-----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, H7o1xb6VkHa3ioJDhCFqgRnfPDUBrL2X/Iw8qmOxCUwh4WuZWw/GCYApftP0v4Ti e7OKduTefPUaUOQw2/Spgw== 0000948046-05-000169.txt : 20050817 0000948046-05-000169.hdr.sgml : 20050817 20050817125647 ACCESSION NUMBER: 0000948046-05-000169 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050630 FILED AS OF DATE: 20050817 DATE AS OF CHANGE: 20050817 EFFECTIVENESS DATE: 20050817 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: 051032794 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 taperept0605a.txt 13F AMENDMENT 06-30-05 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: JUNE 30, 2005 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 Ruiz Title: Vice President Phone: 212-250-3667 Signature, Place, and Date of Signing: Jeffrey Ruiz New York, New York AUGUST 17, 2005 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: 18069 Form 13F Information Table Value Total: 183345838 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.) 03 28-03576 Deutsche Trust Bank, Japan 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 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 4811008118761006 SH SHARED 118374940 386066 D DAIMLERCHRYSLER AG ORD D1668R12 1177 29065 SH SHARED 01 29065 D DAIMLERCHRYSLER AG ORD D1668R12 15 379 SH SHR/OTHR 01 379 D DAIMLERCHRYSLER AG ORD D1668R12 20329 501839 SH SHARED 02 501839 D DAIMLERCHRYSLER AG ORD D1668R12 218677 5398111 SH SHARED 04 5377051 21060 D DAIMLERCHRYSLER AG ORD D1668R12 380 9392 SH SHARED 05 292 9100 D DAIMLERCHRYSLER AG ORD D1668R12 106673 2633272 SH SHARED 06 2633272 D DAIMLERCHRYSLER AG ORD D1668R12 50 1236 SH SHARED 10 1236 D DAIMLERCHRYSLER AG ORD D1668R12 4955 122318 SH SHARED 14 122318 D DAIMLERCHRYSLER AG ORD D1668R12 6231 153822 SH SHARED 17 153822 D DEUTSCHE BANK AG NAMEN ORD D1819089 0 10 SH SHARED 10 D DEUTSCHE BANK AG NAMEN ORD D1819089 3275009 42041203 SH SHARED 37587322 4453881 D DEUTSCHE BANK AG NAMEN ORD D1819089 442 5680 SH SHARED 01 5680 D DEUTSCHE BANK AG NAMEN ORD D1819089 62 802 SH SHR/OTHR 01 802 D DEUTSCHE BANK AG NAMEN ORD D1819089 10695 137304 SH SHARED 02 137304 D DEUTSCHE BANK AG NAMEN ORD D1819089 566925 7277597 SH SHARED 04 7188228 89369 D DEUTSCHE BANK AG NAMEN ORD D1819089 23035 295712 SH SHARED 05 287302 8410 D DEUTSCHE BANK AG NAMEN ORD D1819089 240772 3090797 SH SHARED 06 3090797 D DEUTSCHE BANK AG NAMEN ORD D1819089 1008 12952 SH SHARED 10 12952 D DEUTSCHE BANK AG NAMEN ORD D1819089 8482 108894 SH SHARED 14 108894 D DEUTSCHE BANK AG NAMEN ORD D1819089 4424 56800 SH SHARED 15 56800 D DEUTSCHE BANK AG NAMEN ORD D1819089 608 7807 SH SHARED 17 7807 D TELVENT GIT SA SHS E9021510 763 74146 SH SHARED 74146 D ACE LTD ORD G0070K10 35233 785595 SH SHARED 776395 9200 D ACE LTD ORD G0070K10 2406 53667 SH SHARED 01 2280 51387 D ACE LTD ORD G0070K10 542 12088 SH SHR/OTHR 01 12088 D ACE LTD ORD G0070K10 3536 78853 SH SHARED 02 78853 D ACE LTD ORD G0070K10 1794 40000 SH SHARED 04 40000 D ACE LTD ORD G0070K10 13 300 SH SHARED 05 300 D ACE LTD ORD G0070K10 2690 59988 SH SHARED 06 59988 D ACE LTD ORD G0070K10 4220 94095 SH SHARED 10 70540 23555 D ACE LTD ORD G0070K10 528 11782 SH SHARED 14 11782 D ACE LTD ORD G0070K10 5399 120384 SH SHARED 17 120384 D AMDOCS LTD ORD G0260210 3216 121700 SH SHARED 121700 D AMDOCS LTD ORD G0260210 267 10107 SH SHR/OTHR 01 10107 D AMDOCS LTD ORD G0260210 1641 62100 SH SHARED 02 62100 D ARCH CAP GROUP LTD ORD G0450A10 2021 44883 SH SHARED 44883 D ARCH CAP GROUP LTD ORD G0450A10 108 2400 SH SHR/OTHR 01 2400 D ARCH CAP GROUP LTD ORD G0450A10 58 1300 SH SHARED 02 1300 D ARLINGTON TANKERS LTD COM G0489910 16 762 SH SHARED 762 D ARLINGTON TANKERS LTD COM G0489910 54 2500 SH SHARED 02 2500 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 19531 708700 SH SHARED 02 696900 11800 D ASSURED GUARANTY LTD COM G0585R10 18980 812500 SH SHARED 812500 D AXIS CAPITAL HOLDINGS SHS G0692U10 123 4360 SH SHR/OTHR 01 4360 D AXIS CAPITAL HOLDINGS SHS G0692U10 4674 165170 SH SHARED 04 165170 D AXIS CAPITAL HOLDINGS SHS G0692U10 20 710 SH SHARED 05 710 D AXIS CAPITAL HOLDINGS SHS G0692U10 97 3437 SH SHARED 06 3437 D AXIS CAPITAL HOLDINGS SHS G0692U10 2705 95593 SH SHARED 14 95593 D AXIS CAPITAL HOLDINGS SHS G0692U10 7075 250000 SH SHARED 17 250000 D ACCENTURE LTD BERMUDA CL A G1150G11 5282 233000 SH SHARED 224600 8400 D ACCENTURE LTD BERMUDA CL A G1150G11 2003 88382 SH SHARED 01 29015 59367 D ACCENTURE LTD BERMUDA CL A G1150G11 355 15685 SH SHR/OTHR 01 15685 D ACCENTURE LTD BERMUDA CL A G1150G11 2121 93600 SH SHARED 02 93600 D ACCENTURE LTD BERMUDA CL A G1150G11 111248 4907319 SH SHARED 10 1594104 3002300 310915 D ACCENTURE LTD BERMUDA CL A G1150G11 529 23340 SH SHR/OTHR 10 23340 D ACCENTURE LTD BERMUDA CL A G1150G11 345 15225 SH SHARED 14 15225 D BUNGE LIMITED COM G1696210 38 600 SH SHARED 600 D BUNGE LIMITED COM G1696210 120 1900 SH SHARED 01 1900 D BUNGE LIMITED COM G1696210 177 2800 SH SHR/OTHR 01 2800 D BUNGE LIMITED COM G1696210 795 12540 SH SHARED 02 12540 D BUNGE LIMITED COM G1696210 467 7381 SH SHARED 14 7381 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 53 1100 SH SHARED 02 1100 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 6047 125000 SH SHARED 04 125000 D CDC CORP SHS A G2022L10 416 145012 SH SHARED 145012 D CDC CORP SHS A G2022L10 1 500 SH SHR/OTHR 01 500 D CHINA YUCHAI INTL LTD COM G2108210 310 25561 SH SHARED 25561 D CHINA YUCHAI INTL LTD COM G2108210 455 37500 SH SHR/OTHR 01 37500 D CHIPMOS TECH BERMUDA LTD SHS G2110R10 50 7700 SH SHARED 7700 D COOPER INDS LTD CL A G2418210 13674 213994 SH SHARED 212394 1600 D COOPER INDS LTD CL A G2418210 1145 17919 SH SHARED 01 17919 D COOPER INDS LTD CL A G2418210 347 5441 SH SHR/OTHR 01 5441 D COOPER INDS LTD CL A G2418210 2107 32987 SH SHARED 02 32987 D COOPER INDS LTD CL A G2418210 1960 30688 SH SHARED 10 30500 188 D COOPER INDS LTD CL A G2418210 958 15000 SH SHARED 14 15000 D COOPER INDS LTD CL A G2418210 83 1300 SH SHARED 17 1300 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 1301 34400 SH SHARED 34400 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 102 2700 SH SHARED 02 2700 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 9050 239300 SH SHARED 17 239300 D ASA BERMUDA LIMITED COM G3156P10 1700 43792 SH SHARED 42792 1000 D EVEREST RE GROUP LTD COM G3223R10 204 2200 SH SHARED 2200 D EVEREST RE GROUP LTD COM G3223R10 585 6300 SH SHARED 6300 D EVEREST RE GROUP LTD COM G3223R10 1806 19429 SH SHARED 01 19429 D EVEREST RE GROUP LTD COM G3223R10 1751 18834 SH SHARED 02 18834 D EVEREST RE GROUP LTD COM G3223R10 788 8475 SH SHARED 10 8475 D EVEREST RE GROUP LTD COM G3223R10 306 3291 SH SHARED 14 3291 D FOSTER WHEELER LTD *W EXP 09/24/200 G3653511 18 20000 SH SHARED 20000 D FOSTER WHEELER LTD *W EXP 09/24/200 G3653511 0 1 SH SHARED 01 1 D FOSTER WHEELER LTD *W EXP 09/24/200 G3653511 1 1600 SH SHARED 10 1600 D FOSTER WHEELER LTD *W EXP 09/24/200 G3653512 3690 200000 SH SHARED 02 200000 D FOSTER WHEELER LTD SHS NEW G3653513 48 2475 SH SHARED 2475 D FOSTER WHEELER LTD SHS NEW G3653513 3293 167500 SH SHARED 02 167500 D FOSTER WHEELER LTD SHS NEW G3653513 16920 860650 SH SHARED 17 860650 D FRESH DEL MONTE PRODUCE INC ORD G3673810 2140 79500 SH SHARED 79500 D FRESH DEL MONTE PRODUCE INC ORD G3673810 80 3000 SH SHARED 01 3000 D FRONTLINE LTD ORD G3682E12 1770 44000 SH SHARED 44000 D FRONTLINE LTD ORD G3682E12 217 5400 SH SHARED 10 5400 D GARMIN LTD ORD G3726010 15362 359351 SH SHARED 359351 D GARMIN LTD ORD G3726010 6 150 SH SHARED 01 150 D GARMIN LTD ORD G3726010 38 896 SH SHR/OTHR 01 896 D GARMIN LTD ORD G3726010 149 3500 SH SHARED 02 3500 D GLOBAL CROSSING LTD SHS NEW G3921A17 250 14673 SH SHARED 14673 D GLOBAL CROSSING LTD SHS NEW G3921A17 63 3700 SH SHARED 02 3700 D GLOBALSANTAFE CORP SHS G3930E10 14743 361367 SH SHARED 360367 1000 D GLOBALSANTAFE CORP SHS G3930E10 114 2818 SH SHARED 01 2818 D GLOBALSANTAFE CORP SHS G3930E10 1007 24700 SH SHARED 02 24700 D GLOBALSANTAFE CORP SHS G3930E10 21950 538000 SH SHARED 04 538000 D GLOBALSANTAFE CORP SHS G3930E10 8 200 SH SHARED 05 200 D GLOBALSANTAFE CORP SHS G3930E10 4539 111250 SH SHARED 06 111250 D GLOBALSANTAFE CORP SHS G3930E10 40 1000 SH SHARED 14 1000 D GLOBALSANTAFE CORP SHS G3930E10 2244 55000 SH SHARED 16 55000 D GLOBALSANTAFE CORP SHS G3930E10 1205 29540 SH SHARED 17 29540 D GLOBAL SOURCES LTD ORD G3930010 0 114 SH SHARED 02 114 D HELEN OF TROY CORP LTD COM G4388N10 48 1900 SH SHARED 1900 D HELEN OF TROY CORP LTD COM G4388N10 50 1983 SH SHR/OTHR 01 1983 D HELEN OF TROY CORP LTD COM G4388N10 56 2200 SH SHARED 02 2200 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 29674 415900 SH SHARED 409600 6300 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 2753 38587 SH SHARED 01 1500 37087 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 886 12419 SH SHR/OTHR 01 12419 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 4384 61457 SH SHARED 02 61457 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 3317 46500 SH SHARED 10 45400 1100 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 149 2100 SH SHARED 14 2100 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 92 1300 SH SHARED 17 1300 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 1749 46100 SH SHARED 46100 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 11 300 SH SHR/OTHR 01 300 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 18 500 SH SHARED 02 500 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 531 14000 SH SHARED 10 14000 D LAZARD LTD SHS A G5405010 8703 374326 SH SHARED 374326 D LAZARD LTD SHS A G5405010 2408 103600 SH SHARED 14 103600 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 35226 927733 SH SHARED 927333 400 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 122 3219 SH SHARED 01 300 2919 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 136 3585 SH SHR/OTHR 01 3585 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 763 20100 SH SHARED 02 20100 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1139 30000 SH SHARED 04 30000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 75 2000 SH SHARED 06 2000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 167 4400 SH SHARED 10 4400 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 167 4400 SH SHARED 14 4400 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1100 28990 SH SHARED 17 28990 D MAX RE CAPITAL LTD HAMILTON SHS G6052F10 506 22100 SH SHARED 22100 D MAX RE CAPITAL LTD HAMILTON SHS G6052F10 36 1600 SH SHARED 02 1600 D MONTPELIER RE HOLDINGS LTD SHS G6218510 55 1600 SH SHARED 1600 D MONTPELIER RE HOLDINGS LTD SHS G6218510 163 4740 SH SHR/OTHR 01 4740 D MONTPELIER RE HOLDINGS LTD SHS G6218510 197 5700 SH SHARED 02 5700 D MONTPELIER RE HOLDINGS LTD SHS G6218510 1459 42200 SH SHARED 17 42200 D NABORS INDUSTRIES LTD SHS G6359F10 32722 539800 SH SHARED 539200 600 D NABORS INDUSTRIES LTD SHS G6359F10 1844 30425 SH SHARED 01 30425 D NABORS INDUSTRIES LTD SHS G6359F10 178 2947 SH SHR/OTHR 01 2947 D NABORS INDUSTRIES LTD SHS G6359F10 5242 86483 SH SHARED 02 86483 D NABORS INDUSTRIES LTD SHS G6359F10 46055 759734 SH SHARED 10 193463 522000 44271 D NABORS INDUSTRIES LTD SHS G6359F10 60 1000 SH SHR/OTHR 10 1000 D NABORS INDUSTRIES LTD SHS G6359F10 18 304 SH SHARED 14 304 D NABORS INDUSTRIES LTD SHS G6359F10 24 400 SH SHARED 17 400 D NOBLE CORPORATION SHS G6542210 18446 299891 SH SHARED 299291 600 D NOBLE CORPORATION SHS G6542210 2756 44820 SH SHARED 01 10225 34595 D NOBLE CORPORATION SHS G6542210 1369 22267 SH SHR/OTHR 01 22267 D NOBLE CORPORATION SHS G6542210 4072 66211 SH SHARED 02 66211 D NOBLE CORPORATION SHS G6542210 3570 58050 SH SHARED 10 38400 19650 D NOBLE CORPORATION SHS G6542210 49 800 SH SHR/OTHR 10 800 D NOBLE CORPORATION SHS G6542210 1796 29200 SH SHARED 14 29200 D NOBLE CORPORATION SHS G6542210 18 300 SH SHARED 17 300 D NORDIC AMERICAN TANKER SHIPP COM G6577310 2967 69900 SH SHARED 69900 D NORDIC AMERICAN TANKER SHIPP COM G6577310 46 1100 SH SHR/OTHR 01 1100 D NORDIC AMERICAN TANKER SHIPP COM G6577310 114 2700 SH SHARED 02 2700 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 175 12500 SH SHARED 12500 D PARTNERRE LTD COM G6852T10 103 1600 SH SHARED 1600 D PARTNERRE LTD COM G6852T10 12 200 SH SHARED 01 200 D PARTNERRE LTD COM G6852T10 423 6568 SH SHARED 02 6568 D PARTNERRE LTD COM G6852T10 199 3100 SH SHARED 10 3100 D PARTNERRE LTD COM G6852T10 38 600 SH SHR/OTHR 10 600 D PARTNERRE LTD COM G6852T10 4316 67009 SH SHARED 14 67009 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 149 4700 SH SHARED 4700 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 35 1100 SH SHR/OTHR 01 1100 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 44 1400 SH SHARED 02 1400 D QUANTA CAPITAL HLDGS LTD SHS G7313F10 19 3140 SH SHR/OTHR 01 3140 D QUANTA CAPITAL HLDGS LTD SHS G7313F10 148 23758 SH SHARED 17 23758 D RENAISSANCERE HOLDINGS LTD COM G7496G10 59 1200 SH SHARED 1200 D RENAISSANCERE HOLDINGS LTD COM G7496G10 3693 75000 SH SHARED 75000 D RENAISSANCERE HOLDINGS LTD COM G7496G10 4 100 SH SHARED 01 100 D RENAISSANCERE HOLDINGS LTD COM G7496G10 140 2855 SH SHR/OTHR 01 2855 D RENAISSANCERE HOLDINGS LTD COM G7496G10 290 5900 SH SHARED 02 5900 D RENAISSANCERE HOLDINGS LTD COM G7496G10 14 300 SH SHARED 10 300 D RENAISSANCERE HOLDINGS LTD COM G7496G10 255 5189 SH SHARED 14 5189 D SCOTTISH RE GROUP LTD ORD G7885T10 9696 400000 SH SHARED 400000 D SCOTTISH RE GROUP LTD ORD G7885T10 55 2300 SH SHARED 02 2300 D SEAGATE TECHNOLOGY SHS G7945J10 2631 149950 SH SHARED 149350 600 D SEAGATE TECHNOLOGY SHS G7945J10 31 1800 SH SHARED 01 1800 D SEAGATE TECHNOLOGY SHS G7945J10 5 295 SH SHR/OTHR 01 295 D SEAGATE TECHNOLOGY SHS G7945J10 112 6399 SH SHARED 02 6399 D SEAGATE TECHNOLOGY SHS G7945J10 1016 57900 SH SHARED 14 57900 D SHIP FINANCE INTERNATIONAL L SHS G8107510 1653 87461 SH SHARED 87461 D SHIP FINANCE INTERNATIONAL L SHS G8107510 0 1 SH SHARED 02 1 D SHIP FINANCE INTERNATIONAL L SHS G8107510 22 1170 SH SHARED 06 1170 D SINA CORP ORD G8147710 4814 172566 SH SHARED 172566 D SINA CORP ORD G8147710 306 11000 SH SHARED 02 11000 D STEWART W P & CO LTD COM G8492210 58 2400 SH SHARED 2400 D STEWART W P & CO LTD COM G8492210 76 3150 SH SHARED 01 2575 575 D STEWART W P & CO LTD COM G8492210 67 2810 SH SHR/OTHR 01 2810 D UTI WORLDWIDE INC ORD G8721010 9 140 SH SHR/OTHR 01 140 D UTI WORLDWIDE INC ORD G8721010 522 7500 SH SHARED 02 7500 D HILFIGER TOMMY CORP ORD G8915Z10 1488 108200 SH SHARED 108200 D TRANSOCEAN INC ORD G9007810 55810 1034100 SH SHARED 1031000 3100 D TRANSOCEAN INC ORD G9007810 3946 73121 SH SHARED 01 4967 68154 D TRANSOCEAN INC ORD G9007810 684 12688 SH SHR/OTHR 01 12688 D TRANSOCEAN INC ORD G9007810 7190 133233 SH SHARED 02 133233 D TRANSOCEAN INC ORD G9007810 48569 899934 SH SHARED 10 159273 684200 56461 D TRANSOCEAN INC ORD G9007810 1106 20500 SH SHARED 14 20500 D GOLAR LNG LTD BERMUDA SHS G9456A10 5 500 SH SHARED 01 500 D WEATHERFORD INTERNATIONAL LT COM G9508910 12491 215450 SH SHARED 103300 112150 D WEATHERFORD INTERNATIONAL LT COM G9508910 2972 51266 SH SHARED 01 51266 D WEATHERFORD INTERNATIONAL LT COM G9508910 89 1550 SH SHR/OTHR 01 1550 D WEATHERFORD INTERNATIONAL LT COM G9508910 4573 78881 SH SHARED 02 78881 D WEATHERFORD INTERNATIONAL LT COM G9508910 730 12600 SH SHARED 10 12600 D WEATHERFORD INTERNATIONAL LT COM G9508910 1449 25000 SH SHARED 14 25000 D WEATHERFORD INTERNATIONAL LT COM G9508910 69 1200 SH SHARED 17 1200 D WHITE MTNS INS GROUP LTD COM G9618E10 488 774 SH SHARED 02 774 D WHITE MTNS INS GROUP LTD COM G9618E10 852 1352 SH SHARED 10 1352 D WILLIS GROUP HOLDINGS LTD SHS G9665510 490 15000 SH SHARED 15000 D WILLIS GROUP HOLDINGS LTD SHS G9665510 34 1050 SH SHR/OTHR 01 1050 D WILLIS GROUP HOLDINGS LTD SHS G9665510 39 1200 SH SHARED 02 1200 D WILLIS GROUP HOLDINGS LTD SHS G9665510 13 400 SH SHARED 10 400 D WILLIS GROUP HOLDINGS LTD SHS G9665510 26 800 SH SHR/OTHR 10 800 D WILLIS GROUP HOLDINGS LTD SHS G9665510 444 13600 SH SHARED 14 13600 D WILLIS GROUP HOLDINGS LTD SHS G9665510 588 18000 SH SHARED 17 18000 D XL CAP LTD CL A G9825510 30941 415772 SH SHARED 414172 1600 D XL CAP LTD CL A G9825510 5975 80299 SH SHARED 01 18196 62103 D XL CAP LTD CL A G9825510 1171 15740 SH SHR/OTHR 01 15740 D XL CAP LTD CL A G9825510 2833 38075 SH SHARED 02 38075 D XL CAP LTD CL A G9825510 29889 401633 SH SHARED 10 62080 339553 D XL CAP LTD CL A G9825510 3068 41231 SH SHR/OTHR 10 41231 D XL CAP LTD CL A G9825510 2768 37207 SH SHARED 14 37207 D XL CAP LTD CL A G9825510 52 700 SH SHARED 17 700 D XYRATEX LTD COM G9826810 41 2700 SH SHARED 02 2700 D ALCON INC COM SHS H0130110 21 200 SH SHARED 10 200 D ALCON INC COM SHS H0130110 140 1282 SH SHARED 14 1282 D UBS AG NAMEN AKT H8920M85 4696 60333 SH SHARED 60333 D UBS AG NAMEN AKT H8920M85 264 3395 SH SHARED 01 3395 D UBS AG NAMEN AKT H8920M85 56 725 SH SHR/OTHR 01 725 D UBS AG NAMEN AKT H8920M85 44 577 SH SHARED 10 577 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 457 24894 SH SHARED 24894 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 189 10340 SH SHARED 02 10340 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 413 22500 SH SHARED 04 22500 D SBS BROADCASTING SA ORD L8137F10 389 8258 SH SHARED 8258 D SBS BROADCASTING SA ORD L8137F10 51 1100 SH SHARED 02 1100 D ALADDIN KNOWLEDGE SYS LTD ORD M0392N10 4 200 SH SHARED 02 200 D ALVARION LTD SHS M0861T10 726 62500 SH SHARED 62500 D ALVARION LTD SHS M0861T10 784 67504 SH SHARED 02 67504 D ROBO GROUP TEK LTD SHS M2033010 1 2000 SH SHARED 01 2000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 18323 924006 SH SHARED 921006 3000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1275 64300 SH SHARED 01 64300 D CHECK POINT SOFTWARE TECH LT ORD M2246510 19 1000 SH SHR/OTHR 01 1000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 4168 210214 SH SHARED 02 210214 D CHECK POINT SOFTWARE TECH LT ORD M2246510 4699 237000 SH SHARED 04 237000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1166 58833 SH SHARED 05 58833 D CHECK POINT SOFTWARE TECH LT ORD M2246510 26720 1347500 SH SHARED 10 1329400 5800 12300 D CHECK POINT SOFTWARE TECH LT ORD M2246510 69 3500 SH SHR/OTHR 10 3500 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1039 52410 SH SHARED 17 52410 D ELBIT SYS LTD ORD M3760D10 55 2522 SH SHARED 2522 D POWERDSINE LTD SHS M4141510 208 20890 SH SHARED 02 20890 D GIVEN IMAGING ORD SHS M5202010 79 3500 SH SHARED 02 3500 D GIVEN IMAGING ORD SHS M5202010 4 200 SH SHARED 10 200 D INTERNET GOLD-GOLDEN LINES L ORD M5659510 5 1000 SH SHARED 1000 D LANOPTICS LTD ORD M6706C10 130 16808 SH SHARED 16808 D LIPMAN ELECTRONIC ENGINEERIN ORD M6772H10 2000 65000 SH SHARED 65000 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 1917 100000 SH SHARED 100000 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 7 375 SH SHR/OTHR 01 375 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 1405 73315 SH SHARED 02 73315 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 4368 227898 SH SHARED 17 227898 D ORBOTECH LTD ORD M7525310 49 2300 SH SHARED 02 2300 D RADWARE LTD ORD M8187310 1711 94686 SH SHARED 94686 D RADWARE LTD ORD M8187310 350 19400 SH SHARED 02 19400 D SHOPPING COM LTD SHS M8405Q10 14595 700000 SH SHARED 700000 D SHOPPING COM LTD SHS M8405Q10 5212 250000 SH SHARED 02 250000 D SYNERON MEDICAL LTD ORD SHS M8724510 1390 38000 SH SHARED 17 38000 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 93 3200 SH SHARED 02 3200 D ASM INTL N V COM N0704510 33500 2105650 SH SHARED 2105650 D ASM INTL N V COM N0704510 2774 174400 SH SHARED 04 174400 D ASM INTL N V COM N0704510 1813 114000 SH SHARED 06 114000 D ASM INTL N V COM N0704510 2426 152500 SH SHARED 17 152500 D ASML HLDG NV N Y SHS N0705911 11957 763568 SH SHARED 761668 1900 D ASML HLDG NV N Y SHS N0705911 79 5100 SH SHARED 01 5100 D ASML HLDG NV N Y SHS N0705911 287 18346 SH SHARED 02 18346 D ASML HLDG NV N Y SHS N0705911 313 20000 SH SHARED 04 20000 D ASML HLDG NV N Y SHS N0705911 1295 82700 SH SHARED 14 82700 D ASML HLDG NV N Y SHS N0705911 622 39760 SH SHARED 17 39760 D CNH GLOBAL N V SHS NEW N2093520 143 7580 SH SHARED 01 7580 D CNH GLOBAL N V SHS NEW N2093520 56 3000 SH SHR/OTHR 01 3000 D CORE LABORATORIES N V COM N2271710 831 31000 SH SHARED 31000 D ORTHOFIX INTL N V COM N6748L10 83 1939 SH SHR/OTHR 01 1939 D QIAGEN N V ORD N7248210 258 22400 SH SHARED 22400 D QIAGEN N V ORD N7248210 107894 9349611 SH SHARED 8255859 1093752 D QIAGEN N V ORD N7248210 3622 313886 SH SHARED 01 311221 2665 D QIAGEN N V ORD N7248210 108 9365 SH SHARED 02 9365 D QIAGEN N V ORD N7248210 16411 1422100 SH SHARED 04 1422100 D QIAGEN N V ORD N7248210 3751 325114 SH SHARED 05 29600 295514 D QIAGEN N V ORD N7248210 6319 547650 SH SHARED 06 547650 D QIAGEN N V ORD N7248210 76 6600 SH SHARED 14 6600 D QIAGEN N V ORD N7248210 9 820 SH SHARED 17 820 D BANCO LATINOAMERICANO DE EXP CL E P1699413 52 2900 SH SHARED 2900 D BANCO LATINOAMERICANO DE EXP CL E P1699413 46 2600 SH SHARED 02 2600 D BANCO LATINOAMERICANO DE EXP CL E P1699413 8 493 SH SHARED 17 493 D KERZNER INTERNATIONAL LTD SHS P6065Y10 113 2000 SH SHR/OTHR 01 2000 D KERZNER INTERNATIONAL LTD SHS P6065Y10 5 100 SH SHARED 02 100 D KERZNER INTERNATIONAL LTD SHS P6065Y10 1708 30000 SH SHARED 04 30000 D KERZNER INTERNATIONAL LTD SHS P6065Y10 6834 120000 SH SHARED 17 120000 D STEINER LEISURE LTD ORD P8744Y10 34 930 SH SHR/OTHR 01 930 D EXCEL MARITIME CARRIERS LTD COM V3267N10 64 4300 SH SHARED 4300 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 38 800 SH SHARED 600 200 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 29 600 SH SHARED 01 600 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 55 1150 SH SHARED 14 1150 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 5470 846871 SH SHARED 846871 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 176 27390 SH SHARED 02 27390 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 3 500 SH SHARED 06 500 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 6 1000 SH SHARED 17 1000 D DRYSHIPS INC SHS Y2109Q10 236 14311 SH SHARED 14311 D DRYSHIPS INC SHS Y2109Q10 6526 395300 SH SHARED 10 395300 D DRYSHIPS INC SHS Y2109Q10 143 8700 SH SHARED 17 8700 D FLEXTRONICS INTL LTD ORD Y2573F10 34328 2598673 SH SHARED 2594373 4300 D FLEXTRONICS INTL LTD ORD Y2573F10 52 3973 SH SHARED 01 3973 D FLEXTRONICS INTL LTD ORD Y2573F10 45 3460 SH SHR/OTHR 01 3460 D FLEXTRONICS INTL LTD ORD Y2573F10 358 27102 SH SHARED 02 24052 3050 D FLEXTRONICS INTL LTD ORD Y2573F10 4443 336400 SH SHARED 04 335000 1400 D FLEXTRONICS INTL LTD ORD Y2573F10 9 700 SH SHARED 05 700 D FLEXTRONICS INTL LTD ORD Y2573F10 2173 164500 SH SHARED 06 164500 D FLEXTRONICS INTL LTD ORD Y2573F10 1073 81300 SH SHARED 14 81300 D FLEXTRONICS INTL LTD ORD Y2573F10 968 73290 SH SHARED 17 73290 D GENERAL MARITIME CORP SHS Y2692M10 3307 78000 SH SHARED 78000 D GENERAL MARITIME CORP SHS Y2692M10 42 1000 SH SHR/OTHR 01 1000 D GENERAL MARITIME CORP SHS Y2692M10 992 23400 SH SHARED 02 23400 D GIGAMEDIA LTD ORD Y2711Y10 22 10400 SH SHARED 10400 D PACIFIC INTERNET LTD ORD Y6618310 173 28793 SH SHARED 28793 D TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M10 2143 76000 SH SHARED 76000 D TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 162 3700 SH SHARED 3700 D TOP TANKERS INC COM Y8897Y10 415 26200 SH SHARED 26200 D AAON INC COM PAR $0.004 00036020 158 8933 SH SHARED 8933 D AAON INC COM PAR $0.004 00036020 62 3500 SH SHARED 17 3500 D AAR CORP COM 00036110 517 32931 SH SHARED 32931 D AAR CORP COM 00036110 233 14850 SH SHARED 17 14850 D ABB LTD SPONSORED ADR 00037520 9 1500 SH SHARED 01 1500 D ABB LTD SPONSORED ADR 00037520 651 100730 SH SHARED 10 100730 D ABC BANCORP COM 00040010 210 11633 SH SHARED 11633 D ABC BANCORP COM 00040010 82 4560 SH SHARED 17 4560 D ABX AIR INC COM 00080S10 469 57592 SH SHARED 57592 D ABX AIR INC COM 00080S10 162 19900 SH SHARED 17 19900 D A C MOORE ARTS & CRAFTS INC COM 00086T10 627 19840 SH SHARED 19840 D A C MOORE ARTS & CRAFTS INC COM 00086T10 1965 62175 SH SHARED 01 61750 425 D A C MOORE ARTS & CRAFTS INC COM 00086T10 33 1050 SH SHR/OTHR 01 1050 D A C MOORE ARTS & CRAFTS INC COM 00086T10 6 200 SH SHARED 02 200 D A C MOORE ARTS & CRAFTS INC COM 00086T10 568 18000 SH SHARED 05 18000 D A C MOORE ARTS & CRAFTS INC COM 00086T10 8670 274300 SH SHARED 10 271700 2600 D A C MOORE ARTS & CRAFTS INC COM 00086T10 15811 500200 SH SHARED 17 450200 50000 D A D A M INC COM 00088U10 5 1000 SH SHARED 10 1000 D A D C TELECOMMUNICATIONS NOTE 1.000% 6/1 000886AD 268 272000 PRN SHARED 02 272000 D A D C TELECOMMUNICATIONS COM NEW 00088630 8206 376957 SH SHARED 376957 D A D C TELECOMMUNICATIONS COM NEW 00088630 332 15285 SH SHARED 01 15285 D A D C TELECOMMUNICATIONS COM NEW 00088630 922 42372 SH SHARED 02 42372 D A D C TELECOMMUNICATIONS COM NEW 00088630 21 1000 SH SHARED 06 1000 D A D C TELECOMMUNICATIONS COM NEW 00088630 1856 85261 SH SHARED 17 85261 D ADE CORP MASS COM 00089C10 1458 52001 SH SHARED 9801 42200 D ADE CORP MASS COM 00089C10 2 100 SH SHARED 02 100 D ADE CORP MASS COM 00089C10 816 29100 SH SHARED 10 29100 D ADE CORP MASS COM 00089C10 1812 64600 SH SHARED 17 5100 59500 D ACM INCOME FUND INC COM 00091210 19 2400 SH SHARED 2400 D ABN AMRO HLDG NV SPONSORED ADR 00093710 3786 154355 SH SHARED 147155 7200 D ABN AMRO HLDG NV SPONSORED ADR 00093710 69 2823 SH SHR/OTHR 01 2823 D ACM MANAGED DLR INCOME FD COM 00094910 4 521 SH SHARED 10 521 D ABM INDS INC COM 00095710 754 38702 SH SHARED 38702 D ABM INDS INC COM 00095710 5 300 SH SHARED 01 300 D ABM INDS INC COM 00095710 86 4446 SH SHR/OTHR 01 4446 D ABM INDS INC COM 00095710 610 31300 SH SHARED 17 18000 13300 D AEW REAL ESTATE INCOME FD COM 00104H10 1056 56200 SH SHARED 56200 D AFC ENTERPRISES INC COM 00104Q10 1583 120162 SH SHARED 120162 D AFC ENTERPRISES INC COM 00104Q10 25 1900 SH SHARED 02 1900 D AFC ENTERPRISES INC COM 00104Q10 84 6400 SH SHARED 17 6400 D AFLAC INC COM 00105510 54263 1253767 SH SHARED 1172939 80828 D AFLAC INC COM 00105510 19518 450993 SH SHARED 01 183597 267396 D AFLAC INC COM 00105510 4707 108757 SH SHR/OTHR 01 108757 D AFLAC INC COM 00105510 9498 219470 SH SHARED 02 219470 D AFLAC INC COM 00105510 454 10500 SH SHARED 03 10500 D AFLAC INC COM 00105510 9880 228300 SH SHARED 04 228300 D AFLAC INC COM 00105510 11413 263720 SH SHARED 05 231750 31970 D AFLAC INC COM 00105510 801 18530 SH SHARED 06 18530 D AFLAC INC COM 00105510 205454 4747097 SH SHARED 10 1141467 2692900 912730 D AFLAC INC COM 00105510 2873 66398 SH SHR/OTHR 10 66398 D AFLAC INC COM 00105510 108 2500 SH SHARED 14 2500 D AFLAC INC COM 00105510 10066 232581 SH SHARED 17 232581 D AGCO CORP COM 00108410 2457 128531 SH SHARED 99231 29300 D AGCO CORP COM 00108410 719 37605 SH SHARED 01 7605 30000 D AGCO CORP COM 00108410 50 2630 SH SHR/OTHR 01 2630 D AGCO CORP COM 00108410 583 30492 SH SHARED 02 30492 D AGCO CORP COM 00108410 732 38300 SH SHARED 10 38300 D AGCO CORP COM 00108410 12081 631900 SH SHARED 17 631900 D AGL RES INC COM 00120410 371 9620 SH SHARED 9620 D AGL RES INC COM 00120410 985 25500 SH SHARED 01 25500 D AGL RES INC COM 00120410 1272 32912 SH SHARED 02 32912 D AES CORP COM 00130H10 54582 3332276 SH SHARED 3314876 17400 D AES CORP COM 00130H10 2602 158853 SH SHARED 01 158853 D AES CORP COM 00130H10 5425 331226 SH SHARED 02 331226 D AES CORP COM 00130H10 114 7000 SH SHARED 06 7000 D AES CORP COM 00130H10 283 17300 SH SHARED 10 17300 D AES CORP COM 00130H10 111 6791 SH SHARED 14 6791 D AES CORP COM 00130H10 4237 258698 SH SHARED 17 258698 D AIM TELS INC COM 00142310 0 12000 SH SHARED 02 12000 D AK STL HLDG CORP COM 00154710 3833 598060 SH SHARED 438460 159600 D AK STL HLDG CORP COM 00154710 84 13200 SH SHARED 01 13200 D AK STL HLDG CORP COM 00154710 8 1400 SH SHARED 02 1400 D AK STL HLDG CORP COM 00154710 232 36300 SH SHARED 10 36300 D AK STL HLDG CORP COM 00154710 1163 181500 SH SHARED 17 44400 137100 D AMB PROPERTY CORP COM 00163T10 1863 42904 SH SHARED 42904 D AMB PROPERTY CORP COM 00163T10 1276 29400 SH SHARED 01 29400 D AMB PROPERTY CORP COM 00163T10 1550 35702 SH SHARED 02 35702 D AMICAS INC COM 00171210 200 44281 SH SHARED 44281 D AMICAS INC COM 00171210 40 8900 SH SHR/OTHR 01 8900 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 1324 42366 SH SHARED 25166 17200 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 53 1700 SH SHARED 02 1700 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 1415 45290 SH SHARED 10 1990 43300 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 72942 2333425 SH SHARED 11 2333425 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 650 20800 SH SHARED 17 9200 11600 D AMN HEALTHCARE SERVICES INC COM 00174410 209 13933 SH SHARED 13933 D AMN HEALTHCARE SERVICES INC COM 00174410 93 6200 SH SHARED 17 6200 D AMR CORP NOTE 4.500% 2/1 001765BB 10808 14000000 PRN SHARED 14000000 D AMR CORP NOTE 4.500% 2/1 001765BB 1549 2007000 PRN SHARED 02 2007000 D AMR CORP COM 00176510 186 15400 SH SHARED 15400 D AMR CORP COM 00176510 17503 1445400 SH SHARED 1441400 4000 D AMR CORP COM 00176510 104 8601 SH SHARED 01 8601 D AMR CORP COM 00176510 24 2000 SH SHR/OTHR 01 2000 D AMR CORP COM 00176510 4443 366950 SH SHARED 02 366950 D AMR CORP COM 00176510 3469 286500 SH SHARED 10 286500 D AMR CORP COM 00176510 134 11100 SH SHARED 17 11100 D APAC CUSTOMER SERVICES INC COM 00185E10 49 62100 SH SHARED 62100 D ATI TECHNOLOGIES INC COM 00194110 12166 1026691 SH SHARED 979191 47500 D ATI TECHNOLOGIES INC COM 00194110 120 10168 SH SHARED 01 10168 D ATI TECHNOLOGIES INC COM 00194110 33 2850 SH SHR/OTHR 01 2850 D ATI TECHNOLOGIES INC COM 00194110 1465 123700 SH SHARED 02 123700 D ATI TECHNOLOGIES INC COM 00194110 1072 90500 SH SHARED 05 78300 12200 D ATI TECHNOLOGIES INC COM 00194110 15 1300 SH SHARED 06 1300 D ATI TECHNOLOGIES INC COM 00194110 16200 1367100 SH SHARED 10 1360500 6600 D ATI TECHNOLOGIES INC COM 00194110 154 13000 SH SHARED 17 13000 D AT&T CORP COM NEW 00195750 499866 26253493 SH SHARED 26223118 30375 D AT&T CORP COM NEW 00195750 3747 196822 SH SHARED 01 196822 D AT&T CORP COM NEW 00195750 40 2150 SH SHR/OTHR 01 2150 D AT&T CORP COM NEW 00195750 8799 462133 SH SHARED 02 462133 D AT&T CORP COM NEW 00195750 22 1206 SH SHARED 05 1206 D AT&T CORP COM NEW 00195750 600 31543 SH SHARED 06 31543 D AT&T CORP COM NEW 00195750 4349 228442 SH SHARED 10 200817 27625 D AT&T CORP COM NEW 00195750 1273 66908 SH SHARED 14 66908 D AT&T CORP COM NEW 00195750 8784 461348 SH SHARED 17 320848 140500 D A S V INC COM 00196310 348 8601 SH SHARED 8601 D A S V INC COM 00196310 166 4100 SH SHARED 17 4100 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 67 52896 SH SHARED 52896 D ATMI INC COM 00207R10 3388 116800 SH SHARED 116800 D ATMI INC COM 00207R10 2442 84192 SH SHARED 84192 D ATMI INC COM 00207R10 72 2500 SH SHARED 01 2500 D ATMI INC COM 00207R10 182 6285 SH SHARED 02 2885 3400 D ATMI INC COM 00207R10 446 15406 SH SHARED 17 15406 D ATP OIL & GAS CORP COM 00208J10 419 17926 SH SHARED 17926 D ATP OIL & GAS CORP COM 00208J10 67 2900 SH SHARED 02 2900 D ATP OIL & GAS CORP COM 00208J10 2983 127500 SH SHARED 17 127500 D AU OPTRONICS CORP SPONSORED ADR 00225510 37772 2229793 SH SHARED 2216393 13400 D AU OPTRONICS CORP SPONSORED ADR 00225510 49 2900 SH SHARED 01 2900 D AU OPTRONICS CORP SPONSORED ADR 00225510 155 9187 SH SHARED 04 9187 D AU OPTRONICS CORP SPONSORED ADR 00225510 1168 69000 SH SHARED 06 69000 D AU OPTRONICS CORP SPONSORED ADR 00225510 24709 1458625 SH SHARED 10 1454825 3800 D AU OPTRONICS CORP SPONSORED ADR 00225510 870 51400 SH SHARED 14 51400 D AU OPTRONICS CORP SPONSORED ADR 00225510 117 6950 SH SHARED 15 6950 D AU OPTRONICS CORP SPONSORED ADR 00225510 767 45300 SH SHARED 17 45300 D AVI BIOPHARMA INC COM 00234610 0 20 SH SHARED 02 20 D AVX CORP NEW COM 00244410 4 400 SH SHARED 400 D AVX CORP NEW COM 00244410 54 4500 SH SHR/OTHR 01 4500 D AVX CORP NEW COM 00244410 62 5130 SH SHARED 02 5130 D AAMES INVT CORP MD COM 00253G10 394 40567 SH SHARED 40567 D AAMES INVT CORP MD COM 00253G10 4467 459600 SH SHARED 17 459600 D AASTROM BIOSCIENCES INC COM 00253U10 317 101700 SH SHARED 101700 D AASTROM BIOSCIENCES INC COM 00253U10 122 39400 SH SHARED 17 39400 D AARON RENTS INC COM 00253520 959 38533 SH SHARED 38533 D AARON RENTS INC COM 00253520 61 2475 SH SHARED 01 2475 D AARON RENTS INC COM 00253520 110 4450 SH SHR/OTHR 01 4450 D AARON RENTS INC COM 00253520 4 200 SH SHARED 02 200 D AARON RENTS INC COM 00253520 14 600 SH SHARED 10 600 D AARON RENTS INC COM 00253520 750 30150 SH SHARED 17 30150 D ABAXIS INC COM 00256710 214 19755 SH SHARED 19755 D ABAXIS INC COM 00256710 94 8700 SH SHARED 17 8700 D ABBOTT LABS COM 00282410 464590 9479507 SH SHARED 9149957 329550 D ABBOTT LABS COM 00282410 171 3500 SH SHR/OTHR 3500 D ABBOTT LABS COM 00282410 72243 1474057 SH SHARED 01 756050 718007 D ABBOTT LABS COM 00282410 23190 473170 SH SHR/OTHR 01 473170 D ABBOTT LABS COM 00282410 38844 792577 SH SHARED 02 792577 D ABBOTT LABS COM 00282410 134821 2750900 SH SHARED 04 2750900 D ABBOTT LABS COM 00282410 49 1000 SH SHARED 05 1000 D ABBOTT LABS COM 00282410 4818 98318 SH SHARED 06 98318 D ABBOTT LABS COM 00282410 266933 5446514 SH SHARED 10 2489094 1312335 1645085 D ABBOTT LABS COM 00282410 6859 139961 SH SHR/OTHR 10 139961 D ABBOTT LABS COM 00282410 2990 61014 SH SHARED 14 61014 D ABBOTT LABS COM 00282410 6381 130200 SH SHARED 15 130200 D ABBOTT LABS COM 00282410 4018 82000 SH SHARED 16 82000 D ABBOTT LABS COM 00282410 36084 736260 SH SHARED 17 707581 28679 D ABBOTT LABS COM 00282410 19358 395000 SH SHARED 18 395000 D ABER DIAMOND CORP COM 00289310 9843 319800 SH SHARED 311800 8000 D ABER DIAMOND CORP COM 00289310 8 283 SH SHARED 02 283 D ABER DIAMOND CORP COM 00289310 5540 180000 SH SHARED 04 180000 D ABER DIAMOND CORP COM 00289310 11724 380900 SH SHARED 10 380900 D ABER DIAMOND CORP COM 00289310 6537 212400 SH SHARED 17 212400 D ABERCROMBIE & FITCH CO CL A 00289620 5276 76800 SH SHARED 76600 200 D ABERCROMBIE & FITCH CO CL A 00289620 2313 33680 SH SHARED 01 33680 D ABERCROMBIE & FITCH CO CL A 00289620 4314 62800 SH SHARED 02 62800 D ABERCROMBIE & FITCH CO CL A 00289620 192 2800 SH SHARED 14 2800 D ABERCROMBIE & FITCH CO CL A 00289620 555 8085 SH SHARED 17 8085 D ABBEY NATL PLC ADR PRF B7.375 00292070 15 560 SH SHARED 02 560 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 4479 711000 SH SHARED 711000 D ABERDEEN GLOBAL INCOME FD IN COM 00301310 33 2500 SH SHARED 2500 D ABGENIX INC NOTE 3.500% 3/1 00339BAB 3307 3500000 PRN SHARED 3500000 D ABGENIX INC COM 00339B10 3568 415889 SH SHARED 415889 D ABGENIX INC COM 00339B10 36 4300 SH SHARED 01 4300 D ABGENIX INC COM 00339B10 60 7100 SH SHARED 02 7100 D ABGENIX INC COM 00339B10 3756 437800 SH SHARED 04 437800 D ABGENIX INC COM 00339B10 17 2000 SH SHARED 06 2000 D ABGENIX INC COM 00339B10 12 1400 SH SHARED 10 1400 D ABGENIX INC COM 00339B10 51 6000 SH SHARED 14 6000 D ABGENIX INC COM 00339B10 286 33400 SH SHARED 17 33400 D ABINGTON CMNTY BANCORP INC COM 00350R10 70 5700 SH SHARED 5700 D ABINGTON CMNTY BANCORP INC COM 00350R10 7 600 SH SHARED 02 600 D ABIOMED INC COM 00365410 163 19143 SH SHARED 19143 D ABIOMED INC COM 00365410 63 7400 SH SHARED 17 7400 D ABLE LABORATORIES INC COM NEW 00371N40 47 13600 SH SHARED 13600 D ABLE LABORATORIES INC COM NEW 00371N40 56 16100 SH SHARED 02 16100 D ACACIA RESH CORP ACACIA TCH COM 00388130 121 25700 SH SHARED 06 25700 D ABITIBI-CONSOLIDATED INC COM 00392410 12814 2860312 SH SHARED 2803712 56600 D ABITIBI-CONSOLIDATED INC COM 00392410 8 1809 SH SHARED 01 1809 D ABITIBI-CONSOLIDATED INC COM 00392410 842 188006 SH SHARED 02 188006 D ABITIBI-CONSOLIDATED INC COM 00392410 3 700 SH SHARED 05 700 D ABITIBI-CONSOLIDATED INC COM 00392410 268 60000 SH SHARED 06 60000 D ABITIBI-CONSOLIDATED INC COM 00392410 1784 398281 SH SHARED 14 398281 D ACADIA PHARMACEUTICALS INC COM 00422510 199 23787 SH SHARED 23787 D ACADIA RLTY TR COM SH BEN INT 00423910 3889 208541 SH SHARED 208541 D ACADIA RLTY TR COM SH BEN INT 00423910 199 10700 SH SHARED 17 10700 D ACAMBIS PLC SPONSORED ADR 00428610 49 6000 SH SHARED 6000 D ACCELRYS INC COM 00430U10 110 22400 SH SHARED 22400 D ACCELRYS INC COM 00430U10 15 3100 SH SHARED 02 3100 D ACCREDITED HOME LENDRS HLDG COM 00437P10 2054 46682 SH SHARED 26682 20000 D ACCREDITED HOME LENDRS HLDG COM 00437P10 215 4900 SH SHARED 01 4900 D ACCREDITED HOME LENDRS HLDG COM 00437P10 27 630 SH SHR/OTHR 01 630 D ACCREDITED HOME LENDRS HLDG COM 00437P10 35 800 SH SHARED 02 800 D ACCREDITED HOME LENDRS HLDG COM 00437P10 1456 33100 SH SHARED 17 7400 25700 D ACCREDO HEALTH INC COM 00437V10 29196 643100 SH SHARED 643100 D ACCREDO HEALTH INC COM 00437V10 282 6225 SH SHARED 01 6225 D ACCREDO HEALTH INC COM 00437V10 553 12200 SH SHARED 02 12200 D ACCREDO HEALTH INC COM 00437V10 11281 248500 SH SHARED 17 248500 D ACCURIDE CORP COM 00439810 173 16286 SH SHARED 13586 2700 D ACE CASH EXPRESS INC COM 00440310 283 11106 SH SHARED 11106 D ACE CASH EXPRESS INC COM 00440310 125 4900 SH SHARED 17 4900 D ACETO CORP COM 00444610 136 18200 SH SHARED 18200 D ACETO CORP COM 00444610 23 3200 SH SHARED 02 3200 D ACTIVISION INC NEW COM NEW 00493020 6240 377763 SH SHARED 377763 D ACTIVISION INC NEW COM NEW 00493020 1059 64123 SH SHARED 01 64123 D ACTIVISION INC NEW COM NEW 00493020 566 34265 SH SHR/OTHR 01 34265 D ACTIVISION INC NEW COM NEW 00493020 1883 114006 SH SHARED 02 114006 D ACTIVISION INC NEW COM NEW 00493020 4161 251900 SH SHARED 10 112700 139200 D ACTIVISION INC NEW COM NEW 00493020 10664 645535 SH SHARED 17 645535 D ACTION PERFORMANCE COS INC COM 00493310 116 13222 SH SHARED 13222 D ACTION PERFORMANCE COS INC COM 00493310 17 2000 SH SHARED 02 2000 D ACTEL CORP COM 00493410 843 60697 SH SHARED 60697 D ACTEL CORP COM 00493410 45 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833800 D ADVANCE AUTO PARTS INC COM 00751Y10 167 2600 SH SHARED 14 2600 D ADVANCE AUTO PARTS INC COM 00751Y10 1638 25387 SH SHARED 17 25387 D ADVANCED DIGITAL INFORMATION COM 00752510 477 62860 SH SHARED 62860 D ADVANCED DIGITAL INFORMATION COM 00752510 10 1400 SH SHARED 10 1400 D ADVANCED DIGITAL INFORMATION COM 00752510 225 29622 SH SHARED 17 29622 D ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M40 3554 960660 SH SHARED 960660 D ADVANCED NEUROMODULATION SYS COM 00757T10 1520 38331 SH SHARED 38331 D ADVANCED NEUROMODULATION SYS COM 00757T10 45 1140 SH SHR/OTHR 01 1140 D ADVANCED NEUROMODULATION SYS COM 00757T10 313 7900 SH SHARED 17 7900 D ADVO INC COM 00758510 95 3000 SH SHARED 3000 D ADVO INC COM 00758510 1002 31467 SH SHARED 31467 D ADVO INC COM 00758510 43 1350 SH SHARED 01 1350 D ADVO INC COM 00758510 54 1700 SH SHR/OTHR 01 1700 D ADVO INC COM 00758510 149 4700 SH SHARED 02 4700 D ADVO INC COM 00758510 396 12450 SH SHARED 17 12450 D ADVANCED POWER TECHNOLOGY IN COM 00761E10 74 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3885000 PRN SHARED 02 3885000 D ADVANCED MICRO DEVICES INC COM 00790310 33802 1949418 SH SHARED 1926118 23300 D ADVANCED MICRO DEVICES INC COM 00790310 1322 76285 SH SHARED 01 76285 D ADVANCED MICRO DEVICES INC COM 00790310 31 1800 SH SHR/OTHR 01 1800 D ADVANCED MICRO DEVICES INC COM 00790310 2583 149015 SH SHARED 02 149015 D ADVANCED MICRO DEVICES INC COM 00790310 702 40500 SH SHARED 03 40500 D ADVANCED MICRO DEVICES INC COM 00790310 1387 80000 SH SHARED 04 80000 D ADVANCED MICRO DEVICES INC COM 00790310 1104 63700 SH SHARED 05 63700 D ADVANCED MICRO DEVICES INC COM 00790310 1541 88900 SH SHARED 06 88900 D ADVANCED MICRO DEVICES INC COM 00790310 32110 1851800 SH SHARED 10 1842900 8900 D ADVANCED MICRO DEVICES INC COM 00790310 1225 70700 SH SHARED 14 70700 D ADVANCED MICRO DEVICES INC COM 00790310 10925 630092 SH SHARED 17 580792 49300 D AEGON N V ORD AMER REG 00792410 39 3043 SH SHARED 01 3043 D AEGON N V ORD AMER REG 00792410 129 10027 SH SHR/OTHR 01 10027 D ADVANTA CORP CL B 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02 8402 D ALASKA AIR GROUP INC COM 01165910 1184 39800 SH SHARED 10 39800 D ALASKA AIR GROUP INC COM 01165910 473 15900 SH SHARED 17 15900 D ALASKA COMMUNICATIONS SYS GR COM 01167P10 664 67032 SH SHARED 13532 53500 D ALASKA COMMUNICATIONS SYS GR COM 01167P10 32 3300 SH SHARED 10 3300 D ALASKA COMMUNICATIONS SYS GR COM 01167P10 3546 357900 SH SHARED 17 357900 D ALBANY INTL CORP CL A 01234810 896 27904 SH SHARED 27904 D ALBANY INTL CORP CL A 01234810 16 500 SH SHARED 02 400 100 D ALBANY INTL CORP CL A 01234810 515 16052 SH SHARED 17 16052 D ALBANY MOLECULAR RESH INC COM 01242310 1693 120974 SH SHARED 45874 75100 D ALBANY MOLECULAR RESH INC COM 01242310 1093 78100 SH SHARED 10 78100 D ALBANY MOLECULAR RESH INC COM 01242310 592 42300 SH SHARED 17 12000 30300 D ALBEMARLE CORP COM 01265310 156 4300 SH SHARED 4300 D ALBEMARLE CORP COM 01265310 4765 130663 SH SHARED 130663 D ALBEMARLE CORP COM 01265310 589 16160 SH SHARED 01 16160 D ALBEMARLE CORP COM 01265310 732 20074 SH SHARED 02 20074 D ALBERTO CULVER CO COM 01306810 25399 586195 SH SHARED 586195 D ALBERTO CULVER CO COM 01306810 805 18599 SH SHARED 01 18599 D ALBERTO CULVER CO COM 01306810 450 10400 SH SHR/OTHR 01 10400 D ALBERTO CULVER CO COM 01306810 2036 47002 SH SHARED 02 47002 D ALBERTO CULVER CO COM 01306810 736 17000 SH SHARED 04 17000 D ALBERTO CULVER CO COM 01306810 1202 27757 SH SHARED 10 26850 907 D ALBERTO CULVER CO COM 01306810 2328 53737 SH SHARED 17 53737 D ALBERTSONS INC COM 01310410 717 34700 SH SHARED 34700 D ALBERTSONS INC COM 01310410 26963 1303850 SH SHARED 1302050 1800 D ALBERTSONS INC COM 01310410 1912 92479 SH SHARED 01 92479 D ALBERTSONS INC COM 01310410 148 7190 SH SHR/OTHR 01 7190 D ALBERTSONS INC COM 01310410 3125 151130 SH SHARED 02 151130 D ALBERTSONS INC COM 01310410 39 1926 SH SHARED 05 326 1600 D ALBERTSONS INC COM 01310410 74 3600 SH SHARED 06 3600 D ALBERTSONS INC COM 01310410 2226 107650 SH SHARED 10 73250 34400 D ALBERTSONS INC COM 01310410 20 1000 SH SHR/OTHR 10 1000 D ALBERTSONS INC COM 01310410 3577 172980 SH SHARED 17 172980 D ALCAN INC COM 01371610 224692 7489742 SH SHARED 7470792 18950 D ALCAN INC COM 01371610 476 15870 SH SHARED 01 793 15077 D ALCAN INC COM 01371610 6 200 SH SHR/OTHR 01 200 D ALCAN INC COM 01371610 4537 151246 SH SHARED 02 151246 D ALCAN INC COM 01371610 1710 57000 SH SHARED 04 57000 D ALCAN INC COM 01371610 1432 47743 SH SHARED 05 279 47464 D ALCAN INC COM 01371610 3928 130945 SH SHARED 06 130945 D ALCAN INC COM 01371610 72 2410 SH SHARED 10 900 1510 D ALCAN INC COM 01371610 1286 42893 SH SHARED 14 42893 D ALCAN INC COM 01371610 1050 35000 SH SHARED 16 35000 D ALCAN INC COM 01371610 102 3410 SH SHARED 17 3410 D ALCAN INC COM 01371610 143 4794 SH SHARED 18 4794 D ALCOA INC COM 01381710 139427 5335932 SH SHARED 4999603 336329 D ALCOA INC COM 01381710 52 2000 SH SHR/OTHR 2000 D ALCOA INC COM 01381710 13831 529330 SH SHARED 01 186485 342845 D ALCOA INC COM 01381710 1921 73536 SH SHR/OTHR 01 73536 D ALCOA INC COM 01381710 16073 615128 SH SHARED 02 615128 D ALCOA INC COM 01381710 5908 226114 SH SHARED 04 222400 3714 D ALCOA INC COM 01381710 668 25600 SH SHARED 05 25600 D ALCOA INC COM 01381710 4651 178023 SH SHARED 06 178023 D ALCOA INC COM 01381710 36620 1401466 SH SHARED 10 1235555 165911 D ALCOA INC COM 01381710 1470 56286 SH SHARED 14 56286 D ALCOA INC COM 01381710 1573 60200 SH SHARED 15 60200 D ALCOA INC COM 01381710 10956 419292 SH SHARED 17 419292 D ALCOA INC COM 01381710 7839 300000 SH SHARED 18 300000 D ALCATEL SPONSORED ADR 01390430 10 933 SH SHARED 01 933 D ALCATEL SPONSORED ADR 01390430 3 365 SH SHR/OTHR 01 365 D ALDERWOODS GROUP INC COM 01438310 570 39730 SH SHARED 39730 D ALDERWOODS GROUP INC COM 01438310 66 4600 SH SHARED 01 4600 D ALDERWOODS GROUP INC COM 01438310 262 18300 SH SHARED 17 18300 D ALERIS INTL INC COM 01447710 677 30042 SH SHARED 30042 D ALERIS INTL INC COM 01447710 11543 511894 SH SHARED 17 511894 D ALEXANDER & BALDWIN INC COM 01448210 515 11129 SH SHARED 11129 D ALEXANDER & BALDWIN INC COM 01448210 639 13800 SH SHARED 01 13800 D ALEXANDER & BALDWIN INC COM 01448210 69 1500 SH SHR/OTHR 01 1500 D ALEXANDER & BALDWIN INC COM 01448210 1229 26534 SH SHARED 02 26534 D ALEXANDER & BALDWIN INC COM 01448210 36 794 SH SHARED 06 794 D ALEXANDER & BALDWIN INC COM 01448210 50 1100 SH SHARED 17 1100 D ALEXANDERS INC COM 01475210 612 2463 SH SHARED 1963 500 D ALEXANDERS INC COM 01475210 447 1800 SH SHARED 01 1800 D ALEXANDERS INC COM 01475210 870 3500 SH SHARED 17 800 2700 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 1777 24199 SH SHARED 21099 3100 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 22 300 SH SHARED 01 300 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 1476 20100 SH SHARED 10 20100 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 2100 28600 SH SHARED 17 8700 19900 D ALEXION PHARMACEUTICALS INC COM 01535110 700 30400 SH SHARED 30400 D ALEXION PHARMACEUTICALS INC COM 01535110 71 3100 SH SHARED 01 3100 D ALEXION PHARMACEUTICALS INC COM 01535110 450 19558 SH SHARED 02 19558 D ALEXION PHARMACEUTICALS INC COM 01535110 251 10935 SH SHARED 17 10935 D ALFA CORP COM 01538510 480 32629 SH SHARED 32629 D ALFA CORP COM 01538510 1265 86000 SH SHARED 10 86000 D ALFA CORP COM 01538510 194 13200 SH SHARED 17 13200 D ALFACELL CORP COM 01540410 1 500 SH SHARED 01 500 D ALICO INC COM 01623010 1742 33879 SH SHARED 33879 D ALICO INC COM 01623010 41 800 SH SHR/OTHR 01 800 D ALICO INC COM 01623010 72 1400 SH SHARED 17 1400 D ALIGN TECHNOLOGY INC COM 01625510 534 72558 SH SHARED 72558 D ALIGN TECHNOLOGY INC COM 01625510 1983 269140 SH SHARED 17 144740 124400 D ALKERMES INC COM 01642T10 2784 210627 SH SHARED 210627 D ALKERMES INC COM 01642T10 17932 1356500 SH SHARED 04 1356500 D ALKERMES INC COM 01642T10 39 3000 SH SHARED 06 3000 D ALKERMES INC COM 01642T10 15 1200 SH SHARED 10 1200 D ALKERMES INC COM 01642T10 265 20100 SH SHARED 14 20100 D ALKERMES INC COM 01642T10 2181 165000 SH SHARED 16 165000 D ALKERMES INC COM 01642T10 470 35600 SH SHARED 17 35600 D ALLEGHANY CORP DEL COM 01717510 90 306 SH SHARED 306 D ALLEGHANY CORP DEL COM 01717510 149 502 SH SHARED 02 502 D ALLEGHANY CORP DEL COM 01717510 33 112 SH SHARED 10 112 D ALLEGHANY CORP DEL COM 01717510 364 1228 SH SHARED 17 1228 D ALLEGHENY ENERGY INC COM 01736110 26296 1042679 SH SHARED 1001432 41247 D ALLEGHENY ENERGY INC COM 01736110 877 34800 SH SHARED 01 34800 D ALLEGHENY ENERGY INC COM 01736110 100 4000 SH SHR/OTHR 01 4000 D ALLEGHENY ENERGY INC COM 01736110 1619 64200 SH SHARED 02 64200 D ALLEGHENY ENERGY INC COM 01736110 17180 681236 SH SHARED 04 671900 9336 D ALLEGHENY ENERGY INC COM 01736110 44783 1775725 SH SHARED 05 1188615 587110 D ALLEGHENY ENERGY INC COM 01736110 50850 2016283 SH SHARED 06 2016283 D ALLEGHENY ENERGY INC COM 01736110 17414 690500 SH SHARED 10 690500 D ALLEGHENY ENERGY INC COM 01736110 582 23100 SH SHARED 14 23100 D ALLEGHENY ENERGY INC COM 01736110 3002 119050 SH SHARED 15 119050 D ALLEGHENY ENERGY INC COM 01736110 13735 544628 SH SHARED 17 544628 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 5126 232381 SH SHARED 232381 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 306 13900 SH SHARED 01 13900 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 848 38466 SH SHARED 02 38466 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 72 3300 SH SHARED 10 3300 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 1722 78066 SH SHARED 17 78066 D ALLERGAN INC NOTE 11/0 018490AE 46156 47292000 PRN SHARED 47292000 D ALLERGAN INC NOTE 11/0 018490AE 5734 5876000 PRN SHARED 02 5876000 D ALLERGAN INC COM 01849010 28705 336761 SH SHARED 307691 29070 D ALLERGAN INC COM 01849010 3022 35461 SH SHARED 01 2559 32902 D ALLERGAN INC COM 01849010 34 400 SH SHR/OTHR 01 400 D ALLERGAN INC COM 01849010 4267 50062 SH SHARED 02 50062 D ALLERGAN INC COM 01849010 1108 13000 SH SHARED 04 13000 D ALLERGAN INC COM 01849010 5384 63172 SH SHARED 05 52302 10870 D ALLERGAN INC COM 01849010 1305 15321 SH SHARED 06 15321 D ALLERGAN INC COM 01849010 58482 686095 SH SHARED 10 37235 623900 24960 D ALLERGAN INC COM 01849010 5371 63021 SH SHARED 14 63021 D ALLERGAN INC COM 01849010 4594 53901 SH SHARED 17 53901 D ALLETE INC COM NEW 01852230 1939 38875 SH SHARED 25375 13500 D ALLETE INC COM NEW 01852230 11 232 SH SHARED 01 232 D ALLETE INC COM NEW 01852230 44 900 SH SHR/OTHR 01 900 D ALLETE INC COM NEW 01852230 53 1078 SH SHARED 02 1078 D ALLETE INC COM NEW 01852230 239 4800 SH SHARED 10 4800 D ALLETE INC COM NEW 01852230 858 17200 SH SHARED 17 9500 7700 D ALLIANCE ATLANTIS COMMUNICAT CL B NON-VTG 01853E20 821 34900 SH SHARED 02 34900 D ALLIANCE CALIF MUN INCOME FD COM 01854610 92 6145 SH SHARED 6145 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 30864 660348 SH SHARED 645348 15000 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 303 6500 SH SHR/OTHR 01 6500 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 74 1600 SH SHARED 02 1600 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 60 1300 SH SHARED 10 1300 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 9 200 SH SHARED 17 200 D ALLIANCE DATA SYSTEMS CORP COM 01858110 10083 248600 SH SHARED 213000 35600 D ALLIANCE DATA SYSTEMS CORP COM 01858110 884 21800 SH SHARED 01 21800 D ALLIANCE DATA SYSTEMS CORP COM 01858110 91 2259 SH SHR/OTHR 01 2259 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1237 30510 SH SHARED 02 30510 D ALLIANCE DATA SYSTEMS CORP COM 01858110 8671 213800 SH SHARED 10 213800 D ALLIANCE DATA SYSTEMS CORP COM 01858110 989 24400 SH SHARED 14 24400 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1512 37280 SH SHARED 17 37280 D ALLIANCE GAMING CORP COM NEW 01859P60 716 51128 SH SHARED 51128 D ALLIANCE GAMING CORP COM NEW 01859P60 56 4000 SH SHARED 01 4000 D ALLIANCE GAMING CORP COM NEW 01859P60 13240 944400 SH SHARED 17 944400 D ALLIANCE IMAGING INC COM NEW 01860620 638 61035 SH SHARED 13735 47300 D ALLIANCE IMAGING INC COM NEW 01860620 127 12200 SH SHARED 01 12200 D ALLIANCE IMAGING INC COM NEW 01860620 194 18600 SH SHARED 10 18600 D ALLIANCE IMAGING INC COM NEW 01860620 73 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 104 41155 SH SHARED 41155 D ALLIANCE SEMICONDUCTOR CORP COM 01877H10 7 2800 SH SHARED 02 2800 D ALLIANCE RES PARTNER L P UT LTD PART 01877R10 29 400 SH SHR/OTHR 01 400 D ALLIANCE ONE INTL INC COM 01877210 511 85162 SH SHARED 85162 D ALLIANCE ONE INTL INC COM 01877210 17 2970 SH SHARED 10 2970 D ALLIANCE ONE INTL INC COM 01877210 175 29200 SH SHARED 17 29200 D ALLIANCE WORLD DLR GV FD II COM 01879R10 3811 306865 SH SHARED 306865 D ALLIANCE WORLD DLR GV FD II COM 01879R10 12 1000 SH SHARED 01 1000 D ALLIANCE WORLD DLR GV FD II COM 01879R10 37 3000 SH SHARED 10 3000 D ALLIANCE WORLD DLR GV FD INC COM 01879610 843 67592 SH SHARED 67592 D ALLIANT ENERGY CORP COM 01880210 10077 358000 SH SHARED 358000 D ALLIANT ENERGY CORP COM 01880210 1100 39100 SH SHARED 01 39100 D ALLIANT ENERGY CORP COM 01880210 1487 52856 SH SHARED 02 52856 D ALLIANT ENERGY CORP COM 01880210 46 1659 SH SHARED 06 1659 D ALLIANT ENERGY CORP COM 01880210 210 7463 SH SHARED 14 7463 D ALLIANT ENERGY CORP COM 01880210 59 2100 SH SHARED 17 2100 D ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH 56 54000 PRN SHR/OTHR 01 54000 D ALLIANT TECHSYSTEMS INC COM 01880410 240 3400 SH SHARED 3400 D ALLIANT TECHSYSTEMS INC COM 01880410 3618 51249 SH SHARED 51249 D ALLIANT TECHSYSTEMS INC COM 01880410 928 13150 SH SHARED 01 13150 D ALLIANT TECHSYSTEMS INC COM 01880410 1531 21694 SH SHARED 02 21694 D ALLIANT TECHSYSTEMS INC COM 01880410 133 1893 SH SHARED 10 1893 D ALLIANT TECHSYSTEMS INC COM 01880410 695 9849 SH SHR/OTHR 10 9849 D ALLIANT TECHSYSTEMS INC COM 01880410 49 700 SH SHARED 17 700 D ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 01880510 171 15000 SH SHARED 15000 D ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 01880510 8587 750000 SH SHARED 18 750000 D ALLIED CAP CORP NEW COM 01903Q10 177 6100 SH SHARED 5800 300 D ALLIED CAP CORP NEW COM 01903Q10 93 3195 SH SHARED 01 3195 D ALLIED CAP CORP NEW COM 01903Q10 71 2454 SH SHR/OTHR 01 2454 D ALLIED CAP CORP NEW COM 01903Q10 409 14062 SH SHARED 02 14062 D ALLIED CAP CORP NEW COM 01903Q10 34 1200 SH SHARED 06 1200 D ALLIED CAP CORP NEW COM 01903Q10 20 700 SH SHARED 17 700 D ALLIED DOMECQ PLC SPON ADR NEW 01912120 484 10000 SH SHARED 10000 D ALLIED IRISH BKS P L C SPON ADR ORD 01922840 93 2170 SH SHR/OTHR 01 2170 D ALLIED IRISH BKS P L C SPON ADR ORD 01922840 85 2000 SH SHARED 10 2000 D ALLIED HEALTHCARE INTL INC COM 01923A10 212 30033 SH SHARED 30033 D ALLIED HEALTHCARE INTL INC COM 01923A10 7840 1107400 SH SHARED 17 1107400 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 20412 2574081 SH SHARED 2574081 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 311 39300 SH SHARED 01 39300 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 816 102914 SH SHARED 02 102914 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 2211 278821 SH SHARED 17 278821 D ALLIED WASTE INDS INC PFD SR C CONV 01958960 8946 194200 SH SHARED 194200 D ALLIED WASTE INDS INC PFD SR C CONV 01958960 6789 147375 SH SHARED 02 147375 D ALLIED WASTE INDS INC PFD CV D 6.25% 01958970 6034 24430 SH SHARED 24430 D ALLIED WASTE INDS INC PFD CV D 6.25% 01958970 26280 106400 SH SHARED 02 106400 D ALLMERICA FINL CORP COM 01975410 3597 97000 SH SHARED 97000 D ALLMERICA FINL CORP COM 01975410 1296 34955 SH SHARED 01 34955 D ALLMERICA FINL CORP COM 01975410 891 24032 SH SHARED 02 24032 D ALLMERICA FINL CORP COM 01975410 53 1449 SH SHARED 10 1300 149 D ALLOY INC COM 01985510 172 33600 SH SHARED 33600 D ALLOY INC COM 01985510 88 17200 SH SHARED 17 17200 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 1369 82465 SH SHR/OTHR 82465 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 548 33050 SH SHARED 33050 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 1528 92000 SH SHARED 10 45400 2700 43900 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 214 12900 SH SHARED 17 12900 D ALLMERICA SECS TR SH BEN INT 01992110 52 5648 SH SHARED 5648 D ALLSTATE CORP COM 02000210 1189 19900 SH SHARED 19900 D ALLSTATE CORP COM 02000210 228564 3825341 SH SHARED 3455351 369990 D ALLSTATE CORP COM 02000210 179 3000 SH SHR/OTHR 3000 D ALLSTATE CORP COM 02000210 20033 335284 SH SHARED 01 153001 182283 D ALLSTATE CORP COM 02000210 2032 34016 SH SHR/OTHR 01 34016 D ALLSTATE CORP COM 02000210 15068 252185 SH SHARED 02 252185 D ALLSTATE CORP COM 02000210 14722 246400 SH SHARED 03 246400 D ALLSTATE CORP COM 02000210 15654 262003 SH SHARED 04 255880 6123 D ALLSTATE CORP COM 02000210 76944 1287770 SH SHARED 05 939090 348680 D ALLSTATE CORP COM 02000210 22385 374653 SH SHARED 06 374653 D ALLSTATE CORP COM 02000210 258645 4328802 SH SHARED 10 1186595 2819280 322927 D ALLSTATE CORP COM 02000210 180 3026 SH SHARED 14 3026 D ALLSTATE CORP COM 02000210 5334 89285 SH SHARED 15 89285 D ALLSTATE CORP COM 02000210 896 15000 SH SHARED 16 15000 D ALLSTATE CORP COM 02000210 24540 410718 SH SHARED 17 410718 D ALLTEL CORP COM 02003910 106528 1710471 SH SHARED 1669471 41000 D ALLTEL CORP COM 02003910 7651 122852 SH SHARED 01 26146 96706 D ALLTEL CORP COM 02003910 3777 60650 SH SHR/OTHR 01 60650 D ALLTEL CORP COM 02003910 7675 123246 SH SHARED 02 123246 D ALLTEL CORP COM 02003910 2115 33960 SH SHARED 04 33960 D ALLTEL CORP COM 02003910 4837 77676 SH SHARED 05 69176 8500 D ALLTEL CORP COM 02003910 78809 1265407 SH SHARED 10 71966 901810 291631 D ALLTEL CORP COM 02003910 1894 30416 SH SHR/OTHR 10 30416 D ALLTEL CORP COM 02003910 9294 149244 SH SHARED 17 142044 7200 D ALPHA NATURAL RESOURCES INC COM 02076X10 721 30231 SH SHARED 30231 D ALPHA NATURAL RESOURCES INC COM 02076X10 280 11730 SH SHARED 17 11730 D ALPHARMA INC NOTE 3.000% 6/0 020813AD 24000 18898000 PRN SHARED 18898000 D ALPHARMA INC CL A 02081310 1684 116431 SH SHARED 39431 77000 D ALPHARMA INC CL A 02081310 4199 290200 SH SHARED 10 290200 D ALPHARMA INC CL A 02081310 222 15390 SH SHARED 17 15390 D ALTAIR NANOTECHNOLOGIES INC COM 02137310 17 6000 SH SHARED 10 6000 D ALTANA AKTIENGESELLSCHAFT SPONSORED ADR 02143N10 4646 81000 SH SHARED 81000 D ALTANA AKTIENGESELLSCHAFT SPONSORED ADR 02143N10 722 12600 SH SHARED 02 12600 D ALTANA AKTIENGESELLSCHAFT SPONSORED ADR 02143N10 240270 4188087 SH SHARED 17 4188087 D ALTERA CORP COM 02144110 68562 3462776 SH SHARED 3450676 12100 D ALTERA CORP COM 02144110 1482 74884 SH SHARED 01 74884 D ALTERA CORP COM 02144110 23 1176 SH SHR/OTHR 01 1176 D ALTERA CORP COM 02144110 2902 146592 SH SHARED 02 146592 D ALTERA CORP COM 02144110 29 1500 SH SHARED 04 1500 D ALTERA CORP COM 02144110 2028 102435 SH SHARED 05 29400 73035 D ALTERA CORP COM 02144110 354 17900 SH SHARED 06 17900 D ALTERA CORP COM 02144110 53 2700 SH SHARED 10 2700 D ALTERA CORP COM 02144110 1687 85226 SH SHARED 14 85226 D ALTERA CORP COM 02144110 5793 292625 SH SHARED 17 292625 D ALTIRIS INC COM 02148M10 529 36168 SH SHARED 21768 14400 D ALTIRIS INC COM 02148M10 55 3789 SH SHARED 02 3789 D ALTIRIS INC COM 02148M10 1133 77400 SH SHARED 17 9500 67900 D ALTRIA GROUP INC COM 02209S10 1763738 27277116 SH SHARED 27183403 93713 D ALTRIA GROUP INC COM 02209S10 37781 584305 SH SHARED 01 29095 555210 D ALTRIA GROUP INC COM 02209S10 149942 2318945 SH SHR/OTHR 01 2318945 D ALTRIA GROUP INC COM 02209S10 54561 843825 SH SHARED 02 812423 31402 D ALTRIA GROUP INC COM 02209S10 91960 1422211 SH SHARED 04 1412042 10169 D ALTRIA GROUP INC COM 02209S10 26444 408982 SH SHARED 05 219522 189460 D ALTRIA GROUP INC COM 02209S10 20008 309443 SH SHARED 06 309443 D ALTRIA GROUP INC COM 02209S10 37748 583800 SH SHARED 10 357528 226272 D ALTRIA GROUP INC COM 02209S10 2599 40201 SH SHR/OTHR 10 40201 D ALTRIA GROUP INC COM 02209S10 4055 62722 SH SHARED 14 62722 D ALTRIA GROUP INC COM 02209S10 1616 25000 SH SHARED 16 25000 D ALTRIA GROUP INC COM 02209S10 800837 12385366 SH SHARED 17 12293547 91819 D ALUMINUM CORP CHINA LTD SPON ADR H SHS 02227610 5975 108700 SH SHARED 108700 D ALZA CORP SDCV 7/2 02261WAB 355 399000 PRN SHARED 02 399000 D AMAZON COM INC NOTE 4.750% 2/0 023135AF 5263 5500000 PRN SHARED 5500000 D AMAZON COM INC NOTE 4.750% 2/0 023135AF 37829 39529000 PRN SHARED 02 39529000 D AMAZON COM INC COM 02313510 49071 1482982 SH SHARED 1481782 1200 D AMAZON COM INC COM 02313510 256 7748 SH SHARED 01 7748 D AMAZON COM INC COM 02313510 434 13124 SH SHR/OTHR 01 13124 D AMAZON COM INC COM 02313510 1026 31035 SH SHARED 02 31035 D AMAZON COM INC COM 02313510 8067 243800 SH SHARED 04 242800 1000 D AMAZON COM INC COM 02313510 6 200 SH SHARED 05 200 D AMAZON COM INC COM 02313510 312 9444 SH SHARED 06 9444 D AMAZON COM INC COM 02313510 105 3200 SH SHARED 10 500 2700 D AMAZON COM INC COM 02313510 111 3374 SH SHARED 14 3374 D AMBAC FINL GROUP INC COM 02313910 17049 244400 SH SHARED 244400 D AMBAC FINL GROUP INC COM 02313910 1579 22645 SH SHARED 01 22645 D AMBAC FINL GROUP INC COM 02313910 172 2470 SH SHR/OTHR 01 2470 D AMBAC FINL GROUP INC COM 02313910 7674 110014 SH SHARED 02 110014 D AMBAC FINL GROUP INC COM 02313910 527 7560 SH SHARED 05 7560 D AMBAC FINL GROUP INC COM 02313910 132 1896 SH SHARED 06 1896 D AMBAC FINL GROUP INC COM 02313910 4298 61625 SH SHARED 10 42434 19191 D AMBAC FINL GROUP INC COM 02313910 627 9000 SH SHR/OTHR 10 9000 D AMBAC FINL GROUP INC COM 02313910 93 1340 SH SHARED 14 1340 D AMBAC FINL GROUP INC COM 02313910 3258 46712 SH SHARED 17 46712 D AMBASSADORS GROUP INC COM 02317710 298 8033 SH SHARED 8033 D AMBASSADORS GROUP INC COM 02317710 92 2500 SH SHARED 17 2500 D AMCOR LTD ADR NEW 02341R30 121 5937 SH SHR/OTHR 01 5937 D AMCOR LTD ADR NEW 02341R30 3 170 SH SHARED 10 170 D AMCOL INTL CORP COM 02341W10 437 23299 SH SHARED 23299 D AMCOL INTL CORP COM 02341W10 5 300 SH SHARED 10 300 D AMCOL INTL CORP COM 02341W10 149 7950 SH SHARED 17 7950 D AMDOCS LTD NOTE 0.500% 3/1 02342TAD 720 791000 PRN SHARED 02 791000 D AMEGY BANCORPORATION INC COM 02343R10 2676 119599 SH SHARED 68899 50700 D AMEGY BANCORPORATION INC COM 02343R10 350 15642 SH SHARED 10 15642 D AMEGY BANCORPORATION INC COM 02343R10 841 37600 SH SHARED 17 36600 1000 D AMEDISYS INC COM 02343610 26311 715373 SH SHARED 715373 D AMEDISYS INC COM 02343610 2050 55750 SH SHARED 01 55375 375 D AMEDISYS INC COM 02343610 60 1650 SH SHR/OTHR 01 1650 D AMEDISYS INC COM 02343610 58 1600 SH SHARED 02 1600 D AMEDISYS INC COM 02343610 643 17500 SH SHARED 05 17500 D AMEDISYS INC COM 02343610 9787 266100 SH SHARED 10 254600 2500 9000 D AMEDISYS INC COM 02343610 16378 445300 SH SHARED 17 423700 21600 D AMERADA HESS CORP COM 02355110 1256 11800 SH SHARED 11800 D AMERADA HESS CORP COM 02355110 35410 332457 SH SHARED 278725 53732 D AMERADA HESS CORP COM 02355110 2364 22200 SH SHARED 01 22200 D AMERADA HESS CORP COM 02355110 1012 9508 SH SHR/OTHR 01 9508 D AMERADA HESS CORP COM 02355110 3427 32178 SH SHARED 02 32178 D AMERADA HESS CORP COM 02355110 6624 62200 SH SHARED 03 62200 D AMERADA HESS CORP COM 02355110 12281 115310 SH SHARED 04 115310 D AMERADA HESS CORP COM 02355110 39166 367729 SH SHARED 05 241269 126460 D AMERADA HESS CORP COM 02355110 7904 74212 SH SHARED 06 74212 D AMERADA HESS CORP COM 02355110 104747 983450 SH SHARED 10 34780 946020 2650 D AMERADA HESS CORP COM 02355110 10205 95815 SH SHARED 17 68415 27400 D AMERADA HESS CORP PFD CV ACES 7% 02355140 72012 785900 SH SHARED 765900 20000 D AMERADA HESS CORP PFD CV ACES 7% 02355140 42299 461636 SH SHARED 02 461636 D AMERADA HESS CORP PFD CV ACES 7% 02355140 1896 20700 SH SHARED 17 20700 D AMERCO COM 02358610 533 9968 SH SHARED 9968 D AMERCO COM 02358610 53 1000 SH SHARED 01 1000 D AMERCO COM 02358610 117 2200 SH SHARED 02 2200 D AMERCO COM 02358610 278 5200 SH SHARED 17 5200 D AMEREN CORP COM 02360810 29748 537941 SH SHARED 535541 2400 D AMEREN CORP COM 02360810 2347 42447 SH SHARED 01 42447 D AMEREN CORP COM 02360810 4333 78364 SH SHARED 02 78364 D AMEREN CORP COM 02360810 348 6300 SH SHARED 05 6300 D AMEREN CORP COM 02360810 141 2550 SH SHARED 06 2550 D AMEREN CORP COM 02360810 230 4170 SH SHARED 10 600 3570 D AMEREN CORP COM 02360810 167 3020 SH SHR/OTHR 10 3020 D AMEREN CORP COM 02360810 5372 97151 SH SHARED 17 78751 18400 D AMERICA SVC GROUP INC COM 02364L10 167 10567 SH SHARED 10567 D AMERICA SVC GROUP INC COM 02364L10 39 2500 SH SHARED 02 2500 D AMERICA SVC GROUP INC COM 02364L10 85 5400 SH SHARED 17 5400 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 86024 1443129 SH SHARED 1421100 22029 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 6855 115000 SH SHARED 01 115000 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 112 1887 SH SHR/OTHR 01 1887 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 5901 99000 SH SHARED 04 99000 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 4246 71238 SH SHARED 05 71238 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 2384 40000 SH SHARED 06 40000 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 76157 1277588 SH SHARED 10 1277460 128 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 71 1200 SH SHR/OTHR 10 1200 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 11717 196575 SH SHARED 17 196575 D AMERICA WEST HLDG CORP CL B 02365720 211 35199 SH SHARED 35199 D AMERICA WEST HLDG CORP CL B 02365720 26 4400 SH SHARED 01 4400 D AMERICA WEST HLDG CORP CL B 02365720 1 200 SH SHARED 02 200 D AMERICA WEST HLDG CORP CL B 02365720 108 18000 SH SHARED 17 18000 D AMCORE FINL INC COM 02391210 681 22820 SH SHARED 22820 D AMCORE FINL INC COM 02391210 5 200 SH SHARED 01 200 D AMCORE FINL INC COM 02391210 8 300 SH SHARED 02 300 D AMCORE FINL INC COM 02391210 242 8100 SH SHARED 10 8100 D AMCORE FINL INC COM 02391210 281 9413 SH SHARED 17 9413 D AMERICAN AXLE & MFG HLDGS IN FRNT 2.000% 2/1 024061AB 3068 3850000 PRN SHARED 3850000 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 2683 106206 SH SHARED 91206 15000 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 88 3516 SH SHARED 02 3516 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 50 1998 SH SHARED 06 1998 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 6352 251400 SH SHARED 10 251400 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 548 21700 SH SHARED 17 21700 D AMERICAN CAMPUS CMNTYS INC COM 02483510 279 12333 SH SHARED 12333 D AMERICAN CAMPUS CMNTYS INC COM 02483510 827 36485 SH SHARED 02 36485 D AMERICAN CAMPUS CMNTYS INC COM 02483510 29753 1311900 SH SHARED 11 1311900 D AMERICAN CAMPUS CMNTYS INC COM 02483510 151 6700 SH SHARED 17 6700 D AMERICAN CAPITAL STRATEGIES COM 02493710 18 500 SH SHARED 500 D AMERICAN CAPITAL STRATEGIES COM 02493710 10 300 SH SHARED 01 300 D AMERICAN CAPITAL STRATEGIES COM 02493710 32 913 SH SHR/OTHR 01 913 D AMERICAN CAPITAL STRATEGIES COM 02493710 514 14237 SH SHARED 02 14237 D AMERICAN CAPITAL STRATEGIES COM 02493710 223 6200 SH SHARED 17 6200 D AMERICAN DENTAL PARTNERS COM 02535310 191 7826 SH SHARED 7826 D AMERICAN DENTAL PARTNERS COM 02535310 46 1900 SH SHARED 17 1900 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 2577 84114 SH SHARED 84114 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 1513 49400 SH SHARED 01 49400 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 21 700 SH SHR/OTHR 01 700 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 2754 89900 SH SHARED 02 89900 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 560 18283 SH SHARED 06 18283 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 8429 275100 SH SHARED 10 275100 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 96 3137 SH SHARED 14 3137 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 163 5335 SH SHARED 17 5335 D AMERICAN ECOLOGY CORP COM NEW 02553340 211 11839 SH SHARED 11839 D AMERICAN ECOLOGY CORP COM NEW 02553340 119 6700 SH SHARED 17 6700 D AMERICAN ELEC PWR INC COM 02553710 52017 1410839 SH SHARED 1383439 27400 D AMERICAN ELEC PWR INC COM 02553710 3295 89390 SH SHARED 01 4340 85050 D AMERICAN ELEC PWR INC COM 02553710 389 10563 SH SHR/OTHR 01 10563 D AMERICAN ELEC PWR INC COM 02553710 5391 146242 SH SHARED 02 146242 D AMERICAN ELEC PWR INC COM 02553710 231 6285 SH SHARED 04 6285 D AMERICAN ELEC PWR INC COM 02553710 8 220 SH SHARED 05 220 D AMERICAN ELEC PWR INC COM 02553710 313 8500 SH SHARED 06 8500 D AMERICAN ELEC PWR INC COM 02553710 92 2500 SH SHARED 10 2500 D AMERICAN ELEC PWR INC COM 02553710 109 2980 SH SHR/OTHR 10 2980 D AMERICAN ELEC PWR INC COM 02553710 6427 174333 SH SHARED 17 174333 D AMERICAN EQTY INVT LIFE HLD COM 02567620 384 32335 SH SHARED 32335 D AMERICAN EQTY INVT LIFE HLD COM 02567620 181 15272 SH SHARED 17 15272 D AMERICAN EXPRESS CO DBCV 1.850%12/0 025816AS 7817 7725000 PRN SHARED 02 7725000 D AMERICAN EXPRESS CO DBCV 1.850%12/0 025816AS 2024 2000000 PRN SHARED 06 2000000 D AMERICAN EXPRESS CO COM 02581610 208577 3918420 SH SHARED 3868818 49602 D AMERICAN EXPRESS CO COM 02581610 27416 515055 SH SHARED 01 93242 421813 D AMERICAN EXPRESS CO COM 02581610 12749 239525 SH SHR/OTHR 01 239525 D AMERICAN EXPRESS CO COM 02581610 30461 572253 SH SHARED 02 572253 D AMERICAN EXPRESS CO COM 02581610 2035 38245 SH SHARED 04 35600 2645 D AMERICAN EXPRESS CO COM 02581610 37 700 SH SHARED 05 700 D AMERICAN EXPRESS CO COM 02581610 2050 38520 SH SHARED 06 38520 D AMERICAN EXPRESS CO COM 02581610 83116 1561460 SH SHARED 10 279471 643800 638189 D AMERICAN EXPRESS CO COM 02581610 2228 41860 SH SHR/OTHR 10 41860 D AMERICAN EXPRESS CO COM 02581610 467 8779 SH SHARED 14 8779 D AMERICAN EXPRESS CO COM 02581610 1064 20000 SH SHARED 15 20000 D AMERICAN EXPRESS CO COM 02581610 58824 1105103 SH SHARED 17 1105103 D AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD 5245 12285000 PRN SHARED 02 12285000 D AMERICAN FINL GROUP INC OHIO COM 02593210 1297 38700 SH SHARED 38700 D AMERICAN FINL GROUP INC OHIO COM 02593210 811 24200 SH SHARED 01 24200 D AMERICAN FINL GROUP INC OHIO COM 02593210 805 24018 SH SHARED 02 24018 D AMERICAN FINL GROUP INC OHIO COM 02593210 838 25000 SH SHARED 10 25000 D AMERICAN FINL GROUP INC OHIO COM 02593210 640 19100 SH SHARED 17 8100 11000 D AMERICAN FINL RLTY TR NOTE 4.375% 7/1 02607PAB 10862 11050000 PRN SHARED 02 11050000 D AMERICAN FINL RLTY TR COM 02607P30 1708 111100 SH SHARED 111100 D AMERICAN FINL RLTY TR COM 02607P30 190 12400 SH SHARED 02 12400 D AMERICAN FINL RLTY TR COM 02607P30 438 28500 SH SHARED 10 28500 D AMERICAN FINL RLTY TR COM 02607P30 209652 13631500 SH SHARED 11 13631500 D AMERICAN FINL RLTY TR COM 02607P30 2320 150900 SH SHARED 17 38000 112900 D AMERICAN GREETINGS CORP NOTE 7.000% 7/1 026375AJ 27402 14125000 PRN SHARED 02 5875000 8250000 D AMERICAN GREETINGS CORP CL A 02637510 969 36600 SH SHARED 36600 D AMERICAN GREETINGS CORP CL A 02637510 954 36001 SH SHARED 01 36001 D AMERICAN GREETINGS CORP CL A 02637510 13 500 SH SHR/OTHR 01 500 D AMERICAN GREETINGS CORP CL A 02637510 923 34845 SH SHARED 02 34845 D AMERICAN GREETINGS CORP CL A 02637510 34 1303 SH SHARED 06 1303 D AMERICAN GREETINGS CORP CL A 02637510 359 13550 SH SHARED 10 3750 9800 D AMERICAN GREETINGS CORP CL A 02637510 47 1800 SH SHARED 17 1800 D AMERICAN HEALTHWAYS INC COM 02649V10 1465 34677 SH SHARED 34677 D AMERICAN HEALTHWAYS INC COM 02649V10 2238 52954 SH SHARED 01 50829 2125 D AMERICAN HEALTHWAYS INC COM 02649V10 35 850 SH SHR/OTHR 01 850 D AMERICAN HEALTHWAYS INC COM 02649V10 8 200 SH SHARED 02 200 D AMERICAN HEALTHWAYS INC COM 02649V10 9278 219500 SH SHARED 10 217900 1600 D AMERICAN HEALTHWAYS INC COM 02649V10 19135 452700 SH SHARED 17 302400 150300 D AMERICAN HOME MTG INVT CORP COM 02660R10 1211 34666 SH SHARED 34666 D AMERICAN HOME MTG INVT CORP COM 02660R10 90 2600 SH SHARED 01 2600 D AMERICAN HOME MTG INVT CORP COM 02660R10 20 582 SH SHR/OTHR 01 582 D AMERICAN HOME MTG INVT CORP COM 02660R10 104 3000 SH SHARED 02 3000 D AMERICAN HOME MTG INVT CORP COM 02660R10 827 23662 SH SHARED 17 23662 D AMERICAN INDEPENDENCE CORP COM NEW 02676040 16 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 26 28000 PRN SHARED 02 28000 D AMERICAN INTL GROUP INC COM 02687410 830040 14286406 SH SHARED 13993530 292876 D AMERICAN INTL GROUP INC COM 02687410 156 2700 SH SHR/OTHR 2700 D AMERICAN INTL GROUP INC COM 02687410 73033 1257031 SH SHARED 01 384813 872218 D AMERICAN INTL GROUP INC COM 02687410 31895 548978 SH SHR/OTHR 01 548978 D AMERICAN INTL GROUP INC COM 02687410 57756 994085 SH SHARED 02 994085 D AMERICAN INTL GROUP INC COM 02687410 4394 75632 SH SHARED 04 72400 3232 D AMERICAN INTL GROUP INC COM 02687410 1928 33189 SH SHARED 05 33189 D AMERICAN INTL GROUP INC COM 02687410 7892 135847 SH SHARED 06 135847 D AMERICAN INTL GROUP INC COM 02687410 154082 2652029 SH SHARED 10 1792763 859266 D AMERICAN INTL GROUP INC COM 02687410 18758 322864 SH SHR/OTHR 10 322864 D AMERICAN INTL GROUP INC COM 02687410 5966 102699 SH SHARED 14 102699 D AMERICAN INTL GROUP INC COM 02687410 5066 87200 SH SHARED 15 87200 D AMERICAN INTL GROUP INC COM 02687410 1743 30000 SH SHARED 16 30000 D AMERICAN INTL GROUP INC COM 02687410 261422 4499535 SH SHARED 17 4499535 D AMERICAN INTL GROUP INC COM 02687410 4065 69972 SH SHARED 18 69972 D AMERICAN ITALIAN PASTA CO CL A 02707010 412 19639 SH SHARED 19639 D AMERICAN ITALIAN PASTA CO CL A 02707010 94 4500 SH SHARED 02 4500 D AMERICAN ITALIAN PASTA CO CL A 02707010 135 6460 SH SHARED 17 6460 D AMERICAN LD LEASE INC COM 02711810 0 8 SH SHARED 02 8 D AMERICAN LD LEASE INC COM 02711810 6071 277100 SH SHARED 11 277100 D AMERICAN MED SYS HLDGS INC COM 02744M10 3980 192755 SH SHARED 68055 124700 D AMERICAN MED SYS HLDGS INC COM 02744M10 1568 75960 SH SHARED 01 75430 530 D AMERICAN MED SYS HLDGS INC COM 02744M10 28 1380 SH SHR/OTHR 01 1380 D AMERICAN MED SYS HLDGS INC COM 02744M10 9193 445200 SH SHARED 10 366500 3700 75000 D AMERICAN MED SYS HLDGS INC COM 02744M10 966 46788 SH SHARED 15 46788 D AMERICAN MED SYS HLDGS INC COM 02744M10 21579 1045000 SH SHARED 17 512100 532900 D AMERICAN MTG ACCEP CO SH BEN INT 02756810 0 8 SH SHARED 02 8 D AMERICAN NATL INS CO COM 02859110 22 200 SH SHARED 01 200 D AMERICAN NATL INS CO COM 02859110 91 806 SH SHARED 02 806 D AMERICAN NATL INS CO COM 02859110 56 500 SH SHARED 10 500 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 368 8934 SH SHARED 8934 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 82 2010 SH SHARED 02 2010 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 371 9000 SH SHARED 04 9000 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 41 1000 SH SHARED 06 1000 D AMERICAN PHYSICIANS CAPITAL COM 02888410 311 8397 SH SHARED 7597 800 D AMERICAN PHYSICIANS CAPITAL COM 02888410 910 24500 SH SHARED 10 24500 D AMERICAN PHYSICIANS CAPITAL COM 02888410 156 4200 SH SHARED 17 4200 D AMERICAN RETIREMENT CORP COM 02891310 399 27324 SH SHARED 27324 D AMERICAN RETIREMENT CORP COM 02891310 7 500 SH SHR/OTHR 01 500 D AMERICAN RETIREMENT CORP COM 02891310 182 12500 SH SHARED 17 12500 D AMERICAN PWR CONVERSION CORP COM 02906610 35222 1493094 SH SHARED 1492894 200 D AMERICAN PWR CONVERSION CORP COM 02906610 919 38979 SH SHARED 01 38979 D AMERICAN PWR CONVERSION CORP COM 02906610 146 6217 SH SHR/OTHR 01 6217 D AMERICAN PWR CONVERSION CORP COM 02906610 1632 69203 SH SHARED 02 69203 D AMERICAN PWR CONVERSION CORP COM 02906610 4 200 SH SHARED 05 200 D AMERICAN PWR CONVERSION CORP COM 02906610 30 1300 SH SHARED 06 1300 D AMERICAN PWR CONVERSION CORP COM 02906610 740 31400 SH SHARED 10 31400 D AMERICAN PWR CONVERSION CORP COM 02906610 3032 128541 SH SHARED 17 128541 D AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 02916910 204 7051 SH SHARED 7051 D AMERICAN RLTY INVS INC COM 02917410 30 3009 SH SHARED 3009 D AMERICAN RLTY INVS INC COM 02917410 0 4 SH SHARED 02 4 D AMERICAN REPROGRAPHICS CO COM 02926310 210 13066 SH SHARED 13066 D AMERICAN REPROGRAPHICS CO COM 02926310 847 52650 SH SHARED 16 52650 D AMERICAN REPROGRAPHICS CO COM 02926310 139 8640 SH SHARED 17 8640 D AMERICAN SCIENCE & ENGR INC COM 02942910 1525 34393 SH SHARED 8093 26300 D AMERICAN SCIENCE & ENGR INC COM 02942910 53 1200 SH SHARED 02 1200 D AMERICAN SCIENCE & ENGR INC COM 02942910 709 16000 SH SHARED 10 16000 D AMERICAN SCIENCE & ENGR INC COM 02942910 1015 22900 SH SHARED 17 3800 19100 D AMERICAN STD COS INC DEL COM 02971210 47629 1136211 SH SHARED 1127631 8580 D AMERICAN STD COS INC DEL COM 02971210 1592 37986 SH SHARED 01 37986 D AMERICAN STD COS INC DEL COM 02971210 133 3180 SH SHR/OTHR 01 3180 D AMERICAN STD COS INC DEL COM 02971210 2819 67262 SH SHARED 02 67262 D AMERICAN STD COS INC DEL COM 02971210 92 2200 SH SHARED 06 2200 D AMERICAN STD COS INC DEL COM 02971210 67 1608 SH SHARED 14 1608 D AMERICAN STD COS INC DEL COM 02971210 3245 77416 SH SHARED 17 77416 D AMERICAN STS WTR CO COM 02989910 489 16666 SH SHARED 16666 D AMERICAN STS WTR CO COM 02989910 7 250 SH SHARED 01 250 D AMERICAN STS WTR CO COM 02989910 140 4800 SH SHARED 17 4800 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 12293 12418000 PRN SHARED 12418000 D AMERICAN TOWER CORP NOTE 3.250% 8/0 029912AK 12046 6745000 PRN SHARED 02 6745000 D AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR 16744 14000000 PRN SHARED 14000000 D AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR 7044 5890000 PRN SHARED 02 5890000 D AMERICAN TOWER CORP CL A 02991220 6119 291150 SH SHARED 289450 1700 D AMERICAN TOWER CORP CL A 02991220 119 5700 SH SHARED 01 5700 D AMERICAN TOWER CORP CL A 02991220 515 24504 SH SHARED 02 24504 D AMERICAN TOWER CORP CL A 02991220 542 25800 SH SHARED 06 25800 D AMERICAN TOWER CORP CL A 02991220 1145 54500 SH SHARED 10 54500 D AMERICAN TOWER CORP CL A 02991220 31281 1488200 SH SHARED 17 1488200 D AMERICAN STRATEGIC INCOME II COM 03009T10 35 3135 SH SHARED 3135 D AMERICAN STRATEGIC INCM PTFL COM 03009810 0 24 SH SHARED 24 D AMERN STRATEGIC INCOME PTFL COM 03009910 19 1673 SH SHARED 1673 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 501 54860 SH SHARED 54860 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 128 14000 SH SHARED 17 14000 D AMERICAN VANGUARD CORP COM 03037110 218 10467 SH SHARED 10467 D AMERICAN VANGUARD CORP COM 03037110 0 33 SH SHARED 02 33 D AMERICAN VANGUARD CORP COM 03037110 58 2800 SH SHARED 17 2800 D AMERICAN WOODMARK CORP COM 03050610 1215 40501 SH SHARED 11601 28900 D AMERICAN WOODMARK CORP COM 03050610 595 19840 SH SHARED 10 1540 18300 D AMERICAN WOODMARK CORP COM 03050610 459 15300 SH SHARED 17 5500 9800 D AMERICANWEST BANCORPORATION COM 03058P10 202 10133 SH SHARED 10133 D AMERICANWEST BANCORPORATION COM 03058P10 47 2390 SH SHARED 17 2390 D AMERICREDIT CORP COM 03060R10 96 3800 SH SHARED 3800 D AMERICREDIT CORP COM 03060R10 1387 54400 SH SHARED 51000 3400 D AMERICREDIT CORP COM 03060R10 2113 82900 SH SHARED 01 82900 D AMERICREDIT CORP COM 03060R10 1857 72840 SH SHARED 02 72840 D AMERICREDIT CORP COM 03060R10 660 25900 SH SHARED 10 25900 D AMERICREDIT CORP COM 03060R10 99 3900 SH SHARED 17 3900 D AMERICAS CAR MART INC COM 03062T10 195 8667 SH SHARED 8667 D AMERICAS CAR MART INC COM 03062T10 87 3900 SH SHARED 17 3900 D AMERISTAR CASINOS INC COM 03070Q10 1238 47469 SH SHARED 24069 23400 D AMERISTAR CASINOS INC COM 03070Q10 367 14100 SH SHARED 02 14100 D AMERISTAR CASINOS INC COM 03070Q10 255 9800 SH SHARED 10 600 9200 D AMERISTAR CASINOS INC COM 03070Q10 2791 107000 SH SHARED 17 17600 89400 D AMERON INTL INC COM 03071010 306 8200 SH SHARED 8200 D AMERON INTL INC COM 03071010 59 1600 SH SHR/OTHR 10 1600 D AMERON INTL INC COM 03071010 1641 43900 SH SHARED 17 43900 D AMERUS GROUP CO COM 03072M10 52 1100 SH SHARED 1100 D AMERUS GROUP CO COM 03072M10 1996 41546 SH SHARED 41546 D AMERUS GROUP CO COM 03072M10 624 13000 SH SHARED 01 13000 D AMERUS GROUP CO COM 03072M10 189 3949 SH SHR/OTHR 01 3949 D AMERUS GROUP CO COM 03072M10 818 17025 SH SHARED 02 17025 D AMERUS GROUP CO COM 03072M10 9 200 SH SHARED 10 200 D AMERUS GROUP CO COM 03072M10 105 2200 SH SHARED 17 2200 D AMERISOURCEBERGEN CORP COM 03073E10 17466 252593 SH SHARED 238893 13700 D AMERISOURCEBERGEN CORP COM 03073E10 1786 25837 SH SHARED 01 2140 23697 D AMERISOURCEBERGEN CORP COM 03073E10 3315 47943 SH SHARED 02 47943 D AMERISOURCEBERGEN CORP COM 03073E10 6 100 SH SHARED 05 100 D AMERISOURCEBERGEN CORP COM 03073E10 76 1100 SH SHARED 06 1100 D AMERISOURCEBERGEN CORP COM 03073E10 496 7180 SH SHARED 10 6080 1100 D AMERISOURCEBERGEN CORP COM 03073E10 128260 1854815 SH SHARED 17 1830715 24100 D AMERIGROUP CORP COM 03073T10 627 15621 SH SHARED 15621 D AMERIGROUP CORP COM 03073T10 1932 48076 SH SHARED 01 47626 450 D AMERIGROUP CORP COM 03073T10 30 750 SH SHR/OTHR 01 750 D AMERIGROUP CORP COM 03073T10 249 6200 SH SHARED 02 6200 D AMERIGROUP CORP COM 03073T10 5688 141500 SH SHARED 04 141500 D AMERIGROUP CORP COM 03073T10 24192 601810 SH SHARED 10 492310 109500 D AMERIGROUP CORP COM 03073T10 64 1600 SH SHARED 14 1600 D AMERIGROUP CORP COM 03073T10 42841 1065700 SH SHARED 17 1065700 D AMERISERV FINL INC COM 03074A10 13 2500 SH SHARED 10 2500 D AMERITRADE HLDG CORP NEW COM 03074K10 44118 2370681 SH SHARED 2370681 D AMERITRADE HLDG CORP NEW COM 03074K10 3370 181130 SH SHARED 02 181130 D AMERITRADE HLDG CORP NEW COM 03074K10 4872 261800 SH SHARED 04 261800 D AMERITRADE HLDG CORP NEW COM 03074K10 940 50550 SH SHARED 17 50550 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 6 200 SH SHR/OTHR 01 200 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 49 1500 SH SHARED 02 1500 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 82 2500 SH SHARED 10 2500 D AMES NATL CORP COM 03100110 299 2709 SH SHARED 2709 D AMES NATL CORP COM 03100110 66 600 SH SHARED 17 600 D AMETEK INC NEW COM 03110010 842 20120 SH SHARED 20120 D AMETEK INC NEW COM 03110010 1008 24100 SH SHARED 01 24100 D AMETEK INC NEW COM 03110010 1342 32081 SH SHARED 02 32081 D AMETEK INC NEW COM 03110010 1059 25310 SH SHARED 17 25310 D AMGEN INC NOTE 3/0 031162AE 3744 5150000 PRN SHARED 06 5150000 D AMGEN INC NOTE 3/0 031162AL 27203 37419000 PRN SHARED 37419000 D AMGEN INC COM 03116210 511100 8453527 SH SHARED 8391077 62450 D AMGEN INC COM 03116210 42334 700214 SH SHARED 01 167161 533053 D AMGEN INC COM 03116210 11706 193622 SH SHR/OTHR 01 193622 D AMGEN INC COM 03116210 34462 570005 SH SHARED 02 570005 D AMGEN INC COM 03116210 135600 2242811 SH SHARED 04 2235970 6841 D AMGEN INC COM 03116210 3173 52483 SH SHARED 05 46803 5680 D AMGEN INC COM 03116210 7022 116147 SH SHARED 06 116147 D AMGEN INC COM 03116210 127425 2107604 SH SHARED 10 626304 912340 568960 D AMGEN INC COM 03116210 2769 45815 SH SHR/OTHR 10 45815 D AMGEN INC COM 03116210 8397 138895 SH SHARED 14 138895 D AMGEN INC COM 03116210 241 4000 SH SHARED 16 4000 D AMGEN INC COM 03116210 37852 626073 SH SHARED 17 626073 D AMGEN INC COM 03116210 10278 170000 SH SHARED 18 170000 D AMIS HLDGS INC COM 03153810 1723 129177 SH SHARED 90577 38600 D AMIS HLDGS INC COM 03153810 22 1700 SH SHARED 01 1700 D AMIS HLDGS INC COM 03153810 552 41400 SH SHARED 10 41400 D AMIS HLDGS INC COM 03153810 857 64300 SH SHARED 17 15100 49200 D AMKOR TECHNOLOGY INC NOTE 5.000% 3/1 031652AH 2595 3000000 PRN SHARED 3000000 D AMKOR TECHNOLOGY INC NOTE 5.750% 6/0 031652AN 5170 5500000 PRN SHARED 5500000 D AMKOR TECHNOLOGY INC NOTE 5.750% 6/0 031652AN 2298 2445000 PRN SHARED 02 2445000 D AMKOR TECHNOLOGY INC COM 03165210 2894 639033 SH SHARED 639033 D AMKOR TECHNOLOGY INC COM 03165210 22 5000 SH SHARED 01 5000 D AMKOR TECHNOLOGY INC COM 03165210 6 1450 SH SHARED 02 1450 D AMKOR TECHNOLOGY INC COM 03165210 735 162252 SH SHARED 17 162252 D AMPAL AMERN ISRAEL CORP CL A 03201510 18 4619 SH SHARED 4619 D AMPAL AMERN ISRAEL CORP PFD CV 6.50% 03201530 4 396 SH SHARED 01 396 D AMPCO-PITTSBURGH CORP COM 03203710 0 8 SH SHARED 02 8 D AMPHENOL CORP NEW CL A 03209510 405 10100 SH SHARED 9900 200 D AMPHENOL CORP NEW CL A 03209510 1393 34700 SH SHARED 01 34700 D AMPHENOL CORP NEW CL A 03209510 662 16500 SH SHR/OTHR 01 16500 D AMPHENOL CORP NEW CL A 03209510 1624 40452 SH SHARED 02 40452 D AMPHENOL CORP NEW CL A 03209510 598 14900 SH SHARED 17 14900 D AMSOUTH BANCORPORATION COM 03216510 58682 2257037 SH SHARED 2203927 53110 D AMSOUTH BANCORPORATION COM 03216510 187 7200 SH SHR/OTHR 7200 D AMSOUTH BANCORPORATION COM 03216510 14173 545120 SH SHARED 01 371950 173170 D AMSOUTH BANCORPORATION COM 03216510 285 10985 SH SHR/OTHR 01 10985 D AMSOUTH BANCORPORATION COM 03216510 4286 164884 SH SHARED 02 164884 D AMSOUTH BANCORPORATION COM 03216510 114 4400 SH SHARED 06 4400 D AMSOUTH BANCORPORATION COM 03216510 88136 3389857 SH SHARED 10 2680905 708952 D AMSOUTH BANCORPORATION COM 03216510 20 800 SH SHR/OTHR 10 800 D AMSOUTH BANCORPORATION COM 03216510 3047 117200 SH SHARED 15 117200 D AMSOUTH BANCORPORATION COM 03216510 6859 263816 SH SHARED 17 162327 101489 D AMSURG CORP COM 03232P40 830 29996 SH SHARED 29996 D AMSURG CORP COM 03232P40 1183 42750 SH SHARED 01 42325 425 D AMSURG CORP COM 03232P40 30 1100 SH SHR/OTHR 01 1100 D AMSURG CORP COM 03232P40 49 1800 SH SHARED 02 1800 D AMSURG CORP COM 03232P40 6216 224500 SH SHARED 10 222300 2200 D AMSURG CORP COM 03232P40 8307 300000 SH SHARED 17 300000 D AMYLIN PHARMACEUTICALS INC NOTE 2.500% 4/1 032346AD 11689 12945000 PRN SHARED 02 12945000 D AMYLIN PHARMACEUTICALS INC COM 03234610 8374 400100 SH SHARED 397900 2200 D AMYLIN PHARMACEUTICALS INC COM 03234610 38 1820 SH SHARED 01 1820 D AMYLIN PHARMACEUTICALS INC COM 03234610 557 26650 SH SHARED 02 26650 D AMYLIN PHARMACEUTICALS INC COM 03234610 8922 426290 SH SHARED 04 426290 D AMYLIN PHARMACEUTICALS INC COM 03234610 15 740 SH SHARED 05 740 D AMYLIN PHARMACEUTICALS INC COM 03234610 2153 102900 SH SHARED 10 96100 6800 D AMYLIN PHARMACEUTICALS INC COM 03234610 98 4700 SH SHARED 14 4700 D AMYLIN PHARMACEUTICALS INC COM 03234610 839 40100 SH SHARED 17 40100 D AMVESCAP PLC SPONSORED ADR 03235E10 303 25273 SH SHARED 25273 D ANADARKO PETE CORP COM 03251110 123131 1498856 SH SHARED 1458637 40219 D ANADARKO PETE CORP COM 03251110 8397 102217 SH SHARED 01 37734 64483 D ANADARKO PETE CORP COM 03251110 2392 29122 SH SHR/OTHR 01 29122 D ANADARKO PETE CORP COM 03251110 7758 94440 SH SHARED 02 94440 D ANADARKO PETE CORP COM 03251110 20964 255200 SH SHARED 04 255200 D ANADARKO PETE CORP COM 03251110 48667 592422 SH SHARED 05 345032 247390 D ANADARKO PETE CORP COM 03251110 10511 127958 SH SHARED 06 127958 D ANADARKO PETE CORP COM 03251110 12582 153170 SH SHARED 10 50385 102785 D ANADARKO PETE CORP COM 03251110 241 2937 SH SHR/OTHR 10 2937 D ANADARKO PETE CORP COM 03251110 41137 500757 SH SHARED 17 500757 D ANADIGICS INC NOTE 5.000%11/1 032515AB 2376 2425000 PRN SHARED 2425000 D ANADIGICS INC COM 03251510 202 104603 SH SHARED 104603 D ANADYS PHARMACEUTICALS INC COM 03252Q40 201 22000 SH SHARED 22000 D ANADYS PHARMACEUTICALS INC COM 03252Q40 4019 438800 SH SHARED 04 438800 D ANALOG DEVICES INC COM 03265410 58119 1557747 SH SHARED 1556847 900 D ANALOG DEVICES INC COM 03265410 3067 82227 SH SHARED 01 82227 D ANALOG DEVICES INC COM 03265410 371 9955 SH SHR/OTHR 01 9955 D ANALOG DEVICES INC COM 03265410 5653 151519 SH SHARED 02 151519 D ANALOG DEVICES INC COM 03265410 74 2000 SH SHARED 05 2000 D ANALOG DEVICES INC COM 03265410 223 5990 SH SHARED 06 5990 D ANALOG DEVICES INC COM 03265410 3092 82888 SH SHARED 10 4600 78288 D ANALOG DEVICES INC COM 03265410 59 1600 SH SHR/OTHR 10 1600 D ANALOG DEVICES INC COM 03265410 839 22500 SH SHARED 14 22500 D ANALOG DEVICES INC COM 03265410 6468 173383 SH SHARED 17 173383 D ANALOGIC CORP COM PAR $0.05 03265720 671 13339 SH SHARED 13339 D ANALOGIC CORP COM PAR $0.05 03265720 306 6100 SH SHARED 17 6100 D ANAREN INC COM 03274410 242 18466 SH SHARED 18466 D ANAREN INC COM 03274410 13 1000 SH SHARED 01 1000 D ANAREN INC COM 03274410 44 3384 SH SHR/OTHR 01 3384 D ANAREN INC COM 03274410 127 9670 SH SHARED 17 9670 D ANCHOR BANCORP WIS INC COM 03283910 684 22607 SH SHARED 22607 D ANCHOR BANCORP WIS INC COM 03283910 254 8400 SH SHARED 17 8400 D ANCHOR GLASS CONTAINER CP NE COM NEW 03304B30 1 1100 SH SHARED 02 1100 D ANDERSONS INC COM 03416410 245 6855 SH SHARED 6455 400 D ANDERSONS INC COM 03416410 114 3200 SH SHARED 10 3200 D ANDERSONS INC COM 03416410 60 1700 SH SHARED 17 1700 D ANDREW CORP NOTE 3.250% 8/1 034425AB 2590 2299000 PRN SHARED 2299000 D ANDREW CORP NOTE 3.250% 8/1 034425AB 49 44000 PRN SHR/OTHR 01 44000 D ANDREW CORP NOTE 3.250% 8/1 034425AB 436 387000 PRN SHARED 02 387000 D ANDREW CORP COM 03442510 4908 384689 SH SHARED 384689 D ANDREW CORP COM 03442510 557 43672 SH SHARED 01 43672 D ANDREW CORP COM 03442510 46 3645 SH SHR/OTHR 01 3645 D ANDREW CORP COM 03442510 756 59289 SH SHARED 02 59289 D ANDREW CORP COM 03442510 13 1065 SH SHARED 10 1065 D ANDREW CORP COM 03442510 1031 80847 SH SHARED 17 80847 D ANDRX CORP DEL ANDRX GROUP 03455310 5247 258356 SH SHARED 186356 72000 D ANDRX CORP DEL ANDRX GROUP 03455310 1077 53038 SH SHARED 02 53038 D ANDRX CORP DEL ANDRX GROUP 03455310 2725 134188 SH SHARED 10 134188 D ANDRX CORP DEL ANDRX GROUP 03455310 2349 115700 SH SHARED 14 115700 D ANDRX CORP DEL ANDRX GROUP 03455310 3710 182700 SH SHARED 17 27700 155000 D ANGELICA CORP COM 03466310 239 9763 SH SHARED 9763 D ANGELICA CORP COM 03466310 107 4400 SH SHARED 17 4400 D ANGIODYNAMICS INC COM 03475V10 47 2174 SH SHARED 2174 D ANGIODYNAMICS INC COM 03475V10 39 1800 SH SHARED 17 1800 D ANGLO AMERN PLC ADR 03485P10 1291 54942 SH SHARED 54942 D ANGLO AMERN PLC ADR 03485P10 235 10000 SH SHARED 01 10000 D ANGLO AMERN PLC ADR 03485P10 743 31652 SH SHR/OTHR 01 31652 D ANGLO AMERN PLC ADR 03485P10 146 6222 SH SHARED 10 6222 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 1378 99588 SH SHR/OTHR 99588 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 1552 112170 SH SHARED 112170 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 220 15924 SH SHARED 02 15924 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 17341 485345 SH SHARED 484260 1085 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 171 4800 SH SHARED 01 4800 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 678 19000 SH SHR/OTHR 01 19000 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 4048 113300 SH SHARED 04 113300 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 8953 250600 SH SHARED 10 250000 600 D ANHEUSER BUSCH COS INC COM 03522910 134742 2945200 SH SHARED 2930220 14980 D ANHEUSER BUSCH COS INC COM 03522910 12589 275186 SH SHARED 01 58694 216492 D ANHEUSER BUSCH COS INC COM 03522910 4231 92492 SH SHR/OTHR 01 92492 D ANHEUSER BUSCH COS INC COM 03522910 12748 278661 SH SHARED 02 278661 D ANHEUSER BUSCH COS INC COM 03522910 27 600 SH SHARED 05 600 D ANHEUSER BUSCH COS INC COM 03522910 1385 30280 SH SHARED 06 30280 D ANHEUSER BUSCH COS INC COM 03522910 26085 570183 SH SHARED 10 118878 451305 D ANHEUSER BUSCH COS INC COM 03522910 6565 143519 SH SHR/OTHR 10 143519 D ANHEUSER BUSCH COS INC COM 03522910 3461 75666 SH SHARED 14 75666 D ANHEUSER BUSCH COS INC COM 03522910 800 17500 SH SHARED 15 17500 D ANHEUSER BUSCH COS INC COM 03522910 16640 363736 SH SHARED 17 363736 D ANIMAS CORP DEL COM 03525Y10 456 22658 SH SHARED 22658 D ANIMAS CORP DEL COM 03525Y10 52 2600 SH SHARED 02 2600 D ANIMAS CORP DEL COM 03525Y10 4336 215221 SH SHARED 04 215221 D ANIMAS CORP DEL COM 03525Y10 42 2100 SH SHARED 14 2100 D ANIMAS CORP DEL COM 03525Y10 72 3600 SH SHARED 17 3600 D ANIXTER INTL INC COM 03529010 111 3000 SH SHARED 3000 D ANIXTER INTL INC COM 03529010 1174 31604 SH SHARED 31604 D ANIXTER INTL INC COM 03529010 22 600 SH SHARED 02 600 D ANIXTER INTL INC COM 03529010 34 930 SH SHARED 10 930 D ANIXTER INTL INC COM 03529010 1085 29200 SH SHARED 17 21700 7500 D ANNALY MTG MGMT INC COM 03571040 4489 250400 SH SHARED 250400 D ANNALY MTG MGMT INC COM 03571040 8 500 SH SHARED 01 500 D ANNALY MTG MGMT INC COM 03571040 143 8000 SH SHR/OTHR 01 8000 D ANNALY MTG MGMT INC COM 03571040 459 25652 SH SHARED 02 25652 D ANNTAYLOR STORES CORP COM 03611510 6018 247875 SH SHARED 247875 D ANNTAYLOR STORES CORP COM 03611510 565 23300 SH SHARED 01 23300 D ANNTAYLOR STORES CORP COM 03611510 928 38230 SH SHARED 02 38230 D ANNTAYLOR STORES CORP COM 03611510 398 16417 SH SHARED 10 16417 D ANNTAYLOR STORES CORP COM 03611510 12 500 SH SHARED 17 500 D ANOORAQ RES CORP COM 03633E10 44 58000 SH SHARED 58000 D ANOORAQ RES CORP COM 03633E10 1925 2500000 SH SHARED 10 2500000 D ANSOFT CORP COM 03638410 789 32666 SH SHARED 6366 26300 D ANSOFT CORP COM 03638410 19 825 SH SHR/OTHR 01 825 D ANSOFT CORP COM 03638410 1036 42900 SH SHARED 10 42900 D ANSOFT CORP COM 03638410 86 3600 SH SHARED 17 3600 D ANSYS INC COM 03662Q10 1121 31467 SH SHARED 31467 D ANSYS INC COM 03662Q10 64 1800 SH SHARED 01 1800 D ANSYS INC COM 03662Q10 138 3891 SH SHR/OTHR 01 3891 D ANSYS INC COM 03662Q10 337 9460 SH SHARED 10 2260 7200 D ANSYS INC COM 03662Q10 545 15300 SH SHARED 17 15300 D ANTEON INTL CORP COM 03674E10 1403 30767 SH SHARED 30767 D ANTEON INTL CORP COM 03674E10 488 10700 SH SHARED 01 10700 D ANTEON INTL CORP COM 03674E10 53 1163 SH SHR/OTHR 01 1163 D ANTEON INTL CORP COM 03674E10 716 15700 SH SHARED 02 15700 D ANTEON INTL CORP COM 03674E10 6163 135100 SH SHARED 04 135100 D ANTEON INTL CORP COM 03674E10 24 540 SH SHARED 05 540 D ANTEON INTL CORP COM 03674E10 743 16300 SH SHARED 17 16300 D ANSWERTHINK INC COM 03691610 121 34200 SH SHARED 34200 D ANSWERTHINK INC COM 03691610 21 6100 SH SHARED 02 6100 D ANTHRACITE CAP INC COM 03702310 627 52929 SH SHARED 52929 D ANTHRACITE CAP INC COM 03702310 1187 100200 SH SHARED 10 100200 D ANTHRACITE CAP INC COM 03702310 247 20900 SH SHARED 17 20900 D ANTIGENICS INC DEL COM 03703210 164 30475 SH SHARED 30475 D ANTIGENICS INC DEL COM 03703210 82 15300 SH SHARED 17 15300 D ANWORTH MORTGAGE ASSET CP COM 03734710 2201 223696 SH SHARED 223696 D ANWORTH MORTGAGE ASSET CP COM 03734710 374 38100 SH SHARED 10 38100 D ANWORTH MORTGAGE ASSET CP COM 03734710 150 15300 SH SHARED 17 15300 D AO TATNEFT SPON ADR REG S 03737P30 14521 392461 SH SHARED 392461 D AO TATNEFT SPON ADR REG S 03737P30 13641 368696 SH SHARED 04 368696 D AO TATNEFT SPON ADR REG S 03737P30 9342 252500 SH SHARED 06 252500 D AO TATNEFT SPON ADR REG S 03737P30 74 2000 SH SHARED 17 2000 D AON CORP COM 03738910 25836 1031800 SH SHARED 1031600 200 D AON CORP COM 03738910 1470 58707 SH SHARED 01 58707 D AON CORP COM 03738910 328 13100 SH SHR/OTHR 01 13100 D AON CORP COM 03738910 4523 180649 SH SHARED 02 180649 D AON CORP COM 03738910 7 300 SH SHARED 05 300 D AON CORP COM 03738910 53 2150 SH SHARED 06 2150 D AON CORP COM 03738910 698 27900 SH SHARED 10 27900 D AON CORP COM 03738910 6139 245170 SH SHARED 17 245170 D APACHE CORP COM 03741110 185835 2876711 SH SHARED 2678365 198346 D APACHE CORP COM 03741110 27133 420029 SH SHARED 01 114182 305847 D APACHE CORP COM 03741110 4411 68283 SH SHR/OTHR 01 68283 D APACHE CORP COM 03741110 13824 213999 SH SHARED 02 213999 D APACHE CORP COM 03741110 37410 579105 SH SHARED 04 568000 11105 D APACHE CORP COM 03741110 55147 853671 SH SHARED 05 507851 345820 D APACHE CORP COM 03741110 31631 489659 SH SHARED 06 489659 D APACHE CORP COM 03741110 35663 552070 SH SHARED 10 86684 465386 D APACHE CORP COM 03741110 182 2820 SH SHR/OTHR 10 2820 D APACHE CORP COM 03741110 213 3300 SH SHARED 14 3300 D APACHE CORP COM 03741110 1292 20000 SH SHARED 16 20000 D APACHE CORP COM 03741110 92180 1426943 SH SHARED 17 1389343 37600 D APACHE CORP COM 03741110 113 1764 SH SHARED 18 1764 D APARTMENT INVT & MGMT CO CL A 03748R10 8606 210334 SH SHARED 210194 140 D APARTMENT INVT & MGMT CO CL A 03748R10 707 17300 SH SHARED 01 17300 D APARTMENT INVT & MGMT CO CL A 03748R10 1423 34787 SH SHARED 02 34787 D APARTMENT INVT & MGMT CO CL A 03748R10 1857 45400 SH SHARED 10 45400 D APARTMENT INVT & MGMT CO CL A 03748R10 326800 7986334 SH SHARED 11 7986334 D APARTMENT INVT & MGMT CO CL A 03748R10 12 299 SH SHARED 14 299 D APARTMENT INVT & MGMT CO CL A 03748R10 2504 61200 SH SHARED 17 51400 9800 D APCO ARGENTINA INC CAYMAN IS ORD 03748910 148 4000 SH SHARED 10 4000 D APOGEE ENTERPRISES INC COM 03759810 480 31232 SH SHARED 31232 D APOGEE ENTERPRISES INC COM 03759810 207 13500 SH SHARED 17 13500 D APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK 79691 64790000 PRN SHARED 64790000 D APOLLO GROUP INC CL A 03760410 16835 215237 SH SHARED 215237 D APOLLO GROUP INC CL A 03760410 86623 1107437 SH SHARED 1107137 300 D APOLLO GROUP INC CL A 03760410 3098 39616 SH SHARED 01 39616 D APOLLO GROUP INC CL A 03760410 339 4344 SH SHR/OTHR 01 4344 D APOLLO GROUP INC CL A 03760410 4788 61217 SH SHARED 02 61217 D APOLLO GROUP INC CL A 03760410 7 100 SH SHARED 05 100 D APOLLO GROUP INC CL A 03760410 125 1600 SH SHARED 06 1600 D APOLLO GROUP INC CL A 03760410 288 3690 SH SHARED 10 3690 D APOLLO GROUP INC CL A 03760410 8568 109542 SH SHARED 17 109542 D APOLLO GROUP INC CL A 03760410 607 7767 SH SHARED 18 7767 D APOLLO INVT CORP COM 03761U10 7312 396537 SH SHARED 369637 26900 D APOLLO INVT CORP COM 03761U10 3411 185000 SH SHARED 10 185000 D APOLLO INVT CORP COM 03761U10 1114 60423 SH SHARED 17 25323 35100 D APPLE COMPUTER INC COM 03783310 312300 8484123 SH SHARED 8429123 55000 D APPLE COMPUTER INC COM 03783310 6378 173289 SH SHARED 01 173289 D APPLE COMPUTER INC COM 03783310 142 3862 SH SHR/OTHR 01 3862 D APPLE COMPUTER INC COM 03783310 15151 411623 SH SHARED 02 411623 D APPLE COMPUTER INC COM 03783310 588 16000 SH SHARED 04 12000 4000 D APPLE COMPUTER INC COM 03783310 22 600 SH SHARED 05 600 D APPLE COMPUTER INC COM 03783310 1284 34891 SH SHARED 06 34891 D APPLE COMPUTER INC COM 03783310 36849 1001080 SH SHARED 10 170200 424400 406480 D APPLE COMPUTER INC COM 03783310 725 19708 SH SHARED 14 19708 D APPLE COMPUTER INC COM 03783310 12774 347040 SH SHARED 17 347040 D APPLEBEES INTL INC COM 03789910 71 2700 SH SHARED 2700 D APPLEBEES INTL INC COM 03789910 1721 64985 SH SHARED 64985 D APPLEBEES INTL INC COM 03789910 828 31287 SH SHARED 01 31287 D APPLEBEES INTL INC COM 03789910 79 3000 SH SHR/OTHR 01 3000 D APPLEBEES INTL INC COM 03789910 1427 53883 SH SHARED 02 53883 D APPLEBEES INTL INC COM 03789910 84 3200 SH SHARED 17 3200 D APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB 7523 6915000 PRN SHARED 02 6915000 D APRIA HEALTHCARE GROUP INC COM 03793310 3938 113694 SH SHARED 87794 25900 D APRIA HEALTHCARE GROUP INC COM 03793310 536 15500 SH SHARED 01 15500 D APRIA HEALTHCARE GROUP INC COM 03793310 607 17542 SH SHARED 02 17542 D APRIA HEALTHCARE GROUP INC COM 03793310 1375 39700 SH SHARED 10 39700 D APRIA HEALTHCARE GROUP INC COM 03793310 4600 132800 SH SHARED 17 19600 113200 D APPLERA CORP COM AP BIO GRP 03802010 9386 477200 SH SHARED 475800 1400 D APPLERA CORP COM AP BIO GRP 03802010 888 45191 SH SHARED 01 45191 D APPLERA CORP COM AP BIO GRP 03802010 1650 83924 SH SHARED 02 83924 D APPLERA CORP COM AP BIO GRP 03802010 37 1900 SH SHARED 06 1900 D APPLERA CORP COM AP BIO GRP 03802010 230 11700 SH SHARED 10 3000 8700 D APPLERA CORP COM AP BIO GRP 03802010 10 540 SH SHR/OTHR 10 540 D APPLERA CORP COM AP BIO GRP 03802010 137 7000 SH SHARED 14 7000 D APPLERA CORP COM AP BIO GRP 03802010 2021 102764 SH SHARED 17 102764 D APPLERA CORP COM CE GEN GRP 03802020 2199 200465 SH SHARED 200465 D APPLERA CORP COM CE GEN GRP 03802020 54 5000 SH SHARED 01 5000 D APPLERA CORP COM CE GEN GRP 03802020 310 28300 SH SHARED 17 28300 D APPLICA INC COM 03815A10 53 16676 SH SHARED 16676 D APPLICA INC COM 03815A10 8 2600 SH SHARED 02 2600 D APPLIED DIGITAL SOLUTIONS COM NEW 03818830 202 61605 SH SHARED 61605 D APPLIED DIGITAL SOLUTIONS COM NEW 03818830 66 20300 SH SHARED 17 20300 D APPLIED FILMS CORP COM 03819710 381 14900 SH SHARED 14900 D APPLIED FILMS CORP COM 03819710 294 11500 SH SHARED 01 11500 D APPLIED FILMS CORP COM 03819710 20 800 SH SHARED 02 800 D APPLIED FILMS CORP COM 03819710 7505 293200 SH SHARED 17 293200 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 954 29545 SH SHARED 29545 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 88 2749 SH SHARED 02 2749 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 64 2000 SH SHARED 10 2000 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 345 10700 SH SHARED 17 10700 D APPLIED MICRO CIRCUITS CORP COM 03822W10 3853 1505260 SH SHARED 1505260 D APPLIED MICRO CIRCUITS CORP COM 03822W10 103 40450 SH SHARED 01 40450 D APPLIED MICRO CIRCUITS CORP COM 03822W10 219 85651 SH SHARED 02 85651 D APPLIED MICRO CIRCUITS CORP COM 03822W10 121 47500 SH SHARED 06 47500 D APPLIED MICRO CIRCUITS CORP COM 03822W10 2923 1141800 SH SHARED 10 1141800 D APPLIED MICRO CIRCUITS CORP COM 03822W10 473 185100 SH SHARED 14 185100 D APPLIED MICRO CIRCUITS CORP COM 03822W10 675 263783 SH SHARED 17 263783 D APPLIED MATLS INC COM 03822210 162729 10057435 SH SHARED 9000255 1057180 D APPLIED MATLS INC COM 03822210 161 10000 SH SHR/OTHR 10000 D APPLIED MATLS INC COM 03822210 21926 1355152 SH SHARED 01 749933 605219 D APPLIED MATLS INC COM 03822210 2485 153616 SH SHR/OTHR 01 153616 D APPLIED MATLS INC COM 03822210 26185 1618368 SH SHARED 02 1618368 D APPLIED MATLS INC COM 03822210 9028 558013 SH SHARED 04 544480 13533 D APPLIED MATLS INC COM 03822210 6730 415998 SH SHARED 05 266300 149698 D APPLIED MATLS INC COM 03822210 2006 123989 SH SHARED 06 123989 D APPLIED MATLS INC COM 03822210 173139 10700812 SH SHARED 10 7441375 1835120 1424317 D APPLIED MATLS INC COM 03822210 2248 138950 SH SHR/OTHR 10 138950 D APPLIED MATLS INC COM 03822210 8485 524454 SH SHARED 14 524454 D APPLIED MATLS INC COM 03822210 6186 382350 SH SHARED 15 382350 D APPLIED MATLS INC COM 03822210 14574 900765 SH SHARED 17 900765 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 210 11070 SH SHARED 11070 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 7545 396300 SH SHARED 17 396300 D APTARGROUP INC COM 03833610 807 15900 SH SHARED 15900 D APTARGROUP INC COM 03833610 67 1326 SH SHR/OTHR 01 1326 D APTARGROUP INC COM 03833610 178 3520 SH SHARED 02 3520 D APTARGROUP INC COM 03833610 76 1500 SH SHARED 10 1500 D APTARGROUP INC COM 03833610 198 3900 SH SHARED 17 3900 D AQUA AMERICA INC COM 03836W10 330 11100 SH SHARED 11100 D AQUA AMERICA INC COM 03836W10 1045 35143 SH SHARED 01 3500 31643 D AQUA AMERICA INC COM 03836W10 35 1190 SH SHR/OTHR 01 1190 D AQUA AMERICA INC COM 03836W10 1210 40703 SH SHARED 02 40703 D AQUA AMERICA INC COM 03836W10 46 1562 SH SHARED 10 1562 D AQUA AMERICA INC COM 03836W10 5 200 SH SHARED 17 200 D AQUANTIVE INC COM 03839G10 1139 64325 SH SHARED 56025 8300 D AQUANTIVE INC COM 03839G10 35 2000 SH SHR/OTHR 01 2000 D AQUANTIVE INC COM 03839G10 56 3200 SH SHARED 02 3200 D AQUANTIVE INC COM 03839G10 1669 94200 SH SHARED 04 94200 D AQUANTIVE INC COM 03839G10 131 7400 SH SHARED 10 7400 D AQUANTIVE INC COM 03839G10 10341 583588 SH SHARED 17 553788 29800 D AQUILA INC COM 03840P10 960 266181 SH SHARED 266181 D AQUILA INC COM 03840P10 290 80500 SH SHARED 01 80500 D AQUILA INC COM 03840P10 7 1983 SH SHR/OTHR 01 1983 D AQUILA INC COM 03840P10 284 78901 SH SHARED 02 78901 D AQUILA INC COM 03840P10 1014 280900 SH SHARED 14 280900 D AQUILA INC COM 03840P10 325 90300 SH SHARED 17 90300 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 10414 299700 SH SHARED 299700 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 695 20000 SH SHARED 06 20000 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 10644 306315 SH SHARED 10 306100 215 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 163 4700 SH SHARED 17 4700 D ARAMARK CORP CL B 03852110 889 33700 SH SHARED 33700 D ARAMARK CORP CL B 03852110 75 2865 SH SHR/OTHR 01 2865 D ARAMARK CORP CL B 03852110 317 12038 SH SHARED 02 12038 D ARAMARK CORP CL B 03852110 628 23790 SH SHARED 17 23790 D ARBINET THEXCHANGE INC COM 03875P10 44 6567 SH SHARED 6567 D ARBINET THEXCHANGE INC COM 03875P10 378 56500 SH SHARED 04 56500 D ARBITRON INC COM 03875Q10 1490 34732 SH SHARED 31232 3500 D ARBITRON INC COM 03875Q10 40 939 SH SHARED 01 939 D ARBITRON INC COM 03875Q10 43 1016 SH SHR/OTHR 01 1016 D ARBITRON INC COM 03875Q10 1615 37660 SH SHARED 10 460 37200 D ARBITRON INC COM 03875Q10 1424 33200 SH SHARED 17 12800 20400 D ARBOR RLTY TR INC COM 03892310 390 13617 SH SHARED 13617 D ARBOR RLTY TR INC COM 03892310 132 4600 SH SHARED 17 4600 D ARCH CHEMICALS INC COM 03937R10 584 23400 SH SHARED 23400 D ARCH CHEMICALS INC COM 03937R10 37 1500 SH SHR/OTHR 01 1500 D ARCH CHEMICALS INC COM 03937R10 0 2 SH SHARED 02 2 D ARCH CHEMICALS INC COM 03937R10 274 10988 SH SHARED 17 10988 D ARCH COAL INC COM 03938010 397 7300 SH SHARED 7300 D ARCH COAL INC COM 03938010 1182 21700 SH SHARED 01 21700 D ARCH COAL INC COM 03938010 789 14500 SH SHR/OTHR 01 14500 D ARCH COAL INC COM 03938010 1466 26922 SH SHARED 02 26922 D ARCH COAL INC COM 03938010 577 10600 SH SHARED 06 10600 D ARCH COAL INC COM 03938010 10 196 SH SHARED 10 196 D ARCH COAL INC COM 03938010 27 500 SH SHARED 17 500 D ARCH COAL INC PFD CV 5% PERP 03938020 54820 476700 SH SHARED 476700 D ARCHER DANIELS MIDLAND CO COM 03948310 51696 2417983 SH SHARED 2355703 62280 D ARCHER DANIELS MIDLAND CO COM 03948310 3218 150528 SH SHARED 01 150528 D ARCHER DANIELS MIDLAND CO COM 03948310 352 16464 SH SHR/OTHR 01 16464 D ARCHER DANIELS MIDLAND CO COM 03948310 5575 260796 SH SHARED 02 260796 D ARCHER DANIELS MIDLAND CO COM 03948310 1924 90000 SH SHARED 04 90000 D ARCHER DANIELS MIDLAND CO COM 03948310 14 694 SH SHARED 05 694 D ARCHER DANIELS MIDLAND CO COM 03948310 7123 333188 SH SHARED 06 333188 D ARCHER DANIELS MIDLAND CO COM 03948310 2715 127000 SH SHARED 10 127000 D ARCHER DANIELS MIDLAND CO COM 03948310 703 32915 SH SHARED 14 32915 D ARCHER DANIELS MIDLAND CO COM 03948310 5723 267725 SH SHARED 17 267725 D ARCHIPELAGO HLDG INC COM 03957A10 11249 288527 SH SHARED 288527 D ARCHIPELAGO HLDG INC COM 03957A10 5 150 SH SHARED 01 150 D ARCHIPELAGO HLDG INC COM 03957A10 428 11000 SH SHARED 17 11000 D ARCHSTONE SMITH TR COM 03958310 24188 626316 SH SHARED 626116 200 D ARCHSTONE SMITH TR COM 03958310 1113 28822 SH SHARED 01 28822 D ARCHSTONE SMITH TR COM 03958310 127 3300 SH SHR/OTHR 01 3300 D ARCHSTONE SMITH TR COM 03958310 2960 76668 SH SHARED 02 76668 D ARCHSTONE SMITH TR COM 03958310 7 200 SH SHARED 05 200 D ARCHSTONE SMITH TR COM 03958310 172 4475 SH SHARED 10 4475 D ARCHSTONE SMITH TR COM 03958310 211386 5473507 SH SHARED 11 5473507 D ARCHSTONE SMITH TR COM 03958310 2919 75600 SH SHARED 17 75600 D ARCTIC CAT INC COM 03967010 1028 50099 SH SHARED 13599 36500 D ARCTIC CAT INC COM 03967010 43 2100 SH SHARED 01 2100 D ARCTIC CAT INC COM 03967010 778 37900 SH SHARED 10 37900 D ARCTIC CAT INC COM 03967010 962 46900 SH SHARED 17 6800 40100 D ARDEN GROUP INC CL A 03976210 124 1567 SH SHARED 1567 D ARDEN GROUP INC CL A 03976210 31 400 SH SHARED 17 400 D ARDEN RLTY INC COM 03979310 10 300 SH SHARED 300 D ARDEN RLTY INC COM 03979310 335 9332 SH SHARED 02 9332 D ARDEN RLTY INC COM 03979310 292570 8131485 SH SHARED 11 8131485 D ARENA PHARMACEUTICALS INC COM 04004710 531 77939 SH SHARED 77939 D ARENA PHARMACEUTICALS INC COM 04004710 5994 879000 SH SHARED 04 879000 D ARENA PHARMACEUTICALS INC COM 04004710 20 3000 SH SHARED 06 3000 D ARENA PHARMACEUTICALS INC COM 04004710 87 12800 SH SHARED 14 12800 D ARENA PHARMACEUTICALS INC COM 04004710 115 17000 SH SHARED 17 17000 D ARES CAP CORP COM 04010L10 11700 656229 SH SHARED 656229 D ARES CAP CORP COM 04010L10 171 9600 SH SHARED 17 9600 D ARGON ST INC COM 04014910 307 8662 SH SHARED 8662 D ARGON ST INC COM 04014910 3974 111950 SH SHARED 17 103250 8700 D ARGONAUT GROUP INC COM 04015710 1581 68512 SH SHARED 27412 41100 D ARGONAUT GROUP INC COM 04015710 55 2400 SH SHARED 01 2400 D ARGONAUT GROUP INC COM 04015710 565 24500 SH SHARED 10 24500 D ARGONAUT GROUP INC COM 04015710 1339 58000 SH SHARED 17 10400 47600 D ARGOSY GAMING CO COM 04022810 21668 464897 SH SHARED 433297 31600 D ARGOSY GAMING CO COM 04022810 470 10100 SH SHARED 01 10100 D ARGOSY GAMING CO COM 04022810 3244 69600 SH SHARED 10 69600 D ARGOSY GAMING CO COM 04022810 4173 89531 SH SHARED 17 10731 78800 D ARIAD PHARMACEUTICALS INC COM 04033A10 510 76664 SH SHARED 76664 D ARIAD PHARMACEUTICALS INC COM 04033A10 7 1100 SH SHARED 01 1100 D ARIAD PHARMACEUTICALS INC COM 04033A10 0 3 SH SHARED 02 3 D ARIAD PHARMACEUTICALS INC COM 04033A10 157 23700 SH SHARED 17 23700 D ARIBA INC COM NEW 04033V20 864 149891 SH SHARED 149891 D ARIBA INC COM NEW 04033V20 36 6300 SH SHARED 01 6300 D ARIBA INC COM NEW 04033V20 236 41000 SH SHARED 04 41000 D ARIBA INC COM NEW 04033V20 146 25321 SH SHARED 17 25321 D ARKANSAS BEST CORP DEL COM 04079010 104 3300 SH SHARED 3300 D ARKANSAS BEST CORP DEL COM 04079010 1443 45375 SH SHARED 24775 20600 D ARKANSAS BEST CORP DEL COM 04079010 30 960 SH SHR/OTHR 01 960 D ARKANSAS BEST CORP DEL COM 04079010 139 4400 SH SHARED 02 4400 D ARKANSAS BEST CORP DEL COM 04079010 4055 127500 SH SHARED 10 127500 D ARKANSAS BEST CORP DEL COM 04079010 1644 51689 SH SHARED 17 13989 37700 D ARM HLDGS PLC SPONSORED ADR 04206810 24 4010 SH SHARED 4010 D ARMOR HOLDINGS INC NOTE 2.000%11/0 042260AC 15760 16215000 PRN SHARED 16215000 D ARMOR HOLDINGS INC COM 04226010 5069 127977 SH SHARED 127977 D ARMOR HOLDINGS INC COM 04226010 39 1000 SH SHR/OTHR 01 1000 D ARMOR HOLDINGS INC COM 04226010 51 1300 SH SHARED 02 1300 D ARMOR HOLDINGS INC COM 04226010 742 18741 SH SHARED 17 18741 D ARQULE INC COM 04269E10 201 31137 SH SHARED 31137 D ARQULE INC COM 04269E10 61 9500 SH SHARED 17 9500 D ARRIS GROUP INC COM 04269Q10 2028 232928 SH SHARED 88528 144400 D ARRIS GROUP INC COM 04269Q10 74 8500 SH SHARED 01 8500 D ARRIS GROUP INC COM 04269Q10 1 200 SH SHARED 02 200 D ARRIS GROUP INC COM 04269Q10 906 104100 SH SHARED 10 104100 D ARRIS GROUP INC COM 04269Q10 2424 278400 SH SHARED 17 35100 243300 D ARRAY BIOPHARMA INC COM 04269X10 198 31530 SH SHARED 31530 D ARRAY BIOPHARMA INC COM 04269X10 2927 464700 SH SHARED 04 464700 D ARRAY BIOPHARMA INC COM 04269X10 37 6000 SH SHARED 14 6000 D ARRAY BIOPHARMA INC COM 04269X10 97 15400 SH SHARED 17 15400 D ARROW ELECTRS INC DBCV 2/2 042735AY 10029 18676000 PRN SHARED 18676000 D ARROW ELECTRS INC COM 04273510 73 2700 SH SHARED 2700 D ARROW ELECTRS INC COM 04273510 2129 78400 SH SHARED 78400 D ARROW ELECTRS INC COM 04273510 1143 42100 SH SHARED 01 42100 D ARROW ELECTRS INC COM 04273510 1355 49920 SH SHARED 02 49920 D ARROW ELECTRS INC COM 04273510 266 9800 SH SHARED 17 9800 D ARROW FINL CORP COM 04274410 277 9971 SH SHARED 9971 D ARROW FINL CORP COM 04274410 105 3780 SH SHARED 17 3780 D ARROW INTL INC COM 04276410 663 20804 SH SHARED 20804 D ARROW INTL INC COM 04276410 350 11000 SH SHARED 17 11000 D ART TECHNOLOGY GROUP INC COM 04289L10 17 16200 SH SHARED 16200 D ARTESYN TECHNOLOGIES INC NOTE 5.500% 8/1 043127AB 3366 2691000 PRN SHARED 2691000 D ARTESYN TECHNOLOGIES INC NOTE 5.500% 8/1 043127AB 1251 1000000 PRN SHARED 02 1000000 D ARTESYN TECHNOLOGIES INC COM 04312710 413 47562 SH SHARED 47562 D ARTESYN TECHNOLOGIES INC COM 04312710 0 103 SH SHARED 02 103 D ARTESYN TECHNOLOGIES INC COM 04312710 141 16307 SH SHARED 17 16307 D ARTHROCARE CORP COM 04313610 3626 103800 SH SHARED 103800 D ARTHROCARE CORP COM 04313610 844 24166 SH SHARED 24166 D ARTHROCARE CORP COM 04313610 1796 51425 SH SHARED 01 51075 350 D ARTHROCARE CORP COM 04313610 31 900 SH SHR/OTHR 01 900 D ARTHROCARE CORP COM 04313610 604 17300 SH SHARED 05 17300 D ARTHROCARE CORP COM 04313610 8409 240670 SH SHARED 10 238370 2300 D ARTHROCARE CORP COM 04313610 14307 409500 SH SHARED 17 403500 6000 D ARVINMERITOR INC COM 04335310 11040 620629 SH SHARED 620629 D ARVINMERITOR INC COM 04335310 252 14200 SH SHARED 01 14200 D ARVINMERITOR INC COM 04335310 467 26284 SH SHARED 02 26284 D ARVINMERITOR INC COM 04335310 708 39850 SH SHARED 10 39850 D ARVINMERITOR INC COM 04335310 624 35100 SH SHARED 17 35100 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 260 16904 SH SHARED 16904 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 72 4700 SH SHARED 17 4700 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 369 34204 SH SHARED 34204 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 380 35200 SH SHARED 10 35200 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 191 17700 SH SHARED 17 17700 D ASHLAND INC COM 04420410 1070 14900 SH SHARED 14900 D ASHLAND INC COM 04420410 15291 212761 SH SHARED 212761 D ASHLAND INC COM 04420410 797 11100 SH SHARED 01 11100 D ASHLAND INC COM 04420410 1779 24764 SH SHARED 02 24764 D ASHLAND INC COM 04420410 54 763 SH SHARED 04 763 D ASHLAND INC COM 04420410 1717 23900 SH SHARED 10 22000 1900 D ASHLAND INC COM 04420410 3247 45182 SH SHARED 17 45182 D ASIA PAC FD INC COM 04490110 228 15000 SH SHR/OTHR 01 15000 D ASIA TIGERS FD INC COM 04516T10 70 5855 SH SHARED 5855 D ASIA SATELLITE TELECOMMUNCNT SPONSORED ADR 04516X10 39 2225 SH SHR/OTHR 01 2225 D ASK JEEVES INC NOTE 6/0 045174AB 1234 686000 PRN SHARED 686000 D ASK JEEVES INC COM 04517410 17781 588800 SH SHARED 588800 D ASK JEEVES INC COM 04517410 344 11400 SH SHARED 01 300 11100 D ASK JEEVES INC COM 04517410 175 5800 SH SHARED 02 5800 D ASK JEEVES INC COM 04517410 1289 42700 SH SHARED 04 42700 D ASIAINFO HLDGS INC COM 04518A10 206 37403 SH SHARED 37403 D ASIAINFO HLDGS INC COM 04518A10 12 2200 SH SHARED 10 2200 D ASIAINFO HLDGS INC COM 04518A10 98 17900 SH SHARED 17 17900 D ASPECT COMMUNICATIONS CORP COM 04523Q10 1057 94204 SH SHARED 94204 D ASPECT COMMUNICATIONS CORP COM 04523Q10 184 16400 SH SHARED 01 16400 D ASPECT COMMUNICATIONS CORP COM 04523Q10 879 78300 SH SHARED 10 78300 D ASPECT COMMUNICATIONS CORP COM 04523Q10 289 25800 SH SHARED 17 23700 2100 D ASPECT MED SYS INC COM 04523510 476 16009 SH SHARED 16009 D ASPECT MED SYS INC COM 04523510 1400 47098 SH SHARED 02 14598 32500 D ASPECT MED SYS INC COM 04523510 175 5900 SH SHARED 17 5900 D ASPEN TECHNOLOGY INC COM 04532710 335 64467 SH SHARED 64467 D ASPEN TECHNOLOGY INC COM 04532710 10 2100 SH SHARED 01 2100 D ASPEN TECHNOLOGY INC COM 04532710 102 19796 SH SHARED 17 19796 D ASSET ACCEP CAP CORP COM 04543P10 226 8735 SH SHARED 8735 D ASSET ACCEP CAP CORP COM 04543P10 80 3100 SH SHARED 17 3100 D ASSOCIATED BANC CORP COM 04548710 493 14700 SH SHARED 14700 D ASSOCIATED BANC CORP COM 04548710 1538 45807 SH SHARED 01 45807 D ASSOCIATED BANC CORP COM 04548710 1835 54646 SH SHARED 02 54646 D ASSOCIATED BANC CORP COM 04548710 20 600 SH SHARED 17 600 D ASSURANT INC COM 04621X10 387 10730 SH SHARED 10730 D ASSURANT INC COM 04621X10 144 4005 SH SHARED 01 4005 D ASSURANT INC COM 04621X10 523 14500 SH SHARED 02 14500 D ASSURANT INC COM 04621X10 6162 170710 SH SHARED 04 170710 D ASSURANT INC COM 04621X10 27 750 SH SHARED 05 750 D ASSURANT INC COM 04621X10 274 7600 SH SHARED 17 7600 D ASTEA INTL INC COM NEW 04622E20 157 25000 SH SHARED 25000 D ASTA FDG INC COM 04622010 406 14635 SH SHARED 10135 4500 D ASTA FDG INC COM 04622010 133 4800 SH SHARED 17 4800 D ASTEC INDS INC COM 04622410 360 15538 SH SHARED 15538 D ASTEC INDS INC COM 04622410 51 2200 SH SHARED 02 2200 D ASTEC INDS INC COM 04622410 161 6960 SH SHARED 17 6960 D ASTORIA FINL CORP COM 04626510 563 19800 SH SHARED 19800 D ASTORIA FINL CORP COM 04626510 446 15700 SH SHARED 15700 D ASTORIA FINL CORP COM 04626510 1114 39150 SH SHARED 01 39150 D ASTORIA FINL CORP COM 04626510 1305 45843 SH SHARED 02 45843 D ASTORIA FINL CORP COM 04626510 1960 68850 SH SHARED 10 68850 D ASTORIA FINL CORP COM 04626510 96 3400 SH SHARED 17 3400 D ASTRAZENECA PLC SPONSORED ADR 04635310 72710 1762250 SH SHARED 1747850 14400 D ASTRAZENECA PLC SPONSORED ADR 04635310 16 400 SH SHARED 01 400 D ASTRAZENECA PLC SPONSORED ADR 04635310 39 960 SH SHR/OTHR 01 960 D ASTRAZENECA PLC SPONSORED ADR 04635310 8 200 SH SHARED 02 200 D ASTRAZENECA PLC SPONSORED ADR 04635310 346 8400 SH SHARED 06 8400 D ASTRAZENECA PLC SPONSORED ADR 04635310 1530 37104 SH SHARED 10 37104 D ASTRAZENECA PLC SPONSORED ADR 04635310 1922 46600 SH SHARED 14 46600 D AT ROAD INC COM 04648K10 77 29000 SH SHARED 29000 D AT ROAD INC COM 04648K10 11 4230 SH SHARED 02 4230 D AT ROAD INC COM 04648K10 53 20000 SH SHARED 10 20000 D ASYST TECHNOLOGY CORP COM 04648X10 468 105016 SH SHARED 105016 D ASYST TECHNOLOGY CORP COM 04648X10 99 22300 SH SHARED 17 22300 D ATARI INC COM 04651M10 132 47628 SH SHARED 47628 D ATARI INC COM 04651M10 37 13640 SH SHARED 17 13640 D ATHEROS COMMUNICATIONS INC COM 04743P10 271 33624 SH SHARED 33624 D ATHEROS COMMUNICATIONS INC COM 04743P10 40 5000 SH SHARED 01 5000 D ATHEROS COMMUNICATIONS INC COM 04743P10 93 11600 SH SHARED 17 11600 D ATHEROGENICS INC NOTE 4.500% 9/0 047439AB 250 208000 PRN SHARED 208000 D ATHEROGENICS INC NOTE 4.500% 9/0 047439AB 7011 5828000 PRN SHARED 02 5828000 D ATHEROGENICS INC COM 04743910 7672 480132 SH SHARED 480132 D ATHEROGENICS INC COM 04743910 116 7300 SH SHARED 01 7300 D ATHEROGENICS INC COM 04743910 548 34300 SH SHARED 02 34300 D ATHEROGENICS INC COM 04743910 16542 1035200 SH SHARED 04 1035200 D ATHEROGENICS INC COM 04743910 7 500 SH SHARED 06 500 D ATHEROGENICS INC COM 04743910 250 15700 SH SHARED 14 15700 D ATHEROGENICS INC COM 04743910 236 14800 SH SHARED 17 14800 D ATLANTIC COAST FED CORP COM 04842510 59 4850 SH SHARED 4850 D ATLANTIC COAST FED CORP COM 04842510 12 1000 SH SHARED 02 1000 D ATLAS AMER INC COM 04916710 90 2433 SH SHARED 2433 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 3488 80000 SH SHARED 80000 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 414 9500 SH SHR/OTHR 01 9500 D ATMEL CORP SDCV 5/2 049513AE 33241 71952000 PRN SHARED 71952000 D ATMEL CORP SDCV 5/2 049513AE 237 515000 PRN SHARED 02 515000 D ATMEL CORP COM 04951310 1885 798825 SH SHARED 798825 D ATMEL CORP COM 04951310 349 148200 SH SHARED 01 148200 D ATMEL CORP COM 04951310 359 152332 SH SHARED 02 152332 D ATMEL CORP COM 04951310 374 158700 SH SHARED 17 158700 D ATMOS ENERGY CORP COM 04956010 181 6300 SH SHARED 6300 D ATMOS ENERGY CORP COM 04956010 11 400 SH SHARED 01 400 D ATMOS ENERGY CORP COM 04956010 224 7800 SH SHARED 02 7800 D ATMOS ENERGY CORP COM 04956010 129 4500 SH SHARED 17 4500 D ATWOOD OCEANICS INC COM 05009510 12410 201603 SH SHARED 201603 D ATWOOD OCEANICS INC COM 05009510 6 100 SH SHARED 02 100 D ATWOOD OCEANICS INC COM 05009510 4339 70500 SH SHARED 17 70500 D AUDIBLE INC COM NEW 05069A30 414 23879 SH SHARED 23879 D AUDIBLE INC COM NEW 05069A30 147 8500 SH SHARED 01 8500 D AUDIBLE INC COM NEW 05069A30 6337 364847 SH SHARED 17 364847 D AUDIOVOX CORP CL A 05075710 263 16999 SH SHARED 16999 D AUDIOVOX CORP CL A 05075710 52 3400 SH SHARED 10 3400 D AUDIOVOX CORP CL A 05075710 136 8800 SH SHARED 17 8800 D AUGUST TECHNOLOGY CORP COM 05106U10 383 32953 SH SHARED 32953 D AUGUST TECHNOLOGY CORP COM 05106U10 12 1100 SH SHARED 01 1100 D AUGUST TECHNOLOGY CORP COM 05106U10 103 8900 SH SHARED 17 8900 D AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 05252830 16 200 SH SHARED 01 200 D AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 05252830 2909 35185 SH SHARED 10 35185 D AUTHENTIDATE HLDG CORP COM 05266610 58 22000 SH SHARED 22000 D AUTHENTIDATE HLDG CORP COM 05266610 13 5000 SH SHR/OTHR 01 5000 D AUTHENTIDATE HLDG CORP COM 05266610 7 3000 SH SHARED 02 3000 D AUTOBYTEL INC COM 05275N10 249 51589 SH SHARED 51589 D AUTOBYTEL INC COM 05275N10 564 116848 SH SHARED 02 116848 D AUTOBYTEL INC COM 05275N10 97 20200 SH SHARED 17 20200 D AUTODESK INC COM 05276910 216 6300 SH SHARED 6300 D AUTODESK INC COM 05276910 46844 1364132 SH SHARED 1334232 29900 D AUTODESK INC COM 05276910 2173 63300 SH SHARED 01 63300 D AUTODESK INC COM 05276910 9 290 SH SHR/OTHR 01 290 D AUTODESK INC COM 05276910 4934 143686 SH SHARED 02 143686 D AUTODESK INC COM 05276910 452 13175 SH SHARED 06 13175 D AUTODESK INC COM 05276910 9484 276200 SH SHARED 10 32000 244200 D AUTODESK INC COM 05276910 198 5784 SH SHARED 14 5784 D AUTODESK INC COM 05276910 3839 111811 SH SHARED 17 111811 D AUTOLIV INC COM 05280010 1585 36200 SH SHARED 1800 34400 D AUTOLIV INC COM 05280010 80 1840 SH SHARED 01 1840 D AUTOLIV INC COM 05280010 6 153 SH SHR/OTHR 01 153 D AUTOLIV INC COM 05280010 481 10988 SH SHARED 02 10988 D AUTOLIV INC COM 05280010 140 3199 SH SHARED 06 3199 D AUTOLIV INC COM 05280010 11501 262600 SH SHARED 10 262600 D AUTOLIV INC COM 05280010 2137 48800 SH SHARED 17 5700 43100 D AUTOMATIC DATA PROCESSING IN COM 05301510 168081 4004810 SH SHARED 3642600 362210 D AUTOMATIC DATA PROCESSING IN COM 05301510 184 4400 SH SHR/OTHR 4400 D AUTOMATIC DATA PROCESSING IN COM 05301510 23489 559662 SH SHARED 01 299126 260536 D AUTOMATIC DATA PROCESSING IN COM 05301510 2188 52139 SH SHR/OTHR 01 52139 D AUTOMATIC DATA PROCESSING IN COM 05301510 9232 219986 SH SHARED 02 219986 D AUTOMATIC DATA PROCESSING IN COM 05301510 76926 1832900 SH SHARED 04 1832900 D AUTOMATIC DATA PROCESSING IN COM 05301510 20 500 SH SHARED 05 500 D AUTOMATIC DATA PROCESSING IN COM 05301510 9605 228859 SH SHARED 06 228859 D AUTOMATIC DATA PROCESSING IN COM 05301510 132958 3167931 SH SHARED 10 2472753 695178 D AUTOMATIC DATA PROCESSING IN COM 05301510 1679 40016 SH SHR/OTHR 10 40016 D AUTOMATIC DATA PROCESSING IN COM 05301510 3936 93791 SH SHARED 14 93791 D AUTOMATIC DATA PROCESSING IN COM 05301510 3777 90000 SH SHARED 15 90000 D AUTOMATIC DATA PROCESSING IN COM 05301510 1468 35000 SH SHARED 16 35000 D AUTOMATIC DATA PROCESSING IN COM 05301510 11694 278645 SH SHARED 17 259645 19000 D AUTONATION INC COM 05329W10 209 10200 SH SHARED 10200 D AUTONATION INC COM 05329W10 10980 535100 SH SHARED 530600 4500 D AUTONATION INC COM 05329W10 1184 57700 SH SHARED 01 57700 D AUTONATION INC COM 05329W10 1579 76959 SH SHARED 02 76959 D AUTONATION INC COM 05329W10 100 4919 SH SHARED 06 4919 D AUTONATION INC COM 05329W10 241 11783 SH SHARED 14 11783 D AUTONATION INC COM 05329W10 2273 110800 SH SHARED 17 110800 D AUTOZONE INC COM 05333210 2357 25500 SH SHARED 25500 D AUTOZONE INC COM 05333210 20166 218111 SH SHARED 211205 6906 D AUTOZONE INC COM 05333210 1802 19498 SH SHARED 01 19498 D AUTOZONE INC COM 05333210 87 950 SH SHR/OTHR 01 950 D AUTOZONE INC COM 05333210 10349 111933 SH SHARED 02 111933 D AUTOZONE INC COM 05333210 4451 48150 SH SHARED 05 36970 11180 D AUTOZONE INC COM 05333210 78 850 SH SHARED 06 850 D AUTOZONE INC COM 05333210 2156 23320 SH SHARED 10 21700 1620 D AUTOZONE INC COM 05333210 140 1519 SH SHARED 14 1519 D AUTOZONE INC COM 05333210 7735 83667 SH SHARED 17 83667 D AUXILIUM PHARMACEUTICALS INC COM 05334D10 191 40100 SH SHARED 02 40100 D AVANIR PHARMACEUTICALS CL A 05348P10 296 105854 SH SHARED 105854 D AVANIR PHARMACEUTICALS CL A 05348P10 103 36800 SH SHARED 17 36800 D AVANEX CORP COM 05348W10 179 198889 SH SHARED 198889 D AVANEX CORP COM 05348W10 3 4100 SH SHARED 02 4100 D AVALONBAY CMNTYS INC COM 05348410 505 6260 SH SHARED 5860 400 D AVALONBAY CMNTYS INC COM 05348410 153 1900 SH SHARED 01 1900 D AVALONBAY CMNTYS INC COM 05348410 64 800 SH SHR/OTHR 01 800 D AVALONBAY CMNTYS INC COM 05348410 576 7134 SH SHARED 02 7134 D AVALONBAY CMNTYS INC COM 05348410 476 5900 SH SHARED 10 5900 D AVALONBAY CMNTYS INC COM 05348410 418332 5177377 SH SHARED 11 5177377 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 9 8500 SH SHARED 02 8500 D AVATAR HLDGS INC COM 05349410 313 6244 SH SHARED 6244 D AVATAR HLDGS INC COM 05349410 130 2600 SH SHARED 17 2600 D AVAYA INC COM 05349910 9760 1173196 SH SHARED 1118935 54261 D AVAYA INC COM 05349910 763 91776 SH SHARED 01 83 91693 D AVAYA INC COM 05349910 7 946 SH SHR/OTHR 01 946 D AVAYA INC COM 05349910 1941 233386 SH SHARED 02 233386 D AVAYA INC COM 05349910 2080 250000 SH SHARED 04 250000 D AVAYA INC COM 05349910 58 6983 SH SHARED 06 6983 D AVAYA INC COM 05349910 1 167 SH SHARED 10 70 97 D AVAYA INC COM 05349910 1663 199947 SH SHARED 17 199947 D AVERY DENNISON CORP COM 05361110 29236 552048 SH SHARED 535698 16350 D AVERY DENNISON CORP COM 05361110 116 2200 SH SHR/OTHR 2200 D AVERY DENNISON CORP COM 05361110 10064 190033 SH SHARED 01 114582 75451 D AVERY DENNISON CORP COM 05361110 3427 64710 SH SHR/OTHR 01 64710 D AVERY DENNISON CORP COM 05361110 2140 40426 SH SHARED 02 40426 D AVERY DENNISON CORP COM 05361110 68 1300 SH SHARED 06 1300 D AVERY DENNISON CORP COM 05361110 72622 1371274 SH SHARED 10 999140 372134 D AVERY DENNISON CORP COM 05361110 749 14150 SH SHR/OTHR 10 14150 D AVERY DENNISON CORP COM 05361110 1853 35000 SH SHARED 15 35000 D AVERY DENNISON CORP COM 05361110 2622 49517 SH SHARED 17 49517 D AVIALL INC NEW COM 05366B10 1034 32763 SH SHARED 32763 D AVIALL INC NEW COM 05366B10 25 800 SH SHR/OTHR 01 800 D AVIALL INC NEW COM 05366B10 164 5200 SH SHARED 02 5200 D AVIALL INC NEW COM 05366B10 45 1450 SH SHARED 10 1450 D AVIALL INC NEW COM 05366B10 2511 79500 SH SHARED 17 79500 D AVICI SYS INC COM NEW 05367L80 45 10300 SH SHARED 10300 D AVID TECHNOLOGY INC COM 05367P10 165 3100 SH SHARED 3100 D AVID TECHNOLOGY INC COM 05367P10 9555 179350 SH SHARED 63220 116130 D AVID TECHNOLOGY INC COM 05367P10 494 9290 SH SHARED 01 7690 1600 D AVID TECHNOLOGY INC COM 05367P10 9 175 SH SHR/OTHR 01 175 D AVID TECHNOLOGY INC COM 05367P10 639 12000 SH SHARED 02 12000 D AVID TECHNOLOGY INC COM 05367P10 5570 104550 SH SHARED 05 14550 90000 D AVID TECHNOLOGY INC COM 05367P10 6596 123800 SH SHARED 10 54600 69200 D AVID TECHNOLOGY INC COM 05367P10 19133 359110 SH SHARED 17 359110 D AVISTA CORP COM 05379B10 897 48263 SH SHARED 48263 D AVISTA CORP COM 05379B10 52 2800 SH SHARED 02 2800 D AVISTA CORP COM 05379B10 4314 232100 SH SHARED 10 232100 D AVISTA CORP COM 05379B10 456 24571 SH SHARED 17 18071 6500 D AVNET INC DBCV 2.000% 3/1 053807AL 18202 19000000 PRN SHARED 19000000 D AVNET INC DBCV 2.000% 3/1 053807AL 5109 5334000 PRN SHARED 02 5334000 D AVNET INC COM 05380710 27 1200 SH SHARED 1200 D AVNET INC COM 05380710 5030 223300 SH SHARED 223300 D AVNET INC COM 05380710 914 40600 SH SHARED 01 40600 D AVNET INC COM 05380710 20 900 SH SHR/OTHR 01 900 D AVNET INC COM 05380710 1158 51434 SH SHARED 02 51434 D AVNET INC COM 05380710 35 1575 SH SHARED 17 1575 D AVOCENT CORP COM 05389310 2667 102063 SH SHARED 69663 32400 D AVOCENT CORP COM 05389310 320 12270 SH SHARED 01 12270 D AVOCENT CORP COM 05389310 438 16758 SH SHARED 02 16758 D AVOCENT CORP COM 05389310 38119 1458285 SH SHARED 10 1430085 5500 22700 D AVOCENT CORP COM 05389310 85 3270 SH SHARED 15 3270 D AVOCENT CORP COM 05389310 1084 41500 SH SHARED 17 32600 8900 D AVON PRODS INC COM 05430310 106952 2825694 SH SHARED 2535204 290490 D AVON PRODS INC COM 05430310 10581 279564 SH SHARED 01 54219 225345 D AVON PRODS INC COM 05430310 2795 73845 SH SHR/OTHR 01 73845 D AVON PRODS INC COM 05430310 7100 187586 SH SHARED 02 187586 D AVON PRODS INC COM 05430310 11345 299760 SH SHARED 05 63810 235950 D AVON PRODS INC COM 05430310 1403 37076 SH SHARED 06 37076 D AVON PRODS INC COM 05430310 9970 263418 SH SHARED 10 235120 28298 D AVON PRODS INC COM 05430310 30 800 SH SHR/OTHR 10 800 D AVON PRODS INC COM 05430310 10304 272245 SH SHARED 17 272245 D AWARE INC MASS COM 05453N10 64 10000 SH SHARED 10 10000 D AXA SPONSORED ADR 05453610 2012 80800 SH SHARED 80200 600 D AXA SPONSORED ADR 05453610 105 4250 SH SHR/OTHR 01 4250 D AXA SPONSORED ADR 05453610 464 18650 SH SHARED 10 18650 D AXCELIS TECHNOLOGIES INC COM 05454010 3520 513130 SH SHARED 408030 105100 D AXCELIS TECHNOLOGIES INC COM 05454010 43 6294 SH SHARED 01 2828 3466 D AXCELIS TECHNOLOGIES INC COM 05454010 19 2800 SH SHR/OTHR 01 2800 D AXCELIS TECHNOLOGIES INC COM 05454010 68 10000 SH SHARED 02 10000 D AXCELIS TECHNOLOGIES INC COM 05454010 1066 155400 SH SHARED 10 1600 153800 D AXCELIS TECHNOLOGIES INC COM 05454010 869 126800 SH SHARED 17 39400 87400 D AXONYX INC COM 05461R10 8 6500 SH SHARED 02 6500 D AZTAR CORP COM 05480210 380 11100 SH SHARED 11100 D AZTAR CORP COM 05480210 3043 88848 SH SHARED 88848 D AZTAR CORP COM 05480210 54 1600 SH SHARED 01 1600 D AZTAR CORP COM 05480210 34 1000 SH SHR/OTHR 01 1000 D AZTAR CORP COM 05480210 49 1450 SH SHARED 10 1450 D AZTAR CORP COM 05480210 454 13260 SH SHARED 17 13260 D AXCAN PHARMA INC NOTE 4.250% 4/1 054923AB 1658 1358000 PRN SHARED 1358000 D AXCAN PHARMA INC NOTE 4.250% 4/1 054923AB 97 80000 PRN SHARED 02 80000 D BB&T CORP COM 05493710 150368 3762045 SH SHARED 3433040 329005 D BB&T CORP COM 05493710 107 2700 SH SHR/OTHR 2700 D BB&T CORP COM 05493710 11783 294811 SH SHARED 01 166525 128286 D BB&T CORP COM 05493710 270 6765 SH SHR/OTHR 01 6765 D BB&T CORP COM 05493710 9216 230580 SH SHARED 02 230580 D BB&T CORP COM 05493710 19 500 SH SHARED 05 500 D BB&T CORP COM 05493710 396 9925 SH SHARED 06 9925 D BB&T CORP COM 05493710 67706 1693929 SH SHARED 10 1404009 289920 D BB&T CORP COM 05493710 175 4400 SH SHARED 14 4400 D BB&T CORP COM 05493710 1814 45400 SH SHARED 15 45400 D BB&T CORP COM 05493710 11558 289179 SH SHARED 17 240549 48630 D B & G FOODS INC NEW UNIT 99/99/9999 05508R20 13167 900025 SH SHARED 900025 D B & G FOODS INC NEW UNIT 99/99/9999 05508R20 10085 689400 SH SHARED 17 689400 D B A S F A G SPONSORED ADR 05526250 8 127 SH SHR/OTHR 01 127 D B A S F A G SPONSORED ADR 05526250 13200 200000 SH SHARED 18 200000 D BCE INC COM 05534B10 35200 1486500 SH SHARED 1481200 5300 D BCE INC COM 05534B10 262 11088 SH SHARED 01 11088 D BCE INC COM 05534B10 55 2323 SH SHR/OTHR 01 2323 D BCE INC COM 05534B10 3472 146638 SH SHARED 02 146638 D BCE INC COM 05534B10 23680 1000000 SH SHARED 04 1000000 D BCE INC COM 05534B10 12 520 SH SHARED 05 520 D BCE INC COM 05534B10 30 1300 SH SHARED 06 1300 D BCE INC COM 05534B10 35 1500 SH SHARED 10 1500 D BCE INC COM 05534B10 377 15944 SH SHARED 14 15944 D BCE INC COM 05534B10 90 3840 SH SHARED 17 3840 D BEI TECHNOLOGIES INC COM 05538P10 305 11467 SH SHARED 11467 D BEI TECHNOLOGIES INC COM 05538P10 941 35300 SH SHARED 17 5600 29700 D BFC FINL CORP CL A 05538420 166 19567 SH SHARED 19567 D BG PLC ADR FIN INST N 05543420 2412 58000 SH SHARED 58000 D BG PLC ADR FIN INST N 05543420 65 1576 SH SHARED 01 1576 D BG PLC ADR FIN INST N 05543420 683 16419 SH SHR/OTHR 01 16419 D BG PLC ADR FIN INST N 05543420 9 225 SH SHARED 10 225 D BHP BILLITON PLC SPONSORED ADR 05545E20 15 600 SH SHARED 01 600 D BHP BILLITON PLC SPONSORED ADR 05545E20 1822 70631 SH SHARED 10 70631 D BISYS GROUP INC NOTE 4.000% 3/1 055472AB 6909 7000000 PRN SHARED 7000000 D BISYS GROUP INC COM 05547210 2379 159300 SH SHARED 159300 D BISYS GROUP INC COM 05547210 569 38100 SH SHARED 01 38100 D BISYS GROUP INC COM 05547210 804 53831 SH SHARED 02 53831 D BKF CAP GROUP INC COM 05548G10 1007 26568 SH SHARED 24568 2000 D BKF CAP GROUP INC COM 05548G10 75 2000 SH SHARED 17 2000 D BJS WHOLESALE CLUB INC COM 05548J10 906 27900 SH SHARED 27900 D BJS WHOLESALE CLUB INC COM 05548J10 792 24400 SH SHARED 01 24400 D BJS WHOLESALE CLUB INC COM 05548J10 17 543 SH SHR/OTHR 01 543 D BJS WHOLESALE CLUB INC COM 05548J10 969 29837 SH SHARED 02 29837 D BJS WHOLESALE CLUB INC COM 05548J10 35 1100 SH SHARED 10 1100 D BJS WHOLESALE CLUB INC COM 05548J10 906 27900 SH SHARED 17 27900 D BJ SVCS CO COM 05548210 20470 390055 SH SHARED 389355 700 D BJ SVCS CO COM 05548210 1615 30784 SH SHARED 01 30784 D BJ SVCS CO COM 05548210 247 4716 SH SHR/OTHR 01 4716 D BJ SVCS CO COM 05548210 4563 86949 SH SHARED 02 86949 D BJ SVCS CO COM 05548210 86 1650 SH SHARED 06 1650 D BJ SVCS CO COM 05548210 4953 94390 SH SHARED 10 49200 45100 90 D BJ SVCS CO COM 05548210 1378 26275 SH SHARED 14 26275 D BJ SVCS CO COM 05548210 1312 25000 SH SHARED 15 25000 D BJ SVCS CO COM 05548210 1049 20000 SH SHARED 16 20000 D BJ SVCS CO COM 05548210 14135 269347 SH SHARED 17 269347 D BOK FINL CORP COM NEW 05561Q20 4 100 SH SHARED 100 D BOK FINL CORP COM NEW 05561Q20 92 2008 SH SHARED 02 2008 D BOK FINL CORP COM NEW 05561Q20 327 7100 SH SHARED 17 7100 D BOC GROUP PLC SPONSORED ADR 05561760 247 6800 SH SHARED 6800 D BOC GROUP PLC SPONSORED ADR 05561760 36 1000 SH SHR/OTHR 01 1000 D BP PLC SPONSORED ADR 05562210 326141 5228297 SH SHARED 5204016 24281 D BP PLC SPONSORED ADR 05562210 187 3000 SH SHR/OTHR 3000 D BP PLC SPONSORED ADR 05562210 54140 867913 SH SHARED 01 639295 228618 D BP PLC SPONSORED ADR 05562210 38842 622670 SH SHR/OTHR 01 622670 D BP PLC SPONSORED ADR 05562210 319 5117 SH SHARED 06 5117 D BP PLC SPONSORED ADR 05562210 123396 1978137 SH SHARED 10 1155818 822319 D BP PLC SPONSORED ADR 05562210 9581 153592 SH SHR/OTHR 10 153592 D BP PLC SPONSORED ADR 05562210 2401 38495 SH SHARED 17 9900 28595 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 357 5000 SH SHARED 01 5000 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 93 1300 SH SHR/OTHR 01 1300 D BRE PROPERTIES INC CL A 05564E10 12 300 SH SHARED 300 D BRE PROPERTIES INC CL A 05564E10 267 6400 SH SHR/OTHR 01 6400 D BRE PROPERTIES INC CL A 05564E10 214 5128 SH SHARED 02 5128 D BRE PROPERTIES INC CL A 05564E10 107644 2572149 SH SHARED 11 2572149 D BT GROUP PLC ADR 05577E10 2362 56800 SH SHARED 56800 D BMC SOFTWARE INC COM 05592110 8916 496767 SH SHARED 495567 1200 D BMC SOFTWARE INC COM 05592110 971 54147 SH SHARED 01 54147 D BMC SOFTWARE INC COM 05592110 53 2969 SH SHR/OTHR 01 2969 D BMC SOFTWARE INC COM 05592110 1739 96917 SH SHARED 02 96917 D BMC SOFTWARE INC COM 05592110 3 200 SH SHARED 05 200 D BMC SOFTWARE INC COM 05592110 38 2150 SH SHARED 06 2150 D BMC SOFTWARE INC COM 05592110 61 3400 SH SHARED 14 3400 D BMC SOFTWARE INC COM 05592110 1733 96550 SH SHARED 17 96550 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 05603310 0 60 SH SHARED 02 60 D BADGER METER INC COM 05652510 229 5551 SH SHARED 5551 D BADGER METER INC COM 05652510 57 1400 SH SHARED 17 1400 D BAKER HUGHES INC COM 05722410 50612 989304 SH SHARED 908044 81260 D BAKER HUGHES INC COM 05722410 4899 95760 SH SHARED 01 3575 92185 D BAKER HUGHES INC COM 05722410 266 5210 SH SHR/OTHR 01 5210 D BAKER HUGHES INC COM 05722410 8286 161964 SH SHARED 02 161964 D BAKER HUGHES INC COM 05722410 8083 158000 SH SHARED 04 158000 D BAKER HUGHES INC COM 05722410 1105 21600 SH SHARED 05 21600 D BAKER HUGHES INC COM 05722410 10753 210196 SH SHARED 06 210196 D BAKER HUGHES INC COM 05722410 81928 1601419 SH SHARED 10 439709 940800 220910 D BAKER HUGHES INC COM 05722410 10 200 SH SHR/OTHR 10 200 D BAKER HUGHES INC COM 05722410 724 14167 SH SHARED 14 14167 D BAKER HUGHES INC COM 05722410 204 4000 SH SHARED 16 4000 D BAKER HUGHES INC COM 05722410 8597 168049 SH SHARED 17 168049 D BALCHEM CORP COM 05766520 227 7558 SH SHARED 7558 D BALCHEM CORP COM 05766520 60 2000 SH SHARED 17 2000 D BALDOR ELEC CO COM 05774110 796 32765 SH SHARED 32765 D BALDOR ELEC CO COM 05774110 355 14597 SH SHARED 17 14597 D BALDWIN & LYONS INC CL B 05775520 1087 45113 SH SHARED 45113 D BALDWIN & LYONS INC CL B 05775520 70 2925 SH SHARED 17 2925 D BALL CORP COM 05849810 485 13500 SH SHARED 13500 D BALL CORP COM 05849810 8784 244283 SH SHARED 243883 400 D BALL CORP COM 05849810 1070 29775 SH SHARED 01 29775 D BALL CORP COM 05849810 1524 42381 SH SHARED 02 42381 D BALL CORP COM 05849810 35 1000 SH SHARED 06 1000 D BALL CORP COM 05849810 643 17900 SH SHARED 10 17900 D BALL CORP COM 05849810 115 3200 SH SHARED 14 3200 D BALL CORP COM 05849810 1846 51360 SH SHARED 17 51360 D BALLARD PWR SYS INC COM 05858H10 691 146577 SH SHARED 127877 18700 D BALLARD PWR SYS INC COM 05858H10 0 100 SH SHR/OTHR 01 100 D BALLARD PWR SYS INC COM 05858H10 438 92888 SH SHARED 02 92888 D BALLARD PWR SYS INC COM 05858H10 4076 863750 SH SHARED 04 863750 D BALLARD PWR SYS INC COM 05858H10 1 400 SH SHARED 10 400 D BALLARD PWR SYS INC COM 05858H10 141 30000 SH SHARED 16 30000 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 0 234 SH SHARED 01 234 D BANC CORP COM 05944B10 140 13244 SH SHARED 13244 D BANCFIRST CORP COM 05945F10 414 4768 SH SHARED 3768 1000 D BANCFIRST CORP COM 05945F10 252 2900 SH SHARED 10 2900 D BANCFIRST CORP COM 05945F10 608 7000 SH SHARED 17 900 6100 D BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K10 72 4710 SH SHR/OTHR 01 4710 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 35335 998450 SH SHARED 986250 12200 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 7421 209700 SH SHARED 01 209700 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 3006 84950 SH SHARED 05 84950 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 41542 1173850 SH SHARED 10 1173850 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 221 6250 SH SHARED 15 6250 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 1528 43200 SH SHARED 17 43200 D BANCO DE CHILE SPONSORED ADR 05952010 28 800 SH SHARED 800 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 24928 269500 SH SHARED 269500 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 2775 30000 SH SHARED 06 30000 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 7122 77000 SH SHARED 10 77000 D BANCO SANTANDER CENT HISPANO ADR 05964H10 1705 147300 SH SHARED 147300 D BANCO SANTANDER CENT HISPANO ADR 05964H10 381 32975 SH SHR/OTHR 01 32975 D BANCO SANTANDER CENT HISPANO ADR 05964H10 10 945 SH SHARED 10 945 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 4573 141600 SH SHARED 141600 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 516 16000 SH SHARED 04 16000 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 4706 145700 SH SHARED 10 145700 D BANCOLOMBIA S A SPON ADR PREF 05968L10 959 60000 SH SHARED 04 60000 D BANCORP INC DEL COM 05969A10 152 8769 SH SHARED 8769 D BANCORP RHODE ISLAND INC COM 05969010 45 1250 SH SHR/OTHR 01 1250 D BANCORPSOUTH INC COM 05969210 2070 87723 SH SHARED 87723 D BANCORPSOUTH INC COM 05969210 21 900 SH SHARED 01 900 D BANCORPSOUTH INC COM 05969210 1 44 SH SHARED 02 44 D BANCORPSOUTH INC COM 05969210 99 4200 SH SHARED 10 4200 D BANCORPSOUTH INC COM 05969210 955 40500 SH SHARED 17 40500 D BANCTRUST FINANCIAL GP COM 05978R10 177 9068 SH SHARED 9068 D BANCTRUST FINANCIAL GP COM 05978R10 31 1600 SH SHARED 17 1600 D BANDAG INC COM 05981510 566 12300 SH SHARED 12300 D BANDAG INC COM 05981510 267 5800 SH SHARED 01 5800 D BANDAG INC COM 05981510 234 5100 SH SHARED 02 5100 D BANDAG INC COM 05981510 326 7100 SH SHARED 17 7100 D BANK OF AMERICA CORPORATION COM 06050510 1185 26000 SH SHARED 26000 D BANK OF AMERICA CORPORATION COM 06050510 1034988 22692150 SH SHARED 21595257 1096893 D BANK OF AMERICA CORPORATION COM 06050510 301 6600 SH SHR/OTHR 6600 D BANK OF AMERICA CORPORATION COM 06050510 101767 2231260 SH SHARED 01 785941 1445319 D BANK OF AMERICA CORPORATION COM 06050510 25805 565794 SH SHR/OTHR 01 565794 D BANK OF AMERICA CORPORATION COM 06050510 72141 1581708 SH SHARED 02 1581708 D BANK OF AMERICA CORPORATION COM 06050510 3945 86500 SH SHARED 03 86500 D BANK OF AMERICA CORPORATION COM 06050510 58197 1275971 SH SHARED 04 1263180 12791 D BANK OF AMERICA CORPORATION COM 06050510 55103 1208151 SH SHARED 05 870417 337734 D BANK OF AMERICA CORPORATION COM 06050510 16534 362522 SH SHARED 06 362522 D BANK OF AMERICA CORPORATION COM 06050510 568635 12467350 SH SHARED 10 4014399 5874326 2578625 D BANK OF AMERICA CORPORATION COM 06050510 6644 145674 SH SHR/OTHR 10 145674 D BANK OF AMERICA CORPORATION COM 06050510 4507 98834 SH SHARED 14 98834 D BANK OF AMERICA CORPORATION COM 06050510 4329 94922 SH SHARED 15 94922 D BANK OF AMERICA CORPORATION COM 06050510 315535 6918117 SH SHARED 17 6646013 272104 D BANK OF GRANITE CORP COM 06240110 253 13265 SH SHARED 13265 D BANK OF GRANITE CORP COM 06240110 72 3812 SH SHARED 17 3812 D BANK HAWAII CORP COM 06254010 13052 257200 SH SHARED 257200 D BANK HAWAII CORP COM 06254010 999 19700 SH SHARED 01 19700 D BANK HAWAII CORP COM 06254010 76 1500 SH SHR/OTHR 01 1500 D BANK HAWAII CORP COM 06254010 1125 22171 SH SHARED 02 22171 D BANK HAWAII CORP COM 06254010 253 5000 SH SHARED 10 5000 D BANK HAWAII CORP COM 06254010 416 8200 SH SHARED 17 8200 D BANK MONTREAL QUE COM 06367110 670 14400 SH SHARED 12000 2400 D BANK MONTREAL QUE COM 06367110 101 2179 SH SHARED 01 2179 D BANK MONTREAL QUE COM 06367110 9594 206194 SH SHARED 02 206194 D BANK MONTREAL QUE COM 06367110 53044 1140000 SH SHARED 04 1140000 D BANK MONTREAL QUE COM 06367110 2309 49628 SH SHARED 05 49628 D BANK MONTREAL QUE COM 06367110 814 17500 SH SHARED 06 17500 D BANK MONTREAL QUE COM 06367110 479 10301 SH SHARED 14 10301 D BANK MUTUAL CORP NEW COM 06375010 922 83376 SH SHARED 63176 20200 D BANK MUTUAL CORP NEW COM 06375010 5 500 SH SHARED 02 500 D BANK MUTUAL CORP NEW COM 06375010 322 29141 SH SHARED 17 29141 D BANK OF THE OZARKS INC COM 06390410 364 11101 SH SHARED 11101 D BANK OF THE OZARKS INC COM 06390410 719 21900 SH SHARED 10 21900 D BANK OF THE OZARKS INC COM 06390410 311 9500 SH SHARED 17 5600 3900 D BANK NEW YORK INC COM 06405710 119170 4140751 SH SHARED 3978901 161850 D BANK NEW YORK INC COM 06405710 18190 632051 SH SHARED 01 84638 547413 D BANK NEW YORK INC COM 06405710 4560 158460 SH SHR/OTHR 01 158460 D BANK NEW YORK INC COM 06405710 8286 287913 SH SHARED 02 287913 D BANK NEW YORK INC COM 06405710 1295 45000 SH SHARED 04 45000 D BANK NEW YORK INC COM 06405710 20 700 SH SHARED 05 700 D BANK NEW YORK INC COM 06405710 2103 73096 SH SHARED 06 73096 D BANK NEW YORK INC COM 06405710 75 2620 SH SHARED 10 2620 D BANK NEW YORK INC COM 06405710 3125 108600 SH SHARED 14 108600 D BANK NEW YORK INC COM 06405710 575 20000 SH SHARED 15 20000 D BANK NEW YORK INC COM 06405710 1151 40000 SH SHARED 16 40000 D BANK NEW YORK INC COM 06405710 10297 357790 SH SHARED 17 357790 D BANK NOVA SCOTIA HALIFAX COM 06414910 12817 385481 SH SHARED 135974 249507 D BANK NOVA SCOTIA HALIFAX COM 06414910 576 17329 SH SHARED 01 12940 4389 D BANK NOVA SCOTIA HALIFAX COM 06414910 18940 569634 SH SHARED 02 569634 D BANK NOVA SCOTIA HALIFAX COM 06414910 1330 40000 SH SHARED 04 40000 D BANK NOVA SCOTIA HALIFAX COM 06414910 12560 377752 SH SHARED 05 243392 134360 D BANK NOVA SCOTIA HALIFAX COM 06414910 152 4600 SH SHARED 06 4600 D BANK NOVA SCOTIA HALIFAX COM 06414910 293 8824 SH SHARED 14 8824 D BANKATLANTIC BANCORP CL A 06590850 823 43467 SH SHARED 42967 500 D BANKATLANTIC BANCORP CL A 06590850 51 2700 SH SHARED 02 2700 D BANKATLANTIC BANCORP CL A 06590850 3458 182500 SH SHARED 10 182500 D BANKATLANTIC BANCORP CL A 06590850 1402 74000 SH SHARED 17 31000 43000 D BANKRATE INC COM 06646V10 265 13198 SH SHARED 13198 D BANKRATE INC COM 06646V10 54 2700 SH SHARED 01 2700 D BANKRATE INC COM 06646V10 70 3500 SH SHARED 17 3500 D BANKUNITED FINL CORP NOTE 3.125% 3/0 06652BAE 1997 2125000 PRN SHARED 2125000 D BANKUNITED FINL CORP CL A 06652B10 1454 53777 SH SHARED 37477 16300 D BANKUNITED FINL CORP CL A 06652B10 29 1100 SH SHARED 01 1100 D BANKUNITED FINL CORP CL A 06652B10 5678 210000 SH SHARED 10 210000 D BANKUNITED FINL CORP CL A 06652B10 335 12400 SH SHARED 17 12400 D BANNER CORP COM 06652V10 588 21000 SH SHARED 10200 10800 D BANNER CORP COM 06652V10 120 4300 SH SHARED 17 4300 D BANTA CORP COM 06682110 208 4600 SH SHARED 4600 D BANTA CORP COM 06682110 1207 26631 SH SHARED 26631 D BANTA CORP COM 06682110 449 9900 SH SHARED 01 9900 D BANTA CORP COM 06682110 368 8115 SH SHARED 02 8115 D BANTA CORP COM 06682110 28 630 SH SHARED 10 630 D BANTA CORP COM 06682110 453 10000 SH SHARED 17 10000 D BARCLAYS PLC ADR 06738E20 523 13100 SH SHARED 13100 D BARCLAYS PLC ADR 06738E20 113 2845 SH SHR/OTHR 01 2845 D BARD C R INC COM 06738310 20103 302268 SH SHARED 291368 10900 D BARD C R INC COM 06738310 2776 41750 SH SHARED 01 4775 36975 D BARD C R INC COM 06738310 234 3526 SH SHR/OTHR 01 3526 D BARD C R INC COM 06738310 7872 118363 SH SHARED 02 118363 D BARD C R INC COM 06738310 6657 100100 SH SHARED 03 100100 D BARD C R INC COM 06738310 15310 230200 SH SHARED 04 230200 D BARD C R INC COM 06738310 2548 38320 SH SHARED 05 38320 D BARD C R INC COM 06738310 558 8400 SH SHARED 06 8400 D BARD C R INC COM 06738310 52358 787221 SH SHARED 10 267411 444200 75610 D BARD C R INC COM 06738310 66 1000 SH SHARED 14 1000 D BARD C R INC COM 06738310 24248 364586 SH SHARED 17 364586 D BARNES & NOBLE INC COM 06777410 186 4800 SH SHARED 4800 D BARNES & NOBLE INC COM 06777410 1001 25800 SH SHARED 8000 17800 D BARNES & NOBLE INC COM 06777410 907 23400 SH SHARED 01 23400 D BARNES & NOBLE INC COM 06777410 1859 47926 SH SHARED 02 47926 D BARNES & NOBLE INC COM 06777410 105 2727 SH SHARED 06 2727 D BARNES & NOBLE INC COM 06777410 1955 50400 SH SHARED 10 50400 D BARNES & NOBLE INC COM 06777410 1326 34200 SH SHARED 17 6000 28200 D BARNES GROUP INC COM 06780610 1254 37906 SH SHARED 37906 D BARNES GROUP INC COM 06780610 258 7800 SH SHARED 17 7800 D BARRICK GOLD CORP COM 06790110 11996 479300 SH SHARED 436800 42500 D BARRICK GOLD CORP COM 06790110 180 7220 SH SHARED 01 7220 D BARRICK GOLD CORP COM 06790110 377 15100 SH SHR/OTHR 01 15100 D BARRICK GOLD CORP COM 06790110 8783 350904 SH SHARED 02 350904 D BARRICK GOLD CORP COM 06790110 4755 190000 SH SHARED 04 190000 D BARRICK GOLD CORP COM 06790110 17 700 SH SHARED 05 700 D BARRICK GOLD CORP COM 06790110 5197 207659 SH SHARED 06 207659 D BARRICK GOLD CORP COM 06790110 42105 1682207 SH SHARED 10 1673400 8807 D BARRICK GOLD CORP COM 06790110 317 12700 SH SHARED 14 12700 D BARRICK GOLD CORP COM 06790110 257 10300 SH SHARED 17 10300 D BARNWELL INDS INC COM 06822110 6 100 SH SHARED 100 D BARR PHARMACEUTICALS INC COM 06830610 2281 46800 SH SHARED 10500 36300 D BARR PHARMACEUTICALS INC COM 06830610 1624 33325 SH SHARED 01 33325 D BARR PHARMACEUTICALS INC COM 06830610 133 2744 SH SHR/OTHR 01 2744 D BARR PHARMACEUTICALS INC COM 06830610 3355 68839 SH SHARED 02 68839 D BARR PHARMACEUTICALS INC COM 06830610 633 13000 SH SHARED 04 13000 D BARR PHARMACEUTICALS INC COM 06830610 100 2065 SH SHARED 06 2065 D BARR PHARMACEUTICALS INC COM 06830610 13496 276900 SH SHARED 10 276900 D BARR PHARMACEUTICALS INC COM 06830610 227 4667 SH SHARED 14 4667 D BARR PHARMACEUTICALS INC COM 06830610 192 3950 SH SHARED 17 3950 D BARRETT BILL CORP COM 06846N10 374 12666 SH SHARED 12666 D BARRETT BILL CORP COM 06846N10 1336 45175 SH SHARED 01 44875 300 D BARRETT BILL CORP COM 06846N10 21 725 SH SHR/OTHR 01 725 D BARRETT BILL CORP COM 06846N10 5794 195900 SH SHARED 10 194000 1900 D BARRETT BILL CORP COM 06846N10 7589 256560 SH SHARED 17 256560 D BARRIER THERAPEUTICS INC COM 06850R10 201 25357 SH SHARED 25357 D BARRIER THERAPEUTICS INC COM 06850R10 1836 231600 SH SHARED 04 231600 D BARRIER THERAPEUTICS INC COM 06850R10 1110 140000 SH SHARED 10 129900 10100 D BARRIER THERAPEUTICS INC COM 06850R10 11 1400 SH SHARED 14 1400 D BARRIER THERAPEUTICS INC COM 06850R10 57 7300 SH SHARED 17 7300 D BASSETT FURNITURE INDS INC COM 07020310 1344 71263 SH SHARED 71263 D BASSETT FURNITURE INDS INC COM 07020310 0 1 SH SHARED 01 1 D BASSETT FURNITURE INDS INC COM 07020310 84 4500 SH SHARED 17 4500 D BAUSCH & LOMB INC COM 07170710 1826 22000 SH SHARED 22000 D BAUSCH & LOMB INC COM 07170710 26456 318757 SH SHARED 315097 3660 D BAUSCH & LOMB INC COM 07170710 1087 13101 SH SHARED 01 13101 D BAUSCH & LOMB INC COM 07170710 268 3239 SH SHR/OTHR 01 3239 D BAUSCH & LOMB INC COM 07170710 2316 27905 SH SHARED 02 27905 D BAUSCH & LOMB INC COM 07170710 3062 36900 SH SHARED 10 36900 D BAUSCH & LOMB INC COM 07170710 830 10000 SH SHARED 15 10000 D BAUSCH & LOMB INC COM 07170710 3047 36717 SH SHARED 17 36717 D BAXTER INTL INC COM 07181310 181671 4896816 SH SHARED 4371726 525090 D BAXTER INTL INC COM 07181310 196 5300 SH SHR/OTHR 5300 D BAXTER INTL INC COM 07181310 21638 583257 SH SHARED 01 370535 212722 D BAXTER INTL INC COM 07181310 3779 101878 SH SHR/OTHR 01 101878 D BAXTER INTL INC COM 07181310 13565 365653 SH SHARED 02 365653 D BAXTER INTL INC COM 07181310 116579 3142304 SH SHARED 04 3141900 404 D BAXTER INTL INC COM 07181310 22 600 SH SHARED 05 600 D BAXTER INTL INC COM 07181310 3969 107001 SH SHARED 06 107001 D BAXTER INTL INC COM 07181310 191981 5174694 SH SHARED 10 3200090 855500 1119104 D BAXTER INTL INC COM 07181310 487 13140 SH SHR/OTHR 10 13140 D BAXTER INTL INC COM 07181310 1595 43000 SH SHARED 14 43000 D BAXTER INTL INC COM 07181310 4329 116700 SH SHARED 15 116700 D BAXTER INTL INC COM 07181310 14944 402808 SH SHARED 17 299401 103407 D BAXTER INTL INC CORP UNITS 7% 07181340 27 500 SH SHR/OTHR 01 500 D BAXTER INTL INC CORP UNITS 7% 07181340 23 430 SH SHARED 10 430 D BAY VIEW CAP CORP DEL COM NEW 07262L30 2897 187314 SH SHARED 187314 D BAYER A G SPONSORED ADR 07273030 209 6302 SH SHR/OTHR 01 6302 D BAYER A G SPONSORED ADR 07273030 5 180 SH SHARED 10 180 D BAYER A G SPONSORED ADR 07273030 6656 200000 SH SHARED 18 200000 D BE AEROSPACE INC COM 07330210 1617 103464 SH SHARED 92864 10600 D BE AEROSPACE INC COM 07330210 17 1100 SH SHR/OTHR 01 1100 D BE AEROSPACE INC COM 07330210 125 8000 SH SHARED 02 8000 D BE AEROSPACE INC COM 07330210 557 35700 SH SHARED 17 24700 11000 D BEA SYS INC NOTE 4.000%12/1 073325AD 20547 20945000 PRN SHARED 20945000 D BEA SYS INC COM 07332510 11107 1265097 SH SHARED 1262997 2100 D BEA SYS INC COM 07332510 97 11157 SH SHARED 01 11157 D BEA SYS INC COM 07332510 842 96000 SH SHARED 02 96000 D BEA SYS INC COM 07332510 4442 506000 SH SHARED 04 506000 D BEA SYS INC COM 07332510 2 300 SH SHARED 05 300 D BEA SYS INC COM 07332510 33 3800 SH SHARED 06 3800 D BEA SYS INC COM 07332510 57 6500 SH SHARED 10 6500 D BEA SYS INC COM 07332510 1790 203900 SH SHARED 14 203900 D BEA SYS INC COM 07332510 960 109388 SH SHARED 17 109388 D BEACON ROOFING SUPPLY INC COM 07368510 426 16207 SH SHARED 16207 D BEACON ROOFING SUPPLY INC COM 07368510 52 2000 SH SHARED 02 2000 D BEACON ROOFING SUPPLY INC COM 07368510 143 5472 SH SHARED 17 5472 D BEAR STEARNS COS INC COM 07390210 779 7500 SH SHARED 7500 D BEAR STEARNS COS INC COM 07390210 101656 978034 SH SHARED 966714 11320 D BEAR STEARNS COS INC COM 07390210 135 1300 SH SHR/OTHR 1300 D BEAR STEARNS COS INC COM 07390210 10298 99081 SH SHARED 01 67600 31481 D BEAR STEARNS COS INC COM 07390210 98 945 SH SHR/OTHR 01 945 D BEAR STEARNS COS INC COM 07390210 5241 50424 SH SHARED 02 50424 D BEAR STEARNS COS INC COM 07390210 2078 20000 SH SHARED 04 20000 D BEAR STEARNS COS INC COM 07390210 86656 833718 SH SHARED 10 561471 272247 D BEAR STEARNS COS INC COM 07390210 1995 19200 SH SHARED 15 19200 D BEAR STEARNS COS INC COM 07390210 11938 114858 SH SHARED 17 91358 23500 D BEARINGPOINT INC COM 07400210 9440 1287938 SH SHARED 1287938 D BEARINGPOINT INC COM 07400210 12 1700 SH SHARED 01 1700 D BEARINGPOINT INC COM 07400210 18 2488 SH SHARED 02 2488 D BEARINGPOINT INC COM 07400210 16883 2303300 SH SHARED 10 2292200 11100 D BEARINGPOINT INC COM 07400210 513 70000 SH SHARED 17 70000 D BEASLEY BROADCAST GROUP INC CL A 07401410 106 7373 SH SHARED 7373 D BEASLEY BROADCAST GROUP INC CL A 07401410 1 100 SH SHARED 02 100 D BEASLEY BROADCAST GROUP INC CL A 07401410 23 1600 SH SHARED 17 1600 D BEAZER HOMES USA INC NOTE 4.625% 6/1 07556QAL 935 700000 PRN SHARED 700000 D BEAZER HOMES USA INC COM 07556Q10 14885 260462 SH SHARED 260462 D BEAZER HOMES USA INC COM 07556Q10 1423 24900 SH SHARED 01 24900 D BEAZER HOMES USA INC COM 07556Q10 577 10100 SH SHARED 02 10100 D BEAZER HOMES USA INC COM 07556Q10 101 1770 SH SHARED 10 1770 D BEAZER HOMES USA INC COM 07556Q10 856 14989 SH SHARED 17 14989 D BEBE STORES INC COM 07557110 18 700 SH SHARED 700 D BEBE STORES INC COM 07557110 78 2977 SH SHARED 01 2425 552 D BEBE STORES INC COM 07557110 36 1393 SH SHR/OTHR 01 1393 D BEBE STORES INC COM 07557110 158 6000 SH SHARED 02 6000 D BEBE STORES INC COM 07557110 0 1 SH SHARED 17 1 D BECKMAN COULTER INC COM 07581110 1258 19800 SH SHARED 19800 D BECKMAN COULTER INC COM 07581110 2288 36000 SH SHARED 35500 500 D BECKMAN COULTER INC COM 07581110 1467 23092 SH SHARED 01 23092 D BECKMAN COULTER INC COM 07581110 1880 29576 SH SHARED 02 29576 D BECKMAN COULTER INC COM 07581110 31 500 SH SHARED 10 500 D BECKMAN COULTER INC COM 07581110 15129 238000 SH SHARED 17 238000 D BECTON DICKINSON & CO COM 07588710 158690 3024400 SH SHARED 2977700 46700 D BECTON DICKINSON & CO COM 07588710 4750 90544 SH SHARED 01 16955 73589 D BECTON DICKINSON & CO COM 07588710 2472 47120 SH SHR/OTHR 01 47120 D BECTON DICKINSON & CO COM 07588710 6384 121687 SH SHARED 02 121687 D BECTON DICKINSON & CO COM 07588710 2256 43000 SH SHARED 04 43000 D BECTON DICKINSON & CO COM 07588710 10 200 SH SHARED 05 200 D BECTON DICKINSON & CO COM 07588710 799 15228 SH SHARED 06 15228 D BECTON DICKINSON & CO COM 07588710 42940 818385 SH SHARED 10 52972 765413 D BECTON DICKINSON & CO COM 07588710 1556 29660 SH SHR/OTHR 10 29660 D BECTON DICKINSON & CO COM 07588710 447 8535 SH SHARED 14 8535 D BECTON DICKINSON & CO COM 07588710 53608 1021695 SH SHARED 17 1021695 D BED BATH & BEYOND INC COM 07589610 113892 2726012 SH SHARED 2665212 60800 D BED BATH & BEYOND INC COM 07589610 3911 93628 SH SHARED 01 14630 78998 D BED BATH & BEYOND INC COM 07589610 1211 29002 SH SHR/OTHR 01 29002 D BED BATH & BEYOND INC COM 07589610 4434 106151 SH SHARED 02 106151 D BED BATH & BEYOND INC COM 07589610 7286 174400 SH SHARED 03 174400 D BED BATH & BEYOND INC COM 07589610 1732 41460 SH SHARED 04 40000 1460 D BED BATH & BEYOND INC COM 07589610 5318 127300 SH SHARED 05 113800 13500 D BED BATH & BEYOND INC COM 07589610 223 5350 SH SHARED 06 5350 D BED BATH & BEYOND INC COM 07589610 33566 803408 SH SHARED 10 173453 447800 182155 D BED BATH & BEYOND INC COM 07589610 62 1500 SH SHR/OTHR 10 1500 D BED BATH & BEYOND INC COM 07589610 11 279 SH SHARED 14 279 D BED BATH & BEYOND INC COM 07589610 7290 174492 SH SHARED 17 174492 D BED BATH & BEYOND INC COM 07589610 633 15170 SH SHARED 18 15170 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 359 15633 SH SHARED 14533 1100 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 48 2100 SH SHARED 02 2100 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 92 4000 SH SHARED 10 4000 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 133 5800 SH SHARED 17 5800 D BEL FUSE INC CL B 07734730 1599 52333 SH SHARED 52333 D BEL FUSE INC CL B 07734730 117 3835 SH SHARED 17 3835 D BELDEN CDT INC COM 07745410 1359 64130 SH SHARED 46430 17700 D BELDEN CDT INC COM 07745410 552 26070 SH SHARED 10 1370 24700 D BELDEN CDT INC COM 07745410 397 18738 SH SHARED 17 18738 D BELL MICROPRODUCTS INC NOTE 3.750% 3/0 078137AC 263 250000 PRN SHARED 02 250000 D BELL MICROPRODUCTS INC COM 07813710 305 32495 SH SHARED 28595 3900 D BELL MICROPRODUCTS INC COM 07813710 134 14300 SH SHARED 17 14300 D BELLSOUTH CORP COM 07986010 281 10600 SH SHARED 10600 D BELLSOUTH CORP COM 07986010 203639 7664251 SH SHARED 7649201 15050 D BELLSOUTH CORP COM 07986010 13611 512280 SH SHARED 01 18660 493620 D BELLSOUTH CORP COM 07986010 3274 123235 SH SHR/OTHR 01 123235 D BELLSOUTH CORP COM 07986010 17778 669129 SH SHARED 02 669129 D BELLSOUTH CORP COM 07986010 26570 1000000 SH SHARED 04 1000000 D BELLSOUTH CORP COM 07986010 34 1300 SH SHARED 05 1300 D BELLSOUTH CORP COM 07986010 801 30181 SH SHARED 06 30181 D BELLSOUTH CORP COM 07986010 11465 431502 SH SHARED 10 353351 78151 D BELLSOUTH CORP COM 07986010 402 15140 SH SHR/OTHR 10 15140 D BELLSOUTH CORP COM 07986010 430 16200 SH SHARED 14 16200 D BELLSOUTH CORP COM 07986010 21985 827457 SH SHARED 17 788157 39300 D BELLSOUTH CORP COM 07986010 1357 51103 SH SHARED 18 51103 D BELO CORP COM SER A 08055510 292 12200 SH SHARED 12200 D BELO CORP COM SER A 08055510 4347 181376 SH SHARED 01 181376 D BELO CORP COM SER A 08055510 156 6530 SH SHR/OTHR 01 6530 D BELO CORP COM SER A 08055510 1528 63750 SH SHARED 02 63750 D BELO CORP COM SER A 08055510 38 1600 SH SHARED 10 1600 D BEMA GOLD CORP COM 08135F10 6236 2609600 SH SHARED 2544600 65000 D BEMA GOLD CORP COM 08135F10 9 4000 SH SHR/OTHR 01 4000 D BEMA GOLD CORP COM 08135F10 17925 7500000 SH SHARED 10 7500000 D BEMIS INC COM 08143710 6336 238755 SH SHARED 238755 D BEMIS INC COM 08143710 875 33000 SH SHARED 01 5100 27900 D BEMIS INC COM 08143710 1037 39103 SH SHARED 02 39103 D BEMIS INC COM 08143710 1250 47102 SH SHARED 17 47102 D BENCHMARK ELECTRS INC COM 08160H10 167 5500 SH SHARED 5500 D BENCHMARK ELECTRS INC COM 08160H10 1253 41199 SH SHARED 41199 D BENCHMARK ELECTRS INC COM 08160H10 31 1050 SH SHARED 01 1050 D BENCHMARK ELECTRS INC COM 08160H10 61 2025 SH SHARED 10 2025 D BENCHMARK ELECTRS INC COM 08160H10 638 20999 SH SHARED 17 20999 D BENETTON GROUP SPA ADR NEW 08179540 242 13200 SH SHARED 13200 D BENTLEY PHARMACEUTICALS INC COM 08265710 198 18107 SH SHARED 18107 D BENTLEY PHARMACEUTICALS INC COM 08265710 66 6100 SH SHARED 17 6100 D BERKLEY W R CORP COM 08442310 5472 153375 SH SHARED 78600 74775 D BERKLEY W R CORP COM 08442310 1528 42850 SH SHARED 01 42850 D BERKLEY W R CORP COM 08442310 256 7193 SH SHR/OTHR 01 7193 D BERKLEY W R CORP COM 08442310 2039 57154 SH SHARED 02 57154 D BERKLEY W R CORP COM 08442310 17799 498862 SH SHARED 10 498862 D BERKLEY W R CORP COM 08442310 2938 82352 SH SHARED 17 6027 76325 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 56 SH SHARED 42 14 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 158 SH SHARED 01 20 138 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 34 SH SHR/OTHR 01 34 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 5 SH SHARED 02 5 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 162 SH SHARED 10 162 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 1 SH SHR/OTHR 10 1 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 5010 1800 SH SHARED 1700 100 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1224 440 SH SHARED 01 211 229 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 3738 1343 SH SHR/OTHR 01 1343 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 116 42 SH SHARED 05 42 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 8395 3016 SH SHARED 10 144 2872 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 2635 947 SH SHR/OTHR 10 947 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 22423 8056 SH SHARED 17 8056 D BERKSHIRE HILLS BANCORP INC COM 08468010 173 5200 SH SHARED 5200 D BERKSHIRE HILLS BANCORP INC COM 08468010 86 2600 SH SHARED 17 2600 D BERRY PETE CO CL A 08578910 948 17929 SH SHARED 17929 D BERRY PETE CO CL A 08578910 74 1400 SH SHR/OTHR 01 1400 D BERRY PETE CO CL A 08578910 52 1000 SH SHARED 02 1000 D BERRY PETE CO CL A 08578910 66 1260 SH SHARED 10 1260 D BERRY PETE CO CL A 08578910 1015 19200 SH SHARED 17 10100 9100 D BEST BUY INC SDCV 2.250% 1/1 086516AF 557 500000 PRN SHARED 500000 D BEST BUY INC SDCV 2.250% 1/1 086516AF 24 22000 PRN SHR/OTHR 01 22000 D BEST BUY INC SDCV 2.250% 1/1 086516AF 54 49000 PRN SHARED 02 49000 D BEST BUY INC COM 08651610 74509 1086937 SH SHARED 1075537 11400 D BEST BUY INC COM 08651610 4312 62910 SH SHARED 01 62910 D BEST BUY INC COM 08651610 37 544 SH SHR/OTHR 01 544 D BEST BUY INC COM 08651610 10552 153941 SH SHARED 02 153941 D BEST BUY INC COM 08651610 6 100 SH SHARED 05 100 D BEST BUY INC COM 08651610 358 5234 SH SHARED 06 5234 D BEST BUY INC COM 08651610 12334 179933 SH SHARED 10 104758 75175 D BEST BUY INC COM 08651610 197 2884 SH SHARED 14 2884 D BEST BUY INC COM 08651610 15877 231612 SH SHARED 17 231612 D BEVERLY ENTERPRISES INC NOTE 2.750%11/0 087851AR 6413 3707000 PRN SHARED 3707000 D BEVERLY ENTERPRISES INC NOTE 2.750%11/0 087851AR 56441 32625000 PRN SHARED 02 32625000 D BEVERLY ENTERPRISES INC COM NEW 08785130 221 17400 SH SHARED 17400 D BEVERLY ENTERPRISES INC COM NEW 08785130 12852 1008830 SH SHARED 1008830 D BEVERLY ENTERPRISES INC COM NEW 08785130 26 2101 SH SHARED 01 2101 D BEVERLY ENTERPRISES INC COM NEW 08785130 813 63877 SH SHARED 17 63877 D BEVERLY HILLS BANCORP DEL COM 08786610 147 13500 SH SHARED 13500 D BHP BILLITON LTD SPONSORED ADR 08860610 27987 1025200 SH SHARED 1025200 D BHP BILLITON LTD SPONSORED ADR 08860610 709 25975 SH SHARED 01 16200 9775 D BHP BILLITON LTD SPONSORED ADR 08860610 499 18300 SH SHR/OTHR 01 18300 D BHP BILLITON LTD SPONSORED ADR 08860610 270 9900 SH SHARED 02 9900 D 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BIOGEN IDEC INC COM 09062X10 338 9836 SH SHARED 14 9836 D BIOGEN IDEC INC COM 09062X10 4896 142131 SH SHARED 17 142131 D BIOMED REALTY TRUST INC COM 09063H10 298 12500 SH SHARED 12500 D BIOMED REALTY TRUST INC COM 09063H10 103240 4328750 SH SHARED 11 4328750 D BIOPURE CORP CL A NEW 09065H30 73 55967 SH SHARED 17 55967 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 1440 8609 SH SHARED 8609 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 33 200 SH SHR/OTHR 01 200 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 28553 170675 SH SHARED 02 170675 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 434 2600 SH SHARED 14 2600 D BIOVAIL CORP COM 09067J10 2116 136400 SH SHARED 136400 D BIOVAIL CORP COM 09067J10 9 600 SH SHARED 01 600 D BIOVAIL CORP COM 09067J10 46 2985 SH SHR/OTHR 01 2985 D BIOVAIL CORP COM 09067J10 1439 92753 SH SHARED 02 92753 D BIOVAIL CORP COM 09067J10 13 850 SH SHARED 06 850 D BIOVERIS CORP COM 09067610 5909 1352273 SH SHARED 1352273 D BIOVERIS CORP COM 09067610 13 3150 SH SHARED 02 3150 D BIOSCRIP INC COM 09069N10 1104 184001 SH SHARED 184001 D BIOSCRIP INC COM 09069N10 66 11000 SH SHARED 17 11000 D BIOLASE TECHNOLOGY INC COM 09091110 214 34008 SH SHARED 34008 D BIOLASE TECHNOLOGY INC COM 09091110 12 2000 SH SHARED 02 2000 D BIOSITE INC COM 09094510 909 16541 SH SHARED 16541 D BIOSITE INC COM 09094510 29 540 SH SHR/OTHR 01 540 D BIOSITE INC COM 09094510 65 1200 SH SHARED 10 1200 D BIOSITE INC COM 09094510 341 6215 SH SHARED 17 6215 D BLACK & DECKER CORP COM 09179710 30818 342995 SH SHARED 342895 100 D BLACK & DECKER CORP COM 09179710 1786 19878 SH SHARED 01 19878 D BLACK & DECKER CORP COM 09179710 395 4406 SH SHR/OTHR 01 4406 D BLACK & DECKER CORP COM 09179710 3620 40290 SH SHARED 02 40290 D BLACK & DECKER CORP COM 09179710 8 100 SH SHARED 05 100 D BLACK & DECKER CORP COM 09179710 410 4572 SH SHARED 06 4572 D BLACK & DECKER CORP COM 09179710 1823 20300 SH SHARED 10 20300 D BLACK & DECKER CORP COM 09179710 387 4308 SH SHARED 14 4308 D BLACK & DECKER CORP COM 09179710 3429 38174 SH SHARED 17 38174 D BJS RESTAURANTS INC COM 09180C10 284 13971 SH SHARED 13971 D BJS RESTAURANTS INC COM 09180C10 50 2500 SH SHARED 02 2500 D BJS RESTAURANTS INC COM 09180C10 97 4800 SH SHARED 17 4800 D BLACK BOX CORP DEL COM 09182610 31 900 SH SHARED 900 D BLACK BOX CORP DEL COM 09182610 586 16570 SH SHARED 16570 D BLACK BOX CORP DEL COM 09182610 148 4200 SH SHARED 01 4200 D BLACK BOX CORP DEL COM 09182610 49 1400 SH SHARED 02 1400 D BLACK BOX CORP DEL COM 09182610 268 7574 SH SHARED 17 7574 D BLACKBOARD INC COM 09193550 429 17971 SH SHARED 17971 D BLACKBOARD INC COM 09193550 9 400 SH SHR/OTHR 01 400 D BLACKBOARD INC COM 09193550 566 23700 SH SHARED 05 23700 D BLACKBOARD INC COM 09193550 2961 123800 SH SHARED 17 123800 D BLACKROCK GLOBAL FLG INC TR COM 09194110 119 6727 SH SHARED 6727 D BLACK HILLS CORP COM 09211310 3159 85731 SH SHARED 62131 23600 D BLACK HILLS CORP COM 09211310 431 11700 SH SHARED 01 11700 D BLACK HILLS CORP COM 09211310 439 11919 SH SHARED 02 11919 D 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SH SHARED 48799 D BOMBAY CO INC COM 09792410 93 16400 SH SHARED 17 16400 D BONE CARE INTL INC COM 09807210 662 20076 SH SHARED 20076 D BONE CARE INTL INC COM 09807210 352 10700 SH SHARED 17 7800 2900 D BOOKHAM INC COM 09856E10 116 36836 SH SHARED 36836 D BORDERS GROUP INC COM 09970910 207 8200 SH SHARED 8200 D BORDERS GROUP INC COM 09970910 632 25000 SH SHARED 01 25000 D BORDERS GROUP INC COM 09970910 816 32271 SH SHARED 02 32271 D BORDERS GROUP INC COM 09970910 150872 5961000 SH SHARED 17 5961000 D BORG WARNER INC COM 09972410 445 8300 SH SHARED 8300 D BORG WARNER INC COM 09972410 1229 22900 SH SHARED 01 22900 D BORG WARNER INC COM 09972410 203 3800 SH SHR/OTHR 01 3800 D BORG WARNER INC COM 09972410 1490 27763 SH SHARED 02 27763 D BORG WARNER INC COM 09972410 585 10900 SH SHARED 17 10900 D BORLAND SOFTWARE CORP COM 09984910 703 102519 SH SHARED 102519 D BORLAND SOFTWARE CORP COM 09984910 30 4430 SH SHARED 10 4430 D BORLAND SOFTWARE CORP COM 09984910 212 31029 SH SHARED 17 31029 D 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BOTTOMLINE TECH DEL INC COM 10138810 191 12775 SH SHARED 12775 D BOTTOMLINE TECH DEL INC COM 10138810 145 9721 SH SHARED 02 9721 D BOTTOMLINE TECH DEL INC COM 10138810 53 3600 SH SHARED 17 3600 D BOULDER GROWTH & INCOME FD I COM 10150710 323 49071 SH SHARED 49071 D BOULDER TOTAL RETURN FD INC COM 10154110 257 15122 SH SHARED 15122 D BOWATER INC COM 10218310 4788 147917 SH SHARED 140917 7000 D BOWATER INC COM 10218310 449 13900 SH SHARED 01 13900 D BOWATER INC COM 10218310 607 18761 SH SHARED 02 18761 D BOWATER INC COM 10218310 216 6700 SH SHARED 10 6700 D BOWATER INC COM 10218310 1579 48780 SH SHARED 17 48780 D BOWNE & CO INC COM 10304310 63 4400 SH SHARED 4400 D BOWNE & CO INC COM 10304310 496 34362 SH SHARED 34362 D BOWNE & CO INC COM 10304310 52 3600 SH SHARED 01 3600 D BOWNE & CO INC COM 10304310 13196 912600 SH SHARED 10 912600 D BOWNE & CO INC COM 10304310 788 54500 SH SHARED 17 16700 37800 D BOYD GAMING CORP COM 10330410 10854 212300 SH SHARED 212300 D BOYD GAMING CORP COM 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64000 SH SHARED 02 64000 D BRIGGS & STRATTON CORP COM 10904310 699 20200 SH SHARED 17 20200 D BRIGHAM EXPLORATION CO COM 10917810 226 24837 SH SHARED 24837 D BRIGHAM EXPLORATION CO COM 10917810 325 35600 SH SHARED 05 35600 D BRIGHAM EXPLORATION CO COM 10917810 1800 197200 SH SHARED 17 197200 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 2272 55800 SH SHARED 55800 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 1094 26867 SH SHARED 26767 100 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 48 1200 SH SHARED 01 1200 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 476 11700 SH SHARED 17 11700 D BRIGHTPOINT INC COM NEW 10947340 414 18700 SH SHARED 18700 D BRIGHTPOINT INC COM NEW 10947340 4 200 SH SHARED 01 200 D BRIGHTPOINT INC COM NEW 10947340 869 39200 SH SHARED 02 2500 36700 D BRIGHTPOINT INC COM NEW 10947340 73 3300 SH SHARED 10 3300 D BRIGHTPOINT INC COM NEW 10947340 188 8500 SH SHARED 17 8500 D BRILLIANCE CHINA AUTO HLDG L SPONSORED ADR 10949Q10 87 5000 SH SHARED 5000 D BRINKER INTL INC COM 10964110 6355 158700 SH SHARED 158500 200 D BRINKER INTL INC COM 10964110 1397 34886 SH SHARED 01 34886 D BRINKER INTL INC COM 10964110 12 300 SH SHR/OTHR 01 300 D BRINKER INTL INC COM 10964110 2281 56954 SH SHARED 02 56954 D BRINKER INTL INC COM 10964110 122 3057 SH SHARED 06 3057 D BRINKER INTL INC COM 10964110 74 1854 SH SHARED 14 1854 D BRINKER INTL INC COM 10964110 204 5100 SH SHARED 17 5100 D BRINKS CO COM 10969610 248 6900 SH SHARED 6900 D BRINKS CO COM 10969610 702 19501 SH SHARED 01 19501 D BRINKS CO COM 10969610 30 835 SH SHR/OTHR 01 835 D BRINKS CO COM 10969610 1124 31233 SH SHARED 02 31233 D BRINKS CO COM 10969610 342 9500 SH SHARED 06 9500 D BRINKS CO COM 10969610 25 700 SH SHARED 17 700 D BRISTOL MYERS SQUIBB CO COM 11012210 335397 13426633 SH SHARED 12530793 895840 D BRISTOL MYERS SQUIBB CO COM 11012210 247 9900 SH SHR/OTHR 9900 D BRISTOL MYERS SQUIBB CO COM 11012210 42463 1699917 SH SHARED 01 988320 711597 D BRISTOL MYERS SQUIBB CO COM 11012210 59476 2380969 SH SHR/OTHR 01 2380969 D BRISTOL MYERS SQUIBB CO COM 11012210 32133 1286355 SH SHARED 02 1286355 D BRISTOL MYERS SQUIBB CO COM 11012210 152168 6091622 SH SHARED 04 6077700 13922 D BRISTOL MYERS SQUIBB CO COM 11012210 213 8540 SH SHARED 05 8540 D BRISTOL MYERS SQUIBB CO COM 11012210 10467 419038 SH SHARED 06 419038 D BRISTOL MYERS SQUIBB CO COM 11012210 148952 5962864 SH SHARED 10 4814506 1148358 D BRISTOL MYERS SQUIBB CO COM 11012210 2763 110610 SH SHR/OTHR 10 110610 D BRISTOL MYERS SQUIBB CO COM 11012210 974 39000 SH SHARED 14 39000 D BRISTOL MYERS SQUIBB CO COM 11012210 8655 346500 SH SHARED 15 346500 D BRISTOL MYERS SQUIBB CO COM 11012210 208891 8362330 SH SHARED 17 8246584 115746 D BRISTOL WEST HLDGS INC COM 11037M10 1138 62205 SH SHARED 62205 D BRISTOL WEST HLDGS INC COM 11037M10 711 38900 SH SHARED 10 38900 D BRISTOL WEST HLDGS INC COM 11037M10 109 6000 SH SHARED 17 6000 D BRITISH AWYS PLC ADR 2ND INSTAL 11041930 580 12400 SH SHARED 12400 D BRITISH AWYS PLC ADR 2ND INSTAL 11041930 37 800 SH SHR/OTHR 01 800 D BRITISH AMERN TOB PLC SPONSORED ADR 11044810 2111 54400 SH SHARED 54400 D BRITISH SKY BROADCASTING GRO SPONSORED ADR 11101310 9116 242850 SH SHARED 242850 D BROADBAND HOLDRS TR DEPOSITRY RCPT 11130P10 0 10 SH SHARED 02 10 D BROADCOM CORP CL A 11132010 76447 2151646 SH SHARED 2042146 109500 D BROADCOM CORP CL A 11132010 3006 84624 SH SHARED 01 4025 80599 D BROADCOM CORP CL A 11132010 807 22714 SH SHR/OTHR 01 22714 D BROADCOM CORP CL A 11132010 8418 236946 SH SHARED 02 236946 D BROADCOM CORP CL A 11132010 5986 168500 SH SHARED 03 168500 D BROADCOM CORP CL A 11132010 9330 262620 SH SHARED 04 256120 6500 D BROADCOM CORP CL A 11132010 7287 205100 SH SHARED 05 181300 23800 D BROADCOM CORP CL A 11132010 457 12869 SH SHARED 06 12869 D BROADCOM CORP CL A 11132010 120282 3385381 SH SHARED 10 1316606 1908380 160395 D BROADCOM CORP CL A 11132010 95 2700 SH SHR/OTHR 10 2700 D BROADCOM CORP CL A 11132010 154 4339 SH SHARED 14 4339 D BROADCOM CORP CL A 11132010 24359 685611 SH SHARED 17 685611 D BROADVISION INC COM NEW 11141260 131 108153 SH SHARED 108098 55 D BROADVISION INC COM NEW 11141260 0 55 SH SHARED 01 55 D BROADWING CORP COM 11161E10 583 126376 SH SHARED 126376 D BROADWING CORP COM 11161E10 16 3500 SH SHARED 01 3500 D BROADWING CORP COM 11161E10 6 1300 SH SHARED 10 1300 D BROADWING CORP COM 11161E10 128 27730 SH SHARED 17 27730 D BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/0 111621AB 13896 14476000 PRN SHARED 14476000 D BROCADE COMMUNICATIONS SYS I COM 11162110 1090 281033 SH SHARED 281033 D BROCADE COMMUNICATIONS SYS I COM 11162110 143 37042 SH SHARED 02 37042 D BROCADE COMMUNICATIONS SYS I COM 11162110 403 104100 SH SHARED 17 104100 D BROOKFIELD HOMES CORP COM 11272310 679 14899 SH SHARED 14899 D BROOKFIELD HOMES CORP COM 11272310 7 160 SH SHR/OTHR 01 160 D BROOKFIELD HOMES CORP COM 11272310 104 2300 SH SHARED 02 2300 D BROOKFIELD HOMES CORP COM 11272310 1021 22400 SH SHARED 17 7300 15100 D BROOKFIELD PPTYS CORP COM 11290010 2 100 SH SHARED 100 D BROOKFIELD PPTYS CORP COM 11290010 26 915 SH SHARED 01 915 D BROOKFIELD PPTYS CORP COM 11290010 2422 84108 SH SHARED 02 84108 D BROOKFIELD PPTYS CORP COM 11290010 74 2600 SH SHARED 06 2600 D BROOKFIELD PPTYS CORP COM 11290010 14371 499000 SH SHARED 11 499000 D BROOKLINE BANCORP INC DEL COM 11373M10 984 60535 SH SHARED 60535 D BROOKLINE BANCORP INC DEL COM 11373M10 13 800 SH SHARED 01 800 D BROOKLINE BANCORP INC DEL COM 11373M10 58 3600 SH SHR/OTHR 01 3600 D BROOKLINE BANCORP INC DEL COM 11373M10 27 1700 SH SHARED 02 1700 D BROOKLINE BANCORP INC DEL COM 11373M10 211 13000 SH SHARED 10 13000 D BROOKLINE BANCORP INC DEL COM 11373M10 462 28435 SH SHARED 17 28435 D BROOKS AUTOMATION INC COM 11434010 663 44665 SH SHARED 44665 D BROOKS AUTOMATION INC COM 11434010 75 5100 SH SHARED 01 5100 D BROOKS AUTOMATION INC COM 11434010 49 3300 SH SHARED 02 3300 D BROOKS AUTOMATION INC COM 11434010 257 17327 SH SHARED 17 17327 D BROOKSTONE INC COM 11453710 387 20500 SH SHARED 20500 D BROOKSTONE INC COM 11453710 185 9850 SH SHARED 17 9850 D BROWN & BROWN INC COM 11523610 319 7100 SH SHARED 7100 D BROWN & BROWN INC COM 11523610 1087 24200 SH SHARED 01 24200 D BROWN & BROWN INC COM 11523610 1318 29328 SH SHARED 02 29328 D BROWN & BROWN INC COM 11523610 14605 325000 SH SHARED 17 325000 D BROWN FORMAN CORP CL A 11563710 505 7900 SH SHARED 02 7900 D BROWN FORMAN CORP CL B 11563720 12073 199694 SH SHARED 199694 D BROWN FORMAN CORP CL B 11563720 1537 25438 SH SHARED 01 25438 D BROWN FORMAN CORP CL B 11563720 1739 28779 SH SHARED 02 28779 D BROWN FORMAN CORP CL B 11563720 301 4980 SH SHARED 04 4980 D BROWN FORMAN CORP CL B 11563720 14157 234170 SH SHARED 10 4880 229290 D BROWN FORMAN CORP CL B 11563720 2488 41158 SH SHARED 17 41158 D BROWN SHOE INC NEW COM 11573610 1188 30366 SH SHARED 30366 D BROWN SHOE INC NEW COM 11573610 39 1001 SH SHARED 01 1001 D BROWN SHOE INC NEW COM 11573610 2349 60000 SH SHR/OTHR 01 60000 D BROWN SHOE INC NEW COM 11573610 274 7000 SH SHARED 17 7000 D BRUKER BIOSCIENCES CORP COM 11679410 147 36983 SH SHARED 36983 D BRUKER BIOSCIENCES CORP COM 11679410 38 9700 SH SHARED 17 9700 D BRUNSWICK CORP COM 11704310 151 3500 SH SHARED 3500 D BRUNSWICK CORP COM 11704310 10543 243394 SH SHARED 218194 25200 D BRUNSWICK CORP COM 11704310 1489 34377 SH SHARED 01 34377 D BRUNSWICK CORP COM 11704310 47 1100 SH SHR/OTHR 01 1100 D BRUNSWICK CORP COM 11704310 1532 35384 SH SHARED 02 35384 D BRUNSWICK CORP COM 11704310 34 800 SH SHARED 06 800 D BRUNSWICK CORP COM 11704310 1104 25500 SH SHARED 10 25500 D BRUNSWICK CORP COM 11704310 2115 48836 SH SHARED 17 48836 D BRUSH ENGINEERED MATLS INC COM 11742110 272 19100 SH SHARED 19100 D BRUSH ENGINEERED MATLS INC COM 11742110 124 8700 SH SHARED 17 8700 D BRYN MAWR BK CORP COM 11766510 110 5800 SH SHARED 5800 D BRYN MAWR BK CORP COM 11766510 21 1100 SH SHARED 02 1100 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 156 3400 SH SHR/OTHR 01 3400 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 50 1100 SH SHARED 02 1100 D BUCKEYE TECHNOLOGIES INC COM 11825510 365 45834 SH SHARED 30434 15400 D BUCKEYE TECHNOLOGIES INC COM 11825510 78 9900 SH SHARED 10 9900 D BUCKEYE TECHNOLOGIES INC COM 11825510 620 77800 SH SHARED 17 10400 67400 D BUCKLE INC COM 11844010 428 9669 SH SHARED 7569 2100 D BUCKLE INC COM 11844010 585 13200 SH SHARED 10 13200 D BUCKLE INC COM 11844010 310 7000 SH SHARED 17 2200 4800 D BUCYRUS INTL INC NEW CL A 11875910 756 19925 SH SHARED 19925 D BUCYRUS INTL INC NEW CL A 11875910 53 1400 SH SHARED 02 1400 D BUCYRUS INTL INC NEW CL A 11875910 277 7300 SH SHARED 17 7300 D BUFFALO WILD WINGS INC COM 11984810 234 7502 SH SHARED 7502 D BUFFALO WILD WINGS INC COM 11984810 978 31357 SH SHARED 01 31357 D BUFFALO WILD WINGS INC COM 11984810 677 21700 SH SHARED 05 21700 D BUFFALO WILD WINGS INC COM 11984810 4560 146172 SH SHARED 10 144672 1500 D BUFFALO WILD WINGS INC COM 11984810 9450 302900 SH SHARED 17 302900 D BUILD A BEAR WORKSHOP COM 12007610 250 10701 SH SHARED 10701 D BUILD A BEAR WORKSHOP COM 12007610 98 4200 SH SHARED 02 4200 D BUILD A BEAR WORKSHOP COM 12007610 84 3600 SH SHARED 17 3600 D BUILDING MATLS HLDG CORP COM 12011310 951 13733 SH SHARED 13733 D BUILDING MATLS HLDG CORP COM 12011310 48 700 SH SHARED 02 700 D BUILDING MATLS HLDG CORP COM 12011310 415 6000 SH SHARED 17 6000 D BUNGE LTD FIN CORP NOTE 3.750%11/1 120568AE 774 392000 PRN SHARED 02 392000 D BURLINGTON COAT FACTORY COM 12157910 824 19327 SH SHARED 19327 D BURLINGTON COAT FACTORY COM 12157910 59 1400 SH SHARED 02 1400 D BURLINGTON COAT FACTORY COM 12157910 298 7000 SH SHARED 17 7000 D BURLINGTON NORTHN SANTA FE C COM 12189T10 95961 2038273 SH SHARED 2037873 400 D BURLINGTON NORTHN SANTA FE C COM 12189T10 3955 84026 SH SHARED 01 1995 82031 D BURLINGTON NORTHN SANTA FE C COM 12189T10 10297 218716 SH SHR/OTHR 01 218716 D BURLINGTON NORTHN SANTA FE C COM 12189T10 7042 149587 SH SHARED 02 149587 D BURLINGTON NORTHN SANTA FE C COM 12189T10 9 200 SH SHARED 05 200 D BURLINGTON NORTHN SANTA FE C COM 12189T10 669 14219 SH SHARED 06 14219 D BURLINGTON NORTHN SANTA FE C COM 12189T10 4798 101914 SH SHARED 10 91590 10324 D BURLINGTON NORTHN SANTA FE C COM 12189T10 42 900 SH SHR/OTHR 10 900 D BURLINGTON NORTHN SANTA FE C COM 12189T10 348 7400 SH SHARED 14 7400 D BURLINGTON NORTHN SANTA FE C COM 12189T10 8894 188924 SH SHARED 17 188924 D BURLINGTON RES INC COM 12201410 74000 1339612 SH SHARED 1278012 61600 D BURLINGTON RES INC COM 12201410 4364 79003 SH SHARED 01 950 78053 D BURLINGTON RES INC COM 12201410 2660 48156 SH SHR/OTHR 01 48156 D BURLINGTON RES INC COM 12201410 8770 158765 SH SHARED 02 158765 D BURLINGTON RES INC COM 12201410 6549 118570 SH SHARED 04 118570 D BURLINGTON RES INC COM 12201410 3492 63220 SH SHARED 05 49600 13620 D BURLINGTON RES INC COM 12201410 6001 108647 SH SHARED 06 108647 D BURLINGTON RES INC COM 12201410 52615 952498 SH SHARED 10 81280 496360 374858 D BURLINGTON RES INC COM 12201410 93 1694 SH SHR/OTHR 10 1694 D BURLINGTON RES INC COM 12201410 303 5500 SH SHARED 14 5500 D BURLINGTON RES INC COM 12201410 87409 1582362 SH SHARED 17 1531462 50900 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 2968 112873 SH SHARED 112873 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 684 26042 SH SHARED 04 26042 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 6456 245500 SH SHARED 10 107100 138400 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 1528 58100 SH SHARED 14 58100 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 16253 618000 SH SHARED 17 618000 D C&D TECHNOLOGIES INC COM 12466110 22 2500 SH SHARED 2500 D C&D TECHNOLOGIES INC COM 12466110 682 74265 SH SHARED 74265 D C&D TECHNOLOGIES INC COM 12466110 11 1300 SH SHR/OTHR 01 1300 D C&D TECHNOLOGIES INC COM 12466110 19 2160 SH SHARED 10 2160 D C&D TECHNOLOGIES INC COM 12466110 91 9920 SH SHARED 17 9920 D CAE INC COM 12476510 7123 1326600 SH SHARED 1326600 D CAE INC COM 12476510 557 103807 SH SHARED 02 103807 D CAE INC COM 12476510 9525 1773900 SH SHARED 17 1773900 D CBL & ASSOC PPTYS INC COM 12483010 30 706 SH SHARED 706 D CBL & ASSOC PPTYS INC COM 12483010 17 400 SH SHARED 01 400 D CBL & ASSOC PPTYS INC COM 12483010 220 5124 SH SHARED 02 5124 D CBL & ASSOC PPTYS INC COM 12483010 1481 34400 SH SHARED 11 34400 D CCC INFORMATION SVCS GROUP I COM 12487Q10 193 8068 SH SHARED 8068 D CCC INFORMATION SVCS GROUP I COM 12487Q10 211 8831 SH SHARED 10 8831 D CCC INFORMATION SVCS GROUP I COM 12487Q10 106 4451 SH SHARED 17 4451 D CBRL GROUP INC NOTE 4/0 12489VAB 3911 8133000 PRN SHARED 02 8133000 D CBRL GROUP INC COM 12489V10 341 8800 SH SHARED 8800 D CBRL GROUP INC COM 12489V10 3474 89416 SH SHARED 89416 D CBRL GROUP INC COM 12489V10 726 18700 SH SHARED 01 18700 D CBRL GROUP INC COM 12489V10 922 23742 SH SHARED 02 23742 D CBRL GROUP INC COM 12489V10 256 6602 SH SHARED 06 6602 D CBRL GROUP INC COM 12489V10 6730 173200 SH SHARED 17 173200 D CB RICHARD ELLIS GROUP INC CL A 12497T10 21 500 SH SHARED 500 D CB RICHARD ELLIS GROUP INC CL A 12497T10 245 5600 SH SHARED 02 5600 D CB RICHARD ELLIS GROUP INC CL A 12497T10 578 13200 SH SHARED 17 13200 D C COR INC COM 12501010 331 48463 SH SHARED 48463 D C COR INC COM 12501010 461 67355 SH SHARED 17 67355 D C D I CORP COM 12507110 430 19633 SH SHARED 19633 D C D I CORP COM 12507110 13 600 SH SHARED 01 600 D C D I CORP COM 12507110 186 8500 SH SHARED 10 8500 D C D I CORP COM 12507110 109 5000 SH SHARED 17 5000 D C D W CORP COM 12512N10 17327 304262 SH SHARED 304162 100 D C D W CORP COM 12512N10 1576 27677 SH SHARED 01 27677 D C D W CORP COM 12512N10 56 1000 SH SHR/OTHR 01 1000 D C D W CORP COM 12512N10 2570 45132 SH SHARED 02 45132 D C D W CORP COM 12512N10 34 600 SH SHARED 06 600 D C D W CORP COM 12512N10 11 200 SH SHARED 10 200 D C D W CORP COM 12512N10 182 3200 SH SHARED 17 3200 D CEC ENTMT INC COM 12513710 3033 72064 SH SHARED 35564 36500 D CEC ENTMT INC COM 12513710 340 8100 SH SHARED 02 8100 D CEC ENTMT INC COM 12513710 5696 135350 SH SHARED 10 121650 13700 D CEC ENTMT INC COM 12513710 3346 79500 SH SHARED 17 21950 57550 D CH ENERGY GROUP INC COM 12541M10 774 15932 SH SHARED 15932 D CH ENERGY GROUP INC COM 12541M10 9 200 SH SHARED 01 200 D CH ENERGY GROUP INC COM 12541M10 155 3200 SH SHR/OTHR 01 3200 D CH ENERGY GROUP INC COM 12541M10 48 1000 SH SHARED 02 1000 D CH ENERGY GROUP INC COM 12541M10 335 6900 SH SHARED 17 6900 D C H ROBINSON WORLDWIDE INC COM 12541W10 26507 455450 SH SHARED 455450 D C H ROBINSON WORLDWIDE INC COM 12541W10 2025 34800 SH SHARED 01 34800 D C H ROBINSON WORLDWIDE INC COM 12541W10 39 675 SH SHR/OTHR 01 675 D C H ROBINSON WORLDWIDE INC COM 12541W10 2117 36386 SH SHARED 02 36386 D C H ROBINSON WORLDWIDE INC COM 12541W10 5806 99760 SH SHARED 17 99760 D CIGNA CORP COM 12550910 706 6600 SH SHARED 6600 D CIGNA CORP COM 12550910 68669 641595 SH SHARED 640495 1100 D CIGNA CORP COM 12550910 5492 51318 SH SHARED 01 7198 44120 D CIGNA CORP COM 12550910 321 3000 SH SHR/OTHR 01 3000 D CIGNA CORP COM 12550910 5130 47937 SH SHARED 02 47937 D CIGNA CORP COM 12550910 11773 110000 SH SHARED 04 110000 D CIGNA CORP COM 12550910 10 100 SH SHARED 05 100 D CIGNA CORP COM 12550910 260 2430 SH SHARED 06 2430 D CIGNA CORP COM 12550910 3583 33480 SH SHARED 10 27462 6018 D CIGNA CORP COM 12550910 1768 16524 SH SHARED 14 16524 D CIGNA CORP COM 12550910 1070 10000 SH SHARED 15 10000 D CIGNA CORP COM 12550910 6340 59245 SH SHARED 17 59245 D CIT GROUP INC COM 12558110 25407 591276 SH SHARED 540676 50600 D CIT GROUP INC COM 12558110 1665 38771 SH SHARED 01 38771 D CIT GROUP INC COM 12558110 45 1065 SH SHR/OTHR 01 1065 D CIT GROUP INC COM 12558110 6852 159469 SH SHARED 02 159469 D CIT GROUP INC COM 12558110 6110 142200 SH SHARED 03 142200 D CIT GROUP INC COM 12558110 7931 184590 SH SHARED 04 184590 D CIT GROUP INC COM 12558110 6020 140100 SH SHARED 05 126400 13700 D CIT GROUP INC COM 12558110 6861 159679 SH SHARED 06 159679 D CIT GROUP INC COM 12558110 49508 1152160 SH SHARED 10 23890 1128270 D CIT GROUP INC COM 12558110 290 6762 SH SHARED 14 6762 D CIT GROUP INC COM 12558110 42062 978889 SH SHARED 17 973989 4900 D CKE RESTAURANTS INC NOTE 4.000%10/0 12561EAG 6652 4000000 PRN SHARED 02 4000000 D CKE RESTAURANTS INC COM 12561E10 3973 285418 SH SHARED 169118 116300 D CKE RESTAURANTS INC COM 12561E10 137 9900 SH SHARED 02 9900 D CKE RESTAURANTS INC COM 12561E10 967 69500 SH SHARED 10 69500 D CKE RESTAURANTS INC COM 12561E10 2953 212200 SH SHARED 17 34700 177500 D CLECO CORP NEW COM 12561W10 1491 69135 SH SHARED 69135 D CLECO CORP NEW COM 12561W10 86 4000 SH SHR/OTHR 01 4000 D CLECO CORP NEW COM 12561W10 43 2000 SH SHARED 02 2000 D CLECO CORP NEW COM 12561W10 471 21860 SH SHARED 17 21860 D CKX INC COM 12562M10 1 100 SH SHARED 100 D CKX INC COM 12562M10 20 1600 SH SHARED 02 1600 D CMGI INC COM 12575010 978 517618 SH SHARED 478468 39150 D CMGI INC COM 12575010 1 700 SH SHARED 10 700 D CMGI INC COM 12575010 341 180700 SH SHARED 17 180700 D CMS ENERGY CORP NOTE 2.875%12/0 125896AW 2449 2024000 PRN SHARED 02 2024000 D CMS ENERGY CORP COM 12589610 27 1800 SH SHARED 1800 D CMS ENERGY CORP COM 12589610 7560 502053 SH SHARED 502053 D CMS ENERGY CORP COM 12589610 373 24800 SH SHARED 01 24800 D CMS ENERGY CORP COM 12589610 93 6190 SH SHR/OTHR 01 6190 D CMS ENERGY CORP COM 12589610 1795 119229 SH SHARED 02 119229 D CMS ENERGY CORP COM 12589610 7500 498021 SH SHARED 17 498021 D CSS INDS INC COM 12590610 198 5866 SH SHARED 5866 D CSS INDS INC COM 12590610 62 1850 SH SHARED 17 1850 D CSK AUTO CORP COM 12596510 2946 176659 SH SHARED 176659 D CSK AUTO CORP COM 12596510 295 17700 SH SHARED 02 17700 D CSK AUTO CORP COM 12596510 302 18160 SH SHARED 17 18160 D CNA FINL CORP COM 12611710 6196 218046 SH SHARED 218046 D CNA FINL CORP COM 12611710 76 2700 SH SHARED 01 2700 D CNA FINL CORP COM 12611710 322 11353 SH SHARED 02 11353 D CNA FINL CORP COM 12611710 568 20000 SH SHARED 04 20000 D CNA SURETY CORP COM 12612L10 232 15666 SH SHARED 15666 D CNA SURETY CORP COM 12612L10 51 3500 SH SHARED 17 3500 D CNF INC COM 12612W10 1863 41500 SH SHARED 38400 3100 D CNF INC COM 12612W10 862 19200 SH SHARED 01 19200 D CNF INC COM 12612W10 40 900 SH SHR/OTHR 01 900 D CNF INC COM 12612W10 1102 24564 SH SHARED 02 24564 D CNF INC COM 12612W10 437 9735 SH SHARED 10 9735 D CNF INC COM 12612W10 305 6800 SH SHARED 17 6800 D CNET NETWORKS INC COM 12613R10 2248 191523 SH SHARED 191523 D CNET NETWORKS INC COM 12613R10 1756 149600 SH SHARED 04 149600 D CNET NETWORKS INC COM 12613R10 92 7900 SH SHARED 10 3900 4000 D CNET NETWORKS INC COM 12613R10 2805 238970 SH SHARED 17 117270 121700 D CNOOC LTD SPONSORED ADR 12613210 4125 69544 SH SHARED 69544 D CNOOC LTD SPONSORED ADR 12613210 45 770 SH SHR/OTHR 01 770 D CNS INC COM 12613610 318 13946 SH SHARED 13946 D CNS INC COM 12613610 25 1100 SH SHR/OTHR 01 1100 D CNS INC COM 12613610 155 6800 SH SHARED 17 6800 D CPFL ENERGIA S A SPONSORED ADR 12615310 4396 185500 SH SHARED 185500 D CPFL ENERGIA S A SPONSORED ADR 12615310 6050 255300 SH SHARED 10 255300 D CP HOLDRS DEP RCPTS CP 12616K10 19 200 SH SHR/OTHR 01 200 D CRA INTL INC COM 12618T10 542 10066 SH SHARED 10066 D CRA INTL INC COM 12618T10 253 4700 SH SHARED 17 4700 D CSG SYS INTL INC NOTE 2.500% 6/1 126349AB 9210 10000000 PRN SHARED 10000000 D CSG SYS INTL INC COM 12634910 4094 215726 SH SHARED 215726 D CSG SYS INTL INC COM 12634910 322 17000 SH SHARED 01 17000 D CSG SYS INTL INC COM 12634910 347 18317 SH SHARED 02 18317 D CSG SYS INTL INC COM 12634910 1035 54539 SH SHARED 10 54539 D CSG SYS INTL INC COM 12634910 1543 81300 SH SHARED 17 33200 48100 D CSX CORP DBCV 10/3 126408GA 20396 23552000 PRN SHARED 23552000 D CSX CORP COM 12640810 27472 643985 SH SHARED 642985 1000 D CSX CORP COM 12640810 2288 53637 SH SHARED 01 5016 48621 D CSX CORP COM 12640810 1544 36204 SH SHR/OTHR 01 36204 D CSX CORP COM 12640810 3524 82622 SH SHARED 02 82622 D CSX CORP COM 12640810 8 200 SH SHARED 05 200 D CSX CORP COM 12640810 110 2600 SH SHARED 06 2600 D CSX CORP COM 12640810 2286 53600 SH SHARED 10 51800 1800 D CSX CORP COM 12640810 2495 58500 SH SHARED 14 58500 D CSX CORP COM 12640810 5962 139770 SH SHARED 17 123170 16600 D CT COMMUNICATIONS INC COM NEW 12642640 924 70832 SH SHARED 18832 52000 D CT COMMUNICATIONS INC COM NEW 12642640 443 34000 SH SHARED 10 34000 D CT COMMUNICATIONS INC COM NEW 12642640 665 51000 SH SHARED 17 8200 42800 D CTS CORP COM 12650110 445 36266 SH SHARED 36266 D CTS CORP COM 12650110 169 13790 SH SHARED 17 13790 D CUNO INC COM 12658310 7372 103201 SH SHARED 103201 D CUNO INC COM 12658310 50 700 SH SHARED 02 700 D CUNO INC COM 12658310 500 7000 SH SHARED 17 7000 D CVB FINL CORP COM 12660010 1545 78533 SH SHARED 46633 31900 D CVB FINL CORP COM 12660010 6 342 SH SHARED 01 342 D CVB FINL CORP COM 12660010 5 297 SH SHR/OTHR 01 297 D CVB FINL CORP COM 12660010 212 10775 SH SHARED 10 10775 D CVB FINL CORP COM 12660010 406 20658 SH SHARED 17 20658 D CVS CORP COM 12665010 128965 4436380 SH SHARED 4432280 4100 D CVS CORP COM 12665010 105690 3635710 SH SHARED 01 190100 3445610 D CVS CORP COM 12665010 4750 163400 SH SHR/OTHR 01 163400 D CVS CORP COM 12665010 9325 320807 SH SHARED 02 320807 D CVS CORP COM 12665010 43529 1497400 SH SHARED 04 1497400 D CVS CORP COM 12665010 826 28420 SH SHARED 05 28420 D CVS CORP COM 12665010 32857 1130300 SH SHARED 06 1130300 D CVS CORP COM 12665010 12355 425020 SH SHARED 10 115560 309460 D CVS CORP COM 12665010 302 10400 SH SHR/OTHR 10 10400 D CVS CORP COM 12665010 494 17000 SH SHARED 14 17000 D CVS CORP COM 12665010 2034 70000 SH SHARED 16 70000 D CVS CORP COM 12665010 9731 334746 SH SHARED 17 334746 D CVS CORP COM 12665010 705 24258 SH SHARED 18 24258 D CV THERAPEUTICS INC NOTE 4.750% 3/0 126667AB 495 500000 PRN SHARED 02 500000 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 417 500000 PRN SHARED 02 500000 D CV THERAPEUTICS INC COM 12666710 2377 106051 SH SHARED 106051 D CV THERAPEUTICS INC COM 12666710 51 2300 SH SHARED 01 2300 D CV THERAPEUTICS INC COM 12666710 19 850 SH SHR/OTHR 01 850 D CV THERAPEUTICS INC COM 12666710 369 16493 SH SHARED 02 16493 D CV THERAPEUTICS INC COM 12666710 23857 1064100 SH SHARED 04 1064100 D CV THERAPEUTICS INC COM 12666710 44 2000 SH SHARED 06 2000 D CV THERAPEUTICS INC COM 12666710 156 7000 SH SHARED 10 7000 D CV THERAPEUTICS INC COM 12666710 251 11200 SH SHARED 14 11200 D CV THERAPEUTICS INC COM 12666710 314 14022 SH SHARED 17 14022 D CABCO TR FOR J C PENNEY DEBS CTF TR 7.625% 12679720 79 3090 SH SHARED 02 3090 D CABELAS INC COM 12680430 647 30334 SH SHARED 30334 D CABELAS INC COM 12680430 2 100 SH SHARED 02 100 D CABELAS INC COM 12680430 3861 180800 SH SHARED 17 180800 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 18 2300 SH SHARED 2300 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 1037 130207 SH SHARED 02 130207 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 16344 507604 SH SHARED 476291 31313 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 113 3538 SH SHARED 01 3538 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 367 11400 SH SHR/OTHR 01 11400 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 2775 86193 SH SHARED 02 86193 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 57 1800 SH SHARED 06 1800 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 7019 218000 SH SHARED 10 218000 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 55 1720 SH SHARED 14 1720 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 16 500 SH SHARED 17 500 D CABLE DESIGN TECHNOLOGIES CO SDCV 4.000% 7/1 126924AB 12518 9259000 PRN SHARED 9259000 D CABOT CORP COM 12705510 834 25300 SH SHARED 25300 D CABOT CORP COM 12705510 518 15700 SH SHARED 01 15700 D CABOT CORP COM 12705510 2187 66286 SH SHARED 02 66286 D CABOT MICROELECTRONICS CORP COM 12709P10 881 30424 SH SHARED 30424 D CABOT MICROELECTRONICS CORP COM 12709P10 258 8907 SH SHARED 01 8907 D CABOT MICROELECTRONICS CORP COM 12709P10 422 14583 SH SHARED 02 14583 D CABOT MICROELECTRONICS CORP COM 12709P10 278 9600 SH SHARED 17 9600 D CABOT OIL & GAS CORP COM 12709710 2438 70278 SH SHARED 49228 21050 D CABOT OIL & GAS CORP COM 12709710 322 9300 SH SHARED 02 9300 D CABOT OIL & GAS CORP COM 12709710 1526 44000 SH SHARED 10 44000 D CABOT OIL & GAS CORP COM 12709710 2820 81284 SH SHARED 17 21234 60050 D CACHE INC COM NEW 12715030 201 12095 SH SHARED 12095 D CACHE INC COM NEW 12715030 105 6350 SH SHARED 17 6350 D CACI INTL INC CL A 12719030 914 14481 SH SHARED 14481 D CACI INTL INC CL A 12719030 60 950 SH SHR/OTHR 01 950 D CACI INTL INC CL A 12719030 473 7500 SH SHARED 02 7500 D CACI INTL INC CL A 12719030 10188 161310 SH SHARED 10 154310 7000 D CACI INTL INC CL A 12719030 8210 130000 SH SHARED 17 130000 D CADBURY SCHWEPPES PLC ADR 12720930 73 1923 SH SHR/OTHR 01 1923 D CADBURY SCHWEPPES PLC ADR 12720930 7 200 SH SHARED 02 200 D CADBURY SCHWEPPES PLC ADR 12720930 26 700 SH SHARED 10 700 D CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB 54 55000 PRN SHR/OTHR 01 55000 D CADENCE DESIGN SYSTEM INC COM 12738710 7341 537443 SH SHARED 535943 1500 D CADENCE DESIGN SYSTEM INC COM 12738710 1301 95309 SH SHARED 01 95309 D CADENCE DESIGN SYSTEM INC COM 12738710 4725 345933 SH SHARED 02 345933 D CADENCE DESIGN SYSTEM INC COM 12738710 1980 145000 SH SHARED 04 145000 D CADENCE DESIGN SYSTEM INC COM 12738710 8 600 SH SHARED 05 600 D CADENCE DESIGN SYSTEM INC COM 12738710 381 27900 SH SHARED 06 27900 D CADENCE DESIGN SYSTEM INC COM 12738710 1457 106700 SH SHARED 14 106700 D CADENCE DESIGN SYSTEM INC COM 12738710 277 20300 SH SHARED 17 20300 D CAL DIVE INTL INC COM 12791410 6352 121299 SH SHARED 72299 49000 D CAL DIVE INTL INC COM 12791410 41 800 SH SHR/OTHR 01 800 D CAL DIVE INTL INC COM 12791410 141 2700 SH SHARED 02 2700 D CAL DIVE INTL INC COM 12791410 1262 24100 SH SHARED 10 24100 D CAL DIVE INTL INC COM 12791410 5595 106846 SH SHARED 17 24946 81900 D CAL MAINE FOODS INC COM NEW 12803020 74 12356 SH SHARED 12356 D CAL MAINE FOODS INC COM NEW 12803020 2 464 SH SHARED 02 464 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 1019 62247 SH SHARED 62247 D CALAMOS ASSET MGMT INC CL A 12811R10 1502 55165 SH SHARED 55165 D CALAMOS ASSET MGMT INC CL A 12811R10 1225 45000 SH SHARED 16 45000 D CALAMOS ASSET MGMT INC CL A 12811R10 12821 470700 SH SHARED 17 470700 D CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 884 45500 SH SHARED 45500 D CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 12812510 365 26208 SH SHARED 26208 D CALGON CARBON CORP COM 12960310 298 33730 SH SHARED 33730 D CALGON CARBON CORP COM 12960310 117 13300 SH SHARED 17 13300 D CALIFORNIA COASTAL CMNTYS IN COM NEW 12991520 264 7692 SH SHARED 7692 D CALIFORNIA COASTAL CMNTYS IN COM NEW 12991520 74 2160 SH SHARED 17 2160 D CALIFORNIA MICRO DEVICES COR COM 13043910 164 29005 SH SHARED 29005 D CALIFORNIA MICRO DEVICES COR COM 13043910 10 1775 SH SHARED 01 1775 D CALIFORNIA MICRO DEVICES COR COM 13043910 14 2500 SH SHARED 02 2500 D CALIFORNIA MICRO DEVICES COR COM 13043910 228 40200 SH SHARED 10 40200 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 1613 59166 SH SHARED 47866 11300 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 24 900 SH SHARED 01 900 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 34 1264 SH SHR/OTHR 01 1264 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 54 2000 SH SHARED 02 2000 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 515 18900 SH SHARED 10 18900 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 253 9300 SH SHARED 17 9300 D CALIFORNIA WTR SVC GROUP COM 13078810 675 18000 SH SHARED 17200 800 D CALIFORNIA WTR SVC GROUP COM 13078810 247 6600 SH SHARED 17 6600 D CALIPER LIFE SCIENCES INC COM 13087210 151 27023 SH SHARED 27023 D CALLAWAY GOLF CO COM 13119310 52 3400 SH SHARED 3400 D CALLAWAY GOLF CO COM 13119310 1276 82722 SH SHARED 82722 D CALLAWAY GOLF CO COM 13119310 390 25300 SH SHARED 01 25300 D CALLAWAY GOLF CO COM 13119310 421 27300 SH SHARED 02 27300 D CALLAWAY GOLF CO COM 13119310 425 27600 SH SHARED 17 27600 D CALLON PETE CO DEL COM 13123X10 1041 70466 SH SHARED 12266 58200 D CALLON PETE CO DEL COM 13123X10 51 3500 SH SHARED 02 3500 D CALLON PETE CO DEL COM 13123X10 979 66300 SH SHARED 10 66300 D CALLON PETE CO DEL COM 13123X10 169 11500 SH SHARED 17 11500 D CALLWAVE INC DEL COM 13126N10 15 3100 SH SHARED 3100 D CALLWAVE INC DEL COM 13126N10 3 600 SH SHARED 02 600 D CALPINE CORP NOTE 4.750%11/1 131347BJ 1430 2000000 PRN SHARED 2000000 D CALPINE CORP NOTE 6.000% 9/3 131347BM 187114208600000 PRN SHARED 208600000 D CALPINE CORP NOTE 6.000% 9/3 131347BM 48294 53839500 PRN SHARED 02 53839500 D CALPINE CORP COM 13134710 4822 1418500 SH SHARED 1418500 D CALPINE CORP COM 13134710 6832 2009478 SH SHARED 91326178 D CALPINE CORP COM 13134710 465 136900 SH SHARED 01 136900 D CALPINE CORP COM 13134710 5912 1739077 SH SHARED 02 1739077 D CALPINE CORP COM 13134710 360 106100 SH SHARED 10 85600 20500 D CALPINE CORP COM 13134710 2 800 SH SHR/OTHR 10 800 D CALPINE CORP COM 13134710 2532 744923 SH SHARED 17 744923 D CAMBIOR INC COM 13201L10 0 102 SH SHARED 102 D CAMBIOR INC COM 13201L10 1199 550000 SH SHARED 04 550000 D CAMBIOR INC COM 13201L10 13472 6180000 SH SHARED 10 6180000 D CAMBIOR INC COM 13201L10 872 400000 SH SHARED 16 400000 D CAMBREX CORP COM 13201110 1537 80732 SH SHARED 26032 54700 D CAMBREX CORP COM 13201110 70 3700 SH SHARED 02 3700 D CAMBREX CORP COM 13201110 1872 98300 SH SHARED 10 98300 D CAMBREX CORP COM 13201110 1169 61403 SH SHARED 17 11503 49900 D CAMDEN NATL CORP COM 13303410 245 7500 SH SHARED 7500 D CAMDEN NATL CORP COM 13303410 32 990 SH SHARED 10 990 D CAMDEN NATL CORP COM 13303410 101 3100 SH SHARED 17 3100 D CAMDEN PPTY TR SH BEN INT 13313110 1135 21124 SH SHARED 18624 2500 D CAMDEN PPTY TR SH BEN INT 13313110 258 4818 SH SHARED 02 4818 D CAMDEN PPTY TR SH BEN INT 13313110 1005 18700 SH SHARED 10 18700 D CAMDEN PPTY TR SH BEN INT 13313110 125007 2325720 SH SHARED 11 2325720 D CAMDEN PPTY TR SH BEN INT 13313110 220 4100 SH SHARED 17 4100 D CAMECO CORP COM 13321L10 4688 104774 SH SHARED 96274 8500 D CAMECO CORP COM 13321L10 192 4307 SH SHARED 01 4307 D CAMECO CORP COM 13321L10 58 1300 SH SHR/OTHR 01 1300 D CAMECO CORP COM 13321L10 3210 71740 SH SHARED 02 71740 D CAMECO CORP COM 13321L10 1074 24000 SH SHARED 04 24000 D CAMECO CORP COM 13321L10 8 200 SH SHARED 05 200 D CAMECO CORP COM 13321L10 563 12600 SH SHARED 14 12600 D CAMPBELL SOUP CO COM 13442910 23738 771477 SH SHARED 768377 3100 D CAMPBELL SOUP CO COM 13442910 3843 124924 SH SHARED 01 4000 120924 D CAMPBELL SOUP CO COM 13442910 469 15270 SH SHR/OTHR 01 15270 D CAMPBELL SOUP CO COM 13442910 3366 109406 SH SHARED 02 109406 D CAMPBELL SOUP CO COM 13442910 215 7000 SH SHARED 04 7000 D CAMPBELL SOUP CO COM 13442910 6 200 SH SHARED 05 200 D CAMPBELL SOUP CO COM 13442910 466 15150 SH SHARED 06 15150 D CAMPBELL SOUP CO COM 13442910 61 2000 SH SHARED 10 2000 D CAMPBELL SOUP CO COM 13442910 1104 35900 SH SHARED 14 35900 D CAMPBELL SOUP CO COM 13442910 5529 179704 SH SHARED 17 179704 D CDN IMPERIAL BK OF COMMERCE COM 13606910 18 300 SH SHARED 300 D CDN IMPERIAL BK OF COMMERCE COM 13606910 95 1534 SH SHARED 01 1534 D CDN IMPERIAL BK OF COMMERCE COM 13606910 10003 161425 SH SHARED 02 161425 D CDN IMPERIAL BK OF COMMERCE COM 13606910 716 11570 SH SHARED 06 11570 D CANADIAN NATL RY CO COM 13637510 18744 325137 SH SHARED 73299 251838 D CANADIAN NATL RY CO COM 13637510 126 2188 SH SHARED 01 2188 D CANADIAN NATL RY CO COM 13637510 97 1683 SH SHR/OTHR 01 1683 D CANADIAN NATL RY CO COM 13637510 17261 299426 SH SHARED 02 299426 D CANADIAN NATL RY CO COM 13637510 5819 100950 SH SHARED 03 100950 D CANADIAN NATL RY CO COM 13637510 8509 147600 SH SHARED 04 147600 D CANADIAN NATL RY CO COM 13637510 55582 964130 SH SHARED 05 651411 312719 D CANADIAN NATL RY CO COM 13637510 14573 252800 SH SHARED 06 252800 D CANADIAN NATL RY CO COM 13637510 21362 370550 SH SHARED 10 370550 D CANADIAN NATL RY CO COM 13637510 6269 108750 SH SHARED 108750 D CANADIAN NATL RY CO COM 13637510 1433 24867 SH SHARED 15 24867 D CANADIAN NATL RY CO COM 13637510 6136 106452 SH SHARED 17 106452 D CANADIAN NAT RES LTD COM 13638510 87 2400 SH SHARED 2400 D CANADIAN NAT RES LTD COM 13638510 505 13892 SH SHARED 01 13892 D CANADIAN NAT RES LTD COM 13638510 23038 633268 SH SHARED 02 633268 D CANADIAN NAT RES LTD COM 13638510 683 18800 SH SHARED 05 18800 D CANADIAN NAT RES LTD COM 13638510 261 7200 SH SHARED 06 7200 D CANADIAN NAT RES LTD COM 13638510 14 400 SH SHARED 14 400 D CANADIAN PAC RY LTD COM 13645T10 4686 135800 SH SHARED 135600 200 D CANADIAN PAC RY LTD COM 13645T10 40 1178 SH SHARED 01 1178 D CANADIAN PAC RY LTD COM 13645T10 65 1895 SH SHR/OTHR 01 1895 D CANADIAN PAC RY LTD COM 13645T10 7297 211447 SH SHARED 02 211447 D CANADIAN PAC RY LTD COM 13645T10 5 155 SH SHARED 05 155 D CANADIAN PAC RY LTD COM 13645T10 379 11007 SH SHARED 10 11007 D CANADIAN PAC RY LTD COM 13645T10 890 25800 SH SHARED 14 25800 D CANDELA CORP COM 13690710 235 22509 SH SHARED 22509 D CANDELA CORP COM 13690710 20 2000 SH SHR/OTHR 01 2000 D CANDELA CORP COM 13690710 20 2000 SH SHARED 10 2000 D CANDELA CORP COM 13690710 117 11200 SH SHARED 17 11200 D CANARGO ENERGY CORP COM 13722510 919 919000 SH SHARED 919000 D CANCERVAX CORP COM 13738Y10 36 12685 SH SHARED 12685 D CANCERVAX CORP COM 13738Y10 5 2000 SH SHARED 02 2000 D CANO PETE INC COM 13780110 10 2000 SH SHR/OTHR 01 2000 D CANO PETE INC COM 13780110 5 1000 SH SHARED 02 1000 D CANON INC ADR 13800630 47 900 SH SHARED 900 D CANON INC ADR 13800630 92 1750 SH SHARED 01 1750 D CANON INC ADR 13800630 482 9171 SH SHR/OTHR 01 9171 D CANON INC ADR 13800630 2836 53887 SH SHARED 10 400 53487 D CANTEL MEDICAL CORP COM 13809810 181 11103 SH SHARED 11103 D CANTEL MEDICAL CORP COM 13809810 37 2300 SH SHARED 02 2300 D CAPITAL CITY BK GROUP INC COM 13967410 362 8966 SH SHARED 8966 D CAPITAL CITY BK GROUP INC COM 13967410 92 2300 SH SHR/OTHR 01 2300 D CAPITAL CITY BK GROUP INC COM 13967410 140 3475 SH SHARED 17 3475 D CAPITAL & INCM STRTGS FD INC COM 13971Y10 145 8298 SH SHARED 8298 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 2248 58934 SH SHARED 39934 19000 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 1324 34700 SH SHARED 10 34700 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 35206 922600 SH SHARED 11 922600 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 2136 56000 SH SHARED 17 17400 38600 D CAPITAL CORP OF THE WEST COM NEW 14006520 249 9000 SH SHARED 9000 D CAPITAL CORP OF THE WEST COM NEW 14006520 119 4320 SH SHARED 17 4320 D CAPITAL CROSSING BK COM 14007110 195 5738 SH SHARED 5738 D CAPITAL LEASE FDG INC COM 14028810 257 23769 SH SHARED 23769 D CAPITAL LEASE FDG INC COM 14028810 4841 446200 SH SHARED 17 446200 D CAPITAL ONE FINL CORP COM 14040H10 62554 781830 SH SHARED 781330 500 D CAPITAL ONE FINL CORP COM 14040H10 4632 57900 SH SHARED 01 57900 D CAPITAL ONE FINL CORP COM 14040H10 8864 110788 SH SHARED 02 110788 D CAPITAL ONE FINL CORP COM 14040H10 277 3465 SH SHARED 06 3465 D CAPITAL ONE FINL CORP COM 14040H10 2312 28900 SH SHARED 10 28900 D CAPITAL ONE FINL CORP COM 14040H10 912 11400 SH SHARED 14 11400 D CAPITAL ONE FINL CORP COM 14040H10 19914 248895 SH SHARED 17 248895 D CAPITAL SOUTHWEST CORP COM 14050110 230 2567 SH SHARED 2567 D CAPITAL SOUTHWEST CORP COM 14050110 62 700 SH SHARED 17 700 D CAPITAL TRUST INC MD CL A NEW 14052H50 389 11667 SH SHARED 11667 D CAPITAL TRUST INC MD CL A NEW 14052H50 110 3300 SH SHARED 17 3300 D CAPITALSOURCE INC DBCV 3.500% 7/1 14055XAD 24 27000 PRN SHR/OTHR 01 27000 D CAPITALSOURCE INC DBCV 3.500% 7/1 14055XAD 1296 1433000 PRN SHARED 02 1433000 D CAPITALSOURCE INC COM 14055X10 25 1300 SH SHARED 1300 D CAPITALSOURCE INC COM 14055X10 113 5800 SH SHR/OTHR 01 5800 D CAPITALSOURCE INC COM 14055X10 125 6400 SH SHARED 02 6400 D CAPITALSOURCE INC COM 14055X10 655 33400 SH SHARED 17 33400 D CAPITOL BANCORP LTD COM 14056D10 425 12673 SH SHARED 12173 500 D CAPITOL BANCORP LTD COM 14056D10 131 3900 SH SHARED 17 3900 D CAPITOL FED FINL COM 14057C10 3 100 SH SHARED 100 D CAPITOL FED FINL COM 14057C10 3 100 SH SHARED 01 100 D CAPITOL FED FINL COM 14057C10 76 2212 SH SHARED 02 2212 D CAPSTONE TURBINE CORP COM 14067D10 17 13770 SH SHARED 13770 D CAPSTONE TURBINE CORP COM 14067D10 13 10500 SH SHARED 02 10500 D CAPSTEAD MTG CORP PFD B CV $1.26 14067E30 34 2600 SH SHR/OTHR 01 2600 D CAPSTEAD MTG CORP COM NO PAR 14067E50 208 25178 SH SHARED 25178 D CAPSTEAD MTG CORP COM NO PAR 14067E50 4 500 SH SHARED 02 500 D CAPTARIS INC COM 14071N10 99 24111 SH SHARED 24111 D CAPTARIS INC COM 14071N10 17 4236 SH SHARED 02 4236 D CARACO PHARMACEUTICAL LABS L COM 14075T10 217 25367 SH SHARED 25367 D CARBO CERAMICS INC COM 14078110 1008 12767 SH SHARED 12767 D CARBO CERAMICS INC COM 14078110 65 829 SH SHR/OTHR 01 829 D CARBO CERAMICS INC COM 14078110 47 600 SH SHARED 02 600 D CARBO CERAMICS INC COM 14078110 457 5800 SH SHARED 17 5800 D CARAUSTAR INDS INC COM 14090910 757 72142 SH SHARED 72142 D CARAUSTAR INDS INC COM 14090910 46 4400 SH SHARED 02 4400 D CARAUSTAR INDS INC COM 14090910 145 13861 SH SHARED 17 13861 D CARDERO RES CORP COM 14140U10 3218 1237700 SH SHARED 10 1237700 D CARDIAC SCIENCE INC COM NEW 14141020 8 8559 SH SHARED 02 8559 D CARDINAL FINL CORP COM 14149F10 342 36500 SH SHARED 36500 D CARDINAL FINL CORP COM 14149F10 0 1 SH SHARED 02 1 D CARDINAL FINL CORP COM 14149F10 119 12700 SH SHARED 17 12700 D CARDINAL HEALTH INC COM 14149Y10 75254 1306963 SH SHARED 1302163 4800 D CARDINAL HEALTH INC COM 14149Y10 6051 105096 SH SHARED 01 3973 101123 D CARDINAL HEALTH INC COM 14149Y10 595 10343 SH SHR/OTHR 01 10343 D CARDINAL HEALTH INC COM 14149Y10 11558 200736 SH SHARED 02 200736 D CARDINAL HEALTH INC COM 14149Y10 7773 135000 SH SHARED 04 135000 D CARDINAL HEALTH INC COM 14149Y10 17 300 SH SHARED 05 300 D CARDINAL HEALTH INC COM 14149Y10 869 15098 SH SHARED 06 15098 D CARDINAL HEALTH INC COM 14149Y10 11690 203028 SH SHARED 10 152529 8200 42299 D CARDINAL HEALTH INC COM 14149Y10 175 3055 SH SHR/OTHR 10 3055 D CARDINAL HEALTH INC COM 14149Y10 670 11642 SH SHARED 14 11642 D CARDINAL HEALTH INC COM 14149Y10 73262 1272368 SH SHARED 17 1272368 D CARDIODYNAMICS INTL CORP COM 14159710 81 50900 SH SHARED 50900 D CARDIODYNAMICS INTL CORP COM 14159710 7 4500 SH SHARED 02 4500 D CAREER EDUCATION CORP COM 14166510 13722 374831 SH SHARED 374631 200 D CAREER EDUCATION CORP COM 14166510 1508 41218 SH SHARED 01 41218 D CAREER EDUCATION CORP COM 14166510 72 1990 SH SHR/OTHR 01 1990 D CAREER EDUCATION CORP COM 14166510 2200 60111 SH SHARED 02 60111 D CAREER EDUCATION CORP COM 14166510 40 1100 SH SHARED 06 1100 D CAREER EDUCATION CORP COM 14166510 251 6866 SH SHARED 14 6866 D CAREER EDUCATION CORP COM 14166510 662 18100 SH SHARED 17 18100 D CAREMARK RX INC COM 14170510 135903 3052642 SH SHARED 2766278 286364 D CAREMARK RX INC COM 14170510 19729 443167 SH SHARED 01 216075 227092 D CAREMARK RX INC COM 14170510 4223 94862 SH SHR/OTHR 01 94862 D CAREMARK RX INC COM 14170510 8137 182785 SH SHARED 02 182785 D CAREMARK RX INC COM 14170510 15608 350600 SH SHARED 03 350600 D CAREMARK RX INC COM 14170510 37307 837996 SH SHARED 04 833090 4906 D CAREMARK RX INC COM 14170510 51848 1164604 SH SHARED 05 829945 334659 D CAREMARK RX INC COM 14170510 40393 907300 SH SHARED 06 907300 D CAREMARK RX INC COM 14170510 144508 3245930 SH SHARED 10 552840 2636250 56840 D CAREMARK RX INC COM 14170510 139 3140 SH SHR/OTHR 10 3140 D CAREMARK RX INC COM 14170510 554 12455 SH SHARED 14 12455 D CAREMARK RX INC COM 14170510 1580 35502 SH SHARED 15 35502 D CAREMARK RX INC COM 14170510 16808 377557 SH SHARED 17 377557 D CARLISLE COS INC COM 14233910 679 9900 SH SHARED 9900 D CARLISLE COS INC COM 14233910 734 10700 SH SHARED 01 10700 D CARLISLE COS INC COM 14233910 41 600 SH SHR/OTHR 01 600 D CARLISLE COS INC COM 14233910 908 13234 SH SHARED 02 13234 D CARLISLE COS INC COM 14233910 247 3600 SH SHARED 17 3600 D CARMAX INC COM 14313010 2632 98786 SH SHARED 98586 200 D CARMAX INC COM 14313010 1164 43703 SH SHARED 01 43703 D CARMAX INC COM 14313010 1218 45720 SH SHARED 02 45320 400 D CARMAX INC COM 14313010 15 581 SH SHARED 06 581 D CARMAX INC COM 14313010 556 20871 SH SHARED 10 20871 D CARMAX INC COM 14313010 5210 195500 SH SHARED 17 195500 D CARMIKE CINEMAS INC COM 14343640 367 11981 SH SHARED 11981 D CARMIKE CINEMAS INC COM 14343640 144 4700 SH SHARED 17 4700 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 15747 11145000 PRN SHARED 11145000 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 66 47000 PRN SHR/OTHR 01 47000 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 8478 6000000 PRN SHARED 02 6000000 D CARNIVAL CORP NOTE 10/2 143658AS 14624 16160000 PRN SHARED 16160000 D CARNIVAL CORP NOTE 10/2 143658AS 144 160000 PRN SHARED 02 160000 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV 15736 19500000 PRN SHARED 19500000 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV 2582 3200000 PRN SHARED 02 3200000 D CARNIVAL CORP PAIRED CTF 14365830 217815 3992959 SH SHARED 3972009 20950 D CARNIVAL CORP PAIRED CTF 14365830 5661 103784 SH SHARED 01 103784 D CARNIVAL CORP PAIRED CTF 14365830 716 13140 SH SHR/OTHR 01 13140 D CARNIVAL CORP PAIRED CTF 14365830 7873 144335 SH SHARED 02 144335 D CARNIVAL CORP PAIRED CTF 14365830 25158 461200 SH SHARED 04 461200 D CARNIVAL CORP PAIRED CTF 14365830 16 300 SH SHARED 05 300 D CARNIVAL CORP PAIRED CTF 14365830 4934 90450 SH SHARED 06 90450 D CARNIVAL CORP PAIRED CTF 14365830 8388 153770 SH SHARED 10 151900 1870 D CARNIVAL CORP PAIRED CTF 14365830 217 3979 SH SHARED 14 3979 D CARNIVAL CORP PAIRED CTF 14365830 11905 218243 SH SHARED 17 218243 D CARPENTER TECHNOLOGY CORP COM 14428510 2924 56467 SH SHARED 25367 31100 D CARPENTER TECHNOLOGY CORP COM 14428510 67 1300 SH SHR/OTHR 01 1300 D CARPENTER TECHNOLOGY CORP COM 14428510 150 2900 SH SHARED 02 2900 D CARPENTER TECHNOLOGY CORP COM 14428510 4579 88400 SH SHARED 10 88400 D CARPENTER TECHNOLOGY CORP COM 14428510 2040 39390 SH SHARED 17 18690 20700 D CARRAMERICA RLTY CORP COM 14441810 5969 165000 SH SHARED 165000 D CARRAMERICA RLTY CORP COM 14441810 3 100 SH SHARED 01 100 D CARRAMERICA RLTY CORP COM 14441810 485 13430 SH SHARED 02 13430 D CARRAMERICA RLTY CORP COM 14441810 195 5400 SH SHARED 10 5400 D CARRAMERICA RLTY CORP COM 14441810 122346 3381600 SH SHARED 11 3381600 D CARREKER CORP COM 14443310 84 15400 SH SHARED 15400 D CARREKER CORP COM 14443310 162 29673 SH SHARED 01 29673 D CARREKER CORP COM 14443310 14 2600 SH SHARED 02 2600 D CARRIER ACCESS CORP COM 14446010 73 15200 SH SHARED 15200 D CARRIER ACCESS CORP COM 14446010 9 2000 SH SHARED 02 2000 D CARRIZO OIL & CO INC COM 14457710 315 18495 SH SHARED 18495 D CARRIZO OIL & CO INC COM 14457710 513 30100 SH SHARED 05 30100 D CARRIZO OIL & CO INC COM 14457710 10027 587800 SH SHARED 17 587800 D CARTER INC COM 14622910 1056 18104 SH SHARED 18104 D CARTER INC COM 14622910 41 705 SH SHR/OTHR 01 705 D CARTER INC COM 14622910 9714 166400 SH SHARED 10 166400 D CARTER INC COM 14622910 648 11100 SH SHARED 17 11100 D CASCADE BANCORP COM 14715410 408 19400 SH SHARED 17000 2400 D CASCADE BANCORP COM 14715410 147 7000 SH SHARED 17 7000 D CASCADE CORP COM 14719510 516 11937 SH SHARED 11937 D CASCADE CORP COM 14719510 95 2200 SH SHARED 10 2200 D CASCADE CORP COM 14719510 246 5700 SH SHARED 17 5700 D CASCADE NAT GAS CORP COM 14733910 230 11233 SH SHARED 11233 D CASCADE NAT GAS CORP COM 14733910 51 2500 SH SHARED 02 2500 D CASCADE NAT GAS CORP COM 14733910 98 4800 SH SHARED 17 4800 D CASELLA WASTE SYS INC CL A 14744810 284 23693 SH SHARED 23693 D CASELLA WASTE SYS INC CL A 14744810 111 9300 SH SHARED 17 9300 D CASEYS GEN STORES INC COM 14752810 981 49497 SH SHARED 49497 D CASEYS GEN STORES INC COM 14752810 43 2200 SH SHR/OTHR 01 2200 D CASEYS GEN STORES INC COM 14752810 513 25886 SH SHARED 17 25886 D CASH AMER INTL INC COM 14754D10 1484 73800 SH SHARED 28700 45100 D CASH AMER INTL INC COM 14754D10 8 400 SH SHARED 02 400 D CASH AMER INTL INC COM 14754D10 4410 219200 SH SHARED 10 2600 216600 D CASH AMER INTL INC COM 14754D10 1494 74300 SH SHARED 17 11900 62400 D CASTLE A M & CO COM 14841110 160 10367 SH SHARED 10367 D CASUAL MALE RETAIL GRP INC COM 14871110 195 26692 SH SHARED 26692 D CASUAL MALE RETAIL GRP INC COM 14871110 107 14700 SH SHARED 17 14700 D CATALINA MARKETING CORP COM 14886710 1464 57629 SH SHARED 57629 D CATALINA MARKETING CORP COM 14886710 434 17100 SH SHARED 01 17100 D CATALINA MARKETING CORP COM 14886710 393 15500 SH SHARED 02 15500 D CATALINA MARKETING CORP COM 14886710 686 27000 SH SHARED 17 27000 D CATAPULT COMMUNICATIONS CORP COM 14901610 220 12941 SH SHARED 12941 D CATAPULT COMMUNICATIONS CORP COM 14901610 59 3500 SH SHARED 02 3500 D CATAPULT COMMUNICATIONS CORP COM 14901610 549 32200 SH SHARED 05 32200 D CATAPULT COMMUNICATIONS CORP COM 14901610 2907 170400 SH SHARED 17 170400 D CATELLUS DEV CORP NEW COM 14911310 17370 529590 SH SHARED 529590 D CATELLUS DEV CORP NEW COM 14911310 336 10248 SH SHARED 02 10248 D CATELLUS DEV CORP NEW COM 14911310 19148 583791 SH SHARED 11 583791 D CATERPILLAR INC DEL COM 14912310 154754 1623699 SH SHARED 1368854 254845 D CATERPILLAR INC DEL COM 14912310 8222 86271 SH SHARED 01 4625 81646 D CATERPILLAR INC DEL COM 14912310 1360 14271 SH SHR/OTHR 01 14271 D CATERPILLAR INC DEL COM 14912310 19412 203679 SH SHARED 02 203679 D CATERPILLAR INC DEL COM 14912310 16402 172100 SH SHARED 03 172100 D CATERPILLAR INC DEL COM 14912310 787 8263 SH SHARED 04 3200 5063 D CATERPILLAR INC DEL COM 14912310 16745 175700 SH SHARED 05 112390 63310 D CATERPILLAR INC DEL COM 14912310 2347 24625 SH SHARED 06 24625 D CATERPILLAR INC DEL COM 14912310 109904 1153127 SH SHARED 10 479081 299800 374246 D CATERPILLAR INC DEL COM 14912310 3767 39530 SH SHR/OTHR 10 39530 D CATERPILLAR INC DEL COM 14912310 163 1720 SH SHARED 14 1720 D CATERPILLAR INC DEL COM 14912310 339 3560 SH SHARED 15 3560 D CATERPILLAR INC DEL COM 14912310 20026 210122 SH SHARED 17 210122 D CATHAY GENERAL BANCORP COM 14915010 1685 50202 SH SHARED 44802 5400 D CATHAY GENERAL BANCORP COM 14915010 6 200 SH SHARED 01 200 D CATHAY GENERAL BANCORP COM 14915010 97 2900 SH SHARED 10 2900 D CATHAY GENERAL BANCORP COM 14915010 689 20536 SH SHARED 17 19536 1000 D CATO CORP NEW CL A 14920510 2192 106150 SH SHARED 30850 75300 D CATO CORP NEW CL A 14920510 14 700 SH SHARED 02 700 D CATO CORP NEW CL A 14920510 1680 81390 SH SHARED 10 4140 77250 D CATO CORP NEW CL A 14920510 1688 81750 SH SHARED 17 12450 69300 D CAVCO INDS INC DEL COM 14956810 6 238 SH SHARED 01 238 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 215 6700 SH SHARED 6700 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 326 10134 SH SHARED 10 10134 D CEDAR SHOPPING CTRS INC COM NEW 15060220 307 20826 SH SHARED 20826 D CEDAR SHOPPING CTRS INC COM NEW 15060220 128 8700 SH SHARED 17 8700 D CELADON GROUP INC COM 15083810 45 2700 SH SHARED 02 2700 D CELADON GROUP INC COM 15083810 359 21300 SH SHARED 05 21300 D CELADON GROUP INC COM 15083810 1798 106400 SH SHARED 17 106400 D CELANESE CORP DEL COM SER A 15087010 4 300 SH SHARED 300 D CELANESE CORP DEL COM SER A 15087010 77 4900 SH SHARED 02 4900 D CELANESE CORP DEL COM SER A 15087010 433 27300 SH SHARED 17 27300 D CELANESE CORP DEL PFD 4.25% CONV 15087020 1947 79500 SH SHARED 17 79500 D CELL GENESYS INC NOTE 3.125%11/0 150921AB 1733 2220000 PRN SHARED 02 2220000 D CELL GENESYS INC COM 15092110 250 46799 SH SHARED 46799 D CELL GENESYS INC COM 15092110 1 300 SH SHARED 02 300 D CELL GENESYS INC COM 15092110 120 22500 SH SHARED 17 22500 D CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AC 2315 3508000 PRN SHARED 3508000 D CELL THERAPEUTICS INC COM 15093410 175 64661 SH SHARED 64661 D CELL THERAPEUTICS INC COM 15093410 54 20000 SH SHARED 02 20000 D CELL THERAPEUTICS INC COM 15093410 83 30650 SH SHARED 17 30650 D CELESTICA INC NOTE 8/0 15101QAA 12245 21750000 PRN SHARED 21750000 D CELESTICA INC SUB VTG SHS 15101Q10 6878 514494 SH SHARED 514094 400 D CELESTICA INC SUB VTG SHS 15101Q10 102 7701 SH SHARED 01 7701 D CELESTICA INC SUB VTG SHS 15101Q10 1488 111294 SH SHARED 02 111294 D CELESTICA INC SUB VTG SHS 15101Q10 14 1100 SH SHARED 06 1100 D CELESTICA INC SUB VTG SHS 15101Q10 16514 1235200 SH SHARED 10 1229200 6000 D CELGENE CORP NOTE 1.750% 6/0 151020AC 6388 3634000 PRN SHARED 3634000 D CELGENE CORP NOTE 1.750% 6/0 151020AC 1156 658000 PRN SHARED 02 658000 D CELGENE CORP COM 15102010 4962 121940 SH SHARED 111940 10000 D CELGENE CORP COM 15102010 8206 201644 SH SHARED 01 109434 92210 D CELGENE CORP COM 15102010 2491 61207 SH SHR/OTHR 01 61207 D CELGENE CORP COM 15102010 2512 61722 SH SHARED 02 61722 D CELGENE CORP COM 15102010 26971 662700 SH SHARED 04 662700 D CELGENE CORP COM 15102010 3911 96100 SH SHARED 05 96100 D CELGENE CORP COM 15102010 225 5549 SH SHARED 06 5549 D CELGENE CORP COM 15102010 33863 832035 SH SHARED 10 523400 166600 142035 D CELGENE CORP COM 15102010 40 1000 SH SHR/OTHR 10 1000 D CELGENE CORP COM 15102010 436 10731 SH SHARED 14 10731 D CELGENE CORP COM 15102010 27766 682220 SH SHARED 17 682220 D CEMEX S A SPON ADR 5 ORD 15129088 34007 801697 SH SHARED 791597 10100 D CEMEX S A SPON ADR 5 ORD 15129088 7885 185884 SH SHARED 01 185884 D CEMEX S A SPON ADR 5 ORD 15129088 69 1636 SH SHR/OTHR 01 1636 D CEMEX S A SPON ADR 5 ORD 15129088 5866 138286 SH SHARED 04 138286 D CEMEX S A SPON ADR 5 ORD 15129088 3050 71904 SH SHARED 05 71904 D CEMEX S A SPON ADR 5 ORD 15129088 1781 42000 SH SHARED 06 42000 D CEMEX S A SPON ADR 5 ORD 15129088 54337 1280952 SH SHARED 10 1280952 D CEMEX S A SPON ADR 5 ORD 15129088 228 5391 SH SHARED 15 5391 D CEMEX S A SPON ADR 5 ORD 15129088 1484 35000 SH SHARED 17 35000 D CENDANT CORP COM 15131310 126181 5640644 SH SHARED 5587544 53100 D CENDANT CORP COM 15131310 4342 194136 SH SHARED 01 194136 D CENDANT CORP COM 15131310 637 28494 SH SHR/OTHR 01 28494 D CENDANT CORP COM 15131310 8911 398357 SH SHARED 02 398357 D CENDANT CORP COM 15131310 17 800 SH SHARED 05 800 D CENDANT CORP COM 15131310 3874 173188 SH SHARED 06 173188 D CENDANT CORP COM 15131310 19132 855272 SH SHARED 10 152552 702720 D CENDANT CORP COM 15131310 643 28758 SH SHARED 14 28758 D CENDANT CORP COM 15131310 14360 641951 SH SHARED 17 586451 55500 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 829 59765 SH SHARED 21765 38000 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 645 46478 SH SHARED 10 46478 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 155 11200 SH SHARED 17 11200 D CENTENE CORP DEL COM 15135B10 6527 194400 SH SHARED 131700 62700 D CENTENE CORP DEL COM 15135B10 4018 119656 SH SHARED 01 113356 6300 D CENTENE CORP DEL COM 15135B10 71 2130 SH SHR/OTHR 01 2130 D CENTENE CORP DEL COM 15135B10 67 2000 SH SHARED 02 2000 D CENTENE CORP DEL COM 15135B10 5372 160000 SH SHARED 04 160000 D CENTENE CORP DEL COM 15135B10 16894 503120 SH SHARED 10 452320 4400 46400 D CENTENE CORP DEL COM 15135B10 40 1200 SH SHARED 14 1200 D CENTENE CORP DEL COM 15135B10 31739 945200 SH SHARED 17 601800 343400 D CENTER BANCORP INC COM 15140810 48 4272 SH SHARED 10 4272 D CENTER FINL CORP CALIF COM 15146E10 1297 52237 SH SHARED 10837 41400 D CENTER FINL CORP CALIF COM 15146E10 1050 42300 SH SHARED 10 42300 D CENTER FINL CORP CALIF COM 15146E10 7208 290300 SH SHARED 17 253600 36700 D CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAC 26715 22300000 PRN SHARED 22300000 D CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAC 28814 24052000 PRN SHARED 02 24052000 D CENTERPOINT ENERGY INC NOTE 2.875% 1/1 15189TAL 136 125000 PRN SHARED 02 125000 D CENTERPOINT ENERGY INC COM 15189T10 17015 1288058 SH SHARED 1284358 3700 D CENTERPOINT ENERGY INC COM 15189T10 791 59944 SH SHARED 01 59944 D CENTERPOINT ENERGY INC COM 15189T10 39 3000 SH SHR/OTHR 01 3000 D CENTERPOINT ENERGY INC COM 15189T10 1605 121516 SH SHARED 02 121516 D CENTERPOINT ENERGY INC COM 15189T10 3 300 SH SHARED 05 300 D CENTERPOINT ENERGY INC COM 15189T10 31 2400 SH SHARED 06 2400 D CENTERPOINT ENERGY INC COM 15189T10 91 6900 SH SHARED 10 5700 1200 D CENTERPOINT ENERGY INC COM 15189T10 35 2700 SH SHARED 14 2700 D CENTERPOINT ENERGY INC COM 15189T10 1760 133289 SH SHARED 17 133289 D CENTERPOINT PPTYS TR COM 15189510 24 587 SH SHARED 587 D CENTERPOINT PPTYS TR COM 15189510 25 600 SH SHARED 01 600 D CENTERPOINT PPTYS TR COM 15189510 152 3600 SH SHR/OTHR 01 3600 D CENTERPOINT PPTYS TR COM 15189510 280 6624 SH SHARED 02 6624 D CENTERPOINT PPTYS TR COM 15189510 219 5200 SH SHARED 10 5200 D CENTERPOINT PPTYS TR COM 15189510 5566 131600 SH SHARED 17 131600 D CENTERPLATE INC UNIT 99/99/9999 15200E20 3322 260600 SH SHARED 260600 D CENTERPLATE INC UNIT 99/99/9999 15200E20 701 55000 SH SHARED 17 55000 D CENTEX CORP COM 15231210 975 13800 SH SHARED 13800 D CENTEX CORP COM 15231210 38565 545712 SH SHARED 545512 200 D CENTEX CORP COM 15231210 2148 30395 SH SHARED 01 30395 D CENTEX CORP COM 15231210 3290 46559 SH SHARED 02 46559 D CENTEX CORP COM 15231210 7 100 SH SHARED 05 100 D CENTEX CORP COM 15231210 301 4263 SH SHARED 06 4263 D CENTEX CORP COM 15231210 1964 27800 SH SHARED 10 27800 D CENTEX CORP COM 15231210 319 4516 SH SHARED 14 4516 D CENTEX CORP COM 15231210 3935 55694 SH SHARED 17 55694 D CENTRAL COAST BANCORP COM 15314510 209 11567 SH SHARED 11567 D CENTRAL COAST BANCORP COM 15314510 79 4400 SH SHARED 17 4400 D CENTRAL EUROPEAN DIST CORP COM 15343510 492 13203 SH SHARED 13203 D CENTRAL EUROPEAN DIST CORP COM 15343510 6072 162661 SH SHARED 17 162661 D CENTRAL FGHT LINES INC NEV COM 15349110 17 6500 SH SHARED 6500 D CENTRAL FGHT LINES INC NEV COM 15349110 2 1000 SH SHARED 02 1000 D CENTRAL FD CDA LTD CL A 15350110 53 10000 SH SHR/OTHR 01 10000 D CENTRAL GARDEN & PET CO COM 15352710 974 19839 SH SHARED 19839 D CENTRAL GARDEN & PET CO COM 15352710 383 7800 SH SHARED 17 7800 D CENTRAL PAC FINL CORP COM 15476010 1349 37899 SH SHARED 30299 7600 D CENTRAL PAC FINL CORP COM 15476010 46 1300 SH SHARED 02 1300 D CENTRAL PAC FINL CORP COM 15476010 1598 44912 SH SHARED 17 13212 31700 D CENTRAL PKG CORP COM 15478510 275 20003 SH SHARED 20003 D CENTRAL PKG CORP COM 15478510 88 6450 SH SHARED 17 6450 D CENTRAL SECS CORP COM 15512310 365 15124 SH SHARED 15124 D CENTRAL VT PUB SVC CORP COM 15577110 222 12033 SH SHARED 12033 D CENTRAL VT PUB SVC CORP COM 15577110 59 3200 SH SHARED 17 3200 D CENTURY ALUM CO NOTE 1.750% 8/0 156431AE 7624 8500000 PRN SHARED 8500000 D CENTURY ALUM CO COM 15643110 1617 79277 SH SHARED 30477 48800 D CENTURY ALUM CO COM 15643110 31 1540 SH SHR/OTHR 01 1540 D CENTURY ALUM CO COM 15643110 573 28132 SH SHARED 02 28132 D CENTURY ALUM CO COM 15643110 2456 120400 SH SHARED 10 120400 D CENTURY ALUM CO COM 15643110 4002 196200 SH SHARED 17 196200 D CENTURY BANCORP INC CL A NON VTG 15643210 88 2900 SH SHARED 2900 D CENTURY BANCORP INC CL A NON VTG 15643210 15 500 SH SHARED 02 500 D CENTURY BUSINESS SVCS INC COM 15649010 458 113142 SH SHARED 113142 D CENTURY BUSINESS SVCS INC COM 15649010 102 25328 SH SHARED 17 25328 D CEPHEID COM 15670R10 309 42099 SH SHARED 42099 D CEPHEID COM 15670R10 125 17100 SH SHARED 17 17100 D CENVEO INC COM 15670S10 365 48295 SH SHARED 48295 D CENVEO INC COM 15670S10 129 17180 SH SHARED 17 17180 D CENTURYTEL INC COM 15670010 44575 1287200 SH SHARED 1287200 D CENTURYTEL INC COM 15670010 1367 39500 SH SHARED 01 39500 D CENTURYTEL INC COM 15670010 103 3000 SH SHR/OTHR 01 3000 D CENTURYTEL INC COM 15670010 1690 48810 SH SHARED 02 48810 D CENTURYTEL INC COM 15670010 4785 138180 SH SHARED 10 119140 19040 D CENTURYTEL INC COM 15670010 529 15300 SH SHR/OTHR 10 15300 D CENTURYTEL INC COM 15670010 1921 55474 SH SHARED 17 55474 D CEPHALON INC NOTE 2.500%12/1 156708AE 39621 40763000 PRN SHARED 40763000 D CEPHALON INC NOTE 2.500%12/1 156708AE 19464 20025000 PRN SHARED 02 20025000 D CEPHALON INC NOTE 2.000% 6/0 156708AP 3052 3049000 PRN SHARED 3049000 D CEPHALON INC NOTE 2.000% 6/0 156708AP 22497 22475000 PRN SHARED 02 22475000 D CEPHALON INC COM 15670810 54335 1365226 SH SHARED 1365226 D CEPHALON INC COM 15670810 831 20900 SH SHARED 01 20900 D CEPHALON INC COM 15670810 11811 296782 SH SHARED 02 296782 D CEPHALON INC COM 15670810 199 5000 SH SHARED 04 5000 D CEPHALON INC COM 15670810 99 2500 SH SHARED 06 2500 D CEPHALON INC COM 15670810 71 1800 SH SHARED 10 1800 D CERADYNE INC COM 15671010 585 24333 SH SHARED 24333 D CERADYNE INC COM 15671010 134 5600 SH SHARED 02 5600 D CERADYNE INC COM 15671010 8381 348201 SH SHARED 17 264101 84100 D CERES GROUP INC COM 15677210 485 79872 SH SHARED 79872 D CERES GROUP INC COM 15677210 55 9200 SH SHARED 17 9200 D CERIDIAN CORP NEW COM 15677910 335 17200 SH SHARED 17200 D CERIDIAN CORP NEW COM 15677910 1376 70665 SH SHARED 01 70665 D CERIDIAN CORP NEW COM 15677910 255 13130 SH SHR/OTHR 01 13130 D CERIDIAN CORP NEW COM 15677910 1337 68665 SH SHARED 02 68665 D CERIDIAN CORP NEW COM 15677910 25 1300 SH SHARED 06 1300 D CERNER CORP COM 15678210 5097 75000 SH SHARED 75000 D CERNER CORP COM 15678210 30347 446483 SH SHARED 441183 5300 D CERNER CORP COM 15678210 67 1000 SH SHARED 01 1000 D CERNER CORP COM 15678210 337 4969 SH SHARED 02 4969 D CERNER CORP COM 15678210 1597 23500 SH SHARED 10 23500 D CERNER CORP COM 15678210 278 4100 SH SHARED 17 4100 D CERTEGY INC COM 15688010 347 9100 SH SHARED 9100 D CERTEGY INC COM 15688010 2343 61325 SH SHARED 01 28625 32700 D CERTEGY INC COM 15688010 789 20655 SH SHR/OTHR 01 20655 D CERTEGY INC COM 15688010 1160 30363 SH SHARED 02 30363 D CERTEGY INC COM 15688010 22 600 SH SHARED 06 600 D CERTEGY INC COM 15688010 164 4300 SH SHARED 10 4300 D CERTEGY INC COM 15688010 168 4400 SH SHARED 17 4400 D CEVA INC COM 15721010 2 378 SH SHARED 378 D CHAMPION ENTERPRISES INC COM 15849610 1496 150594 SH SHARED 150594 D CHAMPION ENTERPRISES INC COM 15849610 739 74400 SH SHARED 17 74400 D CHARLES & COLVARD LTD COM 15976510 279 11404 SH SHARED 11404 D CHARLES & COLVARD LTD COM 15976510 7 300 SH SHARED 02 300 D CHARLES & COLVARD LTD COM 15976510 144 5880 SH SHARED 17 5880 D CHARLES RIV LABS INTL INC COM 15986410 1182 24500 SH SHARED 7600 16900 D CHARLES RIV LABS INTL INC COM 15986410 1075 22300 SH SHARED 01 22300 D CHARLES RIV LABS INTL INC COM 15986410 19 409 SH SHR/OTHR 01 409 D CHARLES RIV LABS INTL INC COM 15986410 1567 32484 SH SHARED 02 32484 D CHARLES RIV LABS INTL INC COM 15986410 1650 34200 SH SHARED 05 29500 4700 D CHARLES RIV LABS INTL INC COM 15986410 13119 271900 SH SHARED 10 175200 84700 12000 D CHARLES RIV LABS INTL INC COM 15986410 34083 706400 SH SHARED 17 706400 D CHARTERMAC SH BEN INT 16090810 953 43419 SH SHARED 43419 D CHARTERMAC SH BEN INT 16090810 13 600 SH SHARED 01 600 D CHARTERMAC SH BEN INT 16090810 15 700 SH SHR/OTHR 01 700 D CHARTERMAC SH BEN INT 16090810 91 4181 SH SHARED 02 4181 D CHARTERMAC SH BEN INT 16090810 1032 47000 SH SHARED 10 47000 D CHARTERMAC SH BEN INT 16090810 430 19600 SH SHARED 17 19600 D CHARLOTTE RUSSE HLDG INC COM 16104810 1240 99545 SH SHARED 99545 D CHARLOTTE RUSSE HLDG INC COM 16104810 80 6500 SH SHARED 17 6500 D CHARMING SHOPPES INC COM 16113310 1699 182203 SH SHARED 182203 D CHARMING SHOPPES INC COM 16113310 0 1 SH SHARED 01 1 D CHARMING SHOPPES INC COM 16113310 17 1900 SH SHR/OTHR 01 1900 D CHARMING SHOPPES INC COM 16113310 0 2 SH SHARED 02 2 D CHARMING SHOPPES INC COM 16113310 55 5900 SH SHARED 10 5900 D CHARMING SHOPPES INC COM 16113310 460 49400 SH SHARED 17 49400 D CHARTER COMMUNICATIONS INC D CL A 16117M10 3462 2934441 SH SHARED 2934441 D CHARTER COMMUNICATIONS INC D CL A 16117M10 3 2900 SH SHARED 02 2900 D CHARTER COMMUNICATIONS INC D CL A 16117M10 143 121900 SH SHARED 17 121900 D CHARTER FINL CORP WEST PT GA COM 16122M10 133 3833 SH SHARED 3833 D CHARTER FINL CORP WEST PT GA COM 16122M10 52 1500 SH SHARED 17 1500 D CHARTERED SEMICONDUCTOR MFG NOTE 2.500% 4/0 16133RAA 10085 8965000 PRN SHARED 8965000 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 506 65800 SH SHARED 65800 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 897 116700 SH SHARED 10 116700 D CHATTEM INC COM 16245610 2105 50868 SH SHARED 17568 33300 D CHATTEM INC COM 16245610 49 1200 SH SHARED 02 1200 D CHATTEM INC COM 16245610 1349 32600 SH SHARED 10 32600 D CHATTEM INC COM 16245610 2384 57600 SH SHARED 17 7700 49900 D CHECKFREE CORP NEW COM 16281310 6706 196914 SH SHARED 189414 7500 D CHECKFREE CORP NEW COM 16281310 1059 31100 SH SHARED 01 31100 D CHECKFREE CORP NEW COM 16281310 23 700 SH SHR/OTHR 01 700 D CHECKFREE CORP NEW COM 16281310 2062 60551 SH SHARED 02 60551 D CHECKFREE CORP NEW COM 16281310 3021 88700 SH SHARED 04 88700 D CHECKFREE CORP NEW COM 16281310 137 4030 SH SHARED 17 4030 D CHECKPOINT SYS INC COM 16282510 1041 58819 SH SHARED 58819 D CHECKPOINT SYS INC COM 16282510 10 600 SH SHARED 01 600 D CHECKPOINT SYS INC COM 16282510 27 1560 SH SHR/OTHR 01 1560 D CHECKPOINT SYS INC COM 16282510 37 2100 SH SHARED 02 2100 D CHECKPOINT SYS INC COM 16282510 269 15200 SH SHARED 17 15200 D CHEESECAKE FACTORY INC COM 16307210 327 9435 SH SHARED 9435 D CHEESECAKE FACTORY INC COM 16307210 1395 40173 SH SHARED 01 9398 30775 D CHEESECAKE FACTORY INC COM 16307210 89 2585 SH SHR/OTHR 01 2585 D CHEESECAKE FACTORY INC COM 16307210 1152 33184 SH SHARED 02 33184 D CHEESECAKE FACTORY INC COM 16307210 8684 250050 SH SHARED 10 119800 130250 D CHEESECAKE FACTORY INC COM 16307210 25778 742260 SH SHARED 17 742260 D CHEMED CORP NEW COM 16359R10 2995 73267 SH SHARED 26767 46500 D CHEMED CORP NEW COM 16359R10 1514 37050 SH SHARED 01 35600 1450 D CHEMED CORP NEW COM 16359R10 270 6625 SH SHR/OTHR 01 6625 D CHEMED CORP NEW COM 16359R10 8151 199400 SH SHARED 10 143300 1400 54700 D CHEMED CORP NEW COM 16359R10 9770 239000 SH SHARED 17 198900 40100 D CHEMICAL FINL CORP COM 16373110 986 29790 SH SHARED 24865 4925 D CHEMICAL FINL CORP COM 16373110 7 220 SH SHARED 01 220 D CHEMICAL FINL CORP COM 16373110 372 11244 SH SHARED 17 11244 D CHENIERE ENERGY INC COM NEW 16411R20 8942 287546 SH SHARED 287546 D CHENIERE ENERGY INC COM NEW 16411R20 659 21200 SH SHARED 01 21200 D CHENIERE ENERGY INC COM NEW 16411R20 60 1954 SH SHARED 02 1954 D CHENIERE ENERGY INC COM NEW 16411R20 590 19000 SH SHARED 17 19000 D CHEROKEE INC DEL NEW COM 16444H10 405 11700 SH SHARED 7000 4700 D CHEROKEE INC DEL NEW COM 16444H10 138 4000 SH SHARED 17 4000 D CHEROKEE INTL CORP COM 16445010 20 5400 SH SHARED 5400 D CHEROKEE INTL CORP COM 16445010 2 600 SH SHARED 02 600 D CHESAPEAKE CORP COM 16515910 531 25366 SH SHARED 25366 D CHESAPEAKE CORP COM 16515910 151 7233 SH SHARED 17 7233 D CHESAPEAKE ENERGY CORP COM 16516710 7977 349900 SH SHARED 348100 1800 D CHESAPEAKE ENERGY CORP COM 16516710 75 3300 SH SHARED 01 3300 D CHESAPEAKE ENERGY CORP COM 16516710 166 7304 SH SHR/OTHR 01 7304 D CHESAPEAKE ENERGY CORP COM 16516710 1404 61602 SH SHARED 02 61602 D CHESAPEAKE ENERGY CORP COM 16516710 54 2400 SH SHARED 06 2400 D CHESAPEAKE ENERGY CORP PFD CONV 6% 16516770 4578 43600 SH SHARED 43600 D CHESAPEAKE ENERGY CORP PFD CONV 5% 16516780 39260 264610 SH SHARED 264610 D CHEVRON CORP NEW COM 16676410 696376 12453085 SH SHARED 11779655 673430 D CHEVRON CORP NEW COM 16676410 363 6500 SH SHR/OTHR 6500 D CHEVRON CORP NEW COM 16676410 68531 1225527 SH SHARED 01 488067 737460 D CHEVRON CORP NEW COM 16676410 14466 258691 SH SHR/OTHR 01 258691 D CHEVRON CORP NEW COM 16676410 45352 811020 SH SHARED 02 811020 D CHEVRON CORP NEW COM 16676410 39017 697737 SH SHARED 04 691050 6687 D CHEVRON CORP NEW COM 16676410 8026 143544 SH SHARED 05 119504 24040 D CHEVRON CORP NEW COM 16676410 5948 106370 SH SHARED 06 106370 D CHEVRON CORP NEW COM 16676410 375569 6716192 SH SHARED 10 3641346 1700030 1374816 D CHEVRON CORP NEW COM 16676410 6693 119693 SH SHR/OTHR 10 119693 D CHEVRON CORP NEW COM 16676410 1549 27702 SH SHARED 14 27702 D CHEVRON CORP NEW COM 16676410 5675 101500 SH SHARED 15 101500 D CHEVRON CORP NEW COM 16676410 314946 5632088 SH SHARED 17 5582948 49140 D CHEVRON CORP NEW COM 16676410 19012 340000 SH SHARED 18 340000 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 1529 66900 SH SHARED 66900 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 25 1120 SH SHR/OTHR 01 1120 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 25 1100 SH SHARED 02 1100 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 8508 372200 SH SHARED 10 372200 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 10703 468200 SH SHARED 17 468200 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 6737 22800 SH SHARED 22700 100 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 59 200 SH SHARED 01 200 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 6367 21549 SH SHR/OTHR 01 21549 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 1714 5802 SH SHARED 02 5802 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 73 250 SH SHARED 06 250 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 6353 21500 SH SHARED 17 21500 D CHICOS FAS INC COM 16861510 1295 37790 SH SHARED 37390 400 D CHICOS FAS INC COM 16861510 2182 63654 SH SHARED 01 63654 D CHICOS FAS INC COM 16861510 741 21644 SH SHR/OTHR 01 21644 D CHICOS FAS INC COM 16861510 2728 79590 SH SHARED 02 79590 D CHICOS FAS INC COM 16861510 342 10000 SH SHARED 04 10000 D CHICOS FAS INC COM 16861510 51 1500 SH SHARED 06 1500 D CHICOS FAS INC COM 16861510 10856 316700 SH SHARED 10 137200 178500 1000 D CHICOS FAS INC COM 16861510 44 1300 SH SHARED 14 1300 D CHICOS FAS INC COM 16861510 28448 829890 SH SHARED 17 829890 D CHILE FD INC COM 16883410 3 260 SH SHARED 260 D CHILDRENS PL RETAIL STORES I COM 16890510 958 20545 SH SHARED 20545 D CHILDRENS PL RETAIL STORES I COM 16890510 14 300 SH SHR/OTHR 01 300 D CHILDRENS PL RETAIL STORES I COM 16890510 93 2000 SH SHARED 02 2000 D CHILDRENS PL RETAIL STORES I COM 16890510 1437 30800 SH SHARED 17 12000 18800 D CHINA FD INC COM 16937310 346 12211 SH SHARED 12211 D CHINA FD INC COM 16937310 28 1000 SH SHR/OTHR 01 1000 D CHINA ENERGY TECHNOLOGY INC COM 16938W10 12 1304 SH SHARED 1304 D CHINA LIFE INS CO LTD SPON ADR REP H 16939P10 1143 41870 SH SHARED 40400 1470 D CHINA LIFE INS CO LTD SPON ADR REP H 16939P10 546 20000 SH SHR/OTHR 01 20000 D CHINA NETCOM GROUP CORP HK L SPONSORED ADR 16940Q10 6823 235700 SH SHARED 235700 D CHINA MOBILE HONG KONG LTD NOTE 2.250%11/0 16941MAA 9900 10000000 PRN SHARED 10000000 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 29091 1564900 SH SHARED 1564900 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 4622 248650 SH SHARED 01 245500 3150 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 86 4670 SH SHR/OTHR 01 4670 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 185 10000 SH SHARED 04 10000 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 13925 749100 SH SHARED 10 749100 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 3456 185915 SH SHARED 17 185915 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 10359 265480 SH SHARED 265480 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 27 700 SH SHR/OTHR 01 700 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 85 2200 SH SHARED 17 2200 D CHINA TECHFAITH WIRLS COMM T SPONSORED ADR 16942410 756 46500 SH SHARED 01 46500 D CHINA TECHFAITH WIRLS COMM T SPONSORED ADR 16942410 1319 81100 SH SHARED 10 81100 D CHINA TECHFAITH WIRLS COMM T SPONSORED ADR 16942410 136 8400 SH SHARED 17 8400 D CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 605 17000 SH SHARED 17000 D CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 1424 40000 SH SHR/OTHR 01 40000 D CHINA UNICOM LTD SPONSORED ADR 16945R10 2454 292900 SH SHARED 292900 D CHIPPAC INC NOTE 2.500% 6/0 169657AD 10932 11021000 PRN SHARED 11021000 D CHIPPAC INC NOTE 2.500% 6/0 169657AD 2281 2300000 PRN SHARED 02 2300000 D CHOICE HOTELS INTL INC COM 16990510 840 12800 SH SHARED 12800 D CHOICE HOTELS INTL INC COM 16990510 231 3521 SH SHARED 01 3521 D CHOICE HOTELS INTL INC COM 16990510 110 1675 SH SHARED 02 1675 D CHOICE HOTELS INTL INC COM 16990510 29 443 SH SHARED 06 443 D CHOICE HOTELS INTL INC COM 16990510 6 100 SH SHARED 10 100 D CHOICE HOTELS INTL INC COM 16990510 105 1600 SH SHARED 17 1600 D CHIQUITA BRANDS INTL INC *W EXP 03/19/200 17003211 259 25991 SH SHARED 25991 D CHIQUITA BRANDS INTL INC COM 17003280 1125 41000 SH SHARED 41000 D CHIQUITA BRANDS INTL INC COM 17003280 153 5600 SH SHARED 02 5600 D CHIQUITA BRANDS INTL INC COM 17003280 21 800 SH SHARED 10 800 D CHIQUITA BRANDS INTL INC COM 17003280 17000 619100 SH SHARED 17 619100 D CHIRON CORP DBCV 1.625% 8/0 170040AG 33092 35698000 PRN SHARED 35698000 D CHIRON CORP DBCV 1.625% 8/0 170040AG 6489 7000000 PRN SHARED 02 7000000 D CHIRON CORP DBCV 2.750% 6/3 170040AJ 11900 12500000 PRN SHARED 12500000 D CHIRON CORP DBCV 2.750% 6/3 170040AJ 1904 2000000 PRN SHARED 02 2000000 D CHIRON CORP COM 17004010 45250 1296941 SH SHARED 1295141 1800 D CHIRON CORP COM 17004010 1388 39784 SH SHARED 01 39784 D CHIRON CORP COM 17004010 18 524 SH SHR/OTHR 01 524 D CHIRON CORP COM 17004010 1841 52767 SH SHARED 02 52767 D CHIRON CORP COM 17004010 23265 666812 SH SHARED 04 666812 D CHIRON CORP COM 17004010 31 900 SH SHARED 06 900 D CHIRON CORP COM 17004010 168 4843 SH SHARED 10 4843 D CHIRON CORP COM 17004010 314 9000 SH SHARED 14 9000 D CHIRON CORP COM 17004010 2096 60087 SH SHARED 17 60087 D CHITTENDEN CORP COM 17022810 1263 46464 SH SHARED 46464 D CHITTENDEN CORP COM 17022810 0 2 SH SHARED 02 2 D CHITTENDEN CORP COM 17022810 348 12822 SH SHARED 10 12822 D CHITTENDEN CORP COM 17022810 514 18926 SH SHARED 17 18926 D CHOICEPOINT INC COM 17038810 10204 254800 SH SHARED 254800 D CHOICEPOINT INC COM 17038810 1580 39466 SH SHARED 01 6879 32587 D CHOICEPOINT INC COM 17038810 260 6509 SH SHR/OTHR 01 6509 D CHOICEPOINT INC COM 17038810 2000 49962 SH SHARED 02 49962 D CHOICEPOINT INC COM 17038810 112 2800 SH SHARED 05 2800 D CHOICEPOINT INC COM 17038810 52 1300 SH SHARED 06 1300 D CHOICEPOINT INC COM 17038810 76 1900 SH SHARED 10 700 1200 D CHOICEPOINT INC COM 17038810 187 4683 SH SHARED 14 4683 D CHOICEPOINT INC COM 17038810 6836 170700 SH SHARED 17 170700 D CHORDIANT SOFTWARE INC COM 17040410 0 107 SH SHARED 107 D CHORDIANT SOFTWARE INC COM 17040410 18 9524 SH SHARED 02 9524 D CHRISTOPHER & BANKS CORP COM 17104610 62 3400 SH SHARED 3400 D CHRISTOPHER & BANKS CORP COM 17104610 660 36192 SH SHARED 36192 D CHRISTOPHER & BANKS CORP COM 17104610 319 17520 SH SHARED 01 8070 9450 D CHRISTOPHER & BANKS CORP COM 17104610 264 14475 SH SHARED 17 14475 D CHUBB CORP COM 17123210 49742 581034 SH SHARED 579734 1300 D CHUBB CORP COM 17123210 5279 61667 SH SHARED 01 9400 52267 D CHUBB CORP COM 17123210 1695 19810 SH SHR/OTHR 01 19810 D CHUBB CORP COM 17123210 7707 90031 SH SHARED 02 90031 D CHUBB CORP COM 17123210 8 100 SH SHARED 05 100 D CHUBB CORP COM 17123210 359 4200 SH SHARED 06 4200 D CHUBB CORP COM 17123210 6191 72319 SH SHARED 10 29710 42609 D CHUBB CORP COM 17123210 748 8747 SH SHR/OTHR 10 8747 D CHUBB CORP COM 17123210 2097 24500 SH SHARED 14 24500 D CHUBB CORP COM 17123210 12424 145129 SH SHARED 17 145129 D CHUBB CORP CORP UNIT % 17123230 2906 91600 SH SHARED 91600 D CHUBB CORP CORP UNIT % 17123230 2078 65495 SH SHARED 02 65495 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 41169 1921100 SH SHARED 1914700 6400 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 40717 1900000 SH SHARED 04 1900000 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 642 30000 SH SHARED 06 30000 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 2 118 SH SHARED 10 118 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 1895 88430 SH SHARED 17 88430 D CHURCH & DWIGHT INC COM 17134010 6338 175100 SH SHARED 175100 D CHURCH & DWIGHT INC COM 17134010 1314 36300 SH SHARED 01 36300 D CHURCH & DWIGHT INC COM 17134010 54 1500 SH SHR/OTHR 01 1500 D CHURCH & DWIGHT INC COM 17134010 6254 172768 SH SHARED 02 172768 D CHURCH & DWIGHT INC COM 17134010 1183 32700 SH SHARED 10 32700 D CHURCH & DWIGHT INC COM 17134010 18 500 SH SHARED 17 500 D CHURCHILL DOWNS INC COM 17148410 321 7567 SH SHARED 7567 D CHURCHILL DOWNS INC COM 17148410 25 600 SH SHARED 01 600 D CHURCHILL DOWNS INC COM 17148410 98 2319 SH SHARED 17 2319 D CIBER INC SDCV 2.875%12/1 17163BAB 6607 7500000 PRN SHARED 7500000 D CIBER INC SDCV 2.875%12/1 17163BAB 5946 6750000 PRN SHARED 02 6750000 D CIBER INC COM 17163B10 418 52468 SH SHARED 52468 D CIBER INC COM 17163B10 183 23047 SH SHARED 17 23047 D CIENA CORP NOTE 3.750% 2/0 171779AA 27880 31610000 PRN SHARED 31610000 D CIENA CORP NOTE 3.750% 2/0 171779AA 10233 11603000 PRN SHARED 02 11603000 D CIENA CORP COM 17177910 4968 2377056 SH SHARED 2377056 D CIENA CORP COM 17177910 151 72500 SH SHARED 01 72500 D CIENA CORP COM 17177910 339 162592 SH SHARED 02 162592 D CIENA CORP COM 17177910 0 400 SH SHARED 10 400 D CIENA CORP COM 17177910 916 438384 SH SHARED 17 438384 D CIMAREX ENERGY CO COM 17179810 13606 349691 SH SHARED 288891 60800 D CIMAREX ENERGY CO COM 17179810 37 956 SH SHARED 01 956 D CIMAREX ENERGY CO COM 17179810 15 400 SH SHR/OTHR 01 400 D CIMAREX ENERGY CO COM 17179810 1449 37253 SH SHARED 10 37253 D CIMAREX ENERGY CO COM 17179810 62 1594 SH SHR/OTHR 10 1594 D CIMAREX ENERGY CO COM 17179810 1436 36910 SH SHARED 17 36910 D CINCINNATI BELL INC NEW COM 17187110 1164 270746 SH SHARED 270746 D CINCINNATI BELL INC NEW COM 17187110 407 94670 SH SHARED 01 94670 D CINCINNATI BELL INC NEW COM 17187110 344 80137 SH SHARED 02 80137 D CINCINNATI BELL INC NEW COM 17187110 559 130000 SH SHARED 04 130000 D CINCINNATI BELL INC NEW COM 17187110 15440 3590800 SH SHARED 17 3590800 D CINCINNATI FINL CORP COM 17206210 34987 884423 SH SHARED 882214 2209 D CINCINNATI FINL CORP COM 17206210 1148 29036 SH SHARED 01 29036 D CINCINNATI FINL CORP COM 17206210 9 242 SH SHR/OTHR 01 242 D CINCINNATI FINL CORP COM 17206210 2455 62058 SH SHARED 02 62058 D CINCINNATI FINL CORP COM 17206210 79 2005 SH SHARED 06 2005 D CINCINNATI FINL CORP COM 17206210 1757 44435 SH SHARED 10 44435 D CINCINNATI FINL CORP COM 17206210 1593 40270 SH SHR/OTHR 10 40270 D CINCINNATI FINL CORP COM 17206210 2771 70063 SH SHARED 17 70063 D CINERGY CORP COM 17247410 85194 1900805 SH SHARED 1898505 2300 D CINERGY CORP COM 17247410 1895 42296 SH SHARED 01 42296 D CINERGY CORP COM 17247410 349 7800 SH SHR/OTHR 01 7800 D CINERGY CORP COM 17247410 3930 87688 SH SHARED 02 87688 D CINERGY CORP COM 17247410 73 1650 SH SHARED 06 1650 D CINERGY CORP COM 17247410 439 9800 SH SHARED 10 9800 D CINERGY CORP COM 17247410 3396 75785 SH SHARED 17 75785 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 33 17600 SH SHARED 17600 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 4 2500 SH SHARED 02 2500 D CIRCLE GROUP HLDGS INC COM 17257010 4 3200 SH SHARED 02 3200 D CIRCOR INTL INC COM 17273K10 383 15533 SH SHARED 15533 D CIRCOR INTL INC COM 17273K10 118 4800 SH SHARED 17 4800 D CIRCUIT CITY STORE INC COM 17273710 68233 3946425 SH SHARED 3932625 13800 D CIRCUIT CITY STORE INC COM 17273710 689 39900 SH SHARED 01 39900 D CIRCUIT CITY STORE INC COM 17273710 1920 111087 SH SHARED 02 111087 D CIRCUIT CITY STORE INC COM 17273710 1227 71000 SH SHARED 10 71000 D CIRCUIT CITY STORE INC COM 17273710 2350 135928 SH SHARED 17 106728 29200 D CISCO SYS INC COM 17275R10 1005269 52687075 SH SHARED 51737100 949975 D CISCO SYS INC COM 17275R10 104 5500 SH SHR/OTHR 5500 D CISCO SYS INC COM 17275R10 74024 3879669 SH SHARED 01 1137872 2741797 D CISCO SYS INC COM 17275R10 23467 1229930 SH SHR/OTHR 01 1229930 D CISCO SYS INC COM 17275R10 45499 2384651 SH SHARED 02 2384651 D CISCO SYS INC COM 17275R10 8118 425510 SH SHARED 03 425510 D CISCO SYS INC COM 17275R10 51399 2693872 SH SHARED 04 2592300 101572 D CISCO SYS INC COM 17275R10 28895 1514432 SH SHARED 05 797318 717114 D CISCO SYS INC COM 17275R10 8657 453768 SH SHARED 06 453768 D CISCO SYS INC COM 17275R10 321963 16874401 SH SHARED 10 7549860 4163990 5160551 D CISCO SYS INC COM 17275R10 4228 221597 SH SHR/OTHR 10 221597 D CISCO SYS INC COM 17275R10 6362 333462 SH SHARED 14 333462 D CISCO SYS INC COM 17275R10 5595 293260 SH SHARED 15 293260 D CISCO SYS INC COM 17275R10 61892 3243828 SH SHARED 17 3243828 D CISCO SYS INC COM 17275R10 3790 198679 SH SHARED 18 198679 D CIRRUS LOGIC INC COM 17275510 448 84395 SH SHARED 84395 D CIRRUS LOGIC INC COM 17275510 996 187700 SH SHARED 17 34100 153600 D CITADEL BROADCASTING CORP COM 17285T10 493 43078 SH SHARED 43078 D CITADEL BROADCASTING CORP COM 17285T10 20 1750 SH SHR/OTHR 01 1750 D CITADEL BROADCASTING CORP COM 17285T10 6 600 SH SHARED 02 600 D CITADEL BROADCASTING CORP COM 17285T10 417 36500 SH SHARED 17 36500 D CINTAS CORP COM 17290810 40459 1048177 SH SHARED 1047977 200 D CINTAS CORP COM 17290810 1769 45839 SH SHARED 01 13362 32477 D CINTAS CORP COM 17290810 115 3000 SH SHR/OTHR 01 3000 D CINTAS CORP COM 17290810 3528 91410 SH SHARED 02 91410 D CINTAS CORP COM 17290810 3 100 SH SHARED 05 100 D CINTAS CORP COM 17290810 52 1350 SH SHARED 06 1350 D CINTAS CORP COM 17290810 7603 196990 SH SHARED 10 1745 195245 D CINTAS CORP COM 17290810 339 8800 SH SHR/OTHR 10 8800 D CINTAS CORP COM 17290810 2358 61108 SH SHARED 17 61108 D CITIZENS & NORTHN CORP COM 17292210 252 8093 SH SHARED 8093 D CITIZENS & NORTHN CORP COM 17292210 59 1900 SH SHARED 17 1900 D CITIGROUP INC COM 17296710 818 17700 SH SHARED 17700 D CITIGROUP INC COM 17296710 1836015 39714797 SH SHARED 38477855 1236942 D CITIGROUP INC COM 17296710 337 7300 SH SHR/OTHR 7300 D CITIGROUP INC COM 17296710 119626 2587645 SH SHARED 01 803324 1784321 D CITIGROUP INC COM 17296710 27764 600581 SH SHR/OTHR 01 600581 D CITIGROUP INC COM 17296710 93830 2029653 SH SHARED 02 2029653 D CITIGROUP INC COM 17296710 16422 355239 SH SHARED 03 355239 D CITIGROUP INC COM 17296710 71911 1555510 SH SHARED 04 1538190 17320 D CITIGROUP INC COM 17296710 69234 1497607 SH SHARED 05 848999 648608 D CITIGROUP INC COM 17296710 35901 776593 SH SHARED 06 776593 D CITIGROUP INC COM 17296710 386487 8360095 SH SHARED 10 4359285 2009914 1990896 D CITIGROUP INC COM 17296710 3743 80980 SH SHR/OTHR 10 80980 D CITIGROUP INC COM 17296710 5030 108808 SH SHARED 14 108808 D CITIGROUP INC COM 17296710 8164 176600 SH SHARED 15 176600 D CITIGROUP INC COM 17296710 1386 30000 SH SHARED 16 30000 D CITIGROUP INC COM 17296710 208444 4508867 SH SHARED 17 4317559 191308 D CITIGROUP INC COM 17296710 34568 747741 SH SHARED 18 747741 D CITIBANK WEST FSB SAN FRAN C CONT LITIG REC 17306J20 15 119749 SH SHARED 119749 D CITI TRENDS INC COM 17306X10 70 3879 SH SHARED 3879 D CITI TRENDS INC COM 17306X10 54 3000 SH SHARED 17 3000 D CITIZENS BKG CORP MICH COM 17442010 1294 42829 SH SHARED 42829 D CITIZENS BKG CORP MICH COM 17442010 6 200 SH SHARED 02 200 D CITIZENS BKG CORP MICH COM 17442010 598 19800 SH SHARED 17 19800 D CITIZENS COMMUNICATIONS CO COM 17453B10 95827 7130054 SH SHARED 7127154 2900 D CITIZENS COMMUNICATIONS CO COM 17453B10 596 44400 SH SHARED 01 44400 D CITIZENS COMMUNICATIONS CO COM 17453B10 2066 153738 SH SHARED 02 153738 D CITIZENS COMMUNICATIONS CO COM 17453B10 3843 286000 SH SHARED 06 286000 D CITIZENS COMMUNICATIONS CO COM 17453B10 325 24205 SH SHARED 10 24205 D CITIZENS COMMUNICATIONS CO COM 17453B10 2403 178800 SH SHARED 14 178800 D CITIZENS COMMUNICATIONS CO COM 17453B10 6715 499675 SH SHARED 17 243675 256000 D CITIZENS FIRST BANCORP INC D COM 17461R10 148 7200 SH SHARED 7200 D CITIZENS FIRST BANCORP INC D COM 17461R10 22 1100 SH SHARED 02 1100 D CITIZENS INC CL A 17474010 191 31331 SH SHARED 31331 D CITIZENS INC CL A 17474010 72 11958 SH SHARED 17 11958 D CITIZENS UTILS TR PFD EPPICS CV 17735120 57 1000 SH SHR/OTHR 01 1000 D CITRIX SYS INC COM 17737610 25438 1174437 SH SHARED 1130637 43800 D CITRIX SYS INC COM 17737610 3645 168321 SH SHARED 01 88700 79621 D CITRIX SYS INC COM 17737610 167 7750 SH SHR/OTHR 01 7750 D CITRIX SYS INC COM 17737610 1309 60464 SH SHARED 02 60464 D CITRIX SYS INC COM 17737610 129650 5985700 SH SHARED 04 5985700 D CITRIX SYS INC COM 17737610 779 36000 SH SHARED 06 36000 D CITRIX 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COM NEW 20846488 31 1430 SH SHR/OTHR 01 1430 D CONSECO INC COM NEW 20846488 324 14887 SH SHARED 02 14887 D CONSECO INC COM NEW 20846488 763 35000 SH SHARED 04 35000 D CONSECO INC COM NEW 20846488 1071 49100 SH SHARED 17 49100 D CONSOL ENERGY INC COM 20854P10 10983 205000 SH SHARED 204600 400 D CONSOL ENERGY INC COM 20854P10 58 1100 SH SHARED 01 1100 D CONSOL ENERGY INC COM 20854P10 1195 22312 SH SHARED 02 22312 D CONSOL ENERGY INC COM 20854P10 42 800 SH SHARED 06 800 D CONSOL ENERGY INC COM 20854P10 32 600 SH SHARED 17 600 D CONSOLIDATED EDISON INC COM 20911510 43370 925928 SH SHARED 922928 3000 D CONSOLIDATED EDISON INC COM 20911510 3116 66534 SH SHARED 01 66534 D CONSOLIDATED EDISON INC COM 20911510 243 5194 SH SHR/OTHR 01 5194 D CONSOLIDATED EDISON INC COM 20911510 4276 91301 SH SHARED 02 91301 D CONSOLIDATED EDISON INC COM 20911510 9 200 SH SHARED 05 200 D CONSOLIDATED EDISON INC COM 20911510 119 2550 SH SHARED 06 2550 D CONSOLIDATED EDISON INC COM 20911510 637 13617 SH SHARED 10 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SHARED 17 485200 D CONSTELLATION BRANDS INC PFD 1/40 A5.75 21036P30 17 400 SH SHARED 02 400 D CONSTELLATION ENERGY GROUP I COM 21037110 32825 568993 SH SHARED 532493 36500 D CONSTELLATION ENERGY GROUP I COM 21037110 2708 46953 SH SHARED 01 1500 45453 D CONSTELLATION ENERGY GROUP I COM 21037110 6382 110637 SH SHARED 02 110637 D CONSTELLATION ENERGY GROUP I COM 21037110 969 16800 SH SHARED 04 16800 D CONSTELLATION ENERGY GROUP I COM 21037110 3692 64000 SH SHARED 05 55300 8700 D CONSTELLATION ENERGY GROUP I COM 21037110 434 7532 SH SHARED 06 7532 D CONSTELLATION ENERGY GROUP I COM 21037110 46687 809280 SH SHARED 10 54080 754600 600 D CONSTELLATION ENERGY GROUP I COM 21037110 219 3800 SH SHARED 14 3800 D CONSTELLATION ENERGY GROUP I COM 21037110 5861 101602 SH SHARED 17 94902 6700 D CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD 1720 2000000 PRN SHARED 2000000 D CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD 21 25000 PRN SHARED 02 25000 D CONTINENTAL AIRLS INC CL B 21079530 30 2300 SH 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COOPER CAMERON CORP COM 21664010 1284 20695 SH SHARED 01 20695 D COOPER CAMERON CORP COM 21664010 2273 36647 SH SHARED 02 36647 D COOPER CAMERON CORP COM 21664010 7681 123800 SH SHARED 06 123800 D COOPER CAMERON CORP COM 21664010 1991 32100 SH SHARED 14 32100 D COOPER CAMERON CORP COM 21664010 1551 25000 SH SHARED 16 25000 D COOPER CAMERON CORP COM 21664010 1125 18140 SH SHARED 17 18140 D COOPER COS INC DBCV 2.625% 7/0 216648AG 2452 1690000 PRN SHARED 02 1690000 D COOPER COS INC COM NEW 21664840 79 1300 SH SHARED 1300 D COOPER COS INC COM NEW 21664840 7531 123752 SH SHARED 123352 400 D COOPER COS INC COM NEW 21664840 69 1148 SH SHARED 01 1148 D COOPER COS INC COM NEW 21664840 1353 22239 SH SHARED 02 22239 D COOPER COS INC COM NEW 21664840 22396 368000 SH SHARED 04 368000 D COOPER COS INC COM NEW 21664840 2008 33000 SH SHARED 06 33000 D COOPER COS INC COM NEW 21664840 4560 74934 SH SHARED 10 70134 4800 D COOPER COS INC COM NEW 21664840 158 2600 SH SHARED 14 2600 D COOPER COS INC COM NEW 21664840 1217 20000 SH SHARED 16 20000 D COOPER COS INC COM NEW 21664840 359 5900 SH SHARED 17 5900 D COOPER TIRE & RUBR CO COM 21683110 181 9800 SH SHARED 9800 D COOPER TIRE & RUBR CO COM 21683110 16994 915146 SH SHARED 915146 D COOPER TIRE & RUBR CO COM 21683110 245 13200 SH SHARED 01 13200 D COOPER TIRE & RUBR CO COM 21683110 315 16994 SH SHARED 02 16994 D COOPER TIRE & RUBR CO COM 21683110 1360 73251 SH SHARED 17 73251 D COPART INC COM 21720410 228 9600 SH SHARED 9600 D COPART INC COM 21720410 714 30000 SH SHARED 01 30000 D COPART INC COM 21720410 1248 52408 SH SHARED 02 40100 12308 D COPART INC COM 21720410 295 12400 SH SHARED 17 12400 D CORCEPT THERAPEUTICS INC COM 21835210 197 34248 SH SHARED 34248 D CORCEPT THERAPEUTICS INC COM 21835210 3 600 SH SHARED 02 600 D CORGENTECH INC COM 21872P10 11 4600 SH SHARED 4600 D CORGENTECH INC COM 21872P10 10 3969 SH SHARED 02 3969 D CORILLIAN CORP COM 21872510 76 24771 SH SHARED 24771 D CORILLIAN CORP COM 21872510 12 4000 SH SHARED 02 4000 D CORINTHIAN COLLEGES INC COM 21886810 4383 343262 SH SHARED 343262 D CORINTHIAN COLLEGES INC COM 21886810 440 34500 SH SHARED 01 34500 D CORINTHIAN COLLEGES INC COM 21886810 21 1664 SH SHR/OTHR 01 1664 D CORINTHIAN COLLEGES INC COM 21886810 812 63650 SH SHARED 02 63650 D CORINTHIAN COLLEGES INC COM 21886810 1277 100000 SH SHARED 04 100000 D CORINTHIAN COLLEGES INC COM 21886810 794 62220 SH SHARED 15 62220 D CORINTHIAN COLLEGES INC COM 21886810 569 44600 SH SHARED 17 44600 D CORIXA CORP NOTE 4.250% 7/0 21887FAC 1003 1017000 PRN SHARED 1017000 D CORIXA CORP COM 21887F10 261 59796 SH SHARED 59796 D CORIXA CORP COM 21887F10 47 10932 SH SHR/OTHR 01 10932 D CORIXA CORP COM 21887F10 130 29806 SH SHARED 17 29806 D CORN PRODS INTL INC COM 21902310 3247 136667 SH SHARED 136667 D CORN PRODS INTL INC COM 21902310 97 4098 SH SHARED 01 800 3298 D CORN PRODS INTL INC COM 21902310 308 13000 SH SHR/OTHR 01 13000 D CORN PRODS INTL INC COM 21902310 69 2940 SH SHARED 10 2940 D CORN PRODS INTL INC COM 21902310 858 36150 SH SHARED 17 36150 D CORNELL COMPANIES INC COM 21914110 150 11200 SH SHARED 11200 D CORNELL COMPANIES INC COM 21914110 26 1990 SH SHARED 02 1990 D CORNERSTONE STRATEGIC VALUE COM 21924B10 1 187 SH SHARED 187 D CORNING INC DBCV 11/0 219350AJ 15887 20111000 PRN SHARED 20111000 D CORNING INC DBCV 11/0 219350AJ 38 49000 PRN SHARED 02 49000 D CORNING INC COM 21935010 70817 4260966 SH SHARED 4236866 24100 D CORNING INC COM 21935010 6161 370725 SH SHARED 01 370725 D CORNING INC COM 21935010 6678 401826 SH SHR/OTHR 01 401826 D CORNING INC COM 21935010 9037 543755 SH SHARED 02 543755 D CORNING INC COM 21935010 1578 95000 SH SHARED 04 95000 D CORNING INC COM 21935010 23 1400 SH SHARED 05 1400 D CORNING INC COM 21935010 5364 322800 SH SHARED 06 322800 D CORNING INC COM 21935010 40383 2429843 SH SHARED 10 1822436 8100 599307 D CORNING INC COM 21935010 58 3500 SH SHARED 14 3500 D CORNING INC COM 21935010 2426 146000 SH SHARED 16 146000 D CORNING INC COM 21935010 10902 655962 SH SHARED 17 655962 D CORPORATE EXECUTIVE BRD CO COM 21988R10 3611 46100 SH SHARED 40500 5600 D CORPORATE EXECUTIVE BRD CO COM 21988R10 105 1350 SH SHARED 01 700 650 D CORPORATE EXECUTIVE BRD CO COM 21988R10 91 1167 SH SHR/OTHR 01 1167 D CORPORATE EXECUTIVE BRD CO COM 21988R10 1899 24247 SH SHARED 02 24247 D CORPORATE HIGH YIELD FD III COM 21992510 0 84 SH SHARED 84 D CORPORATE HIGH YIELD FD V IN COM 21993110 1 123 SH SHARED 123 D CORPORATE HIGH YIELD FD VI I COM 21993210 1511 109110 SH SHARED 109110 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 1722 58475 SH SHARED 32075 26400 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 32 1100 SH SHARED 01 1100 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 53 1800 SH SHARED 02 1800 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 262 8900 SH SHARED 10 8900 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 8581 291400 SH SHARED 11 291400 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 865 29400 SH SHARED 17 13400 16000 D CORRECTIONAL PPTYS TR COM 22025E10 305 10800 SH SHARED 10800 D CORRECTIONAL PPTYS TR COM 22025E10 50 1800 SH SHARED 02 1800 D CORRECTIONAL PPTYS TR COM 22025E10 124 4400 SH SHARED 17 4400 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 1533 39064 SH SHARED 39064 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 15 385 SH SHR/OTHR 01 385 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 1216 30993 SH SHARED 17 30993 D CORTEX PHARMACEUTICALS INC COM NEW 22052430 23 10000 SH SHR/OTHR 01 10000 D CORUS GROUP PLC SPONSORED ADR 22087M10 74 10000 SH SHARED 10000 D CORUS BANKSHARES INC COM 22087310 2301 41475 SH SHARED 18475 23000 D CORUS BANKSHARES INC COM 22087310 33 600 SH SHARED 02 600 D CORUS BANKSHARES INC COM 22087310 1842 33200 SH SHARED 10 33200 D CORUS BANKSHARES INC COM 22087310 2879 51900 SH SHARED 17 13400 38500 D CORVEL CORP COM 22100610 148 5900 SH SHARED 5900 D CORVEL CORP COM 22100610 62 2475 SH SHR/OTHR 01 2475 D CORVEL CORP COM 22100610 36 1450 SH SHARED 10 1450 D CORVEL CORP COM 22100610 62 2500 SH SHARED 17 2500 D COSI INC COM 22122P10 182 26400 SH SHARED 26400 D COSI INC COM 22122P10 17 2600 SH SHARED 02 2600 D COSINE COMMUNICATIONS INC COM NEW 22122260 63 27042 SH SHARED 27042 D COST PLUS INC CALIF COM 22148510 1903 76314 SH SHR/OTHR 76314 D COST PLUS INC CALIF COM 22148510 537 21566 SH SHARED 21566 D COST PLUS INC CALIF COM 22148510 47 1900 SH SHARED 02 1900 D COST PLUS INC CALIF COM 22148510 251 10101 SH SHARED 17 10101 D COSTCO WHSL CORP NEW COM 22160K10 110119 2461862 SH SHARED 2386062 75800 D COSTCO WHSL CORP NEW COM 22160K10 9553 213591 SH SHARED 01 32229 181362 D COSTCO WHSL CORP NEW COM 22160K10 2346 52462 SH SHR/OTHR 01 52462 D COSTCO WHSL CORP NEW COM 22160K10 10033 224315 SH SHARED 02 224315 D COSTCO WHSL CORP NEW COM 22160K10 2634 58900 SH SHARED 04 58900 D COSTCO WHSL CORP NEW COM 22160K10 6010 134370 SH SHARED 05 104000 30370 D COSTCO WHSL CORP NEW COM 22160K10 886 19814 SH SHARED 06 19814 D COSTCO WHSL CORP NEW COM 22160K10 112584 2516982 SH SHARED 10 102775 2282900 131307 D COSTCO WHSL CORP NEW COM 22160K10 259 5800 SH SHR/OTHR 10 5800 D COSTCO WHSL CORP NEW COM 22160K10 608 13605 SH SHARED 14 13605 D COSTCO WHSL CORP NEW COM 22160K10 19608 438378 SH SHARED 17 438378 D COSTAR GROUP INC COM 22160N10 707 16233 SH SHARED 16233 D COSTAR GROUP INC COM 22160N10 30 700 SH SHARED 01 700 D COSTAR GROUP INC COM 22160N10 327 7500 SH SHARED 17 7500 D COSTCO COMPANIES INC NOTE 8/1 22160QAC 79 78000 PRN SHARED 02 78000 D COTT CORP QUE COM 22163N10 79 3619 SH SHARED 02 3619 D COTT CORP QUE COM 22163N10 2619 120000 SH SHARED 06 120000 D COTHERIX INC COM 22163T10 126 12374 SH SHARED 12374 D COTHERIX INC COM 22163T10 6012 590000 SH SHARED 04 590000 D COTHERIX INC COM 22163T10 88 8700 SH SHARED 14 8700 D COUNTRYWIDE FINANCIAL CORP COM 22237210 428 11100 SH SHARED 11100 D COUNTRYWIDE FINANCIAL CORP COM 22237210 78478 2032603 SH SHARED 1968621 63982 D COUNTRYWIDE FINANCIAL CORP COM 22237210 4650 120460 SH SHARED 01 120460 D COUNTRYWIDE FINANCIAL CORP COM 22237210 362 9396 SH SHR/OTHR 01 9396 D COUNTRYWIDE FINANCIAL CORP COM 22237210 9919 256919 SH SHARED 02 256919 D COUNTRYWIDE FINANCIAL CORP COM 22237210 567 14700 SH SHARED 04 14700 D COUNTRYWIDE FINANCIAL CORP COM 22237210 31112 805808 SH SHARED 05 395558 410250 D COUNTRYWIDE FINANCIAL CORP COM 22237210 422 10949 SH SHARED 06 10949 D COUNTRYWIDE FINANCIAL CORP COM 22237210 38417 995012 SH SHARED 10 57392 675600 262020 D COUNTRYWIDE FINANCIAL CORP COM 22237210 55 1426 SH SHARED 14 1426 D COUNTRYWIDE FINANCIAL CORP COM 22237210 14855 384766 SH SHARED 17 384766 D COURIER CORP COM 22266010 371 9667 SH SHARED 9667 D COURIER CORP COM 22266010 109 2850 SH SHARED 17 2850 D COUSINS PPTYS INC COM 22279510 1778 60140 SH SHARED 42040 18100 D COUSINS PPTYS INC COM 22279510 82 2782 SH SHR/OTHR 01 2782 D COUSINS PPTYS INC COM 22279510 71 2420 SH SHARED 02 2420 D COUSINS PPTYS INC COM 22279510 1473 49800 SH SHARED 10 49800 D COUSINS PPTYS INC COM 22279510 1641 55500 SH SHARED 17 16600 38900 D COVANSYS CORP COM 22281W10 1246 97009 SH SHARED 48809 48200 D COVANSYS CORP COM 22281W10 895 69700 SH SHARED 10 69700 D COVANSYS CORP COM 22281W10 7256 564700 SH SHARED 17 500700 64000 D COVANCE INC COM 22281610 2001 44600 SH SHARED 44500 100 D COVANCE INC COM 22281610 973 21702 SH SHARED 01 21702 D COVANCE INC COM 22281610 35 800 SH SHR/OTHR 01 800 D COVANCE INC COM 22281610 1199 26735 SH SHARED 02 26735 D COVANCE INC COM 22281610 15052 335470 SH SHARED 10 75300 5600 254570 D COVANCE INC COM 22281610 116 2600 SH SHARED 17 2600 D COVENANT TRANS INC CL A 22284P10 109 8332 SH SHARED 8332 D COVENANT TRANS INC CL A 22284P10 75 5700 SH SHARED 17 5700 D COVENTRY HEALTH CARE INC COM 22286210 19477 275300 SH SHARED 264900 10400 D COVENTRY HEALTH CARE INC COM 22286210 2826 39950 SH SHARED 01 39950 D COVENTRY HEALTH CARE INC COM 22286210 70 1000 SH SHR/OTHR 01 1000 D COVENTRY HEALTH CARE INC COM 22286210 3270 46226 SH SHARED 02 46226 D COVENTRY HEALTH CARE INC COM 22286210 261 3690 SH SHARED 05 3200 490 D COVENTRY HEALTH CARE INC COM 22286210 866 12245 SH SHARED 06 12245 D COVENTRY HEALTH CARE INC COM 22286210 16895 238802 SH SHARED 10 130202 58800 49800 D COVENTRY HEALTH CARE INC COM 22286210 24861 351400 SH SHARED 17 351400 D COX RADIO INC CL A 22405110 1624 103123 SH SHARED 103123 D COX RADIO INC CL A 22405110 42 2700 SH SHR/OTHR 01 2700 D COX RADIO INC CL A 22405110 8 520 SH SHARED 02 520 D COX RADIO INC CL A 22405110 5778 366900 SH SHARED 17 366900 D CP SHIPS LTD NOTE 4.000% 6/3 22409VAE 13746 14500000 PRN SHARED 14500000 D CP SHIPS LTD COM 22409V10 5762 368200 SH SHARED 368200 D CP SHIPS LTD COM 22409V10 4 300 SH SHARED 01 300 D CP SHIPS LTD COM 22409V10 8 562 SH SHR/OTHR 01 562 D CP SHIPS LTD COM 22409V10 699 44722 SH SHARED 02 44722 D CP SHIPS LTD COM 22409V10 1 77 SH SHARED 05 77 D CP SHIPS LTD COM 22409V10 15 1000 SH SHARED 06 1000 D CP SHIPS LTD COM 22409V10 0 3 SH SHARED 10 3 D CRANE CO COM 22439910 3311 125904 SH SHARED 125904 D CRANE CO COM 22439910 586 22301 SH SHARED 01 22301 D CRANE CO COM 22439910 62 2388 SH SHR/OTHR 01 2388 D CRANE CO COM 22439910 941 35817 SH SHARED 02 35817 D CRANE CO COM 22439910 99 3800 SH SHARED 10 3800 D CRANE CO COM 22439910 694 26400 SH SHARED 17 26400 D CRAWFORD & CO CL B 22463310 170 23032 SH SHARED 23032 D CRAWFORD & CO CL B 22463310 48 6500 SH SHARED 17 6500 D CRAY INC COM 22522310 11 9600 SH SHARED 02 9600 D CREDENCE SYS CORP NOTE 1.500% 5/1 225302AF 6083 6170000 PRN SHARED 02 6170000 D CREDENCE SYS CORP COM 22530210 1199 132542 SH SHARED 132542 D CREDENCE SYS CORP COM 22530210 252 27950 SH SHARED 01 5275 22675 D CREDENCE SYS CORP COM 22530210 90 9950 SH SHR/OTHR 01 9950 D CREDENCE SYS CORP COM 22530210 269 29807 SH SHARED 02 29807 D CREDENCE SYS CORP COM 22530210 295 32680 SH SHARED 17 32680 D CREDIT ACCEP CORP MICH COM 22531010 148 10000 SH SHARED 10000 D CREDIT ACCEP CORP MICH COM 22531010 37 2500 SH SHARED 10 2500 D CREDIT ACCEP CORP MICH COM 22531010 58 3900 SH SHARED 17 3900 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 76 1950 SH SHARED 01 1950 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 50 1290 SH SHR/OTHR 01 1290 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 2491 63666 SH SHARED 10 1100 62566 D CREE INC COM 22544710 2231 87630 SH SHARED 80130 7500 D CREE INC COM 22544710 804 31600 SH SHARED 01 31600 D CREE INC COM 22544710 2244 88121 SH SHARED 02 88121 D CREE INC COM 22544710 221 8700 SH SHARED 05 4410 4290 D CREE INC COM 22544710 12 500 SH SHARED 17 500 D CRESCENT REAL ESTATE EQUITIE COM 22575610 11 600 SH SHARED 600 D CRESCENT REAL ESTATE EQUITIE COM 22575610 143 7642 SH SHARED 02 7642 D CRESCENT REAL ESTATE EQUITIE COM 22575610 18 1000 SH SHARED 06 1000 D CRESCENT REAL ESTATE EQUITIE COM 22575610 2310 123200 SH SHARED 11 123200 D CRIIMI MAE INC COM NEW 22660350 374 17156 SH SHARED 17156 D CRIIMI MAE INC COM NEW 22660350 101 4660 SH SHARED 17 4660 D CRITICAL THERAPEUTICS INC COM 22674T10 145 20700 SH SHARED 20700 D CRITICAL THERAPEUTICS INC COM 22674T10 63 9100 SH SHARED 04 9100 D CROMPTON CORP COM 22711610 191 13500 SH SHARED 13500 D CROMPTON CORP COM 22711610 540 38200 SH SHARED 01 38200 D CROMPTON CORP COM 22711610 166 11789 SH SHR/OTHR 01 11789 D CROMPTON CORP COM 22711610 1309 92565 SH SHARED 02 92565 D CROMPTON CORP COM 22711610 169 12000 SH SHARED 17 12000 D CROSS CTRY HEALTHCARE INC COM 22748310 539 31728 SH SHARED 31728 D CROSS CTRY HEALTHCARE INC COM 22748310 78 4600 SH SHARED 01 4600 D CROSS CTRY HEALTHCARE INC COM 22748310 59 3500 SH SHR/OTHR 01 3500 D CROSS CTRY HEALTHCARE INC COM 22748310 249 14700 SH SHARED 17 14700 D CROSS TIMBERS RTY TR TR UNIT 22757R10 2 72 SH SHARED 72 D CROSS TIMBERS RTY TR TR UNIT 22757R10 81 2000 SH SHR/OTHR 01 2000 D CROSSTEX ENERGY L P COM 22765U10 586 15405 SH SHARED 15405 D CROSSTEX ENERGY INC COM 22765Y10 283 5878 SH SHARED 5878 D CROSSTEX ENERGY INC COM 22765Y10 77 1600 SH SHARED 17 1600 D CROWN CASTLE INTL CORP COM 22822710 1812 89204 SH SHARED 87504 1700 D CROWN CASTLE INTL CORP COM 22822710 112 5550 SH SHARED 01 5550 D CROWN CASTLE INTL CORP COM 22822710 46 2300 SH SHR/OTHR 01 2300 D CROWN CASTLE INTL CORP COM 22822710 503 24801 SH SHARED 02 24801 D CROWN CASTLE INTL CORP COM 22822710 1330 65500 SH SHARED 06 65500 D CROWN CASTLE INTL CORP COM 22822710 14402 708800 SH SHARED 17 708800 D CROWN HOLDINGS INC COM 22836810 4586 322300 SH SHARED 322300 D CROWN HOLDINGS INC COM 22836810 24 1705 SH SHR/OTHR 01 1705 D CROWN HOLDINGS INC COM 22836810 231 16300 SH SHARED 02 16300 D CROWN HOLDINGS INC COM 22836810 516 36300 SH SHARED 10 1400 34900 D CROWN HOLDINGS INC COM 22836810 264 18600 SH SHARED 17 18600 D CROWN MEDIA HLDGS INC CL A 22841110 136 14466 SH SHARED 14466 D CROWN MEDIA HLDGS INC CL A 22841110 63 6700 SH SHARED 17 6700 D CRT PROPERTIES INC COM 22876P10 9627 352661 SH SHARED 351161 1500 D CRT PROPERTIES INC COM 22876P10 1362 49900 SH SHARED 10 49900 D CRT PROPERTIES INC COM 22876P10 23759 870300 SH SHARED 11 870300 D CRT PROPERTIES INC COM 22876P10 420 15400 SH SHARED 17 15400 D CRUCELL N V SPONSORED ADR 22876910 72 3000 SH SHARED 3000 D CRYOLIFE INC COM 22890310 23 3000 SH SHARED 10 3000 D CRYPTOLOGIC INC COM 22890610 519 17300 SH SHARED 02 17300 D CRYSTALLEX INTL CORP COM 22942F10 1283 356500 SH SHARED 01 356500 D CRYSTALLEX INTL CORP COM 22942F10 326 90700 SH SHARED 05 90700 D CRYSTALLEX INTL CORP COM 22942F10 23633 6564900 SH SHARED 10 6564900 D CRYSTALLEX INTL CORP COM 22942F10 248 69000 SH SHARED 17 69000 D CTRIP COM INTL LTD ADR 22943F10 12777 251130 SH SHARED 251130 D CTRIP COM INTL LTD ADR 22943F10 1037 20400 SH SHARED 10 20400 D CUBIC CORP COM 22966910 278 15699 SH SHARED 15699 D CUBIC CORP COM 22966910 10 600 SH SHARED 01 600 D CUBIC CORP COM 22966910 0 28 SH SHARED 02 28 D CUBIC CORP COM 22966910 104 5900 SH SHARED 17 5900 D CUBIST PHARMACEUTICALS INC COM 22967810 1199 91096 SH SHARED 91096 D CUBIST PHARMACEUTICALS INC COM 22967810 85 6500 SH SHARED 01 6500 D CUBIST PHARMACEUTICALS INC COM 22967810 6308 479000 SH SHARED 04 479000 D CUBIST PHARMACEUTICALS INC COM 22967810 123 9350 SH SHARED 14 9350 D CUBIST PHARMACEUTICALS INC COM 22967810 298 22657 SH SHARED 17 22657 D CULLEN FROST BANKERS INC COM 22989910 4074 85500 SH SHARED 85500 D CULLEN FROST BANKERS INC COM 22989910 833 17500 SH SHARED 01 17500 D CULLEN FROST BANKERS INC COM 22989910 1001 21028 SH SHARED 02 21028 D CULLEN FROST BANKERS INC COM 22989910 114 2400 SH SHARED 10 2400 D CULLEN FROST BANKERS INC COM 22989910 19 400 SH SHARED 17 400 D CUMMINS INC COM 23102110 596 8000 SH SHARED 8000 D CUMMINS INC COM 23102110 8378 112300 SH SHARED 103700 8600 D CUMMINS INC COM 23102110 693 9301 SH SHARED 01 9301 D CUMMINS INC COM 23102110 59 800 SH SHR/OTHR 01 800 D CUMMINS INC COM 23102110 1472 19735 SH SHARED 02 19735 D CUMMINS INC COM 23102110 139 1873 SH SHARED 06 1873 D CUMMINS INC COM 23102110 6792 91038 SH SHARED 10 4700 86338 D CUMMINS INC COM 23102110 236 3169 SH SHARED 14 3169 D CUMMINS INC COM 23102110 2797 37501 SH SHARED 17 24801 12700 D CUMULUS MEDIA INC CL A 23108210 25 2200 SH SHARED 2200 D CUMULUS MEDIA INC CL A 23108210 2962 251527 SH SHARED 251527 D CUMULUS MEDIA INC CL A 23108210 28 2400 SH SHARED 01 2400 D CUMULUS MEDIA INC CL A 23108210 1 100 SH SHARED 02 100 D CUMULUS MEDIA INC CL A 23108210 296 25200 SH SHARED 17 25200 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 5898 6343000 PRN SHARED 6343000 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 372 400000 PRN SHARED 02 400000 D CURAGEN CORP NOTE 4.000% 2/1 23126RAE 1122 1500000 PRN SHARED 02 1500000 D CURAGEN CORP COM 23126R10 301 58570 SH SHARED 58570 D CURAGEN CORP COM 23126R10 1 200 SH SHARED 01 200 D CURAGEN CORP COM 23126R10 9 1900 SH SHARED 10 1900 D CURAGEN CORP COM 23126R10 102 20000 SH SHARED 17 20000 D CURIS INC COM 23126910 186 47831 SH SHARED 47831 D CURIS INC COM 23126910 88 22600 SH SHARED 17 22600 D CURTISS WRIGHT CORP COM 23156110 1147 21267 SH SHARED 21267 D CURTISS WRIGHT CORP COM 23156110 21 400 SH SHARED 01 400 D CURTISS WRIGHT CORP COM 23156110 5 110 SH SHR/OTHR 01 110 D CURTISS WRIGHT CORP COM 23156110 51 946 SH SHARED 02 946 D CURTISS WRIGHT CORP COM 23156110 863 16000 SH SHARED 17 16000 D CYBERGUARD CORP COM 23191010 123 20811 SH SHARED 20811 D CYBERGUARD CORP COM 23191010 3854 648300 SH SHARED 17 648300 D CYBERSOURCE CORP COM 23251J10 197 26963 SH SHARED 26963 D CYBERSOURCE CORP COM 23251J10 823 112700 SH SHARED 17 13500 99200 D CYBERONICS INC COM 23251P10 905 20874 SH SHARED 20874 D CYBERONICS INC COM 23251P10 65 1500 SH SHARED 02 1500 D CYBERONICS INC COM 23251P10 15 350 SH SHARED 10 350 D CYBERONICS INC COM 23251P10 349 8051 SH SHARED 17 8051 D CYBEROPTICS CORP COM 23251710 72 5600 SH SHARED 5600 D CYBEROPTICS CORP COM 23251710 62 4805 SH SHR/OTHR 01 4805 D CYBEROPTICS CORP COM 23251710 13 1000 SH SHARED 02 1000 D CYMER INC NOTE 3.500% 2/1 232572AE 101 107000 PRN SHARED 02 107000 D CYMER INC COM 23257210 3987 151329 SH SHARED 151329 D CYMER INC COM 23257210 32 1238 SH SHARED 02 1238 D CYMER INC COM 23257210 4743 180000 SH SHARED 04 180000 D CYMER INC COM 23257210 379 14400 SH SHARED 17 14400 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 686 51983 SH SHARED 51983 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 13 1000 SH SHARED 01 1000 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 8727 661139 SH SHARED 04 661139 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 110 8400 SH SHARED 14 8400 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 183 13900 SH SHARED 17 13900 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 264 250000 PRN SHARED 250000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 3133 248927 SH SHARED 175827 73100 D CYPRESS SEMICONDUCTOR CORP COM 23280610 616 49000 SH SHARED 01 49000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 229 18255 SH SHR/OTHR 01 18255 D CYPRESS SEMICONDUCTOR CORP COM 23280610 5640 448015 SH SHARED 02 448015 D CYPRESS SEMICONDUCTOR CORP COM 23280610 2014 160000 SH SHARED 04 160000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 954 75800 SH SHARED 10 75800 D CYPRESS SEMICONDUCTOR CORP COM 23280610 2936 233250 SH SHARED 17 134650 98600 D CYTOKINETICS INC COM 23282W10 40 5800 SH SHARED 5800 D CYTOKINETICS INC COM 23282W10 6 1000 SH SHARED 02 1000 D CYTEC INDS INC COM 23282010 59 1500 SH SHARED 1500 D CYTEC INDS INC COM 23282010 4190 105298 SH SHARED 105298 D CYTEC INDS INC COM 23282010 615 15468 SH SHARED 01 15468 D CYTEC INDS INC COM 23282010 743 18689 SH SHARED 02 18689 D CYTEC INDS INC COM 23282010 191 4800 SH SHARED 17 4800 D CYTOGEN CORP COM NEW 23282430 62 11922 SH SHARED 11922 D CYTOGEN CORP COM NEW 23282430 9 1900 SH SHARED 01 1900 D CYTOGEN CORP COM NEW 23282430 0 100 SH SHR/OTHR 01 100 D CYTOGEN CORP COM NEW 23282430 10 2000 SH SHARED 02 2000 D D & E COMMUNICATIONS INC COM 23286010 97 10000 SH SHARED 10000 D D & E COMMUNICATIONS INC COM 23286010 14 1500 SH SHARED 02 1500 D D & K HEALTHCARE RES INC COM 23286110 51 6057 SH SHARED 6057 D D & K HEALTHCARE RES INC COM 23286110 0 12 SH SHARED 02 12 D CYTYC CORP COM 23294610 291 13200 SH SHARED 13200 D CYTYC CORP COM 23294610 843 38248 SH SHARED 01 38248 D CYTYC CORP COM 23294610 1087 49288 SH SHARED 02 49288 D CYTYC CORP COM 23294610 3820 173200 SH SHARED 10 161300 11900 D CYTYC CORP COM 23294610 26 1200 SH SHARED 17 1200 D DDI CORP COM PAR $ .001 23316230 2052 1041924 SH SHARED 1041924 D DDI CORP COM PAR $ .001 23316230 6 3500 SH SHARED 02 3500 D DHB INDS INC COM 23321E10 227 26911 SH SHARED 26911 D DHB INDS INC COM 23321E10 0 100 SH SHARED 01 100 D DHB INDS INC COM 23321E10 0 19 SH SHARED 02 19 D DHB INDS INC COM 23321E10 9517 1126300 SH SHARED 17 1126300 D DJ ORTHOPEDICS INC COM 23325G10 884 32243 SH SHARED 21343 10900 D DJ ORTHOPEDICS INC COM 23325G10 20 750 SH SHR/OTHR 01 750 D DJ ORTHOPEDICS INC COM 23325G10 795 29000 SH SHARED 10 29000 D DJ ORTHOPEDICS INC COM 23325G10 650 23700 SH SHARED 17 7700 16000 D DNP SELECT INCOME FD COM 23325P10 75 6500 SH SHARED 01 6500 D DNP SELECT INCOME FD COM 23325P10 75 6500 SH SHARED 10 6500 D DPL INC COM 23329310 19283 702500 SH SHARED 702500 D DPL INC COM 23329310 1169 42612 SH SHARED 01 42612 D DPL INC COM 23329310 149 5450 SH SHR/OTHR 01 5450 D DPL INC COM 23329310 1516 55241 SH SHARED 02 55241 D DPL INC COM 23329310 307 11200 SH SHARED 17 11200 D DRS TECHNOLOGIES INC COM 23330X10 2572 50160 SH SHARED 44560 5600 D DRS TECHNOLOGIES INC COM 23330X10 8 170 SH SHR/OTHR 01 170 D DRS TECHNOLOGIES INC COM 23330X10 2389 46600 SH SHARED 10 100 46500 D DRS TECHNOLOGIES INC COM 23330X10 12073 235451 SH SHARED 17 224351 11100 D D R HORTON INC COM 23331A10 267 7100 SH SHARED 7100 D D R HORTON INC COM 23331A10 18175 483264 SH SHARED 482731 533 D D R HORTON INC COM 23331A10 3943 104860 SH SHARED 01 104860 D D R HORTON INC COM 23331A10 38 1022 SH SHR/OTHR 01 1022 D D R HORTON INC COM 23331A10 10547 280432 SH SHARED 02 280432 D D R HORTON INC COM 23331A10 11 300 SH SHARED 05 300 D D R HORTON INC COM 23331A10 150 3999 SH SHARED 06 3999 D D R HORTON INC COM 23331A10 17 468 SH SHARED 14 468 D D R HORTON INC COM 23331A10 28387 754790 SH SHARED 17 754790 D DSP GROUP INC COM 23332B10 749 31396 SH SHARED 31396 D DSP GROUP INC COM 23332B10 50 2100 SH SHARED 02 2100 D DSP GROUP INC COM 23332B10 362 15200 SH SHARED 05 15200 D DSP GROUP INC COM 23332B10 27 1140 SH SHARED 10 1140 D DSP GROUP INC COM 23332B10 2095 87800 SH SHARED 17 87800 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 35847 31500000 PRN SHARED 31500000 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 2845 2500000 PRN SHARED 02 2500000 D DST SYS INC DEL DBCV 3.625% 8/1 233326AD 54 50000 PRN SHR/OTHR 01 50000 D DST SYS INC DEL COM 23332610 3292 70357 SH SHARED 70357 D DST SYS INC DEL COM 23332610 1296 27700 SH SHARED 01 27700 D DST SYS INC DEL COM 23332610 5341 114144 SH SHARED 02 114144 D DST SYS INC DEL COM 23332610 30 650 SH SHARED 06 650 D DST SYS INC DEL COM 23332610 149 3200 SH SHARED 17 3200 D DTE ENERGY CO COM 23333110 247 5300 SH SHARED 5300 D DTE ENERGY CO COM 23333110 23903 511086 SH SHARED 508986 2100 D DTE ENERGY CO COM 23333110 2593 55442 SH SHARED 01 55442 D DTE ENERGY CO COM 23333110 5 125 SH SHR/OTHR 01 125 D DTE ENERGY CO COM 23333110 3360 71842 SH SHARED 02 71842 D DTE ENERGY CO COM 23333110 9 200 SH SHARED 05 200 D DTE ENERGY CO COM 23333110 95 2050 SH SHARED 06 2050 D DTE ENERGY CO COM 23333110 261 5600 SH SHARED 10 5600 D DTE ENERGY CO COM 23333110 16 359 SH SHR/OTHR 10 359 D DTE ENERGY CO COM 23333110 5127 109639 SH SHARED 17 70760 38879 D DADE BEHRING HLDGS INC COM 23342J20 12055 185440 SH SHARED 169840 15600 D DADE BEHRING HLDGS INC COM 23342J20 513 7900 SH SHARED 02 7900 D DADE BEHRING HLDGS INC COM 23342J20 650 10000 SH SHARED 05 10000 D DADE BEHRING HLDGS INC COM 23342J20 5506 84700 SH SHARED 10 900 83800 D DADE BEHRING HLDGS INC COM 23342J20 1716 26410 SH SHARED 17 26410 D DAKTRONICS INC COM 23426410 298 14933 SH SHARED 14933 D DAKTRONICS INC COM 23426410 8 400 SH SHARED 01 400 D DAKTRONICS INC COM 23426410 44 2200 SH SHARED 02 2200 D DAKTRONICS INC COM 23426410 16 800 SH SHARED 10 800 D DAKTRONICS INC COM 23426410 132 6600 SH SHARED 17 6600 D DANA CORP COM 23581110 8930 595000 SH SHARED 595000 D DANA CORP COM 23581110 348 23201 SH SHARED 01 23201 D DANA CORP COM 23581110 75 5000 SH SHR/OTHR 01 5000 D DANA CORP COM 23581110 1269 84579 SH SHARED 02 84579 D DANA CORP COM 23581110 1039 69229 SH SHARED 17 69229 D DANAHER CORP DEL COM 23585110 31984 611092 SH SHARED 609092 2000 D DANAHER CORP DEL COM 23585110 3310 63252 SH SHARED 01 598 62654 D DANAHER CORP DEL COM 23585110 41 800 SH SHR/OTHR 01 800 D DANAHER CORP DEL COM 23585110 5235 100026 SH SHARED 02 100026 D DANAHER CORP DEL COM 23585110 2614 49950 SH SHARED 06 49950 D DANAHER CORP DEL COM 23585110 2800 53510 SH SHARED 10 50300 3210 D DANAHER CORP DEL COM 23585110 209 4000 SH SHARED 14 4000 D DANAHER CORP DEL COM 23585110 6609 126287 SH SHARED 17 126287 D DANIELSON HLDG CORP COM 23627410 1281 105295 SH SHARED 105295 D DANIELSON HLDG CORP COM 23627410 309 25460 SH SHARED 01 25460 D DANIELSON HLDG CORP COM 23627410 5415 445010 SH SHARED 17 445010 D DARDEN RESTAURANTS INC COM 23719410 972 29500 SH SHARED 29500 D DARDEN RESTAURANTS INC COM 23719410 12116 367400 SH SHARED 326900 40500 D DARDEN RESTAURANTS INC COM 23719410 1558 47254 SH SHARED 01 47254 D DARDEN RESTAURANTS INC COM 23719410 336 10200 SH SHR/OTHR 01 10200 D DARDEN RESTAURANTS INC COM 23719410 2226 67503 SH SHARED 02 67503 D DARDEN RESTAURANTS INC COM 23719410 82 2500 SH SHARED 06 2500 D DARDEN RESTAURANTS INC COM 23719410 14384 436150 SH SHARED 10 148650 287500 D DARDEN RESTAURANTS INC COM 23719410 335 10164 SH SHARED 14 10164 D DARDEN RESTAURANTS INC COM 23719410 2372 71944 SH SHARED 17 71944 D DARLING INTL INC COM 23726610 1347 359334 SH SHARED 359334 D DARLING INTL INC COM 23726610 0 91 SH SHARED 02 91 D DARLING INTL INC COM 23726610 106 28500 SH SHARED 17 28500 D DASSAULT SYS S A SPONSORED ADR 23754510 7 145 SH SHARED 10 145 D DATASCOPE CORP COM 23811310 1010 30286 SH SHARED 30286 D DATASCOPE CORP COM 23811310 53 1600 SH SHARED 10 1600 D DATASCOPE CORP COM 23811310 136 4106 SH SHARED 17 4106 D DAVE & BUSTERS INC COM 23833N10 253 13741 SH SHARED 13741 D DAVE & BUSTERS INC COM 23833N10 151 8200 SH SHARED 10 8200 D DAVE & BUSTERS INC COM 23833N10 992 53800 SH SHARED 17 5700 48100 D DAVITA INC COM 23918K10 518 11400 SH SHARED 11400 D DAVITA INC COM 23918K10 8296 182412 SH SHARED 178612 3800 D DAVITA INC COM 23918K10 109 2400 SH SHARED 01 2400 D DAVITA INC COM 23918K10 554 12198 SH SHARED 02 12198 D DAVITA INC COM 23918K10 227 5000 SH SHARED 06 5000 D DAVITA INC COM 23918K10 10260 225600 SH SHARED 10 126500 99100 D DAVITA INC COM 23918K10 20778 456870 SH SHARED 17 456870 D DEAN FOODS CO NEW COM 24237010 3561 101075 SH SHARED 83100 17975 D DEAN FOODS CO NEW COM 24237010 3177 90171 SH SHARED 01 13050 77121 D DEAN FOODS CO NEW COM 24237010 257 7320 SH SHR/OTHR 01 7320 D DEAN FOODS CO NEW COM 24237010 2339 66386 SH SHARED 02 66386 D DEAN FOODS CO NEW COM 24237010 599 17000 SH SHARED 03 17000 D DEAN FOODS CO NEW COM 24237010 9226 261820 SH SHARED 05 139260 122560 D DEAN FOODS CO NEW COM 24237010 52 1500 SH SHARED 06 1500 D DEAN FOODS CO NEW COM 24237010 20094 570207 SH SHARED 10 127367 371800 71040 D DEAN FOODS CO NEW COM 24237010 2956 83900 SH SHARED 17 83900 D DEB SHOPS INC COM 24272810 123 4267 SH SHARED 4267 D DEB SHOPS INC COM 24272810 54 1890 SH SHARED 10 1890 D DEB SHOPS INC COM 24272810 34 1200 SH SHARED 17 1200 D DEBT STRATEGIES FD INC NEW COM 24276Q10 79 12035 SH SHARED 12035 D DECKERS OUTDOOR CORP COM 24353710 1397 56801 SH SHARED 56801 D DECKERS OUTDOOR CORP COM 24353710 51 2100 SH SHARED 02 2100 D DECKERS OUTDOOR CORP COM 24353710 123 5000 SH SHARED 17 5000 D DECODE GENETICS INC COM 24358610 556 59249 SH SHARED 59249 D DECODE GENETICS INC COM 24358610 1 200 SH SHARED 01 200 D DECODE GENETICS INC COM 24358610 226 24100 SH SHARED 17 24100 D DEERE & CO COM 24419910 69247 1057378 SH SHARED 828574 228804 D DEERE & CO COM 24419910 6575 100408 SH SHARED 01 18055 82353 D DEERE & CO COM 24419910 1500 22905 SH SHR/OTHR 01 22905 D DEERE & CO COM 24419910 6156 94010 SH SHARED 02 94010 D DEERE & CO COM 24419910 664 10140 SH SHARED 05 10140 D DEERE & CO COM 24419910 1804 27550 SH SHARED 06 27550 D DEERE & CO COM 24419910 3397 51885 SH SHARED 10 32400 19485 D DEERE & CO COM 24419910 994 15180 SH SHR/OTHR 10 15180 D DEERE & CO COM 24419910 792 12100 SH SHARED 14 12100 D DEERE & CO COM 24419910 6988 106708 SH SHARED 17 106708 D DEL MONTE FOODS CO COM 24522P10 1022 94923 SH SHARED 94477 446 D DEL MONTE FOODS CO COM 24522P10 527 48964 SH SHARED 01 3572 45392 D DEL MONTE FOODS CO COM 24522P10 157 14663 SH SHR/OTHR 01 14663 D DEL MONTE FOODS CO COM 24522P10 362 33700 SH SHARED 02 33700 D DEL MONTE FOODS CO COM 24522P10 307 28592 SH SHARED 10 28592 D DEL MONTE FOODS CO COM 24522P10 48 4518 SH SHR/OTHR 10 4518 D DEL MONTE FOODS CO COM 24522P10 188 17500 SH SHARED 17 17500 D DEL MONTE FOODS CO COM 24522P10 313 29073 SH SHARED 18 29073 D DE RIGO S P A SPONSORED ADR 24533410 1105 157700 SH SHARED 04 157700 D DELAWARE INVTS DIV & INCOME COM 24591510 311 24936 SH SHARED 01 24936 D DELAWARE INV GLBL DIV & INC COM 24591610 278 21575 SH SHARED 01 21575 D DELL INC COM 24702R10 732830 18571471 SH SHARED 18444056 127415 D DELL INC COM 24702R10 23169 587152 SH SHARED 01 18486 568666 D DELL INC COM 24702R10 1846 46799 SH SHR/OTHR 01 46799 D DELL INC COM 24702R10 34480 873814 SH SHARED 02 873814 D DELL INC COM 24702R10 43668 1106656 SH SHARED 04 1084940 21716 D DELL INC COM 24702R10 1391 35270 SH SHARED 05 35270 D DELL INC COM 24702R10 4425 112164 SH SHARED 06 112164 D DELL INC COM 24702R10 178962 4535296 SH SHARED 10 1732021 2018540 784735 D DELL INC COM 24702R10 2003 50762 SH SHARED 14 50762 D DELL INC COM 24702R10 2209 56000 SH SHARED 16 56000 D DELL INC COM 24702R10 48441 1227610 SH SHARED 17 1227610 D DELL INC COM 24702R10 69 1757 SH SHARED 18 1757 D DELPHI CORP COM 24712610 78 16900 SH SHARED 16900 D DELPHI CORP COM 24712610 7303 1570723 SH SHARED 1557223 13500 D DELPHI CORP COM 24712610 347 74634 SH SHARED 01 74634 D DELPHI CORP COM 24712610 67 14411 SH SHR/OTHR 01 14411 D DELPHI CORP COM 24712610 1097 236039 SH SHARED 02 236039 D DELPHI CORP COM 24712610 1 419 SH SHARED 05 419 D DELPHI CORP COM 24712610 205 44200 SH SHARED 06 44200 D DELPHI CORP COM 24712610 0 16 SH SHARED 10 16 D DELPHI CORP COM 24712610 901 193800 SH SHARED 14 193800 D DELPHI CORP COM 24712610 1277 274837 SH SHARED 17 274837 D DELPHI FINL GROUP INC CL A 24713110 4057 91907 SH SHARED 91907 D DELPHI FINL GROUP INC CL A 24713110 88 2000 SH SHARED 01 2000 D DELPHI FINL GROUP INC CL A 24713110 13 300 SH SHARED 02 300 D DELPHI FINL GROUP INC CL A 24713110 39 900 SH SHARED 10 900 D DELPHI FINL GROUP INC CL A 24713110 602 13654 SH SHARED 17 13654 D DELTA & PINE LD CO COM 24735710 948 37864 SH SHARED 37864 D DELTA & PINE LD CO COM 24735710 8 347 SH SHR/OTHR 01 347 D DELTA & PINE LD CO COM 24735710 30 1200 SH SHARED 02 1200 D DELTA & PINE LD CO COM 24735710 563 22468 SH SHARED 17 22468 D DELTA AIR LINES INC DEL NOTE 8.000% 6/0 247361YP 1440 4000000 PRN SHARED 4000000 D DELTA AIR LINES INC DEL NOTE 8.000% 6/0 247361YP 42 118000 PRN SHARED 02 118000 D DELTA AIR LINES INC DEL NOTE 2.875% 2/1 247361YS 83 250000 PRN SHARED 02 250000 D DELTA AIR LINES INC DEL COM 24736110 62 16600 SH SHARED 16600 D DELTA AIR LINES INC DEL COM 24736110 2788 741489 SH SHARED 741489 D DELTA AIR LINES INC DEL COM 24736110 69 18501 SH SHARED 01 18501 D DELTA AIR LINES INC DEL COM 24736110 1982 527306 SH SHARED 02 527306 D DELTA AIR LINES INC DEL COM 24736110 22 6000 SH SHARED 06 6000 D DELTA AIR LINES INC DEL COM 24736110 403 107439 SH SHARED 17 107439 D DELTIC TIMBER CORP COM 24785010 1260 33133 SH SHARED 10733 22400 D DELTIC TIMBER CORP COM 24785010 1022 26883 SH SHARED 01 8312 18571 D DELTIC TIMBER CORP COM 24785010 1996 52499 SH SHR/OTHR 01 52499 D DELTIC TIMBER CORP COM 24785010 45 1200 SH SHARED 02 1200 D DELTIC TIMBER CORP COM 24785010 950 25000 SH SHARED 10 25000 D DELTIC TIMBER CORP COM 24785010 848 22300 SH SHARED 17 3100 19200 D DELTA PETE CORP COM NEW 24790720 569 40331 SH SHARED 30331 10000 D DELTA PETE CORP COM NEW 24790720 101 7200 SH SHARED 01 7200 D DELTA PETE CORP COM NEW 24790720 199 14100 SH SHARED 17 14100 D DENBURY RES INC COM NEW 24791620 161 4073 SH SHARED 4073 D DENBURY RES INC COM NEW 24791620 222 5600 SH SHARED 02 5600 D DENBURY RES INC COM NEW 24791620 8288 208400 SH SHARED 17 208400 D DELTA FINANCIAL CORP COM 24791810 102 10768 SH SHARED 10768 D DELTA FINANCIAL CORP COM 24791810 50 5300 SH SHR/OTHR 01 5300 D DELUXE CORP COM 24801910 154 3800 SH SHARED 3800 D DELUXE CORP COM 24801910 1148 28300 SH SHARED 28300 D DELUXE CORP COM 24801910 872 21502 SH SHARED 01 21502 D DELUXE CORP COM 24801910 5 145 SH SHR/OTHR 01 145 D DELUXE CORP COM 24801910 926 22828 SH SHARED 02 22828 D DELUXE CORP COM 24801910 3290 81053 SH SHARED 10 79300 1753 D DELUXE CORP COM 24801910 17 432 SH SHARED 14 432 D DELUXE CORP COM 24801910 1449 35700 SH SHARED 17 300 35400 D DENDREON CORP COM 24823Q10 675 129111 SH SHARED 129111 D DENDREON CORP COM 24823Q10 140 26900 SH SHARED 17 26900 D DENDRITE INTL INC COM 24823910 579 41984 SH SHARED 41984 D DENDRITE INTL INC COM 24823910 59 4300 SH SHARED 02 4300 D DENDRITE INTL INC COM 24823910 216 15724 SH SHARED 17 15724 D DENNYS CORP COM 24869P10 447 89498 SH SHARED 89498 D DENNYS CORP COM 24869P10 204 40900 SH SHARED 17 40900 D DENTSPLY INTL INC NEW COM 24903010 70 1300 SH SHARED 1300 D DENTSPLY INTL INC NEW COM 24903010 20283 375622 SH SHARED 375022 600 D DENTSPLY INTL INC NEW COM 24903010 1539 28500 SH SHARED 01 28500 D DENTSPLY INTL INC NEW COM 24903010 54 1000 SH SHR/OTHR 01 1000 D DENTSPLY INTL INC NEW COM 24903010 2126 39375 SH SHARED 02 39375 D DENTSPLY INTL INC NEW COM 24903010 4050 75000 SH SHARED 10 75000 D DENTSPLY INTL INC NEW COM 24903010 145 2700 SH SHARED 17 2700 D DEPARTMENT 56 INC COM 24950910 114 11200 SH SHARED 11200 D DEPARTMENT 56 INC COM 24950910 16 1600 SH SHARED 02 1600 D DESCARTES SYS GROUP INC COM 24990610 113 51200 SH SHARED 51200 D DEPOMED INC COM 24990810 2702 618400 SH SHARED 618400 D DEPOMED INC COM 24990810 13 3000 SH SHARED 02 3000 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 7587 276700 SH SHARED 276700 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 342 12500 SH SHR/OTHR 01 12500 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 3147 114800 SH SHARED 10 114800 D DESERT SUN MNG CORP COM 25043V10 3220 2000000 SH SHARED 10 2000000 D DESIGN WITHIN REACH INC COM 25055710 212 11723 SH SHARED 11723 D DESIGN WITHIN REACH INC COM 25055710 115 6400 SH SHARED 17 6400 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 14327 777814 SH SHARED 777814 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 37 2010 SH SHR/OTHR 01 2010 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 1 100 SH SHARED 02 100 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 212 11555 SH SHARED 10 11555 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 9763 212428 SH SHARED 212128 300 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1732 37700 SH SHARED 01 37700 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 2636 57370 SH SHARED 02 57370 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 44004 957460 SH SHARED 11 957460 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 88 79000 PRN SHARED 01 79000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 48 43000 PRN SHR/OTHR 01 43000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 7974 7120000 PRN SHARED 02 7120000 D DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB 3667 3246000 PRN SHARED 3246000 D DEVON ENERGY CORP NEW COM 25179M10 96280 1899766 SH SHARED 1819266 80500 D DEVON ENERGY CORP NEW COM 25179M10 4970 98068 SH SHARED 01 3000 95068 D DEVON ENERGY CORP NEW COM 25179M10 771 15214 SH SHR/OTHR 01 15214 D DEVON ENERGY CORP NEW COM 25179M10 9511 187683 SH SHARED 02 187683 D DEVON ENERGY CORP NEW COM 25179M10 6618 130600 SH SHARED 03 130600 D DEVON ENERGY CORP NEW COM 25179M10 6453 127340 SH SHARED 04 127340 D DEVON ENERGY CORP NEW COM 25179M10 3963 78200 SH SHARED 05 70600 7600 D DEVON ENERGY CORP NEW COM 25179M10 8800 173654 SH SHARED 06 173654 D DEVON ENERGY CORP NEW COM 25179M10 151356 2986523 SH SHARED 10 844948 1778780 362795 D DEVON ENERGY CORP NEW COM 25179M10 5 100 SH SHR/OTHR 10 100 D DEVON ENERGY CORP NEW COM 25179M10 58 1148 SH SHARED 14 1148 D DEVON ENERGY CORP NEW COM 25179M10 195 3856 SH SHARED 15 3856 D DEVON ENERGY CORP NEW COM 25179M10 1267 25000 SH SHARED 16 25000 D DEVON ENERGY CORP NEW COM 25179M10 235471 4646233 SH SHARED 17 4632333 13900 D DEVRY INC DEL COM 25189310 1283 64492 SH SHARED 64492 D DEVRY INC DEL COM 25189310 501 25200 SH SHARED 01 25200 D DEVRY INC DEL COM 25189310 432 21732 SH SHARED 02 21732 D DEVRY INC DEL COM 25189310 553 27800 SH SHARED 17 27800 D DEX MEDIA INC COM 25212E10 19 800 SH SHARED 800 D DEX MEDIA INC COM 25212E10 358 14700 SH SHARED 02 14700 D DEX MEDIA INC COM 25212E10 8050 329800 SH SHARED 04 329800 D DEX MEDIA INC COM 25212E10 32 1340 SH SHARED 05 1340 D DEX MEDIA INC COM 25212E10 12815 525000 SH SHARED 17 525000 D DEXCOM INC COM 25213110 56 4582 SH SHARED 4582 D DIAGEO P L C SPON ADR NEW 25243Q20 2028 34200 SH SHARED 34200 D DIAGEO P L C SPON ADR NEW 25243Q20 342 5783 SH SHR/OTHR 01 5783 D DIAGEO P L C SPON ADR NEW 25243Q20 25 425 SH SHARED 10 125 300 D DIAGEO P L C SPON ADR NEW 25243Q20 5657 95403 SH SHARED 17 95403 D DIAGNOSTIC PRODS CORP COM 25245010 1072 22666 SH SHARED 22666 D DIAGNOSTIC PRODS CORP COM 25245010 75 1600 SH SHR/OTHR 01 1600 D DIAGNOSTIC PRODS CORP COM 25245010 89 1900 SH SHARED 02 1900 D DIAGNOSTIC PRODS CORP COM 25245010 468 9900 SH SHARED 17 9900 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 12292 10035000 PRN SHARED 10035000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 63 52000 PRN SHR/OTHR 01 52000 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 3087 57780 SH SHARED 38880 18900 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 8 160 SH SHR/OTHR 01 160 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 4800 89847 SH SHARED 02 89847 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 464 8700 SH SHARED 06 8700 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 5567 104200 SH SHARED 10 104200 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1348 25230 SH SHARED 17 25230 D DIAMONDCLUSTER INTL INC COM 25278P10 383 33963 SH SHR/OTHR 33963 D DIAMONDCLUSTER INTL INC COM 25278P10 1358 120251 SH SHARED 29251 91000 D DIAMONDCLUSTER INTL INC COM 25278P10 632 56000 SH SHARED 10 56000 D DIAMONDCLUSTER INTL INC COM 25278P10 1595 141200 SH SHARED 17 10600 130600 D DIAMONDROCK HOSPITALITY CO COM 25278430 275 24348 SH SHARED 24348 D DIAMONDROCK HOSPITALITY CO COM 25278430 74 6600 SH SHARED 17 6600 D DIAMONDS TR UNIT SER 1 25278710 79769 776345 SH SHARED 776105 240 D DIAMONDS TR UNIT SER 1 25278710 340 3312 SH SHARED 01 900 2412 D DIAMONDS TR UNIT SER 1 25278710 2147 20900 SH SHARED 02 20900 D DICKS SPORTING GOODS INC COM 25339310 249 6478 SH SHARED 6478 D DICKS SPORTING GOODS INC COM 25339310 131 3400 SH SHARED 02 3400 D DICKS SPORTING GOODS INC COM 25339310 104 2700 SH SHARED 17 2700 D DIEBOLD INC COM 25365110 99 2200 SH SHARED 2200 D DIEBOLD INC COM 25365110 1195 26500 SH SHARED 26500 D DIEBOLD INC COM 25365110 1204 26700 SH SHARED 01 26700 D DIEBOLD INC COM 25365110 194 4318 SH SHR/OTHR 01 4318 D DIEBOLD INC COM 25365110 1528 33879 SH SHARED 02 33879 D DIEBOLD INC COM 25365110 31315 694200 SH SHARED 04 694200 D DIEBOLD INC COM 25365110 9495 210500 SH SHARED 10 210300 200 D DIEBOLD INC COM 25365110 460 10200 SH SHARED 17 10200 D DIGENE CORP COM 25375210 560 20234 SH SHARED 20234 D DIGENE CORP COM 25375210 5 200 SH SHARED 02 200 D DIGENE CORP COM 25375210 190 6900 SH SHARED 17 6900 D DIGI INTL INC COM 25379810 269 22765 SH SHARED 22765 D DIGI INTL INC COM 25379810 732 61800 SH SHARED 17 11400 50400 D DIGIMARC CORP COM 25380710 68 12522 SH SHARED 12522 D DIGIMARC CORP COM 25380710 10 2000 SH SHARED 02 2000 D DIGIRAD CORP COM 25382710 190 35000 SH SHARED 35000 D DIGIRAD CORP COM 25382710 3623 666100 SH SHARED 04 666100 D DIGITAL INSIGHT CORP COM 25385P10 1207 50497 SH SHARED 40997 9500 D DIGITAL INSIGHT CORP COM 25385P10 55 2300 SH SHARED 02 2300 D DIGITAL INSIGHT CORP COM 25385P10 511 21400 SH SHARED 04 21400 D DIGITAL INSIGHT CORP COM 25385P10 437 18300 SH SHARED 10 18300 D DIGITAL INSIGHT CORP COM 25385P10 1457 60922 SH SHARED 17 17122 43800 D DIGITAL RLTY TR INC COM 25386810 5417 311696 SH SHARED 311696 D DIGITAL RLTY TR INC COM 25386810 8 500 SH SHARED 02 500 D DIGITAL RLTY TR INC COM 25386810 38088 2191500 SH SHARED 11 2191500 D DIGITAL RLTY TR INC COM 25386810 83 4800 SH SHARED 17 4800 D DIGITAL RIV INC COM 25388B10 2687 84632 SH SHARED 53532 31100 D DIGITAL RIV INC COM 25388B10 2474 77925 SH SHARED 01 61425 16500 D DIGITAL RIV INC COM 25388B10 42 1325 SH SHR/OTHR 01 1325 D DIGITAL RIV INC COM 25388B10 9702 305600 SH SHARED 02 305600 D DIGITAL RIV INC COM 25388B10 1762 55500 SH SHARED 04 55500 D DIGITAL RIV INC COM 25388B10 9521 299900 SH SHARED 10 290300 2900 6700 D DIGITAL RIV INC COM 25388B10 13725 432300 SH SHARED 17 387200 45100 D DIGITAS INC COM 25388K10 1002 87886 SH SHARED 87886 D DIGITAS INC COM 25388K10 1255 110000 SH SHARED 04 110000 D DIGITAS INC COM 25388K10 378 33200 SH SHARED 17 33200 D DIME CMNTY BANCSHARES COM 25392210 584 38452 SH SHARED 28752 9700 D DIME CMNTY BANCSHARES COM 25392210 2 150 SH SHARED 01 150 D DIME CMNTY BANCSHARES COM 25392210 10 675 SH SHR/OTHR 01 675 D DIME CMNTY BANCSHARES COM 25392210 4 300 SH SHARED 02 300 D DIME CMNTY BANCSHARES COM 25392210 49 3247 SH SHARED 10 3247 D DIME CMNTY BANCSHARES COM 25392210 227 14969 SH SHARED 17 14969 D DILLARDS INC CL A 25406710 46993 2006550 SH SHARED 2004450 2100 D DILLARDS INC CL A 25406710 407 17401 SH SHARED 01 17401 D DILLARDS INC CL A 25406710 28 1230 SH SHR/OTHR 01 1230 D DILLARDS INC CL A 25406710 1009 43104 SH SHARED 02 43104 D DILLARDS INC CL A 25406710 1372 58600 SH SHARED 10 58600 D DILLARDS INC CL A 25406710 832 35549 SH SHARED 17 35549 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 152 848919 SH SHARED 848919 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 3 19500 SH SHARED 01 19500 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 0 700 SH SHARED 10 700 D DIMON INC SDCV 6.250% 3/3 254394AF 8000 80000 SH SHARED 17 80000 D DIODES INC COM 25454310 1461 46839 SH SHARED 9439 37400 D DIODES INC COM 25454310 923 29600 SH SHARED 10 29600 D DIODES INC COM 25454310 648 20800 SH SHARED 17 4800 16000 D DIONEX CORP COM 25454610 1361 31237 SH SHARED 20137 11100 D DIONEX CORP COM 25454610 39 900 SH SHARED 01 900 D DIONEX CORP COM 25454610 743 17060 SH SHARED 17 12060 5000 D DIRECT GEN CORP COM 25456W20 1248 67100 SH SHARED 67100 D DIRECT GEN CORP COM 25456W20 74 3995 SH SHARED 01 3995 D DIRECT GEN CORP COM 25456W20 55 3000 SH SHARED 02 3000 D DIRECT GEN CORP COM 25456W20 145 7800 SH SHARED 17 7800 D DIRECTV GROUP INC COM 25459L10 408 26351 SH SHARED 13672 12679 D DIRECTV GROUP INC COM 25459L10 278 17973 SH SHARED 01 17973 D DIRECTV GROUP INC COM 25459L10 112 7234 SH SHR/OTHR 01 7234 D DIRECTV GROUP INC COM 25459L10 1201 77500 SH SHARED 02 77500 D DIRECTV GROUP INC COM 25459L10 7 475 SH SHARED 05 475 D DIRECTV GROUP INC COM 25459L10 500 32274 SH SHARED 06 32274 D DIRECTV GROUP INC COM 25459L10 53 3420 SH SHARED 10 3420 D DIRECTV GROUP INC COM 25459L10 3271 211091 SH SHARED 14 211091 D DIRECTV GROUP INC COM 25459L10 775 50000 SH SHARED 15 50000 D DISCOVERY LABORATORIES INC N COM 25466810 390 53512 SH SHARED 53512 D DISCOVERY LABORATORIES INC N COM 25466810 29 4000 SH SHARED 01 4000 D DISCOVERY LABORATORIES INC N COM 25466810 72 10000 SH SHARED 02 10000 D DISCOVERY LABORATORIES INC N COM 25466810 2272 311700 SH SHARED 10 289200 22500 D DISCOVERY LABORATORIES INC N COM 25466810 174 23900 SH SHARED 17 23900 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 4411 4300000 PRN SHARED 4300000 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 82 80000 PRN SHR/OTHR 01 80000 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 1333 1300000 PRN SHARED 06 1300000 D DISNEY WALT CO COM DISNEY 25468710 202637 8047564 SH SHARED 7944369 103195 D DISNEY WALT CO COM DISNEY 25468710 17838 708422 SH SHARED 01 101469 606953 D DISNEY WALT CO COM DISNEY 25468710 6793 269779 SH SHR/OTHR 01 269779 D DISNEY WALT CO COM DISNEY 25468710 26831 1065606 SH SHARED 02 1065606 D DISNEY WALT CO COM DISNEY 25468710 120569 4788289 SH SHARED 04 4780100 8189 D DISNEY WALT CO COM DISNEY 25468710 35 1400 SH SHARED 05 1400 D DISNEY WALT CO COM DISNEY 25468710 4980 197784 SH SHARED 06 197784 D DISNEY WALT CO COM DISNEY 25468710 25900 1028632 SH SHARED 10 196098 832534 D DISNEY WALT CO COM DISNEY 25468710 1253 49791 SH SHR/OTHR 10 49791 D DISNEY WALT CO COM DISNEY 25468710 2341 92974 SH SHARED 14 92974 D DISNEY WALT CO COM DISNEY 25468710 377 15000 SH SHARED 15 15000 D DISNEY WALT CO COM DISNEY 25468710 25352 1006844 SH SHARED 17 903444 103400 D DISNEY WALT CO COM DISNEY 25468710 7725 306801 SH SHARED 18 306801 D DITECH COMMUNICATIONS CORP COM 25500M10 204 31442 SH SHARED 31442 D DITECH COMMUNICATIONS CORP COM 25500M10 76 11800 SH SHARED 17 11800 D DIVERSA CORP COM 25506410 161 30998 SH SHARED 30998 D DIVERSA CORP COM 25506410 44 8600 SH SHARED 17 8600 D DIXIE GROUP INC CL A 25551910 187 10635 SH SHARED 10635 D DIXIE GROUP INC CL A 25551910 106 6020 SH SHARED 17 6020 D DOBSON COMMUNICATIONS CORP CL A 25606910 483 113563 SH SHARED 113563 D DOBSON COMMUNICATIONS CORP CL A 25606910 48 11500 SH SHARED 01 11500 D DOBSON COMMUNICATIONS CORP CL A 25606910 1 300 SH SHARED 02 300 D DOBSON COMMUNICATIONS CORP CL A 25606910 206 48500 SH SHARED 17 48500 D DR REDDYS LABS LTD ADR 25613520 3436 203100 SH SHARED 203100 D DR REDDYS LABS LTD ADR 25613520 1453 85900 SH SHARED 01 85900 D DR REDDYS LABS LTD ADR 25613520 2341 138400 SH SHARED 05 138400 D DR REDDYS LABS LTD ADR 25613520 2514 148600 SH SHARED 10 148600 D DR REDDYS LABS LTD ADR 25613520 243 14400 SH SHARED 17 14400 D DOLBY LABORATORIES INC COM 25659T10 15 700 SH SHARED 700 D DOLBY LABORATORIES INC COM 25659T10 59 2700 SH SHARED 02 2700 D DOLLAR FINL CORP COM 25666410 65 6200 SH SHARED 6200 D DOLLAR FINL CORP COM 25666410 10 1000 SH SHARED 02 1000 D DOLLAR GEN CORP COM 25666910 20007 982679 SH SHARED 914179 68500 D DOLLAR GEN CORP COM 25666910 1251 61489 SH SHARED 01 61489 D DOLLAR GEN CORP COM 25666910 9198 451805 SH SHARED 02 451805 D DOLLAR GEN CORP COM 25666910 53343 2620000 SH SHARED 04 2620000 D DOLLAR GEN CORP COM 25666910 3457 169800 SH SHARED 05 151100 18700 D DOLLAR GEN CORP COM 25666910 16135 792500 SH SHARED 06 792500 D DOLLAR GEN CORP COM 25666910 1142 56100 SH SHARED 10 56100 D DOLLAR GEN CORP COM 25666910 509 25000 SH SHARED 14 25000 D DOLLAR GEN CORP COM 25666910 3402 167120 SH SHARED 17 167120 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 1208 31831 SH SHARED 24931 6900 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 239 6300 SH SHARED 01 6300 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 60 1600 SH SHARED 02 1600 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 2157 56800 SH SHARED 10 600 56200 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 1750 46100 SH SHARED 17 10200 35900 D DOLLAR TREE STORES INC COM 25674710 9085 378545 SH SHARED 378345 200 D DOLLAR TREE STORES INC COM 25674710 1002 41750 SH SHARED 01 41750 D DOLLAR TREE STORES INC COM 25674710 1133 47234 SH SHARED 02 47234 D DOLLAR TREE STORES INC COM 25674710 706 29440 SH SHARED 05 24030 5410 D DOLLAR TREE STORES INC COM 25674710 42 1765 SH SHARED 14 1765 D DOLLAR TREE STORES INC COM 25674710 337 14060 SH SHARED 17 14060 D DOMINION HOMES INC COM 25738610 55 3425 SH SHARED 3425 D DOMINION HOMES INC COM 25738610 8 500 SH SHARED 02 500 D DOMINION RES INC VA NEW COM 25746U10 114653 1562247 SH SHARED 1558047 4200 D DOMINION RES INC VA NEW COM 25746U10 10701 145815 SH SHARED 01 46293 99522 D DOMINION RES INC VA NEW COM 25746U10 3272 44590 SH SHR/OTHR 01 44590 D DOMINION RES INC VA NEW COM 25746U10 16845 229540 SH SHARED 02 228640 900 D DOMINION RES INC VA NEW COM 25746U10 16 221 SH SHARED 05 221 D DOMINION RES INC VA NEW COM 25746U10 3395 46270 SH SHARED 06 46270 D DOMINION RES INC VA NEW COM 25746U10 3058 41671 SH SHARED 10 35152 6519 D DOMINION RES INC VA NEW COM 25746U10 378 5158 SH SHR/OTHR 10 5158 D DOMINION RES INC VA NEW COM 25746U10 22 300 SH SHARED 14 300 D DOMINION RES INC VA NEW COM 25746U10 1467 20000 SH SHARED 16 20000 D DOMINION RES INC VA NEW COM 25746U10 10438 142235 SH SHARED 17 142235 D DOMINOS PIZZA INC COM 25754A20 876 39395 SH SHARED 39395 D DOMINOS PIZZA INC COM 25754A20 4029 181000 SH SHARED 05 181000 D DOMINOS PIZZA INC COM 25754A20 260 11700 SH SHARED 17 11700 D DOMTAR INC COM 25756110 16240 2197588 SH SHARED 2197588 D DOMTAR INC COM 25756110 636 86129 SH SHARED 02 86129 D DOMTAR INC COM 25756110 17 2300 SH SHARED 14 2300 D DOMTAR INC COM 25756110 57 7800 SH SHARED 17 7800 D DONALDSON INC COM 25765110 17103 563900 SH SHARED 563900 D DONALDSON INC COM 25765110 843 27800 SH SHARED 01 27800 D DONALDSON INC COM 25765110 1084 35744 SH SHARED 02 35744 D DONALDSON INC COM 25765110 60 2000 SH SHARED 17 2000 D DONEGAL GROUP INC CL A 25770120 182 9135 SH SHARED 9135 D DONEGAL GROUP INC CL A 25770120 0 1 SH SHARED 02 1 D DONEGAL GROUP INC CL A 25770120 34 1733 SH SHARED 17 1733 D DONNELLEY R R & SONS CO COM 25786710 590 17100 SH SHARED 17100 D DONNELLEY R R & SONS CO COM 25786710 40555 1175185 SH SHARED 1174885 300 D DONNELLEY R R & SONS CO COM 25786710 1382 40074 SH SHARED 01 40074 D DONNELLEY R R & SONS CO COM 25786710 598 17352 SH SHR/OTHR 01 17352 D DONNELLEY R R & SONS CO COM 25786710 3178 92102 SH SHARED 02 92102 D DONNELLEY R R & SONS CO COM 25786710 6 200 SH SHARED 05 200 D DONNELLEY R R & SONS CO COM 25786710 103 3000 SH SHARED 06 3000 D DONNELLEY R R & SONS CO COM 25786710 41 1200 SH SHR/OTHR 10 1200 D DONNELLEY R R & SONS CO COM 25786710 3980 115340 SH SHARED 17 115340 D DORAL FINL CORP COM 25811P10 100 6100 SH SHARED 6100 D DORAL FINL CORP COM 25811P10 1449 87650 SH SHARED 87650 D DORAL FINL CORP COM 25811P10 74 4475 SH SHARED 01 4475 D DORAL FINL CORP COM 25811P10 38 2333 SH SHR/OTHR 01 2333 D DORAL FINL CORP COM 25811P10 204 12348 SH SHARED 02 12348 D DORAL FINL CORP COM 25811P10 549 33200 SH SHARED 17 33200 D DOT HILL SYS CORP COM 25848T10 1290 246298 SH SHARED 246298 D DOT HILL SYS CORP COM 25848T10 109 20900 SH SHARED 17 20900 D DOUBLECLICK INC NOTE 7/1 258609AE 440 460000 PRN SHARED 02 460000 D DOUBLECLICK INC COM 25860930 7091 845259 SH SHARED 845259 D DOUBLECLICK INC COM 25860930 49 5900 SH SHARED 01 5900 D DOUBLECLICK INC COM 25860930 0 58 SH SHARED 02 58 D DOUBLECLICK INC COM 25860930 392 46800 SH SHARED 17 46800 D DOV PHARMACEUTICAL INC COM 25985810 1039 55723 SH SHARED 55723 D DOV PHARMACEUTICAL INC COM 25985810 15399 825292 SH SHARED 04 825292 D DOV PHARMACEUTICAL INC COM 25985810 3524 188900 SH SHARED 10 175200 13700 D DOV PHARMACEUTICAL INC COM 25985810 207 11100 SH SHARED 14 11100 D DOV PHARMACEUTICAL INC COM 25985810 190 10200 SH SHARED 17 10200 D DOVER CORP COM 26000310 35267 969432 SH SHARED 969132 300 D DOVER CORP COM 26000310 2528 69495 SH SHARED 01 19000 50495 D DOVER CORP COM 26000310 335 9220 SH SHR/OTHR 01 9220 D DOVER CORP COM 26000310 3683 101264 SH SHARED 02 101264 D DOVER CORP COM 26000310 10 300 SH SHARED 05 300 D DOVER CORP COM 26000310 76 2100 SH SHARED 06 2100 D DOVER CORP COM 26000310 21997 604654 SH SHARED 10 325101 279553 D DOVER CORP COM 26000310 1254 34470 SH SHR/OTHR 10 34470 D DOVER CORP COM 26000310 109 3000 SH SHARED 14 3000 D DOVER CORP COM 26000310 1960 53900 SH SHARED 15 53900 D DOVER CORP COM 26000310 3050 83861 SH SHARED 17 83861 D DOVER DOWNS GAMING & ENTMT I COM 26009510 125 9433 SH SHARED 9433 D DOVER DOWNS GAMING & ENTMT I COM 26009510 42 3240 SH SHARED 17 3240 D DOVER MOTORSPORTS INC COM 26017410 101 16869 SH SHARED 16869 D DOVER MOTORSPORTS INC COM 26017410 19 3200 SH SHARED 17 3200 D DOW CHEM CO COM 26054310 176097 3954584 SH SHARED 3883673 70911 D DOW CHEM CO COM 26054310 12887 289406 SH SHARED 01 35137 254269 D DOW CHEM CO COM 26054310 5322 119521 SH SHR/OTHR 01 119521 D DOW CHEM CO COM 26054310 17635 396029 SH SHARED 02 396029 D DOW CHEM CO COM 26054310 10810 242780 SH SHARED 03 242780 D DOW CHEM CO COM 26054310 14759 331449 SH SHARED 04 328820 2629 D DOW CHEM CO COM 26054310 10094 226695 SH SHARED 05 183165 43530 D DOW CHEM CO COM 26054310 5476 122975 SH SHARED 06 122975 D DOW CHEM CO COM 26054310 61290 1376390 SH SHARED 10 220038 1107310 49042 D DOW CHEM CO COM 26054310 649 14592 SH SHR/OTHR 10 14592 D DOW CHEM CO COM 26054310 484 10889 SH SHARED 14 10889 D DOW CHEM CO COM 26054310 930 20890 SH SHARED 15 20890 D DOW CHEM CO COM 26054310 22761 511142 SH SHARED 17 464437 46705 D DOW JONES & CO INC COM 26056110 9567 269895 SH SHARED 235895 34000 D DOW JONES & CO INC COM 26056110 499 14100 SH SHARED 01 14100 D DOW JONES & CO INC COM 26056110 28 800 SH SHR/OTHR 01 800 D DOW JONES & CO INC COM 26056110 946 26707 SH SHARED 02 26707 D DOW JONES & CO INC COM 26056110 2435 68700 SH SHARED 05 59400 9300 D DOW JONES & CO INC COM 26056110 14 400 SH SHARED 06 400 D DOW JONES & CO INC COM 26056110 1176 33183 SH SHARED 17 33183 D DOWNEY FINL CORP COM 26101810 226 3100 SH SHARED 3100 D DOWNEY FINL CORP COM 26101810 122 1676 SH SHARED 1676 D DOWNEY FINL CORP COM 26101810 14 200 SH SHARED 01 200 D DOWNEY FINL CORP COM 26101810 366 5012 SH SHARED 02 5012 D DOWNEY FINL CORP COM 26101810 2111 28850 SH SHARED 10 28850 D DOWNEY FINL CORP COM 26101810 109 1500 SH SHARED 17 1500 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 5077 193800 SH SHARED 193800 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 104 4000 SH SHARED 02 4000 D DRESS BARN INC COM 26157010 485 21467 SH SHARED 21467 D DRESS BARN INC COM 26157010 233 10300 SH SHARED 17 10300 D DREW INDS INC COM NEW 26168L20 339 7467 SH SHARED 7467 D DREW INDS INC COM NEW 26168L20 177 3900 SH SHARED 17 3900 D DREYERS GRAND ICE CREAM HL I COM A CALL PUT 26187710 3646 44803 SH SHARED 44803 D DREYERS GRAND ICE CREAM HL I COM A CALL PUT 26187710 187 2300 SH SHR/OTHR 01 2300 D DREYFUS STRATEGIC MUNS INC COM 26193210 4 500 SH SHARED 10 500 D DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S10 0 63 SH SHARED 63 D DRIL-QUIP INC COM 26203710 194 6701 SH SHARED 6701 D DRIL-QUIP INC COM 26203710 69 2400 SH SHARED 17 2400 D DRUGSTORE COM INC COM 26224110 280 67348 SH SHARED 67348 D DRUGSTORE COM INC COM 26224110 123 29700 SH SHARED 17 29700 D DU PONT E I DE NEMOURS & CO COM 26353410 247639 5757729 SH SHARED 5726244 31485 D DU PONT E I DE NEMOURS & CO COM 26353410 20772 482977 SH SHARED 01 177127 305850 D DU PONT E I DE NEMOURS & CO COM 26353410 12782 297194 SH SHR/OTHR 01 297194 D DU PONT E I DE NEMOURS & CO COM 26353410 26794 622977 SH SHARED 02 622977 D DU PONT E I DE NEMOURS & CO COM 26353410 5840 135786 SH SHARED 04 131200 4586 D DU PONT E I DE NEMOURS & CO COM 26353410 30 700 SH SHARED 05 700 D DU PONT E I DE NEMOURS & CO COM 26353410 552 12850 SH SHARED 06 12850 D DU PONT E I DE NEMOURS & CO COM 26353410 4827 112252 SH SHARED 10 18666 93586 D DU PONT E I DE NEMOURS & CO COM 26353410 661 15373 SH SHR/OTHR 10 15373 D DU PONT E I DE NEMOURS & CO COM 26353410 3232 75151 SH SHARED 14 75151 D DU PONT E I DE NEMOURS & CO COM 26353410 2438 56700 SH SHARED 15 56700 D DU PONT E I DE NEMOURS & CO COM 26353410 19226 447024 SH SHARED 17 447024 D DUCOMMUN INC DEL COM 26414710 103 6100 SH SHARED 6100 D DUCOMMUN INC DEL COM 26414710 16 1000 SH SHARED 02 1000 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 31375 25000000 PRN SHARED 25000000 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 26663 21246000 PRN SHARED 02 21246000 D DUKE ENERGY CORP COM 26439910 69440 2335709 SH SHARED 2265409 70300 D DUKE ENERGY CORP COM 26439910 7238 243490 SH SHARED 01 5180 238310 D DUKE ENERGY CORP COM 26439910 1994 67085 SH SHR/OTHR 01 67085 D DUKE ENERGY CORP COM 26439910 10376 349032 SH SHARED 02 349032 D DUKE ENERGY CORP COM 26439910 3556 119627 SH SHARED 04 100000 19627 D DUKE ENERGY CORP COM 26439910 20 700 SH SHARED 05 700 D DUKE ENERGY CORP COM 26439910 488 16430 SH SHARED 06 16430 D DUKE ENERGY CORP COM 26439910 26241 882652 SH SHARED 10 172610 710042 D DUKE ENERGY CORP COM 26439910 747 25145 SH SHR/OTHR 10 25145 D DUKE ENERGY CORP COM 26439910 14954 503019 SH SHARED 17 408319 94700 D DUKE REALTY CORP COM NEW 26441150 110 3505 SH SHARED 3405 100 D DUKE REALTY CORP COM NEW 26441150 115 3654 SH SHARED 01 3654 D DUKE REALTY CORP COM NEW 26441150 5 170 SH SHR/OTHR 01 170 D DUKE REALTY CORP COM NEW 26441150 1097 34674 SH SHARED 02 34674 D DUKE REALTY CORP COM NEW 26441150 4 150 SH SHARED 10 150 D DUKE REALTY CORP COM NEW 26441150 9941 314000 SH SHARED 11 314000 D DUKE REALTY CORP COM NEW 26441150 91 2878 SH SHARED 14 2878 D DUN & BRADSTREET CORP DEL NE COM 26483E10 579 9400 SH SHARED 9400 D DUN & BRADSTREET CORP DEL NE COM 26483E10 4399 71361 SH SHARED 01 32400 38961 D DUN & BRADSTREET CORP DEL NE COM 26483E10 3120 50622 SH SHR/OTHR 01 50622 D DUN & BRADSTREET CORP DEL NE COM 26483E10 1798 29168 SH SHARED 02 29168 D DUN & BRADSTREET CORP DEL NE COM 26483E10 58 947 SH SHARED 06 947 D DUN & BRADSTREET CORP DEL NE COM 26483E10 209 3403 SH SHARED 10 250 3153 D DUN & BRADSTREET CORP DEL NE COM 26483E10 203 3300 SH SHR/OTHR 10 3300 D DUN & BRADSTREET CORP DEL NE COM 26483E10 245 3977 SH SHARED 14 3977 D DUN & BRADSTREET CORP DEL NE COM 26483E10 3230 52400 SH SHARED 17 52400 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 14 3300 SH SHARED 3300 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 28 6600 SH SHARED 6600 D DUQUESNE LT HLDGS INC COM 26623310 3856 206464 SH SHARED 206464 D DUQUESNE LT HLDGS INC COM 26623310 476 25500 SH SHARED 01 25500 D DUQUESNE LT HLDGS INC COM 26623310 88 4750 SH SHR/OTHR 01 4750 D DUQUESNE LT HLDGS INC COM 26623310 498 26688 SH SHARED 02 26688 D DUQUESNE LT HLDGS INC COM 26623310 635 34000 SH SHARED 17 34000 D DURATEK INC COM 26658Q10 354 15311 SH SHARED 13611 1700 D DURATEK INC COM 26658Q10 55 2400 SH SHR/OTHR 01 2400 D DURATEK INC COM 26658Q10 51 2203 SH SHARED 02 2203 D DURATEK INC COM 26658Q10 12296 530500 SH SHARED 17 530500 D DURBAN ROODEPOORT DEEP LTD NOTE 6.000%11/1 266597AB 3508 4515000 PRN SHARED 4515000 D DURECT CORP COM 26660510 181 35582 SH SHARED 35582 D DURECT CORP COM 26660510 92 18200 SH SHARED 17 18200 D DUSA PHARMACEUTICALS INC COM 26689810 156 16804 SH SHARED 16804 D DUSA PHARMACEUTICALS INC COM 26689810 72 7800 SH SHARED 17 7800 D DYAX CORP COM 26746E10 168 35723 SH SHARED 35723 D DYAX CORP COM 26746E10 500 106200 SH SHARED 02 106200 D DYAX CORP COM 26746E10 94 20000 SH SHARED 04 20000 D DYCOM INDS INC COM 26747510 1730 87330 SH SHARED 53530 33800 D DYCOM INDS INC COM 26747510 1593 80450 SH SHARED 01 62825 17625 D DYCOM INDS INC COM 26747510 21 1100 SH SHR/OTHR 01 1100 D DYCOM INDS INC COM 26747510 315 15928 SH SHARED 02 15928 D DYCOM INDS INC COM 26747510 8045 406115 SH SHARED 10 274415 2600 129100 D DYCOM INDS INC COM 26747510 13353 674066 SH SHARED 17 613866 60200 D DYNACQ HEALTHCARE INC COM 26779V10 0 4 SH SHARED 02 4 D DYNAMEX INC COM 26784F10 192 11304 SH SHARED 11304 D DYNAMEX INC COM 26784F10 45 2680 SH SHARED 17 2680 D DYNAMIC MATLS CORP COM 26788810 112 2909 SH SHARED 2909 D DYNAMIC MATLS CORP COM 26788810 58 1500 SH SHARED 17 1500 D DYNAVAX TECHNOLOGIES CORP COM 26815810 22 4700 SH SHARED 4700 D DYNAVAX TECHNOLOGIES CORP COM 26815810 2 600 SH SHARED 02 600 D DYNEGY INC NEW CL A 26816Q10 3568 734347 SH SHARED 734347 D DYNEGY INC NEW CL A 26816Q10 690 142100 SH SHARED 01 142100 D DYNEGY INC NEW CL A 26816Q10 588 121103 SH SHARED 02 121103 D DYNEGY INC NEW CL A 26816Q10 4670 961103 SH SHARED 17 961103 D DYNEX CAP INC COM NEW 26817Q50 6 802 SH SHARED 802 D ECC CAPITAL CORP COM 26826M10 20296 3047495 SH SHARED 3047495 D ECC CAPITAL CORP COM 26826M10 1550 232780 SH SHARED 17 232780 D EDP ENERGIAS DE PORTUGAL S A SPONSORED ADR 26835310 363 14477 SH SHARED 14477 D EGL INC COM 26848410 3547 174593 SH SHARED 174593 D EGL INC COM 26848410 26 1300 SH SHARED 01 1300 D EGL INC COM 26848410 50 2500 SH SHARED 02 2500 D EGL INC COM 26848410 341 16829 SH SHARED 17 16829 D E-LOAN INC COM 26861P10 197 59070 SH SHARED 59070 D E-LOAN INC COM 26861P10 22 6800 SH SHARED 01 6800 D E-LOAN INC COM 26861P10 91 27500 SH SHARED 17 27500 D E M C CORP MASS COM 26864810 206098 15032722 SH SHARED 13767695 1265027 D E M C CORP MASS COM 26864810 14325 1044928 SH SHARED 01 340766 704162 D E M C CORP MASS COM 26864810 2186 159511 SH SHR/OTHR 01 159511 D E M C CORP MASS COM 26864810 12280 895721 SH SHARED 02 895721 D E M C CORP MASS COM 26864810 8441 615700 SH SHARED 03 615700 D E M C CORP MASS COM 26864810 184702 13472111 SH SHARED 04 13458980 13131 D E M C CORP MASS COM 26864810 45942 3351020 SH SHARED 05 2292750 1058270 D E M C CORP MASS COM 26864810 23565 1718878 SH SHARED 06 1718878 D E M C CORP MASS COM 26864810 252530 18419468 SH SHARED 10 7081278 9897820 1440370 D E M C CORP MASS COM 26864810 90 6600 SH SHR/OTHR 10 6600 D E M C CORP MASS COM 26864810 2205 160861 SH SHARED 14 160861 D E M C CORP MASS COM 26864810 1652 120500 SH SHARED 15 120500 D E M C CORP MASS COM 26864810 19175 1398639 SH SHARED 17 1398639 D EMC INS GROUP INC COM 26866410 112 6233 SH SHARED 6233 D EMC INS GROUP INC COM 26866410 16 900 SH SHARED 17 900 D EMS TECHNOLOGIES INC COM 26873N10 128 8600 SH SHARED 8600 D EMS TECHNOLOGIES INC COM 26873N10 19 1297 SH SHARED 02 1297 D EMS TECHNOLOGIES INC COM 26873N10 6 450 SH SHARED 10 450 D ENSCO INTL INC COM 26874Q10 19011 531778 SH SHARED 531178 600 D ENSCO INTL INC COM 26874Q10 1941 54309 SH SHARED 01 54309 D ENSCO INTL INC COM 26874Q10 123 3450 SH SHR/OTHR 01 3450 D ENSCO INTL INC COM 26874Q10 2801 78372 SH SHARED 02 78372 D ENSCO INTL INC COM 26874Q10 10725 300000 SH SHARED 04 300000 D ENSCO INTL INC COM 26874Q10 7 200 SH SHARED 05 200 D ENSCO INTL INC COM 26874Q10 3140 87850 SH SHARED 06 87850 D ENSCO INTL INC COM 26874Q10 6213 173800 SH SHARED 10 173800 D ENSCO INTL INC COM 26874Q10 1787 50000 SH SHARED 16 50000 D ENSCO INTL INC COM 26874Q10 750 21000 SH SHARED 17 21000 D ENI S P A SPONSORED ADR 26874R10 12 100 SH SHARED 01 100 D ENI S P A SPONSORED ADR 26874R10 106 833 SH SHR/OTHR 01 833 D ENI S P A SPONSORED ADR 26874R10 2321 18105 SH SHARED 10 18105 D EOG RES INC COM 26875P10 68 1200 SH SHARED 1200 D EOG RES INC COM 26875P10 38864 684231 SH SHARED 644231 40000 D EOG RES INC COM 26875P10 2692 47396 SH SHARED 01 47396 D EOG RES INC COM 26875P10 198 3500 SH SHR/OTHR 01 3500 D EOG RES INC COM 26875P10 10865 191301 SH SHARED 02 88901 102400 D EOG RES INC COM 26875P10 2840 50000 SH SHARED 04 50000 D EOG RES INC COM 26875P10 11 200 SH SHARED 05 200 D EOG RES INC COM 26875P10 159 2800 SH SHARED 06 2800 D EOG RES INC COM 26875P10 136863 2409562 SH SHARED 10 556742 1565000 287820 D EOG RES INC COM 26875P10 14724 259232 SH SHARED 17 259232 D E ON AG SPONSORED ADR 26878010 4737 160000 SH SHARED 160000 D E ON AG SPONSORED ADR 26878010 2782 93958 SH SHARED 10 93958 D E ON AG SPONSORED ADR 26878010 14212 480000 SH SHARED 18 480000 D EPIX PHARMACEUTICALS INC COM 26881Q10 203 23000 SH SHARED 23000 D EPIX PHARMACEUTICALS INC COM 26881Q10 102 11600 SH SHARED 17 11600 D E PIPHANY INC COM 26881V10 606 174285 SH SHARED 174285 D E PIPHANY INC COM 26881V10 91 26400 SH SHARED 17 26400 D EPIQ SYS INC COM 26882D10 221 13565 SH SHARED 13565 D EPIQ SYS INC COM 26882D10 114 7000 SH SHARED 17 7000 D ESS TECHNOLOGY INC COM 26915110 109 26009 SH SHARED 26009 D ESS TECHNOLOGY INC COM 26915110 16 4000 SH SHARED 02 4000 D E TRADE FINANCIAL CORP NOTE 6.000% 2/0 269246AB 2766 2750000 PRN SHARED 2750000 D E TRADE FINANCIAL CORP COM 26924610 16934 1210494 SH SHARED 1210494 D E TRADE FINANCIAL CORP COM 26924610 1405 100495 SH SHARED 01 21835 78660 D E TRADE FINANCIAL CORP COM 26924610 23 1649 SH SHR/OTHR 01 1649 D E TRADE FINANCIAL CORP COM 26924610 1996 142705 SH SHARED 02 142705 D E TRADE FINANCIAL CORP COM 26924610 5429 388100 SH SHARED 04 388100 D E TRADE FINANCIAL CORP COM 26924610 8237 588800 SH SHARED 10 253600 335200 D E TRADE FINANCIAL CORP COM 26924610 21344 1525700 SH SHARED 17 1525700 D E Z EM INC COM NEW 26930540 77 5514 SH SHARED 5514 D E Z EM INC COM NEW 26930540 14 1000 SH SHARED 02 1000 D EAGLE BROADBAND INC COM 26943710 0 640 SH SHARED 640 D EAGLE BROADBAND INC COM 26943710 4 17100 SH SHARED 02 17100 D EAGLE HOSPITALITY PPTY TR IN COM 26959T10 13416 1472700 SH SHARED 11 1472700 D EAGLE MATERIALS INC COM 26969P10 9054 97786 SH SHARED 81686 16100 D EAGLE MATERIALS INC COM 26969P10 9 105 SH SHARED 01 105 D EAGLE MATERIALS INC COM 26969P10 18 201 SH SHARED 02 201 D EAGLE MATERIALS INC COM 26969P10 2259 24400 SH SHARED 10 24400 D EAGLE MATERIALS INC COM 26969P10 2120 22900 SH SHARED 17 8900 14000 D EAGLE MATERIALS INC CL B 26969P20 24294 268481 SH SHARED 268481 D EAGLE MATERIALS INC CL B 26969P20 32 357 SH SHARED 01 357 D EAGLE MATERIALS INC CL B 26969P20 4 49 SH SHARED 02 49 D EAGLE MATERIALS INC CL B 26969P20 25 287 SH SHARED 17 287 D EARTHLINK INC COM 27032110 2314 267206 SH SHARED 175506 91700 D EARTHLINK INC COM 27032110 302 34900 SH SHARED 02 34900 D EARTHLINK INC COM 27032110 1342 155000 SH SHARED 04 155000 D EARTHLINK INC COM 27032110 696 80400 SH SHARED 10 2300 78100 D EARTHLINK INC COM 27032110 1653 190900 SH SHARED 17 54600 136300 D EAST WEST BANCORP INC COM 27579R10 362 10786 SH SHARED 6086 4700 D EAST WEST BANCORP INC COM 27579R10 13 400 SH SHARED 01 400 D EAST WEST BANCORP INC COM 27579R10 221 6600 SH SHARED 02 6600 D EAST WEST BANCORP INC COM 27579R10 957 28500 SH SHARED 10 28500 D EAST WEST BANCORP INC COM 27579R10 40 1200 SH SHARED 17 1200 D EASTGROUP PPTY INC COM 27727610 1166 27701 SH SHARED 21701 6000 D EASTGROUP PPTY INC COM 27727610 117 2800 SH SHARED 10 2800 D EASTGROUP PPTY INC COM 27727610 328 7800 SH SHARED 17 7800 D EASTMAN CHEM CO COM 27743210 623 11300 SH SHARED 11300 D EASTMAN CHEM CO COM 27743210 13048 236600 SH SHARED 235400 1200 D EASTMAN CHEM CO COM 27743210 728 13201 SH SHARED 01 13201 D EASTMAN CHEM CO COM 27743210 90 1637 SH SHR/OTHR 01 1637 D EASTMAN CHEM CO COM 27743210 2542 46109 SH SHARED 02 46109 D EASTMAN CHEM CO COM 27743210 3 58 SH SHARED 10 58 D EASTMAN CHEM CO COM 27743210 3520 63831 SH SHARED 17 54631 9200 D EASTMAN KODAK CO NOTE 3.375%10/1 277461BE 5360 5000000 PRN SHARED 5000000 D EASTMAN KODAK CO NOTE 3.375%10/1 277461BE 632 590000 PRN SHARED 02 590000 D EASTMAN KODAK CO COM 27746110 550 20500 SH SHARED 20500 D EASTMAN KODAK CO COM 27746110 59555 2218087 SH SHARED 2217087 1000 D EASTMAN KODAK CO COM 27746110 1409 52492 SH SHARED 01 52492 D EASTMAN KODAK CO COM 27746110 363 13527 SH SHR/OTHR 01 13527 D EASTMAN KODAK CO COM 27746110 5087 189463 SH SHARED 02 189463 D EASTMAN KODAK CO COM 27746110 8 300 SH SHARED 05 300 D EASTMAN KODAK CO COM 27746110 102 3800 SH SHARED 06 3800 D EASTMAN KODAK CO COM 27746110 90 3359 SH SHARED 10 2625 734 D EASTMAN KODAK CO COM 27746110 155 5802 SH SHARED 14 5802 D EASTMAN KODAK CO COM 27746110 4184 155851 SH SHARED 17 155851 D EATON CORP COM 27805810 61007 1018489 SH SHARED 1015489 3000 D EATON CORP COM 27805810 2424 40476 SH SHARED 01 4000 36476 D EATON CORP COM 27805810 321 5373 SH SHR/OTHR 01 5373 D EATON CORP COM 27805810 3435 57346 SH SHARED 02 57346 D EATON CORP COM 27805810 89 1500 SH SHARED 04 1500 D EATON CORP COM 27805810 95 1600 SH SHARED 06 1600 D EATON CORP COM 27805810 12657 211315 SH SHARED 10 211225 90 D EATON CORP COM 27805810 83 1390 SH SHARED 15 1390 D EATON CORP COM 27805810 7029 117349 SH SHARED 17 117349 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 30 2000 SH SHR/OTHR 01 2000 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 152 10000 SH SHARED 10 10000 D EATON VANCE SR INCOME TR SH BEN INT 27826S10 85 10621 SH SHARED 10621 D EATON VANCE CORP COM NON VTG 27826510 418 17500 SH SHARED 17500 D EATON VANCE CORP COM NON VTG 27826510 1140 47700 SH SHARED 01 47700 D EATON VANCE CORP COM NON VTG 27826510 8 374 SH SHR/OTHR 01 374 D EATON VANCE CORP COM NON VTG 27826510 1655 69228 SH SHARED 02 69228 D EATON VANCE CORP COM NON VTG 27826510 1114 46600 SH SHARED 14 46600 D EATON VANCE CORP COM NON VTG 27826510 54 2300 SH SHARED 17 2300 D EATON VANCE INS MUN BD FD COM 27827X10 1 84 SH SHARED 84 D EATON VANCE FLTING RATE INC COM 27827910 213 12233 SH SHARED 12233 D EATON VANCE INS CA MUN BD FD COM 27828A10 0 63 SH SHARED 63 D EBAY INC COM 27864210 214973 6512382 SH SHARED 6465762 46620 D EBAY INC COM 27864210 8691 263297 SH SHARED 01 4225 259072 D EBAY INC COM 27864210 716 21705 SH SHR/OTHR 01 21705 D EBAY INC COM 27864210 15698 475567 SH SHARED 02 475337 230 D EBAY INC COM 27864210 3274 99200 SH SHARED 03 99200 D EBAY INC COM 27864210 271401 8221800 SH SHARED 04 8211000 10800 D EBAY INC COM 27864210 1576 47750 SH SHARED 05 47750 D EBAY INC COM 27864210 1957 59298 SH SHARED 06 59298 D EBAY INC COM 27864210 84208 2550988 SH SHARED 10 1446678 853000 251310 D EBAY INC COM 27864210 4335 131328 SH SHARED 14 131328 D EBAY INC COM 27864210 990 30000 SH SHARED 15 30000 D EBAY INC COM 27864210 3102 94000 SH SHARED 16 94000 D EBAY INC COM 27864210 19670 595900 SH SHARED 17 595900 D ECHELON CORP COM 27874N10 199 29068 SH SHARED 29068 D ECHELON CORP COM 27874N10 75 11000 SH SHARED 17 11000 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 7192 7250000 PRN SHARED 7250000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 28906 958427 SH SHARED 957327 1100 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 185 6156 SH SHARED 01 6156 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 241 8000 SH SHR/OTHR 01 8000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 685 22726 SH SHARED 02 22726 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 4524 150000 SH SHARED 04 150000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 585 19423 SH SHARED 06 19423 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 106 3523 SH SHARED 14 3523 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 202 6700 SH SHARED 17 6700 D ECLIPSYS CORP COM 27885610 3217 228687 SH SHARED 228687 D ECLIPSYS CORP COM 27885610 1480 105257 SH SHARED 105257 D ECLIPSYS CORP COM 27885610 202 14400 SH SHARED 02 14400 D ECLIPSYS CORP COM 27885610 29 2100 SH SHARED 10 2100 D ECLIPSYS CORP COM 27885610 237 16906 SH SHARED 17 16906 D ECOLAB INC COM 27886510 21487 664027 SH SHARED 641927 22100 D ECOLAB INC COM 27886510 3535 109267 SH SHARED 01 44950 64317 D ECOLAB INC COM 27886510 1072 33130 SH SHR/OTHR 01 33130 D ECOLAB INC COM 27886510 2526 78071 SH SHARED 02 78071 D ECOLAB INC COM 27886510 58 1800 SH SHARED 06 1800 D ECOLAB INC COM 27886510 48501 1498804 SH SHARED 10 309264 859300 330240 D ECOLAB INC COM 27886510 952 29449 SH SHR/OTHR 10 29449 D ECOLAB INC COM 27886510 62 1921 SH SHARED 14 1921 D ECOLAB INC COM 27886510 3185 98450 SH SHARED 17 98450 D ECOLLEGE COM COM 27887E10 208 17533 SH SHARED 17533 D ECOLLEGE COM COM 27887E10 102 8600 SH SHARED 17 8600 D EDGE PETE CORP DEL COM 27986210 265 17000 SH SHARED 17000 D EDGE PETE CORP DEL COM 27986210 137 8800 SH SHARED 17 8800 D EDISON INTL COM 28102010 2258 55700 SH SHARED 55700 D EDISON INTL COM 28102010 43255 1066720 SH SHARED 1062920 3800 D EDISON INTL COM 28102010 2797 68980 SH SHARED 01 68980 D EDISON INTL COM 28102010 279 6900 SH SHR/OTHR 01 6900 D EDISON INTL COM 28102010 4904 120949 SH SHARED 02 120949 D EDISON INTL COM 28102010 708 17480 SH SHARED 04 17480 D EDISON INTL COM 28102010 251 6210 SH SHARED 05 300 5910 D EDISON INTL COM 28102010 644 15890 SH SHARED 06 15890 D EDISON INTL COM 28102010 35998 887750 SH SHARED 10 17620 787290 82840 D EDISON INTL COM 28102010 81 2000 SH SHR/OTHR 10 2000 D EDISON INTL COM 28102010 84 2089 SH SHARED 14 2089 D EDISON INTL COM 28102010 7842 193402 SH SHARED 17 177002 16400 D EDO CORP NOTE 5.250% 4/1 281347AD 2693 2615000 PRN SHARED 2615000 D EDO CORP COM 28134710 1184 39600 SH SHARED 39600 D EDO CORP COM 28134710 358 12000 SH SHARED 05 12000 D EDO CORP COM 28134710 2338 78200 SH SHARED 17 68000 10200 D EDUCATE INC COM 28138P10 258 18233 SH SHARED 18233 D EDUCATE INC COM 28138P10 73 5200 SH SHARED 17 5200 D EDUCATION MGMT CORP COM 28139T10 5254 155781 SH SHARED 155781 D EDUCATION MGMT CORP COM 28139T10 893 26500 SH SHARED 01 26500 D EDUCATION MGMT CORP COM 28139T10 999 29636 SH SHARED 02 29636 D EDUCATION MGMT CORP COM 28139T10 1733 51400 SH SHARED 14 51400 D EDUCATION MGMT CORP COM 28139T10 47 1400 SH SHARED 17 1400 D EDUCATION RLTY TR INC COM 28140H10 394 21532 SH SHARED 21532 D EDUCATION RLTY TR INC COM 28140H10 186 10190 SH SHARED 17 10190 D EDWARDS LIFESCIENCES CORP DBCV 3.875% 5/1 28176EAB 5538 5500000 PRN SHARED 02 5500000 D EDWARDS LIFESCIENCES CORP COM 28176E10 314 7300 SH SHARED 7300 D EDWARDS LIFESCIENCES CORP COM 28176E10 1509 35079 SH SHARED 01 13100 21979 D EDWARDS LIFESCIENCES CORP COM 28176E10 521 12113 SH SHR/OTHR 01 12113 D EDWARDS LIFESCIENCES CORP COM 28176E10 1121 26066 SH SHARED 02 26066 D EDWARDS LIFESCIENCES CORP COM 28176E10 860 20000 SH SHARED 04 20000 D EDWARDS LIFESCIENCES CORP COM 28176E10 8866 206100 SH SHARED 17 206100 D EDWARDS AG INC COM 28176010 101 2250 SH SHARED 2250 D EDWARDS AG INC COM 28176010 451 10000 SH SHARED 10000 D EDWARDS AG INC COM 28176010 1232 27300 SH SHARED 01 27300 D EDWARDS AG INC COM 28176010 1907 42249 SH SHARED 02 42249 D EDWARDS AG INC COM 28176010 18 400 SH SHARED 17 400 D EFUNDS CORP COM 28224R10 37 2095 SH SHARED 2095 D EFUNDS CORP COM 28224R10 2088 116095 SH SHARED 116095 D EFUNDS CORP COM 28224R10 20 1157 SH SHARED 01 1157 D EFUNDS CORP COM 28224R10 140 7800 SH SHARED 02 7800 D EFUNDS CORP COM 28224R10 2435 135366 SH SHARED 10 1900 133466 D EFUNDS CORP COM 28224R10 491 27300 SH SHARED 17 27300 D 8X8 INC NEW COM 28291410 318 190800 SH SHARED 190800 D EL PASO CORP DBCV 2/2 28336LAC 7460 13945000 PRN SHARED 13945000 D EL PASO CORP DBCV 2/2 28336LAC 26 50000 PRN SHR/OTHR 01 50000 D EL PASO CORP COM 28336L10 20898 1814103 SH SHARED 1811303 2800 D EL PASO CORP COM 28336L10 1880 163242 SH SHARED 01 163242 D EL PASO CORP COM 28336L10 873 75839 SH SHR/OTHR 01 75839 D EL PASO CORP COM 28336L10 4426 384283 SH SHARED 02 384283 D EL PASO CORP COM 28336L10 345 30000 SH SHARED 04 30000 D EL PASO CORP COM 28336L10 7 646 SH SHARED 05 646 D EL PASO CORP COM 28336L10 84 7300 SH SHARED 06 7300 D EL PASO CORP COM 28336L10 572 49662 SH SHARED 10 49400 262 D EL PASO CORP COM 28336L10 85318 7406087 SH SHARED 17 7406087 D EL PASO ELEC CO COM NEW 28367785 81 4000 SH SHARED 4000 D EL PASO ELEC CO COM NEW 28367785 7831 382963 SH SHARED 382963 D EL PASO ELEC CO COM NEW 28367785 40 2000 SH SHR/OTHR 01 2000 D EL PASO ELEC CO COM NEW 28367785 6 302 SH SHARED 02 302 D EL PASO ELEC CO COM NEW 28367785 705 34500 SH SHARED 17 34500 D ELAN PLC ADR 28413120 21064 3088646 SH SHARED 3088046 600 D ELAN PLC ADR 28413120 71 10500 SH SHR/OTHR 01 10500 D ELAN PLC ADR 28413120 296 43468 SH SHARED 02 43468 D ELAN PLC ADR 28413120 1 260 SH SHARED 05 260 D ELAN PLC ADR 28413120 197 29000 SH SHARED 10 29000 D ELDORADO GOLD CORP NEW COM 28490210 2647 991713 SH SHARED 958963 32750 D ELDORADO GOLD CORP NEW COM 28490210 7275 2725000 SH SHARED 10 2725000 D ELECTRO RENT CORP COM 28521810 487 33499 SH SHARED 17999 15500 D ELECTRO RENT CORP COM 28521810 460 31700 SH SHARED 10 31700 D ELECTRO RENT CORP COM 28521810 343 23600 SH SHARED 17 6500 17100 D ELECTRO SCIENTIFIC INDS COM 28522910 503 28132 SH SHARED 28132 D ELECTRO SCIENTIFIC INDS COM 28522910 30 1700 SH SHR/OTHR 01 1700 D ELECTRO SCIENTIFIC INDS COM 28522910 0 2 SH SHARED 02 2 D ELECTRO SCIENTIFIC INDS COM 28522910 66 3700 SH SHARED 10 3700 D ELECTRO SCIENTIFIC INDS COM 28522910 203 11356 SH SHARED 17 11356 D ELECTRONIC ARTS INC COM 28551210 116006 2049223 SH SHARED 2025623 23600 D ELECTRONIC ARTS INC COM 28551210 5054 89290 SH SHARED 01 7712 81578 D ELECTRONIC ARTS INC COM 28551210 556 9839 SH SHR/OTHR 01 9839 D ELECTRONIC ARTS INC COM 28551210 12617 222887 SH SHARED 02 222887 D ELECTRONIC ARTS INC COM 28551210 31514 556700 SH SHARED 04 556000 700 D ELECTRONIC ARTS INC COM 28551210 75 1340 SH SHARED 05 100 1240 D ELECTRONIC ARTS INC COM 28551210 1927 34050 SH SHARED 06 34050 D ELECTRONIC ARTS INC COM 28551210 67287 1188615 SH SHARED 10 260585 705900 222130 D ELECTRONIC ARTS INC COM 28551210 124 2200 SH SHR/OTHR 10 2200 D ELECTRONIC ARTS INC COM 28551210 1375 24300 SH SHARED 14 24300 D ELECTRONIC ARTS INC COM 28551210 15100 266744 SH SHARED 17 266744 D ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF 1389 1463000 PRN SHARED 1463000 D ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF 4757 5008000 PRN SHARED 02 5008000 D ELECTRONIC DATA SYS NEW COM 28566110 41578 2159943 SH SHARED 2159343 600 D ELECTRONIC DATA SYS NEW COM 28566110 1861 96707 SH SHARED 01 96707 D ELECTRONIC DATA SYS NEW COM 28566110 122 6363 SH SHR/OTHR 01 6363 D ELECTRONIC DATA SYS NEW COM 28566110 4732 245847 SH SHARED 02 245847 D ELECTRONIC DATA SYS NEW COM 28566110 2887 150000 SH SHARED 04 150000 D ELECTRONIC DATA SYS NEW COM 28566110 11 600 SH SHARED 05 600 D ELECTRONIC DATA SYS NEW COM 28566110 114 5950 SH SHARED 06 5950 D ELECTRONIC DATA SYS NEW COM 28566110 169 8800 SH SHARED 10 8800 D ELECTRONIC DATA SYS NEW COM 28566110 161192 8373611 SH SHARED 17 8373611 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 24242 381833 SH SHARED 381833 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 558 8800 SH SHARED 01 8800 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 50 800 SH SHARED 02 800 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 38 600 SH SHARED 10 600 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 380 6000 SH SHARED 17 4500 1500 D ELECTRONICS FOR IMAGING INC DBCV 1.500% 6/0 286082AA 2850 2900000 PRN SHARED 2900000 D ELECTRONICS FOR IMAGING INC COM 28608210 2554 121416 SH SHR/OTHR 121416 D ELECTRONICS FOR IMAGING INC COM 28608210 2366 112465 SH SHARED 112465 D ELECTRONICS FOR IMAGING INC COM 28608210 52 2475 SH SHR/OTHR 01 2475 D ELECTRONICS FOR IMAGING INC COM 28608210 612 29100 SH SHARED 17 29100 D ELITE PHARMACEUTICALS INC CL A NEW 28659T20 785 255000 SH SHARED 17 255000 D ELIZABETH ARDEN INC COM 28660G10 1562 66804 SH SHARED 66804 D ELIZABETH ARDEN INC COM 28660G10 226 9700 SH SHARED 17 9700 D ELKCORP COM 28745610 657 23033 SH SHARED 23033 D ELKCORP COM 28745610 48 1684 SH SHR/OTHR 01 1684 D ELKCORP COM 28745610 105 3701 SH SHARED 02 3701 D ELKCORP COM 28745610 235 8260 SH SHARED 17 8260 D ELLIS PERRY INTL INC COM 28885310 992 42412 SH SHARED 42412 D ELLIS PERRY INTL INC COM 28885310 123 5300 SH SHARED 17 5300 D EMAGEON INC COM 29076V10 199 14228 SH SHARED 14228 D EMAGEON INC COM 29076V10 60 4300 SH SHARED 17 4300 D EMBARCADERO TECHNOLOGIES INC COM 29078710 90 16171 SH SHARED 16171 D EMBARCADERO TECHNOLOGIES INC COM 29078710 14 2500 SH SHARED 02 2500 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 7437 224900 SH SHARED 145300 79600 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 66 2000 SH SHARED 01 2000 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 6773 204830 SH SHARED 10 204530 300 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 1683 50900 SH SHARED 14 50900 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 235 7120 SH SHARED 17 7120 D EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N20 3 300 SH SHARED 300 D EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 7 583 SH SHARED 583 D EMBREX INC COM 29081710 11 1000 SH SHARED 10 1000 D EMCOR GROUP INC COM 29084Q10 1957 40033 SH SHARED 22433 17600 D EMCOR GROUP INC COM 29084Q10 19 400 SH SHARED 02 400 D EMCOR GROUP INC COM 29084Q10 2254 46100 SH SHARED 10 46100 D EMCOR GROUP INC COM 29084Q10 10215 208900 SH SHARED 17 208900 D EMCORE CORP COM 29084610 152 36855 SH SHARED 36855 D EMCORE CORP COM 29084610 75 18400 SH SHARED 17 18400 D EMERGING MKTS TELECOMNC FD N COM 29089010 564 56617 SH SHARED 56617 D EMERSON ELEC CO COM 29101110 218122 3482718 SH SHARED 2840994 641724 D EMERSON ELEC CO COM 29101110 144 2300 SH SHR/OTHR 2300 D EMERSON ELEC CO COM 29101110 24815 396224 SH SHARED 01 235438 160786 D EMERSON ELEC CO COM 29101110 10628 169700 SH SHR/OTHR 01 169700 D EMERSON ELEC CO COM 29101110 9829 156938 SH SHARED 02 156938 D EMERSON ELEC CO COM 29101110 23987 383000 SH SHARED 04 383000 D EMERSON ELEC CO COM 29101110 6162 98400 SH SHARED 05 85100 13300 D EMERSON ELEC CO COM 29101110 2932 46830 SH SHARED 06 46830 D EMERSON ELEC CO COM 29101110 147428 2353954 SH SHARED 10 1114367 799000 440587 D EMERSON ELEC CO COM 29101110 3726 59503 SH SHR/OTHR 10 59503 D EMERSON ELEC CO COM 29101110 265 4240 SH SHARED 14 4240 D EMERSON ELEC CO COM 29101110 2123 33900 SH SHARED 15 33900 D EMERSON ELEC CO COM 29101110 12614 201408 SH SHARED 17 185222 16186 D EMERSON RADIO CORP COM NEW 29108720 132 47372 SH SHARED 47372 D EMISPHERE TECHNOLOGIES INC COM 29134510 8 2000 SH SHARED 10 2000 D EMMIS COMMUNICATIONS CORP CL A 29152510 1161 65730 SH SHARED 65730 D EMMIS COMMUNICATIONS CORP CL A 29152510 372 21100 SH SHARED 01 21100 D EMMIS COMMUNICATIONS CORP CL A 29152510 199 11289 SH SHARED 02 11289 D EMMIS COMMUNICATIONS CORP CL A 29152510 3888 220090 SH SHARED 10 220090 D EMMIS COMMUNICATIONS CORP CL A 29152510 1491 84394 SH SHARED 17 16794 67600 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 13042 311800 SH SHARED 311800 D EMPIRE DIST ELEC CO COM 29164110 1322 55200 SH SHARED 55200 D EMPIRE DIST ELEC CO COM 29164110 373 15600 SH SHARED 17 11700 3900 D EMPIRE RESORTS INC NOTE 5.500% 7/3 292052AB 0 320 PRN SHARED 17 320 D EMPIRE RESORTS INC COM 29205210 27 6900 SH SHARED 6900 D EMPIRE RESORTS INC COM 29205210 4 1000 SH SHARED 02 1000 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 11132 447100 SH SHARED 447100 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 15017 603100 SH SHARED 10 603100 D EMPRESAS ICA SOCIEDAD CONTRL SPONSORED ADR 29244810 486 200000 SH SHARED 200000 D EMPRESAS ICA SOCIEDAD CONTRL SPONSORED ADR 29244810 586 241300 SH SHARED 04 241300 D EMULEX CORP NOTE 0.250%12/1 292475AD 6260 6681000 PRN SHARED 6681000 D EMULEX CORP COM NEW 29247520 3884 212712 SH SHARED 133112 79600 D EMULEX CORP COM NEW 29247520 2824 154700 SH SHARED 01 129675 25025 D EMULEX CORP COM NEW 29247520 67 3705 SH SHR/OTHR 01 3705 D EMULEX CORP COM NEW 29247520 1012 55446 SH SHARED 02 55446 D EMULEX CORP COM NEW 29247520 10254 561600 SH SHARED 10 479600 4500 77500 D EMULEX CORP COM NEW 29247520 20230 1107900 SH SHARED 17 658100 449800 D ENBRIDGE INC COM 29250N10 23552 826400 SH SHARED 825000 1400 D ENBRIDGE INC COM 29250N10 242 8506 SH SHARED 01 8506 D ENBRIDGE INC COM 29250N10 3705 130015 SH SHARED 02 130015 D ENBRIDGE INC COM 29250N10 44175 1550000 SH SHARED 04 1550000 D ENBRIDGE INC COM 29250N10 11 400 SH SHARED 05 400 D ENBRIDGE INC COM 29250N10 894 31400 SH SHARED 06 31400 D ENBRIDGE INC COM 29250N10 27 970 SH SHARED 14 970 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 331 6200 SH SHARED 6200 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 16 333 SH SHARED 333 D ENCANA CORP COM 29250510 17664 446176 SH SHARED 388176 58000 D ENCANA CORP COM 29250510 905 22868 SH SHARED 01 22868 D ENCANA CORP COM 29250510 259 6564 SH SHR/OTHR 01 6564 D ENCANA CORP COM 29250510 704 17791 SH SHARED 02 17791 D ENCANA CORP COM 29250510 5265 133000 SH SHARED 05 118100 14900 D ENCANA CORP COM 29250510 8393 212000 SH SHARED 06 212000 D ENCANA CORP COM 29250510 29808 752930 SH SHARED 10 716720 36210 D ENCANA CORP COM 29250510 194 4924 SH SHR/OTHR 10 4924 D ENCANA CORP COM 29250510 28685 724576 SH SHARED 17 724576 D ENCORE ACQUISITION CO COM 29255W10 1319 32193 SH SHARED 32193 D ENCORE ACQUISITION CO COM 29255W10 7498 182900 SH SHARED 17 182900 D ENCORE CAP GROUP INC COM 29255410 299 17640 SH SHARED 17640 D ENCORE CAP GROUP INC COM 29255410 23 1400 SH SHARED 02 1400 D ENCORE CAP GROUP INC COM 29255410 117 6900 SH SHARED 17 6900 D ENCORE MED CORP COM 29256E10 274 49505 SH SHARED 49505 D ENCORE MED CORP COM 29256E10 108 19500 SH SHARED 17 19500 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 763 70665 SH SHARED 70265 400 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 20 1900 SH SHARED 01 1900 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 1078 99800 SH SHARED 04 99800 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 302 28000 SH SHARED 05 28000 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 1284 118800 SH SHARED 10 111200 7600 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 20 1874 SH SHARED 14 1874 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 1592 147346 SH SHARED 17 147346 D ENCORE WIRE CORP COM 29256210 256 22100 SH SHARED 22100 D ENCORE WIRE CORP COM 29256210 158 13700 SH SHARED 10 1800 11900 D ENCORE WIRE CORP COM 29256210 90 7850 SH SHARED 17 7850 D ENDESA S A SPONSORED ADR 29258N10 712 31100 SH SHARED 31100 D ENDESA S A SPONSORED ADR 29258N10 190 8305 SH SHR/OTHR 01 8305 D ENDESA S A SPONSORED ADR 29258N10 437 19100 SH SHARED 02 19100 D ENDESA S A SPONSORED ADR 29258N10 1597 69690 SH SHARED 10 2000 67690 D ENDESA S A SPONSORED ADR 29258N10 1378 60158 SH SHR/OTHR 10 60158 D ENDEAVOUR INTL CORP COM 29259G10 454 125285 SH SHARED 125285 D ENDEAVOUR INTL CORP COM 29259G10 59 16500 SH SHARED 17 16500 D ENDWAVE CORP COM NEW 29264A20 790 16600 SH SHARED 16600 D ENDWAVE CORP COM NEW 29264A20 61 1300 SH SHARED 02 1300 D ENDWAVE CORP COM NEW 29264A20 109 2310 SH SHARED 17 2310 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 1235 47000 SH SHARED 25300 21700 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 10 385 SH SHR/OTHR 01 385 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 131 5018 SH SHARED 02 5018 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 19158 729000 SH SHARED 04 729000 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 52 2000 SH SHARED 06 2000 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 7355 279900 SH SHARED 10 279900 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 247 9400 SH SHARED 14 9400 D ENERGEN CORP COM 29265N10 112 3200 SH SHARED 3200 D ENERGEN CORP COM 29265N10 1129 32220 SH SHARED 32220 D ENERGEN CORP COM 29265N10 35 1000 SH SHARED 01 1000 D ENERGEN CORP COM 29265N10 91 2600 SH SHR/OTHR 01 2600 D ENERGEN CORP COM 29265N10 252 7200 SH SHARED 02 7200 D ENERGEN CORP COM 29265N10 3876 110600 SH SHARED 10 110600 D ENERGEN CORP COM 29265N10 322 9200 SH SHARED 17 9200 D ENEL SOCIETA PER AZIONI ADR 29265W10 5 138 SH SHR/OTHR 01 138 D ENEL SOCIETA PER AZIONI ADR 29265W10 2148 49500 SH SHARED 10 49500 D ENERGY CONVERSION DEVICES IN COM 29265910 615 27521 SH SHARED 27521 D ENERGY CONVERSION DEVICES IN COM 29265910 51 2279 SH SHARED 02 2279 D ENERGY CONVERSION DEVICES IN COM 29265910 208 9309 SH SHARED 17 9309 D ENERGY EAST CORP COM 29266M10 580 20033 SH SHARED 17633 2400 D ENERGY EAST CORP COM 29266M10 1580 54540 SH SHARED 01 54540 D ENERGY EAST CORP COM 29266M10 39 1373 SH SHR/OTHR 01 1373 D ENERGY EAST CORP COM 29266M10 1984 68464 SH SHARED 02 68464 D ENERGY EAST CORP COM 29266M10 43 1500 SH SHARED 06 1500 D ENERGY EAST CORP COM 29266M10 18 655 SH SHARED 10 655 D ENERGY EAST CORP COM 29266M10 170 5900 SH SHARED 14 5900 D ENERGY EAST CORP COM 29266M10 197 6800 SH SHARED 17 6800 D ENERGIZER HLDGS INC COM 29266R10 596 9600 SH SHARED 9200 400 D ENERGIZER HLDGS INC COM 29266R10 1932 31091 SH SHARED 01 31091 D ENERGIZER HLDGS INC COM 29266R10 340 5476 SH SHR/OTHR 01 5476 D ENERGIZER HLDGS INC COM 29266R10 2334 37544 SH SHARED 02 37544 D ENERGIZER HLDGS INC COM 29266R10 62 1000 SH SHARED 14 1000 D ENERGIZER HLDGS INC COM 29266R10 80 1300 SH SHARED 17 1300 D ENERGY PARTNERS LTD COM 29270U10 2744 104720 SH SHARED 38420 66300 D ENERGY PARTNERS LTD COM 29270U10 45 1740 SH SHR/OTHR 01 1740 D ENERGY PARTNERS LTD COM 29270U10 3092 118000 SH SHARED 10 118000 D ENERGY PARTNERS LTD COM 29270U10 4130 157600 SH SHARED 17 105400 52200 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 116328 3362100 SH SHARED 3362100 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 103 3000 SH SHARED 01 3000 D ENERPLUS RES FD UNIT TR G NEW 29274D60 20327 532125 SH SHARED 530000 2125 D ENERPLUS RES FD UNIT TR G NEW 29274D60 114 3000 SH SHARED 01 3000 D ENERPLUS RES FD UNIT TR G NEW 29274D60 57 1504 SH SHARED 10 1504 D ENERSIS S A SPONSORED ADR 29274F10 12106 1159594 SH SHARED 1159594 D ENERSIS S A SPONSORED ADR 29274F10 28 2700 SH SHARED 02 2700 D ENERSIS S A SPONSORED ADR 29274F10 730 70000 SH SHARED 04 70000 D ENERSIS S A SPONSORED ADR 29274F10 15499 1484600 SH SHARED 10 1484600 D ENERSYS COM 29275Y10 617 45309 SH SHARED 45309 D ENERSYS COM 29275Y10 216 15900 SH SHARED 17 15900 D ENGELHARD CORP COM 29284510 7647 267862 SH SHARED 267862 D ENGELHARD CORP COM 29284510 1480 51850 SH SHARED 01 51850 D ENGELHARD CORP COM 29284510 107 3780 SH SHR/OTHR 01 3780 D ENGELHARD CORP COM 29284510 1354 47456 SH SHARED 02 47456 D ENGELHARD CORP COM 29284510 76 2669 SH SHARED 14 2669 D ENGELHARD CORP COM 29284510 1437 50361 SH SHARED 17 50361 D ENGINEERED SUPPORT SYS INC COM 29286610 1467 40948 SH SHARED 40948 D ENGINEERED SUPPORT SYS INC COM 29286610 11 324 SH SHR/OTHR 01 324 D ENGINEERED SUPPORT SYS INC COM 29286610 64 1796 SH SHARED 10 1796 D ENGINEERED SUPPORT SYS INC COM 29286610 571 15937 SH SHARED 17 15937 D ENERGYSOUTH INC COM 29297010 186 6733 SH SHARED 6733 D ENERGYSOUTH INC COM 29297010 33 1200 SH SHARED 17 1200 D ENNIS INC COM 29338910 454 25065 SH SHARED 25065 D ENNIS INC COM 29338910 224 12400 SH SHARED 17 12400 D ENPRO INDS INC COM 29355X10 1156 40066 SH SHARED 40066 D ENPRO INDS INC COM 29355X10 38 1327 SH SHARED 01 1327 D ENPRO INDS INC COM 29355X10 332 11500 SH SHARED 02 11500 D ENPRO INDS INC COM 29355X10 1 40 SH SHARED 10 40 D ENPRO INDS INC COM 29355X10 256 8900 SH SHARED 17 8900 D ENSTAR GROUP INC GA COM 29358R10 208 3167 SH SHARED 3167 D ENSTAR GROUP INC GA COM 29358R10 78 1200 SH SHARED 17 1200 D ENTEGRIS INC COM 29362U10 587 59316 SH SHARED 59316 D ENTEGRIS INC COM 29362U10 209 21118 SH SHARED 17 21118 D ENTERASYS NETWORKS INC COM 29363710 35 39811 SH SHARED 39811 D ENTERASYS NETWORKS INC COM 29363710 0 818 SH SHARED 01 818 D ENTERASYS NETWORKS INC COM 29363710 22 25500 SH SHARED 02 25500 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 2552 76685 SH SHARED 76685 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 555 16700 SH SHARED 01 16700 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 16 500 SH SHR/OTHR 01 500 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 476 14322 SH SHARED 02 14322 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 432 13000 SH SHARED 17 13000 D ENTERGY CORP NEW COM 29364G10 73022 966548 SH SHARED 960310 6238 D ENTERGY CORP NEW COM 29364G10 15908 210567 SH SHARED 01 57135 153432 D ENTERGY CORP NEW COM 29364G10 4416 58462 SH SHR/OTHR 01 58462 D ENTERGY CORP NEW COM 29364G10 6138 81245 SH SHARED 02 81245 D ENTERGY CORP NEW COM 29364G10 589 7800 SH SHARED 05 7800 D ENTERGY CORP NEW COM 29364G10 2187 28955 SH SHARED 06 28955 D ENTERGY CORP NEW COM 29364G10 29910 395906 SH SHARED 10 91136 304770 D ENTERGY CORP NEW COM 29364G10 974 12895 SH SHR/OTHR 10 12895 D ENTERGY CORP NEW COM 29364G10 280 3712 SH SHARED 14 3712 D ENTERGY CORP NEW COM 29364G10 7643 101165 SH SHARED 17 101165 D ENTERPRISE FINL SVCS CORP COM 29371210 178 7558 SH SHARED 7558 D ENTERPRISE PRODS PARTNERS L COM 29379210 401 15000 SH SHARED 15000 D ENTERPRISE PRODS PARTNERS L COM 29379210 182 6820 SH SHARED 01 3620 3200 D ENTERPRISE PRODS PARTNERS L COM 29379210 388 14520 SH SHR/OTHR 01 14520 D ENTERPRISE PRODS PARTNERS L COM 29379210 262 9783 SH SHARED 10 4163 5620 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 1597 34737 SH SHARED 29037 5700 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 18 402 SH SHARED 02 402 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 506 11000 SH SHARED 10 11000 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 26629 578900 SH SHARED 11 578900 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 412 8975 SH SHARED 17 8975 D ENTERRA ENERGY TR TR UNIT 29381P10 9 400 SH SHARED 01 400 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 1713 219954 SH SHARED 219954 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 0 24 SH SHARED 02 24 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 207 26700 SH SHARED 17 26700 D ENTRUST INC COM 29384810 299 62623 SH SHARED 62623 D ENTRUST INC COM 29384810 136 28600 SH SHARED 17 28600 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 1764 2000000 PRN SHARED 2000000 D ENZON PHARMACEUTICALS INC COM 29390410 1252 193273 SH SHARED 148273 45000 D ENZON PHARMACEUTICALS INC COM 29390410 18 2800 SH SHARED 02 2800 D ENZON PHARMACEUTICALS INC COM 29390410 696 107500 SH SHARED 10 107500 D ENZON PHARMACEUTICALS INC COM 29390410 1321 203932 SH SHARED 17 20600 183332 D ENZO BIOCHEM INC COM 29410010 483 26970 SH SHARED 26970 D ENZO BIOCHEM INC COM 29410010 7 432 SH SHARED 02 432 D ENZO BIOCHEM INC COM 29410010 165 9237 SH SHARED 17 9237 D EON LABS INC COM 29412E10 21 700 SH SHARED 700 D EON LABS INC COM 29412E10 18 612 SH SHARED 02 612 D EPICOR SOFTWARE CORP COM 29426L10 765 57966 SH SHARED 57966 D EPICOR SOFTWARE CORP COM 29426L10 36 2800 SH SHR/OTHR 01 2800 D EPICOR SOFTWARE CORP COM 29426L10 54 4100 SH SHARED 02 4100 D EPICOR SOFTWARE CORP COM 29426L10 258 19600 SH SHARED 17 19600 D EQUIFAX INC COM 29442910 31523 882766 SH SHARED 882566 200 D EQUIFAX INC COM 29442910 4008 112262 SH SHARED 01 71685 40577 D EQUIFAX INC COM 29442910 1897 53138 SH SHR/OTHR 01 53138 D EQUIFAX INC COM 29442910 1750 49008 SH SHARED 02 49008 D EQUIFAX INC COM 29442910 44 1250 SH SHARED 06 1250 D EQUIFAX INC COM 29442910 6606 185010 SH SHARED 10 88940 96070 D EQUIFAX INC COM 29442910 64 1800 SH SHR/OTHR 10 1800 D EQUIFAX INC COM 29442910 299 8385 SH SHARED 14 8385 D EQUIFAX INC COM 29442910 2674 74900 SH SHARED 17 74900 D EQUINIX INC COM NEW 29444U50 659 15216 SH SHARED 15216 D EQUINIX INC COM NEW 29444U50 247 5700 SH SHARED 01 5700 D EQUINIX INC COM NEW 29444U50 52 1200 SH SHARED 02 1200 D EQUINIX INC COM NEW 29444U50 143 3300 SH SHARED 10 3300 D EQUINIX INC COM NEW 29444U50 242 5600 SH SHARED 17 5600 D EQUITABLE RES INC COM 29454910 156 2300 SH SHARED 2300 D EQUITABLE RES INC COM 29454910 639 9400 SH SHARED 8700 700 D EQUITABLE RES INC COM 29454910 1643 24170 SH SHARED 01 400 23770 D EQUITABLE RES INC COM 29454910 727 10700 SH SHR/OTHR 01 10700 D EQUITABLE RES INC COM 29454910 2243 32993 SH SHARED 02 32993 D EQUITABLE RES INC COM 29454910 7384 108600 SH SHARED 10 108500 100 D EQUITABLE RES INC COM 29454910 88 1300 SH SHARED 14 1300 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 23 300 SH SHARED 01 300 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 39 500 SH SHARED 10 500 D EQUITY INNS INC COM 29470310 860 64696 SH SHARED 64696 D EQUITY INNS INC COM 29470310 295 22200 SH SHARED 17 22200 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 849 21366 SH SHARED 18866 2500 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 35 900 SH SHARED 01 900 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 1180 29700 SH SHARED 10 29700 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 66540 1673543 SH SHARED 11 1673543 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 624 15700 SH SHARED 17 8200 7500 D EQUITY OFFICE PROPERTIES TRU COM 29474110 34618 1045862 SH SHARED 1029562 16300 D EQUITY OFFICE PROPERTIES TRU COM 29474110 2504 75661 SH SHARED 01 75661 D EQUITY OFFICE PROPERTIES TRU COM 29474110 11 350 SH SHR/OTHR 01 350 D EQUITY OFFICE PROPERTIES TRU COM 29474110 5290 159822 SH SHARED 02 159822 D EQUITY OFFICE PROPERTIES TRU COM 29474110 438 13253 SH SHARED 04 13253 D EQUITY OFFICE PROPERTIES TRU COM 29474110 9 300 SH SHARED 05 300 D EQUITY OFFICE PROPERTIES TRU COM 29474110 3778 114150 SH SHARED 10 114150 D EQUITY OFFICE PROPERTIES TRU COM 29474110 11 350 SH SHR/OTHR 10 350 D EQUITY OFFICE PROPERTIES TRU COM 29474110 121633 3674715 SH SHARED 11 3674715 D EQUITY OFFICE PROPERTIES TRU COM 29474110 6544 197704 SH SHARED 17 179304 18400 D EQUITY ONE COM 29475210 939 41400 SH SHARED 39700 1700 D EQUITY ONE COM 29475210 77 3400 SH SHARED 02 3400 D EQUITY ONE COM 29475210 49 2200 SH SHARED 10 2200 D EQUITY ONE COM 29475210 621 27400 SH SHARED 11 27400 D EQUITY ONE COM 29475210 695 30650 SH SHARED 17 14750 15900 D EQUITY RESIDENTIAL SH BEN INT 29476L10 25083 681239 SH SHARED 672839 8400 D EQUITY RESIDENTIAL SH BEN INT 29476L10 3725 101176 SH SHARED 01 41910 59266 D EQUITY RESIDENTIAL SH BEN INT 29476L10 891 24200 SH SHR/OTHR 01 24200 D EQUITY RESIDENTIAL SH BEN INT 29476L10 10142 275472 SH SHARED 02 275472 D EQUITY RESIDENTIAL SH BEN INT 29476L10 11 300 SH SHARED 05 300 D EQUITY RESIDENTIAL SH BEN INT 29476L10 4396 119418 SH SHARED 10 6800 112618 D EQUITY RESIDENTIAL SH BEN INT 29476L10 320 8700 SH SHR/OTHR 10 8700 D EQUITY RESIDENTIAL SH BEN INT 29476L10 378158 10270475 SH SHARED 11 10270475 D EQUITY RESIDENTIAL SH BEN INT 29476L10 4915 133490 SH SHARED 17 115590 17900 D EQUUS II INC COM 29476610 229 27856 SH SHARED 27856 D ERESEARCHTECHNOLOGY INC COM 29481V10 667 49814 SH SHARED 49814 D ERESEARCHTECHNOLOGY INC COM 29481V10 403 30150 SH SHARED 01 30150 D ERESEARCHTECHNOLOGY INC COM 29481V10 2 200 SH SHARED 02 200 D ERESEARCHTECHNOLOGY INC COM 29481V10 250 18700 SH SHARED 17 18700 D ERICSSON L M TEL CO ADR B SEK 10 29482160 14989 469153 SH SHARED 457253 11900 D ERICSSON L M TEL CO ADR B SEK 10 29482160 12 400 SH SHARED 01 100 300 D ERICSSON L M TEL CO ADR B SEK 10 29482160 51 1600 SH SHR/OTHR 01 1600 D ERICSSON L M TEL CO ADR B SEK 10 29482160 76 2400 SH SHARED 02 2400 D ERICSSON L M TEL CO ADR B SEK 10 29482160 1253 39225 SH SHARED 10 39225 D ERIE INDTY CO CL A 29530P10 10 200 SH SHARED 200 D ERIE INDTY CO CL A 29530P10 239 4414 SH SHARED 02 4414 D ERIE INDTY CO CL A 29530P10 964 17787 SH SHARED 17 17787 D ESCALADE INC COM 29605610 108 7900 SH SHARED 7900 D ESCALADE INC COM 29605610 190 13800 SH SHARED 10 13800 D ESCALADE INC COM 29605610 30 2200 SH SHARED 17 2200 D ESCO TECHNOLOGIES INC COM 29631510 1827 18132 SH SHARED 13332 4800 D ESCO TECHNOLOGIES INC COM 29631510 91 910 SH SHARED 10 910 D ESCO TECHNOLOGIES INC COM 29631510 2133 21167 SH SHARED 17 6667 14500 D ESPEED INC CL A 29664310 502 56399 SH SHARED 56399 D ESPEED INC CL A 29664310 42 4800 SH SHARED 01 4800 D ESPEED INC CL A 29664310 22 2520 SH SHARED 10 2520 D ESPEED INC CL A 29664310 105 11800 SH SHARED 17 11800 D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F20 100 3800 SH SHARED 3800 D ESSEX CORP COM 29674410 387 16923 SH SHARED 16923 D ESSEX CORP COM 29674410 139 6100 SH SHARED 02 6100 D ESSEX CORP COM 29674410 697 30500 SH SHARED 05 30500 D ESSEX CORP COM 29674410 4244 185500 SH SHARED 17 162000 23500 D ESSEX PPTY TR INC COM 29717810 161 1947 SH SHARED 1947 D ESSEX PPTY TR INC COM 29717810 191 2300 SH SHARED 02 2300 D ESSEX PPTY TR INC COM 29717810 265 3200 SH SHARED 10 3200 D ESTERLINE TECHNOLOGIES CORP COM 29742510 1067 26633 SH SHARED 26633 D ESTERLINE TECHNOLOGIES CORP COM 29742510 20 500 SH SHARED 01 500 D ESTERLINE TECHNOLOGIES CORP COM 29742510 40 1000 SH SHARED 02 1000 D ESTERLINE TECHNOLOGIES CORP COM 29742510 32 800 SH SHARED 10 800 D ESTERLINE TECHNOLOGIES CORP COM 29742510 521 13000 SH SHARED 17 13000 D ETHAN ALLEN INTERIORS INC COM 29760210 1151 34369 SH SHARED 34369 D ETHAN ALLEN INTERIORS INC COM 29760210 122 3660 SH SHR/OTHR 01 3660 D ETHAN ALLEN INTERIORS INC COM 29760210 0 18 SH SHARED 02 18 D ETHAN ALLEN INTERIORS INC COM 29760210 445 13300 SH SHARED 17 13300 D EUROBANCSHARES INC COM 29871610 143 8935 SH SHARED 8935 D EURONET WORLDWIDE INC COM 29873610 2002 68884 SH SHARED 31084 37800 D EURONET WORLDWIDE INC COM 29873610 1011 34788 SH SHARED 02 34788 D EURONET WORLDWIDE INC COM 29873610 1093 37600 SH SHARED 10 37600 D EURONET WORLDWIDE INC COM 29873610 8399 288955 SH SHARED 17 240855 48100 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 4700 316100 SH SHARED 316100 D EVERGREEN SOLAR INC COM 30033R10 1272 197897 SH SHARED 197897 D EVERGREEN SOLAR INC COM 30033R10 51 8000 SH SHARED 01 8000 D EVERGREEN SOLAR INC COM 30033R10 115 18000 SH SHARED 17 18000 D EVERGREEN UTLS & HIGH INCM F COM 30034Q10 1023 47358 SH SHARED 47358 D EXACTECH INC COM 30064E10 60 4600 SH SHARED 4600 D EXACTECH INC COM 30064E10 10 800 SH SHARED 02 800 D EXAR CORP COM 30064510 623 41866 SH SHARED 41866 D EXAR CORP COM 30064510 14 957 SH SHR/OTHR 01 957 D EXAR CORP COM 30064510 49 3300 SH SHARED 02 3300 D EXAR CORP COM 30064510 282 18982 SH SHARED 17 18982 D EXCEL TECHNOLOGY INC COM 30067T10 284 11700 SH SHARED 11700 D EXCEL TECHNOLOGY INC COM 30067T10 100 4135 SH SHARED 17 4135 D EXELON CORP COM 30161N10 180232 3511241 SH SHARED 3195876 315365 D EXELON CORP COM 30161N10 9296 181111 SH SHARED 01 19937 161174 D EXELON CORP COM 30161N10 632 12329 SH SHR/OTHR 01 12329 D EXELON CORP COM 30161N10 13431 261675 SH SHARED 02 261675 D EXELON CORP COM 30161N10 15188 295900 SH SHARED 03 295900 D EXELON CORP 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188545 SH SHARED 144045 44500 D EYETECH PHARMACEUTICALS INC COM 30229710 355 28100 SH SHARED 02 28100 D EYETECH PHARMACEUTICALS INC COM 30229710 662 52400 SH SHARED 10 48800 3600 D EYETECH PHARMACEUTICALS INC COM 30229710 482 38200 SH SHARED 17 12200 26000 D EZCORP INC CL A NON VTG 30230110 9 900 SH SHR/OTHR 01 900 D EXXON MOBIL CORP COM 30231G10 471 8200 SH SHARED 8200 D EXXON MOBIL CORP COM 30231G10 2189021 38089818 SH SHARED 36882749 1207069 D EXXON MOBIL CORP COM 30231G10 505 8800 SH SHR/OTHR 8800 D EXXON MOBIL CORP COM 30231G10 279678 4866513 SH SHARED 01 2148867 2717646 D EXXON MOBIL CORP COM 30231G10 134916 2347597 SH SHR/OTHR 01 2347597 D EXXON MOBIL CORP COM 30231G10 154748 2692689 SH SHARED 02 2692689 D EXXON MOBIL CORP COM 30231G10 15411 268158 SH SHARED 03 268158 D EXXON MOBIL CORP COM 30231G10 25989 452232 SH SHARED 04 443920 8312 D EXXON MOBIL CORP COM 30231G10 23935 416482 SH SHARED 05 298346 118136 D EXXON MOBIL CORP COM 30231G10 12560 218556 SH SHARED 06 218556 D EXXON 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24300 SH SHARED 01 24300 D FASTENAL CO COM 31190010 91 1500 SH SHR/OTHR 01 1500 D FASTENAL CO COM 31190010 1821 29734 SH SHARED 02 29734 D FEDDERS CORP COM NEW 31313550 181 82500 SH SHARED 82500 D FEDERAL AGRIC MTG CORP CL C 31314830 233 10575 SH SHARED 10575 D FEDERAL AGRIC MTG CORP CL C 31314830 127 5800 SH SHARED 17 5800 D FEDERAL HOME LN MTG CORP COM 31340030 198414 3041769 SH SHARED 2796104 245665 D FEDERAL HOME LN MTG CORP COM 31340030 150 2300 SH SHR/OTHR 2300 D FEDERAL HOME LN MTG CORP COM 31340030 17520 268599 SH SHARED 01 92750 175849 D FEDERAL HOME LN MTG CORP COM 31340030 726 11145 SH SHR/OTHR 01 11145 D FEDERAL HOME LN MTG CORP COM 31340030 27717 424912 SH SHARED 02 424912 D FEDERAL HOME LN MTG CORP COM 31340030 32 500 SH SHARED 05 500 D FEDERAL HOME LN MTG CORP COM 31340030 6475 99270 SH SHARED 06 99270 D FEDERAL HOME LN MTG CORP COM 31340030 115007 1763104 SH SHARED 10 1195943 567161 D FEDERAL HOME LN MTG CORP COM 31340030 991 15200 SH SHR/OTHR 10 15200 D FEDERAL HOME LN 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DEPT STORES INC DE COM 31410H10 2323 31710 SH SHARED 04 31710 D FEDERATED DEPT STORES INC DE COM 31410H10 5282 72080 SH SHARED 05 56600 15480 D FEDERATED DEPT STORES INC DE COM 31410H10 377 5150 SH SHARED 06 5150 D FEDERATED DEPT STORES INC DE COM 31410H10 105352 1437665 SH SHARED 10 69580 1257380 110705 D FEDERATED DEPT STORES INC DE COM 31410H10 280 3832 SH SHARED 14 3832 D FEDERATED DEPT STORES INC DE COM 31410H10 89608 1222823 SH SHARED 17 1196423 26400 D FEDERATED INVS INC PA CL B 31421110 45 1500 SH SHARED 1500 D FEDERATED INVS INC PA CL B 31421110 25934 864194 SH SHARED 864194 D FEDERATED INVS INC PA CL B 31421110 432 14400 SH SHARED 01 14400 D FEDERATED INVS INC PA CL B 31421110 980 32661 SH SHARED 02 32661 D FEDERATED INVS INC PA CL B 31421110 1302 43400 SH SHARED 17 43400 D FEDEX CORP COM 31428X10 153723 1897589 SH SHARED 1865289 32300 D FEDEX CORP COM 31428X10 6043 74597 SH SHARED 01 641 73956 D FEDEX CORP COM 31428X10 601 7425 SH SHR/OTHR 01 7425 D FEDEX CORP COM 31428X10 10804 133375 SH SHARED 02 133375 D FEDEX CORP COM 31428X10 16 200 SH SHARED 05 200 D FEDEX CORP COM 31428X10 416 5136 SH SHARED 06 5136 D FEDEX CORP COM 31428X10 77806 960450 SH SHARED 10 271845 484300 204305 D FEDEX CORP COM 31428X10 435 5375 SH SHR/OTHR 10 5375 D FEDEX CORP COM 31428X10 32 400 SH SHARED 14 400 D FEDEX CORP COM 31428X10 15347 189458 SH SHARED 17 189458 D FELCOR LODGING TR INC COM 31430F10 1361 94053 SH SHARED 84653 9400 D FELCOR LODGING TR INC COM 31430F10 340 23500 SH SHARED 01 23500 D FELCOR LODGING TR INC COM 31430F10 1343 92800 SH SHARED 10 92800 D FELCOR LODGING TR INC COM 31430F10 281 19431 SH SHARED 17 19431 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 663 27160 SH SHARED 27160 D FELDMAN MALL PPTYS INC COM 31430810 20726 1485800 SH SHARED 11 1485800 D FELDMAN MALL PPTYS INC COM 31430810 7852 562900 SH SHARED 17 562900 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 16 800 SH SHARED 10 800 D FERRO CORP COM 31540510 917 46197 SH SHARED 46197 D FERRO CORP COM 31540510 305 15400 SH SHARED 01 15400 D FERRO CORP COM 31540510 79 4000 SH SHR/OTHR 01 4000 D FERRO CORP COM 31540510 429 21622 SH SHARED 02 21622 D FERRO CORP COM 31540510 334 16832 SH SHARED 17 16832 D F5 NETWORKS INC COM 31561610 1331 28160 SH SHARED 28160 D F5 NETWORKS INC COM 31561610 898 19000 SH SHARED 01 19000 D F5 NETWORKS INC COM 31561610 771 16328 SH SHARED 02 16328 D F5 NETWORKS INC COM 31561610 1752 37070 SH SHARED 17 37070 D FIAT S P A SP ADR ORD NEW 31562188 190 26500 SH SHARED 26500 D FIBERNET TELECOM GRP INC COM PAR $0.001 31565340 1608 498061 SH SHARED 02 498061 D FIDELITY BANKSHARES INC NEW COM 31604Q10 804 30334 SH SHARED 22334 8000 D FIDELITY BANKSHARES INC NEW COM 31604Q10 360 13600 SH SHARED 05 13600 D FIDELITY BANKSHARES INC NEW COM 31604Q10 423 15954 SH SHARED 10 15954 D FIDELITY BANKSHARES INC NEW COM 31604Q10 2107 79450 SH SHARED 17 79450 D FIDELITY NATL FINL INC COM 31632610 174529 4890137 SH SHARED 4890037 100 D FIDELITY NATL FINL INC COM 31632610 2155 60394 SH SHARED 01 60394 D FIDELITY NATL FINL INC COM 31632610 289 8107 SH SHR/OTHR 01 8107 D FIDELITY NATL FINL INC COM 31632610 2580 72291 SH SHARED 02 72291 D FIDELITY NATL FINL INC COM 31632610 57 1620 SH SHARED 06 1620 D FIDELITY NATL FINL INC COM 31632610 1 43 SH SHARED 10 43 D FIDELITY NATL FINL INC COM 31632610 803 22510 SH SHARED 17 22510 D FIELDSTONE INVT CORP COM 31659U30 986 68529 SH SHARED 68529 D FIELDSTONE INVT CORP COM 31659U30 11819 820800 SH SHARED 17 820800 D FIFTH THIRD BANCORP COM 31677310 233791 5678678 SH SHARED 5678278 400 D FIFTH THIRD BANCORP COM 31677310 6926 168244 SH SHARED 01 34612 133632 D FIFTH THIRD BANCORP COM 31677310 1452 35290 SH SHR/OTHR 01 35290 D FIFTH THIRD BANCORP COM 31677310 13376 324917 SH SHARED 02 324917 D FIFTH THIRD BANCORP COM 31677310 16 400 SH SHARED 05 400 D FIFTH THIRD BANCORP COM 31677310 437 10616 SH SHARED 06 10616 D FIFTH THIRD BANCORP COM 31677310 5459 132598 SH SHARED 10 9955 122643 D FIFTH THIRD BANCORP COM 31677310 168 4100 SH SHR/OTHR 10 4100 D FIFTH THIRD BANCORP COM 31677310 1978 48061 SH SHARED 14 48061 D FIFTH THIRD BANCORP COM 31677310 17167 416987 SH SHARED 17 416987 D FILENET CORP COM 31686910 1803 71725 SH SHARED 42925 28800 D FILENET CORP COM 31686910 27 1100 SH SHARED 01 1100 D FILENET CORP COM 31686910 95 3800 SH SHARED 02 3800 D FILENET CORP COM 31686910 1357 54000 SH SHARED 10 1000 53000 D FILENET CORP COM 31686910 694 27628 SH SHARED 17 25928 1700 D FINANCIAL FED CORP COM 31749210 672 17400 SH SHARED 17400 D FINANCIAL FED CORP COM 31749210 96 2510 SH SHR/OTHR 01 2510 D FINANCIAL FED CORP COM 31749210 274 7100 SH SHARED 17 7100 D FINANCIAL INSTNS INC COM 31758540 159 8835 SH SHARED 8835 D FINANCIAL INSTNS INC COM 31758540 39 2200 SH SHARED 17 2200 D FINISAR NOTE 5.250%10/1 31787AAC 2223 3000000 PRN SHARED 3000000 D FINISAR NOTE 2.500%10/1 31787AAF 8096 11000000 PRN SHARED 11000000 D FINISAR NOTE 2.500%10/1 31787AAF 250 340000 PRN SHARED 02 340000 D FINISAR COM 31787A10 394 375988 SH SHARED 375988 D FINISAR COM 31787A10 87 83200 SH SHARED 17 83200 D FINISH LINE INC CL A 31792310 130 6900 SH SHARED 6900 D FINISH LINE INC CL A 31792310 782 41377 SH SHARED 41377 D FINISH LINE INC CL A 31792310 149 7900 SH SHARED 10 1600 6300 D FINISH LINE INC CL A 31792310 471 24900 SH SHARED 17 24900 D FIRST ADVANTAGE CORP CL A 31845F10 74 3200 SH SHARED 3200 D FIRST ACCEPTANCE CORP COM 31845710 165 17489 SH SHARED 17489 D FIRST ACCEPTANCE CORP COM 31845710 52 5500 SH SHARED 17 5500 D FIRST AMERN CORP CALIF COM 31852230 236 5900 SH SHARED 5900 D FIRST AMERN CORP CALIF COM 31852230 1626 40520 SH SHARED 40520 D FIRST AMERN CORP CALIF COM 31852230 1208 30100 SH SHARED 01 30100 D FIRST AMERN CORP CALIF COM 31852230 1450 36138 SH SHARED 02 36138 D FIRST AMERN CORP CALIF COM 31852230 140 3500 SH SHARED 10 3500 D FIRST AMERN CORP CALIF COM 31852230 128 3200 SH SHARED 17 3200 D FIRST BANCORP P R COM 31867210 3530 87930 SH SHARED 33730 54200 D FIRST BANCORP P R COM 31867210 48 1218 SH SHARED 02 1218 D FIRST BANCORP P R COM 31867210 1244 31000 SH SHARED 10 31000 D FIRST BANCORP P R COM 31867210 2348 58500 SH SHARED 17 15200 43300 D FIRST BANCORP N C COM 31891010 286 12967 SH SHARED 11267 1700 D FIRST BANCORP N C COM 31891010 96 4350 SH SHARED 17 4350 D FIRST BUSEY CORP COM 31938310 268 13901 SH SHARED 13901 D FIRST BUSEY CORP COM 31938310 98 5100 SH SHARED 17 5100 D FIRST CASH FINL SVCS INC COM 31942D10 267 12502 SH SHARED 12502 D FIRST CASH FINL SVCS INC COM 31942D10 138 6500 SH SHARED 17 6500 D FIRST CHARTER CORP COM 31943910 817 37200 SH SHARED 30200 7000 D FIRST CHARTER CORP COM 31943910 2 100 SH SHARED 01 100 D FIRST CHARTER CORP COM 31943910 118 5400 SH SHARED 10 5400 D FIRST CHARTER CORP COM 31943910 309 14100 SH SHARED 17 14100 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 867 6000 SH SHARED 6000 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 150 1044 SH SHR/OTHR 01 1044 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 13 90 SH SHARED 10 90 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 390 2700 SH SHARED 17 2700 D FIRST COMWLTH FINL CORP PA COM 31982910 948 69228 SH SHARED 69228 D FIRST COMWLTH FINL CORP PA COM 31982910 6 500 SH SHARED 01 500 D FIRST COMWLTH FINL CORP PA COM 31982910 0 5 SH SHARED 02 5 D FIRST COMWLTH FINL CORP PA COM 31982910 355 25982 SH SHARED 17 25982 D FIRST CMNTY BANCSHARES INC N COM 31983A10 322 9933 SH SHARED 9933 D FIRST CMNTY BANCSHARES INC N COM 31983A10 121 3749 SH SHARED 17 3749 D FIRST CMNTY BANCORP CALIF COM 31983B10 1135 23900 SH SHARED 12900 11000 D FIRST CMNTY BANCORP CALIF COM 31983B10 33 700 SH SHR/OTHR 01 700 D FIRST CMNTY BANCORP CALIF COM 31983B10 308 6500 SH SHARED 10 6500 D FIRST CMNTY BANCORP CALIF COM 31983B10 299 6300 SH SHARED 17 6300 D FIRST DATA CORP COM 31996310 121995 3039251 SH SHARED 2698451 340800 D FIRST DATA CORP COM 31996310 104 2600 SH SHR/OTHR 2600 D FIRST DATA CORP COM 31996310 23085 575119 SH SHARED 01 259264 315855 D FIRST DATA CORP COM 31996310 4698 117045 SH SHR/OTHR 01 117045 D FIRST DATA CORP COM 31996310 13742 342362 SH SHARED 02 342362 D FIRST DATA CORP COM 31996310 7714 192200 SH SHARED 04 192200 D FIRST DATA CORP COM 31996310 28 719 SH SHARED 05 719 D FIRST DATA CORP COM 31996310 4365 108749 SH SHARED 06 108749 D FIRST DATA CORP COM 31996310 107545 2679263 SH SHARED 10 1703652 975611 D FIRST DATA CORP COM 31996310 4061 101189 SH SHR/OTHR 10 101189 D FIRST DATA CORP COM 31996310 325 8100 SH SHARED 14 8100 D FIRST DATA CORP COM 31996310 2002 49900 SH SHARED 15 49900 D FIRST DATA CORP COM 31996310 15863 395200 SH SHARED 17 395200 D FIRST DEFIANCE FINL CORP COM 32006W10 180 6756 SH SHARED 6756 D FIRST DEFIANCE FINL CORP COM 32006W10 34 1300 SH SHARED 17 1300 D FIRST FINL BANKSHARES COM 32020R10 618 18266 SH SHARED 18266 D FIRST FINL BANKSHARES COM 32020R10 103 3067 SH SHARED 10 3067 D FIRST FINL BANKSHARES COM 32020R10 216 6386 SH SHARED 17 6386 D FIRST FINL BANCORP OH COM 32020910 665 35231 SH SHARED 35231 D FIRST FINL BANCORP OH COM 32020910 214 11342 SH SHARED 17 11342 D FIRST FINL CORP IND COM 32021810 380 13232 SH SHARED 13232 D FIRST FINL CORP IND COM 32021810 25 900 SH SHARED 10 900 D FIRST FINL CORP IND COM 32021810 118 4110 SH SHARED 17 4110 D FIRST FINL HLDGS INC COM 32023910 361 12099 SH SHARED 12099 D FIRST FINL HLDGS INC COM 32023910 125 4200 SH SHARED 17 4200 D FIRST HORIZON PHARMACEUTICAL NOTE 1.750% 3/0 32051KAB 3960 4000000 PRN SHARED 4000000 D FIRST HORIZON PHARMACEUTICAL NOTE 1.750% 3/0 32051KAB 11571 11688000 PRN SHARED 02 11688000 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 1533 80534 SH SHARED 31534 49000 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 11 600 SH SHR/OTHR 01 600 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 16 876 SH SHARED 02 876 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 4131 217000 SH SHARED 04 217000 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 639 33600 SH SHARED 10 33600 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 47 2500 SH SHARED 14 2500 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 2393 125700 SH SHARED 17 12000 113700 D FIRST HORIZON NATL CORP COM 32051710 33920 803792 SH SHARED 803792 D FIRST HORIZON NATL CORP COM 32051710 1457 34544 SH SHARED 01 34544 D FIRST HORIZON NATL CORP COM 32051710 2371 56190 SH SHARED 02 56190 D FIRST HORIZON NATL CORP COM 32051710 633 15000 SH SHARED 04 15000 D FIRST HORIZON NATL CORP COM 32051710 42 1000 SH SHARED 06 1000 D FIRST HORIZON NATL CORP COM 32051710 156 3700 SH SHARED 10 3700 D FIRST HORIZON NATL CORP COM 32051710 26 631 SH SHARED 14 631 D FIRST HORIZON NATL CORP COM 32051710 2291 54289 SH SHARED 17 54289 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 1972 49434 SH SHARED 42134 7300 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 209 5250 SH SHARED 01 3650 1600 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 375 9400 SH SHR/OTHR 01 9400 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 3 100 SH SHARED 02 100 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 2437 61100 SH SHARED 10 61100 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 64626 1619700 SH SHARED 11 1619700 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 1268 31800 SH SHARED 17 18800 13000 D FIRST IND CORP COM 32054R10 368 12433 SH SHARED 10633 1800 D FIRST IND CORP COM 32054R10 86 2900 SH SHARED 17 2900 D FIRST ISRAEL FD INC COM 32063L10 8 580 SH SHARED 580 D FIRST LONG IS CORP COM 32073410 116 2800 SH SHARED 2800 D FIRST LONG IS CORP COM 32073410 20 500 SH SHARED 02 500 D FIRST MARBLEHEAD CORP COM 32077110 4806 137100 SH SHARED 137100 D FIRST MARBLEHEAD CORP COM 32077110 6 175 SH SHARED 01 175 D FIRST MARBLEHEAD CORP COM 32077110 44 1261 SH SHR/OTHR 01 1261 D FIRST MARBLEHEAD CORP COM 32077110 189 5400 SH SHARED 02 5400 D FIRST MARBLEHEAD CORP COM 32077110 10661 304100 SH SHARED 10 304100 D FIRST MARBLEHEAD CORP COM 32077110 10752 306700 SH SHARED 17 306700 D FIRST MERCHANTS CORP COM 32081710 511 20599 SH SHARED 18699 1900 D FIRST MERCHANTS CORP COM 32081710 189 7628 SH SHARED 17 7628 D FIRST MIDWEST BANCORP DEL COM 32086710 1607 45837 SH SHARED 45837 D FIRST MIDWEST BANCORP DEL COM 32086710 21 600 SH SHARED 01 600 D FIRST MIDWEST BANCORP DEL COM 32086710 7 226 SH SHARED 02 226 D FIRST MIDWEST BANCORP DEL COM 32086710 1119 31900 SH SHARED 17 20400 11500 D FIRST NIAGARA FINL GP INC COM 33582V10 1902 130482 SH SHARED 116182 14300 D FIRST NIAGARA FINL GP INC COM 33582V10 133 9143 SH SHARED 02 3055 6088 D FIRST NIAGARA FINL GP INC COM 33582V10 651 44679 SH SHARED 17 44679 D FIRST OAK BROOK BANCSHARES I COM 33584720 184 6533 SH SHARED 6533 D FIRST OAK BROOK BANCSHARES I COM 33584720 71 2550 SH SHARED 17 2550 D FIRST POTOMAC RLTY TR COM 33610F10 402 16220 SH SHARED 16220 D FIRST POTOMAC RLTY TR COM 33610F10 57476 2317600 SH SHARED 11 2317600 D FIRST POTOMAC RLTY TR COM 33610F10 119 4800 SH SHARED 17 4800 D FIRST PL FINL CORP COM 33610T10 298 14869 SH SHARED 14869 D FIRST PL FINL CORP COM 33610T10 20 1031 SH SHARED 10 1031 D FIRST PL FINL CORP COM 33610T10 78 3900 SH SHARED 17 3900 D FIRST REGL BANCORP COM 33615C10 152 2307 SH SHARED 2307 D FIRST REP BK SAN FRANCISCO COM 33615810 750 21238 SH SHARED 21238 D FIRST REP BK SAN FRANCISCO COM 33615810 1224 34650 SH SHARED 10 34650 D FIRST REP BK SAN FRANCISCO COM 33615810 280 7950 SH SHARED 17 7950 D FIRST ST BANCORPORATION COM 33645310 299 15500 SH SHARED 15500 D FIRST ST BANCORPORATION COM 33645310 135 7000 SH SHARED 17 7000 D FIRST SOUTH BANCORP INC VA COM 33646W10 149 4715 SH SHARED 4715 D 1ST SOURCE CORP COM 33690110 265 11566 SH SHARED 11566 D 1ST SOURCE CORP COM 33690110 17 770 SH SHARED 10 770 D 1ST SOURCE CORP COM 33690110 91 3981 SH SHARED 17 3981 D FIRST TR/FOUR CRNRS SR FLOAT COM 33733U10 282 16329 SH SHARED 16329 D FIRST TR VALUE LINE DIV FD COM SHS 33735A10 11559 786921 SH SHARED 786921 D FIRST TR VALUE LINE 100 FD COM SHS 33735D10 3324 215481 SH SHARED 215481 D FIRST TR VALUE LINE 100 FD COM SHS 33735D10 158 10263 SH SHARED 01 10263 D FIRST TR VAL LINE & IBBTSN E COM 33735H10 6333 316506 SH SHARED 316506 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 1 423 SH SHARED 423 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 51 13659 SH SHARED 01 13659 D FISERV INC COM 33773810 55038 1283248 SH SHARED 1255448 27800 D FISERV INC COM 33773810 1829 42665 SH SHARED 01 42665 D FISERV INC COM 33773810 123 2885 SH SHR/OTHR 01 2885 D FISERV INC COM 33773810 3071 71617 SH SHARED 02 71617 D FISERV INC COM 33773810 8 200 SH SHARED 05 200 D FISERV INC COM 33773810 105 2450 SH SHARED 06 2450 D FISERV INC COM 33773810 89454 2085669 SH SHARED 10 770489 1120000 195180 D FISERV INC COM 33773810 60 1418 SH SHARED 14 1418 D FISERV INC COM 33773810 4157 96937 SH SHARED 17 96937 D FISHER COMMUNICATIONS INC COM 33775620 302 6400 SH SHARED 6400 D FISHER COMMUNICATIONS INC COM 33775620 89 1900 SH SHARED 17 1900 D FIRSTFED FINL CORP COM 33790710 244 4100 SH SHARED 4100 D FIRSTFED FINL CORP COM 33790710 3089 51831 SH SHARED 16731 35100 D FIRSTFED FINL CORP COM 33790710 39 670 SH SHR/OTHR 01 670 D FIRSTFED FINL CORP COM 33790710 0 1 SH SHARED 02 1 D FIRSTFED FINL CORP COM 33790710 8508 142740 SH SHARED 10 1340 141400 D FIRSTFED FINL CORP COM 33790710 2318 38900 SH SHARED 17 8100 30800 D FIRSTMERIT CORP COM 33791510 268 10300 SH SHARED 10300 D FIRSTMERIT CORP COM 33791510 736 28200 SH SHARED 01 28200 D FIRSTMERIT CORP COM 33791510 926 35485 SH SHARED 02 35485 D FLAGSTAR BANCORP INC COM 33793010 976 51605 SH SHARED 51605 D FLAGSTAR BANCORP INC COM 33793010 274 14490 SH SHARED 10 1890 12600 D FLAGSTAR BANCORP INC COM 33793010 328 17350 SH SHARED 17 17350 D FIRSTENERGY CORP COM 33793210 89850 1867597 SH SHARED 1859697 7900 D FIRSTENERGY CORP COM 33793210 3737 77677 SH SHARED 01 300 77377 D FIRSTENERGY CORP COM 33793210 12 266 SH SHR/OTHR 01 266 D FIRSTENERGY CORP COM 33793210 7741 160912 SH SHARED 02 160912 D FIRSTENERGY CORP COM 33793210 9 200 SH SHARED 05 200 D FIRSTENERGY CORP COM 33793210 560 11658 SH SHARED 06 11658 D FIRSTENERGY CORP COM 33793210 3157 65626 SH SHARED 10 27250 38376 D FIRSTENERGY CORP COM 33793210 28 600 SH SHR/OTHR 10 600 D FIRSTENERGY CORP COM 33793210 518 10785 SH SHARED 14 10785 D FIRSTENERGY CORP COM 33793210 7597 157920 SH SHARED 17 157920 D FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX 52 51000 PRN SHR/OTHR 01 51000 D FISHER SCIENTIFIC INTL INC CB 33803220 244 377323 PRN SHARED 332423 44900 D FISHER SCIENTIFIC INTL INC CB 33803220 14 22300 PRN SHARED 01 22300 D FISHER SCIENTIFIC INTL INC CB 33803220 6 9609 PRN SHR/OTHR 01 9609 D FISHER SCIENTIFIC INTL INC CB 33803220 54 84676 PRN SHARED 02 84676 D FISHER SCIENTIFIC INTL INC CB 33803220 251 387655 PRN SHARED 04 387655 D FISHER SCIENTIFIC INTL INC CB 33803220 60 93030 PRN SHARED 05 76200 16830 D FISHER SCIENTIFIC INTL INC CB 33803220 5 9200 PRN SHARED 06 9200 D FISHER SCIENTIFIC INTL INC CB 33803220 426 657670 PRN SHARED 10 165410 477260 15000 D FISHER SCIENTIFIC INTL INC CB 33803220 3 4800 PRN SHARED 14 4800 D FISHER SCIENTIFIC INTL INC CB 33803220 244 377332 PRN SHARED 17 377332 D FIVE STAR QUALITY CARE INC COM 33832D10 0 1 SH SHARED 01 1 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 796 44000 SH SHARED 02 44000 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 7223 399000 SH SHARED 10 399000 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 172 9500 SH SHARED 17 9500 D FLANDERS CORP COM 33849410 484 53798 SH SHARED 53798 D FLANDERS CORP COM 33849410 68 7600 SH SHARED 17 7600 D FLEETWOOD ENTERPRISES INC COM 33909910 1309 128967 SH SHARED 128967 D FLEETWOOD ENTERPRISES INC COM 33909910 0 1 SH SHARED 01 1 D FLEETWOOD ENTERPRISES INC COM 33909910 20 2000 SH SHR/OTHR 01 2000 D FLEETWOOD ENTERPRISES INC COM 33909910 203 20077 SH SHARED 17 20077 D FLOATING RATE INCM STRT FD I COM 33973510 131 7495 SH SHARED 7495 D FLORIDA EAST COAST INDS COM 34063210 2153 49738 SH SHARED 49738 D FLORIDA EAST COAST INDS COM 34063210 137 3170 SH SHR/OTHR 01 3170 D FLORIDA EAST COAST INDS COM 34063210 914 21123 SH SHARED 10 3765 17358 D FLORIDA EAST COAST INDS COM 34063210 705 16300 SH SHARED 17 16300 D FLORIDA ROCK INDS INC COM 34114010 58 800 SH SHARED 800 D FLORIDA ROCK INDS INC COM 34114010 157 2150 SH SHR/OTHR 01 2150 D FLORIDA ROCK INDS INC COM 34114010 272 3715 SH SHARED 02 3715 D FLORIDA ROCK INDS INC COM 34114010 696 9500 SH SHARED 10 4500 5000 D FLORIDA ROCK INDS INC COM 34114010 14490 197550 SH SHARED 17 197550 D FLUOR CORP NEW COM 34341210 24049 417600 SH SHARED 411200 6400 D FLUOR CORP NEW COM 34341210 1383 24018 SH SHARED 01 24018 D FLUOR CORP NEW COM 34341210 69 1200 SH SHR/OTHR 01 1200 D FLUOR CORP NEW COM 34341210 2247 39026 SH SHARED 02 39026 D FLUOR CORP NEW COM 34341210 40 700 SH SHARED 06 700 D FLUOR CORP NEW COM 34341210 2653 46071 SH SHARED 17 46071 D FLOWERS FOODS INC COM 34349810 1607 45467 SH SHARED 34367 11100 D FLOWERS FOODS INC COM 34349810 172 4866 SH SHR/OTHR 01 4866 D FLOWERS FOODS INC COM 34349810 958 27100 SH SHARED 02 23900 3200 D FLOWERS FOODS INC COM 34349810 5065 143250 SH SHARED 10 143250 D FLOWERS FOODS INC COM 34349810 1768 50025 SH SHARED 17 14825 35200 D FLOWSERVE CORP COM 34354P10 1829 60465 SH SHARED 60465 D FLOWSERVE CORP COM 34354P10 727 24050 SH SHARED 01 24050 D FLOWSERVE CORP COM 34354P10 60 2000 SH SHR/OTHR 01 2000 D FLOWSERVE CORP COM 34354P10 693 22931 SH SHARED 02 22931 D FLOWSERVE CORP COM 34354P10 1028 34000 SH SHARED 10 1200 32800 D FLOWSERVE CORP COM 34354P10 1001 33100 SH SHARED 17 24100 9000 D FLUSHING FINL CORP COM 34387310 674 36674 SH SHARED 36674 D FLUSHING FINL CORP COM 34387310 121 6600 SH SHARED 17 6600 D FLYI INC COM 34407T10 5 7889 SH SHARED 7889 D FLYI INC COM 34407T10 42 56100 SH SHARED 02 56100 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 14518 243724 SH SHARED 233174 10550 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 4776 80191 SH SHARED 01 80191 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 3574 60000 SH SHARED 02 60000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 3335 56000 SH SHARED 04 56000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 3100 52052 SH SHARED 05 52052 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1489 25000 SH SHARED 06 25000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 34747 583298 SH SHARED 10 583298 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 780 13100 SH SHARED 14 13100 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 296 4970 SH SHARED 15 4970 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1810 30400 SH SHARED 17 30400 D FOOT LOCKER INC COM 34484910 12096 444400 SH SHARED 444100 300 D FOOT LOCKER INC COM 34484910 1467 53895 SH SHARED 01 53895 D FOOT LOCKER INC COM 34484910 81 3000 SH SHR/OTHR 01 3000 D FOOT LOCKER INC COM 34484910 1831 67298 SH SHARED 02 67298 D FOOT LOCKER INC COM 34484910 35 1300 SH SHARED 06 1300 D FOOT LOCKER INC COM 34484910 277 10200 SH SHARED 17 10200 D FORBES MEDI-TECH INC COM 34490710 0 165 SH SHARED 02 165 D FORD MTR CO DEL COM PAR $0.01 34537086 356 34800 SH SHARED 34800 D FORD MTR CO DEL COM PAR $0.01 34537086 496606 48496731 SH SHARED 48492831 3900 D FORD MTR CO DEL COM PAR $0.01 34537086 3630 354540 SH SHARED 01 175 354365 D FORD MTR CO DEL COM PAR $0.01 34537086 631 61639 SH SHR/OTHR 01 61639 D FORD MTR CO DEL COM PAR $0.01 34537086 9776 954749 SH SHARED 02 954749 D FORD MTR CO DEL COM PAR $0.01 34537086 14 1400 SH SHARED 05 1400 D FORD MTR CO DEL COM PAR $0.01 34537086 347 33901 SH SHARED 06 33901 D FORD MTR CO DEL COM PAR $0.01 34537086 5 520 SH SHARED 10 520 D FORD MTR CO DEL COM PAR $0.01 34537086 131 12816 SH SHARED 14 12816 D FORD MTR CO DEL COM PAR $0.01 34537086 38290 3739335 SH SHARED 17 3739335 D FORD MTR CO DEL COM PAR $0.01 34537086 7147 698020 SH SHARED 18 698020 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 8066 200000 SH SHARED 200000 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 24 600 SH SHARED 01 600 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 66 1655 SH SHR/OTHR 01 1655 D FORDING CDN COAL TR TR UNIT 34542510 922 10000 SH SHARED 10000 D FORDING CDN COAL TR TR UNIT 34542510 126 1373 SH SHR/OTHR 01 1373 D FORDING CDN COAL TR TR UNIT 34542510 0 2 SH SHARED 10 2 D FOREST CITY ENTERPRISES INC CL A 34555010 35 500 SH SHARED 500 D FOREST CITY ENTERPRISES INC CL A 34555010 35 500 SH SHR/OTHR 01 500 D FOREST CITY ENTERPRISES INC CL A 34555010 838 11816 SH SHARED 02 11816 D FOREST LABS INC COM 34583810 87289 2246846 SH SHARED 2213654 33192 D FOREST LABS INC COM 34583810 5233 134706 SH SHARED 01 12551 122155 D FOREST LABS INC COM 34583810 1597 41125 SH SHR/OTHR 01 41125 D FOREST LABS INC COM 34583810 6981 179697 SH SHARED 02 179697 D FOREST LABS INC COM 34583810 17725 456250 SH SHARED 05 199050 257200 D FOREST LABS INC COM 34583810 1516 39041 SH SHARED 06 39041 D FOREST LABS INC COM 34583810 11343 291972 SH SHARED 10 115333 176639 D FOREST LABS INC COM 34583810 326 8410 SH SHR/OTHR 10 8410 D FOREST LABS INC COM 34583810 6596 169786 SH SHARED 14 169786 D FOREST LABS INC COM 34583810 6238 160586 SH SHARED 17 160586 D FOREST OIL CORP COM PAR $0.01 34609170 510 12145 SH SHR/OTHR 12145 D FOREST OIL CORP COM PAR $0.01 34609170 6517 155186 SH SHARED 153186 2000 D FOREST OIL CORP COM PAR $0.01 34609170 945 22500 SH SHARED 01 22500 D FOREST OIL CORP COM PAR $0.01 34609170 1323 31500 SH SHARED 02 31500 D FOREST OIL CORP COM PAR $0.01 34609170 1848 44000 SH SHARED 10 44000 D FOREST OIL CORP COM PAR $0.01 34609170 226 5400 SH SHARED 17 5400 D FORMFACTOR INC COM 34637510 880 33317 SH SHARED 33317 D FORMFACTOR INC COM 34637510 1405 53200 SH SHARED 01 53200 D FORMFACTOR INC COM 34637510 25 975 SH SHR/OTHR 01 975 D FORMFACTOR INC COM 34637510 137 5200 SH SHARED 02 5200 D FORMFACTOR INC COM 34637510 6103 231000 SH SHARED 10 228800 2200 D FORMFACTOR INC COM 34637510 14652 554600 SH SHARED 17 312000 242600 D FORRESTER RESH INC COM 34656310 2130 119479 SH SHR/OTHR 119479 D FORRESTER RESH INC COM 34656310 229 12864 SH SHARED 12864 D FORRESTER RESH INC COM 34656310 106 6000 SH SHARED 17 6000 D FORTUNE BRANDS INC COM 34963110 66199 745490 SH SHARED 739990 5500 D FORTUNE BRANDS INC COM 34963110 27147 305711 SH SHARED 01 132763 172948 D FORTUNE BRANDS INC COM 34963110 8676 97705 SH SHR/OTHR 01 97705 D FORTUNE BRANDS INC COM 34963110 4722 53181 SH SHARED 02 53181 D FORTUNE BRANDS INC COM 34963110 355 4000 SH SHARED 04 4000 D FORTUNE BRANDS INC COM 34963110 8 100 SH SHARED 05 100 D FORTUNE BRANDS INC COM 34963110 293 3300 SH SHARED 06 3300 D FORTUNE BRANDS INC COM 34963110 74612 840231 SH SHARED 10 144260 221000 474971 D FORTUNE BRANDS INC COM 34963110 3671 41345 SH SHR/OTHR 10 41345 D FORTUNE BRANDS INC COM 34963110 7401 83349 SH SHARED 17 83349 D FORTUNE BRANDS INC PFD CV $2.67 34963120 25 49 SH SHARED 02 49 D FORWARD AIR CORP COM 34985310 3710 131250 SH SHARED 131250 D FORWARD AIR CORP COM 34985310 912 32287 SH SHARED 32287 D FORWARD AIR CORP COM 34985310 130 4619 SH SHR/OTHR 01 4619 D FORWARD AIR CORP COM 34985310 36 1300 SH SHARED 02 1300 D FORWARD AIR CORP COM 34985310 538 19038 SH SHARED 17 19038 D FOSSIL INC COM 34988210 97 4300 SH SHARED 4300 D FOSSIL INC COM 34988210 1082 47692 SH SHARED 47692 D FOSSIL INC COM 34988210 101 4475 SH SHARED 01 4475 D FOSSIL INC COM 34988210 42 1858 SH SHR/OTHR 01 1858 D FOSSIL INC COM 34988210 11 500 SH SHARED 02 500 D FOSSIL INC COM 34988210 60 2647 SH SHARED 10 2647 D FOSSIL INC COM 34988210 426 18800 SH SHARED 17 18800 D FOSTER L B CO COM 35006010 18 2000 SH SHARED 01 2000 D FOUNDATION COAL HLDGS INC COM 35039W10 613 23632 SH SHARED 23632 D FOUNDATION COAL HLDGS INC COM 35039W10 4 185 SH SHR/OTHR 01 185 D FOUNDATION COAL HLDGS INC COM 35039W10 5177 199600 SH SHARED 10 199600 D FOUNDATION COAL HLDGS INC COM 35039W10 356 13750 SH SHARED 17 13750 D FOUNDRY NETWORKS INC COM 35063R10 1043 121058 SH SHARED 121058 D FOUNDRY NETWORKS INC COM 35063R10 1869 216885 SH SHARED 01 199610 17275 D FOUNDRY NETWORKS INC COM 35063R10 48 5653 SH SHR/OTHR 01 5653 D FOUNDRY NETWORKS INC COM 35063R10 15 1756 SH SHARED 02 1756 D FOUNDRY NETWORKS INC COM 35063R10 163 19000 SH SHARED 04 19000 D FOUNDRY NETWORKS INC COM 35063R10 6631 769333 SH SHARED 10 739783 7700 21850 D FOUNDRY NETWORKS INC COM 35063R10 9 1100 SH SHR/OTHR 10 1100 D FOUNDRY NETWORKS INC COM 35063R10 25367 2942900 SH SHARED 17 2386300 556600 D 4 KIDS ENTMT INC COM 35086510 312 15731 SH SHARED 15731 D 4 KIDS ENTMT INC COM 35086510 26 1340 SH SHARED 10 1340 D 4 KIDS ENTMT INC COM 35086510 139 7000 SH SHARED 17 7000 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 11018 166700 SH SHARED 165600 1100 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 6 100 SH SHARED 01 100 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 2343 35458 SH SHARED 02 35458 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 8440 127700 SH SHARED 04 127700 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 35 530 SH SHARED 05 530 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 13 200 SH SHARED 06 200 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 2160 32680 SH SHARED 17 32680 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 522 13663 SH SHARED 13663 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 30 800 SH SHR/OTHR 01 800 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 183 4800 SH SHARED 17 4800 D FRANCE TELECOM SPONSORED ADR 35177Q10 1570 53900 SH SHARED 53900 D FRANCE TELECOM SPONSORED ADR 35177Q10 4 140 SH SHR/OTHR 01 140 D FRANCE TELECOM SPONSORED ADR 35177Q10 417 14325 SH SHARED 10 14325 D FRANKLIN BK CORP DEL COM 35245110 373 19894 SH SHARED 19894 D FRANKLIN BK CORP DEL COM 35245110 465 24800 SH SHARED 05 24800 D FRANKLIN BK CORP DEL COM 35245110 2418 128900 SH SHARED 17 128900 D FRANKLIN ELEC INC COM 35351410 2139 55351 SH SHARED 22151 33200 D FRANKLIN ELEC INC COM 35351410 30 800 SH SHARED 01 800 D FRANKLIN ELEC INC COM 35351410 734 19000 SH SHARED 10 19000 D FRANKLIN ELEC INC COM 35351410 1055 27300 SH SHARED 17 7700 19600 D FRANKLIN MULTI-INCOME FD SH BEN INT 35402110 564 60154 SH SHARED 60154 D FRANKLIN RES INC NOTE 5/1 354613AC 97712134590000 PRN SHARED 134590000 D FRANKLIN RES INC NOTE 5/1 354613AC 61 85000 PRN SHR/OTHR 01 85000 D FRANKLIN RES INC NOTE 5/1 354613AC 1570 2163000 PRN SHARED 02 2163000 D FRANKLIN RES INC COM 35461310 48072 624486 SH SHARED 622586 1900 D FRANKLIN RES INC COM 35461310 6597 85699 SH SHARED 01 31450 54249 D FRANKLIN RES INC COM 35461310 667 8667 SH SHR/OTHR 01 8667 D FRANKLIN RES INC COM 35461310 12947 168194 SH SHARED 02 71794 96400 D FRANKLIN RES INC COM 35461310 7 100 SH SHARED 05 100 D FRANKLIN RES INC COM 35461310 130 1700 SH SHARED 06 1700 D FRANKLIN RES INC COM 35461310 6368 82723 SH SHARED 10 48825 33898 D FRANKLIN RES INC COM 35461310 334 4350 SH SHR/OTHR 10 4350 D FRANKLIN RES INC COM 35461310 9817 127533 SH SHARED 17 127533 D FRANKLIN UNVL TR SH BEN INT 35514510 273 44256 SH SHARED 44256 D FREDS INC CL A 35610810 2036 122812 SH SHARED 122812 D FREDS INC CL A 35610810 299 18068 SH SHARED 17 18068 D FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/1 35671DAK 3747 6814000 PRN SHARED 6814000 D FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/1 35671DAK 7446 13539000 PRN SHARED 02 13539000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 28016 748302 SH SHARED 747702 600 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 5396 144140 SH SHARED 01 65477 78663 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 736 19677 SH SHR/OTHR 01 19677 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 4227 112910 SH SHARED 02 112910 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 74 2000 SH SHARED 06 2000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 9879 263870 SH SHARED 10 20200 243670 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 630 16845 SH SHR/OTHR 10 16845 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 3058 81686 SH SHARED 17 81686 D FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 7429 353600 SH SHARED 353600 D FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 294 14000 SH SHARED 02 14000 D FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 6709 319327 SH SHARED 17 319327 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 58202 2747984 SH SHARED 2742820 5164 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 1763 83272 SH SHARED 01 5640 77632 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 155 7347 SH SHR/OTHR 01 7347 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 3910 184654 SH SHARED 02 184654 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 16 780 SH SHARED 06 780 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 217 10287 SH SHARED 10 309 9978 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 29 1391 SH SHR/OTHR 10 1391 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 22 1080 SH SHARED 14 1080 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 4006 189162 SH SHARED 17 189162 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 2268 107102 SH SHARED 18 107102 D FREIGHTCAR AMER INC COM 35702310 163 8260 SH SHARED 8260 D FREIGHTCAR AMER INC COM 35702310 97 4900 SH SHARED 17 4900 D FREMONT GEN CORP COM 35728810 2446 100547 SH SHARED 63947 36600 D FREMONT GEN CORP COM 35728810 54 2238 SH SHR/OTHR 01 2238 D FREMONT GEN CORP COM 35728810 24 1000 SH SHARED 02 1000 D FREMONT GEN CORP COM 35728810 1705 70100 SH SHARED 10 1300 68800 D FREMONT GEN CORP COM 35728810 717 29500 SH SHARED 17 29500 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 3977 139800 SH SHARED 135000 4800 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 20 712 SH SHARED 01 712 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 58 2042 SH SHR/OTHR 01 2042 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 19915 700000 SH SHARED 18 700000 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 4635 324149 SH SHARED 324149 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 44 3100 SH SHARED 01 3100 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 250 17534 SH SHARED 02 17534 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 2985 208800 SH SHARED 17 208800 D FRONTIER AIRLINES INC NEW COM 35906510 25 2500 SH SHARED 2500 D FRONTIER AIRLINES INC NEW COM 35906510 362 35098 SH SHARED 35098 D FRONTIER AIRLINES INC NEW COM 35906510 25 2510 SH SHARED 10 2510 D FRONTIER AIRLINES INC NEW COM 35906510 173 16829 SH SHARED 17 16829 D FRONTIER FINL CORP WASH COM 35907K10 797 31566 SH SHARED 24366 7200 D FRONTIER FINL CORP WASH COM 35907K10 34 1350 SH SHARED 10 1350 D FRONTIER FINL CORP WASH COM 35907K10 251 9938 SH SHARED 17 9188 750 D FRONTIER OIL CORP COM 35914P10 12304 419225 SH SHARED 365025 54200 D FRONTIER OIL CORP COM 35914P10 783 26700 SH SHARED 02 26700 D FRONTIER OIL CORP COM 35914P10 358 12200 SH SHARED 10 12200 D FRONTIER OIL CORP COM 35914P10 2636 89818 SH SHARED 17 22218 67600 D FROZEN FOOD EXPRESS INDS INC COM 35936010 168 14882 SH SHARED 14882 D FUELCELL ENERGY INC COM 35952H10 2218 217258 SH SHARED 217258 D FUELCELL ENERGY INC COM 35952H10 32 3200 SH SHARED 01 3200 D FUELCELL ENERGY INC COM 35952H10 268 26250 SH SHARED 02 26250 D FUELCELL ENERGY INC COM 35952H10 3420 335000 SH SHARED 04 335000 D FUELCELL ENERGY INC COM 35952H10 173 17000 SH SHARED 17 17000 D FUJI PHOTO FILM LTD ADR 35958630 55 1705 SH SHR/OTHR 01 1705 D FULLER H B CO COM 35969410 1046 30732 SH SHARED 30732 D FULLER H B CO COM 35969410 51 1502 SH SHARED 02 1502 D FULLER H B CO COM 35969410 614 18048 SH SHARED 17 18048 D FULTON FINL CORP PA COM 36027110 14 800 SH SHARED 800 D FULTON FINL CORP PA COM 36027110 12 689 SH SHARED 01 689 D FULTON FINL CORP PA COM 36027110 501 27885 SH SHARED 02 27885 D FULTON FINL CORP PA COM 36027110 5 288 SH SHARED 10 288 D FURNITURE BRANDS INTL INC COM 36092110 252 11700 SH SHARED 11700 D FURNITURE BRANDS INTL INC COM 36092110 1565 72462 SH SHARED 72462 D FURNITURE BRANDS INTL INC COM 36092110 568 26300 SH SHARED 01 26300 D FURNITURE BRANDS INTL INC COM 36092110 374 17337 SH SHARED 02 17337 D FURNITURE BRANDS INTL INC COM 36092110 181 8400 SH SHARED 06 8400 D FURNITURE BRANDS INTL INC COM 36092110 425 19700 SH SHARED 17 19700 D G & K SVCS INC CL A 36126810 728 19304 SH SHARED 19304 D G & K SVCS INC CL A 36126810 15 400 SH SHARED 01 400 D G & K SVCS INC CL A 36126810 37 1000 SH SHR/OTHR 01 1000 D G & K SVCS INC CL A 36126810 651 17272 SH SHARED 17 17272 D GATX CORP NOTE 7.500% 2/0 361448AC 2878 2479000 PRN SHARED 2479000 D GATX CORP NOTE 5.000% 8/1 361448AE 10578 7095000 PRN SHARED 02 7095000 D GATX CORP COM 36144810 501 14532 SH SHR/OTHR 14532 D GATX CORP COM 36144810 1838 53281 SH SHARED 53281 D GATX CORP COM 36144810 579 16800 SH SHARED 01 16800 D GATX CORP COM 36144810 24 700 SH SHR/OTHR 01 700 D GATX CORP COM 36144810 835 24228 SH SHARED 02 24228 D GATX CORP COM 36144810 717 20800 SH SHARED 17 20800 D G B & T BANCSHARES INC COM 36146210 297 12537 SH SHARED 12537 D G B & T BANCSHARES INC COM 36146210 139 5875 SH SHARED 17 5875 D GEO GROUP INC COM 36159R10 229 9169 SH SHARED 9169 D GEO GROUP INC COM 36159R10 50 2000 SH SHARED 02 2000 D GEO GROUP INC COM 36159R10 383 15300 SH SHARED 10 15300 D GEO GROUP INC COM 36159R10 380 15200 SH SHARED 17 3900 11300 D GFI GROUP INC COM 36165220 214 6033 SH SHARED 6033 D GFI GROUP INC COM 36165220 129 3640 SH SHARED 17 3640 D GMH CMNTYS TR COM 36188G10 2355 170098 SH SHARED 170098 D GMH CMNTYS TR COM 36188G10 12865 928900 SH SHARED 11 928900 D GMH CMNTYS TR COM 36188G10 214 15500 SH SHARED 17 15500 D GP STRATEGIES CORP COM 36225V10 45 5543 SH SHARED 2090 3453 D GSI COMMERCE INC COM 36238G10 613 36602 SH SHARED 30702 5900 D GSI COMMERCE INC COM 36238G10 3 200 SH SHARED 02 200 D GSI COMMERCE INC COM 36238G10 229 13700 SH SHARED 17 13700 D GTC BIOTHERAPEUTICS INC COM 36238T10 37 22111 SH SHARED 22111 D GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 1079 106833 SH SHARED 106833 D GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 1 129 SH SHR/OTHR 01 129 D GABELLI ASSET MGMT INC CL A 36239Y10 314 7110 SH SHARED 7110 D GABELLI ASSET MGMT INC CL A 36239Y10 48 1100 SH SHARED 02 1100 D GABELLI ASSET MGMT INC CL A 36239Y10 154 3500 SH SHARED 17 3500 D GABELLI EQUITY TR INC COM 36239710 11 1303 SH SHR/OTHR 01 1303 D GABELLI UTIL TR COM 36240A10 20 2127 SH SHARED 2127 D GABLES RESIDENTIAL TR SH BEN INT 36241810 45129 1043931 SH SHARED 1025931 18000 D GABLES RESIDENTIAL TR SH BEN INT 36241810 35 815 SH SHR/OTHR 01 815 D GABLES RESIDENTIAL TR SH BEN INT 36241810 1824 42200 SH SHARED 10 42200 D GABLES RESIDENTIAL TR SH BEN INT 36241810 19509 451300 SH SHARED 11 451300 D GABLES RESIDENTIAL TR SH BEN INT 36241810 1072 24820 SH SHARED 17 13420 11400 D GABELLI GLOBL UTIL & INCOME COM SH BEN INT 36242L10 170 8561 SH SHARED 8561 D GALLAGHER ARTHUR J & CO COM 36357610 808 29800 SH SHARED 27700 2100 D GALLAGHER ARTHUR J & CO COM 36357610 634 23400 SH SHARED 01 23400 D GALLAGHER ARTHUR J & CO COM 36357610 1071 39504 SH SHARED 02 39504 D GALLAGHER ARTHUR J & CO COM 36357610 1166 43000 SH SHARED 10 43000 D GALLAGHER ARTHUR J & CO COM 36357610 143 5300 SH SHARED 17 5300 D GALLAHER GROUP PLC SPONSORED ADR 36359510 5627 94900 SH SHARED 94900 D GALLAHER GROUP PLC SPONSORED ADR 36359510 351 5924 SH SHARED 01 5924 D GALLAHER GROUP PLC SPONSORED ADR 36359510 66 1120 SH SHARED 10 1120 D GALLAHER GROUP PLC SPONSORED ADR 36359510 480 8100 SH SHR/OTHR 10 8100 D GAMESTOP CORP CL A 36466R10 768 23500 SH SHARED 23500 D GAMESTOP CORP CL A 36466R10 403 12350 SH SHARED 01 12350 D GAMESTOP CORP COM CL B 36466R20 2227 74489 SH SHARED 58589 15900 D GAMESTOP CORP COM CL B 36466R20 96 3211 SH SHARED 02 3211 D GAMESTOP CORP COM CL B 36466R20 34 1158 SH SHARED 06 1158 D GAMESTOP CORP COM CL B 36466R20 77 2600 SH SHARED 10 2600 D GAMESTOP CORP COM CL B 36466R20 508 17000 SH SHARED 17 17000 D GANDER MOUNTAIN CO COM 36471P10 55 4849 SH SHARED 4849 D GANDER MOUNTAIN CO COM 36471P10 6 600 SH SHARED 02 600 D GANNETT INC COM 36473010 103939 1461262 SH SHARED 1459758 1504 D GANNETT INC COM 36473010 20212 284163 SH SHARED 01 117419 166744 D GANNETT INC COM 36473010 9207 129453 SH SHR/OTHR 01 129453 D GANNETT INC COM 36473010 6673 93828 SH SHARED 02 93828 D GANNETT INC COM 36473010 825 11600 SH SHARED 04 11600 D GANNETT INC COM 36473010 14 200 SH SHARED 05 200 D GANNETT INC COM 36473010 425 5980 SH SHARED 06 5980 D GANNETT INC COM 36473010 40399 567971 SH SHARED 10 92995 474976 D GANNETT INC COM 36473010 6607 92891 SH SHR/OTHR 10 92891 D GANNETT INC COM 36473010 234 3300 SH SHARED 14 3300 D GANNETT INC COM 36473010 9592 134858 SH SHARED 17 134858 D GAP INC DEL COM 36476010 91804 4648318 SH SHARED 3941728 706590 D GAP INC DEL COM 36476010 138 7000 SH SHR/OTHR 7000 D GAP INC DEL COM 36476010 12214 618441 SH SHARED 01 377725 240716 D GAP INC DEL COM 36476010 339 17165 SH SHR/OTHR 01 17165 D GAP INC DEL COM 36476010 5520 279515 SH SHARED 02 279515 D GAP INC DEL COM 36476010 197 10000 SH SHARED 04 10000 D GAP INC DEL COM 36476010 824 41725 SH SHARED 05 41725 D GAP INC DEL COM 36476010 401 20310 SH SHARED 06 20310 D GAP INC DEL COM 36476010 90551 4584877 SH SHARED 10 3841315 743562 D GAP INC DEL COM 36476010 112 5719 SH SHARED 14 5719 D GAP INC DEL COM 36476010 2217 112300 SH SHARED 15 112300 D GAP INC DEL COM 36476010 8315 421045 SH SHARED 17 421045 D GAMMON LAKE RES INC COM 36491510 1057 157100 SH SHARED 5000 152100 D GAMMON LAKE RES INC COM 36491510 1682 250000 SH SHARED 04 250000 D GAMMON LAKE RES INC COM 36491510 4912 730000 SH SHARED 10 730000 D GARDNER DENVER INC COM 36555810 944 26931 SH SHARED 24731 2200 D GARDNER DENVER INC COM 36555810 44 1257 SH SHARED 01 768 489 D GARDNER DENVER INC COM 36555810 419 11959 SH SHR/OTHR 01 11959 D GARDNER DENVER INC COM 36555810 24 700 SH SHARED 02 700 D GARDNER DENVER INC COM 36555810 505 14400 SH SHARED 10 14400 D GARDNER DENVER INC COM 36555810 682 19450 SH SHARED 17 11550 7900 D GARTNER INC COM 36665110 719 67705 SH SHARED 67705 D GARTNER INC COM 36665110 320 30200 SH SHARED 01 30200 D GARTNER INC COM 36665110 298 28100 SH SHARED 02 28100 D GARTNER INC COM 36665110 273 25785 SH SHARED 17 25785 D GARTNER INC CL B 36665120 278 26321 SH SHARED 01 25909 412 D GARTNER INC CL B 36665120 330 31163 SH SHR/OTHR 01 31163 D GARTNER INC CL B 36665120 4 416 SH SHR/OTHR 10 416 D GASCO ENERGY INC COM 36722010 676 182844 SH SHR/OTHR 182844 D GASCO ENERGY INC COM 36722010 234 63245 SH SHARED 63245 D GASCO ENERGY INC COM 36722010 76 20600 SH SHARED 17 20600 D GATEWAY INC COM 36762610 4904 1486271 SH SHARED 1486271 D GATEWAY INC COM 36762610 146 44300 SH SHARED 01 44300 D GATEWAY INC COM 36762610 251 76251 SH SHARED 02 76251 D GATEWAY INC COM 36762610 991 300602 SH SHARED 17 300602 D GAYLORD ENTMT CO NEW COM 36790510 1837 39528 SH SHARED 39528 D GAYLORD ENTMT CO NEW COM 36790510 175 3770 SH SHR/OTHR 01 3770 D GAYLORD ENTMT CO NEW COM 36790510 697 15000 SH SHARED 17 15000 D GEAC COMPUTER LTD COM 36828910 63 7300 SH SHARED 7300 D GEHL CO COM 36848310 256 6589 SH SHARED 6589 D GEHL CO COM 36848310 132 3410 SH SHARED 17 3410 D GEN-PROBE INC NEW COM 36866T10 1441 39784 SH SHARED 39784 D GEN-PROBE INC NEW COM 36866T10 586 16200 SH SHARED 01 16200 D GEN-PROBE INC NEW COM 36866T10 108 3000 SH SHR/OTHR 01 3000 D GEN-PROBE INC NEW COM 36866T10 1093 30184 SH SHARED 02 30184 D GEN-PROBE INC NEW COM 36866T10 13709 378400 SH SHARED 04 378400 D GEN-PROBE INC NEW COM 36866T10 3532 97500 SH SHARED 10 90900 6600 D GEN-PROBE INC NEW COM 36866T10 163 4500 SH SHARED 14 4500 D GEN-PROBE INC NEW COM 36866T10 311 8596 SH SHARED 17 8596 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 4257 1185999 SH SHARED 1185999 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 23 6600 SH SHR/OTHR 01 6600 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 13 3698 SH SHARED 02 3698 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 1513 421500 SH SHARED 14 421500 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 329 91700 SH SHARED 17 91700 D GENAERA CORP COM 36867G10 11 7000 SH SHARED 02 7000 D GENCORP INC NOTE 5.750% 4/1 368682AE 8 8000 PRN SHARED 02 8000 D GENCORP INC NOTE 4.000% 1/1 368682AJ 275 205000 PRN SHARED 02 205000 D GENCORP INC COM 36868210 4906 254754 SH SHARED 254754 D GENCORP INC COM 36868210 10966 569383 SH SHARED 17 569383 D GENELABS TECHNOLOGIES INC COM 36870610 4 9500 SH SHARED 02 9500 D GENENTECH INC COM NEW 36871040 53572 667319 SH SHARED 623219 44100 D GENENTECH INC COM NEW 36871040 1785 22243 SH SHARED 01 300 21943 D GENENTECH INC COM NEW 36871040 1421 17707 SH SHR/OTHR 01 17707 D GENENTECH INC COM NEW 36871040 3767 46928 SH SHARED 02 46928 D GENENTECH INC COM NEW 36871040 24 300 SH SHARED 05 300 D GENENTECH INC COM NEW 36871040 1009 12578 SH SHARED 06 12578 D GENENTECH INC COM NEW 36871040 184607 2299548 SH SHARED 10 648509 1297000 354039 D GENENTECH INC COM NEW 36871040 846 10545 SH SHR/OTHR 10 10545 D GENENTECH INC COM NEW 36871040 175 2185 SH SHARED 14 2185 D GENENTECH INC COM NEW 36871040 1758 21900 SH SHARED 15 21900 D GENENTECH INC COM NEW 36871040 3201 39875 SH SHARED 17 39875 D GENENTECH INC COM NEW 36871040 2210 27538 SH SHARED 18 27538 D GENERAL AMERN INVS INC COM 36880210 167 5248 SH SHARED 5248 D GENERAL BINDING CORP COM 36915410 131 6000 SH SHARED 6000 D GENERAL CABLE CORP DEL NEW COM 36930010 146 9900 SH SHARED 9900 D GENERAL CABLE CORP DEL NEW COM 36930010 584 39398 SH SHARED 39398 D GENERAL CABLE CORP DEL NEW COM 36930010 490 33100 SH SHARED 05 33100 D GENERAL CABLE CORP DEL NEW COM 36930010 28228 1903450 SH SHARED 17 1903450 D GENERAL COMMUNICATION INC CL A 36938510 1543 156394 SH SHARED 54794 101600 D GENERAL COMMUNICATION INC CL A 36938510 2703 273900 SH SHARED 10 273900 D GENERAL COMMUNICATION INC CL A 36938510 1098 111300 SH SHARED 17 25300 86000 D GENERAL DYNAMICS CORP COM 36955010 70842 646726 SH SHARED 634701 12025 D GENERAL DYNAMICS CORP COM 36955010 7191 65655 SH SHARED 01 12657 52998 D GENERAL DYNAMICS CORP COM 36955010 58665 535563 SH SHR/OTHR 01 535563 D GENERAL DYNAMICS CORP COM 36955010 8359 76310 SH SHARED 02 76310 D GENERAL DYNAMICS CORP COM 36955010 10 100 SH SHARED 05 100 D GENERAL DYNAMICS CORP COM 36955010 357 3260 SH SHARED 06 3260 D GENERAL DYNAMICS CORP COM 36955010 20670 188700 SH SHARED 10 76745 111955 D GENERAL DYNAMICS CORP COM 36955010 1992 18190 SH SHR/OTHR 10 18190 D GENERAL DYNAMICS CORP COM 36955010 1515 13834 SH SHARED 14 13834 D GENERAL DYNAMICS CORP COM 36955010 10405 94997 SH SHARED 17 87597 7400 D GENERAL ELEC CO COM 36960410 2424952 69984195 SH SHARED 62928684 7055511 D GENERAL ELEC CO COM 36960410 304 8800 SH SHR/OTHR 8800 D GENERAL ELEC CO COM 36960410 227075 6553409 SH SHARED 01 2676965 3876444 D GENERAL ELEC CO COM 36960410 152445 4399571 SH SHR/OTHR 01 4399571 D GENERAL ELEC CO COM 36960410 159328 4598214 SH SHARED 02 4598214 D GENERAL ELEC CO COM 36960410 7512 216800 SH SHARED 03 216800 D GENERAL ELEC CO COM 36960410 235995 6810843 SH SHARED 04 6790722 20121 D GENERAL ELEC CO COM 36960410 21016 606542 SH SHARED 05 493116 113426 D GENERAL ELEC CO COM 36960410 22764 656994 SH SHARED 06 656994 D GENERAL ELEC CO COM 36960410 642880 18553545 SH SHARED 10 6463245 6199780 5890520 D GENERAL ELEC CO COM 36960410 20206 583161 SH SHR/OTHR 10 583161 D GENERAL ELEC CO COM 36960410 5903 170385 SH SHARED 14 170385 D GENERAL ELEC CO COM 36960410 11787 340200 SH SHARED 15 340200 D GENERAL ELEC CO COM 36960410 6826 197000 SH SHARED 16 197000 D GENERAL ELEC CO COM 36960410 234133 6757113 SH SHARED 17 6575595 181518 D GENERAL GROWTH PPTYS INC COM 37002110 8784 213792 SH SHARED 206992 6800 D GENERAL GROWTH PPTYS INC COM 37002110 180 4389 SH SHARED 01 4389 D GENERAL GROWTH PPTYS INC COM 37002110 1352 32920 SH SHARED 02 32920 D GENERAL GROWTH PPTYS INC COM 37002110 13 330 SH SHARED 05 330 D GENERAL GROWTH PPTYS INC COM 37002110 505 12300 SH SHARED 10 12300 D GENERAL GROWTH PPTYS INC COM 37002110 190869 4645145 SH SHARED 11 4645145 D GENERAL MLS INC DBCV 10/2 370334AU 12006 17031000 PRN SHARED 17031000 D GENERAL MLS INC DBCV 10/2 370334AU 4301 6102000 PRN SHARED 02 6102000 D GENERAL MLS INC COM 37033410 100153 2140487 SH SHARED 1663212 477275 D GENERAL MLS INC COM 37033410 210 4500 SH SHR/OTHR 4500 D GENERAL MLS INC COM 37033410 18194 388845 SH SHARED 01 229987 158858 D GENERAL MLS INC COM 37033410 3063 65480 SH SHR/OTHR 01 65480 D GENERAL MLS INC COM 37033410 8969 191688 SH SHARED 02 150388 41300 D GENERAL MLS INC COM 37033410 8061 172300 SH SHARED 03 172300 D GENERAL MLS INC COM 37033410 2675 57190 SH SHARED 04 57190 D GENERAL MLS INC COM 37033410 6557 140150 SH SHARED 05 121200 18950 D GENERAL MLS INC COM 37033410 500 10700 SH SHARED 06 10700 D GENERAL MLS INC COM 37033410 195383 4175756 SH SHARED 10 2159136 1530390 486230 D GENERAL MLS INC COM 37033410 131 2800 SH SHR/OTHR 10 2800 D GENERAL MLS INC COM 37033410 74 1600 SH SHARED 14 1600 D GENERAL MLS INC COM 37033410 3186 68100 SH SHARED 15 68100 D GENERAL MLS INC COM 37033410 10872 232358 SH SHARED 17 197258 35100 D GENERAL MTRS CORP COM 37044210 197 5800 SH SHARED 5800 D GENERAL MTRS CORP COM 37044210 256279 7537624 SH SHARED 7534364 3260 D GENERAL MTRS CORP COM 37044210 4711 138561 SH SHARED 01 1400 137161 D GENERAL MTRS CORP COM 37044210 466 13727 SH SHR/OTHR 01 13727 D GENERAL MTRS CORP COM 37044210 8913 262172 SH SHARED 02 262172 D GENERAL MTRS CORP COM 37044210 12 375 SH SHARED 05 375 D GENERAL MTRS CORP COM 37044210 518 15242 SH SHARED 06 15242 D GENERAL MTRS CORP COM 37044210 10 322 SH SHARED 10 322 D GENERAL MTRS CORP COM 37044210 8161 240037 SH SHARED 17 240037 D GENERAL MTRS CORP COM 37044210 32640 960000 SH SHARED 18 960000 D GENERAL MTRS CORP DEB SR CV C 33 37044271 47728 2262021 SH SHARED 2259221 2800 D GENERAL MTRS CORP DEB SR CV C 33 37044271 2443 115800 SH SHARED 14 115800 D GENERAL MTRS CORP DEB SR CONV B 37044273 234996 12566646 SH SHARED 12566646 D GENERAL MTRS CORP DEB SR CONV B 37044273 47 2516 SH SHARED 01 916 1600 D GENERAL MTRS CORP DEB SR CONV B 37044273 52616 2813738 SH SHARED 02 2813738 D GENERAL MTRS CORP DEB SR CONV A 37044274 42110 1731516 SH SHARED 1731516 D GENERAL MTRS CORP DEB SR CONV A 37044274 904 37200 SH SHARED 02 37200 D GENESCO INC COM 37153210 100 2700 SH SHARED 2700 D GENESCO INC COM 37153210 2321 62600 SH SHARED 33700 28900 D GENESCO INC COM 37153210 107 2900 SH SHARED 02 2900 D GENESCO INC COM 37153210 741 19990 SH SHARED 10 2390 17600 D GENESCO INC COM 37153210 2147 57900 SH SHARED 17 8100 49800 D GENESEE & WYO INC CL A 37155910 630 23183 SH SHARED 23183 D GENESEE & WYO INC CL A 37155910 8376 307850 SH SHARED 17 307850 D GENESIS MICROCHIP INC DEL COM 37184C10 612 33201 SH SHARED 33201 D GENESIS MICROCHIP INC DEL COM 37184C10 276 15000 SH SHARED 01 15000 D GENESIS MICROCHIP INC DEL COM 37184C10 27 1501 SH SHARED 02 1501 D GENESIS MICROCHIP INC DEL COM 37184C10 234 12700 SH SHARED 17 12700 D GENESIS HEALTHCARE CORP COM 37184D10 29043 627555 SH SHARED 627555 D GENESIS HEALTHCARE CORP COM 37184D10 236 5100 SH SHARED 01 5100 D GENESIS HEALTHCARE CORP COM 37184D10 41 900 SH SHR/OTHR 01 900 D GENESIS HEALTHCARE CORP COM 37184D10 2346 50700 SH SHARED 02 50700 D GENESIS HEALTHCARE CORP COM 37184D10 1642 35500 SH SHARED 10 35500 D GENESIS HEALTHCARE CORP COM 37184D10 363 7850 SH SHARED 17 7850 D GENTEX CORP COM 37190110 356 19600 SH SHARED 19600 D GENTEX CORP COM 37190110 1081 59400 SH SHARED 01 59400 D GENTEX CORP COM 37190110 1284 70576 SH SHARED 02 70576 D GENTEX CORP COM 37190110 6439 353800 SH SHARED 10 353800 D GENTEX CORP COM 37190110 180 9900 SH SHARED 17 9900 D GENITOPE CORP COM 37229P50 320 24978 SH SHARED 24978 D GENITOPE CORP COM 37229P50 147 11500 SH SHARED 17 11500 D GENLYTE GROUP INC COM 37230210 1214 24918 SH SHARED 24918 D GENLYTE GROUP INC COM 37230210 185 3810 SH SHR/OTHR 01 3810 D GENLYTE GROUP INC COM 37230210 85 1760 SH SHARED 10 1760 D GENLYTE GROUP INC COM 37230210 8388 172100 SH SHARED 17 172100 D GENTA INC COM NEW 37245M20 10 8500 SH SHARED 02 8500 D GENTEK INC COM NEW 37245X20 7925 794913 SH SHARED 794913 D GENUINE PARTS CO COM 37246010 33169 807250 SH SHARED 806850 400 D GENUINE PARTS CO COM 37246010 1522 37057 SH SHARED 01 902 36155 D GENUINE PARTS CO COM 37246010 169 4125 SH SHR/OTHR 01 4125 D GENUINE PARTS CO COM 37246010 2731 66478 SH SHARED 02 66478 D GENUINE PARTS CO COM 37246010 117 2861 SH SHARED 06 2861 D GENUINE PARTS CO COM 37246010 21745 529219 SH SHARED 10 5150 524069 D GENUINE PARTS CO COM 37246010 334 8133 SH SHR/OTHR 10 8133 D GENUINE PARTS CO COM 37246010 3093 75287 SH SHARED 17 75287 D GENTIVA HEALTH SERVICES INC COM 37247A10 22551 1262636 SH SHARED 2225536 D GENTIVA HEALTH SERVICES INC COM 37247A10 14 800 SH SHARED 01 800 D GENTIVA HEALTH SERVICES INC COM 37247A10 8 500 SH SHARED 02 500 D GENTIVA HEALTH SERVICES INC COM 37247A10 51 2900 SH SHARED 10 2900 D GENTIVA HEALTH SERVICES INC COM 37247A10 198 11100 SH SHARED 17 11100 D GENWORTH FINL INC COM CL A 37247D10 4801 158840 SH SHARED 130440 28400 D GENWORTH FINL INC COM CL A 37247D10 18 600 SH SHARED 01 600 D GENWORTH FINL INC COM CL A 37247D10 223 7400 SH SHR/OTHR 01 7400 D GENWORTH FINL INC COM CL A 37247D10 1067 35300 SH SHARED 02 35300 D GENWORTH FINL INC COM CL A 37247D10 1511 50000 SH SHARED 04 50000 D GENWORTH FINL INC COM CL A 37247D10 48 1600 SH SHARED 06 1600 D GENWORTH FINL INC COM CL A 37247D10 6188 204700 SH SHARED 10 204700 D GENWORTH FINL INC COM CL A 37247D10 4667 154388 SH SHARED 17 68388 86000 D GENZYME CORP NOTE 1.250%12/0 372917AN 89303 86117000 PRN SHARED 86117000 D GENZYME CORP NOTE 1.250%12/0 372917AN 53 52000 PRN SHR/OTHR 01 52000 D GENZYME CORP COM 37291710 153332 2551721 SH SHARED 2519821 31900 D GENZYME CORP COM 37291710 6307 104971 SH SHARED 01 5700 99271 D GENZYME CORP COM 37291710 786 13082 SH SHR/OTHR 01 13082 D GENZYME CORP COM 37291710 27101 451015 SH SHARED 02 451015 D GENZYME CORP COM 37291710 45340 754550 SH SHARED 04 754550 D GENZYME CORP COM 37291710 706 11760 SH SHARED 05 8400 3360 D GENZYME CORP COM 37291710 216 3600 SH SHARED 06 3600 D GENZYME CORP COM 37291710 33767 561952 SH SHARED 10 180000 194380 187572 D GENZYME CORP COM 37291710 1334 22200 SH SHARED 14 22200 D GENZYME CORP COM 37291710 25780 429033 SH SHARED 17 429033 D GEORGIA GULF CORP COM PAR $0.01 37320020 2595 83582 SH SHARED 83582 D GEORGIA GULF CORP COM PAR $0.01 37320020 537 17300 SH SHARED 02 17300 D GEORGIA GULF CORP COM PAR $0.01 37320020 3632 117000 SH SHARED 10 117000 D GEORGIA GULF CORP COM PAR $0.01 37320020 6851 220647 SH SHARED 17 185947 34700 D GEORGIA PAC CORP COM 37329810 302 9500 SH SHARED 9500 D GEORGIA PAC CORP COM 37329810 49091 1543746 SH SHARED 1473432 70314 D GEORGIA PAC CORP COM 37329810 2120 66675 SH SHARED 01 800 65875 D GEORGIA PAC CORP COM 37329810 349 10997 SH SHR/OTHR 01 10997 D GEORGIA PAC CORP COM 37329810 3033 95392 SH SHARED 02 95392 D GEORGIA PAC CORP COM 37329810 3730 117300 SH SHARED 03 117300 D GEORGIA PAC CORP COM 37329810 1810 56930 SH SHARED 04 56930 D GEORGIA PAC CORP COM 37329810 40964 1288194 SH SHARED 05 891004 397190 D GEORGIA PAC CORP COM 37329810 20826 654911 SH SHARED 06 654911 D GEORGIA PAC CORP COM 37329810 45846 1441720 SH SHARED 10 56440 1385280 D GEORGIA PAC CORP COM 37329810 395 12438 SH SHARED 14 12438 D GEORGIA PAC CORP COM 37329810 927 29160 SH SHARED 15 29160 D GEORGIA PAC CORP COM 37329810 4384 137887 SH SHARED 17 137887 D GERDAU S A SPONSORED ADR 37373710 73 7550 SH SHARED 7550 D GERDAU S A SPONSORED ADR 37373710 576 59200 SH SHARED 14 59200 D GERDAU S A SPONSORED ADR 37373710 482 49630 SH SHARED 17 49630 D GERMAN AMERN BANCORP COM 37386510 106 7700 SH SHARED 7700 D GERMAN AMERN BANCORP COM 37386510 17 1300 SH SHARED 02 1300 D GERMANY FD INC COM 37414310 0 2 SH SHARED 02 2 D GERON CORP COM 37416310 428 55298 SH SHARED 55298 D GERON CORP COM 37416310 2 300 SH SHARED 01 300 D GERON CORP COM 37416310 3 450 SH SHARED 10 450 D GERON CORP COM 37416310 151 19600 SH SHARED 17 19600 D GETTY IMAGES INC SDCV 0.500% 6/0 374276AH 10335 6500000 PRN SHARED 6500000 D GETTY IMAGES INC SDCV 0.500% 6/0 374276AH 2782 1750000 PRN SHARED 02 1750000 D GETTY IMAGES INC COM 37427610 11792 158800 SH SHARED 158800 D GETTY IMAGES INC COM 37427610 13648 183800 SH SHARED 200 183600 D GETTY IMAGES INC COM 37427610 133 1800 SH SHARED 01 1800 D GETTY IMAGES INC COM 37427610 14 190 SH SHR/OTHR 01 190 D GETTY IMAGES INC COM 37427610 2029 27323 SH SHARED 02 27323 D GETTY IMAGES INC COM 37427610 15223 205000 SH SHARED 04 205000 D GETTY IMAGES INC COM 37427610 297 4000 SH SHARED 14 4000 D GETTY IMAGES INC COM 37427610 952 12820 SH SHARED 17 12820 D GETTY RLTY CORP NEW COM 37429710 531 19199 SH SHARED 19199 D GETTY RLTY CORP NEW COM 37429710 157 5700 SH SHARED 17 5700 D GEVITY HR INC COM 37439310 1098 54843 SH SHARED 54843 D GEVITY HR INC COM 37439310 76 3800 SH SHARED 02 3800 D GEVITY HR INC COM 37439310 246 12300 SH SHARED 17 12300 D GIANT INDS INC COM 37450810 1260 35004 SH SHARED 35004 D GIANT INDS INC COM 37450810 489 13600 SH SHARED 17 5700 7900 D GIBRALTAR INDS INC COM 37468910 436 23667 SH SHARED 23667 D GIBRALTAR INDS INC COM 37468910 46 2500 SH SHARED 02 2500 D GIBRALTAR INDS INC COM 37468910 38 2100 SH SHARED 10 2100 D GIBRALTAR INDS INC COM 37468910 207 11250 SH SHARED 17 11250 D GILEAD SCIENCES INC COM 37555810 138790 3155055 SH SHARED 3103155 51900 D GILEAD SCIENCES INC COM 37555810 18218 414153 SH SHARED 01 148795 265358 D GILEAD SCIENCES INC COM 37555810 4197 95425 SH SHR/OTHR 01 95425 D GILEAD SCIENCES INC COM 37555810 10433 237188 SH SHARED 02 190307 46881 D GILEAD SCIENCES INC COM 37555810 57063 1297200 SH SHARED 04 1297200 D GILEAD SCIENCES INC COM 37555810 8 200 SH SHARED 05 200 D GILEAD SCIENCES INC COM 37555810 963 21906 SH SHARED 06 21906 D GILEAD SCIENCES INC COM 37555810 110084 2502482 SH SHARED 10 647757 1311000 543725 D GILEAD SCIENCES INC COM 37555810 228 5200 SH SHR/OTHR 10 5200 D GILEAD SCIENCES INC COM 37555810 1696 38557 SH SHARED 14 38557 D GILEAD SCIENCES INC COM 37555810 8091 183946 SH SHARED 17 183946 D GILLETTE CO COM 37576610 489753 9673191 SH SHARED 9595841 77350 D GILLETTE CO COM 37576610 30551 603423 SH SHARED 01 135673 467750 D GILLETTE CO COM 37576610 9252 182745 SH SHR/OTHR 01 182745 D GILLETTE CO COM 37576610 22229 439050 SH SHARED 02 439050 D GILLETTE CO COM 37576610 154 3044 SH SHARED 04 2482 562 D GILLETTE CO COM 37576610 30 600 SH SHARED 05 600 D GILLETTE CO COM 37576610 1033 20420 SH SHARED 06 20420 D GILLETTE CO COM 37576610 30872 609758 SH SHARED 10 44301 565457 D GILLETTE CO COM 37576610 8212 162208 SH SHR/OTHR 10 162208 D GILLETTE CO COM 37576610 1798 35516 SH SHARED 14 35516 D GILLETTE CO COM 37576610 21823 431030 SH SHARED 17 431030 D GILDAN ACTIVEWEAR INC COM 37591610 1049 39816 SH SHARED 01 39816 D GILDAN ACTIVEWEAR INC COM 37591610 8369 317628 SH SHARED 10 315000 2628 D GILDAN ACTIVEWEAR INC COM 37591610 10655 404400 SH SHARED 17 404400 D GLACIER BANCORP INC NEW COM 37637Q10 1356 51900 SH SHARED 30900 21000 D GLACIER BANCORP INC NEW COM 37637Q10 588 22525 SH SHARED 17 14625 7900 D GLADSTONE CAPITAL CORP COM 37653510 423 18104 SH SHARED 18104 D GLADSTONE CAPITAL CORP COM 37653510 126 5400 SH SHARED 17 5400 D GLADSTONE COML CORP COM 37653610 469 29800 SH SHARED 29800 D GLAMIS GOLD LTD COM 37677510 9078 527525 SH SHARED 527525 D GLAMIS GOLD LTD COM 37677510 8 500 SH SHARED 01 500 D GLAMIS GOLD LTD COM 37677510 459 26685 SH SHARED 02 26685 D GLAMIS GOLD LTD COM 37677510 1462 85000 SH SHARED 04 85000 D GLAMIS GOLD LTD COM 37677510 43 2500 SH SHARED 06 2500 D GLAMIS GOLD LTD COM 37677510 1376 80000 SH SHARED 16 80000 D GLATFELTER COM 37731610 635 51214 SH SHARED 51214 D GLATFELTER COM 37731610 177 14300 SH SHARED 01 14300 D GLATFELTER COM 37731610 151 12200 SH SHARED 02 12200 D GLATFELTER COM 37731610 24 2000 SH SHARED 10 2000 D GLATFELTER COM 37731610 219 17708 SH SHARED 17 17708 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 47297 975000 SH SHARED 975000 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 1193 24611 SH SHARED 01 12878 11733 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 3463 71391 SH SHR/OTHR 01 71391 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 212 4390 SH SHARED 06 4390 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 3889 80182 SH SHARED 10 11220 68962 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 518 10682 SH SHR/OTHR 10 10682 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 1528 31500 SH SHARED 14 31500 D GLENAYRE TECHNOLOGIES INC COM 37789910 248 66120 SH SHARED 66120 D GLENAYRE TECHNOLOGIES INC COM 37789910 116 31100 SH SHARED 17 31100 D GLENBOROUGH RLTY TR INC COM 37803P10 835 40555 SH SHARED 35155 5400 D GLENBOROUGH RLTY TR INC COM 37803P10 82 4000 SH SHARED 10 4000 D GLENBOROUGH RLTY TR INC COM 37803P10 80072 3888900 SH SHARED 11 3888900 D GLENBOROUGH RLTY TR INC COM 37803P10 532 25851 SH SHARED 17 9951 15900 D GLIMCHER RLTY TR SH BEN INT 37930210 1533 55246 SH SHARED 41946 13300 D GLIMCHER RLTY TR SH BEN INT 37930210 49 1800 SH SHARED 01 1800 D GLIMCHER RLTY TR SH BEN INT 37930210 30 1100 SH SHARED 02 1100 D GLIMCHER RLTY TR SH BEN INT 37930210 474 17100 SH SHARED 10 17100 D GLIMCHER RLTY TR SH BEN INT 37930210 90051 3245103 SH SHARED 11 3245103 D GLIMCHER RLTY TR SH BEN INT 37930210 471 17000 SH SHARED 17 13400 3600 D GLOBAL HIGH INCOME DLR FD IN COM 37933G10 148 8800 SH SHARED 8800 D GLOBAL INDS LTD COM 37933610 1369 161131 SH SHARED 86031 75100 D GLOBAL INDS LTD COM 37933610 2 300 SH SHARED 02 300 D GLOBAL INDS LTD COM 37933610 639 75200 SH SHARED 10 75200 D GLOBAL INDS LTD COM 37933610 8661 1019000 SH SHARED 17 929400 89600 D GLOBAL IMAGING SYSTEMS COM 37934A10 1342 42125 SH SHARED 42125 D GLOBAL IMAGING SYSTEMS COM 37934A10 12 400 SH SHARED 01 400 D GLOBAL IMAGING SYSTEMS COM 37934A10 2 80 SH SHARED 10 80 D GLOBAL IMAGING SYSTEMS COM 37934A10 293 9200 SH SHARED 17 9200 D GLOBAL PMTS INC COM 37940X10 698 10300 SH SHARED 10300 D GLOBAL PMTS INC COM 37940X10 80 1180 SH SHARED 01 1180 D GLOBAL PMTS INC COM 37940X10 740 10916 SH SHARED 02 10916 D GLOBAL PMTS INC COM 37940X10 1235 18220 SH SHARED 17 18220 D GLOBAL POWER EQUIPMENT INC COM 37941P10 759 95479 SH SHR/OTHR 95479 D GLOBAL POWER EQUIPMENT INC COM 37941P10 1124 141489 SH SHARED 141489 D GLOBAL POWER EQUIPMENT INC COM 37941P10 135 17100 SH SHARED 17 17100 D GLOBAL SIGNAL INC COM 37944Q10 6820 181150 SH SHARED 181150 D GLOBAL SIGNAL INC COM 37944Q10 56 1500 SH SHARED 02 1500 D GLOBESPAN INC NOTE 5.250% 5/1 379571AB 22666 23200000 PRN SHARED 23200000 D GLOBETEL COMMUNICATIONS CORP COM NEW 37958F20 175 62810 SH SHARED 62810 D GOLD BANC CORP INC COM 37990710 1796 123461 SH SHARED 123461 D GOLD BANC CORP INC COM 37990710 280 19300 SH SHARED 17 19300 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 865 28800 SH SHARED 01 28800 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 2044 68000 SH SHARED 02 68000 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 901 30000 SH SHARED 04 30000 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 1007 33500 SH SHARED 05 33500 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 1202 40000 SH SHARED 10 40000 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 159 5300 SH SHARED 17 5300 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 12191 1074176 SH SHARED 1074176 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 145 12800 SH SHARED 01 12800 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 533 47000 SH SHR/OTHR 01 47000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 1083 95500 SH SHARED 04 95500 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 11160 983300 SH SHARED 10 980300 3000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 268 23690 SH SHARED 15 23690 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 287 25300 SH SHARED 17 25300 D GOLD KIST INC COM 38061410 1784 82684 SH SHARED 82684 D GOLD KIST INC COM 38061410 49 2300 SH SHARED 02 2300 D GOLD KIST INC COM 38061410 448 20800 SH SHARED 17 20800 D GOLDCORP INC NEW COM 38095640 4785 303250 SH SHARED 299350 3900 D GOLDCORP INC NEW COM 38095640 73 4666 SH SHARED 01 4666 D GOLDCORP INC NEW COM 38095640 157 10000 SH SHR/OTHR 01 10000 D GOLDCORP INC NEW COM 38095640 46241 2930375 SH SHARED 10 2930375 D GOLDCORP INC NEW COM 38095640 10596 671525 SH SHARED 17 671525 D GOLDEN STAR RES LTD CDA COM 38119T10 46 15000 SH SHARED 5000 10000 D GOLDEN STAR RES LTD CDA COM 38119T10 7130 2300000 SH SHARED 10 2300000 D GOLDEN TELECOM INC COM 38122G10 5656 184356 SH SHARED 181156 3200 D GOLDEN TELECOM INC COM 38122G10 14150 461221 SH SHARED 04 461221 D GOLDEN TELECOM INC COM 38122G10 576 18800 SH SHARED 10 18800 D GOLDEN TELECOM INC COM 38122G10 2852 92961 SH SHARED 17 7561 85400 D GOLDEN WEST FINL CORP DEL COM 38131710 476 7400 SH SHARED 7400 D GOLDEN WEST FINL CORP DEL COM 38131710 68280 1060581 SH SHARED 1030381 30200 D GOLDEN WEST FINL CORP DEL COM 38131710 4906 76213 SH SHARED 01 1000 75213 D GOLDEN WEST FINL CORP DEL COM 38131710 388 6038 SH SHR/OTHR 01 6038 D GOLDEN WEST FINL CORP DEL COM 38131710 26636 413740 SH SHARED 02 413740 D GOLDEN WEST FINL CORP DEL COM 38131710 6 100 SH SHARED 05 100 D GOLDEN WEST FINL CORP DEL COM 38131710 1371 21308 SH SHARED 06 21308 D GOLDEN WEST FINL CORP DEL COM 38131710 15084 234306 SH SHARED 10 147610 86696 D GOLDEN WEST FINL CORP DEL COM 38131710 4377 67992 SH SHARED 14 67992 D GOLDEN WEST FINL CORP DEL COM 38131710 22478 349153 SH SHARED 17 305353 43800 D GOLDMAN SACHS GROUP INC COM 38141G10 188367 1846375 SH SHARED 1760169 86206 D GOLDMAN SACHS GROUP INC COM 38141G10 27302 267618 SH SHARED 01 81055 186563 D GOLDMAN SACHS GROUP INC COM 38141G10 5330 52251 SH SHR/OTHR 01 52251 D GOLDMAN SACHS GROUP INC COM 38141G10 18329 179668 SH SHARED 02 179668 D GOLDMAN SACHS GROUP INC COM 38141G10 12109 118700 SH SHARED 03 118700 D GOLDMAN SACHS GROUP INC COM 38141G10 40415 396151 SH SHARED 04 393000 3151 D GOLDMAN SACHS GROUP INC COM 38141G10 60449 592529 SH SHARED 05 405499 187030 D GOLDMAN SACHS GROUP INC COM 38141G10 11064 108457 SH SHARED 06 108457 D GOLDMAN SACHS GROUP INC COM 38141G10 213356 2091325 SH SHARED 10 212538 1525990 352797 D GOLDMAN SACHS GROUP INC COM 38141G10 1238 12135 SH SHR/OTHR 10 12135 D GOLDMAN SACHS GROUP INC COM 38141G10 1229 12052 SH SHARED 14 12052 D GOLDMAN SACHS GROUP INC COM 38141G10 2122 20800 SH SHARED 15 20800 D GOLDMAN SACHS GROUP INC COM 38141G10 26443 259202 SH SHARED 17 232002 27200 D GOLF TR AMER INC COM 38168B10 158 97151 SH SHARED 97151 D GOODRICH CORP COM 38238810 49 1200 SH SHARED 1200 D GOODRICH CORP COM 38238810 48154 1175635 SH SHARED 645925 529710 D GOODRICH CORP COM 38238810 6900 168475 SH SHARED 01 97950 70525 D GOODRICH CORP COM 38238810 2114 51628 SH SHR/OTHR 01 51628 D GOODRICH CORP COM 38238810 3487 85153 SH SHARED 02 85153 D GOODRICH CORP COM 38238810 15306 373700 SH SHARED 03 373700 D GOODRICH CORP COM 38238810 715 17470 SH SHARED 04 17470 D GOODRICH CORP COM 38238810 6377 155700 SH SHARED 05 146100 9600 D GOODRICH CORP COM 38238810 32799 800770 SH SHARED 10 17600 782420 750 D GOODRICH CORP COM 38238810 3053 74554 SH SHARED 17 74554 D GOODRICH PETE CORP COM NEW 38241040 207 10100 SH SHARED 10100 D GOODRICH PETE CORP COM NEW 38241040 63 3100 SH SHARED 02 3100 D GOODRICH PETE CORP COM NEW 38241040 111 5400 SH SHARED 17 5400 D GOODYEAR TIRE & RUBR CO COM 38255010 6844 459344 SH SHARED 417844 41500 D GOODYEAR TIRE & RUBR CO COM 38255010 356 23901 SH SHARED 01 23901 D GOODYEAR TIRE & RUBR CO COM 38255010 45 3020 SH SHR/OTHR 01 3020 D GOODYEAR TIRE & RUBR CO COM 38255010 3470 232919 SH SHARED 02 230487 2432 D GOODYEAR TIRE & RUBR CO COM 38255010 1695 113805 SH SHARED 17 113805 D GOODYS FAMILY CLOTHING INC COM 38258810 144 19599 SH SHARED 19599 D GOODYS FAMILY CLOTHING INC COM 38258810 67 9100 SH SHARED 17 9100 D GOOGLE INC CL A 38259P50 74140 252050 SH SHARED 250050 2000 D GOOGLE INC CL A 38259P50 1308 4450 SH SHARED 01 650 3800 D GOOGLE INC CL A 38259P50 466 1585 SH SHR/OTHR 01 1585 D GOOGLE INC CL A 38259P50 25506 86712 SH SHARED 02 86712 D GOOGLE INC CL A 38259P50 24723 84050 SH SHARED 04 84050 D GOOGLE INC CL A 38259P50 29 100 SH SHARED 05 100 D GOOGLE INC CL A 38259P50 2038 6931 SH SHARED 06 6931 D GOOGLE INC CL A 38259P50 76136 258835 SH SHARED 10 115650 127960 15225 D GOOGLE INC CL A 38259P50 1301 4424 SH SHARED 14 4424 D GOREMOTE INTERNET COMMUNICAT COM 38285910 8 5600 SH SHARED 01 5600 D GORMAN RUPP CO COM 38308210 191 8933 SH SHARED 8933 D GORMAN RUPP CO COM 38308210 48 2250 SH SHARED 17 2250 D GOVERNMENT PPTYS TR INC COM 38374W10 196 20235 SH SHARED 20235 D GOVERNMENT PPTYS TR INC COM 38374W10 119 12300 SH SHARED 17 12300 D GPC BIOTECH AG SPONSORED ADR 38386P10 2028 186783 SH SHARED 10 173558 13225 D GRACE W R & CO DEL NEW COM 38388F10 49 6300 SH SHARED 6300 D GRACE W R & CO DEL NEW COM 38388F10 769 98831 SH SHARED 93831 5000 D GRACE W R & CO DEL NEW COM 38388F10 0 1 SH SHARED 01 1 D GRACE W R & CO DEL NEW COM 38388F10 3 450 SH SHR/OTHR 01 450 D GRACE W R & CO DEL NEW COM 38388F10 3179 408200 SH SHARED 02 408200 D GRACE W R & CO DEL NEW COM 38388F10 1515 194500 SH SHARED 10 194500 D GRACE W R & CO DEL NEW COM 38388F10 206 26500 SH SHARED 17 26500 D GRACO INC COM 38410910 293 8600 SH SHARED 8600 D GRACO INC COM 38410910 785 23050 SH SHARED 01 23050 D GRACO INC COM 38410910 76 2250 SH SHR/OTHR 01 2250 D GRACO INC COM 38410910 1143 33572 SH SHARED 02 33572 D GRACO INC COM 38410910 71 2089 SH SHARED 06 2089 D GRACO INC COM 38410910 204 6000 SH SHARED 17 6000 D GRAFTECH INTL LTD COM 38431310 421 98059 SH SHARED 98059 D GRAFTECH INTL LTD COM 38431310 6 1600 SH SHARED 01 1600 D GRAFTECH INTL LTD COM 38431310 34 8000 SH SHARED 02 8000 D GRAFTECH INTL LTD COM 38431310 162 37898 SH SHARED 17 37898 D GRAINGER W W INC COM 38480210 12623 230395 SH SHARED 230395 D GRAINGER W W INC COM 38480210 1361 24850 SH SHARED 01 1250 23600 D GRAINGER W W INC COM 38480210 65 1200 SH SHR/OTHR 01 1200 D GRAINGER W W INC COM 38480210 1703 31092 SH SHARED 02 31092 D GRAINGER W W INC COM 38480210 17998 328500 SH SHARED 04 328500 D GRAINGER W W INC COM 38480210 3449 62950 SH SHARED 06 62950 D GRAINGER W W INC COM 38480210 3627 66205 SH SHARED 10 28600 37605 D GRAINGER W W INC COM 38480210 172 3150 SH SHR/OTHR 10 3150 D GRAINGER W W INC COM 38480210 32 600 SH SHARED 14 600 D GRAINGER W W INC COM 38480210 1917 35000 SH SHARED 16 35000 D GRAINGER W W INC COM 38480210 2168 39571 SH SHARED 17 39571 D GRAMERCY CAP CORP COM 38487110 326 13367 SH SHARED 13367 D GRAMERCY CAP CORP COM 38487110 88 3600 SH SHARED 17 3600 D GRANITE CONSTR INC COM 38732810 1078 38367 SH SHARED 38367 D GRANITE CONSTR INC COM 38732810 377 13450 SH SHARED 01 13450 D GRANITE CONSTR INC COM 38732810 340 12100 SH SHARED 02 12100 D GRANITE CONSTR INC COM 38732810 1049 37350 SH SHARED 17 37350 D GRANT PRIDECO INC COM 38821G10 386 14600 SH SHARED 14600 D GRANT PRIDECO INC COM 38821G10 1100 41600 SH SHARED 01 41600 D GRANT PRIDECO INC COM 38821G10 31 1200 SH SHR/OTHR 01 1200 D GRANT PRIDECO INC COM 38821G10 1691 63933 SH SHARED 02 63933 D GRANT PRIDECO INC COM 38821G10 17563 664030 SH SHARED 17 664030 D GRAPHIC PACKAGING CORP DEL COM 38868810 232 63823 SH SHARED 63823 D GRAPHIC PACKAGING CORP DEL COM 38868810 447 122520 SH SHARED 01 122520 D GRAPHIC PACKAGING CORP DEL COM 38868810 86 23600 SH SHARED 17 23600 D GRAY TELEVISION INC COM 38937510 525 43592 SH SHARED 43592 D GRAY TELEVISION INC COM 38937510 723 60000 SH SHARED 04 60000 D GRAY TELEVISION INC COM 38937510 10 900 SH SHARED 14 900 D GRAY TELEVISION INC COM 38937510 8686 720300 SH SHARED 17 720300 D GREAT AMERN FINL RES INC COM 38991510 162 8203 SH SHARED 8203 D GREAT AMERN FINL RES INC COM 38991510 19 1000 SH SHARED 17 1000 D GREAT ATLANTIC & PAC TEA INC COM 39006410 706 24301 SH SHARED 17501 6800 D GREAT ATLANTIC & PAC TEA INC COM 39006410 55 1900 SH SHARED 02 1900 D GREAT ATLANTIC & PAC TEA INC COM 39006410 312 10768 SH SHARED 17 10768 D GREAT BASIN GOLD LTD COM 39012410 4000 4000000 SH SHARED 10 4000000 D GREAT LAKES CHEM CORP COM 39056810 41396 1315418 SH SHARED 1315418 D GREAT LAKES CHEM CORP COM 39056810 207 6601 SH SHARED 01 6601 D GREAT LAKES CHEM CORP COM 39056810 35 1131 SH SHR/OTHR 01 1131 D GREAT LAKES CHEM CORP COM 39056810 1263 40163 SH SHARED 02 40163 D GREAT LAKES CHEM CORP COM 39056810 1382 43929 SH SHARED 17 43929 D GREAT SOUTHN BANCORP INC COM 39090510 323 10333 SH SHARED 10333 D GREAT SOUTHN BANCORP INC COM 39090510 16 540 SH SHARED 10 540 D GREAT SOUTHN BANCORP INC COM 39090510 100 3200 SH SHARED 17 3200 D GREAT PLAINS ENERGY INC COM 39116410 2535 79500 SH SHARED 79500 D GREAT PLAINS ENERGY INC COM 39116410 870 27300 SH SHARED 01 27300 D GREAT PLAINS ENERGY INC COM 39116410 63 2000 SH SHR/OTHR 01 2000 D GREAT PLAINS ENERGY INC COM 39116410 1010 31680 SH SHARED 02 31680 D GREAT PLAINS ENERGY INC COM 39116410 76 2400 SH SHARED 10 2400 D GREAT PLAINS ENERGY INC COM 39116410 51 1600 SH SHR/OTHR 10 1600 D GREAT PLAINS ENERGY INC COM 39116410 79 2500 SH SHARED 17 2500 D GREAT WOLF RESORTS INC COM 39152310 513 25141 SH SHARED 25141 D GREAT WOLF RESORTS INC COM 39152310 15046 736138 SH SHARED 11 736138 D GREAT WOLF RESORTS INC COM 39152310 171 8380 SH SHARED 17 8380 D GREATER BAY BANCORP COM 39164810 1546 58728 SH SHARED 58728 D GREATER BAY BANCORP COM 39164810 473 18000 SH SHARED 01 18000 D GREATER BAY BANCORP COM 39164810 448 17028 SH SHARED 02 17028 D GREATER BAY BANCORP COM 39164810 92 3500 SH SHARED 10 3500 D GREATER BAY BANCORP COM 39164810 839 31900 SH SHARED 17 31900 D GREATER CHINA FD INC COM 39167B10 15 955 SH SHARED 955 D GREEN MTN COFFEE ROASTERS IN COM 39312210 141 4181 SH SHARED 4181 D GREEN MTN COFFEE ROASTERS IN COM 39312210 84 2500 SH SHARED 17 2500 D GREENBRIER COS INC COM 39365710 170 6301 SH SHARED 6301 D GREENBRIER COS INC COM 39365710 911 33650 SH SHARED 01 33425 225 D GREENBRIER COS INC COM 39365710 14 525 SH SHR/OTHR 01 525 D GREENBRIER COS INC COM 39365710 46 1700 SH SHARED 02 1700 D GREENBRIER COS INC COM 39365710 3896 143800 SH SHARED 10 142400 1400 D GREENBRIER COS INC COM 39365710 5113 188700 SH SHARED 17 188700 D GREENE CNTY BANCSHARES INC COM NEW 39436120 172 6321 SH SHARED 6321 D GREENFIELD ONLINE INC COM 39515010 194 16027 SH SHARED 16027 D GREENFIELD ONLINE INC COM 39515010 98 8100 SH SHARED 17 8100 D GREENHILL & CO INC COM 39525910 473 11689 SH SHARED 11689 D GREENHILL & CO INC COM 39525910 660 16300 SH SHARED 17 3800 12500 D GREIF INC CL A 39762410 1813 29673 SH SHARED 15273 14400 D GREIF INC CL A 39762410 24 400 SH SHARED 10 400 D GREIF INC CL A 39762410 745 12200 SH SHARED 17 8100 4100 D GREY WOLF INC NOTE 3.750% 5/0 397888AD 3291 2600000 PRN SHARED 2600000 D GREY WOLF INC NOTE 3.750% 5/0 397888AD 2342 1850000 PRN SHARED 02 1850000 D GREY WOLF INC COM 39788810 1428 192729 SH SHARED 192729 D GREY WOLF INC COM 39788810 2082 280975 SH SHARED 01 279175 1800 D GREY WOLF INC COM 39788810 34 4650 SH SHR/OTHR 01 4650 D GREY WOLF INC COM 39788810 49722 6710238 SH SHARED 02 6710238 D GREY WOLF INC COM 39788810 9673 1305500 SH SHARED 10 1293100 12400 D GREY WOLF INC COM 39788810 29604 3995200 SH SHARED 17 2890900 1104300 D GRIFFON CORP NOTE 4.000% 7/1 398433AC 63936 53280000 PRN SHARED 53280000 D GRIFFON CORP COM 39843310 634 28579 SH SHARED 28579 D GRIFFON CORP COM 39843310 14 660 SH SHARED 01 660 D GRIFFON CORP COM 39843310 43 1940 SH SHR/OTHR 01 1940 D GRIFFON CORP COM 39843310 2889 130145 SH SHARED 02 130145 D GRIFFON CORP COM 39843310 2886 130000 SH SHARED 10 1000 129000 D GRIFFON CORP COM 39843310 232 10470 SH SHARED 17 10470 D GROUP 1 AUTOMOTIVE INC COM 39890510 1741 72433 SH SHARED 72433 D GROUP 1 AUTOMOTIVE INC COM 39890510 2 100 SH SHARED 02 100 D GROUP 1 AUTOMOTIVE INC COM 39890510 168 7000 SH SHARED 17 7000 D GROUPE DANONE SPONSORED ADR 39944910 1981 113200 SH SHARED 113200 D GROUPE DANONE SPONSORED ADR 39944910 47 2700 SH SHARED 02 2700 D GROUPE DANONE SPONSORED ADR 39944910 7 428 SH SHARED 10 428 D GROUPE CGI INC CL A SUB VTG 39945C10 64 10634 SH SHARED 01 10634 D GROUPE CGI INC CL A SUB VTG 39945C10 511 84828 SH SHARED 02 84828 D GROUPE CGI INC CL A SUB VTG 39945C10 30 5000 SH SHARED 06 5000 D GROUPE CGI INC CL A SUB VTG 39945C10 22 3700 SH SHARED 14 3700 D GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 39990910 605 75000 SH SHARED 04 75000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 31856 513074 SH SHARED 508674 4400 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 3868 62300 SH SHARED 01 62300 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 93 1500 SH SHR/OTHR 01 1500 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 1862 30000 SH SHARED 04 30000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 2772 44650 SH SHARED 05 44650 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 41285 664925 SH SHARED 10 664925 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 133 2158 SH SHARED 15 2158 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 832 13400 SH SHARED 17 13400 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 4708 147848 SH SHARED 147848 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 382 12000 SH SHARED 04 12000 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 5605 176000 SH SHARED 10 176000 D GTECH HLDGS CORP COM 40051810 108 3700 SH SHARED 3700 D GTECH HLDGS CORP COM 40051810 2312 79100 SH SHARED 78900 200 D GTECH HLDGS CORP COM 40051810 1354 46336 SH SHARED 01 46336 D GTECH HLDGS CORP COM 40051810 158 5415 SH SHR/OTHR 01 5415 D GTECH HLDGS CORP COM 40051810 1733 59299 SH SHARED 02 59299 D GTECH HLDGS CORP COM 40051810 1403 48000 SH SHARED 04 48000 D GTECH HLDGS CORP COM 40051810 35 1200 SH SHARED 06 1200 D GTECH HLDGS CORP COM 40051810 14041 480200 SH SHARED 10 480200 D GTECH HLDGS CORP COM 40051810 1625 55600 SH SHARED 14 55600 D GTECH HLDGS CORP COM 40051810 573 19600 SH SHARED 17 19600 D GTX INC DEL COM 40052B10 75 7573 SH SHARED 7573 D GUESS INC COM 40161710 1656 99902 SH SHARED 16002 83900 D GUESS INC COM 40161710 72 4400 SH SHARED 02 4400 D GUESS INC COM 40161710 1185 71480 SH SHARED 10 3480 68000 D GUESS INC COM 40161710 2657 160300 SH SHARED 17 6000 154300 D GUIDANT CORP COM 40169810 373131 5544295 SH SHARED 5482267 62028 D GUIDANT CORP COM 40169810 7299 108459 SH SHARED 01 20564 87895 D GUIDANT CORP COM 40169810 1725 25642 SH SHR/OTHR 01 25642 D GUIDANT CORP COM 40169810 57168 849458 SH SHARED 02 849458 D GUIDANT CORP COM 40169810 15929 236700 SH SHARED 04 236700 D GUIDANT CORP COM 40169810 13 200 SH SHARED 05 200 D GUIDANT CORP COM 40169810 5670 84250 SH SHARED 06 84250 D GUIDANT CORP COM 40169810 13303 197678 SH SHARED 10 84335 4000 109343 D GUIDANT CORP COM 40169810 228 3400 SH SHR/OTHR 10 3400 D GUIDANT CORP COM 40169810 195 2900 SH SHARED 14 2900 D GUIDANT CORP COM 40169810 9016 133968 SH SHARED 17 133968 D GUILFORD PHARMACEUTICALS INC COM 40182910 75 33200 SH SHARED 33200 D GUILFORD PHARMACEUTICALS INC COM 40182910 84 37030 SH SHARED 37030 D GUILFORD PHARMACEUTICALS INC COM 40182910 23 10246 SH SHR/OTHR 01 10246 D GUILFORD PHARMACEUTICALS INC COM 40182910 13 6002 SH SHARED 02 6002 D GUITAR CTR MGMT INC COM 40204010 1503 25765 SH SHARED 25765 D GUITAR CTR MGMT INC COM 40204010 9 160 SH SHR/OTHR 01 160 D GUITAR CTR MGMT INC COM 40204010 163 2800 SH SHARED 02 2800 D GUITAR CTR MGMT INC COM 40204010 2947 50500 SH SHARED 17 10200 40300 D GULF ISLAND FABRICATION INC COM 40230710 180 9103 SH SHARED 9103 D GULF ISLAND FABRICATION INC COM 40230710 91 4600 SH SHARED 17 4600 D GULFMARK OFFSHORE INC COM 40262910 434 15898 SH SHARED 15898 D GULFMARK OFFSHORE INC COM 40262910 6071 222300 SH SHARED 17 222300 D GYMBOREE CORP COM 40377710 700 51300 SH SHARED 51300 D GYMBOREE CORP COM 40377710 525 38500 SH SHARED 17 14700 23800 D HCA INC COM 40411910 1110 19600 SH SHARED 19600 D HCA INC COM 40411910 106075 1871812 SH SHARED 1837112 34700 D HCA INC COM 40411910 5267 92959 SH SHARED 01 92959 D HCA INC COM 40411910 357 6300 SH SHR/OTHR 01 6300 D HCA INC COM 40411910 10732 189382 SH SHARED 02 189382 D HCA INC COM 40411910 3966 70000 SH SHARED 04 70000 D HCA INC COM 40411910 17 300 SH SHARED 05 300 D HCA INC COM 40411910 400 7075 SH SHARED 06 7075 D HCA INC COM 40411910 13821 243900 SH SHARED 10 243900 D HCA INC COM 40411910 153129 2702120 SH SHARED 17 2702120 D HCC INS HLDGS INC NOTE 2.000% 9/0 404132AC 3234 2689000 PRN SHARED 02 2689000 D HCC INS HLDGS INC COM 40413210 333 8800 SH SHARED 8800 D HCC INS HLDGS INC COM 40413210 912 24100 SH SHARED 01 24100 D HCC INS HLDGS INC COM 40413210 98 2600 SH SHR/OTHR 01 2600 D HCC INS HLDGS INC COM 40413210 1299 34308 SH SHARED 02 34308 D HCC INS HLDGS INC COM 40413210 295 7800 SH SHARED 17 7800 D HDFC BANK LTD ADR REPS 3 SHS 40415F10 1767 38000 SH SHARED 38000 D HDFC BANK LTD ADR REPS 3 SHS 40415F10 32 700 SH SHARED 02 700 D HNI CORP COM 40425110 332 6500 SH SHARED 6500 D HNI CORP COM 40425110 987 19300 SH SHARED 01 19300 D HNI CORP COM 40425110 102 2000 SH SHR/OTHR 01 2000 D HNI CORP COM 40425110 1142 22332 SH SHARED 02 22332 D HNI CORP COM 40425110 148 2900 SH SHARED 17 2900 D HRPT PPTYS TR COM SH BEN INT 40426W10 531 42772 SH SHARED 42772 D HRPT PPTYS TR COM SH BEN INT 40426W10 28 2300 SH SHARED 01 2300 D HRPT PPTYS TR COM SH BEN INT 40426W10 347 27976 SH SHARED 02 27976 D HRPT PPTYS TR COM SH BEN INT 40426W10 75243 6053371 SH SHARED 11 6053371 D HSBC HLDGS PLC SPON ADR NEW 40428040 7664 96231 SH SHARED 96231 D HSBC HLDGS PLC SPON ADR NEW 40428040 2014 25287 SH SHARED 01 25287 D HSBC HLDGS PLC SPON ADR NEW 40428040 894 11230 SH SHR/OTHR 01 11230 D HSBC HLDGS PLC SPON ADR NEW 40428040 728 9147 SH SHARED 02 9147 D HSBC HLDGS PLC SPON ADR NEW 40428040 3869 48587 SH SHARED 10 1289 47298 D HSBC HLDGS PLC SPON ADR NEW 40428040 551 6919 SH SHR/OTHR 10 6919 D HAEMONETICS CORP COM 40502410 3108 76485 SH SHARED 25485 51000 D HAEMONETICS CORP COM 40502410 31 770 SH SHR/OTHR 01 770 D HAEMONETICS CORP COM 40502410 3832 94300 SH SHARED 10 300 94000 D HAEMONETICS CORP COM 40502410 4104 101000 SH SHARED 17 10500 90500 D HAIN CELESTIAL GROUP INC COM 40521710 906 46475 SH SHARED 46475 D HAIN CELESTIAL GROUP INC COM 40521710 25 1301 SH SHR/OTHR 01 1301 D HAIN CELESTIAL GROUP INC COM 40521710 245 12582 SH SHARED 17 12582 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM 2764 2000000 PRN SHARED 2000000 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM 92 67000 PRN SHR/OTHR 01 67000 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM 9211 6665000 PRN SHARED 02 6665000 D HALLIBURTON CO COM 40621610 149369 3123570 SH SHARED 2737030 386540 D HALLIBURTON CO COM 40621610 172 3600 SH SHR/OTHR 3600 D HALLIBURTON CO COM 40621610 17902 374366 SH SHARED 01 248400 125966 D HALLIBURTON CO COM 40621610 1626 34004 SH SHR/OTHR 01 34004 D HALLIBURTON CO COM 40621610 25127 525464 SH SHARED 02 525464 D HALLIBURTON CO COM 40621610 2391 50000 SH SHARED 04 50000 D HALLIBURTON CO COM 40621610 218 4571 SH SHARED 05 4571 D HALLIBURTON CO COM 40621610 12832 268350 SH SHARED 06 268350 D HALLIBURTON CO COM 40621610 126383 2642900 SH SHARED 10 2153025 489875 D HALLIBURTON CO COM 40621610 239 5000 SH SHARED 14 5000 D HALLIBURTON CO COM 40621610 2625 54900 SH SHARED 15 54900 D HALLIBURTON CO COM 40621610 1434 30000 SH SHARED 16 30000 D HALLIBURTON CO COM 40621610 17295 361671 SH SHARED 17 361671 D HANAROTELECOM INC SPONSORED ADR 40964920 418 172040 SH SHARED 172040 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 1087 110700 SH SHARED 110700 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 72 7417 SH SHARED 01 7417 D HANCOCK FABRICS INC COM 40990010 183 27678 SH SHARED 27678 D HANCOCK FABRICS INC COM 40990010 16 2500 SH SHARED 02 2500 D HANCOCK HLDG CO COM 41012010 929 27028 SH SHARED 27028 D HANCOCK HLDG CO COM 41012010 3450 100300 SH SHARED 10 900 99400 D HANCOCK HLDG CO COM 41012010 423 12300 SH SHARED 17 12300 D HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T10 15 1264 SH SHARED 1264 D HANCOCK JOHN PATRIOT SELCT D COM 41013U10 26 1900 SH SHR/OTHR 01 1900 D HANCOCK JOHN TAX-ADV DIV INC COM 41013V10 3894 214100 SH SHARED 214100 D HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W10 1277 54800 SH SHARED 54800 D HANDLEMAN CO DEL COM 41025210 360 21864 SH SHARED 21864 D HANDLEMAN CO DEL COM 41025210 0 1 SH SHARED 01 1 D HANDLEMAN CO DEL COM 41025210 30 1830 SH SHR/OTHR 01 1830 D HANDLEMAN CO DEL COM 41025210 0 4 SH SHARED 02 4 D HANDLEMAN CO DEL COM 41025210 1040 63000 SH SHARED 10 2000 61000 D HANDLEMAN CO DEL COM 41025210 166 10055 SH SHARED 17 10055 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 244 48538 SH SHARED 22538 26000 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 152 30300 SH SHARED 01 30300 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 15 3000 SH SHARED 02 3000 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 1451 288000 SH SHARED 17 288000 D HANMI FINL CORP COM 41049510 1267 75898 SH SHARED 39398 36500 D HANMI FINL CORP COM 41049510 337 20200 SH SHARED 10 20200 D HANMI FINL CORP COM 41049510 237 14242 SH SHARED 17 14242 D HANOVER CAP MTG HLDGS INC COM 41076110 5 522 SH SHARED 522 D HANOVER COMPRESSOR CO COM 41076810 1216 105677 SH SHR/OTHR 105677 D HANOVER COMPRESSOR CO COM 41076810 2343 203631 SH SHARED 203631 D HANOVER COMPRESSOR CO COM 41076810 233 20300 SH SHARED 01 20300 D HANOVER COMPRESSOR CO COM 41076810 619 53860 SH SHARED 02 53860 D HANOVER COMPRESSOR CO COM 41076810 9 800 SH SHARED 10 800 D HANOVER COMPRESSOR CO COM 41076810 359 31200 SH SHARED 17 31200 D HANSEN NAT CORP COM 41131010 590 6969 SH SHARED 6969 D HANSEN NAT CORP COM 41131010 50 600 SH SHARED 02 600 D HANSEN NAT CORP COM 41131010 245 2900 SH SHARED 17 2900 D HANSON PLC NEW SPONSORED ADR 41134910 28393 595000 SH SHARED 595000 D HARBOR FLA BANCSHARES INC COM 41190110 1639 43799 SH SHARED 21099 22700 D HARBOR FLA BANCSHARES INC COM 41190110 1656 44253 SH SHARED 10 44253 D HARBOR FLA BANCSHARES INC COM 41190110 1063 28401 SH SHARED 17 7701 20700 D HARLAND JOHN H CO COM 41269310 209 5500 SH SHARED 5500 D HARLAND JOHN H CO COM 41269310 6483 170629 SH SHARED 103929 66700 D HARLAND JOHN H CO COM 41269310 15 400 SH SHARED 01 400 D HARLAND JOHN H CO COM 41269310 53 1400 SH SHARED 02 1400 D HARLAND JOHN H CO COM 41269310 1858 48900 SH SHARED 10 300 48600 D HARLAND JOHN H CO COM 41269310 2101 55300 SH SHARED 17 22800 32500 D HARLEY DAVIDSON INC COM 41282210 57498 1159236 SH SHARED 1053832 105404 D HARLEY DAVIDSON INC COM 41282210 3630 73204 SH SHARED 01 8230 64974 D HARLEY DAVIDSON INC COM 41282210 631 12725 SH SHR/OTHR 01 12725 D HARLEY DAVIDSON INC COM 41282210 7455 150321 SH SHARED 02 150321 D HARLEY DAVIDSON INC COM 41282210 34184 689200 SH SHARED 04 689200 D HARLEY DAVIDSON INC COM 41282210 45629 919940 SH SHARED 05 573030 346910 D HARLEY DAVIDSON INC COM 41282210 13406 270294 SH SHARED 06 270294 D HARLEY DAVIDSON INC COM 41282210 80443 1621840 SH SHARED 10 391570 915600 314670 D HARLEY DAVIDSON INC COM 41282210 384 7750 SH SHR/OTHR 10 7750 D HARLEY DAVIDSON INC COM 41282210 416 8400 SH SHARED 14 8400 D HARLEY DAVIDSON INC COM 41282210 1993 40200 SH SHARED 15 40200 D HARLEY DAVIDSON INC COM 41282210 10502 211752 SH SHARED 17 211752 D HARLEY DAVIDSON INC COM 41282210 608 12276 SH SHARED 18 12276 D HARLEYSVILLE GROUP INC COM 41282410 1121 53687 SH SHARED 53687 D HARLEYSVILLE GROUP INC COM 41282410 154 7400 SH SHARED 17 7400 D HARLEYSVILLE NATL CORP PA COM 41285010 599 25865 SH SHARED 25865 D HARLEYSVILLE NATL CORP PA COM 41285010 3 131 SH SHARED 01 131 D HARLEYSVILLE NATL CORP PA COM 41285010 232 10046 SH SHARED 17 10046 D HARMAN INTL INDS INC COM 41308610 1407 17300 SH SHARED 17300 D HARMAN INTL INDS INC COM 41308610 4271 52500 SH SHARED 33800 18700 D HARMAN INTL INDS INC COM 41308610 2069 25438 SH SHARED 01 220 25218 D HARMAN INTL INDS INC COM 41308610 89 1102 SH SHR/OTHR 01 1102 D HARMAN INTL INDS INC COM 41308610 2355 28946 SH SHARED 02 28946 D HARMAN INTL INDS INC COM 41308610 5206 63990 SH SHARED 04 63990 D HARMAN INTL INDS INC COM 41308610 1745 21460 SH SHARED 05 17750 3710 D HARMAN INTL INDS INC COM 41308610 1763 21675 SH SHARED 06 21675 D HARMAN INTL INDS INC COM 41308610 38811 477030 SH SHARED 10 135240 288390 53400 D HARMAN INTL INDS INC COM 41308610 295 3633 SH SHARED 14 3633 D HARMAN INTL INDS INC COM 41308610 3419 42030 SH SHARED 17 42030 D HARMONIC INC COM 41316010 352 72964 SH SHARED 72964 D HARMONIC INC COM 41316010 134 27800 SH SHARED 17 27800 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 6698 782493 SH SHARED 782493 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 145 17000 SH SHR/OTHR 01 17000 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 17334 2025000 SH SHARED 10 2025000 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 1889 220700 SH SHARED 14 220700 D HARRAHS ENTMT INC COM 41361910 80026 1110406 SH SHARED 1110074 332 D HARRAHS ENTMT INC COM 41361910 2722 37778 SH SHARED 01 37778 D HARRAHS ENTMT INC COM 41361910 8879 123213 SH SHARED 02 123213 D HARRAHS ENTMT INC COM 41361910 576 8000 SH SHARED 04 8000 D HARRAHS ENTMT INC COM 41361910 7 100 SH SHARED 05 100 D HARRAHS ENTMT INC COM 41361910 2046 28400 SH SHARED 06 28400 D HARRAHS ENTMT INC COM 41361910 3988 55344 SH SHARED 10 24244 31100 D HARRAHS ENTMT INC COM 41361910 81 1127 SH SHARED 14 1127 D HARRAHS ENTMT INC COM 41361910 17974 249397 SH SHARED 17 249397 D HARRIS & HARRIS GROUP INC COM 41383310 2177 182810 SH SHARED 182810 D HARRIS & HARRIS GROUP INC COM 41383310 26 2200 SH SHARED 01 2200 D HARRIS & HARRIS GROUP INC COM 41383310 102 8600 SH SHARED 17 8600 D HARRIS CORP DEL COM 41387510 436 14000 SH SHARED 14000 D HARRIS CORP DEL COM 41387510 4775 153000 SH SHARED 153000 D HARRIS CORP DEL COM 41387510 1626 52100 SH SHARED 01 52100 D HARRIS CORP DEL COM 41387510 18 600 SH SHR/OTHR 01 600 D HARRIS CORP DEL COM 41387510 2214 70948 SH SHARED 02 70948 D HARRIS CORP DEL COM 41387510 53 1720 SH SHARED 06 1720 D HARRIS CORP DEL COM 41387510 387 12400 SH SHARED 17 12400 D HARRIS INTERACTIVE INC COM 41454910 247 50726 SH SHARED 50726 D HARRIS INTERACTIVE INC COM 41454910 2487 510700 SH SHARED 10 510700 D HARRIS INTERACTIVE INC COM 41454910 197 40600 SH SHARED 17 36400 4200 D HARSCO CORP COM 41586410 294 5400 SH SHARED 5400 D HARSCO CORP COM 41586410 796 14600 SH SHARED 01 14600 D HARSCO CORP COM 41586410 962 17649 SH SHARED 02 17649 D HARSCO CORP COM 41586410 10511 192700 SH SHARED 17 192700 D HARTE-HANKS INC COM 41619610 395 13300 SH SHARED 9300 4000 D HARTE-HANKS INC COM 41619610 845 28450 SH SHARED 01 28450 D HARTE-HANKS INC COM 41619610 85 2875 SH SHR/OTHR 01 2875 D HARTE-HANKS INC COM 41619610 993 33432 SH SHARED 02 33432 D HARTE-HANKS INC COM 41619610 297 10000 SH SHARED 04 10000 D HARTE-HANKS INC COM 41619610 22 750 SH SHARED 10 750 D HARTE-HANKS INC COM 41619610 53 1800 SH SHARED 17 1800 D HARTFORD FINL SVCS GROUP INC COM 41651510 102418 1369596 SH SHARED 1227715 141881 D HARTFORD FINL SVCS GROUP INC COM 41651510 5821 77850 SH SHARED 01 10259 67591 D HARTFORD FINL SVCS GROUP INC COM 41651510 1615 21604 SH SHR/OTHR 01 21604 D HARTFORD FINL SVCS GROUP INC COM 41651510 12068 161390 SH SHARED 02 161390 D HARTFORD FINL SVCS GROUP INC COM 41651510 3843 51400 SH SHARED 03 51400 D HARTFORD FINL SVCS GROUP INC COM 41651510 1727 23100 SH SHARED 04 23100 D HARTFORD FINL SVCS GROUP INC COM 41651510 15734 210413 SH SHARED 05 103506 106907 D HARTFORD FINL SVCS GROUP INC COM 41651510 381 5100 SH SHARED 06 5100 D HARTFORD FINL SVCS GROUP INC COM 41651510 50627 677020 SH SHARED 10 57900 619000 120 D HARTFORD FINL SVCS GROUP INC COM 41651510 1091 14600 SH SHARED 14 14600 D HARTFORD FINL SVCS GROUP INC COM 41651510 11467 153355 SH SHARED 17 153355 D HARTMARX CORP COM 41711910 254 25306 SH SHARED 25306 D HARTMARX CORP COM 41711910 106 10600 SH SHARED 17 10600 D HARVEST NATURAL RESOURCES IN COM 41754V10 9189 840768 SH SHARED 787168 53600 D HARVEST NATURAL RESOURCES IN COM 41754V10 353 32300 SH SHARED 10 32300 D HARVEST NATURAL RESOURCES IN COM 41754V10 1066 97600 SH SHARED 17 16800 80800 D HASBRO INC DBCV 2.750%12/0 418056AN 3475 3165000 PRN SHARED 3165000 D HASBRO INC DBCV 2.750%12/0 418056AN 125 114000 PRN SHARED 02 114000 D HASBRO INC COM 41805610 10448 502589 SH SHARED 502289 300 D HASBRO INC COM 41805610 788 37903 SH SHARED 01 37903 D HASBRO INC COM 41805610 1429 68779 SH SHARED 02 68779 D HASBRO INC COM 41805610 29 1400 SH SHARED 06 1400 D HASBRO INC COM 41805610 93 4500 SH SHARED 10 4500 D HASBRO INC COM 41805610 191 9196 SH SHARED 14 9196 D HASBRO INC COM 41805610 1635 78688 SH SHARED 17 78688 D HAVAS SPONSORED ADR 41931310 16 3060 SH SHARED 3060 D HAVERTY FURNITURE INC COM 41959610 1214 82167 SH SHARED 82167 D HAVERTY FURNITURE INC COM 41959610 96 6500 SH SHARED 17 6500 D HAWAIIAN ELEC INDUSTRIES COM 41987010 2512 93730 SH SHARED 93730 D HAWAIIAN ELEC INDUSTRIES COM 41987010 715 26700 SH SHARED 01 26700 D HAWAIIAN ELEC INDUSTRIES COM 41987010 1058 39488 SH SHARED 02 39488 D HAWAIIAN ELEC INDUSTRIES COM 41987010 75 2800 SH SHARED 10 2800 D HAWAIIAN ELEC INDUSTRIES COM 41987010 10 400 SH SHARED 17 400 D HAWAIIAN HOLDINGS INC COM 41987910 2560 632273 SH SHARED 632273 D HAYES LEMMERZ INTL INC COM NEW 42078130 8050 1130619 SH SHARED 1098219 32400 D HAYES LEMMERZ INTL INC COM NEW 42078130 3302 463791 SH SHARED 02 463791 D HAYES LEMMERZ INTL INC COM NEW 42078130 242 34100 SH SHARED 10 34100 D HAYES LEMMERZ INTL INC COM NEW 42078130 128 18100 SH SHARED 17 18100 D HEALTHCARE SVCS GRP INC COM 42190610 526 26207 SH SHARED 26207 D HEALTHCARE SVCS GRP INC COM 42190610 245 12225 SH SHARED 17 12225 D HEALTH CARE PPTY INVS INC COM 42191510 18 700 SH SHARED 700 D HEALTH CARE PPTY INVS INC COM 42191510 59 2200 SH SHARED 01 2200 D HEALTH CARE PPTY INVS INC COM 42191510 358 13268 SH SHARED 02 13268 D HEALTH CARE PPTY INVS INC COM 42191510 746 27608 SH SHARED 10 15400 12208 D HEALTH CARE PPTY INVS INC COM 42191510 32 1200 SH SHR/OTHR 10 1200 D HEALTH CARE PPTY INVS INC COM 42191510 141 5248 SH SHARED 14 5248 D HEALTH MGMT ASSOC INC NEW NOTE 1.500% 8/0 421933AF 48 45000 PRN SHR/OTHR 01 45000 D HEALTH MGMT ASSOC INC NEW NOTE 1.500% 8/0 421933AF 45 42000 PRN SHARED 02 42000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 17298 660764 SH SHARED 658764 2000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 1515 57901 SH SHARED 01 5515 52386 D HEALTH MGMT ASSOC INC NEW CL A 42193310 112 4300 SH SHR/OTHR 01 4300 D HEALTH MGMT ASSOC INC NEW CL A 42193310 2783 106339 SH SHARED 02 106339 D HEALTH MGMT ASSOC INC NEW CL A 42193310 252 9650 SH SHARED 06 9650 D HEALTH MGMT ASSOC INC NEW CL A 42193310 1055 40300 SH SHARED 10 39300 1000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 2524 96435 SH SHARED 17 96435 D HEALTHCARE RLTY TR COM 42194610 177 4593 SH SHARED 4093 500 D HEALTHCARE RLTY TR COM 42194610 23 600 SH SHARED 01 600 D HEALTHCARE RLTY TR COM 42194610 448 11622 SH SHARED 02 11622 D HEALTHCARE RLTY TR COM 42194610 351 9100 SH SHARED 10 9100 D HEADWATERS INC COM 42210P10 1396 40633 SH SHARED 40633 D HEADWATERS INC COM 42210P10 29 850 SH SHR/OTHR 01 850 D HEADWATERS INC COM 42210P10 4511 131224 SH SHARED 02 131224 D HEADWATERS INC COM 42210P10 65 1900 SH SHARED 10 1900 D HEADWATERS INC COM 42210P10 8261 240300 SH SHARED 17 240300 D HEALTH CARE REIT INC COM 42217K10 11 300 SH SHARED 300 D HEALTH CARE REIT INC COM 42217K10 3 100 SH SHARED 01 100 D HEALTH CARE REIT INC COM 42217K10 195 5200 SH SHARED 02 5200 D HEALTHEXTRAS INC COM 42221110 503 25074 SH SHARED 25074 D HEALTHEXTRAS INC COM 42221110 1239 61775 SH SHARED 01 61425 350 D HEALTHEXTRAS INC COM 42221110 18 925 SH SHR/OTHR 01 925 D HEALTHEXTRAS INC COM 42221110 596 29700 SH SHARED 05 29700 D HEALTHEXTRAS INC COM 42221110 5370 267600 SH SHARED 10 265100 2500 D HEALTHEXTRAS INC COM 42221110 9920 494300 SH SHARED 17 494300 D HEALTH NET INC COM 42222G10 255 6700 SH SHARED 6700 D HEALTH NET INC COM 42222G10 4277 112100 SH SHARED 111300 800 D HEALTH NET INC COM 42222G10 1626 42634 SH SHARED 01 3750 38884 D HEALTH NET INC COM 42222G10 2331 61106 SH SHARED 02 61106 D HEALTH NET INC COM 42222G10 4006 105000 SH SHARED 04 105000 D HEALTH NET INC COM 42222G10 38 1000 SH SHARED 06 1000 D HEALTH NET INC COM 42222G10 15 400 SH SHARED 17 400 D HEALTHTRONICS INC COM 42222L10 436 33611 SH SHARED 33611 D HEALTHTRONICS INC COM 42222L10 18 1392 SH SHARED 02 1392 D HEALTHTRONICS INC COM 42222L10 562 43300 SH SHARED 17 15300 28000 D HEARST-ARGYLE TELEVISION INC COM 42231710 14 600 SH SHARED 600 D HEARST-ARGYLE TELEVISION INC COM 42231710 22 900 SH SHARED 01 900 D HEARST-ARGYLE TELEVISION INC COM 42231710 31 1290 SH SHR/OTHR 01 1290 D HEARST-ARGYLE TELEVISION INC COM 42231710 98 4016 SH SHARED 02 4016 D HEARST-ARGYLE TELEVISION INC COM 42231710 53 2200 SH SHARED 17 2200 D HEARTLAND FINL USA INC COM 42234Q10 203 10401 SH SHARED 10401 D HEARTLAND FINL USA INC COM 42234Q10 79 4050 SH SHARED 17 4050 D HEARTLAND EXPRESS INC COM 42234710 885 45597 SH SHARED 45597 D HEARTLAND EXPRESS INC COM 42234710 763 39295 SH SHARED 01 39295 D HEARTLAND EXPRESS INC COM 42234710 19 1004 SH SHR/OTHR 01 1004 D HEARTLAND EXPRESS INC COM 42234710 15 800 SH SHARED 02 800 D HEARTLAND EXPRESS INC COM 42234710 3808 195996 SH SHARED 10 193996 2000 D HEARTLAND EXPRESS INC COM 42234710 5256 270556 SH SHARED 17 270556 D HECLA MNG CO COM 42270410 3191 699903 SH SHARED 699903 D HECLA MNG CO COM 42270410 2 500 SH SHARED 02 500 D HECLA MNG CO COM 42270410 1080 237000 SH SHARED 04 237000 D HECLA MNG CO COM 42270410 1 270 SH SHARED 10 270 D HECLA MNG CO COM 42270410 207 45500 SH SHARED 17 45500 D HEICO CORP NEW COM 42280610 817 34904 SH SHARED 21304 13600 D HEICO CORP NEW COM 42280610 46 2000 SH SHARED 01 2000 D HEICO CORP NEW COM 42280610 70 3000 SH SHR/OTHR 01 3000 D HEICO CORP NEW COM 42280610 198 8500 SH SHARED 10 8500 D HEICO CORP NEW COM 42280610 163 7000 SH SHARED 17 7000 D HEICO CORP NEW CL A 42280620 1 91 SH SHARED 91 D HEICO CORP NEW CL A 42280620 11 662 SH SHARED 01 662 D HEICO CORP NEW CL A 42280620 47 2659 SH SHR/OTHR 01 2659 D HEICO CORP NEW CL A 42280620 0 1 SH SHARED 02 1 D HEIDRICK & STRUGGLES INTL IN COM 42281910 603 23140 SH SHARED 23140 D HEIDRICK & STRUGGLES INTL IN COM 42281910 49 1900 SH SHARED 02 1900 D HEIDRICK & STRUGGLES INTL IN COM 42281910 731 28044 SH SHARED 17 8744 19300 D HEINZ H J CO COM 42307410 85790 2422094 SH SHARED 2420094 2000 D HEINZ H J CO COM 42307410 4982 140681 SH SHARED 01 33700 106981 D HEINZ H J CO COM 42307410 2565 72434 SH SHR/OTHR 01 72434 D HEINZ H J CO COM 42307410 4547 128399 SH SHARED 02 128399 D HEINZ H J CO COM 42307410 2125 60000 SH SHARED 04 60000 D HEINZ H J CO COM 42307410 10 300 SH SHARED 05 300 D HEINZ H J CO COM 42307410 154 4350 SH SHARED 06 4350 D HEINZ H J CO COM 42307410 7602 214629 SH SHARED 10 26976 187653 D HEINZ H J CO COM 42307410 2226 62873 SH SHR/OTHR 10 62873 D HEINZ H J CO COM 42307410 205 5800 SH SHARED 14 5800 D HEINZ H J CO COM 42307410 4903 138433 SH SHARED 17 138433 D HELIX TECHNOLOGY CORP COM 42331910 341 25731 SH SHARED 25731 D HELIX TECHNOLOGY CORP COM 42331910 24 1825 SH SHR/OTHR 01 1825 D HELIX TECHNOLOGY CORP COM 42331910 51 3900 SH SHARED 02 3900 D HELIX TECHNOLOGY CORP COM 42331910 164 12405 SH SHARED 17 12405 D HELLENIC TELECOM ORGANIZATN SPONSORED ADR 42332530 17891 1854000 SH SHARED 1854000 D HELLENIC TELECOM ORGANIZATN SPONSORED ADR 42332530 652 67570 SH SHARED 10 67570 D HELMERICH & PAYNE INC COM 42345210 464 9900 SH SHARED 9900 D HELMERICH & PAYNE INC COM 42345210 1069 22800 SH SHARED 01 22800 D HELMERICH & PAYNE INC COM 42345210 1077 22959 SH SHARED 02 22959 D HELMERICH & PAYNE INC COM 42345210 140 3000 SH SHR/OTHR 10 3000 D HELMERICH & PAYNE INC COM 42345210 56 1200 SH SHARED 17 1200 D HENRY JACK & ASSOC INC COM 42628110 5900 322271 SH SHARED 322271 D HENRY JACK & ASSOC INC COM 42628110 509 27800 SH SHARED 01 27800 D HENRY JACK & ASSOC INC COM 42628110 114 6255 SH SHR/OTHR 01 6255 D HENRY JACK & ASSOC INC COM 42628110 502 27438 SH SHARED 02 27438 D HENRY JACK & ASSOC INC COM 42628110 488 26700 SH SHARED 17 26700 D HERITAGE COMMERCE CORP COM 42692710 214 11672 SH SHARED 11672 D HERITAGE COMMERCE CORP COM 42692710 49 2700 SH SHARED 17 2700 D HERCULES INC SDCV 8.000% 8/1 427056AK 19 19500 PRN SHARED 01 19500 D HERCULES INC SDCV 8.000% 8/1 427056AK 0 750 PRN SHR/OTHR 01 750 D HERCULES INC SDCV 8.000% 8/1 427056AK 10 10000 PRN SHR/OTHR 10 10000 D HERCULES INC COM 42705610 22670 1602121 SH SHARED 1602121 D HERCULES INC COM 42705610 250 17701 SH SHARED 01 17701 D HERCULES INC COM 42705610 42 3000 SH SHR/OTHR 01 3000 D HERCULES INC COM 42705610 410 28983 SH SHARED 02 28983 D HERCULES INC COM 42705610 159 11267 SH SHARED 10 11267 D HERCULES INC COM 42705610 990 70000 SH SHARED 16 70000 D HERCULES INC COM 42705610 1681 118837 SH SHARED 17 118837 D HERCULES TECH GROWTH CAP INC COM 42709650 1290 100000 SH SHARED 17 100000 D HERITAGE PPTY INVT TR INC COM 42725M10 2271 64866 SH SHARED 47266 17600 D HERITAGE PPTY INVT TR INC COM 42725M10 1810 51700 SH SHARED 10 51700 D HERITAGE PPTY INVT TR INC COM 42725M10 55657 1589300 SH SHARED 11 1589300 D HERITAGE PPTY INVT TR INC COM 42725M10 738 21100 SH SHARED 17 9200 11900 D HERLEY INDS INC DEL COM 42739810 301 16503 SH SHARED 16503 D HERLEY INDS INC DEL COM 42739810 6880 377200 SH SHARED 17 377200 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 477 50100 SH SHARED 50100 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 29333 3074800 SH SHARED 11 3074800 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 41 4300 SH SHARED 17 4300 D HERSHEY CO COM 42786610 49004 789115 SH SHARED 765715 23400 D HERSHEY CO COM 42786610 3518 56664 SH SHARED 01 56664 D HERSHEY CO COM 42786610 552 8900 SH SHR/OTHR 01 8900 D HERSHEY CO COM 42786610 4820 77626 SH SHARED 02 77626 D HERSHEY CO COM 42786610 937 15100 SH SHARED 05 15100 D HERSHEY CO COM 42786610 142 2300 SH SHARED 06 2300 D HERSHEY CO COM 42786610 59007 950203 SH SHARED 10 163073 451600 335530 D HERSHEY CO COM 42786610 37 600 SH SHR/OTHR 10 600 D HERSHEY CO COM 42786610 11099 178732 SH SHARED 17 153732 25000 D HEWITT ASSOCS INC COM 42822Q10 694 26179 SH SHARED 26179 D HEWITT ASSOCS INC COM 42822Q10 244 9208 SH SHARED 02 9208 D HEWITT ASSOCS INC COM 42822Q10 7 300 SH SHARED 10 300 D HEWITT ASSOCS INC COM 42822Q10 914 34500 SH SHARED 14 34500 D HEWITT ASSOCS INC COM 42822Q10 5445 205400 SH SHARED 17 205400 D HEWLETT PACKARD CO NOTE 10/1 428236AC 7713 14024000 PRN SHARED 02 14024000 D HEWLETT PACKARD CO NOTE 10/1 428236AC 962 1750000 PRN SHARED 06 1750000 D HEWLETT PACKARD CO COM 42823610 396399 16860889 SH SHARED 15948248 912641 D HEWLETT PACKARD CO COM 42823610 199 8500 SH SHR/OTHR 8500 D HEWLETT PACKARD CO COM 42823610 35189 1496774 SH SHARED 01 598713 898061 D HEWLETT PACKARD CO COM 42823610 7256 308676 SH SHR/OTHR 01 308676 D HEWLETT PACKARD CO COM 42823610 37890 1611695 SH SHARED 02 1611695 D HEWLETT PACKARD CO COM 42823610 19163 815142 SH SHARED 04 807000 8142 D HEWLETT PACKARD CO COM 42823610 1479 62911 SH SHARED 05 1900 61011 D HEWLETT PACKARD CO COM 42823610 1440 61280 SH SHARED 06 61280 D HEWLETT PACKARD CO COM 42823610 212209 9026330 SH SHARED 10 7700490 7900 1317940 D HEWLETT PACKARD CO COM 42823610 1402 59647 SH SHR/OTHR 10 59647 D HEWLETT PACKARD CO COM 42823610 2936 124884 SH SHARED 14 124884 D HEWLETT PACKARD CO COM 42823610 3523 149852 SH SHARED 15 149852 D HEWLETT PACKARD CO COM 42823610 41521 1766125 SH SHARED 17 1647577 118548 D HEXCEL CORP NEW COM 42829110 1196 70724 SH SHARED 46024 24700 D HEXCEL CORP NEW COM 42829110 1751 103500 SH SHARED 10 103500 D HEXCEL CORP NEW COM 42829110 1005 59400 SH SHARED 17 17000 42400 D HI-TECH PHARMACAL INC COM 42840B10 214 6717 SH SHARED 6717 D HI-TECH PHARMACAL INC COM 42840B10 86 2700 SH SHARED 17 2700 D HIBBETT SPORTING GOODS INC COM 42856510 2556 67563 SH SHARED 23663 43900 D HIBBETT SPORTING GOODS INC COM 42856510 49 1300 SH SHARED 02 1300 D HIBBETT SPORTING GOODS INC COM 42856510 1104 29200 SH SHARED 10 29200 D HIBBETT SPORTING GOODS INC COM 42856510 1166 30837 SH SHARED 17 9937 20900 D HIBERNIA CORP CL A 42865610 441 13300 SH SHARED 13300 D HIBERNIA CORP CL A 42865610 275149 8292641 SH SHARED 8292541 100 D HIBERNIA CORP CL A 42865610 1795 54113 SH SHARED 01 54113 D HIBERNIA CORP CL A 42865610 2212 66671 SH SHARED 02 66671 D HIBERNIA CORP CL A 42865610 39 1200 SH SHARED 06 1200 D HIBERNIA CORP CL A 42865610 9 300 SH SHARED 17 300 D HIGH INCOME OPPORTUNITY FD I COM 42967Q10 3 496 SH SHARED 496 D HIGHLAND HOSPITALITY CORP COM 43014110 412 39481 SH SHARED 39481 D HIGHLAND HOSPITALITY CORP COM 43014110 439 42100 SH SHARED 17 42100 D HIGHWOODS PPTYS INC COM 43128410 2664 89529 SH SHARED 59329 30200 D HIGHWOODS PPTYS INC COM 43128410 532 17900 SH SHARED 01 17900 D HIGHWOODS PPTYS INC COM 43128410 643 21632 SH SHARED 02 21632 D HIGHWOODS PPTYS INC COM 43128410 3464 116419 SH SHARED 10 116419 D HIGHWOODS PPTYS INC COM 43128410 121582 4085430 SH SHARED 11 4085430 D HIGHWOODS PPTYS INC COM 43128410 1255 42200 SH SHARED 17 24100 18100 D HILB ROGAL & HOBBS CO COM 43129410 1089 31667 SH SHARED 31667 D HILB ROGAL & HOBBS CO COM 43129410 54 1570 SH SHARED 10 1570 D HILB ROGAL & HOBBS CO COM 43129410 1025 29800 SH SHARED 17 29800 D HILLENBRAND INDS INC COM 43157310 1248 24700 SH SHARED 24200 500 D HILLENBRAND INDS INC COM 43157310 989 19571 SH SHARED 01 19571 D HILLENBRAND INDS INC COM 43157310 1366 27028 SH SHARED 02 27028 D HILLENBRAND INDS INC COM 43157310 202 4000 SH SHARED 10 4000 D HILLENBRAND INDS INC COM 43157310 240 4759 SH SHARED 14 4759 D HILLENBRAND INDS INC COM 43157310 510 10100 SH SHARED 17 3700 6400 D HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ 74 62000 PRN SHR/OTHR 01 62000 D HILTON HOTELS CORP COM 43284810 58949 2471662 SH SHARED 2470962 700 D HILTON HOTELS CORP COM 43284810 1675 70239 SH SHARED 01 70239 D HILTON HOTELS CORP COM 43284810 50 2110 SH SHR/OTHR 01 2110 D HILTON HOTELS CORP COM 43284810 9248 387778 SH SHARED 02 387778 D HILTON HOTELS CORP COM 43284810 313 13150 SH SHARED 06 13150 D HILTON HOTELS CORP COM 43284810 94 3975 SH SHARED 10 1800 2175 D HILTON HOTELS CORP COM 43284810 211113 8851732 SH SHARED 11 8851732 D HILTON HOTELS CORP COM 43284810 197 8279 SH SHARED 14 8279 D HILTON HOTELS CORP COM 43284810 6112 256291 SH SHARED 17 256291 D HITACHI LIMITED ADR 10 COM 43357850 448 7400 SH SHARED 7400 D HITACHI LIMITED ADR 10 COM 43357850 202 3335 SH SHR/OTHR 01 3335 D HITACHI LIMITED ADR 10 COM 43357850 5 90 SH SHARED 10 90 D HOLLINGER INTL INC CL A 43556910 37368 3733154 SH SHARED 3733154 D HOLLINGER INTL INC CL A 43556910 5 500 SH SHARED 02 500 D HOLLINGER INTL INC CL A 43556910 231 23100 SH SHARED 17 23100 D HOLLY CORP COM PAR $0.01 43575830 3186 68269 SH SHARED 68269 D HOLLY CORP COM PAR $0.01 43575830 70 1500 SH SHR/OTHR 01 1500 D HOLLY CORP COM PAR $0.01 43575830 378 8100 SH SHARED 10 8100 D HOLLY CORP COM PAR $0.01 43575830 625 13400 SH SHARED 17 13400 D HOLLY ENERGY PARTNERS L P COM UT LTD PTN 43576310 53 1200 SH SHARED 02 1200 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 77 10500 SH SHARED 10500 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 11 1500 SH SHARED 02 1500 D HOLOGIC INC COM 43644010 1283 32299 SH SHARED 23099 9200 D HOLOGIC INC COM 43644010 76 1925 SH SHARED 01 1750 175 D HOLOGIC INC COM 43644010 40 1025 SH SHR/OTHR 01 1025 D HOLOGIC INC COM 43644010 755 19000 SH SHARED 05 19000 D HOLOGIC INC COM 43644010 715 18000 SH SHARED 10 15100 100 2800 D HOLOGIC INC COM 43644010 5966 150100 SH SHARED 17 126300 23800 D HOME DEPOT INC COM 43707610 511853 13158183 SH SHARED 13126973 31210 D HOME DEPOT INC COM 43707610 53204 1367730 SH SHARED 01 77117 1290613 D HOME DEPOT INC COM 43707610 15973 410627 SH SHR/OTHR 01 410627 D HOME DEPOT INC COM 43707610 33974 873373 SH SHARED 02 873373 D HOME DEPOT INC COM 43707610 1976 50800 SH SHARED 04 33300 17500 D HOME DEPOT INC COM 43707610 89 2300 SH SHARED 05 1400 900 D HOME DEPOT INC COM 43707610 4269 109759 SH SHARED 06 109759 D HOME DEPOT INC COM 43707610 69838 1795331 SH SHARED 10 484184 267875 1043272 D HOME DEPOT INC COM 43707610 7672 197227 SH SHR/OTHR 10 197227 D HOME DEPOT INC COM 43707610 1486 38220 SH SHARED 14 38220 D HOME DEPOT INC COM 43707610 168292 4326283 SH SHARED 17 4326283 D HOME FEDERAL BANCORP INC COM 43709A10 64 5200 SH SHARED 5200 D HOME FEDERAL BANCORP INC COM 43709A10 12 1000 SH SHARED 02 1000 D HOME PROPERTIES INC COM 43730610 3111 72327 SH SHARED 55327 17000 D HOME PROPERTIES INC COM 43730610 4 100 SH SHARED 01 100 D HOME PROPERTIES INC COM 43730610 34 800 SH SHARED 02 800 D HOME PROPERTIES INC COM 43730610 2602 60500 SH SHARED 10 60500 D HOME PROPERTIES INC COM 43730610 2004 46600 SH SHARED 11 46600 D HOME PROPERTIES INC COM 43730610 967 22500 SH SHARED 17 13200 9300 D HOMEBANC CORP GA COM 43738R10 504 55510 SH SHARED 55510 D HOMEBANC CORP GA COM 43738R10 94 10400 SH SHARED 01 10400 D HOMEBANC CORP GA COM 43738R10 167 18400 SH SHARED 17 18400 D HOMESTORE INC COM 43785210 294 145301 SH SHARED 145301 D HOMESTORE INC COM 43785210 101 50000 SH SHARED 17 50000 D HONDA MOTOR LTD AMERN SHS 43812830 66 2691 SH SHARED 2691 D HONDA MOTOR LTD AMERN SHS 43812830 43 1755 SH SHR/OTHR 01 1755 D HONDA MOTOR LTD AMERN SHS 43812830 4 200 SH SHARED 10 200 D HONEYWELL INTL INC COM 43851610 247610 6759782 SH SHARED 5932170 827612 D HONEYWELL INTL INC COM 43851610 234 6400 SH SHR/OTHR 6400 D HONEYWELL INTL INC COM 43851610 24253 662118 SH SHARED 01 365940 296178 D HONEYWELL INTL INC COM 43851610 2807 76637 SH SHR/OTHR 01 76637 D HONEYWELL INTL INC COM 43851610 14477 395236 SH SHARED 02 395236 D HONEYWELL INTL INC COM 43851610 215267 5876800 SH SHARED 04 5876800 D HONEYWELL INTL INC COM 43851610 1384 37800 SH SHARED 05 37800 D HONEYWELL INTL INC COM 43851610 20319 554710 SH SHARED 06 554710 D HONEYWELL INTL INC COM 43851610 144814 3953437 SH SHARED 10 3264006 689431 D HONEYWELL INTL INC COM 43851610 11190 305506 SH SHR/OTHR 10 305506 D HONEYWELL INTL INC COM 43851610 2035 55569 SH SHARED 14 55569 D HONEYWELL INTL INC COM 43851610 6197 169190 SH SHARED 15 169190 D HONEYWELL INTL INC COM 43851610 21083 575574 SH SHARED 17 478915 96659 D HOOKER FURNITURE CORP COM 43903810 179 10277 SH SHARED 10277 D HOOKER FURNITURE CORP COM 43903810 68 3900 SH SHARED 17 3900 D HOOPER HOLMES INC COM 43910410 265 64086 SH SHARED 64086 D HOOPER HOLMES INC COM 43910410 97 23400 SH SHARED 17 23400 D HORACE MANN EDUCATORS CORP N NOTE 1.425% 5/1 440327AG 6086 13175000 PRN SHARED 02 13175000 D HORACE MANN EDUCATORS CORP N COM 44032710 885 47030 SH SHARED 47030 D HORACE MANN EDUCATORS CORP N COM 44032710 263 14000 SH SHARED 01 14000 D HORACE MANN EDUCATORS CORP N COM 44032710 263 14025 SH SHARED 02 14025 D HORACE MANN EDUCATORS CORP N COM 44032710 353 18768 SH SHARED 17 18768 D HORIZON FINL CORP WASH COM 44041F10 224 10099 SH SHARED 10099 D HORIZON FINL CORP WASH COM 44041F10 104 4700 SH SHARED 17 4700 D HORIZON HEALTH CORP COM 44041Y10 243 10401 SH SHARED 10401 D HORIZON HEALTH CORP COM 44041Y10 55 2369 SH SHARED 02 2369 D HORIZON HEALTH CORP COM 44041Y10 126 5400 SH SHARED 17 5400 D HORMEL FOODS CORP COM 44045210 343 11700 SH SHARED 11700 D HORMEL FOODS CORP COM 44045210 1074 36650 SH SHARED 01 36650 D HORMEL FOODS CORP COM 44045210 102 3500 SH SHR/OTHR 01 3500 D HORMEL FOODS CORP COM 44045210 1608 54842 SH SHARED 02 54842 D HORMEL FOODS CORP COM 44045210 2689 91700 SH SHARED 10 91700 D HORMEL FOODS CORP COM 44045210 210 7184 SH SHARED 14 7184 D HORMEL FOODS CORP COM 44045210 167 5700 SH SHARED 17 5700 D HORNBECK OFFSHORE SVCS INC N COM 44054310 380 14059 SH SHARED 14059 D HORNBECK OFFSHORE SVCS INC N COM 44054310 54 2000 SH SHARED 02 2000 D HORNBECK OFFSHORE SVCS INC N COM 44054310 7517 277500 SH SHARED 17 277500 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 995 22600 SH SHARED 22600 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 991 22500 SH SHARED 01 22500 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 1768 40132 SH SHARED 02 40132 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 885 20100 SH SHARED 10 20100 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 19025 431700 SH SHARED 11 431700 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 32 748 SH SHARED 14 748 D HOSPIRA INC COM 44106010 25883 663672 SH SHARED 662042 1630 D HOSPIRA INC COM 44106010 2298 58935 SH SHARED 01 18339 40596 D HOSPIRA INC COM 44106010 584 14997 SH SHR/OTHR 01 14997 D HOSPIRA INC COM 44106010 2696 69142 SH SHARED 02 69142 D HOSPIRA INC COM 44106010 4 120 SH SHARED 05 120 D HOSPIRA INC COM 44106010 71 1840 SH SHARED 06 1840 D HOSPIRA INC COM 44106010 1945 49893 SH SHARED 10 11430 38463 D HOSPIRA INC COM 44106010 306 7850 SH SHR/OTHR 10 7850 D HOSPIRA INC COM 44106010 44 1146 SH SHARED 14 1146 D HOSPIRA INC COM 44106010 3120 80008 SH SHARED 17 80008 D HOSPIRA INC COM 44106010 1540 39500 SH SHARED 18 39500 D HOST MARRIOTT CORP NEW COM 44107P10 6498 371320 SH SHARED 371020 300 D HOST MARRIOTT CORP NEW COM 44107P10 14474 827110 SH SHARED 01 827110 D HOST MARRIOTT CORP NEW COM 44107P10 1259 71982 SH SHR/OTHR 01 71982 D HOST MARRIOTT CORP NEW COM 44107P10 3975 227152 SH SHARED 02 227152 D HOST MARRIOTT CORP NEW COM 44107P10 10 600 SH SHARED 05 600 D HOST MARRIOTT CORP NEW COM 44107P10 117114 6692266 SH SHARED 11 6692266 D HOST MARRIOTT CORP NEW COM 44107P10 3229 184570 SH SHARED 17 61870 122700 D HOT TOPIC INC COM 44133910 3252 170033 SH SHARED 122533 47500 D HOT TOPIC INC COM 44133910 1999 104547 SH SHARED 01 103822 725 D HOT TOPIC INC COM 44133910 36 1900 SH SHR/OTHR 01 1900 D HOT TOPIC INC COM 44133910 277 14500 SH SHARED 02 14500 D HOT TOPIC INC COM 44133910 2486 130000 SH SHARED 04 130000 D HOT TOPIC INC COM 44133910 9195 480660 SH SHARED 10 476260 4400 D HOT TOPIC INC COM 44133910 18381 960875 SH SHARED 17 613275 347600 D HOUSEVALUES INC COM 44183Y10 118 6567 SH SHARED 6567 D HOUSTON EXPL CO COM 44212010 2241 42251 SH SHARED 42251 D HOUSTON EXPL CO COM 44212010 37 700 SH SHARED 01 700 D HOUSTON EXPL CO COM 44212010 26 500 SH SHR/OTHR 01 500 D HOUSTON EXPL CO COM 44212010 47 900 SH SHARED 02 900 D HOUSTON EXPL CO COM 44212010 5167 97400 SH SHARED 10 200 97200 D HOUSTON EXPL CO COM 44212010 1039 19600 SH SHARED 17 19600 D HOVNANIAN ENTERPRISES INC CL A 44248720 13359 204900 SH SHARED 204900 D HOVNANIAN ENTERPRISES INC CL A 44248720 1525 23400 SH SHARED 01 23400 D HOVNANIAN ENTERPRISES INC CL A 44248720 41 632 SH SHR/OTHR 01 632 D HOVNANIAN ENTERPRISES INC CL A 44248720 1350 20716 SH SHARED 02 20716 D HOVNANIAN ENTERPRISES INC CL A 44248720 84 1300 SH SHARED 17 1300 D HUANENG PWR INTL INC SPON ADR N 44330410 159 5400 SH SHARED 5400 D HUB GROUP INC CL A 44332010 653 26082 SH SHARED 19182 6900 D HUB GROUP INC CL A 44332010 30 1200 SH SHARED 01 1200 D HUB GROUP INC CL A 44332010 350 14000 SH SHR/OTHR 01 14000 D HUB GROUP INC CL A 44332010 70 2800 SH SHARED 02 2800 D HUB GROUP INC CL A 44332010 423 16900 SH SHARED 10 16900 D HUB GROUP INC CL A 44332010 969 38700 SH SHARED 17 7000 31700 D HUBBELL INC CL B 44351020 3501 79400 SH SHARED 26200 53200 D HUBBELL INC CL B 44351020 1016 23060 SH SHARED 01 1060 22000 D HUBBELL INC CL B 44351020 52 1200 SH SHR/OTHR 01 1200 D HUBBELL INC CL B 44351020 1149 26071 SH SHARED 02 26071 D HUBBELL INC CL B 44351020 225 5104 SH SHARED 10 5104 D HUBBELL INC CL B 44351020 30 700 SH SHR/OTHR 10 700 D HUBBELL INC CL B 44351020 423 9600 SH SHARED 17 9600 D HUDSON CITY BANCORP COM 44368310 1963 172100 SH SHARED 167000 5100 D HUDSON CITY BANCORP COM 44368310 62 5449 SH SHARED 01 5449 D HUDSON CITY BANCORP COM 44368310 9 810 SH SHR/OTHR 01 810 D HUDSON CITY BANCORP COM 44368310 700 61428 SH SHARED 02 61428 D HUDSON CITY BANCORP COM 44368310 1261 110600 SH SHARED 17 110600 D HUDSON HIGHLAND GROUP INC COM 44379210 6555 420500 SH SHARED 420500 D HUDSON HIGHLAND GROUP INC COM 44379210 5 330 SH SHARED 01 330 D HUDSON HIGHLAND GROUP INC COM 44379210 154 9900 SH SHARED 17 9900 D HUDSON UNITED BANCORP COM 44416510 234 6500 SH SHARED 6500 D HUDSON UNITED BANCORP COM 44416510 1632 45214 SH SHARED 45214 D HUDSON UNITED BANCORP COM 44416510 18 500 SH SHARED 01 500 D HUDSON UNITED BANCORP COM 44416510 58 1622 SH SHR/OTHR 01 1622 D HUDSON UNITED BANCORP COM 44416510 18 526 SH SHARED 02 526 D HUDSON UNITED BANCORP COM 44416510 397 11000 SH SHARED 10 11000 D HUDSON UNITED BANCORP COM 44416510 584 16200 SH SHARED 17 16200 D HUGHES SUPPLY INC COM 44448210 109 3900 SH SHARED 3900 D HUGHES SUPPLY INC COM 44448210 1834 65285 SH SHARED 65285 D HUGHES SUPPLY INC COM 44448210 28 1000 SH SHARED 02 1000 D HUGHES SUPPLY INC COM 44448210 817 29100 SH SHARED 17 29100 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 45 1500 SH SHARED 1500 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 54 1800 SH SHARED 02 1800 D HUMANA INC COM 44485910 365 9200 SH SHARED 9200 D HUMANA INC COM 44485910 23553 592700 SH SHARED 592700 D HUMANA INC COM 44485910 1176 29600 SH SHARED 01 29600 D HUMANA INC COM 44485910 23 600 SH SHR/OTHR 01 600 D HUMANA INC COM 44485910 2708 68154 SH SHARED 02 68154 D HUMANA INC COM 44485910 9935 250000 SH SHARED 04 250000 D HUMANA INC COM 44485910 248 6258 SH SHARED 06 6258 D HUMANA INC COM 44485910 6298 158500 SH SHARED 10 150800 7700 D HUMANA INC COM 44485910 223 5613 SH SHARED 14 5613 D HUMANA INC COM 44485910 2841 71491 SH SHARED 17 71491 D HUMAN GENOME SCIENCES INC NOTE 5.000% 2/0 444903AF 3860 4000000 PRN SHARED 4000000 D HUMAN GENOME SCIENCES INC NOTE 3.750% 3/1 444903AH 9423 10111000 PRN SHARED 02 10111000 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 12350 13000000 PRN SHARED 13000000 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 1425 1500000 PRN SHARED 02 1500000 D HUMAN GENOME SCIENCES INC COM 44490310 2769 239159 SH SHARED 239159 D HUMAN GENOME SCIENCES INC COM 44490310 23 2000 SH SHR/OTHR 01 2000 D HUMAN GENOME SCIENCES INC COM 44490310 684 59070 SH SHARED 02 59070 D HUMAN GENOME SCIENCES INC COM 44490310 601 51900 SH SHARED 17 51900 D HUNGARIAN TEL & CABLE CORP COM 44554210 64 3746 SH SHARED 3746 D HUNGARIAN TEL & CABLE CORP COM 44554210 0 42 SH SHARED 02 42 D HUNT J B TRANS SVCS INC COM 44565810 7762 403676 SH SHARED 403676 D HUNT J B TRANS SVCS INC COM 44565810 919 47800 SH SHARED 01 47800 D HUNT J B TRANS SVCS INC COM 44565810 1074 55860 SH SHARED 02 55860 D HUNT J B TRANS SVCS INC COM 44565810 96 5020 SH SHARED 06 5020 D HUNT J B TRANS SVCS INC COM 44565810 261 13600 SH SHARED 17 13600 D HUNTINGTON BANCSHARES INC COM 44615010 17828 738548 SH SHARED 738348 200 D HUNTINGTON BANCSHARES INC COM 44615010 1484 61499 SH SHARED 01 61499 D HUNTINGTON BANCSHARES INC COM 44615010 2049 84912 SH SHARED 02 84912 D HUNTINGTON BANCSHARES INC COM 44615010 7 300 SH SHARED 05 300 D HUNTINGTON BANCSHARES INC COM 44615010 56 2350 SH SHARED 06 2350 D HUNTINGTON BANCSHARES INC COM 44615010 48 1995 SH SHARED 10 1995 D HUNTINGTON BANCSHARES INC COM 44615010 2627 108856 SH SHARED 17 108856 D HUNTSMAN CORP COM 44701110 186 9200 SH SHARED 1600 7600 D HUNTSMAN CORP COM 44701110 119 5900 SH SHARED 02 5900 D HUNTSMAN CORP COM 44701110 413 20400 SH SHARED 06 20400 D HUNTSMAN CORP COM 44701110 2039 100600 SH SHARED 14 100600 D HUNTSMAN CORP COM 44701110 620 30600 SH SHARED 17 30600 D HUNTSMAN CORP PFD MND CV 5% 44701120 15140 328435 SH SHARED 02 328435 D HURON CONSULTING GROUP INC COM 44746210 152 6502 SH SHARED 6502 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 3024 2182000 PRN SHARED 2182000 D HUTCHINSON TECHNOLOGY INC COM 44840710 1010 26229 SH SHARED 26229 D HUTCHINSON TECHNOLOGY INC COM 44840710 30 800 SH SHARED 01 800 D HUTCHINSON TECHNOLOGY INC COM 44840710 52 1364 SH SHR/OTHR 01 1364 D HUTCHINSON TECHNOLOGY INC COM 44840710 451 11733 SH SHARED 02 11733 D HUTCHINSON TECHNOLOGY INC COM 44840710 2510 65200 SH SHARED 10 2100 63100 D HUTCHINSON TECHNOLOGY INC COM 44840710 801 20800 SH SHARED 17 20800 D HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T10 7470 500000 SH SHARED 500000 D HUTTIG BLDG PRODS INC COM 44845110 152 14000 SH SHARED 14000 D HYDRIL COM 44877410 1024 18841 SH SHARED 18841 D HYDRIL COM 44877410 788 14500 SH SHARED 17 14500 D HYDROGENICS CORP COM 44888210 948 265000 SH SHARED 04 265000 D IDT CORP COM 44894710 401 30340 SH SHARED 30340 D IDT CORP COM 44894710 30 2287 SH SHR/OTHR 01 2287 D IDT CORP COM 44894710 0 30 SH SHARED 02 30 D IDT CORP CL B 44894730 818 62158 SH SHARED 62158 D IDT CORP CL B 44894730 19 1500 SH SHARED 01 1500 D IDT CORP CL B 44894730 13 1000 SH SHARED 02 1000 D IDT CORP CL B 44894730 1731 131600 SH SHARED 14 131600 D IDT CORP CL B 44894730 1247 94783 SH SHARED 17 94783 D HYPERCOM CORP COM 44913M10 336 52000 SH SHARED 52000 D HYPERCOM CORP COM 44913M10 159 24600 SH SHARED 17 24600 D HYPERION SOLUTIONS CORP COM 44914M10 2568 63829 SH SHARED 63829 D HYPERION SOLUTIONS CORP COM 44914M10 1778 44199 SH SHARED 01 42399 1800 D HYPERION SOLUTIONS CORP COM 44914M10 32 800 SH SHR/OTHR 01 800 D HYPERION SOLUTIONS CORP COM 44914M10 160 4000 SH SHARED 02 4000 D HYPERION SOLUTIONS CORP COM 44914M10 1287 32000 SH SHARED 04 32000 D HYPERION SOLUTIONS CORP COM 44914M10 7787 193522 SH SHARED 10 181352 1800 10370 D HYPERION SOLUTIONS CORP COM 44914M10 14888 370000 SH SHARED 17 239700 130300 D HYPERION TOTAL RETURN & INCO COM 44914510 246 25800 SH SHARED 25800 D IAC INTERACTIVECORP COM 44919P10 108773 4528476 SH SHARED 4513076 15400 D IAC INTERACTIVECORP COM 44919P10 1810 75354 SH SHARED 01 14615 60739 D IAC INTERACTIVECORP COM 44919P10 703 29270 SH SHR/OTHR 01 29270 D IAC INTERACTIVECORP COM 44919P10 1064 44300 SH SHARED 02 44300 D IAC INTERACTIVECORP COM 44919P10 10750 447550 SH SHARED 04 445800 1750 D IAC INTERACTIVECORP COM 44919P10 1444 60142 SH SHARED 05 1800 58342 D IAC INTERACTIVECORP COM 44919P10 600 25000 SH SHARED 06 25000 D IAC INTERACTIVECORP COM 44919P10 3738 155630 SH SHARED 10 28350 127280 D IAC INTERACTIVECORP COM 44919P10 562 23400 SH SHR/OTHR 10 23400 D IAC INTERACTIVECORP COM 44919P10 6275 261263 SH SHARED 14 261263 D IAC INTERACTIVECORP COM 44919P10 960 40000 SH SHARED 15 40000 D IAC INTERACTIVECORP COM 44919P10 3681 153280 SH SHARED 17 153280 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P11 3 592 SH SHARED 01 592 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P12 7477 327079 SH SHARED 327079 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P12 1 78 SH SHARED 02 78 D IBT BANCORP INC COM 44923F10 1 25 SH SHARED 02 25 D ICOS CORP NOTE 2.000% 7/0 449295AB 18375 25000000 PRN SHARED 25000000 D ICOS CORP NOTE 2.000% 7/0 449295AB 13391 18220000 PRN SHARED 02 18220000 D ICOS CORP COM 44929510 2907 137344 SH SHARED 74844 62500 D ICOS CORP COM 44929510 118 5600 SH SHARED 01 5600 D ICOS CORP COM 44929510 30 1452 SH SHARED 02 1452 D ICOS CORP COM 44929510 8468 400000 SH SHARED 04 400000 D ICOS CORP COM 44929510 1134 53600 SH SHARED 10 53600 D ICOS CORP COM 44929510 122 5800 SH SHARED 14 5800 D ICOS CORP COM 44929510 1473 69600 SH SHARED 17 24100 45500 D ICU MED INC COM 44930G10 429 13342 SH SHARED 13342 D ICU MED INC COM 44930G10 80 2495 SH SHR/OTHR 01 2495 D ICU MED INC COM 44930G10 48 1500 SH SHARED 02 1500 D ICU MED INC COM 44930G10 49 1525 SH SHARED 10 1525 D ICU MED INC COM 44930G10 167 5200 SH SHARED 17 5200 D ID BIOMEDICAL CORP COM 44936D10 6 400 SH SHARED 02 400 D IDEC PHARMACEUTICALS CORP NOTE 2/1 449370AC 20538 14755000 PRN SHARED 14755000 D IDX SYS CORP COM 44949110 3298 109448 SH SHARED 109448 D IDX SYS CORP COM 44949110 54 1800 SH SHARED 01 1800 D IDX SYS CORP COM 44949110 3 100 SH SHARED 02 100 D IDX SYS CORP COM 44949110 48 1600 SH SHARED 10 1600 D IDX SYS CORP COM 44949110 268 8900 SH SHARED 17 8900 D IFC CAP TR III PFD CV TR SECS 44949820 4376 150900 SH SHARED 150900 D I-FLOW CORP COM NEW 44952030 328 19770 SH SHARED 19770 D I-FLOW CORP COM NEW 44952030 1690 101600 SH SHARED 10 94500 7100 D I-FLOW CORP COM NEW 44952030 153 9200 SH SHARED 17 9200 D IHOP CORP COM 44962310 886 20431 SH SHARED 20431 D IHOP CORP COM 44962310 4 100 SH SHARED 01 100 D IHOP CORP COM 44962310 347 8000 SH SHARED 17 8000 D ING CLARION REAL EST INCOME COM SHS 44978810 77 4885 SH SHARED 4885 D IMS HEALTH INC COM 44993410 14552 587500 SH SHARED 585800 1700 D IMS HEALTH INC COM 44993410 5276 213026 SH SHARED 01 130888 82138 D IMS HEALTH INC COM 44993410 3223 130124 SH SHR/OTHR 01 130124 D IMS HEALTH INC COM 44993410 2024 81735 SH SHARED 02 81735 D IMS HEALTH INC COM 44993410 9 400 SH SHARED 05 400 D IMS HEALTH INC COM 44993410 63 2550 SH SHARED 06 2550 D IMS HEALTH INC COM 44993410 3001 121166 SH SHARED 10 37952 83214 D IMS HEALTH INC COM 44993410 539 21800 SH SHR/OTHR 10 21800 D IMS HEALTH INC COM 44993410 126 5100 SH SHARED 14 5100 D IMS HEALTH INC COM 44993410 2510 101336 SH SHARED 17 101336 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 2925 239800 SH SHARED 239800 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 232 19092 SH SHARED 14092 5000 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 488 40000 SH SHARED 04 40000 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 75 6200 SH SHARED 14 6200 D ITC DELTACOM INC COM NEW 45031T40 1 1500 SH SHARED 02 1500 D ISTAR FINL INC COM 45031U10 24 600 SH SHARED 600 D ISTAR FINL INC COM 45031U10 22 536 SH SHARED 01 536 D ISTAR FINL INC COM 45031U10 892 21454 SH SHARED 02 21454 D ISTAR FINL INC COM 45031U10 38009 913900 SH SHARED 11 913900 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 111 13442 SH SHARED 13442 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 183 22000 SH SHARED 04 22000 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 64 7800 SH SHARED 17 7800 D ITLA CAP CORP COM 45056510 300 5568 SH SHARED 5568 D ITLA CAP CORP COM 45056510 48 900 SH SHARED 10 900 D ITLA CAP CORP COM 45056510 684 12700 SH SHARED 17 3000 9700 D ITT EDUCATIONAL SERVICES INC COM 45068B10 20465 383100 SH SHARED 383100 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1073 20100 SH SHARED 01 20100 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1044 19549 SH SHARED 02 19549 D ITT EDUCATIONAL SERVICES INC COM 45068B10 667 12500 SH SHARED 10 12500 D ITT EDUCATIONAL SERVICES INC COM 45068B10 908 17000 SH SHARED 14 17000 D ITT EDUCATIONAL SERVICES INC COM 45068B10 30 580 SH SHARED 17 580 D IVAX DIAGNOSTICS INC COM 45070W10 24 5181 SH SHARED 5181 D IVAX DIAGNOSTICS INC COM 45070W10 4 1000 SH SHARED 02 1000 D IXIA COM 45071R10 657 33812 SH SHARED 32212 1600 D IXIA COM 45071R10 62 3200 SH SHARED 01 3200 D IXIA COM 45071R10 394 20300 SH SHARED 02 20300 D IXIA COM 45071R10 6857 352755 SH SHARED 17 352755 D IBERIABANK CORP COM 45082810 462 7502 SH SHARED 7502 D IBERIABANK CORP COM 45082810 874 14200 SH SHARED 10 14200 D IBERIABANK CORP COM 45082810 215 3500 SH SHARED 17 3500 D ITT INDS INC IND COM 45091110 57064 584494 SH SHARED 584494 D ITT INDS INC IND COM 45091110 2779 28468 SH SHARED 01 2700 25768 D ITT INDS INC IND COM 45091110 428 4391 SH SHR/OTHR 01 4391 D ITT INDS INC IND COM 45091110 3936 40319 SH SHARED 02 40319 D ITT INDS INC IND COM 45091110 17827 182600 SH SHARED 04 182600 D ITT INDS INC IND COM 45091110 37 380 SH SHARED 05 380 D ITT INDS INC IND COM 45091110 283 2900 SH SHARED 06 2900 D ITT INDS INC IND COM 45091110 24638 252361 SH SHARED 10 14990 237371 D ITT INDS INC IND COM 45091110 1828 18725 SH SHR/OTHR 10 18725 D ITT INDS INC IND COM 45091110 268 2750 SH SHARED 14 2750 D ITT INDS INC IND COM 45091110 3319 34000 SH SHARED 16 34000 D ITT INDS INC IND COM 45091110 4360 44659 SH SHARED 17 44659 D IAMGOLD CORP COM 45091310 4314 632628 SH SHARED 630878 1750 D IAMGOLD CORP COM 45091310 682 100000 SH SHARED 04 100000 D ICON PUB LTD CO SPONSORED ADR 45103T10 1316 38000 SH SHARED 04 38000 D ICON PUB LTD CO SPONSORED ADR 45103T10 3361 97000 SH SHARED 10 97000 D ICON PUB LTD CO SPONSORED ADR 45103T10 69 2000 SH SHARED 17 2000 D ICICI BK LTD ADR 45104G10 1042 47700 SH SHARED 42100 5600 D ICICI BK LTD ADR 45104G10 3048 139500 SH SHARED 01 139500 D ICICI BK LTD ADR 45104G10 9498 434700 SH SHARED 04 434700 D ICICI BK LTD ADR 45104G10 870 39820 SH SHARED 10 39820 D ICICI BK LTD ADR 45104G10 416 19080 SH SHARED 19080 D ICAGEN INC COM 45104P10 691 88100 SH SHARED 04 88100 D IDACORP INC COM 45110710 1416 46231 SH SHARED 46231 D IDACORP INC COM 45110710 474 15500 SH SHARED 01 15500 D IDACORP INC COM 45110710 21 700 SH SHR/OTHR 01 700 D IDACORP INC COM 45110710 473 15467 SH SHARED 02 15467 D IDACORP INC COM 45110710 578 18900 SH SHARED 17 18900 D IDENIX PHARMACEUTICALS INC COM 45166R20 657 30321 SH SHARED 30321 D IDENIX PHARMACEUTICALS INC COM 45166R20 7437 343050 SH SHARED 04 343050 D IDENIX PHARMACEUTICALS INC COM 45166R20 101 4700 SH SHARED 14 4700 D IDENIX PHARMACEUTICALS INC COM 45166R20 80 3700 SH SHARED 17 3700 D IDEX CORP COM 45167R10 162 4219 SH SHARED 4219 D IDEX CORP COM 45167R10 262 6800 SH SHARED 02 6800 D IDEX CORP COM 45167R10 598 15500 SH SHARED 10 15500 D IDEX CORP COM 45167R10 142 3700 SH SHARED 17 3700 D IDEXX LABS INC COM 45168D10 37 600 SH SHARED 600 D IDEXX LABS INC COM 45168D10 200 3218 SH SHARED 02 3218 D IDEXX LABS INC COM 45168D10 9524 152800 SH SHARED 10 152800 D IDEXX LABS INC COM 45168D10 124 2000 SH SHARED 17 2000 D IGATE CORP COM 45169U10 75 21000 SH SHARED 21000 D IKON OFFICE SOLUTIONS INC COM 45171310 13343 1403086 SH SHARED 1393086 10000 D IKON OFFICE SOLUTIONS INC COM 45171310 566 59601 SH SHARED 01 59601 D IKON OFFICE SOLUTIONS INC COM 45171310 15 1680 SH SHARED 02 1680 D IKON OFFICE SOLUTIONS INC COM 45171310 1312 138000 SH SHARED 14 138000 D IKON OFFICE SOLUTIONS INC COM 45171310 402 42300 SH SHARED 17 42300 D IDENTIX INC COM 45190610 528 105161 SH SHARED 105161 D IDENTIX INC COM 45190610 197 39200 SH SHARED 17 39200 D ILLINOIS TOOL WKS INC COM 45230810 232655 2919872 SH SHARED 2685828 234044 D ILLINOIS TOOL WKS INC COM 45230810 9427 118319 SH SHARED 01 33385 84934 D ILLINOIS TOOL WKS INC COM 45230810 824 10343 SH SHR/OTHR 01 10343 D ILLINOIS TOOL WKS INC COM 45230810 9857 123714 SH SHARED 02 123714 D ILLINOIS TOOL WKS INC COM 45230810 788 9900 SH SHARED 04 9900 D ILLINOIS TOOL WKS INC COM 45230810 1430 17959 SH SHARED 05 100 17859 D ILLINOIS TOOL WKS INC COM 45230810 824 10350 SH SHARED 06 10350 D ILLINOIS TOOL WKS INC COM 45230810 10359 130017 SH SHARED 10 48485 81532 D ILLINOIS TOOL WKS INC COM 45230810 141 1780 SH SHR/OTHR 10 1780 D ILLINOIS TOOL WKS INC COM 45230810 1657 20800 SH SHARED 14 20800 D ILLINOIS TOOL WKS INC COM 45230810 9499 119218 SH SHARED 17 119218 D ILLUMINA INC COM 45232710 428 35512 SH SHARED 35512 D ILLUMINA INC COM 45232710 7 585 SH SHARED 02 585 D ILLUMINA INC COM 45232710 191 15900 SH SHARED 17 15900 D IMATION CORP COM 45245A10 2017 51998 SH SHARED 36898 15100 D IMATION CORP COM 45245A10 583 15040 SH SHARED 01 15040 D IMATION CORP COM 45245A10 423 10921 SH SHARED 02 10921 D IMATION CORP COM 45245A10 1349 34800 SH SHARED 10 300 34500 D IMATION CORP COM 45245A10 1958 50500 SH SHARED 17 17600 32900 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 688 842000 PRN SHARED 842000 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 9509 11625000 PRN SHARED 02 11625000 D IMCLONE SYS INC COM 45245W10 9589 309625 SH SHARED 309625 D IMCLONE SYS INC COM 45245W10 275 8900 SH SHARED 01 8900 D IMCLONE SYS INC COM 45245W10 232 7518 SH SHARED 02 7518 D IMCLONE SYS INC COM 45245W10 29 939 SH SHARED 06 939 D IMAGISTICS INTERNATIONAL INC COM 45247T10 454 16231 SH SHARED 16231 D IMAGISTICS INTERNATIONAL INC COM 45247T10 61 2191 SH SHARED 01 240 1951 D IMAGISTICS INTERNATIONAL INC COM 45247T10 66 2360 SH SHR/OTHR 01 2360 D IMAGISTICS INTERNATIONAL INC COM 45247T10 588 21000 SH SHARED 17 5900 15100 D IMMUCOR INC COM 45252610 2352 81265 SH SHARED 47265 34000 D IMMUCOR INC COM 45252610 14 500 SH SHARED 02 500 D IMMUCOR INC COM 45252610 8009 276674 SH SHARED 17 201149 75525 D IMMUNOGEN INC COM 45253H10 453 78343 SH SHARED 40243 38100 D IMMUNOGEN INC COM 45253H10 42 7300 SH SHARED 10 7300 D IMMUNOGEN INC COM 45253H10 101 17579 SH SHARED 17 17579 D IMPAC MTG HLDGS INC COM 45254P10 3176 170329 SH SHARED 170329 D IMPAC MTG HLDGS INC COM 45254P10 184 9900 SH SHARED 01 9900 D IMPAC MTG HLDGS INC COM 45254P10 339 18200 SH SHARED 02 18200 D IMPAC MTG HLDGS INC COM 45254P10 943 50600 SH SHARED 10 50600 D IMPAC MTG HLDGS INC COM 45254P10 982 52700 SH SHARED 17 29200 23500 D IMPAX LABORATORIES INC COM 45256B10 3307 210430 SH SHARED 138930 71500 D IMPAX LABORATORIES INC COM 45256B10 31 2000 SH SHR/OTHR 01 2000 D IMPAX LABORATORIES INC COM 45256B10 1179 75000 SH SHARED 04 75000 D IMPAX LABORATORIES INC COM 45256B10 31 2000 SH SHARED 06 2000 D IMPAX LABORATORIES INC COM 45256B10 745 47400 SH SHARED 10 47400 D IMPAX LABORATORIES INC COM 45256B10 1895 120600 SH SHARED 17 22000 98600 D IMMUNICON CORP DEL COM 45260A10 25 4982 SH SHARED 4982 D IMMUNICON CORP DEL COM 45260A10 3 603 SH SHARED 02 603 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 18891 1035700 SH SHARED 1035700 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 1635 89658 SH SHARED 02 89658 D IMMUNOMEDICS INC COM 45290710 8 5000 SH SHARED 02 5000 D IMPERIAL OIL LTD COM NEW 45303840 17728 212800 SH SHARED 212000 800 D IMPERIAL OIL LTD COM NEW 45303840 265 3182 SH SHARED 01 3182 D IMPERIAL OIL LTD COM NEW 45303840 5038 60479 SH SHARED 02 60479 D IMPERIAL OIL LTD COM NEW 45303840 9 119 SH SHARED 05 119 D IMPERIAL OIL LTD COM NEW 45303840 91 1100 SH SHARED 06 1100 D IMPERIAL OIL LTD COM NEW 45303840 10895 130780 SH SHARED 10 963 129817 D IMPERIAL OIL LTD COM NEW 45303840 1251 15025 SH SHR/OTHR 10 15025 D IMPERIAL SUGAR CO NEW COM NEW 45309620 21 1391 SH SHR/OTHR 01 1391 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 219 4025 SH SHARED 3900 125 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 25 460 SH SHR/OTHR 01 460 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 2464 45295 SH SHARED 10 45295 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 43435 798295 SH SHARED 17 798295 D INAMED CORP COM 45323510 6231 93000 SH SHARED 93000 D INAMED CORP COM 45323510 844 12600 SH SHARED 01 12600 D INAMED CORP COM 45323510 1040 15524 SH SHARED 02 15524 D INAMED CORP COM 45323510 85 1275 SH SHARED 10 1275 D INAMED CORP COM 45323510 789 11780 SH SHARED 17 11780 D INCO LTD NOTE 3/2 453258AM 2156 2146000 PRN SHARED 02 2146000 D INCO LTD SDCV 3.500% 3/1 453258AR 779 515000 PRN SHARED 02 515000 D INCO LTD DBCV 1.000% 3/1 453258AT 108 86000 PRN SHR/OTHR 01 86000 D INCO LTD DBCV 1.000% 3/1 453258AT 10649 8472000 PRN SHARED 02 8472000 D INCO LTD COM 45325840 10143 268700 SH SHARED 243700 25000 D INCO LTD COM 45325840 731 19366 SH SHARED 01 100 19266 D INCO LTD COM 45325840 33 900 SH SHR/OTHR 01 900 D INCO LTD COM 45325840 8397 222445 SH SHARED 02 222445 D INCO LTD COM 45325840 11 300 SH SHARED 05 300 D INCO LTD COM 45325840 18 500 SH SHARED 06 500 D INCO LTD COM 45325840 2734 72440 SH SHARED 10 58850 13590 D INCO LTD COM 45325840 37 1000 SH SHR/OTHR 10 1000 D INCO LTD COM 45325840 2529 67000 SH SHARED 14 67000 D INCYTE CORP NOTE 5.500% 2/0 45337CAC 1994 2000000 PRN SHARED 2000000 D INCYTE CORP NOTE 5.500% 2/0 45337CAC 4558 4572000 PRN SHARED 02 4572000 D INCYTE CORP COM 45337C10 320 44850 SH SHARED 44850 D INCYTE CORP COM 45337C10 2589 362142 SH SHARED 362142 D INCYTE CORP COM 45337C10 10 1518 SH SHARED 02 1518 D INCYTE CORP COM 45337C10 4254 595000 SH SHARED 04 595000 D INCYTE CORP COM 45337C10 60 8500 SH SHARED 14 8500 D INCYTE CORP COM 45337C10 226 31700 SH SHARED 17 31700 D INDEPENDENCE CMNTY BK CORP COM 45341410 2438 66024 SH SHARED 66024 D INDEPENDENCE CMNTY BK CORP COM 45341410 997 27000 SH SHARED 01 27000 D INDEPENDENCE CMNTY BK CORP COM 45341410 1260 34129 SH SHARED 02 34129 D INDEPENDENCE CMNTY BK CORP COM 45341410 22 600 SH SHARED 06 600 D INDEPENDENCE CMNTY BK CORP COM 45341410 43 1175 SH SHARED 14 1175 D INDEPENDENCE CMNTY BK CORP COM 45341410 1362 36900 SH SHARED 17 36900 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 78 4467 SH SHARED 4467 D INDEPENDENT BANK CORP MASS COM 45383610 529 18767 SH SHARED 15367 3400 D INDEPENDENT BANK CORP MASS COM 45383610 55 1950 SH SHARED 10 1950 D INDEPENDENT BANK CORP MASS COM 45383610 177 6300 SH SHARED 17 6300 D INDEPENDENT BANK CORP MICH COM 45383810 593 20873 SH SHARED 20873 D INDEPENDENT BANK CORP MICH COM 45383810 728 25608 SH SHARED 17 8841 16767 D INDEVUS PHARMACEUTICALS INC NOTE 6.250% 7/1 454072AB 504 627000 PRN SHARED 627000 D INDEVUS PHARMACEUTICALS INC COM 45407210 659 257685 SH SHARED 257685 D INDEVUS PHARMACEUTICALS INC COM 45407210 11 4600 SH SHARED 02 4600 D INDIA FD INC COM 45408910 40 1373 SH SHARED 1373 D INDYMAC BANCORP INC COM 45660710 3058 75100 SH SHARED 75100 D INDYMAC BANCORP INC COM 45660710 847 20800 SH SHARED 01 20800 D INDYMAC BANCORP INC COM 45660710 1367 33579 SH SHARED 02 33579 D INDYMAC BANCORP INC COM 45660710 6184 151850 SH SHARED 17 151850 D INERGY L P UNIT LTD PTNR 45661510 46 1500 SH SHARED 02 1500 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 6560 709200 SH SHARED 706600 2600 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 9 1000 SH SHR/OTHR 01 1000 D INFOCROSSING INC COM 45664X10 249 20042 SH SHARED 20042 D INFOCROSSING INC COM 45664X10 119 9600 SH SHARED 17 9600 D INFOCUS CORP COM 45665B10 154 37300 SH SHARED 37300 D INFOCUS CORP COM 45665B10 22 5500 SH SHARED 02 5500 D INFINITY PPTY & CAS CORP COM 45665Q10 768 22026 SH SHR/OTHR 22026 D INFINITY PPTY & CAS CORP COM 45665Q10 720 20657 SH SHARED 20657 D INFINITY PPTY & CAS CORP COM 45665Q10 55 1600 SH SHARED 02 1600 D INFINITY PPTY & CAS CORP COM 45665Q10 334 9600 SH SHARED 17 9600 D INFORMATICA CORP COM 45666Q10 725 86496 SH SHARED 86496 D INFORMATICA CORP COM 45666Q10 291 34700 SH SHARED 17 34700 D INFOSPACE INC COM NEW 45678T20 3204 97310 SH SHARED 69710 27600 D INFOSPACE INC COM NEW 45678T20 181 5500 SH SHARED 01 5500 D INFOSPACE INC COM NEW 45678T20 304 9250 SH SHARED 02 9250 D INFOSPACE INC COM NEW 45678T20 1406 42700 SH SHARED 04 42700 D INFOSPACE INC COM NEW 45678T20 148 4500 SH SHARED 10 4500 D INFOSPACE INC COM NEW 45678T20 1531 46500 SH SHARED 17 14600 31900 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 56751 731340 SH SHARED 705340 26000 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 69 900 SH SHARED 01 900 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 19561 252075 SH SHARED 10 250975 1100 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 174 2250 SH SHARED 15 2250 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 589 7600 SH SHARED 17 7600 D INFOUSA INC NEW COM 45681830 1087 92967 SH SHARED 32367 60600 D INFOUSA INC NEW COM 45681830 492 42100 SH SHARED 01 42100 D INFOUSA INC NEW COM 45681830 407 34800 SH SHARED 10 3900 30900 D INFOUSA INC NEW COM 45681830 395 33800 SH SHARED 17 15900 17900 D ING GROUP N V SPONSORED ADR 45683710 42 1504 SH SHARED 1504 D ING GROUP N V SPONSORED ADR 45683710 14 500 SH SHARED 01 500 D ING GROUP N V SPONSORED ADR 45683710 419 14950 SH SHR/OTHR 01 14950 D ING GROUP N V SPONSORED ADR 45683710 2352 83864 SH SHARED 10 83864 D INFRASOURCE SVCS INC COM 45684P10 131 12579 SH SHARED 12579 D INFRASOURCE SVCS INC COM 45684P10 7076 679100 SH SHARED 17 679100 D INGLES MKTS INC CL A 45703010 151 10968 SH SHARED 10968 D INGLES MKTS INC CL A 45703010 6 493 SH SHARED 10 493 D INGLES MKTS INC CL A 45703010 99 7200 SH SHARED 17 7200 D INGRAM MICRO INC CL A 45715310 8487 542000 SH SHARED 542000 D INGRAM MICRO INC CL A 45715310 198 12658 SH SHARED 02 12658 D INGRAM MICRO INC CL A 45715310 18 1200 SH SHARED 06 1200 D INGRAM MICRO INC CL A 45715310 515 32900 SH SHARED 17 32900 D INHALE THERAPEUTIC SYS INC NOTE 3.500%10/1 457191AH 3882 4170000 PRN SHARED 02 4170000 D INKINE PHARMACEUTICALS INC COM 45721410 118 37090 SH SHARED 37090 D INKINE PHARMACEUTICALS INC COM 45721410 17 5500 SH SHARED 02 5500 D INLAND REAL ESTATE CORP COM NEW 45746120 1064 66221 SH SHARED 66221 D INLAND REAL ESTATE CORP COM NEW 45746120 384 23900 SH SHARED 10 23900 D INLAND REAL ESTATE CORP COM NEW 45746120 103423 6431800 SH SHARED 11 6431800 D INLAND REAL ESTATE CORP COM NEW 45746120 480 29900 SH SHARED 17 29900 D INNKEEPERS USA TR COM 4576J010 809 54182 SH SHARED 54182 D INNKEEPERS USA TR COM 4576J010 31568 2113000 SH SHARED 11 2113000 D INNKEEPERS USA TR COM 4576J010 206 13800 SH SHARED 17 13800 D INSIGHT ENTERPRISES INC COM 45765U10 3759 186298 SH SHARED 186298 D INSIGHT ENTERPRISES INC COM 45765U10 4 200 SH SHARED 02 200 D INSIGHT ENTERPRISES INC COM 45765U10 201 10000 SH SHARED 06 10000 D INSIGHT ENTERPRISES INC COM 45765U10 719 35662 SH SHARED 17 35662 D INPUT/OUTPUT INC NOTE 5.500%12/1 457652AB 321 200000 PRN SHARED 02 200000 D INPUT/OUTPUT INC COM 45765210 431 68713 SH SHARED 68713 D INPUT/OUTPUT INC COM 45765210 152 24300 SH SHARED 17 24300 D INSITUFORM TECHNOLOGIES INC CL A 45766710 419 26365 SH SHARED 26365 D INSITUFORM TECHNOLOGIES INC CL A 45766710 5 320 SH SHR/OTHR 01 320 D INSITUFORM TECHNOLOGIES INC CL A 45766710 12 800 SH SHARED 02 800 D INSITUFORM TECHNOLOGIES INC CL A 45766710 203 12790 SH SHARED 17 12790 D INSMED INC COM NEW 45766920 73 75000 SH SHARED 75000 D INSIGHT COMMUNICATIONS INC CL A 45768V10 593 53726 SH SHARED 53726 D INSIGHT COMMUNICATIONS INC CL A 45768V10 134 12200 SH SHARED 01 12200 D INSIGHT COMMUNICATIONS INC CL A 45768V10 247 22400 SH SHARED 17 22400 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 1170 34871 SH SHARED 8771 26100 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 134 4000 SH SHARED 02 4000 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 2433 72500 SH SHARED 17 4300 68200 D INPHONIC INC COM 45772G10 231 15158 SH SHARED 15158 D INPHONIC INC COM 45772G10 72 4755 SH SHARED 02 4755 D INPHONIC INC COM 45772G10 112 7400 SH SHARED 17 7400 D INOVIO BIOMEDICAL CORP COM 45773H10 75 24375 SH SHARED 24375 D INSPIRE PHARMACEUTICALS INC COM 45773310 763 90666 SH SHARED 90666 D INSPIRE PHARMACEUTICALS INC COM 45773310 8 1000 SH SHARED 01 1000 D INSPIRE PHARMACEUTICALS INC COM 45773310 4264 506525 SH SHARED 04 506525 D INSPIRE PHARMACEUTICALS INC COM 45773310 5 600 SH SHARED 06 600 D INSPIRE PHARMACEUTICALS INC COM 45773310 1 201 SH SHARED 10 201 D INSPIRE PHARMACEUTICALS INC COM 45773310 53 6350 SH SHARED 14 6350 D INSPIRE PHARMACEUTICALS INC COM 45773310 161 19200 SH SHARED 17 19200 D INSTINET GROUP INC COM 45775010 5672 1082555 SH SHARED 1082555 D INSTINET GROUP INC COM 45775010 66 12764 SH SHARED 02 12764 D INNOVO GROUP INC COM PAR $0.01 45795460 53 25050 SH SHARED 25050 D INNOVO GROUP INC COM PAR $0.01 45795460 30 14100 SH SHARED 17 14100 D INTEGRA LIFESCIENCES HLDGS C NOTE 2.500% 3/1 457985AB 6115 5892000 PRN SHARED 5892000 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 1559 53400 SH SHARED 20800 32600 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 432 14800 SH SHARED 02 14800 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 251 8600 SH SHARED 10 8600 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 2803 96000 SH SHARED 17 10000 86000 D INSURED MUN INCOME FD COM 45809F10 448 34000 SH SHARED 10 34000 D INTEGRAL SYS INC MD COM 45810H10 231 10234 SH SHARED 10234 D INTEGRAL SYS INC MD COM 45810H10 60 2690 SH SHARED 17 2690 D INTEGRATED ELECTRICAL SVC COM 45811E10 7 3600 SH SHARED 02 3600 D INTEGRATED CIRCUIT SYS INC COM 45811K20 31788 1540130 SH SHARED 1540130 D INTEGRATED CIRCUIT SYS INC COM 45811K20 532 25800 SH SHARED 01 25800 D INTEGRATED CIRCUIT SYS INC COM 45811K20 1639 79447 SH SHARED 02 79447 D INTEGRATED CIRCUIT SYS INC COM 45811K20 7484 362600 SH SHARED 10 360900 1700 D INTEGRATED CIRCUIT SYS INC COM 45811K20 540 26200 SH SHARED 17 26200 D INTAC INTL COM 45811T10 596 99350 SH SHARED 99000 350 D INTAC INTL COM 45811T10 6 1000 SH SHARED 02 1000 D INTAC INTL COM 45811T10 8610 1435118 SH SHARED 04 1435118 D INTAC INTL COM 45811T10 1044 174000 SH SHARED 06 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COM 45814010 72806 2798105 SH SHARED 02 2798105 D INTEL CORP COM 45814010 7248 278570 SH SHARED 03 278570 D INTEL CORP COM 45814010 26405 1014815 SH SHARED 04 996600 18215 D INTEL CORP COM 45814010 361 13900 SH SHARED 05 13900 D INTEL CORP COM 45814010 7160 275177 SH SHARED 06 275177 D INTEL CORP COM 45814010 482531 18544627 SH SHARED 10 9392426 3104540 6047661 D INTEL CORP COM 45814010 13688 526082 SH SHR/OTHR 10 526082 D INTEL CORP COM 45814010 2477 95221 SH SHARED 14 95221 D INTEL CORP COM 45814010 6187 237800 SH SHARED 15 237800 D INTEL CORP COM 45814010 73268 2815839 SH SHARED 17 2747856 67983 D INTEL CORP COM 45814010 45535 1750000 SH SHARED 18 1750000 D INTER PARFUMS INC COM 45833410 90 4664 SH SHARED 4664 D INTER PARFUMS INC COM 45833410 40 2100 SH SHARED 17 2100 D INTER TEL INC COM 45837210 393 21133 SH SHARED 21133 D INTER TEL INC COM 45837210 18 1000 SH SHARED 01 1000 D INTER TEL INC COM 45837210 46 2500 SH SHARED 10 2500 D INTER TEL INC COM 45837210 180 9690 SH SHARED 17 9690 D INTERACTIVE DATA CORP COM 45840J10 257 12370 SH SHARED 12370 D INTERACTIVE DATA CORP COM 45840J10 54 2600 SH SHARED 01 2600 D INTERACTIVE DATA CORP COM 45840J10 98 4720 SH SHARED 02 4720 D INTERACTIVE DATA CORP COM 45840J10 193 9300 SH SHARED 17 9300 D INTERCHANGE FINL SVCS S B N COM 45844710 311 17000 SH SHARED 17000 D INTERCHANGE FINL SVCS S B N COM 45844710 90 4950 SH SHARED 17 4950 D INTERCHANGE CORP COM 45845K10 24 3200 SH SHARED 3200 D INTERCHANGE CORP COM 45845K10 39 5200 SH SHARED 01 5200 D INTERCHANGE CORP COM 45845K10 3 500 SH SHARED 02 500 D INTERDIGITAL COMMUNICATIONS COM 45866A10 1880 107456 SH SHARED 54456 53000 D INTERDIGITAL COMMUNICATIONS COM 45866A10 213 12200 SH SHARED 01 12200 D INTERDIGITAL COMMUNICATIONS COM 45866A10 12 715 SH SHARED 02 715 D INTERDIGITAL COMMUNICATIONS COM 45866A10 1118 63900 SH SHARED 10 63900 D INTERDIGITAL COMMUNICATIONS COM 45866A10 3136 179200 SH SHARED 17 21200 158000 D INTERFACE INC CL A 45866510 382 47467 SH SHARED 47467 D INTERFACE INC CL A 45866510 162 20241 SH SHARED 17 20241 D INTERGRAPH CORP COM 45868310 952 27631 SH SHARED 27631 D INTERGRAPH CORP COM 45868310 72 2100 SH SHARED 01 2100 D INTERGRAPH CORP COM 45868310 53 1540 SH SHARED 10 1540 D INTERGRAPH CORP COM 45868310 484 14074 SH SHARED 17 14074 D INTERGROUP CORP COM 45868510 59 3304 SH SHARED 10 3304 D INTERLAND INC COM NEW 45872720 0 12 SH SHARED 02 12 D INTERLINE BRANDS INC COM 45874310 251 12700 SH SHARED 12700 D INTERLINE BRANDS INC COM 45874310 71 3600 SH SHARED 17 3600 D INTERMAGNETICS GEN CORP COM 45877110 862 28046 SH SHARED 28046 D INTERMAGNETICS GEN CORP COM 45877110 15 501 SH SHARED 02 501 D INTERMAGNETICS GEN CORP COM 45877110 363 11804 SH SHARED 17 11804 D INTERMIX MEDIA INC COM 45881X10 221 26454 SH SHARED 26454 D INTERMIX MEDIA INC COM 45881X10 125 15000 SH SHARED 01 15000 D INTERMIX MEDIA INC COM 45881X10 104 12500 SH SHARED 17 12500 D INTERMUNE INC COM 45884X10 678 52026 SH SHARED 52026 D INTERMUNE INC COM 45884X10 3 246 SH SHARED 02 246 D INTERMUNE INC COM 45884X10 161 12400 SH SHARED 17 12400 D INTERNAP NETWORK SVCS CORP COM 45885A10 157 335500 SH SHARED 335500 D INTERNAP NETWORK SVCS CORP COM 45885A10 8 19000 SH SHARED 02 19000 D INTERNATIONAL BANCSHARES COR COM 45904410 5 200 SH SHARED 200 D INTERNATIONAL BANCSHARES COR COM 45904410 127 4521 SH SHARED 02 4521 D INTERNATIONAL BANCSHARES COR COM 45904410 4586 162125 SH SHARED 17 162125 D INTERNATIONAL BUSINESS MACHS COM 45920010 682 9200 SH SHARED 9200 D INTERNATIONAL BUSINESS MACHS COM 45920010 766839 10334762 SH SHARED 9864468 470294 D INTERNATIONAL BUSINESS MACHS COM 45920010 185 2500 SH SHR/OTHR 2500 D INTERNATIONAL BUSINESS MACHS COM 45920010 76862 1035881 SH SHARED 01 375718 660163 D INTERNATIONAL BUSINESS MACHS COM 45920010 37929 511177 SH SHR/OTHR 01 511177 D INTERNATIONAL BUSINESS MACHS COM 45920010 48046 647526 SH SHARED 02 647526 D INTERNATIONAL BUSINESS MACHS COM 45920010 133595 1800476 SH SHARED 04 1798500 1976 D INTERNATIONAL BUSINESS MACHS COM 45920010 2373 31986 SH SHARED 05 20610 11376 D INTERNATIONAL BUSINESS MACHS COM 45920010 7007 94444 SH SHARED 06 94444 D INTERNATIONAL BUSINESS MACHS COM 45920010 411350 5543809 SH SHARED 10 2386274 1714220 1443315 D INTERNATIONAL BUSINESS MACHS COM 45920010 6971 93949 SH SHR/OTHR 10 93949 D INTERNATIONAL BUSINESS MACHS COM 45920010 4341 58506 SH SHARED 14 58506 D INTERNATIONAL BUSINESS MACHS COM 45920010 5260 70900 SH SHARED 15 70900 D INTERNATIONAL BUSINESS MACHS COM 45920010 2522 34000 SH SHARED 16 34000 D INTERNATIONAL BUSINESS MACHS COM 45920010 55209 744060 SH SHARED 17 718460 25600 D INTERNATIONAL BUSINESS MACHS COM 45920010 8943 120536 SH SHARED 18 120536 D INTERNATIONAL DISPLAYWORKS I COM 45941210 2648 331037 SH SHARED 331037 D INTERNATIONAL DISPLAYWORKS I COM 45941210 117 14700 SH SHARED 17 14700 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 8400 231939 SH SHARED 231639 300 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 3250 89748 SH SHARED 01 89748 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1012 27961 SH SHR/OTHR 01 27961 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1251 34553 SH SHARED 02 34553 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 111 3073 SH SHARED 06 3073 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1028 28400 SH SHARED 10 28400 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1313 36259 SH SHARED 17 36259 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 295 8153 SH SHARED 18 8153 D INTERNATIONAL GAME TECHNOLOG DBCV 1/2 459902AL 270 418000 PRN SHARED 02 418000 D INTERNATIONAL GAME TECHNOLOG COM 45990210 84 3000 SH SHARED 3000 D INTERNATIONAL GAME TECHNOLOG COM 45990210 26668 947386 SH SHARED 927586 19800 D INTERNATIONAL GAME TECHNOLOG COM 45990210 7143 253778 SH SHARED 01 70960 182818 D INTERNATIONAL GAME TECHNOLOG COM 45990210 1791 63637 SH SHR/OTHR 01 63637 D INTERNATIONAL GAME TECHNOLOG COM 45990210 4012 142540 SH SHARED 02 142540 D INTERNATIONAL GAME TECHNOLOG COM 45990210 669 23800 SH SHARED 04 23800 D INTERNATIONAL GAME TECHNOLOG COM 45990210 5 200 SH SHARED 05 200 D INTERNATIONAL GAME TECHNOLOG COM 45990210 180 6400 SH SHARED 06 6400 D INTERNATIONAL GAME TECHNOLOG COM 45990210 38409 1364448 SH SHARED 10 317167 780000 267281 D INTERNATIONAL GAME TECHNOLOG COM 45990210 18 650 SH SHR/OTHR 10 650 D INTERNATIONAL GAME TECHNOLOG COM 45990210 161 5727 SH SHARED 14 5727 D INTERNATIONAL GAME TECHNOLOG COM 45990210 844 30000 SH SHARED 15 30000 D INTERNATIONAL GAME TECHNOLOG COM 45990210 4517 160475 SH SHARED 17 160475 D INTL PAPER CO DBCV 6/2 460146BM 71417131042000 PRN SHARED 131042000 D INTL PAPER CO COM 46014610 75250 2490900 SH SHARED 2437100 53800 D INTL PAPER CO COM 46014610 3721 123176 SH SHARED 01 8582 114594 D INTL PAPER CO COM 46014610 1786 59141 SH SHR/OTHR 01 59141 D INTL PAPER CO COM 46014610 5884 194802 SH SHARED 02 194802 D INTL PAPER CO COM 46014610 9008 298200 SH SHARED 04 298200 D INTL PAPER CO COM 46014610 10 348 SH SHARED 05 348 D INTL PAPER CO COM 46014610 7282 241073 SH SHARED 06 241073 D INTL PAPER CO COM 46014610 25 847 SH SHARED 10 847 D INTL PAPER CO COM 46014610 42 1400 SH SHARED 14 1400 D INTL PAPER CO COM 46014610 906 30000 SH SHARED 16 30000 D INTL PAPER CO COM 46014610 6889 228055 SH SHARED 17 228055 D INTERNATIONAL PWR PLC SPONSORED ADR 46018M10 2283 61000 SH SHARED 61000 D INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE 9240 9381000 PRN SHARED 9381000 D INTERNATIONAL RECTIFIER CORP COM 46025410 424 8900 SH SHARED 8900 D INTERNATIONAL RECTIFIER CORP COM 46025410 1703 35700 SH SHARED 01 35700 D INTERNATIONAL RECTIFIER CORP COM 46025410 125 2640 SH SHR/OTHR 01 2640 D INTERNATIONAL RECTIFIER CORP COM 46025410 1421 29793 SH SHARED 02 29793 D INTERNATIONAL RECTIFIER CORP COM 46025410 6666 139700 SH SHARED 10 61400 78300 D INTERNATIONAL RECTIFIER CORP COM 46025410 15990 335100 SH SHARED 17 335100 D INTERNATIONAL SECS EXCH INC CL A 46031W20 700 27900 SH SHARED 27900 D INTERNATIONAL SECS EXCH INC CL A 46031W20 100 4000 SH SHARED 06 4000 D INTERNATIONAL SECS EXCH INC CL A 46031W20 82 3300 SH SHARED 17 3300 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 281 5000 SH SHARED 5000 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 888 15800 SH SHARED 01 15800 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 1002 17818 SH SHARED 02 17818 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 56 1000 SH SHARED 17 1000 D INTERNET CAP GROUP INC COM NEW 46059C20 289 39445 SH SHARED 39445 D INTERNET CAP GROUP INC COM NEW 46059C20 1 160 SH SHARED 10 160 D INTERNET CAP GROUP INC COM NEW 46059C20 130 17800 SH SHARED 17 17800 D INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T10 2845 374366 SH SHARED 374366 D INTERNET INFRASTRUCTR HOLDS DEPOSTRY RCPT 46059V10 4816 1222508 SH SHARED 02 1222508 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 433 8000 SH SHARED 8000 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 2934 54170 SH SHARED 02 54170 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 32 600 SH SHARED 17 600 D INTERNET SEC SYS INC COM 46060X10 2926 144232 SH SHARED 119232 25000 D INTERNET SEC SYS INC COM 46060X10 16 800 SH SHARED 01 800 D INTERNET SEC SYS INC COM 46060X10 20 1000 SH SHR/OTHR 01 1000 D INTERNET SEC SYS INC COM 46060X10 371 18330 SH SHARED 02 18330 D INTERNET SEC SYS INC COM 46060X10 750 37000 SH SHARED 04 37000 D INTERNET SEC SYS INC COM 46060X10 957 47200 SH SHARED 10 47200 D INTERNET SEC SYS INC COM 46060X10 661 32600 SH SHARED 17 15200 17400 D INTERPOOL INC COM 46062R10 170 7993 SH SHARED 7993 D INTERPOOL INC COM 46062R10 32 1500 SH SHARED 01 1500 D INTERPOOL INC COM 46062R10 0 8 SH SHARED 02 8 D INTERSIL CORP CL A 46069S10 14082 750265 SH SHARED 750265 D INTERSIL CORP CL A 46069S10 1236 65900 SH SHARED 01 65900 D INTERSIL CORP CL A 46069S10 1262 67259 SH SHARED 02 67259 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 1241 1045000 PRN SHARED 1045000 D INTERPUBLIC GROUP COS INC COM 46069010 16713 1372231 SH SHARED 1357731 14500 D INTERPUBLIC GROUP COS INC COM 46069010 1112 91329 SH SHARED 01 91329 D INTERPUBLIC GROUP COS INC COM 46069010 1465 120288 SH SHR/OTHR 01 120288 D INTERPUBLIC GROUP COS INC COM 46069010 2880 236507 SH SHARED 02 236507 D INTERPUBLIC GROUP COS INC COM 46069010 3045 250000 SH SHARED 04 250000 D INTERPUBLIC GROUP COS INC COM 46069010 537 44100 SH SHARED 05 44100 D INTERPUBLIC GROUP COS INC COM 46069010 221 18150 SH SHARED 06 18150 D INTERPUBLIC GROUP COS INC COM 46069010 12 1028 SH SHARED 10 1028 D INTERPUBLIC GROUP COS INC COM 46069010 80 6600 SH SHR/OTHR 10 6600 D INTERPUBLIC GROUP COS INC COM 46069010 3706 304312 SH SHARED 17 304312 D INTERPUBLIC GROUP COS INC PFD CONV SER A 46069030 31744 707000 SH SHARED 707000 D INTERPUBLIC GROUP COS INC PFD CONV SER A 46069030 847 18877 SH SHARED 02 18877 D INTERSTATE HOTELS & RESRTS I COM 46088S10 4 966 SH SHARED 966 D INTERSTATE HOTELS & RESRTS I COM 46088S10 0 15 SH SHR/OTHR 01 15 D INTRAWEST CORPORATION COM NEW 46091520 2357 97914 SH SHARED 02 97914 D INTRAWEST CORPORATION COM NEW 46091520 24 1000 SH SHARED 06 1000 D INTEROIL CORP COM 46095110 785 28894 SH SHARED 28894 D INTERSECTIONS INC COM 46098130 63 5400 SH SHARED 5400 D INTERSECTIONS INC COM 46098130 11 1000 SH SHARED 02 1000 D INTERWOVEN INC COM NEW 46114T50 1605 213224 SH SHARED 156124 57100 D INTERWOVEN INC COM NEW 46114T50 237 31499 SH SHR/OTHR 01 31499 D INTERWOVEN INC COM NEW 46114T50 151 20100 SH SHARED 10 20100 D INTERWOVEN INC COM NEW 46114T50 211 28150 SH SHARED 17 19450 8700 D INTERVIDEO INC COM 46114Y10 143 10004 SH SHARED 10004 D INTERVIDEO INC COM 46114Y10 77 5400 SH SHARED 17 5400 D INTERVOICE INC NEW COM 46114210 41 4800 SH SHARED 4800 D INTERVOICE INC NEW COM 46114210 369 42868 SH SHARED 42868 D INTERVOICE INC NEW COM 46114210 0 100 SH SHARED 01 100 D INTERVOICE INC NEW COM 46114210 149 17300 SH SHARED 17 17300 D INTEVAC INC COM 46114810 250 23962 SH SHARED 23962 D INTEVAC INC COM 46114810 104 10000 SH SHARED 17 10000 D INTRABIOTICS PHARMACEUTICALS COM NEW 46116T50 3195 912916 SH SHARED 912916 D INTRALASE CORP COM 46116910 248 12683 SH SHARED 12683 D INTRALASE CORP COM 46116910 52 2700 SH SHARED 02 2700 D INTRALASE CORP COM 46116910 1457 74300 SH SHARED 10 69400 4900 D INTRALASE CORP COM 46116910 82 4200 SH SHARED 17 4200 D INTRADO INC COM 46117A10 261 17567 SH SHARED 17567 D INTRADO INC COM 46117A10 22 1500 SH SHR/OTHR 01 1500 D INTRADO INC COM 46117A10 76 5100 SH SHARED 10 5100 D INTRADO INC COM 46117A10 126 8500 SH SHARED 17 8500 D INTROGEN THERAPEUTICS INC COM 46119F10 175 27239 SH SHARED 27239 D INTUITIVE SURGICAL INC COM NEW 46120E60 1610 34533 SH SHARED 34533 D INTUITIVE SURGICAL INC COM NEW 46120E60 13 300 SH SHARED 01 300 D INTUITIVE SURGICAL INC COM NEW 46120E60 32 700 SH SHR/OTHR 01 700 D INTUITIVE SURGICAL INC COM NEW 46120E60 135 2900 SH SHARED 02 2900 D INTUITIVE SURGICAL INC COM NEW 46120E60 60 1300 SH SHARED 10 1300 D INTUITIVE SURGICAL INC COM NEW 46120E60 6393 137090 SH SHARED 17 137090 D INTUIT COM 46120210 58945 1306709 SH SHARED 1235309 71400 D INTUIT COM 46120210 1789 39661 SH SHARED 01 39661 D INTUIT COM 46120210 3271 72526 SH SHARED 02 72526 D INTUIT COM 46120210 3656 81050 SH SHARED 04 80000 1050 D INTUIT COM 46120210 5602 124200 SH SHARED 05 107400 16800 D INTUIT COM 46120210 281 6242 SH SHARED 06 6242 D INTUIT COM 46120210 27406 607540 SH SHARED 10 184845 358025 64670 D INTUIT COM 46120210 117 2600 SH SHR/OTHR 10 2600 D INTUIT COM 46120210 405 8985 SH SHARED 14 8985 D INTUIT COM 46120210 3771 83613 SH SHARED 17 83613 D INVACARE CORP COM 46120310 79 1800 SH SHARED 1800 D INVACARE CORP COM 46120310 1325 29878 SH SHARED 29878 D INVACARE CORP COM 46120310 39 900 SH SHARED 02 900 D INVACARE CORP COM 46120310 6861 154670 SH SHARED 10 154670 D INVACARE CORP COM 46120310 536 12100 SH SHARED 17 12100 D INVERNESS MED INNOVATIONS IN COM 46126P10 19569 716837 SH SHARED 716837 D INVERNESS MED INNOVATIONS IN COM 46126P10 163 6000 SH SHARED 17 6000 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 18 900 SH SHARED 900 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 1550 73751 SH SHARED 43351 30400 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 35 1700 SH SHR/OTHR 01 1700 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 42 2000 SH SHARED 02 2000 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 771 36700 SH SHARED 10 36700 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 550 26177 SH SHARED 17 26177 D INVESTOOLS INC COM 46145P10 639 183746 SH SHARED 01 183746 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 425 44098 SH SHARED 44098 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 135 14000 SH SHARED 17 14000 D INVITROGEN CORP NOTE 2.250%12/1 46185RAD 19670 19172000 PRN SHARED 19172000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 1924 1467000 PRN SHARED 1467000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 24005 18297000 PRN SHARED 02 18297000 D INVITROGEN CORP NOTE 1.500% 2/1 46185RAH 5315 5525000 PRN SHARED 02 5525000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ 38540 29375000 PRN SHARED 29375000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ 51 39000 PRN SHR/OTHR 01 39000 D INVITROGEN CORP COM 46185R10 15638 187754 SH SHARED 183154 4600 D INVITROGEN CORP COM 46185R10 1666 20013 SH SHARED 01 20013 D INVITROGEN CORP COM 46185R10 44 540 SH SHR/OTHR 01 540 D INVITROGEN CORP COM 46185R10 8302 99678 SH SHARED 02 99678 D INVITROGEN CORP COM 46185R10 20325 244030 SH SHARED 04 244030 D INVITROGEN CORP COM 46185R10 2248 27000 SH SHARED 05 27000 D INVITROGEN CORP COM 46185R10 37 450 SH SHARED 06 450 D INVITROGEN CORP COM 46185R10 56515 678540 SH SHARED 10 171370 507170 D INVITROGEN CORP COM 46185R10 458 5500 SH SHARED 14 5500 D INVITROGEN CORP COM 46185R10 19917 239135 SH SHARED 17 217635 21500 D INVESTORS FINL SERVICES CORP COM 46191510 302 8000 SH SHARED 8000 D INVESTORS FINL SERVICES CORP COM 46191510 911 24100 SH SHARED 01 24100 D INVESTORS FINL SERVICES CORP COM 46191510 11 300 SH SHR/OTHR 01 300 D INVESTORS FINL SERVICES CORP COM 46191510 1160 30675 SH SHARED 02 30675 D INVESTORS FINL SERVICES CORP COM 46191510 215 5700 SH SHARED 17 5700 D IOMEGA CORP COM NEW 46203030 173 65400 SH SHARED 65400 D IOMEGA CORP COM NEW 46203030 18 7100 SH SHARED 02 7100 D IONA TECHNOLOGIES PLC SPONSORED ADR 46206P10 976 320000 SH SHARED 04 320000 D IONATRON INC COM 46207010 211 24579 SH SHARED 24579 D IONATRON INC COM 46207010 62 7280 SH SHARED 17 7280 D IOWA TELECOMM SERVICES INC COM 46259420 416 22209 SH SHARED 22209 D IOWA TELECOMM SERVICES INC COM 46259420 191 10200 SH SHARED 17 10200 D IPASS INC COM 46261V10 375 61927 SH SHARED 61927 D IPASS INC COM 46261V10 121 20000 SH SHARED 04 20000 D IPASS INC COM 46261V10 2 400 SH SHARED 10 400 D IPASS INC COM 46261V10 129 21300 SH SHARED 17 21300 D IPAYMENT INC COM 46262E10 439 12038 SH SHARED 12038 D IPAYMENT INC COM 46262E10 14 400 SH SHR/OTHR 01 400 D IPAYMENT INC COM 46262E10 193 5300 SH SHARED 17 5300 D IPSCO INC COM 46262210 343 7855 SH SHARED 7655 200 D IPSCO INC COM 46262210 30 700 SH SHARED 01 700 D IPSCO INC COM 46262210 12 288 SH SHARED 02 288 D IRELAND BK SPONSORED ADR 46267Q10 1569 24000 SH SHARED 24000 D IRIS INTL INC COM 46270W10 286 16120 SH SHARED 16120 D IRIS INTL INC COM 46270W10 137 7700 SH SHARED 17 7700 D IRON MTN INC COM 46284610 379 12240 SH SHARED 12240 D IRON MTN INC COM 46284610 41 1350 SH SHARED 01 1350 D IRON MTN INC COM 46284610 114 3700 SH SHR/OTHR 01 3700 D IRON MTN INC COM 46284610 338 10926 SH SHARED 02 10926 D IRON MTN INC COM 46284610 5152 166100 SH SHARED 17 166100 D IRWIN FINL CORP COM 46411910 400 18033 SH SHARED 18033 D IRWIN FINL CORP COM 46411910 51 2300 SH SHARED 02 2300 D IRWIN FINL CORP COM 46411910 1343 60532 SH SHARED 10 2100 58432 D IRWIN FINL CORP COM 46411910 206 9300 SH SHARED 17 9300 D ISHARES INC MSCI CDA INDEX 46428650 542 29900 SH SHARED 9900 20000 D ISHARES INC MSCI CDA INDEX 46428650 12705 700000 SH SHARED 02 700000 D ISHARES INC MSCI PAC J IDX 46428666 5941 63116 SH SHARED 55516 7600 D ISHARES INC MSCI PAC J IDX 46428666 138 1470 SH SHARED 01 1470 D ISHARES INC MSCI PAC J IDX 46428666 92 985 SH SHR/OTHR 01 985 D ISHARES INC MSCI SINGAPORE 46428667 40 5350 SH SHR/OTHR 01 5350 D ISHARES INC MSCI UTD KINGD 46428669 3 200 SH SHARED 200 D ISHARES INC MSCI TAIWAN 46428673 11475 948404 SH SHARED 948404 D ISHARES INC MSCI TAIWAN 46428673 7406 612100 SH SHARED 01 612100 D ISHARES INC MSCI TAIWAN 46428673 6125 506200 SH SHARED 10 506200 D ISHARES INC MSCI TAIWAN 46428673 797 65900 SH SHARED 17 65900 D ISHARES INC MSCI SPAIN 46428676 10 300 SH SHARED 300 D ISHARES INC MSCI S KOREA 46428677 29987 937100 SH SHARED 929100 8000 D ISHARES INC MSCI MALAYSIA 46428683 7114 1028100 SH SHARED 989900 38200 D ISHARES INC MSCI MALAYSIA 46428683 12532 1811100 SH SHARED 01 1811100 D ISHARES INC MSCI MALAYSIA 46428683 3666 529900 SH SHARED 05 529900 D ISHARES INC MSCI MALAYSIA 46428683 25217 3644175 SH SHARED 10 3644175 D ISHARES INC MSCI MALAYSIA 46428683 2664 385000 SH SHARED 17 385000 D ISHARES INC MSCI JAPAN 46428684 8512 839501 SH SHARED 661881 177620 D ISHARES INC MSCI JAPAN 46428684 579 57126 SH SHARED 01 37471 19655 D ISHARES INC MSCI JAPAN 46428684 6 600 SH SHR/OTHR 01 600 D ISHARES INC MSCI JAPAN 46428684 10 1040 SH SHARED 02 1040 D ISHARES INC MSCI JAPAN 46428684 140 13900 SH SHARED 10 5900 8000 D ISHARES INC MSCI HONG KONG 46428687 468 37700 SH SHARED 700 37000 D ISHARES INC MSCI HONG KONG 46428687 27945 2250000 SH SHARED 02 2250000 D ISHARES TR S&P 100 IDX FD 46428710 8649 154919 SH SHARED 02 154919 D ISHARES TR DJ SEL DIV INX 46428716 129 2090 SH SHARED 01 90 2000 D ISHARES TR DJ SEL DIV INX 46428716 429 6950 SH SHARED 10 6950 D ISHARES TR DJ SEL DIV INX 46428716 141 2300 SH SHR/OTHR 10 2300 D ISHARES TR US TIPS BD FD 46428717 667 6228 SH SHARED 01 1500 4728 D ISHARES TR US TIPS BD FD 46428717 40 375 SH SHR/OTHR 01 375 D ISHARES TR US TIPS BD FD 46428717 93 875 SH SHARED 10 875 D ISHARES TR FTSE XNHUA IDX 46428718 25 450 SH SHR/OTHR 01 450 D ISHARES TR TRANSP AVE IDX 46428719 137 2200 SH SHARED 02 2200 D ISHARES TR MSCI EMERG MKT 46428723 9568 133635 SH SHARED 9990 123645 D ISHARES TR MSCI EMERG MKT 46428723 22156 309443 SH SHARED 01 280658 28785 D ISHARES TR MSCI EMERG MKT 46428723 4726 66012 SH SHR/OTHR 01 66012 D ISHARES TR MSCI EMERG MKT 46428723 3 54 SH SHARED 02 54 D ISHARES TR MSCI EMERG MKT 46428723 6626 92554 SH SHARED 10 1365 91189 D ISHARES TR MSCI EMERG MKT 46428723 269 3765 SH SHR/OTHR 10 3765 D ISHARES TR GS CORP BD FD 46428724 864 7710 SH SHARED 7710 D ISHARES TR S&P500/BAR GRW 46428730 93 1660 SH SHARED 01 1660 D ISHARES TR S&P GBL ENER 46428734 1903 22000 SH SHARED 22000 D ISHARES TR GS NAT RES IDX 46428737 30 400 SH SHARED 400 D ISHARES TR GS NAT RES IDX 46428737 30672 404221 SH SHARED 01 246499 157722 D ISHARES TR GS NAT RES IDX 46428737 6076 80082 SH SHR/OTHR 01 80082 D ISHARES TR GS NAT RES IDX 46428737 1696 22358 SH SHARED 10 10920 11438 D ISHARES TR S&P500/BAR VAL 46428740 15603 250300 SH SHARED 250300 D ISHARES TR S&P500/BAR VAL 46428740 94 1515 SH SHARED 01 1515 D ISHARES TR 7-10 YR TRS BD 46428744 5405 62161 SH SHARED 02 62161 D ISHARES TR 1-3 YR TRS BD 46428745 271 3340 SH SHARED 01 250 3090 D ISHARES TR MSCI EAFE IDX 46428746 136 2600 SH SHARED 2600 D ISHARES TR MSCI EAFE IDX 46428746 5074 96863 SH SHARED 01 36369 60494 D ISHARES TR MSCI EAFE IDX 46428746 5540 105764 SH SHR/OTHR 01 105764 D ISHARES TR MSCI EAFE IDX 46428746 12838 245064 SH SHARED 10 10908 234156 D ISHARES TR MSCI EAFE IDX 46428746 2629 50190 SH SHR/OTHR 10 50190 D ISHARES TR RUSSELL MCP VL 46428747 1193 10106 SH SHR/OTHR 01 10106 D ISHARES TR RUSSELL MCP VL 46428747 4 40 SH SHARED 02 40 D ISHARES TR RUSSELL MIDCAP 46428749 60 735 SH SHARED 01 735 D ISHARES TR GLMN SCHS SOFT 46428751 1549 40300 SH SHARED 02 40300 D ISHARES TR GLDM SACHS TEC 46428754 320 7440 SH SHARED 10 7440 D ISHARES TR NASDQ BIO INDX 46428755 8297 122200 SH SHARED 112200 10000 D ISHARES TR NASDQ BIO INDX 46428755 441 6500 SH SHR/OTHR 01 6500 D ISHARES TR NASDQ BIO INDX 46428755 31889 469650 SH SHARED 10 441550 25200 2900 D ISHARES TR NASDQ BIO INDX 46428755 1493 22000 SH SHARED 17 22000 D ISHARES TR COHEN&ST RLTY 46428756 4478 62900 SH SHARED 8870 54030 D ISHARES TR COHEN&ST RLTY 46428756 18094 254139 SH SHARED 01 233159 20980 D ISHARES TR COHEN&ST RLTY 46428756 3259 45785 SH SHR/OTHR 01 45785 D ISHARES TR COHEN&ST RLTY 46428756 143 2020 SH SHARED 10 1580 440 D ISHARES TR RUSSELL1000VAL 46428759 214 3225 SH SHARED 01 3225 D ISHARES TR RUSSELL1000GRW 46428761 14 300 SH SHARED 01 300 D ISHARES TR RUSSELL 1000 46428762 45 700 SH SHARED 10 700 D ISHARES TR RUSL 2000 VALU 46428763 236 3675 SH SHARED 01 3675 D ISHARES TR RUSL 2000 VALU 46428763 1213 18873 SH SHR/OTHR 01 18873 D ISHARES TR RUSL 2000 VALU 46428763 3324 51705 SH SHARED 02 51705 D ISHARES TR RUSL 2000 GROW 46428764 3319 51210 SH SHARED 02 51210 D ISHARES TR RUSSELL 2000 46428765 51235 804324 SH SHARED 804324 D ISHARES TR RUSSELL 2000 46428765 15614 245122 SH SHARED 01 31606 213516 D ISHARES TR RUSSELL 2000 46428765 3015 47339 SH SHR/OTHR 01 47339 D ISHARES TR RUSSELL 2000 46428765 129212 2028456 SH SHARED 02 2028456 D ISHARES TR RUSSELL 2000 46428765 1762 27667 SH SHARED 10 2430 25237 D ISHARES TR RUSSELL 2000 46428765 24 380 SH SHR/OTHR 10 380 D ISHARES TR RUSL 3000 GROW 46428767 368 9470 SH SHARED 01 9470 D ISHARES TR DJ US TELECOMM 46428771 1 50 SH SHARED 02 50 D ISHARES TR DJ US TECH SEC 46428772 5 120 SH SHARED 120 D ISHARES TR DJ US TECH SEC 46428772 340 7450 SH SHARED 01 7450 D ISHARES TR DJ US TECH SEC 46428772 151 3300 SH SHARED 02 3300 D ISHARES TR DJ US REAL EST 46428773 152 2400 SH SHR/OTHR 01 2400 D ISHARES TR DJ US REAL EST 46428773 6 105 SH SHARED 02 105 D ISHARES TR DJ US REAL EST 46428773 1081 17000 SH SHARED 06 17000 D ISHARES TR DJ US REAL EST 46428773 219 3452 SH SHARED 10 3452 D ISHARES TR DJ US HEALTHCR 46428776 43 715 SH SHARED 01 715 D ISHARES TR DJ US FINL SEC 46428778 175 1854 SH SHARED 10 1854 D ISHARES TR S&P SMLCAP 600 46428780 82 1503 SH SHARED 02 1503 D ISHARES TR DJ US BAS MATL 46428783 111 2400 SH SHR/OTHR 01 2400 D ISHARES TR S&P EURO PLUS 46428786 220 2960 SH SHARED 10 2000 960 D ISIS PHARMACEUTICALS INC COM 46433010 221 56718 SH SHARED 56718 D ISIS PHARMACEUTICALS INC COM 46433010 8 2300 SH SHR/OTHR 01 2300 D ISIS PHARMACEUTICALS INC COM 46433010 104 26768 SH SHARED 17 26768 D ISIS PHARMACEUTICALS INC DEL NOTE 5.500% 5/0 464337AC 8484 10500000 PRN SHARED 10500000 D ISIS PHARMACEUTICALS INC DEL NOTE 5.500% 5/0 464337AC 8821 10918000 PRN SHARED 02 10918000 D ISLE OF CAPRI CASINOS INC COM 46459210 371 14167 SH SHARED 14167 D ISLE OF CAPRI CASINOS INC COM 46459210 55 2100 SH SHARED 01 2100 D ISLE OF CAPRI CASINOS INC COM 46459210 89 3400 SH SHARED 02 3400 D ISLE OF CAPRI CASINOS INC COM 46459210 175 6711 SH SHARED 17 6711 D ISOLAGEN INC COM 46488N10 64 15808 SH SHARED 15808 D ISOLAGEN INC COM 46488N10 10 2500 SH SHARED 02 2500 D ITRON INC COM 46574110 2813 62965 SH SHARED 24065 38900 D ITRON INC COM 46574110 22 500 SH SHR/OTHR 01 500 D ITRON INC COM 46574110 1134 25400 SH SHARED 10 25400 D ITRON INC COM 46574110 2519 56400 SH SHARED 17 9200 47200 D IVANHOE MINES LTD COM 46579N10 15163 1951499 SH SHARED 1944799 6700 D IVANHOE MINES LTD COM 46579N10 324 41700 SH SHARED 02 41700 D IVANHOE MINES LTD COM 46579N10 1048 135000 SH SHARED 04 135000 D IVAX CORP COM 46582310 639 29725 SH SHARED 27325 2400 D IVAX CORP COM 46582310 6821 317262 SH SHARED 01 317262 D IVAX CORP COM 46582310 26 1250 SH SHR/OTHR 01 1250 D IVAX CORP COM 46582310 3570 166076 SH SHARED 02 166076 D IVAX CORP COM 46582310 671 31250 SH SHARED 04 31250 D IVAX CORP COM 46582310 43 2000 SH SHARED 06 2000 D IVAX CORP COM 46582310 4597 213825 SH SHARED 10 194950 12975 5900 D IVAX CORP COM 46582310 1478 68750 SH SHARED 15 68750 D IVILLAGE INC COM 46588H10 327 54748 SH SHARED 46948 7800 D IVILLAGE INC COM 46588H10 175 29358 SH SHARED 02 29358 D IVILLAGE INC COM 46588H10 92 15400 SH SHARED 17 15400 D IXYS CORP COM 46600W10 1269 89550 SH SHARED 24550 65000 D IXYS CORP COM 46600W10 866 61100 SH SHARED 10 61100 D IXYS CORP COM 46600W10 161 11400 SH SHARED 17 11400 D J & J SNACK FOODS CORP COM 46603210 465 8900 SH SHARED 8900 D J & J SNACK FOODS CORP COM 46603210 602 11500 SH SHARED 10 11500 D J & J SNACK FOODS CORP COM 46603210 125 2400 SH SHARED 17 2400 D JDS UNIPHASE CORP NOTE 11/1 46612JAB 22243 29000000 PRN SHARED 29000000 D JDS UNIPHASE CORP COM 46612J10 16990 11177672 SH SHARED 11156322 21350 D JDS UNIPHASE CORP COM 46612J10 424 278960 SH SHARED 01 278960 D JDS UNIPHASE CORP COM 46612J10 2 1800 SH SHR/OTHR 01 1800 D JDS UNIPHASE CORP COM 46612J10 856 563515 SH SHARED 02 563515 D JDS UNIPHASE CORP COM 46612J10 4 3000 SH SHARED 04 3000 D JDS UNIPHASE CORP COM 46612J10 1 1300 SH SHARED 05 1300 D JDS UNIPHASE CORP COM 46612J10 15 10450 SH SHARED 06 10450 D JDS UNIPHASE CORP COM 46612J10 129 85060 SH SHARED 10 85060 D JDS UNIPHASE CORP COM 46612J10 28 18770 SH SHARED 14 18770 D JDS UNIPHASE CORP COM 46612J10 1102 725050 SH SHARED 17 725050 D JDA SOFTWARE GROUP INC COM 46612K10 37 3300 SH SHARED 3300 D JDA SOFTWARE GROUP INC COM 46612K10 830 72949 SH SHARED 72949 D JDA SOFTWARE GROUP INC COM 46612K10 307 27000 SH SHARED 05 27000 D JDA SOFTWARE GROUP INC COM 46612K10 1681 147782 SH SHARED 17 147782 D J JILL GROUP INC COM 46618910 275 20005 SH SHARED 20005 D J JILL GROUP INC COM 46618910 3850 280000 SH SHARED 04 280000 D J JILL GROUP INC COM 46618910 1540 112050 SH SHARED 17 9550 102500 D JLG INDS INC COM 46621010 247 9000 SH SHARED 9000 D JLG INDS INC COM 46621010 2206 80300 SH SHARED 52000 28300 D JLG INDS INC COM 46621010 79 2900 SH SHARED 02 2900 D JLG INDS INC COM 46621010 942 34300 SH SHARED 10 34300 D JLG INDS INC COM 46621010 3220 117200 SH SHARED 17 19400 97800 D JPMORGAN & CHASE & CO COM 46625H10 652860 18484152 SH SHARED 17828921 655231 D JPMORGAN & CHASE & CO COM 46625H10 257 7300 SH SHR/OTHR 7300 D JPMORGAN & CHASE & CO COM 46625H10 71896 2035565 SH SHARED 01 857212 1178353 D JPMORGAN & CHASE & CO COM 46625H10 41434 1173129 SH SHR/OTHR 01 1173129 D JPMORGAN & CHASE & CO COM 46625H10 54941 1555537 SH SHARED 02 1555537 D JPMORGAN & CHASE & CO COM 46625H10 20845 590201 SH SHARED 04 581820 8381 D JPMORGAN & CHASE & CO COM 46625H10 2897 82036 SH SHARED 05 38550 43486 D JPMORGAN & CHASE & CO COM 46625H10 6992 197973 SH SHARED 06 197973 D JPMORGAN & CHASE & CO COM 46625H10 219139 6204395 SH SHARED 10 3911171 967060 1326164 D JPMORGAN & CHASE & CO COM 46625H10 10046 284439 SH SHR/OTHR 10 284439 D JPMORGAN & CHASE & CO COM 46625H10 5605 158712 SH SHARED 14 158712 D JPMORGAN & CHASE & CO COM 46625H10 7005 198350 SH SHARED 15 198350 D JPMORGAN & CHASE & CO COM 46625H10 127985 3623595 SH SHARED 17 3479159 144436 D JPMORGAN & CHASE & CO COM 46625H10 4309 122000 SH SHARED 18 122000 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1010 29347 SH SHARED 23547 5800 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1622 47100 SH SHARED 01 45600 1500 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 27 800 SH SHR/OTHR 01 800 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 2197 63800 SH SHARED 04 63800 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 7070 205300 SH SHARED 10 199500 1900 3900 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 9322 270700 SH SHARED 17 269000 1700 D JABIL CIRCUIT INC COM 46631310 13339 434100 SH SHARED 429900 4200 D JABIL CIRCUIT INC COM 46631310 1274 41463 SH SHARED 01 41463 D JABIL CIRCUIT INC COM 46631310 48 1583 SH SHR/OTHR 01 1583 D JABIL CIRCUIT INC COM 46631310 3461 112657 SH SHARED 02 112657 D JABIL CIRCUIT INC COM 46631310 43 1400 SH SHARED 06 1400 D JABIL CIRCUIT INC COM 46631310 5475 178167 SH SHARED 10 82336 95831 D JABIL CIRCUIT INC COM 46631310 43 1400 SH SHARED 14 1400 D JABIL CIRCUIT INC COM 46631310 2466 80252 SH SHARED 17 80252 D JACK IN THE BOX INC COM 46636710 2186 57664 SH SHARED 56764 900 D JACK IN THE BOX INC COM 46636710 5153 135900 SH SHARED 10 700 135200 D JACK IN THE BOX INC COM 46636710 2574 67898 SH SHARED 17 24198 43700 D JACKSON HEWITT TAX SVCS INC COM 46820210 2653 112230 SH SHARED 112230 D JACKSON HEWITT TAX SVCS INC COM 46820210 18 800 SH SHARED 02 800 D JACKSON HEWITT TAX SVCS INC COM 46820210 368 15600 SH SHARED 17 15600 D JACOBS ENGR GROUP INC DEL COM 46981410 106 1900 SH SHARED 1900 D JACOBS ENGR GROUP INC DEL COM 46981410 3201 56900 SH SHARED 56900 D JACOBS ENGR GROUP INC DEL COM 46981410 1091 19400 SH SHARED 01 19400 D JACOBS ENGR GROUP INC DEL COM 46981410 1820 32364 SH SHARED 02 32364 D JACOBS ENGR GROUP INC DEL COM 46981410 84 1500 SH SHARED 17 1500 D JACUZZI BRANDS INC COM 46986510 2034 189615 SH SHR/OTHR 189615 D JACUZZI BRANDS INC COM 46986510 847 78964 SH SHARED 78964 D JACUZZI BRANDS INC COM 46986510 1 150 SH SHR/OTHR 01 150 D JACUZZI BRANDS INC COM 46986510 5 500 SH SHARED 02 500 D JACUZZI BRANDS INC COM 46986510 376 35100 SH SHARED 10 35100 D JACUZZI BRANDS INC COM 46986510 372 34714 SH SHARED 17 34714 D JAKKS PAC INC NOTE 4.625% 6/1 47012EAB 5785 5000000 PRN SHARED 5000000 D JAKKS PAC INC COM 47012E10 1469 76494 SH SHARED 26894 49600 D JAKKS PAC INC COM 47012E10 60 3125 SH SHR/OTHR 01 3125 D JAKKS PAC INC COM 47012E10 86 4500 SH SHARED 02 4500 D JAKKS PAC INC COM 47012E10 3148 163900 SH SHARED 10 163900 D JAKKS PAC INC COM 47012E10 1143 59500 SH SHARED 17 11600 47900 D JAMDAT MOBILE INC COM 47023T10 593 21447 SH SHARED 21447 D JAMDAT MOBILE INC COM 47023T10 113 4100 SH SHARED 17 4100 D JAMES RIVER COAL CO COM NEW 47035520 445 12843 SH SHARED 12843 D JAMES RIVER COAL CO COM NEW 47035520 207 6000 SH SHARED 17 6000 D JAMESON INNS INC COM 47045710 56 24294 SH SHARED 24294 D JANUS CAP GROUP INC COM 47102X10 13118 872255 SH SHARED 871855 400 D JANUS CAP GROUP INC COM 47102X10 685 45600 SH SHARED 01 2000 43600 D JANUS CAP GROUP INC COM 47102X10 89 5980 SH SHR/OTHR 01 5980 D JANUS CAP GROUP INC COM 47102X10 1598 106293 SH SHARED 02 106293 D JANUS CAP GROUP INC COM 47102X10 269 17900 SH SHARED 10 15200 2700 D JANUS CAP GROUP INC COM 47102X10 1424 94700 SH SHARED 14 94700 D JANUS CAP GROUP INC COM 47102X10 1431 95150 SH SHARED 17 95150 D JAPAN EQUITY FD INC COM 47105710 10 1713 SH SHARED 1713 D JAPAN SMALLER CAPTLZTN FD IN COM 47109U10 221 20500 SH SHARED 20500 D JARDEN CORP COM 47110910 1632 30281 SH SHARED 30281 D JARDEN CORP COM 47110910 3127 57995 SH SHARED 01 55695 2300 D JARDEN CORP COM 47110910 67 1255 SH SHR/OTHR 01 1255 D JARDEN CORP COM 47110910 17227 319500 SH SHARED 10 261200 58300 D JARDEN CORP COM 47110910 48455 898650 SH SHARED 17 762750 135900 D JEFFERIES GROUP INC NEW COM 47231910 87 2300 SH SHARED 2300 D JEFFERIES GROUP INC NEW COM 47231910 227 6000 SH SHARED 6000 D JEFFERIES GROUP INC NEW COM 47231910 700 18500 SH SHARED 01 18500 D JEFFERIES GROUP INC NEW COM 47231910 860 22722 SH SHARED 02 22722 D JEFFERIES GROUP INC NEW COM 47231910 4776 126070 SH SHARED 17 126070 D JEFFERSON PILOT CORP COM 47507010 24604 487991 SH SHARED 487891 100 D JEFFERSON PILOT CORP COM 47507010 2851 56558 SH SHARED 01 12571 43987 D JEFFERSON PILOT CORP COM 47507010 213 4230 SH SHR/OTHR 01 4230 D JEFFERSON PILOT CORP COM 47507010 2862 56777 SH SHARED 02 56777 D JEFFERSON PILOT CORP COM 47507010 78 1550 SH SHARED 06 1550 D JEFFERSON PILOT CORP COM 47507010 8372 166051 SH SHARED 10 33150 132901 D JEFFERSON PILOT CORP COM 47507010 1140 22625 SH SHR/OTHR 10 22625 D JEFFERSON PILOT CORP COM 47507010 141 2800 SH SHARED 14 2800 D JEFFERSON PILOT CORP COM 47507010 2919 57896 SH SHARED 17 57896 D JETBLUE AWYS CORP NOTE 3.500% 7/1 477143AB 3712 4190000 PRN SHARED 02 4190000 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 5165 5000000 PRN SHARED 5000000 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 5165 5000000 PRN SHARED 02 5000000 D JETBLUE AWYS CORP COM 47714310 8510 416364 SH SHARED 416364 D JETBLUE AWYS CORP COM 47714310 753 36850 SH SHARED 01 36850 D JETBLUE AWYS CORP COM 47714310 24 1175 SH SHR/OTHR 01 1175 D JETBLUE AWYS CORP COM 47714310 1317 64450 SH SHARED 02 64450 D JETBLUE AWYS CORP COM 47714310 4 200 SH SHARED 10 200 D JETBLUE AWYS CORP COM 47714310 28 1400 SH SHARED 17 1400 D JO-ANN STORES INC COM 47758P30 1004 38060 SH SHARED 30560 7500 D JO-ANN STORES INC COM 47758P30 203 7700 SH SHARED 10 7700 D JO-ANN STORES INC COM 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SH SHARED 4900 D LANDRYS RESTAURANTS INC COM 51508L10 1307 43463 SH SHARED 43463 D LANDRYS RESTAURANTS INC COM 51508L10 60 2000 SH SHARED 01 2000 D LANDRYS RESTAURANTS INC COM 51508L10 15 500 SH SHARED 10 500 D LANDRYS RESTAURANTS INC COM 51508L10 237 7900 SH SHARED 17 7900 D LANDSTAR SYS INC COM 51509810 599 19874 SH SHARED 19874 D LANDSTAR SYS INC COM 51509810 178 5900 SH SHARED 02 5900 D LANDSTAR SYS INC COM 51509810 622 20636 SH SHARED 10 2200 18436 D LANDSTAR SYS INC COM 51509810 141 4700 SH SHARED 17 4700 D LANNET INC COM 51601210 27 5200 SH SHARED 5200 D LANNET INC COM 51601210 3 744 SH SHARED 02 744 D LAS VEGAS SANDS CORP COM 51783410 378 10600 SH SHARED 10600 D LAS VEGAS SANDS CORP COM 51783410 2885 80700 SH SHARED 01 49825 30875 D LAS VEGAS SANDS CORP COM 51783410 139 3891 SH SHR/OTHR 01 3891 D LAS VEGAS SANDS CORP COM 51783410 82 2300 SH SHARED 02 2300 D LAS VEGAS SANDS CORP COM 51783410 22 640 SH SHARED 10 640 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 982 29931 SH 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LATTICE SEMICONDUCTOR CORP COM 51841510 587 132410 SH SHARED 02 132410 D LATTICE SEMICONDUCTOR CORP COM 51841510 5 1300 SH SHARED 10 1300 D LATTICE SEMICONDUCTOR CORP COM 51841510 196 44300 SH SHARED 17 44300 D LAUDER ESTEE COS INC CL A 51843910 4263 108965 SH SHARED 108265 700 D LAUDER ESTEE COS INC CL A 51843910 2532 64708 SH SHARED 01 25219 39489 D LAUDER ESTEE COS INC CL A 51843910 1301 33262 SH SHR/OTHR 01 33262 D LAUDER ESTEE COS INC CL A 51843910 589 15056 SH SHARED 02 15056 D LAUDER ESTEE COS INC CL A 51843910 3059 78200 SH SHARED 06 78200 D LAUDER ESTEE COS INC CL A 51843910 8540 218250 SH SHARED 10 19090 199160 D LAUDER ESTEE COS INC CL A 51843910 25 650 SH SHR/OTHR 10 650 D LAUDER ESTEE COS INC CL A 51843910 113 2900 SH SHARED 14 2900 D LAUDER ESTEE COS INC CL A 51843910 1369 35000 SH SHARED 15 35000 D LAUDER ESTEE COS INC CL A 51843910 78 2000 SH SHARED 17 2000 D LAUREATE EDUCATION INC COM 51861310 802 16773 SH SHARED 16773 D LAUREATE EDUCATION INC COM 51861310 1234 25800 SH SHARED 01 25800 D LAUREATE EDUCATION INC COM 51861310 1003 20968 SH SHARED 02 20968 D LAUREATE EDUCATION INC COM 51861310 23 500 SH SHARED 17 500 D LAWSON PRODS INC COM 52077610 185 4766 SH SHARED 4766 D LAWSON PRODS INC COM 52077610 42 1100 SH SHARED 17 1100 D LAWSON SOFTWARE INC COM 52078010 549 106730 SH SHARED 106730 D LAWSON SOFTWARE INC COM 52078010 114 22200 SH SHARED 17 22200 D LAYNE CHRISTENSEN CO COM 52105010 186 9399 SH SHARED 9399 D LAYNE CHRISTENSEN CO COM 52105010 53 2700 SH SHARED 17 2700 D LEADIS TECHNOLOGY INC COM 52171N10 144 18000 SH SHARED 18000 D LEADIS TECHNOLOGY INC COM 52171N10 79 9900 SH SHARED 17 9900 D LEAPFROG ENTERPRISES INC CL A 52186N10 537 47579 SH SHARED 47579 D LEAPFROG ENTERPRISES INC CL A 52186N10 42 3750 SH SHR/OTHR 01 3750 D LEAPFROG ENTERPRISES INC CL A 52186N10 0 10 SH SHARED 02 10 D LEAPFROG ENTERPRISES INC CL A 52186N10 148 13100 SH SHARED 17 13100 D LEAR CORP NOTE 2/2 521865AG 4198 9372000 PRN SHARED 02 9372000 D LEAR CORP COM 52186510 76 2100 SH SHARED 2100 D LEAR CORP COM 52186510 1553 42700 SH SHARED 42600 100 D LEAR CORP COM 52186510 1035 28477 SH SHARED 01 28477 D LEAR CORP COM 52186510 1435 39457 SH SHARED 02 39457 D LEAR CORP COM 52186510 21 600 SH SHARED 06 600 D LEAR CORP COM 52186510 1311 36050 SH SHARED 17 36050 D LEARNING TREE INTL INC COM 52201510 125 10517 SH SHARED 10517 D LEARNING TREE INTL INC COM 52201510 42 3583 SH SHARED 17 3583 D LECG CORP COM 52323410 399 18801 SH SHARED 18801 D LECG CORP COM 52323410 4766 224200 SH SHARED 10 224200 D LECG CORP COM 52323410 199 9400 SH SHARED 17 9400 D LECROY CORP COM 52324W10 2033 147899 SH SHR/OTHR 147899 D LECROY CORP COM 52324W10 1430 104012 SH SHARED 50112 53900 D LECROY CORP COM 52324W10 827 60200 SH SHARED 10 60200 D LECROY CORP COM 52324W10 88 6400 SH SHARED 17 6400 D LEE ENTERPRISES INC COM 52376810 204 5100 SH SHARED 5100 D LEE ENTERPRISES INC COM 52376810 669 16700 SH SHARED 01 16700 D LEE ENTERPRISES INC COM 52376810 48 1200 SH SHR/OTHR 01 1200 D LEE ENTERPRISES INC COM 52376810 801 19989 SH SHARED 02 19989 D LEGGETT & PLATT INC COM 52466010 19527 734686 SH SHARED 729086 5600 D LEGGETT & PLATT INC COM 52466010 864 32513 SH SHARED 01 32513 D LEGGETT & PLATT INC COM 52466010 1881 70803 SH SHARED 02 70803 D LEGGETT & PLATT INC COM 52466010 5 200 SH SHARED 05 200 D LEGGETT & PLATT INC COM 52466010 39 1500 SH SHARED 06 1500 D LEGGETT & PLATT INC COM 52466010 1238 46600 SH SHARED 10 46600 D LEGGETT & PLATT INC COM 52466010 2326 87530 SH SHARED 17 87530 D LEGG MASON INC COM 52490110 1348 12950 SH SHARED 12800 150 D LEGG MASON INC COM 52490110 4360 41886 SH SHARED 01 41886 D LEGG MASON INC COM 52490110 415 3992 SH SHR/OTHR 01 3992 D LEGG MASON INC COM 52490110 4831 46406 SH SHARED 02 46406 D LEGG MASON INC COM 52490110 10 100 SH SHARED 05 100 D LEGG MASON INC COM 52490110 98 950 SH SHARED 06 950 D LEGG MASON INC COM 52490110 37465 359865 SH SHARED 10 291315 68350 200 D LEGG MASON INC COM 52490110 20 200 SH SHR/OTHR 10 200 D LEGG MASON INC COM 52490110 74 720 SH SHARED 14 720 D LEGG MASON INC COM 52490110 24947 239625 SH SHARED 17 239625 D LEHMAN BROS HLDGS INC COM 52490810 1429 14400 SH SHARED 14400 D LEHMAN BROS HLDGS INC COM 52490810 113272 1140941 SH SHARED 860478 280463 D LEHMAN BROS HLDGS INC COM 52490810 9738 98088 SH SHARED 01 27340 70748 D LEHMAN BROS HLDGS INC COM 52490810 1075 10836 SH SHR/OTHR 01 10836 D LEHMAN BROS HLDGS INC COM 52490810 10703 107808 SH SHARED 02 107808 D LEHMAN BROS HLDGS INC COM 52490810 18217 183500 SH SHARED 03 183500 D LEHMAN BROS HLDGS INC COM 52490810 17217 173419 SH SHARED 04 173150 269 D LEHMAN BROS HLDGS INC COM 52490810 33079 333198 SH SHARED 05 212758 120440 D LEHMAN BROS HLDGS INC COM 52490810 419 4224 SH SHARED 06 4224 D LEHMAN BROS HLDGS INC COM 52490810 229968 2316366 SH SHARED 10 368106 1876850 71410 D LEHMAN BROS HLDGS INC COM 52490810 99 1000 SH SHR/OTHR 10 1000 D LEHMAN BROS HLDGS INC COM 52490810 322 3252 SH SHARED 14 3252 D LEHMAN BROS HLDGS INC COM 52490810 17221 173468 SH SHARED 17 160968 12500 D LENNAR CORP NOTE 4/0 526057AF 56574 63000000 PRN SHARED 63000000 D LENNAR CORP CL A 52605710 24295 382900 SH SHARED 382700 200 D LENNAR CORP CL A 52605710 3308 52136 SH SHARED 01 52136 D LENNAR CORP CL A 52605710 308 4862 SH SHR/OTHR 01 4862 D LENNAR CORP CL A 52605710 12715 200400 SH SHARED 02 200400 D LENNAR CORP CL A 52605710 95 1500 SH SHARED 06 1500 D LENNAR CORP CL A 52605710 494 7790 SH SHARED 14 7790 D LENNAR CORP CL A 52605710 910 14352 SH SHARED 17 14352 D LENNAR CORP CL B 52605730 4007 68140 SH SHARED 68140 D LENNAR CORP CL B 52605730 7 120 SH SHARED 01 120 D LENNOX INTL INC COM 52610710 2459 116171 SH SHARED 91871 24300 D LENNOX INTL INC COM 52610710 933 44100 SH SHARED 10 44100 D LENNOX INTL INC COM 52610710 434 20518 SH SHARED 17 20518 D LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX 253 250000 PRN SHR/OTHR 01 250000 D LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX 1487 1470000 PRN SHARED 02 1470000 D LEUCADIA NATL CORP COM 52728810 15560 402800 SH SHARED 402800 D LEUCADIA NATL CORP COM 52728810 2116 54800 SH SHARED 01 54800 D LEUCADIA NATL CORP COM 52728810 203 5271 SH SHR/OTHR 01 5271 D LEUCADIA NATL CORP COM 52728810 1508 39037 SH SHARED 02 39037 D LEUCADIA NATL CORP COM 52728810 336 8700 SH SHARED 10 8100 600 D LEUCADIA NATL CORP COM 52728810 5974 154650 SH SHARED 17 154650 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 9/1 52729NAG 2160 4000000 PRN SHARED 4000000 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS 520 1000000 PRN SHARED 1000000 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS 46 90000 PRN SHARED 02 90000 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 7329 3610625 SH SHARED 3610625 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 3670 1807929 SH SHARED 02 1807929 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 1178 580348 SH SHARED 10 557448 22900 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 542 267200 SH SHARED 17 267200 D LEVITT CORP CL A 52742P10 682 22810 SH SHARED 22810 D LEVITT CORP CL A 52742P10 5 195 SH SHR/OTHR 01 195 D LEVITT CORP CL A 52742P10 29 1000 SH SHARED 02 1000 D LEVITT CORP CL A 52742P10 12758 426425 SH SHARED 17 426425 D LEXAR MEDIA INC COM 52886P10 828 168755 SH SHARED 168755 D LEXAR MEDIA INC COM 52886P10 37 7700 SH SHARED 02 7700 D LEXAR MEDIA INC COM 52886P10 158 32300 SH SHARED 17 32300 D LEXICON GENETICS INC COM 52887210 313 63362 SH SHARED 63362 D LEXICON GENETICS INC COM 52887210 116 23622 SH SHARED 17 23622 D LEXINGTON CORP PPTYS TR COM 52904310 2514 103432 SH SHARED 71832 31600 D LEXINGTON CORP PPTYS TR COM 52904310 1708 70300 SH SHARED 10 900 69400 D LEXINGTON CORP PPTYS TR COM 52904310 88189 3627700 SH SHARED 11 3627700 D LEXINGTON CORP PPTYS TR COM 52904310 935 38500 SH SHARED 17 21000 17500 D LEXINGTON CORP PPTYS TR PFD CONV SER C 52904330 4454 87000 SH SHARED 87000 D LEXMARK INTL NEW CL A 52977110 18892 291412 SH SHARED 289112 2300 D LEXMARK INTL NEW CL A 52977110 1970 30395 SH SHARED 01 30395 D LEXMARK INTL NEW CL A 52977110 307 4740 SH SHR/OTHR 01 4740 D LEXMARK INTL NEW CL A 52977110 3551 54784 SH SHARED 02 54784 D LEXMARK INTL NEW CL A 52977110 2204 34000 SH SHARED 04 34000 D LEXMARK INTL NEW CL A 52977110 6 100 SH SHARED 05 100 D LEXMARK INTL NEW CL A 52977110 2113 32600 SH SHARED 06 32600 D LEXMARK INTL NEW CL A 52977110 30516 470708 SH SHARED 10 468593 2100 15 D LEXMARK INTL NEW CL A 52977110 10030 154715 SH SHARED 17 154715 D LIBBEY INC COM 52989810 213 13500 SH SHARED 13500 D LIBBEY INC COM 52989810 221 14000 SH SHARED 17 5400 8600 D LIBERTY CORP S C COM 53037010 1058 28765 SH SHARED 28765 D LIBERTY CORP S C COM 53037010 3 100 SH SHARED 01 100 D LIBERTY CORP S C COM 53037010 36 1000 SH SHR/OTHR 01 1000 D LIBERTY CORP S C COM 53037010 260 7075 SH SHARED 17 7075 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 1582 1500000 PRN SHARED 1500000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 270 256000 PRN SHARED 01 156000 100000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 83 79000 PRN SHR/OTHR 01 79000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 30649 29052000 PRN SHARED 02 29052000 D LIBERTY MEDIA CORP NEW COM SER A 53071810 19970 1959845 SH SHARED 1830045 129800 D LIBERTY MEDIA CORP NEW COM SER A 53071810 1392 136617 SH SHARED 01 2620 133997 D LIBERTY MEDIA CORP NEW COM SER A 53071810 593 58290 SH SHR/OTHR 01 58290 D LIBERTY MEDIA CORP NEW COM SER A 53071810 3199 314010 SH SHARED 02 314010 D LIBERTY MEDIA CORP NEW COM SER A 53071810 203 20000 SH SHARED 04 20000 D LIBERTY MEDIA CORP NEW COM SER A 53071810 20 1966 SH SHARED 05 1966 D LIBERTY MEDIA CORP NEW COM SER A 53071810 320 31490 SH SHARED 06 31490 D LIBERTY MEDIA CORP NEW COM SER A 53071810 10989 1078502 SH SHARED 10 16970 1061532 D LIBERTY MEDIA CORP NEW COM SER A 53071810 1532 150415 SH SHR/OTHR 10 150415 D LIBERTY MEDIA CORP NEW COM SER A 53071810 45 4489 SH SHARED 14 4489 D LIBERTY MEDIA CORP NEW COM SER A 53071810 7348 721156 SH SHARED 17 638956 82200 D LIBERTY MEDIA CORP NEW COM SER B 53071820 209 19800 SH SHARED 19800 D LIBERTY MEDIA INTL INC COM SER B 53071920 0 1153 SH SHARED 1153 D LIBERTY PPTY TR SH BEN INT 53117210 3627 81857 SH SHARED 79357 2500 D LIBERTY PPTY TR SH BEN INT 53117210 1440 32500 SH SHARED 01 32500 D LIBERTY PPTY TR SH BEN INT 53117210 2069 46703 SH SHARED 02 46703 D LIBERTY PPTY TR SH BEN INT 53117210 872 19700 SH SHARED 10 19700 D LIBERTY PPTY TR SH BEN INT 53117210 161239 3638907 SH SHARED 11 3638907 D LIBERTY PPTY TR SH BEN INT 53117210 1834 41400 SH SHARED 17 41400 D LIEBERT CORP SDCV 8.000%11/1 531735AA 835 180000 PRN SHARED 01 180000 D LIFETIME HOAN CORP COM 53192610 136 6967 SH SHARED 6967 D LIFETIME HOAN CORP COM 53192610 39 2000 SH SHARED 17 2000 D LIFECELL CORP COM 53192710 463 29300 SH SHARED 29300 D LIFECELL CORP COM 53192710 6409 405424 SH SHARED 17 405424 D LIFE PARTNERS HOLDINGS INC COM 53215T10 0 13 SH SHR/OTHR 01 13 D LIFE TIME FITNESS INC COM 53217R20 760 23170 SH SHARED 23170 D LIFE TIME FITNESS INC COM 53217R20 301 9200 SH SHARED 17 9200 D LIFECORE BIOMEDICAL INC COM 53218710 17 1600 SH SHR/OTHR 01 1600 D LIFECORE BIOMEDICAL INC COM 53218710 43 4000 SH SHARED 02 4000 D LIFEPOINT HOSPITALS INC COM 53219L10 5252 103914 SH SHARED 103914 D LIFEPOINT HOSPITALS INC COM 53219L10 921 18239 SH SHARED 01 18239 D LIFEPOINT HOSPITALS INC COM 53219L10 1137 22500 SH SHARED 02 22500 D LIFEPOINT HOSPITALS INC COM 53219L10 7769 153707 SH SHARED 17 153707 D LIFELINE SYS INC COM 53219210 903 28135 SH SHARED 12035 16100 D LIFELINE SYS INC COM 53219210 14 450 SH SHARED 01 450 D LIFELINE SYS INC COM 53219210 215 6700 SH SHARED 10 6700 D LIFELINE SYS INC COM 53219210 709 22100 SH SHARED 17 3900 18200 D LIGAND PHARMACEUTICALS INC NOTE 6.000%11/1 53220KAB 3863 3271000 PRN SHARED 3271000 D LIGAND PHARMACEUTICALS INC NOTE 6.000%11/1 53220KAB 708 600000 PRN SHARED 02 600000 D LIGAND PHARMACEUTICALS INC CL B 53220K20 521 75094 SH SHARED 75094 D LIGAND PHARMACEUTICALS INC CL B 53220K20 15 2300 SH SHARED 01 2300 D LIGAND PHARMACEUTICALS INC CL B 53220K20 232 33400 SH SHARED 17 33400 D LILLY ELI & CO COM 53245710 324587 5826371 SH SHARED 5784621 41750 D LILLY ELI & CO COM 53245710 25033 449349 SH SHARED 01 82124 367225 D LILLY ELI & CO COM 53245710 4019 72145 SH SHR/OTHR 01 72145 D LILLY ELI & CO COM 53245710 23924 429449 SH SHARED 02 429449 D LILLY ELI & CO COM 53245710 28473 511100 SH SHARED 04 511100 D LILLY ELI & CO COM 53245710 640 11500 SH SHARED 05 11500 D LILLY ELI & CO COM 53245710 5966 107108 SH SHARED 06 107108 D LILLY ELI & CO COM 53245710 51616 926523 SH SHARED 10 224750 434750 267023 D LILLY ELI & CO COM 53245710 1693 30395 SH SHR/OTHR 10 30395 D LILLY ELI & CO COM 53245710 6405 114972 SH SHARED 14 114972 D LILLY ELI & CO COM 53245710 4456 80000 SH SHARED 16 80000 D LILLY ELI & CO COM 53245710 33765 606098 SH SHARED 17 606098 D LILLY ELI & CO COM 53245710 5571 100000 SH SHARED 18 100000 D LIMITED BRANDS INC COM 53271610 48194 2249977 SH SHARED 2249177 800 D LIMITED BRANDS INC COM 53271610 2168 101245 SH SHARED 01 2475 98770 D LIMITED BRANDS INC COM 53271610 252 11768 SH SHR/OTHR 01 11768 D LIMITED BRANDS INC COM 53271610 3888 181558 SH SHARED 02 181558 D LIMITED BRANDS INC COM 53271610 8 400 SH SHARED 05 400 D LIMITED BRANDS INC COM 53271610 119 5600 SH SHARED 06 5600 D LIMITED BRANDS INC COM 53271610 2280 106487 SH SHARED 10 52770 53717 D LIMITED BRANDS INC COM 53271610 10 500 SH SHR/OTHR 10 500 D LIMITED BRANDS INC COM 53271610 77 3600 SH SHARED 14 3600 D LIMITED BRANDS INC COM 53271610 4060 189581 SH SHARED 17 189581 D LIN TV CORP CL A 53277410 1747 125832 SH SHARED 125832 D LIN TV CORP CL A 53277410 69 5000 SH SHR/OTHR 01 5000 D LIN TV CORP CL A 53277410 45 3300 SH SHARED 02 3300 D LIN TV CORP CL A 53277410 183 13200 SH SHARED 17 13200 D LIN TELEVISION CORP SDEB 2.500% 5/1 532776AL 1734 2000000 PRN SHARED 02 2000000 D LINCARE HLDGS INC COM 53279110 14626 357608 SH SHARED 354708 2900 D LINCARE HLDGS INC COM 53279110 1491 36466 SH SHARED 01 36466 D LINCARE HLDGS INC COM 53279110 2575 62970 SH SHARED 02 62970 D LINCARE HLDGS INC COM 53279110 93 2279 SH SHARED 06 2279 D LINCARE HLDGS INC COM 53279110 57 1395 SH SHARED 14 1395 D LINCARE HLDGS INC COM 53279110 335 8200 SH SHARED 17 8200 D LINCOLN ELEC HLDGS INC COM 53390010 1603 48373 SH SHARED 48373 D LINCOLN ELEC HLDGS INC COM 53390010 2 78 SH SHR/OTHR 01 78 D LINCOLN ELEC HLDGS INC COM 53390010 49 1500 SH SHARED 02 1500 D LINCOLN ELEC HLDGS INC COM 53390010 496 14974 SH SHARED 17 14974 D LINCOLN NATL CORP IND COM 53418710 394 8400 SH SHARED 8400 D LINCOLN NATL CORP IND COM 53418710 84835 1808088 SH SHARED 1798388 9700 D LINCOLN NATL CORP IND COM 53418710 51 1100 SH SHR/OTHR 1100 D LINCOLN NATL CORP IND COM 53418710 7272 154993 SH SHARED 01 107670 47323 D LINCOLN NATL CORP IND COM 53418710 653 13936 SH SHR/OTHR 01 13936 D LINCOLN NATL CORP IND COM 53418710 13663 291206 SH SHARED 02 291206 D LINCOLN NATL CORP IND COM 53418710 1407 30000 SH SHARED 04 30000 D LINCOLN NATL CORP IND COM 53418710 9 200 SH SHARED 05 200 D LINCOLN NATL CORP IND COM 53418710 253 5410 SH 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2053 55970 SH SHARED 06 55970 D LINEAR TECHNOLOGY CORP COM 53567810 85343 2326061 SH SHARED 10 506036 1134770 685255 D LINEAR TECHNOLOGY CORP COM 53567810 464 12650 SH SHR/OTHR 10 12650 D LINEAR TECHNOLOGY CORP COM 53567810 62 1697 SH SHARED 14 1697 D LINEAR TECHNOLOGY CORP COM 53567810 29902 814995 SH SHARED 17 814995 D LINENS N THINGS INC COM 53567910 4276 180730 SH SHARED 180730 D LINENS N THINGS INC COM 53567910 527 22300 SH SHARED 17 22300 D LIONS GATE ENTMNT CORP COM NEW 53591920 274 26800 SH SHARED 26800 D LIONS GATE ENTMNT CORP COM NEW 53591920 1903 185540 SH SHARED 01 184290 1250 D LIONS GATE ENTMNT CORP COM NEW 53591920 30 2950 SH SHR/OTHR 01 2950 D LIONS GATE ENTMNT CORP COM NEW 53591920 8331 812000 SH SHARED 10 804200 7800 D LIONS GATE ENTMNT CORP COM NEW 53591920 10658 1038800 SH SHARED 17 1038800 D LINKTONE LTD ADR 53592510 837 105596 SH SHARED 105596 D LIONBRIDGE TECHNOLOGIES INC COM 53625210 520 76785 SH SHARED 76785 D LIONBRIDGE TECHNOLOGIES INC COM 53625210 2 300 SH SHARED 02 300 D LIONBRIDGE TECHNOLOGIES INC COM 53625210 147 21800 SH SHARED 17 21800 D LIPID SCIENCES INC ARIZ COM 53630P10 2 577 SH SHARED 10 577 D LITHIA MTRS INC NOTE 2.875% 5/0 536797AB 3879 4050000 PRN SHARED 4050000 D LITHIA MTRS INC CL A 53679710 1503 52102 SH SHARED 52102 D LITHIA MTRS INC CL A 53679710 187 6500 SH SHARED 17 6500 D LITTELFUSE INC COM 53700810 618 22200 SH SHARED 22200 D LITTELFUSE INC COM 53700810 1712 61486 SH SHARED 17 10186 51300 D LIVEPERSON INC COM 53814610 296 96747 SH SHARED 01 96747 D LIZ CLAIBORNE INC COM 53932010 18416 463200 SH SHARED 463000 200 D LIZ CLAIBORNE INC COM 53932010 1023 25736 SH SHARED 01 25736 D LIZ CLAIBORNE INC COM 53932010 472 11883 SH SHR/OTHR 01 11883 D LIZ CLAIBORNE INC COM 53932010 1783 44866 SH SHARED 02 44866 D LIZ CLAIBORNE INC COM 53932010 35 900 SH SHARED 06 900 D LIZ CLAIBORNE INC COM 53932010 1906 47950 SH SHARED 10 47950 D LIZ CLAIBORNE INC COM 53932010 163 4100 SH SHARED 14 4100 D LIZ CLAIBORNE INC COM 53932010 2633 66230 SH SHARED 17 66230 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 4494 132000 SH SHARED 132000 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 416 12229 SH SHR/OTHR 01 12229 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 95 2802 SH SHARED 02 2802 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 10 298 SH SHARED 10 298 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 2649 77800 SH SHARED 17 77800 D LO-JACK CORP COM 53945110 294 16755 SH SHARED 16755 D LO-JACK CORP COM 53945110 145 8300 SH SHARED 17 8300 D LOCKHEED MARTIN CORP COM 53983010 114447 1764260 SH SHARED 1485160 279100 D LOCKHEED MARTIN CORP COM 53983010 6572 101321 SH SHARED 01 2036 99285 D LOCKHEED MARTIN CORP COM 53983010 861 13278 SH SHR/OTHR 01 13278 D LOCKHEED MARTIN CORP COM 53983010 11991 184859 SH SHARED 02 181979 2880 D LOCKHEED MARTIN CORP COM 53983010 4373 67420 SH SHARED 04 67420 D LOCKHEED MARTIN CORP COM 53983010 6015 92730 SH SHARED 05 74700 18030 D LOCKHEED MARTIN CORP COM 53983010 1190 18353 SH SHARED 06 18353 D LOCKHEED MARTIN CORP COM 53983010 99653 1536200 SH SHARED 10 26110 1233400 276690 D LOCKHEED MARTIN CORP COM 53983010 893 13771 SH SHARED 14 13771 D LOCKHEED MARTIN CORP COM 53983010 1297 20000 SH SHARED 15 20000 D LOCKHEED MARTIN CORP COM 53983010 12341 190249 SH SHARED 17 190249 D LODGIAN INC COM PAR $.01 54021P40 401 39100 SH SHARED 39100 D LODGIAN INC COM PAR $.01 54021P40 78 7640 SH SHARED 17 7640 D LODGENET ENTMT CORP COM 54021110 263 15909 SH SHARED 15909 D LODGENET ENTMT CORP COM 54021110 92 5554 SH SHARED 17 5554 D LOEWS CORP COM 54042410 565 7300 SH SHARED 7300 D LOEWS CORP COM 54042410 52375 675810 SH SHARED 675810 D LOEWS CORP COM 54042410 2433 31400 SH SHARED 01 31400 D LOEWS CORP COM 54042410 396 5120 SH SHR/OTHR 01 5120 D LOEWS CORP COM 54042410 5461 70473 SH SHARED 02 70473 D LOEWS CORP COM 54042410 32 418 SH SHARED 06 418 D LOEWS CORP COM 54042410 837 10810 SH SHARED 10 10810 D LOEWS CORP COM 54042410 13690 176652 SH SHARED 17 161952 14700 D LOEWS CORP CAROLNA GP STK 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1490 SH SHARED 05 1490 D LOUISIANA PAC CORP COM 54634710 135 5531 SH SHARED 06 5531 D LOUISIANA PAC CORP COM 54634710 28 1170 SH SHARED 10 1170 D LOUISIANA PAC CORP COM 54634710 203 8292 SH SHARED 14 8292 D LOUISIANA PAC CORP COM 54634710 1242 50564 SH SHARED 17 50564 D LOWES COS INC NOTE 2/1 548661CF 227 238000 PRN SHARED 02 238000 D LOWES COS INC NOTE 0.861%10/1 548661CG 3774 3657000 PRN SHARED 3657000 D LOWES COS INC NOTE 0.861%10/1 548661CG 48 47000 PRN SHR/OTHR 01 47000 D LOWES COS INC COM 54866110 151216 2597321 SH SHARED 2281881 315440 D LOWES COS INC COM 54866110 209 3600 SH SHR/OTHR 3600 D LOWES COS INC COM 54866110 22006 377993 SH SHARED 01 168577 209416 D LOWES COS INC COM 54866110 1111 19092 SH SHR/OTHR 01 19092 D LOWES COS INC COM 54866110 19101 328098 SH SHARED 02 328098 D LOWES COS INC COM 54866110 29 500 SH SHARED 05 500 D LOWES COS INC COM 54866110 3991 68560 SH SHARED 06 68560 D LOWES COS INC COM 54866110 168884 2900797 SH SHARED 10 1960373 496000 444424 D LOWES COS INC COM 54866110 32 550 SH SHR/OTHR 10 550 D LOWES COS INC COM 54866110 1714 29450 SH SHARED 14 29450 D LOWES COS INC COM 54866110 3085 53000 SH SHARED 15 53000 D LOWES COS INC COM 54866110 18783 322637 SH SHARED 17 322637 D LUBRIZOL CORP COM 54927110 15417 366999 SH SHARED 366999 D LUBRIZOL CORP COM 54927110 957 22800 SH SHARED 01 22800 D LUBRIZOL CORP COM 54927110 1215 28941 SH SHARED 02 28941 D LUBRIZOL CORP COM 54927110 96 2300 SH SHARED 17 2300 D LUBYS INC COM 54928210 268 22441 SH SHARED 22441 D LUBYS INC COM 54928210 137 11500 SH SHARED 17 11500 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG 1774 1640000 PRN SHARED 1640000 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH 267879238965000 PRN SHARED 238965000 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH 4200 3747000 PRN SHARED 02 3747000 D LUCENT TECHNOLOGIES INC SDCV 8.000% 8/0 549463AK 10218 9950000 PRN SHARED 9950000 D LUCENT TECHNOLOGIES INC SDCV 8.000% 8/0 549463AK 11125 10833000 PRN SHARED 02 10833000 D LUCENT TECHNOLOGIES INC COM 54946310 70991 24395589 SH SHARED 24273209 122380 D LUCENT TECHNOLOGIES INC COM 54946310 2696 926534 SH SHARED 01 1500 925034 D LUCENT TECHNOLOGIES INC COM 54946310 61 21170 SH SHR/OTHR 01 21170 D LUCENT TECHNOLOGIES INC COM 54946310 10515 3613617 SH SHARED 02 3613617 D LUCENT TECHNOLOGIES INC COM 54946310 291 100000 SH SHARED 04 100000 D LUCENT TECHNOLOGIES INC COM 54946310 7 2530 SH SHARED 05 2530 D LUCENT TECHNOLOGIES INC COM 54946310 3272 1124650 SH SHARED 06 1124650 D LUCENT TECHNOLOGIES INC COM 54946310 642 220884 SH SHARED 10 207048 13836 D LUCENT TECHNOLOGIES INC COM 54946310 5 1900 SH SHR/OTHR 10 1900 D LUCENT TECHNOLOGIES INC COM 54946310 83 28600 SH SHARED 14 28600 D LUCENT TECHNOLOGIES INC COM 54946310 5449 1872580 SH SHARED 17 1872580 D LUFKIN INDS INC COM 54976410 522 14532 SH SHARED 14532 D LUFKIN INDS INC COM 54976410 115 3220 SH SHARED 10 3220 D LUFKIN INDS INC COM 54976410 230 6400 SH SHARED 17 6400 D LUMINEX CORP DEL COM 55027E10 255 25961 SH 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WORLDWIDE CORP COM 55254110 140 10501 SH SHARED 10501 D M & F WORLDWIDE CORP COM 55254110 69 5200 SH SHARED 17 5200 D M & T BK CORP COM 55261F10 30211 287293 SH SHARED 287293 D M & T BK CORP COM 55261F10 2387 22700 SH SHARED 01 22700 D M & T BK CORP COM 55261F10 81 775 SH SHR/OTHR 01 775 D M & T BK CORP COM 55261F10 3530 33574 SH SHARED 02 33574 D M & T BK CORP COM 55261F10 10 100 SH SHARED 05 100 D M & T BK CORP COM 55261F10 94 900 SH SHARED 06 900 D M & T BK CORP COM 55261F10 147 1400 SH SHARED 10 1400 D M & T BK CORP COM 55261F10 25 240 SH SHR/OTHR 10 240 D M & T BK CORP COM 55261F10 4916 46750 SH SHARED 17 46750 D MAF BANCORP INC COM 55261R10 1344 31545 SH SHARED 31545 D MAF BANCORP INC COM 55261R10 4 100 SH SHARED 01 100 D MAF BANCORP INC COM 55261R10 34 800 SH SHARED 02 800 D MAF BANCORP INC COM 55261R10 3310 77660 SH SHARED 10 1560 76100 D MAF BANCORP INC COM 55261R10 552 12960 SH SHARED 17 12960 D MBIA INC COM 55262C10 44779 755002 SH SHARED 748302 6700 D MBIA INC COM 55262C10 1948 32845 SH SHARED 01 4182 28663 D MBIA INC COM 55262C10 1346 22695 SH SHR/OTHR 01 22695 D MBIA INC COM 55262C10 10294 173563 SH SHARED 02 173563 D MBIA INC COM 55262C10 8 150 SH SHARED 05 150 D MBIA INC COM 55262C10 112 1900 SH SHARED 06 1900 D MBIA INC COM 55262C10 31304 527807 SH SHARED 10 69005 458802 D MBIA INC COM 55262C10 5722 96482 SH SHR/OTHR 10 96482 D MBIA INC COM 55262C10 557 9400 SH SHARED 14 9400 D MBIA INC COM 55262C10 6888 116145 SH SHARED 17 116145 D MBNA CORP COM 55262L10 180656 6905812 SH SHARED 6890612 15200 D MBNA CORP COM 55262L10 7471 285599 SH SHARED 01 285599 D MBNA CORP COM 55262L10 228 8730 SH SHR/OTHR 01 8730 D MBNA CORP COM 55262L10 16606 634786 SH SHARED 02 634786 D MBNA CORP COM 55262L10 23 900 SH SHARED 05 900 D MBNA CORP COM 55262L10 3435 131322 SH SHARED 06 131322 D MBNA CORP COM 55262L10 9215 352263 SH SHARED 10 333322 18941 D MBNA CORP COM 55262L10 1094 41830 SH SHARED 14 41830 D MBNA CORP COM 55262L10 2118 81000 SH SHARED 15 81000 D MBNA CORP COM 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207 6591 SH SHARED 17 6591 D M/I HOMES INC COM 55305B10 7420 137167 SH SHARED 137167 D M/I HOMES INC COM 55305B10 110 2044 SH SHR/OTHR 01 2044 D M/I HOMES INC COM 55305B10 221 4100 SH SHARED 02 4100 D M/I HOMES INC COM 55305B10 265 4900 SH SHARED 17 4900 D MKS INSTRUMENT INC COM 55306N10 744 44065 SH SHARED 44065 D MKS INSTRUMENT INC COM 55306N10 265 15700 SH SHARED 01 15700 D MKS INSTRUMENT INC COM 55306N10 4918 291200 SH SHARED 17 291200 D MIVA INC COM 55311R10 131 28387 SH SHARED 28387 D MIVA INC COM 55311R10 14 3162 SH SHARED 02 3162 D MPS GROUP INC COM 55340910 3101 329292 SH SHARED 329292 D MPS GROUP INC COM 55340910 321 34100 SH SHARED 01 34100 D MPS GROUP INC COM 55340910 317 33729 SH SHARED 02 33729 D MPS GROUP INC COM 55340910 197 21000 SH SHARED 06 21000 D MPS GROUP INC COM 55340910 55 5930 SH SHARED 10 5930 D MPS GROUP INC COM 55340910 400 42472 SH SHARED 17 42472 D MRO SOFTWARE INC COM 55347W10 289 19833 SH SHARED 19833 D MRO SOFTWARE INC COM 55347W10 75 5200 SH SHARED 10 5200 D MRO SOFTWARE INC COM 55347W10 108 7420 SH SHARED 17 7420 D MRV COMMUNICATIONS INC COM 55347710 297 136987 SH SHARED 136987 D MRV COMMUNICATIONS INC COM 55347710 1 500 SH SHARED 02 500 D MRV COMMUNICATIONS INC COM 55347710 18 8400 SH SHARED 10 8400 D MRV COMMUNICATIONS INC COM 55347710 105 48434 SH SHARED 17 48434 D MSC INDL DIRECT INC CL A 55353010 20 600 SH SHARED 600 D MSC INDL DIRECT INC CL A 55353010 10 320 SH SHR/OTHR 01 320 D MSC INDL DIRECT INC CL A 55353010 155 4614 SH SHARED 02 4614 D MSC INDL DIRECT INC CL A 55353010 283 8400 SH SHARED 17 8400 D MTR GAMING GROUP INC COM 55376910 1319 113330 SH SHARED 106530 6800 D MTR GAMING GROUP INC COM 55376910 521 44800 SH SHARED 10 44800 D MTR GAMING GROUP INC COM 55376910 136 11700 SH SHARED 17 11700 D MTC TECHNOLOGIES INC COM 55377A10 356 9675 SH SHARED 9675 D MTC TECHNOLOGIES INC COM 55377A10 265 7200 SH SHARED 05 7200 D MTC TECHNOLOGIES INC COM 55377A10 1473 40000 SH SHARED 17 40000 D MTS SYS CORP COM 55377710 987 29405 SH 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SH SHARED 02 24932 D MACK CALI RLTY CORP COM 55448910 277951 6135796 SH SHARED 11 6135796 D MACROVISION CORP COM 55590410 1331 59066 SH SHARED 59066 D MACROVISION CORP COM 55590410 577 25600 SH SHARED 01 25600 D MACROVISION CORP COM 55590410 383 17030 SH SHARED 02 17030 D MACROVISION CORP COM 55590410 18 800 SH SHARED 10 800 D MACROVISION CORP COM 55590410 516 22900 SH SHARED 17 22900 D MACQUARIE INFRASTRUCTURE CO SH BEN INT 55607X10 20030 705780 SH SHARED 705780 D MACROMEDIA INC COM 55610010 7483 195800 SH SHARED 195800 D MACROMEDIA INC COM 55610010 1051 27500 SH SHARED 01 27500 D MACROMEDIA INC COM 55610010 1342 35122 SH SHARED 02 35122 D MACROMEDIA INC COM 55610010 3286 86000 SH SHARED 04 86000 D MACRONIX INTL LTD SPONSORED ADR 55610310 46 25860 SH SHARED 25860 D MADDEN STEVEN LTD COM 55626910 225 12703 SH SHARED 12703 D MADDEN STEVEN LTD COM 55626910 43 2470 SH SHARED 10 2470 D MADDEN STEVEN LTD COM 55626910 79 4500 SH SHARED 17 4500 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 2482 70318 SH SHR/OTHR 70318 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 933 26431 SH SHARED 26431 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 158 4500 SH SHARED 01 4500 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 21 600 SH SHR/OTHR 01 600 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 52 1500 SH SHARED 02 1500 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 52 1500 SH SHARED 10 1500 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 801 22700 SH SHARED 17 18800 3900 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 26168 798300 SH SHARED 798300 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 91 2800 SH SHARED 01 2800 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 118 3600 SH SHARED 10 3600 D MAGMA DESIGN AUTOMATION COM 55918110 1063 127182 SH SHARED 127182 D MAGMA DESIGN AUTOMATION COM 55918110 391 46811 SH SHARED 02 46811 D MAGMA DESIGN AUTOMATION COM 55918110 681 81500 SH SHARED 10 81500 D MAGMA DESIGN AUTOMATION COM 55918110 133 16000 SH SHARED 17 16000 D MAGNA ENTMT CORP CL A 55921110 1492 264613 SH SHARED 264613 D MAGNA ENTMT CORP CL A 55921110 107 19000 SH SHARED 17 19000 D MAGNA INTL INC CL A 55922240 14168 201435 SH SHARED 201235 200 D MAGNA INTL INC CL A 55922240 61 880 SH SHARED 01 880 D MAGNA INTL INC CL A 55922240 65 930 SH SHR/OTHR 01 930 D MAGNA INTL INC CL A 55922240 2543 36157 SH SHARED 02 36157 D MAGNA INTL INC CL A 55922240 7 101 SH SHARED 05 101 D MAGNA INTL INC CL A 55922240 17 250 SH SHARED 06 250 D MAGNA INTL INC CL A 55922240 211 3010 SH SHARED 14 3010 D MAGNETEK INC COM 55942410 86 33800 SH SHARED 33800 D MAGNETEK INC COM 55942410 7 3100 SH SHARED 02 3100 D MAGUIRE PPTYS INC COM 55977510 1231 43466 SH SHARED 34166 9300 D MAGUIRE PPTYS INC COM 55977510 138 4900 SH SHARED 01 4900 D MAGUIRE PPTYS INC COM 55977510 17 600 SH SHARED 02 600 D MAGUIRE PPTYS INC COM 55977510 1329 46900 SH SHARED 10 46900 D MAGUIRE PPTYS INC COM 55977510 70 2500 SH SHARED 11 2500 D MAGUIRE PPTYS INC COM 55977510 853 30100 SH SHARED 17 16100 14000 D MAGYAR TELEKOM LTD SPONSORED ADR 55977610 16720 781315 SH SHARED 781315 D MAGYAR TELEKOM LTD SPONSORED ADR 55977610 10872 508050 SH SHARED 04 508050 D MAGYAR TELEKOM LTD SPONSORED ADR 55977610 573 26800 SH SHARED 05 25000 1800 D MAGYAR TELEKOM LTD SPONSORED ADR 55977610 2709 126600 SH SHARED 06 126600 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 266 42100 SH SHARED 42100 D MAIN STR BKS INC NEW COM 56034R10 397 15600 SH SHARED 15600 D MAIN STR BKS INC NEW COM 56034R10 30 1200 SH SHARED 02 1200 D MAIN STR BKS INC NEW COM 56034R10 180 7100 SH SHARED 17 7100 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 224 12433 SH SHARED 12433 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 41 2275 SH SHARED 17 2275 D MAIR HOLDINGS INC COM 56063510 105 11973 SH SHARED 11973 D MAJESCO ENTERTAINMENT CO COM NEW 56069020 104 15953 SH SHARED 15953 D MAJESCO ENTERTAINMENT CO COM NEW 56069020 180 27600 SH SHARED 05 27600 D MAJESCO ENTERTAINMENT CO COM NEW 56069020 953 145800 SH SHARED 17 145800 D MALAYSIA FD INC COM 56090510 77 13701 SH SHARED 801 12900 D MANAGED MUNS PORTFOLIO INC COM 56166210 55 5128 SH SHARED 10 5128 D MANHATTAN ASSOCS INC COM 56275010 571 29762 SH SHARED 29762 D MANHATTAN ASSOCS INC COM 56275010 105 5500 SH SHARED 01 5500 D MANHATTAN ASSOCS INC COM 56275010 58 3057 SH SHR/OTHR 01 3057 D MANHATTAN ASSOCS INC COM 56275010 5 300 SH SHARED 02 300 D MANHATTAN ASSOCS INC COM 56275010 1678 87400 SH SHARED 14 87400 D MANHATTAN ASSOCS INC COM 56275010 220 11500 SH SHARED 17 11500 D MANITOWOC INC COM 56357110 2096 51100 SH SHARED 31600 19500 D MANITOWOC INC COM 56357110 49 1200 SH SHARED 02 1200 D MANITOWOC INC COM 56357110 1483 36177 SH SHARED 17 14877 21300 D MANNATECH INC COM 56377110 296 15603 SH SHARED 15603 D MANNATECH INC COM 56377110 57 3000 SH SHARED 02 3000 D MANNATECH INC COM 56377110 507 26700 SH SHARED 10 26700 D MANNATECH INC COM 56377110 135 7100 SH SHARED 17 7100 D MANNING GREG AUCTIONS INC COM 56382310 74 6235 SH SHARED 6235 D MANNING GREG AUCTIONS INC COM 56382310 38 3200 SH SHARED 17 3200 D MANNKIND CORP COM 56400P20 163 16310 SH SHARED 16310 D MANNKIND CORP COM 56400P20 228 22767 SH SHARED 01 22767 D MANNKIND CORP COM 56400P20 42 4200 SH SHARED 17 4200 D MANOR CARE INC NEW COM 56405510 254 6400 SH SHARED 6400 D MANOR CARE INC NEW COM 56405510 9872 248495 SH SHARED 248495 D MANOR CARE INC NEW COM 56405510 639 16101 SH SHARED 01 16101 D MANOR CARE INC NEW COM 56405510 1607 40455 SH SHARED 02 40455 D MANOR CARE INC NEW COM 56405510 2491 62700 SH SHARED 10 58400 4300 D MANOR CARE INC NEW COM 56405510 9473 238447 SH SHARED 17 238447 D MANPOWER INC COM 56418H10 3103 78020 SH SHARED 78020 D MANPOWER INC COM 56418H10 1335 33577 SH SHARED 01 33577 D MANPOWER INC COM 56418H10 1622 40794 SH SHARED 02 40794 D MANPOWER INC COM 56418H10 2185 54950 SH SHARED 06 54950 D MANPOWER INC COM 56418H10 59 1500 SH SHARED 10 1500 D MANPOWER INC COM 56418H10 3112 78245 SH SHARED 14 78245 D MANPOWER INC COM 56418H10 147 3700 SH SHARED 17 3700 D MANTECH INTL CORP CL A 56456310 515 16596 SH SHARED 16596 D MANTECH INTL CORP CL A 56456310 21 700 SH SHR/OTHR 01 700 D MANTECH INTL CORP CL A 56456310 49 1600 SH SHARED 02 1600 D MANTECH INTL CORP CL A 56456310 325 10500 SH SHARED 17 10500 D MANULIFE FINL CORP COM 56501R10 20928 437745 SH SHARED 410245 27500 D MANULIFE FINL CORP COM 56501R10 900 18825 SH SHARED 01 11710 7115 D MANULIFE FINL CORP COM 56501R10 67441 1410615 SH SHARED 02 1410615 D MANULIFE FINL CORP COM 56501R10 2612 54637 SH SHARED 05 47337 7300 D MANULIFE FINL CORP COM 56501R10 184 3866 SH SHARED 06 3866 D MANULIFE FINL CORP COM 56501R10 152 3194 SH SHARED 10 1777 1417 D MANULIFE FINL CORP COM 56501R10 16 341 SH SHR/OTHR 10 341 D MANULIFE FINL CORP COM 56501R10 536 11227 SH SHARED 14 11227 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 6175 6900000 PRN SHARED 6900000 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 3093 3456000 PRN SHARED 02 3456000 D MANUGISTICS GROUP INC COM 56501110 283 159052 SH SHARED 159052 D MANUGISTICS GROUP INC COM 56501110 12 7100 SH SHARED 02 7100 D MAPINFO CORP COM 56510510 253 24133 SH SHARED 21133 3000 D MAPINFO CORP COM 56510510 70 6700 SH SHARED 17 6700 D MARATHON OIL CORP COM 56584910 133320 2498034 SH SHARED 2428534 69500 D MARATHON OIL CORP COM 56584910 4049 75874 SH SHARED 01 2570 73304 D MARATHON OIL CORP COM 56584910 119 2231 SH SHR/OTHR 01 2231 D MARATHON OIL CORP COM 56584910 14948 280089 SH SHARED 02 280089 D MARATHON OIL CORP COM 56584910 2935 55000 SH SHARED 04 55000 D MARATHON OIL CORP COM 56584910 21 400 SH SHARED 05 400 D MARATHON OIL CORP COM 56584910 11308 211880 SH SHARED 06 211880 D MARATHON OIL CORP COM 56584910 13288 248981 SH SHARED 10 49381 199600 D MARATHON OIL CORP COM 56584910 153 2873 SH SHARED 14 2873 D MARATHON OIL CORP COM 56584910 11215 210141 SH SHARED 17 163241 46900 D MARCHEX INC CL B 56624R10 1045 69545 SH SHARED 69545 D MARCHEX INC CL B 56624R10 75 5000 SH SHARED 01 5000 D MARCHEX INC CL B 56624R10 135 9000 SH SHARED 17 9000 D MARCUS CORP COM 56633010 428 20200 SH SHARED 20200 D MARCUS CORP COM 56633010 25 1200 SH SHARED 01 1200 D MARCUS CORP COM 56633010 136 6450 SH SHARED 17 6450 D MARINEMAX INC COM 56790810 412 13200 SH SHARED 13200 D MARINEMAX INC COM 56790810 53 1700 SH SHARED 02 1700 D MARINEMAX INC COM 56790810 496 15900 SH SHARED 05 15900 D MARINEMAX INC COM 56790810 2684 85900 SH SHARED 17 85900 D MARINE PRODS CORP COM 56842710 407 28000 SH SHARED 26600 1400 D MARINE PRODS CORP COM 56842710 3 217 SH SHARED 02 217 D MARINE PRODS CORP COM 56842710 3 243 SH SHARED 10 243 D MARINE PRODS CORP COM 56842710 72 4950 SH SHARED 17 4950 D MARITRANS INC COM 57036310 224 8294 SH SHARED 8294 D MARITRANS INC COM 57036310 129 4800 SH SHARED 17 4800 D MARKEL CORP NOTE 6/0 570535AC 9900 25000000 PRN SHARED 25000000 D MARKEL CORP NOTE 6/0 570535AC 11 30000 PRN SHARED 02 30000 D MARKEL CORP COM 57053510 33 100 SH SHARED 01 100 D MARKEL CORP COM 57053510 431 1274 SH SHARED 02 1274 D MARKEL CORP COM 57053510 305 900 SH SHARED 17 900 D MARKETAXESS HLDGS INC COM 57060D10 515 45663 SH SHARED 45663 D MARKETAXESS HLDGS INC COM 57060D10 0 36 SH SHARED 02 36 D MARKETAXESS HLDGS INC COM 57060D10 123 10900 SH SHARED 17 10900 D MARKWEST HYDROCARBON INC COM 57076210 126 5451 SH SHARED 5451 D MARLIN BUSINESS SVCS CORP COM 57115710 124 6201 SH SHARED 6201 D MARSH & MCLENNAN COS INC COM 57174810 46943 1694699 SH SHARED 1689899 4800 D MARSH & MCLENNAN COS INC COM 57174810 3563 128654 SH SHARED 01 1000 127654 D MARSH & MCLENNAN COS INC COM 57174810 127 4600 SH SHR/OTHR 01 4600 D MARSH & MCLENNAN COS INC COM 57174810 5818 210060 SH SHARED 02 210060 D MARSH & MCLENNAN COS INC COM 57174810 281 10152 SH SHARED 05 300 9852 D MARSH & MCLENNAN COS INC COM 57174810 220 7972 SH SHARED 06 7972 D MARSH & MCLENNAN COS INC COM 57174810 360 13000 SH SHARED 10 12600 400 D MARSH & MCLENNAN COS INC COM 57174810 27 1000 SH SHR/OTHR 10 1000 D MARSH & MCLENNAN COS INC COM 57174810 692 25000 SH SHARED 15 25000 D MARSH & MCLENNAN COS INC COM 57174810 8826 318645 SH SHARED 17 318645 D MARSHALL & ILSLEY CORP COM 57183410 34935 785951 SH SHARED 785751 200 D MARSHALL & ILSLEY CORP COM 57183410 1877 42230 SH SHARED 01 42230 D MARSHALL & ILSLEY CORP COM 57183410 253 5700 SH SHR/OTHR 01 5700 D MARSHALL & ILSLEY CORP COM 57183410 4355 97979 SH SHARED 02 97979 D MARSHALL & ILSLEY CORP COM 57183410 102 2300 SH SHARED 06 2300 D MARSHALL & ILSLEY CORP COM 57183410 938 21110 SH SHARED 10 7190 13920 D MARSHALL & ILSLEY CORP COM 57183410 7943 178709 SH SHARED 17 178709 D MARRIOTT INTL INC NEW CL A 57190320 46391 680028 SH SHARED 679228 800 D MARRIOTT INTL INC NEW CL A 57190320 105770 1550430 SH SHARED 01 1550430 D MARRIOTT INTL INC NEW CL A 57190320 10525 154288 SH SHR/OTHR 01 154288 D MARRIOTT INTL INC NEW CL A 57190320 5272 77289 SH SHARED 02 77289 D MARRIOTT INTL INC NEW CL A 57190320 13 200 SH SHARED 05 200 D MARRIOTT INTL INC NEW CL A 57190320 2287 33530 SH SHARED 06 33530 D MARRIOTT INTL INC NEW CL A 57190320 1477 21651 SH SHARED 10 17200 4451 D MARRIOTT INTL INC NEW CL A 57190320 248 3640 SH SHARED 14 3640 D MARRIOTT INTL INC NEW CL A 57190320 6116 89652 SH SHARED 17 89652 D MARSHALL EDWARDS INC COM 57232230 49 6933 SH SHARED 6933 D MARTEK BIOSCIENCES CORP COM 57290110 1393 36703 SH SHARED 35703 1000 D MARTEK BIOSCIENCES CORP COM 57290110 437 11525 SH SHARED 01 11525 D MARTEK BIOSCIENCES CORP COM 57290110 18 500 SH SHR/OTHR 01 500 D MARTEK BIOSCIENCES CORP COM 57290110 754 19864 SH SHARED 02 19864 D MARTEK BIOSCIENCES CORP COM 57290110 4175 110000 SH SHARED 04 110000 D MARTEK BIOSCIENCES CORP COM 57290110 687 18100 SH SHARED 17 18100 D MARTEN TRANS LTD COM 57307510 311 14834 SH SHARED 9834 5000 D MARTEN TRANS LTD COM 57307510 385 18350 SH SHARED 05 18350 D MARTEN TRANS LTD COM 57307510 2094 99800 SH SHARED 17 99800 D MARTHA STEWART LIVING OMNIME CL A 57308310 777 26634 SH SHARED 26634 D MARTHA STEWART LIVING OMNIME CL A 57308310 29 1000 SH SHARED 01 1000 D MARTHA STEWART LIVING OMNIME CL A 57308310 2 100 SH SHR/OTHR 01 100 D MARTHA STEWART LIVING OMNIME CL A 57308310 55 1900 SH SHARED 02 1900 D MARTHA STEWART LIVING OMNIME CL A 57308310 239 8222 SH SHARED 17 8222 D MARTIN MARIETTA MATLS INC COM 57328410 476 6900 SH SHARED 6900 D MARTIN MARIETTA MATLS INC COM 57328410 1866 27006 SH SHARED 01 27006 D MARTIN MARIETTA MATLS INC COM 57328410 184 2664 SH SHR/OTHR 01 2664 D MARTIN MARIETTA MATLS INC COM 57328410 1406 20344 SH SHARED 02 20344 D MARTIN MARIETTA MATLS INC COM 57328410 3421 49500 SH SHARED 17 49500 D MARVEL ENTERPRISES INC COM 57383M10 9 500 SH SHARED 500 D MARVEL ENTERPRISES INC COM 57383M10 9 480 SH SHR/OTHR 01 480 D MARVEL ENTERPRISES INC COM 57383M10 140 7124 SH SHARED 02 7124 D MARVEL ENTERPRISES INC COM 57383M10 2603 132022 SH SHARED 17 132022 D MASCO CORP NOTE 7/2 574599BB 39865 82197000 PRN SHARED 82197000 D MASCO CORP COM 57459910 50928 1603555 SH SHARED 1603055 500 D MASCO CORP COM 57459910 3276 103151 SH SHARED 01 11510 91641 D MASCO CORP COM 57459910 246 7760 SH SHR/OTHR 01 7760 D MASCO CORP COM 57459910 8307 261572 SH SHARED 02 261572 D MASCO CORP COM 57459910 15 500 SH SHARED 05 500 D MASCO CORP COM 57459910 3993 125750 SH SHARED 06 125750 D MASCO CORP COM 57459910 4022 126665 SH SHARED 10 106490 20175 D MASCO CORP COM 57459910 9 300 SH SHR/OTHR 10 300 D MASCO CORP COM 57459910 369 11629 SH SHARED 14 11629 D MASCO CORP COM 57459910 1905 60000 SH SHARED 16 60000 D MASCO CORP COM 57459910 89264 2810600 SH SHARED 17 2810600 D MASSBANK CORP READ MASS COM 57615210 27 798 SH SHR/OTHR 01 798 D MASSEY ENERGY CORP COM 57620610 43215 1145700 SH SHARED 1145400 300 D MASSEY ENERGY CORP COM 57620610 373 9900 SH SHARED 01 9900 D MASSEY ENERGY CORP COM 57620610 8 225 SH SHR/OTHR 01 225 D MASSEY ENERGY CORP COM 57620610 724 19202 SH SHARED 02 19202 D MASSEY ENERGY CORP COM 57620610 37 1000 SH SHARED 10 1000 D MASSEY ENERGY CORP COM 57620610 430 11400 SH SHARED 17 11400 D MASSMUTUAL CORPORATE INVS IN COM 57629210 17 600 SH SHARED 10 600 D MASTEC INC COM 57632310 275 31342 SH SHARED 26542 4800 D MASTEC INC COM 57632310 180 20500 SH SHARED 01 20500 D MASTEC INC COM 57632310 239 27200 SH SHARED 10 27200 D MASTEC INC COM 57632310 117 13300 SH SHARED 17 13300 D MATRIA HEALTHCARE INC COM NEW 57681720 610 18933 SH SHARED 18933 D MATRIA HEALTHCARE INC COM NEW 57681720 54 1700 SH SHARED 02 1700 D MATRIA HEALTHCARE INC COM NEW 57681720 613 19050 SH SHARED 05 19050 D MATRIA HEALTHCARE INC COM NEW 57681720 3403 105600 SH SHARED 17 105600 D MATRITECH INC COM 57681810 221 316500 SH SHARED 316500 D MATRIXONE INC COM 57685P30 254 50863 SH SHARED 50863 D MATRIXONE INC COM 57685P30 163 32700 SH SHARED 17 24700 8000 D MATRIX SVC CO COM 57685310 63 13817 SH SHARED 13817 D MATRIX SVC CO COM 57685310 24 5300 SH SHARED 01 5300 D MATRIX SVC CO COM 57685310 9 2100 SH SHARED 02 2100 D MATRIX SVC CO COM 57685310 1937 423000 SH SHARED 17 423000 D MATSUSHITA ELEC INDL ADR 57687920 234 15453 SH SHR/OTHR 01 15453 D MATSUSHITA ELEC INDL ADR 57687920 124 8227 SH SHARED 02 8227 D MATSUSHITA ELEC INDL ADR 57687920 6 445 SH SHARED 10 445 D MATTEL INC COM 57708110 22391 1223571 SH SHARED 1219971 3600 D MATTEL INC COM 57708110 1730 94550 SH SHARED 01 1500 93050 D MATTEL INC COM 57708110 279 15300 SH SHR/OTHR 01 15300 D MATTEL INC COM 57708110 4337 237037 SH SHARED 02 237037 D MATTEL INC COM 57708110 5 300 SH SHARED 05 300 D MATTEL INC COM 57708110 115 6300 SH SHARED 06 6300 D MATTEL INC COM 57708110 4038 220672 SH SHARED 17 220672 D MATTEL INC COM 57708110 44 2419 SH SHARED 18 2419 D MATTHEWS INTL CORP CL A 57712810 1349 34630 SH SHARED 32130 2500 D MATTHEWS INTL CORP CL A 57712810 7 200 SH SHARED 01 200 D MATTHEWS INTL CORP CL A 57712810 109 2800 SH SHR/OTHR 01 2800 D MATTHEWS INTL CORP CL A 57712810 1105 28369 SH SHARED 17 27569 800 D MATTSON TECHNOLOGY INC COM 57722310 299 41870 SH SHARED 41870 D MATTSON TECHNOLOGY INC COM 57722310 16 2300 SH SHARED 01 2300 D MATTSON TECHNOLOGY INC COM 57722310 141 19700 SH SHARED 17 19700 D MAUI LD & PINEAPPLE INC COM 57734510 126 3333 SH SHARED 3333 D MAUI LD & PINEAPPLE INC COM 57734510 1 50 SH SHARED 02 50 D MAUI LD & PINEAPPLE INC COM 57734510 72 1900 SH SHARED 17 1900 D MAXIM INTEGRATED PRODS INC COM 57772K10 127434 3334223 SH SHARED 3333423 800 D MAXIM INTEGRATED PRODS INC COM 57772K10 2792 73066 SH SHARED 01 1000 72066 D MAXIM INTEGRATED PRODS INC COM 57772K10 320 8394 SH SHR/OTHR 01 8394 D MAXIM INTEGRATED PRODS INC COM 57772K10 5856 153233 SH SHARED 02 153233 D MAXIM INTEGRATED PRODS INC COM 57772K10 324 8500 SH SHARED 03 8500 D MAXIM INTEGRATED PRODS INC COM 57772K10 4064 106350 SH SHARED 04 105000 1350 D MAXIM INTEGRATED PRODS INC COM 57772K10 11 300 SH SHARED 05 300 D MAXIM INTEGRATED PRODS INC COM 57772K10 223 5850 SH SHARED 06 5850 D MAXIM INTEGRATED PRODS INC COM 57772K10 18359 480374 SH SHARED 10 474659 2200 3515 D MAXIM INTEGRATED PRODS INC COM 57772K10 11032 288659 SH SHARED 17 288659 D MAXIM PHARMACEUTICALS INC COM 57772M10 114 88366 SH SHARED 3766 84600 D MAXIM PHARMACEUTICALS INC COM 57772M10 3 3000 SH SHARED 02 3000 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 922 1000000 PRN SHARED 1000000 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 1581 1715000 PRN SHARED 02 1715000 D MAXTOR CORP COM NEW 57772920 3164 608501 SH SHARED 371401 237100 D MAXTOR CORP COM NEW 57772920 24 4800 SH SHR/OTHR 01 4800 D MAXTOR CORP COM NEW 57772920 18 3610 SH SHARED 02 3610 D MAXTOR CORP COM NEW 57772920 1820 350000 SH SHARED 04 350000 D MAXTOR CORP COM NEW 57772920 828 159300 SH SHARED 10 159300 D MAXTOR CORP COM NEW 57772920 2616 503100 SH SHARED 17 97300 405800 D MAXWELL TECHNOLOGIES INC COM 57776710 110 9100 SH SHARED 9100 D MAXWELL TECHNOLOGIES INC COM 57776710 18 1500 SH SHARED 02 1500 D MAXYGEN INC COM 57777610 172 25074 SH SHARED 25074 D MAXYGEN INC COM 57777610 55 8100 SH SHARED 17 8100 D MAY DEPT STORES CO COM 57777810 267695 6665715 SH SHARED 6665315 400 D MAY DEPT STORES CO COM 57777810 3337 83103 SH SHARED 01 11000 72103 D MAY DEPT STORES CO COM 57777810 332 8270 SH SHR/OTHR 01 8270 D MAY DEPT STORES CO COM 57777810 7701 191760 SH SHARED 02 191760 D MAY DEPT STORES CO COM 57777810 12 300 SH SHARED 05 300 D MAY DEPT STORES CO COM 57777810 168 4201 SH SHARED 06 4201 D MAY DEPT STORES CO COM 57777810 395 9849 SH SHARED 10 135 9714 D MAY DEPT STORES CO COM 57777810 100 2500 SH SHARED 14 2500 D MAY DEPT STORES CO COM 57777810 8249 205412 SH SHARED 17 166912 38500 D MAVERICK TUBE CORP NOTE 4.000% 6/1 577914AB 9417 7700000 PRN SHARED 7700000 D MAVERICK TUBE CORP COM 57791410 1253 42065 SH SHARED 42065 D MAVERICK TUBE CORP COM 57791410 57 1930 SH SHR/OTHR 01 1930 D MAVERICK TUBE CORP COM 57791410 41 1400 SH SHARED 10 1400 D MAVERICK TUBE CORP COM 57791410 571 19183 SH SHARED 17 19183 D MAXIMUS INC COM 57793310 676 19167 SH SHARED 19167 D MAXIMUS INC COM 57793310 3 100 SH SHARED 02 100 D MAXIMUS INC COM 57793310 558 15818 SH SHARED 10 15818 D MAXIMUS INC COM 57793310 247 7000 SH SHARED 17 7000 D MAYORS JEWELERS INC DEL COM 57846210 0 167 SH SHARED 167 D MAYTAG CORP COM 57859210 150 9600 SH SHARED 9600 D MAYTAG CORP COM 57859210 4194 267853 SH SHARED 267853 D MAYTAG CORP COM 57859210 353 22550 SH SHARED 01 22550 D MAYTAG CORP COM 57859210 5264 336161 SH SHR/OTHR 01 336161 D MAYTAG CORP COM 57859210 1337 85381 SH SHARED 02 85381 D MAYTAG CORP COM 57859210 1122 71668 SH SHARED 17 71668 D MBT FINL CORP COM 57887710 282 14667 SH SHARED 14667 D MBT FINL CORP COM 57887710 77 4000 SH SHARED 17 4000 D MCAFEE INC COM 57906410 16934 646862 SH SHARED 645862 1000 D MCAFEE INC COM 57906410 1515 57882 SH SHARED 01 57882 D MCAFEE INC COM 57906410 36 1400 SH SHR/OTHR 01 1400 D MCAFEE INC COM 57906410 2225 85020 SH SHARED 02 85020 D MCAFEE INC COM 57906410 35918 1372000 SH SHARED 04 1372000 D MCAFEE INC COM 57906410 70 2700 SH SHARED 14 2700 D MCAFEE INC COM 57906410 408 15605 SH SHARED 17 15605 D MCCLATCHY CO CL A 57948910 1701 26000 SH SHARED 26000 D MCCLATCHY CO CL A 57948910 45 700 SH SHARED 01 700 D MCCLATCHY CO CL A 57948910 73 1120 SH SHR/OTHR 01 1120 D MCCLATCHY CO CL A 57948910 157 2410 SH SHARED 02 2410 D MCCLATCHY CO CL A 57948910 124 1900 SH SHARED 17 1900 D MCCORMICK & CO INC COM NON VTG 57978020 31865 975091 SH SHARED 974391 700 D MCCORMICK & CO INC COM NON VTG 57978020 638 19530 SH SHARED 01 19530 D MCCORMICK & CO INC COM NON VTG 57978020 1577 48264 SH SHARED 02 48264 D MCCORMICK & CO INC COM NON VTG 57978020 32 1000 SH SHARED 06 1000 D MCCORMICK & CO INC COM NON VTG 57978020 140 4300 SH SHARED 14 4300 D MCCORMICK & CO INC COM NON VTG 57978020 1768 54114 SH SHARED 17 54114 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 117 7425 SH SHARED 7425 D MCDATA CORP NOTE 2.250% 2/1 580031AD 1843 2246000 PRN SHARED 2246000 D MCDATA CORP NOTE 2.250% 2/1 580031AD 10423 12696000 PRN SHARED 02 12696000 D MCDATA CORP CL B 58003110 116 31345 SH SHARED 31345 D MCDATA CORP CL A 58003120 1151 287908 SH SHARED 287858 50 D MCDATA CORP CL A 58003120 159 39961 SH SHARED 01 40 39921 D MCDATA CORP CL A 58003120 16 4161 SH SHR/OTHR 01 4161 D MCDATA CORP CL A 58003120 205 51429 SH SHARED 02 51429 D MCDATA CORP CL A 58003120 0 1 SH SHARED 10 1 D MCDATA CORP CL A 58003120 182 45500 SH SHARED 17 45500 D MCDERMOTT INTL INC COM 58003710 73 3500 SH SHARED 3500 D MCDERMOTT INTL INC COM 58003710 0 1 SH SHARED 01 1 D MCDERMOTT INTL INC COM 58003710 48 2300 SH SHARED 02 2300 D MCDERMOTT INTL INC COM 58003710 6 300 SH SHARED 17 300 D MCDONALDS CORP COM 58013510 209762 7559024 SH SHARED 7450189 108835 D MCDONALDS CORP COM 58013510 10009 360699 SH SHARED 01 45718 314981 D MCDONALDS CORP COM 58013510 4261 153581 SH SHR/OTHR 01 153581 D MCDONALDS CORP COM 58013510 14689 529343 SH SHARED 02 529343 D MCDONALDS CORP COM 58013510 8222 296300 SH SHARED 03 296300 D MCDONALDS CORP COM 58013510 2496 89976 SH SHARED 04 80300 9676 D MCDONALDS CORP COM 58013510 3030 109200 SH SHARED 05 109200 D MCDONALDS CORP COM 58013510 452 16312 SH SHARED 06 16312 D MCDONALDS CORP COM 58013510 55916 2014993 SH SHARED 10 92159 934560 988274 D MCDONALDS CORP COM 58013510 270 9759 SH SHR/OTHR 10 9759 D MCDONALDS CORP COM 58013510 484 17455 SH SHARED 14 17455 D MCDONALDS CORP COM 58013510 568 20500 SH SHARED 15 20500 D MCDONALDS CORP COM 58013510 19987 720262 SH SHARED 17 642562 77700 D MCG CAPITAL CORP COM 58047P10 805 47168 SH SHARED 47168 D MCG CAPITAL CORP COM 58047P10 367 21500 SH SHARED 17 21500 D MCGRATH RENTCORP COM 58058910 481 20302 SH SHARED 20302 D MCGRATH RENTCORP COM 58058910 37 1600 SH SHARED 01 1600 D MCGRATH RENTCORP COM 58058910 45 1900 SH SHR/OTHR 01 1900 D MCGRATH RENTCORP COM 58058910 156 6600 SH SHARED 17 6600 D MCGRAW HILL COS INC COM 58064510 118147 2669999 SH SHARED 2619499 50500 D MCGRAW HILL COS INC COM 58064510 63863 1443250 SH SHARED 01 275998 1167252 D MCGRAW HILL COS INC COM 58064510 169226 3824322 SH SHR/OTHR 01 3824322 D MCGRAW HILL COS INC COM 58064510 5947 134409 SH SHARED 02 134409 D MCGRAW HILL COS INC COM 58064510 14266 322400 SH SHARED 04 322400 D MCGRAW HILL COS INC COM 58064510 8 200 SH SHARED 05 200 D MCGRAW HILL COS INC COM 58064510 3221 72800 SH SHARED 06 72800 D MCGRAW HILL COS INC COM 58064510 95112 2149439 SH SHARED 10 492642 949500 707297 D MCGRAW HILL COS INC COM 58064510 2572 58142 SH SHR/OTHR 10 58142 D MCGRAW HILL COS INC COM 58064510 269 6100 SH SHARED 14 6100 D MCGRAW HILL COS INC COM 58064510 7232 163438 SH SHARED 17 163438 D MCKESSON CORP COM 58155Q10 57866 1291958 SH SHARED 1282958 9000 D MCKESSON CORP COM 58155Q10 2956 66006 SH SHARED 01 66006 D MCKESSON CORP COM 58155Q10 178 3990 SH SHR/OTHR 01 3990 D MCKESSON CORP COM 58155Q10 7288 162730 SH SHARED 02 161330 1400 D MCKESSON CORP COM 58155Q10 15 348 SH SHARED 05 348 D MCKESSON CORP COM 58155Q10 159 3550 SH SHARED 06 3550 D MCKESSON CORP COM 58155Q10 1124 25100 SH SHARED 10 22300 2800 D MCKESSON CORP COM 58155Q10 6046 134995 SH SHARED 17 123395 11600 D MCMORAN EXPLORATION CO COM 58241110 1779 91203 SH SHARED 91203 D MCMORAN EXPLORATION CO COM 58241110 6 358 SH SHR/OTHR 01 358 D MCMORAN EXPLORATION CO COM 58241110 50 2600 SH SHARED 02 2600 D MCMORAN EXPLORATION CO COM 58241110 185 9500 SH SHARED 17 9500 D MEADOWBROOK INS GROUP INC COM 58319P10 7283 1389900 SH SHARED 17 1389900 D MEADWESTVACO CORP COM 58333410 61150 2180843 SH SHARED 2163543 17300 D MEADWESTVACO CORP COM 58333410 1294 46180 SH SHARED 01 46180 D MEADWESTVACO CORP COM 58333410 20 727 SH SHR/OTHR 01 727 D MEADWESTVACO CORP COM 58333410 2588 92330 SH SHARED 02 92330 D MEADWESTVACO CORP COM 58333410 23 843 SH SHARED 04 843 D MEADWESTVACO CORP COM 58333410 5 200 SH SHARED 05 200 D MEADWESTVACO CORP COM 58333410 79 2850 SH SHARED 06 2850 D MEADWESTVACO CORP COM 58333410 3361 119897 SH SHARED 14 119897 D MEADWESTVACO CORP COM 58333410 3896 138953 SH SHARED 17 110553 28400 D MEASUREMENT SPECIALTIES INC COM 58342110 265 11435 SH SHARED 11435 D MEASUREMENT SPECIALTIES INC COM 58342110 478 20600 SH SHARED 05 20600 D MEASUREMENT SPECIALTIES INC COM 58342110 2539 109400 SH SHARED 17 109400 D MECHEL STEEL GROUP OAO SPONSORED ADR 58384010 7442 293000 SH SHARED 293000 D MECHEL STEEL GROUP OAO SPONSORED ADR 58384010 1803 71000 SH SHARED 01 71000 D MECHEL STEEL GROUP OAO SPONSORED ADR 58384010 18262 719000 SH SHARED 04 719000 D MECHEL STEEL GROUP OAO SPONSORED ADR 58384010 1163 45820 SH SHARED 05 45820 D MECHEL STEEL GROUP OAO SPONSORED ADR 58384010 2540 100000 SH SHARED 06 100000 D MECHEL STEEL GROUP OAO SPONSORED ADR 58384010 2534 99800 SH SHARED 10 99800 D MECHEL STEEL GROUP OAO SPONSORED ADR 58384010 53 2100 SH SHARED 17 2100 D MEDAREX INC NOTE 2.250% 5/1 583916AG 603 690000 PRN SHARED 02 690000 D MEDAREX INC COM 58391610 1396 168243 SH SHARED 151243 17000 D MEDAREX INC COM 58391610 122 14700 SH SHARED 01 14700 D MEDAREX INC COM 58391610 45 5461 SH SHR/OTHR 01 5461 D MEDAREX INC COM 58391610 2 300 SH SHARED 02 300 D MEDAREX INC COM 58391610 7719 930000 SH SHARED 04 930000 D MEDAREX INC COM 58391610 130 15700 SH SHARED 14 15700 D MEDAREX INC COM 58391610 342 41300 SH SHARED 17 41300 D MED-DESIGN CORP COM 58392610 0 149 SH SHARED 149 D MEDCATH CORP COM 58404W10 1129 40637 SH SHARED 7037 33600 D MEDCATH CORP COM 58404W10 225 8100 SH SHARED 01 8100 D MEDCATH CORP COM 58404W10 13 500 SH SHR/OTHR 01 500 D MEDCATH CORP COM 58404W10 506 18237 SH SHARED 02 18237 D MEDCATH CORP COM 58404W10 886 31900 SH SHARED 10 31900 D MEDCATH CORP COM 58404W10 105 3800 SH SHARED 17 3800 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 51224 959983 SH SHARED 951433 8550 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 5472 102556 SH SHARED 01 25552 77004 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2561 48010 SH SHR/OTHR 01 48010 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 6659 124797 SH SHARED 02 124797 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2134 40000 SH SHARED 04 40000 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 10 205 SH SHARED 05 205 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1449 27160 SH SHARED 06 27160 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 3520 65985 SH SHARED 10 42767 1947 21271 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 6708 125723 SH SHR/OTHR 10 125723 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1147 21500 SH SHARED 14 21500 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 145435 2725562 SH SHARED 17 2725562 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 3110 58293 SH SHARED 18 58293 D MEDIA GEN INC CL A 58440410 1509 23304 SH SHARED 23304 D MEDIA GEN INC CL A 58440410 673 10400 SH SHARED 01 10400 D MEDIA GEN INC CL A 58440410 136 2100 SH SHR/OTHR 01 2100 D MEDIA GEN INC CL A 58440410 519 8024 SH SHARED 02 8024 D MEDIA GEN INC CL A 58440410 543 8400 SH SHARED 17 8400 D MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA 2290 2300000 PRN SHARED 2300000 D MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA 3 4000 PRN SHARED 02 4000 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 718 104568 SH SHARED 104568 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 3 500 SH SHARED 02 500 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 199 29000 SH SHARED 17 29000 D MEDICAL ACTION INDS INC COM 58449L10 110 6200 SH SHARED 6200 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 103 21000 SH SHARED 21000 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 5 1182 SH SHARED 02 1182 D MEDICINES CO COM 58468810 2567 110033 SH SHARED 103033 7000 D MEDICINES CO COM 58468810 7 330 SH SHR/OTHR 01 330 D MEDICINES CO COM 58468810 1240 53172 SH SHARED 02 53172 D MEDICINES CO COM 58468810 10365 444300 SH SHARED 04 444300 D MEDICINES CO COM 58468810 7777 333350 SH SHARED 10 333350 D MEDICINES CO COM 58468810 149 6400 SH SHARED 14 6400 D MEDICINES CO COM 58468810 75 3224 SH SHARED 15 3224 D MEDICINES CO COM 58468810 1150 49300 SH SHARED 17 36700 12600 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 36262 37500000 PRN SHARED 37500000 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 1330 1376000 PRN SHARED 02 1376000 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 22 700 SH SHARED 700 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 2132 67212 SH SHARED 67212 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 6 198 SH SHR/OTHR 01 198 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 29 928 SH SHARED 02 928 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 2579 81300 SH SHARED 10 75500 5800 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 2287 72100 SH SHARED 17 28100 44000 D MEDIMMUNE INC NOTE 1.000% 7/1 584699AE 2987 3135000 PRN SHARED 3135000 D MEDIMMUNE INC NOTE 1.000% 7/1 584699AE 1524 1600000 PRN SHARED 02 1600000 D MEDIMMUNE INC COM 58469910 40932 1531889 SH SHARED 1526889 5000 D MEDIMMUNE INC COM 58469910 1389 51986 SH SHARED 01 51986 D MEDIMMUNE INC COM 58469910 104 3904 SH SHR/OTHR 01 3904 D MEDIMMUNE INC COM 58469910 2418 90507 SH SHARED 02 90507 D MEDIMMUNE INC COM 58469910 24647 922450 SH SHARED 04 922450 D MEDIMMUNE INC COM 58469910 2973 111300 SH SHARED 06 111300 D MEDIMMUNE INC COM 58469910 1739 65100 SH SHARED 10 60500 4600 D MEDIMMUNE INC COM 58469910 2273 85100 SH SHARED 14 85100 D MEDIMMUNE INC COM 58469910 3341 125072 SH SHARED 17 125072 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 26981 23022000 PRN SHARED 23022000 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 36404 31062000 PRN SHARED 02 31062000 D MEDIS TECHNOLOGIES LTD COM 58500P10 254 15304 SH SHARED 15304 D MEDIS TECHNOLOGIES LTD COM 58500P10 120 7265 SH SHARED 17 7265 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 9387 9473000 PRN SHARED 9473000 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 4806 4850000 PRN SHARED 4850000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AD 54 55000 PRN SHR/OTHR 01 55000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AD 3864 3900000 PRN SHARED 06 3900000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AD 173 175000 PRN SHARED 14 175000 D MEDTRONIC INC COM 58505510 276057 5330316 SH SHARED 5231581 98735 D MEDTRONIC INC COM 58505510 34231 660965 SH SHARED 01 152833 508132 D MEDTRONIC INC COM 58505510 10710 206798 SH SHR/OTHR 01 206798 D MEDTRONIC INC COM 58505510 32373 625098 SH SHARED 02 618398 6700 D MEDTRONIC INC COM 58505510 13113 253200 SH SHARED 03 253200 D MEDTRONIC INC COM 58505510 287861 5558250 SH SHARED 04 5554300 3950 D MEDTRONIC INC COM 58505510 3082 59510 SH SHARED 05 52900 6610 D MEDTRONIC INC COM 58505510 23581 455324 SH SHARED 06 455324 D MEDTRONIC INC COM 58505510 147656 2851069 SH SHARED 10 548633 1825600 476836 D MEDTRONIC INC COM 58505510 2140 41330 SH SHR/OTHR 10 41330 D MEDTRONIC INC COM 58505510 4841 93483 SH SHARED 14 93483 D MEDTRONIC INC COM 58505510 776 15000 SH SHARED 15 15000 D MEDTRONIC INC COM 58505510 2900 56000 SH SHARED 16 56000 D MEDTRONIC INC COM 58505510 35070 677160 SH SHARED 17 677160 D MELLON FINL CORP COM 58551A10 93591 3262170 SH SHARED 3261370 800 D MELLON FINL CORP COM 58551A10 9518 331759 SH SHARED 01 161832 169927 D MELLON FINL CORP COM 58551A10 8749 304961 SH SHR/OTHR 01 304961 D MELLON FINL CORP COM 58551A10 6232 217239 SH SHARED 02 217239 D MELLON FINL CORP COM 58551A10 57 2000 SH SHARED 05 2000 D MELLON FINL CORP COM 58551A10 183 6400 SH SHARED 06 6400 D MELLON FINL CORP COM 58551A10 1582 55160 SH SHARED 10 3400 51760 D MELLON FINL CORP COM 58551A10 545 19000 SH SHR/OTHR 10 19000 D MELLON FINL CORP COM 58551A10 106 3700 SH SHARED 14 3700 D MELLON FINL CORP COM 58551A10 11926 415706 SH SHARED 17 415706 D MENS WEARHOUSE INC COM 58711810 1527 44375 SH SHARED 44375 D MENS WEARHOUSE INC COM 58711810 15 450 SH SHR/OTHR 01 450 D MENS WEARHOUSE INC COM 58711810 208 6050 SH SHARED 02 6050 D MENS WEARHOUSE INC COM 58711810 25 750 SH SHARED 17 750 D MENTOR CORP MINN COM 58718810 1958 47212 SH SHARED 47212 D MENTOR CORP MINN COM 58718810 45 1100 SH SHR/OTHR 01 1100 D MENTOR CORP MINN COM 58718810 223 5400 SH SHARED 02 5400 D MENTOR CORP MINN COM 58718810 74 1800 SH SHARED 10 1800 D MENTOR CORP MINN COM 58718810 796 19192 SH SHARED 17 19192 D MENTOR GRAPHICS CORP NOTE 6.875% 6/1 587200AB 4243 4286000 PRN SHARED 02 4286000 D MENTOR GRAPHICS CORP FRNT 8/0 587200AD 2664 3000000 PRN SHARED 3000000 D MENTOR GRAPHICS CORP FRNT 8/0 587200AD 21423 24126000 PRN SHARED 02 24126000 D MENTOR GRAPHICS CORP COM 58720010 23 2300 SH SHARED 2300 D MENTOR GRAPHICS CORP COM 58720010 2125 208197 SH SHARED 208197 D MENTOR GRAPHICS CORP COM 58720010 266 26100 SH SHARED 01 26100 D MENTOR GRAPHICS CORP COM 58720010 26 2560 SH SHR/OTHR 01 2560 D MENTOR GRAPHICS CORP COM 58720010 260 25494 SH SHARED 02 25494 D MENTOR GRAPHICS CORP COM 58720010 707 69300 SH SHARED 10 2000 67300 D MENTOR GRAPHICS CORP COM 58720010 315 30900 SH SHARED 17 30900 D MERCANTILE BANK CORP COM 58737610 301 6867 SH SHARED 6867 D MERCANTILE BANK CORP COM 58737610 310 7055 SH SHARED 05 7055 D MERCANTILE BANK CORP COM 58737610 1687 38385 SH SHARED 17 38385 D MERCANTILE BANKSHARES CORP COM 58740510 468 9100 SH SHARED 9100 D MERCANTILE BANKSHARES CORP COM 58740510 1406 27300 SH SHARED 01 27300 D MERCANTILE BANKSHARES CORP COM 58740510 1988 38588 SH SHARED 02 38588 D MERCANTILE BANKSHARES CORP COM 58740510 36 700 SH SHARED 06 700 D MERCANTILE BANKSHARES CORP COM 58740510 15 297 SH SHARED 10 297 D MERCANTILE BANKSHARES CORP COM 58740510 1169 22700 SH SHARED 17 22700 D MERCER INTL INC SH BEN INT 58805610 206 28294 SH SHARED 28294 D MERCK & CO INC COM 58933110 298 9700 SH SHARED 9700 D MERCK & CO INC COM 58933110 786359 25531141 SH SHARED 25375406 155735 D MERCK & CO INC COM 58933110 32371 1051019 SH SHARED 01 423248 627771 D MERCK & CO INC COM 58933110 23490 762686 SH SHR/OTHR 01 762686 D MERCK & CO INC COM 58933110 64088 2080781 SH SHARED 02 2080781 D MERCK & CO INC COM 58933110 9384 304700 SH SHARED 04 304700 D MERCK & CO INC COM 58933110 6866 222937 SH SHARED 05 144207 78730 D MERCK & CO INC COM 58933110 3861 125386 SH SHARED 06 125386 D MERCK & CO INC COM 58933110 31298 1016201 SH SHARED 10 186510 829691 D MERCK & CO INC COM 58933110 38146 1238519 SH SHR/OTHR 10 1238519 D MERCK & CO INC COM 58933110 3135 101814 SH SHARED 14 101814 D MERCK & CO INC COM 58933110 616 20000 SH SHARED 16 20000 D MERCK & CO INC COM 58933110 129058 4190226 SH SHARED 17 4099196 91030 D MERCURY COMPUTER SYS NOTE 2.000% 5/0 589378AB 2505 2350000 PRN SHARED 2350000 D MERCURY COMPUTER SYS NOTE 2.000% 5/0 589378AB 3731 3500000 PRN SHARED 02 3500000 D MERCURY COMPUTER SYS COM 58937810 583 21267 SH SHARED 21267 D MERCURY COMPUTER SYS COM 58937810 16 600 SH SHARED 01 600 D MERCURY COMPUTER SYS COM 58937810 1 55 SH SHR/OTHR 01 55 D MERCURY COMPUTER SYS COM 58937810 10 400 SH SHARED 02 400 D MERCURY COMPUTER SYS COM 58937810 233 8522 SH SHARED 17 8522 D MERCURY GENL CORP NEW COM 58940010 4525 83000 SH SHARED 83000 D MERCURY GENL CORP NEW COM 58940010 442 8114 SH SHARED 02 8114 D MERCURY GENL CORP NEW COM 58940010 65 1200 SH SHARED 17 1200 D MERCURY INTERACTIVE CORP NOTE 4.750% 7/0 589405AB 30709 31400000 PRN SHARED 31400000 D MERCURY INTERACTIVE CORP NOTE 4.750% 7/0 589405AB 1244 1272000 PRN SHARED 02 1272000 D MERCURY INTERACTIVE CORP NOTE 5/0 589405AD 868 936000 PRN SHARED 936000 D MERCURY INTERACTIVE CORP COM 58940510 24837 647473 SH SHARED 646973 500 D MERCURY INTERACTIVE CORP COM 58940510 979 25530 SH SHARED 01 25530 D MERCURY INTERACTIVE CORP COM 58940510 7 200 SH SHR/OTHR 01 200 D MERCURY INTERACTIVE CORP COM 58940510 4123 107487 SH SHARED 02 107487 D MERCURY INTERACTIVE CORP COM 58940510 383 10000 SH SHARED 04 10000 D MERCURY INTERACTIVE CORP COM 58940510 38 1000 SH SHARED 06 1000 D MERCURY INTERACTIVE CORP COM 58940510 15804 412000 SH SHARED 10 410800 1200 D MERCURY INTERACTIVE CORP COM 58940510 2043 53265 SH SHARED 17 53265 D MEREDITH CORP COM 58943310 16484 335998 SH SHARED 335998 D MEREDITH CORP COM 58943310 1177 24000 SH SHARED 01 24000 D MEREDITH CORP COM 58943310 35 725 SH SHR/OTHR 01 725 D MEREDITH CORP COM 58943310 772 15741 SH SHARED 02 15741 D MEREDITH CORP COM 58943310 30 621 SH SHARED 06 621 D MEREDITH CORP COM 58943310 1160 23662 SH SHARED 17 23662 D MERIDIAN BIOSCIENCE INC COM 58958410 209 11070 SH SHARED 11070 D MERIDIAN BIOSCIENCE INC COM 58958410 109 5800 SH SHARED 17 5800 D MERIDIAN RESOURCE CORP COM 58977Q10 1151 240914 SH SHR/OTHR 240914 D MERIDIAN RESOURCE CORP COM 58977Q10 694 145225 SH SHARED 136325 8900 D MERIDIAN RESOURCE CORP COM 58977Q10 12 2700 SH SHARED 01 2700 D MERIDIAN RESOURCE CORP COM 58977Q10 2434 509300 SH SHARED 10 509300 D MERIDIAN RESOURCE CORP COM 58977Q10 760 159100 SH SHARED 17 30300 128800 D MERISTAR HOSPITALITY CORP NOTE 9.500% 4/0 58984YAJ 5064 4000000 PRN SHARED 11 4000000 D MERISTAR HOSPITALITY CORP COM 58984Y10 18360 2134899 SH SHARED 2134899 D MERISTAR HOSPITALITY CORP COM 58984Y10 196 22900 SH SHARED 01 22900 D MERISTAR HOSPITALITY CORP COM 58984Y10 273 31844 SH SHARED 17 31844 D MERIT MED SYS INC COM 58988910 403 26174 SH SHARED 26174 D MERIT MED SYS INC COM 58988910 171 11144 SH SHARED 17 11144 D MERIDIAN GOLD INC COM 58997510 1292 71800 SH SHARED 71800 D MERIDIAN GOLD INC COM 58997510 9 500 SH SHARED 01 500 D MERIDIAN GOLD INC COM 58997510 1292 71785 SH SHARED 02 71785 D MERIDIAN GOLD INC COM 58997510 9495 527500 SH SHARED 10 527500 D MERIDIAN GOLD INC COM 58997510 426 23700 SH SHARED 17 23700 D MERGE TECHNOLOGIES INC COM 58998110 465 24834 SH SHARED 11434 13400 D MERGE TECHNOLOGIES INC COM 58998110 18 1000 SH SHARED 01 1000 D MERGE TECHNOLOGIES INC COM 58998110 22 1200 SH SHR/OTHR 01 1200 D MERGE TECHNOLOGIES INC COM 58998110 76 4100 SH SHARED 10 4100 D MERGE TECHNOLOGIES INC COM 58998110 667 35600 SH SHARED 17 6100 29500 D MERITAGE HOMES CORP COM 59001A10 119 1505 SH SHARED 1505 D MERITAGE HOMES CORP COM 59001A10 47 600 SH SHARED 01 600 D MERITAGE HOMES CORP COM 59001A10 628 7900 SH SHARED 02 7900 D MERITAGE HOMES CORP COM 59001A10 98 1240 SH SHARED 10 1240 D MERIX CORP COM 59004910 557 95345 SH SHARED 95345 D MERIX CORP COM 59004910 14 2487 SH SHARED 02 2487 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 83065 83315000 PRN SHARED 83315000 D MERRILL LYNCH & CO INC COM 59018810 303558 5518248 SH SHARED 5273213 245035 D MERRILL LYNCH & CO INC COM 59018810 159 2900 SH SHR/OTHR 2900 D MERRILL LYNCH & CO INC COM 59018810 43134 784123 SH SHARED 01 361871 422252 D MERRILL LYNCH & CO INC COM 59018810 5661 102910 SH SHR/OTHR 01 102910 D MERRILL LYNCH & CO INC COM 59018810 21161 384692 SH SHARED 02 384692 D MERRILL LYNCH & CO INC COM 59018810 5395 98079 SH SHARED 04 90800 7279 D MERRILL LYNCH & CO INC COM 59018810 27 500 SH SHARED 05 500 D MERRILL LYNCH & CO INC COM 59018810 776 14110 SH SHARED 06 14110 D MERRILL LYNCH & CO INC COM 59018810 114750 2085988 SH SHARED 10 1650455 435533 D MERRILL LYNCH & CO INC COM 59018810 77 1400 SH SHR/OTHR 10 1400 D MERRILL LYNCH & CO INC COM 59018810 435 7921 SH SHARED 14 7921 D MERRILL LYNCH & CO INC COM 59018810 3289 59800 SH SHARED 15 59800 D MERRILL LYNCH & CO INC COM 59018810 23687 430596 SH SHARED 17 430596 D MESA AIR GROUP INC NOTE 2.482% 6/1 590479AB 870 2472000 PRN SHARED 2472000 D MESA AIR GROUP INC NOTE 2.115% 2/1 590479AD 5640 15000000 PRN SHARED 15000000 D MESA AIR GROUP INC COM 59047910 239 35631 SH SHARED 35631 D MESA AIR GROUP INC COM 59047910 107 16000 SH SHARED 17 16000 D MESABI TR CTF BEN INT 59067210 9 700 SH SHR/OTHR 01 700 D MESTEK INC COM 59082910 73 2876 SH SHARED 2876 D MESTEK INC COM 59082910 0 4 SH SHARED 02 4 D METAL MGMT INC COM NEW 59109720 838 43345 SH SHARED 43345 D METAL MGMT INC COM NEW 59109720 59 3100 SH SHARED 02 3100 D METAL MGMT INC COM NEW 59109720 4080 211000 SH SHARED 17 211000 D METALLICA RES INC COM 59125J10 89 72500 SH SHARED 72500 D METALS USA INC COM NEW 59132420 20170 1060466 SH SHARED 1060466 D METALS USA INC COM NEW 59132420 104 5500 SH SHARED 02 5500 D METALS USA INC COM NEW 59132420 165 8700 SH SHARED 17 8700 D METHANEX CORP COM 59151K10 176 10700 SH SHARED 10700 D METHANEX CORP COM 59151K10 26 1600 SH SHARED 01 1600 D METHANEX CORP COM 59151K10 34 2101 SH SHR/OTHR 01 2101 D METHANEX CORP COM 59151K10 48 2925 SH SHARED 02 2925 D METHANEX CORP COM 59151K10 1391 84497 SH SHARED 05 84497 D METHANEX CORP COM 59151K10 947 57500 SH SHARED 14 57500 D METHODE ELECTRS INC COM 59152020 449 37833 SH SHARED 37833 D METHODE ELECTRS INC COM 59152020 16 1400 SH SHARED 01 1400 D METHODE ELECTRS INC COM 59152020 13 1125 SH SHR/OTHR 01 1125 D METHODE ELECTRS INC COM 59152020 145 12228 SH SHARED 17 12228 D METLIFE INC COM 59156R10 164020 3649757 SH SHARED 3601453 48304 D METLIFE INC COM 59156R10 6350 141304 SH SHARED 01 141304 D METLIFE INC COM 59156R10 328 7317 SH SHR/OTHR 01 7317 D METLIFE INC COM 59156R10 10925 243123 SH SHARED 02 243123 D METLIFE INC COM 59156R10 268 5972 SH SHARED 04 5972 D METLIFE INC COM 59156R10 19584 435800 SH SHARED 05 210900 224900 D METLIFE INC COM 59156R10 3658 81401 SH SHARED 06 81401 D METLIFE INC COM 59156R10 18273 406628 SH SHARED 10 105300 301328 D METLIFE INC COM 59156R10 76 1700 SH SHARED 14 1700 D METLIFE INC COM 59156R10 17367 386468 SH SHARED 17 332668 53800 D METRIS COS INC COM 59159810 3088 213590 SH SHARED 166590 47000 D METRIS COS INC COM 59159810 2 200 SH SHARED 01 200 D METRIS COS INC COM 59159810 33 2300 SH SHARED 02 2300 D METRIS COS INC COM 59159810 2114 146200 SH SHARED 10 146200 D METRIS COS INC COM 59159810 7295 504505 SH SHARED 17 461505 43000 D METROLOGIC INSTRS INC COM 59167610 263 21003 SH SHARED 11403 9600 D METROLOGIC INSTRS INC COM 59167610 693 55300 SH SHARED 17 6400 48900 D METTLER TOLEDO INTERNATIONAL COM 59268810 88 1900 SH SHARED 900 1000 D METTLER TOLEDO INTERNATIONAL COM 59268810 154 3320 SH SHR/OTHR 01 3320 D METTLER TOLEDO INTERNATIONAL COM 59268810 203 4363 SH SHARED 02 4363 D METTLER TOLEDO INTERNATIONAL COM 59268810 14 316 SH SHARED 04 316 D METTLER TOLEDO INTERNATIONAL COM 59268810 6851 147100 SH SHARED 17 147100 D MEXICO EQUITY & INCOME FD COM 59283410 5022 287154 SH SHARED 287154 D MEXICO FD INC COM 59283510 0 25 SH SHARED 25 D MEXICO FD INC COM 59283510 16 685 SH SHR/OTHR 10 685 D MICHAELS STORES INC COM 59408710 19365 468100 SH SHARED 436800 31300 D MICHAELS STORES INC COM 59408710 2101 50800 SH SHARED 01 50800 D MICHAELS STORES INC COM 59408710 2487 60130 SH SHARED 02 60130 D MICHAELS STORES INC COM 59408710 74 1806 SH SHARED 06 1806 D MICHAELS STORES INC COM 59408710 11533 278800 SH SHARED 10 31800 247000 D MICHAELS STORES INC COM 59408710 149 3620 SH SHARED 14 3620 D MICHAELS STORES INC COM 59408710 232 5620 SH SHARED 17 5620 D MICREL INC COM 59479310 2255 195820 SH SHARED 73420 122400 D MICREL INC COM 59479310 343 29800 SH SHARED 01 29800 D MICREL INC COM 59479310 30 2675 SH SHR/OTHR 01 2675 D MICREL INC COM 59479310 366 31800 SH SHARED 02 31800 D MICREL INC COM 59479310 809 70300 SH SHARED 10 70300 D MICREL INC COM 59479310 2749 238700 SH SHARED 17 27100 211600 D MICROS SYS INC COM 59490110 1690 37782 SH SHARED 37782 D MICROS SYS INC COM 59490110 62 1400 SH SHARED 01 1400 D MICROS SYS INC COM 59490110 62 1400 SH SHARED 02 1400 D MICROS SYS INC COM 59490110 528 11800 SH SHARED 06 11800 D MICROS SYS INC COM 59490110 89 2000 SH SHARED 10 2000 D MICROS SYS INC COM 59490110 647 14466 SH SHARED 17 14466 D MICROSOFT CORP COM 59491810 1263959 50884025 SH SHARED 49687090 1196935 D MICROSOFT CORP COM 59491810 188 7600 SH SHR/OTHR 7600 D MICROSOFT CORP COM 59491810 90984 3662835 SH SHARED 01 1320145 2342690 D MICROSOFT CORP COM 59491810 27040 1088569 SH SHR/OTHR 01 1088569 D MICROSOFT CORP COM 59491810 90038 3624731 SH SHARED 02 3624731 D MICROSOFT CORP COM 59491810 12432 500500 SH SHARED 03 500500 D MICROSOFT CORP COM 59491810 288985 11633894 SH SHARED 04 11592452 41442 D MICROSOFT CORP COM 59491810 14575 586764 SH SHARED 05 271950 314814 D MICROSOFT CORP COM 59491810 27419 1103827 SH SHARED 06 1103827 D MICROSOFT CORP COM 59491810 548361 22075759 SH SHARED 10 10006587 6916450 5152722 D MICROSOFT CORP COM 59491810 8245 331945 SH SHR/OTHR 10 331945 D MICROSOFT CORP COM 59491810 12603 507395 SH SHARED 14 507395 D MICROSOFT CORP COM 59491810 8083 325420 SH SHARED 15 325420 D MICROSOFT CORP COM 59491810 4247 171000 SH SHARED 16 171000 D MICROSOFT CORP COM 59491810 123651 4977907 SH SHARED 17 4868807 109100 D MICROSOFT CORP COM 59491810 28492 1147028 SH SHARED 18 1147028 D MICROVISION INC WASH COM 59496010 74 14545 SH SHARED 14545 D MICROVISION INC WASH COM 59496010 3 600 SH SHARED 02 600 D MICROSTRATEGY INC *W EXP 06/24/200 59497211 0 53 SH SHARED 01 53 D MICROSTRATEGY INC *W EXP 06/24/200 59497211 0 202 SH SHARED 10 202 D MICROSTRATEGY INC CL A NEW 59497240 862 16259 SH SHARED 16259 D MICROSTRATEGY INC CL A NEW 59497240 74 1400 SH SHARED 01 1400 D MICROSTRATEGY INC CL A NEW 59497240 5 100 SH SHARED 02 100 D MICROSTRATEGY INC CL A NEW 59497240 2 46 SH SHARED 10 46 D MICROSTRATEGY INC CL A NEW 59497240 912 17200 SH SHARED 17 17200 D MICRO THERAPEUTICS INC COM 59500W10 46 11791 SH SHARED 11791 D MICROCHIP TECHNOLOGY INC COM 59501710 44540 1503718 SH SHARED 1486318 17400 D MICROCHIP TECHNOLOGY INC COM 59501710 2223 75055 SH SHARED 01 75055 D MICROCHIP TECHNOLOGY INC COM 59501710 2800 94535 SH SHARED 02 94535 D MICROCHIP TECHNOLOGY INC COM 59501710 77 2600 SH SHARED 06 2600 D MICROCHIP TECHNOLOGY INC COM 59501710 5082 171604 SH SHARED 10 89204 500 81900 D MICROCHIP TECHNOLOGY INC COM 59501710 166 5610 SH SHARED 14 5610 D MICROCHIP TECHNOLOGY INC COM 59501710 525 17750 SH SHARED 17 17750 D MICROMUSE INC COM 59509410 2239 396403 SH SHARED 396403 D MICROMUSE INC COM 59509410 11 2100 SH SHARED 01 2100 D MICROMUSE INC COM 59509410 10 1900 SH SHR/OTHR 01 1900 D MICROMUSE INC COM 59509410 5828 1031600 SH SHARED 17 1031600 D MICRON TECHNOLOGY INC NOTE 2.500% 2/0 595112AG 5827 5845000 PRN SHARED 5845000 D MICRON TECHNOLOGY INC COM 59511210 14788 1448422 SH SHARED 1446122 2300 D MICRON TECHNOLOGY INC COM 59511210 1184 115973 SH SHARED 01 115973 D MICRON TECHNOLOGY INC COM 59511210 4 400 SH SHR/OTHR 01 400 D MICRON TECHNOLOGY INC COM 59511210 4157 407240 SH SHARED 02 407240 D MICRON TECHNOLOGY INC COM 59511210 816 80000 SH SHARED 04 80000 D MICRON TECHNOLOGY INC COM 59511210 9 900 SH SHARED 05 900 D MICRON TECHNOLOGY INC COM 59511210 71 7000 SH SHARED 06 7000 D MICRON TECHNOLOGY INC COM 59511210 992 97200 SH SHARED 10 86600 10600 D MICRON TECHNOLOGY INC COM 59511210 767 75200 SH SHARED 14 75200 D MICRON TECHNOLOGY INC COM 59511210 2477 242669 SH SHARED 17 242669 D MICROSEMI CORP COM 59513710 1142 60767 SH SHARED 60767 D MICROSEMI CORP COM 59513710 31 1650 SH SHARED 01 1350 300 D MICROSEMI CORP COM 59513710 121 6459 SH SHR/OTHR 01 6459 D MICROSEMI CORP COM 59513710 75 4000 SH SHARED 10 4000 D MICROSEMI CORP COM 59513710 439 23388 SH SHARED 17 23388 D MICROTUNE INC DEL COM 59514P10 439 87602 SH SHARED 87602 D MICROTUNE INC DEL COM 59514P10 111 22150 SH SHARED 01 22150 D MICROTUNE INC DEL COM 59514P10 847 169000 SH SHR/OTHR 01 169000 D MICROTUNE INC DEL COM 59514P10 120 24100 SH SHARED 17 24100 D MICROTEK MEDICAL HLDGS INC COM 59515B10 130 35500 SH SHARED 35500 D MICROTEK MEDICAL HLDGS INC COM 59515B10 20 5529 SH SHARED 02 5529 D MID-AMER APT CMNTYS INC COM 59522J10 888 19568 SH SHARED 18768 800 D MID-AMER APT CMNTYS INC COM 59522J10 481 10600 SH SHARED 11 10600 D MID-AMER APT CMNTYS INC COM 59522J10 753 16600 SH SHARED 17 8100 8500 D MID-STATE BANCSHARES COM 59544010 637 22963 SH SHARED 22963 D MID-STATE BANCSHARES COM 59544010 266 9600 SH SHARED 17 9600 D MIDAS GROUP INC COM 59562610 379 16500 SH SHARED 16500 D MIDCAP SPDR TR UNIT SER 1 59563510 538 4300 SH SHARED 4300 D MIDCAP SPDR TR UNIT SER 1 59563510 528 4220 SH SHARED 01 400 3820 D MIDCAP SPDR TR UNIT SER 1 59563510 421 3365 SH SHR/OTHR 01 3365 D MIDCAP SPDR TR UNIT SER 1 59563510 61689 492527 SH SHARED 02 492527 D MIDCAP SPDR TR UNIT SER 1 59563510 10579 84465 SH SHARED 10 640 83825 D MIDCAP SPDR TR UNIT SER 1 59563510 350 2800 SH SHR/OTHR 10 2800 D MIDDLEBURG FINANCIAL CORP COM 59609410 1305 44000 SH SHR/OTHR 10 44000 D MIDDLEBY CORP COM 59627810 262 4970 SH SHARED 4970 D MIDDLEBY CORP COM 59627810 47 900 SH SHARED 02 900 D MIDDLEBY CORP COM 59627810 2167 41000 SH SHARED 17 2300 38700 D MIDDLESEX WATER CO COM 59668010 217 11200 SH SHARED 11200 D MIDDLESEX WATER CO COM 59668010 138 7134 SH SHARED 01 7134 D MIDDLESEX WATER CO COM 59668010 49 2533 SH SHARED 17 2533 D MIDLAND CO COM 59748610 368 10470 SH SHARED 10470 D MIDLAND CO COM 59748610 73 2100 SH SHR/OTHR 01 2100 D MIDLAND CO COM 59748610 1409 40060 SH SHARED 10 1960 38100 D MIDLAND CO COM 59748610 334 9500 SH SHARED 17 3100 6400 D MIDWAY GAMES INC COM 59814810 355 32449 SH SHARED 32449 D MIDWAY GAMES INC COM 59814810 15 1400 SH SHARED 02 1400 D MIDWAY GAMES INC COM 59814810 110 10059 SH SHARED 17 10059 D MIDWEST BANC HOLDINGS INC COM 59825110 211 10967 SH SHARED 10967 D MIDWEST BANC HOLDINGS INC COM 59825110 98 5100 SH SHARED 17 5100 D MIKOHN GAMING CORP COM 59862K10 333 22642 SH SHARED 22642 D MIKOHN GAMING CORP COM 59862K10 151 10300 SH SHARED 17 10300 D MILACRON INC COM 59870910 59 31600 SH SHARED 31600 D MILACRON INC COM 59870910 0 1 SH SHARED 01 1 D MILACRON INC COM 59870910 7 4000 SH SHARED 02 4000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 11687 1260824 SH SHARED 1238924 21900 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1020 110041 SH SHARED 01 110041 D MILLENNIUM PHARMACEUTICALS I COM 59990210 27 3000 SH SHR/OTHR 01 3000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 2009 216745 SH SHARED 02 216745 D MILLENNIUM PHARMACEUTICALS I COM 59990210 30 3300 SH SHARED 06 3300 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1612 174000 SH SHARED 10 161700 12300 D MILLENNIUM PHARMACEUTICALS I COM 59990210 22 2443 SH SHARED 14 2443 D MILLEA HOLDINGS INC ADR 60032R10 11 167 SH SHARED 01 167 D MILLEA HOLDINGS INC ADR 60032R10 220 3265 SH SHR/OTHR 01 3265 D MILLEA HOLDINGS INC ADR 60032R10 6 90 SH SHARED 10 90 D MILLER HERMAN INC COM 60054410 281 9143 SH SHARED 9143 D MILLER HERMAN INC COM 60054410 730 23700 SH SHARED 01 23700 D MILLER HERMAN INC COM 60054410 927 30065 SH SHARED 02 30065 D MILLER HERMAN INC COM 60054410 274 8900 SH SHARED 17 8900 D MILLIPORE CORP COM 60107310 6433 113397 SH SHARED 113397 D MILLIPORE CORP COM 60107310 699 12336 SH SHARED 01 12336 D MILLIPORE CORP COM 60107310 1540 27154 SH SHARED 02 27154 D MILLIPORE CORP COM 60107310 113 2000 SH SHARED 10 2000 D MILLIPORE CORP COM 60107310 28 500 SH SHR/OTHR 10 500 D MILLIPORE CORP COM 60107310 10296 181496 SH SHARED 17 181496 D MILLS CORP COM 60114810 8042 132300 SH SHARED 132000 300 D MILLS CORP COM 60114810 42 700 SH SHARED 01 700 D MILLS CORP COM 60114810 323 5318 SH SHARED 02 5318 D MILLS CORP COM 60114810 297 4900 SH SHARED 10 4900 D MILLS CORP COM 60114810 256357 4217100 SH SHARED 11 4217100 D MINDSPEED TECHNOLOGIES INC COM 60268210 43 35686 SH SHARED 35686 D MINDSPEED TECHNOLOGIES INC COM 60268210 4 3657 SH SHARED 01 125 3532 D MINDSPEED TECHNOLOGIES INC COM 60268210 15 12528 SH SHARED 02 12528 D MINDSPEED TECHNOLOGIES INC COM 60268210 2 2333 SH SHARED 10 2333 D MINE SAFETY APPLIANCES CO COM 60272010 1313 28421 SH SHARED 28421 D MINE SAFETY APPLIANCES CO COM 60272010 80 1750 SH SHR/OTHR 01 1750 D MINE SAFETY APPLIANCES CO COM 60272010 32 700 SH SHARED 02 700 D MINE SAFETY APPLIANCES CO COM 60272010 66 1430 SH SHARED 10 1430 D MINE SAFETY APPLIANCES CO COM 60272010 702 15200 SH SHARED 17 15200 D MINEFINDERS LTD COM 60290010 73 16000 SH SHARED 16000 D MINERALS TECHNOLOGIES INC COM 60315810 1509 24499 SH SHARED 22799 1700 D MINERALS TECHNOLOGIES INC COM 60315810 455 7400 SH SHARED 01 7400 D MINERALS TECHNOLOGIES INC COM 60315810 456 7411 SH SHARED 02 7411 D MINERALS TECHNOLOGIES INC COM 60315810 49 810 SH SHARED 10 810 D MINERALS TECHNOLOGIES INC COM 60315810 1544 25068 SH SHARED 17 10168 14900 D MIPS TECHNOLOGIES INC COM 60456710 1111 154433 SH SHARED 41833 112600 D MIPS TECHNOLOGIES INC COM 60456710 144 20100 SH SHARED 10 20100 D MIPS TECHNOLOGIES INC COM 60456710 367 51100 SH SHARED 17 18800 32300 D MIRAMAR MINING CORP COM 60466E10 5 5000 SH SHARED 5000 D MISSION RESOURCES CORP COM 60510910 331 41100 SH SHARED 41100 D MISSION RESOURCES CORP COM 60510910 166 20600 SH SHARED 17 20600 D MISSION WEST PPTYS INC COM 60520310 155 15115 SH SHARED 15115 D MISSION WEST PPTYS INC COM 60520310 26 2627 SH SHARED 02 2627 D MITCHELLS & BUTLERS SPONS ADR NEW 60668M20 43 7285 SH SHR/OTHR 01 7285 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 260 30700 SH SHARED 30700 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 10 1200 SH SHARED 01 1200 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 131 15535 SH SHR/OTHR 01 15535 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 2146 253080 SH SHARED 10 253080 D MITTAL STEEL CO N V NY REG SH CL A 60684P10 1731 72940 SH SHARED 72940 D MITTAL STEEL CO N V NY REG SH CL A 60684P10 0 35 SH SHARED 01 35 D MITTAL STEEL CO N V NY REG SH CL A 60684P10 1040 43845 SH SHARED 02 43845 D MOBILE MINI INC COM 60740F10 521 15128 SH SHARED 15128 D MOBILE MINI INC COM 60740F10 3 100 SH SHARED 01 100 D MOBILE MINI INC COM 60740F10 37 1100 SH SHARED 02 1100 D MOBILE MINI INC COM 60740F10 230 6674 SH SHARED 17 6674 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 31835 946068 SH SHARED 936068 10000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 1514 45000 SH SHARED 01 45000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 23 700 SH SHR/OTHR 01 700 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 1211 36000 SH SHARED 02 36000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 32169 956004 SH SHARED 04 956004 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 948 28200 SH SHARED 05 28200 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 6393 190000 SH SHARED 06 190000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 10354 307700 SH SHARED 10 307700 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 568 16900 SH SHARED 17 16900 D MOBILITY ELECTRONICS INC COM 60741U10 242 26504 SH SHARED 26504 D MOBILITY ELECTRONICS INC COM 60741U10 113 12400 SH SHARED 17 12400 D MODINE MFG CO COM 60782810 1225 37634 SH SHARED 37634 D MODINE MFG CO COM 60782810 380 11700 SH SHARED 01 11700 D MODINE MFG CO COM 60782810 81 2500 SH SHR/OTHR 01 2500 D MODINE MFG CO COM 60782810 348 10700 SH SHARED 02 10700 D MODINE MFG CO COM 60782810 472 14506 SH SHARED 17 14506 D MOHAWK INDS INC COM 60819010 561 6800 SH SHARED 6800 D MOHAWK INDS INC COM 60819010 1782 21600 SH SHARED 01 21600 D MOHAWK INDS INC COM 60819010 399 4847 SH SHR/OTHR 01 4847 D MOHAWK INDS INC COM 60819010 2749 33328 SH SHARED 02 33328 D MOHAWK INDS INC COM 60819010 41 500 SH SHARED 06 500 D MOHAWK INDS INC COM 60819010 148 1800 SH SHARED 17 1800 D MOLECULAR DEVICES CORP COM 60851C10 728 33654 SH SHARED 33654 D MOLECULAR DEVICES CORP COM 60851C10 36 1700 SH SHARED 02 1700 D MOLECULAR DEVICES CORP COM 60851C10 175 8100 SH SHARED 17 8100 D MOLINA HEALTHCARE INC COM 60855R10 478 10801 SH SHARED 10801 D MOLINA HEALTHCARE INC COM 60855R10 141 3190 SH SHARED 02 3100 90 D MOLINA HEALTHCARE INC COM 60855R10 1898 42900 SH SHARED 17 13000 29900 D MOLEX INC COM 60855410 21007 806724 SH SHARED 806724 D MOLEX INC COM 60855410 895 34400 SH SHARED 01 34400 D MOLEX INC COM 60855410 1844 70822 SH SHARED 02 70822 D MOLEX INC COM 60855410 357 13731 SH SHARED 10 1525 12206 D MOLEX INC COM 60855410 1914 73503 SH SHARED 17 73503 D MOLEX INC CL A 60855420 2715 115658 SH SHARED 115658 D MOLEX INC CL A 60855420 74 3165 SH SHR/OTHR 01 3165 D MOLEX INC CL A 60855420 612 26100 SH SHARED 02 4900 21200 D MOLEX INC CL A 60855420 96 4113 SH SHARED 14 4113 D MOLSON COORS BREWING CO CL B 60871R20 31157 502548 SH SHARED 502548 D MOLSON COORS BREWING CO CL B 60871R20 976 15750 SH SHARED 01 15750 D MOLSON COORS BREWING CO CL B 60871R20 1593 25702 SH SHARED 02 25702 D MOLSON COORS BREWING CO CL B 60871R20 2108 34000 SH SHARED 06 34000 D MOLSON COORS BREWING CO CL B 60871R20 4284 69100 SH SHARED 10 67700 1400 D MOLSON COORS BREWING CO CL B 60871R20 2045 32994 SH SHARED 17 32994 D MOMENTA PHARMACEUTICALS INC COM 60877T10 2132 107871 SH SHARED 107871 D MOMENTA PHARMACEUTICALS INC COM 60877T10 85 4300 SH SHARED 17 4300 D MONACO COACH CORP COM 60886R10 437 25431 SH SHARED 25431 D MONACO COACH CORP COM 60886R10 257 15000 SH SHARED 01 15000 D MONACO COACH CORP COM 60886R10 221 12907 SH SHARED 10 2407 10500 D MONACO COACH CORP COM 60886R10 181 10575 SH SHARED 17 10575 D MONARCH CAP CORP DEL COM 60902310 0 1000 SH SHR/OTHR 01 1000 D MONARCH CASINO & RESORT INC COM 60902710 200 9096 SH SHARED 9096 D MONARCH CASINO & RESORT INC COM 60902710 108 4900 SH SHARED 17 4900 D MONEYGRAM INTL INC COM 60935Y10 4396 229951 SH SHARED 229951 D MONEYGRAM INTL INC COM 60935Y10 623 32600 SH SHARED 01 32600 D MONEYGRAM INTL INC COM 60935Y10 22 1175 SH SHR/OTHR 01 1175 D MONEYGRAM INTL INC COM 60935Y10 559 29265 SH SHARED 02 29265 D MONEYGRAM INTL INC COM 60935Y10 449 23500 SH SHARED 10 23500 D MONEYGRAM INTL INC COM 60935Y10 623 32600 SH SHARED 17 32600 D MONOLITHIC PWR SYS INC COM 60983910 260 29311 SH SHARED 29311 D MONOLITHIC PWR SYS INC COM 60983910 55 6205 SH SHARED 04 6205 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 569 113211 SH SHARED 113211 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 15 3000 SH SHARED 02 3000 D MONRO MUFFLER BRAKE INC COM 61023610 302 10235 SH SHARED 10235 D MONRO MUFFLER BRAKE INC COM 61023610 4 150 SH SHARED 01 150 D MONRO MUFFLER BRAKE INC COM 61023610 110 3750 SH SHARED 17 3750 D MONSANTO CO NEW COM 61166W10 112284 1785981 SH SHARED 1596782 189199 D MONSANTO CO NEW COM 61166W10 26743 425379 SH SHARED 01 168191 257188 D MONSANTO CO NEW COM 61166W10 12143 193160 SH SHR/OTHR 01 193160 D MONSANTO CO NEW COM 61166W10 7954 126528 SH SHARED 02 126528 D MONSANTO CO NEW COM 61166W10 3149 50100 SH SHARED 04 50100 D MONSANTO CO NEW COM 61166W10 13628 216778 SH SHARED 05 78818 137960 D MONSANTO CO NEW COM 61166W10 679 10807 SH SHARED 06 10807 D MONSANTO CO NEW COM 61166W10 41818 665163 SH SHARED 10 504281 160882 D MONSANTO CO NEW COM 61166W10 1027 16350 SH SHR/OTHR 10 16350 D MONSANTO CO NEW COM 61166W10 535 8515 SH SHARED 14 8515 D MONSANTO CO NEW COM 61166W10 2226 35415 SH SHARED 15 35415 D MONSANTO CO NEW COM 61166W10 482218 7670094 SH SHARED 17 7670094 D MONSTER WORLDWIDE INC COM 61174210 9984 348134 SH SHARED 348134 D MONSTER WORLDWIDE INC COM 61174210 734 25600 SH SHARED 01 25600 D MONSTER WORLDWIDE INC COM 61174210 94 3306 SH SHR/OTHR 01 3306 D MONSTER WORLDWIDE INC COM 61174210 1249 43550 SH SHARED 02 43550 D MONSTER WORLDWIDE INC COM 61174210 3800 132500 SH SHARED 04 132500 D MONSTER WORLDWIDE INC COM 61174210 3372 117574 SH SHARED 17 117574 D MONTGOMERY STR INCOME SECS I COM 61411510 109 6000 SH SHR/OTHR 01 6000 D MONTGOMERY STR INCOME SECS I COM 61411510 1091 60070 SH SHARED 10 32800 27270 D MONTGOMERY STR INCOME SECS I COM 61411510 109 6000 SH SHR/OTHR 10 6000 D MOODYS CORP COM 61536910 61639 1370985 SH SHARED 1370385 600 D MOODYS CORP COM 61536910 8128 180785 SH SHARED 01 103150 77635 D MOODYS CORP COM 61536910 5833 129750 SH SHR/OTHR 01 129750 D MOODYS CORP COM 61536910 4951 110131 SH SHARED 02 110131 D MOODYS CORP COM 61536910 8 200 SH SHARED 05 200 D MOODYS CORP COM 61536910 1560 34700 SH SHARED 06 34700 D MOODYS CORP COM 61536910 4031 89666 SH SHARED 10 9500 80166 D MOODYS CORP COM 61536910 728 16200 SH SHR/OTHR 10 16200 D MOODYS CORP COM 61536910 10158 225952 SH SHARED 17 225952 D MOOG INC CL A 61539420 2075 65915 SH SHARED 36115 29800 D MOOG INC CL A 61539420 9 300 SH SHARED 02 300 D MOOG INC CL A 61539420 6530 207375 SH SHARED 10 675 206700 D MOOG INC CL A 61539420 1902 60425 SH SHARED 17 15075 45350 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 81 8213 SH SHARED 8213 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 99 10000 SH SHR/OTHR 01 10000 D MORGAN STANLEY HIGH YIELD FD COM 61744M10 1 308 SH SHARED 308 D MORGAN STANLEY ASIA PAC FD I COM 61744U10 2294 174900 SH SHARED 174900 D MORGAN STANLEY COM NEW 61744644 400288 7628905 SH SHARED 7565190 63715 D MORGAN STANLEY COM NEW 61744644 14542 277157 SH SHARED 01 7101 270056 D MORGAN STANLEY COM NEW 61744644 3373 64289 SH SHR/OTHR 01 64289 D MORGAN STANLEY COM NEW 61744644 22726 433136 SH SHARED 02 433136 D MORGAN STANLEY COM NEW 61744644 47502 905329 SH SHARED 04 901000 4329 D MORGAN STANLEY COM NEW 61744644 2323 44280 SH SHARED 05 44280 D MORGAN STANLEY COM NEW 61744644 10157 193584 SH SHARED 06 193584 D MORGAN STANLEY COM NEW 61744644 8966 170881 SH SHARED 10 148250 22631 D MORGAN STANLEY COM NEW 61744644 2365 45085 SH SHARED 14 45085 D MORGAN STANLEY COM NEW 61744644 2361 45010 SH SHARED 15 45010 D MORGAN STANLEY COM NEW 61744644 46359 883549 SH SHARED 17 809349 74200 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 233 8294 SH SHARED 8294 D MORNINGSTAR INC COM 61770010 28 1000 SH SHARED 01 1000 D MORNINGSTAR INC COM 61770010 2606 92600 SH SHARED 10 91700 900 D MORNINGSTAR INC COM 61770010 3530 125400 SH SHARED 17 125400 D MORTGAGEIT HLDGS INC COM 61915Q10 307 16839 SH SHARED 16839 D MORTGAGEIT HLDGS INC COM 61915Q10 51 2800 SH SHARED 02 2800 D MORTGAGEIT HLDGS INC COM 61915Q10 147 8100 SH SHARED 17 8100 D MOSAIC CO COM 61945A10 4517 290300 SH SHARED 290300 D MOSAIC CO COM 61945A10 6 395 SH SHR/OTHR 01 395 D MOSAIC CO COM 61945A10 196 12600 SH SHARED 02 12600 D MOSAIC CO COM 61945A10 17 1100 SH SHARED 10 1100 D MOSAIC CO COM 61945A10 773 49680 SH SHARED 17 49680 D MOSAIC CO PFD CV 7.5% 61945A20 14880 145600 SH SHARED 145600 D MOSAIC CO PFD CV 7.5% 61945A20 562 5500 SH SHARED 02 5500 D MOTIVE INC COM 61980V10 218 21988 SH SHARED 21988 D MOTIVE INC COM 61980V10 109 11000 SH SHARED 17 11000 D MOTOROLA INC COM 62007610 259319 14201513 SH SHARED 13230810 970703 D MOTOROLA INC COM 62007610 11320 619942 SH SHARED 01 88891 531051 D MOTOROLA INC COM 62007610 3072 168261 SH SHR/OTHR 01 168261 D MOTOROLA INC COM 62007610 31946 1749561 SH SHARED 02 1749561 D MOTOROLA INC COM 62007610 7632 418000 SH SHARED 03 418000 D MOTOROLA INC COM 62007610 33321 1824820 SH SHARED 04 1824820 D MOTOROLA INC COM 62007610 27564 1509530 SH SHARED 05 852870 656660 D MOTOROLA INC COM 62007610 9843 539085 SH SHARED 06 539085 D MOTOROLA INC COM 62007610 188383 10316738 SH SHARED 10 4127338 6029030 160370 D MOTOROLA INC COM 62007610 357 19600 SH SHR/OTHR 10 19600 D MOTOROLA INC COM 62007610 1776 97304 SH SHARED 14 97304 D MOTOROLA INC COM 62007610 160 8780 SH SHARED 15 8780 D MOTOROLA INC COM 62007610 25773 1411446 SH SHARED 17 1411446 D MOTOROLA INC COM EX-DISTR 62007612 0 650 SH SHARED 02 650 D MOVADO GROUP INC COM 62458010 340 18041 SH SHARED 18041 D MOVADO GROUP INC COM 62458010 33 1800 SH SHARED 01 1800 D MOVADO GROUP INC COM 62458010 556 29500 SH SHARED 05 29500 D MOVADO GROUP INC COM 62458010 2845 150700 SH SHARED 17 150700 D MOVIE GALLERY INC COM 62458110 686 25966 SH SHARED 25966 D MOVIE GALLERY INC COM 62458110 549 20800 SH SHARED 02 20800 D MOVIE GALLERY INC COM 62458110 262 9925 SH SHARED 17 9925 D MUELLER INDS INC COM 62475610 1456 53734 SH SHARED 36034 17700 D MUELLER INDS INC COM 62475610 191 7070 SH SHARED 10 1410 5660 D MUELLER INDS INC COM 62475610 2785 102800 SH SHARED 17 14000 88800 D MULTI FINELINE ELECTRONIX IN COM 62541B10 144 7873 SH SHARED 7873 D MULTI FINELINE ELECTRONIX IN COM 62541B10 5 300 SH SHARED 01 300 D MULTI FINELINE ELECTRONIX IN COM 62541B10 53 2900 SH SHARED 02 2900 D MULTI FINELINE ELECTRONIX IN COM 62541B10 44 2400 SH SHARED 17 2400 D MULTIMEDIA GAMES INC COM 62545310 2133 193776 SH SHARED 105176 88600 D MULTIMEDIA GAMES INC COM 62545310 974 88500 SH SHARED 10 88500 D MULTIMEDIA GAMES INC COM 62545310 416 37800 SH SHARED 17 12500 25300 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 0 7 SH SHARED 01 7 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 44 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 1 67 SH SHARED 67 D MUNIHOLDINGS INSD FD II INC COM 62625A10 0 41 SH SHARED 41 D MUNIYIELD CALIF INS FD COM 62629L10 65 4562 SH SHARED 4562 D MUNIYIELD CALIF INS FD COM 62629L10 28 2000 SH SHR/OTHR 01 2000 D MUNIYIELD CALIF FD INC COM 62629610 128 9191 SH SHARED 01 9191 D MUNIYIELD FD INC COM 62629910 1 84 SH SHARED 84 D MUNIYIELD INSD FD INC COM 62630E10 1 126 SH SHARED 10 126 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 408 30043 SH SHR/OTHR 01 30043 D MURPHY OIL CORP COM 62671710 52 1000 SH SHARED 1000 D MURPHY OIL CORP COM 62671710 13078 250400 SH SHARED 250400 D MURPHY OIL CORP COM 62671710 21445 410600 SH SHARED 01 79200 331400 D MURPHY OIL CORP COM 62671710 30114 576580 SH SHR/OTHR 01 576580 D MURPHY OIL CORP COM 62671710 3952 75672 SH SHARED 02 75672 D MURPHY OIL CORP COM 62671710 2350 45000 SH SHARED 04 45000 D MURPHY OIL CORP COM 62671710 595 11400 SH SHARED 17 11400 D MYERS INDS INC COM 62846410 322 25837 SH SHARED 25837 D MYERS INDS INC COM 62846410 22 1834 SH SHR/OTHR 01 1834 D MYERS INDS INC COM 62846410 541 43307 SH SHARED 10 43307 D MYERS INDS INC COM 62846410 101 8159 SH SHARED 17 8159 D MYKROLIS CORP COM 62852P10 1794 126300 SH SHARED 126300 D MYKROLIS CORP COM 62852P10 17 1218 SH SHARED 01 1218 D MYKROLIS CORP COM 62852P10 31 2200 SH SHR/OTHR 01 2200 D MYKROLIS CORP COM 62852P10 19 1353 SH SHARED 10 1353 D MYKROLIS CORP COM 62852P10 217 15300 SH SHARED 17 15300 D MYLAN LABS INC COM 62853010 114560 5954300 SH SHARED 5954300 D MYLAN LABS INC COM 62853010 869 45200 SH SHARED 01 45200 D MYLAN LABS INC COM 62853010 8 450 SH SHR/OTHR 01 450 D MYLAN LABS INC COM 62853010 2075 107849 SH SHARED 02 107849 D MYLAN LABS INC COM 62853010 2053 106736 SH SHARED 17 106736 D MYRIAD GENETICS INC COM 62855J10 1439 91973 SH SHARED 91973 D MYRIAD GENETICS INC COM 62855J10 6 400 SH SHR/OTHR 01 400 D MYRIAD GENETICS INC COM 62855J10 59 3800 SH SHARED 02 3800 D MYRIAD GENETICS INC COM 62855J10 194 12400 SH SHARED 17 12400 D MYOGEN INC COM 62856E10 203 29064 SH SHARED 29064 D MYOGEN INC COM 62856E10 514 73600 SH SHARED 10 67500 6100 D NBC CAP CORP COM 62872910 163 6733 SH SHARED 6733 D NBC CAP CORP COM 62872910 1 56 SH SHARED 02 56 D NBC CAP CORP COM 62872910 30 1233 SH SHARED 17 1233 D NBT BANCORP INC COM 62877810 768 32529 SH SHARED 32529 D NBT BANCORP INC COM 62877810 2 100 SH SHARED 01 100 D NBT BANCORP INC COM 62877810 356 15097 SH SHARED 17 15097 D NBTY INC COM 62878210 127 4900 SH SHARED 4900 D NBTY INC COM 62878210 2122 81816 SH SHARED 81816 D NBTY INC COM 62878210 19 750 SH SHARED 01 750 D NBTY INC COM 62878210 20 800 SH SHARED 02 800 D NBTY INC COM 62878210 53 2080 SH SHARED 10 2080 D NBTY INC COM 62878210 547 21100 SH SHARED 17 21100 D NCI BUILDING SYS INC COM 62885210 68 2100 SH SHARED 2100 D NCI BUILDING SYS INC COM 62885210 681 20766 SH SHARED 20766 D NCI BUILDING SYS INC COM 62885210 4634 141300 SH SHARED 17 141300 D NCO GROUP INC NOTE 4.750% 4/1 628858AB 5624 5676000 PRN SHARED 5676000 D NCO GROUP INC COM 62885810 1226 56715 SH SHR/OTHR 56715 D NCO GROUP INC COM 62885810 681 31513 SH SHARED 31513 D NCO GROUP INC COM 62885810 80 3700 SH SHARED 02 3700 D NCO GROUP INC COM 62885810 919 42500 SH SHARED 10 42500 D NCO GROUP INC COM 62885810 270 12511 SH SHARED 17 12511 D NCR CORP NEW COM 62886E10 509 14500 SH SHARED 14500 D NCR CORP NEW COM 62886E10 27592 785664 SH SHARED 785662 2 D NCR CORP NEW COM 62886E10 1484 42265 SH SHARED 01 4300 37965 D NCR CORP NEW COM 62886E10 29 836 SH SHR/OTHR 01 836 D NCR CORP NEW COM 62886E10 2710 77172 SH SHARED 02 77172 D NCR CORP NEW COM 62886E10 7943 226184 SH SHARED 10 105442 119200 1542 D NCR CORP NEW COM 62886E10 22002 626504 SH SHARED 17 626504 D NS GROUP INC COM 62891610 719 22140 SH SHARED 22140 D NS GROUP INC COM 62891610 555 17100 SH SHARED 05 17100 D NS GROUP INC COM 62891610 221 6800 SH SHARED 10 6800 D NS GROUP INC COM 62891610 10688 328776 SH SHARED 17 328776 D NASB FINL INC COM 62896810 134 3067 SH SHARED 3067 D NGP CAP RES CO COM 62912R10 260 17432 SH SHARED 17432 D NGP CAP RES CO COM 62912R10 1369 91700 SH SHARED 17 91700 D NII HLDGS INC NOTE 2.875% 2/0 62913FAC 1389 1039000 PRN SHARED 02 1039000 D NII HLDGS INC CL B NEW 62913F20 17289 270400 SH SHARED 259500 10900 D NII HLDGS INC CL B NEW 62913F20 102 1600 SH SHARED 01 1600 D NII HLDGS INC CL B NEW 62913F20 549 8600 SH SHARED 02 8600 D NII HLDGS INC CL B NEW 62913F20 8395 131300 SH SHARED 10 131300 D NII HLDGS INC CL B NEW 62913F20 14215 222320 SH SHARED 17 222320 D NIC INC COM 62914B10 153 33304 SH SHARED 33304 D NIC INC COM 62914B10 63 13700 SH SHARED 17 13700 D NL INDS INC COM NEW 62915640 120 7800 SH SHARED 7800 D NL INDS INC COM NEW 62915640 35 2300 SH SHARED 17 2300 D NMS COMMUNICATIONS CORP COM 62924810 101 35530 SH SHARED 35530 D NMS COMMUNICATIONS CORP COM 62924810 16 5600 SH SHARED 02 5600 D NN INC COM 62933710 221 17500 SH SHARED 17500 D NN INC COM 62933710 83 6600 SH SHARED 17 6600 D NPS PHARMACEUTICALS INC NOTE 3.000% 6/1 62936PAB 1326 1568000 PRN SHARED 1568000 D NPS PHARMACEUTICALS INC NOTE 3.000% 6/1 62936PAB 2199 2600000 PRN SHARED 02 2600000 D NPS PHARMACEUTICALS INC COM 62936P10 1590 140118 SH SHARED 140118 D NPS PHARMACEUTICALS INC COM 62936P10 77 6800 SH SHARED 01 6800 D NPS PHARMACEUTICALS INC COM 62936P10 10885 959100 SH SHARED 04 959100 D NPS PHARMACEUTICALS INC COM 62936P10 158 14000 SH SHARED 14 14000 D NPS PHARMACEUTICALS INC COM 62936P10 177 15670 SH SHARED 17 15670 D NRG ENERGY INC COM NEW 62937750 411 10940 SH SHARED 10940 D NRG ENERGY INC COM NEW 62937750 56 1500 SH SHARED 01 1500 D NRG ENERGY INC COM NEW 62937750 7182 191035 SH SHARED 02 191035 D NRG ENERGY INC COM NEW 62937750 199 5300 SH SHARED 17 5300 D NTL INC DEL COM 62940M10 52623 769119 SH SHARED 768719 400 D NTL INC DEL COM 62940M10 73 1071 SH SHARED 01 1071 D NTL INC DEL COM 62940M10 4 70 SH SHR/OTHR 01 70 D NTL INC DEL COM 62940M10 2454 35868 SH SHARED 02 35868 D NTL INC DEL COM 62940M10 75 1100 SH SHARED 06 1100 D NTL INC DEL COM 62940M10 11 174 SH SHARED 14 174 D NTL INC DEL COM 62940M10 246 3600 SH SHARED 17 3600 D NTL INC DEL *W EXP 01/13/201 62940M13 0 351 SH SHARED 351 D NTT DOCOMO INC SPONS ADR 62942M20 594 40165 SH SHARED 40165 D NUCO2 INC COM 62942810 1695 66038 SH SHARED 10538 55500 D NUCO2 INC COM 62942810 1339 52200 SH SHARED 10 52200 D NUCO2 INC COM 62942810 567 22100 SH SHARED 17 5500 16600 D NVR INC COM 62944T10 1134 1400 SH SHARED 1400 D NVR INC COM 62944T10 81 100 SH SHARED 100 D NVR INC COM 62944T10 1084 1339 SH SHARED 02 1339 D NVR INC COM 62944T10 376 465 SH SHARED 06 465 D NVR INC COM 62944T10 308 381 SH SHARED 14 381 D NVR INC COM 62944T10 1470 1815 SH SHARED 17 1815 D NYMAGIC INC COM 62948410 58 2500 SH SHARED 2500 D NYMAGIC INC COM 62948410 11 500 SH SHARED 02 500 D NABI BIOPHARMACEUTICALS COM 62951910 1788 117432 SH SHARED 112132 5300 D NABI BIOPHARMACEUTICALS COM 62951910 16005 1050920 SH SHARED 04 1050920 D NABI BIOPHARMACEUTICALS COM 62951910 60 4000 SH SHARED 10 4000 D NABI BIOPHARMACEUTICALS COM 62951910 199 13100 SH SHARED 14 13100 D NABI BIOPHARMACEUTICALS COM 62951910 391 25733 SH SHARED 17 25733 D NABORS INDS INC DBCV 2/0 629568AF 8917 13270000 PRN SHARED 13270000 D NABORS INDS INC DBCV 2/0 629568AF 342 510000 PRN SHARED 02 510000 D NABORS INDS INC NOTE 6/1 629568AL 50 49000 PRN SHR/OTHR 01 49000 D NABORS INDS INC NOTE 6/1 629568AL 63 62000 PRN SHARED 02 62000 D NACCO INDS INC CL A 62957910 364 3400 SH SHARED 3400 D NACCO INDS INC CL A 62957910 1115 10401 SH SHARED 5101 5300 D NACCO INDS INC CL A 62957910 274 2560 SH SHARED 10 360 2200 D NACCO INDS INC CL A 62957910 420 3925 SH SHARED 17 2325 1600 D NALCO HOLDING COMPANY COM 62985Q10 7 400 SH SHARED 400 D NALCO HOLDING COMPANY COM 62985Q10 39 2000 SH SHR/OTHR 01 2000 D NALCO HOLDING COMPANY COM 62985Q10 160 8200 SH SHARED 02 8200 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 454 20000 SH SHARED 20000 D NANOGEN INC COM 63007510 408 106260 SH SHARED 106260 D NANOGEN INC COM 63007510 26 6800 SH SHARED 01 6800 D NANOGEN INC COM 63007510 88 23000 SH SHARED 17 23000 D NANOMETRICS INC COM 63007710 633 50734 SH SHARED 50734 D NANOPHASE TCHNOLOGIES CORP COM 63007910 29 4880 SH SHARED 4880 D NAPSTER INC COM 63079710 149 35500 SH SHARED 35500 D NARA BANCORP INC COM 63080P10 522 35569 SH SHARED 18869 16700 D NARA BANCORP INC COM 63080P10 133 9100 SH SHARED 17 9100 D NASDAQ 100 TR UNIT SER 1 63110010 36780 1000000 SH SHARED 1000000 D NASDAQ 100 TR UNIT SER 1 63110010 173786 4725031 SH SHARED 4724881 150 D NASDAQ 100 TR UNIT SER 1 63110010 857 23325 SH SHARED 01 8300 15025 D NASDAQ 100 TR UNIT SER 1 63110010 62179 1690571 SH SHARED 02 1690571 D NASDAQ 100 TR UNIT SER 1 63110010 836 22750 SH SHARED 04 22750 D NASDAQ 100 TR UNIT SER 1 63110010 18 500 SH SHARED 10 500 D NASDAQ 100 TR UNIT SER 1 63110010 4332 117800 SH SHARED 17 117800 D NASDAQ STOCK MARKET INC COM 63110310 1666 88380 SH SHARED 88380 D NASDAQ STOCK MARKET INC COM 63110310 311 16500 SH SHARED 17 16500 D NASH FINCH CO COM 63115810 459 12500 SH SHARED 12500 D NASH FINCH CO COM 63115810 2197 59800 SH SHARED 10 59800 D NASH FINCH CO COM 63115810 224 6100 SH SHARED 17 6100 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 252 17759 SH SHARED 17759 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 122 8600 SH SHARED 17 8600 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 63252530 7020 180021 SH SHARED 180021 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 63252530 1083 27775 SH SHARED 02 27775 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 482 4123 SH SHR/OTHR 01 4123 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 520 4450 SH SHARED 02 4450 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 12 103 SH SHARED 10 103 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 856 125106 SH SHARED 125106 D NATIONAL BEVERAGE CORP COM 63501710 56 7133 SH SHARED 7133 D NATIONAL BEVERAGE CORP COM 63501710 0 115 SH SHARED 02 115 D NATIONAL BEVERAGE CORP COM 63501710 103 13020 SH SHARED 10 13020 D NATIONAL BEVERAGE CORP COM 63501710 7 1000 SH SHARED 17 1000 D NATIONAL CITY CORP COM 63540510 98769 2894766 SH SHARED 2892566 2200 D NATIONAL CITY CORP COM 63540510 23121 677660 SH SHARED 01 503412 174248 D NATIONAL CITY CORP COM 63540510 220 6468 SH SHR/OTHR 01 6468 D NATIONAL CITY CORP COM 63540510 11622 340631 SH SHARED 02 340631 D NATIONAL CITY CORP COM 63540510 20 600 SH SHARED 05 600 D NATIONAL CITY CORP COM 63540510 378 11100 SH SHARED 06 11100 D NATIONAL CITY CORP COM 63540510 660 19351 SH SHARED 10 10660 8691 D NATIONAL CITY CORP COM 63540510 20 600 SH SHARED 14 600 D NATIONAL CITY CORP COM 63540510 15023 440312 SH SHARED 17 440312 D NATIONAL HEALTH REALTY INC COM 63590510 128 6923 SH SHARED 6923 D NATIONAL HEALTH REALTY INC COM 63590510 636 34200 SH SHARED 11 34200 D NATIONAL HEALTHCARE CORP COM 63590610 220 6232 SH SHARED 6232 D NATIONAL HEALTHCARE CORP COM 63590610 5 154 SH SHARED 02 154 D NATIONAL HEALTHCARE CORP COM 63590610 70 2000 SH SHARED 17 2000 D NATIONAL FINL PARTNERS CORP COM 63607P20 2331 59564 SH SHARED 54364 5200 D NATIONAL FINL PARTNERS CORP COM 63607P20 15 400 SH SHR/OTHR 01 400 D NATIONAL FINL PARTNERS CORP COM 63607P20 43 1100 SH SHARED 02 1100 D NATIONAL FINL PARTNERS CORP COM 63607P20 324 8300 SH SHARED 10 8300 D NATIONAL FINL PARTNERS CORP COM 63607P20 911 23300 SH SHARED 17 20400 2900 D NATIONAL FUEL GAS CO N J COM 63618010 5383 186200 SH SHARED 186200 D NATIONAL FUEL GAS CO N J COM 63618010 845 29256 SH SHARED 01 29256 D NATIONAL FUEL GAS CO N J COM 63618010 1116 38636 SH SHARED 02 38636 D NATIONAL FUEL GAS CO N J COM 63618010 810 28024 SH SHR/OTHR 10 28024 D NATIONAL FUEL GAS CO N J COM 63618010 208 7200 SH SHARED 17 7200 D NATIONAL GRID TRANSCO PLC SPONSORED ADR 63627410 6 139 SH SHARED 139 D NATIONAL GRID TRANSCO PLC SPONSORED ADR 63627410 13 275 SH SHARED 01 275 D NATIONAL GRID TRANSCO PLC SPONSORED ADR 63627410 208 4271 SH SHR/OTHR 01 4271 D NATIONAL GRID TRANSCO PLC SPONSORED ADR 63627410 2303 47234 SH SHARED 10 47234 D NATIONAL HEALTH INVS INC COM 63633D10 650 23167 SH SHARED 23167 D NATIONAL HEALTH INVS INC COM 63633D10 50 1800 SH SHARED 02 1800 D NATIONAL HEALTH INVS INC COM 63633D10 32 1150 SH SHARED 10 1150 D NATIONAL HEALTH INVS INC COM 63633D10 30965 1103150 SH SHARED 11 1103150 D NATIONAL HEALTH INVS INC COM 63633D10 294 10500 SH SHARED 17 10500 D NATIONAL INSTRS CORP COM 63651810 223 10562 SH SHARED 8162 2400 D NATIONAL INSTRS CORP COM 63651810 2131 100525 SH SHARED 01 75375 25150 D NATIONAL INSTRS CORP COM 63651810 83 3925 SH SHR/OTHR 01 3925 D NATIONAL INSTRS CORP COM 63651810 577 27227 SH SHARED 02 27227 D NATIONAL INSTRS CORP COM 63651810 7290 343900 SH SHARED 10 340500 3400 D NATIONAL INSTRS CORP COM 63651810 9491 447700 SH SHARED 17 447700 D NATIONAL INTERSTATE CORP COM 63654U10 92 4633 SH SHARED 4633 D NATIONAL INTERSTATE CORP COM 63654U10 465 23400 SH SHARED 05 23400 D NATIONAL INTERSTATE CORP COM 63654U10 2310 116200 SH SHARED 17 116200 D NATIONAL OILWELL VARCO INC COM 63707110 42359 891033 SH SHARED 890333 700 D NATIONAL OILWELL VARCO INC COM 63707110 1378 29000 SH SHARED 01 29000 D NATIONAL OILWELL VARCO INC COM 63707110 16 338 SH SHR/OTHR 01 338 D NATIONAL OILWELL VARCO INC COM 63707110 3804 80034 SH SHARED 02 74734 5300 D NATIONAL OILWELL VARCO INC COM 63707110 9 200 SH SHARED 05 200 D NATIONAL OILWELL VARCO INC COM 63707110 71 1500 SH SHARED 06 1500 D NATIONAL OILWELL VARCO INC COM 63707110 2995 63000 SH SHARED 10 63000 D NATIONAL OILWELL VARCO INC COM 63707110 1502 31600 SH SHARED 14 31600 D NATIONAL OILWELL VARCO INC COM 63707110 5338 112297 SH SHARED 17 112297 D NATIONAL PENN BANCSHARES INC COM 63713810 969 38798 SH SHARED 34198 4600 D NATIONAL PENN BANCSHARES INC COM 63713810 391 15666 SH SHARED 17 13066 2600 D NATIONAL PRESTO INDS INC COM 63721510 205 4667 SH SHARED 4667 D NATIONAL PRESTO INDS INC COM 63721510 48 1100 SH SHARED 17 1100 D NATIONAL SEMICONDUCTOR CORP COM 63764010 18791 852975 SH SHARED 787275 65700 D NATIONAL SEMICONDUCTOR CORP COM 63764010 1694 76925 SH SHARED 01 76925 D NATIONAL SEMICONDUCTOR CORP COM 63764010 170 7730 SH SHR/OTHR 01 7730 D NATIONAL SEMICONDUCTOR CORP COM 63764010 2764 125466 SH SHARED 02 125466 D NATIONAL SEMICONDUCTOR CORP COM 63764010 6247 283600 SH SHARED 03 283600 D NATIONAL SEMICONDUCTOR CORP COM 63764010 4650 211100 SH SHARED 05 193300 17800 D NATIONAL SEMICONDUCTOR CORP COM 63764010 94 4300 SH SHARED 06 4300 D NATIONAL SEMICONDUCTOR CORP COM 63764010 28539 1295500 SH SHARED 10 1290000 5500 D NATIONAL SEMICONDUCTOR CORP COM 63764010 111 5070 SH SHARED 14 5070 D NATIONAL SEMICONDUCTOR CORP COM 63764010 4760 216082 SH SHARED 17 216082 D NATIONAL VISION INC COM 63845P10 7 1613 SH SHARED 1613 D NATIONAL WESTN LIFE INS CO CL A 63852210 420 2167 SH SHARED 2167 D NATIONAL WESTN LIFE INS CO CL A 63852210 135 700 SH SHARED 17 700 D NATIONWIDE FINL SVCS INC CL A 63861210 959 25302 SH SHARED 25302 D NATIONWIDE FINL SVCS INC CL A 63861210 3 100 SH SHARED 01 100 D NATIONWIDE FINL SVCS INC CL A 63861210 274 7230 SH SHARED 02 7230 D NATIONWIDE FINL SVCS INC CL A 63861210 24 655 SH SHARED 06 655 D NATIONWIDE FINL SVCS INC CL A 63861210 117 3100 SH SHARED 10 2700 400 D NATIONWIDE FINL SVCS INC CL A 63861210 474 12500 SH SHARED 17 12500 D NATIONWIDE HEALTH PPTYS INC COM 63862010 6099 258329 SH SHARED 222529 35800 D NATIONWIDE 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B 65248E20 79 4700 SH SHARED 17 4700 D NEWS AMER INC NOTE 2/2 652482AZ 1688 2926000 PRN SHARED 2926000 D NEWS AMER INC NOTE 2/2 652482AZ 162 281000 PRN SHARED 02 281000 D NEWTEK BUSINESS SVCS INC COM 65252610 0 20 SH SHARED 02 20 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 7593 7571000 PRN SHARED 7571000 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 19784 19725000 PRN SHARED 02 19725000 D NEXTEL COMMUNICATIONS INC CL A 65332V10 393233 12170636 SH SHARED 11783225 387411 D NEXTEL COMMUNICATIONS INC CL A 65332V10 9028 279447 SH SHARED 01 26687 252760 D NEXTEL COMMUNICATIONS INC CL A 65332V10 3859 119459 SH SHR/OTHR 01 119459 D NEXTEL COMMUNICATIONS INC CL A 65332V10 14794 457892 SH SHARED 02 457892 D NEXTEL COMMUNICATIONS INC CL A 65332V10 3357 103900 SH SHARED 04 100000 3900 D NEXTEL COMMUNICATIONS INC CL A 65332V10 9629 298040 SH SHARED 05 41550 256490 D NEXTEL COMMUNICATIONS INC CL A 65332V10 596 18472 SH SHARED 06 18472 D NEXTEL COMMUNICATIONS INC CL A 65332V10 11616 359542 SH SHARED 10 77727 281815 D NEXTEL COMMUNICATIONS INC CL A 65332V10 12 400 SH SHR/OTHR 10 400 D NEXTEL COMMUNICATIONS INC CL A 65332V10 921 28531 SH SHARED 14 28531 D NEXTEL COMMUNICATIONS INC CL A 65332V10 36384 1126105 SH SHARED 17 1126105 D NEXTEL PARTNERS INC NOTE 1.500%11/1 65333FAM 236905 71400000 PRN SHARED 71400000 D NEXTEL PARTNERS INC NOTE 1.500%11/1 65333FAM 121876 36732000 PRN SHARED 02 36732000 D NEXTEL PARTNERS INC NOTE 1.500%11/1 65333FAS 1417 715000 PRN SHARED 02 715000 D NEXTEL PARTNERS INC CL A 65333F10 2159 85800 SH SHARED 85800 D NEXTEL PARTNERS INC CL A 65333F10 37 1500 SH SHR/OTHR 01 1500 D NEXTEL PARTNERS INC CL A 65333F10 600 23844 SH SHARED 02 15944 7900 D NEXTEL PARTNERS INC CL A 65333F10 440 17500 SH SHARED 05 17500 D NEXTEL PARTNERS INC CL A 65333F10 9572 380300 SH SHARED 10 165300 215000 D NEXTEL PARTNERS INC CL A 65333F10 25414 1009730 SH SHARED 17 1009730 D NEXEN INC COM 65334H10 4590 151200 SH SHARED 150000 1200 D NEXEN INC COM 65334H10 195 6454 SH SHARED 01 6454 D NEXEN INC COM 65334H10 3070 101139 SH SHARED 02 101139 D NEXEN INC COM 65334H10 11840 390000 SH SHARED 04 390000 D NEXEN INC COM 65334H10 18 600 SH SHARED 06 600 D NEXEN INC COM 65334H10 57 1900 SH SHARED 14 1900 D NEXEN INC COM 65334H10 3703 122000 SH SHARED 16 122000 D NEXSTAR BROADCASTING GROUP I CL A 65336K10 47 7600 SH SHARED 7600 D NEXSTAR BROADCASTING GROUP I CL A 65336K10 7 1153 SH SHARED 02 1153 D NICE SYS LTD SPONSORED ADR 65365610 298 7564 SH SHARED 7564 D NICE SYS LTD SPONSORED ADR 65365610 1266 32100 SH SHARED 01 32100 D NICE SYS LTD SPONSORED ADR 65365610 19 500 SH SHR/OTHR 01 500 D NICE SYS LTD SPONSORED ADR 65365610 841 21330 SH SHARED 05 21330 D NICE SYS LTD SPONSORED ADR 65365610 1772 44900 SH SHARED 10 44900 D NICE SYS LTD SPONSORED ADR 65365610 221 5600 SH SHARED 17 5600 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 227 14796 SH SHARED 14796 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 215 14000 SH SHR/OTHR 01 14000 D NICHOLAS APPLEGATE CV&INC FD COM 65370G10 47 3200 SH SHARED 3200 D NICOR INC COM 65408610 6484 157496 SH SHARED 157496 D NICOR INC COM 65408610 432 10500 SH SHARED 01 10500 D NICOR INC COM 65408610 497 12091 SH SHARED 02 12091 D NICOR INC COM 65408610 1532 37221 SH SHARED 17 37221 D NIDEC CORP SPONSORED ADR 65409010 50 1900 SH SHR/OTHR 01 1900 D NIKE INC CL B 65410610 71732 828316 SH SHARED 827716 600 D NIKE INC CL B 65410610 4850 56013 SH SHARED 01 3000 53013 D NIKE INC CL B 65410610 686 7927 SH SHR/OTHR 01 7927 D NIKE INC CL B 65410610 15093 174290 SH SHARED 02 174290 D NIKE INC CL B 65410610 17 200 SH SHARED 05 200 D NIKE INC CL B 65410610 2285 26390 SH SHARED 06 26390 D NIKE INC CL B 65410610 3261 37667 SH SHARED 10 36300 1367 D NIKE INC CL B 65410610 242 2800 SH SHARED 14 2800 D NIKE INC CL B 65410610 12185 140706 SH SHARED 17 140706 D NIKU CORP COM NEW 65411370 442 21364 SH SHARED 21364 D NIKU CORP COM NEW 65411370 68 3300 SH SHARED 02 3300 D NIKU CORP COM NEW 65411370 95 4600 SH SHARED 17 4600 D 99 CENTS ONLY STORES COM 65440K10 633 49844 SH SHARED 49844 D 99 CENTS ONLY STORES COM 65440K10 249 19600 SH SHARED 01 19600 D 99 CENTS ONLY STORES COM 65440K10 10 823 SH SHR/OTHR 01 823 D 99 CENTS ONLY STORES COM 65440K10 358 28222 SH SHARED 02 28222 D 99 CENTS ONLY STORES COM 65440K10 219 17300 SH SHARED 17 17300 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 124 5800 SH SHARED 5800 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 343 15980 SH SHR/OTHR 01 15980 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 89 4153 SH SHARED 02 4153 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 6 298 SH SHARED 10 298 D NISOURCE INC COM 65473P10 27971 1131079 SH SHARED 1127779 3300 D NISOURCE INC COM 65473P10 1413 57152 SH SHARED 01 57152 D NISOURCE INC COM 65473P10 110 4457 SH SHR/OTHR 01 4457 D NISOURCE INC COM 65473P10 2754 111374 SH SHARED 02 111374 D NISOURCE INC COM 65473P10 121 4933 SH SHARED 06 4933 D NISOURCE INC COM 65473P10 1852 74917 SH SHARED 10 45400 29517 D NISOURCE INC COM 65473P10 51 2100 SH SHR/OTHR 10 2100 D NISOURCE INC COM 65473P10 243 9836 SH SHARED 14 9836 D NISOURCE INC COM 65473P10 7997 323397 SH SHARED 17 323397 D NISSAN MOTORS SPONSORED ADR 65474440 2205 110945 SH SHARED 110945 D NISSAN MOTORS SPONSORED ADR 65474440 9 500 SH SHARED 01 500 D NISSAN MOTORS SPONSORED ADR 65474440 57 2890 SH SHR/OTHR 01 2890 D NISSAN MOTORS SPONSORED ADR 65474440 1392 70029 SH SHARED 10 70029 D NITROMED INC COM 65479850 577 29699 SH SHARED 29699 D NITROMED INC COM 65479850 264 13600 SH SHARED 01 13600 D NITROMED INC COM 65479850 103 5340 SH SHARED 02 5340 D NITROMED INC COM 65479850 5669 291500 SH SHARED 04 291500 D NITROMED INC COM 65479850 85 4400 SH SHARED 14 4400 D NITROMED INC COM 65479850 87 4500 SH SHARED 17 4500 D NOBEL LEARNING CMNTYS INC COM 65488910 2231 257100 SH SHARED 17 257100 D NOKIA CORP SPONSORED ADR 65490220 145760 8759664 SH SHARED 8627599 132065 D NOKIA CORP SPONSORED ADR 65490220 231 13900 SH SHR/OTHR 13900 D NOKIA CORP SPONSORED ADR 65490220 21566 1296089 SH SHARED 01 912936 383153 D NOKIA CORP SPONSORED ADR 65490220 2537 152472 SH SHR/OTHR 01 152472 D NOKIA CORP SPONSORED ADR 65490220 1664 100000 SH SHARED 02 100000 D NOKIA CORP SPONSORED ADR 65490220 1059 63700 SH SHARED 04 63700 D NOKIA CORP SPONSORED ADR 65490220 135545 8145756 SH SHARED 10 5781217 4400 2360139 D NOKIA CORP SPONSORED ADR 65490220 2107 126678 SH SHR/OTHR 10 126678 D NOKIA CORP SPONSORED ADR 65490220 2590 155700 SH SHARED 14 155700 D NOKIA CORP SPONSORED ADR 65490220 18639 1120166 SH SHARED 17 913466 206700 D NOBLE ENERGY INC COM 65504410 2284 30200 SH SHARED 29800 400 D NOBLE ENERGY INC COM 65504410 3891 51440 SH SHARED 01 475 50965 D NOBLE ENERGY INC COM 65504410 453 5995 SH SHR/OTHR 01 5995 D NOBLE ENERGY INC COM 65504410 2790 36885 SH SHARED 02 36885 D NOBLE ENERGY INC COM 65504410 60 800 SH SHARED 06 800 D NOBLE ENERGY INC COM 65504410 117 1555 SH SHARED 10 1555 D NOBLE ENERGY INC COM 65504410 991 13100 SH SHARED 17 13100 D NOBLE INTL LTD COM 65505310 251 10669 SH SHARED 7269 3400 D NOBLE INTL LTD COM 65505310 197 8400 SH SHARED 10 8400 D NOBLE INTL LTD COM 65505310 77 3300 SH SHARED 17 3300 D NOMURA HLDGS INC SPONSORED ADR 65535H20 99 8300 SH SHARED 8300 D NOMURA HLDGS INC SPONSORED ADR 65535H20 110 9251 SH SHR/OTHR 01 9251 D NOMURA HLDGS INC SPONSORED ADR 65535H20 3598 301352 SH SHARED 02 301352 D NOMURA HLDGS INC SPONSORED ADR 65535H20 27 2300 SH SHARED 10 2300 D NORANDA INC COM 65542210 8265 477787 SH SHARED 468548 9239 D NORANDA INC COM 65542210 71 4107 SH SHARED 01 4107 D NORANDA INC COM 65542210 133 7712 SH SHARED 02 7712 D NORANDA INC COM 65542210 270 15649 SH SHARED 06 15649 D NORANDA INC COM 65542210 1064 61548 SH SHARED 14 61548 D NORDSON CORP COM 65566310 1060 30934 SH SHARED 30934 D NORDSON CORP COM 65566310 342 10000 SH SHARED 01 10000 D NORDSON CORP COM 65566310 421 12300 SH SHARED 02 12300 D NORDSON CORP COM 65566310 469 13700 SH SHARED 17 13700 D NORDSTROM INC COM 65566410 26224 385825 SH SHARED 345625 40200 D NORDSTROM INC COM 65566410 1991 29300 SH SHARED 01 29300 D NORDSTROM INC COM 65566410 2892 42562 SH SHARED 02 42562 D NORDSTROM INC COM 65566410 1148 16900 SH SHARED 04 16900 D NORDSTROM INC COM 65566410 4621 68000 SH SHARED 05 54600 13400 D NORDSTROM INC COM 65566410 51841 762710 SH SHARED 10 25400 737310 D NORDSTROM INC COM 65566410 5644 83045 SH SHARED 17 83045 D NORFOLK SOUTHERN CORP COM 65584410 82151 2653486 SH SHARED 2652986 500 D NORFOLK SOUTHERN CORP COM 65584410 5996 193700 SH SHARED 01 81827 111873 D NORFOLK SOUTHERN CORP COM 65584410 2351 75955 SH SHR/OTHR 01 75955 D NORFOLK SOUTHERN CORP COM 65584410 4869 157269 SH SHARED 02 157269 D NORFOLK SOUTHERN CORP COM 65584410 9 300 SH SHARED 05 300 D NORFOLK SOUTHERN CORP COM 65584410 186 6013 SH SHARED 06 6013 D NORFOLK SOUTHERN CORP COM 65584410 3930 126965 SH SHARED 10 62880 64085 D NORFOLK SOUTHERN CORP COM 65584410 250 8100 SH SHR/OTHR 10 8100 D NORFOLK SOUTHERN CORP COM 65584410 98 3192 SH SHARED 14 3192 D NORFOLK SOUTHERN CORP COM 65584410 6000 193830 SH SHARED 17 193830 D NORSK HYDRO A S SPONSORED ADR 65653160 1569 17300 SH SHARED 17300 D NORSK HYDRO A S SPONSORED ADR 65653160 13 150 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 61517 66006000 PRN SHARED 66006000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 6476 6949000 PRN SHARED 02 6949000 D NORTEL NETWORKS CORP NEW COM 65656810 17255 6611444 SH SHARED 6575094 36350 D NORTEL NETWORKS CORP NEW COM 65656810 658 252440 SH SHARED 01 1000 251440 D NORTEL NETWORKS CORP NEW COM 65656810 5 2195 SH SHR/OTHR 01 2195 D NORTEL NETWORKS CORP NEW COM 65656810 6837 2619658 SH SHARED 02 2619658 D NORTEL NETWORKS CORP NEW COM 65656810 2610 1000000 SH SHARED 04 1000000 D NORTEL NETWORKS CORP NEW COM 65656810 10 4108 SH SHARED 05 4108 D NORTEL NETWORKS CORP NEW COM 65656810 54 21000 SH SHARED 06 21000 D NORTEL NETWORKS CORP NEW COM 65656810 73 28000 SH SHARED 10 28000 D NORTEL NETWORKS CORP NEW COM 65656810 176 67589 SH SHARED 14 67589 D NORTEL NETWORKS CORP NEW COM 65656810 1953 748320 SH SHARED 17 748320 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 121 4300 SH SHARED 01 4300 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 121 4300 SH SHR/OTHR 01 4300 D NORTH FORK BANCORPORATION NY COM 65942410 79355 2825035 SH SHARED 2820663 4372 D NORTH FORK BANCORPORATION NY COM 65942410 9413 335127 SH SHARED 01 99354 235773 D NORTH FORK BANCORPORATION NY COM 65942410 1911 68045 SH SHR/OTHR 01 68045 D NORTH FORK BANCORPORATION NY COM 65942410 6775 241193 SH SHARED 02 241193 D NORTH FORK BANCORPORATION NY COM 65942410 8368 297900 SH SHARED 03 297900 D NORTH FORK BANCORPORATION NY COM 65942410 6741 240001 SH SHARED 04 240001 D NORTH FORK BANCORPORATION NY COM 65942410 1568 55850 SH SHARED 05 55850 D NORTH FORK BANCORPORATION NY COM 65942410 3157 112401 SH SHARED 06 112401 D NORTH FORK BANCORPORATION NY COM 65942410 8893 316620 SH SHARED 10 88960 227660 D NORTH FORK BANCORPORATION NY COM 65942410 21 750 SH SHR/OTHR 10 750 D NORTH FORK BANCORPORATION NY COM 65942410 44 1576 SH SHARED 14 1576 D NORTH FORK BANCORPORATION NY COM 65942410 1123 40000 SH SHARED 16 40000 D NORTH FORK BANCORPORATION NY COM 65942410 7787 277234 SH SHARED 17 192194 85040 D NORTH PITTSBURGH SYS INC COM 66156210 950 48866 SH SHARED 15166 33700 D NORTH PITTSBURGH SYS INC COM 66156210 426 21900 SH SHARED 10 21900 D NORTH PITTSBURGH SYS INC COM 66156210 200 10300 SH SHARED 17 4900 5400 D NORTHEAST UTILS COM 66439710 317 15200 SH SHARED 15200 D NORTHEAST UTILS COM 66439710 936 44900 SH SHARED 01 44900 D NORTHEAST UTILS COM 66439710 1146 54945 SH SHARED 02 54945 D NORTHEAST UTILS COM 66439710 31 1513 SH SHARED 14 1513 D NORTHEAST UTILS COM 66439710 32 1560 SH SHARED 17 1560 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 586 11917 SH SHARED 11917 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 83 1700 SH SHR/OTHR 01 1700 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 6 134 SH SHARED 10 134 D NORTHERN DYNASTY MINERALS LT COM NEW 66510M20 13 3500 SH SHARED 3500 D NORTHERN EMPIRE BANCSHARES COM 66511210 242 7826 SH SHARED 7826 D NORTHERN EMPIRE BANCSHARES COM 66511210 55 1800 SH SHARED 17 1800 D NORTHERN ORION RES INC COM 66557510 1470 600000 SH SHARED 600000 D NORTHERN ORION RES INC COM 66557510 367 150000 SH SHARED 10 150000 D NORTHERN TR CORP COM 66585910 21814 478486 SH SHARED 477486 1000 D NORTHERN TR CORP COM 66585910 2444 53613 SH SHARED 01 53613 D NORTHERN TR CORP COM 66585910 931 20441 SH SHR/OTHR 01 20441 D NORTHERN TR CORP COM 66585910 4320 94773 SH SHARED 02 94773 D NORTHERN TR CORP COM 66585910 455 10000 SH SHARED 04 10000 D NORTHERN TR CORP COM 66585910 64 1410 SH SHARED 05 1410 D NORTHERN TR CORP COM 66585910 571 12540 SH SHARED 06 12540 D NORTHERN TR CORP COM 66585910 802 17600 SH SHARED 10 17600 D NORTHERN TR CORP COM 66585910 1811 39726 SH SHR/OTHR 10 39726 D NORTHERN TR CORP COM 66585910 5391 118264 SH SHARED 17 118264 D NORTHFIELD LABS INC COM 66613510 408 28555 SH SHARED 28555 D NORTHFIELD LABS INC COM 66613510 8 600 SH SHARED 01 600 D NORTHFIELD LABS INC COM 66613510 160 11200 SH SHARED 17 11200 D NORTHROP GRUMMAN CORP COM 66680710 109890 1988974 SH SHARED 1811852 177122 D NORTHROP GRUMMAN CORP COM 66680710 5297 95889 SH SHARED 01 95889 D NORTHROP GRUMMAN CORP COM 66680710 845 15311 SH SHR/OTHR 01 15311 D NORTHROP GRUMMAN CORP COM 66680710 11700 211781 SH SHARED 02 188681 23100 D NORTHROP GRUMMAN CORP COM 66680710 714 12930 SH SHARED 05 7000 5930 D NORTHROP GRUMMAN CORP COM 66680710 323 5860 SH SHARED 06 5860 D NORTHROP GRUMMAN CORP COM 66680710 3602 65201 SH SHARED 10 57844 5000 2357 D NORTHROP GRUMMAN CORP COM 66680710 270 4898 SH SHARED 14 4898 D NORTHROP GRUMMAN CORP COM 66680710 8524 154281 SH SHARED 17 154281 D NORTHSTAR RLTY FIN CORP COM 66704R10 7959 758796 SH SHARED 758796 D NORTHSTAR RLTY FIN CORP COM 66704R10 47 4500 SH SHARED 17 4500 D NORTHWEST AIRLS CORP FRNT 6.625% 5/1 667280AC 6084 13000000 PRN SHARED 02 13000000 D NORTHWEST AIRLS CORP NOTE 7.625%11/1 667280AE 2137 5468000 PRN SHARED 5468000 D NORTHWEST AIRLS CORP NOTE 7.625%11/1 667280AE 2232 5709000 PRN SHARED 02 5709000 D NORTHWEST AIRLS CORP CL A 66728010 20517 4499428 SH SHARED 4499428 D NORTHWEST AIRLS CORP CL A 66728010 9 2000 SH SHR/OTHR 01 2000 D NORTHWEST AIRLS CORP CL A 66728010 44 9714 SH SHARED 02 9714 D NORTHWEST AIRLS CORP CL A 66728010 143 31400 SH SHARED 17 31400 D NORTHWEST BANCORP INC PA COM 66732810 420 19765 SH SHARED 19765 D NORTHWEST BANCORP INC PA COM 66732810 125 5900 SH SHARED 17 5900 D NORTHWEST NAT GAS CO COM 66765510 1504 39332 SH SHARED 27032 12300 D NORTHWEST NAT GAS CO COM 66765510 26 700 SH SHARED 01 700 D NORTHWEST NAT GAS CO COM 66765510 3201 83710 SH SHARED 10 2110 81600 D NORTHWEST NAT GAS CO COM 66765510 1327 34707 SH SHARED 17 20107 14600 D NORTHWEST PIPE CO COM 66774610 6828 293700 SH SHARED 17 293700 D NORTHWESTERN CORP *W EXP 99/99/999 66807411 29 7264 SH SHARED 02 7264 D NORTHWESTERN CORP COM NEW 66807430 14187 450103 SH SHARED 450103 D NORTHWESTERN CORP COM NEW 66807430 394 12500 SH SHARED 17 12500 D NOVA CHEMICALS CORP COM 66977W10 4721 154500 SH SHARED 154200 300 D NOVA CHEMICALS CORP COM 66977W10 35 1154 SH SHARED 01 1154 D NOVA CHEMICALS CORP COM 66977W10 2 66 SH SHR/OTHR 01 66 D NOVA CHEMICALS CORP COM 66977W10 1252 40980 SH SHARED 02 40980 D NOVA CHEMICALS CORP COM 66977W10 507 16600 SH SHARED 10 16600 D NOVA CHEMICALS CORP COM 66977W10 4085 133700 SH SHARED 17 133700 D NOVATEL WIRELESS INC COM NEW 66987M60 358 28732 SH SHARED 28732 D NOVATEL WIRELESS INC COM NEW 66987M60 117 9400 SH SHARED 01 9400 D NOVATEL WIRELESS INC COM NEW 66987M60 169 13600 SH SHARED 02 13600 D NOVATEL WIRELESS INC COM NEW 66987M60 128 10300 SH SHARED 17 10300 D NOVARTIS A G SPONSORED ADR 66987V10 10617 223800 SH SHARED 223800 D NOVARTIS A G SPONSORED ADR 66987V10 90 1900 SH SHARED 01 1900 D NOVARTIS A G SPONSORED ADR 66987V10 337 7122 SH SHR/OTHR 01 7122 D NOVARTIS A G SPONSORED ADR 66987V10 2623 55292 SH SHARED 10 900 54392 D NU HORIZONS ELECTRS CORP COM 66990810 68 10700 SH SHARED 10700 D NOVASTAR FINL INC COM 66994740 1090 27863 SH SHARED 27863 D NOVASTAR FINL INC COM 66994740 289 7400 SH SHARED 01 7400 D NOVASTAR FINL INC COM 66994740 50 1300 SH SHARED 02 1300 D NOVASTAR FINL INC COM 66994740 15 400 SH SHARED 10 400 D NOVASTAR FINL INC COM 66994740 51247 1309000 SH SHARED 17 1309000 D NOVELIS INC COM 67000X10 6322 246218 SH SHARED 245708 510 D NOVELIS INC COM 67000X10 7 300 SH SHARED 01 300 D NOVELIS INC COM 67000X10 672 26195 SH SHARED 02 26195 D NOVELIS INC COM 67000X10 1 55 SH SHARED 05 55 D NOVELIS INC COM 67000X10 12 482 SH SHARED 10 180 302 D NOVELIS INC COM 67000X10 38 1515 SH SHARED 14 1515 D NOVELIS INC COM 67000X10 24 958 SH SHARED 18 958 D NOVELL INC COM 67000610 6629 1069265 SH SHARED 1069265 D NOVELL INC COM 67000610 15 2500 SH SHARED 01 2500 D NOVELL INC COM 67000610 1050 169385 SH SHARED 02 169385 D NOVELL INC COM 67000610 1134 183018 SH SHARED 17 183018 D NOVELLUS SYS INC COM 67000810 1699 68773 SH SHR/OTHR 68773 D NOVELLUS SYS INC COM 67000810 78401 3172872 SH SHARED 3172472 400 D NOVELLUS SYS INC COM 67000810 1257 50883 SH SHARED 01 9200 41683 D NOVELLUS SYS INC COM 67000810 532 21540 SH SHR/OTHR 01 21540 D NOVELLUS SYS INC COM 67000810 1242 50301 SH SHARED 02 50301 D NOVELLUS SYS INC COM 67000810 1235 50000 SH SHARED 04 50000 D NOVELLUS SYS INC COM 67000810 229 9300 SH SHARED 06 9300 D NOVELLUS SYS INC COM 67000810 613 24842 SH SHARED 10 150 24692 D NOVELLUS SYS INC COM 67000810 453 18352 SH SHARED 14 18352 D NOVELLUS SYS INC COM 67000810 1672 67696 SH SHARED 17 67696 D NOVEN PHARMACEUTICALS INC COM 67000910 916 52432 SH SHARED 26932 25500 D NOVEN PHARMACEUTICALS INC COM 67000910 856 49000 SH SHARED 17 10900 38100 D NOVO-NORDISK A S ADR 67010020 137 2700 SH SHARED 2700 D NOVO-NORDISK A S ADR 67010020 10 200 SH SHR/OTHR 10 200 D NU SKIN ENTERPRISES INC CL A 67018T10 2497 107206 SH SHARED 55506 51700 D NU SKIN ENTERPRISES INC CL A 67018T10 493 21200 SH SHARED 10 21200 D NU SKIN ENTERPRISES INC CL A 67018T10 1200 51544 SH SHARED 17 21144 30400 D NSTAR COM 67019E10 424 13784 SH SHARED 13784 D NSTAR COM 67019E10 1220 39600 SH SHARED 01 39600 D NSTAR COM 67019E10 45 1476 SH SHR/OTHR 01 1476 D NSTAR COM 67019E10 1906 61826 SH SHARED 02 61826 D NSTAR COM 67019E10 28 930 SH SHARED 06 930 D NUCOR CORP COM 67034610 68 1500 SH SHARED 1500 D NUCOR CORP COM 67034610 35491 777977 SH SHARED 777477 500 D NUCOR CORP COM 67034610 2503 54888 SH SHARED 01 4600 50288 D NUCOR CORP COM 67034610 6235 136684 SH SHARED 02 136684 D NUCOR CORP COM 67034610 173 3813 SH SHARED 06 3813 D NUCOR CORP COM 67034610 511 11202 SH SHARED 10 8400 2802 D NUCOR CORP COM 67034610 223 4898 SH SHARED 14 4898 D NUCOR CORP COM 67034610 3470 76073 SH SHARED 17 76073 D NUVEEN INSD PREM INCOME MUN COM 6706D810 24 1804 SH SHARED 10 1804 D NUVEEN EQUITY PREM ADV FD COM 6706ET10 29 1500 SH SHARED 02 1500 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 18 1500 SH SHR/OTHR 01 1500 D NUVEEN CALIF PREM INCOME MUN COM 6706L010 21 1500 SH SHR/OTHR 01 1500 D NUTRACEUTICAL INTL CORP COM 67060Y10 80 6000 SH SHARED 6000 D NUTRACEUTICAL INTL CORP COM 67060Y10 64 4800 SH SHARED 02 4800 D NUVEEN INSD CALIF PREM INCOM COM 67061X10 15 1000 SH SHARED 10 1000 D NUVEEN CA INVT QUALITY MUN F COM 67062A10 90 6000 SH SHR/OTHR 01 6000 D NUVEEN CALIF MUN VALUE FD COM 67062C10 5 580 SH SHARED 10 580 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 33 2250 SH SHR/OTHR 01 2250 D NUVEEN NY PERFORM PLUS MUN F COM 67062R10 25 1603 SH SHARED 01 1603 D NUVEEN PREM INCOME MUN FD COM 67062T10 25 1762 SH SHARED 01 1762 D NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 20 1402 SH SHARED 01 1402 D NVIDIA CORP COM 67066G10 13808 516797 SH SHARED 516397 400 D NVIDIA CORP COM 67066G10 1023 38313 SH SHARED 01 38313 D NVIDIA CORP COM 67066G10 18 697 SH SHR/OTHR 01 697 D NVIDIA CORP COM 67066G10 3274 122535 SH SHARED 02 122535 D NVIDIA CORP COM 67066G10 6145 230000 SH SHARED 04 230000 D NVIDIA CORP COM 67066G10 32 1200 SH SHARED 06 1200 D NVIDIA CORP COM 67066G10 515 19300 SH SHARED 10 19100 200 D NVIDIA CORP COM 67066G10 144 5400 SH SHARED 14 5400 D NVIDIA CORP COM 67066G10 1895 70936 SH SHARED 17 70936 D NUVEEN NY DIVID ADVNTG MUN F COM 67066X10 25 1600 SH SHARED 01 1600 D NUTRI SYS INC NEW COM 67069D10 323 21906 SH SHARED 21906 D NUTRI SYS INC NEW COM 67069D10 147 10000 SH SHARED 17 10000 D NUTRITION 21 INC COM 67069V10 7 11625 SH SHARED 01 11625 D NUVEEN CA DIV ADVANTG MUN FD COM 67069X10 73 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 70 5000 SH SHR/OTHR 01 5000 D NUVASIVE INC COM 67070410 298 17959 SH SHARED 17959 D NUVASIVE INC COM 67070410 129 7800 SH SHARED 17 7800 D NUVEEN REAL ESTATE INCOME FD COM 67071B10 35 1750 SH SHARED 10 1750 D NUVELO INC COM NEW 67072M30 318 41182 SH SHARED 41182 D NUVELO INC COM NEW 67072M30 0 100 SH SHARED 01 100 D NUVELO INC COM NEW 67072M30 106 13833 SH SHARED 17 13833 D NUVEEN FLOATING RATE INCOME COM 67072T10 3 288 SH SHARED 288 D NUVEEN PFD & CONV INC FD COM 67073B10 63 4720 SH SHARED 01 4720 D O CHARLEYS INC COM 67082310 5013 283912 SH SHARED 283912 D O CHARLEYS INC COM 67082310 387 21967 SH SHARED 21967 D O CHARLEYS INC COM 67082310 17 1000 SH SHARED 01 1000 D O CHARLEYS INC COM 67082310 45 2600 SH SHARED 02 2600 D O CHARLEYS INC COM 67082310 822 46600 SH SHARED 10 46600 D O CHARLEYS INC COM 67082310 535 30300 SH SHARED 17 10500 19800 D OCA INC COM 67083Q10 74 39447 SH SHARED 39447 D OCA INC COM 67083Q10 0 300 SH SHARED 02 300 D OCA INC COM 67083Q10 50 26900 SH SHARED 17 26900 D OGE ENERGY CORP COM 67083710 434 15000 SH SHARED 15000 D OGE ENERGY CORP COM 67083710 309 10700 SH SHARED 10700 D OGE ENERGY CORP COM 67083710 856 29600 SH SHARED 01 29600 D OGE ENERGY CORP COM 67083710 14 500 SH SHR/OTHR 01 500 D OGE ENERGY CORP COM 67083710 1109 38323 SH SHARED 02 38323 D OGE ENERGY CORP COM 67083710 94 3280 SH SHR/OTHR 10 3280 D OGE ENERGY CORP COM 67083710 159 5500 SH SHARED 17 5500 D OM GROUP INC COM 67087210 969 39265 SH SHARED 39265 D OM GROUP INC COM 67087210 303 12300 SH SHARED 01 12300 D OM GROUP INC COM 67087210 276 11200 SH SHARED 17 11200 D NUVEEN INVTS INC CL A 67090F10 39738 1056300 SH SHARED 1056300 D NUVEEN INVTS INC CL A 67090F10 3 100 SH SHARED 01 100 D NUVEEN INVTS INC CL A 67090F10 233 6212 SH SHARED 02 6212 D NUVEEN INVTS INC CL A 67090F10 940 25000 SH SHARED 04 25000 D NUVEEN INVTS INC CL A 67090F10 16 450 SH SHARED 10 450 D NUVEEN INVTS INC CL A 67090F10 2686 71400 SH SHARED 14 71400 D NUVEEN INVTS INC CL A 67090F10 48 1300 SH SHARED 17 1300 D NUVEEN MUN VALUE FD INC COM 67092810 19 2000 SH SHARED 01 2000 D NUVEEN PA INVT QUALITY MUN F COM 67097210 9 600 SH SHARED 10 600 D NUVEEN NY SELECT QUALITY MUN COM 67097610 108 7000 SH SHR/OTHR 01 7000 D NUVEEN FLA QUALITY INCOME MU COM 67097810 51 3383 SH SHARED 01 3383 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 78 5000 SH SHR/OTHR 01 5000 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 82 5300 SH SHARED 10 5300 D NUVEEN CALIF QUALITY INCM MU COM 67098510 122 8000 SH SHR/OTHR 01 8000 D NUVEEN NY QUALITY INCM MUN F COM 67098610 107 7200 SH SHR/OTHR 01 7200 D OSI PHARMACEUTICALS INC NOTE 3.250% 9/0 671040AD 8512 7732000 PRN SHARED 7732000 D OSI PHARMACEUTICALS INC COM 67104010 1307 32000 SH SHARED 32000 D OSI PHARMACEUTICALS INC COM 67104010 355 8700 SH SHARED 01 8700 D OSI PHARMACEUTICALS INC COM 67104010 40 1000 SH SHR/OTHR 01 1000 D OSI PHARMACEUTICALS INC COM 67104010 729 17857 SH SHARED 02 17857 D OSI PHARMACEUTICALS INC COM 67104010 18391 450000 SH SHARED 04 450000 D OSI PHARMACEUTICALS INC COM 67104010 2006 49100 SH SHARED 10 45600 3500 D OSI PHARMACEUTICALS INC COM 67104010 326 8000 SH SHARED 14 8000 D OSI SYSTEMS INC COM 67104410 557 35336 SH SHARED 35336 D OSI SYSTEMS INC COM 67104410 118 7500 SH SHARED 17 7500 D OAK HILL FINL INC COM 67133710 90 3100 SH SHARED 3100 D OAK HILL FINL INC COM 67133710 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SHARED 17 1585375 700 D OCCULOGIX INC COM 67461T10 142 17000 SH SHARED 17000 D OCE N V ADR 67462720 498 33600 SH SHARED 02 33600 D OCEANEERING INTL INC COM 67523210 146 3800 SH SHARED 3800 D OCEANEERING INTL INC COM 67523210 1022 26467 SH SHARED 26467 D OCEANEERING INTL INC COM 67523210 11 300 SH SHARED 02 300 D OCEANEERING INTL INC COM 67523210 378 9800 SH SHARED 17 9800 D OCEANFIRST FINL CORP COM 67523410 204 9099 SH SHARED 9099 D OCEANFIRST FINL CORP COM 67523410 112 5000 SH SHARED 10 5000 D OCEANFIRST FINL CORP COM 67523410 78 3500 SH SHARED 17 3500 D OCTEL CORP COM 67572710 330 18366 SH SHARED 12366 6000 D OCTEL CORP COM 67572710 46 2600 SH SHARED 02 2600 D OCTEL CORP COM 67572710 138 7700 SH SHARED 10 7700 D OCTEL CORP COM 67572710 205 11400 SH SHARED 17 5100 6300 D OCWEN FINL CORP COM 67574610 227 33690 SH SHARED 33690 D OCWEN FINL CORP COM 67574610 5 800 SH SHARED 01 800 D OCWEN FINL CORP COM 67574610 33 4900 SH SHARED 10 4900 D OCWEN FINL CORP COM 67574610 112 16600 SH SHARED 17 16600 D ODYSSEY HEALTHCARE INC COM 67611V10 496 34431 SH SHARED 34431 D ODYSSEY HEALTHCARE INC COM 67611V10 92 6400 SH SHARED 01 6400 D ODYSSEY HEALTHCARE INC COM 67611V10 20 1410 SH SHR/OTHR 01 1410 D ODYSSEY HEALTHCARE INC COM 67611V10 9627 667675 SH SHARED 17 667675 D ODYSSEY MARINE EXPLORATION I COM 67611810 174 34950 SH SHARED 34950 D ODYSSEY MARINE EXPLORATION I COM 67611810 88 17800 SH SHARED 17 17800 D ODYSSEY RE HLDGS CORP DBCV 4.375% 6/1 67612WAB 9248 8000000 PRN SHARED 02 8000000 D ODYSSEY RE HLDGS CORP COM 67612W10 485 19672 SH SHARED 19672 D ODYSSEY RE HLDGS CORP COM 67612W10 29 1206 SH SHARED 02 1206 D ODYSSEY RE HLDGS CORP COM 67612W10 9 400 SH SHARED 10 400 D ODYSSEY RE HLDGS CORP COM 67612W10 59 2400 SH SHARED 17 2400 D OFFICEMAX INC DEL COM 67622P10 41159 1382598 SH SHARED 1382598 D OFFICEMAX INC DEL COM 67622P10 416 14000 SH SHARED 01 14000 D OFFICEMAX INC DEL COM 67622P10 1963 65939 SH SHARED 02 65939 D OFFICEMAX INC DEL COM 67622P10 2158 72499 SH SHARED 17 72499 D OFFICE DEPOT INC COM 67622010 36773 1610032 SH SHARED 1562700 47332 D OFFICE DEPOT INC COM 67622010 1344 58848 SH SHARED 01 58848 D OFFICE DEPOT INC COM 67622010 441 19344 SH SHR/OTHR 01 19344 D OFFICE DEPOT INC COM 67622010 3009 131743 SH SHARED 02 131743 D OFFICE DEPOT INC COM 67622010 1973 86399 SH SHARED 04 70000 16399 D OFFICE DEPOT INC COM 67622010 62084 2718242 SH SHARED 05 1705382 1012860 D OFFICE DEPOT INC COM 67622010 24081 1054369 SH SHARED 06 1054369 D OFFICE DEPOT INC COM 67622010 1432 62706 SH SHARED 10 62706 D OFFICE DEPOT INC COM 67622010 180 7890 SH SHARED 14 7890 D OFFICE DEPOT INC COM 67622010 1290 56500 SH SHARED 15 56500 D OFFICE DEPOT INC COM 67622010 3893 170462 SH SHARED 17 170462 D OFFSHORE LOGISTICS INC COM 67625510 758 23107 SH SHARED 23107 D OFFSHORE LOGISTICS INC COM 67625510 9 300 SH SHARED 10 300 D OFFSHORE LOGISTICS INC COM 67625510 2026 61700 SH SHARED 17 61700 D OHIO CAS CORP COM 67724010 1655 68499 SH SHARED 68499 D OHIO CAS CORP COM 67724010 497 20600 SH SHARED 01 20600 D OHIO CAS CORP COM 67724010 578 23945 SH SHARED 02 23945 D OHIO CAS CORP COM 67724010 16 700 SH SHARED 10 700 D OHIO CAS CORP COM 67724010 612 25328 SH SHR/OTHR 10 25328 D OHIO CAS CORP COM 67724010 1180 48842 SH SHARED 17 48842 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 71 700 SH SHR/OTHR 01 700 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 22618 221950 SH SHARED 02 221950 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 805 7900 SH SHARED 17 7900 D OIL STS INTL INC COM 67802610 2495 99135 SH SHARED 99135 D OIL STS INTL INC COM 67802610 52 2100 SH SHARED 02 2100 D OIL STS INTL INC COM 67802610 10553 419300 SH SHARED 17 419300 D OLD DOMINION FGHT LINES INC COM 67958010 1805 67305 SH SHARED 18605 48700 D OLD DOMINION FGHT LINES INC COM 67958010 166 6200 SH SHARED 02 6200 D OLD DOMINION FGHT LINES INC COM 67958010 598 22300 SH SHARED 10 22300 D OLD DOMINION FGHT LINES INC COM 67958010 600 22400 SH SHARED 17 7700 14700 D OLD NATL BANCORP IND COM 68003310 1839 85961 SH SHARED 85961 D OLD NATL BANCORP IND COM 68003310 53 2483 SH SHARED 02 2483 D OLD NATL BANCORP IND COM 68003310 701 32770 SH SHARED 10 32770 D OLD NATL BANCORP IND COM 68003310 633 29602 SH SHARED 17 29602 D OLD REP INTL CORP COM 68022310 467 18500 SH SHARED 18500 D OLD REP INTL CORP COM 68022310 3166 125199 SH SHARED 125099 100 D OLD REP INTL CORP COM 68022310 1598 63221 SH SHARED 01 63221 D OLD REP INTL CORP COM 68022310 2296 90804 SH SHARED 02 90804 D OLD REP INTL CORP COM 68022310 48 1900 SH SHARED 06 1900 D OLD REP INTL CORP COM 68022310 30 1200 SH SHARED 10 1200 D OLD REP INTL CORP COM 68022310 1039 41095 SH SHARED 17 41095 D OLD SECOND BANCORP INC ILL COM 68027710 385 13266 SH SHARED 13266 D OLD SECOND BANCORP INC ILL COM 68027710 122 4198 SH SHARED 17 4198 D OLIN CORP COM PAR $1 68066520 202 11100 SH SHARED 11100 D OLIN CORP COM PAR $1 68066520 5729 314099 SH SHARED 314099 D OLIN CORP COM PAR $1 68066520 446 24500 SH SHARED 01 24500 D OLIN CORP COM PAR $1 68066520 54 3000 SH SHR/OTHR 01 3000 D OLIN CORP COM PAR $1 68066520 424 23251 SH SHARED 02 23251 D OLIN CORP COM PAR $1 68066520 1025 56200 SH SHARED 14 56200 D OLIN CORP COM PAR $1 68066520 732 40154 SH SHARED 17 40154 D OLYMPIC STEEL INC COM 68162K10 20 1550 SH SHARED 1550 D OLYMPIC STEEL INC COM 68162K10 26 2000 SH SHARED 02 2000 D OMNICARE INC COM 68190410 7558 178150 SH SHARED 177250 900 D OMNICARE INC COM 68190410 1925 45391 SH SHARED 01 3800 41591 D OMNICARE INC COM 68190410 124 2930 SH SHR/OTHR 01 2930 D OMNICARE INC COM 68190410 2036 48006 SH SHARED 02 48006 D OMNICARE INC COM 68190410 7913 186500 SH SHARED 10 81400 105100 D OMNICARE INC COM 68190410 19946 470100 SH SHARED 17 470100 D OMNICOM GROUP INC NOTE 2/0 681919AK 84597 86500000 PRN SHARED 86500000 D OMNICOM GROUP INC NOTE 2/0 681919AK 24 25000 PRN SHR/OTHR 01 25000 D OMNICOM GROUP INC NOTE 2/0 681919AK 32264 32990000 PRN SHARED 02 32990000 D OMNICOM GROUP INC NOTE 7/3 681919AM 105140105351000 PRN SHARED 95351000 10000000 D OMNICOM GROUP INC NOTE 7/3 681919AM 4967 4977000 PRN SHARED 02 4977000 D OMNICOM GROUP INC NOTE 6/1 681919AR 1018 1045000 PRN SHARED 1045000 D OMNICOM GROUP INC NOTE 6/1 681919AR 54 56000 PRN SHR/OTHR 01 56000 D OMNICOM GROUP INC NOTE 6/1 681919AR 1004 1030000 PRN SHARED 02 1030000 D OMNICOM GROUP INC COM 68191910 80530 1008400 SH SHARED 975400 33000 D OMNICOM GROUP INC COM 68191910 3603 45120 SH SHARED 01 1500 43620 D OMNICOM GROUP INC COM 68191910 2301 28825 SH SHR/OTHR 01 28825 D OMNICOM GROUP INC COM 68191910 6240 78141 SH SHARED 02 78141 D OMNICOM GROUP INC COM 68191910 7 100 SH SHARED 05 100 D OMNICOM GROUP INC COM 68191910 267 3350 SH SHARED 06 3350 D OMNICOM GROUP INC COM 68191910 83287 1042913 SH SHARED 10 200950 566990 274973 D OMNICOM GROUP INC COM 68191910 1333 16700 SH SHR/OTHR 10 16700 D OMNICOM GROUP INC COM 68191910 1006 12600 SH SHARED 14 12600 D OMNICOM GROUP INC COM 68191910 7126 89234 SH SHARED 17 89234 D OMEGA HEALTHCARE INVS INC COM 68193610 824 64131 SH SHARED 54931 9200 D OMEGA HEALTHCARE INVS INC COM 68193610 3 300 SH SHARED 02 300 D OMEGA HEALTHCARE INVS INC COM 68193610 32 2500 SH SHARED 10 2500 D OMEGA HEALTHCARE INVS INC COM 68193610 227 17700 SH SHARED 17 17700 D 1-800 CONTACTS INC COM 68197710 160 8303 SH SHARED 8303 D 1-800 CONTACTS INC COM 68197710 40 2100 SH SHARED 17 2100 D OMEGA FINL CORP COM 68209210 382 12303 SH SHARED 12303 D OMEGA FINL CORP COM 68209210 136 4400 SH SHARED 17 4400 D OMEGA PROTEIN CORP COM 68210P10 63 10000 SH SHARED 5000 5000 D OMEGA PROTEIN CORP COM 68210P10 5 888 SH SHARED 02 888 D OMNIVISION TECHNOLOGIES INC COM 68212810 1972 145132 SH SHARED 64532 80600 D OMNIVISION TECHNOLOGIES INC COM 68212810 505 37200 SH SHARED 01 37200 D OMNIVISION TECHNOLOGIES INC COM 68212810 108 8000 SH SHARED 02 8000 D OMNIVISION TECHNOLOGIES INC COM 68212810 725 53400 SH SHARED 10 1200 52200 D OMNIVISION TECHNOLOGIES INC COM 68212810 679 50000 SH SHARED 15 50000 D OMNIVISION TECHNOLOGIES INC COM 68212810 5437 400100 SH SHARED 17 279200 120900 D OMNOVA SOLUTIONS INC COM 68212910 151 32600 SH SHARED 32600 D OMNOVA SOLUTIONS INC COM 68212910 23 5000 SH SHARED 02 5000 D OMNICELL INC COM 68213N10 3032 344620 SH SHARED 344620 D OMNICELL INC COM 68213N10 22 2500 SH SHARED 02 2500 D ON ASSIGNMENT INC COM 68215910 848 170422 SH SHR/OTHR 170422 D ON ASSIGNMENT INC COM 68215910 91 18300 SH SHARED 18300 D ON SEMICONDUCTOR CORP NOTE 4/1 682189AB 2908 4000000 PRN SHARED 02 4000000 D ON SEMICONDUCTOR CORP COM 68218910 673 146328 SH SHARED 146328 D ON SEMICONDUCTOR CORP COM 68218910 242 52700 SH SHARED 17 52700 D ONE LIBERTY PPTYS INC COM 68240610 156 7558 SH SHARED 7558 D ONE LIBERTY PPTYS INC COM 68240610 6828 329700 SH SHARED 11 329700 D 1 800 FLOWERS COM CL A 68243Q10 252 35841 SH SHARED 24941 10900 D 1 800 FLOWERS COM CL A 68243Q10 97 13800 SH SHARED 17 13800 D ONEOK INC NEW COM 68268010 966 29600 SH SHARED 29600 D ONEOK INC NEW COM 68268010 1511 46302 SH SHARED 01 46302 D ONEOK INC NEW COM 68268010 1414 43312 SH SHARED 02 43312 D ONEOK INC NEW COM 68268010 32 1000 SH SHARED 10 1000 D ONEOK INC NEW COM 68268010 39 1200 SH SHR/OTHR 10 1200 D ONEOK INC NEW COM 68268010 11577 354600 SH SHARED 17 354600 D ONLINE RES CORP COM 68273G10 235 20803 SH SHARED 20803 D ONLINE RES CORP COM 68273G10 121 10700 SH SHARED 17 10700 D ONYX PHARMACEUTICALS INC COM 68339910 2936 123260 SH SHARED 123260 D ONYX PHARMACEUTICALS INC COM 68339910 2 100 SH SHARED 01 100 D ONYX PHARMACEUTICALS INC COM 68339910 23 1000 SH SHR/OTHR 01 1000 D ONYX PHARMACEUTICALS INC COM 68339910 169 7100 SH SHARED 02 7100 D ONYX PHARMACEUTICALS INC COM 68339910 2453 103000 SH SHARED 04 103000 D ONYX PHARMACEUTICALS INC COM 68339910 47 2000 SH SHARED 14 2000 D ONYX PHARMACEUTICALS INC COM 68339910 326 13700 SH SHARED 17 13700 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 36424 1070354 SH SHARED 1070354 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 3978 116900 SH SHARED 01 116900 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 33184 975150 SH SHARED 04 975150 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 2493 73288 SH SHARED 05 73288 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 2739 80500 SH SHARED 06 80500 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 5594 164400 SH SHARED 10 164400 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 690 20300 SH SHARED 17 20300 D OPEN SOLUTIONS INC COM 68371P10 390 19253 SH SHARED 19253 D OPEN SOLUTIONS INC COM 68371P10 56 2800 SH SHARED 02 2800 D OPEN SOLUTIONS INC COM 68371P10 182 9000 SH SHARED 17 9000 D OPEN TEXT CORP COM 68371510 1894 133800 SH SHARED 133800 D OPEN TEXT CORP COM 68371510 96 6810 SH SHARED 02 6810 D OPENWAVE SYS INC NOTE 2.750% 9/0 683718AC 10745 10080000 PRN SHARED 02 10080000 D OPENWAVE SYS INC COM NEW 68371830 1155 70430 SH SHARED 68230 2200 D OPENWAVE SYS INC COM NEW 68371830 142 8700 SH SHARED 01 8700 D OPENWAVE SYS INC COM NEW 68371830 174 10636 SH SHR/OTHR 01 10636 D OPENWAVE SYS INC COM NEW 68371830 182 11100 SH SHARED 02 11100 D OPENWAVE SYS INC COM NEW 68371830 414 25300 SH SHARED 10 25300 D OPENWAVE SYS INC COM NEW 68371830 2951 179976 SH SHARED 17 94876 85100 D OPLINK COMMUNICATIONS INC COM 68375Q10 167 101645 SH SHARED 101645 D OPLINK COMMUNICATIONS INC COM 68375Q10 78 47400 SH SHARED 17 47400 D OPNET TECHNOLOGIES INC COM 68375710 72 8900 SH SHARED 8900 D OPNET TECHNOLOGIES INC COM 68375710 12 1500 SH SHARED 02 1500 D OPTICAL COMMUNICATION PRODS CL A 68382T10 111 58616 SH SHARED 58616 D OPTICAL COMMUNICATION PRODS CL A 68382T10 15 8100 SH SHARED 17 8100 D OPSWARE INC COM 68383A10 376 73612 SH SHARED 73612 D OPSWARE INC COM 68383A10 13 2700 SH SHARED 10 2700 D OPSWARE INC COM 68383A10 143 28000 SH SHARED 17 28000 D OPTICARE HEALTH SYS INC COM 68386P10 0 3 SH SHARED 02 3 D OPTIMAL GROUP INC CL A NEW 68388R20 147 9112 SH SHARED 9112 D ORACLE CORP COM 68389X10 464358 35178687 SH SHARED 34424127 754560 D ORACLE CORP COM 68389X10 13096 992194 SH SHARED 01 386498 605696 D ORACLE CORP COM 68389X10 2325 176154 SH SHR/OTHR 01 176154 D ORACLE CORP COM 68389X10 20051 1519079 SH SHARED 02 1519079 D ORACLE CORP COM 68389X10 10051 761500 SH SHARED 03 761500 D ORACLE CORP COM 68389X10 18704 1417039 SH SHARED 04 1394524 22515 D ORACLE CORP COM 68389X10 21011 1591765 SH SHARED 05 1369504 222261 D ORACLE CORP COM 68389X10 18217 1380093 SH SHARED 06 1380093 D ORACLE CORP COM 68389X10 344803 26121502 SH SHARED 10 9160046 16237450 724006 D ORACLE CORP COM 68389X10 392 29740 SH SHR/OTHR 10 29740 D ORACLE CORP COM 68389X10 846 64109 SH SHARED 14 64109 D ORACLE CORP COM 68389X10 1320 100000 SH SHARED 16 100000 D ORACLE CORP COM 68389X10 24944 1889743 SH SHARED 17 1889743 D ORACLE CORP COM 68389X10 12144 920000 SH SHARED 18 920000 D OPPENHEIMER MULTI-SECTOR INC SH BEN INT 68393310 1139 119521 SH SHARED 119521 D OPTION CARE INC NOTE 2.250%11/0 683948AB 7463 5500000 PRN SHARED 5500000 D OPTION CARE INC COM 68394810 313 22250 SH SHARED 22250 D OPTION CARE INC COM 68394810 33 2395 SH SHR/OTHR 01 2395 D OPTION CARE INC COM 68394810 8 600 SH SHARED 10 600 D OPTION CARE INC COM 68394810 150 10700 SH SHARED 17 10700 D OPTIONSXPRESS HLDGS INC COM 68401010 326 21499 SH SHARED 21499 D OPTIONSXPRESS HLDGS INC COM 68401010 129 8510 SH SHARED 17 8510 D ORASURE TECHNOLOGIES INC COM 68554V10 736 73787 SH SHR/OTHR 73787 D ORASURE TECHNOLOGIES INC COM 68554V10 512 51378 SH SHARED 51378 D ORASURE TECHNOLOGIES INC COM 68554V10 201 20200 SH SHARED 17 20200 D ORBITAL SCIENCES CORP COM 68556410 672 67946 SH SHR/OTHR 67946 D ORBITAL SCIENCES CORP COM 68556410 923 93296 SH SHARED 93296 D ORBITAL SCIENCES CORP COM 68556410 205 20760 SH SHARED 17 20760 D OREZONE RES INC COM 68592110 229 175000 SH SHARED 175000 D OREZONE RES INC COM 68592110 343 262500 SH SHARED 10 262500 D OREGON STL MLS INC COM 68607910 1694 98433 SH SHARED 98433 D OREGON STL MLS INC COM 68607910 98 5700 SH SHARED 01 5700 D OREGON STL MLS INC COM 68607910 4 270 SH SHR/OTHR 01 270 D OREGON STL MLS INC COM 68607910 242 14100 SH SHARED 17 14100 D O REILLY AUTOMOTIVE INC COM 68609110 368 12346 SH SHARED 12346 D O REILLY AUTOMOTIVE INC COM 68609110 1097 36800 SH SHARED 01 36800 D O REILLY AUTOMOTIVE INC COM 68609110 95 3200 SH SHR/OTHR 01 3200 D O REILLY AUTOMOTIVE INC COM 68609110 1499 50254 SH SHARED 02 50254 D O REILLY AUTOMOTIVE INC COM 68609110 80 2700 SH SHARED 17 2700 D ORIENTAL FINL GROUP INC COM 68618W10 760 49839 SH SHARED 20739 29100 D ORIENTAL FINL GROUP INC COM 68618W10 53 3500 SH SHARED 02 3500 D ORIENTAL FINL GROUP INC COM 68618W10 844 55330 SH SHARED 10 330 55000 D ORIENTAL FINL GROUP INC COM 68618W10 124 8182 SH SHARED 17 8182 D ORIGEN FINL INC COM 68619E20 1288 174063 SH SHARED 174063 D ORIX CORP SPONSORED ADR 68633010 82 1100 SH SHR/OTHR 01 1100 D ORIX CORP SPONSORED ADR 68633010 489 6500 SH SHARED 02 6500 D ORLEANS HOMEBUILDERS INC COM 68658810 90 3871 SH SHARED 3871 D ORLEANS HOMEBUILDERS INC COM 68658810 53 2300 SH SHR/OTHR 01 2300 D ORLEANS HOMEBUILDERS INC COM 68658810 0 1 SH SHARED 02 1 D ORLEANS HOMEBUILDERS INC COM 68658810 35 1500 SH SHARED 17 1500 D ORMAT TECHNOLOGIES INC COM 68668810 136 7133 SH SHARED 7133 D ORMAT TECHNOLOGIES INC COM 68668810 10411 545100 SH SHARED 17 545100 D ORTHOLOGIC CORP COM 68750J10 111 28900 SH SHARED 28900 D ORTHOLOGIC CORP COM 68750J10 19 4944 SH SHARED 02 4944 D ORTHOVITA INC COM 68750U10 138 35330 SH SHARED 35330 D ORTHOVITA INC COM 68750U10 28 7204 SH SHARED 02 7204 D OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAB 3328 4150000 PRN SHARED 02 4150000 D OSCIENT PHARMACEUTICALS CORP COM 68812R10 136 51400 SH SHARED 51400 D OSCIENT PHARMACEUTICALS CORP COM 68812R10 21 8000 SH SHARED 02 8000 D OSHKOSH B GOSH INC CL A 68822220 599 23062 SH SHARED 23062 D OSHKOSH B GOSH INC CL A 68822220 21 840 SH SHARED 01 840 D OSHKOSH B GOSH INC CL A 68822220 13 500 SH SHR/OTHR 01 500 D OSHKOSH B GOSH INC CL A 68822220 96 3708 SH SHARED 17 3708 D OSHKOSH TRUCK CORP COM 68823920 23 300 SH SHARED 300 D OSHKOSH TRUCK CORP COM 68823920 23 300 SH SHARED 01 300 D OSHKOSH TRUCK CORP COM 68823920 281 3600 SH SHARED 02 3600 D OSHKOSH TRUCK CORP COM 68823920 27045 345500 SH SHARED 17 345500 D OTELCO INC UNIT 99/99/9999 68882320 15 1000 SH SHARED 1000 D OTTER TAIL CORP COM 68964810 800 29299 SH SHARED 29299 D OTTER TAIL CORP COM 68964810 51 1900 SH SHARED 02 1900 D OTTER TAIL CORP COM 68964810 256 9400 SH SHARED 17 9400 D OUTBACK STEAKHOUSE INC COM 68989910 1940 42900 SH SHARED 42900 D OUTBACK STEAKHOUSE INC COM 68989910 1201 26550 SH SHARED 01 26550 D OUTBACK STEAKHOUSE INC COM 68989910 1281 28334 SH SHARED 02 28334 D OUTBACK STEAKHOUSE INC COM 68989910 229 5082 SH SHR/OTHR 10 5082 D OUTDOOR CHANNEL HLDGS INC COM NEW 69002720 80 5885 SH SHARED 5885 D OVERLAND STORAGE INC COM 69031010 101 10600 SH SHARED 10600 D OVERLAND STORAGE INC COM 69031010 19 2000 SH SHARED 02 2000 D OVERNITE CORP COM 69032210 4970 115657 SH SHARED 115657 D OVERNITE CORP COM 69032210 1745 40601 SH SHARED 01 40321 280 D OVERNITE CORP COM 69032210 30 710 SH SHR/OTHR 01 710 D OVERNITE CORP COM 69032210 8 200 SH SHARED 02 200 D OVERNITE CORP COM 69032210 7610 177064 SH SHARED 10 165464 1600 10000 D OVERNITE CORP COM 69032210 16508 384100 SH SHARED 17 225200 158900 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 1527 25600 SH SHARED 25600 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 775 13000 SH SHARED 01 13000 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 274 4600 SH SHR/OTHR 01 4600 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 1216 20400 SH SHARED 02 20400 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 60 1009 SH SHARED 06 1009 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 2326 39000 SH SHARED 10 1400 37600 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 489 8200 SH SHARED 17 8200 D OVERSTOCK COM INC DEL COM 69037010 3540 99444 SH SHARED 99444 D OVERSTOCK COM INC DEL COM 69037010 174 4900 SH SHARED 01 4900 D OVERSTOCK COM INC DEL COM 69037010 142 4000 SH SHARED 04 4000 D OVERSTOCK COM INC DEL COM 69037010 163 4600 SH SHARED 17 4600 D OWENS & MINOR INC NEW COM 69073210 1275 39431 SH SHARED 39431 D OWENS & MINOR INC NEW COM 69073210 527 16300 SH SHARED 17 16300 D OWENS ILL INC COM NEW 69076840 348 13900 SH SHARED 6200 7700 D OWENS ILL INC COM NEW 69076840 35 1400 SH SHARED 01 1400 D OWENS ILL INC COM NEW 69076840 382 15262 SH SHARED 02 15262 D OWENS ILL INC COM NEW 69076840 4448 177600 SH SHARED 10 177600 D OWENS ILL INC COM NEW 69076840 3448 137680 SH SHARED 17 103180 34500 D OWENS ILL INC PFD CONV $.01 69076850 4845 119590 SH SHARED 119590 D OXFORD INDS INC COM 69149730 585 13601 SH SHARED 13601 D OXFORD INDS INC COM 69149730 202 4700 SH SHARED 17 4700 D PAB BANKSHARES INC COM 69313P10 0 9 SH SHARED 02 9 D P A M TRANSN SVCS INC COM 69314910 127 7600 SH SHARED 6400 1200 D P A M TRANSN SVCS INC COM 69314910 8 526 SH SHARED 17 526 D P C CONNECTION COM 69318J10 41 6720 SH SHARED 6720 D P C CONNECTION COM 69318J10 6 1000 SH SHARED 02 1000 D PC MALL INC COM 69323K10 27 6200 SH SHARED 6200 D PC MALL INC COM 69323K10 4 1000 SH SHARED 02 1000 D PC-TEL INC COM 69325Q10 128 16372 SH SHARED 16372 D PC-TEL INC COM 69325Q10 23 3000 SH SHARED 02 3000 D PDF SOLUTIONS INC COM 69328210 284 21711 SH SHARED 21711 D PDF SOLUTIONS INC COM 69328210 82 6300 SH SHARED 17 6300 D PDI INC COM 69329V10 188 15300 SH SHARED 15300 D PDI INC COM 69329V10 12 1000 SH SHARED 02 1000 D PG&E CORP NOTE 9.500% 6/3 69331CAD 17936 6080000 PRN SHARED 6080000 D PG&E CORP COM 69331C10 1043 27800 SH SHARED 27800 D PG&E CORP COM 69331C10 33789 900081 SH SHARED 838081 62000 D PG&E CORP COM 69331C10 3362 89583 SH SHARED 01 89583 D PG&E CORP COM 69331C10 397 10600 SH SHR/OTHR 01 10600 D PG&E CORP COM 69331C10 5448 145135 SH SHARED 02 145135 D PG&E CORP COM 69331C10 1457 38820 SH SHARED 04 38820 D PG&E CORP COM 69331C10 5722 152430 SH SHARED 05 127700 24730 D PG&E CORP COM 69331C10 206 5500 SH SHARED 06 5500 D PG&E CORP COM 69331C10 67038 1785800 SH SHARED 10 40920 1744880 D PG&E CORP COM 69331C10 6536 174119 SH SHARED 17 174119 D PFF BANCORP INC COM 69331W10 1636 54017 SH SHARED 19267 34750 D PFF BANCORP INC COM 69331W10 2356 77801 SH SHARED 10 1701 76100 D PFF BANCORP INC COM 69331W10 7431 245340 SH SHARED 17 214590 30750 D PHH CORP COM NEW 69332020 6696 260368 SH SHARED 260368 D PHH CORP COM NEW 69332020 41 1600 SH SHARED 01 1600 D PHH CORP COM NEW 69332020 15 617 SH SHR/OTHR 01 617 D PHH CORP COM NEW 69332020 45 1763 SH SHARED 02 1763 D PHH CORP COM NEW 69332020 43 1703 SH SHARED 06 1703 D PHH CORP COM NEW 69332020 610 23741 SH SHARED 10 25 23716 D PHH CORP COM NEW 69332020 31 1226 SH SHARED 14 1226 D PHH CORP COM NEW 69332020 591 23000 SH SHARED 17 23000 D P F CHANGS CHINA BISTRO INC COM 69333Y10 1811 30712 SH SHARED 30712 D P F CHANGS CHINA BISTRO INC COM 69333Y10 2350 39854 SH SHARED 01 37779 2075 D P F CHANGS CHINA BISTRO INC COM 69333Y10 42 725 SH SHR/OTHR 01 725 D P F CHANGS CHINA BISTRO INC COM 69333Y10 47 800 SH SHARED 02 800 D P F CHANGS CHINA BISTRO INC COM 69333Y10 1179 20000 SH SHARED 04 20000 D P F CHANGS CHINA BISTRO INC COM 69333Y10 18702 317100 SH SHARED 10 315600 1500 D P F CHANGS CHINA BISTRO INC COM 69333Y10 31877 540482 SH SHARED 17 540482 D PICO HLDGS INC COM NEW 69336620 226 7600 SH SHARED 7600 D PICO HLDGS INC COM NEW 69336620 71 2400 SH SHARED 17 2400 D PLX TECHNOLOGY INC COM 69341710 234 23037 SH SHARED 23037 D PLX TECHNOLOGY INC COM 69341710 100 9900 SH SHARED 01 9900 D PLX TECHNOLOGY INC COM 69341710 113 11200 SH SHARED 17 11200 D PMA CAP CORP DBCV 6.500% 9/3 693419AD 2106 2000000 PRN SHARED 2000000 D PMA CAP CORP CL A 69341920 317 35946 SH SHARED 35946 D PMA CAP CORP CL A 69341920 64 7300 SH SHARED 01 7300 D PMA CAP CORP CL A 69341920 141 16000 SH SHARED 17 16000 D PMC-SIERRA INC COM 69344F10 9622 1031384 SH SHARED 1031384 D PMC-SIERRA INC COM 69344F10 406 43610 SH SHARED 01 43610 D PMC-SIERRA INC COM 69344F10 31 3338 SH SHR/OTHR 01 3338 D PMC-SIERRA INC COM 69344F10 871 93413 SH SHARED 02 93413 D PMC-SIERRA INC COM 69344F10 1773 190112 SH SHARED 17 190112 D PMI GROUP INC DBCV 2.500% 7/1 69344MAE 19513 19000000 PRN SHARED 19000000 D PMI GROUP INC COM 69344M10 608 15600 SH SHARED 15600 D PMI GROUP INC COM 69344M10 2229 57206 SH SHARED 57206 D PMI GROUP INC COM 69344M10 1294 33200 SH SHARED 01 33200 D PMI GROUP INC COM 69344M10 2370 60814 SH SHARED 02 60814 D PMI GROUP INC COM 69344M10 31 800 SH SHARED 06 800 D PMI GROUP INC COM 69344M10 1029 26400 SH SHARED 10 26400 D PMI GROUP INC COM 69344M10 3619 92852 SH SHARED 17 92852 D PNC FINL SVCS GROUP INC COM 69347510 364 6700 SH SHARED 6700 D PNC FINL SVCS GROUP INC COM 69347510 82575 1516261 SH SHARED 1198306 317955 D PNC FINL SVCS GROUP INC COM 69347510 163 3000 SH SHR/OTHR 3000 D PNC FINL SVCS GROUP INC COM 69347510 14981 275098 SH SHARED 01 163100 111998 D PNC FINL SVCS GROUP INC COM 69347510 633 11641 SH SHR/OTHR 01 11641 D PNC FINL SVCS GROUP INC COM 69347510 7343 134846 SH SHARED 02 134846 D PNC FINL SVCS GROUP INC COM 69347510 10 200 SH SHARED 05 200 D PNC FINL SVCS GROUP INC COM 69347510 297 5470 SH SHARED 06 5470 D PNC FINL SVCS GROUP INC COM 69347510 81135 1489815 SH SHARED 10 1199485 290330 D PNC FINL SVCS GROUP INC COM 69347510 236 4339 SH SHARED 14 4339 D PNC FINL SVCS GROUP INC COM 69347510 2548 46800 SH SHARED 15 46800 D PNC FINL SVCS GROUP INC COM 69347510 94193 1729599 SH SHARED 17 1675757 53842 D POSCO SPONSORED ADR 69348310 70980 1614284 SH SHARED 1612969 1315 D POSCO SPONSORED ADR 69348310 1848 42050 SH SHARED 01 41800 250 D POSCO SPONSORED ADR 69348310 338 7700 SH SHR/OTHR 01 7700 D POSCO SPONSORED ADR 69348310 1319 30000 SH SHARED 04 30000 D POSCO SPONSORED ADR 69348310 1219 27732 SH SHARED 05 7002 20730 D POSCO SPONSORED ADR 69348310 1341 30500 SH SHARED 06 30500 D POSCO SPONSORED ADR 69348310 6930 157615 SH SHARED 10 103880 53735 D POSCO SPONSORED ADR 69348310 7659 174204 SH SHARED 10345 163859 D POSCO SPONSORED ADR 69348310 2327 52940 SH SHARED 17 52940 D PNM RES INC COM 69349H10 478 16600 SH SHARED 13000 3600 D PNM RES INC COM 69349H10 592 20550 SH SHARED 01 20550 D PNM RES INC COM 69349H10 830 28836 SH SHARED 02 28836 D PNM RES INC COM 69349H10 2230 77415 SH SHARED 10 415 77000 D PNM RES INC COM 69349H10 181 6300 SH SHARED 17 6300 D PPG INDS INC COM 69350610 76452 1218166 SH SHARED 1186266 31900 D PPG INDS INC COM 69350610 2905 46298 SH SHARED 01 550 45748 D PPG INDS INC COM 69350610 972 15500 SH SHR/OTHR 01 15500 D PPG INDS INC COM 69350610 4899 78063 SH SHARED 02 78063 D PPG INDS INC COM 69350610 1946 31020 SH SHARED 04 31020 D PPG INDS INC COM 69350610 3978 63400 SH SHARED 05 54800 8600 D PPG INDS INC COM 69350610 282 4500 SH SHARED 06 4500 D PPG INDS INC COM 69350610 56930 907118 SH SHARED 10 66030 827190 13898 D PPG INDS INC COM 69350610 53 860 SH SHR/OTHR 10 860 D PPG INDS INC COM 69350610 118 1892 SH SHARED 14 1892 D PPG INDS INC COM 69350610 7011 111727 SH SHARED 17 91912 19815 D PPL CORP COM 69351T10 647 10900 SH SHARED 10900 D PPL CORP COM 69351T10 48470 816276 SH SHARED 813976 2300 D PPL CORP COM 69351T10 2520 42447 SH SHARED 01 42447 D PPL CORP COM 69351T10 4614 77714 SH SHARED 02 77714 D PPL CORP COM 69351T10 5 100 SH SHARED 05 100 D PPL CORP COM 69351T10 130 2200 SH SHARED 06 2200 D PPL CORP COM 69351T10 184 3100 SH SHARED 10 3100 D PPL CORP COM 69351T10 35 600 SH SHR/OTHR 10 600 D PPL CORP COM 69351T10 5046 84988 SH SHARED 17 84988 D PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE 482 405000 PRN SHARED 405000 D PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE 6164 5176000 PRN SHARED 02 5176000 D PRA INTL COM 69353C10 752 28109 SH SHARED 28109 D PRA INTL COM 69353C10 8593 320900 SH SHARED 04 320900 D PRA INTL COM 69353C10 26 1000 SH SHARED 06 1000 D PRA INTL COM 69353C10 58 2200 SH SHARED 14 2200 D PRA INTL COM 69353C10 99 3700 SH SHARED 17 3700 D PRG-SCHULTZ INTERNATIONAL IN NOTE 4.750%11/2 69357CAA 139 171000 PRN SHARED 171000 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 124 44098 SH SHARED 44098 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 0 200 SH SHARED 02 200 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 1 600 SH SHARED 10 600 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 48 17197 SH SHARED 17 17197 D PS BUSINESS PKS INC CALIF COM 69360J10 854 19233 SH SHARED 18433 800 D PS BUSINESS PKS INC CALIF COM 69360J10 8 200 SH SHARED 01 200 D PS BUSINESS PKS INC CALIF COM 69360J10 177 4000 SH SHARED 10 4000 D PS BUSINESS PKS INC CALIF COM 69360J10 284 6400 SH SHARED 17 6400 D PSS WORLD MED INC COM 69366A10 4580 367950 SH SHARED 367950 D PSS WORLD MED INC COM 69366A10 1467 117859 SH SHARED 117859 D PSS WORLD MED INC COM 69366A10 3 300 SH SHARED 02 300 D PSS WORLD MED INC COM 69366A10 1982 159200 SH SHARED 10 148000 11200 D PSS WORLD MED INC COM 69366A10 329 26463 SH SHARED 17 26463 D PAC-WEST TELECOM INC COM 69371Y10 18 18300 SH SHARED 18300 D PAC-WEST TELECOM INC COM 69371Y10 0 700 SH SHARED 10 700 D PACCAR INC COM 69371810 125183 1840930 SH SHARED 1724530 116400 D PACCAR INC COM 69371810 4112 60479 SH SHARED 01 7733 52746 D PACCAR INC COM 69371810 669 9840 SH SHR/OTHR 01 9840 D PACCAR INC COM 69371810 5158 75859 SH SHARED 02 75859 D PACCAR INC COM 69371810 13 200 SH SHARED 05 200 D PACCAR INC COM 69371810 147 2175 SH SHARED 06 2175 D PACCAR INC COM 69371810 26939 396175 SH SHARED 10 78487 317688 D PACCAR INC COM 69371810 2487 36575 SH SHR/OTHR 10 36575 D PACCAR INC COM 69371810 5189 76319 SH SHARED 17 76319 D PACER INTL INC TENN COM 69373H10 1300 59674 SH SHARED 59674 D PACER INTL INC TENN COM 69373H10 45 2100 SH SHARED 02 2100 D PACER INTL INC TENN COM 69373H10 560 25700 SH SHARED 17 25700 D PACIFIC CAP BANCORP NEW COM 69404P10 2212 59798 SH SHARED 45698 14100 D PACIFIC CAP BANCORP NEW COM 69404P10 19 533 SH SHARED 01 533 D PACIFIC CAP BANCORP NEW COM 69404P10 14 400 SH SHARED 02 400 D PACIFIC CAP BANCORP NEW COM 69404P10 5554 150132 SH SHARED 10 150132 D PACIFIC CAP BANCORP NEW COM 69404P10 2829 76477 SH SHARED 17 26444 50033 D PACIFIC ETHANOL INC COM 69423U10 31 3110 SH SHARED 3110 D PACIFIC SUNWEAR CALIF INC COM 69487310 1902 82748 SH SHARED 82748 D PACIFIC SUNWEAR CALIF INC COM 69487310 577 25100 SH SHARED 01 25100 D PACIFIC SUNWEAR CALIF INC COM 69487310 29 1264 SH SHR/OTHR 01 1264 D PACIFIC SUNWEAR CALIF INC COM 69487310 727 31643 SH SHARED 02 31643 D PACIFIC SUNWEAR CALIF INC COM 69487310 459 20000 SH SHARED 04 20000 D PACIFIC SUNWEAR CALIF INC COM 69487310 1995 86789 SH SHARED 10 86789 D PACIFIC SUNWEAR CALIF INC COM 69487310 840 36560 SH SHARED 17 36560 D PACIFICARE HEALTH SYS DEL COM 69511210 750 10500 SH SHARED 10500 D PACIFICARE HEALTH SYS DEL COM 69511210 5751 80500 SH SHARED 80500 D PACIFICARE HEALTH SYS DEL COM 69511210 3693 51700 SH SHARED 01 51700 D PACIFICARE HEALTH SYS DEL COM 69511210 76 1071 SH SHR/OTHR 01 1071 D PACIFICARE HEALTH SYS DEL COM 69511210 2686 37595 SH SHARED 02 37595 D PACIFICARE HEALTH SYS DEL COM 69511210 26743 374300 SH SHARED 04 374300 D PACIFICARE HEALTH SYS DEL COM 69511210 21 300 SH SHARED 05 300 D PACIFICARE HEALTH SYS DEL COM 69511210 257 3600 SH SHARED 06 3600 D PACIFICARE HEALTH SYS DEL COM 69511210 4608 64500 SH SHARED 10 60300 4200 D PACIFICARE HEALTH SYS DEL COM 69511210 148 2079 SH SHARED 14 2079 D PACIFICARE HEALTH SYS DEL COM 69511210 1847 25855 SH SHARED 17 25855 D PACKAGING CORP AMER COM 69515610 359 17100 SH SHARED 17100 D PACKAGING CORP AMER COM 69515610 758 36050 SH SHARED 01 36050 D PACKAGING CORP AMER COM 69515610 16 800 SH SHR/OTHR 01 800 D PACKAGING CORP AMER COM 69515610 710 33732 SH SHARED 02 33732 D PACKAGING CORP AMER COM 69515610 5047 239800 SH SHARED 10 106300 133500 D PACKAGING CORP AMER COM 69515610 18883 897100 SH SHARED 17 805600 91500 D PACKAGING DYNAMICS CORP COM 69516010 73 5250 SH SHR/OTHR 01 5250 D PACKETEER INC COM 69521010 1653 117246 SH SHARED 56746 60500 D PACKETEER INC COM 69521010 176 12500 SH SHARED 01 12500 D PACKETEER INC COM 69521010 456 32400 SH SHARED 10 32400 D PACKETEER INC COM 69521010 187 13300 SH SHARED 17 13300 D PACTIV CORP COM 69525710 10739 497646 SH SHARED 497146 500 D PACTIV CORP COM 69525710 699 32431 SH SHARED 01 32431 D PACTIV CORP COM 69525710 111 5150 SH SHR/OTHR 01 5150 D PACTIV CORP COM 69525710 1975 91546 SH SHARED 02 91546 D PACTIV CORP COM 69525710 32 1500 SH SHARED 06 1500 D PACTIV CORP COM 69525710 46 2167 SH SHARED 10 167 2000 D PACTIV CORP COM 69525710 179 8326 SH SHARED 14 8326 D PACTIV CORP COM 69525710 1352 62668 SH SHARED 17 62668 D PAINCARE HLDGS INC COM 69562E10 184 42575 SH SHARED 42575 D PAINCARE HLDGS INC COM 69562E10 90 21000 SH SHARED 17 21000 D PAIN THERAPEUTICS INC COM 69562K10 199 29587 SH SHARED 29587 D PAIN THERAPEUTICS INC COM 69562K10 2 300 SH SHARED 02 300 D PAIN THERAPEUTICS INC COM 69562K10 81 12000 SH SHARED 17 12000 D PALATIN TECHNOLOGIES INC COM NEW 69607730 36 20791 SH SHARED 20791 D PALATIN TECHNOLOGIES INC COM NEW 69607730 8 5057 SH SHARED 02 5057 D PALL CORP COM 69642930 11686 384919 SH SHARED 384919 D PALL CORP COM 69642930 762 25100 SH SHARED 01 25100 D PALL CORP COM 69642930 452 14897 SH SHR/OTHR 01 14897 D PALL CORP COM 69642930 1437 47334 SH SHARED 02 47334 D PALL CORP COM 69642930 4250 140000 SH SHARED 04 140000 D PALL CORP COM 69642930 2185 72000 SH SHARED 16 72000 D PALL CORP COM 69642930 1440 47463 SH SHARED 17 47463 D PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB 1478 1650000 PRN SHARED 1650000 D PALM HARBOR HOMES COM 69663910 171 9133 SH SHARED 9133 D PALM HARBOR HOMES COM 69663910 91 4850 SH SHARED 17 4850 D PALMONE INC COM 69713P10 3047 102377 SH SHARED 102377 D PALMONE INC COM 69713P10 352 11850 SH SHARED 01 11850 D PALMONE INC COM 69713P10 705 23700 SH SHARED 02 23700 D PALMONE INC COM 69713P10 2855 95914 SH SHARED 10 800 95114 D PALMONE INC COM 69713P10 1583 53198 SH SHARED 17 27698 25500 D PALMSOURCE INC COM 69715410 174 20542 SH SHARED 20542 D PALMSOURCE INC COM 69715410 0 77 SH SHARED 01 77 D PALMSOURCE INC COM 69715410 14 1701 SH SHARED 02 1701 D PALMSOURCE INC COM 69715410 0 4 SH SHARED 10 4 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 984 41178 SH SHARED 16578 24600 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 318 13300 SH SHARED 02 13300 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 499 20900 SH SHARED 05 20900 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 449 18800 SH SHARED 10 18800 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 3583 149800 SH SHARED 17 111800 38000 D PAMRAPO BANCORP INC COM 69773810 88 4000 SH SHARED 10 2000 2000 D PAN AMERICAN SILVER CORP COM 69790010 7736 523100 SH SHARED 17 523100 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 60 905 SH SHARED 405 500 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 6 100 SH SHARED 01 100 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 266 4022 SH SHARED 02 4022 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 146 2200 SH SHARED 10 2200 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 169990 2560876 SH SHARED 11 2560876 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 126 1900 SH SHARED 17 1900 D PANAMSAT HLDG CORP COM 69831Y10 2877 140300 SH SHARED 140300 D PANAMSAT HLDG CORP COM 69831Y10 100 4900 SH SHARED 02 4900 D PANAMSAT HLDG CORP COM 69831Y10 14 700 SH SHARED 10 700 D PANERA BREAD CO CL A 69840W10 2791 44955 SH SHARED 44055 900 D PANERA BREAD CO CL A 69840W10 155 2500 SH SHARED 01 500 2000 D PANERA BREAD CO CL A 69840W10 229 3700 SH SHARED 02 3700 D PANERA BREAD CO CL A 69840W10 1018 16400 SH SHARED 10 16400 D PANTRY INC COM 69865710 2534 65446 SH SHARED 16646 48800 D PANTRY INC COM 69865710 50 1300 SH SHARED 02 1300 D PANTRY INC COM 69865710 844 21800 SH SHARED 10 21800 D PANTRY INC COM 69865710 3202 82700 SH SHARED 17 9900 72800 D PAPA JOHNS INTL INC COM 69881310 3658 91525 SH SHARED 91525 D PAPA JOHNS INTL INC COM 69881310 1438 35984 SH SHARED 34384 1600 D PAPA JOHNS INTL INC COM 69881310 4 100 SH SHARED 01 100 D PAPA JOHNS INTL INC COM 69881310 224 5606 SH SHARED 17 5606 D PAR PHARMACEUTICAL COS INC COM 69888P10 1913 60164 SH SHARED 54564 5600 D PAR PHARMACEUTICAL COS INC COM 69888P10 518 16305 SH SHARED 01 4605 11700 D PAR PHARMACEUTICAL COS INC COM 69888P10 75 2358 SH SHR/OTHR 01 2358 D PAR PHARMACEUTICAL COS INC COM 69888P10 386 12137 SH SHARED 02 12137 D PAR PHARMACEUTICAL COS INC COM 69888P10 31 1000 SH SHARED 10 1000 D PAR PHARMACEUTICAL COS INC COM 69888P10 15087 474300 SH SHARED 17 407600 66700 D PAR TECHNOLOGY CORP COM 69888410 188 5879 SH SHARED 3879 2000 D PAR TECHNOLOGY CORP COM 69888410 300 9400 SH SHARED 10 9400 D PAR TECHNOLOGY CORP COM 69888410 70 2200 SH SHARED 17 2200 D PARADYNE NETWORKS INC COM 69911G10 54 29900 SH SHARED 29900 D PARADYNE NETWORKS INC COM 69911G10 9 5000 SH SHARED 02 5000 D PARALLEL PETE CORP DEL COM 69915710 272 30736 SH SHARED 30736 D PARALLEL PETE CORP DEL COM 69915710 134 15200 SH SHARED 17 15200 D PARAMETRIC TECHNOLOGY CORP COM 69917310 12642 1981555 SH SHARED 1672655 308900 D PARAMETRIC TECHNOLOGY CORP COM 69917310 222 34900 SH SHARED 01 34900 D PARAMETRIC TECHNOLOGY CORP COM 69917310 445 69827 SH SHARED 02 69827 D PARAMETRIC TECHNOLOGY CORP COM 69917310 1840 288500 SH SHARED 10 4600 283900 D PARAMETRIC TECHNOLOGY CORP COM 69917310 4621 724294 SH SHARED 17 242994 481300 D PAREXEL INTL CORP COM 69946210 508 25631 SH SHARED 25631 D PAREXEL INTL CORP COM 69946210 9 500 SH SHARED 01 500 D PAREXEL INTL CORP COM 69946210 763 38514 SH SHR/OTHR 01 38514 D PAREXEL INTL CORP COM 69946210 62 3130 SH SHARED 10 3130 D PAREXEL INTL CORP COM 69946210 233 11760 SH SHARED 17 11760 D PARK ELECTROCHEMICAL CORP COM 70041620 49 1950 SH SHARED 1950 D PARK ELECTROCHEMICAL CORP COM 70041620 499 19840 SH SHARED 19840 D PARK ELECTROCHEMICAL CORP COM 70041620 160 6387 SH SHARED 17 6387 D PARK NATL CORP COM 70065810 1107 10026 SH SHARED 10026 D PARK NATL CORP COM 70065810 8 80 SH SHARED 02 80 D PARK NATL CORP COM 70065810 633 5734 SH SHR/OTHR 10 5734 D PARK NATL CORP COM 70065810 613 5550 SH SHARED 17 5550 D PARKER DRILLING CO COM 70108110 728 103896 SH SHARED 103896 D PARKER DRILLING CO COM 70108110 4 700 SH SHARED 02 700 D PARKER DRILLING CO COM 70108110 307 43800 SH SHARED 17 43800 D PARKER HANNIFIN CORP COM 70109410 40602 654781 SH SHARED 345968 308813 D PARKER HANNIFIN CORP COM 70109410 2544 41035 SH SHARED 01 12893 28142 D PARKER HANNIFIN CORP COM 70109410 119 1930 SH SHR/OTHR 01 1930 D PARKER HANNIFIN CORP COM 70109410 3045 49120 SH SHARED 02 49120 D PARKER HANNIFIN CORP COM 70109410 1150 18550 SH SHARED 04 18550 D PARKER HANNIFIN CORP COM 70109410 13087 211060 SH SHARED 05 99320 111740 D PARKER HANNIFIN CORP COM 70109410 2154 34749 SH SHARED 06 34749 D PARKER HANNIFIN CORP COM 70109410 79757 1286211 SH SHARED 10 97444 857020 331747 D PARKER HANNIFIN CORP COM 70109410 2059 33215 SH SHR/OTHR 10 33215 D PARKER HANNIFIN CORP COM 70109410 3469 55947 SH SHARED 17 55947 D PARKWAY PPTYS INC COM 70159Q10 1288 25766 SH SHARED 13866 11900 D PARKWAY PPTYS INC COM 70159Q10 725 14500 SH SHARED 10 14500 D PARKWAY PPTYS INC COM 70159Q10 30301 605900 SH SHARED 11 605900 D PARKWAY PPTYS INC COM 70159Q10 295 5900 SH SHARED 17 5900 D PARLUX FRAGRANCES INC COM 70164510 166 6020 SH SHARED 6020 D PARLUX FRAGRANCES INC COM 70164510 2 100 SH SHARED 02 100 D PARLUX FRAGRANCES INC COM 70164510 85 3100 SH SHARED 17 3100 D PARTNERS TR FINL GROUP INC N COM 70213F10 920 86198 SH SHARED 86198 D PARTNERS TR FINL GROUP INC N COM 70213F10 169 15895 SH SHARED 17 15895 D PARTY CITY CORP COM 70214510 136 11367 SH SHARED 11367 D PARTY CITY CORP COM 70214510 79 6600 SH SHARED 17 6600 D PATHMARK STORES INC NEW COM 70322A10 1297 148090 SH SHARED 50590 97500 D PATHMARK STORES INC NEW COM 70322A10 679 77600 SH SHARED 10 77600 D PATHMARK STORES INC NEW COM 70322A10 129 14800 SH SHARED 17 14800 D PATHMARK STORES INC NEW *W EXP 09/10/201 70322A11 27 72266 SH SHARED 72266 D PATTERSON COMPANIES INC COM 70339510 21421 475294 SH SHARED 474494 800 D PATTERSON COMPANIES INC COM 70339510 2206 48967 SH SHARED 01 742 48225 D PATTERSON COMPANIES INC COM 70339510 90 2000 SH SHR/OTHR 01 2000 D PATTERSON COMPANIES INC COM 70339510 3332 73950 SH SHARED 02 73950 D PATTERSON COMPANIES INC COM 70339510 545 12100 SH SHARED 05 12100 D PATTERSON COMPANIES INC COM 70339510 58 1300 SH SHARED 06 1300 D PATTERSON COMPANIES INC COM 70339510 672 14930 SH SHARED 17 14930 D PATTERSON UTI ENERGY INC COM 70348110 623 22400 SH SHARED 21700 700 D PATTERSON UTI ENERGY INC COM 70348110 1655 59500 SH SHARED 01 59500 D PATTERSON UTI ENERGY INC COM 70348110 7 265 SH SHR/OTHR 01 265 D PATTERSON UTI ENERGY INC COM 70348110 2081 74803 SH SHARED 02 74803 D PATTERSON UTI ENERGY INC COM 70348110 40 1438 SH SHARED 06 1438 D PATTERSON UTI ENERGY INC COM 70348110 241 8682 SH SHARED 14 8682 D PATTERSON UTI ENERGY INC COM 70348110 15245 547800 SH SHARED 17 547800 D PAXAR CORP COM 70422710 79 4500 SH SHARED 4500 D PAXAR CORP COM 70422710 1418 79899 SH SHARED 46099 33800 D PAXAR CORP COM 70422710 31 1800 SH SHARED 01 1800 D PAXAR CORP COM 70422710 159 9000 SH SHARED 02 9000 D PAXAR CORP COM 70422710 1098 61900 SH SHARED 10 61900 D PAXAR CORP COM 70422710 1385 78050 SH SHARED 17 15650 62400 D PAXSON COMMUNICATIONS CORP COM 70423110 50 84400 SH SHARED 84400 D PAXSON COMMUNICATIONS CORP COM 70423110 4 7700 SH SHARED 02 7700 D PAYCHEX INC COM 70432610 107695 3311682 SH SHARED 3300182 11500 D PAYCHEX INC COM 70432610 3085 94886 SH SHARED 01 4745 90141 D PAYCHEX INC COM 70432610 170 5229 SH SHR/OTHR 01 5229 D PAYCHEX INC COM 70432610 4241 130416 SH SHARED 02 130416 D PAYCHEX INC COM 70432610 9603 295300 SH SHARED 03 295300 D PAYCHEX INC COM 70432610 1304 40100 SH SHARED 05 40100 D PAYCHEX INC COM 70432610 146 4500 SH SHARED 06 4500 D PAYCHEX INC COM 70432610 62359 1917586 SH SHARED 10 1256456 562600 98530 D PAYCHEX INC COM 70432610 94 2900 SH SHARED 14 2900 D PAYCHEX INC COM 70432610 5088 156478 SH SHARED 17 156478 D PAYLESS SHOESOURCE INC COM 70437910 46 2400 SH SHARED 2400 D PAYLESS SHOESOURCE INC COM 70437910 1517 79058 SH SHARED 74558 4500 D PAYLESS SHOESOURCE INC COM 70437910 504 26301 SH SHARED 01 26301 D PAYLESS SHOESOURCE INC COM 70437910 0 15 SH SHR/OTHR 01 15 D PAYLESS SHOESOURCE INC COM 70437910 421 21938 SH SHARED 02 21938 D PAYLESS SHOESOURCE INC COM 70437910 1747 91000 SH SHARED 10 91000 D PAYLESS 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GROUP COM 70532410 12 164 SH SHR/OTHR 01 164 D PEDIATRIX MED GROUP COM 70532410 36 500 SH SHARED 10 500 D PEDIATRIX MED GROUP COM 70532410 10038 136500 SH SHARED 17 132600 3900 D PEETS COFFEE & TEA INC COM 70556010 506 15338 SH SHARED 13338 2000 D PEETS COFFEE & TEA INC COM 70556010 56 1700 SH SHARED 02 1700 D PEETS COFFEE & TEA INC COM 70556010 214 6500 SH SHARED 17 6500 D PEGASYSTEMS INC COM 70557310 89 15128 SH SHARED 15128 D PEGASYSTEMS INC COM 70557310 25 4400 SH SHARED 17 4400 D PEGASUS SOLUTIONS INC NOTE 3.875% 7/1 705906AB 1319 1567000 PRN SHARED 1567000 D PEGASUS SOLUTIONS INC COM 70590610 394 35336 SH SHARED 35336 D PEGASUS SOLUTIONS INC COM 70590610 10 900 SH SHARED 01 900 D PEGASUS SOLUTIONS INC COM 70590610 0 2 SH SHARED 02 2 D PEGASUS SOLUTIONS INC COM 70590610 123 11104 SH SHARED 17 11104 D PEMSTAR INC COM 70655210 0 24 SH SHARED 02 24 D PENGROWTH ENERGY TR TRUST UNIT A 70690230 83 3750 SH SHARED 3750 D PENGROWTH ENERGY TR TRUST UNIT A 70690230 50 2250 SH SHR/OTHR 01 2250 D PENN NATL GAMING INC COM 70756910 167 4600 SH SHARED 4600 D PENN NATL GAMING INC COM 70756910 233 6400 SH SHARED 01 6400 D PENN NATL GAMING INC COM 70756910 18 500 SH SHR/OTHR 01 500 D PENN NATL GAMING INC COM 70756910 262 7200 SH SHARED 02 7200 D PENN NATL GAMING INC COM 70756910 105 2880 SH SHARED 10 2880 D PENN NATL GAMING INC COM 70756910 105 2900 SH SHARED 17 2900 D PENN VA CORP COM 70788210 2635 59000 SH SHARED 18300 40700 D PENN VA CORP COM 70788210 35 800 SH SHARED 02 800 D PENN VA CORP COM 70788210 1353 30300 SH SHARED 10 30300 D PENN VA CORP COM 70788210 1701 38100 SH SHARED 17 8400 29700 D PENN VA RESOURCES PARTNERS L COM 70788410 23 500 SH SHR/OTHR 01 500 D PENNEY J C INC COM 70816010 109140 2075706 SH SHARED 2006806 68900 D PENNEY J C INC COM 70816010 2775 52790 SH SHARED 01 52790 D PENNEY J C INC COM 70816010 993 18900 SH SHR/OTHR 01 18900 D PENNEY J C INC COM 70816010 15707 298738 SH SHARED 02 298738 D PENNEY J C INC COM 70816010 3203 60930 SH SHARED 04 60930 D PENNEY J C INC COM 70816010 6702 127470 SH SHARED 05 101900 25570 D PENNEY J C INC COM 70816010 210 4000 SH SHARED 06 4000 D PENNEY J C INC COM 70816010 60767 1155710 SH SHARED 10 96270 970730 88710 D PENNEY J C INC COM 70816010 6147 116922 SH SHARED 17 116922 D PENNFED FINL SVCS INC COM 70816710 150 8900 SH SHARED 8900 D PENNFED FINL SVCS INC COM 70816710 77 4600 SH SHARED 17 4600 D PENNROCK FINL SVCS CORP COM 70835210 280 7833 SH SHARED 7833 D PENNROCK FINL SVCS CORP COM 70835210 80 2256 SH SHARED 17 2256 D PENNSYLVANIA COMM BANCORP IN COM 70867710 136 4181 SH SHARED 4181 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 2006 42241 SH SHARED 36241 6000 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 42 900 SH SHARED 01 900 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 885 18650 SH SHARED 10 1350 17300 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 220365 4639282 SH SHARED 11 4639282 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 1287 27112 SH SHARED 17 15912 11200 D PENTAIR INC COM 70963110 6601 154200 SH SHARED 154200 D PENTAIR INC COM 70963110 1489 34800 SH SHARED 01 34800 D PENTAIR INC COM 70963110 2124 49630 SH SHARED 02 49630 D PENTAIR INC COM 70963110 308 7200 SH SHARED 10 7200 D PENTAIR INC COM 70963110 1034 24170 SH SHARED 17 24170 D PENWEST PHARMACEUTICALS CO COM 70975410 253 21471 SH SHARED 21471 D PENWEST PHARMACEUTICALS CO COM 70975410 122 10400 SH SHARED 17 10400 D PEOPLES BANCORP INC COM 70978910 254 9529 SH SHARED 9529 D PEOPLES BANCORP INC COM 70978910 157 5895 SH SHARED 17 5895 D PEOPLES BK BRIDGEPORT CONN COM 71019810 39 1300 SH SHARED 1300 D PEOPLES BK BRIDGEPORT CONN COM 71019810 6 225 SH SHARED 01 225 D PEOPLES BK BRIDGEPORT CONN COM 71019810 554 18331 SH SHARED 02 18331 D PEOPLES BK BRIDGEPORT CONN COM 71019810 739 24450 SH SHARED 10 24450 D PEOPLES BK BRIDGEPORT CONN COM 71019810 117 3900 SH SHARED 17 3900 D PEOPLES ENERGY CORP COM 71103010 5303 122036 SH SHARED 122036 D PEOPLES ENERGY CORP COM 71103010 421 9700 SH SHARED 01 9700 D PEOPLES ENERGY CORP COM 71103010 252 5800 SH SHR/OTHR 01 5800 D PEOPLES ENERGY CORP COM 71103010 543 12517 SH SHARED 02 12517 D PEOPLES ENERGY CORP COM 71103010 1381 31785 SH SHARED 17 31785 D PEP BOYS MANNY MOE & JACK NOTE 4.250% 6/0 713278AP 27 29000 PRN SHARED 02 29000 D PEP BOYS MANNY MOE & JACK COM 71327810 2804 207121 SH SHARED 207121 D PEP BOYS MANNY MOE & JACK COM 71327810 0 1 SH SHARED 01 1 D PEP BOYS MANNY MOE & JACK COM 71327810 306 22600 SH SHARED 17 22600 D PEPCO HOLDINGS INC COM 71329110 2485 103840 SH SHARED 101540 2300 D PEPCO HOLDINGS INC COM 71329110 1694 70780 SH SHARED 01 70780 D PEPCO HOLDINGS INC COM 71329110 7 300 SH SHR/OTHR 01 300 D PEPCO HOLDINGS INC COM 71329110 2423 101217 SH SHARED 02 101217 D PEPCO HOLDINGS INC COM 71329110 45 1900 SH SHARED 06 1900 D PEPCO HOLDINGS INC COM 71329110 1 71 SH SHARED 10 71 D PEPCO HOLDINGS INC COM 71329110 191 8000 SH SHARED 17 8000 D PEPSI BOTTLING GROUP INC COM 71340910 43618 1524586 SH SHARED 1518886 5700 D PEPSI BOTTLING GROUP INC COM 71340910 1104 38600 SH SHARED 01 38600 D PEPSI BOTTLING GROUP INC COM 71340910 2280 79708 SH SHARED 02 79708 D PEPSI BOTTLING GROUP INC COM 71340910 480 16794 SH SHARED 06 16794 D PEPSI BOTTLING GROUP INC COM 71340910 1819 63600 SH SHARED 10 63600 D PEPSI BOTTLING GROUP INC COM 71340910 46 1636 SH SHARED 14 1636 D PEPSI BOTTLING GROUP INC COM 71340910 2645 92473 SH SHARED 17 92473 D PEPSIAMERICAS INC COM 71343P20 1059 41300 SH SHARED 38100 3200 D PEPSIAMERICAS INC COM 71343P20 1095 42700 SH SHARED 01 42700 D PEPSIAMERICAS INC COM 71343P20 1294 50434 SH SHARED 02 50434 D PEPSIAMERICAS INC COM 71343P20 30 1172 SH SHARED 06 1172 D PEPSIAMERICAS INC COM 71343P20 64 2497 SH SHARED 10 2497 D PEPSIAMERICAS INC COM 71343P20 59 2307 SH SHARED 14 2307 D PEPSIAMERICAS INC COM 71343P20 102917 4010800 SH SHARED 17 4005900 4900 D PEPSICO INC COM 71344810 525598 9745940 SH SHARED 9449741 296199 D PEPSICO INC COM 71344810 45685 847132 SH SHARED 01 246655 600477 D PEPSICO INC COM 71344810 25710 476746 SH SHR/OTHR 01 476746 D PEPSICO INC COM 71344810 32711 606547 SH SHARED 02 606547 D PEPSICO INC COM 71344810 2316 42954 SH SHARED 04 35650 7304 D PEPSICO INC COM 71344810 24591 455993 SH SHARED 05 181927 274066 D PEPSICO INC COM 71344810 9498 176118 SH SHARED 06 176118 D PEPSICO INC COM 71344810 242234 4491639 SH SHARED 10 904217 2672520 914902 D PEPSICO INC COM 71344810 5102 94611 SH SHR/OTHR 10 94611 D PEPSICO INC COM 71344810 1378 25559 SH SHARED 14 25559 D PEPSICO INC COM 71344810 784 14540 SH SHARED 15 14540 D PEPSICO INC COM 71344810 1348 25000 SH SHARED 16 25000 D PEPSICO INC COM 71344810 45770 848710 SH SHARED 17 848710 D PEPSICO INC COM 71344810 29979 555891 SH SHARED 18 555891 D PER-SE TECHNOLOGIES INC COM NEW 71356930 2219 105600 SH SHARED 21500 84100 D PER-SE TECHNOLOGIES INC COM NEW 71356930 10 500 SH SHARED 01 500 D PER-SE TECHNOLOGIES INC COM NEW 71356930 10 500 SH SHR/OTHR 01 500 D PER-SE TECHNOLOGIES INC COM NEW 71356930 235 11181 SH SHARED 02 11181 D PER-SE TECHNOLOGIES INC COM NEW 71356930 348 16600 SH SHARED 10 16600 D PER-SE TECHNOLOGIES INC COM NEW 71356930 1354 64433 SH SHARED 17 10533 53900 D PERDIGAO S A COMERCIO E INDS SP ADR PFD NEW 71361V30 103 2200 SH SHARED 01 2200 D PERFORMANCE FOOD GROUP CO COM 71375510 5967 197531 SH SHARED 197531 D PERFORMANCE FOOD GROUP CO COM 71375510 0 26 SH SHARED 02 26 D PERFORMANCE FOOD GROUP CO COM 71375510 151 5000 SH SHARED 04 5000 D PERFORMANCE FOOD GROUP CO COM 71375510 1731 57300 SH SHARED 14 57300 D PERFORMANCE FOOD GROUP CO COM 71375510 625 20700 SH SHARED 17 20700 D PERICOM SEMICONDUCTOR CORP COM 71383110 212 26045 SH SHARED 26045 D PERICOM SEMICONDUCTOR CORP COM 71383110 114 14100 SH SHARED 17 14100 D PERINI CORP COM 71383910 881 53707 SH SHARED 19007 34700 D PERINI CORP COM 71383910 1087 66200 SH SHARED 10 66200 D PERINI CORP COM 71383910 95 5800 SH SHARED 17 5800 D PERKINELMER INC COM 71404610 7 400 SH SHARED 400 D PERKINELMER INC COM 71404610 22593 1195400 SH SHARED 1195400 D PERKINELMER INC COM 71404610 561 29701 SH SHARED 01 29701 D PERKINELMER INC COM 71404610 254 13488 SH SHR/OTHR 01 13488 D PERKINELMER INC COM 71404610 1564 82797 SH SHARED 02 82797 D PERKINELMER INC COM 71404610 3434 181700 SH SHARED 10 157400 10300 14000 D PERKINELMER INC COM 71404610 6977 369199 SH SHARED 17 369199 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 60 4000 SH SHARED 10 4000 D PEROT SYS CORP CL A 71426510 1147 80711 SH SHARED 80711 D PEROT SYS CORP CL A 71426510 376 26500 SH SHARED 10 26500 D PEROT SYS CORP CL A 71426510 2253 158500 SH SHARED 17 49700 108800 D PERRIGO CO COM 71429010 2076 148960 SH SHARED 98360 50600 D PERRIGO CO COM 71429010 383 27500 SH SHARED 01 27500 D PERRIGO CO COM 71429010 852 61150 SH SHARED 02 61150 D PERRIGO CO COM 71429010 2702 193900 SH SHARED 10 193900 D PERRIGO CO COM 71429010 3800 272598 SH SHARED 17 272598 D PERU COPPER INC COM 71545510 151 144600 SH SHARED 144600 D PERU COPPER INC *W EXP 03/18/200 71545511 11 395000 SH SHARED 10 395000 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 1702 81637 SH SHARED 59927 21710 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 848 40700 SH SHARED 01 40700 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 19498 935190 SH SHARED 10 882700 52490 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 354 16990 SH SHARED 16990 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 529 25400 SH SHARED 14 25400 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 209 10033 SH SHARED 15 10033 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 28577 1370640 SH SHARED 17 1370640 D PETCO ANIMAL SUPPLIES COM NEW 71601620 2433 82989 SH SHARED 80789 2200 D PETCO ANIMAL SUPPLIES COM NEW 71601620 14 500 SH SHARED 02 500 D PETCO ANIMAL SUPPLIES COM NEW 71601620 19 655 SH SHARED 06 655 D PETCO ANIMAL SUPPLIES COM NEW 71601620 1081 36900 SH SHARED 17 36900 D PETMED EXPRESS INC COM 71638210 57 7500 SH SHARED 7500 D PETMED EXPRESS INC COM 71638210 8 1100 SH SHARED 02 1100 D PETRO-CDA COM 71644E10 4665 71622 SH SHARED 44000 27622 D PETRO-CDA COM 71644E10 441 6779 SH SHARED 01 6779 D PETRO-CDA COM 71644E10 325 5000 SH SHR/OTHR 01 5000 D PETRO-CDA COM 71644E10 6454 99089 SH SHARED 02 99089 D PETRO-CDA COM 71644E10 14063 215900 SH SHARED 04 215900 D PETRO-CDA COM 71644E10 2332 35800 SH SHARED 05 30900 4900 D PETRO-CDA COM 71644E10 3999 61400 SH SHARED 06 61400 D PETRO-CDA COM 71644E10 1038 15941 SH SHARED 14 15941 D PETRO-CDA COM 71644E10 1107 17000 SH SHARED 16 17000 D PETRO-CDA COM 71644E10 2694 41372 SH SHARED 17 41372 D PETROCHINA CO LTD SPONSORED ADR 71646E10 24679 336000 SH SHARED 336000 D PETROCHINA CO LTD SPONSORED ADR 71646E10 2027 27600 SH SHARED 01 27600 D PETROCHINA CO LTD SPONSORED ADR 71646E10 520 7085 SH SHR/OTHR 01 7085 D PETROCHINA CO LTD SPONSORED ADR 71646E10 2893 39400 SH SHARED 10 39400 D PETROCHINA CO LTD SPONSORED ADR 71646E10 381 5200 SH SHARED 17 5200 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 666 58451 SH SHARED 45700 12751 D PETROKAZAKHSTAN INC COM 71649P10 69 1900 SH SHARED 1900 D PETROKAZAKHSTAN INC COM 71649P10 1868 51067 SH SHARED 02 51067 D PETROKAZAKHSTAN INC COM 71649P10 1016 27800 SH SHARED 10 27800 D PETROHAWK ENERGY CORP COM 71649510 268 24844 SH SHARED 24844 D PETROHAWK ENERGY CORP COM 71649510 9857 912700 SH SHARED 17 912700 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 100123 2174706 SH SHARED 2174036 670 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 32430 704400 SH SHARED 10 704400 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 32707 627413 SH SHARED 615200 12213 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 12963 248675 SH SHARED 01 248600 75 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 76 1475 SH SHR/OTHR 01 1475 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 10153 194780 SH SHARED 05 167780 27000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 6776 130000 SH SHARED 06 130000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 29386 563721 SH SHARED 10 547600 16121 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 16560 317670 SH SHARED 10000 307670 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 536 10300 SH SHARED 14 10300 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 22731 436060 SH SHARED 17 436060 D PETROLEUM DEV CORP COM 71657810 526 16533 SH SHARED 16533 D PETROLEUM DEV CORP COM 71657810 12 400 SH SHARED 01 400 D PETROLEUM DEV CORP COM 71657810 38 1200 SH SHARED 10 1200 D PETROLEUM DEV CORP COM 71657810 242 7600 SH SHARED 17 7600 D PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 71659910 109 4632 SH SHARED 4632 D PETROQUEST ENERGY INC COM 71674810 263 40134 SH SHARED 40134 D PETROQUEST ENERGY INC COM 71674810 16 2500 SH SHR/OTHR 01 2500 D PETROQUEST ENERGY INC COM 71674810 13 2000 SH SHARED 10 2000 D PETROQUEST ENERGY INC COM 71674810 5761 877000 SH SHARED 17 877000 D PETSMART INC COM 71676810 29415 969203 SH SHARED 968903 300 D PETSMART INC COM 71676810 1568 51695 SH SHARED 01 51695 D PETSMART INC COM 71676810 2718 89567 SH SHARED 02 89567 D PETSMART INC COM 71676810 6445 212384 SH SHARED 04 212384 D PETSMART INC COM 71676810 27 894 SH SHARED 05 894 D PETSMART INC COM 71676810 36 1200 SH SHARED 06 1200 D PETSMART INC COM 71676810 2930 96560 SH SHARED 17 96560 D PHARMACYCLICS INC COM 71693310 112 14976 SH SHARED 14976 D PHARMACYCLICS INC COM 71693310 18 2500 SH SHARED 02 2500 D PHARMACYCLICS INC COM 71693310 450 60000 SH SHARED 04 60000 D PFEIFFER VACUUM TECH AG SPONSORED ADR 71706710 298 6418 SH SHARED 6418 D PFIZER INC COM 71708110 1244989 45141012 SH SHARED 43793503 1347509 D PFIZER INC COM 71708110 121 4400 SH SHR/OTHR 4400 D PFIZER INC COM 71708110 105739 3833928 SH SHARED 01 970650 2863278 D PFIZER INC COM 71708110 42505 1541164 SH SHR/OTHR 01 1541164 D PFIZER INC COM 71708110 198155 7184757 SH SHARED 02 7184757 D PFIZER INC COM 71708110 10308 373750 SH SHARED 03 373750 D PFIZER INC COM 71708110 416045 15085054 SH SHARED 04 14999513 85541 D PFIZER INC COM 71708110 27377 992643 SH SHARED 05 433599 559044 D PFIZER INC COM 71708110 43588 1580427 SH SHARED 06 1580427 D PFIZER INC COM 71708110 289255 10487884 SH SHARED 10 5305860 1992524 3189500 D PFIZER INC COM 71708110 10891 394913 SH SHR/OTHR 10 394913 D PFIZER INC COM 71708110 12280 445273 SH SHARED 14 445273 D PFIZER INC COM 71708110 6362 230703 SH SHARED 15 230703 D PFIZER INC COM 71708110 6619 240000 SH SHARED 16 240000 D PFIZER INC COM 71708110 208102 7545403 SH SHARED 17 7386703 158700 D PFIZER INC COM 71708110 76085 2758726 SH SHARED 18 2758726 D PHARMACOPEIA DRUG DISCVRY IN COM 7171EP10 0 100 SH SHARED 02 100 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 8607 117400 SH SHARED 117400 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 6422 87600 SH SHARED 02 87600 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 43 600 SH SHARED 10 600 D PHARMACEUTICAL PROD DEV INC COM 71712410 93 2000 SH SHARED 2000 D PHARMACEUTICAL PROD DEV INC COM 71712410 121 2600 SH SHARED 300 2300 D PHARMACEUTICAL PROD DEV INC COM 71712410 103 2200 SH SHARED 01 2200 D PHARMACEUTICAL PROD DEV INC COM 71712410 14 300 SH SHR/OTHR 01 300 D PHARMACEUTICAL PROD DEV INC COM 71712410 221 4726 SH SHARED 02 4726 D PHARMACEUTICAL PROD DEV INC COM 71712410 98 2100 SH SHARED 17 2100 D PHARMACEUTICAL RES INC NOTE 2.875% 9/3 717125AC 6929 8850000 PRN SHARED 8850000 D PHARMOS CORP COM PAR $.03 71713930 35 14403 SH SHARED 14403 D PHARMOS CORP COM PAR $.03 71713930 37 15264 SH SHARED 02 15264 D PHARMION CORP COM 71715B40 1014 43696 SH SHARED 26296 17400 D PHARMION CORP COM 71715B40 12 550 SH SHR/OTHR 01 550 D PHARMION CORP COM 71715B40 118 5115 SH SHARED 02 5115 D PHARMION CORP COM 71715B40 4124 177700 SH SHARED 04 177700 D PHARMION CORP COM 71715B40 2731 117700 SH SHARED 10 73000 5400 39300 D PHARMION CORP COM 71715B40 48 2100 SH SHARED 14 2100 D PHARMION CORP COM 71715B40 1455 62700 SH SHARED 17 9100 53600 D PHASE FORWARD INC COM 71721R40 149 21920 SH SHARED 21920 D PHAZAR CORP COM 71722R10 10 500 SH SHARED 02 500 D PHELPS DODGE CORP COM 71726510 58528 632738 SH SHARED 609513 23225 D PHELPS DODGE CORP COM 71726510 2483 26853 SH SHARED 01 26853 D PHELPS DODGE CORP COM 71726510 67 727 SH SHR/OTHR 01 727 D PHELPS DODGE CORP COM 71726510 5424 58648 SH SHARED 02 58648 D PHELPS DODGE CORP COM 71726510 5444 58855 SH SHARED 06 58855 D PHELPS DODGE CORP COM 71726510 15881 171687 SH SHARED 10 22900 148787 D PHELPS DODGE CORP COM 71726510 698 7555 SH SHARED 14 7555 D PHELPS DODGE CORP COM 71726510 6045 65357 SH SHARED 17 45257 20100 D PHELPS DODGE CORP PFD A CV 6.75% 71726550 12874 65600 SH SHARED 65600 D PHELPS DODGE CORP PFD A CV 6.75% 71726550 31 160 SH SHR/OTHR 01 160 D PHILADELPHIA CONS HLDG CORP COM 71752810 365 4315 SH SHARED 4315 D PHILADELPHIA CONS HLDG CORP COM 71752810 36 428 SH SHR/OTHR 01 428 D PHILADELPHIA CONS HLDG CORP COM 71752810 368 4350 SH SHARED 02 4350 D PHILADELPHIA CONS HLDG CORP COM 71752810 1705 20124 SH SHARED 10 20124 D PHILADELPHIA CONS HLDG CORP COM 71752810 42 500 SH SHARED 17 500 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 30136 1037400 SH SHARED 1034600 2800 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 4616 158900 SH SHARED 01 158900 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 3073 105800 SH SHARED 05 105800 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 8305 285900 SH SHARED 10 285900 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 801 27600 SH SHARED 17 27600 D PHILIPPINE LONG DISTANCE TEL SPON GDR PFD 71825270 26638 517261 SH SHARED 517261 D PHILLIPS VAN HEUSEN CORP COM 71859210 1362 41665 SH SHARED 27265 14400 D PHILLIPS VAN HEUSEN CORP COM 71859210 52 1600 SH SHARED 02 1600 D PHILLIPS VAN HEUSEN CORP COM 71859210 307 9400 SH SHARED 10 9400 D PHILLIPS VAN HEUSEN CORP COM 71859210 11108 339800 SH SHARED 17 331600 8200 D PHOENIX COS INC NEW COM 71902E10 2720 228626 SH SHARED 228626 D PHOENIX COS INC NEW COM 71902E10 2 214 SH SHARED 01 214 D PHOENIX COS INC NEW COM 71902E10 38 3238 SH SHR/OTHR 01 3238 D PHOENIX COS INC NEW COM 71902E10 51 4300 SH SHARED 02 4300 D PHOENIX COS INC NEW COM 71902E10 490 41200 SH SHARED 17 41200 D PHOENIX COS INC NEW CORPORATE UNIT 71902E40 1571 44400 SH SHARED 02 44400 D PHOENIX TECHNOLOGY LTD COM 71915310 192 24681 SH SHARED 24681 D PHOENIX TECHNOLOGY LTD COM 71915310 55 7100 SH SHARED 17 7100 D PHOTOMEDEX INC COM 71935810 105 46500 SH SHARED 10 46500 D PHOTON DYNAMICS INC COM 71936410 348 16900 SH SHARED 16900 D PHOTON DYNAMICS INC COM 71936410 4 200 SH SHARED 01 200 D PHOTON DYNAMICS INC COM 71936410 513 24900 SH SHARED 05 24900 D PHOTON DYNAMICS INC COM 71936410 2729 132441 SH SHARED 17 132441 D PHOTRONICS INC NOTE 4.750%12/1 719405AC 1221 1209000 PRN SHARED 1209000 D PHOTRONICS INC NOTE 2.250% 4/1 719405AE 217 140000 PRN SHARED 02 140000 D PHOTRONICS INC COM 71940510 2070 88699 SH SHARED 32799 55900 D PHOTRONICS INC COM 71940510 550 23598 SH SHARED 02 23598 D PHOTRONICS INC COM 71940510 3487 149400 SH SHARED 10 149400 D PHOTRONICS INC COM 71940510 3213 137668 SH SHARED 17 13068 124600 D PIEDMONT NAT GAS INC COM 72018610 792 33000 SH SHARED 33000 D PIEDMONT NAT GAS INC COM 72018610 24 1000 SH SHARED 01 1000 D PIEDMONT NAT GAS INC COM 72018610 285 11884 SH SHR/OTHR 01 11884 D PIEDMONT NAT GAS INC COM 72018610 298 12436 SH SHARED 02 12436 D PIEDMONT NAT GAS INC COM 72018610 144 6000 SH SHARED 10 6000 D PIEDMONT NAT GAS INC COM 72018610 208 8700 SH SHARED 17 8700 D PIER 1 IMPORTS INC COM 72027910 207 14600 SH SHARED 14600 D PIER 1 IMPORTS INC COM 72027910 3534 249108 SH SHARED 249108 D PIER 1 IMPORTS INC COM 72027910 407 28700 SH SHARED 01 28700 D PIER 1 IMPORTS INC COM 72027910 573 40386 SH SHARED 02 40386 D PIER 1 IMPORTS INC COM 72027910 224 15800 SH SHARED 05 15800 D PIER 1 IMPORTS INC COM 72027910 170 12000 SH SHARED 06 12000 D PIER 1 IMPORTS INC COM 72027910 367 25900 SH SHARED 10 25900 D PIER 1 IMPORTS INC COM 72027910 1328 93600 SH SHARED 17 32200 61400 D PILGRIMS PRIDE CORP COM 72146710 1187 34800 SH SHARED 100 34700 D PILGRIMS PRIDE CORP COM 72146710 194 5702 SH SHARED 02 5702 D PILGRIMS PRIDE CORP COM 72146710 28 834 SH SHARED 06 834 D PILGRIMS PRIDE CORP COM 72146710 10604 310700 SH SHARED 10 310700 D PILGRIMS PRIDE CORP COM 72146710 402 11800 SH SHARED 17 11800 D PIMCO MUN INCOME FD II COM 72200W10 2077 134660 SH SHR/OTHR 01 134660 D PIMCO CALIF MUN INCOME FD II COM 72201C10 59 4000 SH SHR/OTHR 01 4000 D PIMCO HIGH INCOME FD COM SHS 72201410 532 36100 SH SHARED 36100 D PINNACLE AIRL CORP COM 72344310 1491 173632 SH SHARED 25832 147800 D PINNACLE AIRL CORP COM 72344310 1754 204300 SH SHARED 02 204300 D PINNACLE AIRL CORP COM 72344310 731 85200 SH SHARED 10 85200 D PINNACLE AIRL CORP COM 72344310 2662 309900 SH SHARED 17 10900 299000 D PINNACLE ENTMT INC COM 72345610 781 39932 SH SHARED 39932 D PINNACLE ENTMT INC COM 72345610 346 17700 SH SHARED 17 17700 D PINNACLE FINL PARTNERS INC COM 72346Q10 168 7023 SH SHARED 7023 D PINNACLE FINL PARTNERS INC COM 72346Q10 38 1600 SH SHR/OTHR 01 1600 D PINNACLE SYS INC COM 72348110 11443 2080567 SH SHARED 2080567 D PINNACLE SYS INC COM 72348110 173 31612 SH SHARED 17 31612 D PINNACLE WEST CAP CORP COM 72348410 36630 824072 SH SHARED 822872 1200 D PINNACLE WEST CAP CORP COM 72348410 1027 23114 SH SHARED 01 23114 D PINNACLE WEST CAP CORP COM 72348410 2587 58208 SH SHARED 02 58208 D PINNACLE WEST CAP CORP COM 72348410 35 800 SH SHARED 06 800 D PINNACLE WEST CAP CORP COM 72348410 4058 91300 SH SHARED 10 91300 D PINNACLE WEST CAP CORP COM 72348410 177 4000 SH SHR/OTHR 10 4000 D PINNACLE WEST CAP CORP COM 72348410 1595 35904 SH SHARED 17 35904 D PIONEER COS INC COM NEW 72364330 248 11303 SH SHARED 11303 D PIONEER COS INC COM NEW 72364330 118 5400 SH SHARED 17 5400 D PIONEER DRILLING CO COM 72365510 334 21898 SH SHARED 21898 D PIONEER DRILLING CO COM 72365510 14751 966700 SH SHARED 17 966700 D PIONEER NAT RES CO COM 72378710 49106 1166977 SH SHARED 1166377 600 D PIONEER NAT RES CO COM 72378710 2159 51325 SH SHARED 01 51325 D PIONEER NAT RES CO COM 72378710 35 855 SH SHR/OTHR 01 855 D PIONEER NAT RES CO COM 72378710 2584 61421 SH SHARED 02 61421 D PIONEER NAT RES CO COM 72378710 4208 100000 SH SHARED 04 100000 D PIONEER NAT RES CO COM 72378710 42 1000 SH SHARED 06 1000 D PIONEER NAT RES CO COM 72378710 54 1300 SH SHARED 17 1300 D PIPER JAFFRAY COS COM 72407810 669 22005 SH SHARED 22005 D PIPER JAFFRAY COS COM 72407810 13 450 SH SHARED 01 25 425 D PIPER JAFFRAY COS COM 72407810 2 92 SH SHR/OTHR 01 92 D PIPER JAFFRAY COS COM 72407810 99 3282 SH SHARED 02 3282 D PIPER JAFFRAY COS COM 72407810 2 78 SH SHARED 04 78 D PIPER JAFFRAY COS COM 72407810 1 50 SH SHARED 10 50 D PIPER JAFFRAY COS COM 72407810 5 194 SH SHR/OTHR 10 194 D PIPER JAFFRAY COS COM 72407810 509 16746 SH SHARED 17 16746 D PITNEY BOWES INC COM 72447910 84873 1948864 SH SHARED 1928109 20755 D PITNEY BOWES INC COM 72447910 130 3000 SH SHR/OTHR 3000 D PITNEY BOWES INC COM 72447910 10814 248325 SH SHARED 01 152200 96125 D PITNEY BOWES INC COM 72447910 3770 86584 SH SHR/OTHR 01 86584 D PITNEY BOWES INC COM 72447910 3691 84761 SH SHARED 02 84761 D PITNEY BOWES INC COM 72447910 13 300 SH SHARED 05 300 D PITNEY BOWES INC COM 72447910 139 3200 SH SHARED 06 3200 D PITNEY BOWES INC COM 72447910 47843 1098583 SH SHARED 10 844197 254386 D PITNEY BOWES INC COM 72447910 1811 41600 SH SHARED 15 41600 D PITNEY BOWES INC COM 72447910 5009 115031 SH SHARED 17 115031 D PIXELWORKS INC SDCV 1.750% 5/1 72581MAB 11 15000 PRN SHARED 02 15000 D PIXELWORKS INC COM 72581M10 2673 311587 SH SHARED 311587 D PIXELWORKS INC COM 72581M10 67 7900 SH SHARED 01 7900 D PIXELWORKS INC COM 72581M10 138 16100 SH SHARED 17 16100 D PIXAR COM 72581110 20715 413905 SH SHARED 413905 D PIXAR COM 72581110 20 400 SH SHARED 01 400 D PIXAR COM 72581110 267 5350 SH SHR/OTHR 01 5350 D PIXAR COM 72581110 266 5324 SH SHARED 02 5324 D PIXAR COM 72581110 30 600 SH SHARED 04 600 D PIXAR COM 72581110 70 1400 SH SHARED 17 1400 D PLACER DOME INC COM 72590610 7611 494913 SH SHARED 493513 1400 D PLACER DOME INC COM 72590610 103 6743 SH SHARED 01 6743 D PLACER DOME INC COM 72590610 230 15000 SH SHR/OTHR 01 15000 D PLACER DOME INC COM 72590610 5453 354580 SH SHARED 02 354580 D PLACER DOME INC COM 72590610 452 29400 SH SHARED 05 29400 D PLACER DOME INC COM 72590610 9840 639832 SH SHARED 06 639832 D PLACER DOME INC COM 72590610 60532 3935825 SH SHARED 10 3921825 14000 D PLACER DOME INC COM 72590610 7960 517600 SH SHARED 17 517600 D PLACER SIERRA BANCSHARES COM 72607910 177 6502 SH SHARED 6502 D PLACER SIERRA BANCSHARES COM 72607910 103 3800 SH SHARED 17 3800 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 271 6200 SH SHARED 6200 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 464 10600 SH SHARED 10 3600 7000 D PLAINS EXPL& PRODTN CO COM 72650510 1359 38273 SH SHARED 38273 D PLAINS EXPL& PRODTN CO COM 72650510 1765 49688 SH SHARED 01 49688 D PLAINS EXPL& PRODTN CO COM 72650510 162 4570 SH SHR/OTHR 01 4570 D PLAINS EXPL& PRODTN CO COM 72650510 1188 33442 SH SHARED 02 33442 D PLAINS EXPL& PRODTN CO COM 72650510 18 529 SH SHARED 10 529 D PLAINS EXPL& PRODTN CO COM 72650510 319 9000 SH SHARED 17 9000 D PLANAR SYS INC COM 72690010 246 33549 SH SHARED 33549 D PLANAR SYS INC COM 72690010 14 2000 SH SHARED 02 2000 D PLANETOUT INC COM 72705810 39 4500 SH SHARED 4500 D PLANETOUT INC COM 72705810 5 600 SH SHARED 02 600 D PLANTRONICS INC NEW COM 72749310 32 900 SH SHARED 900 D PLANTRONICS INC NEW COM 72749310 2766 76095 SH SHARED 76095 D PLANTRONICS INC NEW COM 72749310 676 18600 SH SHARED 01 18600 D PLANTRONICS INC NEW COM 72749310 590 16239 SH SHARED 02 16239 D PLANTRONICS INC NEW COM 72749310 37 1030 SH SHARED 10 630 400 D PLANTRONICS INC NEW COM 72749310 690 19000 SH SHARED 17 19000 D PLATO LEARNING INC COM 72764Y10 154 20977 SH SHARED 20977 D PLATO LEARNING INC COM 72764Y10 0 1 SH SHARED 01 1 D PLATO LEARNING INC COM 72764Y10 19 2600 SH SHARED 02 2600 D PLAYBOY ENTERPRISES INC CL B 72811730 953 73667 SH SHARED 46567 27100 D PLAYBOY ENTERPRISES INC CL B 72811730 1477 114160 SH SHARED 17 6360 107800 D PLAYTEX PRODS INC COM 72813P10 427 39714 SH SHARED 39714 D PLAYTEX PRODS INC COM 72813P10 19 1800 SH SHR/OTHR 01 1800 D PLAYTEX PRODS INC COM 72813P10 180 16800 SH SHARED 17 16800 D PLEXUS CORP COM 72913210 691 48564 SH SHARED 48564 D PLEXUS CORP COM 72913210 223 15700 SH SHARED 01 15700 D PLEXUS CORP COM 72913210 259 18228 SH SHARED 02 18228 D PLEXUS CORP COM 72913210 9151 643124 SH SHARED 17 643124 D PLUG POWER INC COM 72919P10 313 45716 SH SHARED 45716 D PLUG POWER INC COM 72919P10 2 300 SH SHARED 02 300 D PLUG POWER INC COM 72919P10 4452 650000 SH SHARED 04 650000 D PLUG POWER INC COM 72919P10 145 21271 SH SHARED 17 21271 D PLUM CREEK TIMBER CO INC COM 72925110 14741 406100 SH SHARED 406000 100 D PLUM CREEK TIMBER CO INC COM 72925110 3410 93949 SH SHARED 01 44422 49527 D PLUM CREEK TIMBER CO INC COM 72925110 1029 28353 SH SHR/OTHR 01 28353 D PLUM CREEK TIMBER CO INC COM 72925110 3014 83039 SH SHARED 02 83039 D PLUM CREEK TIMBER CO INC COM 72925110 10 300 SH SHARED 05 300 D PLUM CREEK TIMBER CO INC COM 72925110 265 7306 SH SHARED 10 7306 D PLUM CREEK TIMBER CO INC COM 72925110 2792 76924 SH SHARED 17 76924 D POGO PRODUCING CO COM 73044810 2632 50700 SH SHARED 50700 D POGO PRODUCING CO COM 73044810 1263 24330 SH SHARED 01 24330 D POGO PRODUCING CO COM 73044810 1357 26155 SH SHARED 02 26155 D POGO PRODUCING CO COM 73044810 163 3154 SH SHARED 06 3154 D POGO PRODUCING CO COM 73044810 10030 193200 SH SHARED 10 169600 23600 D POGO PRODUCING CO COM 73044810 32 624 SH SHARED 14 624 D POINT THERAPEUTICS INC COM 73069410 855 207691 SH SHARED 207691 D POLARIS INDS INC COM 73106810 8742 161900 SH SHARED 148300 13600 D POLARIS INDS INC COM 73106810 54 1000 SH SHR/OTHR 01 1000 D POLARIS INDS INC COM 73106810 298 5524 SH SHARED 02 5524 D POLARIS INDS INC COM 73106810 80 1490 SH SHARED 06 1490 D POLARIS INDS INC COM 73106810 1009 18700 SH SHARED 10 18700 D POLARIS INDS INC COM 73106810 378 7000 SH SHARED 17 7000 D POLO RALPH LAUREN CORP CL A 73157210 6520 151250 SH SHARED 151250 D POLO RALPH LAUREN CORP CL A 73157210 241 5600 SH SHARED 01 3725 1875 D POLO RALPH LAUREN CORP CL A 73157210 32 750 SH SHR/OTHR 01 750 D POLO RALPH LAUREN CORP CL A 73157210 233 5422 SH SHARED 02 5422 D POLO RALPH LAUREN CORP CL A 73157210 8902 206500 SH SHARED 10 89500 116800 200 D POLO RALPH LAUREN CORP CL A 73157210 26972 625667 SH SHARED 17 625667 D POLYCOM INC COM 73172K10 1723 115575 SH SHARED 110975 4600 D POLYCOM INC COM 73172K10 523 35100 SH SHARED 01 35100 D POLYCOM INC COM 73172K10 496 33298 SH SHARED 02 33298 D POLYCOM INC COM 73172K10 20 1400 SH SHR/OTHR 10 1400 D POLYCOM INC COM 73172K10 599 40200 SH SHARED 17 40200 D POLYMEDICA CORP COM 73173810 106 3000 SH SHARED 3000 D POLYMEDICA CORP COM 73173810 981 27531 SH SHARED 27531 D POLYMEDICA CORP COM 73173810 53 1500 SH SHARED 02 1500 D POLYMEDICA CORP COM 73173810 72 2020 SH SHARED 10 2020 D POLYMEDICA CORP COM 73173810 591 16600 SH SHARED 17 16600 D POLYONE CORP COM 73179P10 607 91793 SH SHARED 91793 D POLYONE CORP COM 73179P10 237 35862 SH SHARED 17 35862 D POMEROY IT SOLUTIONS INC COM 73182210 31 3100 SH SHARED 3100 D POPE & TALBOT INC COM 73282710 1060 95571 SH SHARED 95571 D POPE & TALBOT INC COM 73282710 72 6500 SH SHARED 02 6500 D POPULAR INC COM 73317410 272 10800 SH SHARED 10800 D POPULAR INC COM 73317410 105 4200 SH SHARED 01 4200 D POPULAR INC COM 73317410 298 11860 SH SHR/OTHR 01 11860 D POPULAR INC COM 73317410 986 39148 SH SHARED 02 39148 D POPULAR INC COM 73317410 35 1400 SH SHARED 10 1400 D POPULAR INC COM 73317410 15 600 SH SHARED 17 600 D PORTAL SOFTWARE INC COM NEW 73612630 88 44324 SH SHARED 44324 D PORTAL SOFTWARE INC COM NEW 73612630 32 16178 SH SHARED 02 16178 D PORTAL SOFTWARE INC COM NEW 73612630 3 1940 SH SHARED 10 1940 D PORTALPLAYER INC COM 73618720 318 15294 SH SHARED 15294 D PORTALPLAYER INC COM 73618720 47 2300 SH SHARED 02 2300 D PORTALPLAYER INC COM 73618720 104 5000 SH SHARED 17 5000 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 1105 26310 SH SHARED 15310 11000 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 10 250 SH SHR/OTHR 01 250 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 12 300 SH SHARED 02 300 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 180 4300 SH SHARED 10 4300 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 1197 28500 SH SHARED 17 7000 21500 D PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 928 97150 SH SHARED 97150 D PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 5 599 SH SHR/OTHR 01 599 D POSSIS MEDICAL INC COM 73740710 0 66 SH SHARED 66 D POST PPTYS INC COM 73746410 5032 139364 SH SHARED 139364 D POST PPTYS INC COM 73746410 23 650 SH SHR/OTHR 01 650 D POST PPTYS INC COM 73746410 65 1800 SH SHARED 02 1800 D POST PPTYS INC COM 73746410 10 300 SH SHARED 10 300 D POST PPTYS INC COM 73746410 2036 56400 SH SHARED 11 56400 D POST PPTYS INC COM 73746410 530 14700 SH SHARED 17 14700 D POTASH CORP SASK INC COM 73755L10 152 1600 SH SHARED 1600 D POTASH CORP SASK INC COM 73755L10 6406 67030 SH SHARED 60130 6900 D POTASH CORP SASK INC COM 73755L10 142 1489 SH SHARED 01 1489 D POTASH CORP SASK INC COM 73755L10 4808 50307 SH SHARED 02 50307 D POTASH CORP SASK INC COM 73755L10 420 4400 SH SHARED 04 4400 D POTASH CORP SASK INC COM 73755L10 9 102 SH SHARED 05 102 D POTASH CORP SASK INC COM 73755L10 5936 62115 SH SHARED 06 62115 D POTASH CORP SASK INC COM 73755L10 73 766 SH SHARED 10 766 D POTASH CORP SASK INC COM 73755L10 1089 11400 SH SHARED 14 11400 D POTLATCH CORP COM 73762810 3007 57463 SH SHARED 57463 D POTLATCH CORP COM 73762810 538 10286 SH SHARED 01 10286 D POTLATCH CORP COM 73762810 947 18112 SH SHARED 02 18112 D POTLATCH CORP COM 73762810 600 11468 SH SHARED 17 11468 D POWELL INDS INC COM 73912810 125 6633 SH SHARED 6633 D POWELL INDS INC COM 73912810 43 2300 SH SHARED 17 2300 D POWER INTEGRATIONS INC COM 73927610 622 28869 SH SHARED 28869 D POWER INTEGRATIONS INC COM 73927610 1271 58940 SH SHARED 01 58540 400 D POWER INTEGRATIONS INC COM 73927610 76 3550 SH SHR/OTHR 01 3550 D POWER INTEGRATIONS INC COM 73927610 58 2700 SH SHARED 02 2700 D POWER INTEGRATIONS INC COM 73927610 448 20800 SH SHARED 05 20800 D POWER INTEGRATIONS INC COM 73927610 5395 250160 SH SHARED 10 247760 2400 D POWER INTEGRATIONS INC COM 73927610 9480 439500 SH SHARED 17 439500 D POWER-ONE INC COM 73930810 771 122278 SH SHARED 122278 D POWER-ONE INC COM 73930810 17 2789 SH SHARED 02 2789 D POWER-ONE INC COM 73930810 165 26300 SH SHARED 17 26300 D POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB 12296 11219000 PRN SHARED 11219000 D POWERWAVE TECHNOLOGIES INC COM 73936310 8872 868175 SH SHARED 764595 103580 D POWERWAVE TECHNOLOGIES INC COM 73936310 362 35500 SH SHARED 01 35500 D POWERWAVE TECHNOLOGIES INC COM 73936310 25 2543 SH SHR/OTHR 01 2543 D POWERWAVE TECHNOLOGIES INC COM 73936310 331 32403 SH SHARED 02 32403 D POWERWAVE TECHNOLOGIES INC COM 73936310 404 39600 SH SHARED 17 39600 D POZEN INC COM 73941U10 198 24031 SH SHARED 24031 D POZEN INC COM 73941U10 7 900 SH SHARED 01 900 D POZEN INC COM 73941U10 93 11300 SH SHARED 17 11300 D PRAECIS PHARMACEUTICALS INC COM 73942110 3 6654 SH SHR/OTHR 01 6654 D PRAECIS PHARMACEUTICALS INC COM 73942110 3 6100 SH SHARED 02 6100 D PRAXAIR INC COM 74005P10 44989 965450 SH SHARED 964350 1100 D PRAXAIR INC COM 74005P10 21764 467046 SH SHARED 01 179890 287156 D PRAXAIR INC COM 74005P10 5651 121282 SH SHR/OTHR 01 121282 D PRAXAIR INC COM 74005P10 7279 156203 SH SHARED 02 156203 D PRAXAIR INC COM 74005P10 6291 135000 SH SHARED 04 135000 D PRAXAIR INC COM 74005P10 18 400 SH SHARED 05 400 D PRAXAIR INC COM 74005P10 4394 94300 SH SHARED 06 94300 D PRAXAIR INC COM 74005P10 30106 646069 SH SHARED 10 35800 610269 D PRAXAIR INC COM 74005P10 2248 48250 SH SHR/OTHR 10 48250 D PRAXAIR INC COM 74005P10 1631 35000 SH SHARED 16 35000 D PRAXAIR INC COM 74005P10 6245 134013 SH SHARED 17 134013 D PRE PAID LEGAL SVCS INC COM 74006510 138 3100 SH SHARED 3100 D PRE PAID LEGAL SVCS INC COM 74006510 444 9966 SH SHARED 9966 D PRE PAID LEGAL SVCS INC COM 74006510 40 900 SH SHARED 01 900 D PRE PAID LEGAL SVCS INC COM 74006510 111 2500 SH SHARED 02 2500 D PRE PAID LEGAL SVCS INC COM 74006510 173 3878 SH SHARED 17 3878 D PRECISION CASTPARTS CORP COM 74018910 296 3800 SH SHARED 3800 D PRECISION CASTPARTS CORP COM 74018910 14894 191200 SH SHARED 191200 D PRECISION CASTPARTS CORP COM 74018910 1744 22400 SH SHARED 01 22400 D PRECISION CASTPARTS CORP COM 74018910 23 300 SH SHR/OTHR 01 300 D PRECISION CASTPARTS CORP COM 74018910 2218 28478 SH SHARED 02 28478 D PRECISION CASTPARTS CORP COM 74018910 1869 24000 SH SHARED 04 24000 D PRECISION CASTPARTS CORP COM 74018910 8463 108640 SH SHARED 17 108640 D PRECISION DRILLING CORP COM 74022D10 3987 100992 SH SHARED 76000 24992 D PRECISION DRILLING CORP COM 74022D10 122 3108 SH SHARED 01 3108 D PRECISION DRILLING CORP COM 74022D10 2782 70477 SH SHARED 02 70477 D PRECISION DRILLING CORP COM 74022D10 2368 60000 SH SHARED 04 60000 D PRECISION DRILLING CORP COM 74022D10 17104 433252 SH SHARED 05 242372 190880 D PRECISION DRILLING CORP COM 74022D10 7 200 SH SHARED 06 200 D PRECISION DRILLING CORP COM 74022D10 94 2400 SH SHARED 14 2400 D PREFERRED BK LOS ANGELES CA COM 74036710 153 3913 SH SHARED 3913 D PREFORMED LINE PRODS CO COM 74044410 98 2407 SH SHARED 2407 D PREMCOR INC COM 74045Q10 65560 883798 SH SHARED 740802 142996 D PREMCOR INC COM 74045Q10 961 12960 SH SHARED 01 10260 2700 D PREMCOR INC COM 74045Q10 1366 18418 SH SHARED 02 18418 D PREMCOR INC COM 74045Q10 10459 141000 SH SHARED 05 18790 122210 D PREMCOR INC COM 74045Q10 14 200 SH SHARED 10 200 D PREMCOR INC COM 74045Q10 381 5147 SH SHARED 14 5147 D PREMCOR INC COM 74045Q10 44 600 SH SHARED 17 600 D PREMIERE GLOBAL SVCS INC COM 74058510 2473 219046 SH SHARED 72846 146200 D PREMIERE GLOBAL SVCS INC COM 74058510 1108 98200 SH SHARED 10 98200 D PREMIERE GLOBAL SVCS INC COM 74058510 3130 277248 SH SHARED 17 33348 243900 D PRENTISS PPTYS TR SH BEN INT 74070610 2986 81965 SH SHARED 59565 22400 D PRENTISS PPTYS TR SH BEN INT 74070610 21 600 SH SHARED 01 600 D PRENTISS PPTYS TR SH BEN INT 74070610 51 1400 SH SHARED 02 1400 D PRENTISS PPTYS TR SH BEN INT 74070610 2448 67200 SH SHARED 10 67200 D PRENTISS PPTYS TR SH BEN INT 74070610 3206 88000 SH SHARED 11 88000 D PRENTISS PPTYS TR SH BEN INT 74070610 1289 35400 SH SHARED 17 20100 15300 D PRESIDENTIAL LIFE CORP COM 74088410 355 20763 SH SHARED 20763 D PRESIDENTIAL LIFE CORP COM 74088410 171 10000 SH SHARED 17 10000 D PREMIERWEST BANCORP COM 74092110 191 12943 SH SHARED 12943 D PRESSTEK INC COM 74111310 325 28775 SH SHARED 28775 D PRESSTEK INC COM 74111310 158 14000 SH SHARED 17 14000 D PRESTIGE BRANDS HLDGS INC COM 74112D10 532 27331 SH SHARED 27331 D PRESTIGE BRANDS HLDGS INC COM 74112D10 190 9760 SH SHARED 17 9760 D PRICE COMMUNICATIONS CORP COM NEW 74143730 11068 639814 SH SHARED 639814 D PRICE COMMUNICATIONS CORP COM NEW 74143730 265 15363 SH SHARED 17 15363 D PRICE T ROWE GROUP INC COM 74144T10 19973 319068 SH SHARED 318868 200 D PRICE T ROWE GROUP INC COM 74144T10 1723 27536 SH SHARED 01 27536 D PRICE T ROWE GROUP INC COM 74144T10 2052 32790 SH SHR/OTHR 01 32790 D PRICE T ROWE GROUP INC COM 74144T10 2908 46468 SH SHARED 02 46468 D PRICE T ROWE GROUP INC COM 74144T10 62 1000 SH SHARED 06 1000 D PRICE T ROWE GROUP INC COM 74144T10 294 4705 SH SHARED 10 4705 D PRICE T ROWE GROUP INC COM 74144T10 31 500 SH SHR/OTHR 10 500 D PRICE T ROWE GROUP INC COM 74144T10 5906 94346 SH SHARED 17 94346 D PRICELINE COM INC NOTE 1.000% 8/0 741503AC 856 1000000 PRN SHARED 02 1000000 D PRICELINE COM INC NOTE 2.250% 1/1 741503AE 6960 8000000 PRN SHARED 8000000 D PRICELINE COM INC NOTE 2.250% 1/1 741503AE 217 250000 PRN SHARED 02 250000 D PRICELINE COM INC COM NEW 74150340 3093 132614 SH SHARED 122014 10600 D PRICELINE COM INC COM NEW 74150340 80 3459 SH SHARED 02 3459 D PRICELINE COM INC COM NEW 74150340 373 16000 SH SHARED 04 16000 D PRICELINE COM INC COM NEW 74150340 373 16000 SH SHARED 10 16000 D PRICELINE COM INC COM NEW 74150340 902 38699 SH SHARED 17 9016 29683 D PRIDE INTL INC DEL COM 74153Q10 12249 476619 SH SHARED 476619 D PRIDE INTL INC DEL COM 74153Q10 1169 45500 SH SHARED 01 45500 D PRIDE INTL INC DEL COM 74153Q10 8402 326932 SH SHARED 02 326932 D PRIDE INTL INC DEL COM 74153Q10 75 2941 SH SHARED 14 2941 D PRIDE INTL INC DEL COM 74153Q10 107 4200 SH SHARED 17 4200 D PRIMEDIA INC COM 74157K10 587 145070 SH SHARED 145070 D PRIMEDIA INC COM 74157K10 184 45650 SH SHARED 02 45650 D PRIMEDIA INC COM 74157K10 225 55800 SH SHARED 17 55800 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 12 20000 SH SHARED 20000 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 11 19000 SH SHARED 02 19000 D PRINCETON REVIEW INC COM 74235210 75 13019 SH SHARED 13019 D PRINCETON REVIEW INC COM 74235210 11 2000 SH SHARED 02 2000 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 40520 967079 SH SHARED 967079 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 2142 51135 SH SHARED 01 535 50600 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 370 8836 SH SHR/OTHR 01 8836 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 4624 110372 SH SHARED 02 110372 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 608 14528 SH SHARED 10 12300 2228 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 6695 159798 SH SHARED 17 159798 D PRIORITY HEALTHCARE CORP CL B 74264T10 1745 68818 SH SHARED 34818 34000 D PRIORITY HEALTHCARE CORP CL B 74264T10 144 5695 SH SHARED 01 5695 D PRIORITY HEALTHCARE CORP CL B 74264T10 21 833 SH SHR/OTHR 01 833 D PRIORITY HEALTHCARE CORP CL B 74264T10 436 17200 SH SHARED 10 17200 D PRIORITY HEALTHCARE CORP CL B 74264T10 1955 77100 SH SHARED 17 13200 63900 D PROASSURANCE CORP COM 74267C10 1105 26465 SH SHARED 26465 D PROASSURANCE CORP COM 74267C10 1128 27027 SH SHARED 17 12627 14400 D PRO PHARMACEUTICALS INC COM 74267T10 43 15000 SH SHARED 10 15000 D PROCENTURY CORP COM 74268T10 8678 850800 SH SHARED 17 850800 D PROCTER & GAMBLE CO COM 74271810 474525 8995748 SH SHARED 8688003 307745 D PROCTER & GAMBLE CO COM 74271810 77368 1466694 SH SHARED 01 382605 1084089 D PROCTER & GAMBLE CO COM 74271810 39722 753038 SH SHR/OTHR 01 753038 D PROCTER & GAMBLE CO COM 74271810 51968 985194 SH SHARED 02 979806 5388 D PROCTER & GAMBLE CO COM 74271810 14210 269400 SH SHARED 03 269400 D PROCTER & GAMBLE CO COM 74271810 17429 330420 SH SHARED 04 326420 4000 D PROCTER & GAMBLE CO COM 74271810 24557 465540 SH SHARED 05 400710 64830 D PROCTER & GAMBLE CO COM 74271810 8107 153699 SH SHARED 06 153699 D PROCTER & GAMBLE CO COM 74271810 323324 6129382 SH SHARED 10 812820 4033190 1283372 D PROCTER & GAMBLE CO COM 74271810 10195 193288 SH SHR/OTHR 10 193288 D PROCTER & GAMBLE CO COM 74271810 1613 30582 SH SHARED 14 30582 D PROCTER & GAMBLE CO COM 74271810 65760 1246653 SH SHARED 17 1246653 D PROCTER & GAMBLE CO COM 74271810 27053 512856 SH SHARED 18 512856 D PRIVATEBANCORP INC COM 74296210 678 19166 SH SHARED 19166 D PRIVATEBANCORP INC COM 74296210 1423 40225 SH SHARED 01 39965 260 D PRIVATEBANCORP INC COM 74296210 23 665 SH SHR/OTHR 01 665 D PRIVATEBANCORP INC COM 74296210 410 11600 SH SHARED 05 11600 D PRIVATEBANCORP INC COM 74296210 6396 180800 SH SHARED 10 179000 1800 D PRIVATEBANCORP INC COM 74296210 10589 299300 SH SHARED 17 299300 D PROGENICS PHARMACEUTICALS IN COM 74318710 838 40211 SH SHARED 40211 D PROGENICS PHARMACEUTICALS IN COM 74318710 10 500 SH SHARED 01 500 D PROGENICS PHARMACEUTICALS IN COM 74318710 2628 126000 SH SHARED 04 126000 D PROGENICS PHARMACEUTICALS IN COM 74318710 20 1000 SH SHARED 14 1000 D PROGENICS PHARMACEUTICALS IN COM 74318710 123 5900 SH SHARED 17 5900 D PROGRESS ENERGY INC COM 74326310 63774 1409700 SH SHARED 1121115 288585 D PROGRESS ENERGY INC COM 74326310 158 3500 SH SHR/OTHR 3500 D PROGRESS ENERGY INC COM 74326310 13716 303189 SH SHARED 01 196471 106718 D PROGRESS ENERGY INC COM 74326310 597 13199 SH SHR/OTHR 01 13199 D PROGRESS ENERGY INC COM 74326310 4323 95570 SH SHARED 02 95570 D PROGRESS ENERGY INC COM 74326310 9 200 SH SHARED 05 200 D PROGRESS ENERGY INC COM 74326310 249 5525 SH SHARED 06 5525 D PROGRESS ENERGY INC COM 74326310 87975 1944635 SH SHARED 10 1598585 346050 D PROGRESS ENERGY INC COM 74326310 2963 65500 SH SHARED 15 65500 D PROGRESS ENERGY INC COM 74326310 7156 158181 SH SHARED 17 120481 37700 D PROGRESS SOFTWARE CORP COM 74331210 1244 41282 SH SHARED 36882 4400 D PROGRESS SOFTWARE CORP COM 74331210 18 600 SH SHR/OTHR 01 600 D PROGRESS SOFTWARE CORP COM 74331210 283 9400 SH SHARED 02 9400 D PROGRESS SOFTWARE CORP COM 74331210 78 2600 SH SHARED 10 2600 D PROGRESS SOFTWARE CORP COM 74331210 2288 75894 SH SHARED 17 14394 61500 D PROGRESSIVE CORP OHIO COM 74331510 50857 514701 SH SHARED 512001 2700 D PROGRESSIVE CORP OHIO COM 74331510 4241 42930 SH SHARED 01 42930 D PROGRESSIVE CORP OHIO COM 74331510 893 9040 SH SHR/OTHR 01 9040 D PROGRESSIVE CORP OHIO COM 74331510 7092 71784 SH SHARED 02 71784 D PROGRESSIVE CORP OHIO COM 74331510 9 100 SH SHARED 05 100 D PROGRESSIVE CORP OHIO COM 74331510 351 3557 SH SHARED 06 3557 D PROGRESSIVE CORP OHIO COM 74331510 3834 38806 SH SHARED 10 19000 19806 D PROGRESSIVE CORP OHIO COM 74331510 18745 189710 SH SHARED 17 189710 D PROLOGIS SH BEN INT 74341010 27326 679097 SH SHARED 674597 4500 D PROLOGIS SH BEN INT 74341010 3324 82611 SH SHARED 01 42915 39696 D PROLOGIS SH BEN INT 74341010 325 8100 SH SHR/OTHR 01 8100 D PROLOGIS SH BEN INT 74341010 3749 93189 SH SHARED 02 93189 D PROLOGIS SH BEN INT 74341010 61 1536 SH SHARED 10 1536 D PROLOGIS SH BEN INT 74341010 308662 7670550 SH SHARED 11 7670550 D PROLOGIS SH BEN INT 74341010 2861 71100 SH SHARED 17 71100 D PROQUEST COMPANY COM 74346P10 957 29202 SH SHARED 24802 4400 D PROQUEST COMPANY COM 74346P10 16 500 SH SHARED 01 500 D PROQUEST COMPANY COM 74346P10 91 2800 SH SHARED 02 2800 D PROQUEST COMPANY COM 74346P10 127 3900 SH SHARED 10 1000 2900 D PROQUEST COMPANY COM 74346P10 672 20500 SH SHARED 17 18200 2300 D PROSPECT ENERGY CORP COM 74348T10 4594 364673 SH SHARED 17 364673 D PROSPERITY BANCSHARES INC COM 74360610 1499 52467 SH SHARED 20967 31500 D PROSPERITY BANCSHARES INC COM 74360610 1437 50300 SH SHARED 10 50300 D PROSPERITY BANCSHARES INC COM 74360610 1626 56900 SH SHARED 17 8800 48100 D PROTECTIVE LIFE CORP COM 74367410 333 7900 SH SHARED 7900 D PROTECTIVE LIFE CORP COM 74367410 987 23400 SH SHARED 01 23400 D PROTECTIVE LIFE CORP COM 74367410 1248 29576 SH SHARED 02 29576 D PROTECTIVE LIFE CORP COM 74367410 67 1600 SH SHARED 17 1600 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 5341 4577000 PRN SHARED 4577000 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 4729 4053000 PRN SHARED 02 4053000 D PROTEIN DESIGN LABS INC COM 74369L10 726 35931 SH SHARED 35931 D PROTEIN DESIGN LABS INC COM 74369L10 747 37000 SH SHARED 01 37000 D PROTEIN DESIGN LABS INC COM 74369L10 970 48010 SH SHARED 02 48010 D PROTEIN DESIGN LABS INC COM 74369L10 4386 217051 SH SHARED 04 217051 D PROTEIN DESIGN LABS INC COM 74369L10 72 3600 SH SHARED 14 3600 D PROVIDE COMM INC COM 74373W10 206 9543 SH SHARED 9543 D PROVIDE COMM INC COM 74373W10 2 100 SH SHARED 02 100 D PROVIDE COMM INC COM 74373W10 15 700 SH SHARED 04 700 D PROVIDE COMM INC COM 74373W10 75 3500 SH SHARED 17 3500 D PROVIDENCE SVC CORP COM 74381510 232 9364 SH SHARED 9364 D PROVIDENCE SVC CORP COM 74381510 63 2540 SH SHARED 17 2540 D PROVIDENT BANCORP INC DEL COM 74383A10 0 42914 SH SHARED 42914 D PROVIDENT BANCORP INC DEL COM 74383A10 0 246 SH SHARED 02 246 D PROVIDENT BANKSHARES CORP COM 74385910 1152 36132 SH SHARED 36132 D PROVIDENT BANKSHARES CORP COM 74385910 6 200 SH SHARED 01 200 D PROVIDENT BANKSHARES CORP COM 74385910 4724 148047 SH SHARED 17 148047 D PROVIDENT ENERGY TR TR UNIT 74386K10 566 54000 SH SHARED 54000 D PROVIDENT ENERGY TR TR UNIT 74386K10 22 2150 SH SHR/OTHR 01 2150 D PROVIDENT FINL SVCS INC COM 74386T10 1339 76232 SH SHARED 71232 5000 D PROVIDENT FINL SVCS INC COM 74386T10 5 300 SH SHARED 02 300 D PROVIDENT FINL SVCS INC COM 74386T10 732 41700 SH SHARED 10 41700 D PROVIDENT FINL SVCS INC COM 74386T10 1036 58964 SH SHARED 17 36064 22900 D PROVIDENT FINL HLDGS INC COM 74386810 138 4933 SH SHARED 4933 D PROVIDENT FINL HLDGS INC COM 74386810 59 2100 SH SHARED 17 2100 D PROVIDIAN FINL CORP NOTE 3.250% 8/1 74406AAA 13476 13517000 PRN SHARED 13517000 D PROVIDIAN FINL CORP NOTE 2/1 74406AAB 17007 32090000 PRN SHARED 32090000 D PROVIDIAN FINL CORP NOTE 2/1 74406AAB 2691 5079000 PRN SHARED 02 5079000 D PROVIDIAN FINL CORP NOTE 4.000% 5/1 74406AAC 253 186000 PRN SHARED 02 186000 D PROVIDIAN FINL CORP NOTE 2.750% 3/1 74406AAD 6494 5250000 PRN SHARED 02 5250000 D PROVIDIAN FINL CORP COM 74406A10 49361 2799880 SH SHARED 2754680 45200 D PROVIDIAN FINL CORP COM 74406A10 1124 63806 SH SHARED 01 63806 D PROVIDIAN FINL CORP COM 74406A10 54 3068 SH SHR/OTHR 01 3068 D PROVIDIAN FINL CORP COM 74406A10 2122 120381 SH SHARED 02 120381 D PROVIDIAN FINL CORP COM 74406A10 59 3400 SH SHARED 06 3400 D PROVIDIAN FINL CORP COM 74406A10 11512 653000 SH SHARED 10 55800 597200 D PROVIDIAN FINL CORP COM 74406A10 4936 279985 SH SHARED 17 204385 75600 D PROXIM CORP CL A NEW 74428320 0 12439 SH SHARED 12439 D PROXYMED INC COM NEW 74429030 37 4800 SH SHARED 4800 D PROXYMED INC COM NEW 74429030 7 1000 SH SHARED 02 1000 D PRUDENTIAL FINL INC COM 74432010 89231 1358994 SH SHARED 1298594 60400 D PRUDENTIAL FINL INC COM 74432010 6714 102261 SH SHARED 01 5361 96900 D PRUDENTIAL FINL INC COM 74432010 603 9185 SH SHR/OTHR 01 9185 D PRUDENTIAL FINL INC COM 74432010 13825 210564 SH SHARED 02 210564 D PRUDENTIAL FINL INC COM 74432010 7550 115000 SH SHARED 03 115000 D PRUDENTIAL FINL INC COM 74432010 3854 58710 SH SHARED 04 58710 D PRUDENTIAL FINL INC COM 74432010 5452 83040 SH SHARED 05 72300 10740 D PRUDENTIAL FINL INC COM 74432010 602 9175 SH SHARED 06 9175 D PRUDENTIAL FINL INC COM 74432010 26978 410876 SH SHARED 10 66072 301320 43484 D PRUDENTIAL FINL INC COM 74432010 256 3900 SH SHARED 14 3900 D PRUDENTIAL FINL INC COM 74432010 1109 16890 SH SHARED 15 16890 D PRUDENTIAL FINL INC COM 74432010 17976 273781 SH SHARED 17 273781 D PRUDENTIAL PLC ADR 74435K20 267 14900 SH SHARED 14900 D PRUDENTIAL PLC ADR 74435K20 8 500 SH SHARED 01 500 D PRUDENTIAL PLC ADR 74435K20 64 3600 SH SHR/OTHR 01 3600 D PRUDENTIAL PLC ADR 74435K20 1581 88055 SH SHARED 10 88055 D PT INDOSAT TBK SPONSORED ADR 74438310 10467 366500 SH SHARED 366500 D PT INDOSAT TBK SPONSORED ADR 74438310 1485 52000 SH SHARED 01 52000 D PT INDOSAT TBK SPONSORED ADR 74438310 2059 72100 SH SHARED 10 72100 D PT INDOSAT TBK SPONSORED ADR 74438310 268 9400 SH SHARED 17 9400 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1033 21220 SH SHARED 21220 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 2511 51550 SH SHARED 01 43550 8000 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 37 775 SH SHR/OTHR 01 775 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 29 600 SH SHARED 02 600 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 677 13900 SH SHARED 05 13900 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 9951 204300 SH SHARED 10 202300 2000 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 16588 340550 SH SHARED 17 340550 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 535 8800 SH SHARED 8800 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 53476 879260 SH SHARED 856360 22900 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 3873 63695 SH SHARED 01 63695 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 45 750 SH SHR/OTHR 01 750 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 5536 91039 SH SHARED 02 91039 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 12 200 SH SHARED 05 200 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 158 2600 SH SHARED 06 2600 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 10952 180085 SH SHARED 10 44313 135772 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 6339 104229 SH SHARED 17 96929 7300 D PUBLIC STORAGE INC COM 74460D10 859 13590 SH SHARED 8690 4900 D PUBLIC STORAGE INC COM 74460D10 271 4300 SH SHARED 01 4300 D PUBLIC STORAGE INC COM 74460D10 1179 18656 SH SHARED 02 18656 D PUBLIC STORAGE INC COM 74460D10 54 862 SH SHARED 10 862 D PUBLIC STORAGE INC COM 74460D10 142302 2249840 SH SHARED 11 2249840 D PUBLIC STORAGE INC COM 74460D10 341 5400 SH SHARED 17 5400 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 141 5000 SH SHR/OTHR 01 5000 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 362 12800 SH SHARED 11 12800 D PUBLICIS S A NEW SPONSORED ADR 74463M10 383 13118 SH SHARED 13118 D PUGET ENERGY INC NEW COM 74531010 2518 107700 SH SHARED 107700 D PUGET ENERGY INC NEW COM 74531010 815 34900 SH SHARED 01 34900 D PUGET ENERGY INC NEW COM 74531010 1094 46813 SH SHARED 02 46813 D PUGET ENERGY INC NEW COM 74531010 27 1156 SH SHARED 06 1156 D PUGET ENERGY INC NEW COM 74531010 227 9717 SH SHARED 14 9717 D PULTE HOMES INC COM 74586710 1238 14700 SH SHARED 14700 D PULTE HOMES INC COM 74586710 28431 337460 SH SHARED 337260 200 D PULTE HOMES INC COM 74586710 2218 26334 SH SHARED 01 26334 D PULTE HOMES INC COM 74586710 95 1130 SH SHR/OTHR 01 1130 D PULTE HOMES INC COM 74586710 4100 48668 SH SHARED 02 48668 D PULTE HOMES INC COM 74586710 126 1500 SH SHARED 06 1500 D PULTE HOMES INC COM 74586710 6183 73400 SH SHARED 10 73400 D PULTE HOMES INC COM 74586710 5318 63124 SH SHARED 17 63124 D PUTNAM CALIF INVT GRADE MUN SH BEN INT 74644610 68 5000 SH SHR/OTHR 01 5000 D PUTNAM HIGH INCOME BOND FD SH BEN INT 74677910 38 5000 SH SHR/OTHR 01 5000 D PUTNAM HIGH YIELD MUN TR SH BEN INT 74678110 228 31945 SH SHARED 31945 D PUTNAM MANAGED HIGH YIELD TR SH BEN INT 74681910 915 111500 SH SHARED 111500 D PUTNAM MANAGED MUN INCOM TR COM 74682310 0 84 SH SHARED 84 D PUTNAM PREMIER INCOME TR SH BEN INT 74685310 3074 476004 SH SHARED 476004 D PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 485 75000 SH SHARED 75000 D PUTNAM TAX FREE HEALTH CARE SH BEN INT 74692010 1 109 SH SHARED 109 D QLT INC NOTE 3.000% 9/1 746927AB 10072 10937000 PRN SHARED 10937000 D QLT INC COM 74692710 44 4250 SH SHR/OTHR 01 4250 D QLT INC COM 74692710 536 51519 SH SHARED 02 51519 D QAD INC COM 74727D10 91 11898 SH SHARED 11898 D QAD INC COM 74727D10 42 5500 SH SHARED 17 5500 D QLOGIC CORP COM 74727710 16286 527569 SH SHARED 527369 200 D QLOGIC CORP COM 74727710 786 25477 SH SHARED 01 25477 D QLOGIC CORP COM 74727710 12 400 SH SHR/OTHR 01 400 D QLOGIC CORP COM 74727710 1927 62446 SH SHARED 02 62446 D QLOGIC CORP COM 74727710 113 3662 SH SHARED 06 3662 D QLOGIC CORP COM 74727710 20661 669300 SH SHARED 10 566000 95800 7500 D QLOGIC CORP COM 74727710 157 5116 SH SHARED 14 5116 D QLOGIC CORP COM 74727710 16374 530434 SH SHARED 17 530434 D QC HLDGS INC COM 74729T10 104 7240 SH SHARED 7240 D QUAKER CHEM CORP COM 74731610 116 6700 SH SHARED 6700 D QUAKER CHEM CORP COM 74731610 17 1000 SH SHARED 02 1000 D QUALCOMM INC COM 74752510 522717 15835126 SH SHARED 15785256 49870 D QUALCOMM INC COM 74752510 23834 722026 SH SHARED 01 127796 594230 D QUALCOMM INC COM 74752510 4415 133772 SH SHR/OTHR 01 133772 D QUALCOMM INC COM 74752510 25139 761564 SH SHARED 02 761564 D QUALCOMM INC COM 74752510 6406 194076 SH SHARED 04 183000 11076 D QUALCOMM INC COM 74752510 39 1200 SH SHARED 05 1200 D QUALCOMM INC COM 74752510 5749 174164 SH SHARED 06 174164 D QUALCOMM INC COM 74752510 117934 3572704 SH SHARED 10 1660826 1502900 408978 D QUALCOMM INC COM 74752510 174 5278 SH SHR/OTHR 10 5278 D QUALCOMM INC COM 74752510 4250 128775 SH SHARED 14 128775 D QUALCOMM INC COM 74752510 24855 752966 SH SHARED 17 752966 D QUALITY DISTR INC FLA COM 74756M10 280 31700 SH SHARED 31700 D QUALITY DISTR INC FLA COM 74756M10 8 1000 SH SHARED 02 1000 D QUALITY SYS INC COM 74758210 1072 22634 SH SHARED 7334 15300 D QUALITY SYS INC COM 74758210 94 2000 SH SHARED 02 2000 D QUALITY SYS INC COM 74758210 284 6000 SH SHARED 10 6000 D QUALITY SYS INC COM 74758210 2965 62600 SH SHARED 17 3000 59600 D QUANTA SVCS INC NOTE 4.000% 7/0 74762EAA 154 162000 PRN SHARED 02 162000 D QUANTA SVCS INC SDCV 4.500%10/0 74762EAC 26 26000 PRN SHR/OTHR 01 26000 D QUANTA SVCS INC COM 74762E10 1940 220472 SH SHARED 125372 95100 D QUANTA SVCS INC COM 74762E10 390 44400 SH SHARED 01 44400 D QUANTA SVCS INC COM 74762E10 960 109152 SH SHARED 02 109152 D QUANTA SVCS INC COM 74762E10 3521 400200 SH SHARED 10 400200 D QUANTA SVCS INC COM 74762E10 1178 133900 SH SHARED 17 43400 90500 D QUANEX CORP DBCV 2.500% 5/1 747620AE 892 590000 PRN SHARED 590000 D QUANEX CORP COM 74762010 3079 58100 SH SHARED 30900 27200 D QUANEX CORP COM 74762010 26 500 SH SHR/OTHR 01 500 D QUANEX CORP COM 74762010 249 4700 SH SHARED 02 4700 D QUANEX CORP COM 74762010 6520 123000 SH SHARED 10 1100 121900 D QUANEX CORP COM 74762010 2698 50900 SH SHARED 17 17250 33650 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 223 44648 SH SHARED 44648 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 108 21700 SH SHARED 17 21700 D QUANTUM CORP COM DSSG 74790620 22 7600 SH SHARED 7600 D QUANTUM CORP COM DSSG 74790620 641 216093 SH SHARED 216093 D QUANTUM CORP COM DSSG 74790620 270 91100 SH SHARED 17 91100 D QUEBECOR WORLD INC COM NON-VTG 74820310 7 400 SH SHARED 01 400 D QUEBECOR WORLD INC COM NON-VTG 74820310 21 1100 SH SHR/OTHR 01 1100 D QUEBECOR WORLD INC COM NON-VTG 74820310 835 42475 SH SHARED 02 42475 D QUEST DIAGNOSTICS INC COM 74834L10 31 600 SH SHARED 600 D QUEST DIAGNOSTICS INC COM 74834L10 22526 422868 SH SHARED 421288 1580 D QUEST DIAGNOSTICS INC COM 74834L10 5003 93928 SH SHARED 01 36922 57006 D QUEST DIAGNOSTICS INC COM 74834L10 2283 42870 SH SHR/OTHR 01 42870 D QUEST DIAGNOSTICS INC COM 74834L10 4210 79038 SH SHARED 02 79038 D QUEST DIAGNOSTICS INC COM 74834L10 8022 150600 SH SHARED 04 150600 D QUEST DIAGNOSTICS INC COM 74834L10 111 2100 SH SHARED 06 2100 D QUEST DIAGNOSTICS INC COM 74834L10 26500 497484 SH SHARED 10 56350 441134 D QUEST DIAGNOSTICS INC COM 74834L10 1397 26240 SH SHR/OTHR 10 26240 D QUEST DIAGNOSTICS INC COM 74834L10 104 1960 SH SHARED 14 1960 D QUEST DIAGNOSTICS INC COM 74834L10 132968 2496127 SH SHARED 17 2496127 D QUEST SOFTWARE INC COM 74834T10 4513 331129 SH SHARED 277029 54100 D QUEST SOFTWARE INC COM 74834T10 1993 146243 SH SHARED 02 146243 D QUEST SOFTWARE INC COM 74834T10 2574 188900 SH SHARED 17 23500 165400 D QUESTAR CORP COM 74835610 6477 98300 SH SHARED 97300 1000 D QUESTAR CORP COM 74835610 2247 34100 SH SHARED 01 34100 D QUESTAR CORP COM 74835610 105 1600 SH SHR/OTHR 01 1600 D QUESTAR CORP COM 74835610 2372 36000 SH SHARED 02 36000 D QUESTAR CORP COM 74835610 560 8500 SH SHARED 06 8500 D QUESTAR CORP COM 74835610 36 550 SH SHARED 10 550 D QUESTAR CORP COM 74835610 996 15120 SH SHARED 17 15120 D QUICKSILVER RESOURCES INC COM 74837R10 126 1980 SH SHARED 1980 D QUICKSILVER RESOURCES INC COM 74837R10 1316 20600 SH SHARED 01 20600 D QUICKSILVER RESOURCES INC COM 74837R10 2007 31400 SH SHARED 02 31400 D QUICKSILVER RESOURCES INC COM 74837R10 38 600 SH SHARED 17 600 D QUIKSILVER INC COM 74838C10 2652 166000 SH SHARED 166000 D QUIKSILVER INC COM 74838C10 9 600 SH SHR/OTHR 01 600 D QUIKSILVER INC COM 74838C10 185 11600 SH SHARED 02 11600 D QUIKSILVER INC COM 74838C10 4650 291000 SH SHARED 05 291000 D QUIKSILVER INC COM 74838C10 16742 1047700 SH SHARED 10 702400 345300 D QUIKSILVER INC COM 74838C10 24733 1547800 SH SHARED 17 1547800 D QUIDEL CORP COM 74838J10 126 24341 SH SHARED 24341 D QUIDEL CORP COM 74838J10 20 4000 SH SHARED 02 4000 D QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y20 50 2100 SH SHARED 2100 D QUIXOTE CORP COM 74905610 113 5800 SH SHARED 5800 D QUIXOTE CORP COM 74905610 19 1000 SH SHARED 02 1000 D QWEST COMMUNICATIONS INTL IN COM 74912110 83 22401 SH SHARED 22401 D QWEST COMMUNICATIONS INTL IN COM 74912110 19342 5213483 SH SHARED 5176983 36500 D QWEST COMMUNICATIONS INTL IN COM 74912110 1300 350620 SH SHARED 01 350620 D QWEST COMMUNICATIONS INTL IN COM 74912110 2483 669436 SH SHARED 02 669436 D QWEST COMMUNICATIONS INTL IN COM 74912110 2 800 SH SHARED 05 800 D QWEST COMMUNICATIONS INTL IN COM 74912110 46 12550 SH SHARED 06 12550 D QWEST COMMUNICATIONS INTL IN COM 74912110 843 227404 SH SHARED 10 227404 D QWEST COMMUNICATIONS INTL IN COM 74912110 52 14100 SH SHARED 14 14100 D QWEST COMMUNICATIONS INTL IN COM 74912110 630 170000 SH SHARED 15 170000 D QWEST COMMUNICATIONS INTL IN COM 74912110 3312 892821 SH SHARED 17 892821 D R & B INC COM 74912410 138 9899 SH SHARED 9899 D R & G FINANCIAL CORP CL B 74913610 481 27231 SH SHARED 27231 D R & G FINANCIAL CORP CL B 74913610 375 21250 SH SHARED 01 21250 D R & G FINANCIAL CORP CL B 74913610 41 2356 SH SHR/OTHR 01 2356 D R & G FINANCIAL CORP CL B 74913610 60 3400 SH SHARED 02 3400 D R & G FINANCIAL CORP CL B 74913610 7 400 SH SHARED 10 400 D R & G FINANCIAL CORP CL B 74913610 3657 206750 SH SHARED 17 206750 D RAIT INVT TR COM 74922710 811 27099 SH SHARED 25799 1300 D RAIT INVT TR COM 74922710 266 8900 SH SHARED 10 8900 D RAIT INVT TR COM 74922710 796 26600 SH SHARED 17 11100 15500 D RCN CORP COM NEW 74936120 519 22508 SH SHARED 22508 D RCN CORP COM NEW 74936120 184 8000 SH SHARED 17 8000 D RC2 CORP COM 74938810 825 21969 SH SHARED 17769 4200 D RC2 CORP COM 74938810 161 4300 SH SHARED 10 4300 D RC2 CORP COM 74938810 991 26400 SH SHARED 17 8000 18400 D R H DONNELLEY CORP COM NEW 74955W30 111 1800 SH SHARED 1800 D R H DONNELLEY CORP COM NEW 74955W30 1621 26159 SH SHARED 01 19600 6559 D R H DONNELLEY CORP COM NEW 74955W30 160 2592 SH SHR/OTHR 01 2592 D R H DONNELLEY CORP COM NEW 74955W30 415 6700 SH SHARED 02 6700 D R H DONNELLEY CORP COM NEW 74955W30 1859 30000 SH SHARED 04 30000 D R H DONNELLEY CORP COM NEW 74955W30 6 100 SH SHR/OTHR 10 100 D R H DONNELLEY CORP COM NEW 74955W30 24 400 SH SHARED 14 400 D R H DONNELLEY CORP COM NEW 74955W30 23211 374500 SH SHARED 17 374500 D RLI CORP COM 74960710 996 22332 SH SHARED 22332 D RLI CORP COM 74960710 111 2500 SH SHR/OTHR 01 2500 D RLI CORP COM 74960710 463 10400 SH SHARED 17 10400 D RMR REAL ESTATE FD SH BEN INT 74963F10 357 25000 SH SHARED 25000 D RMR HOSPITALITY REAL ESTATE COM 74963J10 864 43906 SH SHARED 43906 D RPC INC COM 74966010 248 14667 SH SHARED 14667 D RPC INC COM 74966010 4 270 SH SHARED 10 270 D RPC INC COM 74966010 67 4000 SH SHARED 17 4000 D RPM INTL INC COM 74968510 3381 185200 SH SHARED 185200 D RPM INTL INC COM 74968510 708 38800 SH SHARED 01 38800 D RPM INTL INC COM 74968510 1183 64839 SH SHARED 02 64839 D RPM INTL INC COM 74968510 5 300 SH SHARED 17 300 D RSA SEC INC COM 74971910 2556 222700 SH SHARED 222700 D RSA SEC INC COM 74971910 1224 106629 SH SHARED 92229 14400 D RSA SEC INC COM 74971910 280 24400 SH SHARED 01 24400 D RSA SEC INC COM 74971910 290 25335 SH SHARED 02 25335 D RSA SEC INC COM 74971910 86 7500 SH SHARED 04 7500 D RSA SEC INC COM 74971910 269 23500 SH SHARED 10 1700 21800 D RSA SEC INC COM 74971910 1173 102200 SH SHARED 17 27600 74600 D RTI INTL METALS INC COM 74973W10 687 21901 SH SHARED 21901 D RTI INTL METALS INC COM 74973W10 35 1120 SH SHARED 02 1120 D RTI INTL METALS INC COM 74973W10 251 8000 SH SHARED 17 8000 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 2038 2192000 PRN SHARED 2192000 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 628 676000 PRN SHARED 02 676000 D RF MICRODEVICES INC COM 74994110 3858 713130 SH SHARED 713130 D RF MICRODEVICES INC COM 74994110 331 61200 SH SHARED 01 61200 D RF MICRODEVICES INC COM 74994110 720 133198 SH SHARED 02 133198 D RF MICRODEVICES INC COM 74994110 54 10000 SH SHARED 04 10000 D RF MICRODEVICES INC COM 74994110 0 100 SH SHARED 10 100 D RF MICRODEVICES INC COM 74994110 402 74400 SH SHARED 17 74400 D RADIAN GROUP INC DBCV 2.250% 1/0 750236AF 7677 7716000 PRN SHARED 02 7716000 D RADIAN GROUP INC COM 75023610 26862 568871 SH SHARED 444495 124376 D RADIAN GROUP INC COM 75023610 1956 41430 SH SHARED 01 9230 32200 D RADIAN GROUP INC COM 75023610 242 5131 SH SHR/OTHR 01 5131 D RADIAN GROUP INC COM 75023610 2226 47152 SH SHARED 02 47152 D RADIAN GROUP INC COM 75023610 6225 131840 SH SHARED 05 17820 114020 D RADIAN GROUP INC COM 75023610 61 1300 SH SHARED 06 1300 D RADIAN GROUP INC COM 75023610 982 20800 SH SHARED 10 20800 D RADIAN GROUP INC COM 75023610 155 3300 SH SHARED 14 3300 D RADIAN GROUP INC COM 75023610 638 13516 SH SHARED 17 13516 D RADIANT SYSTEMS INC COM 75025N10 258 22642 SH SHARED 22642 D RADIANT SYSTEMS INC COM 75025N10 125 11000 SH SHARED 17 11000 D RADIATION THERAPY SVCS INC COM 75032320 288 10884 SH SHARED 10884 D RADIATION THERAPY SVCS INC COM 75032320 95 3600 SH SHARED 17 3600 D RADIOLOGIX INC COM 75040K10 8 1900 SH SHARED 1900 D RADIO ONE INC CL A 75040P10 1 100 SH SHARED 02 100 D RADIO ONE INC CL D NON VTG 75040P40 9161 717442 SH SHARED 717442 D RADIO ONE INC CL D NON VTG 75040P40 57 4500 SH SHARED 01 4500 D RADIO ONE INC CL D NON VTG 75040P40 1 100 SH SHR/OTHR 01 100 D RADIO ONE INC CL D NON VTG 75040P40 84 6644 SH SHARED 02 6644 D RADIO ONE INC CL D NON VTG 75040P40 1958 153400 SH SHARED 14 153400 D RADIO ONE INC CL D NON VTG 75040P40 1052 82400 SH SHARED 17 41000 41400 D RADIOSHACK CORP COM 75043810 32104 1385605 SH SHARED 1352075 33530 D RADIOSHACK CORP COM 75043810 99 4300 SH SHR/OTHR 4300 D RADIOSHACK CORP COM 75043810 6611 285330 SH SHARED 01 216925 68405 D RADIOSHACK CORP COM 75043810 9 400 SH SHR/OTHR 01 400 D RADIOSHACK CORP COM 75043810 1388 59915 SH SHARED 02 59915 D RADIOSHACK CORP COM 75043810 35 1550 SH SHARED 06 1550 D RADIOSHACK CORP COM 75043810 52616 2270900 SH SHARED 10 1850040 420860 D RADIOSHACK CORP COM 75043810 1876 81000 SH SHARED 15 81000 D RADIOSHACK CORP COM 75043810 3003 129640 SH SHARED 17 129640 D RADISYS CORP NOTE 1.375%11/1 750459AD 907 1000000 PRN SHARED 1000000 D RADISYS CORP COM 75045910 321 19907 SH SHARED 19907 D RADISYS CORP COM 75045910 157 9774 SH SHARED 17 9774 D RAE SYS INC COM 75061P10 82 26200 SH SHARED 26200 D RAE SYS INC COM 75061P10 12 4100 SH SHARED 02 4100 D RADYNE CORP COM NEW 75061140 92 10654 SH SHARED 10654 D RAILAMERICA INC COM 75075310 443 37267 SH SHARED 37267 D RAILAMERICA INC COM 75075310 1 100 SH SHARED 02 100 D RAILAMERICA INC COM 75075310 4507 378800 SH SHARED 17 378800 D RAMBUS INC DEL COM 75091710 1315 98294 SH SHARED 98294 D RAMBUS INC DEL COM 75091710 224 16800 SH SHARED 01 16800 D RAMBUS INC DEL COM 75091710 23 1744 SH SHARED 02 1744 D RAMBUS INC DEL COM 75091710 509 38100 SH SHARED 17 38100 D RALCORP HLDGS INC NEW COM 75102810 440 10700 SH SHARED 10700 D RALCORP HLDGS INC NEW COM 75102810 1211 29432 SH SHARED 29432 D RALCORP HLDGS INC NEW COM 75102810 36 875 SH SHARED 01 875 D RALCORP HLDGS INC NEW COM 75102810 5 133 SH SHR/OTHR 01 133 D RALCORP HLDGS INC NEW COM 75102810 444 10800 SH SHARED 10 10800 D RALCORP HLDGS INC NEW COM 75102810 17565 426860 SH SHARED 17 426860 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 419 14333 SH SHARED 14333 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 49 1700 SH SHARED 02 1700 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 22659 773900 SH SHARED 11 773900 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 222 7600 SH SHARED 17 7600 D RAMCO-GERSHENSON PPTYS TR PFD CV C 7.95% 75145250 3108 100000 SH SHARED 100000 D RAMTRON INTL CORP COM NEW 75190730 2 1100 SH SHARED 1100 D RANDGOLD RES LTD ADR 75234430 3654 259930 SH SHARED 252430 7500 D RANDGOLD RES LTD ADR 75234430 1406 100000 SH SHARED 04 100000 D RANDGOLD RES LTD ADR 75234430 5685 404400 SH SHARED 10 400000 4400 D RANGE RES CORP COM 75281A10 185 6900 SH SHARED 6900 D RANGE RES CORP COM 75281A10 37 1402 SH SHR/OTHR 01 1402 D RANGE RES CORP COM 75281A10 215 8000 SH SHARED 02 8000 D RANGE RES CORP COM 75281A10 20488 761667 SH SHARED 17 761667 D RANK GROUP PLC SPONSORED ADR 75303710 40 4145 SH SHR/OTHR 01 4145 D RARE HOSPITALITY INTL INC COM 75382010 1053 34565 SH SHARED 34565 D RARE HOSPITALITY INTL INC COM 75382010 2085 68445 SH SHARED 01 64855 3590 D RARE HOSPITALITY INTL INC COM 75382010 108 3564 SH SHR/OTHR 01 3564 D RARE HOSPITALITY INTL INC COM 75382010 70 2301 SH SHARED 02 2301 D RARE HOSPITALITY INTL INC COM 75382010 9057 297252 SH SHARED 10 294652 2600 D RARE HOSPITALITY INTL INC COM 75382010 11623 381475 SH SHARED 17 381475 D RAVEN INDS INC COM 75421210 367 15700 SH SHARED 15700 D RAVEN INDS INC COM 75421210 42 1800 SH SHARED 02 1800 D RAVEN INDS INC COM 75421210 182 7800 SH SHARED 17 7800 D RAYMOND JAMES FINANCIAL INC COM 75473010 138 4900 SH SHARED 4900 D RAYMOND JAMES FINANCIAL INC COM 75473010 4097 145048 SH SHARED 145048 D RAYMOND JAMES FINANCIAL INC COM 75473010 665 23550 SH SHARED 01 23550 D RAYMOND JAMES FINANCIAL INC COM 75473010 971 34383 SH SHARED 02 34383 D RAYMOND JAMES FINANCIAL INC COM 75473010 0 1 SH SHARED 10 1 D RAYMOND JAMES FINANCIAL INC COM 75473010 387 13700 SH SHARED 17 13700 D RAYONIER INC COM 75490710 3362 63398 SH SHARED 63398 D RAYONIER INC COM 75490710 1018 19215 SH SHARED 01 19215 D RAYONIER INC COM 75490710 95 1800 SH SHR/OTHR 01 1800 D RAYONIER INC COM 75490710 1132 21364 SH SHARED 02 21364 D RAYONIER INC COM 75490710 434 8200 SH SHARED 10 8200 D RAYONIER INC COM 75490710 418 7900 SH SHARED 17 1200 6700 D RAYTECH CORP DEL COM 75510310 0 4 SH SHARED 02 4 D RAYTHEON CO COM NEW 75511150 62175 1589347 SH SHARED 1537647 51700 D RAYTHEON CO COM NEW 75511150 4445 113633 SH SHARED 01 9029 104604 D RAYTHEON CO COM NEW 75511150 743 19013 SH SHR/OTHR 01 19013 D RAYTHEON CO COM NEW 75511150 6694 171131 SH SHARED 02 171131 D RAYTHEON CO COM NEW 75511150 4138 105779 SH SHARED 06 105779 D RAYTHEON CO COM NEW 75511150 19031 486500 SH SHARED 10 53500 433000 D RAYTHEON CO COM NEW 75511150 181 4634 SH SHARED 14 4634 D RAYTHEON CO COM NEW 75511150 1956 50000 SH SHARED 16 50000 D RAYTHEON CO COM NEW 75511150 11581 296049 SH SHARED 17 225849 70200 D READERS DIGEST ASSN INC COM 75526710 17083 1035363 SH SHARED 1002563 32800 D READERS DIGEST ASSN INC COM 75526710 544 33000 SH SHARED 01 33000 D READERS DIGEST ASSN INC COM 75526710 622 37700 SH SHARED 02 37700 D READERS DIGEST ASSN INC COM 75526710 3049 184800 SH SHARED 10 184800 D READERS DIGEST ASSN INC COM 75526710 1666 101000 SH SHARED 17 49800 51200 D READING INTERNATIONAL INC CL A 75540810 89 12225 SH SHARED 12225 D READING INTERNATIONAL INC CL A 75540810 14 2000 SH SHARED 02 2000 D REAL ESTATE INCOME FUND INC COM 75588110 8092 439787 SH SHARED 439787 D REALNETWORKS INC NOTE 7/0 75605LAB 4191 5050000 PRN SHARED 5050000 D REALNETWORKS INC COM 75605L10 1542 310918 SH SHARED 310918 D REALNETWORKS INC COM 75605L10 12 2500 SH SHR/OTHR 01 2500 D REALNETWORKS INC COM 75605L10 0 46 SH SHARED 02 46 D REALNETWORKS INC COM 75605L10 99 20000 SH SHARED 04 20000 D REALNETWORKS INC COM 75605L10 229 46300 SH SHARED 17 43200 3100 D REALTY INCOME CORP COM 75610910 170 6800 SH SHARED 6800 D REALTY INCOME CORP COM 75610910 15 600 SH SHARED 01 600 D REALTY INCOME CORP COM 75610910 271 10840 SH SHARED 02 10840 D REALTY INCOME CORP COM 75610910 545 21800 SH SHARED 10 21800 D RECKSON ASSOCS RLTY CORP COM 75621K10 5099 152000 SH SHARED 152000 D RECKSON ASSOCS RLTY CORP COM 75621K10 268 8000 SH SHARED 02 8000 D RECKSON ASSOCS RLTY CORP COM 75621K10 73 2200 SH SHARED 11 2200 D RED HAT INC DBCV 0.500% 1/1 756577AB 426 507000 PRN SHARED 507000 D RED HAT INC COM 75657710 19 1500 SH SHARED 900 600 D RED HAT INC COM 75657710 66 5050 SH SHARED 01 5050 D RED HAT INC COM 75657710 908 69351 SH SHARED 02 69351 D RED ROBIN GOURMET BURGERS IN COM 75689M10 855 13805 SH SHARED 13805 D RED ROBIN GOURMET BURGERS IN COM 75689M10 979 15800 SH SHARED 05 15800 D RED ROBIN GOURMET BURGERS IN COM 75689M10 5231 84400 SH SHARED 17 84400 D REDBACK NETWORKS INC COM NEW 75720950 264 41431 SH SHARED 41431 D REDBACK NETWORKS INC COM NEW 75720950 109 17200 SH SHARED 10 17200 D REDBACK NETWORKS INC COM NEW 75720950 88 13800 SH SHARED 17 13800 D REDWOOD TR INC COM 75807540 1037 20101 SH SHARED 19501 600 D REDWOOD TR INC COM 75807540 675 13100 SH SHARED 01 13100 D REDWOOD TR INC COM 75807540 46 900 SH SHARED 02 900 D REDWOOD TR INC COM 75807540 1738 33700 SH SHARED 10 400 33300 D REDWOOD TR INC COM 75807540 356 6900 SH SHARED 17 6900 D REEBOK INTL LTD DBCV 2.000% 5/0 758110AH 27 26000 PRN SHR/OTHR 01 26000 D REEBOK INTL LTD COM 75811010 12465 297992 SH SHARED 284297 13695 D REEBOK INTL LTD COM 75811010 347 8301 SH SHARED 01 8301 D REEBOK INTL LTD COM 75811010 832 19903 SH SHARED 02 19903 D REEBOK INTL LTD COM 75811010 14859 355240 SH SHARED 05 156340 198900 D REEBOK INTL LTD COM 75811010 2049 49000 SH SHARED 06 49000 D REEBOK INTL LTD COM 75811010 1544 36922 SH SHARED 17 36922 D REED ELSEVIER N V SPONSORED ADR 75820410 953 34200 SH SHARED 34200 D REED ELSEVIER N V SPONSORED ADR 75820410 224 8066 SH SHR/OTHR 01 8066 D REED ELSEVIER N V SPONSORED ADR 75820410 6 230 SH SHARED 10 230 D REED ELSEVIER P L C SPONSORED ADR 75820510 265 6850 SH SHARED 6850 D REED ELSEVIER P L C SPONSORED ADR 75820510 12 312 SH SHR/OTHR 01 312 D REGAL BELOIT CORP COM 75875010 742 25465 SH SHARED 25465 D REGAL BELOIT CORP COM 75875010 5 200 SH SHARED 02 200 D REGAL BELOIT CORP COM 75875010 309 10600 SH SHARED 17 10600 D REGAL ENTMT GROUP NOTE 3.750% 5/1 758766AB 5322 4191000 PRN SHARED 02 4191000 D REGAL ENTMT GROUP CL A 75876610 1648 87300 SH SHARED 50600 36700 D REGAL ENTMT GROUP CL A 75876610 81 4316 SH SHARED 02 4316 D REGAL ENTMT GROUP CL A 75876610 66 3517 SH SHARED 06 3517 D REGAL ENTMT GROUP CL A 75876610 1823 96600 SH SHARED 10 96600 D REGAL ENTMT GROUP CL A 75876610 2097 111100 SH SHARED 17 3300 107800 D REGENCY CTRS CORP COM 75884910 8070 141100 SH SHARED 141100 D REGENCY CTRS CORP COM 75884910 1269 22200 SH SHARED 01 22200 D REGENCY CTRS CORP COM 75884910 1848 32314 SH SHARED 02 32314 D REGENCY CTRS CORP COM 75884910 165253 2889041 SH SHARED 11 2889041 D REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB 3800 4394000 PRN SHARED 4394000 D REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB 5950 6879000 PRN SHARED 02 6879000 D REGENERON PHARMACEUTICALS COM 75886F10 324 38638 SH SHARED 38638 D REGENERON PHARMACEUTICALS COM 75886F10 20 2500 SH SHARED 01 2500 D REGENERON PHARMACEUTICALS COM 75886F10 137 16400 SH SHARED 17 16400 D REGENERATION TECH INC DEL COM 75886N10 110 17600 SH SHARED 17600 D REGENERATION TECH INC DEL COM 75886N10 15 2500 SH SHARED 02 2500 D REGENT COMMUNICATIONS INC DE COM 75886510 222 37874 SH SHARED 37874 D REGENT COMMUNICATIONS INC DE COM 75886510 65 11200 SH SHARED 17 11200 D REGIS CORP MINN COM 75893210 1978 50615 SH SHARED 50615 D REGIS CORP MINN COM 75893210 683 17500 SH SHARED 01 17500 D REGIS CORP MINN COM 75893210 592 15156 SH SHARED 02 15156 D REGIS CORP MINN COM 75893210 660 16900 SH SHARED 17 16900 D REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E10 12 91 SH SHARED 02 91 D REGIONS FINANCIAL CORP NEW COM 7591EP10 49460 1459867 SH SHARED 1459467 400 D REGIONS FINANCIAL CORP NEW COM 7591EP10 3053 90113 SH SHARED 01 90113 D REGIONS FINANCIAL CORP NEW COM 7591EP10 10 315 SH SHR/OTHR 01 315 D REGIONS FINANCIAL CORP NEW COM 7591EP10 5867 173198 SH SHARED 02 173198 D REGIONS FINANCIAL CORP NEW COM 7591EP10 10 300 SH SHARED 05 300 D REGIONS FINANCIAL CORP NEW COM 7591EP10 187 5522 SH SHARED 06 5522 D REGIONS FINANCIAL CORP NEW COM 7591EP10 9426 278236 SH SHARED 17 278236 D REGISTER COM INC COM 75914G10 8211 1094800 SH SHARED 1094800 D REHABCARE GROUP INC COM 75914810 1758 65800 SH SHARED 25000 40800 D REHABCARE GROUP INC COM 75914810 3095 115800 SH SHARED 10 115800 D REHABCARE GROUP INC COM 75914810 914 34200 SH SHARED 17 7100 27100 D REINSURANCE GROUP AMER INC COM 75935110 4 100 SH SHARED 100 D REINSURANCE GROUP AMER INC COM 75935110 135 2910 SH SHARED 02 2910 D REINSURANCE GROUP AMER INC COM 75935110 60 1293 SH SHARED 06 1293 D REINSURANCE GROUP AMER INC COM 75935110 660 14200 SH SHARED 10 14200 D REINSURANCE GROUP AMER INC COM 75935110 497 10700 SH SHARED 17 10700 D RELIANCE STEEL & ALUMINUM CO COM 75950910 1360 36700 SH SHARED 28200 8500 D RELIANCE STEEL & ALUMINUM CO COM 75950910 2415 65150 SH SHARED 17 17450 47700 D RELIANT ENERGY INC NOTE 5.000% 8/1 75952BAD 18250 12348000 PRN SHARED 02 12348000 D RELIANT ENERGY INC COM 75952B10 1306 105545 SH SHARED 76030 29515 D RELIANT ENERGY INC COM 75952B10 570 46067 SH SHARED 01 46067 D RELIANT ENERGY INC COM 75952B10 29 2365 SH SHR/OTHR 01 2365 D RELIANT ENERGY INC COM 75952B10 380 30756 SH SHARED 02 30756 D RELIANT ENERGY INC COM 75952B10 3522 284540 SH SHARED 05 245040 39500 D RELIANT ENERGY INC COM 75952B10 2570 207600 SH SHARED 06 207600 D RELIANT ENERGY INC COM 75952B10 21 1734 SH SHARED 10 1734 D RELIANT ENERGY INC COM 75952B10 49 4000 SH SHARED 14 4000 D RELIANT ENERGY INC COM 75952B10 6152 497000 SH SHARED 17 497000 D REMEC INC COM NEW 75954320 25 4056 SH SHARED 4056 D REMEC INC COM NEW 75954320 1 178 SH SHR/OTHR 01 178 D REMEC INC COM NEW 75954320 22 3500 SH SHARED 02 3500 D REMINGTON OIL & GAS CORP COM 75959430 2710 75933 SH SHARED 74433 1500 D REMINGTON OIL & GAS CORP COM 75959430 3584 100400 SH SHARED 17 8600 91800 D RENAISSANCE LEARNING INC COM 75968L10 152 7500 SH SHARED 7500 D RENAISSANCE LEARNING INC COM 75968L10 101 5000 SH SHARED 10 5000 D RENAISSANCE LEARNING INC COM 75968L10 60 3000 SH SHARED 17 3000 D RENASANT CORP COM 75970E10 312 10166 SH SHARED 10166 D RENASANT CORP COM 75970E10 0 7 SH SHARED 02 7 D RENASANT CORP COM 75970E10 12 405 SH SHARED 10 405 D RENASANT CORP COM 75970E10 76 2500 SH SHARED 17 2500 D RENOVIS INC COM 75988510 17499 1146000 SH SHARED 1146000 D RENOVIS INC COM 75988510 145 9500 SH SHARED 01 9500 D RENOVIS INC COM 75988510 7 518 SH SHARED 02 518 D RENOVIS INC COM 75988510 835 54734 SH SHARED 04 54734 D RENOVIS INC COM 75988510 132 8700 SH SHARED 17 8700 D REPLIGEN CORP COM 75991610 1 700 SH SHARED 10 700 D RENAL CARE GROUP INC COM 75993010 27392 594200 SH SHARED 594200 D RENAL CARE GROUP INC COM 75993010 1025 22250 SH SHARED 01 22250 D RENAL CARE GROUP INC COM 75993010 1470 31888 SH SHARED 02 31888 D RENAL CARE GROUP INC COM 75993010 41 900 SH SHARED 17 900 D RENT A CTR INC NEW COM 76009N10 116 5000 SH SHARED 5000 D RENT A CTR INC NEW COM 76009N10 7708 331000 SH SHARED 331000 D RENT A CTR INC NEW COM 76009N10 571 24550 SH SHARED 01 24550 D RENT A CTR INC NEW COM 76009N10 871 37440 SH SHARED 02 37440 D RENT A CTR INC NEW COM 76009N10 20 890 SH SHARED 06 890 D RENT A CTR INC NEW COM 76009N10 433 18600 SH SHARED 17 18600 D RENT WAY INC COM 76009U10 255 25931 SH SHARED 25931 D RENT WAY INC COM 76009U10 131 13361 SH SHARED 17 13361 D REPSOL YPF S A SPONSORED ADR 76026T20 3385 134700 SH SHARED 134700 D REPSOL YPF S A SPONSORED ADR 76026T20 5 208 SH SHR/OTHR 01 208 D REPSOL YPF S A SPONSORED ADR 76026T20 110 4400 SH SHARED 10 4400 D REPUBLIC AWYS HLDGS INC COM 76027610 186 12885 SH SHARED 11885 1000 D REPUBLIC BANCORP KY CL A 76028120 226 10446 SH SHARED 7496 2950 D REPUBLIC BANCORP KY CL A 76028120 27 1260 SH SHARED 10 1260 D REPUBLIC BANCORP KY CL A 76028120 42 1947 SH SHARED 17 1947 D REPUBLIC BANCORP INC COM 76028210 1805 120626 SH SHARED 70926 49700 D REPUBLIC BANCORP INC COM 76028210 370 24773 SH SHARED 10 24773 D REPUBLIC BANCORP INC COM 76028210 639 42744 SH SHARED 17 31844 10900 D REPUBLIC SVCS INC COM 76075910 1488 41330 SH SHARED 41130 200 D REPUBLIC SVCS INC COM 76075910 1722 47836 SH SHARED 01 47836 D REPUBLIC SVCS INC COM 76075910 166 4619 SH SHR/OTHR 01 4619 D REPUBLIC SVCS INC COM 76075910 2078 57726 SH SHARED 02 57726 D REPUBLIC SVCS INC COM 76075910 61 1700 SH SHARED 06 1700 D REPUBLIC SVCS INC COM 76075910 198 5500 SH SHARED 14 5500 D REPUBLIC SVCS INC COM 76075910 313 8700 SH SHARED 17 8700 D RES-CARE INC COM 76094310 906 66840 SH SHARED 20040 46800 D RES-CARE INC COM 76094310 616 45500 SH SHARED 10 45500 D RES-CARE INC COM 76094310 456 33700 SH SHARED 17 6200 27500 D RESEARCH IN MOTION LTD COM 76097510 48854 662080 SH SHARED 660780 1300 D RESEARCH IN MOTION LTD COM 76097510 553 7500 SH SHARED 01 7500 D RESEARCH IN MOTION LTD COM 76097510 135 1840 SH SHR/OTHR 01 1840 D RESEARCH IN MOTION LTD COM 76097510 15782 213882 SH SHARED 02 213882 D RESEARCH IN MOTION LTD COM 76097510 29 400 SH SHARED 06 400 D RESEARCH IN MOTION LTD COM 76097510 3557 48205 SH SHARED 17 48205 D RESTORATION HARDWARE INC DEL COM 76098110 215 26432 SH SHARED 26432 D RESTORATION HARDWARE INC DEL COM 76098110 115 14100 SH SHARED 17 14100 D RESMED INC NOTE 4.000% 6/2 761152AB 6500 5697000 PRN SHARED 02 5697000 D RESMED INC COM 76115210 13 200 SH SHARED 200 D RESMED INC COM 76115210 225 3418 SH SHARED 02 3418 D RESMED INC COM 76115210 1649 25000 SH SHARED 15 25000 D RESMED INC COM 76115210 79 1200 SH SHARED 17 1200 D RESOURCE AMERICA INC CL A 76119520 610 15834 SH SHARED 15834 D RESOURCE AMERICA INC CL A 76119520 21 550 SH SHARED 01 550 D RESOURCE AMERICA INC CL A 76119520 53 1400 SH SHARED 02 1400 D RESOURCE AMERICA INC CL A 76119520 269 7000 SH SHARED 17 7000 D RESOURCES CONNECTION INC COM 76122Q10 1150 49533 SH SHARED 49533 D RESOURCES CONNECTION INC COM 76122Q10 1161 50000 SH SHARED 02 50000 D RESOURCES CONNECTION INC COM 76122Q10 9 400 SH SHARED 10 400 D RESOURCES CONNECTION INC COM 76122Q10 434 18700 SH SHARED 17 18700 D RESPIRONICS INC COM 76123010 14 400 SH SHARED 400 D RESPIRONICS INC COM 76123010 31 875 SH SHR/OTHR 01 875 D RESPIRONICS INC COM 76123010 344 9536 SH SHARED 02 9536 D RESPIRONICS INC COM 76123010 40 1110 SH SHARED 17 1110 D RETAIL HOLDRS TR DEP RCPT 76127U10 18744 195760 SH SHARED 02 195760 D RETAIL HOLDRS TR DEP RCPT 76127U10 507 5300 SH SHARED 17 5300 D RETAIL VENTURES INC COM 76128Y10 1714 125670 SH SHARED 66570 59100 D RETAIL VENTURES INC COM 76128Y10 65 4800 SH SHARED 17 4800 D RETRACTABLE TECHNOLOGIES INC COM 76129W10 0 113 SH SHARED 02 113 D REUNION INDS INC COM 76131210 0 90 SH SHR/OTHR 01 90 D REUTERS GROUP PLC SPONSORED ADR 76132M10 1864 43961 SH SHARED 43961 D REUTERS GROUP PLC SPONSORED ADR 76132M10 29 706 SH SHARED 01 706 D REUTERS GROUP PLC SPONSORED ADR 76132M10 53 1260 SH SHR/OTHR 01 1260 D REUTERS GROUP PLC SPONSORED ADR 76132M10 1426 33630 SH SHARED 10 866 32764 D REUTERS GROUP PLC SPONSORED ADR 76132M10 73 1733 SH SHR/OTHR 10 1733 D REVLON INC CL A 76152550 443 144451 SH SHARED 144451 D REVLON INC CL A 76152550 180 58900 SH SHARED 17 58900 D REWARDS NETWORK INC COM 76155710 69 12918 SH SHARED 12918 D REWARDS NETWORK INC COM 76155710 10 2000 SH SHARED 02 2000 D REX STORES CORP COM 76162410 47 3300 SH SHARED 3300 D REYNOLDS & REYNOLDS CO CL A 76169510 181 6700 SH SHARED 6700 D REYNOLDS & REYNOLDS CO CL A 76169510 605 22400 SH SHARED 01 22400 D REYNOLDS & REYNOLDS CO CL A 76169510 124 4620 SH SHR/OTHR 01 4620 D REYNOLDS & REYNOLDS CO CL A 76169510 709 26236 SH SHARED 02 26236 D REYNOLDS & REYNOLDS CO CL A 76169510 354 13100 SH SHARED 17 13100 D REYNOLDS AMERICAN INC COM 76171310 91491 1161062 SH SHARED 1161062 D REYNOLDS AMERICAN INC COM 76171310 1678 21300 SH SHARED 01 21300 D REYNOLDS AMERICAN INC COM 76171310 3504 44475 SH SHARED 02 44475 D REYNOLDS AMERICAN INC COM 76171310 208 2649 SH SHARED 06 2649 D REYNOLDS AMERICAN INC COM 76171310 1402 17800 SH SHARED 10 17800 D REYNOLDS AMERICAN INC COM 76171310 164481 2087323 SH SHARED 17 2087323 D RHODIA SPONSORED ADR 76239710 437 245701 SH SHARED 245701 D RICHARDSON ELECTRS LTD SDCV 7.250%12/1 763165AB 172 175000 PRN SHARED 175000 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 390 19595 SH SHARED 19595 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 17 900 SH SHARED 02 900 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 3551 178297 SH SHARED 04 178297 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 4585 230200 SH SHARED 10 214200 16000 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 61 3100 SH SHARED 14 3100 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 181 9100 SH SHARED 17 9100 D RIGHTNOW TECHNOLOGIES INC COM 76657R10 127 10613 SH SHARED 10613 D RIGHTNOW TECHNOLOGIES INC COM 76657R10 0 50 SH SHARED 02 50 D RIGHTNOW TECHNOLOGIES INC COM 76657R10 74 6200 SH SHARED 17 6200 D RIMAGE CORP COM 76672110 198 9364 SH SHARED 9364 D RIMAGE CORP COM 76672110 108 5100 SH SHARED 17 5100 D RIO TINTO PLC SPONSORED ADR 76720410 24615 201900 SH SHARED 201900 D RIO TINTO PLC SPONSORED ADR 76720410 444 3643 SH SHR/OTHR 01 3643 D RIO TINTO PLC SPONSORED ADR 76720410 7 65 SH SHARED 10 65 D RIO TINTO PLC SPONSORED ADR 76720410 2570 21085 SH SHARED 17 21085 D RITE AID CORP NOTE 4.750%12/0 767754BA 98436 99936000 PRN SHARED 99936000 D RITE AID CORP COM 76775410 3762 900000 SH SHARED 900000 D RITE AID CORP COM 76775410 214 51342 SH SHARED 02 51342 D RIVIERA HLDGS CORP COM 76962710 187 8294 SH SHARED 8294 D RIVIERA HLDGS CORP COM 76962710 99 4400 SH SHARED 17 4400 D ROANOKE ELEC STL CORP COM 76984110 181 10970 SH SHARED 10970 D ROANOKE ELEC STL CORP COM 76984110 49 3000 SH SHARED 17 3000 D ROBBINS & MYERS INC COM 77019610 243 11301 SH SHARED 11301 D ROBBINS & MYERS INC COM 77019610 81 3800 SH SHARED 17 3800 D ROBERT HALF INTL INC COM 77032310 44 1800 SH SHARED 1800 D ROBERT HALF INTL INC COM 77032310 30575 1224489 SH SHARED 1224289 200 D ROBERT HALF INTL INC COM 77032310 727 29136 SH SHARED 01 29136 D ROBERT HALF INTL INC COM 77032310 1835 73504 SH SHARED 02 73504 D ROBERT HALF INTL INC COM 77032310 7 300 SH SHARED 05 300 D ROBERT HALF INTL INC COM 77032310 36 1450 SH SHARED 06 1450 D ROBERT HALF INTL INC COM 77032310 2031 81375 SH SHARED 17 81375 D ROCK-TENN CO CL A 77273920 427 33765 SH SHARED 33765 D ROCK-TENN CO CL A 77273920 7 600 SH SHR/OTHR 01 600 D ROCK-TENN CO CL A 77273920 53 4200 SH SHARED 02 4200 D ROCK-TENN CO CL A 77273920 120 9500 SH SHARED 17 9500 D ROCKWELL AUTOMATION INC COM 77390310 642 13200 SH SHARED 13200 D ROCKWELL AUTOMATION INC COM 77390310 40141 824100 SH SHARED 823900 200 D ROCKWELL AUTOMATION INC COM 77390310 2169 44536 SH SHARED 01 44536 D ROCKWELL AUTOMATION INC COM 77390310 61 1260 SH SHR/OTHR 01 1260 D ROCKWELL AUTOMATION INC COM 77390310 3322 68200 SH SHARED 02 68200 D ROCKWELL AUTOMATION INC COM 77390310 9 200 SH SHARED 05 200 D ROCKWELL AUTOMATION INC COM 77390310 133 2744 SH SHARED 06 2744 D ROCKWELL AUTOMATION INC COM 77390310 8667 177950 SH SHARED 10 172000 5950 D ROCKWELL AUTOMATION INC COM 77390310 306 6285 SH SHARED 14 6285 D ROCKWELL AUTOMATION INC COM 77390310 8991 184598 SH SHARED 17 184598 D ROCKVILLE FINL INC COM 77418610 105 8662 SH SHARED 8662 D ROCKWELL COLLINS INC COM 77434110 40684 853288 SH SHARED 853088 200 D ROCKWELL COLLINS INC COM 77434110 2061 43236 SH SHARED 01 43236 D ROCKWELL COLLINS INC COM 77434110 3253 68246 SH SHARED 02 68246 D ROCKWELL COLLINS INC COM 77434110 2622 55000 SH SHARED 04 55000 D ROCKWELL COLLINS INC COM 77434110 9 200 SH SHARED 05 200 D ROCKWELL COLLINS INC COM 77434110 774 16243 SH SHARED 06 16243 D ROCKWELL COLLINS INC COM 77434110 293 6150 SH SHARED 10 6150 D ROCKWELL COLLINS INC COM 77434110 208 4373 SH SHARED 14 4373 D ROCKWELL COLLINS INC COM 77434110 2002 42000 SH SHARED 15 42000 D ROCKWELL COLLINS INC COM 77434110 191126 4008522 SH SHARED 17 4008522 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 4603 140363 SH SHARED 140363 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 298 9100 SH SHARED 06 9100 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 2207 67300 SH SHARED 10 67300 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 229 7000 SH SHARED 17 7000 D ROGERS COMMUNICATIONS INC CL B 77510920 27382 832800 SH SHARED 831700 1100 D ROGERS COMMUNICATIONS INC CL B 77510920 132 4043 SH SHARED 01 4043 D ROGERS COMMUNICATIONS INC CL B 77510920 2134 64903 SH SHARED 02 64903 D ROGERS COMMUNICATIONS INC CL B 77510920 32 1000 SH SHARED 06 1000 D ROGERS COMMUNICATIONS INC CL B 77510920 214 6520 SH SHARED 14 6520 D ROGERS CORP COM 77513310 673 16599 SH SHARED 16599 D ROGERS CORP COM 77513310 16 400 SH SHR/OTHR 01 400 D ROGERS CORP COM 77513310 93 2300 SH SHARED 02 2300 D ROGERS CORP COM 77513310 145 3600 SH SHARED 10 3600 D ROGERS CORP COM 77513310 263 6500 SH SHARED 17 6500 D ROHM & HAAS CO COM 77537110 35042 756199 SH SHARED 755699 500 D ROHM & HAAS CO COM 77537110 2483 53594 SH SHARED 01 3115 50479 D ROHM & HAAS CO COM 77537110 167 3623 SH SHR/OTHR 01 3623 D ROHM & HAAS CO COM 77537110 3207 69218 SH SHARED 02 69218 D ROHM & HAAS CO COM 77537110 9 200 SH SHARED 05 200 D ROHM & HAAS CO COM 77537110 57 1250 SH SHARED 06 1250 D ROHM & HAAS CO COM 77537110 167295 3610179 SH SHARED 10 28000 3582179 D ROHM & HAAS CO COM 77537110 5981 129088 SH SHARED 17 129088 D ROLLINS INC COM 77571110 706 35263 SH SHARED 35263 D ROLLINS INC COM 77571110 471 23550 SH SHARED 01 23550 D ROLLINS INC COM 77571110 2 144 SH SHR/OTHR 01 144 D ROLLINS INC COM 77571110 320 16000 SH SHARED 02 16000 D ROLLINS INC COM 77571110 10 505 SH SHARED 10 505 D ROLLINS INC COM 77571110 446 22275 SH SHARED 17 22275 D ROPER INDS INC NEW COM 77669610 21 300 SH SHARED 300 D ROPER INDS INC NEW COM 77669610 246 3449 SH SHR/OTHR 01 3449 D ROPER INDS INC NEW COM 77669610 299 4200 SH SHARED 02 4200 D ROPER INDS INC NEW COM 77669610 47 665 SH SHARED 10 665 D ROPER INDS INC NEW COM 77669610 1851 25940 SH SHARED 17 25940 D ROSS STORES INC COM 77829610 17797 615600 SH SHARED 615300 300 D ROSS STORES INC COM 77829610 1478 51154 SH SHARED 01 51154 D ROSS STORES INC COM 77829610 1849 63959 SH SHARED 02 63959 D ROSS STORES INC COM 77829610 523 18100 SH SHARED 17 18100 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 3738 310218 SH SHARED 309718 500 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 3675 304989 SH SHARED 04 304989 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 2410 200000 SH SHARED 06 200000 D ROWAN COS INC COM 77938210 29 1000 SH SHARED 1000 D ROWAN COS INC COM 77938210 26748 900331 SH SHARED 900331 D ROWAN COS INC COM 77938210 806 27150 SH SHARED 01 27150 D ROWAN COS INC COM 77938210 30 1037 SH SHR/OTHR 01 1037 D ROWAN COS INC COM 77938210 2321 78147 SH SHARED 02 78147 D ROWAN COS INC COM 77938210 10594 356600 SH SHARED 10 271900 84700 D ROWAN COS INC COM 77938210 1565 52700 SH SHARED 14 52700 D ROWAN COS INC COM 77938210 12663 426221 SH SHARED 17 426221 D ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 77991510 52 4800 SH SHARED 4800 D ROYAL & SUN ALLIANCE INS SPON ADR NEW 78004V20 248 32500 SH SHARED 32500 D ROYAL BANCSHARES PA INC CL A 78008110 104 4400 SH SHARED 4400 D ROYAL BANCSHARES PA INC CL A 78008110 7 321 SH SHARED 17 321 D ROYAL BK CDA MONTREAL QUE COM 78008710 63416 1023500 SH SHARED 1023000 500 D ROYAL BK CDA MONTREAL QUE COM 78008710 177 2857 SH SHARED 01 2857 D ROYAL BK CDA MONTREAL QUE COM 78008710 109 1775 SH SHR/OTHR 01 1775 D ROYAL BK CDA MONTREAL QUE COM 78008710 18990 306504 SH SHARED 02 306504 D ROYAL BK CDA MONTREAL QUE COM 78008710 30 500 SH SHARED 05 500 D ROYAL BK CDA MONTREAL QUE COM 78008710 179 2900 SH SHARED 06 2900 D ROYAL BK CDA MONTREAL QUE COM 78008710 294 4750 SH SHARED 10 4750 D ROYAL BK CDA MONTREAL QUE COM 78008710 653 10555 SH SHARED 14 10555 D ROYAL BK SCOTLAND GROUP PLC SP ADR PREF D 78009760 36 1400 SH SHARED 10 1400 D ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 78009777 4011 158100 SH SHARED 02 158100 D ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 78009778 194 8000 SH SHARED 8000 D ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 78009778 107 4400 SH SHR/OTHR 01 4400 D ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 78009778 729 30000 SH SHARED 02 30000 D ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 78009787 25 1000 SH SHR/OTHR 01 1000 D ROYAL CARIBBEAN CRUISES LTD NOTE 5/1 780153AM 19515 27879000 PRN SHARED 27879000 D ROYAL CARIBBEAN CRUISES LTD NOTE 5/1 780153AM 7170 10243000 PRN SHARED 02 10243000 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 32752 504655 SH SHARED 473500 31155 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 194 3000 SH SHR/OTHR 3000 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 43255 666488 SH SHARED 01 377011 289477 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 26566 409346 SH SHR/OTHR 01 409346 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 1947 30000 SH SHARED 04 30000 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 24273 374009 SH SHARED 05 348273 25736 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 130384 2009005 SH SHARED 10 1139978 869027 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 9634 148445 SH SHR/OTHR 10 148445 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 584 9000 SH SHARED 17 9000 D ROYAL GOLD INC COM 78028710 1778 88417 SH SHARED 17167 71250 D ROYAL GOLD INC COM 78028710 219 10900 SH SHARED 01 10900 D ROYAL GOLD INC COM 78028710 164 8200 SH SHARED 17 8200 D ROYAL KPN NV SPONSORED ADR 78064120 442 52975 SH SHARED 52975 D ROYCE FOCUS TR COM 78080N10 94 11043 SH SHARED 11043 D RUBIOS RESTAURANTS INC COM 78116B10 15 1500 SH SHARED 01 1500 D RUBY TUESDAY INC COM 78118210 3090 119312 SH SHARED 119312 D RUBY TUESDAY INC COM 78118210 608 23500 SH SHARED 01 23500 D RUBY TUESDAY INC COM 78118210 617 23852 SH SHARED 02 23852 D RUBY TUESDAY INC COM 78118210 2937 113400 SH SHARED 17 113400 D RUDDICK CORP COM 78125810 988 38700 SH SHARED 38700 D RUDDICK CORP COM 78125810 390 15300 SH SHARED 01 15300 D RUDDICK CORP COM 78125810 45 1800 SH SHR/OTHR 01 1800 D RUDDICK CORP COM 78125810 375 14705 SH SHARED 02 14705 D RUDDICK CORP COM 78125810 495 19400 SH SHARED 17 19400 D RUDOLPH TECHNOLOGIES INC COM 78127010 379 26466 SH SHARED 26466 D RUDOLPH TECHNOLOGIES INC COM 78127010 67 4700 SH SHARED 01 4700 D RUDOLPH TECHNOLOGIES INC COM 78127010 47 3300 SH SHARED 02 3300 D RUDOLPH TECHNOLOGIES INC COM 78127010 96 6700 SH SHARED 17 6700 D RUSH ENTERPRISES INC CL A 78184620 272 20368 SH SHARED 20368 D RUSH ENTERPRISES INC CL A 78184620 138 10300 SH SHARED 17 10300 D RUSH ENTERPRISES INC CL B 78184630 96 7200 SH SHARED 7200 D RUSH ENTERPRISES INC CL B 78184630 14 1100 SH SHARED 02 1100 D RURAL CELLULAR CORP CL A 78190410 124 23800 SH SHARED 23800 D RUSS BERRIE & CO COM 78223310 146 11411 SH SHARED 11411 D RUSS BERRIE & CO COM 78223310 26 2050 SH SHR/OTHR 01 2050 D RUSS BERRIE & CO COM 78223310 48 3800 SH SHARED 02 3800 D RUSS BERRIE & CO COM 78223310 61 4800 SH SHARED 17 4800 D RUSSELL CORP COM 78235210 660 32277 SH SHARED 32277 D RUSSELL CORP COM 78235210 0 1 SH SHARED 01 1 D RUSSELL CORP COM 78235210 247 12100 SH SHARED 17 12100 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 210883 4703021 SH SHARED 4689521 13500 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 67 1500 SH SHARED 02 1500 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 179 4000 SH SHARED 06 4000 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 977 21800 SH SHARED 14 21800 D RYANS RESTAURANT GROUP INC COM 78352010 1121 80066 SH SHARED 80066 D RYANS RESTAURANT GROUP INC COM 78352010 25 1800 SH SHARED 01 1800 D RYANS RESTAURANT GROUP INC COM 78352010 1811 129300 SH SHARED 10 129300 D RYANS RESTAURANT GROUP INC COM 78352010 257 18350 SH SHARED 17 18350 D RYDER SYS INC COM 78354910 530 14500 SH SHARED 14500 D RYDER SYS INC COM 78354910 33792 923296 SH SHARED 855796 67500 D RYDER SYS INC COM 78354910 494 13500 SH SHARED 01 13500 D RYDER SYS INC COM 78354910 1572 42968 SH SHARED 02 42968 D RYDER SYS INC COM 78354910 203 5560 SH SHARED 06 5560 D RYDER SYS INC COM 78354910 16788 458700 SH SHARED 10 15000 443700 D RYDER SYS INC COM 78354910 3683 100642 SH SHARED 17 39742 60900 D RYERSON TULL INC NEW COM 78375P10 351 24635 SH SHARED 24635 D RYERSON TULL INC NEW COM 78375P10 71 5000 SH SHARED 02 5000 D RYERSON TULL INC NEW COM 78375P10 168 11788 SH SHARED 17 11788 D RYLAND GROUP INC COM 78376410 227 3000 SH SHARED 3000 D RYLAND GROUP INC COM 78376410 493 6500 SH SHARED 6500 D RYLAND GROUP INC COM 78376410 1229 16200 SH SHARED 01 16200 D RYLAND GROUP INC COM 78376410 1681 22158 SH SHARED 02 22158 D RYLAND GROUP INC COM 78376410 22 300 SH SHARED 17 300 D S&P 500 PROTECTED EQUITY FD COM 78379P10 104 11627 SH SHARED 11627 D S&P QUALITY RNKNGS GLBL EQ M COM SHS BEN IT 78383410 39 2835 SH SHARED 2835 D S & T BANCORP INC COM 78385910 938 26006 SH SHARED 26006 D S & T BANCORP INC COM 78385910 10 300 SH SHARED 01 300 D S & T BANCORP INC COM 78385910 57 1600 SH SHARED 10 1600 D S & T BANCORP INC COM 78385910 319 8860 SH SHARED 17 8860 D SBC COMMUNICATIONS INC COM 78387G10 294 12400 SH SHARED 12400 D SBC COMMUNICATIONS INC COM 78387G10 389774 16411548 SH SHARED 15810049 601499 D SBC COMMUNICATIONS INC COM 78387G10 87 3700 SH SHR/OTHR 3700 D SBC COMMUNICATIONS INC COM 78387G10 28271 1190378 SH SHARED 01 284371 906007 D SBC COMMUNICATIONS INC COM 78387G10 7171 301939 SH SHR/OTHR 01 301939 D SBC COMMUNICATIONS INC COM 78387G10 30326 1276917 SH SHARED 02 1276917 D SBC COMMUNICATIONS INC COM 78387G10 141905 5974954 SH SHARED 04 5961900 13054 D SBC COMMUNICATIONS INC COM 78387G10 121 5130 SH SHARED 05 5130 D SBC COMMUNICATIONS INC COM 78387G10 1855 78128 SH SHARED 06 78128 D SBC COMMUNICATIONS INC COM 78387G10 88325 3718970 SH SHARED 10 3232453 486517 D SBC COMMUNICATIONS INC COM 78387G10 1152 48506 SH SHR/OTHR 10 48506 D SBC COMMUNICATIONS INC COM 78387G10 2143 90258 SH SHARED 14 90258 D SBC COMMUNICATIONS INC COM 78387G10 4728 199075 SH SHARED 15 199075 D SBC COMMUNICATIONS INC COM 78387G10 3800 160000 SH SHARED 16 160000 D SBC COMMUNICATIONS INC COM 78387G10 36048 1517828 SH SHARED 17 1510828 7000 D SBS TECHNOLOGIES INC COM 78387P10 114 12389 SH SHARED 12389 D SBS TECHNOLOGIES INC COM 78387P10 18 2000 SH SHARED 02 2000 D SBA COMMUNICATIONS CORP COM 78388J10 980 72628 SH SHARED 72628 D SBA COMMUNICATIONS CORP COM 78388J10 256 19000 SH SHARED 01 19000 D SBA COMMUNICATIONS CORP COM 78388J10 423 31400 SH SHARED 17 31400 D SCI SYS INC NOTE 3.000% 3/1 783890AF 940 1000000 PRN SHARED 1000000 D SCBT FINANCIAL CORP COM 78401V10 250 7900 SH SHARED 7900 D SCBT FINANCIAL CORP COM 78401V10 62 1984 SH SHARED 17 1984 D SCM MICROSYSTEMS INC COM 78401810 5 2032 SH SHR/OTHR 01 2032 D SCM MICROSYSTEMS INC COM 78401810 83 30000 SH SHARED 06 30000 D SCP POOL CORP COM 78402810 147 4200 SH SHARED 4200 D SCP POOL CORP COM 78402810 138 3937 SH SHARED 01 3937 D SCP POOL CORP COM 78402810 11 331 SH SHR/OTHR 01 331 D SCP POOL CORP COM 78402810 178 5100 SH SHARED 02 5100 D SCP POOL CORP COM 78402810 83 2377 SH SHARED 10 2377 D SCP POOL CORP COM 78402810 122 3500 SH SHARED 17 3500 D SCO GROUP INC COM 78403A10 106 27739 SH SHARED 27739 D SEI INVESTMENTS CO COM 78411710 56 1500 SH SHARED 1500 D SEI INVESTMENTS CO COM 78411710 395 10596 SH SHARED 10596 D SEI INVESTMENTS CO COM 78411710 2377 63644 SH SHARED 01 63644 D SEI INVESTMENTS CO COM 78411710 6 180 SH SHR/OTHR 01 180 D SEI INVESTMENTS CO COM 78411710 1334 35740 SH SHARED 02 35740 D SEI INVESTMENTS CO COM 78411710 20 550 SH SHARED 10 300 250 D SEI INVESTMENTS CO COM 78411710 1130 30280 SH SHARED 17 30280 D SEMCO ENERGY INC COM 78412D10 27 4600 SH SHARED 4600 D SFBC INTL INC COM 78412110 694 17975 SH SHARED 17975 D SFBC INTL INC COM 78412110 144 3750 SH SHARED 01 3750 D SFBC INTL INC COM 78412110 54 1400 SH SHARED 02 1400 D SFBC INTL INC COM 78412110 5834 151028 SH SHARED 17 118578 32450 D SI INTL INC COM 78427V10 457 15264 SH SHARED 15264 D SI INTL INC COM 78427V10 50 1700 SH SHARED 02 1700 D SI INTL INC COM 78427V10 140 4700 SH SHARED 17 4700 D SJW CORP COM 78430510 348 7403 SH SHARED 7403 D SJW CORP COM 78430510 94 2000 SH SHR/OTHR 01 2000 D SJW CORP COM 78430510 98 2100 SH SHARED 17 2100 D SK TELECOM LTD SPONSORED ADR 78440P10 44422 2177556 SH SHARED 2177556 D SK TELECOM LTD SPONSORED ADR 78440P10 58 2870 SH SHR/OTHR 01 2870 D SK TELECOM LTD SPONSORED ADR 78440P10 840 41180 SH SHARED 10 40680 500 D SK TELECOM LTD SPONSORED ADR 78440P10 1523 74660 SH SHARED 17 74660 D SL GREEN RLTY CORP COM 78440X10 38 600 SH SHARED 200 400 D SL GREEN RLTY CORP COM 78440X10 264 4100 SH SHARED 02 4100 D SL GREEN RLTY CORP COM 78440X10 58462 906400 SH SHARED 11 906400 D S L INDS INC COM 78441310 4 263 SH SHARED 02 263 D SLM CORP DBCV 7/2 78442PAC 89321 88262000 PRN SHARED 88262000 D SLM CORP DBCV 7/2 78442PAC 2301 2274000 PRN SHARED 02 2274000 D SLM CORP DBCV 7/2 78442PAC 1862 1840000 PRN SHARED 06 1840000 D SLM CORP COM 78442P10 48906 962729 SH SHARED 941529 21200 D SLM CORP COM 78442P10 5856 115287 SH SHARED 01 6230 109057 D SLM CORP COM 78442P10 2395 47154 SH SHR/OTHR 01 47154 D SLM CORP COM 78442P10 9198 181077 SH SHARED 02 181077 D SLM CORP COM 78442P10 568 11200 SH SHARED 04 11200 D SLM CORP COM 78442P10 281 5550 SH SHARED 06 5550 D SLM CORP COM 78442P10 1394 27459 SH SHARED 10 3550 23909 D SLM CORP COM 78442P10 462 9100 SH SHR/OTHR 10 9100 D SLM CORP COM 78442P10 9410 185249 SH SHARED 17 185249 D SPDR TR UNIT SER 1 78462F10 883216 7410780 SH SHARED 7290462 120318 D SPDR TR UNIT SER 1 78462F10 17182 144170 SH SHARED 01 54974 89196 D SPDR TR UNIT SER 1 78462F10 3935 33020 SH SHR/OTHR 01 33020 D SPDR TR UNIT SER 1 78462F10 173492 1455716 SH SHARED 02 1455716 D SPDR TR UNIT SER 1 78462F10 10136 85050 SH SHARED 04 85050 D SPDR TR UNIT SER 1 78462F10 32071 269103 SH SHARED 10 16600 221900 30603 D SPDR TR UNIT SER 1 78462F10 476 4000 SH SHARED 17 4000 D SPSS INC COM 78462K10 337 17543 SH SHARED 17543 D SPSS INC COM 78462K10 163 8500 SH SHARED 17 8500 D S1 CORPORATION COM 78463B10 454 96426 SH SHARED 96426 D S1 CORPORATION COM 78463B10 134 28500 SH SHARED 17 28500 D SPX CORP NOTE 2/0 784635AD 59377 92058000 PRN SHARED 92058000 D SPX CORP COM 78463510 6779 147450 SH SHARED 147450 D SPX CORP COM 78463510 1867 40620 SH SHARED 01 40620 D SPX CORP COM 78463510 2628 57168 SH SHR/OTHR 01 57168 D SPX CORP COM 78463510 2893 62929 SH SHARED 02 62929 D SPX CORP COM 78463510 36 800 SH SHARED 06 800 D SPX CORP COM 78463510 1531 33310 SH SHARED 17 33310 D SRA INTL INC CL A 78464R10 59 1700 SH SHARED 1700 D SRA INTL INC CL A 78464R10 249 7200 SH SHARED 01 7200 D SRA INTL INC CL A 78464R10 100 2900 SH SHARED 02 2900 D SRA INTL INC CL A 78464R10 69 2000 SH SHARED 17 2000 D SRI/SURGICAL EXPRESS INC COM 78464W10 174 33000 SH SHARED 33000 D SSA GLOBAL TECHNOLOGIES INC COM 78465P10 107 8963 SH SHARED 8963 D SVB FINL GROUP COM 78486Q10 2568 53631 SH SHARED 40131 13500 D SVB FINL GROUP COM 78486Q10 622 13000 SH SHARED 01 13000 D SVB FINL GROUP COM 78486Q10 9 195 SH SHR/OTHR 01 195 D SVB FINL GROUP COM 78486Q10 954 19928 SH SHARED 02 19928 D SVB FINL GROUP COM 78486Q10 2816 58800 SH SHARED 10 1100 57700 D SVB FINL GROUP COM 78486Q10 4526 94500 SH SHARED 17 16100 78400 D SABA SOFTWARE INC COM NEW 78493260 32 6812 SH SHARED 6812 D SWS GROUP INC COM 78503N10 263 15333 SH SHARED 15333 D SWS GROUP INC COM 78503N10 1723 100301 SH SHARED 01 100301 D SWS GROUP INC COM 78503N10 51 3000 SH SHARED 02 3000 D SWS GROUP INC COM 78503N10 25 1476 SH SHARED 10 1476 D SWS GROUP INC COM 78503N10 104 6111 SH SHARED 17 6111 D S Y BANCORP INC COM 78506010 268 11767 SH SHARED 11767 D S Y BANCORP INC COM 78506010 0 33 SH SHARED 02 33 D S Y BANCORP INC COM 78506010 77 3400 SH SHARED 17 3400 D SABINE ROYALTY TR UNIT BEN INT 78568810 126 3000 SH SHARED 01 3000 D SABINE ROYALTY TR UNIT BEN INT 78568810 21 500 SH SHR/OTHR 01 500 D SABRE HLDGS CORP CL A 78590510 29106 1458976 SH SHARED 1458976 D SABRE HLDGS CORP CL A 78590510 447 22412 SH SHARED 01 22412 D SABRE HLDGS CORP CL A 78590510 28 1445 SH SHR/OTHR 01 1445 D SABRE HLDGS CORP CL A 78590510 955 47892 SH SHARED 02 47892 D SABRE HLDGS CORP CL A 78590510 152214 7629800 SH SHARED 04 7629800 D SABRE HLDGS CORP CL A 78590510 1017 51015 SH SHARED 06 51015 D SABRE HLDGS CORP CL A 78590510 93 4700 SH SHARED 10 4700 D SABRE HLDGS CORP CL A 78590510 2149 107736 SH SHARED 14 107736 D SABRE HLDGS CORP CL A 78590510 2063 103443 SH SHARED 17 103443 D SAFECO CORP COM 78642910 15737 289612 SH SHARED 289512 100 D SAFECO CORP COM 78642910 1548 28495 SH SHARED 01 28495 D SAFECO CORP COM 78642910 3830 70496 SH SHARED 02 70496 D SAFECO CORP COM 78642910 62 1150 SH SHARED 06 1150 D SAFECO CORP COM 78642910 119 2200 SH SHARED 10 2200 D SAFECO CORP COM 78642910 3095 56972 SH SHARED 17 56972 D SAFEGUARD SCIENTIFICS INC COM 78644910 51 40500 SH SHARED 40500 D SAFEGUARD SCIENTIFICS INC COM 78644910 21 17000 SH SHARED 02 17000 D SAFEGUARD SCIENTIFICS INC COM 78644910 57 45000 SH SHARED 10 45000 D SAFENET INC COM 78645R10 1049 30800 SH SHARED 30800 D SAFENET INC COM 78645R10 136 4000 SH SHARED 01 4000 D SAFENET INC COM 78645R10 62 1840 SH SHR/OTHR 01 1840 D SAFENET INC COM 78645R10 1049 30800 SH SHARED 02 30800 D SAFENET INC COM 78645R10 312 9173 SH SHARED 17 9173 D SAFETY INS GROUP INC COM 78648T10 1028 30470 SH SHARED 11270 19200 D SAFETY INS GROUP INC COM 78648T10 980 29037 SH SHARED 10 29037 D SAFETY INS GROUP INC COM 78648T10 1029 30500 SH SHARED 17 5600 24900 D SAFEWAY INC COM NEW 78651420 34702 1536172 SH SHARED 1406570 129602 D SAFEWAY INC COM NEW 78651420 2012 89081 SH SHARED 01 89081 D SAFEWAY INC COM NEW 78651420 60 2700 SH SHR/OTHR 01 2700 D SAFEWAY INC COM NEW 78651420 3691 163432 SH SHARED 02 163432 D SAFEWAY INC COM NEW 78651420 1441 63800 SH SHARED 04 63800 D SAFEWAY INC COM NEW 78651420 17773 786790 SH SHARED 05 484290 302500 D SAFEWAY INC COM NEW 78651420 555 24600 SH SHARED 06 24600 D SAFEWAY INC COM NEW 78651420 75705 3351300 SH SHARED 10 65200 3066300 219800 D SAFEWAY INC COM NEW 78651420 198 8800 SH SHARED 14 8800 D SAFEWAY INC COM NEW 78651420 37331 1652553 SH SHARED 17 1576953 75600 D SAGA COMMUNICATIONS CL A 78659810 912 65167 SH SHARED 65167 D SAGA COMMUNICATIONS CL A 78659810 29 2125 SH SHARED 01 2125 D SAGA COMMUNICATIONS CL A 78659810 83 5950 SH SHARED 17 5950 D ST JOE CO COM 79014810 40 500 SH SHARED 400 100 D ST JOE CO COM 79014810 16 200 SH SHARED 01 200 D ST JOE CO COM 79014810 806 9890 SH SHR/OTHR 01 9890 D ST JOE CO COM 79014810 735 9018 SH SHARED 02 9018 D ST JOE CO COM 79014810 89 1100 SH SHARED 06 1100 D ST JOE CO COM 79014810 1572 19281 SH SHARED 10 19281 D ST JOE CO COM 79014810 918 11260 SH SHARED 17 11260 D ST JUDE MED INC COM 79084910 101560 2328834 SH SHARED 2131093 197741 D ST JUDE MED INC COM 79084910 12548 287742 SH SHARED 01 119375 168367 D ST JUDE MED INC COM 79084910 2742 62881 SH SHR/OTHR 01 62881 D ST JUDE MED INC COM 79084910 5616 128799 SH SHARED 02 128799 D ST JUDE MED INC COM 79084910 8294 190200 SH SHARED 04 190200 D ST JUDE MED INC COM 79084910 35614 816661 SH SHARED 05 504088 312573 D ST JUDE MED INC COM 79084910 7173 164500 SH SHARED 06 164500 D ST JUDE MED INC COM 79084910 38266 877461 SH SHARED 10 132172 5700 739589 D ST JUDE MED INC COM 79084910 2012 46140 SH SHR/OTHR 10 46140 D ST JUDE MED INC COM 79084910 257 5910 SH SHARED 14 5910 D ST JUDE MED INC COM 79084910 1181 27090 SH SHARED 15 27090 D ST JUDE MED INC COM 79084910 6193 142014 SH SHARED 17 142014 D ST MARY LD & EXPL CO NOTE 5.750% 3/1 792228AC 13198 5726000 PRN SHARED 5726000 D ST MARY LD & EXPL CO COM 79222810 1987 68596 SH SHARED 68596 D ST MARY LD & EXPL CO COM 79222810 1034 35700 SH SHARED 02 35700 D ST MARY LD & EXPL CO COM 79222810 3483 120200 SH SHARED 10 120200 D ST MARY LD & EXPL CO COM 79222810 1534 52934 SH SHARED 17 29734 23200 D ST PAUL TRAVELERS INC COM 79286010 308 7800 SH SHARED 7800 D ST PAUL TRAVELERS INC COM 79286010 139328 3524623 SH SHARED 3515264 9359 D ST PAUL TRAVELERS INC COM 79286010 5877 148696 SH SHARED 01 3723 144973 D ST PAUL TRAVELERS INC COM 79286010 309 7819 SH SHR/OTHR 01 7819 D ST PAUL TRAVELERS INC COM 79286010 9738 246354 SH SHARED 02 246354 D ST PAUL TRAVELERS INC COM 79286010 15 400 SH SHARED 05 400 D ST PAUL TRAVELERS INC COM 79286010 7299 184652 SH SHARED 06 184652 D ST PAUL TRAVELERS INC COM 79286010 2761 69846 SH SHARED 10 67964 1882 D ST PAUL TRAVELERS INC COM 79286010 1 32 SH SHR/OTHR 10 32 D ST PAUL TRAVELERS INC COM 79286010 24 622 SH SHARED 14 622 D ST PAUL TRAVELERS INC COM 79286010 1581 40000 SH SHARED 16 40000 D ST PAUL TRAVELERS INC COM 79286010 34874 882231 SH SHARED 17 882231 D ST PAUL TRAVELERS INC COM 79286010 742 18774 SH SHARED 18 18774 D ST PAUL TRAVELERS INC EQUITY UNIT 79286030 6236 90250 SH SHARED 02 90250 D SAKS INC NOTE 2.000% 3/1 79377WAL 32675 29384000 PRN SHARED 29384000 D SAKS INC COM 79377W10 125903 6636970 SH SHARED 6636970 D SAKS INC COM 79377W10 885 46700 SH SHARED 01 46700 D SAKS INC COM 79377W10 2049 108022 SH SHARED 02 108022 D SAKS INC COM 79377W10 13 700 SH SHARED 17 700 D SALEM COMMUNICATIONS CORP DE CL A 79409310 624 31473 SH SHARED 11473 20000 D SALEM COMMUNICATIONS CORP DE CL A 79409310 11 600 SH SHARED 01 600 D SALEM COMMUNICATIONS CORP DE CL A 79409310 63 3218 SH SHARED 17 3218 D SALESFORCE COM INC COM 79466L30 6 300 SH SHARED 300 D SALESFORCE COM INC COM 79466L30 681 33300 SH SHARED 02 33300 D SALOMON BR EMRG MKTS INC II. COM 79491010 37 2834 SH SHARED 2834 D SALOMON BR EMRG MKT FLT RTE COM 79491210 67 5500 SH SHARED 5500 D SALOMON BR GLBL PRTNRS INC F COM 79491410 25 2000 SH SHR/OTHR 01 2000 D SALOMON BR GLBL PRTNRS INC F COM 79491410 25 1980 SH SHARED 10 1980 D SALOMON BROS MUN PARTNERS FD COM 79491610 14 1045 SH SHARED 1045 D SALISBURY BANCORP INC COM 79522610 748 19248 SH SHARED 10 19248 D SALIX PHARMACEUTICALS INC COM 79543510 1582 89632 SH SHARED 70232 19400 D SALIX PHARMACEUTICALS INC COM 79543510 2220 125750 SH SHARED 17 14550 111200 D SALOMON BROTHERS FD INC COM 79547710 16531 1271688 SH SHARED 1271688 D SALOMON BROS WORLDWIDE INCOM COM 79548T10 470 31000 SH SHARED 31000 D SALOMON BROS GLBL HIGH INC F COM 79550G10 115 8756 SH SHARED 8756 D SALOMON BROS VAR RATE STRT F COM 79550X10 90 5283 SH SHARED 5283 D SALOMON BROS CP & INCM FD IN COM 79550010 138 8148 SH SHARED 8148 D SALTON INC COM 79575710 2 2200 SH SHARED 2200 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 167 4000 SH SHARED 4000 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 205 4900 SH SHR/OTHR 01 4900 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 88 2100 SH SHARED 02 2100 D SAN PAOLO-IMI S P A SPONSORED ADR 79917510 30 1100 SH SHR/OTHR 01 1100 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 215 12500 SH SHARED 12500 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 55 3200 SH SHARED 17 3200 D SANDERSON FARMS INC COM 80001310 2295 50523 SH SHARED 50523 D SANDERSON FARMS INC COM 80001310 45 1010 SH SHR/OTHR 01 1010 D SANDERSON FARMS INC COM 80001310 3657 80500 SH SHARED 10 80500 D SANDERSON FARMS INC COM 80001310 347 7650 SH SHARED 17 7650 D SANDISK CORP COM 80004C10 32026 1349609 SH SHARED 1349129 480 D SANDISK CORP COM 80004C10 2106 88754 SH SHARED 01 88754 D SANDISK CORP COM 80004C10 23 1000 SH SHR/OTHR 01 1000 D SANDISK CORP COM 80004C10 4853 204524 SH SHARED 02 204524 D SANDISK CORP COM 80004C10 30 1300 SH SHARED 06 1300 D SANDISK CORP COM 80004C10 18 800 SH SHARED 10 800 D SANDISK CORP COM 80004C10 303 12800 SH SHARED 17 12800 D SANDY SPRING BANCORP INC COM 80036310 564 16101 SH SHARED 14501 1600 D SANDY SPRING BANCORP INC COM 80036310 782 22350 SH SHARED 10 22350 D SANDY SPRING BANCORP INC COM 80036310 252 7200 SH SHARED 17 7200 D SANFILIPPO JOHN B & SON INC COM 80042210 178 7721 SH SHARED 7721 D SANFILIPPO JOHN B & SON INC COM 80042210 29 1300 SH SHR/OTHR 01 1300 D SANFILIPPO JOHN B & SON INC COM 80042210 80 3500 SH SHARED 17 3500 D SANMINA SCI CORP SDCV 9/1 800907AD 9102 16701000 PRN SHARED 16701000 D SANMINA SCI CORP SDCV 9/1 800907AD 208 383000 PRN SHARED 02 383000 D SANMINA SCI CORP COM 80090710 19928 3643214 SH SHARED 3616514 26700 D SANMINA SCI CORP COM 80090710 589 107756 SH SHARED 01 107756 D SANMINA SCI CORP COM 80090710 13 2400 SH SHR/OTHR 01 2400 D SANMINA SCI CORP COM 80090710 2083 380817 SH SHARED 02 380817 D SANMINA SCI CORP COM 80090710 273 50000 SH SHARED 04 50000 D SANMINA SCI CORP COM 80090710 30 5600 SH SHARED 06 5600 D SANMINA SCI CORP COM 80090710 77 14254 SH SHARED 14 14254 D SANMINA SCI CORP COM 80090710 1689 308955 SH SHARED 17 308955 D SANOFI AVENTIS SPONSORED ADR 80105N10 26069 636000 SH SHARED 636000 D SANOFI AVENTIS SPONSORED ADR 80105N10 277 6766 SH SHR/OTHR 01 6766 D SANOFI AVENTIS SPONSORED ADR 80105N10 214 5235 SH SHARED 02 5235 D SANOFI AVENTIS SPONSORED ADR 80105N10 1194 29149 SH SHARED 10 300 28849 D SANOFI AVENTIS SPONSORED ADR 80105N10 57 1410 SH SHR/OTHR 10 1410 D SANOFI AVENTIS SPONSORED ADR 80105N10 3882 94720 SH SHARED 17 94720 D SANTANDER BANCORP COM 80280910 174 6967 SH SHARED 5267 1700 D SANTANDER BANCORP COM 80280910 160 6400 SH SHARED 10 6400 D SANTANDER BANCORP COM 80280910 33 1331 SH SHARED 17 1331 D SANTARUS INC COM 80281730 97 23698 SH SHARED 23698 D SANTARUS INC COM 80281730 4 1000 SH SHARED 02 1000 D SANTOS LIMITED SPONSORED ADR 80302160 58 1700 SH SHR/OTHR 01 1700 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 633 14623 SH SHARED 10023 4600 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 142 3300 SH SHARED 01 3300 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 34 800 SH SHR/OTHR 01 800 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 506 11700 SH SHARED 02 11700 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 3464 80000 SH SHARED 04 80000 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1626 37553 SH SHARED 10 37553 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1005 23225 SH SHARED 17 23225 D SAPIENT CORP COM 80306210 701 88499 SH SHARED 88499 D SAPIENT CORP COM 80306210 134 17000 SH SHARED 01 17000 D SAPIENT CORP COM 80306210 6 800 SH SHARED 02 800 D SAPIENT CORP COM 80306210 175 22100 SH SHARED 10 22100 D SAPIENT CORP COM 80306210 239 30200 SH SHARED 17 30200 D SAPPI LTD SPON ADR NEW 80306920 2788 257726 SH SHARED 257726 D SAPPI LTD SPON ADR NEW 80306920 1298 120000 SH SHARED 04 120000 D SAPPI LTD SPON ADR NEW 80306920 258 23900 SH SHARED 10 23400 500 D SAPPI LTD SPON ADR NEW 80306920 160 14800 SH SHARED 17 14800 D SARA LEE CORP COM 80311110 135080 6818812 SH SHARED 6808312 10500 D SARA LEE CORP COM 80311110 5048 254861 SH SHARED 01 40331 214530 D SARA LEE CORP COM 80311110 1772 89486 SH SHR/OTHR 01 89486 D SARA LEE CORP COM 80311110 5631 284258 SH SHARED 02 284258 D SARA LEE CORP COM 80311110 11 600 SH SHARED 05 600 D SARA LEE CORP COM 80311110 3161 159600 SH SHARED 06 159600 D SARA LEE CORP COM 80311110 13188 665743 SH SHARED 10 88650 577093 D SARA LEE CORP COM 80311110 2690 135831 SH SHR/OTHR 10 135831 D SARA LEE CORP COM 80311110 156 7900 SH SHARED 14 7900 D SARA LEE CORP COM 80311110 6968 351778 SH SHARED 17 351778 D SASOL LTD SPONSORED ADR 80386630 625 23200 SH SHARED 20700 2500 D SASOL LTD SPONSORED ADR 80386630 154 5712 SH SHR/OTHR 01 5712 D SASOL LTD SPONSORED ADR 80386630 9 352 SH SHARED 10 352 D SATYAM COMPUTER SERVICES LTD ADR 80409810 13028 501100 SH SHARED 501100 D SATYAM COMPUTER SERVICES LTD ADR 80409810 70 2700 SH SHARED 01 2700 D SATYAM COMPUTER SERVICES LTD ADR 80409810 15 600 SH SHR/OTHR 01 600 D SATYAM COMPUTER SERVICES LTD ADR 80409810 790 30400 SH SHARED 02 30400 D SAUER-DANFOSS INC COM 80413710 324 18233 SH SHARED 9933 8300 D SAUER-DANFOSS INC COM 80413710 470 26500 SH SHARED 10 26500 D SAUER-DANFOSS INC COM 80413710 46 2600 SH SHARED 17 2600 D SAUL CTRS INC COM 80439510 415 11432 SH SHARED 11432 D SAUL CTRS INC COM 80439510 536 14750 SH SHR/OTHR 01 14750 D SAUL CTRS INC COM 80439510 50 1400 SH SHARED 02 1400 D SAUL CTRS INC COM 80439510 127 3500 SH SHARED 17 3500 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 433 98196 SH SHARED 98196 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 129 29360 SH SHARED 17 29360 D SAXON CAP INC NEW COM 80556T10 845 49529 SH SHARED 49529 D SAXON CAP INC NEW COM 80556T10 297 17400 SH SHARED 01 17400 D SAXON CAP INC NEW COM 80556T10 384 22500 SH SHARED 17 22500 D SCANA CORP NEW COM 80589M10 1038 24320 SH SHARED 22920 1400 D SCANA CORP NEW COM 80589M10 2100 49191 SH SHARED 01 2600 46591 D SCANA CORP NEW COM 80589M10 443 10378 SH SHR/OTHR 01 10378 D SCANA CORP NEW COM 80589M10 2124 49740 SH SHARED 02 49740 D SCANA CORP NEW COM 80589M10 38 900 SH SHARED 06 900 D SCANA CORP NEW COM 80589M10 21 500 SH SHARED 10 500 D SCANA CORP NEW COM 80589M10 17 400 SH SHARED 17 400 D SCANSOFT INC COM 80603P10 348 92433 SH SHARED 92433 D SCANSOFT INC COM 80603P10 128 34136 SH SHARED 17 34136 D SCANSOURCE INC COM 80603710 38 900 SH SHARED 900 D SCANSOURCE INC COM 80603710 536 12500 SH SHARED 12500 D SCANSOURCE INC COM 80603710 85 2000 SH SHR/OTHR 01 2000 D SCANSOURCE INC COM 80603710 4 100 SH SHARED 02 100 D SCANSOURCE INC COM 80603710 43 1020 SH SHARED 10 1020 D SCANSOURCE INC COM 80603710 10627 247500 SH SHARED 17 247500 D SCHAWK INC CL A 80637310 302 12104 SH SHARED 12104 D SCHAWK INC CL A 80637310 72 2900 SH SHARED 01 2900 D SCHAWK INC CL A 80637310 90 3600 SH SHARED 17 3600 D SCHEIN HENRY INC COM 80640710 170 4100 SH SHARED 4100 D SCHEIN HENRY INC COM 80640710 876 21120 SH SHARED 21120 D SCHEIN HENRY INC COM 80640710 1199 28900 SH SHARED 01 28900 D SCHEIN HENRY INC COM 80640710 83 2000 SH SHR/OTHR 01 2000 D SCHEIN HENRY INC COM 80640710 1635 39386 SH SHARED 02 39386 D SCHEIN HENRY INC COM 80640710 1265 30490 SH SHARED 17 30490 D SCHERING A G SPONSORED ADR 80658520 1172 19000 SH SHARED 19000 D SCHERING A G SPONSORED ADR 80658520 27 450 SH SHR/OTHR 01 450 D SCHERING A G SPONSORED ADR 80658520 1291 20935 SH SHARED 10 20935 D SCHERING PLOUGH CORP COM 80660510 154464 8104108 SH SHARED 7971958 132150 D SCHERING PLOUGH CORP COM 80660510 56118 2944282 SH SHARED 01 852952 2091330 D SCHERING PLOUGH CORP COM 80660510 676 35470 SH SHR/OTHR 01 35470 D SCHERING PLOUGH CORP COM 80660510 11765 617273 SH SHARED 02 617273 D SCHERING PLOUGH CORP COM 80660510 2477 130000 SH SHARED 04 130000 D SCHERING PLOUGH CORP COM 80660510 20 1100 SH SHARED 05 1100 D SCHERING PLOUGH CORP COM 80660510 177 9300 SH SHARED 06 9300 D SCHERING PLOUGH CORP COM 80660510 19522 1024267 SH SHARED 10 526523 22800 474944 D SCHERING PLOUGH CORP COM 80660510 2848 149451 SH SHR/OTHR 10 149451 D SCHERING PLOUGH CORP COM 80660510 38 2000 SH SHARED 14 2000 D SCHERING PLOUGH CORP COM 80660510 2096 110000 SH SHARED 16 110000 D SCHERING PLOUGH CORP COM 80660510 33835 1775201 SH SHARED 17 1775201 D SCHERING PLOUGH CORP COM 80660510 1429 75000 SH SHARED 18 75000 D SCHERING PLOUGH CORP PFD CONV MAND 80660560 19805 388500 SH SHARED 02 388500 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 11814 10300000 PRN SHARED 10300000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 57 50000 PRN SHR/OTHR 01 50000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 5473 4772000 PRN SHARED 02 4772000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 3785 3300000 PRN SHARED 06 3300000 D SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD 2244 2000000 PRN SHARED 2000000 D SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD 8078 7200000 PRN SHARED 02 7200000 D SCHLUMBERGER LTD COM 80685710 143423 1888637 SH SHARED 1842012 46625 D SCHLUMBERGER LTD COM 80685710 15867 208948 SH SHARED 01 56219 152729 D SCHLUMBERGER LTD COM 80685710 8500 111931 SH SHR/OTHR 01 111931 D SCHLUMBERGER LTD COM 80685710 12690 167111 SH SHARED 02 167111 D SCHLUMBERGER LTD COM 80685710 339759 4474050 SH SHARED 04 4474050 D SCHLUMBERGER LTD COM 80685710 30 400 SH SHARED 05 400 D SCHLUMBERGER LTD COM 80685710 34545 454909 SH SHARED 06 454909 D SCHLUMBERGER LTD COM 80685710 87179 1148007 SH SHARED 10 449420 536000 162587 D SCHLUMBERGER LTD COM 80685710 1610 21210 SH SHR/OTHR 10 21210 D SCHLUMBERGER LTD COM 80685710 8685 114378 SH SHARED 14 114378 D SCHLUMBERGER LTD COM 80685710 3644 47990 SH SHARED 15 47990 D SCHLUMBERGER LTD COM 80685710 2581 34000 SH SHARED 16 34000 D SCHLUMBERGER LTD COM 80685710 21452 282491 SH SHARED 17 282491 D SCHNITZER STL INDS CL A 80688210 513 21671 SH SHARED 21671 D SCHNITZER STL INDS CL A 80688210 49 2100 SH SHARED 02 2100 D SCHNITZER STL INDS CL A 80688210 231 9750 SH SHARED 17 9750 D SCHOLASTIC CORP COM 80706610 50 1300 SH SHARED 1300 D SCHOLASTIC CORP COM 80706610 2414 62621 SH SHARED 55121 7500 D SCHOLASTIC CORP COM 80706610 551 14300 SH SHARED 01 14300 D SCHOLASTIC CORP COM 80706610 509 13216 SH SHARED 02 13216 D SCHOLASTIC CORP COM 80706610 2860 74200 SH SHARED 10 12600 61600 D SCHOLASTIC CORP COM 80706610 1380 35800 SH SHARED 17 13700 22100 D SCHOOL SPECIALTY INC NOTE 3.750% 8/0 807863AE 4 4000 PRN SHARED 02 4000 D SCHOOL SPECIALTY INC COM 80786310 10364 222899 SH SHARED 222899 D SCHOOL SPECIALTY INC COM 80786310 483 10400 SH SHARED 17 10400 D SCHULMAN A INC COM 80819410 545 30466 SH SHARED 30466 D SCHULMAN A INC COM 80819410 277 15500 SH SHARED 17 15500 D SCHWAB CHARLES CORP NEW COM 80851310 33419 2962732 SH SHARED 2960732 2000 D SCHWAB CHARLES CORP NEW COM 80851310 3256 288666 SH SHARED 01 288666 D SCHWAB CHARLES CORP NEW COM 80851310 11 1000 SH SHR/OTHR 01 1000 D SCHWAB CHARLES CORP NEW COM 80851310 8917 790530 SH SHARED 02 790530 D SCHWAB CHARLES CORP NEW COM 80851310 1015 90000 SH SHARED 04 90000 D SCHWAB CHARLES CORP NEW COM 80851310 10 900 SH SHARED 05 900 D SCHWAB CHARLES CORP NEW COM 80851310 2305 204400 SH SHARED 06 204400 D SCHWAB CHARLES CORP NEW COM 80851310 27 2401 SH SHARED 10 2401 D SCHWAB CHARLES CORP NEW COM 80851310 2981 264300 SH SHARED 14 264300 D SCHWAB CHARLES CORP NEW COM 80851310 10583 938286 SH SHARED 17 938286 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 476 15300 SH SHARED 15300 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 18 601 SH SHARED 01 601 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 0 20 SH SHR/OTHR 01 20 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 59 1900 SH SHARED 10 1900 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 155 5000 SH SHARED 17 5000 D SCICLONE PHARMACEUTICALS INC COM 80862K10 152 33902 SH SHARED 33902 D SCICLONE PHARMACEUTICALS INC COM 80862K10 24 5500 SH SHARED 02 5500 D SCIENTIFIC ATLANTA INC COM 80865510 37477 1126478 SH SHARED 1088272 38206 D SCIENTIFIC ATLANTA INC COM 80865510 945 28413 SH SHARED 01 28413 D SCIENTIFIC ATLANTA INC COM 80865510 1874 56347 SH SHARED 02 56347 D SCIENTIFIC ATLANTA INC COM 80865510 652 19600 SH SHARED 03 19600 D SCIENTIFIC ATLANTA INC COM 80865510 23674 711600 SH SHARED 05 386230 325370 D SCIENTIFIC ATLANTA INC COM 80865510 232 6993 SH SHARED 06 6993 D SCIENTIFIC ATLANTA INC COM 80865510 14333 430830 SH SHARED 10 428730 2100 D SCIENTIFIC ATLANTA INC COM 80865510 2468 74194 SH SHARED 17 74194 D SCIENTIFIC GAMES CORP CL A 80874P10 185 6900 SH SHARED 6900 D SCIENTIFIC GAMES CORP CL A 80874P10 1875 69636 SH SHARED 02 69636 D SCIENTIFIC GAMES CORP CL A 80874P10 91 3400 SH SHARED 10 3400 D SCIENTIFIC GAMES CORP CL A 80874P10 1170 43460 SH SHARED 17 43460 D SCOR SPONSORED ADR 80917Q10 3144 1580000 SH SHARED 17 1580000 D SCOTTISH ANNUITY & LIFE HLDG NOTE 4.500%12/0 81013RAC 588 500000 PRN SHARED 02 500000 D SCOTTS MIRACLE GRO CO CL A 81018610 234 3300 SH SHARED 3300 D SCOTTS MIRACLE GRO CO CL A 81018610 769 10800 SH SHARED 01 10800 D SCOTTS MIRACLE GRO CO CL A 81018610 168 2370 SH SHR/OTHR 01 2370 D SCOTTS MIRACLE GRO CO CL A 81018610 798 11212 SH SHARED 02 11212 D SCOTTS MIRACLE GRO CO CL A 81018610 42 600 SH SHARED 17 600 D SCRIPPS E W CO OHIO CL A 81105420 273 5600 SH SHARED 2000 3600 D SCRIPPS E W CO OHIO CL A 81105420 146 3000 SH SHARED 01 200 2800 D SCRIPPS E W CO OHIO CL A 81105420 448 9200 SH SHR/OTHR 01 9200 D SCRIPPS E W CO OHIO CL A 81105420 392 8036 SH SHARED 02 8036 D SCRIPPS E W CO OHIO CL A 81105420 3806 78000 SH SHARED 04 78000 D SCRIPPS E W CO OHIO CL A 81105420 87 1800 SH SHARED 10 1800 D SCRIPPS E W CO OHIO CL A 81105420 29 600 SH SHARED 14 600 D SCRIPPS E W CO OHIO CL A 81105420 112 2300 SH SHARED 17 2300 D SCS TRANSN INC COM 81111T10 880 49484 SH SHARED 49484 D SCS TRANSN INC COM 81111T10 46 2600 SH SHARED 02 2600 D SCS TRANSN INC COM 81111T10 137 7749 SH SHARED 17 7749 D SCUDDER GLOBAL COMMDTS STCK COM SHS 81114Y10 177 12640 SH SHARED 12640 D SCUDDER GLOBAL COMMDTS STCK COM SHS 81114Y10 23 1661 SH SHARED 10 1661 D SCUDDER GLOBAL HIGH INCOME F COM 81115E10 27 3515 SH SHARED 10 3515 D SCUDDER HIGH INCOME TR SH BEN INT 81115310 7 1000 SH SHARED 10 1000 D SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 10 1000 SH SHARED 10 1000 D SCUDDER NEW ASIA FD INC COM 81118310 433 27090 SH SHR/OTHR 01 27090 D SCUDDER NEW ASIA FD INC COM 81118310 1671 104339 SH SHARED 10 4000 100339 D SCUDDER NEW ASIA FD INC COM 81118310 66 4121 SH SHR/OTHR 10 4121 D SCUDDER RREEF REAL ESTATE FD COM 81119Q10 405 18500 SH SHARED 05 18500 D SCUDDER RREEF REAL ESTATE FD COM 81119Q10 83 3800 SH SHARED 10 3800 D SCUDDER STRATEGIC MUN INCOME COM SH BEN INT 81123410 104 7500 SH SHR/OTHR 01 7500 D SEABOARD CORP COM 81154310 682 410 SH SHARED 410 D SEABOARD CORP COM 81154310 24 15 SH SHR/OTHR 01 15 D SEABOARD CORP COM 81154310 1331 800 SH SHARED 10 800 D SEABOARD CORP COM 81154310 166 100 SH SHARED 17 100 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 90 7959 SH SHARED 7959 D SEABULK INTL INC COM 81169P10 132 6233 SH SHARED 6233 D SEABULK INTL INC COM 81169P10 36 1700 SH SHARED 01 1700 D SEABULK INTL INC COM 81169P10 80 3800 SH SHARED 17 3800 D SEACHANGE INTL INC COM 81169910 325 46433 SH SHARED 46433 D SEACHANGE INTL INC COM 81169910 15 2200 SH SHARED 01 2200 D SEACHANGE INTL INC COM 81169910 45 6500 SH SHARED 02 6500 D SEACHANGE INTL INC COM 81169910 14 2100 SH SHARED 10 2100 D SEACHANGE INTL INC COM 81169910 89 12700 SH SHARED 17 12700 D SEACOAST BKG CORP FLA COM 81170730 222 11300 SH SHARED 11300 D SEACOAST BKG CORP FLA COM 81170730 76 3900 SH SHR/OTHR 01 3900 D SEACOAST BKG CORP FLA COM 81170730 93 4760 SH SHARED 17 4760 D SEACOR HOLDINGS INC COM 81190410 1118 17393 SH SHARED 17393 D SEACOR HOLDINGS INC COM 81190410 12 200 SH SHARED 02 200 D SEACOR HOLDINGS INC COM 81190410 543 8450 SH SHARED 17 8450 D SEALED AIR CORP NEW COM 81211K10 9409 188990 SH SHARED 188690 300 D SEALED AIR CORP NEW COM 81211K10 907 18234 SH SHARED 01 18234 D SEALED AIR CORP NEW COM 81211K10 229 4600 SH SHR/OTHR 01 4600 D SEALED AIR CORP NEW COM 81211K10 1829 36741 SH SHARED 02 36741 D SEALED AIR CORP NEW COM 81211K10 34 700 SH SHARED 06 700 D SEALED AIR CORP NEW COM 81211K10 149 3000 SH SHARED 14 3000 D SEALED AIR CORP NEW COM 81211K10 10405 208984 SH SHARED 17 208984 D SEARS HLDGS CORP COM 81235010 1083256 7227974 SH SHARED 7227749 225 D SEARS HLDGS CORP COM 81235010 3070 20491 SH SHARED 01 20491 D SEARS HLDGS CORP COM 81235010 65 440 SH SHR/OTHR 01 440 D SEARS HLDGS CORP COM 81235010 6098 40693 SH SHARED 02 40693 D SEARS HLDGS CORP COM 81235010 14 100 SH SHARED 05 100 D SEARS HLDGS CORP COM 81235010 198 1327 SH SHARED 06 1327 D SEARS HLDGS CORP COM 81235010 1891 12621 SH SHARED 10 12590 31 D SEARS HLDGS CORP COM 81235010 303 2024 SH SHARED 14 2024 D SEARS HLDGS CORP COM 81235010 6021 40181 SH SHARED 17 40181 D SEATTLE GENETICS INC COM 81257810 224 41917 SH SHARED 41917 D SEATTLE GENETICS INC COM 81257810 1 300 SH SHARED 02 300 D SEATTLE GENETICS INC COM 81257810 72 13600 SH SHARED 17 13600 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 6898 254200 SH SHARED 254200 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 132 4900 SH SHARED 02 4900 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 16 600 SH SHARED 10 600 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 396 14600 SH SHARED 17 14600 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 34 1100 SH SHARED 1100 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 462 14900 SH SHARED 01 14900 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 1548 49900 SH SHARED 02 49900 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 6508 286100 SH SHARED 286100 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 3403 149588 SH SHARED 02 149588 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 914 27900 SH SHARED 27900 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 34262 770800 SH SHARED 770800 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 44 1000 SH SHARED 01 1000 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 233 5249 SH SHARED 02 5249 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 26664 904800 SH SHARED 904800 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 3681 124925 SH SHARED 02 124925 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 445 15100 SH SHARED 17 15100 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 3716 126500 SH SHARED 126500 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 2454 123201 SH SHARED 123201 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 59 3000 SH SHARED 01 3000 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 1 54 SH SHARED 02 54 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 172 8640 SH SHARED 10 8640 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 15 800 SH SHR/OTHR 10 800 D SECURE COMPUTING CORP COM 81370510 946 87028 SH SHARED 87028 D SECURE COMPUTING CORP COM 81370510 163 15000 SH SHARED 04 15000 D SECURE COMPUTING CORP COM 81370510 175 16137 SH SHARED 17 16137 D SECURITY BANK CORP COM 81404710 219 9567 SH SHARED 9567 D SECURITY BANK CORP COM 81404710 45 2000 SH SHARED 17 2000 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 432 103572 SH SHARED 103572 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 90 21700 SH SHARED 17 21700 D SELECT COMFORT CORP COM 81616X10 770 35963 SH SHARED 35963 D SELECT COMFORT CORP COM 81616X10 30 1400 SH SHARED 02 1400 D SELECT COMFORT CORP COM 81616X10 527 24600 SH SHARED 10 24600 D SELECT COMFORT CORP COM 81616X10 5657 264000 SH SHARED 17 187400 76600 D SELECTIVE INS GROUP INC NOTE 1.616% 9/2 816300AB 13975 21500000 PRN SHARED 21500000 D SELECTIVE INS GROUP INC COM 81630010 1379 27833 SH SHARED 27833 D SELECTIVE INS GROUP INC COM 81630010 4 100 SH SHARED 01 100 D SELECTIVE INS GROUP INC COM 81630010 1341 27064 SH SHARED 02 27064 D SELECTIVE INS GROUP INC COM 81630010 84 1700 SH SHARED 10 1700 D SELECTIVE INS GROUP INC COM 81630010 17738 358000 SH SHARED 17 358000 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 3148 305652 SH SHARED 297400 8252 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 22872 679300 SH SHARED 679300 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 30410 903186 SH SHARED 02 903186 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 1946 57800 SH SHARED 10 57800 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 144 4300 SH SHARED 17 4300 D SEMTECH CORP COM 81685010 5674 340786 SH SHARED 340786 D SEMTECH CORP COM 81685010 351 21100 SH SHARED 01 21100 D SEMTECH CORP COM 81685010 843 50637 SH SHARED 02 50637 D SEMTECH CORP COM 81685010 484 29100 SH SHARED 17 29100 D SEMPRA ENERGY COM 81685110 1821 44100 SH SHARED 44100 D SEMPRA ENERGY COM 81685110 120357 2913529 SH SHARED 2910929 2600 D SEMPRA ENERGY COM 81685110 2213 53590 SH SHARED 01 53590 D SEMPRA ENERGY COM 81685110 161 3901 SH SHR/OTHR 01 3901 D SEMPRA ENERGY COM 81685110 4906 118784 SH SHARED 02 118784 D SEMPRA ENERGY COM 81685110 48 1162 SH SHARED 04 1162 D SEMPRA ENERGY COM 81685110 12 300 SH SHARED 05 300 D SEMPRA ENERGY COM 81685110 1471 35632 SH SHARED 06 35632 D SEMPRA ENERGY COM 81685110 5064 122600 SH SHARED 10 122400 200 D SEMPRA ENERGY COM 81685110 1698 41121 SH SHARED 14 41121 D SEMPRA ENERGY COM 81685110 6294 152377 SH SHARED 17 118477 33900 D SEMITOOL INC COM 81690910 157 16467 SH SHARED 16467 D SEMITOOL INC COM 81690910 476 49900 SH SHARED 05 49900 D SEMITOOL INC COM 81690910 2459 257800 SH SHARED 17 257800 D SENECA FOODS CORP NEW CL A 81707050 162 10000 SH SHARED 10 10000 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 1714 90667 SH SHARED 58667 32000 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 253 13400 SH SHARED 10 13400 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 77177 4081300 SH SHARED 11 4081300 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 830 43900 SH SHARED 17 22100 21800 D SENOMYX INC COM 81724Q10 8673 525369 SH SHARED 525369 D SENOMYX INC COM 81724Q10 160 9720 SH SHARED 17 9720 D SENSIENT TECHNOLOGIES CORP COM 81725T10 1068 51864 SH SHARED 51864 D SENSIENT TECHNOLOGIES CORP COM 81725T10 284 13800 SH SHARED 01 13800 D SENSIENT TECHNOLOGIES CORP COM 81725T10 39 1938 SH SHR/OTHR 01 1938 D SENSIENT TECHNOLOGIES CORP COM 81725T10 342 16631 SH SHARED 02 16631 D SENSIENT TECHNOLOGIES CORP COM 81725T10 40 1970 SH SHARED 10 1970 D SENSIENT TECHNOLOGIES CORP COM 81725T10 10342 501833 SH SHARED 17 501833 D SEPRACOR INC SDCV 5.000% 2/1 817315AL 9318 9337000 PRN SHARED 02 9337000 D SEPRACOR INC NOTE 12/1 817315AT 4543 2400000 PRN SHARED 02 2400000 D SEPRACOR INC NOTE 12/1 817315AU 30425 15040000 PRN SHARED 02 15040000 D SEPRACOR INC NOTE 10/1 817315AW 3966 3900000 PRN SHARED 02 3900000 D SEPRACOR INC COM 81731510 4420 73669 SH SHARED 71469 2200 D SEPRACOR INC COM 81731510 4743 79050 SH SHARED 01 29800 49250 D SEPRACOR INC COM 81731510 204 3401 SH SHR/OTHR 01 3401 D SEPRACOR INC COM 81731510 16751 279149 SH SHARED 02 279149 D SEPRACOR INC COM 81731510 28834 480500 SH SHARED 04 480500 D SEPRACOR INC COM 81731510 360 6000 SH SHARED 06 6000 D SEPRACOR INC COM 81731510 4187 69785 SH SHARED 10 64900 4500 385 D SEPRACOR INC COM 81731510 426 7100 SH SHARED 14 7100 D SEPRACOR INC COM 81731510 1833 30550 SH SHARED 17 30550 D SEQUA CORPORATION CL A 81732010 474 7167 SH SHARED 7167 D SEQUA CORPORATION CL A 81732010 224 3400 SH SHARED 01 3400 D SEQUA CORPORATION CL A 81732010 198 3000 SH SHR/OTHR 01 3000 D SEQUA CORPORATION CL A 81732010 178 2700 SH SHARED 02 2700 D SEQUA CORPORATION CL A 81732010 132 2000 SH SHARED 17 2000 D SEQUA CORPORATION PFD CONV $5 81732030 48 500 SH SHR/OTHR 01 500 D SEQUENOM INC COM 81733710 3 3000 SH SHARED 3000 D SERENA SOFTWARE INC COM 81749210 1261 65351 SH SHARED 54560 10791 D SERENA SOFTWARE INC COM 81749210 63 3300 SH SHARED 01 3300 D SERENA SOFTWARE INC COM 81749210 361 18726 SH SHARED 17 18726 D SERONO S A SPONSORED ADR 81752M10 335 21000 SH SHARED 21000 D SEROLOGICALS CORP SDCV 4.750% 8/1 817523AB 6300 4000000 PRN SHARED 02 4000000 D SEROLOGICALS CORP COM 81752310 2576 121270 SH SHARED 43570 77700 D SEROLOGICALS CORP COM 81752310 10 500 SH SHARED 01 500 D SEROLOGICALS CORP COM 81752310 6 300 SH SHR/OTHR 01 300 D SEROLOGICALS CORP COM 81752310 70 3300 SH SHARED 02 3300 D SEROLOGICALS CORP COM 81752310 3786 178200 SH SHARED 04 178200 D SEROLOGICALS CORP COM 81752310 3878 182500 SH SHARED 10 121500 8200 52800 D SEROLOGICALS CORP COM 81752310 34 1600 SH SHARED 14 1600 D SEROLOGICALS CORP COM 81752310 12397 583400 SH SHARED 17 455200 128200 D SERVICE CORP INTL COM 81756510 1112 138661 SH SHARED 138661 D SERVICE CORP INTL COM 81756510 142 17731 SH SHARED 01 17731 D SERVICE CORP INTL COM 81756510 245 30562 SH SHARED 02 30562 D SERVICEMASTER CO COM 81760N10 651 48600 SH SHARED 48200 400 D SERVICEMASTER CO COM 81760N10 671 50116 SH SHARED 01 29362 20754 D SERVICEMASTER CO COM 81760N10 389 29064 SH SHR/OTHR 01 29064 D SERVICEMASTER CO COM 81760N10 386 28870 SH SHARED 02 28870 D SERVICEMASTER CO COM 81760N10 34 2550 SH SHARED 06 2550 D SERVICEMASTER CO COM 81760N10 135 10124 SH SHARED 10 10124 D SERVICEMASTER CO COM 81760N10 57 4300 SH SHARED 14 4300 D SERVICEMASTER CO COM 81760N10 282 21100 SH SHARED 17 21100 D 7-ELEVEN INC COM NEW 81782620 686 22700 SH SHARED 100 22600 D 7-ELEVEN INC COM NEW 81782620 21 700 SH SHR/OTHR 01 700 D 7-ELEVEN INC COM NEW 81782620 78 2600 SH SHARED 02 2600 D 7-ELEVEN INC COM NEW 81782620 2292 75800 SH SHARED 10 75800 D 7-ELEVEN INC COM NEW 81782620 21 700 SH SHARED 17 700 D 724 SOLUTIONS INC COM NEW 81788Q20 48 5819 SH SHARED 5819 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 5794 157500 SH SHARED 157500 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 2391 65000 SH SHARED 04 65000 D SHARPER IMAGE CORP COM 82001310 90 7100 SH SHARED 7100 D SHARPER IMAGE CORP COM 82001310 144 11366 SH SHARED 11366 D SHARPER IMAGE CORP COM 82001310 34 2700 SH SHARED 02 2700 D SHARPER IMAGE CORP COM 82001310 80 6300 SH SHARED 17 6300 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 22 1100 SH SHARED 1100 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 77 3720 SH SHARED 01 3720 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 1798 86570 SH SHARED 02 86570 D SHAW GROUP INC COM 82028010 5028 233758 SH SHARED 233758 D SHAW GROUP INC COM 82028010 144 6700 SH SHARED 01 6700 D SHAW GROUP INC COM 82028010 288 13400 SH SHARED 02 13400 D SHAW GROUP INC COM 82028010 668 31100 SH SHARED 17 31100 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 18747 322891 SH SHARED 322891 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 195 3375 SH SHARED 01 1600 1775 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 306 5272 SH SHR/OTHR 01 5272 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 1754 30220 SH SHARED 06 30220 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 2842 48952 SH SHARED 10 48952 D SHENANDOAH TELECOMMUNICATION COM 82312B10 274 6900 SH SHARED 6700 200 D SHENANDOAH TELECOMMUNICATION COM 82312B10 79 2000 SH SHARED 17 2000 D SHERWIN WILLIAMS CO COM 82434810 28665 608743 SH SHARED 570992 37751 D SHERWIN WILLIAMS CO COM 82434810 2105 44716 SH SHARED 01 2850 41866 D SHERWIN WILLIAMS CO COM 82434810 595 12644 SH SHR/OTHR 01 12644 D SHERWIN WILLIAMS CO COM 82434810 2201 46749 SH SHARED 02 46749 D SHERWIN WILLIAMS CO COM 82434810 8071 171400 SH SHARED 03 171400 D SHERWIN WILLIAMS CO COM 82434810 618 13140 SH SHARED 04 13140 D SHERWIN WILLIAMS CO COM 82434810 7729 164150 SH SHARED 05 141220 22930 D SHERWIN WILLIAMS CO COM 82434810 54 1150 SH SHARED 06 1150 D SHERWIN WILLIAMS CO COM 82434810 49485 1050875 SH SHARED 10 89565 603250 358060 D SHERWIN WILLIAMS CO COM 82434810 918 19500 SH SHR/OTHR 10 19500 D SHERWIN WILLIAMS CO COM 82434810 174 3700 SH SHARED 14 3700 D SHERWIN WILLIAMS CO COM 82434810 3396 72130 SH SHARED 17 72130 D SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 82459610 2288 43650 SH SHARED 14 43650 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 16513 503453 SH SHARED 502953 500 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 217 6630 SH SHR/OTHR 01 6630 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 3 100 SH SHARED 02 100 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 2555 77900 SH SHARED 10 71500 5200 1200 D SHOE CARNIVAL INC COM 82488910 585 26926 SH SHARED 14326 12600 D SHOE CARNIVAL INC COM 82488910 10 500 SH SHR/OTHR 01 500 D SHOE CARNIVAL INC COM 82488910 89 4100 SH SHARED 17 4100 D SHOPKO STORES INC COM 82491110 24937 1025832 SH SHARED 1025832 D SHOPKO STORES INC COM 82491110 1152 47400 SH SHARED 10 47400 D SHOPKO STORES INC COM 82491110 286 11790 SH SHARED 17 11790 D SHUFFLE MASTER INC NOTE 1.250% 4/1 825549AB 7050 6250000 PRN SHARED 6250000 D SHUFFLE MASTER INC NOTE 1.250% 4/1 825549AB 5131 4549000 PRN SHARED 02 4549000 D SHUFFLE MASTER INC COM 82554910 988 35256 SH SHARED 35256 D SHUFFLE MASTER INC COM 82554910 1959 69891 SH SHARED 01 63419 6472 D SHUFFLE MASTER INC COM 82554910 41 1474 SH SHR/OTHR 01 1474 D SHUFFLE MASTER INC COM 82554910 55 1972 SH SHARED 02 1972 D SHUFFLE MASTER INC COM 82554910 7669 273626 SH SHARED 10 271076 2550 D SHUFFLE MASTER INC COM 82554910 10406 371275 SH SHARED 17 371275 D SHURGARD STORAGE CTRS INC COM 82567D10 9 200 SH SHARED 200 D SHURGARD STORAGE CTRS INC COM 82567D10 18 400 SH SHARED 01 400 D SHURGARD STORAGE CTRS INC COM 82567D10 272 5924 SH SHARED 02 5924 D SIEBEL SYS INC COM 82617010 41457 4658199 SH SHARED 4655549 2650 D SIEBEL SYS INC COM 82617010 839 94370 SH SHARED 01 94370 D SIEBEL SYS INC COM 82617010 9860 1107879 SH SHARED 02 1107879 D SIEBEL SYS INC COM 82617010 4467 502000 SH SHARED 04 502000 D SIEBEL SYS INC COM 82617010 3 400 SH SHARED 05 400 D SIEBEL SYS INC COM 82617010 122 13750 SH SHARED 06 13750 D SIEBEL SYS INC COM 82617010 32 3600 SH SHARED 14 3600 D SIEBEL SYS INC COM 82617010 1913 215014 SH SHARED 17 215014 D SIEMENS A G SPONSORED ADR 82619750 43 600 SH SHARED 600 D SIEMENS A G SPONSORED ADR 82619750 119 1650 SH SHARED 01 1500 150 D SIEMENS A G SPONSORED ADR 82619750 227 3130 SH SHR/OTHR 01 3130 D SIEMENS A G SPONSORED ADR 82619750 1824 25113 SH SHARED 10 500 24613 D SIEMENS A G SPONSORED ADR 82619750 305 4200 SH SHR/OTHR 10 4200 D SIERRA BANCORP COM 82620P10 122 5384 SH SHARED 5384 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 13233 3370000 PRN SHARED 3370000 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 1841 469000 PRN SHARED 02 469000 D SIERRA HEALTH SVCS INC COM 82632210 6760 94600 SH SHARED 82600 12000 D SIERRA HEALTH SVCS INC COM 82632210 28 400 SH SHARED 01 400 D SIERRA HEALTH SVCS INC COM 82632210 28 400 SH SHR/OTHR 01 400 D SIERRA HEALTH SVCS INC COM 82632210 164 2300 SH SHARED 02 2300 D SIERRA HEALTH SVCS INC COM 82632210 1786 25000 SH SHARED 10 1200 23800 D SIERRA HEALTH SVCS INC COM 82632210 528 7400 SH SHARED 17 4000 3400 D SIERRA PAC RES NEW NOTE 7.250% 2/1 826428AF 18624 6476000 PRN SHARED 02 6476000 D SIERRA PAC RES NEW COM 82642810 1605 128957 SH SHARED 128957 D SIERRA PAC RES NEW COM 82642810 511 41100 SH SHARED 01 41100 D SIERRA PAC RES NEW COM 82642810 14 1152 SH SHR/OTHR 01 1152 D SIERRA PAC RES NEW COM 82642810 1320 106069 SH SHARED 02 68769 37300 D SIERRA PAC RES NEW COM 82642810 204 16400 SH SHARED 10 16400 D SIERRA PAC RES NEW COM 82642810 9854 791520 SH SHARED 17 694320 97200 D SIFY LTD SPONSORED ADR 82655M10 856 182204 SH SHARED 182204 D SIGMA ALDRICH CORP COM 82655210 1227 21900 SH SHARED 21900 D SIGMA ALDRICH CORP COM 82655210 49955 891424 SH SHARED 891224 200 D SIGMA ALDRICH CORP COM 82655210 1024 18273 SH SHARED 01 1897 16376 D SIGMA ALDRICH CORP COM 82655210 365 6514 SH SHR/OTHR 01 6514 D SIGMA ALDRICH CORP COM 82655210 1576 28133 SH SHARED 02 28133 D SIGMA ALDRICH CORP COM 82655210 33 600 SH SHARED 06 600 D SIGMA ALDRICH CORP COM 82655210 20540 366525 SH SHARED 10 51422 315103 D SIGMA ALDRICH CORP COM 82655210 615 10975 SH SHR/OTHR 10 10975 D SIGMA ALDRICH CORP COM 82655210 123 2200 SH SHARED 14 2200 D SIGMA ALDRICH CORP COM 82655210 1723 30754 SH SHARED 17 30754 D SIGMATEL INC COM 82661W10 601 35034 SH SHARED 35034 D SIGMATEL INC COM 82661W10 241 14100 SH SHARED 01 14100 D SIGMATEL INC COM 82661W10 248 14500 SH SHARED 02 14500 D SIGMATEL INC COM 82661W10 240 14000 SH SHARED 17 14000 D SIGNET GROUP PLC SP ADR REP 10 82668L87 360099 18316323 SH SHARED 18305723 10600 D SIGNET GROUP PLC SP ADR REP 10 82668L87 722 36727 SH SHARED 01 36727 D SIGNET GROUP PLC SP ADR REP 10 82668L87 1643 83588 SH SHARED 02 83588 D SIGNET GROUP PLC SP ADR REP 10 82668L87 28113 1430000 SH SHARED 04 1430000 D SIGNET GROUP PLC SP ADR REP 10 82668L87 108823 5535296 SH SHARED 05 4180517 1354779 D SIGNET GROUP PLC SP ADR REP 10 82668L87 1994 101425 SH SHARED 06 101425 D SIGNET GROUP PLC SP ADR REP 10 82668L87 683 34765 SH SHARED 17 34765 D SIGNATURE BK NEW YORK N Y COM 82669G10 280 11484 SH SHARED 11484 D SIGNATURE BK NEW YORK N Y COM 82669G10 950 38950 SH SHARED 01 38625 325 D SIGNATURE BK NEW YORK N Y COM 82669G10 19 800 SH SHR/OTHR 01 800 D SIGNATURE BK NEW YORK N Y COM 82669G10 4975 203900 SH SHARED 10 201900 2000 D SIGNATURE BK NEW YORK N Y COM 82669G10 10182 417300 SH SHARED 17 277000 140300 D SILICON LABORATORIES INC COM 82691910 3219 122844 SH SHARED 122844 D SILICON LABORATORIES INC COM 82691910 812 31000 SH SHARED 01 31000 D SILICON LABORATORIES INC COM 82691910 427 16316 SH SHARED 02 16316 D SILICON LABORATORIES INC COM 82691910 484 18500 SH SHARED 17 18500 D SILGAN HOLDINGS INC COM 82704810 2647 47067 SH SHARED 12267 34800 D SILGAN HOLDINGS INC COM 82704810 67 1200 SH SHARED 02 1200 D SILGAN HOLDINGS INC COM 82704810 5182 92150 SH SHARED 10 450 91700 D SILGAN HOLDINGS INC COM 82704810 4667 83000 SH SHARED 17 10500 72500 D SILICON IMAGE INC COM 82705T10 1976 192629 SH SHARED 78629 114000 D SILICON IMAGE INC COM 82705T10 191 18700 SH SHARED 01 18700 D SILICON IMAGE INC COM 82705T10 773 75400 SH SHARED 10 75400 D SILICON IMAGE INC COM 82705T10 2258 220100 SH SHARED 17 30700 189400 D SILICON GRAPHICS INC NOTE 6.500% 6/0 827056AE 14879 21105000 PRN SHARED 21105000 D SILICON GRAPHICS INC COM 82705610 24 34300 SH SHARED 02 34300 D SILICON STORAGE TECHNOLOGY I COM 82705710 348 86699 SH SHARED 86699 D SILICON STORAGE TECHNOLOGY I COM 82705710 121 30300 SH SHARED 17 30300 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 15952 3248900 SH SHARED 3248900 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 424 15665 SH SHARED 14465 1200 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 122 4500 SH SHARED 17 4500 D SIMON PPTY GROUP INC NEW COM 82880610 44450 613195 SH SHARED 610595 2600 D SIMON PPTY GROUP INC NEW COM 82880610 5550 76565 SH SHARED 01 27677 48888 D SIMON PPTY GROUP INC NEW COM 82880610 332 4588 SH SHR/OTHR 01 4588 D SIMON PPTY GROUP INC NEW COM 82880610 5646 77900 SH SHARED 02 77900 D SIMON PPTY GROUP INC NEW COM 82880610 14 200 SH SHARED 05 200 D SIMON PPTY GROUP INC NEW COM 82880610 4330 59743 SH SHARED 10 6100 53643 D SIMON PPTY GROUP INC NEW COM 82880610 221 3050 SH SHR/OTHR 10 3050 D SIMON PPTY GROUP INC NEW COM 82880610 795790 10977931 SH SHARED 11 10977931 D SIMON PPTY GROUP INC NEW COM 82880610 7080 97675 SH SHARED 17 92175 5500 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 45201 729051 SH SHARED 729051 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 708 11430 SH SHARED 01 11280 150 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 198 3198 SH SHR/OTHR 01 3198 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 1801 29059 SH SHARED 02 29059 D SIMPLETECH INC COM 82882310 57 15100 SH SHARED 15100 D SIMPLETECH INC COM 82882310 9 2500 SH SHARED 02 2500 D SIMPSON MANUFACTURING CO INC COM 82907310 1103 36129 SH SHARED 36129 D SIMPSON MANUFACTURING CO INC COM 82907310 54 1800 SH SHR/OTHR 01 1800 D SIMPSON MANUFACTURING CO INC COM 82907310 94 3100 SH SHARED 02 3100 D SIMPSON MANUFACTURING CO INC COM 82907310 507 16600 SH SHARED 17 16600 D SINA CORP NOTE 7/1 82922RAB 861 695000 PRN SHARED 02 695000 D SINCLAIR BROADCAST GROUP INC CL A 82922610 771 84940 SH SHARED 55940 29000 D SINCLAIR BROADCAST GROUP INC CL A 82922610 1 200 SH SHARED 02 200 D SINCLAIR BROADCAST GROUP INC CL A 82922610 255 28118 SH SHARED 17 21718 6400 D SINGAPORE FD INC COM 82929L10 52 5979 SH SHARED 5979 D SINGAPORE FD INC COM 82929L10 340 38478 SH SHR/OTHR 01 38478 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 276 8000 SH SHARED 8000 D SIRIUS SATELLITE RADIO INC NOTE 2.500% 2/1 82966UAC 12802 8170000 PRN SHARED 02 8170000 D SIRIUS SATELLITE RADIO INC COM 82966U10 34033 5252011 SH SHARED 5245511 6500 D SIRIUS SATELLITE RADIO INC COM 82966U10 479 74000 SH SHARED 01 74000 D SIRIUS SATELLITE RADIO INC COM 82966U10 48 7500 SH SHR/OTHR 01 7500 D SIRIUS SATELLITE RADIO INC COM 82966U10 1951 301171 SH SHARED 02 301171 D SIRIUS SATELLITE RADIO INC COM 82966U10 58 9000 SH SHARED 06 9000 D SIRIUS SATELLITE RADIO INC COM 82966U10 71 11000 SH SHARED 10 11000 D SIRIUS SATELLITE RADIO INC COM 82966U10 983 151840 SH SHARED 17 151840 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 636 36009 SH SHARED 36009 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 182 10325 SH SHARED 01 10325 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 217 12300 SH SHARED 17 12300 D SIRVA INC COM 82967Y10 197 23177 SH SHARED 23177 D SIRVA INC COM 82967Y10 43 5100 SH SHARED 01 5100 D SIRVA INC COM 82967Y10 2 300 SH SHARED 02 300 D SIRVA INC COM 82967Y10 100 11800 SH SHARED 17 11800 D SITEL CORP COM 82980K10 23 11000 SH SHARED 02 11000 D SIPEX CORP COM 82990910 403 230550 SH SHARED 230550 D SIPEX CORP COM 82990910 11 6700 SH SHARED 6700 D SIPEX CORP COM 82990910 15 8846 SH SHARED 02 8846 D SIX FLAGS INC COM 83001P10 586 126125 SH SHARED 126125 D SIX FLAGS INC COM 83001P10 163 35200 SH SHARED 17 35200 D SIZELER PPTY INVS INC COM 83013710 7308 553666 SH SHARED 553666 D SIZELER PPTY INVS INC COM 83013710 56 4300 SH SHARED 17 4300 D SKECHERS U S A INC CL A 83056610 478 33573 SH SHARED 33573 D SKECHERS U S A INC CL A 83056610 55 3900 SH SHARED 02 3900 D SKECHERS U S A INC CL A 83056610 1778 124700 SH SHARED 10 124700 D SKECHERS U S A INC CL A 83056610 141 9889 SH SHARED 17 9889 D SKY FINL GROUP INC COM 83080P10 92 3300 SH SHARED 3300 D SKY FINL GROUP INC COM 83080P10 5 200 SH SHARED 01 200 D SKY FINL GROUP INC COM 83080P10 281 9974 SH SHARED 02 9974 D SKY FINL GROUP INC COM 83080P10 151 5364 SH SHARED 10 5364 D SKYLINE CORP COM 83083010 268 6733 SH SHARED 6733 D SKYLINE CORP COM 83083010 171 4300 SH SHARED 01 4300 D SKYLINE CORP COM 83083010 83 2100 SH SHARED 17 2100 D SKYWEST INC COM 83087910 1349 74251 SH SHARED 74251 D SKYWEST INC COM 83087910 82 4525 SH SHR/OTHR 01 4525 D SKYWEST INC COM 83087910 27 1500 SH SHARED 02 1500 D SKYWEST INC COM 83087910 1819 100100 SH SHARED 10 100100 D SKYWEST INC COM 83087910 567 31200 SH SHARED 17 31200 D SKYWORKS SOLUTIONS INC NOTE 4.750%11/1 83088MAB 14478 14265000 PRN SHARED 14265000 D SKYWORKS SOLUTIONS INC COM 83088M10 1144 155319 SH SHARED 155319 D SKYWORKS SOLUTIONS INC COM 83088M10 0 131 SH SHARED 01 131 D SKYWORKS SOLUTIONS INC COM 83088M10 4885 662935 SH SHARED 02 662935 D SKYWORKS SOLUTIONS INC COM 83088M10 42 5730 SH SHARED 10 3800 1930 D SKYWORKS SOLUTIONS INC COM 83088M10 458 62200 SH SHARED 17 62200 D SKILLSOFT PLC SPONSORED ADR 83092810 129 37598 SH SHARED 37598 D SKILLSOFT PLC SPONSORED ADR 83092810 2 710 SH SHARED 02 710 D SKILLSOFT PLC SPONSORED ADR 83092810 19 5700 SH SHARED 10 5700 D SMART & FINAL INC COM 83168310 158 12934 SH SHARED 12934 D SMART & FINAL INC COM 83168310 47 3900 SH SHARED 17 3900 D SMARTPROS LTD COM 83171G10 22 5499 SH SHARED 01 5499 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 3671 74300 SH SHARED 74300 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 12 250 SH SHARED 01 250 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 39 800 SH SHR/OTHR 01 800 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 1028 20810 SH SHARED 10 20810 D SMITH A O COM 83186520 864 32365 SH SHARED 32365 D SMITH A O COM 83186520 24 900 SH SHARED 02 900 D SMITH A O COM 83186520 42 1600 SH SHARED 10 1600 D SMITH A O COM 83186520 175 6560 SH SHARED 17 6560 D SMITH INTL INC COM 83211010 13180 206914 SH SHARED 206414 500 D SMITH INTL INC COM 83211010 2509 39389 SH SHARED 01 200 39189 D SMITH INTL INC COM 83211010 126 1980 SH SHR/OTHR 01 1980 D SMITH INTL INC COM 83211010 3498 54922 SH SHARED 02 54922 D SMITH INTL INC COM 83211010 70 1100 SH SHARED 06 1100 D SMITH INTL INC COM 83211010 78 1225 SH SHARED 10 1225 D SMITH INTL INC COM 83211010 12 200 SH SHARED 17 200 D SMITHFIELD FOODS INC COM 83224810 20616 756000 SH SHARED 753500 2500 D SMITHFIELD FOODS INC COM 83224810 951 34900 SH SHARED 01 34900 D SMITHFIELD FOODS INC COM 83224810 1315 48256 SH SHARED 02 41146 7110 D SMITHFIELD FOODS INC COM 83224810 30 1120 SH SHARED 06 1120 D SMITHFIELD FOODS INC COM 83224810 212 7804 SH SHARED 14 7804 D SMITHFIELD FOODS INC COM 83224810 316 11600 SH SHARED 17 11600 D SMITHTOWN BANCORP INC COM 83244910 95 4000 SH SHARED 4000 D SMITHTOWN BANCORP INC COM 83244910 11 500 SH SHARED 02 500 D SMITHTOWN BANCORP INC COM 83244910 85 3600 SH SHARED 10 3600 D SMUCKER J M CO COM NEW 83269640 437 9318 SH SHARED 9318 D SMUCKER J M CO COM NEW 83269640 987 21047 SH SHARED 01 440 20607 D SMUCKER J M CO COM NEW 83269640 138 2961 SH SHR/OTHR 01 2961 D SMUCKER J M CO COM NEW 83269640 1256 26778 SH SHARED 02 26778 D SMUCKER J M CO COM NEW 83269640 40 854 SH SHARED 10 14 840 D SMUCKER J M CO COM NEW 83269640 30 654 SH SHR/OTHR 10 654 D SMUCKER J M CO COM NEW 83269640 28 600 SH SHARED 17 600 D SMURFIT-STONE CONTAINER CORP COM 83272710 15443 1518568 SH SHARED 1499006 19562 D SMURFIT-STONE CONTAINER CORP COM 83272710 29 2861 SH SHARED 01 2861 D SMURFIT-STONE CONTAINER CORP COM 83272710 3 304 SH SHR/OTHR 01 304 D SMURFIT-STONE CONTAINER CORP COM 83272710 749 73734 SH SHARED 02 73734 D SMURFIT-STONE CONTAINER CORP COM 83272710 1647 162000 SH SHARED 06 162000 D SMURFIT-STONE CONTAINER CORP COM 83272710 144 14200 SH SHARED 10 14200 D SMURFIT-STONE CONTAINER CORP COM 83272710 1017 100000 SH SHARED 16 100000 D SMURFIT-STONE CONTAINER CORP COM 83272710 335 32990 SH SHARED 17 32990 D SNAP ON INC COM 83303410 4376 127596 SH SHARED 127596 D SNAP ON INC COM 83303410 349 10199 SH SHARED 01 10199 D SNAP ON INC COM 83303410 980 28576 SH SHARED 02 28576 D SNAP ON INC COM 83303410 923 26925 SH SHARED 17 26925 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 6290 62900 SH SHARED 62900 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 300 3000 SH SHARED 02 3000 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 3740 37400 SH SHARED 10 37400 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 6 174 SH SHARED 02 174 D SOHU COM INC NOTE 7/1 83408WAC 1456 1625000 PRN SHARED 1625000 D SOHU COM INC NOTE 7/1 83408WAC 3628 4050000 PRN SHARED 02 4050000 D SOHU COM INC COM 83408W10 8988 409706 SH SHARED 409706 D SOHU COM INC COM 83408W10 204 9300 SH SHARED 01 9300 D SOHU COM INC COM 83408W10 3333 151959 SH SHARED 02 151959 D SOHU COM INC COM 83408W10 210 9600 SH SHARED 17 9600 D SOLECTRON CORP NOTE 0.500% 2/1 834182AT 3357 4500000 PRN SHARED 4500000 D SOLECTRON CORP NOTE 0.500% 2/1 834182AT 376 505000 PRN SHARED 02 505000 D SOLECTRON CORP COM 83418210 26390 6963136 SH SHARED 6961136 2000 D SOLECTRON CORP COM 83418210 659 174081 SH SHARED 01 174081 D SOLECTRON CORP COM 83418210 9 2420 SH SHR/OTHR 01 2420 D SOLECTRON CORP COM 83418210 2269 598694 SH SHARED 02 598694 D SOLECTRON CORP COM 83418210 4 1200 SH SHARED 05 1200 D SOLECTRON CORP COM 83418210 25 6800 SH SHARED 06 6800 D SOLECTRON CORP COM 83418210 16946 4471500 SH SHARED 10 4449800 21700 D SOLECTRON CORP COM 83418210 213 56345 SH SHARED 14 56345 D SOLECTRON CORP COM 83418210 1987 524334 SH SHARED 17 524334 D SOMANETICS CORP COM NEW 83444540 226 10100 SH SHARED 10100 D SOMANETICS CORP COM NEW 83444540 114 5100 SH SHARED 17 5100 D SONIC AUTOMOTIVE INC CL A 83545G10 1342 63164 SH SHR/OTHR 63164 D SONIC AUTOMOTIVE INC CL A 83545G10 2196 103305 SH SHARED 103305 D SONIC AUTOMOTIVE INC CL A 83545G10 10 500 SH SHARED 01 500 D SONIC AUTOMOTIVE INC CL A 83545G10 48 2300 SH SHARED 02 2300 D SONIC AUTOMOTIVE INC CL A 83545G10 380 17900 SH SHARED 17 17900 D SONIC INNOVATIONS INC COM 83545M10 73 15253 SH SHARED 15253 D SONIC INNOVATIONS INC COM 83545M10 10 2138 SH SHARED 02 2138 D SONIC CORP COM 83545110 268 8800 SH SHARED 7900 900 D SONIC CORP COM 83545110 77 2550 SH SHARED 01 2550 D SONIC CORP COM 83545110 77 2550 SH SHR/OTHR 01 2550 D SONIC CORP COM 83545110 390 12800 SH SHARED 02 12800 D SONIC CORP COM 83545110 81 2653 SH SHARED 10 2653 D SONIC CORP COM 83545110 268 8800 SH SHARED 17 8800 D SONIC SOLUTIONS COM 83546010 449 24149 SH SHARED 24149 D SONIC SOLUTIONS COM 83546010 79 4300 SH SHARED 01 4300 D SONIC SOLUTIONS COM 83546010 17041 916223 SH SHARED 17 880523 35700 D SONICWALL INC COM 83547010 1806 335084 SH SHR/OTHR 335084 D SONICWALL INC COM 83547010 823 152869 SH SHARED 152869 D SONICWALL INC COM 83547010 2 400 SH SHR/OTHR 01 400 D SONICWALL INC COM 83547010 15 2929 SH SHARED 02 2929 D SONICWALL INC COM 83547010 215 40000 SH SHARED 04 40000 D SONICWALL INC COM 83547010 11 2100 SH SHARED 10 2100 D SONICWALL INC COM 83547010 141 26200 SH SHARED 17 26200 D SONOCO PRODS CO COM 83549510 19843 748793 SH SHARED 696650 52143 D SONOCO PRODS CO COM 83549510 190 7200 SH SHR/OTHR 7200 D SONOCO PRODS CO COM 83549510 16326 616112 SH SHARED 01 455875 160237 D SONOCO PRODS CO COM 83549510 611 23070 SH SHR/OTHR 01 23070 D SONOCO PRODS CO COM 83549510 1129 42618 SH SHARED 02 42618 D SONOCO PRODS CO COM 83549510 9540 360000 SH SHARED 04 360000 D SONOCO PRODS CO COM 83549510 2120 80000 SH SHARED 06 80000 D SONOCO PRODS CO COM 83549510 96410 3638133 SH SHARED 10 2897490 740643 D SONOCO PRODS CO COM 83549510 26 1000 SH SHR/OTHR 10 1000 D SONOCO PRODS CO COM 83549510 3262 123100 SH SHARED 15 123100 D SONOCO PRODS CO COM 83549510 1060 40000 SH SHARED 16 40000 D SONOCO PRODS CO COM 83549510 1747 65948 SH SHARED 17 33900 32048 D SONOSITE INC COM 83568G10 476 15367 SH SHARED 15367 D SONOSITE INC COM 83568G10 18 600 SH SHARED 01 600 D SONOSITE INC COM 83568G10 218 7028 SH SHARED 17 7028 D SONY CORP ADR NEW 83569930 6675 193826 SH SHARED 193826 D SONY CORP ADR NEW 83569930 57 1683 SH SHR/OTHR 01 1683 D SONY CORP ADR NEW 83569930 692 20100 SH SHARED 02 20100 D SONY CORP ADR NEW 83569930 763 22171 SH SHARED 10 22171 D SOTHEBYS HLDGS INC CL A 83589810 1558 113749 SH SHARED 87049 26700 D SOTHEBYS HLDGS INC CL A 83589810 224 16400 SH SHARED 01 16400 D SOTHEBYS HLDGS INC CL A 83589810 263 19200 SH SHARED 02 19200 D SOTHEBYS HLDGS INC CL A 83589810 252 18400 SH SHARED 10 18400 D SOTHEBYS HLDGS INC CL A 83589810 2067 150883 SH SHARED 17 30783 120100 D SONUS NETWORKS INC COM 83591610 1311 274878 SH SHARED 274878 D SONUS NETWORKS INC COM 83591610 47 9900 SH SHARED 01 9900 D SONUS NETWORKS INC COM 83591610 455 95500 SH SHARED 17 95500 D SOUND FED BANCORP INC COM 83607V10 177 10970 SH SHARED 10970 D SOURCE INTERLINK COS INC COM NEW 83615120 400 32387 SH SHARED 32387 D SOURCE INTERLINK COS INC COM NEW 83615120 190 15400 SH SHARED 17 15400 D SOURCECORP COM 83616710 319 16098 SH SHARED 16098 D SOURCECORP COM 83616710 148 7483 SH SHARED 17 7483 D SOUTH FINL GROUP INC COM 83784110 11 400 SH SHARED 400 D SOUTH FINL GROUP INC COM 83784110 19 700 SH SHARED 01 700 D SOUTH FINL GROUP INC COM 83784110 258 9100 SH SHARED 02 9100 D SOUTH FINL GROUP INC COM 83784110 7516 264465 SH SHARED 04 264465 D SOUTH FINL GROUP INC COM 83784110 33 1180 SH SHARED 05 1180 D SOUTH JERSEY INDS INC COM 83851810 1293 21167 SH SHARED 13767 7400 D SOUTH JERSEY INDS INC COM 83851810 6 100 SH SHARED 01 100 D SOUTH JERSEY INDS INC COM 83851810 852 13950 SH SHARED 10 13950 D SOUTH JERSEY INDS INC COM 83851810 886 14500 SH SHARED 17 6600 7900 D SOUTHCOAST FINANCIAL CORP COM 84129R10 24 975 SH SHR/OTHR 01 975 D SOUTHERN CO COM 84258710 131781 3801025 SH SHARED 3635525 165500 D SOUTHERN CO COM 84258710 6664 192225 SH SHARED 01 200 192025 D SOUTHERN CO COM 84258710 240 6950 SH SHR/OTHR 01 6950 D SOUTHERN CO COM 84258710 9674 279037 SH SHARED 02 279037 D SOUTHERN CO COM 84258710 226 6539 SH SHARED 04 6539 D SOUTHERN CO COM 84258710 20 600 SH SHARED 05 600 D SOUTHERN CO COM 84258710 476 13750 SH SHARED 06 13750 D SOUTHERN CO COM 84258710 13580 391717 SH SHARED 10 217480 174237 D SOUTHERN CO COM 84258710 1742 50250 SH SHR/OTHR 10 50250 D SOUTHERN CO COM 84258710 329 9500 SH SHARED 14 9500 D SOUTHERN CO COM 84258710 12432 358586 SH SHARED 17 312170 46416 D SOUTHERN CO COM 84258710 24442 705000 SH SHARED 18 705000 D SOUTHERN CMNTY FINL CORP COM 84263210 119 12490 SH SHARED 12490 D SOUTHERN CMNTY FINL CORP COM 84263210 19 2000 SH SHARED 02 2000 D SOUTHERN PERU COPPER CORP COM 84361110 17551 409700 SH SHARED 384100 25600 D SOUTHERN PERU COPPER CORP COM 84361110 171 4008 SH SHARED 02 4008 D SOUTHERN PERU COPPER CORP COM 84361110 10607 247600 SH SHARED 10 247600 D SOUTHERN PERU COPPER CORP COM 84361110 553 12925 SH SHARED 17 12925 D SOUTHERN UN CO NEW COM 84403010 169 6900 SH SHARED 6900 D SOUTHERN UN CO NEW COM 84403010 38 1570 SH SHR/OTHR 01 1570 D SOUTHERN UN CO NEW COM 84403010 824 33590 SH SHARED 02 33590 D SOUTHERN UN CO NEW COM 84403010 25752 1049000 SH SHARED 17 1049000 D SOUTHSIDE BANCSHARES INC COM 84470P10 202 9900 SH SHARED 9900 D SOUTHSIDE BANCSHARES INC COM 84470P10 46 2264 SH SHARED 17 2264 D SOUTHWEST AIRLS CO COM 84474110 55072 3953494 SH SHARED 3939694 13800 D SOUTHWEST AIRLS CO COM 84474110 2413 173240 SH SHARED 01 9690 163550 D SOUTHWEST AIRLS CO COM 84474110 3948 283440 SH SHARED 02 283440 D SOUTHWEST AIRLS CO COM 84474110 4 300 SH SHARED 05 300 D SOUTHWEST AIRLS CO COM 84474110 361 25938 SH SHARED 06 25938 D SOUTHWEST AIRLS CO COM 84474110 1528 109698 SH SHARED 10 17921 91777 D SOUTHWEST AIRLS CO COM 84474110 20 1500 SH SHR/OTHR 10 1500 D SOUTHWEST AIRLS CO COM 84474110 1312 94243 SH SHARED 14 94243 D SOUTHWEST AIRLS CO COM 84474110 4141 297286 SH SHARED 17 297286 D SOUTHWEST BANCORP INC OKLA COM 84476710 314 15341 SH SHARED 13341 2000 D SOUTHWEST BANCORP INC OKLA COM 84476710 22 1100 SH SHARED 10 1100 D SOUTHWEST BANCORP INC OKLA COM 84476710 126 6200 SH SHARED 17 6200 D SOUTHWEST GAS CORP COM 84489510 950 37265 SH SHARED 37265 D SOUTHWEST GAS CORP COM 84489510 10 400 SH SHARED 01 400 D SOUTHWEST GAS CORP COM 84489510 382 15012 SH SHARED 17 15012 D SOUTHWEST WTR CO COM 84533110 229 19432 SH SHARED 19432 D SOUTHWEST WTR CO COM 84533110 84 7167 SH SHARED 17 7167 D SOUTHWESTERN ENERGY CO COM 84546710 18 400 SH SHARED 400 D SOUTHWESTERN ENERGY CO COM 84546710 265 5642 SH SHR/OTHR 01 5642 D SOUTHWESTERN ENERGY CO COM 84546710 427 9100 SH SHARED 02 9100 D SOUTHWESTERN ENERGY CO COM 84546710 272 5800 SH SHARED 10 1800 4000 D SOUTHWESTERN ENERGY CO COM 84546710 295 6300 SH SHARED 17 6300 D SOVEREIGN BANCORP INC COM 84590510 30122 1348359 SH SHARED 1348059 300 D SOVEREIGN BANCORP INC COM 84590510 1397 62577 SH SHARED 01 62577 D SOVEREIGN BANCORP INC COM 84590510 105 4737 SH SHR/OTHR 01 4737 D SOVEREIGN BANCORP INC COM 84590510 3258 145861 SH SHARED 02 145861 D SOVEREIGN BANCORP INC COM 84590510 100 4500 SH SHARED 06 4500 D SOVEREIGN BANCORP INC COM 84590510 1874 83907 SH SHARED 10 79125 4782 D SOVEREIGN BANCORP INC COM 84590510 48 2158 SH SHARED 14 2158 D SOVEREIGN BANCORP INC COM 84590510 98805 4422804 SH SHARED 17 4422804 D SOVRAN SELF STORAGE INC COM 84610H10 734 16167 SH SHARED 16167 D SOVRAN SELF STORAGE INC COM 84610H10 1677 36900 SH SHARED 10 36900 D SOVRAN SELF STORAGE INC COM 84610H10 22107 486300 SH SHARED 11 486300 D SOVRAN SELF STORAGE INC COM 84610H10 654 14400 SH SHARED 17 7000 7400 D SPACEHAB INC NOTE 8.000%10/1 846243AC 418 500000 PRN SHARED 500000 D SPANISH BROADCASTING SYS INC CL A 84642588 921 92216 SH SHARED 92216 D SPANISH BROADCASTING SYS INC CL A 84642588 8 900 SH SHARED 01 900 D SPANISH BROADCASTING SYS INC CL A 84642588 185 18569 SH SHARED 17 18569 D SPARTAN STORES INC COM 84682210 299 20401 SH SHARED 20401 D SPARTAN STORES INC COM 84682210 142 9700 SH SHARED 17 9700 D SPARTECH CORP COM NEW 84722020 561 31554 SH SHARED 31554 D SPARTECH CORP COM NEW 84722020 33 1870 SH SHARED 10 1870 D SPARTECH CORP COM NEW 84722020 261 14700 SH SHARED 17 14700 D SPATIALIGHT INC COM 84724810 294 51915 SH SHARED 51915 D SPATIALIGHT INC COM 84724810 83 14700 SH SHARED 17 14700 D SPECIALTY LABORATORIES INC COM 84749R10 102 12199 SH SHARED 12199 D SPECIALTY LABORATORIES INC COM 84749R10 25 3000 SH SHARED 17 3000 D SPECIALTY UNDERWRITERS ALLIA COM 84751T30 8862 972800 SH SHARED 17 972800 D SPECTRALINK CORP COM 84758010 1808 171880 SH SHR/OTHR 171880 D SPECTRALINK CORP COM 84758010 201 19166 SH SHARED 19166 D SPECTRALINK CORP COM 84758010 103 9800 SH SHARED 17 9800 D SPECTRASITE INC COM 84761M10 6095 81900 SH SHARED 81900 D SPECTRASITE INC COM 84761M10 7 105 SH SHARED 01 105 D SPECTRASITE INC COM 84761M10 342 4600 SH SHARED 02 4600 D SPECTRASITE INC COM 84761M10 446 6000 SH SHARED 17 6000 D SPECTRUM BRANDS INC COM 84762L10 3496 105954 SH SHARED 105954 D SPECTRUM BRANDS INC COM 84762L10 39 1200 SH SHR/OTHR 01 1200 D SPECTRUM BRANDS INC COM 84762L10 118 3600 SH SHARED 02 3600 D SPECTRUM BRANDS INC COM 84762L10 39 1200 SH SHARED 10 1200 D SPECTRUM BRANDS INC COM 84762L10 118 3600 SH SHARED 17 3600 D SPECTRUM PHARMACEUTICALS INC COM 84763A10 1 400 SH SHARED 400 D SPEEDWAY MOTORSPORTS INC COM 84778810 560 15333 SH SHARED 15333 D SPEEDWAY MOTORSPORTS INC COM 84778810 58 1600 SH SHARED 01 1600 D SPEEDWAY MOTORSPORTS INC COM 84778810 109 3000 SH SHR/OTHR 01 3000 D SPEEDWAY MOTORSPORTS INC COM 84778810 272 7454 SH SHARED 17 7454 D SPHERION CORP COM 84842010 35 5400 SH SHARED 5400 D SPHERION CORP COM 84842010 527 79965 SH SHARED 79965 D SPHERION CORP COM 84842010 1 200 SH SHARED 02 200 D SPHERION CORP COM 84842010 148 22543 SH SHARED 17 22543 D SPINNAKER EXPL CO COM 84855W10 1646 46399 SH SHARED 46399 D SPINNAKER EXPL CO COM 84855W10 1117 31500 SH SHARED 01 31500 D SPINNAKER EXPL CO COM 84855W10 24 702 SH SHARED 02 702 D SPINNAKER EXPL CO COM 84855W10 3506 98800 SH SHARED 10 98800 D SPINNAKER EXPL CO COM 84855W10 1206 34000 SH SHARED 14 34000 D SPINNAKER EXPL CO COM 84855W10 428 12080 SH SHARED 17 12080 D SPIRIT FIN CORP COM 84856830 781 66469 SH SHARED 66469 D SPIRIT FIN CORP COM 84856830 303 25860 SH SHARED 17 25860 D SPORTS AUTH INC NEW COM 84917U10 2648 83279 SH SHARED 83279 D SPORTS AUTH INC NEW COM 84917U10 50 1600 SH SHARED 01 1600 D SPORTS AUTH INC NEW COM 84917U10 254 8000 SH SHARED 02 8000 D SPORTS AUTH INC NEW COM 84917U10 392 12349 SH SHARED 17 12349 D SPRINT CORP COM FON 85206110 288 11500 SH SHARED 11500 D SPRINT CORP COM FON 85206110 217321 8661663 SH SHARED 8518413 143250 D SPRINT CORP COM FON 85206110 7738 308427 SH SHARED 01 308427 D SPRINT CORP COM FON 85206110 424 16900 SH SHR/OTHR 01 16900 D SPRINT CORP COM FON 85206110 60853 2425403 SH SHARED 02 2425403 D SPRINT CORP COM FON 85206110 12773 509100 SH SHARED 03 509100 D SPRINT CORP COM FON 85206110 23910 952970 SH SHARED 04 941470 11500 D SPRINT CORP COM FON 85206110 9224 367650 SH SHARED 05 309600 58050 D SPRINT CORP COM FON 85206110 6872 273908 SH SHARED 06 273908 D SPRINT CORP COM FON 85206110 105487 4204360 SH SHARED 10 150480 3948880 105000 D SPRINT CORP COM FON 85206110 258 10300 SH SHARED 14 10300 D SPRINT CORP COM FON 85206110 21823 869809 SH SHARED 17 834909 34900 D SS&C TECHNOLOGIES INC COM 85227Q10 1685 53206 SH SHARED 20006 33200 D SS&C TECHNOLOGIES INC COM 85227Q10 15 500 SH SHR/OTHR 01 500 D SS&C TECHNOLOGIES INC COM 85227Q10 107 3400 SH SHARED 02 3400 D SS&C TECHNOLOGIES INC COM 85227Q10 815 25750 SH SHARED 10 25750 D SS&C TECHNOLOGIES INC COM 85227Q10 2570 81150 SH SHARED 17 5500 75650 D STAGE STORES INC *W EXP 08/23/200 85254C12 1503 52246 SH SHARED 52246 D STAGE STORES INC *W EXP 08/23/200 85254C13 125 5225 SH SHARED 5225 D STAGE STORES INC COM NEW 85254C30 1560 35798 SH SHARED 18398 17400 D STAGE STORES INC COM NEW 85254C30 0 2 SH SHARED 02 2 D STAGE STORES INC COM NEW 85254C30 5118 117400 SH SHARED 10 117400 D STAGE STORES INC COM NEW 85254C30 1308 30000 SH SHARED 17 8200 21800 D STAKTEK HLDGS INC COM 85256P10 23 7800 SH SHARED 7800 D STAKTEK HLDGS INC COM 85256P10 3 1100 SH SHARED 02 1100 D STAMPS COM INC COM NEW 85285720 991 52871 SH SHARED 48271 4600 D STAMPS COM INC COM NEW 85285720 41 2200 SH SHARED 02 2200 D STAMPS COM INC COM NEW 85285720 226 12100 SH SHARED 17 7900 4200 D STANCORP FINL GROUP INC COM 85289110 214 2800 SH SHARED 2800 D STANCORP FINL GROUP INC COM 85289110 865 11300 SH SHARED 11300 D STANCORP FINL GROUP INC COM 85289110 735 9600 SH SHARED 01 9600 D STANCORP FINL GROUP INC COM 85289110 1082 14132 SH SHARED 02 14132 D STANCORP FINL GROUP INC COM 85289110 27 355 SH SHARED 06 355 D STANCORP FINL GROUP INC COM 85289110 23 312 SH SHARED 10 312 D STANCORP FINL GROUP INC COM 85289110 528 6900 SH SHARED 17 6900 D STANDARD MICROSYSTEMS CORP COM 85362610 500 21399 SH SHARED 21399 D STANDARD MICROSYSTEMS CORP COM 85362610 21 900 SH SHARED 01 900 D STANDARD MICROSYSTEMS CORP COM 85362610 70 3000 SH SHARED 02 3000 D STANDARD MICROSYSTEMS CORP COM 85362610 93 4020 SH SHARED 10 4020 D STANDARD MICROSYSTEMS CORP COM 85362610 228 9761 SH SHARED 17 9761 D STANDARD MTR PRODS INC SDCV 6.750% 7/1 853666AB 42 50000 PRN SHR/OTHR 01 50000 D STANDARD MTR PRODS INC COM 85366610 195 14773 SH SHARED 14773 D STANDARD MTR PRODS INC COM 85366610 47 3600 SH SHARED 17 3600 D STANDARD PAC CORP NEW COM 85375C10 439 5000 SH SHARED 5000 D STANDARD PAC CORP NEW COM 85375C10 26 300 SH SHARED 300 D STANDARD PAC CORP NEW COM 85375C10 43 500 SH SHR/OTHR 01 500 D STANDARD PAC CORP NEW COM 85375C10 721 8200 SH SHARED 02 8200 D STANDARD PAC CORP NEW COM 85375C10 102 1170 SH SHARED 10 1170 D STANDARD PAC CORP NEW COM 85375C10 325 3700 SH SHARED 17 3700 D STANDARD REGISTER CO COM 85388710 285 18083 SH SHARED 16783 1300 D STANDARD REGISTER CO COM 85388710 173 11000 SH SHARED 10 11000 D STANDARD REGISTER CO COM 85388710 82 5200 SH SHARED 17 5200 D STANDEX INTL CORP COM 85423110 347 12233 SH SHARED 12233 D STANDEX INTL CORP COM 85423110 0 2 SH SHARED 02 2 D STANDEX INTL CORP COM 85423110 30 1080 SH SHARED 10 1080 D STANDEX INTL CORP COM 85423110 102 3600 SH SHARED 17 3600 D STANLEY FURNITURE INC COM NEW 85430520 312 12710 SH SHARED 12710 D STANLEY FURNITURE INC COM NEW 85430520 51 2080 SH SHR/OTHR 01 2080 D STANLEY FURNITURE INC COM NEW 85430520 169 6900 SH SHARED 17 6900 D STANLEY WKS COM 85461610 22760 499795 SH SHARED 499595 200 D STANLEY WKS COM 85461610 1410 30977 SH SHARED 01 13000 17977 D STANLEY WKS COM 85461610 91 2015 SH SHR/OTHR 01 2015 D STANLEY WKS COM 85461610 1283 28193 SH SHARED 02 28193 D STANLEY WKS COM 85461610 34 750 SH SHARED 06 750 D STANLEY WKS COM 85461610 109 2400 SH SHARED 14 2400 D STANLEY WKS COM 85461610 3290 72254 SH SHARED 17 39809 32445 D STAPLES INC COM 85503010 100295 4710923 SH SHARED 4565773 145150 D STAPLES INC COM 85503010 3789 178005 SH SHARED 01 22097 155908 D STAPLES INC COM 85503010 399 18750 SH SHR/OTHR 01 18750 D STAPLES INC COM 85503010 5616 263787 SH SHARED 02 263787 D STAPLES INC COM 85503010 9405 441786 SH SHARED 04 430155 11631 D STAPLES INC COM 85503010 5064 237863 SH SHARED 05 204343 33520 D STAPLES INC COM 85503010 2826 132773 SH SHARED 06 132773 D STAPLES INC COM 85503010 89568 4207091 SH SHARED 10 701316 2990395 515380 D STAPLES INC COM 85503010 207 9750 SH SHR/OTHR 10 9750 D STAPLES INC COM 85503010 498 23397 SH SHARED 14 23397 D STAPLES INC COM 85503010 98645 4633411 SH SHARED 17 4633411 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 3788 1329400 SH SHARED 1329400 D STAR SCIENTIFIC INC COM 85517P10 159 35714 SH SHARED 35714 D STAR SCIENTIFIC INC COM 85517P10 68 15300 SH SHARED 17 15300 D STARBUCKS CORP COM 85524410 5961 115400 SH SHARED 115400 D STARBUCKS CORP COM 85524410 201825 3906806 SH SHARED 3895706 11100 D STARBUCKS CORP COM 85524410 5360 103760 SH SHARED 01 5675 98085 D STARBUCKS CORP COM 85524410 697 13494 SH SHR/OTHR 01 13494 D STARBUCKS CORP COM 85524410 17502 338808 SH SHARED 02 338808 D STARBUCKS CORP COM 85524410 77 1500 SH SHARED 04 1500 D STARBUCKS CORP COM 85524410 15 300 SH SHARED 05 300 D STARBUCKS CORP COM 85524410 364 7050 SH SHARED 06 7050 D STARBUCKS CORP COM 85524410 27328 529005 SH SHARED 10 121100 337500 70405 D STARBUCKS CORP COM 85524410 156 3036 SH SHARED 14 3036 D STARBUCKS CORP COM 85524410 11108 215023 SH SHARED 17 215023 D STARTEK INC COM 85569C10 401 24467 SH SHARED 24467 D STARTEK INC COM 85569C10 8 500 SH SHARED 01 500 D STARTEK INC COM 85569C10 97 5925 SH SHARED 17 5925 D STATE AUTO FINL CORP COM 85570710 16456 530166 SH SHARED 530166 D STATE AUTO FINL CORP COM 85570710 189 6100 SH SHARED 17 6100 D STATE BANCORP INC N.Y COM 85571610 179 7933 SH SHARED 7933 D STATE BANCORP INC N.Y COM 85571610 2 100 SH SHARED 02 100 D STATE BANCORP INC N.Y COM 85571610 42 1881 SH SHARED 17 1881 D STARWOOD HOTELS&RESORTS WRLD NOTE 3.500% 5/1 85590AAJ 6863 5729000 PRN SHARED 02 5729000 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 28206 481585 SH SHARED 479485 2100 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 2487 42471 SH SHARED 01 42471 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 23 400 SH SHR/OTHR 01 400 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 9633 164486 SH SHARED 02 164486 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 11 200 SH SHARED 05 200 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 878 15000 SH SHARED 06 15000 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 450 7700 SH SHARED 10 7700 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 417584 7129665 SH SHARED 11 7129665 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 7479 127697 SH SHARED 17 127697 D STATE FINL SVCS CORP CL A 85685510 234 5833 SH SHARED 5833 D STATE FINL SVCS CORP CL A 85685510 116 2900 SH SHARED 17 2900 D STATE STR CORP COM 85747710 51718 1071886 SH SHARED 1062886 9000 D STATE STR CORP COM 85747710 6091 126248 SH SHARED 01 48166 78082 D STATE STR CORP COM 85747710 569 11812 SH SHR/OTHR 01 11812 D STATE STR CORP COM 85747710 7919 164136 SH SHARED 02 164136 D STATE STR CORP COM 85747710 14 300 SH SHARED 05 300 D STATE STR CORP COM 85747710 620 12860 SH SHARED 06 12860 D STATE STR CORP COM 85747710 23758 492401 SH SHARED 10 17044 475357 D STATE STR CORP COM 85747710 3993 82760 SH SHR/OTHR 10 82760 D STATE STR CORP COM 85747710 1611 33400 SH SHARED 14 33400 D STATE STR CORP COM 85747710 7459 154599 SH SHARED 17 154599 D STATE STR CORP SPACES 85747720 22643 104349 SH SHARED 02 104349 D STATION CASINOS INC COM 85768910 5690 85700 SH SHARED 85700 D STATION CASINOS INC COM 85768910 292 4400 SH SHARED 01 4400 D STATION CASINOS INC COM 85768910 366 5520 SH SHARED 02 5520 D STATION CASINOS INC COM 85768910 7536 113500 SH SHARED 10 49400 64100 D STATION CASINOS INC COM 85768910 29371 442346 SH SHARED 17 442346 D STATOIL ASA SPONSORED ADR 85771P10 6 307 SH SHR/OTHR 01 307 D STATOIL ASA SPONSORED ADR 85771P10 3433 169115 SH SHARED 10 169115 D STATS CHIPPAC LTD SPONSORED ADR 85771T10 1332 187118 SH SHARED 187118 D STEAK N SHAKE CO COM 85787310 508 27309 SH SHARED 27309 D STEAK N SHAKE CO COM 85787310 57 3100 SH SHARED 01 3100 D STEAK N SHAKE CO COM 85787310 245 13175 SH SHARED 17 13175 D STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD 1020 627000 PRN SHARED 627000 D STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD 895 550000 PRN SHARED 02 550000 D STEEL DYNAMICS INC COM 85811910 15044 573122 SH SHARED 573122 D STEEL DYNAMICS INC COM 85811910 414 15800 SH SHARED 01 15800 D STEEL DYNAMICS INC COM 85811910 365 13920 SH SHARED 02 13920 D STEEL DYNAMICS INC COM 85811910 68 2597 SH SHARED 06 2597 D STEEL DYNAMICS INC COM 85811910 54 2060 SH SHARED 10 2060 D STEEL DYNAMICS INC COM 85811910 415 15830 SH SHARED 17 15830 D STEEL TECHNOLOGIES INC COM 85814710 277 16435 SH SHARED 16435 D STEEL TECHNOLOGIES INC COM 85814710 98 5800 SH SHARED 17 5800 D STEELCASE INC CL A 85815520 40 2900 SH SHARED 2900 D STEELCASE INC CL A 85815520 610 44100 SH SHARED 44100 D STEELCASE INC CL A 85815520 172 12420 SH SHARED 02 12420 D STEELCASE INC CL A 85815520 70002 5054300 SH SHARED 17 5054300 D STEIN MART INC COM 85837510 2171 98767 SH SHARED 25267 73500 D STEIN MART INC COM 85837510 13 600 SH SHR/OTHR 01 600 D STEIN MART INC COM 85837510 422 19200 SH SHARED 02 19200 D STEIN MART INC COM 85837510 1081 49200 SH SHARED 10 49200 D STEIN MART INC COM 85837510 3370 153296 SH SHARED 17 18796 134500 D STEINWAY MUSICAL INSTRS INC COM 85849510 200 6833 SH SHARED 6833 D STEINWAY MUSICAL INSTRS INC COM 85849510 55 1900 SH SHARED 01 1900 D STEINWAY MUSICAL INSTRS INC COM 85849510 8 300 SH SHR/OTHR 10 300 D STEINWAY MUSICAL INSTRS INC COM 85849510 67 2300 SH SHARED 17 2300 D STELLENT INC COM 85856W10 178 23776 SH SHARED 23776 D STELLENT INC COM 85856W10 83 11100 SH SHARED 17 11100 D STEMCELLS INC COM 85857R10 264 62839 SH SHARED 62839 D STEMCELLS INC COM 85857R10 85 20300 SH SHARED 01 20300 D STEMCELLS INC COM 85857R10 119 28300 SH SHARED 17 28300 D STEPAN CO COM 85858610 118 5367 SH SHARED 5367 D STEPAN CO COM 85858610 26 1200 SH SHARED 17 1200 D STERLING BANCSHARES INC COM 85890710 1403 90213 SH SHARED 44913 45300 D STERLING BANCSHARES INC COM 85890710 332 21400 SH SHARED 10 21400 D STERLING BANCSHARES INC COM 85890710 345 22225 SH SHARED 17 22225 D STERICYCLE INC COM 85891210 261 5200 SH SHARED 5200 D STERICYCLE INC COM 85891210 2959 58820 SH SHARED 01 2900 55920 D STERICYCLE INC COM 85891210 401 7974 SH SHR/OTHR 01 7974 D STERICYCLE INC COM 85891210 1063 21140 SH SHARED 02 21140 D STERICYCLE INC COM 85891210 6063 120505 SH SHARED 10 7545 112960 D STERICYCLE INC COM 85891210 80 1600 SH SHARED 17 1600 D STERIS CORP COM 85915210 252 9800 SH SHARED 9800 D STERIS CORP COM 85915210 1944 75459 SH SHARED 75459 D STERIS CORP COM 85915210 590 22900 SH SHARED 01 22900 D STERIS CORP COM 85915210 597 23180 SH SHARED 02 23180 D STERIS CORP COM 85915210 46 1800 SH SHARED 10 1800 D STERIS CORP COM 85915210 718 27900 SH SHARED 17 27900 D STERLING BANCORP COM 85915810 388 18205 SH SHARED 18205 D STERLING BANCORP COM 85915810 142 6684 SH SHARED 17 6684 D STEREOTAXIS INC COM 85916J10 112 14060 SH SHARED 14060 D STERLING CAP CORP COM 85916010 3 521 SH SHARED 521 D STERLING FINL CORP COM 85931710 570 26788 SH SHARED 26788 D STERLING FINL CORP COM 85931710 64 3041 SH SHARED 10 3041 D STERLING FINL CORP COM 85931710 264 12428 SH SHARED 17 12428 D STERLING FINL CORP WASH COM 85931910 908 24299 SH SHARED 23199 1100 D STERLING FINL CORP WASH COM 85931910 544 14551 SH SHARED 10 14551 D STERLING FINL CORP WASH COM 85931910 6962 186150 SH SHARED 17 141646 44504 D STEWART & STEVENSON SVCS INC COM 86034210 1778 78499 SH SHARED 30999 47500 D STEWART & STEVENSON SVCS INC COM 86034210 101 4500 SH SHARED 02 4500 D STEWART & STEVENSON SVCS INC COM 86034210 2105 92900 SH SHARED 10 92900 D STEWART & STEVENSON SVCS INC COM 86034210 1561 68900 SH SHARED 17 13600 55300 D STEWART ENTERPRISES INC CL A 86037010 898 138254 SH SHARED 138254 D STEWART ENTERPRISES INC CL A 86037010 14 2200 SH SHR/OTHR 01 2200 D STEWART ENTERPRISES INC CL A 86037010 0 21 SH SHARED 02 21 D STEWART ENTERPRISES INC CL A 86037010 259 39900 SH SHARED 17 39900 D STEWART INFORMATION SVCS COR COM 86037210 1670 39780 SH SHARED 39780 D STEWART INFORMATION SVCS COR COM 86037210 9 220 SH SHARED 01 20 200 D STEWART INFORMATION SVCS COR COM 86037210 100 2400 SH SHARED 02 2400 D STEWART INFORMATION SVCS COR COM 86037210 4809 114500 SH SHARED 10 114500 D STEWART INFORMATION SVCS COR COM 86037210 277 6600 SH SHARED 17 6600 D STIFEL FINL CORP COM 86063010 194 8069 SH SHARED 8069 D STIFEL FINL CORP COM 86063010 45 1900 SH SHARED 17 1900 D STILLWATER MNG CO COM 86074Q10 296 39999 SH SHARED 39999 D STILLWATER MNG CO COM 86074Q10 3926 529239 SH SHARED 10 454539 74700 D STILLWATER MNG CO COM 86074Q10 67 9080 SH SHARED 15 9080 D STILLWATER MNG CO COM 86074Q10 513 69225 SH SHARED 17 15925 53300 D STMICROELECTRONICS N V NY REGISTRY 86101210 8215 515410 SH SHARED 515410 D STMICROELECTRONICS N V NY REGISTRY 86101210 1 115 SH SHR/OTHR 01 115 D STMICROELECTRONICS N V NY REGISTRY 86101210 68 4300 SH SHARED 02 4300 D STOLT OFFSHORE S A SP ADR REG COM 86156710 1646 181550 SH SHARED 181550 D STOLT OFFSHORE S A SP ADR REG COM 86156710 16925 1866100 SH SHARED 04 1866100 D STOLT OFFSHORE S A SP ADR REG COM 86156710 283 31300 SH SHARED 17 31300 D STONE ENERGY CORP COM 86164210 4148 84833 SH SHARED 51833 33000 D STONE ENERGY CORP COM 86164210 1403 28700 SH SHARED 01 28700 D STONE ENERGY CORP COM 86164210 9 200 SH SHARED 02 200 D STONE ENERGY CORP COM 86164210 5281 108000 SH SHARED 10 108000 D STONE ENERGY CORP COM 86164210 2042 41779 SH SHARED 17 11479 30300 D STONERIDGE INC COM 86183P10 87 13188 SH SHARED 13188 D STONERIDGE INC COM 86183P10 13 2000 SH SHARED 02 2000 D STORA ENSO CORP SPON ADR REP R 86210M10 282 22200 SH SHARED 22200 D STORA ENSO CORP SPON ADR REP R 86210M10 145 11443 SH SHR/OTHR 01 11443 D STORA ENSO CORP SPON ADR REP R 86210M10 4 389 SH SHARED 10 389 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 55128 1519100 SH SHARED 1516200 2900 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 1520 41900 SH SHARED 01 41900 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 1715 47268 SH SHARED 02 47268 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 1287 35475 SH SHARED 17 175 35300 D STRATASYS INC COM 86268510 333 10203 SH SHARED 10203 D STRATASYS INC COM 86268510 151 4650 SH SHARED 17 4650 D STRATAGENE CORP COM 86269H10 64 7391 SH SHARED 7391 D STRATEGIC DIAGNOSTICS INC COM 86270010 5 1578 SH SHARED 05 1578 D STRATEGIC GLOBAL INCOME FD COM 86271910 64 5000 SH SHR/OTHR 01 5000 D STRATEGIC HOTEL CAP INC COM 86272T10 532 29596 SH SHARED 29596 D STRATEGIC HOTEL CAP INC COM 86272T10 165 9200 SH SHARED 01 9200 D STRATEGIC HOTEL CAP INC COM 86272T10 62769 3487200 SH SHARED 11 3487200 D STRATEGIC HOTEL CAP INC COM 86272T10 178 9900 SH SHARED 17 9900 D STRATEX NETWORKS INC COM 86279T10 235 137168 SH SHARED 137168 D STRATEX NETWORKS INC COM 86279T10 18 11000 SH SHARED 02 11000 D STRATOS INTERNATIONAL INC COM NEW 86310020 44 8027 SH SHARED 8027 D STRATTEC SEC CORP COM 86311110 199 3667 SH SHARED 3667 D STRATTEC SEC CORP COM 86311110 10 200 SH SHARED 01 200 D STRATTEC SEC CORP COM 86311110 51 950 SH SHARED 10 950 D STRATTEC SEC CORP COM 86311110 65 1200 SH SHARED 17 1200 D STRATUS PPTYS INC COM NEW 86316720 1 87 SH SHR/OTHR 01 87 D STRAYER ED INC COM 86323610 3165 36698 SH SHARED 36698 D STRAYER ED INC COM 86323610 34 400 SH SHARED 01 400 D STRAYER ED INC COM 86323610 43 500 SH SHARED 02 500 D STRAYER ED INC COM 86323610 591 6860 SH SHARED 17 6860 D STREETTRACKS SER TR WILSHIRE REIT 86330E60 3208 16302 SH SHARED 16302 D STREETTRACKS GOLD TR GOLD SHS 86330710 17 400 SH SHARED 10 400 D STRIDE RITE CORP COM 86331410 495 35962 SH SHARED 35962 D STRIDE RITE CORP COM 86331410 73 5310 SH SHARED 10 5310 D STRIDE RITE CORP COM 86331410 246 17900 SH SHARED 17 17900 D STRYKER CORP COM 86366710 51472 1082274 SH SHARED 1080174 2100 D STRYKER CORP COM 86366710 3569 75054 SH SHARED 01 250 74804 D STRYKER CORP COM 86366710 209 4400 SH SHR/OTHR 01 4400 D STRYKER CORP COM 86366710 6205 130468 SH SHARED 02 130468 D STRYKER CORP COM 86366710 9 200 SH SHARED 05 200 D STRYKER CORP COM 86366710 1571 33034 SH SHARED 06 33034 D STRYKER CORP COM 86366710 3061 64380 SH SHARED 10 50900 3700 9780 D STRYKER CORP COM 86366710 90 1900 SH SHARED 14 1900 D STRYKER CORP COM 86366710 7392 155430 SH SHARED 17 155430 D STUDENT LN CORP COM 86390210 1013 4612 SH SHARED 4612 D STUDENT LN CORP COM 86390210 88 402 SH SHARED 02 402 D STUDENT LN CORP COM 86390210 71 327 SH SHARED 14 327 D STURM RUGER & CO INC COM 86415910 173 20732 SH SHARED 20732 D STURM RUGER & CO INC COM 86415910 72 8700 SH SHARED 17 8700 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 175 4900 SH SHARED 4900 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 14 400 SH SHARED 02 400 D SUFFOLK BANCORP COM 86473910 352 10932 SH SHARED 10932 D SUFFOLK BANCORP COM 86473910 1065 33000 SH SHARED 01 33000 D SUFFOLK BANCORP COM 86473910 100 3100 SH SHARED 17 3100 D SUMMIT BANCSHARES INC TEX COM 86601110 178 10300 SH SHARED 10300 D SUMMIT FINANCIAL GROUP INC COM 86606G10 164 5017 SH SHARED 5017 D SUN BANCORP INC COM 86663B10 227 11002 SH SHARED 11002 D SUN BANCORP INC COM 86663B10 20 1000 SH SHARED 10 1000 D SUN BANCORP INC COM 86663B10 105 5108 SH SHARED 17 5108 D SUN COMMUNITIES INC COM 86667410 1274 34266 SH SHARED 23066 11200 D SUN COMMUNITIES INC COM 86667410 3 100 SH SHARED 01 100 D SUN COMMUNITIES INC COM 86667410 48 1300 SH SHARED 02 1300 D SUN COMMUNITIES INC COM 86667410 1346 36200 SH SHARED 10 36200 D SUN COMMUNITIES INC COM 86667410 256 6900 SH SHARED 17 6900 D SUN LIFE FINL INC COM 86679610 899 26700 SH SHARED 5300 21400 D SUN LIFE FINL INC COM 86679610 174 5188 SH SHARED 01 5188 D SUN LIFE FINL INC COM 86679610 544 16160 SH SHR/OTHR 01 16160 D SUN LIFE FINL INC COM 86679610 10781 319926 SH SHARED 02 319926 D SUN LIFE FINL INC COM 86679610 1415 42000 SH SHARED 05 36300 5700 D SUN LIFE FINL INC COM 86679610 104 3100 SH SHARED 06 3100 D SUN LIFE FINL INC COM 86679610 181 5380 SH SHARED 10 4837 543 D SUN LIFE FINL INC COM 86679610 613 18200 SH SHARED 17 18200 D SUN MICROSYSTEMS INC COM 86681010 122688 32892324 SH SHARED 31206664 1685660 D SUN MICROSYSTEMS INC COM 86681010 1105 296252 SH SHARED 01 58810 237442 D SUN MICROSYSTEMS INC COM 86681010 69 18740 SH SHR/OTHR 01 18740 D SUN MICROSYSTEMS INC COM 86681010 5181 1389256 SH SHARED 02 1389256 D SUN MICROSYSTEMS INC COM 86681010 606 162600 SH SHARED 03 162600 D SUN MICROSYSTEMS INC COM 86681010 630 169142 SH SHARED 04 145000 24142 D SUN MICROSYSTEMS INC COM 86681010 13352 3579800 SH SHARED 05 1311370 2268430 D SUN MICROSYSTEMS INC COM 86681010 786 210922 SH SHARED 06 210922 D SUN MICROSYSTEMS INC COM 86681010 25756 6905221 SH SHARED 10 6849671 31700 23850 D SUN MICROSYSTEMS INC COM 86681010 35 9500 SH SHR/OTHR 10 9500 D SUN MICROSYSTEMS INC COM 86681010 1552 416144 SH SHARED 14 416144 D SUN MICROSYSTEMS INC COM 86681010 6207 1664146 SH SHARED 17 1664146 D SUN HYDRAULICS CORP COM 86694210 156 4314 SH SHARED 4314 D SUN HYDRAULICS CORP COM 86694210 90 2500 SH SHARED 17 2500 D SUNCOM WIRELESS HLDGS INC CL A 86722Q10 2229 1032300 SH SHARED 1032300 D SUNCOM WIRELESS HLDGS INC CL A 86722Q10 9 4500 SH SHARED 02 4500 D SUNCOR ENERGY INC COM 86722910 36152 764000 SH SHARED 753100 10900 D SUNCOR ENERGY INC COM 86722910 558 11810 SH SHARED 01 11810 D SUNCOR ENERGY INC COM 86722910 1265 26750 SH SHR/OTHR 01 26750 D SUNCOR ENERGY INC COM 86722910 9214 194736 SH SHARED 02 194736 D SUNCOR ENERGY INC COM 86722910 29672 627050 SH SHARED 04 626000 1050 D SUNCOR ENERGY INC COM 86722910 18 400 SH SHARED 05 400 D SUNCOR ENERGY INC COM 86722910 108 2300 SH SHARED 06 2300 D SUNCOR ENERGY INC COM 86722910 151 3200 SH SHARED 14 3200 D SUNCOR ENERGY INC COM 86722910 6959 147077 SH SHARED 17 147077 D SUNGARD DATA SYS INC COM 86736310 218521 6213283 SH SHARED 6212883 400 D SUNGARD DATA SYS INC COM 86736310 4181 118903 SH SHARED 01 12790 106113 D SUNGARD DATA SYS INC COM 86736310 254 7231 SH SHR/OTHR 01 7231 D SUNGARD DATA SYS INC COM 86736310 3863 109840 SH SHARED 02 109840 D SUNGARD DATA SYS INC COM 86736310 10 300 SH SHARED 05 300 D SUNGARD DATA SYS INC COM 86736310 167 4752 SH SHARED 06 4752 D SUNGARD DATA SYS INC COM 86736310 8878 252434 SH SHARED 10 58920 193514 D SUNGARD DATA SYS INC COM 86736310 24 700 SH SHR/OTHR 10 700 D SUNGARD DATA SYS INC COM 86736310 318 9059 SH SHARED 14 9059 D SUNGARD DATA SYS INC COM 86736310 4402 125186 SH SHARED 17 125186 D SUNOPTA INC COM 8676EP10 755 133034 SH SHARED 05 133034 D SUNOCO INC COM 86764P10 522 4600 SH SHARED 4600 D SUNOCO INC COM 86764P10 63533 558878 SH SHARED 533978 24900 D SUNOCO INC COM 86764P10 1763 15513 SH SHARED 01 1000 14513 D SUNOCO INC COM 86764P10 91 805 SH SHR/OTHR 01 805 D SUNOCO INC COM 86764P10 3562 31334 SH SHARED 02 31334 D SUNOCO INC COM 86764P10 1193 10500 SH SHARED 03 10500 D SUNOCO INC COM 86764P10 99 875 SH SHARED 04 875 D SUNOCO INC COM 86764P10 2887 25400 SH SHARED 05 25400 D SUNOCO INC COM 86764P10 125 1100 SH SHARED 06 1100 D SUNOCO INC COM 86764P10 18658 164133 SH SHARED 10 12033 152100 D SUNOCO INC COM 86764P10 217 1914 SH SHARED 14 1914 D SUNOCO INC COM 86764P10 6337 55749 SH SHARED 17 37649 18100 D SUNRISE SENIOR LIVING INC NOTE 5.250% 2/0 86768KAE 30 20000 PRN SHARED 02 20000 D SUNRISE SENIOR LIVING INC COM 86768K10 15068 279150 SH SHARED 279150 D SUNRISE SENIOR LIVING INC COM 86768K10 968 17933 SH SHARED 17933 D SUNRISE SENIOR LIVING INC COM 86768K10 923 17100 SH SHARED 01 17100 D SUNRISE SENIOR LIVING INC COM 86768K10 102 1906 SH SHARED 02 1906 D SUNRISE SENIOR LIVING INC COM 86768K10 357 6625 SH SHARED 17 6625 D SUNTERRA CORP COM NEW 86787D20 767 47367 SH SHARED 47367 D SUNTERRA CORP COM NEW 86787D20 150 9300 SH SHARED 17 9300 D SUNTRON CORP COM 86789P10 0 100 SH SHARED 02 100 D SUNSTONE HOTEL INVS INC NEW COM 86789210 825 34030 SH SHARED 34030 D SUNSTONE HOTEL INVS INC NEW COM 86789210 249 10300 SH SHARED 11 10300 D SUNSTONE HOTEL INVS INC NEW COM 86789210 276 11400 SH SHARED 17 11400 D SUNTRUST BKS INC COM 86791410 146162 2023285 SH SHARED 1813449 209836 D SUNTRUST BKS INC COM 86791410 122 1700 SH SHR/OTHR 1700 D SUNTRUST BKS INC COM 86791410 13241 183297 SH SHARED 01 92550 90747 D SUNTRUST BKS INC COM 86791410 1160 16062 SH SHR/OTHR 01 16062 D SUNTRUST BKS INC COM 86791410 12941 179146 SH SHARED 02 179146 D SUNTRUST BKS INC COM 86791410 15 219 SH SHARED 05 219 D SUNTRUST BKS INC COM 86791410 429 5940 SH SHARED 06 5940 D SUNTRUST BKS INC COM 86791410 87170 1206683 SH SHARED 10 922946 283737 D SUNTRUST BKS INC COM 86791410 180 2500 SH SHR/OTHR 10 2500 D SUNTRUST BKS INC COM 86791410 35 497 SH SHARED 14 497 D SUNTRUST BKS INC COM 86791410 1791 24800 SH SHARED 15 24800 D SUNTRUST BKS INC COM 86791410 16064 222375 SH SHARED 17 188856 33519 D SUPERGEN INC COM 86805910 278 56449 SH SHARED 56449 D SUPERGEN INC COM 86805910 112 22783 SH SHARED 17 22783 D SUPERIOR ESSEX INC COM 86815V10 8122 458665 SH SHARED 458665 D SUPERIOR ESSEX INC COM 86815V10 149 8440 SH SHARED 17 8440 D SUPERIOR ENERGY SVCS INC COM 86815710 1512 84971 SH SHARED 84971 D SUPERIOR ENERGY SVCS INC COM 86815710 94 5300 SH SHARED 02 5300 D SUPERIOR ENERGY SVCS INC COM 86815710 7588 426301 SH SHARED 17 426301 D SUPERIOR INDS INTL INC COM 86816810 522 22031 SH SHARED 22031 D SUPERIOR INDS INTL INC COM 86816810 60 2550 SH SHR/OTHR 01 2550 D SUPERIOR INDS INTL INC COM 86816810 49 2100 SH SHARED 02 2100 D SUPERIOR INDS INTL INC COM 86816810 239 10100 SH SHARED 17 10100 D SUPERTEX INC COM 86853210 173 9835 SH SHARED 9835 D SUPERTEX INC COM 86853210 97 5548 SH SHARED 17 5548 D SUPERVALU INC NOTE 11/0 868536AP 8664 25483000 PRN SHARED 25483000 D SUPERVALU INC NOTE 11/0 868536AP 1330 3914000 PRN SHARED 02 3914000 D SUPERVALU INC COM 86853610 221 6800 SH SHARED 6800 D SUPERVALU INC COM 86853610 23149 709900 SH SHARED 709900 D SUPERVALU INC COM 86853610 1346 41299 SH SHARED 01 41299 D SUPERVALU INC COM 86853610 1814 55643 SH SHARED 02 55643 D SUPERVALU INC COM 86853610 230 7083 SH SHARED 06 7083 D SUPERVALU INC COM 86853610 873 26800 SH SHARED 10 26800 D SUPERVALU INC COM 86853610 205 6300 SH SHARED 14 6300 D SUPERVALU INC COM 86853610 2529 77572 SH SHARED 17 77572 D SUPPORTSOFT INC COM 86858710 219 42218 SH SHARED 42218 D SUPPORTSOFT INC COM 86858710 89 17200 SH SHARED 17 17200 D SUREWEST COMMUNICATIONS COM 86873310 371 14466 SH SHARED 14466 D SUREWEST COMMUNICATIONS COM 86873310 141 5500 SH SHARED 17 5500 D SURMODICS INC COM 86887310 1818 41934 SH SHARED 14934 27000 D SURMODICS INC COM 86887310 828 19100 SH SHARED 17 6800 12300 D SUSQUEHANNA BANCSHARES INC P COM 86909910 1134 46131 SH SHARED 46131 D SUSQUEHANNA BANCSHARES INC P COM 86909910 0 2 SH SHARED 02 2 D SUSQUEHANNA BANCSHARES INC P COM 86909910 520 21147 SH SHARED 17 21147 D SWIFT ENERGY CO COM 87073810 1330 37133 SH SHARED 27633 9500 D SWIFT ENERGY CO COM 87073810 325 9100 SH SHARED 01 9100 D SWIFT ENERGY CO COM 87073810 1300 36300 SH SHARED 10 36300 D SWIFT ENERGY CO COM 87073810 1394 38920 SH SHARED 17 15320 23600 D SWIFT TRANSN CO COM 87075610 249 10700 SH SHARED 10700 D SWIFT TRANSN CO COM 87075610 563 24200 SH SHARED 01 24200 D SWIFT TRANSN CO COM 87075610 568 24428 SH SHARED 02 24428 D SWIFT TRANSN CO COM 87075610 8607 369600 SH SHARED 17 369600 D SWISSCOM AG SPONSORED ADR 87101310 15 480 SH SHARED 480 D SYBASE INC COM 87113010 1901 103608 SH SHARED 103608 D SYBASE INC COM 87113010 607 33100 SH SHARED 01 33100 D SYBASE INC COM 87113010 698 38055 SH SHARED 02 38055 D SYBASE INC COM 87113010 238 13000 SH SHARED 17 13000 D SYBRON DENTAL SPECIALTIES IN COM 87114210 2182 58001 SH SHARED 58001 D SYBRON DENTAL SPECIALTIES IN COM 87114210 154 4100 SH SHR/OTHR 01 4100 D SYBRON DENTAL SPECIALTIES IN COM 87114210 2683 71320 SH SHARED 10 720 70600 D SYBRON DENTAL SPECIALTIES IN COM 87114210 899 23900 SH SHARED 17 23900 D SYCAMORE NETWORKS INC COM 87120610 613 177755 SH SHARED 177755 D SYCAMORE NETWORKS INC COM 87120610 37 10725 SH SHR/OTHR 01 10725 D SYCAMORE NETWORKS INC COM 87120610 224 65200 SH SHARED 17 65200 D SYKES ENTERPRISES INC COM 87123710 245 25867 SH SHARED 25867 D SYKES ENTERPRISES INC COM 87123710 15 1600 SH SHR/OTHR 01 1600 D SYKES ENTERPRISES INC COM 87123710 20 2180 SH SHARED 10 2180 D SYKES ENTERPRISES INC COM 87123710 122 12900 SH SHARED 17 12900 D SYMANTEC CORP COM 87150310 133429 6137501 SH SHARED 5858725 278776 D SYMANTEC CORP COM 87150310 4443 204376 SH SHARED 01 27376 177000 D SYMANTEC CORP COM 87150310 551 25345 SH SHR/OTHR 01 25345 D SYMANTEC CORP COM 87150310 7602 349707 SH SHARED 02 349707 D SYMANTEC CORP COM 87150310 167749 7716171 SH SHARED 04 7712171 4000 D SYMANTEC CORP COM 87150310 7713 354812 SH SHARED 05 118962 235850 D SYMANTEC CORP COM 87150310 2863 131700 SH SHARED 06 131700 D SYMANTEC CORP COM 87150310 98103 4512603 SH SHARED 10 2407063 1821590 283950 D SYMANTEC CORP COM 87150310 10 500 SH SHR/OTHR 10 500 D SYMANTEC CORP COM 87150310 2121 97600 SH SHARED 14 97600 D SYMANTEC CORP COM 87150310 1706 78500 SH SHARED 15 78500 D SYMANTEC CORP COM 87150310 4021 185000 SH SHARED 16 185000 D SYMANTEC CORP COM 87150310 20636 949249 SH SHARED 17 949249 D SYMBION INC DEL COM 87150710 407 17095 SH SHARED 17095 D SYMBION INC DEL COM 87150710 23 975 SH SHR/OTHR 01 975 D SYMBION INC DEL COM 87150710 653 27400 SH SHARED 05 27400 D SYMBION INC DEL COM 87150710 3386 142000 SH SHARED 17 142000 D SYMBOL TECHNOLOGIES INC COM 87150810 5422 549400 SH SHARED 548800 600 D SYMBOL TECHNOLOGIES INC COM 87150810 636 64489 SH SHARED 01 64489 D SYMBOL TECHNOLOGIES INC COM 87150810 16 1687 SH SHR/OTHR 01 1687 D SYMBOL TECHNOLOGIES INC COM 87150810 979 99284 SH SHARED 02 99284 D SYMBOL TECHNOLOGIES INC COM 87150810 39 4000 SH SHARED 06 4000 D SYMBOL TECHNOLOGIES INC COM 87150810 3917 396868 SH SHARED 10 396868 D SYMBOL TECHNOLOGIES INC COM 87150810 1512 153200 SH SHARED 14 153200 D SYMBOL TECHNOLOGIES INC COM 87150810 2152 218094 SH SHARED 17 218094 D SYMMETRICOM INC COM 87154310 2012 194433 SH SHARED 46633 147800 D SYMMETRICOM INC COM 87154310 2578 249176 SH SHARED 02 249176 D SYMMETRICOM INC COM 87154310 1018 98400 SH SHARED 10 98400 D SYMMETRICOM INC COM 87154310 1590 153700 SH SHARED 17 20200 133500 D SYMMETRY MED INC COM 87154620 193 8200 SH SHARED 8200 D SYMMETRY MED INC COM 87154620 8 375 SH SHR/OTHR 01 375 D SYMMETRY MED INC COM 87154620 112 4800 SH SHARED 17 4800 D SYMYX TECHNOLOGIES COM 87155S10 969 34645 SH SHARED 34645 D SYMYX TECHNOLOGIES COM 87155S10 570 20400 SH SHARED 02 20400 D SYMYX TECHNOLOGIES COM 87155S10 348 12470 SH SHARED 17 12470 D SYMS CORP COM 87155110 92 6321 SH SHARED 6321 D SYNAPTICS INC COM 87157D10 530 24832 SH SHARED 24832 D SYNAPTICS INC COM 87157D10 68 3226 SH SHARED 01 3226 D SYNAPTICS INC COM 87157D10 1764 82585 SH SHARED 02 82585 D SYNAPTICS INC COM 87157D10 190 8900 SH SHARED 17 8900 D SYNGENTA AG SPONSORED ADR 87160A10 1288 63200 SH SHARED 63200 D SYNGENTA AG SPONSORED ADR 87160A10 163 8017 SH SHARED 10 8017 D SYNPLICITY INC COM 87160Y10 107 19876 SH SHARED 19876 D SYNOPSYS INC COM 87160710 1974 118446 SH SHARED 118446 D SYNOPSYS INC COM 87160710 8037 482145 SH SHARED 481345 800 D SYNOPSYS INC COM 87160710 901 54076 SH SHARED 01 54076 D SYNOPSYS INC COM 87160710 1018 61076 SH SHARED 02 61076 D SYNOPSYS INC COM 87160710 85 5128 SH SHARED 06 5128 D SYNOPSYS INC COM 87160710 145 8742 SH SHARED 14 8742 D SYNOVUS FINL CORP COM 87161C10 21761 759051 SH SHARED 758251 800 D SYNOVUS FINL CORP COM 87161C10 1644 57348 SH SHARED 01 57348 D SYNOVUS FINL CORP COM 87161C10 4211 146898 SH SHARED 02 146898 D SYNOVUS FINL CORP COM 87161C10 71 2500 SH SHARED 06 2500 D SYNOVUS FINL CORP COM 87161C10 65 2300 SH SHARED 14 2300 D SYNOVUS FINL CORP COM 87161C10 3512 122524 SH SHARED 17 122524 D SYNTEL INC COM 87162H10 204 12768 SH SHARED 12768 D SYNTEL INC COM 87162H10 12 800 SH SHARED 01 800 D SYNTEL INC COM 87162H10 40 2500 SH SHARED 17 2500 D SYNNEX CORP COM 87162W10 185 10604 SH SHARED 10604 D SYNIVERSE HLDGS INC COM 87163F10 248 17732 SH SHARED 17732 D SYNIVERSE HLDGS INC COM 87163F10 16172 1155200 SH SHARED 10 1149700 5500 D SYNIVERSE HLDGS INC COM 87163F10 123 8820 SH SHARED 17 8820 D SYNTROLEUM CORP COM 87163010 394 38413 SH SHARED 38413 D SYNTROLEUM CORP COM 87163010 11 1100 SH SHARED 01 1100 D SYNTROLEUM CORP COM 87163010 178 17400 SH SHARED 17 17400 D SYPRIS SOLUTIONS INC COM 87165510 108 8773 SH SHARED 8773 D SYPRIS SOLUTIONS INC COM 87165510 25 2100 SH SHARED 17 2100 D SYSCO CORP COM 87182910 67978 1878387 SH SHARED 1814587 63800 D SYSCO CORP COM 87182910 15516 428759 SH SHARED 01 165744 263015 D SYSCO CORP COM 87182910 5023 138797 SH SHR/OTHR 01 138797 D SYSCO CORP COM 87182910 9794 270649 SH SHARED 02 270649 D SYSCO CORP COM 87182910 615 17000 SH SHARED 04 17000 D SYSCO CORP COM 87182910 18 500 SH SHARED 05 500 D SYSCO CORP COM 87182910 724 20030 SH SHARED 06 20030 D SYSCO CORP COM 87182910 61631 1702999 SH SHARED 10 106478 1596521 D SYSCO CORP COM 87182910 10923 301837 SH SHR/OTHR 10 301837 D SYSCO CORP COM 87182910 2120 58600 SH SHARED 14 58600 D SYSCO CORP COM 87182910 9222 254847 SH SHARED 17 254847 D SYSTEMAX INC COM 87185110 62 9333 SH SHARED 9333 D SYSTEMAX INC COM 87185110 19 2900 SH SHARED 17 2900 D TBC CORP NEW COM 87218310 606 22373 SH SHARED 22373 D TBC CORP NEW COM 87218310 0 2 SH SHARED 02 2 D TBC CORP NEW COM 87218310 246 9100 SH SHARED 17 9100 D TCF FINL CORP COM 87227510 688 26600 SH SHARED 26500 100 D TCF FINL CORP COM 87227510 1253 48454 SH SHARED 01 48454 D TCF FINL CORP COM 87227510 94 3653 SH SHR/OTHR 01 3653 D TCF FINL CORP COM 87227510 1686 65180 SH SHARED 02 65180 D TCF FINL CORP COM 87227510 163 6300 SH SHARED 17 6300 D TC PIPELINES LP UT COM LTD PRT 87233Q10 526 15874 SH SHARED 15874 D TCW CONV SECS FD INC COM 87234010 1 293 SH SHARED 293 D TD BANKNORTH INC COM 87235A10 10239 343603 SH SHARED 343603 D TD BANKNORTH INC COM 87235A10 64 2158 SH SHARED 01 2158 D TD BANKNORTH INC COM 87235A10 77 2604 SH SHR/OTHR 01 2604 D TD BANKNORTH INC COM 87235A10 823 27644 SH SHARED 02 27644 D TD BANKNORTH INC COM 87235A10 20 686 SH SHARED 06 686 D TD BANKNORTH INC COM 87235A10 1 49 SH SHARED 10 49 D TD BANKNORTH INC COM 87235A10 71 2400 SH SHARED 17 2400 D TDK CORP AMERN DEP SH 87235140 39 563 SH SHARED 10 563 D TDC A/S SPONSORED ADR 87236N10 314 14700 SH SHARED 14700 D TDC A/S SPONSORED ADR 87236N10 12 600 SH SHARED 01 600 D TDC A/S SPONSORED ADR 87236N10 57 2685 SH SHARED 10 2685 D TECO ENERGY INC COM 87237510 12703 671799 SH SHARED 671799 D TECO ENERGY INC COM 87237510 544 28812 SH SHARED 01 28812 D TECO ENERGY INC COM 87237510 196 10400 SH SHR/OTHR 01 10400 D TECO ENERGY INC COM 87237510 2083 110184 SH SHARED 02 110184 D TECO ENERGY INC COM 87237510 394 20869 SH SHARED 10 6445 14424 D TECO ENERGY INC COM 87237510 35 1900 SH SHR/OTHR 10 1900 D TECO ENERGY INC COM 87237510 10483 554388 SH SHARED 17 554388 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 182 4400 SH SHARED 4400 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 365 8810 SH SHR/OTHR 01 8810 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 99 2400 SH SHARED 02 2400 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 128 3100 SH SHARED 10 3100 D THQ INC COM NEW 87244340 1216 41570 SH SHARED 41570 D THQ INC COM NEW 87244340 2421 82713 SH SHARED 01 78588 4125 D THQ INC COM NEW 87244340 33 1150 SH SHR/OTHR 01 1150 D THQ INC COM NEW 87244340 22259 760495 SH SHARED 10 738695 3100 18700 D THQ INC COM NEW 87244340 19809 676797 SH SHARED 17 465597 211200 D TJX COS INC NEW NOTE 2/1 872540AL 6055 7340000 PRN SHARED 2340000 5000000 D TJX COS INC NEW NOTE 2/1 872540AL 6390 7746000 PRN SHARED 02 7746000 D TJX COS INC NEW COM 87254010 76015 3121777 SH SHARED 2694277 427500 D TJX COS INC NEW COM 87254010 53 2200 SH SHR/OTHR 2200 D TJX COS INC NEW COM 87254010 7174 294624 SH SHARED 01 152179 142445 D TJX COS INC NEW COM 87254010 4827 198272 SH SHARED 02 198272 D TJX COS INC NEW COM 87254010 9 400 SH SHARED 05 400 D TJX COS INC NEW COM 87254010 161 6650 SH SHARED 06 6650 D TJX COS INC NEW COM 87254010 45299 1860345 SH SHARED 10 1615220 245125 D TJX COS INC NEW COM 87254010 255 10502 SH SHARED 14 10502 D TJX COS INC NEW COM 87254010 813 33400 SH SHARED 15 33400 D TJX COS INC NEW COM 87254010 6003 246557 SH SHARED 17 246557 D TJX COS INC NEW COM 87254010 68 2818 SH SHARED 18 2818 D TNT N V SPONSORED ADR 87260W10 689 27200 SH SHARED 27200 D TNT N V SPONSORED ADR 87260W10 8 322 SH SHR/OTHR 01 322 D TRC COS INC COM 87262510 325 27700 SH SHARED 27700 D TRC COS INC COM 87262510 12 1100 SH SHARED 02 1100 D TRM CORP COM 87263610 179 10668 SH SHARED 10668 D TRM CORP COM 87263610 48 2900 SH SHARED 02 2900 D TRM CORP COM 87263610 90 5400 SH SHARED 17 5400 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 4 200 SH SHARED 200 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 102 4200 SH SHARED 02 4200 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 213 8700 SH SHARED 17 8700 D TNS INC COM 87296010 445 19060 SH SHARED 16760 2300 D TNS INC COM 87296010 51 2200 SH SHARED 02 2200 D TNS INC COM 87296010 224 9600 SH SHARED 10 9600 D TNS INC COM 87296010 91 3900 SH SHARED 17 3900 D TTM TECHNOLOGIES INC COM 87305R10 610 80265 SH SHARED 40565 39700 D TTM TECHNOLOGIES INC COM 87305R10 675 88800 SH SHARED 10 88800 D TTM TECHNOLOGIES INC COM 87305R10 1649 216800 SH SHARED 17 16500 200300 D TXU CORP COM 87316810 213674 2571605 SH SHARED 2547055 24550 D TXU CORP COM 87316810 5578 67134 SH SHARED 01 5000 62134 D TXU CORP COM 87316810 365 4400 SH SHR/OTHR 01 4400 D TXU CORP COM 87316810 8133 97883 SH SHARED 02 97883 D TXU CORP COM 87316810 11657 140300 SH SHARED 03 140300 D TXU CORP COM 87316810 9779 117700 SH SHARED 04 117700 D TXU CORP COM 87316810 9349 112520 SH SHARED 05 107920 4600 D TXU CORP COM 87316810 22849 275000 SH SHARED 06 275000 D TXU CORP COM 87316810 2078 25017 SH SHARED 10 24102 915 D TXU CORP COM 87316810 540 6500 SH SHARED 14 6500 D TXU CORP COM 87316810 8756 105386 SH SHARED 17 105386 D TAIWAN FD INC COM 87403610 135 10000 SH SHR/OTHR 01 10000 D TAIWAN GREATER CHINA FD SH BEN INT 87403710 0 52 SH SHARED 52 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 71655 7856971 SH SHARED 7757532 99439 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 242 26579 SH SHR/OTHR 01 26579 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1619 177576 SH SHARED 02 177576 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 27 2999 SH SHARED 04 2999 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 28626 3138837 SH SHARED 10 3138837 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1225 134425 SH SHARED 14 134425 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 231 25348 SH SHARED 15 25348 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1727 189469 SH SHARED 17 189469 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 1726 67837 SH SHARED 67837 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 175 6900 SH SHARED 01 6900 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 2416 94947 SH SHARED 02 94947 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 75 2955 SH SHARED 10 2955 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 754 29630 SH SHARED 17 29630 D TALBOTS INC COM 87416110 4627 142508 SH SHARED 142508 D TALBOTS INC COM 87416110 153 4720 SH SHARED 01 4420 300 D TALBOTS INC COM 87416110 26 814 SH SHR/OTHR 01 814 D TALBOTS INC COM 87416110 10 314 SH SHARED 02 314 D TALBOTS INC COM 87416110 901 27750 SH SHARED 17 27750 D TALISMAN ENERGY INC COM 87425E10 11163 297140 SH SHARED 282040 15100 D TALISMAN ENERGY INC COM 87425E10 3119 83023 SH SHARED 01 11050 71973 D TALISMAN ENERGY INC COM 87425E10 819 21804 SH SHR/OTHR 01 21804 D TALISMAN ENERGY INC COM 87425E10 11442 304567 SH SHARED 02 304567 D TALISMAN ENERGY INC COM 87425E10 6011 160000 SH SHARED 04 160000 D TALISMAN ENERGY INC COM 87425E10 7 200 SH SHARED 05 200 D TALISMAN ENERGY INC COM 87425E10 2896 77100 SH SHARED 06 77100 D TALISMAN ENERGY INC COM 87425E10 597 15900 SH SHARED 10 15900 D TALISMAN ENERGY INC COM 87425E10 1048 27900 SH SHARED 14 27900 D TALISMAN ENERGY INC COM 87425E10 1127 30000 SH SHARED 16 30000 D TALISMAN ENERGY INC COM 87425E10 875 23300 SH SHARED 17 23300 D TALK AMERICA HLDGS INC COM NEW 87426R20 1141 114067 SH SHARED 35167 78900 D TALK AMERICA HLDGS INC COM NEW 87426R20 924 92400 SH SHARED 10 92400 D TALK AMERICA HLDGS INC COM NEW 87426R20 586 58633 SH SHARED 17 13433 45200 D TALX CORP COM 87491810 1109 38361 SH SHARED 22161 16200 D TALX CORP COM 87491810 8 282 SH SHR/OTHR 01 282 D TALX CORP COM 87491810 49 1700 SH SHARED 02 1700 D TALX CORP COM 87491810 836 28950 SH SHARED 10 1350 27600 D TALX CORP COM 87491810 883 30575 SH SHARED 17 8475 22100 D TANGER FACTORY OUTLET CTRS I COM 87546510 1119 41566 SH SHARED 32166 9400 D TANGER FACTORY OUTLET CTRS I COM 87546510 323 12000 SH SHR/OTHR 01 12000 D TANGER FACTORY OUTLET CTRS I COM 87546510 61 2300 SH SHARED 02 2300 D TANGER FACTORY OUTLET CTRS I COM 87546510 296 11000 SH SHARED 10 11000 D TANGER FACTORY OUTLET CTRS I COM 87546510 508 18900 SH SHARED 17 10200 8700 D TANOX INC COM 87588Q10 282 24123 SH SHARED 24123 D TANOX INC COM 87588Q10 234 20000 SH SHARED 04 20000 D TANOX INC COM 87588Q10 135 11600 SH SHARED 17 11600 D TARGET CORP COM 87612E10 204372 3756153 SH SHARED 3252383 503770 D TARGET CORP COM 87612E10 15688 288336 SH SHARED 01 66710 221626 D TARGET CORP COM 87612E10 6009 110451 SH SHR/OTHR 01 110451 D TARGET CORP COM 87612E10 18890 347183 SH SHARED 02 347183 D TARGET CORP COM 87612E10 17694 325200 SH SHARED 03 325200 D TARGET CORP COM 87612E10 13427 246790 SH SHARED 05 103280 143510 D TARGET CORP COM 87612E10 3962 72833 SH SHARED 06 72833 D TARGET CORP COM 87612E10 178561 3281768 SH SHARED 10 910903 1444700 926165 D TARGET CORP COM 87612E10 2496 45890 SH SHR/OTHR 10 45890 D TARGET CORP COM 87612E10 168 3089 SH SHARED 14 3089 D TARGET CORP COM 87612E10 21241 390401 SH SHARED 17 390401 D TARGETED GENETICS CORP COM 87612M10 61 75411 SH SHARED 75411 D TARRAGON CORP COM 87628710 290 11499 SH SHARED 11499 D TARRAGON CORP COM 87628710 55 2200 SH SHARED 02 2200 D TARRAGON CORP COM 87628710 142 5650 SH SHARED 17 5650 D TASER INTL INC COM 87651B10 804 80092 SH SHARED 80092 D TASER INTL INC COM 87651B10 58 5800 SH SHARED 01 5800 D TASER INTL INC COM 87651B10 230 23000 SH SHARED 17 23000 D TASTY BAKING CO COM 87655330 86 10600 SH SHARED 10600 D TATA MTRS LTD SPONSORED ADR 87656850 4482 463060 SH SHARED 433060 30000 D TATA MTRS LTD SPONSORED ADR 87656850 32 3400 SH SHR/OTHR 01 3400 D TAUBMAN CTRS INC COM 87666410 2348 68899 SH SHARED 50899 18000 D TAUBMAN CTRS INC COM 87666410 71 2100 SH SHARED 01 2100 D TAUBMAN CTRS INC COM 87666410 54 1600 SH SHR/OTHR 01 1600 D TAUBMAN CTRS INC COM 87666410 1407 41300 SH SHARED 10 41300 D TAUBMAN CTRS INC COM 87666410 35767 1049200 SH SHARED 11 1049200 D TAUBMAN CTRS INC COM 87666410 1742 51100 SH SHARED 17 18900 32200 D TAYLOR CAP GROUP INC COM 87685110 153 3900 SH SHARED 3900 D TAYLOR CAP GROUP INC COM 87685110 86 2200 SH SHARED 17 2200 D TECH DATA CORP COM 87823710 62 1700 SH SHARED 1700 D TECH DATA CORP COM 87823710 344 9400 SH SHARED 9400 D TECH DATA CORP COM 87823710 750 20500 SH SHARED 01 20500 D TECH DATA CORP COM 87823710 913 24965 SH SHARED 02 24965 D TECH DATA CORP COM 87823710 292 8000 SH SHARED 17 8000 D TECHNE CORP COM 87837710 555 12100 SH SHARED 12100 D TECHNE CORP COM 87837710 628 13700 SH SHARED 01 13700 D TECHNE CORP COM 87837710 28 619 SH SHR/OTHR 01 619 D TECHNE CORP COM 87837710 814 17748 SH SHARED 02 17748 D TECHNE CORP COM 87837710 37 810 SH SHARED 10 810 D TECHNE CORP COM 87837710 146 3200 SH SHARED 17 3200 D TECHNICAL OLYMPIC USA INC COM 87848310 5207 214485 SH SHARED 214485 D TECHNICAL OLYMPIC USA INC COM 87848310 491 20225 SH SHARED 17 20225 D TECHNITROL INC COM 87855510 11 800 SH SHARED 800 D TECHNITROL INC COM 87855510 561 39730 SH SHARED 39730 D TECHNITROL INC COM 87855510 227 16100 SH SHARED 17 16100 D TECHNOLOGY INVT CAP CORP COM 87871730 194 13110 SH SHARED 13110 D TECHNOLOGY INVT CAP CORP COM 87871730 22 1500 SH SHARED 17 1500 D TECUMSEH PRODS CO CL A 87889520 120 4400 SH SHARED 4400 D TECUMSEH PRODS CO CL A 87889520 495 18066 SH SHARED 18066 D TECUMSEH PRODS CO CL A 87889520 219 8000 SH SHARED 01 8000 D TECUMSEH PRODS CO CL A 87889520 165 6013 SH SHARED 02 6013 D TECUMSEH PRODS CO CL A 87889520 206 7541 SH SHARED 17 7541 D TEJON RANCH CO DEL COM 87908010 847 16466 SH SHARED 13966 2500 D TEJON RANCH CO DEL COM 87908010 102 2000 SH SHARED 10 2000 D TEJON RANCH CO DEL COM 87908010 144 2800 SH SHARED 17 2800 D TEKELEC NOTE 2.250% 6/1 879101AE 540 522000 PRN SHARED 522000 D TEKELEC COM 87910110 2918 173693 SH SHARED 173693 D TEKELEC COM 87910110 26 1600 SH SHARED 01 1600 D TEKELEC COM 87910110 1344 80000 SH SHARED 02 80000 D TEKELEC COM 87910110 352 21000 SH SHARED 17 21000 D TEKTRONIX INC COM 87913110 18805 808144 SH SHARED 808144 D TEKTRONIX INC COM 87913110 837 36000 SH SHARED 01 36000 D TEKTRONIX INC COM 87913110 750 32234 SH SHARED 02 32234 D TEKTRONIX INC COM 87913110 762 32775 SH SHARED 10 32775 D TEKTRONIX INC COM 87913110 140 6025 SH SHARED 14 6025 D TEKTRONIX INC COM 87913110 824 35434 SH SHARED 17 35434 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 7392 734072 SH SHARED 734072 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 0 19 SH SHR/OTHR 01 19 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 155 15400 SH SHARED 14 15400 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 407 40500 SH SHARED 17 40500 D TELE NORDESTE CELULAR PART S SPON ADR PFD 87924W10 0 750 SH SHARED 750 D TELE NORTE CELULAR PART S A SPON ADR PFD 87924Y10 0 30 SH SHARED 30 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 34224 2055534 SH SHARED 2017920 37614 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 3244 194890 SH SHARED 01 194890 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 29 1800 SH SHR/OTHR 01 1800 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 21248 1276207 SH SHARED 05 704907 571300 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 1998 120000 SH SHARED 06 120000 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 25659 1541111 SH SHARED 10 1541111 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 562 33800 SH SHARED 17 33800 D TELE SUDESTE CELULAR PART S SPON ADR PFD 87925210 38 4831 SH SHARED 4831 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 3426 125455 SH SHARED 02 125455 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 2116 67603 SH SHARED 67603 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 42 1372 SH SHR/OTHR 01 1372 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 12671 1061300 SH SHARED 1061300 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 19 573 SH SHARED 573 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 188 5618 SH SHR/OTHR 01 5618 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 39 1170 SH SHARED 10 1170 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 458 15020 SH SHARED 15020 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 3 130 SH SHR/OTHR 01 130 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 6262 306547 SH SHARED 306547 D TELEDYNE TECHNOLOGIES INC COM 87936010 3340 102533 SH SHARED 32833 69700 D TELEDYNE TECHNOLOGIES INC COM 87936010 67 2067 SH SHR/OTHR 01 2067 D TELEDYNE TECHNOLOGIES INC COM 87936010 13 400 SH SHARED 02 400 D TELEDYNE TECHNOLOGIES INC COM 87936010 1130 34700 SH SHARED 10 34700 D TELEDYNE TECHNOLOGIES INC COM 87936010 3884 119222 SH SHARED 17 16722 102500 D TELEFLEX INC COM 87936910 1353 22800 SH SHARED 22800 D TELEFLEX INC COM 87936910 820 13825 SH SHARED 01 13825 D TELEFLEX INC COM 87936910 71 1200 SH SHR/OTHR 01 1200 D TELEFLEX INC COM 87936910 1040 17521 SH SHARED 02 17521 D TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 93 11500 SH SHARED 11500 D TELEFONICA S A SPONSORED ADR 87938220 232 4747 SH SHARED 4745 2 D TELEFONICA S A SPONSORED ADR 87938220 42 865 SH SHARED 01 865 D TELEFONICA S A SPONSORED ADR 87938220 619 12662 SH SHR/OTHR 01 12662 D TELEFONICA S A SPONSORED ADR 87938220 9698 198330 SH SHARED 10 21618 176712 D TELEFONICA S A SPONSORED ADR 87938220 1286 26305 SH SHR/OTHR 10 26305 D TELEFONICA S A SPONSORED ADR 87938220 23694 484557 SH SHARED 17 484557 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 27287 1444568 SH SHARED 1444568 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 3857 204186 SH SHARED 01 204186 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 61 3242 SH SHR/OTHR 01 3242 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 4193 222000 SH SHARED 04 222000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 1268 67176 SH SHARED 05 67176 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 29125 1541856 SH SHARED 10 1540600 1256 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 45 2400 SH SHR/OTHR 10 2400 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 16178 856480 SH SHARED 17 856480 D TELELESTE CELULAR PART S A SPON ADR PFD 87943B10 0 43 SH SHARED 43 D TELELESTE CELULAR PART S A SPON ADR PFD 87943B10 0 2 SH SHR/OTHR 01 2 D TELEPHONE & DATA SYS INC COM 87943310 816 20000 SH SHARED 20000 D TELEPHONE & DATA SYS INC COM 87943310 1183 29000 SH SHARED 01 29000 D TELEPHONE & DATA SYS INC COM 87943310 61 1500 SH SHR/OTHR 01 1500 D TELEPHONE & DATA SYS INC COM 87943310 1890 46328 SH SHARED 02 46328 D TELEPHONE & DATA SYS INC COM 87943310 16 400 SH SHARED 06 400 D TELEPHONE & DATA SYS INC COM 87943310 65 1600 SH SHARED 10 1600 D TELEPHONE & DATA SYS INC COM 87943310 146 3600 SH SHARED 17 3600 D TELEPHONE & DATA SYS INC SPL COM 87943386 14032 366000 SH SHARED 366000 D TELEPHONE & DATA SYS INC SPL COM 87943386 598 15600 SH SHARED 01 15600 D TELEPHONE & DATA SYS INC SPL COM 87943386 57 1500 SH SHR/OTHR 01 1500 D TELEPHONE & DATA SYS INC SPL COM 87943386 7105 185328 SH SHARED 02 185328 D TELEPHONE & DATA SYS INC SPL COM 87943386 15 400 SH SHARED 06 400 D TELEPHONE & DATA SYS INC SPL COM 87943386 61 1600 SH SHARED 10 1600 D TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 2 75 SH SHARED 75 D TELENOR ASA SPONSORED ADR 87944W10 573 23900 SH SHARED 10 23900 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 1252 293375 SH SHARED 293375 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 0 18 SH SHR/OTHR 01 18 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 10 2414 SH SHARED 04 2414 D TELEWEST GLOBAL INC COM 87956T10 13364 586683 SH SHARED 582483 4200 D TELEWEST GLOBAL INC COM 87956T10 22 1000 SH SHR/OTHR 01 1000 D TELEWEST GLOBAL INC COM 87956T10 624 27400 SH SHARED 02 27400 D TELEWEST GLOBAL INC COM 87956T10 131 5763 SH SHARED 14 5763 D TELEWEST GLOBAL INC COM 87956T10 2166 95100 SH SHARED 17 37900 57200 D TELIK INC COM 87959M10 1151 70833 SH SHARED 70833 D TELIK INC COM 87959M10 7775 478500 SH SHARED 04 478500 D TELIK INC COM 87959M10 16 1000 SH SHARED 06 1000 D TELIK INC COM 87959M10 8001 492419 SH SHARED 10 483200 9200 19 D TELIK INC COM 87959M10 91 5600 SH SHARED 14 5600 D TELIK INC COM 87959M10 461 28400 SH SHARED 17 28400 D TELKONET INC COM 87960410 171 34817 SH SHARED 34817 D TELKONET INC COM 87960410 86 17500 SH SHARED 17 17500 D TELLABS INC COM 87966410 22122 2542807 SH SHARED 2535907 6900 D TELLABS INC COM 87966410 552 63502 SH SHARED 01 63502 D TELLABS INC COM 87966410 74 8550 SH SHR/OTHR 01 8550 D TELLABS INC COM 87966410 1686 193844 SH SHARED 02 193844 D TELLABS INC COM 87966410 42 4850 SH SHARED 06 4850 D TELLABS INC COM 87966410 38 4400 SH SHARED 14 4400 D TELLABS INC COM 87966410 3818 438866 SH SHARED 17 337966 100900 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 13 710 SH SHARED 710 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 247 12780 SH SHR/OTHR 01 12780 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 4 215 SH SHARED 10 215 D TELUS CORP NON-VTG SHS 87971M20 29654 871930 SH SHARED 864930 7000 D TELUS CORP NON-VTG SHS 87971M20 200 5896 SH SHARED 01 5896 D TELUS CORP NON-VTG SHS 87971M20 1720 50585 SH SHARED 02 50585 D TELUS CORP NON-VTG SHS 87971M20 20 600 SH SHARED 06 600 D TELUS CORP NON-VTG SHS 87971M20 16 485 SH SHARED 14 485 D TEMPLE INLAND INC COM 87986810 29337 789706 SH SHARED 789306 400 D TEMPLE INLAND INC COM 87986810 1008 27153 SH SHARED 01 27153 D TEMPLE INLAND INC COM 87986810 165 4460 SH SHR/OTHR 01 4460 D TEMPLE INLAND INC COM 87986810 1928 51905 SH SHARED 02 51905 D TEMPLE INLAND INC COM 87986810 33 900 SH SHARED 06 900 D TEMPLE INLAND INC COM 87986810 1936 52117 SH SHARED 10 52117 D TEMPLE INLAND INC COM 87986810 167 4500 SH SHR/OTHR 10 4500 D TEMPLE INLAND INC COM 87986810 2252 60620 SH SHARED 17 60620 D TELETECH HOLDINGS INC COM 87993910 783 96151 SH SHR/OTHR 96151 D TELETECH HOLDINGS INC COM 87993910 1739 213440 SH SHARED 47840 165600 D TELETECH HOLDINGS INC COM 87993910 869 106700 SH SHARED 10 106700 D TELETECH HOLDINGS INC COM 87993910 2144 263100 SH SHARED 17 15200 247900 D TELESYSTEM INTL WIRELESS INC COM NEW 87994660 13036 834600 SH SHARED 834600 D TELESYSTEM INTL WIRELESS INC COM NEW 87994660 164 10500 SH SHARED 02 10500 D TEMPLETON DRAGON FD INC COM 88018T10 0 41 SH SHARED 41 D TEMPLETON DRAGON FD INC COM 88018T10 90 5000 SH SHARED 01 5000 D TEMPLETON DRAGON FD INC COM 88018T10 401 22183 SH SHR/OTHR 01 22183 D TEMPLETON EMERGING MKTS FD I COM 88019110 218 12500 SH SHR/OTHR 01 12500 D TEMPLETON EMERG MKTS INCOME COM 88019210 74 5400 SH SHARED 5400 D TEMPLETON EMERG MKTS INCOME COM 88019210 1388 100000 SH SHR/OTHR 01 100000 D TEMPLETON GLOBAL INCOME FD COM 88019810 120 13600 SH SHARED 13600 D TEMPLETON GLOBAL INCOME FD COM 88019810 157 17700 SH SHARED 01 17700 D TEMPLETON GLOBAL INCOME FD COM 88019810 44 5000 SH SHR/OTHR 01 5000 D TEMPUR PEDIC INTL INC COM 88023U10 1603 72312 SH SHARED 72312 D TEMPUR PEDIC INTL INC COM 88023U10 789 35600 SH SHARED 02 35600 D TEMPUR PEDIC INTL INC COM 88023U10 221 10000 SH SHARED 04 10000 D TEMPUR PEDIC INTL INC COM 88023U10 370 16700 SH SHARED 06 16700 D TEMPUR PEDIC INTL INC COM 88023U10 8 400 SH SHARED 10 400 D TEMPUR PEDIC INTL INC COM 88023U10 685 30920 SH SHARED 17 30920 D TENARIS S A SPONSORED ADR 88031M10 782 10000 SH SHARED 04 10000 D TENARIS S A SPONSORED ADR 88031M10 11998 153300 SH SHARED 10 153300 D TENARIS S A SPONSORED ADR 88031M10 250 3200 SH SHARED 14 3200 D TENARIS S A SPONSORED ADR 88031M10 321 4110 SH SHARED 17 4110 D TENET HEALTHCARE CORP COM 88033G10 48751 3982972 SH SHARED 3963472 19500 D TENET HEALTHCARE CORP COM 88033G10 1195 97667 SH SHARED 01 97667 D TENET HEALTHCARE CORP COM 88033G10 3 245 SH SHR/OTHR 01 245 D TENET HEALTHCARE CORP COM 88033G10 2431 198678 SH SHARED 02 198678 D TENET HEALTHCARE CORP COM 88033G10 5 450 SH SHARED 05 450 D TENET HEALTHCARE CORP COM 88033G10 648 52975 SH SHARED 06 52975 D TENET HEALTHCARE CORP COM 88033G10 143 11750 SH SHARED 10 3300 8450 D TENET HEALTHCARE CORP COM 88033G10 3926 320800 SH SHARED 14 320800 D TENET HEALTHCARE CORP COM 88033G10 3377 275968 SH SHARED 17 275968 D TENNANT CO COM 88034510 270 7633 SH SHARED 7633 D TENNANT CO COM 88034510 92 2600 SH SHARED 17 2600 D TENNECO AUTOMOTIVE INC COM 88034910 1813 108967 SH SHARED 49667 59300 D TENNECO AUTOMOTIVE INC COM 88034910 28 1700 SH SHARED 01 1700 D TENNECO AUTOMOTIVE INC COM 88034910 4808 289000 SH SHARED 10 289000 D TENNECO AUTOMOTIVE INC COM 88034910 1146 68900 SH SHARED 17 17700 51200 D TERADYNE INC COM 88077010 7541 630000 SH SHARED 619300 10700 D TERADYNE INC COM 88077010 476 39771 SH SHARED 01 39771 D TERADYNE INC COM 88077010 17 1497 SH SHR/OTHR 01 1497 D TERADYNE INC COM 88077010 1966 164245 SH SHARED 02 164245 D TERADYNE INC COM 88077010 1197 100000 SH SHARED 04 100000 D TERADYNE INC COM 88077010 187 15700 SH SHARED 06 15700 D TERADYNE INC COM 88077010 6 570 SH SHARED 10 300 270 D TERADYNE INC COM 88077010 2019 168700 SH SHARED 14 168700 D TERADYNE INC COM 88077010 966 80762 SH SHARED 17 80762 D TERAYON COMMUNICATION SYS COM 88077510 233 75726 SH SHARED 75726 D TERAYON COMMUNICATION SYS COM 88077510 98 32000 SH SHARED 17 32000 D TEREX CORP NEW COM 88077910 161 4088 SH SHARED 4088 D TEREX CORP NEW COM 88077910 224 5700 SH SHARED 01 5700 D TEREX CORP NEW COM 88077910 19 500 SH SHR/OTHR 01 500 D TEREX CORP NEW COM 88077910 189 4817 SH SHARED 02 4817 D TEREX CORP NEW COM 88077910 415 10550 SH SHARED 10 1350 9200 D TEREX CORP NEW COM 88077910 18600 472100 SH SHARED 17 472100 D TERCICA INC COM 88078L10 338 38912 SH SHARED 38912 D TERCICA INC COM 88078L10 7073 814000 SH SHARED 04 814000 D TERCICA INC COM 88078L10 85 9850 SH SHARED 14 9850 D TERRA INDS INC COM 88091510 1843 270643 SH SHARED 97843 172800 D TERRA INDS INC COM 88091510 4147 609000 SH SHARED 10 609000 D TERRA INDS INC COM 88091510 1053 154700 SH SHARED 17 33200 121500 D TERRA NETWORKS S A SPONSORED ADR 88100W10 90 25143 SH SHARED 25143 D TERREMARK WORLDWIDE INC COM NEW 88144820 229 32719 SH SHARED 32719 D TERREMARK WORLDWIDE INC COM NEW 88144820 7 1100 SH SHARED 01 1100 D TERREMARK WORLDWIDE INC COM NEW 88144820 2 381 SH SHARED 02 381 D TESORO CORP COM 88160910 8229 176900 SH SHARED 176900 D TESORO CORP COM 88160910 339 7300 SH SHARED 02 7300 D TESORO CORP COM 88160910 972 20900 SH SHARED 10 5100 15800 D TESORO CORP COM 88160910 293 6300 SH SHARED 17 6300 D TETRA TECHNOLOGIES INC DEL COM 88162F10 1159 36416 SH SHARED 36416 D TETRA TECHNOLOGIES INC DEL COM 88162F10 278 8750 SH SHARED 17 8750 D TETRA TECH INC NEW COM 88162G10 866 64058 SH SHARED 64058 D TETRA TECH INC NEW COM 88162G10 4 300 SH SHARED 02 300 D TETRA TECH INC NEW COM 88162G10 48 3550 SH SHARED 10 3550 D TETRA TECH INC NEW COM 88162G10 305 22616 SH SHARED 17 22616 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 59349 1905907 SH SHARED 1888658 17249 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1525 49000 SH SHARED 01 45700 3300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 357 11479 SH SHR/OTHR 01 11479 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 491 15792 SH SHARED 02 15792 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 28935 929200 SH SHARED 04 929200 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 20 660 SH SHARED 05 660 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 15 500 SH SHARED 06 500 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 27139 871535 SH SHARED 10 654035 194900 22600 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 351 11300 SH SHARED 14 11300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 155 4990 SH SHARED 15 4990 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1868 60000 SH SHARED 16 60000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1633 52450 SH SHARED 17 52450 D TESSERA TECHNOLOGIES INC COM 88164L10 1500 44919 SH SHARED 44919 D TESSERA TECHNOLOGIES INC COM 88164L10 1712 51270 SH SHARED 01 49040 2230 D TESSERA TECHNOLOGIES INC COM 88164L10 37 1110 SH SHR/OTHR 01 1110 D TESSERA TECHNOLOGIES INC COM 88164L10 247 7419 SH SHARED 02 7419 D TESSERA TECHNOLOGIES INC COM 88164L10 835 25000 SH SHARED 04 25000 D TESSERA TECHNOLOGIES INC COM 88164L10 7554 226100 SH SHARED 10 224000 2100 D TESSERA TECHNOLOGIES INC COM 88164L10 10520 314900 SH SHARED 17 314900 D TEVA PHARMACEUTICALS FIN B V DBCV 0.375%11/1 88164MAB 22020 15000000 PRN SHARED 15000000 D TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB 49 50000 PRN SHR/OTHR 01 50000 D TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB 13633 13757000 PRN SHARED 02 13757000 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 672 34067 SH SHARED 22267 11800 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 1118 56675 SH SHARED 01 56300 375 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 19 970 SH SHR/OTHR 01 970 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 49 2500 SH SHARED 02 2500 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 493 25000 SH SHARED 04 25000 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 319 16200 SH SHARED 05 16200 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 5183 262600 SH SHARED 10 260000 2600 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 8484 429800 SH SHARED 17 429800 D TEXAS INDS INC COM 88249110 1960 34865 SH SHARED 34865 D TEXAS INDS INC COM 88249110 44 790 SH SHR/OTHR 01 790 D TEXAS INDS INC COM 88249110 32 576 SH SHARED 10 576 D TEXAS INDS INC COM 88249110 525 9347 SH SHARED 17 9347 D TEXAS INSTRS INC COM 88250810 232250 8273967 SH SHARED 7306666 967301 D TEXAS INSTRS INC COM 88250810 199 7100 SH SHR/OTHR 7100 D TEXAS INSTRS INC COM 88250810 34039 1212676 SH SHARED 01 571823 640853 D TEXAS INSTRS INC COM 88250810 3707 132063 SH SHR/OTHR 01 132063 D TEXAS INSTRS INC COM 88250810 16853 600413 SH SHARED 02 600413 D TEXAS INSTRS INC COM 88250810 12892 459300 SH SHARED 04 453600 5700 D TEXAS INSTRS INC COM 88250810 8012 285460 SH SHARED 05 84660 200800 D TEXAS INSTRS INC COM 88250810 904 32212 SH SHARED 06 32212 D TEXAS INSTRS INC COM 88250810 256696 9144860 SH SHARED 10 5280739 1664150 2199971 D TEXAS INSTRS INC COM 88250810 5451 194196 SH SHR/OTHR 10 194196 D TEXAS INSTRS INC COM 88250810 490 17487 SH SHARED 14 17487 D TEXAS INSTRS INC COM 88250810 3365 119900 SH SHARED 15 119900 D TEXAS INSTRS INC COM 88250810 33336 1187611 SH SHARED 17 1119127 68484 D TEXAS PAC LD TR SUB CTF PROP I T 88261010 1000 5654 SH SHR/OTHR 10 5654 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 1546 50730 SH SHARED 44930 5800 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 446 14645 SH SHARED 01 14645 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 128 4200 SH SHR/OTHR 01 4200 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 408 13400 SH SHARED 02 13400 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 4468 146607 SH SHARED 10 146607 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 2307 75713 SH SHARED 17 18333 57380 D TEXAS ROADHOUSE INC CL A 88268110 5060 145617 SH SHARED 145617 D TEXAS ROADHOUSE INC CL A 88268110 26 775 SH SHR/OTHR 01 775 D TEXAS ROADHOUSE INC CL A 88268110 250 7200 SH SHARED 17 7200 D THAI CAP FD INC COM NEW 88290520 4 481 SH SHARED 481 D TEXTRON INC COM 88320310 100309 1322471 SH SHARED 1307801 14670 D TEXTRON INC COM 88320310 144 1900 SH SHR/OTHR 1900 D TEXTRON INC COM 88320310 11751 154933 SH SHARED 01 99600 55333 D TEXTRON INC COM 88320310 647 8537 SH SHR/OTHR 01 8537 D TEXTRON INC COM 88320310 5213 68740 SH SHARED 02 68740 D TEXTRON INC COM 88320310 2503 33000 SH SHARED 04 33000 D TEXTRON INC COM 88320310 7 100 SH SHARED 05 100 D TEXTRON INC COM 88320310 98 1300 SH SHARED 06 1300 D TEXTRON INC COM 88320310 68582 904191 SH SHARED 10 719670 184521 D TEXTRON INC COM 88320310 182 2400 SH SHARED 14 2400 D TEXTRON INC COM 88320310 4975 65600 SH SHARED 15 65600 D TEXTRON INC COM 88320310 5831 76877 SH SHARED 17 67568 9309 D THE9 LTD ADR 88337K10 44 1700 SH SHARED 04 1700 D THERAVANCE INC COM 88338T10 242 14286 SH SHARED 01 14286 D THERMA-WAVE INC COM 88343A10 14 6094 SH SHARED 6094 D THERMO ELECTRON CORP COM 88355610 21810 811689 SH SHARED 810389 1300 D THERMO ELECTRON CORP COM 88355610 653 24313 SH SHARED 01 24313 D THERMO ELECTRON CORP COM 88355610 278 10379 SH SHR/OTHR 01 10379 D THERMO ELECTRON CORP COM 88355610 1606 59771 SH SHARED 02 59771 D THERMO ELECTRON CORP COM 88355610 1343 50000 SH SHARED 04 50000 D THERMO ELECTRON CORP COM 88355610 42 1600 SH SHARED 06 1600 D THERMO ELECTRON CORP COM 88355610 1958 72900 SH SHARED 10 68400 4500 D THERMO ELECTRON CORP COM 88355610 158 5900 SH SHARED 14 5900 D THERMO ELECTRON CORP COM 88355610 2102 78233 SH SHARED 17 78233 D THERMOGENESIS CORP COM NEW 88362320 196 45233 SH SHARED 45233 D THERMOGENESIS CORP COM NEW 88362320 64 14900 SH SHARED 17 14900 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 308 78467 SH SHR/OTHR 78467 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 84 21400 SH SHARED 21400 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 16 4100 SH SHARED 02 4100 D THOMAS & BETTS CORP COM 88431510 324 11500 SH SHARED 11500 D THOMAS & BETTS CORP COM 88431510 1143 40500 SH SHARED 01 19500 21000 D THOMAS & BETTS CORP COM 88431510 612 21700 SH SHR/OTHR 01 21700 D THOMAS & BETTS CORP COM 88431510 1023 36257 SH SHARED 02 36257 D THOMAS & BETTS CORP COM 88431510 172 6100 SH SHARED 10 6100 D THOMAS & BETTS CORP COM 88431510 336 11900 SH SHARED 17 11900 D THOMAS INDS INC COM 88442510 600 15033 SH SHARED 15033 D THOMAS INDS INC COM 88442510 99 2500 SH SHR/OTHR 01 2500 D THOMAS INDS INC COM 88442510 195 4900 SH SHARED 17 4900 D THOMAS PPTYS GROUP INC COM 88445310 7435 594800 SH SHARED 17 594800 D THOMSON CORP COM 88490310 124 3700 SH SHARED 3700 D THOMSON CORP COM 88490310 154 4597 SH SHARED 01 4597 D THOMSON CORP COM 88490310 3226 95990 SH SHARED 02 95990 D THOMSON CORP COM 88490310 30 900 SH SHARED 06 900 D THOR INDS INC COM 88516010 1307 41594 SH SHARED 41594 D THOR INDS INC COM 88516010 484 15400 SH SHARED 01 15400 D THOR INDS INC COM 88516010 584 18600 SH SHARED 02 18600 D THOR INDS INC COM 88516010 69 2200 SH SHARED 10 2200 D THOR INDS INC COM 88516010 444 14149 SH SHARED 17 14149 D THORATEC CORP NOTE 1.379% 5/1 885175AB 5945 10250000 PRN SHARED 10250000 D THORATEC CORP NOTE 1.379% 5/1 885175AB 1160 2000000 PRN SHARED 02 2000000 D THORATEC CORP COM NEW 88517530 1541 100512 SH SHR/OTHR 100512 D THORATEC CORP COM NEW 88517530 866 56473 SH SHARED 56473 D THORATEC CORP COM NEW 88517530 13 900 SH SHR/OTHR 01 900 D THORATEC CORP COM NEW 88517530 5945 387600 SH SHARED 10 387600 D THORATEC CORP COM NEW 88517530 418 27260 SH SHARED 17 27260 D THORNBURG MTG INC COM 88521810 58 2000 SH SHARED 500 1500 D THORNBURG MTG INC COM 88521810 324 11140 SH SHARED 02 11140 D 3COM CORP COM 88553510 20 5600 SH SHARED 5600 D 3COM CORP COM 88553510 2281 628450 SH SHARED 628450 D 3COM CORP COM 88553510 460 126800 SH SHARED 01 126800 D 3COM CORP COM 88553510 18 5174 SH SHR/OTHR 01 5174 D 3COM CORP COM 88553510 471 129964 SH SHARED 02 129964 D 3COM CORP COM 88553510 24 6761 SH SHARED 06 6761 D 3COM CORP COM 88553510 79 21900 SH SHARED 10 21700 200 D 3COM CORP COM 88553510 528 145700 SH SHARED 17 145700 D 3-D SYS CORP DEL COM NEW 88554D20 288 11973 SH SHARED 11973 D 3-D SYS CORP DEL COM NEW 88554D20 55 2300 SH SHARED 02 2300 D 3-D SYS CORP DEL COM NEW 88554D20 96 4000 SH SHARED 17 4000 D 3M CO NOTE 11/2 88579YAB 2904 3350000 PRN SHARED 06 3350000 D 3M CO COM 88579Y10 302101 4178449 SH SHARED 3713579 464870 D 3M CO COM 88579Y10 32912 455223 SH SHARED 01 184784 270439 D 3M CO COM 88579Y10 13001 179831 SH SHR/OTHR 01 179831 D 3M CO COM 88579Y10 28324 391766 SH SHARED 02 391766 D 3M CO COM 88579Y10 571 7908 SH SHARED 04 6000 1908 D 3M CO COM 88579Y10 2534 35054 SH SHARED 05 15780 19274 D 3M CO COM 88579Y10 6844 94671 SH SHARED 06 94671 D 3M CO COM 88579Y10 85747 1185991 SH SHARED 10 363158 376300 446533 D 3M CO COM 88579Y10 5157 71340 SH SHR/OTHR 10 71340 D 3M CO COM 88579Y10 1349 18659 SH SHARED 14 18659 D 3M CO COM 88579Y10 3325 46000 SH SHARED 15 46000 D 3M CO COM 88579Y10 26139 361541 SH SHARED 17 361541 D THRESHOLD PHARMACEUTICAL INC COM 88580710 46 5667 SH SHARED 5667 D TIBCO SOFTWARE INC COM 88632Q10 3076 470350 SH SHARED 442150 28200 D TIBCO SOFTWARE INC COM 88632Q10 310 47400 SH SHARED 02 47400 D TIBCO SOFTWARE INC COM 88632Q10 1046 160000 SH SHARED 04 160000 D TIBCO SOFTWARE INC COM 88632Q10 127 19500 SH SHARED 05 19500 D TIBCO SOFTWARE INC COM 88632Q10 27959 4275100 SH SHARED 10 4006800 19700 248600 D TIBCO SOFTWARE INC COM 88632Q10 1452 222100 SH SHARED 14 222100 D TIBCO SOFTWARE INC COM 88632Q10 6220 951100 SH SHARED 17 907300 43800 D TIDEWATER INC COM 88642310 2677 70233 SH SHARED 70233 D TIDEWATER INC COM 88642310 712 18700 SH SHARED 01 18700 D TIDEWATER INC COM 88642310 1214 31864 SH SHARED 02 31864 D TIDEWATER INC COM 88642310 2275 59690 SH SHARED 17 59690 D TIER TECHNOLOGIES INC CL B 88650Q10 126 14948 SH SHARED 14948 D TIER TECHNOLOGIES INC CL B 88650Q10 21 2500 SH SHARED 02 2500 D TIERONE CORP COM 88650R10 672 24799 SH SHARED 18199 6600 D TIERONE CORP COM 88650R10 116 4300 SH SHARED 10 4300 D TIERONE CORP COM 88650R10 255 9400 SH SHARED 17 9400 D TIENS BIOTECH GROUP USA INC COM 88650T10 25 4013 SH SHARED 4013 D TIFFANY & CO NEW COM 88654710 13745 419590 SH SHARED 419290 300 D TIFFANY & CO NEW COM 88654710 1304 39820 SH SHARED 01 6400 33420 D TIFFANY & CO NEW COM 88654710 767 23424 SH SHR/OTHR 01 23424 D TIFFANY & CO NEW COM 88654710 1723 52596 SH SHARED 02 52596 D TIFFANY & CO NEW COM 88654710 6 200 SH SHARED 05 200 D TIFFANY & CO NEW COM 88654710 1844 56300 SH SHARED 06 56300 D TIFFANY & CO NEW COM 88654710 5226 159544 SH SHARED 10 92526 67018 D TIFFANY & CO NEW COM 88654710 621 18975 SH SHR/OTHR 10 18975 D TIFFANY & CO NEW COM 88654710 1864 56916 SH SHARED 17 56916 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 17 1086 SH SHARED 1086 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 0 11 SH SHR/OTHR 01 11 D TIM HELLAS TELECOMM S A ADR 88706Q10 1952 102900 SH SHARED 102900 D TIMBERLAND CO CL A 88710010 54 1400 SH SHARED 1400 D TIMBERLAND CO CL A 88710010 292 7546 SH SHARED 7546 D TIMBERLAND CO CL A 88710010 882 22800 SH SHARED 01 22800 D TIMBERLAND CO CL A 88710010 964 24920 SH SHARED 02 24920 D TIMBERLAND CO CL A 88710010 11 300 SH SHARED 17 300 D TIME WARNER INC COM 88731710 410679 24576874 SH SHARED 23550977 1025897 D TIME WARNER INC COM 88731710 24764 1482038 SH SHARED 01 496023 986015 D TIME WARNER INC COM 88731710 7965 476716 SH SHR/OTHR 01 476716 D TIME WARNER INC COM 88731710 36340 2174778 SH SHARED 02 2174778 D TIME WARNER INC COM 88731710 14287 855010 SH SHARED 03 855010 D TIME WARNER INC COM 88731710 350089 20950897 SH SHARED 04 20904700 46197 D TIME WARNER INC COM 88731710 44399 2657090 SH SHARED 05 1841916 815174 D TIME WARNER INC COM 88731710 44590 2668520 SH SHARED 06 2668520 D TIME WARNER INC COM 88731710 122249 7315956 SH SHARED 10 903989 5411900 1000067 D TIME WARNER INC COM 88731710 1891 113170 SH SHR/OTHR 10 113170 D TIME WARNER INC COM 88731710 13218 791065 SH SHARED 14 791065 D TIME WARNER INC COM 88731710 3073 183910 SH SHARED 15 183910 D TIME WARNER INC COM 88731710 3342 200000 SH SHARED 16 200000 D TIME WARNER INC COM 88731710 39930 2389621 SH SHARED 17 2389621 D TIME WARNER TELECOM INC CL A 88731910 451 76283 SH SHARED 71383 4900 D TIME WARNER TELECOM INC CL A 88731910 8 1500 SH SHARED 01 1500 D TIME WARNER TELECOM INC CL A 88731910 357 60400 SH SHARED 10 60400 D TIME WARNER TELECOM INC CL A 88731910 573 96900 SH SHARED 17 23200 73700 D TIMKEN CO COM 88738910 244 10600 SH SHARED 10600 D TIMKEN CO COM 88738910 9 400 SH SHARED 400 D TIMKEN CO COM 88738910 15 690 SH SHR/OTHR 01 690 D TIMKEN CO COM 88738910 263 11426 SH SHARED 02 11426 D TIMKEN CO COM 88738910 443 19200 SH SHARED 17 19200 D TIPPERARY CORP COM PAR $0.02 88800230 110 17692 SH SHARED 17692 D TITAN CORP COM 88826610 78944 3471600 SH SHARED 3471600 D TITAN CORP COM 88826610 682 30000 SH SHARED 01 30000 D TITAN CORP COM 88826610 15 700 SH SHR/OTHR 01 700 D TITAN CORP COM 88826610 1501 66050 SH SHARED 02 66050 D TITAN INTL INC ILL NOTE 5.250% 7/2 88830MAB 1812 1456000 PRN SHARED 1456000 D TITAN INTL INC ILL COM 88830M10 179 12809 SH SHARED 12809 D TITAN INTL INC ILL COM 88830M10 100 7200 SH SHARED 17 7200 D TITAN PHARMACEUTICALS INC DE COM 88831410 219 120000 SH SHARED 02 120000 D TITANIUM METALS CORP COM NEW 88833920 367 6464 SH SHARED 6464 D TITANIUM METALS CORP COM NEW 88833920 5 100 SH SHARED 02 100 D TITANIUM METALS CORP COM NEW 88833920 159 2800 SH SHARED 17 2800 D TIVO INC COM 88870610 588 88099 SH SHARED 56299 31800 D TIVO INC COM 88870610 63 9500 SH SHARED 01 9500 D TIVO INC COM 88870610 334 50000 SH SHR/OTHR 01 50000 D TIVO INC COM 88870610 0 100 SH SHARED 02 100 D TIVO INC COM 88870610 140 21000 SH SHARED 17 21000 D TODCO CL A 88889T10 5222 203448 SH SHARED 203448 D TODCO CL A 88889T10 43 1700 SH SHR/OTHR 01 1700 D TODCO CL A 88889T10 1396 54400 SH SHARED 14 54400 D TODCO CL A 88889T10 564 22000 SH SHARED 17 22000 D TOLL BROTHERS INC COM 88947810 426 4200 SH SHARED 4200 D TOLL BROTHERS INC COM 88947810 4201 41370 SH SHARED 41270 100 D TOLL BROTHERS INC COM 88947810 2223 21900 SH SHARED 01 21900 D TOLL BROTHERS INC COM 88947810 3820 37626 SH SHARED 02 37626 D TOLL BROTHERS INC COM 88947810 13526 133200 SH SHARED 17 133200 D TOM ONLINE INC ADR REG S 88972820 1774 137700 SH SHARED 137700 D TOMPKINSTRUSTCO INC COM 89011010 287 6628 SH SHARED 6628 D TOMPKINSTRUSTCO INC COM 89011010 7 179 SH SHARED 02 179 D TOMPKINSTRUSTCO INC COM 89011010 116 2673 SH SHARED 17 2673 D TOO INC COM 89033310 4476 191564 SH SHARED 144164 47400 D TOO INC COM 89033310 157 6742 SH SHARED 01 5995 747 D TOO INC COM 89033310 100 4300 SH SHARED 02 4300 D TOO INC COM 89033310 4421 189200 SH SHARED 10 189200 D TOO INC COM 89033310 1452 62144 SH SHARED 17 13844 48300 D TOOTSIE ROLL INDS INC COM 89051610 854 29215 SH SHARED 29215 D TOOTSIE ROLL INDS INC COM 89051610 468 16025 SH SHARED 01 346 15679 D TOOTSIE ROLL INDS INC COM 89051610 56 1927 SH SHR/OTHR 01 1927 D TOOTSIE ROLL INDS INC COM 89051610 409 14014 SH SHARED 02 14014 D TOOTSIE ROLL INDS INC COM 89051610 274 9400 SH SHARED 17 9400 D TOPPS INC COM 89078610 61 6100 SH SHARED 6100 D TOPPS INC COM 89078610 538 53664 SH SHARED 35164 18500 D TOPPS INC COM 89078610 128 12780 SH SHARED 10 880 11900 D TOPPS INC COM 89078610 110 10996 SH SHARED 17 10996 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 13 2090 SH SHARED 2090 D TORCHMARK CORP COM 89102710 14798 283493 SH SHARED 283493 D TORCHMARK CORP COM 89102710 1289 24695 SH SHARED 01 24695 D TORCHMARK CORP COM 89102710 2226 42657 SH SHARED 02 42657 D TORCHMARK CORP COM 89102710 62 1200 SH SHARED 06 1200 D TORCHMARK CORP COM 89102710 318 6100 SH SHARED 10 6100 D TORCHMARK CORP COM 89102710 172 3300 SH SHARED 14 3300 D TORCHMARK CORP COM 89102710 2997 57420 SH SHARED 17 57420 D TOREADOR RES CORP COM 89105010 342 14080 SH SHARED 14080 D TOREADOR RES CORP COM 89105010 55 2300 SH SHARED 02 2300 D TOREADOR RES CORP COM 89105010 157 6500 SH SHARED 17 6500 D TORO CO COM 89109210 61 1600 SH SHARED 1600 D TORO CO COM 89109210 752 19500 SH SHARED 19500 D TORO CO COM 89109210 45 1188 SH SHR/OTHR 01 1188 D TORO CO COM 89109210 389 10100 SH SHARED 02 10100 D TORO CO COM 89109210 534 13840 SH SHARED 10 2040 11800 D TORO CO COM 89109210 61 1600 SH SHARED 17 1600 D TORONTO DOMINION BK ONT COM NEW 89116050 75845 1700199 SH SHARED 1698499 1700 D TORONTO DOMINION BK ONT COM NEW 89116050 74 1662 SH SHARED 01 1662 D TORONTO DOMINION BK ONT COM NEW 89116050 5588 125277 SH SHARED 02 125277 D TORONTO DOMINION BK ONT COM NEW 89116050 1 23 SH SHARED 10 23 D TORONTO DOMINION BK ONT COM NEW 89116050 12 288 SH SHARED 14 288 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 11672 370546 SH SHARED 17 370546 D TOTAL S A SPONSORED ADR 89151E10 4041 34587 SH SHARED 34587 D TOTAL S A SPONSORED ADR 89151E10 6777 58002 SH SHARED 01 27660 30342 D TOTAL S A SPONSORED ADR 89151E10 1668 14276 SH SHR/OTHR 01 14276 D TOTAL S A SPONSORED ADR 89151E10 8098 69304 SH SHARED 10 4995 64309 D TOTAL S A SPONSORED ADR 89151E10 102 875 SH SHR/OTHR 10 875 D TOWER GROUP INC COM 89177710 261 16704 SH SHARED 16704 D TOWER GROUP INC COM 89177710 9848 630100 SH SHARED 17 630100 D TOTAL SYS SVCS INC COM 89190610 720 29900 SH SHARED 500 29400 D TOTAL SYS SVCS INC COM 89190610 4 200 SH SHARED 01 200 D TOTAL SYS SVCS INC COM 89190610 96 4022 SH SHARED 02 4022 D TOTAL SYS SVCS INC COM 89190610 190 7900 SH SHARED 10 7900 D TOTAL SYS SVCS INC COM 89190610 93 3900 SH SHARED 17 3900 D TOWN & CTRY TR SH BEN INT 89208110 757 26566 SH SHARED 17766 8800 D TOWN & CTRY TR SH BEN INT 89208110 34 1200 SH SHARED 10 1200 D TOWN & CTRY TR SH BEN INT 89208110 997 35000 SH SHARED 11 35000 D TOWN & CTRY TR SH BEN INT 89208110 159 5600 SH SHARED 17 5600 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 5608 78448 SH SHARED 78448 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 10 150 SH SHARED 01 150 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 392 5493 SH SHR/OTHR 01 5493 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 1961 27438 SH SHARED 10 27438 D TOYS R US INC COM 89233510 191049 7214868 SH SHARED 7214468 400 D TOYS R US INC COM 89233510 1000 37772 SH SHARED 01 37772 D TOYS R US INC COM 89233510 4 180 SH SHR/OTHR 01 180 D TOYS R US INC COM 89233510 3908 147606 SH SHARED 02 147606 D TOYS R US INC COM 89233510 48 1850 SH SHARED 06 1850 D TOYS R US INC COM 89233510 140 5300 SH SHARED 14 5300 D TOYS R US INC COM 89233510 2496 94278 SH SHARED 17 94278 D TRACTOR SUPPLY CO COM 89235610 1590 32402 SH SHARED 32402 D TRACTOR SUPPLY CO COM 89235610 505 10300 SH SHARED 02 10300 D TRACTOR SUPPLY CO COM 89235610 667 13600 SH SHARED 17 13600 D TRADESTATION GROUP INC COM 89267P10 171 19968 SH SHARED 19968 D TRADESTATION GROUP INC COM 89267P10 90 10500 SH SHARED 17 10500 D TRAMMELL CROW CO COM 89288R10 912 37642 SH SHARED 34442 3200 D TRAMMELL CROW CO COM 89288R10 65 2700 SH SHARED 02 2700 D TRAMMELL CROW CO COM 89288R10 305 12600 SH SHARED 17 12600 D TRANSACT TECHNOLOGIES INC COM 89291810 55 6500 SH SHARED 6500 D TRANSACT TECHNOLOGIES INC COM 89291810 8 1000 SH SHARED 02 1000 D TRANS WORLD ENTMT CORP COM 89336Q10 241 20424 SH SHARED 20424 D TRANS WORLD ENTMT CORP COM 89336Q10 177 15000 SH SHARED 10 15000 D TRANS WORLD ENTMT CORP COM 89336Q10 103 8745 SH SHARED 17 8745 D TRANSACTION SYS ARCHITECTS COM 89341610 1154 46892 SH SHARED 46892 D TRANSACTION SYS ARCHITECTS COM 89341610 322 13100 SH SHARED 01 13100 D TRANSACTION SYS ARCHITECTS COM 89341610 283 11500 SH SHARED 02 11500 D TRANSACTION SYS ARCHITECTS COM 89341610 12 500 SH SHARED 10 500 D TRANSACTION SYS ARCHITECTS COM 89341610 556 22606 SH SHARED 17 22606 D TRANSALTA CORP COM 89346D10 3798 228000 SH SHARED 225400 2600 D TRANSALTA CORP COM 89346D10 195 11729 SH SHARED 01 11729 D TRANSALTA CORP COM 89346D10 1360 81686 SH SHARED 02 81686 D TRANSATLANTIC HLDGS INC COM 89352110 5 100 SH SHARED 100 D TRANSATLANTIC HLDGS INC COM 89352110 156 2812 SH SHARED 01 2812 D TRANSATLANTIC HLDGS INC COM 89352110 103 1850 SH SHR/OTHR 01 1850 D TRANSATLANTIC HLDGS INC COM 89352110 145 2615 SH SHARED 02 2615 D TRANSATLANTIC HLDGS INC COM 89352110 5897 105660 SH SHARED 10 4062 101598 D TRANSATLANTIC HLDGS INC COM 89352110 63 1141 SH SHARED 14 1141 D TRANSATLANTIC HLDGS INC COM 89352110 4032 72237 SH SHARED 17 72237 D TRANSCANADA CORP COM 89353D10 100 3800 SH SHARED 1700 2100 D TRANSCANADA CORP COM 89353D10 329 12461 SH SHARED 01 12461 D TRANSCANADA CORP COM 89353D10 8 333 SH SHR/OTHR 01 333 D TRANSCANADA CORP COM 89353D10 3006 113621 SH SHARED 02 113621 D TRANSCANADA CORP COM 89353D10 50 1900 SH SHARED 06 1900 D TRANSCONTINENTAL RLTY INVS COM NEW 89361720 0 4 SH SHARED 02 4 D TRANSKARYOTIC THERAPIES INC NOTE 1.250% 5/1 893735AA 1668 842000 PRN SHARED 842000 D TRANSKARYOTIC THERAPIES INC COM 89373510 6491 177461 SH SHARED 177461 D TRANSKARYOTIC THERAPIES INC COM 89373510 32 900 SH SHARED 01 900 D TRANSKARYOTIC THERAPIES INC COM 89373510 418 11445 SH SHARED 17 11445 D TRANSMETA CORP DEL COM 89376R10 7 12900 SH SHARED 12900 D TRANSMETA CORP DEL COM 89376R10 10 17100 SH SHARED 02 17100 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 59879 59522000 PRN SHARED 59522000 D TRANSMONTAIGNE INC COM 89393410 377 35909 SH SHARED 35909 D TRANSMONTAIGNE INC COM 89393410 181 17300 SH SHARED 17 17300 D TRANSWITCH CORP COM 89406510 289 141316 SH SHARED 141316 D TRANSWITCH CORP COM 89406510 0 200 SH SHARED 02 200 D TRANSWITCH CORP COM 89406510 98 47900 SH SHARED 17 47900 D TRAVELZOO INC COM 89421Q10 111 3405 SH SHARED 3405 D TRAVELZOO INC COM 89421Q10 144 4400 SH SHARED 01 4400 D TRAVELZOO INC COM 89421Q10 1014 30900 SH SHARED 02 30900 D TRAVELZOO INC COM 89421Q10 29 900 SH SHARED 17 900 D TREDEGAR CORP COM 89465010 542 34800 SH SHARED 34800 D TREDEGAR CORP COM 89465010 3756 240800 SH SHARED 10 240800 D TREDEGAR CORP COM 89465010 950 60955 SH SHARED 17 11055 49900 D TREX INC COM 89531P10 967 37650 SH SHARED 37650 D TREX INC COM 89531P10 284 11069 SH SHARED 11069 D TREX INC COM 89531P10 308 12000 SH SHARED 02 12000 D TREX INC COM 89531P10 249 9700 SH SHARED 17 5000 4700 D TRI CONTL CORP COM 89543610 691 38812 SH SHARED 38812 D TRI CONTL CORP COM 89543610 283 15896 SH SHR/OTHR 01 15896 D TRI CONTL CORP COM 89543610 17 1004 SH SHARED 10 1004 D TRI VY CORP COM 89573510 493 35400 SH SHARED 35400 D TRI VY CORP COM 89573510 104 7500 SH SHARED 17 7500 D TRIAD HOSPITALS INC COM 89579K10 2299 42085 SH SHARED 41485 600 D TRIAD HOSPITALS INC COM 89579K10 2243 41061 SH SHARED 01 5900 35161 D TRIAD HOSPITALS INC COM 89579K10 579 10605 SH SHR/OTHR 01 10605 D TRIAD HOSPITALS INC COM 89579K10 2285 41828 SH SHARED 02 41828 D TRIAD HOSPITALS INC COM 89579K10 15572 285000 SH SHARED 04 285000 D TRIAD HOSPITALS INC COM 89579K10 218 4000 SH SHARED 06 4000 D TRIAD HOSPITALS INC COM 89579K10 12091 221300 SH SHARED 10 119400 86900 15000 D TRIAD HOSPITALS INC COM 89579K10 103 1900 SH SHARED 14 1900 D TRIAD HOSPITALS INC COM 89579K10 33035 604610 SH SHARED 17 604610 D TRIDENT MICROSYSTEMS INC COM 89591910 569 25112 SH SHARED 25112 D TRIDENT MICROSYSTEMS INC COM 89591910 204 9000 SH SHARED 17 9000 D TRIAD GTY INC COM 89592510 448 8899 SH SHARED 8899 D TRIAD GTY INC COM 89592510 52 1040 SH SHARED 10 1040 D TRIAD GTY INC COM 89592510 7069 140300 SH SHARED 17 140300 D TRIARC COS INC NOTE 5.000% 5/1 895927AD 39200 32667000 PRN SHARED 32667000 D TRIARC COS INC NOTE 5.000% 5/1 895927AD 19636 16364000 PRN SHARED 02 16364000 D TRIARC COS INC CL A 89592710 442 27500 SH SHARED 27500 D TRIARC COS INC CL B SER 1 89592730 560 37704 SH SHARED 37704 D TRIARC COS INC CL B SER 1 89592730 44 3000 SH SHARED 01 3000 D TRIARC COS INC CL B SER 1 89592730 191 12900 SH SHARED 17 12900 D TRIBUNE CO NEW COM 89604710 39851 1132800 SH SHARED 1131600 1200 D TRIBUNE CO NEW COM 89604710 45782 1301373 SH SHARED 01 2500 1298873 D TRIBUNE CO NEW COM 89604710 429 12195 SH SHR/OTHR 01 12195 D TRIBUNE CO NEW COM 89604710 3817 108500 SH SHARED 02 108500 D TRIBUNE CO NEW COM 89604710 7 200 SH SHARED 05 200 D TRIBUNE CO NEW COM 89604710 3427 97428 SH SHARED 06 97428 D TRIBUNE CO NEW COM 89604710 2369 67346 SH SHARED 10 4305 63041 D TRIBUNE CO NEW COM 89604710 1437 40864 SH SHR/OTHR 10 40864 D TRIBUNE CO NEW COM 89604710 203 5772 SH SHARED 14 5772 D TRIBUNE CO NEW COM 89604710 1055 30000 SH SHARED 16 30000 D TRIBUNE CO NEW COM 89604710 4326 122980 SH SHARED 17 122980 D TRIBUNE CO NEW SB DB EXCH2%29 89604730 1441 1685979 PRN SHARED 1685979 D TRICO BANCSHARES COM 89609510 297 13334 SH SHARED 11834 1500 D TRICO BANCSHARES COM 89609510 111 5000 SH SHARED 17 5000 D TRIKON TECHNOLOGIES INC COM NEW 89618740 101 59200 SH SHARED 59200 D TRIMBLE NAVIGATION LTD COM 89623910 144 3700 SH SHARED 3700 D TRIMBLE NAVIGATION LTD COM 89623910 374 9600 SH SHARED 02 9600 D TRIMBLE NAVIGATION LTD COM 89623910 87 2250 SH SHARED 10 2250 D TRIMBLE NAVIGATION LTD COM 89623910 23 600 SH SHARED 17 600 D TRIMERIS INC COM 89626310 179 17936 SH SHARED 17936 D TRIMERIS INC COM 89626310 50 5100 SH SHARED 02 5100 D TRIMERIS INC COM 89626310 83 8402 SH SHARED 17 8402 D TRINITY BIOTECH PLC SPON ADR NEW 89643830 5 900 SH SHARED 01 900 D TRINITY INDS INC COM 89652210 70 2200 SH SHARED 2200 D TRINITY INDS INC COM 89652210 1497 46743 SH SHARED 46743 D TRINITY INDS INC COM 89652210 525 16400 SH SHARED 01 16400 D TRINITY INDS INC COM 89652210 499 15600 SH SHARED 02 15600 D TRINITY INDS INC COM 89652210 506 15812 SH SHARED 17 15812 D TRINTECH GROUP PLC SPONS ADR NEW 89668220 24 6540 SH SHARED 6540 D TRIPATH TECHNOLOGY INC COM 89672P10 0 216 SH SHARED 216 D TRIPATH TECHNOLOGY INC COM 89672P10 2 4600 SH SHARED 02 4600 D TRIQUINT SEMICONDUCTOR INC NOTE 4.000% 3/0 89674KAB 18788 19350000 PRN SHARED 19350000 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 528 158596 SH SHARED 158596 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 131 39575 SH SHARED 01 39575 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 150 45280 SH SHARED 02 45280 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 173 52078 SH SHARED 17 52078 D TRIUMPH GROUP INC NEW COM 89681810 1513 43532 SH SHARED 34432 9100 D TRIUMPH GROUP INC NEW COM 89681810 17 500 SH SHARED 01 500 D TRIUMPH GROUP INC NEW COM 89681810 22 644 SH SHR/OTHR 01 644 D TRIUMPH GROUP INC NEW COM 89681810 528 15200 SH SHARED 10 15200 D TRIUMPH GROUP INC NEW COM 89681810 6746 194100 SH SHARED 17 188300 5800 D TRIZEC PROPERTIES INC COM 89687P10 10 500 SH SHARED 500 D TRIZEC PROPERTIES INC COM 89687P10 186 9048 SH SHARED 02 9048 D TRIZEC PROPERTIES INC COM 89687P10 31074 1510670 SH SHARED 11 1510670 D TRIZEC PROPERTIES INC COM 89687P10 234 11403 SH SHARED 14 11403 D TRIZETTO GROUP INC COM 89688210 744 53110 SH SHARED 41710 11400 D TRIZETTO GROUP INC COM 89688210 19 1400 SH SHR/OTHR 01 1400 D TRIZETTO GROUP INC COM 89688210 259 18500 SH SHARED 17 18500 D TRIPATH IMAGING INC COM 89694210 253 29652 SH SHARED 29652 D TRIPATH IMAGING INC COM 89694210 120 14100 SH SHARED 17 14100 D TRUSTCO BK CORP N Y COM 89834910 991 75929 SH SHARED 75929 D TRUSTCO BK CORP N Y COM 89834910 595 45583 SH SHARED 17 45583 D TRUSTMARK CORP COM 89840210 1375 47030 SH SHARED 47030 D TRUSTMARK CORP COM 89840210 14 500 SH SHARED 01 500 D TRUSTMARK CORP COM 89840210 0 28 SH SHARED 02 28 D TRUSTMARK CORP COM 89840210 669 22900 SH SHARED 17 22900 D TRUSTREET PPTYS INC COM 89840410 1379 83078 SH SHARED 81478 1600 D TRUSTREET PPTYS INC COM 89840410 49 3000 SH SHR/OTHR 01 3000 D TRUSTREET PPTYS INC COM 89840410 965 58129 SH SHARED 10 58129 D TRUSTREET PPTYS INC COM 89840410 396 23900 SH SHARED 17 23900 D TRUSTREET PPTYS INC PFD CV A 89840420 238 10000 SH SHR/OTHR 01 10000 D TUESDAY MORNING CORP COM NEW 89903550 938 29761 SH SHARED 29761 D TUESDAY MORNING CORP COM NEW 89903550 5 170 SH SHR/OTHR 01 170 D TUESDAY MORNING CORP COM NEW 89903550 365 11600 SH SHARED 17 11600 D TUMBLEWEED COMMUNICATIONS CO COM 89969010 94 36460 SH SHARED 36460 D TUMBLEWEED COMMUNICATIONS CO COM 89969010 15 6000 SH SHARED 02 6000 D TUPPERWARE CORP COM 89989610 2366 101245 SH SHARED 58765 42480 D TUPPERWARE CORP COM 89989610 502 21500 SH SHARED 01 21500 D TUPPERWARE CORP COM 89989610 25 1100 SH SHR/OTHR 01 1100 D TUPPERWARE CORP COM 89989610 430 18409 SH SHARED 02 18409 D TUPPERWARE CORP COM 89989610 864 36990 SH SHARED 17 36990 D TURBOCHEF TECHNOLOGIES INC COM NEW 90000620 230 12842 SH SHARED 12842 D TURBOCHEF TECHNOLOGIES INC COM NEW 90000620 3908 218099 SH SHARED 17 218099 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 7239 572289 SH SHARED 559549 12740 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 4173 329936 SH SHARED 01 329936 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 2034 160811 SH SHARED 04 160000 811 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 2356 186288 SH SHARED 05 186288 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 1909 150942 SH SHARED 06 150942 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 5824 460414 SH SHARED 10 460414 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 326 25786 SH SHARED 14 25786 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 762 60252 SH SHARED 17 60252 D TUT SYSTEMS COM 90110310 32 10842 SH SHARED 10842 D TV AZTECA S A DE C V SPONSORED ADR 90114510 3904 511080 SH SHARED 511080 D TWEETER HOME ENTMT GROUP INC COM 90116710 245 98106 SH SHARED 98106 D 21ST CENTY INS GROUP COM 90130N10 469 31630 SH SHARED 31630 D 21ST CENTY INS GROUP COM 90130N10 140 9500 SH SHARED 17 9500 D 24/7 REAL MEDIA INC COM NEW 90131420 88 21600 SH SHARED 21600 D 24/7 REAL MEDIA INC COM NEW 90131420 14 3500 SH SHARED 02 3500 D II VI INC COM 90210410 422 22967 SH SHARED 22967 D II VI INC COM 90210410 18 1000 SH SHARED 01 1000 D II VI INC COM 90210410 21 1175 SH SHR/OTHR 01 1175 D II VI INC COM 90210410 55 3000 SH SHARED 10 3000 D II VI INC COM 90210410 187 10200 SH SHARED 17 10200 D TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF 161 125000 PRN SHARED 01 125000 D TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF 22505 17446000 PRN SHARED 02 17446000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 80052 57925000 PRN SHARED 57925000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 6002 4343000 PRN SHARED 02 4343000 D TYCO INTL LTD NEW COM 90212410 221988 7602346 SH SHARED 5937097 1665249 D TYCO INTL LTD NEW COM 90212410 14544 498093 SH SHARED 01 46899 451194 D TYCO INTL LTD NEW COM 90212410 2279 78049 SH SHR/OTHR 01 78049 D TYCO INTL LTD NEW COM 90212410 18418 630771 SH SHARED 02 630771 D TYCO INTL LTD NEW COM 90212410 1711 58600 SH SHARED 03 58600 D TYCO INTL LTD NEW COM 90212410 192100 6578771 SH SHARED 04 6572040 6731 D TYCO INTL LTD NEW COM 90212410 53818 1843100 SH SHARED 05 1006100 837000 D TYCO INTL LTD NEW COM 90212410 36474 1249120 SH SHARED 06 1249120 D TYCO INTL LTD NEW COM 90212410 149901 5133614 SH SHARED 10 299329 4758000 76285 D TYCO INTL LTD NEW COM 90212410 46 1600 SH SHR/OTHR 10 1600 D TYCO INTL LTD NEW COM 90212410 2763 94643 SH SHARED 14 94643 D TYCO INTL LTD NEW COM 90212410 1082 37064 SH SHARED 15 37064 D TYCO INTL LTD NEW COM 90212410 3212 110000 SH SHARED 16 110000 D TYCO INTL LTD NEW COM 90212410 158796 5438243 SH SHARED 17 5438243 D TYLER TECHNOLOGIES INC COM 90225210 269 35671 SH SHARED 35671 D TYLER TECHNOLOGIES INC COM 90225210 122 16200 SH SHARED 17 16200 D TYSON FOODS INC CL A 90249410 2484 139600 SH SHARED 138300 1300 D TYSON FOODS INC CL A 90249410 2118 119043 SH SHARED 01 119043 D TYSON FOODS INC CL A 90249410 35 1996 SH SHR/OTHR 01 1996 D TYSON FOODS INC CL A 90249410 2353 132216 SH SHARED 02 132216 D TYSON FOODS INC CL A 90249410 5636 316671 SH SHARED 06 316671 D TYSON FOODS INC CL A 90249410 253 14242 SH SHARED 14 14242 D TYSON FOODS INC CL A 90249410 297 16700 SH SHARED 17 16700 D UCBH HOLDINGS INC COM 90262T30 1536 94634 SH SHARED 94634 D UCBH HOLDINGS INC COM 90262T30 12 800 SH SHARED 01 800 D UCBH HOLDINGS INC COM 90262T30 89 5536 SH SHR/OTHR 01 5536 D UCBH HOLDINGS INC COM 90262T30 69 4300 SH SHARED 02 4300 D UCBH HOLDINGS INC COM 90262T30 673 41500 SH SHARED 17 41500 D UGI CORP NEW COM 90268110 13 500 SH SHARED 500 D UGI CORP NEW COM 90268110 58 2100 SH SHARED 01 2100 D UGI CORP NEW COM 90268110 545 19544 SH SHARED 02 19544 D UGI CORP NEW COM 90268110 488 17500 SH SHARED 17 17500 D UICI COM 90273710 2480 83323 SH SHARED 68023 15300 D UICI COM 90273710 238 8000 SH SHARED 01 8000 D UICI COM 90273710 61 2080 SH SHARED 10 2080 D UICI COM 90273710 687 23100 SH SHARED 17 23100 D UIL HLDG CORP COM 90274810 769 14305 SH SHARED 14305 D UIL HLDG CORP COM 90274810 48 900 SH SHARED 02 900 D UIL HLDG CORP COM 90274810 452 8400 SH SHARED 17 6200 2200 D UMB FINL CORP COM 90278810 998 17500 SH SHARED 15600 1900 D UMB FINL CORP COM 90278810 5 100 SH SHARED 01 100 D UMB FINL CORP COM 90278810 1747 30635 SH SHARED 10 30635 D UMB FINL CORP COM 90278810 552 9692 SH SHARED 17 7392 2300 D U S B HLDG INC COM 90291010 261 11165 SH SHARED 11165 D U S B HLDG INC COM 90291010 19 850 SH SHARED 01 850 D U S B HLDG INC COM 90291010 0 1 SH SHARED 02 1 D U S B HLDG INC COM 90291010 91 3908 SH SHARED 17 3908 D UST INC COM 90291110 21314 466800 SH SHARED 466800 D UST INC COM 90291110 1977 43310 SH SHARED 01 790 42520 D UST INC COM 90291110 515 11300 SH SHR/OTHR 01 11300 D UST INC COM 90291110 2894 63403 SH SHARED 02 63403 D UST INC COM 90291110 336 7360 SH SHARED 06 7360 D UST INC COM 90291110 1246 27300 SH SHARED 10 27300 D UST INC COM 90291110 2283 50000 SH SHR/OTHR 10 50000 D UST INC COM 90291110 132 2892 SH SHARED 14 2892 D UST INC COM 90291110 308767 6762326 SH SHARED 17 6762326 D USA TRUCK INC COM 90292510 124 5017 SH SHARED 5017 D USA TRUCK INC COM 90292510 76 3100 SH SHARED 17 3100 D US BANCORP DEL COM NEW 90297330 213710 7318856 SH SHARED 6746571 572285 D US BANCORP DEL COM NEW 90297330 198 6800 SH SHR/OTHR 6800 D US BANCORP DEL COM NEW 90297330 41045 1405680 SH SHARED 01 649172 756508 D US BANCORP DEL COM NEW 90297330 6296 215633 SH SHR/OTHR 01 215633 D US BANCORP DEL COM NEW 90297330 27729 949652 SH SHARED 02 949652 D US BANCORP DEL COM NEW 90297330 8789 301000 SH SHARED 03 301000 D US BANCORP DEL COM NEW 90297330 19076 653300 SH SHARED 04 647300 6000 D US BANCORP DEL COM NEW 90297330 2031 69555 SH SHARED 05 69555 D US BANCORP DEL COM NEW 90297330 6427 220125 SH SHARED 06 220125 D US BANCORP DEL COM NEW 90297330 157644 5398775 SH SHARED 10 3608352 1790423 D US BANCORP DEL COM NEW 90297330 1549 53070 SH SHR/OTHR 10 53070 D US BANCORP DEL COM NEW 90297330 757 25940 SH SHARED 14 25940 D US BANCORP DEL COM NEW 90297330 4248 145500 SH SHARED 15 145500 D US BANCORP DEL COM NEW 90297330 2044 70000 SH SHARED 16 70000 D US BANCORP DEL COM NEW 90297330 106245 3638550 SH SHARED 17 3560450 78100 D URS CORP NEW COM 90323610 2131 57055 SH SHARED 57055 D URS CORP NEW COM 90323610 451 12100 SH SHARED 01 12100 D URS CORP NEW COM 90323610 26 700 SH SHARED 10 700 D URS CORP NEW COM 90323610 20374 545500 SH SHARED 17 545500 D USANA HEALTH SCIENCES INC COM 90328M10 430 10166 SH SHARED 10166 D USANA HEALTH SCIENCES INC COM 90328M10 4 100 SH SHARED 02 100 D USANA HEALTH SCIENCES INC COM 90328M10 207 4900 SH SHARED 17 4900 D USF&G CORP NOTE 3/0 903290AD 1671 2006000 PRN SHARED 2006000 D U S G CORP COM NEW 90329340 103 2439 SH SHARED 2439 D U S G CORP COM NEW 90329340 811 19100 SH SHARED 01 19100 D U S G CORP COM NEW 90329340 17 400 SH SHR/OTHR 01 400 D U S G CORP COM NEW 90329340 153 3600 SH SHARED 02 3600 D U S G CORP COM NEW 90329340 420 9900 SH SHARED 10 9900 D U S G CORP COM NEW 90329340 331 7800 SH SHARED 17 7800 D USEC INC COM 90333E10 1236 84432 SH SHARED 84432 D USEC INC COM 90333E10 300 20500 SH SHARED 02 20500 D USEC INC COM 90333E10 102 7000 SH SHARED 10 7000 D USEC INC COM 90333E10 536 36633 SH SHARED 17 36633 D U S I HLDGS COM 90333H10 782 60743 SH SHARED 60743 D U S I HLDGS COM 90333H10 221 17200 SH SHARED 17 17200 D U S CONCRETE INC COM 90333L10 115 17905 SH SHARED 17905 D U S CONCRETE INC COM 90333L10 16 2600 SH SHARED 02 2600 D U S PHYSICAL THERAPY INC COM 90337L10 223 11672 SH SHARED 11672 D U S PHYSICAL THERAPY INC COM 90337L10 120 6300 SH SHARED 17 6300 D U S XPRESS ENTERPRISES INC CL A 90338N10 281 23677 SH SHARED 23677 D U S XPRESS ENTERPRISES INC CL A 90338N10 70 5900 SH SHARED 17 5900 D US UNWIRED INC COM 90338R10 1301 223694 SH SHARED 131994 91700 D US UNWIRED INC COM 90338R10 18 3100 SH SHARED 01 3100 D US UNWIRED INC COM 90338R10 1487 255600 SH SHARED 10 255600 D US UNWIRED INC COM 90338R10 300 51600 SH SHARED 17 51600 D USA MOBILITY INC COM 90341G10 776 26439 SH SHARED 26439 D USA MOBILITY INC COM 90341G10 38 1300 SH SHARED 01 1300 D USA MOBILITY INC COM 90341G10 52 1800 SH SHARED 02 1800 D USA MOBILITY INC COM 90341G10 292 9964 SH SHARED 17 9964 D UAP HLDG CORP COM 90344110 545 32883 SH SHARED 32883 D UAP HLDG CORP COM 90344110 224 13500 SH SHARED 17 13500 D UBIQUITEL INC COM 90347430 1733 212377 SH SHARED 74977 137400 D UBIQUITEL INC COM 90347430 81 10000 SH SHARED 01 10000 D UBIQUITEL INC COM 90347430 726 89000 SH SHARED 10 89000 D UBIQUITEL INC COM 90347430 2020 247600 SH SHARED 17 33000 214600 D ULTICOM INC COM 90384410 166 15650 SH SHARED 15650 D ULTICOM INC COM 90384410 318 30000 SH SHARED 10 30000 D ULTICOM INC COM 90384410 44 4200 SH SHARED 17 4200 D ULTIMATE SOFTWARE GROUP INC COM 90385D10 372 22725 SH SHARED 22725 D ULTIMATE SOFTWARE GROUP INC COM 90385D10 175 10700 SH SHARED 17 10700 D ULTRALIFE BATTERIES INC COM 90389910 386 23927 SH SHARED 23927 D ULTRALIFE BATTERIES INC COM 90389910 39 2425 SH SHR/OTHR 01 2425 D ULTRALIFE BATTERIES INC COM 90389910 117 7300 SH SHARED 17 7300 D ULTRA PETROLEUM CORP COM 90391410 7106 234066 SH SHARED 234066 D ULTRA PETROLEUM CORP COM 90391410 28 938 SH SHR/OTHR 01 938 D ULTRA PETROLEUM CORP COM 90391410 236 7800 SH SHARED 06 7800 D ULTRA PETROLEUM CORP COM 90391410 19187 632000 SH SHARED 10 497000 135000 D ULTRA PETROLEUM CORP COM 90391410 20036 659970 SH SHARED 17 659970 D ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P10 1 100 SH SHARED 100 D ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P10 140 8000 SH SHARED 17 8000 D ULTRATECH INC COM 90403410 435 23806 SH SHARED 23806 D ULTRATECH INC COM 90403410 41 2268 SH SHR/OTHR 01 2268 D ULTRATECH INC COM 90403410 4482 244928 SH SHARED 17 244928 D UMPQUA HLDGS CORP COM 90421410 1560 66287 SH SHARED 44087 22200 D UMPQUA HLDGS CORP COM 90421410 228 9700 SH SHARED 10 9700 D UMPQUA HLDGS CORP COM 90421410 890 37831 SH SHARED 17 21831 16000 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 13439 348000 SH SHARED 348000 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 2317 60000 SH SHARED 06 60000 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 8944 231600 SH SHARED 10 231600 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 559 14500 SH SHARED 14 14500 D UNIFI INC COM 90467710 2935 692256 SH SHARED 692256 D UNIFIRST CORP MASS COM 90470810 360 8900 SH SHARED 8900 D UNIFIRST CORP MASS COM 90470810 1414 34900 SH SHARED 10 34900 D UNIFIRST CORP MASS COM 90470810 977 24100 SH SHARED 17 3500 20600 D UNILEVER PLC SPON ADR NEW 90476770 5135 132200 SH SHARED 132200 D UNILEVER PLC SPON ADR NEW 90476770 366 9432 SH SHR/OTHR 01 9432 D UNILEVER PLC SPON ADR NEW 90476770 5 145 SH SHARED 10 145 D UNILEVER N V N Y SHS NEW 90478470 25143 387833 SH SHARED 372818 15015 D UNILEVER N V N Y SHS NEW 90478470 149 2300 SH SHR/OTHR 2300 D UNILEVER N V N Y SHS NEW 90478470 7759 119693 SH SHARED 01 89460 30233 D UNILEVER N V N Y SHS NEW 90478470 1332 20561 SH SHR/OTHR 01 20561 D UNILEVER N V N Y SHS NEW 90478470 49328 760896 SH SHARED 10 601240 159656 D UNILEVER N V N Y SHS NEW 90478470 2774 42800 SH SHARED 17 6300 36500 D UNION BANKSHARES CORP COM 90539910 333 8633 SH SHARED 8633 D UNION BANKSHARES CORP COM 90539910 92 2400 SH SHARED 17 2400 D UNION BANKSHARES INC COM 90540010 10 500 SH SHR/OTHR 01 500 D UNION PAC CORP COM 90781810 60858 939182 SH SHARED 935982 3200 D UNION PAC CORP COM 90781810 14005 216134 SH SHARED 01 88135 127999 D UNION PAC CORP COM 90781810 6545 101018 SH SHR/OTHR 01 101018 D UNION PAC CORP COM 90781810 6413 98966 SH SHARED 02 98966 D UNION PAC CORP COM 90781810 6 100 SH SHARED 05 100 D UNION PAC CORP COM 90781810 301 4650 SH SHARED 06 4650 D UNION PAC CORP COM 90781810 5216 80496 SH SHARED 10 7100 73396 D UNION PAC CORP COM 90781810 1142 17634 SH SHR/OTHR 10 17634 D UNION PAC CORP COM 90781810 7648 118032 SH SHARED 17 118032 D UNIONBANCAL CORP COM 90890610 890 13300 SH SHARED 13300 D UNIONBANCAL CORP COM 90890610 26 400 SH SHARED 300 100 D UNIONBANCAL CORP COM 90890610 26 400 SH SHARED 01 400 D UNIONBANCAL CORP COM 90890610 383 5728 SH SHARED 02 5728 D UNIONBANCAL CORP COM 90890610 26 392 SH SHARED 06 392 D UNIONBANCAL CORP COM 90890610 408 6100 SH SHARED 17 5200 900 D UNISOURCE ENERGY CORP COM 90920510 1054 34299 SH SHARED 34299 D UNISOURCE ENERGY CORP COM 90920510 24 800 SH SHARED 01 800 D UNISOURCE ENERGY CORP COM 90920510 424 13800 SH SHARED 17 13800 D UNISYS CORP COM 90921410 15360 2426560 SH SHARED 2421410 5150 D UNISYS CORP COM 90921410 318 50323 SH SHARED 01 50323 D UNISYS CORP COM 90921410 2 390 SH SHR/OTHR 01 390 D UNISYS CORP COM 90921410 795 125618 SH SHARED 02 125618 D UNISYS CORP COM 90921410 18 2850 SH SHARED 06 2850 D UNISYS CORP COM 90921410 243 38400 SH SHARED 10 38400 D UNISYS CORP COM 90921410 2116 334364 SH SHARED 17 131064 203300 D UNIT CORP COM 90921810 1267 28800 SH SHARED 28800 D UNIT CORP COM 90921810 20 475 SH SHR/OTHR 01 475 D UNIT CORP COM 90921810 259 5900 SH SHARED 02 5900 D UNIT CORP COM 90921810 179 4080 SH SHARED 10 2080 2000 D UNIT CORP COM 90921810 92 2100 SH SHARED 17 2100 D UNITED AMER INDEMNITY LTD CL A 90933T10 0 1 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UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 4816 1171800 SH SHARED 01 1171800 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 39 9552 SH SHARED 02 9552 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 32 8000 SH SHARED 05 8000 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 4525 1101100 SH SHARED 10 1101100 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 589 143400 SH SHARED 17 143400 D UNITED MOBILE HOMES INC COM 91102410 2 172 SH SHARED 02 172 D UNITED NAT FOODS INC COM 91116310 7146 235300 SH SHARED 235300 D UNITED NAT FOODS INC COM 91116310 536 17665 SH SHARED 17 17665 D UNITED ONLINE INC COM 91126810 1621 149466 SH SHARED 146066 3400 D UNITED ONLINE INC COM 91126810 14 1300 SH SHARED 01 1300 D UNITED ONLINE INC COM 91126810 697 64242 SH SHARED 10 2142 62100 D UNITED ONLINE INC COM 91126810 253 23350 SH SHARED 17 23350 D UNITED PANAM FINANCIAL CP COM 91130110 132 4833 SH SHARED 4833 D UNITED PANAM FINANCIAL CP COM 91130110 65 2400 SH SHARED 17 2400 D 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3274 95275 SH SHARED 06 95275 D UNITED STATES STL CORP NEW COM 91290910 103 3000 SH SHARED 10 3000 D UNITED STATES STL CORP NEW COM 91290910 3586 104351 SH SHARED 17 63951 40400 D UNITED STATES STL CORP NEW PFD CV B 7% 91290920 363 329150 PRN SHARED 329150 D UNITED STATES STL CORP NEW PFD CV B 7% 91290920 451 408935 PRN SHARED 02 408935 D UNITED STATIONERS INC COM 91300410 98 2000 SH SHARED 2000 D UNITED STATIONERS INC COM 91300410 1654 33696 SH SHARED 33696 D UNITED STATIONERS INC COM 91300410 71 1450 SH SHARED 10 1450 D UNITED STATIONERS INC COM 91300410 817 16651 SH SHARED 17 16651 D UNITED SURGICAL PARTNERS INT COM 91301630 1475 28333 SH SHARED 28333 D UNITED SURGICAL PARTNERS INT COM 91301630 2150 41286 SH SHARED 01 38011 3275 D UNITED SURGICAL PARTNERS INT COM 91301630 47 915 SH SHR/OTHR 01 915 D UNITED SURGICAL PARTNERS INT COM 91301630 8734 167718 SH SHARED 10 166118 1600 D UNITED SURGICAL PARTNERS INT COM 91301630 19176 368217 SH SHARED 17 232617 135600 D UNITED TECHNOLOGIES CORP COM 91301710 363446 7077837 SH SHARED 5809607 1268230 D UNITED TECHNOLOGIES CORP COM 91301710 43534 847804 SH SHARED 01 268839 578965 D UNITED TECHNOLOGIES CORP COM 91301710 19464 379048 SH SHR/OTHR 01 379048 D UNITED TECHNOLOGIES CORP COM 91301710 23269 453146 SH SHARED 02 453146 D UNITED TECHNOLOGIES CORP COM 91301710 17825 347142 SH SHARED 04 340780 6362 D UNITED TECHNOLOGIES CORP COM 91301710 36657 713870 SH SHARED 05 475652 238218 D UNITED TECHNOLOGIES CORP COM 91301710 23485 457360 SH SHARED 06 457360 D UNITED TECHNOLOGIES CORP COM 91301710 221874 4320834 SH SHARED 10 958296 1746380 1616158 D UNITED TECHNOLOGIES CORP COM 91301710 7857 153028 SH SHR/OTHR 10 153028 D UNITED TECHNOLOGIES CORP COM 91301710 1615 31468 SH SHARED 14 31468 D UNITED TECHNOLOGIES CORP COM 91301710 4447 86620 SH SHARED 15 86620 D UNITED TECHNOLOGIES CORP COM 91301710 23690 461344 SH SHARED 17 461344 D UNITED THERAPEUTICS CORP DEL COM 91307C10 2103 43632 SH SHARED 28532 15100 D UNITED THERAPEUTICS CORP DEL COM 91307C10 4 100 SH SHARED 02 100 D UNITED THERAPEUTICS CORP DEL COM 91307C10 3284 68134 SH SHARED 04 68134 D UNITED THERAPEUTICS CORP DEL COM 91307C10 992 20600 SH SHARED 10 20600 D UNITED THERAPEUTICS CORP DEL COM 91307C10 62 1300 SH SHARED 14 1300 D UNITED THERAPEUTICS CORP DEL COM 91307C10 8273 171640 SH SHARED 17 118140 53500 D UNITED UTILS PLC SPONSORED ADR 91311Q10 98 4100 SH SHARED 4100 D UNITED UTILS PLC SPONSORED ADR 91311Q10 69 2885 SH SHR/OTHR 01 2885 D UNITEDHEALTH GROUP INC COM 91324P10 207117 3972328 SH SHARED 3832928 139400 D UNITEDHEALTH GROUP INC COM 91324P10 20352 390338 SH SHARED 01 27272 363066 D UNITEDHEALTH GROUP INC COM 91324P10 2467 47334 SH SHR/OTHR 01 47334 D UNITEDHEALTH GROUP INC COM 91324P10 24797 475589 SH SHARED 02 475589 D UNITEDHEALTH GROUP INC COM 91324P10 42869 822200 SH SHARED 04 822200 D UNITEDHEALTH GROUP INC COM 91324P10 3535 67800 SH SHARED 05 58700 9100 D UNITEDHEALTH GROUP INC COM 91324P10 1630 31270 SH SHARED 06 31270 D UNITEDHEALTH GROUP INC COM 91324P10 276138 5296103 SH SHARED 10 1427272 2715900 1152931 D UNITEDHEALTH GROUP INC COM 91324P10 1824 35000 SH SHR/OTHR 10 35000 D UNITEDHEALTH GROUP INC COM 91324P10 1269 24346 SH SHARED 14 24346 D UNITEDHEALTH GROUP INC COM 91324P10 1045 20060 SH SHARED 15 20060 D UNITEDHEALTH GROUP INC COM 91324P10 45276 868355 SH SHARED 17 868355 D UNITEDGLOBALCOM CL A 91324750 0 8200 SH SHARED 8200 D UNITIL CORP COM 91325910 3 134 SH SHR/OTHR 01 134 D UNITRIN INC COM 91327510 328 6700 SH SHARED 6700 D UNITRIN INC COM 91327510 1124 22900 SH SHARED 01 22900 D UNITRIN INC COM 91327510 31 635 SH SHR/OTHR 01 635 D UNITRIN INC COM 91327510 1204 24526 SH SHARED 02 24526 D UNITRIN INC COM 91327510 294 6000 SH SHARED 10 6000 D UNITRIN INC COM 91327510 34 700 SH SHARED 17 700 D UNIVERSAL AMERN FINL CORP COM 91337710 587 25994 SH SHARED 25994 D UNIVERSAL AMERN FINL CORP COM 91337710 2544 112500 SH SHARED 01 112500 D UNIVERSAL AMERN FINL CORP COM 91337710 27 1200 SH SHARED 02 1200 D UNIVERSAL 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1700 D UNIVERSAL DISPLAY CORP COM 91347P10 88 8615 SH SHARED 17 8615 D UNIVERSAL ELECTRS INC COM 91348310 225 13600 SH SHARED 13600 D UNIVERSAL ELECTRS INC COM 91348310 9 600 SH SHARED 10 600 D UNIVERSAL ELECTRS INC COM 91348310 70 4241 SH SHARED 17 4241 D UNIVERSAL FST PRODS INC COM 91354310 663 16000 SH SHARED 16000 D UNIVERSAL FST PRODS INC COM 91354310 298 7200 SH SHARED 17 7200 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 444 11666 SH SHARED 11666 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 53 1400 SH SHR/OTHR 01 1400 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 240 6300 SH SHARED 17 6300 D UNIVERSAL TRUCKLOAD SVCS INC COM 91388P10 97 5767 SH SHARED 5767 D UNIVERSAL TRUCKLOAD SVCS INC COM 91388P10 79 4710 SH SHARED 17 4710 D UNIVERSAL HLTH SVCS INC CL B 91390310 93 1500 SH SHARED 1500 D UNIVERSAL HLTH SVCS INC CL B 91390310 6435 103500 SH SHARED 103500 D UNIVERSAL HLTH SVCS INC CL B 91390310 1287 20700 SH SHARED 01 20700 D UNIVERSAL HLTH SVCS INC CL B 91390310 1589 25561 SH SHARED 02 25561 D UNIVERSAL HLTH SVCS INC CL B 91390310 559 9000 SH SHARED 04 9000 D UNIVERSAL HLTH SVCS INC CL B 91390310 994 16000 SH SHARED 10 16000 D UNIVERSAL HLTH SVCS INC CL B 91390310 58 933 SH SHARED 14 933 D UNIVERSAL HLTH SVCS INC CL B 91390310 411 6610 SH SHARED 17 6610 D UNIVERSAL TECHNICAL INST INC COM 91391510 690 20789 SH SHARED 20789 D UNIVERSAL TECHNICAL INST INC COM 91391510 4455 134200 SH SHARED 17 134200 D UNIVISION COMMUNICATIONS INC CL A 91490610 21361 775371 SH SHARED 774171 1200 D UNIVISION COMMUNICATIONS INC CL A 91490610 1762 63967 SH SHARED 01 63967 D UNIVISION COMMUNICATIONS INC CL A 91490610 93 3410 SH SHR/OTHR 01 3410 D UNIVISION COMMUNICATIONS INC CL A 91490610 4277 155280 SH SHARED 02 155280 D UNIVISION COMMUNICATIONS INC CL A 91490610 1515 55000 SH SHARED 04 55000 D UNIVISION COMMUNICATIONS INC CL A 91490610 5 200 SH SHARED 05 200 D UNIVISION COMMUNICATIONS INC CL A 91490610 2077 75400 SH SHARED 06 75400 D UNIVISION COMMUNICATIONS INC CL A 91490610 37 1379 SH SHARED 14 1379 D UNIVISION COMMUNICATIONS INC CL A 91490610 3451 125290 SH SHARED 17 125290 D UNIVEST CORP PA COM 91527110 338 11283 SH SHARED 9333 1950 D UNIVEST CORP PA COM 91527110 175 5850 SH SHARED 17 3450 2400 D UNIZAN FINANCIAL CORP COM 91528W10 3420 127692 SH SHARED 127692 D UNIZAN FINANCIAL CORP COM 91528W10 265 9917 SH SHARED 17 9917 D UNOCAL CORP COM 91528910 95716 1471423 SH SHARED 1464923 6500 D UNOCAL CORP COM 91528910 4353 66928 SH SHARED 01 66928 D UNOCAL CORP COM 91528910 113 1740 SH SHR/OTHR 01 1740 D UNOCAL CORP COM 91528910 7889 121277 SH SHARED 02 121277 D UNOCAL CORP COM 91528910 13 200 SH SHARED 05 200 D UNOCAL CORP COM 91528910 637 9800 SH SHARED 06 9800 D UNOCAL CORP COM 91528910 1143 17584 SH SHARED 10 17584 D UNOCAL CORP COM 91528910 1326 20385 SH SHARED 14 20385 D UNOCAL CORP COM 91528910 7497 115263 SH SHARED 17 115263 D UNOVA INC COM 91529B10 1635 61432 SH SHARED 61432 D UNOVA INC COM 91529B10 0 1 SH SHARED 01 1 D UNOVA INC COM 91529B10 69 2600 SH SHARED 02 2600 D UNOVA INC COM 91529B10 572 21500 SH SHARED 17 21500 D UNUMPROVIDENT CORP COM 91529Y10 15151 827053 SH SHARED 776956 50097 D UNUMPROVIDENT CORP COM 91529Y10 1295 70701 SH SHARED 01 7835 62866 D UNUMPROVIDENT CORP COM 91529Y10 1994 108844 SH SHARED 02 108844 D UNUMPROVIDENT CORP COM 91529Y10 18893 1031280 SH SHARED 05 513580 517700 D UNUMPROVIDENT CORP COM 91529Y10 85 4650 SH SHARED 06 4650 D UNUMPROVIDENT CORP COM 91529Y10 183 10000 SH SHARED 10 8500 1500 D UNUMPROVIDENT CORP COM 91529Y10 3739 204100 SH SHARED 14 204100 D UNUMPROVIDENT CORP COM 91529Y10 3206 175054 SH SHARED 17 175054 D UPM KYMMENE CORP SPONSORED ADR 91543610 222 11581 SH SHR/OTHR 01 11581 D UPM KYMMENE CORP SPONSORED ADR 91543610 6 315 SH SHARED 10 315 D URBAN OUTFITTERS INC COM 91704710 1036 18275 SH SHARED 7975 10300 D URBAN OUTFITTERS INC COM 91704710 1811 31950 SH SHARED 01 5150 26800 D URBAN OUTFITTERS INC COM 91704710 77 1363 SH SHR/OTHR 01 1363 D URBAN OUTFITTERS INC COM 91704710 1507 26600 SH SHARED 02 26600 D URBAN OUTFITTERS INC COM 91704710 1601 28250 SH SHARED 04 28250 D URBAN OUTFITTERS INC COM 91704710 44980 793440 SH SHARED 10 64890 618850 109700 D URBAN OUTFITTERS INC COM 91704710 37877 668154 SH SHARED 17 668154 D UROLOGIX INC COM 91727310 46 10700 SH SHARED 10700 D UROLOGIX INC COM 91727310 6 1600 SH SHARED 02 1600 D URSTADT BIDDLE PPTYS INS CL A 91728620 381 21999 SH SHARED 20899 1100 D URSTADT BIDDLE PPTYS INS CL A 91728620 20 1200 SH SHARED 10 1200 D URSTADT BIDDLE PPTYS INS CL A 91728620 102 5900 SH SHARED 17 5900 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 5468 49233 SH SHARED 02 49233 D UTSTARCOM INC NOTE 0.875% 3/0 918076AB 2382 3394000 PRN SHARED 3394000 D UTSTARCOM INC NOTE 0.875% 3/0 918076AB 59 85000 PRN SHARED 02 85000 D UTSTARCOM INC COM 91807610 1364 182188 SH SHARED 182188 D UTSTARCOM INC COM 91807610 149 20000 SH SHARED 01 20000 D UTSTARCOM INC COM 91807610 359 48000 SH SHR/OTHR 01 48000 D UTSTARCOM INC COM 91807610 262 35038 SH SHARED 02 35038 D UTSTARCOM INC COM 91807610 333 44500 SH SHARED 17 44500 D VA SOFTWARE CORP COM 91819B10 0 250 SH SHARED 250 D VCA ANTECH INC COM 91819410 220 9100 SH SHARED 9100 D VCA ANTECH INC COM 91819410 640 26400 SH SHARED 01 26400 D VCA ANTECH INC COM 91819410 1003 41392 SH SHARED 02 41392 D VCA ANTECH INC COM 91819410 104 4300 SH SHARED 17 4300 D V F CORP COM 91820410 29834 521393 SH SHARED 505293 16100 D V F CORP COM 91820410 1354 23677 SH SHARED 01 23677 D V F CORP COM 91820410 5 95 SH SHR/OTHR 01 95 D V F CORP COM 91820410 2157 37701 SH SHARED 02 37701 D V F CORP COM 91820410 62 1100 SH SHARED 06 1100 D V F CORP COM 91820410 658 11500 SH SHARED 10 8700 2800 D V F CORP COM 91820410 85 1500 SH SHARED 14 1500 D V F CORP COM 91820410 5122 89527 SH SHARED 17 51727 37800 D VAALCO ENERGY INC COM NEW 91851C20 50 14500 SH SHARED 02 14500 D VAIL RESORTS INC COM 91879Q10 952 33901 SH SHARED 30401 3500 D VAIL RESORTS INC COM 91879Q10 11 400 SH SHARED 02 400 D VAIL RESORTS INC COM 91879Q10 983 35000 SH SHARED 10 35000 D VAIL RESORTS INC COM 91879Q10 1253 44600 SH SHARED 17 14600 30000 D VALASSIS COMMUNICATIONS INC NOTE 1.625% 5/2 918866AK 4218 6000000 PRN SHARED 6000000 D VALASSIS COMMUNICATIONS INC COM 91886610 3185 85990 SH SHARED 85990 D VALASSIS COMMUNICATIONS INC COM 91886610 655 17700 SH SHARED 01 17700 D VALASSIS COMMUNICATIONS INC COM 91886610 181 4910 SH SHR/OTHR 01 4910 D VALASSIS COMMUNICATIONS INC COM 91886610 605 16348 SH SHARED 02 16348 D VALASSIS COMMUNICATIONS INC COM 91886610 841 22700 SH SHARED 06 22700 D VALASSIS COMMUNICATIONS INC COM 91886610 3 100 SH SHARED 10 100 D VALASSIS COMMUNICATIONS INC COM 91886610 863 23300 SH SHARED 17 23300 D VALHI INC NEW COM 91890510 42 2400 SH SHARED 2400 D VALHI INC NEW COM 91890510 15 900 SH SHARED 02 900 D VALHI INC NEW COM 91890510 78 4500 SH SHARED 17 4500 D VALENCE TECHNOLOGY INC COM 91891410 139 49939 SH SHARED 49939 D VALENCE TECHNOLOGY INC COM 91891410 3 1300 SH SHARED 02 1300 D VALENCE TECHNOLOGY INC COM 91891410 66 23800 SH SHARED 17 23800 D VALEANT PHARMACEUTICALS INTL COM 91911X10 23865 1353700 SH SHARED 1353700 D VALEANT PHARMACEUTICALS INTL COM 91911X10 571 32400 SH SHARED 01 32400 D VALEANT PHARMACEUTICALS INTL COM 91911X10 19 1100 SH SHR/OTHR 01 1100 D VALEANT PHARMACEUTICALS INTL COM 91911X10 750 42574 SH SHARED 02 42574 D VALEANT PHARMACEUTICALS INTL COM 91911X10 1322 75000 SH SHARED 04 75000 D VALEANT PHARMACEUTICALS INTL COM 91911X10 197 11200 SH SHARED 10 11200 D VALENTIS INC COM NEW 91913E30 0 23 SH SHARED 23 D VALERO L P COM UT LTD PRT 91913W10 5639 93700 SH SHARED 93700 D VALERO ENERGY CORP NEW COM 91913Y10 363 4600 SH SHARED 4600 D VALERO ENERGY CORP NEW COM 91913Y10 117005 1479022 SH SHARED 1468422 10600 D VALERO ENERGY CORP NEW COM 91913Y10 3988 50414 SH SHARED 01 50414 D VALERO ENERGY CORP NEW COM 91913Y10 17403 219991 SH SHARED 02 219991 D VALERO ENERGY CORP NEW COM 91913Y10 3559 45000 SH SHARED 04 45000 D VALERO ENERGY CORP NEW COM 91913Y10 15 200 SH SHARED 05 200 D VALERO ENERGY CORP NEW COM 91913Y10 920 11638 SH SHARED 06 11638 D VALERO ENERGY CORP NEW COM 91913Y10 50190 634440 SH SHARED 10 148400 380200 105840 D VALERO ENERGY CORP NEW COM 91913Y10 5 75 SH SHR/OTHR 10 75 D VALERO ENERGY CORP NEW COM 91913Y10 898 11360 SH SHARED 14 11360 D VALERO ENERGY CORP NEW COM 91913Y10 8724 110281 SH SHARED 17 110281 D VALLEY NATL BANCORP COM 91979410 11 500 SH SHARED 500 D VALLEY NATL BANCORP COM 91979410 17 743 SH SHARED 01 743 D VALLEY NATL BANCORP COM 91979410 258 11056 SH SHARED 02 11056 D VALLEY NATL BANCORP COM 91979410 37 1605 SH SHARED 17 1605 D VALMONT INDS INC COM 92025310 433 16807 SH SHARED 16807 D VALMONT INDS INC COM 92025310 7492 290400 SH SHARED 17 290400 D VALOR COMMUNICATIONS GROUP I COM 92025510 7769 562973 SH SHARED 562973 D VALOR COMMUNICATIONS GROUP I COM 92025510 150 10870 SH SHARED 17 10870 D VALSPAR CORP COM 92035510 2240 46400 SH SHARED 46400 D VALSPAR CORP COM 92035510 907 18800 SH SHARED 01 18800 D VALSPAR CORP COM 92035510 1296 26857 SH SHARED 02 26857 D VALSPAR CORP COM 92035510 50 1055 SH SHARED 06 1055 D VALSPAR CORP COM 92035510 14 300 SH SHARED 17 300 D VALUE LINE INC COM 92043710 43 1100 SH SHARED 1100 D VALUE LINE INC COM 92043710 11 300 SH SHARED 01 300 D VALUE LINE INC COM 92043710 15 400 SH SHARED 17 400 D VALUECLICK INC COM 92046N10 1946 157837 SH SHARED 87737 70100 D VALUECLICK INC COM 92046N10 4 329 SH SHARED 01 329 D VALUECLICK INC COM 92046N10 1183 96000 SH SHARED 04 96000 D VALUECLICK INC COM 92046N10 1584 128500 SH SHARED 17 32900 95600 D VALUEVISION MEDIA INC CL A 92047K10 389 32462 SH SHARED 32462 D VALUEVISION MEDIA INC CL A 92047K10 110 9200 SH SHARED 17 9200 D VAN KAMPEN CALIF MUN TR SH BEN INT 92091010 4 500 SH SHARED 10 500 D VAN KAMPEN TR INVT GRADE MUN COM 92092910 64 4293 SH SHARED 10 1043 3250 D VAN KAMPEN TR INVT GRADE CAL COM 92093010 105 7000 SH SHR/OTHR 01 7000 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 29 2000 SH SHR/OTHR 01 2000 D VAN KAMPEN SENIOR INCOME TR COM 92096110 92 11471 SH SHARED 11471 D VAN DER MOOLEN HLDG N.V. SPONSORED ADR 92102010 261 55505 SH SHARED 55505 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 76 5000 SH SHR/OTHR 01 5000 D VAN KAMPEN SELECT SECTOR MUN COM 92112M10 31 2500 SH SHR/OTHR 01 2500 D VAN KAMPEN ADVANTAGE MUN INC SH BEN INT 92112410 5 338 SH SHARED 10 338 D VANGUARD INTL EQUITY INDEX F PACIFIC VIPERS 92204286 97 2000 SH SHARED 10 2000 D VARIAN MED SYS INC COM 92220P10 4214 112900 SH SHARED 111900 1000 D VARIAN MED SYS INC COM 92220P10 1894 50761 SH SHARED 01 50761 D VARIAN MED SYS INC COM 92220P10 74 2000 SH SHR/OTHR 01 2000 D VARIAN MED SYS INC COM 92220P10 2289 61325 SH SHARED 02 61325 D VARIAN MED SYS INC COM 92220P10 44 1200 SH SHARED 06 1200 D VARIAN MED SYS INC COM 92220P10 52 1400 SH SHARED 10 1400 D VARIAN MED SYS INC COM 92220P10 156 4200 SH SHARED 14 4200 D VARIAN MED SYS INC COM 92220P10 1655 44355 SH SHARED 17 44355 D VARIAN INC COM 92220610 1401 37096 SH SHARED 37096 D VARIAN INC COM 92220610 513 13600 SH SHARED 01 13600 D VARIAN INC COM 92220610 420 11126 SH SHARED 02 11126 D VARIAN INC COM 92220610 20 540 SH SHARED 10 540 D VARIAN INC COM 92220610 556 14728 SH SHARED 17 14728 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 44 1200 SH SHARED 1200 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 2848 76999 SH SHARED 36599 40400 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 207 5600 SH SHARED 01 5600 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 6 175 SH SHR/OTHR 01 175 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 273 7400 SH SHARED 02 7400 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 1024 27700 SH SHARED 10 27700 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 1035 27996 SH SHARED 17 27996 D VASCO DATA SEC INTL INC COM 92230Y10 229 23612 SH SHARED 23612 D VASCO DATA SEC INTL INC COM 92230Y10 2 300 SH SHARED 01 300 D VASCO DATA SEC INTL INC COM 92230Y10 76 7900 SH SHARED 17 7900 D VASOMEDICAL INC COM 92232110 105 145000 SH SHARED 01 145000 D VECTREN CORP COM 92240G10 252 8800 SH SHARED 8800 D VECTREN CORP COM 92240G10 979 34100 SH SHARED 01 7000 27100 D VECTREN CORP COM 92240G10 930 32383 SH SHARED 02 32383 D VECTREN CORP COM 92240G10 8 300 SH SHARED 17 300 D VECTOR GROUP LTD COM 92240M10 561 30251 SH SHARED 30251 D VECTOR GROUP LTD COM 92240M10 334 18000 SH SHARED 10 18000 D VECTOR GROUP LTD COM 92240M10 5546 298675 SH SHARED 17 298675 D VEECO INSTRS INC DEL COM 92241710 2155 132374 SH SHARED 132274 100 D VEECO INSTRS INC DEL COM 92241710 83 5100 SH SHARED 01 5100 D VEECO INSTRS INC DEL COM 92241710 1 100 SH SHARED 02 100 D VEECO INSTRS INC DEL COM 92241710 198 12200 SH SHARED 17 12200 D VENTAS INC COM 92276F10 10301 341102 SH SHARED 341102 D VENTAS INC COM 92276F10 1011 33500 SH SHARED 01 33500 D VENTAS INC COM 92276F10 256 8500 SH SHARED 02 8500 D VENTAS INC COM 92276F10 136997 4536350 SH SHARED 11 4536350 D VENTAS INC COM 92276F10 2219 73500 SH SHARED 17 300 73200 D VENTANA MED SYS INC COM 92276H10 1264 31442 SH SHARED 30642 800 D VENTANA MED SYS INC COM 92276H10 120 3000 SH SHARED 02 3000 D VENTANA MED SYS INC COM 92276H10 458 11400 SH SHARED 10 11400 D VENTANA MED SYS INC COM 92276H10 3656 90892 SH SHARED 17 12492 78400 D VENTIV HEALTH INC COM 92279310 2130 110483 SH SHARED 26883 83600 D VENTIV HEALTH INC COM 92279310 106 5500 SH SHARED 02 5500 D VENTIV HEALTH INC COM 92279310 1025 53200 SH SHARED 10 53200 D VENTIV HEALTH INC COM 92279310 2143 111200 SH SHARED 17 9400 101800 D VANGUARD INDEX TR STK MRK VIPERS 92290876 2850 24325 SH SHR/OTHR 01 24325 D VERIFONE HLDGS INC COM 92342Y10 399 24581 SH SHARED 24581 D VERIFONE HLDGS INC COM 92342Y10 211 13000 SH SHARED 05 13000 D VERIFONE HLDGS INC COM 92342Y10 1191 73300 SH SHARED 17 73300 D VERITY INC COM 92343C10 530 60489 SH SHARED 60489 D VERITY INC COM 92343C10 357 40800 SH SHARED 10 40800 D VERITY INC COM 92343C10 129 14817 SH SHARED 17 14817 D VERISIGN INC COM 92343E10 25700 893626 SH SHARED 892176 1450 D VERISIGN INC COM 92343E10 508 17664 SH SHARED 01 5500 12164 D VERISIGN INC COM 92343E10 326 11350 SH SHR/OTHR 01 11350 D VERISIGN INC COM 92343E10 2565 89203 SH SHARED 02 89203 D VERISIGN INC COM 92343E10 15199 528500 SH SHARED 04 528500 D VERISIGN INC COM 92343E10 5 200 SH SHARED 05 200 D VERISIGN INC COM 92343E10 175 6100 SH SHARED 06 6100 D VERISIGN INC COM 92343E10 18990 660300 SH SHARED 10 534800 125500 D VERISIGN INC COM 92343E10 84 2950 SH SHARED 14 2950 D VERISIGN INC COM 92343E10 18094 629150 SH SHARED 17 629150 D VERITAS DGC INC COM 92343P10 2208 79630 SH SHARED 79630 D VERITAS DGC INC COM 92343P10 44 1600 SH SHARED 01 1600 D VERITAS DGC INC COM 92343P10 5139 185260 SH SHARED 02 185260 D VERITAS DGC INC COM 92343P10 837 30200 SH SHARED 10 30200 D VERITAS DGC INC COM 92343P10 7396 266639 SH SHARED 17 266639 D VERIZON COMMUNICATIONS COM 92343V10 141 4100 SH SHARED 4100 D VERIZON COMMUNICATIONS COM 92343V10 708176 20497143 SH SHARED 20025923 471220 D VERIZON COMMUNICATIONS COM 92343V10 86 2500 SH SHR/OTHR 2500 D VERIZON COMMUNICATIONS COM 92343V10 31647 915987 SH SHARED 01 180753 735234 D VERIZON COMMUNICATIONS COM 92343V10 7226 209159 SH SHR/OTHR 01 209159 D VERIZON COMMUNICATIONS COM 92343V10 36896 1067913 SH SHARED 02 1067913 D VERIZON COMMUNICATIONS COM 92343V10 3534 102300 SH SHARED 03 102300 D VERIZON COMMUNICATIONS COM 92343V10 80305 2324327 SH SHARED 04 2316400 7927 D VERIZON COMMUNICATIONS COM 92343V10 5811 168201 SH SHARED 05 152401 15800 D VERIZON COMMUNICATIONS COM 92343V10 7977 230884 SH SHARED 06 230884 D VERIZON COMMUNICATIONS COM 92343V10 131474 3805326 SH SHARED 10 1684563 1053452 1067311 D VERIZON COMMUNICATIONS COM 92343V10 620 17953 SH SHR/OTHR 10 17953 D VERIZON COMMUNICATIONS COM 92343V10 1398 40479 SH SHARED 14 40479 D VERIZON COMMUNICATIONS COM 92343V10 2370 68600 SH SHARED 15 68600 D VERIZON COMMUNICATIONS COM 92343V10 2073 60000 SH SHARED 16 60000 D VERIZON COMMUNICATIONS COM 92343V10 52436 1517685 SH SHARED 17 1334885 182800 D VERINT SYS INC COM 92343X10 1240 38587 SH SHARED 24787 13800 D VERINT SYS INC COM 92343X10 167 5200 SH SHARED 01 5200 D VERINT SYS INC COM 92343X10 64 2000 SH SHARED 02 2000 D VERINT SYS INC COM 92343X10 1231 38300 SH SHARED 17 14100 24200 D VERITAS SOFTWARE CO NOTE 0.250% 8/0 923436AD 7806 8217000 PRN SHARED 02 8217000 D VERITAS SOFTWARE CO COM 92343610 119890 4913555 SH SHARED 4894655 18900 D VERITAS SOFTWARE CO COM 92343610 3829 156944 SH SHARED 01 24000 132944 D VERITAS SOFTWARE CO COM 92343610 570 23365 SH SHR/OTHR 01 23365 D VERITAS SOFTWARE CO COM 92343610 5145 210874 SH SHARED 02 210874 D VERITAS SOFTWARE CO COM 92343610 363 14910 SH SHARED 04 14910 D VERITAS SOFTWARE CO COM 92343610 597 24500 SH SHARED 05 24500 D VERITAS SOFTWARE CO COM 92343610 3180 130343 SH SHARED 06 130343 D VERITAS SOFTWARE CO COM 92343610 48683 1995240 SH SHARED 10 1622385 3700 369155 D VERITAS SOFTWARE CO COM 92343610 300 12305 SH SHR/OTHR 10 12305 D VERITAS SOFTWARE CO COM 92343610 80 3300 SH SHARED 14 3300 D VERITAS SOFTWARE CO COM 92343610 143 5870 SH SHARED 15 5870 D VERITAS SOFTWARE CO COM 92343610 5075 208008 SH SHARED 17 208008 D VERITAS SOFTWARE CO COM 92343610 400 16429 SH SHARED 18 16429 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 160369259497000 PRN SHARED 259497000 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 4432 7172000 PRN SHARED 02 7172000 D VERSO TECHNOLOGIES INC COM 92531710 47 184446 SH SHARED 184446 D VERSO TECHNOLOGIES INC COM 92531710 4 18000 SH SHARED 02 18000 D VERTEX PHARMACEUTICALS INC NOTE 5.750% 2/1 92532FAF 1432 1217000 PRN SHARED 1217000 D VERTEX PHARMACEUTICALS INC COM 92532F10 2056 122054 SH SHARED 122054 D VERTEX PHARMACEUTICALS INC COM 92532F10 530 31500 SH SHARED 01 31500 D VERTEX PHARMACEUTICALS INC COM 92532F10 20 1200 SH SHR/OTHR 01 1200 D VERTEX PHARMACEUTICALS INC COM 92532F10 511 30350 SH SHARED 02 30350 D VERTEX PHARMACEUTICALS INC COM 92532F10 613 36400 SH SHARED 17 36400 D VERTICALNET INC COM NEW 92532L20 0 901 SH SHARED 901 D VERTICALNET INC COM NEW 92532L20 0 760 SH SHARED 10 760 D VERTRUE INC COM 92534N10 291 7473 SH SHARED 7473 D VERTRUE INC COM 92534N10 46 1200 SH SHARED 02 1200 D VERTRUE INC COM 92534N10 115 2972 SH SHARED 17 2972 D VESTA INS GROUP INC COM 92539110 73 28300 SH SHARED 28300 D VESTA INS GROUP INC COM 92539110 13 5000 SH SHARED 02 5000 D VIAD CORP COM NEW 92552R40 624 22040 SH SHARED 22040 D VIAD CORP COM NEW 92552R40 21 749 SH SHARED 01 749 D VIAD CORP COM NEW 92552R40 14 512 SH SHARED 02 512 D VIAD CORP COM NEW 92552R40 215 7600 SH SHARED 17 7600 D VIASAT INC COM 92552V10 434 21333 SH SHARED 21333 D VIASAT INC COM 92552V10 28 1400 SH SHARED 01 1400 D VIASAT INC COM 92552V10 77 3800 SH SHARED 02 3800 D VIASAT INC COM 92552V10 10 500 SH SHARED 10 500 D VIASAT INC COM 92552V10 199 9800 SH SHARED 17 9800 D VIACOM INC CL A 92552410 3382 104981 SH SHARED 104981 D VIACOM INC CL A 92552410 80 2494 SH SHARED 01 2494 D VIACOM INC CL A 92552410 6 200 SH SHR/OTHR 01 200 D VIACOM INC CL A 92552410 9 290 SH SHARED 10 290 D VIACOM INC CL B 92552430 414464 12943918 SH SHARED 12799063 144855 D VIACOM INC CL B 92552430 14801 462267 SH SHARED 01 36866 425401 D VIACOM INC CL B 92552430 3964 123822 SH SHR/OTHR 01 123822 D VIACOM INC CL B 92552430 32005 999544 SH SHARED 02 974881 24663 D VIACOM INC CL B 92552430 6570 205200 SH SHARED 03 205200 D VIACOM INC CL B 92552430 80690 2519999 SH SHARED 04 2516030 3969 D VIACOM INC CL B 92552430 7706 240688 SH SHARED 05 219218 21470 D VIACOM INC CL B 92552430 8197 255997 SH SHARED 06 255997 D VIACOM INC CL B 92552430 94526 2952115 SH SHARED 10 229852 2593820 128443 D VIACOM INC CL B 92552430 209 6530 SH SHR/OTHR 10 6530 D VIACOM INC CL B 92552430 6162 192449 SH SHARED 14 192449 D VIACOM INC CL B 92552430 3836 119800 SH SHARED 15 119800 D VIACOM INC CL B 92552430 960 30000 SH SHARED 16 30000 D VIACOM INC CL B 92552430 27156 848104 SH SHARED 17 801904 46200 D VIASYS HEALTHCARE INC COM NEW 92553Q20 707 31299 SH SHARED 31299 D VIASYS HEALTHCARE INC COM NEW 92553Q20 269 11900 SH SHARED 17 11900 D VIACELL INC COM 92554J10 380 35733 SH SHARED 35733 D VIACELL INC COM 92554J10 6 600 SH SHARED 01 600 D VIACELL INC COM 92554J10 54 5100 SH SHARED 17 5100 D VICOR CORP COM 92581510 260 19132 SH SHARED 19132 D VICOR CORP COM 92581510 92 6774 SH SHARED 17 6774 D VICURON PHARMACEUTICALS INC COM 92647110 14338 513939 SH SHARED 513939 D VICURON PHARMACEUTICALS INC COM 92647110 108 3900 SH SHARED 01 3900 D VICURON PHARMACEUTICALS INC COM 92647110 1499 53733 SH SHARED 02 53733 D VICURON PHARMACEUTICALS INC COM 92647110 703 25200 SH SHARED 17 25200 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 1118 100750 SH SHARED 100750 D VIGNETTE CORP COM NEW 92673440 361 32105 SH SHARED 32105 D VIGNETTE CORP COM NEW 92673440 284 25276 SH SHARED 02 25276 D VIGNETTE CORP COM NEW 92673440 150 13340 SH SHARED 17 13340 D VIISAGE TECHNOLOGY INC COM 92675K10 143 32137 SH SHARED 32137 D VIISAGE TECHNOLOGY INC COM 92675K10 76 17000 SH SHARED 17 17000 D VINEYARD NATL BANCORP COM 92742610 242 7692 SH SHARED 7692 D VINEYARD NATL BANCORP COM 92742610 133 4230 SH SHARED 17 4230 D VINTAGE PETE INC COM 92746010 359 11800 SH SHARED 9300 2500 D VINTAGE PETE INC COM 92746010 441 14500 SH SHARED 02 14500 D VINTAGE PETE INC COM 92746010 1340 44000 SH SHARED 10 44000 D VINTAGE PETE INC COM 92746010 152 5000 SH SHARED 17 5000 D VION PHARMACEUTICALS INC COM 92762410 108 50100 SH SHARED 50100 D VION PHARMACEUTICALS INC COM 92762410 17 8100 SH SHARED 02 8100 D VIRAGE LOGIC CORP COM 92763R10 176 17111 SH SHARED 17111 D VIRAGE LOGIC CORP COM 92763R10 77 7500 SH SHARED 17 7500 D VIRGINIA COMM BANCORP INC COM 92778Q10 216 8867 SH SHARED 8867 D VIRGINIA COMM BANCORP INC COM 92778Q10 7 325 SH SHR/OTHR 01 325 D VIRGINIA COMM BANCORP INC COM 92778Q10 110 4531 SH SHARED 17 4531 D VIRGINIA FINL GROUP INC COM 92781010 243 6933 SH SHARED 6933 D VIRGINIA FINL GROUP INC COM 92781010 66 1900 SH SHARED 17 1900 D VIROLOGIC INC COM 92823R20 24048 9697090 SH SHARED 9697090 D VIROLOGIC INC COM 92823R20 101 41100 SH SHARED 17 41100 D VIROPHARMA INC COM 92824110 2662 383100 SH SHARED 383100 D VISHAY INTERTECHNOLOGY INC ST 92829810 0 4200 PRN SHARED 4200 D VISHAY INTERTECHNOLOGY INC CB 92829810 55 467100 PRN SHARED 467100 D VISHAY INTERTECHNOLOGY INC CB 92829810 7 67062 PRN SHARED 01 67062 D VISHAY INTERTECHNOLOGY INC CB 92829810 13 110967 PRN SHARED 02 110967 D VISHAY INTERTECHNOLOGY INC CB 92829810 81 690500 PRN SHARED 17 690500 D VISTEON CORP COM 92839U10 6 1060 SH SHARED 1060 D VISTEON CORP COM 92839U10 13304 2206370 SH SHARED 2206370 D VISTEON CORP COM 92839U10 148 24683 SH SHARED 01 24683 D VISTEON CORP COM 92839U10 24 4010 SH SHR/OTHR 01 4010 D VISTEON CORP COM 92839U10 199 33019 SH SHARED 02 33019 D VISTEON CORP COM 92839U10 0 29 SH SHARED 10 29 D VISTEON CORP COM 92839U10 628 104261 SH SHARED 17 104261 D VISTACARE INC CL A 92839Y10 17591 952422 SH SHARED 952422 D VISTACARE INC CL A 92839Y10 105 5700 SH SHARED 17 5700 D VITAL IMAGES INC COM 92846N10 219 12207 SH SHARED 12207 D VITAL IMAGES INC COM 92846N10 0 4 SH SHARED 02 4 D VITAL SIGNS INC COM 92846910 248 5733 SH SHARED 5733 D VITAL SIGNS INC COM 92846910 68 1590 SH SHARED 10 1590 D VITAL SIGNS INC COM 92846910 86 2000 SH SHARED 17 2000 D VITRIA TECHNOLOGY COM NEW 92849Q40 25 7150 SH SHARED 7150 D VITESSE SEMICONDUCTOR CORP COM 92849710 897 431464 SH SHARED 431464 D VITESSE SEMICONDUCTOR CORP COM 92849710 9 4400 SH SHARED 10 4400 D VITESSE SEMICONDUCTOR CORP COM 92849710 175 84500 SH SHARED 17 84500 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 100 3200 SH SHARED 900 2300 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 111 3554 SH SHARED 01 3554 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 179 5725 SH SHR/OTHR 01 5725 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 7 240 SH SHARED 05 240 D VNUS MED TECHNOLOGIES INC COM 92856610 64 5400 SH SHARED 5400 D VNUS MED TECHNOLOGIES INC COM 92856610 49 4100 SH SHARED 17 4100 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 135915 5588642 SH SHARED 5588642 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 2496 102633 SH SHARED 01 27448 75185 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 1830 75280 SH SHR/OTHR 01 75280 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 393 16200 SH SHARED 02 16200 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 14669 603200 SH SHARED 04 603200 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 72 2975 SH SHARED 05 2975 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 645 26534 SH SHARED 06 26534 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 23826 979704 SH SHARED 10 47709 931995 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 3700 152150 SH SHR/OTHR 10 152150 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 1522 62620 SH SHARED 17 62620 D VOLT INFORMATION SCIENCES IN COM 92870310 16 700 SH SHARED 700 D VOLT INFORMATION SCIENCES IN COM 92870310 186 7867 SH SHARED 7867 D VOLT INFORMATION SCIENCES IN COM 92870310 56 2400 SH SHARED 17 2400 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 226 15201 SH SHARED 15201 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 5 400 SH SHARED 02 400 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 110 7400 SH SHARED 17 7400 D VORNADO RLTY TR SH BEN INT 92904210 13904 172945 SH SHARED 172445 500 D VORNADO RLTY TR SH BEN INT 92904210 428 5330 SH SHARED 01 1510 3820 D VORNADO RLTY TR SH BEN INT 92904210 5077 63148 SH SHARED 02 63148 D VORNADO RLTY TR SH BEN INT 92904210 8 100 SH SHARED 05 100 D VORNADO RLTY TR SH BEN INT 92904210 1837 22850 SH SHARED 10 22850 D VORNADO RLTY TR SH BEN INT 92904210 437604 5442841 SH SHARED 11 5442841 D VORNADO RLTY TR SH BEN INT 92904210 514 6400 SH SHARED 17 6400 D VORNADO RLTY TR PFD CONV SER A 92904220 6648 60438 SH SHARED 60438 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 102 100000 PRN SHR/OTHR 01 100000 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 2670 220731 SH SHARED 218050 2681 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 2677 221300 SH SHARED 01 221300 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 1758 145300 SH SHARED 05 145300 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 5551 458775 SH SHARED 10 458775 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 471 39000 SH SHARED 17 39000 D VULCAN MATLS CO COM 92916010 47190 726126 SH SHARED 725826 300 D VULCAN MATLS CO COM 92916010 1762 27114 SH SHARED 01 6060 21054 D VULCAN MATLS CO COM 92916010 292 4500 SH SHR/OTHR 01 4500 D VULCAN MATLS CO COM 92916010 2964 45616 SH SHARED 02 45616 D VULCAN MATLS CO COM 92916010 77 1200 SH SHARED 06 1200 D VULCAN MATLS CO COM 92916010 6837 105216 SH SHARED 17 102816 2400 D W & T OFFSHORE INC COM 92922P10 304 12666 SH SHARED 12666 D W & T OFFSHORE INC COM 92922P10 156 6520 SH SHARED 17 6520 D WFS FINL INC COM 92923B10 30 600 SH SHARED 02 600 D WFS FINL INC COM 92923B10 68 1360 SH SHARED 10 1360 D WCI CMNTYS INC COM 92923C10 1144 35733 SH SHARED 34233 1500 D WCI CMNTYS INC COM 92923C10 4595 143470 SH SHARED 02 143470 D WCI CMNTYS INC COM 92923C10 1957 61100 SH SHARED 10 61100 D WCI CMNTYS INC COM 92923C10 1056 33000 SH SHARED 17 19500 13500 D WD-40 CO COM 92923610 531 19031 SH SHARED 16931 2100 D WD-40 CO COM 92923610 215 7700 SH SHARED 17 7700 D WGL HLDGS INC COM 92924F10 3200 95129 SH SHARED 75329 19800 D WGL HLDGS INC COM 92924F10 541 16100 SH SHARED 01 16100 D WGL HLDGS INC COM 92924F10 597 17753 SH SHARED 02 17753 D WGL HLDGS INC COM 92924F10 1496 44500 SH SHARED 17 27200 17300 D W-H ENERGY SVCS INC COM 92925E10 2245 90075 SH SHARED 90075 D W-H ENERGY SVCS INC COM 92925E10 28 1150 SH SHR/OTHR 01 1150 D W-H ENERGY SVCS INC COM 92925E10 32 1300 SH SHARED 02 1300 D W-H ENERGY SVCS INC COM 92925E10 316 12700 SH SHARED 17 12700 D W HLDG CO INC COM 92925110 1297 126978 SH SHARED 126978 D W HLDG CO INC COM 92925110 9 936 SH SHARED 01 936 D W HLDG CO INC COM 92925110 16 1600 SH SHARED 02 1600 D W HLDG CO INC COM 92925110 408 40000 SH SHARED 17 40000 D WCA WASTE CORP COM 92926K10 10790 1219300 SH SHARED 17 1219300 D WMC RES LTD SPONSORED ADR 92928R10 336 14000 SH SHARED 14000 D WMC RES LTD SPONSORED ADR 92928R10 192 8000 SH SHR/OTHR 01 8000 D WJ COMMUNICATIONS INC COM 92928410 0 35 SH SHARED 35 D WJ COMMUNICATIONS INC COM 92928410 8 5000 SH SHARED 02 5000 D WMS INDS INC NOTE 2.750% 7/1 929297AE 6324 3500000 PRN SHARED 02 3500000 D WMS INDS INC COM 92929710 1982 58737 SH SHARED 58737 D WMS INDS INC COM 92929710 50 1500 SH SHARED 02 1500 D WMS INDS INC COM 92929710 1022 30310 SH SHARED 17 30310 D W P CAREY & CO LLC COM 92930Y10 263 9000 SH SHARED 10 9000 D W P CAREY & CO LLC COM 92930Y10 32 1100 SH SHR/OTHR 10 1100 D WPP GROUP PLC SPON ADR NEW 92930930 28046 549400 SH SHARED 549400 D WPP GROUP PLC SPON ADR NEW 92930930 7 150 SH SHARED 01 150 D WPP GROUP PLC SPON ADR NEW 92930930 25 500 SH SHR/OTHR 01 500 D WPP GROUP PLC SPON ADR NEW 92930930 1537 30112 SH SHARED 10 30112 D WPP GROUP PLC SPON ADR NEW 92930930 1056 20700 SH SHARED 17 20700 D WPS RESOURCES CORP COM 92931B10 241 4300 SH SHARED 4300 D WPS RESOURCES CORP COM 92931B10 810 14400 SH SHARED 01 14400 D WPS RESOURCES CORP COM 92931B10 902 16044 SH SHARED 02 16044 D WPS RESOURCES CORP COM 92931B10 47 850 SH SHARED 10 850 D WPS RESOURCES CORP COM 92931B10 8870 157700 SH SHARED 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95530610 485 17300 SH SHARED 10 2000 15300 D WEST PHARMACEUTICAL SVSC INC COM 95530610 1185 42272 SH SHARED 17 10972 31300 D WESTAR ENERGY INC COM 95709T10 997 41500 SH SHARED 41500 D WESTAR ENERGY INC COM 95709T10 687 28600 SH SHARED 01 28600 D WESTAR ENERGY INC COM 95709T10 51 2130 SH SHR/OTHR 01 2130 D WESTAR ENERGY INC COM 95709T10 914 38050 SH SHARED 02 38050 D WESTAR ENERGY INC COM 95709T10 2 100 SH SHARED 17 100 D WESTAMERICA BANCORPORATION COM 95709010 2053 38879 SH SHARED 36179 2700 D WESTAMERICA BANCORPORATION COM 95709010 639 12100 SH SHARED 01 12100 D WESTAMERICA BANCORPORATION COM 95709010 21 400 SH SHR/OTHR 01 400 D WESTAMERICA BANCORPORATION COM 95709010 568 10758 SH SHARED 02 10758 D WESTAMERICA BANCORPORATION COM 95709010 3020 57200 SH SHARED 10 57200 D WESTAMERICA BANCORPORATION COM 95709010 802 15200 SH SHARED 17 14400 800 D WESTELL TECHNOLOGIES INC CL A 95754110 319 53443 SH SHARED 53443 D WESTELL TECHNOLOGIES INC CL A 95754110 149 25000 SH SHARED 17 25000 D WESTCORP INC COM 95790710 15 300 SH SHARED 300 D WESTCORP INC COM 95790710 20 400 SH SHARED 01 400 D WESTCORP INC COM 95790710 125 2400 SH SHARED 02 2400 D WESTCORP INC COM 95790710 67 1280 SH SHARED 10 1280 D WESTCORP INC COM 95790710 83 1600 SH SHARED 17 1600 D WESTERN DIGITAL CORP COM 95810210 458 34200 SH SHARED 27800 6400 D WESTERN DIGITAL CORP COM 95810210 978 72900 SH SHARED 01 72900 D WESTERN DIGITAL CORP COM 95810210 13 1000 SH SHR/OTHR 01 1000 D WESTERN DIGITAL CORP COM 95810210 1460 108808 SH SHARED 02 108808 D WESTERN DIGITAL CORP COM 95810210 304 22690 SH SHARED 17 22690 D WESTERN GAS RES INC COM 95825910 177 5100 SH SHARED 5100 D WESTERN GAS RES INC COM 95825910 851 24400 SH SHARED 24400 D WESTERN GAS RES INC COM 95825910 858 24600 SH SHARED 01 24600 D WESTERN GAS RES INC COM 95825910 1030 29520 SH SHARED 02 29520 D WESTERN GAS RES INC COM 95825910 10 300 SH SHARED 17 300 D WESTERN SIERRA BANCORP COM 95952210 216 6400 SH SHARED 6400 D WESTERN SIERRA BANCORP COM 95952210 50 1500 SH SHARED 17 1500 D WESTERN WIRELESS CORP CL A 95988E20 46806 1106529 SH SHARED 1106529 D WESTERN WIRELESS CORP CL A 95988E20 562 13300 SH SHARED 02 13300 D WESTERN WIRELESS CORP CL A 95988E20 80 1900 SH SHARED 10 1900 D WESTERN WIRELESS CORP CL A 95988E20 31741 750400 SH SHARED 17 750400 D WESTFIELD FINANCIAL INC COM 96008D10 113 4666 SH SHARED 4666 D WESTFIELD FINANCIAL INC COM 96008D10 1 82 SH SHARED 02 82 D WESTLAKE CHEM CORP COM 96041310 501 20470 SH SHARED 20470 D WESTLAKE CHEM CORP COM 96041310 176 7200 SH SHARED 17 7200 D WESTMORELAND COAL CO COM 96087810 2 105 SH SHARED 02 105 D WESTWOOD HLDGS GROUP INC COM 96176510 281 15752 SH SHARED 01 15752 D WESTWOOD ONE INC COM 96181510 2590 126800 SH SHARED 126800 D WESTWOOD ONE INC COM 96181510 641 31400 SH SHARED 01 31400 D WESTWOOD ONE INC COM 96181510 810 39648 SH SHARED 02 39648 D WESTWOOD ONE INC COM 96181510 2255 110400 SH SHARED 14 110400 D WET SEAL INC CL A 96184010 285 41940 SH SHARED 41940 D WET SEAL INC CL A 96184010 135 19900 SH SHARED 17 19900 D WEYCO GROUP INC COM 96214910 112 5733 SH SHARED 5733 D WEYERHAEUSER CO COM 96216610 60302 947402 SH SHARED 946602 800 D WEYERHAEUSER CO COM 96216610 3795 59636 SH SHARED 01 202 59434 D WEYERHAEUSER CO COM 96216610 198 3115 SH SHR/OTHR 01 3115 D WEYERHAEUSER CO COM 96216610 5808 91262 SH SHARED 02 91262 D WEYERHAEUSER CO COM 96216610 89001 1398300 SH SHARED 04 1398300 D WEYERHAEUSER CO COM 96216610 6 100 SH SHARED 05 100 D WEYERHAEUSER CO COM 96216610 5952 93515 SH SHARED 06 93515 D WEYERHAEUSER CO COM 96216610 3548 55746 SH SHARED 10 51920 3826 D WEYERHAEUSER CO COM 96216610 2067 32476 SH SHARED 14 32476 D WEYERHAEUSER CO COM 96216610 6779 106509 SH SHARED 17 106509 D WHEELING PITTSBURGH CORP COM NEW 96314230 186 12146 SH SHARED 12146 D WHEELING PITTSBURGH CORP COM NEW 96314230 41 2700 SH SHARED 02 2700 D WHEELING PITTSBURGH CORP COM NEW 96314230 69 4500 SH SHARED 17 4500 D WHIRLPOOL CORP COM 96332010 757 10800 SH SHARED 10800 D WHIRLPOOL CORP COM 96332010 60340 860652 SH SHARED 860552 100 D WHIRLPOOL CORP COM 96332010 1305 18618 SH SHARED 01 18618 D WHIRLPOOL CORP COM 96332010 10 150 SH SHR/OTHR 01 150 D WHIRLPOOL CORP COM 96332010 1707 24356 SH SHARED 02 24356 D WHIRLPOOL CORP COM 96332010 137 1966 SH SHARED 06 1966 D WHIRLPOOL CORP COM 96332010 2180 31094 SH SHARED 10 30720 374 D WHIRLPOOL CORP COM 96332010 98 1400 SH SHARED 14 1400 D WHIRLPOOL CORP COM 96332010 2129 30379 SH SHARED 17 30379 D WHITEHALL JEWELLERS INC COM 96506310 0 8 SH SHARED 02 8 D WHITING PETE CORP NEW COM 96638710 1062 29273 SH SHARED 29273 D WHITING PETE CORP NEW COM 96638710 7 200 SH SHR/OTHR 01 200 D WHITING PETE CORP NEW COM 96638710 410 11300 SH SHARED 02 11300 D WHITING PETE CORP NEW COM 96638710 399 11000 SH SHARED 17 11000 D WHITNEY HLDG CORP COM 96661210 9 300 SH SHARED 300 D WHITNEY HLDG CORP COM 96661210 34 1050 SH SHARED 01 1050 D WHITNEY HLDG CORP COM 96661210 209 6433 SH SHARED 02 6433 D WHITNEY HLDG CORP COM 96661210 234 7200 SH SHARED 17 7200 D WHOLE FOODS MKT INC SDCV 3/0 966837AC 314 250000 PRN SHARED 02 250000 D WHOLE FOODS MKT INC COM 96683710 29658 250897 SH SHARED 247797 3100 D WHOLE FOODS MKT INC COM 96683710 6028 51000 SH SHARED 01 6600 44400 D WHOLE FOODS MKT INC COM 96683710 566 4796 SH SHR/OTHR 01 4796 D WHOLE FOODS MKT INC COM 96683710 3284 27788 SH SHARED 02 27788 D WHOLE FOODS MKT INC COM 96683710 59 500 SH SHARED 06 500 D WHOLE FOODS MKT INC COM 96683710 5934 50205 SH SHARED 10 2101 48104 D WHOLE FOODS MKT INC COM 96683710 29 250 SH SHR/OTHR 10 250 D WHOLE FOODS MKT INC COM 96683710 177 1500 SH SHARED 14 1500 D WHOLE FOODS MKT INC COM 96683710 1177 9960 SH SHARED 17 9960 D WILD OATS MARKETS INC COM 96808B10 1087 95012 SH SHARED 95012 D WILD OATS MARKETS INC COM 96808B10 595 52000 SH SHARED 05 52000 D WILD OATS MARKETS INC COM 96808B10 3252 284089 SH SHARED 17 284089 D WILEY JOHN & SONS INC CL A 96822320 774 19500 SH SHARED 700 18800 D WILEY JOHN & SONS INC CL A 96822320 75 1900 SH SHARED 01 1900 D WILEY JOHN & SONS INC CL A 96822320 183 4626 SH SHARED 02 4626 D WILEY JOHN & SONS INC CL A 96822320 1574 39640 SH SHARED 10 39640 D WILLIAMS COS INC DEL COM 96945710 46250 2434230 SH SHARED 2431830 2400 D WILLIAMS COS INC DEL COM 96945710 2530 133206 SH SHARED 01 133206 D WILLIAMS COS INC DEL COM 96945710 482 25415 SH SHR/OTHR 01 25415 D WILLIAMS COS INC DEL COM 96945710 4405 231847 SH SHARED 02 231847 D WILLIAMS COS INC DEL COM 96945710 13 700 SH SHARED 05 700 D WILLIAMS COS INC DEL COM 96945710 133 7050 SH SHARED 06 7050 D WILLIAMS COS INC DEL COM 96945710 5096 268260 SH SHARED 17 268260 D WILLIAMS CLAYTON ENERGY INC COM 96949010 162 5401 SH SHARED 5401 D WILLIAMS CLAYTON ENERGY INC COM 96949010 90 3000 SH SHARED 17 3000 D WILLIAMS SONOMA INC COM 96990410 625 15800 SH SHARED 13300 2500 D WILLIAMS SONOMA INC COM 96990410 1662 42025 SH SHARED 01 42025 D WILLIAMS SONOMA INC COM 96990410 633 16000 SH SHR/OTHR 01 16000 D WILLIAMS SONOMA INC COM 96990410 2236 56521 SH SHARED 02 56521 D WILLIAMS SONOMA INC COM 96990410 1213 30670 SH SHARED 17 30670 D WILMINGTON TRUST CORP COM 97180710 288 8000 SH SHARED 8000 D WILMINGTON TRUST CORP COM 97180710 810 22500 SH SHARED 01 22500 D WILMINGTON TRUST CORP COM 97180710 1032 28686 SH SHARED 02 28686 D WILMINGTON TRUST CORP COM 97180710 108 3000 SH SHARED 10 3000 D WILMINGTON TRUST CORP COM 97180710 324 9000 SH SHARED 17 9000 D WILSHIRE BANCORP INC COM 97186T10 218 15235 SH SHARED 15235 D WILSHIRE BANCORP INC COM 97186T10 107 7500 SH SHARED 17 7500 D WILSHIRE ENTERPRISES INC COM 97188910 2 320 SH SHARED 10 320 D WILSON GREATBATCH TECHNOLOGI SDCV 2.250% 6/1 972232AB 344 400000 PRN SHARED 400000 D WILSON GREATBATCH TECHNOLOGI SDCV 2.250% 6/1 972232AB 1621 1885000 PRN SHARED 02 1885000 D WILSON GREATBATCH TECHNOLOGI COM 97223210 1175 49166 SH SHARED 49166 D WILSON GREATBATCH TECHNOLOGI COM 97223210 212 8900 SH SHARED 17 8900 D WILSONS THE LEATHER EXPERTS COM 97246310 130 19662 SH SHARED 18662 1000 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 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97650W10 2367 45233 SH SHARED 23033 22200 D WINTRUST FINANCIAL CORP COM 97650W10 31 600 SH SHR/OTHR 01 600 D WINTRUST FINANCIAL CORP COM 97650W10 702 13410 SH SHARED 10 810 12600 D WINTRUST FINANCIAL CORP COM 97650W10 2536 48450 SH SHARED 17 12250 36200 D WIPRO LTD SPON ADR 1 SH 97651M10 16655 798450 SH SHARED 797600 850 D WIRELESS FACILITIES INC COM 97653A10 351 55523 SH SHARED 55523 D WIRELESS FACILITIES INC COM 97653A10 104 16540 SH SHARED 02 16540 D WIRELESS FACILITIES INC COM 97653A10 162 25700 SH SHARED 17 25700 D WISCONSIN ENERGY CORP COM 97665710 733 18800 SH SHARED 17400 1400 D WISCONSIN ENERGY CORP COM 97665710 1759 45127 SH SHARED 01 45127 D WISCONSIN ENERGY CORP COM 97665710 389 9990 SH SHR/OTHR 01 9990 D WISCONSIN ENERGY CORP COM 97665710 1943 49824 SH SHARED 02 49824 D WISCONSIN ENERGY CORP COM 97665710 39 1000 SH SHARED 06 1000 D WISCONSIN ENERGY CORP COM 97665710 57 1481 SH SHARED 10 700 781 D WISCONSIN ENERGY CORP COM 97665710 826 21200 SH SHARED 17 21200 D WITNESS SYS INC COM 97742410 2264 124240 SH SHARED 32340 91900 D WITNESS SYS INC COM 97742410 136 7500 SH SHARED 01 7500 D WITNESS SYS INC COM 97742410 52 2900 SH SHARED 02 2900 D WITNESS SYS INC COM 97742410 534 29300 SH SHARED 05 29300 D WITNESS SYS INC COM 97742410 882 48400 SH SHARED 10 900 47500 D WITNESS SYS INC COM 97742410 4984 273400 SH SHARED 17 158400 115000 D WOLVERINE WORLD WIDE INC COM 97809710 6105 254290 SH SHARED 155340 98950 D WOLVERINE WORLD WIDE INC COM 97809710 7 300 SH SHARED 02 300 D WOLVERINE WORLD WIDE INC COM 97809710 6259 260700 SH SHARED 10 260700 D WOLVERINE WORLD WIDE INC COM 97809710 14805 616650 SH SHARED 17 408900 207750 D WOODHEAD INDS INC COM 97943810 128 10200 SH SHARED 10200 D WOODHEAD INDS INC COM 97943810 23 1860 SH SHARED 02 1860 D WOODWARD GOVERNOR CO COM 98074510 803 9567 SH SHARED 9567 D WOODWARD GOVERNOR CO COM 98074510 1199 14270 SH SHARED 10 870 13400 D WOODWARD GOVERNOR CO COM 98074510 344 4100 SH SHARED 17 4100 D WORLD ACCEP CORP DEL COM 98141910 564 18774 SH SHARED 18774 D WORLD ACCEP CORP DEL COM 98141910 55 1832 SH SHR/OTHR 01 1832 D WORLD ACCEP CORP DEL COM 98141910 54 1800 SH SHARED 02 1800 D WORLD ACCEP CORP DEL COM 98141910 267 8900 SH SHARED 10 2400 6500 D WORLD ACCEP CORP DEL COM 98141910 264 8800 SH SHARED 17 8800 D WORLD AIR HLDGS INC COM 98142V10 273 23311 SH SHARED 23311 D WORLD AIR HLDGS INC COM 98142V10 133 11400 SH SHARED 17 11400 D WORLD COLOR PRESS INC DEL NOTE 6.000%10/0 981443AA 3559 3500000 PRN SHARED 3500000 D WORLD FUEL SVCS CORP COM 98147510 526 22500 SH SHARED 22500 D WORLD FUEL SVCS CORP COM 98147510 32 1400 SH SHARED 02 1400 D WORLD FUEL SVCS CORP COM 98147510 227 9700 SH SHARED 17 9700 D WORLD WRESTLING ENTMT INC CL A 98156Q10 229 20121 SH SHARED 20121 D WORLD WRESTLING ENTMT INC CL A 98156Q10 64 5622 SH SHARED 17 5622 D WORTHINGTON INDS INC COM 98181110 1215 76928 SH SHARED 76928 D WORTHINGTON INDS INC COM 98181110 522 33053 SH SHARED 01 5675 27378 D WORTHINGTON INDS INC COM 98181110 1686 106766 SH SHARED 02 106766 D WORTHINGTON INDS INC COM 98181110 18 1200 SH SHARED 06 1200 D WORTHINGTON INDS INC COM 98181110 5449 344900 SH SHARED 17 344900 D WPT ENTERPRISES INC COM 98211W10 276 14200 SH SHARED 14200 D WPT ENTERPRISES INC COM 98211W10 27 1400 SH SHARED 02 1400 D WPT ENTERPRISES INC COM 98211W10 64 3300 SH SHARED 17 3300 D WRIGHT EXPRESS CORP COM 98233Q10 740 40097 SH SHARED 40097 D WRIGHT EXPRESS CORP COM 98233Q10 16 875 SH SHR/OTHR 01 875 D WRIGHT EXPRESS CORP COM 98233Q10 336 18200 SH SHARED 17 18200 D WRIGHT MED GROUP INC COM 98235T10 845 31671 SH SHARED 31671 D WRIGHT MED GROUP INC COM 98235T10 1860 69666 SH SHARED 01 69216 450 D WRIGHT MED GROUP INC COM 98235T10 30 1150 SH SHR/OTHR 01 1150 D WRIGHT MED GROUP INC COM 98235T10 120 4500 SH SHARED 02 4500 D WRIGHT MED GROUP INC COM 98235T10 8197 306900 SH SHARED 10 304200 2700 D WRIGHT MED GROUP INC COM 98235T10 10844 406000 SH SHARED 17 406000 D WRIGLEY WM JR CO COM 98252610 52943 769086 SH SHARED 764886 4200 D WRIGLEY WM JR CO COM 98252610 3900 56657 SH SHARED 01 56657 D WRIGLEY WM JR CO COM 98252610 454 6600 SH SHR/OTHR 01 6600 D WRIGLEY WM JR CO COM 98252610 4655 67632 SH SHARED 02 67632 D WRIGLEY WM JR CO COM 98252610 35246 512000 SH SHARED 04 512000 D WRIGLEY WM JR CO COM 98252610 6 100 SH SHARED 05 100 D WRIGLEY WM JR CO COM 98252610 2557 37150 SH SHARED 06 37150 D WRIGLEY WM JR CO COM 98252610 1411 20500 SH SHARED 10 20500 D WRIGLEY WM JR CO COM 98252610 158 2300 SH SHARED 14 2300 D WRIGLEY WM JR CO COM 98252610 3134 45540 SH SHARED 15 45540 D WRIGLEY WM JR CO COM 98252610 5440 79029 SH SHARED 17 79029 D WYETH DBCV 1/1 983024AD 28701 28029000 PRN SHARED 28029000 D WYETH COM 98302410 378951 8515768 SH SHARED 8130823 384945 D WYETH COM 98302410 186 4200 SH SHR/OTHR 4200 D WYETH COM 98302410 43154 969760 SH SHARED 01 500031 469729 D WYETH COM 98302410 15196 341500 SH SHR/OTHR 01 341500 D WYETH COM 98302410 28545 641463 SH SHARED 02 641463 D WYETH COM 98302410 6630 149000 SH SHARED 03 149000 D WYETH COM 98302410 114001 2561828 SH SHARED 04 2560600 1228 D WYETH COM 98302410 2009 45150 SH SHARED 05 38550 6600 D WYETH COM 98302410 12626 283738 SH SHARED 06 283738 D WYETH COM 98302410 154960 3482252 SH SHARED 10 2763324 17700 701228 D WYETH COM 98302410 4449 99982 SH SHR/OTHR 10 99982 D WYETH COM 98302410 1680 37768 SH SHARED 14 37768 D WYETH COM 98302410 7387 166020 SH SHARED 15 166020 D WYETH COM 98302410 1557 35000 SH SHARED 16 35000 D WYETH COM 98302410 61325 1378095 SH SHARED 17 1339035 39060 D WYETH COM 98302410 12318 276812 SH SHARED 18 276812 D WYNDHAM INTL INC CL A 98310110 0 536 SH SHR/OTHR 01 536 D WYNDHAM INTL INC CL A 98310110 1558 1403900 SH SHARED 11 1403900 D WYNN RESORTS LTD DBCV 6.000% 7/1 983134AB 575 265000 PRN SHARED 02 265000 D WYNN RESORTS LTD COM 98313410 48586 1027848 SH SHARED 1027748 100 D WYNN RESORTS LTD COM 98313410 14 300 SH SHARED 01 300 D WYNN RESORTS LTD COM 98313410 8359 176849 SH SHARED 02 175949 900 D WYNN RESORTS LTD COM 98313410 10635 225000 SH SHARED 17 225000 D XM SATELLITE RADIO HLDGS INC CL A 98375910 36891 1096008 SH SHARED 1090108 5900 D XM SATELLITE RADIO HLDGS INC CL A 98375910 1706 50711 SH SHARED 01 25900 24811 D XM SATELLITE RADIO HLDGS INC CL A 98375910 806 23955 SH SHR/OTHR 01 23955 D XM SATELLITE RADIO HLDGS INC CL A 98375910 2068 61467 SH SHARED 02 61467 D XM SATELLITE RADIO HLDGS INC CL A 98375910 4974 147800 SH SHARED 03 147800 D XM SATELLITE RADIO HLDGS INC CL A 98375910 1201 35700 SH SHARED 05 35700 D XM SATELLITE RADIO HLDGS INC CL A 98375910 84 2500 SH SHARED 06 2500 D XM SATELLITE RADIO HLDGS INC CL A 98375910 592 17600 SH SHARED 10 200 17400 D XM SATELLITE RADIO HLDGS INC CL A 98375910 20 600 SH SHR/OTHR 10 600 D XTO ENERGY INC COM 98385X10 34939 1027941 SH SHARED 1003508 24433 D XTO ENERGY INC COM 98385X10 2292 67459 SH SHARED 01 67459 D XTO ENERGY INC COM 98385X10 396 11666 SH SHR/OTHR 01 11666 D XTO ENERGY INC COM 98385X10 5538 162938 SH SHARED 02 162938 D XTO ENERGY INC COM 98385X10 9623 283133 SH SHARED 04 283133 D XTO ENERGY INC COM 98385X10 34 1003 SH SHARED 05 1003 D XTO ENERGY INC COM 98385X10 112 3300 SH SHARED 06 3300 D XTO ENERGY INC COM 98385X10 41906 1232921 SH SHARED 10 352232 742633 138056 D XTO ENERGY INC COM 98385X10 6317 185864 SH SHARED 17 185864 D X-RITE INC COM 98385710 242 21033 SH SHARED 21033 D X-RITE INC COM 98385710 93 8100 SH SHARED 17 8100 D XCEL ENERGY INC NOTE 7.500%11/2 98389BAB 13035 8012000 PRN SHARED 8012000 D XCEL ENERGY INC COM 98389B10 22713 1163580 SH SHARED 1158680 4900 D XCEL ENERGY INC COM 98389B10 1353 69321 SH SHARED 01 69321 D XCEL ENERGY INC COM 98389B10 66 3400 SH SHR/OTHR 01 3400 D XCEL ENERGY INC COM 98389B10 4461 228545 SH SHARED 02 228545 D XCEL ENERGY INC COM 98389B10 16 830 SH SHARED 04 830 D XCEL ENERGY INC COM 98389B10 97 5000 SH SHARED 06 5000 D XCEL ENERGY INC COM 98389B10 53 2732 SH SHARED 10 1040 1692 D XCEL ENERGY INC COM 98389B10 35 1830 SH SHR/OTHR 10 1830 D XCEL ENERGY INC COM 98389B10 78 4000 SH SHARED 14 4000 D XCEL ENERGY INC COM 98389B10 3620 185494 SH SHARED 17 185494 D XCYTE THERAPIES INC COM 98389F30 23 31986 SH SHARED 31986 D XCYTE THERAPIES INC PFD CV EXCH 98389F40 80 24689 SH SHARED 24689 D XILINX INC COM 98391910 72748 2852899 SH SHARED 2839499 13400 D XILINX INC COM 98391910 2151 84365 SH SHARED 01 4940 79425 D XILINX INC COM 98391910 420 16475 SH SHR/OTHR 01 16475 D XILINX INC COM 98391910 4656 182623 SH SHARED 02 182623 D XILINX INC COM 98391910 2040 80000 SH SHARED 03 80000 D XILINX INC COM 98391910 892 35000 SH SHARED 04 35000 D XILINX INC COM 98391910 1450 56867 SH SHARED 05 400 56467 D XILINX INC COM 98391910 388 15250 SH SHARED 06 15250 D XILINX INC COM 98391910 39938 1566215 SH SHARED 10 1493705 7100 65410 D XILINX INC COM 98391910 40 1600 SH SHR/OTHR 10 1600 D XILINX INC COM 98391910 1730 67872 SH SHARED 14 67872 D XILINX INC COM 98391910 3688 144659 SH SHARED 17 144659 D XEROX CORP COM 98412110 30601 2219083 SH SHARED 2216483 2600 D XEROX CORP COM 98412110 3095 224448 SH SHARED 01 224448 D XEROX CORP COM 98412110 290 21078 SH SHR/OTHR 01 21078 D XEROX CORP COM 98412110 5380 390191 SH SHARED 02 390191 D XEROX CORP COM 98412110 47072 3413500 SH SHARED 04 3413500 D XEROX CORP COM 98412110 42 3100 SH SHARED 05 3100 D XEROX CORP COM 98412110 5618 407450 SH SHARED 06 407450 D XEROX CORP COM 98412110 488 35400 SH SHARED 10 35400 D XEROX CORP COM 98412110 1602 116210 SH SHARED 14 116210 D XEROX CORP COM 98412110 5571 403989 SH SHARED 17 403989 D XEROX CORP PFD CONV SER C 98412150 36495 306530 SH SHARED 306530 D XEROX CORP PFD CONV SER C 98412150 78110 656062 SH SHARED 02 656062 D XERIUM TECHNOLOGIES INC COM 98416J10 155 13144 SH SHARED 13144 D YAHOO INC FRNT 4/0 984332AB 675 392000 PRN SHARED 02 392000 D YAHOO INC COM 98433210 227369 6561882 SH SHARED 6504972 56910 D YAHOO INC COM 98433210 10506 303224 SH SHARED 01 800 302424 D YAHOO INC COM 98433210 967 27908 SH SHR/OTHR 01 27908 D YAHOO INC COM 98433210 24329 702138 SH SHARED 02 702138 D YAHOO INC COM 98433210 32432 936000 SH SHARED 04 934000 2000 D YAHOO INC COM 98433210 796 23000 SH SHARED 05 23000 D YAHOO INC COM 98433210 1527 44070 SH SHARED 06 44070 D YAHOO INC COM 98433210 73415 2118760 SH SHARED 10 1113300 720650 284810 D YAHOO INC COM 98433210 41 1200 SH SHR/OTHR 10 1200 D YAHOO INC COM 98433210 372 10749 SH SHARED 14 10749 D YAHOO INC COM 98433210 1143 33000 SH SHARED 15 33000 D YAHOO INC COM 98433210 28893 833855 SH SHARED 17 833855 D YAMANA GOLD INC COM 98462Y10 132 36000 SH SHARED 7500 28500 D YANKEE CANDLE INC COM 98475710 1468 45760 SH SHARED 45760 D YANKEE CANDLE INC COM 98475710 28 900 SH SHARED 01 900 D YANKEE CANDLE INC COM 98475710 48 1500 SH SHARED 02 1500 D YANKEE CANDLE INC COM 98475710 659 20548 SH SHARED 17 20548 D YARDVILLE NATL BANCORP COM 98502110 302 8467 SH SHARED 8467 D YARDVILLE NATL BANCORP COM 98502110 175 4900 SH SHARED 17 4900 D YELLOW CORP NOTE 3.375%11/2 985509AQ 617 501000 PRN SHARED 02 501000 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 9377 5850000 PRN SHARED 5850000 D YELLOW ROADWAY CORP NOTE 3.375%11/2 985577AB 2425 1750000 PRN SHARED 1750000 D YELLOW ROADWAY CORP COM 98557710 10946 215482 SH SHARED 213382 2100 D YELLOW ROADWAY CORP COM 98557710 1036 20397 SH SHARED 01 20397 D YELLOW ROADWAY CORP COM 98557710 35 700 SH SHR/OTHR 01 700 D YELLOW ROADWAY CORP COM 98557710 11725 230810 SH SHARED 02 230810 D YELLOW ROADWAY CORP COM 98557710 254 5000 SH SHARED 05 5000 D YELLOW ROADWAY CORP COM 98557710 10427 205268 SH SHARED 10 7368 197900 D YELLOW ROADWAY CORP COM 98557710 2109 41525 SH SHARED 17 9725 31800 D YORK INTL CORP NEW COM 98667010 1742 45865 SH SHARED 45865 D YORK INTL CORP NEW COM 98667010 566 14900 SH SHARED 01 14900 D YORK INTL CORP NEW COM 98667010 521 13724 SH SHARED 02 13724 D YORK INTL CORP NEW COM 98667010 817 21500 SH SHARED 17 21500 D YORK WTR CO COM 98718410 473 22393 SH SHARED 01 22393 D YOUNG BROADCASTING INC CL A 98743410 102 24727 SH SHARED 24727 D YOUNG BROADCASTING INC CL A 98743410 24 6000 SH SHR/OTHR 01 6000 D YOUNG BROADCASTING INC CL A 98743410 8 2100 SH SHARED 02 2100 D YOUNG INNOVATIONS INC COM 98752010 177 4767 SH SHARED 4767 D YOUNG INNOVATIONS INC COM 98752010 104 2800 SH SHR/OTHR 01 2800 D YOUNG INNOVATIONS INC COM 98752010 41 1100 SH SHARED 17 1100 D YUM BRANDS INC COM 98849810 37335 716880 SH SHARED 679880 37000 D YUM BRANDS INC COM 98849810 13656 262222 SH SHARED 01 66239 195983 D YUM BRANDS INC COM 98849810 3247 62350 SH SHR/OTHR 01 62350 D YUM BRANDS INC COM 98849810 6406 123018 SH SHARED 02 123018 D YUM BRANDS INC COM 98849810 3687 70800 SH SHARED 03 70800 D YUM BRANDS INC COM 98849810 10598 203500 SH SHARED 04 203500 D YUM BRANDS INC COM 98849810 260 5010 SH SHARED 05 5010 D YUM BRANDS INC COM 98849810 200 3850 SH SHARED 06 3850 D YUM BRANDS INC COM 98849810 82615 1586326 SH SHARED 10 324931 758900 502495 D YUM BRANDS INC COM 98849810 948 18220 SH SHR/OTHR 10 18220 D YUM BRANDS INC COM 98849810 974 18708 SH SHARED 14 18708 D YUM BRANDS INC COM 98849810 6364 122211 SH SHARED 17 122211 D ZALE CORP NEW COM 98885810 2488 78521 SH SHARED 78521 D ZALE CORP NEW COM 98885810 6 200 SH SHARED 01 200 D ZALE CORP NEW COM 98885810 22 707 SH SHR/OTHR 01 707 D ZALE CORP NEW COM 98885810 266 8400 SH SHARED 02 8400 D ZALE CORP NEW COM 98885810 4265 134600 SH SHARED 10 134600 D ZALE CORP NEW COM 98885810 1372 43300 SH SHARED 17 31600 11700 D ZEBRA TECHNOLOGIES CORP CL A 98920710 451 10300 SH SHARED 10300 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1002 22900 SH SHARED 01 22900 D ZEBRA TECHNOLOGIES CORP CL A 98920710 33 770 SH SHR/OTHR 01 770 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1338 30573 SH SHARED 02 30573 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1615 36897 SH SHARED 10 36897 D ZENITH NATL INS CORP COM 98939010 2920 43043 SH SHARED 15543 27500 D ZENITH NATL INS CORP COM 98939010 3325 49000 SH SHARED 10 500 48500 D ZENITH NATL INS CORP COM 98939010 2252 33200 SH SHARED 17 10400 22800 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 433 129525 SH SHARED 129525 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 99 29800 SH SHARED 17 29800 D ZILA INC COM PAR $0.01 98951320 98 34500 SH SHARED 34500 D ZILA INC COM PAR $0.01 98951320 16 5800 SH SHARED 02 5800 D ZIMMER HLDGS INC COM 98956P10 163253 2143279 SH SHARED 2117429 25850 D ZIMMER HLDGS INC COM 98956P10 12721 167009 SH SHARED 01 59687 107322 D ZIMMER HLDGS INC COM 98956P10 22194 291381 SH SHR/OTHR 01 291381 D ZIMMER HLDGS INC COM 98956P10 7942 104271 SH SHARED 02 104271 D ZIMMER HLDGS INC COM 98956P10 21251 279000 SH SHARED 04 279000 D ZIMMER HLDGS INC COM 98956P10 48 640 SH SHARED 05 640 D ZIMMER HLDGS INC COM 98956P10 1687 22150 SH SHARED 06 22150 D ZIMMER HLDGS INC COM 98956P10 111728 1466836 SH SHARED 10 364914 807270 294652 D ZIMMER HLDGS INC COM 98956P10 2652 34829 SH SHR/OTHR 10 34829 D ZIMMER HLDGS INC COM 98956P10 114 1500 SH SHARED 14 1500 D ZIMMER HLDGS INC COM 98956P10 8251 108324 SH SHARED 17 108324 D ZIONS BANCORPORATION COM 98970110 20794 282800 SH SHARED 261000 21800 D ZIONS BANCORPORATION COM 98970110 1352 18400 SH SHARED 01 18400 D ZIONS BANCORPORATION COM 98970110 2407 32748 SH SHARED 02 32748 D ZIONS BANCORPORATION COM 98970110 3235 44000 SH SHARED 05 38000 6000 D ZIONS BANCORPORATION COM 98970110 51 700 SH SHARED 06 700 D ZIONS BANCORPORATION COM 98970110 15125 205700 SH SHARED 10 205700 D ZIONS BANCORPORATION COM 98970110 3584 48751 SH SHARED 17 48751 D ZIX CORP COM 98974P10 141 45288 SH SHARED 45288 D ZIX CORP COM 98974P10 6 2100 SH SHARED 02 2100 D ZIPREALTY INC COM 98974V10 86 6740 SH SHARED 6740 D ZIPREALTY INC COM 98974V10 44 3500 SH SHARED 17 3500 D ZORAN CORP COM 98975F10 2005 150909 SH SHARED 150909 D ZORAN CORP COM 98975F10 85 6451 SH SHARED 01 6451 D ZORAN CORP COM 98975F10 241 18165 SH SHARED 17 18165 D ZOLTEK COS INC COM 98975W10 118 10535 SH SHARED 10535 D ZOLTEK COS INC COM 98975W10 64 5700 SH SHARED 17 5700 D ZUMIEZ INC COM 98981710 87 3010 SH SHARED 3010 D ZUMIEZ INC COM 98981710 250 8600 SH SHARED 05 8600 D ZUMIEZ INC COM 98981710 1285 44100 SH SHARED 17 44100 D ZWEIG FD COM 98983410 20 3807 SH SHARED 3807 D ZWEIG TOTAL RETURN FD INC COM 98983710 9052 1764526 SH SHARED 1764526 D ZYMOGENETICS INC COM 98985T10 1355 77022 SH SHARED 26622 50400 D ZYMOGENETICS INC COM 98985T10 5 300 SH SHARED 02 300 D ZYMOGENETICS INC COM 98985T10 482 27400 SH SHARED 10 27400 D ZYMOGENETICS INC COM 98985T10 672 38200 SH SHARED 17 9100 29100 D ZYGO CORP COM 98985510 142 14581 SH SHARED 14581 D ZYGO CORP COM 98985510 23 2400 SH SHARED 01 2400 D ZYGO CORP COM 98985510 23 2358 SH SHARED 02 2358 D ZOLL MED CORP COM 98992210 234 9200 SH SHARED 9200 D ZOLL MED CORP COM 98992210 28 1130 SH SHARED 10 1130 D ZOLL MED CORP COM 98992210 6247 245500 SH SHARED 17 245500 S REPORT SUMMARY 18069 DATA RECORDS 183345838 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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