710 13349 233785 SH SHARED 233785 D TORCHMARK CORP COM 89102710 1427 25000 SH SHARED 01 25000 D TORCHMARK CORP COM 89102710 2038 35695 SH SHARED 02 35695 D TORCHMARK CORP COM 89102710 561 9840 SH SHARED 06 9840 D TORCHMARK CORP COM 89102710 245 4295 SH SHARED 10 4200 95 D TORCHMARK CORP COM 89102710 288 5060 SH SHARED 14 5060 D TORCHMARK CORP COM 89102710 2656 46520 SH SHARED 17 46420 100 D TOREADOR RES CORP COM 89105010 904 29069 SH SHR/OTHR 29069 D TOREADOR RES CORP COM 89105010 34 1100 SH SHARED 1100 D TOREADOR RES CORP COM 89105010 245 7900 SH SHARED 17 7900 D TORO CO COM 89109210 362 7600 SH SHARED 7600 D TORO CO COM 89109210 205 4300 SH SHARED 02 4300 D TORO CO COM 89109210 2860 59900 SH SHARED 10 59900 D TORO CO COM 89109210 233 4900 SH SHARED 17 4900 D TORONTO DOMINION BK ONT COM NEW 89116050 1994 35800 SH SHARED 35800 D TORONTO DOMINION BK ONT COM NEW 89116050 92 1662 SH SHARED 01 1662 D TORONTO DOMINION BK ONT COM NEW 89116050 6953 124838 SH SHARED 02 124838 D TORONTO DOMINION BK ONT COM NEW 89116050 124 2243 SH SHARED 14 2243 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 9290 332857 SH SHARED 17 332857 D TOTAL S A SPONSORED ADR 89151E10 1983 15057 SH SHARED 2680 12377 D TOTAL S A SPONSORED ADR 89151E10 977 7421 SH SHR/OTHR 7421 D TOTAL S A SPONSORED ADR 89151E10 7956 60402 SH SHARED 01 32102 28300 D TOTAL S A SPONSORED ADR 89151E10 498 3782 SH SHR/OTHR 01 3782 D TOTAL S A SPONSORED ADR 89151E10 1101 8365 SH SHARED 17 8365 D TOWER GROUP INC COM 89177710 27 1200 SH SHARED 1200 D TOWER GROUP INC COM 89177710 173 7500 SH SHARED 01 7500 D TOWER GROUP INC COM 89177710 4516 195500 SH SHARED 10 195500 D TOWER GROUP INC COM 89177710 17204 744800 SH SHARED 17 696900 47900 D TOTAL SYS SVCS INC COM 89190610 1898 95300 SH SHARED 95300 D TOTAL SYS SVCS INC COM 89190610 3 200 SH SHARED 01 200 D TOTAL SYS SVCS INC COM 89190610 73 3700 SH SHARED 02 3700 D TOTAL SYS SVCS INC COM 89190610 17 900 SH SHARED 17 900 D TOWN & CTRY TR SH BEN INT 89208110 68919 1697934 SH SHARED 1697934 D TOWN & CTRY TR SH BEN INT 89208110 85 2100 SH SHARED 10 2100 D TOWN & CTRY TR SH BEN INT 89208110 515 12700 SH SHARED 17 9600 3100 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 305 2805 SH SHARED 1555 1250 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 119 1100 SH SHR/OTHR 1100 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 40 370 SH SHARED 01 370 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 42504 390310 SH SHARED 10 7880 382430 D TRACTOR SUPPLY CO COM 89235610 145 2200 SH SHARED 2200 D TRACTOR SUPPLY CO COM 89235610 92 1400 SH SHARED 10 1400 D TRACTOR SUPPLY CO COM 89235610 1107 16700 SH SHARED 17 15200 1500 D TRADESTATION GROUP INC COM 89267P10 408 29547 SH SHARED 29547 D TRADESTATION GROUP INC COM 89267P10 145 10500 SH SHARED 17 10500 D TRAMMELL CROW CO COM 89288R10 85 2400 SH SHARED 2400 D TRAMMELL CROW CO COM 89288R10 71 2000 SH SHARED 10 2000 D TRAMMELL CROW CO COM 89288R10 734 20600 SH SHARED 17 17300 3300 D TRANS WORLD ENTMT CORP COM 89336Q10 6 1100 SH SHARED 1100 D TRANS WORLD ENTMT CORP COM 89336Q10 194 34900 SH SHARED 10 34900 D TRANS WORLD ENTMT CORP COM 89336Q10 48 8745 SH SHARED 17 8745 D TRANSACTION SYS ARCHITECTS COM 89341610 346 11100 SH SHARED 11100 D TRANSACTION SYS ARCHITECTS COM 89341610 452 14500 SH SHARED 01 14500 D TRANSACTION SYS ARCHITECTS COM 89341610 580 18600 SH SHARED 02 18600 D TRANSACTION SYS ARCHITECTS COM 89341610 65 2100 SH SHARED 10 2100 D TRANSACTION SYS ARCHITECTS COM 89341610 624 20006 SH SHARED 17 16606 3400 D TRANSALTA CORP COM 89346D10 1119 58500 SH SHARED 58500 D TRANSALTA CORP COM 89346D10 1776 92882 SH SHARED 01 92882 D TRANSALTA CORP COM 89346D10 1556 81359 SH SHARED 02 81359 D TRANSALTA CORP COM 89346D10 1 77 SH SHARED 06 77 D TRANSALTA CORP COM 89346D10 54 2847 SH SHARED 10 2847 D TRANSALTA CORP COM 89346D10 49 2600 SH SHARED 17 2600 D TRANSATLANTIC HLDGS INC COM 89352110 799 13678 SH SHARED 1968 11710 D TRANSATLANTIC HLDGS INC COM 89352110 236 4043 SH SHARED 02 4043 D TRANSATLANTIC HLDGS INC COM 89352110 4222 72237 SH SHARED 17 72237 D TRANSCANADA CORP COM 89353D10 1070 37000 SH SHARED 37000 D TRANSCANADA CORP COM 89353D10 6658 230154 SH SHARED 226554 3600 D TRANSCANADA CORP COM 89353D10 9 333 SH SHR/OTHR 333 D TRANSCANADA CORP COM 89353D10 149 5165 SH SHARED 01 5165 D TRANSCANADA CORP COM 89353D10 2951 102032 SH SHARED 02 102032 D TRANSCANADA CORP COM 89353D10 77 2670 SH SHARED 06 2670 D TRANSCANADA CORP COM 89353D10 60 2096 SH SHARED 10 2096 D TRANSCANADA CORP COM 89353D10 357 12340 SH SHARED 14 12340 D TRANSCANADA CORP COM 89353D10 54 1900 SH SHARED 17 1900 D TRANSMERIDIAN EXPL INC COM 89376N10 270 50000 SH SHARED 50000 D TRANSMERIDIAN EXPL INC COM 89376N10 8 1520 SH SHARED 17 1520 D TRANSMETA CORP DEL COM 89376R10 300 148695 SH SHARED 148695 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 73933 65836000 PRN SHARED 65836000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 2293 2042000 PRN SHARED 02 2042000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 20214 18000000 PRN SHARED 04 18000000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 673 600000 PRN SHARED 06 600000 D TRANSMONTAIGNE INC COM 89393410 28 2900 SH SHARED 2900 D TRANSMONTAIGNE INC COM 89393410 169 17300 SH SHARED 17 17300 D TRANSWITCH CORP COM 89406510 19 7500 SH SHARED 7500 D TRANSWITCH CORP COM 89406510 156 60100 SH SHARED 17 60100 D TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G30 3478 145000 SH SHARED 145000 D TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G30 478 19950 SH SHARED 02 19950 D TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G30 2380 99212 SH SHARED 06 99212 D TRAVELZOO INC COM 89421Q10 5 300 SH SHARED 300 D TRAVELZOO INC COM 89421Q10 23 1200 SH SHARED 01 1200 D TRAVELZOO INC COM 89421Q10 74 3800 SH SHARED 02 3800 D TRAVELZOO INC COM 89421Q10 11 600 SH SHARED 10 600 D TRAVELZOO INC COM 89421Q10 17 900 SH SHARED 17 900 D TREDEGAR CORP COM 89465010 208 13100 SH SHARED 13100 D TREDEGAR CORP COM 89465010 1 122 SH SHR/OTHR 122 D TREDEGAR CORP COM 89465010 1746 109800 SH SHARED 10 109800 D TREDEGAR CORP COM 89465010 175 11055 SH SHARED 17 11055 D TREEHOUSE FOODS INC COM 89469A10 27248 1026300 SH SHARED 1026300 D TREEHOUSE FOODS INC COM 89469A10 79 3000 SH SHARED 02 3000 D TREX INC COM 89531P10 101 3200 SH SHARED 3200 D TREX INC COM 89531P10 221 7000 SH SHARED 17 7000 D TRI CONTL CORP COM 89543610 2526 124844 SH SHARED 124844 D TRI CONTL CORP COM 89543610 160 7946 SH SHR/OTHR 7946 D TRI CONTL CORP COM 89543610 3 183 SH SHARED 17 183 D TRI VY CORP COM 89573510 298 37417 SH SHARED 37417 D TRI VY CORP COM 89573510 59 7500 SH SHARED 17 7500 D TRIAD HOSPITALS INC COM 89579K10 6104 145700 SH SHARED 145700 D TRIAD HOSPITALS INC COM 89579K10 1596 38101 SH SHARED 01 38101 D TRIAD HOSPITALS INC COM 89579K10 29 705 SH SHR/OTHR 01 705 D TRIAD HOSPITALS INC COM 89579K10 1625 38804 SH SHARED 02 38804 D TRIAD HOSPITALS INC COM 89579K10 153 3668 SH SHARED 06 3668 D TRIAD HOSPITALS INC COM 89579K10 46 1100 SH SHARED 10 1100 D TRIAD HOSPITALS INC COM 89579K10 113 2700 SH SHARED 14 2700 D TRIAD HOSPITALS INC COM 89579K10 10445 249300 SH SHARED 17 248700 600 D TRIDENT MICROSYSTEMS INC COM 89591910 638 21957 SH SHARED 21957 D TRIDENT MICROSYSTEMS INC COM 89591910 177 6125 SH SHARED 01 6125 D TRIDENT MICROSYSTEMS INC COM 89591910 1746 60100 SH SHARED 10 60100 D TRIDENT MICROSYSTEMS INC COM 89591910 13646 469596 SH SHARED 17 402596 67000 D TRIAD GTY INC COM 89592510 1378 29388 SH SHARED 29388 D TRIAD GTY INC COM 89592510 178 3800 SH SHARED 17 3800 D TRIARC COS INC CL B SER 1 89592730 7399 423288 SH SHARED 423288 D TRIARC COS INC CL B SER 1 89592730 132 7600 SH SHARED 01 7600 D TRIARC COS INC CL B SER 1 89592730 470 26900 SH SHARED 17 26900 D TRIBUNE CO NEW COM 89604710 71591 2609976 SH SHARED 2604376 5600 D TRIBUNE CO NEW COM 89604710 25365 924737 SH SHARED 01 924737 D TRIBUNE CO NEW COM 89604710 21 780 SH SHR/OTHR 01 780 D TRIBUNE CO NEW COM 89604710 5616 204770 SH SHARED 02 204770 D TRIBUNE CO NEW COM 89604710 558 20353 SH SHARED 06 20353 D TRIBUNE CO NEW COM 89604710 83 3056 SH SHARED 10 3056 D TRIBUNE CO NEW COM 89604710 177 6467 SH SHARED 14 6467 D TRIBUNE CO NEW COM 89604710 2967 108180 SH SHARED 17 104380 3800 D TRIBUNE CO NEW SB DB EXCH2%29 89604730 1189 1663079 PRN SHARED 1663079 D TRICO BANCSHARES COM 89609510 25 900 SH SHARED 900 D TRICO BANCSHARES COM 89609510 8 300 SH SHARED 10 300 D TRICO BANCSHARES COM 89609510 141 5000 SH SHARED 17 5000 D TRICO MARINE SERVICES INC COM NEW 89610620 7346 227460 SH SHARED 227460 D TRIMBLE NAVIGATION LTD COM 89623910 4 104 SH SHARED 104 D TRIMBLE NAVIGATION LTD COM 89623910 325 7224 SH SHARED 02 7224 D TRIMBLE NAVIGATION LTD COM 89623910 13 300 SH SHARED 17 300 D TRIMERIS INC COM 89626310 15 1140 SH SHARED 1140 D TRIMERIS INC COM 89626310 129 9602 SH SHARED 17 9602 D TRINITY INDS INC COM 89652210 859 15800 SH SHARED 15800 D TRINITY INDS INC COM 89652210 946 17400 SH SHARED 01 17400 D TRINITY INDS INC COM 89652210 881 16200 SH SHARED 02 16200 D TRINITY INDS INC COM 89652210 935 17200 SH SHARED 10 17200 D TRINITY INDS INC COM 89652210 1300 23912 SH SHARED 17 20512 3400 D TRINTECH GROUP PLC SPONS ADR NEW 89668220 14 4000 SH SHARED 4000 D TRIQUINT SEMICONDUCTOR INC NOTE 4.000% 3/0 89674KAB 8353 8550000 PRN SHARED 8550000 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 228 46500 SH SHARED 46500 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 190 38675 SH SHARED 01 38675 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 238 48400 SH SHARED 02 48400 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 256 52078 SH SHARED 17 52078 D TRIPLE CROWN MEDIA INC COM 89675K10 2 400 SH SHARED 400 D TRIPLE CROWN MEDIA INC COM 89675K10 1 200 SH SHARED 02 200 D TRIPLE CROWN MEDIA INC COM 89675K10 424 72030 SH SHARED 17 72030 D TRIUMPH GROUP INC NEW COM 89681810 500 11300 SH SHARED 11300 D TRIUMPH GROUP INC NEW COM 89681810 22 500 SH SHARED 01 500 D TRIUMPH GROUP INC NEW COM 89681810 28 644 SH SHR/OTHR 01 644 D TRIUMPH GROUP INC NEW COM 89681810 75 1700 SH SHARED 10 1700 D TRIUMPH GROUP INC NEW COM 89681810 6435 145400 SH SHARED 17 143100 2300 D TRIZEC PROPERTIES INC COM 89687P10 2 100 SH SHARED 100 D TRIZEC PROPERTIES INC COM 89687P10 254 9900 SH SHARED 02 9900 D TRIZETTO GROUP INC COM 89688210 51 2900 SH SHARED 2900 D TRIZETTO GROUP INC COM 89688210 636 36200 SH SHARED 17 18500 17700 D TRIPATH IMAGING INC COM 89694210 13 2000 SH SHARED 2000 D TRIPATH IMAGING INC COM 89694210 98 14100 SH SHARED 17 14100 D TRONOX INC CL A 89705110 780 46000 SH SHARED 46000 D TRONOX INC CL A 89705110 283 16700 SH SHARED 17 16700 D TRUE RELIGION APPAREL INC COM 89784N10 1383 74895 SH SHARED 49895 25000 D TRUE RELIGION APPAREL INC COM 89784N10 389 21095 SH SHARED 01 21095 D TRUE RELIGION APPAREL INC COM 89784N10 1016 55025 SH SHARED 02 55025 D TRUMP ENTMT RESORTS INC COM 89816T10 1242 67107 SH SHARED 67107 D TRUSTCO BK CORP N Y COM 89834910 66 5500 SH SHARED 5500 D TRUSTCO BK CORP N Y COM 89834910 27 2300 SH SHARED 10 2300 D TRUSTCO BK CORP N Y COM 89834910 478 39283 SH SHARED 17 39283 D TRUSTMARK CORP COM 89840210 101 3200 SH SHARED 3200 D TRUSTMARK CORP COM 89840210 15 500 SH SHARED 01 500 D TRUSTMARK CORP COM 89840210 0 28 SH SHARED 02 28 D TRUSTMARK CORP COM 89840210 784 24800 SH SHARED 17 21600 3200 D TRUSTREET PPTYS INC COM 89840410 66 4400 SH SHARED 4400 D TRUSTREET PPTYS INC COM 89840410 45 3000 SH SHR/OTHR 01 3000 D TRUSTREET PPTYS INC COM 89840410 1160 76400 SH SHARED 10 76400 D TRUSTREET PPTYS INC COM 89840410 455 30000 SH SHARED 17 30000 D TRUSTREET PPTYS INC PFD CV A 89840420 221 10000 SH SHR/OTHR 01 10000 D TUESDAY MORNING CORP COM NEW 89903550 23640 1023862 SH SHARED 1023862 D TUESDAY MORNING CORP COM NEW 89903550 42 1848 SH SHARED 02 1848 D TUESDAY MORNING CORP COM NEW 89903550 69 3000 SH SHARED 10 3000 D TUESDAY MORNING CORP COM NEW 89903550 318 13800 SH SHARED 17 11600 2200 D TUPPERWARE BRANDS CORP COM 89989610 975 47400 SH SHARED 47400 D TUPPERWARE BRANDS CORP COM 89989610 442 21500 SH SHARED 01 21500 D TUPPERWARE BRANDS CORP COM 89989610 735 35700 SH SHARED 02 35700 D TUPPERWARE BRANDS CORP COM 89989610 438 21300 SH SHARED 10 21300 D TUPPERWARE BRANDS CORP COM 89989610 837 40690 SH SHARED 17 40690 D TURBOCHEF TECHNOLOGIES INC COM NEW 90000620 10 900 SH SHARED 900 D TURBOCHEF TECHNOLOGIES INC COM NEW 90000620 2 200 SH SHARED 01 200 D TURBOCHEF TECHNOLOGIES INC COM NEW 90000620 5077 416176 SH SHARED 17 416176 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 14426 865407 SH SHARED 865407 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 8368 502000 SH SHARED 04 500000 2000 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 1333 79971 SH SHARED 06 79971 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 32154 1928886 SH SHARED 10 1928886 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 86 5200 SH SHARED 15 5200 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 15275 916362 SH SHARED 17 916362 D TURKISH INVT FD INC COM 90014510 24 954 SH SHARED 954 D TUT SYSTEMS COM 90110310 40 13142 SH SHARED 13142 D TWEETER HOME ENTMT GROUP INC COM 90116710 420 53593 SH SHARED 53593 D 21ST CENTY INS GROUP COM 90130N10 33 2100 SH SHARED 2100 D 21ST CENTY INS GROUP COM 90130N10 259 16400 SH SHARED 17 16400 D 24/7 REAL MEDIA INC COM NEW 90131420 74 7100 SH SHARED 02 7100 D II VI INC COM 90210410 27 1500 SH SHARED 1500 D II VI INC COM 90210410 21 1175 SH SHR/OTHR 1175 D II VI INC COM 90210410 18 1000 SH SHARED 01 1000 D II VI INC COM 90210410 184 10200 SH SHARED 17 10200 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 26294 20591000 PRN SHARED 20591000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 4103 3213000 PRN SHARED 02 3213000 D TYCO INTL LTD NEW COM 90212410 64 2385 SH SHARED 2385 D TYCO INTL LTD NEW COM 90212410 189282 7041758 SH SHARED 6889333 152425 D TYCO INTL LTD NEW COM 90212410 493 18342 SH SHR/OTHR 18342 D TYCO INTL LTD NEW COM 90212410 14483 538803 SH SHARED 01 105500 433303 D TYCO INTL LTD NEW COM 90212410 265 9875 SH SHR/OTHR 01 9875 D TYCO INTL LTD NEW COM 90212410 15081 561051 SH SHARED 02 557251 3800 D TYCO INTL LTD NEW COM 90212410 567 21098 SH SHARED 04 21098 D TYCO INTL LTD NEW COM 90212410 555 20680 SH SHARED 05 20680 D TYCO INTL LTD NEW COM 90212410 29866 1111088 SH SHARED 06 1111088 D TYCO INTL LTD NEW COM 90212410 145753 5422375 SH SHARED 10 1058504 4348760 15111 D TYCO INTL LTD NEW COM 90212410 2034 75684 SH SHARED 14 75684 D TYCO INTL LTD NEW COM 90212410 3126 116300 SH SHARED 15 116300 D TYCO INTL LTD NEW COM 90212410 188225 7002419 SH SHARED 17 6999919 2500 D TYCO INTL LTD NEW COM 90212410 3645 135628 SH SHARED 19 135628 D TYLER TECHNOLOGIES INC COM 90225210 80 7345 SH SHARED 7345 D TYLER TECHNOLOGIES INC COM 90225210 44 4000 SH SHARED 01 4000 D TYLER TECHNOLOGIES INC COM 90225210 178 16200 SH SHARED 17 16200 D TYSON FOODS INC CL A 90249410 6303 458800 SH SHARED 408100 50700 D TYSON FOODS INC CL A 90249410 543 39590 SH SHARED 01 4090 35500 D TYSON FOODS INC CL A 90249410 27 1996 SH SHR/OTHR 01 1996 D TYSON FOODS INC CL A 90249410 1223 89081 SH SHARED 02 89081 D TYSON FOODS INC CL A 90249410 7002 509620 SH SHARED 06 509620 D TYSON FOODS INC CL A 90249410 1626 118402 SH SHARED 10 98500 19902 D TYSON FOODS INC CL A 90249410 197 14350 SH SHARED 14 14350 D TYSON FOODS INC CL A 90249410 1389 101100 SH SHARED 17 99800 1300 D TYSON FOODS INC CL A 90249410 30 2219 SH SHARED 19 2219 D UAL CORP COM NEW 90254980 48424 1212734 SH SHARED 1212734 D UAL CORP COM NEW 90254980 11609 290745 SH SHARED 02 290745 D UAL CORP COM NEW 90254980 1528 38281 SH SHARED 10 37141 1140 D UCBH HOLDINGS INC COM 90262T30 166 8800 SH SHARED 8800 D UCBH HOLDINGS INC COM 90262T30 92 4900 SH SHARED 01 4900 D UCBH HOLDINGS INC COM 90262T30 60 3200 SH SHARED 10 3200 D UCBH HOLDINGS INC COM 90262T30 908 48000 SH SHARED 17 42500 5500 D UGI CORP NEW COM 90268110 845 40120 SH SHARED 40120 D UGI CORP NEW COM 90268110 44 2100 SH SHARED 01 2100 D UGI CORP NEW COM 90268110 782 37150 SH SHARED 02 37150 D UGI CORP NEW COM 90268110 490 23300 SH SHARED 17 23300 D UICI COM 90273710 20104 543500 SH SHARED 543500 D UICI COM 90273710 295 8000 SH SHARED 01 8000 D UICI COM 90273710 9667 261355 SH SHARED 02 261355 D UICI COM 90273710 114 3100 SH SHARED 10 3100 D UICI COM 90273710 717 19400 SH SHARED 17 17100 2300 D UIL HLDG CORP COM 90274810 52 1000 SH SHARED 1000 D UIL HLDG CORP COM 90274810 167 3200 SH SHARED 10 3200 D UIL HLDG CORP COM 90274810 471 9000 SH SHARED 17 6200 2800 D UMB FINL CORP COM 90278810 77 1100 SH SHARED 1100 D UMB FINL CORP COM 90278810 7 100 SH SHARED 01 100 D UMB FINL CORP COM 90278810 1540 21935 SH SHARED 10 21935 D UMB FINL CORP COM 90278810 624 8892 SH SHARED 17 7192 1700 D U S B HLDG INC COM 90291010 38 1692 SH SHARED 800 892 D U S B HLDG INC COM 90291010 94 4103 SH SHARED 17 4103 D UST INC COM 90291110 61289 1473300 SH SHARED 1473200 100 D UST INC COM 90291110 470 11300 SH SHR/OTHR 11300 D UST INC COM 90291110 2680 64445 SH SHARED 01 15895 48550 D UST INC COM 90291110 19 460 SH SHR/OTHR 01 460 D UST INC COM 90291110 4301 103395 SH SHARED 02 103395 D UST INC COM 90291110 357 8594 SH SHARED 06 8594 D UST INC COM 90291110 1202 28900 SH SHARED 10 27300 1600 D UST INC COM 90291110 1456 35000 SH SHARED 15 35000 D UST INC COM 90291110 2912 70000 SH SHARED 16 70000 D UST INC COM 90291110 285360 6859626 SH SHARED 17 6820426 39200 D USA TRUCK INC COM 90292510 9 400 SH SHARED 400 D USA TRUCK INC COM 90292510 2 100 SH SHARED 01 100 D USA TRUCK INC COM 90292510 96 3900 SH SHARED 17 3900 D US BANCORP DEL DBCV 8/2 902973AK 4384 4415000 PRN SHARED 06 4415000 D US BANCORP DEL COM NEW 90297330 179934 5899487 SH SHARED 5599723 299764 D US BANCORP DEL COM NEW 90297330 6915 226734 SH SHR/OTHR 226734 D US BANCORP DEL COM NEW 90297330 37456 1228082 SH SHARED 01 465048 763034 D US BANCORP DEL COM NEW 90297330 2136 70065 SH SHR/OTHR 01 70065 D US BANCORP DEL COM NEW 90297330 31662 1038122 SH SHARED 02 1038122 D US BANCORP DEL COM NEW 90297330 75945 2490000 SH SHARED 04 2490000 D US BANCORP DEL COM NEW 90297330 4396 144135 SH SHARED 06 144135 D US BANCORP DEL COM NEW 90297330 160084 5248688 SH SHARED 10 3814668 1434020 D US BANCORP DEL COM NEW 90297330 247 8100 SH SHR/OTHR 10 8100 D US BANCORP DEL COM NEW 90297330 1245 40821 SH SHARED 14 40821 D US BANCORP DEL COM NEW 90297330 3934 129000 SH SHARED 15 129000 D US BANCORP DEL COM NEW 90297330 4575 150000 SH SHARED 16 150000 D US BANCORP DEL COM NEW 90297330 104394 3422765 SH SHARED 17 3314365 108400 D URS CORP NEW COM 90323610 2084 51800 SH SHARED 51800 D URS CORP NEW COM 90323610 487 12100 SH SHARED 01 12100 D URS CORP NEW COM 90323610 4 100 SH SHARED 02 100 D URS CORP NEW COM 90323610 1879 46700 SH SHARED 10 46700 D URS CORP NEW COM 90323610 22008 546800 SH SHARED 17 543200 3600 D USANA HEALTH SCIENCES INC COM 90328M10 29 700 SH SHARED 700 D USANA HEALTH SCIENCES INC COM 90328M10 204 4900 SH SHARED 17 4900 D USF&G CORP NOTE 3/0 903290AD 1765 2006000 PRN SHARED 2006000 D U S G CORP COM NEW 90329340 1813 19100 SH SHARED 01 19100 D U S G CORP COM NEW 90329340 365 3850 SH SHARED 02 3850 D U S G CORP COM NEW 90329340 550 5800 SH SHARED 17 5300 500 D USEC INC COM 90333E10 6504 539829 SH SHARED 532829 7000 D USEC INC COM 90333E10 115 9600 SH SHARED 01 9600 D USEC INC COM 90333E10 197 16400 SH SHARED 02 16400 D USEC INC COM 90333E10 3036 252000 SH SHARED 10 252000 D USEC INC COM 90333E10 1483 123133 SH SHARED 17 64033 59100 D USI HLDGS CORP COM 90333H10 48 3000 SH SHARED 3000 D USI HLDGS CORP COM 90333H10 351 21800 SH SHARED 17 21800 D U S CONCRETE INC COM 90333L10 36 2500 SH SHARED 01 2500 D U S PHYSICAL THERAPY INC COM 90337L10 15 900 SH SHARED 900 D U S PHYSICAL THERAPY INC COM 90337L10 107 6300 SH SHARED 17 6300 D U S XPRESS ENTERPRISES INC CL A 90338N10 153 7900 SH SHARED 7900 D U S XPRESS ENTERPRISES INC CL A 90338N10 457 23500 SH SHARED 10 23500 D U S XPRESS ENTERPRISES INC CL A 90338N10 114 5900 SH SHARED 17 5900 D USA MOBILITY INC COM 90341G10 51 1800 SH SHARED 1800 D 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COMMUNICATIONS INC CL A 91490610 2012 58370 SH SHARED 01 58370 D UNIVISION COMMUNICATIONS INC CL A 91490610 75 2200 SH SHR/OTHR 01 2200 D UNIVISION COMMUNICATIONS INC CL A 91490610 6469 187692 SH SHARED 02 187692 D UNIVISION COMMUNICATIONS INC CL A 91490610 2704 78450 SH SHARED 06 78450 D UNIVISION COMMUNICATIONS INC CL A 91490610 720 20897 SH SHARED 10 17200 3697 D UNIVISION COMMUNICATIONS INC CL A 91490610 28 817 SH SHARED 14 817 D UNIVISION COMMUNICATIONS INC CL A 91490610 3088 89590 SH SHARED 17 88190 1400 D UNIVEST CORP PA COM 91527110 20 800 SH SHARED 800 D UNIVEST CORP PA COM 91527110 87 3450 SH SHARED 17 3450 D UNUMPROVIDENT CORP COM 91529Y10 12284 599845 SH SHARED 599845 D UNUMPROVIDENT CORP COM 91529Y10 1492 72890 SH SHARED 01 10290 62600 D UNUMPROVIDENT CORP COM 91529Y10 2149 104978 SH SHARED 02 104978 D UNUMPROVIDENT CORP COM 91529Y10 275 13430 SH SHARED 05 13430 D UNUMPROVIDENT CORP COM 91529Y10 455 22262 SH SHARED 06 22262 D UNUMPROVIDENT CORP COM 91529Y10 179 8766 SH SHARED 10 8500 266 D UNUMPROVIDENT CORP COM 91529Y10 213 10437 SH SHARED 14 10437 D UNUMPROVIDENT CORP COM 91529Y10 2648 129314 SH SHARED 17 129114 200 D UPM KYMMENE CORP SPONSORED ADR 91543610 3532 149700 SH SHARED 149700 D URBAN OUTFITTERS INC COM 91704710 9803 399500 SH SHARED 399500 D URBAN OUTFITTERS INC COM 91704710 1580 64425 SH SHARED 01 10175 54250 D URBAN OUTFITTERS INC COM 91704710 35 1428 SH SHR/OTHR 01 1428 D URBAN OUTFITTERS INC COM 91704710 2400 97836 SH SHARED 02 97836 D URBAN OUTFITTERS INC COM 91704710 1715 69900 SH SHARED 10 68900 1000 D URBAN OUTFITTERS INC COM 91704710 36991 1507410 SH SHARED 17 1507410 D URSTADT BIDDLE PPTYS INS CL A 91728620 23 1300 SH SHARED 1300 D URSTADT BIDDLE PPTYS INS CL A 91728620 0 55 SH SHARED 01 55 D URSTADT BIDDLE PPTYS INS CL A 91728620 41 2300 SH SHARED 10 2300 D URSTADT BIDDLE PPTYS INS CL A 91728620 106 5900 SH SHARED 17 5900 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 11 100 SH SHARED 17 100 D UTSTARCOM INC NOTE 0.875% 3/0 918076AB 5089 5918000 PRN SHARED 5918000 D UTSTARCOM INC NOTE 0.875% 3/0 918076AB 73 85000 PRN SHARED 02 85000 D UTSTARCOM INC COM 91807610 454 72183 SH SHARED 72183 D UTSTARCOM INC COM 91807610 283 45000 SH SHARED 01 45000 D UTSTARCOM INC COM 91807610 228 36400 SH SHARED 02 36400 D UTSTARCOM INC COM 91807610 245 39100 SH SHARED 17 39100 D VCA ANTECH INC COM 91819410 532 18700 SH SHARED 18700 D VCA ANTECH INC COM 91819410 865 30400 SH SHARED 01 30400 D VCA ANTECH INC COM 91819410 1082 38000 SH SHARED 02 38000 D VCA ANTECH INC COM 91819410 113 4000 SH SHARED 17 4000 D V F CORP COM 91820410 62 1100 SH SHARED 1100 D V F CORP COM 91820410 17752 311997 SH SHARED 287797 24200 D V F CORP COM 91820410 6607 116125 SH SHARED 01 92625 23500 D V F CORP COM 91820410 9 175 SH SHR/OTHR 01 175 D V F CORP COM 91820410 4687 82379 SH SHARED 02 82379 D V F CORP COM 91820410 1416 24900 SH SHARED 05 24900 D V F CORP COM 91820410 340 5992 SH SHARED 06 5992 D V F CORP COM 91820410 1705 29977 SH SHARED 10 26700 3277 D V F CORP COM 91820410 232 4090 SH SHARED 14 4090 D V F CORP COM 91820410 2203 38727 SH SHARED 17 38527 200 D V F CORP COM 91820410 7697 135277 SH SHARED 19 135277 D VYYO INC COM NEW 91845820 175 24177 SH SHARED 24177 D VAIL RESORTS INC COM 91879Q10 10778 282000 SH SHARED 282000 D VAIL RESORTS INC COM 91879Q10 72 1900 SH SHARED 10 1900 D VAIL RESORTS INC COM 91879Q10 607 15900 SH SHARED 17 12900 3000 D VALASSIS COMMUNICATIONS INC COM 91886610 411 14000 SH SHARED 14000 D VALASSIS COMMUNICATIONS INC COM 91886610 349 11900 SH SHARED 01 11900 D VALASSIS COMMUNICATIONS INC COM 91886610 552 18800 SH SHARED 02 18800 D VALASSIS COMMUNICATIONS INC COM 91886610 46 1600 SH SHARED 10 1600 D VALASSIS COMMUNICATIONS INC COM 91886610 710 24200 SH SHARED 17 21700 2500 D VALHI INC NEW COM 91890510 15 900 SH SHARED 02 900 D VALENCE TECHNOLOGY INC COM 91891410 7 2900 SH SHARED 2900 D VALENCE TECHNOLOGY INC COM 91891410 59 23800 SH SHARED 17 23800 D VALEANT PHARMACEUTICALS INTL NOTE 3.000% 8/1 91911XAB 2417 2785000 PRN SHARED 02 2785000 D VALEANT PHARMACEUTICALS INTL COM 91911X10 329 20800 SH SHARED 20800 D VALEANT PHARMACEUTICALS INTL COM 91911X10 17 1100 SH SHR/OTHR 1100 D VALEANT PHARMACEUTICALS INTL COM 91911X10 347 21900 SH SHARED 01 21900 D VALEANT PHARMACEUTICALS INTL COM 91911X10 812 51237 SH SHARED 02 51237 D VALEANT PHARMACEUTICALS INTL COM 91911X10 19 1200 SH SHARED 10 1200 D VALEANT PHARMACEUTICALS INTL COM 91911X10 345 21800 SH SHARED 17 21800 D VALERO L P COM UT LTD PRT 91913W10 1630 32200 SH SHARED 32200 D VALERO ENERGY CORP NEW COM 91913Y10 1066 17844 SH SHARED 17844 D VALERO ENERGY CORP NEW COM 91913Y10 96193 1609124 SH SHARED 1539060 70064 D VALERO ENERGY CORP NEW COM 91913Y10 14311 239410 SH SHARED 01 115410 124000 D VALERO ENERGY CORP NEW COM 91913Y10 239 4000 SH SHR/OTHR 01 4000 D VALERO ENERGY CORP NEW COM 91913Y10 37994 635573 SH SHARED 02 635573 D VALERO ENERGY CORP NEW COM 91913Y10 5978 100000 SH SHARED 04 100000 D VALERO ENERGY CORP NEW COM 91913Y10 1617 27060 SH SHARED 05 27060 D VALERO ENERGY CORP NEW COM 91913Y10 22730 380241 SH SHARED 06 380241 D VALERO ENERGY CORP NEW COM 91913Y10 141758 2371338 SH SHARED 10 589820 1592630 188888 D VALERO ENERGY CORP NEW COM 91913Y10 1124 18805 SH SHARED 14 18805 D VALERO ENERGY CORP NEW COM 91913Y10 26749 447462 SH SHARED 17 441962 5500 D VALERO ENERGY CORP NEW COM 91913Y10 9437 157868 SH SHARED 19 157868 D VALLEY NATL BANCORP COM 91979410 2 100 SH SHARED 100 D VALLEY NATL BANCORP COM 91979410 19 743 SH SHARED 01 743 D VALLEY NATL BANCORP COM 91979410 279 10900 SH SHARED 02 10900 D VALLEY NATL BANCORP COM 91979410 1163 45400 SH SHARED 17 45400 D VALMONT INDS INC COM 92025310 50 1200 SH SHARED 1200 D VALMONT INDS INC COM 92025310 16 397 SH SHARED 02 397 D VALMONT INDS INC COM 92025310 596 14200 SH SHARED 10 14200 D VALMONT INDS INC COM 92025310 9980 237400 SH SHARED 17 217200 20200 D VALOR COMMUNICATIONS GROUP I COM 92025510 7043 535200 SH SHARED 535200 D VALOR COMMUNICATIONS GROUP I COM 92025510 80 6100 SH SHARED 02 6100 D VALOR COMMUNICATIONS GROUP I COM 92025510 75 5700 SH SHARED 10 5700 D VALOR COMMUNICATIONS GROUP I COM 92025510 394 29970 SH SHARED 17 29970 D VALSPAR CORP COM 92035510 4211 151100 SH SHARED 151100 D VALSPAR CORP COM 92035510 997 35800 SH SHARED 01 35800 D VALSPAR CORP COM 92035510 1265 45400 SH SHARED 02 45400 D VALSPAR CORP COM 92035510 635 22800 SH SHARED 17 22800 D VALUE LINE INC COM 92043710 105 2861 SH SHARED 2861 D VALUE LINE INC COM 92043710 11 300 SH SHARED 01 300 D VALUE LINE INC COM 92043710 14 400 SH SHARED 17 400 D VALUECLICK INC COM 92046N10 2494 147400 SH SHARED 147400 D VALUECLICK INC COM 92046N10 81 4829 SH SHARED 01 4829 D VALUECLICK INC COM 92046N10 527 31200 SH SHARED 10 31200 D VALUECLICK INC COM 92046N10 1588 93900 SH SHARED 17 32900 61000 D VALUEVISION MEDIA INC CL A 92047K10 75 5900 SH SHARED 5900 D VALUEVISION MEDIA INC CL A 92047K10 153 12000 SH SHARED 17 12000 D VAN KAMPEN TR INVT FLA MUNS COM 92093210 1023 68027 SH SHARED 68027 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 77 5035 SH SHARED 5035 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 30 2000 SH SHR/OTHR 01 2000 D VAN KAMPEN SENIOR INCOME TR COM 92096110 1120 137287 SH SHARED 137287 D VAN DER MOOLEN HLDG N.V. SPONSORED ADR 92102010 290 32000 SH SHARED 32000 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 4 295 SH SHARED 295 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 183 11708 SH SHR/OTHR 01 11708 D VAN KAMPEN SELECT SECTOR MUN COM 92112M10 31 2500 SH SHR/OTHR 01 2500 D VAN KAMPEN PA VALUE MUN INCO COM 92112T10 33 2443 SH SHARED 2443 D VANGUARD INTL EQUITY INDEX F EMR MKT VIPERS 92204285 181 2700 SH SHARED 2700 D VARIAN MED SYS INC COM 92220P10 1662 29600 SH SHARED 29600 D VARIAN MED SYS INC COM 92220P10 112 2000 SH SHR/OTHR 2000 D VARIAN MED SYS INC COM 92220P10 2841 50600 SH SHARED 01 500 50100 D VARIAN MED SYS INC COM 92220P10 3313 59000 SH SHARED 02 59000 D VARIAN MED SYS INC COM 92220P10 250 4458 SH SHARED 06 4458 D VARIAN MED SYS INC COM 92220P10 2468 43961 SH SHARED 10 42700 1261 D VARIAN MED SYS INC COM 92220P10 324 5771 SH SHARED 14 5771 D VARIAN MED SYS INC COM 92220P10 1296 23080 SH SHARED 17 21180 1900 D VARIAN INC COM 92220610 547 13300 SH SHARED 13300 D VARIAN INC COM 92220610 535 13000 SH SHARED 01 13000 D VARIAN INC COM 92220610 584 14200 SH SHARED 02 14200 D VARIAN INC COM 92220610 65 1600 SH SHARED 10 1600 D VARIAN INC COM 92220610 787 19128 SH SHARED 17 16528 2600 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 1484 52870 SH SHARED 52870 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 235 8400 SH SHARED 01 8400 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 2 100 SH SHARED 02 100 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 58 2100 SH SHARED 10 2100 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 1927 68639 SH SHARED 17 66389 2250 D VASCO DATA SEC INTL INC COM 92230Y10 13 1600 SH SHARED 1600 D VASCO DATA SEC INTL INC COM 92230Y10 106 13000 SH SHARED 17 13000 D VASOMEDICAL INC COM 92232110 34 145000 SH SHARED 01 145000 D VECTREN CORP COM 92240G10 453 17200 SH SHARED 17200 D VECTREN CORP COM 92240G10 1068 40500 SH SHARED 01 7000 33500 D VECTREN CORP COM 92240G10 896 34000 SH SHARED 02 34000 D VECTREN CORP COM 92240G10 21 800 SH SHARED 10 800 D VECTREN CORP COM 92240G10 234 8900 SH SHARED 17 8900 D VECTOR GROUP LTD COM 92240M10 292 15363 SH SHARED 15363 D VECTOR GROUP LTD COM 92240M10 200 10545 SH SHARED 10 10545 D VECTOR GROUP LTD COM 92240M10 5689 298502 SH SHARED 17 298502 D VEECO INSTRS INC DEL NOTE 4.125%12/2 922417AB 368 380000 PRN SHARED 02 380000 D VEECO INSTRS INC DEL COM 92241710 44 1900 SH SHARED 1800 100 D VEECO INSTRS INC DEL COM 92241710 119 5100 SH SHARED 01 5100 D VEECO INSTRS INC DEL COM 92241710 37 1600 SH SHARED 02 1600 D VEECO INSTRS INC DEL COM 92241710 53 2300 SH SHARED 10 2300 D VEECO INSTRS INC DEL COM 92241710 373 16000 SH SHARED 17 12200 3800 D VENTAS INC COM 92276F10 7707 232300 SH SHARED 232300 D VENTAS INC COM 92276F10 1111 33500 SH SHARED 01 33500 D VENTAS INC COM 92276F10 341 10300 SH SHARED 02 10300 D VENTAS INC COM 92276F10 1128 34000 SH SHARED 04 34000 D VENTAS INC COM 92276F10 203683 6138750 SH SHARED 11 6138750 D VENTAS INC COM 92276F10 2465 74300 SH SHARED 17 67000 7300 D VENTANA MED SYS INC COM 92276H10 83 2000 SH SHARED 2000 D VENTANA MED SYS INC COM 92276H10 57 1367 SH SHARED 02 1367 D VENTANA MED SYS INC COM 92276H10 58 1400 SH SHARED 10 1400 D VENTANA MED SYS INC COM 92276H10 1720 41192 SH SHARED 17 12192 29000 D VENTIV HEALTH INC COM 92279310 59 1800 SH SHARED 1800 D VENTIV HEALTH INC COM 92279310 11 355 SH SHARED 01 355 D VENTIV HEALTH INC COM 92279310 196 5900 SH SHARED 02 5900 D VENTIV HEALTH INC COM 92279310 574 17300 SH SHARED 17 14000 3300 D VANGUARD INDEX FDS STK MRK VIPERS 92290876 3154 24325 SH SHR/OTHR 24325 D VERIFONE HLDGS INC COM 92342Y10 48 1600 SH SHARED 1600 D VERIFONE HLDGS INC COM 92342Y10 587 19400 SH SHARED 17 19400 D VERISIGN INC COM 92343E10 33066 1378340 SH SHARED 1378190 150 D VERISIGN INC COM 92343E10 1060 44205 SH SHARED 01 4465 39740 D VERISIGN INC COM 92343E10 3 125 SH SHR/OTHR 01 125 D VERISIGN INC COM 92343E10 6372 265628 SH SHARED 02 265628 D VERISIGN INC COM 92343E10 480 20017 SH SHARED 06 20017 D VERISIGN INC COM 92343E10 89 3714 SH SHARED 10 3714 D VERISIGN INC COM 92343E10 2420 100900 SH SHARED 17 99600 1300 D VERITAS DGC INC COM 92343P10 1810 39898 SH SHARED 39898 D VERITAS DGC INC COM 92343P10 140 3100 SH SHARED 01 3100 D VERITAS DGC INC COM 92343P10 2641 58200 SH SHARED 10 58200 D VERITAS DGC INC COM 92343P10 2387 52600 SH SHARED 17 22600 30000 D VERIZON COMMUNICATIONS COM 92343V10 879768 25829968 SH SHARED 25740675 89293 D VERIZON COMMUNICATIONS COM 92343V10 4839 142093 SH SHR/OTHR 142093 D VERIZON COMMUNICATIONS COM 92343V10 36723 1078189 SH SHARED 01 317775 760414 D VERIZON COMMUNICATIONS COM 92343V10 1593 46783 SH SHR/OTHR 01 46783 D VERIZON COMMUNICATIONS COM 92343V10 46756 1372763 SH SHARED 02 1369663 3100 D VERIZON COMMUNICATIONS COM 92343V10 3151 92518 SH SHARED 04 89550 2968 D VERIZON COMMUNICATIONS COM 92343V10 7859 230767 SH SHARED 06 230767 D VERIZON COMMUNICATIONS COM 92343V10 207361 6088129 SH SHARED 10 4833856 1254273 D VERIZON COMMUNICATIONS COM 92343V10 337 9900 SH SHR/OTHR 10 9900 D VERIZON COMMUNICATIONS COM 92343V10 2699 79260 SH SHARED 14 79260 D VERIZON COMMUNICATIONS COM 92343V10 6287 184600 SH SHARED 15 184600 D VERIZON COMMUNICATIONS COM 92343V10 5109 150000 SH SHARED 16 150000 D VERIZON COMMUNICATIONS COM 92343V10 52060 1528482 SH SHARED 17 1298482 230000 D VERINT SYS INC COM 92343X10 35 1000 SH SHARED 1000 D VERINT SYS INC COM 92343X10 183 5200 SH SHARED 01 5200 D VERINT SYS INC COM 92343X10 56 1600 SH SHARED 02 1600 D VERINT SYS INC COM 92343X10 45 1300 SH SHARED 10 1300 D VERINT SYS INC COM 92343X10 1412 39932 SH SHARED 17 37832 2100 D VERITAS SOFTWARE CO NOTE 0.250% 8/0 923436AD 12649 12908000 PRN SHARED 12908000 D VERITAS SOFTWARE CO NOTE 0.250% 8/0 923436AD 2940 3000000 PRN SHARED 02 3000000 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 113307179000000 PRN SHARED 179000000 D VERSANT CORP COM NEW 92528430 0 84 SH SHARED 84 D VERSO TECHNOLOGIES INC COM NEW 92531720 32 20089 SH SHARED 20089 D VERTEX PHARMACEUTICALS INC NOTE 5.750% 2/1 92532FAF 194 79000 PRN SHARED 79000 D VERTEX PHARMACEUTICALS INC NOTE 5.750% 2/1 92532FAK 1786 724000 PRN SHARED 724000 D VERTEX PHARMACEUTICALS INC COM 92532F10 2012 55000 SH SHARED 55000 D VERTEX PHARMACEUTICALS INC COM 92532F10 7192 196573 SH SHARED 196573 D VERTEX PHARMACEUTICALS INC COM 92532F10 1580 43200 SH SHARED 01 43200 D VERTEX PHARMACEUTICALS INC COM 92532F10 1361 37200 SH SHARED 02 37200 D VERTEX PHARMACEUTICALS INC COM 92532F10 13538 370000 SH SHARED 04 370000 D VERTEX PHARMACEUTICALS INC COM 92532F10 171 4700 SH SHARED 10 4700 D VERTEX PHARMACEUTICALS INC COM 92532F10 2261 61800 SH SHARED 17 54900 6900 D VERTICALNET INC COM NEW 92532L20 2 4301 SH SHARED 4301 D VERTRUE INC COM 92534N10 20 500 SH SHARED 500 D VERTRUE INC COM 92534N10 124 2972 SH SHARED 17 2972 D VIAD CORP COM NEW 92552R40 165 4824 SH SHARED 4824 D VIAD CORP COM NEW 92552R40 25 749 SH SHARED 01 749 D VIAD CORP COM NEW 92552R40 65 1900 SH SHARED 10 1900 D VIAD CORP COM NEW 92552R40 366 10700 SH SHARED 17 7600 3100 D VIASAT INC COM 92552V10 40 1400 SH SHARED 1400 D VIASAT INC COM 92552V10 40 1400 SH SHARED 01 1400 D VIASAT INC COM 92552V10 8 305 SH SHARED 02 305 D VIASAT INC COM 92552V10 383 13400 SH SHARED 17 9800 3600 D VIACOM INC NEW CL A 92553P10 2048 52850 SH SHARED 51950 900 D VIACOM INC NEW CL A 92553P10 3 100 SH SHR/OTHR 100 D VIACOM INC NEW CL A 92553P10 13 347 SH SHARED 01 347 D VIACOM INC NEW CL B 92553P20 165154 4256547 SH SHARED 4252247 4300 D VIACOM INC NEW CL B 92553P20 1341 34572 SH SHR/OTHR 34572 D VIACOM INC NEW CL B 92553P20 6543 168653 SH SHARED 01 9162 159491 D VIACOM INC NEW CL B 92553P20 144 3712 SH SHR/OTHR 01 3712 D VIACOM INC NEW CL B 92553P20 16919 436081 SH SHARED 02 434781 1300 D VIACOM INC NEW CL B 92553P20 727 18750 SH SHARED 04 18750 D VIACOM INC NEW CL B 92553P20 3058 78827 SH SHARED 06 78827 D VIACOM INC NEW CL B 92553P20 573 14770 SH SHARED 10 5250 9520 D VIACOM INC NEW CL B 92553P20 3113 80254 SH SHARED 14 80254 D VIACOM INC NEW CL B 92553P20 2237 57675 SH SHARED 15 57675 D VIACOM INC NEW CL B 92553P20 12662 326341 SH SHARED 17 317591 8750 D VIACOM INC NEW CL B 92553P20 259 6700 SH SHARED 19 6700 D VIASYS HEALTHCARE INC COM NEW 92553Q20 60 2000 SH SHARED 2000 D VIASYS HEALTHCARE INC COM NEW 92553Q20 1491 49575 SH SHARED 01 49225 350 D VIASYS HEALTHCARE INC COM NEW 92553Q20 26 875 SH SHR/OTHR 01 875 D VIASYS HEALTHCARE INC COM NEW 92553Q20 8894 295710 SH SHARED 10 295710 D VIASYS HEALTHCARE INC COM NEW 92553Q20 9201 305900 SH SHARED 17 305900 D VIACELL INC COM 92554J10 2479 450000 SH SHARED 450000 D VIACELL INC COM 92554J10 3309 600562 SH SHARED 600562 D VIACELL INC COM 92554J10 11273 2046000 SH SHARED 04 2046000 D VIACELL INC COM 92554J10 41 7600 SH SHARED 14 7600 D VIACELL INC COM 92554J10 28 5100 SH SHARED 17 5100 D VICOR CORP COM 92581510 23 1200 SH SHARED 1200 D VICOR CORP COM 92581510 13 700 SH SHARED 01 700 D VICOR CORP COM 92581510 434 22000 SH SHARED 10 22000 D VICOR CORP COM 92581510 660 33474 SH SHARED 17 6774 26700 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 2496 116350 SH SHARED 15600 100750 D VIGNETTE CORP COM NEW 92673440 97 6590 SH SHARED 6590 D VIGNETTE CORP COM NEW 92673440 30 2100 SH SHARED 01 2100 D VIGNETTE CORP COM NEW 92673440 4 282 SH SHARED 02 282 D VIGNETTE CORP COM NEW 92673440 196 13340 SH SHARED 17 13340 D VIISAGE TECHNOLOGY INC COM NEW 92675K20 318 18200 SH SHARED 18200 D VIISAGE TECHNOLOGY INC COM NEW 92675K20 1 84 SH SHARED 02 84 D VIISAGE TECHNOLOGY INC COM NEW 92675K20 119 6800 SH SHARED 17 6800 D VINEYARD NATL BANCORP COM 92742610 14 500 SH SHARED 500 D VINEYARD NATL BANCORP COM 92742610 153 5230 SH SHARED 17 5230 D VIRAGE LOGIC CORP COM 92763R10 10 1000 SH SHARED 1000 D VIRAGE LOGIC CORP COM 92763R10 80 7500 SH SHARED 17 7500 D VIRGINIA COMM BANCORP INC COM 92778Q10 21 600 SH SHARED 600 D VIRGINIA COMM BANCORP INC COM 92778Q10 11 325 SH SHR/OTHR 325 D VIRGINIA COMM BANCORP INC COM 92778Q10 2686 74731 SH SHARED 17 74731 D VIRGINIA FINL GROUP INC COM 92781010 20 500 SH SHARED 500 D VIRGINIA FINL GROUP INC COM 92781010 24 600 SH SHARED 01 600 D VIRGINIA FINL GROUP INC COM 92781010 124 3100 SH SHARED 10 3100 D VIRGINIA FINL GROUP INC COM 92781010 148 3700 SH SHARED 17 1900 1800 D VIROPHARMA INC COM 92824110 15 1250 SH SHR/OTHR 01 1250 D VIROPHARMA INC COM 92824110 5 425 SH SHARED 02 425 D VISHAY INTERTECHNOLOGY INC NOTE 6/0 928298AD 29502 46755000 PRN SHARED 46755000 D VISHAY INTERTECHNOLOGY INC CB 92829810 13 94000 PRN SHARED 94000 D VISHAY INTERTECHNOLOGY INC CB 92829810 10 72662 PRN SHARED 01 72662 D VISHAY INTERTECHNOLOGY INC CB 92829810 12 86000 PRN SHARED 02 86000 D VISTEON CORP COM 92839U10 1969 428135 SH SHARED 428135 D VISTEON CORP COM 92839U10 1 405 SH SHR/OTHR 405 D VISTEON CORP COM 92839U10 21 4577 SH SHARED 01 4577 D VISTEON CORP COM 92839U10 17 3710 SH SHR/OTHR 01 3710 D VISTEON CORP COM 92839U10 153 33400 SH SHARED 02 33400 D VISTEON CORP COM 92839U10 31 6800 SH SHARED 10 6800 D VISTEON CORP COM 92839U10 571 124200 SH SHARED 17 111400 12800 D VISTACARE INC CL A 92839Y10 12 800 SH SHARED 800 D VISTACARE INC CL A 92839Y10 110 7100 SH SHARED 17 7100 D VITAL IMAGES INC COM 92846N10 30 900 SH SHARED 900 D VITAL IMAGES INC COM 92846N10 214 6300 SH SHARED 17 6300 D VITAL SIGNS INC COM 92846910 21 400 SH SHARED 400 D VITAL SIGNS INC COM 92846910 109 2000 SH SHARED 17 2000 D VITRIA TECHNOLOGY COM NEW 92849Q40 21 7450 SH SHARED 7450 D VITESSE SEMICONDUCTOR CORP COM 92849710 2515 702614 SH SHARED 702614 D VITESSE SEMICONDUCTOR CORP COM 92849710 1219 340600 SH SHARED 02 340600 D VITESSE SEMICONDUCTOR CORP COM 92849710 302 84500 SH SHARED 17 84500 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 941 27540 SH SHARED 27540 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 121 3554 SH SHARED 01 3554 D VNUS MED TECHNOLOGIES INC COM 92856610 3 400 SH SHARED 400 D VNUS MED TECHNOLOGIES INC COM 92856610 31 4100 SH SHARED 17 4100 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 15 750 SH SHARED 750 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 112974 5405494 SH SHARED 5317105 88389 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 1701 81397 SH SHR/OTHR 81397 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 1478 70732 SH SHARED 01 3800 66932 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 514 24630 SH SHR/OTHR 01 24630 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 12 620 SH SHARED 17 620 D VOLCOM INC COM 92864N10 14 400 SH SHARED 400 D VOLCOM INC COM 92864N10 6306 177500 SH SHARED 17 177500 D VOLT INFORMATION SCIENCES IN COM 92870310 18 600 SH SHARED 600 D VOLT INFORMATION SCIENCES IN COM 92870310 73 2400 SH SHARED 17 2400 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 339 17800 SH SHARED 17800 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 158 8300 SH SHARED 17 8300 D VORNADO RLTY TR SH BEN INT 92904210 26634 277442 SH SHARED 272822 4620 D VORNADO RLTY TR SH BEN INT 92904210 2209 23015 SH SHARED 01 1415 21600 D VORNADO RLTY TR SH BEN INT 92904210 10379 108122 SH SHARED 02 102422 5700 D VORNADO RLTY TR SH BEN INT 92904210 960 10000 SH SHARED 04 10000 D VORNADO RLTY TR SH BEN INT 92904210 1871 19495 SH SHARED 10 19495 D VORNADO RLTY TR SH BEN INT 92904210 591629 6162812 SH SHARED 11 6162812 D VORNADO RLTY TR SH BEN INT 92904210 6959 72493 SH SHARED 17 65993 6500 D VORNADO RLTY TR PFD CONV SER A 92904220 7917 60438 SH SHARED 60438 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 30827 27500000 PRN SHARED 27500000 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 112 100000 PRN SHR/OTHR 01 100000 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 2802 2500000 PRN SHARED 02 2500000 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 1316 81371 SH SHARED 81371 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 16 1050 SH SHARED 10 1050 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 105 6500 SH SHARED 15 6500 D VULCAN MATLS CO COM 92916010 21662 250000 SH SHARED 250000 D VULCAN MATLS CO COM 92916010 2076 23960 SH SHARED 01 3060 20900 D VULCAN MATLS CO COM 92916010 95 1100 SH SHR/OTHR 01 1100 D VULCAN MATLS CO COM 92916010 3135 36190 SH SHARED 02 36190 D VULCAN MATLS CO COM 92916010 563 6500 SH SHARED 06 6500 D VULCAN MATLS CO COM 92916010 2734 31554 SH SHARED 10 30400 1154 D VULCAN MATLS CO COM 92916010 6997 80756 SH SHARED 17 80456 300 D W & T OFFSHORE INC COM 92922P10 36 900 SH SHARED 900 D W & T OFFSHORE INC COM 92922P10 774 19220 SH SHARED 17 19220 D WCI CMNTYS INC NOTE 4.000% 8/1 92923CAK 339 299000 PRN SHARED 02 299000 D WCI CMNTYS INC COM 92923C10 101 3642 SH SHARED 3642 D WCI CMNTYS INC COM 92923C10 41 1500 SH SHARED 01 1500 D WCI CMNTYS INC COM 92923C10 676 24300 SH SHARED 02 24300 D WCI CMNTYS INC COM 92923C10 1196 43000 SH SHARED 10 43000 D WCI CMNTYS INC COM 92923C10 918 33000 SH SHARED 17 16400 16600 D WD-40 CO COM 92923610 37 1200 SH SHARED 1200 D WD-40 CO COM 92923610 18 600 SH SHARED 10 600 D WD-40 CO COM 92923610 237 7700 SH SHARED 17 7700 D WGL HLDGS INC COM 92924F10 452 14866 SH SHARED 14866 D WGL HLDGS INC COM 92924F10 498 16400 SH SHARED 01 16400 D WGL HLDGS INC COM 92924F10 514 16900 SH SHARED 02 16900 D WGL HLDGS INC COM 92924F10 33 1100 SH SHARED 10 1100 D WGL HLDGS INC COM 92924F10 678 22300 SH SHARED 17 22300 D W-H ENERGY SVCS INC COM 92925E10 3285 73854 SH SHARED 73854 D W-H ENERGY SVCS INC COM 92925E10 51 1150 SH SHR/OTHR 1150 D W-H ENERGY SVCS INC COM 92925E10 13 300 SH SHARED 01 300 D W-H ENERGY SVCS INC COM 92925E10 75 1700 SH SHARED 10 1700 D W-H ENERGY SVCS INC COM 92925E10 694 15600 SH SHARED 17 12700 2900 D W HLDG CO INC COM 92925110 57 7300 SH SHARED 7300 D W HLDG CO INC COM 92925110 7 936 SH SHARED 01 936 D W HLDG CO INC COM 92925110 5 647 SH SHARED 02 647 D W HLDG CO INC COM 92925110 238 30300 SH SHARED 10 30300 D W HLDG CO INC COM 92925110 314 40000 SH SHARED 17 40000 D WCA WASTE CORP COM 92926K10 8522 1219300 SH SHARED 17 1219300 D WMS INDS INC NOTE 2.750% 7/1 929297AE 5554 3500000 PRN SHARED 02 3500000 D WMS INDS INC COM 92929710 1742 57900 SH SHARED 57900 D WMS INDS INC COM 92929710 48 1600 SH SHARED 10 1600 D WMS INDS INC COM 92929710 589 19600 SH SHARED 17 17200 2400 D WPP GROUP PLC SPON ADR 0905 92930940 24559 409250 SH SHARED 409150 100 D WPP GROUP PLC SPON ADR 0905 92930940 22 375 SH SHARED 01 225 150 D WPP GROUP PLC SPON ADR 0905 92930940 1859 30985 SH SHARED 17 30985 D WPS RESOURCES CORP COM 92931B10 502 10200 SH SHARED 10200 D WPS RESOURCES CORP COM 92931B10 684 13900 SH SHARED 01 13900 D WPS RESOURCES CORP COM 92931B10 885 18000 SH SHARED 02 18000 D WPS RESOURCES CORP COM 92931B10 7850 159500 SH SHARED 17 159500 D WSFS FINL CORP COM 92932810 25 400 SH SHARED 400 D WSFS FINL CORP COM 92932810 69 1100 SH SHARED 01 1100 D WSFS FINL CORP COM 92932810 1281 20400 SH SHARED 10 20400 D WSFS FINL CORP COM 92932810 1118 17800 SH SHARED 17 2700 15100 D WABASH NATL CORP NOTE 3.250% 8/0 929566AD 10953 9500000 PRN SHARED 9500000 D WABASH NATL CORP NOTE 3.250% 8/0 929566AD 2421 2100000 PRN SHARED 02 2100000 D WABASH NATL CORP COM 92956610 39 2000 SH SHARED 2000 D WABASH NATL CORP COM 92956610 31 1600 SH SHARED 02 1600 D WABASH NATL CORP COM 92956610 276 14000 SH SHARED 17 14000 D WABTEC CORP COM 92974010 975 29920 SH SHARED 3100 26820 D WABTEC CORP COM 92974010 28811 883800 SH SHARED 06 883800 D WABTEC CORP COM 92974010 472 14500 SH SHARED 10 14500 D WABTEC CORP COM 92974010 2626 80571 SH SHARED 17 25471 55100 D WACHOVIA CORP 2ND NEW COM 92990310 156335 2789219 SH SHARED 2715439 73780 D WACHOVIA CORP 2ND NEW COM 92990310 2699 48163 SH SHR/OTHR 48163 D WACHOVIA CORP 2ND NEW COM 92990310 32489 579654 SH SHARED 01 169770 409884 D WACHOVIA CORP 2ND NEW COM 92990310 1656 29553 SH SHR/OTHR 01 29553 D WACHOVIA CORP 2ND NEW COM 92990310 34082 608074 SH SHARED 02 608074 D WACHOVIA CORP 2ND NEW COM 92990310 6167 110027 SH SHARED 04 110027 D WACHOVIA CORP 2ND NEW COM 92990310 10656 190127 SH SHARED 06 190127 D WACHOVIA CORP 2ND NEW COM 92990310 270898 4833166 SH SHARED 10 2545455 1571780 715931 D WACHOVIA CORP 2ND NEW COM 92990310 285 5100 SH SHR/OTHR 10 5100 D WACHOVIA CORP 2ND NEW COM 92990310 1376 24553 SH SHARED 14 24553 D WACHOVIA CORP 2ND NEW COM 92990310 3133 55900 SH SHARED 15 55900 D WACHOVIA CORP 2ND NEW COM 92990310 112667 2010127 SH SHARED 17 1963495 46632 D WADDELL & REED FINL INC CL A 93005910 29563 1279795 SH SHARED 1272200 7595 D WADDELL & REED FINL INC CL A 93005910 748 32416 SH SHARED 01 32416 D WADDELL & REED FINL INC CL A 93005910 732 31700 SH SHARED 02 31700 D WADDELL & REED FINL INC CL A 93005910 113 4900 SH SHARED 10 4900 D WADDELL & REED FINL INC CL A 93005910 810 35100 SH SHARED 17 30700 4400 D WAL MART STORES INC COM 93114210 4834 102345 SH SHARED 102345 D WAL MART STORES INC COM 93114210 670952 14203064 SH SHARED 14054341 148723 D WAL MART STORES INC COM 93114210 14827 313884 SH SHR/OTHR 313884 D WAL MART STORES INC COM 93114210 45961 972938 SH SHARED 01 112542 860396 D WAL MART STORES INC COM 93114210 5655 119728 SH SHR/OTHR 01 119728 D WAL MART STORES INC COM 93114210 192231 4069253 SH SHARED 02 4069253 D WAL MART STORES INC COM 93114210 892 18900 SH SHARED 04 18900 D WAL MART STORES INC COM 93114210 10895 230631 SH SHARED 06 230631 D WAL MART STORES INC COM 93114210 102673 2173451 SH SHARED 10 925439 912690 335322 D WAL MART STORES INC COM 93114210 3998 84641 SH SHARED 14 84641 D WAL MART STORES INC COM 93114210 850 18000 SH SHARED 15 18000 D WAL MART STORES INC COM 93114210 57941 1226529 SH SHARED 17 1198729 27800 D WAL MART STORES INC COM 93114210 69 1465 SH SHARED 19 1465 D WALGREEN CO COM 93142210 88017 2040744 SH SHARED 1910229 130515 D WALGREEN CO COM 93142210 6073 140808 SH SHR/OTHR 140808 D WALGREEN CO COM 93142210 13683 317273 SH SHARED 01 17427 299846 D WALGREEN CO COM 93142210 268 6218 SH SHR/OTHR 01 6218 D WALGREEN CO COM 93142210 28479 660317 SH SHARED 02 660317 D WALGREEN CO COM 93142210 2916 67621 SH SHARED 06 67621 D WALGREEN CO COM 93142210 88248 2046115 SH SHARED 10 492685 1274600 278830 D WALGREEN CO COM 93142210 357 8299 SH SHARED 14 8299 D WALGREEN CO COM 93142210 17682 409974 SH SHARED 17 398374 11600 D WALGREEN CO COM 93142210 43 1000 SH SHARED 19 1000 D WALTER INDS INC NOTE 3.750% 5/0 93317QAC 2832 750000 PRN SHARED 02 750000 D WALTER INDS INC COM 93317Q10 4393 65950 SH SHARED 65700 250 D WALTER INDS INC COM 93317Q10 1452 21800 SH SHARED 01 21800 D WALTER INDS INC COM 93317Q10 999 15000 SH SHARED 04 15000 D WALTER INDS INC COM 93317Q10 93 1400 SH SHARED 10 1400 D WALTER INDS INC COM 93317Q10 23710 355900 SH SHARED 17 340400 15500 D WARNACO GROUP INC COM NEW 93439040 74 3100 SH SHARED 3100 D WARNACO GROUP INC COM NEW 93439040 17 725 SH SHR/OTHR 01 725 D WARNACO GROUP INC COM NEW 93439040 2503 104300 SH SHARED 10 104300 D WARNACO GROUP INC COM NEW 93439040 669 27900 SH SHARED 17 23700 4200 D WARNER MUSIC GROUP CORP COM 93455010 71 3300 SH SHARED 02 3300 D WARNER MUSIC GROUP CORP COM 93455010 310 14300 SH SHARED 17 14300 D WARREN RES INC COM 93564A10 26 1800 SH SHARED 1800 D WARREN RES INC COM 93564A10 160 10800 SH SHARED 17 10800 D WARWICK VALLEY TEL CO COM 93675010 118 5508 SH SHARED 5508 D WASHINGTON FED INC COM 93882410 694 28710 SH SHARED 19600 9110 D WASHINGTON FED INC COM 93882410 642 26529 SH SHARED 01 26529 D WASHINGTON FED INC COM 93882410 938 38800 SH SHARED 02 38800 D WASHINGTON FED INC COM 93882410 201 8324 SH SHARED 14 8324 D WASHINGTON FED INC COM 93882410 278 11500 SH SHARED 17 11500 D WASHINGTON GROUP INTL INC COM NEW 93886220 1015 17693 SH SHARED 17693 D WASHINGTON GROUP INTL INC COM NEW 93886220 154 2700 SH SHARED 01 2700 D WASHINGTON GROUP INTL INC COM NEW 93886220 103 1800 SH SHARED 10 1800 D WASHINGTON GROUP INTL INC COM NEW 93886220 16177 281879 SH SHARED 17 279179 2700 D WASHINGTON MUT INC COM 93932210 93209 2187000 SH SHARED 2074734 112266 D WASHINGTON MUT INC COM 93932210 1713 40204 SH SHR/OTHR 40204 D WASHINGTON MUT INC COM 93932210 18032 423099 SH SHARED 01 170906 252193 D WASHINGTON MUT INC COM 93932210 957 22470 SH SHR/OTHR 01 22470 D WASHINGTON MUT INC COM 93932210 23314 547038 SH SHARED 02 547038 D WASHINGTON MUT INC COM 93932210 4653 109177 SH SHARED 06 109177 D WASHINGTON MUT INC COM 93932210 127148 2983295 SH SHARED 10 2283275 700020 D WASHINGTON MUT INC COM 93932210 196 4600 SH SHR/OTHR 10 4600 D WASHINGTON MUT INC COM 93932210 4347 102017 SH SHARED 14 102017 D WASHINGTON MUT INC COM 93932210 3823 89700 SH SHARED 15 89700 D WASHINGTON MUT INC COM 93932210 336084 7885600 SH SHARED 17 7832160 53440 D WASHINGTON POST CO CL B 93964010 1670 2150 SH SHARED 1400 750 D WASHINGTON POST CO CL B 93964010 1203 1550 SH SHR/OTHR 1550 D WASHINGTON POST CO CL B 93964010 2229 2870 SH SHARED 01 2870 D WASHINGTON POST CO CL B 93964010 2019 2600 SH SHARED 02 2600 D WASHINGTON POST CO CL B 93964010 132 170 SH SHARED 06 170 D WASHINGTON POST CO CL B 93964010 77 100 SH SHARED 10 100 D WASHINGTON POST CO CL B 93964010 77 100 SH SHARED 17 100 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 104 2868 SH SHARED 2800 68 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 79 2200 SH SHARED 01 2200 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1514 41700 SH SHARED 10 41700 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 38673 1064800 SH SHARED 11 1064800 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 2106 58000 SH SHARED 17 17300 40700 D WASHINGTON SVGBK FSB WALDRF COM 93969610 20 2445 SH SHARED 2445 D WASHINGTON TR BANCORP COM 94061010 96 3430 SH SHARED 900 2530 D WASHINGTON TR BANCORP COM 94061010 53 1900 SH SHARED 10 1900 D WASHINGTON TR BANCORP COM 94061010 193 6900 SH SHARED 17 4000 2900 D WASTE CONNECTIONS INC DBCV 5/0 941053AE 1741 1400000 PRN SHARED 02 1400000 D WASTE CONNECTIONS INC COM 94105310 13017 326999 SH SHARED 326999 D WASTE CONNECTIONS INC COM 94105310 111 2800 SH SHARED 01 2800 D WASTE CONNECTIONS INC COM 94105310 1445 36300 SH SHARED 02 36300 D WASTE CONNECTIONS INC COM 94105310 59 1500 SH SHARED 10 1500 D WASTE CONNECTIONS INC COM 94105310 2008 50450 SH SHARED 17 21550 28900 D WASTE INDUSTRIES USA INC COM 94105710 8 400 SH SHARED 400 D WASTE MGMT INC DEL COM 94106L10 48414 1371511 SH SHARED 1325831 45680 D WASTE MGMT INC DEL COM 94106L10 3699 104800 SH SHARED 01 104800 D WASTE MGMT INC DEL COM 94106L10 30 870 SH SHR/OTHR 01 870 D WASTE MGMT INC DEL COM 94106L10 7019 198842 SH SHARED 02 198842 D WASTE MGMT INC DEL COM 94106L10 6132 173739 SH SHARED 06 173739 D WASTE MGMT INC DEL COM 94106L10 4767 135066 SH SHARED 10 135066 D WASTE MGMT INC DEL COM 94106L10 1920 54417 SH SHARED 14 54417 D WASTE MGMT INC DEL COM 94106L10 8638 244704 SH SHARED 17 227004 17700 D WASTE SERVICES INC DEL COM 94107510 13 4300 SH SHARED 4300 D WASTE SERVICES INC DEL COM 94107510 61 19400 SH SHARED 17 19400 D WATCHGUARD TECHNOLOGIES INC COM 94110510 178 34997 SH SHARED 34997 D WATER PIK TECHNOLOGIES INC COM 94113U10 24 900 SH SHARED 900 D WATER PIK TECHNOLOGIES INC COM 94113U10 85 3100 SH SHARED 17 3100 D WATERS CORP COM 94184810 26184 606821 SH SHARED 603211 3610 D WATERS CORP COM 94184810 1462 33900 SH SHARED 01 33900 D WATERS CORP COM 94184810 1536 35606 SH SHARED 02 35606 D WATERS CORP COM 94184810 319 7410 SH SHARED 06 7410 D WATERS CORP COM 94184810 9190 212995 SH SHARED 10 211900 1095 D WATERS CORP COM 94184810 254 5890 SH SHARED 14 5890 D WATERS CORP COM 94184810 2179 50505 SH SHARED 17 49505 1000 D WATSCO INC COM 94262220 1868 26300 SH SHARED 26300 D WATSCO INC COM 94262220 113 1600 SH SHARED 01 1600 D WATSCO INC COM 94262220 42 600 SH SHARED 02 600 D WATSCO INC COM 94262220 99 1400 SH SHARED 10 1400 D WATSCO INC COM 94262220 1112 15653 SH SHARED 17 13953 1700 D WATSON PHARMACEUTICALS INC COM 94268310 7190 250197 SH SHARED 250197 D WATSON PHARMACEUTICALS INC COM 94268310 1165 40545 SH SHARED 01 6345 34200 D WATSON PHARMACEUTICALS INC COM 94268310 1181 41120 SH SHARED 02 41120 D WATSON PHARMACEUTICALS INC COM 94268310 81 2850 SH SHARED 06 2850 D WATSON PHARMACEUTICALS INC COM 94268310 497 17300 SH SHARED 10 17300 D WATSON PHARMACEUTICALS INC COM 94268310 2692 93700 SH SHARED 14 93700 D WATSON PHARMACEUTICALS INC COM 94268310 3502 121881 SH SHARED 17 92181 29700 D WATSON WYATT WORLDWIDE INC CL A 94271210 91 2800 SH SHARED 2800 D WATSON WYATT WORLDWIDE INC CL A 94271210 13 400 SH SHARED 01 400 D WATSON WYATT WORLDWIDE INC CL A 94271210 540 16600 SH SHARED 17 16600 D WATTS WATER TECHNOLOGIES INC CL A 94274910 13075 359800 SH SHARED 359800 D WATTS WATER TECHNOLOGIES INC CL A 94274910 1456 40075 SH SHARED 01 39700 375 D WATTS WATER TECHNOLOGIES INC CL A 94274910 35 975 SH SHR/OTHR 01 975 D WATTS WATER TECHNOLOGIES INC CL A 94274910 6395 176000 SH SHARED 10 176000 D WATTS WATER TECHNOLOGIES INC CL A 94274910 20153 554580 SH SHARED 17 554580 D WAUSAU PAPER CORP COM 94331510 491 34700 SH SHARED 34700 D WAUSAU PAPER CORP COM 94331510 276 19480 SH SHARED 17 19480 D WAUWATOSA HLDGS INC COM 94348P10 10 800 SH SHARED 800 D WAUWATOSA HLDGS INC COM 94348P10 0 20 SH SHARED 17 20 D WEBEX COMMUNICATIONS INC COM 94767L10 316 9393 SH SHARED 9393 D WEBEX COMMUNICATIONS INC COM 94767L10 289 8600 SH SHARED 01 8600 D WEBEX COMMUNICATIONS INC COM 94767L10 1164 34600 SH SHARED 10 34600 D WEBEX COMMUNICATIONS INC COM 94767L10 1491 44300 SH SHARED 17 12200 32100 D WEBMETHODS INC COM 94768C10 3124 371131 SH SHARED 371131 D WEBMETHODS INC COM 94768C10 35 4200 SH SHARED 01 4200 D WEBMETHODS INC COM 94768C10 186 22200 SH SHARED 17 22200 D WEBSENSE INC COM 94768410 1536 55700 SH SHARED 55700 D WEBSENSE INC COM 94768410 546 19800 SH SHARED 01 19800 D WEBSENSE INC COM 94768410 1169 42400 SH SHARED 10 42400 D WEBSENSE INC COM 94768410 1715 62200 SH SHARED 17 18400 43800 D WEBSIDESTORY INC COM 94768510 58 3400 SH SHARED 3400 D WEBSIDESTORY INC COM 94768510 99 5800 SH SHARED 17 5800 D WEBMD CORP NOTE 1.750% 6/1 94769MAE 1077 1182000 PRN SHARED 02 1182000 D WEBMD HEALTH CORP CL A 94770V10 187 4500 SH SHARED 500 4000 D WEBMD HEALTH CORP CL A 94770V10 4 100 SH SHARED 01 100 D WEBMD HEALTH CORP CL A 94770V10 162 3900 SH SHARED 17 3900 D WEBSTER FINL CORP CONN COM 94789010 581 12000 SH SHARED 12000 D WEBSTER FINL CORP CONN COM 94789010 925 19100 SH SHARED 01 19100 D WEBSTER FINL CORP CONN COM 94789010 1153 23800 SH SHARED 02 23800 D WEBSTER FINL CORP CONN COM 94789010 43 900 SH SHARED 17 900 D WEBZEN INC SPONSORED ADR 94846M10 7 1102 SH SHARED 1102 D WEIGHT WATCHERS INTL INC NEW COM 94862610 107 2100 SH SHARED 1900 200 D WEIGHT WATCHERS INTL INC NEW COM 94862610 654 12730 SH SHARED 01 8705 4025 D WEIGHT WATCHERS INTL INC NEW COM 94862610 13 255 SH SHR/OTHR 01 255 D WEIGHT WATCHERS INTL INC NEW COM 94862610 215 4200 SH SHARED 02 4200 D WEIGHT WATCHERS INTL INC NEW COM 94862610 15 300 SH SHARED 10 300 D WEIGHT WATCHERS INTL INC NEW COM 94862610 35 700 SH SHARED 17 700 D WEINGARTEN RLTY INVS SH BEN INT 94874110 737 18100 SH SHARED 18100 D WEINGARTEN RLTY INVS SH BEN INT 94874110 55 1350 SH SHR/OTHR 1350 D WEINGARTEN RLTY INVS SH BEN INT 94874110 1344 33000 SH SHARED 01 33000 D WEINGARTEN RLTY INVS SH BEN INT 94874110 1506 36967 SH SHARED 02 36967 D WEINGARTEN RLTY INVS SH BEN INT 94874110 65 1600 SH SHARED 10 1600 D WEINGARTEN RLTY INVS SH BEN INT 94874110 7294 179000 SH SHARED 11 179000 D WEINGARTEN RLTY INVS SH BEN INT 94874110 73 1797 SH SHARED 14 1797 D WEINGARTEN RLTY INVS SH BEN INT 94874110 815 20000 SH SHARED 17 20000 D WEIS MKTS INC COM 94884910 49 1100 SH SHARED 1100 D WEIS MKTS INC COM 94884910 98 2200 SH SHARED 10 2200 D WEIS MKTS INC COM 94884910 182 4100 SH SHARED 17 4100 D WELLCARE HEALTH PLANS INC COM 94946T10 17498 385100 SH SHARED 385100 D WELLCARE HEALTH PLANS INC COM 94946T10 168 3700 SH SHARED 01 3700 D WELLCARE HEALTH PLANS INC COM 94946T10 109 2400 SH SHARED 02 2400 D WELLCARE HEALTH PLANS INC COM 94946T10 908 20000 SH SHARED 04 20000 D WELLCARE HEALTH PLANS INC COM 94946T10 7184 158100 SH SHARED 10 98200 59900 D WELLCARE HEALTH PLANS INC COM 94946T10 354 7800 SH SHARED 14 7800 D WELLCARE HEALTH PLANS INC COM 94946T10 2131 46900 SH SHARED 17 12200 34700 D WELLMAN INC COM 94970210 13 2200 SH SHARED 2200 D WELLMAN INC COM 94970210 0 100 SH SHARED 02 100 D WELLMAN INC COM 94970210 95 15000 SH SHARED 17 15000 D WELLPOINT INC COM 94973V10 78 1020 SH SHARED 1020 D WELLPOINT INC COM 94973V10 107679 1390669 SH SHARED 1351572 39097 D WELLPOINT INC COM 94973V10 232 3000 SH SHR/OTHR 3000 D WELLPOINT INC COM 94973V10 17108 220948 SH SHARED 01 70198 150750 D WELLPOINT INC COM 94973V10 17873 230833 SH SHARED 02 230833 D WELLPOINT INC COM 94973V10 5440 70267 SH SHARED 04 67000 3267 D WELLPOINT INC COM 94973V10 1622 20960 SH SHARED 05 20960 D WELLPOINT INC COM 94973V10 13310 171902 SH SHARED 06 171902 D WELLPOINT INC COM 94973V10 75381 973548 SH SHARED 10 422422 542440 8686 D WELLPOINT INC COM 94973V10 869 11230 SH SHARED 14 11230 D WELLPOINT INC COM 94973V10 24693 318912 SH SHARED 17 313412 5500 D WELLPOINT INC COM 94973V10 9824 126876 SH SHARED 19 126876 D WELLS FARGO & CO NEW DBCV 5/0 949746FA 79023 79500000 PRN SHARED 79500000 D WELLS FARGO & CO NEW DBCV 5/0 949746FA 24965 25116000 PRN SHARED 02 25116000 D WELLS FARGO & CO NEW DBCV 5/0 949746FA 2435 2450000 PRN SHARED 06 2450000 D WELLS FARGO & CO NEW COM 94974610 344653 5396175 SH SHARED 5117705 278470 D WELLS FARGO & CO NEW COM 94974610 14417 225731 SH SHR/OTHR 225731 D WELLS FARGO & CO NEW COM 94974610 54335 850713 SH SHARED 01 214668 636045 D WELLS FARGO & CO NEW COM 94974610 4677 73242 SH SHR/OTHR 01 73242 D WELLS FARGO & CO NEW COM 94974610 44616 698547 SH SHARED 02 697047 1500 D WELLS FARGO & CO NEW COM 94974610 3651 57164 SH SHARED 04 57164 D WELLS FARGO & CO NEW COM 94974610 7772 121690 SH SHARED 06 121690 D WELLS FARGO & CO NEW COM 94974610 338129 5294020 SH SHARED 10 2855085 1381520 1057415 D WELLS FARGO & CO NEW COM 94974610 351 5500 SH SHR/OTHR 10 5500 D WELLS FARGO & CO NEW COM 94974610 3229 50556 SH SHARED 14 50556 D WELLS FARGO & CO NEW COM 94974610 6415 100450 SH SHARED 15 100450 D WELLS FARGO & CO NEW COM 94974610 64895 1016053 SH SHARED 17 905503 110550 D WELLS FARGO & CO NEW COM 94974610 15 245 SH SHARED 19 245 D WELLSFORD REAL PPTYS INC COM NEW 95024020 110 13983 SH SHARED 13983 D WENDYS INTL INC COM 95059010 178697 2879431 SH SHARED 2879431 D WENDYS INTL INC COM 95059010 1793 28900 SH SHARED 01 28900 D WENDYS INTL INC COM 95059010 2563 41300 SH SHARED 02 41300 D WENDYS INTL INC COM 95059010 484 7810 SH SHARED 06 7810 D WENDYS INTL INC COM 95059010 3490 56236 SH SHARED 10 55000 1236 D WENDYS INTL INC COM 95059010 3077 49591 SH SHARED 17 49391 200 D WERNER ENTERPRISES INC COM 95075510 277 15100 SH SHARED 15100 D WERNER ENTERPRISES INC COM 95075510 374 20375 SH SHARED 01 20375 D WERNER ENTERPRISES INC COM 95075510 740 40309 SH SHARED 02 40309 D WERNER ENTERPRISES INC COM 95075510 492 26800 SH SHARED 17 26800 D WESBANCO INC COM 95081010 49 1500 SH SHARED 1500 D WESBANCO INC COM 95081010 3 100 SH SHARED 01 100 D WESBANCO INC COM 95081010 603 18400 SH SHARED 10 18400 D WESBANCO INC COM 95081010 390 11900 SH SHARED 17 8500 3400 D WESCO FINL CORP COM 95081710 119 300 SH SHARED 300 D WESCO FINL CORP COM 95081710 39 100 SH SHARED 02 100 D WESCO INTL INC COM 95082P10 11024 162100 SH SHARED 162100 D WESCO INTL INC COM 95082P10 163 2409 SH SHR/OTHR 01 2409 D WESCO INTL INC COM 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D WILLIAMS COS INC DEL COM 96945710 21 1000 SH SHR/OTHR 01 1000 D WILLIAMS COS INC DEL COM 96945710 7881 368447 SH SHARED 02 368447 D WILLIAMS COS INC DEL COM 96945710 786 36760 SH SHARED 06 36760 D WILLIAMS COS INC DEL COM 96945710 192 9006 SH SHARED 10 9006 D WILLIAMS COS INC DEL COM 96945710 34 1625 SH SHARED 14 1625 D WILLIAMS COS INC DEL COM 96945710 4988 233210 SH SHARED 17 225810 7400 D WILLIAMS CLAYTON ENERGY INC COM 96949010 20 500 SH SHARED 500 D WILLIAMS CLAYTON ENERGY INC COM 96949010 257 6300 SH SHARED 10 6300 D WILLIAMS CLAYTON ENERGY INC COM 96949010 122 3000 SH SHARED 17 3000 D WILLIAMS PARTNERS L P COM UNIT L P 96950F10 2127 65000 SH SHARED 65000 D WILLIAMS SCOTSMAN INTL INC COM 96950G10 27 1100 SH SHARED 1100 D WILLIAMS SCOTSMAN INTL INC COM 96950G10 192 7700 SH SHARED 17 7700 D WILLIAMS SONOMA INC COM 96990410 1102 26000 SH SHARED 26000 D WILLIAMS SONOMA INC COM 96990410 678 16000 SH SHR/OTHR 16000 D WILLIAMS SONOMA INC COM 96990410 1916 45200 SH SHARED 01 45200 D 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SHR/OTHR 01 1000 D XCEL ENERGY INC COM 98389B10 3559 196128 SH SHARED 02 196128 D XCEL ENERGY INC COM 98389B10 15 830 SH SHARED 04 830 D XCEL ENERGY INC COM 98389B10 498 27450 SH SHARED 06 27450 D XCEL ENERGY INC COM 98389B10 123 6810 SH SHARED 10 1040 5770 D XCEL ENERGY INC COM 98389B10 50 2800 SH SHARED 14 2800 D XCEL ENERGY INC COM 98389B10 4502 248098 SH SHARED 17 242898 5200 D XILINX INC COM 98391910 58004 2278271 SH SHARED 2233231 45040 D XILINX INC COM 98391910 10 400 SH SHR/OTHR 400 D XILINX INC COM 98391910 2007 78850 SH SHARED 01 78850 D XILINX INC COM 98391910 45 1800 SH SHR/OTHR 01 1800 D XILINX INC COM 98391910 3779 148458 SH SHARED 02 148458 D XILINX INC COM 98391910 1025 40280 SH SHARED 06 40280 D XILINX INC COM 98391910 140 5525 SH SHARED 10 5525 D XILINX INC COM 98391910 1442 56672 SH SHARED 14 56672 D XILINX INC COM 98391910 3581 140659 SH SHARED 17 137059 3600 D XENOPORT INC COM 98411C10 9 400 SH SHARED 400 D XENOPORT INC COM 98411C10 11 520 SH SHARED 17 520 D XEROX CORP COM 98412110 28534 1877266 SH SHARED 1876966 300 D XEROX CORP COM 98412110 27 1800 SH SHR/OTHR 1800 D XEROX CORP COM 98412110 3391 223103 SH SHARED 01 223103 D XEROX CORP COM 98412110 30 2000 SH SHR/OTHR 01 2000 D XEROX CORP COM 98412110 8089 532189 SH SHARED 02 532189 D XEROX CORP COM 98412110 1035 68142 SH SHARED 06 68142 D XEROX CORP COM 98412110 362 23845 SH SHARED 10 17300 6545 D XEROX CORP COM 98412110 146 9643 SH SHARED 14 9643 D XEROX CORP COM 98412110 5959 392049 SH SHARED 17 383249 8800 D XEROX CORP PFD CONV SER C 98412150 9395 75000 SH SHARED 75000 D XEROX CORP PFD CONV SER C 98412150 56968 454762 SH SHARED 02 454762 D XERIUM TECHNOLOGIES INC COM 98416J10 9 1000 SH SHARED 1000 D XERIUM TECHNOLOGIES INC COM 98416J10 45 4800 SH SHARED 10 4800 D XERIUM TECHNOLOGIES INC COM 98416J10 27 2967 SH SHARED 17 2967 D YRC WORLDWIDE INC COM 98424910 13878 364642 SH SHARED 364642 D YRC WORLDWIDE INC COM 98424910 521 13697 SH SHARED 01 13697 D YRC WORLDWIDE INC COM 98424910 3335 87631 SH SHARED 02 87631 D YRC WORLDWIDE INC COM 98424910 1772 46563 SH SHARED 10 6063 40500 D YRC WORLDWIDE INC COM 98424910 487 12800 SH SHARED 17 5300 7500 D YAHOO INC FRNT 4/0 984332AB 24000 15000000 PRN SHARED 15000000 D YAHOO INC FRNT 4/0 984332AB 28428 17768000 PRN SHARED 02 17406000 362000 D YAHOO INC FRNT 4/0 984332AB 91200 57000000 PRN SHARED 04 57000000 D YAHOO INC COM 98433210 284254 8811364 SH SHARED 8772929 38435 D YAHOO INC COM 98433210 220 6825 SH SHR/OTHR 6825 D YAHOO INC COM 98433210 9809 304084 SH SHARED 01 450 303634 D YAHOO INC COM 98433210 61 1900 SH SHR/OTHR 01 1900 D YAHOO INC COM 98433210 28541 884731 SH SHARED 02 878731 6000 D YAHOO INC COM 98433210 15433 478400 SH SHARED 04 476400 2000 D YAHOO INC COM 98433210 11580 358975 SH SHARED 06 358975 D YAHOO INC COM 98433210 108034 3348880 SH SHARED 10 2054510 924550 369820 D YAHOO INC COM 98433210 908 28157 SH SHARED 14 28157 D YAHOO INC COM 98433210 3226 100000 SH SHARED 15 100000 D YAHOO INC COM 98433210 26505 821625 SH SHARED 17 807725 13900 D YAMANA GOLD INC COM 98462Y10 101 11000 SH SHARED 01 7500 3500 D YANKEE CANDLE INC COM 98475710 705 25794 SH SHARED 25794 D YANKEE CANDLE INC COM 98475710 24 900 SH SHARED 01 900 D YANKEE CANDLE INC COM 98475710 93 3400 SH SHARED 02 3400 D YANKEE CANDLE INC COM 98475710 656 24000 SH SHARED 10 24000 D YANKEE CANDLE INC COM 98475710 2543 92948 SH SHARED 17 35148 57800 D YARDVILLE NATL BANCORP COM 98502110 22 600 SH SHARED 600 D YARDVILLE NATL BANCORP COM 98502110 33 900 SH SHARED 01 900 D YARDVILLE NATL BANCORP COM 98502110 246 6700 SH SHARED 17 4900 1800 D YELLOW CORP NOTE 3.375%11/2 985509AQ 2744 2756000 PRN SHARED 02 2756000 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 116431 92700000 PRN SHARED 92700000 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 19593 15600000 PRN SHARED 02 5600000 10000000 D YELLOW ROADWAY CORP NOTE 3.375%11/2 985577AB 36140 32500000 PRN SHARED 32500000 D YORK WTR CO COM 98718410 589 22393 SH SHARED 01 22393 D YOUNG INNOVATIONS INC COM 98752010 14 400 SH SHARED 400 D YOUNG INNOVATIONS INC COM 98752010 40 1100 SH SHARED 17 1100 D YUM BRANDS INC COM 98849810 25742 526865 SH SHARED 479935 46930 D YUM BRANDS INC COM 98849810 1310 26822 SH SHR/OTHR 26822 D YUM BRANDS INC COM 98849810 7727 158160 SH SHARED 01 10690 147470 D YUM BRANDS INC COM 98849810 641 13130 SH SHR/OTHR 01 13130 D YUM BRANDS INC COM 98849810 4719 96600 SH SHARED 02 96600 D YUM BRANDS INC COM 98849810 930 19037 SH SHARED 06 19037 D YUM BRANDS INC COM 98849810 17709 362448 SH SHARED 10 362448 D YUM BRANDS INC COM 98849810 397 8130 SH SHARED 14 8130 D YUM BRANDS INC COM 98849810 6119 125238 SH SHARED 17 124738 500 D ZALE CORP NEW COM 98885810 283 10100 SH SHARED 10100 D ZALE CORP NEW COM 98885810 5 200 SH SHARED 01 200 D ZALE CORP NEW COM 98885810 19 707 SH SHR/OTHR 01 707 D ZALE CORP NEW COM 98885810 58 2100 SH SHARED 10 2100 D ZALE CORP NEW COM 98885810 933 33300 SH SHARED 17 30200 3100 D ZEBRA TECHNOLOGIES CORP CL A 98920710 894 20000 SH SHARED 20000 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1292 28900 SH SHARED 01 28900 D ZEBRA TECHNOLOGIES CORP CL A 98920710 34 770 SH SHR/OTHR 01 770 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1408 31500 SH SHARED 02 31500 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1650 36897 SH SHARED 10 36897 D ZENITH NATL INS CORP COM 98939010 81 1700 SH SHARED 1700 D ZENITH NATL INS CORP COM 98939010 101 2100 SH SHARED 02 2100 D ZENITH NATL INS CORP COM 98939010 4579 95150 SH SHARED 10 95150 D ZENITH NATL INS CORP COM 98939010 2247 46700 SH SHARED 17 22750 23950 D ZENIX INCOME FD INC COM 98941410 13 4576 SH SHARED 4576 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 423 158194 SH SHARED 158194 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 88 33085 SH SHARED 17 33085 D ZIMMER HLDGS INC COM 98956P10 172570 2552812 SH SHARED 2481410 71402 D ZIMMER HLDGS INC COM 98956P10 17916 265042 SH SHR/OTHR 265042 D ZIMMER HLDGS INC COM 98956P10 9838 145545 SH SHARED 01 37263 108282 D ZIMMER HLDGS INC COM 98956P10 771 11419 SH SHR/OTHR 01 11419 D ZIMMER HLDGS INC COM 98956P10 5713 84512 SH SHARED 02 84512 D ZIMMER HLDGS INC COM 98956P10 2298 34000 SH SHARED 04 34000 D ZIMMER HLDGS INC COM 98956P10 2290 33878 SH SHARED 06 33878 D ZIMMER HLDGS INC COM 98956P10 95586 1414008 SH SHARED 10 576931 689670 147407 D ZIMMER HLDGS INC COM 98956P10 216 3200 SH SHARED 14 3200 D ZIMMER HLDGS INC COM 98956P10 2174 32170 SH SHARED 15 32170 D ZIMMER HLDGS INC COM 98956P10 7815 115617 SH SHARED 17 112017 3600 D ZIONS BANCORPORATION COM 98970110 18124 219086 SH SHARED 219086 D ZIONS BANCORPORATION COM 98970110 1695 20500 SH SHARED 01 20500 D ZIONS BANCORPORATION COM 98970110 3190 38563 SH SHARED 02 36093 2470 D ZIONS BANCORPORATION COM 98970110 1632 19732 SH SHARED 06 19732 D ZIONS BANCORPORATION COM 98970110 52496 634549 SH SHARED 10 124660 509100 789 D ZIONS BANCORPORATION COM 98970110 4463 53948 SH SHARED 17 44551 9397 D ZIX CORP COM 98974P10 38 26646 SH SHARED 26646 D ZIX CORP COM 98974P10 0 100 SH SHARED 02 100 D ZIPREALTY INC COM 98974V10 4 500 SH SHARED 500 D ZIPREALTY INC COM 98974V10 30 3500 SH SHARED 17 3500 D ZORAN CORP COM 98975F10 65 3000 SH SHARED 3000 D ZORAN CORP COM 98975F10 141 6451 SH SHARED 01 6451 D ZORAN CORP COM 98975F10 72 3300 SH SHARED 10 3300 D ZORAN CORP COM 98975F10 6922 316365 SH SHARED 17 311165 5200 D ZOLTEK COS INC COM 98975W10 20 900 SH SHARED 900 D ZOLTEK COS INC COM 98975W10 150 6600 SH SHARED 17 6600 D ZUMIEZ INC COM 98981710 18 300 SH SHARED 300 D ZUMIEZ INC COM 98981710 2670 43700 SH SHARED 17 43700 D ZWEIG FD COM 98983410 2391 434866 SH SHARED 434866 D ZWEIG TOTAL RETURN FD INC COM 98983710 5436 1121026 SH SHARED 1121026 D ZYMOGENETICS INC COM 98985T10 43 2000 SH SHARED 2000 D ZYMOGENETICS INC COM 98985T10 227 10500 SH SHARED 17 10500 D ZYGO CORP COM 98985510 39 2400 SH SHARED 01 2400 D ZOLL MED CORP COM 98992210 18 700 SH SHARED 700 D ZOLL MED CORP COM 98992210 47 1800 SH SHARED 10 1800 D ZOLL MED CORP COM 98992210 231 8800 SH SHARED 17 5900 2900 S REPORT SUMMARY 16942 DATA RECORDS 172669069 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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