-----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, VvNNyn9oVhIKDIpvNU9AP7CqIDh3myIStBOmlcYHRdXPGpvz3/IlvekgTizHnD7a Hq8N6dClp4AD8j5oN5hBAw== 0000948046-05-000116.txt : 20050317 0000948046-05-000116.hdr.sgml : 20050317 20050317151357 ACCESSION NUMBER: 0000948046-05-000116 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041231 FILED AS OF DATE: 20050317 DATE AS OF CHANGE: 20050317 EFFECTIVENESS DATE: 20050317 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: 05688634 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 taperept1204a.txt 13F 12/31/04 REFILING UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: DECEMBER 31, 2004 Check here if Amendment { }; Amendment Number: This Amendment (Check only one.): { } is a restatement. {x} 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: 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: 212-469-3667 Signature, Place, and Date of Signing: Jeffrey Ruiz New York, New York March 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: 10 Form 13F Information Table Entry Total: 17750 Form 13F Information Table Value Total: 208256809 List of Other Included Managers: Deutsche Bank Trust Company Americas 01 (formerly Bankers Trust Company) Deutsche Bank Securities Inc. 02 (formerly Deutsche Bank Alex Brown Inc.) Deutsche Trust Bank, Japan 03 DWS Deutsche Bank Gesellschaft fur Wertpapiersparen mbH 04 Deutsche Asset Management Limited 05 Deutsche Asset Management Investmentgesellshaft 06 Deutsche Investment Trust Managers Limited 09 Deutsche Investment Management Americas Inc. 10 ROPRO US Holding, Inc. 11 Deutsche Asset Management Investment Services Limited 12 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 5648841117561740 SH SHARED 117072076 489664 D DAIMLERCHRYSLER AG ORD D1668R12 906 18868 SH SHARED 01 17412 1456 D DAIMLERCHRYSLER AG ORD D1668R12 13 274 SH SHR/OTHR 01 274 D DAIMLERCHRYSLER AG ORD D1668R12 14064 292700 SH SHARED 02 292700 D DAIMLERCHRYSLER AG ORD D1668R12 211773 4407351 SH SHARED 04 4407351 D DAIMLERCHRYSLER AG ORD D1668R12 1192 24810 SH SHARED 05 20460 4350 D DAIMLERCHRYSLER AG ORD D1668R12 176629 3675954 SH SHARED 06 3675954 D DAIMLERCHRYSLER AG ORD D1668R12 11015 229248 SH SHARED 10 229248 D DEUTSCHE BANK AG NAMEN ORD D1819089 969 10887 SH SHARED 10 10877 D DEUTSCHE BANK AG NAMEN ORD D1819089 2493907 28018282 SH SHARED 26808168 1210114 D DEUTSCHE BANK AG NAMEN ORD D1819089 1743 19593 SH SHARED 01 961 18632 D DEUTSCHE BANK AG NAMEN ORD D1819089 12693 142602 SH SHARED 02 142602 D DEUTSCHE BANK AG NAMEN ORD D1819089 654184 7349565 SH SHARED 04 7349565 D DEUTSCHE BANK AG NAMEN ORD D1819089 46858 526441 SH SHARED 05 381120 145321 D DEUTSCHE BANK AG NAMEN ORD D1819089 318597 3579342 SH SHARED 06 3579342 D DEUTSCHE BANK AG NAMEN ORD D1819089 1369 15386 SH SHARED 08 15386 D DEUTSCHE BANK AG NAMEN ORD D1819089 24049 270184 SH SHARED 10 270184 D ACE LTD ORD G0070K10 36428 852127 SH SHARED 841527 10600 D ACE LTD ORD G0070K10 2708 63365 SH SHARED 01 43105 20260 D ACE LTD ORD G0070K10 4722 110478 SH SHARED 02 110478 D ACE LTD ORD G0070K10 279 6545 SH SHARED 06 6545 D ACE LTD ORD G0070K10 12964 303258 SH SHARED 10 303258 D AMDOCS LTD ORD G0260210 2697 102780 SH SHARED 102780 D AMDOCS LTD ORD G0260210 17010 648000 SH SHARED 01 644900 3100 D AMDOCS LTD ORD G0260210 6593 251181 SH SHARED 02 251181 D AMERICAN SAFETY INS HLDGS LT ORD G0299510 29 1800 SH SHARED 02 1800 D APEX SILVER MINES LTD ORD G0407410 471 27436 SH SHARED 27436 D ARCH CAP GROUP LTD ORD G0450A10 1464 37842 SH SHARED 37842 D ARCH CAP GROUP LTD ORD G0450A10 92 2400 SH SHR/OTHR 01 2400 D ARCH CAP GROUP LTD ORD G0450A10 23 600 SH SHARED 02 600 D ARLINGTON TANKERS LTD COM G0489910 17 762 SH SHARED 762 D ARLINGTON TANKERS LTD COM G0489910 74 3238 SH SHARED 02 3238 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 7 300 SH SHARED 300 D ASSURED GUARANTY LTD COM G0585R10 293 14900 SH SHARED 14900 D ASSURED GUARANTY LTD COM G0585R10 334 17000 SH SHARED 02 17000 D AXIS CAPITAL HOLDINGS SHS G0692U10 93 3420 SH SHARED 3420 D AXIS CAPITAL HOLDINGS SHS G0692U10 21349 780300 SH SHARED 02 780300 D AXIS CAPITAL HOLDINGS SHS G0692U10 27 1010 SH SHARED 05 1010 D AXIS CAPITAL HOLDINGS SHS G0692U10 6840 250000 SH SHARED 10 250000 D ACCENTURE LTD BERMUDA CL A G1150G11 1593 59010 SH SHARED 53110 5900 D ACCENTURE LTD BERMUDA CL A G1150G11 140885 5217975 SH SHARED 01 2229505 2646900 341570 D ACCENTURE LTD BERMUDA CL A G1150G11 521 19320 SH SHR/OTHR 01 3950 15370 D ACCENTURE LTD BERMUDA CL A G1150G11 396 14700 SH SHARED 02 14700 D BUNGE LIMITED COM G1696210 2 40 SH SHARED 40 D BUNGE LIMITED COM G1696210 674 11831 SH SHARED 02 11831 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 354 9112 SH SHARED 9112 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 15 400 SH SHARED 02 400 D CHINADOTCOM CORP CL A G2108N10 765 166038 SH SHARED 166038 D CHINADOTCOM CORP CL A G2108N10 2 500 SH SHR/OTHR 01 500 D CHINA YUCHAI INTL LTD COM G2108210 149 11288 SH SHARED 11288 D CHINA YUCHAI INTL LTD COM G2108210 498 37500 SH SHR/OTHR 01 37500 D CHINA YUCHAI INTL LTD COM G2108210 2978 224290 SH SHARED 02 224290 D CHIPMOS TECH BERMUDA LTD SHS G2110R10 176 27630 SH SHARED 27630 D CHIPMOS TECH BERMUDA LTD SHS G2110R10 1046 164231 SH SHARED 02 164231 D CONSOLIDATED WATER CO INC ORD G2377310 15 513 SH SHARED 513 D COOPER INDS LTD CL A G2418210 16130 237593 SH SHARED 236193 1400 D COOPER INDS LTD CL A G2418210 2382 35088 SH SHARED 01 34900 188 D COOPER INDS LTD CL A G2418210 135 2000 SH SHR/OTHR 01 2000 D COOPER INDS LTD CL A G2418210 1773 26121 SH SHARED 02 26121 D CREDICORP LTD COM G2519Y10 153 9686 SH SHARED 02 9686 D CREDICORP LTD COM G2519Y10 158 10000 SH SHARED 04 10000 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 499 14600 SH SHARED 14600 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 17 500 SH SHARED 02 500 D ASA BERMUDA LIMITED COM G3156P10 4053 100207 SH SHARED 99207 1000 D EVEREST RE GROUP LTD COM G3223R10 197 2200 SH SHARED 2200 D EVEREST RE GROUP LTD COM G3223R10 4234 47276 SH SHARED 47276 D EVEREST RE GROUP LTD COM G3223R10 779 8700 SH SHARED 01 200 8500 D EVEREST RE GROUP LTD COM G3223R10 1235 13800 SH SHARED 02 13800 D FRESH DEL MONTE PRODUCE INC ORD G3673810 290 9825 SH SHARED 9825 D FRESH DEL MONTE PRODUCE INC ORD G3673810 20 696 SH SHARED 02 696 D FRONTLINE LTD ORD G3682E12 3140 70805 SH SHARED 70805 D FRONTLINE LTD ORD G3682E12 10652 240130 SH SHARED 02 240130 D GARMIN LTD ORD G3726010 19623 322548 SH SHARED 322548 D GARMIN LTD ORD G3726010 19490 320350 SH SHARED 01 320200 150 D GARMIN LTD ORD G3726010 30 496 SH SHR/OTHR 01 496 D GARMIN LTD ORD G3726010 62 1032 SH SHARED 02 1032 D GLOBAL CROSSING LTD SHS NEW G3921A17 696 38393 SH SHARED 38393 D GLOBAL CROSSING LTD SHS NEW G3921A17 1215 66977 SH SHARED 02 66977 D GLOBALSANTAFE CORP SHS G3930E10 3086 93217 SH SHARED 93217 D GLOBALSANTAFE CORP SHS G3930E10 2055 62092 SH SHARED 02 59892 2200 D GLOBALSANTAFE CORP SHS G3930E10 14137 427000 SH SHARED 04 427000 D GLOBALSANTAFE CORP SHS G3930E10 6 200 SH SHARED 05 200 D GLOBALSANTAFE CORP SHS G3930E10 3368 101750 SH SHARED 06 101750 D GLOBALSANTAFE CORP SHS G3930E10 3932 118784 SH SHARED 10 118784 D GLOBAL SOURCES LTD ORD G3930010 1 104 SH SHARED 02 104 D GLOBAL-TECH APPLIANCES INC ORD G3932010 0 100 SH SHARED 100 D GLOBAL-TECH APPLIANCES INC ORD G3932010 179 20100 SH SHARED 02 20100 D HELEN OF TROY CORP LTD COM G4388N10 802 23887 SH SHARED 23887 D HIGHWAY HLDGS LTD ORD G4481U10 2 500 SH SHARED 500 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 35932 447484 SH SHARED 446184 1300 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 4131 51456 SH SHARED 01 50300 1156 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 910 11344 SH SHR/OTHR 01 1000 10344 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 6762 84212 SH SHARED 02 84212 D IPC HLDGS LTD ORD G4933P10 487 11204 SH SHARED 11204 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 547 16372 SH SHARED 16372 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 468 14000 SH SHARED 01 14000 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 5 160 SH SHR/OTHR 01 160 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 29823 840800 SH SHARED 840800 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1189 33548 SH SHARED 01 33548 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 47 1348 SH SHR/OTHR 01 1348 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1918 54083 SH SHARED 02 54083 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 2128 60000 SH SHARED 04 60000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1039 29300 SH SHARED 05 29300 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 56 1600 SH SHARED 06 1600 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 7941 223889 SH SHARED 10 223889 D MAX RE CAPITAL LTD HAMILTON SHS G6052F10 456 21401 SH SHARED 21401 D MAX RE CAPITAL LTD HAMILTON SHS G6052F10 394 18500 SH SHARED 02 18500 D MONTPELIER RE HOLDINGS LTD SHS G6218510 1084 28198 SH SHARED 28198 D MONTPELIER RE HOLDINGS LTD SHS G6218510 38 1000 SH SHR/OTHR 01 1000 D MONTPELIER RE HOLDINGS LTD SHS G6218510 7 200 SH SHARED 02 200 D NABORS INDUSTRIES LTD SHS G6359F10 23550 459161 SH SHARED 459161 D NABORS INDUSTRIES LTD SHS G6359F10 61546 1199975 SH SHARED 01 572474 569500 58001 D NABORS INDUSTRIES LTD SHS G6359F10 92 1797 SH SHR/OTHR 01 1797 D NABORS INDUSTRIES LTD SHS G6359F10 23488 457949 SH SHARED 02 457949 D NOBLE CORPORATION SHS G6542210 16268 327078 SH SHARED 327078 D NOBLE CORPORATION SHS G6542210 4170 83845 SH SHARED 01 53320 30525 D NOBLE CORPORATION SHS G6542210 1147 23070 SH SHR/OTHR 01 15120 7950 D NOBLE CORPORATION SHS G6542210 4035 81139 SH SHARED 02 81139 D NORDIC AMERICAN TANKER SHIPP COM G6577310 1912 48986 SH SHARED 48986 D NORDIC AMERICAN TANKER SHIPP COM G6577310 17 450 SH SHR/OTHR 01 150 300 D NORDIC AMERICAN TANKER SHIPP COM G6577310 807 20676 SH SHARED 02 20676 D OPENTV CORP CL A G6754310 4084 1063723 SH SHARED 1063723 D OPENTV CORP CL A G6754310 78 20461 SH SHARED 02 20461 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 776 37738 SH SHARED 37738 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 1713 83313 SH SHARED 02 83313 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 218 19100 SH SHARED 19100 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 727 63588 SH SHARED 02 63588 D PARTNERRE LTD COM G6852T10 2512 40569 SH SHARED 40569 D PARTNERRE LTD COM G6852T10 192 3100 SH SHARED 01 3100 D PARTNERRE LTD COM G6852T10 37 600 SH SHR/OTHR 01 600 D PARTNERRE LTD COM G6852T10 2130 34400 SH SHARED 02 34400 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 87 2800 SH SHARED 2800 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 21 700 SH SHARED 02 700 D PXRE GROUP LTD COM G7301810 63 2517 SH SHARED 2517 D PXRE GROUP LTD COM G7301810 3805 150939 SH SHARED 02 150939 D QIAO XING UNIVERSAL TELEPHON ORD G7303A10 102 12008 SH SHARED 12008 D QUANTA CAPITAL HLDGS LTD SHS G7313F10 253 27458 SH SHARED 27458 D QUANTA CAPITAL HLDGS LTD SHS G7313F10 43 4700 SH SHARED 10 4700 D RADICA GAMES LTD ORD G7342H10 15 2000 SH SHARED 02 2000 D RENAISSANCERE HOLDINGS LTD COM G7496G10 62 1200 SH SHARED 1200 D RENAISSANCERE HOLDINGS LTD COM G7496G10 453 8712 SH SHARED 8712 D RENAISSANCERE HOLDINGS LTD COM G7496G10 15 300 SH SHARED 01 300 D SCOTTISH RE GROUP LTD ORD G7885T10 490 18932 SH SHARED 18932 D SCOTTISH RE GROUP LTD ORD G7885T10 4204 162331 SH SHARED 02 162331 D SEAGATE TECHNOLOGY SHS G7945J10 7577 438767 SH SHARED 429967 8800 D SEAGATE TECHNOLOGY SHS G7945J10 4107 237857 SH SHARED 02 237857 D SHIP FINANCE INTERNATIONAL L SHS G8107510 1463 71328 SH SHARED 71241 87 D SHIP FINANCE INTERNATIONAL L SHS G8107510 36 1800 SH SHARED 02 1800 D SHIP FINANCE INTERNATIONAL L SHS G8107510 34 1680 SH SHARED 06 1680 D SHIP FINANCE INTERNATIONAL L SHS G8107510 29 1460 SH SHARED 10 1460 D SINA CORP ORD G8147710 4762 148534 SH SHARED 148534 D SINA CORP ORD G8147710 5439 169652 SH SHARED 02 169652 D STEWART W P & CO LTD COM G8492210 646 27304 SH SHARED 27304 D STEWART W P & CO LTD COM G8492210 13 575 SH SHARED 01 575 D STEWART W P & CO LTD COM G8492210 66 2810 SH SHR/OTHR 01 2810 D UTI WORLDWIDE INC ORD G8721010 1657 24367 SH SHARED 24367 D TELEGLOBE INTL HLDGS LTD COM G8734010 12 2950 SH SHARED 2950 D HILFIGER TOMMY CORP ORD G8915Z10 3658 324331 SH SHARED 324331 D HILFIGER TOMMY CORP ORD G8915Z10 2563 227300 SH SHARED 02 227300 D TRANSOCEAN INC ORD G9007810 42665 1006500 SH SHARED 1006500 D TRANSOCEAN INC ORD G9007810 31983 754510 SH SHARED 01 380167 338200 36143 D TRANSOCEAN INC ORD G9007810 410 9689 SH SHR/OTHR 01 7123 2566 D TRANSOCEAN INC ORD G9007810 5451 128600 SH SHARED 02 128600 D TSAKOS ENERGY NAVIGATION LTD SHS G9108L10 606 16935 SH SHARED 16935 D TSAKOS ENERGY NAVIGATION LTD SHS G9108L10 28 800 SH SHARED 02 800 D GOLAR LNG LTD BERMUDA SHS G9456A10 7 500 SH SHARED 01 500 D WEATHERFORD INTERNATIONAL LT COM G9508910 8859 172699 SH SHARED 169249 3450 D WEATHERFORD INTERNATIONAL LT COM G9508910 3657 71300 SH SHARED 01 71300 D WEATHERFORD INTERNATIONAL LT COM G9508910 4 79 SH SHR/OTHR 01 79 D WEATHERFORD INTERNATIONAL LT COM G9508910 2647 51600 SH SHARED 02 51600 D WHITE MTNS INS GROUP LTD COM G9618E10 873 1352 SH SHARED 01 1352 D WILLIS GROUP HOLDINGS LTD SHS G9665510 123 3000 SH SHARED 3000 D WILLIS GROUP HOLDINGS LTD SHS G9665510 30 750 SH SHARED 01 750 D WILLIS GROUP HOLDINGS LTD SHS G9665510 32 800 SH SHR/OTHR 01 800 D WILLIS GROUP HOLDINGS LTD SHS G9665510 278 6758 SH SHARED 02 6758 D XOMA LTD ORD G9825R10 120 46497 SH SHARED 46497 D XL CAP LTD CL A G9825510 27815 358217 SH SHARED 356717 1500 D XL CAP LTD CL A G9825510 37846 487394 SH SHARED 01 84735 170 402489 D XL CAP LTD CL A G9825510 5331 68657 SH SHR/OTHR 01 8915 59742 D XL CAP LTD CL A G9825510 3027 38992 SH SHARED 02 38992 D ALCON INC COM SHS H0130110 1450 18000 SH SHARED 01 16500 1300 200 D ALCON INC COM SHS H0130110 8 100 SH SHR/OTHR 01 100 D UBS AG NAMEN AKT H8920M85 7478 89205 SH SHARED 89205 D UBS AG NAMEN AKT H8920M85 371 4433 SH SHARED 01 4433 D CRONOS GROUP S A SHS L2070810 1161 112585 SH SHARED 02 112585 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 1707 75115 SH SHARED 75115 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 3148 138497 SH SHARED 02 138497 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 284 12500 SH SHARED 04 12500 D SBS BROADCASTING SA ORD L8137F10 227 5658 SH SHARED 5658 D ALADDIN KNOWLEDGE SYS LTD ORD M0392N10 68 2753 SH SHARED 2753 D ALADDIN KNOWLEDGE SYS LTD ORD M0392N10 1572 63534 SH SHARED 02 63534 D ALVARION LTD SHS M0861T10 105 7923 SH SHARED 7923 D ALVARION LTD SHS M0861T10 3901 294254 SH SHARED 02 294254 D AUDIOCODES LTD ORD M1534210 4242 255400 SH SHARED 01 255400 D AUDIOCODES LTD ORD M1534210 668 40250 SH SHARED 02 40250 D AUDIOCODES LTD ORD M1534210 569 34300 SH SHARED 05 34300 D AUDIOCODES LTD ORD M1534210 589 35500 SH SHARED 10 35500 D BACKWEB TECHNOLOGIES LTD ORD M1563310 37 53020 SH SHARED 53020 D ROBO GROUP TEK LTD SHS M2033010 1 2000 SH SHARED 01 2000 D CAMTEK LTD ORD M2079110 33 7600 SH SHARED 7600 D CERAGON NETWORKS LTD ORD M2201310 117 17447 SH SHARED 17447 D CHECK POINT SOFTWARE TECH LT ORD M2246510 20544 834108 SH SHARED 834108 D CHECK POINT SOFTWARE TECH LT ORD M2246510 63555 2580400 SH SHARED 01 2422400 140100 17900 D CHECK POINT SOFTWARE TECH LT ORD M2246510 103 4200 SH SHR/OTHR 01 4200 D CHECK POINT SOFTWARE TECH LT ORD M2246510 7386 299910 SH SHARED 02 299910 D CHECK POINT SOFTWARE TECH LT ORD M2246510 8127 330000 SH SHARED 04 330000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 2086 84733 SH SHARED 05 84733 D CHECK POINT SOFTWARE TECH LT ORD M2246510 3680 149439 SH SHARED 10 149439 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1613 65500 SH SHARED 12 65500 D COMPUGEN LTD ORD M2572210 56 11058 SH SHARED 11058 D ELBIT SYS LTD ORD M3760D10 161 6120 SH SHARED 6120 D ELBIT SYS LTD ORD M3760D10 2 95 SH SHARED 02 95 D FUNDTECH LTD ORD M4709510 13 1625 SH SHARED 02 1625 D GIVEN IMAGING ORD SHS M5202010 481 13390 SH SHARED 13390 D GIVEN IMAGING ORD SHS M5202010 518 14411 SH SHARED 02 14411 D INTERNET GOLD-GOLDEN LINES L ORD M5659510 80 14744 SH SHARED 14744 D INTERNET GOLD-GOLDEN LINES L ORD M5659510 73 13607 SH SHARED 02 13607 D LANOPTICS LTD ORD M6706C10 515 37118 SH SHARED 37118 D LANOPTICS LTD ORD M6706C10 1520 109393 SH SHARED 02 109393 D LIPMAN ELECTRONIC ENGINEERIN ORD M6772H10 1163 41700 SH SHARED 41700 D LIPMAN ELECTRONIC ENGINEERIN ORD M6772H10 131 4700 SH SHARED 02 4700 D LIPMAN ELECTRONIC ENGINEERIN ORD M6772H10 3264 117000 SH SHARED 04 117000 D MAGAL SECURITY SYS LTD ORD M6786D10 50 4168 SH SHARED 4168 D MAGAL SECURITY SYS LTD ORD M6786D10 14 1200 SH SHARED 02 1200 D METALINK LTD ORD M6989710 11 2100 SH SHARED 02 2100 D MIND C T I LTD ORD M7024010 183 31505 SH SHARED 31505 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 1707 86592 SH SHARED 86592 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 394 20000 SH SHARED 01 20000 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 1491 75621 SH SHARED 02 75621 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 1972 100000 SH SHARED 04 100000 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 6132 310993 SH SHARED 10 310993 D NOVA MEASURING INSTRUMENTS L COM M7516K10 1 400 SH SHARED 02 400 D OPTIBASE LTD ORD M7524R10 20 3570 SH SHARED 3570 D ORBOTECH LTD ORD M7525310 246 11620 SH SHARED 11620 D ORBOTECH LTD ORD M7525310 1843 86816 SH SHARED 02 86816 D ORCKIT COMMUNICATIONS LTD SHS NEW M7531S20 49 1977 SH SHARED 1977 D ORCKIT COMMUNICATIONS LTD SHS NEW M7531S20 1 62 SH SHARED 02 62 D RADVISION LTD ORD M8186910 160 11883 SH SHARED 11883 D RADVISION LTD ORD M8186910 96 7200 SH SHARED 02 7200 D RADWARE LTD ORD M8187310 2103 80520 SH SHARED 80520 D RADWARE LTD ORD M8187310 681 26077 SH SHARED 02 26077 D SHOPPING COM LTD SHS M8405Q10 36 1300 SH SHARED 1300 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 76 2239 SH SHARED 2239 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 0 20 SH SHARED 02 20 D TECNOMATIX TECHNOLOGIES LTD ORD M8743P10 94 6140 SH SHARED 6140 D VERISITY LTD ORD M9738511 638 77822 SH SHARED 77822 D VOCALTEC COMMUNICATIONS LTD ORD M9760110 47 33545 SH SHARED 33545 D ASM INTL N V COM N0704510 8715 531768 SH SHARED 530168 1600 D ASM INTL N V COM N0704510 3068 187188 SH SHARED 04 187188 D ASM INTL N V COM N0704510 1770 108000 SH SHARED 06 108000 D ASM INTL N V COM N0704510 1311 80000 SH SHARED 08 80000 D ASM INTL N V COM N0704510 1147 70000 SH SHARED 10 70000 D ASML HLDG NV N Y SHS N0705911 8787 552000 SH SHARED 550100 1900 D ASML HLDG NV N Y SHS N0705911 13561 851848 SH SHARED 01 836565 3500 11783 D ASML HLDG NV N Y SHS N0705911 391 24618 SH SHARED 02 24618 D CNH GLOBAL N V SHS NEW N2093520 557 28795 SH SHARED 28795 D CNH GLOBAL N V SHS NEW N2093520 556 28740 SH SHARED 02 28740 D CORE LABORATORIES N V COM N2271710 1634 70013 SH SHARED 70013 D CORE LABORATORIES N V COM N2271710 1067 45711 SH SHARED 02 45711 D ORTHOFIX INTL N V COM N6748L10 387 9926 SH SHARED 9926 D QIAGEN N V ORD N7248210 245 22400 SH SHARED 22400 D QIAGEN N V ORD N7248210 39008 3562406 SH SHARED 2566083 996323 D QIAGEN N V ORD N7248210 105 9665 SH SHARED 01 2665 7000 D QIAGEN N V ORD N7248210 344 31465 SH SHARED 02 31465 D QIAGEN N V ORD N7248210 13388 1222700 SH SHARED 04 1222700 D QIAGEN N V ORD N7248210 3191 291504 SH SHARED 05 29600 261904 D QIAGEN N V ORD N7248210 6605 603200 SH SHARED 06 603200 D QIAGEN N V ORD N7248210 468 42770 SH SHARED 10 42770 D BANCO LATINOAMERICANO DE EXP CL E P1699413 57 2900 SH SHARED 2900 D BANCO LATINOAMERICANO DE EXP CL E P1699413 15746 789690 SH SHARED 789690 D BANCO LATINOAMERICANO DE EXP CL E P1699413 1219 61156 SH SHARED 02 61156 D KERZNER INTERNATIONAL LTD SHS P6065Y10 3092 51500 SH SHARED 02 51500 D KERZNER INTERNATIONAL LTD SHS P6065Y10 4203 70000 SH SHARED 04 70000 D KERZNER INTERNATIONAL LTD SHS P6065Y10 7206 120000 SH SHARED 10 120000 D STEINER LEISURE LTD ORD P8744Y10 233 7805 SH SHARED 7805 D EXCEL MARITIME CARRIERS LTD COM V3267N10 30 1300 SH SHARED 1300 D EXCEL MARITIME CARRIERS LTD COM V3267N10 52 2200 SH SHARED 02 2200 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 2630 48310 SH SHARED 48310 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 2920 53654 SH SHARED 02 53654 D STELMAR SHIPPING LTD COM V8726M10 857 17967 SH SHARED 17967 D ASE TEST LTD ORD Y0251610 271 40106 SH SHARED 40106 D ASE TEST LTD ORD Y0251610 419 62062 SH SHARED 02 62062 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 7324 489263 SH SHARED 489263 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 1907 127390 SH SHARED 02 127390 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 7 500 SH SHARED 06 500 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 224 15000 SH SHARED 10 15000 D FLEXTRONICS INTL LTD ORD Y2573F10 39835 2882440 SH SHARED 2862740 19700 D FLEXTRONICS INTL LTD ORD Y2573F10 30860 2233000 SH SHARED 01 2221600 11200 200 D FLEXTRONICS INTL LTD ORD Y2573F10 47 3460 SH SHR/OTHR 01 3460 D FLEXTRONICS INTL LTD ORD Y2573F10 1668 120734 SH SHARED 02 120734 D FLEXTRONICS INTL LTD ORD Y2573F10 5113 370000 SH SHARED 04 370000 D FLEXTRONICS INTL LTD ORD Y2573F10 9 700 SH SHARED 05 700 D FLEXTRONICS INTL LTD ORD Y2573F10 2392 173100 SH SHARED 06 173100 D FLEXTRONICS INTL LTD ORD Y2573F10 2049 148304 SH SHARED 10 148304 D GIGAMEDIA LTD ORD Y2711Y10 122 67744 SH SHARED 67744 D GIGAMEDIA LTD ORD Y2711Y10 28 15700 SH SHARED 02 15700 D PACIFIC INTERNET LTD ORD Y6618310 270 38304 SH SHARED 38304 D TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 155 3700 SH SHARED 3700 D AAON INC COM PAR $0.004 00036020 350 21782 SH SHARED 21782 D AAON INC COM PAR $0.004 00036020 1 102 SH SHARED 02 102 D AAON INC COM PAR $0.004 00036020 56 3500 SH SHARED 10 3500 D AAR CORP COM 00036110 907 66650 SH SHARED 66650 D AAR CORP COM 00036110 548 40262 SH SHARED 02 40262 D AAR CORP COM 00036110 192 14150 SH SHARED 10 14150 D ABB LTD SPONSORED ADR 00037520 696 123090 SH SHARED 123090 D ABB LTD SPONSORED ADR 00037520 794 140385 SH SHARED 01 140385 D ABB LTD SPONSORED ADR 00037520 3585 633400 SH SHARED 02 633400 D ABC BANCORP COM 00040010 381 18258 SH SHARED 18258 D ABC BANCORP COM 00040010 0 2 SH SHARED 02 2 D ABC BANCORP COM 00040010 79 3800 SH SHARED 10 3800 D A C MOORE ARTS & CRAFTS INC COM 00086T10 917 31863 SH SHARED 31863 D A C MOORE ARTS & CRAFTS INC COM 00086T10 2931 101770 SH SHARED 02 101770 D A C MOORE ARTS & CRAFTS INC COM 00086T10 184 6400 SH SHARED 10 6400 D A D A M INC COM 00088U10 3 1000 SH SHARED 01 1000 D A D C TELECOMMUNICATIONS NOTE 1.000% 6/1 000886AD 272 272000 PRN SHARED 02 272000 D A D C TELECOMMUNICATIONS COM 00088610 5348 1995782 SH SHARED 1995782 D A D C TELECOMMUNICATIONS COM 00088610 61 23100 SH SHARED 01 23100 D A D C TELECOMMUNICATIONS COM 00088610 4755 1774321 SH SHARED 02 1774321 D A D C TELECOMMUNICATIONS COM 00088610 18 7000 SH SHARED 06 7000 D A D C TELECOMMUNICATIONS COM 00088610 2631 981956 SH SHARED 10 981956 D ADE CORP MASS COM 00089C10 370 19772 SH SHARED 19772 D ADE CORP MASS COM 00089C10 1501 80200 SH SHARED 01 80200 D ADE CORP MASS COM 00089C10 7 400 SH SHARED 02 400 D ADE CORP MASS COM 00089C10 1080 57700 SH SHARED 10 57700 D ACM INCOME FUND INC COM 00091210 79 9700 SH SHARED 9700 D ACM INCOME FUND INC COM 00091210 6 800 SH SHARED 02 800 D ACM GOVT OPPORTUNITY FD INC COM 00091810 7 900 SH SHARED 02 900 D ACM MANAGED INCOME FD INC COM 00091910 53 13600 SH SHARED 02 13600 D ABN AMRO HLDG NV SPONSORED ADR 00093710 1789 67279 SH SHARED 63679 3600 D ABN AMRO HLDG NV SPONSORED ADR 00093710 7 292 SH SHARED 01 292 D ACM MUN SECS INCOME FD INC COM 00094210 162 15059 SH SHARED 02 15059 D ACM MANAGED DLR INCOME FD COM 00094910 4 521 SH SHARED 01 521 D ACT TELECONFERENCING INC COM 00095510 12 9350 SH SHARED 02 9350 D ABM INDS INC COM 00095710 1662 84314 SH SHARED 84314 D ABM INDS INC COM 00095710 21 1100 SH SHARED 01 1100 D ABM INDS INC COM 00095710 2146 108872 SH SHARED 02 108872 D ABM INDS INC COM 00095710 276 14000 SH SHARED 10 14000 D AEW REAL ESTATE INCOME FD COM 00104H10 335 17512 SH SHARED 02 17512 D AFC ENTERPRISES INC COM 00104Q10 1598 67400 SH SHARED 67400 D AFLAC INC COM 00105510 70494 1769450 SH SHARED 1724844 44606 D AFLAC INC COM 00105510 135020 3389077 SH SHARED 01 1695724 620380 1072973 D AFLAC INC COM 00105510 6554 164524 SH SHR/OTHR 01 49140 115384 D AFLAC INC COM 00105510 10081 253039 SH SHARED 02 253039 D AFLAC INC COM 00105510 1848 46400 SH SHARED 04 46400 D AFLAC INC COM 00105510 6456 162050 SH SHARED 05 127140 34910 D AFLAC INC COM 00105510 750 18850 SH SHARED 06 18850 D AFLAC INC COM 00105510 24562 616534 SH SHARED 10 616534 D AGCO CORP NOTE 1.750%12/3 001084AJ 2 2000 PRN SHARED 2000 D AGCO CORP COM 00108410 7381 337191 SH SHARED 337191 D AGCO CORP COM 00108410 545 24900 SH SHARED 01 24900 D AGCO CORP COM 00108410 7815 357036 SH SHARED 02 357036 D AGL RES INC COM 00120410 2977 89580 SH SHARED 89580 D AGL RES INC COM 00120410 578 17400 SH SHARED 01 17400 D AGL RES INC COM 00120410 904 27214 SH SHARED 02 27214 D AES CORP COM 00130H10 22375 1636842 SH SHARED 1627042 9800 D AES CORP COM 00130H10 1310 95900 SH SHARED 01 94700 1200 D AES CORP COM 00130H10 5647 413151 SH SHARED 02 413151 D AES CORP COM 00130H10 95 7000 SH SHARED 06 7000 D AES CORP COM 00130H10 9189 672268 SH SHARED 10 672268 D AIM TELS INC COM 00142310 0 12000 SH SHARED 02 12000 D AK STL HLDG CORP COM 00154710 2915 201476 SH SHARED 201476 D AK STL HLDG CORP COM 00154710 191 13200 SH SHARED 01 13200 D AK STL HLDG CORP COM 00154710 452 31297 SH SHARED 02 31297 D AK STL HLDG CORP COM 00154710 1427 98660 SH SHARED 10 98660 D AMB PROPERTY CORP COM 00163T10 2887 71500 SH SHARED 71500 D AMB PROPERTY CORP COM 00163T10 908 22500 SH SHARED 01 22500 D AMB PROPERTY CORP COM 00163T10 1173 29059 SH SHARED 02 29059 D AMB PROPERTY CORP COM 00163T10 4341 107500 SH SHARED 11 107500 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 1973 61660 SH SHARED 61660 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 2316 72390 SH SHARED 01 72390 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 1059 33100 SH SHARED 10 33100 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 73833 2307300 SH SHARED 11 2307300 D AMN HEALTHCARE SERVICES INC COM 00174410 554 34871 SH SHARED 34871 D AMN HEALTHCARE SERVICES INC COM 00174410 367 23112 SH SHARED 02 23112 D AMN HEALTHCARE SERVICES INC COM 00174410 98 6200 SH SHARED 10 6200 D AMR CORP NOTE 4.500% 2/1 001765BB 11158 14000000 PRN SHARED 14000000 D AMR CORP NOTE 4.500% 2/1 001765BB 1599 2007000 PRN SHARED 02 2007000 D AMR CORP COM 00176510 168 15400 SH SHARED 15400 D AMR CORP COM 00176510 30623 2796680 SH SHARED 2796680 D AMR CORP COM 00176510 8 801 SH SHARED 01 801 D AMR CORP COM 00176510 21 2000 SH SHR/OTHR 01 2000 D AMR CORP COM 00176510 1552 141797 SH SHARED 02 141797 D AMX CORP NEW COM 00180C10 333 20276 SH SHARED 20276 D AMX CORP NEW COM 00180C10 326 19800 SH SHARED 02 19800 D APAC CUSTOMER SERVICES INC COM 00185E10 156 89829 SH SHARED 89829 D APAC CUSTOMER SERVICES INC COM 00185E10 0 28 SH SHARED 02 28 D APA ENTERPRISES INC COM 00185310 6 3000 SH SHARED 3000 D ATI TECHNOLOGIES INC COM 00194110 21481 1107884 SH SHARED 1107884 D ATI TECHNOLOGIES INC COM 00194110 29219 1506958 SH SHARED 01 1473038 7400 26520 D ATI TECHNOLOGIES INC COM 00194110 60 3100 SH SHR/OTHR 01 3100 D ATI TECHNOLOGIES INC COM 00194110 5544 285932 SH SHARED 02 285932 D ATI TECHNOLOGIES INC COM 00194110 343 17700 SH SHARED 06 17700 D ATI TECHNOLOGIES INC COM 00194110 1415 73005 SH SHARED 10 73005 D AT&T CORP COM NEW 00195750 202563 10627697 SH SHARED 10612364 15333 D AT&T CORP COM NEW 00195750 3178 166774 SH SHARED 01 152377 14397 D AT&T CORP COM NEW 00195750 38 2035 SH SHR/OTHR 01 574 1461 D AT&T CORP COM NEW 00195750 37460 1965403 SH SHARED 02 1965403 D AT&T CORP COM NEW 00195750 1505 79000 SH SHARED 04 79000 D AT&T CORP COM NEW 00195750 22 1206 SH SHARED 05 1206 D AT&T CORP COM NEW 00195750 691 36260 SH SHARED 06 36260 D AT&T CORP COM NEW 00195750 16093 844338 SH SHARED 10 844338 D A S V INC COM 00196310 764 15969 SH SHARED 15969 D A S V INC COM 00196310 1058 22100 SH SHARED 01 22100 D A S V INC COM 00196310 14 302 SH SHARED 02 302 D A S V INC COM 00196310 249 5200 SH SHARED 10 5200 D AMB FINL CORP COM 00198410 21 1500 SH SHARED 02 1500 D AP PHARMA INC COM 00202J10 17 10400 SH SHARED 02 10400 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 116 75396 SH SHARED 75396 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 259 167404 SH SHARED 02 167404 D ATMI INC NOTE 5.250%11/1 00207RAC 1553 1338000 PRN SHARED 1338000 D ATMI INC COM 00207R10 2631 116800 SH SHARED 116800 D ATMI INC COM 00207R10 2587 114857 SH SHARED 114857 D ATMI INC COM 00207R10 42 1900 SH SHARED 01 1900 D ATMI INC COM 00207R10 2339 103825 SH SHARED 02 103825 D ATMI INC COM 00207R10 293 13006 SH SHARED 10 13006 D ASAT HLDGS LTD SPONSORED ADR 00208B10 46 35110 SH SHARED 35110 D ASAT HLDGS LTD SPONSORED ADR 00208B10 98 74712 SH SHARED 02 74712 D A S DAMPSKIBSSELSKABET TORM SPONSORED ADR 00208W10 20 499 SH SHARED 499 D ATS MED INC COM 00208310 26 5775 SH SHARED 5775 D AU OPTRONICS CORP SPONSORED ADR 00225510 31534 2202136 SH SHARED 2202136 D AU OPTRONICS CORP SPONSORED ADR 00225510 4383 306100 SH SHARED 01 299200 6900 D AU OPTRONICS CORP SPONSORED ADR 00225510 97 6800 SH SHARED 02 6800 D AU OPTRONICS CORP SPONSORED ADR 00225510 25600 1787735 SH SHARED 04 1787735 D AU OPTRONICS CORP SPONSORED ADR 00225510 4811 336000 SH SHARED 06 336000 D AU OPTRONICS CORP SPONSORED ADR 00225510 930 64975 SH SHARED 10 64975 D AVI BIOPHARMA INC COM 00234610 55 23519 SH SHARED 23519 D AVI BIOPHARMA INC COM 00234610 0 20 SH SHARED 02 20 D AVX CORP NEW COM 00244410 570 45295 SH SHARED 45295 D AVX CORP NEW COM 00244410 7 600 SH SHARED 01 600 D AVX CORP NEW COM 00244410 886 70345 SH SHARED 02 70345 D AXT INC COM 00246W10 0 11 SH SHARED 11 D AXT INC COM 00246W10 238 150995 SH SHARED 02 150995 D AZZ INC COM 00247410 29 1800 SH SHARED 02 1800 D AAIPHARMA INC COM 00252W10 170 52455 SH SHARED 52455 D AAIPHARMA INC COM 00252W10 553 170311 SH SHARED 02 170311 D AAMES INVT CORP MD COM 00253G10 710 66400 SH SHARED 66400 D AAMES INVT CORP MD COM 00253G10 544 50900 SH SHARED 10 50900 D AASTROM BIOSCIENCES INC COM 00253U10 107 75831 SH SHARED 75831 D AASTROM BIOSCIENCES INC COM 00253U10 34 24200 SH SHARED 02 24200 D AARON RENTS INC COM 00253520 1861 74448 SH SHARED 74448 D AARON RENTS INC COM 00253520 2870 114825 SH SHARED 01 114825 D AARON RENTS INC COM 00253520 45 1804 SH SHARED 02 1804 D AARON RENTS INC COM 00253520 356 14250 SH SHARED 10 14250 D ABATIX CORP COM 00256410 70 7000 SH SHARED 7000 D ABAXIS INC COM 00256710 628 43371 SH SHARED 43371 D ABAXIS INC COM 00256710 160 11100 SH SHARED 02 11100 D ABAXIS INC COM 00256710 120 8300 SH SHARED 10 8300 D ABBOTT LABS COM 00282410 373443 8005215 SH SHARED 7832165 173050 D ABBOTT LABS COM 00282410 347885 7457360 SH SHARED 01 4305921 999435 2152004 D ABBOTT LABS COM 00282410 27170 582423 SH SHR/OTHR 01 220752 361671 D ABBOTT LABS COM 00282410 44623 956561 SH SHARED 02 956561 D ABBOTT LABS COM 00282410 150413 3224300 SH SHARED 04 3224300 D ABBOTT LABS COM 00282410 46 1000 SH SHARED 05 1000 D ABBOTT LABS COM 00282410 4397 94268 SH SHARED 06 94268 D ABBOTT LABS COM 00282410 105555 2262709 SH SHARED 10 2262709 D ABER DIAMOND CORP COM 00289310 1387 39250 SH SHARED 37500 1750 D ABER DIAMOND CORP COM 00289310 26646 753800 SH SHARED 01 753800 D ABER DIAMOND CORP COM 00289310 12602 356500 SH SHARED 04 356500 D ABER DIAMOND CORP COM 00289310 4524 128000 SH SHARED 10 128000 D ABERCROMBIE & FITCH CO CL A 00289620 5549 118197 SH SHARED 118197 D ABERCROMBIE & FITCH CO CL A 00289620 1999 42580 SH SHARED 01 42580 D ABERCROMBIE & FITCH CO CL A 00289620 2806 59778 SH SHARED 02 59778 D ABERCROMBIE & FITCH CO CL A 00289620 494 10535 SH SHARED 10 10535 D ABBEY NATL PLC ADR PRF B7.375 00292070 15 560 SH SHARED 02 560 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 1070 165133 SH SHARED 165133 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 291 45000 SH SHARED 01 45000 D ABERDEEN GLOBAL INCOME FD IN COM 00301310 37 2500 SH SHARED 2500 D ABGENIX INC NOTE 3.500% 3/1 00339BAB 3475 3500000 PRN SHARED 3500000 D ABGENIX INC COM 00339B10 5356 518028 SH SHARED 518028 D ABGENIX INC COM 00339B10 36 3500 SH SHARED 01 3500 D ABGENIX INC COM 00339B10 1844 178342 SH SHARED 02 178342 D ABGENIX INC COM 00339B10 9621 930500 SH SHARED 04 930500 D ABGENIX INC COM 00339B10 196 19000 SH SHARED 06 19000 D ABGENIX INC COM 00339B10 782 75700 SH SHARED 10 75700 D ABIOMED INC COM 00365410 695 45069 SH SHARED 45069 D ABIOMED INC COM 00365410 3 200 SH SHARED 01 200 D ABIOMED INC COM 00365410 69 4493 SH SHARED 02 4493 D ABIOMED INC COM 00365410 114 7400 SH SHARED 10 7400 D ABLE LABORATORIES INC COM NEW 00371N40 849 37328 SH SHARED 37328 D ABLE LABORATORIES INC COM NEW 00371N40 14291 628181 SH SHARED 01 625981 2200 D ABLE LABORATORIES INC COM NEW 00371N40 30 1304 SH SHARED 02 1304 D ABLE LABORATORIES INC COM NEW 00371N40 807 35500 SH SHARED 10 35500 D ACACIA RESH CORP COMBIMTRX COM 00388120 151 38162 SH SHARED 38162 D ACACIA RESH CORP COMBIMTRX COM 00388120 200 50522 SH SHARED 02 50522 D ACACIA RESH CORP ACACIA TCH COM 00388130 28 5400 SH SHARED 5400 D ACACIA RESH CORP ACACIA TCH COM 00388130 24 4600 SH SHARED 02 4600 D ACACIA RESH CORP ACACIA TCH COM 00388130 136 25700 SH SHARED 06 25700 D ABITIBI-CONSOLIDATED INC COM 00392410 8563 1237550 SH SHARED 1183550 54000 D ABITIBI-CONSOLIDATED INC COM 00392410 41 6009 SH SHARED 01 6009 D ABITIBI-CONSOLIDATED INC COM 00392410 1282 185343 SH SHARED 02 185343 D ABITIBI-CONSOLIDATED INC COM 00392410 692 100000 SH SHARED 04 100000 D ABITIBI-CONSOLIDATED INC COM 00392410 4 700 SH SHARED 05 700 D ABITIBI-CONSOLIDATED INC COM 00392410 563 81400 SH SHARED 06 81400 D ABITIBI-CONSOLIDATED INC COM 00392410 686 99200 SH SHARED 10 99200 D ACADIA RLTY TR COM SH BEN INT 00423910 837 51368 SH SHARED 51368 D ACADIA RLTY TR COM SH BEN INT 00423910 0 2 SH SHARED 02 2 D ACADIA RLTY TR COM SH BEN INT 00423910 174 10700 SH SHARED 10 10700 D ACAMBIS PLC SPONSORED ADR 00428610 106 10861 SH SHARED 10861 D ACAMBIS PLC SPONSORED ADR 00428610 85 8679 SH SHARED 02 8679 D ACCELRYS INC COM 00430U10 682 87456 SH SHARED 87456 D ACCELRYS INC COM 00430U10 246 31576 SH SHARED 02 31576 D ACCELRYS INC COM 00430U10 85 11000 SH SHARED 10 11000 D ACCESS ANYTIME BANCORP COM 00431F10 644 44400 SH SHARED 02 44400 D ACCESS PHARMACEUTICALS INC COM NEW 00431M20 0 200 SH SHARED 02 200 D ACCREDITED HOME LENDRS HLDG COM 00437P10 2955 59490 SH SHARED 59490 D ACCREDITED HOME LENDRS HLDG COM 00437P10 7894 158900 SH SHARED 01 158900 D ACCREDITED HOME LENDRS HLDG COM 00437P10 39 800 SH SHARED 02 800 D ACCREDITED HOME LENDRS HLDG COM 00437P10 2479 49900 SH SHARED 10 49900 D ACCREDO HEALTH INC COM 00437V10 147 5325 SH SHARED 01 5200 125 D ACCREDO HEALTH INC COM 00437V10 5598 201968 SH SHARED 02 201968 D ACE CASH EXPRESS INC COM 00440310 604 20383 SH SHARED 20383 D ACE CASH EXPRESS INC COM 00440310 17 600 SH SHARED 02 600 D ACE CASH EXPRESS INC COM 00440310 127 4300 SH SHARED 10 4300 D ACETO CORP COM 00444610 547 28839 SH SHARED 28839 D ACETO CORP COM 00444610 24 1300 SH SHARED 02 1300 D ACETO CORP COM 00444610 148 7800 SH SHARED 10 7800 D ACME COMMUNICATION INC COM 00463110 108 15481 SH SHARED 02 15481 D ACME UTD CORP COM 00481610 373 23800 SH SHARED 02 23800 D ACTIVISION INC NEW COM NEW 00493020 4601 228044 SH SHARED 228044 D ACTIVISION INC NEW COM NEW 00493020 846 41966 SH SHARED 01 41950 16 D ACTIVISION INC NEW COM NEW 00493020 4021 199258 SH SHARED 02 199258 D ACTIVISION INC NEW COM NEW 00493020 605 30000 SH SHARED 04 30000 D ACTION PERFORMANCE COS INC COM 00493310 975 88729 SH SHARED 88729 D ACTION PERFORMANCE COS INC COM 00493310 0 4 SH SHARED 02 4 D ACTION PERFORMANCE COS INC COM 00493310 87 8000 SH SHARED 10 8000 D ACTEL CORP COM 00493410 1447 82534 SH SHARED 82534 D ACTEL CORP COM 00493410 33 1900 SH SHARED 01 1900 D ACTEL CORP COM 00493410 36 2106 SH SHARED 02 2106 D ACTEL CORP COM 00493410 208 11868 SH SHARED 10 11868 D ACTIVE POWER INC COM 00504W10 134 28845 SH SHARED 28845 D ACTIVCARD CORP COM 00506J10 678 76288 SH SHARED 76288 D ACTIVCARD CORP COM 00506J10 159 17900 SH SHARED 10 17900 D ACTUATE CORP COM 00508B10 395 155116 SH SHARED 155116 D ACTUATE CORP COM 00508B10 20 8000 SH SHR/OTHR 01 8000 D ACTUATE CORP COM 00508B10 12 4900 SH SHARED 02 4900 D ACTUATE CORP COM 00508B10 42 16600 SH SHARED 10 16600 D ACTUANT CORP CL A NEW 00508X20 3205 61459 SH SHARED 61459 D ACTUANT CORP CL A NEW 00508X20 2401 46042 SH SHARED 01 46042 D ACTUANT CORP CL A NEW 00508X20 57 1102 SH SHARED 02 1102 D ACTUANT CORP CL A NEW 00508X20 2633 50500 SH SHARED 10 50500 D ACUITY BRANDS INC COM 00508Y10 2870 90277 SH SHARED 90277 D ACUITY BRANDS INC COM 00508Y10 50 1601 SH SHARED 01 1601 D ACUITY BRANDS INC COM 00508Y10 67 2111 SH SHARED 02 2111 D ACUITY BRANDS INC COM 00508Y10 582 18331 SH SHARED 10 18331 D ACUSPHERE INC COM 00511R87 1153 188185 SH SHARED 02 188185 D ACXIOM CORP NOTE 3.750% 2/1 005125AB 8 6000 PRN SHARED 6000 D ACXIOM CORP COM 00512510 9016 342841 SH SHARED 342841 D ACXIOM CORP COM 00512510 694 26400 SH SHARED 01 26400 D ACXIOM CORP COM 00512510 3015 114644 SH SHARED 02 114644 D ADAMS EXPRESS CO COM 00621210 10571 805738 SH SHARED 805738 D ADAMS EXPRESS CO COM 00621210 8 639 SH SHARED 01 639 D ADAMS EXPRESS CO COM 00621210 352 26829 SH SHR/OTHR 01 26829 D ADAMS EXPRESS CO COM 00621210 502 38300 SH SHARED 02 38300 D ADAMS RES & ENERGY INC COM NEW 00635130 14 800 SH SHARED 02 800 D ADAPTEC INC NOTE 3.000% 3/0 00651FAE 1800 1800000 PRN SHARED 1800000 D ADAPTEC INC NOTE 0.750%12/2 00651FAG 894 940000 PRN SHARED 940000 D ADAPTEC INC NOTE 0.750%12/2 00651FAG 10043 10550000 PRN SHARED 02 10550000 D ADAPTEC INC COM 00651F10 3153 415507 SH SHARED 415507 D ADAPTEC INC COM 00651F10 10 1400 SH SHARED 01 1400 D ADAPTEC INC COM 00651F10 74 9800 SH SHR/OTHR 01 9800 D ADAPTEC INC COM 00651F10 3083 406308 SH SHARED 02 406308 D ADAPTEC INC COM 00651F10 338 44600 SH SHARED 10 44600 D ADECCO SA SPONSORED ADR 00675410 737 58326 SH SHARED 58326 D ADECCO SA SPONSORED ADR 00675410 231 18332 SH SHARED 02 18332 D ADESA INC COM 00686U10 4044 190583 SH SHARED 190583 D ADESA INC COM 00686U10 598 28200 SH SHARED 01 28200 D ADESA INC COM 00686U10 1935 91192 SH SHARED 02 91192 D ADMINISTRADORA FONDOS PENSIO SPONSORED ADR 00709P10 45 1600 SH SHARED 1600 D ADMINISTRADORA FONDOS PENSIO SPONSORED ADR 00709P10 25 900 SH SHARED 02 900 D ADMINISTAFF INC COM 00709410 22 1800 SH SHARED 1800 D ADMINISTAFF INC COM 00709410 969 76852 SH SHARED 76852 D ADMINISTAFF INC COM 00709410 1222 96959 SH SHARED 02 96959 D ADMINISTAFF INC COM 00709410 97 7700 SH SHARED 10 7700 D ADOBE SYS INC COM 00724F10 115990 1848741 SH SHARED 1848741 D ADOBE SYS INC COM 00724F10 25888 412637 SH SHARED 01 162332 131200 119105 D ADOBE SYS INC COM 00724F10 189 3015 SH SHR/OTHR 01 2015 1000 D ADOBE SYS INC COM 00724F10 7384 117707 SH SHARED 02 117607 100 D ADOBE SYS INC COM 00724F10 2384 38000 SH SHARED 04 38000 D ADOBE SYS INC COM 00724F10 6 100 SH SHARED 05 100 D ADOBE SYS INC COM 00724F10 651 10378 SH SHARED 06 10378 D ADOBE SYS INC COM 00724F10 16424 261791 SH SHARED 10 261791 D ADOLOR CORP COM 00724X10 844 85130 SH SHARED 85130 D ADOLOR CORP COM 00724X10 147 14900 SH SHARED 01 2600 12300 D ADOLOR CORP COM 00724X10 495 49969 SH SHARED 02 49969 D ADOLOR CORP COM 00724X10 5039 508044 SH SHARED 04 508044 D ADOLOR CORP COM 00724X10 34 3500 SH SHARED 06 3500 D ADOLOR CORP COM 00724X10 248 25000 SH SHARED 10 25000 D ADTRAN INC COM 00738A10 3389 177100 SH SHARED 177100 D ADTRAN INC COM 00738A10 380 19900 SH SHARED 01 19900 D ADTRAN INC COM 00738A10 2721 142182 SH SHARED 02 142182 D ADTRAN INC COM 00738A10 8804 460000 SH SHARED 10 460000 D ADVANCE FINL BANCORP COM 00743710 0 1951 SH SHARED 02 1951 D ADVANCE AUTO PARTS INC COM 00751Y10 7376 168885 SH SHARED 168885 D ADVANCE AUTO PARTS INC COM 00751Y10 13034 298400 SH SHARED 01 298400 D ADVANCE AUTO PARTS INC COM 00751Y10 1741 39872 SH SHARED 02 39872 D ADVANCE AUTO PARTS INC COM 00751Y10 690 15800 SH SHARED 10 15800 D ADVANCED DIGITAL INFORMATION COM 00752510 1303 130130 SH SHARED 130130 D ADVANCED DIGITAL INFORMATION COM 00752510 22 2200 SH SHARED 01 2200 D ADVANCED DIGITAL INFORMATION COM 00752510 655 65454 SH SHARED 02 65454 D ADVANCED DIGITAL INFORMATION COM 00752510 276 27622 SH SHARED 10 27622 D ADVANCED MARKETING SVCS INC COM 00753T10 328 32626 SH SHARED 32626 D ADVANCED MARKETING SVCS INC COM 00753T10 20 2025 SH SHARED 01 2025 D ADVANCED MARKETING SVCS INC COM 00753T10 95 9499 SH SHARED 02 9499 D ADVANCED MARKETING SVCS INC COM 00753T10 57 5750 SH SHARED 10 5750 D ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M40 2490 662495 SH SHARED 662495 D ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M40 871 231880 SH SHARED 02 231880 D ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M40 1862 495360 SH SHARED 04 495360 D ADVANCED NEUROMODULATION SYS COM 00757T10 2193 55579 SH SHARED 55579 D ADVANCED NEUROMODULATION SYS COM 00757T10 44 1140 SH SHR/OTHR 01 1140 D ADVANCED NEUROMODULATION SYS COM 00757T10 130 3305 SH SHARED 02 3305 D ADVANCED NEUROMODULATION SYS COM 00757T10 295 7500 SH SHARED 10 7500 D ADVO INC COM 00758510 106 3000 SH SHARED 3000 D ADVO INC COM 00758510 1982 55601 SH SHARED 55601 D ADVO INC COM 00758510 1294 36300 SH SHARED 01 36300 D ADVO INC COM 00758510 46 1308 SH SHARED 02 1308 D ADVO INC COM 00758510 415 11650 SH SHARED 10 11650 D ADVANCED POWER TECHNOLOGY IN COM 00761E10 1 148 SH SHARED 148 D ADVANCED POWER TECHNOLOGY IN COM 00761E10 54 7025 SH SHARED 02 7025 D ADVANTEST CORP SPONSORED ADR 00762U10 10 500 SH SHARED 500 D ADVISORY BRD CO COM 00762W10 8228 223127 SH SHARED 223127 D ADVISORY BRD CO COM 00762W10 169 4600 SH SHARED 01 4600 D ADVISORY BRD CO COM 00762W10 22 600 SH SHARED 02 600 D ADVISORY BRD CO COM 00762W10 302 8200 SH SHARED 10 8200 D ADVANCED MEDICAL OPTICS INC NOTE 3.500% 4/1 00763MAE 942 430000 PRN SHARED 430000 D ADVANCED MEDICAL OPTICS INC NOTE 3.500% 4/1 00763MAE 2083 950000 PRN SHARED 02 950000 D ADVANCED MEDICAL OPTICS INC COM 00763M10 14135 343590 SH SHARED 343590 D ADVANCED MEDICAL OPTICS INC COM 00763M10 26655 647926 SH SHARED 01 640296 6800 830 D ADVANCED MEDICAL OPTICS INC COM 00763M10 35 861 SH SHR/OTHR 01 861 D ADVANCED MEDICAL OPTICS INC COM 00763M10 119 2908 SH SHARED 02 2908 D ADVANCED MEDICAL OPTICS INC COM 00763M10 962 23400 SH SHARED 10 23400 D ADVANCIS PHARMACEUTICALS COR COM 00764L10 65 17225 SH SHARED 17225 D ADVANCIS PHARMACEUTICALS COR COM 00764L10 13 3500 SH SHARED 01 3500 D ADVANCIS PHARMACEUTICALS COR COM 00764L10 1 324 SH SHARED 02 324 D AEROFLEX INC COM 00776810 1592 131371 SH SHARED 131371 D AEROFLEX INC COM 00776810 41 3400 SH SHARED 01 3400 D AEROFLEX INC COM 00776810 1795 148142 SH SHARED 02 148142 D AEROFLEX INC COM 00776810 298 24650 SH SHARED 10 24650 D AEROPOSTALE COM 00786510 7360 250111 SH SHARED 250111 D AEROPOSTALE COM 00786510 62628 2128049 SH SHARED 01 1772772 152200 203077 D AEROPOSTALE COM 00786510 58 1992 SH SHR/OTHR 01 1992 D AEROPOSTALE COM 00786510 1669 56735 SH SHARED 02 56735 D AEROPOSTALE COM 00786510 11042 375200 SH SHARED 10 375200 D ADVANCED MICRO DEVICES INC DBCV 4.750% 2/0 007903AE 7462 6500000 PRN SHARED 6500000 D ADVANCED MICRO DEVICES INC NOTE 4.500%12/0 007903AF 8973 2923000 PRN SHARED 2923000 D ADVANCED MICRO DEVICES INC NOTE 4.500%12/0 007903AF 12264 3995000 PRN SHARED 02 3995000 D ADVANCED MICRO DEVICES INC COM 00790310 54655 2482076 SH SHARED 2475976 6100 D ADVANCED MICRO DEVICES INC COM 00790310 11759 534021 SH SHARED 01 534021 D ADVANCED MICRO DEVICES INC COM 00790310 39 1800 SH SHR/OTHR 01 1800 D ADVANCED MICRO DEVICES INC COM 00790310 6179 280644 SH SHARED 02 280644 D ADVANCED MICRO DEVICES INC COM 00790310 4624 210000 SH SHARED 04 210000 D ADVANCED MICRO DEVICES INC COM 00790310 88 4000 SH SHARED 06 4000 D ADVANCED MICRO DEVICES INC COM 00790310 18124 823088 SH SHARED 10 823088 D AEGON N V ORD AMER REG 00792410 41 3043 SH SHARED 01 3043 D AEGON N V ORD AMER REG 00792410 510 37202 SH SHR/OTHR 01 26362 10840 D ADVANTA CORP CL A 00794210 64 2870 SH SHARED 2870 D ADVANTA CORP CL B 00794220 3060 126092 SH SHARED 126092 D ADVANTA CORP CL B 00794220 453 18700 SH SHARED 01 18700 D ADVANTA CORP CL B 00794220 146 6033 SH SHARED 02 6033 D ADVANTA CORP CL B 00794220 220 9100 SH SHARED 10 9100 D ADVANCED ENVIRON RECYCLING T CL A 00794710 13 10600 SH SHARED 02 10600 D ADVANCED ENERGY INDS NOTE 5.000% 9/0 007973AC 1082 1114000 PRN SHARED 1114000 D ADVANCED ENERGY INDS COM 00797310 468 51300 SH SHARED 51300 D ADVANCED ENERGY INDS COM 00797310 1074 117700 SH SHARED 01 117700 D ADVANCED ENERGY INDS COM 00797310 9 1005 SH SHARED 02 1005 D ADVANCED ENERGY INDS COM 00797310 98 10806 SH SHARED 10 10806 D ADVENT SOFTWARE INC COM 00797410 1588 77553 SH SHARED 77553 D ADVENT SOFTWARE INC COM 00797410 200 9800 SH SHARED 01 9800 D ADVENT SOFTWARE INC COM 00797410 1211 59134 SH SHARED 02 59134 D ADVENT SOFTWARE INC COM 00797410 212 10400 SH SHARED 10 10400 D AETERNA ZENTARIS INC COM 00797520 119 19166 SH SHARED 02 19166 D AES TR III PFD CV 6.75% 00808N20 9 200 SH SHR/OTHR 01 200 D AETHER SYS INC COM 00808V10 605 181366 SH SHARED 181366 D AETHER SYS INC COM 00808V10 0 36 SH SHARED 02 36 D AETRIUM INC COM 00817R10 14 3700 SH SHARED 3700 D AETNA INC NEW COM 00817Y10 1409 11300 SH SHARED 11300 D AETNA INC NEW COM 00817Y10 96677 774970 SH SHARED 761670 13300 D AETNA INC NEW COM 00817Y10 19785 158600 SH SHARED 01 123500 35100 D AETNA INC NEW COM 00817Y10 159 1280 SH SHR/OTHR 01 280 1000 D AETNA INC NEW COM 00817Y10 26942 215971 SH SHARED 02 215971 D AETNA INC NEW COM 00817Y10 12 100 SH SHARED 05 100 D AETNA INC NEW COM 00817Y10 224 1800 SH SHARED 06 1800 D AETNA INC NEW COM 00817Y10 24411 195683 SH SHARED 10 195683 D AFFILIATED COMPUTER SERVICES CL A 00819010 30983 514756 SH SHARED 476003 38753 D AFFILIATED COMPUTER SERVICES CL A 00819010 78638 1306512 SH SHARED 01 1052050 2600 251862 D AFFILIATED COMPUTER SERVICES CL A 00819010 3405 56582 SH SHR/OTHR 01 30855 25727 D AFFILIATED COMPUTER SERVICES CL A 00819010 5586 92816 SH SHARED 02 92816 D AFFILIATED COMPUTER SERVICES CL A 00819010 7517 124900 SH SHARED 03 124900 D AFFILIATED COMPUTER SERVICES CL A 00819010 3009 50000 SH SHARED 04 50000 D AFFILIATED COMPUTER SERVICES CL A 00819010 20833 346130 SH SHARED 05 169440 176690 D AFFILIATED COMPUTER SERVICES CL A 00819010 120 2000 SH SHARED 06 2000 D AFFILIATED COMPUTER SERVICES CL A 00819010 7742 128630 SH SHARED 10 128630 D AFFILIATED MANAGERS GROUP DBCV 2/2 008252AE 43389 27000000 PRN SHARED 27000000 D AFFILIATED MANAGERS GROUP DBCV 2/2 008252AE 3214 2000000 PRN SHARED 02 2000000 D AFFILIATED MANAGERS GROUP COM 00825210 115 1700 SH SHARED 1700 D AFFILIATED MANAGERS GROUP COM 00825210 9661 142633 SH SHARED 142633 D AFFILIATED MANAGERS GROUP COM 00825210 36425 537718 SH SHARED 01 451668 1950 84100 D AFFILIATED MANAGERS GROUP COM 00825210 81 1210 SH SHR/OTHR 01 1210 D AFFILIATED MANAGERS GROUP COM 00825210 3296 48665 SH SHARED 02 48665 D AFFILIATED MANAGERS GROUP COM 00825210 7581 111924 SH SHARED 10 111924 D AFFYMETRIX INC NOTE 0.750%12/1 00826TAF 666 500000 PRN SHARED 02 500000 D AFFYMETRIX INC COM 00826T10 732 20051 SH SHARED 20051 D AFFYMETRIX INC COM 00826T10 69 1900 SH SHARED 01 400 1500 D AFFYMETRIX INC COM 00826T10 12 346 SH SHR/OTHR 01 346 D AFFYMETRIX INC COM 00826T10 416 11384 SH SHARED 02 11384 D AFFYMETRIX INC COM 00826T10 18293 500500 SH SHARED 04 500500 D AFFYMETRIX INC COM 00826T10 328 9000 SH SHARED 06 9000 D AFFYMETRIX INC COM 00826T10 2814 77000 SH SHARED 10 77000 D AFFIRMATIVE INS HLDGS INC COM 00827210 285 16974 SH SHARED 16974 D AFFIRMATIVE INS HLDGS INC COM 00827210 109 6500 SH SHARED 02 6500 D AFFORDABLE RESIDENTIAL CMTYS COM 00827310 690 48100 SH SHARED 48100 D AFFORDABLE RESIDENTIAL CMTYS COM 00827310 183 12800 SH SHARED 10 12800 D AFTERMARKET TECHNOLOGY CORP COM 00831810 453 28182 SH SHARED 28182 D AFTERMARKET TECHNOLOGY CORP COM 00831810 894 55543 SH SHARED 02 55543 D AFTERMARKET TECHNOLOGY CORP COM 00831810 88 5500 SH SHARED 10 5500 D AGERE SYS INC CL A 00845V10 524 383196 SH SHARED 383185 11 D AGERE SYS INC CL A 00845V10 102 75040 SH SHARED 01 12 75028 D AGERE SYS INC CL A 00845V10 0 253 SH SHR/OTHR 01 253 D AGERE SYS INC CL A 00845V10 6411 4679797 SH SHARED 02 4679797 D AGERE SYS INC CL A 00845V10 121 88400 SH SHARED 10 88400 D AGERE SYS INC CL B 00845V20 47 35235 SH SHARED 34706 529 D AGERE SYS INC CL B 00845V20 4034 2988604 SH SHARED 01 2974370 13700 534 D AGERE SYS INC CL B 00845V20 8 6272 SH SHR/OTHR 01 6272 D AGERE SYS INC CL B 00845V20 290 215289 SH SHARED 02 215289 D AGERE SYS INC CL B 00845V20 472 350000 SH SHARED 04 350000 D AGERE SYS INC CL B 00845V20 0 669 SH SHARED 05 669 D AGERE SYS INC CL B 00845V20 12 9147 SH SHARED 06 9147 D AGERE SYS INC CL B 00845V20 262 194506 SH SHARED 10 194506 D AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB 20167 20007250 PRN SHARED 20007250 D AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB 506 502000 PRN SHARED 02 502000 D AGILENT TECHNOLOGIES INC COM 00846U10 32956 1367491 SH SHARED 1360553 6938 D AGILENT TECHNOLOGIES INC COM 00846U10 22105 917232 SH SHARED 01 892461 3900 20871 D AGILENT TECHNOLOGIES INC COM 00846U10 1505 62489 SH SHR/OTHR 01 53025 9464 D AGILENT TECHNOLOGIES INC COM 00846U10 4875 202300 SH SHARED 02 202300 D AGILENT TECHNOLOGIES INC COM 00846U10 5181 215000 SH SHARED 04 215000 D AGILENT TECHNOLOGIES INC COM 00846U10 12 505 SH SHARED 05 505 D AGILENT TECHNOLOGIES INC COM 00846U10 2737 113572 SH SHARED 06 113572 D AGILENT TECHNOLOGIES INC COM 00846U10 17129 710762 SH SHARED 10 710762 D AGILE SOFTWARE CORP DEL COM 00846X10 852 104347 SH SHARED 104347 D AGILE SOFTWARE CORP DEL COM 00846X10 31 3900 SH SHARED 01 3900 D AGILE SOFTWARE CORP DEL COM 00846X10 1028 125921 SH SHARED 02 125921 D AGILE SOFTWARE CORP DEL COM 00846X10 175 21500 SH SHARED 10 21500 D AGILYSYS INC COM 00847J10 906 52865 SH SHARED 52865 D AGILYSYS INC COM 00847J10 3863 225425 SH SHARED 01 225425 D AGILYSYS INC COM 00847J10 6 374 SH SHARED 02 374 D AGILYSYS INC COM 00847J10 1593 92968 SH SHARED 10 92968 D AGNICO EAGLE MINES LTD SDCV 4.500% 2/1 008474AB 824 731000 PRN SHARED 731000 D AGNICO EAGLE MINES LTD COM 00847410 39 2900 SH SHARED 2900 D AGNICO EAGLE MINES LTD COM 00847410 48 3554 SH SHARED 01 3554 D AGNICO EAGLE MINES LTD COM 00847410 3738 271902 SH SHARED 02 271902 D AGNICO EAGLE MINES LTD COM 00847410 17 1300 SH SHARED 06 1300 D AGNICO EAGLE MINES LTD COM 00847410 242 17631 SH SHARED 10 17631 D AGNICO EAGLE MINES LTD *W EXP 11/07/200 00847413 105 36573 SH SHARED 36573 D AGNICO EAGLE MINES LTD *W EXP 11/07/200 00847413 398 138427 SH SHARED 02 138427 D AIM SELECT REAL ESTATE INCM SHS 00888R10 9936 567783 SH SHARED 567783 D AIM SELECT REAL ESTATE INCM SHS 00888R10 1668 95327 SH SHARED 02 95327 D AGRIUM INC COM 00891610 4042 239924 SH SHARED 239924 D AGRIUM INC COM 00891610 8 500 SH SHARED 01 500 D AGRIUM INC COM 00891610 3518 208804 SH SHARED 02 208804 D AGRIUM INC COM 00891610 1516 90000 SH SHARED 04 90000 D AGRIUM INC COM 00891610 16 1000 SH SHARED 06 1000 D AGRIUM INC COM 00891610 500 29700 SH SHARED 10 29700 D AIR FRANCE KLM SPONSORED ADR 00911910 620 32335 SH SHARED 02 32335 D AIR FRANCE KLM *W EXP 11/05/200 00911911 0 200 SH SHARED 200 D AIR METHODS CORP COM PAR $.06 00912830 50 5840 SH SHARED 5840 D AIR METHODS CORP COM PAR $.06 00912830 93 10830 SH SHARED 02 10830 D AIR PRODS & CHEMS INC COM 00915810 75160 1296539 SH SHARED 1227289 69250 D AIR PRODS & CHEMS INC COM 00915810 188667 3254575 SH SHARED 01 2200015 50970 1003590 D AIR PRODS & CHEMS INC COM 00915810 7413 127890 SH SHR/OTHR 01 16550 111340 D AIR PRODS & CHEMS INC COM 00915810 4784 82536 SH SHARED 02 82536 D AIR PRODS & CHEMS INC COM 00915810 4231 73000 SH SHARED 04 73000 D AIR PRODS & CHEMS INC COM 00915810 11 200 SH SHARED 05 200 D AIR PRODS & CHEMS INC COM 00915810 6770 116800 SH SHARED 06 116800 D AIR PRODS & CHEMS INC COM 00915810 44306 764301 SH SHARED 10 764301 D AIRGAS INC COM 00936310 177 6700 SH SHARED 6700 D AIRGAS INC COM 00936310 4577 172674 SH SHARED 172674 D AIRGAS INC COM 00936310 636 24000 SH SHARED 01 24000 D AIRGAS INC COM 00936310 510 19248 SH SHARED 02 19248 D AIRGAS INC COM 00936310 678 25600 SH SHARED 10 25600 D AIRGATE PCS INC COM NEW 00936730 760 21365 SH SHARED 21365 D AIRGATE PCS INC COM NEW 00936730 64 1800 SH SHARED 01 1800 D AIRGATE PCS INC COM NEW 00936730 188 5300 SH SHARED 10 5300 D AIRNET SYS INC COM 00941710 91 26200 SH SHARED 26200 D AIRNET SYS INC COM 00941710 768 220100 SH SHARED 02 220100 D AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB 4 3500 PRN SHARED 3500 D AIRTRAN HLDGS INC COM 00949P10 2627 245553 SH SHARED 245553 D AIRTRAN HLDGS INC COM 00949P10 271 25400 SH SHARED 01 25400 D AIRTRAN HLDGS INC COM 00949P10 4685 437882 SH SHARED 02 437882 D AIRTRAN HLDGS INC COM 00949P10 340 31800 SH SHARED 10 31800 D AIRSPAN NETWORKS INC COM 00950H10 568 104740 SH SHARED 104740 D AIRSPAN NETWORKS INC COM 00950H10 624 115036 SH SHARED 02 115036 D AIRSPAN NETWORKS INC COM 00950H10 84 15600 SH SHARED 10 15600 D AKAMAI TECHNOLOGIES INC NOTE 5.500% 7/0 00971TAC 2525 2500000 PRN SHARED 2500000 D AKAMAI TECHNOLOGIES INC COM 00971T10 2940 225700 SH SHARED 225700 D AKAMAI TECHNOLOGIES INC COM 00971T10 271 20800 SH SHARED 01 20800 D AKAMAI TECHNOLOGIES INC COM 00971T10 3981 305555 SH SHARED 02 305555 D AKAMAI TECHNOLOGIES INC COM 00971T10 1303 100000 SH SHARED 04 100000 D AKSYS LTD COM 01019610 115 20784 SH SHARED 20784 D AKSYS LTD COM 01019610 50 9005 SH SHARED 02 9005 D AKSYS LTD COM 01019610 30 5500 SH SHARED 10 5500 D AKTIEBOLAGETT ELECTROLUX SPONSORED ADR 01019820 138 3000 SH SHARED 3000 D AKZO NOBEL NV SPONSORED ADR 01019930 5100 120046 SH SHARED 120046 D AKZO NOBEL NV SPONSORED ADR 01019930 518 12200 SH SHARED 01 8200 4000 D ALABAMA NATL BANCORP DELA COM 01031710 1542 23833 SH SHARED 23833 D ALABAMA NATL BANCORP DELA COM 01031710 2 43 SH SHARED 02 43 D ALABAMA NATL BANCORP DELA COM 01031710 388 6000 SH SHARED 10 6000 D ALAMO GROUP INC COM 01131110 2 100 SH SHARED 100 D ALAMO GROUP INC COM 01131110 54 2004 SH SHARED 02 2004 D ALAMOSA HLDGS INC COM 01158910 2130 170870 SH SHARED 170870 D ALAMOSA HLDGS INC COM 01158910 4458 357500 SH SHARED 01 357500 D ALAMOSA HLDGS INC COM 01158910 48 3892 SH SHARED 02 3892 D ALAMOSA HLDGS INC COM 01158910 8244 661130 SH SHARED 10 661130 D ALASKA AIR GROUP INC DBCV 3/2 011659AG 20760 15000000 PRN SHARED 15000000 D ALASKA AIR GROUP INC DBCV 3/2 011659AG 19010 13736000 PRN SHARED 02 13736000 D ALASKA AIR GROUP INC COM 01165910 3751 112011 SH SHARED 112011 D ALASKA AIR GROUP INC COM 01165910 368 11000 SH SHARED 01 11000 D ALASKA AIR GROUP INC COM 01165910 251 7507 SH SHARED 02 7507 D ALASKA AIR GROUP INC COM 01165910 368 11000 SH SHARED 10 11000 D ALASKA COMMUNICATIONS SYS GR COM 01167P10 172 19956 SH SHARED 19956 D ALASKA COMMUNICATIONS SYS GR COM 01167P10 56 6500 SH SHARED 10 6500 D ALBANY INTL CORP CL A 01234810 1947 55395 SH SHARED 55395 D ALBANY INTL CORP CL A 01234810 0 7 SH SHARED 02 7 D ALBANY INTL CORP CL A 01234810 363 10352 SH SHARED 10 10352 D ALBANY MOLECULAR RESH INC COM 01242310 733 65808 SH SHARED 65808 D ALBANY MOLECULAR RESH INC COM 01242310 403 36200 SH SHARED 01 36200 D ALBANY MOLECULAR RESH INC COM 01242310 0 3 SH SHARED 02 3 D ALBANY MOLECULAR RESH INC COM 01242310 120 10800 SH SHARED 10 10800 D ALBEMARLE CORP COM 01265310 166 4300 SH SHARED 4300 D ALBEMARLE CORP COM 01265310 4431 114471 SH SHARED 114471 D ALBEMARLE CORP COM 01265310 902 23320 SH SHARED 01 23320 D ALBEMARLE CORP COM 01265310 697 18008 SH SHARED 02 18008 D ALBEMARLE CORP COM 01265310 963 24900 SH SHARED 10 24900 D ALBERTO CULVER CO COM 01306810 25261 520101 SH SHARED 520101 D ALBERTO CULVER CO COM 01306810 2209 45499 SH SHARED 01 45399 100 D ALBERTO CULVER CO COM 01306810 1595 32847 SH SHARED 02 32847 D ALBERTO CULVER CO COM 01306810 2428 50000 SH SHARED 04 50000 D ALBERTO CULVER CO COM 01306810 3158 65037 SH SHARED 10 65037 D ALBERTSONS INC COM 01310410 828 34700 SH SHARED 34700 D ALBERTSONS INC COM 01310410 25586 1071451 SH SHARED 1071451 D ALBERTSONS INC COM 01310410 7064 295853 SH SHARED 01 229453 66400 D ALBERTSONS INC COM 01310410 23 1000 SH SHR/OTHR 01 1000 D ALBERTSONS INC COM 01310410 7858 329065 SH SHARED 02 329065 D ALBERTSONS INC COM 01310410 45 1926 SH SHARED 05 326 1600 D ALBERTSONS INC COM 01310410 74 3100 SH SHARED 06 3100 D ALBERTSONS INC COM 01310410 9834 411830 SH SHARED 10 411830 D ALCAN INC COM 01371610 351265 7162827 SH SHARED 7140577 22250 D ALCAN INC COM 01371610 953 19446 SH SHARED 01 17570 1876 D ALCAN INC COM 01371610 9 200 SH SHR/OTHR 01 200 D ALCAN INC COM 01371610 7164 146098 SH SHARED 02 146098 D ALCAN INC COM 01371610 2206 45000 SH SHARED 04 45000 D ALCAN INC COM 01371610 13 279 SH SHARED 05 279 D ALCAN INC COM 01371610 112 2300 SH SHARED 06 2300 D ALCAN INC COM 01371610 4424 90216 SH SHARED 10 90216 D ALCOA INC COM 01381710 314 10000 SH SHARED 10000 D ALCOA INC COM 01381710 299838 9542910 SH SHARED 9366971 175939 D ALCOA INC COM 01381710 200739 6388911 SH SHARED 01 4073608 1451300 864003 D ALCOA INC COM 01381710 840 26741 SH SHR/OTHR 01 5700 21041 D ALCOA INC COM 01381710 32550 1035993 SH SHARED 02 1035993 D ALCOA INC COM 01381710 13857 441050 SH SHARED 04 441050 D ALCOA INC COM 01381710 6514 207330 SH SHARED 05 172000 35330 D ALCOA INC COM 01381710 467 14870 SH SHARED 06 14870 D ALCOA INC COM 01381710 518 16500 SH SHARED 07 16500 D ALCOA INC COM 01381710 1325 42200 SH SHARED 09 42200 D ALCOA INC COM 01381710 64116 2040624 SH SHARED 10 2040624 D ALCATEL SPONSORED ADR 01390430 7 500 SH SHARED 500 D ALCATEL SPONSORED ADR 01390430 39 2549 SH SHARED 01 933 1616 D ALCATEL SPONSORED ADR 01390430 2052 131300 SH SHARED 02 131300 D ALDERWOODS GROUP INC COM 01438310 821 72288 SH SHARED 72288 D ALDERWOODS GROUP INC COM 01438310 18 1600 SH SHARED 01 1600 D ALDERWOODS GROUP INC COM 01438310 382 33710 SH SHARED 02 33710 D ALDERWOODS GROUP INC COM 01438310 193 17000 SH SHARED 10 17000 D ALDILA INC COM NEW 01438420 266 17500 SH SHARED 02 17500 D ALERIS INTL INC COM 01447710 560 33153 SH SHARED 33153 D ALERIS INTL INC COM 01447710 120 7100 SH SHARED 10 7100 D ALEXANDER & BALDWIN INC COM 01448210 5454 128587 SH SHARED 128587 D ALEXANDER & BALDWIN INC COM 01448210 449 10600 SH SHARED 01 10600 D ALEXANDER & BALDWIN INC COM 01448210 63 1500 SH SHR/OTHR 01 1500 D ALEXANDER & BALDWIN INC COM 01448210 3723 87779 SH SHARED 02 87779 D ALEXANDER & BALDWIN INC COM 01448210 776 18307 SH SHARED 10 18307 D ALEXANDERS INC COM 01475210 769 3577 SH SHARED 3577 D ALEXANDERS INC COM 01475210 666 3100 SH SHARED 01 3100 D ALEXANDERS INC COM 01475210 216 1006 SH SHARED 02 1006 D ALEXANDERS INC COM 01475210 172 800 SH SHARED 10 800 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 2671 35900 SH SHARED 35900 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 2016 27100 SH SHARED 01 27100 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 19 264 SH SHARED 02 264 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 647 8700 SH SHARED 10 8700 D ALEXION PHARMACEUTICALS INC NOTE 5.750% 3/1 015351AB 9395 9302000 PRN SHARED 9302000 D ALEXION PHARMACEUTICALS INC COM 01535110 1234 49000 SH SHARED 49000 D ALEXION PHARMACEUTICALS INC COM 01535110 50 2000 SH SHARED 01 2000 D ALEXION PHARMACEUTICALS INC COM 01535110 4938 195955 SH SHARED 02 195955 D ALEXION PHARMACEUTICALS INC COM 01535110 4586 182000 SH SHARED 04 182000 D ALEXION PHARMACEUTICALS INC COM 01535110 100 4000 SH SHARED 06 4000 D ALEXION PHARMACEUTICALS INC COM 01535110 399 15835 SH SHARED 10 15835 D ALFA CORP COM 01538510 907 59764 SH SHARED 59764 D ALFA CORP COM 01538510 1342 88400 SH SHARED 01 88400 D ALFA CORP COM 01538510 771 50807 SH SHARED 02 50807 D ALFA CORP COM 01538510 200 13200 SH SHARED 10 13200 D ALFACELL CORP COM 01540410 0 91 SH SHARED 02 91 D ALICO INC COM 01623010 3208 54854 SH SHARED 54854 D ALICO INC COM 01623010 0 1 SH SHARED 02 1 D ALICO INC COM 01623010 81 1400 SH SHARED 10 1400 D ALIGN TECHNOLOGY INC COM 01625510 1266 117848 SH SHARED 117848 D ALIGN TECHNOLOGY INC COM 01625510 4069 378600 SH SHARED 01 378600 D ALIGN TECHNOLOGY INC COM 01625510 2924 272022 SH SHARED 02 272022 D ALIGN TECHNOLOGY INC COM 01625510 2290 213025 SH SHARED 10 213025 D ALKERMES INC COM 01642T10 3416 242473 SH SHARED 242473 D ALKERMES INC COM 01642T10 1838 130500 SH SHARED 01 120300 10200 D ALKERMES INC COM 01642T10 1182 83950 SH SHARED 02 83950 D ALKERMES INC COM 01642T10 18749 1330700 SH SHARED 04 1330700 D ALKERMES INC COM 01642T10 394 28000 SH SHARED 06 28000 D ALKERMES INC COM 01642T10 1475 104700 SH SHARED 10 104700 D ALL AMERICAN SEMICONDUCTOR I COM NEW 01655740 32 5530 SH SHARED 02 5530 D ALLEGHANY CORP DEL COM 01717510 1263 4429 SH SHARED 4429 D ALLEGHANY CORP DEL COM 01717510 205 720 SH SHARED 01 720 D ALLEGHANY CORP DEL COM 01717510 143 503 SH SHARED 02 503 D ALLEGHENY ENERGY INC COM 01736110 9473 480604 SH SHARED 372916 107688 D ALLEGHENY ENERGY INC COM 01736110 11467 581800 SH SHARED 01 581800 D ALLEGHENY ENERGY INC COM 01736110 1012 51337 SH SHARED 02 51337 D ALLEGHENY ENERGY INC COM 01736110 3238 164300 SH SHARED 04 164300 D ALLEGHENY ENERGY INC COM 01736110 71498 3627538 SH SHARED 05 2867558 759980 D ALLEGHENY ENERGY INC COM 01736110 30875 1566500 SH SHARED 06 1566500 D ALLEGHENY ENERGY INC COM 01736110 2652 134591 SH SHARED 10 134591 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 10965 506036 SH SHARED 506036 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 110 5100 SH SHARED 01 5100 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 5517 254636 SH SHARED 02 254636 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 3040 140301 SH SHARED 10 140301 D ALLERGAN INC NOTE 11/0 018490AE 44250 45292000 PRN SHARED 45292000 D ALLERGAN INC NOTE 11/0 018490AE 9372 9593000 PRN SHARED 02 9593000 D ALLERGAN INC COM 01849010 31903 393534 SH SHARED 387464 6070 D ALLERGAN INC COM 01849010 67453 832046 SH SHARED 01 149901 611500 70645 D ALLERGAN INC COM 01849010 4360 53781 SH SHARED 02 53781 D ALLERGAN INC COM 01849010 2026 25000 SH SHARED 04 25000 D ALLERGAN INC COM 01849010 7157 88285 SH SHARED 05 77385 10900 D ALLERGAN INC COM 01849010 2496 30800 SH SHARED 06 30800 D ALLERGAN INC COM 01849010 641 7917 SH SHARED 07 7917 D ALLERGAN INC COM 01849010 1548 19100 SH SHARED 09 19100 D ALLERGAN INC COM 01849010 10549 130126 SH SHARED 10 130126 D ALLETE INC COM NEW 01852230 1693 46091 SH SHARED 46091 D ALLETE INC COM NEW 01852230 33 898 SH SHARED 01 898 D ALLETE INC COM NEW 01852230 470 12794 SH SHARED 02 12794 D ALLIANCE ATLANTIS COMMUNICAT CL B NON-VTG 01853E20 959 34900 SH SHARED 02 34900 D ALLIANCE CALIF MUN INCOME FD COM 01854610 87 6145 SH SHARED 6145 D ALLIANCE CALIF MUN INCOME FD COM 01854610 329 23255 SH SHARED 02 23255 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 3133 74610 SH SHARED 59610 15000 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 306 7300 SH SHARED 01 6000 1300 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 21 500 SH SHR/OTHR 01 500 D ALLIANCE DATA SYSTEMS CORP COM 01858110 4081 85972 SH SHARED 85972 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1035 21800 SH SHARED 01 21800 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1648 34724 SH SHARED 02 34724 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1746 36790 SH SHARED 10 36790 D ALLIANCE GAMING CORP COM NEW 01859P60 1639 118709 SH SHARED 118709 D ALLIANCE GAMING CORP COM NEW 01859P60 8393 607800 SH SHARED 01 607800 D ALLIANCE GAMING CORP COM NEW 01859P60 250 18113 SH SHARED 02 18113 D ALLIANCE GAMING CORP COM NEW 01859P60 2249 162900 SH SHARED 10 162900 D ALLIANCE IMAGING INC COM NEW 01860620 294 26153 SH SHARED 26153 D ALLIANCE IMAGING INC COM NEW 01860620 544 48400 SH SHARED 01 48400 D ALLIANCE IMAGING INC COM NEW 01860620 624 55502 SH SHARED 02 55502 D ALLIANCE IMAGING INC COM NEW 01860620 486 43200 SH SHARED 10 43200 D ALLIANCE NATL MUN INCOME FD COM 01864U10 11 804 SH SHARED 804 D ALLIANCE NATL MUN INCOME FD COM 01864U10 191 13696 SH SHARED 02 13696 D ALLIANCE NEW YORK MUN INC FD COM 01871410 1 105 SH SHARED 105 D ALLIANCE NEW YORK MUN INC FD COM 01871410 5 395 SH SHARED 02 395 D ALLIANCE SEMICONDUCTOR CORP COM 01877H10 440 119022 SH SHARED 119022 D ALLIANCE SEMICONDUCTOR CORP COM 01877H10 1104 298409 SH SHARED 02 298409 D ALLIANCE SEMICONDUCTOR CORP COM 01877H10 34 9319 SH SHARED 10 9319 D ALLIANCE RES PARTNER L P UT LTD PART 01877R10 170 2300 SH SHARED 02 2300 D ALLIANCE WORLD DLR GV FD II COM 01879R10 3388 273694 SH SHARED 273694 D ALLIANCE WORLD DLR GV FD II COM 01879R10 49 4000 SH SHARED 01 4000 D ALLIANCE WORLD DLR GV FD II COM 01879R10 26 2156 SH SHARED 02 2156 D ALLIANCE WORLD DLR GV FD INC COM 01879610 0 42 SH SHARED 42 D ALLIANCE WORLD DLR GV FD INC COM 01879610 2 158 SH SHARED 02 158 D ALLIANT ENERGY CORP COM 01880210 2923 102221 SH SHARED 102221 D ALLIANT ENERGY CORP COM 01880210 826 28900 SH SHARED 01 28900 D ALLIANT ENERGY CORP COM 01880210 1538 53789 SH SHARED 02 53789 D ALLIANT ENERGY CORP COM 01880210 397 13900 SH SHARED 10 13900 D ALLIANT TECHSYSTEMS INC COM 01880410 222 3400 SH SHARED 3400 D ALLIANT TECHSYSTEMS INC COM 01880410 9254 141554 SH SHARED 141554 D ALLIANT TECHSYSTEMS INC COM 01880410 808 12362 SH SHARED 01 10469 1893 D ALLIANT TECHSYSTEMS INC COM 01880410 643 9849 SH SHR/OTHR 01 9849 D ALLIANT TECHSYSTEMS INC COM 01880410 853 13054 SH SHARED 02 13054 D ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 01880510 10166 765000 SH SHARED 765000 D ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 01880510 33 2500 SH SHARED 01 2500 D ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 01880510 810 61000 SH SHARED 02 61000 D ALLIED CAP CORP NEW COM 01903Q10 2717 105163 SH SHARED 105163 D ALLIED CAP CORP NEW COM 01903Q10 95 3680 SH SHARED 01 2780 900 D ALLIED CAP CORP NEW COM 01903Q10 63 2454 SH SHR/OTHR 01 2454 D ALLIED CAP CORP NEW COM 01903Q10 3482 134783 SH SHARED 02 134783 D ALLIED CAP CORP NEW COM 01903Q10 31 1200 SH SHARED 06 1200 D ALLIED CAP CORP NEW COM 01903Q10 4351 168395 SH SHARED 10 168395 D ALLIED DEFENSE GROUP INC COM 01911810 68 3093 SH SHARED 3093 D ALLIED HLDGS INC COM 01922310 100 34900 SH SHARED 02 34900 D ALLIED IRISH BKS P L C SPON ADR ORD 01922840 583 14124 SH SHARED 14124 D ALLIED IRISH BKS P L C SPON ADR ORD 01922840 82 2000 SH SHARED 01 2000 D ALLIED HEALTHCARE INTL INC COM 01923A10 74 13540 SH SHARED 02 13540 D ALLIED WASTE INDS INC SDCV 4.250% 4/1 019589AD 2 2250 PRN SHARED 2250 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 8718 939446 SH SHARED 939446 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 36 3900 SH SHARED 01 3900 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 5513 594092 SH SHARED 02 594092 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 3856 415537 SH SHARED 10 415537 D ALLIED WASTE INDS INC PFD SR C CONV 01958960 12429 235800 SH SHARED 235800 D ALLMERICA FINL CORP COM 01975410 6299 191896 SH SHARED 191896 D ALLMERICA FINL CORP COM 01975410 815 24855 SH SHARED 01 24600 255 D ALLMERICA FINL CORP COM 01975410 604 18415 SH SHARED 02 18415 D ALLOS THERAPEUTICS INC COM 01977710 39 16266 SH SHARED 16266 D ALLOS THERAPEUTICS INC COM 01977710 67 28190 SH SHARED 02 28190 D ALLOY INC COM 01985510 763 94655 SH SHARED 94655 D ALLOY INC COM 01985510 182 22565 SH SHARED 02 22565 D ALLOY INC COM 01985510 129 16100 SH SHARED 10 16100 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 627 58803 SH SHARED 58803 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 5533 518600 SH SHARED 01 491900 26700 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 262 24616 SH SHARED 02 24616 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 460 43200 SH SHARED 10 43200 D ALLMERICA SECS TR SH BEN INT 01992110 6 648 SH SHARED 648 D ALLMERICA SECS TR SH BEN INT 01992110 23 2452 SH SHARED 02 2452 D ALLSTATE CORP COM 02000210 1029 19900 SH SHARED 19900 D ALLSTATE CORP COM 02000210 194406 3758828 SH SHARED 3666673 92155 D ALLSTATE CORP COM 02000210 98535 1905178 SH SHARED 01 1510609 52900 341669 D ALLSTATE CORP COM 02000210 1387 26835 SH SHR/OTHR 01 2186 24649 D ALLSTATE CORP COM 02000210 19327 373695 SH SHARED 02 373695 D ALLSTATE CORP COM 02000210 11130 215200 SH SHARED 03 215200 D ALLSTATE CORP COM 02000210 3103 60000 SH SHARED 04 60000 D ALLSTATE CORP COM 02000210 72397 1399792 SH SHARED 05 1061112 338680 D ALLSTATE CORP COM 02000210 21145 408841 SH SHARED 06 408841 D ALLSTATE CORP COM 02000210 61386 1186901 SH SHARED 10 1186901 D ALLTEL CORP COM 02003910 98520 1676665 SH SHARED 1669365 7300 D ALLTEL CORP COM 02003910 74325 1264905 SH SHARED 01 147532 761400 355973 D ALLTEL CORP COM 02003910 4182 71174 SH SHR/OTHR 01 33350 37824 D ALLTEL CORP COM 02003910 12677 215755 SH SHARED 02 215755 D ALLTEL CORP COM 02003910 1557 26500 SH SHARED 04 26500 D ALLTEL CORP COM 02003910 6201 105543 SH SHARED 05 98943 6600 D ALLTEL CORP COM 02003910 554 9433 SH SHARED 07 9433 D ALLTEL CORP COM 02003910 1369 23300 SH SHARED 09 23300 D ALLTEL CORP COM 02003910 14475 246345 SH SHARED 10 246345 D ALLTEL CORP CORP UNT 7.75% 02003982 1290 24404 SH SHARED 24404 D ALLTEL CORP CORP UNT 7.75% 02003982 1335 25255 SH SHARED 02 25255 D ALPHARMA INC NOTE 3.000% 6/0 020813AD 23716 18898000 PRN SHARED 18898000 D ALPHARMA INC CL A 02081310 2254 132998 SH SHARED 132998 D ALPHARMA INC CL A 02081310 6256 369100 SH SHARED 01 369100 D ALPHARMA INC CL A 02081310 342 20229 SH SHARED 02 20229 D ALPHARMA INC CL A 02081310 1721 101590 SH SHARED 10 101590 D ALTAIR NANOTECHNOLOGIES INC COM 02137310 114 42200 SH SHARED 42200 D ALTAIR NANOTECHNOLOGIES INC COM 02137310 16 6000 SH SHARED 01 6000 D ALTAIR NANOTECHNOLOGIES INC COM 02137310 193 71312 SH SHARED 02 71312 D ALTANA AKTIENGESELLSCHAFT SPONSORED ADR 02143N10 5109 81100 SH SHARED 81100 D ALTERA CORP COM 02144110 58540 2828050 SH SHARED 2823150 4900 D ALTERA CORP COM 02144110 55111 2662400 SH SHARED 01 988100 1573900 100400 D ALTERA CORP COM 02144110 24 1176 SH SHR/OTHR 01 1176 D ALTERA CORP COM 02144110 8131 392822 SH SHARED 02 392822 D ALTERA CORP COM 02144110 4870 235282 SH SHARED 05 200092 35190 D ALTERA CORP COM 02144110 320 15500 SH SHARED 06 15500 D ALTERA CORP COM 02144110 397 19215 SH SHARED 07 19215 D ALTERA CORP COM 02144110 962 46500 SH SHARED 09 46500 D ALTERA CORP COM 02144110 8696 420117 SH SHARED 10 420117 D ALTIRIS INC COM 02148M10 1334 37659 SH SHARED 37659 D ALTIRIS INC COM 02148M10 1073 30300 SH SHARED 01 30300 D ALTIRIS INC COM 02148M10 35 1000 SH SHARED 02 1000 D ALTIRIS INC COM 02148M10 1771 50000 SH SHARED 04 50000 D ALTIRIS INC COM 02148M10 325 9200 SH SHARED 10 9200 D ALTO PALERMO S A SPONSORED ADR 02151P10 3 450 SH SHARED 02 450 D ALTRIA GROUP INC COM 02209S10 600 9823 SH SHARED 9823 D ALTRIA GROUP INC COM 02209S10 69945 1144757 SH SHARED 998542 146215 D ALTRIA GROUP INC COM 02209S10 81378 1331887 SH SHARED 01 893675 33700 404512 D ALTRIA GROUP INC COM 02209S10 137913 2257173 SH SHR/OTHR 01 32700 2224473 D ALTRIA GROUP INC COM 02209S10 91715 1501065 SH SHARED 02 1501065 D ALTRIA GROUP INC COM 02209S10 89407 1463300 SH SHARED 04 1463300 D ALTRIA GROUP INC COM 02209S10 31540 516212 SH SHARED 05 291452 224760 D ALTRIA GROUP INC COM 02209S10 18489 302610 SH SHARED 06 302610 D ALTRIA GROUP INC COM 02209S10 690 11300 SH SHARED 07 11300 D ALTRIA GROUP INC COM 02209S10 1698 27800 SH SHARED 09 27800 D ALTRIA GROUP INC COM 02209S10 827745 13547393 SH SHARED 10 13547393 D ALUMINA LTD SPONSORED ADR 02220510 42 2300 SH SHARED 2300 D ALUMINUM CORP CHINA LTD SPON ADR H SHS 02227610 3514 60029 SH SHARED 60029 D ALUMINUM CORP CHINA LTD SPON ADR H SHS 02227610 2919 49859 SH SHARED 02 49859 D ALZA CORP SDCV 7/2 02261WAB 11698 13431000 PRN SHARED 13431000 D AMARIN CORP PLC SPONSORED ADR 02311110 23 8600 SH SHARED 02 8600 D AMAZON COM INC NOTE 4.750% 2/0 023135AF 93265 93172000 PRN SHARED 02 93172000 D AMAZON COM INC COM 02313510 57606 1300671 SH SHARED 1298571 2100 D AMAZON COM INC COM 02313510 677 15295 SH SHARED 01 12400 2895 D AMAZON COM INC COM 02313510 4 100 SH SHR/OTHR 01 100 D AMAZON COM INC COM 02313510 5902 133267 SH SHARED 02 133267 D AMAZON COM INC COM 02313510 17392 392700 SH SHARED 04 392700 D AMAZON COM INC COM 02313510 8 200 SH SHARED 05 200 D AMAZON COM INC COM 02313510 201 4556 SH SHARED 06 4556 D AMAZON COM INC COM 02313510 4393 99195 SH SHARED 10 99195 D AMBAC FINL GROUP INC COM 02313910 24921 303437 SH SHARED 303437 D AMBAC FINL GROUP INC COM 02313910 57254 697125 SH SHARED 01 66034 570500 60591 D AMBAC FINL GROUP INC COM 02313910 769 9375 SH SHR/OTHR 01 9375 D AMBAC FINL GROUP INC COM 02313910 5459 66478 SH SHARED 02 66478 D AMBAC FINL GROUP INC COM 02313910 6643 80890 SH SHARED 05 75900 4990 D AMBAC FINL GROUP INC COM 02313910 747 9100 SH SHARED 06 9100 D AMBAC FINL GROUP INC COM 02313910 619 7538 SH SHARED 07 7538 D AMBAC FINL GROUP INC COM 02313910 1527 18600 SH SHARED 09 18600 D AMBAC FINL GROUP INC COM 02313910 9923 120824 SH SHARED 10 120824 D AMBASSADORS GROUP INC COM 02317710 515 14465 SH SHARED 14465 D AMBASSADORS GROUP INC COM 02317710 10 300 SH SHARED 02 300 D AMBASSADORS GROUP INC COM 02317710 81 2300 SH SHARED 10 2300 D AMBASSADORS INTL INC COM 02317810 3 208 SH SHARED 02 208 D AMCOR LTD ADR NEW 02341R30 227 10000 SH SHARED 02 10000 D AMCOL INTL CORP COM 02341W10 873 43456 SH SHARED 43456 D AMCOL INTL CORP COM 02341W10 24 1200 SH SHARED 01 1200 D AMCOL INTL CORP COM 02341W10 6 347 SH SHARED 02 347 D AMCOL INTL CORP COM 02341W10 159 7950 SH SHARED 10 7950 D AMEDISYS INC COM 02343610 858 26498 SH SHARED 26498 D AMEDISYS INC COM 02343610 11057 341400 SH SHARED 01 341400 D AMEDISYS INC COM 02343610 38 1200 SH SHARED 02 1200 D AMEDISYS INC COM 02343610 615 19000 SH SHARED 05 19000 D AMEDISYS INC COM 02343610 2552 78800 SH SHARED 10 78800 D AMERADA HESS CORP COM 02355110 972 11800 SH SHARED 11800 D AMERADA HESS CORP COM 02355110 22192 269386 SH SHARED 263529 5857 D AMERADA HESS CORP COM 02355110 2722 33050 SH SHARED 01 30400 2650 D AMERADA HESS CORP COM 02355110 588 7138 SH SHR/OTHR 01 4472 2666 D AMERADA HESS CORP COM 02355110 9118 110690 SH SHARED 02 110690 D AMERADA HESS CORP COM 02355110 14371 174459 SH SHARED 05 105599 68860 D AMERADA HESS CORP COM 02355110 1911 23200 SH SHARED 06 23200 D AMERADA HESS CORP COM 02355110 8105 98395 SH SHARED 10 98395 D AMERADA HESS CORP PFD CV ACES 7% 02355140 40369 545900 SH SHARED 525900 20000 D AMERADA HESS CORP PFD CV ACES 7% 02355140 46937 634715 SH SHARED 02 634715 D AMERADA HESS CORP PFD CV ACES 7% 02355140 1530 20700 SH SHARED 10 20700 D AMERCO COM 02358610 780 16979 SH SHARED 16979 D AMERCO COM 02358610 9 200 SH SHARED 01 200 D AMERCO COM 02358610 9 199 SH SHARED 02 199 D AMERCO COM 02358610 142 3100 SH SHARED 10 3100 D AMEREN CORP COM 02360810 186458 3718763 SH SHARED 3718763 D AMEREN CORP COM 02360810 3290 65621 SH SHARED 01 20142 45479 D AMEREN CORP COM 02360810 161 3220 SH SHR/OTHR 01 3220 D AMEREN CORP COM 02360810 3612 72039 SH SHARED 02 72039 D AMEREN CORP COM 02360810 22563 450000 SH SHARED 04 450000 D AMEREN CORP COM 02360810 10 200 SH SHARED 05 200 D AMEREN CORP COM 02360810 2118 42250 SH SHARED 06 42250 D AMEREN CORP COM 02360810 10107 201577 SH SHARED 10 201577 D AMERIANA BANCORP COM 02361310 25 1600 SH SHARED 02 1600 D AMERICA SVC GROUP INC COM 02364L10 693 25888 SH SHARED 25888 D AMERICA SVC GROUP INC COM 02364L10 7001 261550 SH SHARED 01 261550 D AMERICA SVC GROUP INC COM 02364L10 419 15658 SH SHARED 02 15658 D AMERICA SVC GROUP INC COM 02364L10 809 30250 SH SHARED 05 30250 D AMERICA SVC GROUP INC COM 02364L10 946 35350 SH SHARED 10 35350 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 686 13123 SH SHARED 1523 11600 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 101887 1946281 SH SHARED 01 1946153 128 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 62 1200 SH SHR/OTHR 01 1200 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 385 7359 SH SHARED 02 7359 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 12197 233000 SH SHARED 04 233000 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 13461 257138 SH SHARED 05 257138 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 5235 100000 SH SHARED 06 100000 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 9056 173000 SH SHARED 10 173000 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 7883 150593 SH SHARED 12 150593 D AMERICA MOVIL S A DE C V SPON ADR A SHS 02364W20 4 88 SH SHARED 02 88 D AMERICA ONLINE LATIN AMERICA CL A 02365B10 25 33381 SH SHARED 33381 D AMERICA ONLINE LATIN AMERICA CL A 02365B10 0 60 SH SHARED 02 60 D AMERICA WEST HLDG CORP CL B 02365720 623 94709 SH SHARED 94709 D AMERICA WEST HLDG CORP CL B 02365720 401 61000 SH SHARED 01 61000 D AMERICA WEST HLDG CORP CL B 02365720 1027 156193 SH SHARED 02 156193 D AMERICA WEST HLDG CORP CL B 02365720 511 77800 SH SHARED 10 77800 D AMCORE FINL INC COM 02391210 1579 49085 SH SHARED 49085 D AMCORE FINL INC COM 02391210 346 10772 SH SHARED 01 10772 D AMCORE FINL INC COM 02391210 0 7 SH SHARED 02 7 D AMCORE FINL INC COM 02391210 302 9413 SH SHARED 10 9413 D AMERICAN AXLE & MFG HLDGS IN FRNT 2.000% 2/1 024061AB 2 3000 PRN SHARED 3000 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 4050 132102 SH SHARED 132102 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 20085 655100 SH SHARED 01 655100 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 1843 60116 SH SHARED 02 60116 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 61 1998 SH SHARED 06 1998 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 205 6700 SH SHARED 10 6700 D AMERICAN BUSINESS FINL SVCS COM 02476B10 1 1513 SH SHARED 1513 D AMERICAN CAMPUS CMNTYS INC COM 02483510 486 21652 SH SHARED 21652 D AMERICAN CAMPUS CMNTYS INC COM 02483510 33735 1500000 SH SHARED 11 1500000 D AMERICAN CAPITAL STRATEGIES COM 02493710 2746 82358 SH SHARED 82358 D AMERICAN CAPITAL STRATEGIES COM 02493710 10 300 SH SHARED 01 300 D AMERICAN CAPITAL STRATEGIES COM 02493710 30 913 SH SHR/OTHR 01 913 D AMERICAN CAPITAL STRATEGIES COM 02493710 344 10340 SH SHARED 02 10340 D AMERICAN CMNTY PPTYS TR COM 02520N10 143 11800 SH SHARED 02 11800 D AMERICAN DENTAL PARTNERS COM 02535310 77 4100 SH SHARED 02 4100 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 11072 235087 SH SHARED 235087 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 16346 347050 SH SHARED 01 347050 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 3361 71379 SH SHARED 02 71379 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 768 16310 SH SHARED 10 16310 D AMERICAN ECOLOGY CORP COM NEW 02553340 250 20891 SH SHARED 20891 D AMERICAN ECOLOGY CORP COM NEW 02553340 211 17650 SH SHARED 02 17650 D AMERICAN ELEC PWR INC COM 02553710 38048 1107985 SH SHARED 1082185 25800 D AMERICAN ELEC PWR INC COM 02553710 7850 228618 SH SHARED 01 169565 59053 D AMERICAN ELEC PWR INC COM 02553710 475 13833 SH SHR/OTHR 01 9728 4105 D AMERICAN ELEC PWR INC COM 02553710 10086 293717 SH SHARED 02 293717 D AMERICAN ELEC PWR INC COM 02553710 24038 700000 SH SHARED 04 700000 D AMERICAN ELEC PWR INC COM 02553710 14 420 SH SHARED 05 420 D AMERICAN ELEC PWR INC COM 02553710 2366 68900 SH SHARED 06 68900 D AMERICAN ELEC PWR INC COM 02553710 13868 403850 SH SHARED 10 403850 D AMERICAN EQTY INVT LIFE HLD COM 02567620 420 39026 SH SHARED 39026 D AMERICAN EQTY INVT LIFE HLD COM 02567620 128 11900 SH SHARED 10 11900 D AMERICAN EXPRESS CO DBCV 1.850%12/0 025816AS 9918 9133000 PRN SHARED 02 9133000 D AMERICAN EXPRESS CO COM 02581610 319134 5661423 SH SHARED 5637987 23436 D AMERICAN EXPRESS CO COM 02581610 184109 3266083 SH SHARED 01 1373174 876500 1016409 D AMERICAN EXPRESS CO COM 02581610 17880 317206 SH SHR/OTHR 01 193939 123267 D AMERICAN EXPRESS CO COM 02581610 64220 1139271 SH SHARED 02 1139271 D AMERICAN EXPRESS CO COM 02581610 225485 4000100 SH SHARED 04 4000100 D AMERICAN EXPRESS CO COM 02581610 45 800 SH SHARED 05 800 D AMERICAN EXPRESS CO COM 02581610 2330 41340 SH SHARED 06 41340 D AMERICAN EXPRESS CO COM 02581610 123654 2193629 SH SHARED 10 2193629 D AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD 4259 9953000 PRN SHARED 02 9953000 D AMERICAN FINL GROUP INC OHIO COM 02593210 3181 101611 SH SHARED 101611 D AMERICAN FINL GROUP INC OHIO COM 02593210 594 19000 SH SHARED 01 19000 D AMERICAN FINL GROUP INC OHIO COM 02593210 817 26124 SH SHARED 02 26124 D AMERICAN FINL RLTY TR COM 02607P30 10239 632833 SH SHARED 632833 D AMERICAN FINL RLTY TR COM 02607P30 2980 184200 SH SHARED 01 184200 D AMERICAN FINL RLTY TR COM 02607P30 4 250 SH SHR/OTHR 01 250 D AMERICAN FINL RLTY TR COM 02607P30 9 600 SH SHARED 02 600 D AMERICAN FINL RLTY TR COM 02607P30 2025 125200 SH SHARED 10 125200 D AMERICAN FINL RLTY TR COM 02607P30 244130 15088400 SH SHARED 11 15088400 D AMERICAN GREETINGS CORP NOTE 7.000% 7/1 026375AJ 3 2000 PRN SHARED 2000 D AMERICAN GREETINGS CORP NOTE 7.000% 7/1 026375AJ 19207 10125000 PRN SHARED 02 10125000 D AMERICAN GREETINGS CORP CL A 02637510 4806 189593 SH SHARED 189593 D AMERICAN GREETINGS CORP CL A 02637510 3514 138651 SH SHARED 01 136501 2150 D AMERICAN GREETINGS CORP CL A 02637510 1792 70717 SH SHARED 02 70717 D AMERICAN GREETINGS CORP CL A 02637510 613 24200 SH SHARED 10 24200 D AMERICAN HEALTHWAYS INC COM 02649V10 1761 53315 SH SHARED 53315 D AMERICAN HEALTHWAYS INC COM 02649V10 19103 578204 SH SHARED 01 575529 2500 175 D AMERICAN HEALTHWAYS INC COM 02649V10 15 475 SH SHR/OTHR 01 475 D AMERICAN HEALTHWAYS INC COM 02649V10 56 1718 SH SHARED 02 1718 D AMERICAN HEALTHWAYS INC COM 02649V10 413 12500 SH SHARED 10 12500 D AMERICAN HOME MTG INVT CORP COM 02660R10 4200 122645 SH SHARED 122645 D AMERICAN HOME MTG INVT CORP COM 02660R10 315 9200 SH SHARED 01 9200 D AMERICAN HOME MTG INVT CORP COM 02660R10 61 1807 SH SHARED 02 1807 D AMERICAN HOME MTG INVT CORP COM 02660R10 436 12735 SH SHARED 10 12735 D AMERICAN INDEPENDENCE CORP COM NEW 02676040 36 2500 SH SHARED 2500 D AMERICAN INDEPENDENCE CORP COM NEW 02676040 18 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 DBCV 11/0 026874AP 8312 12576000 PRN SHARED 02 12576000 D AMERICAN INTL GROUP INC COM 02687410 1179160 17955849 SH SHARED 17830004 125845 D AMERICAN INTL GROUP INC COM 02687410 408831 6225547 SH SHARED 01 2785149 1784603 1655795 D AMERICAN INTL GROUP INC COM 02687410 63254 963216 SH SHR/OTHR 01 312085 651131 D AMERICAN INTL GROUP INC COM 02687410 84225 1282550 SH SHARED 02 1282550 D AMERICAN INTL GROUP INC COM 02687410 9262 141040 SH SHARED 03 141040 D AMERICAN INTL GROUP INC COM 02687410 17080 260100 SH SHARED 04 260100 D AMERICAN INTL GROUP INC COM 02687410 46299 705030 SH SHARED 05 443080 261950 D AMERICAN INTL GROUP INC COM 02687410 8526 129841 SH SHARED 06 129841 D AMERICAN INTL GROUP INC COM 02687410 1179 17955 SH SHARED 07 17955 D AMERICAN INTL GROUP INC COM 02687410 2869 43700 SH SHARED 09 43700 D AMERICAN INTL GROUP INC COM 02687410 420310 6400346 SH SHARED 10 6400346 D AMERICAN ITALIAN PASTA CO CL A 02707010 982 42273 SH SHARED 42273 D AMERICAN ITALIAN PASTA CO CL A 02707010 0 4 SH SHARED 02 4 D AMERICAN ITALIAN PASTA CO CL A 02707010 182 7860 SH SHARED 10 7860 D AMERICAN LD LEASE INC COM 02711810 0 8 SH SHARED 02 8 D AMERICAN LD LEASE INC COM 02711810 723 32100 SH SHARED 11 32100 D AMERICAN MED SYS HLDGS INC COM 02744M10 2214 52970 SH SHARED 52970 D AMERICAN MED SYS HLDGS INC COM 02744M10 16725 400040 SH SHARED 01 288950 1300 109790 D AMERICAN MED SYS HLDGS INC COM 02744M10 20 490 SH SHR/OTHR 01 490 D AMERICAN MED SYS HLDGS INC COM 02744M10 75 1803 SH SHARED 02 1803 D AMERICAN MED SYS HLDGS INC COM 02744M10 5046 120700 SH SHARED 10 120700 D AMERICAN MTG ACCEP CO SH BEN INT 02756810 2167 126000 SH SHARED 126000 D AMERICAN MTG ACCEP CO SH BEN INT 02756810 0 8 SH SHARED 02 8 D AMERICAN NATL BANKSHARES INC COM 02774510 3 151 SH SHARED 02 151 D AMERICAN PAC BK AUMSVILLE OR CL B 02837P30 75 6700 SH SHARED 02 6700 D AMERICAN NATL INS CO COM 02859110 104 1004 SH SHARED 1004 D AMERICAN NATL INS CO COM 02859110 139 1340 SH SHARED 01 840 500 D AMERICAN NATL INS CO COM 02859110 52 500 SH SHR/OTHR 01 500 D AMERICAN NATL INS CO COM 02859110 84 812 SH SHARED 02 812 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 281 7534 SH SHARED 7534 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 235 6300 SH SHARED 01 6300 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 8555 228694 SH SHARED 02 228694 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 11529 308200 SH SHARED 04 308200 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 250 6700 SH SHARED 06 6700 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 475 12700 SH SHARED 10 12700 D AMERICAN PHYSICIANS SVC GROU COM 02888210 101 9800 SH SHARED 02 9800 D AMERICAN PHYSICIANS CAPITAL COM 02888410 904 25102 SH SHARED 25102 D AMERICAN PHYSICIANS CAPITAL COM 02888410 1116 31000 SH SHARED 01 31000 D AMERICAN PHYSICIANS CAPITAL COM 02888410 0 3 SH SHARED 02 3 D AMERICAN PHYSICIANS CAPITAL COM 02888410 226 6300 SH SHARED 10 6300 D AMERICAN RETIREMENT CORP COM 02891310 12 1100 SH SHARED 1100 D AMERICAN PWR CONVERSION CORP COM 02906610 30091 1406161 SH SHARED 1406161 D AMERICAN PWR CONVERSION CORP COM 02906610 1784 83365 SH SHARED 01 80640 2725 D AMERICAN PWR CONVERSION CORP COM 02906610 127 5942 SH SHR/OTHR 01 5942 D AMERICAN PWR CONVERSION CORP COM 02906610 2713 126788 SH SHARED 02 126788 D AMERICAN PWR CONVERSION CORP COM 02906610 4 200 SH SHARED 05 200 D AMERICAN PWR CONVERSION CORP COM 02906610 27 1300 SH SHARED 06 1300 D AMERICAN PWR CONVERSION CORP COM 02906610 4581 214081 SH SHARED 10 214081 D AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 02916910 727 25440 SH SHARED 25440 D AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 02916910 2284 79860 SH SHARED 02 79860 D AMERICAN RLTY INVS INC COM 02917410 29 3009 SH SHARED 3009 D AMERICAN RLTY INVS INC COM 02917410 110 11395 SH SHARED 02 11395 D AMERICAN SCIENCE & ENGR INC COM 02942910 448 10879 SH SHARED 10879 D AMERICAN SCIENCE & ENGR INC COM 02942910 172 4187 SH SHARED 02 4187 D AMERICAN SOFTWARE INC CL A 02968310 59 9902 SH SHARED 9902 D AMERICAN SOFTWARE INC CL A 02968310 47 7800 SH SHARED 02 7800 D AMERICAN STD COS INC DEL COM 02971210 27908 675432 SH SHARED 665552 9880 D AMERICAN STD COS INC DEL COM 02971210 495 12000 SH SHARED 01 12000 D AMERICAN STD COS INC DEL COM 02971210 12 300 SH SHR/OTHR 01 300 D AMERICAN STD COS INC DEL COM 02971210 3719 90026 SH SHARED 02 90026 D AMERICAN STD COS INC DEL COM 02971210 61 1500 SH SHARED 06 1500 D AMERICAN STD COS INC DEL COM 02971210 10171 246170 SH SHARED 10 246170 D AMERICAN STS WTR CO COM 02989910 878 33773 SH SHARED 33773 D AMERICAN STS WTR CO COM 02989910 22 850 SH SHARED 01 850 D AMERICAN STS WTR CO COM 02989910 160 6154 SH SHARED 02 6154 D AMERICAN STS WTR CO COM 02989910 114 4400 SH SHARED 10 4400 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 6030 6000000 PRN SHARED 6000000 D AMERICAN TOWER CORP NOTE 3.250% 8/0 029912AK 22315 13500000 PRN SHARED 13500000 D AMERICAN TOWER CORP CL A 02991220 1802 97951 SH SHARED 97951 D AMERICAN TOWER CORP CL A 02991220 377 20500 SH SHARED 01 20500 D AMERICAN TOWER CORP CL A 02991220 13163 715396 SH SHARED 02 715396 D AMERICAN TOWER CORP CL A 02991220 28252 1535440 SH SHARED 10 1535440 D AMERICAN STRATEGIC INCOME II COM 03009T10 38 3135 SH SHARED 3135 D AMERICAN STRATEGIC INCOME II COM 03009T10 146 11865 SH SHARED 02 11865 D AMERICAN STRATEGIC INCM PTFL COM 03009810 0 24 SH SHARED 24 D AMERICAN STRATEGIC INCM PTFL COM 03009810 0 76 SH SHARED 02 76 D AMERN STRATEGIC INCOME PTFL COM 03009910 20 1673 SH SHARED 1673 D AMERN STRATEGIC INCOME PTFL COM 03009910 78 6327 SH SHARED 02 6327 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 712 47881 SH SHARED 47881 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 20 1398 SH SHARED 02 1398 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 145 9800 SH SHARED 10 9800 D AMERICAN TECHNICNAL CERAMICS COM 03013710 14 1500 SH SHARED 1500 D AMERICAN TECHNOLOGY CORP COM NEW 03014520 4 417 SH SHARED 417 D AMERICAN VANGUARD CORP COM 03037110 484 13173 SH SHARED 13173 D AMERICAN VANGUARD CORP COM 03037110 14 400 SH SHARED 02 400 D AMERICAN VANGUARD CORP COM 03037110 51 1400 SH SHARED 10 1400 D AMERICAN WOODMARK CORP COM 03050610 1144 26200 SH SHARED 26200 D AMERICAN WOODMARK CORP COM 03050610 524 12000 SH SHARED 01 11440 560 D AMERICAN WOODMARK CORP COM 03050610 0 2 SH SHARED 02 2 D AMERICAN WOODMARK CORP COM 03050610 449 10300 SH SHARED 10 10300 D AMERICANWEST BANCORPORATION COM 03058P10 385 19038 SH SHARED 19038 D AMERICANWEST BANCORPORATION COM 03058P10 70 3492 SH SHARED 02 3492 D AMERICANWEST BANCORPORATION COM 03058P10 48 2390 SH SHARED 10 2390 D AMERICREDIT CORP COM 03060R10 92 3800 SH SHARED 3800 D AMERICREDIT CORP COM 03060R10 6438 263335 SH SHARED 257835 5500 D AMERICREDIT CORP COM 03060R10 2440 99800 SH SHARED 01 99800 D AMERICREDIT CORP COM 03060R10 5895 241121 SH SHARED 02 241121 D AMERICAS CAR MART INC COM 03062T10 675 17780 SH SHARED 17780 D AMERICAS CAR MART INC COM 03062T10 7 202 SH SHARED 02 202 D AMERICAS CAR MART INC COM 03062T10 98 2600 SH SHARED 10 2600 D AMERISTAR CASINOS INC COM 03070Q10 1374 31883 SH SHARED 31883 D AMERISTAR CASINOS INC COM 03070Q10 6682 155000 SH SHARED 01 155000 D AMERISTAR CASINOS INC COM 03070Q10 24 577 SH SHARED 02 577 D AMERISTAR CASINOS INC COM 03070Q10 1918 44500 SH SHARED 10 44500 D AMERISOURCE HEALTH CORP NOTE 5.000%12/0 03071PAD 9686 8750000 PRN SHARED 02 8750000 D AMERON INTL INC COM 03071010 575 15191 SH SHARED 15191 D AMERON INTL INC COM 03071010 60 1600 SH SHR/OTHR 01 1600 D AMERON INTL INC COM 03071010 0 2 SH SHARED 02 2 D AMERON INTL INC COM 03071010 117 3100 SH SHARED 10 3100 D AMERUS GROUP CO COM 03072M10 49 1100 SH SHARED 1100 D AMERUS GROUP CO COM 03072M10 7832 172904 SH SHARED 172904 D AMERUS GROUP CO COM 03072M10 477 10534 SH SHARED 01 10534 D AMERUS GROUP CO COM 03072M10 1276 28181 SH SHARED 02 28181 D AMERUS GROUP CO COM 03072M10 779 17200 SH SHARED 10 17200 D AMERISOURCEBERGEN CORP COM 03073E10 16917 288300 SH SHARED 277300 11000 D AMERISOURCEBERGEN CORP COM 03073E10 16531 281731 SH SHARED 01 280631 1100 D AMERISOURCEBERGEN CORP COM 03073E10 21890 373045 SH SHARED 02 373045 D AMERISOURCEBERGEN CORP COM 03073E10 5 100 SH SHARED 05 100 D AMERISOURCEBERGEN CORP COM 03073E10 245 4190 SH SHARED 06 4190 D AMERISOURCEBERGEN CORP COM 03073E10 109802 1871213 SH SHARED 10 1871213 D AMERIGROUP CORP COM 03073T10 3544 46850 SH SHARED 46850 D AMERIGROUP CORP COM 03073T10 34848 460593 SH SHARED 01 458468 1900 225 D AMERIGROUP CORP COM 03073T10 45 600 SH SHR/OTHR 01 600 D AMERIGROUP CORP COM 03073T10 212 2806 SH SHARED 02 2806 D AMERIGROUP CORP COM 03073T10 13751 181750 SH SHARED 10 181750 D AMERISERV FINL INC COM 03074A10 12 2500 SH SHARED 01 2500 D AMERITRADE HLDG CORP NEW COM 03074K10 8761 616143 SH SHARED 616143 D AMERITRADE HLDG CORP NEW COM 03074K10 10072 708358 SH SHARED 02 708358 D AMERITRADE HLDG CORP NEW COM 03074K10 5545 390000 SH SHARED 04 390000 D AMERITRADE HLDG CORP NEW COM 03074K10 787 55350 SH SHARED 10 55350 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 85 2900 SH SHARED 2900 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 26 900 SH SHARED 01 900 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 5 200 SH SHR/OTHR 01 200 D AMETEK INC NEW COM 03110010 6038 169282 SH SHARED 169282 D AMETEK INC NEW COM 03110010 741 20800 SH SHARED 01 20800 D AMETEK INC NEW COM 03110010 861 24159 SH SHARED 02 24159 D AMGEN INC NOTE 3/0 031162AE 156137210427875 PRN SHARED 210427875 D AMGEN INC NOTE 3/0 031162AE 82425111085000 PRN SHARED 02 111085000 D AMGEN INC NOTE 3/0 031162AE 2226 3000000 PRN SHARED 06 3000000 D AMGEN INC COM 03116210 544935 8494712 SH SHARED 8423121 71591 D AMGEN INC COM 03116210 237143 3696696 SH SHARED 01 1226380 1801300 669016 D AMGEN INC COM 03116210 12725 198370 SH SHR/OTHR 01 90095 108275 D AMGEN INC COM 03116210 50609 788927 SH SHARED 02 788927 D AMGEN INC COM 03116210 7736 120600 SH SHARED 03 120600 D AMGEN INC COM 03116210 145209 2263600 SH SHARED 04 2263600 D AMGEN INC COM 03116210 56870 886524 SH SHARED 05 622178 264346 D AMGEN INC COM 03116210 22824 355803 SH SHARED 06 355803 D AMGEN INC COM 03116210 1139 17759 SH SHARED 07 17759 D AMGEN INC COM 03116210 2829 44100 SH SHARED 09 44100 D AMGEN INC COM 03116210 101707 1585465 SH SHARED 10 1585465 D AMIS HLDGS INC COM 03153810 1094 66276 SH SHARED 66276 D AMIS HLDGS INC COM 03153810 10881 658694 SH SHARED 01 655194 3100 400 D AMIS HLDGS INC COM 03153810 20 1225 SH SHR/OTHR 01 1225 D AMIS HLDGS INC COM 03153810 34 2100 SH SHARED 02 2100 D AMIS HLDGS INC COM 03153810 180 10900 SH SHARED 10 10900 D AMKOR TECHNOLOGY INC NOTE 5.000% 3/1 031652AH 2826 3000000 PRN SHARED 3000000 D AMKOR TECHNOLOGY INC NOTE 5.750% 6/0 031652AN 6370 6500000 PRN SHARED 6500000 D AMKOR TECHNOLOGY INC NOTE 5.750% 6/0 031652AN 2863 2922000 PRN SHARED 02 2922000 D AMKOR TECHNOLOGY INC COM 03165210 5131 768114 SH SHARED 768114 D AMKOR TECHNOLOGY INC COM 03165210 1519 227500 SH SHARED 01 227500 D AMKOR TECHNOLOGY INC COM 03165210 2825 423004 SH SHARED 02 423004 D AMNET MORTGAGE INC COM 03169A10 311 37900 SH SHARED 02 37900 D AMPAL AMERN ISRAEL CORP CL A 03201510 17 4619 SH SHARED 4619 D AMPAL AMERN ISRAEL CORP CL A 03201510 66 17481 SH SHARED 02 17481 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 4263 116039 SH SHARED 116039 D AMPHENOL CORP NEW CL A 03209510 991 27000 SH SHARED 01 27000 D AMPHENOL CORP NEW CL A 03209510 1111 30252 SH SHARED 02 30252 D AMPHENOL CORP NEW CL A 03209510 518 14100 SH SHARED 10 14100 D AMREP CORP NEW COM 03215910 11 500 SH SHARED 02 500 D AMSOUTH BANCORPORATION COM 03216510 35871 1384987 SH SHARED 1266437 118550 D AMSOUTH BANCORPORATION COM 03216510 125876 4860079 SH SHARED 01 3830311 70600 959168 D AMSOUTH BANCORPORATION COM 03216510 237 9175 SH SHR/OTHR 01 9175 D AMSOUTH BANCORPORATION COM 03216510 5861 226325 SH SHARED 02 226325 D AMSOUTH BANCORPORATION COM 03216510 113 4400 SH SHARED 06 4400 D AMSOUTH BANCORPORATION COM 03216510 24091 930170 SH SHARED 10 930170 D AMSURG CORP COM 03232P40 1613 54630 SH SHARED 54630 D AMSURG CORP COM 03232P40 35 1200 SH SHARED 01 1200 D AMSURG CORP COM 03232P40 57 1948 SH SHARED 02 1948 D AMSURG CORP COM 03232P40 398 13500 SH SHARED 10 13500 D AMYLIN PHARMACEUTICALS INC NOTE 2.250% 6/3 032346AB 4 4500 PRN SHARED 4500 D AMYLIN PHARMACEUTICALS INC NOTE 2.500% 4/1 032346AD 18998 18445000 PRN SHARED 02 18445000 D AMYLIN PHARMACEUTICALS INC COM 03234610 2528 108253 SH SHARED 106053 2200 D AMYLIN PHARMACEUTICALS INC COM 03234610 5302 227000 SH SHARED 01 208800 18200 D AMYLIN PHARMACEUTICALS INC COM 03234610 279 11971 SH SHARED 02 11971 D AMYLIN PHARMACEUTICALS INC COM 03234610 14272 611000 SH SHARED 04 611000 D AMYLIN PHARMACEUTICALS INC COM 03234610 16 700 SH SHARED 05 700 D AMYLIN PHARMACEUTICALS INC COM 03234610 327 14000 SH SHARED 06 14000 D AMYLIN PHARMACEUTICALS INC COM 03234610 840 36000 SH SHARED 10 36000 D AMVESCAP PLC SPONSORED ADR 03235E10 2306 183664 SH SHARED 183664 D AMVESCAP PLC SPONSORED ADR 03235E10 194 15474 SH SHARED 02 15474 D ANADARKO PETE CORP COM 03251110 86223 1330411 SH SHARED 1319251 11160 D ANADARKO PETE CORP COM 03251110 75243 1160986 SH SHARED 01 1038679 122307 D ANADARKO PETE CORP COM 03251110 1955 30167 SH SHR/OTHR 01 20883 9284 D ANADARKO PETE CORP COM 03251110 19326 298201 SH SHARED 02 298201 D ANADARKO PETE CORP COM 03251110 9721 150000 SH SHARED 04 150000 D ANADARKO PETE CORP COM 03251110 34 530 SH SHARED 05 530 D ANADARKO PETE CORP COM 03251110 3997 61675 SH SHARED 06 61675 D ANADARKO PETE CORP COM 03251110 19921 307390 SH SHARED 10 307390 D ANADIGICS INC NOTE 5.000%11/1 032515AB 2376 2425000 PRN SHARED 2425000 D ANADIGICS INC COM 03251510 452 120738 SH SHARED 120738 D ANADIGICS INC COM 03251510 38 10165 SH SHARED 02 10165 D ANALOG DEVICES INC COM 03265410 104193 2822129 SH SHARED 2822129 D ANALOG DEVICES INC COM 03265410 38885 1053224 SH SHARED 01 61700 849130 142394 D ANALOG DEVICES INC COM 03265410 456 12355 SH SHR/OTHR 01 8875 3480 D ANALOG DEVICES INC COM 03265410 21466 581429 SH SHARED 02 581429 D ANALOG DEVICES INC COM 03265410 505 13700 SH SHARED 04 13700 D ANALOG DEVICES INC COM 03265410 4369 118360 SH SHARED 05 111060 7300 D ANALOG DEVICES INC COM 03265410 1550 41990 SH SHARED 06 41990 D ANALOG DEVICES INC COM 03265410 380 10300 SH SHARED 07 10300 D ANALOG DEVICES INC COM 03265410 926 25100 SH SHARED 09 25100 D ANALOG DEVICES INC COM 03265410 14615 395871 SH SHARED 10 395871 D ANALOGIC CORP COM PAR $0.05 03265720 1043 23300 SH SHARED 23300 D ANALOGIC CORP COM PAR $0.05 03265720 18 420 SH SHARED 01 420 D ANALOGIC CORP COM PAR $0.05 03265720 13 300 SH SHARED 02 300 D ANALOGIC CORP COM PAR $0.05 03265720 232 5200 SH SHARED 10 5200 D ANAREN INC COM 03274410 706 54538 SH SHARED 54538 D ANAREN INC COM 03274410 250 19300 SH SHARED 01 19300 D ANAREN INC COM 03274410 199 15359 SH SHARED 02 15359 D ANAREN INC COM 03274410 170 13170 SH SHARED 10 13170 D ANCHOR BANCORP WIS INC COM 03283910 1140 39126 SH SHARED 39126 D ANCHOR BANCORP WIS INC COM 03283910 161 5525 SH SHARED 02 5525 D ANCHOR BANCORP WIS INC COM 03283910 244 8400 SH SHARED 10 8400 D ANCHOR GLASS CONTAINER CP NE COM NEW 03304B30 125 18733 SH SHARED 18733 D ANCHOR GLASS CONTAINER CP NE COM NEW 03304B30 92 13700 SH SHARED 01 13700 D ANDREW CORP NOTE 3.250% 8/1 034425AB 2972 2299000 PRN SHARED 2299000 D ANDREW CORP NOTE 3.250% 8/1 034425AB 323 250000 PRN SHARED 02 250000 D ANDREW CORP COM 03442510 6020 441699 SH SHARED 441699 D ANDREW CORP COM 03442510 400 29381 SH SHARED 01 29381 D ANDREW CORP COM 03442510 49 3645 SH SHR/OTHR 01 3645 D ANDREW CORP COM 03442510 5286 387844 SH SHARED 02 387844 D ANDREW CORP COM 03442510 1985 145649 SH SHARED 10 145649 D ANDRX CORP DEL ANDRX GROUP 03455310 1008 46186 SH SHARED 46186 D ANDRX CORP DEL ANDRX GROUP 03455310 2501 114600 SH SHARED 01 114600 D ANDRX CORP DEL ANDRX GROUP 03455310 2244 102807 SH SHARED 02 102807 D ANGEION CORP COM 03462H40 1228 491584 SH SHARED 02 491584 D ANGELICA CORP COM 03466310 563 20829 SH SHARED 20829 D ANGELICA CORP COM 03466310 523 19337 SH SHARED 02 19337 D ANGELICA CORP COM 03466310 119 4400 SH SHARED 10 4400 D ANGIODYNAMICS INC COM 03475V10 61 2786 SH SHARED 02 2786 D ANGLO AMERN PLC ADR 03485P10 195 8216 SH SHARED 8216 D ANGLO AMERN PLC ADR 03485P10 482 20302 SH SHARED 01 10000 10302 D ANGLO AMERN PLC ADR 03485P10 570 24000 SH SHR/OTHR 01 24000 D ANGLO AMERN PLC ADR 03485P10 1010 42492 SH SHARED 02 42492 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 4075 221370 SH SHARED 221370 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 5 300 SH SHARED 01 300 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 3151 171208 SH SHARED 02 171208 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 371 20200 SH SHARED 10 20200 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 10468 287990 SH SHARED 286905 1085 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 10744 295580 SH SHARED 01 294800 780 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 472 13000 SH SHR/OTHR 01 13000 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 5827 160311 SH SHARED 02 160311 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 1817 50000 SH SHARED 04 50000 D ANHEUSER BUSCH COS INC COM 03522910 240142 4733737 SH SHARED 4687817 45920 D ANHEUSER BUSCH COS INC COM 03522910 89794 1770039 SH SHARED 01 372948 591800 805291 D ANHEUSER BUSCH COS INC COM 03522910 17314 341303 SH SHR/OTHR 01 80009 261294 D ANHEUSER BUSCH COS INC COM 03522910 18824 371075 SH SHARED 02 371075 D ANHEUSER BUSCH COS INC COM 03522910 1369 27000 SH SHARED 04 27000 D ANHEUSER BUSCH COS INC COM 03522910 26976 531773 SH SHARED 05 443425 88348 D ANHEUSER BUSCH COS INC COM 03522910 4462 87962 SH SHARED 06 87962 D ANHEUSER BUSCH COS INC COM 03522910 374 7391 SH SHARED 07 7391 D ANHEUSER BUSCH COS INC COM 03522910 979 19300 SH SHARED 09 19300 D ANHEUSER BUSCH COS INC COM 03522910 43445 856406 SH SHARED 10 856406 D ANIMAS CORP DEL COM 03525Y10 164 10500 SH SHARED 10500 D ANIMAS CORP DEL COM 03525Y10 1 100 SH SHARED 02 100 D ANIMAS CORP DEL COM 03525Y10 2261 144721 SH SHARED 04 144721 D ANIMAS CORP DEL COM 03525Y10 78 5000 SH SHARED 10 5000 D ANIKA THERAPEUTICS INC COM 03525510 140 15304 SH SHARED 15304 D ANIKA THERAPEUTICS INC COM 03525510 72 7900 SH SHARED 02 7900 D ANIXTER INTL INC NOTE 6/2 035290AC 198 640000 PRN SHARED 02 640000 D ANIXTER INTL INC COM 03529010 107 3000 SH SHARED 3000 D ANIXTER INTL INC COM 03529010 3215 89347 SH SHARED 89347 D ANIXTER INTL INC COM 03529010 119 3330 SH SHARED 01 3330 D ANIXTER INTL INC COM 03529010 14 408 SH SHARED 02 408 D ANIXTER INTL INC COM 03529010 399 11100 SH SHARED 10 11100 D ANNALY MTG MGMT INC COM 03571040 33783 1721915 SH SHARED 1721915 D ANNALY MTG MGMT INC COM 03571040 9 500 SH SHARED 01 500 D ANNALY MTG MGMT INC COM 03571040 156 8000 SH SHR/OTHR 01 8000 D ANNALY MTG MGMT INC COM 03571040 240 12258 SH SHARED 02 12258 D ANNTAYLOR STORES CORP COM 03611510 3798 176429 SH SHARED 176429 D ANNTAYLOR STORES CORP COM 03611510 6609 306967 SH SHARED 01 306967 D ANNTAYLOR STORES CORP COM 03611510 1264 58718 SH SHARED 02 58718 D ANOORAQ RES CORP COM 03633E10 3250 2500000 SH SHARED 01 2500000 D ANSELL LTD ADR 03634M10 22 800 SH SHARED 02 800 D ANSOFT CORP COM 03638410 240 11899 SH SHARED 11899 D ANSOFT CORP COM 03638410 828 41000 SH SHARED 01 41000 D ANSOFT CORP COM 03638410 9 480 SH SHARED 02 480 D ANSOFT CORP COM 03638410 630 31200 SH SHARED 10 31200 D ANSYS INC COM 03662Q10 1858 57976 SH SHARED 57976 D ANSYS INC COM 03662Q10 3089 96360 SH SHARED 01 96360 D ANSYS INC COM 03662Q10 1946 60726 SH SHARED 02 60726 D ANSYS INC COM 03662Q10 689 21500 SH SHARED 10 21500 D ANTEON INTL CORP COM 03674E10 3526 84239 SH SHARED 84239 D ANTEON INTL CORP COM 03674E10 347 8300 SH SHARED 01 8300 D ANTEON INTL CORP COM 03674E10 71 1700 SH SHARED 02 1600 100 D ANTEON INTL CORP COM 03674E10 20 480 SH SHARED 05 480 D ANTEON INTL CORP COM 03674E10 489 11700 SH SHARED 10 11700 D ANSWERTHINK INC COM 03691610 455 97794 SH SHARED 97794 D ANSWERTHINK INC COM 03691610 193 41458 SH SHARED 02 41458 D ANSWERTHINK INC COM 03691610 71 15400 SH SHARED 10 15400 D ANTHRACITE CAP INC COM 03702310 11379 920690 SH SHARED 920690 D ANTHRACITE CAP INC COM 03702310 1025 83000 SH SHARED 01 83000 D ANTHRACITE CAP INC COM 03702310 35 2873 SH SHARED 02 2873 D ANTHRACITE CAP INC COM 03702310 258 20900 SH SHARED 10 20900 D ANTIGENICS INC DEL COM 03703210 616 60952 SH SHARED 60952 D ANTIGENICS INC DEL COM 03703210 14 1400 SH SHARED 01 1400 D ANTIGENICS INC DEL COM 03703210 54 5365 SH SHARED 02 5365 D ANTIGENICS INC DEL COM 03703210 121 12000 SH SHARED 10 12000 D ANWORTH MORTGAGE ASSET CP COM 03734710 3356 313356 SH SHARED 313356 D ANWORTH MORTGAGE ASSET CP COM 03734710 408 38100 SH SHARED 01 38100 D ANWORTH MORTGAGE ASSET CP COM 03734710 163 15300 SH SHARED 10 15300 D AO TATNEFT SPON ADR REG S 03737P30 4722 162903 SH SHARED 162903 D AO TATNEFT SPON ADR REG S 03737P30 757 26128 SH SHARED 04 26128 D AON CORP COM 03738910 21050 882231 SH SHARED 882231 D AON CORP COM 03738910 1156 48487 SH SHARED 01 48487 D AON CORP COM 03738910 9443 395782 SH SHARED 02 395782 D AON CORP COM 03738910 7 300 SH SHARED 05 300 D AON CORP COM 03738910 51 2150 SH SHARED 06 2150 D AON CORP COM 03738910 10050 421242 SH SHARED 10 421242 D APACHE CORP COM 03741110 144753 2862442 SH SHARED 2606719 255723 D APACHE CORP COM 03741110 77535 1533228 SH SHARED 01 829032 1340 702856 D APACHE CORP COM 03741110 3846 76069 SH SHR/OTHR 01 21705 54364 D APACHE CORP COM 03741110 20299 401413 SH SHARED 02 401413 D APACHE CORP COM 03741110 78282 1548000 SH SHARED 04 1548000 D APACHE CORP COM 03741110 68150 1347651 SH SHARED 05 968481 379170 D APACHE CORP COM 03741110 21055 416360 SH SHARED 06 416360 D APACHE CORP COM 03741110 26735 528681 SH SHARED 10 528681 D APARTMENT INVT & MGMT CO CL A 03748R10 20304 526840 SH SHARED 526700 140 D APARTMENT INVT & MGMT CO CL A 03748R10 2641 68534 SH SHARED 01 68534 D APARTMENT INVT & MGMT CO CL A 03748R10 1407 36510 SH SHARED 02 36510 D APARTMENT INVT & MGMT CO CL A 03748R10 4438 115168 SH SHARED 10 115168 D APARTMENT INVT & MGMT CO CL A 03748R10 354601 9200859 SH SHARED 11 9200859 D APCO ARGENTINA INC CAYMAN IS ORD 03748910 147 4000 SH SHARED 01 4000 D APHTON CORP COM 03759P10 92 29792 SH SHARED 29792 D APHTON CORP COM 03759P10 0 16 SH SHARED 02 16 D APOGEE ENTERPRISES INC COM 03759810 801 59756 SH SHARED 59756 D APOGEE ENTERPRISES INC COM 03759810 672 50132 SH SHARED 02 50132 D APOGEE ENTERPRISES INC COM 03759810 181 13500 SH SHARED 10 13500 D APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK 74761 59007000 PRN SHARED 59007000 D APOLLO GROUP INC CL A 03760410 17371 215237 SH SHARED 215237 D APOLLO GROUP INC CL A 03760410 93530 1158845 SH SHARED 1154145 4700 D APOLLO GROUP INC CL A 03760410 1881 23315 SH SHARED 01 19150 4165 D APOLLO GROUP INC CL A 03760410 16325 202272 SH SHARED 02 202272 D APOLLO GROUP INC CL A 03760410 8 100 SH SHARED 05 100 D APOLLO GROUP INC CL A 03760410 121 1500 SH SHARED 06 1500 D APOLLO GROUP INC CL A 03760410 18385 227803 SH SHARED 10 227803 D APOLLO GOLD CORP COM 03761E10 3 4200 SH SHARED 02 4200 D APOLLO INVT CORP COM 03761U10 15350 1016604 SH SHARED 1016604 D APOLLO INVT CORP COM 03761U10 59 3961 SH SHARED 02 3961 D APOLLO INVT CORP COM 03761U10 369 24500 SH SHARED 10 24500 D APPLE COMPUTER INC COM 03783310 265480 4122370 SH SHARED 4122370 D APPLE COMPUTER INC COM 03783310 1881 29212 SH SHARED 01 27202 2010 D APPLE COMPUTER INC COM 03783310 6 100 SH SHR/OTHR 01 100 D APPLE COMPUTER INC COM 03783310 47762 741657 SH SHARED 02 741657 D APPLE COMPUTER INC COM 03783310 10626 165000 SH SHARED 04 165000 D APPLE COMPUTER INC COM 03783310 19 300 SH SHARED 05 300 D APPLE COMPUTER INC COM 03783310 725 11270 SH SHARED 06 11270 D APPLE COMPUTER INC COM 03783310 35968 558524 SH SHARED 10 558524 D APPLEBEES INTL INC COM 03789910 71 2700 SH SHARED 2700 D APPLEBEES INTL INC COM 03789910 5852 221273 SH SHARED 221273 D APPLEBEES INTL INC COM 03789910 759 28724 SH SHARED 01 28724 D APPLEBEES INTL INC COM 03789910 3704 140048 SH SHARED 02 140048 D APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB 7429 6500000 PRN SHARED 02 6500000 D APRIA HEALTHCARE GROUP INC COM 03793310 10429 316526 SH SHARED 316526 D APRIA HEALTHCARE GROUP INC COM 03793310 2757 83700 SH SHARED 01 82100 1600 D APRIA HEALTHCARE GROUP INC COM 03793310 3548 107693 SH SHARED 02 107693 D APRIA HEALTHCARE GROUP INC COM 03793310 1263 38360 SH SHARED 10 38360 D APPLERA CORP COM AP BIO GRP 03802010 25341 1211921 SH SHARED 1205121 6800 D APPLERA CORP COM AP BIO GRP 03802010 933 44631 SH SHARED 01 35556 9075 D APPLERA CORP COM AP BIO GRP 03802010 32 1540 SH SHR/OTHR 01 1540 D APPLERA CORP COM AP BIO GRP 03802010 3318 158716 SH SHARED 02 158716 D APPLERA CORP COM AP BIO GRP 03802010 39 1900 SH SHARED 06 1900 D APPLERA CORP COM AP BIO GRP 03802010 4292 205278 SH SHARED 10 205278 D APPLERA CORP COM CE GEN GRP 03802020 2648 192647 SH SHARED 192647 D APPLERA CORP COM CE GEN GRP 03802020 186 13538 SH SHARED 01 5338 8200 D APPLERA CORP COM CE GEN GRP 03802020 998 72626 SH SHARED 02 72626 D APPLERA CORP COM CE GEN GRP 03802020 382 27800 SH SHARED 10 27800 D APPLICA INC COM 03815A10 503 83195 SH SHARED 83195 D APPLICA INC COM 03815A10 15 2500 SH SHARED 01 2500 D APPLICA INC COM 03815A10 456 75492 SH SHARED 02 75492 D APPLICA INC COM 03815A10 59 9800 SH SHARED 10 9800 D APPLIED DIGITAL SOLUTIONS COM NEW 03818830 6 900 SH SHARED 02 900 D APPLIED FILMS CORP COM 03819710 643 29832 SH SHARED 29832 D APPLIED FILMS CORP COM 03819710 247 11500 SH SHARED 01 11500 D APPLIED FILMS CORP COM 03819710 642 29810 SH SHARED 02 29810 D APPLIED FILMS CORP COM 03819710 144 6700 SH SHARED 10 6700 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 1462 53387 SH SHARED 53387 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 18 675 SH SHARED 01 675 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 575 21013 SH SHARED 02 21013 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 320 11700 SH SHARED 10 11700 D APPLIED MICRO CIRCUITS CORP COM 03822W10 3431 814994 SH SHARED 800594 14400 D APPLIED MICRO CIRCUITS CORP COM 03822W10 5030 1194850 SH SHARED 01 1193500 1350 D APPLIED MICRO CIRCUITS CORP COM 03822W10 790 187725 SH SHARED 02 187725 D APPLIED MICRO CIRCUITS CORP COM 03822W10 206 49000 SH SHARED 05 49000 D APPLIED MICRO CIRCUITS CORP COM 03822W10 73 17500 SH SHARED 06 17500 D APPLIED MICRO CIRCUITS CORP COM 03822W10 1404 333712 SH SHARED 10 333712 D APPLIED MATLS INC COM 03822210 232293 13584393 SH SHARED 13147118 437275 D APPLIED MATLS INC COM 03822210 131683 7700779 SH SHARED 01 5912262 153800 1634717 D APPLIED MATLS INC COM 03822210 5063 296125 SH SHR/OTHR 01 104200 191925 D APPLIED MATLS INC COM 03822210 52386 3063511 SH SHARED 02 3063511 D APPLIED MATLS INC COM 03822210 360 21100 SH SHARED 03 21100 D APPLIED MATLS INC COM 03822210 28026 1639000 SH SHARED 04 1639000 D APPLIED MATLS INC COM 03822210 237 13900 SH SHARED 05 13900 D APPLIED MATLS INC COM 03822210 3168 185289 SH SHARED 06 185289 D APPLIED MATLS INC COM 03822210 56234 3288595 SH SHARED 10 3288595 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 1014 28790 SH SHARED 28790 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 59 1700 SH SHARED 01 1700 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 14 400 SH SHARED 02 400 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 158 4500 SH SHARED 10 4500 D APTARGROUP INC COM 03833610 3562 67500 SH SHARED 67500 D APTARGROUP INC COM 03833610 52 1000 SH SHARED 01 1000 D APTARGROUP INC COM 03833610 14 271 SH SHARED 02 271 D APTARGROUP INC COM 03833610 818 15500 SH SHARED 10 15500 D AQUA AMERICA INC COM 03836W10 2330 94786 SH SHARED 94786 D AQUA AMERICA INC COM 03836W10 784 31915 SH SHARED 01 30353 1562 D AQUA AMERICA INC COM 03836W10 36 1480 SH SHR/OTHR 01 1480 D AQUA AMERICA INC COM 03836W10 804 32728 SH SHARED 02 32728 D AQUANTIVE INC COM 03839G10 986 110376 SH SHARED 110376 D AQUANTIVE INC COM 03839G10 172 19300 SH SHARED 01 19300 D AQUANTIVE INC COM 03839G10 110 12410 SH SHARED 02 12410 D AQUANTIVE INC COM 03839G10 499 55900 SH SHARED 04 55900 D AQUANTIVE INC COM 03839G10 4505 503973 SH SHARED 10 503973 D AQUILA INC COM 03840P10 20229 5482340 SH SHARED 5482340 D AQUILA INC COM 03840P10 184 50100 SH SHARED 01 50100 D AQUILA INC COM 03840P10 7 1983 SH SHR/OTHR 01 1983 D AQUILA INC COM 03840P10 3160 856563 SH SHARED 02 856563 D AQUILA INC COM 03840P10 321 87000 SH SHARED 10 87000 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 2654 70421 SH SHARED 55321 15100 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 39621 1050965 SH SHARED 01 1050965 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 2488 66000 SH SHARED 04 66000 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 3016 80000 SH SHARED 06 80000 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 1950 51740 SH SHARED 10 51740 D ARAMARK CORP CL B 03852110 1687 63640 SH SHARED 63640 D ARAMARK CORP CL B 03852110 1994 75230 SH SHARED 02 75230 D ARBITRON INC COM 03875Q10 5903 150674 SH SHARED 150674 D ARBITRON INC COM 03875Q10 196 5024 SH SHARED 01 5024 D ARBITRON INC COM 03875Q10 104 2675 SH SHR/OTHR 01 2675 D ARBITRON INC COM 03875Q10 70 1808 SH SHARED 02 1808 D ARBITRON INC COM 03875Q10 513 13100 SH SHARED 10 13100 D ARBOR RLTY TR INC COM 03892310 373 15200 SH SHARED 15200 D ARBOR RLTY TR INC COM 03892310 112 4600 SH SHARED 10 4600 D ARCH CHEMICALS INC COM 03937R10 1315 45692 SH SHARED 45692 D ARCH CHEMICALS INC COM 03937R10 14 500 SH SHARED 01 500 D ARCH CHEMICALS INC COM 03937R10 43 1500 SH SHR/OTHR 01 1500 D ARCH CHEMICALS INC COM 03937R10 993 34508 SH SHARED 02 34508 D ARCH CHEMICALS INC COM 03937R10 232 8088 SH SHARED 10 8088 D ARCH COAL INC COM 03938010 8129 228729 SH SHARED 228729 D ARCH COAL INC COM 03938010 561 15796 SH SHARED 01 15796 D ARCH COAL INC COM 03938010 1684 47406 SH SHARED 02 47406 D ARCH COAL INC COM 03938010 305 8600 SH SHARED 06 8600 D ARCH COAL INC PFD CV 5% PERP 03938020 23435 257528 SH SHARED 257528 D ARCHER DANIELS MIDLAND CO COM 03948310 66494 2980492 SH SHARED 2980492 D ARCHER DANIELS MIDLAND CO COM 03948310 4462 200006 SH SHARED 01 200006 D ARCHER DANIELS MIDLAND CO COM 03948310 367 16464 SH SHR/OTHR 01 7358 9106 D ARCHER DANIELS MIDLAND CO COM 03948310 7987 358012 SH SHARED 02 358012 D ARCHER DANIELS MIDLAND CO COM 03948310 446 20000 SH SHARED 04 20000 D ARCHER DANIELS MIDLAND CO COM 03948310 15 694 SH SHARED 05 694 D ARCHER DANIELS MIDLAND CO COM 03948310 4496 201550 SH SHARED 06 201550 D ARCHER DANIELS MIDLAND CO COM 03948310 14894 667614 SH SHARED 10 667614 D ARCHIPELAGO HLDG INC COM 03957A10 400 19100 SH SHARED 19100 D ARCHIPELAGO HLDG INC COM 03957A10 2202 105000 SH SHARED 04 105000 D ARCHSTONE SMITH TR COM 03958310 38896 1015575 SH SHARED 1015575 D ARCHSTONE SMITH TR COM 03958310 538 14059 SH SHARED 01 8184 5875 D ARCHSTONE SMITH TR COM 03958310 145 3800 SH SHR/OTHR 01 3300 500 D ARCHSTONE SMITH TR COM 03958310 2936 76666 SH SHARED 02 76666 D ARCHSTONE SMITH TR COM 03958310 6890 179900 SH SHARED 10 179900 D ARCHSTONE SMITH TR COM 03958310 164467 4294179 SH SHARED 11 4294179 D ARCTIC CAT INC COM 03967010 957 36093 SH SHARED 36093 D ARCTIC CAT INC COM 03967010 1611 60775 SH SHARED 01 60775 D ARCTIC CAT INC COM 03967010 2563 96645 SH SHARED 02 96645 D ARCTIC CAT INC COM 03967010 1015 38300 SH SHARED 10 38300 D ARDEN GROUP INC CL A 03976210 247 2500 SH SHARED 2500 D ARDEN GROUP INC CL A 03976210 39 400 SH SHARED 10 400 D ARDEN RLTY INC COM 03979310 45 1200 SH SHARED 1200 D ARDEN RLTY INC COM 03979310 246 6545 SH SHARED 02 6545 D ARDEN RLTY INC COM 03979310 264959 7024385 SH SHARED 11 7024385 D ARENA PHARMACEUTICALS INC COM 04004710 1 238 SH SHARED 02 238 D ARES CAP CORP COM 04010L10 384 19800 SH SHARED 19800 D ARES CAP CORP COM 04010L10 645 33200 SH SHARED 02 33200 D ARES CAP CORP COM 04010L10 31 1600 SH SHARED 10 1600 D ARGON ST INC COM 04014910 242 6851 SH SHARED 6851 D ARGONAUT GROUP INC COM 04015710 1037 49102 SH SHARED 49102 D ARGONAUT GROUP INC COM 04015710 6 300 SH SHARED 01 300 D ARGONAUT GROUP INC COM 04015710 0 6 SH SHARED 02 6 D ARGONAUT GROUP INC COM 04015710 219 10400 SH SHARED 10 10400 D ARGONAUT TECHNOLOGIES INC COM 04017510 255 266232 SH SHARED 02 266232 D ARGOSY GAMING CO COM 04022810 3501 74969 SH SHARED 74969 D ARGOSY GAMING CO COM 04022810 5085 108900 SH SHARED 01 108900 D ARGOSY GAMING CO COM 04022810 9354 200307 SH SHARED 02 200307 D ARGOSY GAMING CO COM 04022810 454 9731 SH SHARED 10 9731 D ARIAD PHARMACEUTICALS INC COM 04033A10 911 122633 SH SHARED 122633 D ARIAD PHARMACEUTICALS INC COM 04033A10 60 8100 SH SHARED 01 8100 D ARIAD PHARMACEUTICALS INC COM 04033A10 20 2730 SH SHARED 02 2730 D ARIAD PHARMACEUTICALS INC COM 04033A10 1850 249000 SH SHARED 04 249000 D ARIAD PHARMACEUTICALS INC COM 04033A10 111 15000 SH SHARED 06 15000 D ARIAD PHARMACEUTICALS INC COM 04033A10 362 48800 SH SHARED 10 48800 D ARIBA INC COM NEW 04033V20 3513 211664 SH SHARED 211664 D ARIBA INC COM NEW 04033V20 102 6200 SH SHARED 01 6200 D ARIBA INC COM NEW 04033V20 0 16 SH SHARED 02 16 D ARIBA INC COM NEW 04033V20 2888 174000 SH SHARED 04 174000 D ARIBA INC COM NEW 04033V20 1405 84651 SH SHARED 10 84651 D ARISTOTLE CORP COM NEW 04044820 16 2287 SH SHARED 02 2287 D ARKANSAS BEST CORP DEL COM 04079010 148 3300 SH SHARED 3300 D ARKANSAS BEST CORP DEL COM 04079010 4315 96130 SH SHARED 96130 D ARKANSAS BEST CORP DEL COM 04079010 24 545 SH SHARED 02 545 D ARKANSAS BEST CORP DEL COM 04079010 385 8589 SH SHARED 10 8589 D ARM HLDGS PLC SPONSORED ADR 04206810 14347 2321590 SH SHARED 2321590 D ARMOR HOLDINGS INC COM 04226010 3022 64291 SH SHARED 64291 D ARMOR HOLDINGS INC COM 04226010 2082 44282 SH SHARED 02 44282 D ARMOR HOLDINGS INC COM 04226010 514 10941 SH SHARED 10 10941 D AROTECH CORP COM 04268210 109 67646 SH SHARED 67646 D AROTECH CORP COM 04268210 21 13300 SH SHARED 02 13300 D ARQULE INC COM 04269E10 356 61516 SH SHARED 61516 D ARQULE INC COM 04269E10 300 51958 SH SHARED 02 51958 D ARRIS GROUP INC COM 04269Q10 1443 205024 SH SHARED 205024 D ARRIS GROUP INC COM 04269Q10 7 1000 SH SHARED 01 1000 D ARRIS GROUP INC COM 04269Q10 2662 378147 SH SHARED 02 378147 D ARRIS GROUP INC COM 04269Q10 221 31500 SH SHARED 10 31500 D ARRAY BIOPHARMA INC COM 04269X10 543 57052 SH SHARED 57052 D ARRAY BIOPHARMA INC COM 04269X10 12 1300 SH SHARED 01 1300 D ARRAY BIOPHARMA INC COM 04269X10 4771 501240 SH SHARED 02 501240 D ARRAY BIOPHARMA INC COM 04269X10 5796 608900 SH SHARED 04 608900 D ARRAY BIOPHARMA INC COM 04269X10 127 13400 SH SHARED 10 13400 D ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 04269830 103 4900 SH SHARED 4900 D ARROW ELECTRS INC DBCV 2/2 042735AY 17154 32185500 PRN SHARED 32185500 D ARROW ELECTRS INC DBCV 2/2 042735AY 4129 7747000 PRN SHARED 02 7747000 D ARROW ELECTRS INC COM 04273510 65 2700 SH SHARED 2700 D ARROW ELECTRS INC COM 04273510 5784 238041 SH SHARED 238041 D ARROW ELECTRS INC COM 04273510 570 23475 SH SHARED 01 22975 500 D ARROW ELECTRS INC COM 04273510 5057 208116 SH SHARED 02 208116 D ARROW ELECTRS INC COM 04273510 240 9900 SH SHARED 10 9900 D ARROW FINL CORP COM 04274410 477 15407 SH SHARED 15407 D ARROW FINL CORP COM 04274410 9 320 SH SHARED 02 320 D ARROW FINL CORP COM 04274410 117 3780 SH SHARED 10 3780 D ARROW INTL INC COM 04276410 1574 50806 SH SHARED 50806 D ARROW INTL INC COM 04276410 12 400 SH SHARED 01 400 D ARROW INTL INC COM 04276410 28 906 SH SHARED 02 906 D ARROW INTL INC COM 04276410 266 8600 SH SHARED 10 8600 D ART TECHNOLOGY GROUP INC COM 04289L10 21 14600 SH SHARED 14600 D ART TECHNOLOGY GROUP INC COM 04289L10 22 15000 SH SHARED 02 15000 D ARTISAN COMPONENTS INC COM 04292310 0 184309 SH SHARED 184309 D ARTISAN COMPONENTS INC COM 04292310 0 6738 SH SHARED 02 6738 D ARTESYN TECHNOLOGIES INC NOTE 5.500% 8/1 043127AB 4574 2691000 PRN SHARED 2691000 D ARTESYN TECHNOLOGIES INC NOTE 5.500% 8/1 043127AB 1700 1000000 PRN SHARED 02 1000000 D ARTESYN TECHNOLOGIES INC COM 04312710 872 77226 SH SHARED 77226 D ARTESYN TECHNOLOGIES INC COM 04312710 1210 107100 SH SHARED 01 107100 D ARTESYN TECHNOLOGIES INC COM 04312710 1551 137290 SH SHARED 02 137290 D ARTESYN TECHNOLOGIES INC COM 04312710 1211 107207 SH SHARED 10 107207 D ARTHROCARE CORP COM 04313610 3327 103800 SH SHARED 103800 D ARTHROCARE CORP COM 04313610 2532 78980 SH SHARED 78980 D ARTHROCARE CORP COM 04313610 21838 681170 SH SHARED 01 678370 2500 300 D ARTHROCARE CORP COM 04313610 24 750 SH SHR/OTHR 01 750 D ARTHROCARE CORP COM 04313610 68 2141 SH SHARED 02 2141 D ARTHROCARE CORP COM 04313610 670 20900 SH SHARED 05 20900 D ARTHROCARE CORP COM 04313610 920 28700 SH SHARED 10 28700 D ARVINMERITOR INC COM 04335310 6287 281073 SH SHARED 281073 D ARVINMERITOR INC COM 04335310 439 19650 SH SHARED 01 18300 1350 D ARVINMERITOR INC COM 04335310 446 19953 SH SHARED 02 19953 D ARVINMERITOR INC COM 04335310 648 29000 SH SHARED 10 29000 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 1080 78392 SH SHARED 78392 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 88 6436 SH SHARED 02 6436 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 64 4700 SH SHARED 10 4700 D ASCENTIAL SOFTWARE CORP COM NEW 04362P20 2742 168150 SH SHARED 168150 D ASCENTIAL SOFTWARE CORP COM NEW 04362P20 170 10425 SH SHARED 01 10425 D ASCENTIAL SOFTWARE CORP COM NEW 04362P20 238 14652 SH SHARED 02 14652 D ASCENTIAL SOFTWARE CORP COM NEW 04362P20 378 23200 SH SHARED 10 23200 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 629 57885 SH SHARED 57885 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 128 11800 SH SHARED 10 11800 D ASHLAND INC COM 04420410 869 14900 SH SHARED 14900 D ASHLAND INC COM 04420410 35916 615226 SH SHARED 614463 763 D ASHLAND INC COM 04420410 1506 25800 SH SHARED 01 24700 1100 D ASHLAND INC COM 04420410 3706 63481 SH SHARED 02 63481 D ASHLAND INC COM 04420410 4777 81843 SH SHARED 10 81843 D ASIA PAC FD INC COM 04490110 219 15000 SH SHR/OTHR 01 15000 D ASIA PAC FD INC COM 04490110 20 1400 SH SHARED 02 1400 D ASHWORTH INC COM 04516H10 210 19322 SH SHARED 19322 D ASHWORTH INC COM 04516H10 212 19475 SH SHARED 02 19475 D ASIA TIGERS FD INC COM 04516T10 96 8331 SH SHARED 8331 D ASIA TIGERS FD INC COM 04516T10 365 31535 SH SHARED 02 31535 D ASIA SATELLITE TELECOMMUNCNT SPONSORED ADR 04516X10 11 600 SH SHARED 600 D ASIA SATELLITE TELECOMMUNCNT SPONSORED ADR 04516X10 67 3600 SH SHARED 02 3600 D ASK JEEVES INC NOTE 6/0 045174AB 364 209000 PRN SHARED 209000 D ASK JEEVES INC COM 04517410 588 21992 SH SHARED 21992 D ASK JEEVES INC COM 04517410 339 12700 SH SHARED 01 12700 D ASK JEEVES INC COM 04517410 5863 219200 SH SHARED 02 218900 300 D ASK JEEVES INC COM 04517410 1337 50000 SH SHARED 04 50000 D ASK JEEVES INC COM 04517410 1267 47370 SH SHARED 10 47370 D ASIAINFO HLDGS INC COM 04518A10 1153 193468 SH SHARED 193468 D ASIAINFO HLDGS INC COM 04518A10 13 2200 SH SHARED 01 2200 D ASIAINFO HLDGS INC COM 04518A10 462 77546 SH SHARED 02 77546 D ASIAINFO HLDGS INC COM 04518A10 101 17000 SH SHARED 10 17000 D ASPECT COMMUNICATIONS CORP COM 04523Q10 1003 90080 SH SHARED 90080 D ASPECT COMMUNICATIONS CORP COM 04523Q10 4199 377000 SH SHARED 01 377000 D ASPECT COMMUNICATIONS CORP COM 04523Q10 468 42014 SH SHARED 02 42014 D ASPECT COMMUNICATIONS CORP COM 04523Q10 1101 98900 SH SHARED 10 98900 D ASPECT MED SYS INC COM 04523510 545 22300 SH SHARED 22300 D ASPECT MED SYS INC COM 04523510 33 1384 SH SHARED 02 1384 D ASPECT MED SYS INC COM 04523510 144 5900 SH SHARED 10 5900 D ASPEN TECHNOLOGY INC SDCV 5.250% 6/1 045327AB 4 4850 PRN SHARED 4850 D ASPEN TECHNOLOGY INC COM 04532710 605 97502 SH SHARED 97502 D ASPEN TECHNOLOGY INC COM 04532710 2896 466400 SH SHARED 01 466400 D ASPEN TECHNOLOGY INC COM 04532710 208 33560 SH SHARED 02 33560 D ASPEN TECHNOLOGY INC COM 04532710 706 113796 SH SHARED 10 113796 D ASSET ACCEP CAP CORP COM 04543P10 301 14144 SH SHARED 14144 D ASSET ACCEP CAP CORP COM 04543P10 6 300 SH SHARED 02 300 D ASSOCIATED BANC CORP COM 04548710 5381 161961 SH SHARED 161961 D ASSOCIATED BANC CORP COM 04548710 1632 49135 SH SHARED 01 49135 D ASSOCIATED BANC CORP COM 04548710 1495 44991 SH SHARED 02 44991 D ASSOCIATED ESTATES RLTY CORP COM 04560410 146 14320 SH SHARED 02 14320 D ASSURANT INC COM 04621X10 782 25608 SH SHARED 25608 D ASSURANT INC COM 04621X10 858 28100 SH SHARED 02 28100 D ASSURANT INC COM 04621X10 24 790 SH SHARED 05 790 D ASTEA INTL INC COM NEW 04622E20 98 14600 SH SHARED 02 14600 D ASTA FDG INC COM 04622010 704 26263 SH SHARED 26263 D ASTA FDG INC COM 04622010 297 11100 SH SHARED 01 11100 D ASTA FDG INC COM 04622010 575 21424 SH SHARED 02 21424 D ASTA FDG INC COM 04622010 381 14200 SH SHARED 10 14200 D ASTEC INDS INC COM 04622410 433 25178 SH SHARED 25178 D ASTEC INDS INC COM 04622410 2259 131300 SH SHARED 01 131300 D ASTEC INDS INC COM 04622410 388 22567 SH SHARED 02 22567 D ASTEC INDS INC COM 04622410 1527 88760 SH SHARED 10 88760 D ASTORIA FINL CORP COM 04626510 791 19800 SH SHARED 19800 D ASTORIA FINL CORP COM 04626510 3040 76059 SH SHARED 76059 D ASTORIA FINL CORP COM 04626510 2760 69054 SH SHARED 01 69054 D ASTORIA FINL CORP COM 04626510 965 24166 SH SHARED 02 24166 D ASTRAZENECA PLC SPONSORED ADR 04635310 38162 1048700 SH SHARED 1027300 21400 D ASTRAZENECA PLC SPONSORED ADR 04635310 633 17414 SH SHARED 01 17414 D ASTRAZENECA PLC SPONSORED ADR 04635310 3904 107300 SH SHARED 02 107300 D ASTRAZENECA PLC SPONSORED ADR 04635310 305 8400 SH SHARED 06 8400 D ASTRO-MED INC NEW COM 04638F10 28 3298 SH SHARED 3298 D ASTRONICS CORP COM 04643310 107 21100 SH SHARED 02 21100 D AT ROAD INC COM 04648K10 625 90517 SH SHARED 90517 D AT ROAD INC COM 04648K10 411 59500 SH SHARED 01 39500 20000 D AT ROAD INC COM 04648K10 65 9407 SH SHARED 02 9407 D AT ROAD INC COM 04648K10 114 16500 SH SHARED 10 16500 D ASYST TECHNOLOGY CORP COM 04648X10 903 177564 SH SHARED 177564 D ASYST TECHNOLOGY CORP COM 04648X10 5631 1106408 SH SHARED 02 1106408 D ASYST TECHNOLOGY CORP COM 04648X10 113 22300 SH SHARED 10 22300 D ATARI INC COM 04651M10 242 82646 SH SHARED 82646 D ATARI INC COM 04651M10 42 14647 SH SHARED 02 14647 D ATARI INC COM 04651M10 16 5740 SH SHARED 10 5740 D ATHEROS COMMUNICATIONS INC COM 04743P10 178 17432 SH SHARED 17432 D ATHEROS COMMUNICATIONS INC COM 04743P10 46 4500 SH SHARED 01 4500 D ATHEROS COMMUNICATIONS INC COM 04743P10 327 31997 SH SHARED 02 31997 D ATHEROS COMMUNICATIONS INC COM 04743P10 57 5600 SH SHARED 10 5600 D ATHEROGENICS INC NOTE 4.500% 9/0 047439AB 362 208000 PRN SHARED 208000 D ATHEROGENICS INC NOTE 4.500% 9/0 047439AB 5551 3187000 PRN SHARED 02 3187000 D ATHEROGENICS INC COM 04743910 3277 139110 SH SHARED 139110 D ATHEROGENICS INC COM 04743910 13024 552823 SH SHARED 02 552823 D ATHEROGENICS INC COM 04743910 24408 1036000 SH SHARED 04 1036000 D ATHEROGENICS INC COM 04743910 1399 59400 SH SHARED 06 59400 D ATHEROGENICS INC COM 04743910 1557 66100 SH SHARED 10 66100 D ATLANTIC COAST AIRLINES HLDG NOTE 6.000% 2/1 048396AE 2325 5000000 PRN SHARED 5000000 D ATLANTIC COAST FED CORP COM 04842510 144 10500 SH SHARED 10500 D ATLANTIC TELE NETWORK INC COM NEW 04907920 2437 75000 SH SHARED 75000 D ATLANTIS PLASTICS INC COM 04915610 5 300 SH SHARED 300 D ATLAS AMER INC COM 04916710 135 3796 SH SHARED 3796 D ATLAS AMER INC COM 04916710 3 100 SH SHARED 02 100 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 178 4252 SH SHARED 4252 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 398 9500 SH SHR/OTHR 01 9500 D ATMEL CORP SDCV 5/2 049513AE 4331 9479000 PRN SHARED 9479000 D ATMEL CORP SDCV 5/2 049513AE 228 500000 PRN SHARED 02 500000 D ATMEL CORP COM 04951310 2441 622889 SH SHARED 622889 D ATMEL CORP COM 04951310 477 121900 SH SHARED 01 121900 D ATMEL CORP COM 04951310 1186 302669 SH SHARED 02 302669 D ATMEL CORP COM 04951310 37 9600 SH SHARED 10 9600 D ATMOS ENERGY CORP COM 04956010 5533 202307 SH SHARED 202307 D ATMOS ENERGY CORP COM 04956010 24 900 SH SHARED 01 900 D ATMOS ENERGY CORP COM 04956010 5 200 SH SHR/OTHR 01 200 D ATMOS ENERGY CORP COM 04956010 647 23683 SH SHARED 02 23683 D ATMOS ENERGY CORP COM 04956010 912 33360 SH SHARED 10 33360 D ATWOOD OCEANICS INC COM 05009510 3162 60693 SH SHARED 60693 D ATWOOD OCEANICS INC COM 05009510 52 1000 SH SHARED 01 1000 D ATWOOD OCEANICS INC COM 05009510 34 657 SH SHARED 02 657 D ATWOOD OCEANICS INC COM 05009510 203 3900 SH SHARED 10 3900 D AUBURN NATL BANCORP COM 05047310 973 46804 SH SHARED 02 46804 D AUDIBLE INC COM NEW 05069A30 714 27425 SH SHARED 27425 D AUDIBLE INC COM NEW 05069A30 17891 686825 SH SHARED 01 683800 2700 325 D AUDIBLE INC COM NEW 05069A30 26 1025 SH SHR/OTHR 01 1025 D AUDIBLE INC COM NEW 05069A30 844 32420 SH SHARED 02 32420 D AUDIBLE INC COM NEW 05069A30 424 16300 SH SHARED 05 16300 D AUDIBLE INC COM NEW 05069A30 424 16300 SH SHARED 10 16300 D AUDIOVOX CORP CL A 05075710 502 31869 SH SHARED 31869 D AUDIOVOX CORP CL A 05075710 53 3400 SH SHARED 01 3400 D AUDIOVOX CORP CL A 05075710 1 105 SH SHARED 02 105 D AUDIOVOX CORP CL A 05075710 121 7700 SH SHARED 10 7700 D AUGUST TECHNOLOGY CORP COM 05106U10 440 41866 SH SHARED 41866 D AUGUST TECHNOLOGY CORP COM 05106U10 144 13698 SH SHARED 02 13698 D AUGUST TECHNOLOGY CORP COM 05106U10 100 9500 SH SHARED 10 9500 D AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 05252830 2030 25090 SH SHARED 01 25090 D AUTHENTIDATE HLDG CORP COM 05266610 322 52090 SH SHARED 52090 D AUTHENTIDATE HLDG CORP COM 05266610 30 5000 SH SHR/OTHR 01 5000 D AUTHENTIDATE HLDG CORP COM 05266610 357 57704 SH SHARED 02 57704 D AUTHENTIDATE HLDG CORP COM 05266610 74 12000 SH SHARED 10 12000 D AUTOBYTEL INC COM 05275N10 631 104538 SH SHARED 104538 D AUTOBYTEL INC COM 05275N10 15 2508 SH SHARED 02 2508 D AUTOBYTEL INC COM 05275N10 122 20200 SH SHARED 10 20200 D AUTODESK INC COM 05276910 239 6300 SH SHARED 6300 D AUTODESK INC COM 05276910 52839 1392338 SH SHARED 1392338 D AUTODESK INC COM 05276910 7816 205959 SH SHARED 01 205959 D AUTODESK INC COM 05276910 4999 131736 SH SHARED 02 131736 D AUTODESK INC COM 05276910 94 2500 SH SHARED 05 2500 D AUTODESK INC COM 05276910 313 8258 SH SHARED 06 8258 D AUTODESK INC COM 05276910 7325 193030 SH SHARED 10 193030 D AUTOLIV INC COM 05280010 172 3579 SH SHARED 3579 D AUTOLIV INC COM 05280010 6237 129140 SH SHARED 01 129140 D AUTOLIV INC COM 05280010 7 153 SH SHR/OTHR 01 153 D AUTOLIV INC COM 05280010 794 16441 SH SHARED 02 16441 D AUTOLIV INC COM 05280010 516 10699 SH SHARED 06 10699 D AUTOLIV INC COM 05280010 425 8800 SH SHARED 10 8800 D AUTOMATIC DATA PROCESSING IN COM 05301510 151638 3419137 SH SHARED 3331512 87625 D AUTOMATIC DATA PROCESSING IN COM 05301510 186170 4197767 SH SHARED 01 3135773 76900 985094 D AUTOMATIC DATA PROCESSING IN COM 05301510 4802 108293 SH SHR/OTHR 01 33151 75142 D AUTOMATIC DATA PROCESSING IN COM 05301510 19109 430869 SH SHARED 02 430869 D AUTOMATIC DATA PROCESSING IN COM 05301510 96816 2183000 SH SHARED 04 2183000 D AUTOMATIC DATA PROCESSING IN COM 05301510 22 500 SH SHARED 05 500 D AUTOMATIC DATA PROCESSING IN COM 05301510 8854 199659 SH SHARED 06 199659 D AUTOMATIC DATA PROCESSING IN COM 05301510 50461 1137807 SH SHARED 10 1137807 D AUTONOMY CORP PLC ADR NEW 05329Q20 1197 78555 SH SHARED 78555 D AUTONATION INC COM 05329W10 195 10200 SH SHARED 10200 D AUTONATION INC COM 05329W10 23700 1233769 SH SHARED 1229569 4200 D AUTONATION INC COM 05329W10 495 25800 SH SHARED 01 25800 D AUTONATION INC COM 05329W10 1823 94946 SH SHARED 02 94946 D AUTONATION INC COM 05329W10 3918 204000 SH SHARED 10 204000 D AUTOZONE INC COM 05333210 2328 25500 SH SHARED 25500 D AUTOZONE INC COM 05333210 20097 220102 SH SHARED 211052 9050 D AUTOZONE INC COM 05333210 17734 194220 SH SHARED 01 191000 3220 D AUTOZONE INC COM 05333210 4488 49155 SH SHARED 02 49155 D AUTOZONE INC COM 05333210 4332 47450 SH SHARED 05 32210 15240 D AUTOZONE INC COM 05333210 77 850 SH SHARED 06 850 D AUTOZONE INC COM 05333210 11263 123353 SH SHARED 10 123353 D AUXILIUM PHARMACEUTICALS INC COM 05334D10 80 9100 SH SHARED 9100 D AUXILIUM PHARMACEUTICALS INC COM 05334D10 1450 163842 SH SHARED 02 163842 D AVALON HLDGS CORP CL A 05343P10 5 1800 SH SHARED 02 1800 D AVANIR PHARMACEUTICALS CL A 05348P10 2 700 SH SHARED 02 700 D AVANEX CORP COM 05348W10 968 292653 SH SHARED 292653 D AVANEX CORP COM 05348W10 520 157310 SH SHARED 02 157310 D AVANEX CORP COM 05348W10 93 28200 SH SHARED 10 28200 D AVALONBAY CMNTYS INC COM 05348410 4352 57800 SH SHARED 57800 D AVALONBAY CMNTYS INC COM 05348410 4051 53800 SH SHARED 01 52800 1000 D AVALONBAY CMNTYS INC COM 05348410 60 800 SH SHR/OTHR 01 800 D AVALONBAY CMNTYS INC COM 05348410 575 7641 SH SHARED 02 7641 D AVALONBAY CMNTYS INC COM 05348410 75 1000 SH SHARED 06 1000 D AVALONBAY CMNTYS INC COM 05348410 1204 16000 SH SHARED 10 16000 D AVALONBAY CMNTYS INC COM 05348410 359057 4768355 SH SHARED 11 4768355 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 296 147351 SH SHARED 147351 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 7 3700 SH SHARED 02 3700 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 69 34500 SH SHARED 10 34500 D AVATAR HLDGS INC COM 05349410 419 8724 SH SHARED 8724 D AVATAR HLDGS INC COM 05349410 587 12214 SH SHARED 02 12214 D AVATAR HLDGS INC COM 05349410 125 2600 SH SHARED 10 2600 D AVAYA INC COM 05349910 33081 1923319 SH SHARED 1870226 53093 D AVAYA INC COM 05349910 613 35669 SH SHARED 01 33658 2011 D AVAYA INC COM 05349910 211 12314 SH SHR/OTHR 01 10580 1734 D AVAYA INC COM 05349910 4104 238662 SH SHARED 02 238662 D AVAYA INC COM 05349910 120 6983 SH SHARED 06 6983 D AVAYA INC COM 05349910 9165 532852 SH SHARED 10 532852 D AVENTIS SPONSORED ADR 05356110 508 5420 SH SHARED 5420 D AVERY DENNISON CORP COM 05361110 19254 321065 SH SHARED 285840 35225 D AVERY DENNISON CORP COM 05361110 123120 2053032 SH SHARED 01 1461082 91700 500250 D AVERY DENNISON CORP COM 05361110 5429 90532 SH SHR/OTHR 01 42095 48437 D AVERY DENNISON CORP COM 05361110 2801 46715 SH SHARED 02 46715 D AVERY DENNISON CORP COM 05361110 113 1900 SH SHARED 06 1900 D AVERY DENNISON CORP COM 05361110 21575 359770 SH SHARED 10 359770 D AVIALL INC NEW COM 05366B10 1157 50388 SH SHARED 50388 D AVIALL INC NEW COM 05366B10 106 4650 SH SHARED 01 4650 D AVIALL INC NEW COM 05366B10 804 35008 SH SHARED 02 35008 D AVIALL INC NEW COM 05366B10 245 10700 SH SHARED 10 10700 D AVICI SYS INC COM NEW 05367L80 98 10834 SH SHARED 10834 D AVICI SYS INC COM NEW 05367L80 143 15900 SH SHARED 02 15900 D AVID TECHNOLOGY INC COM 05367P10 191 3100 SH SHARED 3100 D AVID TECHNOLOGY INC COM 05367P10 939 15220 SH SHARED 15220 D AVID TECHNOLOGY INC COM 05367P10 12288 199000 SH SHARED 01 199000 D AVID TECHNOLOGY INC COM 05367P10 282 4582 SH SHARED 02 4582 D AVID TECHNOLOGY INC COM 05367P10 5505 89160 SH SHARED 10 89160 D AVIGEN INC COM 05369010 55 17048 SH SHARED 17048 D AVIGEN INC COM 05369010 0 207 SH SHARED 02 207 D AVISTA CORP COM 05379B10 1952 110480 SH SHARED 110480 D AVISTA CORP COM 05379B10 4019 227500 SH SHARED 01 227500 D AVISTA CORP COM 05379B10 1301 73664 SH SHARED 02 73664 D AVISTA CORP COM 05379B10 504 28571 SH SHARED 10 28571 D AVNET INC COM 05380710 21 1200 SH SHARED 1200 D AVNET INC COM 05380710 7643 419043 SH SHARED 419043 D AVNET INC COM 05380710 357 19600 SH SHARED 01 19600 D AVNET INC COM 05380710 4591 251721 SH SHARED 02 251721 D AVNET INC COM 05380710 23 1275 SH SHARED 10 1275 D AVOCENT CORP COM 05389310 2701 66517 SH SHARED 57057 9460 D AVOCENT CORP COM 05389310 66747 1643623 SH SHARED 01 1636823 6400 400 D AVOCENT CORP COM 05389310 41 1025 SH SHR/OTHR 01 1025 D AVOCENT CORP COM 05389310 729 17959 SH SHARED 02 17959 D AVOCENT CORP COM 05389310 1226 30200 SH SHARED 10 30200 D AVON PRODS INC COM 05430310 114671 2963089 SH SHARED 2660025 303064 D AVON PRODS INC COM 05430310 78287 2022925 SH SHARED 01 369549 1327600 325776 D AVON PRODS INC COM 05430310 3921 101319 SH SHR/OTHR 01 39485 61834 D AVON PRODS INC COM 05430310 8206 212063 SH SHARED 02 212063 D AVON PRODS INC COM 05430310 4938 127600 SH SHARED 03 127600 D AVON PRODS INC COM 05430310 580 15000 SH SHARED 04 15000 D AVON PRODS INC COM 05430310 15848 409528 SH SHARED 05 207248 202280 D AVON PRODS INC COM 05430310 4561 117876 SH SHARED 06 117876 D AVON PRODS INC COM 05430310 647 16728 SH SHARED 07 16728 D AVON PRODS INC COM 05430310 1578 40800 SH SHARED 09 40800 D AVON PRODS INC COM 05430310 21715 561119 SH SHARED 10 561119 D AWARE INC MASS COM 05453N10 152 31507 SH SHARED 31507 D AWARE INC MASS COM 05453N10 24 5000 SH SHARED 01 5000 D AWARE INC MASS COM 05453N10 15 3100 SH SHARED 02 3100 D AXA SPONSORED ADR 05453610 663 26805 SH SHARED 26805 D AXCELIS TECHNOLOGIES INC COM 05454010 2222 273423 SH SHARED 273423 D AXCELIS TECHNOLOGIES INC COM 05454010 1555 191338 SH SHARED 01 191338 D AXCELIS TECHNOLOGIES INC COM 05454010 226 27827 SH SHARED 02 27827 D AXCELIS TECHNOLOGIES INC COM 05454010 1379 169700 SH SHARED 10 169700 D AXONYX INC COM 05461R10 746 120341 SH SHARED 120341 D AXONYX INC COM 05461R10 1019 164500 SH SHARED 01 151100 13400 D AXONYX INC COM 05461R10 607 97951 SH SHARED 02 97951 D AXONYX INC COM 05461R10 139 22500 SH SHARED 10 22500 D AXSYS TECHNOLOGIES INC COM 05461510 71 4100 SH SHARED 02 4100 D AZTAR CORP COM 05480210 387 11100 SH SHARED 11100 D AZTAR CORP COM 05480210 5980 171252 SH SHARED 171252 D AZTAR CORP COM 05480210 127 3650 SH SHARED 01 3650 D AZTAR CORP COM 05480210 0 5 SH SHARED 02 5 D AZTAR CORP COM 05480210 449 12860 SH SHARED 10 12860 D AXCAN PHARMA INC NOTE 4.250% 4/1 054923AB 2061 1358000 PRN SHARED 1358000 D AXCAN PHARMA INC NOTE 4.250% 4/1 054923AB 121 80000 PRN SHARED 02 80000 D AXCAN PHARMA INC COM 05492310 83 4326 SH SHARED 4326 D AXCAN PHARMA INC COM 05492310 7 400 SH SHARED 02 400 D BB&T CORP COM 05493710 138361 3290406 SH SHARED 3244256 46150 D BB&T CORP COM 05493710 91844 2184182 SH SHARED 01 1696338 48900 438944 D BB&T CORP COM 05493710 552 13150 SH SHR/OTHR 01 8500 4650 D BB&T CORP COM 05493710 12065 286939 SH SHARED 02 286939 D BB&T CORP COM 05493710 21 500 SH SHARED 05 500 D BB&T CORP COM 05493710 404 9625 SH SHARED 06 9625 D BB&T CORP COM 05493710 38009 903906 SH SHARED 10 903906 D B A S F A G SPONSORED ADR 05526250 15123 209987 SH SHARED 209987 D B A S F A G SPONSORED ADR 05526250 113 1580 SH SHARED 01 1580 D BCE INC COM 05534B10 77460 3210135 SH SHARED 3192135 18000 D BCE INC COM 05534B10 293 12171 SH SHARED 01 10671 1500 D BCE INC COM 05534B10 48 2000 SH SHR/OTHR 01 2000 D BCE INC COM 05534B10 4274 177152 SH SHARED 02 177152 D BCE INC COM 05534B10 24130 1000000 SH SHARED 04 1000000 D BCE INC COM 05534B10 12 520 SH SHARED 05 520 D BCE INC COM 05534B10 19 800 SH SHARED 06 800 D BCE INC COM 05534B10 1848 76585 SH SHARED 10 76585 D BEI TECHNOLOGIES INC COM 05538P10 623 20197 SH SHARED 20197 D BEI TECHNOLOGIES INC COM 05538P10 5715 185100 SH SHARED 01 185100 D BEI TECHNOLOGIES INC COM 05538P10 15 503 SH SHARED 02 503 D BEI TECHNOLOGIES INC COM 05538P10 1615 52300 SH SHARED 10 52300 D BFC FINL CORP CL A 05538420 152 12069 SH SHARED 12069 D BFC FINL CORP CL A 05538420 329 26020 SH SHARED 02 26020 D BG PLC ADR FIN INST N 05543420 2112 61316 SH SHARED 61316 D BG PLC ADR FIN INST N 05543420 54 1577 SH SHARED 01 1 1576 D BG PLC ADR FIN INST N 05543420 297 8625 SH SHR/OTHR 01 8625 D BHP BILLITON PLC SPONSORED ADR 05545E20 1102 47161 SH SHARED 01 47161 D BHP BILLITON PLC SPONSORED ADR 05545E20 112 4826 SH SHARED 02 4826 D BISYS GROUP INC NOTE 4.000% 3/1 055472AB 3976 4004800 PRN SHARED 4004800 D BISYS GROUP INC COM 05547210 6704 407591 SH SHARED 407591 D BISYS GROUP INC COM 05547210 7293 443400 SH SHARED 01 443400 D BISYS GROUP INC COM 05547210 1077 65484 SH SHARED 02 65484 D BISYS GROUP INC COM 05547210 764 46500 SH SHARED 10 46500 D BKF CAP GROUP INC COM 05548G10 1185 31287 SH SHARED 31287 D BKF CAP GROUP INC COM 05548G10 3 100 SH SHARED 02 100 D BKF CAP GROUP INC COM 05548G10 56 1500 SH SHARED 10 1500 D BJS WHOLESALE CLUB INC COM 05548J10 5358 183965 SH SHARED 183965 D BJS WHOLESALE CLUB INC COM 05548J10 3262 112000 SH SHARED 01 112000 D BJS WHOLESALE CLUB INC COM 05548J10 15 543 SH SHR/OTHR 01 543 D BJS WHOLESALE CLUB INC COM 05548J10 2067 70971 SH SHARED 02 70971 D BJS WHOLESALE CLUB INC COM 05548J10 681 23400 SH SHARED 10 23400 D BJ SVCS CO NOTE 0.500% 4/2 055482AF 867 1045000 PRN SHARED 1045000 D BJ SVCS CO NOTE 0.500% 4/2 055482AF 1091 1315000 PRN SHARED 02 1315000 D BJ SVCS CO COM 05548210 44197 949672 SH SHARED 912872 36800 D BJ SVCS CO COM 05548210 15583 334850 SH SHARED 01 289760 45000 90 D BJ SVCS CO COM 05548210 11 245 SH SHR/OTHR 01 245 D BJ SVCS CO COM 05548210 37295 801360 SH SHARED 02 801360 D BJ SVCS CO COM 05548210 65 1400 SH SHARED 06 1400 D BJ SVCS CO COM 05548210 13204 283729 SH SHARED 10 283729 D BOK FINL CORP COM NEW 05561Q20 29 606 SH SHARED 606 D BOK FINL CORP COM NEW 05561Q20 26 545 SH SHARED 01 545 D BOK FINL CORP COM NEW 05561Q20 90 1852 SH SHARED 02 1852 D BOC GROUP PLC SPONSORED ADR 05561760 183 4800 SH SHARED 4800 D BOC GROUP PLC SPONSORED ADR 05561760 38 1000 SH SHR/OTHR 01 1000 D BP PLC SPONSORED ADR 05562210 111121 1902766 SH SHARED 1902366 400 D BP PLC SPONSORED ADR 05562210 166610 2852915 SH SHARED 01 1844526 36800 971589 D BP PLC SPONSORED ADR 05562210 45257 774962 SH SHR/OTHR 01 304563 470399 D BP PLC SPONSORED ADR 05562210 981 16807 SH SHARED 02 16807 D BP PLC SPONSORED ADR 05562210 46 792 SH SHARED 05 792 D BP PLC SPONSORED ADR 05562210 293 5034 SH SHARED 06 5034 D BP PLC SPONSORED ADR 05562210 16434 281415 SH SHARED 10 281415 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 242 5016 SH SHARED 5016 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 241 5000 SH SHARED 01 5000 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 62 1300 SH SHR/OTHR 01 1300 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 19 400 SH SHARED 02 400 D BRE PROPERTIES INC CL A 05564E10 48 1200 SH SHARED 01 1200 D BRE PROPERTIES INC CL A 05564E10 257 6400 SH SHR/OTHR 01 5700 700 D BRE PROPERTIES INC CL A 05564E10 243 6041 SH SHARED 02 6041 D BRE PROPERTIES INC CL A 05564E10 176457 4377514 SH SHARED 11 4377514 D BNP RESIDENTIAL PPTYS INC COM 05564T10 32 2000 SH SHARED 02 2000 D BRT RLTY TR SH BEN INT NEW 05564530 0 8 SH SHARED 02 8 D BT GROUP PLC ADR 05577E10 1483 37536 SH SHARED 37536 D BMC SOFTWARE INC COM 05592110 10402 559287 SH SHARED 559287 D BMC SOFTWARE INC COM 05592110 655 35259 SH SHARED 01 33484 1775 D BMC SOFTWARE INC COM 05592110 182 9801 SH SHR/OTHR 01 9801 D BMC SOFTWARE INC COM 05592110 4899 263418 SH SHARED 02 263418 D BMC SOFTWARE INC COM 05592110 3 200 SH SHARED 05 200 D BMC SOFTWARE INC COM 05592110 201 10826 SH SHARED 06 10826 D BMC SOFTWARE INC COM 05592110 4318 232177 SH SHARED 10 232177 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 05603310 1 360 SH SHARED 02 360 D BAIRNCO CORP COM 05709710 377 34000 SH SHARED 02 34000 D BAKER MICHAEL CORP COM 05714910 241 12300 SH SHARED 02 12300 D BAKER HUGHES INC COM 05722410 90220 2114377 SH SHARED 2106527 7850 D BAKER HUGHES INC COM 05722410 123610 2896884 SH SHARED 01 709864 1838000 349020 D BAKER HUGHES INC COM 05722410 243 5710 SH SHR/OTHR 01 4110 1600 D BAKER HUGHES INC COM 05722410 19514 457341 SH SHARED 02 457341 D BAKER HUGHES INC COM 05722410 3200 75000 SH SHARED 04 75000 D BAKER HUGHES INC COM 05722410 7424 174000 SH SHARED 05 146000 28000 D BAKER HUGHES INC COM 05722410 4347 101893 SH SHARED 06 101893 D BAKER HUGHES INC COM 05722410 622 14600 SH SHARED 07 14600 D BAKER HUGHES INC COM 05722410 1523 35700 SH SHARED 09 35700 D BAKER HUGHES INC COM 05722410 16215 380026 SH SHARED 10 380026 D BALDOR ELEC CO COM 05774110 1806 65609 SH SHARED 65609 D BALDOR ELEC CO COM 05774110 36 1320 SH SHARED 01 1320 D BALDOR ELEC CO COM 05774110 411 14933 SH SHARED 02 14933 D BALDOR ELEC CO COM 05774110 383 13933 SH SHARED 10 13933 D BALDWIN & LYONS INC CL B 05775520 386 14437 SH SHARED 14437 D BALDWIN & LYONS INC CL B 05775520 40 1500 SH SHARED 01 1500 D BALDWIN & LYONS INC CL B 05775520 5 192 SH SHARED 02 192 D BALDWIN & LYONS INC CL B 05775520 78 2925 SH SHARED 10 2925 D BALL CORP COM 05849810 593 13500 SH SHARED 13500 D BALL CORP COM 05849810 13297 302360 SH SHARED 293660 8700 D BALL CORP COM 05849810 1800 40948 SH SHARED 01 40948 D BALL CORP COM 05849810 3335 75841 SH SHARED 02 75841 D BALL CORP COM 05849810 43 1000 SH SHARED 06 1000 D BALL CORP COM 05849810 4727 107492 SH SHARED 10 107492 D BALLANTYNE OMAHA INC COM 05851610 108 24000 SH SHARED 02 24000 D BALLARD PWR SYS INC COM 05858H10 591 87179 SH SHARED 66979 20200 D BALLARD PWR SYS INC COM 05858H10 2 400 SH SHARED 01 400 D BALLARD PWR SYS INC COM 05858H10 0 100 SH SHR/OTHR 01 100 D BALLARD PWR SYS INC COM 05858H10 679 100209 SH SHARED 02 100209 D BALLARD PWR SYS INC COM 05858H10 339 50000 SH SHARED 04 50000 D BALLARD PWR SYS INC COM 05858H10 9 1400 SH SHARED 06 1400 D BALLARD PWR SYS INC COM 05858H10 111 16500 SH SHARED 10 16500 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 8 2115 SH SHARED 2115 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 0 234 SH SHARED 01 234 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 0 32 SH SHARED 02 32 D BANCO BILBAO VIZCAYA ARGENT SPONSORED ADR 05892510 15 500 SH SHARED 02 500 D BANCFIRST CORP COM 05945F10 465 5900 SH SHARED 5900 D BANCFIRST CORP COM 05945F10 31 400 SH SHARED 01 400 D BANCFIRST CORP COM 05945F10 0 1 SH SHARED 02 1 D BANCFIRST CORP COM 05945F10 86 1100 SH SHARED 10 1100 D BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K10 374 21113 SH SHARED 21113 D BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K10 143 8064 SH SHARED 02 8064 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 300 12000 SH SHARED 12000 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 46694 1863300 SH SHARED 01 1863300 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 1127 45000 SH SHARED 04 45000 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 3732 148950 SH SHARED 05 148950 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 398 15900 SH SHARED 10 15900 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 3475 138700 SH SHARED 12 138700 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 511 6807 SH SHARED 5227 1580 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 25617 340800 SH SHARED 01 340800 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 2480 33000 SH SHARED 04 33000 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 112 1500 SH SHARED 05 1500 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 6013 80000 SH SHARED 06 80000 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 3735 49700 SH SHARED 12 49700 D BANCO SANTANDER CENT HISPANO ADR 05964H10 603 48766 SH SHARED 48766 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 9870 291500 SH SHARED 01 291500 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 643 19000 SH SHARED 04 19000 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 1940 57300 SH SHARED 12 57300 D BANCOLOMBIA S A SPON ADR PREF 05968L10 147 10480 SH SHARED 10480 D BANCOLOMBIA S A SPON ADR PREF 05968L10 6337 448800 SH SHARED 01 448800 D BANCOLOMBIA S A SPON ADR PREF 05968L10 353 25000 SH SHARED 04 25000 D BANCOLOMBIA S A SPON ADR PREF 05968L10 117 8300 SH SHARED 10 8300 D BANCOLOMBIA S A SPON ADR PREF 05968L10 766 54300 SH SHARED 12 54300 D BANCORP RHODE ISLAND INC COM 05969010 49 1250 SH SHR/OTHR 01 1250 D BANCORPSOUTH INC COM 05969210 3452 141669 SH SHARED 141669 D BANCORPSOUTH INC COM 05969210 30 1237 SH SHARED 01 1237 D BANCORPSOUTH INC COM 05969210 45 1869 SH SHARED 02 1869 D BANCORPSOUTH INC COM 05969210 696 28600 SH SHARED 10 28600 D BANCTRUST FINANCIAL GP COM 05978R10 374 15213 SH SHARED 15213 D BANCTRUST FINANCIAL GP COM 05978R10 0 2 SH SHARED 02 2 D BANCTRUST FINANCIAL GP COM 05978R10 34 1400 SH SHARED 10 1400 D BANDAG INC COM 05981510 2262 45413 SH SHARED 45413 D BANDAG INC COM 05981510 259 5200 SH SHARED 01 5200 D BANDAG INC COM 05981510 831 16703 SH SHARED 02 16703 D BANDAG INC COM 05981510 229 4600 SH SHARED 10 4600 D BANK OF AMERICA CORPORATION COM 06050510 1959 41708 SH SHARED 27460 14248 D BANK OF AMERICA CORPORATION COM 06050510 948234 20179495 SH SHARED 19825186 354309 D BANK OF AMERICA CORPORATION COM 06050510 655024 13939647 SH SHARED 01 7484038 3432900 3022709 D BANK OF AMERICA CORPORATION COM 06050510 33347 709662 SH SHR/OTHR 01 250400 459262 D BANK OF AMERICA CORPORATION COM 06050510 80766 1718806 SH SHARED 02 1718806 D BANK OF AMERICA CORPORATION COM 06050510 6071 129200 SH SHARED 03 129200 D BANK OF AMERICA CORPORATION COM 06050510 58511 1245200 SH SHARED 04 1245200 D BANK OF AMERICA CORPORATION COM 06050510 59346 1262952 SH SHARED 05 974886 288066 D BANK OF AMERICA CORPORATION COM 06050510 17071 363298 SH SHARED 06 363298 D BANK OF AMERICA CORPORATION COM 06050510 1634 34778 SH SHARED 07 34778 D BANK OF AMERICA CORPORATION COM 06050510 3975 84600 SH SHARED 09 84600 D BANK OF AMERICA CORPORATION COM 06050510 473919 10085531 SH SHARED 10 10085531 D BANK OF GRANITE CORP COM 06240110 524 25087 SH SHARED 25087 D BANK OF GRANITE CORP COM 06240110 7 365 SH SHARED 01 365 D BANK OF GRANITE CORP COM 06240110 151 7240 SH SHARED 02 7240 D BANK OF GRANITE CORP COM 06240110 79 3812 SH SHARED 10 3812 D BANK HAWAII CORP COM 06254010 2934 57827 SH SHARED 56927 900 D BANK HAWAII CORP COM 06254010 1136 22400 SH SHARED 01 17400 5000 D BANK HAWAII CORP COM 06254010 76 1500 SH SHR/OTHR 01 1500 D BANK HAWAII CORP COM 06254010 931 18351 SH SHARED 02 18351 D BANK MONTREAL QUE COM 06367110 1002 20830 SH SHARED 20830 D BANK MONTREAL QUE COM 06367110 209 4352 SH SHARED 01 4352 D BANK MONTREAL QUE COM 06367110 9942 206532 SH SHARED 02 206532 D BANK MONTREAL QUE COM 06367110 27199 565000 SH SHARED 04 565000 D BANK MONTREAL QUE COM 06367110 20 428 SH SHARED 05 428 D BANK MONTREAL QUE COM 06367110 2647 55000 SH SHARED 06 55000 D BANK MONTREAL QUE COM 06367110 5851 121545 SH SHARED 10 121545 D BANK MUTUAL CORP NEW COM 06375010 1802 148106 SH SHARED 148106 D BANK MUTUAL CORP NEW COM 06375010 295 24300 SH SHARED 01 24300 D BANK MUTUAL CORP NEW COM 06375010 739 60741 SH SHARED 10 60741 D BANK OF THE OZARKS INC COM 06390410 671 19718 SH SHARED 19718 D BANK OF THE OZARKS INC COM 06390410 1082 31800 SH SHARED 01 31800 D BANK OF THE OZARKS INC COM 06390410 25 739 SH SHARED 02 739 D BANK OF THE OZARKS INC COM 06390410 275 8100 SH SHARED 10 8100 D BANK NEW YORK INC COM 06405710 131108 3923065 SH SHARED 3743065 180000 D BANK NEW YORK INC COM 06405710 18374 549795 SH SHARED 01 162486 387309 D BANK NEW YORK INC COM 06405710 5371 160730 SH SHR/OTHR 01 126380 34350 D BANK NEW YORK INC COM 06405710 27873 834051 SH SHARED 02 834051 D BANK NEW YORK INC COM 06405710 150 4500 SH SHARED 03 4500 D BANK NEW YORK INC COM 06405710 1002 30000 SH SHARED 04 30000 D BANK NEW YORK INC COM 06405710 23 700 SH SHARED 05 700 D BANK NEW YORK INC COM 06405710 449 13446 SH SHARED 06 13446 D BANK NEW YORK INC COM 06405710 30195 903515 SH SHARED 10 903515 D BANK NOVA SCOTIA HALIFAX COM 06414910 45593 1346926 SH SHARED 1168642 178284 D BANK NOVA SCOTIA HALIFAX COM 06414910 4083 120647 SH SHARED 01 8747 111900 D BANK NOVA SCOTIA HALIFAX COM 06414910 19258 568942 SH SHARED 02 568942 D BANK NOVA SCOTIA HALIFAX COM 06414910 11619 343262 SH SHARED 05 221822 121440 D BANK NOVA SCOTIA HALIFAX COM 06414910 189 5600 SH SHARED 06 5600 D BANK NOVA SCOTIA HALIFAX COM 06414910 809 23900 SH SHARED 07 23900 D BANK NOVA SCOTIA HALIFAX COM 06414910 8270 244328 SH SHARED 10 244328 D BANK NOVA SCOTIA HALIFAX COM 06414910 2423 71600 SH SHARED 12 71600 D BANKATLANTIC BANCORP CL A 06590850 1646 82715 SH SHARED 82715 D BANKATLANTIC BANCORP CL A 06590850 3205 161100 SH SHARED 01 161100 D BANKATLANTIC BANCORP CL A 06590850 4 211 SH SHARED 02 211 D BANKATLANTIC BANCORP CL A 06590850 388 19500 SH SHARED 10 19500 D BANKNORTH GROUP INC NEW COM 06646R10 7711 210702 SH SHARED 210702 D BANKNORTH GROUP INC NEW COM 06646R10 2205 60253 SH SHARED 01 57335 2918 D BANKNORTH GROUP INC NEW COM 06646R10 20578 562241 SH SHARED 02 562241 D BANKNORTH GROUP INC NEW COM 06646R10 51 1400 SH SHARED 06 1400 D BANKNORTH GROUP INC NEW COM 06646R10 4904 134011 SH SHARED 10 134011 D BANKRATE INC COM 06646V10 279 20149 SH SHARED 20149 D BANKRATE INC COM 06646V10 209 15144 SH SHARED 02 15144 D BANKUNITED FINL CORP NOTE 3.125% 3/0 06652BAE 2 2250 PRN SHARED 2250 D BANKUNITED FINL CORP CL A 06652B10 2132 66747 SH SHARED 66747 D BANKUNITED FINL CORP CL A 06652B10 6083 190400 SH SHARED 01 190400 D BANKUNITED FINL CORP CL A 06652B10 10 326 SH SHARED 02 326 D BANKUNITED FINL CORP CL A 06652B10 562 17600 SH SHARED 10 17600 D BANNER CORP COM 06652V10 594 19071 SH SHARED 19071 D BANNER CORP COM 06652V10 904 29000 SH SHARED 01 29000 D BANNER CORP COM 06652V10 0 3 SH SHARED 02 3 D BANNER CORP COM 06652V10 776 24900 SH SHARED 10 24900 D BANTA CORP COM 06682110 205 4600 SH SHARED 4600 D BANTA CORP COM 06682110 4133 92346 SH SHARED 92346 D BANTA CORP COM 06682110 1055 23580 SH SHARED 01 23580 D BANTA CORP COM 06682110 407 9110 SH SHARED 02 9110 D BANTA CORP COM 06682110 465 10400 SH SHARED 10 10400 D BARCLAYS PLC ADR 06738E20 13440 294233 SH SHARED 294233 D BARD C R INC COM 06738310 16488 257716 SH SHARED 257716 D BARD C R INC COM 06738310 64120 1002200 SH SHARED 01 573000 348300 80900 D BARD C R INC COM 06738310 11 179 SH SHR/OTHR 01 179 D BARD C R INC COM 06738310 4575 71521 SH SHARED 02 71521 D BARD C R INC COM 06738310 9373 146500 SH SHARED 03 146500 D BARD C R INC COM 06738310 5118 80000 SH SHARED 04 80000 D BARD C R INC COM 06738310 5188 81100 SH SHARED 05 81100 D BARD C R INC COM 06738310 627 9800 SH SHARED 06 9800 D BARD C R INC COM 06738310 11362 177592 SH SHARED 10 177592 D BARNES & NOBLE INC COM 06777410 154 4800 SH SHARED 4800 D BARNES & NOBLE INC COM 06777410 6314 195664 SH SHARED 195664 D BARNES & NOBLE INC COM 06777410 4753 147300 SH SHARED 01 147300 D BARNES & NOBLE INC COM 06777410 2489 77159 SH SHARED 02 77159 D BARNES & NOBLE INC COM 06777410 88 2727 SH SHARED 06 2727 D BARNES GROUP INC COM 06780610 1049 39595 SH SHARED 39595 D BARNES GROUP INC COM 06780610 15 600 SH SHARED 01 600 D BARNES GROUP INC COM 06780610 0 3 SH SHARED 02 3 D BARNES GROUP INC COM 06780610 159 6000 SH SHARED 10 6000 D BARRICK GOLD CORP COM 06790110 22362 923314 SH SHARED 919819 3495 D BARRICK GOLD CORP COM 06790110 24151 997182 SH SHARED 01 988375 8807 D BARRICK GOLD CORP COM 06790110 96 4000 SH SHR/OTHR 01 4000 D BARRICK GOLD CORP COM 06790110 13401 553306 SH SHARED 02 553306 D BARRICK GOLD CORP COM 06790110 5812 240000 SH SHARED 04 240000 D BARRICK GOLD CORP COM 06790110 16 700 SH SHARED 05 700 D BARRICK GOLD CORP COM 06790110 48 2000 SH SHARED 06 2000 D BARRICK GOLD CORP COM 06790110 5686 234800 SH SHARED 10 234800 D BARNWELL INDS INC COM 06822110 51 700 SH SHARED 01 700 D BARR PHARMACEUTICALS INC COM 06830610 4624 101554 SH SHARED 101554 D BARR PHARMACEUTICALS INC COM 06830610 1572 34530 SH SHARED 01 33800 730 D BARR PHARMACEUTICALS INC COM 06830610 124 2744 SH SHR/OTHR 01 2744 D BARR PHARMACEUTICALS INC COM 06830610 2276 49990 SH SHARED 02 49990 D BARR PHARMACEUTICALS INC COM 06830610 612 13450 SH SHARED 04 13450 D BARRETT BILL CORP COM 06846N10 863 27000 SH SHARED 27000 D BARRETT BILL CORP COM 06846N10 11260 352000 SH SHARED 01 350400 1600 D BARRETT BILL CORP COM 06846N10 137 4300 SH SHARED 10 4300 D BARRIER THERAPEUTICS INC COM 06850R10 194 11704 SH SHARED 11704 D BARRIER THERAPEUTICS INC COM 06850R10 2025 122000 SH SHARED 01 112900 9100 D BARRIER THERAPEUTICS INC COM 06850R10 13 803 SH SHARED 02 803 D BARRIER THERAPEUTICS INC COM 06850R10 177 10700 SH SHARED 06 10700 D BASSETT FURNITURE INDS INC COM 07020310 397 20256 SH SHARED 20256 D BASSETT FURNITURE INDS INC COM 07020310 0 1 SH SHARED 01 1 D BASSETT FURNITURE INDS INC COM 07020310 422 21530 SH SHARED 02 21530 D BASSETT FURNITURE INDS INC COM 07020310 88 4500 SH SHARED 10 4500 D BAUSCH & LOMB INC COM 07170710 1418 22000 SH SHARED 22000 D BAUSCH & LOMB INC COM 07170710 52964 821667 SH SHARED 808407 13260 D BAUSCH & LOMB INC COM 07170710 3229 50101 SH SHARED 01 50101 D BAUSCH & LOMB INC COM 07170710 2806 43544 SH SHARED 02 43544 D BAUSCH & LOMB INC COM 07170710 4127 64035 SH SHARED 10 64035 D BAXTER INTL INC COM 07181310 65031 1882778 SH SHARED 1719124 163654 D BAXTER INTL INC COM 07181310 247924 7177894 SH SHARED 01 5145853 745300 1286741 D BAXTER INTL INC COM 07181310 5962 172628 SH SHR/OTHR 01 146340 26288 D BAXTER INTL INC COM 07181310 27566 798091 SH SHARED 02 798091 D BAXTER INTL INC COM 07181310 113954 3299200 SH SHARED 04 3299200 D BAXTER INTL INC COM 07181310 20 600 SH SHARED 05 600 D BAXTER INTL INC COM 07181310 2352 68101 SH SHARED 06 68101 D BAXTER INTL INC COM 07181310 52599 1522854 SH SHARED 10 1522854 D BAXTER INTL INC CORP UNITS 7% 07181340 24 430 SH SHARED 01 430 D BAXTER INTL INC CORP UNITS 7% 07181340 28 500 SH SHR/OTHR 01 500 D BAY VIEW CAP CORP DEL COM NEW 07262L30 2981 194723 SH SHARED 194723 D BAY VIEW CAP CORP DEL COM NEW 07262L30 0 6 SH SHARED 02 6 D BAYER A G SPONSORED ADR 07273030 7222 212564 SH SHARED 212564 D BBVA BANCO FRANCES S A SPONSORED ADR 07329M10 90 12590 SH SHARED 12590 D BE AEROSPACE INC COM 07330210 1347 115793 SH SHARED 115793 D BE AEROSPACE INC COM 07330210 1235 106164 SH SHARED 02 106164 D BE AEROSPACE INC COM 07330210 280 24100 SH SHARED 10 24100 D BE SEMICONDUCTOR INDS N V NY REGSTRY SHS 07332010 0 74 SH SHARED 02 74 D BEA SYS INC NOTE 4.000%12/1 073325AD 24460 24412000 PRN SHARED 24412000 D BEA SYS INC COM 07332510 14888 1680362 SH SHARED 1680362 D BEA SYS INC COM 07332510 46119 5205307 SH SHARED 01 5178207 21600 5500 D BEA SYS INC COM 07332510 6015 678974 SH SHARED 02 678974 D BEA SYS INC COM 07332510 689 77800 SH SHARED 03 77800 D BEA SYS INC COM 07332510 9657 1090000 SH SHARED 04 1090000 D BEA SYS INC COM 07332510 2141 241700 SH SHARED 05 241700 D BEA SYS INC COM 07332510 1584 178800 SH SHARED 06 178800 D BEA SYS INC COM 07332510 3099 349844 SH SHARED 10 349844 D BEACON ROOFING SUPPLY INC COM 07368510 492 24800 SH SHARED 24800 D BEACON ROOFING SUPPLY INC COM 07368510 83 4200 SH SHARED 10 4200 D BEAR STEARNS COS INC COM 07390210 767 7500 SH SHARED 7500 D BEAR STEARNS COS INC COM 07390210 70962 693606 SH SHARED 674181 19425 D BEAR STEARNS COS INC COM 07390210 118632 1159543 SH SHARED 01 964010 20800 174733 D BEAR STEARNS COS INC COM 07390210 189 1850 SH SHR/OTHR 01 1850 D BEAR STEARNS COS INC COM 07390210 33849 330849 SH SHARED 02 330849 D BEAR STEARNS COS INC COM 07390210 6752 66000 SH SHARED 04 66000 D BEAR STEARNS COS INC COM 07390210 28119 274842 SH SHARED 10 274842 D BEARINGPOINT INC COM 07400210 1509 188000 SH SHARED 188000 D BEARINGPOINT INC COM 07400210 13 1700 SH SHARED 01 1700 D BEARINGPOINT INC COM 07400210 1933 240830 SH SHARED 02 240830 D BEASLEY BROADCAST GROUP INC CL A 07401410 169 9656 SH SHARED 9656 D BEASLEY BROADCAST GROUP INC CL A 07401410 0 2 SH SHARED 02 2 D BEASLEY BROADCAST GROUP INC CL A 07401410 28 1600 SH SHARED 10 1600 D BEAZER HOMES USA INC NOTE 4.625% 6/1 07556QAL 10805 8700000 PRN SHARED 8700000 D BEAZER HOMES USA INC COM 07556Q10 10968 75018 SH SHARED 74418 600 D BEAZER HOMES USA INC COM 07556Q10 1314 8990 SH SHARED 01 8990 D BEAZER HOMES USA INC COM 07556Q10 1768 12098 SH SHARED 02 12098 D BEAZER HOMES USA INC COM 07556Q10 760 5198 SH SHARED 10 5198 D BEBE STORES INC COM 07557110 522 19374 SH SHARED 19374 D BEBE STORES INC COM 07557110 8 312 SH SHARED 01 312 D BEBE STORES INC COM 07557110 22 837 SH SHR/OTHR 01 837 D BEBE STORES INC COM 07557110 32 1208 SH SHARED 02 1208 D BEBE STORES INC COM 07557110 131 4862 SH SHARED 10 4862 D BECKMAN COULTER INC COM 07581110 1326 19800 SH SHARED 19800 D BECKMAN COULTER INC COM 07581110 6544 97690 SH SHARED 97690 D BECKMAN COULTER INC COM 07581110 16160 241242 SH SHARED 01 238400 2400 442 D BECKMAN COULTER INC COM 07581110 1654 24702 SH SHARED 02 24702 D BECKMAN COULTER INC COM 07581110 2337 34900 SH SHARED 10 34900 D BECTON DICKINSON & CO COM 07588710 54786 964555 SH SHARED 963580 975 D BECTON DICKINSON & CO COM 07588710 56716 998524 SH SHARED 01 559442 5625 433457 D BECTON DICKINSON & CO COM 07588710 4776 84085 SH SHR/OTHR 01 19775 64310 D BECTON DICKINSON & CO COM 07588710 8580 151071 SH SHARED 02 151071 D BECTON DICKINSON & CO COM 07588710 1931 34000 SH SHARED 04 34000 D BECTON DICKINSON & CO COM 07588710 11 200 SH SHARED 05 200 D BECTON DICKINSON & CO COM 07588710 839 14778 SH SHARED 06 14778 D BECTON DICKINSON & CO COM 07588710 82480 1452114 SH SHARED 10 1452114 D BED BATH & BEYOND INC COM 07589610 109992 2761542 SH SHARED 2761542 D BED BATH & BEYOND INC COM 07589610 36614 919275 SH SHARED 01 398245 311260 209770 D BED BATH & BEYOND INC COM 07589610 1636 41097 SH SHR/OTHR 01 17820 23277 D BED BATH & BEYOND INC COM 07589610 13849 347724 SH SHARED 02 347724 D BED BATH & BEYOND INC COM 07589610 12562 315400 SH SHARED 03 315400 D BED BATH & BEYOND INC COM 07589610 2389 60000 SH SHARED 04 60000 D BED BATH & BEYOND INC COM 07589610 3593 90220 SH SHARED 05 88700 1520 D BED BATH & BEYOND INC COM 07589610 205 5150 SH SHARED 06 5150 D BED BATH & BEYOND INC COM 07589610 15113 379443 SH SHARED 10 379443 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 1080 38040 SH SHARED 38040 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 275 9700 SH SHARED 01 5700 4000 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 17 607 SH SHARED 02 607 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 295 10400 SH SHARED 10 10400 D BEL FUSE INC CL B 07734730 2183 64622 SH SHARED 64622 D BEL FUSE INC CL B 07734730 10 300 SH SHARED 01 300 D BEL FUSE INC CL B 07734730 456 13503 SH SHARED 02 13503 D BEL FUSE INC CL B 07734730 129 3835 SH SHARED 10 3835 D BELDEN CDT INC COM 07745410 2073 89368 SH SHARED 89368 D BELDEN CDT INC COM 07745410 1326 57170 SH SHARED 01 57170 D BELDEN CDT INC COM 07745410 251 10829 SH SHARED 02 10829 D BELDEN CDT INC COM 07745410 1460 62938 SH SHARED 10 62938 D BELL MICROPRODUCTS INC COM 07813710 54 5679 SH SHARED 5679 D BELL MICROPRODUCTS INC COM 07813710 339 35324 SH SHARED 02 35324 D BELLSOUTH CORP COM 07986010 294 10600 SH SHARED 10600 D BELLSOUTH CORP COM 07986010 295963 10650010 SH SHARED 10648860 1150 D BELLSOUTH CORP COM 07986010 21186 762382 SH SHARED 01 610695 151687 D BELLSOUTH CORP COM 07986010 4094 147322 SH SHR/OTHR 01 55264 92058 D BELLSOUTH CORP COM 07986010 36160 1301199 SH SHARED 02 1301199 D BELLSOUTH CORP COM 07986010 36543 1315000 SH SHARED 04 1315000 D BELLSOUTH CORP COM 07986010 36 1300 SH SHARED 05 1300 D BELLSOUTH CORP COM 07986010 1333 48001 SH SHARED 06 48001 D BELLSOUTH CORP COM 07986010 53934 1940785 SH SHARED 10 1940785 D BELMONT BANCORP COM 08016210 181 29571 SH SHARED 02 29571 D BELO CORP COM SER A 08055510 2562 97658 SH SHARED 97658 D BELO CORP COM SER A 08055510 4693 178876 SH SHARED 01 33700 145176 D BELO CORP COM SER A 08055510 986 37577 SH SHARED 02 37577 D BEMA GOLD CORP COM 08135F10 7058 2314100 SH SHARED 2314100 D BEMA GOLD CORP COM 08135F10 22265 7300000 SH SHARED 01 7300000 D BEMA GOLD CORP COM 08135F10 12 4000 SH SHR/OTHR 01 4000 D BEMA GOLD CORP COM 08135F10 14 4638 SH SHARED 02 4638 D BEMA GOLD CORP COM 08135F10 1616 530000 SH SHARED 04 530000 D BEMIS INC COM 08143710 12487 429254 SH SHARED 429254 D BEMIS INC COM 08143710 596 20500 SH SHARED 01 18500 2000 D BEMIS INC COM 08143710 2918 100341 SH SHARED 02 100341 D BEMIS INC COM 08143710 1985 68244 SH SHARED 10 68244 D BENCHMARK ELECTRS INC COM 08160H10 187 5500 SH SHARED 5500 D BENCHMARK ELECTRS INC COM 08160H10 2616 76741 SH SHARED 76741 D BENCHMARK ELECTRS INC COM 08160H10 125 3675 SH SHARED 01 3675 D BENCHMARK ELECTRS INC COM 08160H10 1309 38394 SH SHARED 02 38394 D BENCHMARK ELECTRS INC COM 08160H10 1333 39109 SH SHARED 10 39109 D BENNETT ENVIRONMENTAL INC COM 08190610 49 14002 SH SHARED 02 14002 D BENTLEY PHARMACEUTICALS INC COM 08265710 303 28200 SH SHARED 28200 D BENTLEY PHARMACEUTICALS INC COM 08265710 290 27000 SH SHARED 01 27000 D BENTLEY PHARMACEUTICALS INC COM 08265710 8 800 SH SHARED 02 800 D BENTLEY PHARMACEUTICALS INC COM 08265710 65 6100 SH SHARED 10 6100 D BERKLEY W R CORP COM 08442310 4778 101301 SH SHARED 101301 D BERKLEY W R CORP COM 08442310 32456 688075 SH SHARED 01 688075 D BERKLEY W R CORP COM 08442310 1257 26650 SH SHARED 02 26650 D BERKLEY W R CORP COM 08442310 89 1896 SH SHARED 06 1896 D BERKLEY W R CORP COM 08442310 4 105 SH SHARED 10 105 D BERKSHIRE BANCORP INC DEL COM NEW 08459720 1 90 SH SHARED 02 90 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 80 SH SHARED 76 4 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 347 SH SHARED 01 29 318 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 12 SH SHR/OTHR 01 7 5 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 549 187 SH SHARED 140 47 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 10493 3574 SH SHARED 01 569 3005 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 5484 1868 SH SHR/OTHR 01 679 1189 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 146 50 SH SHARED 05 50 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 23570 8028 SH SHARED 10 8028 D BERKSHIRE HILLS BANCORP INC COM 08468010 347 9359 SH SHARED 9359 D BERKSHIRE HILLS BANCORP INC COM 08468010 96 2600 SH SHARED 10 2600 D BERRY PETE CO CL A 08578910 1563 32780 SH SHARED 32780 D BERRY PETE CO CL A 08578910 88 1860 SH SHARED 01 1860 D BERRY PETE CO CL A 08578910 0 5 SH SHARED 02 5 D BERRY PETE CO CL A 08578910 395 8300 SH SHARED 10 8300 D BEST BUY INC SDCV 2.250% 1/1 086516AF 14082 13003310 PRN SHARED 13003310 D BEST BUY INC COM 08651610 53098 893618 SH SHARED 890718 2900 D BEST BUY INC COM 08651610 8659 145733 SH SHARED 01 145358 375 D BEST BUY INC COM 08651610 118 2000 SH SHR/OTHR 01 2000 D BEST BUY INC COM 08651610 20871 351262 SH SHARED 02 351262 D BEST BUY INC COM 08651610 2558 43050 SH SHARED 04 43050 D BEST BUY INC COM 08651610 5 100 SH SHARED 05 100 D BEST BUY INC COM 08651610 269 4530 SH SHARED 06 4530 D BEST BUY INC COM 08651610 49070 825832 SH SHARED 10 825832 D BEVERLY ENTERPRISES INC NOTE 2.750%11/0 087851AR 8 6000 PRN SHARED 6000 D BEVERLY ENTERPRISES INC NOTE 2.750%11/0 087851AR 3225 2275000 PRN SHARED 02 2275000 D BEVERLY ENTERPRISES INC COM NEW 08785130 159 17400 SH SHARED 17400 D BEVERLY ENTERPRISES INC COM NEW 08785130 5532 604643 SH SHARED 604643 D BEVERLY ENTERPRISES INC COM NEW 08785130 23858 2607509 SH SHARED 01 2594459 11700 1350 D BEVERLY ENTERPRISES INC COM NEW 08785130 32 3525 SH SHR/OTHR 01 3525 D BEVERLY ENTERPRISES INC COM NEW 08785130 501 54825 SH SHARED 02 54825 D BEVERLY ENTERPRISES INC COM NEW 08785130 371 40577 SH SHARED 10 40577 D BEVERLY HILLS BANCORP DEL COM 08786610 245 24301 SH SHARED 24301 D BEVERLY HILLS BANCORP DEL COM 08786610 61 6102 SH SHARED 02 6102 D BHP BILLITON LTD SPONSORED ADR 08860610 793 33036 SH SHARED 32036 1000 D BHP BILLITON LTD SPONSORED ADR 08860610 5046 210103 SH SHARED 01 38700 171403 D BHP BILLITON LTD SPONSORED ADR 08860610 117 4900 SH SHR/OTHR 01 4600 300 D BHP BILLITON LTD SPONSORED ADR 08860610 35 1477 SH SHARED 02 1477 D BIG 5 SPORTING GOODS CORP COM 08915P10 1239 42542 SH SHARED 42542 D BIG 5 SPORTING GOODS CORP COM 08915P10 29 1001 SH SHARED 02 1001 D BIG 5 SPORTING GOODS CORP COM 08915P10 206 7100 SH SHARED 10 7100 D BIG LOTS INC COM 08930210 3678 303282 SH SHARED 303282 D BIG LOTS INC COM 08930210 996 82192 SH SHARED 02 82192 D BIG LOTS INC COM 08930210 522 43100 SH SHARED 04 43100 D BIG LOTS INC COM 08930210 963 79456 SH SHARED 10 79456 D BIMINI MTG MGMT INC CL A 09031E40 462 28800 SH SHARED 28800 D BIMINI MTG MGMT INC CL A 09031E40 57 3600 SH SHARED 10 3600 D BINDVIEW DEV CORP COM 09032710 103 24030 SH SHARED 24030 D BINDVIEW DEV CORP COM 09032710 339 79244 SH SHARED 02 79244 D BIO-REFERENCE LABS INC COM $.01 NEW 09057G60 534 30704 SH SHARED 30704 D BIO-REFERENCE LABS INC COM $.01 NEW 09057G60 257 14809 SH SHARED 02 14809 D BIO-REFERENCE LABS INC COM $.01 NEW 09057G60 67 3900 SH SHARED 10 3900 D BIO RAD LABS INC CL A 09057220 2329 40599 SH SHARED 40599 D BIO RAD LABS INC CL A 09057220 34 600 SH SHARED 01 600 D BIO RAD LABS INC CL A 09057220 6 109 SH SHARED 02 109 D BIO RAD LABS INC CL A 09057220 361 6300 SH SHARED 10 6300 D BIOCRYST PHARMACEUTICALS COM 09058V10 221 38385 SH SHARED 38385 D BIOCRYST PHARMACEUTICALS COM 09058V10 3300 571002 SH SHARED 02 571002 D BIOCRYST PHARMACEUTICALS COM 09058V10 45 7900 SH SHARED 10 7900 D BIOENVISION INC COM 09059N10 720 80443 SH SHARED 80443 D BIOENVISION INC COM 09059N10 67 7505 SH SHARED 02 7505 D BIOENVISION INC COM 09059N10 8167 911501 SH SHARED 04 911501 D BIOENVISION INC COM 09059N10 34 3800 SH SHARED 06 3800 D BIOENVISION INC COM 09059N10 463 51700 SH SHARED 10 51700 D BIOJECT MED TECH INC COM NEW 09059T20 2 1670 SH SHARED 1670 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 969 151787 SH SHARED 151787 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 15 2400 SH SHARED 01 2400 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 20 3215 SH SHARED 02 3215 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 257 40328 SH SHARED 10 40328 D BIOMET INC COM 09061310 102133 2353857 SH SHARED 2353857 D BIOMET INC COM 09061310 84047 1937021 SH SHARED 01 94972 1390850 451199 D BIOMET INC COM 09061310 1742 40161 SH SHR/OTHR 01 6490 33671 D BIOMET INC COM 09061310 15550 358380 SH SHARED 02 358380 D BIOMET INC COM 09061310 1214 28000 SH SHARED 04 28000 D BIOMET INC COM 09061310 8932 205854 SH SHARED 05 178024 27830 D BIOMET INC COM 09061310 119 2750 SH SHARED 06 2750 D BIOMET INC COM 09061310 750 17299 SH SHARED 07 17299 D BIOMET INC COM 09061310 1852 42700 SH SHARED 09 42700 D BIOMET INC COM 09061310 15420 355394 SH SHARED 10 355394 D BIOGEN IDEC INC COM 09062X10 144125 2163721 SH SHARED 2161621 2100 D BIOGEN IDEC INC COM 09062X10 66634 1000370 SH SHARED 01 482495 410875 107000 D BIOGEN IDEC INC COM 09062X10 1706 25625 SH SHR/OTHR 01 9425 16200 D BIOGEN IDEC INC COM 09062X10 9697 145588 SH SHARED 02 145588 D BIOGEN IDEC INC COM 09062X10 60610 909929 SH SHARED 04 909929 D BIOGEN IDEC INC COM 09062X10 393 5900 SH SHARED 05 5900 D BIOGEN IDEC INC COM 09062X10 1289 19365 SH SHARED 06 19365 D BIOGEN IDEC INC COM 09062X10 27291 409715 SH SHARED 10 409715 D BIOMED REALTY TRUST INC COM 09063H10 1258 56678 SH SHARED 56678 D BIOMED REALTY TRUST INC COM 09063H10 228 10300 SH SHARED 10 10300 D BIOMED REALTY TRUST INC COM 09063H10 67543 3041150 SH SHARED 11 3041150 D BIOPURE CORP CL A 09065H10 17 30000 SH SHARED 30000 D BIOPURE CORP CL A 09065H10 11 19683 SH SHARED 02 19683 D BIOPURE CORP CL A 09065H10 148 251614 SH SHARED 10 251614 D BIOSANTE PHARMACEUTICALS INC COM NEW 09065V20 75 13800 SH SHARED 02 13800 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 7363 48150 SH SHARED 48150 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 30 200 SH SHARED 01 200 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 30 200 SH SHR/OTHR 01 200 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 58472 382376 SH SHARED 02 382376 D BIOVAIL CORP COM 09067J10 2225 134620 SH SHARED 134620 D BIOVAIL CORP COM 09067J10 50 3075 SH SHARED 01 2800 275 D BIOVAIL CORP COM 09067J10 4380 264995 SH SHARED 02 264995 D BIOVAIL CORP COM 09067J10 14 850 SH SHARED 06 850 D BIOVAIL CORP COM 09067J10 542 32800 SH SHARED 10 32800 D BIOVERIS CORP COM 09067610 10156 1389370 SH SHARED 1389370 D BIOVERIS CORP COM 09067610 287 39396 SH SHARED 02 39396 D BIOVERIS CORP COM 09067610 72 9906 SH SHARED 10 9906 D BIOLASE TECHNOLOGY INC COM 09091110 832 76547 SH SHARED 76547 D BIOLASE TECHNOLOGY INC COM 09091110 10 1005 SH SHARED 02 1005 D BIOLASE TECHNOLOGY INC COM 09091110 107 9900 SH SHARED 10 9900 D BIOSITE INC COM 09094510 1709 27773 SH SHARED 27773 D BIOSITE INC COM 09094510 6478 105275 SH SHARED 01 105100 175 D BIOSITE INC COM 09094510 26 425 SH SHR/OTHR 01 425 D BIOSITE INC COM 09094510 1735 28203 SH SHARED 02 28203 D BIOSITE INC COM 09094510 1914 31115 SH SHARED 10 31115 D BIOMIRA INC COM 09161R10 204 85046 SH SHARED 85046 D BIOMIRA INC COM 09161R10 94 39100 SH SHARED 02 39100 D BLACK & DECKER CORP COM 09179710 21229 240340 SH SHARED 240340 D BLACK & DECKER CORP COM 09179710 2438 27601 SH SHARED 01 27601 D BLACK & DECKER CORP COM 09179710 3095 35045 SH SHARED 02 35045 D BLACK & DECKER CORP COM 09179710 8 100 SH SHARED 05 100 D BLACK & DECKER CORP COM 09179710 536 6078 SH SHARED 06 6078 D BLACK & DECKER CORP COM 09179710 7277 82387 SH SHARED 10 82387 D BJS RESTAURANTS INC COM 09180C10 319 22826 SH SHARED 22826 D BJS RESTAURANTS INC COM 09180C10 370 26434 SH SHARED 02 26434 D BJS RESTAURANTS INC COM 09180C10 67 4800 SH SHARED 10 4800 D BLACK BOX CORP DEL COM 09182610 43 900 SH SHARED 900 D BLACK BOX CORP DEL COM 09182610 2488 51819 SH SHARED 51819 D BLACK BOX CORP DEL COM 09182610 216 4500 SH SHARED 01 4500 D BLACK BOX CORP DEL COM 09182610 1124 23408 SH SHARED 02 23408 D BLACK BOX CORP DEL COM 09182610 301 6274 SH SHARED 10 6274 D BLACKBOARD INC COM 09193550 173 11706 SH SHARED 11706 D BLACKBOARD INC COM 09193550 8 600 SH SHARED 02 600 D BLACK HILLS CORP COM 09211310 3864 125969 SH SHARED 125969 D BLACK HILLS CORP COM 09211310 373 12190 SH SHARED 01 12190 D BLACK HILLS CORP COM 09211310 7 250 SH SHR/OTHR 01 250 D BLACK HILLS CORP COM 09211310 561 18309 SH SHARED 02 18309 D BLACK HILLS CORP COM 09211310 441 14400 SH SHARED 10 14400 D BLACKBAUD INC COM 09227Q10 211 14434 SH SHARED 14434 D BLACKROCK INVT QUALITY MUN T COM 09247D10 31 2100 SH SHARED 02 2100 D BLACKROCK INSD MUN 2008 TRM COM 09247K10 134 8230 SH SHARED 8230 D BLACKROCK MUN TARGET TERM TR COM 09247M10 97 9300 SH SHARED 9300 D BLACKROCK INC CL A 09247X10 137 1784 SH SHARED 1784 D BLACKROCK INC CL A 09247X10 7 100 SH SHARED 01 100 D BLACKROCK INC CL A 09247X10 172 2231 SH SHARED 02 2231 D BLACKROCK INCOME OPP TRUST I COM 09247510 4 396 SH SHARED 396 D BLACKROCK INCOME OPP TRUST I COM 09247510 10 1000 SH SHARED 01 1000 D BLACKROCK INCOME OPP TRUST I COM 09247510 16 1504 SH SHARED 02 1504 D BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E10 0 63 SH SHARED 63 D BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E10 3 237 SH SHARED 02 237 D BLACKROCK MUN INCOME TR SH BEN INT 09248F10 50 3500 SH SHR/OTHR 01 3500 D BLACKROCK FLA MUN INCOME TR SH BEN INT 09248H10 8 600 SH SHARED 02 600 D BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L10 0 63 SH SHARED 63 D BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L10 215 15537 SH SHARED 02 15537 D BLACKROCK STRATEGIC MUN TR COM 09248T10 72 5000 SH SHR/OTHR 01 5000 D BLACKROCK STRATEGIC MUN TR COM 09248T10 59 4100 SH SHARED 02 4100 D BLACKROCK CA MUNICIPAL BOND COM 09249J10 0 63 SH SHARED 63 D BLACKROCK CA MUNICIPAL BOND COM 09249J10 3 237 SH SHARED 02 237 D BLACKROCK MUNI INCOME TR II COM 09249N10 1 104 SH SHARED 104 D BLACKROCK MUNI INCOME TR II COM 09249N10 5 396 SH SHARED 02 396 D BLACKROCK NY MUNICIPAL BOND COM 09249P10 2 188 SH SHARED 188 D BLACKROCK NY MUNICIPAL BOND COM 09249P10 130 9212 SH SHARED 02 9212 D BLAIR CORP COM 09282810 586 16445 SH SHARED 16445 D BLAIR CORP COM 09282810 0 4 SH SHARED 02 4 D BLAIR CORP COM 09282810 106 3000 SH SHARED 10 3000 D BLOCK H & R INC COM 09367110 68 1400 SH SHARED 1400 D BLOCK H & R INC COM 09367110 21698 442818 SH SHARED 442818 D BLOCK H & R INC COM 09367110 15376 313803 SH SHARED 01 124430 189373 D BLOCK H & R INC COM 09367110 280 5728 SH SHR/OTHR 01 1180 4548 D BLOCK H & R INC COM 09367110 6416 130942 SH SHARED 02 130942 D BLOCK H & R INC COM 09367110 9 200 SH SHARED 05 200 D BLOCK H & R INC COM 09367110 105 2150 SH SHARED 06 2150 D BLOCK H & R INC COM 09367110 13720 280016 SH SHARED 10 280016 D BLOCKBUSTER INC CL A 09367910 1432 150112 SH SHARED 150112 D BLOCKBUSTER INC CL A 09367910 10 1100 SH SHARED 01 1100 D BLOCKBUSTER INC CL A 09367910 6481 679389 SH SHARED 02 679389 D BLOCKBUSTER INC CL B 09367920 2133 242129 SH SHARED 242129 D BLOCKBUSTER INC CL B 09367920 37621 4270261 SH SHARED 02 4270261 D BLOUNT INTL INC NEW COM 09518010 292 16776 SH SHARED 16776 D BLOUNT INTL INC NEW COM 09518010 83 4800 SH SHARED 01 4800 D BLOUNT INTL INC NEW COM 09518010 474 27210 SH SHARED 02 27210 D BLOUNT INTL INC NEW COM 09518010 139 8000 SH SHARED 10 8000 D BLUE COAT SYSTEMS INC COM NEW 09534T50 949 51039 SH SHARED 51039 D BLUE COAT SYSTEMS INC COM NEW 09534T50 5 300 SH SHARED 01 300 D BLUE COAT SYSTEMS INC COM NEW 09534T50 1050 56459 SH SHARED 02 56459 D BLUE COAT SYSTEMS INC COM NEW 09534T50 87 4700 SH SHARED 10 4700 D BLUE NILE INC COM 09578R10 1146 41520 SH SHARED 41520 D BLUE NILE INC COM 09578R10 58 2100 SH SHARED 10 2100 D BLUE SQUARE - ISRAEL LTD SPONSORED ADR 09605510 7 800 SH SHARED 02 800 D BLUEGREEN CORP COM 09623110 593 29946 SH SHARED 29946 D BLUEGREEN CORP COM 09623110 31 1578 SH SHARED 02 1578 D BLUEGREEN CORP COM 09623110 154 7800 SH SHARED 10 7800 D BLYTH INC COM 09643P10 2858 96711 SH SHARED 96711 D BLYTH INC COM 09643P10 334 11300 SH SHARED 01 11300 D BLYTH INC COM 09643P10 996 33706 SH SHARED 02 33706 D BLYTH INC COM 09643P10 2536 85800 SH SHARED 10 85800 D BOB EVANS FARMS INC COM 09676110 2646 101254 SH SHARED 101254 D BOB EVANS FARMS INC COM 09676110 2927 112000 SH SHARED 01 112000 D BOB EVANS FARMS INC COM 09676110 38 1466 SH SHR/OTHR 01 1466 D BOB EVANS FARMS INC COM 09676110 230 8810 SH SHARED 02 8810 D BOB EVANS FARMS INC COM 09676110 395 15142 SH SHARED 10 15142 D BOEING CO COM 09702310 885 17100 SH SHARED 17100 D BOEING CO COM 09702310 388541 7505151 SH SHARED 7502401 2750 D BOEING CO COM 09702310 39547 763913 SH SHARED 01 523242 240671 D BOEING CO COM 09702310 1669 32240 SH SHR/OTHR 01 12900 19340 D BOEING CO COM 09702310 36537 705765 SH SHARED 02 705765 D BOEING CO COM 09702310 209083 4038700 SH SHARED 04 4038700 D BOEING CO COM 09702310 25 500 SH SHARED 05 500 D BOEING CO COM 09702310 3471 67050 SH SHARED 06 67050 D BOEING CO COM 09702310 50909 983383 SH SHARED 10 983383 D BON-TON STORES INC COM 09776J10 147 9352 SH SHARED 9352 D BON-TON STORES INC COM 09776J10 83 5300 SH SHARED 02 5300 D BON-TON STORES INC COM 09776J10 50 3200 SH SHARED 10 3200 D BOMBAY CO INC COM 09792410 477 86420 SH SHARED 86420 D BOMBAY CO INC COM 09792410 111 20100 SH SHARED 01 20100 D BOMBAY CO INC COM 09792410 11 2006 SH SHARED 02 2006 D BOMBAY CO INC COM 09792410 201 36500 SH SHARED 10 36500 D BONE CARE INTL INC COM 09807210 782 28092 SH SHARED 28092 D BONE CARE INTL INC COM 09807210 1226 44050 SH SHARED 01 44050 D BONE CARE INTL INC COM 09807210 19 700 SH SHARED 02 700 D BONE CARE INTL INC COM 09807210 994 35700 SH SHARED 10 35700 D BOOKHAM INC COM 09856E10 164 34045 SH SHARED 34045 D BOOKHAM INC COM 09856E10 2912 601800 SH SHARED 02 601800 D BOOKS-A-MILLION INC COM 09857010 50 5300 SH SHARED 5300 D BOOKS-A-MILLION INC COM 09857010 7 801 SH SHARED 02 801 D BORDERS GROUP INC COM 09970910 4232 166646 SH SHARED 166646 D BORDERS GROUP INC COM 09970910 515 20300 SH SHARED 01 20300 D BORDERS GROUP INC COM 09970910 13144 517504 SH SHARED 02 517504 D BORDERS GROUP INC COM 09970910 129925 5115200 SH SHARED 10 5115200 D BORG WARNER INC COM 09972410 3450 63695 SH SHARED 63695 D BORG WARNER INC COM 09972410 1007 18600 SH SHARED 01 18600 D BORG WARNER INC COM 09972410 1047 19342 SH SHARED 02 19342 D BORG WARNER INC COM 09972410 368 6800 SH SHARED 10 6800 D BORLAND SOFTWARE CORP COM 09984910 2541 217628 SH SHARED 217628 D BORLAND SOFTWARE CORP COM 09984910 4027 344830 SH SHARED 01 344830 D BORLAND SOFTWARE CORP COM 09984910 0 19 SH SHARED 02 19 D BORLAND SOFTWARE CORP COM 09984910 1813 155229 SH SHARED 10 155229 D BOSTON BEER INC CL A 10055710 471 22152 SH SHARED 22152 D BOSTON BEER INC CL A 10055710 559 26300 SH SHARED 01 26300 D BOSTON BEER INC CL A 10055710 738 34706 SH SHARED 02 34706 D BOSTON BEER INC CL A 10055710 472 22200 SH SHARED 10 22200 D BOSTON COMMUNICATIONS GROUP COM 10058210 386 41847 SH SHARED 41847 D BOSTON COMMUNICATIONS GROUP COM 10058210 26 2900 SH SHARED 01 2900 D BOSTON COMMUNICATIONS GROUP COM 10058210 10 1118 SH SHARED 02 1118 D BOSTON COMMUNICATIONS GROUP COM 10058210 85 9200 SH SHARED 10 9200 D BOSTON LIFE SCIENCES INC COM NEW 10084340 5 10000 SH SHARED 10000 D BOSTON PRIVATE FINL HLDGS IN COM 10111910 1395 49551 SH SHARED 49551 D BOSTON PRIVATE FINL HLDGS IN COM 10111910 16 568 SH SHARED 02 568 D BOSTON PRIVATE FINL HLDGS IN COM 10111910 352 12500 SH SHARED 10 12500 D BOSTON PROPERTIES INC COM 10112110 6615 102300 SH SHARED 102300 D BOSTON PROPERTIES INC COM 10112110 12329 190650 SH SHARED 01 86500 104150 D BOSTON PROPERTIES INC COM 10112110 3449 53340 SH SHR/OTHR 01 7060 46280 D BOSTON PROPERTIES INC COM 10112110 533 8251 SH SHARED 02 8251 D BOSTON PROPERTIES INC COM 10112110 6 100 SH SHARED 05 100 D BOSTON PROPERTIES INC COM 10112110 1565 24200 SH SHARED 10 24200 D BOSTON PROPERTIES INC COM 10112110 3347 51756 SH SHARED 11 51756 D BOSTON SCIENTIFIC CORP COM 10113710 198809 5592383 SH SHARED 5425473 166910 D BOSTON SCIENTIFIC CORP COM 10113710 58285 1639536 SH SHARED 01 763116 695800 180620 D BOSTON SCIENTIFIC CORP COM 10113710 299 8425 SH SHR/OTHR 01 1625 6800 D BOSTON SCIENTIFIC CORP COM 10113710 40642 1143237 SH SHARED 02 1143237 D BOSTON SCIENTIFIC CORP COM 10113710 12840 361200 SH SHARED 04 361200 D BOSTON SCIENTIFIC CORP COM 10113710 21 600 SH SHARED 05 600 D BOSTON SCIENTIFIC CORP COM 10113710 2503 70434 SH SHARED 06 70434 D BOSTON SCIENTIFIC CORP COM 10113710 30970 871174 SH SHARED 10 871174 D BOTTOMLINE TECH DEL INC COM 10138810 114 7900 SH SHARED 7900 D BOULDER TOTAL RETURN FD INC COM 10154110 101 5396 SH SHARED 5396 D BOULDER TOTAL RETURN FD INC COM 10154110 730 38937 SH SHARED 02 38937 D BOWATER INC COM 10218310 7350 167182 SH SHARED 160182 7000 D BOWATER INC COM 10218310 2629 59800 SH SHARED 01 59800 D BOWATER INC COM 10218310 2438 55458 SH SHARED 02 55458 D BOWATER INC COM 10218310 1538 35000 SH SHARED 04 35000 D BOWATER INC COM 10218310 2858 65000 SH SHARED 06 65000 D BOWATER INC COM 10218310 2632 59860 SH SHARED 10 59860 D BOWNE & CO INC COM 10304310 71 4400 SH SHARED 4400 D BOWNE & CO INC COM 10304310 1142 70238 SH SHARED 70238 D BOWNE & CO INC COM 10304310 25693 1580192 SH SHARED 01 667592 912600 D BOWNE & CO INC COM 10304310 1 109 SH SHARED 02 109 D BOWNE & CO INC COM 10304310 263 16200 SH SHARED 10 16200 D BOYD GAMING CORP COM 10330410 6428 154339 SH SHARED 154339 D BOYD GAMING CORP COM 10330410 987 23700 SH SHARED 01 23700 D BOYD GAMING CORP COM 10330410 2066 49607 SH SHARED 02 49607 D BOYD GAMING CORP COM 10330410 812 19500 SH SHARED 10 19500 D BOYDS COLLECTION LTD COM 10335410 57 13024 SH SHARED 02 13024 D BOYKIN LODGING CO COM 10343010 85 9300 SH SHARED 9300 D BOYKIN LODGING CO COM 10343010 5 620 SH SHARED 02 620 D BRADLEY PHARMACEUTICALS INC COM 10457610 482 24887 SH SHARED 24887 D BRADLEY PHARMACEUTICALS INC COM 10457610 11 600 SH SHARED 02 600 D BRADLEY PHARMACEUTICALS INC COM 10457610 126 6500 SH SHARED 10 6500 D BRADY CORP CL A 10467410 2160 34535 SH SHARED 34535 D BRADY CORP CL A 10467410 2765 44200 SH SHARED 01 44200 D BRADY CORP CL A 10467410 25 401 SH SHARED 02 401 D BRADY CORP CL A 10467410 1545 24700 SH SHARED 10 24700 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 4270 145290 SH SHARED 145290 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 2371 80700 SH SHARED 01 80700 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 417 14200 SH SHARED 02 14200 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 508 17300 SH SHARED 10 17300 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 21607 735200 SH SHARED 11 735200 D BRASCAN CORP CL A LTD VT SH 10549P60 29873 829594 SH SHARED 829594 D BRASCAN CORP CL A LTD VT SH 10549P60 89 2473 SH SHARED 01 2473 D BRASCAN CORP CL A LTD VT SH 10549P60 7 200 SH SHR/OTHR 01 200 D BRASCAN CORP CL A LTD VT SH 10549P60 3838 106593 SH SHARED 02 106593 D BRASCAN CORP CL A LTD VT SH 10549P60 10 300 SH SHARED 05 300 D BRASCAN CORP CL A LTD VT SH 10549P60 21 600 SH SHARED 06 600 D BRASCAN CORP CL A LTD VT SH 10549P60 2077 57700 SH SHARED 10 57700 D BRANTLEY CAP CORP COM 10549410 2001 171981 SH SHARED 171981 D BRASIL TELECOM PARTICIPACOES SPON ADR PFD 10553010 4663 122242 SH SHARED 122242 D BRASIL TELECOM PARTICIPACOES SPON ADR PFD 10553010 988 25900 SH SHARED 01 25900 D BRASKEM S A SP ADR PFD A 10553210 9529 187000 SH SHARED 01 187000 D BRAZIL FD INC COM 10575910 398 11583 SH SHARED 01 11583 D BRAZILIAN EQUITY FD INC COM 10588410 5572 600532 SH SHARED 600532 D BRIDGE CAP HLDGS COM 10803010 962 60200 SH SHARED 02 60200 D BRIDGE STR FINL INC COM 10805U10 1645 88000 SH SHARED 02 88000 D BRIGGS & STRATTON CORP COM 10904310 212 5100 SH SHARED 5100 D BRIGGS & STRATTON CORP COM 10904310 1968 47353 SH SHARED 47353 D BRIGGS & STRATTON CORP COM 10904310 249 5999 SH SHARED 01 5999 D BRIGGS & STRATTON CORP COM 10904310 245 5912 SH SHARED 02 5912 D BRIGHAM EXPLORATION CO COM 10917810 700 77819 SH SHARED 77819 D BRIGHAM EXPLORATION CO COM 10917810 2901 322400 SH SHARED 01 322400 D BRIGHAM EXPLORATION CO COM 10917810 132 14727 SH SHARED 02 14727 D BRIGHAM EXPLORATION CO COM 10917810 387 43000 SH SHARED 05 43000 D BRIGHAM EXPLORATION CO COM 10917810 507 56400 SH SHARED 10 56400 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 3613 55800 SH SHARED 55800 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 1976 30516 SH SHARED 30416 100 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 900 13900 SH SHARED 01 13900 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 39 603 SH SHARED 02 603 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 414 6400 SH SHARED 10 6400 D BRIGHTPOINT INC COM NEW 10947340 862 44142 SH SHARED 44142 D BRIGHTPOINT INC COM NEW 10947340 64 3300 SH SHARED 01 3300 D BRIGHTPOINT INC COM NEW 10947340 381 19500 SH SHARED 02 19500 D BRIGHTPOINT INC COM NEW 10947340 166 8500 SH SHARED 10 8500 D BRILLIAN CORP COM 10949P10 16 4802 SH SHARED 02 4802 D BRILLIANCE CHINA AUTO HLDG L SPONSORED ADR 10949Q10 965 50000 SH SHARED 50000 D BRILLIANCE CHINA AUTO HLDG L SPONSORED ADR 10949Q10 496 25700 SH SHARED 02 25700 D BRINKER INTL INC DBCV 10/1 109641AC 2538 3954000 PRN SHARED 3954000 D BRINKER INTL INC DBCV 10/1 109641AC 2904 4524000 PRN SHARED 02 4524000 D BRINKER INTL INC COM 10964110 4204 119900 SH SHARED 119900 D BRINKER INTL INC COM 10964110 1045 29800 SH SHARED 01 29800 D BRINKER INTL INC COM 10964110 1194 34066 SH SHARED 02 34066 D BRINKER INTL INC COM 10964110 138 3956 SH SHARED 06 3956 D BRINKER INTL INC COM 10964110 757 21600 SH SHARED 10 21600 D BRINKS CO COM 10969610 2746 69494 SH SHARED 69494 D BRINKS CO COM 10969610 6560 166006 SH SHARED 01 166006 D BRINKS CO COM 10969610 814 20615 SH SHARED 02 20615 D BRINKS CO COM 10969610 375 9500 SH SHARED 06 9500 D BRISTOL MYERS SQUIBB CO COM 11012210 16 650 SH SHARED 650 D BRISTOL MYERS SQUIBB CO COM 11012210 357462 13952465 SH SHARED 13555845 396620 D BRISTOL MYERS SQUIBB CO COM 11012210 240225 9376478 SH SHARED 01 7581613 173600 1621265 D BRISTOL MYERS SQUIBB CO COM 11012210 67084 2618423 SH SHR/OTHR 01 2126214 492209 D BRISTOL MYERS SQUIBB CO COM 11012210 33538 1309087 SH SHARED 02 1309087 D BRISTOL MYERS SQUIBB CO COM 11012210 145073 5662500 SH SHARED 04 5662500 D BRISTOL MYERS SQUIBB CO COM 11012210 707 27622 SH SHARED 05 27622 D BRISTOL MYERS SQUIBB CO COM 11012210 10172 397038 SH SHARED 06 397038 D BRISTOL MYERS SQUIBB CO COM 11012210 271657 10603347 SH SHARED 10 10603347 D BRISTOL WEST HLDGS INC COM 11037M10 1272 63615 SH SHARED 63615 D BRISTOL WEST HLDGS INC COM 11037M10 6 300 SH SHARED 02 300 D BRISTOL WEST HLDGS INC COM 11037M10 88 4400 SH SHARED 10 4400 D BRITESMILE INC COM NEW 11041520 29 3955 SH SHARED 3955 D BRITESMILE INC COM NEW 11041520 0 110 SH SHARED 02 110 D BRITISH AWYS PLC ADR 2ND INSTAL 11041930 106 2369 SH SHARED 2369 D BRITISH AWYS PLC ADR 2ND INSTAL 11041930 36 800 SH SHR/OTHR 01 800 D BRITISH AMERN TOB PLC SPONSORED ADR 11044810 2336 67430 SH SHARED 67430 D BRITISH SKY BROADCASTING GRO SPONSORED ADR 11101310 10504 240550 SH SHARED 240550 D BROADBAND HOLDRS TR DEPOSITRY RCPT 11130P10 0 10 SH SHARED 02 10 D BROADCOM CORP CL A 11132010 61349 1900557 SH SHARED 1885303 15254 D BROADCOM CORP CL A 11132010 40479 1254001 SH SHARED 01 1171471 5600 76930 D BROADCOM CORP CL A 11132010 169 5240 SH SHR/OTHR 01 2390 2850 D BROADCOM CORP CL A 11132010 6252 193686 SH SHARED 02 193686 D BROADCOM CORP CL A 11132010 6581 203900 SH SHARED 03 203900 D BROADCOM CORP CL A 11132010 21450 664500 SH SHARED 04 664500 D BROADCOM CORP CL A 11132010 13670 423490 SH SHARED 05 247840 175650 D BROADCOM CORP CL A 11132010 2795 86600 SH SHARED 06 86600 D BROADCOM CORP CL A 11132010 16186 501441 SH SHARED 10 501441 D BROADVISION INC COM NEW 11141260 249 90795 SH SHARED 90740 55 D BROADVISION INC COM NEW 11141260 10 3920 SH SHARED 02 3920 D BROADWAY FINL CORP DEL COM 11144410 57 4600 SH SHARED 02 4600 D BROADWING CORP COM 11161E10 1292 141828 SH SHARED 141828 D BROADWING CORP COM 11161E10 25 2800 SH SHARED 01 2800 D BROADWING CORP COM 11161E10 178 19632 SH SHARED 02 19632 D BROADWING CORP COM 11161E10 162 17830 SH SHARED 10 17830 D BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/0 111621AB 12159 12799500 PRN SHARED 12799500 D BROCADE COMMUNICATIONS SYS I COM 11162110 5344 699587 SH SHARED 699587 D BROCADE COMMUNICATIONS SYS I COM 11162110 8878 1162119 SH SHARED 02 1162119 D BROCADE COMMUNICATIONS SYS I COM 11162110 382 50000 SH SHARED 04 50000 D BROCADE COMMUNICATIONS SYS I COM 11162110 778 101900 SH SHARED 10 101900 D BROOKE CORP COM 11250210 21 900 SH SHARED 02 900 D BROOKFIELD HOMES CORP COM 11272310 1341 39561 SH SHARED 39561 D BROOKFIELD HOMES CORP COM 11272310 210 6200 SH SHARED 01 6200 D BROOKFIELD HOMES CORP COM 11272310 20 604 SH SHARED 02 604 D BROOKFIELD HOMES CORP COM 11272310 206 6100 SH SHARED 10 6100 D BROOKFIELD PPTYS CORP COM 11290010 33 900 SH SHARED 01 900 D BROOKFIELD PPTYS CORP COM 11290010 2120 56687 SH SHARED 02 56687 D BROOKFIELD PPTYS CORP COM 11290010 89 2400 SH SHARED 06 2400 D BROOKFIELD PPTYS CORP COM 11290010 777 20800 SH SHARED 10 20800 D BROOKFIELD PPTYS CORP COM 11290010 189552 5068258 SH SHARED 11 5068258 D BROOKLINE BANCORP INC DEL COM 11373M10 1784 109365 SH SHARED 109365 D BROOKLINE BANCORP INC DEL COM 11373M10 13 800 SH SHARED 01 800 D BROOKLINE BANCORP INC DEL COM 11373M10 0 15 SH SHARED 02 15 D BROOKLINE BANCORP INC DEL COM 11373M10 433 26535 SH SHARED 10 26535 D BROOKS AUTOMATION INC NOTE 4.750% 6/0 11434AAB 2 3000 PRN SHARED 3000 D BROOKS AUTOMATION INC COM 11434010 1394 80981 SH SHARED 80981 D BROOKS AUTOMATION INC COM 11434010 49 2900 SH SHARED 01 2900 D BROOKS AUTOMATION INC COM 11434010 68 3977 SH SHARED 02 3977 D BROOKS AUTOMATION INC COM 11434010 298 17327 SH SHARED 10 17327 D BROOKSTONE INC COM 11453710 921 47133 SH SHARED 47133 D BROOKSTONE INC COM 11453710 4723 241600 SH SHARED 01 241600 D BROOKSTONE INC COM 11453710 29 1506 SH SHARED 02 1506 D BROOKSTONE INC COM 11453710 649 33200 SH SHARED 05 33200 D BROOKSTONE INC COM 11453710 831 42550 SH SHARED 10 42550 D BROOKTROUT INC COM 11458010 444 36989 SH SHARED 02 36989 D BROWN & BROWN INC COM 11523610 3241 74421 SH SHARED 74421 D BROWN & BROWN INC COM 11523610 931 21400 SH SHARED 01 21400 D BROWN & BROWN INC COM 11523610 957 21980 SH SHARED 02 21980 D BROWN FORMAN CORP CL B 11563720 26431 542974 SH SHARED 542974 D BROWN FORMAN CORP CL B 11563720 562 11560 SH SHARED 01 9560 2000 D BROWN FORMAN CORP CL B 11563720 2466 50662 SH SHARED 02 50662 D BROWN FORMAN CORP CL B 11563720 4223 86762 SH SHARED 10 86762 D BROWN SHOE INC NEW COM 11573610 1495 50141 SH SHARED 50141 D BROWN SHOE INC NEW COM 11573610 35 1201 SH SHARED 01 201 1000 D BROWN SHOE INC NEW COM 11573610 1789 60000 SH SHR/OTHR 01 60000 D BROWN SHOE INC NEW COM 11573610 1703 57100 SH SHARED 02 57100 D BROWN SHOE INC NEW COM 11573610 199 6700 SH SHARED 10 6700 D BRUKER BIOSCIENCES CORP COM 11679410 275 68471 SH SHARED 68471 D BRUKER BIOSCIENCES CORP COM 11679410 141 35080 SH SHARED 02 35080 D BRUKER BIOSCIENCES CORP COM 11679410 31 7900 SH SHARED 10 7900 D BRUNSWICK CORP COM 11704310 173 3500 SH SHARED 3500 D BRUNSWICK CORP COM 11704310 14221 287302 SH SHARED 262302 25000 D BRUNSWICK CORP COM 11704310 5677 114700 SH SHARED 01 114700 D BRUNSWICK CORP COM 11704310 6314 127569 SH SHARED 02 127469 100 D BRUNSWICK CORP COM 11704310 495 10000 SH SHARED 04 10000 D BRUNSWICK CORP COM 11704310 39 800 SH SHARED 06 800 D BRUNSWICK CORP COM 11704310 5251 106094 SH SHARED 10 106094 D BRUSH ENGINEERED MATLS INC COM 11742110 644 34860 SH SHARED 34860 D BRUSH ENGINEERED MATLS INC COM 11742110 1539 83200 SH SHARED 01 83200 D BRUSH ENGINEERED MATLS INC COM 11742110 469 25400 SH SHARED 02 25400 D BRUSH ENGINEERED MATLS INC COM 11742110 1343 72600 SH SHARED 10 72600 D BRYN MAWR BK CORP COM 11766510 272 12381 SH SHARED 12381 D BRYN MAWR BK CORP COM 11766510 0 2 SH SHARED 02 2 D BRYN MAWR BK CORP COM 11766510 61 2800 SH SHARED 10 2800 D BSQUARE CORP COM 11776U10 4 3200 SH SHARED 3200 D BUCA INC COM 11776910 1 203 SH SHARED 203 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 339 8014 SH SHARED 8014 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 143 3400 SH SHR/OTHR 01 2900 500 D BUCKEYE TECHNOLOGIES INC COM 11825510 689 52970 SH SHARED 52970 D BUCKEYE TECHNOLOGIES INC COM 11825510 1264 97200 SH SHARED 01 97200 D BUCKEYE TECHNOLOGIES INC COM 11825510 0 6 SH SHARED 02 6 D BUCKEYE TECHNOLOGIES INC COM 11825510 258 19900 SH SHARED 10 19900 D BUCKLE INC COM 11844010 513 17400 SH SHARED 17400 D BUCKLE INC COM 11844010 35 1200 SH SHARED 01 1200 D BUCKLE INC COM 11844010 874 29629 SH SHARED 02 29629 D BUCKLE INC COM 11844010 64 2200 SH SHARED 10 2200 D BUCYRUS INTL INC NEW CL A 11875910 899 22140 SH SHARED 22140 D BUCYRUS INTL INC NEW CL A 11875910 699 17200 SH SHARED 06 17200 D BUCYRUS INTL INC NEW CL A 11875910 227 5600 SH SHARED 10 5600 D BUFFALO WILD WINGS INC COM 11984810 358 10300 SH SHARED 10300 D BUFFALO WILD WINGS INC COM 11984810 13245 380500 SH SHARED 01 378700 1800 D BUFFALO WILD WINGS INC COM 11984810 6 200 SH SHARED 02 200 D BUFFALO WILD WINGS INC COM 11984810 915 26300 SH SHARED 05 26300 D BUFFALO WILD WINGS INC COM 11984810 5174 148672 SH SHARED 10 148672 D BUILD A BEAR WORKSHOP COM 12007610 565 16100 SH SHARED 16100 D BUILD A BEAR WORKSHOP COM 12007610 3515 100000 SH SHARED 04 100000 D BUILD A BEAR WORKSHOP COM 12007610 5775 164300 SH SHARED 10 164300 D BUILDING MATLS HLDG CORP COM 12011310 1077 28142 SH SHARED 28142 D BUILDING MATLS HLDG CORP COM 12011310 16 421 SH SHARED 02 421 D BUILDING MATLS HLDG CORP COM 12011310 245 6400 SH SHARED 10 6400 D BUNGE LTD FIN CORP NOTE 3.750%11/1 120568AE 1864 1037000 PRN SHARED 02 1037000 D BURLINGTON COAT FACTORY COM 12157910 1451 63963 SH SHARED 63963 D BURLINGTON COAT FACTORY COM 12157910 32 1440 SH SHARED 01 1440 D BURLINGTON COAT FACTORY COM 12157910 611 26955 SH SHARED 02 26955 D BURLINGTON COAT FACTORY COM 12157910 158 7000 SH SHARED 10 7000 D BURLINGTON NORTHN SANTA FE C COM 12189T10 54110 1143736 SH SHARED 1143736 D BURLINGTON NORTHN SANTA FE C COM 12189T10 7444 157351 SH SHARED 01 145765 11586 D BURLINGTON NORTHN SANTA FE C COM 12189T10 6706 141755 SH SHR/OTHR 01 125957 15798 D BURLINGTON NORTHN SANTA FE C COM 12189T10 11026 233064 SH SHARED 02 233064 D BURLINGTON NORTHN SANTA FE C COM 12189T10 14 300 SH SHARED 05 300 D BURLINGTON NORTHN SANTA FE C COM 12189T10 596 12618 SH SHARED 06 12618 D BURLINGTON NORTHN SANTA FE C COM 12189T10 19839 419359 SH SHARED 10 419359 D BURLINGTON RES INC COM 12201410 62754 1442640 SH SHARED 1442640 D BURLINGTON RES INC COM 12201410 33260 764600 SH SHARED 01 610938 57300 96362 D BURLINGTON RES INC COM 12201410 1923 44210 SH SHR/OTHR 01 32892 11318 D BURLINGTON RES INC COM 12201410 8796 202212 SH SHARED 02 202212 D BURLINGTON RES INC COM 12201410 6090 140000 SH SHARED 04 140000 D BURLINGTON RES INC COM 12201410 17 400 SH SHARED 05 400 D BURLINGTON RES INC COM 12201410 435 10000 SH SHARED 06 10000 D BURLINGTON RES INC COM 12201410 20556 472562 SH SHARED 10 472562 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 2795 110306 SH SHARED 110306 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 1434 56600 SH SHARED 02 56600 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 659 26042 SH SHARED 04 26042 D C & F FINL CORP COM 12466Q10 0 4 SH SHARED 02 4 D C&D TECHNOLOGIES INC COM 12466110 42 2500 SH SHARED 2500 D C&D TECHNOLOGIES INC COM 12466110 930 54587 SH SHARED 54587 D C&D TECHNOLOGIES INC COM 12466110 41 2460 SH SHARED 01 2460 D C&D TECHNOLOGIES INC COM 12466110 1195 70150 SH SHARED 02 70150 D C&D TECHNOLOGIES INC COM 12466110 169 9920 SH SHARED 10 9920 D CAE INC COM 12476510 2327 547647 SH SHARED 547647 D CAE INC COM 12476510 441 103936 SH SHARED 02 103936 D CAE INC COM 12476510 208 49041 SH SHARED 10 49041 D CBL & ASSOC PPTYS INC COM 12483010 78 1029 SH SHARED 1029 D CBL & ASSOC PPTYS INC COM 12483010 15 200 SH SHARED 01 200 D CBL & ASSOC PPTYS INC COM 12483010 166 2178 SH SHARED 02 2178 D CCA INDS INC COM 12486710 100 8800 SH SHARED 02 8800 D CCC INFORMATION SVCS GROUP I COM 12487Q10 307 13847 SH SHARED 13847 D CCC INFORMATION SVCS GROUP I COM 12487Q10 196 8831 SH SHARED 01 8831 D CCC INFORMATION SVCS GROUP I COM 12487Q10 15 701 SH SHARED 02 701 D CCC INFORMATION SVCS GROUP I COM 12487Q10 98 4451 SH SHARED 10 4451 D CBRL GROUP INC NOTE 4/0 12489VAB 4335 8551000 PRN SHARED 02 8551000 D CBRL GROUP INC COM 12489V10 368 8800 SH SHARED 8800 D CBRL GROUP INC COM 12489V10 12381 295863 SH SHARED 295863 D CBRL GROUP INC COM 12489V10 677 16200 SH SHARED 01 16200 D CBRL GROUP INC COM 12489V10 513 12269 SH SHARED 02 12269 D CBRL GROUP INC COM 12489V10 197 4725 SH SHARED 06 4725 D CBRL GROUP INC COM 12489V10 895 21400 SH SHARED 10 21400 D CB RICHARD ELLIS GROUP INC CL A 12497T10 1521 45357 SH SHARED 45357 D CB RICHARD ELLIS GROUP INC CL A 12497T10 6 200 SH SHARED 02 200 D CB RICHARD ELLIS GROUP INC CL A 12497T10 852 25400 SH SHARED 10 25400 D C COR INC COM 12501010 931 100197 SH SHARED 100197 D C COR INC COM 12501010 2627 282500 SH SHARED 01 282500 D C COR INC COM 12501010 251 27022 SH SHARED 02 27022 D C COR INC COM 12501010 182 19666 SH SHARED 10 19666 D C D I CORP COM 12507110 910 42572 SH SHARED 42572 D C D I CORP COM 12507110 19 900 SH SHARED 01 900 D C D I CORP COM 12507110 12 601 SH SHARED 02 601 D C D I CORP COM 12507110 106 5000 SH SHARED 10 5000 D C D W CORP COM 12512N10 26368 397417 SH SHARED 397417 D C D W CORP COM 12512N10 1572 23700 SH SHARED 01 23500 200 D C D W CORP COM 12512N10 1751 26397 SH SHARED 02 26397 D C D W CORP COM 12512N10 27 410 SH SHARED 05 410 D C D W CORP COM 12512N10 39 600 SH SHARED 06 600 D C D W CORP COM 12512N10 2722 41034 SH SHARED 10 41034 D CEC ENTMT INC COM 12513710 2725 68200 SH SHARED 68200 D CEC ENTMT INC COM 12513710 13583 339837 SH SHARED 01 339837 D CEC ENTMT INC COM 12513710 100 2509 SH SHARED 02 2509 D CEC ENTMT INC COM 12513710 3039 76050 SH SHARED 10 76050 D CECO ENVIRONMENTAL CORP COM 12514110 25 7477 SH SHARED 02 7477 D CE FRANKLIN LTD COM 12515110 1 299 SH SHARED 02 299 D CFS BANCORP INC COM 12525D10 108 7626 SH SHARED 7626 D CFS BANCORP INC COM 12525D10 0 29 SH SHARED 02 29 D CH ENERGY GROUP INC COM 12541M10 1400 29156 SH SHARED 29156 D CH ENERGY GROUP INC COM 12541M10 33 700 SH SHARED 01 700 D CH ENERGY GROUP INC COM 12541M10 9 200 SH SHR/OTHR 01 200 D CH ENERGY GROUP INC COM 12541M10 90 1883 SH SHARED 02 1883 D CH ENERGY GROUP INC COM 12541M10 331 6900 SH SHARED 10 6900 D C H ROBINSON WORLDWIDE INC COM 12541W10 18527 333708 SH SHARED 333708 D C H ROBINSON WORLDWIDE INC COM 12541W10 1537 27700 SH SHARED 01 21700 6000 D C H ROBINSON WORLDWIDE INC COM 12541W10 1793 32310 SH SHARED 02 32310 D C H ROBINSON WORLDWIDE INC COM 12541W10 4335 78084 SH SHARED 10 78084 D CIGNA CORP COM 12550910 538 6600 SH SHARED 6600 D CIGNA CORP COM 12550910 43383 531862 SH SHARED 521862 10000 D CIGNA CORP COM 12550910 5471 67078 SH SHARED 01 59962 7116 D CIGNA CORP COM 12550910 244 3000 SH SHR/OTHR 01 3000 D CIGNA CORP COM 12550910 11698 143411 SH SHARED 02 143411 D CIGNA CORP COM 12550910 8189 100400 SH SHARED 04 100400 D CIGNA CORP COM 12550910 8 100 SH SHARED 05 100 D CIGNA CORP COM 12550910 284 3486 SH SHARED 06 3486 D CIGNA CORP COM 12550910 12585 154296 SH SHARED 10 154296 D CIM HIGH YIELD SECS SH BEN INT 12552710 49 11512 SH SHARED 02 11512 D CIT GROUP INC COM 12558110 25641 559623 SH SHARED 559623 D CIT GROUP INC COM 12558110 33278 726280 SH SHARED 01 46300 637900 42080 D CIT GROUP INC COM 12558110 4778 104280 SH SHARED 02 100620 3660 D CIT GROUP INC COM 12558110 10336 225600 SH SHARED 03 225600 D CIT GROUP INC COM 12558110 9186 200500 SH SHARED 04 200500 D CIT GROUP INC COM 12558110 6199 135300 SH SHARED 05 129800 5500 D CIT GROUP INC COM 12558110 2817 61500 SH SHARED 06 61500 D CIT GROUP INC COM 12558110 371 8100 SH SHARED 07 8100 D CIT GROUP INC COM 12558110 898 19600 SH SHARED 09 19600 D CIT GROUP INC COM 12558110 50331 1098465 SH SHARED 10 1098465 D CKE RESTAURANTS INC NOTE 4.000%10/0 12561EAG 4750 2660000 PRN SHARED 02 2660000 D CKE RESTAURANTS INC COM 12561E10 2792 192473 SH SHARED 192473 D CKE RESTAURANTS INC COM 12561E10 4075 280900 SH SHARED 01 280900 D CKE RESTAURANTS INC COM 12561E10 714 49239 SH SHARED 02 49239 D CKE RESTAURANTS INC COM 12561E10 515 35500 SH SHARED 10 35500 D CKF BANCORP INC COM 12561J10 181 11000 SH SHARED 02 11000 D CLECO CORP NEW COM 12561W10 2158 106545 SH SHARED 106545 D CLECO CORP NEW COM 12561W10 532 26300 SH SHARED 01 26300 D CLECO CORP NEW COM 12561W10 81 4000 SH SHR/OTHR 01 4000 D CLECO CORP NEW COM 12561W10 46 2281 SH SHARED 02 2281 D CLECO CORP NEW COM 12561W10 890 43960 SH SHARED 10 43960 D CMGI INC COM 12575010 2361 926070 SH SHARED 886420 39650 D CMGI INC COM 12575010 1 700 SH SHARED 01 700 D CMGI INC COM 12575010 2710 1062903 SH SHARED 02 1062903 D CMGI INC COM 12575010 441 173000 SH SHARED 10 173000 D CMS ENERGY CORP NOTE 2.875%12/0 125896AW 3 3000 PRN SHARED 3000 D CMS ENERGY CORP NOTE 2.875%12/0 125896AW 44273 44185000 PRN SHARED 02 44185000 D CMS ENERGY CORP COM 12589610 18 1800 SH SHARED 1800 D CMS ENERGY CORP COM 12589610 20415 1953602 SH SHARED 1953602 D CMS ENERGY CORP COM 12589610 334 32000 SH SHARED 01 32000 D CMS ENERGY CORP COM 12589610 52 5000 SH SHR/OTHR 01 5000 D CMS ENERGY CORP COM 12589610 1102 105436 SH SHARED 02 105436 D CMS ENERGY CORP COM 12589610 2299 220012 SH SHARED 10 220012 D CPI CORP COM 12590210 307 22608 SH SHARED 02 22608 D CSS INDS INC COM 12590610 383 12085 SH SHARED 12085 D CSS INDS INC COM 12590610 28 900 SH SHARED 01 900 D CSS INDS INC COM 12590610 0 2 SH SHARED 02 2 D CSS INDS INC COM 12590610 58 1850 SH SHARED 10 1850 D CSK AUTO CORP COM 12596510 1425 85129 SH SHARED 85129 D CSK AUTO CORP COM 12596510 97 5825 SH SHARED 02 5825 D CSK AUTO CORP COM 12596510 287 17160 SH SHARED 10 17160 D CNA FINL CORP COM 12611710 4885 182633 SH SHARED 182633 D CNA FINL CORP COM 12611710 72 2700 SH SHARED 01 2700 D CNA FINL CORP COM 12611710 4926 184171 SH SHARED 02 184171 D CNA SURETY CORP COM 12612L10 373 27995 SH SHARED 27995 D CNA SURETY CORP COM 12612L10 0 4 SH SHARED 02 4 D CNA SURETY CORP COM 12612L10 46 3500 SH SHARED 10 3500 D CNF INC COM 12612W10 4334 86512 SH SHARED 86512 D CNF INC COM 12612W10 1259 25135 SH SHARED 01 15400 9735 D CNF INC COM 12612W10 15 300 SH SHR/OTHR 01 300 D CNF INC COM 12612W10 883 17639 SH SHARED 02 17639 D CNF INC COM 12612W10 1 35 SH SHARED 10 35 D CNB FINL CORP PA COM 12612810 97 6400 SH SHARED 6400 D CNB FINL CORP PA COM 12612810 0 10 SH SHARED 02 10 D CNET NETWORKS INC COM 12613R10 5391 480079 SH SHARED 480079 D CNET NETWORKS INC COM 12613R10 1493 133000 SH SHARED 01 129000 4000 D CNET NETWORKS INC COM 12613R10 70 6316 SH SHARED 02 6316 D CNET NETWORKS INC COM 12613R10 1684 150000 SH SHARED 04 150000 D CNET NETWORKS INC COM 12613R10 1692 150720 SH SHARED 10 150720 D CNOOC LTD SPONSORED ADR 12613210 4226 78000 SH SHARED 78000 D CNS INC COM 12613610 82 6485 SH SHARED 6485 D CNS INC COM 12613610 474 37300 SH SHARED 02 37300 D CPFL ENERGIA S A SPONSORED ADR 12615310 13101 659700 SH SHARED 01 659700 D CPFL ENERGIA S A SPONSORED ADR 12615310 41 2100 SH SHARED 10 2100 D CPFL ENERGIA S A SPONSORED ADR 12615310 502 25300 SH SHARED 12 25300 D CP HOLDRS DEP RCPTS CP 12616K10 16 200 SH SHR/OTHR 01 200 D CRH PLC ADR 12626K20 4 182 SH SHARED 02 182 D CSG SYS INTL INC COM 12634910 4705 251612 SH SHARED 251612 D CSG SYS INTL INC COM 12634910 23330 1247633 SH SHARED 01 1243933 3700 D CSG SYS INTL INC COM 12634910 2322 124195 SH SHARED 02 124195 D CSG SYS INTL INC COM 12634910 1929 103200 SH SHARED 10 103200 D CSX CORP DBCV 10/3 126408GA 44415 51052000 PRN SHARED 51052000 D CSX CORP DBCV 10/3 126408GA 10159 11678000 PRN SHARED 02 11678000 D CSX CORP COM 12640810 39784 992616 SH SHARED 992616 D CSX CORP COM 12640810 4065 101442 SH SHARED 01 100242 1200 D CSX CORP COM 12640810 1575 39320 SH SHR/OTHR 01 13706 25614 D CSX CORP COM 12640810 7859 196092 SH SHARED 02 196092 D CSX CORP COM 12640810 8 200 SH SHARED 05 200 D CSX CORP COM 12640810 88 2200 SH SHARED 06 2200 D CSX CORP COM 12640810 9019 225027 SH SHARED 10 225027 D CT COMMUNICATIONS INC COM NEW 12642640 439 35745 SH SHARED 35745 D CT COMMUNICATIONS INC COM NEW 12642640 677 55100 SH SHARED 01 55100 D CT COMMUNICATIONS INC COM NEW 12642640 194 15829 SH SHARED 02 15829 D CT COMMUNICATIONS INC COM NEW 12642640 394 32100 SH SHARED 10 32100 D CTS CORP COM 12650110 1104 83089 SH SHARED 83089 D CTS CORP COM 12650110 29 2256 SH SHARED 01 2256 D CTS CORP COM 12650110 0 9 SH SHARED 02 9 D CTS CORP COM 12650110 183 13790 SH SHARED 10 13790 D CUNO INC COM 12658310 1819 30633 SH SHARED 30633 D CUNO INC COM 12658310 35 600 SH SHARED 01 600 D CUNO INC COM 12658310 62 1055 SH SHARED 02 1055 D CUNO INC COM 12658310 427 7200 SH SHARED 10 7200 D CVB FINL CORP COM 12660010 1783 67168 SH SHARED 67168 D CVB FINL CORP COM 12660010 1279 48171 SH SHARED 01 48171 D CVB FINL CORP COM 12660010 32 1209 SH SHARED 02 1209 D CVB FINL CORP COM 12660010 1493 56227 SH SHARED 10 56227 D CVS CORP COM 12665010 130163 2888022 SH SHARED 2880618 7404 D CVS CORP COM 12665010 99010 2196812 SH SHARED 01 219425 1977387 D CVS CORP COM 12665010 4387 97358 SH SHR/OTHR 01 66150 31208 D CVS CORP COM 12665010 13277 294593 SH SHARED 02 294593 D CVS CORP COM 12665010 148190 3288000 SH SHARED 04 3288000 D CVS CORP COM 12665010 3022 67060 SH SHARED 05 48330 18730 D CVS CORP COM 12665010 23283 516600 SH SHARED 06 516600 D CVS CORP COM 12665010 21549 478139 SH SHARED 10 478139 D CV THERAPEUTICS INC COM 12666710 2784 121086 SH SHARED 121086 D CV THERAPEUTICS INC COM 12666710 188 8200 SH SHARED 01 1200 7000 D CV THERAPEUTICS INC COM 12666710 16595 721541 SH SHARED 02 721541 D CV THERAPEUTICS INC COM 12666710 18579 807800 SH SHARED 04 807800 D CV THERAPEUTICS INC COM 12666710 437 19000 SH SHARED 06 19000 D CV THERAPEUTICS INC COM 12666710 1208 52522 SH SHARED 10 52522 D CABCO TR FOR J C PENNEY DEBS CTF TR 7.625% 12679720 390 15100 SH SHARED 02 15100 D CABELAS INC COM 12680430 131 5800 SH SHARED 02 5800 D CABELAS INC COM 12680430 2274 100000 SH SHARED 10 100000 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 176 25970 SH SHARED 25970 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 981 144289 SH SHARED 02 144289 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 5433 218228 SH SHARED 205215 13013 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 112 4514 SH SHARED 01 4514 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 7016 281794 SH SHARED 02 281794 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 44 1800 SH SHARED 06 1800 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 1252 50300 SH SHARED 10 50300 D CABOT CORP COM 12705510 6259 161822 SH SHARED 161822 D CABOT CORP COM 12705510 727 18800 SH SHARED 01 18800 D CABOT CORP COM 12705510 825 21353 SH SHARED 02 21353 D CABOT MICROELECTRONICS CORP COM 12709P10 5196 129675 SH SHARED 129675 D CABOT MICROELECTRONICS CORP COM 12709P10 512 12792 SH SHARED 01 12792 D CABOT MICROELECTRONICS CORP COM 12709P10 288 7202 SH SHARED 02 7202 D CABOT MICROELECTRONICS CORP COM 12709P10 372 9300 SH SHARED 10 9300 D CABOT OIL & GAS CORP COM 12709710 2860 64636 SH SHARED 64636 D CABOT OIL & GAS CORP COM 12709710 977 22100 SH SHARED 01 22100 D CABOT OIL & GAS CORP COM 12709710 35 808 SH SHARED 02 808 D CABOT OIL & GAS CORP COM 12709710 637 14400 SH SHARED 10 14400 D CACHE INC COM NEW 12715030 431 23954 SH SHARED 23954 D CACHE INC COM NEW 12715030 5032 279250 SH SHARED 01 279250 D CACHE INC COM NEW 12715030 10 607 SH SHARED 02 607 D CACHE INC COM NEW 12715030 705 39150 SH SHARED 05 39150 D CACHE INC COM NEW 12715030 796 44200 SH SHARED 10 44200 D CACI INTL INC CL A 12719030 4634 68031 SH SHARED 68031 D CACI INTL INC CL A 12719030 10547 154810 SH SHARED 01 154810 D CACI INTL INC CL A 12719030 198 2908 SH SHARED 02 2908 D CACI INTL INC CL A 12719030 776 11400 SH SHARED 10 11400 D CADBURY SCHWEPPES PLC ADR 12720930 514 13660 SH SHARED 13660 D CADBURY SCHWEPPES PLC ADR 12720930 26 700 SH SHARED 01 700 D CADBURY SCHWEPPES PLC ADR 12720930 15 400 SH SHR/OTHR 01 400 D CADBURY SCHWEPPES PLC ADR 12720930 7 200 SH SHARED 02 200 D CADENCE DESIGN SYSTEM INC COM 12738710 12104 876483 SH SHARED 876483 D CADENCE DESIGN SYSTEM INC COM 12738710 1103 79900 SH SHARED 01 79900 D CADENCE DESIGN SYSTEM INC COM 12738710 7616 551510 SH SHARED 02 551510 D CADENCE DESIGN SYSTEM INC COM 12738710 80 5800 SH SHARED 05 5800 D CADENCE DESIGN SYSTEM INC COM 12738710 385 27900 SH SHARED 06 27900 D CADENCE DESIGN SYSTEM INC COM 12738710 827 59900 SH SHARED 10 59900 D CADMUS COMMUNICATIONS CORP COM 12758710 0 15 SH SHARED 15 D CADMUS COMMUNICATIONS CORP COM 12758710 43 3399 SH SHARED 02 3399 D CAESARS ENTMT INC COM 12768710 5224 259424 SH SHARED 259424 D CAESARS ENTMT INC COM 12768710 2052 101899 SH SHARED 01 101899 D CAESARS ENTMT INC COM 12768710 89612 4449486 SH SHARED 02 4449486 D CAESARS ENTMT INC COM 12768710 51 2550 SH SHARED 06 2550 D CAESARS ENTMT INC COM 12768710 1266 62900 SH SHARED 10 62900 D CAL DIVE INTL INC COM 12791410 4452 109262 SH SHARED 109262 D CAL DIVE INTL INC COM 12791410 3867 94900 SH SHARED 01 94900 D CAL DIVE INTL INC COM 12791410 562 13810 SH SHARED 02 13810 D CAL DIVE INTL INC COM 12791410 2838 69646 SH SHARED 10 69646 D CAL MAINE FOODS INC COM NEW 12803020 375 31020 SH SHARED 31020 D CAL MAINE FOODS INC COM NEW 12803020 555 45925 SH SHARED 02 45925 D CAL MAINE FOODS INC COM NEW 12803020 94 7800 SH SHARED 10 7800 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 57 3319 SH SHARED 3319 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 150 8781 SH SHARED 02 8781 D CALAMOS ASSET MGMT INC CL A 12811R10 4020 148900 SH SHARED 148900 D CALAMOS ASSET MGMT INC CL A 12811R10 12425 460200 SH SHARED 01 460200 D CALAMOS ASSET MGMT INC CL A 12811R10 1417 52500 SH SHARED 04 52500 D CALAMOS ASSET MGMT INC CL A 12811R10 3296 122100 SH SHARED 10 122100 D CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 213 10300 SH SHARED 10300 D CALAMP CORP COM 12812610 231 25903 SH SHARED 25903 D CALAMP CORP COM 12812610 534 59764 SH SHARED 02 59764 D CALAVO GROWERS INC COM 12824610 95 9000 SH SHARED 02 9000 D CALGON CARBON CORP COM 12960310 559 61665 SH SHARED 61665 D CALGON CARBON CORP COM 12960310 18 2066 SH SHARED 02 2066 D CALGON CARBON CORP COM 12960310 120 13300 SH SHARED 10 13300 D CALIFORNIA FIRST NTNL BANCOR COM 13022210 14 1171 SH SHARED 02 1171 D CALIFORNIA MICRO DEVICES COR COM 13043910 546 77113 SH SHARED 77113 D CALIFORNIA MICRO DEVICES COR COM 13043910 343 48400 SH SHARED 01 48400 D CALIFORNIA MICRO DEVICES COR COM 13043910 7 1000 SH SHARED 02 1000 D CALIFORNIA MICRO DEVICES COR COM 13043910 72 10200 SH SHARED 10 10200 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 2437 105969 SH SHARED 105969 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 2060 89600 SH SHARED 01 89600 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 29 1264 SH SHR/OTHR 01 1264 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 1009 43874 SH SHARED 02 43874 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 1642 71400 SH SHARED 10 71400 D CALIFORNIA WTR SVC GROUP COM 13078810 1164 30928 SH SHARED 30928 D CALIFORNIA WTR SVC GROUP COM 13078810 15 400 SH SHARED 01 400 D CALIFORNIA WTR SVC GROUP COM 13078810 0 4 SH SHARED 02 4 D CALIFORNIA WTR SVC GROUP COM 13078810 248 6600 SH SHARED 10 6600 D CALIPER LIFE SCIENCES INC COM 13087210 239 31858 SH SHARED 31858 D CALIPER LIFE SCIENCES INC COM 13087210 21 2830 SH SHARED 02 2830 D CALLAWAY GOLF CO COM 13119310 45 3400 SH SHARED 3400 D CALLAWAY GOLF CO COM 13119310 5920 438583 SH SHARED 438583 D CALLAWAY GOLF CO COM 13119310 313 23200 SH SHARED 01 22200 1000 D CALLAWAY GOLF CO COM 13119310 3638 269490 SH SHARED 02 269490 D CALLAWAY GOLF CO COM 13119310 338 25100 SH SHARED 10 25100 D CALLON PETE CO DEL COM 13123X10 503 34832 SH SHARED 34832 D CALLON PETE CO DEL COM 13123X10 1258 87000 SH SHARED 01 87000 D CALLON PETE CO DEL COM 13123X10 1 100 SH SHARED 02 100 D CALLON PETE CO DEL COM 13123X10 673 46600 SH SHARED 10 46600 D CALLWAVE INC DEL COM 13126N10 114 7400 SH SHARED 7400 D CALPINE CORP NOTE 4.750%11/1 131347BJ 1305 1500000 PRN SHARED 02 1500000 D CALPINE CORP NOTE 6.000% 9/3 131347BM 156110134000000 PRN SHARED 134000000 D CALPINE CORP NOTE 6.000% 9/3 131347BM 4514 3875000 PRN SHARED 02 3875000 D CALPINE CORP COM 13134710 9004 2285366 SH SHARED 2285366 D CALPINE CORP COM 13134710 4 1023 SH SHARED 01 100 923 D CALPINE CORP COM 13134710 3 800 SH SHR/OTHR 01 800 D CALPINE CORP COM 13134710 14355 3643532 SH SHARED 02 3643532 D CALPINE CORP COM 13134710 3426 869551 SH SHARED 10 869551 D CALYPTE BIOMEDICAL CORP COM NEW 13172260 3 8500 SH SHARED 8500 D CAM COMM SOLUTIONS INC COM 13191610 168 9938 SH SHARED 02 9938 D CAMBIOR INC COM 13201L10 0 102 SH SHARED 102 D CAMBIOR INC COM 13201L10 19491 7300000 SH SHARED 01 7300000 D CAMBIOR INC COM 13201L10 1468 550000 SH SHARED 04 550000 D CAMBREX CORP COM 13201110 1289 47590 SH SHARED 47590 D CAMBREX CORP COM 13201110 1102 40700 SH SHARED 01 40700 D CAMBREX CORP COM 13201110 0 2 SH SHARED 02 2 D CAMBREX CORP COM 13201110 303 11203 SH SHARED 10 11203 D CAMBRIDGE ANTIBODY TECH GP SPONSORED ADR 13214810 20 1422 SH SHARED 1422 D CAMBRIDGE ANTIBODY TECH GP SPONSORED ADR 13214810 703 49756 SH SHARED 02 49756 D CAMCO FINL CORP COM 13261810 1 100 SH SHARED 100 D CAMCO FINL CORP COM 13261810 928 60308 SH SHARED 02 60308 D CAMDEN NATL CORP COM 13303410 545 13850 SH SHARED 13850 D CAMDEN NATL CORP COM 13303410 39 990 SH SHARED 01 990 D CAMDEN NATL CORP COM 13303410 122 3100 SH SHARED 10 3100 D CAMDEN PPTY TR SH BEN INT 13313110 219 4308 SH SHARED 4308 D CAMDEN PPTY TR SH BEN INT 13313110 397 7800 SH SHARED 01 7600 200 D CAMDEN PPTY TR SH BEN INT 13313110 205 4024 SH SHARED 02 4024 D CAMDEN PPTY TR SH BEN INT 13313110 5339 104700 SH SHARED 11 104700 D CAMECO CORP COM 13321L10 7669 73136 SH SHARED 46136 27000 D CAMECO CORP COM 13321L10 283 2700 SH SHARED 01 2700 D CAMECO CORP COM 13321L10 2582 24625 SH SHARED 02 24625 D CAMECO CORP COM 13321L10 1572 15000 SH SHARED 04 15000 D CAMECO CORP COM 13321L10 4341 41400 SH SHARED 10 41400 D CAMPBELL SOUP CO COM 13442910 32898 1100649 SH SHARED 1098849 1800 D CAMPBELL SOUP CO COM 13442910 2555 85504 SH SHARED 01 83504 2000 D CAMPBELL SOUP CO COM 13442910 376 12600 SH SHR/OTHR 01 2000 10600 D CAMPBELL SOUP CO COM 13442910 3629 121426 SH SHARED 02 121426 D CAMPBELL SOUP CO COM 13442910 11 400 SH SHARED 05 400 D CAMPBELL SOUP CO COM 13442910 575 19250 SH SHARED 06 19250 D CAMPBELL SOUP CO COM 13442910 11410 381740 SH SHARED 10 381740 D CDN IMPERIAL BK OF COMMERCE COM 13606910 95 1577 SH SHARED 1577 D CDN IMPERIAL BK OF COMMERCE COM 13606910 194 3220 SH SHARED 01 3220 D CDN IMPERIAL BK OF COMMERCE COM 13606910 9269 153826 SH SHARED 02 153826 D CDN IMPERIAL BK OF COMMERCE COM 13606910 100 1670 SH SHARED 06 1670 D CDN IMPERIAL BK OF COMMERCE COM 13606910 5341 88637 SH SHARED 10 88637 D CANADIAN NATL RY CO COM 13637510 19608 320144 SH SHARED 260739 59405 D CANADIAN NATL RY CO COM 13637510 44632 728690 SH SHARED 01 697790 30900 D CANADIAN NATL RY CO COM 13637510 18111 295698 SH SHARED 02 295698 D CANADIAN NATL RY CO COM 13637510 20779 339250 SH SHARED 03 339250 D CANADIAN NATL RY CO COM 13637510 94803 1547813 SH SHARED 05 1137364 410449 D CANADIAN NATL RY CO COM 13637510 14749 240800 SH SHARED 06 240800 D CANADIAN NATL RY CO COM 13637510 385 6300 SH SHARED 07 6300 D CANADIAN NATL RY CO COM 13637510 14508 236877 SH SHARED 10 236877 D CANADIAN NATL RY CO COM 13637510 6660 108750 SH SHARED 12 108750 D CANADIAN NAT RES LTD COM 13638510 316 7400 SH SHARED 7400 D CANADIAN NAT RES LTD COM 13638510 2167 50673 SH SHARED 01 6173 44500 D CANADIAN NAT RES LTD COM 13638510 13578 317474 SH SHARED 02 317474 D CANADIAN NAT RES LTD COM 13638510 3793 88700 SH SHARED 05 82500 6200 D CANADIAN NAT RES LTD COM 13638510 4854 113500 SH SHARED 06 113500 D CANADIAN NAT RES LTD COM 13638510 397 9300 SH SHARED 07 9300 D CANADIAN NAT RES LTD COM 13638510 2959 69200 SH SHARED 10 69200 D CANADIAN PAC RY LTD COM 13645T10 20930 608269 SH SHARED 608269 D CANADIAN PAC RY LTD COM 13645T10 419 12201 SH SHARED 01 1201 11000 D CANADIAN PAC RY LTD COM 13645T10 45 1325 SH SHR/OTHR 01 1325 D CANADIAN PAC RY LTD COM 13645T10 6616 192298 SH SHARED 02 192298 D CANADIAN PAC RY LTD COM 13645T10 5 155 SH SHARED 05 155 D CANADIAN PAC RY LTD COM 13645T10 1321 38391 SH SHARED 10 38391 D CANDELA CORP COM 13690710 400 35229 SH SHARED 35229 D CANDELA CORP COM 13690710 22 2000 SH SHARED 01 2000 D CANDELA CORP COM 13690710 20 1807 SH SHARED 02 1807 D CANDELA CORP COM 13690710 111 9800 SH SHARED 10 9800 D CANARGO ENERGY CORP COM 13722510 151 140000 SH SHARED 140000 D CANCERVAX CORP COM 13738Y10 500 46168 SH SHARED 46168 D CANCERVAX CORP COM 13738Y10 16 1500 SH SHARED 01 1500 D CANCERVAX CORP COM 13738Y10 1058 97544 SH SHARED 02 97544 D CANCERVAX CORP COM 13738Y10 47 4400 SH SHARED 10 4400 D CANON INC ADR 13800630 218 4031 SH SHARED 3131 900 D CANON INC ADR 13800630 2142 39492 SH SHARED 01 400 39092 D CANON INC ADR 13800630 553 10200 SH SHARED 02 10200 D CANTEL MEDICAL CORP COM 13809810 1069 28568 SH SHARED 02 28568 D CANYON RESOURCES CORP COM NEW 13886930 0 14 SH SHARED 14 D CANYON RESOURCES CORP COM NEW 13886930 19 15500 SH SHARED 02 15500 D CANWEST GLOBAL COMMUNICATION SHS NON VTG 13890630 1 100 SH SHARED 02 100 D CAPITAL CITY BK GROUP INC COM 13967410 723 17300 SH SHARED 17300 D CAPITAL CITY BK GROUP INC COM 13967410 0 2 SH SHARED 02 2 D CAPITAL CITY BK GROUP INC COM 13967410 145 3475 SH SHARED 10 3475 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 2252 63409 SH SHARED 63409 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 1034 29120 SH SHARED 01 28900 220 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 0 4 SH SHARED 02 4 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 543 15300 SH SHARED 10 15300 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 25038 704800 SH SHARED 11 704800 D CAPITAL CORP OF THE WEST COM 14006510 431 9172 SH SHARED 9172 D CAPITAL CORP OF THE WEST COM 14006510 0 1 SH SHARED 02 1 D CAPITAL CORP OF THE WEST COM 14006510 112 2400 SH SHARED 10 2400 D CAPITAL CROSSING BK COM 14007110 404 13138 SH SHARED 13138 D CAPITAL CROSSING BK COM 14007110 6 200 SH SHARED 02 200 D CAPITAL LEASE FDG INC COM 14028810 567 45405 SH SHARED 45405 D CAPITAL LEASE FDG INC COM 14028810 77 6200 SH SHARED 10 6200 D CAPITAL ONE FINL CORP COM 14040H10 73446 872182 SH SHARED 872182 D CAPITAL ONE FINL CORP COM 14040H10 11988 142367 SH SHARED 01 142272 95 D CAPITAL ONE FINL CORP COM 14040H10 9334 110842 SH SHARED 02 110842 D CAPITAL ONE FINL CORP COM 14040H10 72 865 SH SHARED 06 865 D CAPITAL ONE FINL CORP COM 14040H10 28264 335638 SH SHARED 10 335638 D CAPITAL ONE FINL CORP DECS UPPR 6.25 14040H20 2342 41500 SH SHARED 41500 D CAPITAL SR LIVING CORP COM 14047510 60 10700 SH SHARED 10700 D CAPITAL SOUTHWEST CORP COM 14050110 369 4700 SH SHARED 4700 D CAPITAL SOUTHWEST CORP COM 14050110 7 100 SH SHARED 02 100 D CAPITAL SOUTHWEST CORP COM 14050110 54 700 SH SHARED 10 700 D CAPITAL TRUST INC MD CL A NEW 14052H50 657 21397 SH SHARED 21397 D CAPITAL TRUST INC MD CL A NEW 14052H50 101 3300 SH SHARED 10 3300 D CAPITALSOURCE INC COM 14055X10 708 27600 SH SHARED 27600 D CAPITALSOURCE INC COM 14055X10 77 3000 SH SHR/OTHR 01 3000 D CAPITALSOURCE INC COM 14055X10 1373 53500 SH SHARED 02 53500 D CAPITALSOURCE INC COM 14055X10 420 16400 SH SHARED 10 16400 D CAPITOL BANCORP LTD COM 14056D10 656 18639 SH SHARED 18639 D CAPITOL BANCORP LTD COM 14056D10 38 1100 SH SHARED 01 1100 D CAPITOL BANCORP LTD COM 14056D10 3 102 SH SHARED 02 102 D CAPITOL BANCORP LTD COM 14056D10 176 5000 SH SHARED 10 5000 D CAPITOL FED FINL COM 14057C10 3 100 SH SHARED 01 100 D CAPITOL FED FINL COM 14057C10 76 2118 SH SHARED 02 2118 D CAPSTONE TURBINE CORP COM 14067D10 330 180513 SH SHARED 180513 D CAPSTONE TURBINE CORP COM 14067D10 66 36300 SH SHARED 02 36300 D CAPSTONE TURBINE CORP COM 14067D10 49 27000 SH SHARED 10 27000 D CAPSTEAD MTG CORP COM NO PAR 14067E50 3608 342317 SH SHARED 342317 D CAPSTEAD MTG CORP COM NO PAR 14067E50 111 10600 SH SHARED 01 10600 D CAPSTEAD MTG CORP COM NO PAR 14067E50 0 3 SH SHARED 02 3 D CAPSTEAD MTG CORP COM NO PAR 14067E50 108 10251 SH SHARED 10 10251 D CAPTARIS INC COM 14071N10 302 58704 SH SHARED 58704 D CAPTARIS INC COM 14071N10 64 12523 SH SHARED 02 12523 D CAPTARIS INC COM 14071N10 51 10000 SH SHARED 10 10000 D CAPTIVA SOFTWARE CORP DEL COM 14073T10 114 11203 SH SHARED 11203 D CAPTIVA SOFTWARE CORP DEL COM 14073T10 178 17500 SH SHARED 02 17500 D CARACO PHARMACEUTICAL LABS L COM 14075T10 376 39389 SH SHARED 39389 D CARACO PHARMACEUTICAL LABS L COM 14075T10 2 300 SH SHARED 02 300 D CARBO CERAMICS INC COM 14078110 1758 25490 SH SHARED 25490 D CARBO CERAMICS INC COM 14078110 41 603 SH SHARED 02 603 D CARBO CERAMICS INC COM 14078110 386 5600 SH SHARED 10 5600 D CARAUSTAR INDS INC COM 14090910 870 51769 SH SHARED 51769 D CARAUSTAR INDS INC COM 14090910 0 7 SH SHARED 02 7 D CARAUSTAR INDS INC COM 14090910 216 12861 SH SHARED 10 12861 D CAPITAL TITLE GROUP INC COM 14091910 1 327 SH SHARED 327 D CARDIAC SCIENCE INC COM NEW 14141020 390 182568 SH SHARED 182568 D CARDIAC SCIENCE INC COM NEW 14141020 1 813 SH SHARED 02 813 D CARDIAC SCIENCE INC COM NEW 14141020 81 38000 SH SHARED 10 38000 D CARDINAL FINL CORP COM 14149F10 2 219 SH SHARED 219 D CARDINAL FINL CORP COM 14149F10 966 86791 SH SHARED 02 86791 D CARDINAL HEALTH INC COM 14149Y10 70045 1204574 SH SHARED 1202274 2300 D CARDINAL HEALTH INC COM 14149Y10 11524 198179 SH SHARED 01 137947 3500 56732 D CARDINAL HEALTH INC COM 14149Y10 576 9910 SH SHR/OTHR 01 3418 6492 D CARDINAL HEALTH INC COM 14149Y10 10116 173980 SH SHARED 02 173980 D CARDINAL HEALTH INC COM 14149Y10 23 400 SH SHARED 05 400 D CARDINAL HEALTH INC COM 14149Y10 757 13020 SH SHARED 06 13020 D CARDINAL HEALTH INC COM 14149Y10 89053 1531449 SH SHARED 10 1531449 D CARDIOME PHARMA CORP COM NEW 14159U20 7 1000 SH SHARED 1000 D CARDIOME PHARMA CORP COM NEW 14159U20 65 8550 SH SHARED 02 8550 D CARDIODYNAMICS INTL CORP COM 14159710 523 101335 SH SHARED 101335 D CARDIODYNAMICS INTL CORP COM 14159710 204 39618 SH SHARED 02 39618 D CARDIODYNAMICS INTL CORP COM 14159710 88 17179 SH SHARED 10 17179 D CARDIOTECH INTL INC COM 14160C10 0 24 SH SHARED 24 D CARDIOTECH INTL INC COM 14160C10 4 1400 SH SHARED 02 1400 D CAREER EDUCATION CORP COM 14166510 16752 418810 SH SHARED 418810 D CAREER EDUCATION CORP COM 14166510 1288 32200 SH SHARED 01 32200 D CAREER EDUCATION CORP COM 14166510 2418 60459 SH SHARED 02 60459 D CAREER EDUCATION CORP COM 14166510 68 1712 SH SHARED 06 1712 D CAREER EDUCATION CORP COM 14166510 1478 36959 SH SHARED 10 36959 D CAREMARK RX INC COM 14170510 77088 1955068 SH SHARED 1708068 247000 D CAREMARK RX INC COM 14170510 121688 3086194 SH SHARED 01 1512959 1375400 197835 D CAREMARK RX INC COM 14170510 2720 68985 SH SHR/OTHR 01 22550 46435 D CAREMARK RX INC COM 14170510 7913 200686 SH SHARED 02 200686 D CAREMARK RX INC COM 14170510 24513 621700 SH SHARED 03 621700 D CAREMARK RX INC COM 14170510 31011 786500 SH SHARED 04 786500 D CAREMARK RX INC COM 14170510 90113 2285395 SH SHARED 05 1638576 646819 D CAREMARK RX INC COM 14170510 24734 627300 SH SHARED 06 627300 D CAREMARK RX INC COM 14170510 695 17649 SH SHARED 07 17649 D CAREMARK RX INC COM 14170510 1766 44800 SH SHARED 09 44800 D CAREMARK RX INC COM 14170510 31602 801488 SH SHARED 10 801488 D CARLISLE COS INC COM 14233910 2455 37816 SH SHARED 37816 D CARLISLE COS INC COM 14233910 642 9900 SH SHARED 01 9900 D CARLISLE COS INC COM 14233910 702 10824 SH SHARED 02 10824 D CARMAX INC COM 14313010 3063 98664 SH SHARED 98664 D CARMAX INC COM 14313010 1888 60823 SH SHARED 01 60823 D CARMAX INC COM 14313010 1182 38078 SH SHARED 02 38078 D CARMAX INC COM 14313010 725 23381 SH SHARED 06 23381 D CARMAX INC COM 14313010 6924 223005 SH SHARED 10 223005 D CARMIKE CINEMAS INC COM 14343640 837 22936 SH SHARED 22936 D CARMIKE CINEMAS INC COM 14343640 127 3500 SH SHARED 10 3500 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 58276 38645000 PRN SHARED 38645000 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV 19910 22000000 PRN SHARED 22000000 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV 15837 17500000 PRN SHARED 02 17500000 D CARNIVAL CORP PAIRED CTF 14365830 260086 4513034 SH SHARED 4508134 4900 D CARNIVAL CORP PAIRED CTF 14365830 11228 194830 SH SHARED 01 188900 5930 D CARNIVAL CORP PAIRED CTF 14365830 674 11700 SH SHR/OTHR 01 11700 D CARNIVAL CORP PAIRED CTF 14365830 21899 379999 SH SHARED 02 379999 D CARNIVAL CORP PAIRED CTF 14365830 34520 599000 SH SHARED 04 599000 D CARNIVAL CORP PAIRED CTF 14365830 17 300 SH SHARED 05 300 D CARNIVAL CORP PAIRED CTF 14365830 1051 18250 SH SHARED 06 18250 D CARNIVAL CORP PAIRED CTF 14365830 36568 634543 SH SHARED 10 634543 D CARRIAGE SVCS INC COM 14390510 0 100 SH SHARED 02 100 D CARPENTER TECHNOLOGY CORP COM 14428510 2653 45392 SH SHARED 45392 D CARPENTER TECHNOLOGY CORP COM 14428510 4472 76500 SH SHARED 01 76500 D CARPENTER TECHNOLOGY CORP COM 14428510 6 106 SH SHARED 02 106 D CARPENTER TECHNOLOGY CORP COM 14428510 923 15790 SH SHARED 10 15790 D CARRAMERICA RLTY CORP COM 14441810 3845 116519 SH SHARED 116519 D CARRAMERICA RLTY CORP COM 14441810 3950 119700 SH SHARED 01 119700 D CARRAMERICA RLTY CORP COM 14441810 499 15144 SH SHARED 02 15144 D CARRAMERICA RLTY CORP COM 14441810 1980 60000 SH SHARED 10 60000 D CARRAMERICA RLTY CORP COM 14441810 6758 204800 SH SHARED 11 204800 D CARREKER CORP COM 14443310 315 36731 SH SHARED 36731 D CARREKER CORP COM 14443310 298 34673 SH SHARED 01 34673 D CARREKER CORP COM 14443310 133 15473 SH SHARED 02 15473 D CARREKER CORP COM 14443310 81 9500 SH SHARED 10 9500 D CARRIER ACCESS CORP COM 14446010 474 44449 SH SHARED 44449 D CARRIER ACCESS CORP COM 14446010 383 35900 SH SHARED 01 35900 D CARRIER ACCESS CORP COM 14446010 191 17963 SH SHARED 02 17963 D CARRIER ACCESS CORP COM 14446010 106 10000 SH SHARED 10 10000 D CARRIZO OIL & CO INC COM 14457710 142 12576 SH SHARED 12576 D CARRIZO OIL & CO INC COM 14457710 5087 450200 SH SHARED 01 450200 D CARRIZO OIL & CO INC COM 14457710 708 62700 SH SHARED 05 62700 D CARRIZO OIL & CO INC COM 14457710 844 74700 SH SHARED 10 74700 D CARTER INC COM 14622910 513 15102 SH SHARED 15102 D CARTER INC COM 14622910 7620 224200 SH SHARED 01 224200 D CARTER INC COM 14622910 6 200 SH SHARED 02 200 D CARTER INC COM 14622910 268 7900 SH SHARED 10 7900 D CASCADE BANCORP COM 14715410 620 30668 SH SHARED 30668 D CASCADE BANCORP COM 14715410 8 400 SH SHARED 01 400 D CASCADE BANCORP COM 14715410 25 1244 SH SHARED 02 1244 D CASCADE BANCORP COM 14715410 141 7000 SH SHARED 10 7000 D CASCADE CORP COM 14719510 1073 26862 SH SHARED 26862 D CASCADE CORP COM 14719510 0 2 SH SHARED 02 2 D CASCADE CORP COM 14719510 179 4500 SH SHARED 10 4500 D CASCADE NAT GAS CORP COM 14733910 503 23740 SH SHARED 23740 D CASCADE NAT GAS CORP COM 14733910 106 5000 SH SHR/OTHR 01 5000 D CASCADE NAT GAS CORP COM 14733910 111 5253 SH SHARED 02 5253 D CASCADE NAT GAS CORP COM 14733910 101 4800 SH SHARED 10 4800 D CASELLA WASTE SYS INC CL A 14744810 544 37222 SH SHARED 37222 D CASELLA WASTE SYS INC CL A 14744810 865 59100 SH SHARED 01 59100 D CASELLA WASTE SYS INC CL A 14744810 496 33891 SH SHARED 02 33891 D CASELLA WASTE SYS INC CL A 14744810 136 9300 SH SHARED 10 9300 D CASEYS GEN STORES INC COM 14752810 2162 119154 SH SHARED 119154 D CASEYS GEN STORES INC COM 14752810 401 22100 SH SHARED 01 22100 D CASEYS GEN STORES INC COM 14752810 888 48957 SH SHARED 02 48957 D CASEYS GEN STORES INC COM 14752810 533 29386 SH SHARED 10 29386 D CASH AMER INTL INC COM 14754D10 1582 53243 SH SHARED 53243 D CASH AMER INTL INC COM 14754D10 5125 172400 SH SHARED 01 172400 D CASH AMER INTL INC COM 14754D10 32 1107 SH SHARED 02 1107 D CASH AMER INTL INC COM 14754D10 318 10700 SH SHARED 10 10700 D CASTLE A M & CO COM 14841110 121 10200 SH SHARED 02 10200 D CASUAL MALE RETAIL GRP INC COM 14871110 371 68223 SH SHARED 68223 D CASUAL MALE RETAIL GRP INC COM 14871110 7 1408 SH SHARED 02 1408 D CASUAL MALE RETAIL GRP INC COM 14871110 80 14700 SH SHARED 10 14700 D CATALINA MARKETING CORP COM 14886710 5213 175964 SH SHARED 175964 D CATALINA MARKETING CORP COM 14886710 1229 41489 SH SHARED 01 41489 D CATALINA MARKETING CORP COM 14886710 2779 93801 SH SHARED 02 93801 D CATALINA MARKETING CORP COM 14886710 595 20100 SH SHARED 10 20100 D CATALYST SEMICONDUCTOR INC COM 14888110 69 12600 SH SHARED 12600 D CATALYTICA ENERGY SYS INC COM 14888410 2 1000 SH SHARED 02 1000 D CATAPULT COMMUNICATIONS CORP COM 14901610 661 27400 SH SHARED 27400 D CATAPULT COMMUNICATIONS CORP COM 14901610 1363 56419 SH SHARED 02 56419 D CATAPULT COMMUNICATIONS CORP COM 14901610 82 3400 SH SHARED 10 3400 D CATELLUS DEV CORP NEW COM 14911310 3665 119781 SH SHARED 119781 D CATELLUS DEV CORP NEW COM 14911310 427 13960 SH SHARED 02 13960 D CATELLUS DEV CORP NEW COM 14911310 218560 7142496 SH SHARED 11 7142496 D CATERPILLAR INC DEL COM 14912310 500864 5136545 SH SHARED 5110729 25816 D CATERPILLAR INC DEL COM 14912310 149344 1531585 SH SHARED 01 586681 183400 761504 D CATERPILLAR INC DEL COM 14912310 5032 51605 SH SHR/OTHR 01 275 51330 D CATERPILLAR INC DEL COM 14912310 18567 190413 SH SHARED 02 190413 D CATERPILLAR INC DEL COM 14912310 25518 261700 SH SHARED 03 261700 D CATERPILLAR INC DEL COM 14912310 10321 105850 SH SHARED 04 105850 D CATERPILLAR INC DEL COM 14912310 20731 212610 SH SHARED 05 141000 71610 D CATERPILLAR INC DEL COM 14912310 6272 64325 SH SHARED 06 64325 D CATERPILLAR INC DEL COM 14912310 45833 470037 SH SHARED 10 470037 D CATHAY GENERAL BANCORP COM 14915010 3277 87413 SH SHARED 87413 D CATHAY GENERAL BANCORP COM 14915010 851 22700 SH SHARED 01 22700 D CATHAY GENERAL BANCORP COM 14915010 30 812 SH SHARED 02 812 D CATHAY GENERAL BANCORP COM 14915010 691 18436 SH SHARED 10 18436 D CATO CORP NEW CL A 14920510 1497 51948 SH SHARED 51948 D CATO CORP NEW CL A 14920510 3927 136260 SH SHARED 01 136260 D CATO CORP NEW CL A 14920510 11 404 SH SHARED 02 404 D CATO CORP NEW CL A 14920510 2023 70200 SH SHARED 10 70200 D CAVALIER HOMES INC COM 14950710 199 33900 SH SHARED 02 33900 D CAVALRY BANCORP INC COM 14954710 0 8 SH SHARED 02 8 D CAVCO INDS INC DEL COM 14956810 0 14 SH SHARED 14 D CAVCO INDS INC DEL COM 14956810 6 139 SH SHARED 01 139 D CD&L INC COM 14983Y10 132 75900 SH SHARED 02 75900 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 197 6000 SH SHARED 6000 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 332 10100 SH SHARED 01 10100 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 5 159 SH SHARED 02 159 D CEDAR SHOPPING CTRS INC COM NEW 15060220 429 30000 SH SHARED 30000 D CEDAR SHOPPING CTRS INC COM NEW 15060220 124 8700 SH SHARED 10 8700 D CEDAR SHOPPING CTRS INC COM NEW 15060220 3575 250000 SH SHARED 11 250000 D CELADON GROUP INC COM 15083810 255 11488 SH SHARED 11488 D CELADON GROUP INC COM 15083810 5874 264000 SH SHARED 01 264000 D CELADON GROUP INC COM 15083810 334 15044 SH SHARED 02 15044 D CELADON GROUP INC COM 15083810 852 38300 SH SHARED 05 38300 D CELADON GROUP INC COM 15083810 852 38300 SH SHARED 10 38300 D CELL GENESYS INC COM 15092110 994 122718 SH SHARED 122718 D CELL GENESYS INC COM 15092110 22 2800 SH SHARED 01 2800 D CELL GENESYS INC COM 15092110 8 1000 SH SHR/OTHR 01 1000 D CELL GENESYS INC COM 15092110 243 30009 SH SHARED 02 30009 D CELL GENESYS INC COM 15092110 2754 340000 SH SHARED 04 340000 D CELL GENESYS INC COM 15092110 162 20000 SH SHARED 10 20000 D CELLSTAR CORP COM NEW 15092520 57 12938 SH SHARED 12938 D CELLSTAR CORP COM NEW 15092520 3 735 SH SHARED 02 735 D CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AC 3020 3508000 PRN SHARED 3508000 D CELL THERAPEUTICS INC COM 15093410 5384 661425 SH SHARED 661425 D CELL THERAPEUTICS INC COM 15093410 42 5200 SH SHARED 01 5200 D CELL THERAPEUTICS INC COM 15093410 279 34388 SH SHARED 02 34388 D CELL THERAPEUTICS INC COM 15093410 3435 422000 SH SHARED 04 422000 D CELL THERAPEUTICS INC COM 15093410 138 17000 SH SHARED 06 17000 D CELL THERAPEUTICS INC COM 15093410 567 69750 SH SHARED 10 69750 D CELESTICA INC NOTE 8/0 15101QAA 6695 13000000 PRN SHARED 13000000 D CELESTICA INC SUB VTG SHS 15101Q10 4591 325397 SH SHARED 325397 D CELESTICA INC SUB VTG SHS 15101Q10 117 8330 SH SHARED 01 8230 100 D CELESTICA INC SUB VTG SHS 15101Q10 5419 384079 SH SHARED 02 384079 D CELESTICA INC SUB VTG SHS 15101Q10 15 1100 SH SHARED 06 1100 D CELESTICA INC SUB VTG SHS 15101Q10 2675 189640 SH SHARED 10 189640 D CELGENE CORP NOTE 1.750% 6/0 151020AC 1304 1013000 PRN SHARED 1013000 D CELGENE CORP COM 15102010 3674 138554 SH SHARED 138554 D CELGENE CORP COM 15102010 39901 1504569 SH SHARED 01 1270280 167600 66689 D CELGENE CORP COM 15102010 368 13902 SH SHR/OTHR 01 2550 11352 D CELGENE CORP COM 15102010 21791 821705 SH SHARED 02 821705 D CELGENE CORP COM 15102010 11037 416200 SH SHARED 04 416200 D CELGENE CORP COM 15102010 128 4845 SH SHARED 06 4845 D CELGENE CORP COM 15102010 3738 140975 SH SHARED 10 140975 D CELLEGY PHARMACEUTICALS INC COM 15115L10 22 7800 SH SHARED 02 7800 D CEMEX S A SPON ADR 5 ORD 15129088 13420 368489 SH SHARED 353201 15288 D CEMEX S A SPON ADR 5 ORD 15129088 80376 2206921 SH SHARED 01 2206921 D CEMEX S A SPON ADR 5 ORD 15129088 2201 60442 SH SHARED 04 60442 D CEMEX S A SPON ADR 5 ORD 15129088 5817 159734 SH SHARED 05 159734 D CEMEX S A SPON ADR 5 ORD 15129088 1744 47900 SH SHARED 10 47900 D CEMEX S A SPON ADR 5 ORD 15129088 4304 118189 SH SHARED 12 118189 D CENDANT CORP COM 15131310 160074 6846627 SH SHARED 6846627 D CENDANT CORP COM 15131310 33578 1436192 SH SHARED 01 1436192 D CENDANT CORP COM 15131310 288 12344 SH SHR/OTHR 01 10000 2344 D CENDANT CORP COM 15131310 19467 832662 SH SHARED 02 832662 D CENDANT CORP COM 15131310 2338 100000 SH SHARED 04 100000 D CENDANT CORP COM 15131310 18 800 SH SHARED 05 800 D CENDANT CORP COM 15131310 6812 291381 SH SHARED 06 291381 D CENDANT CORP COM 15131310 29940 1280622 SH SHARED 10 1280622 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 468 59019 SH SHARED 59019 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 604 76200 SH SHARED 01 76200 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 0 3 SH SHARED 02 3 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 591 74600 SH SHARED 10 74600 D CENTENE CORP DEL COM 15135B10 5151 181714 SH SHARED 181714 D CENTENE CORP DEL COM 15135B10 3620 127700 SH SHARED 01 127700 D CENTENE CORP DEL COM 15135B10 56 2000 SH SHR/OTHR 01 2000 D CENTENE CORP DEL COM 15135B10 1835 64734 SH SHARED 02 64734 D CENTENE CORP DEL COM 15135B10 40842 1440676 SH SHARED 10 1440676 D CENTER BANCORP INC COM 15140810 2 200 SH SHARED 200 D CENTER BANCORP INC COM 15140810 0 8 SH SHARED 02 8 D CENTER FINL CORP CALIF COM 15146E10 351 17564 SH SHARED 17564 D CENTER FINL CORP CALIF COM 15146E10 251 12550 SH SHARED 02 12550 D CENTER FINL CORP CALIF COM 15146E10 110 5500 SH SHARED 10 5500 D CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAC 25488 22300000 PRN SHARED 22300000 D CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAC 758 664000 PRN SHARED 02 664000 D CENTERPOINT ENERGY INC NOTE 2.875% 1/1 15189TAL 5628 5350000 PRN SHARED 02 5350000 D CENTERPOINT ENERGY INC COM 15189T10 15761 1394787 SH SHARED 1394787 D CENTERPOINT ENERGY INC COM 15189T10 666 59001 SH SHARED 01 56001 3000 D CENTERPOINT ENERGY INC COM 15189T10 33 3000 SH SHR/OTHR 01 3000 D CENTERPOINT ENERGY INC COM 15189T10 8153 721525 SH SHARED 02 721525 D CENTERPOINT ENERGY INC COM 15189T10 3 300 SH SHARED 05 300 D CENTERPOINT ENERGY INC COM 15189T10 27 2400 SH SHARED 06 2400 D CENTERPOINT ENERGY INC COM 15189T10 3794 335835 SH SHARED 10 335835 D CENTERPOINT PPTYS TR COM 15189510 64 1339 SH SHARED 1339 D CENTERPOINT PPTYS TR COM 15189510 373 7800 SH SHARED 01 7800 D CENTERPOINT PPTYS TR COM 15189510 245 5135 SH SHARED 02 5135 D CENTERPOINT PPTYS TR COM 15189510 5823 121600 SH SHARED 10 121600 D CENTERPLATE INC UNIT 99/99/9999 15200E20 2918 220600 SH SHARED 220600 D CENTEX CORP COM 15231210 822 13800 SH SHARED 13800 D CENTEX CORP COM 15231210 79289 1330801 SH SHARED 1330801 D CENTEX CORP COM 15231210 2738 45964 SH SHARED 01 45900 64 D CENTEX CORP COM 15231210 8795 147624 SH SHARED 02 147624 D CENTEX CORP COM 15231210 11 200 SH SHARED 05 200 D CENTEX CORP COM 15231210 287 4818 SH SHARED 06 4818 D CENTEX CORP COM 15231210 7984 134014 SH SHARED 10 134014 D CENTILLIUM COMMUNICATIONS IN COM 15231910 184 75770 SH SHARED 75770 D CENTILLIUM COMMUNICATIONS IN COM 15231910 158 65197 SH SHARED 02 65197 D CENTRA SOFTWARE INC COM 15234X10 20 8600 SH SHARED 02 8600 D CENTRAL BANCORP INC MASS COM 15241810 61 2200 SH SHARED 02 2200 D CENTRAL COAST BANCORP COM 15314510 371 16094 SH SHARED 16094 D CENTRAL COAST BANCORP COM 15314510 435 18881 SH SHARED 02 18881 D CENTRAL COAST BANCORP COM 15314510 81 3520 SH SHARED 10 3520 D CENTRAL EUROPEAN DIST CORP COM 15343510 870 29453 SH SHARED 29453 D CENTRAL EUROPEAN DIST CORP COM 15343510 1227 41539 SH SHARED 02 41539 D CENTRAL EUROPEAN DIST CORP COM 15343510 2106 71298 SH SHARED 04 71298 D CENTRAL EUROPEAN DIST CORP COM 15343510 6569 222400 SH SHARED 10 222400 D CENTRAL EUROPE AND RUSSIA FD COM 15343610 39 1420 SH SHARED 02 1420 D CENTRAL FGHT LINES INC NEV COM 15349110 96 15312 SH SHARED 15312 D CENTRAL FGHT LINES INC NEV COM 15349110 1 300 SH SHARED 02 300 D CENTRAL FGHT LINES INC NEV COM 15349110 34 5500 SH SHARED 10 5500 D CENTRAL FD CDA LTD CL A 15350110 54 10000 SH SHR/OTHR 01 10000 D CENTRAL FD CDA LTD CL A 15350110 8 1500 SH SHARED 02 1500 D CENTRAL GARDEN & PET CO COM 15352710 1856 44484 SH SHARED 44484 D CENTRAL GARDEN & PET CO COM 15352710 8 200 SH SHARED 01 200 D CENTRAL GARDEN & PET CO COM 15352710 15 382 SH SHARED 02 382 D CENTRAL GARDEN & PET CO COM 15352710 308 7400 SH SHARED 10 7400 D CENTRAL PAC FINL CORP COM 15476010 1827 50537 SH SHARED 50537 D CENTRAL PAC FINL CORP COM 15476010 900 24900 SH SHARED 01 24900 D CENTRAL PAC FINL CORP COM 15476010 0 6 SH SHARED 02 6 D CENTRAL PAC FINL CORP COM 15476010 767 21212 SH SHARED 10 21212 D CENTRAL PKG CORP COM 15478510 511 33762 SH SHARED 33762 D CENTRAL PKG CORP COM 15478510 22 1496 SH SHARED 02 1496 D CENTRAL PKG CORP COM 15478510 97 6450 SH SHARED 10 6450 D CENTRAL SECS CORP COM 15512310 54 2379 SH SHARED 2379 D CENTRAL SECS CORP COM 15512310 53 2330 SH SHARED 02 2330 D CENTRAL VT PUB SVC CORP COM 15577110 514 22100 SH SHARED 22100 D CENTRAL VT PUB SVC CORP COM 15577110 2 103 SH SHARED 02 103 D CENTRAL VT PUB SVC CORP COM 15577110 74 3200 SH SHARED 10 3200 D CENTRUE FINL CORP COM 15641R10 25 900 SH SHARED 02 900 D CENTURY ALUM CO COM 15643110 1767 67312 SH SHARED 67312 D CENTURY ALUM CO COM 15643110 6089 231900 SH SHARED 01 231900 D CENTURY ALUM CO COM 15643110 21 800 SH SHARED 02 800 D CENTURY ALUM CO COM 15643110 1972 75100 SH SHARED 10 75100 D CENTURY BANCORP INC CL A NON VTG 15643210 192 6542 SH SHARED 6542 D CENTURY BANCORP INC CL A NON VTG 15643210 11 401 SH SHARED 02 401 D CENTURY BANCORP INC CL A NON VTG 15643210 38 1300 SH SHARED 10 1300 D CENTURY BUSINESS SVCS INC COM 15649010 847 194469 SH SHARED 194469 D CENTURY BUSINESS SVCS INC COM 15649010 120 27681 SH SHARED 02 27681 D CENTURY BUSINESS SVCS INC COM 15649010 110 25328 SH SHARED 10 25328 D CENTURY CASINOS INC COM 15649210 82 9000 SH SHARED 02 9000 D CEPHEID COM 15670R10 822 82704 SH SHARED 82704 D CEPHEID COM 15670R10 13 1400 SH SHARED 01 1400 D CEPHEID COM 15670R10 90 9126 SH SHARED 02 9126 D CEPHEID COM 15670R10 169 17100 SH SHARED 10 17100 D CENVEO INC COM 15670S10 33 10672 SH SHARED 02 10672 D CENTURYTEL INC COM 15670010 32966 929408 SH SHARED 929408 D CENTURYTEL INC COM 15670010 7182 202501 SH SHARED 01 158974 43527 D CENTURYTEL INC COM 15670010 560 15800 SH SHR/OTHR 01 15800 D CENTURYTEL INC COM 15670010 16163 455683 SH SHARED 02 455683 D CENTURYTEL INC COM 15670010 4141 116768 SH SHARED 10 116768 D CEPHALON INC NOTE 2.500%12/1 156708AE 66407 67763000 PRN SHARED 67763000 D CEPHALON INC NOTE 2.500%12/1 156708AE 6860 7000000 PRN SHARED 02 7000000 D CEPHALON INC NOTE 6/1 156708AG 202 200000 PRN SHARED 02 200000 D CEPHALON INC COM 15670810 4821 94758 SH SHARED 94758 D CEPHALON INC COM 15670810 1368 26900 SH SHARED 01 25100 1800 D CEPHALON INC COM 15670810 2118 41633 SH SHARED 02 41633 D CEPHALON INC COM 15670810 2772 54500 SH SHARED 04 54500 D CEPHALON INC COM 15670810 27 532 SH SHARED 06 532 D CEPHALON INC COM 15670810 213 4200 SH SHARED 10 4200 D CERADYNE INC COM 15671010 1805 31556 SH SHARED 31556 D CERADYNE INC COM 15671010 11 200 SH SHARED 02 200 D CERADYNE INC COM 15671010 6049 105750 SH SHARED 10 105750 D CERES GROUP INC COM 15677210 578 112057 SH SHARED 112057 D CERES GROUP INC COM 15677210 294 57000 SH SHARED 01 57000 D CERES GROUP INC COM 15677210 73 14254 SH SHARED 02 14254 D CERES GROUP INC COM 15677210 47 9200 SH SHARED 10 9200 D CERIDIAN CORP NEW COM 15677910 5069 277307 SH SHARED 277307 D CERIDIAN CORP NEW COM 15677910 1157 63296 SH SHARED 01 62526 770 D CERIDIAN CORP NEW COM 15677910 158 8650 SH SHR/OTHR 01 8650 D CERIDIAN CORP NEW COM 15677910 1045 57177 SH SHARED 02 57177 D CERIDIAN CORP NEW COM 15677910 23 1300 SH SHARED 06 1300 D CERIDIAN CORP NEW COM 15677910 614 33600 SH SHARED 10 33600 D CERNER CORP COM 15678210 4663 87700 SH SHARED 87700 D CERNER CORP COM 15678210 4678 88000 SH SHARED 01 88000 D CERNER CORP COM 15678210 90 1708 SH SHARED 02 1708 D CERNER CORP COM 15678210 1323 24900 SH SHARED 10 24900 D CERTEGY INC COM 15688010 2247 63254 SH SHARED 63254 D CERTEGY INC COM 15688010 2551 71825 SH SHARED 01 58125 13700 D CERTEGY INC COM 15688010 747 21050 SH SHR/OTHR 01 18000 3050 D CERTEGY INC COM 15688010 831 23392 SH SHARED 02 23392 D CERTEGY INC COM 15688010 21 600 SH SHARED 06 600 D CERTEGY INC COM 15688010 506 14250 SH SHARED 10 14250 D CERUS CORP COM 15708510 83 28420 SH SHARED 28420 D CERUS CORP COM 15708510 0 12 SH SHARED 02 12 D CERUS CORP COM 15708510 22 7500 SH SHARED 06 7500 D CERUS CORP COM 15708510 22 7500 SH SHARED 10 7500 D CEVA INC COM 15721010 3 378 SH SHARED 378 D CEVA INC COM 15721010 44 4863 SH SHARED 02 4863 D CHAMPION ENTERPRISES INC COM 15849610 1693 143248 SH SHARED 143248 D CHAMPION ENTERPRISES INC COM 15849610 1537 130101 SH SHARED 02 130101 D CHAMPION ENTERPRISES INC COM 15849610 841 71200 SH SHARED 10 71200 D CHAMPS ENTMT INC DEL COM 15878710 36 4249 SH SHARED 02 4249 D CHARLES RIVER ASSOCIATES DBCV 2.875% 6/1 159852AB 458 321000 PRN SHARED 321000 D CHARLES RIVER ASSOCIATES COM 15985210 871 18640 SH SHARED 18640 D CHARLES RIVER ASSOCIATES COM 15985210 18 400 SH SHARED 02 400 D CHARLES RIVER ASSOCIATES COM 15985210 229 4900 SH SHARED 10 4900 D CHARLES RIV LABS INTL INC COM 15986410 4098 89089 SH SHARED 89089 D CHARLES RIV LABS INTL INC COM 15986410 42407 921700 SH SHARED 01 852600 68600 500 D CHARLES RIV LABS INTL INC COM 15986410 18 409 SH SHR/OTHR 01 409 D CHARLES RIV LABS INTL INC COM 15986410 4654 101153 SH SHARED 02 101153 D CHARLES RIV LABS INTL INC COM 15986410 2976 64700 SH SHARED 10 64700 D CHARTERMAC SH BEN INT 16090810 23274 952330 SH SHARED 952330 D CHARTERMAC SH BEN INT 16090810 992 40600 SH SHARED 01 40600 D CHARTERMAC SH BEN INT 16090810 479 19600 SH SHARED 10 19600 D CHARLOTTE RUSSE HLDG INC COM 16104810 818 81000 SH SHARED 81000 D CHARLOTTE RUSSE HLDG INC COM 16104810 2753 272600 SH SHARED 01 272600 D CHARLOTTE RUSSE HLDG INC COM 16104810 401 39705 SH SHARED 02 39705 D CHARLOTTE RUSSE HLDG INC COM 16104810 1250 123800 SH SHARED 10 123800 D CHARMING SHOPPES INC COM 16113310 2842 303320 SH SHARED 303320 D CHARMING SHOPPES INC COM 16113310 1908 203701 SH SHARED 01 203701 D CHARMING SHOPPES INC COM 16113310 1200 128160 SH SHARED 02 128160 D CHARMING SHOPPES INC COM 16113310 1786 190700 SH SHARED 10 190700 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC 7716 7716000 PRN SHARED 02 7716000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 7869 3513091 SH SHARED 3513091 D CHARTER COMMUNICATIONS INC D CL A 16117M10 174 77900 SH SHARED 01 77900 D CHARTER COMMUNICATIONS INC D CL A 16117M10 11797 5266831 SH SHARED 02 5266831 D CHARTER COMMUNICATIONS INC D CL A 16117M10 233 104200 SH SHARED 10 104200 D CHARTER FINL CORP WEST PT GA COM 16122M10 315 7220 SH SHARED 7220 D CHARTER FINL CORP WEST PT GA COM 16122M10 6 155 SH SHARED 02 155 D CHARTER FINL CORP WEST PT GA COM 16122M10 65 1500 SH SHARED 10 1500 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 1133 187671 SH SHARED 187671 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 1 295 SH SHARED 02 295 D CHATTEM INC COM 16245610 1047 31658 SH SHARED 31658 D CHATTEM INC COM 16245610 46 1400 SH SHARED 02 1400 D CHATTEM INC COM 16245610 241 7300 SH SHARED 10 7300 D CHECKERS DRIVE-IN RESTAURANT COM NEW 16280930 187 13965 SH SHARED 13965 D CHECKERS DRIVE-IN RESTAURANT COM NEW 16280930 62 4678 SH SHARED 02 4678 D CHECKFREE CORP NEW COM 16281310 13187 346300 SH SHARED 338800 7500 D CHECKFREE CORP NEW COM 16281310 932 24500 SH SHARED 01 24500 D CHECKFREE CORP NEW COM 16281310 1646 43250 SH SHARED 02 43250 D CHECKFREE CORP NEW COM 16281310 3427 90000 SH SHARED 04 90000 D CHECKFREE CORP NEW COM 16281310 2918 76635 SH SHARED 10 76635 D CHECKPOINT SYS INC COM 16282510 2724 150923 SH SHARED 150923 D CHECKPOINT SYS INC COM 16282510 21 1200 SH SHARED 01 1200 D CHECKPOINT SYS INC COM 16282510 17 960 SH SHR/OTHR 01 960 D CHECKPOINT SYS INC COM 16282510 1571 87078 SH SHARED 02 87078 D CHECKPOINT SYS INC COM 16282510 256 14200 SH SHARED 10 14200 D CHEESECAKE FACTORY INC COM 16307210 2599 80065 SH SHARED 80065 D CHEESECAKE FACTORY INC COM 16307210 29581 911032 SH SHARED 01 772237 129850 8945 D CHEESECAKE FACTORY INC COM 16307210 48 1502 SH SHR/OTHR 01 1502 D CHEESECAKE FACTORY INC COM 16307210 974 30018 SH SHARED 02 30018 D CHEESECAKE FACTORY INC COM 16307210 6662 205200 SH SHARED 10 205200 D CHEMED CORP NEW COM 16359R10 1637 24406 SH SHARED 24406 D CHEMED CORP NEW COM 16359R10 5368 80000 SH SHARED 01 80000 D CHEMED CORP NEW COM 16359R10 6 103 SH SHARED 02 103 D CHEMED CORP NEW COM 16359R10 2409 35900 SH SHARED 10 35900 D CHEMICAL FINL CORP COM 16373110 1940 45217 SH SHARED 45217 D CHEMICAL FINL CORP COM 16373110 414 9661 SH SHARED 01 9661 D CHEMICAL FINL CORP COM 16373110 0 7 SH SHARED 02 7 D CHEMICAL FINL CORP COM 16373110 833 19409 SH SHARED 10 19409 D CHENIERE ENERGY INC COM NEW 16411R20 19845 311545 SH SHARED 311545 D CHENIERE ENERGY INC COM NEW 16411R20 713 11200 SH SHARED 01 11200 D CHENIERE ENERGY INC COM NEW 16411R20 58 920 SH SHARED 02 920 D CHENIERE ENERGY INC COM NEW 16411R20 484 7600 SH SHARED 10 7600 D CHEROKEE INC DEL NEW COM 16444H10 423 11993 SH SHARED 11993 D CHEROKEE INC DEL NEW COM 16444H10 116 3300 SH SHARED 01 3300 D CHEROKEE INC DEL NEW COM 16444H10 3 100 SH SHARED 02 100 D CHEROKEE INC DEL NEW COM 16444H10 197 5600 SH SHARED 10 5600 D CHEROKEE INTL CORP COM 16445010 120 12579 SH SHARED 12579 D CHEROKEE INTL CORP COM 16445010 16 1700 SH SHARED 02 1700 D CHEROKEE INTL CORP COM 16445010 46 4800 SH SHARED 10 4800 D CHESAPEAKE CORP COM 16515910 986 36328 SH SHARED 36328 D CHESAPEAKE CORP COM 16515910 51 1900 SH SHARED 01 1900 D CHESAPEAKE CORP COM 16515910 364 13418 SH SHARED 02 13418 D CHESAPEAKE CORP COM 16515910 248 9133 SH SHARED 10 9133 D CHESAPEAKE ENERGY CORP COM 16516710 3138 190211 SH SHARED 190211 D CHESAPEAKE ENERGY CORP COM 16516710 6576 398571 SH SHARED 01 398300 271 D CHESAPEAKE ENERGY CORP COM 16516710 74 4500 SH SHR/OTHR 01 4500 D CHESAPEAKE ENERGY CORP COM 16516710 1825 110616 SH SHARED 02 110616 D CHESAPEAKE ENERGY CORP PFD CONV 5% 16516780 655 5350 SH SHARED 5350 D CHESAPEAKE UTILS CORP COM 16530310 0 4 SH SHARED 02 4 D CHEVRONTEXACO CORP COM 16676410 674525 12845652 SH SHARED 12787992 57660 D CHEVRONTEXACO CORP COM 16676410 279732 5327216 SH SHARED 01 2558508 1361150 1407558 D CHEVRONTEXACO CORP COM 16676410 19722 375600 SH SHR/OTHR 01 132650 242950 D CHEVRONTEXACO CORP COM 16676410 71286 1357587 SH SHARED 02 1357587 D CHEVRONTEXACO CORP COM 16676410 56054 1067500 SH SHARED 04 1067500 D CHEVRONTEXACO CORP COM 16676410 9349 178050 SH SHARED 05 167610 10440 D CHEVRONTEXACO CORP COM 16676410 1835 34952 SH SHARED 06 34952 D CHEVRONTEXACO CORP COM 16676410 896 17074 SH SHARED 07 17074 D CHEVRONTEXACO CORP COM 16676410 2194 41800 SH SHARED 09 41800 D CHEVRONTEXACO CORP COM 16676410 389798 7423324 SH SHARED 10 7423324 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 293 7334 SH SHARED 7334 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 7296 182400 SH SHARED 01 182400 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 448 11200 SH SHARED 02 11200 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 444 11100 SH SHARED 10 11100 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 6883 30100 SH SHARED 30100 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 27 120 SH SHR/OTHR 01 120 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 1648 7206 SH SHARED 02 7206 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 5603 24500 SH SHARED 04 24500 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 9148 40000 SH SHARED 10 40000 D CHICOS FAS INC COM 16861510 5339 117266 SH SHARED 117266 D CHICOS FAS INC COM 16861510 29708 652500 SH SHARED 01 549100 103400 D CHICOS FAS INC COM 16861510 492 10822 SH SHR/OTHR 01 10000 822 D CHICOS FAS INC COM 16861510 1513 33243 SH SHARED 02 33243 D CHICOS FAS INC COM 16861510 1365 30000 SH SHARED 04 30000 D CHICOS FAS INC COM 16861510 6129 134620 SH SHARED 10 134620 D CHILE FD INC COM 16883410 22 1596 SH SHARED 02 1596 D CHILDRENS PL RETAIL STORES I COM 16890510 1311 35426 SH SHARED 35426 D CHILDRENS PL RETAIL STORES I COM 16890510 36 979 SH SHARED 02 979 D CHILDRENS PL RETAIL STORES I COM 16890510 225 6100 SH SHARED 10 6100 D CHINA AUTOMOTIVE SYS INC COM 16936R10 9 800 SH SHARED 800 D CHINA EASTN AIRLS LTD SPON ADR CL H 16937R10 11 500 SH SHARED 500 D CHINA EASTN AIRLS LTD SPON ADR CL H 16937R10 88 3928 SH SHARED 02 3928 D CHINA FD INC COM 16937310 1138 34800 SH SHARED 34800 D CHINA FD INC COM 16937310 32 1000 SH SHR/OTHR 01 1000 D CHINA LIFE INS CO LTD SPON ADR REP H 16939P10 29619 1120262 SH SHARED 1111600 8662 D CHINA LIFE INS CO LTD SPON ADR REP H 16939P10 623 23600 SH SHARED 02 23600 D CHINA NETCOM GROUP CORP HK L SPONSORED ADR 16940Q10 2676 100000 SH SHARED 100000 D CHINA SOUTHN AIRLS LTD SPON ADR CL H 16940910 7 400 SH SHARED 400 D CHINA MOBILE HONG KONG LTD NOTE 2.250%11/0 16941MAA 14880 15000000 PRN SHARED 15000000 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 34872 2032172 SH SHARED 2021752 10420 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 14993 873750 SH SHARED 01 870600 3150 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 18 1053 SH SHARED 02 1053 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 708 41300 SH SHARED 06 41300 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 228 13300 SH SHARED 10 13300 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 1716 100000 SH SHARED 12 100000 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 12071 294500 SH SHARED 287200 7300 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 5 139 SH SHARED 02 139 D CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 4502 122342 SH SHARED 122342 D CHINA UNICOM LTD SPONSORED ADR 16945R10 1036 131982 SH SHARED 131982 D CHINA UNICOM LTD SPONSORED ADR 16945R10 0 100 SH SHARED 01 100 D CHINA UNICOM LTD SPONSORED ADR 16945R10 923 117690 SH SHARED 02 117690 D CHINDEX INTERNATIONAL INC COM 16946710 1 171 SH SHARED 171 D CHINDEX INTERNATIONAL INC COM 16946710 540 51972 SH SHARED 02 51972 D CHIPPAC INC NOTE 2.500% 6/0 169657AD 10184 10308000 PRN SHARED 10308000 D CHIPPAC INC NOTE 2.500% 6/0 169657AD 49 50000 PRN SHARED 02 50000 D CHOICE HOTELS INTL INC COM 16990510 2426 41830 SH SHARED 41830 D CHOICE HOTELS INTL INC COM 16990510 194 3351 SH SHARED 01 3351 D CHOICE HOTELS INTL INC COM 16990510 138 2388 SH SHARED 02 2388 D CHIQUITA BRANDS INTL INC *W EXP 03/19/200 17003211 164 25991 SH SHARED 25991 D CHIQUITA BRANDS INTL INC *W EXP 03/19/200 17003211 621 98376 SH SHARED 02 98376 D CHIQUITA BRANDS INTL INC COM 17003280 2597 117737 SH SHARED 117737 D CHIQUITA BRANDS INTL INC COM 17003280 32 1481 SH SHARED 01 800 681 D CHIQUITA BRANDS INTL INC COM 17003280 350 15866 SH SHARED 02 15866 D CHIQUITA BRANDS INTL INC COM 17003280 328 14900 SH SHARED 10 14900 D CHIRON CORP DBCV 1.625% 8/0 170040AG 4675 5000000 PRN SHARED 5000000 D CHIRON CORP DBCV 1.625% 8/0 170040AG 23835 25492000 PRN SHARED 02 25492000 D CHIRON CORP COM 17004010 55539 1666359 SH SHARED 1665359 1000 D CHIRON CORP COM 17004010 952 28581 SH SHARED 01 23738 4843 D CHIRON CORP COM 17004010 10 324 SH SHR/OTHR 01 324 D CHIRON CORP COM 17004010 11906 357226 SH SHARED 02 357226 D CHIRON CORP COM 17004010 13745 412400 SH SHARED 04 412400 D CHIRON CORP COM 17004010 163 4900 SH SHARED 06 4900 D CHIRON CORP COM 17004010 6726 201827 SH SHARED 10 201827 D CHITTENDEN CORP COM 17022810 2595 90343 SH SHARED 90343 D CHITTENDEN CORP COM 17022810 82 2879 SH SHARED 01 2057 822 D CHITTENDEN CORP COM 17022810 1485 51716 SH SHARED 02 51716 D CHITTENDEN CORP COM 17022810 569 19826 SH SHARED 10 19826 D CHOICEPOINT INC COM 17038810 4952 107691 SH SHARED 107691 D CHOICEPOINT INC COM 17038810 7078 153910 SH SHARED 01 46910 107000 D CHOICEPOINT INC COM 17038810 429 9338 SH SHR/OTHR 01 5659 3679 D CHOICEPOINT INC COM 17038810 2134 46403 SH SHARED 02 46403 D CHOICEPOINT INC COM 17038810 59 1300 SH SHARED 06 1300 D CHOICEPOINT INC COM 17038810 9265 201460 SH SHARED 10 201460 D CHOLESTECH CORP COM 17039310 87 10625 SH SHARED 10625 D CHOLESTECH CORP COM 17039310 58 7106 SH SHARED 02 7106 D CHORDIANT SOFTWARE INC COM 17040410 369 162029 SH SHARED 162029 D CHORDIANT SOFTWARE INC COM 17040410 158 69671 SH SHARED 02 69671 D CHORDIANT SOFTWARE INC COM 17040410 80 35400 SH SHARED 10 35400 D CHRISTOPHER & BANKS CORP COM 17104610 62 3400 SH SHARED 3400 D CHRISTOPHER & BANKS CORP COM 17104610 1594 86398 SH SHARED 86398 D CHRISTOPHER & BANKS CORP COM 17104610 174 9450 SH SHARED 01 9450 D CHRISTOPHER & BANKS CORP COM 17104610 959 51983 SH SHARED 02 51983 D CHRISTOPHER & BANKS CORP COM 17104610 254 13775 SH SHARED 10 13775 D CHROMAVISION MED SYS INC COM 17111P10 3 1800 SH SHARED 01 1800 D CHROMAVISION MED SYS INC COM 17111P10 2 1250 SH SHARED 02 1250 D CHRONIMED INC COM 17116410 436 66584 SH SHARED 02 66584 D CHUBB CORP COM 17123210 58945 766516 SH SHARED 765416 1100 D CHUBB CORP COM 17123210 21746 282785 SH SHARED 01 227726 55059 D CHUBB CORP COM 17123210 2121 27587 SH SHR/OTHR 01 9290 18297 D CHUBB CORP COM 17123210 5885 76540 SH SHARED 02 74370 2170 D CHUBB CORP COM 17123210 15 200 SH SHARED 05 200 D CHUBB CORP COM 17123210 307 4000 SH SHARED 06 4000 D CHUBB CORP COM 17123210 20449 265921 SH SHARED 10 265921 D CHUBB CORP CORP UNIT % 17123230 1478 49980 SH SHARED 49980 D CHUBB CORP CORP UNIT % 17123230 9936 335795 SH SHARED 02 335795 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 47769 2269334 SH SHARED 2262134 7200 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 140 6666 SH SHARED 02 6666 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 32838 1560000 SH SHARED 04 1560000 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 2088 99220 SH SHARED 10 99220 D CHURCH & DWIGHT INC COM 17134010 2169 64524 SH SHARED 64524 D CHURCH & DWIGHT INC COM 17134010 1630 48500 SH SHARED 01 17100 31400 D CHURCH & DWIGHT INC COM 17134010 5372 159805 SH SHARED 02 159805 D CHURCHILL DOWNS INC COM 17148410 688 15413 SH SHARED 15413 D CHURCHILL DOWNS INC COM 17148410 26 600 SH SHARED 01 600 D CHURCHILL DOWNS INC COM 17148410 0 2 SH SHARED 02 2 D CHURCHILL DOWNS INC COM 17148410 103 2319 SH SHARED 10 2319 D CIBER INC SDCV 2.875%12/1 17163BAB 3873 3750000 PRN SHARED 02 3750000 D CIBER INC COM 17163B10 1025 106394 SH SHARED 106394 D CIBER INC COM 17163B10 4 500 SH SHR/OTHR 01 500 D CIBER INC COM 17163B10 91 9488 SH SHARED 02 9488 D CIBER INC COM 17163B10 222 23047 SH SHARED 10 23047 D CIENA CORP NOTE 3.750% 2/0 171779AA 24052 27116500 PRN SHARED 27116500 D CIENA CORP NOTE 3.750% 2/0 171779AA 5195 5857000 PRN SHARED 02 5857000 D CIENA CORP COM 17177910 6217 1861531 SH SHARED 1861531 D CIENA CORP COM 17177910 567 169951 SH SHARED 01 169551 400 D CIENA CORP COM 17177910 3777 1130982 SH SHARED 02 1130982 D CIENA CORP COM 17177910 598 179200 SH SHARED 04 179200 D CIENA CORP COM 17177910 21 6500 SH SHARED 06 6500 D CIENA CORP COM 17177910 2081 623175 SH SHARED 10 623175 D CIGNA INVTS SECS INC COM 17179X10 645 34980 SH SHARED 34980 D CIGNA INVTS SECS INC COM 17179X10 2587 140320 SH SHARED 02 140320 D CIMAREX ENERGY CO COM 17179810 3323 87690 SH SHARED 87690 D CIMAREX ENERGY CO COM 17179810 8094 213575 SH SHARED 01 213575 D CIMAREX ENERGY CO COM 17179810 60 1594 SH SHR/OTHR 01 1594 D CIMAREX ENERGY CO COM 17179810 87 2311 SH SHARED 02 2311 D CIMAREX ENERGY CO COM 17179810 3009 79400 SH SHARED 10 79400 D CINCINNATI BELL INC NEW COM 17187110 3372 812535 SH SHARED 812535 D CINCINNATI BELL INC NEW COM 17187110 232 56000 SH SHARED 01 56000 D CINCINNATI BELL INC NEW COM 17187110 249 60116 SH SHARED 02 60116 D CINCINNATI BELL INC NEW COM 17187110 14901 3590800 SH SHARED 10 3590800 D CINCINNATI FINL CORP COM 17206210 35599 804329 SH SHARED 802334 1995 D CINCINNATI FINL CORP COM 17206210 2467 55745 SH SHARED 01 8200 47545 D CINCINNATI FINL CORP COM 17206210 1697 38355 SH SHR/OTHR 01 38355 D CINCINNATI FINL CORP COM 17206210 3072 69420 SH SHARED 02 69420 D CINCINNATI FINL CORP COM 17206210 84 1910 SH SHARED 06 1910 D CINCINNATI FINL CORP COM 17206210 6924 156441 SH SHARED 10 156441 D CINERGY CORP COM 17247410 36189 869318 SH SHARED 869318 D CINERGY CORP COM 17247410 1306 31385 SH SHARED 01 21585 9800 D CINERGY CORP COM 17247410 220 5300 SH SHR/OTHR 01 5300 D CINERGY CORP COM 17247410 18751 450439 SH SHARED 02 450439 D CINERGY CORP COM 17247410 68 1650 SH SHARED 06 1650 D CINERGY CORP COM 17247410 7358 176768 SH SHARED 10 176768 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 365 85004 SH SHARED 85004 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 36 8470 SH SHARED 01 8470 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 10 2405 SH SHARED 02 2405 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 47 11100 SH SHARED 10 11100 D CIRCLE GROUP HLDGS INC COM 17257010 80 36390 SH SHARED 36390 D CIRCLE GROUP HLDGS INC COM 17257010 24 10900 SH SHARED 02 10900 D CIRCOR INTL INC COM 17273K10 654 28265 SH SHARED 28265 D CIRCOR INTL INC COM 17273K10 2 103 SH SHARED 02 103 D CIRCOR INTL INC COM 17273K10 111 4800 SH SHARED 10 4800 D CIRCUIT CITY STORE INC COM 17273710 45490 2908600 SH SHARED 2908600 D CIRCUIT CITY STORE INC COM 17273710 2533 162000 SH SHARED 01 162000 D CIRCUIT CITY STORE INC COM 17273710 3764 240666 SH SHARED 02 240666 D CIRCUIT CITY STORE INC COM 17273710 2677 171219 SH SHARED 10 171219 D CISCO SYS INC COM 17275R10 2 152 SH SHARED 152 D CISCO SYS INC COM 17275R10 897201 46439005 SH SHARED 45757362 681643 D CISCO SYS INC COM 17275R10 468915 24270965 SH SHARED 01 10905157 8048040 5317768 D CISCO SYS INC COM 17275R10 29435 1523586 SH SHR/OTHR 01 751902 771684 D CISCO SYS INC COM 17275R10 83928 4344114 SH SHARED 02 4344114 D CISCO SYS INC COM 17275R10 14660 758810 SH SHARED 03 758810 D CISCO SYS INC COM 17275R10 90844 4702100 SH SHARED 04 4702100 D CISCO SYS INC COM 17275R10 48282 2499093 SH SHARED 05 1528959 970134 D CISCO SYS INC COM 17275R10 21072 1090701 SH SHARED 06 1090701 D CISCO SYS INC COM 17275R10 1219 63111 SH SHARED 07 63111 D CISCO SYS INC COM 17275R10 3147 162900 SH SHARED 09 162900 D CISCO SYS INC COM 17275R10 154582 8001150 SH SHARED 10 8001150 D CIRRUS LOGIC INC COM 17275510 1094 198660 SH SHARED 198660 D CIRRUS LOGIC INC COM 17275510 2716 493100 SH SHARED 01 493100 D CIRRUS LOGIC INC COM 17275510 102 18512 SH SHARED 02 18512 D CIRRUS LOGIC INC COM 17275510 201 36600 SH SHARED 10 36600 D CITADEL BROADCASTING CORP NOTE 1.875% 2/1 17285TAB 1 2000 PRN SHARED 2000 D CITADEL BROADCASTING CORP COM 17285T10 1465 90580 SH SHARED 90580 D CITADEL BROADCASTING CORP COM 17285T10 1504 93000 SH SHARED 02 93000 D CITADEL BROADCASTING CORP COM 17285T10 970 60000 SH SHARED 04 60000 D CINTAS CORP COM 17290810 58253 1328161 SH SHARED 1328161 D CINTAS CORP COM 17290810 14261 325159 SH SHARED 01 24480 300679 D CINTAS CORP COM 17290810 1013 23100 SH SHR/OTHR 01 23100 D CINTAS CORP COM 17290810 6527 148836 SH SHARED 02 148836 D CINTAS CORP COM 17290810 4 100 SH SHARED 05 100 D CINTAS CORP COM 17290810 59 1350 SH SHARED 06 1350 D CINTAS CORP COM 17290810 8389 191280 SH SHARED 10 191280 D CITIGROUP INC COM 17296710 3123 64839 SH SHARED 49751 15088 D CITIGROUP INC COM 17296710 1593753 33079148 SH SHARED 32152010 927138 D CITIGROUP INC COM 17296710 731339 15179323 SH SHARED 01 7249600 5042764 2886959 D CITIGROUP INC COM 17296710 30970 642808 SH SHR/OTHR 01 269971 372837 D CITIGROUP INC COM 17296710 111168 2307366 SH SHARED 02 2307366 D CITIGROUP INC COM 17296710 22435 465655 SH SHARED 03 465655 D CITIGROUP INC COM 17296710 61940 1285600 SH SHARED 04 1285600 D CITIGROUP INC COM 17296710 111160 2307198 SH SHARED 05 1571481 735717 D CITIGROUP INC COM 17296710 37180 771710 SH SHARED 06 771710 D CITIGROUP INC COM 17296710 2203 45729 SH SHARED 07 45729 D CITIGROUP INC COM 17296710 6003 124600 SH SHARED 09 124600 D CITIGROUP INC COM 17296710 366211 7600912 SH SHARED 10 7600912 D CITIGROUP INC *W EXP 99/99/999 17296712 19420 13678440 SH SHARED 13678440 D CITIGROUP INC *W EXP 99/99/999 17296712 4 3000 SH SHARED 01 3000 D CITIBANK WEST FSB SAN FRAN C CONT LITIG REC 17306J20 58 119749 SH SHARED 119749 D CITIBANK WEST FSB SAN FRAN C CONT LITIG REC 17306J20 222 453251 SH SHARED 02 453251 D CITIZENS BKG CORP MICH COM 17442010 2839 82663 SH SHARED 82663 D CITIZENS BKG CORP MICH COM 17442010 611 17800 SH SHARED 01 17800 D CITIZENS BKG CORP MICH COM 17442010 31 912 SH SHARED 02 912 D CITIZENS BKG CORP MICH COM 17442010 1240 36100 SH SHARED 10 36100 D CITIZENS COMMUNICATIONS CO COM 17453B10 64135 4650829 SH SHARED 4650829 D CITIZENS COMMUNICATIONS CO COM 17453B10 710 51505 SH SHARED 01 26600 24905 D CITIZENS COMMUNICATIONS CO COM 17453B10 8335 604433 SH SHARED 02 604433 D CITIZENS COMMUNICATIONS CO COM 17453B10 1654 120000 SH SHARED 06 120000 D CITIZENS COMMUNICATIONS CO COM 17453B10 5082 368565 SH SHARED 10 368565 D CITIZENS FIRST BANCORP INC D COM 17461R10 367 15214 SH SHARED 15214 D CITIZENS FIRST BANCORP INC D COM 17461R10 2 120 SH SHARED 02 120 D CITIZENS FIRST BANCORP INC D COM 17461R10 79 3300 SH SHARED 10 3300 D CITIZENS INC CL A 17474010 361 56760 SH SHARED 56760 D CITIZENS INC CL A 17474010 25 4035 SH SHARED 02 4035 D CITIZENS INC CL A 17474010 76 11958 SH SHARED 10 11958 D CITIZENS SOUTH BKG CP DEL COM 17668210 0 8 SH SHARED 02 8 D CITRIX SYS INC COM 17737610 26012 1063481 SH SHARED 1063481 D CITRIX SYS INC COM 17737610 4435 181345 SH SHARED 01 151450 29895 D CITRIX SYS INC COM 17737610 167 6850 SH SHR/OTHR 01 1500 5350 D CITRIX SYS INC COM 17737610 9019 368756 SH SHARED 02 368756 D CITRIX SYS INC COM 17737610 856 35000 SH SHARED 04 35000 D CITRIX SYS INC COM 17737610 48 2000 SH SHARED 06 2000 D CITRIX SYS INC COM 17737610 5573 227873 SH SHARED 10 227873 D CITY BK LYNNWOOD WASH COM 17770A10 500 13851 SH SHARED 13851 D CITY BK LYNNWOOD WASH COM 17770A10 0 2 SH SHARED 02 2 D CITY BK LYNNWOOD WASH COM 17770A10 114 3174 SH SHARED 10 3174 D CITY HLDG CO COM 17783510 1105 30500 SH SHARED 30500 D CITY HLDG CO COM 17783510 173 4800 SH SHARED 01 4800 D CITY HLDG CO COM 17783510 0 5 SH SHARED 02 5 D CITY HLDG CO COM 17783510 286 7900 SH SHARED 10 7900 D CITY INVESTING CO LIQ TR UNIT BEN INT 17790010 68 35319 SH SHARED 35319 D CITY INVESTING CO LIQ TR UNIT BEN INT 17790010 258 133681 SH SHARED 02 133681 D CITY NATL CORP COM 17856610 4435 62785 SH SHARED 62785 D CITY NATL CORP COM 17856610 1010 14300 SH SHARED 01 14300 D CITY NATL CORP COM 17856610 1055 14933 SH SHARED 02 14933 D CITY NATL CORP COM 17856610 798 11300 SH SHARED 10 11300 D CITY TELECOM H K LTD SPONSORED ADR 17867720 9 2374 SH SHARED 2374 D CITY TELECOM H K LTD SPONSORED ADR 17867720 28 7147 SH SHARED 02 7147 D CLAIRES STORES INC COM 17958410 6667 313750 SH SHARED 313750 D CLAIRES STORES INC COM 17958410 7725 363550 SH SHARED 01 363550 D CLAIRES STORES INC COM 17958410 8 400 SH SHR/OTHR 01 200 200 D CLAIRES STORES INC COM 17958410 1441 67824 SH SHARED 02 67824 D CLAIRES STORES INC COM 17958410 30 1458 SH SHARED 06 1458 D CLAIRES STORES INC COM 17958410 5 245 SH SHARED 10 245 D CLARCOR INC COM 17989510 2726 49777 SH SHARED 49777 D CLARCOR INC COM 17989510 41 750 SH SHARED 01 750 D CLARCOR INC COM 17989510 82 1507 SH SHARED 02 1507 D CLARCOR INC COM 17989510 583 10650 SH SHARED 10 10650 D CLARK INC COM 18145710 569 36670 SH SHARED 36670 D CLARK INC COM 18145710 1 100 SH SHARED 01 100 D CLARK INC COM 18145710 6 422 SH SHARED 02 422 D CLARK INC COM 18145710 94 6100 SH SHARED 10 6100 D CLEAN HARBORS INC COM 18449610 239 15844 SH SHARED 15844 D CLEAN HARBORS INC COM 18449610 116 7737 SH SHARED 02 7737 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 70236 2097243 SH SHARED 2092148 5095 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 2088 62368 SH SHARED 01 59343 3025 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 17794 531339 SH SHARED 02 531339 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 26537 792400 SH SHARED 04 792400 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 50 1518 SH SHARED 05 388 1130 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 5808 173430 SH SHARED 06 173430 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 25551 762973 SH SHARED 10 762973 D CLEVELAND CLIFFS INC COM 18589610 2152 20727 SH SHARED 20727 D CLEVELAND CLIFFS INC COM 18589610 779 7503 SH SHARED 02 7503 D CLEVELAND CLIFFS INC COM 18589610 415 4000 SH SHARED 10 4000 D CLICK COMMERCE INC COM NEW 18681D20 41 2600 SH SHARED 02 2600 D CLIFTON SVGS BANCORP INC COM 18712Q10 305 25178 SH SHARED 25178 D CLIFTON SVGS BANCORP INC COM 18712Q10 17 1400 SH SHARED 02 1400 D CLIFTON SVGS BANCORP INC COM 18712Q10 32 2700 SH SHARED 10 2700 D CLOROX CO DEL COM 18905410 22632 384056 SH SHARED 384056 D CLOROX CO DEL COM 18905410 15159 257241 SH SHARED 01 97418 159823 D CLOROX CO DEL COM 18905410 1224 20775 SH SHR/OTHR 01 7875 12900 D CLOROX CO DEL COM 18905410 4052 68769 SH SHARED 02 68769 D CLOROX CO DEL COM 18905410 466 7921 SH SHARED 06 7921 D CLOROX CO DEL COM 18905410 10582 179571 SH SHARED 10 179571 D CLOSURE MED CORP COM 18909310 235 12089 SH SHARED 12089 D CLOSURE MED CORP COM 18909310 850 43600 SH SHARED 01 43600 D CLOSURE MED CORP COM 18909310 34 1759 SH SHARED 02 1759 D CLOSURE MED CORP COM 18909310 397 20400 SH SHARED 10 20400 D COACH INC COM 18975410 30651 543467 SH SHARED 543467 D COACH INC COM 18975410 11227 199062 SH SHARED 01 119361 79701 D COACH INC COM 18975410 1996 35405 SH SHR/OTHR 01 7000 28405 D COACH INC COM 18975410 3995 70840 SH SHARED 02 70840 D COACH INC COM 18975410 43766 776000 SH SHARED 04 776000 D COACH INC COM 18975410 795 14100 SH SHARED 06 14100 D COACH INC COM 18975410 16049 284560 SH SHARED 10 284560 D COACHMEN INDS INC COM 18987310 448 25862 SH SHARED 25862 D COACHMEN INDS INC COM 18987310 10 600 SH SHARED 01 600 D COACHMEN INDS INC COM 18987310 1 104 SH SHARED 02 104 D COACHMEN INDS INC COM 18987310 105 6100 SH SHARED 10 6100 D COASTAL FINL CORP DEL COM 19046E10 446 23300 SH SHARED 23300 D COASTAL FINL CORP DEL COM 19046E10 19 1002 SH SHARED 02 1002 D COASTAL FINL CORP DEL COM 19046E10 58 3028 SH SHARED 10 3028 D COBIZ INC COM 19089710 477 23516 SH SHARED 23516 D COBIZ INC COM 19089710 93 4600 SH SHARED 01 4600 D COBIZ INC COM 19089710 686 33814 SH SHR/OTHR 01 33814 D COBIZ INC COM 19089710 55 2730 SH SHARED 02 2730 D COBIZ INC COM 19089710 190 9400 SH SHARED 10 9400 D COBRA ELECTRS CORP COM 19104210 0 14 SH SHARED 14 D COCA COLA BOTTLING CO CONS COM 19109810 413 7244 SH SHARED 7244 D COCA COLA BOTTLING CO CONS COM 19109810 34 600 SH SHARED 01 600 D COCA COLA BOTTLING CO CONS COM 19109810 9 160 SH SHARED 02 160 D COCA COLA BOTTLING CO CONS COM 19109810 102 1800 SH SHARED 10 1800 D COCA COLA HELLENIC BTTLG CO SPONSORED ADR 1912EP10 94 4000 SH SHR/OTHR 01 4000 D COCA COLA HELLENIC BTTLG CO SPONSORED ADR 1912EP10 293 12400 SH SHARED 02 12400 D COCA COLA CO COM 19121610 5 120 SH SHARED 120 D COCA COLA CO COM 19121610 1089653 26168434 SH SHARED 25975597 192837 D COCA COLA CO COM 19121610 125682 3018317 SH SHARED 01 519751 1536500 962066 D COCA COLA CO COM 19121610 16290 391218 SH SHR/OTHR 01 169750 221468 D COCA COLA CO COM 19121610 64038 1537902 SH SHARED 02 1537902 D COCA COLA CO COM 19121610 11159 268000 SH SHARED 03 268000 D COCA COLA CO COM 19121610 41306 992000 SH SHARED 04 992000 D COCA COLA CO COM 19121610 13832 332200 SH SHARED 05 319800 12400 D COCA COLA CO COM 19121610 3388 81374 SH SHARED 06 81374 D COCA COLA CO COM 19121610 774 18600 SH SHARED 07 18600 D COCA COLA CO COM 19121610 2069 49700 SH SHARED 09 49700 D COCA COLA CO COM 19121610 111060 2667156 SH SHARED 10 2667156 D COCA COLA ENTERPRISES INC COM 19121910 52801 2532459 SH SHARED 2532459 D COCA COLA ENTERPRISES INC COM 19121910 681 32700 SH SHARED 01 32700 D COCA COLA ENTERPRISES INC COM 19121910 4538 217681 SH SHARED 02 217681 D COCA COLA ENTERPRISES INC COM 19121910 6390 306500 SH SHARED 04 306500 D COCA COLA ENTERPRISES INC COM 19121910 153 7359 SH SHARED 06 7359 D COCA COLA ENTERPRISES INC COM 19121910 10423 499927 SH SHARED 10 499927 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 2724 114671 SH SHARED 114671 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 5212 219400 SH SHARED 01 219400 D COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ 903 1045000 PRN SHARED 1045000 D COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ 2474 2861000 PRN SHARED 02 2861000 D COEUR D ALENE MINES CORP IDA COM 19210810 1724 438808 SH SHARED 438808 D COEUR D ALENE MINES CORP IDA COM 19210810 135 34500 SH SHARED 01 34500 D COEUR D ALENE MINES CORP IDA COM 19210810 464 118125 SH SHARED 02 118125 D COEUR D ALENE MINES CORP IDA COM 19210810 359 91400 SH SHARED 10 91400 D COGENT COMM GROUP INC COM 19239V10 0 97 SH SHR/OTHR 01 97 D COGENT INC COM 19239Y10 69 2100 SH SHARED 02 2100 D COGENT INC COM 19239Y10 3135 95000 SH SHARED 04 95000 D COGENT INC COM 19239Y10 158 4800 SH SHARED 06 4800 D COGENT INC COM 19239Y10 720 21820 SH SHARED 10 21820 D COGNEX CORP COM 19242210 3929 140842 SH SHARED 140842 D COGNEX CORP COM 19242210 1640 58800 SH SHARED 01 58800 D COGNEX CORP COM 19242210 821 29435 SH SHARED 02 29435 D COGNEX CORP COM 19242210 468 16800 SH SHARED 10 16800 D COGNOS INC COM 19244C10 1108 25164 SH SHARED 25164 D COGNOS INC COM 19244C10 50717 1151102 SH SHARED 01 1016552 134300 250 D COGNOS INC COM 19244C10 109 2487 SH SHR/OTHR 01 2487 D COGNOS INC COM 19244C10 1575 35768 SH SHARED 02 35768 D COGNOS INC COM 19244C10 8239 187000 SH SHARED 10 187000 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 26111 616859 SH SHARED 616859 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 23395 552686 SH SHARED 01 551612 1074 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 25 601 SH SHR/OTHR 01 601 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 2967 70107 SH SHARED 02 70107 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 9917 234289 SH SHARED 10 234289 D COHEN & STEERS INC COM 19247A10 213 13161 SH SHARED 13161 D COHEN & STEERS INC COM 19247A10 92 5700 SH SHARED 02 5700 D COHEN & STEERS INC COM 19247A10 32 2000 SH SHARED 10 2000 D COHEN & STEERS QUALITY RLTY COM 19247L10 3 171 SH SHARED 171 D COHEN & STEERS QUALITY RLTY COM 19247L10 15 729 SH SHARED 02 729 D COHEN & STEERS TOTAL RETURN COM 19247R10 114 5700 SH SHARED 02 5700 D COHEN & STEERS PREM INC RLTY COM 19247V10 4265 194259 SH SHARED 194259 D COHEN & STEERS PREM INC RLTY COM 19247V10 16 731 SH SHARED 02 731 D COHEN & STEERS ADV INC RLTY COM 19247W10 8 361 SH SHARED 361 D COHEN & STEERS ADV INC RLTY COM 19247W10 123 5539 SH SHARED 02 5539 D COHEN & STEERS REIT & PFD IN COM 19247X10 3181 117070 SH SHARED 117070 D COHEN & STEERS REIT & PFD IN COM 19247X10 1250 46020 SH SHARED 02 46020 D COHEN & STEERS REIT & UTIL I COM 19247Y10 2641 140782 SH SHARED 140782 D COHEN & STEERS REIT & UTIL I COM 19247Y10 11083 590806 SH SHARED 02 590806 D COHERENT INC COM 19247910 2214 72754 SH SHARED 72754 D COHERENT INC COM 19247910 24 800 SH SHARED 01 800 D COHERENT INC COM 19247910 18 608 SH SHARED 02 608 D COHERENT INC COM 19247910 367 12074 SH SHARED 10 12074 D COHEN & STEERS SELECT UTIL F COM 19248A10 1064 53688 SH SHARED 53688 D COHU INC COM 19257610 902 48624 SH SHARED 48624 D COHU INC COM 19257610 14 800 SH SHARED 01 800 D COHU INC COM 19257610 0 6 SH SHARED 02 6 D COHU INC COM 19257610 185 9983 SH SHARED 10 9983 D COINSTAR INC COM 19259P30 1064 39675 SH SHARED 39675 D COINSTAR INC COM 19259P30 6439 240000 SH SHARED 01 240000 D COINSTAR INC COM 19259P30 206 7681 SH SHARED 02 7681 D COINSTAR INC COM 19259P30 1886 70328 SH SHARED 10 70328 D COLDWATER CREEK INC COM 19306810 1304 42258 SH SHARED 42258 D COLDWATER CREEK INC COM 19306810 739 23950 SH SHARED 01 23950 D COLDWATER CREEK INC COM 19306810 50 1646 SH SHARED 02 1646 D COLDWATER CREEK INC COM 19306810 263 8550 SH SHARED 10 8550 D COLE KENNETH PRODTNS INC CL A 19329410 1519 49244 SH SHARED 49244 D COLE KENNETH PRODTNS INC CL A 19329410 14658 475000 SH SHARED 01 471900 2900 200 D COLE KENNETH PRODTNS INC CL A 19329410 16 525 SH SHR/OTHR 01 525 D COLE KENNETH PRODTNS INC CL A 19329410 19 620 SH SHARED 02 620 D COLE KENNETH PRODTNS INC CL A 19329410 857 27800 SH SHARED 05 27800 D COLE KENNETH PRODTNS INC CL A 19329410 11609 378200 SH SHARED 10 378200 D COLES MYER LTD SPON ADR NEW 19387040 3329 54308 SH SHARED 02 54308 D COLGATE PALMOLIVE CO COM 19416210 161697 3160622 SH SHARED 3087839 72783 D COLGATE PALMOLIVE CO COM 19416210 71707 1401626 SH SHARED 01 563850 397150 440626 D COLGATE PALMOLIVE CO COM 19416210 12083 236183 SH SHR/OTHR 01 124284 111899 D COLGATE PALMOLIVE CO COM 19416210 18089 353578 SH SHARED 02 353578 D COLGATE PALMOLIVE CO COM 19416210 110387 2157700 SH SHARED 04 2157700 D COLGATE PALMOLIVE CO COM 19416210 15653 305970 SH SHARED 05 158100 147870 D COLGATE PALMOLIVE CO COM 19416210 894 17475 SH SHARED 06 17475 D COLGATE PALMOLIVE CO COM 19416210 25943 507103 SH SHARED 10 507103 D COLLAGENEX PHARMACEUTICALS I COM 19419B10 334 45600 SH SHARED 45600 D COLLAGENEX PHARMACEUTICALS I COM 19419B10 148 20241 SH SHARED 20241 D COLLAGENEX PHARMACEUTICALS I COM 19419B10 149 20311 SH SHARED 02 20311 D COLLECTORS UNIVERSE INC COM NEW 19421R20 37 1825 SH SHARED 02 1825 D COLLEGIATE FDG SVCS INC COM 19458M10 230 16365 SH SHARED 16365 D COLLEGIATE FDG SVCS INC COM 19458M10 120 8573 SH SHARED 02 8573 D COLLINS & AIKMAN CORP NEW COM NEW 19483020 679 155880 SH SHARED 155880 D COLLINS & AIKMAN CORP NEW COM NEW 19483020 0 9 SH SHARED 02 9 D COLLINS & AIKMAN CORP NEW COM NEW 19483020 61 14032 SH SHARED 10 14032 D COLONIAL BANCGROUP INC COM 19549330 3375 158985 SH SHARED 158985 D COLONIAL BANCGROUP INC COM 19549330 813 38304 SH SHARED 01 38304 D COLONIAL BANCGROUP INC COM 19549330 2989 140834 SH SHARED 02 140834 D COLONIAL CALIF INSD MUN FD COM 19559810 35 2600 SH SHARED 02 2600 D COLONIAL INVT GRADE MUN TR SH BEN INT 19576810 5 500 SH SHARED 01 500 D COLONIAL INVT GRADE MUN TR SH BEN INT 19576810 146 14400 SH SHARED 02 14400 D COLONIAL PPTYS TR COM SH BEN INT 19587210 2226 56689 SH SHARED 56689 D COLONIAL PPTYS TR COM SH BEN INT 19587210 2138 54465 SH SHARED 01 54465 D COLONIAL PPTYS TR COM SH BEN INT 19587210 27 705 SH SHARED 02 705 D COLONIAL PPTYS TR COM SH BEN INT 19587210 922 23500 SH SHARED 10 23500 D COLONIAL PPTYS TR COM SH BEN INT 19587210 16438 418600 SH SHARED 11 418600 D COLOR KINETICS INC COM 19624P10 126 7200 SH SHARED 7200 D COLT TELECOM GROUP PLC SPONSORED ADR 19687710 128 35200 SH SHARED 35200 D COLUMBIA BANCORP COM 19722710 353 10337 SH SHARED 10337 D COLUMBIA BANCORP COM 19722710 0 1 SH SHARED 02 1 D COLUMBIA BANCORP COM 19722710 71 2100 SH SHARED 10 2100 D COLUMBIA BANCORP ORE COM 19723110 3 185 SH SHARED 185 D COLUMBIA BANCORP ORE COM 19723110 0 8 SH SHARED 02 8 D COLUMBIA BKG SYS INC COM 19723610 782 31302 SH SHARED 31302 D COLUMBIA BKG SYS INC COM 19723610 132 5300 SH SHARED 01 5300 D COLUMBIA BKG SYS INC COM 19723610 0 4 SH SHARED 02 4 D COLUMBIA BKG SYS INC COM 19723610 302 12118 SH SHARED 10 12118 D COLUMBIA LABS INC COM 19777910 8735 3300000 SH SHARED 3300000 D COLUMBIA SPORTSWEAR CO COM 19851610 471 7906 SH SHARED 7906 D COLUMBIA SPORTSWEAR CO COM 19851610 31241 524100 SH SHARED 01 455500 68600 D COLUMBIA SPORTSWEAR CO COM 19851610 28 476 SH SHR/OTHR 01 476 D COLUMBIA SPORTSWEAR CO COM 19851610 126 2121 SH SHARED 02 2121 D COLUMBIA SPORTSWEAR CO COM 19851610 4297 72100 SH SHARED 10 72100 D COLUMBUS MCKINNON CORP N Y COM 19933310 249 28816 SH SHARED 28816 D COLUMBUS MCKINNON CORP N Y COM 19933310 87 10124 SH SHARED 02 10124 D COMFORT SYS USA INC COM 19990810 544 70920 SH SHARED 70920 D COMFORT SYS USA INC COM 19990810 189 24700 SH SHARED 02 24700 D COMFORT SYS USA INC COM 19990810 88 11500 SH SHARED 10 11500 D COMARCO INC COM 20008010 17 2000 SH SHARED 2000 D COMCAST CORP NEW CL A 20030N10 654399 19663447 SH SHARED 19649502 13945 D COMCAST CORP NEW CL A 20030N10 7840 235579 SH SHARED 01 183839 51740 D COMCAST CORP NEW CL A 20030N10 366 11014 SH SHR/OTHR 01 4933 6081 D COMCAST CORP NEW CL A 20030N10 100875 3031116 SH SHARED 02 3031116 D COMCAST CORP NEW CL A 20030N10 29765 894396 SH SHARED 04 894396 D COMCAST CORP NEW CL A 20030N10 227 6845 SH SHARED 05 6845 D COMCAST CORP NEW CL A 20030N10 4145 124577 SH SHARED 06 124577 D COMCAST CORP NEW CL A 20030N10 76214 2290084 SH SHARED 10 2290084 D COMCAST CORP NEW CL A SPL 20030N20 2706 82428 SH SHARED 82428 D COMCAST CORP NEW CL A SPL 20030N20 145519 4431160 SH SHARED 01 904595 2650000 876565 D COMCAST CORP NEW CL A SPL 20030N20 8107 246873 SH SHR/OTHR 01 117105 129768 D COMCAST CORP NEW CL A SPL 20030N20 16641 506753 SH SHARED 02 506753 D COMCAST CORP NEW CL A SPL 20030N20 1642 50000 SH SHARED 04 50000 D COMCAST CORP NEW CL A SPL 20030N20 9311 283528 SH SHARED 05 266628 16900 D COMCAST CORP NEW CL A SPL 20030N20 1249 38050 SH SHARED 06 38050 D COMCAST CORP NEW CL A SPL 20030N20 843 25685 SH SHARED 07 25685 D COMCAST CORP NEW CL A SPL 20030N20 2068 63000 SH SHARED 09 63000 D COMCAST CORP NEW CL A SPL 20030N20 34364 1046430 SH SHARED 10 1046430 D COMCAST HOLDINGS CORP ZONES CV2% PCS 20030050 39298 883300 SH SHARED 883300 D COMERICA INC COM 20034010 379235 6214943 SH SHARED 6214943 D COMERICA INC COM 20034010 4262 69846 SH SHARED 01 66101 3745 D COMERICA INC COM 20034010 714 11702 SH SHR/OTHR 01 11702 D COMERICA INC COM 20034010 11610 190281 SH SHARED 02 190281 D COMERICA INC COM 20034010 12 200 SH SHARED 05 200 D COMERICA INC COM 20034010 137 2250 SH SHARED 06 2250 D COMERICA INC COM 20034010 11240 184210 SH SHARED 10 184210 D COMMERCE BANCORP INC NJ COM 20051910 8742 135759 SH SHARED 135759 D COMMERCE BANCORP INC NJ COM 20051910 1565 24304 SH SHARED 01 23754 550 D COMMERCE BANCORP INC NJ COM 20051910 161 2500 SH SHR/OTHR 01 2500 D COMMERCE BANCORP INC NJ COM 20051910 2350 36492 SH SHARED 02 36492 D COMMERCE BANCORP INC NJ COM 20051910 38 600 SH SHARED 06 600 D COMMERCE BANCORP INC NJ COM 20051910 1081 16800 SH SHARED 10 16800 D COMMERCE BANCSHARES INC COM 20052510 356 7102 SH SHARED 7102 D COMMERCE BANCSHARES INC COM 20052510 97 1943 SH SHARED 01 1943 D COMMERCE BANCSHARES INC COM 20052510 321 6395 SH SHARED 02 6395 D COMMERCE GROUP INC MASS COM 20064110 2705 44331 SH SHARED 44331 D COMMERCE GROUP INC MASS COM 20064110 2118 34710 SH SHARED 01 34710 D COMMERCE GROUP INC MASS COM 20064110 12 209 SH SHARED 02 209 D COMMERCE GROUP INC MASS COM 20064110 1843 30200 SH SHARED 10 30200 D COMMERCIAL BANKSHARES INC COM 20160710 0 5 SH SHARED 02 5 D COMMERCIAL CAP BANCORP INC COM 20162L10 2407 103882 SH SHARED 103882 D COMMERCIAL CAP BANCORP INC COM 20162L10 3435 148200 SH SHARED 01 148200 D COMMERCIAL CAP BANCORP INC COM 20162L10 252 10911 SH SHARED 02 10911 D COMMERCIAL CAP BANCORP INC COM 20162L10 375 16189 SH SHARED 10 16189 D COMMERCIAL FEDERAL CORPORATI COM 20164710 2780 93582 SH SHARED 93582 D COMMERCIAL FEDERAL CORPORATI COM 20164710 72 2454 SH SHARED 01 2454 D COMMERCIAL FEDERAL CORPORATI COM 20164710 24 824 SH SHR/OTHR 01 824 D COMMERCIAL FEDERAL CORPORATI COM 20164710 4 151 SH SHARED 02 151 D COMMERCIAL FEDERAL CORPORATI COM 20164710 533 17953 SH SHARED 10 17953 D COMMERCIAL METALS CO COM 20172310 166 3300 SH SHARED 3300 D COMMERCIAL METALS CO COM 20172310 3891 76973 SH SHARED 76973 D COMMERCIAL METALS CO COM 20172310 53 1066 SH SHARED 01 1066 D COMMERCIAL METALS CO COM 20172310 116 2303 SH SHARED 02 2303 D COMMERCIAL METALS CO COM 20172310 581 11500 SH SHARED 10 11500 D COMMERICAL NATL FINL CORP PA COM 20221710 1 68 SH SHARED 02 68 D COMMERCIAL NET LEASE RLTY IN COM 20221810 2021 98115 SH SHARED 98115 D COMMERCIAL NET LEASE RLTY IN COM 20221810 2737 132900 SH SHARED 01 132900 D COMMERCIAL NET LEASE RLTY IN COM 20221810 0 5 SH SHARED 02 5 D COMMERCIAL NET LEASE RLTY IN COM 20221810 1137 55200 SH SHARED 10 55200 D COMMERCIAL NET LEASE RLTY IN COM 20221810 8699 422300 SH SHARED 11 422300 D COMMERCIAL VEH GROUP INC COM 20260810 394 18057 SH SHARED 18057 D COMMERCIAL VEH GROUP INC COM 20260810 54 2500 SH SHARED 10 2500 D COMMONWEALTH TEL ENTERPRISES NOTE 3.250% 7/1 203349AB 2 2000 PRN SHARED 2000 D COMMONWEALTH TEL ENTERPRISES NOTE 3.250% 7/1 203349AB 4664 4400000 PRN SHARED 02 4400000 D COMMONWEALTH TEL ENTERPRISES COM 20334910 2345 47231 SH SHARED 47231 D COMMONWEALTH TEL ENTERPRISES COM 20334910 28 566 SH SHARED 01 566 D COMMONWEALTH TEL ENTERPRISES COM 20334910 10 202 SH SHARED 02 202 D COMMONWEALTH TEL ENTERPRISES COM 20334910 467 9416 SH SHARED 10 9416 D COMMSCOPE INC COM 20337210 4586 242646 SH SHARED 242646 D COMMSCOPE INC COM 20337210 22489 1189946 SH SHARED 01 1185571 3900 475 D COMMSCOPE INC COM 20337210 23 1250 SH SHR/OTHR 01 1250 D COMMSCOPE INC COM 20337210 1546 81814 SH SHARED 02 81814 D COMMSCOPE INC COM 20337210 1882 99600 SH SHARED 10 99600 D COMMUNITY BANCORP NEV COM 20343T10 153 5000 SH SHARED 04 5000 D COMMUNITY BK NORTHN VA COM 20356610 0 8 SH SHARED 02 8 D COMMUNITY BK SYS INC COM 20360710 1466 51916 SH SHARED 51916 D COMMUNITY BK SYS INC COM 20360710 889 31500 SH SHARED 01 31500 D COMMUNITY BK SYS INC COM 20360710 426 15106 SH SHARED 02 15106 D COMMUNITY BK SYS INC COM 20360710 644 22800 SH SHARED 10 22800 D COMMUNITY BKS INC MILLERSBUR COM 20362810 552 19616 SH SHARED 19616 D COMMUNITY BKS INC MILLERSBUR COM 20362810 132 4690 SH SHARED 10 4690 D COMMUNITY CAP CORP S C COM 20363C10 419 17400 SH SHARED 02 17400 D COMMUNITY CENTRAL BANK CORP COM 20363J10 24 1900 SH SHARED 02 1900 D COMMUNITY HEALTH SYS INC NEW COM 20366810 7196 258133 SH SHARED 258133 D COMMUNITY HEALTH SYS INC NEW COM 20366810 37516 1345637 SH SHARED 01 1137700 199600 8337 D COMMUNITY HEALTH SYS INC NEW COM 20366810 2801 100495 SH SHARED 02 100495 D COMMUNITY HEALTH SYS INC NEW COM 20366810 1391 49900 SH SHARED 04 49900 D COMMUNITY HEALTH SYS INC NEW COM 20366810 23490 842566 SH SHARED 10 842566 D COMMUNITY INVS BANCORP INC COM 20371910 24 1700 SH SHARED 02 1700 D COMMUNITY TR BANCORP INC COM 20414910 696 21531 SH SHARED 21531 D COMMUNITY TR BANCORP INC COM 20414910 15 478 SH SHARED 01 478 D COMMUNITY TR BANCORP INC COM 20414910 0 1 SH SHARED 02 1 D COMMUNITY TR BANCORP INC COM 20414910 165 5129 SH SHARED 10 5129 D COMPAGNIE GENERALE DES GEOPH SPONSORED ADR 20438610 8 600 SH SHARED 600 D COMPAGNIE GENERALE DES GEOPH SPONSORED ADR 20438610 0 25 SH SHARED 02 25 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 24 960 SH SHARED 960 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 5073 198200 SH SHARED 01 198200 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 1344 52500 SH SHARED 04 52500 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 591 30961 SH SHARED 30961 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 16907 884300 SH SHARED 01 884300 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 1912 100000 SH SHARED 04 100000 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 230 9400 SH SHARED 9400 D COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B40 46 10500 SH SHARED 10500 D COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B40 179 40050 SH SHARED 25900 14150 D COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B40 50 11316 SH SHARED 02 11316 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 1195 42187 SH SHARED 42187 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 19944 704000 SH SHARED 01 704000 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 739 26119 SH SHARED 02 26119 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 1274 45000 SH SHARED 04 45000 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 3399 120000 SH SHARED 06 120000 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 382 13500 SH SHARED 10 13500 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 344 14142 SH SHARED 2000 12142 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 103504 4245480 SH SHARED 01 4245480 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 13201 541474 SH SHARED 05 512974 28500 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 2194 90000 SH SHARED 06 90000 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 212 8730 SH SHARED 10 8730 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 9023 370100 SH SHARED 12 370100 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 1927 66442 SH SHARED 32847 33595 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 72852 2511285 SH SHARED 01 2461100 50185 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 25 890 SH SHR/OTHR 01 890 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 3872 133500 SH SHARED 02 133500 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 8412 290000 SH SHARED 06 290000 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 45268 1560432 SH SHARED 10 1560432 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 2474 85301 SH SHARED 12 85301 D COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 11077 494758 SH SHARED 478312 16446 D COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 19584 874700 SH SHARED 01 874700 D COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 700 31300 SH SHARED 10 31300 D COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 1504 67200 SH SHARED 12 67200 D COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 20442910 42 1700 SH SHARED 1700 D COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 20442910 66 2631 SH SHARED 02 2631 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 5051 220590 SH SHARED 174900 45690 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 6501 283900 SH SHARED 01 283900 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 4488 196000 SH SHARED 04 196000 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 5205 227300 SH SHARED 05 227300 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 68786 2785800 SH SHARED 10 2785800 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 6336 276700 SH SHARED 12 276700 D COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 20444930 967 86100 SH SHARED 86100 D COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 20444930 11868 1055900 SH SHARED 01 1055900 D COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 20444930 17 1600 SH SHARED 05 1600 D COMPASS BANCSHARES INC COM 20449H10 30889 634668 SH SHARED 634668 D COMPASS BANCSHARES INC COM 20449H10 193 3975 SH SHARED 01 3975 D COMPASS BANCSHARES INC COM 20449H10 2190 45011 SH SHARED 02 45011 D COMPASS BANCSHARES INC COM 20449H10 9 200 SH SHARED 05 200 D COMPASS BANCSHARES INC COM 20449H10 48 1000 SH SHARED 06 1000 D COMPASS BANCSHARES INC COM 20449H10 5378 110500 SH SHARED 10 110500 D COMPASS MINERALS INTL INC COM 20451N10 663 27400 SH SHARED 27400 D COMPASS MINERALS INTL INC COM 20451N10 2384 98400 SH SHARED 01 98400 D COMPASS MINERALS INTL INC COM 20451N10 60 2500 SH SHR/OTHR 01 2500 D COMPASS MINERALS INTL INC COM 20451N10 130 5400 SH SHARED 02 5400 D COMPASS MINERALS INTL INC COM 20451N10 1977 81600 SH SHARED 10 81600 D COMPEX TECHNOLOGIES INC COM 20451310 18 3906 SH SHARED 3906 D COMPEX TECHNOLOGIES INC COM 20451310 15 3397 SH SHARED 02 3397 D COMPUCREDIT CORP COM 20478N10 1403 51351 SH SHARED 51351 D COMPUCREDIT CORP COM 20478N10 918 33600 SH SHARED 01 33600 D COMPUCREDIT CORP COM 20478N10 0 4 SH SHARED 02 4 D COMPUCREDIT CORP COM 20478N10 221 8093 SH SHARED 10 8093 D COMPUDYNE CORP COM PAR $0.75 20479530 12 1667 SH SHARED 1667 D COMPUDYNE CORP COM PAR $0.75 20479530 162 21734 SH SHARED 02 21734 D COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ 11 7250 PRN SHARED 7250 D COMPUTER ASSOC INTL INC NOTE 5.000% 3/1 204912AR 11279 8737000 PRN SHARED 02 8737000 D COMPUTER ASSOC INTL INC COM 20491210 49104 1580955 SH SHARED 1580955 D COMPUTER ASSOC INTL INC COM 20491210 2332 75111 SH SHARED 01 74711 400 D COMPUTER ASSOC INTL INC COM 20491210 6333 203924 SH SHARED 02 203924 D COMPUTER ASSOC INTL INC COM 20491210 12299 396000 SH SHARED 04 396000 D COMPUTER ASSOC INTL INC COM 20491210 15 500 SH SHARED 05 500 D COMPUTER ASSOC INTL INC COM 20491210 206 6650 SH SHARED 06 6650 D COMPUTER ASSOC INTL INC COM 20491210 21253 684274 SH SHARED 10 684274 D COMPUTER NETWORK TECHNOLOGY NOTE 3.000% 2/1 204925AC 913 1002000 PRN SHARED 1002000 D COMPUTER NETWORK TECHNOLOGY COM 20492510 256 36178 SH SHARED 36178 D COMPUTER NETWORK TECHNOLOGY COM 20492510 221 31157 SH SHARED 02 31157 D COMPUTER PROGRAMS & SYS INC COM 20530610 274 11837 SH SHARED 11837 D COMPUTER PROGRAMS & SYS INC COM 20530610 4 202 SH SHARED 02 202 D COMPUTER PROGRAMS & SYS INC COM 20530610 71 3100 SH SHARED 10 3100 D COMPUTER SCIENCES CORP COM 20536310 49330 875112 SH SHARED 875112 D COMPUTER SCIENCES CORP COM 20536310 16732 296840 SH SHARED 01 295640 1200 D COMPUTER SCIENCES CORP COM 20536310 5800 102892 SH SHARED 02 102892 D COMPUTER SCIENCES CORP COM 20536310 11 200 SH SHARED 05 200 D COMPUTER SCIENCES CORP COM 20536310 401 7123 SH SHARED 06 7123 D COMPUTER SCIENCES CORP COM 20536310 11036 195782 SH SHARED 10 195782 D COMPX INTERNATIONAL INC CL A 20563P10 104 6347 SH SHARED 6347 D COMPX INTERNATIONAL INC CL A 20563P10 4 300 SH SHARED 01 300 D COMPX INTERNATIONAL INC CL A 20563P10 19 1200 SH SHARED 02 1200 D COMPX INTERNATIONAL INC CL A 20563P10 4 300 SH SHARED 10 300 D COMPUWARE CORP COM 20563810 7836 1222560 SH SHARED 1222560 D COMPUWARE CORP COM 20563810 44 7000 SH SHARED 01 7000 D COMPUWARE CORP COM 20563810 918 143328 SH SHARED 02 143328 D COMPUWARE CORP COM 20563810 21 3300 SH SHARED 06 3300 D COMPUWARE CORP COM 20563810 2812 438825 SH SHARED 10 438825 D COMSTOCK RES INC COM NEW 20576820 3439 155983 SH SHARED 155983 D COMSTOCK RES INC COM NEW 20576820 7907 358600 SH SHARED 01 358600 D COMSTOCK RES INC COM NEW 20576820 655 29737 SH SHARED 02 29737 D COMSTOCK RES INC COM NEW 20576820 2362 107124 SH SHARED 10 107124 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 1188 31598 SH SHARED 31598 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 12 325 SH SHARED 02 325 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 244 6500 SH SHARED 10 6500 D COMVERSE TECHNOLOGY INC DBCV 1.500%12/0 205862AJ 2450 2500000 PRN SHARED 2500000 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 29914 1223514 SH SHARED 1223514 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 24133 987070 SH SHARED 01 984970 2100 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 23 974 SH SHR/OTHR 01 974 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 6849 280150 SH SHARED 02 280150 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 2151 88000 SH SHARED 04 88000 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 48 2000 SH SHARED 06 2000 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 10136 414569 SH SHARED 10 414569 D CONAGRA FOODS INC COM 20588710 87805 2981526 SH SHARED 2889551 91975 D CONAGRA FOODS INC COM 20588710 130996 4448088 SH SHARED 01 3468268 107800 872020 D CONAGRA FOODS INC COM 20588710 666 22639 SH SHR/OTHR 01 3100 19539 D CONAGRA FOODS INC COM 20588710 11234 381477 SH SHARED 02 381477 D CONAGRA FOODS INC COM 20588710 14 500 SH SHARED 05 500 D CONAGRA FOODS INC COM 20588710 184 6250 SH SHARED 06 6250 D CONAGRA FOODS INC COM 20588710 36634 1243967 SH SHARED 10 1243967 D COMPUTER HORIZONS CORP COM 20590810 43 11411 SH SHARED 11411 D COMPUTER HORIZONS CORP COM 20590810 8 2277 SH SHARED 01 2277 D COMPUTER HORIZONS CORP COM 20590810 0 28 SH SHARED 02 28 D CONCEPTUS INC COM 20601610 383 47221 SH SHARED 47221 D CONCEPTUS INC COM 20601610 120 14800 SH SHARED 02 14800 D CONCEPTUS INC COM 20601610 104 12900 SH SHARED 10 12900 D CONCORD CAMERA CORP COM 20615610 0 119 SH SHARED 119 D CONCORD CAMERA CORP COM 20615610 118 51728 SH SHARED 02 51728 D CONCORD COMMUNICATIONS INC COM 20618610 624 56341 SH SHARED 56341 D CONCORD COMMUNICATIONS INC COM 20618610 10 904 SH SHARED 02 904 D CONCORD COMMUNICATIONS INC COM 20618610 89 8100 SH SHARED 10 8100 D CONCORDE CAREER COLLEGES INC COM NEW 20651H20 2 107 SH SHARED 107 D CONCORDE CAREER COLLEGES INC COM NEW 20651H20 153 7592 SH SHARED 02 7592 D CONCUR TECHNOLOGIES INC COM 20670810 423 47500 SH SHARED 47500 D CONCUR TECHNOLOGIES INC COM 20670810 666 74800 SH SHARED 01 74800 D CONCUR TECHNOLOGIES INC COM 20670810 23 2618 SH SHARED 02 2618 D CONCUR TECHNOLOGIES INC COM 20670810 114 12800 SH SHARED 10 12800 D CONCURRENT COMPUTER CORP NEW COM 20671020 158 55251 SH SHARED 55251 D CONCURRENT COMPUTER CORP NEW COM 20671020 5 2068 SH SHARED 02 2068 D CONEXANT SYSTEMS INC NOTE 4.250% 5/0 207142AB 7 8000 PRN SHARED 8000 D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF 72699 80331000 PRN SHARED 80331000 D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF 18605 20559000 PRN SHARED 02 20559000 D CONEXANT SYSTEMS INC COM 20714210 441 221912 SH SHARED 218112 3800 D CONEXANT SYSTEMS INC COM 20714210 25 12598 SH SHARED 01 12598 D CONEXANT SYSTEMS INC COM 20714210 151 75912 SH SHARED 02 75912 D CONMED CORP COM 20741010 2228 78397 SH SHARED 78397 D CONMED CORP COM 20741010 92 3250 SH SHARED 01 3250 D CONMED CORP COM 20741010 1993 70148 SH SHARED 02 70148 D CONMED CORP COM 20741010 374 13161 SH SHARED 10 13161 D CONNECTICUT WTR SVC INC COM 20779710 384 14500 SH SHARED 14500 D CONNECTICUT WTR SVC INC COM 20779710 8 302 SH SHARED 02 302 D CONNECTICUT WTR SVC INC COM 20779710 51 1950 SH SHARED 10 1950 D CONNETICS CORP COM 20819210 2615 107677 SH SHARED 107677 D CONNETICS CORP COM 20819210 36055 1484400 SH SHARED 01 1211135 4600 268665 D CONNETICS CORP COM 20819210 2528 104114 SH SHARED 02 104114 D CONNETICS CORP COM 20819210 10175 418930 SH SHARED 10 418930 D CONNS INC COM 20824210 208 12400 SH SHARED 12400 D CONNS INC COM 20824210 3 200 SH SHARED 02 200 D CONOCOPHILLIPS COM 20825C10 1141 13149 SH SHARED 13149 D CONOCOPHILLIPS COM 20825C10 397967 4583290 SH SHARED 4404241 179049 D CONOCOPHILLIPS COM 20825C10 201488 2320498 SH SHARED 01 1551654 445600 323244 D CONOCOPHILLIPS COM 20825C10 3646 41997 SH SHR/OTHR 01 23240 18757 D CONOCOPHILLIPS COM 20825C10 34039 392021 SH SHARED 02 392021 D CONOCOPHILLIPS COM 20825C10 23018 265100 SH SHARED 03 265100 D CONOCOPHILLIPS COM 20825C10 14412 165986 SH SHARED 04 165986 D CONOCOPHILLIPS COM 20825C10 78387 902771 SH SHARED 05 624962 277809 D CONOCOPHILLIPS COM 20825C10 29247 336835 SH SHARED 06 336835 D CONOCOPHILLIPS COM 20825C10 398728 4592058 SH SHARED 10 4592058 D CONOR MEDSYSTEMS INC COM 20826410 398 28800 SH SHARED 02 28800 D CONOR MEDSYSTEMS INC COM 20826410 1198 86500 SH SHARED 04 86500 D CONRAD INDS INC COM 20830510 165 71374 SH SHARED 02 71374 D CONSECO INC *W EXP 09/10/200 20846412 14 5000 SH SHARED 02 5000 D CONSECO INC PFD B CV 5.50% 20846486 10865 410000 SH SHARED 410000 D CONSECO INC PFD B CV 5.50% 20846486 27465 1036450 SH SHARED 02 1036450 D CONSECO INC COM NEW 20846488 762 38208 SH SHARED 38208 D CONSECO INC COM NEW 20846488 376 18867 SH SHARED 01 18867 D CONSECO INC COM NEW 20846488 2799 140305 SH SHARED 02 140305 D CONSECO INC COM NEW 20846488 1082 54260 SH SHARED 10 54260 D CONSOL ENERGY INC COM 20854P10 4041 98463 SH SHARED 98463 D CONSOL ENERGY INC COM 20854P10 971 23668 SH SHARED 02 23668 D CONSOLIDATED EDISON INC COM 20911510 41298 943968 SH SHARED 943968 D CONSOLIDATED EDISON INC COM 20911510 2165 49497 SH SHARED 01 46817 2680 D CONSOLIDATED EDISON INC COM 20911510 227 5194 SH SHR/OTHR 01 1354 3840 D CONSOLIDATED EDISON INC COM 20911510 14756 337288 SH SHARED 02 337288 D CONSOLIDATED EDISON INC COM 20911510 8 200 SH SHARED 05 200 D CONSOLIDATED EDISON INC COM 20911510 126 2900 SH SHARED 06 2900 D CONSOLIDATED EDISON INC COM 20911510 11860 271094 SH SHARED 10 271094 D CONSOLIDATED GRAPHICS INC COM 20934110 950 20710 SH SHARED 20710 D CONSOLIDATED GRAPHICS INC COM 20934110 5997 130660 SH SHARED 01 130660 D CONSOLIDATED GRAPHICS INC COM 20934110 286 6242 SH SHARED 02 6242 D CONSOLIDATED GRAPHICS INC COM 20934110 413 9000 SH SHARED 10 9000 D CONSOLIDATED TOMOKA LD CO COM 21022610 892 20755 SH SHARED 20755 D CONSOLIDATED TOMOKA LD CO COM 21022610 38 900 SH SHARED 01 900 D CONSOLIDATED TOMOKA LD CO COM 21022610 20 473 SH SHARED 02 473 D CONSOLIDATED TOMOKA LD CO COM 21022610 68 1600 SH SHARED 10 1600 D CONSTELLATION BRANDS INC CL A 21036P10 7559 162525 SH SHARED 162525 D CONSTELLATION BRANDS INC CL A 21036P10 16220 348750 SH SHARED 01 294900 53700 150 D CONSTELLATION BRANDS INC CL A 21036P10 15 327 SH SHR/OTHR 01 327 D CONSTELLATION BRANDS INC CL A 21036P10 1524 32772 SH SHARED 02 32772 D CONSTELLATION BRANDS INC CL A 21036P10 232 5000 SH SHARED 04 5000 D CONSTELLATION BRANDS INC CL A 21036P10 2584 55560 SH SHARED 10 55560 D CONSTELLATION BRANDS INC CL B 21036P20 74 1600 SH SHARED 01 1600 D CONSTELLATION BRANDS INC PFD 1/40 A5.75 21036P30 15 400 SH SHARED 02 400 D CONSTELLATION ENERGY GROUP I COM 21037110 65112 1489658 SH SHARED 1489658 D CONSTELLATION ENERGY GROUP I COM 21037110 2854 65301 SH SHARED 01 64701 600 D CONSTELLATION ENERGY GROUP I COM 21037110 8167 186857 SH SHARED 02 186857 D CONSTELLATION ENERGY GROUP I COM 21037110 282 6462 SH SHARED 06 6462 D CONSTELLATION ENERGY GROUP I COM 21037110 8367 191435 SH SHARED 10 191435 D CONTANGO OIL & GAS COMPANY COM NEW 21075N20 34 4800 SH SHARED 02 4800 D CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD 1674 2001000 PRN SHARED 2001000 D CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD 20 25000 PRN SHARED 02 25000 D CONTINENTAL AIRLS INC CL B 21079530 31 2300 SH SHARED 2300 D CONTINENTAL AIRLS INC CL B 21079530 5717 422302 SH SHARED 422302 D CONTINENTAL AIRLS INC CL B 21079530 1405 103802 SH SHARED 01 103800 2 D CONTINENTAL AIRLS INC CL B 21079530 13 1000 SH SHR/OTHR 01 1000 D CONTINENTAL AIRLS INC CL B 21079530 2512 185533 SH SHARED 02 185533 D CONTINENTAL AIRLS INC CL B 21079530 334 24700 SH SHARED 10 24700 D CONVERA CORP CL A 21191910 63 13682 SH SHARED 13682 D CONVERA CORP CL A 21191910 9 2024 SH SHARED 02 2024 D CONTROLADORA COML MEX SA DE GDR 21238A20 26 1201 SH SHARED 02 1201 D CONVERIUM HLDG AG SPONSORED ADR 21248N10 53 11600 SH SHARED 02 11600 D CONVERGYS CORP COM 21248510 6004 400582 SH SHARED 400582 D CONVERGYS CORP COM 21248510 20956 1398000 SH SHARED 01 1391700 6300 D CONVERGYS CORP COM 21248510 14 1000 SH SHR/OTHR 01 1000 D CONVERGYS CORP COM 21248510 1031 68825 SH SHARED 02 68825 D CONVERGYS CORP COM 21248510 517 34500 SH SHARED 04 34500 D CONVERGYS CORP COM 21248510 117 7861 SH SHARED 06 7861 D CONVERGYS CORP COM 21248510 2658 177348 SH SHARED 10 177348 D COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE 1263 1200000 PRN SHARED 1200000 D COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE 1263 1200000 PRN SHARED 10 1200000 D COOPER CAMERON CORP COM 21664010 7631 141818 SH SHARED 141818 D COOPER CAMERON CORP COM 21664010 925 17200 SH SHARED 01 17200 D COOPER CAMERON CORP COM 21664010 1406 26133 SH SHARED 02 26133 D COOPER CAMERON CORP COM 21664010 1614 30000 SH SHARED 04 30000 D COOPER CAMERON CORP COM 21664010 5047 93800 SH SHARED 06 93800 D COOPER CAMERON CORP COM 21664010 1683 31280 SH SHARED 10 31280 D COOPER COS INC DBCV 2.625% 7/0 216648AG 1248 740000 PRN SHARED 02 740000 D COOPER COS INC COM NEW 21664840 91 1300 SH SHARED 1300 D COOPER COS INC COM NEW 21664840 5022 71151 SH SHARED 71151 D COOPER COS INC COM NEW 21664840 4170 59080 SH SHARED 01 27980 31100 D COOPER COS INC COM NEW 21664840 2075 29402 SH SHARED 02 29402 D COOPER COS INC COM NEW 21664840 1484 21030 SH SHARED 10 21030 D COOPER TIRE & RUBR CO COM 21683110 211 9800 SH SHARED 9800 D COOPER TIRE & RUBR CO COM 21683110 12658 587378 SH SHARED 587378 D COOPER TIRE & RUBR CO COM 21683110 81 3800 SH SHARED 01 3800 D COOPER TIRE & RUBR CO COM 21683110 4207 195241 SH SHARED 02 195241 D COOPER TIRE & RUBR CO COM 21683110 1957 90839 SH SHARED 10 90839 D COORS ADOLPH CO CL B 21701610 13379 176813 SH SHARED 176813 D COORS ADOLPH CO CL B 21701610 13454 177800 SH SHARED 01 177800 D COORS ADOLPH CO CL B 21701610 2892 38223 SH SHARED 02 38223 D COORS ADOLPH CO CL B 21701610 2674 35338 SH SHARED 10 35338 D COPART INC COM 21720410 4969 188822 SH SHARED 188822 D COPART INC COM 21720410 602 22900 SH SHARED 01 22900 D COPART INC COM 21720410 4513 171475 SH SHARED 02 171475 D COPPER MTN NETWORKS INC COM NEW 21751020 114 42096 SH SHARED 42096 D CORCEPT THERAPEUTICS INC COM 21835210 243 38928 SH SHARED 38928 D CORCEPT THERAPEUTICS INC COM 21835210 948 151810 SH SHARED 02 151810 D CORE MOLDING TECHNOLOGIES IN COM 21868310 21 7900 SH SHARED 02 7900 D CORGENTECH INC COM 21872P10 139 16800 SH SHARED 16800 D CORGENTECH INC COM 21872P10 2 300 SH SHARED 01 300 D CORGENTECH INC COM 21872P10 829 100200 SH SHARED 02 100200 D CORGENTECH INC COM 21872P10 758 91600 SH SHARED 04 91600 D CORGENTECH INC COM 21872P10 107 13000 SH SHARED 06 13000 D CORGENTECH INC COM 21872P10 193 23400 SH SHARED 10 23400 D CORILLIAN CORP COM 21872510 305 62000 SH SHARED 62000 D CORILLIAN CORP COM 21872510 293 59689 SH SHARED 02 59689 D CORILLIAN CORP COM 21872510 76 15500 SH SHARED 10 15500 D CORINTHIAN COLLEGES INC COM 21886810 6072 322222 SH SHARED 257422 64800 D CORINTHIAN COLLEGES INC COM 21886810 546 29000 SH SHARED 01 29000 D CORINTHIAN COLLEGES INC COM 21886810 31 1664 SH SHR/OTHR 01 1664 D CORINTHIAN COLLEGES INC COM 21886810 1401 74385 SH SHARED 02 74385 D CORINTHIAN COLLEGES INC COM 21886810 9328 495000 SH SHARED 04 495000 D CORIXA CORP NOTE 4.250% 7/0 21887FAC 1002 1223000 PRN SHARED 1223000 D CORIXA CORP COM 21887F10 464 127559 SH SHARED 127559 D CORIXA CORP COM 21887F10 27 7600 SH SHARED 01 7600 D CORIXA CORP COM 21887F10 16 4471 SH SHARED 02 4471 D CORIXA CORP COM 21887F10 86 23706 SH SHARED 10 23706 D CORIO INC COM 21887510 0 58 SH SHARED 58 D CORN PRODS INTL INC COM 21902310 6095 113807 SH SHARED 113807 D CORN PRODS INTL INC COM 21902310 6950 129769 SH SHARED 01 129569 200 D CORN PRODS INTL INC COM 21902310 337 6300 SH SHR/OTHR 01 6300 D CORN PRODS INTL INC COM 21902310 5 106 SH SHARED 02 106 D CORN PRODS INTL INC COM 21902310 1393 26025 SH SHARED 10 26025 D CORNELL COMPANIES INC COM 21914110 372 24546 SH SHARED 24546 D CORNELL COMPANIES INC COM 21914110 1052 69303 SH SHARED 02 69303 D CORNELL COMPANIES INC COM 21914110 100 6600 SH SHARED 10 6600 D CORNERSTONE RLTY INCOME TR I COM 21922V10 1634 163785 SH SHARED 163785 D CORNERSTONE RLTY INCOME TR I COM 21922V10 385 38600 SH SHARED 01 38600 D CORNERSTONE RLTY INCOME TR I COM 21922V10 199 20004 SH SHARED 02 20004 D CORNERSTONE RLTY INCOME TR I COM 21922V10 628 63000 SH SHARED 10 63000 D CORNERSTONE RLTY INCOME TR I COM 21922V10 92 9300 SH SHARED 11 9300 D CORNING INC DBCV 11/0 219350AJ 47487 60111000 PRN SHARED 60111000 D CORNING INC DBCV 11/0 219350AJ 170 216000 PRN SHARED 02 216000 D CORNING INC NOTE 3.500%11/0 219350AK 1 1000 PRN SHARED 1000 D CORNING INC NOTE 3.500%11/0 219350AK 3000 2474000 PRN SHARED 02 2474000 D CORNING INC COM 21935010 46023 3910205 SH SHARED 3890305 19900 D CORNING INC COM 21935010 41101 3492046 SH SHARED 01 3344643 15100 132303 D CORNING INC COM 21935010 5747 488286 SH SHR/OTHR 01 3460 484826 D CORNING INC COM 21935010 7209 612527 SH SHARED 02 612527 D CORNING INC COM 21935010 14300 1215000 SH SHARED 04 1215000 D CORNING INC COM 21935010 16 1400 SH SHARED 05 1400 D CORNING INC COM 21935010 6783 576300 SH SHARED 06 576300 D CORNING INC COM 21935010 18829 1599766 SH SHARED 10 1599766 D CORPBANCA SP ADR REG S 21987A20 1021 35520 SH SHARED 35520 D CORPORATE EXECUTIVE BRD CO COM 21988R10 63 950 SH SHARED 950 D CORPORATE EXECUTIVE BRD CO COM 21988R10 2145 32050 SH SHARED 01 31900 150 D CORPORATE EXECUTIVE BRD CO COM 21988R10 78 1167 SH SHR/OTHR 01 1167 D CORPORATE EXECUTIVE BRD CO COM 21988R10 305 4562 SH SHARED 02 4562 D CORPORATE HIGH YIELD FD III COM 21992510 0 84 SH SHARED 84 D CORPORATE HIGH YIELD FD III COM 21992510 2 316 SH SHARED 02 316 D CORPORATE HIGH YIELD FD V IN COM 21993110 95 6123 SH SHARED 6123 D CORPORATE HIGH YIELD FD V IN COM 21993110 7 477 SH SHARED 02 477 D CORPORATE HIGH YIELD FD VI I COM 21993210 5150 349155 SH SHARED 349155 D CORPORATE HIGH YIELD FD VI I COM 21993210 8830 598645 SH SHARED 02 598645 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 2119 72221 SH SHARED 72221 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 1400 47700 SH SHARED 01 47700 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 88 3000 SH SHR/OTHR 01 3000 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 0 5 SH SHARED 02 5 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 1382 47100 SH SHARED 10 47100 D CORRECTIONAL PPTYS TR COM 22025E10 612 21201 SH SHARED 21201 D CORRECTIONAL PPTYS TR COM 22025E10 153 5307 SH SHARED 02 5307 D CORRECTIONAL PPTYS TR COM 22025E10 127 4400 SH SHARED 10 4400 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 2754 68108 SH SHARED 68108 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 12 306 SH SHARED 02 306 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 1091 26993 SH SHARED 10 26993 D CORTEX PHARMACEUTICALS INC COM NEW 22052430 27 10000 SH SHR/OTHR 01 10000 D CORUS GROUP PLC SPONSORED ADR 22087M10 982 100000 SH SHARED 100000 D CORUS GROUP PLC SPONSORED ADR 22087M10 324 33000 SH SHARED 02 33000 D CORUS BANKSHARES INC COM 22087310 1580 32925 SH SHARED 32925 D CORUS BANKSHARES INC COM 22087310 748 15600 SH SHARED 01 15600 D CORUS BANKSHARES INC COM 22087310 665 13858 SH SHARED 02 13858 D CORUS BANKSHARES INC COM 22087310 379 7900 SH SHARED 10 7900 D CORUS ENTERTAINMENT INC COM CL B NON VTG 22087410 117 5696 SH SHARED 02 5696 D CORVEL CORP COM 22100610 403 15069 SH SHARED 15069 D CORVEL CORP COM 22100610 65 2450 SH SHARED 01 2450 D CORVEL CORP COM 22100610 202 7561 SH SHARED 02 7561 D CORVEL CORP COM 22100610 66 2500 SH SHARED 10 2500 D COSI INC COM 22122P10 225 37268 SH SHARED 37268 D COSI INC COM 22122P10 5 900 SH SHARED 02 900 D COSI INC COM 22122P10 38 6400 SH SHARED 10 6400 D COSINE COMMUNICATIONS INC COM NEW 22122260 146 52262 SH SHARED 52262 D COST PLUS INC CALIF COM 22148510 1968 61260 SH SHARED 61260 D COST PLUS INC CALIF COM 22148510 540 16819 SH SHARED 02 16819 D COST PLUS INC CALIF COM 22148510 314 9801 SH SHARED 10 9801 D COST-U-LESS INC COM 22149210 371 53000 SH SHARED 02 53000 D COSTCO WHSL CORP NEW COM 22160K10 121044 2500405 SH SHARED 2486505 13900 D COSTCO WHSL CORP NEW COM 22160K10 34070 703799 SH SHARED 01 606157 97642 D COSTCO WHSL CORP NEW COM 22160K10 1021 21100 SH SHR/OTHR 01 9896 11204 D COSTCO WHSL CORP NEW COM 22160K10 15715 324642 SH SHARED 02 324642 D COSTCO WHSL CORP NEW COM 22160K10 19 400 SH SHARED 05 400 D COSTCO WHSL CORP NEW COM 22160K10 663 13709 SH SHARED 06 13709 D COSTCO WHSL CORP NEW COM 22160K10 34363 709851 SH SHARED 10 709851 D COSTAR GROUP INC COM 22160N10 1328 28774 SH SHARED 28774 D COSTAR GROUP INC COM 22160N10 21365 462657 SH SHARED 01 461345 1312 D COSTAR GROUP INC COM 22160N10 37 804 SH SHARED 02 804 D COSTAR GROUP INC COM 22160N10 641 13900 SH SHARED 05 13900 D COSTAR GROUP INC COM 22160N10 1708 37000 SH SHARED 10 37000 D COSTCO COMPANIES INC NOTE 8/1 22160QAC 442 403000 PRN SHARED 02 403000 D COTT CORP QUE COM 22163N10 4 200 SH SHARED 01 200 D COTT CORP QUE COM 22163N10 259 10500 SH SHARED 10 10500 D COTTON STS LIFE INS CO COM 22177410 5154 254924 SH SHARED 02 254924 D COUNTRYWIDE FINANCIAL CORP NOTE 2/0 222372AG 857 500000 PRN SHARED 02 500000 D COUNTRYWIDE FINANCIAL CORP COM 22237210 410 11100 SH SHARED 11100 D COUNTRYWIDE FINANCIAL CORP COM 22237210 114526 3094486 SH SHARED 3072310 22176 D COUNTRYWIDE FINANCIAL CORP COM 22237210 3626 97978 SH SHARED 01 97480 498 D COUNTRYWIDE FINANCIAL CORP COM 22237210 10141 274033 SH SHARED 02 274033 D COUNTRYWIDE FINANCIAL CORP COM 22237210 2146 58000 SH SHARED 03 58000 D COUNTRYWIDE FINANCIAL CORP COM 22237210 3886 105000 SH SHARED 04 105000 D COUNTRYWIDE FINANCIAL CORP COM 22237210 22956 620288 SH SHARED 05 302838 317450 D COUNTRYWIDE FINANCIAL CORP COM 22237210 577 15596 SH SHARED 06 15596 D COUNTRYWIDE FINANCIAL CORP COM 22237210 27871 753080 SH SHARED 10 753080 D COURIER CORP COM 22266010 597 11508 SH SHARED 11508 D COURIER CORP COM 22266010 6 122 SH SHARED 02 122 D COURIER CORP COM 22266010 98 1900 SH SHARED 10 1900 D COUSINS PPTYS INC COM 22279510 2131 70412 SH SHARED 70412 D COUSINS PPTYS INC COM 22279510 2187 72250 SH SHARED 01 72250 D COUSINS PPTYS INC COM 22279510 84 2782 SH SHR/OTHR 01 2782 D COUSINS PPTYS INC COM 22279510 101 3338 SH SHARED 02 3338 D COUSINS PPTYS INC COM 22279510 1292 42700 SH SHARED 10 42700 D COUSINS PPTYS INC COM 22279510 142 4700 SH SHARED 11 4700 D COVANSYS CORP COM 22281W10 553 36191 SH SHARED 36191 D COVANSYS CORP COM 22281W10 42 2800 SH SHARED 01 2800 D COVANSYS CORP COM 22281W10 15 1000 SH SHARED 02 1000 D COVANSYS CORP COM 22281W10 94 6200 SH SHARED 10 6200 D COVANCE INC COM 22281610 5227 134908 SH SHARED 134908 D COVANCE INC COM 22281610 17060 440273 SH SHARED 01 165902 4800 269571 D COVANCE INC COM 22281610 31 800 SH SHR/OTHR 01 800 D COVANCE INC COM 22281610 1077 27817 SH SHARED 02 27817 D COVENANT TRANS INC CL A 22284P10 385 18510 SH SHARED 18510 D COVENANT TRANS INC CL A 22284P10 12 600 SH SHARED 01 600 D COVENANT TRANS INC CL A 22284P10 694 33367 SH SHARED 02 33367 D COVENANT TRANS INC CL A 22284P10 104 5000 SH SHARED 10 5000 D COVENTRY HEALTH CARE INC COM 22286210 7912 149070 SH SHARED 149070 D COVENTRY HEALTH CARE INC COM 22286210 50840 957800 SH SHARED 01 905400 52400 D COVENTRY HEALTH CARE INC COM 22286210 31 600 SH SHR/OTHR 01 600 D COVENTRY HEALTH CARE INC COM 22286210 2447 46102 SH SHARED 02 46102 D COVENTRY HEALTH CARE INC COM 22286210 176 3325 SH SHARED 06 3325 D COVENTRY HEALTH CARE INC COM 22286210 4726 89050 SH SHARED 10 89050 D COX RADIO INC CL A 22405110 3147 191013 SH SHARED 191013 D COX RADIO INC CL A 22405110 8328 505362 SH SHARED 02 505362 D COX RADIO INC CL A 22405110 5768 350000 SH SHARED 10 350000 D CP SHIPS LTD COM 22409V10 3993 278280 SH SHARED 278280 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 467 32583 SH SHARED 02 32583 D CP SHIPS LTD COM 22409V10 1 77 SH SHARED 05 77 D CP SHIPS LTD COM 22409V10 14 1000 SH SHARED 06 1000 D CP SHIPS LTD COM 22409V10 269 18795 SH SHARED 10 18795 D CRAFTMADE INTL INC COM 22413E10 3 179 SH SHARED 02 179 D CRANE CO COM 22439910 2904 100697 SH SHARED 100697 D CRANE CO COM 22439910 805 27941 SH SHARED 01 27941 D CRANE CO COM 22439910 426 14788 SH SHR/OTHR 01 14788 D CRANE CO COM 22439910 3130 108550 SH SHARED 02 108550 D CRANE CO COM 22439910 8652 300000 SH SHARED 04 300000 D CRANE CO COM 22439910 1297 45000 SH SHARED 10 45000 D CRAWFORD & CO CL B 22463310 177 23668 SH SHARED 23668 D CRAWFORD & CO CL B 22463310 0 3 SH SHARED 02 3 D CRAWFORD & CO CL B 22463310 48 6500 SH SHARED 10 6500 D CRAY INC COM 22522310 1033 221876 SH SHARED 221876 D CRAY INC COM 22522310 9 2100 SH SHARED 01 2100 D CRAY INC COM 22522310 1070 229767 SH SHARED 02 229767 D CRAY INC COM 22522310 178 38400 SH SHARED 10 38400 D CREDENCE SYS CORP NOTE 1.500% 5/1 225302AF 8802 8150000 PRN SHARED 02 8150000 D CREDENCE SYS CORP COM 22530210 2412 263641 SH SHARED 259641 4000 D CREDENCE SYS CORP COM 22530210 278 30475 SH SHARED 01 29700 775 D CREDENCE SYS CORP COM 22530210 19 2100 SH SHR/OTHR 01 2100 D CREDENCE SYS CORP COM 22530210 2785 304393 SH SHARED 02 304393 D CREDENCE SYS CORP COM 22530210 336 36780 SH SHARED 10 36780 D CREDIT ACCEP CORP MICH COM 22531010 498 19577 SH SHARED 19577 D CREDIT ACCEP CORP MICH COM 22531010 78 3100 SH SHARED 01 3100 D CREDIT ACCEP CORP MICH COM 22531010 419 16466 SH SHARED 02 16466 D CREDIT ACCEP CORP MICH COM 22531010 99 3900 SH SHARED 10 3900 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 502 11900 SH SHARED 11900 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 2021 47921 SH SHARED 01 1100 46821 D CREE INC COM 22544710 3290 82095 SH SHARED 82095 D CREE INC COM 22544710 11935 297800 SH SHARED 01 297800 D CREE INC COM 22544710 5887 146906 SH SHARED 02 146906 D CREE INC COM 22544710 176 4410 SH SHARED 05 4410 D CREE INC COM 22544710 14 355 SH SHARED 10 355 D CREO INC COM 22560610 170 11400 SH SHARED 11400 D CREO INC COM 22560610 557 37256 SH SHARED 02 37256 D CRESCENT REAL ESTATE EQUITIE COM 22575610 107 5900 SH SHARED 5900 D CRESCENT REAL ESTATE EQUITIE COM 22575610 2517 137856 SH SHARED 02 137856 D CRESCENT REAL ESTATE EQUITIE COM 22575610 18 1000 SH SHARED 06 1000 D CRESCENT REAL ESTATE EQUITIE COM 22575610 368 20200 SH SHARED 10 20200 D CRESCENT REAL ESTATE EQUITIE COM 22575610 57202 3132681 SH SHARED 11 3132681 D CRESUD S A C I F Y A SPONSORED ADR 22640610 5366 360145 SH SHARED 360145 D CRIIMI MAE INC COM NEW 22660350 72 4472 SH SHARED 4472 D CRIIMI MAE INC COM NEW 22660350 575 35728 SH SHARED 02 35728 D CRITICAL PATH INC COM NEW 22674V50 0 340 SH SHARED 340 D CRITICARE SYS INC COM 22690110 56 15700 SH SHARED 02 15700 D CROMPTON CORP COM 22711610 9656 818386 SH SHARED 818386 D CROMPTON CORP COM 22711610 363 30800 SH SHARED 01 30800 D CROMPTON CORP COM 22711610 114 9689 SH SHR/OTHR 01 9689 D CROMPTON CORP COM 22711610 6609 560160 SH SHARED 02 560160 D CROMPTON CORP COM 22711610 567 48133 SH SHARED 10 48133 D CROSS A T CO CL A 22747810 186 37700 SH SHARED 02 37700 D CROSS CTRY HEALTHCARE INC COM 22748310 946 52343 SH SHARED 52343 D CROSS CTRY HEALTHCARE INC COM 22748310 83 4600 SH SHARED 01 4600 D CROSS CTRY HEALTHCARE INC COM 22748310 0 9 SH SHARED 02 9 D CROSS CTRY HEALTHCARE INC COM 22748310 171 9500 SH SHARED 10 9500 D CROSS TIMBERS RTY TR TR UNIT 22757R10 201 5045 SH SHARED 5045 D CROSS TIMBERS RTY TR TR UNIT 22757R10 79 2000 SH SHR/OTHR 01 2000 D CROSSTEX ENERGY INC COM 22765Y10 163 3893 SH SHARED 3893 D CROSSTEX ENERGY INC COM 22765Y10 4 100 SH SHARED 02 100 D CROWN CASTLE INTL CORP COM 22822710 3560 213967 SH SHARED 213967 D CROWN CASTLE INTL CORP COM 22822710 2022 121556 SH SHARED 02 121556 D CROWN CASTLE INTL CORP COM 22822710 1089 65500 SH SHARED 06 65500 D CROWN CASTLE INTL CORP COM 22822710 11786 708300 SH SHARED 10 708300 D CROWN HOLDINGS INC COM 22836810 8665 630678 SH SHARED 630678 D CROWN HOLDINGS INC COM 22836810 3004 218700 SH SHARED 01 218700 D CROWN HOLDINGS INC COM 22836810 706 51437 SH SHARED 02 51437 D CROWN HOLDINGS INC COM 22836810 985 71700 SH SHARED 10 71700 D CROWN MEDIA HLDGS INC CL A 22841110 227 26442 SH SHARED 26442 D CROWN MEDIA HLDGS INC CL A 22841110 4 497 SH SHARED 02 497 D CROWN MEDIA HLDGS INC CL A 22841110 57 6700 SH SHARED 10 6700 D CRT PROPERTIES INC COM 22876P10 2753 115384 SH SHARED 115384 D CRT PROPERTIES INC COM 22876P10 110 4599 SH SHARED 01 4599 D CRT PROPERTIES INC COM 22876P10 24 1008 SH SHARED 02 1008 D CRT PROPERTIES INC COM 22876P10 1093 45900 SH SHARED 10 45900 D CRT PROPERTIES INC COM 22876P10 74104 3105800 SH SHARED 11 3105800 D CRUCELL N V SPONSORED ADR 22876910 211 15379 SH SHARED 15379 D CRYOLIFE INC COM 22890310 127 18100 SH SHARED 18100 D CRYOLIFE INC COM 22890310 21 3000 SH SHARED 01 3000 D CRYOLIFE INC COM 22890310 198 28078 SH SHARED 02 28078 D CRYPTOLOGIC INC COM 22890610 1067 42800 SH SHARED 02 42800 D CRYSTALLEX INTL CORP COM 22942F10 55 15400 SH SHARED 15400 D CRYSTALLEX INTL CORP COM 22942F10 24232 6750000 SH SHARED 01 6750000 D CTI MOLECULAR IMAGING INC COM 22943D10 1044 73629 SH SHARED 73629 D CTI MOLECULAR IMAGING INC COM 22943D10 1582 111515 SH SHARED 02 111515 D CTI MOLECULAR IMAGING INC COM 22943D10 197 13900 SH SHARED 10 13900 D CTRIP COM INTL LTD ADR 22943F10 5140 111711 SH SHARED 111211 500 D CTRIP COM INTL LTD ADR 22943F10 5223 113502 SH SHARED 10 113502 D CUBIC CORP COM 22966910 1236 49328 SH SHARED 49328 D CUBIC CORP COM 22966910 218 8700 SH SHARED 01 8700 D CUBIC CORP COM 22966910 0 27 SH SHARED 02 27 D CUBIC CORP COM 22966910 147 5900 SH SHARED 10 5900 D CUBIST PHARMACEUTICALS INC NOTE 5.500%11/0 229678AB 3 4000 PRN SHARED 4000 D CUBIST PHARMACEUTICALS INC COM 22967810 1214 102623 SH SHARED 102623 D CUBIST PHARMACEUTICALS INC COM 22967810 53 4500 SH SHARED 01 4500 D CUBIST PHARMACEUTICALS INC COM 22967810 1705 144189 SH SHARED 02 144189 D CUBIST PHARMACEUTICALS INC COM 22967810 5006 423200 SH SHARED 04 423200 D CUBIST PHARMACEUTICALS INC COM 22967810 212 18000 SH SHARED 06 18000 D CUBIST PHARMACEUTICALS INC COM 22967810 608 51457 SH SHARED 10 51457 D CULLEN FROST BANKERS INC COM 22989910 2730 56190 SH SHARED 56190 D CULLEN FROST BANKERS INC COM 22989910 935 19240 SH SHARED 01 15840 3400 D CULLEN FROST BANKERS INC COM 22989910 823 16942 SH SHARED 02 16942 D CULP INC COM 23021510 1 200 SH SHARED 200 D CULP INC COM 23021510 120 17700 SH SHARED 02 17700 D CUMBERLAND RES LTD COM 23077R10 2 1200 SH SHARED 02 1200 D CUMMINS INC COM 23102110 670 8000 SH SHARED 8000 D CUMMINS INC COM 23102110 11139 132943 SH SHARED 132943 D CUMMINS INC COM 23102110 25649 306115 SH SHARED 01 265101 41014 D CUMMINS INC COM 23102110 3865 46129 SH SHARED 02 46129 D CUMMINS INC COM 23102110 335 4000 SH SHARED 06 4000 D CUMMINS INC COM 23102110 3103 37039 SH SHARED 10 37039 D CUMULUS MEDIA INC CL A 23108210 33 2200 SH SHARED 2200 D CUMULUS MEDIA INC CL A 23108210 2616 173477 SH SHARED 173477 D CUMULUS MEDIA INC CL A 23108210 188 12500 SH SHARED 01 12500 D CUMULUS MEDIA INC CL A 23108210 4013 266179 SH SHARED 02 266179 D CUMULUS MEDIA INC CL A 23108210 294 19500 SH SHARED 10 19500 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 6416 6449000 PRN SHARED 6449000 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 398 400000 PRN SHARED 02 400000 D CURAGEN CORP COM 23126R10 1118 156156 SH SHARED 156156 D CURAGEN CORP COM 23126R10 13 1900 SH SHARED 01 1900 D CURAGEN CORP COM 23126R10 1045 145952 SH SHARED 02 145952 D CURAGEN CORP COM 23126R10 143 20000 SH SHARED 10 20000 D CURATIVE HEALTH SRVCS INC COM 23126W10 172 25141 SH SHARED 25141 D CURATIVE HEALTH SRVCS INC COM 23126W10 0 44 SH SHARED 02 44 D CURIS INC COM 23126910 556 106550 SH SHARED 106550 D CURIS INC COM 23126910 58 11189 SH SHARED 02 11189 D CURIS INC COM 23126910 117 22600 SH SHARED 10 22600 D CURON MED INC COM 23129210 987 564210 SH SHARED 02 564210 D CURTISS WRIGHT CORP COM 23156110 2424 42230 SH SHARED 42230 D CURTISS WRIGHT CORP COM 23156110 86 1500 SH SHARED 01 1500 D CURTISS WRIGHT CORP COM 23156110 5 101 SH SHARED 02 101 D CURTISS WRIGHT CORP COM 23156110 533 9300 SH SHARED 10 9300 D CURTISS WRIGHT CORP CL B 23156140 23 414 SH SHARED 01 414 D CURTISS WRIGHT CORP CL B 23156140 2 46 SH SHARED 02 46 D CYBERGUARD CORP COM 23191010 603 95861 SH SHARED 95861 D CYBERGUARD CORP COM 23191010 6 1004 SH SHARED 02 1004 D CYBERGUARD CORP COM 23191010 47 7600 SH SHARED 10 7600 D CUTTER & BUCK INC COM 23221710 114 7837 SH SHARED 02 7837 D CYBERSOURCE CORP COM 23251J10 575 80508 SH SHARED 80508 D CYBERSOURCE CORP COM 23251J10 709 99200 SH SHARED 01 99200 D CYBERSOURCE CORP COM 23251J10 42 5907 SH SHARED 02 5907 D CYBERSOURCE CORP COM 23251J10 96 13500 SH SHARED 10 13500 D CYBERONICS INC COM 23251P10 711 34315 SH SHARED 34315 D CYBERONICS INC COM 23251P10 13 650 SH SHARED 01 650 D CYBERONICS INC COM 23251P10 8142 392995 SH SHARED 02 392995 D CYBERONICS INC COM 23251P10 152 7351 SH SHARED 10 7351 D CYBEROPTICS CORP COM 23251710 195 13165 SH SHARED 13165 D CYBEROPTICS CORP COM 23251710 71 4805 SH SHR/OTHR 01 4805 D CYBEROPTICS CORP COM 23251710 4 300 SH SHARED 02 300 D CYBEROPTICS CORP COM 23251710 55 3700 SH SHARED 10 3700 D CYMER INC NOTE 3.500% 2/1 232572AE 96 97000 PRN SHARED 02 97000 D CYMER INC COM 23257210 2688 91017 SH SHARED 91017 D CYMER INC COM 23257210 165 5600 SH SHARED 01 5600 D CYMER INC COM 23257210 3588 121474 SH SHARED 02 121474 D CYMER INC COM 23257210 1571 53190 SH SHARED 10 53190 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 1060 75409 SH SHARED 75409 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 171 12200 SH SHARED 01 12200 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 19 1400 SH SHARED 02 1400 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 7669 545500 SH SHARED 04 545500 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 281 20000 SH SHARED 06 20000 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 660 47000 SH SHARED 10 47000 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 268 254500 PRN SHARED 254500 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 13032 12341000 PRN SHARED 02 12341000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 3477 296480 SH SHARED 296480 D CYPRESS SEMICONDUCTOR CORP COM 23280610 31633 2696800 SH SHARED 01 2677200 13200 6400 D CYPRESS SEMICONDUCTOR CORP COM 23280610 591 50462 SH SHARED 02 50462 D CYTOKINETICS INC COM 23282W10 175 17150 SH SHARED 17150 D CYTOKINETICS INC COM 23282W10 2 200 SH SHARED 02 200 D CYTOKINETICS INC COM 23282W10 3327 324600 SH SHARED 04 324600 D CYTOKINETICS INC COM 23282W10 256 25000 SH SHARED 06 25000 D CYTOKINETICS INC COM 23282W10 294 28750 SH SHARED 10 28750 D CYTEC INDS INC COM 23282010 77 1500 SH SHARED 1500 D CYTEC INDS INC COM 23282010 7154 139146 SH SHARED 139146 D CYTEC INDS INC COM 23282010 617 12010 SH SHARED 01 11968 42 D CYTEC INDS INC COM 23282010 572 11134 SH SHARED 02 11134 D CYTEC INDS INC COM 23282010 853 16600 SH SHARED 10 16600 D CYTOGEN CORP COM NEW 23282430 564 48986 SH SHARED 48986 D CYTOGEN CORP COM NEW 23282430 9 800 SH SHARED 02 800 D CYTOGEN CORP COM NEW 23282430 86 7500 SH SHARED 10 7500 D D & E COMMUNICATIONS INC COM 23286010 272 22638 SH SHARED 22638 D D & E COMMUNICATIONS INC COM 23286010 36 3009 SH SHARED 02 3009 D D & E COMMUNICATIONS INC COM 23286010 60 5000 SH SHARED 10 5000 D D & K HEALTHCARE RES INC COM 23286110 599 74626 SH SHARED 74626 D D & K HEALTHCARE RES INC COM 23286110 87 10913 SH SHARED 02 10913 D CYTYC CORP COM 23294610 5151 186857 SH SHARED 186857 D CYTYC CORP COM 23294610 4939 179148 SH SHARED 01 166648 12300 200 D CYTYC CORP COM 23294610 5385 195328 SH SHARED 02 195228 100 D DDI CORP COM PAR $ .001 23316230 3397 1068343 SH SHARED 1068343 D DDI CORP COM PAR $ .001 23316230 0 100 SH SHARED 02 100 D DDI CORP COM PAR $ .001 23316230 27 8700 SH SHARED 10 8700 D DHB INDS INC COM 23321E10 4671 245376 SH SHARED 245376 D DHB INDS INC COM 23321E10 114 6000 SH SHARED 01 6000 D DHB INDS INC COM 23321E10 2426 127422 SH SHARED 02 127422 D DHB INDS INC COM 23321E10 154 8100 SH SHARED 10 8100 D DJ ORTHOPEDICS INC COM 23325G10 1031 48136 SH SHARED 48136 D DJ ORTHOPEDICS INC COM 23325G10 14 700 SH SHARED 02 700 D DJ ORTHOPEDICS INC COM 23325G10 132 6200 SH SHARED 10 6200 D DNP SELECT INCOME FD COM 23325P10 433 36400 SH SHARED 36400 D DNP SELECT INCOME FD COM 23325P10 154 13000 SH SHARED 01 6500 6500 D DPL INC COM 23329310 3897 155200 SH SHARED 155200 D DPL INC COM 23329310 934 37212 SH SHARED 01 37212 D DPL INC COM 23329310 61 2450 SH SHR/OTHR 01 2450 D DPL INC COM 23329310 1097 43707 SH SHARED 02 43707 D DRS TECHNOLOGIES INC COM 23330X10 2749 64372 SH SHARED 64372 D DRS TECHNOLOGIES INC COM 23330X10 3190 74700 SH SHARED 01 74700 D DRS TECHNOLOGIES INC COM 23330X10 25 603 SH SHARED 02 603 D DRS TECHNOLOGIES INC COM 23330X10 903 21151 SH SHARED 10 21151 D D R HORTON INC COM 23331A10 286 7100 SH SHARED 7100 D D R HORTON INC COM 23331A10 13510 335161 SH SHARED 335161 D D R HORTON INC COM 23331A10 2686 66647 SH SHARED 01 66647 D D R HORTON INC COM 23331A10 6931 171958 SH SHARED 02 171958 D D R HORTON INC COM 23331A10 96 2400 SH SHARED 06 2400 D D R HORTON INC COM 23331A10 2100 52100 SH SHARED 10 52100 D DSP GROUP INC COM 23332B10 1665 74570 SH SHARED 74570 D DSP GROUP INC COM 23332B10 32 1440 SH SHARED 01 1440 D DSP GROUP INC COM 23332B10 851 38135 SH SHARED 02 38135 D DSP GROUP INC COM 23332B10 276 12400 SH SHARED 10 12400 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 70308 54000000 PRN SHARED 54000000 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 10466 8039000 PRN SHARED 02 8039000 D DST SYS INC DEL COM 23332610 3864 74149 SH SHARED 74149 D DST SYS INC DEL COM 23332610 1256 24100 SH SHARED 01 24100 D DST SYS INC DEL COM 23332610 2143 41130 SH SHARED 02 41130 D DST SYS INC DEL COM 23332610 49 950 SH SHARED 06 950 D DST SYS INC DEL COM 23332610 1104 21200 SH SHARED 10 21200 D DTE ENERGY CO COM 23333110 228 5300 SH SHARED 5300 D DTE ENERGY CO COM 23333110 26491 614221 SH SHARED 614221 D DTE ENERGY CO COM 23333110 3844 89129 SH SHARED 01 38250 50879 D DTE ENERGY CO COM 23333110 15 359 SH SHR/OTHR 01 359 D DTE ENERGY CO COM 23333110 4886 113292 SH SHARED 02 113292 D DTE ENERGY CO COM 23333110 8 200 SH SHARED 05 200 D DTE ENERGY CO COM 23333110 88 2050 SH SHARED 06 2050 D DTE ENERGY CO COM 23333110 7699 178525 SH SHARED 10 178525 D DADE BEHRING HLDGS INC COM 23342J20 6026 107614 SH SHARED 107614 D DADE BEHRING HLDGS INC COM 23342J20 2206 39400 SH SHARED 01 38900 500 D DADE BEHRING HLDGS INC COM 23342J20 3096 55288 SH SHARED 02 55288 D DADE BEHRING HLDGS INC COM 23342J20 720 12860 SH SHARED 10 12860 D DAG MEDIA INC COM 23372910 33 9396 SH SHARED 02 9396 D DAKTRONICS INC COM 23426410 758 30474 SH SHARED 30474 D DAKTRONICS INC COM 23426410 34 1400 SH SHARED 01 400 1000 D DAKTRONICS INC COM 23426410 661 26595 SH SHARED 02 26595 D DAKTRONICS INC COM 23426410 164 6600 SH SHARED 10 6600 D DANA CORP COM 23581110 7633 440490 SH SHARED 440490 D DANA CORP COM 23581110 69 4001 SH SHARED 01 4001 D DANA CORP COM 23581110 1201 69357 SH SHARED 02 69357 D DANA CORP COM 23581110 2098 121105 SH SHARED 10 121105 D DANAHER CORP DEL COM 23585110 47132 820977 SH SHARED 820977 D DANAHER CORP DEL COM 23585110 5056 88085 SH SHARED 01 81635 6450 D DANAHER CORP DEL COM 23585110 45 800 SH SHR/OTHR 01 800 D DANAHER CORP DEL COM 23585110 7570 131863 SH SHARED 02 131863 D DANAHER CORP DEL COM 23585110 275 4800 SH SHARED 06 4800 D DANAHER CORP DEL COM 23585110 17701 308340 SH SHARED 10 308340 D DANIELSON HLDG CORP COM 23627410 883 104570 SH SHARED 104570 D DANIELSON HLDG CORP COM 23627410 55 6600 SH SHARED 01 6600 D DANIELSON HLDG CORP COM 23627410 3067 363076 SH SHARED 02 363076 D DANIELSON HLDG CORP COM 23627410 135 16000 SH SHARED 10 16000 D DANKA BUSINESS SYS PLC SPONSORED ADR 23627710 0 100 SH SHARED 02 100 D DARDEN RESTAURANTS INC COM 23719410 818 29500 SH SHARED 29500 D DARDEN RESTAURANTS INC COM 23719410 28223 1017436 SH SHARED 1017436 D DARDEN RESTAURANTS INC COM 23719410 4958 178750 SH SHARED 01 178750 D DARDEN RESTAURANTS INC COM 23719410 282 10200 SH SHR/OTHR 01 7200 3000 D DARDEN RESTAURANTS INC COM 23719410 4129 148847 SH SHARED 02 148847 D DARDEN RESTAURANTS INC COM 23719410 41 1500 SH SHARED 06 1500 D DARDEN RESTAURANTS INC COM 23719410 4370 157568 SH SHARED 10 157568 D DARLING INTL INC COM 23726610 1098 252058 SH SHARED 252058 D DARLING INTL INC COM 23726610 2219 509003 SH SHARED 02 509003 D DARLING INTL INC COM 23726610 124 28500 SH SHARED 10 28500 D DASSAULT SYS S A SPONSORED ADR 23754510 673 13349 SH SHARED 13349 D DASSAULT SYS S A SPONSORED ADR 23754510 42 839 SH SHARED 01 839 D DATAMIRROR CORP COM 23792610 0 80 SH SHARED 02 80 D DATARAM CORP COM PAR $1 23810820 7 1200 SH SHARED 1200 D DATASCOPE CORP COM 23811310 1359 34250 SH SHARED 34250 D DATASCOPE CORP COM 23811310 83 2100 SH SHARED 01 2100 D DATASCOPE CORP COM 23811310 0 3 SH SHARED 02 3 D DATASCOPE CORP COM 23811310 162 4106 SH SHARED 10 4106 D DATASTREAM SYS INC COM 23812410 1 159 SH SHARED 02 159 D DAVE & BUSTERS INC COM 23833N10 450 22291 SH SHARED 22291 D DAVE & BUSTERS INC COM 23833N10 1165 57700 SH SHARED 01 57700 D DAVE & BUSTERS INC COM 23833N10 339 16802 SH SHARED 02 16802 D DAVE & BUSTERS INC COM 23833N10 115 5700 SH SHARED 10 5700 D DAVITA INC COM 23918K10 450 11400 SH SHARED 11400 D DAVITA INC COM 23918K10 3427 86705 SH SHARED 83705 3000 D DAVITA INC COM 23918K10 23 600 SH SHARED 01 600 D DAVITA INC COM 23918K10 482 12194 SH SHARED 02 12194 D DAVITA INC COM 23918K10 197 5000 SH SHARED 06 5000 D DAWSON GEOPHYSICAL CO COM 23935910 91 4192 SH SHARED 4192 D DAWSON GEOPHYSICAL CO COM 23935910 77 3571 SH SHARED 02 3571 D DEAN FOODS CO NEW COM 24237010 8037 243923 SH SHARED 224700 19223 D DEAN FOODS CO NEW COM 24237010 36041 1093814 SH SHARED 01 783364 224400 86050 D DEAN FOODS CO NEW COM 24237010 6 200 SH SHR/OTHR 01 200 D DEAN FOODS CO NEW COM 24237010 1701 51628 SH SHARED 02 51628 D DEAN FOODS CO NEW COM 24237010 1907 57900 SH SHARED 03 57900 D DEAN FOODS CO NEW COM 24237010 12296 373200 SH SHARED 05 228040 145160 D DEAN FOODS CO NEW COM 24237010 49 1500 SH SHARED 06 1500 D DEAN FOODS CO NEW COM 24237010 3925 119120 SH SHARED 10 119120 D DEB SHOPS INC COM 24272810 238 9520 SH SHARED 9520 D DEB SHOPS INC COM 24272810 47 1890 SH SHARED 01 1890 D DEB SHOPS INC COM 24272810 0 1 SH SHARED 02 1 D DEB SHOPS INC COM 24272810 30 1200 SH SHARED 10 1200 D DEBT STRATEGIES FD INC NEW COM 24276Q10 87 12435 SH SHARED 12435 D DEBT STRATEGIES FD INC NEW COM 24276Q10 2 365 SH SHARED 02 365 D DECKERS OUTDOOR CORP COM 24353710 1057 22499 SH SHARED 22499 D DECKERS OUTDOOR CORP COM 24353710 23 500 SH SHARED 02 500 D DECKERS OUTDOOR CORP COM 24353710 197 4200 SH SHARED 10 4200 D DECODE GENETICS INC COM 24358610 795 101816 SH SHARED 101816 D DECODE GENETICS INC COM 24358610 908 116300 SH SHARED 01 116300 D DECODE GENETICS INC COM 24358610 20 2640 SH SHARED 02 2640 D DECODE GENETICS INC COM 24358610 673 86200 SH SHARED 10 86200 D DECOMA INTERNATIONAL INC CL A SUB VTG 24359C10 86 7331 SH SHARED 02 7331 D DECS TR IX DECS EXCH LABR 24366R20 4 500 SH SHARED 02 500 D DEERE & CO COM 24419910 83397 1120930 SH SHARED 1105555 15375 D DEERE & CO COM 24419910 87666 1178319 SH SHARED 01 90445 835800 252074 D DEERE & CO COM 24419910 1138 15306 SH SHR/OTHR 01 5685 9621 D DEERE & CO COM 24419910 11288 151727 SH SHARED 02 151727 D DEERE & CO COM 24419910 4761 64000 SH SHARED 04 64000 D DEERE & CO COM 24419910 9559 128483 SH SHARED 05 104873 23610 D DEERE & CO COM 24419910 4385 58950 SH SHARED 06 58950 D DEERE & CO COM 24419910 687 9247 SH SHARED 07 9247 D DEERE & CO COM 24419910 2120 28500 SH SHARED 09 28500 D DEERE & CO COM 24419910 19389 260606 SH SHARED 10 260606 D DEL LABS INC COM 24509110 301 8678 SH SHARED 8678 D DEL LABS INC COM 24509110 14 412 SH SHARED 02 412 D DEL LABS INC COM 24509110 63 1840 SH SHARED 10 1840 D DEL MONTE FOODS CO COM 24522P10 2599 235896 SH SHARED 235450 446 D DEL MONTE FOODS CO COM 24522P10 338 30717 SH SHARED 01 11742 18975 D DEL MONTE FOODS CO COM 24522P10 175 15955 SH SHR/OTHR 01 4352 11603 D DEL MONTE FOODS CO COM 24522P10 959 87050 SH SHARED 02 87050 D DEL MONTE FOODS CO COM 24522P10 192 17500 SH SHARED 10 17500 D DE RIGO S P A SPONSORED ADR 24533410 1214 157700 SH SHARED 10 157700 D DELAWARE INVTS DIV & INCOME COM 24591510 302 24936 SH SHARED 01 24936 D DELAWARE INV GLBL DIV & INC COM 24591610 271 21575 SH SHARED 01 21575 D DELL INC COM 24702R10 651902 15469914 SH SHARED 15259752 210162 D DELL INC COM 24702R10 191596 4546668 SH SHARED 01 1776665 2462934 307069 D DELL INC COM 24702R10 1359 32250 SH SHR/OTHR 01 20450 11800 D DELL INC COM 24702R10 81990 1945675 SH SHARED 02 1945675 D DELL INC COM 24702R10 73795 1751200 SH SHARED 04 1751200 D DELL INC COM 24702R10 15315 363455 SH SHARED 05 247704 115751 D DELL INC COM 24702R10 5041 119642 SH SHARED 06 119642 D DELL INC COM 24702R10 963 22861 SH SHARED 07 22861 D DELL INC COM 24702R10 2351 55800 SH SHARED 09 55800 D DELL INC COM 24702R10 131286 3115478 SH SHARED 10 3115478 D DELPHI CORP COM 24712610 152 16900 SH SHARED 16900 D DELPHI CORP COM 24712610 38448 4262586 SH SHARED 4249086 13500 D DELPHI CORP COM 24712610 1108 122874 SH SHARED 01 122373 501 D DELPHI CORP COM 24712610 132 14641 SH SHR/OTHR 01 6690 7951 D DELPHI CORP COM 24712610 8993 997116 SH SHARED 02 997116 D DELPHI CORP COM 24712610 3 419 SH SHARED 05 419 D DELPHI CORP COM 24712610 398 44200 SH SHARED 06 44200 D DELPHI CORP COM 24712610 4939 547599 SH SHARED 10 547599 D DELPHI FINL GROUP INC CL A 24713110 2279 49388 SH SHARED 49388 D DELPHI FINL GROUP INC CL A 24713110 50 1095 SH SHARED 01 1095 D DELPHI FINL GROUP INC CL A 24713110 21 460 SH SHARED 02 460 D DELPHI FINL GROUP INC CL A 24713110 487 10554 SH SHARED 10 10554 D DELTA & PINE LD CO COM 24735710 1950 71503 SH SHARED 71503 D DELTA & PINE LD CO COM 24735710 29 1066 SH SHARED 01 1066 D DELTA & PINE LD CO COM 24735710 554 20332 SH SHARED 02 20332 D DELTA & PINE LD CO COM 24735710 391 14368 SH SHARED 10 14368 D DELTA AIR LINES INC DEL NOTE 8.000% 6/0 247361YP 2632 4000000 PRN SHARED 4000000 D DELTA AIR LINES INC DEL NOTE 8.000% 6/0 247361YP 1181 1795000 PRN SHARED 02 1795000 D DELTA AIR LINES INC DEL COM 24736110 124 16600 SH SHARED 16600 D DELTA AIR LINES INC DEL COM 24736110 8698 1162951 SH SHARED 1152251 10700 D DELTA AIR LINES INC DEL COM 24736110 17 2301 SH SHARED 01 2301 D DELTA AIR LINES INC DEL COM 24736110 1642 219550 SH SHARED 02 219550 D DELTA AIR LINES INC DEL COM 24736110 44 6000 SH SHARED 06 6000 D DELTA AIR LINES INC DEL COM 24736110 1083 144789 SH SHARED 10 144789 D DELTA APPAREL INC COM 24736810 75 3100 SH SHARED 02 3100 D DELTA GALIL INDS LTD SPONSORED ADR 24763710 3 300 SH SHARED 02 300 D DELTATHREE INC COM 24783N10 165 49708 SH SHARED 49708 D DELTATHREE INC COM 24783N10 27 8163 SH SHARED 02 8163 D DELTIC TIMBER CORP COM 24785010 845 19908 SH SHARED 19908 D DELTIC TIMBER CORP COM 24785010 1543 36368 SH SHARED 01 17797 18571 D DELTIC TIMBER CORP COM 24785010 2228 52499 SH SHR/OTHR 01 52499 D DELTIC TIMBER CORP COM 24785010 2 63 SH SHARED 02 63 D DELTIC TIMBER CORP COM 24785010 318 7500 SH SHARED 10 7500 D DELTA PETE CORP COM NEW 24790720 536 34200 SH SHARED 34200 D DELTA PETE CORP COM NEW 24790720 214 13700 SH SHARED 01 13700 D DELTA PETE CORP COM NEW 24790720 805 51400 SH SHARED 02 51400 D DELTA PETE CORP COM NEW 24790720 145 9300 SH SHARED 10 9300 D DENBURY RES INC COM NEW 24791620 3142 114490 SH SHARED 114490 D DENBURY RES INC COM NEW 24791620 4268 155500 SH SHARED 01 155500 D DENBURY RES INC COM NEW 24791620 199 7277 SH SHARED 02 7277 D DENBURY RES INC COM NEW 24791620 889 32400 SH SHARED 10 32400 D DELTA FINANCIAL CORP COM 24791810 277 26969 SH SHARED 26969 D DELTA FINANCIAL CORP COM 24791810 54 5300 SH SHR/OTHR 01 5300 D DELTA FINANCIAL CORP COM 24791810 16 1600 SH SHARED 02 1600 D DELUXE CORP COM 24801910 141 3800 SH SHARED 3800 D DELUXE CORP COM 24801910 26495 709762 SH SHARED 709762 D DELUXE CORP COM 24801910 4761 127555 SH SHARED 01 97302 30253 D DELUXE CORP COM 24801910 7 200 SH SHR/OTHR 01 200 D DELUXE CORP COM 24801910 9195 246341 SH SHARED 02 246341 D DENDREON CORP COM 24823Q10 1487 138020 SH SHARED 138020 D DENDREON CORP COM 24823Q10 136 12700 SH SHARED 01 12700 D DENDREON CORP COM 24823Q10 368 34168 SH SHARED 02 34168 D DENDREON CORP COM 24823Q10 236 21900 SH SHARED 10 21900 D DENDRITE INTL INC COM 24823910 1451 74808 SH SHARED 74808 D DENDRITE INTL INC COM 24823910 1264 65205 SH SHARED 02 65205 D DENDRITE INTL INC COM 24823910 272 14024 SH SHARED 10 14024 D DENTSPLY INTL INC NEW COM 24903010 73 1300 SH SHARED 1300 D DENTSPLY INTL INC NEW COM 24903010 18618 331292 SH SHARED 331292 D DENTSPLY INTL INC NEW COM 24903010 5501 97900 SH SHARED 01 97900 D DENTSPLY INTL INC NEW COM 24903010 1569 27933 SH SHARED 02 27933 D DENTSPLY INTL INC NEW COM 24903010 81 1455 SH SHARED 10 1455 D DEPARTMENT 56 INC COM 24950910 408 24532 SH SHARED 24532 D DEPARTMENT 56 INC COM 24950910 353 21258 SH SHARED 02 21258 D DEPARTMENT 56 INC COM 24950910 81 4900 SH SHARED 10 4900 D DESCARTES SYS GROUP INC COM 24990610 206 103400 SH SHARED 103400 D DEPOMED INC COM 24990810 3241 600247 SH SHARED 600247 D DEPOMED INC COM 24990810 5070 938982 SH SHARED 02 938982 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 295 12500 SH SHR/OTHR 01 12500 D DESERT SUN MNG CORP COM 25043V10 3630 2200000 SH SHARED 01 2200000 D DESIGN WITHIN REACH INC COM 25055710 113 7811 SH SHARED 7811 D DESIGN WITHIN REACH INC COM 25055710 3313 227700 SH SHARED 01 227700 D DESIGN WITHIN REACH INC COM 25055710 464 31900 SH SHARED 05 31900 D DESIGN WITHIN REACH INC COM 25055710 464 31900 SH SHARED 10 31900 D DESWELL INDS INC COM 25063910 260 10535 SH SHARED 02 10535 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 38018 1676321 SH SHARED 1676321 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 356 15717 SH SHARED 01 15717 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 131 5800 SH SHARED 02 5800 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 13113 295559 SH SHARED 295559 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1229 27700 SH SHARED 01 27700 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1608 36244 SH SHARED 02 36244 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 7094 159900 SH SHARED 11 159900 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 7 7000 PRN SHARED 7000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 85 79000 PRN SHARED 01 79000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 46 43000 PRN SHR/OTHR 01 23000 20000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 1571 1455000 PRN SHARED 02 1455000 D DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB 1431 1338000 PRN SHARED 1338000 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 14891 26592000 PRN SHARED 26592000 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 9250 16519000 PRN SHARED 02 16519000 D DEVON ENERGY CORP NEW COM 25179M10 68100 1749747 SH SHARED 1738471 11276 D DEVON ENERGY CORP NEW COM 25179M10 144258 3706530 SH SHARED 01 1481100 1913100 312330 D DEVON ENERGY CORP NEW COM 25179M10 210 5400 SH SHR/OTHR 01 5400 D DEVON ENERGY CORP NEW COM 25179M10 45264 1163008 SH SHARED 02 1163008 D DEVON ENERGY CORP NEW COM 25179M10 13112 336900 SH SHARED 03 336900 D DEVON ENERGY CORP NEW COM 25179M10 7589 195000 SH SHARED 04 195000 D DEVON ENERGY CORP NEW COM 25179M10 8367 215000 SH SHARED 05 206000 9000 D DEVON ENERGY CORP NEW COM 25179M10 6810 174992 SH SHARED 06 174992 D DEVON ENERGY CORP NEW COM 25179M10 529 13600 SH SHARED 07 13600 D DEVON ENERGY CORP NEW COM 25179M10 1338 34400 SH SHARED 09 34400 D DEVON ENERGY CORP NEW COM 25179M10 127418 3273853 SH SHARED 10 3273853 D DEVRY INC DEL COM 25189310 2880 165933 SH SHARED 165933 D DEVRY INC DEL COM 25189310 423 24400 SH SHARED 01 24400 D DEVRY INC DEL COM 25189310 1811 104356 SH SHARED 02 104356 D DEX MEDIA INC COM 25212E10 132 5300 SH SHARED 02 5300 D DEX MEDIA INC COM 25212E10 2496 100000 SH SHARED 04 100000 D DEX MEDIA INC COM 25212E10 27 1090 SH SHARED 05 1090 D DEX MEDIA INC COM 25212E10 9360 375000 SH SHARED 10 375000 D DIAGEO P L C SPON ADR NEW 25243Q20 2342 40469 SH SHARED 40469 D DIAGEO P L C SPON ADR NEW 25243Q20 7 125 SH SHARED 01 125 D DIAGEO P L C SPON ADR NEW 25243Q20 4821 83300 SH SHARED 10 83300 D DIAGNOSTIC PRODS CORP COM 25245010 2594 47130 SH SHARED 47130 D DIAGNOSTIC PRODS CORP COM 25245010 176 3200 SH SHARED 01 3200 D DIAGNOSTIC PRODS CORP COM 25245010 70 1284 SH SHARED 02 1284 D DIAGNOSTIC PRODS CORP COM 25245010 467 8500 SH SHARED 10 8500 D DIALOG SEMICONDUCTOR PLC SPONSORED ADR 25250P10 1 465 SH SHARED 02 465 D DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC 27619 47052000 PRN SHARED 47052000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 34491 32539000 PRN SHARED 32539000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 3387 3196000 PRN SHARED 02 3196000 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 96 2400 SH SHARED 2400 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 4325 108000 SH SHARED 01 108000 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1128 28182 SH SHARED 02 28182 D DIAMONDCLUSTER INTL INC COM 25278P10 809 56493 SH SHARED 56493 D DIAMONDCLUSTER INTL INC COM 25278P10 577 40300 SH SHARED 01 40100 200 D DIAMONDCLUSTER INTL INC COM 25278P10 180 12619 SH SHARED 02 12619 D DIAMONDCLUSTER INTL INC COM 25278P10 243 17000 SH SHARED 10 17000 D DIAMONDS TR UNIT SER 1 25278710 60548 563190 SH SHARED 562705 485 D DIAMONDS TR UNIT SER 1 25278710 356 3312 SH SHARED 01 900 2412 D DIAMONDS TR UNIT SER 1 25278710 7298 67887 SH SHARED 02 67887 D DIAMONDS TR UNIT SER 1 25278710 645 6000 SH SHARED 04 6000 D DIAMONDS TR UNIT SER 1 25278710 205 1915 SH SHARED 10 1915 D DICKS SPORTING GOODS INC COM 25339310 3689 104959 SH SHARED 104959 D DICKS SPORTING GOODS INC COM 25339310 3033 86300 SH SHARED 01 86300 D DICKS SPORTING GOODS INC COM 25339310 66 1898 SH SHARED 02 1898 D DICKS SPORTING GOODS INC COM 25339310 1261 35900 SH SHARED 10 35900 D DIEBOLD INC COM 25365110 122 2200 SH SHARED 2200 D DIEBOLD INC COM 25365110 3962 71106 SH SHARED 71106 D DIEBOLD INC COM 25365110 9048 162355 SH SHARED 01 160530 1825 D DIEBOLD INC COM 25365110 122 2198 SH SHR/OTHR 01 2198 D DIEBOLD INC COM 25365110 1458 26163 SH SHARED 02 26163 D DIEBOLD INC COM 25365110 178 3200 SH SHARED 10 3200 D DIGENE CORP COM 25375210 846 32356 SH SHARED 32356 D DIGENE CORP COM 25375210 303 11600 SH SHARED 01 11600 D DIGENE CORP COM 25375210 995 38078 SH SHARED 02 38078 D DIGENE CORP COM 25375210 169 6500 SH SHARED 10 6500 D DIGI INTL INC COM 25379810 829 48255 SH SHARED 48255 D DIGI INTL INC COM 25379810 1780 103600 SH SHARED 01 103600 D DIGI INTL INC COM 25379810 134 7850 SH SHARED 02 7850 D DIGI INTL INC COM 25379810 299 17400 SH SHARED 10 17400 D DIGIMARC CORP COM 25380710 262 28205 SH SHARED 28205 D DIGIMARC CORP COM 25380710 509 54700 SH SHARED 01 54700 D DIGIMARC CORP COM 25380710 0 103 SH SHARED 02 103 D DIGIMARC CORP COM 25380710 54 5841 SH SHARED 10 5841 D DIGIRAD CORP COM 25382710 148 16822 SH SHARED 02 16822 D DIGIRAD CORP COM 25382710 6476 731800 SH SHARED 04 731800 D DIGITAL ANGEL CORP COM 25383010 268 34749 SH SHARED 34749 D DIGITAL ANGEL CORP COM 25383010 40 5300 SH SHARED 02 5300 D DIGITAL IMPACT INC DEL COM 25385G10 0 600 SH SHARED 600 D DIGITAL INSIGHT CORP COM 25385P10 1590 86429 SH SHARED 86429 D DIGITAL INSIGHT CORP COM 25385P10 1319 71700 SH SHARED 01 71700 D DIGITAL INSIGHT CORP COM 25385P10 37 2029 SH SHARED 02 2029 D DIGITAL INSIGHT CORP COM 25385P10 368 20000 SH SHARED 04 20000 D DIGITAL INSIGHT CORP COM 25385P10 285 15522 SH SHARED 10 15522 D DIGITAL LIGHTWAVE INC COM 25385510 50 38400 SH SHARED 38400 D DIGITAL RLTY TR INC COM 25386810 4868 361400 SH SHARED 361400 D DIGITAL RLTY TR INC COM 25386810 53 4000 SH SHARED 10 4000 D DIGITAL RLTY TR INC COM 25386810 16337 1212900 SH SHARED 11 1212900 D DIGITAL RIV INC COM 25388B10 2581 62029 SH SHARED 62029 D DIGITAL RIV INC COM 25388B10 3848 92500 SH SHARED 01 92500 D DIGITAL RIV INC COM 25388B10 87 2104 SH SHARED 02 2104 D DIGITAL RIV INC COM 25388B10 2496 60000 SH SHARED 04 60000 D DIGITAL RIV INC COM 25388B10 1714 41200 SH SHARED 10 41200 D DIGITAS INC COM 25388K10 1603 167955 SH SHARED 167955 D DIGITAS INC COM 25388K10 2177 228000 SH SHARED 01 228000 D DIGITAS INC COM 25388K10 377 39480 SH SHARED 02 39480 D DIGITAS INC COM 25388K10 305 32000 SH SHARED 05 32000 D DIGITAS INC COM 25388K10 599 62800 SH SHARED 10 62800 D DIGITAL THEATER SYS INC COM 25389G10 752 37394 SH SHARED 37394 D DIGITAL THEATER SYS INC COM 25389G10 177 8835 SH SHARED 02 8835 D DIGITAL THEATER SYS INC COM 25389G10 150 7500 SH SHARED 10 7500 D DIGITAL GENERATION SYS INC COM 25392110 6 5000 SH SHARED 5000 D DIGITAL GENERATION SYS INC COM 25392110 0 52 SH SHARED 02 52 D DIME CMNTY BANCSHARES COM 25392210 1006 56200 SH SHARED 56200 D DIME CMNTY BANCSHARES COM 25392210 370 20697 SH SHARED 01 20697 D DIME CMNTY BANCSHARES COM 25392210 12 675 SH SHR/OTHR 01 675 D DIME CMNTY BANCSHARES COM 25392210 366 20482 SH SHARED 02 20482 D DIME CMNTY BANCSHARES COM 25392210 572 31969 SH SHARED 10 31969 D DILLARDS INC CL A 25406710 5879 218783 SH SHARED 218783 D DILLARDS INC CL A 25406710 204 7601 SH SHARED 01 7601 D DILLARDS INC CL A 25406710 53509 1991417 SH SHARED 02 1991417 D DILLARDS INC CL A 25406710 1911 71128 SH SHARED 10 71128 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 4 22639 SH SHARED 01 21939 700 D DIMON INC COM 25439410 10641 1583535 SH SHARED 1583535 D DIMON INC COM 25439410 2 329 SH SHARED 02 329 D DIMON INC COM 25439410 98 14700 SH SHARED 10 14700 D DIODES INC COM 25454310 592 26191 SH SHARED 26191 D DIODES INC COM 25454310 2459 108700 SH SHARED 01 108700 D DIODES INC COM 25454310 1562 69054 SH SHARED 02 69054 D DIODES INC COM 25454310 1364 60300 SH SHARED 10 60300 D DIONEX CORP COM 25454610 1918 33859 SH SHARED 33859 D DIONEX CORP COM 25454610 1022 18040 SH SHARED 01 18040 D DIONEX CORP COM 25454610 79 1405 SH SHARED 02 1405 D DIONEX CORP COM 25454610 456 8060 SH SHARED 10 8060 D DIRECT GEN CORP COM 25456W20 1790 55783 SH SHARED 55783 D DIRECT GEN CORP COM 25456W20 54 1700 SH SHARED 02 1700 D DIRECT GEN CORP COM 25456W20 243 7600 SH SHARED 10 7600 D DIRECTV GROUP INC COM 25459L10 3662 218792 SH SHARED 210313 8479 D DIRECTV GROUP INC COM 25459L10 477 28506 SH SHARED 01 25086 3420 D DIRECTV GROUP INC COM 25459L10 51 3071 SH SHR/OTHR 01 2944 127 D DIRECTV GROUP INC COM 25459L10 1875 112034 SH SHARED 02 112034 D DIRECTV GROUP INC COM 25459L10 7 475 SH SHARED 05 475 D DIRECTV GROUP INC COM 25459L10 651 38930 SH SHARED 06 38930 D DIRECTV GROUP INC COM 25459L10 2737 163511 SH SHARED 10 163511 D DISCOVERY LABORATORIES INC N COM 25466810 726 91647 SH SHARED 91647 D DISCOVERY LABORATORIES INC N COM 25466810 2015 254200 SH SHARED 01 234200 20000 D DISCOVERY LABORATORIES INC N COM 25466810 1118 141071 SH SHARED 02 141071 D DISCOVERY LABORATORIES INC N COM 25466810 163 20600 SH SHARED 10 20600 D DISCOVERY PARTNERS INTL INC COM 25467510 26 5600 SH SHARED 02 5600 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 5117 4602500 PRN SHARED 4602500 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 12454 11200000 PRN SHARED 02 11200000 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 2780 2500000 PRN SHARED 06 2500000 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 667 600000 PRN SHARED 10 600000 D DISNEY WALT CO COM DISNEY 25468710 224464 8074257 SH SHARED 7999162 75095 D DISNEY WALT CO COM DISNEY 25468710 57848 2080868 SH SHARED 01 1763409 317459 D DISNEY WALT CO COM DISNEY 25468710 10160 365474 SH SHR/OTHR 01 131414 234060 D DISNEY WALT CO COM DISNEY 25468710 51162 1840392 SH SHARED 02 1840392 D DISNEY WALT CO COM DISNEY 25468710 219489 7895300 SH SHARED 04 7895300 D DISNEY WALT CO COM DISNEY 25468710 884 31800 SH SHARED 05 31800 D DISNEY WALT CO COM DISNEY 25468710 8180 294260 SH SHARED 06 294260 D DISNEY WALT CO COM DISNEY 25468710 68142 2451163 SH SHARED 10 2451163 D DISTRIBUTED ENERGY SYS CORP COM 25475V10 0 2 SH SHARED 2 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 2760 152487 SH SHARED 152487 D DITECH COMMUNICATIONS CORP COM 25500M10 819 54803 SH SHARED 54803 D DITECH COMMUNICATIONS CORP COM 25500M10 2547 170400 SH SHARED 01 170400 D DITECH COMMUNICATIONS CORP COM 25500M10 2889 193266 SH SHARED 02 193266 D DITECH COMMUNICATIONS CORP COM 25500M10 971 65000 SH SHARED 10 65000 D DIVERSA CORP COM 25506410 432 49495 SH SHARED 49495 D DIVERSA CORP COM 25506410 248 28416 SH SHARED 02 28416 D DIVERSA CORP COM 25506410 75 8600 SH SHARED 10 8600 D DIXIE GROUP INC CL A 25551910 133 7953 SH SHARED 7953 D DIXIE GROUP INC CL A 25551910 201 11982 SH SHARED 02 11982 D DIXON TICONDEROGA CO COM 25586010 96 13900 SH SHARED 02 13900 D DOCUCORP INTL INC COM 25591110 22 2341 SH SHARED 2341 D DOCUCORP INTL INC COM 25591110 37 3900 SH SHARED 01 3900 D DOBSON COMMUNICATIONS CORP CL A 25606910 350 203767 SH SHARED 203767 D DOBSON COMMUNICATIONS CORP CL A 25606910 195 113873 SH SHARED 02 113873 D DOBSON COMMUNICATIONS CORP CL A 25606910 69 40600 SH SHARED 10 40600 D DR REDDYS LABS LTD ADR 25613520 6875 346724 SH SHARED 346724 D DR REDDYS LABS LTD ADR 25613520 1 100 SH SHARED 02 100 D DR REDDYS LABS LTD ADR 25613520 2722 137300 SH SHARED 04 137300 D DR REDDYS LABS LTD ADR 25613520 1983 100000 SH SHARED 06 100000 D DR REDDYS LABS LTD ADR 25613520 1721 86800 SH SHARED 10 86800 D DOCUMENT SCIENCES CORP COM 25614R10 27 5566 SH SHARED 01 5566 D DOCUMENT SCIENCES CORP COM 25614R10 187 38393 SH SHARED 02 38393 D DOLLAR GEN CORP COM 25666910 20991 1010685 SH SHARED 1010685 D DOLLAR GEN CORP COM 25666910 40180 1934568 SH SHARED 01 126603 1701300 106665 D DOLLAR GEN CORP COM 25666910 2506 120702 SH SHARED 02 120702 D DOLLAR GEN CORP COM 25666910 44593 2147000 SH SHARED 04 2147000 D DOLLAR GEN CORP COM 25666910 4785 230400 SH SHARED 05 215800 14600 D DOLLAR GEN CORP COM 25666910 3409 164165 SH SHARED 06 164165 D DOLLAR GEN CORP COM 25666910 452 21800 SH SHARED 07 21800 D DOLLAR GEN CORP COM 25666910 1111 53500 SH SHARED 09 53500 D DOLLAR GEN CORP COM 25666910 10320 496917 SH SHARED 10 496917 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 2306 76363 SH SHARED 76363 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 2068 68500 SH SHARED 01 68500 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 18 606 SH SHARED 02 606 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 311 10300 SH SHARED 10 10300 D DOLLAR TREE STORES INC COM 25674710 14382 499920 SH SHARED 499920 D DOLLAR TREE STORES INC COM 25674710 864 30037 SH SHARED 01 30037 D DOLLAR TREE STORES INC COM 25674710 1245 43293 SH SHARED 02 43293 D DOLLAR TREE STORES INC COM 25674710 440 15300 SH SHARED 06 15300 D DOLLAR TREE STORES INC COM 25674710 58 2043 SH SHARED 10 2043 D DOMINION HOMES INC COM 25738610 235 9347 SH SHARED 9347 D DOMINION HOMES INC COM 25738610 65 2601 SH SHARED 02 2601 D DOMINION HOMES INC COM 25738610 58 2300 SH SHARED 10 2300 D DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q10 2 74 SH SHARED 74 D DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q10 4 119 SH SHARED 02 119 D DOMINION RES INC VA NEW COM 25746U10 858012 12666256 SH SHARED 12666256 D DOMINION RES INC VA NEW COM 25746U10 11092 163758 SH SHARED 01 131569 1301 30888 D DOMINION RES INC VA NEW COM 25746U10 3327 49122 SH SHR/OTHR 01 22144 26978 D DOMINION RES INC VA NEW COM 25746U10 14392 212460 SH SHARED 02 212460 D DOMINION RES INC VA NEW COM 25746U10 399 5900 SH SHARED 03 5900 D DOMINION RES INC VA NEW COM 25746U10 712 10521 SH SHARED 05 10521 D DOMINION RES INC VA NEW COM 25746U10 3141 46370 SH SHARED 06 46370 D DOMINION RES INC VA NEW COM 25746U10 24466 361188 SH SHARED 10 361188 D DOMINOS PIZZA INC COM 25754A20 772 43402 SH SHARED 43402 D DOMINOS PIZZA INC COM 25754A20 144 8100 SH SHARED 10 8100 D DOMTAR INC COM 25756110 5989 496262 SH SHARED 496262 D DOMTAR INC COM 25756110 33 2800 SH SHARED 01 2800 D DOMTAR INC COM 25756110 1324 109754 SH SHARED 02 109754 D DOMTAR INC COM 25756110 1448 120000 SH SHARED 04 120000 D DOMTAR INC COM 25756110 607 50300 SH SHARED 10 50300 D DONALDSON INC COM 25765110 19157 588029 SH SHARED 588029 D DONALDSON INC COM 25765110 895 27500 SH SHARED 01 27500 D DONALDSON INC COM 25765110 2193 67325 SH SHARED 02 67325 D DONEGAL GROUP INC CL A 25770120 254 11116 SH SHARED 11116 D DONEGAL GROUP INC CL A 25770120 13 600 SH SHARED 02 600 D DONEGAL GROUP INC CL A 25770120 29 1300 SH SHARED 10 1300 D DONEGAL GROUP INC CL B 25770130 111 5000 SH SHARED 02 5000 D DONNELLEY R R & SONS CO COM 25786710 603 17100 SH SHARED 17100 D DONNELLEY R R & SONS CO COM 25786710 50747 1438016 SH SHARED 1438016 D DONNELLEY R R & SONS CO COM 25786710 927 26279 SH SHARED 01 11279 15000 D DONNELLEY R R & SONS CO COM 25786710 214 6066 SH SHR/OTHR 01 2800 3266 D DONNELLEY R R & SONS CO COM 25786710 3716 105305 SH SHARED 02 105305 D DONNELLEY R R & SONS CO COM 25786710 7 200 SH SHARED 05 200 D DONNELLEY R R & SONS CO COM 25786710 98 2800 SH SHARED 06 2800 D DONNELLEY R R & SONS CO COM 25786710 8162 231307 SH SHARED 10 231307 D DORAL FINL CORP COM 25811P10 300 6100 SH SHARED 6100 D DORAL FINL CORP COM 25811P10 465 9448 SH SHARED 9448 D DORAL FINL CORP COM 25811P10 260 5287 SH SHARED 01 5287 D DORAL FINL CORP COM 25811P10 576 11706 SH SHARED 02 11706 D DORAL FINL CORP COM 25811P10 591 12000 SH SHARED 06 12000 D DORAL FINL CORP COM 25811P10 865 17580 SH SHARED 10 17580 D DORCHESTER MINERALS LP COM UNIT 25820R10 11 493 SH SHARED 02 493 D DOT HILL SYS CORP COM 25848T10 2322 296200 SH SHARED 296200 D DOT HILL SYS CORP COM 25848T10 1925 245600 SH SHARED 01 245600 D DOT HILL SYS CORP COM 25848T10 164 21005 SH SHARED 02 21005 D DOT HILL SYS CORP COM 25848T10 156 19900 SH SHARED 10 19900 D DOUBLECLICK INC NOTE 7/1 258609AE 426 460000 PRN SHARED 02 460000 D DOUBLECLICK INC COM 25860930 2654 341203 SH SHARED 341203 D DOUBLECLICK INC COM 25860930 1772 227800 SH SHARED 01 227800 D DOUBLECLICK INC COM 25860930 4039 519218 SH SHARED 02 519218 D DOUBLECLICK INC COM 25860930 1294 166400 SH SHARED 10 166400 D DOV PHARMACEUTICAL INC COM 25985810 686 38059 SH SHARED 38059 D DOV PHARMACEUTICAL INC COM 25985810 3187 176600 SH SHARED 01 163000 13600 D DOV PHARMACEUTICAL INC COM 25985810 161 8921 SH SHARED 02 8921 D DOV PHARMACEUTICAL INC COM 25985810 7351 407292 SH SHARED 04 407292 D DOV PHARMACEUTICAL INC COM 25985810 117 6500 SH SHARED 06 6500 D DOV PHARMACEUTICAL INC COM 25985810 454 25200 SH SHARED 10 25200 D DOVER CORP COM 26000310 31417 749104 SH SHARED 709104 40000 D DOVER CORP COM 26000310 45280 1079650 SH SHARED 01 262946 53000 763704 D DOVER CORP COM 26000310 1756 41870 SH SHR/OTHR 01 41870 D DOVER CORP COM 26000310 6109 145661 SH SHARED 02 145661 D DOVER CORP COM 26000310 9470 225800 SH SHARED 03 225800 D DOVER CORP COM 26000310 1006 24000 SH SHARED 04 24000 D DOVER CORP COM 26000310 3367 80300 SH SHARED 05 80300 D DOVER CORP COM 26000310 2340 55800 SH SHARED 06 55800 D DOVER CORP COM 26000310 11731 279723 SH SHARED 10 279723 D DOVER DOWNS GAMING & ENTMT I COM 26009510 244 18692 SH SHARED 18692 D DOVER DOWNS GAMING & ENTMT I COM 26009510 55 4248 SH SHARED 02 4248 D DOVER DOWNS GAMING & ENTMT I COM 26009510 42 3240 SH SHARED 10 3240 D DOVER MOTORSPORTS INC COM 26017410 189 33120 SH SHARED 33120 D DOVER MOTORSPORTS INC COM 26017410 101 17705 SH SHARED 02 17705 D DOVER MOTORSPORTS INC COM 26017410 18 3200 SH SHARED 10 3200 D DOW CHEM CO COM 26054310 1592682 32168915 SH SHARED 32119549 49366 D DOW CHEM CO COM 26054310 95351 1925909 SH SHARED 01 1518937 30800 376172 D DOW CHEM CO COM 26054310 6690 135130 SH SHR/OTHR 01 31124 104006 D DOW CHEM CO COM 26054310 24145 487691 SH SHARED 02 487691 D DOW CHEM CO COM 26054310 18490 373480 SH SHARED 03 373480 D DOW CHEM CO COM 26054310 9406 190000 SH SHARED 04 190000 D DOW CHEM CO COM 26054310 7207 145583 SH SHARED 05 123703 21880 D DOW CHEM CO COM 26054310 3370 68075 SH SHARED 06 68075 D DOW CHEM CO COM 26054310 77867 1572769 SH SHARED 10 1572769 D DOW JONES & CO INC COM 26056110 9927 230540 SH SHARED 230540 D DOW JONES & CO INC COM 26056110 430 10000 SH SHARED 01 10000 D DOW JONES & CO INC COM 26056110 34 800 SH SHR/OTHR 01 500 300 D DOW JONES & CO INC COM 26056110 2821 65528 SH SHARED 02 65528 D DOW JONES & CO INC COM 26056110 17 400 SH SHARED 06 400 D DOW JONES & CO INC COM 26056110 3072 71360 SH SHARED 10 71360 D DOWNEY FINL CORP COM 26101810 176 3100 SH SHARED 3100 D DOWNEY FINL CORP COM 26101810 2535 44474 SH SHARED 44474 D DOWNEY FINL CORP COM 26101810 6543 114800 SH SHARED 01 114800 D DOWNEY FINL CORP COM 26101810 1 21 SH SHARED 02 21 D DOWNEY FINL CORP COM 26101810 1573 27600 SH SHARED 10 27600 D DRAXIS HEALTH INC COM 26150J10 127 25745 SH SHARED 02 25745 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 1958 52200 SH SHARED 52200 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 7 200 SH SHARED 01 200 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 116 3100 SH SHARED 02 3100 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 13728 366000 SH SHARED 04 366000 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 896 23900 SH SHARED 10 23900 D DREMAN/CLAYMORE DIVID & INC COM 26153R10 26 1400 SH SHARED 02 1400 D DRESS BARN INC COM 26157010 754 42872 SH SHARED 42872 D DRESS BARN INC COM 26157010 7 400 SH SHARED 01 400 D DRESS BARN INC COM 26157010 495 28156 SH SHARED 02 28156 D DRESS BARN INC COM 26157010 184 10500 SH SHARED 10 10500 D DREW INDS INC COM NEW 26168L20 454 12576 SH SHARED 12576 D DREW INDS INC COM NEW 26168L20 133 3700 SH SHARED 01 3700 D DREW INDS INC COM NEW 26168L20 7 200 SH SHARED 02 200 D DREW INDS INC COM NEW 26168L20 126 3500 SH SHARED 10 3500 D DREYERS GRAND ICE CREAM HL I COM A CALL PUT 26187710 3690 45885 SH SHARED 45885 D DREYERS GRAND ICE CREAM HL I COM A CALL PUT 26187710 48 600 SH SHARED 01 600 D DREYFUS CALIF MUN INCOME INC COM 26188110 181 20270 SH SHARED 20270 D DREYFUS CALIF MUN INCOME INC COM 26188110 721 80530 SH SHARED 02 80530 D DREYFUS STRATEGIC MUNS INC COM 26193210 4 500 SH SHARED 01 500 D DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S10 44 9363 SH SHARED 9363 D DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S10 1 237 SH SHARED 02 237 D DREYFUS N Y MUN INCOME INC COM 26201T10 21 2452 SH SHARED 2452 D DREYFUS N Y MUN INCOME INC COM 26201T10 86 9648 SH SHARED 02 9648 D DRIL-QUIP INC COM 26203710 377 15553 SH SHARED 15553 D DRIL-QUIP INC COM 26203710 0 2 SH SHARED 02 2 D DRIL-QUIP INC COM 26203710 58 2400 SH SHARED 10 2400 D DRUGSTORE COM INC COM 26224110 273 80400 SH SHARED 80400 D DRUGSTORE COM INC COM 26224110 88 26100 SH SHARED 01 26100 D DRUGSTORE COM INC COM 26224110 9 2809 SH SHARED 02 2809 D DRUGSTORE COM INC COM 26224110 45 13500 SH SHARED 10 13500 D DSL NET INC COM 26250610 6 29200 SH SHARED 29200 D DU PONT E I DE NEMOURS & CO COM 26353410 406796 8293506 SH SHARED 8250336 43170 D DU PONT E I DE NEMOURS & CO COM 26353410 62222 1268543 SH SHARED 01 373997 739800 154746 D DU PONT E I DE NEMOURS & CO COM 26353410 13338 271946 SH SHR/OTHR 01 157997 113949 D DU PONT E I DE NEMOURS & CO COM 26353410 29720 605920 SH SHARED 02 605920 D DU PONT E I DE NEMOURS & CO COM 26353410 9621 196150 SH SHARED 04 196150 D DU PONT E I DE NEMOURS & CO COM 26353410 654 13350 SH SHARED 05 13350 D DU PONT E I DE NEMOURS & CO COM 26353410 630 12850 SH SHARED 06 12850 D DU PONT E I DE NEMOURS & CO COM 26353410 1383 28200 SH SHARED 09 28200 D DU PONT E I DE NEMOURS & CO COM 26353410 53472 1090167 SH SHARED 10 1090167 D DUCATI MTR HLDGS SPA SPONSORED ADR 26406610 5 501 SH SHARED 02 501 D DUCKWALL-ALCO STORES INC NEW COM 26414210 912 50326 SH SHARED 02 50326 D DUCOMMUN INC DEL COM 26414710 493 23671 SH SHARED 23671 D DUCOMMUN INC DEL COM 26414710 12 602 SH SHARED 02 602 D DUCOMMUN INC DEL COM 26414710 45 2200 SH SHARED 10 2200 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 44890 40009400 PRN SHARED 40009400 D DUKE ENERGY CORP COM 26439910 78053 3081473 SH SHARED 3046073 35400 D DUKE ENERGY CORP COM 26439910 25023 987904 SH SHARED 01 870185 117719 D DUKE ENERGY CORP COM 26439910 1249 49330 SH SHR/OTHR 01 4350 44980 D DUKE ENERGY CORP COM 26439910 20328 802565 SH SHARED 02 802565 D DUKE ENERGY CORP COM 26439910 410 16200 SH SHARED 03 16200 D DUKE ENERGY CORP COM 26439910 2786 110000 SH SHARED 04 110000 D DUKE ENERGY CORP COM 26439910 747 29500 SH SHARED 05 29500 D DUKE ENERGY CORP COM 26439910 416 16430 SH SHARED 06 16430 D DUKE ENERGY CORP COM 26439910 25984 1025842 SH SHARED 10 1025842 D DUKE REALTY CORP COM NEW 26441150 454 13324 SH SHARED 13324 D DUKE REALTY CORP COM NEW 26441150 233 6826 SH SHARED 01 5331 1495 D DUKE REALTY CORP COM NEW 26441150 597 17515 SH SHARED 02 17515 D DUKE REALTY CORP COM NEW 26441150 1150 33700 SH SHARED 10 33700 D DUKE REALTY CORP COM NEW 26441150 79819 2338000 SH SHARED 11 2338000 D DUN & BRADSTREET CORP DEL NE COM 26483E10 12936 216871 SH SHARED 216871 D DUN & BRADSTREET CORP DEL NE COM 26483E10 4312 72294 SH SHARED 01 67691 4603 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2946 49392 SH SHR/OTHR 01 38187 11205 D DUN & BRADSTREET CORP DEL NE COM 26483E10 1540 25829 SH SHARED 02 25829 D DUN & BRADSTREET CORP DEL NE COM 26483E10 3948 66200 SH SHARED 10 66200 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 35 3300 SH SHARED 3300 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 379 34995 SH SHARED 34995 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 536 49493 SH SHARED 02 49493 D DUPONT PHOTOMASKS INC NOTE 1.250% 5/1 26613XAE 527 500000 PRN SHARED 02 500000 D DUPONT PHOTOMASKS INC COM 26613X10 2561 97000 SH SHARED 97000 D DUPONT PHOTOMASKS INC COM 26613X10 18453 698739 SH SHARED 02 698739 D DUPONT PHOTOMASKS INC COM 26613X10 186 7061 SH SHARED 10 7061 D DUQUESNE LT HLDGS INC COM 26623310 5347 283688 SH SHARED 283688 D DUQUESNE LT HLDGS INC COM 26623310 420 22300 SH SHARED 01 22300 D DUQUESNE LT HLDGS INC COM 26623310 14 750 SH SHR/OTHR 01 750 D DUQUESNE LT HLDGS INC COM 26623310 2083 110556 SH SHARED 02 110556 D DUQUESNE LT HLDGS INC COM 26623310 618 32800 SH SHARED 10 32800 D DURATEK INC COM 26658Q10 571 22937 SH SHARED 22937 D DURATEK INC COM 26658Q10 1183 47500 SH SHARED 01 47500 D DURATEK INC COM 26658Q10 37 1500 SH SHR/OTHR 01 1500 D DURATEK INC COM 26658Q10 10 406 SH SHARED 02 406 D DURATEK INC COM 26658Q10 871 35000 SH SHARED 10 35000 D DURECT CORP COM 26660510 179 54826 SH SHARED 54826 D DURECT CORP COM 26660510 5 1605 SH SHARED 02 1605 D DURECT CORP COM 26660510 51 15700 SH SHARED 10 15700 D DUSA PHARMACEUTICALS INC COM 26689810 388 27200 SH SHARED 27200 D DUSA PHARMACEUTICALS INC COM 26689810 10 700 SH SHARED 02 700 D DUSA PHARMACEUTICALS INC COM 26689810 100 7000 SH SHARED 10 7000 D DYAX CORP COM 26746E10 343 47514 SH SHARED 47514 D DYAX CORP COM 26746E10 10 1503 SH SHARED 02 1503 D DYAX CORP COM 26746E10 2660 368500 SH SHARED 04 368500 D DYAX CORP COM 26746E10 83 11600 SH SHARED 06 11600 D DYAX CORP COM 26746E10 168 23400 SH SHARED 10 23400 D DYCOM INDS INC COM 26747510 4087 133936 SH SHARED 133936 D DYCOM INDS INC COM 26747510 8924 292415 SH SHARED 01 292415 D DYCOM INDS INC COM 26747510 403 13213 SH SHARED 02 13213 D DYCOM INDS INC COM 26747510 2498 81866 SH SHARED 10 81866 D DYNAMEX INC COM 26784F10 3 200 SH SHARED 200 D DYNAMICS RESH CORP COM 26805710 37 2094 SH SHARED 2094 D DYNAMICS RESH CORP COM 26805710 67 3764 SH SHARED 02 3764 D DYNATRONICS CORP COM 26815710 30 18470 SH SHARED 02 18470 D DYNAVAX TECHNOLOGIES CORP COM 26815810 88 11118 SH SHARED 11118 D DYNAVAX TECHNOLOGIES CORP COM 26815810 2 300 SH SHARED 02 300 D DYNEGY INC NEW CL A 26816Q10 4935 1068303 SH SHARED 1068303 D DYNEGY INC NEW CL A 26816Q10 651 141100 SH SHARED 01 141100 D DYNEGY INC NEW CL A 26816Q10 4264 923118 SH SHARED 02 923118 D DYNEGY INC NEW CL A 26816Q10 1519 328811 SH SHARED 10 328811 D DYNEX CAP INC COM NEW 26817Q50 5 702 SH SHARED 702 D ECI TELECOM LTD ORD 26825810 121 14894 SH SHARED 14894 D ECI TELECOM LTD ORD 26825810 577 70686 SH SHARED 02 70686 D EDP ENERGIAS DE PORTUGAL S A SPONSORED ADR 26835310 295 9777 SH SHARED 9777 D EGL INC COM 26848410 3274 109561 SH SHARED 109561 D EGL INC COM 26848410 29 1000 SH SHARED 01 1000 D EGL INC COM 26848410 9758 326483 SH SHARED 02 326483 D EGL INC COM 26848410 404 13529 SH SHARED 10 13529 D E-LOAN INC COM 26861P10 518 153500 SH SHARED 153500 D E-LOAN INC COM 26861P10 22 6800 SH SHARED 01 6800 D E-LOAN INC COM 26861P10 510 150892 SH SHARED 02 150892 D E M C CORP MASS COM 26864810 887 59693 SH SHARED 59693 D E M C CORP MASS COM 26864810 197528 13283697 SH SHARED 12462319 821378 D E M C CORP MASS COM 26864810 304959 20508404 SH SHARED 01 10760684 8286500 1461220 D E M C CORP MASS COM 26864810 2918 196234 SH SHR/OTHR 01 94985 101249 D E M C CORP MASS COM 26864810 14383 967275 SH SHARED 02 949205 18070 D E M C CORP MASS COM 26864810 10663 717100 SH SHARED 03 717100 D E M C CORP MASS COM 26864810 189069 12714860 SH SHARED 04 12714860 D E M C CORP MASS COM 26864810 55953 3762845 SH SHARED 05 2574021 1188824 D E M C CORP MASS COM 26864810 16558 1113524 SH SHARED 06 1113524 D E M C CORP MASS COM 26864810 953 64093 SH SHARED 07 64093 D E M C CORP MASS COM 26864810 2169 145900 SH SHARED 09 145900 D E M C CORP MASS COM 26864810 47963 3225508 SH SHARED 10 3225508 D EMC INS GROUP INC COM 26866410 234 10827 SH SHARED 10827 D EMC INS GROUP INC COM 26866410 50 2326 SH SHARED 02 2326 D EMC INS GROUP INC COM 26866410 19 900 SH SHARED 10 900 D EMS TECHNOLOGIES INC COM 26873N10 335 20198 SH SHARED 20198 D EMS TECHNOLOGIES INC COM 26873N10 7 450 SH SHARED 01 450 D EMS TECHNOLOGIES INC COM 26873N10 120 7241 SH SHARED 02 7241 D EMS TECHNOLOGIES INC COM 26873N10 78 4700 SH SHARED 10 4700 D ENSCO INTL INC COM 26874Q10 47571 1498797 SH SHARED 1498797 D ENSCO INTL INC COM 26874Q10 1443 45484 SH SHARED 01 43700 1784 D ENSCO INTL INC COM 26874Q10 50 1600 SH SHR/OTHR 01 1600 D ENSCO INTL INC COM 26874Q10 3223 101547 SH SHARED 02 101447 100 D ENSCO INTL INC COM 26874Q10 1587 50000 SH SHARED 04 50000 D ENSCO INTL INC COM 26874Q10 249 7850 SH SHARED 06 7850 D ENSCO INTL INC COM 26874Q10 1733 54600 SH SHARED 10 54600 D ENI S P A SPONSORED ADR 26874R10 1440 11448 SH SHARED 7848 3600 D ENI S P A SPONSORED ADR 26874R10 2088 16594 SH SHARED 01 16594 D EOG RES INC COM 26875P10 85 1200 SH SHARED 1200 D EOG RES INC COM 26875P10 34032 476911 SH SHARED 476911 D EOG RES INC COM 26875P10 132716 1859815 SH SHARED 01 794660 891800 173355 D EOG RES INC COM 26875P10 15294 214335 SH SHARED 02 214335 D EOG RES INC COM 26875P10 3211 45000 SH SHARED 04 45000 D EOG RES INC COM 26875P10 71 1000 SH SHARED 06 1000 D EOG RES INC COM 26875P10 15912 222993 SH SHARED 10 222993 D E ON AG SPONSORED ADR 26878010 29576 325017 SH SHARED 325017 D E ON AG SPONSORED ADR 26878010 2018 22176 SH SHARED 01 22176 D EP MEDSYSTEMS INC COM 26881P10 525 140000 SH SHARED 02 140000 D EPIX PHARMACEUTICALS INC COM 26881Q10 1251 69895 SH SHARED 69895 D EPIX PHARMACEUTICALS INC COM 26881Q10 33 1867 SH SHARED 02 1867 D EPIX PHARMACEUTICALS INC COM 26881Q10 10208 570000 SH SHARED 04 570000 D EPIX PHARMACEUTICALS INC COM 26881Q10 232 13000 SH SHARED 06 13000 D EPIX PHARMACEUTICALS INC COM 26881Q10 773 43200 SH SHARED 10 43200 D E PIPHANY INC COM 26881V10 667 138300 SH SHARED 138300 D E PIPHANY INC COM 26881V10 274 56800 SH SHARED 01 56800 D E PIPHANY INC COM 26881V10 0 17 SH SHARED 02 17 D E PIPHANY INC COM 26881V10 127 26400 SH SHARED 10 26400 D EPIQ SYS INC COM 26882D10 453 30982 SH SHARED 30982 D EPIQ SYS INC COM 26882D10 844 57700 SH SHARED 01 57700 D EPIQ SYS INC COM 26882D10 329 22513 SH SHARED 02 22513 D EPIQ SYS INC COM 26882D10 879 60100 SH SHARED 10 60100 D ESB FINL CORP COM 26884F10 0 8 SH SHARED 02 8 D ESS TECHNOLOGY INC COM 26915110 7540 1060510 SH SHARED 1060510 D ESS TECHNOLOGY INC COM 26915110 145 20500 SH SHARED 01 20500 D ESS TECHNOLOGY INC COM 26915110 320 45141 SH SHARED 02 45141 D ESS TECHNOLOGY INC COM 26915110 107 15119 SH SHARED 10 15119 D E TRADE FINANCIAL CORP NOTE 6.000% 2/0 269246AB 2807 2750000 PRN SHARED 2750000 D E TRADE FINANCIAL CORP COM 26924610 20214 1352161 SH SHARED 1352161 D E TRADE FINANCIAL CORP COM 26924610 29955 2003689 SH SHARED 01 1651700 334100 17889 D E TRADE FINANCIAL CORP COM 26924610 24 1649 SH SHR/OTHR 01 1649 D E TRADE FINANCIAL CORP COM 26924610 2182 145962 SH SHARED 02 145962 D E TRADE FINANCIAL CORP COM 26924610 18911 1265000 SH SHARED 04 1265000 D E TRADE FINANCIAL CORP COM 26924610 10946 732193 SH SHARED 10 732193 D EVCI CAREER COLLEGES INC COM 26926P10 8 929 SH SHARED 929 D EVCI CAREER COLLEGES INC COM 26926P10 88 9193 SH SHARED 02 9193 D E Z EM INC COM NEW 26930540 175 12000 SH SHARED 12000 D E Z EM INC COM NEW 26930540 154 10600 SH SHARED 02 10600 D EAGLE BROADBAND INC COM 26943710 242 367152 SH SHARED 367152 D EAGLE BROADBAND INC COM 26943710 0 1100 SH SHARED 02 1100 D EAGLE HOSPITALITY PPTY TR IN COM 26959T10 12957 1258000 SH SHARED 11 1258000 D EAGLE MATERIALS INC COM 26969P10 3126 36203 SH SHARED 36203 D EAGLE MATERIALS INC COM 26969P10 513 5942 SH SHARED 01 5942 D EAGLE MATERIALS INC COM 26969P10 8 100 SH SHARED 02 100 D EAGLE MATERIALS INC COM 26969P10 1113 12900 SH SHARED 10 12900 D EAGLE MATERIALS INC CL B 26969P20 1613 19136 SH SHARED 19136 D EAGLE MATERIALS INC CL B 26969P20 139 1659 SH SHARED 01 1659 D EAGLE MATERIALS INC CL B 26969P20 5 61 SH SHARED 02 61 D EARTHLINK INC COM 27032110 3826 332143 SH SHARED 332143 D EARTHLINK INC COM 27032110 3644 316400 SH SHARED 01 316400 D EARTHLINK INC COM 27032110 1330 115501 SH SHARED 02 115501 D EARTHLINK INC COM 27032110 2880 250000 SH SHARED 04 250000 D EARTHLINK INC COM 27032110 2713 235555 SH SHARED 10 235555 D EAST WEST BANCORP INC COM 27579R10 3836 91424 SH SHARED 91424 D EAST WEST BANCORP INC COM 27579R10 7414 176700 SH SHARED 01 176700 D EAST WEST BANCORP INC COM 27579R10 207 4953 SH SHARED 02 4953 D EAST WEST BANCORP INC COM 27579R10 1849 44070 SH SHARED 10 44070 D EASTERN VA BANKSHARES INC COM 27719610 0 4 SH SHARED 02 4 D EASTGROUP PPTY INC COM 27727610 1524 39777 SH SHARED 39777 D EASTGROUP PPTY INC COM 27727610 356 9300 SH SHARED 01 9300 D EASTGROUP PPTY INC COM 27727610 15 401 SH SHARED 02 401 D EASTGROUP PPTY INC COM 27727610 655 17100 SH SHARED 10 17100 D EASTGROUP PPTY INC COM 27727610 1632 42600 SH SHARED 11 42600 D EASTMAN CHEM CO COM 27743210 652 11300 SH SHARED 11300 D EASTMAN CHEM CO COM 27743210 13326 230850 SH SHARED 230850 D EASTMAN CHEM CO COM 27743210 4437 76859 SH SHARED 01 76801 58 D EASTMAN CHEM CO COM 27743210 20 356 SH SHR/OTHR 01 356 D EASTMAN CHEM CO COM 27743210 8798 152401 SH SHARED 02 152401 D EASTMAN CHEM CO COM 27743210 4532 78504 SH SHARED 10 78504 D EASTMAN KODAK CO NOTE 3.375%10/1 277461BE 0 146 PRN SHARED 146 D EASTMAN KODAK CO COM 27746110 661 20500 SH SHARED 20500 D EASTMAN KODAK CO COM 27746110 105108 3259166 SH SHARED 3258266 900 D EASTMAN KODAK CO COM 27746110 637 19762 SH SHARED 01 18826 936 D EASTMAN KODAK CO COM 27746110 309 9600 SH SHR/OTHR 01 3945 5655 D EASTMAN KODAK CO COM 27746110 15542 481929 SH SHARED 02 481929 D EASTMAN KODAK CO COM 27746110 9 300 SH SHARED 05 300 D EASTMAN KODAK CO COM 27746110 122 3800 SH SHARED 06 3800 D EASTMAN KODAK CO COM 27746110 10061 311987 SH SHARED 10 311987 D EATON CORP COM 27805810 57674 797054 SH SHARED 792974 4080 D EATON CORP COM 27805810 22126 305789 SH SHARED 01 290699 15090 D EATON CORP COM 27805810 5512 76184 SH SHARED 02 76184 D EATON CORP COM 27805810 115 1600 SH SHARED 06 1600 D EATON CORP COM 27805810 13843 191320 SH SHARED 10 191320 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 150 10000 SH SHARED 01 10000 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 30 2000 SH SHR/OTHR 01 2000 D EATON VANCE SR INCOME TR SH BEN INT 27826S10 376 43100 SH SHARED 43100 D EATON VANCE CORP COM NON VTG 27826510 2644 50700 SH SHARED 50700 D EATON VANCE CORP COM NON VTG 27826510 1126 21600 SH SHARED 01 21600 D EATON VANCE CORP COM NON VTG 27826510 1304 25020 SH SHARED 02 25020 D EATON VANCE INS MUN BD FD COM 27827X10 1 84 SH SHARED 84 D EATON VANCE INS NY MUN BD FD COM 27827Y10 13 1000 SH SHARED 01 1000 D EATON VANCE INS CA MUN BD FD COM 27828A10 0 63 SH SHARED 63 D EATON VANCE INS CA MUN BD FD COM 27828A10 3 237 SH SHARED 02 237 D EBAY INC COM 27864210 409829 3522685 SH SHARED 3519925 2760 D EBAY INC COM 27864210 133412 1146743 SH SHARED 01 797990 266400 82353 D EBAY INC COM 27864210 495 4258 SH SHR/OTHR 01 400 3858 D EBAY INC COM 27864210 60636 521201 SH SHARED 02 521201 D EBAY INC COM 27864210 4479 38500 SH SHARED 03 38500 D EBAY INC COM 27864210 63288 544000 SH SHARED 04 544000 D EBAY INC COM 27864210 2222 19100 SH SHARED 05 19100 D EBAY INC COM 27864210 2704 23249 SH SHARED 06 23249 D EBAY INC COM 27864210 99126 852043 SH SHARED 10 852043 D EBOOKERS PLC SPONSORED ADR 27872510 112 9332 SH SHARED 9332 D EBOOKERS PLC SPONSORED ADR 27872510 3715 308568 SH SHARED 02 308568 D ECHELON CORP COM 27874N10 429 50832 SH SHARED 50832 D ECHELON CORP COM 27874N10 16 2000 SH SHR/OTHR 01 2000 D ECHELON CORP COM 27874N10 20 2423 SH SHARED 02 2423 D ECHELON CORP COM 27874N10 92 11000 SH SHARED 10 11000 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 2303 2252000 PRN SHARED 2252000 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 373 365000 PRN SHARED 02 365000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 26156 786676 SH SHARED 784176 2500 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 305 9200 SH SHARED 01 9200 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 1074 32301 SH SHARED 02 32301 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 6118 184000 SH SHARED 04 184000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 2287 68800 SH SHARED 06 68800 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 4410 132640 SH SHARED 10 132640 D ECLIPSYS CORP COM 27885610 4672 228687 SH SHARED 228687 D ECLIPSYS CORP COM 27885610 2139 104742 SH SHARED 104742 D ECLIPSYS CORP COM 27885610 42 2100 SH SHARED 01 2100 D ECLIPSYS CORP COM 27885610 67 3324 SH SHARED 02 3324 D ECLIPSYS CORP COM 27885610 310 15206 SH SHARED 10 15206 D ECOLAB INC COM 27886510 28111 800200 SH SHARED 800200 D ECOLAB INC COM 27886510 59510 1694005 SH SHARED 01 695435 640500 358070 D ECOLAB INC COM 27886510 1575 44835 SH SHR/OTHR 01 28905 15930 D ECOLAB INC COM 27886510 3631 103370 SH SHARED 02 103370 D ECOLAB INC COM 27886510 63 1800 SH SHARED 06 1800 D ECOLAB INC COM 27886510 9452 269083 SH SHARED 10 269083 D ECOLLEGE COM COM 27887E10 419 36943 SH SHARED 36943 D ECOLLEGE COM COM 27887E10 376 33125 SH SHARED 02 33125 D ECOLLEGE COM COM 27887E10 90 8000 SH SHARED 10 8000 D ECOST COM INC COM 27922W10 19 1200 SH SHARED 02 1200 D EDGE PETE CORP DEL COM 27986210 571 39163 SH SHARED 39163 D EDGE PETE CORP DEL COM 27986210 10 700 SH SHARED 02 700 D EDGE PETE CORP DEL COM 27986210 102 7000 SH SHARED 10 7000 D EDIETS COM INC COM 28059710 58 13200 SH SHARED 02 13200 D EDISON INTL COM 28102010 1784 55700 SH SHARED 55700 D EDISON INTL COM 28102010 42598 1329962 SH SHARED 1329962 D EDISON INTL COM 28102010 930 29041 SH SHARED 01 25301 3740 D EDISON INTL COM 28102010 285 8900 SH SHR/OTHR 01 500 8400 D EDISON INTL COM 28102010 10592 330714 SH SHARED 02 330714 D EDISON INTL COM 28102010 9 300 SH SHARED 05 300 D EDISON INTL COM 28102010 499 15590 SH SHARED 06 15590 D EDISON INTL COM 28102010 11514 359506 SH SHARED 10 359506 D EDO CORP COM 28134710 1534 48344 SH SHARED 48344 D EDO CORP COM 28134710 3257 102600 SH SHARED 01 102600 D EDO CORP COM 28134710 60 1902 SH SHARED 02 1902 D EDO CORP COM 28134710 460 14500 SH SHARED 05 14500 D EDO CORP COM 28134710 673 21200 SH SHARED 10 21200 D EDUCATE INC COM 28138P10 431 32600 SH SHARED 32600 D EDUCATE INC COM 28138P10 63 4800 SH SHARED 10 4800 D EDUCATION MGMT CORP COM 28139T10 4786 145055 SH SHARED 145055 D EDUCATION MGMT CORP COM 28139T10 722 21900 SH SHARED 01 21700 200 D EDUCATION MGMT CORP COM 28139T10 1099 33307 SH SHARED 02 33207 100 D EDUCATION LENDING GROUP INC COM 28140A10 355 22878 SH SHARED 22878 D EDUCATION LENDING GROUP INC COM 28140A10 9 600 SH SHARED 02 600 D EDUCATION LENDING GROUP INC COM 28140A10 100 6500 SH SHARED 10 6500 D EDWARDS LIFESCIENCES CORP DBCV 3.875% 5/1 28176EAB 5 5250 PRN SHARED 5250 D EDWARDS LIFESCIENCES CORP COM 28176E10 2196 53237 SH SHARED 53237 D EDWARDS LIFESCIENCES CORP COM 28176E10 1610 39038 SH SHARED 01 39038 D EDWARDS LIFESCIENCES CORP COM 28176E10 499 12113 SH SHR/OTHR 01 12113 D EDWARDS LIFESCIENCES CORP COM 28176E10 1683 40793 SH SHARED 02 40793 D EDWARDS LIFESCIENCES CORP COM 28176E10 7426 180000 SH SHARED 10 180000 D EDWARDS AG INC COM 28176010 97 2250 SH SHARED 2250 D EDWARDS AG INC COM 28176010 7700 178204 SH SHARED 178204 D EDWARDS AG INC COM 28176010 1213 28075 SH SHARED 01 28075 D EDWARDS AG INC COM 28176010 1160 26862 SH SHARED 02 26862 D EFUNDS CORP COM 28224R10 50 2095 SH SHARED 2095 D EFUNDS CORP COM 28224R10 3050 127051 SH SHARED 127051 D EFUNDS CORP COM 28224R10 4584 190923 SH SHARED 01 189957 966 D EFUNDS CORP COM 28224R10 1927 80299 SH SHARED 02 80299 D EFUNDS CORP COM 28224R10 1541 64200 SH SHARED 10 64200 D EIDOS PLC SPONSORED ADR 28248510 0 100 SH SHARED 02 100 D 1838 BD-DEB TRADING FD COM 28252010 60 3280 SH SHARED 02 3280 D 8X8 INC NEW COM 28291410 745 183200 SH SHARED 183200 D 8X8 INC NEW COM 28291410 842 207000 SH SHARED 02 207000 D EL PASO CORP DBCV 2/2 28336LAC 16247 30889000 PRN SHARED 30889000 D EL PASO CORP DBCV 2/2 28336LAC 2843 5405000 PRN SHARED 02 5405000 D EL PASO CORP COM 28336L10 17651 1697218 SH SHARED 1697218 D EL PASO CORP COM 28336L10 6657 640171 SH SHARED 01 639347 824 D EL PASO CORP COM 28336L10 251 24195 SH SHR/OTHR 01 24195 D EL PASO CORP COM 28336L10 11813 1135873 SH SHARED 02 1135873 D EL PASO CORP COM 28336L10 2496 240000 SH SHARED 04 240000 D EL PASO CORP COM 28336L10 6 646 SH SHARED 05 646 D EL PASO CORP COM 28336L10 75 7300 SH SHARED 06 7300 D EL PASO CORP COM 28336L10 80211 7712602 SH SHARED 10 7712602 D EL PASO ELEC CO COM NEW 28367785 75 4000 SH SHARED 4000 D EL PASO ELEC CO COM NEW 28367785 1641 86644 SH SHARED 86644 D EL PASO ELEC CO COM NEW 28367785 530 27991 SH SHARED 02 27991 D EL PASO ELEC CO COM NEW 28367785 373 19700 SH SHARED 10 19700 D ELAN PLC ADR 28413120 45543 1671304 SH SHARED 1667404 3900 D ELAN PLC ADR 28413120 8044 295200 SH SHARED 01 273900 21300 D ELAN PLC ADR 28413120 5012 183949 SH SHARED 02 183949 D ELAN PLC ADR 28413120 3406 125000 SH SHARED 04 125000 D ELAN PLC ADR 28413120 7 260 SH SHARED 05 260 D ELAN PLC ADR 28413120 320 11752 SH SHARED 06 11752 D ELAN PLC ADR 28413120 1462 53670 SH SHARED 10 53670 D ELDORADO GOLD CORP NEW COM 28490210 760 257750 SH SHARED 200000 57750 D ELDORADO GOLD CORP NEW COM 28490210 6490 2200000 SH SHARED 01 2200000 D ELDORADO GOLD CORP NEW COM 28490210 27 9345 SH SHARED 02 9345 D ELDORADO GOLD CORP NEW COM 28490210 885 300000 SH SHARED 04 300000 D ELECTRO RENT CORP COM 28521810 587 41281 SH SHARED 41281 D ELECTRO RENT CORP COM 28521810 130 9200 SH SHARED 01 9200 D ELECTRO RENT CORP COM 28521810 394 27710 SH SHARED 02 27710 D ELECTRO RENT CORP COM 28521810 145 10200 SH SHARED 10 10200 D ELECTRO SCIENTIFIC INDS NOTE 4.250%12/2 285229AC 17034 17000000 PRN SHARED 17000000 D ELECTRO SCIENTIFIC INDS COM 28522910 1598 80895 SH SHARED 80895 D ELECTRO SCIENTIFIC INDS COM 28522910 84 4300 SH SHARED 01 4300 D ELECTRO SCIENTIFIC INDS COM 28522910 1328 67254 SH SHARED 02 67254 D ELECTRO SCIENTIFIC INDS COM 28522910 240 12156 SH SHARED 10 12156 D ELECTRONIC ARTS INC COM 28551210 124884 2024722 SH SHARED 2022322 2400 D ELECTRONIC ARTS INC COM 28551210 109864 1781201 SH SHARED 01 844315 667110 269776 D ELECTRONIC ARTS INC COM 28551210 501 8137 SH SHR/OTHR 01 1960 6177 D ELECTRONIC ARTS INC COM 28551210 9669 156768 SH SHARED 02 156768 D ELECTRONIC ARTS INC COM 28551210 8943 145000 SH SHARED 04 145000 D ELECTRONIC ARTS INC COM 28551210 76 1240 SH SHARED 05 1240 D ELECTRONIC ARTS INC COM 28551210 715 11600 SH SHARED 06 11600 D ELECTRONIC ARTS INC COM 28551210 35490 575396 SH SHARED 10 575396 D ELECTRONIC CLEARING HOUSE IN COM PAR.01 NEW 28556250 17 2000 SH SHARED 01 2000 D ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF 33224 31463000 PRN SHARED 31463000 D ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF 3221 3051000 PRN SHARED 02 3051000 D ELECTRONIC DATA SYS NEW COM 28566110 51968 2249726 SH SHARED 2249726 D ELECTRONIC DATA SYS NEW COM 28566110 1203 52090 SH SHARED 01 51400 690 D ELECTRONIC DATA SYS NEW COM 28566110 466 20200 SH SHR/OTHR 01 20200 D ELECTRONIC DATA SYS NEW COM 28566110 6661 288356 SH SHARED 02 288356 D ELECTRONIC DATA SYS NEW COM 28566110 7854 340000 SH SHARED 04 340000 D ELECTRONIC DATA SYS NEW COM 28566110 13 600 SH SHARED 05 600 D ELECTRONIC DATA SYS NEW COM 28566110 137 5950 SH SHARED 06 5950 D ELECTRONIC DATA SYS NEW COM 28566110 207161 8968013 SH SHARED 10 8968013 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 2333 54353 SH SHARED 54353 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 450 10500 SH SHARED 01 10500 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 671 15630 SH SHARED 02 15630 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 193 4500 SH SHARED 10 4500 D ELECTRONICS FOR IMAGING INC COM 28608210 1947 111873 SH SHARED 111873 D ELECTRONICS FOR IMAGING INC COM 28608210 94 5400 SH SHARED 01 5400 D ELECTRONICS FOR IMAGING INC COM 28608210 545 31306 SH SHARED 02 31306 D ELECTRONICS FOR IMAGING INC COM 28608210 369 21200 SH SHARED 10 21200 D ELIZABETH ARDEN INC COM 28660G10 1216 51228 SH SHARED 51228 D ELIZABETH ARDEN INC COM 28660G10 2639 111200 SH SHARED 01 111200 D ELIZABETH ARDEN INC COM 28660G10 73 3103 SH SHARED 02 3103 D ELIZABETH ARDEN INC COM 28660G10 1761 74200 SH SHARED 10 74200 D ELKCORP COM 28745610 1339 39133 SH SHARED 39133 D ELKCORP COM 28745610 15 450 SH SHARED 01 450 D ELKCORP COM 28745610 57 1684 SH SHR/OTHR 01 1684 D ELKCORP COM 28745610 27 806 SH SHARED 02 806 D ELKCORP COM 28745610 310 9060 SH SHARED 10 9060 D ELLIS PERRY INTL INC COM 28885310 423 20832 SH SHARED 20832 D ELLIS PERRY INTL INC COM 28885310 28 1400 SH SHARED 01 1400 D ELLIS PERRY INTL INC COM 28885310 0 1 SH SHARED 02 1 D ELLIS PERRY INTL INC COM 28885310 103 5100 SH SHARED 10 5100 D ELONG INC SPONSORED ADR 29013820 11 600 SH SHARED 600 D ELONG INC SPONSORED ADR 29013820 18 1000 SH SHARED 02 1000 D ELONG INC SPONSORED ADR 29013820 759 40700 SH SHARED 04 40700 D ELRON ELECTR INDS LTD ORD 29016010 33 2240 SH SHARED 02 2240 D EMAGIN CORP COM 29076N10 1747 1468384 SH SHARED 01 1468384 D EMBARCADERO TECHNOLOGIES INC COM 29078710 448 47619 SH SHARED 47619 D EMBARCADERO TECHNOLOGIES INC COM 29078710 1025 109000 SH SHARED 01 109000 D EMBARCADERO TECHNOLOGIES INC COM 29078710 9 1000 SH SHARED 02 1000 D EMBARCADERO TECHNOLOGIES INC COM 29078710 141 15000 SH SHARED 04 15000 D EMBARCADERO TECHNOLOGIES INC COM 29078710 1121 119200 SH SHARED 10 119200 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 1512 45240 SH SHARED 45240 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 27627 826180 SH SHARED 01 241380 584800 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 1 59 SH SHARED 02 59 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 206 6180 SH SHARED 10 6180 D EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N20 353 33618 SH SHARED 33618 D EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N20 221 21100 SH SHARED 02 21100 D EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 7 583 SH SHARED 583 D EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 28 2217 SH SHARED 02 2217 D EMBREX INC COM 29081710 46 3500 SH SHARED 3500 D EMBREX INC COM 29081710 30 2300 SH SHARED 01 2300 D EMBREX INC COM 29081710 257 19384 SH SHARED 02 19384 D EMCOR GROUP INC COM 29084Q10 1765 39077 SH SHARED 39077 D EMCOR GROUP INC COM 29084Q10 9 200 SH SHARED 01 200 D EMCOR GROUP INC COM 29084Q10 379 8404 SH SHARED 02 8404 D EMCOR GROUP INC COM 29084Q10 239 5300 SH SHARED 10 5300 D EMCORE CORP COM 29084610 0 119 SH SHARED 02 119 D EMERGE INTERACTIVE INC CL A 29088W10 45 28300 SH SHARED 28300 D EMERGE INTERACTIVE INC CL A 29088W10 12 8000 SH SHARED 02 8000 D EMERSON ELEC CO COM 29101110 144011 2054368 SH SHARED 1972519 81849 D EMERSON ELEC CO COM 29101110 167615 2391090 SH SHARED 01 1547504 36700 806886 D EMERSON ELEC CO COM 29101110 17281 246532 SH SHR/OTHR 01 95883 150649 D EMERSON ELEC CO COM 29101110 11907 169858 SH SHARED 02 169858 D EMERSON ELEC CO COM 29101110 67758 966600 SH SHARED 04 966600 D EMERSON ELEC CO COM 29101110 21 300 SH SHARED 05 300 D EMERSON ELEC CO COM 29101110 6237 88980 SH SHARED 06 88980 D EMERSON ELEC CO COM 29101110 53784 767252 SH SHARED 10 767252 D EMERSON RADIO CORP COM NEW 29108720 177 47372 SH SHARED 47372 D EMISPHERE TECHNOLOGIES INC COM 29134510 105 26166 SH SHARED 26166 D EMISPHERE TECHNOLOGIES INC COM 29134510 8 2000 SH SHARED 01 2000 D EMISPHERE TECHNOLOGIES INC COM 29134510 21 5239 SH SHARED 02 5239 D EMMIS COMMUNICATIONS CORP CL A 29152510 3358 175009 SH SHARED 175009 D EMMIS COMMUNICATIONS CORP CL A 29152510 360 18800 SH SHARED 01 18800 D EMMIS COMMUNICATIONS CORP CL A 29152510 2020 105310 SH SHARED 02 105310 D EMMIS COMMUNICATIONS CORP CL A 29152510 404 21100 SH SHARED 10 21100 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 1606 34890 SH SHARED 34890 D EMPIRE DIST ELEC CO COM 29164110 16593 731635 SH SHARED 731635 D EMPIRE DIST ELEC CO COM 29164110 0 29 SH SHARED 02 29 D EMPIRE DIST ELEC CO COM 29164110 265 11700 SH SHARED 10 11700 D EMPIRE RESORTS INC COM 29205210 572 51312 SH SHARED 51312 D EMPIRE RESORTS INC COM 29205210 42 3823 SH SHARED 02 3823 D EMPIRE RESORTS INC COM 29205210 55 5000 SH SHARED 10 5000 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 11407 625400 SH SHARED 01 625400 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 1185 65000 SH SHARED 04 65000 D EMPRESAS ICA SOCIEDAD CONTRL SPONSORED ADR 29244810 15 6200 SH SHARED 6200 D EMPRESAS ICA SOCIEDAD CONTRL SPONSORED ADR 29244810 1203 491300 SH SHARED 04 491300 D EMULEX CORP NOTE 1.750% 2/0 292475AB 925 1006000 PRN SHARED 02 1006000 D EMULEX CORP NOTE 0.250%12/1 292475AD 1870 2000000 PRN SHARED 2000000 D EMULEX CORP COM NEW 29247520 5097 302728 SH SHARED 302728 D EMULEX CORP COM NEW 29247520 27859 1654355 SH SHARED 01 1251100 5900 397355 D EMULEX CORP COM NEW 29247520 62 3705 SH SHR/OTHR 01 3705 D EMULEX CORP COM NEW 29247520 917 54491 SH SHARED 02 54491 D EMULEX CORP COM NEW 29247520 7007 416100 SH SHARED 10 416100 D ENBRIDGE INC COM 29250N10 18979 381275 SH SHARED 381275 D ENBRIDGE INC COM 29250N10 200 4037 SH SHARED 01 4037 D ENBRIDGE INC COM 29250N10 3393 68161 SH SHARED 02 68161 D ENBRIDGE INC COM 29250N10 24890 500000 SH SHARED 04 500000 D ENBRIDGE INC COM 29250N10 14 300 SH SHARED 05 300 D ENBRIDGE INC COM 29250N10 24 500 SH SHARED 06 500 D ENBRIDGE INC COM 29250N10 1977 39721 SH SHARED 10 39721 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 519 10077 SH SHARED 10077 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 180 3500 SH SHARED 02 3500 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 15 319 SH SHARED 319 D ENCANA CORP COM 29250510 2373 41600 SH SHARED 41600 D ENCANA CORP COM 29250510 40130 703301 SH SHARED 01 645501 57800 D ENCANA CORP COM 29250510 228 4001 SH SHR/OTHR 01 4001 D ENCANA CORP COM 29250510 2019 35391 SH SHARED 02 35391 D ENCANA CORP COM 29250510 1027 18000 SH SHARED 04 18000 D ENCANA CORP COM 29250510 4661 81700 SH SHARED 05 76400 5300 D ENCANA CORP COM 29250510 7046 123500 SH SHARED 06 123500 D ENCANA CORP COM 29250510 462 8100 SH SHARED 07 8100 D ENCANA CORP COM 29250510 39005 683592 SH SHARED 10 683592 D ENCORE ACQUISITION CO COM 29255W10 1552 44461 SH SHARED 44461 D ENCORE ACQUISITION CO COM 29255W10 799 22900 SH SHARED 02 22900 D ENCORE ACQUISITION CO COM 29255W10 5589 160100 SH SHARED 10 160100 D ENCORE CAP GROUP INC COM 29255410 522 21958 SH SHARED 21958 D ENCORE CAP GROUP INC COM 29255410 11 500 SH SHARED 02 500 D ENCORE CAP GROUP INC COM 29255410 90 3800 SH SHARED 10 3800 D ENCORE MED CORP COM 29256E10 531 78278 SH SHARED 78278 D ENCORE MED CORP COM 29256E10 4787 705110 SH SHARED 02 705110 D ENCORE MED CORP COM 29256E10 101 15000 SH SHARED 10 15000 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 1333 134307 SH SHARED 134307 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 2616 263500 SH SHARED 01 243200 20300 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 3396 342011 SH SHARED 02 342011 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 4221 425100 SH SHARED 04 425100 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 329 33146 SH SHARED 10 33146 D ENCORE WIRE CORP COM 29256210 464 34832 SH SHARED 34832 D ENCORE WIRE CORP COM 29256210 23 1800 SH SHARED 01 1800 D ENCORE WIRE CORP COM 29256210 25 1910 SH SHARED 02 1910 D ENCORE WIRE CORP COM 29256210 104 7850 SH SHARED 10 7850 D ENDESA S A SPONSORED ADR 29258N10 764 32861 SH SHARED 32861 D ENDESA S A SPONSORED ADR 29258N10 1929 82907 SH SHARED 01 2000 80907 D ENDESA S A SPONSORED ADR 29258N10 1413 60758 SH SHR/OTHR 01 60758 D ENDWAVE CORP COM NEW 29264A20 62 3579 SH SHARED 3579 D ENDWAVE CORP COM NEW 29264A20 10 616 SH SHARED 02 616 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 336 16000 SH SHARED 16000 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 5667 269776 SH SHARED 02 269776 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 11774 560400 SH SHARED 04 560400 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 336 16000 SH SHARED 10 16000 D ENERGEN CORP COM 29265N10 188 3200 SH SHARED 3200 D ENERGEN CORP COM 29265N10 4361 73982 SH SHARED 73982 D ENERGEN CORP COM 29265N10 13853 235000 SH SHARED 01 235000 D ENERGEN CORP COM 29265N10 413 7009 SH SHARED 02 7009 D ENERGEN CORP COM 29265N10 4026 68300 SH SHARED 10 68300 D ENEL SOCIETA PER AZIONI ADR 29265W10 14 288 SH SHARED 288 D ENEL SOCIETA PER AZIONI ADR 29265W10 1315 26600 SH SHARED 01 26600 D ENERGY CONVERSION DEVICES IN COM 29265910 866 44827 SH SHARED 44827 D ENERGY CONVERSION DEVICES IN COM 29265910 554 28701 SH SHARED 02 28701 D ENERGY CONVERSION DEVICES IN COM 29265910 181 9409 SH SHARED 10 9409 D ENERGY EAST CORP COM 29266M10 4349 163016 SH SHARED 162416 600 D ENERGY EAST CORP COM 29266M10 1404 52655 SH SHARED 01 49000 3655 D ENERGY EAST CORP COM 29266M10 36 1373 SH SHR/OTHR 01 1373 D ENERGY EAST CORP COM 29266M10 1463 54857 SH SHARED 02 54857 D ENERGY EAST CORP COM 29266M10 40 1500 SH SHARED 06 1500 D ENERGY EAST CORP COM 29266M10 885 33200 SH SHARED 10 33200 D ENERGIZER HLDGS INC COM 29266R10 2885 58077 SH SHARED 58077 D ENERGIZER HLDGS INC COM 29266R10 1552 31237 SH SHARED 01 29637 1600 D ENERGIZER HLDGS INC COM 29266R10 78 1576 SH SHR/OTHR 01 400 1176 D ENERGIZER HLDGS INC COM 29266R10 1504 30269 SH SHARED 02 30269 D ENERGIZER HLDGS INC COM 29266R10 611 12300 SH SHARED 06 12300 D ENERGIZER HLDGS INC COM 29266R10 824 16600 SH SHARED 10 16600 D ENERGY PARTNERS LTD COM 29270U10 1381 68131 SH SHARED 68131 D ENERGY PARTNERS LTD COM 29270U10 776 38300 SH SHARED 01 38300 D ENERGY PARTNERS LTD COM 29270U10 0 6 SH SHARED 02 6 D ENERGY PARTNERS LTD COM 29270U10 237 11700 SH SHARED 10 11700 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 22578 381400 SH SHARED 381400 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 88 1500 SH SHARED 01 1500 D ENERPLUS RES FD UNIT TR G NEW 29274D60 3119 85925 SH SHARED 82300 3625 D ENERPLUS RES FD UNIT TR G NEW 29274D60 163 4504 SH SHARED 01 4504 D ENERSIS S A SPONSORED ADR 29274F10 344 40536 SH SHARED 40536 D ENERSIS S A SPONSORED ADR 29274F10 21110 2480700 SH SHARED 01 2480700 D ENERSIS S A SPONSORED ADR 29274F10 808 95000 SH SHARED 04 95000 D ENERSIS S A SPONSORED ADR 29274F10 2225 261500 SH SHARED 05 261500 D ENERSIS S A SPONSORED ADR 29274F10 1192 140100 SH SHARED 12 140100 D ENERSYS COM 29275Y10 343 22534 SH SHARED 22534 D ENGELHARD CORP COM 29284510 24748 806944 SH SHARED 806944 D ENGELHARD CORP COM 29284510 1008 32887 SH SHARED 01 32887 D ENGELHARD CORP COM 29284510 1508 49192 SH SHARED 02 49192 D ENGELHARD CORP COM 29284510 24 804 SH SHARED 06 804 D ENGELHARD CORP COM 29284510 3058 99723 SH SHARED 10 99723 D ENGEX INC COM 29285110 3 281 SH SHARED 02 281 D ENGINEERED SUPPORT SYS INC COM 29286610 2500 42228 SH SHARED 42228 D ENGINEERED SUPPORT SYS INC COM 29286610 70 1197 SH SHARED 01 1197 D ENGINEERED SUPPORT SYS INC COM 29286610 130 2202 SH SHARED 02 2202 D ENGINEERED SUPPORT SYS INC COM 29286610 493 8325 SH SHARED 10 8325 D ENDOCARDIAL SOLUTIONS INC COM 29296210 502 42914 SH SHARED 42914 D ENDOCARDIAL SOLUTIONS INC COM 29296210 5582 477139 SH SHARED 02 477139 D ENDOCARDIAL SOLUTIONS INC COM 29296210 121 10400 SH SHARED 10 10400 D ENERGYSOUTH INC COM 29297010 335 11960 SH SHARED 11960 D ENERGYSOUTH INC COM 29297010 11 401 SH SHARED 02 401 D ENERGYSOUTH INC COM 29297010 33 1200 SH SHARED 10 1200 D ENNIS INC COM 29338910 972 50530 SH SHARED 50530 D ENNIS INC COM 29338910 1086 56421 SH SHARED 02 56421 D ENNIS INC COM 29338910 94 4900 SH SHARED 10 4900 D ENODIS PLC SPONSORED ADR 29349110 0 100 SH SHARED 02 100 D ENPRO INDS INC COM 29355X10 1475 49882 SH SHARED 49882 D ENPRO INDS INC COM 29355X10 42 1447 SH SHARED 01 1327 120 D ENPRO INDS INC COM 29355X10 132 4481 SH SHARED 02 4481 D ENPRO INDS INC COM 29355X10 263 8900 SH SHARED 10 8900 D ENPATH MEDICAL INC COM 29355Y10 52 4867 SH SHARED 4867 D ENSTAR GROUP INC GA COM 29358R10 368 5900 SH SHARED 5900 D ENSTAR GROUP INC GA COM 29358R10 0 1 SH SHARED 02 1 D ENSTAR GROUP INC GA COM 29358R10 75 1200 SH SHARED 10 1200 D ENTEGRIS INC COM 29362U10 786 79000 SH SHARED 79000 D ENTEGRIS INC COM 29362U10 4947 497226 SH SHARED 02 497226 D ENTEGRIS INC COM 29362U10 192 19300 SH SHARED 10 19300 D ENTERASYS NETWORKS INC COM 29363710 1049 583270 SH SHARED 583270 D ENTERASYS NETWORKS INC COM 29363710 762 423636 SH SHARED 02 423636 D ENTERASYS NETWORKS INC COM 29363710 142 79200 SH SHARED 10 79200 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 3529 98348 SH SHARED 98348 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 272 7600 SH SHARED 01 7600 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 552 15390 SH SHARED 02 15390 D ENTERGY CORP NEW COM 29364G10 67431 997648 SH SHARED 996989 659 D ENTERGY CORP NEW COM 29364G10 74248 1098515 SH SHARED 01 255775 405050 437690 D ENTERGY CORP NEW COM 29364G10 6053 89567 SH SHR/OTHR 01 44839 44728 D ENTERGY CORP NEW COM 29364G10 11416 168902 SH SHARED 02 168902 D ENTERGY CORP NEW COM 29364G10 3994 59100 SH SHARED 05 55600 3500 D ENTERGY CORP NEW COM 29364G10 755 11182 SH SHARED 06 11182 D ENTERGY CORP NEW COM 29364G10 351 5200 SH SHARED 07 5200 D ENTERGY CORP NEW COM 29364G10 831 12300 SH SHARED 09 12300 D ENTERGY CORP NEW COM 29364G10 16966 251014 SH SHARED 10 251014 D ENTERPRISE PRODS PARTNERS L COM 29379210 650 25159 SH SHARED 25159 D ENTERPRISE PRODS PARTNERS L COM 29379210 556 21513 SH SHARED 01 9783 11730 D ENTERPRISE PRODS PARTNERS L COM 29379210 327 12670 SH SHR/OTHR 01 12670 D ENTERPRISE PRODS PARTNERS L COM 29379210 261 10100 SH SHARED 02 10100 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 2226 49973 SH SHARED 49973 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 129 2900 SH SHARED 01 2900 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 0 8 SH SHARED 02 8 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 515 11575 SH SHARED 10 11575 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 9003 202100 SH SHARED 11 202100 D ENTERRA ENERGY TR TR UNIT 29381P10 303 16040 SH SHARED 16040 D ENTERRA ENERGY TR TR UNIT 29381P10 5 300 SH SHARED 01 300 D ENTREMED INC COM 29382F10 234 72499 SH SHARED 72499 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 2841 340316 SH SHARED 340316 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 1246 149251 SH SHARED 02 149251 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 136 16300 SH SHARED 10 16300 D ENTRUST INC COM 29384810 643 169720 SH SHARED 169720 D ENTRUST INC COM 29384810 2400 633246 SH SHARED 02 633246 D ENTRUST INC COM 29384810 81 21500 SH SHARED 10 21500 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 1886 2006500 PRN SHARED 2006500 D ENZON PHARMACEUTICALS INC COM 29390410 1433 104481 SH SHARED 104481 D ENZON PHARMACEUTICALS INC COM 29390410 7768 566219 SH SHARED 01 566219 D ENZON PHARMACEUTICALS INC COM 29390410 343 25012 SH SHARED 02 25012 D ENZON PHARMACEUTICALS INC COM 29390410 2881 210000 SH SHARED 04 210000 D ENZON PHARMACEUTICALS INC COM 29390410 1635 119200 SH SHARED 10 119200 D EPCOS AG ADR 29410P10 19 1300 SH SHARED 1300 D EPCOS AG ADR 29410P10 126 8425 SH SHARED 02 8425 D ENZO BIOCHEM INC COM 29410010 1066 54761 SH SHARED 54761 D ENZO BIOCHEM INC COM 29410010 24 1265 SH SHARED 01 1265 D ENZO BIOCHEM INC COM 29410010 131 6764 SH SHARED 02 6764 D ENZO BIOCHEM INC COM 29410010 179 9237 SH SHARED 10 9237 D EON LABS INC COM 29412E10 3394 125732 SH SHARED 125732 D EON LABS INC COM 29412E10 1919 71100 SH SHARED 01 65800 5300 D EON LABS INC COM 29412E10 773 28635 SH SHARED 02 28635 D EON LABS INC COM 29412E10 654 24240 SH SHARED 04 24240 D EPICOR SOFTWARE CORP COM 29426L10 1616 114723 SH SHARED 114723 D EPICOR SOFTWARE CORP COM 29426L10 3743 265700 SH SHARED 01 265700 D EPICOR SOFTWARE CORP COM 29426L10 2432 172666 SH SHARED 02 172666 D EPICOR SOFTWARE CORP COM 29426L10 1523 108100 SH SHARED 10 108100 D EPLUS INC COM 29426810 52 4409 SH SHARED 4409 D EPLUS INC COM 29426810 54 4603 SH SHARED 02 4603 D EQUIFAX INC COM 29442910 10153 361350 SH SHARED 361350 D EQUIFAX INC COM 29442910 9264 329695 SH SHARED 01 213985 115710 D EQUIFAX INC COM 29442910 1467 52208 SH SHR/OTHR 01 32708 19500 D EQUIFAX INC COM 29442910 6149 218833 SH SHARED 02 218833 D EQUIFAX INC COM 29442910 35 1250 SH SHARED 06 1250 D EQUIFAX INC COM 29442910 3756 133685 SH SHARED 10 133685 D EQUINIX INC COM NEW 29444U50 927 21712 SH SHARED 21712 D EQUINIX INC COM NEW 29444U50 243 5700 SH SHARED 01 5700 D EQUINIX INC COM NEW 29444U50 12 300 SH SHARED 02 300 D EQUINIX INC COM NEW 29444U50 145 3400 SH SHARED 10 3400 D EQUITABLE RES INC COM 29454910 139 2300 SH SHARED 2300 D EQUITABLE RES INC COM 29454910 3967 65407 SH SHARED 65407 D EQUITABLE RES INC COM 29454910 7649 126100 SH SHARED 01 126000 100 D EQUITABLE RES INC COM 29454910 709 11700 SH SHR/OTHR 01 3800 7900 D EQUITABLE RES INC COM 29454910 1295 21351 SH SHARED 02 21351 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 111 1300 SH SHARED 01 1300 D EQUITY INNS INC COM 29470310 2121 180700 SH SHARED 180700 D EQUITY INNS INC COM 29470310 1714 146011 SH SHARED 02 145111 900 D EQUITY INNS INC COM 29470310 260 22200 SH SHARED 10 22200 D EQUITY INNS INC COM 29470310 1807 154000 SH SHARED 11 154000 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 1363 38145 SH SHARED 38145 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 1290 36100 SH SHARED 01 36100 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 3 101 SH SHARED 02 101 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 293 8200 SH SHARED 10 8200 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 900 25200 SH SHARED 11 25200 D EQUITY OFFICE PROPERTIES TRU COM 29474110 63375 2176352 SH SHARED 2176352 D EQUITY OFFICE PROPERTIES TRU COM 29474110 6632 227750 SH SHARED 01 226000 1750 D EQUITY OFFICE PROPERTIES TRU COM 29474110 64 2200 SH SHR/OTHR 01 350 1850 D EQUITY OFFICE PROPERTIES TRU COM 29474110 4904 168418 SH SHARED 02 168418 D EQUITY OFFICE PROPERTIES TRU COM 29474110 8 300 SH SHARED 05 300 D EQUITY OFFICE PROPERTIES TRU COM 29474110 13342 458174 SH SHARED 10 458174 D EQUITY OFFICE PROPERTIES TRU COM 29474110 295343 10142300 SH SHARED 11 10142300 D EQUITY ONE COM 29475210 1506 63500 SH SHARED 63500 D EQUITY ONE COM 29475210 40 1700 SH SHARED 01 1700 D EQUITY ONE COM 29475210 24 1024 SH SHARED 02 1024 D EQUITY ONE COM 29475210 350 14750 SH SHARED 10 14750 D EQUITY ONE COM 29475210 19408 817900 SH SHARED 11 817900 D EQUITY RESIDENTIAL SH BEN INT 29476L10 30611 846081 SH SHARED 837175 8906 D EQUITY RESIDENTIAL SH BEN INT 29476L10 648 17900 SH SHARED 01 17900 D EQUITY RESIDENTIAL SH BEN INT 29476L10 5568 153912 SH SHARED 02 153912 D EQUITY RESIDENTIAL SH BEN INT 29476L10 15734 434900 SH SHARED 10 434900 D EQUITY RESIDENTIAL SH BEN INT 29476L10 507139 14017125 SH SHARED 11 14017125 D EQUUS II INC COM 29476610 207 26903 SH SHARED 26903 D EQUUS II INC COM 29476610 611 79263 SH SHARED 02 79263 D ERESEARCHTECHNOLOGY INC COM 29481V10 1504 94917 SH SHARED 94917 D ERESEARCHTECHNOLOGY INC COM 29481V10 2211 139500 SH SHARED 01 139500 D ERESEARCHTECHNOLOGY INC COM 29481V10 2095 132212 SH SHARED 02 132212 D ERESEARCHTECHNOLOGY INC COM 29481V10 269 17000 SH SHARED 10 17000 D ERICSSON L M TEL CO ADR B SEK 10 29482160 56746 1802052 SH SHARED 1789452 12600 D ERICSSON L M TEL CO ADR B SEK 10 29482160 632 20094 SH SHARED 01 20094 D ERICSSON L M TEL CO ADR B SEK 10 29482160 50 1600 SH SHR/OTHR 01 1600 D ERICSSON L M TEL CO ADR B SEK 10 29482160 10 344 SH SHARED 02 344 D ERICSSON L M TEL CO ADR B SEK 10 29482160 5731 182000 SH SHARED 04 182000 D ERICSSON L M TEL CO ADR B SEK 10 29482160 103 3272 SH SHARED 10 3272 D ERIE INDTY CO CL A 29530P10 64 1228 SH SHARED 1228 D ERIE INDTY CO CL A 29530P10 70 1350 SH SHARED 01 1350 D ERIE INDTY CO CL A 29530P10 150 2872 SH SHARED 02 2872 D ERIE INDTY CO CL A 29530P10 935 17787 SH SHARED 10 17787 D ESCALADE INC COM 29605610 189 14173 SH SHARED 14173 D ESCALADE INC COM 29605610 167 12500 SH SHARED 01 12500 D ESCALADE INC COM 29605610 4 300 SH SHARED 02 300 D ESCALADE INC COM 29605610 29 2200 SH SHARED 10 2200 D ESCO TECHNOLOGIES INC COM 29631510 1842 24043 SH SHARED 24043 D ESCO TECHNOLOGIES INC COM 29631510 200 2610 SH SHARED 01 2610 D ESCO TECHNOLOGIES INC COM 29631510 36 481 SH SHARED 02 481 D ESCO TECHNOLOGIES INC COM 29631510 373 4867 SH SHARED 10 4867 D ESPEED INC CL A 29664310 545 44109 SH SHARED 44109 D ESPEED INC CL A 29664310 2010 162520 SH SHARED 01 162520 D ESPEED INC CL A 29664310 14 1206 SH SHARED 02 1206 D ESPEED INC CL A 29664310 1066 86200 SH SHARED 10 86200 D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F20 99 3800 SH SHARED 3800 D ESSEX CORP COM 29674410 177 8741 SH SHARED 8741 D ESSEX CORP COM 29674410 3855 190400 SH SHARED 01 190400 D ESSEX CORP COM 29674410 752 37154 SH SHARED 02 37154 D ESSEX CORP COM 29674410 536 26500 SH SHARED 05 26500 D ESSEX CORP COM 29674410 536 26500 SH SHARED 10 26500 D ESSEX PPTY TR INC COM 29717810 3555 42429 SH SHARED 42429 D ESSEX PPTY TR INC COM 29717810 5304 63300 SH SHARED 01 63300 D ESSEX PPTY TR INC COM 29717810 519 6200 SH SHARED 02 6200 D ESSEX PPTY TR INC COM 29717810 2069 24700 SH SHARED 10 24700 D ESTERLINE TECHNOLOGIES CORP COM 29742510 1556 47673 SH SHARED 47673 D ESTERLINE TECHNOLOGIES CORP COM 29742510 564 17300 SH SHARED 01 17300 D ESTERLINE TECHNOLOGIES CORP COM 29742510 318 9768 SH SHARED 02 9768 D ESTERLINE TECHNOLOGIES CORP COM 29742510 293 9000 SH SHARED 10 9000 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 72 956 SH SHARED 956 D ETHAN ALLEN INTERIORS INC COM 29760210 2401 60007 SH SHARED 60007 D ETHAN ALLEN INTERIORS INC COM 29760210 584 14600 SH SHARED 01 14600 D ETHAN ALLEN INTERIORS INC COM 29760210 10 267 SH SHARED 02 267 D ETHAN ALLEN INTERIORS INC COM 29760210 496 12400 SH SHARED 10 12400 D EUROBANCSHARES INC COM 29871610 305 14532 SH SHARED 14532 D EURONET WORLDWIDE INC COM 29873610 1064 40900 SH SHARED 40900 D EURONET WORLDWIDE INC COM 29873610 2513 96600 SH SHARED 01 96600 D EURONET WORLDWIDE INC COM 29873610 1200 46129 SH SHARED 02 46129 D EURONET WORLDWIDE INC COM 29873610 7516 288855 SH SHARED 10 288855 D EUROPE FD INC COM 29874M10 22 1944 SH SHARED 1944 D EUROPE FD INC COM 29874M10 83 7356 SH SHARED 02 7356 D EUROTRUST A/S SPONS ADR NEW 29879R20 25 5600 SH SHARED 02 5600 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 562 34800 SH SHARED 34800 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 73 4577 SH SHARED 01 4577 D EVERGREEN MANAGED INCOME FD COM SHS 30024Y10 25 1400 SH SHARED 02 1400 D EVERGREEN SOLAR INC COM 30033R10 14 3400 SH SHARED 3400 D EVERGREEN SOLAR INC COM 30033R10 162 37168 SH SHARED 02 37168 D EVERGREEN UTLS & HIGH INCM F COM 30034Q10 392 18968 SH SHARED 18968 D EVERGREEN UTLS & HIGH INCM F COM 30034Q10 1664 80432 SH SHARED 02 80432 D EXACT SCIENCES CORP COM 30063P10 162 42441 SH SHARED 42441 D EXACT SCIENCES CORP COM 30063P10 0 12 SH SHARED 02 12 D EXACTECH INC COM 30064E10 214 11703 SH SHARED 11703 D EXACTECH INC COM 30064E10 32 1792 SH SHARED 02 1792 D EXACTECH INC COM 30064E10 49 2700 SH SHARED 10 2700 D EXAR CORP COM 30064510 1706 120283 SH SHARED 120283 D EXAR CORP COM 30064510 13 957 SH SHR/OTHR 01 957 D EXAR CORP COM 30064510 31 2238 SH SHARED 02 2238 D EXAR CORP COM 30064510 226 15982 SH SHARED 10 15982 D EXCEL TECHNOLOGY INC COM 30067T10 684 26337 SH SHARED 26337 D EXCEL TECHNOLOGY INC COM 30067T10 5 200 SH SHARED 01 200 D EXCEL TECHNOLOGY INC COM 30067T10 21 835 SH SHARED 02 835 D EXCEL TECHNOLOGY INC COM 30067T10 107 4135 SH SHARED 10 4135 D EXCHANGE NATL BANCSHARES INC COM 30130910 13 484 SH SHARED 02 484 D EXELON CORP COM 30161N10 144901 3287980 SH SHARED 3007675 280305 D EXELON CORP COM 30161N10 143139 3248013 SH SHARED 01 852372 1918600 477041 D EXELON CORP COM 30161N10 1608 36498 SH SHR/OTHR 01 4068 32430 D EXELON CORP COM 30161N10 23605 535639 SH SHARED 02 535639 D EXELON CORP COM 30161N10 24229 549800 SH SHARED 03 549800 D EXELON CORP COM 30161N10 5508 125000 SH SHARED 04 125000 D EXELON CORP COM 30161N10 84743 1922935 SH SHARED 05 1403985 518950 D EXELON CORP COM 30161N10 31221 708457 SH SHARED 06 708457 D EXELON CORP COM 30161N10 1116 25332 SH SHARED 07 25332 D EXELON CORP COM 30161N10 2798 63500 SH SHARED 09 63500 D EXELON CORP COM 30161N10 31223 708502 SH SHARED 10 708502 D EXELIXIS INC COM 30161Q10 1473 155053 SH SHARED 155053 D EXELIXIS INC COM 30161Q10 52 5521 SH SHARED 02 5521 D EXELIXIS INC COM 30161Q10 5415 570000 SH SHARED 04 570000 D EXELIXIS INC COM 30161Q10 501 52800 SH SHARED 10 52800 D EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 30204310 16 3500 SH SHARED 02 3500 D EXIDE TECHNOLOGIES *W EXP 99/99/999 30205112 58 28593 SH SHARED 28593 D EXIDE TECHNOLOGIES *W EXP 99/99/999 30205112 424 206949 SH SHARED 02 206949 D EXIDE TECHNOLOGIES COM NEW 30205120 1097 79633 SH SHARED 79633 D EXIDE TECHNOLOGIES COM NEW 30205120 823 59771 SH SHARED 02 59771 D EXIDE TECHNOLOGIES COM NEW 30205120 135 9800 SH SHARED 10 9800 D EXPEDITORS INTL WASH INC COM 30213010 23129 413914 SH SHARED 413914 D EXPEDITORS INTL WASH INC COM 30213010 1698 30400 SH SHARED 01 29800 600 D EXPEDITORS INTL WASH INC COM 30213010 2171 38865 SH SHARED 02 38865 D EXPEDITORS INTL WASH INC COM 30213010 67 1200 SH SHARED 06 1200 D EXPEDITORS INTL WASH INC COM 30213010 2495 44656 SH SHARED 10 44656 D EXPONENT INC COM 30214U10 310 11311 SH SHARED 11311 D EXPONENT INC COM 30214U10 153 5581 SH SHARED 02 5581 D EXPONENT INC COM 30214U10 41 1500 SH SHARED 10 1500 D EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB 3 3000 PRN SHARED 3000 D EXPRESSJET HOLDINGS INC CL A 30218U10 2279 176974 SH SHARED 176974 D EXPRESSJET HOLDINGS INC CL A 30218U10 3548 275500 SH SHARED 01 275500 D EXPRESSJET HOLDINGS INC CL A 30218U10 16 1302 SH SHARED 02 1302 D EXPRESSJET HOLDINGS INC CL A 30218U10 191 14900 SH SHARED 10 14900 D EXPRESS SCRIPTS INC COM 30218210 53 700 SH SHARED 700 D EXPRESS SCRIPTS INC COM 30218210 35338 462299 SH SHARED 462299 D EXPRESS SCRIPTS INC COM 30218210 725 9490 SH SHARED 01 8700 790 D EXPRESS SCRIPTS INC COM 30218210 61 800 SH SHR/OTHR 01 800 D EXPRESS SCRIPTS INC COM 30218210 4969 65011 SH SHARED 02 65011 D EXPRESS SCRIPTS INC COM 30218210 3822 50000 SH SHARED 04 50000 D EXPRESS SCRIPTS INC COM 30218210 45 600 SH SHARED 06 600 D EXPRESS SCRIPTS INC COM 30218210 6407 83820 SH SHARED 10 83820 D EXTENDICARE INC CDA SUB VTG SH 30224T87 66 5200 SH SHARED 02 5200 D EXTRA SPACE STORAGE INC COM 30225T10 543 40786 SH SHARED 40786 D EXTRA SPACE STORAGE INC COM 30225T10 142 10700 SH SHARED 10 10700 D EXTREME NETWORKS INC NOTE 3.500%12/0 30226DAB 15584 15951500 PRN SHARED 15951500 D EXTREME NETWORKS INC COM 30226D10 2650 404608 SH SHARED 404608 D EXTREME NETWORKS INC COM 30226D10 2655 405466 SH SHARED 02 405466 D EXTREME NETWORKS INC COM 30226D10 263 40200 SH SHARED 10 40200 D EXULT INC DEL NOTE 2.500%10/0 302284AB 30221 32150000 PRN SHARED 02 32150000 D EYETECH PHARMACEUTICALS INC COM 30229710 1064 23400 SH SHARED 22000 1400 D EYETECH PHARMACEUTICALS INC COM 30229710 2429 53400 SH SHARED 01 48800 4200 400 D EYETECH PHARMACEUTICALS INC COM 30229710 1169 25700 SH SHARED 02 25700 D EYETECH PHARMACEUTICALS INC COM 30229710 26599 584600 SH SHARED 04 584600 D EYETECH PHARMACEUTICALS INC COM 30229710 1524 33500 SH SHARED 06 33500 D EYETECH PHARMACEUTICALS INC COM 30229710 1742 38300 SH SHARED 10 38300 D EZCORP INC CL A NON VTG 30230110 425 27607 SH SHARED 27607 D EZCORP INC CL A NON VTG 30230110 47 3051 SH SHARED 02 3051 D EXXON MOBIL CORP COM 30231G10 1305 25459 SH SHARED 25459 D EXXON MOBIL CORP COM 30231G10 1868531 36452048 SH SHARED 36145746 306302 D EXXON MOBIL CORP COM 30231G10 986750 19249909 SH SHARED 01 9311033 4175970 5762906 D EXXON MOBIL CORP COM 30231G10 175399 3421760 SH SHR/OTHR 01 1232198 2189562 D EXXON MOBIL CORP COM 30231G10 135449 2642395 SH SHARED 02 2642395 D EXXON MOBIL CORP COM 30231G10 16647 324758 SH SHARED 03 324758 D EXXON MOBIL CORP COM 30231G10 44446 867080 SH SHARED 04 867080 D EXXON MOBIL CORP COM 30231G10 47136 919561 SH SHARED 05 745259 174302 D EXXON MOBIL CORP COM 30231G10 20365 397297 SH SHARED 06 397297 D EXXON MOBIL CORP COM 30231G10 3172 61897 SH SHARED 07 61897 D EXXON MOBIL CORP COM 30231G10 8473 165300 SH SHARED 09 165300 D EXXON MOBIL CORP COM 30231G10 436825 8521759 SH SHARED 10 8521759 D FBL FINL GROUP INC CL A 30239F10 646 22636 SH SHARED 22636 D FBL FINL GROUP INC CL A 30239F10 19 700 SH SHARED 01 700 D FBL FINL GROUP INC CL A 30239F10 60 2103 SH SHARED 02 2103 D FBL FINL GROUP INC CL A 30239F10 120 4216 SH SHARED 10 4216 D FEI CO NOTE 6/1 30241LAD 933 940000 PRN SHARED 940000 D FEI CO COM 30241L10 1851 88152 SH SHARED 88152 D FEI CO COM 30241L10 224 10700 SH SHARED 01 10700 D FEI CO COM 30241L10 65 3106 SH SHARED 02 3106 D FEI CO COM 30241L10 214 10202 SH SHARED 10 10202 D FFLC BANCORP INC COM 30242W10 0 4 SH SHARED 02 4 D FLIR SYS INC COM 30244510 596 9347 SH SHARED 9347 D FLIR SYS INC COM 30244510 114 1800 SH SHARED 01 1800 D FLIR SYS INC COM 30244510 255 4009 SH SHARED 02 4009 D FLIR SYS INC COM 30244510 510 8000 SH SHARED 04 8000 D FLIR SYS INC COM 30244510 382 6000 SH SHARED 06 6000 D FMC TECHNOLOGIES INC COM 30249U10 1988 61756 SH SHARED 61756 D FMC TECHNOLOGIES INC COM 30249U10 12467 387189 SH SHARED 01 387189 D FMC TECHNOLOGIES INC COM 30249U10 10 313 SH SHR/OTHR 01 313 D FMC TECHNOLOGIES INC COM 30249U10 833 25891 SH SHARED 02 25891 D FMC TECHNOLOGIES INC COM 30249U10 5168 160500 SH SHARED 10 160500 D F M C CORP COM NEW 30249130 608 12600 SH SHARED 12600 D F M C CORP COM NEW 30249130 6745 139664 SH SHARED 139664 D F M C CORP COM NEW 30249130 10606 219601 SH SHARED 01 219601 D F M C CORP COM NEW 30249130 459 9506 SH SHARED 02 9506 D F M C CORP COM NEW 30249130 3091 64000 SH SHARED 10 64000 D FMS FINL CORP COM 30250910 0 8 SH SHARED 02 8 D F N B CORP N C COM 30251910 319 16702 SH SHARED 02 16702 D FNB CORP PA COM 30252010 2126 104468 SH SHARED 104468 D FNB CORP PA COM 30252010 1118 54914 SH SHARED 01 54914 D FNB CORP PA COM 30252010 200 9823 SH SHARED 02 9823 D FNB CORP PA COM 30252010 1164 57200 SH SHARED 10 57200 D FNB FINANCIAL SERVICES CORP COM 30252610 1393 61100 SH SHARED 02 61100 D FNX MNG CO INC COM 30253R10 4330 1000000 SH SHARED 01 1000000 D FPIC INS GROUP INC COM 30256310 590 16679 SH SHARED 16679 D FPIC INS GROUP INC COM 30256310 254 7200 SH SHARED 01 7200 D FPIC INS GROUP INC COM 30256310 692 19583 SH SHARED 02 19583 D FPIC INS GROUP INC COM 30256310 403 11400 SH SHARED 10 11400 D FPL GROUP INC COM 30257110 239 3200 SH SHARED 3200 D FPL GROUP INC COM 30257110 37640 503557 SH SHARED 503557 D FPL GROUP INC COM 30257110 23020 307962 SH SHARED 01 111206 196756 D FPL GROUP INC COM 30257110 3688 49343 SH SHR/OTHR 01 10869 38474 D FPL GROUP INC COM 30257110 6025 80607 SH SHARED 02 80607 D FPL GROUP INC COM 30257110 448 6000 SH SHARED 04 6000 D FPL GROUP INC COM 30257110 420 5630 SH SHARED 05 5630 D FPL GROUP INC COM 30257110 287 3850 SH SHARED 06 3850 D FPL GROUP INC COM 30257110 15126 202365 SH SHARED 10 202365 D FSI INTL INC COM 30263310 250 53647 SH SHARED 53647 D FSI INTL INC COM 30263310 83 17795 SH SHARED 02 17795 D FSI INTL INC COM 30263310 66 14200 SH SHARED 10 14200 D FX ENERGY INC COM 30269510 691 59224 SH SHARED 59224 D FX ENERGY INC COM 30269510 136 11700 SH SHARED 02 11700 D FX ENERGY INC COM 30269510 140 12000 SH SHARED 10 12000 D FAB INDS INC COM 30274710 154 39500 SH SHARED 02 39500 D F N B CORP VA COM 30293010 353 12471 SH SHARED 12471 D F N B CORP VA COM 30293010 373 13159 SH SHARED 02 13159 D F N B CORP VA COM 30293010 39 1400 SH SHARED 10 1400 D FTI CONSULTING INC COM 30294110 1735 82389 SH SHARED 82389 D FTI CONSULTING INC COM 30294110 6240 296200 SH SHARED 01 296200 D FTI CONSULTING INC COM 30294110 0 11 SH SHARED 02 11 D FTI CONSULTING INC COM 30294110 476 22600 SH SHARED 10 22600 D FACTORY CARD OUTLET & PARTY COM 30305110 87 7800 SH SHARED 02 7800 D FACTSET RESH SYS INC COM 30307510 2692 46072 SH SHARED 46072 D FACTSET RESH SYS INC COM 30307510 1402 24000 SH SHARED 01 24000 D FACTSET RESH SYS INC COM 30307510 107 1831 SH SHARED 02 1831 D FACTSET RESH SYS INC COM 30307510 689 11800 SH SHARED 10 11800 D FAIR ISAAC CORP NOTE 1.500% 8/1 303250AB 10865 10378000 PRN SHARED 02 10378000 D FAIR ISAAC CORP COM 30325010 69 1900 SH SHARED 1900 D FAIR ISAAC CORP COM 30325010 2493 67969 SH SHARED 67969 D FAIR ISAAC CORP COM 30325010 897 24462 SH SHARED 01 24462 D FAIR ISAAC CORP COM 30325010 82 2250 SH SHR/OTHR 01 2250 D FAIR ISAAC CORP COM 30325010 3034 82725 SH SHARED 02 82725 D FAIRCHILD CORP CL A 30369810 90 24400 SH SHARED 24400 D FAIRCHILD CORP CL A 30369810 0 44 SH SHARED 02 44 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 40 2500 SH SHARED 2500 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 5503 338468 SH SHARED 338468 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 346 21300 SH SHARED 01 21300 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 32 2000 SH SHR/OTHR 01 2000 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 2270 139629 SH SHARED 02 139629 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 1437 88400 SH SHARED 10 88400 D FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000%11/0 303727AJ 6870 6816000 PRN SHARED 02 6816000 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 419 2492 SH SHARED 2492 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 16 100 SH SHARED 01 100 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 923 5479 SH SHARED 02 5479 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 16 100 SH SHARED 06 100 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 505 3000 SH SHARED 10 3000 D FAIRMONT HOTELS RESORTS INC NOTE 3.750%12/0 305204AB 25988 23060000 PRN SHARED 23060000 D FAIRMONT HOTELS RESORTS INC COM 30520410 6697 193357 SH SHARED 193357 D FAIRMONT HOTELS RESORTS INC COM 30520410 27 800 SH SHARED 01 800 D FAIRMONT HOTELS RESORTS INC COM 30520410 19 562 SH SHR/OTHR 01 562 D FAIRMONT HOTELS RESORTS INC COM 30520410 1232 35567 SH SHARED 02 35567 D FAIRMONT HOTELS RESORTS INC COM 30520410 2 77 SH SHARED 05 77 D FAIRMONT HOTELS RESORTS INC COM 30520410 661 19095 SH SHARED 10 19095 D FALCONSTOR SOFTWARE INC COM 30613710 460 48116 SH SHARED 48116 D FALCONSTOR SOFTWARE INC COM 30613710 2658 277800 SH SHARED 01 277800 D FALCONSTOR SOFTWARE INC COM 30613710 424 44311 SH SHARED 02 44311 D FALCONSTOR SOFTWARE INC COM 30613710 384 40200 SH SHARED 05 40200 D FALCONSTOR SOFTWARE INC COM 30613710 508 53183 SH SHARED 10 53183 D FAMILY DLR STORES INC COM 30700010 18392 588925 SH SHARED 499275 89650 D FAMILY DLR STORES INC COM 30700010 146213 4681814 SH SHARED 01 3638490 104000 939324 D FAMILY DLR STORES INC COM 30700010 357 11450 SH SHR/OTHR 01 1850 9600 D FAMILY DLR STORES INC COM 30700010 1912 61246 SH SHARED 02 61246 D FAMILY DLR STORES INC COM 30700010 534 17100 SH SHARED 04 17100 D FAMILY DLR STORES INC COM 30700010 3756 120300 SH SHARED 06 120300 D FAMILY DLR STORES INC COM 30700010 26833 859213 SH SHARED 10 859213 D FARGO ELECTRONICS INC COM 30744P10 830 55429 SH SHARED 55429 D FARGO ELECTRONICS INC COM 30744P10 128 8572 SH SHARED 02 8572 D FARMER BROS CO COM 30767510 370 15288 SH SHARED 15288 D FARMER BROS CO COM 30767510 24 1000 SH SHARED 01 1000 D FARMER BROS CO COM 30767510 81 3378 SH SHARED 02 3378 D FARMER BROS CO COM 30767510 46 1900 SH SHARED 10 1900 D FARMERS CAP BK CORP COM 30956210 446 10826 SH SHARED 10826 D FARMERS CAP BK CORP COM 30956210 8 200 SH SHARED 01 200 D FARMERS CAP BK CORP COM 30956210 0 2 SH SHARED 02 2 D FARMERS CAP BK CORP COM 30956210 70 1700 SH SHARED 10 1700 D FARO TECHNOLOGIES INC COM 31164210 802 25741 SH SHARED 25741 D FARO TECHNOLOGIES INC COM 31164210 3513 112700 SH SHARED 01 112700 D FARO TECHNOLOGIES INC COM 31164210 1247 40000 SH SHARED 02 40000 D FARO TECHNOLOGIES INC COM 31164210 483 15500 SH SHARED 05 15500 D FARO TECHNOLOGIES INC COM 31164210 642 20600 SH SHARED 10 20600 D FASTENAL CO COM 31190010 17871 290303 SH SHARED 290303 D FASTENAL CO COM 31190010 1342 21800 SH SHARED 01 21800 D FASTENAL CO COM 31190010 1551 25202 SH SHARED 02 25202 D FASTENAL CO COM 31190010 520 8463 SH SHARED 10 8463 D FEDDERS CORP COM NEW 31313550 196 54400 SH SHARED 54400 D FEDERAL AGRIC MTG CORP CL C 31314830 1048 45013 SH SHARED 45013 D FEDERAL AGRIC MTG CORP CL C 31314830 8 362 SH SHARED 02 362 D FEDERAL AGRIC MTG CORP CL C 31314830 102 4400 SH SHARED 10 4400 D FEDERAL HOME LN MTG CORP COM 31340030 215646 2926010 SH SHARED 2888785 37225 D FEDERAL HOME LN MTG CORP COM 31340030 149676 2030887 SH SHARED 01 1735295 32400 263192 D FEDERAL HOME LN MTG CORP COM 31340030 1943 26375 SH SHR/OTHR 01 7000 19375 D FEDERAL HOME LN MTG CORP COM 31340030 21808 295903 SH SHARED 02 295903 D FEDERAL HOME LN MTG CORP COM 31340030 1842 25000 SH SHARED 04 25000 D FEDERAL HOME LN MTG CORP COM 31340030 36 500 SH SHARED 05 500 D FEDERAL HOME LN MTG CORP COM 31340030 5622 76290 SH SHARED 06 76290 D FEDERAL HOME LN MTG CORP COM 31340030 598628 8122499 SH SHARED 10 8122499 D FEDERAL NATL MTG ASSN COM 31358610 51 720 SH SHARED 720 D FEDERAL NATL MTG ASSN COM 31358610 333426 4682297 SH SHARED 4643754 38543 D FEDERAL NATL MTG ASSN COM 31358610 192237 2699592 SH SHARED 01 1464806 586775 648011 D FEDERAL NATL MTG ASSN COM 31358610 7708 108248 SH SHR/OTHR 01 9990 98258 D FEDERAL NATL MTG ASSN COM 31358610 58736 824837 SH SHARED 02 824837 D FEDERAL NATL MTG ASSN COM 31358610 8025 112700 SH SHARED 04 112700 D FEDERAL NATL MTG ASSN COM 31358610 6403 89922 SH SHARED 05 85252 4670 D FEDERAL NATL MTG ASSN COM 31358610 9827 138012 SH SHARED 06 138012 D FEDERAL NATL MTG ASSN COM 31358610 501 7043 SH SHARED 07 7043 D FEDERAL NATL MTG ASSN COM 31358610 1210 17000 SH SHARED 09 17000 D FEDERAL NATL MTG ASSN COM 31358610 488503 6860042 SH SHARED 10 6860042 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 102 1988 SH SHARED 1988 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 268 5194 SH SHARED 02 5194 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 168652 3265300 SH SHARED 11 3265300 D FEDERAL SIGNAL CORP COM 31385510 2238 126740 SH SHARED 126740 D FEDERAL SIGNAL CORP COM 31385510 240 13600 SH SHARED 01 13600 D FEDERAL SIGNAL CORP COM 31385510 221 12568 SH SHARED 02 12568 D FEDERAL SIGNAL CORP COM 31385510 316 17930 SH SHARED 10 17930 D FEDERATED DEPT STORES INC DE COM 31410H10 41442 717128 SH SHARED 717128 D FEDERATED DEPT STORES INC DE COM 31410H10 6637 114862 SH SHARED 01 64762 50100 D FEDERATED DEPT STORES INC DE COM 31410H10 6948 120241 SH SHARED 02 120241 D FEDERATED DEPT STORES INC DE COM 31410H10 369 6389 SH SHARED 06 6389 D FEDERATED DEPT STORES INC DE COM 31410H10 73700 1275314 SH SHARED 10 1275314 D FEDERATED INVS INC PA CL B 31421110 45 1500 SH SHARED 1500 D FEDERATED INVS INC PA CL B 31421110 33765 1110702 SH SHARED 1110702 D FEDERATED INVS INC PA CL B 31421110 161 5300 SH SHARED 01 5300 D FEDERATED INVS INC PA CL B 31421110 5889 193748 SH SHARED 02 193748 D FEDERATED INVS INC PA CL B 31421110 2312 76078 SH SHARED 10 76078 D FEDERATED PREM INTR MUN INC COM 31423M10 25 2000 SH SHARED 02 2000 D FEDEX CORP COM 31428X10 119393 1212239 SH SHARED 1211239 1000 D FEDEX CORP COM 31428X10 135734 1378151 SH SHARED 01 806928 365000 206223 D FEDEX CORP COM 31428X10 1127 11450 SH SHR/OTHR 01 2170 9280 D FEDEX CORP COM 31428X10 12782 129787 SH SHARED 02 129787 D FEDEX CORP COM 31428X10 1181 12000 SH SHARED 04 12000 D FEDEX CORP COM 31428X10 19 200 SH SHARED 05 200 D FEDEX CORP COM 31428X10 1314 13351 SH SHARED 06 13351 D FEDEX CORP COM 31428X10 38115 386995 SH SHARED 10 386995 D FELCOR LODGING TR INC COM 31430F10 2594 177112 SH SHARED 177112 D FELCOR LODGING TR INC COM 31430F10 1712 116900 SH SHARED 01 116900 D FELCOR LODGING TR INC COM 31430F10 389 26589 SH SHARED 02 26589 D FELCOR LODGING TR INC COM 31430F10 599 40931 SH SHARED 10 40931 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 4374 172510 SH SHARED 172510 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 256 12624 SH SHARED 12624 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 10 500 SH SHARED 02 500 D FERRO CORP COM 31540510 3142 135518 SH SHARED 135518 D FERRO CORP COM 31540510 222 9600 SH SHARED 01 9600 D FERRO CORP COM 31540510 238 10303 SH SHARED 02 10303 D FERRO CORP COM 31540510 357 15432 SH SHARED 10 15432 D F5 NETWORKS INC COM 31561610 3157 64814 SH SHARED 64814 D F5 NETWORKS INC COM 31561610 4336 89000 SH SHARED 01 89000 D F5 NETWORKS INC COM 31561610 151 3117 SH SHARED 02 3117 D F5 NETWORKS INC COM 31561610 3552 72910 SH SHARED 10 72910 D FIAT S P A SP ADR ORD NEW 31562188 238 30000 SH SHARED 30000 D FIAT S P A SP ADR ORD NEW 31562188 93 11721 SH SHARED 02 11721 D FIDELITY BANKSHARES INC NEW COM 31604Q10 1043 24404 SH SHARED 24404 D FIDELITY BANKSHARES INC NEW COM 31604Q10 4096 95800 SH SHARED 01 95800 D FIDELITY BANKSHARES INC NEW COM 31604Q10 0 11 SH SHARED 02 11 D FIDELITY BANKSHARES INC NEW COM 31604Q10 470 11000 SH SHARED 05 11000 D FIDELITY BANKSHARES INC NEW COM 31604Q10 1141 26700 SH SHARED 10 26700 D FIDELITY NATL FINL INC COM 31632610 114588 2509057 SH SHARED 2509057 D FIDELITY NATL FINL INC COM 31632610 4118 90186 SH SHARED 01 90143 43 D FIDELITY NATL FINL INC COM 31632610 2690 58917 SH SHARED 02 58917 D FIDELITY NATL FINL INC COM 31632610 73 1620 SH SHARED 06 1620 D FIDELITY NATL FINL INC COM 31632610 1654 36220 SH SHARED 10 36220 D FIFTH THIRD BANCORP COM 31677310 91901 1942941 SH SHARED 1942941 D FIFTH THIRD BANCORP COM 31677310 20319 429583 SH SHARED 01 240868 188715 D FIFTH THIRD BANCORP COM 31677310 3076 65048 SH SHR/OTHR 01 34925 30123 D FIFTH THIRD BANCORP COM 31677310 12082 255438 SH SHARED 02 255438 D FIFTH THIRD BANCORP COM 31677310 2227 47100 SH SHARED 03 47100 D FIFTH THIRD BANCORP COM 31677310 1508 31900 SH SHARED 05 31900 D FIFTH THIRD BANCORP COM 31677310 542 11468 SH SHARED 06 11468 D FIFTH THIRD BANCORP COM 31677310 32188 680523 SH SHARED 10 680523 D 51JOB INC SP ADR REP COM 31682710 363 7000 SH SHARED 7000 D FILENET CORP COM 31686910 2083 80890 SH SHARED 80890 D FILENET CORP COM 31686910 126 4900 SH SHARED 01 4900 D FILENET CORP COM 31686910 3499 135859 SH SHARED 02 135859 D FILENET CORP COM 31686910 412 16028 SH SHARED 10 16028 D FINANCIAL FED CORP COM 31749210 1317 33621 SH SHARED 33621 D FINANCIAL FED CORP COM 31749210 33 850 SH SHARED 01 850 D FINANCIAL FED CORP COM 31749210 1139 29064 SH SHARED 02 29064 D FINANCIAL FED CORP COM 31749210 278 7100 SH SHARED 10 7100 D FINANCIAL INSTNS INC COM 31758540 338 14544 SH SHARED 14544 D FINANCIAL INSTNS INC COM 31758540 53 2301 SH SHARED 02 2301 D FINANCIAL INSTNS INC COM 31758540 51 2200 SH SHARED 10 2200 D FINDWHAT COM COM 31779410 4001 225698 SH SHARED 225698 D FINDWHAT COM COM 31779410 12 700 SH SHARED 01 700 D FINDWHAT COM COM 31779410 1811 102144 SH SHARED 02 102144 D FINDWHAT COM COM 31779410 163 9200 SH SHARED 10 9200 D FINISAR NOTE 5.250%10/1 31787AAC 2730 3000000 PRN SHARED 3000000 D FINISAR NOTE 2.500%10/1 31787AAF 1499 1567000 PRN SHARED 1567000 D FINISAR NOTE 2.500%10/1 31787AAF 325 340000 PRN SHARED 02 340000 D FINISAR COM 31787A10 1341 588471 SH SHARED 588471 D FINISAR COM 31787A10 14 6535 SH SHARED 02 6535 D FINISAR COM 31787A10 170 74900 SH SHARED 10 74900 D FINLAY ENTERPRISES INC COM NEW 31788420 473 23937 SH SHARED 02 23937 D FINISH LINE INC CL A 31792310 126 6900 SH SHARED 6900 D FINISH LINE INC CL A 31792310 1485 81194 SH SHARED 81194 D FINISH LINE INC CL A 31792310 29 1600 SH SHARED 01 1600 D FINISH LINE INC CL A 31792310 1638 89509 SH SHARED 02 89509 D FINISH LINE INC CL A 31792310 278 15200 SH SHARED 10 15200 D FIRST ADVANTAGE CORP CL A 31845F10 127 6248 SH SHARED 6248 D FIRST ADVANTAGE CORP CL A 31845F10 2 118 SH SHARED 02 118 D FIRST ACCEPTANCE CORP COM 31845710 402 44974 SH SHARED 44974 D FIRST ACCEPTANCE CORP COM 31845710 8 1000 SH SHARED 02 1000 D FIRST ALBANY COS INC COM 31846510 0 8 SH SHARED 02 8 D FIRST AMERN CORP CALIF COM 31852230 207 5900 SH SHARED 5900 D FIRST AMERN CORP CALIF COM 31852230 11374 323695 SH SHARED 323695 D FIRST AMERN CORP CALIF COM 31852230 1233 35100 SH SHARED 01 26100 9000 D FIRST AMERN CORP CALIF COM 31852230 5666 161251 SH SHARED 02 161251 D FIRST AVIATION SVCS INC COM 31865W10 53 12700 SH SHARED 02 12700 D FIRST BANCORP IND INC NEW COM 31867T10 521 26900 SH SHARED 02 26900 D FIRST BANCORP P R COM 31867210 3978 62642 SH SHARED 62642 D FIRST BANCORP P R COM 31867210 3473 54699 SH SHARED 01 54699 D FIRST BANCORP P R COM 31867210 167 2643 SH SHARED 02 2643 D FIRST BANCORP P R COM 31867210 3448 54300 SH SHARED 10 54300 D FIRST BANCSHARES INC MO COM 31868710 24 1200 SH SHARED 02 1200 D FIRST BANCORP N C COM 31891010 549 20224 SH SHARED 20224 D FIRST BANCORP N C COM 31891010 48 1800 SH SHARED 01 1800 D FIRST BANCORP N C COM 31891010 0 3 SH SHARED 02 3 D FIRST BANCORP N C COM 31891010 167 6150 SH SHARED 10 6150 D FIRST BUSEY CORP COM 31938310 505 24200 SH SHARED 24200 D FIRST BUSEY CORP COM 31938310 0 4 SH SHARED 02 4 D FIRST BUSEY CORP COM 31938310 106 5100 SH SHARED 10 5100 D FIRST CASH FINL SVCS INC COM 31942D10 636 23848 SH SHARED 23848 D FIRST CASH FINL SVCS INC COM 31942D10 2011 75327 SH SHARED 02 75327 D FIRST CASH FINL SVCS INC COM 31942D10 154 5800 SH SHARED 10 5800 D FIRST CHARTER CORP COM 31943910 1500 57321 SH SHARED 57321 D FIRST CHARTER CORP COM 31943910 44 1700 SH SHARED 01 1700 D FIRST CHARTER CORP COM 31943910 1712 65434 SH SHARED 02 65434 D FIRST CHARTER CORP COM 31943910 369 14100 SH SHARED 10 14100 D FIRST CTZNS BANC CORP COM NO PAR 31945920 0 4 SH SHARED 02 4 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 1604 10825 SH SHARED 10825 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 42 290 SH SHARED 01 290 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 154 1044 SH SHR/OTHR 01 1044 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 0 2 SH SHARED 02 2 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 400 2700 SH SHARED 10 2700 D FIRST COMWLTH FINL CORP PA COM 31982910 18019 1170850 SH SHARED 1170850 D FIRST COMWLTH FINL CORP PA COM 31982910 17 1150 SH SHARED 01 1150 D FIRST COMWLTH FINL CORP PA COM 31982910 9 612 SH SHARED 02 612 D FIRST COMWLTH FINL CORP PA COM 31982910 399 25982 SH SHARED 10 25982 D FIRST CMNTY BANCSHARES INC N COM 31983A10 665 18446 SH SHARED 18446 D FIRST CMNTY BANCSHARES INC N COM 31983A10 0 3 SH SHARED 02 3 D FIRST CMNTY BANCSHARES INC N COM 31983A10 135 3749 SH SHARED 10 3749 D FIRST CMNTY BANCORP CALIF COM 31983B10 1058 24800 SH SHARED 24800 D FIRST CMNTY BANCORP CALIF COM 31983B10 614 14400 SH SHARED 01 14400 D FIRST CMNTY BANCORP CALIF COM 31983B10 20 480 SH SHARED 02 480 D FIRST CMNTY BANCORP CALIF COM 31983B10 777 18200 SH SHARED 10 18200 D FIRST CMNTY CORP S C COM 31983510 23 1200 SH SHARED 02 1200 D FIRST CONSULTING GROUP INC COM 31986R10 55 9012 SH SHARED 9012 D FIRST CONSULTING GROUP INC COM 31986R10 83 13700 SH SHARED 02 13700 D FIRST DATA CORP COM 31996310 91828 2158629 SH SHARED 2146429 12200 D FIRST DATA CORP COM 31996310 51832 1218449 SH SHARED 01 422118 796331 D FIRST DATA CORP COM 31996310 7514 176645 SH SHR/OTHR 01 22290 154355 D FIRST DATA CORP COM 31996310 15928 374426 SH SHARED 02 374426 D FIRST DATA CORP COM 31996310 38775 911500 SH SHARED 04 911500 D FIRST DATA CORP COM 31996310 30 719 SH SHARED 05 719 D FIRST DATA CORP COM 31996310 4860 114249 SH SHARED 06 114249 D FIRST DATA CORP COM 31996310 42686 1003447 SH SHARED 10 1003447 D FIRST FED BANCORP INC OHIO COM 31996610 1009 76448 SH SHARED 02 76448 D FIRST DEFIANCE FINL CORP COM 32006W10 2 100 SH SHARED 100 D FIRST DEFIANCE FINL CORP COM 32006W10 2 79 SH SHARED 02 79 D FIRST FED BANCSHARES ARK INC COM 32020F10 19 900 SH SHARED 900 D FIRST FINL BANKSHARES COM 32020R10 1128 25180 SH SHARED 25180 D FIRST FINL BANKSHARES COM 32020R10 103 2300 SH SHARED 01 2300 D FIRST FINL BANKSHARES COM 32020R10 0 4 SH SHARED 02 4 D FIRST FINL BANKSHARES COM 32020R10 214 4790 SH SHARED 10 4790 D FIRST FED BANKSHARES INC DEL COM 32020V10 27 1200 SH SHARED 02 1200 D FIRST FINL BANCORP OH COM 32020910 1178 67354 SH SHARED 67354 D FIRST FINL BANCORP OH COM 32020910 78 4474 SH SHARED 01 4474 D FIRST FINL BANCORP OH COM 32020910 365 20868 SH SHARED 02 20868 D FIRST FINL BANCORP OH COM 32020910 198 11342 SH SHARED 10 11342 D FIRST FINL CORP IND COM 32021810 878 25087 SH SHARED 25087 D FIRST FINL CORP IND COM 32021810 31 900 SH SHARED 01 900 D FIRST FINL CORP IND COM 32021810 0 4 SH SHARED 02 4 D FIRST FINL CORP IND COM 32021810 143 4110 SH SHARED 10 4110 D FIRST FINL SVC CORP COM 32022D10 0 4 SH SHARED 02 4 D FIRST FINL HLDGS INC COM 32023910 746 22800 SH SHARED 22800 D FIRST FINL HLDGS INC COM 32023910 26 800 SH SHARED 01 800 D FIRST FINL HLDGS INC COM 32023910 15 485 SH SHARED 02 485 D FIRST FINL HLDGS INC COM 32023910 137 4200 SH SHARED 10 4200 D FIRST FRANKLIN CORP COM 32027210 27 1400 SH SHARED 02 1400 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 1520 66445 SH SHARED 66445 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 3504 153100 SH SHARED 01 153100 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 1097 47967 SH SHARED 02 47967 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 1094 47800 SH SHARED 10 47800 D FIRST HORIZON NATL CORP COM 32051710 142543 3306500 SH SHARED 3306500 D FIRST HORIZON NATL CORP COM 32051710 1101 25556 SH SHARED 01 17556 8000 D FIRST HORIZON NATL CORP COM 32051710 6992 162208 SH SHARED 02 162208 D FIRST HORIZON NATL CORP COM 32051710 646 15000 SH SHARED 04 15000 D FIRST HORIZON NATL CORP COM 32051710 43 1000 SH SHARED 06 1000 D FIRST HORIZON NATL CORP COM 32051710 6157 142834 SH SHARED 10 142834 D 1ST INDEPENDENCE FINL GRP IN COM 32053S10 24 1300 SH SHARED 02 1300 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 3313 81342 SH SHARED 81342 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 2501 61482 SH SHARED 01 56032 5450 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 90 2211 SH SHARED 02 2211 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 741 18200 SH SHARED 10 18200 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 65530 1608900 SH SHARED 11 1608900 D FIRST IND CORP COM 32054R10 584 25961 SH SHARED 25961 D FIRST IND CORP COM 32054R10 49 2183 SH SHARED 01 2183 D FIRST IND CORP COM 32054R10 0 4 SH SHARED 02 4 D FIRST IND CORP COM 32054R10 108 4800 SH SHARED 10 4800 D FIRST ISRAEL FD INC COM 32063L10 36 2400 SH SHARED 2400 D FIRST KEYSTONE FINL INC COM 32065510 24 1050 SH SHARED 02 1050 D FIRST LONG IS CORP COM 32073410 320 6346 SH SHARED 6346 D FIRST LONG IS CORP COM 32073410 0 1 SH SHARED 02 1 D FIRST LONG IS CORP COM 32073410 30 600 SH SHARED 10 600 D FIRST M & F CORP COM 32074410 0 4 SH SHARED 02 4 D FIRST MARBLEHEAD CORP COM 32077110 272 4840 SH SHARED 4840 D FIRST MARBLEHEAD CORP COM 32077110 28302 503148 SH SHARED 01 453900 47200 2048 D FIRST MARBLEHEAD CORP COM 32077110 23 411 SH SHR/OTHR 01 411 D FIRST MARBLEHEAD CORP COM 32077110 382 6800 SH SHARED 02 6800 D FIRST MARBLEHEAD CORP COM 32077110 517 9200 SH SHARED 06 9200 D FIRST MARBLEHEAD CORP COM 32077110 15300 272000 SH SHARED 10 272000 D FIRST MARINER BANCORP COM 32079510 40 2300 SH SHARED 02 2300 D FIRST MERCHANTS CORP COM 32081710 949 33560 SH SHARED 33560 D FIRST MERCHANTS CORP COM 32081710 86 3059 SH SHARED 01 3059 D FIRST MERCHANTS CORP COM 32081710 0 1 SH SHARED 02 1 D FIRST MERCHANTS CORP COM 32081710 295 10428 SH SHARED 10 10428 D FIRST MIDWEST BANCORP DEL COM 32086710 3315 91360 SH SHARED 91360 D FIRST MIDWEST BANCORP DEL COM 32086710 1177 32453 SH SHARED 01 32453 D FIRST MIDWEST BANCORP DEL COM 32086710 150 4142 SH SHARED 02 4142 D FIRST MIDWEST BANCORP DEL COM 32086710 983 27100 SH SHARED 10 27100 D FIRST MIDWEST FINL INC COM 32087810 25 1100 SH SHARED 02 1100 D FIRST HEALTH GROUP CORP COM 32096010 9382 501474 SH SHARED 501474 D FIRST HEALTH GROUP CORP COM 32096010 4409 235700 SH SHARED 01 235700 D FIRST HEALTH GROUP CORP COM 32096010 27431 1466158 SH SHARED 02 1466158 D FIRST HEALTH GROUP CORP COM 32096010 733 39200 SH SHARED 10 39200 D FIRST NATL BANKSHRS FL INC N COM 32110010 2581 108000 SH SHARED 108000 D FIRST NATL BANKSHRS FL INC N COM 32110010 39 1661 SH SHARED 01 1661 D FIRST NATL BANKSHRS FL INC N COM 32110010 10209 427195 SH SHARED 02 427195 D FIRST NATL BANKSHRS FL INC N COM 32110010 620 25965 SH SHARED 10 25965 D FIRST NIAGARA FINL GP INC COM 33582V10 2385 171020 SH SHARED 171020 D FIRST NIAGARA FINL GP INC COM 33582V10 209 15000 SH SHARED 01 15000 D FIRST NIAGARA FINL GP INC COM 33582V10 0 31 SH SHARED 02 31 D FIRST NIAGARA FINL GP INC COM 33582V10 739 53017 SH SHARED 10 53017 D FIRST OAK BROOK BANCSHARES I COM 33584720 375 11597 SH SHARED 11597 D FIRST OAK BROOK BANCSHARES I COM 33584720 0 1 SH SHARED 02 1 D FIRST OAK BROOK BANCSHARES I COM 33584720 82 2550 SH SHARED 10 2550 D FIRST POTOMAC RLTY TR COM 33610F10 25 1100 SH SHARED 1100 D FIRST POTOMAC RLTY TR COM 33610F10 5335 234000 SH SHARED 11 234000 D FIRST PL FINL CORP COM 33610T10 561 25083 SH SHARED 25083 D FIRST PL FINL CORP COM 33610T10 23 1031 SH SHARED 01 1031 D FIRST PL FINL CORP COM 33610T10 0 3 SH SHARED 02 3 D FIRST PL FINL CORP COM 33610T10 87 3900 SH SHARED 10 3900 D FIRST REP BK SAN FRANCISCO COM 33615810 1341 25314 SH SHARED 25314 D FIRST REP BK SAN FRANCISCO COM 33615810 1950 36800 SH SHARED 01 36800 D FIRST REP BK SAN FRANCISCO COM 33615810 10 202 SH SHARED 02 202 D FIRST REP BK SAN FRANCISCO COM 33615810 259 4900 SH SHARED 10 4900 D FIRST ST BANCORPORATION COM 33645310 498 13554 SH SHARED 13554 D FIRST ST BANCORPORATION COM 33645310 128 3500 SH SHARED 10 3500 D FIRST SOUTH BANCORP INC VA COM 33646W10 0 6 SH SHARED 02 6 D 1ST SOURCE CORP COM 33690110 541 21221 SH SHARED 21221 D 1ST SOURCE CORP COM 33690110 29 1170 SH SHARED 01 1170 D 1ST SOURCE CORP COM 33690110 0 4 SH SHARED 02 4 D 1ST SOURCE CORP COM 33690110 101 3981 SH SHARED 10 3981 D FIRST TR VALUE LINE DIV FD COM SHS 33735A10 7618 493419 SH SHARED 493419 D FIRST TR VALUE LINE DIV FD COM SHS 33735A10 3452 223581 SH SHARED 02 223581 D FIRST TR VALUE LINE 100 FD COM SHS 33735D10 458 26815 SH SHARED 26815 D FIRST TR VALUE LINE 100 FD COM SHS 33735D10 171 10000 SH SHARED 01 10000 D FIRST TR VALUE LINE 100 FD COM SHS 33735D10 1402 82032 SH SHARED 02 82032 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 706 187423 SH SHARED 187423 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 51 13659 SH SHARED 01 13659 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 37 9900 SH SHARED 02 9900 D FIRST UTD CORP COM 33741H10 1011 49104 SH SHARED 02 49104 D FIRST W VA BANCORP INC COM 33749310 12 500 SH SHARED 02 500 D FIRSTBANK CORP MICH COM 33761G10 8 306 SH SHARED 02 306 D FIRSTSERVICE CORP SUB VTG SH 33761N10 182 11178 SH SHARED 02 11178 D FIRSTCITY FINL CORP COM 33761X10 0 93 SH SHARED 93 D FIRSTCITY FINL CORP COM 33761X10 68 6843 SH SHARED 02 6843 D FIRSTBANK NW CORP COM 33762X10 1674 58926 SH SHARED 02 58926 D FISERV INC COM 33773810 68368 1701127 SH SHARED 1701127 D FISERV INC COM 33773810 83663 2081702 SH SHARED 01 1040952 827400 213350 D FISERV INC COM 33773810 8715 216866 SH SHARED 02 216866 D FISERV INC COM 33773810 8 200 SH SHARED 05 200 D FISERV INC COM 33773810 86 2150 SH SHARED 06 2150 D FISERV INC COM 33773810 10818 269182 SH SHARED 10 269182 D FISHER COMMUNICATIONS INC COM 33775620 571 11700 SH SHARED 11700 D FISHER COMMUNICATIONS INC COM 33775620 4 100 SH SHARED 02 100 D FISHER COMMUNICATIONS INC COM 33775620 92 1900 SH SHARED 10 1900 D FIRSTFED FINL CORP COM 33790710 212 4100 SH SHARED 4100 D FIRSTFED FINL CORP COM 33790710 1971 38003 SH SHARED 38003 D FIRSTFED FINL CORP COM 33790710 9909 191040 SH SHARED 01 191040 D FIRSTFED FINL CORP COM 33790710 0 5 SH SHARED 02 5 D FIRSTFED FINL CORP COM 33790710 2334 45000 SH SHARED 10 45000 D FIRSTMERIT CORP COM 33791510 2156 75710 SH SHARED 75710 D FIRSTMERIT CORP COM 33791510 702 24663 SH SHARED 01 24663 D FIRSTMERIT CORP COM 33791510 850 29866 SH SHARED 02 29866 D FLAGSTAR BANCORP INC COM 33793010 2245 99360 SH SHARED 99360 D FLAGSTAR BANCORP INC COM 33793010 1274 56390 SH SHARED 01 56390 D FLAGSTAR BANCORP INC COM 33793010 55 2463 SH SHARED 02 2463 D FLAGSTAR BANCORP INC COM 33793010 346 15350 SH SHARED 10 15350 D FIRSTENERGY CORP COM 33793210 78171 1978531 SH SHARED 1978531 D FIRSTENERGY CORP COM 33793210 3063 77538 SH SHARED 01 48478 29060 D FIRSTENERGY CORP COM 33793210 34 866 SH SHR/OTHR 01 266 600 D FIRSTENERGY CORP COM 33793210 15765 399026 SH SHARED 02 399026 D FIRSTENERGY CORP COM 33793210 7 200 SH SHARED 05 200 D FIRSTENERGY CORP COM 33793210 154 3900 SH SHARED 06 3900 D FIRSTENERGY CORP COM 33793210 14038 355312 SH SHARED 10 355312 D FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW 74883 50359000 PRN SHARED 50359000 D FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW 2974 2000000 PRN SHARED 02 2000000 D FISHER SCIENTIFIC INTL INC CB 33803220 574 921691 PRN SHARED 921691 D FISHER SCIENTIFIC INTL INC ST 33803220 296 475468 PRN SHARED 01 427968 47500 D FISHER SCIENTIFIC INTL INC CB 33803220 57 92976 PRN SHARED 02 92976 D FISHER SCIENTIFIC INTL INC CB 33803220 295 474930 PRN SHARED 04 474930 D FISHER SCIENTIFIC INTL INC CB 33803220 0 1000 PRN SHARED 06 1000 D FISHER SCIENTIFIC INTL INC CB 33803220 134 216150 PRN SHARED 10 216150 D FIVE STAR QUALITY CARE INC COM 33832D10 119 14100 SH SHARED 14100 D FIVE STAR QUALITY CARE INC COM 33832D10 0 1 SH SHARED 01 1 D FIVE STAR QUALITY CARE INC COM 33832D10 18 2200 SH SHARED 02 2200 D FLAG FINL CORP COM 33832H10 1 100 SH SHARED 100 D FLAG FINL CORP COM 33832H10 2623 173408 SH SHARED 02 173408 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 1 82 SH SHARED 82 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 7889 404800 SH SHARED 01 404800 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 2025 103911 SH SHARED 02 103911 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 185 9500 SH SHARED 10 9500 D FLANDERS CORP COM 33849410 453 47203 SH SHARED 47203 D FLANDERS CORP COM 33849410 1 200 SH SHARED 02 200 D FLANDERS CORP COM 33849410 72 7600 SH SHARED 10 7600 D FLEETWOOD ENTERPRISES INC COM 33909910 1331 98938 SH SHARED 98938 D FLEETWOOD ENTERPRISES INC COM 33909910 0 1 SH SHARED 01 1 D FLEETWOOD ENTERPRISES INC COM 33909910 127 9500 SH SHARED 02 9500 D FLEETWOOD ENTERPRISES INC COM 33909910 270 20077 SH SHARED 10 20077 D FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL 8 7500 PRN SHARED 7500 D FLEXSTEEL INDS INC COM 33938210 3 200 SH SHARED 02 200 D FLIGHT SAFETY TECH INC NEV COM NEW 33942T20 0 33 SH SHARED 02 33 D FLOATING RATE INCM STRT FD I COM 33973510 28 1500 SH SHARED 02 1500 D FLORIDA EAST COAST INDS COM 34063210 2494 55303 SH SHARED 55303 D FLORIDA EAST COAST INDS COM 34063210 1015 22523 SH SHARED 01 5165 17358 D FLORIDA EAST COAST INDS COM 34063210 135 3000 SH SHR/OTHR 01 3000 D FLORIDA EAST COAST INDS COM 34063210 0 1 SH SHARED 02 1 D FLORIDA EAST COAST INDS COM 34063210 347 7700 SH SHARED 10 7700 D FLORIDA ROCK INDS INC COM 34114010 2178 36591 SH SHARED 36591 D FLORIDA ROCK INDS INC COM 34114010 748 12570 SH SHARED 01 5850 6720 D FLORIDA ROCK INDS INC COM 34114010 23 400 SH SHR/OTHR 01 400 D FLORIDA ROCK INDS INC COM 34114010 224 3779 SH SHARED 02 3779 D FLUOR CORP NEW NOTE 1.500% 2/1 343412AA 1 1000 PRN SHARED 1000 D FLUOR CORP NEW NOTE 1.500% 2/1 343412AA 342 300000 PRN SHARED 06 300000 D FLUOR CORP NEW COM 34341210 19226 352707 SH SHARED 345607 7100 D FLUOR CORP NEW COM 34341210 659 12100 SH SHARED 01 11800 300 D FLUOR CORP NEW COM 34341210 9513 174536 SH SHARED 02 174536 D FLUOR CORP NEW COM 34341210 38 700 SH SHARED 06 700 D FLUOR CORP NEW COM 34341210 4641 85153 SH SHARED 10 85153 D FLOWERS FOODS INC COM 34349810 2284 72336 SH SHARED 72336 D FLOWERS FOODS INC COM 34349810 3548 112367 SH SHARED 01 112367 D FLOWERS FOODS INC COM 34349810 0 9 SH SHARED 02 9 D FLOWERS FOODS INC COM 34349810 414 13125 SH SHARED 10 13125 D FLOWSERVE CORP COM 34354P10 4085 148351 SH SHARED 148351 D FLOWSERVE CORP COM 34354P10 1272 46200 SH SHARED 01 40300 5900 D FLOWSERVE CORP COM 34354P10 950 34512 SH SHARED 02 34512 D FLOWSERVE CORP COM 34354P10 2065 75000 SH SHARED 06 75000 D FLOWSERVE CORP COM 34354P10 567 20600 SH SHARED 10 20600 D FLUSHING FINL CORP COM 34387310 864 43118 SH SHARED 43118 D FLUSHING FINL CORP COM 34387310 711 35463 SH SHARED 02 35463 D FLUSHING FINL CORP COM 34387310 132 6600 SH SHARED 10 6600 D FLYI INC COM 34407T10 232 131166 SH SHARED 131166 D FLYI INC COM 34407T10 128 72785 SH SHARED 02 72785 D FLYI INC COM 34407T10 31 17754 SH SHARED 10 17754 D FOAMEX INTL INC COM 34412310 12 3352 SH SHARED 3352 D FOCUS ENHANCEMENTS INC COM 34415910 37 33000 SH SHARED 02 33000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1460 27766 SH SHARED 12396 15370 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 41471 788291 SH SHARED 01 788291 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1999 38000 SH SHARED 04 38000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 5311 100952 SH SHARED 05 100952 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 3945 75000 SH SHARED 06 75000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2477 47100 SH SHARED 10 47100 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 3519 66891 SH SHARED 12 66891 D FONAR CORP COM 34443710 58 37171 SH SHARED 02 37171 D FOOT LOCKER INC COM 34484910 4811 178652 SH SHARED 178152 500 D FOOT LOCKER INC COM 34484910 1144 42500 SH SHARED 01 42500 D FOOT LOCKER INC COM 34484910 80 3000 SH SHR/OTHR 01 3000 D FOOT LOCKER INC COM 34484910 1751 65055 SH SHARED 02 65055 D FOOT LOCKER INC COM 34484910 35 1300 SH SHARED 06 1300 D FOOT LOCKER INC COM 34484910 961 35700 SH SHARED 10 35700 D FOOTHILL INDPT BANCORP COM 34490510 2 100 SH SHARED 02 100 D FORBES MEDI-TECH INC COM 34490710 2 920 SH SHARED 02 920 D FORD MTR CO DEL COM PAR $0.01 34537086 509 34800 SH SHARED 34800 D FORD MTR CO DEL COM PAR $0.01 34537086 149978 10244443 SH SHARED 10241243 3200 D FORD MTR CO DEL COM PAR $0.01 34537086 1484 101390 SH SHARED 01 84123 17267 D FORD MTR CO DEL COM PAR $0.01 34537086 949 64839 SH SHR/OTHR 01 1749 63090 D FORD MTR CO DEL COM PAR $0.01 34537086 19267 1316111 SH SHARED 02 1316111 D FORD MTR CO DEL COM PAR $0.01 34537086 20 1400 SH SHARED 05 1400 D FORD MTR CO DEL COM PAR $0.01 34537086 937 64046 SH SHARED 06 64046 D FORD MTR CO DEL COM PAR $0.01 34537086 70758 4833259 SH SHARED 10 4833259 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 47247 895000 SH SHARED 895000 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 31 600 SH SHARED 01 600 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 4652 88126 SH SHARED 02 88126 D FORDING CDN COAL TR TR UNIT 34542510 254 3300 SH SHARED 3300 D FORDING CDN COAL TR TR UNIT 34542510 105 1373 SH SHR/OTHR 01 1000 373 D FOREST CITY ENTERPRISES INC CL A 34555010 321 5582 SH SHARED 5582 D FOREST CITY ENTERPRISES INC CL A 34555010 51 900 SH SHARED 01 900 D FOREST CITY ENTERPRISES INC CL A 34555010 179 3124 SH SHARED 02 3124 D FOREST LABS INC COM 34583810 22 500 SH SHARED 500 D FOREST LABS INC COM 34583810 64640 1440949 SH SHARED 1421049 19900 D FOREST LABS INC COM 34583810 27645 616268 SH SHARED 01 235000 790 380478 D FOREST LABS INC COM 34583810 3711 82740 SH SHR/OTHR 01 42156 40584 D FOREST LABS INC COM 34583810 9612 214275 SH SHARED 02 214275 D FOREST LABS INC COM 34583810 1149 25620 SH SHARED 06 25620 D FOREST LABS INC COM 34583810 14080 313868 SH SHARED 10 313868 D FOREST OIL CORP COM PAR $0.01 34609170 10348 326237 SH SHARED 326237 D FOREST OIL CORP COM PAR $0.01 34609170 593 18700 SH SHARED 01 18700 D FOREST OIL CORP COM PAR $0.01 34609170 412 13012 SH SHARED 02 13012 D FOREST OIL CORP COM PAR $0.01 34609170 599 18900 SH SHARED 10 18900 D FORMFACTOR INC COM 34637510 1395 51409 SH SHARED 51409 D FORMFACTOR INC COM 34637510 23142 852700 SH SHARED 01 634500 3100 215100 D FORMFACTOR INC COM 34637510 51 1900 SH SHARED 02 1900 D FORMFACTOR INC COM 34637510 6174 227500 SH SHARED 10 227500 D FORRESTER RESH INC COM 34656310 558 31156 SH SHARED 31156 D FORRESTER RESH INC COM 34656310 25 1404 SH SHARED 02 1404 D FORRESTER RESH INC COM 34656310 107 6000 SH SHARED 10 6000 D FORTUNE BRANDS INC COM 34963110 69730 903483 SH SHARED 903483 D FORTUNE BRANDS INC COM 34963110 84131 1090071 SH SHARED 01 354765 114500 620806 D FORTUNE BRANDS INC COM 34963110 10300 133467 SH SHR/OTHR 01 52105 81362 D FORTUNE BRANDS INC COM 34963110 10772 139576 SH SHARED 02 139576 D FORTUNE BRANDS INC COM 34963110 7 100 SH SHARED 05 100 D FORTUNE BRANDS INC COM 34963110 271 3515 SH SHARED 06 3515 D FORTUNE BRANDS INC COM 34963110 11998 155455 SH SHARED 10 155455 D FORWARD AIR CORP COM 34985310 5866 131250 SH SHARED 131250 D FORWARD AIR CORP COM 34985310 1915 42854 SH SHARED 42854 D FORWARD AIR CORP COM 34985310 44 1001 SH SHARED 02 1001 D FORWARD AIR CORP COM 34985310 349 7825 SH SHARED 10 7825 D FOSSIL INC COM 34988210 110 4300 SH SHARED 4300 D FOSSIL INC COM 34988210 1165 45463 SH SHARED 45463 D FOSSIL INC COM 34988210 15296 596572 SH SHARED 01 596372 200 D FOSSIL INC COM 34988210 18 708 SH SHR/OTHR 01 708 D FOSSIL INC COM 34988210 3276 127770 SH SHARED 02 127770 D FOSSIL INC COM 34988210 2710 105700 SH SHARED 10 105700 D FOSTER L B CO COM 35006010 19 2000 SH SHARED 01 2000 D FOSTER L B CO COM 35006010 24 2600 SH SHARED 02 2600 D FOUNDATION COAL HLDGS INC COM 35039W10 155 6725 SH SHARED 1725 5000 D FOUNDATION COAL HLDGS INC COM 35039W10 15754 683200 SH SHARED 01 680600 2300 300 D FOUNDATION COAL HLDGS INC COM 35039W10 16 725 SH SHR/OTHR 01 725 D FOUNDATION COAL HLDGS INC COM 35039W10 48 2100 SH SHARED 06 2100 D FOUNDATION COAL HLDGS INC COM 35039W10 3083 133700 SH SHARED 10 133700 D FOUNDRY NETWORKS INC COM 35063R10 2601 197682 SH SHARED 197682 D FOUNDRY NETWORKS INC COM 35063R10 50402 3830013 SH SHARED 01 3306468 9000 514545 D FOUNDRY NETWORKS INC COM 35063R10 74 5653 SH SHR/OTHR 01 5653 D FOUNDRY NETWORKS INC COM 35063R10 2560 194603 SH SHARED 02 194603 D FOUNDRY NETWORKS INC COM 35063R10 9777 743000 SH SHARED 10 743000 D 4 KIDS ENTMT INC COM 35086510 549 26119 SH SHARED 26119 D 4 KIDS ENTMT INC COM 35086510 28 1340 SH SHARED 01 1340 D 4 KIDS ENTMT INC COM 35086510 7 378 SH SHARED 02 378 D 4 KIDS ENTMT INC COM 35086510 128 6100 SH SHARED 10 6100 D FOUR SEASONS HOTEL INC NOTE 1.875% 7/3 35100EAE 4600 3600000 PRN SHARED 02 3600000 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 6273 76700 SH SHARED 74500 2200 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 761 9314 SH SHARED 02 9314 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 6543 80000 SH SHARED 04 80000 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 39 480 SH SHARED 05 480 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 16 200 SH SHARED 06 200 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 3114 38075 SH SHARED 10 38075 D FOX ENTMT GROUP INC CL A 35138T10 2448 78311 SH SHARED 78311 D FOX ENTMT GROUP INC CL A 35138T10 137 4400 SH SHARED 01 3300 1100 D FOX ENTMT GROUP INC CL A 35138T10 592 18945 SH SHARED 02 18945 D FOX ENTMT GROUP INC CL A 35138T10 14067 450000 SH SHARED 04 450000 D FOX ENTMT GROUP INC CL A 35138T10 270 8639 SH SHARED 06 8639 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 209 8500 SH SHARED 8500 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 12 500 SH SHARED 10 500 D FRANCE TELECOM SPONSORED ADR 35177Q10 2924 88392 SH SHARED 88392 D FRANCE TELECOM SPONSORED ADR 35177Q10 745 22550 SH SHARED 01 22550 D FRANKLIN BK CORP DEL COM 35245110 358 19618 SH SHARED 19618 D FRANKLIN BK CORP DEL COM 35245110 3883 212800 SH SHARED 01 212800 D FRANKLIN BK CORP DEL COM 35245110 14 800 SH SHARED 02 800 D FRANKLIN BK CORP DEL COM 35245110 547 30000 SH SHARED 05 30000 D FRANKLIN BK CORP DEL COM 35245110 589 32300 SH SHARED 10 32300 D FRANKLIN CAP CORP COM 35252P10 388 30500 SH SHARED 02 30500 D FRANKLIN ELEC INC COM 35351410 1369 32405 SH SHARED 32405 D FRANKLIN ELEC INC COM 35351410 164 3900 SH SHARED 01 3900 D FRANKLIN ELEC INC COM 35351410 31 734 SH SHARED 02 734 D FRANKLIN ELEC INC COM 35351410 232 5500 SH SHARED 10 5500 D FRANKLIN RES INC NOTE 5/1 354613AC 99818141990000 PRN SHARED 141990000 D FRANKLIN RES INC COM 35461310 48249 692747 SH SHARED 690547 2200 D FRANKLIN RES INC COM 35461310 8070 115879 SH SHARED 01 80100 35779 D FRANKLIN RES INC COM 35461310 842 12095 SH SHR/OTHR 01 12095 D FRANKLIN RES INC COM 35461310 6304 90510 SH SHARED 02 90510 D FRANKLIN RES INC COM 35461310 83 1200 SH SHARED 06 1200 D FRANKLIN RES INC COM 35461310 19735 283351 SH SHARED 10 283351 D FRANKLIN UNVL TR SH BEN INT 35514510 41 6813 SH SHARED 6813 D FREDS INC CL A 35610810 1986 114138 SH SHARED 114138 D FREDS INC CL A 35610810 18 1053 SH SHARED 01 1053 D FREDS INC CL A 35610810 1015 58379 SH SHARED 02 58379 D FREDS INC CL A 35610810 298 17168 SH SHARED 10 17168 D FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/1 35671DAK 3 7500 PRN SHARED 7500 D FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/1 35671DAK 11811 23622000 PRN SHARED 02 23622000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 18236 477030 SH SHARED 477030 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 10699 279875 SH SHARED 01 59746 220129 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 1148 30039 SH SHR/OTHR 01 2455 27584 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 3452 90298 SH SHARED 02 90298 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 76 2000 SH SHARED 06 2000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 8582 224496 SH SHARED 10 224496 D FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 1851 103907 SH SHARED 103907 D FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 773 43400 SH SHARED 02 43400 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 31923 1738747 SH SHARED 1736992 1755 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 1968 107221 SH SHARED 01 87590 19631 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 284 15479 SH SHR/OTHR 01 10999 4480 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 4771 259871 SH SHARED 02 259871 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 209 11394 SH SHARED 03 11394 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 709 38645 SH SHARED 04 38645 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 584 31833 SH SHARED 05 31552 281 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 78 4273 SH SHARED 06 4273 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 6583 358593 SH SHARED 10 358593 D FREMONT GEN CORP COM 35728810 1244 49438 SH SHARED 49438 D FREMONT GEN CORP COM 35728810 2878 114300 SH SHARED 01 114300 D FREMONT GEN CORP COM 35728810 181 7216 SH SHARED 02 7216 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 19102 712781 SH SHARED 707981 4800 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 19 712 SH SHARED 01 712 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 12 472 SH SHR/OTHR 01 472 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 13274 684613 SH SHARED 684613 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 14 730 SH SHARED 01 730 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 58 3000 SH SHR/OTHR 01 3000 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 325 16791 SH SHARED 02 16791 D FRONTIER AIRLINES INC NEW COM 35906510 28 2500 SH SHARED 2500 D FRONTIER AIRLINES INC NEW COM 35906510 926 81171 SH SHARED 81171 D FRONTIER AIRLINES INC NEW COM 35906510 4942 433210 SH SHARED 01 433210 D FRONTIER AIRLINES INC NEW COM 35906510 339 29750 SH SHARED 02 29750 D FRONTIER AIRLINES INC NEW COM 35906510 1298 113829 SH SHARED 10 113829 D FRONTIER FINL CORP WASH COM 35907K10 1126 29166 SH SHARED 29166 D FRONTIER FINL CORP WASH COM 35907K10 308 8000 SH SHARED 01 8000 D FRONTIER FINL CORP WASH COM 35907K10 0 4 SH SHARED 02 4 D FRONTIER FINL CORP WASH COM 35907K10 502 13025 SH SHARED 10 13025 D FRONTIER OIL CORP COM 35914P10 4949 185656 SH SHARED 185656 D FRONTIER OIL CORP COM 35914P10 42 1607 SH SHARED 02 1607 D FRONTIER OIL CORP COM 35914P10 317 11909 SH SHARED 10 11909 D FROZEN FOOD EXPRESS INDS INC COM 35936010 4 340 SH SHARED 340 D FROZEN FOOD EXPRESS INDS INC COM 35936010 157 12195 SH SHARED 02 12195 D FUELCELL ENERGY INC COM 35952H10 2405 242931 SH SHARED 242931 D FUELCELL ENERGY INC COM 35952H10 2587 261410 SH SHARED 02 261410 D FUELCELL ENERGY INC COM 35952H10 1485 150000 SH SHARED 04 150000 D FUELCELL ENERGY INC COM 35952H10 162 16400 SH SHARED 10 16400 D FUEL-TECH N V COM 35952310 14 3200 SH SHARED 02 3200 D FUJI PHOTO FILM LTD ADR 35958630 645 17452 SH SHARED 17452 D FUJI PHOTO FILM LTD ADR 35958630 913 24689 SH SHARED 02 24689 D FULLER H B CO COM 35969410 1474 51709 SH SHARED 51709 D FULLER H B CO COM 35969410 1185 41591 SH SHARED 02 41591 D FULLER H B CO COM 35969410 352 12348 SH SHARED 10 12348 D FULTON FINL CORP PA COM 36027110 46 2005 SH SHARED 2005 D FULTON FINL CORP PA COM 36027110 77 3319 SH SHARED 01 3088 231 D FULTON FINL CORP PA COM 36027110 286 12294 SH SHARED 02 12294 D FURNITURE BRANDS INTL INC COM 36092110 293 11700 SH SHARED 11700 D FURNITURE BRANDS INTL INC COM 36092110 4466 178320 SH SHARED 178320 D FURNITURE BRANDS INTL INC COM 36092110 593 23700 SH SHARED 01 23700 D FURNITURE BRANDS INTL INC COM 36092110 404 16133 SH SHARED 02 16133 D FURNITURE BRANDS INTL INC COM 36092110 483 19300 SH SHARED 10 19300 D G & K SVCS INC CL A 36126810 1376 31700 SH SHARED 31700 D G & K SVCS INC CL A 36126810 39 900 SH SHARED 01 900 D G & K SVCS INC CL A 36126810 338 7805 SH SHARED 02 7805 D G & K SVCS INC CL A 36126810 350 8072 SH SHARED 10 8072 D GATX CORP NOTE 7.500% 2/0 361448AC 1038 890000 PRN SHARED 890000 D GATX CORP NOTE 7.500% 2/0 361448AC 2 2000 PRN SHARED 02 2000 D GATX CORP NOTE 5.000% 8/1 361448AE 2905 2095000 PRN SHARED 02 2095000 D GATX CORP COM 36144810 5354 181134 SH SHARED 181134 D GATX CORP COM 36144810 2734 92500 SH SHARED 01 92500 D GATX CORP COM 36144810 1844 62405 SH SHARED 02 62405 D GATX CORP COM 36144810 635 21500 SH SHARED 10 21500 D G B & T BANCSHARES INC COM 36146210 452 18741 SH SHARED 18741 D G B & T BANCSHARES INC COM 36146210 61 2548 SH SHARED 02 2548 D G B & T BANCSHARES INC COM 36146210 62 2575 SH SHARED 10 2575 D GEO GROUP INC COM 36159R10 509 19171 SH SHARED 19171 D GEO GROUP INC COM 36159R10 212 8002 SH SHARED 02 8002 D GEO GROUP INC COM 36159R10 103 3900 SH SHARED 10 3900 D GMH CMNTYS TR COM 36188G10 3498 248100 SH SHARED 248100 D GMH CMNTYS TR COM 36188G10 205 14600 SH SHARED 10 14600 D GMH CMNTYS TR COM 36188G10 47027 3335300 SH SHARED 11 3335300 D GP STRATEGIES CORP COM 36225V10 41 5543 SH SHARED 2090 3453 D GP STRATEGIES CORP COM 36225V10 67 9010 SH SHARED 02 9010 D GSI LUMONICS INC COM 36229U10 296 25811 SH SHARED 25811 D GSI LUMONICS INC COM 36229U10 1761 153402 SH SHARED 02 153402 D G-III APPAREL GROUP LTD COM 36237H10 72 10469 SH SHARED 02 10469 D GSI COMMERCE INC COM 36238G10 928 52221 SH SHARED 52221 D GSI COMMERCE INC COM 36238G10 16 904 SH SHARED 02 904 D GSI COMMERCE INC COM 36238G10 113 6400 SH SHARED 10 6400 D GTSI CORP COM 36238K10 63 6000 SH SHARED 6000 D GTC BIOTHERAPEUTICS INC COM 36238T10 33 22115 SH SHARED 22115 D GTC BIOTHERAPEUTICS INC COM 36238T10 127 83605 SH SHARED 02 83605 D GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 744 69704 SH SHARED 69704 D GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 3490 326796 SH SHARED 02 326796 D GABELLI ASSET MGMT INC CL A 36239Y10 804 16575 SH SHARED 16575 D GABELLI ASSET MGMT INC CL A 36239Y10 0 2 SH SHARED 02 2 D GABELLI ASSET MGMT INC CL A 36239Y10 169 3500 SH SHARED 10 3500 D GABELLI UTIL TR COM 36240A10 19 2127 SH SHARED 2127 D GABELLI UTIL TR COM 36240A10 343 36988 SH SHARED 02 36988 D GABLES RESIDENTIAL TR SH BEN INT 36241810 2619 73188 SH SHARED 73188 D GABLES RESIDENTIAL TR SH BEN INT 36241810 1928 53900 SH SHARED 01 53900 D GABLES RESIDENTIAL TR SH BEN INT 36241810 0 4 SH SHARED 02 4 D GABLES RESIDENTIAL TR SH BEN INT 36241810 1281 35800 SH SHARED 10 35800 D GABLES RESIDENTIAL TR SH BEN INT 36241810 71168 1988500 SH SHARED 11 1988500 D GABELLI DIVD & INCOME TR COM 36242H10 25 1400 SH SHARED 02 1400 D GABELLI GLOBL UTIL & INCOME COM SH BEN INT 36242L10 168 8561 SH SHARED 8561 D GABELLI GLOBL UTIL & INCOME COM SH BEN INT 36242L10 646 32939 SH SHARED 02 32939 D GALLAGHER ARTHUR J & CO COM 36357610 6207 190998 SH SHARED 175898 15100 D GALLAGHER ARTHUR J & CO COM 36357610 2255 69400 SH SHARED 01 69400 D GALLAGHER ARTHUR J & CO COM 36357610 1109 34152 SH SHARED 02 34152 D GALLAHER GROUP PLC SPONSORED ADR 36359510 1863 30694 SH SHARED 30694 D GALLAHER GROUP PLC SPONSORED ADR 36359510 444 7324 SH SHARED 01 5924 1400 D GALLAHER GROUP PLC SPONSORED ADR 36359510 491 8100 SH SHR/OTHR 01 8100 D GAMESTOP CORP CL A 36466R10 5411 242007 SH SHARED 242007 D GAMESTOP CORP CL A 36466R10 1144 51200 SH SHARED 01 51200 D GAMESTOP CORP CL A 36466R10 0 2 SH SHARED 02 2 D GAMESTOP CORP CL A 36466R10 579 25900 SH SHARED 10 25900 D GAMESTOP CORP COM CL B 36466R20 1761 78619 SH SHARED 78619 D GAMESTOP CORP COM CL B 36466R20 84 3781 SH SHARED 01 3781 D GAMESTOP CORP COM CL B 36466R20 1286 57417 SH SHARED 02 57417 D GAMESTOP CORP COM CL B 36466R20 25 1159 SH SHARED 06 1159 D GAMESTOP CORP COM CL B 36466R20 331 14800 SH SHARED 10 14800 D GANDER MOUNTAIN CO COM 36471P10 791 61685 SH SHARED 61685 D GANDER MOUNTAIN CO COM 36471P10 49 3890 SH SHARED 02 3890 D GANDER MOUNTAIN CO COM 36471P10 57 4500 SH SHARED 10 4500 D GANNETT INC COM 36473010 136181 1666850 SH SHARED 1596539 70311 D GANNETT INC COM 36473010 81605 998846 SH SHARED 01 263738 735108 D GANNETT INC COM 36473010 18749 229490 SH SHR/OTHR 01 69716 159774 D GANNETT INC COM 36473010 18320 224236 SH SHARED 02 224236 D GANNETT INC COM 36473010 2434 29800 SH SHARED 04 29800 D GANNETT INC COM 36473010 4172 51070 SH SHARED 05 8650 42420 D GANNETT INC COM 36473010 965 11820 SH SHARED 06 11820 D GANNETT INC COM 36473010 23999 293757 SH SHARED 10 293757 D GAP INC DEL NOTE 5.750% 3/1 364760AJ 1 1410 PRN SHARED 1410 D GAP INC DEL COM 36476010 69092 3271442 SH SHARED 3271442 D GAP INC DEL COM 36476010 60564 2867651 SH SHARED 01 561414 2167900 138337 D GAP INC DEL COM 36476010 223 10575 SH SHR/OTHR 01 9225 1350 D GAP INC DEL COM 36476010 28878 1367335 SH SHARED 02 1367335 D GAP INC DEL COM 36476010 528 25000 SH SHARED 04 25000 D GAP INC DEL COM 36476010 6333 299869 SH SHARED 05 280869 19000 D GAP INC DEL COM 36476010 505 23920 SH SHARED 06 23920 D GAP INC DEL COM 36476010 550 26060 SH SHARED 07 26060 D GAP INC DEL COM 36476010 1442 68300 SH SHARED 09 68300 D GAP INC DEL COM 36476010 19585 927327 SH SHARED 10 927327 D GAMMON LAKE RES INC COM 36491510 681 127600 SH SHARED 127600 D GAMMON LAKE RES INC COM 36491510 7743 1450000 SH SHARED 01 1450000 D GAMMON LAKE RES INC COM 36491510 13 2578 SH SHARED 02 2578 D GARDNER DENVER INC COM 36555810 1302 35905 SH SHARED 35905 D GARDNER DENVER INC COM 36555810 73 2037 SH SHARED 01 2037 D GARDNER DENVER INC COM 36555810 419 11559 SH SHR/OTHR 01 11559 D GARDNER DENVER INC COM 36555810 40 1119 SH SHARED 02 1119 D GARDNER DENVER INC COM 36555810 313 8650 SH SHARED 10 8650 D GARTNER INC COM 36665110 2600 208713 SH SHARED 208713 D GARTNER INC COM 36665110 291 23400 SH SHARED 01 23400 D GARTNER INC COM 36665110 368 29547 SH SHARED 02 29547 D GARTNER INC COM 36665110 349 28085 SH SHARED 10 28085 D GARTNER INC CL B 36665120 420 34221 SH SHARED 01 34221 D GARTNER INC CL B 36665120 388 31579 SH SHR/OTHR 01 30497 1082 D GARTNER INC CL B 36665120 169 13811 SH SHARED 02 13811 D GASCO ENERGY INC COM 36722010 105 24800 SH SHARED 02 24800 D GATEWAY INC COM 36762610 8060 1341218 SH SHARED 1339218 2000 D GATEWAY INC COM 36762610 11 1900 SH SHARED 01 1900 D GATEWAY INC COM 36762610 5141 855518 SH SHARED 02 855518 D GATEWAY INC COM 36762610 2444 406808 SH SHARED 10 406808 D GAYLORD ENTMT CO NEW COM 36790510 2313 55700 SH SHARED 55700 D GAYLORD ENTMT CO NEW COM 36790510 32 778 SH SHARED 02 778 D GAYLORD ENTMT CO NEW COM 36790510 465 11200 SH SHARED 10 11200 D GEAC COMPUTER LTD COM 36828910 12 1754 SH SHARED 02 1754 D GEHL CO COM 36848310 39 1700 SH SHARED 1700 D GEHL CO COM 36848310 86 3700 SH SHARED 02 3700 D GEN-PROBE INC NEW COM 36866T10 3368 74504 SH SHARED 74504 D GEN-PROBE INC NEW COM 36866T10 4028 89100 SH SHARED 01 82100 7000 D GEN-PROBE INC NEW COM 36866T10 285 6313 SH SHARED 02 6313 D GEN-PROBE INC NEW COM 36866T10 15841 350400 SH SHARED 04 350400 D GEN-PROBE INC NEW COM 36866T10 293 6500 SH SHARED 06 6500 D GEN-PROBE INC NEW COM 36866T10 795 17596 SH SHARED 10 17596 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 1428 241363 SH SHARED 241363 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 2186 369414 SH SHARED 02 369414 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 1054 178190 SH SHARED 10 178190 D GENAERA CORP COM 36867G10 353 103324 SH SHARED 103324 D GENAERA CORP COM 36867G10 8 2500 SH SHARED 02 2500 D GENAERA CORP COM 36867G10 77 22800 SH SHARED 10 22800 D GENCORP INC NOTE 5.750% 4/1 368682AE 8 8000 PRN SHARED 02 8000 D GENCORP INC NOTE 4.000% 1/1 368682AJ 8946 6747000 PRN SHARED 02 6747000 D GENCORP INC COM 36868210 4420 238066 SH SHARED 238066 D GENCORP INC COM 36868210 20 1100 SH SHARED 01 1100 D GENCORP INC COM 36868210 16837 906715 SH SHARED 02 906715 D GENCORP INC COM 36868210 384 20700 SH SHARED 10 20700 D GENE LOGIC INC COM 36868910 185 50475 SH SHARED 50475 D GENE LOGIC INC COM 36868910 0 32 SH SHARED 02 32 D GENELABS TECHNOLOGIES INC COM 36870610 191 159213 SH SHARED 159213 D GENELABS TECHNOLOGIES INC COM 36870610 0 700 SH SHARED 01 700 D GENELABS TECHNOLOGIES INC COM 36870610 22 19000 SH SHARED 02 19000 D GENELABS TECHNOLOGIES INC COM 36870610 35 29600 SH SHARED 10 29600 D GENENCOR INTL INC COM 36870910 309 18872 SH SHARED 18872 D GENENCOR INTL INC COM 36870910 348 21241 SH SHARED 02 21241 D GENENCOR INTL INC COM 36870910 54 3300 SH SHARED 10 3300 D GENENTECH INC COM NEW 36871040 42660 783619 SH SHARED 780819 2800 D GENENTECH INC COM NEW 36871040 139244 2557758 SH SHARED 01 1121230 1050400 386128 D GENENTECH INC COM NEW 36871040 936 17208 SH SHR/OTHR 01 5000 12208 D GENENTECH INC COM NEW 36871040 3331 61188 SH SHARED 02 61188 D GENENTECH INC COM NEW 36871040 925 17000 SH SHARED 04 17000 D GENENTECH INC COM NEW 36871040 21 400 SH SHARED 05 400 D GENENTECH INC COM NEW 36871040 717 13181 SH SHARED 06 13181 D GENENTECH INC COM NEW 36871040 20951 384850 SH SHARED 10 384850 D GENERAL AMERN INVS INC COM 36880210 217 6948 SH SHARED 6948 D GENERAL BEARING CORP COM 36914710 107 21575 SH SHARED 02 21575 D GENERAL BINDING CORP COM 36915410 143 10964 SH SHARED 10964 D GENERAL BINDING CORP COM 36915410 49 3775 SH SHARED 02 3775 D GENERAL CABLE CORP DEL NEW COM 36930010 137 9900 SH SHARED 9900 D GENERAL CABLE CORP DEL NEW COM 36930010 1089 78686 SH SHARED 78686 D GENERAL CABLE CORP DEL NEW COM 36930010 4650 335800 SH SHARED 01 335800 D GENERAL CABLE CORP DEL NEW COM 36930010 3500 252745 SH SHARED 02 252745 D GENERAL CABLE CORP DEL NEW COM 36930010 649 46900 SH SHARED 05 46900 D GENERAL CABLE CORP DEL NEW COM 36930010 891 64350 SH SHARED 10 64350 D GENERAL COMMUNICATION INC CL A 36938510 1068 96763 SH SHARED 96763 D GENERAL COMMUNICATION INC CL A 36938510 3214 291200 SH SHARED 01 291200 D GENERAL COMMUNICATION INC CL A 36938510 709 64285 SH SHARED 02 64285 D GENERAL COMMUNICATION INC CL A 36938510 1508 136600 SH SHARED 10 136600 D GENERAL DYNAMICS CORP COM 36955010 131034 1252724 SH SHARED 1250779 1945 D GENERAL DYNAMICS CORP COM 36955010 37995 363243 SH SHARED 01 287188 76055 D GENERAL DYNAMICS CORP COM 36955010 39382 376506 SH SHR/OTHR 01 331083 45423 D GENERAL DYNAMICS CORP COM 36955010 22466 214784 SH SHARED 02 214784 D GENERAL DYNAMICS CORP COM 36955010 10 100 SH SHARED 05 100 D GENERAL DYNAMICS CORP COM 36955010 444 4251 SH SHARED 06 4251 D GENERAL DYNAMICS CORP COM 36955010 22228 212513 SH SHARED 10 212513 D GENERAL ELEC CO COM 36960410 32 900 SH SHARED 900 D GENERAL ELEC CO COM 36960410 2389480 65465207 SH SHARED 64656513 808694 D GENERAL ELEC CO COM 36960410 1268697 34758822 SH SHARED 01 14016877 9105200 11636745 D GENERAL ELEC CO COM 36960410 169399 4641092 SH SHR/OTHR 01 1895363 2745729 D GENERAL ELEC CO COM 36960410 142479 3903556 SH SHARED 02 3903556 D GENERAL ELEC CO COM 36960410 28521 781400 SH SHARED 03 781400 D GENERAL ELEC CO COM 36960410 220146 6031400 SH SHARED 04 6031400 D GENERAL ELEC CO COM 36960410 41594 1139580 SH SHARED 05 1005819 133761 D GENERAL ELEC CO COM 36960410 30578 837764 SH SHARED 06 837764 D GENERAL ELEC CO COM 36960410 2787 76370 SH SHARED 07 76370 D GENERAL ELEC CO COM 36960410 7270 199200 SH SHARED 09 199200 D GENERAL ELEC CO COM 36960410 546099 14961637 SH SHARED 10 14961637 D GENERAL EMPLOYMENT ENTERPRIS COM 36973010 19 6900 SH SHARED 02 6900 D GENERAL GROWTH PPTYS INC COM 37002110 618 17100 SH SHARED 11600 5500 D GENERAL GROWTH PPTYS INC COM 37002110 766 21200 SH SHARED 01 21200 D GENERAL GROWTH PPTYS INC COM 37002110 6316 174674 SH SHARED 02 174674 D GENERAL GROWTH PPTYS INC COM 37002110 11 330 SH SHARED 05 330 D GENERAL GROWTH PPTYS INC COM 37002110 1870 51740 SH SHARED 10 51740 D GENERAL GROWTH PPTYS INC COM 37002110 1120 31000 SH SHARED 11 31000 D GENERAL MLS INC DBCV 10/2 370334AU 52680 74407000 PRN SHARED 74407000 D GENERAL MLS INC DBCV 10/2 370334AU 12133 17137000 PRN SHARED 02 17137000 D GENERAL MLS INC COM 37033410 59956 1206124 SH SHARED 1137399 68725 D GENERAL MLS INC COM 37033410 218509 4395680 SH SHARED 01 2805922 882900 706858 D GENERAL MLS INC COM 37033410 3294 66265 SH SHR/OTHR 01 47440 18825 D GENERAL MLS INC COM 37033410 13246 266470 SH SHARED 02 266470 D GENERAL MLS INC COM 37033410 15096 303700 SH SHARED 03 303700 D GENERAL MLS INC COM 37033410 3429 69000 SH SHARED 04 69000 D GENERAL MLS INC COM 37033410 9902 199200 SH SHARED 05 192400 6800 D GENERAL MLS INC COM 37033410 169 3400 SH SHARED 06 3400 D GENERAL MLS INC COM 37033410 512 10300 SH SHARED 07 10300 D GENERAL MLS INC COM 37033410 1242 25000 SH SHARED 09 25000 D GENERAL MLS INC COM 37033410 46901 943500 SH SHARED 10 943500 D GENERAL MTRS CORP COM 37044210 232 5800 SH SHARED 5800 D GENERAL MTRS CORP COM 37044210 413655 10325891 SH SHARED 10321166 4725 D GENERAL MTRS CORP COM 37044210 4065 101477 SH SHARED 01 74694 26783 D GENERAL MTRS CORP COM 37044210 1279 31950 SH SHR/OTHR 01 20722 11228 D GENERAL MTRS CORP COM 37044210 36050 899922 SH SHARED 02 899922 D GENERAL MTRS CORP COM 37044210 504 12600 SH SHARED 04 12600 D GENERAL MTRS CORP COM 37044210 175 4375 SH SHARED 05 4375 D GENERAL MTRS CORP COM 37044210 774 19342 SH SHARED 06 19342 D GENERAL MTRS CORP COM 37044210 23907 596787 SH SHARED 10 596787 D GENERAL MTRS CORP DEB SR CV C 33 37044271 558025 20931206 SH SHARED 20931206 D GENERAL MTRS CORP DEB SR CV C 33 37044271 7732 290050 SH SHARED 02 290050 D GENERAL MTRS CORP DEB SR CONV B 37044273 200019 8670095 SH SHARED 8670095 D GENERAL MTRS CORP DEB SR CONV B 37044273 1093 47416 SH SHARED 01 40916 6500 D GENERAL MTRS CORP DEB SR CONV B 37044273 12 550 SH SHR/OTHR 01 550 D GENERAL MTRS CORP DEB SR CONV B 37044273 94726 4106066 SH SHARED 02 4106066 D GENERAL MTRS CORP DEB SR CONV A 37044274 146495 5838816 SH SHARED 5838816 D GENERAL MTRS CORP DEB SR CONV A 37044274 25410 1012769 SH SHARED 02 1012769 D GENESCO INC COM 37153210 84 2700 SH SHARED 2700 D GENESCO INC COM 37153210 2232 71699 SH SHARED 71699 D GENESCO INC COM 37153210 1516 48690 SH SHARED 01 48690 D GENESCO INC COM 37153210 4323 138856 SH SHARED 02 138856 D GENESCO INC COM 37153210 252 8100 SH SHARED 10 8100 D GENESEE & WYO INC CL A 37155910 1256 44656 SH SHARED 44656 D GENESEE & WYO INC CL A 37155910 1142 40606 SH SHARED 02 40606 D GENESEE & WYO INC CL A 37155910 196 7000 SH SHARED 10 7000 D GENESIS MICROCHIP INC DEL COM 37184C10 2668 164517 SH SHARED 164517 D GENESIS MICROCHIP INC DEL COM 37184C10 278 17200 SH SHARED 01 17200 D GENESIS MICROCHIP INC DEL COM 37184C10 13 806 SH SHARED 02 806 D GENESIS MICROCHIP INC DEL COM 37184C10 205 12700 SH SHARED 10 12700 D GENESIS HEALTHCARE CORP COM 37184D10 22797 650809 SH SHARED 650809 D GENESIS HEALTHCARE CORP COM 37184D10 371 10600 SH SHARED 01 10600 D GENESIS HEALTHCARE CORP COM 37184D10 685 19566 SH SHARED 02 19566 D GENESIS HEALTHCARE CORP COM 37184D10 502 14350 SH SHARED 10 14350 D GENTEX CORP COM 37190110 2539 68602 SH SHARED 68602 D GENTEX CORP COM 37190110 7230 195300 SH SHARED 01 195300 D GENTEX CORP COM 37190110 1328 35880 SH SHARED 02 35880 D GENTEX CORP COM 37190110 151 4100 SH SHARED 10 4100 D GENITOPE CORP COM 37229P50 102 6000 SH SHARED 02 6000 D GENLYTE GROUP INC COM 37230210 1863 21750 SH SHARED 21750 D GENLYTE GROUP INC COM 37230210 435 5080 SH SHARED 01 5080 D GENLYTE GROUP INC COM 37230210 0 3 SH SHARED 02 3 D GENLYTE GROUP INC COM 37230210 471 5500 SH SHARED 10 5500 D GENTA INC COM NEW 37245M20 252 143334 SH SHARED 143334 D GENTA INC COM NEW 37245M20 65 37430 SH SHARED 02 37430 D GENTA INC COM NEW 37245M20 51 29400 SH SHARED 10 29400 D GENTEK INC COM NEW 37245X20 33624 748877 SH SHARED 748877 D GENTEK INC COM NEW 37245X20 32 714 SH SHARED 02 714 D GENVEC INC COM 37246C10 0 68 SH SHARED 68 D GENVEC INC COM 37246C10 1063 652569 SH SHARED 02 652569 D GENUINE PARTS CO COM 37246010 26222 595144 SH SHARED 595144 D GENUINE PARTS CO COM 37246010 24220 549705 SH SHARED 01 22776 526929 D GENUINE PARTS CO COM 37246010 491 11160 SH SHR/OTHR 01 11160 D GENUINE PARTS CO COM 37246010 3062 69510 SH SHARED 02 69510 D GENUINE PARTS CO COM 37246010 126 2861 SH SHARED 06 2861 D GENUINE PARTS CO COM 37246010 7549 171351 SH SHARED 10 171351 D GENUS INC COM 37246110 93 49119 SH SHARED 49119 D GENUS INC COM 37246110 108 57000 SH SHARED 02 57000 D GENTIVA HEALTH SERVICES INC COM 37247A10 18658 1115960 SH SHARED 1115960 D GENTIVA HEALTH SERVICES INC COM 37247A10 4507 269600 SH SHARED 01 269600 D GENTIVA HEALTH SERVICES INC COM 37247A10 40 2435 SH SHARED 02 2435 D GENTIVA HEALTH SERVICES INC COM 37247A10 623 37300 SH SHARED 05 37300 D GENTIVA HEALTH SERVICES INC COM 37247A10 827 49500 SH SHARED 10 49500 D GENWORTH FINL INC COM CL A 37247D10 3961 146716 SH SHARED 146716 D GENWORTH FINL INC COM CL A 37247D10 3652 135265 SH SHARED 02 135265 D GENWORTH FINL INC COM CL A 37247D10 483 17900 SH SHARED 10 17900 D GENZYME CORP NOTE 1.250%12/0 372917AN 6337 5979000 PRN SHARED 02 5979000 D GENZYME CORP COM GENL DIV 37291710 136500 2350617 SH SHARED 2346917 3700 D GENZYME CORP COM GENL DIV 37291710 30967 533274 SH SHARED 01 476708 12400 44166 D GENZYME CORP COM GENL DIV 37291710 660 11374 SH SHR/OTHR 01 2400 8974 D GENZYME CORP COM GENL DIV 37291710 14457 248972 SH SHARED 02 248972 D GENZYME CORP COM GENL DIV 37291710 54928 945900 SH SHARED 04 945900 D GENZYME CORP COM GENL DIV 37291710 11 200 SH SHARED 05 200 D GENZYME CORP COM GENL DIV 37291710 853 14700 SH SHARED 06 14700 D GENZYME CORP COM GENL DIV 37291710 24006 413414 SH SHARED 10 413414 D GEORGIA GULF CORP COM PAR $0.01 37320020 5731 115093 SH SHARED 115093 D GEORGIA GULF CORP COM PAR $0.01 37320020 16511 331550 SH SHARED 01 331550 D GEORGIA GULF CORP COM PAR $0.01 37320020 99 2007 SH SHARED 02 2007 D GEORGIA GULF CORP COM PAR $0.01 37320020 5236 105147 SH SHARED 10 105147 D GEORGIA PAC CORP COM 37329810 356 9500 SH SHARED 9500 D GEORGIA PAC CORP COM 37329810 49222 1313293 SH SHARED 1264790 48503 D GEORGIA PAC CORP COM 37329810 69106 1843832 SH SHARED 01 198402 1547500 97930 D GEORGIA PAC CORP COM 37329810 249 6657 SH SHR/OTHR 01 4221 2436 D GEORGIA PAC CORP COM 37329810 8982 239674 SH SHARED 02 239674 D GEORGIA PAC CORP COM 37329810 2031 54200 SH SHARED 03 54200 D GEORGIA PAC CORP COM 37329810 2023 54000 SH SHARED 04 54000 D GEORGIA PAC CORP COM 37329810 66575 1776281 SH SHARED 05 1344471 431810 D GEORGIA PAC CORP COM 37329810 18738 499959 SH SHARED 06 499959 D GEORGIA PAC CORP COM 37329810 719 19200 SH SHARED 07 19200 D GEORGIA PAC CORP COM 37329810 1829 48800 SH SHARED 09 48800 D GEORGIA PAC CORP COM 37329810 15029 400996 SH SHARED 10 400996 D GERDAU AMERISTEEL CORP COM 37373P10 166 24700 SH SHARED 02 24700 D GERBER SCIENTIFIC INC COM 37373010 16 2200 SH SHARED 2200 D GERBER SCIENTIFIC INC COM 37373010 0 16 SH SHARED 02 16 D GERDAU S A SPONSORED ADR 37373710 306 17047 SH SHARED 17047 D GERDAU S A SPONSORED ADR 37373710 279 15500 SH SHARED 02 15500 D GERMAN AMERN BANCORP COM 37386510 271 16881 SH SHARED 16881 D GERMAN AMERN BANCORP COM 37386510 2 151 SH SHARED 02 151 D GERMAN AMERN BANCORP COM 37386510 23 1465 SH SHARED 10 1465 D GERMANY FD INC COM 37414310 133 16502 SH SHARED 02 16502 D GERON CORP COM 37416310 951 119383 SH SHARED 119383 D GERON CORP COM 37416310 10 1350 SH SHARED 01 900 450 D GERON CORP COM 37416310 1158 145383 SH SHARED 02 145383 D GERON CORP COM 37416310 160 20100 SH SHARED 10 20100 D GETTY IMAGES INC SDCV 0.500% 6/0 374276AG 638 418000 PRN SHARED 418000 D GETTY IMAGES INC COM 37427610 10933 158800 SH SHARED 158800 D GETTY IMAGES INC COM 37427610 13648 198232 SH SHARED 14932 183300 D GETTY IMAGES INC COM 37427610 957 13900 SH SHARED 01 13900 D GETTY IMAGES INC COM 37427610 719 10446 SH SHARED 02 10346 100 D GETTY IMAGES INC COM 37427610 15491 225000 SH SHARED 04 225000 D GETTY IMAGES INC COM 37427610 7 115 SH SHARED 10 115 D GETTY RLTY CORP NEW COM 37429710 965 33609 SH SHARED 33609 D GETTY RLTY CORP NEW COM 37429710 0 1 SH SHARED 02 1 D GETTY RLTY CORP NEW COM 37429710 163 5700 SH SHARED 10 5700 D GETTY RLTY CORP NEW COM 37429710 103 3600 SH SHARED 11 3600 D GEVITY HR INC COM 37439310 957 46592 SH SHARED 46592 D GEVITY HR INC COM 37439310 391 19024 SH SHARED 02 19024 D GEVITY HR INC COM 37439310 222 10800 SH SHARED 10 10800 D GEXA CORP COM NEW 37439820 0 1 SH SHARED 02 1 D GIANT INDS INC COM 37450810 653 24657 SH SHARED 24657 D GIANT INDS INC COM 37450810 7 300 SH SHARED 02 300 D GIANT INDS INC COM 37450810 135 5100 SH SHARED 10 5100 D GIBRALTAR INDS INC COM 37468910 1411 59764 SH SHARED 59764 D GIBRALTAR INDS INC COM 37468910 56 2400 SH SHARED 01 2400 D GIBRALTAR INDS INC COM 37468910 4 200 SH SHARED 02 200 D GIBRALTAR INDS INC COM 37468910 258 10950 SH SHARED 10 10950 D GILEAD SCIENCES INC COM 37555810 88214 2521119 SH SHARED 2521119 D GILEAD SCIENCES INC COM 37555810 110833 3167573 SH SHARED 01 1456337 986300 724936 D GILEAD SCIENCES INC COM 37555810 5667 161958 SH SHARED 02 161958 D GILEAD SCIENCES INC COM 37555810 56254 1607750 SH SHARED 04 1607750 D GILEAD SCIENCES INC COM 37555810 7 200 SH SHARED 05 200 D GILEAD SCIENCES INC COM 37555810 978 27970 SH SHARED 06 27970 D GILEAD SCIENCES INC COM 37555810 22985 656924 SH SHARED 10 656924 D GILLETTE CO COM 37576610 235542 5260004 SH SHARED 5184304 75700 D GILLETTE CO COM 37576610 79014 1764503 SH SHARED 01 1031177 733326 D GILLETTE CO COM 37576610 16606 370843 SH SHR/OTHR 01 92374 278469 D GILLETTE CO COM 37576610 17269 385652 SH SHARED 02 385652 D GILLETTE CO COM 37576610 3716 83000 SH SHARED 04 83000 D GILLETTE CO COM 37576610 35 800 SH SHARED 05 800 D GILLETTE CO COM 37576610 1181 26375 SH SHARED 06 26375 D GILLETTE CO COM 37576610 46365 1035402 SH SHARED 10 1035402 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 30 900 SH SHARED 900 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 13258 390072 SH SHARED 01 388408 1664 D GLACIER BANCORP INC NEW COM 37637Q10 1523 44759 SH SHARED 44759 D GLACIER BANCORP INC NEW COM 37637Q10 170 5000 SH SHARED 01 5000 D GLACIER BANCORP INC NEW COM 37637Q10 21 620 SH SHARED 02 620 D GLACIER BANCORP INC NEW COM 37637Q10 544 16000 SH SHARED 10 16000 D GLADSTONE CAPITAL CORP COM 37653510 822 34699 SH SHARED 34699 D GLADSTONE CAPITAL CORP COM 37653510 53 2254 SH SHARED 02 2254 D GLADSTONE CAPITAL CORP COM 37653510 127 5400 SH SHARED 10 5400 D GLADSTONE COML CORP COM 37653610 509 29800 SH SHARED 29800 D GLAMIS GOLD LTD COM 37677510 1424 83000 SH SHARED 83000 D GLAMIS GOLD LTD COM 37677510 12900 751800 SH SHARED 01 751800 D GLAMIS GOLD LTD COM 37677510 5020 292553 SH SHARED 02 292553 D GLAMIS GOLD LTD COM 37677510 42 2500 SH SHARED 06 2500 D GLAMIS GOLD LTD COM 37677510 1371 79900 SH SHARED 10 79900 D GLATFELTER COM 37731610 1388 90902 SH SHARED 90902 D GLATFELTER COM 37731610 253 16568 SH SHARED 01 13400 3168 D GLATFELTER COM 37731610 154 10117 SH SHARED 02 10117 D GLATFELTER COM 37731610 206 13500 SH SHARED 10 13500 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 2455 51815 SH SHARED 51815 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 4868 102727 SH SHARED 01 25099 77628 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 6181 130445 SH SHR/OTHR 01 116063 14382 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 966 20395 SH SHARED 02 20395 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 91 1921 SH SHARED 06 1921 D GLEN BURNIE BANCORP COM 37740710 290 12000 SH SHARED 02 12000 D GLENAYRE TECHNOLOGIES INC COM 37789910 37 17257 SH SHARED 17257 D GLENAYRE TECHNOLOGIES INC COM 37789910 4 2149 SH SHARED 02 2149 D GLENBOROUGH RLTY TR INC COM 37803P10 1279 60133 SH SHARED 60133 D GLENBOROUGH RLTY TR INC COM 37803P10 196 9200 SH SHARED 01 9200 D GLENBOROUGH RLTY TR INC COM 37803P10 19 900 SH SHARED 02 900 D GLENBOROUGH RLTY TR INC COM 37803P10 371 17451 SH SHARED 10 17451 D GLENBOROUGH RLTY TR INC COM 37803P10 94904 4459800 SH SHARED 11 4459800 D GLIMCHER RLTY TR SH BEN INT 37930210 1825 65892 SH SHARED 65892 D GLIMCHER RLTY TR SH BEN INT 37930210 183 6600 SH SHARED 01 6600 D GLIMCHER RLTY TR SH BEN INT 37930210 30 1118 SH SHARED 02 1118 D GLIMCHER RLTY TR SH BEN INT 37930210 1234 44600 SH SHARED 10 44600 D GLIMCHER RLTY TR SH BEN INT 37930210 89118 3216103 SH SHARED 11 3216103 D GLOBAL HIGH INCOME DLR FD IN COM 37933G10 172 8800 SH SHARED 8800 D GLOBAL INDS LTD COM 37933610 1652 199347 SH SHARED 199347 D GLOBAL INDS LTD COM 37933610 26 3200 SH SHARED 01 3200 D GLOBAL INDS LTD COM 37933610 0 19 SH SHARED 02 19 D GLOBAL INDS LTD COM 37933610 301 36400 SH SHARED 10 36400 D GLOBAL IMAGING SYSTEMS COM 37934A10 2145 54322 SH SHARED 54322 D GLOBAL IMAGING SYSTEMS COM 37934A10 1452 36780 SH SHARED 01 36700 80 D GLOBAL IMAGING SYSTEMS COM 37934A10 67 1717 SH SHARED 02 1717 D GLOBAL IMAGING SYSTEMS COM 37934A10 395 10000 SH SHARED 10 10000 D GLOBAL PMTS INC COM 37940X10 1830 31263 SH SHARED 31263 D GLOBAL PMTS INC COM 37940X10 97 1660 SH SHARED 01 1660 D GLOBAL PMTS INC COM 37940X10 260 4445 SH SHARED 02 4445 D GLOBAL PMTS INC COM 37940X10 1049 17920 SH SHARED 10 17920 D GLOBAL POWER EQUIPMENT INC COM 37941P10 1366 138854 SH SHARED 138854 D GLOBAL POWER EQUIPMENT INC COM 37941P10 111 11300 SH SHARED 10 11300 D GLOBAL SIGNAL INC COM 37944Q10 519 18865 SH SHARED 18865 D GLOBAL SIGNAL INC COM 37944Q10 16 600 SH SHARED 02 600 D GLOBAL SIGNAL INC COM 37944Q10 55 2000 SH SHARED 10 2000 D GLOBECOMM SYSTEMS INC COM 37956X10 125 19668 SH SHARED 19668 D GLOBESPAN INC NOTE 5.250% 5/1 379571AB 20776 21200000 PRN SHARED 21200000 D GOLD BANC CORP INC COM 37990710 1158 79217 SH SHARED 79217 D GOLD BANC CORP INC COM 37990710 4418 302207 SH SHARED 02 302207 D GOLD BANC CORP INC COM 37990710 274 18800 SH SHARED 10 18800 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 6251 196100 SH SHARED 01 196100 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 712 57110 SH SHARED 28400 28710 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 5536 443600 SH SHARED 01 440600 3000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 486 39000 SH SHR/OTHR 01 39000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 83 6682 SH SHARED 02 6682 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 111 8900 SH SHARED 10 8900 D GOLD KIST INC COM 38061410 335 24600 SH SHARED 24600 D GOLD RESV INC CL A 38068N10 163 36559 SH SHARED 02 36559 D GOLDCORP INC NEW COM 38095640 76 5075 SH SHARED 2275 2800 D GOLDCORP INC NEW COM 38095640 16201 1077200 SH SHARED 01 1077200 D GOLDCORP INC NEW COM 38095640 21619 1437477 SH SHARED 02 1437477 D GOLDCORP INC NEW COM 38095640 5328 354300 SH SHARED 10 354300 D GOLDEN STAR RES LTD CDA COM 38119T10 7218 1800000 SH SHARED 01 1800000 D GOLDEN STAR RES LTD CDA COM 38119T10 4 1100 SH SHARED 02 1100 D GOLDEN TELECOM INC COM 38122G10 906 34300 SH SHARED 34300 D GOLDEN TELECOM INC COM 38122G10 3067 116100 SH SHARED 01 116100 D GOLDEN TELECOM INC COM 38122G10 1569 59420 SH SHARED 02 59420 D GOLDEN TELECOM INC COM 38122G10 5421 205221 SH SHARED 04 205221 D GOLDEN TELECOM INC COM 38122G10 154 5861 SH SHARED 10 5861 D GOLDEN WEST FINL CORP DEL COM 38131710 454 7400 SH SHARED 7400 D GOLDEN WEST FINL CORP DEL COM 38131710 48846 795294 SH SHARED 790694 4600 D GOLDEN WEST FINL CORP DEL COM 38131710 22050 359011 SH SHARED 01 346015 12996 D GOLDEN WEST FINL CORP DEL COM 38131710 42 688 SH SHR/OTHR 01 688 D GOLDEN WEST FINL CORP DEL COM 38131710 7869 128120 SH SHARED 02 128120 D GOLDEN WEST FINL CORP DEL COM 38131710 1228 20000 SH SHARED 04 20000 D GOLDEN WEST FINL CORP DEL COM 38131710 952 15508 SH SHARED 06 15508 D GOLDEN WEST FINL CORP DEL COM 38131710 32785 533786 SH SHARED 10 533786 D GOLDMAN SACHS GROUP INC COM 38141G10 164033 1576642 SH SHARED 1543531 33111 D GOLDMAN SACHS GROUP INC COM 38141G10 95544 918344 SH SHARED 01 361277 157920 399147 D GOLDMAN SACHS GROUP INC COM 38141G10 6738 64771 SH SHR/OTHR 01 32070 32701 D GOLDMAN SACHS GROUP INC COM 38141G10 26717 256802 SH SHARED 02 256802 D GOLDMAN SACHS GROUP INC COM 38141G10 15543 149400 SH SHARED 03 149400 D GOLDMAN SACHS GROUP INC COM 38141G10 46141 443500 SH SHARED 04 443500 D GOLDMAN SACHS GROUP INC COM 38141G10 66254 636817 SH SHARED 05 448767 188050 D GOLDMAN SACHS GROUP INC COM 38141G10 10343 99416 SH SHARED 06 99416 D GOLDMAN SACHS GROUP INC COM 38141G10 58896 566099 SH SHARED 10 566099 D GOLF TR AMER INC COM 38168B10 193 89867 SH SHARED 89867 D GOODRICH CORP COM 38238810 39 1200 SH SHARED 1200 D GOODRICH CORP COM 38238810 33830 1036488 SH SHARED 1036488 D GOODRICH CORP COM 38238810 11270 345285 SH SHARED 01 6600 338685 D GOODRICH CORP COM 38238810 17 525 SH SHR/OTHR 01 525 D GOODRICH CORP COM 38238810 1792 54913 SH SHARED 02 54913 D GOODRICH CORP COM 38238810 16133 494300 SH SHARED 03 494300 D GOODRICH CORP COM 38238810 4700 144000 SH SHARED 05 144000 D GOODRICH CORP COM 38238810 154 4728 SH SHARED 06 4728 D GOODRICH CORP COM 38238810 3267 100100 SH SHARED 10 100100 D GOODYEAR TIRE & RUBR CO COM 38255010 12178 830730 SH SHARED 827830 2900 D GOODYEAR TIRE & RUBR CO COM 38255010 3261 222501 SH SHARED 01 222501 D GOODYEAR TIRE & RUBR CO COM 38255010 41 2860 SH SHR/OTHR 01 2860 D GOODYEAR TIRE & RUBR CO COM 38255010 10863 741014 SH SHARED 02 494089 246925 D GOODYEAR TIRE & RUBR CO COM 38255010 3523 240369 SH SHARED 10 240369 D GOODYS FAMILY CLOTHING INC COM 38258810 390 42777 SH SHARED 42777 D GOODYS FAMILY CLOTHING INC COM 38258810 0 5 SH SHARED 02 5 D GOODYS FAMILY CLOTHING INC COM 38258810 83 9100 SH SHARED 10 9100 D GOOGLE INC CL A 38259P50 52512 272380 SH SHARED 272380 D GOOGLE INC CL A 38259P50 4477 23225 SH SHARED 01 10600 12500 125 D GOOGLE INC CL A 38259P50 74231 385039 SH SHARED 02 385039 D GOOGLE INC CL A 38259P50 7615 39500 SH SHARED 04 39500 D GOOGLE INC CL A 38259P50 1251 6492 SH SHARED 06 6492 D GOOGLE INC CL A 38259P50 7981 41400 SH SHARED 10 41400 D GOREMOTE INTERNET COMMUNICAT COM 38285910 49 23620 SH SHARED 23620 D GOREMOTE INTERNET COMMUNICAT COM 38285910 11 5600 SH SHARED 01 5600 D GORMAN RUPP CO COM 38308210 381 16600 SH SHARED 16600 D GORMAN RUPP CO COM 38308210 20 902 SH SHARED 02 902 D GORMAN RUPP CO COM 38308210 51 2250 SH SHARED 10 2250 D GOTTSCHALKS INC COM 38348510 208 23500 SH SHARED 02 23500 D GOVERNMENT PPTYS TR INC COM 38374W10 430 43649 SH SHARED 43649 D GOVERNMENT PPTYS TR INC COM 38374W10 460 46700 SH SHARED 10 46700 D GPC BIOTECH AG SPONSORED ADR 38386P10 2671 187983 SH SHARED 01 173558 14425 D GRACE W R & CO DEL NEW COM 38388F10 85 6300 SH SHARED 6300 D GRACE W R & CO DEL NEW COM 38388F10 1790 131572 SH SHARED 131572 D GRACE W R & CO DEL NEW COM 38388F10 1762 129501 SH SHARED 01 129501 D GRACE W R & CO DEL NEW COM 38388F10 6 450 SH SHR/OTHR 01 450 D GRACE W R & CO DEL NEW COM 38388F10 9718 714078 SH SHARED 02 714078 D GRACE W R & CO DEL NEW COM 38388F10 1607 118100 SH SHARED 10 118100 D GRACO INC COM 38410910 4155 111259 SH SHARED 111259 D GRACO INC COM 38410910 783 20965 SH SHARED 01 20965 D GRACO INC COM 38410910 1016 27223 SH SHARED 02 27223 D GRACO INC COM 38410910 2 70 SH SHARED 10 70 D GRAFTECH INTL LTD DBCV 1.625% 1/1 384313AB 7232 7810000 PRN SHARED 02 7810000 D GRAFTECH INTL LTD COM 38431310 1693 179046 SH SHARED 179046 D GRAFTECH INTL LTD COM 38431310 2610 275980 SH SHARED 02 275980 D GRAFTECH INTL LTD COM 38431310 350 37098 SH SHARED 10 37098 D GRAHAM CORP COM 38455610 153 10400 SH SHARED 02 10400 D GRAINGER W W INC COM 38480210 47140 707608 SH SHARED 707608 D GRAINGER W W INC COM 38480210 6651 99847 SH SHARED 01 53661 46186 D GRAINGER W W INC COM 38480210 882 13250 SH SHR/OTHR 01 1200 12050 D GRAINGER W W INC COM 38480210 3952 59326 SH SHARED 02 59326 D GRAINGER W W INC COM 38480210 10492 157500 SH SHARED 04 157500 D GRAINGER W W INC COM 38480210 3409 51180 SH SHARED 06 51180 D GRAINGER W W INC COM 38480210 8604 129151 SH SHARED 10 129151 D GRAMERCY CAP CORP COM 38487110 351 17072 SH SHARED 17072 D GRAMERCY CAP CORP COM 38487110 37 1800 SH SHARED 10 1800 D GRANITE CONSTR INC COM 38732810 3276 123183 SH SHARED 123183 D GRANITE CONSTR INC COM 38732810 303 11425 SH SHARED 01 11425 D GRANITE CONSTR INC COM 38732810 1628 61209 SH SHARED 02 61209 D GRANITE CONSTR INC COM 38732810 392 14750 SH SHARED 10 14750 D GRANT PRIDECO INC COM 38821G10 5066 252717 SH SHARED 252717 D GRANT PRIDECO INC COM 38821G10 734 36627 SH SHARED 01 36627 D GRANT PRIDECO INC COM 38821G10 1 79 SH SHR/OTHR 01 79 D GRANT PRIDECO INC COM 38821G10 8231 410547 SH SHARED 02 410547 D GRANT PRIDECO INC COM 38821G10 630 31470 SH SHARED 10 31470 D GRAPHIC PACKAGING CORP DEL COM 38868810 868 120680 SH SHARED 120680 D GRAPHIC PACKAGING CORP DEL COM 38868810 882 122520 SH SHARED 01 122520 D GRAPHIC PACKAGING CORP DEL COM 38868810 99 13753 SH SHARED 02 13753 D GRAPHIC PACKAGING CORP DEL COM 38868810 169 23600 SH SHARED 10 23600 D GRAY TELEVISION INC COM 38937510 1484 95768 SH SHARED 95768 D GRAY TELEVISION INC COM 38937510 0 3 SH SHARED 02 3 D GRAY TELEVISION INC COM 38937510 1860 120000 SH SHARED 04 120000 D GRAY TELEVISION INC COM 38937510 11156 719800 SH SHARED 10 719800 D GREAT AMERN FINL RES INC COM 38991510 216 12472 SH SHARED 12472 D GREAT AMERN FINL RES INC COM 38991510 17 1025 SH SHARED 01 1025 D GREAT AMERN FINL RES INC COM 38991510 1 102 SH SHARED 02 102 D GREAT AMERN FINL RES INC COM 38991510 17 1000 SH SHARED 10 1000 D GREAT ATLANTIC & PAC TEA INC COM 39006410 461 45021 SH SHARED 45021 D GREAT ATLANTIC & PAC TEA INC COM 39006410 4 432 SH SHARED 02 432 D GREAT ATLANTIC & PAC TEA INC COM 39006410 70 6868 SH SHARED 10 6868 D GREAT BASIN GOLD LTD COM 39012410 4760 4000000 SH SHARED 01 4000000 D GREAT BASIN GOLD LTD COM 39012410 7 6300 SH SHARED 02 6300 D GREAT LAKES CHEM CORP COM 39056810 9578 336208 SH SHARED 336208 D GREAT LAKES CHEM CORP COM 39056810 5 201 SH SHARED 01 201 D GREAT LAKES CHEM CORP COM 39056810 32 1131 SH SHR/OTHR 01 1131 D GREAT LAKES CHEM CORP COM 39056810 4451 156239 SH SHARED 02 156239 D GREAT LAKES CHEM CORP COM 39056810 1622 56940 SH SHARED 10 56940 D GREAT SOUTHN BANCORP INC COM 39090510 662 18930 SH SHARED 18930 D GREAT SOUTHN BANCORP INC COM 39090510 18 540 SH SHARED 01 540 D GREAT SOUTHN BANCORP INC COM 39090510 112 3200 SH SHARED 10 3200 D GREAT NORTHN IRON ORE PPTYS CTFS BEN INT 39106410 2691 23000 SH SHARED 23000 D GREAT PLAINS ENERGY INC COM 39116410 4628 152844 SH SHARED 152844 D GREAT PLAINS ENERGY INC COM 39116410 753 24870 SH SHARED 01 22000 2870 D GREAT PLAINS ENERGY INC COM 39116410 78 2600 SH SHR/OTHR 01 2600 D GREAT PLAINS ENERGY INC COM 39116410 776 25656 SH SHARED 02 25656 D GREAT WOLF RESORTS INC COM 39152310 111 5000 SH SHARED 04 5000 D GREAT WOLF RESORTS INC COM 39152310 8044 360100 SH SHARED 11 360100 D GREATER BAY BANCORP NOTE 3/2 391648AP 8791 9790000 PRN SHARED 02 9790000 D GREATER BAY BANCORP COM 39164810 5144 184535 SH SHARED 184535 D GREATER BAY BANCORP COM 39164810 2676 96000 SH SHARED 01 92500 3500 D GREATER BAY BANCORP COM 39164810 404 14516 SH SHARED 02 14516 D GREATER BAY BANCORP COM 39164810 621 22300 SH SHARED 10 22300 D GREATER COMMUNITY BANCORP COM 39167M10 0 8 SH SHARED 02 8 D GREEN MTN COFFEE ROASTERS IN COM 39312210 176 7021 SH SHARED 7021 D GREEN MTN COFFEE ROASTERS IN COM 39312210 0 4 SH SHARED 02 4 D GREENBRIER COS INC COM 39365710 392 11588 SH SHARED 11588 D GREENBRIER COS INC COM 39365710 0 9 SH SHARED 02 9 D GREENBRIER COS INC COM 39365710 60 1800 SH SHARED 10 1800 D GREENE CNTY BANCSHARES INC COM NEW 39436120 1009 37686 SH SHARED 02 37686 D GREENFIELD ONLINE INC COM 39515010 201 9166 SH SHARED 9166 D GREENFIELD ONLINE INC COM 39515010 8 400 SH SHARED 10 400 D GREENHILL & CO INC COM 39525910 257 8973 SH SHARED 8973 D GREENHILL & CO INC COM 39525910 2 100 SH SHARED 02 100 D GREIF INC CL A 39762410 1603 28633 SH SHARED 28633 D GREIF INC CL A 39762410 56 1000 SH SHARED 01 1000 D GREIF INC CL A 39762410 0 3 SH SHARED 02 3 D GREIF INC CL A 39762410 280 5000 SH SHARED 10 5000 D GREY GLOBAL GROUP INC COM 39787M10 2344 2131 SH SHARED 2131 D GREY GLOBAL GROUP INC COM 39787M10 220 200 SH SHARED 01 200 D GREY GLOBAL GROUP INC COM 39787M10 110 100 SH SHARED 02 100 D GREY GLOBAL GROUP INC COM 39787M10 385 350 SH SHARED 10 350 D GREY WOLF INC NOTE 3.750% 5/0 397888AD 63067 61350000 PRN SHARED 61350000 D GREY WOLF INC NOTE 3.750% 5/0 397888AD 1901 1850000 PRN SHARED 02 1850000 D GREY WOLF INC COM 39788810 1780 337861 SH SHARED 337861 D GREY WOLF INC COM 39788810 3231 613239 SH SHARED 02 613239 D GREY WOLF INC COM 39788810 408 77500 SH SHARED 10 77500 D GRIFFIN LD & NURSERIES INC CL A 39823110 15 600 SH SHARED 02 600 D GRIFFON CORP NOTE 4.000% 7/1 398433AC 74633 55780000 PRN SHARED 55780000 D GRIFFON CORP NOTE 4.000% 7/1 398433AC 15052 11250000 PRN SHARED 02 11250000 D GRIFFON CORP COM 39843310 1190 44094 SH SHARED 44094 D GRIFFON CORP COM 39843310 2657 98433 SH SHARED 01 98433 D GRIFFON CORP COM 39843310 259 9614 SH SHARED 02 9614 D GRIFFON CORP COM 39843310 271 10070 SH SHARED 10 10070 D GROUP 1 AUTOMOTIVE INC COM 39890510 3573 113444 SH SHARED 113444 D GROUP 1 AUTOMOTIVE INC COM 39890510 0 5 SH SHARED 02 5 D GROUP 1 AUTOMOTIVE INC COM 39890510 214 6800 SH SHARED 10 6800 D GROUPE DANONE SPONSORED ADR 39944910 976 52968 SH SHARED 52968 D GROUPE DANONE SPONSORED ADR 39944910 150 8148 SH SHARED 01 8148 D GROUPE DANONE SPONSORED ADR 39944910 570 30935 SH SHARED 02 30935 D GROUPE CGI INC CL A SUB VTG 39945C10 608 91100 SH SHARED 91100 D GROUPE CGI INC CL A SUB VTG 39945C10 84 12591 SH SHARED 01 12591 D GROUPE CGI INC CL A SUB VTG 39945C10 585 87595 SH SHARED 02 87595 D GROUPE CGI INC CL A SUB VTG 39945C10 33 5000 SH SHARED 06 5000 D GROUPE CGI INC CL A SUB VTG 39945C10 463 69400 SH SHARED 10 69400 D GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 39990910 10 1217 SH SHARED 1217 D GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 39990910 336 39300 SH SHARED 02 39300 D GRUPO IMSA S A DE C V SPON ADR UNITS 40048T10 101 3800 SH SHARED 02 3800 D GRUPO INDL MASECA S A DE C V SPON ADR NEW 40048840 0 100 SH SHARED 02 100 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 1936 32005 SH SHARED 25387 6618 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 65402 1081027 SH SHARED 01 1081027 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 1 19 SH SHARED 02 19 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 2420 40000 SH SHARED 04 40000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 2465 40750 SH SHARED 05 40750 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 1107 18300 SH SHARED 10 18300 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 2724 45027 SH SHARED 12 45027 D GRUPO SIMEC S A DE C V ADR 40049110 16 2100 SH SHARED 2100 D GRUPO SIMEC S A DE C V ADR 40049110 373 48500 SH SHARED 02 48500 D GRUPO IUSACELL S A DE C V NE SP ADR V NEW 40050B20 4 400 SH SHARED 400 D GRUPO IUSACELL S A DE C V NE SP ADR V NEW 40050B20 26 2600 SH SHARED 02 2600 D GRUPO TMM S A SP ADR A SHS 40051D10 11 3100 SH SHARED 3100 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 76 2800 SH SHARED 02 2800 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 793 29000 SH SHARED 04 29000 D GTECH HLDGS CORP DBCV 1.750%12/1 400518AB 2252 1188000 PRN SHARED 02 1188000 D GTECH HLDGS CORP COM 40051810 96 3700 SH SHARED 3700 D GTECH HLDGS CORP COM 40051810 6144 236775 SH SHARED 236775 D GTECH HLDGS CORP COM 40051810 13538 521700 SH SHARED 01 521700 D GTECH HLDGS CORP COM 40051810 5762 222070 SH SHARED 02 222070 D GTECH HLDGS CORP COM 40051810 160 6190 SH SHARED 06 6190 D GTECH HLDGS CORP COM 40051810 957 36900 SH SHARED 10 36900 D GTX INC DEL COM 40052B10 130 9654 SH SHARED 9654 D GTX INC DEL COM 40052B10 2 200 SH SHARED 02 200 D GUANGSHEN RY LTD SPONSORED ADR 40065W10 53 2600 SH SHARED 2600 D GUANGSHEN RY LTD SPONSORED ADR 40065W10 16 800 SH SHARED 02 800 D GUESS INC COM 40161710 519 41386 SH SHARED 41386 D GUESS INC COM 40161710 3843 306280 SH SHARED 01 306280 D GUESS INC COM 40161710 716 57100 SH SHARED 02 57100 D GUESS INC COM 40161710 1504 119900 SH SHARED 10 119900 D GUIDANT CORP COM 40169810 457070 6339396 SH SHARED 6335711 3685 D GUIDANT CORP COM 40169810 63300 877952 SH SHARED 01 98064 590430 189458 D GUIDANT CORP COM 40169810 2070 28722 SH SHR/OTHR 01 11425 17297 D GUIDANT CORP COM 40169810 164263 2278275 SH SHARED 02 2278275 D GUIDANT CORP COM 40169810 1117 15500 SH SHARED 04 15500 D GUIDANT CORP COM 40169810 6379 88476 SH SHARED 05 76086 12390 D GUIDANT CORP COM 40169810 378 5250 SH SHARED 06 5250 D GUIDANT CORP COM 40169810 456 6335 SH SHARED 07 6335 D GUIDANT CORP COM 40169810 1175 16300 SH SHARED 09 16300 D GUIDANT CORP COM 40169810 23839 330638 SH SHARED 10 330638 D GUILFORD PHARMACEUTICALS INC COM 40182910 164 33200 SH SHARED 33200 D GUILFORD PHARMACEUTICALS INC COM 40182910 521 105377 SH SHARED 105377 D GUILFORD PHARMACEUTICALS INC COM 40182910 18 3700 SH SHARED 01 3700 D GUILFORD PHARMACEUTICALS INC COM 40182910 9 2000 SH SHR/OTHR 01 2000 D GUILFORD PHARMACEUTICALS INC COM 40182910 13 2809 SH SHARED 02 2809 D GUILFORD PHARMACEUTICALS INC COM 40182910 94 19100 SH SHARED 10 19100 D GUITAR CTR MGMT INC COM 40204010 3165 60079 SH SHARED 60079 D GUITAR CTR MGMT INC COM 40204010 121 2309 SH SHARED 02 2309 D GUITAR CTR MGMT INC COM 40204010 484 9200 SH SHARED 10 9200 D GULF ISLAND FABRICATION INC COM 40230710 328 15053 SH SHARED 15053 D GULF ISLAND FABRICATION INC COM 40230710 353 16201 SH SHARED 02 16201 D GULF ISLAND FABRICATION INC COM 40230710 100 4600 SH SHARED 10 4600 D GULFMARK OFFSHORE INC COM 40262910 1597 71719 SH SHARED 71719 D GULFMARK OFFSHORE INC COM 40262910 2 103 SH SHARED 02 103 D GULFMARK OFFSHORE INC COM 40262910 118 5300 SH SHARED 10 5300 D GYMBOREE CORP COM 40377710 1219 95140 SH SHARED 95140 D GYMBOREE CORP COM 40377710 916 71500 SH SHARED 01 71500 D GYMBOREE CORP COM 40377710 14 1104 SH SHARED 02 1104 D GYMBOREE CORP COM 40377710 184 14400 SH SHARED 10 14400 D H & Q HEALTHCARE FD SH BEN INT 40405210 3 180 SH SHARED 180 D H & Q HEALTHCARE FD SH BEN INT 40405210 0 20 SH SHARED 02 20 D H & Q LIFE SCIENCES INVS SH BEN INT 40405310 70 4430 SH SHARED 02 4430 D HCA INC COM 40411910 783 19600 SH SHARED 19600 D HCA INC COM 40411910 86935 2175563 SH SHARED 2175563 D HCA INC COM 40411910 1708 42760 SH SHARED 01 42760 D HCA INC COM 40411910 16497 412843 SH SHARED 02 412843 D HCA INC COM 40411910 16539 413900 SH SHARED 04 413900 D HCA INC COM 40411910 15 400 SH SHARED 05 400 D HCA INC COM 40411910 2628 65775 SH SHARED 06 65775 D HCA INC COM 40411910 117562 2942016 SH SHARED 10 2942016 D HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB 1782 1649000 PRN SHARED 02 1649000 D HCC INS HLDGS INC COM 40413210 4992 150751 SH SHARED 150751 D HCC INS HLDGS INC COM 40413210 624 18850 SH SHARED 01 18850 D HCC INS HLDGS INC COM 40413210 1693 51128 SH SHARED 02 51128 D HCC INS HLDGS INC COM 40413210 31 958 SH SHARED 06 958 D HDFC BANK LTD ADR REPS 3 SHS 40415F10 47124 1038900 SH SHARED 1036400 2500 D HF FINL CORP COM 40417210 18 1000 SH SHARED 02 1000 D HNI CORP COM 40425110 3588 83356 SH SHARED 83356 D HNI CORP COM 40425110 740 17200 SH SHARED 01 17200 D HNI CORP COM 40425110 876 20370 SH SHARED 02 20370 D HRPT PPTYS TR COM SH BEN INT 40426W10 541 42172 SH SHARED 42172 D HRPT PPTYS TR COM SH BEN INT 40426W10 29 2300 SH SHARED 01 2300 D HRPT PPTYS TR COM SH BEN INT 40426W10 1116 87022 SH SHARED 02 87022 D HRPT PPTYS TR COM SH BEN INT 40426W10 79853 6223971 SH SHARED 11 6223971 D HSBC HLDGS PLC SPON ADR NEW 40428040 36015 423014 SH SHARED 423014 D HSBC HLDGS PLC SPON ADR NEW 40428040 6387 75021 SH SHARED 01 34938 40083 D HSBC HLDGS PLC SPON ADR NEW 40428040 1326 15578 SH SHR/OTHR 01 300 15278 D HSBC HLDGS PLC SPON ADR NEW 40428040 891 10466 SH SHARED 02 10466 D HAEMONETICS CORP COM 40502410 1904 52585 SH SHARED 52585 D HAEMONETICS CORP COM 40502410 10888 300700 SH SHARED 01 300700 D HAEMONETICS CORP COM 40502410 365 10104 SH SHARED 02 10104 D HAEMONETICS CORP COM 40502410 2379 65700 SH SHARED 10 65700 D HAGGAR CORP COM 40517310 51 2175 SH SHARED 02 2175 D HAIN CELESTIAL GROUP INC COM 40521710 2243 108537 SH SHARED 108537 D HAIN CELESTIAL GROUP INC COM 40521710 26 1301 SH SHR/OTHR 01 1301 D HAIN CELESTIAL GROUP INC COM 40521710 26 1267 SH SHARED 02 1267 D HAIN CELESTIAL GROUP INC COM 40521710 249 12082 SH SHARED 10 12082 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM 28290 23000000 PRN SHARED 23000000 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM 13788 11210000 PRN SHARED 02 11210000 D HALLIBURTON CO COM 40621610 119612 3048228 SH SHARED 3038978 9250 D HALLIBURTON CO COM 40621610 18627 474697 SH SHARED 01 176697 298000 D HALLIBURTON CO COM 40621610 1157 29500 SH SHR/OTHR 01 26100 3400 D HALLIBURTON CO COM 40621610 13213 336730 SH SHARED 02 336730 D HALLIBURTON CO COM 40621610 2354 60000 SH SHARED 04 60000 D HALLIBURTON CO COM 40621610 19 500 SH SHARED 05 500 D HALLIBURTON CO COM 40621610 10102 257450 SH SHARED 06 257450 D HALLIBURTON CO COM 40621610 26000 662603 SH SHARED 10 662603 D HAMPSHIRE GROUP LTD COM 40885910 0 4 SH SHARED 02 4 D HANARO TELECOM INC SPONSORED ADR 40964920 6333 2146856 SH SHARED 2146856 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 2791 258681 SH SHARED 258681 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 80 7417 SH SHARED 01 7417 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 5591 518213 SH SHARED 02 518213 D HANCOCK FABRICS INC COM 40990010 372 35914 SH SHARED 35914 D HANCOCK FABRICS INC COM 40990010 0 5 SH SHARED 02 5 D HANCOCK FABRICS INC COM 40990010 109 10600 SH SHARED 10 10600 D HANCOCK HLDG CO COM 41012010 1693 50600 SH SHARED 50600 D HANCOCK HLDG CO COM 41012010 3058 91400 SH SHARED 01 91400 D HANCOCK HLDG CO COM 41012010 7 229 SH SHARED 02 229 D HANCOCK HLDG CO COM 41012010 411 12300 SH SHARED 10 12300 D HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T10 14 1264 SH SHARED 1264 D HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T10 52 4536 SH SHARED 02 4536 D HANCOCK JOHN TAX-ADV DIV INC COM 41013V10 2594 144200 SH SHARED 144200 D HANCOCK JOHN TAX-ADV DIV INC COM 41013V10 98 5500 SH SHARED 01 5500 D HANCOCK JOHN TAX-ADV DIV INC COM 41013V10 25 1400 SH SHARED 02 1400 D HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W10 243 9800 SH SHARED 9800 D HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W10 99 4000 SH SHARED 01 4000 D HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W10 62 2500 SH SHARED 02 2500 D HANCOCK JOHN PFD INCOME FD I COM 41013X10 65 2600 SH SHARED 2600 D HANCOCK JOHN PFD INCOME FD I COM 41021P10 113 5000 SH SHARED 02 5000 D HANDLEMAN CO DEL COM 41025210 1244 57925 SH SHARED 57925 D HANDLEMAN CO DEL COM 41025210 2465 114801 SH SHARED 01 114801 D HANDLEMAN CO DEL COM 41025210 864 40229 SH SHARED 02 40229 D HANDLEMAN CO DEL COM 41025210 555 25855 SH SHARED 10 25855 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 571 70559 SH SHARED 53559 17000 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 245 30300 SH SHARED 01 30300 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 21 2696 SH SHARED 02 2696 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 89 11000 SH SHARED 10 11000 D HANMI FINL CORP COM 41049510 1140 31736 SH SHARED 31736 D HANMI FINL CORP COM 41049510 2095 58300 SH SHARED 01 58300 D HANMI FINL CORP COM 41049510 44 1239 SH SHARED 02 1239 D HANMI FINL CORP COM 41049510 1610 44821 SH SHARED 10 44821 D HANOVER CAP MTG HLDGS INC COM 41076110 211 19544 SH SHARED 19544 D HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE 316 250000 PRN SHARED 02 250000 D HANOVER COMPRESSOR CO COM 41076810 2937 207910 SH SHARED 207910 D HANOVER COMPRESSOR CO COM 41076810 317 22500 SH SHARED 01 22500 D HANOVER COMPRESSOR CO COM 41076810 422 29921 SH SHARED 02 29921 D HANOVER COMPRESSOR CO COM 41076810 406 28800 SH SHARED 10 28800 D HANSEN NAT CORP COM 41131010 411 11296 SH SHARED 11296 D HANSEN NAT CORP COM 41131010 7 200 SH SHARED 02 200 D HANSEN NAT CORP COM 41131010 116 3200 SH SHARED 10 3200 D HANSON PLC NEW SPONSORED ADR 41134910 27389 638000 SH SHARED 638000 D HARBOR FLA BANCSHARES INC COM 41190110 1309 37826 SH SHARED 37826 D HARBOR FLA BANCSHARES INC COM 41190110 1616 46700 SH SHARED 01 46700 D HARBOR FLA BANCSHARES INC COM 41190110 27 801 SH SHARED 02 801 D HARBOR FLA BANCSHARES INC COM 41190110 1194 34501 SH SHARED 10 34501 D HARLAND JOHN H CO COM 41269310 198 5500 SH SHARED 5500 D HARLAND JOHN H CO COM 41269310 2252 62405 SH SHARED 62405 D HARLAND JOHN H CO COM 41269310 25 700 SH SHARED 01 700 D HARLAND JOHN H CO COM 41269310 36 1008 SH SHARED 02 1008 D HARLAND JOHN H CO COM 41269310 444 12300 SH SHARED 10 12300 D HARLEY DAVIDSON INC COM 41282210 106048 1745649 SH SHARED 1745249 400 D HARLEY DAVIDSON INC COM 41282210 108799 1790945 SH SHARED 01 750100 683100 357745 D HARLEY DAVIDSON INC COM 41282210 1149 18925 SH SHR/OTHR 01 7950 10975 D HARLEY DAVIDSON INC COM 41282210 8216 135247 SH SHARED 02 135247 D HARLEY DAVIDSON INC COM 41282210 34627 570000 SH SHARED 04 570000 D HARLEY DAVIDSON INC COM 41282210 44 740 SH SHARED 05 740 D HARLEY DAVIDSON INC COM 41282210 355 5844 SH SHARED 06 5844 D HARLEY DAVIDSON INC COM 41282210 21876 360108 SH SHARED 10 360108 D HARLEYSVILLE GROUP INC COM 41282410 955 40015 SH SHARED 40015 D HARLEYSVILLE GROUP INC COM 41282410 33 1400 SH SHARED 01 1400 D HARLEYSVILLE GROUP INC COM 41282410 11 474 SH SHARED 02 474 D HARLEYSVILLE GROUP INC COM 41282410 176 7400 SH SHARED 10 7400 D HARLEYSVILLE NATL CORP PA COM 41285010 1258 47314 SH SHARED 47314 D HARLEYSVILLE NATL CORP PA COM 41285010 22 862 SH SHARED 01 862 D HARLEYSVILLE NATL CORP PA COM 41285010 37 1397 SH SHARED 02 1397 D HARLEYSVILLE NATL CORP PA COM 41285010 267 10046 SH SHARED 10 10046 D HARMAN INTL INDS INC COM 41308610 2197 17300 SH SHARED 17300 D HARMAN INTL INDS INC COM 41308610 10318 81249 SH SHARED 81249 D HARMAN INTL INDS INC COM 41308610 56198 442508 SH SHARED 01 391500 48800 2208 D HARMAN INTL INDS INC COM 41308610 115 912 SH SHR/OTHR 01 912 D HARMAN INTL INDS INC COM 41308610 2855 22483 SH SHARED 02 22483 D HARMAN INTL INDS INC COM 41308610 19 150 SH SHARED 05 150 D HARMAN INTL INDS INC COM 41308610 1374 10825 SH SHARED 06 10825 D HARMAN INTL INDS INC COM 41308610 11728 92350 SH SHARED 10 92350 D HARMONIC INC COM 41316010 1709 204937 SH SHARED 204937 D HARMONIC INC COM 41316010 29 3507 SH SHARED 02 3507 D HARMONIC INC COM 41316010 231 27800 SH SHARED 10 27800 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 17207 1856238 SH SHARED 1856238 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 12852 1386500 SH SHARED 01 1386500 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 226 24400 SH SHR/OTHR 01 24400 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 6276 677058 SH SHARED 02 677058 D HARRAHS ENTMT INC COM 41361910 35640 532818 SH SHARED 532818 D HARRAHS ENTMT INC COM 41361910 1728 25838 SH SHARED 01 25838 D HARRAHS ENTMT INC COM 41361910 2732 40844 SH SHARED 02 40844 D HARRAHS ENTMT INC COM 41361910 6 100 SH SHARED 05 100 D HARRAHS ENTMT INC COM 41361910 2280 34100 SH SHARED 06 34100 D HARRAHS ENTMT INC COM 41361910 12553 187675 SH SHARED 10 187675 D HARRINGTON WEST FINL GROUP I COM 41383L10 2306 122380 SH SHARED 02 122380 D HARRIS & HARRIS GROUP INC COM 41383310 505 30864 SH SHARED 30864 D HARRIS & HARRIS GROUP INC COM 41383310 36 2200 SH SHARED 01 2200 D HARRIS & HARRIS GROUP INC COM 41383310 9 600 SH SHARED 02 600 D HARRIS & HARRIS GROUP INC COM 41383310 126 7700 SH SHARED 10 7700 D HARRIS CORP DEL COM 41387510 865 14000 SH SHARED 14000 D HARRIS CORP DEL COM 41387510 4832 78208 SH SHARED 78208 D HARRIS CORP DEL COM 41387510 1472 23836 SH SHARED 01 23836 D HARRIS CORP DEL COM 41387510 1462 23663 SH SHARED 02 23663 D HARRIS CORP DEL COM 41387510 205 3329 SH SHARED 06 3329 D HARRIS CORP DEL COM 41387510 6 100 SH SHARED 10 100 D HARRIS INTERACTIVE INC COM 41454910 836 105936 SH SHARED 105936 D HARRIS INTERACTIVE INC COM 41454910 4195 531100 SH SHARED 01 531100 D HARRIS INTERACTIVE INC COM 41454910 18 2400 SH SHARED 02 2400 D HARRIS INTERACTIVE INC COM 41454910 286 36300 SH SHARED 10 36300 D HARSCO CORP COM 41586410 2961 53129 SH SHARED 53129 D HARSCO CORP COM 41586410 685 12300 SH SHARED 01 12300 D HARSCO CORP COM 41586410 793 14233 SH SHARED 02 14233 D HARTE-HANKS INC COM 41619610 2465 94898 SH SHARED 94898 D HARTE-HANKS INC COM 41619610 685 26380 SH SHARED 01 25630 750 D HARTE-HANKS INC COM 41619610 1559 60030 SH SHARED 02 60030 D HARTFORD FINL SVCS GROUP INC COM 41651510 1269 18322 SH SHARED 18322 D HARTFORD FINL SVCS GROUP INC COM 41651510 74042 1068280 SH SHARED 940573 127707 D HARTFORD FINL SVCS GROUP INC COM 41651510 51520 743332 SH SHARED 01 95014 610000 38318 D HARTFORD FINL SVCS GROUP INC COM 41651510 1207 17416 SH SHR/OTHR 01 11522 5894 D HARTFORD FINL SVCS GROUP INC COM 41651510 7217 104128 SH SHARED 02 104128 D HARTFORD FINL SVCS GROUP INC COM 41651510 5711 82400 SH SHARED 03 82400 D HARTFORD FINL SVCS GROUP INC COM 41651510 2612 37700 SH SHARED 04 37700 D HARTFORD FINL SVCS GROUP INC COM 41651510 19753 285002 SH SHARED 05 174484 110518 D HARTFORD FINL SVCS GROUP INC COM 41651510 336 4850 SH SHARED 06 4850 D HARTFORD FINL SVCS GROUP INC COM 41651510 532 7690 SH SHARED 07 7690 D HARTFORD FINL SVCS GROUP INC COM 41651510 1296 18700 SH SHARED 09 18700 D HARTFORD FINL SVCS GROUP INC COM 41651510 25985 374921 SH SHARED 10 374921 D HARVARD BIOSCIENCE INC COM 41690610 56 12141 SH SHARED 12141 D HARVARD BIOSCIENCE INC COM 41690610 36 7923 SH SHARED 02 7923 D HARTMARX CORP COM 41711910 360 46433 SH SHARED 46433 D HARTMARX CORP COM 41711910 422 54400 SH SHARED 02 54400 D HARTMARX CORP COM 41711910 82 10600 SH SHARED 10 10600 D HARVEST NATURAL RESOURCES IN COM 41754V10 1671 96814 SH SHARED 96814 D HARVEST NATURAL RESOURCES IN COM 41754V10 34 2000 SH SHARED 01 2000 D HARVEST NATURAL RESOURCES IN COM 41754V10 10 609 SH SHARED 02 609 D HARVEST NATURAL RESOURCES IN COM 41754V10 259 15000 SH SHARED 10 15000 D HASBRO INC DBCV 2.750%12/0 418056AN 14190 13175500 PRN SHARED 13175500 D HASBRO INC DBCV 2.750%12/0 418056AN 122 114000 PRN SHARED 02 114000 D HASBRO INC COM 41805610 8945 461574 SH SHARED 461574 D HASBRO INC COM 41805610 435 22449 SH SHARED 01 19749 2700 D HASBRO INC COM 41805610 4625 238650 SH SHARED 02 238650 D HASBRO INC COM 41805610 3544 182911 SH SHARED 10 182911 D HASTINGS ENTMT INC COM 41836510 2 280 SH SHARED 280 D HASTINGS ENTMT INC COM 41836510 43 5300 SH SHARED 02 5300 D HAUPPAUGE DIGITAL INC COM 41913110 364 59400 SH SHARED 02 59400 D HAVAS SPONSORED ADR 41931310 21 3837 SH SHARED 3837 D HAVAS SPONSORED ADR 41931310 35 6423 SH SHARED 02 6423 D HAVERTY FURNITURE INC COM 41959610 2057 111217 SH SHARED 111217 D HAVERTY FURNITURE INC COM 41959610 1060 57300 SH SHARED 01 57300 D HAVERTY FURNITURE INC COM 41959610 1198 64805 SH SHARED 02 64805 D HAVERTY FURNITURE INC COM 41959610 120 6500 SH SHARED 10 6500 D HAWAIIAN ELEC INDUSTRIES COM 41987010 2836 97310 SH SHARED 97310 D HAWAIIAN ELEC INDUSTRIES COM 41987010 766 26300 SH SHARED 01 23000 3300 D HAWAIIAN ELEC INDUSTRIES COM 41987010 841 28854 SH SHARED 02 28854 D HAWKINS INC COM 42026110 17 1500 SH SHARED 02 1500 D HAYES LEMMERZ INTL INC COM NEW 42078130 19777 2239820 SH SHARED 2239820 D HAYES LEMMERZ INTL INC COM NEW 42078130 283 32100 SH SHARED 01 32100 D HAYES LEMMERZ INTL INC COM NEW 42078130 154 17500 SH SHARED 10 17500 D HEALTHCARE SVCS GRP INC COM 42190610 585 28092 SH SHARED 28092 D HEALTHCARE SVCS GRP INC COM 42190610 235 11300 SH SHARED 01 11300 D HEALTHCARE SVCS GRP INC COM 42190610 480 23057 SH SHARED 02 23057 D HEALTHCARE SVCS GRP INC COM 42190610 224 10750 SH SHARED 10 10750 D HEALTH CARE PPTY INVS INC COM 42191510 107 3900 SH SHARED 3900 D HEALTH CARE PPTY INVS INC COM 42191510 866 31304 SH SHARED 01 19096 12208 D HEALTH CARE PPTY INVS INC COM 42191510 33 1200 SH SHR/OTHR 01 1200 D HEALTH CARE PPTY INVS INC COM 42191510 877 31691 SH SHARED 02 31691 D HEALTH MGMT ASSOC INC NEW NOTE 1.500% 8/0 421933AF 9 9500 PRN SHARED 9500 D HEALTH MGMT ASSOC INC NEW CL A 42193310 14188 624500 SH SHARED 624500 D HEALTH MGMT ASSOC INC NEW CL A 42193310 843 37117 SH SHARED 01 36117 1000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 3513 154651 SH SHARED 02 154651 D HEALTH MGMT ASSOC INC NEW CL A 42193310 3426 150800 SH SHARED 04 150800 D HEALTH MGMT ASSOC INC NEW CL A 42193310 519 22850 SH SHARED 06 22850 D HEALTH MGMT ASSOC INC NEW CL A 42193310 5540 243846 SH SHARED 10 243846 D HEALTHCARE RLTY TR COM 42194610 3654 89783 SH SHARED 89783 D HEALTHCARE RLTY TR COM 42194610 3646 89600 SH SHARED 01 89600 D HEALTHCARE RLTY TR COM 42194610 58 1433 SH SHARED 02 1433 D HEALTHCARE RLTY TR COM 42194610 2087 51300 SH SHARED 10 51300 D HEALTHCARE RLTY TR COM 42194610 19873 488300 SH SHARED 11 488300 D HEAD N V NY REGISTRY SH 42207010 3 899 SH SHARED 02 899 D HEADWATERS INC COM 42210P10 3347 117469 SH SHARED 117469 D HEADWATERS INC COM 42210P10 62 2200 SH SHARED 01 2200 D HEADWATERS INC COM 42210P10 8003 280830 SH SHARED 02 280830 D HEADWATERS INC COM 42210P10 367 12900 SH SHARED 10 12900 D HEALTH CARE REIT INC COM 42217K10 270 7100 SH SHARED 7100 D HEALTH CARE REIT INC COM 42217K10 168 4420 SH SHARED 01 4420 D HEALTH CARE REIT INC COM 42217K10 202 5307 SH SHARED 02 5307 D HEALTH CARE REIT INC COM 42217K10 186 4900 SH SHARED 11 4900 D HEALTHEXTRAS INC COM 42221110 592 36344 SH SHARED 36344 D HEALTHEXTRAS INC COM 42221110 16 1000 SH SHARED 01 1000 D HEALTHEXTRAS INC COM 42221110 2285 140226 SH SHARED 02 139851 375 D HEALTHEXTRAS INC COM 42221110 130 8000 SH SHARED 10 8000 D HEALTH NET INC COM 42222G10 193 6700 SH SHARED 6700 D HEALTH NET INC COM 42222G10 8016 277671 SH SHARED 277671 D HEALTH NET INC COM 42222G10 912 31600 SH SHARED 01 31600 D HEALTH NET INC COM 42222G10 7091 245652 SH SHARED 02 245652 D HEALTH NET INC COM 42222G10 2208 76500 SH SHARED 04 76500 D HEALTH NET INC COM 42222G10 28 1000 SH SHARED 06 1000 D HEALTH NET INC COM 42222G10 715 24800 SH SHARED 10 24800 D HEALTHTRONICS INC COM 42222L10 1452 136652 SH SHARED 136652 D HEALTHTRONICS INC COM 42222L10 583 54863 SH SHARED 02 54863 D HEARST-ARGYLE TELEVISION INC COM 42231710 71 2708 SH SHARED 2708 D HEARST-ARGYLE TELEVISION INC COM 42231710 107 4073 SH SHARED 01 4073 D HEARST-ARGYLE TELEVISION INC COM 42231710 1793 67997 SH SHARED 02 67997 D HEARTLAND FINL USA INC COM 42234Q10 367 18251 SH SHARED 18251 D HEARTLAND FINL USA INC COM 42234Q10 81 4050 SH SHARED 10 4050 D HEARTLAND EXPRESS INC COM 42234710 2196 97759 SH SHARED 97759 D HEARTLAND EXPRESS INC COM 42234710 40493 1802124 SH SHARED 01 1797169 4400 555 D HEARTLAND EXPRESS INC COM 42234710 55 2449 SH SHR/OTHR 01 2449 D HEARTLAND EXPRESS INC COM 42234710 147 6562 SH SHARED 02 6562 D HEARTLAND EXPRESS INC COM 42234710 3782 168336 SH SHARED 10 168336 D HECLA MNG CO COM 42270410 1866 320174 SH SHARED 320174 D HECLA MNG CO COM 42270410 3026 519100 SH SHARED 01 519100 D HECLA MNG CO COM 42270410 532 91332 SH SHARED 02 91332 D HECLA MNG CO COM 42270410 1457 250000 SH SHARED 04 250000 D HECLA MNG CO COM 42270410 1283 220100 SH SHARED 10 220100 D HECTOR COMMUNICATIONS CORP COM 42273010 369 16900 SH SHARED 02 16900 D HEICO CORP NEW COM 42280610 1586 70218 SH SHARED 70218 D HEICO CORP NEW COM 42280610 390 17300 SH SHARED 01 15300 2000 D HEICO CORP NEW COM 42280610 2 126 SH SHARED 02 126 D HEICO CORP NEW COM 42280610 483 21400 SH SHARED 10 21400 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 0 8 SH SHARED 02 8 D HEIDRICK & STRUGGLES INTL IN COM 42281910 1151 33600 SH SHARED 33600 D HEIDRICK & STRUGGLES INTL IN COM 42281910 1213 35400 SH SHARED 01 35400 D HEIDRICK & STRUGGLES INTL IN COM 42281910 40 1186 SH SHARED 02 1186 D HEIDRICK & STRUGGLES INTL IN COM 42281910 1477 43100 SH SHARED 10 43100 D HEINZ H J CO COM 42307410 54221 1390653 SH SHARED 1390653 D HEINZ H J CO COM 42307410 10229 262355 SH SHARED 01 119297 143058 D HEINZ H J CO COM 42307410 4838 124106 SH SHR/OTHR 01 36525 87581 D HEINZ H J CO COM 42307410 6191 158787 SH SHARED 02 158787 D HEINZ H J CO COM 42307410 11 300 SH SHARED 05 300 D HEINZ H J CO COM 42307410 169 4350 SH SHARED 06 4350 D HEINZ H J CO COM 42307410 14429 370077 SH SHARED 10 370077 D HELIX TECHNOLOGY CORP COM 42331910 821 47241 SH SHARED 47241 D HELIX TECHNOLOGY CORP COM 42331910 2018 116100 SH SHARED 01 116100 D HELIX TECHNOLOGY CORP COM 42331910 1292 74307 SH SHARED 02 74307 D HELIX TECHNOLOGY CORP COM 42331910 438 25205 SH SHARED 10 25205 D HELLENIC TELECOM ORGANIZATN SPONSORED ADR 42332530 17771 2019500 SH SHARED 1999500 20000 D HELMERICH & PAYNE INC COM 42345210 8517 250207 SH SHARED 250207 D HELMERICH & PAYNE INC COM 42345210 810 23800 SH SHARED 01 23800 D HELMERICH & PAYNE INC COM 42345210 102 3000 SH SHR/OTHR 01 3000 D HELMERICH & PAYNE INC COM 42345210 461 13556 SH SHARED 02 13556 D HELMERICH & PAYNE INC COM 42345210 680 20000 SH SHARED 10 20000 D HENRY JACK & ASSOC INC COM 42628110 3809 191323 SH SHARED 191323 D HENRY JACK & ASSOC INC COM 42628110 388 19500 SH SHARED 01 19500 D HENRY JACK & ASSOC INC COM 42628110 47 2400 SH SHR/OTHR 01 800 1600 D HENRY JACK & ASSOC INC COM 42628110 1554 78071 SH SHARED 02 78071 D HERITAGE COMMERCE CORP COM 42692710 4 230 SH SHARED 02 230 D HERCULES INC SDCV 8.000% 8/1 427056AK 19 19500 PRN SHARED 01 19500 D HERCULES INC SDCV 8.000% 8/1 427056AK 10 10750 PRN SHR/OTHR 01 750 10000 D HERCULES INC COM 42705610 20044 1349820 SH SHARED 1349820 D HERCULES INC COM 42705610 240 16168 SH SHARED 01 4901 11267 D HERCULES INC COM 42705610 44 3000 SH SHR/OTHR 01 3000 D HERCULES INC COM 42705610 11238 756780 SH SHARED 02 756780 D HERCULES INC COM 42705610 2613 175999 SH SHARED 10 175999 D HERITAGE FINL CORP WASH COM 42722X10 4 200 SH SHARED 200 D HERITAGE FINL CORP WASH COM 42722X10 792 35837 SH SHARED 02 35837 D HERITAGE PPTY INVT TR INC COM 42725M10 1771 55209 SH SHARED 55209 D HERITAGE PPTY INVT TR INC COM 42725M10 2477 77200 SH SHARED 01 77200 D HERITAGE PPTY INVT TR INC COM 42725M10 89 2779 SH SHARED 02 2779 D HERITAGE PPTY INVT TR INC COM 42725M10 1068 33300 SH SHARED 10 33300 D HERITAGE PPTY INVT TR INC COM 42725M10 53644 1671700 SH SHARED 11 1671700 D HERLEY INDS INC DEL COM 42739810 490 24132 SH SHARED 24132 D HERLEY INDS INC DEL COM 42739810 0 3 SH SHARED 02 3 D HERLEY INDS INC DEL COM 42739810 126 6200 SH SHARED 10 6200 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 35579 3107400 SH SHARED 11 3107400 D HERSHEY FOODS CORP COM 42786610 33248 598636 SH SHARED 598636 D HERSHEY FOODS CORP COM 42786610 90085 1621996 SH SHARED 01 335836 1136700 149460 D HERSHEY FOODS CORP COM 42786610 655 11800 SH SHR/OTHR 01 5800 6000 D HERSHEY FOODS CORP COM 42786610 5021 90411 SH SHARED 02 90411 D HERSHEY FOODS CORP COM 42786610 277 5000 SH SHARED 04 5000 D HERSHEY FOODS CORP COM 42786610 6890 124064 SH SHARED 05 101684 22380 D HERSHEY FOODS CORP COM 42786610 111 2000 SH SHARED 06 2000 D HERSHEY FOODS CORP COM 42786610 549 9900 SH SHARED 07 9900 D HERSHEY FOODS CORP COM 42786610 1455 26200 SH SHARED 09 26200 D HERSHEY FOODS CORP COM 42786610 17297 311436 SH SHARED 10 311436 D HERZFELD CARIBBEAN BASIN FD COM 42804T10 32 5496 SH SHARED 02 5496 D HESKA CORP COM 42805E10 3 3118 SH SHARED 02 3118 D HEWITT ASSOCS INC COM 42822Q10 1286 40186 SH SHARED 40186 D HEWITT ASSOCS INC COM 42822Q10 9 300 SH SHARED 01 300 D HEWITT ASSOCS INC COM 42822Q10 2206 68941 SH SHARED 02 68941 D HEWITT ASSOCS INC COM 42822Q10 176 5500 SH SHARED 06 5500 D HEWITT ASSOCS INC COM 42822Q10 4801 150000 SH SHARED 10 150000 D HEWLETT PACKARD CO NOTE 10/1 428236AC 723 1270000 PRN SHARED 1270000 D HEWLETT PACKARD CO NOTE 10/1 428236AC 11735 20589000 PRN SHARED 02 20589000 D HEWLETT PACKARD CO NOTE 10/1 428236AC 598 1050000 PRN SHARED 06 1050000 D HEWLETT PACKARD CO COM 42823610 548 26135 SH SHARED 26135 D HEWLETT PACKARD CO COM 42823610 485711 23162193 SH SHARED 22867611 294582 D HEWLETT PACKARD CO COM 42823610 221571 10566106 SH SHARED 01 8660377 153600 1752129 D HEWLETT PACKARD CO COM 42823610 12939 617050 SH SHR/OTHR 01 375402 241648 D HEWLETT PACKARD CO COM 42823610 30782 1467927 SH SHARED 02 1467927 D HEWLETT PACKARD CO COM 42823610 12272 585250 SH SHARED 04 585250 D HEWLETT PACKARD CO COM 42823610 301 14400 SH SHARED 05 14400 D HEWLETT PACKARD CO COM 42823610 4208 200684 SH SHARED 06 200684 D HEWLETT PACKARD CO COM 42823610 93528 4460117 SH SHARED 10 4460117 D HEXCEL CORP NEW COM 42829110 888 61308 SH SHARED 61308 D HEXCEL CORP NEW COM 42829110 1709 117867 SH SHARED 02 117867 D HEXCEL CORP NEW COM 42829110 146 10100 SH SHARED 10 10100 D HI / FN INC COM 42835810 121 13200 SH SHARED 02 13200 D HI-TECH PHARMACAL INC COM 42840B10 538 29225 SH SHARED 29225 D HI-TECH PHARMACAL INC COM 42840B10 503 27298 SH SHARED 02 27298 D HIBBETT SPORTING GOODS INC COM 42856510 1136 42700 SH SHARED 42700 D HIBBETT SPORTING GOODS INC COM 42856510 26 1000 SH SHARED 02 1000 D HIBBETT SPORTING GOODS INC COM 42856510 269 10137 SH SHARED 10 10137 D HIBERNIA CORP CL A 42865610 392 13300 SH SHARED 13300 D HIBERNIA CORP CL A 42865610 5042 170862 SH SHARED 170862 D HIBERNIA CORP CL A 42865610 1274 43200 SH SHARED 01 43200 D HIBERNIA CORP CL A 42865610 3559 120634 SH SHARED 02 120634 D HIBERNIA CORP CL A 42865610 1475 50000 SH SHARED 04 50000 D HIBERNIA CORP CL A 42865610 35 1200 SH SHARED 06 1200 D HIBERNIA CORP CL A 42865610 985 33400 SH SHARED 10 33400 D HICKORY TECH CORP COM 42906010 20 1910 SH SHARED 02 1910 D HIGH INCOME OPPORTUNITY FD I COM 42967Q10 320 47705 SH SHARED 47705 D HIGH INCOME OPPORTUNITY FD I COM 42967Q10 1022 152207 SH SHARED 02 152207 D HIGHLAND HOSPITALITY CORP COM 43014110 706 62834 SH SHARED 62834 D HIGHLAND HOSPITALITY CORP COM 43014110 473 42100 SH SHARED 10 42100 D HIGHVELD STL & VANADIUM LTD ADR 43123220 39 4872 SH SHARED 4872 D HIGHWOODS PPTYS INC COM 43128410 4799 173271 SH SHARED 173271 D HIGHWOODS PPTYS INC COM 43128410 2570 92800 SH SHARED 01 60981 31819 D HIGHWOODS PPTYS INC COM 43128410 1287 46483 SH SHARED 02 46483 D HIGHWOODS PPTYS INC COM 43128410 2944 106319 SH SHARED 10 106319 D HIGHWOODS PPTYS INC COM 43128410 182779 6598530 SH SHARED 11 6598530 D HILB ROGAL & HOBBS CO COM 43129410 2500 68990 SH SHARED 68990 D HILB ROGAL & HOBBS CO COM 43129410 100 2770 SH SHARED 01 2770 D HILB ROGAL & HOBBS CO COM 43129410 768 21208 SH SHARED 02 21208 D HILB ROGAL & HOBBS CO COM 43129410 1079 29800 SH SHARED 10 29800 D HILLENBRAND INDS INC COM 43157310 3931 70782 SH SHARED 70782 D HILLENBRAND INDS INC COM 43157310 1199 21600 SH SHARED 01 17600 4000 D HILLENBRAND INDS INC COM 43157310 1074 19342 SH SHARED 02 19342 D HILLENBRAND INDS INC COM 43157310 699 12600 SH SHARED 10 12600 D HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ 66912 55947000 PRN SHARED 55947000 D HILTON HOTELS CORP COM 43284810 44830 1971448 SH SHARED 1971448 D HILTON HOTELS CORP COM 43284810 1176 51715 SH SHARED 01 26753 24962 D HILTON HOTELS CORP COM 43284810 34 1500 SH SHR/OTHR 01 1500 D HILTON HOTELS CORP COM 43284810 13980 614802 SH SHARED 02 614802 D HILTON HOTELS CORP COM 43284810 269 11850 SH SHARED 06 11850 D HILTON HOTELS CORP COM 43284810 11838 520589 SH SHARED 10 520589 D HILTON HOTELS CORP COM 43284810 306099 13460824 SH SHARED 11 13460824 D HITACHI LIMITED ADR 10 COM 43357850 659 9492 SH SHARED 9492 D HOLLINGER INTL INC CL A 43556910 91063 5807618 SH SHARED 5807618 D HOLLINGER INTL INC CL A 43556910 29 1902 SH SHARED 02 1902 D HOLLINGER INTL INC CL A 43556910 359 22900 SH SHARED 10 22900 D HOLLY CORP COM PAR $0.01 43575830 1804 64743 SH SHARED 64743 D HOLLY CORP COM PAR $0.01 43575830 100 3600 SH SHARED 01 3600 D HOLLY CORP COM PAR $0.01 43575830 228 8206 SH SHARED 02 8206 D HOLLY CORP COM PAR $0.01 43575830 234 8400 SH SHARED 10 8400 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 252 26765 SH SHARED 26765 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 6 702 SH SHARED 02 702 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 68 7300 SH SHARED 10 7300 D HOLLYWOOD ENTMT CORP COM 43614110 2901 221674 SH SHARED 221674 D HOLLYWOOD ENTMT CORP COM 43614110 12081 922942 SH SHARED 02 922942 D HOLLYWOOD ENTMT CORP COM 43614110 256 19600 SH SHARED 10 19600 D HOLLYWOOD MEDIA CORP COM 43623310 32 6800 SH SHARED 02 6800 D HOLOGIC INC COM 43644010 1012 36876 SH SHARED 36876 D HOLOGIC INC COM 43644010 4631 168600 SH SHARED 01 168600 D HOLOGIC INC COM 43644010 555 20226 SH SHARED 02 20226 D HOLOGIC INC COM 43644010 629 22900 SH SHARED 05 22900 D HOLOGIC INC COM 43644010 870 31700 SH SHARED 10 31700 D HOME DEPOT INC COM 43707610 796278 18630762 SH SHARED 18610737 20025 D HOME DEPOT INC COM 43707610 165339 3868497 SH SHARED 01 1714392 208850 1945255 D HOME DEPOT INC COM 43707610 26861 628480 SH SHR/OTHR 01 72883 555597 D HOME DEPOT INC COM 43707610 56547 1323066 SH SHARED 02 1323066 D HOME DEPOT INC COM 43707610 11381 266300 SH SHARED 04 266300 D HOME DEPOT INC COM 43707610 106 2500 SH SHARED 05 1600 900 D HOME DEPOT INC COM 43707610 4596 107552 SH SHARED 06 107552 D HOME DEPOT INC COM 43707610 245737 5749588 SH SHARED 10 5749588 D HOME PROPERTIES INC COM 43730610 4358 101351 SH SHARED 101351 D HOME PROPERTIES INC COM 43730610 2588 60200 SH SHARED 01 60200 D HOME PROPERTIES INC COM 43730610 146 3405 SH SHARED 02 3405 D HOME PROPERTIES INC COM 43730610 567 13200 SH SHARED 10 13200 D HOME PROPERTIES INC COM 43730610 25965 603850 SH SHARED 11 603850 D HOMEBANC CORP GA COM 43738R10 597 61738 SH SHARED 61738 D HOMEBANC CORP GA COM 43738R10 100 10400 SH SHARED 10 10400 D HOMESTORE INC COM 43785210 741 244873 SH SHARED 244873 D HOMESTORE INC COM 43785210 5 1846 SH SHARED 02 1846 D HOMESTORE INC COM 43785210 116 38300 SH SHARED 10 38300 D HONDA MOTOR LTD AMERN SHS 43812830 821 31535 SH SHARED 31535 D HONDA MOTOR LTD AMERN SHS 43812830 43 1650 SH SHARED 01 1650 D HONDA MOTOR LTD AMERN SHS 43812830 1488 57121 SH SHARED 02 57121 D HONEYWELL INTL INC COM 43851610 351401 9923802 SH SHARED 9802995 120807 D HONEYWELL INTL INC COM 43851610 272881 7706350 SH SHARED 01 4263717 2361900 1080733 D HONEYWELL INTL INC COM 43851610 13428 379234 SH SHR/OTHR 01 36377 342857 D HONEYWELL INTL INC COM 43851610 28243 797622 SH SHARED 02 797622 D HONEYWELL INTL INC COM 43851610 137196 3874500 SH SHARED 04 3874500 D HONEYWELL INTL INC COM 43851610 10897 307751 SH SHARED 05 288180 19571 D HONEYWELL INTL INC COM 43851610 13141 371110 SH SHARED 06 371110 D HONEYWELL INTL INC COM 43851610 1031 29143 SH SHARED 07 29143 D HONEYWELL INTL INC COM 43851610 2443 69000 SH SHARED 09 69000 D HONEYWELL INTL INC COM 43851610 65616 1853042 SH SHARED 10 1853042 D HOOKER FURNITURE CORP COM 43903810 481 21207 SH SHARED 21207 D HOOKER FURNITURE CORP COM 43903810 1169 51500 SH SHARED 01 51500 D HOOKER FURNITURE CORP COM 43903810 0 2 SH SHARED 02 2 D HOOKER FURNITURE CORP COM 43903810 794 35000 SH SHARED 10 35000 D HOOPER HOLMES INC COM 43910410 614 103807 SH SHARED 103807 D HOOPER HOLMES INC COM 43910410 138 23400 SH SHARED 10 23400 D HORACE MANN EDUCATORS CORP N NOTE 1.425% 5/1 440327AG 2458 5175000 PRN SHARED 02 5175000 D HORACE MANN EDUCATORS CORP N COM 44032710 2521 132144 SH SHARED 132144 D HORACE MANN EDUCATORS CORP N COM 44032710 152 8000 SH SHARED 01 8000 D HORACE MANN EDUCATORS CORP N COM 44032710 345 18084 SH SHARED 02 18084 D HORACE MANN EDUCATORS CORP N COM 44032710 350 18368 SH SHARED 10 18368 D HORIZON FINL CORP WASH COM 44041F10 394 19169 SH SHARED 19169 D HORIZON FINL CORP WASH COM 44041F10 225 10941 SH SHARED 02 10941 D HORIZON FINL CORP WASH COM 44041F10 96 4700 SH SHARED 10 4700 D HORIZON OFFSHORE INC COM 44043J10 3 2101 SH SHARED 02 2101 D HORMEL FOODS CORP COM 44045210 4766 152037 SH SHARED 152037 D HORMEL FOODS CORP COM 44045210 4130 131750 SH SHARED 01 131000 750 D HORMEL FOODS CORP COM 44045210 1186 37862 SH SHARED 02 37862 D HORNBECK OFFSHORE SVCS INC N COM 44054310 208 10825 SH SHARED 10825 D HORNBECK OFFSHORE SVCS INC N COM 44054310 19 1000 SH SHARED 02 1000 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 5503 119635 SH SHARED 119635 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 1738 37800 SH SHARED 01 37800 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 986 21445 SH SHARED 02 21445 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 30714 667700 SH SHARED 11 667700 D HOSPIRA INC COM 44106010 31214 931766 SH SHARED 931196 570 D HOSPIRA INC COM 44106010 8343 249055 SH SHARED 01 97512 83060 68483 D HOSPIRA INC COM 44106010 967 28886 SH SHR/OTHR 01 8930 19956 D HOSPIRA INC COM 44106010 3133 93551 SH SHARED 02 93551 D HOSPIRA INC COM 44106010 50 1500 SH SHARED 03 1500 D HOSPIRA INC COM 44106010 45 1360 SH SHARED 05 1360 D HOSPIRA INC COM 44106010 64 1917 SH SHARED 06 1917 D HOSPIRA INC COM 44106010 5775 172390 SH SHARED 10 172390 D HOST MARRIOTT CORP NEW COM 44107P10 10956 633300 SH SHARED 633300 D HOST MARRIOTT CORP NEW COM 44107P10 14335 828626 SH SHARED 01 2300 826326 D HOST MARRIOTT CORP NEW COM 44107P10 1098 63482 SH SHR/OTHR 01 63482 D HOST MARRIOTT CORP NEW COM 44107P10 617 35699 SH SHARED 02 35699 D HOST MARRIOTT CORP NEW COM 44107P10 10 600 SH SHARED 05 600 D HOST MARRIOTT CORP NEW COM 44107P10 1434 82900 SH SHARED 10 82900 D HOST MARRIOTT CORP NEW COM 44107P10 190263 10997866 SH SHARED 11 10997866 D HOT TOPIC INC COM 44133910 2794 162568 SH SHARED 162568 D HOT TOPIC INC COM 44133910 25851 1503882 SH SHARED 01 1165757 5600 332525 D HOT TOPIC INC COM 44133910 41 2413 SH SHARED 02 2413 D HOT TOPIC INC COM 44133910 4211 245000 SH SHARED 04 245000 D HOT TOPIC INC COM 44133910 6017 350075 SH SHARED 10 350075 D HOUSTON EXPL CO COM 44212010 5031 89359 SH SHARED 89359 D HOUSTON EXPL CO COM 44212010 10935 194200 SH SHARED 01 194200 D HOUSTON EXPL CO COM 44212010 704 12504 SH SHARED 02 12504 D HOUSTON EXPL CO COM 44212010 2798 49700 SH SHARED 10 49700 D HOVNANIAN ENTERPRISES INC CL A 44248720 20178 407487 SH SHARED 407487 D HOVNANIAN ENTERPRISES INC CL A 44248720 1104 22300 SH SHARED 01 22300 D HOVNANIAN ENTERPRISES INC CL A 44248720 2541 51329 SH SHARED 02 51329 D HUANENG PWR INTL INC SPON ADR N 44330410 162 5400 SH SHARED 5400 D HUANENG PWR INTL INC SPON ADR N 44330410 198 6596 SH SHARED 6596 D HUANENG PWR INTL INC SPON ADR N 44330410 1215 40500 SH SHARED 02 40500 D HUB INTERNATIONAL LTD COM 44332P10 729 39642 SH SHARED 02 39642 D HUB GROUP INC CL A 44332010 1227 23510 SH SHARED 23510 D HUB GROUP INC CL A 44332010 20 400 SH SHARED 01 400 D HUB GROUP INC CL A 44332010 365 7000 SH SHR/OTHR 01 7000 D HUB GROUP INC CL A 44332010 10 200 SH SHARED 02 200 D HUB GROUP INC CL A 44332010 182 3500 SH SHARED 10 3500 D HUBBELL INC CL B 44351020 4728 90415 SH SHARED 90415 D HUBBELL INC CL B 44351020 4196 80240 SH SHARED 01 17490 62750 D HUBBELL INC CL B 44351020 52 1000 SH SHR/OTHR 01 1000 D HUBBELL INC CL B 44351020 1094 20936 SH SHARED 02 20936 D HUBBELL INC CL B 44351020 449 8600 SH SHARED 10 8600 D HUDSON CITY BANCORP COM 44368310 814 22116 SH SHARED 22116 D HUDSON CITY BANCORP COM 44368310 62 1700 SH SHARED 01 900 800 D HUDSON CITY BANCORP COM 44368310 492 13386 SH SHARED 02 13386 D HUDSON HIGHLAND GROUP INC COM 44379210 525 18249 SH SHARED 18249 D HUDSON HIGHLAND GROUP INC COM 44379210 4 165 SH SHARED 01 165 D HUDSON HIGHLAND GROUP INC COM 44379210 3207 111365 SH SHARED 02 111365 D HUDSON HIGHLAND GROUP INC COM 44379210 324 11250 SH SHARED 04 11250 D HUDSON HIGHLAND GROUP INC COM 44379210 141 4900 SH SHARED 10 4900 D HUDSON RIV BANCORP INC COM 44412810 1517 76691 SH SHARED 76691 D HUDSON RIV BANCORP INC COM 44412810 238 12065 SH SHARED 02 12065 D HUDSON RIV BANCORP INC COM 44412810 215 10900 SH SHARED 10 10900 D HUDSON UNITED BANCORP COM 44416510 255 6500 SH SHARED 6500 D HUDSON UNITED BANCORP COM 44416510 267 6781 SH SHARED 6781 D HUDSON UNITED BANCORP COM 44416510 80 2046 SH SHARED 01 2046 D HUDSON UNITED BANCORP COM 44416510 63 1622 SH SHR/OTHR 01 1622 D HUDSON UNITED BANCORP COM 44416510 178 4538 SH SHARED 02 4538 D HUGHES SUPPLY INC COM 44448210 126 3900 SH SHARED 3900 D HUGHES SUPPLY INC COM 44448210 1511 46711 SH SHARED 46711 D HUGHES SUPPLY INC COM 44448210 19 600 SH SHARED 01 600 D HUGHES SUPPLY INC COM 44448210 213 6608 SH SHARED 02 6608 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 467 17854 SH SHARED 14354 3500 D HUMANA INC COM 44485910 273 9200 SH SHARED 9200 D HUMANA INC COM 44485910 23993 808140 SH SHARED 808140 D HUMANA INC COM 44485910 4771 160700 SH SHARED 01 151000 9700 D HUMANA INC COM 44485910 17 600 SH SHR/OTHR 01 600 D HUMANA INC COM 44485910 10602 357105 SH SHARED 02 357105 D HUMANA INC COM 44485910 185 6258 SH SHARED 06 6258 D HUMANA INC COM 44485910 4140 139469 SH SHARED 10 139469 D HUMAN GENOME SCIENCES INC NOTE 5.000% 2/0 444903AF 10 11000 PRN SHARED 11000 D HUMAN GENOME SCIENCES INC NOTE 3.750% 3/1 444903AH 7 7250 PRN SHARED 7250 D HUMAN GENOME SCIENCES INC NOTE 3.750% 3/1 444903AH 9021 9301000 PRN SHARED 02 9301000 D HUMAN GENOME SCIENCES INC COM 44490310 6501 540868 SH SHARED 540868 D HUMAN GENOME SCIENCES INC COM 44490310 14 1200 SH SHARED 01 1200 D HUMAN GENOME SCIENCES INC COM 44490310 22 1868 SH SHARED 02 1868 D HUMAN GENOME SCIENCES INC COM 44490310 609 50700 SH SHARED 10 50700 D HUMMINGBIRD INC COM 44544R10 28 1072 SH SHARED 02 1072 D HUNGARIAN TEL & CABLE CORP COM 44554210 110 7669 SH SHARED 7669 D HUNGARIAN TEL & CABLE CORP COM 44554210 470 32673 SH SHARED 02 32673 D HUNT J B TRANS SVCS INC COM 44565810 12362 275633 SH SHARED 275633 D HUNT J B TRANS SVCS INC COM 44565810 5543 123600 SH SHARED 01 123600 D HUNT J B TRANS SVCS INC COM 44565810 1101 24565 SH SHARED 02 24565 D HUNT J B TRANS SVCS INC COM 44565810 453 10110 SH SHARED 06 10110 D HUNTINGTON BANCSHARES INC COM 44615010 149052 6024741 SH SHARED 6024741 D HUNTINGTON BANCSHARES INC COM 44615010 973 39348 SH SHARED 01 28753 10595 D HUNTINGTON BANCSHARES INC COM 44615010 2079 84051 SH SHARED 02 84051 D HUNTINGTON BANCSHARES INC COM 44615010 7 300 SH SHARED 05 300 D HUNTINGTON BANCSHARES INC COM 44615010 58 2350 SH SHARED 06 2350 D HUNTINGTON BANCSHARES INC COM 44615010 6989 282529 SH SHARED 10 282529 D HURCO COMPANIES INC COM 44732410 69 4200 SH SHARED 02 4200 D HURON CONSULTING GROUP INC COM 44746210 233 10500 SH SHARED 10500 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 1198 911000 PRN SHARED 911000 D HUTCHINSON TECHNOLOGY INC COM 44840710 4826 139627 SH SHARED 139627 D HUTCHINSON TECHNOLOGY INC COM 44840710 114 3300 SH SHARED 01 3300 D HUTCHINSON TECHNOLOGY INC COM 44840710 2687 77739 SH SHARED 02 77739 D HUTCHINSON TECHNOLOGY INC COM 44840710 356 10300 SH SHARED 10 10300 D HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T10 1158 85467 SH SHARED 85467 D HUTTIG BLDG PRODS INC COM 44845110 6 588 SH SHARED 588 D HUTTIG BLDG PRODS INC COM 44845110 190 18237 SH SHARED 02 18237 D HYDRIL COM 44877410 1300 28579 SH SHARED 28579 D HYDRIL COM 44877410 18 400 SH SHARED 02 400 D HYDRIL COM 44877410 327 7200 SH SHARED 10 7200 D HYDROGENICS CORP COM 44888210 122 25274 SH SHARED 25274 D HYDROGENICS CORP COM 44888210 692 142992 SH SHARED 02 142992 D HYDROGENICS CORP COM 44888210 411 85000 SH SHARED 04 85000 D IDT CORP COM 44894710 767 52308 SH SHARED 52308 D IDT CORP COM 44894710 7 500 SH SHARED 01 500 D IDT CORP COM 44894710 776 52875 SH SHARED 02 52875 D IDT CORP CL B 44894730 2190 141488 SH SHARED 141488 D IDT CORP CL B 44894730 23 1500 SH SHARED 01 1500 D IDT CORP CL B 44894730 1240 80116 SH SHARED 02 80116 D HYPERCOM CORP COM 44913M10 549 92891 SH SHARED 92891 D HYPERCOM CORP COM 44913M10 120 20400 SH SHARED 02 20400 D HYPERCOM CORP COM 44913M10 124 21000 SH SHARED 10 21000 D HYPERION SOLUTIONS CORP COM 44914M10 5033 107958 SH SHARED 107958 D HYPERION SOLUTIONS CORP COM 44914M10 33968 728626 SH SHARED 01 594731 2700 131195 D HYPERION SOLUTIONS CORP COM 44914M10 39 850 SH SHR/OTHR 01 850 D HYPERION SOLUTIONS CORP COM 44914M10 110 2371 SH SHARED 02 2371 D HYPERION SOLUTIONS CORP COM 44914M10 1398 30000 SH SHARED 04 30000 D HYPERION SOLUTIONS CORP COM 44914M10 6777 145380 SH SHARED 10 145380 D HYPERION TOTAL RETURN & INCO COM 44914510 258 25800 SH SHARED 25800 D HYTHIAM INC COM 44919F10 85 13900 SH SHARED 02 13900 D IAC INTERACTIVECORP COM 44919P10 113220 4099215 SH SHARED 4068215 31000 D IAC INTERACTIVECORP COM 44919P10 4507 163201 SH SHARED 01 43206 1110 118885 D IAC INTERACTIVECORP COM 44919P10 1167 42260 SH SHR/OTHR 01 1900 40360 D IAC INTERACTIVECORP COM 44919P10 37224 1347723 SH SHARED 02 1347723 D IAC INTERACTIVECORP COM 44919P10 26700 966700 SH SHARED 04 966700 D IAC INTERACTIVECORP COM 44919P10 69 2500 SH SHARED 05 2500 D IAC INTERACTIVECORP COM 44919P10 3184 115300 SH SHARED 06 115300 D IAC INTERACTIVECORP COM 44919P10 5498 199071 SH SHARED 10 199071 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P11 2 296 SH SHARED 01 296 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P12 9564 319879 SH SHARED 319879 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P12 7093 237224 SH SHARED 02 237224 D IBT BANCORP INC COM 44923F10 1 25 SH SHARED 02 25 D ICT GROUP INC COM 44929Y10 74 7700 SH SHARED 7700 D ICT GROUP INC COM 44929Y10 61 6304 SH SHARED 02 6304 D ICOS CORP NOTE 2.000% 7/0 449295AB 38385 45000000 PRN SHARED 45000000 D ICOS CORP NOTE 2.000% 7/0 449295AB 9383 11000000 PRN SHARED 02 11000000 D ICOS CORP COM 44929510 1679 59391 SH SHARED 59391 D ICOS CORP COM 44929510 93 3300 SH SHARED 01 3300 D ICOS CORP COM 44929510 282 9975 SH SHARED 02 9975 D ICOS CORP COM 44929510 12075 427000 SH SHARED 04 427000 D ICOS CORP COM 44929510 282 10000 SH SHARED 06 10000 D ICOS CORP COM 44929510 650 23000 SH SHARED 10 23000 D ICU MED INC COM 44930G10 579 21204 SH SHARED 21204 D ICU MED INC COM 44930G10 41 1525 SH SHARED 01 1525 D ICU MED INC COM 44930G10 27 1003 SH SHARED 02 1003 D ICU MED INC COM 44930G10 147 5400 SH SHARED 10 5400 D I-CABLE COMMUNICATIONS LTD SPONSORED ADR 44934B10 6 849 SH SHARED 02 849 D ICAD INC COM 44934S10 15 3519 SH SHARED 02 3519 D ID BIOMEDICAL CORP COM 44936D10 2796 187088 SH SHARED 02 187088 D IDEC PHARMACEUTICALS CORP NOTE 2/1 449370AC 41110 15277000 PRN SHARED 15277000 D IDEC PHARMACEUTICALS CORP NOTE 2/1 449370AC 1345 500000 PRN SHARED 02 500000 D IDEC PHARMACEUTICALS CORP NOTE 4/2 449370AE 121663189506500 PRN SHARED 189506500 D I D SYSTEMS INC COM 44948910 311 16700 SH SHARED 02 16700 D IDX SYS CORP COM 44949110 1330 38598 SH SHARED 38598 D IDX SYS CORP COM 44949110 1633 47400 SH SHARED 01 46400 1000 D IDX SYS CORP COM 44949110 43 1261 SH SHARED 02 1261 D IDX SYS CORP COM 44949110 1209 35100 SH SHARED 10 35100 D IFC CAP TR III PFD CV TR SECS 44949820 5583 150900 SH SHARED 150900 D I-FLOW CORP COM NEW 44952030 603 33100 SH SHARED 33100 D I-FLOW CORP COM NEW 44952030 1868 102500 SH SHARED 01 94500 8000 D I-FLOW CORP COM NEW 44952030 1689 92701 SH SHARED 02 92701 D I-FLOW CORP COM NEW 44952030 154 8500 SH SHARED 10 8500 D IHOP CORP COM 44962310 2343 55943 SH SHARED 55943 D IHOP CORP COM 44962310 37 900 SH SHARED 01 900 D IHOP CORP COM 44962310 16 405 SH SHARED 02 405 D IHOP CORP COM 44962310 322 7700 SH SHARED 10 7700 D I-MANY INC COM 44973Q10 2533 1688852 SH SHARED 02 1688852 D ING PRIME RATE TR SH BEN INT 44977W10 449 60100 SH SHARED 60100 D ING PRIME RATE TR SH BEN INT 44977W10 3 500 SH SHARED 01 500 D ING CLARION REAL EST INCOME COM SHS 44978810 79 4885 SH SHARED 4885 D ING CLARION REAL EST INCOME COM SHS 44978810 338 20715 SH SHARED 02 20715 D ING CLARION GLB RE EST INCM COM 44982G10 3608 237239 SH SHARED 237239 D ING CLARION GLB RE EST INCM COM 44982G10 4390 288656 SH SHARED 02 288656 D IPIX CORP COM 44982L10 11 2000 SH SHARED 2000 D IPIX CORP COM 44982L10 6 1100 SH SHARED 02 1100 D IMS HEALTH INC COM 44993410 33522 1444300 SH SHARED 1444300 D IMS HEALTH INC COM 44993410 5439 234350 SH SHARED 01 212906 21444 D IMS HEALTH INC COM 44993410 3206 138171 SH SHR/OTHR 01 76450 61721 D IMS HEALTH INC COM 44993410 5698 245529 SH SHARED 02 245529 D IMS HEALTH INC COM 44993410 9 400 SH SHARED 05 400 D IMS HEALTH INC COM 44993410 59 2550 SH SHARED 06 2550 D IMS HEALTH INC COM 44993410 5955 256578 SH SHARED 10 256578 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 1445 128478 SH SHARED 128478 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 594 52800 SH SHARED 02 52800 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 387 34400 SH SHARED 04 34400 D ITC DELTACOM INC COM NEW 45031T40 39 23032 SH SHARED 23032 D ITC DELTACOM INC COM NEW 45031T40 0 300 SH SHARED 02 300 D ISTAR FINL INC COM 45031U10 1206 26655 SH SHARED 26655 D ISTAR FINL INC COM 45031U10 167 3700 SH SHARED 01 3700 D ISTAR FINL INC COM 45031U10 519 11475 SH SHARED 02 11475 D ISTAR FINL INC COM 45031U10 995 22000 SH SHARED 10 22000 D ISTAR FINL INC COM 45031U10 41503 917000 SH SHARED 11 917000 D I-SECTOR CORP COM 45031W10 1 179 SH SHARED 02 179 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 151 14995 SH SHARED 14995 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 71 7108 SH SHARED 02 7108 D ITLA CAP CORP COM 45056510 528 8992 SH SHARED 8992 D ITLA CAP CORP COM 45056510 405 6900 SH SHARED 01 6900 D ITLA CAP CORP COM 45056510 0 1 SH SHARED 02 1 D ITLA CAP CORP COM 45056510 99 1700 SH SHARED 10 1700 D ITT EDUCATIONAL SERVICES INC COM 45068B10 17357 365042 SH SHARED 365042 D ITT EDUCATIONAL SERVICES INC COM 45068B10 836 17600 SH SHARED 01 17600 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1187 24970 SH SHARED 02 24970 D IVAX DIAGNOSTICS INC COM 45070W10 51 11795 SH SHARED 11795 D IVAX DIAGNOSTICS INC COM 45070W10 8 2000 SH SHARED 02 2000 D IXIA COM 45071R10 930 55352 SH SHARED 55352 D IXIA COM 45071R10 21 1306 SH SHARED 02 1306 D IXIA COM 45071R10 6086 362100 SH SHARED 10 362100 D IBERIABANK CORP COM 45082810 887 13369 SH SHARED 13369 D IBERIABANK CORP COM 45082810 1771 26700 SH SHARED 01 26700 D IBERIABANK CORP COM 45082810 0 2 SH SHARED 02 2 D IBERIABANK CORP COM 45082810 232 3500 SH SHARED 10 3500 D IBIS TECHNOLOGY CORP COM 45090910 0 50 SH SHARED 50 D ITT INDS INC IND COM 45091110 96641 1144358 SH SHARED 1144358 D ITT INDS INC IND COM 45091110 20690 245001 SH SHARED 01 32915 212086 D ITT INDS INC IND COM 45091110 1676 19856 SH SHR/OTHR 01 125 19731 D ITT INDS INC IND COM 45091110 11464 135750 SH SHARED 02 135750 D ITT INDS INC IND COM 45091110 8 100 SH SHARED 05 100 D ITT INDS INC IND COM 45091110 59 700 SH SHARED 06 700 D ITT INDS INC IND COM 45091110 8562 101390 SH SHARED 10 101390 D IAMGOLD CORP COM 45091310 2051 308450 SH SHARED 301700 6750 D IAMGOLD CORP COM 45091310 9975 1500000 SH SHARED 01 1500000 D IAMGOLD CORP COM 45091310 22 3311 SH SHARED 02 3311 D IAMGOLD CORP COM 45091310 997 150000 SH SHARED 04 150000 D ICON PUB LTD CO SPONSORED ADR 45103T10 37 969 SH SHARED 969 D ICON PUB LTD CO SPONSORED ADR 45103T10 3769 98200 SH SHARED 01 98200 D ICON PUB LTD CO SPONSORED ADR 45103T10 1458 38000 SH SHARED 08 38000 D ICON PUB LTD CO SPONSORED ADR 45103T10 80 2100 SH SHARED 10 2100 D ICICI BK LTD ADR 45104G10 610 30311 SH SHARED 23611 6700 D ICICI BK LTD ADR 45104G10 3288 163200 SH SHARED 01 163200 D ICICI BK LTD ADR 45104G10 4068 201900 SH SHARED 04 201900 D ICICI BK LTD ADR 45104G10 1485 73700 SH SHARED 10 73700 D ICICI BK LTD ADR 45104G10 3032 150500 SH SHARED 12 150500 D ICORIA INC COM 45104510 0 200 SH SHARED 200 D IDACORP INC COM 45110710 3399 111197 SH SHARED 111197 D IDACORP INC COM 45110710 376 12300 SH SHARED 01 10800 1500 D IDACORP INC COM 45110710 321 10511 SH SHARED 02 10511 D IDACORP INC COM 45110710 510 16700 SH SHARED 10 16700 D IDENIX PHARMACEUTICALS INC COM 45166R20 449 26225 SH SHARED 26225 D IDENIX PHARMACEUTICALS INC COM 45166R20 29 1700 SH SHARED 02 1700 D IDENIX PHARMACEUTICALS INC COM 45166R20 1503 87650 SH SHARED 04 87650 D IDENIX PHARMACEUTICALS INC COM 45166R20 150 8788 SH SHARED 10 8788 D IDEX CORP COM 45167R10 3826 94472 SH SHARED 94472 D IDEX CORP COM 45167R10 54 1350 SH SHARED 01 1350 D IDEX CORP COM 45167R10 8 209 SH SHARED 02 209 D IDEX CORP COM 45167R10 874 21600 SH SHARED 10 21600 D IDEXX LABS INC COM 45168D10 2092 38337 SH SHARED 38337 D IDEXX LABS INC COM 45168D10 8488 155500 SH SHARED 01 155500 D IDEXX LABS INC COM 45168D10 226 4155 SH SHARED 02 4155 D IGATE CORP COM 45169U10 153 37900 SH SHARED 37900 D IGATE CORP COM 45169U10 134 33314 SH SHARED 02 33314 D IKON OFFICE SOLUTIONS INC COM 45171310 510 44124 SH SHARED 34124 10000 D IKON OFFICE SOLUTIONS INC COM 45171310 872 75501 SH SHARED 01 75501 D IKON OFFICE SOLUTIONS INC COM 45171310 1135 98200 SH SHARED 02 98200 D IDENTIX INC COM 45190610 1597 216498 SH SHARED 216498 D IDENTIX INC COM 45190610 917 124285 SH SHARED 02 124285 D IDENTIX INC COM 45190610 284 38500 SH SHARED 10 38500 D ILLINOIS TOOL WKS INC COM 45230810 96718 1043572 SH SHARED 1040972 2600 D ILLINOIS TOOL WKS INC COM 45230810 26954 290837 SH SHARED 01 90426 200411 D ILLINOIS TOOL WKS INC COM 45230810 708 7641 SH SHR/OTHR 01 2741 4900 D ILLINOIS TOOL WKS INC COM 45230810 9684 104489 SH SHARED 02 104489 D ILLINOIS TOOL WKS INC COM 45230810 4634 50000 SH SHARED 04 50000 D ILLINOIS TOOL WKS INC COM 45230810 18 200 SH SHARED 05 200 D ILLINOIS TOOL WKS INC COM 45230810 616 6650 SH SHARED 06 6650 D ILLINOIS TOOL WKS INC COM 45230810 28102 303217 SH SHARED 10 303217 D ILLUMINA INC COM 45232710 508 53682 SH SHARED 53682 D ILLUMINA INC COM 45232710 89 9400 SH SHARED 02 9400 D ILLUMINA INC COM 45232710 84 8900 SH SHARED 10 8900 D ILOG S A SPONSORED ADR 45236010 1 87 SH SHARED 02 87 D IMAGE ENTMT INC COM NEW 45243920 438 73819 SH SHARED 73819 D IMAGE ENTMT INC COM NEW 45243920 77 13000 SH SHARED 02 13000 D IMAGE SENSING SYS INC COM 45244C10 278 16500 SH SHARED 02 16500 D IMATION CORP COM 45245A10 4125 129622 SH SHARED 129622 D IMATION CORP COM 45245A10 510 16040 SH SHARED 01 16040 D IMATION CORP COM 45245A10 268 8429 SH SHARED 02 8429 D IMATION CORP COM 45245A10 423 13300 SH SHARED 10 13300 D IMAX CORP COM 45245E10 285 34587 SH SHARED 34587 D IMAX CORP COM 45245E10 951 115294 SH SHARED 02 115294 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 2521 2735000 PRN SHARED 02 2735000 D IMCLONE SYS INC COM 45245W10 14000 303840 SH SHARED 303840 D IMCLONE SYS INC COM 45245W10 442 9600 SH SHARED 01 9600 D IMCLONE SYS INC COM 45245W10 8513 184759 SH SHARED 02 184759 D IMCLONE SYS INC COM 45245W10 8257 179200 SH SHARED 04 179200 D IMCLONE SYS INC COM 45245W10 175 3800 SH SHARED 06 3800 D IMCLONE SYS INC COM 45245W10 175 3800 SH SHARED 10 3800 D IMAGISTICS INTERNATIONAL INC COM 45247T10 1241 36888 SH SHARED 36888 D IMAGISTICS INTERNATIONAL INC COM 45247T10 512 15226 SH SHARED 01 15226 D IMAGISTICS INTERNATIONAL INC COM 45247T10 79 2360 SH SHR/OTHR 01 2360 D IMAGISTICS INTERNATIONAL INC COM 45247T10 37 1108 SH SHARED 02 1108 D IMAGISTICS INTERNATIONAL INC COM 45247T10 198 5900 SH SHARED 10 5900 D IMMTECH INTL INC COM 45251910 44 3720 SH SHARED 3720 D IMMUNE RESPONSE CORP DEL *W EXP 12/10/200 45252T12 9 18000 SH SHARED 02 18000 D IMMUNE RESPONSE CORP DEL COM NEW 45252T20 148 92265 SH SHARED 92265 D IMMUCOR INC COM 45252610 3030 128913 SH SHARED 128913 D IMMUCOR INC COM 45252610 4836 205725 SH SHARED 01 205725 D IMMUCOR INC COM 45252610 74 3182 SH SHARED 02 3182 D IMMUCOR INC COM 45252610 930 39563 SH SHARED 10 39563 D IMMUNOGEN INC COM 45253H10 811 91778 SH SHARED 91778 D IMMUNOGEN INC COM 45253H10 30 3413 SH SHARED 02 3413 D IMMUNOGEN INC COM 45253H10 145 16479 SH SHARED 10 16479 D IMPAC MTG HLDGS INC COM 45254P10 5213 229955 SH SHARED 229955 D IMPAC MTG HLDGS INC COM 45254P10 2319 102300 SH SHARED 01 102300 D IMPAC MTG HLDGS INC COM 45254P10 4880 215301 SH SHARED 02 215301 D IMPAC MTG HLDGS INC COM 45254P10 643 28400 SH SHARED 10 28400 D IMPAC MED SYS INC COM 45255A10 0 4 SH SHARED 02 4 D IMPCO TECHNOLOGIES INC COM 45255W10 61 8128 SH SHARED 8128 D IMPAX LABORATORIES INC SDCV 1.250% 4/0 45256BAB 4706 5200000 PRN SHARED 5200000 D IMPAX LABORATORIES INC COM 45256B10 1402 88300 SH SHARED 88300 D IMPAX LABORATORIES INC COM 45256B10 31 2000 SH SHR/OTHR 01 2000 D IMPAX LABORATORIES INC COM 45256B10 1051 66200 SH SHARED 02 66200 D IMPAX LABORATORIES INC COM 45256B10 323 20400 SH SHARED 04 20400 D IMPAX LABORATORIES INC COM 45256B10 317 20000 SH SHARED 10 20000 D IMMUNICON CORP DEL COM 45260A10 76 11027 SH SHARED 11027 D IMMUNICON CORP DEL COM 45260A10 1 200 SH SHARED 02 200 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 19303 1047411 SH SHARED 1047411 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 2716 147377 SH SHARED 02 147377 D IMMUNOMEDICS INC COM 45290710 299 98396 SH SHARED 98396 D IMMUNOMEDICS INC COM 45290710 9 3121 SH SHARED 02 3121 D IMMUNOMEDICS INC COM 45290710 56 18700 SH SHARED 10 18700 D IMPERIAL OIL LTD COM NEW 45303840 17734 298668 SH SHARED 298168 500 D IMPERIAL OIL LTD COM NEW 45303840 9330 157136 SH SHARED 01 4756 152380 D IMPERIAL OIL LTD COM NEW 45303840 1656 27900 SH SHR/OTHR 01 27900 D IMPERIAL OIL LTD COM NEW 45303840 3262 54943 SH SHARED 02 54943 D IMPERIAL OIL LTD COM NEW 45303840 13 219 SH SHARED 05 219 D IMPERIAL OIL LTD COM NEW 45303840 65 1100 SH SHARED 06 1100 D IMPERIAL OIL LTD COM NEW 45303840 1852 31197 SH SHARED 10 31197 D IMPERIAL SUGAR CO NEW *W EXP 08/29/200 45309611 11 5723 SH SHR/OTHR 01 5723 D IMPERIAL SUGAR CO NEW COM NEW 45309620 26 1391 SH SHR/OTHR 01 1391 D IMPERIAL SUGAR CO NEW COM NEW 45309620 436 22936 SH SHARED 02 22936 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 846 15325 SH SHARED 15200 125 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 2072 37510 SH SHARED 01 37510 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 43481 786995 SH SHARED 10 786995 D IMPLANT SCIENCES CORP COM 45320R10 17 1800 SH SHARED 02 1800 D INAMED CORP COM 45323510 1935 30607 SH SHARED 30607 D INAMED CORP COM 45323510 694 10975 SH SHARED 01 10975 D INAMED CORP COM 45323510 816 12903 SH SHARED 02 12803 100 D INAMED CORP COM 45323510 1884 29800 SH SHARED 10 29800 D INCO LTD NOTE 3/2 453258AM 1175 1174000 PRN SHARED 02 1174000 D INCO LTD SDCV 3.500% 3/1 453258AR 16 11000 PRN SHARED 11000 D INCO LTD DBCV 1.000% 3/1 453258AT 3409 2609000 PRN SHARED 02 2609000 D INCO LTD COM 45325840 133308 3624481 SH SHARED 3599281 25200 D INCO LTD COM 45325840 6034 164060 SH SHARED 01 97350 360 66350 D INCO LTD COM 45325840 276 7520 SH SHR/OTHR 01 500 7020 D INCO LTD COM 45325840 3389 92145 SH SHARED 02 92145 D INCO LTD COM 45325840 11 300 SH SHARED 05 300 D INCO LTD COM 45325840 546 14850 SH SHARED 06 14850 D INCO LTD COM 45325840 1662 45200 SH SHARED 10 45200 D INCYTE CORP NOTE 5.500% 2/0 45337CAC 2003 2003000 PRN SHARED 2003000 D INCYTE CORP NOTE 5.500% 2/0 45337CAC 1572 1572000 PRN SHARED 02 1572000 D INCYTE CORP COM 45337C10 448 44850 SH SHARED 44850 D INCYTE CORP COM 45337C10 3080 308404 SH SHARED 308404 D INCYTE CORP COM 45337C10 1631 163300 SH SHARED 01 150200 13100 D INCYTE CORP COM 45337C10 3881 388530 SH SHARED 02 388530 D INCYTE CORP COM 45337C10 5679 568500 SH SHARED 04 568500 D INCYTE CORP COM 45337C10 169 17000 SH SHARED 06 17000 D INCYTE CORP COM 45337C10 730 73100 SH SHARED 10 73100 D INDEPENDENCE CMNTY BK CORP COM 45341410 5090 119562 SH SHARED 119562 D INDEPENDENCE CMNTY BK CORP COM 45341410 900 21151 SH SHARED 01 21151 D INDEPENDENCE CMNTY BK CORP COM 45341410 1164 27358 SH SHARED 02 27358 D INDEPENDENCE CMNTY BK CORP COM 45341410 25 600 SH SHARED 06 600 D INDEPENDENCE CMNTY BK CORP COM 45341410 1251 29400 SH SHARED 10 29400 D INDEPENDENCE FED SVGS BK COM 45343210 13 1258 SH SHARED 02 1258 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 154 8393 SH SHARED 8393 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 12 700 SH SHARED 02 700 D INDEPENDENT BANK CORP MASS COM 45383610 896 26562 SH SHARED 26562 D INDEPENDENT BANK CORP MASS COM 45383610 312 9250 SH SHARED 01 8950 300 D INDEPENDENT BANK CORP MASS COM 45383610 3 104 SH SHARED 02 104 D INDEPENDENT BANK CORP MASS COM 45383610 448 13300 SH SHARED 10 13300 D INDEPENDENT BANK CORP MICH COM 45383810 1084 36347 SH SHARED 36347 D INDEPENDENT BANK CORP MICH COM 45383810 1055 35367 SH SHARED 01 35367 D INDEPENDENT BANK CORP MICH COM 45383810 0 5 SH SHARED 02 5 D INDEPENDENT BANK CORP MICH COM 45383810 263 8841 SH SHARED 10 8841 D INDEVUS PHARMACEUTICALS INC NOTE 6.250% 7/1 454072AB 734 627000 PRN SHARED 627000 D INDEVUS PHARMACEUTICALS INC COM 45407210 1481 248644 SH SHARED 248644 D INDEVUS PHARMACEUTICALS INC COM 45407210 24 4100 SH SHARED 01 4100 D INDEVUS PHARMACEUTICALS INC COM 45407210 2876 482711 SH SHARED 02 482711 D INDEVUS PHARMACEUTICALS INC COM 45407210 111 18700 SH SHARED 10 18700 D INDIA FD INC COM 45408910 6080 205215 SH SHARED 205215 D INDONESIA FD INC COM 45577810 34 6700 SH SHARED 6700 D INDUSTRIAL DISTR GROUP INC COM 45606110 10 1300 SH SHARED 02 1300 D INDYMAC BANCORP INC COM 45660710 5068 147113 SH SHARED 147113 D INDYMAC BANCORP INC COM 45660710 547 15900 SH SHARED 01 15900 D INDYMAC BANCORP INC COM 45660710 784 22786 SH SHARED 02 22786 D INDYMAC BANCORP INC WIRES 2031 45660720 295 5000 SH SHARED 5000 D INERGY L P UNIT LTD PTNR 45661510 497 17306 SH SHARED 02 17306 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 594 54551 SH SHARED 51951 2600 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 10 1000 SH SHR/OTHR 01 1000 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 1540 141346 SH SHARED 02 141346 D INFICON HLDG AG ADR 45663T10 0 78 SH SHARED 02 78 D INFOCROSSING INC COM 45664X10 481 28468 SH SHARED 28468 D INFOCROSSING INC COM 45664X10 401 23696 SH SHARED 02 23696 D INFOCROSSING INC COM 45664X10 132 7800 SH SHARED 10 7800 D INFOCUS CORP COM 45665B10 1360 148563 SH SHARED 148563 D INFOCUS CORP COM 45665B10 19 2100 SH SHARED 01 2100 D INFOCUS CORP COM 45665B10 0 11 SH SHARED 02 11 D INFOCUS CORP COM 45665B10 1007 110000 SH SHARED 04 110000 D INFOCUS CORP COM 45665B10 169 18541 SH SHARED 10 18541 D INFINITY PPTY & CAS CORP COM 45665Q10 1315 37364 SH SHARED 37364 D INFINITY PPTY & CAS CORP COM 45665Q10 330 9400 SH SHARED 10 9400 D INFORMATICA CORP COM 45666Q10 3680 453234 SH SHARED 453234 D INFORMATICA CORP COM 45666Q10 2163 266390 SH SHARED 02 266390 D INFORMATICA CORP COM 45666Q10 299 36900 SH SHARED 10 36900 D INFONET SVCS CORP CL B 45666T10 229 113469 SH SHARED 113469 D INFONET SVCS CORP CL B 45666T10 5008 2479214 SH SHARED 02 2479214 D INFONET SVCS CORP CL B 45666T10 40 19800 SH SHARED 10 19800 D INFORTE CORP COM 45677R10 77 9845 SH SHARED 9845 D INFOSPACE INC COM NEW 45678T20 3678 77355 SH SHARED 77355 D INFOSPACE INC COM NEW 45678T20 2529 53200 SH SHARED 01 53200 D INFOSPACE INC COM NEW 45678T20 404 8504 SH SHARED 02 8504 D INFOSPACE INC COM NEW 45678T20 1902 40000 SH SHARED 04 40000 D INFOSPACE INC COM NEW 45678T20 1255 26400 SH SHARED 10 26400 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 180041 2597622 SH SHARED 2594142 3480 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 1402 20232 SH SHARED 02 20232 D INFOVISTA S A ADR 45681710 1 175 SH SHARED 02 175 D INFOUSA INC NEW COM 45681830 644 57608 SH SHARED 57608 D INFOUSA INC NEW COM 45681830 514 46000 SH SHARED 01 46000 D INFOUSA INC NEW COM 45681830 293 26251 SH SHARED 02 26251 D INFOUSA INC NEW COM 45681830 125 11200 SH SHARED 10 11200 D ING GROUP N V SPONSORED ADR 45683710 584 19309 SH SHARED 19305 4 D ING GROUP N V SPONSORED ADR 45683710 2174 71883 SH SHARED 01 71883 D ING GROUP N V SPONSORED ADR 45683710 2 99 SH SHARED 02 99 D INFRASOURCE SVCS INC COM 45684P10 200 15410 SH SHARED 15410 D INGLES MKTS INC CL A 45703010 231 18700 SH SHARED 18700 D INGLES MKTS INC CL A 45703010 5 481 SH SHARED 01 481 D INGLES MKTS INC CL A 45703010 0 2 SH SHARED 02 2 D INGLES MKTS INC CL A 45703010 89 7200 SH SHARED 10 7200 D INGRAM MICRO INC CL A 45715310 5584 268501 SH SHARED 268501 D INGRAM MICRO INC CL A 45715310 8800 423100 SH SHARED 01 423100 D INGRAM MICRO INC CL A 45715310 879 42281 SH SHARED 02 42281 D INGRAM MICRO INC CL A 45715310 24 1200 SH SHARED 06 1200 D INGRAM MICRO INC CL A 45715310 455 21900 SH SHARED 10 21900 D INHALE THERAPEUTIC SYS INC NOTE 5.000% 2/0 457191AF 4 4750 PRN SHARED 4750 D INHALE THERAPEUTIC SYS INC NOTE 3.500%10/1 457191AH 6476 6670000 PRN SHARED 02 6670000 D INKINE PHARMACEUTICALS INC COM 45721410 492 90736 SH SHARED 90736 D INKINE PHARMACEUTICALS INC COM 45721410 113 20824 SH SHARED 02 20824 D INKINE PHARMACEUTICALS INC COM 45721410 86 16000 SH SHARED 10 16000 D INLAND REAL ESTATE CORP COM NEW 45746120 43 2700 SH SHARED 2700 D INLAND REAL ESTATE CORP COM NEW 45746120 91254 5721300 SH SHARED 11 5721300 D INNKEEPERS USA TR COM 4576J010 1584 111619 SH SHARED 111619 D INNKEEPERS USA TR COM 4576J010 112 7900 SH SHARED 01 7900 D INNKEEPERS USA TR COM 4576J010 20 1411 SH SHARED 02 1411 D INNKEEPERS USA TR COM 4576J010 265 18700 SH SHARED 10 18700 D INNKEEPERS USA TR COM 4576J010 2980 209900 SH SHARED 11 209900 D INNOVEX INC COM 45764710 667 122493 SH SHARED 122493 D INNOVEX INC COM 45764710 188 34645 SH SHARED 02 34645 D INSIGHT ENTERPRISES INC COM 45765U10 5085 247851 SH SHARED 247851 D INSIGHT ENTERPRISES INC COM 45765U10 1980 96538 SH SHARED 02 96538 D INSIGHT ENTERPRISES INC COM 45765U10 187 9150 SH SHARED 06 9150 D INSIGHT ENTERPRISES INC COM 45765U10 432 21062 SH SHARED 10 21062 D INPUT/OUTPUT INC NOTE 5.500%12/1 457652AB 448 200000 PRN SHARED 02 200000 D INPUT/OUTPUT INC COM 45765210 1314 148710 SH SHARED 148710 D INPUT/OUTPUT INC COM 45765210 10 1200 SH SHARED 01 1200 D INPUT/OUTPUT INC COM 45765210 28 3192 SH SHARED 02 3192 D INPUT/OUTPUT INC COM 45765210 207 23500 SH SHARED 10 23500 D INSITUFORM TECHNOLOGIES INC CL A 45766710 1097 48390 SH SHARED 48390 D INSITUFORM TECHNOLOGIES INC CL A 45766710 978 43159 SH SHARED 02 43159 D INSITUFORM TECHNOLOGIES INC CL A 45766710 276 12190 SH SHARED 10 12190 D INSMED INC COM NEW 45766920 0 49 SH SHARED 49 D INNOTRAC CORP COM 45767M10 15 1800 SH SHARED 02 1800 D INSIGHT COMMUNICATIONS INC CL A 45768V10 1366 147420 SH SHARED 147420 D INSIGHT COMMUNICATIONS INC CL A 45768V10 834 90000 SH SHARED 01 90000 D INSIGHT COMMUNICATIONS INC CL A 45768V10 1 111 SH SHARED 02 111 D INSIGHT COMMUNICATIONS INC CL A 45768V10 182 19700 SH SHARED 10 19700 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 692 20761 SH SHARED 20761 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 10 300 SH SHARED 02 300 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 116 3500 SH SHARED 10 3500 D INPHONIC INC COM 45772G10 365 13300 SH SHARED 13300 D INPHONIC INC COM 45772G10 57 2100 SH SHARED 10 2100 D INSPIRE PHARMACEUTICALS INC COM 45773310 1982 118227 SH SHARED 118227 D INSPIRE PHARMACEUTICALS INC COM 45773310 3 201 SH SHARED 01 201 D INSPIRE PHARMACEUTICALS INC COM 45773310 1313 78340 SH SHARED 02 78340 D INSPIRE PHARMACEUTICALS INC COM 45773310 16546 986675 SH SHARED 04 986675 D INSPIRE PHARMACEUTICALS INC COM 45773310 335 20000 SH SHARED 06 20000 D INSPIRE PHARMACEUTICALS INC COM 45773310 1210 72200 SH SHARED 10 72200 D INSTEEL INDUSTRIES INC COM 45774W10 99 5500 SH SHARED 02 5500 D INSTINET GROUP INC COM 45775010 1633 270842 SH SHARED 270842 D INSTINET GROUP INC COM 45775010 30 5000 SH SHR/OTHR 01 5000 D INSTINET GROUP INC COM 45775010 1493 247711 SH SHARED 02 247711 D INSURANCE AUTO AUCTIONS INC COM 45787510 624 27871 SH SHARED 27871 D INSURANCE AUTO AUCTIONS INC COM 45787510 2 100 SH SHARED 01 100 D INSURANCE AUTO AUCTIONS INC COM 45787510 73 3291 SH SHARED 02 3291 D INSURANCE AUTO AUCTIONS INC COM 45787510 76 3422 SH SHARED 10 3422 D INTEGRA LIFESCIENCES HLDGS C NOTE 2.500% 3/1 457985AB 5542 4448000 PRN SHARED 4448000 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 1413 38268 SH SHARED 38268 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 2141 58000 SH SHARED 01 58000 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 37 1005 SH SHARED 02 1005 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 276 7500 SH SHARED 10 7500 D INSURED MUN INCOME FD COM 45809F10 2 200 SH SHARED 200 D INSURED MUN INCOME FD COM 45809F10 452 34000 SH SHARED 01 34000 D INSURED MUN INCOME FD COM 45809F10 27 2100 SH SHARED 02 2100 D INTEGRAL SYS INC MD COM 45810H10 117 6042 SH SHARED 6042 D INTEGRAL SYS INC MD COM 45810H10 133 6862 SH SHARED 02 6862 D INTEGRATED ELECTRICAL SVC COM 45811E10 290 60011 SH SHARED 60011 D INTEGRATED ELECTRICAL SVC COM 45811E10 0 9 SH SHARED 02 9 D INTEGRATED ELECTRICAL SVC COM 45811E10 83 17200 SH SHARED 10 17200 D INTEGRATED CIRCUIT SYS INC COM 45811K20 4396 210178 SH SHARED 210178 D INTEGRATED CIRCUIT SYS INC COM 45811K20 556 26600 SH SHARED 01 23500 3100 D INTEGRATED CIRCUIT SYS INC COM 45811K20 5377 257066 SH SHARED 02 257066 D INTAC INTL COM 45811T10 1189 91493 SH SHARED 91143 350 D INTAC INTL COM 45811T10 3 300 SH SHARED 02 300 D INTAC INTL COM 45811T10 34086 1377785 SH SHARED 04 1377785 D INTEGRATED BIOPHARMA INC COM 45811V10 12 1800 SH SHARED 1800 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 4145 358585 SH SHARED 358585 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 8738 755900 SH SHARED 01 755900 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 3205 277314 SH SHARED 02 277314 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 1813 156900 SH SHARED 10 156900 D INTEGRATED SILICON SOLUTION COM 45812P10 1633 199259 SH SHARED 199259 D INTEGRATED SILICON SOLUTION COM 45812P10 361 44080 SH SHARED 02 44080 D INTEGRATED SILICON SOLUTION COM 45812P10 136 16700 SH SHARED 10 16700 D INTEGRA BK CORP COM 45814P10 875 37900 SH SHARED 37900 D INTEGRA BK CORP COM 45814P10 214 9300 SH SHARED 01 9300 D INTEGRA BK CORP COM 45814P10 1 83 SH SHARED 02 83 D INTEGRA BK CORP COM 45814P10 404 17522 SH SHARED 10 17522 D INTELIDATA TECHNOLOGIES CORP COM 45814T10 0 40 SH SHARED 02 40 D INTEL CORP COM 45814010 485 20777 SH SHARED 20602 175 D INTEL CORP COM 45814010 1619943 69257933 SH SHARED 68397750 860183 D INTEL CORP COM 45814010 574961 24581514 SH SHARED 01 16209929 2550740 5820845 D INTEL CORP COM 45814010 27278 1166263 SH SHR/OTHR 01 363340 802923 D INTEL CORP COM 45814010 88176 3769854 SH SHARED 02 3761054 8800 D INTEL CORP COM 45814010 14056 600970 SH SHARED 03 600970 D INTEL CORP COM 45814010 48740 2083800 SH SHARED 04 2083800 D INTEL CORP COM 45814010 6264 267848 SH SHARED 05 118300 149548 D INTEL CORP COM 45814010 5870 250973 SH SHARED 06 250973 D INTEL CORP COM 45814010 198116 8470134 SH SHARED 10 8470134 D INTELLISYNC CORP COM 45817610 67 33080 SH SHARED 33080 D INTELLISYNC CORP COM 45817610 0 32 SH SHARED 02 32 D INTER PARFUMS INC COM 45833410 282 17780 SH SHARED 17780 D INTER PARFUMS INC COM 45833410 3 202 SH SHARED 02 202 D INTER PARFUMS INC COM 45833410 33 2100 SH SHARED 10 2100 D INTER TEL INC COM 45837210 2033 74256 SH SHARED 74256 D INTER TEL INC COM 45837210 106 3900 SH SHARED 01 3900 D INTER TEL INC COM 45837210 27 1005 SH SHARED 02 1005 D INTER TEL INC COM 45837210 254 9290 SH SHARED 10 9290 D INTERACTIVE DATA CORP COM 45840J10 1919 88289 SH SHARED 88289 D INTERACTIVE DATA CORP COM 45840J10 56 2600 SH SHARED 01 2600 D INTERACTIVE DATA CORP COM 45840J10 13 630 SH SHARED 02 630 D INTERACTIVE DATA CORP COM 45840J10 284 13100 SH SHARED 10 13100 D INTERCHANGE FINL SVCS S B N COM 45844710 522 20101 SH SHARED 20101 D INTERCHANGE FINL SVCS S B N COM 45844710 968 37259 SH SHARED 02 37259 D INTERCHANGE FINL SVCS S B N COM 45844710 85 3300 SH SHARED 10 3300 D INTERCHANGE CORP COM 45845K10 112 6200 SH SHARED 6200 D INTERCHANGE CORP COM 45845K10 34 1900 SH SHARED 10 1900 D INTERDIGITAL COMMUNICATIONS COM 45866A10 2229 100900 SH SHARED 100900 D INTERDIGITAL COMMUNICATIONS COM 45866A10 4820 218100 SH SHARED 01 218100 D INTERDIGITAL COMMUNICATIONS COM 45866A10 757 34268 SH SHARED 02 34268 D INTERDIGITAL COMMUNICATIONS COM 45866A10 479 21700 SH SHARED 10 21700 D INTERFACE INC CL A 45866510 958 96120 SH SHARED 96120 D INTERFACE INC CL A 45866510 262 26313 SH SHARED 02 26313 D INTERFACE INC CL A 45866510 183 18441 SH SHARED 10 18441 D INTERGRAPH CORP COM 45868310 2975 110506 SH SHARED 110506 D INTERGRAPH CORP COM 45868310 2543 94440 SH SHARED 01 94440 D INTERGRAPH CORP COM 45868310 784 29122 SH SHARED 02 29122 D INTERGRAPH CORP COM 45868310 2225 82624 SH SHARED 10 82624 D INTERGROUP CORP COM 45868510 60 4342 SH SHARED 01 3625 717 D INTERLAND INC COM NEW 45872720 1 345 SH SHARED 02 345 D INTERLINK ELECTRS COM 45875110 40 4300 SH SHARED 02 4300 D INTERMAGNETICS GEN CORP COM 45877110 1522 59926 SH SHARED 59926 D INTERMAGNETICS GEN CORP COM 45877110 19 750 SH SHARED 01 750 D INTERMAGNETICS GEN CORP COM 45877110 1466 57700 SH SHARED 02 57700 D INTERMAGNETICS GEN CORP COM 45877110 299 11804 SH SHARED 10 11804 D INTERMUNE INC COM 45884X10 1291 97380 SH SHARED 97380 D INTERMUNE INC COM 45884X10 287 21707 SH SHARED 02 21707 D INTERMUNE INC COM 45884X10 173 13100 SH SHARED 10 13100 D INTERNAP NETWORK SVCS CORP COM 45885A10 733 788957 SH SHARED 788957 D INTERNAP NETWORK SVCS CORP COM 45885A10 6 7000 SH SHARED 02 7000 D INTERNATIONAL BANCSHARES COR COM 45904410 342 8687 SH SHARED 8687 D INTERNATIONAL BANCSHARES COR COM 45904410 139 3535 SH SHARED 02 3535 D INTERNATIONAL BUSINESS MACHS COM 45920010 929 9425 SH SHARED 9200 225 D INTERNATIONAL BUSINESS MACHS COM 45920010 1188371 12054897 SH SHARED 11869187 185710 D INTERNATIONAL BUSINESS MACHS COM 45920010 627079 6361122 SH SHARED 01 3358818 1494100 1508204 D INTERNATIONAL BUSINESS MACHS COM 45920010 92084 934105 SH SHR/OTHR 01 287236 646869 D INTERNATIONAL BUSINESS MACHS COM 45920010 75082 761636 SH SHARED 02 761636 D INTERNATIONAL BUSINESS MACHS COM 45920010 1049 10650 SH SHARED 03 10650 D INTERNATIONAL BUSINESS MACHS COM 45920010 103489 1049800 SH SHARED 04 1049800 D INTERNATIONAL BUSINESS MACHS COM 45920010 15850 160786 SH SHARED 05 142148 18638 D INTERNATIONAL BUSINESS MACHS COM 45920010 7250 73548 SH SHARED 06 73548 D INTERNATIONAL BUSINESS MACHS COM 45920010 1190 12080 SH SHARED 07 12080 D INTERNATIONAL BUSINESS MACHS COM 45920010 3036 30800 SH SHARED 09 30800 D INTERNATIONAL BUSINESS MACHS COM 45920010 212286 2153442 SH SHARED 10 2153442 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 16675 389253 SH SHARED 389253 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 4540 105994 SH SHARED 01 74987 31007 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1014 23671 SH SHR/OTHR 01 8612 15059 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1470 34314 SH SHARED 02 34314 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 131 3073 SH SHARED 06 3073 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 3770 88008 SH SHARED 10 88008 D INTERNATIONAL GAME TECHNOLOG COM 45990210 842 24508 SH SHARED 24508 D INTERNATIONAL GAME TECHNOLOG COM 45990210 68564 1994314 SH SHARED 1820777 173537 D INTERNATIONAL GAME TECHNOLOG COM 45990210 81480 2370001 SH SHARED 01 1029267 848700 492034 D INTERNATIONAL GAME TECHNOLOG COM 45990210 2299 66892 SH SHR/OTHR 01 22665 44227 D INTERNATIONAL GAME TECHNOLOG COM 45990210 19119 556115 SH SHARED 02 556115 D INTERNATIONAL GAME TECHNOLOG COM 45990210 2901 84400 SH SHARED 04 84400 D INTERNATIONAL GAME TECHNOLOG COM 45990210 2799 81420 SH SHARED 05 12700 68720 D INTERNATIONAL GAME TECHNOLOG COM 45990210 220 6400 SH SHARED 06 6400 D INTERNATIONAL GAME TECHNOLOG COM 45990210 14255 414653 SH SHARED 10 414653 D INTL PAPER CO DBCV 6/2 460146BM 105766191606000 PRN SHARED 191606000 D INTL PAPER CO DBCV 6/2 460146BM 1341 2430000 PRN SHARED 02 2430000 D INTL PAPER CO COM 46014610 80539 1917615 SH SHARED 1882275 35340 D INTL PAPER CO COM 46014610 2966 70633 SH SHARED 01 58056 12577 D INTL PAPER CO COM 46014610 2314 55099 SH SHR/OTHR 01 30670 24429 D INTL PAPER CO COM 46014610 13542 322430 SH SHARED 02 322430 D INTL PAPER CO COM 46014610 42579 1013800 SH SHARED 04 1013800 D INTL PAPER CO COM 46014610 161 3848 SH SHARED 05 3848 D INTL PAPER CO COM 46014610 3897 92800 SH SHARED 06 92800 D INTL PAPER CO COM 46014610 23590 561679 SH SHARED 10 561679 D INTERNATIONAL PWR PLC SPONSORED ADR 46018M10 1863 61000 SH SHARED 61000 D INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE 6834 6890000 PRN SHARED 6890000 D INTERNATIONAL RECTIFIER CORP COM 46025410 6605 148211 SH SHARED 148211 D INTERNATIONAL RECTIFIER CORP COM 46025410 1372 30800 SH SHARED 01 30800 D INTERNATIONAL RECTIFIER CORP COM 46025410 1132 25412 SH SHARED 02 25412 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 2773 52530 SH SHARED 52530 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 770 14600 SH SHARED 01 14600 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 846 16041 SH SHARED 02 16041 D INTERNATIONAL STL GROUP INC COM 46037710 965 23810 SH SHARED 23810 D INTERNATIONAL STL GROUP INC COM 46037710 113 2800 SH SHARED 01 2100 700 D INTERNATIONAL STL GROUP INC COM 46037710 3880 95668 SH SHARED 02 95668 D INTERPHARM HLDGS INC COM 46058810 11 4800 SH SHARED 02 4800 D INTERNET CAP GROUP INC COM NEW 46059C20 788 87556 SH SHARED 87556 D INTERNET CAP GROUP INC COM NEW 46059C20 57 6360 SH SHARED 01 6200 160 D INTERNET CAP GROUP INC COM NEW 46059C20 154 17200 SH SHARED 10 17200 D INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T10 1932 396846 SH SHARED 396846 D INTERNET INFRASTRUCTR HOLDS DEPOSTRY RCPT 46059V10 5623 1222508 SH SHARED 02 1222508 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 4959 69550 SH SHARED 69550 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 2135 29950 SH SHARED 02 29950 D INTERPHASE CORP COM 46059310 44 5250 SH SHARED 5250 D INTERNET SEC SYS INC COM 46060X10 2586 111268 SH SHARED 111268 D INTERNET SEC SYS INC COM 46060X10 2390 102800 SH SHARED 01 102800 D INTERNET SEC SYS INC COM 46060X10 2500 107567 SH SHARED 02 107567 D INTERNET SEC SYS INC COM 46060X10 813 35000 SH SHARED 04 35000 D INTERNET SEC SYS INC COM 46060X10 1290 55500 SH SHARED 10 55500 D INTERSIL CORP CL A 46069S10 11838 708451 SH SHARED 708451 D INTERSIL CORP CL A 46069S10 596 35700 SH SHARED 01 35700 D INTERSIL CORP CL A 46069S10 5907 353506 SH SHARED 02 318591 34915 D INTERSIL CORP CL A 46069S10 47 2855 SH SHARED 10 2855 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 30843 23545000 PRN SHARED 23545000 D INTERPUBLIC GROUP COS INC COM 46069010 22399 1671591 SH SHARED 1659291 12300 D INTERPUBLIC GROUP COS INC COM 46069010 41140 3070173 SH SHARED 01 116500 2745600 208073 D INTERPUBLIC GROUP COS INC COM 46069010 329 24600 SH SHR/OTHR 01 24600 D INTERPUBLIC GROUP COS INC COM 46069010 2070 154541 SH SHARED 02 154541 D INTERPUBLIC GROUP COS INC COM 46069010 8710 650000 SH SHARED 04 650000 D INTERPUBLIC GROUP COS INC COM 46069010 5476 408660 SH SHARED 05 353500 55160 D INTERPUBLIC GROUP COS INC COM 46069010 552 41250 SH SHARED 06 41250 D INTERPUBLIC GROUP COS INC COM 46069010 471 35200 SH SHARED 07 35200 D INTERPUBLIC GROUP COS INC COM 46069010 1147 85600 SH SHARED 09 85600 D INTERPUBLIC GROUP COS INC COM 46069010 7534 562288 SH SHARED 10 562288 D INTERPUBLIC GROUP COS INC PFD CONV SER A 46069030 17762 362500 SH SHARED 362500 D INTERPUBLIC GROUP COS INC PFD CONV SER A 46069030 2497 50977 SH SHARED 02 50977 D INTERSTATE HOTELS & RESRTS I COM 46088S10 68 12766 SH SHARED 12766 D INTERSTATE HOTELS & RESRTS I COM 46088S10 0 15 SH SHR/OTHR 01 15 D INTERSTATE HOTELS & RESRTS I COM 46088S10 19 3654 SH SHARED 02 3654 D INTRAWEST CORPORATION COM NEW 46091520 120 5222 SH SHARED 5222 D INTRAWEST CORPORATION COM NEW 46091520 1299 56537 SH SHARED 02 56537 D INTRAWEST CORPORATION COM NEW 46091520 22 1000 SH SHARED 06 1000 D INTRAWEST CORPORATION COM NEW 46091520 202 8800 SH SHARED 10 8800 D INTERTAPE POLYMER GROUP INC COM 46091910 23 2534 SH SHARED 02 2534 D INTERVEST BANCSHARES CORP CL A 46092710 3 201 SH SHARED 02 201 D INTEROIL CORP COM 46095110 408 10800 SH SHARED 02 10800 D INTERSECTIONS INC COM 46098130 215 12479 SH SHARED 12479 D INTERSECTIONS INC COM 46098130 5 300 SH SHARED 02 300 D INTERSECTIONS INC COM 46098130 69 4000 SH SHARED 10 4000 D INTERWOVEN INC COM NEW 46114T50 2112 194148 SH SHARED 194148 D INTERWOVEN INC COM NEW 46114T50 993 91300 SH SHARED 01 88800 2500 D INTERWOVEN INC COM NEW 46114T50 1511 138898 SH SHARED 02 138898 D INTERWOVEN INC COM NEW 46114T50 1041 95750 SH SHARED 10 95750 D INTERVIDEO INC COM 46114Y10 202 15312 SH SHARED 15312 D INTERVIDEO INC COM 46114Y10 3 300 SH SHARED 02 300 D INTERVIDEO INC COM 46114Y10 27 2100 SH SHARED 10 2100 D INTERVOICE INC NEW COM 46114210 64 4800 SH SHARED 4800 D INTERVOICE INC NEW COM 46114210 1274 95487 SH SHARED 95487 D INTERVOICE INC NEW COM 46114210 1 100 SH SHARED 01 100 D INTERVOICE INC NEW COM 46114210 1795 134505 SH SHARED 02 134505 D INTERVOICE INC NEW COM 46114210 205 15400 SH SHARED 10 15400 D INTEVAC INC COM 46114810 234 31072 SH SHARED 31072 D INTEVAC INC COM 46114810 6 800 SH SHARED 02 800 D INTRABIOTICS PHARMACEUTICALS COM NEW 46116T50 3724 912916 SH SHARED 912916 D INTRALASE CORP COM 46116910 319 13600 SH SHARED 13600 D INTRADO INC COM 46117A10 417 34519 SH SHARED 34519 D INTRADO INC COM 46117A10 248 20500 SH SHARED 01 20500 D INTRADO INC COM 46117A10 191 15804 SH SHARED 02 15804 D INTRADO INC COM 46117A10 89 7400 SH SHARED 10 7400 D INTROGEN THERAPEUTICS INC COM 46119F10 64 7619 SH SHARED 02 7619 D INTUITIVE SURGICAL INC COM NEW 46120E60 2428 60682 SH SHARED 60682 D INTUITIVE SURGICAL INC COM NEW 46120E60 100 2514 SH SHR/OTHR 01 2514 D INTUITIVE SURGICAL INC COM NEW 46120E60 60 1500 SH SHARED 02 1500 D INTUITIVE SURGICAL INC COM NEW 46120E60 6503 162511 SH SHARED 10 162511 D INTUIT COM 46120210 91321 2075015 SH SHARED 2053015 22000 D INTUIT COM 46120210 64062 1455630 SH SHARED 01 977030 381100 97500 D INTUIT COM 46120210 209 4750 SH SHR/OTHR 01 2150 2600 D INTUIT COM 46120210 11211 254746 SH SHARED 02 254746 D INTUIT COM 46120210 2640 60000 SH SHARED 04 60000 D INTUIT COM 46120210 41 940 SH SHARED 05 940 D INTUIT COM 46120210 259 5900 SH SHARED 06 5900 D INTUIT COM 46120210 11046 250995 SH SHARED 10 250995 D INVACARE CORP COM 46120310 83 1800 SH SHARED 1800 D INVACARE CORP COM 46120310 2193 47425 SH SHARED 47425 D INVACARE CORP COM 46120310 7182 155270 SH SHARED 01 155270 D INVACARE CORP COM 46120310 20 444 SH SHARED 02 444 D INVACARE CORP COM 46120310 448 9700 SH SHARED 10 9700 D INVERNESS MED INNOVATIONS IN COM 46126P10 18192 724792 SH SHARED 724792 D INVERNESS MED INNOVATIONS IN COM 46126P10 2 100 SH SHARED 02 100 D INVERNESS MED INNOVATIONS IN COM 46126P10 110 4400 SH SHARED 10 4400 D INVESTMENT GRADE MUN INCOME COM 46136810 25 1900 SH SHARED 02 1900 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 18 900 SH SHARED 900 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 4512 225646 SH SHARED 225646 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 800 40000 SH SHARED 01 38800 1200 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 270 13522 SH SHARED 02 13522 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 1056 52800 SH SHARED 10 52800 D INVESTOOLS INC COM 46145P10 2 800 SH SHARED 800 D INVESTOOLS INC COM 46145P10 961 282716 SH SHARED 01 282716 D INVESTOOLS INC COM 46145P10 172 50600 SH SHARED 02 50600 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 851 81199 SH SHARED 81199 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 2 210 SH SHARED 02 210 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 146 14000 SH SHARED 10 14000 D INVITROGEN CORP NOTE 2.250%12/1 46185RAD 36415 36672000 PRN SHARED 36672000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 1753 1467000 PRN SHARED 1467000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 21697 18157000 PRN SHARED 02 18157000 D INVITROGEN CORP NOTE 1.500% 2/1 46185RAH 6090 6500000 PRN SHARED 02 6500000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ 14 12250 PRN SHARED 12250 D INVITROGEN CORP NOTE 1.500% 2/1 46185RAK 4 5000 PRN SHARED 5000 D INVITROGEN CORP NOTE 1.500% 2/1 46185RAK 93 100000 PRN SHARED 02 100000 D INVITROGEN CORP COM 46185R10 14126 210433 SH SHARED 210433 D INVITROGEN CORP COM 46185R10 25673 382437 SH SHARED 01 379637 2700 100 D INVITROGEN CORP COM 46185R10 22 340 SH SHR/OTHR 01 340 D INVITROGEN CORP COM 46185R10 3288 48992 SH SHARED 02 48992 D INVITROGEN CORP COM 46185R10 15025 223820 SH SHARED 04 223820 D INVITROGEN CORP COM 46185R10 335 5000 SH SHARED 06 5000 D INVITROGEN CORP COM 46185R10 4276 63706 SH SHARED 10 63706 D INVESTORS FINL SERVICES CORP COM 46191510 3691 73866 SH SHARED 73866 D INVESTORS FINL SERVICES CORP COM 46191510 24356 487328 SH SHARED 01 406728 80400 200 D INVESTORS FINL SERVICES CORP COM 46191510 6946 138989 SH SHARED 02 138989 D INVESTORS FINL SERVICES CORP COM 46191510 3419 68422 SH SHARED 10 68422 D IOMED INC COM 46202810 113 42000 SH SHARED 02 42000 D IOMEGA CORP COM NEW 46203030 881 159079 SH SHARED 159079 D IOMEGA CORP COM NEW 46203030 766 138415 SH SHARED 02 138415 D IOMEGA CORP COM NEW 46203030 140 25309 SH SHARED 10 25309 D IONA TECHNOLOGIES PLC SPONSORED ADR 46206P10 238 47232 SH SHARED 47232 D IONA TECHNOLOGIES PLC SPONSORED ADR 46206P10 0 96 SH SHARED 02 96 D IONA TECHNOLOGIES PLC SPONSORED ADR 46206P10 1616 320000 SH SHARED 08 320000 D IONATRON INC COM 46207010 0 50 SH SHARED 02 50 D IONICS INC COM 46221810 1459 33666 SH SHARED 33666 D IONICS INC COM 46221810 12038 277765 SH SHARED 02 277765 D IONICS INC COM 46221810 312 7200 SH SHARED 10 7200 D IOWA TELECOMM SERVICES INC COM 46259420 2556 118500 SH SHARED 111500 7000 D IOWA TELECOMM SERVICES INC COM 46259420 862 40000 SH SHARED 04 40000 D IOWA TELECOMM SERVICES INC COM 46259420 5933 275100 SH SHARED 10 275100 D IPASS INC COM 46261V10 620 83873 SH SHARED 83873 D IPASS INC COM 46261V10 2 400 SH SHARED 01 400 D IPASS INC COM 46261V10 46 6300 SH SHARED 02 6300 D IPASS INC COM 46261V10 148 20000 SH SHARED 04 20000 D IPASS INC COM 46261V10 151 20500 SH SHARED 10 20500 D IPAYMENT INC COM 46262E10 952 19225 SH SHARED 19225 D IPAYMENT INC COM 46262E10 19 400 SH SHARED 02 400 D IPAYMENT INC COM 46262E10 237 4800 SH SHARED 10 4800 D IPSCO INC COM 46262210 14 295 SH SHARED 295 D IRELAND BK SPONSORED ADR 46267Q10 312 4680 SH SHARED 4680 D IRON MTN INC PA COM 46284610 162 5340 SH SHARED 5340 D IRON MTN INC PA COM 46284610 54 1800 SH SHARED 01 1800 D IRON MTN INC PA COM 46284610 407 13362 SH SHARED 02 13362 D IRON MTN INC PA COM 46284610 3573 117200 SH SHARED 10 117200 D IRWIN FINL CORP COM 46411910 1292 45528 SH SHARED 45528 D IRWIN FINL CORP COM 46411910 1780 62732 SH SHARED 01 3700 59032 D IRWIN FINL CORP COM 46411910 130 4604 SH SHARED 02 4604 D IRWIN FINL CORP COM 46411910 184 6500 SH SHARED 10 6500 D ISHARES INC MSCI AUSTRALIA 46428610 6 390 SH SHARED 390 D ISHARES INC MSCI AUSTRALIA 46428610 41 2500 SH SHARED 02 2500 D ISHARES INC MSCI BRAZIL 46428640 1096 49290 SH SHARED 49290 D ISHARES INC MSCI BRAZIL 46428640 40 1800 SH SHARED 02 1800 D ISHARES INC MSCI CDA INDEX 46428650 12103 700000 SH SHARED 02 700000 D ISHARES INC MSCI PAC J IDX 46428666 10581 117350 SH SHARED 117350 D ISHARES INC MSCI SINGAPORE 46428667 456 63651 SH SHARED 63651 D ISHARES INC MSCI UTD KINGD 46428669 396 21900 SH SHARED 21900 D ISHARES INC MSCI FRANCE 46428670 97 4100 SH SHARED 4100 D ISHARES INC MSCI TAIWAN 46428673 18686 1549448 SH SHARED 1549448 D ISHARES INC MSCI TAIWAN 46428673 14394 1193600 SH SHARED 01 1193600 D ISHARES INC MSCI TAIWAN 46428673 1 100 SH SHARED 02 100 D ISHARES INC MSCI TAIWAN 46428673 235 19500 SH SHARED 10 19500 D ISHARES INC MSCI SWITZERLD 46428674 69 4030 SH SHARED 4030 D ISHARES INC MSCI SPAIN 46428676 7 200 SH SHARED 200 D ISHARES INC MSCI S KOREA 46428677 713 24400 SH SHARED 24400 D ISHARES INC MSCI STH AFRCA 46428678 143 1800 SH SHARED 1800 D ISHARES INC MSCI GERMAN 46428680 121 6541 SH SHARED 6541 D ISHARES INC MSCI MEXICO 46428682 1004 39915 SH SHARED 39915 D ISHARES INC MSCI MALAYSIA 46428683 1081 151294 SH SHARED 123994 27300 D ISHARES INC MSCI MALAYSIA 46428683 19466 2722600 SH SHARED 01 2722600 D ISHARES INC MSCI MALAYSIA 46428683 461 64600 SH SHARED 10 64600 D ISHARES INC MSCI JAPAN 46428684 6900 631940 SH SHARED 500640 131300 D ISHARES INC MSCI JAPAN 46428684 348 31900 SH SHARED 01 5900 26000 D ISHARES INC MSCI JAPAN 46428684 968 88700 SH SHARED 02 88700 D ISHARES INC MSCI HONG KONG 46428687 432 35740 SH SHARED 35740 D ISHARES INC MSCI HONG KONG 46428687 27202 2250000 SH SHARED 02 2250000 D ISHARES TR S&P 100 IDX FD 46428710 8826 153719 SH SHARED 02 153719 D ISHARES TR DJ SEL DIV INX 46428716 208 3400 SH SHARED 3400 D ISHARES TR DJ SEL DIV INX 46428716 439 7150 SH SHARED 01 7150 D ISHARES TR DJ SEL DIV INX 46428716 141 2300 SH SHR/OTHR 01 2300 D ISHARES TR US TIPS BD FD 46428717 4951 46800 SH SHARED 46800 D ISHARES TR S&P 500 INDEX 46428720 6836 56504 SH SHARED 02 56504 D ISHARES TR MSCI EMERG MKT 46428723 17813 88250 SH SHARED 46990 41260 D ISHARES TR MSCI EMERG MKT 46428723 3073 15225 SH SHARED 01 8300 6925 D ISHARES TR MSCI EMERG MKT 46428723 201 1000 SH SHR/OTHR 01 1000 D ISHARES TR GS CORP BD FD 46428724 2403 21550 SH SHARED 21550 D ISHARES TR S&P500/BAR GRW 46428730 95 1660 SH SHARED 01 1660 D ISHARES TR S&P GBL HLTHCR 46428732 1 30 SH SHARED 02 30 D ISHARES TR GS NAT RES IDX 46428737 726 5534 SH SHARED 5534 D ISHARES TR GS NAT RES IDX 46428737 949 7232 SH SHARED 01 680 6552 D ISHARES TR GS NAT RES IDX 46428737 168 1285 SH SHR/OTHR 01 525 760 D ISHARES TR S&P LTN AM 40 46428739 636 7900 SH SHARED 7900 D ISHARES TR S&P500/BAR VAL 46428740 8457 134500 SH SHARED 134500 D ISHARES TR S&P500/BAR VAL 46428740 95 1515 SH SHARED 01 1515 D ISHARES TR 20+ YR TRS BD 46428743 1303 14717 SH SHARED 14717 D ISHARES TR 7-10 YR TRS BD 46428744 424 5000 SH SHARED 5000 D ISHARES TR 1-3 YR TRS BD 46428745 294 3615 SH SHARED 01 250 3365 D ISHARES TR MSCI EAFE IDX 46428746 10722 66914 SH SHARED 01 11546 55368 D ISHARES TR MSCI EAFE IDX 46428746 8185 51078 SH SHR/OTHR 01 8500 42578 D ISHARES TR MSCI EAFE IDX 46428746 5031 31400 SH SHARED 12 31400 D ISHARES TR RUSSELL MCP VL 46428747 4 40 SH SHARED 02 40 D ISHARES TR S&P MIDCAP 400 46428750 19 150 SH SHARED 01 150 D ISHARES TR S&P MIDCAP 400 46428750 224 1700 SH SHARED 02 1700 D ISHARES TR GLMN SCHS SOFT 46428751 1706 40000 SH SHARED 02 40000 D ISHARES TR GLDM SCHS SEMI 46428752 780 14500 SH SHARED 14500 D ISHARES TR GLDM SCHS SEMI 46428752 780 14500 SH SHARED 02 14500 D ISHARES TR GLDM SACHS TEC 46428754 347 7440 SH SHARED 01 7440 D ISHARES TR NASDQ BIO INDX 46428755 1100 14600 SH SHARED 5900 8700 D ISHARES TR NASDQ BIO INDX 46428755 46619 618300 SH SHARED 01 580800 27100 10400 D ISHARES TR NASDQ BIO INDX 46428755 7 100 SH SHARED 02 100 D ISHARES TR NASDQ BIO INDX 46428755 1900 25200 SH SHARED 10 25200 D ISHARES TR COHEN&ST RLTY 46428756 1029 7549 SH SHARED 7549 D ISHARES TR RUSSELL1000VAL 46428759 221 3340 SH SHARED 3340 D ISHARES TR RUSSELL1000VAL 46428759 10 160 SH SHARED 01 160 D ISHARES TR RUSSELL1000VAL 46428759 2567 38689 SH SHARED 02 38689 D ISHARES TR S&P MIDCP GROW 46428760 26 200 SH SHARED 200 D ISHARES TR RUSSELL1000GRW 46428761 1007 20500 SH SHARED 20500 D ISHARES TR RUSSELL1000GRW 46428761 48 990 SH SHARED 01 690 300 D ISHARES TR RUSSELL1000GRW 46428761 334 6800 SH SHR/OTHR 01 6800 D ISHARES TR RUSSELL1000GRW 46428761 1007 20500 SH SHARED 02 20500 D ISHARES TR RUSSELL 1000 46428762 45 700 SH SHARED 01 700 D ISHARES TR RUSL 2000 VALU 46428763 236 1228 SH SHARED 01 1228 D ISHARES TR RUSL 2000 VALU 46428763 4239 21971 SH SHARED 02 21971 D ISHARES TR RUSL 2000 GROW 46428764 1292 19200 SH SHARED 19200 D ISHARES TR RUSL 2000 GROW 46428764 25 375 SH SHARED 01 375 D ISHARES TR RUSL 2000 GROW 46428764 4038 60010 SH SHARED 02 60010 D ISHARES TR RUSSELL 2000 46428765 4552 35153 SH SHARED 35153 D ISHARES TR RUSSELL 2000 46428765 23767 183536 SH SHARED 01 28629 154907 D ISHARES TR RUSSELL 2000 46428765 3554 27446 SH SHR/OTHR 01 12936 14510 D ISHARES TR RUSSELL 2000 46428765 17805 137491 SH SHARED 02 137491 D ISHARES TR RUSL 3000 GROW 46428767 234 5890 SH SHARED 01 5890 D ISHARES TR RUSSELL 3000 46428768 62 900 SH SHARED 02 900 D ISHARES TR DJ US TECH SEC 46428772 5 120 SH SHARED 120 D ISHARES TR DJ US TECH SEC 46428772 361 7450 SH SHARED 01 7450 D ISHARES TR DJ US REAL EST 46428773 246 2000 SH SHARED 2000 D ISHARES TR DJ US REAL EST 46428773 246 2000 SH SHARED 01 2000 D ISHARES TR DJ US REAL EST 46428773 147 1200 SH SHR/OTHR 01 200 1000 D ISHARES TR DJ US REAL EST 46428773 985 8000 SH SHARED 06 8000 D ISHARES TR DJ US HEALTHCR 46428776 42 715 SH SHARED 01 715 D ISHARES TR S&P EURO PLUS 46428786 222 2960 SH SHARED 01 2000 960 D ISHARES TR S&P EURO PLUS 46428786 361 4800 SH SHARED 02 4800 D ISHARES TR S&P SMLCP VALU 46428787 0 3 SH SHARED 3 D ISHARES TR S&P SMLCP VALU 46428787 1427 11719 SH SHR/OTHR 01 11719 D ISHARES TR S&P SMLCP GROW 46428788 21 200 SH SHARED 200 D ISIS PHARMACEUTICALS INC COM 46433010 708 120167 SH SHARED 120167 D ISIS PHARMACEUTICALS INC COM 46433010 11 2000 SH SHR/OTHR 01 2000 D ISIS PHARMACEUTICALS INC COM 46433010 14 2512 SH SHARED 02 2512 D ISIS PHARMACEUTICALS INC COM 46433010 4180 708500 SH SHARED 04 708500 D ISIS PHARMACEUTICALS INC COM 46433010 137 23368 SH SHARED 10 23368 D ISIS PHARMACEUTICALS INC DEL NOTE 5.500% 5/0 464337AC 8685 10503000 PRN SHARED 10503000 D ISIS PHARMACEUTICALS INC DEL NOTE 5.500% 5/0 464337AC 12535 15158000 PRN SHARED 02 15158000 D ISLE OF CAPRI CASINOS INC COM 46459210 2391 93249 SH SHARED 93249 D ISLE OF CAPRI CASINOS INC COM 46459210 66 2600 SH SHARED 01 2600 D ISLE OF CAPRI CASINOS INC COM 46459210 1644 64106 SH SHARED 02 64106 D ISLE OF CAPRI CASINOS INC COM 46459210 172 6711 SH SHARED 10 6711 D ISOLAGEN INC COM 46488N10 321 40898 SH SHARED 40898 D ISOLAGEN INC COM 46488N10 8 1051 SH SHARED 02 1051 D ISOLAGEN INC COM 46488N10 84 10700 SH SHARED 10 10700 D ISONICS CORP COM 46489510 1 220 SH SHARED 220 D ISPAT INTL N V NY REG SH CL A 46489910 0 113600 SH SHARED 113600 D ITRON INC COM 46574110 927 38787 SH SHARED 38787 D ITRON INC COM 46574110 24 1005 SH SHARED 02 1005 D ITRON INC COM 46574110 229 9600 SH SHARED 10 9600 D IVANHOE MINES LTD COM 46579N10 1479 205800 SH SHARED 205800 D IVANHOE MINES LTD COM 46579N10 299 41700 SH SHARED 02 41700 D IVAX CORP NOTE 4.500% 5/1 465823AG 2 2000 PRN SHARED 2000 D IVAX CORP COM 46582310 8823 557714 SH SHARED 488964 68750 D IVAX CORP COM 46582310 9970 630245 SH SHARED 01 361458 25075 243712 D IVAX CORP COM 46582310 19 1250 SH SHR/OTHR 01 1250 D IVAX CORP COM 46582310 1898 120005 SH SHARED 02 120005 D IVAX CORP COM 46582310 506 32000 SH SHARED 04 32000 D IVILLAGE INC COM 46588H10 706 114367 SH SHARED 114367 D IVILLAGE INC COM 46588H10 241 39058 SH SHARED 02 39058 D IVILLAGE INC COM 46588H10 95 15400 SH SHARED 10 15400 D IXYS CORP COM 46600W10 496 48098 SH SHARED 48098 D IXYS CORP COM 46600W10 8 800 SH SHARED 02 800 D IXYS CORP COM 46600W10 93 9100 SH SHARED 10 9100 D J & J SNACK FOODS CORP COM 46603210 602 12284 SH SHARED 12284 D J & J SNACK FOODS CORP COM 46603210 1333 27200 SH SHARED 01 27200 D J & J SNACK FOODS CORP COM 46603210 0 2 SH SHARED 02 2 D J & J SNACK FOODS CORP COM 46603210 117 2400 SH SHARED 10 2400 D JDS UNIPHASE CORP NOTE 11/1 46612JAB 17594 18176000 PRN SHARED 18176000 D JDS UNIPHASE CORP NOTE 11/1 46612JAB 3928 4058000 PRN SHARED 02 4058000 D JDS UNIPHASE CORP COM 46612J10 30358 9576809 SH SHARED 9573139 3670 D JDS UNIPHASE CORP COM 46612J10 499 157660 SH SHARED 01 156960 700 D JDS UNIPHASE CORP COM 46612J10 2 700 SH SHR/OTHR 01 100 600 D JDS UNIPHASE CORP COM 46612J10 3991 1259082 SH SHARED 02 1259082 D JDS UNIPHASE CORP COM 46612J10 4 1300 SH SHARED 05 1300 D JDS UNIPHASE CORP COM 46612J10 33 10450 SH SHARED 06 10450 D JDS UNIPHASE CORP COM 46612J10 4854 1531492 SH SHARED 10 1531492 D JDA SOFTWARE GROUP INC COM 46612K10 44 3300 SH SHARED 3300 D JDA SOFTWARE GROUP INC COM 46612K10 749 55042 SH SHARED 55042 D JDA SOFTWARE GROUP INC COM 46612K10 4610 338500 SH SHARED 01 338500 D JDA SOFTWARE GROUP INC COM 46612K10 453 33290 SH SHARED 02 33290 D JDA SOFTWARE GROUP INC COM 46612K10 645 47400 SH SHARED 05 47400 D JDA SOFTWARE GROUP INC COM 46612K10 812 59682 SH SHARED 10 59682 D J JILL GROUP INC COM 46618910 1132 76032 SH SHARED 76032 D J JILL GROUP INC COM 46618910 4356 292600 SH SHARED 01 292600 D J JILL GROUP INC COM 46618910 1041 69955 SH SHARED 02 69955 D J JILL GROUP INC COM 46618910 4467 300000 SH SHARED 04 300000 D J JILL GROUP INC COM 46618910 1196 80350 SH SHARED 10 80350 D JLM COUTURE INC COM 46621E10 88 26050 SH SHARED 02 26050 D JLG INDS INC COM 46621010 176 9000 SH SHARED 9000 D JLG INDS INC COM 46621010 1684 85836 SH SHARED 85836 D JLG INDS INC COM 46621010 47 2400 SH SHARED 01 2400 D JLG INDS INC COM 46621010 796 40570 SH SHARED 02 40570 D JLG INDS INC COM 46621010 353 18000 SH SHARED 10 18000 D JPMORGAN & CHASE & CO COM 46625H10 164 4213 SH SHARED 4213 D JPMORGAN & CHASE & CO COM 46625H10 980068 25123514 SH SHARED 24961443 162071 D JPMORGAN & CHASE & CO COM 46625H10 383361 9827271 SH SHARED 01 6041022 1827875 1958374 D JPMORGAN & CHASE & CO COM 46625H10 56437 1446752 SH SHR/OTHR 01 834401 612351 D JPMORGAN & CHASE & CO COM 46625H10 88916 2279333 SH SHARED 02 2279333 D JPMORGAN & CHASE & CO COM 46625H10 47046 1206000 SH SHARED 04 1206000 D JPMORGAN & CHASE & CO COM 46625H10 11110 284800 SH SHARED 05 247850 36950 D JPMORGAN & CHASE & CO COM 46625H10 17065 437473 SH SHARED 06 437473 D JPMORGAN & CHASE & CO COM 46625H10 854 21900 SH SHARED 07 21900 D JPMORGAN & CHASE & CO COM 46625H10 2087 53500 SH SHARED 09 53500 D JPMORGAN & CHASE & CO COM 46625H10 262379 6725949 SH SHARED 10 6725949 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 3014 87367 SH SHARED 87367 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 610 17700 SH SHARED 01 17700 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1204 34918 SH SHARED 02 34918 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 2070 60000 SH SHARED 04 60000 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 241 7000 SH SHARED 10 7000 D JABIL CIRCUIT INC COM 46631310 13792 539200 SH SHARED 535400 3800 D JABIL CIRCUIT INC COM 46631310 1403 54875 SH SHARED 01 17900 36975 D JABIL CIRCUIT INC COM 46631310 25 978 SH SHR/OTHR 01 978 D JABIL CIRCUIT INC COM 46631310 4401 172063 SH SHARED 02 171963 100 D JABIL CIRCUIT INC COM 46631310 35 1400 SH SHARED 06 1400 D JABIL CIRCUIT INC COM 46631310 4872 190470 SH SHARED 10 190470 D JACK IN THE BOX INC COM 46636710 4234 114862 SH SHARED 114862 D JACK IN THE BOX INC COM 46636710 4774 129500 SH SHARED 01 129500 D JACK IN THE BOX INC COM 46636710 14 404 SH SHARED 02 404 D JACK IN THE BOX INC COM 46636710 792 21498 SH SHARED 10 21498 D JACKSON HEWITT TAX SVCS INC COM 46820210 1709 67697 SH SHARED 67697 D JACKSON HEWITT TAX SVCS INC COM 46820210 45 1800 SH SHARED 02 1800 D JACKSON HEWITT TAX SVCS INC COM 46820210 419 16600 SH SHARED 10 16600 D JACOBS ENGR GROUP INC DEL COM 46981410 90 1900 SH SHARED 1900 D JACOBS ENGR GROUP INC DEL COM 46981410 6447 134922 SH SHARED 134922 D JACOBS ENGR GROUP INC DEL COM 46981410 778 16300 SH SHARED 01 16300 D JACOBS ENGR GROUP INC DEL COM 46981410 958 20064 SH SHARED 02 20064 D JACUZZI BRANDS INC COM 46986510 1337 153746 SH SHARED 153746 D JACUZZI BRANDS INC COM 46986510 2373 272800 SH SHARED 01 272800 D JACUZZI BRANDS INC COM 46986510 1399 160911 SH SHARED 02 160911 D JACUZZI BRANDS INC COM 46986510 252 29014 SH SHARED 10 29014 D JAKKS PAC INC COM 47012E10 2821 127607 SH SHARED 127607 D JAKKS PAC INC COM 47012E10 5 236 SH SHARED 02 236 D JAKKS PAC INC COM 47012E10 247 11200 SH SHARED 10 11200 D JAMDAT MOBILE INC COM 47023T10 239 11600 SH SHARED 11600 D JAMESON INNS INC COM 47045710 73 37361 SH SHARED 37361 D JAMESON INNS INC COM 47045710 414 210651 SH SHARED 02 210651 D JANUS CAP GROUP INC COM 47102X10 19766 1175877 SH SHARED 1175877 D JANUS CAP GROUP INC COM 47102X10 1721 102400 SH SHARED 01 97500 4900 D JANUS CAP GROUP INC COM 47102X10 3111 185112 SH SHARED 02 185112 D JANUS CAP GROUP INC COM 47102X10 2886 171740 SH SHARED 10 171740 D JAPAN EQUITY FD INC COM 47105710 11 1713 SH SHARED 1713 D JAPAN EQUITY FD INC COM 47105710 72 10929 SH SHARED 02 10929 D JAPAN SMALLER CAPTLZTN FD IN COM 47109U10 677 56000 SH SHARED 56000 D JARDEN CORP COM 47110910 2700 62169 SH SHARED 62169 D JARDEN CORP COM 47110910 38562 887720 SH SHARED 01 688750 60100 138870 D JARDEN CORP COM 47110910 52 1209 SH SHARED 02 1209 D JARDEN CORP COM 47110910 24119 555250 SH SHARED 10 555250 D JEFFERIES GROUP INC NEW COM 47231910 92 2300 SH SHARED 2300 D JEFFERIES GROUP INC NEW COM 47231910 2800 69515 SH SHARED 69515 D JEFFERIES GROUP INC NEW COM 47231910 17010 422295 SH SHARED 01 420145 1900 250 D JEFFERIES GROUP INC NEW COM 47231910 24 600 SH SHR/OTHR 01 600 D JEFFERIES GROUP INC NEW COM 47231910 710 17631 SH SHARED 02 17631 D JEFFERIES GROUP INC NEW COM 47231910 2416 60000 SH SHARED 10 60000 D JEFFERSON PILOT CORP COM 47507010 52975 1019549 SH SHARED 1019549 D JEFFERSON PILOT CORP COM 47507010 17290 332765 SH SHARED 01 63655 269110 D JEFFERSON PILOT CORP COM 47507010 1465 28213 SH SHR/OTHR 01 2700 25513 D JEFFERSON PILOT CORP COM 47507010 3444 66299 SH SHARED 02 66299 D JEFFERSON PILOT CORP COM 47507010 70 1350 SH SHARED 06 1350 D JEFFERSON PILOT CORP COM 47507010 7084 136350 SH SHARED 10 136350 D JETBLUE AWYS CORP COM 47714310 7131 307108 SH SHARED 307108 D JETBLUE AWYS CORP COM 47714310 342 14750 SH SHARED 01 14250 500 D JETBLUE AWYS CORP COM 47714310 10698 460729 SH SHARED 02 460729 D JILIN CHEM INDL LTD SPON ADR H SHS 47741810 142 4000 SH SHARED 4000 D JILIN CHEM INDL LTD SPON ADR H SHS 47741810 10 300 SH SHARED 02 300 D JO-ANN STORES INC COM 47758P30 1090 39589 SH SHARED 39589 D JO-ANN STORES INC COM 47758P30 215 7810 SH SHARED 02 7810 D JO-ANN STORES INC COM 47758P30 195 7110 SH SHARED 10 7110 D JOHNSON & JOHNSON COM 47816010 1149619 18127086 SH SHARED 17878081 249005 D JOHNSON & JOHNSON COM 47816010 725697 11442718 SH SHARED 01 5372076 3506376 2564266 D JOHNSON & JOHNSON COM 47816010 108847 1716295 SH SHR/OTHR 01 1000863 715432 D JOHNSON & JOHNSON COM 47816010 109621 1728500 SH SHARED 02 1728500 D JOHNSON & JOHNSON COM 47816010 2038 32150 SH SHARED 03 32150 D JOHNSON & JOHNSON COM 47816010 166937 2632250 SH SHARED 04 2632250 D JOHNSON & JOHNSON COM 47816010 22386 352982 SH SHARED 05 316355 36627 D JOHNSON & JOHNSON COM 47816010 6623 104431 SH SHARED 06 104431 D JOHNSON & JOHNSON COM 47816010 1483 23396 SH SHARED 07 23396 D JOHNSON & JOHNSON COM 47816010 3919 61800 SH SHARED 09 61800 D JOHNSON & JOHNSON COM 47816010 230872 3640371 SH SHARED 10 3640371 D JOHNSON CTLS INC COM 47836610 51293 808540 SH SHARED 805540 3000 D JOHNSON CTLS INC COM 47836610 22237 350528 SH SHARED 01 173158 177370 D JOHNSON CTLS INC COM 47836610 431 6800 SH SHR/OTHR 01 6800 D JOHNSON CTLS INC COM 47836610 7153 112759 SH SHARED 02 112759 D JOHNSON CTLS INC COM 47836610 274 4320 SH SHARED 06 4320 D JOHNSON CTLS INC COM 47836610 13002 204950 SH SHARED 10 204950 D JOHNSON OUTDOORS INC CL A 47916710 241 12000 SH SHARED 02 12000 D JONES APPAREL GROUP INC COM 48007410 22843 624658 SH SHARED 624658 D JONES APPAREL GROUP INC COM 48007410 299 8200 SH SHARED 01 5300 2900 D JONES APPAREL GROUP INC COM 48007410 12705 347433 SH SHARED 02 347433 D JONES APPAREL GROUP INC COM 48007410 7 200 SH SHARED 05 200 D JONES APPAREL GROUP INC COM 48007410 32 900 SH SHARED 06 900 D JONES APPAREL GROUP INC COM 48007410 5013 137098 SH SHARED 10 137098 D JONES LANG LASALLE INC COM 48020Q10 2224 59456 SH SHARED 59456 D JONES LANG LASALLE INC COM 48020Q10 2772 74100 SH SHARED 01 74100 D JONES LANG LASALLE INC COM 48020Q10 42 1149 SH SHARED 02 1149 D JONES LANG LASALLE INC COM 48020Q10 1013 27082 SH SHARED 10 27082 D JOS A BANK CLOTHIERS INC COM 48083810 1328 46948 SH SHARED 46948 D JOS A BANK CLOTHIERS INC COM 48083810 1405 49650 SH SHARED 02 49650 D JOS A BANK CLOTHIERS INC COM 48083810 139 4937 SH SHARED 10 4937 D JOURNAL COMMUNICATIONS INC CL A 48113010 661 36586 SH SHARED 36586 D JOURNAL COMMUNICATIONS INC CL A 48113010 1956 108300 SH SHARED 01 108300 D JOURNAL COMMUNICATIONS INC CL A 48113010 18 1000 SH SHARED 02 1000 D JOURNAL COMMUNICATIONS INC CL A 48113010 173 9600 SH SHARED 10 9600 D JOURNAL REGISTER CO COM 48113810 3340 172815 SH SHARED 172815 D JOURNAL REGISTER CO COM 48113810 12856 665083 SH SHARED 01 661808 3000 275 D JOURNAL REGISTER CO COM 48113810 14 750 SH SHR/OTHR 01 750 D JOURNAL REGISTER CO COM 48113810 5 302 SH SHARED 02 302 D JOURNAL REGISTER CO COM 48113810 284 14703 SH SHARED 10 14703 D JOY GLOBAL INC COM 48116510 4265 98223 SH SHARED 98223 D JOY GLOBAL INC COM 48116510 32361 745130 SH SHARED 01 616605 1900 126625 D JOY GLOBAL INC COM 48116510 24 575 SH SHR/OTHR 01 575 D JOY GLOBAL INC COM 48116510 1790 41219 SH SHARED 02 41219 D JOY GLOBAL INC COM 48116510 10340 238100 SH SHARED 10 238100 D JUNIPER NETWORKS INC NOTE 6/1 48203RAC 13916 9334000 PRN SHARED 9334000 D JUNIPER NETWORKS INC NOTE 6/1 48203RAC 7607 5102000 PRN SHARED 02 5102000 D JUNIPER NETWORKS INC COM 48203R10 34675 1275286 SH SHARED 1275286 D JUNIPER NETWORKS INC COM 48203R10 738 27153 SH SHARED 01 16423 10730 D JUNIPER NETWORKS INC COM 48203R10 14286 525433 SH SHARED 02 525433 D JUNIPER NETWORKS INC COM 48203R10 15588 573300 SH SHARED 04 573300 D JUNIPER NETWORKS INC COM 48203R10 141 5200 SH SHARED 06 5200 D JUNIPER NETWORKS INC COM 48203R10 10602 389931 SH SHARED 10 389931 D JUPITERMEDIA CORP COM 48207D10 731 30743 SH SHARED 30743 D JUPITERMEDIA CORP COM 48207D10 90 3800 SH SHARED 01 3800 D JUPITERMEDIA CORP COM 48207D10 1388 58400 SH SHARED 02 58400 D JUPITERMEDIA CORP COM 48207D10 173 7300 SH SHARED 10 7300 D KCS ENERGY INC COM 48243420 2606 176366 SH SHARED 176366 D KCS ENERGY INC COM 48243420 4246 287300 SH SHARED 01 283800 3500 D KCS ENERGY INC COM 48243420 2012 136135 SH SHARED 02 136135 D KCS ENERGY INC COM 48243420 260 17600 SH SHARED 10 17600 D KFX INC COM 48245L10 1297 89355 SH SHARED 89355 D KFX INC COM 48245L10 43 3000 SH SHARED 01 3000 D KFX INC COM 48245L10 1263 87032 SH SHARED 02 87032 D KFX INC COM 48245L10 271 18700 SH SHARED 10 18700 D K FED BANCORP COM 48246S10 156 10442 SH SHARED 10442 D K FED BANCORP COM 48246S10 8 600 SH SHARED 02 600 D KLA-TENCOR CORP COM 48248010 122056 2620357 SH SHARED 2607657 12700 D KLA-TENCOR CORP COM 48248010 23619 507073 SH SHARED 01 145642 361431 D KLA-TENCOR CORP COM 48248010 1200 25766 SH SHR/OTHR 01 3640 22126 D KLA-TENCOR CORP COM 48248010 10933 234734 SH SHARED 02 234734 D KLA-TENCOR CORP COM 48248010 931 20000 SH SHARED 04 20000 D KLA-TENCOR CORP COM 48248010 4 100 SH SHARED 05 100 D KLA-TENCOR CORP COM 48248010 500 10750 SH SHARED 06 10750 D KLA-TENCOR CORP COM 48248010 11651 250145 SH SHARED 10 250145 D KMG AMER CORP COM 48256310 495 45000 SH SHARED 45000 D KMG AMER CORP COM 48256310 7631 693800 SH SHARED 01 687600 6200 D KMG AMER CORP COM 48256310 1100 100000 SH SHARED 04 100000 D KMG AMER CORP COM 48256310 5741 521900 SH SHARED 10 521900 D KT CORP SPONSORED ADR 48268K10 58025 2660510 SH SHARED 2660510 D K-SWISS INC CL A 48268610 3292 113081 SH SHARED 113081 D K-SWISS INC CL A 48268610 74 2560 SH SHARED 01 2560 D K-SWISS INC CL A 48268610 37 1303 SH SHARED 02 1303 D K-SWISS INC CL A 48268610 337 11600 SH SHARED 10 11600 D K2 INC COM 48273210 1690 106445 SH SHARED 106445 D K2 INC COM 48273210 79 5000 SH SHARED 01 5000 D K2 INC COM 48273210 2943 185387 SH SHARED 02 185387 D K2 INC COM 48273210 236 14900 SH SHARED 10 14900 D KVH INDS INC COM 48273810 376 38421 SH SHARED 38421 D KVH INDS INC COM 48273810 14 1478 SH SHARED 02 1478 D KVH INDS INC COM 48273810 79 8100 SH SHARED 10 8100 D K V PHARMACEUTICAL CO CL B CONV 48274010 66 2900 SH SHARED 2900 D K V PHARMACEUTICAL CO CL B CONV 48274010 30 1350 SH SHARED 01 1350 D K V PHARMACEUTICAL CO CL B CONV 48274010 87 3850 SH SHARED 02 3850 D K V PHARMACEUTICAL CO CL A 48274020 1762 79945 SH SHARED 79945 D K V PHARMACEUTICAL CO CL A 48274020 33 1530 SH SHARED 01 1530 D K V PHARMACEUTICAL CO CL A 48274020 4480 203209 SH SHARED 02 203209 D K V PHARMACEUTICAL CO CL A 48274020 340 15450 SH SHARED 10 15450 D KADANT INC COM 48282T10 537 26196 SH SHARED 26196 D KADANT INC COM 48282T10 6 335 SH SHARED 01 335 D KADANT INC COM 48282T10 13 680 SH SHR/OTHR 01 680 D KADANT INC COM 48282T10 0 4 SH SHARED 02 4 D KADANT INC COM 48282T10 114 5580 SH SHARED 10 5580 D KNBT BANCORP INC COM 48292110 937 55500 SH SHARED 55500 D KNBT BANCORP INC COM 48292110 50 3000 SH SHARED 02 3000 D KNBT BANCORP INC COM 48292110 170 10100 SH SHARED 10 10100 D KAMAN CORP CL A 48354810 524 41433 SH SHARED 41433 D KAMAN CORP CL A 48354810 3 307 SH SHARED 02 307 D KAMAN CORP CL A 48354810 87 6900 SH SHARED 10 6900 D KANA SOFTWARE INC COM NEW 48360030 38 20159 SH SHARED 20159 D KANA SOFTWARE INC COM NEW 48360030 146 77581 SH SHARED 02 77581 D KANBAY INTL INC COM 48369P20 387 12376 SH SHARED 12376 D KANBAY INTL INC COM 48369P20 62 2000 SH SHARED 10 2000 D KANEB PIPE LINE PARTNERS L P SR PREF UNIT 48416910 70 1165 SH SHARED 1165 D KANEB SERVICES LLC COM 48417310 270 6266 SH SHARED 6266 D KANSAS CITY LIFE INS CO COM 48483610 320 6734 SH SHARED 6734 D KANSAS CITY LIFE INS CO COM 48483610 28 600 SH SHARED 01 600 D KANSAS CITY LIFE INS CO COM 48483610 0 1 SH SHARED 02 1 D KANSAS CITY LIFE INS CO COM 48483610 57 1200 SH SHARED 10 1200 D KANSAS CITY SOUTHERN COM NEW 48517030 5226 294766 SH SHARED 294766 D KANSAS CITY SOUTHERN COM NEW 48517030 15 1532 SH SHARED 01 1532 D KANSAS CITY SOUTHERN COM NEW 48517030 3 216 SH SHARED 02 216 D KANSAS CITY SOUTHERN COM NEW 48517030 459 25900 SH SHARED 10 25900 D KAYDON CORP NOTE 4.000% 5/2 486587AB 126 100000 PRN SHARED 02 100000 D KAYDON CORP COM 48658710 1886 57132 SH SHARED 57132 D KAYDON CORP COM 48658710 33 1000 SH SHARED 01 1000 D KAYDON CORP COM 48658710 28 848 SH SHARED 02 848 D KAYDON CORP COM 48658710 399 12090 SH SHARED 10 12090 D KB HOME COM 48666K10 17675 169301 SH SHARED 169301 D KB HOME COM 48666K10 1482 14201 SH SHARED 01 14201 D KB HOME COM 48666K10 12650 121177 SH SHARED 02 121177 D KB HOME COM 48666K10 4354 41705 SH SHARED 10 41705 D KEANE INC SDCV 2.000% 6/1 486665AB 3 3500 PRN SHARED 3500 D KEANE INC SDCV 2.000% 6/1 486665AB 4735 4593000 PRN SHARED 02 4593000 D KEANE INC COM 48666510 2316 157613 SH SHARED 157613 D KEANE INC COM 48666510 238 16200 SH SHARED 01 16200 D KEANE INC COM 48666510 1071 72913 SH SHARED 02 72913 D KEANE INC COM 48666510 318 21700 SH SHARED 10 21700 D KEITH COMPANIES INC COM 48753910 0 20 SH SHARED 02 20 D KEITHLEY INSTRS INC COM 48758410 780 39642 SH SHARED 39642 D KEITHLEY INSTRS INC COM 48758410 4885 248000 SH SHARED 01 248000 D KEITHLEY INSTRS INC COM 48758410 420 21358 SH SHARED 02 21358 D KEITHLEY INSTRS INC COM 48758410 634 32200 SH SHARED 05 32200 D KEITHLEY INSTRS INC COM 48758410 927 47100 SH SHARED 10 47100 D KELLOGG CO COM 48783610 52694 1179912 SH SHARED 1179912 D KELLOGG CO COM 48783610 41323 925284 SH SHARED 01 379500 427700 118084 D KELLOGG CO COM 48783610 830 18596 SH SHR/OTHR 01 10800 7796 D KELLOGG CO COM 48783610 5432 121645 SH SHARED 02 121645 D KELLOGG CO COM 48783610 1786 40000 SH SHARED 04 40000 D KELLOGG CO COM 48783610 237 5319 SH SHARED 06 5319 D KELLOGG CO COM 48783610 18159 406615 SH SHARED 10 406615 D KELLWOOD CO COM 48804410 2486 72061 SH SHARED 72061 D KELLWOOD CO COM 48804410 25 750 SH SHARED 01 750 D KELLWOOD CO COM 48804410 3098 89799 SH SHARED 02 89799 D KELLWOOD CO COM 48804410 358 10382 SH SHARED 10 10382 D KELLY SVCS INC CL A 48815220 24 800 SH SHARED 800 D KELLY SVCS INC CL A 48815220 2010 66626 SH SHARED 66626 D KELLY SVCS INC CL A 48815220 298 9900 SH SHARED 01 9900 D KELLY SVCS INC CL A 48815220 232 7705 SH SHARED 02 7705 D KELLY SVCS INC CL A 48815220 229 7600 SH SHARED 10 7600 D KEMET CORP COM 48836010 12 1400 SH SHARED 1400 D KEMET CORP COM 48836010 3043 340102 SH SHARED 340102 D KEMET CORP COM 48836010 204 22900 SH SHARED 01 22900 D KEMET CORP COM 48836010 12207 1363913 SH SHARED 02 1363913 D KEMET CORP COM 48836010 289 32300 SH SHARED 10 32300 D KENDLE INTERNATIONAL INC COM 48880L10 36 4190 SH SHARED 4190 D KENNAMETAL INC COM 48917010 7056 141780 SH SHARED 141780 D KENNAMETAL INC COM 48917010 6940 139458 SH SHARED 01 138100 1358 D KENNAMETAL INC COM 48917010 498 10009 SH SHARED 02 10009 D KENNAMETAL INC COM 48917010 3041 61112 SH SHARED 10 61112 D KENSEY NASH CORP COM 49005710 1474 42701 SH SHARED 42701 D KENSEY NASH CORP COM 49005710 276 8000 SH SHARED 01 8000 D KENSEY NASH CORP COM 49005710 12 362 SH SHARED 02 362 D KENSEY NASH CORP COM 49005710 5994 173600 SH SHARED 10 173600 D KERR MCGEE CORP SDCV 5.250% 2/1 492386AP 2051 2009250 PRN SHARED 2009250 D KERR MCGEE CORP SDCV 5.250% 2/1 492386AP 16506 16167000 PRN SHARED 02 16167000 D KERR MCGEE CORP COM 49238610 29644 512961 SH SHARED 512961 D KERR MCGEE CORP COM 49238610 3771 65254 SH SHARED 01 65204 50 D KERR MCGEE CORP COM 49238610 173 3010 SH SHR/OTHR 01 3010 D KERR MCGEE CORP COM 49238610 14388 248987 SH SHARED 02 248987 D KERR MCGEE CORP COM 49238610 2976 51500 SH SHARED 03 51500 D KERR MCGEE CORP COM 49238610 21497 372000 SH SHARED 04 372000 D KERR MCGEE CORP COM 49238610 3282 56800 SH SHARED 05 56800 D KERR MCGEE CORP COM 49238610 2976 51500 SH SHARED 06 51500 D KERR MCGEE CORP COM 49238610 70638 1222329 SH SHARED 10 1222329 D KERYX BIOPHARMACEUTICALS INC COM 49251510 600 51901 SH SHARED 51901 D KERYX BIOPHARMACEUTICALS INC COM 49251510 1183 102300 SH SHARED 01 97800 4500 D KERYX BIOPHARMACEUTICALS INC COM 49251510 1716 148333 SH SHARED 02 148333 D KERYX BIOPHARMACEUTICALS INC COM 49251510 2070 178962 SH SHARED 04 178962 D KERYX BIOPHARMACEUTICALS INC COM 49251510 295 25500 SH SHARED 10 25500 D KEY ENERGY SVCS INC COM 49291410 3257 276099 SH SHARED 276099 D KEY ENERGY SVCS INC COM 49291410 1932 163773 SH SHARED 02 163773 D KEY ENERGY SVCS INC COM 49291410 582 49400 SH SHARED 10 49400 D KEYCORP NEW COM 49326710 68115 2009318 SH SHARED 2009318 D KEYCORP NEW COM 49326710 4742 139886 SH SHARED 01 67736 72150 D KEYCORP NEW COM 49326710 720 21243 SH SHR/OTHR 01 9000 12243 D KEYCORP NEW COM 49326710 6672 196816 SH SHARED 02 196816 D KEYCORP NEW COM 49326710 10 300 SH SHARED 05 300 D KEYCORP NEW COM 49326710 171 5050 SH SHARED 06 5050 D KEYCORP NEW COM 49326710 121552 3585620 SH SHARED 10 3585620 D KEYNOTE SYS INC COM 49330810 449 32316 SH SHARED 32316 D KEYNOTE SYS INC COM 49330810 6 500 SH SHARED 01 500 D KEYNOTE SYS INC COM 49330810 233 16805 SH SHARED 02 16805 D KEYNOTE SYS INC COM 49330810 107 7700 SH SHARED 10 7700 D KEYSPAN CORP COM 49337W10 145 3700 SH SHARED 3700 D KEYSPAN CORP COM 49337W10 25282 640864 SH SHARED 640864 D KEYSPAN CORP COM 49337W10 912 23140 SH SHARED 01 15034 8106 D KEYSPAN CORP COM 49337W10 40 1014 SH SHR/OTHR 01 1014 D KEYSPAN CORP COM 49337W10 3408 86394 SH SHARED 02 86394 D KEYSPAN CORP COM 49337W10 94 2400 SH SHARED 06 2400 D KEYSPAN CORP COM 49337W10 6171 156444 SH SHARED 10 156444 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 687 29562 SH SHARED 29562 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 18 800 SH SHARED 01 800 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 22 959 SH SHARED 02 959 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 167 7200 SH SHARED 10 7200 D KFORCE INC COM 49373210 735 66277 SH SHARED 66277 D KFORCE INC COM 49373210 1049 94521 SH SHARED 02 94521 D KFORCE INC COM 49373210 89 8100 SH SHARED 10 8100 D KILROY RLTY CORP COM 49427F10 9258 216566 SH SHARED 216566 D KILROY RLTY CORP COM 49427F10 3360 78600 SH SHARED 01 78600 D KILROY RLTY CORP COM 49427F10 46 1087 SH SHR/OTHR 01 1087 D KILROY RLTY CORP COM 49427F10 144 3386 SH SHARED 02 3386 D KILROY RLTY CORP COM 49427F10 1517 35500 SH SHARED 10 35500 D KILROY RLTY CORP COM 49427F10 9063 212000 SH SHARED 11 212000 D KIMBALL INTL INC CL B 49427410 616 41629 SH SHARED 41629 D KIMBALL INTL INC CL B 49427410 84 5706 SH SHARED 02 5706 D KIMBALL INTL INC CL B 49427410 119 8100 SH SHARED 10 8100 D KIMBERLY CLARK CORP COM 49436810 151887 2307968 SH SHARED 2264868 43100 D KIMBERLY CLARK CORP COM 49436810 173933 2642970 SH SHARED 01 1918561 240100 484309 D KIMBERLY CLARK CORP COM 49436810 7360 111843 SH SHR/OTHR 01 33102 78741 D KIMBERLY CLARK CORP COM 49436810 12198 185354 SH SHARED 02 185354 D KIMBERLY CLARK CORP COM 49436810 131 2000 SH SHARED 05 400 1600 D KIMBERLY CLARK CORP COM 49436810 542 8245 SH SHARED 06 8245 D KIMBERLY CLARK CORP COM 49436810 53446 812134 SH SHARED 10 812134 D KIMCO REALTY CORP COM 49446R10 1144 19732 SH SHARED 19732 D KIMCO REALTY CORP COM 49446R10 1185 20450 SH SHARED 01 18350 2100 D KIMCO REALTY CORP COM 49446R10 380 6562 SH SHR/OTHR 01 937 5625 D KIMCO REALTY CORP COM 49446R10 877 15130 SH SHARED 02 15130 D KIMCO REALTY CORP COM 49446R10 1449 25000 SH SHARED 10 25000 D KIMCO REALTY CORP COM 49446R10 806 13900 SH SHARED 11 13900 D KINDER MORGAN INC KANS COM 49455P10 27521 376335 SH SHARED 376335 D KINDER MORGAN INC KANS COM 49455P10 1385 18952 SH SHARED 01 17502 1450 D KINDER MORGAN INC KANS COM 49455P10 109 1500 SH SHR/OTHR 01 1500 D KINDER MORGAN INC KANS COM 49455P10 4337 59312 SH SHARED 02 59312 D KINDER MORGAN INC KANS COM 49455P10 7 100 SH SHARED 05 100 D KINDER MORGAN INC KANS COM 49455P10 866 11850 SH SHARED 06 11850 D KINDER MORGAN INC KANS COM 49455P10 11241 153721 SH SHARED 10 153721 D KINDER MORGAN MANAGEMENT LLC SHS 49455U10 222 5476 SH SHARED 1125 4351 D KINDER MORGAN MANAGEMENT LLC SHS 49455U10 85 2106 SH SHARED 02 2106 D KINDER MORGAN MANAGEMENT LLC SHS 49455U10 1668 40998 SH SHARED 10 40998 D KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 385 8700 SH SHARED 8700 D KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 352 7950 SH SHARED 01 5600 2350 D KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 906 20440 SH SHR/OTHR 01 14440 6000 D KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 128 2900 SH SHARED 02 2900 D KINDRED HEALTHCARE INC COM 49458010 5128 171241 SH SHARED 171241 D KINDRED HEALTHCARE INC COM 49458010 5235 174800 SH SHARED 01 161200 13600 D KINDRED HEALTHCARE INC COM 49458010 772 25806 SH SHARED 02 25806 D KINDRED HEALTHCARE INC COM 49458010 26448 883100 SH SHARED 04 883100 D KINDRED HEALTHCARE INC COM 49458010 590 19700 SH SHARED 06 19700 D KINDRED HEALTHCARE INC COM 49458010 563 18800 SH SHARED 10 18800 D KINDRED HEALTHCARE INC *W EXP 04/20/200 49458012 2379 86200 SH SHARED 02 86200 D KINETIC CONCEPTS INC COM NEW 49460W20 1243 16300 SH SHARED 16300 D KINETIC CONCEPTS INC COM NEW 49460W20 40553 531500 SH SHARED 01 442900 88600 D KINETIC CONCEPTS INC COM NEW 49460W20 312 4100 SH SHARED 02 4100 D KINETIC CONCEPTS INC COM NEW 49460W20 5615 73600 SH SHARED 10 73600 D KING PHARMACEUTICALS INC DBCV 2.750%11/1 495582AG 4472 4629500 PRN SHARED 4629500 D KING PHARMACEUTICALS INC COM 49558210 32764 2642274 SH SHARED 2642274 D KING PHARMACEUTICALS INC COM 49558210 47 3818 SH SHARED 01 3818 D KING PHARMACEUTICALS INC COM 49558210 21040 1696796 SH SHARED 02 1696796 D KING PHARMACEUTICALS INC COM 49558210 2435 196415 SH SHARED 10 196415 D KINROSS GOLD CORP COM NO PAR 49690240 3716 527978 SH SHARED 527712 266 D KINROSS GOLD CORP COM NO PAR 49690240 18092 2570000 SH SHARED 01 2570000 D KINROSS GOLD CORP COM NO PAR 49690240 4 693 SH SHR/OTHR 01 693 D KINROSS GOLD CORP COM NO PAR 49690240 1204 171151 SH SHARED 02 171151 D KINROSS GOLD CORP COM NO PAR 49690240 1397 198500 SH SHARED 04 198500 D KINROSS GOLD CORP COM NO PAR 49690240 14 2000 SH SHARED 06 2000 D KINROSS GOLD CORP COM NO PAR 49690240 439 62400 SH SHARED 10 62400 D KINGSWAY FINL SVCS INC COM 49690410 187 11800 SH SHARED 02 11800 D KINTERA INC COM 49720P50 108 12000 SH SHARED 12000 D KINTERA INC COM 49720P50 165 18400 SH SHARED 02 18400 D KIRBY CORP COM 49726610 1956 44092 SH SHARED 44092 D KIRBY CORP COM 49726610 5272 118800 SH SHARED 01 118800 D KIRBY CORP COM 49726610 22 505 SH SHARED 02 505 D KIRBY CORP COM 49726610 2353 53036 SH SHARED 10 53036 D KIRIN BREWERY LTD SPONSORED ADR 49735030 1781 179980 SH SHARED 01 179980 D KIRKLANDS INC COM 49749810 324 26426 SH SHARED 26426 D KIRKLANDS INC COM 49749810 132 10800 SH SHARED 01 10800 D KIRKLANDS INC COM 49749810 3 300 SH SHARED 02 300 D KIRKLANDS INC COM 49749810 194 15800 SH SHARED 10 15800 D KITE RLTY GROUP TR COM 49803T10 530 34700 SH SHARED 34700 D KITE RLTY GROUP TR COM 49803T10 15 1000 SH SHARED 02 1000 D KITE RLTY GROUP TR COM 49803T10 143 9400 SH SHARED 10 9400 D KMART HLDG CORPORATION COM 49878010 32522 328673 SH SHARED 328673 D KMART HLDG CORPORATION COM 49878010 34065 344270 SH SHARED 02 344270 D KMART HLDG CORPORATION COM 49878010 173 1752 SH SHARED 10 1752 D KNIGHT RIDDER INC COM 49904010 461 6900 SH SHARED 6900 D KNIGHT RIDDER INC COM 49904010 44738 668330 SH SHARED 667630 700 D KNIGHT RIDDER INC COM 49904010 1903 28435 SH SHARED 01 14100 14335 D KNIGHT RIDDER INC COM 49904010 227 3400 SH SHR/OTHR 01 1000 2400 D KNIGHT RIDDER INC COM 49904010 9954 148713 SH SHARED 02 148713 D KNIGHT RIDDER INC COM 49904010 66 1000 SH SHARED 06 1000 D KNIGHT RIDDER INC COM 49904010 5210 77844 SH SHARED 10 77844 D KNIGHT TRADING GROUP INC COM 49906310 7013 640476 SH SHARED 640476 D KNIGHT TRADING GROUP INC COM 49906310 7093 647803 SH SHARED 02 647803 D KNIGHT TRADING GROUP INC COM 49906310 540 49400 SH SHARED 10 49400 D KNIGHT TRANSN INC COM 49906410 2037 82141 SH SHARED 82141 D KNIGHT TRANSN INC COM 49906410 5877 237000 SH SHARED 01 237000 D KNIGHT TRANSN INC COM 49906410 42 1709 SH SHARED 02 1709 D KNIGHT TRANSN INC COM 49906410 2460 99228 SH SHARED 10 99228 D KOHLS CORP COM 50025510 44776 910646 SH SHARED 910446 200 D KOHLS CORP COM 50025510 33310 677460 SH SHARED 01 283695 250100 143665 D KOHLS CORP COM 50025510 384 7825 SH SHR/OTHR 01 3100 4725 D KOHLS CORP COM 50025510 9085 184770 SH SHARED 02 184770 D KOHLS CORP COM 50025510 653 13300 SH SHARED 03 13300 D KOHLS CORP COM 50025510 491 10000 SH SHARED 04 10000 D KOHLS CORP COM 50025510 14 300 SH SHARED 05 300 D KOHLS CORP COM 50025510 3493 71050 SH SHARED 06 71050 D KOHLS CORP COM 50025510 20426 415435 SH SHARED 10 415435 D KOMAG INC COM NEW 50045320 3687 196343 SH SHARED 196343 D KOMAG INC COM NEW 50045320 3992 212600 SH SHARED 01 212600 D KOMAG INC COM NEW 50045320 1544 82265 SH SHARED 02 82265 D KOMAG INC COM NEW 50045320 1436 76500 SH SHARED 10 76500 D KONAMI CORP SPONSORED ADR 50046R10 18 800 SH SHARED 800 D KONAMI CORP SPONSORED ADR 50046R10 67 2900 SH SHARED 02 2900 D KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 1534 197444 SH SHARED 197444 D KONGZHONG CORP SPONSORED ADR 50047P10 9 1000 SH SHARED 1000 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 4014 151485 SH SHARED 151485 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 1204 45452 SH SHARED 01 1000 44452 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 616 23276 SH SHR/OTHR 01 2000 21276 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 2181 82315 SH SHARED 02 82315 D KOOKMIN BK NEW SPONSORED ADR 50049M10 37724 965325 SH SHARED 965325 D KOOKMIN BK NEW SPONSORED ADR 50049M10 13283 339908 SH SHARED 01 339908 D KOOKMIN BK NEW SPONSORED ADR 50049M10 13 338 SH SHARED 02 338 D KOOKMIN BK NEW SPONSORED ADR 50049M10 313 8021 SH SHARED 10 8021 D KOOR INDS LTD SPONSORED ADR 50050710 26 2500 SH SHARED 02 2500 D KOPIN CORP COM 50060010 628 162506 SH SHARED 162506 D KOPIN CORP COM 50060010 3 800 SH SHARED 01 800 D KOPIN CORP COM 50060010 138 35799 SH SHARED 02 35799 D KOPIN CORP COM 50060010 122 31700 SH SHARED 10 31700 D KOREA EQUITY FD INC COM 50063B10 12 2090 SH SHARED 2090 D KOREA EQUITY FD INC COM 50063B10 541 88110 SH SHARED 02 88110 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 147682 11154267 SH SHARED 11154267 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 3621 273549 SH SHARED 02 273549 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 424 32050 SH SHARED 10 32050 D KOREA FD COM 50063410 84 3500 SH SHARED 3500 D KOREA FD COM 50063410 683 28424 SH SHARED 01 28424 D KOSAN BIOSCIENCES INC COM 50064W10 329 47501 SH SHARED 47501 D KOSAN BIOSCIENCES INC COM 50064W10 18 2700 SH SHARED 01 2700 D KOSAN BIOSCIENCES INC COM 50064W10 128 18511 SH SHARED 02 18511 D KOSAN BIOSCIENCES INC COM 50064W10 66 9600 SH SHARED 10 9600 D KORN FERRY INTL COM NEW 50064320 2345 113050 SH SHARED 113050 D KORN FERRY INTL COM NEW 50064320 209 10100 SH SHARED 01 10100 D KORN FERRY INTL COM NEW 50064320 3235 155916 SH SHARED 02 155916 D KORN FERRY INTL COM NEW 50064320 288 13923 SH SHARED 10 13923 D KOS PHARMACEUTICALS INC COM 50064810 1149 30534 SH SHARED 30534 D KOS PHARMACEUTICALS INC COM 50064810 4396 116800 SH SHARED 01 116800 D KOS PHARMACEUTICALS INC COM 50064810 28 767 SH SHARED 02 767 D KOS PHARMACEUTICALS INC COM 50064810 1302 34600 SH SHARED 10 34600 D KRAFT FOODS INC CL A 50075N10 11677 327930 SH SHARED 322530 5400 D KRAFT FOODS INC CL A 50075N10 803 22560 SH SHARED 01 9700 250 12610 D KRAFT FOODS INC CL A 50075N10 163 4600 SH SHR/OTHR 01 2500 2100 D KRAFT FOODS INC CL A 50075N10 1907 53557 SH SHARED 02 42641 10916 D KRAFT FOODS INC CL A 50075N10 133 3750 SH SHARED 06 3750 D KRAFT FOODS INC CL A 50075N10 2930 82300 SH SHARED 10 82300 D KRAMONT RLTY TR COM SH BEN INT 50075Q10 1025 43810 SH SHARED 43810 D KRAMONT RLTY TR COM SH BEN INT 50075Q10 916 39170 SH SHARED 01 39170 D KRAMONT RLTY TR COM SH BEN INT 50075Q10 18 805 SH SHARED 02 805 D KRAMONT RLTY TR COM SH BEN INT 50075Q10 217 9300 SH SHARED 10 9300 D KRISPY KREME DOUGHNUTS INC COM 50101410 3855 305954 SH SHARED 305954 D KRISPY KREME DOUGHNUTS INC COM 50101410 253 20100 SH SHARED 01 20100 D KRISPY KREME DOUGHNUTS INC COM 50101410 225 17905 SH SHARED 02 17905 D KRISPY KREME DOUGHNUTS INC COM 50101410 288 22900 SH SHARED 10 22900 D KROGER CO COM 50104410 79214 4516218 SH SHARED 4509218 7000 D KROGER CO COM 50104410 4810 274237 SH SHARED 01 70616 203621 D KROGER CO COM 50104410 16502 940855 SH SHARED 02 940855 D KROGER CO COM 50104410 10 600 SH SHARED 05 600 D KROGER CO COM 50104410 158 9050 SH SHARED 06 9050 D KROGER CO COM 50104410 14215 810475 SH SHARED 10 810475 D KRONOS WORLDWIDE INC COM 50105F10 273 6716 SH SHARED 6716 D KRONOS WORLDWIDE INC COM 50105F10 12 308 SH SHARED 01 308 D KRONOS WORLDWIDE INC COM 50105F10 4 100 SH SHARED 02 100 D KRONOS WORLDWIDE INC COM 50105F10 49 1207 SH SHARED 10 1207 D KRONOS INC COM 50105210 3399 66493 SH SHARED 66493 D KRONOS INC COM 50105210 27777 543273 SH SHARED 01 537427 1700 4146 D KRONOS INC COM 50105210 33 650 SH SHR/OTHR 01 650 D KRONOS INC COM 50105210 1727 33780 SH SHARED 02 33780 D KRONOS INC COM 50105210 2578 50421 SH SHARED 10 50421 D KUBOTA CORP ADR 50117320 414 16800 SH SHARED 02 16800 D KULICKE & SOFFA INDS INC NOTE 0.500%11/3 501242AL 2017 2500000 PRN SHARED 2500000 D KULICKE & SOFFA INDS INC COM 50124210 3194 370612 SH SHARED 370612 D KULICKE & SOFFA INDS INC COM 50124210 2383 276500 SH SHARED 01 276500 D KULICKE & SOFFA INDS INC COM 50124210 1243 144253 SH SHARED 02 144253 D KULICKE & SOFFA INDS INC COM 50124210 1123 130300 SH SHARED 10 130300 D KYOCERA CORP ADR 50155620 1515 19690 SH SHARED 19690 D KYPHON INC COM 50157710 1283 49822 SH SHARED 49822 D KYPHON INC COM 50157710 3101 120413 SH SHARED 01 98100 8300 14013 D KYPHON INC COM 50157710 2624 101883 SH SHARED 02 101883 D KYPHON INC COM 50157710 6908 268200 SH SHARED 04 268200 D KYPHON INC COM 50157710 267 10400 SH SHARED 10 10400 D LAN AIRLINES S A SPONSORED ADR 50172310 213 6643 SH SHARED 4543 2100 D LAN AIRLINES S A SPONSORED ADR 50172310 2186 67900 SH SHARED 01 67900 D LAN AIRLINES S A SPONSORED ADR 50172310 1610 50000 SH SHARED 04 50000 D LCA-VISION INC COM PAR $.001 50180330 946 40481 SH SHARED 40481 D LCA-VISION INC COM PAR $.001 50180330 4507 192700 SH SHARED 01 192700 D LCA-VISION INC COM PAR $.001 50180330 1210 51750 SH SHARED 02 51750 D LCA-VISION INC COM PAR $.001 50180330 444 19000 SH SHARED 05 19000 D LCA-VISION INC COM PAR $.001 50180330 7449 318478 SH SHARED 10 318478 D LCC INTERNATIONAL INC CL A 50181010 465 79784 SH SHARED 79784 D LCC INTERNATIONAL INC CL A 50181010 97 16702 SH SHARED 02 16702 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 36678 2038810 SH SHARED 2038810 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 5049 280680 SH SHARED 01 280680 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 180705 10044800 SH SHARED 04 10044800 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 5229 290670 SH SHARED 05 239970 50700 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 8444 469400 SH SHARED 06 469400 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 1183 65800 SH SHARED 08 65800 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 6296 350000 SH SHARED 10 350000 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 3525 195980 SH SHARED 12 195980 D LKQ CORP COM 50188920 527 26300 SH SHARED 26300 D LKQ CORP COM 50188920 148 7400 SH SHARED 02 7400 D LKQ CORP COM 50188920 92 4600 SH SHARED 10 4600 D LNR PPTY CORP NOTE 5.500% 3/0 501940AF 11 8250 PRN SHARED 8250 D LNR PPTY CORP NOTE 5.500% 3/0 501940AF 5431 3905000 PRN SHARED 02 3905000 D LNR PPTY CORP COM 50194010 169 2700 SH SHARED 2700 D LNR PPTY CORP COM 50194010 15409 244950 SH SHARED 244950 D LNR PPTY CORP COM 50194010 47 750 SH SHARED 01 750 D LNR PPTY CORP COM 50194010 34614 550219 SH SHARED 02 550219 D LNR PPTY CORP COM 50194010 459 7300 SH SHARED 10 7300 D LL & E RTY TR UNIT BEN INT 50200310 11 1794 SH SHARED 1794 D LL & E RTY TR UNIT BEN INT 50200310 12 2000 SH SHARED 02 2000 D LNB BANCORP INC COM 50210010 0 4 SH SHARED 02 4 D L S B BANCSHARES N C COM 50215810 0 8 SH SHARED 02 8 D LSI INDS INC COM 50216C10 606 52928 SH SHARED 52928 D LSI INDS INC COM 50216C10 1 100 SH SHR/OTHR 01 100 D LSI INDS INC COM 50216C10 121 10605 SH SHARED 02 10605 D LSI INDS INC COM 50216C10 79 6975 SH SHARED 10 6975 D LSB INDS INC COM 50216010 30 3800 SH SHARED 02 3800 D LSI LOGIC CORP NOTE 4.000%11/0 502161AG 34581 35002000 PRN SHARED 35002000 D LSI LOGIC CORP NOTE 4.000%11/0 502161AG 252 256000 PRN SHARED 02 256000 D LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ 1 1500 PRN SHARED 1500 D LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ 5569 5938000 PRN SHARED 02 5938000 D LSI LOGIC CORP COM 50216110 6679 1218850 SH SHARED 1218850 D LSI LOGIC CORP COM 50216110 51 9350 SH SHARED 01 9350 D LSI LOGIC CORP COM 50216110 1898 346522 SH SHARED 02 346522 D LSI LOGIC CORP COM 50216110 531 96900 SH SHARED 04 96900 D LSI LOGIC CORP COM 50216110 2226 406209 SH SHARED 10 406209 D LTC PPTYS INC COM 50217510 1064 53475 SH SHARED 53475 D LTC PPTYS INC COM 50217510 53 2700 SH SHARED 01 2700 D LTC PPTYS INC COM 50217510 0 3 SH SHARED 02 3 D LTC PPTYS INC COM 50217510 205 10300 SH SHARED 10 10300 D LTX CORP NOTE 4.250% 8/1 502392AE 14537 14743500 PRN SHARED 14743500 D LTX CORP COM 50239210 1522 198005 SH SHARED 198005 D LTX CORP COM 50239210 1061 138100 SH SHARED 01 138100 D LTX CORP COM 50239210 4529 589047 SH SHARED 02 589047 D LTX CORP COM 50239210 1137 147974 SH SHARED 10 147974 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 26664 364071 SH SHARED 364071 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 549 7500 SH SHARED 01 7400 100 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 4090 55856 SH SHARED 02 55856 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 7983 109000 SH SHARED 04 109000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 7712 105300 SH SHARED 10 105300 D LA BARGE INC COM 50247010 59 4700 SH SHARED 02 4700 D LA JOLLA PHARMACEUTICAL CO COM 50345910 0 59 SH SHARED 59 D LA JOLLA PHARMACEUTICAL CO COM 50345910 0 44 SH SHARED 02 44 D LA QUINTA CORP PAIRED CTF 50419U20 3426 376950 SH SHARED 376950 D LA QUINTA CORP PAIRED CTF 50419U20 2742 301706 SH SHARED 02 301706 D LA QUINTA CORP PAIRED CTF 50419U20 112208 12344200 SH SHARED 11 12344200 D LA Z BOY INC COM 50533610 1469 95618 SH SHARED 95618 D LA Z BOY INC COM 50533610 27 1800 SH SHARED 01 1800 D LA Z BOY INC COM 50533610 0 49 SH SHARED 02 49 D LA Z BOY INC COM 50533610 341 22200 SH SHARED 10 22200 D LABONE INC NEW COM 50540L10 2839 88638 SH SHARED 88638 D LABONE INC NEW COM 50540L10 19 600 SH SHARED 01 600 D LABONE INC NEW COM 50540L10 2092 65306 SH SHARED 02 65306 D LABONE INC NEW COM 50540L10 256 8000 SH SHARED 10 8000 D LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAC 44332 57500000 PRN SHARED 57500000 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 39 800 SH SHARED 800 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 17477 350805 SH SHARED 350805 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 11933 239525 SH SHARED 01 83510 156015 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 336 6761 SH SHR/OTHR 01 300 6461 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 3677 73809 SH SHARED 02 73809 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 1504 30200 SH SHARED 04 30200 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 49 1000 SH SHARED 06 1000 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 147598 2962645 SH SHARED 10 2962645 D LABOR READY INC COM NEW 50540120 17689 1045470 SH SHARED 1045470 D LABOR READY INC COM NEW 50540120 23 1375 SH SHARED 01 1375 D LABOR READY INC COM NEW 50540120 1352 79911 SH SHARED 02 79911 D LABOR READY INC COM NEW 50540120 258 15300 SH SHARED 10 15300 D LABRANCHE & CO INC COM 50544710 2822 315009 SH SHARED 315009 D LABRANCHE & CO INC COM 50544710 147 16500 SH SHARED 01 16500 D LABRANCHE & CO INC COM 50544710 701 78250 SH SHARED 02 78250 D LABRANCHE & CO INC COM 50544710 191 21400 SH SHARED 10 21400 D LACLEDE GROUP INC COM 50559710 1362 43736 SH SHARED 43736 D LACLEDE GROUP INC COM 50559710 15 500 SH SHARED 01 500 D LACLEDE GROUP INC COM 50559710 68 2200 SH SHR/OTHR 01 1000 1200 D LACLEDE GROUP INC COM 50559710 235 7570 SH SHARED 02 7570 D LACLEDE GROUP INC COM 50559710 202 6500 SH SHARED 10 6500 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 17 30144 SH SHARED 02 30144 D LADISH INC COM NEW 50575420 0 71 SH SHARED 71 D LAFARGE COPPEE S A SPON ADR NEW 50586140 86 3600 SH SHARED 3600 D LAFARGE COPPEE S A SPON ADR NEW 50586140 504 20872 SH SHARED 02 20872 D LAFARGE NORTH AMERICA INC COM 50586210 482 9400 SH SHARED 9400 D LAFARGE NORTH AMERICA INC COM 50586210 461 8987 SH SHARED 8987 D LAFARGE NORTH AMERICA INC COM 50586210 790 15400 SH SHARED 01 15400 D LAFARGE NORTH AMERICA INC COM 50586210 222 4327 SH SHARED 02 4327 D LAIDLAW INTL INC COM 50730R10 4042 188898 SH SHARED 188898 D LAIDLAW INTL INC COM 50730R10 42 2000 SH SHR/OTHR 01 2000 D LAIDLAW INTL INC COM 50730R10 83 3900 SH SHARED 02 3900 D LAIDLAW INTL INC COM 50730R10 937 43800 SH SHARED 10 43800 D LAKELAND BANCORP INC COM 51163710 549 31325 SH SHARED 31325 D LAKELAND BANCORP INC COM 51163710 0 4 SH SHARED 02 4 D LAKELAND BANCORP INC COM 51163710 65 3749 SH SHARED 10 3749 D LAKELAND FINL CORP COM 51165610 410 10336 SH SHARED 10336 D LAKELAND FINL CORP COM 51165610 0 1 SH SHARED 02 1 D LAKELAND FINL CORP COM 51165610 51 1300 SH SHARED 10 1300 D LAKELAND INDS INC COM 51179510 48 2400 SH SHARED 02 2400 D LAKES ENTMNT INC COM 51206P10 479 29445 SH SHARED 29445 D LAKES ENTMNT INC COM 51206P10 980 60178 SH SHARED 02 60178 D LAKES ENTMNT INC COM 51206P10 133 8200 SH SHARED 10 8200 D LAM RESEARCH CORP COM 51280710 23910 827073 SH SHARED 827073 D LAM RESEARCH CORP COM 51280710 6579 227600 SH SHARED 01 227600 D LAM RESEARCH CORP COM 51280710 1535 53109 SH SHARED 02 53109 D LAM RESEARCH CORP COM 51280710 636 22000 SH SHARED 04 22000 D LAM RESEARCH CORP COM 51280710 2091 72354 SH SHARED 10 72354 D LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AG 3 3000 PRN SHARED 3000 D LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AG 193 175000 PRN SHARED 10 175000 D LAMAR ADVERTISING CO CL A 51281510 13374 312626 SH SHARED 312626 D LAMAR ADVERTISING CO CL A 51281510 141 3300 SH SHARED 01 2300 1000 D LAMAR ADVERTISING CO CL A 51281510 1409 32942 SH SHARED 02 32942 D LAMAR ADVERTISING CO CL A 51281510 821 19200 SH SHARED 06 19200 D LAMAR ADVERTISING CO CL A 51281510 1766 41298 SH SHARED 10 41298 D LAMSON & SESSIONS CO COM 51369610 29 3200 SH SHARED 02 3200 D LANCASTER COLONY CORP COM 51384710 3549 82795 SH SHARED 82795 D LANCASTER COLONY CORP COM 51384710 471 10999 SH SHARED 01 10999 D LANCASTER COLONY CORP COM 51384710 348 8127 SH SHARED 02 8127 D LANCASTER COLONY CORP COM 51384710 514 12000 SH SHARED 10 12000 D LANCE INC COM 51460610 1082 56858 SH SHARED 56858 D LANCE INC COM 51460610 3345 175800 SH SHARED 01 175800 D LANCE INC COM 51460610 19 1007 SH SHARED 02 1007 D LANCE INC COM 51460610 1625 85400 SH SHARED 10 85400 D LANCER CORP COM 51461410 108 6500 SH SHARED 01 6500 D LANDAUER INC COM 51476K10 752 16460 SH SHARED 16460 D LANDAUER INC COM 51476K10 13 300 SH SHARED 01 300 D LANDAUER INC COM 51476K10 4 102 SH SHARED 02 102 D LANDAUER INC COM 51476K10 164 3600 SH SHARED 10 3600 D LANDEC CORP COM 51476610 292 42691 SH SHARED 42691 D LANDAMERICA FINL GROUP INC COM 51493610 7082 131327 SH SHARED 131327 D LANDAMERICA FINL GROUP INC COM 51493610 6382 118350 SH SHARED 01 118350 D LANDAMERICA FINL GROUP INC COM 51493610 1111 20607 SH SHARED 02 20607 D LANDAMERICA FINL GROUP INC COM 51493610 1245 23100 SH SHARED 10 23100 D LANDRYS RESTAURANTS INC COM 51508L10 142 4900 SH SHARED 4900 D LANDRYS RESTAURANTS INC COM 51508L10 3913 134678 SH SHARED 134678 D LANDRYS RESTAURANTS INC COM 51508L10 3940 135600 SH SHARED 01 135600 D LANDRYS RESTAURANTS INC COM 51508L10 1506 51834 SH SHARED 02 51834 D LANDRYS RESTAURANTS INC COM 51508L10 1670 57500 SH SHARED 10 57500 D LANDSTAR SYS INC COM 51509810 4419 60010 SH SHARED 60010 D LANDSTAR SYS INC COM 51509810 980 13318 SH SHARED 01 1900 11418 D LANDSTAR SYS INC COM 51509810 96 1308 SH SHARED 02 1308 D LANDSTAR SYS INC COM 51509810 937 12724 SH SHARED 10 12724 D LANNET INC COM 51601210 119 12087 SH SHARED 12087 D LANNET INC COM 51601210 4 444 SH SHARED 02 444 D LANNET INC COM 51601210 19 1950 SH SHARED 10 1950 D LANTRONIX INC COM 51654810 20 20000 SH SHR/OTHR 01 20000 D LANTRONIX INC COM 51654810 6 6100 SH SHARED 02 6100 D LARGE SCALE BIOLOGY CORP COM 51705310 26 20700 SH SHARED 20700 D LAS VEGAS SANDS CORP COM 51783410 182 3800 SH SHARED 3800 D LAS VEGAS SANDS CORP COM 51783410 14 300 SH SHARED 01 300 D LAS VEGAS SANDS CORP COM 51783410 840 17500 SH SHARED 04 17500 D LAS VEGAS SANDS CORP COM 51783410 1 37 SH SHARED 05 37 D LAS VEGAS SANDS CORP COM 51783410 201 4200 SH SHARED 06 4200 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 1865 58621 SH SHARED 58621 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 63 2000 SH SHR/OTHR 01 2000 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 334 10500 SH SHARED 10 10500 D LASERCARD CORP COM 51807U10 989 94304 SH SHARED 94304 D LASERCARD CORP COM 51807U10 10 1002 SH SHARED 02 1002 D LASERCARD CORP COM 51807U10 55 5300 SH SHARED 10 5300 D LASERSCOPE COM 51808110 1254 34923 SH SHARED 34923 D LASERSCOPE COM 51808110 43 1200 SH SHARED 01 1200 D LASERSCOPE COM 51808110 3378 94070 SH SHARED 02 94070 D LASERSCOPE COM 51808110 240 6700 SH SHARED 10 6700 D LATIN AMERN DISCOVERY FD INC COM 51828C10 4357 238520 SH SHARED 238520 D LATTICE SEMICONDUCTOR CORP NOTE 7/0 518415AE 15172 17400000 PRN SHARED 17400000 D LATTICE SEMICONDUCTOR CORP NOTE 7/0 518415AE 218 250000 PRN SHARED 02 250000 D LATTICE SEMICONDUCTOR CORP COM 51841510 1952 342628 SH SHARED 342628 D LATTICE SEMICONDUCTOR CORP COM 51841510 171 30100 SH SHARED 01 30100 D LATTICE SEMICONDUCTOR CORP COM 51841510 325 57150 SH SHARED 02 57150 D LATTICE SEMICONDUCTOR CORP COM 51841510 252 44300 SH SHARED 10 44300 D LAUDER ESTEE COS INC CL A 51843910 94210 2058350 SH SHARED 2023350 35000 D LAUDER ESTEE COS INC CL A 51843910 14513 317097 SH SHARED 01 40560 1040 275497 D LAUDER ESTEE COS INC CL A 51843910 1122 24517 SH SHR/OTHR 01 7110 17407 D LAUDER ESTEE COS INC CL A 51843910 840 18366 SH SHARED 02 18366 D LAUDER ESTEE COS INC CL A 51843910 228 5000 SH SHARED 04 5000 D LAUDER ESTEE COS INC CL A 51843910 4082 89200 SH SHARED 06 89200 D LAUDER ESTEE COS INC CL A 51843910 6604 144300 SH SHARED 10 144300 D LAUREATE EDUCATION INC COM 51861310 4225 95842 SH SHARED 95842 D LAUREATE EDUCATION INC COM 51861310 956 21700 SH SHARED 01 21700 D LAUREATE EDUCATION INC COM 51861310 723 16406 SH SHARED 02 16406 D LAUREL CAP GROUP INC COM 51862910 560 26000 SH SHARED 02 26000 D LAWSON PRODS INC COM 52077610 435 8678 SH SHARED 8678 D LAWSON PRODS INC COM 52077610 0 2 SH SHARED 02 2 D LAWSON PRODS INC COM 52077610 55 1100 SH SHARED 10 1100 D LAWSON SOFTWARE INC COM 52078010 930 135424 SH SHARED 135424 D LAWSON SOFTWARE INC COM 52078010 0 12 SH SHARED 02 12 D LAWSON SOFTWARE INC COM 52078010 131 19100 SH SHARED 10 19100 D LAYNE CHRISTENSEN CO COM 52105010 329 18154 SH SHARED 18154 D LAYNE CHRISTENSEN CO COM 52105010 117 6475 SH SHARED 02 6475 D LAYNE CHRISTENSEN CO COM 52105010 49 2700 SH SHARED 10 2700 D LAZARE KAPLAN INTL INC COM 52107810 9 1000 SH SHARED 02 1000 D LEADIS TECHNOLOGY INC COM 52171N10 116 10929 SH SHARED 10929 D LEADIS TECHNOLOGY INC COM 52171N10 42 4000 SH SHARED 10 4000 D LEAPFROG ENTERPRISES INC CL A 52186N10 1478 108724 SH SHARED 108724 D LEAPFROG ENTERPRISES INC CL A 52186N10 16 1226 SH SHARED 02 1226 D LEAPFROG ENTERPRISES INC CL A 52186N10 171 12600 SH SHARED 10 12600 D LEAR CORP NOTE 2/2 521865AG 24 47000 PRN SHARED 02 47000 D LEAR CORP COM 52186510 128 2100 SH SHARED 2100 D LEAR CORP COM 52186510 12305 201697 SH SHARED 201697 D LEAR CORP COM 52186510 1281 21000 SH SHARED 01 21000 D LEAR CORP COM 52186510 4006 65673 SH SHARED 02 65273 400 D LEAR CORP COM 52186510 36 600 SH SHARED 06 600 D LEAR CORP COM 52186510 2336 38300 SH SHARED 10 38300 D LEARNING TREE INTL INC COM 52201510 237 17690 SH SHARED 17690 D LEARNING TREE INTL INC COM 52201510 27 2064 SH SHARED 02 2064 D LEARNING TREE INTL INC COM 52201510 48 3583 SH SHARED 10 3583 D LECG CORP COM 52323410 444 23809 SH SHARED 23809 D LECG CORP COM 52323410 6952 372800 SH SHARED 01 372800 D LECG CORP COM 52323410 11 600 SH SHARED 02 600 D LECG CORP COM 52323410 285 15300 SH SHARED 05 15300 D LECG CORP COM 52323410 464 24900 SH SHARED 10 24900 D LECROY CORP COM 52324W10 972 41667 SH SHARED 41667 D LECROY CORP COM 52324W10 1430 61300 SH SHARED 01 61300 D LECROY CORP COM 52324W10 135 5800 SH SHARED 02 5800 D LECROY CORP COM 52324W10 1122 48100 SH SHARED 10 48100 D LEE ENTERPRISES INC COM 52376810 2111 45823 SH SHARED 45823 D LEE ENTERPRISES INC COM 52376810 672 14600 SH SHARED 01 14600 D LEE ENTERPRISES INC COM 52376810 726 15771 SH SHARED 02 15771 D LEGGETT & PLATT INC COM 52466010 13494 474640 SH SHARED 474640 D LEGGETT & PLATT INC COM 52466010 915 32200 SH SHARED 01 32200 D LEGGETT & PLATT INC COM 52466010 2623 92280 SH SHARED 02 92280 D LEGGETT & PLATT INC COM 52466010 5 200 SH SHARED 05 200 D LEGGETT & PLATT INC COM 52466010 42 1500 SH SHARED 06 1500 D LEGGETT & PLATT INC COM 52466010 5363 188663 SH SHARED 10 188663 D LEGG MASON INC NOTE 6/0 524901AG 2049 2405000 PRN SHARED 02 2405000 D LEGG MASON INC COM 52490110 14269 194773 SH SHARED 194773 D LEGG MASON INC COM 52490110 57878 790040 SH SHARED 01 692090 97950 D LEGG MASON INC COM 52490110 2725 37203 SH SHARED 02 37203 D LEGG MASON INC COM 52490110 98 1350 SH SHARED 06 1350 D LEGG MASON INC COM 52490110 5938 81067 SH SHARED 10 81067 D LEHMAN BROS HLDGS INC COM 52490810 2080 23786 SH SHARED 23786 D LEHMAN BROS HLDGS INC COM 52490810 135249 1546064 SH SHARED 1443076 102988 D LEHMAN BROS HLDGS INC COM 52490810 153043 1749473 SH SHARED 01 563026 1063700 122747 D LEHMAN BROS HLDGS INC COM 52490810 636 7276 SH SHR/OTHR 01 1250 6026 D LEHMAN BROS HLDGS INC COM 52490810 23550 269213 SH SHARED 02 269213 D LEHMAN BROS HLDGS INC COM 52490810 23602 269800 SH SHARED 03 269800 D LEHMAN BROS HLDGS INC COM 52490810 2711 31000 SH SHARED 04 31000 D LEHMAN BROS HLDGS INC COM 52490810 26913 307653 SH SHARED 05 235033 72620 D LEHMAN BROS HLDGS INC COM 52490810 2731 31224 SH SHARED 06 31224 D LEHMAN BROS HLDGS INC COM 52490810 960 10975 SH SHARED 07 10975 D LEHMAN BROS HLDGS INC COM 52490810 2379 27200 SH SHARED 09 27200 D LEHMAN BROS HLDGS INC COM 52490810 28362 324212 SH SHARED 10 324212 D LEHMAN BR FIRST TR INCM OPP COM 52517810 42 2567 SH SHARED 01 2567 D LENNAR CORP NOTE 4/0 526057AF 65285 80500000 PRN SHARED 80500000 D LENNAR CORP CL A 52605710 27887 492017 SH SHARED 492017 D LENNAR CORP CL A 52605710 2533 44700 SH SHARED 01 44700 D LENNAR CORP CL A 52605710 39 700 SH SHR/OTHR 01 700 D LENNAR CORP CL A 52605710 35777 631226 SH SHARED 02 631226 D LENNAR CORP CL A 52605710 73 1300 SH SHARED 06 1300 D LENNAR CORP CL A 52605710 1638 28900 SH SHARED 10 28900 D LENNAR CORP CL B 52605730 7144 136840 SH SHARED 136840 D LENNAR CORP CL B 52605730 14 270 SH SHARED 01 270 D LENNOX INTL INC COM 52610710 3545 174216 SH SHARED 174216 D LENNOX INTL INC COM 52610710 16 827 SH SHARED 02 827 D LENNOX INTL INC COM 52610710 384 18918 SH SHARED 10 18918 D LESCO INC OHIO COM 52687210 28 2248 SH SHARED 02 2248 D LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX 5738 4643000 PRN SHARED 02 4643000 D LEUCADIA NATL CORP COM 52728810 53858 775167 SH SHARED 775167 D LEUCADIA NATL CORP COM 52728810 2668 38406 SH SHARED 01 26006 12400 D LEUCADIA NATL CORP COM 52728810 1477 21268 SH SHARED 02 21268 D LEUCADIA NATL CORP COM 52728810 7163 103100 SH SHARED 10 103100 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 9/1 52729NAG 2484 4001250 PRN SHARED 4001250 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS 589 1006000 PRN SHARED 1006000 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS 52 90000 PRN SHARED 02 90000 D LEVEL 3 COMMUNICATIONS INC NOTE 2.875% 7/1 52729NBA 4 6000 PRN SHARED 6000 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 9127 2692563 SH SHARED 2692563 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 1970 581248 SH SHARED 01 577548 3700 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 1080 318811 SH SHARED 02 318811 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 0 200 SH SHARED 05 200 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 13 4000 SH SHARED 06 4000 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 341 100820 SH SHARED 10 100820 D LEVITT CORP CL A 52742P10 1415 46312 SH SHARED 46312 D LEVITT CORP CL A 52742P10 30 1000 SH SHARED 02 1000 D LEVITT CORP CL A 52742P10 217 7125 SH SHARED 10 7125 D LEXAR MEDIA INC COM 52886P10 3566 454941 SH SHARED 454941 D LEXAR MEDIA INC COM 52886P10 45 5800 SH SHARED 01 5800 D LEXAR MEDIA INC COM 52886P10 63 8116 SH SHARED 02 8116 D LEXAR MEDIA INC COM 52886P10 217 27700 SH SHARED 10 27700 D LEXICON GENETICS INC COM 52887210 890 114831 SH SHARED 114831 D LEXICON GENETICS INC COM 52887210 60 7760 SH SHARED 02 7760 D LEXICON GENETICS INC COM 52887210 177 22922 SH SHARED 10 22922 D LEXINGTON CORP PPTYS TR COM 52904310 2488 110218 SH SHARED 110218 D LEXINGTON CORP PPTYS TR COM 52904310 2720 120500 SH SHARED 01 120500 D LEXINGTON CORP PPTYS TR COM 52904310 897 39735 SH SHARED 02 39735 D LEXINGTON CORP PPTYS TR COM 52904310 1352 59900 SH SHARED 10 59900 D LEXINGTON CORP PPTYS TR COM 52904310 32284 1429800 SH SHARED 11 1429800 D LEXMARK INTL NEW CL A 52977110 52122 613204 SH SHARED 612504 700 D LEXMARK INTL NEW CL A 52977110 35734 420408 SH SHARED 01 418693 1700 15 D LEXMARK INTL NEW CL A 52977110 232 2740 SH SHR/OTHR 01 2740 D LEXMARK INTL NEW CL A 52977110 14275 167943 SH SHARED 02 167943 D LEXMARK INTL NEW CL A 52977110 6035 71000 SH SHARED 04 71000 D LEXMARK INTL NEW CL A 52977110 8 100 SH SHARED 05 100 D LEXMARK INTL NEW CL A 52977110 136 1600 SH SHARED 06 1600 D LEXMARK INTL NEW CL A 52977110 20476 240900 SH SHARED 10 240900 D LIBBEY INC COM 52989810 618 27846 SH SHARED 27846 D LIBBEY INC COM 52989810 0 3 SH SHARED 02 3 D LIBBEY INC COM 52989810 119 5400 SH SHARED 10 5400 D LIBERTY CORP S C COM 53037010 1243 28289 SH SHARED 28289 D LIBERTY CORP S C COM 53037010 28 649 SH SHARED 01 649 D LIBERTY CORP S C COM 53037010 0 5 SH SHARED 02 5 D LIBERTY CORP S C COM 53037010 311 7075 SH SHARED 10 7075 D LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG 2295 3140000 PRN SHARED 3140000 D LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG 7301 9989000 PRN SHARED 02 9989000 D LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL 13420 20000000 PRN SHARED 20000000 D LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN 1889 2003500 PRN SHARED 2003500 D LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN 491 521000 PRN SHARED 02 521000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 37902 31507000 PRN SHARED 31507000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 17004 14135000 PRN SHARED 02 14135000 D LIBERTY MEDIA CORP NEW COM SER A 53071810 37459 3411608 SH SHARED 3404040 7568 D LIBERTY MEDIA CORP NEW COM SER A 53071810 13284 1209886 SH SHARED 01 294128 915758 D LIBERTY MEDIA CORP NEW COM SER A 53071810 1562 142300 SH SHR/OTHR 01 6240 136060 D LIBERTY MEDIA CORP NEW COM SER A 53071810 27126 2470509 SH SHARED 02 2470509 D LIBERTY MEDIA CORP NEW COM SER A 53071810 21 1966 SH SHARED 05 1966 D LIBERTY MEDIA CORP NEW COM SER A 53071810 1012 92190 SH SHARED 06 92190 D LIBERTY MEDIA CORP NEW COM SER A 53071810 15000 1366148 SH SHARED 10 1366148 D LIBERTY MEDIA CORP NEW COM SER B 53071820 229 19800 SH SHARED 19800 D LIBERTY MEDIA INTL INC COM SER A 53071910 34883 754563 SH SHARED 751385 3178 D LIBERTY MEDIA INTL INC COM SER A 53071910 2288 49492 SH SHARED 01 7355 42137 D LIBERTY MEDIA INTL INC COM SER A 53071910 110 2398 SH SHR/OTHR 01 312 2086 D LIBERTY MEDIA INTL INC COM SER A 53071910 2932 63443 SH SHARED 02 63443 D LIBERTY MEDIA INTL INC COM SER A 53071910 5 118 SH SHARED 05 118 D LIBERTY MEDIA INTL INC COM SER A 53071910 76 1653 SH SHARED 06 1653 D LIBERTY MEDIA INTL INC COM SER A 53071910 3511 75948 SH SHARED 10 75948 D LIBERTY MEDIA INTL INC COM SER B 53071920 56 1153 SH SHARED 1153 D LIBERTY PPTY TR SH BEN INT 53117210 4313 99856 SH SHARED 99856 D LIBERTY PPTY TR SH BEN INT 53117210 963 22300 SH SHARED 01 19300 3000 D LIBERTY PPTY TR SH BEN INT 53117210 1272 29457 SH SHARED 02 29457 D LIBERTY PPTY TR SH BEN INT 53117210 570 13200 SH SHARED 10 13200 D LIBERTY PPTY TR SH BEN INT 53117210 296027 6852488 SH SHARED 11 6852488 D LIEBERT CORP SDCV 8.000%11/1 531735AA 935 180000 PRN SHARED 01 180000 D LIFEWAY FOODS INC COM 53191410 28 3063 SH SHARED 3063 D LIFEWAY FOODS INC COM 53191410 56 6206 SH SHARED 02 6206 D LIFETIME HOAN CORP COM 53192610 199 12577 SH SHARED 12577 D LIFETIME HOAN CORP COM 53192610 4 300 SH SHARED 02 300 D LIFETIME HOAN CORP COM 53192610 31 2000 SH SHARED 10 2000 D LIFECELL CORP COM 53192710 664 64993 SH SHARED 64993 D LIFECELL CORP COM 53192710 770 75431 SH SHARED 02 75431 D LIFECELL CORP COM 53192710 133 13100 SH SHARED 10 13100 D LIFE TIME FITNESS INC COM 53217R20 553 21400 SH SHARED 21400 D LIFE TIME FITNESS INC COM 53217R20 14450 558353 SH SHARED 01 555753 2600 D LIFE TIME FITNESS INC COM 53217R20 582 22500 SH SHARED 04 22500 D LIFE TIME FITNESS INC COM 53217R20 95 3700 SH SHARED 10 3700 D LIFECORE BIOMEDICAL INC COM 53218710 206 18319 SH SHARED 18319 D LIFECORE BIOMEDICAL INC COM 53218710 99 8878 SH SHARED 02 8878 D LIFEPOINT HOSPITALS INC NOTE 4.500% 6/0 53219LAE 10778 10800000 PRN SHARED 10800000 D LIFEPOINT HOSPITALS INC NOTE 4.500% 6/0 53219LAE 2010 2015000 PRN SHARED 02 2015000 D LIFEPOINT HOSPITALS INC COM 53219L10 6802 195353 SH SHARED 195353 D LIFEPOINT HOSPITALS INC COM 53219L10 300 8636 SH SHARED 01 8636 D LIFEPOINT HOSPITALS INC COM 53219L10 404 11614 SH SHARED 02 11614 D LIFEPOINT HOSPITALS INC COM 53219L10 543 15600 SH SHARED 10 15600 D LIFELINE SYS INC COM 53219210 806 31320 SH SHARED 31320 D LIFELINE SYS INC COM 53219210 663 25750 SH SHARED 01 25300 450 D LIFELINE SYS INC COM 53219210 499 19402 SH SHARED 02 19402 D LIFELINE SYS INC COM 53219210 396 15400 SH SHARED 10 15400 D LIGAND PHARMACEUTICALS INC NOTE 6.000%11/1 53220KAB 3156 1586000 PRN SHARED 1586000 D LIGAND PHARMACEUTICALS INC CL B 53220K20 2590 222546 SH SHARED 222546 D LIGAND PHARMACEUTICALS INC CL B 53220K20 16981 1458881 SH SHARED 02 1458881 D LIGAND PHARMACEUTICALS INC CL B 53220K20 9699 833269 SH SHARED 04 833269 D LIGAND PHARMACEUTICALS INC CL B 53220K20 104 9000 SH SHARED 06 9000 D LIGAND PHARMACEUTICALS INC CL B 53220K20 586 50400 SH SHARED 10 50400 D LIGHTBRIDGE INC COM 53222610 107 17819 SH SHARED 17819 D LIGHTBRIDGE INC COM 53222610 104 17278 SH SHARED 02 17278 D LILLY ELI & CO COM 53245710 373009 6572847 SH SHARED 6511197 61650 D LILLY ELI & CO COM 53245710 108806 1917290 SH SHARED 01 627279 895000 395011 D LILLY ELI & CO COM 53245710 6392 112637 SH SHR/OTHR 01 37230 75407 D LILLY ELI & CO COM 53245710 25982 457847 SH SHARED 02 457847 D LILLY ELI & CO COM 53245710 363 6400 SH SHARED 03 6400 D LILLY ELI & CO COM 53245710 36189 637700 SH SHARED 04 637700 D LILLY ELI & CO COM 53245710 5557 97938 SH SHARED 05 93038 4900 D LILLY ELI & CO COM 53245710 8098 142708 SH SHARED 06 142708 D LILLY ELI & CO COM 53245710 421 7433 SH SHARED 07 7433 D LILLY ELI & CO COM 53245710 1038 18300 SH SHARED 09 18300 D LILLY ELI & CO COM 53245710 78934 1390916 SH SHARED 10 1390916 D LIMITED BRANDS INC COM 53271610 28753 1249043 SH SHARED 1158718 90325 D LIMITED BRANDS INC COM 53271610 116304 5052345 SH SHARED 01 3928656 107200 1016489 D LIMITED BRANDS INC COM 53271610 545 23713 SH SHR/OTHR 01 5000 18713 D LIMITED BRANDS INC COM 53271610 9481 411886 SH SHARED 02 411886 D LIMITED BRANDS INC COM 53271610 9 400 SH SHARED 05 400 D LIMITED BRANDS INC COM 53271610 105 4600 SH SHARED 06 4600 D LIMITED BRANDS INC COM 53271610 25667 1115030 SH SHARED 10 1115030 D LIN TV CORP CL A 53277410 2430 127258 SH SHARED 127258 D LIN TV CORP CL A 53277410 296 15503 SH SHARED 02 15503 D LIN TV CORP CL A 53277410 1146 60000 SH SHARED 04 60000 D LIN TV CORP CL A 53277410 200 10500 SH SHARED 10 10500 D LINCARE HLDGS INC COM 53279110 17619 413118 SH SHARED 409218 3900 D LINCARE HLDGS INC COM 53279110 1295 30375 SH SHARED 01 30100 275 D LINCARE HLDGS INC COM 53279110 2808 65854 SH SHARED 02 65854 D LINCARE HLDGS INC COM 53279110 42 1000 SH SHARED 06 1000 D LINCARE HLDGS INC COM 53279110 1041 24418 SH SHARED 10 24418 D LINCOLN ELEC HLDGS INC COM 53390010 2629 76129 SH SHARED 76129 D LINCOLN ELEC HLDGS INC COM 53390010 69 2000 SH SHARED 01 2000 D LINCOLN ELEC HLDGS INC COM 53390010 62 1809 SH SHARED 02 1809 D LINCOLN ELEC HLDGS INC COM 53390010 499 14474 SH SHARED 10 14474 D LINCOLN NATL CORP IND COM 53418710 392 8400 SH SHARED 8400 D LINCOLN NATL CORP IND COM 53418710 73160 1567283 SH SHARED 1567283 D LINCOLN NATL CORP IND COM 53418710 9151 196054 SH SHARED 01 124311 71743 D LINCOLN NATL CORP IND COM 53418710 920 19724 SH SHR/OTHR 01 7900 11824 D LINCOLN NATL CORP IND COM 53418710 20120 431033 SH SHARED 02 431033 D LINCOLN NATL CORP IND COM 53418710 9 200 SH SHARED 05 200 D LINCOLN NATL CORP IND COM 53418710 214 4596 SH SHARED 06 4596 D LINCOLN NATL CORP IND COM 53418710 9249 198153 SH SHARED 10 198153 D LINDSAY MFG CO COM 53555510 567 21926 SH SHARED 21926 D LINDSAY MFG CO COM 53555510 17 675 SH SHARED 01 675 D LINDSAY MFG CO COM 53555510 11 436 SH SHARED 02 436 D LINDSAY MFG CO COM 53555510 130 5050 SH SHARED 10 5050 D LINEAR TECHNOLOGY CORP COM 53567810 90018 2322464 SH SHARED 2320364 2100 D LINEAR TECHNOLOGY CORP COM 53567810 151659 3912775 SH SHARED 01 2097761 848760 966254 D LINEAR TECHNOLOGY CORP COM 53567810 5336 137671 SH SHR/OTHR 01 63405 74266 D LINEAR TECHNOLOGY CORP COM 53567810 17275 445710 SH SHARED 02 445710 D LINEAR TECHNOLOGY CORP COM 53567810 1492 38500 SH SHARED 04 38500 D LINEAR TECHNOLOGY CORP COM 53567810 11 300 SH SHARED 05 300 D LINEAR TECHNOLOGY CORP COM 53567810 1921 49570 SH SHARED 06 49570 D LINEAR TECHNOLOGY CORP COM 53567810 24391 629297 SH SHARED 10 629297 D LINENS N THINGS INC COM 53567910 2438 98316 SH SHARED 98316 D LINENS N THINGS INC COM 53567910 2857 115213 SH SHARED 02 115213 D LINENS N THINGS INC COM 53567910 421 17000 SH SHARED 10 17000 D LIONS GATE ENTMNT CORP COM NEW 53591920 35 3375 SH SHARED 3375 D LIONS GATE ENTMNT CORP COM NEW 53591920 11143 1049265 SH SHARED 01 1044140 4600 525 D LIONS GATE ENTMNT CORP COM NEW 53591920 14 1400 SH SHR/OTHR 01 1400 D LIONS GATE ENTMNT CORP COM NEW 53591920 253 23900 SH SHARED 02 23900 D LIONS GATE ENTMNT CORP COM NEW 53591920 1593 150000 SH SHARED 04 150000 D LINKTONE LTD ADR 53592510 250 29830 SH SHARED 02 29830 D LIONBRIDGE TECHNOLOGIES INC COM 53625210 707 105286 SH SHARED 105286 D LIONBRIDGE TECHNOLOGIES INC COM 53625210 53 7922 SH SHARED 02 7922 D LIONBRIDGE TECHNOLOGIES INC COM 53625210 140 20900 SH SHARED 10 20900 D LIPID SCIENCES INC ARIZ COM 53630P10 66 18191 SH SHARED 02 18191 D LITHIA MTRS INC CL A 53679710 1027 38324 SH SHARED 38324 D LITHIA MTRS INC CL A 53679710 174 6500 SH SHARED 10 6500 D LITTELFUSE INC COM 53700810 1376 40301 SH SHARED 40301 D LITTELFUSE INC COM 53700810 4857 142200 SH SHARED 01 142200 D LITTELFUSE INC COM 53700810 518 15180 SH SHARED 02 15180 D LITTELFUSE INC COM 53700810 327 9586 SH SHARED 10 9586 D LIVEPERSON INC COM 53814610 39 12652 SH SHARED 12652 D LIVEPERSON INC COM 53814610 304 96747 SH SHARED 01 96747 D LIZ CLAIBORNE INC COM 53932010 13597 322139 SH SHARED 322139 D LIZ CLAIBORNE INC COM 53932010 2779 65850 SH SHARED 01 65850 D LIZ CLAIBORNE INC COM 53932010 3958 93780 SH SHARED 02 93780 D LIZ CLAIBORNE INC COM 53932010 422 10000 SH SHARED 04 10000 D LIZ CLAIBORNE INC COM 53932010 37 900 SH SHARED 06 900 D LIZ CLAIBORNE INC COM 53932010 5479 129825 SH SHARED 10 129825 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 1170 31810 SH SHARED 31810 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 2862 77800 SH SHARED 10 77800 D LO-JACK CORP COM 53945110 23 1970 SH SHARED 1970 D LO-JACK CORP COM 53945110 64 5300 SH SHARED 02 5300 D LOCKHEED MARTIN CORP DBCV 8/1 539830AP 11974 11581000 PRN SHARED 02 11581000 D LOCKHEED MARTIN CORP DBCV 8/1 539830AP 413 400000 PRN SHARED 06 400000 D LOCKHEED MARTIN CORP COM 53983010 82348 1482417 SH SHARED 1461917 20500 D LOCKHEED MARTIN CORP COM 53983010 15078 271440 SH SHARED 01 45377 226063 D LOCKHEED MARTIN CORP COM 53983010 796 14330 SH SHR/OTHR 01 6800 7530 D LOCKHEED MARTIN CORP COM 53983010 28486 512810 SH SHARED 02 512810 D LOCKHEED MARTIN CORP COM 53983010 16 300 SH SHARED 05 300 D LOCKHEED MARTIN CORP COM 53983010 415 7474 SH SHARED 06 7474 D LOCKHEED MARTIN CORP COM 53983010 27570 496314 SH SHARED 10 496314 D LODGIAN INC COM PAR $.01 54021P40 640 52080 SH SHARED 52080 D LODGIAN INC COM PAR $.01 54021P40 550 44796 SH SHARED 02 44796 D LODGENET ENTMT CORP COM 54021110 421 23844 SH SHARED 23844 D LODGENET ENTMT CORP COM 54021110 5 303 SH SHARED 02 303 D LODGENET ENTMT CORP COM 54021110 92 5254 SH SHARED 10 5254 D LOEWS CORP NOTE 3.125% 9/1 540424AL 11 11900 PRN SHARED 11900 D LOEWS CORP COM 54042410 513 7300 SH SHARED 7300 D LOEWS CORP COM 54042410 71451 1016385 SH SHARED 1016385 D LOEWS CORP COM 54042410 8781 124910 SH SHARED 01 123910 1000 D LOEWS CORP COM 54042410 4676 66522 SH SHARED 02 66522 D LOEWS CORP COM 54042410 16787 238798 SH SHARED 10 238798 D LOEWS CORP CAROLNA GP STK 54042420 9287 320807 SH SHARED 320807 D LOEWS CORP CAROLNA GP STK 54042420 1547 53450 SH SHARED 01 51200 2250 D LOEWS CORP CAROLNA GP STK 54042420 1132 39114 SH SHARED 02 39114 D LOEWS CORP CAROLNA GP STK 54042420 10798 373000 SH SHARED 04 373000 D LOEWS CORP CAROLNA GP STK 54042420 2895 100000 SH SHARED 06 100000 D LOEWS CORP CAROLNA GP STK 54042420 628 21700 SH SHARED 10 21700 D LOGITECH INTERNATIONAL S A SPONSORED ADR 54141910 120 1980 SH SHARED 1980 D LONE STAR STEAKHOUSE SALOON COM 54230710 168 6000 SH SHARED 6000 D LONE STAR STEAKHOUSE SALOON COM 54230710 1087 38847 SH SHARED 38847 D LONE STAR STEAKHOUSE SALOON COM 54230710 78 2800 SH SHARED 01 2800 D LONE STAR STEAKHOUSE SALOON COM 54230710 0 8 SH SHARED 02 8 D LONE STAR STEAKHOUSE SALOON COM 54230710 196 7000 SH SHARED 10 7000 D LONE STAR TECHNOLOGIES INC COM 54231210 2860 85484 SH SHARED 85484 D LONE STAR TECHNOLOGIES INC COM 54231210 26 800 SH SHARED 01 800 D LONE STAR TECHNOLOGIES INC COM 54231210 31 951 SH SHARED 02 951 D LONE STAR TECHNOLOGIES INC COM 54231210 533 15936 SH SHARED 10 15936 D LONGS DRUG STORES CORP COM 54316210 1704 61838 SH SHARED 61838 D LONGS DRUG STORES CORP COM 54316210 181 6600 SH SHARED 01 6600 D LONGS DRUG STORES CORP COM 54316210 0 9 SH SHARED 02 9 D LONGS DRUG STORES CORP COM 54316210 311 11283 SH SHARED 10 11283 D LONGVIEW FIBRE CO COM 54321310 2514 138625 SH SHARED 138625 D LONGVIEW FIBRE CO COM 54321310 2196 121100 SH SHARED 01 121100 D LONGVIEW FIBRE CO COM 54321310 265 14660 SH SHARED 02 14660 D LONGVIEW FIBRE CO COM 54321310 402 22200 SH SHARED 10 22200 D LOOKSMART LTD COM 54344210 579 264716 SH SHARED 264716 D LOOKSMART LTD COM 54344210 1 800 SH SHARED 01 800 D LOOKSMART LTD COM 54344210 10 4717 SH SHARED 02 4717 D LOOKSMART LTD COM 54344210 104 47600 SH SHARED 10 47600 D LOUDEYE CORP COM 54575410 106 51800 SH SHARED 51800 D LOUDEYE CORP COM 54575410 30 15065 SH SHARED 02 15065 D LOUISIANA PAC CORP COM 54634710 19489 728866 SH SHARED 728366 500 D LOUISIANA PAC CORP COM 54634710 7914 295971 SH SHARED 01 295971 D LOUISIANA PAC CORP COM 54634710 34 1300 SH SHR/OTHR 01 1300 D LOUISIANA PAC CORP COM 54634710 3996 149441 SH SHARED 02 149441 D LOUISIANA PAC CORP COM 54634710 38 1430 SH SHARED 05 1430 D LOUISIANA PAC CORP COM 54634710 91 3404 SH SHARED 06 3404 D LOUISIANA PAC CORP COM 54634710 2619 97952 SH SHARED 10 97952 D LOWES COS INC NOTE 2/1 548661CF 13818 14530000 PRN SHARED 02 14530000 D LOWES COS INC NOTE 0.861%10/1 548661CG 45927 43657000 PRN SHARED 43657000 D LOWES COS INC NOTE 0.861%10/1 548661CG 29 28000 PRN SHARED 02 28000 D LOWES COS INC COM 54866110 112397 1951684 SH SHARED 1858284 93400 D LOWES COS INC COM 54866110 210310 3651857 SH SHARED 01 2688490 431060 532307 D LOWES COS INC COM 54866110 959 16667 SH SHR/OTHR 01 7140 9527 D LOWES COS INC COM 54866110 28140 488640 SH SHARED 02 488640 D LOWES COS INC COM 54866110 28 500 SH SHARED 05 500 D LOWES COS INC COM 54866110 3185 55320 SH SHARED 06 55320 D LOWES COS INC COM 54866110 70678 1227274 SH SHARED 10 1227274 D LOWRANCE ELECTRS INC COM 54890010 34 1100 SH SHARED 1100 D LUBRIZOL CORP COM 54927110 4443 120550 SH SHARED 120550 D LUBRIZOL CORP COM 54927110 628 17050 SH SHARED 01 16900 150 D LUBRIZOL CORP COM 54927110 4645 126042 SH SHARED 02 126042 D LUBYS INC COM 54928210 74 9900 SH SHARED 02 9900 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG 44224 32140000 PRN SHARED 32140000 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG 2663 1936000 PRN SHARED 02 1936000 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH 338687232615000 PRN SHARED 232615000 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH 7661 5262000 PRN SHARED 02 5262000 D LUCENT TECHNOLOGIES INC SDCV 8.000% 8/0 549463AK 4448 4000000 PRN SHARED 4000000 D LUCENT TECHNOLOGIES INC SDCV 8.000% 8/0 549463AK 13931 12528000 PRN SHARED 02 12528000 D LUCENT TECHNOLOGIES INC COM 54946310 79500 21143688 SH SHARED 20745554 398134 D LUCENT TECHNOLOGIES INC COM 54946310 2224 591622 SH SHARED 01 584460 7162 D LUCENT TECHNOLOGIES INC COM 54946310 154 41220 SH SHR/OTHR 01 2776 38444 D LUCENT TECHNOLOGIES INC COM 54946310 11099 2951924 SH SHARED 02 2951924 D LUCENT TECHNOLOGIES INC COM 54946310 19176 5100000 SH SHARED 04 5100000 D LUCENT TECHNOLOGIES INC COM 54946310 9 2530 SH SHARED 05 2530 D LUCENT TECHNOLOGIES INC COM 54946310 250 66650 SH SHARED 06 66650 D LUCENT TECHNOLOGIES INC COM 54946310 18361 4883475 SH SHARED 10 4883475 D LUFKIN INDS INC COM 54976410 494 12477 SH SHARED 12477 D LUFKIN INDS INC COM 54976410 63 1610 SH SHARED 01 1610 D LUFKIN INDS INC COM 54976410 0 1 SH SHARED 02 1 D LUFKIN INDS INC COM 54976410 75 1900 SH SHARED 10 1900 D LUMINEX CORP DEL COM 55027E10 561 63224 SH SHARED 63224 D LUMINEX CORP DEL COM 55027E10 11 1305 SH SHARED 02 1305 D LUMINEX CORP DEL COM 55027E10 79 8900 SH SHARED 10 8900 D LUMINENT MTG CAP INC COM 55027830 2829 237800 SH SHARED 237800 D LUMINENT MTG CAP INC COM 55027830 195 16400 SH SHARED 10 16400 D LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 283 13891 SH SHARED 13891 D LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 277 13600 SH SHARED 01 13600 D LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 2 100 SH SHARED 02 100 D LYDALL INC DEL COM 55081910 2 200 SH SHARED 200 D LYDALL INC DEL COM 55081910 0 36 SH SHARED 02 36 D LYON WILLIAM HOMES COM 55207410 1030 14672 SH SHARED 14672 D LYON WILLIAM HOMES COM 55207410 14 201 SH SHARED 02 201 D LYON WILLIAM HOMES COM 55207410 126 1800 SH SHARED 10 1800 D LYONDELL CHEMICAL CO COM 55207810 38433 1328947 SH SHARED 1328852 95 D LYONDELL CHEMICAL CO COM 55207810 5899 204000 SH SHARED 01 204000 D LYONDELL CHEMICAL CO COM 55207810 2521 87176 SH SHARED 02 87176 D LYONDELL CHEMICAL CO COM 55207810 1301 45000 SH SHARED 04 45000 D LYONDELL CHEMICAL CO COM 55207810 5005 173070 SH SHARED 10 173070 D M & F WORLDWIDE CORP COM 55254110 253 18639 SH SHARED 18639 D M & F WORLDWIDE CORP COM 55254110 89 6604 SH SHARED 02 6604 D M & F WORLDWIDE CORP COM 55254110 70 5200 SH SHARED 10 5200 D M & T BK CORP COM 55261F10 45522 422130 SH SHARED 422130 D M & T BK CORP COM 55261F10 1265 11738 SH SHARED 01 10338 1400 D M & T BK CORP COM 55261F10 79 740 SH SHR/OTHR 01 740 D M & T BK CORP COM 55261F10 3895 36121 SH SHARED 02 36121 D M & T BK CORP COM 55261F10 10 100 SH SHARED 05 100 D M & T BK CORP COM 55261F10 86 800 SH SHARED 06 800 D M & T BK CORP COM 55261F10 11581 107397 SH SHARED 10 107397 D MAF BANCORP INC COM 55261R10 2386 53241 SH SHARED 53241 D MAF BANCORP INC COM 55261R10 4074 90902 SH SHARED 01 90902 D MAF BANCORP INC COM 55261R10 4 109 SH SHARED 02 109 D MAF BANCORP INC COM 55261R10 885 19760 SH SHARED 10 19760 D MBIA INC COM 55262C10 34011 537477 SH SHARED 529377 8100 D MBIA INC COM 55262C10 40965 647370 SH SHARED 01 105575 541795 D MBIA INC COM 55262C10 7894 124751 SH SHR/OTHR 01 12294 112457 D MBIA INC COM 55262C10 3580 56589 SH SHARED 02 56589 D MBIA INC COM 55262C10 9 150 SH SHARED 05 150 D MBIA INC COM 55262C10 120 1900 SH SHARED 06 1900 D MBIA INC COM 55262C10 11118 175705 SH SHARED 10 175705 D MBNA CORP COM 55262L10 174408 6186885 SH SHARED 6186885 D MBNA CORP COM 55262L10 13933 494273 SH SHARED 01 472999 21274 D MBNA CORP COM 55262L10 14141 501657 SH SHARED 02 501657 D MBNA CORP COM 55262L10 25 900 SH SHARED 05 900 D MBNA CORP COM 55262L10 2644 93807 SH SHARED 06 93807 D MBNA CORP COM 55262L10 48062 1704941 SH SHARED 10 1704941 D MB FINANCIAL INC NEW COM 55264U10 1544 36641 SH SHARED 36641 D MB FINANCIAL INC NEW COM 55264U10 154 3655 SH SHARED 01 3655 D MB FINANCIAL INC NEW COM 55264U10 0 3 SH SHARED 02 3 D MB FINANCIAL INC NEW COM 55264U10 434 10300 SH SHARED 10 10300 D MC SHIPPING INC COM 55267Q10 8 2000 SH SHARED 2000 D M D C HLDGS INC COM 55267610 302 3500 SH SHARED 3500 D M D C HLDGS INC COM 55267610 2071 23959 SH SHARED 23959 D M D C HLDGS INC COM 55267610 109 1270 SH SHARED 01 1270 D M D C HLDGS INC COM 55267610 200 2315 SH SHARED 02 2315 D MDSI MOBILE DATA SOLUTIONS I COM 55268N10 181 30300 SH SHARED 02 30300 D MDS INC COM 55269P30 51 3601 SH SHARED 01 3601 D MDS INC COM 55269P30 1003 70805 SH SHARED 02 70805 D MDS INC COM 55269P30 481 33979 SH SHARED 10 33979 D MDU RES GROUP INC COM 55269010 3219 120666 SH SHARED 120666 D MDU RES GROUP INC COM 55269010 1024 38402 SH SHARED 01 35312 3090 D MDU RES GROUP INC COM 55269010 3245 121657 SH SHARED 02 121657 D MCI INC COM 55269110 68510 3398322 SH SHARED 3398322 D MCI INC COM 55269110 157 7799 SH SHARED 01 7799 D MCI INC COM 55269110 15661 776840 SH SHARED 02 776840 D MCI INC COM 55269110 131 6504 SH SHARED 10 6504 D MDC PARTNERS INC CL A SUB VTG 55269710 509 47400 SH SHARED 02 47400 D MFC BANCORP LTD COM NEW 55271X20 83 4197 SH SHARED 01 4197 D MEMC ELECTR MATLS INC COM 55271510 2483 187450 SH SHARED 01 178200 9250 D MEMC ELECTR MATLS INC COM 55271510 161 12226 SH SHARED 02 12226 D MFA MTG INVTS INC COM 55272X10 1877 212817 SH SHARED 212817 D MFA MTG INVTS INC COM 55272X10 952 108000 SH SHARED 01 108000 D MFA MTG INVTS INC COM 55272X10 862 97784 SH SHARED 02 97784 D MFA MTG INVTS INC COM 55272X10 281 31900 SH SHARED 10 31900 D MFRI INC COM 55272110 57 5200 SH SHARED 02 5200 D MFS CHARTER INCOME TR SH BEN INT 55272710 0 63 SH SHARED 63 D MFS CHARTER INCOME TR SH BEN INT 55272710 83 9500 SH SHARED 01 9500 D MFS CHARTER INCOME TR SH BEN INT 55272710 2 237 SH SHARED 02 237 D MFS INTER INCOME TR SH BEN INT 55273C10 130 20062 SH SHARED 20062 D MFS INTER INCOME TR SH BEN INT 55273C10 19 3078 SH SHARED 01 3078 D MFS INTER INCOME TR SH BEN INT 55273C10 26 4138 SH SHARED 02 4138 D MGE ENERGY INC COM 55277P10 1304 36208 SH SHARED 36208 D MGE ENERGY INC COM 55277P10 14 400 SH SHARED 01 400 D MGE ENERGY INC COM 55277P10 0 5 SH SHARED 02 5 D MGE ENERGY INC COM 55277P10 230 6400 SH SHARED 10 6400 D MGIC INVT CORP WIS COM 55284810 16328 236956 SH SHARED 236956 D MGIC INVT CORP WIS COM 55284810 5712 82900 SH SHARED 01 81700 1200 D MGIC INVT CORP WIS COM 55284810 3058 44390 SH SHARED 02 44390 D MGIC INVT CORP WIS COM 55284810 6 100 SH SHARED 05 100 D MGIC INVT CORP WIS COM 55284810 99 1450 SH SHARED 06 1450 D MGIC INVT CORP WIS COM 55284810 7501 108856 SH SHARED 10 108856 D MGI PHARMA INC NOTE 1.682% 3/0 552880AB 822 1000000 PRN SHARED 1000000 D MGI PHARMA INC COM 55288010 647 23100 SH SHARED 23100 D MGI PHARMA INC COM 55288010 6235 222600 SH SHARED 01 205000 17600 D MGI PHARMA INC COM 55288010 6764 241496 SH SHARED 02 241496 D MGI PHARMA INC COM 55288010 14425 515000 SH SHARED 04 515000 D MGI PHARMA INC COM 55288010 308 11000 SH SHARED 06 11000 D MGI PHARMA INC COM 55288010 2198 78480 SH SHARED 10 78480 D MGM MIRAGE COM 55295310 720 9900 SH SHARED 9900 D MGM MIRAGE COM 55295310 77 1070 SH SHARED 01 970 100 D MGM MIRAGE COM 55295310 4830 66412 SH SHARED 02 66412 D MGM MIRAGE COM 55295310 363 5000 SH SHARED 04 5000 D MGM MIRAGE COM 55295310 691 9500 SH SHARED 05 9500 D MGM MIRAGE COM 55295310 1491 20510 SH SHARED 10 20510 D MGP INGREDIENTS INC COM 55302G10 124 14445 SH SHARED 14445 D MGP INGREDIENTS INC COM 55302G10 8 936 SH SHARED 02 936 D MGP INGREDIENTS INC COM 55302G10 36 4200 SH SHARED 10 4200 D MI DEVS INC CL A SUB VTG 55304X10 1363 45196 SH SHARED 45196 D MI DEVS INC CL A SUB VTG 55304X10 96 3190 SH SHARED 02 3190 D MI DEVS INC CL A SUB VTG 55304X10 1 50 SH SHARED 05 50 D MI DEVS INC CL A SUB VTG 55304X10 42 1400 SH SHARED 06 1400 D MI DEVS INC CL A SUB VTG 55304X10 306 10155 SH SHARED 10 10155 D MIM CORP COM 55304410 601 94649 SH SHARED 94649 D MIM CORP COM 55304410 14 2269 SH SHARED 02 2269 D M/I HOMES INC COM 55305B10 5485 99536 SH SHARED 99536 D M/I HOMES INC COM 55305B10 0 3 SH SHARED 02 3 D M/I HOMES INC COM 55305B10 236 4300 SH SHARED 10 4300 D MKS INSTRUMENT INC COM 55306N10 1365 73622 SH SHARED 73622 D MKS INSTRUMENT INC COM 55306N10 217 11700 SH SHARED 01 11700 D MKS INSTRUMENT INC COM 55306N10 40 2204 SH SHARED 02 2204 D MKS INSTRUMENT INC COM 55306N10 235 12700 SH SHARED 10 12700 D ML MACADAMIA ORCHARDS L P DEP UNIT CL A 55307U10 630 113000 SH SHARED 113000 D MMO2 PLC ADR 55309W10 7259 309050 SH SHARED 309050 D MMO2 PLC ADR 55309W10 3344 142400 SH SHARED 02 142400 D MPS GROUP INC COM 55340910 6581 536845 SH SHARED 536845 D MPS GROUP INC COM 55340910 428 34930 SH SHARED 01 34930 D MPS GROUP INC COM 55340910 2445 199439 SH SHARED 02 199439 D MPS GROUP INC COM 55340910 212 17300 SH SHARED 06 17300 D MPS GROUP INC COM 55340910 493 40272 SH SHARED 10 40272 D MRO SOFTWARE INC COM 55347W10 664 51011 SH SHARED 51011 D MRO SOFTWARE INC COM 55347W10 248 19100 SH SHARED 01 19100 D MRO SOFTWARE INC COM 55347W10 725 55758 SH SHARED 02 55758 D MRO SOFTWARE INC COM 55347W10 96 7420 SH SHARED 10 7420 D MRV COMMUNICATIONS INC COM 55347710 1422 387658 SH SHARED 387658 D MRV COMMUNICATIONS INC COM 55347710 30 8400 SH SHARED 01 8400 D MRV COMMUNICATIONS INC COM 55347710 1123 306000 SH SHARED 02 306000 D MRV COMMUNICATIONS INC COM 55347710 146 39834 SH SHARED 10 39834 D MSC INDL DIRECT INC CL A 55353010 58 1631 SH SHARED 1631 D MSC INDL DIRECT INC CL A 55353010 141 3930 SH SHARED 02 3930 D MSC SOFTWARE CORP NOTE 2.500% 5/0 553531AE 3014 2326000 PRN SHARED 2326000 D MSC SOFTWARE CORP COM 55353110 1837 175531 SH SHARED 175531 D MSC SOFTWARE CORP COM 55353110 31 3000 SH SHR/OTHR 01 3000 D MSC SOFTWARE CORP COM 55353110 6 632 SH SHARED 02 632 D MSC SOFTWARE CORP COM 55353110 139 13300 SH SHARED 10 13300 D MTR GAMING GROUP INC COM 55376910 1466 138877 SH SHARED 138877 D MTR GAMING GROUP INC COM 55376910 363 34425 SH SHARED 02 34425 D MTR GAMING GROUP INC COM 55376910 104 9900 SH SHARED 10 9900 D MTC TECHNOLOGIES INC COM 55377A10 432 12872 SH SHARED 12872 D MTC TECHNOLOGIES INC COM 55377A10 10 300 SH SHARED 02 300 D MTC TECHNOLOGIES INC COM 55377A10 83 2500 SH SHARED 10 2500 D MTS MEDICATION TECHNLGS INC COM 55377310 61 8400 SH SHARED 02 8400 D MTS SYS CORP COM 55377710 1559 46140 SH SHARED 46140 D MTS SYS CORP COM 55377710 3894 115200 SH SHARED 01 115200 D MTS SYS CORP COM 55377710 40 1198 SH SHARED 02 1198 D MTS SYS CORP COM 55377710 321 9500 SH SHARED 10 9500 D MVC CAPITAL INC COM 55382910 5299 583660 SH SHARED 583660 D MACATAWA BK CORP COM 55422510 511 15842 SH SHARED 15842 D MACATAWA BK CORP COM 55422510 0 2 SH SHARED 02 2 D MACATAWA BK CORP COM 55422510 72 2241 SH SHARED 10 2241 D MACDERMID INC COM 55427310 2088 57852 SH SHARED 57852 D MACDERMID INC COM 55427310 1512 41900 SH SHARED 01 41900 D MACDERMID INC COM 55427310 54 1507 SH SHARED 02 1507 D MACDERMID INC COM 55427310 404 11203 SH SHARED 10 11203 D MACE SEC INTL INC COM NEW 55433520 33 7000 SH SHARED 7000 D MACERICH CO COM 55438210 43 700 SH SHARED 700 D MACERICH CO COM 55438210 56 900 SH SHARED 01 900 D MACERICH CO COM 55438210 366 5836 SH SHARED 02 5836 D MACERICH CO COM 55438210 43721 696200 SH SHARED 11 696200 D MACK CALI RLTY CORP COM 55448910 4039 87752 SH SHARED 87752 D MACK CALI RLTY CORP COM 55448910 745 16200 SH SHARED 01 8050 5650 2500 D MACK CALI RLTY CORP COM 55448910 955 20748 SH SHARED 02 20748 D MACK CALI RLTY CORP COM 55448910 334396 7264748 SH SHARED 11 7264748 D MACROVISION CORP COM 55590410 3260 126767 SH SHARED 126767 D MACROVISION CORP COM 55590410 4056 157700 SH SHARED 01 157700 D MACROVISION CORP COM 55590410 389 15128 SH SHARED 02 15128 D MACROVISION CORP COM 55590410 1916 74500 SH SHARED 10 74500 D MACQUARIE FT TR GB INF UT DI COM 55607W10 62 2800 SH SHARED 02 2800 D MACROMEDIA INC COM 55610010 3775 121318 SH SHARED 121318 D MACROMEDIA INC COM 55610010 20283 651798 SH SHARED 01 648323 2900 575 D MACROMEDIA INC COM 55610010 41 1325 SH SHR/OTHR 01 1325 D MACROMEDIA INC COM 55610010 899 28902 SH SHARED 02 28902 D MACROMEDIA INC COM 55610010 6410 206000 SH SHARED 04 206000 D MACROMEDIA INC COM 55610010 1728 55530 SH SHARED 10 55530 D MACRONIX INTL LTD SPONSORED ADR 55610310 216 99432 SH SHARED 99432 D MAD CATZ INTERACTIVE INC COM 55616210 116 138601 SH SHARED 02 138601 D MADDEN STEVEN LTD COM 55626910 396 21000 SH SHARED 21000 D MADDEN STEVEN LTD COM 55626910 46 2470 SH SHARED 01 2470 D MADDEN STEVEN LTD COM 55626910 3 202 SH SHARED 02 202 D MADDEN STEVEN LTD COM 55626910 84 4500 SH SHARED 10 4500 D MADECO SA SPONS ADR NEW 55630420 29 2800 SH SHARED 2800 D MADECO SA SPONS ADR NEW 55630420 212 20100 SH SHARED 02 20100 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 1686 49378 SH SHARED 49378 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 1014 29700 SH SHARED 01 29700 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 150 4400 SH SHARED 02 4400 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 590 17300 SH SHARED 10 17300 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 1742 29700 SH SHARED 29700 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 187 3200 SH SHARED 01 1800 1400 D MAGMA DESIGN AUTOMATION NOTE 5/1 559181AB 10657 12250000 PRN SHARED 02 12250000 D MAGMA DESIGN AUTOMATION COM 55918110 1693 135393 SH SHARED 135393 D MAGMA DESIGN AUTOMATION COM 55918110 3 300 SH SHARED 01 300 D MAGMA DESIGN AUTOMATION COM 55918110 2196 175609 SH SHARED 02 175609 D MAGMA DESIGN AUTOMATION COM 55918110 143 11500 SH SHARED 10 11500 D MAGNA ENTMT CORP CL A 55921110 1760 292393 SH SHARED 292393 D MAGNA ENTMT CORP CL A 55921110 1182 196411 SH SHARED 02 196411 D MAGNA ENTMT CORP CL A 55921110 114 19000 SH SHARED 10 19000 D MAGNA INTL INC CL A 55922240 19026 230481 SH SHARED 230481 D MAGNA INTL INC CL A 55922240 66 802 SH SHARED 01 802 D MAGNA INTL INC CL A 55922240 4959 60077 SH SHARED 02 60077 D MAGNA INTL INC CL A 55922240 8 101 SH SHARED 05 101 D MAGNA INTL INC CL A 55922240 20 250 SH SHARED 06 250 D MAGNA INTL INC CL A 55922240 1915 23210 SH SHARED 10 23210 D MAGNETEK INC COM 55942410 417 60504 SH SHARED 60504 D MAGNETEK INC COM 55942410 361 52400 SH SHARED 02 52400 D MAGNETEK INC COM 55942410 46 6700 SH SHARED 10 6700 D MAGNUM HUNTER RES INC *W EXP 03/21/200 55972F13 0 171 SH SHARED 171 D MAGNUM HUNTER RES INC *W EXP 03/21/200 55972F13 2 7742 SH SHARED 02 7742 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 2529 196076 SH SHARED 196076 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 3728 289000 SH SHARED 01 289000 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 3597 278910 SH SHARED 02 278910 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 417 32400 SH SHARED 10 32400 D MAGUIRE PPTYS INC COM 55977510 8355 304262 SH SHARED 304262 D MAGUIRE PPTYS INC COM 55977510 98 3600 SH SHARED 01 3600 D MAGUIRE PPTYS INC COM 55977510 68 2500 SH SHARED 02 2500 D MAGUIRE PPTYS INC COM 55977510 318 11600 SH SHARED 10 11600 D MAGUIRE PPTYS INC COM 55977510 1524 55500 SH SHARED 11 55500 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 14899 610391 SH SHARED 610391 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 17 700 SH SHARED 01 700 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 10692 438050 SH SHARED 04 438050 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 385 15800 SH SHARED 05 14000 1800 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 2026 83000 SH SHARED 06 83000 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 401 50372 SH SHARED 50372 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 249 31300 SH SHARED 02 31300 D MAIN STR BKS INC NEW COM 56034R10 869 24899 SH SHARED 24899 D MAIN STR BKS INC NEW COM 56034R10 248 7100 SH SHARED 10 7100 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 400 16763 SH SHARED 16763 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 54 2275 SH SHARED 10 2275 D MAIR HOLDINGS INC COM 56063510 51 5583 SH SHARED 5583 D MAIR HOLDINGS INC COM 56063510 86 9418 SH SHARED 02 9418 D MAKITA CORP ADR NEW 56087730 53 2995 SH SHARED 02 2995 D MALAYSIA FD INC COM 56090510 85 13701 SH SHARED 801 12900 D MALAYSIA FD INC COM 56090510 18 2949 SH SHARED 02 2949 D MAMMA COM INC COM 56150Q10 185 29895 SH SHARED 29895 D MANAGED MUNS PORTFOLIO INC COM 56166210 54 5128 SH SHARED 01 5128 D MANAGED HIGH YIELD PLUS FD I COM 56191110 66 10830 SH SHARED 10830 D MANAGED HIGH YIELD PLUS FD I COM 56191110 280 45970 SH SHARED 02 45970 D MANDALAY RESORT GROUP DBCV 3/2 562567AK 35825 25000000 PRN SHARED 25000000 D MANDALAY RESORT GROUP DBCV 3/2 562567AK 17848 12455000 PRN SHARED 02 12455000 D MANDALAY RESORT GROUP COM 56256710 72880 1034794 SH SHARED 1034794 D MANDALAY RESORT GROUP COM 56256710 1260 17900 SH SHARED 01 17900 D MANDALAY RESORT GROUP COM 56256710 24625 349652 SH SHARED 02 349652 D MANHATTAN ASSOCS INC COM 56275010 3502 146683 SH SHARED 146683 D MANHATTAN ASSOCS INC COM 56275010 138 5800 SH SHARED 01 5800 D MANHATTAN ASSOCS INC COM 56275010 62 2620 SH SHARED 02 2620 D MANHATTAN ASSOCS INC COM 56275010 269 11300 SH SHARED 10 11300 D MANITOWOC INC COM 56357110 40005 1062574 SH SHARED 1062574 D MANITOWOC INC COM 56357110 3456 91812 SH SHARED 01 91812 D MANITOWOC INC COM 56357110 60 1607 SH SHARED 02 1607 D MANITOWOC INC COM 56357110 2442 64877 SH SHARED 10 64877 D MANNATECH INC COM 56377110 748 39323 SH SHARED 39323 D MANNATECH INC COM 56377110 1677 88115 SH SHARED 02 88115 D MANNATECH INC COM 56377110 121 6400 SH SHARED 10 6400 D MANNING GREG AUCTIONS INC COM 56382310 115 9371 SH SHARED 9371 D MANNING GREG AUCTIONS INC COM 56382310 2 200 SH SHARED 02 200 D MANNING GREG AUCTIONS INC COM 56382310 39 3200 SH SHARED 10 3200 D MANNKIND CORP COM 56400P20 368 23400 SH SHARED 23400 D MANNKIND CORP COM 56400P20 358 22767 SH SHARED 01 22767 D MANNKIND CORP COM 56400P20 66 4200 SH SHARED 10 4200 D MANOR CARE INC NEW COM 56405510 226 6400 SH SHARED 6400 D MANOR CARE INC NEW COM 56405510 8283 233788 SH SHARED 233788 D MANOR CARE INC NEW COM 56405510 3946 111401 SH SHARED 01 104001 7400 D MANOR CARE INC NEW COM 56405510 1734 48957 SH SHARED 02 48957 D MANOR CARE INC NEW COM 56405510 9978 281627 SH SHARED 10 281627 D MANPOWER INC COM 56418H10 11977 247974 SH SHARED 247974 D MANPOWER INC COM 56418H10 1449 30000 SH SHARED 01 28500 1500 D MANPOWER INC COM 56418H10 2652 54909 SH SHARED 02 54909 D MANPOWER INC COM 56418H10 31 650 SH SHARED 06 650 D MANPOWER INC COM 56418H10 1753 36300 SH SHARED 10 36300 D MANTECH INTL CORP CL A 56456310 1511 63689 SH SHARED 63689 D MANTECH INTL CORP CL A 56456310 459 19362 SH SHARED 02 19362 D MANTECH INTL CORP CL A 56456310 185 7800 SH SHARED 10 7800 D MAPICS INC COM 56491010 493 46900 SH SHARED 46900 D MAPICS INC COM 56491010 48 4627 SH SHARED 02 4627 D MAPICS INC COM 56491010 100 9600 SH SHARED 10 9600 D MANULIFE FINL CORP COM 56501R10 39984 865460 SH SHARED 861660 3800 D MANULIFE FINL CORP COM 56501R10 1507 32623 SH SHARED 01 26210 6413 D MANULIFE FINL CORP COM 56501R10 15 341 SH SHR/OTHR 01 341 D MANULIFE FINL CORP COM 56501R10 65212 1411517 SH SHARED 02 1411517 D MANULIFE FINL CORP COM 56501R10 24 537 SH SHARED 05 537 D MANULIFE FINL CORP COM 56501R10 160 3466 SH SHARED 06 3466 D MANULIFE FINL CORP COM 56501R10 9113 197255 SH SHARED 10 197255 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 6327 6900000 PRN SHARED 6900000 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 10273 11203000 PRN SHARED 02 11203000 D MANUGISTICS GROUP INC COM 56501110 479 167138 SH SHARED 167138 D MANUGISTICS GROUP INC COM 56501110 1 405 SH SHARED 02 405 D MANUGISTICS GROUP INC COM 56501110 82 28800 SH SHARED 10 28800 D MAPINFO CORP COM 56510510 682 56951 SH SHARED 56951 D MAPINFO CORP COM 56510510 107 8983 SH SHARED 02 8983 D MAPINFO CORP COM 56510510 80 6700 SH SHARED 10 6700 D MARATHON OIL CORP COM 56584910 103339 2747658 SH SHARED 2747408 250 D MARATHON OIL CORP COM 56584910 1484 39481 SH SHARED 01 39481 D MARATHON OIL CORP COM 56584910 82 2201 SH SHR/OTHR 01 2201 D MARATHON OIL CORP COM 56584910 21916 582726 SH SHARED 02 582726 D MARATHON OIL CORP COM 56584910 14081 374400 SH SHARED 04 374400 D MARATHON OIL CORP COM 56584910 15 400 SH SHARED 05 400 D MARATHON OIL CORP COM 56584910 10507 279393 SH SHARED 06 279393 D MARATHON OIL CORP COM 56584910 14560 387154 SH SHARED 10 387154 D MARCHEX INC CL B 56624R10 157 7514 SH SHARED 7514 D MARCHEX INC CL B 56624R10 105 5000 SH SHARED 01 5000 D MARCHEX INC CL B 56624R10 4 200 SH SHARED 02 200 D MARCONI CORP PLC NEW SPONSORED ADR 56630M10 27 1332 SH SHARED 02 1332 D MARCUS CORP COM 56633010 1244 49501 SH SHARED 49501 D MARCUS CORP COM 56633010 55 2212 SH SHARED 01 2212 D MARCUS CORP COM 56633010 558 22206 SH SHARED 02 22206 D MARCUS CORP COM 56633010 154 6150 SH SHARED 10 6150 D MARINEMAX INC COM 56790810 997 33529 SH SHARED 33529 D MARINEMAX INC COM 56790810 122 4100 SH SHARED 10 4100 D MARINE PRODS CORP COM 56842710 404 15508 SH SHARED 15508 D MARINE PRODS CORP COM 56842710 37 1440 SH SHARED 01 1440 D MARINE PRODS CORP COM 56842710 11 445 SH SHARED 02 445 D MARINE PRODS CORP COM 56842710 86 3300 SH SHARED 10 3300 D MARITRANS INC COM 57036310 0 8 SH SHARED 02 8 D MARKEL CORP NOTE 6/0 570535AC 10803 25009000 PRN SHARED 25009000 D MARKEL CORP COM 57053510 2016 5539 SH SHARED 5539 D MARKEL CORP COM 57053510 36 100 SH SHARED 01 100 D MARKEL CORP COM 57053510 548 1507 SH SHARED 02 1507 D MARKEL CORP COM 57053510 327 900 SH SHARED 10 900 D MARKETAXESS HLDGS INC COM 57060D10 158 9300 SH SHARED 9300 D MARKETAXESS HLDGS INC COM 57060D10 62 3700 SH SHARED 10 3700 D MARKETWATCH INC COM 57061910 466 25909 SH SHARED 25909 D MARKETWATCH INC COM 57061910 11394 633024 SH SHARED 02 633024 D MARKETWATCH INC COM 57061910 99 5500 SH SHARED 10 5500 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 34 707 SH SHARED 707 D MARLIN BUSINESS SVCS CORP COM 57115710 201 10631 SH SHARED 10631 D MARLIN BUSINESS SVCS CORP COM 57115710 3944 207600 SH SHARED 01 207600 D MARLIN BUSINESS SVCS CORP COM 57115710 3 200 SH SHARED 02 200 D MARLIN BUSINESS SVCS CORP COM 57115710 589 31000 SH SHARED 05 31000 D MARLIN BUSINESS SVCS CORP COM 57115710 589 31000 SH SHARED 10 31000 D MARSH & MCLENNAN COS INC COM 57174810 93382 2838359 SH SHARED 2788259 50100 D MARSH & MCLENNAN COS INC COM 57174810 2586 78623 SH SHARED 01 77723 900 D MARSH & MCLENNAN COS INC COM 57174810 134 4100 SH SHR/OTHR 01 2500 1600 D MARSH & MCLENNAN COS INC COM 57174810 23241 706425 SH SHARED 02 706425 D MARSH & MCLENNAN COS INC COM 57174810 607 18452 SH SHARED 05 6800 11652 D MARSH & MCLENNAN COS INC COM 57174810 328 9991 SH SHARED 06 9991 D MARSH & MCLENNAN COS INC COM 57174810 21953 667270 SH SHARED 10 667270 D MARSHALL & ILSLEY CORP COM 57183410 32831 742801 SH SHARED 742801 D MARSHALL & ILSLEY CORP COM 57183410 1914 43318 SH SHARED 01 29398 13920 D MARSHALL & ILSLEY CORP COM 57183410 3996 90408 SH SHARED 02 90408 D MARSHALL & ILSLEY CORP COM 57183410 274 6200 SH SHARED 06 6200 D MARSHALL & ILSLEY CORP COM 57183410 9543 215923 SH SHARED 10 215923 D MARRIOTT INTL INC NEW CL A 57190320 39293 623905 SH SHARED 623905 D MARRIOTT INTL INC NEW CL A 57190320 98072 1557207 SH SHARED 01 49244 1507963 D MARRIOTT INTL INC NEW CL A 57190320 9669 153538 SH SHR/OTHR 01 153538 D MARRIOTT INTL INC NEW CL A 57190320 5212 82772 SH SHARED 02 82772 D MARRIOTT INTL INC NEW CL A 57190320 6235 99000 SH SHARED 04 99000 D MARRIOTT INTL INC NEW CL A 57190320 6 100 SH SHARED 05 100 D MARRIOTT INTL INC NEW CL A 57190320 2162 34330 SH SHARED 06 34330 D MARRIOTT INTL INC NEW CL A 57190320 17367 275764 SH SHARED 10 275764 D MARSHALL EDWARDS INC COM 57232230 115 12875 SH SHARED 12875 D MARSHALL EDWARDS INC COM 57232230 15 1765 SH SHARED 02 1765 D MARTEK BIOSCIENCES CORP COM 57290110 300 5868 SH SHARED 5868 D MARTEK BIOSCIENCES CORP COM 57290110 16 325 SH SHARED 01 325 D MARTEK BIOSCIENCES CORP COM 57290110 25 500 SH SHR/OTHR 01 500 D MARTEK BIOSCIENCES CORP COM 57290110 522 10203 SH SHARED 02 10203 D MARTEK BIOSCIENCES CORP COM 57290110 225 4400 SH SHARED 10 4400 D MARTEN TRANS LTD COM 57307510 607 26727 SH SHARED 26727 D MARTEN TRANS LTD COM 57307510 3643 160300 SH SHARED 01 160300 D MARTEN TRANS LTD COM 57307510 137 6061 SH SHARED 02 6061 D MARTEN TRANS LTD COM 57307510 505 22250 SH SHARED 05 22250 D MARTEN TRANS LTD COM 57307510 558 24550 SH SHARED 10 24550 D MARTHA STEWART LIVING OMNIME CL A 57308310 660 22773 SH SHARED 22773 D MARTHA STEWART LIVING OMNIME CL A 57308310 29 1000 SH SHARED 01 1000 D MARTHA STEWART LIVING OMNIME CL A 57308310 14 502 SH SHARED 02 502 D MARTHA STEWART LIVING OMNIME CL A 57308310 148 5122 SH SHARED 10 5122 D MARTIN MARIETTA MATLS INC COM 57328410 3214 59900 SH SHARED 59900 D MARTIN MARIETTA MATLS INC COM 57328410 1261 23506 SH SHARED 01 23506 D MARTIN MARIETTA MATLS INC COM 57328410 34 639 SH SHR/OTHR 01 639 D MARTIN MARIETTA MATLS INC COM 57328410 898 16741 SH SHARED 02 16741 D MARTIN MARIETTA MATLS INC COM 57328410 2586 48200 SH SHARED 10 48200 D MARVEL ENTERPRISES INC COM 57383M10 4730 230960 SH SHARED 230960 D MARVEL ENTERPRISES INC COM 57383M10 3767 183963 SH SHARED 02 183963 D MARVEL ENTERPRISES INC COM 57383M10 2375 116007 SH SHARED 10 116007 D MASCO CORP COM 57459910 48921 1339201 SH SHARED 1339201 D MASCO CORP COM 57459910 6737 184442 SH SHARED 01 160392 24050 D MASCO CORP COM 57459910 154 4220 SH SHR/OTHR 01 3420 800 D MASCO CORP COM 57459910 15960 436915 SH SHARED 02 436915 D MASCO CORP COM 57459910 1826 50000 SH SHARED 04 50000 D MASCO CORP COM 57459910 18 500 SH SHARED 05 500 D MASCO CORP COM 57459910 5601 153350 SH SHARED 06 153350 D MASCO CORP COM 57459910 21169 579518 SH SHARED 10 579518 D MASONITE INTL CORP COM 57538410 252 7345 SH SHARED 7345 D MASONITE INTL CORP COM 57538410 382 11122 SH SHARED 02 11122 D MASONITE INTL CORP COM 57538410 422 12300 SH SHARED 10 12300 D MASSBANK CORP READ MASS COM 57615210 0 4 SH SHARED 02 4 D MASSEY ENERGY CORP COM 57620610 1112 31823 SH SHARED 31823 D MASSEY ENERGY CORP COM 57620610 346 9900 SH SHARED 01 9900 D MASSEY ENERGY CORP COM 57620610 688 19709 SH SHARED 02 19709 D MASTEC INC COM 57632310 562 55651 SH SHARED 55651 D MASTEC INC COM 57632310 207 20500 SH SHARED 01 20500 D MASTEC INC COM 57632310 28 2847 SH SHARED 02 2847 D MASTEC INC COM 57632310 77 7700 SH SHARED 10 7700 D MATAV-CABLE SYS MEDIA LTD SPONSORED ADR 57656110 36 2451 SH SHARED 02 2451 D MATERIAL SCIENCES CORP COM 57667410 0 12 SH SHARED 02 12 D MATRIA HEALTHCARE INC COM NEW 57681720 943 24138 SH SHARED 24138 D MATRIA HEALTHCARE INC COM NEW 57681720 4418 113100 SH SHARED 01 113100 D MATRIA HEALTHCARE INC COM NEW 57681720 914 23419 SH SHARED 02 23419 D MATRIA HEALTHCARE INC COM NEW 57681720 597 15300 SH SHARED 05 15300 D MATRIA HEALTHCARE INC COM NEW 57681720 785 20100 SH SHARED 10 20100 D MATRITECH INC COM 57681810 318 300800 SH SHARED 300800 D MATRIXX INITIATIVES INC COM 57685L10 14 1295 SH SHARED 1295 D MATRIXONE INC COM 57685P30 962 147000 SH SHARED 147000 D MATRIXONE INC COM 57685P30 1033 157800 SH SHARED 01 157800 D MATRIXONE INC COM 57685P30 310 47432 SH SHARED 02 47432 D MATRIXONE INC COM 57685P30 134 20500 SH SHARED 10 20500 D MATRIX SVC CO COM 57685310 492 61074 SH SHARED 61074 D MATRIX SVC CO COM 57685310 112 13900 SH SHARED 01 13900 D MATRIX SVC CO COM 57685310 2 266 SH SHARED 02 266 D MATRIX SVC CO COM 57685310 83 10400 SH SHARED 10 10400 D MATSUSHITA ELEC INDL ADR 57687920 271 16928 SH SHARED 16928 D MATTEL INC COM 57708110 19953 1023760 SH SHARED 1020960 2800 D MATTEL INC COM 57708110 853 43809 SH SHARED 01 43809 D MATTEL INC COM 57708110 3736 191734 SH SHARED 02 191734 D MATTEL INC COM 57708110 5 300 SH SHARED 05 300 D MATTEL INC COM 57708110 122 6300 SH SHARED 06 6300 D MATTEL INC COM 57708110 10803 554287 SH SHARED 10 554287 D MATTHEWS INTL CORP CL A 57712810 2301 62552 SH SHARED 62552 D MATTHEWS INTL CORP CL A 57712810 691 18800 SH SHARED 01 18800 D MATTHEWS INTL CORP CL A 57712810 161 4385 SH SHARED 02 4385 D MATTHEWS INTL CORP CL A 57712810 482 13100 SH SHARED 10 13100 D MATTSON TECHNOLOGY INC COM 57722310 820 73151 SH SHARED 73151 D MATTSON TECHNOLOGY INC COM 57722310 25 2300 SH SHARED 01 2300 D MATTSON TECHNOLOGY INC COM 57722310 21 1902 SH SHARED 02 1902 D MATTSON TECHNOLOGY INC COM 57722310 202 18100 SH SHARED 10 18100 D MAUI LD & PINEAPPLE INC COM 57734510 231 5900 SH SHARED 5900 D MAUI LD & PINEAPPLE INC COM 57734510 9 250 SH SHARED 02 250 D MAUI LD & PINEAPPLE INC COM 57734510 74 1900 SH SHARED 10 1900 D MAXIM INTEGRATED PRODS INC COM 57772K10 176560 4165150 SH SHARED 4165150 D MAXIM INTEGRATED PRODS INC COM 57772K10 30704 724332 SH SHARED 01 713243 3000 8089 D MAXIM INTEGRATED PRODS INC COM 57772K10 15 375 SH SHR/OTHR 01 375 D MAXIM INTEGRATED PRODS INC COM 57772K10 33214 783543 SH SHARED 02 783543 D MAXIM INTEGRATED PRODS INC COM 57772K10 1526 36000 SH SHARED 03 36000 D MAXIM INTEGRATED PRODS INC COM 57772K10 1386 32700 SH SHARED 05 32700 D MAXIM INTEGRATED PRODS INC COM 57772K10 239 5650 SH SHARED 06 5650 D MAXIM INTEGRATED PRODS INC COM 57772K10 24139 569467 SH SHARED 10 569467 D MAXIM PHARMACEUTICALS INC COM 57772M10 614 203450 SH SHARED 118850 84600 D MAXIM PHARMACEUTICALS INC COM 57772M10 4 1400 SH SHARED 02 1400 D MAXIM PHARMACEUTICALS INC COM 57772M10 51 17100 SH SHARED 10 17100 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 1024 1006500 PRN SHARED 1006500 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 4189 4115000 PRN SHARED 02 4115000 D MAXTOR CORP COM NEW 57772920 2039 384750 SH SHARED 384750 D MAXTOR CORP COM NEW 57772920 2 400 SH SHARED 01 400 D MAXTOR CORP COM NEW 57772920 5327 1005122 SH SHARED 02 1005122 D MAXWELL TECHNOLOGIES INC COM 57776710 203 20036 SH SHARED 20036 D MAXWELL TECHNOLOGIES INC COM 57776710 5 496 SH SHARED 02 496 D MAXWELL TECHNOLOGIES INC COM 57776710 34 3400 SH SHARED 10 3400 D MAXYGEN INC COM 57777610 522 40880 SH SHARED 40880 D MAXYGEN INC COM 57777610 0 17 SH SHARED 02 17 D MAXYGEN INC COM 57777610 103 8100 SH SHARED 10 8100 D MAY DEPT STORES CO COM 57777810 372888 12683283 SH SHARED 12609133 74150 D MAY DEPT STORES CO COM 57777810 110085 3744393 SH SHARED 01 2897749 88600 758044 D MAY DEPT STORES CO COM 57777810 3048 103679 SH SHARED 02 103679 D MAY DEPT STORES CO COM 57777810 4456 151596 SH SHARED 04 151596 D MAY DEPT STORES CO COM 57777810 8 300 SH SHARED 05 300 D MAY DEPT STORES CO COM 57777810 592 20168 SH SHARED 06 20168 D MAY DEPT STORES CO COM 57777810 27041 919776 SH SHARED 10 919776 D MAVERICK TUBE CORP COM 57791410 5454 180021 SH SHARED 180021 D MAVERICK TUBE CORP COM 57791410 1548 51100 SH SHARED 01 51100 D MAVERICK TUBE CORP COM 57791410 97 3212 SH SHARED 02 3212 D MAVERICK TUBE CORP COM 57791410 490 16183 SH SHARED 10 16183 D MAXIMUS INC COM 57793310 1573 50562 SH SHARED 50562 D MAXIMUS INC COM 57793310 629 20222 SH SHARED 01 20222 D MAXIMUS INC COM 57793310 9 304 SH SHARED 02 304 D MAXIMUS INC COM 57793310 202 6500 SH SHARED 10 6500 D MAYORS JEWELERS INC DEL COM 57846210 0 167 SH SHARED 167 D MAYORS JEWELERS INC DEL COM 57846210 0 633 SH SHARED 02 633 D MAYTAG CORP COM 57859210 202 9600 SH SHARED 9600 D MAYTAG CORP COM 57859210 13541 641757 SH SHARED 641757 D MAYTAG CORP COM 57859210 252 11950 SH SHARED 01 11950 D MAYTAG CORP COM 57859210 2430 115208 SH SHR/OTHR 01 115208 D MAYTAG CORP COM 57859210 7127 337796 SH SHARED 02 337796 D MAYTAG CORP COM 57859210 2 100 SH SHARED 05 100 D MAYTAG CORP COM 57859210 22 1050 SH SHARED 06 1050 D MAYTAG CORP COM 57859210 1614 76537 SH SHARED 10 76537 D MBT FINL CORP COM 57887710 615 26446 SH SHARED 26446 D MBT FINL CORP COM 57887710 62 2700 SH SHARED 01 2700 D MBT FINL CORP COM 57887710 155 6700 SH SHARED 10 6700 D MCAFEE INC COM 57906410 5082 175690 SH SHARED 174690 1000 D MCAFEE INC COM 57906410 1336 46182 SH SHARED 01 46182 D MCAFEE INC COM 57906410 2807 97032 SH SHARED 02 97032 D MCAFEE INC COM 57906410 22362 773000 SH SHARED 04 773000 D MCAFEE INC COM 57906410 558 19300 SH SHARED 06 19300 D MCAFEE INC COM 57906410 1721 59495 SH SHARED 10 59495 D MCCLATCHY CO CL A 57948910 742 10346 SH SHARED 10346 D MCCLATCHY CO CL A 57948910 111 1550 SH SHARED 01 1550 D MCCLATCHY CO CL A 57948910 460 6415 SH SHARED 02 6415 D MCCORMICK & CO INC COM NON VTG 57978020 13115 339776 SH SHARED 339776 D MCCORMICK & CO INC COM NON VTG 57978020 108 2800 SH SHARED 01 2800 D MCCORMICK & CO INC COM NON VTG 57978020 2068 53582 SH SHARED 02 53582 D MCCORMICK & CO INC COM NON VTG 57978020 1544 40000 SH SHARED 04 40000 D MCCORMICK & CO INC COM NON VTG 57978020 38 1000 SH SHARED 06 1000 D MCCORMICK & CO INC COM NON VTG 57978020 5994 155309 SH SHARED 10 155309 D MCDATA CORP NOTE 2.250% 2/1 580031AD 10450 11165000 PRN SHARED 02 11165000 D MCDATA CORP CL B 58003110 838 148899 SH SHARED 148899 D MCDATA CORP CL B 58003110 104 18487 SH SHARED 02 18487 D MCDATA CORP CL A 58003120 3728 625657 SH SHARED 625643 14 D MCDATA CORP CL A 58003120 461 77442 SH SHARED 01 77441 1 D MCDATA CORP CL A 58003120 6 1145 SH SHR/OTHR 01 14 1131 D MCDATA CORP CL A 58003120 9126 1531303 SH SHARED 02 1531303 D MCDATA CORP CL A 58003120 431 72400 SH SHARED 10 72400 D MCDERMOTT INTL INC COM 58003710 5 300 SH SHARED 300 D MCDERMOTT INTL INC COM 58003710 0 1 SH SHARED 01 1 D MCDONALDS CORP COM 58013510 312804 9756849 SH SHARED 9594785 162064 D MCDONALDS CORP COM 58013510 168452 5254280 SH SHARED 01 3070664 1263400 920216 D MCDONALDS CORP COM 58013510 6149 191827 SH SHR/OTHR 01 144817 47010 D MCDONALDS CORP COM 58013510 17011 530617 SH SHARED 02 530617 D MCDONALDS CORP COM 58013510 12275 382900 SH SHARED 03 382900 D MCDONALDS CORP COM 58013510 2725 85000 SH SHARED 04 85000 D MCDONALDS CORP COM 58013510 9640 300700 SH SHARED 05 290400 10300 D MCDONALDS CORP COM 58013510 561 17512 SH SHARED 06 17512 D MCDONALDS CORP COM 58013510 490 15300 SH SHARED 07 15300 D MCDONALDS CORP COM 58013510 1183 36900 SH SHARED 09 36900 D MCDONALDS CORP COM 58013510 62285 1942769 SH SHARED 10 1942769 D MCG CAPITAL CORP COM 58047P10 1240 72432 SH SHARED 72432 D MCG CAPITAL CORP COM 58047P10 1240 72400 SH SHARED 01 72400 D MCG CAPITAL CORP COM 58047P10 294 17206 SH SHARED 02 17206 D MCG CAPITAL CORP COM 58047P10 280 16400 SH SHARED 10 16400 D MCGRATH RENTCORP COM 58058910 912 20917 SH SHARED 20917 D MCGRATH RENTCORP COM 58058910 78 1800 SH SHARED 01 1800 D MCGRATH RENTCORP COM 58058910 17 402 SH SHARED 02 402 D MCGRATH RENTCORP COM 58058910 130 3000 SH SHARED 10 3000 D MCGRAW HILL COS INC COM 58064510 71843 784830 SH SHARED 784830 D MCGRAW HILL COS INC COM 58064510 210919 2304121 SH SHARED 01 1126226 340900 836995 D MCGRAW HILL COS INC COM 58064510 182591 1994665 SH SHR/OTHR 01 1871126 123539 D MCGRAW HILL COS INC COM 58064510 6623 72357 SH SHARED 02 72357 D MCGRAW HILL COS INC COM 58064510 18079 197500 SH SHARED 04 197500 D MCGRAW HILL COS INC COM 58064510 18 200 SH SHARED 05 200 D MCGRAW HILL COS INC COM 58064510 3874 42326 SH SHARED 06 42326 D MCGRAW HILL COS INC COM 58064510 21226 231879 SH SHARED 10 231879 D MCKESSON CORP COM 58155Q10 45830 1456800 SH SHARED 1451800 5000 D MCKESSON CORP COM 58155Q10 1803 57327 SH SHARED 01 54527 2800 D MCKESSON CORP COM 58155Q10 25 800 SH SHR/OTHR 01 800 D MCKESSON CORP COM 58155Q10 9727 309199 SH SHARED 02 309199 D MCKESSON CORP COM 58155Q10 19511 620200 SH SHARED 04 620200 D MCKESSON CORP COM 58155Q10 10 348 SH SHARED 05 348 D MCKESSON CORP COM 58155Q10 2609 82950 SH SHARED 06 82950 D MCKESSON CORP COM 58155Q10 10704 340260 SH SHARED 10 340260 D MCLEODUSA INC CL A 58226670 0 11 SH SHARED 11 D MCLEODUSA INC CL A 58226670 157 218699 SH SHARED 02 218699 D MCMORAN EXPLORATION CO COM 58241110 1920 102684 SH SHARED 102684 D MCMORAN EXPLORATION CO COM 58241110 5 302 SH SHARED 02 302 D MCMORAN EXPLORATION CO COM 58241110 166 8900 SH SHARED 10 8900 D MCRAE INDS INC CL A 58275720 13 1200 SH SHARED 02 1200 D MEADE INSTRUMENTS CORP COM 58306210 53 15500 SH SHARED 15500 D MEADE INSTRUMENTS CORP COM 58306210 125 36500 SH SHARED 02 36500 D MEADOW VY CORP COM 58318510 156 39344 SH SHARED 02 39344 D MEADOWBROOK INS GROUP INC COM 58319P10 83 16800 SH SHARED 02 16800 D MEADWESTVACO CORP COM 58333410 27440 809699 SH SHARED 808856 843 D MEADWESTVACO CORP COM 58333410 5448 160769 SH SHARED 01 102854 57915 D MEADWESTVACO CORP COM 58333410 6641 195978 SH SHARED 02 195978 D MEADWESTVACO CORP COM 58333410 6 200 SH SHARED 05 200 D MEADWESTVACO CORP COM 58333410 59 1750 SH SHARED 06 1750 D MEADWESTVACO CORP COM 58333410 10964 323518 SH SHARED 10 323518 D MEASUREMENT SPECIALTIES INC COM 58342110 499 19616 SH SHARED 19616 D MEASUREMENT SPECIALTIES INC COM 58342110 4585 180100 SH SHARED 01 180100 D MEASUREMENT SPECIALTIES INC COM 58342110 10 400 SH SHARED 02 400 D MEASUREMENT SPECIALTIES INC COM 58342110 633 24900 SH SHARED 05 24900 D MEASUREMENT SPECIALTIES INC COM 58342110 720 28300 SH SHARED 10 28300 D MECHANICAL TECHNOLOGY INC COM 58353810 33 5500 SH SHARED 5500 D MECHANICAL TECHNOLOGY INC COM 58353810 27 4487 SH SHARED 02 4487 D MECHEL STEEL GROUP OAO SPONSORED ADR 58384010 1318 59000 SH SHARED 59000 D MECHEL STEEL GROUP OAO SPONSORED ADR 58384010 8253 369300 SH SHARED 01 369300 D MECHEL STEEL GROUP OAO SPONSORED ADR 58384010 12270 549000 SH SHARED 04 549000 D MECHEL STEEL GROUP OAO SPONSORED ADR 58384010 4680 209400 SH SHARED 05 209400 D MECHEL STEEL GROUP OAO SPONSORED ADR 58384010 3352 150000 SH SHARED 06 150000 D MECHEL STEEL GROUP OAO SPONSORED ADR 58384010 84 3800 SH SHARED 10 3800 D MECHEL STEEL GROUP OAO SPONSORED ADR 58384010 4011 179500 SH SHARED 12 179500 D MEDAREX INC NOTE 4.250% 8/1 583916AE 4265 2500000 PRN SHARED 02 2500000 D MEDAREX INC COM 58391610 2184 202614 SH SHARED 202614 D MEDAREX INC COM 58391610 158 14700 SH SHARED 01 14700 D MEDAREX INC COM 58391610 2537 235414 SH SHARED 02 235414 D MEDAREX INC COM 58391610 9917 920000 SH SHARED 04 920000 D MEDAREX INC COM 58391610 107 10000 SH SHARED 06 10000 D MEDAREX INC COM 58391610 759 70500 SH SHARED 10 70500 D MED-DESIGN CORP COM 58392610 0 149 SH SHARED 149 D MED-DESIGN CORP COM 58392610 0 566 SH SHARED 02 566 D MEDALLION FINL CORP COM 58392810 95 9896 SH SHARED 9896 D MEDALLION FINL CORP COM 58392810 0 16 SH SHARED 02 16 D MEDCATH CORP COM 58404W10 269 10927 SH SHARED 10927 D MEDCATH CORP COM 58404W10 1012 41100 SH SHARED 01 41100 D MEDCATH CORP COM 58404W10 9 400 SH SHARED 02 400 D MEDCATH CORP COM 58404W10 845 34300 SH SHARED 10 34300 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 62885 1511680 SH SHARED 1504626 7054 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 6672 160405 SH SHARED 01 128131 3947 28327 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 7533 181089 SH SHR/OTHR 01 32366 148723 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 7188 172804 SH SHARED 02 172804 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1664 40000 SH SHARED 04 40000 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 10 253 SH SHARED 05 205 48 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 135 3260 SH SHARED 06 3260 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 119594 2874868 SH SHARED 10 2874868 D MEDIA GEN INC CL A 58440410 1741 26873 SH SHARED 26873 D MEDIA GEN INC CL A 58440410 622 9600 SH SHARED 01 9600 D MEDIA GEN INC CL A 58440410 531 8208 SH SHARED 02 8208 D MEDIALINK WORLDWIDE INC COM 58445P10 166 47886 SH SHARED 02 47886 D MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA 2268 2303000 PRN SHARED 2303000 D MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA 1449 1472000 PRN SHARED 02 1472000 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 1423 227834 SH SHARED 227834 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 2136 341900 SH SHARED 01 341900 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 795 127347 SH SHARED 02 127347 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 1121 179500 SH SHARED 10 179500 D MEDIA SCIENCES INTL INC COM 58446X10 93 56200 SH SHARED 02 56200 D MEDICAL ACTION INDS INC COM 58449L10 728 36982 SH SHARED 36982 D MEDICAL ACTION INDS INC COM 58449L10 73 3706 SH SHARED 02 3706 D MEDICAL ACTION INDS INC COM 58449L10 86 4400 SH SHARED 10 4400 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 228 27847 SH SHARED 27847 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 66 8072 SH SHARED 02 8072 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 39 4800 SH SHARED 10 4800 D MEDICINES CO COM 58468810 4588 159334 SH SHARED 149220 10114 D MEDICINES CO COM 58468810 12530 435100 SH SHARED 01 435100 D MEDICINES CO COM 58468810 112 3909 SH SHARED 02 3909 D MEDICINES CO COM 58468810 13890 482300 SH SHARED 04 482300 D MEDICINES CO COM 58468810 144 5000 SH SHARED 06 5000 D MEDICINES CO COM 58468810 2810 97580 SH SHARED 10 97580 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 54050 50000000 PRN SHARED 50000000 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 24 700 SH SHARED 700 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1773 50515 SH SHARED 50515 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 6386 181900 SH SHARED 01 176600 5300 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 252 7183 SH SHARED 02 7183 D MEDIMMUNE INC NOTE 1.000% 7/1 584699AE 2997 3135000 PRN SHARED 3135000 D MEDIMMUNE INC COM 58469910 59915 2210091 SH SHARED 2207091 3000 D MEDIMMUNE INC COM 58469910 3688 136075 SH SHARED 01 124500 9100 2475 D MEDIMMUNE INC COM 58469910 105 3904 SH SHR/OTHR 01 3100 804 D MEDIMMUNE INC COM 58469910 10930 403206 SH SHARED 02 403206 D MEDIMMUNE INC COM 58469910 30985 1142950 SH SHARED 04 1142950 D MEDIMMUNE INC COM 58469910 4017 148200 SH SHARED 06 148200 D MEDIMMUNE INC COM 58469910 8842 326178 SH SHARED 10 326178 D MEDIFAST INC COM 58470H10 49 14000 SH SHARED 02 14000 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 20415 15525000 PRN SHARED 15525000 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 1271 967000 PRN SHARED 02 967000 D MEDICORE INC COM 58493110 113 12300 SH SHARED 02 12300 D MEDIWARE INFORMATION SYS INC COM 58494610 1 139 SH SHARED 139 D MEDIWARE INFORMATION SYS INC COM 58494610 168 13314 SH SHARED 02 13314 D MEDIS TECHNOLOGIES LTD COM 58500P10 660 36012 SH SHARED 36012 D MEDIS TECHNOLOGIES LTD COM 58500P10 10 592 SH SHARED 02 592 D MEDIS TECHNOLOGIES LTD COM 58500P10 81 4465 SH SHARED 10 4465 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 29944 29618515 PRN SHARED 29618515 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 3235 3200000 PRN SHARED 06 3200000 D MEDTRONIC INC COM 58505510 234538 4721936 SH SHARED 4653391 68545 D MEDTRONIC INC COM 58505510 135777 2733589 SH SHARED 01 1268361 743900 721328 D MEDTRONIC INC COM 58505510 11588 233300 SH SHR/OTHR 01 116971 116329 D MEDTRONIC INC COM 58505510 25335 510074 SH SHARED 02 510074 D MEDTRONIC INC COM 58505510 212324 4274700 SH SHARED 04 4274700 D MEDTRONIC INC COM 58505510 1535 30922 SH SHARED 05 30922 D MEDTRONIC INC COM 58505510 9902 199366 SH SHARED 06 199366 D MEDTRONIC INC COM 58505510 79080 1592116 SH SHARED 10 1592116 D MELLON FINL CORP COM 58551A10 68677 2207558 SH SHARED 2192558 15000 D MELLON FINL CORP COM 58551A10 11459 368367 SH SHARED 01 238496 129871 D MELLON FINL CORP COM 58551A10 11075 356013 SH SHR/OTHR 01 219181 136832 D MELLON FINL CORP COM 58551A10 7313 235101 SH SHARED 02 235101 D MELLON FINL CORP COM 58551A10 531 17100 SH SHARED 05 17100 D MELLON FINL CORP COM 58551A10 199 6400 SH SHARED 06 6400 D MELLON FINL CORP COM 58551A10 14813 476158 SH SHARED 10 476158 D MENS WEARHOUSE INC NOTE 3.125%10/1 587118AC 1 1200 PRN SHARED 1200 D MENS WEARHOUSE INC COM 58711810 6851 214366 SH SHARED 214366 D MENS WEARHOUSE INC COM 58711810 35 1105 SH SHARED 01 1105 D MENS WEARHOUSE INC COM 58711810 1016 31809 SH SHARED 02 31809 D MENS WEARHOUSE INC COM 58711810 376 11792 SH SHARED 10 11792 D MENTOR CORP MINN COM 58718810 3196 94749 SH SHARED 94749 D MENTOR CORP MINN COM 58718810 465 13800 SH SHARED 01 13800 D MENTOR CORP MINN COM 58718810 120 3569 SH SHARED 02 3569 D MENTOR CORP MINN COM 58718810 569 16892 SH SHARED 10 16892 D MENTOR GRAPHICS CORP NOTE 6.875% 6/1 587200AB 8563 8148000 PRN SHARED 02 8148000 D MENTOR GRAPHICS CORP FRNT 8/0 587200AD 23142 23050000 PRN SHARED 02 23050000 D MENTOR GRAPHICS CORP COM 58720010 35 2300 SH SHARED 2300 D MENTOR GRAPHICS CORP COM 58720010 2997 196042 SH SHARED 196042 D MENTOR GRAPHICS CORP COM 58720010 388 25400 SH SHARED 01 25400 D MENTOR GRAPHICS CORP COM 58720010 347 22718 SH SHARED 02 22718 D MENTOR GRAPHICS CORP COM 58720010 501 32800 SH SHARED 10 32800 D MERCANTILE BANK CORP COM 58737610 523 13249 SH SHARED 13249 D MERCANTILE BANK CORP COM 58737610 2729 69110 SH SHARED 01 69110 D MERCANTILE BANK CORP COM 58737610 3 100 SH SHARED 02 100 D MERCANTILE BANK CORP COM 58737610 333 8455 SH SHARED 05 8455 D MERCANTILE BANK CORP COM 58737610 474 12025 SH SHARED 10 12025 D MERCANTILE BANKSHARES CORP COM 58740510 6009 115125 SH SHARED 115125 D MERCANTILE BANKSHARES CORP COM 58740510 1597 30605 SH SHARED 01 24808 5797 D MERCANTILE BANKSHARES CORP COM 58740510 1437 27544 SH SHARED 02 27544 D MERCANTILE BANKSHARES CORP COM 58740510 4583 87800 SH SHARED 10 87800 D MERCER INS GROUP INC COM 58790210 99 7400 SH SHARED 02 7400 D MERCER INTL INC SH BEN INT 58805610 131 12309 SH SHARED 12309 D MERCHANTS BANCSHARES COM 58844810 153 5304 SH SHARED 02 5304 D MERCK & CO INC COM 58933110 758746 23607527 SH SHARED 23560357 47170 D MERCK & CO INC COM 58933110 68047 2117206 SH SHARED 01 1434572 682634 D MERCK & CO INC COM 58933110 68523 2132030 SH SHR/OTHR 01 345249 1786781 D MERCK & CO INC COM 58933110 73986 2302003 SH SHARED 02 2302003 D MERCK & CO INC COM 58933110 31611 983550 SH SHARED 04 983550 D MERCK & CO INC COM 58933110 708 22040 SH SHARED 05 2900 19140 D MERCK & CO INC COM 58933110 4219 131292 SH SHARED 06 131292 D MERCK & CO INC COM 58933110 178190 5544190 SH SHARED 10 5544190 D MERCURY AIR GROUP INC COM NEW 58935440 30 7600 SH SHARED 02 7600 D MERCURY COMPUTER SYS NOTE 2.000% 5/0 589378AB 675 570000 PRN SHARED 570000 D MERCURY COMPUTER SYS NOTE 2.000% 5/0 589378AB 7110 6000000 PRN SHARED 02 6000000 D MERCURY COMPUTER SYS COM 58937810 1369 46139 SH SHARED 46139 D MERCURY COMPUTER SYS COM 58937810 17 600 SH SHARED 01 600 D MERCURY COMPUTER SYS COM 58937810 2658 89580 SH SHARED 02 89580 D MERCURY COMPUTER SYS COM 58937810 276 9322 SH SHARED 10 9322 D MERCURY GENL CORP NEW COM 58940010 164 2742 SH SHARED 2742 D MERCURY GENL CORP NEW COM 58940010 115 1920 SH SHARED 01 1920 D MERCURY GENL CORP NEW COM 58940010 300 5021 SH SHARED 02 5021 D MERCURY INTERACTIVE CORP NOTE 4.750% 7/0 589405AB 31313 31407500 PRN SHARED 31407500 D MERCURY INTERACTIVE CORP NOTE 4.750% 7/0 589405AB 802 805000 PRN SHARED 02 805000 D MERCURY INTERACTIVE CORP NOTE 5/0 589405AD 7 6750 PRN SHARED 6750 D MERCURY INTERACTIVE CORP COM 58940510 25942 569542 SH SHARED 569542 D MERCURY INTERACTIVE CORP COM 58940510 23622 518600 SH SHARED 01 517000 1600 D MERCURY INTERACTIVE CORP COM 58940510 6604 145001 SH SHARED 02 145001 D MERCURY INTERACTIVE CORP COM 58940510 1320 29000 SH SHARED 04 29000 D MERCURY INTERACTIVE CORP COM 58940510 45 1000 SH SHARED 06 1000 D MERCURY INTERACTIVE CORP COM 58940510 4723 103699 SH SHARED 10 103699 D MEREDITH CORP COM 58943310 6525 120405 SH SHARED 120405 D MEREDITH CORP COM 58943310 1039 19172 SH SHARED 01 11172 8000 D MEREDITH CORP COM 58943310 951 17547 SH SHARED 02 17547 D MEREDITH CORP COM 58943310 2014 37172 SH SHARED 10 37172 D MERIDIAN BIOSCIENCE INC COM 58958410 21 1200 SH SHR/OTHR 01 200 1000 D MERIDIAN BIOSCIENCE INC COM 58958410 0 27 SH SHARED 02 27 D MERIDIAN RESOURCE CORP COM 58977Q10 803 132786 SH SHARED 132786 D MERIDIAN RESOURCE CORP COM 58977Q10 3472 574000 SH SHARED 01 574000 D MERIDIAN RESOURCE CORP COM 58977Q10 121 20001 SH SHARED 02 20001 D MERIDIAN RESOURCE CORP COM 58977Q10 1044 172600 SH SHARED 10 172600 D MERISTAR HOSPITALITY CORP NOTE 9.500% 4/0 58984YAJ 5320 4000000 PRN SHARED 11 4000000 D MERISTAR HOSPITALITY CORP COM 58984Y10 19117 2289567 SH SHARED 2289567 D MERISTAR HOSPITALITY CORP COM 58984Y10 38 4600 SH SHARED 01 4600 D MERISTAR HOSPITALITY CORP COM 58984Y10 162 19474 SH SHARED 02 19474 D MERISTAR HOSPITALITY CORP COM 58984Y10 256 30744 SH SHARED 10 30744 D MERISTAR HOSPITALITY CORP COM 58984Y10 1561 187000 SH SHARED 11 187000 D MERIT MED SYS INC COM 58988910 1254 82083 SH SHARED 82083 D MERIT MED SYS INC COM 58988910 1085 71022 SH SHARED 01 71022 D MERIT MED SYS INC COM 58988910 143 9403 SH SHARED 02 9403 D MERIT MED SYS INC COM 58988910 164 10744 SH SHARED 10 10744 D MERIDIAN GOLD INC COM 58997510 92 4900 SH SHARED 4900 D MERIDIAN GOLD INC COM 58997510 31201 1644800 SH SHARED 01 1644800 D MERIDIAN GOLD INC COM 58997510 443 23369 SH SHARED 02 23369 D MERIDIAN GOLD INC COM 58997510 1859 98000 SH SHARED 10 98000 D MERGE TECHNOLOGIES INC COM 58998110 571 25707 SH SHARED 25707 D MERGE TECHNOLOGIES INC COM 58998110 754 33900 SH SHARED 01 33900 D MERGE TECHNOLOGIES INC COM 58998110 20 900 SH SHARED 02 900 D MERGE TECHNOLOGIES INC COM 58998110 611 27500 SH SHARED 10 27500 D MERITAGE HOMES CORP COM 59001A10 2646 23480 SH SHARED 23480 D MERITAGE HOMES CORP COM 59001A10 126 1120 SH SHARED 01 1120 D MERITAGE HOMES CORP COM 59001A10 33 300 SH SHARED 02 300 D MERITAGE HOMES CORP COM 59001A10 450 4000 SH SHARED 10 4000 D MERIX CORP COM 59004910 1310 113782 SH SHARED 113782 D MERIX CORP COM 59004910 3712 322283 SH SHARED 02 322283 D MERIX CORP COM 59004910 103 9000 SH SHARED 10 9000 D MERRILL LYNCH & CO INC NOTE 5/2 590188A6 61 112000 PRN SHARED 02 112000 D MERRILL LYNCH & CO INC FRNT 3/1 590188A7 0 25000000 PRN SHARED 25000000 D MERRILL LYNCH & CO INC COM 59018810 307687 5147852 SH SHARED 5078043 69809 D MERRILL LYNCH & CO INC COM 59018810 180399 3018224 SH SHARED 01 2235795 50600 731829 D MERRILL LYNCH & CO INC COM 59018810 4310 72125 SH SHR/OTHR 01 37470 34655 D MERRILL LYNCH & CO INC COM 59018810 85240 1426139 SH SHARED 02 1426139 D MERRILL LYNCH & CO INC COM 59018810 2731 45700 SH SHARED 04 45700 D MERRILL LYNCH & CO INC COM 59018810 915 15320 SH SHARED 05 15320 D MERRILL LYNCH & CO INC COM 59018810 831 13910 SH SHARED 06 13910 D MERRILL LYNCH & CO INC COM 59018810 93613 1566223 SH SHARED 10 1566223 D MERRIMAC INDS INC COM 59026210 147 16400 SH SHARED 02 16400 D MESA AIR GROUP INC NOTE 2.482% 6/1 590479AB 983 2472000 PRN SHARED 2472000 D MESA AIR GROUP INC NOTE 2.115% 2/1 590479AD 9160 20000000 PRN SHARED 20000000 D MESA AIR GROUP INC COM 59047910 1236 155737 SH SHARED 155737 D MESA AIR GROUP INC COM 59047910 198 25000 SH SHARED 01 25000 D MESA AIR GROUP INC COM 59047910 963 121300 SH SHARED 02 121300 D MESA AIR GROUP INC COM 59047910 119 15100 SH SHARED 10 15100 D MESA LABS INC COM 59064R10 127 10000 SH SHARED 02 10000 D MESTEK INC COM 59082910 0 4 SH SHARED 02 4 D MET PRO CORP COM 59087630 10 800 SH SHARED 02 800 D META GROUP INC COM 59100210 168 17200 SH SHARED 02 17200 D METAL MGMT INC COM NEW 59109720 1574 58579 SH SHARED 58579 D METAL MGMT INC COM NEW 59109720 908 33800 SH SHARED 02 33800 D METAL MGMT INC COM NEW 59109720 188 7000 SH SHARED 10 7000 D METAL STORM LTD SPONSORED ADR 59112010 172 41516 SH SHARED 02 41516 D METALLICA RES INC COM 59125J10 46 37500 SH SHARED 37500 D METALS USA INC *W EXP 10/31/200 59132411 138 31000 SH SHARED 02 31000 D METALS USA INC COM NEW 59132420 820 44255 SH SHARED 44255 D METALS USA INC COM NEW 59132420 1909 102956 SH SHARED 02 102956 D METALS USA INC COM NEW 59132420 181 9800 SH SHARED 10 9800 D METASOLV INC COM 59139P10 0 19 SH SHARED 19 D METHANEX CORP COM 59151K10 59 3244 SH SHARED 3244 D METHANEX CORP COM 59151K10 9 500 SH SHARED 01 500 D METHANEX CORP COM 59151K10 22 1232 SH SHARED 02 1232 D METHANEX CORP COM 59151K10 460 25200 SH SHARED 10 25200 D METHODE ELECTRS INC COM 59152020 1333 103762 SH SHARED 103762 D METHODE ELECTRS INC COM 59152020 26 2100 SH SHARED 01 2100 D METHODE ELECTRS INC COM 59152020 1013 78909 SH SHARED 02 78909 D METHODE ELECTRS INC COM 59152020 157 12228 SH SHARED 10 12228 D METLIFE INC COM 59156R10 149493 3690296 SH SHARED 3682296 8000 D METLIFE INC COM 59156R10 79590 1964714 SH SHARED 01 823916 1074800 65998 D METLIFE INC COM 59156R10 16 400 SH SHR/OTHR 01 400 D METLIFE INC COM 59156R10 15067 371936 SH SHARED 02 371936 D METLIFE INC COM 59156R10 6700 165400 SH SHARED 03 165400 D METLIFE INC COM 59156R10 2025 50000 SH SHARED 04 50000 D METLIFE INC COM 59156R10 7921 195536 SH SHARED 05 168416 27120 D METLIFE INC COM 59156R10 3229 79709 SH SHARED 06 79709 D METLIFE INC COM 59156R10 561 13859 SH SHARED 07 13859 D METLIFE INC COM 59156R10 1340 33100 SH SHARED 09 33100 D METLIFE INC COM 59156R10 32647 805905 SH SHARED 10 805905 D METRIS COS INC COM 59159810 1910 149873 SH SHARED 149873 D METRIS COS INC COM 59159810 262 20600 SH SHARED 01 20600 D METRIS COS INC COM 59159810 4880 382747 SH SHARED 02 382747 D METRIS COS INC COM 59159810 5522 433150 SH SHARED 10 433150 D METRO GOLDWYN MAYER INC COM 59161010 1033 87034 SH SHARED 87034 D METRO GOLDWYN MAYER INC COM 59161010 11 1000 SH SHARED 01 1000 D METRO GOLDWYN MAYER INC COM 59161010 51720 4353586 SH SHARED 02 4353586 D METRO GOLDWYN MAYER INC COM 59161010 594 50000 SH SHARED 04 50000 D METRO ONE TELECOMMUNICATIONS COM 59163F10 94 59671 SH SHARED 02 59671 D METROGAS INC SPON ADR B 59167320 0 200 SH SHARED 02 200 D METROLOGIC INSTRS INC COM 59167610 869 40900 SH SHARED 40900 D METROLOGIC INSTRS INC COM 59167610 1088 51242 SH SHARED 02 51242 D METROLOGIC INSTRS INC COM 59167610 106 5000 SH SHARED 10 5000 D METROPOLITAN HEALTH NETWORKS COM 59214210 277 98000 SH SHARED 02 98000 D METTLER TOLEDO INTERNATIONAL COM 59268810 688 13427 SH SHARED 11611 1816 D METTLER TOLEDO INTERNATIONAL COM 59268810 35 700 SH SHARED 01 700 D METTLER TOLEDO INTERNATIONAL COM 59268810 228 4448 SH SHARED 02 4448 D MEXICO EQUITY & INCOME FD COM 59283410 4950 287154 SH SHARED 287154 D MEXICO FD INC COM 59283510 0 25 SH SHARED 25 D MEXICO FD INC COM 59283510 14 685 SH SHR/OTHR 01 685 D MICHAELS STORES INC COM 59408710 4892 163230 SH SHARED 163230 D MICHAELS STORES INC COM 59408710 2202 73500 SH SHARED 01 73500 D MICHAELS STORES INC COM 59408710 1990 66404 SH SHARED 02 66404 D MICHAELS STORES INC COM 59408710 24 806 SH SHARED 06 806 D MICHAELS STORES INC COM 59408710 11 370 SH SHARED 10 370 D MICREL INC COM 59479310 2759 250408 SH SHARED 250408 D MICREL INC COM 59479310 4911 445700 SH SHARED 01 445700 D MICREL INC COM 59479310 1855 168355 SH SHARED 02 168355 D MICREL INC COM 59479310 1485 134800 SH SHARED 10 134800 D MICROS SYS INC COM 59490110 2330 29855 SH SHARED 29855 D MICROS SYS INC COM 59490110 2349 30100 SH SHARED 01 30100 D MICROS SYS INC COM 59490110 104 1341 SH SHARED 02 1341 D MICROS SYS INC COM 59490110 545 6983 SH SHARED 10 6983 D MICROSOFT CORP COM 59491810 159 5980 SH SHARED 5980 D MICROSOFT CORP COM 59491810 1450894 54299932 SH SHARED 53083077 1216855 D MICROSOFT CORP COM 59491810 1017175 38067931 SH SHARED 01 19622801 11516460 6928670 D MICROSOFT CORP COM 59491810 38296 1433250 SH SHR/OTHR 01 525123 908127 D MICROSOFT CORP COM 59491810 152310 5700250 SH SHARED 02 5698100 2150 D MICROSOFT CORP COM 59491810 15299 572600 SH SHARED 03 572600 D MICROSOFT CORP COM 59491810 392021 14671450 SH SHARED 04 14671450 D MICROSOFT CORP COM 59491810 37935 1419732 SH SHARED 05 1033844 385888 D MICROSOFT CORP COM 59491810 33920 1269494 SH SHARED 06 1269494 D MICROSOFT CORP COM 59491810 2366 88580 SH SHARED 07 88580 D MICROSOFT CORP COM 59491810 6150 230200 SH SHARED 09 230200 D MICROSOFT CORP COM 59491810 375755 14062691 SH SHARED 10 14062691 D MICROVISION INC WASH COM 59496010 295 42244 SH SHARED 42244 D MICROVISION INC WASH COM 59496010 52 7500 SH SHARED 01 7500 D MICROVISION INC WASH COM 59496010 6 900 SH SHARED 02 900 D MICROVISION INC WASH COM 59496010 700 100000 SH SHARED 04 100000 D MICROVISION INC WASH COM 59496010 69 9900 SH SHARED 10 9900 D MICROSTRATEGY INC *W EXP 06/24/200 59497211 0 493 SH SHARED 01 493 D MICROSTRATEGY INC CL A NEW 59497240 2114 35100 SH SHARED 35100 D MICROSTRATEGY INC CL A NEW 59497240 2 46 SH SHARED 01 46 D MICROSTRATEGY INC CL A NEW 59497240 66 1102 SH SHARED 02 1102 D MICROSTRATEGY INC CL A NEW 59497240 5539 91943 SH SHARED 10 91943 D MICRO THERAPEUTICS INC COM 59500W10 93 25014 SH SHARED 25014 D MICRO THERAPEUTICS INC COM 59500W10 39 10583 SH SHARED 02 10583 D MICROCHIP TECHNOLOGY INC COM 59501710 22704 853872 SH SHARED 853872 D MICROCHIP TECHNOLOGY INC COM 59501710 55787 2098071 SH SHARED 01 1989521 108550 D MICROCHIP TECHNOLOGY INC COM 59501710 7003 263385 SH SHARED 02 263385 D MICROCHIP TECHNOLOGY INC COM 59501710 47 1800 SH SHARED 06 1800 D MICROCHIP TECHNOLOGY INC COM 59501710 4590 172648 SH SHARED 10 172648 D MICROMUSE INC COM 59509410 3279 590842 SH SHARED 590842 D MICROMUSE INC COM 59509410 190 34411 SH SHARED 02 34411 D MICROMUSE INC COM 59509410 5741 1034500 SH SHARED 10 1034500 D MICRON TECHNOLOGY INC NOTE 2.500% 2/0 595112AG 6908 5845000 PRN SHARED 5845000 D MICRON TECHNOLOGY INC NOTE 2.500% 2/0 595112AG 9489 8028000 PRN SHARED 02 8028000 D MICRON TECHNOLOGY INC COM 59511210 27854 2255462 SH SHARED 2210462 45000 D MICRON TECHNOLOGY INC COM 59511210 17307 1401430 SH SHARED 01 1388630 12800 D MICRON TECHNOLOGY INC COM 59511210 7098 574775 SH SHARED 02 574775 D MICRON TECHNOLOGY INC COM 59511210 111 9020 SH SHARED 03 9020 D MICRON TECHNOLOGY INC COM 59511210 11053 895000 SH SHARED 04 895000 D MICRON TECHNOLOGY INC COM 59511210 11 900 SH SHARED 05 900 D MICRON TECHNOLOGY INC COM 59511210 126 10236 SH SHARED 06 10236 D MICRON TECHNOLOGY INC COM 59511210 10840 877784 SH SHARED 10 877784 D MICROSEMI CORP COM 59513710 1951 112404 SH SHARED 112404 D MICROSEMI CORP COM 59513710 5770 332425 SH SHARED 01 331900 525 D MICROSEMI CORP COM 59513710 118 6834 SH SHR/OTHR 01 6834 D MICROSEMI CORP COM 59513710 2163 124598 SH SHARED 02 124598 D MICROSEMI CORP COM 59513710 1819 104788 SH SHARED 10 104788 D MICROTUNE INC DEL COM 59514P10 569 93271 SH SHARED 93271 D MICROTUNE INC DEL COM 59514P10 5189 849400 SH SHARED 01 66300 783100 D MICROTUNE INC DEL COM 59514P10 10 1700 SH SHARED 02 1700 D MICROTUNE INC DEL COM 59514P10 141 23100 SH SHARED 10 23100 D MICROTEK MEDICAL HLDGS INC COM 59515B10 429 105713 SH SHARED 105713 D MICROTEK MEDICAL HLDGS INC COM 59515B10 116 28800 SH SHARED 02 28800 D MICROTEK MEDICAL HLDGS INC COM 59515B10 56 13900 SH SHARED 10 13900 D MID-AMER APT CMNTYS INC COM 59522J10 1604 38937 SH SHARED 38937 D MID-AMER APT CMNTYS INC COM 59522J10 366 8900 SH SHARED 01 8900 D MID-AMER APT CMNTYS INC COM 59522J10 0 1 SH SHARED 02 1 D MID-AMER APT CMNTYS INC COM 59522J10 333 8100 SH SHARED 10 8100 D MID-STATE BANCSHARES COM 59544010 1303 45490 SH SHARED 45490 D MID-STATE BANCSHARES COM 59544010 17 600 SH SHARED 01 600 D MID-STATE BANCSHARES COM 59544010 0 6 SH SHARED 02 6 D MID-STATE BANCSHARES COM 59544010 275 9600 SH SHARED 10 9600 D MIDAS GROUP INC COM 59562610 642 32133 SH SHARED 32133 D MIDAS GROUP INC COM 59562610 262 13100 SH SHARED 01 13100 D MIDAS GROUP INC COM 59562610 637 31851 SH SHARED 02 31851 D MIDAS GROUP INC COM 59562610 148 7400 SH SHARED 10 7400 D MIDCAP SPDR TR UNIT SER 1 59563510 18314 151358 SH SHARED 151358 D MIDCAP SPDR TR UNIT SER 1 59563510 12303 101680 SH SHARED 01 2640 99040 D MIDCAP SPDR TR UNIT SER 1 59563510 1812 14980 SH SHR/OTHR 01 360 14620 D MIDCAP SPDR TR UNIT SER 1 59563510 16791 138776 SH SHARED 02 138776 D MIDDLEBURG FINANCIAL CORP COM 59609410 1651 44000 SH SHR/OTHR 01 44000 D MIDDLEBY CORP COM 59627810 866 17077 SH SHARED 17077 D MIDDLEBY CORP COM 59627810 2292 45200 SH SHARED 01 45200 D MIDDLEBY CORP COM 59627810 1747 34445 SH SHARED 02 34445 D MIDDLEBY CORP COM 59627810 182 3600 SH SHARED 10 3600 D MIDDLESEX WATER CO COM 59668010 393 20783 SH SHARED 20783 D MIDDLESEX WATER CO COM 59668010 135 7134 SH SHARED 01 200 6934 D MIDDLESEX WATER CO COM 59668010 0 1 SH SHARED 02 1 D MIDDLESEX WATER CO COM 59668010 47 2533 SH SHARED 10 2533 D MIDLAND CO COM 59748610 512 16389 SH SHARED 16389 D MIDLAND CO COM 59748610 1387 44360 SH SHARED 01 44360 D MIDLAND CO COM 59748610 0 2 SH SHARED 02 2 D MIDLAND CO COM 59748610 75 2400 SH SHARED 10 2400 D MIDWEST AIR GROUP INC COM 59791110 13 4600 SH SHARED 4600 D MIDWEST AIR GROUP INC COM 59791110 0 318 SH SHARED 02 318 D MIDWAY GAMES INC COM 59814810 1260 120052 SH SHARED 120052 D MIDWAY GAMES INC COM 59814810 3465 330022 SH SHARED 02 330022 D MIDWAY GAMES INC COM 59814810 180 17159 SH SHARED 10 17159 D MIDWEST BANC HOLDINGS INC COM 59825110 431 19712 SH SHARED 19712 D MIDWEST BANC HOLDINGS INC COM 59825110 0 3 SH SHARED 02 3 D MIDWEST BANC HOLDINGS INC COM 59825110 111 5100 SH SHARED 10 5100 D MIDWESTONE FINL GROUP INC COM 59851010 29 1400 SH SHARED 02 1400 D MIKOHN GAMING CORP COM 59862K10 4 397 SH SHARED 02 397 D MILACRON INC COM 59870910 167 49335 SH SHARED 49335 D MILACRON INC COM 59870910 0 1 SH SHARED 01 1 D MILACRON INC COM 59870910 0 10 SH SHARED 02 10 D MILACRON INC COM 59870910 71 21064 SH SHARED 10 21064 D MILLENNIUM PHARMACEUTICALS I NOTE 5.500% 1/1 599902AB 6 6000 PRN SHARED 6000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 20699 1705106 SH SHARED 1701606 3500 D MILLENNIUM PHARMACEUTICALS I COM 59990210 5167 425660 SH SHARED 01 397160 27000 1500 D MILLENNIUM PHARMACEUTICALS I COM 59990210 16 1350 SH SHR/OTHR 01 1350 D MILLENNIUM PHARMACEUTICALS I COM 59990210 10965 903262 SH SHARED 02 903262 D MILLENNIUM PHARMACEUTICALS I COM 59990210 12018 990000 SH SHARED 04 990000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 179 14800 SH SHARED 06 14800 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1694 139604 SH SHARED 10 139604 D MILLEA HOLDINGS INC ADR 60032R10 33 444 SH SHARED 444 D MILLEA HOLDINGS INC ADR 60032R10 12 167 SH SHARED 01 167 D MILLENNIUM CELL INC COM 60038B10 98 77323 SH SHARED 77323 D MILLER HERMAN INC COM 60054410 2078 75239 SH SHARED 75239 D MILLER HERMAN INC COM 60054410 635 23000 SH SHARED 01 23000 D MILLER HERMAN INC COM 60054410 735 26626 SH SHARED 02 26626 D MILLER INDS INC TENN COM NEW 60055120 7 700 SH SHARED 02 700 D MILLIPORE CORP COM 60107310 12545 251875 SH SHARED 251875 D MILLIPORE CORP COM 60107310 429 8616 SH SHARED 01 6616 2000 D MILLIPORE CORP COM 60107310 4078 81882 SH SHARED 02 81882 D MILLIPORE CORP COM 60107310 1837 36895 SH SHARED 10 36895 D MILLS CORP COM 60114810 6395 100300 SH SHARED 100300 D MILLS CORP COM 60114810 1242 19500 SH SHARED 01 19500 D MILLS CORP COM 60114810 377 5918 SH SHARED 02 5918 D MILLS CORP COM 60114810 250544 3929500 SH SHARED 11 3929500 D MINDSPEED TECHNOLOGIES INC COM 60268210 582 209494 SH SHARED 209494 D MINDSPEED TECHNOLOGIES INC COM 60268210 18 6664 SH SHARED 01 4864 1800 D MINDSPEED TECHNOLOGIES INC COM 60268210 1125 404852 SH SHARED 02 404852 D MINDSPEED TECHNOLOGIES INC COM 60268210 130 46900 SH SHARED 10 46900 D MINE SAFETY APPLIANCES CO COM 60272010 1978 39023 SH SHARED 39023 D MINE SAFETY APPLIANCES CO COM 60272010 133 2630 SH SHARED 01 2630 D MINE SAFETY APPLIANCES CO COM 60272010 65 1299 SH SHARED 02 1299 D MINE SAFETY APPLIANCES CO COM 60272010 425 8400 SH SHARED 10 8400 D MINEFINDERS LTD COM 60290010 48 7000 SH SHARED 7000 D MINEFINDERS LTD COM 60290010 94 13834 SH SHARED 02 13834 D MINERALS TECHNOLOGIES INC COM 60315810 4208 63096 SH SHARED 63096 D MINERALS TECHNOLOGIES INC COM 60315810 494 7410 SH SHARED 01 7410 D MINERALS TECHNOLOGIES INC COM 60315810 353 5305 SH SHARED 02 5305 D MINERALS TECHNOLOGIES INC COM 60315810 538 8068 SH SHARED 10 8068 D MIPS TECHNOLOGIES INC COM 60456710 764 77619 SH SHARED 77619 D MIPS TECHNOLOGIES INC COM 60456710 18 1900 SH SHARED 02 1900 D MIPS TECHNOLOGIES INC COM 60456710 175 17800 SH SHARED 10 17800 D MIRAMAR MINING CORP COM 60466E10 11 10000 SH SHARED 10000 D MIRAMAR MINING CORP COM 60466E10 6 5455 SH SHARED 02 5455 D MISONIX INC COM 60487110 232 35700 SH SHARED 02 35700 D MISSION RESOURCES CORP COM 60510910 673 115339 SH SHARED 115339 D MISSION RESOURCES CORP COM 60510910 30 5300 SH SHARED 01 5300 D MISSION RESOURCES CORP COM 60510910 46 7886 SH SHARED 02 7886 D MISSION RESOURCES CORP COM 60510910 108 18500 SH SHARED 10 18500 D MISSION WEST PPTYS INC COM 60520310 433 40721 SH SHARED 40721 D MISSION WEST PPTYS INC COM 60520310 0 60 SH SHARED 02 60 D MISSION WEST PPTYS INC COM 60520310 86 8100 SH SHARED 10 8100 D MITCHAM INDS INC COM 60650110 16 2500 SH SHARED 2500 D MITCHELLS & BUTLERS SPONS ADR NEW 60668M20 22 3443 SH SHARED 02 3443 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 312 30550 SH SHARED 30550 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 2275 222570 SH SHARED 01 222570 D MITSUI & CO LTD ADR 60682720 25 141 SH SHARED 01 141 D MITY ENTERPRISES INC COM 60685010 98 6600 SH SHARED 02 6600 D MOBIUS MGMT SYSTEMS INC COM 60692510 138 19053 SH SHARED 19053 D MOBIUS MGMT SYSTEMS INC COM 60692510 143 19816 SH SHARED 02 19816 D MOBILE MINI INC COM 60740F10 898 27187 SH SHARED 27187 D MOBILE MINI INC COM 60740F10 3 100 SH SHARED 01 100 D MOBILE MINI INC COM 60740F10 9 283 SH SHARED 02 283 D MOBILE MINI INC COM 60740F10 220 6674 SH SHARED 10 6674 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 196058 1415479 SH SHARED 1413479 2000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 14665 105884 SH SHARED 01 105884 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 91 658 SH SHARED 02 658 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 27494 198501 SH SHARED 04 198501 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 3051 22028 SH SHARED 05 22028 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 332 2400 SH SHARED 10 2400 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 3169 22884 SH SHARED 12 22884 D MOBILITY ELECTRONICS INC COM 60741U10 585 68207 SH SHARED 68207 D MOBILITY ELECTRONICS INC COM 60741U10 983 114668 SH SHARED 02 114668 D MOBILITY ELECTRONICS INC COM 60741U10 106 12400 SH SHARED 10 12400 D MOD PAC CORP COM 60749510 119 9400 SH SHARED 02 9400 D MODINE MFG CO COM 60782810 2692 79721 SH SHARED 79721 D MODINE MFG CO COM 60782810 337 10000 SH SHARED 01 10000 D MODINE MFG CO COM 60782810 266 7906 SH SHARED 02 7906 D MODINE MFG CO COM 60782810 354 10506 SH SHARED 10 10506 D MODTECH HLDGS INC COM 60783C10 51 6503 SH SHARED 6503 D MODTECH HLDGS INC COM 60783C10 51 6508 SH SHARED 02 6508 D MOHAWK INDS INC COM 60819010 7896 86541 SH SHARED 86541 D MOHAWK INDS INC COM 60819010 1779 19500 SH SHARED 01 19500 D MOHAWK INDS INC COM 60819010 1847 20245 SH SHARED 02 20245 D MOHAWK INDS INC COM 60819010 45 500 SH SHARED 06 500 D MOHAWK INDS INC COM 60819010 1122 12300 SH SHARED 10 12300 D MOLDFLOW CORP COM 60850710 67 4219 SH SHARED 4219 D MOLDFLOW CORP COM 60850710 47 2995 SH SHARED 02 2995 D MOLECULAR DEVICES CORP COM 60851C10 2223 110611 SH SHARED 110611 D MOLECULAR DEVICES CORP COM 60851C10 4504 224100 SH SHARED 01 224100 D MOLECULAR DEVICES CORP COM 60851C10 1031 51310 SH SHARED 02 51310 D MOLECULAR DEVICES CORP COM 60851C10 586 29200 SH SHARED 05 29200 D MOLECULAR DEVICES CORP COM 60851C10 922 45900 SH SHARED 10 45900 D MOLINA HEALTHCARE INC COM 60855R10 1170 25230 SH SHARED 25230 D MOLINA HEALTHCARE INC COM 60855R10 9 200 SH SHARED 02 200 D MOLINA HEALTHCARE INC COM 60855R10 162 3500 SH SHARED 10 3500 D MOLEX INC COM 60855410 25993 866455 SH SHARED 866455 D MOLEX INC COM 60855410 877 29264 SH SHARED 01 17058 12206 D MOLEX INC COM 60855410 4769 158999 SH SHARED 02 158999 D MOLEX INC COM 60855410 4745 158188 SH SHARED 10 158188 D MOLEX INC CL A 60855420 5745 215609 SH SHARED 215609 D MOLEX INC CL A 60855420 40 1525 SH SHARED 01 1525 D MOLEX INC CL A 60855420 21 823 SH SHR/OTHR 01 823 D MOLEX INC CL A 60855420 479 18000 SH SHARED 02 18000 D MOMENTA PHARMACEUTICALS INC COM 60877T10 77 11022 SH SHARED 11022 D MOMENTA PHARMACEUTICALS INC COM 60877T10 57 8100 SH SHARED 02 8100 D MONACO COACH CORP COM 60886R10 1452 70628 SH SHARED 70628 D MONACO COACH CORP COM 60886R10 6018 292607 SH SHARED 01 292607 D MONACO COACH CORP COM 60886R10 1416 68863 SH SHARED 02 68863 D MONACO COACH CORP COM 60886R10 1976 96075 SH SHARED 10 96075 D MONARCH CAP CORP DEL COM 60902310 0 1000 SH SHR/OTHR 01 1000 D MONARCH COMMUNITY BANCORP IN COM 60904510 23 1800 SH SHARED 02 1800 D MONEYGRAM INTL INC COM 60935Y10 4019 190120 SH SHARED 190120 D MONEYGRAM INTL INC COM 60935Y10 1300 61500 SH SHARED 01 61500 D MONEYGRAM INTL INC COM 60935Y10 1496 70790 SH SHARED 02 70790 D MONOLITHIC PWR SYS INC COM 60983910 93 10100 SH SHARED 10100 D MONOLITHIC PWR SYS INC COM 60983910 465 50000 SH SHARED 04 50000 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 870 139790 SH SHARED 139790 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 2466 395915 SH SHARED 02 395915 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 72 11600 SH SHARED 10 11600 D MONRO MUFFLER BRAKE INC COM 61023610 474 18744 SH SHARED 18744 D MONRO MUFFLER BRAKE INC COM 61023610 3 150 SH SHARED 01 150 D MONRO MUFFLER BRAKE INC COM 61023610 7 302 SH SHARED 02 302 D MONRO MUFFLER BRAKE INC COM 61023610 94 3750 SH SHARED 10 3750 D MONSANTO CO NEW COM 61166W10 969 17461 SH SHARED 17461 D MONSANTO CO NEW COM 61166W10 67841 1221270 SH SHARED 930694 290576 D MONSANTO CO NEW COM 61166W10 196250 3532870 SH SHARED 01 1839614 1307600 385656 D MONSANTO CO NEW COM 61166W10 8758 157665 SH SHR/OTHR 01 62091 95574 D MONSANTO CO NEW COM 61166W10 6161 110925 SH SHARED 02 110925 D MONSANTO CO NEW COM 61166W10 4210 75800 SH SHARED 04 75800 D MONSANTO CO NEW COM 61166W10 21546 387878 SH SHARED 05 197238 190640 D MONSANTO CO NEW COM 61166W10 1562 28135 SH SHARED 06 28135 D MONSANTO CO NEW COM 61166W10 933 16800 SH SHARED 07 16800 D MONSANTO CO NEW COM 61166W10 2283 41100 SH SHARED 09 41100 D MONSANTO CO NEW COM 61166W10 34611 623064 SH SHARED 10 623064 D MONSTER WORLDWIDE INC COM 61174210 9603 285487 SH SHARED 285487 D MONSTER WORLDWIDE INC COM 61174210 326 9700 SH SHARED 01 9700 D MONSTER WORLDWIDE INC COM 61174210 5111 151949 SH SHARED 02 151949 D MONSTER WORLDWIDE INC COM 61174210 6122 182000 SH SHARED 04 182000 D MONSTER WORLDWIDE INC COM 61174210 5607 166682 SH SHARED 10 166682 D MONTEREY GOURMET FOODS INC COM 61257010 12 3715 SH SHARED 3715 D MONTGOMERY STR INCOME SECS I COM 61411510 1176 64070 SH SHARED 01 36800 27270 D MONTGOMERY STR INCOME SECS I COM 61411510 110 6000 SH SHR/OTHR 01 6000 D MOODYS CORP COM 61536910 64137 738482 SH SHARED 738482 D MOODYS CORP COM 61536910 10629 122390 SH SHARED 01 78384 44006 D MOODYS CORP COM 61536910 6733 77535 SH SHR/OTHR 01 48675 28860 D MOODYS CORP COM 61536910 4338 49959 SH SHARED 02 49959 D MOODYS CORP COM 61536910 1737 20000 SH SHARED 04 20000 D MOODYS CORP COM 61536910 8 100 SH SHARED 05 100 D MOODYS CORP COM 61536910 1489 17150 SH SHARED 06 17150 D MOODYS CORP COM 61536910 17816 205140 SH SHARED 10 205140 D MOOG INC CL A 61539420 2272 50109 SH SHARED 50109 D MOOG INC CL A 61539420 5816 128250 SH SHARED 01 128250 D MOOG INC CL A 61539420 399 8803 SH SHARED 02 8803 D MOOG INC CL A 61539420 455 10050 SH SHARED 10 10050 D MORGAN STANLEY EASTN EUR FD COM 61698810 99 3607 SH SHARED 3607 D MORGAN STANLEY EASTN EUR FD COM 61698810 187 6793 SH SHARED 02 6793 D MORGAN STANLEY EMER MKTS FD COM 61744G10 103 5900 SH SHARED 02 5900 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 710 73897 SH SHARED 73897 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 96 10000 SH SHR/OTHR 01 10000 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 848 88268 SH SHARED 02 88268 D MORGAN STANLEY HIGH YIELD FD COM 61744M10 95 14713 SH SHARED 14713 D MORGAN STANLEY HIGH YIELD FD COM 61744M10 362 55687 SH SHARED 02 55687 D MORGAN STANLEY COM NEW 61744644 307606 5540467 SH SHARED 5483542 56925 D MORGAN STANLEY COM NEW 61744644 253796 4571257 SH SHARED 01 1389049 2779300 402908 D MORGAN STANLEY COM NEW 61744644 4719 85002 SH SHR/OTHR 01 66669 18333 D MORGAN STANLEY COM NEW 61744644 45833 825531 SH SHARED 02 825531 D MORGAN STANLEY COM NEW 61744644 123795 2229750 SH SHARED 04 2229750 D MORGAN STANLEY COM NEW 61744644 19299 347611 SH SHARED 05 298311 49300 D MORGAN STANLEY COM NEW 61744644 14443 260149 SH SHARED 06 260149 D MORGAN STANLEY COM NEW 61744644 1520 27391 SH SHARED 07 27391 D MORGAN STANLEY COM NEW 61744644 3975 71600 SH SHARED 09 71600 D MORGAN STANLEY COM NEW 61744644 80081 1442383 SH SHARED 10 1442383 D MORGAN STANLEY INDIA INVS FD COM 61745C10 99 3200 SH SHARED 3200 D MORGAN STANLEY INDIA INVS FD COM 61745C10 4236 136830 SH SHARED 02 136830 D MORGAN STANLEY GOVT INCOME TR 61745P10 66 7600 SH SHARED 02 7600 D MORGAN STANLEY MUN INCOME III 61745P43 37 4500 SH SHARED 02 4500 D MORGAN STANLEY MUN INC OPP II 61745P44 25 3300 SH SHARED 02 3300 D MORGAN STANLEY MUN INCM OPPTN 61745P45 1 157 SH SHARED 157 D MORGAN STANLEY MUN INCM OPPTN 61745P45 4 543 SH SHARED 02 543 D MORGAN STANLEY CA INSD MUN TR 61745P50 0 42 SH SHARED 42 D MORGAN STANLEY CA INSD MUN TR 61745P50 225 17158 SH SHARED 02 17158 D MORGAN STANLEY N Y QULTY MUN 61745P52 102 7500 SH SHARED 02 7500 D MORGAN STANLEY QULTY MUN SECS 61745P58 18 1321 SH SHARED 1321 D MORGAN STANLEY QULTY MUN SECS 61745P58 214 15279 SH SHARED 02 15279 D MORGAN STANLEY QLT MUN INV TR 61745P66 0 42 SH SHARED 42 D MORGAN STANLEY QLT MUN INV TR 61745P66 189 14058 SH SHARED 02 14058 D MORGAN STANLEY QUALT MUN INCM 61745P73 1 100 SH SHARED 100 D MORGAN STANLEY QUALT MUN INCM 61745P73 33 2500 SH SHARED 01 2500 D MORGAN STANLEY INSD MUN INCM 61745P79 1 100 SH SHARED 100 D MORGAN STANLEY INSD MUN BD TR 61745P81 160 11600 SH SHARED 02 11600 D MORGAN STANLEY INSD CA MUN 61745P82 119 8700 SH SHARED 02 8700 D MORGAN STANLEY INSD MUN SECS 61745P83 69 5000 SH SHARED 02 5000 D MORGAN STANLEY INSD MUN TR 61745P86 222 16300 SH SHARED 02 16300 D MORTGAGEIT HLDGS INC COM 61915Q10 469 26139 SH SHARED 26139 D MORTGAGEIT HLDGS INC COM 61915Q10 1 100 SH SHARED 02 100 D MORTGAGEIT HLDGS INC COM 61915Q10 145 8100 SH SHARED 10 8100 D MOSAIC CO COM 61945A10 3697 226544 SH SHARED 226544 D MOSAIC CO COM 61945A10 22 1400 SH SHARED 01 1100 300 D MOSAIC CO COM 61945A10 12184 746576 SH SHARED 02 746576 D MOSAIC CO COM 61945A10 794 48700 SH SHARED 10 48700 D MOSAIC CO PFD CV 7.5% 61945A20 15979 145600 SH SHARED 145600 D MOSAIC CO PFD CV 7.5% 61945A20 603 5500 SH SHARED 02 5500 D MOSSIMO INC COM 61969610 1 500 SH SHARED 500 D MOTIVE INC COM 61980V10 107 9461 SH SHARED 9461 D MOTHERS WK INC COM 61990310 20 1536 SH SHARED 02 1536 D MOTOROLA INC COM 62007610 954 55520 SH SHARED 55520 D MOTOROLA INC COM 62007610 237729 13821468 SH SHARED 13265967 555501 D MOTOROLA INC COM 62007610 134435 7816015 SH SHARED 01 4529789 2891800 394426 D MOTOROLA INC COM 62007610 2621 152424 SH SHR/OTHR 01 111794 40630 D MOTOROLA INC COM 62007610 30183 1754879 SH SHARED 02 1754879 D MOTOROLA INC COM 62007610 9943 578100 SH SHARED 03 578100 D MOTOROLA INC COM 62007610 18283 1063000 SH SHARED 04 1063000 D MOTOROLA INC COM 62007610 21296 1238140 SH SHARED 05 863550 374590 D MOTOROLA INC COM 62007610 10626 617798 SH SHARED 06 617798 D MOTOROLA INC COM 62007610 657 38200 SH SHARED 07 38200 D MOTOROLA INC COM 62007610 1640 95400 SH SHARED 09 95400 D MOTOROLA INC COM 62007610 48618 2826680 SH SHARED 10 2826680 D MOTOROLA INC 62007612 11 650 SH SHARED 02 650 D MOVADO GROUP INC COM 62458010 736 39502 SH SHARED 39502 D MOVADO GROUP INC COM 62458010 5018 269100 SH SHARED 01 269100 D MOVADO GROUP INC COM 62458010 224 12054 SH SHARED 02 12054 D MOVADO GROUP INC COM 62458010 665 35700 SH SHARED 05 35700 D MOVADO GROUP INC COM 62458010 749 40200 SH SHARED 10 40200 D MOVIE GALLERY INC COM 62458110 853 44782 SH SHARED 44782 D MOVIE GALLERY INC COM 62458110 513 26906 SH SHARED 02 26906 D MOVIE GALLERY INC COM 62458110 229 12025 SH SHARED 10 12025 D MOVIE STAR INC COM 62459110 28 21300 SH SHARED 02 21300 D MPOWER HOLDING CORP COM NEW 62473L30 81 43600 SH SHARED 02 43600 D MUELLER INDS INC COM 62475610 3986 123804 SH SHARED 123804 D MUELLER INDS INC COM 62475610 121 3770 SH SHARED 01 2010 1760 D MUELLER INDS INC COM 62475610 404 12547 SH SHARED 02 12547 D MUELLER INDS INC COM 62475610 441 13700 SH SHARED 10 13700 D MULTI FINELINE ELECTRONIX IN COM 62541B10 195 10700 SH SHARED 10700 D MULTI FINELINE ELECTRONIX IN COM 62541B10 49 2700 SH SHARED 02 2700 D MULTI FINELINE ELECTRONIX IN COM 62541B10 60 3300 SH SHARED 10 3300 D MULTIMEDIA GAMES INC COM 62545310 2372 150529 SH SHARED 150529 D MULTIMEDIA GAMES INC COM 62545310 26 1706 SH SHARED 02 1706 D MULTIMEDIA GAMES INC COM 62545310 173 11000 SH SHARED 10 11000 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 21 1500 SH SHARED 1500 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 0 7 SH SHARED 01 7 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 8 600 SH SHARED 600 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 42 3000 SH SHR/OTHR 01 3000 D MUNIASSETS FD INC COM 62618Q10 0 63 SH SHARED 63 D MUNIASSETS FD INC COM 62618Q10 8 702 SH SHARED 02 702 D MUNI N Y INTER DURATION FD I COM 62618T10 173 13300 SH SHARED 02 13300 D MUNI INTER DURATION FD INC COM 62618U10 9 732 SH SHARED 732 D MUNI INTER DURATION FD INC COM 62618U10 61 4668 SH SHARED 02 4668 D MUNICIPAL HIGH INCOME FD INC COM 62621410 40 5600 SH SHARED 02 5600 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 130 4803 SH SHARED 4803 D MUNIHOLDINGS FLA INSD FD COM 62624W10 5 367 SH SHARED 367 D MUNIHOLDINGS FLA INSD FD COM 62624W10 3 233 SH SHARED 02 233 D MUNIHOLDINGS INSD FD II INC COM 62625A10 0 41 SH SHARED 41 D MUNIHOLDINGS INSD FD II INC COM 62625A10 54 4138 SH SHARED 02 4138 D MUNIYIELD CALIF INS FD COM 62629L10 86 6462 SH SHARED 6462 D MUNIYIELD CALIF INS FD COM 62629L10 26 2000 SH SHR/OTHR 01 2000 D MUNIYIELD CALIF INS FD COM 62629L10 445 33438 SH SHARED 02 33438 D MUNIYIELD CALIF FD INC COM 62629610 130 9191 SH SHARED 01 9191 D MUNIYIELD FD INC COM 62629910 19 1384 SH SHARED 1384 D MUNIYIELD FD INC COM 62629910 4 316 SH SHARED 02 316 D MUNIYIELD INSD FD INC COM 62630E10 109 7700 SH SHARED 7700 D MUNIYIELD INSD FD INC COM 62630E10 1 126 SH SHARED 01 126 D MUNIYIELD QUALITY FD II COM 62630T10 0 63 SH SHARED 63 D MUNIYIELD QUALITY FD II COM 62630T10 2 237 SH SHARED 02 237 D MUNIYIELD MICH INSD FD II IN COM 62630010 49 3449 SH SHARED 02 3449 D MUNIYIELD N Y INSD FD INC COM 62630110 13 1050 SH SHARED 1050 D MUNIYIELD N Y INSD FD INC COM 62630110 385 30043 SH SHR/OTHR 01 4831 25212 D MUNIYIELD N Y INSD FD INC COM 62630110 270 21050 SH SHARED 02 21050 D MUNIYIELD QUALITY FD INC COM 62630210 90 6300 SH SHARED 02 6300 D MURPHY OIL CORP COM 62671710 80 1000 SH SHARED 1000 D MURPHY OIL CORP COM 62671710 10218 127016 SH SHARED 127016 D MURPHY OIL CORP COM 62671710 16830 209200 SH SHARED 01 67200 142000 D MURPHY OIL CORP COM 62671710 24271 301700 SH SHR/OTHR 01 301700 D MURPHY OIL CORP COM 62671710 2538 31559 SH SHARED 02 31559 D MURPHY OIL CORP COM 62671710 426 5300 SH SHARED 10 5300 D MUTUALFIRST FINL INC COM 62845B10 2 117 SH SHARED 02 117 D MYERS INDS INC COM 62846410 699 54613 SH SHARED 54613 D MYERS INDS INC COM 62846410 904 70666 SH SHARED 01 70666 D MYERS INDS INC COM 62846410 23 1834 SH SHR/OTHR 01 1834 D MYERS INDS INC COM 62846410 0 5 SH SHARED 02 5 D MYERS INDS INC COM 62846410 96 7559 SH SHARED 10 7559 D MYKROLIS CORP COM 62852P10 1219 86036 SH SHARED 86036 D MYKROLIS CORP COM 62852P10 42 2965 SH SHARED 01 1612 1353 D MYKROLIS CORP COM 62852P10 3010 212450 SH SHARED 02 212450 D MYKROLIS CORP COM 62852P10 209 14800 SH SHARED 10 14800 D MYLAN LABS INC COM 62853010 18861 1066807 SH SHARED 1066807 D MYLAN LABS INC COM 62853010 360 20412 SH SHARED 01 20412 D MYLAN LABS INC COM 62853010 7 450 SH SHR/OTHR 01 450 D MYLAN LABS INC COM 62853010 4741 268168 SH SHARED 02 268168 D MYLAN LABS INC COM 62853010 496 28100 SH SHARED 04 28100 D MYLAN LABS INC COM 62853010 3882 219595 SH SHARED 10 219595 D MYRIAD GENETICS INC COM 62855J10 1820 80860 SH SHARED 80860 D MYRIAD GENETICS INC COM 62855J10 9 400 SH SHR/OTHR 01 400 D MYRIAD GENETICS INC COM 62855J10 715 31807 SH SHARED 02 31807 D MYRIAD GENETICS INC COM 62855J10 3511 156000 SH SHARED 04 156000 D MYRIAD GENETICS INC COM 62855J10 391 17400 SH SHARED 10 17400 D MYOGEN INC COM 62856E10 282 35030 SH SHARED 35030 D MYOGEN INC COM 62856E10 607 75300 SH SHARED 01 69200 6100 D MYOGEN INC COM 62856E10 219 27160 SH SHARED 02 27160 D NBC CAP CORP COM 62872910 323 12171 SH SHARED 12171 D NBC CAP CORP COM 62872910 12 456 SH SHARED 02 456 D NBC CAP CORP COM 62872910 32 1233 SH SHARED 10 1233 D NBT BANCORP INC COM 62877810 1526 59354 SH SHARED 59354 D NBT BANCORP INC COM 62877810 2 100 SH SHARED 01 100 D NBT BANCORP INC COM 62877810 1 48 SH SHARED 02 48 D NBT BANCORP INC COM 62877810 388 15097 SH SHARED 10 15097 D NBTY INC COM 62878210 117 4900 SH SHARED 4900 D NBTY INC COM 62878210 2782 115876 SH SHARED 115876 D NBTY INC COM 62878210 413 17230 SH SHARED 01 16480 750 D NBTY INC COM 62878210 530 22114 SH SHARED 02 22114 D NCI BUILDING SYS INC COM 62885210 78 2100 SH SHARED 2100 D NCI BUILDING SYS INC COM 62885210 1858 49568 SH SHARED 49568 D NCI BUILDING SYS INC COM 62885210 1170 31200 SH SHARED 01 31200 D NCI BUILDING SYS INC COM 62885210 2607 69521 SH SHARED 02 69521 D NCI BUILDING SYS INC COM 62885210 330 8800 SH SHARED 10 8800 D NCO GROUP INC NOTE 4.750% 4/1 628858AB 2 2000 PRN SHARED 2000 D NCO GROUP INC NOTE 4.750% 4/1 628858AB 2042 2000000 PRN SHARED 02 2000000 D NCO GROUP INC COM 62885810 1437 55622 SH SHARED 55622 D NCO GROUP INC COM 62885810 4965 192100 SH SHARED 01 192100 D NCO GROUP INC COM 62885810 1689 65341 SH SHARED 02 65341 D NCO GROUP INC COM 62885810 1670 64611 SH SHARED 10 64611 D NCR CORP NEW COM 62886E10 1003 14500 SH SHARED 14500 D NCR CORP NEW COM 62886E10 22959 331641 SH SHARED 331640 1 D NCR CORP NEW COM 62886E10 636 9198 SH SHARED 01 9186 12 D NCR CORP NEW COM 62886E10 28 418 SH SHR/OTHR 01 418 D NCR CORP NEW COM 62886E10 5501 79460 SH SHARED 02 79460 D NCR CORP NEW COM 62886E10 2423 35000 SH SHARED 04 35000 D NCR CORP NEW COM 62886E10 5467 78980 SH SHARED 10 78980 D NCRIC GROUP INC DEL COM 62886P10 91 9400 SH SHARED 02 9400 D NDS GROUP PLC SPONSORED ADR 62889110 1533 45000 SH SHARED 45000 D NS GROUP INC COM 62891610 1965 70692 SH SHARED 70692 D NS GROUP INC COM 62891610 4158 149600 SH SHARED 01 149600 D NS GROUP INC COM 62891610 1328 47805 SH SHARED 02 47805 D NS GROUP INC COM 62891610 575 20700 SH SHARED 05 20700 D NS GROUP INC COM 62891610 805 28976 SH SHARED 10 28976 D NASB FINL INC COM 62896810 234 5861 SH SHARED 5861 D NASB FINL INC COM 62896810 41 1047 SH SHARED 02 1047 D NEC CORP ADR 62905020 60 9900 SH SHARED 9900 D NGP CAP RES CO COM 62912R10 448 29200 SH SHARED 29200 D NGP CAP RES CO COM 62912R10 43 2800 SH SHARED 10 2800 D NGAS RESOURCES INC COM 62912T10 104 22900 SH SHARED 02 22900 D NII HLDGS INC NOTE 2.875% 2/0 62913FAC 2290 1988000 PRN SHARED 02 1988000 D NII HLDGS INC NOTE 3.500% 9/1 62913FAD 223 116000 PRN SHARED 02 116000 D NII HLDGS INC CL B NEW 62913F20 10277 216606 SH SHARED 216606 D NII HLDGS INC CL B NEW 62913F20 327 6900 SH SHARED 02 6900 D NII HLDGS INC CL B NEW 62913F20 10469 220640 SH SHARED 10 220640 D NIC INC COM 62914B10 287 56500 SH SHARED 56500 D NIC INC COM 62914B10 8 1631 SH SHARED 02 1631 D NIC INC COM 62914B10 69 13700 SH SHARED 10 13700 D NL INDS INC COM NEW 62915640 433 19618 SH SHARED 19618 D NL INDS INC COM NEW 62915640 13 600 SH SHARED 01 600 D NL INDS INC COM NEW 62915640 567 25682 SH SHARED 02 25682 D NL INDS INC COM NEW 62915640 50 2300 SH SHARED 10 2300 D NMS COMMUNICATIONS CORP COM 62924810 688 109151 SH SHARED 109151 D NMS COMMUNICATIONS CORP COM 62924810 316 50140 SH SHARED 02 50140 D NMS COMMUNICATIONS CORP COM 62924810 133 21200 SH SHARED 10 21200 D NN INC COM 62933710 409 31034 SH SHARED 31034 D NN INC COM 62933710 55 4173 SH SHARED 02 4173 D NN INC COM 62933710 87 6600 SH SHARED 10 6600 D NPS PHARMACEUTICALS INC NOTE 3.000% 6/1 62936PAB 2032 2195000 PRN SHARED 2195000 D NPS PHARMACEUTICALS INC NOTE 3.000% 6/1 62936PAB 1944 2100000 PRN SHARED 02 2100000 D NPS PHARMACEUTICALS INC COM 62936P10 2583 141323 SH SHARED 141323 D NPS PHARMACEUTICALS INC COM 62936P10 87 4800 SH SHARED 01 4800 D NPS PHARMACEUTICALS INC COM 62936P10 517 28326 SH SHARED 02 28326 D NPS PHARMACEUTICALS INC COM 62936P10 3566 195100 SH SHARED 04 195100 D NPS PHARMACEUTICALS INC COM 62936P10 60 3300 SH SHARED 06 3300 D NPS PHARMACEUTICALS INC COM 62936P10 418 22870 SH SHARED 10 22870 D NRG ENERGY INC COM NEW 62937750 1157 32106 SH SHARED 32106 D NRG ENERGY INC COM NEW 62937750 5 150 SH SHARED 01 150 D NRG ENERGY INC COM NEW 62937750 30 848 SH SHR/OTHR 01 848 D NRG ENERGY INC COM NEW 62937750 370 10284 SH SHARED 02 10284 D NRG ENERGY INC COM NEW 62937750 385 10700 SH SHARED 06 10700 D NTL INC DEL COM 62940M10 62112 851322 SH SHARED 851322 D NTL INC DEL COM 62940M10 87 1200 SH SHARED 01 1200 D NTL INC DEL COM 62940M10 12669 173656 SH SHARED 02 173656 D NTL INC DEL COM 62940M10 80 1100 SH SHARED 06 1100 D NTL INC DEL COM 62940M10 1422 19496 SH SHARED 10 19496 D NTL INC DEL *W EXP 01/13/201 62940M13 1 357 SH SHARED 357 D NTT DOCOMO INC SPONS ADR 62942M20 485 26065 SH SHARED 26065 D NTT DOCOMO INC SPONS ADR 62942M20 888 47700 SH SHARED 02 47700 D NUCO2 INC COM 62942810 335 15104 SH SHARED 15104 D NUCO2 INC COM 62942810 1508 68000 SH SHARED 01 68000 D NUCO2 INC COM 62942810 6 272 SH SHARED 02 272 D NUCO2 INC COM 62942810 1267 57100 SH SHARED 10 57100 D NVR INC COM 62944T10 1077 1400 SH SHARED 1400 D NVR INC COM 62944T10 4747 6171 SH SHARED 6171 D NVR INC COM 62944T10 461 600 SH SHARED 01 600 D NVR INC COM 62944T10 2402 3122 SH SHARED 02 3122 D NVR INC COM 62944T10 385 501 SH SHARED 06 501 D NVR INC COM 62944T10 1777 2310 SH SHARED 10 2310 D NVE CORP COM NEW 62944520 56 2021 SH SHARED 2021 D NVE CORP COM NEW 62944520 8 300 SH SHARED 02 300 D NYMAGIC INC COM 62948410 203 8051 SH SHARED 8051 D NYMAGIC INC COM 62948410 0 1 SH SHARED 02 1 D NYMAGIC INC COM 62948410 12 500 SH SHARED 10 500 D NABI BIOPHARMACEUTICALS COM 62951910 1869 127593 SH SHARED 127593 D NABI BIOPHARMACEUTICALS COM 62951910 397 27100 SH SHARED 01 27100 D NABI BIOPHARMACEUTICALS COM 62951910 754 51483 SH SHARED 02 51483 D NABI BIOPHARMACEUTICALS COM 62951910 12159 830000 SH SHARED 04 830000 D NABI BIOPHARMACEUTICALS COM 62951910 212 14500 SH SHARED 06 14500 D NABI BIOPHARMACEUTICALS COM 62951910 879 60033 SH SHARED 10 60033 D NABORS INDS INC DBCV 2/0 629568AF 7555 11362000 PRN SHARED 11362000 D NACCO INDS INC CL A 62957910 358 3400 SH SHARED 3400 D NACCO INDS INC CL A 62957910 1110 10538 SH SHARED 10538 D NACCO INDS INC CL A 62957910 37 360 SH SHARED 01 360 D NACCO INDS INC CL A 62957910 0 1 SH SHARED 02 1 D NACCO INDS INC CL A 62957910 181 1725 SH SHARED 10 1725 D NALCO HOLDING COMPANY COM 62985Q10 9 475 SH SHARED 01 475 D NALCO HOLDING COMPANY COM 62985Q10 85 4400 SH SHARED 02 4400 D NALCO HOLDING COMPANY COM 62985Q10 2791 143000 SH SHARED 04 143000 D NALCO HOLDING COMPANY COM 62985Q10 347 17800 SH SHARED 10 17800 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 1222 63524 SH SHARED 63524 D NANOGEN INC COM 63007510 857 116539 SH SHARED 116539 D NANOGEN INC COM 63007510 380 51650 SH SHARED 02 51650 D NANOGEN INC COM 63007510 117 15900 SH SHARED 10 15900 D NANOMETRICS INC COM 63007710 3518 218286 SH SHARED 218286 D NANOMETRICS INC COM 63007710 49 3100 SH SHARED 02 3100 D NANOPHASE TCHNOLOGIES CORP COM 63007910 272 30676 SH SHARED 30676 D NAPCO SEC SYS INC COM 63040210 5 400 SH SHARED 400 D NARA BANCORP INC COM 63080P10 709 33368 SH SHARED 33368 D NARA BANCORP INC COM 63080P10 58 2759 SH SHARED 02 2759 D NARA BANCORP INC COM 63080P10 187 8800 SH SHARED 10 8800 D NASDAQ 100 TR UNIT SER 1 63110010 165447 4145000 SH SHARED 4142000 3000 D NASDAQ 100 TR UNIT SER 1 63110010 911 22825 SH SHARED 01 10200 12625 D NASDAQ 100 TR UNIT SER 1 63110010 11 300 SH SHR/OTHR 01 300 D NASDAQ 100 TR UNIT SER 1 63110010 48485 1214729 SH SHARED 02 1214729 D NASDAQ 100 TR UNIT SER 1 63110010 8869 222200 SH SHARED 04 222200 D NASDAQ 100 TR UNIT SER 1 63110010 7366 184558 SH SHARED 10 184558 D NASH FINCH CO COM 63115810 1245 32978 SH SHARED 32978 D NASH FINCH CO COM 63115810 3285 87000 SH SHARED 01 84500 2500 D NASH FINCH CO COM 63115810 347 9203 SH SHARED 02 9203 D NASH FINCH CO COM 63115810 1491 39500 SH SHARED 10 39500 D NASHUA CORP COM 63122610 546 48100 SH SHARED 02 48100 D NASSDA CORP COM 63172M10 5208 754806 SH SHARED 02 754806 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 176 14566 SH SHARED 14566 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 2553 211038 SH SHARED 02 211038 D NATCO GROUP INC CL A 63227W20 13 1500 SH SHARED 02 1500 D NATHANS FAMOUS INC NEW COM 63234710 15 2100 SH SHARED 02 2100 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 63252530 32477 856021 SH SHARED 856021 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 63252530 1053 27775 SH SHARED 02 27775 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 745 6650 SH SHARED 6650 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 2020 18030 SH SHARED 02 18030 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 931 137956 SH SHARED 125106 12850 D NATIONAL BANKSHARES INC VA COM 63486510 0 4 SH SHARED 02 4 D NATIONAL BEVERAGE CORP COM 63501710 104 12574 SH SHARED 12574 D NATIONAL BEVERAGE CORP COM 63501710 108 13020 SH SHARED 01 13020 D NATIONAL BEVERAGE CORP COM 63501710 52 6315 SH SHARED 02 6315 D NATIONAL BEVERAGE CORP COM 63501710 8 1000 SH SHARED 10 1000 D NATIONAL CITY CORP COM 63540510 127957 3407658 SH SHARED 3359133 48525 D NATIONAL CITY CORP COM 63540510 129942 3460510 SH SHARED 01 2963398 58000 439112 D NATIONAL CITY CORP COM 63540510 531 14163 SH SHR/OTHR 01 1800 12363 D NATIONAL CITY CORP COM 63540510 13803 367596 SH SHARED 02 367596 D NATIONAL CITY CORP COM 63540510 22 600 SH SHARED 05 600 D NATIONAL CITY CORP COM 63540510 403 10750 SH SHARED 06 10750 D NATIONAL CITY CORP COM 63540510 44735 1191349 SH SHARED 10 1191349 D NATIONAL HEALTHCARE CORP COM 63590610 474 13433 SH SHARED 13433 D NATIONAL HEALTHCARE CORP COM 63590610 17 500 SH SHARED 01 500 D NATIONAL HEALTHCARE CORP COM 63590610 8 236 SH SHARED 02 236 D NATIONAL HEALTHCARE CORP COM 63590610 70 2000 SH SHARED 10 2000 D NATIONAL FINL PARTNERS CORP COM 63607P20 2579 66488 SH SHARED 66488 D NATIONAL FINL PARTNERS CORP COM 63607P20 787 20300 SH SHARED 01 20300 D NATIONAL FINL PARTNERS CORP COM 63607P20 310 8000 SH SHARED 02 8000 D NATIONAL FINL PARTNERS CORP COM 63607P20 550 14200 SH SHARED 10 14200 D NATIONAL FUEL GAS CO N J COM 63618010 41352 1459172 SH SHARED 1459172 D NATIONAL FUEL GAS CO N J COM 63618010 690 24356 SH SHARED 01 23100 1256 D NATIONAL FUEL GAS CO N J COM 63618010 794 28024 SH SHR/OTHR 01 28024 D NATIONAL FUEL GAS CO N J COM 63618010 2078 73355 SH SHARED 02 73355 D NATIONAL GRID TRANSCO PLC SPONSORED ADR 63627410 7867 163940 SH SHARED 163940 D NATIONAL GRID TRANSCO PLC SPONSORED ADR 63627410 1483 30904 SH SHARED 01 30904 D NATIONAL HEALTH INVS INC COM 63633D10 1547 53017 SH SHARED 53017 D NATIONAL HEALTH INVS INC COM 63633D10 33 1150 SH SHARED 01 1150 D NATIONAL HEALTH INVS INC COM 63633D10 17 606 SH SHARED 02 606 D NATIONAL HEALTH INVS INC COM 63633D10 306 10500 SH SHARED 10 10500 D NATIONAL HEALTH INVS INC COM 63633D10 34800 1192600 SH SHARED 11 1192600 D NATIONAL INSTRS CORP COM 63651810 3616 132706 SH SHARED 130306 2400 D NATIONAL INSTRS CORP COM 63651810 666 24450 SH SHARED 01 24450 D NATIONAL INSTRS CORP COM 63651810 1838 67463 SH SHARED 02 67463 D NATIONAL MED HEALTH CARD SYS COM NEW 63691830 96 4180 SH SHARED 4180 D NATIONAL-OILWELL INC COM 63707110 3626 102752 SH SHARED 102752 D NATIONAL-OILWELL INC COM 63707110 758 21500 SH SHARED 01 21500 D NATIONAL-OILWELL INC COM 63707110 11 338 SH SHR/OTHR 01 338 D NATIONAL-OILWELL INC COM 63707110 1513 42898 SH SHARED 02 42898 D NATIONAL PENN BANCSHARES INC COM 63713810 1721 62140 SH SHARED 62140 D NATIONAL PENN BANCSHARES INC COM 63713810 397 14345 SH SHARED 01 14345 D NATIONAL PENN BANCSHARES INC COM 63713810 0 7 SH SHARED 02 7 D NATIONAL PENN BANCSHARES INC COM 63713810 730 26366 SH SHARED 10 26366 D NATIONAL PRESTO INDS INC COM 63721510 386 8500 SH SHARED 8500 D NATIONAL PRESTO INDS INC COM 63721510 0 1 SH SHARED 02 1 D NATIONAL PRESTO INDS INC COM 63721510 50 1100 SH SHARED 10 1100 D NATIONAL R V HLDGS INC COM 63727710 173 17976 SH SHARED 17976 D NATIONAL R V HLDGS INC COM 63727710 216 22500 SH SHARED 02 22500 D NATIONAL SEMICONDUCTOR CORP COM 63764010 26607 1482294 SH SHARED 1482294 D NATIONAL SEMICONDUCTOR CORP COM 63764010 54510 3036800 SH SHARED 01 3023700 13100 D NATIONAL SEMICONDUCTOR CORP COM 63764010 3425 190815 SH SHARED 02 190815 D NATIONAL SEMICONDUCTOR CORP COM 63764010 1755 97800 SH SHARED 03 97800 D NATIONAL SEMICONDUCTOR CORP COM 63764010 1608 89600 SH SHARED 05 89600 D NATIONAL SEMICONDUCTOR CORP COM 63764010 77 4300 SH SHARED 06 4300 D NATIONAL SEMICONDUCTOR CORP COM 63764010 9381 522634 SH SHARED 10 522634 D NATIONAL VISION INC COM 63845P10 12 1613 SH SHARED 01 1613 D NATIONAL WESTN LIFE INS CO CL A 63852210 649 3900 SH SHARED 3900 D NATIONAL WESTN LIFE INS CO CL A 63852210 16 100 SH SHARED 01 100 D NATIONAL WESTN LIFE INS CO CL A 63852210 5 35 SH SHARED 02 35 D NATIONAL WESTN LIFE INS CO CL A 63852210 116 700 SH SHARED 10 700 D NATIONWIDE FINL SVCS INC CL A 63861210 478 12513 SH SHARED 12513 D NATIONWIDE FINL SVCS INC CL A 63861210 237 6200 SH SHARED 01 5800 400 D NATIONWIDE FINL SVCS INC CL A 63861210 86 2253 SH SHR/OTHR 01 2253 D NATIONWIDE FINL SVCS INC CL A 63861210 215 5645 SH SHARED 02 5645 D NATIONWIDE HEALTH PPTYS INC COM 63862010 3773 158889 SH SHARED 158889 D NATIONWIDE HEALTH PPTYS INC COM 63862010 3840 161700 SH SHARED 01 161500 200 D NATIONWIDE HEALTH PPTYS INC COM 63862010 72 3040 SH SHR/OTHR 01 3040 D NATIONWIDE HEALTH PPTYS INC COM 63862010 1433 60349 SH SHARED 02 60349 D NATIONWIDE HEALTH PPTYS INC COM 63862010 1869 78700 SH SHARED 10 78700 D NATIONWIDE HEALTH PPTYS INC COM 63862010 14131 595000 SH SHARED 11 595000 D NATURAL GAS SERVICES GROUP *W EXP 10/21/200 63886Q11 9 2700 SH SHARED 02 2700 D NAVISTAR FINL CORP NOTE 4.750% 4/0 638902AM 24097 23215000 PRN SHARED 23215000 D NAVIGATORS GROUP INC COM 63890410 679 22571 SH SHARED 22571 D NAVIGATORS GROUP INC COM 63890410 900 29900 SH SHARED 01 29900 D NAVIGATORS GROUP INC COM 63890410 225 7500 SH SHARED 10 7500 D NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P10 1 24 SH SHARED 24 D NATURES SUNSHINE PRODUCTS IN COM 63902710 440 21636 SH SHARED 21636 D NATURES SUNSHINE PRODUCTS IN COM 63902710 0 3 SH SHARED 02 3 D NATURES SUNSHINE PRODUCTS IN COM 63902710 122 6000 SH SHARED 10 6000 D NATUZZI S P A ADR 63905A10 2 210 SH SHARED 210 D NATUS MEDICAL INC DEL COM 63905010 220 27569 SH SHARED 27569 D NATUS MEDICAL INC DEL COM 63905010 50 6324 SH SHARED 02 6324 D NAUTILUS GROUP INC COM 63910B10 1573 65104 SH SHARED 65104 D NAUTILUS GROUP INC COM 63910B10 48 2000 SH SHR/OTHR 01 2000 D NAUTILUS GROUP INC COM 63910B10 788 32627 SH SHARED 02 32627 D NAUTILUS GROUP INC COM 63910B10 258 10675 SH SHARED 10 10675 D NAVARRE CORP COM 63920810 1082 61504 SH SHARED 61504 D NAVARRE CORP COM 63920810 138 7841 SH SHARED 02 7841 D NAVARRE CORP COM 63920810 144 8200 SH SHARED 10 8200 D NAVISTAR INTL CORP NEW NOTE 2.500%12/1 63934EAG 68201 48301000 PRN SHARED 48301000 D NAVISTAR INTL CORP NEW COM 63934E10 171 3900 SH SHARED 3900 D NAVISTAR INTL CORP NEW COM 63934E10 8766 199334 SH SHARED 195934 3400 D NAVISTAR INTL CORP NEW COM 63934E10 558 12700 SH SHARED 01 12700 D NAVISTAR INTL CORP NEW COM 63934E10 3948 89770 SH SHARED 02 89770 D NAVISTAR INTL CORP NEW COM 63934E10 611 13900 SH SHARED 06 13900 D NAVISTAR INTL CORP NEW COM 63934E10 2666 60627 SH SHARED 10 60627 D NAVIGANT CONSULTING INC COM 63935N10 2325 87424 SH SHARED 87424 D NAVIGANT CONSULTING INC COM 63935N10 5958 224000 SH SHARED 01 224000 D NAVIGANT CONSULTING INC COM 63935N10 67 2549 SH SHARED 02 2549 D NAVIGANT CONSULTING INC COM 63935N10 2284 85875 SH SHARED 10 85875 D NAVIGANT INTL INC COM 63935R10 523 43004 SH SHARED 43004 D NAVIGANT INTL INC COM 63935R10 21 1760 SH SHARED 01 1760 D NAVIGANT INTL INC COM 63935R10 251 20629 SH SHARED 02 20629 D NAVIGANT INTL INC COM 63935R10 91 7500 SH SHARED 10 7500 D NAVTEQ CORP COM 63936L10 185 4000 SH SHARED 02 4000 D NAVTEQ CORP COM 63936L10 69 1500 SH SHARED 06 1500 D NAVTEQ CORP COM 63936L10 213 4600 SH SHARED 10 4600 D NDCHEALTH CORP COM 63948010 3528 189829 SH SHARED 189829 D NDCHEALTH CORP COM 63948010 167 9000 SH SHARED 01 7200 1800 D NDCHEALTH CORP COM 63948010 41 2216 SH SHARED 02 2216 D NDCHEALTH CORP COM 63948010 248 13389 SH SHARED 10 13389 D NEENAH PAPER INC COM 64007910 4 130 SH SHARED 130 D NEENAH PAPER INC COM 64007910 240 7392 SH SHARED 01 5431 1961 D NEENAH PAPER INC COM 64007910 113 3486 SH SHR/OTHR 01 977 2509 D NEENAH PAPER INC COM 64007910 55 1712 SH SHARED 02 1712 D NEENAH PAPER INC COM 64007910 1 48 SH SHARED 05 48 D NEENAH PAPER INC COM 64007910 1 52 SH SHARED 06 52 D NEIGHBORCARE INC COM 64015Y10 39538 1287061 SH SHARED 1287061 D NEIGHBORCARE INC COM 64015Y10 721 23500 SH SHARED 01 23500 D NEIGHBORCARE INC COM 64015Y10 5466 177943 SH SHARED 02 177943 D NEIGHBORCARE INC COM 64015Y10 433 14100 SH SHARED 10 14100 D NEIMAN MARCUS GROUP INC CL A 64020420 93 1300 SH SHARED 1300 D NEIMAN MARCUS GROUP INC CL A 64020420 4094 57233 SH SHARED 57233 D NEIMAN MARCUS GROUP INC CL A 64020420 1051 14700 SH SHARED 01 14700 D NEIMAN MARCUS GROUP INC CL A 64020420 1210 16927 SH SHARED 02 16927 D NEIMAN MARCUS GROUP INC CL B 64020430 1509 22600 SH SHARED 22600 D NEIMAN MARCUS GROUP INC CL B 64020430 27 417 SH SHARED 01 417 D NEKTAR THERAPEUTICS COM 64026810 1086 53664 SH SHARED 53664 D NEKTAR THERAPEUTICS COM 64026810 52 2600 SH SHARED 01 2600 D NEKTAR THERAPEUTICS COM 64026810 2897 143147 SH SHARED 02 143147 D NEKTAR THERAPEUTICS COM 64026810 18630 920500 SH SHARED 04 920500 D NEKTAR THERAPEUTICS COM 64026810 344 17000 SH SHARED 06 17000 D NEKTAR THERAPEUTICS COM 64026810 1032 51000 SH SHARED 10 51000 D NELNET INC CL A 64031N10 458 17033 SH SHARED 17033 D NELNET INC CL A 64031N10 8 300 SH SHARED 02 300 D NELNET INC CL A 64031N10 59 2200 SH SHARED 10 2200 D NELSON THOMAS INC COM 64037610 895 39628 SH SHARED 39628 D NELSON THOMAS INC COM 64037610 836 37000 SH SHARED 01 37000 D NELSON THOMAS INC COM 64037610 18 802 SH SHARED 02 802 D NELSON THOMAS INC COM 64037610 94 4200 SH SHARED 10 4200 D NEOFORMA COM INC COM NEW 64047550 4350 565764 SH SHARED 565764 D NEOFORMA COM INC COM NEW 64047550 10 1300 SH SHARED 01 1300 D NEOFORMA COM INC COM NEW 64047550 26 3500 SH SHARED 10 3500 D NEOGEN CORP COM 64049110 45 2004 SH SHARED 2004 D NEOGEN CORP COM 64049110 18 811 SH SHARED 02 811 D NEORX CORP COM PAR $0.02 64052030 2 1409 SH SHARED 02 1409 D NEOSE TECHNOLOGIES INC COM 64052210 336 50059 SH SHARED 50059 D NEOSE TECHNOLOGIES INC COM 64052210 5 803 SH SHARED 02 803 D NEOSE TECHNOLOGIES INC COM 64052210 44 6622 SH SHARED 10 6622 D NEOWARE SYS INC COM 64065P10 74 7993 SH SHARED 7993 D NEOWARE SYS INC COM 64065P10 11 1181 SH SHARED 02 1181 D NEOPHARM INC COM 64091910 877 70143 SH SHARED 70143 D NEOPHARM INC COM 64091910 61 4900 SH SHARED 01 4900 D NEOPHARM INC COM 64091910 11 904 SH SHARED 02 904 D NEOPHARM INC COM 64091910 109 8786 SH SHARED 10 8786 D NETBANK INC COM 64093310 1240 119177 SH SHARED 119177 D NETBANK INC COM 64093310 831 79900 SH SHARED 01 79900 D NETBANK INC COM 64093310 558 53642 SH SHARED 02 53642 D NETBANK INC COM 64093310 678 65196 SH SHARED 10 65196 D NESS TECHNOLOGIES INC COM 64104X10 482 32400 SH SHARED 32400 D NESS TECHNOLOGIES INC COM 64104X10 2484 167000 SH SHARED 04 167000 D NESS TECHNOLOGIES INC COM 64104X10 202 13600 SH SHARED 10 13600 D NET2PHONE COM 64108N10 2040 600167 SH SHARED 600167 D NET2PHONE COM 64108N10 56 16600 SH SHARED 01 16600 D NET2PHONE COM 64108N10 1401 412175 SH SHARED 02 412175 D NET2PHONE COM 64108N10 67 19800 SH SHARED 10 19800 D NET SERVICOS DE COMUNICACAO SPONSORED ADR 64109T10 7 3426 SH SHARED 02 3426 D NETFLIX COM INC COM 64110L10 914 74174 SH SHARED 74174 D NETFLIX COM INC COM 64110L10 118 9600 SH SHARED 01 9600 D NETFLIX COM INC COM 64110L10 3443 279274 SH SHARED 02 279274 D NETEASE COM INC SPONSORED ADR 64110W10 531 10037 SH SHARED 10037 D NETEASE COM INC SPONSORED ADR 64110W10 361 6828 SH SHARED 02 6828 D NETGEAR INC COM 64111Q10 1134 62498 SH SHARED 62498 D NETGEAR INC COM 64111Q10 2827 155700 SH SHARED 01 155700 D NETGEAR INC COM 64111Q10 365 20113 SH SHARED 02 20113 D NETGEAR INC COM 64111Q10 908 50000 SH SHARED 04 50000 D NETGEAR INC COM 64111Q10 383 21100 SH SHARED 05 21100 D NETGEAR INC COM 64111Q10 566 31200 SH SHARED 10 31200 D NETMANAGE INC COM NEW 64114430 0 98 SH SHARED 98 D NETMANAGE INC COM NEW 64114430 0 35 SH SHARED 01 35 D NETIQ CORP COM 64115P10 2718 222608 SH SHARED 222608 D NETIQ CORP COM 64115P10 119 9800 SH SHARED 01 8000 1800 D NETIQ CORP COM 64115P10 1 100 SH SHR/OTHR 01 100 D NETIQ CORP COM 64115P10 1307 107105 SH SHARED 02 107105 D NETIQ CORP COM 64115P10 256 20972 SH SHARED 10 20972 D NETSCOUT SYS INC COM 64115T10 301 43225 SH SHARED 43225 D NETSCOUT SYS INC COM 64115T10 5 805 SH SHARED 02 805 D NETSCOUT SYS INC COM 64115T10 50 7200 SH SHARED 10 7200 D NETRATINGS INC COM 64116M10 616 32138 SH SHARED 32138 D NETRATINGS INC COM 64116M10 134 7000 SH SHARED 01 7000 D NETRATINGS INC COM 64116M10 630 32869 SH SHARED 02 32869 D NETRATINGS INC COM 64116M10 80 4200 SH SHARED 10 4200 D NETLOGIC MICROSYSTEMS INC COM 64118B10 1203 120300 SH SHARED 04 120300 D NETWORK APPLIANCE INC COM 64120L10 109881 3307700 SH SHARED 3307700 D NETWORK APPLIANCE INC COM 64120L10 10908 328363 SH SHARED 01 75918 252445 D NETWORK APPLIANCE INC COM 64120L10 219 6600 SH SHR/OTHR 01 6600 D NETWORK APPLIANCE INC COM 64120L10 6419 193229 SH SHARED 02 193229 D NETWORK APPLIANCE INC COM 64120L10 126 3800 SH SHARED 06 3800 D NETWORK APPLIANCE INC COM 64120L10 12674 381536 SH SHARED 10 381536 D NETWORK EQUIP TECHNOLOGIES COM 64120810 640 65187 SH SHARED 65187 D NETWORK EQUIP TECHNOLOGIES COM 64120810 9 1000 SH SHR/OTHR 01 1000 D NETWORK EQUIP TECHNOLOGIES COM 64120810 5 606 SH SHARED 02 606 D NETWORK EQUIP TECHNOLOGIES COM 64120810 113 11600 SH SHARED 10 11600 D NETWORK ENGINES INC COM 64121A10 88 31795 SH SHARED 31795 D NEUBERGER BERMAN CA INT MUN COM 64123C10 171 13100 SH SHARED 02 13100 D NEUROGEN CORP COM 64124E10 648 69322 SH SHARED 69322 D NEUROGEN CORP COM 64124E10 107 11450 SH SHARED 02 11450 D NEUROGEN CORP COM 64124E10 73 7900 SH SHARED 10 7900 D NEUBERGER BERMAN NY INT MUN COM 64124K10 0 63 SH SHARED 63 D NEUBERGER BERMAN NY INT MUN COM 64124K10 28 2237 SH SHARED 02 2237 D NEUBERGER BERMAN INTER MUNI COM 64124P10 196 15000 SH SHARED 02 15000 D NEUROBIOLOGICAL TECHNOLOGIES COM 64124W10 43 9900 SH SHARED 9900 D NEUROBIOLOGICAL TECHNOLOGIES COM 64124W10 1313 297110 SH SHARED 01 297110 D NEUROCRINE BIOSCIENCES INC COM 64125C10 403 8179 SH SHARED 8179 D NEUROCRINE BIOSCIENCES INC COM 64125C10 3613 73300 SH SHARED 01 67500 5500 300 D NEUROCRINE BIOSCIENCES INC COM 64125C10 228 4639 SH SHARED 02 4639 D NEUROCRINE BIOSCIENCES INC COM 64125C10 5817 118000 SH SHARED 04 118000 D NEUROCRINE BIOSCIENCES INC COM 64125C10 98 2000 SH SHARED 06 2000 D NEUROCRINE BIOSCIENCES INC COM 64125C10 2116 42940 SH SHARED 10 42940 D NEUROCHEM INC COM 64125K10 87 5000 SH SHARED 5000 D NEUROCHEM INC COM 64125K10 3641 207751 SH SHARED 04 207751 D NEUROCHEM INC COM 64125K10 87 5000 SH SHARED 10 5000 D NEUBERGER BERMAN REAL INCM F COM 64126D10 91 4272 SH SHARED 4272 D NEUBERGER BERMAN REAL INCM F COM 64126D10 390 18128 SH SHARED 02 18128 D NEUBERGER BERMAN RLTY INC FD COM 64126G10 262 13796 SH SHARED 13796 D NEUBERGER BERMAN RLTY INC FD COM 64126G10 1108 58204 SH SHARED 02 58204 D NEUBERGER BERMAN INCOME OPP COM SHS 64126L10 251 16721 SH SHARED 16721 D NEUBERGER BERMAN INCOME OPP COM SHS 64126L10 1 79 SH SHARED 02 79 D NEVADA GOLD & CASINOS INC COM NEW 64126Q20 178 14632 SH SHARED 14632 D NEVADA GOLD & CASINOS INC COM NEW 64126Q20 2 200 SH SHARED 02 200 D NEVADA GOLD & CASINOS INC COM NEW 64126Q20 35 2900 SH SHARED 10 2900 D NEVADA CHEMICALS INC COM 64127C10 12 1700 SH SHARED 02 1700 D NEUBERGER BERMAN DIV ADVANT COM 64127J10 59 3000 SH SHARED 01 3000 D NEW AMER HIGH INCOME FD INC COM 64187610 109 50000 SH SHARED 50000 D NEUBERGER BERMAN RE ES SEC F COM 64190A10 25 1700 SH SHARED 02 1700 D NEW CENTURY FINANCIAL CORP M COM 6435EV10 93023 1455534 SH SHARED 1455534 D NEW CENTURY FINANCIAL CORP M COM 6435EV10 3106 48600 SH SHARED 01 48600 D NEW CENTURY FINANCIAL CORP M COM 6435EV10 817 12788 SH SHARED 02 12788 D NEW CENTURY FINANCIAL CORP M COM 6435EV10 2111 33035 SH SHARED 10 33035 D NEW FRONTIER MEDIA INC COM 64439810 137 17400 SH SHARED 02 17400 D NEW GERMANY FD INC COM 64446510 4620 510600 SH SHARED 02 510600 D NEW HORIZONS WORLDWIDE INC COM 64552610 0 1 SH SHARED 1 D NEW IRELAND FUND INC COM 64567310 40 1897 SH SHARED 1897 D NEW IRELAND FUND INC COM 64567310 500 23703 SH SHARED 02 23703 D NEW JERSEY RES COM 64602510 2296 52999 SH SHARED 52999 D NEW JERSEY RES COM 64602510 3089 71274 SH SHARED 01 69750 1524 D NEW JERSEY RES COM 64602510 0 8 SH SHARED 02 8 D NEW JERSEY RES COM 64602510 513 11850 SH SHARED 10 11850 D NEW PLAN EXCEL RLTY TR INC COM 64805310 3282 121222 SH SHARED 121222 D NEW PLAN EXCEL RLTY TR INC COM 64805310 1115 41200 SH SHARED 01 26700 14500 D NEW PLAN EXCEL RLTY TR INC COM 64805310 81 3000 SH SHR/OTHR 01 3000 D NEW PLAN EXCEL RLTY TR INC COM 64805310 1009 37280 SH SHARED 02 37280 D NEW PLAN EXCEL RLTY TR INC COM 64805310 7222 266700 SH SHARED 11 266700 D NEW VY CORP COM PAR $.01 64908050 0 33 SH SHARED 02 33 D NEW YORK & CO INC COM 64929510 297 18000 SH SHARED 18000 D NEW YORK & CO INC COM 64929510 14985 907130 SH SHARED 01 904730 2400 D NEW YORK & CO INC COM 64929510 660 40000 SH SHARED 02 40000 D NEW YORK & CO INC COM 64929510 206 12500 SH SHARED 10 12500 D NEW YORK CMNTY CAP TR V BONUSES 64944P30 12589 221700 SH SHARED 221700 D NEW YORK CMNTY BANCORP INC COM 64944510 14088 684917 SH SHARED 684917 D NEW YORK CMNTY BANCORP INC COM 64944510 2768 134573 SH SHARED 01 75024 59549 D NEW YORK CMNTY BANCORP INC COM 64944510 6212 302038 SH SHARED 02 302038 D NEW YORK CMNTY BANCORP INC COM 64944510 41 2000 SH SHARED 06 2000 D NEW YORK CMNTY BANCORP INC COM 64944510 1160 56400 SH SHARED 10 56400 D NEW YORK TIMES CO CL A 65011110 32857 805338 SH SHARED 804338 1000 D NEW YORK TIMES CO CL A 65011110 1371 33620 SH SHARED 01 24908 8712 D NEW YORK TIMES CO CL A 65011110 112 2760 SH SHR/OTHR 01 2760 D NEW YORK TIMES CO CL A 65011110 3126 76618 SH SHARED 02 76618 D NEW YORK TIMES CO CL A 65011110 693 17000 SH SHARED 04 17000 D NEW YORK TIMES CO CL A 65011110 93 2290 SH SHARED 06 2290 D NEW YORK TIMES CO CL A 65011110 6955 170474 SH SHARED 10 170474 D NEWALLIANCE BANCSHARES INC COM 65020310 14231 930173 SH SHARED 930173 D NEWALLIANCE BANCSHARES INC COM 65020310 165 10800 SH SHARED 02 10800 D NEWCASTLE INVT CORP COM 65105M10 10666 335623 SH SHARED 335623 D NEWCASTLE INVT CORP COM 65105M10 877 27600 SH SHARED 01 27600 D NEWCASTLE INVT CORP COM 65105M10 21 661 SH SHARED 02 661 D NEWCASTLE INVT CORP COM 65105M10 1331 41900 SH SHARED 10 41900 D NEWELL RUBBERMAID INC COM 65122910 33396 1380596 SH SHARED 1380596 D NEWELL RUBBERMAID INC COM 65122910 548 22687 SH SHARED 01 22687 D NEWELL RUBBERMAID INC COM 65122910 8127 335975 SH SHARED 02 335975 D NEWELL RUBBERMAID INC COM 65122910 169 7000 SH SHARED 04 7000 D NEWELL RUBBERMAID INC COM 65122910 9 400 SH SHARED 05 400 D NEWELL RUBBERMAID INC COM 65122910 4785 197850 SH SHARED 06 197850 D NEWELL RUBBERMAID INC COM 65122910 7101 293557 SH SHARED 10 293557 D NEWFIELD EXPL CO COM 65129010 11771 199353 SH SHARED 195716 3637 D NEWFIELD EXPL CO COM 65129010 4263 72200 SH SHARED 01 72200 D NEWFIELD EXPL CO COM 65129010 2127 36032 SH SHARED 02 36032 D NEWFIELD EXPL CO COM 65129010 1720 29140 SH SHARED 05 19480 9660 D NEWMARKET CORP COM 65158710 642 32278 SH SHARED 32278 D NEWMARKET CORP COM 65158710 626 31500 SH SHARED 01 31500 D NEWMARKET CORP COM 65158710 1 50 SH SHARED 02 50 D NEWMARKET CORP COM 65158710 113 5700 SH SHARED 10 5700 D NEWMONT MINING CORP COM 65163910 82457 1856737 SH SHARED 1807868 48869 D NEWMONT MINING CORP COM 65163910 44491 1001826 SH SHARED 01 960416 41410 D NEWMONT MINING CORP COM 65163910 358 8063 SH SHR/OTHR 01 1456 6607 D NEWMONT MINING CORP COM 65163910 11165 251424 SH SHARED 02 251424 D NEWMONT MINING CORP COM 65163910 6217 140000 SH SHARED 04 140000 D NEWMONT MINING CORP COM 65163910 13 300 SH SHARED 05 300 D NEWMONT MINING CORP COM 65163910 13334 300250 SH SHARED 06 300250 D NEWMONT MINING CORP COM 65163910 22091 497455 SH SHARED 10 497455 D NEWPARK RES INC COM PAR $.01NEW 65171850 1049 203714 SH SHARED 203714 D NEWPARK RES INC COM PAR $.01NEW 65171850 968 188023 SH SHARED 02 188023 D NEWPARK RES INC COM PAR $.01NEW 65171850 148 28825 SH SHARED 10 28825 D NEWPORT CORP COM 65182410 1840 130501 SH SHARED 130501 D NEWPORT CORP COM 65182410 143 10200 SH SHARED 01 10200 D NEWPORT CORP COM 65182410 150 10700 SH SHARED 02 10700 D NEWPORT CORP COM 65182410 215 15300 SH SHARED 10 15300 D NEWS CORP CL A 65248E10 271473 14548441 SH SHARED 14525770 22671 D NEWS CORP CL A 65248E10 4110 220303 SH SHARED 01 219539 764 D NEWS CORP CL A 65248E10 36 1974 SH SHR/OTHR 01 1946 28 D NEWS CORP CL A 65248E10 42574 2281607 SH SHARED 02 2281607 D NEWS CORP CL A 65248E10 53181 2850000 SH SHARED 04 2850000 D NEWS CORP CL A 65248E10 117 6298 SH SHARED 05 798 5500 D NEWS CORP CL A 65248E10 2267 121500 SH SHARED 06 121500 D NEWS CORP CL A 65248E10 46423 2487849 SH SHARED 10 2487849 D NEWS CORP CL B 65248E20 55483 2889768 SH SHARED 2889768 D NEWS CORP CL B 65248E20 262 13689 SH SHARED 01 9089 4600 D NEWS CORP CL B 65248E20 122 6400 SH SHR/OTHR 01 6400 D NEWS CORP CL B 65248E20 4715 245612 SH SHARED 02 245612 D NEWS CORP CL B 65248E20 5719 297895 SH SHARED 04 297895 D NEWS CORP CL B 65248E20 10 564 SH SHARED 05 564 D NEWS CORP CL B 65248E20 129 6750 SH SHARED 06 6750 D NEWS CORP CL B 65248E20 5023 261649 SH SHARED 10 261649 D NEWS CORP CL B 65248E20 22677 1181100 SH SHARED 12 1181100 D NEWTEK BUSINESS SVCS INC COM 65252610 328 76287 SH SHARED 76287 D NEWTEK BUSINESS SVCS INC COM 65252610 34 7911 SH SHARED 02 7911 D NEXMED INC COM 65290310 10 7028 SH SHARED 7028 D NEXMED INC COM 65290310 11 7499 SH SHARED 02 7499 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 2 2500 PRN SHARED 2500 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 7882 7705000 PRN SHARED 02 7705000 D NEXTEL COMMUNICATIONS INC CL A 65332V10 383719 12786382 SH SHARED 12412846 373536 D NEXTEL COMMUNICATIONS INC CL A 65332V10 11883 395990 SH SHARED 01 362510 33480 D NEXTEL COMMUNICATIONS INC CL A 65332V10 303 10100 SH SHR/OTHR 01 10100 D NEXTEL COMMUNICATIONS INC CL A 65332V10 91845 3060503 SH SHARED 02 3060503 D NEXTEL COMMUNICATIONS INC CL A 65332V10 18306 610000 SH SHARED 04 610000 D NEXTEL COMMUNICATIONS INC CL A 65332V10 7395 246420 SH SHARED 05 40830 205590 D NEXTEL COMMUNICATIONS INC CL A 65332V10 448 14961 SH SHARED 06 14961 D NEXTEL COMMUNICATIONS INC CL A 65332V10 58086 1935563 SH SHARED 10 1935563 D NEXTEL PARTNERS INC NOTE 1.500%11/1 65333FAM 107983 41500000 PRN SHARED 41500000 D NEXTEL PARTNERS INC NOTE 1.500%11/1 65333FAM 39831 15308000 PRN SHARED 02 15308000 D NEXTEL PARTNERS INC CL A 65333F10 2270 116222 SH SHARED 46222 70000 D NEXTEL PARTNERS INC CL A 65333F10 40369 2066000 SH SHARED 01 1851000 215000 D NEXTEL PARTNERS INC CL A 65333F10 67692 3464289 SH SHARED 02 3464289 D NEXTEL PARTNERS INC CL A 65333F10 4414 225900 SH SHARED 10 225900 D NEXEN INC COM 65334H10 7413 182376 SH SHARED 182376 D NEXEN INC COM 65334H10 132 3254 SH SHARED 01 3254 D NEXEN INC COM 65334H10 2172 53454 SH SHARED 02 53454 D NEXEN INC COM 65334H10 5284 130000 SH SHARED 04 130000 D NEXEN INC COM 65334H10 12 300 SH SHARED 06 300 D NEXEN INC COM 65334H10 1671 41115 SH SHARED 10 41115 D NEXSTAR BROADCASTING GROUP I CL A 65336K10 170 18444 SH SHARED 18444 D NEXSTAR BROADCASTING GROUP I CL A 65336K10 1904 206549 SH SHARED 02 206549 D NEXSTAR BROADCASTING GROUP I CL A 65336K10 30 3300 SH SHARED 10 3300 D NICE SYS LTD SPONSORED ADR 65365610 197 6311 SH SHARED 6311 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 365 21996 SH SHARED 21996 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 232 14000 SH SHR/OTHR 01 14000 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 5 304 SH SHARED 02 304 D NICHOLAS APPLEGATE CV&INC FD COM 65370G10 50 3200 SH SHARED 3200 D NICHOLAS FINANCIAL INC COM NEW 65373J20 151 10600 SH SHARED 02 10600 D NICOR INC COM 65408610 7508 203265 SH SHARED 203265 D NICOR INC COM 65408610 211 5712 SH SHARED 01 5400 312 D NICOR INC COM 65408610 428 11612 SH SHARED 02 11612 D NICOR INC COM 65408610 2239 60622 SH SHARED 10 60622 D NIKE INC CL B 65410610 111021 1224192 SH SHARED 1224192 D NIKE INC CL B 65410610 23969 264300 SH SHARED 01 262500 1800 D NIKE INC CL B 65410610 172 1900 SH SHR/OTHR 01 400 1500 D NIKE INC CL B 65410610 24117 265935 SH SHARED 02 265935 D NIKE INC CL B 65410610 544 6000 SH SHARED 04 6000 D NIKE INC CL B 65410610 18 200 SH SHARED 05 200 D NIKE INC CL B 65410610 972 10728 SH SHARED 06 10728 D NIKE INC CL B 65410610 25892 285510 SH SHARED 10 285510 D NIKU CORP COM NEW 65411370 1104 54850 SH SHARED 02 50950 3900 D 99 CENTS ONLY STORES COM 65440K10 2502 154878 SH SHARED 154878 D 99 CENTS ONLY STORES COM 65440K10 155 9600 SH SHARED 01 9600 D 99 CENTS ONLY STORES COM 65440K10 13 823 SH SHR/OTHR 01 823 D 99 CENTS ONLY STORES COM 65440K10 304 18861 SH SHARED 02 18861 D 99 CENTS ONLY STORES COM 65440K10 295 18300 SH SHARED 10 18300 D NINETOWNS DIGI WRLD TRADE HL SPONSORED ADR 65440710 215 20000 SH SHARED 02 20000 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 525 23324 SH SHARED 23324 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 1384 61405 SH SHARED 02 61405 D NISOURCE INC COM 65473P10 65220 2863064 SH SHARED 2863064 D NISOURCE INC COM 65473P10 3182 139726 SH SHARED 01 110609 29117 D NISOURCE INC COM 65473P10 181 7957 SH SHR/OTHR 01 3000 4957 D NISOURCE INC COM 65473P10 2713 119118 SH SHARED 02 119118 D NISOURCE INC COM 65473P10 25058 1100000 SH SHARED 04 1100000 D NISOURCE INC COM 65473P10 112 4933 SH SHARED 06 4933 D NISOURCE INC COM 65473P10 10555 463381 SH SHARED 10 463381 D NISSAN MOTORS SPONSORED ADR 65474440 7390 337147 SH SHARED 337147 D NISSAN MOTORS SPONSORED ADR 65474440 1264 57688 SH SHARED 01 57688 D NISSIN CO LTD SPONSORED ADR 65476520 4 800 SH SHARED 02 800 D NITROMED INC COM 65479850 603 22654 SH SHARED 22654 D NITROMED INC COM 65479850 362 13600 SH SHARED 01 13600 D NITROMED INC COM 65479850 255 9604 SH SHARED 02 9604 D NITROMED INC COM 65479850 14505 544300 SH SHARED 04 544300 D NITROMED INC COM 65479850 285 10700 SH SHARED 06 10700 D NITROMED INC COM 65479850 511 19200 SH SHARED 10 19200 D NOBEL LEARNING CMNTYS INC COM 65488910 60 8000 SH SHARED 02 8000 D NOBILITY HOMES INC COM 65489210 3 143 SH SHARED 143 D NOKIA CORP SPONSORED ADR 65490220 84 5400 SH SHARED 5400 D NOKIA CORP SPONSORED ADR 65490220 78679 5020999 SH SHARED 5003524 17475 D NOKIA CORP SPONSORED ADR 65490220 156754 10003481 SH SHARED 01 6946831 195400 2861250 D NOKIA CORP SPONSORED ADR 65490220 4192 267574 SH SHR/OTHR 01 12750 254824 D NOKIA CORP SPONSORED ADR 65490220 6373 406706 SH SHARED 02 406706 D NOKIA CORP SPONSORED ADR 65490220 1921 122600 SH SHARED 04 122600 D NOKIA CORP SPONSORED ADR 65490220 42417 2706901 SH SHARED 10 2706901 D NOBLE ENERGY INC COM 65504410 3559 57733 SH SHARED 57733 D NOBLE ENERGY INC COM 65504410 11046 179148 SH SHARED 01 179000 148 D NOBLE ENERGY INC COM 65504410 471 7650 SH SHR/OTHR 01 7650 D NOBLE ENERGY INC COM 65504410 1248 20248 SH SHARED 02 20248 D NOBLE INTL LTD COM 65505310 375 18435 SH SHARED 18435 D NOBLE INTL LTD COM 65505310 76 3775 SH SHARED 02 3775 D NOBLE INTL LTD COM 65505310 67 3300 SH SHARED 10 3300 D NOMURA HLDGS INC SPONSORED ADR 65535H20 69 4802 SH SHARED 4802 D NOMURA HLDGS INC SPONSORED ADR 65535H20 33 2300 SH SHARED 01 2300 D NOMURA HLDGS INC SPONSORED ADR 65535H20 158 10872 SH SHARED 02 10872 D NORANDA INC COM 65542210 8065 458246 SH SHARED 458246 D NORANDA INC COM 65542210 45 2600 SH SHARED 01 2600 D NORANDA INC COM 65542210 1797 102147 SH SHARED 02 102147 D NORANDA INC COM 65542210 765 43500 SH SHARED 10 43500 D NORDSON CORP COM 65566310 3706 92489 SH SHARED 92489 D NORDSON CORP COM 65566310 769 19200 SH SHARED 01 19200 D NORDSON CORP COM 65566310 368 9203 SH SHARED 02 9203 D NORDSON CORP COM 65566310 464 11600 SH SHARED 10 11600 D NORDSTROM INC COM 65566410 35122 751602 SH SHARED 751602 D NORDSTROM INC COM 65566410 2088 44700 SH SHARED 01 43900 800 D NORDSTROM INC COM 65566410 3193 68331 SH SHARED 02 68331 D NORDSTROM INC COM 65566410 233 5000 SH SHARED 04 5000 D NORDSTROM INC COM 65566410 5597 119774 SH SHARED 10 119774 D NORFOLK SOUTHERN CORP COM 65584410 86432 2388300 SH SHARED 2388300 D NORFOLK SOUTHERN CORP COM 65584410 12439 343715 SH SHARED 01 261507 82208 D NORFOLK SOUTHERN CORP COM 65584410 3293 90992 SH SHR/OTHR 01 61599 29393 D NORFOLK SOUTHERN CORP COM 65584410 8514 235283 SH SHARED 02 235283 D NORFOLK SOUTHERN CORP COM 65584410 10 300 SH SHARED 05 300 D NORFOLK SOUTHERN CORP COM 65584410 146 4050 SH SHARED 06 4050 D NORFOLK SOUTHERN CORP COM 65584410 15519 428833 SH SHARED 10 428833 D NORSK HYDRO A S SPONSORED ADR 65653160 2545 32332 SH SHARED 32332 D NORSK HYDRO A S SPONSORED ADR 65653160 11 150 SH SHARED 01 150 D NORSK HYDRO A S SPONSORED ADR 65653160 4040 51322 SH SHARED 02 51322 D NORSTAN INC COM 65653510 3048 550213 SH SHARED 02 550213 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 0 100 SH SHARED 100 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 59282 61116005 PRN SHARED 61116005 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 14321 14764000 PRN SHARED 02 14764000 D NORTEL NETWORKS CORP NEW COM 65656810 53878 15527071 SH SHARED 15507771 19300 D NORTEL NETWORKS CORP NEW COM 65656810 794 228932 SH SHARED 01 225708 3224 D NORTEL NETWORKS CORP NEW COM 65656810 5 1500 SH SHR/OTHR 01 1500 D NORTEL NETWORKS CORP NEW COM 65656810 34426 9921201 SH SHARED 02 9921201 D NORTEL NETWORKS CORP NEW COM 65656810 14 4108 SH SHARED 05 4108 D NORTEL NETWORKS CORP NEW COM 65656810 62 18000 SH SHARED 06 18000 D NORTEL NETWORKS CORP NEW COM 65656810 5408 1558601 SH SHARED 10 1558601 D NORTH AMERN PALLADIUM LTD COM 65691210 126 15485 SH SHARED 02 15485 D NORTH AMERN SCIENTIFIC INC COM 65715D10 15 2893 SH SHARED 02 2893 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 97 4300 SH SHARED 01 4300 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 97 4300 SH SHR/OTHR 01 4300 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 2 100 SH SHARED 02 100 D NORTH FORK BANCORPORATION NY COM 65942410 98109 3400688 SH SHARED 3400688 D NORTH FORK BANCORPORATION NY COM 65942410 23887 827995 SH SHARED 01 260307 567688 D NORTH FORK BANCORPORATION NY COM 65942410 2766 95878 SH SHR/OTHR 01 28625 67253 D NORTH FORK BANCORPORATION NY COM 65942410 9081 314772 SH SHARED 02 314772 D NORTH FORK BANCORPORATION NY COM 65942410 11218 388850 SH SHARED 03 388850 D NORTH FORK BANCORPORATION NY COM 65942410 9520 330000 SH SHARED 04 330000 D NORTH FORK BANCORPORATION NY COM 65942410 3414 118350 SH SHARED 05 118350 D NORTH FORK BANCORPORATION NY COM 65942410 2182 75634 SH SHARED 06 75634 D NORTH FORK BANCORPORATION NY COM 65942410 15708 544474 SH SHARED 10 544474 D NORTH PITTSBURGH SYS INC COM 66156210 675 27300 SH SHARED 27300 D NORTH PITTSBURGH SYS INC COM 66156210 247 10000 SH SHARED 01 10000 D NORTH PITTSBURGH SYS INC COM 66156210 23 937 SH SHARED 02 937 D NORTH PITTSBURGH SYS INC COM 66156210 264 10700 SH SHARED 10 10700 D NORTH VALLEY BANCORP COM 66304M10 2 114 SH SHARED 114 D NORTH VALLEY BANCORP COM 66304M10 0 36 SH SHARED 02 36 D NORTHEAST BANCORP COM 66390410 27 1200 SH SHARED 02 1200 D NORTHEAST PA FINL CORP COM 66390510 143 6322 SH SHARED 02 6322 D NORTHEAST UTILS COM 66439710 22808 1210023 SH SHARED 1210023 D NORTHEAST UTILS COM 66439710 661 35100 SH SHARED 01 34100 1000 D NORTHEAST UTILS COM 66439710 835 44306 SH SHARED 02 44306 D NORTHEAST UTILS COM 66439710 295 15655 SH SHARED 10 15655 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 1142 23717 SH SHARED 23717 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 24 512 SH SHARED 01 512 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 81 1700 SH SHR/OTHR 01 1000 700 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 14 300 SH SHARED 02 300 D NORTHERN DYNASTY MINERALS LT COM NEW 66510M20 114 23500 SH SHARED 23500 D NORTHERN ORION RES INC COM 66557510 4510 1550000 SH SHARED 01 1550000 D NORTHERN STS FINL CORP COM 66575110 2225 71802 SH SHARED 02 71802 D NORTHERN TR CORP COM 66585910 25722 529490 SH SHARED 528890 600 D NORTHERN TR CORP COM 66585910 2715 55900 SH SHARED 01 16200 39700 D NORTHERN TR CORP COM 66585910 2705 55692 SH SHR/OTHR 01 11916 43776 D NORTHERN TR CORP COM 66585910 4258 87662 SH SHARED 02 87662 D NORTHERN TR CORP COM 66585910 296 6100 SH SHARED 03 6100 D NORTHERN TR CORP COM 66585910 520 10710 SH SHARED 05 10710 D NORTHERN TR CORP COM 66585910 371 7640 SH SHARED 06 7640 D NORTHERN TR CORP COM 66585910 10847 223292 SH SHARED 10 223292 D NORTHFIELD LABS INC COM 66613510 1492 66200 SH SHARED 66200 D NORTHFIELD LABS INC COM 66613510 20 900 SH SHARED 02 900 D NORTHFIELD LABS INC COM 66613510 196 8700 SH SHARED 10 8700 D NORTHGATE MINERALS CORP COM 66641610 15 9100 SH SHARED 9100 D NORTHGATE MINERALS CORP COM 66641610 89 52382 SH SHARED 02 52382 D NORTHROP GRUMMAN CORP COM 66680710 85583 1574392 SH SHARED 1573592 800 D NORTHROP GRUMMAN CORP COM 66680710 29447 541715 SH SHARED 01 192686 349029 D NORTHROP GRUMMAN CORP COM 66680710 702 12932 SH SHR/OTHR 01 7698 5234 D NORTHROP GRUMMAN CORP COM 66680710 19905 366177 SH SHARED 02 366177 D NORTHROP GRUMMAN CORP COM 66680710 10 200 SH SHARED 05 200 D NORTHROP GRUMMAN CORP COM 66680710 318 5860 SH SHARED 06 5860 D NORTHROP GRUMMAN CORP COM 66680710 20015 368208 SH SHARED 10 368208 D NORTHSTAR RLTY FIN CORP COM 66704R10 554 48390 SH SHARED 48390 D NORTHSTAR RLTY FIN CORP COM 66704R10 2251 196610 SH SHARED 02 196610 D NORTHWEST AIRLS CORP FRNT 6.625% 5/1 667280AC 16213 16460000 PRN SHARED 02 16460000 D NORTHWEST AIRLS CORP NOTE 7.625%11/1 667280AE 3990 5000000 PRN SHARED 5000000 D NORTHWEST AIRLS CORP NOTE 7.625%11/1 667280AE 6550 8209000 PRN SHARED 02 8209000 D NORTHWEST AIRLS CORP CL A 66728010 16442 1504317 SH SHARED 1504317 D NORTHWEST AIRLS CORP CL A 66728010 21 2000 SH SHR/OTHR 01 2000 D NORTHWEST AIRLS CORP CL A 66728010 109 10007 SH SHARED 02 10007 D NORTHWEST AIRLS CORP CL A 66728010 345 31600 SH SHARED 10 31600 D NORTHWEST BANCORP INC PA COM 66732810 846 33746 SH SHARED 33746 D NORTHWEST BANCORP INC PA COM 66732810 109 4378 SH SHARED 02 4378 D NORTHWEST BANCORP INC PA COM 66732810 148 5900 SH SHARED 10 5900 D NORTHWEST NAT GAS CO COM 66765510 1707 50621 SH SHARED 50621 D NORTHWEST NAT GAS CO COM 66765510 1370 40610 SH SHARED 01 40610 D NORTHWEST NAT GAS CO COM 66765510 0 7 SH SHARED 02 7 D NORTHWEST NAT GAS CO COM 66765510 408 12107 SH SHARED 10 12107 D NORTHWESTERN CORP *W EXP 99/99/999 66807411 35 7264 SH SHARED 02 7264 D NORTHWESTERN CORP COM NEW 66807430 35273 1259766 SH SHARED 02 1259766 D NOVA CHEMICALS CORP COM 66977W10 3528 74599 SH SHARED 74599 D NOVA CHEMICALS CORP COM 66977W10 5713 120800 SH SHARED 01 120800 D NOVA CHEMICALS CORP COM 66977W10 3 66 SH SHR/OTHR 01 66 D NOVA CHEMICALS CORP COM 66977W10 1914 40483 SH SHARED 02 40483 D NOVA CHEMICALS CORP COM 66977W10 6697 141600 SH SHARED 10 141600 D NOVAMED INC DEL COM 66986W10 89 13630 SH SHARED 02 13630 D NOVAGOLD RES INC COM NEW 66987E20 77 10000 SH SHARED 10000 D NOVATEL WIRELESS INC COM NEW 66987M60 806 41550 SH SHARED 41550 D NOVATEL WIRELESS INC COM NEW 66987M60 124 6400 SH SHARED 01 6400 D NOVATEL WIRELESS INC COM NEW 66987M60 3986 205361 SH SHARED 02 205361 D NOVATEL WIRELESS INC COM NEW 66987M60 4929 253958 SH SHARED 10 253958 D NOVARTIS A G SPONSORED ADR 66987V10 49468 978800 SH SHARED 978800 D NOVARTIS A G SPONSORED ADR 66987V10 2211 43762 SH SHARED 01 935 42827 D NOVARTIS A G SPONSORED ADR 66987V10 267 5300 SH SHR/OTHR 01 2300 3000 D NOVARTIS A G SPONSORED ADR 66987V10 353 7000 SH SHARED 02 7000 D NU HORIZONS ELECTRS CORP COM 66990810 85 10700 SH SHARED 10700 D NU HORIZONS ELECTRS CORP COM 66990810 0 99 SH SHARED 02 99 D NOVASTAR FINL INC COM 66994740 5114 103327 SH SHARED 103327 D NOVASTAR FINL INC COM 66994740 1717 34700 SH SHARED 01 34700 D NOVASTAR FINL INC COM 66994740 10 203 SH SHARED 02 203 D NOVASTAR FINL INC COM 66994740 915 18500 SH SHARED 10 18500 D NOVATEL INC COM 66995410 0 20 SH SHARED 02 20 D NOVAMERICAN STL INC COM 66995910 14 252 SH SHARED 252 D NUANCE COMMUNICATIONS INC COM 66996710 188 45505 SH SHARED 45505 D NUANCE COMMUNICATIONS INC COM 66996710 0 4 SH SHARED 02 4 D NOVAVAX INC COM 67000210 3 934 SH SHARED 934 D NOVELL INC COM 67000610 6669 988087 SH SHARED 983087 5000 D NOVELL INC COM 67000610 184 27300 SH SHARED 01 26100 1200 D NOVELL INC COM 67000610 4907 727079 SH SHARED 02 718079 9000 D NOVELL INC COM 67000610 1552 230000 SH SHARED 04 230000 D NOVELL INC COM 67000610 2489 368811 SH SHARED 10 368811 D NOVELLUS SYS INC COM 67000810 55126 1976578 SH SHARED 1973659 2919 D NOVELLUS SYS INC COM 67000810 4834 173337 SH SHARED 01 54865 1380 117092 D NOVELLUS SYS INC COM 67000810 910 32655 SH SHR/OTHR 01 23340 9315 D NOVELLUS SYS INC COM 67000810 8156 292440 SH SHARED 02 292440 D NOVELLUS SYS INC COM 67000810 7460 267500 SH SHARED 04 267500 D NOVELLUS SYS INC COM 67000810 156 5600 SH SHARED 06 5600 D NOVELLUS SYS INC COM 67000810 4787 171671 SH SHARED 10 171671 D NOVEN PHARMACEUTICALS INC COM 67000910 1043 61172 SH SHARED 61172 D NOVEN PHARMACEUTICALS INC COM 67000910 4003 234700 SH SHARED 01 234700 D NOVEN PHARMACEUTICALS INC COM 67000910 231 13556 SH SHARED 02 13556 D NOVEN PHARMACEUTICALS INC COM 67000910 1328 77900 SH SHARED 10 77900 D NOVOSTE CORP COM 67010C10 0 43 SH SHARED 43 D NOVOSTE CORP COM 67010C10 0 16 SH SHARED 02 16 D NOVOGEN LIMITED SPONSORED ADR 67010F10 0 45 SH SHARED 45 D NOVOGEN LIMITED SPONSORED ADR 67010F10 152 6926 SH SHARED 02 6926 D NOVO-NORDISK A S ADR 67010020 163 3008 SH SHARED 3008 D NOVO-NORDISK A S ADR 67010020 10 200 SH SHR/OTHR 01 200 D NU SKIN ENTERPRISES INC CL A 67018T10 4202 165577 SH SHARED 165577 D NU SKIN ENTERPRISES INC CL A 67018T10 8837 348200 SH SHARED 01 348200 D NU SKIN ENTERPRISES INC CL A 67018T10 55 2196 SH SHARED 02 2196 D NU SKIN ENTERPRISES INC CL A 67018T10 1049 41344 SH SHARED 10 41344 D NSTAR COM 67019E10 4063 74864 SH SHARED 74864 D NSTAR COM 67019E10 883 16275 SH SHARED 01 16275 D NSTAR COM 67019E10 40 738 SH SHR/OTHR 01 738 D NSTAR COM 67019E10 1014 18698 SH SHARED 02 18698 D NSTAR COM 67019E10 25 465 SH SHARED 06 465 D NUCOR CORP COM 67034610 78 1500 SH SHARED 1500 D NUCOR CORP COM 67034610 46654 891368 SH SHARED 891368 D NUCOR CORP COM 67034610 3619 69151 SH SHARED 01 58499 10652 D NUCOR CORP COM 67034610 9819 187619 SH SHARED 02 187619 D NUCOR CORP COM 67034610 153 2941 SH SHARED 06 2941 D NUCOR CORP COM 67034610 8653 165327 SH SHARED 10 165327 D NUVEEN INSD PREM INCOME MUN COM 6706D810 23 1804 SH SHARED 01 1804 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 165 13600 SH SHARED 13600 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 18 1500 SH SHR/OTHR 01 1500 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 62 5100 SH SHARED 02 5100 D NUVEEN CALIF PREM INCOME MUN COM 6706L010 19 1500 SH SHR/OTHR 01 1500 D NUTRACEUTICAL INTL CORP COM 67060Y10 285 18513 SH SHARED 18513 D NUTRACEUTICAL INTL CORP COM 67060Y10 412 26800 SH SHARED 01 26800 D NUTRACEUTICAL INTL CORP COM 67060Y10 438 28432 SH SHARED 02 28432 D NUTRACEUTICAL INTL CORP COM 67060Y10 60 3900 SH SHARED 10 3900 D NUVEEN SELECT MAT MUN FD SH BEN INT 67061T10 25 2700 SH SHARED 02 2700 D NUVEEN INSD CALIF PREM INCOM COM 67061X10 16 1000 SH SHARED 01 1000 D NUVEEN CA INVT QUALITY MUN F COM 67062A10 85 6000 SH SHR/OTHR 01 6000 D NUVEEN CALIF MUN VALUE FD COM 67062C10 5 580 SH SHARED 01 580 D NUVEEN CALIF MUN VALUE FD COM 67062C10 81 8865 SH SHARED 02 8865 D NUVEEN MUN ADVANTAGE FD INC COM 67062H10 19 1289 SH SHARED 02 1289 D NUVEEN NY MUN VALUE FD COM 67062M10 96 10800 SH SHARED 02 10800 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 36 2500 SH SHARED 2500 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 32 2250 SH SHR/OTHR 01 2250 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 35 2467 SH SHARED 02 2467 D NUVEEN CALIF PERFORM PLUS MU COM 67062Q10 71 5100 SH SHARED 02 5100 D NUVEEN NY PERFORM PLUS MUN F COM 67062R10 25 1603 SH SHARED 01 1603 D NUVEEN NY PERFORM PLUS MUN F COM 67062R10 45 2900 SH SHARED 02 2900 D NUVEEN PREM INCOME MUN FD COM 67062T10 216 15600 SH SHARED 15600 D NUVEEN PREM INCOME MUN FD COM 67062T10 24 1762 SH SHARED 01 1762 D NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 19 1402 SH SHARED 01 1402 D NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 45 3200 SH SHARED 02 3200 D NUVEEN CA SELECT TAX FREE PR SH BEN INT 67063R10 30 2300 SH SHARED 02 2300 D NUVEEN PREM INCOME MUN FD 2 COM 67063W10 90 6400 SH SHARED 6400 D NUVEEN PREM INCOME MUN FD 2 COM 67063W10 123 8776 SH SHARED 02 8776 D NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X10 47 3700 SH SHARED 02 3700 D NUVEEN INS NY TX FR ADV MUN COM 67065610 13 1000 SH SHARED 01 1000 D NVIDIA CORP COM 67066G10 16212 688141 SH SHARED 688141 D NVIDIA CORP COM 67066G10 15076 639900 SH SHARED 01 639700 200 D NVIDIA CORP COM 67066G10 16 697 SH SHR/OTHR 01 697 D NVIDIA CORP COM 67066G10 3020 128224 SH SHARED 02 128024 200 D NVIDIA CORP COM 67066G10 2945 125000 SH SHARED 04 125000 D NVIDIA CORP COM 67066G10 6777 287664 SH SHARED 10 287664 D NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 68 4600 SH SHARED 4600 D NUVEEN NY DIVID ADVNTG MUN F COM 67066X10 24 1600 SH SHARED 01 1600 D NUVEEN SR INCOME FD COM 67067Y10 294 31200 SH SHARED 31200 D NUTRITION 21 INC COM 67069V10 11 11625 SH SHARED 01 11625 D NUTRITION 21 INC COM 67069V10 16 16000 SH SHARED 02 16000 D NUVEEN CA DIV ADVANTG MUN FD COM 67069X10 67 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 65 5000 SH SHR/OTHR 01 5000 D NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y10 235 17900 SH SHARED 02 17900 D NUVASIVE INC COM 67070410 192 18737 SH SHARED 18737 D NUVASIVE INC COM 67070410 3 318 SH SHARED 02 318 D NUVEEN REAL ESTATE INCOME FD COM 67071B10 42 2027 SH SHARED 01 2027 D NUVEEN VA DIV ADV MUNI FD 2 COM 67071C10 5 300 SH SHARED 02 300 D NYFIX INC COM 67071210 26 4351 SH SHARED 4351 D NYFIX INC COM 67071210 13 2250 SH SHARED 01 2250 D NYFIX INC COM 67071210 60 9718 SH SHARED 02 9718 D NUVEEN QUALITY PFD INCOME FD COM 67072C10 74 5200 SH SHARED 5200 D NUVELO INC COM NEW 67072M30 510 51800 SH SHARED 51800 D NUVELO INC COM NEW 67072M30 0 100 SH SHARED 01 100 D NUVELO INC COM NEW 67072M30 335 34096 SH SHARED 02 34096 D NUVELO INC COM NEW 67072M30 131 13333 SH SHARED 10 13333 D NUVEEN FLOATING RATE INCOME COM 67072T10 667 47705 SH SHARED 47705 D NUVEEN FLOATING RATE INCOME COM 67072T10 2461 175835 SH SHARED 02 175835 D NUVEEN PFD & CONV INC FD COM 67073B10 37 2600 SH SHARED 2600 D NUVEEN PFD & CONV INC FD COM 67073B10 67 4720 SH SHARED 01 4720 D NYMOX PHARMACEUTICAL CORP COM 67076P10 7 2809 SH SHARED 02 2809 D O CHARLEYS INC COM 67082310 5550 283912 SH SHARED 283912 D O CHARLEYS INC COM 67082310 1895 96951 SH SHARED 96951 D O CHARLEYS INC COM 67082310 28 1450 SH SHARED 01 1450 D O CHARLEYS INC COM 67082310 12 625 SH SHARED 02 625 D O CHARLEYS INC COM 67082310 197 10100 SH SHARED 10 10100 D OCA INC COM 67083Q10 807 127222 SH SHARED 127222 D OCA INC COM 67083Q10 0 12 SH SHARED 02 12 D OCA INC COM 67083Q10 100 15800 SH SHARED 10 15800 D OGE ENERGY CORP COM 67083710 397 15000 SH SHARED 15000 D OGE ENERGY CORP COM 67083710 3737 140981 SH SHARED 140981 D OGE ENERGY CORP COM 67083710 607 22900 SH SHARED 01 22900 D OGE ENERGY CORP COM 67083710 100 3780 SH SHR/OTHR 01 500 3280 D OGE ENERGY CORP COM 67083710 3567 134579 SH SHARED 02 134579 D O I CORP COM 67084110 115 11300 SH SHARED 02 11300 D OM GROUP INC COM 67087210 3323 102513 SH SHARED 102513 D OM GROUP INC COM 67087210 2006 61900 SH SHARED 01 61900 D OM GROUP INC COM 67087210 564 17408 SH SHARED 02 17408 D OM GROUP INC COM 67087210 343 10600 SH SHARED 10 10600 D NUVEEN INVTS INC CL A 67090F10 1010 25600 SH SHARED 25600 D NUVEEN INVTS INC CL A 67090F10 21 550 SH SHARED 01 100 450 D NUVEEN INVTS INC CL A 67090F10 92 2333 SH SHARED 02 2333 D NUVEEN MUN VALUE FD INC COM 67092810 153 16700 SH SHARED 16700 D NUVEEN MUN VALUE FD INC COM 67092810 18 2000 SH SHARED 01 2000 D NUVEEN MUN VALUE FD INC COM 67092810 104 11341 SH SHARED 02 11341 D NUVEEN PA INVT QUALITY MUN F COM 67097210 9 600 SH SHARED 01 600 D NUVEEN NY SELECT QUALITY MUN COM 67097610 107 7000 SH SHR/OTHR 01 7000 D NUVEEN QUALITY INCOME MUN FD COM 67097710 72 5100 SH SHARED 5100 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 83 5300 SH SHARED 01 5300 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 78 5000 SH SHR/OTHR 01 5000 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 1 119 SH SHARED 02 119 D NUVEEN CALIF QUALITY INCM MU COM 67098510 117 8000 SH SHR/OTHR 01 8000 D NUVEEN NY QUALITY INCM MUN F COM 67098610 103 7200 SH SHR/OTHR 01 7200 D NUVEEN PREMIER INSD MUN INCO COM 67098710 47 3200 SH SHARED 3200 D OSI PHARMACEUTICALS INC NOTE 3.250% 9/0 671040AD 13268 7732000 PRN SHARED 7732000 D OSI PHARMACEUTICALS INC NOTE 3.250% 9/0 671040AD 4976 2900000 PRN SHARED 02 2900000 D OSI PHARMACEUTICALS INC COM 67104010 561 7500 SH SHARED 7500 D OSI PHARMACEUTICALS INC COM 67104010 3435 45900 SH SHARED 01 43000 2900 D OSI PHARMACEUTICALS INC COM 67104010 1886 25207 SH SHARED 02 25207 D OSI PHARMACEUTICALS INC COM 67104010 19947 266500 SH SHARED 04 266500 D OSI PHARMACEUTICALS INC COM 67104010 449 6000 SH SHARED 06 6000 D OSI PHARMACEUTICALS INC COM 67104010 1010 13500 SH SHARED 10 13500 D OSI SYSTEMS INC COM 67104410 1346 59279 SH SHARED 59279 D OSI SYSTEMS INC COM 67104410 17 763 SH SHARED 02 763 D OSI SYSTEMS INC COM 67104410 154 6800 SH SHARED 10 6800 D OAK HILL FINL INC COM 67133710 264 6829 SH SHARED 6829 D OAK HILL FINL INC COM 67133710 0 1 SH SHARED 02 1 D OAKLEY INC COM 67366210 44 3500 SH SHARED 3500 D OAKLEY INC COM 67366210 839 65834 SH SHARED 65834 D OAKLEY INC COM 67366210 20 1594 SH SHR/OTHR 01 1594 D OAKLEY INC COM 67366210 219 17181 SH SHARED 02 17181 D OAKLEY INC COM 67366210 108 8500 SH SHARED 10 8500 D OCCIDENTAL PETE CORP DEL COM 67459910 1470 25200 SH SHARED 25200 D OCCIDENTAL PETE CORP DEL COM 67459910 144305 2472683 SH SHARED 2469383 3300 D OCCIDENTAL PETE CORP DEL COM 67459910 2550 43700 SH SHARED 01 42700 1000 D OCCIDENTAL PETE CORP DEL COM 67459910 278 4776 SH SHR/OTHR 01 4776 D OCCIDENTAL PETE CORP DEL COM 67459910 16762 287232 SH SHARED 02 287232 D OCCIDENTAL PETE CORP DEL COM 67459910 10796 185000 SH SHARED 04 185000 D OCCIDENTAL PETE CORP DEL COM 67459910 17 300 SH SHARED 05 300 D OCCIDENTAL PETE CORP DEL COM 67459910 1135 19452 SH SHARED 06 19452 D OCCIDENTAL PETE CORP DEL COM 67459910 53214 911832 SH SHARED 10 911832 D OCE N V ADR 67462720 497 33700 SH SHARED 02 33700 D OCEANEERING INTL INC COM 67523210 141 3800 SH SHARED 3800 D OCEANEERING INTL INC COM 67523210 1805 48375 SH SHARED 48375 D OCEANEERING INTL INC COM 67523210 1697 45482 SH SHARED 02 45482 D OCEANEERING INTL INC COM 67523210 347 9300 SH SHARED 10 9300 D OCEANFIRST FINL CORP COM 67523410 419 17000 SH SHARED 17000 D OCEANFIRST FINL CORP COM 67523410 123 5000 SH SHARED 01 5000 D OCEANFIRST FINL CORP COM 67523410 2 102 SH SHARED 02 102 D OCEANFIRST FINL CORP COM 67523410 86 3500 SH SHARED 10 3500 D OCTEL CORP COM 67572710 577 27736 SH SHARED 27736 D OCTEL CORP COM 67572710 2091 100500 SH SHARED 01 100500 D OCTEL CORP COM 67572710 649 31203 SH SHARED 02 31203 D OCTEL CORP COM 67572710 998 48000 SH SHARED 10 48000 D OCULAR SCIENCES INC COM 67574410 20013 408354 SH SHARED 408354 D OCULAR SCIENCES INC COM 67574410 76 1555 SH SHARED 01 1430 125 D OCULAR SCIENCES INC COM 67574410 5910 120601 SH SHARED 02 120601 D OCULAR SCIENCES INC COM 67574410 426 8700 SH SHARED 10 8700 D OCWEN FINL CORP COM 67574610 661 69189 SH SHARED 69189 D OCWEN FINL CORP COM 67574610 7 800 SH SHARED 01 800 D OCWEN FINL CORP COM 67574610 18 1910 SH SHARED 02 1910 D OCWEN FINL CORP COM 67574610 158 16600 SH SHARED 10 16600 D ODYSSEY HEALTHCARE INC COM 67611V10 979 71631 SH SHARED 71631 D ODYSSEY HEALTHCARE INC COM 67611V10 32 2400 SH SHARED 01 2400 D ODYSSEY HEALTHCARE INC COM 67611V10 23 1705 SH SHARED 02 1705 D ODYSSEY HEALTHCARE INC COM 67611V10 219 16075 SH SHARED 10 16075 D ODYSSEY RE HLDGS CORP COM 67612W10 52 2084 SH SHARED 2084 D ODYSSEY RE HLDGS CORP COM 67612W10 668 26500 SH SHARED 01 26500 D ODYSSEY RE HLDGS CORP COM 67612W10 50 2013 SH SHARED 02 2013 D OFFICEMAX INC DEL COM 67622P10 74176 2363800 SH SHARED 2360600 3200 D OFFICEMAX INC DEL COM 67622P10 62 2000 SH SHARED 01 2000 D OFFICEMAX INC DEL COM 67622P10 1434 45715 SH SHARED 02 45715 D OFFICEMAX INC DEL COM 67622P10 2316 73833 SH SHARED 10 73833 D OFFICE DEPOT INC COM 67622010 18626 1072983 SH SHARED 951419 121564 D OFFICE DEPOT INC COM 67622010 1782 102678 SH SHARED 01 102393 285 D OFFICE DEPOT INC COM 67622010 9049 521309 SH SHARED 02 521309 D OFFICE DEPOT INC COM 67622010 57322 3301979 SH SHARED 05 2206079 1095900 D OFFICE DEPOT INC COM 67622010 15028 865700 SH SHARED 06 865700 D OFFICE DEPOT INC COM 67622010 6309 363448 SH SHARED 10 363448 D OFFSHORE LOGISTICS INC COM 67625510 1544 47561 SH SHARED 47561 D OFFSHORE LOGISTICS INC COM 67625510 769 23700 SH SHARED 01 23700 D OFFSHORE LOGISTICS INC COM 67625510 0 5 SH SHARED 02 5 D OFFSHORE LOGISTICS INC COM 67625510 964 29700 SH SHARED 10 29700 D OHIO CAS CORP NOTE 5.000% 3/1 677240AC 0 180 PRN SHARED 180 D OHIO CAS CORP NOTE 5.000% 3/1 677240AC 348 327000 PRN SHARED 02 327000 D OHIO CAS CORP COM 67724010 4553 196189 SH SHARED 196189 D OHIO CAS CORP COM 67724010 392 16900 SH SHARED 01 16900 D OHIO CAS CORP COM 67724010 773 33328 SH SHR/OTHR 01 33328 D OHIO CAS CORP COM 67724010 1123 48424 SH SHARED 02 48424 D OHIO CAS CORP COM 67724010 620 26742 SH SHARED 10 26742 D OHIO LEGACY CORP COM 67739910 33 2200 SH SHARED 02 2200 D OIL DRI CORP AMER COM 67786410 127 7000 SH SHARED 02 7000 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 3675 43200 SH SHARED 43200 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 59 700 SH SHR/OTHR 01 700 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 4436 52150 SH SHARED 02 52150 D OIL STS INTL INC COM 67802610 2451 127099 SH SHARED 127099 D OIL STS INTL INC COM 67802610 1020 52884 SH SHARED 02 52884 D OIL STS INTL INC COM 67802610 285 14800 SH SHARED 10 14800 D OLD DOMINION FGHT LINES INC COM 67958010 1199 34475 SH SHARED 34475 D OLD DOMINION FGHT LINES INC COM 67958010 3375 97000 SH SHARED 01 97000 D OLD DOMINION FGHT LINES INC COM 67958010 38 1092 SH SHARED 02 1092 D OLD DOMINION FGHT LINES INC COM 67958010 2637 75800 SH SHARED 10 75800 D OLD NATL BANCORP IND COM 68003310 3167 122494 SH SHARED 122494 D OLD NATL BANCORP IND COM 68003310 1442 55766 SH SHARED 01 55766 D OLD NATL BANCORP IND COM 68003310 24 955 SH SHARED 02 955 D OLD NATL BANCORP IND COM 68003310 630 24400 SH SHARED 10 24400 D OLD POINT FINL CORP COM 68019410 0 4 SH SHARED 02 4 D OLD REP INTL CORP COM 68022310 468 18500 SH SHARED 18500 D OLD REP INTL CORP COM 68022310 5807 229526 SH SHARED 229526 D OLD REP INTL CORP COM 68022310 1384 54712 SH SHARED 01 53512 1200 D OLD REP INTL CORP COM 68022310 3742 147937 SH SHARED 02 147937 D OLD REP INTL CORP COM 68022310 513 20300 SH SHARED 04 20300 D OLD REP INTL CORP COM 68022310 37 1500 SH SHARED 06 1500 D OLD REP INTL CORP COM 68022310 990 39150 SH SHARED 10 39150 D OLD SECOND BANCORP INC ILL COM 68027710 787 24692 SH SHARED 24692 D OLD SECOND BANCORP INC ILL COM 68027710 47 1500 SH SHARED 01 1500 D OLD SECOND BANCORP INC ILL COM 68027710 19 604 SH SHARED 02 604 D OLD SECOND BANCORP INC ILL COM 68027710 121 3798 SH SHARED 10 3798 D OLIN CORP COM PAR $1 68066520 244 11100 SH SHARED 11100 D OLIN CORP COM PAR $1 68066520 11250 510910 SH SHARED 510910 D OLIN CORP COM PAR $1 68066520 433 19700 SH SHARED 01 19700 D OLIN CORP COM PAR $1 68066520 66 3000 SH SHR/OTHR 01 3000 D OLIN CORP COM PAR $1 68066520 1534 69702 SH SHARED 02 69702 D OLIN CORP COM PAR $1 68066520 646 29354 SH SHARED 10 29354 D OLYMPIC STEEL INC COM 68162K10 210 7923 SH SHARED 7923 D OLYMPIC STEEL INC COM 68162K10 5 200 SH SHARED 02 200 D OMNICARE INC COM 68190410 9077 262194 SH SHARED 262194 D OMNICARE INC COM 68190410 1100 31800 SH SHARED 01 31800 D OMNICARE INC COM 68190410 3489 100795 SH SHARED 02 100795 D OMNICARE INC COM 68190410 820 23700 SH SHARED 10 23700 D OMNICOM GROUP INC NOTE 2/0 681919AK 50727 51500000 PRN SHARED 51500000 D OMNICOM GROUP INC NOTE 2/0 681919AK 9771 9920000 PRN SHARED 02 9920000 D OMNICOM GROUP INC NOTE 7/3 681919AM 82341 82507000 PRN SHARED 72507000 10000000 D OMNICOM GROUP INC NOTE 7/3 681919AM 8709 8727000 PRN SHARED 02 8727000 D OMNICOM GROUP INC NOTE 6/1 681919AR 1046 1045000 PRN SHARED 1045000 D OMNICOM GROUP INC NOTE 6/1 681919AR 4343 4339000 PRN SHARED 02 4339000 D OMNICOM GROUP INC COM 68191910 66845 792764 SH SHARED 791164 1600 D OMNICOM GROUP INC COM 68191910 85341 1012111 SH SHARED 01 430930 446650 134531 D OMNICOM GROUP INC COM 68191910 3785 44900 SH SHR/OTHR 01 24200 20700 D OMNICOM GROUP INC COM 68191910 10070 119436 SH SHARED 02 119436 D OMNICOM GROUP INC COM 68191910 337 4000 SH SHARED 04 4000 D OMNICOM GROUP INC COM 68191910 320 3800 SH SHARED 05 3800 D OMNICOM GROUP INC COM 68191910 282 3350 SH SHARED 06 3350 D OMNICOM GROUP INC COM 68191910 18198 215831 SH SHARED 10 215831 D OMEGA HEALTHCARE INVS INC COM 68193610 1379 116885 SH SHARED 116885 D OMEGA HEALTHCARE INVS INC COM 68193610 143 12200 SH SHARED 01 12200 D OMEGA HEALTHCARE INVS INC COM 68193610 1569 132990 SH SHARED 02 132990 D OMEGA HEALTHCARE INVS INC COM 68193610 329 27900 SH SHARED 10 27900 D OMEGA HEALTHCARE INVS INC COM 68193610 4784 405500 SH SHARED 11 405500 D 1-800 CONTACTS INC COM 68197710 285 12971 SH SHARED 12971 D 1-800 CONTACTS INC COM 68197710 2 102 SH SHARED 02 102 D 1-800 CONTACTS INC COM 68197710 46 2100 SH SHARED 10 2100 D OMEGA FINL CORP COM 68209210 714 20855 SH SHARED 20855 D OMEGA FINL CORP COM 68209210 0 2 SH SHARED 02 2 D OMEGA FINL CORP COM 68209210 150 4400 SH SHARED 10 4400 D OMEGA PROTEIN CORP COM 68210P10 137 16030 SH SHARED 11030 5000 D OMEGA PROTEIN CORP COM 68210P10 40 4709 SH SHARED 02 4709 D OMNIVISION TECHNOLOGIES INC COM 68212810 4397 239651 SH SHARED 189651 50000 D OMNIVISION TECHNOLOGIES INC COM 68212810 4025 219400 SH SHARED 01 219400 D OMNIVISION TECHNOLOGIES INC COM 68212810 2870 156406 SH SHARED 02 156406 D OMNIVISION TECHNOLOGIES INC COM 68212810 1528 83300 SH SHARED 10 83300 D OMNOVA SOLUTIONS INC COM 68212910 414 73800 SH SHARED 73800 D OMNOVA SOLUTIONS INC COM 68212910 0 170 SH SHARED 02 170 D OMNOVA SOLUTIONS INC COM 68212910 71 12700 SH SHARED 10 12700 D OMNICELL INC COM 68213N10 435 39600 SH SHARED 39600 D OMNICELL INC COM 68213N10 14 1305 SH SHARED 02 1305 D OMNICELL INC COM 68213N10 117 10700 SH SHARED 10 10700 D OMNICARE CAP TR I PIERS 68214L20 6343 115000 SH SHARED 115000 D ON ASSIGNMENT INC COM 68215910 269 51986 SH SHARED 51986 D ON SEMICONDUCTOR CORP COM 68218910 1921 423333 SH SHARED 423333 D ON SEMICONDUCTOR CORP COM 68218910 371 81775 SH SHARED 01 65000 16775 D ON SEMICONDUCTOR CORP COM 68218910 445 98078 SH SHARED 02 98078 D ON SEMICONDUCTOR CORP COM 68218910 240 53000 SH SHARED 10 53000 D ONCOLYTICS BIOTECH INC COM 68231010 81 17673 SH SHARED 02 17673 D ONE LIBERTY PPTYS INC COM 68240610 11582 559000 SH SHARED 11 559000 D 1 800 FLOWERS COM CL A 68243Q10 521 62028 SH SHARED 62028 D 1 800 FLOWERS COM CL A 68243Q10 275 32783 SH SHARED 02 32783 D 1 800 FLOWERS COM CL A 68243Q10 99 11800 SH SHARED 10 11800 D ONEIDA FINL CORP COM 68247810 0 6 SH SHARED 02 6 D ONEOK INC NEW COM 68268010 3225 113509 SH SHARED 113509 D ONEOK INC NEW COM 68268010 1162 40902 SH SHARED 01 39902 1000 D ONEOK INC NEW COM 68268010 34 1200 SH SHR/OTHR 01 1200 D ONEOK INC NEW COM 68268010 2974 104645 SH SHARED 02 104645 D ONLINE RES CORP COM 68273G10 6 890 SH SHARED 890 D ONLINE RES CORP COM 68273G10 70 9395 SH SHARED 02 9395 D ONYX ACCEP CORP COM 68291410 5138 183789 SH SHARED 02 183789 D ON2 TECHNOLOGIES INC COM 68338A10 0 300 SH SHARED 300 D ONYX PHARMACEUTICALS INC COM 68339910 3732 115228 SH SHARED 115228 D ONYX PHARMACEUTICALS INC COM 68339910 1757 54250 SH SHARED 01 50200 4050 D ONYX PHARMACEUTICALS INC COM 68339910 88 2738 SH SHARED 02 2738 D ONYX PHARMACEUTICALS INC COM 68339910 9166 283000 SH SHARED 04 283000 D ONYX PHARMACEUTICALS INC COM 68339910 625 19300 SH SHARED 10 19300 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 42163 1166664 SH SHARED 1166664 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 6548 181200 SH SHARED 01 181200 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 4665 129090 SH SHARED 02 129090 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 30218 836150 SH SHARED 04 836150 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 2995 82888 SH SHARED 05 82888 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 2728 75500 SH SHARED 06 75500 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 86 2400 SH SHARED 10 2400 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 2461 68100 SH SHARED 12 68100 D OPEN SOLUTIONS INC COM 68371P10 815 31405 SH SHARED 31405 D OPEN SOLUTIONS INC COM 68371P10 4382 168800 SH SHARED 01 168800 D OPEN SOLUTIONS INC COM 68371P10 537 20700 SH SHARED 02 20700 D OPEN SOLUTIONS INC COM 68371P10 612 23600 SH SHARED 05 23600 D OPEN SOLUTIONS INC COM 68371P10 768 29600 SH SHARED 10 29600 D OPEN TEXT CORP COM 68371510 3618 180454 SH SHARED 180454 D OPEN TEXT CORP COM 68371510 9 462 SH SHARED 02 462 D OPEN TEXT CORP COM 68371510 2 100 SH SHARED 06 100 D OPEN TEXT CORP COM 68371510 162 8100 SH SHARED 10 8100 D OPENWAVE SYS INC NOTE 2.750% 9/0 683718AC 16309 14680000 PRN SHARED 02 14680000 D OPENWAVE SYS INC COM NEW 68371830 2618 169362 SH SHARED 169362 D OPENWAVE SYS INC COM NEW 68371830 20423 1321075 SH SHARED 01 1314800 5600 675 D OPENWAVE SYS INC COM NEW 68371830 16 1050 SH SHR/OTHR 01 1050 D OPENWAVE SYS INC COM NEW 68371830 3268 211423 SH SHARED 02 211423 D OPENWAVE SYS INC COM NEW 68371830 426 27566 SH SHARED 10 27566 D OPLINK COMMUNICATIONS INC COM 68375Q10 416 211502 SH SHARED 211502 D OPLINK COMMUNICATIONS INC COM 68375Q10 451 229123 SH SHARED 02 229123 D OPLINK COMMUNICATIONS INC COM 68375Q10 93 47400 SH SHARED 10 47400 D OPINION RESH CORP COM 68375510 241 36100 SH SHARED 02 36100 D OPNET TECHNOLOGIES INC COM 68375710 180 21379 SH SHARED 21379 D OPNET TECHNOLOGIES INC COM 68375710 89 10628 SH SHARED 02 10628 D OPNET TECHNOLOGIES INC COM 68375710 47 5700 SH SHARED 10 5700 D OPPENHEIMER HLDGS INC CL A NON VTG 68379710 178 7000 SH SHARED 02 7000 D OPTICAL COMMUNICATION PRODS CL A 68382T10 234 93629 SH SHARED 93629 D OPTICAL COMMUNICATION PRODS CL A 68382T10 13 5503 SH SHARED 02 5503 D OPTICAL COMMUNICATION PRODS CL A 68382T10 20 8100 SH SHARED 10 8100 D OPTICAL CABLE CORP COM NEW 68382720 27 4835 SH SHARED 4835 D OPSWARE INC COM 68383A10 793 108113 SH SHARED 108113 D OPSWARE INC COM 68383A10 19 2700 SH SHARED 01 2700 D OPSWARE INC COM 68383A10 76 10413 SH SHARED 02 10413 D OPSWARE INC COM 68383A10 142 19400 SH SHARED 10 19400 D OPTICARE HEALTH SYS INC COM 68386P10 0 3 SH SHARED 02 3 D OPTIMAL GROUP INC CL A NEW 68388R20 155 13171 SH SHARED 13171 D OPTIMAL GROUP INC CL A NEW 68388R20 455 38643 SH SHARED 02 38643 D ORACLE CORP COM 68389X10 610434 44492274 SH SHARED 44449664 42610 D ORACLE CORP COM 68389X10 266757 19442936 SH SHARED 01 10443770 7795700 1203466 D ORACLE CORP COM 68389X10 1956 142578 SH SHR/OTHR 01 83590 58988 D ORACLE CORP COM 68389X10 61698 4496967 SH SHARED 02 4496967 D ORACLE CORP COM 68389X10 9968 726600 SH SHARED 03 726600 D ORACLE CORP COM 68389X10 19715 1437000 SH SHARED 04 1437000 D ORACLE CORP COM 68389X10 15598 1136951 SH SHARED 05 1020270 116681 D ORACLE CORP COM 68389X10 11329 825793 SH SHARED 06 825793 D ORACLE CORP COM 68389X10 1120 81697 SH SHARED 07 81697 D ORACLE CORP COM 68389X10 2675 195024 SH SHARED 09 195024 D ORACLE CORP COM 68389X10 72854 5310060 SH SHARED 10 5310060 D OPTION CARE INC COM 68394810 694 40401 SH SHARED 40401 D OPTION CARE INC COM 68394810 2325 135300 SH SHARED 01 135300 D OPTION CARE INC COM 68394810 1178 68579 SH SHARED 02 68579 D OPTION CARE INC COM 68394810 1574 91600 SH SHARED 10 91600 D ORASURE TECHNOLOGIES INC COM 68554V10 971 144545 SH SHARED 144545 D ORASURE TECHNOLOGIES INC COM 68554V10 1473 219209 SH SHARED 02 219209 D ORASURE TECHNOLOGIES INC COM 68554V10 116 17400 SH SHARED 10 17400 D ORBIT INTL CORP COM NEW 68555930 2 200 SH SHARED 200 D ORBITAL SCIENCES CORP COM 68556410 1633 138050 SH SHARED 138050 D ORBITAL SCIENCES CORP COM 68556410 2707 228900 SH SHARED 01 228900 D ORBITAL SCIENCES CORP COM 68556410 1213 102602 SH SHARED 02 102602 D ORBITAL SCIENCES CORP COM 68556410 220 18660 SH SHARED 10 18660 D ORCHID BIOSCIENCES INC COM PAR $0.01 68571P50 225 19587 SH SHARED 19587 D ORCHID BIOSCIENCES INC COM PAR $0.01 68571P50 460 40000 SH SHARED 02 40000 D OREZONE RES INC COM 68592110 144 115000 SH SHARED 115000 D OREGON STL MLS INC COM 68607910 1396 68806 SH SHARED 68806 D OREGON STL MLS INC COM 68607910 7000 345000 SH SHARED 01 345000 D OREGON STL MLS INC COM 68607910 329 16215 SH SHARED 02 16215 D OREGON STL MLS INC COM 68607910 1929 95100 SH SHARED 10 95100 D O REILLY AUTOMOTIVE INC COM 68609110 3567 79188 SH SHARED 79188 D O REILLY AUTOMOTIVE INC COM 68609110 752 16700 SH SHARED 01 16700 D O REILLY AUTOMOTIVE INC COM 68609110 72 1600 SH SHR/OTHR 01 800 800 D O REILLY AUTOMOTIVE INC COM 68609110 876 19457 SH SHARED 02 19457 D ORIENTAL FINL GROUP INC COM 68618W10 1157 40902 SH SHARED 40902 D ORIENTAL FINL GROUP INC COM 68618W10 596 21061 SH SHARED 01 21061 D ORIENTAL FINL GROUP INC COM 68618W10 15 545 SH SHARED 02 545 D ORIENTAL FINL GROUP INC COM 68618W10 261 9242 SH SHARED 10 9242 D ORIGEN FINL INC COM 68619E20 113 15127 SH SHARED 15127 D ORLEANS HOMEBUILDERS INC COM 68658810 184 9294 SH SHARED 9294 D ORLEANS HOMEBUILDERS INC COM 68658810 297 14996 SH SHARED 02 14996 D ORLEANS HOMEBUILDERS INC COM 68658810 29 1500 SH SHARED 10 1500 D ORMAT TECHNOLOGIES INC COM 68668810 208 12800 SH SHARED 12800 D ORMAT TECHNOLOGIES INC COM 68668810 79 4900 SH SHARED 10 4900 D ORPHAN MED INC COM 68730310 73 8100 SH SHARED 02 8100 D ORTHOLOGIC CORP COM 68750J10 705 112949 SH SHARED 112949 D ORTHOLOGIC CORP COM 68750J10 173 27732 SH SHARED 02 27732 D ORTHOLOGIC CORP COM 68750J10 96 15500 SH SHARED 10 15500 D ORTHOVITA INC COM 68750U10 460 109808 SH SHARED 109808 D ORTHOVITA INC COM 68750U10 9 2200 SH SHARED 02 2200 D ORTHOVITA INC COM 68750U10 78 18700 SH SHARED 10 18700 D OSCIENT PHARMACEUTICALS CORP COM 68812R10 466 127891 SH SHARED 127891 D OSCIENT PHARMACEUTICALS CORP COM 68812R10 1 300 SH SHARED 01 300 D OSCIENT PHARMACEUTICALS CORP COM 68812R10 4329 1186233 SH SHARED 02 1186233 D OSCIENT PHARMACEUTICALS CORP COM 68812R10 91 25000 SH SHARED 10 25000 D OSHKOSH B GOSH INC CL A 68822220 261 12220 SH SHARED 12220 D OSHKOSH B GOSH INC CL A 68822220 39 1840 SH SHARED 01 840 1000 D OSHKOSH B GOSH INC CL A 68822220 0 3 SH SHARED 02 3 D OSHKOSH B GOSH INC CL A 68822220 90 4208 SH SHARED 10 4208 D OSHKOSH TRUCK CORP COM 68823920 2713 39685 SH SHARED 39685 D OSHKOSH TRUCK CORP COM 68823920 16575 242400 SH SHARED 01 242100 300 D OSHKOSH TRUCK CORP COM 68823920 321 4705 SH SHARED 02 4705 D OSHKOSH TRUCK CORP COM 68823920 2981 43600 SH SHARED 10 43600 D OSTEOTECH INC COM 68858210 139 25321 SH SHARED 25321 D OSTEOTECH INC COM 68858210 48 8881 SH SHARED 02 8881 D OTTER TAIL CORP COM 68964810 1195 46828 SH SHARED 46828 D OTTER TAIL CORP COM 68964810 20 800 SH SHARED 01 800 D OTTER TAIL CORP COM 68964810 522 20485 SH SHARED 02 20485 D OTTER TAIL CORP COM 68964810 229 9000 SH SHARED 10 9000 D OUTBACK STEAKHOUSE INC COM 68989910 3332 72803 SH SHARED 72803 D OUTBACK STEAKHOUSE INC COM 68989910 1112 24300 SH SHARED 01 24300 D OUTBACK STEAKHOUSE INC COM 68989910 287 6282 SH SHR/OTHR 01 6282 D OUTBACK STEAKHOUSE INC COM 68989910 1075 23489 SH SHARED 02 23489 D OVERLAND STORAGE INC COM 69031010 706 42337 SH SHARED 42337 D OVERLAND STORAGE INC COM 69031010 670 40189 SH SHARED 02 40189 D OVERLAND STORAGE INC COM 69031010 108 6500 SH SHARED 10 6500 D OVERNITE CORP COM 69032210 2498 67088 SH SHARED 67088 D OVERNITE CORP COM 69032210 32613 875755 SH SHARED 01 713225 3200 159330 D OVERNITE CORP COM 69032210 42 1135 SH SHR/OTHR 01 1135 D OVERNITE CORP COM 69032210 31 840 SH SHARED 05 840 D OVERNITE CORP COM 69032210 6289 168900 SH SHARED 10 168900 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 7597 137644 SH SHARED 137644 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 9566 173300 SH SHARED 01 173300 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 678 12300 SH SHARED 02 12300 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 2875 52100 SH SHARED 10 52100 D OVERSTOCK COM INC DEL COM 69037010 1536 22266 SH SHARED 22266 D OVERSTOCK COM INC DEL COM 69037010 338 4900 SH SHARED 01 4900 D OVERSTOCK COM INC DEL COM 69037010 3286 47627 SH SHARED 02 47627 D OVERSTOCK COM INC DEL COM 69037010 690 10000 SH SHARED 04 10000 D OVERSTOCK COM INC DEL COM 69037010 1063 15410 SH SHARED 10 15410 D OWENS & MINOR INC NEW COM 69073210 2170 77058 SH SHARED 77058 D OWENS & MINOR INC NEW COM 69073210 6 225 SH SHARED 01 225 D OWENS & MINOR INC NEW COM 69073210 2065 73309 SH SHARED 02 73309 D OWENS & MINOR INC NEW COM 69073210 408 14500 SH SHARED 10 14500 D OWENS ILL INC COM NEW 69076840 1491 65852 SH SHARED 65852 D OWENS ILL INC COM NEW 69076840 14770 652100 SH SHARED 01 652100 D OWENS ILL INC COM NEW 69076840 7100 313499 SH SHARED 02 313499 D OWENS ILL INC COM NEW 69076840 1534 67760 SH SHARED 10 67760 D OWENS ILL INC PFD CONV $.01 69076850 1105 27290 SH SHARED 27290 D OXFORD INDS INC COM 69149730 1402 33949 SH SHARED 33949 D OXFORD INDS INC COM 69149730 24 604 SH SHARED 02 604 D OXFORD INDS INC COM 69149730 194 4700 SH SHARED 10 4700 D OXIGENE INC COM 69182810 0 140 SH SHARED 140 D OXIGENE INC COM 69182810 109 19900 SH SHARED 02 19900 D PAB BANKSHARES INC COM 69313P10 0 9 SH SHARED 02 9 D P A M TRANSN SVCS INC COM 69314910 269 14493 SH SHARED 14493 D P A M TRANSN SVCS INC COM 69314910 54 2902 SH SHARED 02 2902 D P A M TRANSN SVCS INC COM 69314910 24 1300 SH SHARED 10 1300 D P C CONNECTION COM 69318J10 262 27591 SH SHARED 27591 D P C CONNECTION COM 69318J10 0 2 SH SHARED 02 2 D P C CONNECTION COM 69318J10 30 3250 SH SHARED 10 3250 D PC MALL INC COM 69323K10 531 23769 SH SHARED 23769 D PC MALL INC COM 69323K10 6 300 SH SHARED 02 300 D PC MALL INC COM 69323K10 91 4100 SH SHARED 10 4100 D PC-TEL INC COM 69325Q10 307 38769 SH SHARED 38769 D PC-TEL INC COM 69325Q10 399 50404 SH SHARED 02 50404 D PC-TEL INC COM 69325Q10 79 10000 SH SHARED 10 10000 D PDF SOLUTIONS INC COM 69328210 440 27342 SH SHARED 27342 D PDF SOLUTIONS INC COM 69328210 12 800 SH SHARED 02 800 D PDF SOLUTIONS INC COM 69328210 101 6300 SH SHARED 10 6300 D PDI INC COM 69329V10 338 15200 SH SHARED 15200 D PDI INC COM 69329V10 3549 159300 SH SHARED 01 159300 D PDI INC COM 69329V10 1629 73136 SH SHARED 02 73136 D PDI INC COM 69329V10 958 43000 SH SHARED 10 43000 D PG&E CORP NOTE 9.500% 6/3 69331CAD 16215 6080000 PRN SHARED 6080000 D PG&E CORP COM 69331C10 925 27800 SH SHARED 27800 D PG&E CORP COM 69331C10 37652 1131375 SH SHARED 1131375 D PG&E CORP COM 69331C10 60173 1808101 SH SHARED 01 258701 1458400 91000 D PG&E CORP COM 69331C10 352 10600 SH SHR/OTHR 01 5800 4800 D PG&E CORP COM 69331C10 51968 1561561 SH SHARED 02 1561561 D PG&E CORP COM 69331C10 7635 229430 SH SHARED 05 184400 45030 D PG&E CORP COM 69331C10 176 5300 SH SHARED 06 5300 D PG&E CORP COM 69331C10 615 18500 SH SHARED 07 18500 D PG&E CORP COM 69331C10 1550 46600 SH SHARED 09 46600 D PG&E CORP COM 69331C10 14975 449982 SH SHARED 10 449982 D PFF BANCORP INC COM 69331W10 1106 23890 SH SHARED 23890 D PFF BANCORP INC COM 69331W10 2461 53134 SH SHARED 01 53134 D PFF BANCORP INC COM 69331W10 0 4 SH SHARED 02 4 D PFF BANCORP INC COM 69331W10 748 16160 SH SHARED 10 16160 D P F CHANGS CHINA BISTRO INC COM 69333Y10 2697 47866 SH SHARED 47866 D P F CHANGS CHINA BISTRO INC COM 69333Y10 51189 908414 SH SHARED 01 905514 1900 1000 D P F CHANGS CHINA BISTRO INC COM 69333Y10 73 1303 SH SHARED 02 1303 D P F CHANGS CHINA BISTRO INC COM 69333Y10 2817 50000 SH SHARED 04 50000 D P F CHANGS CHINA BISTRO INC COM 69333Y10 4535 80482 SH SHARED 10 80482 D PHSB FINANCIAL CORP COM 69335T10 2591 96411 SH SHARED 02 96411 D PICO HLDGS INC COM NEW 69336620 297 14339 SH SHARED 14339 D PICO HLDGS INC COM NEW 69336620 0 2 SH SHARED 02 2 D PICO HLDGS INC COM NEW 69336620 49 2400 SH SHARED 10 2400 D PLX TECHNOLOGY INC COM 69341710 417 40140 SH SHARED 40140 D PLX TECHNOLOGY INC COM 69341710 468 45034 SH SHARED 01 45034 D PLX TECHNOLOGY INC COM 69341710 154 14841 SH SHARED 02 14841 D PLX TECHNOLOGY INC COM 69341710 90 8700 SH SHARED 10 8700 D PMA CAP CORP DBCV 6.500% 9/3 693419AD 2194 2000000 PRN SHARED 2000000 D PMA CAP CORP CL A 69341920 650 62884 SH SHARED 62884 D PMA CAP CORP CL A 69341920 85 8300 SH SHARED 01 8300 D PMA CAP CORP CL A 69341920 160 15507 SH SHARED 02 15507 D PMA CAP CORP CL A 69341920 414 40000 SH SHARED 06 40000 D PMA CAP CORP CL A 69341920 134 13000 SH SHARED 10 13000 D PMC COML TR SH BEN INT 69343410 2487 164000 SH SHARED 164000 D PMC-SIERRA INC NOTE 3.750% 8/1 69344FAB 992 1000000 PRN SHARED 1000000 D PMC-SIERRA INC COM 69344F10 12125 1077788 SH SHARED 1073088 4700 D PMC-SIERRA INC COM 69344F10 448 39900 SH SHARED 01 39900 D PMC-SIERRA INC COM 69344F10 17 1538 SH SHR/OTHR 01 1538 D PMC-SIERRA INC COM 69344F10 1155 102755 SH SHARED 02 102755 D PMC-SIERRA INC COM 69344F10 3564 316863 SH SHARED 10 316863 D PMI GROUP INC DBCV 2.500% 7/1 69344MAE 26475 24003000 PRN SHARED 24003000 D PMI GROUP INC COM 69344M10 651 15600 SH SHARED 15600 D PMI GROUP INC COM 69344M10 11347 271797 SH SHARED 271797 D PMI GROUP INC COM 69344M10 2371 56800 SH SHARED 01 56800 D PMI GROUP INC COM 69344M10 2466 59072 SH SHARED 02 59072 D PMI GROUP INC COM 69344M10 33 800 SH SHARED 06 800 D PMI GROUP INC COM 69344M10 910 21800 SH SHARED 10 21800 D PNC FINL SVCS GROUP INC COM 69347510 384 6700 SH SHARED 6700 D PNC FINL SVCS GROUP INC COM 69347510 86557 1506925 SH SHARED 1437750 69175 D PNC FINL SVCS GROUP INC COM 69347510 199285 3469454 SH SHARED 01 2810334 73200 585920 D PNC FINL SVCS GROUP INC COM 69347510 799 13926 SH SHR/OTHR 01 2400 11526 D PNC FINL SVCS GROUP INC COM 69347510 16762 291818 SH SHARED 02 291818 D PNC FINL SVCS GROUP INC COM 69347510 17 300 SH SHARED 05 300 D PNC FINL SVCS GROUP INC COM 69347510 299 5220 SH SHARED 06 5220 D PNC FINL SVCS GROUP INC COM 69347510 162264 2824935 SH SHARED 10 2824935 D POSCO SPONSORED ADR 69348310 20874 468770 SH SHARED 468055 715 D POSCO SPONSORED ADR 69348310 3591 80645 SH SHARED 01 37980 42665 D POSCO SPONSORED ADR 69348310 32115 721200 SH SHARED 04 721200 D POSCO SPONSORED ADR 69348310 1022 22952 SH SHARED 05 8002 14950 D POSCO SPONSORED ADR 69348310 7305 164050 SH SHARED 06 164050 D POSCO SPONSORED ADR 69348310 10113 227110 SH SHARED 10 227110 D POSCO SPONSORED ADR 69348310 16223 364337 SH SHARED 12 16745 347592 D PNM RES INC COM 69349H10 4493 177663 SH SHARED 177663 D PNM RES INC COM 69349H10 6989 276365 SH SHARED 01 276365 D PNM RES INC COM 69349H10 1245 49239 SH SHARED 02 49239 D PNM RES INC COM 69349H10 2318 91669 SH SHARED 10 91669 D PPG INDS INC COM 69350610 75437 1106765 SH SHARED 1106765 D PPG INDS INC COM 69350610 9845 144441 SH SHARED 01 114440 30001 D PPG INDS INC COM 69350610 1115 16360 SH SHR/OTHR 01 3500 12860 D PPG INDS INC COM 69350610 12745 186991 SH SHARED 02 186991 D PPG INDS INC COM 69350610 1363 20000 SH SHARED 04 20000 D PPG INDS INC COM 69350610 13 200 SH SHARED 05 200 D PPG INDS INC COM 69350610 374 5489 SH SHARED 06 5489 D PPG INDS INC COM 69350610 18619 273174 SH SHARED 10 273174 D PPL CORP COM 69351T10 64044 1202031 SH SHARED 1202031 D PPL CORP COM 69351T10 1587 29800 SH SHARED 01 29800 D PPL CORP COM 69351T10 31 600 SH SHR/OTHR 01 600 D PPL CORP COM 69351T10 32355 607274 SH SHARED 02 607274 D PPL CORP COM 69351T10 5 100 SH SHARED 05 100 D PPL CORP COM 69351T10 95 1800 SH SHARED 06 1800 D PPL CORP COM 69351T10 10902 204624 SH SHARED 10 204624 D PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE 454 405000 PRN SHARED 405000 D PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE 29 26000 PRN SHARED 02 26000 D PRA INTL COM 69353C10 463 18700 SH SHARED 18700 D PRA INTL COM 69353C10 158 6400 SH SHARED 02 6400 D PRA INTL COM 69353C10 2366 95500 SH SHARED 04 95500 D PRA INTL COM 69353C10 99 4000 SH SHARED 10 4000 D PRG-SCHULTZ INTERNATIONAL IN NOTE 4.750%11/2 69357CAA 1199 1223000 PRN SHARED 1223000 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 501 99669 SH SHARED 99669 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 3 600 SH SHARED 01 600 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 292 58165 SH SHARED 02 58165 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 86 17197 SH SHARED 10 17197 D PS BUSINESS PKS INC CALIF COM 69360J10 1328 29467 SH SHARED 29467 D PS BUSINESS PKS INC CALIF COM 69360J10 243 5400 SH SHARED 01 5400 D PS BUSINESS PKS INC CALIF COM 69360J10 0 20 SH SHARED 02 20 D PS BUSINESS PKS INC CALIF COM 69360J10 288 6400 SH SHARED 10 6400 D PS BUSINESS PKS INC CALIF COM 69360J10 41455 919200 SH SHARED 11 919200 D PVF CAPITAL CORP COM 69365410 164 11930 SH SHARED 02 11930 D PSS WORLD MED INC COM 69366A10 4604 367950 SH SHARED 367950 D PSS WORLD MED INC COM 69366A10 1697 135600 SH SHARED 135600 D PSS WORLD MED INC COM 69366A10 2392 191200 SH SHARED 01 176400 14800 D PSS WORLD MED INC COM 69366A10 3410 272503 SH SHARED 02 272503 D PSS WORLD MED INC COM 69366A10 331 26463 SH SHARED 10 26463 D PTEK HLDGS INC COM 69366M10 1494 139509 SH SHARED 139509 D PTEK HLDGS INC COM 69366M10 5343 498900 SH SHARED 01 498900 D PTEK HLDGS INC COM 69366M10 1991 185972 SH SHARED 02 185972 D PTEK HLDGS INC COM 69366M10 1586 148100 SH SHARED 10 148100 D PAC-WEST TELECOM INC COM 69371Y10 24 18300 SH SHARED 18300 D PAC-WEST TELECOM INC COM 69371Y10 0 700 SH SHARED 01 700 D PACCAR INC COM 69371810 106357 1321544 SH SHARED 1321544 D PACCAR INC COM 69371810 48299 600145 SH SHARED 01 115279 675 484191 D PACCAR INC COM 69371810 3479 43237 SH SHR/OTHR 01 7570 35667 D PACCAR INC COM 69371810 6651 82648 SH SHARED 02 82648 D PACCAR INC COM 69371810 175 2175 SH SHARED 06 2175 D PACCAR INC COM 69371810 15749 195691 SH SHARED 10 195691 D PACER INTL INC TENN COM 69373H10 4341 204202 SH SHARED 204202 D PACER INTL INC TENN COM 69373H10 307 14461 SH SHARED 02 14461 D PACER INTL INC TENN COM 69373H10 278 13100 SH SHARED 10 13100 D PACIFIC CAP BANCORP NEW COM 69404P10 2804 82500 SH SHARED 82500 D PACIFIC CAP BANCORP NEW COM 69404P10 4969 146198 SH SHARED 01 146198 D PACIFIC CAP BANCORP NEW COM 69404P10 0 11 SH SHARED 02 11 D PACIFIC CAP BANCORP NEW COM 69404P10 878 25844 SH SHARED 10 25844 D PACIFIC ENERGY PARTNERS L P COM UNIT 69422R10 503 17400 SH SHARED 17400 D PACIFIC ENERGY PARTNERS L P COM UNIT 69422R10 312 10800 SH SHARED 02 10800 D PACIFIC SUNWEAR CALIF INC COM 69487310 4529 203473 SH SHARED 203473 D PACIFIC SUNWEAR CALIF INC COM 69487310 2402 107924 SH SHARED 01 107924 D PACIFIC SUNWEAR CALIF INC COM 69487310 28 1264 SH SHR/OTHR 01 1264 D PACIFIC SUNWEAR CALIF INC COM 69487310 5886 264447 SH SHARED 02 264447 D PACIFICNET INC COM NEW 69511V20 1 100 SH SHARED 02 100 D PACIFICARE HEALTH SYS DEL DBCV 3.000%10/1 695112AG 9 3500 PRN SHARED 3500 D PACIFICARE HEALTH SYS DEL COM 69511210 593 10500 SH SHARED 10500 D PACIFICARE HEALTH SYS DEL COM 69511210 14588 258113 SH SHARED 258113 D PACIFICARE HEALTH SYS DEL COM 69511210 6194 109600 SH SHARED 01 104500 5100 D PACIFICARE HEALTH SYS DEL COM 69511210 5188 91796 SH SHARED 02 91796 D PACIFICARE HEALTH SYS DEL COM 69511210 16503 292000 SH SHARED 04 292000 D PACIFICARE HEALTH SYS DEL COM 69511210 1414 25035 SH SHARED 10 25035 D PACKAGING CORP AMER COM 69515610 2236 94989 SH SHARED 94989 D PACKAGING CORP AMER COM 69515610 30159 1280650 SH SHARED 01 1147300 133100 250 D PACKAGING CORP AMER COM 69515610 18 800 SH SHR/OTHR 01 800 D PACKAGING CORP AMER COM 69515610 794 33748 SH SHARED 02 33748 D PACKAGING CORP AMER COM 69515610 4300 182600 SH SHARED 10 182600 D PACKAGING DYNAMICS CORP COM 69516010 244 17000 SH SHARED 17000 D PACKAGING DYNAMICS CORP COM 69516010 61 4250 SH SHR/OTHR 01 4250 D PACKAGING DYNAMICS CORP COM 69516010 4011 278549 SH SHARED 02 278549 D PACKETEER INC COM 69521010 1303 90213 SH SHARED 90213 D PACKETEER INC COM 69521010 251 17400 SH SHARED 01 17400 D PACKETEER INC COM 69521010 39 2747 SH SHARED 02 2747 D PACKETEER INC COM 69521010 205 14200 SH SHARED 10 14200 D PACTIV CORP COM 69525710 10253 405438 SH SHARED 405438 D PACTIV CORP COM 69525710 439 17368 SH SHARED 01 15368 2000 D PACTIV CORP COM 69525710 5923 234212 SH SHARED 02 234212 D PACTIV CORP COM 69525710 91 3622 SH SHARED 06 3622 D PACTIV CORP COM 69525710 4275 169063 SH SHARED 10 169063 D PAIN THERAPEUTICS INC COM 69562K10 478 66404 SH SHARED 66404 D PAIN THERAPEUTICS INC COM 69562K10 532 73852 SH SHARED 02 73852 D PAIN THERAPEUTICS INC COM 69562K10 86 12000 SH SHARED 10 12000 D PALATIN TECHNOLOGIES INC COM NEW 69607730 308 116105 SH SHARED 116105 D PALATIN TECHNOLOGIES INC COM NEW 69607730 225 84681 SH SHARED 02 84681 D PALATIN TECHNOLOGIES INC COM NEW 69607730 60 22700 SH SHARED 10 22700 D PALL CORP COM 69642930 27027 933598 SH SHARED 933598 D PALL CORP COM 69642930 315 10887 SH SHARED 01 10887 D PALL CORP COM 69642930 431 14897 SH SHR/OTHR 01 13397 1500 D PALL CORP COM 69642930 2362 81596 SH SHARED 02 81596 D PALL CORP COM 69642930 3743 129307 SH SHARED 10 129307 D PALM HARBOR HOMES COM 69663910 323 19136 SH SHARED 19136 D PALM HARBOR HOMES COM 69663910 860 50957 SH SHARED 02 50957 D PALM HARBOR HOMES COM 69663910 81 4850 SH SHARED 10 4850 D PALMONE INC COM 69713P10 3995 126638 SH SHARED 126638 D PALMONE INC COM 69713P10 2239 70995 SH SHARED 01 70745 250 D PALMONE INC COM 69713P10 1366 43306 SH SHARED 02 43306 D PALMONE INC COM 69713P10 489 15500 SH SHARED 06 15500 D PALMONE INC COM 69713P10 776 24598 SH SHARED 10 24598 D PALMSOURCE INC COM 69715410 657 51579 SH SHARED 51579 D PALMSOURCE INC COM 69715410 25 1999 SH SHARED 01 1922 77 D PALMSOURCE INC COM 69715410 17 1367 SH SHARED 02 1367 D PALMSOURCE INC COM 69715410 91 7187 SH SHARED 10 7187 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 585 22455 SH SHARED 22455 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 6191 237500 SH SHARED 01 237500 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 664 25500 SH SHARED 02 25500 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 659 25300 SH SHARED 05 25300 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 2231 85600 SH SHARED 10 85600 D PAMRAPO BANCORP INC COM 69773810 98 4000 SH SHARED 01 2000 2000 D PAN AMERICAN SILVER CORP COM 69790010 4 251 SH SHARED 251 D PAN AMERICAN SILVER CORP COM 69790010 945 59169 SH SHARED 02 59169 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 60 967 SH SHARED 967 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 294 4700 SH SHARED 01 4700 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 253 4033 SH SHARED 02 4033 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 159787 2548446 SH SHARED 11 2548446 D PANERA BREAD CO CL A 69840W10 6623 164269 SH SHARED 164269 D PANERA BREAD CO CL A 69840W10 100 2500 SH SHARED 01 2500 D PANERA BREAD CO CL A 69840W10 1132 28076 SH SHARED 02 28076 D PANERA BREAD CO CL A 69840W10 427 10600 SH SHARED 10 10600 D PANTRY INC COM 69865710 677 22501 SH SHARED 22501 D PANTRY INC COM 69865710 4017 133500 SH SHARED 01 133500 D PANTRY INC COM 69865710 2073 68903 SH SHARED 02 68903 D PANTRY INC COM 69865710 2139 71100 SH SHARED 10 71100 D PAPA JOHNS INTL INC COM 69881310 3152 91525 SH SHARED 91525 D PAPA JOHNS INTL INC COM 69881310 824 23933 SH SHARED 23933 D PAPA JOHNS INTL INC COM 69881310 34 1000 SH SHARED 01 1000 D PAPA JOHNS INTL INC COM 69881310 0 7 SH SHARED 02 7 D PAPA JOHNS INTL INC COM 69881310 199 5806 SH SHARED 10 5806 D PAR PHARMACEUTICAL COS INC COM 69888P10 4256 102861 SH SHARED 102861 D PAR PHARMACEUTICAL COS INC COM 69888P10 8226 198800 SH SHARED 01 197800 1000 D PAR PHARMACEUTICAL COS INC COM 69888P10 49 1203 SH SHR/OTHR 01 1203 D PAR PHARMACEUTICAL COS INC COM 69888P10 701 16952 SH SHARED 02 16952 D PAR PHARMACEUTICAL COS INC COM 69888P10 744 18000 SH SHARED 10 18000 D PARADYNE NETWORKS INC COM 69911G10 779 217051 SH SHARED 217051 D PARADYNE NETWORKS INC COM 69911G10 339 94632 SH SHARED 02 94632 D PARADYNE NETWORKS INC COM 69911G10 47 13200 SH SHARED 10 13200 D PARALLEL PETE CORP DEL COM 69915710 158 29416 SH SHARED 29416 D PARAMETRIC TECHNOLOGY CORP COM 69917310 7752 1316130 SH SHARED 1316130 D PARAMETRIC TECHNOLOGY CORP COM 69917310 6289 1067786 SH SHARED 01 1065000 2786 D PARAMETRIC TECHNOLOGY CORP COM 69917310 1732 294194 SH SHARED 02 294194 D PARAMETRIC TECHNOLOGY CORP COM 69917310 1671 283789 SH SHARED 10 283789 D PAREXEL INTL CORP COM 69946210 997 49151 SH SHARED 49151 D PAREXEL INTL CORP COM 69946210 430 21230 SH SHARED 01 21230 D PAREXEL INTL CORP COM 69946210 684 33731 SH SHARED 02 33731 D PAREXEL INTL CORP COM 69946210 403 19860 SH SHARED 10 19860 D PARK ELECTROCHEMICAL CORP COM 70041620 42 1950 SH SHARED 1950 D PARK ELECTROCHEMICAL CORP COM 70041620 724 33412 SH SHARED 33412 D PARK ELECTROCHEMICAL CORP COM 70041620 650 30000 SH SHARED 01 30000 D PARK ELECTROCHEMICAL CORP COM 70041620 34 1585 SH SHARED 02 1585 D PARK ELECTROCHEMICAL CORP COM 70041620 138 6387 SH SHARED 10 6387 D PARK NATL CORP COM 70065810 3565 26313 SH SHARED 26313 D PARK NATL CORP COM 70065810 58 430 SH SHARED 01 430 D PARK NATL CORP COM 70065810 776 5734 SH SHR/OTHR 01 5734 D PARK NATL CORP COM 70065810 82 611 SH SHARED 02 611 D PARK NATL CORP COM 70065810 724 5350 SH SHARED 10 5350 D PARK OHIO HLDGS CORP COM 70066610 43 1700 SH SHARED 02 1700 D PARKER DRILLING CO COM 70108110 897 228329 SH SHARED 228329 D PARKER DRILLING CO COM 70108110 181 46124 SH SHARED 02 46124 D PARKER DRILLING CO COM 70108110 127 32400 SH SHARED 10 32400 D PARKER HANNIFIN CORP COM 70109410 53 700 SH SHARED 700 D PARKER HANNIFIN CORP COM 70109410 60646 800716 SH SHARED 676617 124099 D PARKER HANNIFIN CORP COM 70109410 145450 1920397 SH SHARED 01 120440 1290200 509757 D PARKER HANNIFIN CORP COM 70109410 2321 30654 SH SHR/OTHR 01 1000 29654 D PARKER HANNIFIN CORP COM 70109410 5803 76626 SH SHARED 02 76626 D PARKER HANNIFIN CORP COM 70109410 8626 113900 SH SHARED 03 113900 D PARKER HANNIFIN CORP COM 70109410 21570 284794 SH SHARED 05 180874 103920 D PARKER HANNIFIN CORP COM 70109410 2628 34701 SH SHARED 06 34701 D PARKER HANNIFIN CORP COM 70109410 1125 14866 SH SHARED 07 14866 D PARKER HANNIFIN CORP COM 70109410 3188 42100 SH SHARED 09 42100 D PARKER HANNIFIN CORP COM 70109410 10113 133530 SH SHARED 10 133530 D PARKVALE FINL CORP COM 70149210 59 2070 SH SHARED 01 2070 D PARKVALE FINL CORP COM 70149210 0 4 SH SHARED 02 4 D PARKWAY PPTYS INC COM 70159Q10 1183 23322 SH SHARED 23322 D PARKWAY PPTYS INC COM 70159Q10 735 14500 SH SHARED 01 14500 D PARKWAY PPTYS INC COM 70159Q10 893 17600 SH SHARED 10 17600 D PARKWAY PPTYS INC COM 70159Q10 1471 29000 SH SHARED 11 29000 D PARLUX FRAGRANCES INC COM 70164510 570 25400 SH SHARED 02 25400 D PARTNER COMMUNICATIONS CO LT ADR 70211M10 35 4112 SH SHARED 4112 D PARTNER COMMUNICATIONS CO LT ADR 70211M10 7 873 SH SHARED 02 873 D PARTNERS TR FINL GROUP INC N COM 70213F10 3160 271267 SH SHARED 271267 D PARTNERS TR FINL GROUP INC N COM 70213F10 2 244 SH SHARED 01 244 D PARTNERS TR FINL GROUP INC N COM 70213F10 3033 260392 SH SHARED 02 260392 D PARTNERS TR FINL GROUP INC N COM 70213F10 178 15295 SH SHARED 10 15295 D PARTY CITY CORP COM 70214510 373 28860 SH SHARED 28860 D PARTY CITY CORP COM 70214510 93 7200 SH SHARED 01 7200 D PARTY CITY CORP COM 70214510 203 15721 SH SHARED 02 15721 D PARTY CITY CORP COM 70214510 128 9900 SH SHARED 10 9900 D PATHMARK STORES INC NEW COM 70322A10 611 105229 SH SHARED 105229 D PATHMARK STORES INC NEW COM 70322A10 498 85745 SH SHARED 02 85745 D PATHMARK STORES INC NEW COM 70322A10 90 15500 SH SHARED 10 15500 D PATHMARK STORES INC NEW *W EXP 09/10/201 70322A11 37 190974 SH SHARED 190974 D PATHMARK STORES INC NEW *W EXP 09/10/201 70322A11 158 794203 SH SHARED 02 794203 D PATINA OIL & GAS CORP COM 70322410 9459 252248 SH SHARED 252248 D PATINA OIL & GAS CORP COM 70322410 1462 39002 SH SHARED 01 39002 D PATINA OIL & GAS CORP COM 70322410 7866 209782 SH SHARED 02 209782 D PATRICK INDS INC COM 70334310 23 2400 SH SHARED 02 2400 D PATTERSON COMPANIES INC COM 70339510 23186 534367 SH SHARED 534367 D PATTERSON COMPANIES INC COM 70339510 1805 41600 SH SHARED 01 41600 D PATTERSON COMPANIES INC COM 70339510 2150 49565 SH SHARED 02 49565 D PATTERSON COMPANIES INC COM 70339510 21 500 SH SHARED 06 500 D PATTERSON COMPANIES INC COM 70339510 2303 53092 SH SHARED 10 53092 D PATTERSON UTI ENERGY INC COM 70348110 9479 487383 SH SHARED 487383 D PATTERSON UTI ENERGY INC COM 70348110 987 50752 SH SHARED 01 50752 D PATTERSON UTI ENERGY INC COM 70348110 4949 254473 SH SHARED 02 254473 D PAULA FINL DEL COM 70358810 14 6700 SH SHARED 02 6700 D PAXAR CORP COM 70422710 99 4500 SH SHARED 4500 D PAXAR CORP COM 70422710 1789 80733 SH SHARED 80733 D PAXAR CORP COM 70422710 2212 99806 SH SHARED 01 99806 D PAXAR CORP COM 70422710 1809 81612 SH SHARED 02 81612 D PAXAR CORP COM 70422710 292 13200 SH SHARED 05 13200 D PAXAR CORP COM 70422710 655 29550 SH SHARED 10 29550 D PAXSON COMMUNICATIONS CORP COM 70423110 213 154346 SH SHARED 154346 D PAXSON COMMUNICATIONS CORP COM 70423110 8 5900 SH SHARED 02 5900 D PAXSON COMMUNICATIONS CORP COM 70423110 28 21000 SH SHARED 10 21000 D PAYCHEX INC COM 70432610 72092 2115382 SH SHARED 2099832 15550 D PAYCHEX INC COM 70432610 99718 2926007 SH SHARED 01 2221214 577400 127393 D PAYCHEX INC COM 70432610 88 2599 SH SHR/OTHR 01 2599 D PAYCHEX INC COM 70432610 6914 202896 SH SHARED 02 202896 D PAYCHEX INC COM 70432610 12101 355100 SH SHARED 03 355100 D PAYCHEX INC COM 70432610 852 25000 SH SHARED 04 25000 D PAYCHEX INC COM 70432610 16500 484160 SH SHARED 05 290350 193810 D PAYCHEX INC COM 70432610 2198 64500 SH SHARED 06 64500 D PAYCHEX INC COM 70432610 14424 423262 SH SHARED 10 423262 D PAYLESS SHOESOURCE INC COM 70437910 29 2400 SH SHARED 2400 D PAYLESS SHOESOURCE INC COM 70437910 2774 225544 SH SHARED 225544 D PAYLESS SHOESOURCE INC COM 70437910 1602 130272 SH SHARED 01 130272 D PAYLESS SHOESOURCE INC COM 70437910 1104 89818 SH SHARED 02 89818 D PAYLESS SHOESOURCE INC COM 70437910 312 25400 SH SHARED 10 25400 D PCCW LTD SPONS ADR NEW 70454G20 237 38000 SH SHARED 38000 D PCCW LTD SPONS ADR NEW 70454G20 15 2500 SH SHARED 02 2500 D PEABODY ENERGY CORP COM 70454910 11829 146209 SH SHARED 146209 D PEABODY ENERGY CORP COM 70454910 37204 459821 SH SHARED 01 378100 78700 3021 D PEABODY ENERGY CORP COM 70454910 96 1195 SH SHR/OTHR 01 1195 D PEABODY ENERGY CORP COM 70454910 4281 52916 SH SHARED 02 52916 D PEABODY ENERGY CORP COM 70454910 323 4000 SH SHARED 06 4000 D PEABODY ENERGY CORP COM 70454910 7946 98220 SH SHARED 10 98220 D PEAPACK-GLADSTONE FINL CORP COM 70469910 412 13069 SH SHARED 13069 D PEAPACK-GLADSTONE FINL CORP COM 70469910 32 1026 SH SHARED 02 1026 D PEAPACK-GLADSTONE FINL CORP COM 70469910 56 1793 SH SHARED 10 1793 D PEARSON PLC SPONSORED ADR 70501510 57 4700 SH SHARED 02 4700 D PEC SOLUTIONS INC COM 70510710 918 64824 SH SHARED 64824 D PEC SOLUTIONS INC COM 70510710 7 500 SH SHARED 01 500 D PEC SOLUTIONS INC COM 70510710 1107 78161 SH SHARED 02 78161 D PEC SOLUTIONS INC COM 70510710 73 5200 SH SHARED 10 5200 D PEDIATRIC SVCS OF AMERICA COM 70532310 30 2400 SH SHARED 2400 D PEDIATRIC SVCS OF AMERICA COM 70532310 109 8550 SH SHARED 02 8550 D PEDIATRIX MED GROUP COM 70532410 3436 53658 SH SHARED 53658 D PEDIATRIX MED GROUP COM 70532410 1489 23250 SH SHARED 01 23200 50 D PEDIATRIX MED GROUP COM 70532410 10 164 SH SHR/OTHR 01 164 D PEDIATRIX MED GROUP COM 70532410 576 9006 SH SHARED 02 9006 D PEDIATRIX MED GROUP COM 70532410 595 9300 SH SHARED 10 9300 D PEETS COFFEE & TEA INC COM 70556010 563 21300 SH SHARED 21300 D PEETS COFFEE & TEA INC COM 70556010 47 1800 SH SHARED 01 1800 D PEETS COFFEE & TEA INC COM 70556010 21 822 SH SHARED 02 822 D PEETS COFFEE & TEA INC COM 70556010 148 5600 SH SHARED 10 5600 D PEGASYSTEMS INC COM 70557310 192 22590 SH SHARED 22590 D PEGASYSTEMS INC COM 70557310 70 8275 SH SHARED 02 8275 D PEGASYSTEMS INC COM 70557310 37 4400 SH SHARED 10 4400 D PEGASUS COMMUNICATIONS CORP CL A NEW 70590460 106 11485 SH SHARED 11485 D PEGASUS COMMUNICATIONS CORP CL A NEW 70590460 0 8 SH SHARED 02 8 D PEGASUS SOLUTIONS INC NOTE 3.875% 7/1 705906AB 1480 1567000 PRN SHARED 1567000 D PEGASUS SOLUTIONS INC COM 70590610 756 60062 SH SHARED 60062 D PEGASUS SOLUTIONS INC COM 70590610 11 900 SH SHARED 01 900 D PEGASUS SOLUTIONS INC COM 70590610 0 7 SH SHARED 02 7 D PEGASUS SOLUTIONS INC COM 70590610 131 10404 SH SHARED 10 10404 D PEMSTAR INC COM 70655210 0 50 SH SHARED 50 D PEMSTAR INC COM 70655210 335 185130 SH SHARED 02 185130 D PENGROWTH ENERGY TR TRUST UNIT A 70690230 182 8750 SH SHARED 8750 D PENGROWTH ENERGY TR TRUST UNIT A 70690230 36 1750 SH SHR/OTHR 01 1750 D PENN-AMER GROUP INC COM 70724710 352 23315 SH SHARED 23315 D PENN-AMER GROUP INC COM 70724710 5274 349303 SH SHARED 02 349303 D PENN-AMER GROUP INC COM 70724710 77 5100 SH SHARED 10 5100 D PENN ENGR & MFG CORP COM NON VTG 70738930 356 19714 SH SHARED 19714 D PENN ENGR & MFG CORP COM NON VTG 70738930 1 103 SH SHARED 02 103 D PENN ENGR & MFG CORP COM NON VTG 70738930 55 3074 SH SHARED 10 3074 D PENN NATL GAMING INC COM 70756910 4028 66534 SH SHARED 66534 D PENN NATL GAMING INC COM 70756910 317 5240 SH SHARED 01 5240 D PENN NATL GAMING INC COM 70756910 127 2102 SH SHARED 02 2102 D PENN NATL GAMING INC COM 70756910 817 13500 SH SHARED 10 13500 D PENN TREATY AMERN CORP COM 70787410 101 48800 SH SHARED 02 48800 D PENN VA CORP COM 70788210 1575 38835 SH SHARED 38835 D PENN VA CORP COM 70788210 316 7800 SH SHARED 01 7800 D PENN VA CORP COM 70788210 61 1504 SH SHARED 02 1504 D PENN VA CORP COM 70788210 259 6400 SH SHARED 10 6400 D PENN VA RESOURCES PARTNERS L COM 70788410 1583 30384 SH SHARED 30384 D PENNEY J C INC COM 70816010 38877 939080 SH SHARED 939080 D PENNEY J C INC COM 70816010 4373 105636 SH SHARED 01 103536 2100 D PENNEY J C INC COM 70816010 347 8400 SH SHR/OTHR 01 8400 D PENNEY J C INC COM 70816010 18566 448455 SH SHARED 02 448455 D PENNEY J C INC COM 70816010 136 3300 SH SHARED 06 3300 D PENNEY J C INC COM 70816010 12377 298984 SH SHARED 10 298984 D PENNFED FINL SVCS INC COM 70816710 425 26437 SH SHARED 26437 D PENNFED FINL SVCS INC COM 70816710 112 7002 SH SHARED 02 7002 D PENNFED FINL SVCS INC COM 70816710 73 4600 SH SHARED 10 4600 D PENNICHUCK CORP COM NEW 70825420 23 900 SH SHARED 900 D PENNROCK FINL SVCS CORP COM 70835210 526 13541 SH SHARED 13541 D PENNROCK FINL SVCS CORP COM 70835210 0 2 SH SHARED 02 2 D PENNROCK FINL SVCS CORP COM 70835210 87 2256 SH SHARED 10 2256 D PENNS WOODS BANCORP INC COM 70843010 0 4 SH SHARED 02 4 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 4482 104734 SH SHARED 104734 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 1328 31050 SH SHARED 01 26950 4100 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 1885 44056 SH SHARED 02 44056 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 856 20012 SH SHARED 10 20012 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 215027 5023996 SH SHARED 11 5023996 D PENTAIR INC COM 70963110 4795 110100 SH SHARED 110100 D PENTAIR INC COM 70963110 1742 40000 SH SHARED 01 40000 D PENTAIR INC COM 70963110 1515 34782 SH SHARED 02 34782 D PENTAIR INC COM 70963110 1379 31660 SH SHARED 10 31660 D PENWEST PHARMACEUTICALS CO COM 70975410 407 34032 SH SHARED 34032 D PENWEST PHARMACEUTICALS CO COM 70975410 26 2204 SH SHARED 02 2204 D PENWEST PHARMACEUTICALS CO COM 70975410 94 7900 SH SHARED 10 7900 D PEOPLES BANCORP INC COM 70978910 538 19619 SH SHARED 19619 D PEOPLES BANCORP INC COM 70978910 2579 94042 SH SHARED 02 94042 D PEOPLES BANCORP INC COM 70978910 161 5895 SH SHARED 10 5895 D PEOPLES BANCTRUST INC COM 70979610 86 5354 SH SHARED 02 5354 D PEOPLES BK BRIDGEPORT CONN COM 71019810 105 2700 SH SHARED 01 2400 300 D PEOPLES BK BRIDGEPORT CONN COM 71019810 155 4003 SH SHARED 02 4003 D PEOPLES BANCORP N C INC COM 71057710 25 1300 SH SHARED 02 1300 D PEOPLES FINL CORP MISS COM 71103B10 13 750 SH SHARED 02 750 D PEOPLES ENERGY CORP COM 71103010 7473 170056 SH SHARED 170056 D PEOPLES ENERGY CORP COM 71103010 210 4800 SH SHARED 01 4100 700 D PEOPLES ENERGY CORP COM 71103010 254 5800 SH SHR/OTHR 01 5800 D PEOPLES ENERGY CORP COM 71103010 621 14141 SH SHARED 02 14141 D PEOPLES ENERGY CORP COM 71103010 1787 40666 SH SHARED 10 40666 D PEOPLES HLDG CO COM 71114810 532 16094 SH SHARED 16094 D PEOPLES HLDG CO COM 71114810 13 405 SH SHARED 01 405 D PEOPLES HLDG CO COM 71114810 13 410 SH SHARED 02 410 D PEOPLES HLDG CO COM 71114810 76 2300 SH SHARED 10 2300 D PEOPLESOFT INC COM 71271310 26270 991705 SH SHARED 991705 D PEOPLESOFT INC COM 71271310 1318 49783 SH SHARED 01 44583 5200 D PEOPLESOFT INC COM 71271310 13397 505763 SH SHARED 02 505763 D PEOPLESOFT INC COM 71271310 553 20910 SH SHARED 05 20910 D PEOPLESOFT INC COM 71271310 805 30400 SH SHARED 06 30400 D PEOPLESUPPORT INC COM 71271430 2459 246685 SH SHARED 02 246685 D PEP BOYS MANNY MOE & JACK COM 71327810 1924 112765 SH SHARED 112765 D PEP BOYS MANNY MOE & JACK COM 71327810 129 7601 SH SHARED 01 7601 D PEP BOYS MANNY MOE & JACK COM 71327810 51 3007 SH SHARED 02 3007 D PEP BOYS MANNY MOE & JACK COM 71327810 368 21600 SH SHARED 10 21600 D PEPCO HOLDINGS INC COM 71329110 137574 6452830 SH SHARED 6452830 D PEPCO HOLDINGS INC COM 71329110 1217 57092 SH SHARED 01 57092 D PEPCO HOLDINGS INC COM 71329110 17 800 SH SHR/OTHR 01 800 D PEPCO HOLDINGS INC COM 71329110 2298 107819 SH SHARED 02 107819 D PEPCO HOLDINGS INC COM 71329110 61 2900 SH SHARED 06 2900 D PEPCO HOLDINGS INC COM 71329110 906 42500 SH SHARED 10 42500 D PEPSI BOTTLING GROUP INC COM 71340910 33070 1223028 SH SHARED 1217328 5700 D PEPSI BOTTLING GROUP INC COM 71340910 3131 115800 SH SHARED 01 115800 D PEPSI BOTTLING GROUP INC COM 71340910 6217 229942 SH SHARED 02 229942 D PEPSI BOTTLING GROUP INC COM 71340910 454 16794 SH SHARED 06 16794 D PEPSI BOTTLING GROUP INC COM 71340910 5301 196065 SH SHARED 10 196065 D PEPSIAMERICAS INC COM 71343P20 3295 155136 SH SHARED 155136 D PEPSIAMERICAS INC COM 71343P20 1183 55697 SH SHARED 01 53200 2497 D PEPSIAMERICAS INC COM 71343P20 848 39944 SH SHARED 02 39944 D PEPSIAMERICAS INC COM 71343P20 24 1172 SH SHARED 06 1172 D PEPSICO INC COM 71344810 808 15483 SH SHARED 15483 D PEPSICO INC COM 71344810 577989 11072599 SH SHARED 10796033 276566 D PEPSICO INC COM 71344810 298308 5714728 SH SHARED 01 1904678 2509950 1300100 D PEPSICO INC COM 71344810 32513 622868 SH SHR/OTHR 01 303997 318871 D PEPSICO INC COM 71344810 34285 656818 SH SHARED 02 656818 D PEPSICO INC COM 71344810 5898 113000 SH SHARED 04 113000 D PEPSICO INC COM 71344810 33331 638532 SH SHARED 05 345726 292806 D PEPSICO INC COM 71344810 11486 220042 SH SHARED 06 220042 D PEPSICO INC COM 71344810 940 18019 SH SHARED 07 18019 D PEPSICO INC COM 71344810 2312 44300 SH SHARED 09 44300 D PEPSICO INC COM 71344810 100746 1930014 SH SHARED 10 1930014 D PER-SE TECHNOLOGIES INC COM NEW 71356930 701 44321 SH SHARED 44321 D PER-SE TECHNOLOGIES INC COM NEW 71356930 26 1700 SH SHARED 01 1700 D PER-SE TECHNOLOGIES INC COM NEW 71356930 810 51211 SH SHARED 02 51211 D PER-SE TECHNOLOGIES INC COM NEW 71356930 166 10533 SH SHARED 10 10533 D PEREGRINE PHARMACEUTICALS IN COM 71366110 266 227505 SH SHARED 227505 D PEREGRINE PHARMACEUTICALS IN COM 71366110 0 500 SH SHARED 01 500 D PEREGRINE PHARMACEUTICALS IN COM 71366110 260 222976 SH SHARED 02 222976 D PEREGRINE PHARMACEUTICALS IN COM 71366110 49 42200 SH SHARED 10 42200 D PERFICIENT INC COM 71375U10 5 800 SH SHARED 02 800 D PERFORMANCE FOOD GROUP CO COM 71375510 3656 135887 SH SHARED 135887 D PERFORMANCE FOOD GROUP CO COM 71375510 1036 38529 SH SHARED 02 38529 D PERFORMANCE FOOD GROUP CO COM 71375510 495 18400 SH SHARED 10 18400 D PERFORMANCE TECHNOLOGIES INC COM 71376K10 8 892 SH SHARED 892 D PERFORMANCE TECHNOLOGIES INC COM 71376K10 74 8018 SH SHARED 02 8018 D PERICOM SEMICONDUCTOR CORP COM 71383110 379 40211 SH SHARED 40211 D PERICOM SEMICONDUCTOR CORP COM 71383110 2 306 SH SHARED 02 306 D PERICOM SEMICONDUCTOR CORP COM 71383110 104 11100 SH SHARED 10 11100 D PERINI CORP COM 71383910 281 16893 SH SHARED 16893 D PERINI CORP COM 71383910 1720 103100 SH SHARED 01 103100 D PERINI CORP COM 71383910 706 42327 SH SHARED 02 42327 D PERINI CORP COM 71383910 1248 74800 SH SHARED 10 74800 D PERKINELMER INC COM 71404610 9 400 SH SHARED 400 D PERKINELMER INC COM 71404610 26258 1167545 SH SHARED 1167545 D PERKINELMER INC COM 71404610 19109 849701 SH SHARED 01 699101 146600 4000 D PERKINELMER INC COM 71404610 11 512 SH SHR/OTHR 01 512 D PERKINELMER INC COM 71404610 4142 184204 SH SHARED 02 184204 D PERKINELMER INC COM 71404610 3858 171582 SH SHARED 10 171582 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 0 51 SH SHARED 51 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 55 4000 SH SHARED 01 4000 D PEROT SYS CORP CL A 71426510 3230 201548 SH SHARED 201548 D PEROT SYS CORP CL A 71426510 2409 150292 SH SHARED 02 150292 D PEROT SYS CORP CL A 71426510 512 32000 SH SHARED 10 32000 D PERRIGO CO COM 71429010 4842 280413 SH SHARED 280413 D PERRIGO CO COM 71429010 10569 612000 SH SHARED 01 612000 D PERRIGO CO COM 71429010 3962 229464 SH SHARED 02 229464 D PERRIGO CO COM 71429010 2276 131798 SH SHARED 10 131798 D PERUSAHAAN PERS INDO SATELLI SPONSORED ADR 71568010 2820 90458 SH SHARED 90458 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 957 45541 SH SHARED 45541 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 8435 401300 SH SHARED 01 401300 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 18969 902440 SH SHARED 10 902440 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 768 36540 SH SHARED 12 36540 D PETCO ANIMAL SUPPLIES COM NEW 71601620 3260 82581 SH SHARED 80381 2200 D PETCO ANIMAL SUPPLIES COM NEW 71601620 2104 53300 SH SHARED 01 53300 D PETCO ANIMAL SUPPLIES COM NEW 71601620 328 8312 SH SHARED 02 4707 3605 D PETMED EXPRESS INC COM 71638210 214 28154 SH SHARED 28154 D PETMED EXPRESS INC COM 71638210 3 400 SH SHARED 02 400 D PETMED EXPRESS INC COM 71638210 52 6900 SH SHARED 10 6900 D PETRO-CDA COM 71644E10 20746 406627 SH SHARED 397327 9300 D PETRO-CDA COM 71644E10 334 6547 SH SHARED 01 6547 D PETRO-CDA COM 71644E10 153 3000 SH SHR/OTHR 01 3000 D PETRO-CDA COM 71644E10 4676 91653 SH SHARED 02 91653 D PETRO-CDA COM 71644E10 11224 220000 SH SHARED 04 220000 D PETRO-CDA COM 71644E10 10 200 SH SHARED 05 200 D PETRO-CDA COM 71644E10 3112 61000 SH SHARED 06 61000 D PETRO-CDA COM 71644E10 5381 105472 SH SHARED 10 105472 D PETROCHINA CO LTD SPONSORED ADR 71646E10 20293 377977 SH SHARED 377977 D PETROCHINA CO LTD SPONSORED ADR 71646E10 268 5000 SH SHR/OTHR 01 5000 D PETROCHINA CO LTD SPONSORED ADR 71646E10 1587 29568 SH SHARED 02 29568 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 406 34081 SH SHARED 21330 12751 D PETROFUND ENERGY TRUST TR UNIT 71648W10 538 41300 SH SHARED 41300 D PETROFUND ENERGY TRUST TR UNIT 71648W10 675 51811 SH SHARED 02 51811 D PETROKAZAKHSTAN INC COM 71649P10 22 600 SH SHARED 600 D PETROKAZAKHSTAN INC COM 71649P10 25 700 SH SHARED 02 700 D PETROHAWK ENERGY CORP COM 71649510 18 2200 SH SHARED 02 2200 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 2828 78100 SH SHARED 78100 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 88377 2440700 SH SHARED 01 2440700 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 3894 97890 SH SHARED 94077 3813 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 44533 1119500 SH SHARED 01 1119500 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 5250 132000 SH SHARED 04 132000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 23778 597750 SH SHARED 05 587850 9900 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 8751 220000 SH SHARED 06 220000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 14401 362030 SH SHARED 10 362030 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 20580 517350 SH SHARED 12 517350 D PETROLEUM & RES CORP COM 71654910 48 1900 SH SHARED 02 1900 D PETROLEUM DEV CORP COM 71657810 1647 42722 SH SHARED 42722 D PETROLEUM DEV CORP COM 71657810 108 2800 SH SHARED 01 2800 D PETROLEUM DEV CORP COM 71657810 128 3332 SH SHARED 02 3332 D PETROLEUM DEV CORP COM 71657810 281 7300 SH SHARED 10 7300 D PETROLEUM HELICOPTERS INC COM VTG 71660410 0 4 SH SHARED 02 4 D PETROQUEST ENERGY INC COM 71674810 132 26713 SH SHARED 26713 D PETROQUEST ENERGY INC COM 71674810 9 2000 SH SHARED 01 2000 D PETROQUEST ENERGY INC COM 71674810 69 14000 SH SHARED 02 14000 D PETSMART INC COM 71676810 21049 592443 SH SHARED 592443 D PETSMART INC COM 71676810 1406 39600 SH SHARED 01 39600 D PETSMART INC COM 71676810 1937 54539 SH SHARED 02 54539 D PETSMART INC COM 71676810 30 854 SH SHARED 05 854 D PETSMART INC COM 71676810 42 1200 SH SHARED 06 1200 D PETSMART INC COM 71676810 3820 107530 SH SHARED 10 107530 D PHARMACYCLICS INC COM 71693310 403 38539 SH SHARED 38539 D PHARMACYCLICS INC COM 71693310 30 2913 SH SHARED 02 2913 D PHARMACYCLICS INC COM 71693310 1884 180000 SH SHARED 04 180000 D PHARMACYCLICS INC COM 71693310 83 8000 SH SHARED 06 8000 D PHARMACYCLICS INC COM 71693310 183 17500 SH SHARED 10 17500 D PFEIFFER VACUUM TECH AG SPONSORED ADR 71706710 285 6418 SH SHARED 6418 D PFIZER INC COM 71708110 1138 42329 SH SHARED 12802 29527 D PFIZER INC COM 71708110 1635199 60810685 SH SHARED 59059626 1751059 D PFIZER INC COM 71708110 619998 23056829 SH SHARED 01 11342842 7127077 4586910 D PFIZER INC COM 71708110 53103 1974835 SH SHR/OTHR 01 957078 1017757 D PFIZER INC COM 71708110 128222 4768402 SH SHARED 02 4768402 D PFIZER INC COM 71708110 13498 501980 SH SHARED 03 501980 D PFIZER INC COM 71708110 236798 8806200 SH SHARED 04 8806200 D PFIZER INC COM 71708110 34581 1286020 SH SHARED 05 884164 401856 D PFIZER INC COM 71708110 29091 1081868 SH SHARED 06 1081868 D PFIZER INC COM 71708110 1565 58227 SH SHARED 07 58227 D PFIZER INC COM 71708110 4254 158200 SH SHARED 09 158200 D PFIZER INC COM 71708110 359380 13364839 SH SHARED 10 13364839 D PHARMACOPEIA DRUG DISCVRY IN COM 7171EP10 12 2166 SH SHARED 2166 D PHARMACOPEIA DRUG DISCVRY IN COM 7171EP10 95 16038 SH SHARED 02 16038 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 5459 75100 SH SHARED 75100 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 43 600 SH SHARED 01 600 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 9486 130500 SH SHARED 02 130500 D PHARMACEUTICAL PROD DEV INC COM 71712410 82 2000 SH SHARED 2000 D PHARMACEUTICAL PROD DEV INC COM 71712410 21 514 SH SHARED 514 D PHARMACEUTICAL PROD DEV INC COM 71712410 90 2200 SH SHARED 01 2200 D PHARMACEUTICAL PROD DEV INC COM 71712410 314 7608 SH SHARED 02 7608 D PHARMACEUTICAL RES INC NOTE 2.875% 9/3 717125AC 6 7000 PRN SHARED 7000 D PHARMOS CORP COM NEW 71713920 242 170928 SH SHARED 170928 D PHARMOS CORP COM NEW 71713920 6 4400 SH SHARED 02 4400 D PHARMOS CORP COM NEW 71713920 61 43100 SH SHARED 10 43100 D PHARMION CORP COM 71715B40 1651 39127 SH SHARED 39127 D PHARMION CORP COM 71715B40 2937 69600 SH SHARED 01 64900 4700 D PHARMION CORP COM 71715B40 1331 31533 SH SHARED 02 31533 D PHARMION CORP COM 71715B40 21556 510700 SH SHARED 04 510700 D PHARMION CORP COM 71715B40 316 7500 SH SHARED 06 7500 D PHARMION CORP COM 71715B40 1042 24700 SH SHARED 10 24700 D PHASE FORWARD INC COM 71721R40 81 10000 SH SHARED 10000 D PHASE FORWARD INC COM 71721R40 15 1909 SH SHARED 02 1909 D PHELPS DODGE CORP COM 71726510 26879 271725 SH SHARED 271200 525 D PHELPS DODGE CORP COM 71726510 28043 283499 SH SHARED 01 283099 400 D PHELPS DODGE CORP COM 71726510 71 727 SH SHR/OTHR 01 727 D PHELPS DODGE CORP COM 71726510 8457 85503 SH SHARED 02 85503 D PHELPS DODGE CORP COM 71726510 1038 10500 SH SHARED 06 10500 D PHELPS DODGE CORP COM 71726510 9799 99063 SH SHARED 10 99063 D PHELPS DODGE CORP PFD A CV 6.75% 71726550 5161 25000 SH SHARED 25000 D PHILADELPHIA CONS HLDG CORP COM 71752810 2129 32193 SH SHARED 32193 D PHILADELPHIA CONS HLDG CORP COM 71752810 7070 106900 SH SHARED 01 106900 D PHILADELPHIA CONS HLDG CORP COM 71752810 0 4 SH SHARED 02 4 D PHILADELPHIA CONS HLDG CORP COM 71752810 529 8000 SH SHARED 10 8000 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 39651 1589886 SH SHARED 1582682 7204 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 1042 41800 SH SHARED 01 41800 D PHILIPPINE LONG DISTANCE TEL SPON GDR PFD 71825270 26787 542261 SH SHARED 542261 D PHILLIPS VAN HEUSEN CORP COM 71859210 1710 63339 SH SHARED 63339 D PHILLIPS VAN HEUSEN CORP COM 71859210 164 6100 SH SHARED 01 6100 D PHILLIPS VAN HEUSEN CORP COM 71859210 1023 37907 SH SHARED 02 37907 D PHILLIPS VAN HEUSEN CORP COM 71859210 467 17300 SH SHARED 10 17300 D PHOENIX COS INC NEW COM 71902E10 2753 220315 SH SHARED 220315 D PHOENIX COS INC NEW COM 71902E10 2 214 SH SHARED 01 214 D PHOENIX COS INC NEW COM 71902E10 5 424 SH SHARED 02 424 D PHOENIX COS INC NEW COM 71902E10 441 35300 SH SHARED 10 35300 D PHOENIX FOOTWEAR GROUP INC COM 71903M10 59 7600 SH SHARED 02 7600 D PHOENIX TECHNOLOGY LTD COM 71915310 156 18956 SH SHARED 18956 D PHOENIX TECHNOLOGY LTD COM 71915310 12 1526 SH SHARED 02 1526 D PHOTOMEDEX INC COM 71935810 34 12631 SH SHARED 12631 D PHOTOMEDEX INC COM 71935810 125 46500 SH SHARED 01 46500 D PHOTON DYNAMICS INC COM 71936410 1257 51906 SH SHARED 51906 D PHOTON DYNAMICS INC COM 71936410 4678 193100 SH SHARED 01 193100 D PHOTON DYNAMICS INC COM 71936410 767 31695 SH SHARED 02 31695 D PHOTON DYNAMICS INC COM 71936410 729 30100 SH SHARED 05 30100 D PHOTON DYNAMICS INC COM 71936410 912 37641 SH SHARED 10 37641 D PHOTRONICS INC NOTE 4.750%12/1 719405AC 1227 1209000 PRN SHARED 1209000 D PHOTRONICS INC NOTE 4.750%12/1 719405AC 4747 4677000 PRN SHARED 02 4677000 D PHOTRONICS INC COM 71940510 1720 104273 SH SHARED 104273 D PHOTRONICS INC COM 71940510 6037 365900 SH SHARED 01 365900 D PHOTRONICS INC COM 71940510 2458 148977 SH SHARED 02 148977 D PHOTRONICS INC COM 71940510 812 49268 SH SHARED 10 49268 D PIEDMONT NAT GAS INC COM 72018610 4340 186781 SH SHARED 186781 D PIEDMONT NAT GAS INC COM 72018610 1029 44300 SH SHARED 01 39900 4400 D PIEDMONT NAT GAS INC COM 72018610 113 4884 SH SHR/OTHR 01 3600 1284 D PIEDMONT NAT GAS INC COM 72018610 69 2983 SH SHARED 02 2983 D PIEDMONT NAT GAS INC COM 72018610 748 32200 SH SHARED 10 32200 D PIER 1 IMPORTS INC COM 72027910 287 14600 SH SHARED 14600 D PIER 1 IMPORTS INC COM 72027910 3807 193277 SH SHARED 193277 D PIER 1 IMPORTS INC COM 72027910 526 26723 SH SHARED 01 26723 D PIER 1 IMPORTS INC COM 72027910 2318 117700 SH SHARED 02 117700 D PIER 1 IMPORTS INC COM 72027910 204 10400 SH SHARED 06 10400 D PILGRIMS PRIDE CORP COM 72146710 295 9623 SH SHARED 9623 D PILGRIMS PRIDE CORP COM 72146710 16616 541600 SH SHARED 01 541600 D PILGRIMS PRIDE CORP COM 72146710 469 15303 SH SHARED 02 15303 D PIMCO CA MUNICIPAL INCOME FD COM 72200N10 1 100 SH SHARED 02 100 D PIMCO MUN INCOME FD II COM 72200W10 1944 134660 SH SHR/OTHR 01 134660 D PIMCO CORPORATE OPP FD COM 72201B10 3 215 SH SHARED 215 D PIMCO CORPORATE OPP FD COM 72201B10 74 4215 SH SHARED 01 4215 D PIMCO CORPORATE OPP FD COM 72201B10 12 685 SH SHARED 02 685 D PIMCO CALIF MUN INCOME FD II COM 72201C10 55 4000 SH SHR/OTHR 01 4000 D PIMCO HIGH INCOME FD COM SHS 72201410 530 35505 SH SHARED 35505 D PIMCO HIGH INCOME FD COM SHS 72201410 893 59795 SH SHARED 02 59795 D PINNACLE BANCSHARES INC COM 72290310 443 28700 SH SHARED 02 28700 D PINNACLE AIRL CORP COM 72344310 657 47197 SH SHARED 47197 D PINNACLE AIRL CORP COM 72344310 4034 289400 SH SHARED 01 289400 D PINNACLE AIRL CORP COM 72344310 231 16600 SH SHARED 02 16600 D PINNACLE AIRL CORP COM 72344310 947 68000 SH SHARED 10 68000 D PINNACLE ENTMT INC COM 72345610 1271 64291 SH SHARED 64291 D PINNACLE ENTMT INC COM 72345610 63 3194 SH SHARED 02 3194 D PINNACLE ENTMT INC COM 72345610 255 12900 SH SHARED 10 12900 D PINNACLE SYS INC COM 72348110 1303 213700 SH SHARED 213700 D PINNACLE SYS INC COM 72348110 1 318 SH SHARED 02 318 D PINNACLE SYS INC COM 72348110 168 27612 SH SHARED 10 27612 D PINNACLE WEST CAP CORP COM 72348410 18844 424329 SH SHARED 424329 D PINNACLE WEST CAP CORP COM 72348410 4654 104800 SH SHARED 01 104700 100 D PINNACLE WEST CAP CORP COM 72348410 581 13100 SH SHR/OTHR 01 13100 D PINNACLE WEST CAP CORP COM 72348410 7741 174312 SH SHARED 02 174312 D PINNACLE WEST CAP CORP COM 72348410 35 800 SH SHARED 06 800 D PINNACLE WEST CAP CORP COM 72348410 3705 83435 SH SHARED 10 83435 D PIONEER CORP JAPAN SPONSORED ADR 72364610 191 9800 SH SHARED 02 9800 D PIONEER DRILLING CO COM 72365510 177 17552 SH SHARED 17552 D PIONEER DRILLING CO COM 72365510 653 64760 SH SHARED 02 64760 D PIONEER NAT RES CO COM 72378710 3886 110730 SH SHARED 110730 D PIONEER NAT RES CO COM 72378710 2470 70380 SH SHARED 01 60470 9910 D PIONEER NAT RES CO COM 72378710 1737 49494 SH SHARED 02 49494 D PIONEER NAT RES CO COM 72378710 4419 125900 SH SHARED 04 125900 D PIONEER NAT RES CO COM 72378710 35 1000 SH SHARED 06 1000 D PIONEER NAT RES CO COM 72378710 1200 34200 SH SHARED 10 34200 D PIPER JAFFRAY COS COM 72407810 3340 69665 SH SHARED 69665 D PIPER JAFFRAY COS COM 72407810 30030 626278 SH SHARED 01 508611 2200 115467 D PIPER JAFFRAY COS COM 72407810 42 889 SH SHR/OTHR 01 81 808 D PIPER JAFFRAY COS COM 72407810 191 3990 SH SHARED 02 3990 D PIPER JAFFRAY COS COM 72407810 7137 148845 SH SHARED 10 148845 D PITNEY BOWES INC COM 72447910 29354 634276 SH SHARED 592151 42125 D PITNEY BOWES INC COM 72447910 84291 1821341 SH SHARED 01 1430880 52400 338061 D PITNEY BOWES INC COM 72447910 4454 96259 SH SHR/OTHR 01 76884 19375 D PITNEY BOWES INC COM 72447910 4175 90216 SH SHARED 02 90216 D PITNEY BOWES INC COM 72447910 13 300 SH SHARED 05 300 D PITNEY BOWES INC COM 72447910 141 3050 SH SHARED 06 3050 D PITNEY BOWES INC COM 72447910 25521 551451 SH SHARED 10 551451 D PIXELWORKS INC SDCV 1.750% 5/1 72581MAB 5148 6000000 PRN SHARED 02 6000000 D PIXELWORKS INC COM 72581M10 1592 140442 SH SHARED 140442 D PIXELWORKS INC COM 72581M10 5166 455600 SH SHARED 01 455600 D PIXELWORKS INC COM 72581M10 2297 202633 SH SHARED 02 202633 D PIXELWORKS INC COM 72581M10 625 55200 SH SHARED 05 55200 D PIXELWORKS INC COM 72581M10 794 70100 SH SHARED 10 70100 D PIXAR COM 72581110 15581 182000 SH SHARED 182000 D PIXAR COM 72581110 145 1700 SH SHARED 01 1500 200 D PIXAR COM 72581110 5251 61338 SH SHARED 02 61338 D PIXAR COM 72581110 93 1092 SH SHARED 10 1092 D PLACER DOME INC COM 72590610 1646 87300 SH SHARED 87300 D PLACER DOME INC COM 72590610 58411 3097134 SH SHARED 01 3000034 97100 D PLACER DOME INC COM 72590610 12755 676333 SH SHARED 02 676333 D PLACER DOME INC COM 72590610 3010 159600 SH SHARED 05 149300 10300 D PLACER DOME INC COM 72590610 13143 696900 SH SHARED 06 696900 D PLACER DOME INC COM 72590610 288 15300 SH SHARED 07 15300 D PLACER DOME INC COM 72590610 5627 298400 SH SHARED 10 298400 D PLACER SIERRA BANCSHARES COM 72607910 295 10400 SH SHARED 10400 D PLACER SIERRA BANCSHARES COM 72607910 59 2100 SH SHARED 02 2100 D PLACER SIERRA BANCSHARES COM 72607910 108 3800 SH SHARED 10 3800 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 11 300 SH SHARED 300 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 400 10600 SH SHARED 01 3600 7000 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 30 800 SH SHARED 02 800 D PLAINS EXPL& PRODTN CO COM 72650510 7294 280544 SH SHARED 280544 D PLAINS EXPL& PRODTN CO COM 72650510 1183 45517 SH SHARED 01 45517 D PLAINS EXPL& PRODTN CO COM 72650510 499 19204 SH SHARED 02 19204 D PLAINS EXPL& PRODTN CO COM 72650510 785 30216 SH SHARED 10 30216 D PLANAR SYS INC COM 72690010 482 42993 SH SHARED 42993 D PLANAR SYS INC COM 72690010 81 7298 SH SHARED 02 7298 D PLANAR SYS INC COM 72690010 87 7800 SH SHARED 10 7800 D PLANETOUT INC COM 72705810 142 10500 SH SHARED 10500 D PLANTRONICS INC NEW COM 72749310 37 900 SH SHARED 900 D PLANTRONICS INC NEW COM 72749310 4547 109653 SH SHARED 109653 D PLANTRONICS INC NEW COM 72749310 909 21930 SH SHARED 01 21330 600 D PLANTRONICS INC NEW COM 72749310 730 17608 SH SHARED 02 17608 D PLATO LEARNING INC COM 72764Y10 311 41859 SH SHARED 41859 D PLATO LEARNING INC COM 72764Y10 0 1 SH SHARED 01 1 D PLATO LEARNING INC COM 72764Y10 2 300 SH SHARED 02 300 D PLATO LEARNING INC COM 72764Y10 85 11500 SH SHARED 10 11500 D PLAYBOY ENTERPRISES INC CL B 72811730 875 71217 SH SHARED 71217 D PLAYBOY ENTERPRISES INC CL B 72811730 421 34308 SH SHARED 02 34308 D PLAYBOY ENTERPRISES INC CL B 72811730 70 5760 SH SHARED 10 5760 D PLAYTEX PRODS INC COM 72813P10 679 85031 SH SHARED 85031 D PLAYTEX PRODS INC COM 72813P10 3 407 SH SHARED 02 407 D PLAYTEX PRODS INC COM 72813P10 135 17000 SH SHARED 10 17000 D PLEXUS CORP COM 72913210 2052 157800 SH SHARED 157800 D PLEXUS CORP COM 72913210 126 9700 SH SHARED 01 9700 D PLEXUS CORP COM 72913210 797 61264 SH SHARED 02 61264 D PLEXUS CORP COM 72913210 218 16824 SH SHARED 10 16824 D PLUG POWER INC COM 72919P10 548 89764 SH SHARED 89764 D PLUG POWER INC COM 72919P10 17 2857 SH SHARED 02 2857 D PLUG POWER INC COM 72919P10 2230 365000 SH SHARED 04 365000 D PLUG POWER INC COM 72919P10 133 21771 SH SHARED 10 21771 D PLUM CREEK TIMBER CO INC COM 72925110 30155 784491 SH SHARED 784491 D PLUM CREEK TIMBER CO INC COM 72925110 2896 75351 SH SHARED 01 57830 17521 D PLUM CREEK TIMBER CO INC COM 72925110 1089 28353 SH SHR/OTHR 01 6625 21728 D PLUM CREEK TIMBER CO INC COM 72925110 3049 79324 SH SHARED 02 79324 D PLUM CREEK TIMBER CO INC COM 72925110 11 300 SH SHARED 05 300 D PLUM CREEK TIMBER CO INC COM 72925110 7121 185260 SH SHARED 10 185260 D PLUMTREE SOFTWARE INC COM 72940Q10 136 30100 SH SHARED 02 30100 D POCAHONTAS BANCORP INC COM 73023410 26 1700 SH SHARED 02 1700 D POGO PRODUCING CO COM 73044810 8135 167780 SH SHARED 167780 D POGO PRODUCING CO COM 73044810 1595 32900 SH SHARED 01 31600 1300 D POGO PRODUCING CO COM 73044810 1132 23347 SH SHARED 02 23347 D POGO PRODUCING CO COM 73044810 100 2072 SH SHARED 06 2072 D POINT THERAPEUTICS INC COM 73069410 1113 207691 SH SHARED 207691 D POINT 360 COM 73069810 68 18800 SH SHARED 02 18800 D POLARIS INDS INC COM 73106810 116 1718 SH SHARED 1718 D POLARIS INDS INC COM 73106810 122 1800 SH SHARED 01 1800 D POLARIS INDS INC COM 73106810 68 1000 SH SHR/OTHR 01 1000 D POLARIS INDS INC COM 73106810 408 6011 SH SHARED 02 6011 D POLO RALPH LAUREN CORP CL A 73157210 3914 91898 SH SHARED 91898 D POLO RALPH LAUREN CORP CL A 73157210 34331 805900 SH SHARED 01 689300 116400 200 D POLO RALPH LAUREN CORP CL A 73157210 31 750 SH SHR/OTHR 01 750 D POLO RALPH LAUREN CORP CL A 73157210 194 4572 SH SHARED 02 4572 D POLO RALPH LAUREN CORP CL A 73157210 2556 60000 SH SHARED 04 60000 D POLO RALPH LAUREN CORP CL A 73157210 5244 123100 SH SHARED 10 123100 D POLYCOM INC COM 73172K10 4114 176437 SH SHARED 171837 4600 D POLYCOM INC COM 73172K10 14220 609800 SH SHARED 01 514200 95600 D POLYCOM INC COM 73172K10 836 35866 SH SHARED 02 35766 100 D POLYCOM INC COM 73172K10 3464 148580 SH SHARED 10 148580 D POLYMEDICA CORP COM 73173810 111 3000 SH SHARED 3000 D POLYMEDICA CORP COM 73173810 1908 51177 SH SHARED 51177 D POLYMEDICA CORP COM 73173810 2372 63620 SH SHARED 01 63620 D POLYMEDICA CORP COM 73173810 273 7334 SH SHARED 02 7334 D POLYMEDICA CORP COM 73173810 1894 50800 SH SHARED 10 50800 D POLYONE CORP COM 73179P10 1644 181490 SH SHARED 181490 D POLYONE CORP COM 73179P10 838 92539 SH SHARED 02 92539 D POLYONE CORP COM 73179P10 324 35862 SH SHARED 10 35862 D POMEROY IT SOLUTIONS INC COM 73182210 47 3100 SH SHARED 3100 D POMEROY IT SOLUTIONS INC COM 73182210 191 12621 SH SHARED 12621 D POMEROY IT SOLUTIONS INC COM 73182210 7 514 SH SHARED 02 514 D POPE & TALBOT INC COM 73282710 1914 111873 SH SHARED 111873 D POPE & TALBOT INC COM 73282710 3557 207900 SH SHARED 01 207900 D POPE & TALBOT INC COM 73282710 351 20519 SH SHARED 02 20519 D POPE & TALBOT INC COM 73282710 1021 59676 SH SHARED 10 59676 D POPULAR INC COM 73317410 399 13866 SH SHARED 13866 D POPULAR INC COM 73317410 317 11000 SH SHARED 01 8200 2800 D POPULAR INC COM 73317410 815 28300 SH SHR/OTHR 01 17300 11000 D POPULAR INC COM 73317410 796 27631 SH SHARED 02 27631 D POPULAR INC COM 73317410 5076 176100 SH SHARED 10 176100 D PORTAL SOFTWARE INC COM NEW 73612630 234 89686 SH SHARED 89686 D PORTAL SOFTWARE INC COM NEW 73612630 5 1940 SH SHARED 01 1940 D PORTAL SOFTWARE INC COM NEW 73612630 4 1608 SH SHARED 02 1608 D PORTAL SOFTWARE INC COM NEW 73612630 43 16600 SH SHARED 10 16600 D PORTALPLAYER INC COM 73618720 273 11100 SH SHARED 11100 D PORTALPLAYER INC COM 73618720 715 29000 SH SHARED 04 29000 D PORTALPLAYER INC COM 73618720 83 3400 SH SHARED 10 3400 D PORTEC RAIL PRODS INC COM 73621210 115 11100 SH SHARED 02 11100 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 1277 30993 SH SHARED 30993 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 1257 30503 SH SHARED 02 30503 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 234 5700 SH SHARED 10 5700 D PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 0 79 SH SHARED 79 D POSSIS MEDICAL INC COM 73740710 681 50528 SH SHARED 50528 D POSSIS MEDICAL INC COM 73740710 149 11101 SH SHARED 02 11101 D POSSIS MEDICAL INC COM 73740710 101 7500 SH SHARED 10 7500 D POST PPTYS INC COM 73746410 11136 319099 SH SHARED 319099 D POST PPTYS INC COM 73746410 300 8600 SH SHARED 01 3900 4700 D POST PPTYS INC COM 73746410 22 650 SH SHR/OTHR 01 650 D POST PPTYS INC COM 73746410 1124 32223 SH SHARED 02 32223 D POST PPTYS INC COM 73746410 499 14300 SH SHARED 10 14300 D POST PPTYS INC COM 73746410 219 6300 SH SHARED 11 6300 D POTASH CORP SASK INC COM 73755L10 132 1600 SH SHARED 1600 D POTASH CORP SASK INC COM 73755L10 12499 150492 SH SHARED 146292 4200 D POTASH CORP SASK INC COM 73755L10 190 2288 SH SHARED 01 1522 766 D POTASH CORP SASK INC COM 73755L10 3639 43812 SH SHARED 02 43812 D POTASH CORP SASK INC COM 73755L10 8 102 SH SHARED 05 102 D POTASH CORP SASK INC COM 73755L10 41 500 SH SHARED 06 500 D POTASH CORP SASK INC COM 73755L10 2180 26258 SH SHARED 10 26258 D POTLATCH CORP COM 73762810 6356 125673 SH SHARED 125673 D POTLATCH CORP COM 73762810 12164 240501 SH SHARED 01 239501 1000 D POTLATCH CORP COM 73762810 784 15508 SH SHARED 02 15508 D POTLATCH CORP COM 73762810 3417 67568 SH SHARED 10 67568 D POWELL INDS INC COM 73912810 310 16816 SH SHARED 16816 D POWELL INDS INC COM 73912810 0 2 SH SHARED 02 2 D POWELL INDS INC COM 73912810 42 2300 SH SHARED 10 2300 D POWER INTEGRATIONS INC COM 73927610 1224 61915 SH SHARED 61915 D POWER INTEGRATIONS INC COM 73927610 27382 1384350 SH SHARED 01 1378550 5300 500 D POWER INTEGRATIONS INC COM 73927610 26 1325 SH SHR/OTHR 01 1325 D POWER INTEGRATIONS INC COM 73927610 1646 83264 SH SHARED 02 83264 D POWER INTEGRATIONS INC COM 73927610 666 33700 SH SHARED 05 33700 D POWER INTEGRATIONS INC COM 73927610 921 46600 SH SHARED 10 46600 D POWER-ONE INC COM 73930810 3538 396691 SH SHARED 396691 D POWER-ONE INC COM 73930810 2225 249482 SH SHARED 02 249482 D POWER-ONE INC COM 73930810 890 99869 SH SHARED 10 99869 D POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB 11489 10819000 PRN SHARED 10819000 D POWERWAVE TECHNOLOGIES INC COM 73936310 9563 1127759 SH SHARED 1024179 103580 D POWERWAVE TECHNOLOGIES INC COM 73936310 248 29300 SH SHARED 01 29300 D POWERWAVE TECHNOLOGIES INC COM 73936310 21 2543 SH SHR/OTHR 01 2543 D POWERWAVE TECHNOLOGIES INC COM 73936310 1952 230250 SH SHARED 02 230250 D POWERWAVE TECHNOLOGIES INC COM 73936310 337 39800 SH SHARED 10 39800 D POZEN INC COM 73941U10 892 122704 SH SHARED 122704 D POZEN INC COM 73941U10 1459 200800 SH SHARED 01 200800 D POZEN INC COM 73941U10 101 13965 SH SHARED 02 13965 D POZEN INC COM 73941U10 1170 161000 SH SHARED 04 161000 D POZEN INC COM 73941U10 813 111900 SH SHARED 10 111900 D PRAECIS PHARMACEUTICALS INC COM 73942110 201 106246 SH SHARED 106246 D PRAECIS PHARMACEUTICALS INC COM 73942110 240 126659 SH SHARED 02 126659 D PRAECIS PHARMACEUTICALS INC COM 73942110 39 20900 SH SHARED 10 20900 D PRANA BIOTECHNOLOGY LTD SPONSORED ADR 73972710 81 20020 SH SHARED 02 20020 D PRAXAIR INC COM 74005P10 66386 1503647 SH SHARED 1503647 D PRAXAIR INC COM 74005P10 60184 1363174 SH SHARED 01 347180 1015994 D PRAXAIR INC COM 74005P10 9588 217170 SH SHR/OTHR 01 76845 140325 D PRAXAIR INC COM 74005P10 8864 200791 SH SHARED 02 200791 D PRAXAIR INC COM 74005P10 8609 195000 SH SHARED 04 195000 D PRAXAIR INC COM 74005P10 17 400 SH SHARED 05 400 D PRAXAIR INC COM 74005P10 3721 84300 SH SHARED 06 84300 D PRAXAIR INC COM 74005P10 16535 374520 SH SHARED 10 374520 D PRE PAID LEGAL SVCS INC COM 74006510 116 3100 SH SHARED 3100 D PRE PAID LEGAL SVCS INC COM 74006510 1096 29191 SH SHARED 29191 D PRE PAID LEGAL SVCS INC COM 74006510 33 900 SH SHARED 01 900 D PRE PAID LEGAL SVCS INC COM 74006510 811 21604 SH SHARED 02 21604 D PRE PAID LEGAL SVCS INC COM 74006510 187 5000 SH SHARED 10 5000 D PRECIS INC COM 74018410 123 46300 SH SHARED 02 46300 D PRECISION CASTPARTS CORP COM 74018910 249 3800 SH SHARED 3800 D PRECISION CASTPARTS CORP COM 74018910 5320 80999 SH SHARED 80999 D PRECISION CASTPARTS CORP COM 74018910 1123 17100 SH SHARED 01 17100 D PRECISION CASTPARTS CORP COM 74018910 2413 36741 SH SHARED 02 36641 100 D PRECISION DRILLING CORP COM 74022D10 9872 157208 SH SHARED 127645 29563 D PRECISION DRILLING CORP COM 74022D10 94 1500 SH SHARED 01 1500 D PRECISION DRILLING CORP COM 74022D10 1838 29276 SH SHARED 02 29276 D PRECISION DRILLING CORP COM 74022D10 2512 40000 SH SHARED 04 40000 D PRECISION DRILLING CORP COM 74022D10 55720 887268 SH SHARED 05 666648 220620 D PRECISION DRILLING CORP COM 74022D10 15153 241300 SH SHARED 06 241300 D PRECISION DRILLING CORP COM 74022D10 1180 18800 SH SHARED 10 18800 D PREMCOR INC COM 74045Q10 14105 334491 SH SHARED 168971 165520 D PREMCOR INC COM 74045Q10 126 3000 SH SHARED 01 1000 2000 D PREMCOR INC COM 74045Q10 178 4238 SH SHARED 02 4238 D PREMCOR INC COM 74045Q10 16512 391561 SH SHARED 05 155831 235730 D PREMCOR INC COM 74045Q10 24 587 SH SHARED 06 587 D PREMIER FINL BANCORP INC COM 74050M10 24 2000 SH SHARED 02 2000 D PREMIER FARNELL PLC SPONSORED ADR 74050U10 1534 237500 SH SHARED 237500 D PREMIER FARNELL PLC SPONSORED ADR 74050U10 11 1725 SH SHARED 02 1725 D PRENTISS PPTYS TR SH BEN INT 74070610 3276 85785 SH SHARED 85785 D PRENTISS PPTYS TR SH BEN INT 74070610 3594 94100 SH SHARED 01 94100 D PRENTISS PPTYS TR SH BEN INT 74070610 110 2900 SH SHARED 02 2900 D PRENTISS PPTYS TR SH BEN INT 74070610 1585 41500 SH SHARED 10 41500 D PRENTISS PPTYS TR SH BEN INT 74070610 3957 103600 SH SHARED 11 103600 D PRESIDENTIAL LIFE CORP COM 74088410 740 43657 SH SHARED 43657 D PRESIDENTIAL LIFE CORP COM 74088410 374 22096 SH SHARED 02 22096 D PRESIDENTIAL LIFE CORP COM 74088410 169 10000 SH SHARED 10 10000 D PREMIERWEST BANCORP COM 74092110 2383 185800 SH SHARED 02 185800 D PRESSTEK INC COM 74111310 597 61735 SH SHARED 61735 D PRESSTEK INC COM 74111310 694 71793 SH SHARED 02 71793 D PRESSTEK INC COM 74111310 114 11800 SH SHARED 10 11800 D PRICE COMMUNICATIONS CORP COM NEW 74143730 1823 98080 SH SHARED 98080 D PRICE COMMUNICATIONS CORP COM NEW 74143730 15 834 SH SHARED 01 834 D PRICE COMMUNICATIONS CORP COM NEW 74143730 36837 1981582 SH SHARED 02 1981582 D PRICE COMMUNICATIONS CORP COM NEW 74143730 278 14963 SH SHARED 10 14963 D PRICE T ROWE GROUP INC COM 74144T10 24631 396006 SH SHARED 396006 D PRICE T ROWE GROUP INC COM 74144T10 781 12560 SH SHARED 01 12560 D PRICE T ROWE GROUP INC COM 74144T10 2351 37807 SH SHR/OTHR 01 17700 20107 D PRICE T ROWE GROUP INC COM 74144T10 2664 42840 SH SHARED 02 42840 D PRICE T ROWE GROUP INC COM 74144T10 62 1000 SH SHARED 06 1000 D PRICE T ROWE GROUP INC COM 74144T10 10862 174639 SH SHARED 10 174639 D PRICELINE COM INC NOTE 1.000% 8/0 741503AC 925 1000000 PRN SHARED 02 1000000 D PRICELINE COM INC COM NEW 74150340 1536 65113 SH SHARED 65113 D PRICELINE COM INC COM NEW 74150340 2064 87516 SH SHARED 01 87516 D PRICELINE COM INC COM NEW 74150340 5097 216071 SH SHARED 02 216071 D PRICELINE COM INC COM NEW 74150340 1651 70000 SH SHARED 04 70000 D PRICELINE COM INC COM NEW 74150340 205 8716 SH SHARED 10 8716 D PRICESMART INC COM 74151110 47 6217 SH SHARED 02 6217 D PRIDE INTL INC DEL FRNT 2.500% 3/0 74153QAB 4568 3609000 PRN SHARED 02 3609000 D PRIDE INTL INC DEL NOTE 3.250% 5/0 74153QAD 22743 21000000 PRN SHARED 21000000 D PRIDE INTL INC DEL NOTE 3.250% 5/0 74153QAD 2236 2065000 PRN SHARED 02 2065000 D PRIDE INTL INC DEL COM 74153Q10 11886 578707 SH SHARED 578707 D PRIDE INTL INC DEL COM 74153Q10 610 29700 SH SHARED 01 29700 D PRIDE INTL INC DEL COM 74153Q10 1188 57840 SH SHARED 02 57840 D PRIMEDIA INC COM 74157K10 1147 302023 SH SHARED 302023 D PRIMEDIA INC COM 74157K10 226 59540 SH SHARED 02 59540 D PRIMEDIA INC COM 74157K10 212 55800 SH SHARED 10 55800 D PRIME GROUP REALTY TRUST SH BEN INT 74158J10 137 21412 SH SHARED 21412 D PRIME GROUP REALTY TRUST SH BEN INT 74158J10 585 91100 SH SHARED 02 91100 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 7147 2247586 SH SHARED 2247586 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 38 11955 SH SHARED 02 11955 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 103 32700 SH SHARED 10 32700 D PRIMEWEST ENERGY TR TR UNIT NEW 74193030 3920 176778 SH SHARED 176778 D PRIMEWEST ENERGY TR TR UNIT NEW 74193030 120 5422 SH SHARED 02 5422 D PRINCETON NATL BANCORP INC COM 74228210 83 2900 SH SHARED 02 2900 D PRINCETON REVIEW INC COM 74235210 186 30253 SH SHARED 30253 D PRINCETON REVIEW INC COM 74235210 2 403 SH SHARED 02 403 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 51486 1257600 SH SHARED 1257600 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 576 14088 SH SHARED 01 11800 2288 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 4757 116212 SH SHARED 02 116212 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 614 15000 SH SHARED 04 15000 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 11422 278997 SH SHARED 10 278997 D PRIORITY HEALTHCARE CORP CL B 74264T10 1129 51900 SH SHARED 51900 D PRIORITY HEALTHCARE CORP CL B 74264T10 15 714 SH SHARED 01 714 D PRIORITY HEALTHCARE CORP CL B 74264T10 18 833 SH SHR/OTHR 01 833 D PRIORITY HEALTHCARE CORP CL B 74264T10 138 6339 SH SHARED 02 6339 D PRIORITY HEALTHCARE CORP CL B 74264T10 280 12900 SH SHARED 10 12900 D PRIVATE MEDIA GROUP INC COM 74266R10 60 14200 SH SHARED 02 14200 D PROASSURANCE CORP COM 74267C10 2101 53732 SH SHARED 53732 D PROASSURANCE CORP COM 74267C10 23 597 SH SHARED 01 597 D PROASSURANCE CORP COM 74267C10 0 3 SH SHARED 02 3 D PROASSURANCE CORP COM 74267C10 371 9493 SH SHARED 10 9493 D PRO PHARMACEUTICALS INC COM 74267T10 32 13000 SH SHARED 01 13000 D PROCTER & GAMBLE CO COM 74271810 1049539 19054822 SH SHARED 18823402 231420 D PROCTER & GAMBLE CO COM 74271810 267649 4859294 SH SHARED 01 2018130 1018500 1822664 D PROCTER & GAMBLE CO COM 74271810 54976 998128 SH SHR/OTHR 01 542805 455323 D PROCTER & GAMBLE CO COM 74271810 74920 1360213 SH SHARED 02 1360213 D PROCTER & GAMBLE CO COM 74271810 22434 407300 SH SHARED 03 407300 D PROCTER & GAMBLE CO COM 74271810 10624 192900 SH SHARED 04 192900 D PROCTER & GAMBLE CO COM 74271810 5704 103570 SH SHARED 05 96850 6720 D PROCTER & GAMBLE CO COM 74271810 7032 127674 SH SHARED 06 127674 D PROCTER & GAMBLE CO COM 74271810 157635 2861939 SH SHARED 10 2861939 D PRIVATEBANCORP INC COM 74296210 1011 31386 SH SHARED 31386 D PRIVATEBANCORP INC COM 74296210 96 3000 SH SHARED 01 3000 D PRIVATEBANCORP INC COM 74296210 25 800 SH SHARED 02 800 D PRIVATEBANCORP INC COM 74296210 344 10700 SH SHARED 06 10700 D PRIVATEBANCORP INC COM 74296210 251 7800 SH SHARED 10 7800 D PROGENICS PHARMACEUTICALS IN COM 74318710 523 30507 SH SHARED 30507 D PROGENICS PHARMACEUTICALS IN COM 74318710 8 500 SH SHARED 01 500 D PROGENICS PHARMACEUTICALS IN COM 74318710 8 502 SH SHARED 02 502 D PROGENICS PHARMACEUTICALS IN COM 74318710 94 5500 SH SHARED 10 5500 D PROGRESS ENERGY INC COM 74326310 32913 727522 SH SHARED 677922 49600 D PROGRESS ENERGY INC COM 74326310 75837 1676332 SH SHARED 01 1354456 31500 290376 D PROGRESS ENERGY INC COM 74326310 320 7074 SH SHR/OTHR 01 4357 2717 D PROGRESS ENERGY INC COM 74326310 4077 90123 SH SHARED 02 90123 D PROGRESS ENERGY INC COM 74326310 9 200 SH SHARED 05 200 D PROGRESS ENERGY INC COM 74326310 210 4650 SH SHARED 06 4650 D PROGRESS ENERGY INC COM 74326310 22205 490829 SH SHARED 10 490829 D PROGRESS SOFTWARE CORP COM 74331210 1566 67097 SH SHARED 67097 D PROGRESS SOFTWARE CORP COM 74331210 1265 54200 SH SHARED 01 54200 D PROGRESS SOFTWARE CORP COM 74331210 2354 100831 SH SHARED 02 100831 D PROGRESS SOFTWARE CORP COM 74331210 319 13694 SH SHARED 10 13694 D PROGRESSIVE CORP OHIO COM 74331510 66404 782697 SH SHARED 782697 D PROGRESSIVE CORP OHIO COM 74331510 3936 46400 SH SHARED 01 45900 500 D PROGRESSIVE CORP OHIO COM 74331510 26764 315473 SH SHARED 02 315473 D PROGRESSIVE CORP OHIO COM 74331510 16 200 SH SHARED 05 200 D PROGRESSIVE CORP OHIO COM 74331510 301 3557 SH SHARED 06 3557 D PROGRESSIVE CORP OHIO COM 74331510 26585 313362 SH SHARED 10 313362 D PROLOGIS SH BEN INT 74341010 27219 628200 SH SHARED 628200 D PROLOGIS SH BEN INT 74341010 3101 71586 SH SHARED 01 67040 4546 D PROLOGIS SH BEN INT 74341010 2818 65047 SH SHARED 02 65047 D PROLOGIS SH BEN INT 74341010 7667 176964 SH SHARED 10 176964 D PROLOGIS SH BEN INT 74341010 381980 8815615 SH SHARED 11 8815615 D PROQUEST COMPANY COM 74346P10 2260 76127 SH SHARED 76127 D PROQUEST COMPANY COM 74346P10 157 5300 SH SHARED 01 5300 D PROQUEST COMPANY COM 74346P10 1630 54906 SH SHARED 02 54906 D PROQUEST COMPANY COM 74346P10 276 9300 SH SHARED 10 9300 D PROSPECT STR HIGH INCOME PTF COM NEW 74358640 144 40602 SH SHARED 02 40602 D PROSPERITY BANCSHARES INC COM 74360610 883 30251 SH SHARED 30251 D PROSPERITY BANCSHARES INC COM 74360610 1235 42300 SH SHARED 01 42300 D PROSPERITY BANCSHARES INC COM 74360610 0 3 SH SHARED 02 3 D PROSPERITY BANCSHARES INC COM 74360610 502 17200 SH SHARED 10 17200 D PROTECTIVE LIFE CORP COM 74367410 3402 79696 SH SHARED 79696 D PROTECTIVE LIFE CORP COM 74367410 969 22700 SH SHARED 01 22700 D PROTECTIVE LIFE CORP COM 74367410 1069 25054 SH SHARED 02 25054 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 4230 3344000 PRN SHARED 3344000 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 21694 17150000 PRN SHARED 02 17150000 D PROTEIN DESIGN LABS INC COM 74369L10 2472 119676 SH SHARED 119676 D PROTEIN DESIGN LABS INC COM 74369L10 504 24400 SH SHARED 01 24400 D PROTEIN DESIGN LABS INC COM 74369L10 956 46307 SH SHARED 02 46207 100 D PROTEIN DESIGN LABS INC COM 74369L10 15724 761124 SH SHARED 04 761124 D PROTEIN DESIGN LABS INC COM 74369L10 262 12701 SH SHARED 06 12701 D PROTEIN DESIGN LABS INC COM 74369L10 621 30101 SH SHARED 10 30101 D PROVALIS PLC SPONS ADR NEW 74372Q20 0 86 SH SHARED 02 86 D PROVIDE COMM INC COM 74373W10 308 8302 SH SHARED 8302 D PROVIDE COMM INC COM 74373W10 7 200 SH SHARED 02 200 D PROVIDE COMM INC COM 74373W10 434 11700 SH SHARED 04 11700 D PROVIDE COMM INC COM 74373W10 89 2400 SH SHARED 10 2400 D PROVIDENCE SVC CORP COM 74381510 10 500 SH SHARED 02 500 D PROVIDENT BANCORP INC DEL COM 74383A10 1104 83720 SH SHARED 83720 D PROVIDENT BANCORP INC DEL COM 74383A10 21 1646 SH SHARED 02 1646 D PROVIDENT BANCORP INC DEL COM 74383A10 196 14878 SH SHARED 10 14878 D PROVIDENT BANKSHARES CORP COM 74385910 2225 61183 SH SHARED 61183 D PROVIDENT BANKSHARES CORP COM 74385910 2284 62799 SH SHARED 01 62799 D PROVIDENT BANKSHARES CORP COM 74385910 29 809 SH SHARED 02 809 D PROVIDENT BANKSHARES CORP COM 74385910 967 26597 SH SHARED 10 26597 D PROVIDENT ENERGY TR TR UNIT 74386K10 1896 200000 SH SHARED 200000 D PROVIDENT ENERGY TR TR UNIT 74386K10 20 2150 SH SHR/OTHR 01 2150 D PROVIDENT ENERGY TR TR UNIT 74386K10 10 1139 SH SHARED 02 1139 D PROVIDENT FINL SVCS INC COM 74386T10 2659 137289 SH SHARED 137289 D PROVIDENT FINL SVCS INC COM 74386T10 808 41757 SH SHARED 01 41757 D PROVIDENT FINL SVCS INC COM 74386T10 10 545 SH SHARED 02 545 D PROVIDENT FINL SVCS INC COM 74386T10 640 33064 SH SHARED 10 33064 D PROVIDENT FINL HLDGS INC COM 74386810 261 9073 SH SHARED 9073 D PROVIDENT FINL HLDGS INC COM 74386810 2810 97540 SH SHARED 02 97540 D PROVIDENT FINL HLDGS INC COM 74386810 60 2100 SH SHARED 10 2100 D PROVINCE HEALTHCARE CO NOTE 4.500%11/2 743977AC 1509 1500000 PRN SHARED 1500000 D PROVINCE HEALTHCARE CO NOTE 4.250%10/1 743977AE 2527 2500000 PRN SHARED 02 2500000 D PROVINCE HEALTHCARE CO COM 74397710 16827 752972 SH SHARED 752972 D PROVINCE HEALTHCARE CO COM 74397710 147 6600 SH SHARED 01 6600 D PROVINCE HEALTHCARE CO COM 74397710 416 18627 SH SHARED 10 18627 D PROVIDIAN FINL CORP NOTE 3.250% 8/1 74406AAA 7986 8002400 PRN SHARED 8002400 D PROVIDIAN FINL CORP NOTE 3.250% 8/1 74406AAA 998 1000000 PRN SHARED 02 1000000 D PROVIDIAN FINL CORP NOTE 2/1 74406AAB 7848 15093000 PRN SHARED 15093000 D PROVIDIAN FINL CORP NOTE 2/1 74406AAB 2477 4764000 PRN SHARED 02 4764000 D PROVIDIAN FINL CORP COM 74406A10 65901 4001334 SH SHARED 4001334 D PROVIDIAN FINL CORP COM 74406A10 10323 626799 SH SHARED 01 614799 12000 D PROVIDIAN FINL CORP COM 74406A10 15 968 SH SHR/OTHR 01 968 D PROVIDIAN FINL CORP COM 74406A10 13326 809157 SH SHARED 02 809157 D PROVIDIAN FINL CORP COM 74406A10 56 3400 SH SHARED 06 3400 D PROVIDIAN FINL CORP COM 74406A10 7199 437145 SH SHARED 10 437145 D PROXIM CORP CL A NEW 74428320 234 57354 SH SHARED 57354 D PROXIM CORP CL A NEW 74428320 0 12 SH SHARED 02 12 D PROXYMED INC COM NEW 74429030 105 10728 SH SHARED 10728 D PRUDENTIAL FINL INC COM 74432010 116918 2127331 SH SHARED 2080011 47320 D PRUDENTIAL FINL INC COM 74432010 5196 94548 SH SHARED 01 93616 932 D PRUDENTIAL FINL INC COM 74432010 458 8350 SH SHR/OTHR 01 7750 600 D PRUDENTIAL FINL INC COM 74432010 11498 209211 SH SHARED 02 209211 D PRUDENTIAL FINL INC COM 74432010 1544 28100 SH SHARED 03 28100 D PRUDENTIAL FINL INC COM 74432010 10992 200000 SH SHARED 04 200000 D PRUDENTIAL FINL INC COM 74432010 2033 37000 SH SHARED 05 37000 D PRUDENTIAL FINL INC COM 74432010 2757 50175 SH SHARED 06 50175 D PRUDENTIAL FINL INC COM 74432010 34449 626811 SH SHARED 10 626811 D PRUDENTIAL PLC ADR 74435K20 295 17000 SH SHARED 17000 D PRUDENTIAL PLC ADR 74435K20 1458 83825 SH SHARED 01 83825 D PSYCHEMEDICS CORP COM NEW 74437520 1 77 SH SHARED 01 77 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 788 21566 SH SHARED 21566 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 5666 155000 SH SHARED 01 155000 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 21 600 SH SHARED 02 600 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 617 16900 SH SHARED 05 16900 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 818 22400 SH SHARED 10 22400 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 455 8800 SH SHARED 8800 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 370810 7162643 SH SHARED 7162643 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 4063 78485 SH SHARED 01 77013 1472 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 38 750 SH SHR/OTHR 01 750 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 19815 382754 SH SHARED 02 382754 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 10 200 SH SHARED 05 200 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 119 2300 SH SHARED 06 2300 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 13763 265859 SH SHARED 10 265859 D PUBLIC STORAGE INC COM 74460D10 168502 3022475 SH SHARED 3022475 D PUBLIC STORAGE INC COM 74460D10 566 10162 SH SHARED 01 7300 2862 D PUBLIC STORAGE INC COM 74460D10 624 11198 SH SHARED 02 11198 D PUBLIC STORAGE INC COM 74460D10 1059 19000 SH SHARED 10 19000 D PUBLIC STORAGE INC COM 74460D10 55922 1003100 SH SHARED 11 1003100 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 143 5000 SH SHR/OTHR 01 5000 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 367 12800 SH SHARED 11 12800 D PUGET ENERGY INC NEW COM 74531010 2667 107991 SH SHARED 107991 D PUGET ENERGY INC NEW COM 74531010 624 25300 SH SHARED 01 25300 D PUGET ENERGY INC NEW COM 74531010 1674 67775 SH SHARED 02 67775 D PULITZER INC COM 74576910 1264 19500 SH SHARED 19500 D PULITZER INC COM 74576910 72 1116 SH SHARED 01 1116 D PULITZER INC COM 74576910 16 258 SH SHARED 02 258 D PULITZER INC COM 74576910 220 3400 SH SHARED 10 3400 D PULTE HOMES INC COM 74586710 937 14700 SH SHARED 14700 D PULTE HOMES INC COM 74586710 33856 530661 SH SHARED 530661 D PULTE HOMES INC COM 74586710 5429 85098 SH SHARED 01 85098 D PULTE HOMES INC COM 74586710 13753 215568 SH SHARED 02 215568 D PULTE HOMES INC COM 74586710 76 1200 SH SHARED 06 1200 D PULTE HOMES INC COM 74586710 8347 130832 SH SHARED 10 130832 D PURECYCLE CORP COM NEW 74622830 440 50000 SH SHARED 02 50000 D PUTNAM CALIF INVT GRADE MUN SH BEN INT 74644610 67 5000 SH SHR/OTHR 01 5000 D PUTNAM CALIF INVT GRADE MUN SH BEN INT 74644610 99 7400 SH SHARED 02 7400 D PUTNAM HIGH INCOME BOND FD SH BEN INT 74677910 40 5000 SH SHR/OTHR 01 5000 D PUTNAM HIGH YIELD MUN TR SH BEN INT 74678110 0 42 SH SHARED 42 D PUTNAM HIGH YIELD MUN TR SH BEN INT 74678110 301 45358 SH SHARED 02 45358 D PUTNAM INVT GRADE MUN TR COM 74680510 120 12598 SH SHARED 02 12598 D PUTNAM MANAGED HIGH YIELD TR SH BEN INT 74681910 932 111500 SH SHARED 111500 D PUTNAM MANAGED HIGH YIELD TR SH BEN INT 74681910 6 800 SH SHARED 02 800 D PUTNAM MANAGED MUN INCOM TR COM 74682310 0 84 SH SHARED 84 D PUTNAM MANAGED MUN INCOM TR COM 74682310 248 34716 SH SHARED 02 34716 D PUTNAM MASTER INCOME TR SH BEN INT 74683K10 1035 157922 SH SHARED 157922 D PUTNAM MASTER INCOME TR SH BEN INT 74683K10 884 134878 SH SHARED 02 134878 D PUTNAM MUN BD FD INC SH BEN INT 74683V10 31 2501 SH SHARED 02 2501 D PUTNAM PREMIER INCOME TR SH BEN INT 74685310 618 94000 SH SHARED 94000 D PUTNAM TAX FREE HEALTH CARE SH BEN INT 74692010 1 109 SH SHARED 109 D PUTNAM TAX FREE HEALTH CARE SH BEN INT 74692010 369 30837 SH SHARED 02 30837 D PUTNAM N Y INVT GRADE MUN TR SH BEN INT 74692110 152 12900 SH SHARED 02 12900 D PUTNAM MUN OPPORTUNITIES TR SH BEN INT 74692210 48 3969 SH SHARED 02 3969 D QLT INC NOTE 3.000% 9/1 746927AB 2313 1933000 PRN SHARED 1933000 D QLT INC COM 74692710 739 45995 SH SHARED 45995 D QLT INC COM 74692710 8 500 SH SHARED 01 500 D QLT INC COM 74692710 3259 202715 SH SHARED 02 202715 D QLT INC COM 74692710 448 27900 SH SHARED 10 27900 D QAD INC COM 74727D10 230 25875 SH SHARED 25875 D QAD INC COM 74727D10 56 6303 SH SHARED 02 6303 D QAD INC COM 74727D10 49 5500 SH SHARED 10 5500 D Q COMM INTL INC COM NEW 74727M30 50 13500 SH SHARED 02 13500 D QLOGIC CORP COM 74727710 20847 567598 SH SHARED 567598 D QLOGIC CORP COM 74727710 47392 1290300 SH SHARED 01 1193800 96500 D QLOGIC CORP COM 74727710 6006 163540 SH SHARED 02 163540 D QLOGIC CORP COM 74727710 40 1100 SH SHARED 06 1100 D QLOGIC CORP COM 74727710 7444 202689 SH SHARED 10 202689 D QC HLDGS INC COM 74729T10 170 8874 SH SHARED 8874 D QUADRAMED CORP COM 74730W10 83 33200 SH SHARED 02 33200 D QUAKER CHEM CORP COM 74731610 370 14927 SH SHARED 14927 D QUAKER CHEM CORP COM 74731610 4 200 SH SHARED 01 200 D QUAKER CHEM CORP COM 74731610 15 639 SH SHARED 02 639 D QUAKER CHEM CORP COM 74731610 64 2600 SH SHARED 10 2600 D QUAKER FABRIC CORP NEW COM 74739910 28 5022 SH SHARED 02 5022 D QUALCOMM INC COM 74752510 492689 11620037 SH SHARED 11608067 11970 D QUALCOMM INC COM 74752510 201240 4746236 SH SHARED 01 2975431 1020900 749905 D QUALCOMM INC COM 74752510 5903 139222 SH SHR/OTHR 01 57153 82069 D QUALCOMM INC COM 74752510 34437 812216 SH SHARED 02 812216 D QUALCOMM INC COM 74752510 12448 293600 SH SHARED 03 293600 D QUALCOMM INC COM 74752510 17532 413500 SH SHARED 04 413500 D QUALCOMM INC COM 74752510 4057 95700 SH SHARED 05 95700 D QUALCOMM INC COM 74752510 6130 144582 SH SHARED 06 144582 D QUALCOMM INC COM 74752510 79488 1874734 SH SHARED 10 1874734 D QUALITY DISTR INC FLA COM 74756M10 126 15000 SH SHARED 15000 D QUALITY DISTR INC FLA COM 74756M10 0 100 SH SHARED 02 100 D QUALITY DISTR INC FLA COM 74756M10 53 6300 SH SHARED 10 6300 D QUALITY SYS INC COM 74758210 393 6581 SH SHARED 6581 D QUALITY SYS INC COM 74758210 6 101 SH SHARED 02 101 D QUALITY SYS INC COM 74758210 113 1900 SH SHARED 10 1900 D QUANTA SVCS INC NOTE 4.000% 7/0 74762EAA 994 1047000 PRN SHARED 02 1047000 D QUANTA SVCS INC COM 74762E10 1837 229686 SH SHARED 229686 D QUANTA SVCS INC COM 74762E10 1961 245200 SH SHARED 01 245200 D QUANTA SVCS INC COM 74762E10 3189 398716 SH SHARED 02 398716 D QUANTA SVCS INC COM 74762E10 215 26900 SH SHARED 10 26900 D QUANEX CORP COM 74762010 2310 33699 SH SHARED 33699 D QUANEX CORP COM 74762010 9942 145000 SH SHARED 01 145000 D QUANEX CORP COM 74762010 679 9904 SH SHARED 02 9904 D QUANEX CORP COM 74762010 2879 42000 SH SHARED 10 42000 D QUANTUM CORP COM DSSG 74790620 19 7600 SH SHARED 7600 D QUANTUM CORP COM DSSG 74790620 952 363539 SH SHARED 363539 D QUANTUM CORP COM DSSG 74790620 143 54807 SH SHARED 02 54807 D QUANTUM CORP COM DSSG 74790620 232 88600 SH SHARED 10 88600 D QUEBECOR WORLD INC COM NON-VTG 74820310 1484 68931 SH SHARED 68931 D QUEBECOR WORLD INC COM NON-VTG 74820310 8 400 SH SHARED 01 400 D QUEBECOR WORLD INC COM NON-VTG 74820310 929 43150 SH SHARED 02 43150 D QUEBECOR WORLD INC COM NON-VTG 74820310 441 20500 SH SHARED 10 20500 D QUEENSTAKE RES LTD YUKON COM 74831410 937 2342500 SH SHARED 01 2342500 D QUEST DIAGNOSTICS INC DBCV 1.750%11/3 74834LAF 2 2300 PRN SHARED 2300 D QUEST DIAGNOSTICS INC DBCV 1.750%11/3 74834LAF 20205 18520000 PRN SHARED 02 18520000 D QUEST DIAGNOSTICS INC COM 74834L10 57 600 SH SHARED 600 D QUEST DIAGNOSTICS INC COM 74834L10 24815 259715 SH SHARED 258881 834 D QUEST DIAGNOSTICS INC COM 74834L10 30802 322375 SH SHARED 01 76077 246298 D QUEST DIAGNOSTICS INC COM 74834L10 3403 35620 SH SHR/OTHR 01 14900 20720 D QUEST DIAGNOSTICS INC COM 74834L10 16452 172183 SH SHARED 02 172083 100 D QUEST DIAGNOSTICS INC COM 74834L10 86 900 SH SHARED 06 900 D QUEST DIAGNOSTICS INC COM 74834L10 122171 1278609 SH SHARED 10 1278609 D QUEST SOFTWARE INC COM 74834T10 1989 124715 SH SHARED 124715 D QUEST SOFTWARE INC COM 74834T10 512 32100 SH SHARED 01 32100 D QUEST SOFTWARE INC COM 74834T10 41 2603 SH SHARED 02 2603 D QUEST SOFTWARE INC COM 74834T10 823 51600 SH SHARED 10 51600 D QUESTAR CORP COM 74835610 4948 97108 SH SHARED 97108 D QUESTAR CORP COM 74835610 1425 27979 SH SHARED 01 27429 550 D QUESTAR CORP COM 74835610 1481 29068 SH SHARED 02 29068 D QUICKLOGIC CORP COM 74837P10 9 3180 SH SHARED 3180 D QUICKSILVER RESOURCES INC COM 74837R10 2103 57200 SH SHARED 57200 D QUICKSILVER RESOURCES INC COM 74837R10 882 24000 SH SHARED 01 24000 D QUICKSILVER RESOURCES INC COM 74837R10 80 2200 SH SHARED 02 2200 D QUICKSILVER RESOURCES INC COM 74837R10 514 14000 SH SHARED 10 14000 D QUIKSILVER INC COM 74838C10 3818 128182 SH SHARED 128182 D QUIKSILVER INC COM 74838C10 6568 220500 SH SHARED 01 220500 D QUIKSILVER INC COM 74838C10 121 4085 SH SHARED 02 4085 D QUIKSILVER INC COM 74838C10 637 21400 SH SHARED 10 21400 D QUIDEL CORP COM 74838J10 663 130626 SH SHARED 130626 D QUIDEL CORP COM 74838J10 171 33764 SH SHARED 02 33764 D QUIDEL CORP COM 74838J10 78 15500 SH SHARED 10 15500 D QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y20 325 19105 SH SHARED 19105 D QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y20 426 25000 SH SHARED 02 25000 D QUINENCO S A SPONSORED ADR 74871810 101 7902 SH SHARED 02 7902 D QUINTON CARDIOLOGY SYS INC COM 74877310 126 11977 SH SHARED 02 11977 D QUIPP INC COM 74880210 100 8000 SH SHARED 02 8000 D QUIXOTE CORP COM 74905610 274 13460 SH SHARED 13460 D QUIXOTE CORP COM 74905610 6 342 SH SHARED 02 342 D QUIXOTE CORP COM 74905610 81 4000 SH SHARED 10 4000 D QWEST COMMUNICATIONS INTL IN COM 74912110 99 22401 SH SHARED 22401 D QWEST COMMUNICATIONS INTL IN COM 74912110 21376 4814524 SH SHARED 4635524 179000 D QWEST COMMUNICATIONS INTL IN COM 74912110 1738 391604 SH SHARED 01 391604 D QWEST COMMUNICATIONS INTL IN COM 74912110 6619 1490977 SH SHARED 02 1490977 D QWEST COMMUNICATIONS INTL IN COM 74912110 3 800 SH SHARED 05 800 D QWEST COMMUNICATIONS INTL IN COM 74912110 55 12550 SH SHARED 06 12550 D QWEST COMMUNICATIONS INTL IN COM 74912110 8585 1933612 SH SHARED 10 1933612 D R & B INC COM 74912410 5 209 SH SHARED 02 209 D QUOVADX INC COM 74913K10 23 9700 SH SHARED 9700 D R & G FINANCIAL CORP CL B 74913610 2139 55041 SH SHARED 55041 D R & G FINANCIAL CORP CL B 74913610 5933 152600 SH SHARED 01 152600 D R & G FINANCIAL CORP CL B 74913610 58 1506 SH SHARED 02 1506 D R & G FINANCIAL CORP CL B 74913610 484 12450 SH SHARED 10 12450 D RAIT INVT TR COM 74922710 1932 69086 SH SHARED 69086 D RAIT INVT TR COM 74922710 483 17300 SH SHARED 01 17300 D RAIT INVT TR COM 74922710 797 28502 SH SHARED 02 28502 D RAIT INVT TR COM 74922710 310 11100 SH SHARED 10 11100 D RCM TECHNOLOGIES INC COM NEW 74936040 69 13800 SH SHARED 02 13800 D RC2 CORP COM 74938810 1018 31241 SH SHARED 31241 D RC2 CORP COM 74938810 2937 90100 SH SHARED 01 90100 D RC2 CORP COM 74938810 697 21400 SH SHARED 02 21400 D RC2 CORP COM 74938810 1750 53700 SH SHARED 10 53700 D RF MONOLITHICS INC COM 74955F10 14 1764 SH SHARED 1764 D RF MONOLITHICS INC COM 74955F10 2 337 SH SHARED 02 337 D R H DONNELLEY CORP COM NEW 74955W30 2728 46206 SH SHARED 46206 D R H DONNELLEY CORP COM NEW 74955W30 1732 29339 SH SHARED 01 24339 5000 D R H DONNELLEY CORP COM NEW 74955W30 158 2692 SH SHR/OTHR 01 80 2612 D R H DONNELLEY CORP COM NEW 74955W30 0 2 SH SHARED 02 2 D R H DONNELLEY CORP COM NEW 74955W30 1771 30000 SH SHARED 04 30000 D R H DONNELLEY CORP COM NEW 74955W30 22592 382600 SH SHARED 10 382600 D RLI CORP COM 74960710 1709 41134 SH SHARED 41134 D RLI CORP COM 74960710 77 1874 SH SHARED 01 1874 D RLI CORP COM 74960710 0 2 SH SHARED 02 2 D RLI CORP COM 74960710 324 7800 SH SHARED 10 7800 D RMR REAL ESTATE FD SH BEN INT 74963F10 10 700 SH SHARED 02 700 D RPC INC COM 74966010 434 17300 SH SHARED 17300 D RPC INC COM 74966010 75 3000 SH SHARED 01 3000 D RPC INC COM 74966010 266 10603 SH SHARED 02 10603 D RPC INC COM 74966010 60 2400 SH SHARED 10 2400 D RPM INTL INC COM 74968510 5232 266153 SH SHARED 266153 D RPM INTL INC COM 74968510 611 31100 SH SHARED 01 31100 D RPM INTL INC COM 74968510 2551 129795 SH SHARED 02 129795 D RSA SEC INC COM 74971910 4467 222700 SH SHARED 222700 D RSA SEC INC COM 74971910 4584 228540 SH SHARED 228540 D RSA SEC INC COM 74971910 2563 127800 SH SHARED 01 127800 D RSA SEC INC COM 74971910 1821 90808 SH SHARED 02 90808 D RSA SEC INC COM 74971910 150 7500 SH SHARED 04 7500 D RSA SEC INC COM 74971910 553 27600 SH SHARED 10 27600 D RTI INTL METALS INC COM 74973W10 1049 51083 SH SHARED 51083 D RTI INTL METALS INC COM 74973W10 89 4340 SH SHARED 02 4340 D RTI INTL METALS INC COM 74973W10 164 8000 SH SHARED 10 8000 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 16634 14592000 PRN SHARED 14592000 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 13076 11471000 PRN SHARED 02 11471000 D RF MICRODEVICES INC COM 74994110 10541 1541096 SH SHARED 1441096 100000 D RF MICRODEVICES INC COM 74994110 1686 246550 SH SHARED 01 245600 950 D RF MICRODEVICES INC COM 74994110 4456 651482 SH SHARED 02 651482 D RF MICRODEVICES INC COM 74994110 763 111600 SH SHARED 10 111600 D RADIAN GROUP INC DBCV 2.250% 1/0 750236AF 1661 1637000 PRN SHARED 02 1637000 D RADIAN GROUP INC COM 75023610 20935 393230 SH SHARED 393230 D RADIAN GROUP INC COM 75023610 2651 49800 SH SHARED 01 49800 D RADIAN GROUP INC COM 75023610 1798 33777 SH SHARED 02 33777 D RADIAN GROUP INC COM 75023610 53 1000 SH SHARED 06 1000 D RADIAN GROUP INC COM 75023610 1144 21500 SH SHARED 10 21500 D RADIANT SYSTEMS INC COM 75025N10 3 567 SH SHARED 02 567 D RADIATION THERAPY SVCS INC COM 75032320 169 9951 SH SHARED 9951 D RADIATION THERAPY SVCS INC COM 75032320 15 900 SH SHARED 02 900 D RADIOLOGIX INC COM 75040K10 2 500 SH SHARED 500 D RADIO ONE INC CL A 75040P10 7 493 SH SHARED 493 D RADIO ONE INC CL D NON VTG 75040P40 11638 722000 SH SHARED 722000 D RADIO ONE INC CL D NON VTG 75040P40 72 4500 SH SHARED 01 4500 D RADIO ONE INC CL D NON VTG 75040P40 512 31779 SH SHARED 02 31779 D RADIOSHACK CORP COM 75043810 23663 719700 SH SHARED 718700 1000 D RADIOSHACK CORP COM 75043810 687 20900 SH SHARED 01 19800 1100 D RADIOSHACK CORP COM 75043810 3236 98434 SH SHARED 02 98434 D RADIOSHACK CORP COM 75043810 79 2424 SH SHARED 06 2424 D RADIOSHACK CORP COM 75043810 6498 197631 SH SHARED 10 197631 D RADISYS CORP COM 75045910 881 45101 SH SHARED 45101 D RADISYS CORP COM 75045910 93 4805 SH SHARED 02 4805 D RADISYS CORP COM 75045910 167 8574 SH SHARED 10 8574 D RAE SYS INC COM 75061P10 691 94700 SH SHARED 94700 D RAE SYS INC COM 75061P10 741 101600 SH SHARED 02 101600 D RAE SYS INC COM 75061P10 108 14900 SH SHARED 10 14900 D RADYNE COMSTREAM INC COM NEW 75061140 448 59995 SH SHARED 59995 D RADYNE COMSTREAM INC COM NEW 75061140 1785 238682 SH SHARED 02 238682 D RAILAMERICA INC COM 75075310 961 73687 SH SHARED 73687 D RAILAMERICA INC COM 75075310 164 12572 SH SHARED 02 12572 D RAILAMERICA INC COM 75075310 161 12400 SH SHARED 10 12400 D RAINDANCE COMM COM 75086X10 59 25613 SH SHARED 25613 D RAINDANCE COMM COM 75086X10 20 9036 SH SHARED 02 9036 D RAINMAKER SYSTEMS COM 75087510 4 3283 SH SHARED 02 3283 D RAMBUS INC DEL COM 75091710 319 13906 SH SHARED 13906 D RAMBUS INC DEL COM 75091710 386 16800 SH SHARED 01 15800 1000 D RAMBUS INC DEL COM 75091710 784 34092 SH SHARED 02 34092 D RALCORP HLDGS INC NEW COM 75102810 448 10700 SH SHARED 10700 D RALCORP HLDGS INC NEW COM 75102810 2532 60407 SH SHARED 60407 D RALCORP HLDGS INC NEW COM 75102810 52 1243 SH SHARED 01 1243 D RALCORP HLDGS INC NEW COM 75102810 5 133 SH SHR/OTHR 01 133 D RALCORP HLDGS INC NEW COM 75102810 0 8 SH SHARED 02 8 D RALCORP HLDGS INC NEW COM 75102810 455 10860 SH SHARED 10 10860 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 878 27254 SH SHARED 27254 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 15 477 SH SHARED 02 477 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 245 7600 SH SHARED 10 7600 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 41799 1296100 SH SHARED 11 1296100 D RANDGOLD RES LTD ADR 75234430 11 1035 SH SHARED 1035 D RANDGOLD RES LTD ADR 75234430 3476 304400 SH SHARED 01 300000 4400 D RANDGOLD RES LTD ADR 75234430 839 73508 SH SHARED 02 73508 D RANGE RES CORP COM 75281A10 2737 133803 SH SHARED 133803 D RANGE RES CORP COM 75281A10 1061 51900 SH SHARED 01 51900 D RANGE RES CORP COM 75281A10 30 1512 SH SHARED 02 1512 D RANGE RES CORP COM 75281A10 8468 413898 SH SHARED 10 413898 D RANDGOLD & EXPL LTD SPON ADR NEW 75300930 43 24959 SH SHARED 24959 D RANDGOLD & EXPL LTD SPON ADR NEW 75300930 22 13000 SH SHARED 02 13000 D RARE HOSPITALITY INTL INC COM 75382010 2135 67043 SH SHARED 67043 D RARE HOSPITALITY INTL INC COM 75382010 32680 1025752 SH SHARED 01 739412 77300 209040 D RARE HOSPITALITY INTL INC COM 75382010 92 2889 SH SHR/OTHR 01 2889 D RARE HOSPITALITY INTL INC COM 75382010 54 1708 SH SHARED 02 1708 D RARE HOSPITALITY INTL INC COM 75382010 7113 223275 SH SHARED 10 223275 D RAVEN INDS INC COM 75421210 735 34523 SH SHARED 34523 D RAVEN INDS INC COM 75421210 12 600 SH SHARED 02 600 D RAVEN INDS INC COM 75421210 166 7800 SH SHARED 10 7800 D RAYMOND JAMES FINANCIAL INC COM 75473010 151 4900 SH SHARED 4900 D RAYMOND JAMES FINANCIAL INC COM 75473010 2142 69156 SH SHARED 69156 D RAYMOND JAMES FINANCIAL INC COM 75473010 760 24558 SH SHARED 01 24558 D RAYMOND JAMES FINANCIAL INC COM 75473010 692 22351 SH SHARED 02 22351 D RAYONIER INC COM 75490710 17889 365757 SH SHARED 365757 D RAYONIER INC COM 75490710 2648 54147 SH SHARED 01 54147 D RAYONIER INC COM 75490710 88 1800 SH SHR/OTHR 01 1800 D RAYONIER INC COM 75490710 838 17141 SH SHARED 02 17141 D RAYOVAC CORP COM 75508110 2943 96326 SH SHARED 96326 D RAYOVAC CORP COM 75508110 1078 35300 SH SHARED 01 35300 D RAYOVAC CORP COM 75508110 91 3005 SH SHARED 02 3005 D RAYOVAC CORP COM 75508110 397 13000 SH SHARED 10 13000 D RAYTECH CORP DEL COM 75510310 0 4 SH SHARED 02 4 D RAYTHEON CO COM NEW 75511150 54006 1390842 SH SHARED 1390842 D RAYTHEON CO COM NEW 75511150 33455 861594 SH SHARED 01 861010 584 D RAYTHEON CO COM NEW 75511150 907 23377 SH SHR/OTHR 01 10641 12736 D RAYTHEON CO COM NEW 75511150 8805 226773 SH SHARED 02 226773 D RAYTHEON CO COM NEW 75511150 4065 104700 SH SHARED 06 104700 D RAYTHEON CO COM NEW 75511150 19684 506932 SH SHARED 10 506932 D READERS DIGEST ASSN INC COM 75526710 8316 597858 SH SHARED 597858 D READERS DIGEST ASSN INC COM 75526710 2908 209100 SH SHARED 01 209100 D READERS DIGEST ASSN INC COM 75526710 4685 336853 SH SHARED 02 336853 D READERS DIGEST ASSN INC COM 75526710 2348 168800 SH SHARED 10 168800 D READING INTERNATIONAL INC CL A 75540810 219 26312 SH SHARED 26312 D READING INTERNATIONAL INC CL A 75540810 171 20500 SH SHARED 02 20500 D READING INTERNATIONAL INC CL A 75540810 45 5400 SH SHARED 10 5400 D REAL ESTATE INCOME FUND INC COM 75588110 2328 126090 SH SHARED 126090 D REALNETWORKS INC COM 75605L10 3068 463488 SH SHARED 443488 20000 D REALNETWORKS INC COM 75605L10 1149 173626 SH SHARED 02 173626 D REALNETWORKS INC COM 75605L10 1158 175000 SH SHARED 04 175000 D REALNETWORKS INC COM 75605L10 278 42100 SH SHARED 10 42100 D REALTY INCOME CORP COM 75610910 3631 71800 SH SHARED 71800 D REALTY INCOME CORP COM 75610910 2792 55200 SH SHARED 01 55200 D REALTY INCOME CORP COM 75610910 96 1906 SH SHARED 02 1906 D REALTY INCOME CORP COM 75610910 859 17000 SH SHARED 10 17000 D RECKSON ASSOCS RLTY CORP COM 75621K10 6785 206800 SH SHARED 206800 D RECKSON ASSOCS RLTY CORP COM 75621K10 3 112 SH SHARED 01 112 D RECKSON ASSOCS RLTY CORP COM 75621K10 344 10505 SH SHARED 02 10505 D RECKSON ASSOCS RLTY CORP COM 75621K10 98594 3005000 SH SHARED 11 3005000 D RED HAT INC DBCV 0.500% 1/1 756577AB 464 507000 PRN SHARED 507000 D RED HAT INC DBCV 0.500% 1/1 756577AB 4096 4467000 PRN SHARED 02 4467000 D RED HAT INC COM 75657710 940 70433 SH SHARED 70433 D RED HAT INC COM 75657710 90 6750 SH SHARED 01 4600 2150 D RED HAT INC COM 75657710 14 1050 SH SHR/OTHR 01 1050 D RED HAT INC COM 75657710 1554 116440 SH SHARED 02 116440 D RED ROBIN GOURMET BURGERS IN COM 75689M10 1333 24948 SH SHARED 24948 D RED ROBIN GOURMET BURGERS IN COM 75689M10 8560 160100 SH SHARED 01 160100 D RED ROBIN GOURMET BURGERS IN COM 75689M10 26 502 SH SHARED 02 502 D RED ROBIN GOURMET BURGERS IN COM 75689M10 1144 21400 SH SHARED 05 21400 D RED ROBIN GOURMET BURGERS IN COM 75689M10 1775 33200 SH SHARED 10 33200 D REDBACK NETWORKS INC COM NEW 75720950 339 63430 SH SHARED 63430 D REDBACK NETWORKS INC COM NEW 75720950 1696 316417 SH SHARED 02 316417 D REDBACK NETWORKS INC COM NEW 75720950 78 14600 SH SHARED 10 14600 D REDENVELOPE INC COM 75733R60 220 18000 SH SHARED 02 18000 D REDIFF COM INDIA LTD SPONSORED ADR 75747910 479 56504 SH SHARED 56504 D REDIFF COM INDIA LTD SPONSORED ADR 75747910 20 2400 SH SHARED 02 2400 D REDWOOD EMPIRE BANCORP COM 75789710 364 12312 SH SHARED 02 12312 D REDWOOD TR INC COM 75807540 21256 342342 SH SHARED 342342 D REDWOOD TR INC COM 75807540 2893 46600 SH SHARED 01 46600 D REDWOOD TR INC COM 75807540 391 6300 SH SHARED 10 6300 D REEBOK INTL LTD COM 75811010 13365 303771 SH SHARED 303771 D REEBOK INTL LTD COM 75811010 228 5201 SH SHARED 01 5201 D REEBOK INTL LTD COM 75811010 3236 73567 SH SHARED 02 73567 D REEBOK INTL LTD COM 75811010 1320 30000 SH SHARED 04 30000 D REEBOK INTL LTD COM 75811010 2552 58018 SH SHARED 10 58018 D REED ELSEVIER N V SPONSORED ADR 75820410 2 100 SH SHARED 100 D REED ELSEVIER P L C SPONSORED ADR 75820510 11 305 SH SHARED 01 305 D REGAL BELOIT CORP COM 75875010 1448 50634 SH SHARED 50634 D REGAL BELOIT CORP COM 75875010 17 600 SH SHARED 01 600 D REGAL BELOIT CORP COM 75875010 326 11400 SH SHARED 10 11400 D REGAL ENTMT GROUP NOTE 3.750% 5/1 758766AB 263 191000 PRN SHARED 02 191000 D REGAL ENTMT GROUP CL A 75876610 6760 325800 SH SHARED 325800 D REGAL ENTMT GROUP CL A 75876610 1195 57600 SH SHARED 01 57600 D REGAL ENTMT GROUP CL A 75876610 2539 122393 SH SHARED 02 122393 D REGAL ENTMT GROUP CL A 75876610 72 3517 SH SHARED 06 3517 D REGENCY CTRS CORP COM 75884910 33 600 SH SHARED 01 600 D REGENCY CTRS CORP COM 75884910 355 6414 SH SHARED 02 6414 D REGENCY CTRS CORP COM 75884910 229314 4139255 SH SHARED 11 4139255 D REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB 4249 4394000 PRN SHARED 4394000 D REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB 6651 6879000 PRN SHARED 02 6879000 D REGENERON PHARMACEUTICALS COM 75886F10 1210 131402 SH SHARED 131402 D REGENERON PHARMACEUTICALS COM 75886F10 1177 127800 SH SHARED 01 127800 D REGENERON PHARMACEUTICALS COM 75886F10 580 63042 SH SHARED 02 63042 D REGENERON PHARMACEUTICALS COM 75886F10 859 93300 SH SHARED 10 93300 D REGENERATION TECH INC DEL COM 75886N10 709 67743 SH SHARED 67743 D REGENERATION TECH INC DEL COM 75886N10 579 55252 SH SHARED 02 55252 D REGENERATION TECH INC DEL COM 75886N10 125 12000 SH SHARED 10 12000 D REGENT COMMUNICATIONS INC DE COM 75886510 550 103835 SH SHARED 103835 D REGENT COMMUNICATIONS INC DE COM 75886510 59 11200 SH SHARED 10 11200 D REGIS CORP MINN COM 75893210 1819 39416 SH SHARED 39416 D REGIS CORP MINN COM 75893210 11373 246450 SH SHARED 01 246450 D REGIS CORP MINN COM 75893210 708 15344 SH SHARED 02 15344 D REGIS CORP MINN COM 75893210 1929 41800 SH SHARED 10 41800 D REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E10 2228 15700 SH SHARED 15700 D REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E10 2142 15091 SH SHARED 02 15091 D REGIONS FINANCIAL CORP NEW COM 7591EP10 41861 1176222 SH SHARED 1176222 D REGIONS FINANCIAL CORP NEW COM 7591EP10 1785 50168 SH SHARED 01 50168 D REGIONS FINANCIAL CORP NEW COM 7591EP10 7400 207951 SH SHARED 02 207951 D REGIONS FINANCIAL CORP NEW COM 7591EP10 10 300 SH SHARED 05 300 D REGIONS FINANCIAL CORP NEW COM 7591EP10 196 5522 SH SHARED 06 5522 D REGIONS FINANCIAL CORP NEW COM 7591EP10 20506 576184 SH SHARED 10 576184 D REGISTER COM INC COM 75914G10 6995 1094800 SH SHARED 1094800 D REGISTER COM INC COM 75914G10 274 42932 SH SHARED 02 42932 D REHABCARE GROUP INC COM 75914810 1083 38727 SH SHARED 38727 D REHABCARE GROUP INC COM 75914810 2832 101200 SH SHARED 01 101200 D REHABCARE GROUP INC COM 75914810 333 11905 SH SHARED 02 11905 D REHABCARE GROUP INC COM 75914810 691 24700 SH SHARED 10 24700 D REINHOLD INDS INC N Y CL A 75935A10 46 1613 SH SHARED 02 1613 D REINSURANCE GROUP AMER INC COM 75935110 674 13923 SH SHARED 13923 D REINSURANCE GROUP AMER INC COM 75935110 829 17125 SH SHARED 01 1125 16000 D REINSURANCE GROUP AMER INC COM 75935110 183 3790 SH SHARED 02 3790 D REINSURANCE GROUP AMER INC PFD TR INC EQ 75935130 40214 664698 SH SHARED 664698 D RELIANCE STEEL & ALUMINUM CO COM 75950910 3202 82198 SH SHARED 82198 D RELIANCE STEEL & ALUMINUM CO COM 75950910 3 100 SH SHARED 01 100 D RELIANCE STEEL & ALUMINUM CO COM 75950910 31 803 SH SHARED 02 803 D RELIANCE STEEL & ALUMINUM CO COM 75950910 485 12450 SH SHARED 10 12450 D RELIANT ENERGY INC NOTE 5.000% 8/1 75952BAD 43427 26448000 PRN SHARED 02 26448000 D RELIANT ENERGY INC COM 75952B10 79 5842 SH SHARED 5842 D RELIANT ENERGY INC COM 75952B10 885 64901 SH SHARED 01 63167 1734 D RELIANT ENERGY INC COM 75952B10 32 2365 SH SHR/OTHR 01 2365 D RELIANT ENERGY INC COM 75952B10 2397 175617 SH SHARED 02 175617 D RELIANT ENERGY INC COM 75952B10 404 29600 SH SHARED 06 29600 D RELIANT ENERGY INC COM 75952B10 1 135 SH SHARED 10 135 D RELIV INTL INC COM 75952R10 26 2981 SH SHARED 2981 D RELIV INTL INC COM 75952R10 20 2272 SH SHARED 02 2272 D REMEC INC COM 75954310 1374 190592 SH SHARED 190592 D REMEC INC COM 75954310 2 400 SH SHR/OTHR 01 400 D REMEC INC COM 75954310 5 775 SH SHARED 02 775 D REMEC INC COM 75954310 197 27448 SH SHARED 10 27448 D REMEDYTEMP INC CL A 75954910 88 8594 SH SHARED 02 8594 D REMINGTON OIL & GAS CORP COM 75959430 3758 137912 SH SHARED 137912 D REMINGTON OIL & GAS CORP COM 75959430 3795 139300 SH SHARED 01 139300 D REMINGTON OIL & GAS CORP COM 75959430 2274 83471 SH SHARED 02 83471 D REMINGTON OIL & GAS CORP COM 75959430 2316 85000 SH SHARED 10 85000 D RENAISSANCE LEARNING INC COM 75968L10 280 15116 SH SHARED 15116 D RENAISSANCE LEARNING INC COM 75968L10 92 5000 SH SHARED 01 5000 D RENAISSANCE LEARNING INC COM 75968L10 624 33639 SH SHARED 02 33639 D RENAISSANCE LEARNING INC COM 75968L10 55 3000 SH SHARED 10 3000 D RENOVIS INC COM 75988510 386 26881 SH SHARED 26881 D RENOVIS INC COM 75988510 2 200 SH SHARED 02 200 D RENOVIS INC COM 75988510 4309 299689 SH SHARED 04 299689 D RENOVIS INC COM 75988510 86 6000 SH SHARED 06 6000 D RENOVIS INC COM 75988510 317 22084 SH SHARED 10 22084 D REPLIGEN CORP COM 75991610 0 159 SH SHARED 159 D REPLIGEN CORP COM 75991610 17 6215 SH SHARED 02 6215 D RENAL CARE GROUP INC COM 75993010 2713 75399 SH SHARED 75399 D RENAL CARE GROUP INC COM 75993010 904 25125 SH SHARED 01 25125 D RENAL CARE GROUP INC COM 75993010 1069 29708 SH SHARED 02 29708 D RENT A CTR INC NEW COM 76009N10 132 5000 SH SHARED 5000 D RENT A CTR INC NEW COM 76009N10 5295 199838 SH SHARED 199838 D RENT A CTR INC NEW COM 76009N10 1787 67450 SH SHARED 01 67450 D RENT A CTR INC NEW COM 76009N10 2484 93749 SH SHARED 02 93749 D RENT A CTR INC NEW COM 76009N10 23 890 SH SHARED 06 890 D RENT WAY INC COM 76009U10 582 72712 SH SHARED 72712 D RENT WAY INC COM 76009U10 3 407 SH SHARED 02 407 D RENT WAY INC COM 76009U10 107 13361 SH SHARED 10 13361 D RENTRAK CORP COM 76017410 57 4600 SH SHARED 02 4600 D REPSOL YPF S A SPONSORED ADR 76026T20 1589 60907 SH SHARED 60907 D REPSOL YPF S A SPONSORED ADR 76026T20 114 4400 SH SHARED 01 4400 D REPSOL YPF S A SPONSORED ADR 76026T20 36 1400 SH SHARED 02 1400 D REPUBLIC AWYS HLDGS INC COM 76027610 120 9100 SH SHARED 9100 D REPUBLIC BANCORP KY CL A 76028120 376 14631 SH SHARED 14631 D REPUBLIC BANCORP KY CL A 76028120 107 4200 SH SHARED 01 4200 D REPUBLIC BANCORP KY CL A 76028120 5 202 SH SHARED 02 202 D REPUBLIC BANCORP KY CL A 76028120 155 6055 SH SHARED 10 6055 D REPUBLIC BANCORP INC COM 76028210 2150 140709 SH SHARED 140709 D REPUBLIC BANCORP INC COM 76028210 2021 132316 SH SHARED 01 132316 D REPUBLIC BANCORP INC COM 76028210 1293 84665 SH SHARED 02 84665 D REPUBLIC BANCORP INC COM 76028210 1777 116344 SH SHARED 10 116344 D REPUBLIC SVCS INC COM 76075910 4354 129838 SH SHARED 129838 D REPUBLIC SVCS INC COM 76075910 2012 60000 SH SHARED 01 60000 D REPUBLIC SVCS INC COM 76075910 1873 55867 SH SHARED 02 55867 D REPUBLIC SVCS INC COM 76075910 57 1700 SH SHARED 06 1700 D REPUBLIC SVCS INC COM 76075910 1754 52300 SH SHARED 10 52300 D RESEARCH FRONTIERS INC COM 76091110 7 1125 SH SHARED 01 1125 D RESEARCH FRONTIERS INC COM 76091110 0 33 SH SHARED 02 33 D RES-CARE INC COM 76094310 792 52079 SH SHARED 52079 D RES-CARE INC COM 76094310 3319 218100 SH SHARED 01 218100 D RES-CARE INC COM 76094310 798 52465 SH SHARED 02 52465 D RES-CARE INC COM 76094310 1473 96800 SH SHARED 10 96800 D RESEARCH IN MOTION LTD COM 76097510 48883 593100 SH SHARED 593100 D RESEARCH IN MOTION LTD COM 76097510 41425 502620 SH SHARED 01 499800 2500 320 D RESEARCH IN MOTION LTD COM 76097510 12 150 SH SHR/OTHR 01 150 D RESEARCH IN MOTION LTD COM 76097510 17415 211300 SH SHARED 02 211300 D RESEARCH IN MOTION LTD COM 76097510 1030 12500 SH SHARED 04 12500 D RESEARCH IN MOTION LTD COM 76097510 290 3528 SH SHARED 10 3528 D RESTORATION HARDWARE INC DEL COM 76098110 292 50900 SH SHARED 50900 D RESTORATION HARDWARE INC DEL COM 76098110 6 1200 SH SHARED 02 1200 D RESTORATION HARDWARE INC DEL COM 76098110 80 14100 SH SHARED 10 14100 D RESMED INC NOTE 4.000% 6/2 761152AB 930 880000 PRN SHARED 02 880000 D RESMED INC COM 76115210 1550 30336 SH SHARED 5336 25000 D RESMED INC COM 76115210 40 800 SH SHARED 01 800 D RESMED INC COM 76115210 222 4353 SH SHARED 02 4353 D RESOURCE AMERICA INC CL A 76119520 876 26971 SH SHARED 26971 D RESOURCE AMERICA INC CL A 76119520 17 550 SH SHARED 01 550 D RESOURCE AMERICA INC CL A 76119520 2 83 SH SHARED 02 83 D RESOURCE AMERICA INC CL A 76119520 156 4800 SH SHARED 10 4800 D RESOURCES CONNECTION INC COM 76122Q10 2654 48868 SH SHARED 48868 D RESOURCES CONNECTION INC COM 76122Q10 10 200 SH SHARED 01 200 D RESOURCES CONNECTION INC COM 76122Q10 105 1940 SH SHARED 02 1940 D RESOURCES CONNECTION INC COM 76122Q10 510 9400 SH SHARED 10 9400 D RESPIRONICS INC COM 76123010 183 3367 SH SHARED 3367 D RESPIRONICS INC COM 76123010 5251 96600 SH SHARED 01 96600 D RESPIRONICS INC COM 76123010 269 4955 SH SHARED 02 4955 D RETAIL HOLDRS TR DEP RCPT 76127U10 1358 13777 SH SHARED 13777 D RETAIL HOLDRS TR DEP RCPT 76127U10 20246 205315 SH SHARED 02 205315 D RETEK INC COM 76128Q10 996 162104 SH SHARED 162104 D RETEK INC COM 76128Q10 118 19300 SH SHARED 01 19300 D RETEK INC COM 76128Q10 2556 415661 SH SHARED 02 415661 D RETEK INC COM 76128Q10 399 65000 SH SHARED 04 65000 D RETEK INC COM 76128Q10 157 25600 SH SHARED 10 25600 D RETAIL VENTURES INC COM 76128Y10 173 24429 SH SHARED 24429 D RETAIL VENTURES INC COM 76128Y10 138 19500 SH SHARED 02 19500 D RETAIL VENTURES INC COM 76128Y10 8 1200 SH SHARED 10 1200 D RETRACTABLE TECHNOLOGIES INC COM 76129W10 1 413 SH SHARED 02 413 D REUNION INDS INC COM 76131210 0 90 SH SHR/OTHR 01 90 D REUTERS GROUP PLC SPONSORED ADR 76132M10 765 17833 SH SHARED 17833 D REUTERS GROUP PLC SPONSORED ADR 76132M10 1668 38842 SH SHARED 01 1497 37345 D REUTERS GROUP PLC SPONSORED ADR 76132M10 128 2993 SH SHR/OTHR 01 1000 1993 D REVLON INC CL A 76152550 693 301490 SH SHARED 301490 D REVLON INC CL A 76152550 299 130000 SH SHARED 02 130000 D REVLON INC CL A 76152550 135 58900 SH SHARED 10 58900 D REWARDS NETWORK INC COM 76155710 513 73417 SH SHARED 73417 D REWARDS NETWORK INC COM 76155710 201 28764 SH SHARED 02 28764 D REWARDS NETWORK INC COM 76155710 60 8700 SH SHARED 10 8700 D REX STORES CORP COM 76162410 50 3300 SH SHARED 3300 D REX STORES CORP COM 76162410 322 21201 SH SHARED 21201 D REX STORES CORP COM 76162410 15 1015 SH SHARED 01 1015 D REX STORES CORP COM 76162410 223 14708 SH SHARED 02 14708 D REYNOLDS & REYNOLDS CO CL A 76169510 3882 146448 SH SHARED 146448 D REYNOLDS & REYNOLDS CO CL A 76169510 585 22100 SH SHARED 01 22100 D REYNOLDS & REYNOLDS CO CL A 76169510 610 23011 SH SHARED 02 23011 D REYNOLDS AMERICAN INC COM 76171310 146431 1862993 SH SHARED 1862993 D REYNOLDS AMERICAN INC COM 76171310 2192 27900 SH SHARED 01 27900 D REYNOLDS AMERICAN INC COM 76171310 7172 91259 SH SHARED 02 87219 4040 D REYNOLDS AMERICAN INC COM 76171310 207 2642 SH SHARED 06 2642 D REYNOLDS AMERICAN INC COM 76171310 199419 2537140 SH SHARED 10 2537140 D RHODIA SPONSORED ADR 76239710 827 306501 SH SHARED 306501 D RHODIA SPONSORED ADR 76239710 11 4300 SH SHARED 02 4300 D RICHARDSON ELECTRS LTD SDCV 7.250%12/1 763165AB 175 175000 PRN SHARED 01 175000 D RICHARDSON ELECTRS LTD SDCV 7.250%12/1 763165AB 175 175000 PRN SHARED 10 175000 D RICHARDSON ELECTRS LTD COM 76316510 14 1403 SH SHARED 1403 D RICHARDSON ELECTRS LTD COM 76316510 499 47108 SH SHARED 02 47108 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 902 36951 SH SHARED 36951 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 5323 218000 SH SHARED 01 206300 11700 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 2052 84048 SH SHARED 02 84048 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 8412 344497 SH SHARED 04 344497 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 219 9000 SH SHARED 06 9000 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 1601 65600 SH SHARED 10 65600 D RIGHTNOW TECHNOLOGIES INC COM 76657R10 181 11215 SH SHARED 11215 D RIGGS NATL CORP WASH DC COM 76657010 671 31600 SH SHARED 31600 D RIGGS NATL CORP WASH DC COM 76657010 17 800 SH SHARED 01 800 D RIGGS NATL CORP WASH DC COM 76657010 3028 142466 SH SHARED 02 142466 D RIGGS NATL CORP WASH DC COM 76657010 188 8874 SH SHARED 10 8874 D RIMAGE CORP COM 76672110 16 1050 SH SHARED 1050 D RIMAGE CORP COM 76672110 56 3500 SH SHARED 02 3500 D RIO TINTO PLC SPONSORED ADR 76720410 619 5198 SH SHARED 5198 D RIO TINTO PLC SPONSORED ADR 76720410 9 80 SH SHARED 02 80 D RIO TINTO PLC SPONSORED ADR 76720410 2513 21085 SH SHARED 10 21085 D RITA MED SYS INC DEL COM 76774E10 36 9487 SH SHARED 9487 D RITA MED SYS INC DEL COM 76774E10 238 61700 SH SHARED 02 61700 D RITE AID CORP NOTE 4.750%12/0 767754BA 100635 99936000 PRN SHARED 99936000 D RITE AID CORP COM 76775410 2160 590400 SH SHARED 590400 D RITE AID CORP COM 76775410 2 600 SH SHARED 01 600 D RITE AID CORP COM 76775410 2582 705470 SH SHARED 02 705470 D RITE AID CORP COM 76775410 473 129410 SH SHARED 10 129410 D ROANOKE ELEC STL CORP COM 76984110 26 1300 SH SHARED 1300 D ROANOKE ELEC STL CORP COM 76984110 14 700 SH SHARED 02 700 D ROBBINS & MYERS INC COM 77019610 502 21101 SH SHARED 21101 D ROBBINS & MYERS INC COM 77019610 9 400 SH SHARED 01 400 D ROBBINS & MYERS INC COM 77019610 0 3 SH SHARED 02 3 D ROBBINS & MYERS INC COM 77019610 90 3800 SH SHARED 10 3800 D ROBERT HALF INTL INC COM 77032310 52 1800 SH SHARED 1800 D ROBERT HALF INTL INC COM 77032310 24069 817842 SH SHARED 817842 D ROBERT HALF INTL INC COM 77032310 211 7200 SH SHARED 01 7200 D ROBERT HALF INTL INC COM 77032310 9240 313993 SH SHARED 02 313993 D ROBERT HALF INTL INC COM 77032310 8 300 SH SHARED 05 300 D ROBERT HALF INTL INC COM 77032310 42 1450 SH SHARED 06 1450 D ROBERT HALF INTL INC COM 77032310 6510 221230 SH SHARED 10 221230 D ROCK-TENN CO CL A 77273920 2430 160319 SH SHARED 160319 D ROCK-TENN CO CL A 77273920 1100 72595 SH SHARED 02 72595 D ROCK-TENN CO CL A 77273920 144 9500 SH SHARED 10 9500 D ROCKWELL AUTOMATION INC COM 77390310 654 13200 SH SHARED 13200 D ROCKWELL AUTOMATION INC COM 77390310 23987 484113 SH SHARED 483713 400 D ROCKWELL AUTOMATION INC COM 77390310 7930 160050 SH SHARED 01 152800 7250 D ROCKWELL AUTOMATION INC COM 77390310 138 2800 SH SHR/OTHR 01 2800 D ROCKWELL AUTOMATION INC COM 77390310 3302 66641 SH SHARED 02 66441 200 D ROCKWELL AUTOMATION INC COM 77390310 9 200 SH SHARED 05 200 D ROCKWELL AUTOMATION INC COM 77390310 111 2244 SH SHARED 06 2244 D ROCKWELL AUTOMATION INC COM 77390310 16162 326176 SH SHARED 10 326176 D ROCKWELL COLLINS INC COM 77434110 32075 813273 SH SHARED 771273 42000 D ROCKWELL COLLINS INC COM 77434110 1070 27150 SH SHARED 01 20900 6250 D ROCKWELL COLLINS INC COM 77434110 110 2800 SH SHR/OTHR 01 2800 D ROCKWELL COLLINS INC COM 77434110 3844 97488 SH SHARED 02 97288 200 D ROCKWELL COLLINS INC COM 77434110 986 25000 SH SHARED 04 25000 D ROCKWELL COLLINS INC COM 77434110 7 200 SH SHARED 05 200 D ROCKWELL COLLINS INC COM 77434110 569 14443 SH SHARED 06 14443 D ROCKWELL COLLINS INC COM 77434110 7233 183395 SH SHARED 10 183395 D ROCKY SHOES & BOOTS INC COM 77483010 362 12175 SH SHARED 12175 D ROCKY SHOES & BOOTS INC COM 77483010 295 9900 SH SHARED 02 9900 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 6351 149620 SH SHARED 149620 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 7704 181500 SH SHARED 01 181500 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 16 400 SH SHARED 02 400 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 424 10000 SH SHARED 06 10000 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 2024 47700 SH SHARED 10 47700 D ROGERS COMMUNICATIONS INC CL B 77510920 51341 1963362 SH SHARED 1963362 D ROGERS COMMUNICATIONS INC CL B 77510920 78 3000 SH SHARED 01 3000 D ROGERS COMMUNICATIONS INC CL B 77510920 1625 62158 SH SHARED 02 62158 D ROGERS COMMUNICATIONS INC CL B 77510920 1087 41600 SH SHARED 10 41600 D ROGERS CORP COM 77513310 1361 31600 SH SHARED 31600 D ROGERS CORP COM 77513310 17 400 SH SHARED 01 400 D ROGERS CORP COM 77513310 1341 31124 SH SHARED 02 31124 D ROGERS CORP COM 77513310 280 6500 SH SHARED 10 6500 D ROHM & HAAS CO COM 77537110 44200 999326 SH SHARED 999326 D ROHM & HAAS CO COM 77537110 155357 3512493 SH SHARED 01 23990 3488503 D ROHM & HAAS CO COM 77537110 45 1023 SH SHR/OTHR 01 165 858 D ROHM & HAAS CO COM 77537110 6887 155729 SH SHARED 02 155729 D ROHM & HAAS CO COM 77537110 8 200 SH SHARED 05 200 D ROHM & HAAS CO COM 77537110 55 1250 SH SHARED 06 1250 D ROHM & HAAS CO COM 77537110 9748 220406 SH SHARED 10 220406 D ROLLINS INC COM 77571110 2352 89376 SH SHARED 89376 D ROLLINS INC COM 77571110 318 12100 SH SHARED 01 12100 D ROLLINS INC COM 77571110 297 11309 SH SHARED 02 11309 D ROLLINS INC COM 77571110 238 9050 SH SHARED 10 9050 D ROME BANCORP INC COM 77587710 14 500 SH SHARED 02 500 D ROPER INDS INC NEW COM 77669610 534 8800 SH SHARED 8800 D ROPER INDS INC NEW COM 77669610 64 1065 SH SHARED 01 1065 D ROPER INDS INC NEW COM 77669610 1695 27901 SH SHARED 02 27901 D ROPER INDS INC NEW COM 77669610 1139 18750 SH SHARED 10 18750 D ROSS STORES INC COM 77829610 21634 749363 SH SHARED 749363 D ROSS STORES INC COM 77829610 1238 42900 SH SHARED 01 42900 D ROSS STORES INC COM 77829610 1612 55861 SH SHARED 02 55861 D ROSS STORES INC COM 77829610 1519 52629 SH SHARED 10 52629 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 2876 262935 SH SHARED 262435 500 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 561 51300 SH SHARED 01 51300 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 902 82500 SH SHARED 02 82500 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 2561 234136 SH SHARED 04 234136 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 2188 200000 SH SHARED 06 200000 D ROTONICS MFG INC COM 77890310 4 1400 SH SHARED 1400 D ROWAN COS INC COM 77938210 25 1000 SH SHARED 1000 D ROWAN COS INC COM 77938210 23699 915036 SH SHARED 915036 D ROWAN COS INC COM 77938210 17643 681200 SH SHARED 01 596800 84400 D ROWAN COS INC COM 77938210 26 1037 SH SHR/OTHR 01 1037 D ROWAN COS INC COM 77938210 6909 266779 SH SHARED 02 266779 D ROWAN COS INC COM 77938210 4430 171049 SH SHARED 10 171049 D ROWE COS COM 77952810 119 23200 SH SHARED 02 23200 D ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 77991510 121 11600 SH SHARED 11600 D ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 77991510 700 66864 SH SHARED 02 66864 D ROYAL & SUN ALLIANCE INS SPON ADR NEW 78004V20 245 32200 SH SHARED 32200 D ROYAL & SUN ALLIANCE INS SPON ADR NEW 78004V20 119 15700 SH SHARED 02 15700 D ROYAL BANCSHARES PA INC CL A 78008110 221 8206 SH SHARED 8206 D ROYAL BANCSHARES PA INC CL A 78008110 8 301 SH SHARED 02 301 D ROYAL BANCSHARES PA INC CL A 78008110 8 321 SH SHARED 10 321 D ROYAL BK CDA MONTREAL QUE COM 78008710 86676 1621945 SH SHARED 1620445 1500 D ROYAL BK CDA MONTREAL QUE COM 78008710 667 12483 SH SHARED 01 6683 5800 D ROYAL BK CDA MONTREAL QUE COM 78008710 32 600 SH SHR/OTHR 01 600 D ROYAL BK CDA MONTREAL QUE COM 78008710 16461 308030 SH SHARED 02 308030 D ROYAL BK CDA MONTREAL QUE COM 78008710 32064 600000 SH SHARED 04 600000 D ROYAL BK CDA MONTREAL QUE COM 78008710 26 500 SH SHARED 05 500 D ROYAL BK CDA MONTREAL QUE COM 78008710 165 3100 SH SHARED 06 3100 D ROYAL BK CDA MONTREAL QUE COM 78008710 8459 158300 SH SHARED 10 158300 D ROYAL BK SCOTLAND GROUP PLC SP ADR PREF D 78009760 36 1400 SH SHARED 01 1400 D ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 78009778 196 8000 SH SHARED 8000 D ROYAL BK SCOTLAND GROUP PLC SPON ADR F 78009780 5 200 SH SHARED 02 200 D ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 78009787 5 200 SH SHARED 02 200 D ROYAL BK SCOTLAND GROUP PLC SPON ADR PRF G 78009788 5 200 SH SHARED 02 200 D ROYAL CARIBBEAN CRUISES LTD NOTE 2/0 780153AK 15076 24635000 PRN SHARED 24635000 D ROYAL CARIBBEAN CRUISES LTD NOTE 2/0 780153AK 1244 2033000 PRN SHARED 02 2033000 D ROYAL CARIBBEAN CRUISES LTD NOTE 5/1 780153AM 48734 57879000 PRN SHARED 57879000 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 3255 56735 SH SHARED 41525 15210 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 195498 3407081 SH SHARED 01 2189766 48000 1169315 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 33349 581208 SH SHR/OTHR 01 224865 356343 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 472 8233 SH SHARED 02 8233 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 2869 50000 SH SHARED 04 50000 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 55434 966103 SH SHARED 05 828693 137410 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 285 4970 SH SHARED 07 4970 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 18269 318400 SH SHARED 10 318400 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 6351 110700 SH SHARED 12 110700 D ROYAL GOLD INC COM 78028710 699 38367 SH SHARED 38367 D ROYAL GOLD INC COM 78028710 404 22200 SH SHARED 01 22200 D ROYAL GOLD INC COM 78028710 1222 67000 SH SHARED 02 67000 D ROYAL GOLD INC COM 78028710 156 8600 SH SHARED 10 8600 D ROYAL KPN NV SPONSORED ADR 78064120 693 72500 SH SHARED 72500 D ROYALE ENERGY INC COM NEW 78074G20 40 5571 SH SHARED 5571 D RUBIOS RESTAURANTS INC COM 78116B10 114 9430 SH SHARED 9430 D RUBIOS RESTAURANTS INC COM 78116B10 18 1500 SH SHARED 01 1500 D RUBIOS RESTAURANTS INC COM 78116B10 81 6700 SH SHARED 02 6700 D RUBY TUESDAY INC COM 78118210 2566 98396 SH SHARED 98396 D RUBY TUESDAY INC COM 78118210 495 19000 SH SHARED 01 19000 D RUBY TUESDAY INC COM 78118210 667 25603 SH SHARED 02 25603 D RUDDICK CORP COM 78125810 2458 113332 SH SHARED 113332 D RUDDICK CORP COM 78125810 299 13800 SH SHARED 01 13800 D RUDDICK CORP COM 78125810 1336 61637 SH SHARED 02 61637 D RUDDICK CORP COM 78125810 303 14000 SH SHARED 10 14000 D RUDOLPH TECHNOLOGIES INC COM 78127010 593 34543 SH SHARED 34543 D RUDOLPH TECHNOLOGIES INC COM 78127010 80 4700 SH SHARED 01 4700 D RUDOLPH TECHNOLOGIES INC COM 78127010 10 584 SH SHARED 02 584 D RUDOLPH TECHNOLOGIES INC COM 78127010 108 6300 SH SHARED 10 6300 D RURBAN FINL CORP COM 78176P10 9 700 SH SHARED 02 700 D RUSH ENTERPRISES INC CL B 78184630 271 15704 SH SHARED 15704 D RUSH ENTERPRISES INC CL B 78184630 51 2981 SH SHARED 02 2981 D RURAL CELLULAR CORP CL A 78190410 254 40800 SH SHARED 40800 D RURAL CELLULAR CORP CL A 78190410 547 87853 SH SHARED 02 87853 D RUSS BERRIE & CO COM 78223310 533 23338 SH SHARED 23338 D RUSS BERRIE & CO COM 78223310 928 40669 SH SHARED 02 40669 D RUSS BERRIE & CO COM 78223310 109 4800 SH SHARED 10 4800 D RUSSELL CORP COM 78235210 1166 59903 SH SHARED 59903 D RUSSELL CORP COM 78235210 0 1 SH SHARED 01 1 D RUSSELL CORP COM 78235210 345 17719 SH SHARED 02 17719 D RUSSELL CORP COM 78235210 204 10500 SH SHARED 10 10500 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 258791 6350703 SH SHARED 6338203 12500 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 737 18097 SH SHARED 02 18097 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 521 12800 SH SHARED 06 12800 D RYANS RESTAURANT GROUP INC COM 78352010 2075 134628 SH SHARED 134628 D RYANS RESTAURANT GROUP INC COM 78352010 2028 131550 SH SHARED 01 131550 D RYANS RESTAURANT GROUP INC COM 78352010 492 31950 SH SHARED 02 31950 D RYANS RESTAURANT GROUP INC COM 78352010 282 18350 SH SHARED 10 18350 D RYDER SYS INC COM 78354910 692 14500 SH SHARED 14500 D RYDER SYS INC COM 78354910 9587 200699 SH SHARED 200699 D RYDER SYS INC COM 78354910 26311 550800 SH SHARED 01 550800 D RYDER SYS INC COM 78354910 3860 80822 SH SHARED 02 80822 D RYDER SYS INC COM 78354910 265 5560 SH SHARED 06 5560 D RYDER SYS INC COM 78354910 2341 49008 SH SHARED 10 49008 D RYERSON TULL INC NEW COM 78375P10 904 57443 SH SHARED 57443 D RYERSON TULL INC NEW COM 78375P10 1582 100502 SH SHARED 02 100502 D RYERSON TULL INC NEW COM 78375P10 177 11288 SH SHARED 10 11288 D RYLAND GROUP INC COM 78376410 172 3000 SH SHARED 3000 D RYLAND GROUP INC COM 78376410 6764 117566 SH SHARED 117566 D RYLAND GROUP INC COM 78376410 3170 55100 SH SHARED 01 55100 D RYLAND GROUP INC COM 78376410 2219 38565 SH SHARED 02 38565 D S&P 500 PROTECTED EQUITY FD COM 78379P10 103 11627 SH SHARED 11627 D S&P 500 PROTECTED EQUITY FD COM 78379P10 391 44011 SH SHARED 02 44011 D S & T BANCORP INC COM 78385910 1688 44790 SH SHARED 44790 D S & T BANCORP INC COM 78385910 66 1760 SH SHARED 01 1760 D S & T BANCORP INC COM 78385910 7 207 SH SHARED 02 207 D S & T BANCORP INC COM 78385910 333 8860 SH SHARED 10 8860 D SBC COMMUNICATIONS INC COM 78387G10 319 12400 SH SHARED 12400 D SBC COMMUNICATIONS INC COM 78387G10 572855 22229533 SH SHARED 22110043 119490 D SBC COMMUNICATIONS INC COM 78387G10 110342 4281809 SH SHARED 01 3508107 65676 708026 D SBC COMMUNICATIONS INC COM 78387G10 9467 367389 SH SHR/OTHR 01 176523 190866 D SBC COMMUNICATIONS INC COM 78387G10 52364 2032003 SH SHARED 02 2032003 D SBC COMMUNICATIONS INC COM 78387G10 123051 4775000 SH SHARED 04 4775000 D SBC COMMUNICATIONS INC COM 78387G10 217 8430 SH SHARED 05 8430 D SBC COMMUNICATIONS INC COM 78387G10 2026 78628 SH SHARED 06 78628 D SBC COMMUNICATIONS INC COM 78387G10 105316 4086778 SH SHARED 10 4086778 D SBS TECHNOLOGIES INC COM 78387P10 537 38530 SH SHARED 38530 D SBS TECHNOLOGIES INC COM 78387P10 495 35500 SH SHARED 01 35500 D SBS TECHNOLOGIES INC COM 78387P10 331 23750 SH SHARED 02 23750 D SBS TECHNOLOGIES INC COM 78387P10 102 7308 SH SHARED 10 7308 D SBA COMMUNICATIONS CORP COM 78388J10 1270 136859 SH SHARED 136859 D SBA COMMUNICATIONS CORP COM 78388J10 12 1400 SH SHARED 01 1400 D SBA COMMUNICATIONS CORP COM 78388J10 559 60329 SH SHARED 02 60329 D SBA COMMUNICATIONS CORP COM 78388J10 181 19600 SH SHARED 10 19600 D SCI SYS INC NOTE 3.000% 3/1 783890AF 965 1000000 PRN SHARED 1000000 D SCBT FINANCIAL CORP COM 78401V10 442 13190 SH SHARED 13190 D SCBT FINANCIAL CORP COM 78401V10 0 2 SH SHARED 02 2 D SCBT FINANCIAL CORP COM 78401V10 66 1989 SH SHARED 10 1989 D SCM MICROSYSTEMS INC COM 78401810 9 2032 SH SHR/OTHR 01 2032 D SCM MICROSYSTEMS INC COM 78401810 146 30000 SH SHARED 06 30000 D SCPIE HLDGS INC COM 78402P10 11 1200 SH SHARED 02 1200 D SCP POOL CORP COM 78402810 3410 106898 SH SHARED 106898 D SCP POOL CORP COM 78402810 201 6314 SH SHARED 01 6314 D SCP POOL CORP COM 78402810 84 2657 SH SHARED 02 2657 D SCP POOL CORP COM 78402810 725 22743 SH SHARED 10 22743 D SCO GROUP INC COM 78403A10 254 60072 SH SHARED 60072 D SCO GROUP INC COM 78403A10 263 62272 SH SHARED 02 62272 D SEI INVESTMENTS CO COM 78411710 62 1500 SH SHARED 1500 D SEI INVESTMENTS CO COM 78411710 3840 91602 SH SHARED 91602 D SEI INVESTMENTS CO COM 78411710 2892 68984 SH SHARED 01 37034 31950 D SEI INVESTMENTS CO COM 78411710 1309 31234 SH SHARED 02 31234 D SEI INVESTMENTS CO COM 78411710 607 14490 SH SHARED 10 14490 D SEMCO ENERGY INC COM 78412D10 77 14500 SH SHARED 14500 D SEMCO ENERGY INC COM 78412D10 96 18020 SH SHARED 02 18020 D SFBC INTL INC COM 78412110 1682 42589 SH SHARED 42589 D SFBC INTL INC COM 78412110 5198 131600 SH SHARED 01 131600 D SFBC INTL INC COM 78412110 54 1380 SH SHARED 02 1380 D SFBC INTL INC COM 78412110 5758 145778 SH SHARED 10 145778 D SGL CARBON AG SPONSORED ADR 78418820 0 100 SH SHARED 02 100 D SI INTL INC COM 78427V10 359 11700 SH SHARED 11700 D SI INTL INC COM 78427V10 24 800 SH SHARED 02 800 D SI INTL INC COM 78427V10 104 3400 SH SHARED 10 3400 D SJW CORP COM 78430510 412 11332 SH SHARED 11332 D SJW CORP COM 78430510 142 3902 SH SHARED 02 3902 D SJW CORP COM 78430510 58 1600 SH SHARED 10 1600 D SK TELECOM LTD SPONSORED ADR 78440P10 88839 3992793 SH SHARED 3992793 D SK TELECOM LTD SPONSORED ADR 78440P10 5459 245380 SH SHARED 01 244880 500 D SK TELECOM LTD SPONSORED ADR 78440P10 19 870 SH SHR/OTHR 01 870 D SK TELECOM LTD SPONSORED ADR 78440P10 1859 83591 SH SHARED 10 83591 D SL GREEN RLTY CORP COM 78440X10 164 2721 SH SHARED 2721 D SL GREEN RLTY CORP COM 78440X10 123 2040 SH SHARED 01 2040 D SL GREEN RLTY CORP COM 78440X10 247 4081 SH SHARED 02 4081 D S L INDS INC COM 78441310 3 263 SH SHARED 02 263 D SLM CORP DBCV 7/2 78442PAC 103500100000000 PRN SHARED 100000000 D SLM CORP COM 78442P10 89344 1673429 SH SHARED 1660129 13300 D SLM CORP COM 78442P10 6332 118607 SH SHARED 01 82280 36327 D SLM CORP COM 78442P10 2808 52605 SH SHR/OTHR 01 39911 12694 D SLM CORP COM 78442P10 12710 238073 SH SHARED 02 238073 D SLM CORP COM 78442P10 1131 21200 SH SHARED 04 21200 D SLM CORP COM 78442P10 269 5050 SH SHARED 06 5050 D SLM CORP COM 78442P10 29334 549440 SH SHARED 10 549440 D SPDR TR UNIT SER 1 78462F10 830374 6869984 SH SHARED 6711713 158271 D SPDR TR UNIT SER 1 78462F10 28137 232789 SH SHARED 01 84570 148219 D SPDR TR UNIT SER 1 78462F10 4403 36433 SH SHR/OTHR 01 20962 15471 D SPDR TR UNIT SER 1 78462F10 8228 68075 SH SHARED 02 68075 D SPDR TR UNIT SER 1 78462F10 34460 285100 SH SHARED 04 285100 D SPDR TR UNIT SER 1 78462F10 15435 127700 SH SHARED 10 127700 D SPSS INC COM 78462K10 595 38104 SH SHARED 38104 D SPSS INC COM 78462K10 7 504 SH SHARED 02 504 D SPSS INC COM 78462K10 75 4800 SH SHARED 10 4800 D S1 CORPORATION COM 78463B10 1379 152473 SH SHARED 152473 D S1 CORPORATION COM 78463B10 423 46800 SH SHARED 01 46800 D S1 CORPORATION COM 78463B10 403 44565 SH SHARED 02 44565 D S1 CORPORATION COM 78463B10 323 35800 SH SHARED 10 35800 D SPX CORP NOTE 2/0 784635AD 78512123641500 PRN SHARED 123641500 D SPX CORP NOTE 2/0 784635AD 12700 20000000 PRN SHARED 02 20000000 D SPX CORP COM 78463510 10763 268673 SH SHARED 268673 D SPX CORP COM 78463510 1453 36288 SH SHARED 01 25922 10366 D SPX CORP COM 78463510 2290 57168 SH SHR/OTHR 01 57168 D SPX CORP COM 78463510 1218 30424 SH SHARED 02 30424 D SPX CORP COM 78463510 32 800 SH SHARED 06 800 D SPX CORP COM 78463510 1169 29200 SH SHARED 10 29200 D SRS LABS INC COM 78464M10 2 350 SH SHARED 350 D SRS LABS INC COM 78464M10 2 477 SH SHARED 02 477 D S R TELECOM INC COM NEW 78464P20 0 31 SH SHARED 31 D SRA INTL INC CL A 78464R10 2344 36517 SH SHARED 36517 D SRA INTL INC CL A 78464R10 231 3600 SH SHARED 01 3600 D SRA INTL INC CL A 78464R10 44 700 SH SHARED 02 700 D SRA INTL INC CL A 78464R10 365 5700 SH SHARED 10 5700 D SRI/SURGICAL EXPRESS INC COM 78464W10 181 36500 SH SHARED 36500 D SM&A COM 78465D10 16 1963 SH SHARED 1963 D SM&A COM 78465D10 2 317 SH SHARED 02 317 D SABA SOFTWARE INC COM NEW 78493260 155 38512 SH SHARED 38512 D SWS GROUP INC COM 78503N10 602 27500 SH SHARED 27500 D SWS GROUP INC COM 78503N10 2230 101777 SH SHARED 01 1476 100301 D SWS GROUP INC COM 78503N10 3 163 SH SHARED 02 163 D SWS GROUP INC COM 78503N10 133 6111 SH SHARED 10 6111 D S Y BANCORP INC COM 78506010 520 21583 SH SHARED 21583 D S Y BANCORP INC COM 78506010 13 564 SH SHARED 02 564 D S Y BANCORP INC COM 78506010 81 3400 SH SHARED 10 3400 D SABINE ROYALTY TR UNIT BEN INT 78568810 0 3 SH SHARED 3 D SABINE ROYALTY TR UNIT BEN INT 78568810 107 3000 SH SHARED 01 3000 D SABINE ROYALTY TR UNIT BEN INT 78568810 17 500 SH SHR/OTHR 01 500 D SABRE HLDGS CORP CL A 78590510 11525 520111 SH SHARED 520111 D SABRE HLDGS CORP CL A 78590510 332 15000 SH SHARED 01 15000 D SABRE HLDGS CORP CL A 78590510 3909 176418 SH SHARED 02 176418 D SABRE HLDGS CORP CL A 78590510 150262 6780800 SH SHARED 04 6780800 D SABRE HLDGS CORP CL A 78590510 1912 86300 SH SHARED 06 86300 D SAFECO CORP COM 78642910 17619 337286 SH SHARED 337286 D SAFECO CORP COM 78642910 770 14755 SH SHARED 01 12500 2255 D SAFECO CORP COM 78642910 4055 77634 SH SHARED 02 77634 D SAFECO CORP COM 78642910 60 1150 SH SHARED 06 1150 D SAFECO CORP COM 78642910 7025 134487 SH SHARED 10 134487 D SAFEGUARD SCIENTIFICS INC COM 78644910 629 296956 SH SHARED 296956 D SAFEGUARD SCIENTIFICS INC COM 78644910 122 58000 SH SHARED 01 10000 48000 D SAFEGUARD SCIENTIFICS INC COM 78644910 94 44432 SH SHARED 02 44432 D SAFEGUARD SCIENTIFICS INC COM 78644910 98 46400 SH SHARED 10 46400 D SAFENET INC COM 78645R10 2565 69824 SH SHARED 69824 D SAFENET INC COM 78645R10 146 4000 SH SHARED 01 4000 D SAFENET INC COM 78645R10 1120 30504 SH SHARED 02 30504 D SAFENET INC COM 78645R10 325 8873 SH SHARED 10 8873 D SAFETY INS GROUP INC COM 78648T10 587 18757 SH SHARED 18757 D SAFETY INS GROUP INC COM 78648T10 106 3400 SH SHARED 01 3400 D SAFETY INS GROUP INC COM 78648T10 0 2 SH SHARED 02 2 D SAFETY INS GROUP INC COM 78648T10 84 2700 SH SHARED 10 2700 D SAFEWAY INC COM NEW 78651420 67918 3440637 SH SHARED 3440637 D SAFEWAY INC COM NEW 78651420 32699 1656520 SH SHARED 01 98720 1449500 108300 D SAFEWAY INC COM NEW 78651420 12000 607913 SH SHARED 02 607913 D SAFEWAY INC COM NEW 78651420 505 25600 SH SHARED 04 25600 D SAFEWAY INC COM NEW 78651420 4242 214920 SH SHARED 05 188180 26740 D SAFEWAY INC COM NEW 78651420 817 41400 SH SHARED 06 41400 D SAFEWAY INC COM NEW 78651420 371 18800 SH SHARED 07 18800 D SAFEWAY INC COM NEW 78651420 902 45700 SH SHARED 09 45700 D SAFEWAY INC COM NEW 78651420 35367 1791691 SH SHARED 10 1791691 D SAFLINK CORP COM NEW 78657830 97 35019 SH SHARED 35019 D SAFLINK CORP COM NEW 78657830 3 1170 SH SHARED 02 1170 D SAGA COMMUNICATIONS CL A 78659810 1634 97020 SH SHARED 97020 D SAGA COMMUNICATIONS CL A 78659810 75 4463 SH SHARED 01 4463 D SAGA COMMUNICATIONS CL A 78659810 562 33384 SH SHARED 02 33384 D SAGA COMMUNICATIONS CL A 78659810 100 5950 SH SHARED 10 5950 D ST JOE CO COM 79014810 48 751 SH SHARED 751 D ST JOE CO COM 79014810 1494 23281 SH SHARED 01 4000 19281 D ST JOE CO COM 79014810 481 7500 SH SHR/OTHR 01 7500 D ST JOE CO COM 79014810 433 6746 SH SHARED 02 6746 D ST JUDE MED INC COM 79084910 745 17772 SH SHARED 17772 D ST JUDE MED INC COM 79084910 67745 1615687 SH SHARED 1388204 227483 D ST JUDE MED INC COM 79084910 47146 1124412 SH SHARED 01 291099 5560 827753 D ST JUDE MED INC COM 79084910 5090 121408 SH SHR/OTHR 01 28410 92998 D ST JUDE MED INC COM 79084910 5468 130414 SH SHARED 02 130414 D ST JUDE MED INC COM 79084910 14423 344000 SH SHARED 03 344000 D ST JUDE MED INC COM 79084910 4218 100600 SH SHARED 04 100600 D ST JUDE MED INC COM 79084910 39720 947300 SH SHARED 05 697570 249730 D ST JUDE MED INC COM 79084910 1924 45900 SH SHARED 06 45900 D ST JUDE MED INC COM 79084910 15310 365150 SH SHARED 10 365150 D ST MARY LD & EXPL CO NOTE 5.750% 3/1 792228AC 6811 3960000 PRN SHARED 3960000 D ST MARY LD & EXPL CO COM 79222810 2384 57121 SH SHARED 57121 D ST MARY LD & EXPL CO COM 79222810 3147 75400 SH SHARED 01 75400 D ST MARY LD & EXPL CO COM 79222810 697 16711 SH SHARED 02 16711 D ST MARY LD & EXPL CO COM 79222810 517 12400 SH SHARED 10 12400 D ST PAUL TRAVELERS INC COM 79286010 289 7800 SH SHARED 7800 D ST PAUL TRAVELERS INC COM 79286010 113906 3072750 SH SHARED 3065644 7106 D ST PAUL TRAVELERS INC COM 79286010 5656 152596 SH SHARED 01 149786 2810 D ST PAUL TRAVELERS INC COM 79286010 186 5024 SH SHR/OTHR 01 1046 3978 D ST PAUL TRAVELERS INC COM 79286010 9498 256228 SH SHARED 02 256228 D ST PAUL TRAVELERS INC COM 79286010 507 13700 SH SHARED 04 13700 D ST PAUL TRAVELERS INC COM 79286010 14 400 SH SHARED 05 400 D ST PAUL TRAVELERS INC COM 79286010 357 9652 SH SHARED 06 9652 D ST PAUL TRAVELERS INC COM 79286010 57722 1557132 SH SHARED 10 1557132 D ST PAUL TRAVELERS INC EQUITY UNIT 79286030 4996 74600 SH SHARED 74600 D ST PAUL TRAVELERS INC EQUITY UNIT 79286030 1550 23150 SH SHARED 02 23150 D SAKS INC NOTE 2.000% 3/1 79377WAL 9074 9194000 PRN SHARED 02 9194000 D SAKS INC COM 79377W10 69143 4765254 SH SHARED 4765254 D SAKS INC COM 79377W10 562 38800 SH SHARED 01 38800 D SALEM COMMUNICATIONS CORP DE CL A 79409310 519 20819 SH SHARED 20819 D SALEM COMMUNICATIONS CORP DE CL A 79409310 648 26000 SH SHARED 01 26000 D SALEM COMMUNICATIONS CORP DE CL A 79409310 1153 46221 SH SHARED 02 46221 D SALEM COMMUNICATIONS CORP DE CL A 79409310 536 21518 SH SHARED 10 21518 D SALESFORCE COM INC COM 79466L30 2528 149278 SH SHARED 149278 D SALESFORCE COM INC COM 79466L30 193 11429 SH SHARED 04 11429 D SALESFORCE COM INC COM 79466L30 72 4300 SH SHARED 10 4300 D SALOMON BR EMRG MKT FLT RTE COM 79491210 76 5500 SH SHARED 5500 D SALOMON BR GLBL PRTNRS INC F COM 79491410 28 1980 SH SHARED 01 1980 D SALOMON BR GLBL PRTNRS INC F COM 79491410 28 2000 SH SHR/OTHR 01 2000 D SALOMON BROS MUN PARTNERS FD COM 79491610 14 1045 SH SHARED 1045 D SALOMON BROS MUN PARTNERS FD COM 79491610 225 16753 SH SHARED 02 16753 D SALOMON BROS MUN PARTNERS FD COM 79491810 249 19200 SH SHARED 02 19200 D SALISBURY BANCORP INC COM 79522610 837 19248 SH SHARED 01 19248 D SALIX PHARMACEUTICALS INC COM 79543510 1142 64969 SH SHARED 64969 D SALIX PHARMACEUTICALS INC COM 79543510 561 31900 SH SHARED 01 31900 D SALIX PHARMACEUTICALS INC COM 79543510 89 5105 SH SHARED 02 5105 D SALIX PHARMACEUTICALS INC COM 79543510 275 15650 SH SHARED 10 15650 D SALOMON BROS HIGH INCOME FD COM 79547Q10 25 2500 SH SHARED 02 2500 D SALOMON BROTHERS FD INC COM 79547710 13649 1049994 SH SHARED 1049994 D SALOMON BROTHERS FD INC COM 79547710 25 1974 SH SHARED 01 1974 D SALOMON BROTHERS FD INC COM 79547710 5123 394106 SH SHARED 02 394106 D SALOMON BROS WORLDWIDE INCOM COM 79548T10 538 31000 SH SHARED 31000 D SALOMON BROS EMERG MKT DEBT COM 79550E10 174 9000 SH SHARED 02 9000 D SALOMON BROS GLBL HIGH INC F COM 79550G10 0 63 SH SHARED 63 D SALOMON BROS GLBL HIGH INC F COM 79550G10 3 237 SH SHARED 02 237 D SALTON INC COM 79575710 12 2200 SH SHARED 2200 D SALTON INC COM 79575710 0 51 SH SHARED 51 D SALTON INC COM 79575710 97 17200 SH SHARED 02 17200 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 41422 1407000 SH SHARED 1399000 8000 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 17 600 SH SHARED 02 600 D SAN PAOLO-IMI S P A SPONSORED ADR 79917510 2 70 SH SHARED 70 D SAN PAOLO-IMI S P A SPONSORED ADR 79917510 452 15800 SH SHARED 02 15800 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 382 21500 SH SHARED 21500 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 0 3 SH SHARED 02 3 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 56 3200 SH SHARED 10 3200 D SANDERSON FARMS INC COM 80001310 2631 60803 SH SHARED 60803 D SANDERSON FARMS INC COM 80001310 3051 70500 SH SHARED 01 70500 D SANDERSON FARMS INC COM 80001310 4 100 SH SHARED 02 100 D SANDERSON FARMS INC COM 80001310 214 4950 SH SHARED 10 4950 D SANDISK CORP COM 80004C10 19997 800848 SH SHARED 800848 D SANDISK CORP COM 80004C10 1832 73400 SH SHARED 01 73400 D SANDISK CORP COM 80004C10 24 1000 SH SHR/OTHR 01 1000 D SANDISK CORP COM 80004C10 5774 231254 SH SHARED 02 231254 D SANDISK CORP COM 80004C10 981 39308 SH SHARED 10 39308 D SANDS REGENT COM 80009110 89 6900 SH SHARED 02 6900 D SANDY SPRING BANCORP INC COM 80036310 1013 26443 SH SHARED 26443 D SANDY SPRING BANCORP INC COM 80036310 921 24050 SH SHARED 01 24050 D SANDY SPRING BANCORP INC COM 80036310 0 4 SH SHARED 02 4 D SANDY SPRING BANCORP INC COM 80036310 341 8900 SH SHARED 10 8900 D SANFILIPPO JOHN B & SON INC COM 80042210 300 11659 SH SHARED 11659 D SANFILIPPO JOHN B & SON INC COM 80042210 27 1070 SH SHARED 02 1070 D SANFILIPPO JOHN B & SON INC COM 80042210 85 3300 SH SHARED 10 3300 D SANMINA SCI CORP SDCV 9/1 800907AD 12073 23128700 PRN SHARED 23128700 D SANMINA SCI CORP COM 80090710 42052 4964926 SH SHARED 4939426 25500 D SANMINA SCI CORP COM 80090710 534 63084 SH SHARED 01 63084 D SANMINA SCI CORP COM 80090710 8006 945302 SH SHARED 02 945302 D SANMINA SCI CORP COM 80090710 108 12771 SH SHARED 06 12771 D SANMINA SCI CORP COM 80090710 8583 1013362 SH SHARED 10 1013362 D SANOFI AVENTIS SPONSORED ADR 80105N10 8266 206400 SH SHARED 206400 D SANOFI AVENTIS SPONSORED ADR 80105N10 1184 29571 SH SHARED 01 464 29107 D SANOFI AVENTIS SPONSORED ADR 80105N10 56 1410 SH SHR/OTHR 01 1410 D SANOFI AVENTIS SPONSORED ADR 80105N10 1113 27794 SH SHARED 02 23814 3980 D SANOFI AVENTIS SPONSORED ADR 80105N10 3793 94720 SH SHARED 10 94720 D SANTANDER BANCORP COM 80280910 279 9261 SH SHARED 9261 D SANTANDER BANCORP COM 80280910 87 2900 SH SHARED 01 2900 D SANTANDER BANCORP COM 80280910 0 5 SH SHARED 02 5 D SANTANDER BANCORP COM 80280910 40 1331 SH SHARED 10 1331 D SANTARUS INC COM 80281730 136 15121 SH SHARED 15121 D SANTARUS INC COM 80281730 2 300 SH SHARED 02 300 D SANTARUS INC COM 80281730 32 3600 SH SHARED 10 3600 D SANTOS LIMITED SPONSORED ADR 80302160 2 100 SH SHARED 100 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 156 3545 SH SHARED 345 3200 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 414 9373 SH SHARED 01 9373 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 3929 88873 SH SHARED 02 88873 D SAPIENT CORP COM 80306210 1230 155504 SH SHARED 155504 D SAPIENT CORP COM 80306210 881 111500 SH SHARED 01 111500 D SAPIENT CORP COM 80306210 1075 136022 SH SHARED 02 136022 D SAPIENT CORP COM 80306210 986 124700 SH SHARED 10 124700 D SAPPI LTD SPON ADR NEW 80306920 2802 193278 SH SHARED 193278 D SAPPI LTD SPON ADR NEW 80306920 1450 100000 SH SHARED 04 100000 D SARA LEE CORP COM 80311110 66064 2736703 SH SHARED 2625953 110750 D SARA LEE CORP COM 80311110 161633 6695689 SH SHARED 01 4935024 131000 1629665 D SARA LEE CORP COM 80311110 5931 245704 SH SHR/OTHR 01 32420 213284 D SARA LEE CORP COM 80311110 16414 679968 SH SHARED 02 679968 D SARA LEE CORP COM 80311110 3584 148500 SH SHARED 04 148500 D SARA LEE CORP COM 80311110 14 600 SH SHARED 05 600 D SARA LEE CORP COM 80311110 3835 158900 SH SHARED 06 158900 D SARA LEE CORP COM 80311110 40538 1679320 SH SHARED 10 1679320 D SASOL LTD SPONSORED ADR 80386630 253 11700 SH SHARED 11700 D SATCON TECHNOLOGY CORP COM 80389310 0 8 SH SHARED 8 D SATCON TECHNOLOGY CORP COM 80389310 1 700 SH SHARED 02 700 D SATYAM COMPUTER SERVICES LTD ADR 80409810 13269 549930 SH SHARED 549930 D SATYAM COMPUTER SERVICES LTD ADR 80409810 1788 74100 SH SHARED 02 74100 D SATYAM COMPUTER SERVICES LTD ADR 80409810 2413 100000 SH SHARED 04 100000 D SAUCONY INC CL A 80412010 70 2520 SH SHARED 02 2520 D SAUER-DANFOSS INC COM 80413710 402 18444 SH SHARED 18444 D SAUER-DANFOSS INC COM 80413710 246 11300 SH SHARED 01 11300 D SAUER-DANFOSS INC COM 80413710 0 3 SH SHARED 02 3 D SAUER-DANFOSS INC COM 80413710 211 9700 SH SHARED 10 9700 D SAUL CTRS INC COM 80439510 799 20894 SH SHARED 20894 D SAUL CTRS INC COM 80439510 42 1100 SH SHARED 01 1100 D SAUL CTRS INC COM 80439510 564 14750 SH SHR/OTHR 01 14750 D SAUL CTRS INC COM 80439510 0 3 SH SHARED 02 3 D SAUL CTRS INC COM 80439510 133 3500 SH SHARED 10 3500 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 54 20095 SH SHARED 20095 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 0 64 SH SHARED 02 64 D SAVVIS COMMUNICATIONS CORP COM 80542310 3 3067 SH SHARED 3067 D SAXON CAP INC NEW COM 80556T10 30434 1268618 SH SHARED 1268618 D SAXON CAP INC NEW COM 80556T10 26 1100 SH SHARED 01 1100 D SAXON CAP INC NEW COM 80556T10 421 17557 SH SHARED 02 17557 D SAXON CAP INC NEW COM 80556T10 518 21600 SH SHARED 10 21600 D SCANA CORP NEW COM 80589M10 64851 1645985 SH SHARED 1645985 D SCANA CORP NEW COM 80589M10 1617 41055 SH SHARED 01 39055 2000 D SCANA CORP NEW COM 80589M10 409 10400 SH SHR/OTHR 01 2800 7600 D SCANA CORP NEW COM 80589M10 1530 38835 SH SHARED 02 38835 D SCANA CORP NEW COM 80589M10 35 900 SH SHARED 06 900 D SCANA CORP NEW COM 80589M10 945 24000 SH SHARED 10 24000 D SCANSOFT INC COM 80603P10 655 156444 SH SHARED 156444 D SCANSOFT INC COM 80603P10 14 3458 SH SHARED 02 3458 D SCANSOFT INC COM 80603P10 130 31036 SH SHARED 10 31036 D SCANSOURCE INC COM 80603710 55 900 SH SHARED 900 D SCANSOURCE INC COM 80603710 1556 25040 SH SHARED 25040 D SCANSOURCE INC COM 80603710 63 1020 SH SHARED 01 1020 D SCANSOURCE INC COM 80603710 43 703 SH SHARED 02 703 D SCANSOURCE INC COM 80603710 335 5400 SH SHARED 10 5400 D SCHAWK INC CL A 80637310 297 16389 SH SHARED 16389 D SCHAWK INC CL A 80637310 52 2900 SH SHARED 01 2900 D SCHAWK INC CL A 80637310 887 48803 SH SHARED 02 48803 D SCHAWK INC CL A 80637310 25 1400 SH SHARED 10 1400 D SCHEIB EARL INC COM 80639810 166 49200 SH SHARED 02 49200 D SCHEIN HENRY INC COM 80640710 285 4100 SH SHARED 4100 D SCHEIN HENRY INC COM 80640710 8752 125681 SH SHARED 125681 D SCHEIN HENRY INC COM 80640710 820 11784 SH SHARED 01 11734 50 D SCHEIN HENRY INC COM 80640710 1090 15652 SH SHARED 02 15652 D SCHEIN HENRY INC COM 80640710 480 6900 SH SHARED 10 6900 D SCHERING A G SPONSORED ADR 80658520 1232 16600 SH SHARED 16600 D SCHERING PLOUGH CORP COM 80660510 148052 7090630 SH SHARED 6939480 151150 D SCHERING PLOUGH CORP COM 80660510 87635 4197100 SH SHARED 01 1790396 45300 2361404 D SCHERING PLOUGH CORP COM 80660510 3815 182750 SH SHR/OTHR 01 7600 175150 D SCHERING PLOUGH CORP COM 80660510 24813 1188399 SH SHARED 02 1188399 D SCHERING PLOUGH CORP COM 80660510 9007 431400 SH SHARED 03 431400 D SCHERING PLOUGH CORP COM 80660510 12022 575800 SH SHARED 04 575800 D SCHERING PLOUGH CORP COM 80660510 1882 90170 SH SHARED 05 90170 D SCHERING PLOUGH CORP COM 80660510 131 6300 SH SHARED 06 6300 D SCHERING PLOUGH CORP COM 80660510 48474 2321578 SH SHARED 10 2321578 D SCHERING PLOUGH CORP PFD CONV MAND 80660560 21879 390000 SH SHARED 390000 D SCHERING PLOUGH CORP PFD CONV MAND 80660560 7337 130800 SH SHARED 02 130800 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 5694 5200000 PRN SHARED 5200000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 1861 1700000 PRN SHARED 06 1700000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 5694 5200000 PRN SHARED 10 5200000 D SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD 10800 10000000 PRN SHARED 10000000 D SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD 1661 1538000 PRN SHARED 02 1538000 D SCHLUMBERGER LTD COM 80685710 124398 1858074 SH SHARED 1786404 71670 D SCHLUMBERGER LTD COM 80685710 121893 1820671 SH SHARED 01 1061360 578100 181211 D SCHLUMBERGER LTD COM 80685710 9326 139310 SH SHR/OTHR 01 79304 60006 D SCHLUMBERGER LTD COM 80685710 22014 328820 SH SHARED 02 328820 D SCHLUMBERGER LTD COM 80685710 287058 4287650 SH SHARED 04 4287650 D SCHLUMBERGER LTD COM 80685710 26 400 SH SHARED 05 400 D SCHLUMBERGER LTD COM 80685710 18257 272700 SH SHARED 06 272700 D SCHLUMBERGER LTD COM 80685710 57138 853457 SH SHARED 10 853457 D SCHNITZER STL INDS CL A 80688210 4301 126764 SH SHARED 126764 D SCHNITZER STL INDS CL A 80688210 295 8718 SH SHARED 02 8718 D SCHNITZER STL INDS CL A 80688210 239 7050 SH SHARED 10 7050 D SCHOLASTIC CORP COM 80706610 48 1300 SH SHARED 1300 D SCHOLASTIC CORP COM 80706610 4934 133497 SH SHARED 133497 D SCHOLASTIC CORP COM 80706610 927 25100 SH SHARED 01 25100 D SCHOLASTIC CORP COM 80706610 1378 37293 SH SHARED 02 37293 D SCHOLASTIC CORP COM 80706610 502 13600 SH SHARED 10 13600 D SCHOOL SPECIALTY INC COM 80786310 1737 45056 SH SHARED 45056 D SCHOOL SPECIALTY INC COM 80786310 42 1101 SH SHARED 02 1101 D SCHOOL SPECIALTY INC COM 80786310 389 10100 SH SHARED 10 10100 D SCHULMAN A INC COM 80819410 1211 56579 SH SHARED 56579 D SCHULMAN A INC COM 80819410 10 500 SH SHARED 01 500 D SCHULMAN A INC COM 80819410 4 200 SH SHR/OTHR 01 200 D SCHULMAN A INC COM 80819410 639 29871 SH SHARED 02 29871 D SCHULMAN A INC COM 80819410 284 13300 SH SHARED 10 13300 D SCHWAB CHARLES CORP NEW COM 80851310 82483 6896620 SH SHARED 6896620 D SCHWAB CHARLES CORP NEW COM 80851310 2031 169896 SH SHARED 01 155620 14276 D SCHWAB CHARLES CORP NEW COM 80851310 11 1000 SH SHR/OTHR 01 1000 D SCHWAB CHARLES CORP NEW COM 80851310 14135 1181864 SH SHARED 02 1181864 D SCHWAB CHARLES CORP NEW COM 80851310 3348 280000 SH SHARED 04 280000 D SCHWAB CHARLES CORP NEW COM 80851310 10 900 SH SHARED 05 900 D SCHWAB CHARLES CORP NEW COM 80851310 2444 204400 SH SHARED 06 204400 D SCHWAB CHARLES CORP NEW COM 80851310 21489 1796753 SH SHARED 10 1796753 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 981 28903 SH SHARED 28903 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 98 2901 SH SHARED 01 2901 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 0 20 SH SHR/OTHR 01 20 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 0 4 SH SHARED 02 4 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 169 5000 SH SHARED 10 5000 D SCICLONE PHARMACEUTICALS INC COM 80862K10 350 94679 SH SHARED 94679 D SCICLONE PHARMACEUTICALS INC COM 80862K10 67 18313 SH SHARED 02 18313 D SCICLONE PHARMACEUTICALS INC COM 80862K10 78 21100 SH SHARED 10 21100 D SCIENTIFIC ATLANTA INC COM 80865510 14238 431343 SH SHARED 397320 34023 D SCIENTIFIC ATLANTA INC COM 80865510 32212 975830 SH SHARED 01 971130 4700 D SCIENTIFIC ATLANTA INC COM 80865510 3215 97423 SH SHARED 02 97423 D SCIENTIFIC ATLANTA INC COM 80865510 2927 88700 SH SHARED 03 88700 D SCIENTIFIC ATLANTA INC COM 80865510 26911 815260 SH SHARED 05 426440 388820 D SCIENTIFIC ATLANTA INC COM 80865510 298 9052 SH SHARED 06 9052 D SCIENTIFIC ATLANTA INC COM 80865510 5560 168446 SH SHARED 10 168446 D SCIENTIFIC GAMES CORP CL A 80874P10 4763 199801 SH SHARED 199801 D SCIENTIFIC GAMES CORP CL A 80874P10 81 3400 SH SHARED 01 3400 D SCIENTIFIC GAMES CORP CL A 80874P10 2137 89669 SH SHARED 02 89669 D SCIENTIFIC GAMES CORP CL A 80874P10 1658 69570 SH SHARED 10 69570 D SCIOS INC NOTE 5.500% 8/1 808905AB 3543 3095000 PRN SHARED 3095000 D SCOR SPONSORED ADR 80917Q10 29 15700 SH SHARED 15700 D SCOTTISH ANNUITY & LIFE HLDG NOTE 4.500%12/0 81013RAC 645 500000 PRN SHARED 02 500000 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 443 14248 SH SHARED 14248 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 19 638 SH SHARED 01 638 D SCOTTS CO CL A 81018610 4126 56132 SH SHARED 56132 D SCOTTS CO CL A 81018610 654 8900 SH SHARED 01 8900 D SCOTTS CO CL A 81018610 685 9318 SH SHARED 02 9318 D SCRIPPS E W CO OHIO CL A 81105420 566 11726 SH SHARED 8126 3600 D SCRIPPS E W CO OHIO CL A 81105420 533 11060 SH SHARED 01 8760 2300 D SCRIPPS E W CO OHIO CL A 81105420 367 7604 SH SHARED 02 7604 D SCRIPPS E W CO OHIO CL A 81105420 449 9300 SH SHARED 10 9300 D SCS TRANSN INC COM 81111T10 1698 72676 SH SHARED 72676 D SCS TRANSN INC COM 81111T10 7 300 SH SHARED 01 300 D SCS TRANSN INC COM 81111T10 4 204 SH SHARED 02 204 D SCS TRANSN INC COM 81111T10 171 7349 SH SHARED 10 7349 D SCUDDER GLOBAL HIGH INCOME F COM 81115E10 140 18146 SH SHARED 01 18146 D SCUDDER HIGH INCOME TR SH BEN INT 81115310 7 1000 SH SHARED 01 1000 D SCUDDER INTER GOVT TR SH BEN INT 81116310 6 900 SH SHARED 02 900 D SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 9 1000 SH SHARED 01 1000 D SCUDDER NEW ASIA FD INC COM 81118310 1544 104122 SH SHARED 01 4000 100122 D SCUDDER NEW ASIA FD INC COM 81118310 466 31428 SH SHR/OTHR 01 31428 D SCUDDER NEW ASIA FD INC COM 81118310 50 3384 SH SHARED 02 3384 D SCUDDER RREEF REAL ESTATE FD COM 81119Q10 82 3800 SH SHARED 01 3800 D SCUDDER RREEF REAL ESTATE FD COM 81119Q10 402 18500 SH SHARED 05 18500 D SCUDDER RREEF REAL EST FD II COM 81119R10 50 3000 SH SHARED 01 3000 D SCUDDER RREEF REAL EST FD II COM 81119R10 25 1500 SH SHR/OTHR 01 1500 D SCUDDER STRATEGIC INCOME TR SH BEN INT 81123W10 32 2356 SH SHARED 02 2356 D SCUDDER STRATEGIC MUN INCOME COM SH BEN INT 81123410 93 7500 SH SHR/OTHR 01 7500 D SEA CONTAINERS LTD CL A 81137170 46 2346 SH SHARED 2346 D SEABOARD CORP COM 81154310 582 584 SH SHARED 584 D SEABOARD CORP COM 81154310 99 100 SH SHARED 01 100 D SEABOARD CORP COM 81154310 99 100 SH SHARED 10 100 D SEABULK INTL INC COM 81169P10 126 10406 SH SHARED 10406 D SEABULK INTL INC COM 81169P10 0 9 SH SHARED 02 9 D SEABULK INTL INC COM 81169P10 55 4600 SH SHARED 10 4600 D SEACHANGE INTL INC COM 81169910 1657 95067 SH SHARED 95067 D SEACHANGE INTL INC COM 81169910 2115 121300 SH SHARED 01 121300 D SEACHANGE INTL INC COM 81169910 931 53406 SH SHARED 02 53406 D SEACHANGE INTL INC COM 81169910 1245 71400 SH SHARED 10 71400 D SEACOAST BKG CORP FLA COM 81170730 473 21280 SH SHARED 21280 D SEACOAST BKG CORP FLA COM 81170730 157 7080 SH SHARED 01 7080 D SEACOAST BKG CORP FLA COM 81170730 0 23 SH SHARED 02 23 D SEACOAST BKG CORP FLA COM 81170730 105 4760 SH SHARED 10 4760 D SEACOR HOLDINGS INC COM 81190410 1821 34112 SH SHARED 34112 D SEACOR HOLDINGS INC COM 81190410 16 300 SH SHARED 01 300 D SEACOR HOLDINGS INC COM 81190410 0 5 SH SHARED 02 5 D SEACOR HOLDINGS INC COM 81190410 355 6650 SH SHARED 10 6650 D SEALED AIR CORP NEW COM 81211K10 11574 217286 SH SHARED 217286 D SEALED AIR CORP NEW COM 81211K10 365 6853 SH SHARED 01 6853 D SEALED AIR CORP NEW COM 81211K10 4051 76060 SH SHARED 02 76060 D SEALED AIR CORP NEW COM 81211K10 37 700 SH SHARED 06 700 D SEALED AIR CORP NEW COM 81211K10 13893 260809 SH SHARED 10 260809 D SEARS ROEBUCK & CO COM 81238710 489700 9596316 SH SHARED 9577716 18600 D SEARS ROEBUCK & CO COM 81238710 10 200 SH SHARED 05 200 D SEARS ROEBUCK & CO COM 81238710 150 2950 SH SHARED 06 2950 D SEARS ROEBUCK & CO COM 81238710 10918 213965 SH SHARED 10 213965 D SEATTLE GENETICS INC COM 81257810 543 83287 SH SHARED 83287 D SEATTLE GENETICS INC COM 81257810 324 49675 SH SHARED 02 49675 D SEATTLE GENETICS INC COM 81257810 88 13600 SH SHARED 10 13600 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 41 1400 SH SHARED 1400 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 17 600 SH SHARED 01 600 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 15 500 SH SHARED 500 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 480 15900 SH SHARED 01 15900 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 4510 149400 SH SHARED 02 149400 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 96 4200 SH SHARED 4200 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 3459 149888 SH SHARED 02 149888 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 1259 35700 SH SHARED 35700 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 1235 35000 SH SHARED 02 35000 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 25334 697534 SH SHARED 697534 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 61243 1686214 SH SHARED 02 1686214 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 28780 942700 SH SHARED 942700 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 3053 100000 SH SHARED 02 100000 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 2836 91300 SH SHARED 91300 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 2634 84800 SH SHARED 02 84800 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 10797 511501 SH SHARED 511501 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 261 12390 SH SHARED 01 4000 8390 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 185 8800 SH SHR/OTHR 01 8000 800 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 172 6200 SH SHARED 6200 D SECURE COMPUTING CORP COM 81370510 644 64600 SH SHARED 64600 D SECURE COMPUTING CORP COM 81370510 469 47005 SH SHARED 02 47005 D SECURE COMPUTING CORP COM 81370510 149 15000 SH SHARED 04 15000 D SECURE COMPUTING CORP COM 81370510 161 16137 SH SHARED 10 16137 D SECURITY BANK CORP COM 81404710 343 8588 SH SHARED 8588 D SECURITY BANK CORP COM 81404710 0 1 SH SHARED 02 1 D SECURITY BANK CORP COM 81404710 32 800 SH SHARED 10 800 D SECURITY NATL FINL CORP CL A NEW 81478530 26 8085 SH SHARED 02 8085 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 485 135696 SH SHARED 135696 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 1364 381012 SH SHARED 02 381012 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 77 21700 SH SHARED 10 21700 D SEGUE SOFTWARE INC COM 81580710 209 33500 SH SHARED 02 33500 D SELECT COMFORT CORP COM 81616X10 1181 65851 SH SHARED 65851 D SELECT COMFORT CORP COM 81616X10 1562 87100 SH SHARED 01 87100 D SELECT COMFORT CORP COM 81616X10 31 1745 SH SHARED 02 1745 D SELECT COMFORT CORP COM 81616X10 2972 165700 SH SHARED 10 165700 D SELECT MEDICAL CORP COM 81619610 4160 236391 SH SHARED 236391 D SELECT MEDICAL CORP COM 81619610 16 945 SH SHARED 01 945 D SELECT MEDICAL CORP COM 81619610 18893 1073510 SH SHARED 02 1073510 D SELECT MEDICAL CORP COM 81619610 626 35600 SH SHARED 10 35600 D SELECTICA INC COM 81628810 127 35593 SH SHARED 02 35593 D SELECTIVE INS GROUP INC NOTE 1.616% 9/2 816300AB 13141 21508750 PRN SHARED 21508750 D SELECTIVE INS GROUP INC NOTE 1.616% 9/2 816300AB 456 747000 PRN SHARED 02 747000 D SELECTIVE INS GROUP INC COM 81630010 2421 54740 SH SHARED 54740 D SELECTIVE INS GROUP INC COM 81630010 287 6500 SH SHARED 01 6500 D SELECTIVE INS GROUP INC COM 81630010 33 748 SH SHARED 02 748 D SELECTIVE INS GROUP INC COM 81630010 663 15000 SH SHARED 10 15000 D SELIGMAN QUALITY MUN FD INC COM 81634310 151 12300 SH SHARED 02 12300 D SELIGMAN SELECT MUN FD INC COM 81634410 166 16100 SH SHARED 02 16100 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 3720 345410 SH SHARED 318800 26610 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 1112 103264 SH SHARED 02 103264 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 64003 1918000 SH SHARED 1918000 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 27243 816400 SH SHARED 01 399000 380600 36800 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 47650 1427940 SH SHARED 02 1427940 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 357 10700 SH SHARED 10 10700 D SEMTECH CORP COM 81685010 3523 161319 SH SHARED 161319 D SEMTECH CORP COM 81685010 626 28700 SH SHARED 01 28700 D SEMTECH CORP COM 81685010 592 27107 SH SHARED 02 27107 D SEMPRA ENERGY COM 81685110 1617 44100 SH SHARED 44100 D SEMPRA ENERGY COM 81685110 39464 1075924 SH SHARED 1074762 1162 D SEMPRA ENERGY COM 81685110 6087 165951 SH SHARED 01 165751 200 D SEMPRA ENERGY COM 81685110 137 3751 SH SHR/OTHR 01 3000 751 D SEMPRA ENERGY COM 81685110 3129 85316 SH SHARED 02 85316 D SEMPRA ENERGY COM 81685110 11 300 SH SHARED 05 300 D SEMPRA ENERGY COM 81685110 132 3615 SH SHARED 06 3615 D SEMPRA ENERGY COM 81685110 9856 268729 SH SHARED 10 268729 D SEMPRA ENERGY INCOME EQTY UT 81685120 29884 960300 SH SHARED 960300 D SEMPRA ENERGY INCOME EQTY UT 81685120 8534 274237 SH SHARED 02 274237 D SEMITOOL INC COM 81690910 500 53905 SH SHARED 53905 D SEMITOOL INC COM 81690910 7 805 SH SHARED 02 805 D SEMITOOL INC COM 81690910 74 8000 SH SHARED 10 8000 D SENTO CORP COM NEW 81691820 36 7500 SH SHR/OTHR 01 7500 D SENECA FOODS CORP NEW CL A 81707050 180 10000 SH SHARED 01 10000 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 2149 113471 SH SHARED 113471 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 1185 62600 SH SHARED 01 62600 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 1527 80675 SH SHARED 02 80675 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 1282 67700 SH SHARED 10 67700 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 70278 3710600 SH SHARED 11 3710600 D SENSIENT TECHNOLOGIES CORP COM 81725T10 5368 223768 SH SHARED 223768 D SENSIENT TECHNOLOGIES CORP COM 81725T10 339 14170 SH SHARED 01 12200 1970 D SENSIENT TECHNOLOGIES CORP COM 81725T10 46 1938 SH SHR/OTHR 01 1938 D SENSIENT TECHNOLOGIES CORP COM 81725T10 285 11908 SH SHARED 02 11908 D SENSIENT TECHNOLOGIES CORP COM 81725T10 420 17533 SH SHARED 10 17533 D SEPRACOR INC SDCV 5.000% 2/1 817315AL 15358 14725000 PRN SHARED 02 14725000 D SEPRACOR INC NOTE 12/1 817315AT 4639 2400000 PRN SHARED 02 2400000 D SEPRACOR INC NOTE 12/1 817315AU 31050 15000000 PRN SHARED 02 15000000 D SEPRACOR INC COM 81731510 10774 181488 SH SHARED 181488 D SEPRACOR INC COM 81731510 5901 99400 SH SHARED 01 94200 5200 D SEPRACOR INC COM 81731510 11427 192481 SH SHARED 02 192481 D SEPRACOR INC COM 81731510 36744 618900 SH SHARED 04 618900 D SEPRACOR INC COM 81731510 1935 32600 SH SHARED 06 32600 D SEPRACOR INC COM 81731510 2374 40000 SH SHARED 10 40000 D SEQUA CORPORATION CL A 81732010 1281 20953 SH SHARED 20953 D SEQUA CORPORATION CL A 81732010 214 3500 SH SHARED 01 3500 D SEQUA CORPORATION CL A 81732010 140 2301 SH SHARED 02 2301 D SEQUA CORPORATION CL A 81732010 122 2000 SH SHARED 10 2000 D SEQUA CORPORATION PFD CONV $5 81732030 2271 23300 SH SHARED 23300 D SEQUENOM INC COM 81733710 66 45912 SH SHARED 45912 D SERENA SOFTWARE INC NOTE 1.500%12/1 817492AB 897 766000 PRN SHARED 02 766000 D SERENA SOFTWARE INC COM 81749210 1913 88561 SH SHARED 77770 10791 D SERENA SOFTWARE INC COM 81749210 118 5500 SH SHARED 01 5500 D SERENA SOFTWARE INC COM 81749210 45 2091 SH SHARED 02 2091 D SERENA SOFTWARE INC COM 81749210 238 11026 SH SHARED 10 11026 D SERONO S A SPONSORED ADR 81752M10 254 15604 SH SHARED 15604 D SEROLOGICALS CORP COM 81752310 1928 87162 SH SHARED 87162 D SEROLOGICALS CORP COM 81752310 6116 276500 SH SHARED 01 276500 D SEROLOGICALS CORP COM 81752310 4407 199263 SH SHARED 02 199263 D SEROLOGICALS CORP COM 81752310 526 23800 SH SHARED 05 23800 D SEROLOGICALS CORP COM 81752310 765 34600 SH SHARED 10 34600 D SERVICE CORP INTL COM 81756510 178 23900 SH SHARED 23900 D SERVICE CORP INTL COM 81756510 0 1 SH SHARED 01 1 D SERVICE CORP INTL COM 81756510 47 6309 SH SHR/OTHR 01 6309 D SERVICE CORP INTL COM 81756510 1454 195243 SH SHARED 02 195243 D SERVICEMASTER CO COM 81760N10 1933 140200 SH SHARED 140200 D SERVICEMASTER CO COM 81760N10 945 68554 SH SHARED 01 49510 19044 D SERVICEMASTER CO COM 81760N10 354 25694 SH SHR/OTHR 01 12487 13207 D SERVICEMASTER CO COM 81760N10 415 30164 SH SHARED 02 30164 D SERVICEMASTER CO COM 81760N10 35 2550 SH SHARED 06 2550 D SERVICEMASTER CO COM 81760N10 919 66700 SH SHARED 10 66700 D 7-ELEVEN INC COM NEW 81782620 8444 352597 SH SHARED 352597 D 7-ELEVEN INC COM NEW 81782620 2610 109000 SH SHARED 01 109000 D 7-ELEVEN INC COM NEW 81782620 701 29307 SH SHARED 02 29307 D 724 SOLUTIONS INC COM NEW 81788Q20 199 25019 SH SHARED 25019 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 116 2750 SH SHARED 400 2350 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 1593 37500 SH SHARED 04 37500 D SHARPER IMAGE CORP COM 82001310 133 7100 SH SHARED 7100 D SHARPER IMAGE CORP COM 82001310 992 52650 SH SHARED 52650 D SHARPER IMAGE CORP COM 82001310 15381 815969 SH SHARED 01 576369 2900 236700 D SHARPER IMAGE CORP COM 82001310 15 803 SH SHARED 02 803 D SHARPER IMAGE CORP COM 82001310 595 31600 SH SHARED 05 31600 D SHARPER IMAGE CORP COM 82001310 4887 259298 SH SHARED 10 259298 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 67 3700 SH SHARED 01 3700 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 2394 130910 SH SHARED 02 130910 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 830 45400 SH SHARED 10 45400 D SHAW GROUP INC COM 82028010 2501 140141 SH SHARED 140141 D SHAW GROUP INC COM 82028010 126 7100 SH SHARED 01 7100 D SHAW GROUP INC COM 82028010 118 6641 SH SHARED 02 6641 D SHAW GROUP INC COM 82028010 426 23900 SH SHARED 10 23900 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 9226 179500 SH SHARED 179500 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 1864 36282 SH SHARED 01 1600 34682 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 215 4200 SH SHR/OTHR 01 4200 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 1064 20709 SH SHARED 06 20709 D SHENANDOAH TELECOMMUNICATION COM 82312B10 347 11603 SH SHARED 11603 D SHENANDOAH TELECOMMUNICATION COM 82312B10 48 1616 SH SHARED 02 1616 D SHENANDOAH TELECOMMUNICATION COM 82312B10 59 2000 SH SHARED 10 2000 D SHERWIN WILLIAMS CO COM 82434810 26884 602392 SH SHARED 542705 59687 D SHERWIN WILLIAMS CO COM 82434810 198184 4440621 SH SHARED 01 2249820 1331900 858901 D SHERWIN WILLIAMS CO COM 82434810 1300 29142 SH SHR/OTHR 01 750 28392 D SHERWIN WILLIAMS CO COM 82434810 6986 156533 SH SHARED 02 156533 D SHERWIN WILLIAMS CO COM 82434810 3048 68300 SH SHARED 03 68300 D SHERWIN WILLIAMS CO COM 82434810 446 10000 SH SHARED 04 10000 D SHERWIN WILLIAMS CO COM 82434810 13828 309850 SH SHARED 05 284120 25730 D SHERWIN WILLIAMS CO COM 82434810 95 2145 SH SHARED 06 2145 D SHERWIN WILLIAMS CO COM 82434810 731 16400 SH SHARED 07 16400 D SHERWIN WILLIAMS CO COM 82434810 1954 43800 SH SHARED 09 43800 D SHERWIN WILLIAMS CO COM 82434810 24512 549245 SH SHARED 10 549245 D SHILOH INDS INC COM 82454310 1 100 SH SHARED 100 D SHILOH INDS INC COM 82454310 405 28990 SH SHARED 02 28990 D SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 82459610 68 1500 SH SHARED 1500 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 10782 337468 SH SHARED 337468 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 38 1200 SH SHARED 01 1200 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 4 133 SH SHARED 02 133 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 479 15000 SH SHARED 04 15000 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 683 21400 SH SHARED 10 21400 D SHOE CARNIVAL INC COM 82488910 565 43523 SH SHARED 43523 D SHOE CARNIVAL INC COM 82488910 33 2556 SH SHARED 02 2556 D SHOE CARNIVAL INC COM 82488910 48 3700 SH SHARED 10 3700 D SHOPKO STORES INC COM 82491110 26220 1403674 SH SHARED 1403674 D SHOPKO STORES INC COM 82491110 223 11990 SH SHARED 10 11990 D SHORE BANCSHARES INC COM 82510710 0 8 SH SHARED 02 8 D SHUFFLE MASTER INC COM 82554910 2072 44009 SH SHARED 44009 D SHUFFLE MASTER INC COM 82554910 22398 475554 SH SHARED 01 473189 2100 265 D SHUFFLE MASTER INC COM 82554910 32 700 SH SHR/OTHR 01 700 D SHUFFLE MASTER INC COM 82554910 754 16009 SH SHARED 02 16009 D SHUFFLE MASTER INC COM 82554910 407 8650 SH SHARED 10 8650 D SHURGARD STORAGE CTRS INC COM 82567D10 915 20800 SH SHARED 20800 D SHURGARD STORAGE CTRS INC COM 82567D10 17 400 SH SHARED 01 400 D SHURGARD STORAGE CTRS INC COM 82567D10 239 5436 SH SHARED 02 5436 D SHURGARD STORAGE CTRS INC COM 82567D10 233 5300 SH SHARED 11 5300 D SIEBEL SYS INC COM 82617010 64897 6186603 SH SHARED 6069803 116800 D SIEBEL SYS INC COM 82617010 467 44550 SH SHARED 01 39200 5350 D SIEBEL SYS INC COM 82617010 9415 897598 SH SHARED 02 897598 D SIEBEL SYS INC COM 82617010 7280 694000 SH SHARED 04 694000 D SIEBEL SYS INC COM 82617010 4 400 SH SHARED 05 400 D SIEBEL SYS INC COM 82617010 82 7830 SH SHARED 06 7830 D SIEBEL SYS INC COM 82617010 5670 540539 SH SHARED 10 540539 D SIEMENS A G SPONSORED ADR 82619750 50 600 SH SHARED 600 D SIEMENS A G SPONSORED ADR 82619750 1458 17223 SH SHARED 01 2000 15223 D SIEMENS A G SPONSORED ADR 82619750 431 5100 SH SHR/OTHR 01 900 4200 D SIEMENS A G SPONSORED ADR 82619750 1759 20785 SH SHARED 02 20785 D SIERRA BANCORP COM 82620P10 0 8 SH SHARED 02 8 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 7 2500 PRN SHARED 2500 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 30620 10000000 PRN SHARED 02 10000000 D SIERRA HEALTH SVCS INC COM 82632210 4868 88344 SH SHARED 88344 D SIERRA HEALTH SVCS INC COM 82632210 6006 109000 SH SHARED 01 109000 D SIERRA HEALTH SVCS INC COM 82632210 551 10010 SH SHARED 02 10010 D SIERRA HEALTH SVCS INC COM 82632210 1383 25100 SH SHARED 10 25100 D SIERRA PAC RES NEW NOTE 7.250% 2/1 826428AF 3672 1476000 PRN SHARED 02 1476000 D SIERRA PAC RES NEW COM 82642810 3159 300888 SH SHARED 300888 D SIERRA PAC RES NEW COM 82642810 1440 137200 SH SHARED 01 137200 D SIERRA PAC RES NEW COM 82642810 12 1152 SH SHR/OTHR 01 1152 D SIERRA PAC RES NEW COM 82642810 318 30364 SH SHARED 02 30364 D SIERRA PAC RES NEW COM 82642810 465 44320 SH SHARED 10 44320 D SIERRA WIRELESS INC COM 82651610 436 24704 SH SHARED 24704 D SIERRA WIRELESS INC COM 82651610 102 5800 SH SHARED 02 5800 D SIFY LTD SPONSORED ADR 82655M10 1021 171679 SH SHARED 171679 D SIFY LTD SPONSORED ADR 82655M10 92 15600 SH SHARED 02 15600 D SIGMA ALDRICH CORP COM 82655210 1324 21900 SH SHARED 21900 D SIGMA ALDRICH CORP COM 82655210 34131 564529 SH SHARED 564529 D SIGMA ALDRICH CORP COM 82655210 20750 343208 SH SHARED 01 66355 276853 D SIGMA ALDRICH CORP COM 82655210 1056 17475 SH SHR/OTHR 01 3600 13875 D SIGMA ALDRICH CORP COM 82655210 2426 40134 SH SHARED 02 40134 D SIGMA ALDRICH CORP COM 82655210 110 1834 SH SHARED 06 1834 D SIGMA ALDRICH CORP COM 82655210 5061 83721 SH SHARED 10 83721 D SIGMA DESIGNS INC COM 82656510 129 13060 SH SHARED 13060 D SIGMA DESIGNS INC COM 82656510 367 37012 SH SHARED 02 37012 D SIGMATRON INTL INC COM 82661L10 14 1100 SH SHARED 1100 D SIGMATRON INTL INC COM 82661L10 171 12700 SH SHARED 02 12700 D SIGMATEL INC COM 82661W10 1594 44886 SH SHARED 44886 D SIGMATEL INC COM 82661W10 500 14100 SH SHARED 01 14100 D SIGMATEL INC COM 82661W10 42 1200 SH SHARED 02 1200 D SIGMATEL INC COM 82661W10 6365 179172 SH SHARED 10 179172 D SIGNET GROUP PLC SP ADR REP 10 82668L87 928764 42859438 SH SHARED 42859438 D SIGNET GROUP PLC SP ADR REP 10 82668L87 775 35785 SH SHARED 01 35785 D SIGNET GROUP PLC SP ADR REP 10 82668L87 1815 83761 SH SHARED 02 83761 D SIGNET GROUP PLC SP ADR REP 10 82668L87 195030 9000000 SH SHARED 04 9000000 D SIGNET GROUP PLC SP ADR REP 10 82668L87 288193 13299193 SH SHARED 05 11776511 1522682 D SIGNET GROUP PLC SP ADR REP 10 82668L87 2901 133915 SH SHARED 06 133915 D SIGNET GROUP PLC SP ADR REP 10 82668L87 10381 479063 SH SHARED 10 479063 D SIGNATURE BK NEW YORK N Y COM 82669G10 365 11300 SH SHARED 11300 D SIGNATURE BK NEW YORK N Y COM 82669G10 38 1200 SH SHARED 02 1200 D SILICON LABORATORIES INC COM 82691910 7529 213239 SH SHARED 213239 D SILICON LABORATORIES INC COM 82691910 1073 30400 SH SHARED 01 30400 D SILICON LABORATORIES INC COM 82691910 569 16141 SH SHARED 02 16141 D SILGAN HOLDINGS INC COM 82704810 1552 25463 SH SHARED 25463 D SILGAN HOLDINGS INC COM 82704810 12018 197150 SH SHARED 01 197150 D SILGAN HOLDINGS INC COM 82704810 8 143 SH SHARED 02 143 D SILGAN HOLDINGS INC COM 82704810 652 10700 SH SHARED 10 10700 D SILICON IMAGE INC COM 82705T10 2213 134447 SH SHARED 134447 D SILICON IMAGE INC COM 82705T10 5428 329800 SH SHARED 01 329800 D SILICON IMAGE INC COM 82705T10 89 5424 SH SHARED 02 5424 D SILICON IMAGE INC COM 82705T10 1741 105800 SH SHARED 10 105800 D SILICON GRAPHICS INC NOTE 6.500% 6/0 827056AE 21090 15283000 PRN SHARED 15283000 D SILICON GRAPHICS INC COM 82705610 1970 1138776 SH SHARED 1124276 14500 D SILICON GRAPHICS INC COM 82705610 14 8506 SH SHARED 02 8506 D SILICON GRAPHICS INC COM 82705610 173 100500 SH SHARED 10 100500 D SILICON STORAGE TECHNOLOGY I COM 82705710 1203 202339 SH SHARED 202339 D SILICON STORAGE TECHNOLOGY I COM 82705710 45 7636 SH SHARED 02 7636 D SILICON STORAGE TECHNOLOGY I COM 82705710 180 30300 SH SHARED 10 30300 D SILICON VY BANCSHARES COM 82706410 4225 94279 SH SHARED 94279 D SILICON VY BANCSHARES COM 82706410 7467 166600 SH SHARED 01 166600 D SILICON VY BANCSHARES COM 82706410 462 10309 SH SHARED 02 10309 D SILICON VY BANCSHARES COM 82706410 3675 82000 SH SHARED 10 82000 D SILICONIX INC COM NEW 82707920 507 13908 SH SHARED 13908 D SILICONIX INC COM NEW 82707920 478 13100 SH SHARED 01 13100 D SILICONIX INC COM NEW 82707920 7 202 SH SHARED 02 202 D SILICONIX INC COM NEW 82707920 346 9500 SH SHARED 10 9500 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 10794 2632743 SH SHARED 2632743 D SILVER STD RES INC COM 82823L10 94 7833 SH SHARED 333 7500 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 768 26535 SH SHARED 26535 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 37 1300 SH SHARED 01 1300 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 0 4 SH SHARED 02 4 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 167 5800 SH SHARED 10 5800 D SIMON PPTY GROUP INC NEW COM 82880610 43969 679910 SH SHARED 679910 D SIMON PPTY GROUP INC NEW COM 82880610 679 10500 SH SHARED 01 10500 D SIMON PPTY GROUP INC NEW COM 82880610 4595 71065 SH SHARED 02 71065 D SIMON PPTY GROUP INC NEW COM 82880610 794422 12284251 SH SHARED 11 12284251 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 32704 552261 SH SHARED 552261 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 747 12630 SH SHARED 01 11580 1050 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 132 2238 SH SHR/OTHR 01 498 1740 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 418 7061 SH SHARED 02 7061 D SIMPLETECH INC COM 82882310 449 97623 SH SHARED 97623 D SIMPLETECH INC COM 82882310 1 305 SH SHARED 02 305 D SIMPLETECH INC COM 82882310 33 7200 SH SHARED 10 7200 D SIMPSON MANUFACTURING CO INC COM 82907310 2326 66659 SH SHARED 66659 D SIMPSON MANUFACTURING CO INC COM 82907310 83 2402 SH SHARED 02 2402 D SIMPSON MANUFACTURING CO INC COM 82907310 568 16300 SH SHARED 10 16300 D SINA CORP NOTE 7/1 82922RAB 3732 2500000 PRN SHARED 02 2500000 D SINCLAIR BROADCAST GROUP INC NOTE 4.875% 7/1 829226AU 1 2000 PRN SHARED 2000 D SINCLAIR BROADCAST GROUP INC CL A 82922610 1008 109509 SH SHARED 109509 D SINCLAIR BROADCAST GROUP INC CL A 82922610 7 809 SH SHARED 02 809 D SINCLAIR BROADCAST GROUP INC CL A 82922610 193 21018 SH SHARED 10 21018 D SINCLAIR BROADCAST GROUP INC PFD CV EXCH D 82922650 4905 112800 SH SHARED 112800 D SINGAPORE FD INC COM 82929L10 493 56455 SH SHARED 56455 D SINGAPORE FD INC COM 82929L10 257 29478 SH SHR/OTHR 01 29478 D SINGAPORE FD INC COM 82929L10 2108 240945 SH SHARED 02 240945 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 592 15890 SH SHARED 15890 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 914 24526 SH SHARED 02 24526 D SINOPEC BEIJING YANHUA PETRO SPON ADR H SHS 82935N10 107 4615 SH SHARED 4615 D SINOPEC BEIJING YANHUA PETRO SPON ADR H SHS 82935N10 154 6600 SH SHARED 02 6600 D SIRENZA MICRODEVICES INC COM 82966T10 541 82604 SH SHARED 82604 D SIRENZA MICRODEVICES INC COM 82966T10 35 5350 SH SHARED 02 5350 D SIRIUS SATELLITE RADIO INC NOTE 2.500% 2/1 82966UAC 19129 10170000 PRN SHARED 02 10170000 D SIRIUS SATELLITE RADIO INC NOTE 3.250%10/1 82966UAD 1712 1000000 PRN SHARED 1000000 D SIRIUS SATELLITE RADIO INC COM 82966U10 32583 4276100 SH SHARED 4276100 D SIRIUS SATELLITE RADIO INC COM 82966U10 224 29500 SH SHARED 01 9000 20500 D SIRIUS SATELLITE RADIO INC COM 82966U10 57 7500 SH SHR/OTHR 01 7500 D SIRIUS SATELLITE RADIO INC COM 82966U10 3908 512952 SH SHARED 02 512952 D SIRIUS SATELLITE RADIO INC COM 82966U10 804 105598 SH SHARED 10 105598 D SIRNA THERAPEUTICS INC COM 82966910 36 11612 SH SHARED 02 11612 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 358 28185 SH SHARED 28185 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 124 9800 SH SHARED 01 9800 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 2 200 SH SHARED 02 200 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 54 4300 SH SHARED 10 4300 D SIRVA INC COM 82967Y10 636 33100 SH SHARED 02 33100 D SIRVA INC COM 82967Y10 138 7200 SH SHARED 10 7200 D SITEL CORP COM 82980K10 259 105361 SH SHARED 105361 D SITEL CORP COM 82980K10 46 18800 SH SHARED 10 18800 D SIPEX CORP COM 82990910 1078 230550 SH SHARED 230550 D SIPEX CORP COM 82990910 169 36237 SH SHARED 36237 D SIPEX CORP COM 82990910 6 1404 SH SHARED 02 1404 D SIPEX CORP COM 82990910 49 10506 SH SHARED 10 10506 D SIX FLAGS INC NOTE 4.500% 5/1 83001PAJ 0 500 PRN SHARED 500 D SIX FLAGS INC COM 83001P10 1086 202306 SH SHARED 202306 D SIX FLAGS INC COM 83001P10 7553 1406701 SH SHARED 02 1406701 D SIX FLAGS INC COM 83001P10 189 35200 SH SHARED 10 35200 D SIZELER PPTY INVS INC COM 83013710 7 611 SH SHARED 611 D SIZELER PPTY INVS INC COM 83013710 30 2615 SH SHARED 02 2615 D SKECHERS U S A INC CL A 83056610 634 48959 SH SHARED 48959 D SKECHERS U S A INC CL A 83056610 4703 362900 SH SHARED 01 362900 D SKECHERS U S A INC CL A 83056610 1420 109643 SH SHARED 02 109643 D SKECHERS U S A INC CL A 83056610 1671 128989 SH SHARED 10 128989 D SKY FINL GROUP INC COM 83080P10 3 134 SH SHARED 134 D SKY FINL GROUP INC COM 83080P10 168 5892 SH SHARED 01 528 5364 D SKY FINL GROUP INC COM 83080P10 595 20778 SH SHARED 02 20778 D SKYEPHARMA PLC SPONSORED ADR 83080810 237 18938 SH SHARED 02 18938 D SKYLINE CORP COM 83083010 550 13491 SH SHARED 13491 D SKYLINE CORP COM 83083010 204 5000 SH SHARED 01 5000 D SKYLINE CORP COM 83083010 4 102 SH SHARED 02 102 D SKYLINE CORP COM 83083010 85 2100 SH SHARED 10 2100 D SKYWEST INC COM 83087910 2583 128809 SH SHARED 128809 D SKYWEST INC COM 83087910 2068 103100 SH SHARED 01 103100 D SKYWEST INC COM 83087910 8 416 SH SHARED 02 416 D SKYWEST INC COM 83087910 511 25500 SH SHARED 10 25500 D SKYWORKS SOLUTIONS INC NOTE 4.750%11/1 83088MAB 20272 16590000 PRN SHARED 16590000 D SKYWORKS SOLUTIONS INC NOTE 4.750%11/1 83088MAB 2362 1933000 PRN SHARED 02 1933000 D SKYWORKS SOLUTIONS INC COM 83088M10 3412 361867 SH SHARED 361867 D SKYWORKS SOLUTIONS INC COM 83088M10 3063 324895 SH SHARED 01 315100 9795 D SKYWORKS SOLUTIONS INC COM 83088M10 56 6041 SH SHARED 02 6041 D SKYWORKS SOLUTIONS INC COM 83088M10 549 58300 SH SHARED 10 58300 D SKILLSOFT PLC SPONSORED ADR 83092810 125 22298 SH SHARED 22298 D SKILLSOFT PLC SPONSORED ADR 83092810 56 10000 SH SHARED 01 10000 D SKILLSOFT PLC SPONSORED ADR 83092810 244 43186 SH SHARED 02 43186 D SMART & FINAL INC COM 83168310 411 28586 SH SHARED 28586 D SMART & FINAL INC COM 83168310 143 10003 SH SHARED 02 10003 D SMART & FINAL INC COM 83168310 56 3900 SH SHARED 10 3900 D SMARTPROS LTD COM 83171G10 20 5499 SH SHARED 01 5499 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 194 3759 SH SHARED 3759 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 1231 23800 SH SHARED 01 23800 D SMITH A O COM 83186520 3577 119488 SH SHARED 119488 D SMITH A O COM 83186520 83 2800 SH SHARED 01 2800 D SMITH A O COM 83186520 0 4 SH SHARED 02 4 D SMITH A O COM 83186520 196 6560 SH SHARED 10 6560 D SMITH INTL INC COM 83211010 8917 163896 SH SHARED 163896 D SMITH INTL INC COM 83211010 1626 29900 SH SHARED 01 29900 D SMITH INTL INC COM 83211010 3287 60417 SH SHARED 02 60417 D SMITH INTL INC COM 83211010 59 1100 SH SHARED 06 1100 D SMITH INTL INC COM 83211010 2457 45160 SH SHARED 10 45160 D SMITH MICRO SOFTWARE INC COM 83215410 46 5204 SH SHARED 5204 D SMITHFIELD FOODS INC COM 83224810 7491 253166 SH SHARED 253166 D SMITHFIELD FOODS INC COM 83224810 911 30800 SH SHARED 01 30800 D SMITHFIELD FOODS INC COM 83224810 5400 182505 SH SHARED 02 182505 D SMITHTOWN BANCORP INC COM 83244910 294 9264 SH SHARED 9264 D SMITHTOWN BANCORP INC COM 83244910 120 3800 SH SHARED 01 3800 D SMITHTOWN BANCORP INC COM 83244910 6 200 SH SHARED 02 200 D SMITHTOWN BANCORP INC COM 83244910 47 1500 SH SHARED 10 1500 D SMITHWAY MTR XPRESS CORP CL A 83265310 52 7288 SH SHARED 02 7288 D SMUCKER J M CO COM NEW 83269640 3905 82970 SH SHARED 82970 D SMUCKER J M CO COM NEW 83269640 853 18140 SH SHARED 01 17484 656 D SMUCKER J M CO COM NEW 83269640 175 3737 SH SHR/OTHR 01 2320 1417 D SMUCKER J M CO COM NEW 83269640 943 20053 SH SHARED 02 20053 D SMURFIT-STONE CONTAINER CORP COM 83272710 17985 962809 SH SHARED 949147 13662 D SMURFIT-STONE CONTAINER CORP COM 83272710 3805 203695 SH SHARED 01 203695 D SMURFIT-STONE CONTAINER CORP COM 83272710 797 42701 SH SHARED 02 42701 D SMURFIT-STONE CONTAINER CORP COM 83272710 37 2000 SH SHARED 06 2000 D SMURFIT-STONE CONTAINER CORP COM 83272710 6215 332730 SH SHARED 10 332730 D SNAP ON INC COM 83303410 4745 138100 SH SHARED 138100 D SNAP ON INC COM 83303410 190 5549 SH SHARED 01 5549 D SNAP ON INC COM 83303410 730 21248 SH SHARED 02 21248 D SNAP ON INC COM 83303410 1576 45888 SH SHARED 10 45888 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 54 883 SH SHARED 883 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 2086 33700 SH SHARED 01 33700 D SOCKET COMMUNICATIONS INC COM 83367210 0 88 SH SHARED 88 D SOHU COM INC COM 83408W10 8186 462274 SH SHARED 462274 D SOHU COM INC COM 83408W10 269 15200 SH SHARED 01 15200 D SOHU COM INC COM 83408W10 340 19205 SH SHARED 02 19205 D SOHU COM INC COM 83408W10 253 14300 SH SHARED 10 14300 D SOLA INTL INC COM 83409210 1825 66271 SH SHARED 66271 D SOLA INTL INC COM 83409210 3401 123500 SH SHARED 01 123500 D SOLA INTL INC COM 83409210 19737 716700 SH SHARED 02 716700 D SOLA INTL INC COM 83409210 385 14000 SH SHARED 10 14000 D SOLECTRON CORP COM 83418210 15702 2945971 SH SHARED 2945971 D SOLECTRON CORP COM 83418210 292 54900 SH SHARED 01 54900 D SOLECTRON CORP COM 83418210 1 220 SH SHR/OTHR 01 220 D SOLECTRON CORP COM 83418210 3148 590722 SH SHARED 02 590722 D SOLECTRON CORP COM 83418210 266 50000 SH SHARED 04 50000 D SOLECTRON CORP COM 83418210 6 1200 SH SHARED 05 1200 D SOLECTRON CORP COM 83418210 41 7800 SH SHARED 06 7800 D SOLECTRON CORP COM 83418210 8434 1582535 SH SHARED 10 1582535 D SOMANETICS CORP COM NEW 83444540 8 537 SH SHARED 537 D SOMANETICS CORP COM NEW 83444540 69 4499 SH SHARED 02 4499 D SOMERA COMMUNICATION COM 83445810 0 11 SH SHARED 11 D SONIC AUTOMOTIVE INC CL A 83545G10 2373 95720 SH SHARED 95720 D SONIC AUTOMOTIVE INC CL A 83545G10 12 500 SH SHARED 01 500 D SONIC AUTOMOTIVE INC CL A 83545G10 27 1107 SH SHARED 02 1107 D SONIC AUTOMOTIVE INC CL A 83545G10 260 10500 SH SHARED 10 10500 D SONIC INNOVATIONS INC COM 83545M10 232 55758 SH SHARED 55758 D SONIC INNOVATIONS INC COM 83545M10 58 14078 SH SHARED 02 14078 D SONIC INNOVATIONS INC COM 83545M10 38 9200 SH SHARED 10 9200 D SONIC CORP COM 83545110 3710 121659 SH SHARED 121659 D SONIC CORP COM 83545110 176 5778 SH SHARED 01 5778 D SONIC CORP COM 83545110 144 4726 SH SHARED 02 4726 D SONIC CORP COM 83545110 782 25647 SH SHARED 10 25647 D SONIC SOLUTIONS COM 83546010 874 38985 SH SHARED 38985 D SONIC SOLUTIONS COM 83546010 3859 172000 SH SHARED 01 172000 D SONIC SOLUTIONS COM 83546010 118 5268 SH SHARED 02 5268 D SONIC SOLUTIONS COM 83546010 5663 252400 SH SHARED 10 252400 D SONICWALL INC COM 83547010 2450 387722 SH SHARED 387722 D SONICWALL INC COM 83547010 13 2100 SH SHARED 01 2100 D SONICWALL INC COM 83547010 251 39845 SH SHARED 02 39845 D SONICWALL INC COM 83547010 252 40000 SH SHARED 04 40000 D SONICWALL INC COM 83547010 172 27300 SH SHARED 10 27300 D SONOCO PRODS CO COM 83549510 7580 255682 SH SHARED 132282 123400 D SONOCO PRODS CO COM 83549510 25900 873513 SH SHARED 01 785913 87600 D SONOCO PRODS CO COM 83549510 1156 39019 SH SHARED 02 39019 D SONOCO PRODS CO COM 83549510 14904 502700 SH SHARED 04 502700 D SONOCO PRODS CO COM 83549510 132751 4477290 SH SHARED 10 4477290 D SONOSITE INC COM 83568G10 903 26600 SH SHARED 26600 D SONOSITE INC COM 83568G10 20 600 SH SHARED 01 600 D SONOSITE INC COM 83568G10 25 743 SH SHARED 02 743 D SONOSITE INC COM 83568G10 231 6828 SH SHARED 10 6828 D SONUS PHARMACEUTICALS INC COM 83569210 37 10567 SH SHARED 02 10567 D SONY CORP ADR NEW 83569930 14213 364811 SH SHARED 358811 6000 D SONY CORP ADR NEW 83569930 1260 32358 SH SHARED 01 32358 D SONY CORP ADR NEW 83569930 922 23666 SH SHARED 02 23666 D SOTHEBYS HLDGS INC CL A 83589810 2988 164587 SH SHARED 164587 D SOTHEBYS HLDGS INC CL A 83589810 190 10500 SH SHARED 01 9500 1000 D SOTHEBYS HLDGS INC CL A 83589810 376 20711 SH SHARED 02 20711 D SOTHEBYS HLDGS INC CL A 83589810 317 17483 SH SHARED 10 17483 D SONUS NETWORKS INC COM 83591610 406 71000 SH SHARED 71000 D SONUS NETWORKS INC COM 83591610 5120 893648 SH SHARED 02 893648 D SONUS NETWORKS INC COM 83591610 731 127700 SH SHARED 10 127700 D SOUND FED BANCORP INC COM 83607V10 0 8 SH SHARED 02 8 D SOURCE INTERLINK COS INC COM NEW 83615120 474 35710 SH SHARED 35710 D SOURCE INTERLINK COS INC COM NEW 83615120 13 1004 SH SHARED 02 1004 D SOURCE INTERLINK COS INC COM NEW 83615120 132 10000 SH SHARED 10 10000 D SOURCECORP COM 83616710 643 33668 SH SHARED 33668 D SOURCECORP COM 83616710 0 4 SH SHARED 02 4 D SOURCECORP COM 83616710 121 6383 SH SHARED 10 6383 D SOUTH FINL GROUP INC COM 83784110 657 20214 SH SHARED 20214 D SOUTH FINL GROUP INC COM 83784110 40 1255 SH SHARED 01 1255 D SOUTH FINL GROUP INC COM 83784110 234 7205 SH SHARED 02 7205 D SOUTH FINL GROUP INC COM 83784110 36 1130 SH SHARED 05 1130 D SOUTH JERSEY INDS INC COM 83851810 1323 25178 SH SHARED 25178 D SOUTH JERSEY INDS INC COM 83851810 517 9850 SH SHARED 01 9400 450 D SOUTH JERSEY INDS INC COM 83851810 0 3 SH SHARED 02 3 D SOUTH JERSEY INDS INC COM 83851810 346 6600 SH SHARED 10 6600 D SOUTHERN CO COM 84258710 141372 4217553 SH SHARED 4217553 D SOUTHERN CO COM 84258710 14574 434794 SH SHARED 01 165181 269613 D SOUTHERN CO COM 84258710 2209 65902 SH SHR/OTHR 01 4000 61902 D SOUTHERN CO COM 84258710 9676 288669 SH SHARED 02 288669 D SOUTHERN CO COM 84258710 24302 725000 SH SHARED 04 725000 D SOUTHERN CO COM 84258710 20 600 SH SHARED 05 600 D SOUTHERN CO COM 84258710 447 13350 SH SHARED 06 13350 D SOUTHERN CO COM 84258710 26162 780503 SH SHARED 10 780503 D SOUTHERN CMNTY FINL CORP COM 84263210 279 27000 SH SHARED 27000 D SOUTHERN CMNTY FINL CORP COM 84263210 29 2824 SH SHARED 02 2824 D SOUTHERN CMNTY FINL CORP COM 84263210 31 3000 SH SHARED 10 3000 D SOUTHERN MO BANCORP INC COM 84338010 24 1300 SH SHARED 02 1300 D SOUTHERN PERU COPPER CORP COM 84361110 1282 27159 SH SHARED 27159 D SOUTHERN PERU COPPER CORP COM 84361110 2185 46300 SH SHARED 01 46300 D SOUTHERN PERU COPPER CORP COM 84361110 746 15802 SH SHARED 02 15802 D SOUTHERN UN CO NEW COM 84403010 3426 142875 SH SHARED 142875 D SOUTHERN UN CO NEW COM 84403010 712 29722 SH SHARED 01 29722 D SOUTHERN UN CO NEW COM 84403010 501 20901 SH SHARED 02 20901 D SOUTHERN UN CO NEW COM 84403010 824 34389 SH SHARED 10 34389 D SOUTHSIDE BANCSHARES INC COM 84470P10 389 17037 SH SHARED 17037 D SOUTHSIDE BANCSHARES INC COM 84470P10 49 2157 SH SHARED 10 2157 D SOUTHWEST AIRLS CO COM 84474110 32560 2000039 SH SHARED 1987639 12400 D SOUTHWEST AIRLS CO COM 84474110 3349 205763 SH SHARED 01 99636 106127 D SOUTHWEST AIRLS CO COM 84474110 24 1500 SH SHR/OTHR 01 1500 D SOUTHWEST AIRLS CO COM 84474110 13806 848083 SH SHARED 02 847983 100 D SOUTHWEST AIRLS CO COM 84474110 4 300 SH SHARED 05 300 D SOUTHWEST AIRLS CO COM 84474110 181 11141 SH SHARED 06 11141 D SOUTHWEST AIRLS CO COM 84474110 12685 779188 SH SHARED 10 779188 D SOUTHWEST BANCORPORATION TEX COM 84476R10 2943 126369 SH SHARED 126369 D SOUTHWEST BANCORPORATION TEX COM 84476R10 1510 64842 SH SHARED 01 64842 D SOUTHWEST BANCORPORATION TEX COM 84476R10 97 4169 SH SHARED 02 4169 D SOUTHWEST BANCORPORATION TEX COM 84476R10 1474 63300 SH SHARED 10 63300 D SOUTHWEST BANCORP INC OKLA COM 84476710 484 19715 SH SHARED 19715 D SOUTHWEST BANCORP INC OKLA COM 84476710 27 1100 SH SHARED 01 1100 D SOUTHWEST BANCORP INC OKLA COM 84476710 408 16616 SH SHARED 02 16616 D SOUTHWEST BANCORP INC OKLA COM 84476710 152 6200 SH SHARED 10 6200 D SOUTHWEST GAS CORP COM 84489510 1927 75894 SH SHARED 75894 D SOUTHWEST GAS CORP COM 84489510 43 1700 SH SHARED 01 1700 D SOUTHWEST GAS CORP COM 84489510 7 309 SH SHARED 02 309 D SOUTHWEST GAS CORP COM 84489510 363 14312 SH SHARED 10 14312 D SOUTHWEST WTR CO COM 84533110 446 33166 SH SHARED 33166 D SOUTHWEST WTR CO COM 84533110 28 2100 SH SHARED 01 2100 D SOUTHWEST WTR CO COM 84533110 0 1 SH SHARED 02 1 D SOUTHWEST WTR CO COM 84533110 96 7167 SH SHARED 10 7167 D SOUTHWESTERN ENERGY CO COM 84546710 4161 82096 SH SHARED 82096 D SOUTHWESTERN ENERGY CO COM 84546710 30569 603071 SH SHARED 01 520546 1700 80825 D SOUTHWESTERN ENERGY CO COM 84546710 30 600 SH SHR/OTHR 01 600 D SOUTHWESTERN ENERGY CO COM 84546710 0 10 SH SHARED 02 10 D SOUTHWESTERN ENERGY CO COM 84546710 7279 143600 SH SHARED 10 143600 D SOVEREIGN BANCORP INC COM 84590510 111707 4953750 SH SHARED 4953750 D SOVEREIGN BANCORP INC COM 84590510 628 27863 SH SHARED 01 23081 4782 D SOVEREIGN BANCORP INC COM 84590510 106 4737 SH SHR/OTHR 01 4737 D SOVEREIGN BANCORP INC COM 84590510 65936 2924023 SH SHARED 02 2924023 D SOVEREIGN BANCORP INC COM 84590510 514 22800 SH SHARED 04 22800 D SOVEREIGN BANCORP INC COM 84590510 81 3600 SH SHARED 06 3600 D SOVEREIGN BANCORP INC COM 84590510 105382 4673276 SH SHARED 10 4673276 D SOVRAN SELF STORAGE INC COM 84610H10 1414 33561 SH SHARED 33561 D SOVRAN SELF STORAGE INC COM 84610H10 1719 40800 SH SHARED 01 40800 D SOVRAN SELF STORAGE INC COM 84610H10 8 204 SH SHARED 02 204 D SOVRAN SELF STORAGE INC COM 84610H10 294 7000 SH SHARED 10 7000 D SOVRAN SELF STORAGE INC COM 84610H10 2793 66300 SH SHARED 11 66300 D SPACEHAB INC NOTE 8.000%10/1 846243AC 376 500000 PRN SHARED 500000 D SPACEHAB INC COM 84624310 9 4400 SH SHARED 4400 D SPANISH BROADCASTING SYS INC CL A 84642588 1337 126610 SH SHARED 126610 D SPANISH BROADCASTING SYS INC CL A 84642588 9 900 SH SHARED 01 900 D SPANISH BROADCASTING SYS INC CL A 84642588 522 49518 SH SHARED 02 49518 D SPANISH BROADCASTING SYS INC CL A 84642588 190 17998 SH SHARED 10 17998 D SPARTAN MTRS INC COM 84681910 72 6065 SH SHARED 6065 D SPARTAN STORES INC COM 84682210 38 5785 SH SHARED 5785 D SPARTECH CORP COM NEW 84722020 1312 48465 SH SHARED 48465 D SPARTECH CORP COM NEW 84722020 66 2470 SH SHARED 01 2470 D SPARTECH CORP COM NEW 84722020 5 206 SH SHARED 02 206 D SPARTECH CORP COM NEW 84722020 243 9000 SH SHARED 10 9000 D SPATIALIGHT INC COM 84724810 566 63246 SH SHARED 63246 D SPATIALIGHT INC COM 84724810 8 1000 SH SHARED 02 1000 D SPATIALIGHT INC COM 84724810 106 11900 SH SHARED 10 11900 D SPECIALTY LABORATORIES INC COM 84749R10 433 39238 SH SHARED 39238 D SPECIALTY LABORATORIES INC COM 84749R10 12 1100 SH SHARED 01 1100 D SPECIALTY LABORATORIES INC COM 84749R10 217 19702 SH SHARED 02 19702 D SPECIALTY LABORATORIES INC COM 84749R10 33 3000 SH SHARED 10 3000 D SPECTRALINK CORP COM 84758010 675 47655 SH SHARED 47655 D SPECTRALINK CORP COM 84758010 54 3808 SH SHARED 02 3808 D SPECTRALINK CORP COM 84758010 137 9700 SH SHARED 10 9700 D SPECTRANETICS CORP COM 84760C10 71 12750 SH SHARED 12750 D SPECTRASITE INC COM 84761M10 1158 20000 SH SHARED 20000 D SPECTRASITE INC COM 84761M10 69 1200 SH SHARED 01 1200 D SPECTRASITE INC COM 84761M10 2866 49500 SH SHARED 02 49500 D SPECTRASITE INC COM 84761M10 277 4800 SH SHARED 10 4800 D SPECTRUM SIGNAL PROCESSING I COM 84763F10 69 27540 SH SHARED 27540 D SPEEDWAY MOTORSPORTS INC COM 84778810 1113 28414 SH SHARED 28414 D SPEEDWAY MOTORSPORTS INC COM 84778810 62 1600 SH SHARED 01 1600 D SPEEDWAY MOTORSPORTS INC COM 84778810 11 304 SH SHARED 02 304 D SPEEDWAY MOTORSPORTS INC COM 84778810 217 5554 SH SHARED 10 5554 D SPHERION CORP COM 84842010 45 5400 SH SHARED 5400 D SPHERION CORP COM 84842010 1307 155652 SH SHARED 155652 D SPHERION CORP COM 84842010 0 15 SH SHARED 02 15 D SPHERION CORP COM 84842010 189 22543 SH SHARED 10 22543 D SPINNAKER EXPL CO COM 84855W10 2732 77910 SH SHARED 77910 D SPINNAKER EXPL CO COM 84855W10 4671 133200 SH SHARED 01 133200 D SPINNAKER EXPL CO COM 84855W10 0 8 SH SHARED 02 8 D SPINNAKER EXPL CO COM 84855W10 406 11580 SH SHARED 10 11580 D SPIRENT PLC SPONS ADR NEW 84856M20 3 600 SH SHARED 600 D SPORTSMANS GUIDE INC COM NEW 84890720 127 5685 SH SHARED 5685 D SPORTSMANS GUIDE INC COM NEW 84890720 286 12731 SH SHARED 02 12731 D SPORTS AUTH INC NEW COM 84917U10 4614 179195 SH SHARED 179195 D SPORTS AUTH INC NEW COM 84917U10 2 100 SH SHARED 01 100 D SPORTS AUTH INC NEW COM 84917U10 7 306 SH SHARED 02 306 D SPORTS AUTH INC NEW COM 84917U10 212 8249 SH SHARED 10 8249 D SPORTS RESORTS INTL INC COM 84918U10 7 2500 SH SHARED 2500 D SPORTS RESORTS INTL INC COM 84918U10 0 34 SH SHARED 02 34 D SPORTS RESORTS INTL INC COM 84918U10 10 3700 SH SHARED 10 3700 D SPRINT CORP COM FON 85206110 285 11500 SH SHARED 11500 D SPRINT CORP COM FON 85206110 105187 4232915 SH SHARED 4197965 34950 D SPRINT CORP COM FON 85206110 76826 3091625 SH SHARED 01 1067925 1899200 124500 D SPRINT CORP COM FON 85206110 290 11700 SH SHR/OTHR 01 10450 1250 D SPRINT CORP COM FON 85206110 75657 3044548 SH SHARED 02 3044548 D SPRINT CORP COM FON 85206110 15936 641300 SH SHARED 03 641300 D SPRINT CORP COM FON 85206110 20998 845000 SH SHARED 04 845000 D SPRINT CORP COM FON 85206110 11879 478030 SH SHARED 05 442800 35230 D SPRINT CORP COM FON 85206110 4097 164889 SH SHARED 06 164889 D SPRINT CORP COM FON 85206110 596 24000 SH SHARED 07 24000 D SPRINT CORP COM FON 85206110 1463 58900 SH SHARED 09 58900 D SPRINT CORP COM FON 85206110 32850 1321938 SH SHARED 10 1321938 D SS&C TECHNOLOGIES INC COM 85227Q10 714 34583 SH SHARED 34583 D SS&C TECHNOLOGIES INC COM 85227Q10 4590 222300 SH SHARED 01 222300 D SS&C TECHNOLOGIES INC COM 85227Q10 12 600 SH SHARED 02 600 D SS&C TECHNOLOGIES INC COM 85227Q10 1294 62700 SH SHARED 10 62700 D STAAR SURGICAL CO COM PAR $0.01 85231230 82 13083 SH SHARED 13083 D STAAR SURGICAL CO COM PAR $0.01 85231230 4 693 SH SHARED 02 693 D STAGE STORES INC *W EXP 08/23/200 85254C12 1394 52246 SH SHARED 52246 D STAGE STORES INC *W EXP 08/23/200 85254C13 115 5225 SH SHARED 5225 D STAGE STORES INC *W EXP 08/23/200 85254C13 438 19775 SH SHARED 02 19775 D STAGE STORES INC COM NEW 85254C30 1575 37941 SH SHARED 37941 D STAGE STORES INC COM NEW 85254C30 4961 119500 SH SHARED 01 119500 D STAGE STORES INC COM NEW 85254C30 909 21903 SH SHARED 02 21903 D STAGE STORES INC COM NEW 85254C30 1341 32300 SH SHARED 10 32300 D STAKTEK HLDGS INC COM 85256P10 88 19037 SH SHARED 19037 D STAKTEK HLDGS INC COM 85256P10 0 200 SH SHARED 02 200 D STAMPS COM INC COM NEW 85285720 499 31535 SH SHARED 31535 D STAMPS COM INC COM NEW 85285720 23 1500 SH SHARED 01 1500 D STAMPS COM INC COM NEW 85285720 12 803 SH SHARED 02 803 D STAMPS COM INC COM NEW 85285720 117 7400 SH SHARED 10 7400 D STANCORP FINL GROUP INC COM 85289110 231 2800 SH SHARED 2800 D STANCORP FINL GROUP INC COM 85289110 2737 33185 SH SHARED 33185 D STANCORP FINL GROUP INC COM 85289110 644 7812 SH SHARED 01 7500 312 D STANCORP FINL GROUP INC COM 85289110 820 9943 SH SHARED 02 9943 D STANDARD COML CORP COM 85325810 435 22373 SH SHARED 22373 D STANDARD COML CORP COM 85325810 19 990 SH SHARED 01 990 D STANDARD COML CORP COM 85325810 2 103 SH SHARED 02 103 D STANDARD COML CORP COM 85325810 66 3400 SH SHARED 10 3400 D STANDARD MANAGEMENT CORP COM 85361210 859 262887 SH SHARED 01 262887 D STANDARD MANAGEMENT CORP COM 85361210 100 30761 SH SHARED 02 30761 D STANDARD MICROSYSTEMS CORP COM 85362610 791 44381 SH SHARED 44381 D STANDARD MICROSYSTEMS CORP COM 85362610 4486 251620 SH SHARED 01 251620 D STANDARD MICROSYSTEMS CORP COM 85362610 35 2004 SH SHARED 02 2004 D STANDARD MICROSYSTEMS CORP COM 85362610 1211 67961 SH SHARED 10 67961 D STANDARD MTR PRODS INC COM 85366610 459 29061 SH SHARED 29061 D STANDARD MTR PRODS INC COM 85366610 244 15497 SH SHARED 02 15497 D STANDARD MTR PRODS INC COM 85366610 56 3600 SH SHARED 10 3600 D STANDARD PAC CORP NEW COM 85375C10 320 5000 SH SHARED 5000 D STANDARD PAC CORP NEW COM 85375C10 7994 124640 SH SHARED 124640 D STANDARD PAC CORP NEW COM 85375C10 75 1170 SH SHARED 01 1170 D STANDARD PAC CORP NEW COM 85375C10 571 8909 SH SHARED 02 8909 D STANDARD REGISTER CO COM 85388710 300 21269 SH SHARED 21269 D STANDARD REGISTER CO COM 85388710 0 27 SH SHARED 02 27 D STANDARD REGISTER CO COM 85388710 73 5200 SH SHARED 10 5200 D STANDEX INTL CORP COM 85423110 675 23700 SH SHARED 23700 D STANDEX INTL CORP COM 85423110 42 1480 SH SHARED 01 1480 D STANDEX INTL CORP COM 85423110 0 5 SH SHARED 02 5 D STANDEX INTL CORP COM 85423110 102 3600 SH SHARED 10 3600 D STANLEY FURNITURE INC COM NEW 85430520 656 14600 SH SHARED 14600 D STANLEY FURNITURE INC COM NEW 85430520 4 105 SH SHARED 02 105 D STANLEY FURNITURE INC COM NEW 85430520 130 2900 SH SHARED 10 2900 D STANLEY WKS COM 85461610 32612 665700 SH SHARED 665700 D STANLEY WKS COM 85461610 4406 89945 SH SHARED 01 52400 37545 D STANLEY WKS COM 85461610 93 1900 SH SHR/OTHR 01 1900 D STANLEY WKS COM 85461610 1805 36858 SH SHARED 02 36858 D STANLEY WKS COM 85461610 36 750 SH SHARED 06 750 D STANLEY WKS COM 85461610 4178 85303 SH SHARED 10 85303 D STAPLES INC COM 85503010 80447 2386464 SH SHARED 2369570 16894 D STAPLES INC COM 85503010 119769 3552925 SH SHARED 01 889297 2221900 441728 D STAPLES INC COM 85503010 856 25400 SH SHR/OTHR 01 11000 14400 D STAPLES INC COM 85503010 6468 191898 SH SHARED 02 191898 D STAPLES INC COM 85503010 19956 592000 SH SHARED 03 592000 D STAPLES INC COM 85503010 3994 118500 SH SHARED 04 118500 D STAPLES INC COM 85503010 13810 409673 SH SHARED 05 366043 43630 D STAPLES INC COM 85503010 3638 107950 SH SHARED 06 107950 D STAPLES INC COM 85503010 615 18246 SH SHARED 07 18246 D STAPLES INC COM 85503010 1560 46300 SH SHARED 09 46300 D STAPLES INC COM 85503010 114911 3408814 SH SHARED 10 3408814 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 558 75000 SH SHARED 75000 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 9 1311 SH SHARED 02 1311 D STAR SCIENTIFIC INC COM 85517P10 261 51341 SH SHARED 51341 D STAR SCIENTIFIC INC COM 85517P10 6 1310 SH SHARED 02 1310 D STAR SCIENTIFIC INC COM 85517P10 57 11300 SH SHARED 10 11300 D STARBUCKS CORP COM 85524410 7196 115400 SH SHARED 115400 D STARBUCKS CORP COM 85524410 190200 3050033 SH SHARED 3048133 1900 D STARBUCKS CORP COM 85524410 4168 66852 SH SHARED 01 46800 20052 D STARBUCKS CORP COM 85524410 28 461 SH SHR/OTHR 01 461 D STARBUCKS CORP COM 85524410 20426 327562 SH SHARED 02 327562 D STARBUCKS CORP COM 85524410 1247 20000 SH SHARED 04 20000 D STARBUCKS CORP COM 85524410 18 300 SH SHARED 05 300 D STARBUCKS CORP COM 85524410 439 7050 SH SHARED 06 7050 D STARBUCKS CORP COM 85524410 33008 529324 SH SHARED 10 529324 D STARCRAFT CORP COM 85526910 31 2278 SH SHARED 2278 D STARRETT L S CO CL A 85566810 4 200 SH SHARED 02 200 D STARTEK INC COM 85569C10 1081 38007 SH SHARED 38007 D STARTEK INC COM 85569C10 19 700 SH SHARED 01 700 D STARTEK INC COM 85569C10 17 603 SH SHARED 02 603 D STARTEK INC COM 85569C10 157 5525 SH SHARED 10 5525 D STATE AUTO FINL CORP COM 85570710 10390 401950 SH SHARED 401950 D STATE AUTO FINL CORP COM 85570710 46 1800 SH SHARED 01 1800 D STATE AUTO FINL CORP COM 85570710 2 104 SH SHARED 02 104 D STATE AUTO FINL CORP COM 85570710 111 4300 SH SHARED 10 4300 D STATE BANCORP INC N.Y COM 85571610 396 14434 SH SHARED 14434 D STATE BANCORP INC N.Y COM 85571610 17 633 SH SHARED 02 633 D STATE BANCORP INC N.Y COM 85571610 51 1881 SH SHARED 10 1881 D STARWOOD HOTELS&RESORTS WRLD NOTE 3.500% 5/1 85590AAJ 620 500000 PRN SHARED 02 500000 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 40565 694617 SH SHARED 694617 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 1454 24900 SH SHARED 01 24900 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 23 400 SH SHR/OTHR 01 400 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 5813 99548 SH SHARED 02 99548 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 584 10000 SH SHARED 04 10000 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 11 200 SH SHARED 05 200 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 876 15000 SH SHARED 06 15000 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 14224 243569 SH SHARED 10 243569 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 306464 5247688 SH SHARED 11 5247688 D STATE FINL SVCS CORP CL A 85685510 311 10339 SH SHARED 10339 D STATE FINL SVCS CORP CL A 85685510 0 1 SH SHARED 02 1 D STATE FINL SVCS CORP CL A 85685510 87 2900 SH SHARED 10 2900 D STATE STR CORP COM 85747710 58272 1186333 SH SHARED 1178933 7400 D STATE STR CORP COM 85747710 32893 669648 SH SHARED 01 111411 558237 D STATE STR CORP COM 85747710 5815 118384 SH SHR/OTHR 01 4800 113584 D STATE STR CORP COM 85747710 8597 175031 SH SHARED 02 175031 D STATE STR CORP COM 85747710 14 300 SH SHARED 05 300 D STATE STR CORP COM 85747710 732 14910 SH SHARED 06 14910 D STATE STR CORP COM 85747710 18105 368590 SH SHARED 10 368590 D STATE STR CORP SPACES 85747720 17920 80000 SH SHARED 80000 D STATE STR CORP SPACES 85747720 23374 104349 SH SHARED 02 104349 D STATION CASINOS INC COM 85768910 3723 68096 SH SHARED 68096 D STATION CASINOS INC COM 85768910 17825 326000 SH SHARED 01 260500 65500 D STATION CASINOS INC COM 85768910 342 6257 SH SHARED 02 6257 D STATION CASINOS INC COM 85768910 10421 190597 SH SHARED 10 190597 D STATOIL ASA SPONSORED ADR 85771P10 3472 218671 SH SHARED 218671 D STATOIL ASA SPONSORED ADR 85771P10 2061 129825 SH SHARED 01 129825 D STATS CHIPPAC LTD SPONSORED ADR 85771T10 1108 180880 SH SHARED 180880 D STATS CHIPPAC LTD SPONSORED ADR 85771T10 0 89 SH SHARED 02 89 D STEAK N SHAKE CO COM 85787310 1122 55878 SH SHARED 55878 D STEAK N SHAKE CO COM 85787310 76 3787 SH SHARED 01 3787 D STEAK N SHAKE CO COM 85787310 18 906 SH SHARED 02 906 D STEAK N SHAKE CO COM 85787310 158 7875 SH SHARED 10 7875 D STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD 1432 627000 PRN SHARED 627000 D STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD 13824 6050000 PRN SHARED 02 6050000 D STEEL DYNAMICS INC COM 85811910 14384 379736 SH SHARED 379736 D STEEL DYNAMICS INC COM 85811910 6797 179460 SH SHARED 01 179460 D STEEL DYNAMICS INC COM 85811910 451 11916 SH SHARED 02 11916 D STEEL DYNAMICS INC COM 85811910 2129 56230 SH SHARED 10 56230 D STEEL TECHNOLOGIES INC COM 85814710 1021 37116 SH SHARED 37116 D STEEL TECHNOLOGIES INC COM 85814710 8 300 SH SHARED 02 300 D STEEL TECHNOLOGIES INC COM 85814710 140 5100 SH SHARED 10 5100 D STEELCASE INC CL A 85815520 40 2900 SH SHARED 2900 D STEELCASE INC CL A 85815520 756 54645 SH SHARED 54645 D STEELCASE INC CL A 85815520 68 4932 SH SHARED 02 4932 D STEIN MART INC COM 85837510 818 47962 SH SHARED 47962 D STEIN MART INC COM 85837510 5411 317200 SH SHARED 01 317200 D STEIN MART INC COM 85837510 1520 89149 SH SHARED 02 89149 D STEIN MART INC COM 85837510 1678 98396 SH SHARED 10 98396 D STEINWAY MUSICAL INSTRS INC COM 85849510 495 17112 SH SHARED 17112 D STEINWAY MUSICAL INSTRS INC COM 85849510 54 1900 SH SHARED 01 1900 D STEINWAY MUSICAL INSTRS INC COM 85849510 8 300 SH SHR/OTHR 01 300 D STEINWAY MUSICAL INSTRS INC COM 85849510 251 8702 SH SHARED 02 8702 D STEINWAY MUSICAL INSTRS INC COM 85849510 66 2300 SH SHARED 10 2300 D STELLENT INC COM 85856W10 325 36900 SH SHARED 36900 D STELLENT INC COM 85856W10 2 305 SH SHARED 02 305 D STELLENT INC COM 85856W10 80 9100 SH SHARED 10 9100 D STEMCELLS INC COM 85857R10 211 49900 SH SHARED 49900 D STEPAN CO COM 85858610 228 9361 SH SHARED 9361 D STEPAN CO COM 85858610 392 16100 SH SHARED 01 16100 D STEPAN CO COM 85858610 51 2102 SH SHARED 02 2102 D STEPAN CO COM 85858610 29 1200 SH SHARED 10 1200 D STERLING BANCSHARES INC COM 85890710 1368 95912 SH SHARED 95912 D STERLING BANCSHARES INC COM 85890710 1391 97500 SH SHARED 01 97500 D STERLING BANCSHARES INC COM 85890710 386 27063 SH SHARED 02 27063 D STERLING BANCSHARES INC COM 85890710 1254 87925 SH SHARED 10 87925 D STERICYCLE INC COM 85891210 2063 44906 SH SHARED 44906 D STERICYCLE INC COM 85891210 9005 195990 SH SHARED 01 39785 80 156125 D STERICYCLE INC COM 85891210 391 8524 SH SHR/OTHR 01 5800 2724 D STERICYCLE INC COM 85891210 755 16451 SH SHARED 02 16451 D STERICYCLE INC COM 85891210 353 7700 SH SHARED 10 7700 D STERIS CORP COM 85915210 232 9800 SH SHARED 9800 D STERIS CORP COM 85915210 5754 242610 SH SHARED 242610 D STERIS CORP COM 85915210 464 19600 SH SHARED 01 17800 1800 D STERIS CORP COM 85915210 462 19515 SH SHARED 02 19515 D STERIS CORP COM 85915210 633 26700 SH SHARED 10 26700 D STERLING BANCORP COM 85915810 899 31848 SH SHARED 31848 D STERLING BANCORP COM 85915810 11 423 SH SHARED 02 423 D STERLING BANCORP COM 85915810 188 6684 SH SHARED 10 6684 D STEREOTAXIS INC COM 85916J10 99 10100 SH SHARED 10100 D STERLING CAP CORP COM 85916010 1 203 SH SHARED 203 D STERLING FINL CORP COM 85931710 1116 38927 SH SHARED 38927 D STERLING FINL CORP COM 85931710 69 2433 SH SHARED 01 2433 D STERLING FINL CORP COM 85931710 0 5 SH SHARED 02 5 D STERLING FINL CORP COM 85931710 285 9943 SH SHARED 10 9943 D STERLING FINL CORP WASH COM 85931910 1719 43802 SH SHARED 43802 D STERLING FINL CORP WASH COM 85931910 2699 68755 SH SHARED 01 68755 D STERLING FINL CORP WASH COM 85931910 9 245 SH SHARED 02 245 D STERLING FINL CORP WASH COM 85931910 911 23229 SH SHARED 10 23229 D STEWART & STEVENSON SVCS INC COM 86034210 1045 51699 SH SHARED 51699 D STEWART & STEVENSON SVCS INC COM 86034210 1547 76500 SH SHARED 01 76500 D STEWART & STEVENSON SVCS INC COM 86034210 35 1762 SH SHARED 02 1762 D STEWART & STEVENSON SVCS INC COM 86034210 360 17800 SH SHARED 10 17800 D STEWART ENTERPRISES INC CL A 86037010 1510 216037 SH SHARED 216037 D STEWART ENTERPRISES INC CL A 86037010 2080 297600 SH SHARED 01 297600 D STEWART ENTERPRISES INC CL A 86037010 0 48 SH SHARED 02 48 D STEWART ENTERPRISES INC CL A 86037010 868 124300 SH SHARED 10 124300 D STEWART INFORMATION SVCS COR COM 86037210 1694 40689 SH SHARED 40689 D STEWART INFORMATION SVCS COR COM 86037210 6448 154820 SH SHARED 01 154820 D STEWART INFORMATION SVCS COR COM 86037210 8 204 SH SHARED 02 204 D STEWART INFORMATION SVCS COR COM 86037210 478 11500 SH SHARED 10 11500 D STIFEL FINL CORP COM 86063010 263 12573 SH SHARED 12573 D STIFEL FINL CORP COM 86063010 67 3200 SH SHARED 02 3200 D STILLWATER MNG CO COM 86074Q10 1248 110889 SH SHARED 99889 11000 D STILLWATER MNG CO COM 86074Q10 6183 549138 SH SHARED 01 549138 D STILLWATER MNG CO COM 86074Q10 0 12 SH SHARED 02 12 D STILLWATER MNG CO COM 86074Q10 1069 95000 SH SHARED 04 95000 D STILLWATER MNG CO COM 86074Q10 491 43636 SH SHARED 10 43636 D STMICROELECTRONICS N V NY REGISTRY 86101210 5206 269492 SH SHARED 266892 2600 D STMICROELECTRONICS N V NY REGISTRY 86101210 680 35200 SH SHARED 02 35200 D STMICROELECTRONICS N V NY REGISTRY 86101210 1738 90000 SH SHARED 04 90000 D STOLT OFFSHORE S A SP ADR REG COM 86156710 2808 433412 SH SHARED 433412 D STOLT OFFSHORE S A SP ADR REG COM 86156710 3370 520100 SH SHARED 04 520100 D STOLT OFFSHORE S A SP ADR REG COM 86156710 163 25250 SH SHARED 10 25250 D STONE ENERGY CORP COM 86164210 5121 113590 SH SHARED 113590 D STONE ENERGY CORP COM 86164210 6524 144700 SH SHARED 01 144700 D STONE ENERGY CORP COM 86164210 0 6 SH SHARED 02 6 D STONE ENERGY CORP COM 86164210 391 8679 SH SHARED 10 8679 D STONERIDGE INC COM 86183P10 426 28196 SH SHARED 28196 D STONERIDGE INC COM 86183P10 163 10800 SH SHARED 01 10800 D STONERIDGE INC COM 86183P10 0 44 SH SHARED 02 44 D STONERIDGE INC COM 86183P10 72 4800 SH SHARED 10 4800 D STONEPATH GROUP INC COM 86183710 0 19 SH SHARED 19 D STORA ENSO CORP SPON ADR REP R 86210M10 70 4606 SH SHARED 4606 D STORA ENSO CORP SPON ADR REP R 86210M10 51 3374 SH SHARED 01 2685 689 D STORA ENSO CORP SPON ADR REP R 86210M10 118 7780 SH SHARED 02 7780 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 6590 208495 SH SHARED 208495 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 1567 49600 SH SHARED 01 40600 9000 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 2917 92296 SH SHARED 02 92296 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 388 12300 SH SHARED 10 12300 D STRATASYS INC COM 86268510 659 19665 SH SHARED 19665 D STRATASYS INC COM 86268510 16 502 SH SHARED 02 502 D STRATASYS INC COM 86268510 149 4450 SH SHARED 10 4450 D STRATEGIC DIAGNOSTICS INC COM 86270010 0 15 SH SHARED 15 D STRATEGIC DIAGNOSTICS INC COM 86270010 5 1578 SH SHARED 05 1578 D STRATEGIC GLOBAL INCOME FD COM 86271910 78 5000 SH SHR/OTHR 01 5000 D STRATEGIC HOTEL CAP INC COM 86272T10 598 36284 SH SHARED 36284 D STRATEGIC HOTEL CAP INC COM 86272T10 77 4700 SH SHARED 01 4700 D STRATEGIC HOTEL CAP INC COM 86272T10 90 5500 SH SHARED 10 5500 D STRATEX NETWORKS INC COM 86279T10 847 375017 SH SHARED 375017 D STRATEX NETWORKS INC COM 86279T10 9 4222 SH SHARED 02 4222 D STRATEX NETWORKS INC COM 86279T10 73 32300 SH SHARED 10 32300 D STRATOS INTERNATIONAL INC COM NEW 86310020 92 21023 SH SHARED 21023 D STRATOS INTERNATIONAL INC COM NEW 86310020 1 358 SH SHARED 02 358 D STRATTEC SEC CORP COM 86311110 538 8604 SH SHARED 8604 D STRATTEC SEC CORP COM 86311110 72 1150 SH SHARED 01 1150 D STRATTEC SEC CORP COM 86311110 0 1 SH SHARED 02 1 D STRATTEC SEC CORP COM 86311110 75 1200 SH SHARED 10 1200 D STRAYER ED INC COM 86323610 3103 28268 SH SHARED 28268 D STRAYER ED INC COM 86323610 43 400 SH SHARED 01 400 D STRAYER ED INC COM 86323610 87 800 SH SHARED 02 700 100 D STRAYER ED INC COM 86323610 687 6260 SH SHARED 10 6260 D STREETTRACKS SER TR WILSHIRE REIT 86330E60 4482 23894 SH SHARED 23894 D STREETTRACKS GOLD TR GOLD SHS 86330710 4161 95000 SH SHARED 95000 D STREETTRACKS GOLD TR GOLD SHS 86330710 10862 248000 SH SHARED 02 248000 D STRIDE RITE CORP COM 86331410 789 70712 SH SHARED 70712 D STRIDE RITE CORP COM 86331410 59 5310 SH SHARED 01 5310 D STRIDE RITE CORP COM 86331410 6 593 SH SHARED 02 593 D STRIDE RITE CORP COM 86331410 199 17900 SH SHARED 10 17900 D STRYKER CORP COM 86366710 50135 1039077 SH SHARED 1039077 D STRYKER CORP COM 86366710 6248 129500 SH SHARED 01 111200 6500 11800 D STRYKER CORP COM 86366710 7858 162863 SH SHARED 02 162863 D STRYKER CORP COM 86366710 9 200 SH SHARED 05 200 D STRYKER CORP COM 86366710 228 4734 SH SHARED 06 4734 D STRYKER CORP COM 86366710 18820 390060 SH SHARED 10 390060 D STUDENT LN CORP COM 86390210 1197 6510 SH SHARED 6510 D STUDENT LN CORP COM 86390210 165 900 SH SHARED 01 900 D STUDENT LN CORP COM 86390210 74 403 SH SHARED 02 403 D STURM RUGER & CO INC COM 86415910 895 99071 SH SHARED 99071 D STURM RUGER & CO INC COM 86415910 7 800 SH SHARED 01 800 D STURM RUGER & CO INC COM 86415910 471 52162 SH SHARED 02 52162 D STURM RUGER & CO INC COM 86415910 78 8700 SH SHARED 10 8700 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 170 4900 SH SHARED 4900 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 4 139 SH SHARED 02 139 D SUFFOLK BANCORP COM 86473910 693 19907 SH SHARED 19907 D SUFFOLK BANCORP COM 86473910 1149 33000 SH SHARED 01 33000 D SUFFOLK BANCORP COM 86473910 17 503 SH SHARED 02 503 D SUFFOLK BANCORP COM 86473910 107 3100 SH SHARED 10 3100 D SUMMIT BANCSHARES INC TEX COM 86601110 17 467 SH SHARED 467 D SUMMIT BANCSHARES INC TEX COM 86601110 0 19 SH SHARED 02 19 D SUMMIT PPTYS INC COM 86623910 1873 57535 SH SHARED 57535 D SUMMIT PPTYS INC COM 86623910 0 24 SH SHARED 02 24 D SUMMIT PPTYS INC COM 86623910 309 9500 SH SHARED 10 9500 D SUMMIT PPTYS INC COM 86623910 13359 410300 SH SHARED 11 410300 D SUN BANCORP INC COM 86663B10 468 19242 SH SHARED 19242 D SUN BANCORP INC COM 86663B10 1129 46435 SH SHARED 02 46435 D SUN BANCORP INC COM 86663B10 118 4865 SH SHARED 10 4865 D SUN COMMUNITIES INC COM 86667410 1492 37070 SH SHARED 37070 D SUN COMMUNITIES INC COM 86667410 2064 51300 SH SHARED 01 51300 D SUN COMMUNITIES INC COM 86667410 20 520 SH SHARED 02 520 D SUN COMMUNITIES INC COM 86667410 1034 25700 SH SHARED 10 25700 D SUN COMMUNITIES INC COM 86667410 14405 357900 SH SHARED 11 357900 D SUN LIFE FINL INC COM 86679610 555 16576 SH SHARED 16576 D SUN LIFE FINL INC COM 86679610 440 13140 SH SHARED 01 12397 743 D SUN LIFE FINL INC COM 86679610 10404 310208 SH SHARED 02 310208 D SUN LIFE FINL INC COM 86679610 103 3100 SH SHARED 06 3100 D SUN LIFE FINL INC COM 86679610 5591 166705 SH SHARED 10 166705 D SUN MICROSYSTEMS INC COM 86681010 0 130 SH SHARED 130 D SUN MICROSYSTEMS INC COM 86681010 166421 30875966 SH SHARED 30799584 76382 D SUN MICROSYSTEMS INC COM 86681010 18875 3501880 SH SHARED 01 3475280 26600 D SUN MICROSYSTEMS INC COM 86681010 202 37490 SH SHR/OTHR 01 24390 13100 D SUN MICROSYSTEMS INC COM 86681010 14478 2686241 SH SHARED 02 2686241 D SUN MICROSYSTEMS INC COM 86681010 4985 925000 SH SHARED 04 925000 D SUN MICROSYSTEMS INC COM 86681010 18 3400 SH SHARED 05 3400 D SUN MICROSYSTEMS INC COM 86681010 1110 206022 SH SHARED 06 206022 D SUN MICROSYSTEMS INC COM 86681010 19257 3572835 SH SHARED 10 3572835 D SUNCOR ENERGY INC COM 86722910 18756 529833 SH SHARED 525233 4600 D SUNCOR ENERGY INC COM 86722910 393 11104 SH SHARED 01 11104 D SUNCOR ENERGY INC COM 86722910 33 950 SH SHR/OTHR 01 750 200 D SUNCOR ENERGY INC COM 86722910 6857 193720 SH SHARED 02 193720 D SUNCOR ENERGY INC COM 86722910 29208 825100 SH SHARED 04 825100 D SUNCOR ENERGY INC COM 86722910 14 400 SH SHARED 05 400 D SUNCOR ENERGY INC COM 86722910 60 1700 SH SHARED 06 1700 D SUNCOR ENERGY INC COM 86722910 8458 238948 SH SHARED 10 238948 D SUNCOR ENERGY INC COM 86722910 5451 154000 SH SHARED 12 154000 D SUNDAY COMMUNICATION LTD SPONS ADR NEW 86727020 14 2740 SH SHARED 02 2740 D SUNGARD DATA SYS INC COM 86736310 45900 1620202 SH SHARED 1620202 D SUNGARD DATA SYS INC COM 86736310 12749 450045 SH SHARED 01 124405 325640 D SUNGARD DATA SYS INC COM 86736310 512 18081 SH SHR/OTHR 01 14525 3556 D SUNGARD DATA SYS INC COM 86736310 4714 166431 SH SHARED 02 166431 D SUNGARD DATA SYS INC COM 86736310 8 300 SH SHARED 05 300 D SUNGARD DATA SYS INC COM 86736310 404 14271 SH SHARED 06 14271 D SUNGARD DATA SYS INC COM 86736310 8391 296222 SH SHARED 10 296222 D SUNOPTA INC COM 8676EP10 955 133034 SH SHARED 05 133034 D SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L10 8 198 SH SHARED 198 D SUNOCO INC COM 86764P10 375 4600 SH SHARED 4600 D SUNOCO INC COM 86764P10 14568 178294 SH SHARED 177419 875 D SUNOCO INC COM 86764P10 7070 86533 SH SHARED 01 86433 100 D SUNOCO INC COM 86764P10 16 205 SH SHR/OTHR 01 205 D SUNOCO INC COM 86764P10 2881 35266 SH SHARED 02 35266 D SUNOCO INC COM 86764P10 81 995 SH SHARED 06 995 D SUNOCO INC COM 86764P10 10327 126398 SH SHARED 10 126398 D SUNRISE SENIOR LIVING INC NOTE 5.250% 2/0 86768KAE 27 20000 PRN SHARED 02 20000 D SUNRISE SENIOR LIVING INC COM 86768K10 12941 279150 SH SHARED 279150 D SUNRISE SENIOR LIVING INC COM 86768K10 1372 29612 SH SHARED 29612 D SUNRISE SENIOR LIVING INC COM 86768K10 792 17100 SH SHARED 01 17100 D SUNRISE SENIOR LIVING INC COM 86768K10 816 17610 SH SHARED 02 17610 D SUNRISE SENIOR LIVING INC COM 86768K10 265 5725 SH SHARED 10 5725 D SUNTERRA CORP COM NEW 86787D20 887 63192 SH SHARED 63192 D SUNTERRA CORP COM NEW 86787D20 4256 303156 SH SHARED 02 303156 D SUNTERRA CORP COM NEW 86787D20 131 9400 SH SHARED 10 9400 D SUNTRON CORP COM 86789P10 12 3989 SH SHARED 3989 D SUNTRON CORP COM 86789P10 0 218 SH SHARED 02 218 D SUNSTONE HOTEL INVS INC NEW COM 86789210 835 40200 SH SHARED 40200 D SUNSTONE HOTEL INVS INC NEW COM 86789210 236 11400 SH SHARED 10 11400 D SUNSTONE HOTEL INVS INC NEW COM 86789210 51012 2454900 SH SHARED 11 2454900 D SUNTRUST BKS INC COM 86791410 125261 1695474 SH SHARED 1670424 25050 D SUNTRUST BKS INC COM 86791410 100606 1361760 SH SHARED 01 1111996 28900 220864 D SUNTRUST BKS INC COM 86791410 1577 21355 SH SHR/OTHR 01 660 20695 D SUNTRUST BKS INC COM 86791410 10382 140536 SH SHARED 02 140536 D SUNTRUST BKS INC COM 86791410 16 219 SH SHARED 05 219 D SUNTRUST BKS INC COM 86791410 427 5790 SH SHARED 06 5790 D SUNTRUST BKS INC COM 86791410 42190 571073 SH SHARED 10 571073 D SUPERCONDUCTOR TECHNOLOGIES COM 86793110 91 66043 SH SHARED 66043 D SUPERCONDUCTOR TECHNOLOGIES COM 86793110 24 17853 SH SHARED 02 17853 D SUPERGEN INC COM 86805910 926 131428 SH SHARED 131428 D SUPERGEN INC COM 86805910 17 2509 SH SHARED 02 2509 D SUPERGEN INC COM 86805910 160 22783 SH SHARED 10 22783 D SUPERIOR ESSEX INC COM 86815V10 8302 441742 SH SHARED 441742 D SUPERIOR ENERGY SVCS INC COM 86815710 2169 140803 SH SHARED 140803 D SUPERIOR ENERGY SVCS INC COM 86815710 4 312 SH SHARED 02 312 D SUPERIOR ENERGY SVCS INC COM 86815710 372 24201 SH SHARED 10 24201 D SUPERIOR INDS INTL INC COM 86816810 1193 41100 SH SHARED 41100 D SUPERIOR INDS INTL INC COM 86816810 34 1200 SH SHARED 01 1200 D SUPERIOR INDS INTL INC COM 86816810 0 6 SH SHARED 02 6 D SUPERIOR INDS INTL INC COM 86816810 241 8300 SH SHARED 10 8300 D SUPERIOR UNIFORM GP INC COM 86835810 11 800 SH SHARED 02 800 D SUPERTEX INC COM 86853210 417 19219 SH SHARED 19219 D SUPERTEX INC COM 86853210 58 2700 SH SHARED 01 2700 D SUPERTEX INC COM 86853210 6 303 SH SHARED 02 303 D SUPERTEX INC COM 86853210 85 3948 SH SHARED 10 3948 D SUPERVALU INC NOTE 11/0 868536AP 20728 58064000 PRN SHARED 58064000 D SUPERVALU INC NOTE 11/0 868536AP 1255 3517000 PRN SHARED 02 3517000 D SUPERVALU INC COM 86853610 234 6800 SH SHARED 6800 D SUPERVALU INC COM 86853610 14344 415552 SH SHARED 415552 D SUPERVALU INC COM 86853610 1449 41999 SH SHARED 01 41999 D SUPERVALU INC COM 86853610 2420 70110 SH SHARED 02 70110 D SUPERVALU INC COM 86853610 552 16000 SH SHARED 04 16000 D SUPERVALU INC COM 86853610 244 7083 SH SHARED 06 7083 D SUPERVALU INC COM 86853610 4112 119126 SH SHARED 10 119126 D SUPPORTSOFT INC COM 86858710 706 106066 SH SHARED 106066 D SUPPORTSOFT INC COM 86858710 429 64534 SH SHARED 02 64534 D SUPPORTSOFT INC COM 86858710 114 17200 SH SHARED 10 17200 D SUREWEST COMMUNICATIONS COM 86873310 750 26481 SH SHARED 26481 D SUREWEST COMMUNICATIONS COM 86873310 10 362 SH SHARED 02 362 D SUREWEST COMMUNICATIONS COM 86873310 155 5500 SH SHARED 10 5500 D SURMODICS INC COM 86887310 1341 41266 SH SHARED 41266 D SURMODICS INC COM 86887310 29 904 SH SHARED 02 904 D SURMODICS INC COM 86887310 224 6900 SH SHARED 10 6900 D SUSQUEHANNA BANCSHARES INC P COM 86909910 2241 89848 SH SHARED 89848 D SUSQUEHANNA BANCSHARES INC P COM 86909910 474 19020 SH SHARED 01 19020 D SUSQUEHANNA BANCSHARES INC P COM 86909910 5 219 SH SHARED 02 219 D SUSQUEHANNA BANCSHARES INC P COM 86909910 527 21147 SH SHARED 10 21147 D SWIFT ENERGY CO COM 87073810 1760 60840 SH SHARED 60840 D SWIFT ENERGY CO COM 87073810 263 9100 SH SHARED 01 9100 D SWIFT ENERGY CO COM 87073810 29 1007 SH SHARED 02 1007 D SWIFT ENERGY CO COM 87073810 289 10020 SH SHARED 10 10020 D SWIFT TRANSN CO COM 87075610 7612 354408 SH SHARED 354408 D SWIFT TRANSN CO COM 87075610 513 23895 SH SHARED 01 23895 D SWIFT TRANSN CO COM 87075610 396 18441 SH SHARED 02 18441 D SWIFT TRANSN CO COM 87075610 416 19400 SH SHARED 10 19400 D SWISS HELVETIA FD INC COM 87087510 16 1100 SH SHARED 02 1100 D SWISSCOM AG SPONSORED ADR 87101310 24 613 SH SHARED 613 D SWISSCOM AG SPONSORED ADR 87101310 86 2187 SH SHARED 02 2187 D SYBASE INC COM 87113010 5585 279960 SH SHARED 279960 D SYBASE INC COM 87113010 668 33500 SH SHARED 01 33500 D SYBASE INC COM 87113010 1877 94124 SH SHARED 02 94124 D SYBRON DENTAL SPECIALTIES IN COM 87114210 2656 75093 SH SHARED 75093 D SYBRON DENTAL SPECIALTIES IN COM 87114210 3518 99453 SH SHARED 01 99453 D SYBRON DENTAL SPECIALTIES IN COM 87114210 35 1010 SH SHARED 02 1010 D SYBRON DENTAL SPECIALTIES IN COM 87114210 509 14400 SH SHARED 10 14400 D SYCAMORE NETWORKS INC COM 87120610 1580 389338 SH SHARED 389338 D SYCAMORE NETWORKS INC COM 87120610 0 46 SH SHARED 02 46 D SYCAMORE NETWORKS INC COM 87120610 264 65200 SH SHARED 10 65200 D SYKES ENTERPRISES INC COM 87123710 402 57943 SH SHARED 57943 D SYKES ENTERPRISES INC COM 87123710 15 2180 SH SHARED 01 2180 D SYKES ENTERPRISES INC COM 87123710 0 6 SH SHARED 02 6 D SYKES ENTERPRISES INC COM 87123710 59 8500 SH SHARED 10 8500 D SYMANTEC CORP COM 87150310 51 2000 SH SHARED 2000 D SYMANTEC CORP COM 87150310 122460 4753898 SH SHARED 4428700 325198 D SYMANTEC CORP COM 87150310 89562 3476790 SH SHARED 01 1175110 1854700 446980 D SYMANTEC CORP COM 87150310 700 27200 SH SHR/OTHR 01 6780 20420 D SYMANTEC CORP COM 87150310 24486 950546 SH SHARED 02 950546 D SYMANTEC CORP COM 87150310 257 10000 SH SHARED 04 10000 D SYMANTEC CORP COM 87150310 9444 366618 SH SHARED 05 193018 173600 D SYMANTEC CORP COM 87150310 437 17000 SH SHARED 06 17000 D SYMANTEC CORP COM 87150310 310 12044 SH SHARED 07 12044 D SYMANTEC CORP COM 87150310 775 30100 SH SHARED 09 30100 D SYMANTEC CORP COM 87150310 19673 763724 SH SHARED 10 763724 D SYMBION INC DEL COM 87150710 331 15019 SH SHARED 15019 D SYMBION INC DEL COM 87150710 4813 218000 SH SHARED 01 218000 D SYMBION INC DEL COM 87150710 20 931 SH SHARED 02 931 D SYMBION INC DEL COM 87150710 675 30600 SH SHARED 05 30600 D SYMBION INC DEL COM 87150710 777 35200 SH SHARED 10 35200 D SYMBOL TECHNOLOGIES INC COM 87150810 12097 699290 SH SHARED 699290 D SYMBOL TECHNOLOGIES INC COM 87150810 7702 445258 SH SHARED 01 445258 D SYMBOL TECHNOLOGIES INC COM 87150810 34 1987 SH SHR/OTHR 01 1487 500 D SYMBOL TECHNOLOGIES INC COM 87150810 2773 160290 SH SHARED 02 160290 D SYMBOL TECHNOLOGIES INC COM 87150810 69 4000 SH SHARED 06 4000 D SYMBOL TECHNOLOGIES INC COM 87150810 9531 550931 SH SHARED 10 550931 D SYMMETRICOM INC COM 87154310 879 90581 SH SHARED 90581 D SYMMETRICOM INC COM 87154310 19 2009 SH SHARED 02 2009 D SYMMETRICOM INC COM 87154310 198 20400 SH SHARED 10 20400 D SYMMETRY MED INC COM 87154620 231 11000 SH SHARED 11000 D SYMMETRY MED INC COM 87154620 1557 74000 SH SHARED 04 74000 D SYMMETRY MED INC COM 87154620 231 11000 SH SHARED 10 11000 D SYMYX TECHNOLOGIES COM 87155S10 1568 52204 SH SHARED 52204 D SYMYX TECHNOLOGIES COM 87155S10 42 1403 SH SHARED 02 1403 D SYMYX TECHNOLOGIES COM 87155S10 317 10570 SH SHARED 10 10570 D SYNAPTICS INC COM 87157D10 2211 72307 SH SHARED 72307 D SYNAPTICS INC COM 87157D10 2597 84926 SH SHARED 01 81700 3226 D SYNAPTICS INC COM 87157D10 91 3000 SH SHARED 02 3000 D SYNAPTICS INC COM 87157D10 308 10100 SH SHARED 05 10100 D SYNAPTICS INC COM 87157D10 571 18700 SH SHARED 10 18700 D SYNGENTA AG SPONSORED ADR 87160A10 481 22550 SH SHARED 22550 D SYNGENTA AG SPONSORED ADR 87160A10 302 14155 SH SHARED 01 14155 D SYNGENTA AG SPONSORED ADR 87160A10 8 400 SH SHR/OTHR 01 400 D SYNGENTA AG SPONSORED ADR 87160A10 9 457 SH SHARED 02 457 D SYNPLICITY INC COM 87160Y10 0 80 SH SHARED 02 80 D SYNOPSYS INC COM 87160710 2315 118446 SH SHARED 118446 D SYNOPSYS INC COM 87160710 12471 637921 SH SHARED 637921 D SYNOPSYS INC COM 87160710 907 46408 SH SHARED 01 46408 D SYNOPSYS INC COM 87160710 1785 91324 SH SHARED 02 91324 D SYNOPSYS INC COM 87160710 100 5128 SH SHARED 06 5128 D SYNOPSYS INC COM 87160710 741 37953 SH SHARED 10 37953 D SYNOVUS FINL CORP COM 87161C10 45549 1593764 SH SHARED 1593764 D SYNOVUS FINL CORP COM 87161C10 747 26163 SH SHARED 01 26163 D SYNOVUS FINL CORP COM 87161C10 5446 190558 SH SHARED 02 190558 D SYNOVUS FINL CORP COM 87161C10 57 2000 SH SHARED 06 2000 D SYNOVUS FINL CORP COM 87161C10 8310 290776 SH SHARED 10 290776 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 33 3100 SH SHARED 01 3100 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 4 426 SH SHARED 02 426 D SYNTEL INC COM 87162H10 535 30502 SH SHARED 30502 D SYNTEL INC COM 87162H10 14 800 SH SHARED 01 800 D SYNTEL INC COM 87162H10 5 301 SH SHARED 02 301 D SYNTEL INC COM 87162H10 43 2500 SH SHARED 10 2500 D SYNNEX CORP COM 87162W10 279 11603 SH SHARED 11603 D SYNTROLEUM CORP COM 87163010 572 71347 SH SHARED 71347 D SYNTROLEUM CORP COM 87163010 5 625 SH SHARED 02 625 D SYNTROLEUM CORP COM 87163010 111 13900 SH SHARED 10 13900 D SYPRIS SOLUTIONS INC COM 87165510 239 15618 SH SHARED 15618 D SYPRIS SOLUTIONS INC COM 87165510 3 250 SH SHARED 01 250 D SYPRIS SOLUTIONS INC COM 87165510 9 601 SH SHARED 02 601 D SYPRIS SOLUTIONS INC COM 87165510 32 2100 SH SHARED 10 2100 D SYSCO CORP COM 87182910 62756 1644134 SH SHARED 1588134 56000 D SYSCO CORP COM 87182910 86634 2269696 SH SHARED 01 461585 1808111 D SYSCO CORP COM 87182910 17758 465248 SH SHR/OTHR 01 70775 394473 D SYSCO CORP COM 87182910 8997 235723 SH SHARED 02 235723 D SYSCO CORP COM 87182910 877 23000 SH SHARED 04 23000 D SYSCO CORP COM 87182910 19 500 SH SHARED 05 500 D SYSCO CORP COM 87182910 487 12777 SH SHARED 06 12777 D SYSCO CORP COM 87182910 27268 714406 SH SHARED 10 714406 D SYSTEMAX INC COM 87185110 129 17654 SH SHARED 17654 D SYSTEMAX INC COM 87185110 0 5 SH SHARED 02 5 D SYSTEMAX INC COM 87185110 21 2900 SH SHARED 10 2900 D TBC CORP NEW COM 87218310 1273 45826 SH SHARED 45826 D TBC CORP NEW COM 87218310 0 7 SH SHARED 02 7 D TBC CORP NEW COM 87218310 252 9100 SH SHARED 10 9100 D TCF FINL CORP COM 87227510 6052 188331 SH SHARED 188331 D TCF FINL CORP COM 87227510 1495 46540 SH SHARED 01 46540 D TCF FINL CORP COM 87227510 1571 48896 SH SHARED 02 48796 100 D TCF FINL CORP COM 87227510 925 28800 SH SHARED 10 28800 D TC PIPELINES LP UT COM LTD PRT 87233Q10 196 5208 SH SHARED 5208 D TCW CONV SECS FD INC COM 87234010 6 1233 SH SHARED 1233 D TCW CONV SECS FD INC COM 87234010 12 2250 SH SHR/OTHR 01 2250 D TDK CORP AMERN DEP SH 87235140 50 678 SH SHARED 01 678 D TDC A/S SPONSORED ADR 87236N10 100 4700 SH SHARED 4700 D TDC A/S SPONSORED ADR 87236N10 72 3385 SH SHARED 01 3385 D TECO ENERGY INC COM 87237510 13773 897295 SH SHARED 897295 D TECO ENERGY INC COM 87237510 470 30676 SH SHARED 01 15557 15119 D TECO ENERGY INC COM 87237510 158 10300 SH SHR/OTHR 01 2400 7900 D TECO ENERGY INC COM 87237510 5445 354783 SH SHARED 02 354783 D TECO ENERGY INC COM 87237510 2195 143025 SH SHARED 10 143025 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 118 3000 SH SHARED 3000 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 122 3100 SH SHARED 01 3100 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 347 8810 SH SHR/OTHR 01 2010 6800 D TESSCO TECHNOLOGIES INC COM 87238610 1 99 SH SHARED 99 D THQ INC COM NEW 87244340 6748 294170 SH SHARED 294170 D THQ INC COM NEW 87244340 35884 1564296 SH SHARED 01 1559971 3900 425 D THQ INC COM NEW 87244340 26 1150 SH SHR/OTHR 01 1150 D THQ INC COM NEW 87244340 0 11 SH SHARED 02 11 D THQ INC COM NEW 87244340 545 23797 SH SHARED 10 23797 D TIB FINL CORP COM 87244910 5 200 SH SHARED 200 D TJX COS INC NEW NOTE 2/1 872540AL 23977 27340000 PRN SHARED 22340000 5000000 D TJX COS INC NEW COM 87254010 35433 1410023 SH SHARED 1410023 D TJX COS INC NEW COM 87254010 1912 76100 SH SHARED 01 73100 3000 D TJX COS INC NEW COM 87254010 4621 183895 SH SHARED 02 183895 D TJX COS INC NEW COM 87254010 628 25000 SH SHARED 04 25000 D TJX COS INC NEW COM 87254010 10 400 SH SHARED 05 400 D TJX COS INC NEW COM 87254010 167 6650 SH SHARED 06 6650 D TJX COS INC NEW COM 87254010 14127 562172 SH SHARED 10 562172 D TRC COS INC COM 87262510 576 33888 SH SHARED 33888 D TRC COS INC COM 87262510 3 219 SH SHARED 02 219 D TRC COS INC COM 87262510 85 5050 SH SHARED 10 5050 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 49 2400 SH SHARED 02 2400 D TNS INC COM 87296010 179 8199 SH SHARED 8199 D TNS INC COM 87296010 4 200 SH SHARED 02 200 D TTM TECHNOLOGIES INC COM 87305R10 870 73754 SH SHARED 73754 D TTM TECHNOLOGIES INC COM 87305R10 1727 146400 SH SHARED 01 146400 D TTM TECHNOLOGIES INC COM 87305R10 242 20579 SH SHARED 02 20579 D TTM TECHNOLOGIES INC COM 87305R10 215 18300 SH SHARED 10 18300 D TXU CORP COM 87316810 137254 2125995 SH SHARED 2115295 10700 D TXU CORP COM 87316810 33903 525149 SH SHARED 01 73649 423500 28000 D TXU CORP COM 87316810 290 4500 SH SHR/OTHR 01 1250 3250 D TXU CORP COM 87316810 6078 94152 SH SHARED 02 94152 D TXU CORP COM 87316810 16837 260800 SH SHARED 03 260800 D TXU CORP COM 87316810 9106 141050 SH SHARED 05 137450 3600 D TXU CORP COM 87316810 16062 248800 SH SHARED 06 248800 D TXU CORP COM 87316810 348 5400 SH SHARED 07 5400 D TXU CORP COM 87316810 832 12900 SH SHARED 09 12900 D TXU CORP COM 87316810 17228 266857 SH SHARED 10 266857 D TAIWAN FD INC COM 87403610 60 4559 SH SHARED 4559 D TAIWAN FD INC COM 87403610 132 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 49048 5777209 SH SHARED 5680689 96520 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 20834 2454026 SH SHARED 01 2447954 6072 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1119 131840 SH SHARED 02 131840 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 10958 1290700 SH SHARED 04 1290700 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 6469 761965 SH SHARED 10 761965 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 9986 287063 SH SHARED 287063 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 228 6570 SH SHARED 01 6570 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 229 6609 SH SHARED 02 6609 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 347 10000 SH SHARED 04 10000 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 598 17200 SH SHARED 10 17200 D TALBOTS INC COM 87416110 5715 209907 SH SHARED 209907 D TALBOTS INC COM 87416110 25 950 SH SHARED 01 950 D TALBOTS INC COM 87416110 22 814 SH SHR/OTHR 01 814 D TALBOTS INC COM 87416110 88 3242 SH SHARED 02 3242 D TALISMAN ENERGY INC COM 87425E10 10581 392496 SH SHARED 379296 13200 D TALISMAN ENERGY INC COM 87425E10 9085 337012 SH SHARED 01 229267 107745 D TALISMAN ENERGY INC COM 87425E10 1032 38310 SH SHR/OTHR 01 16750 21560 D TALISMAN ENERGY INC COM 87425E10 7560 280430 SH SHARED 02 280430 D TALISMAN ENERGY INC COM 87425E10 4556 169000 SH SHARED 04 169000 D TALISMAN ENERGY INC COM 87425E10 2882 106900 SH SHARED 06 106900 D TALISMAN ENERGY INC COM 87425E10 5599 207710 SH SHARED 10 207710 D TALK AMERICA HLDGS INC COM NEW 87426R20 336 50763 SH SHARED 50763 D TALK AMERICA HLDGS INC COM NEW 87426R20 93 14100 SH SHARED 01 14100 D TALK AMERICA HLDGS INC COM NEW 87426R20 397 60007 SH SHARED 02 60007 D TALK AMERICA HLDGS INC COM NEW 87426R20 82 12533 SH SHARED 10 12533 D TALX CORP COM 87491810 644 24982 SH SHARED 24982 D TALX CORP COM 87491810 23 900 SH SHARED 01 900 D TALX CORP COM 87491810 18 718 SH SHARED 02 718 D TALX CORP COM 87491810 161 6250 SH SHARED 10 6250 D TANGER FACTORY OUTLET CTRS I COM 87546510 1367 51668 SH SHARED 51668 D TANGER FACTORY OUTLET CTRS I COM 87546510 187 7100 SH SHARED 01 7100 D TANGER FACTORY OUTLET CTRS I COM 87546510 317 12000 SH SHR/OTHR 01 12000 D TANGER FACTORY OUTLET CTRS I COM 87546510 7 300 SH SHARED 02 300 D TANGER FACTORY OUTLET CTRS I COM 87546510 269 10200 SH SHARED 10 10200 D TANGER FACTORY OUTLET CTRS I COM 87546510 1391 52600 SH SHARED 11 52600 D TANOX INC COM 87588Q10 1298 85448 SH SHARED 85448 D TANOX INC COM 87588Q10 256 16900 SH SHARED 01 16900 D TANOX INC COM 87588Q10 15 1007 SH SHARED 02 1007 D TANOX INC COM 87588Q10 9542 627796 SH SHARED 04 627796 D TANOX INC COM 87588Q10 299 19700 SH SHARED 06 19700 D TANOX INC COM 87588Q10 1216 80000 SH SHARED 10 80000 D TARGET CORP COM 87612E10 201007 3870733 SH SHARED 3662860 207873 D TARGET CORP COM 87612E10 247066 4757692 SH SHARED 01 1500294 2482000 775398 D TARGET CORP COM 87612E10 8418 162121 SH SHR/OTHR 01 70400 91721 D TARGET CORP COM 87612E10 17915 344990 SH SHARED 02 344990 D TARGET CORP COM 87612E10 30083 579300 SH SHARED 03 579300 D TARGET CORP COM 87612E10 1973 38000 SH SHARED 04 38000 D TARGET CORP COM 87612E10 45725 880522 SH SHARED 05 546021 334501 D TARGET CORP COM 87612E10 5714 110033 SH SHARED 06 110033 D TARGET CORP COM 87612E10 947 18242 SH SHARED 07 18242 D TARGET CORP COM 87612E10 2305 44400 SH SHARED 09 44400 D TARGET CORP COM 87612E10 61122 1177009 SH SHARED 10 1177009 D TARGETED GENETICS CORP COM 87612M10 190 122715 SH SHARED 122715 D TARRAGON CORP COM 87628710 214 12017 SH SHARED 12017 D TARRAGON CORP COM 87628710 0 4 SH SHARED 02 4 D TARRAGON CORP COM 87628710 48 2700 SH SHARED 10 2700 D TASER INTL INC COM 87651B10 4969 157007 SH SHARED 157007 D TASER INTL INC COM 87651B10 436 13800 SH SHARED 01 13800 D TASER INTL INC COM 87651B10 75 2400 SH SHARED 02 2400 D TASER INTL INC COM 87651B10 598 18900 SH SHARED 10 18900 D TASTY BAKING CO COM 87655330 127 15700 SH SHARED 15700 D TATA MTRS LTD SPONSORED ADR 87656850 9597 805200 SH SHARED 775200 30000 D TATA MTRS LTD SPONSORED ADR 87656850 2086 175000 SH SHARED 04 175000 D TAUBMAN CTRS INC COM 87666410 2741 91548 SH SHARED 91548 D TAUBMAN CTRS INC COM 87666410 2042 68200 SH SHARED 01 68200 D TAUBMAN CTRS INC COM 87666410 47 1600 SH SHR/OTHR 01 1600 D TAUBMAN CTRS INC COM 87666410 0 5 SH SHARED 02 5 D TAUBMAN CTRS INC COM 87666410 548 18300 SH SHARED 10 18300 D TAUBMAN CTRS INC COM 87666410 22800 761300 SH SHARED 11 761300 D TAYLOR CAP GROUP INC COM 87685110 234 7000 SH SHARED 7000 D TAYLOR CAP GROUP INC COM 87685110 0 1 SH SHARED 02 1 D TAYLOR CAP GROUP INC COM 87685110 73 2200 SH SHARED 10 2200 D TAYLOR DEVICES INC COM 87716310 6 1000 SH SHARED 1000 D TECH DATA CORP COM 87823710 77 1700 SH SHARED 1700 D TECH DATA CORP COM 87823710 12032 265037 SH SHARED 265037 D TECH DATA CORP COM 87823710 762 16800 SH SHARED 01 16800 D TECH DATA CORP COM 87823710 1309 28841 SH SHARED 02 28841 D TECH DATA CORP COM 87823710 437 9635 SH SHARED 10 9635 D TECHNE CORP COM 87837710 5401 138868 SH SHARED 138868 D TECHNE CORP COM 87837710 463 11910 SH SHARED 01 11910 D TECHNE CORP COM 87837710 482 12411 SH SHARED 02 12411 D TECHNE CORP COM 87837710 684 17600 SH SHARED 10 17600 D TECHNICAL OLYMPIC USA INC COM 87848310 4050 159602 SH SHARED 159602 D TECHNICAL OLYMPIC USA INC COM 87848310 106 4200 SH SHARED 02 4200 D TECHNICAL OLYMPIC USA INC COM 87848310 83 3300 SH SHARED 10 3300 D TECHNITROL INC COM 87855510 14 800 SH SHARED 800 D TECHNITROL INC COM 87855510 1337 73473 SH SHARED 73473 D TECHNITROL INC COM 87855510 24 1368 SH SHARED 02 1368 D TECHNITROL INC COM 87855510 287 15800 SH SHARED 10 15800 D TECHNOLOGY RESH CORP COM NEW 87872730 20 2944 SH SHARED 2944 D TECUMSEH PRODS CO CL A 87889520 210 4400 SH SHARED 4400 D TECUMSEH PRODS CO CL A 87889520 2448 51214 SH SHARED 51214 D TECUMSEH PRODS CO CL A 87889520 329 6900 SH SHARED 01 6900 D TECUMSEH PRODS CO CL A 87889520 215 4506 SH SHARED 02 4506 D TECUMSEH PRODS CO CL A 87889520 360 7541 SH SHARED 10 7541 D TEGAL CORP COM 87900810 43 26985 SH SHARED 26985 D TEJON RANCH CO DEL COM 87908010 566 13874 SH SHARED 13874 D TEJON RANCH CO DEL COM 87908010 114 2800 SH SHARED 01 800 2000 D TEJON RANCH CO DEL COM 87908010 12 302 SH SHARED 02 302 D TEJON RANCH CO DEL COM 87908010 93 2300 SH SHARED 10 2300 D TEKELEC NOTE 2.250% 6/1 879101AE 666 522000 PRN SHARED 522000 D TEKELEC COM 87910110 1972 96507 SH SHARED 96507 D TEKELEC COM 87910110 81 4000 SH SHARED 01 4000 D TEKELEC COM 87910110 77 3813 SH SHARED 02 3813 D TEKELEC COM 87910110 396 19400 SH SHARED 10 19400 D TEKTRONIX INC COM 87913110 17011 563114 SH SHARED 563114 D TEKTRONIX INC COM 87913110 21687 717875 SH SHARED 01 714475 3400 D TEKTRONIX INC COM 87913110 1125 37260 SH SHARED 02 37160 100 D TEKTRONIX INC COM 87913110 1983 65645 SH SHARED 10 65645 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 633 64174 SH SHARED 64174 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 3528 357488 SH SHARED 01 357488 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 61 6183 SH SHARED 10 6183 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 199 20200 SH SHARED 12 20200 D TELE NORTE CELULAR PART S A SPON ADR PFD 87924Y10 4 480 SH SHARED 480 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 3766 223262 SH SHARED 223262 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 36826 2182984 SH SHARED 01 2182984 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 2952 175000 SH SHARED 04 175000 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 3229 191427 SH SHARED 05 191427 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 3374 200000 SH SHARED 06 200000 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 91 5400 SH SHARED 10 5400 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 2796 165790 SH SHARED 12 165790 D TELE SUDESTE CELULAR PART S SPON ADR PFD 87925210 39 3762 SH SHARED 3762 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 17 600 SH SHARED 600 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 3640 124750 SH SHARED 02 124750 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 1248 30550 SH SHARED 30550 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 3698 337434 SH SHARED 337434 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 155 4384 SH SHARED 4384 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 35 1000 SH SHARED 01 1000 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 97 2737 SH SHARED 02 2737 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 2017 62699 SH SHARED 62699 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 180 5600 SH SHARED 02 5600 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 4330 222883 SH SHARED 222883 D TELECOMMUNICATION SYS INC CL A 87929J10 1 378 SH SHARED 02 378 D TELEDYNE TECHNOLOGIES INC COM 87936010 2086 70884 SH SHARED 70884 D TELEDYNE TECHNOLOGIES INC COM 87936010 5560 188924 SH SHARED 01 188924 D TELEDYNE TECHNOLOGIES INC COM 87936010 60 2067 SH SHR/OTHR 01 2067 D TELEDYNE TECHNOLOGIES INC COM 87936010 86 2928 SH SHARED 02 2928 D TELEDYNE TECHNOLOGIES INC COM 87936010 1095 37222 SH SHARED 10 37222 D TELEFLEX INC COM 87936910 4112 79178 SH SHARED 79178 D TELEFLEX INC COM 87936910 696 13400 SH SHARED 01 13000 400 D TELEFLEX INC COM 87936910 62 1200 SH SHR/OTHR 01 1200 D TELEFLEX INC COM 87936910 640 12329 SH SHARED 02 12329 D TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 135 15500 SH SHARED 15500 D TELEFONICA S A SPONSORED ADR 87938220 0 2 SH SHARED 2 D TELEFONICA S A SPONSORED ADR 87938220 586 10373 SH SHARED 10373 D TELEFONICA S A SPONSORED ADR 87938220 10936 193571 SH SHARED 01 24774 168797 D TELEFONICA S A SPONSORED ADR 87938220 1666 29502 SH SHR/OTHR 01 2608 26894 D TELEFONICA S A SPONSORED ADR 87938220 51 905 SH SHARED 06 905 D TELEFONICA S A SPONSORED ADR 87938220 26291 465330 SH SHARED 10 465330 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 5357 139813 SH SHARED 134913 4900 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 76928 2007521 SH SHARED 01 2006393 1128 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 68 1800 SH SHR/OTHR 01 1800 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 555 14500 SH SHARED 02 14500 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 3832 100000 SH SHARED 04 100000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 1789 46688 SH SHARED 05 46688 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 19576 510880 SH SHARED 10 510880 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 2149 56093 SH SHARED 12 56093 D TELELESTE CELULAR PART S A SPON ADR PFD 87943B10 7 594 SH SHARED 594 D TELELESTE CELULAR PART S A SPON ADR PFD 87943B10 0 39 SH SHARED 02 39 D TELEPHONE & DATA SYS INC COM 87943310 8002 104000 SH SHARED 104000 D TELEPHONE & DATA SYS INC COM 87943310 1600 20800 SH SHARED 01 19200 1600 D TELEPHONE & DATA SYS INC COM 87943310 3343 43449 SH SHARED 02 43449 D TELEPHONE & DATA SYS INC COM 87943310 884 11500 SH SHARED 10 11500 D TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 5 205 SH SHARED 205 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 1779 261720 SH SHARED 259306 2414 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 5 785 SH SHARED 02 785 D TELEWEST GLOBAL INC COM 87956T10 18317 1041938 SH SHARED 1041938 D TELIK INC COM 87959M10 2531 132251 SH SHARED 132251 D TELIK INC COM 87959M10 1918 100219 SH SHARED 01 92700 7500 19 D TELIK INC COM 87959M10 40 2100 SH SHARED 02 2100 D TELIK INC COM 87959M10 10555 551500 SH SHARED 04 551500 D TELIK INC COM 87959M10 105 5500 SH SHARED 06 5500 D TELIK INC COM 87959M10 941 49200 SH SHARED 10 49200 D TELLABS INC COM 87966410 17159 1997578 SH SHARED 1997578 D TELLABS INC COM 87966410 90 10500 SH SHARED 01 10500 D TELLABS INC COM 87966410 17 2000 SH SHR/OTHR 01 2000 D TELLABS INC COM 87966410 1420 165414 SH SHARED 02 165414 D TELLABS INC COM 87966410 41 4850 SH SHARED 06 4850 D TELLABS INC COM 87966410 4321 503064 SH SHARED 10 503064 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 17 939 SH SHARED 939 D TELULAR CORP COM NEW 87970T20 218 25708 SH SHARED 25708 D TELUS CORP NON-VTG SHS 87971M20 23432 810800 SH SHARED 805000 5800 D TELUS CORP NON-VTG SHS 87971M20 49 1696 SH SHARED 01 1696 D TELUS CORP NON-VTG SHS 87971M20 1444 49985 SH SHARED 02 49985 D TELUS CORP NON-VTG SHS 87971M20 17 600 SH SHARED 06 600 D TELUS CORP NON-VTG SHS 87971M20 1122 38855 SH SHARED 10 38855 D TEMPLE INLAND INC COM 87986810 16512 241412 SH SHARED 241412 D TEMPLE INLAND INC COM 87986810 5272 77090 SH SHARED 01 51110 25980 D TEMPLE INLAND INC COM 87986810 289 4230 SH SHR/OTHR 01 4230 D TEMPLE INLAND INC COM 87986810 1421 20781 SH SHARED 02 20781 D TEMPLE INLAND INC COM 87986810 30 450 SH SHARED 06 450 D TEMPLE INLAND INC COM 87986810 7595 111050 SH SHARED 10 111050 D TELETECH HOLDINGS INC COM 87993910 748 77197 SH SHARED 77197 D TELETECH HOLDINGS INC COM 87993910 2220 229200 SH SHARED 01 229200 D TELETECH HOLDINGS INC COM 87993910 440 45457 SH SHARED 02 45457 D TELETECH HOLDINGS INC COM 87993910 1082 111700 SH SHARED 10 111700 D TELESYSTEM INTL WIRELESS INC COM NEW 87994660 5 513 SH SHARED 513 D TEMPLETON DRAGON FD INC COM 88018T10 250 14341 SH SHARED 14341 D TEMPLETON DRAGON FD INC COM 88018T10 87 5000 SH SHARED 01 5000 D TEMPLETON DRAGON FD INC COM 88018T10 265 15183 SH SHR/OTHR 01 5183 10000 D TEMPLETON EMERGING MKTS FD I COM 88019110 198 12000 SH SHR/OTHR 01 12000 D TEMPLETON EMERGING MKTS FD I COM 88019110 3 200 SH SHARED 02 200 D TEMPLETON EMERG MKTS INCOME COM 88019210 74 5400 SH SHARED 5400 D TEMPLETON EMERG MKTS INCOME COM 88019210 1376 100000 SH SHR/OTHR 01 100000 D TEMPLETON GLOBAL INCOME FD COM 88019810 135 13600 SH SHARED 13600 D TEMPLETON GLOBAL INCOME FD COM 88019810 175 17700 SH SHARED 01 17700 D TEMPLETON GLOBAL INCOME FD COM 88019810 49 5000 SH SHR/OTHR 01 5000 D TEMPLETON RUS AND EAST EUR F COM 88022F10 714 17700 SH SHARED 17700 D TEMPUR PEDIC INTL INC COM 88023U10 955 45061 SH SHARED 45061 D TEMPUR PEDIC INTL INC COM 88023U10 1573 74200 SH SHARED 01 73800 400 D TEMPUR PEDIC INTL INC COM 88023U10 19 900 SH SHARED 02 900 D TEMPUR PEDIC INTL INC COM 88023U10 199 9400 SH SHARED 10 9400 D TENARIS S A SPONSORED ADR 88031M10 96 1967 SH SHARED 1967 D TENARIS S A SPONSORED ADR 88031M10 6249 127800 SH SHARED 01 127800 D TENARIS S A SPONSORED ADR 88031M10 244 5000 SH SHARED 04 5000 D TENET HEALTHCARE CORP COM 88033G10 19832 1806275 SH SHARED 1790575 15700 D TENET HEALTHCARE CORP COM 88033G10 577 52554 SH SHARED 01 44104 8450 D TENET HEALTHCARE CORP COM 88033G10 9258 843233 SH SHARED 02 843233 D TENET HEALTHCARE CORP COM 88033G10 4 450 SH SHARED 05 450 D TENET HEALTHCARE CORP COM 88033G10 581 52975 SH SHARED 06 52975 D TENET HEALTHCARE CORP COM 88033G10 6047 550797 SH SHARED 10 550797 D TENNANT CO COM 88034510 688 17356 SH SHARED 17356 D TENNANT CO COM 88034510 7 200 SH SHARED 01 200 D TENNANT CO COM 88034510 0 3 SH SHARED 02 3 D TENNANT CO COM 88034510 103 2600 SH SHARED 10 2600 D TENNECO AUTOMOTIVE INC COM 88034910 1637 94986 SH SHARED 94986 D TENNECO AUTOMOTIVE INC COM 88034910 6418 372300 SH SHARED 01 372300 D TENNECO AUTOMOTIVE INC COM 88034910 0 3 SH SHARED 02 3 D TENNECO AUTOMOTIVE INC COM 88034910 1860 107900 SH SHARED 10 107900 D TERADYNE INC SDCV 3.750%10/1 880770AD 40425 40105000 PRN SHARED 40105000 D TERADYNE INC SDCV 3.750%10/1 880770AD 2063 2047000 PRN SHARED 02 2047000 D TERADYNE INC COM 88077010 25303 1482350 SH SHARED 1472000 10350 D TERADYNE INC COM 88077010 484 28370 SH SHARED 01 26700 1670 D TERADYNE INC COM 88077010 25 1497 SH SHR/OTHR 01 1497 D TERADYNE INC COM 88077010 1566 91752 SH SHARED 02 91752 D TERADYNE INC COM 88077010 529 31000 SH SHARED 04 31000 D TERADYNE INC COM 88077010 268 15700 SH SHARED 06 15700 D TERADYNE INC COM 88077010 3485 204216 SH SHARED 10 204216 D TERAYON COMMUNICATION SYS COM 88077510 683 252267 SH SHARED 252267 D TERAYON COMMUNICATION SYS COM 88077510 18 6700 SH SHARED 01 6700 D TERAYON COMMUNICATION SYS COM 88077510 8 3217 SH SHARED 02 3217 D TERAYON COMMUNICATION SYS COM 88077510 86 32000 SH SHARED 10 32000 D TEREX CORP NEW COM 88077910 38273 803224 SH SHARED 803224 D TEREX CORP NEW COM 88077910 14530 304950 SH SHARED 01 304950 D TEREX CORP NEW COM 88077910 0 9 SH SHARED 02 9 D TEREX CORP NEW COM 88077910 3381 70968 SH SHARED 10 70968 D TERCICA INC COM 88078L10 110 11042 SH SHARED 11042 D TERCICA INC COM 88078L10 4 400 SH SHARED 02 400 D TERRA INDS INC COM 88091510 793 89402 SH SHARED 89402 D TERRA INDS INC COM 88091510 5261 592500 SH SHARED 01 592500 D TERRA INDS INC COM 88091510 1623 182800 SH SHARED 10 182800 D TERRA NETWORKS S A SPONSORED ADR 88100W10 28 7660 SH SHARED 7660 D TERRA NETWORKS S A SPONSORED ADR 88100W10 9 2410 SH SHARED 01 2410 D TERRA NETWORKS S A SPONSORED ADR 88100W10 188 50300 SH SHARED 02 50300 D TERREMARK WORLDWIDE INC COM 88144810 347 543503 SH SHARED 543503 D TERREMARK WORLDWIDE INC COM 88144810 6 10000 SH SHARED 01 10000 D TERREMARK WORLDWIDE INC COM 88144810 23 37400 SH SHARED 02 37400 D TESORO CORP COM 88160910 6470 203102 SH SHARED 203102 D TESORO CORP COM 88160910 7850 246400 SH SHARED 01 246400 D TESORO CORP COM 88160910 1756 55117 SH SHARED 02 55117 D TESORO CORP COM 88160910 2658 83455 SH SHARED 10 83455 D TETRA TECHNOLOGIES INC DEL COM 88162F10 1776 62783 SH SHARED 62783 D TETRA TECHNOLOGIES INC DEL COM 88162F10 169 6006 SH SHARED 02 6006 D TETRA TECHNOLOGIES INC DEL COM 88162F10 236 8350 SH SHARED 10 8350 D TETRA TECH INC NEW COM 88162G10 2495 149065 SH SHARED 149065 D TETRA TECH INC NEW COM 88162G10 75 4500 SH SHARED 01 4500 D TETRA TECH INC NEW COM 88162G10 30 1814 SH SHARED 02 1814 D TETRA TECH INC NEW COM 88162G10 395 23616 SH SHARED 10 23616 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 89336 2991835 SH SHARED 2968336 23499 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 52698 1764840 SH SHARED 01 1526260 209900 28680 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 185 6200 SH SHR/OTHR 01 1200 5000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 3861 129306 SH SHARED 02 129306 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 29349 982900 SH SHARED 04 982900 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 26 900 SH SHARED 05 900 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 4180 140000 SH SHARED 06 140000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 2972 99542 SH SHARED 10 99542 D TESSERA TECHNOLOGIES INC COM 88164L10 1957 52616 SH SHARED 52616 D TESSERA TECHNOLOGIES INC COM 88164L10 20216 543320 SH SHARED 01 540490 2500 330 D TESSERA TECHNOLOGIES INC COM 88164L10 31 850 SH SHR/OTHR 01 850 D TESSERA TECHNOLOGIES INC COM 88164L10 100 2700 SH SHARED 02 2700 D TESSERA TECHNOLOGIES INC COM 88164L10 383 10300 SH SHARED 10 10300 D TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB 13716 13514000 PRN SHARED 02 13514000 D TESMA INTL INC CL A SUB VTG 88190810 3 100 SH SHARED 02 100 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 835 38662 SH SHARED 38662 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 317 14700 SH SHARED 01 14700 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 19 900 SH SHARED 02 900 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 544 25200 SH SHARED 10 25200 D TEXAS INDS INC COM 88249110 5623 90149 SH SHARED 90149 D TEXAS INDS INC COM 88249110 73 1176 SH SHARED 01 600 576 D TEXAS INDS INC COM 88249110 748 12006 SH SHARED 02 12006 D TEXAS INDS INC COM 88249110 514 8247 SH SHARED 10 8247 D TEXAS INSTRS INC COM 88250810 209025 8490053 SH SHARED 8359408 130645 D TEXAS INSTRS INC COM 88250810 251508 10215636 SH SHARED 01 5249893 3153240 1812503 D TEXAS INSTRS INC COM 88250810 6917 280980 SH SHR/OTHR 01 42158 238822 D TEXAS INSTRS INC COM 88250810 17422 707645 SH SHARED 02 704865 2780 D TEXAS INSTRS INC COM 88250810 18728 760700 SH SHARED 04 760700 D TEXAS INSTRS INC COM 88250810 9457 384122 SH SHARED 05 336622 47500 D TEXAS INSTRS INC COM 88250810 3356 136313 SH SHARED 06 136313 D TEXAS INSTRS INC COM 88250810 706 28711 SH SHARED 07 28711 D TEXAS INSTRS INC COM 88250810 1829 74300 SH SHARED 09 74300 D TEXAS INSTRS INC COM 88250810 73902 3001716 SH SHARED 10 3001716 D TEXAS PAC LD TR SUB CTF PROP I T 88261010 763 5654 SH SHR/OTHR 01 5654 D TEXAS PETROCHEMICALS LP & TP NOTE 7.250% 4/3 882651AB 1010 655000 PRN SHARED 655000 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 2430 74383 SH SHARED 74383 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 6889 210832 SH SHARED 01 210832 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 53 1650 SH SHR/OTHR 01 1650 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 10 320 SH SHARED 02 320 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 599 18333 SH SHARED 10 18333 D TEXAS ROADHOUSE INC CL A 88268110 555 18800 SH SHARED 18800 D TEXAS ROADHOUSE INC CL A 88268110 76 2600 SH SHARED 10 2600 D THAI FD INC COM 88290410 136 15200 SH SHARED 15200 D THAI CAP FD INC COM NEW 88290520 22 2681 SH SHARED 2681 D TEXTRON INC COM 88320310 61948 839404 SH SHARED 760104 79300 D TEXTRON INC COM 88320310 150383 2037716 SH SHARED 01 1633140 43200 361376 D TEXTRON INC COM 88320310 869 11777 SH SHR/OTHR 01 11777 D TEXTRON INC COM 88320310 7112 96382 SH SHARED 02 95642 740 D TEXTRON INC COM 88320310 3542 48000 SH SHARED 04 48000 D TEXTRON INC COM 88320310 7 100 SH SHARED 05 100 D TEXTRON INC COM 88320310 95 1300 SH SHARED 06 1300 D TEXTRON INC COM 88320310 30374 411577 SH SHARED 10 411577 D THE9 LTD ADR 88337K10 826 35000 SH SHARED 04 35000 D THERAGENICS CORP COM 88337510 107 26500 SH SHARED 26500 D THERAGENICS CORP COM 88337510 0 32 SH SHARED 02 32 D THERAVANCE INC COM 88338T10 447 25000 SH SHARED 25000 D THERMA-WAVE INC COM 88343A10 39 11282 SH SHARED 11282 D THERMO ELECTRON CORP COM 88355610 35291 1168979 SH SHARED 1168979 D THERMO ELECTRON CORP COM 88355610 2701 89476 SH SHARED 01 84685 4791 D THERMO ELECTRON CORP COM 88355610 198 6569 SH SHR/OTHR 01 6569 D THERMO ELECTRON CORP COM 88355610 2488 82437 SH SHARED 02 82337 100 D THERMO ELECTRON CORP COM 88355610 1026 34000 SH SHARED 04 34000 D THERMO ELECTRON CORP COM 88355610 48 1600 SH SHARED 06 1600 D THERMO ELECTRON CORP COM 88355610 4801 159048 SH SHARED 10 159048 D THERMOGENESIS CORP COM NEW 88362320 530 83659 SH SHARED 83659 D THERMOGENESIS CORP COM NEW 88362320 18 2900 SH SHARED 02 2900 D THERMOGENESIS CORP COM NEW 88362320 94 14900 SH SHARED 10 14900 D THESTREET COM COM 88368Q10 0 230 SH SHARED 230 D THESTREET COM COM 88368Q10 0 26 SH SHARED 02 26 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 442 51416 SH SHARED 51416 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 3662 425900 SH SHARED 01 425900 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 17 2005 SH SHARED 02 2005 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 1189 138300 SH SHARED 10 138300 D THOMAS & BETTS CORP COM 88431510 5495 178731 SH SHARED 178731 D THOMAS & BETTS CORP COM 88431510 1432 46600 SH SHARED 01 46600 D THOMAS & BETTS CORP COM 88431510 612 19920 SH SHARED 02 19920 D THOMAS & BETTS CORP COM 88431510 753 24500 SH SHARED 10 24500 D THOMAS INDS INC COM 88442510 1142 28608 SH SHARED 28608 D THOMAS INDS INC COM 88442510 17 450 SH SHARED 01 450 D THOMAS INDS INC COM 88442510 187 4700 SH SHARED 10 4700 D THOMSON CORP COM 88490310 213 6063 SH SHARED 963 5100 D THOMSON CORP COM 88490310 148 4200 SH SHARED 01 4200 D THOMSON CORP COM 88490310 3376 95692 SH SHARED 02 95692 D THOMSON CORP COM 88490310 31 900 SH SHARED 06 900 D THOMSON CORP COM 88490310 1980 56120 SH SHARED 10 56120 D THOMSON SPONSORED ADR 88511810 5 200 SH SHARED 200 D THOR INDS INC COM 88516010 6107 164843 SH SHARED 164843 D THOR INDS INC COM 88516010 703 19000 SH SHARED 01 19000 D THOR INDS INC COM 88516010 522 14110 SH SHARED 02 14110 D THOR INDS INC COM 88516010 570 15400 SH SHARED 10 15400 D THORATEC CORP COM NEW 88517530 1029 98769 SH SHARED 98769 D THORATEC CORP COM NEW 88517530 4110 394452 SH SHARED 01 394452 D THORATEC CORP COM NEW 88517530 26 2513 SH SHARED 02 2513 D THORATEC CORP COM NEW 88517530 308 29560 SH SHARED 10 29560 D THORNBURG MTG INC COM 88521810 1699 58694 SH SHARED 58694 D THORNBURG MTG INC COM 88521810 328 11353 SH SHARED 02 11353 D 3COM CORP COM 88553510 23 5600 SH SHARED 5600 D 3COM CORP COM 88553510 1529 366758 SH SHARED 366758 D 3COM CORP COM 88553510 285 68512 SH SHARED 01 68412 100 D 3COM CORP COM 88553510 21 5174 SH SHR/OTHR 01 5174 D 3COM CORP COM 88553510 672 161312 SH SHARED 02 161312 D 3COM CORP COM 88553510 61 14654 SH SHARED 06 14654 D 3-D SYS CORP DEL COM NEW 88554D20 1 96 SH SHARED 96 D THREE FIVE SYS INC COM 88554L10 106 44000 SH SHARED 44000 D THREE FIVE SYS INC COM 88554L10 4 2011 SH SHARED 02 2011 D 3M CO NOTE 11/2 88579YAB 798 889000 PRN SHARED 889000 D 3M CO NOTE 11/2 88579YAB 2155 2400000 PRN SHARED 06 2400000 D 3M CO COM 88579Y10 717804 8746250 SH SHARED 8691964 54286 D 3M CO COM 88579Y10 239776 2921608 SH SHARED 01 998754 1086900 835954 D 3M CO COM 88579Y10 21136 257544 SH SHR/OTHR 01 94438 163106 D 3M CO COM 88579Y10 38320 466926 SH SHARED 02 466926 D 3M CO COM 88579Y10 7460 90900 SH SHARED 04 90900 D 3M CO COM 88579Y10 9053 110318 SH SHARED 05 103238 7080 D 3M CO COM 88579Y10 1797 21907 SH SHARED 06 21907 D 3M CO COM 88579Y10 842 10266 SH SHARED 07 10266 D 3M CO COM 88579Y10 1912 23300 SH SHARED 09 23300 D 3M CO COM 88579Y10 74594 908916 SH SHARED 10 908916 D TIBCO SOFTWARE INC COM 88632Q10 1965 147301 SH SHARED 147301 D TIBCO SOFTWARE INC COM 88632Q10 23174 1737200 SH SHARED 01 1727900 9300 D TIBCO SOFTWARE INC COM 88632Q10 347 26048 SH SHARED 02 25848 200 D TIBCO SOFTWARE INC COM 88632Q10 3868 290000 SH SHARED 04 290000 D TIBCO SOFTWARE INC COM 88632Q10 1651 123800 SH SHARED 10 123800 D TIDEWATER INC COM 88642310 5052 141875 SH SHARED 141875 D TIDEWATER INC COM 88642310 710 19939 SH SHARED 01 19939 D TIDEWATER INC COM 88642310 1052 29552 SH SHARED 02 29552 D TIDEWATER INC COM 88642310 638 17935 SH SHARED 10 17935 D TIER TECHNOLOGIES INC CL B 88650Q10 313 33931 SH SHARED 33931 D TIER TECHNOLOGIES INC CL B 88650Q10 0 4 SH SHARED 02 4 D TIER TECHNOLOGIES INC CL B 88650Q10 66 7200 SH SHARED 10 7200 D TIERONE CORP COM 88650R10 843 33929 SH SHARED 33929 D TIERONE CORP COM 88650R10 298 12000 SH SHARED 01 12000 D TIERONE CORP COM 88650R10 0 6 SH SHARED 02 6 D TIERONE CORP COM 88650R10 531 21400 SH SHARED 10 21400 D TIFFANY & CO NEW COM 88654710 12789 400032 SH SHARED 400032 D TIFFANY & CO NEW COM 88654710 6529 204234 SH SHARED 01 124151 80083 D TIFFANY & CO NEW COM 88654710 1154 36099 SH SHR/OTHR 01 10000 26099 D TIFFANY & CO NEW COM 88654710 1931 60425 SH SHARED 02 60425 D TIFFANY & CO NEW COM 88654710 511 16000 SH SHARED 04 16000 D TIFFANY & CO NEW COM 88654710 6 200 SH SHARED 05 200 D TIFFANY & CO NEW COM 88654710 41 1300 SH SHARED 06 1300 D TIFFANY & CO NEW COM 88654710 4694 146847 SH SHARED 10 146847 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 227 14722 SH SHARED 14722 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 12 805 SH SHARED 02 805 D TIM HELLAS TELECOMM S A ADR 88706Q10 34 1843 SH SHARED 1843 D TIMBERLAND CO CL A 88710010 87 1400 SH SHARED 1400 D TIMBERLAND CO CL A 88710010 5224 83359 SH SHARED 83359 D TIMBERLAND CO CL A 88710010 564 9000 SH SHARED 01 9000 D TIMBERLAND CO CL A 88710010 2358 37631 SH SHARED 02 37631 D TIMBERLAND CO CL A 88710010 313 5000 SH SHARED 04 5000 D TIMBERLAND CO CL A 88710010 50 800 SH SHARED 10 800 D TIME WARNER INC COM 88731710 479848 24670890 SH SHARED 23688493 982397 D TIME WARNER INC COM 88731710 194005 9974583 SH SHARED 01 2159490 5989700 1825393 D TIME WARNER INC COM 88731710 8751 449940 SH SHR/OTHR 01 157820 292120 D TIME WARNER INC COM 88731710 50315 2586926 SH SHARED 02 2586926 D TIME WARNER INC COM 88731710 28788 1480110 SH SHARED 03 1480110 D TIME WARNER INC COM 88731710 423154 21756000 SH SHARED 04 21756000 D TIME WARNER INC COM 88731710 72868 3746472 SH SHARED 05 2969834 776638 D TIME WARNER INC COM 88731710 43511 2237092 SH SHARED 06 2237092 D TIME WARNER INC COM 88731710 1492 76738 SH SHARED 07 76738 D TIME WARNER INC COM 88731710 3559 183000 SH SHARED 09 183000 D TIME WARNER INC COM 88731710 120367 6188579 SH SHARED 10 6188579 D TIME WARNER TELECOM INC CL A 88731910 393 90252 SH SHARED 90252 D TIME WARNER TELECOM INC CL A 88731910 50 11500 SH SHARED 01 11500 D TIME WARNER TELECOM INC CL A 88731910 2 603 SH SHARED 02 603 D TIME WARNER TELECOM INC CL A 88731910 96 22200 SH SHARED 10 22200 D TIMKEN CO COM 88738910 275 10600 SH SHARED 10600 D TIMKEN CO COM 88738910 1542 59293 SH SHARED 59293 D TIMKEN CO COM 88738910 20 800 SH SHARED 01 800 D TIMKEN CO COM 88738910 196 7542 SH SHARED 02 7542 D TIPPINGPOINT TECH INC COM 88801110 280 6000 SH SHARED 6000 D TIPPINGPOINT TECH INC COM 88801110 5 120 SH SHARED 02 120 D TIPPINGPOINT TECH INC COM 88801110 84 1800 SH SHARED 10 1800 D TITAN CORP COM 88826610 4957 306043 SH SHARED 306043 D TITAN CORP COM 88826610 346 21400 SH SHARED 01 21400 D TITAN CORP COM 88826610 4858 299919 SH SHARED 02 299919 D TITAN CORP COM 88826610 526 32500 SH SHARED 10 32500 D TITAN INTL INC ILL NOTE 5.250% 7/2 88830MAB 2018 1456000 PRN SHARED 1456000 D TITAN PHARMACEUTICALS INC DE COM 88831410 0 34 SH SHARED 34 D TITANIUM METALS CORP COM NEW 88833920 281 11669 SH SHARED 11669 D TITANIUM METALS CORP COM NEW 88833920 45 1900 SH SHARED 10 1900 D TIVO INC COM 88870610 571 97284 SH SHARED 97284 D TIVO INC COM 88870610 8 1500 SH SHARED 01 1500 D TIVO INC COM 88870610 14 2502 SH SHARED 02 2502 D TIVO INC COM 88870610 123 21000 SH SHARED 10 21000 D TODCO CL A 88889T10 406 22054 SH SHARED 22054 D TODCO CL A 88889T10 9 500 SH SHARED 02 500 D TODCO CL A 88889T10 127 6900 SH SHARED 10 6900 D TOLL BROTHERS INC COM 88947810 288 4200 SH SHARED 4200 D TOLL BROTHERS INC COM 88947810 4376 63792 SH SHARED 63792 D TOLL BROTHERS INC COM 88947810 1344 19600 SH SHARED 01 19600 D TOLL BROTHERS INC COM 88947810 2688 39185 SH SHARED 02 39185 D TOLL BROTHERS INC COM 88947810 10291 150000 SH SHARED 10 150000 D TOLLGRADE COMMUNICATIONS INC COM 88954210 75 6182 SH SHARED 6182 D TOLLGRADE COMMUNICATIONS INC COM 88954210 0 12 SH SHARED 02 12 D TOM ONLINE INC ADR REG S 88972820 63 4131 SH SHARED 4131 D TOM ONLINE INC ADR REG S 88972820 4 300 SH SHARED 01 300 D TOMPKINSTRUSTCO INC COM 89011010 693 12972 SH SHARED 12972 D TOMPKINSTRUSTCO INC COM 89011010 3 72 SH SHARED 02 72 D TOMPKINSTRUSTCO INC COM 89011010 129 2430 SH SHARED 10 2430 D TOO INC COM 89033310 1570 64200 SH SHARED 64200 D TOO INC COM 89033310 2439 99747 SH SHARED 01 99747 D TOO INC COM 89033310 472 19310 SH SHARED 02 19310 D TOO INC COM 89033310 1813 74144 SH SHARED 10 74144 D TOOTSIE ROLL INDS INC COM 89051610 1889 54562 SH SHARED 54562 D TOOTSIE ROLL INDS INC COM 89051610 547 15798 SH SHARED 01 15798 D TOOTSIE ROLL INDS INC COM 89051610 485 14021 SH SHARED 02 14021 D TOPPS INC COM 89078610 59 6100 SH SHARED 6100 D TOPPS INC COM 89078610 786 80622 SH SHARED 80622 D TOPPS INC COM 89078610 8 880 SH SHARED 01 880 D TOPPS INC COM 89078610 0 20 SH SHARED 02 20 D TOPPS INC COM 89078610 107 10996 SH SHARED 10 10996 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 38 5890 SH SHARED 5890 D TORCHMARK CORP COM 89102710 16152 282687 SH SHARED 282687 D TORCHMARK CORP COM 89102710 1062 18600 SH SHARED 01 18600 D TORCHMARK CORP COM 89102710 2451 42910 SH SHARED 02 42910 D TORCHMARK CORP COM 89102710 57 1000 SH SHARED 06 1000 D TORCHMARK CORP COM 89102710 6847 119834 SH SHARED 10 119834 D TOREADOR RES CORP COM 89105010 208 9413 SH SHARED 9413 D TORO CO COM 89109210 130 1600 SH SHARED 1600 D TORO CO COM 89109210 4487 55165 SH SHARED 55165 D TORO CO COM 89109210 2181 26820 SH SHARED 01 26820 D TORO CO COM 89109210 1212 14907 SH SHARED 02 14907 D TORO CO COM 89109210 748 9200 SH SHARED 10 9200 D TORONTO DOMINION BK ONT COM NEW 89116050 85917 2061362 SH SHARED 2061362 D TORONTO DOMINION BK ONT COM NEW 89116050 41 1000 SH SHARED 01 1000 D TORONTO DOMINION BK ONT COM NEW 89116050 4906 117728 SH SHARED 02 117728 D TOTAL ENTMT RESTAURANT CORP COM 89150E10 138 11612 SH SHARED 11612 D TOTAL S A SPONSORED ADR 89151E10 189 1725 SH SHARED 125 1600 D TOTAL S A SPONSORED ADR 89151E10 14805 134790 SH SHARED 01 31726 20450 82614 D TOTAL S A SPONSORED ADR 89151E10 1396 12717 SH SHR/OTHR 01 2300 10417 D TOTAL S A SPONSORED ADR 89151E10 494 4500 SH SHARED 02 4500 D TOTAL S A SPONSORED ADR 89151E10 1833 16690 SH SHARED 10 16690 D TOWER AUTOMOTIVE INC COM 89170710 723 302649 SH SHARED 302649 D TOWER AUTOMOTIVE INC COM 89170710 0 199 SH SHARED 02 199 D TOWER AUTOMOTIVE INC COM 89170710 64 26990 SH SHARED 10 26990 D TOWER GROUP INC COM 89177710 327 27300 SH SHARED 27300 D TOTAL SYS SVCS INC COM 89190610 519 21391 SH SHARED 21391 D TOTAL SYS SVCS INC COM 89190610 179 7400 SH SHARED 01 7400 D TOTAL SYS SVCS INC COM 89190610 127 5242 SH SHARED 02 5242 D TOWN & CTRY TR SH BEN INT 89208110 895 32411 SH SHARED 32411 D TOWN & CTRY TR SH BEN INT 89208110 287 10400 SH SHARED 01 10400 D TOWN & CTRY TR SH BEN INT 89208110 24 903 SH SHARED 02 903 D TOWN & CTRY TR SH BEN INT 89208110 442 16000 SH SHARED 10 16000 D TOWN & CTRY TR SH BEN INT 89208110 17155 620900 SH SHARED 11 620900 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 6826 83382 SH SHARED 83382 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 2232 27263 SH SHARED 01 27263 D TOYS R US INC COM 89233510 24836 1213300 SH SHARED 1213100 200 D TOYS R US INC COM 89233510 210 10301 SH SHARED 01 10301 D TOYS R US INC COM 89233510 2208 107874 SH SHARED 02 107874 D TOYS R US INC COM 89233510 37 1850 SH SHARED 06 1850 D TOYS R US INC COM 89233510 4940 241352 SH SHARED 10 241352 D TPG N V SPONSORED ADR 89233910 446 16400 SH SHARED 16400 D TPG N V SPONSORED ADR 89233910 12 475 SH SHARED 01 475 D TRACTOR SUPPLY CO COM 89235610 3360 90309 SH SHARED 90309 D TRACTOR SUPPLY CO COM 89235610 878 23600 SH SHARED 01 23600 D TRACTOR SUPPLY CO COM 89235610 59 1608 SH SHARED 02 1608 D TRACTOR SUPPLY CO COM 89235610 494 13300 SH SHARED 10 13300 D TRADESTATION GROUP INC COM 89267P10 670 95420 SH SHARED 95420 D TRADESTATION GROUP INC COM 89267P10 6 903 SH SHARED 02 903 D TRADESTATION GROUP INC COM 89267P10 66 9400 SH SHARED 10 9400 D TRAFFIX INC COM 89272110 95 14966 SH SHARED 14966 D TRAMMELL CROW CO COM 89288R10 1428 78873 SH SHARED 78873 D TRAMMELL CROW CO COM 89288R10 153 8500 SH SHARED 01 8500 D TRAMMELL CROW CO COM 89288R10 0 7 SH SHARED 02 7 D TRAMMELL CROW CO COM 89288R10 360 19900 SH SHARED 10 19900 D TRANSACT TECHNOLOGIES INC COM 89291810 327 15313 SH SHARED 15313 D TRANSACT TECHNOLOGIES INC COM 89291810 111 5200 SH SHARED 01 5200 D TRANSACT TECHNOLOGIES INC COM 89291810 6 300 SH SHARED 02 300 D TRANSACT TECHNOLOGIES INC COM 89291810 93 4400 SH SHARED 10 4400 D TRANS WORLD ENTMT CORP COM 89336Q10 544 43671 SH SHARED 43671 D TRANS WORLD ENTMT CORP COM 89336Q10 682 54700 SH SHARED 01 54700 D TRANS WORLD ENTMT CORP COM 89336Q10 258 20728 SH SHARED 02 20728 D TRANS WORLD ENTMT CORP COM 89336Q10 579 46509 SH SHARED 10 46509 D TRANSACTION SYS ARCHITECTS CL A 89341610 2441 122987 SH SHARED 122987 D TRANSACTION SYS ARCHITECTS CL A 89341610 1786 90000 SH SHARED 01 90000 D TRANSACTION SYS ARCHITECTS CL A 89341610 675 34010 SH SHARED 02 34010 D TRANSACTION SYS ARCHITECTS CL A 89341610 323 16306 SH SHARED 10 16306 D TRANSALTA CORP COM 89346D10 6899 456640 SH SHARED 456640 D TRANSALTA CORP COM 89346D10 184 12182 SH SHARED 01 12182 D TRANSALTA CORP COM 89346D10 1229 81359 SH SHARED 02 81359 D TRANSALTA CORP COM 89346D10 683 45236 SH SHARED 10 45236 D TRANSATLANTIC HLDGS INC COM 89352110 61 1001 SH SHARED 1001 D TRANSATLANTIC HLDGS INC COM 89352110 7297 118020 SH SHARED 01 8842 109178 D TRANSATLANTIC HLDGS INC COM 89352110 173 2812 SH SHR/OTHR 01 2812 D TRANSATLANTIC HLDGS INC COM 89352110 162 2624 SH SHARED 02 2624 D TRANSATLANTIC HLDGS INC COM 89352110 4416 71437 SH SHARED 10 71437 D TRANSCANADA CORP COM 89353D10 12 500 SH SHARED 500 D TRANSCANADA CORP COM 89353D10 295 11865 SH SHARED 01 11865 D TRANSCANADA CORP COM 89353D10 8 333 SH SHR/OTHR 01 333 D TRANSCANADA CORP COM 89353D10 2492 100232 SH SHARED 02 100232 D TRANSCANADA CORP COM 89353D10 47 1900 SH SHARED 06 1900 D TRANSCANADA CORP COM 89353D10 3182 127946 SH SHARED 10 127946 D TRANSCONTINENTAL RLTY INVS COM NEW 89361720 0 4 SH SHARED 02 4 D TRANSGENOMIC INC COM 89365K20 0 15 SH SHARED 15 D TRANSKARYOTIC THERAPIES INC NOTE 1.250% 5/1 893735AA 7450 5000000 PRN SHARED 02 5000000 D TRANSKARYOTIC THERAPIES INC COM 89373510 2166 85311 SH SHARED 85311 D TRANSKARYOTIC THERAPIES INC COM 89373510 73 2908 SH SHARED 02 2908 D TRANSKARYOTIC THERAPIES INC COM 89373510 16640 655395 SH SHARED 04 655395 D TRANSKARYOTIC THERAPIES INC COM 89373510 482 19000 SH SHARED 06 19000 D TRANSKARYOTIC THERAPIES INC COM 89373510 1214 47845 SH SHARED 10 47845 D TRANSMETA CORP DEL COM 89376R10 503 308977 SH SHARED 308977 D TRANSMETA CORP DEL COM 89376R10 12 7500 SH SHARED 02 7500 D TRANSMETA CORP DEL COM 89376R10 88 54300 SH SHARED 10 54300 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 54988 55488000 PRN SHARED 55488000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 148 150000 PRN SHARED 02 150000 D TRANSPORTADORA DE GAS SUR SPON ADR B 89387020 44 8600 SH SHARED 8600 D TRANSTECHNOLOGY CORP DEL COM 89388910 25 3500 SH SHARED 3500 D TRANSMONTAIGNE INC COM 89393410 241 39417 SH SHARED 39417 D TRANSMONTAIGNE INC COM 89393410 30 5000 SH SHARED 10 5000 D TRANSWITCH CORP COM 89406510 273 177858 SH SHARED 177858 D TRAVELZOO INC COM 89421Q10 502 5266 SH SHARED 5266 D TRAVELZOO INC COM 89421Q10 162 1700 SH SHARED 01 1700 D TRAVELZOO INC COM 89421Q10 38 400 SH SHARED 02 400 D TRAVELZOO INC COM 89421Q10 57 600 SH SHARED 10 600 D TREDEGAR CORP COM 89465010 1070 52952 SH SHARED 52952 D TREDEGAR CORP COM 89465010 7059 349286 SH SHARED 01 349286 D TREDEGAR CORP COM 89465010 0 9 SH SHARED 02 9 D TREDEGAR CORP COM 89465010 629 31155 SH SHARED 10 31155 D TREX INC COM 89531P10 1974 37650 SH SHARED 37650 D TREX INC COM 89531P10 1053 20095 SH SHARED 20095 D TREX INC COM 89531P10 81 1559 SH SHARED 02 1559 D TREX INC COM 89531P10 220 4200 SH SHARED 10 4200 D TRI CONTL CORP COM 89543610 676 37006 SH SHARED 37006 D TRI CONTL CORP COM 89543610 18 1004 SH SHARED 01 1004 D TRI CONTL CORP COM 89543610 290 15896 SH SHR/OTHR 01 15896 D TRIAD HOSPITALS INC COM 89579K10 5445 146335 SH SHARED 146335 D TRIAD HOSPITALS INC COM 89579K10 31209 838727 SH SHARED 01 699599 135900 3228 D TRIAD HOSPITALS INC COM 89579K10 26 705 SH SHR/OTHR 01 705 D TRIAD HOSPITALS INC COM 89579K10 992 26673 SH SHARED 02 26673 D TRIAD HOSPITALS INC COM 89579K10 2976 80000 SH SHARED 04 80000 D TRIAD HOSPITALS INC COM 89579K10 4018 108000 SH SHARED 10 108000 D TRIDENT MICROSYSTEMS INC COM 89591910 565 33851 SH SHARED 33851 D TRIDENT MICROSYSTEMS INC COM 89591910 22 1337 SH SHARED 02 1337 D TRIDENT MICROSYSTEMS INC COM 89591910 145 8700 SH SHARED 10 8700 D TRIAD GTY INC COM 89592510 1027 16983 SH SHARED 16983 D TRIAD GTY INC COM 89592510 776 12840 SH SHARED 01 12840 D TRIAD GTY INC COM 89592510 0 2 SH SHARED 02 2 D TRIAD GTY INC COM 89592510 229 3800 SH SHARED 10 3800 D TRIARC COS INC NOTE 5.000% 5/1 895927AD 12514 11577000 PRN SHARED 02 11577000 D TRIARC COS INC CL B SER 1 89592730 794 64805 SH SHARED 64805 D TRIARC COS INC CL B SER 1 89592730 56 4620 SH SHARED 01 4620 D TRIARC COS INC CL B SER 1 89592730 12 1001 SH SHARED 02 1001 D TRIARC COS INC CL B SER 1 89592730 158 12900 SH SHARED 10 12900 D TRIBUNE CO NEW COM 89604710 54113 1284138 SH SHARED 1284138 D TRIBUNE CO NEW COM 89604710 60798 1442782 SH SHARED 01 51041 1391741 D TRIBUNE CO NEW COM 89604710 2083 49436 SH SHR/OTHR 01 49436 D TRIBUNE CO NEW COM 89604710 5201 123437 SH SHARED 02 121937 1500 D TRIBUNE CO NEW COM 89604710 8 200 SH SHARED 05 200 D TRIBUNE CO NEW COM 89604710 2711 64350 SH SHARED 06 64350 D TRIBUNE CO NEW COM 89604710 13898 329808 SH SHARED 10 329808 D TRIBUNE CO NEW SB DB EXCH2%29 89604730 1429 1574429 PRN SHARED 1574429 D TRICO BANCSHARES COM 89609510 477 20393 SH SHARED 20393 D TRICO BANCSHARES COM 89609510 37 1600 SH SHARED 01 1600 D TRICO BANCSHARES COM 89609510 0 2 SH SHARED 02 2 D TRICO BANCSHARES COM 89609510 154 6600 SH SHARED 10 6600 D TRICO MARINE SERVICES INC COM 89610610 28 160461 SH SHARED 160461 D TRIKON TECHNOLOGIES INC COM NEW 89618740 187 81500 SH SHARED 81500 D TRIMBLE NAVIGATION LTD COM 89623910 3362 101777 SH SHARED 101777 D TRIMBLE NAVIGATION LTD COM 89623910 99 3000 SH SHARED 01 3000 D TRIMBLE NAVIGATION LTD COM 89623910 92 2806 SH SHARED 02 2806 D TRIMBLE NAVIGATION LTD COM 89623910 654 19809 SH SHARED 10 19809 D TRIMERIS INC COM 89626310 534 37722 SH SHARED 37722 D TRIMERIS INC COM 89626310 55 3900 SH SHARED 01 3900 D TRIMERIS INC COM 89626310 13 971 SH SHARED 02 971 D TRIMERIS INC COM 89626310 110 7802 SH SHARED 10 7802 D TRINITY BIOTECH PLC SPONSORED ADR 89643810 87 29500 SH SHARED 29500 D TRINITY BIOTECH PLC SPONSORED ADR 89643810 10 3600 SH SHARED 01 3600 D TRINITY INDS INC COM 89652210 74 2200 SH SHARED 2200 D TRINITY INDS INC COM 89652210 3863 113367 SH SHARED 113367 D TRINITY INDS INC COM 89652210 473 13900 SH SHARED 01 13900 D TRINITY INDS INC COM 89652210 354 10413 SH SHARED 02 10413 D TRINITY INDS INC COM 89652210 549 16112 SH SHARED 10 16112 D TRINTECH GROUP PLC SPONS ADR NEW 89668220 32 5668 SH SHARED 5668 D TRIPATH TECHNOLOGY INC COM 89672P10 153 123110 SH SHARED 123110 D TRIPATH TECHNOLOGY INC COM 89672P10 2 1700 SH SHARED 02 1700 D TRIPATH TECHNOLOGY INC COM 89672P10 19 15500 SH SHARED 10 15500 D TRIQUINT SEMICONDUCTOR INC NOTE 4.000% 3/0 89674KAB 17647 18250000 PRN SHARED 18250000 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 1889 424570 SH SHARED 424570 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 138 31175 SH SHARED 01 31175 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 172 38675 SH SHARED 02 38675 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 226 50878 SH SHARED 10 50878 D TRITON PCS HLDGS INC CL A 89677M10 335 98100 SH SHARED 98100 D TRITON PCS HLDGS INC CL A 89677M10 0 7 SH SHARED 02 7 D TRITON PCS HLDGS INC CL A 89677M10 40 11800 SH SHARED 10 11800 D TRIUMPH GROUP INC NEW COM 89681810 1202 30437 SH SHARED 30437 D TRIUMPH GROUP INC NEW COM 89681810 19 500 SH SHARED 01 500 D TRIUMPH GROUP INC NEW COM 89681810 25 644 SH SHR/OTHR 01 644 D TRIUMPH GROUP INC NEW COM 89681810 22 563 SH SHARED 02 563 D TRIUMPH GROUP INC NEW COM 89681810 237 6000 SH SHARED 10 6000 D TRIZEC PROPERTIES INC COM 89687P10 1285 67958 SH SHARED 67958 D TRIZEC PROPERTIES INC COM 89687P10 421 22253 SH SHARED 01 22253 D TRIZEC PROPERTIES INC COM 89687P10 483 25575 SH SHARED 02 25575 D TRIZEC PROPERTIES INC COM 89687P10 27286 1442200 SH SHARED 11 1442200 D TRIZETTO GROUP INC COM 89688210 899 94702 SH SHARED 94702 D TRIZETTO GROUP INC COM 89688210 11 1207 SH SHARED 02 1207 D TRIZETTO GROUP INC COM 89688210 95 10100 SH SHARED 10 10100 D TRIPOS INC COM 89692810 28 5314 SH SHARED 5314 D TRIPATH IMAGING INC COM 89694210 545 60833 SH SHARED 60833 D TRIPATH IMAGING INC COM 89694210 24 2736 SH SHARED 02 2736 D TRIPATH IMAGING INC COM 89694210 121 13500 SH SHARED 10 13500 D TROPICAL SPORTSWEAR INTL COR COM 89708P10 0 20 SH SHARED 20 D TRUSTCO BK CORP N Y COM 89834910 1879 136305 SH SHARED 136305 D TRUSTCO BK CORP N Y COM 89834910 144 10444 SH SHARED 01 10444 D TRUSTCO BK CORP N Y COM 89834910 63 4620 SH SHARED 02 4620 D TRUSTCO BK CORP N Y COM 89834910 487 35383 SH SHARED 10 35383 D TRUSTMARK CORP COM 89840210 2858 91986 SH SHARED 91986 D TRUSTMARK CORP COM 89840210 919 29600 SH SHARED 01 29600 D TRUSTMARK CORP COM 89840210 19 641 SH SHARED 02 641 D TRUSTMARK CORP COM 89840210 1388 44700 SH SHARED 10 44700 D TUESDAY MORNING CORP COM NEW 89903550 1425 46534 SH SHARED 46534 D TUESDAY MORNING CORP COM NEW 89903550 49 1600 SH SHARED 02 1600 D TUESDAY MORNING CORP COM NEW 89903550 355 11600 SH SHARED 10 11600 D TUMBLEWEED COMMUNICATIONS CO COM 89969010 464 138986 SH SHARED 138986 D TUMBLEWEED COMMUNICATIONS CO COM 89969010 8 2400 SH SHARED 02 2400 D TUMBLEWEED COMMUNICATIONS CO COM 89969010 77 23200 SH SHARED 10 23200 D TUPPERWARE CORP COM 89989610 4716 227648 SH SHARED 227648 D TUPPERWARE CORP COM 89989610 350 16900 SH SHARED 01 16900 D TUPPERWARE CORP COM 89989610 335 16214 SH SHARED 02 16214 D TUPPERWARE CORP COM 89989610 434 20990 SH SHARED 10 20990 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 29 1639 SH SHARED 994 645 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 110 6100 SH SHARED 02 6100 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 3620 200000 SH SHARED 06 200000 D TURKISH INVT FD INC COM 90014510 122 7000 SH SHARED 7000 D TUT SYSTEMS COM 90110310 17 4300 SH SHARED 4300 D TV AZTECA S A DE C V SPONSORED ADR 90114510 18702 1819349 SH SHARED 1819349 D TWEETER HOME ENTMT GROUP INC COM 90116710 176 25674 SH SHARED 25674 D TWEETER HOME ENTMT GROUP INC COM 90116710 68 10024 SH SHARED 02 10024 D 21ST CENTY INS GROUP COM 90130N10 681 50100 SH SHARED 50100 D 21ST CENTY INS GROUP COM 90130N10 0 7 SH SHARED 02 7 D 21ST CENTY INS GROUP COM 90130N10 95 7000 SH SHARED 10 7000 D 24/7 REAL MEDIA INC COM NEW 90131420 400 92568 SH SHARED 92568 D 24/7 REAL MEDIA INC COM NEW 90131420 12 2800 SH SHARED 01 2800 D 24/7 REAL MEDIA INC COM NEW 90131420 4 1000 SH SHARED 02 1000 D 24/7 REAL MEDIA INC COM NEW 90131420 66 15400 SH SHARED 10 15400 D 21ST CENTY HLDG CO COM 90136Q10 2 150 SH SHARED 150 D II VI INC COM 90210410 866 20392 SH SHARED 20392 D II VI INC COM 90210410 1708 40200 SH SHARED 01 40200 D II VI INC COM 90210410 41 968 SH SHARED 02 968 D II VI INC COM 90210410 216 5100 SH SHARED 10 5100 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE 12 7500 PRN SHARED 7500 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE 3759 2238000 PRN SHARED 02 2238000 D TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF 93462 58967000 PRN SHARED 58967000 D TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF 198 125000 PRN SHARED 01 125000 D TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF 47832 30178000 PRN SHARED 02 30178000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 181321107929500 PRN SHARED 107929500 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 27118 16142000 PRN SHARED 02 16142000 D TYCO INTL LTD NEW COM 90212410 866 24254 SH SHARED 24254 D TYCO INTL LTD NEW COM 90212410 288705 8077938 SH SHARED 7374484 703454 D TYCO INTL LTD NEW COM 90212410 166224 4650945 SH SHARED 01 609519 2502300 1539126 D TYCO INTL LTD NEW COM 90212410 1726 48310 SH SHR/OTHR 01 12525 35785 D TYCO INTL LTD NEW COM 90212410 23863 667696 SH SHARED 02 667696 D TYCO INTL LTD NEW COM 90212410 218853 6123500 SH SHARED 04 6123500 D TYCO INTL LTD NEW COM 90212410 82362 2304488 SH SHARED 05 1488388 816100 D TYCO INTL LTD NEW COM 90212410 35065 981120 SH SHARED 06 981120 D TYCO INTL LTD NEW COM 90212410 1143 32000 SH SHARED 07 32000 D TYCO INTL LTD NEW COM 90212410 2802 78400 SH SHARED 09 78400 D TYCO INTL LTD NEW COM 90212410 236402 6614509 SH SHARED 10 6614509 D TYLER TECHNOLOGIES INC COM 90225210 699 83665 SH SHARED 83665 D TYLER TECHNOLOGIES INC COM 90225210 653 78200 SH SHARED 01 78200 D TYLER TECHNOLOGIES INC COM 90225210 14 1711 SH SHARED 02 1711 D TYLER TECHNOLOGIES INC COM 90225210 516 61800 SH SHARED 10 61800 D TYSON FOODS INC CL A 90249410 11028 599352 SH SHARED 599352 D TYSON FOODS INC CL A 90249410 20486 1113385 SH SHARED 01 1113385 D TYSON FOODS INC CL A 90249410 36 1996 SH SHR/OTHR 01 1996 D TYSON FOODS INC CL A 90249410 4005 217673 SH SHARED 02 217673 D TYSON FOODS INC CL A 90249410 250 13589 SH SHARED 06 13589 D TYSON FOODS INC CL A 90249410 970 52740 SH SHARED 10 52740 D UCBH HOLDINGS INC COM 90262T30 117 2572 SH SHARED 2572 D UCBH HOLDINGS INC COM 90262T30 18 400 SH SHARED 01 400 D UCBH HOLDINGS INC COM 90262T30 82 1800 SH SHR/OTHR 01 1800 D UCBH HOLDINGS INC COM 90262T30 256 5608 SH SHARED 02 5508 100 D UCBH HOLDINGS INC COM 90262T30 1059 23120 SH SHARED 10 23120 D UGI CORP NEW COM 90268110 616 15074 SH SHARED 15074 D UGI CORP NEW COM 90268110 92 2250 SH SHARED 01 1050 1200 D UGI CORP NEW COM 90268110 212 5204 SH SHARED 02 5204 D UICI COM 90273710 2820 83188 SH SHARED 83188 D UICI COM 90273710 745 21980 SH SHARED 01 21980 D UICI COM 90273710 0 11 SH SHARED 02 11 D UICI COM 90273710 688 20300 SH SHARED 10 20300 D UIL HLDG CORP COM 90274810 1234 24071 SH SHARED 24071 D UIL HLDG CORP COM 90274810 71 1400 SH SHARED 01 1400 D UIL HLDG CORP COM 90274810 5 107 SH SHARED 02 107 D UIL HLDG CORP COM 90274810 235 4600 SH SHARED 10 4600 D UMB FINL CORP COM 90278810 1572 27748 SH SHARED 27748 D UMB FINL CORP COM 90278810 1373 24235 SH SHARED 01 24235 D UMB FINL CORP COM 90278810 11 208 SH SHARED 02 208 D UMB FINL CORP COM 90278810 407 7192 SH SHARED 10 7192 D U S B HLDG INC COM 90291010 524 21079 SH SHARED 21079 D U S B HLDG INC COM 90291010 6 243 SH SHARED 02 243 D U S B HLDG INC COM 90291010 97 3908 SH SHARED 10 3908 D UST INC COM 90291110 19531 405974 SH SHARED 405974 D UST INC COM 90291110 13273 275900 SH SHARED 01 274700 1200 D UST INC COM 90291110 2949 61300 SH SHR/OTHR 01 1300 60000 D UST INC COM 90291110 2744 57046 SH SHARED 02 57046 D UST INC COM 90291110 3367 70000 SH SHARED 04 70000 D UST INC COM 90291110 241 5023 SH SHARED 06 5023 D UST INC COM 90291110 326801 6792801 SH SHARED 10 6792801 D U S GLOBAL INVS INC CL A 90295210 32 7901 SH SHARED 7901 D U S RESTAURANT PPTYS INC COM 90297110 822 45531 SH SHARED 45531 D U S RESTAURANT PPTYS INC COM 90297110 30 1700 SH SHARED 01 1700 D U S RESTAURANT PPTYS INC COM 90297110 54 3000 SH SHR/OTHR 01 3000 D U S RESTAURANT PPTYS INC COM 90297110 9 502 SH SHARED 02 502 D U S RESTAURANT PPTYS INC COM 90297110 243 13500 SH SHARED 10 13500 D U S RESTAURANT PPTYS INC PFD CV SER A 90297120 748 30000 SH SHARED 30000 D U S RESTAURANT PPTYS INC PFD CV SER A 90297120 249 10000 SH SHR/OTHR 01 10000 D US BANCORP DEL COM NEW 90297330 282551 9021447 SH SHARED 8856557 164890 D US BANCORP DEL COM NEW 90297330 289842 9254243 SH SHARED 01 5910935 1538820 1804488 D US BANCORP DEL COM NEW 90297330 7826 249889 SH SHR/OTHR 01 102471 147418 D US BANCORP DEL COM NEW 90297330 24775 791034 SH SHARED 02 791034 D US BANCORP DEL COM NEW 90297330 11691 373300 SH SHARED 03 373300 D US BANCORP DEL COM NEW 90297330 34605 1104900 SH SHARED 04 1104900 D US BANCORP DEL COM NEW 90297330 9072 289675 SH SHARED 05 255555 34120 D US BANCORP DEL COM NEW 90297330 5684 181487 SH SHARED 06 181487 D US BANCORP DEL COM NEW 90297330 579 18500 SH SHARED 07 18500 D US BANCORP DEL COM NEW 90297330 1415 45200 SH SHARED 09 45200 D US BANCORP DEL COM NEW 90297330 165295 5277640 SH SHARED 10 5277640 D URS CORP NEW COM 90323610 2199 68520 SH SHARED 68520 D URS CORP NEW COM 90323610 420 13100 SH SHARED 01 13100 D URS CORP NEW COM 90323610 385 12000 SH SHARED 02 12000 D URS CORP NEW COM 90323610 407 12700 SH SHARED 10 12700 D USANA HEALTH SCIENCES INC COM 90328M10 660 19324 SH SHARED 19324 D USANA HEALTH SCIENCES INC COM 90328M10 619 18100 SH SHARED 01 18100 D USANA HEALTH SCIENCES INC COM 90328M10 58 1702 SH SHARED 02 1702 D USANA HEALTH SCIENCES INC COM 90328M10 755 22100 SH SHARED 10 22100 D USF&G CORP NOTE 3/0 903290AD 1656 2006000 PRN SHARED 2006000 D U S G CORP COM NEW 90329340 2966 73675 SH SHARED 73675 D U S G CORP COM NEW 90329340 769 19100 SH SHARED 01 19100 D U S G CORP COM NEW 90329340 0 10 SH SHARED 02 10 D U S G CORP COM NEW 90329340 515 12800 SH SHARED 10 12800 D USEC INC COM 90333E10 1784 184173 SH SHARED 184173 D USEC INC COM 90333E10 67 7000 SH SHARED 01 7000 D USEC INC COM 90333E10 0 22 SH SHARED 02 22 D USEC INC COM 90333E10 318 32833 SH SHARED 10 32833 D U S I HLDGS COM 90333H10 1044 90303 SH SHARED 90303 D U S I HLDGS COM 90333H10 16 1400 SH SHARED 02 1400 D U S I HLDGS COM 90333H10 192 16600 SH SHARED 10 16600 D U S CONCRETE INC COM 90333L10 296 38600 SH SHARED 38600 D U S CONCRETE INC COM 90333L10 1 239 SH SHARED 02 239 D U S PHYSICAL THERAPY INC COM 90337L10 28 1873 SH SHARED 1873 D U S PHYSICAL THERAPY INC COM 90337L10 2 132 SH SHARED 02 132 D U S XPRESS ENTERPRISES INC CL A 90338N10 307 10500 SH SHARED 10500 D U S XPRESS ENTERPRISES INC CL A 90338N10 2 101 SH SHARED 02 101 D U S XPRESS ENTERPRISES INC CL A 90338N10 99 3400 SH SHARED 10 3400 D USA MOBILITY INC COM 90341G10 1553 44003 SH SHARED 44003 D USA MOBILITY INC COM 90341G10 721 20435 SH SHARED 01 20435 D USA MOBILITY INC COM 90341G10 355 10064 SH SHARED 10 10064 D UAP HLDG CORP COM 90344110 865 50100 SH SHARED 50100 D UAP HLDG CORP COM 90344110 233 13500 SH SHARED 10 13500 D UBIQUITEL INC COM 90347430 1245 174890 SH SHARED 174890 D UBIQUITEL INC COM 90347430 48 6800 SH SHARED 01 6800 D UBIQUITEL INC COM 90347430 24 3400 SH SHARED 02 3400 D UBIQUITEL INC COM 90347430 221 31100 SH SHARED 10 31100 D ULTICOM INC COM 90384410 431 26908 SH SHARED 26908 D ULTICOM INC COM 90384410 36 2274 SH SHARED 02 2274 D ULTICOM INC COM 90384410 67 4200 SH SHARED 10 4200 D ULTIMATE ELECTRS INC COM 90384910 167 136157 SH SHARED 136157 D ULTIMATE ELECTRS INC COM 90384910 0 39 SH SHARED 02 39 D ULTIMATE SOFTWARE GROUP INC COM 90385D10 378 29857 SH SHARED 29857 D ULTIMATE SOFTWARE GROUP INC COM 90385D10 10 800 SH SHARED 02 800 D ULTIMATE SOFTWARE GROUP INC COM 90385D10 90 7100 SH SHARED 10 7100 D ULTRALIFE BATTERIES INC COM 90389910 724 37225 SH SHARED 37225 D ULTRALIFE BATTERIES INC COM 90389910 13 700 SH SHARED 02 700 D ULTRALIFE BATTERIES INC COM 90389910 143 7400 SH SHARED 10 7400 D ULTRA PETROLEUM CORP COM 90391410 8537 177389 SH SHARED 177389 D ULTRA PETROLEUM CORP COM 90391410 17938 372700 SH SHARED 01 372700 D ULTRA PETROLEUM CORP COM 90391410 11 244 SH SHR/OTHR 01 244 D ULTRA PETROLEUM CORP COM 90391410 91 1900 SH SHARED 02 1900 D ULTRA PETROLEUM CORP COM 90391410 2406 50000 SH SHARED 04 50000 D ULTRA PETROLEUM CORP COM 90391410 543 11300 SH SHARED 06 11300 D ULTRA PETROLEUM CORP COM 90391410 6347 131890 SH SHARED 10 131890 D ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P10 20301 1024800 SH SHARED 1024800 D ULTRATECH INC COM 90403410 777 41242 SH SHARED 41242 D ULTRATECH INC COM 90403410 42 2268 SH SHR/OTHR 01 2268 D ULTRATECH INC COM 90403410 15 806 SH SHARED 02 806 D ULTRATECH INC COM 90403410 179 9528 SH SHARED 10 9528 D UMPQUA HLDGS CORP COM 90421410 2026 80393 SH SHARED 80393 D UMPQUA HLDGS CORP COM 90421410 922 36600 SH SHARED 01 36600 D UMPQUA HLDGS CORP COM 90421410 19 777 SH SHARED 02 777 D UMPQUA HLDGS CORP COM 90421410 1034 41031 SH SHARED 10 41031 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 1451 45766 SH SHARED 45766 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 6619 208700 SH SHARED 01 208700 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 4282 135000 SH SHARED 06 135000 D UNIFI INC COM 90467710 3145 821386 SH SHARED 821386 D UNIFI INC COM 90467710 3105 810842 SH SHARED 02 810842 D UNIFIRST CORP MASS COM 90470810 460 16290 SH SHARED 16290 D UNIFIRST CORP MASS COM 90470810 147 5200 SH SHARED 01 5200 D UNIFIRST CORP MASS COM 90470810 2 81 SH SHARED 02 81 D UNIFIRST CORP MASS COM 90470810 98 3500 SH SHARED 10 3500 D UNILEVER PLC SPON ADR NEW 90476770 5706 144400 SH SHARED 144400 D UNILEVER PLC SPON ADR NEW 90476770 19 497 SH SHARED 01 297 200 D UNILEVER PLC SPON ADR NEW 90476770 70 1785 SH SHR/OTHR 01 1785 D UNILEVER N V N Y SHS NEW 90478470 824 12362 SH SHARED 12162 200 D UNILEVER N V N Y SHS NEW 90478470 2232 33463 SH SHARED 01 12642 20821 D UNILEVER N V N Y SHS NEW 90478470 1129 16926 SH SHR/OTHR 01 9326 7600 D UNILEVER N V N Y SHS NEW 90478470 51 774 SH SHARED 02 774 D UNION BANKSHARES CORP COM 90539910 597 15545 SH SHARED 15545 D UNION BANKSHARES CORP COM 90539910 0 2 SH SHARED 02 2 D UNION BANKSHARES CORP COM 90539910 84 2200 SH SHARED 10 2200 D UNION BANKSHARES INC COM 90540010 11 500 SH SHR/OTHR 01 500 D UNION PAC CORP COM 90781810 110188 1638484 SH SHARED 1635584 2900 D UNION PAC CORP COM 90781810 18681 277786 SH SHARED 01 140555 137231 D UNION PAC CORP COM 90781810 5661 84182 SH SHR/OTHR 01 41595 42587 D UNION PAC CORP COM 90781810 10071 149764 SH SHARED 02 149764 D UNION PAC CORP COM 90781810 13 200 SH SHARED 05 200 D UNION PAC CORP COM 90781810 2808 41759 SH SHARED 06 41759 D UNION PAC CORP COM 90781810 18335 272644 SH SHARED 10 272644 D UNIONBANCAL CORP COM 90890610 857 13300 SH SHARED 13300 D UNIONBANCAL CORP COM 90890610 1910 29636 SH SHARED 29636 D UNIONBANCAL CORP COM 90890610 296 4600 SH SHARED 01 4600 D UNIONBANCAL CORP COM 90890610 363 5642 SH SHARED 02 5642 D UNISOURCE ENERGY CORP COM 90920510 5802 240671 SH SHARED 240671 D UNISOURCE ENERGY CORP COM 90920510 48 2000 SH SHARED 01 2000 D UNISOURCE ENERGY CORP COM 90920510 0 8 SH SHARED 02 8 D UNISOURCE ENERGY CORP COM 90920510 366 15200 SH SHARED 10 15200 D UNISYS CORP COM 90921410 16 1650 SH SHARED 1650 D UNISYS CORP COM 90921410 25033 2459039 SH SHARED 2457039 2000 D UNISYS CORP COM 90921410 15910 1562901 SH SHARED 01 1562901 D UNISYS CORP COM 90921410 3919 384984 SH SHARED 02 384984 D UNISYS CORP COM 90921410 514 50500 SH SHARED 04 50500 D UNISYS CORP COM 90921410 20 2000 SH SHARED 05 2000 D UNISYS CORP COM 90921410 1790 175850 SH SHARED 06 175850 D UNISYS CORP COM 90921410 3355 329613 SH SHARED 10 329613 D UNIT CORP COM 90921810 3287 86037 SH SHARED 86037 D UNIT CORP COM 90921810 503 13180 SH SHARED 01 11180 2000 D UNIT CORP COM 90921810 81 2128 SH SHARED 02 2128 D UNIT CORP COM 90921810 812 21270 SH SHARED 10 21270 D UNITED AMERN HEALTHCARE CORP COM 90934C10 20 3200 SH SHARED 3200 D UNITED AUTO GROUP INC COM 90944010 1886 63766 SH SHARED 63766 D UNITED AUTO GROUP INC COM 90944010 464 15700 SH SHARED 01 15700 D UNITED AUTO GROUP INC COM 90944010 0 1 SH SHARED 02 1 D UNITED AUTO GROUP INC COM 90944010 224 7600 SH SHARED 10 7600 D UNITED BUSINESS MEDIA PLC ADR 90969M10 3132 358000 SH SHARED 358000 D UNITED CMNTY FINL CORP OHIO COM 90983910 546 48785 SH SHARED 48785 D UNITED CMNTY FINL CORP OHIO COM 90983910 0 21 SH SHARED 02 21 D UNITED CMNTY FINL CORP OHIO COM 90983910 151 13542 SH SHARED 10 13542 D UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P10 1384 51412 SH SHARED 51412 D UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P10 196 7300 SH SHARED 01 7300 D UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P10 10 406 SH SHARED 02 406 D UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P10 495 18400 SH SHARED 10 18400 D UNITED BANKSHARES INC WEST V COM 90990710 2627 68874 SH SHARED 68874 D UNITED BANKSHARES INC WEST V COM 90990710 2820 73930 SH SHARED 01 73930 D UNITED BANKSHARES INC WEST V COM 90990710 12 328 SH SHARED 02 328 D UNITED BANKSHARES INC WEST V COM 90990710 618 16200 SH SHARED 10 16200 D UNITED CAPITAL CORP COM 90991210 37 1654 SH SHARED 02 1654 D UNITED DEFENSE INDS INC COM 91018B10 2442 51696 SH SHARED 51696 D UNITED DEFENSE INDS INC COM 91018B10 61 1300 SH SHARED 01 1300 D UNITED DEFENSE INDS INC COM 91018B10 249 5288 SH SHARED 02 5288 D UNITED DEFENSE INDS INC COM 91018B10 101 2141 SH SHARED 06 2141 D UNITED DOMINION REALTY TR IN COM 91019710 2524 101802 SH SHARED 101802 D UNITED DOMINION REALTY TR IN COM 91019710 877 35400 SH SHARED 01 35400 D UNITED DOMINION REALTY TR IN COM 91019710 1120 45192 SH SHARED 02 45192 D UNITED DOMINION REALTY TR IN COM 91019710 4747 191450 SH SHARED 11 191450 D UNITED FIRE & CAS CO COM 91033110 993 29466 SH SHARED 29466 D UNITED FIRE & CAS CO COM 91033110 68 2040 SH SHARED 01 2040 D UNITED FIRE & CAS CO COM 91033110 0 4 SH SHARED 02 4 D UNITED FIRE & CAS CO COM 91033110 229 6800 SH SHARED 10 6800 D UNITED FIRE & CAS CO PFD CONV A % 91033130 14761 347817 SH SHARED 347817 D UNITED INDL CORP COM 91067110 719 18575 SH SHARED 18575 D UNITED INDL CORP COM 91067110 15 403 SH SHARED 02 403 D UNITED INDL CORP COM 91067110 193 5000 SH SHARED 10 5000 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 25944 7349632 SH SHARED 7349632 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 6805 1928000 SH SHARED 01 1928000 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 178 50500 SH SHARED 02 50500 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 2067 585653 SH SHARED 04 585653 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 99 28300 SH SHARED 10 28300 D UNITED MOBILE HOMES INC COM 91102410 2 172 SH SHARED 02 172 D UNITED NAT FOODS INC COM 91116310 2345 75404 SH SHARED 75404 D UNITED NAT FOODS INC COM 91116310 27721 891357 SH SHARED 01 886842 4000 515 D UNITED NAT FOODS INC COM 91116310 42 1360 SH SHR/OTHR 01 1360 D UNITED NAT FOODS INC COM 91116310 81 2629 SH SHARED 02 2629 D UNITED NAT FOODS INC COM 91116310 531 17100 SH SHARED 10 17100 D UNITED ONLINE INC COM 91126810 1224 106185 SH SHARED 106185 D UNITED ONLINE INC COM 91126810 74 6442 SH SHARED 01 6442 D UNITED ONLINE INC COM 91126810 83 7235 SH SHARED 02 7235 D UNITED ONLINE INC COM 91126810 241 20950 SH SHARED 10 20950 D UNITED PANAM FINANCIAL CP COM 91130110 158 8341 SH SHARED 8341 D UNITED PANAM FINANCIAL CP COM 91130110 2 105 SH SHARED 02 105 D UNITED PANAM FINANCIAL CP COM 91130110 45 2400 SH SHARED 10 2400 D UNITED PARCEL SERVICE INC CL B 91131210 433256 5069705 SH SHARED 5068205 1500 D UNITED PARCEL SERVICE INC CL B 91131210 47529 556159 SH SHARED 01 187975 720 367464 D UNITED PARCEL SERVICE INC CL B 91131210 8144 95301 SH SHR/OTHR 01 40355 54946 D UNITED PARCEL SERVICE INC CL B 91131210 44945 525922 SH SHARED 02 525922 D UNITED PARCEL SERVICE INC CL B 91131210 3217 37650 SH SHARED 04 37650 D UNITED PARCEL SERVICE INC CL B 91131210 34 400 SH SHARED 05 400 D UNITED PARCEL SERVICE INC CL B 91131210 3370 39443 SH SHARED 06 39443 D UNITED PARCEL SERVICE INC CL B 91131210 96574 1130055 SH SHARED 10 1130055 D UNITED RENTALS INC COM 91136310 3447 182382 SH SHARED 182382 D UNITED RENTALS INC COM 91136310 6535 345800 SH SHARED 01 345800 D UNITED RENTALS INC COM 91136310 2525 133640 SH SHARED 02 133640 D UNITED RENTALS INC COM 91136310 1848 97800 SH SHARED 10 97800 D UNITED SEC BANCSHARES INC SHS 91145910 0 4 SH SHARED 02 4 D UNITED SECURITY BANCSHARES C COM 91146010 0 4 SH SHARED 02 4 D UNITED STATES CELLULAR CORP COM 91168410 62 1407 SH SHARED 1407 D UNITED STATES CELLULAR CORP COM 91168410 26 600 SH SHARED 01 600 D UNITED STATES CELLULAR CORP COM 91168410 175 3921 SH SHARED 02 3921 D U STORE IT TR COM 91274F10 818 47200 SH SHARED 47200 D U STORE IT TR COM 91274F10 230 13300 SH SHARED 10 13300 D UNITED STATES STL CORP NEW COM 91290910 38934 759695 SH SHARED 759695 D UNITED STATES STL CORP NEW COM 91290910 15796 308225 SH SHARED 01 308100 125 D UNITED STATES STL CORP NEW COM 91290910 32 632 SH SHR/OTHR 01 632 D UNITED STATES STL CORP NEW COM 91290910 13923 271670 SH SHARED 02 271670 D UNITED STATES STL CORP NEW COM 91290910 51 1000 SH SHARED 06 1000 D UNITED STATES STL CORP NEW COM 91290910 6191 120808 SH SHARED 10 120808 D UNITED STATES STL CORP NEW PFD CV B 7% 91290920 781 468520 PRN SHARED 02 468520 D UNITED STATIONERS INC COM 91300410 92 2000 SH SHARED 2000 D UNITED STATIONERS INC COM 91300410 3190 69063 SH SHARED 69063 D UNITED STATIONERS INC COM 91300410 66 1450 SH SHARED 01 1450 D UNITED STATIONERS INC COM 91300410 0 5 SH SHARED 02 5 D UNITED STATIONERS INC COM 91300410 667 14451 SH SHARED 10 14451 D UNITED SURGICAL PARTNERS INT COM 91301630 3140 75303 SH SHARED 75303 D UNITED SURGICAL PARTNERS INT COM 91301630 30979 742904 SH SHARED 01 587329 2500 153075 D UNITED SURGICAL PARTNERS INT COM 91301630 28 675 SH SHR/OTHR 01 675 D UNITED SURGICAL PARTNERS INT COM 91301630 91 2200 SH SHARED 02 2200 D UNITED SURGICAL PARTNERS INT COM 91301630 6884 165100 SH SHARED 10 165100 D UNITED TECHNOLOGIES CORP COM 91301710 1112 10768 SH SHARED 10768 D UNITED TECHNOLOGIES CORP COM 91301710 714443 6912853 SH SHARED 6724122 188731 D UNITED TECHNOLOGIES CORP COM 91301710 426664 4128344 SH SHARED 01 922485 1700823 1505036 D UNITED TECHNOLOGIES CORP COM 91301710 26821 259524 SH SHR/OTHR 01 93175 166349 D UNITED TECHNOLOGIES CORP COM 91301710 24513 237193 SH SHARED 02 237193 D UNITED TECHNOLOGIES CORP COM 91301710 33041 319700 SH SHARED 04 319700 D UNITED TECHNOLOGIES CORP COM 91301710 81533 788908 SH SHARED 05 570020 218888 D UNITED TECHNOLOGIES CORP COM 91301710 30620 296280 SH SHARED 06 296280 D UNITED TECHNOLOGIES CORP COM 91301710 1487 14391 SH SHARED 07 14391 D UNITED TECHNOLOGIES CORP COM 91301710 3679 35600 SH SHARED 09 35600 D UNITED TECHNOLOGIES CORP COM 91301710 61543 595486 SH SHARED 10 595486 D UNITED THERAPEUTICS CORP DEL COM 91307C10 2836 62816 SH SHARED 62816 D UNITED THERAPEUTICS CORP DEL COM 91307C10 7558 167400 SH SHARED 01 167400 D UNITED THERAPEUTICS CORP DEL COM 91307C10 67 1505 SH SHARED 02 1505 D UNITED THERAPEUTICS CORP DEL COM 91307C10 12334 273190 SH SHARED 04 273190 D UNITED THERAPEUTICS CORP DEL COM 91307C10 338 7500 SH SHARED 06 7500 D UNITED THERAPEUTICS CORP DEL COM 91307C10 7808 172936 SH SHARED 10 172936 D UNITED UTILS PLC SPONSORED ADR 91311Q10 125 5136 SH SHARED 5136 D UNITEDHEALTH GROUP INC COM 91324P10 267496 3038695 SH SHARED 3020035 18660 D UNITEDHEALTH GROUP INC COM 91324P10 226864 2577126 SH SHARED 01 1448429 750040 378657 D UNITEDHEALTH GROUP INC COM 91324P10 2326 26427 SH SHR/OTHR 01 1965 24462 D UNITEDHEALTH GROUP INC COM 91324P10 22439 254905 SH SHARED 02 254905 D UNITEDHEALTH GROUP INC COM 91324P10 60397 686100 SH SHARED 04 686100 D UNITEDHEALTH GROUP INC COM 91324P10 44 500 SH SHARED 05 500 D UNITEDHEALTH GROUP INC COM 91324P10 1717 19512 SH SHARED 06 19512 D UNITEDHEALTH GROUP INC COM 91324P10 78669 893663 SH SHARED 10 893663 D UNITEDGLOBALCOM CL A 91324750 18980 1964880 SH SHARED 1956680 8200 D UNITEDGLOBALCOM CL A 91324750 1847 191300 SH SHARED 01 191300 D UNITEDGLOBALCOM CL A 91324750 381 39448 SH SHARED 02 39148 300 D UNITIL CORP COM 91325910 3 134 SH SHR/OTHR 01 134 D UNITRIN INC COM 91327510 3236 71204 SH SHARED 71204 D UNITRIN INC COM 91327510 1272 28000 SH SHARED 01 22000 6000 D UNITRIN INC COM 91327510 1074 23642 SH SHARED 02 23642 D UNIVERSAL AMERN FINL CORP COM 91337710 739 47803 SH SHARED 47803 D UNIVERSAL AMERN FINL CORP COM 91337710 2 147 SH SHARED 02 147 D UNIVERSAL AMERN FINL CORP COM 91337710 198 12800 SH SHARED 10 12800 D UNIVERSAL COMPRESSION HLDGS COM 91343110 2793 80015 SH SHARED 80015 D UNIVERSAL COMPRESSION HLDGS COM 91343110 6 200 SH SHARED 01 200 D UNIVERSAL COMPRESSION HLDGS COM 91343110 4 123 SH SHARED 02 123 D UNIVERSAL COMPRESSION HLDGS COM 91343110 205 5900 SH SHARED 10 5900 D UNIVERSAL CORP VA COM 91345610 406 8500 SH SHARED 8500 D UNIVERSAL CORP VA COM 91345610 4528 94653 SH SHARED 94653 D UNIVERSAL CORP VA COM 91345610 330 6900 SH SHARED 01 6900 D UNIVERSAL CORP VA COM 91345610 301 6303 SH SHARED 02 6303 D UNIVERSAL CORP VA COM 91345610 114370 2390688 SH SHARED 10 2390688 D UNIVERSAL DISPLAY CORP COM 91347P10 351 39100 SH SHARED 39100 D UNIVERSAL DISPLAY CORP COM 91347P10 185 20581 SH SHARED 02 20581 D UNIVERSAL DISPLAY CORP COM 91347P10 77 8615 SH SHARED 10 8615 D UNIVERSAL ELECTRS INC COM 91348310 690 39238 SH SHARED 39238 D UNIVERSAL ELECTRS INC COM 91348310 47 2700 SH SHARED 01 1900 800 D UNIVERSAL ELECTRS INC COM 91348310 10 604 SH SHARED 02 604 D UNIVERSAL ELECTRS INC COM 91348310 74 4241 SH SHARED 10 4241 D UNIVERSAL FST PRODS INC COM 91354310 1366 31491 SH SHARED 31491 D UNIVERSAL FST PRODS INC COM 91354310 17 400 SH SHARED 01 400 D UNIVERSAL FST PRODS INC COM 91354310 312 7200 SH SHARED 10 7200 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 681 21200 SH SHARED 21200 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 5 162 SH SHARED 02 162 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 147 4600 SH SHARED 10 4600 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 6673 207700 SH SHARED 11 207700 D UNIVERSAL STAINLESS & ALLOY COM 91383710 213 14350 SH SHARED 14350 D UNIVERSAL HLTH SVCS INC CL B 91390310 66 1500 SH SHARED 1500 D UNIVERSAL HLTH SVCS INC CL B 91390310 4355 97883 SH SHARED 97883 D UNIVERSAL HLTH SVCS INC CL B 91390310 743 16700 SH SHARED 01 16700 D UNIVERSAL HLTH SVCS INC CL B 91390310 1182 26571 SH SHARED 02 26571 D UNIVERSAL HLTH SVCS INC CL B 91390310 903 20300 SH SHARED 04 20300 D UNIVERSAL TECHNICAL INST INC COM 91391510 1062 27860 SH SHARED 27860 D UNIVERSAL TECHNICAL INST INC COM 91391510 26 700 SH SHARED 02 700 D UNIVERSAL TECHNICAL INST INC COM 91391510 4806 126100 SH SHARED 10 126100 D UNIVISION COMMUNICATIONS INC CL A 91490610 49183 1680340 SH SHARED 1680340 D UNIVISION COMMUNICATIONS INC CL A 91490610 503 17195 SH SHARED 01 16770 425 D UNIVISION COMMUNICATIONS INC CL A 91490610 64 2200 SH SHR/OTHR 01 2200 D UNIVISION COMMUNICATIONS INC CL A 91490610 3977 135892 SH SHARED 02 135892 D UNIVISION COMMUNICATIONS INC CL A 91490610 509 17400 SH SHARED 04 17400 D UNIVISION COMMUNICATIONS INC CL A 91490610 5 200 SH SHARED 05 200 D UNIVISION COMMUNICATIONS INC CL A 91490610 2206 75400 SH SHARED 06 75400 D UNIVISION COMMUNICATIONS INC CL A 91490610 9202 314399 SH SHARED 10 314399 D UNIVEST CORP PA COM 91527110 619 13456 SH SHARED 13456 D UNIVEST CORP PA COM 91527110 73 1600 SH SHARED 01 1600 D UNIVEST CORP PA COM 91527110 18 400 SH SHARED 02 400 D UNIVEST CORP PA COM 91527110 105 2300 SH SHARED 10 2300 D UNIZAN FINANCIAL CORP COM 91528W10 2311 87736 SH SHARED 87736 D UNIZAN FINANCIAL CORP COM 91528W10 23 900 SH SHARED 01 900 D UNIZAN FINANCIAL CORP COM 91528W10 0 6 SH SHARED 02 6 D UNIZAN FINANCIAL CORP COM 91528W10 261 9917 SH SHARED 10 9917 D UNOCAL CORP COM 91528910 60970 1410057 SH SHARED 1401257 8800 D UNOCAL CORP COM 91528910 5689 131586 SH SHARED 01 131586 D UNOCAL CORP COM 91528910 83 1940 SH SHR/OTHR 01 1940 D UNOCAL CORP COM 91528910 5896 136356 SH SHARED 02 136356 D UNOCAL CORP COM 91528910 12 300 SH SHARED 05 300 D UNOCAL CORP COM 91528910 877 20300 SH SHARED 06 20300 D UNOCAL CORP COM 91528910 13165 304473 SH SHARED 10 304473 D UNOVA INC COM 91529B10 2203 87128 SH SHARED 87128 D UNOVA INC COM 91529B10 0 1 SH SHARED 01 1 D UNOVA INC COM 91529B10 9 389 SH SHARED 02 389 D UNOVA INC COM 91529B10 467 18500 SH SHARED 10 18500 D UNUMPROVIDENT CORP COM 91529Y10 15212 847971 SH SHARED 847971 D UNUMPROVIDENT CORP COM 91529Y10 814 45400 SH SHARED 01 43900 1500 D UNUMPROVIDENT CORP COM 91529Y10 3174 176936 SH SHARED 02 121436 55500 D UNUMPROVIDENT CORP COM 91529Y10 83 4650 SH SHARED 06 4650 D UNUMPROVIDENT CORP COM 91529Y10 7242 403710 SH SHARED 10 403710 D UPM KYMMENE CORP SPONSORED ADR 91543610 1390 62279 SH SHARED 62279 D URBAN OUTFITTERS INC COM 91704710 19187 432150 SH SHARED 432150 D URBAN OUTFITTERS INC COM 91704710 33683 758647 SH SHARED 01 683500 69500 5647 D URBAN OUTFITTERS INC COM 91704710 31 714 SH SHR/OTHR 01 714 D URBAN OUTFITTERS INC COM 91704710 1065 23997 SH SHARED 02 23997 D URBAN OUTFITTERS INC COM 91704710 12576 283250 SH SHARED 10 283250 D UROLOGIX INC COM 91727310 357 55323 SH SHARED 55323 D UROLOGIX INC COM 91727310 4 700 SH SHARED 02 700 D UROLOGIX INC COM 91727310 44 6900 SH SHARED 10 6900 D URSTADT BIDDLE PPTYS INS CL A 91728620 648 38047 SH SHARED 38047 D URSTADT BIDDLE PPTYS INS CL A 91728620 40 2400 SH SHARED 01 2400 D URSTADT BIDDLE PPTYS INS CL A 91728620 0 5 SH SHARED 02 5 D URSTADT BIDDLE PPTYS INS CL A 91728620 141 8300 SH SHARED 10 8300 D USF CORP COM 91729Q10 3665 96581 SH SHARED 96581 D USF CORP COM 91729Q10 2497 65800 SH SHARED 01 65800 D USF CORP COM 91729Q10 11 312 SH SHARED 02 312 D USF CORP COM 91729Q10 442 11651 SH SHARED 10 11651 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 472 4836 SH SHARED 4836 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 4848 49633 SH SHARED 02 49633 D UTSTARCOM INC NOTE 0.875% 3/0 918076AB 2934 2508000 PRN SHARED 2508000 D UTSTARCOM INC NOTE 0.875% 3/0 918076AB 99 85000 PRN SHARED 02 85000 D UTSTARCOM INC COM 91807610 5985 270236 SH SHARED 270236 D UTSTARCOM INC COM 91807610 841 38000 SH SHARED 01 38000 D UTSTARCOM INC COM 91807610 792 35798 SH SHARED 02 35798 D VA SOFTWARE CORP COM 91819B10 151 60645 SH SHARED 60395 250 D VA SOFTWARE CORP COM 91819B10 29 11685 SH SHARED 02 11685 D VCA ANTECH INC COM 91819410 3106 158999 SH SHARED 158999 D VCA ANTECH INC COM 91819410 435 22300 SH SHARED 01 22300 D VCA ANTECH INC COM 91819410 500 25616 SH SHARED 02 25616 D V F CORP COM 91820410 48515 876053 SH SHARED 876053 D V F CORP COM 91820410 11015 198900 SH SHARED 01 196100 2800 D V F CORP COM 91820410 3049 55068 SH SHARED 02 55068 D V F CORP COM 91820410 44 800 SH SHARED 06 800 D V F CORP COM 91820410 6080 109788 SH SHARED 10 109788 D VYYO INC COM NEW 91845820 70 8141 SH SHARED 8141 D VYYO INC COM NEW 91845820 2 258 SH SHARED 02 258 D VAALCO ENERGY INC COM NEW 91851C20 145 37400 SH SHARED 02 37400 D VAIL RESORTS INC COM 91879Q10 875 39060 SH SHARED 39060 D VAIL RESORTS INC COM 91879Q10 44 2000 SH SHARED 01 2000 D VAIL RESORTS INC COM 91879Q10 1829 81613 SH SHARED 02 81613 D VAIL RESORTS INC COM 91879Q10 204 9100 SH SHARED 10 9100 D VALASSIS COMMUNICATIONS INC COM 91886610 5392 154026 SH SHARED 154026 D VALASSIS COMMUNICATIONS INC COM 91886610 539 15400 SH SHARED 01 13800 1600 D VALASSIS COMMUNICATIONS INC COM 91886610 456 13029 SH SHARED 02 13029 D VALASSIS COMMUNICATIONS INC COM 91886610 794 22700 SH SHARED 06 22700 D VALASSIS COMMUNICATIONS INC COM 91886610 742 21200 SH SHARED 10 21200 D VALHI INC NEW COM 91890510 299 18640 SH SHARED 18640 D VALHI INC NEW COM 91890510 0 12 SH SHARED 02 12 D VALHI INC NEW COM 91890510 113 7040 SH SHARED 10 7040 D VALENCE TECHNOLOGY INC COM 91891410 327 105282 SH SHARED 105282 D VALENCE TECHNOLOGY INC COM 91891410 74 23800 SH SHARED 10 23800 D VALEANT PHARMACEUTICALS INTL COM 91911X10 6533 247965 SH SHARED 247965 D VALEANT PHARMACEUTICALS INTL COM 91911X10 12157 461384 SH SHARED 01 450484 10900 D VALEANT PHARMACEUTICALS INTL COM 91911X10 623 23677 SH SHARED 02 23677 D VALEANT PHARMACEUTICALS INTL COM 91911X10 3180 120700 SH SHARED 10 120700 D VALENTIS INC COM NEW 91913E30 0 23 SH SHARED 23 D VALERO L P COM UT LTD PRT 91913W10 108 1830 SH SHARED 1830 D VALERO L P COM UT LTD PRT 91913W10 83 1400 SH SHR/OTHR 01 1400 D VALERO ENERGY CORP NEW COM 91913Y10 208 4600 SH SHARED 4600 D VALERO ENERGY CORP NEW COM 91913Y10 36829 811216 SH SHARED 811216 D VALERO ENERGY CORP NEW COM 91913Y10 18834 414860 SH SHARED 01 383800 31060 D VALERO ENERGY CORP NEW COM 91913Y10 18 400 SH SHR/OTHR 01 400 D VALERO ENERGY CORP NEW COM 91913Y10 7146 157418 SH SHARED 02 157418 D VALERO ENERGY CORP NEW COM 91913Y10 5238 115382 SH SHARED 06 115382 D VALERO ENERGY CORP NEW COM 91913Y10 12213 269010 SH SHARED 10 269010 D VALLEY NATIONAL GASES INC COM 91979210 3 200 SH SHARED 200 D VALLEY NATL BANCORP COM 91979410 1160 41965 SH SHARED 41965 D VALLEY NATL BANCORP COM 91979410 123 4459 SH SHARED 01 4459 D VALLEY NATL BANCORP COM 91979410 292 10581 SH SHARED 02 10581 D VALMONT INDS INC COM 92025310 661 26348 SH SHARED 26348 D VALMONT INDS INC COM 92025310 25 1000 SH SHARED 01 1000 D VALMONT INDS INC COM 92025310 0 4 SH SHARED 02 4 D VALMONT INDS INC COM 92025310 145 5800 SH SHARED 10 5800 D VALSPAR CORP COM 92035510 5440 108790 SH SHARED 108790 D VALSPAR CORP COM 92035510 745 14900 SH SHARED 01 14900 D VALSPAR CORP COM 92035510 912 18242 SH SHARED 02 18242 D VALSPAR CORP COM 92035510 80 1619 SH SHARED 06 1619 D VALUE LINE INC COM 92043710 103 2638 SH SHARED 2638 D VALUE LINE INC COM 92043710 23 600 SH SHARED 01 600 D VALUE LINE INC COM 92043710 15 400 SH SHARED 10 400 D VALUECLICK INC COM 92046N10 2247 168594 SH SHARED 168594 D VALUECLICK INC COM 92046N10 195 14629 SH SHARED 01 14300 329 D VALUECLICK INC COM 92046N10 173 13004 SH SHARED 02 13004 D VALUECLICK INC COM 92046N10 1333 100000 SH SHARED 04 100000 D VALUECLICK INC COM 92046N10 405 30400 SH SHARED 10 30400 D VALUEVISION MEDIA INC CL A 92047K10 586 42186 SH SHARED 42186 D VALUEVISION MEDIA INC CL A 92047K10 2 206 SH SHARED 02 206 D VALUEVISION MEDIA INC CL A 92047K10 127 9200 SH SHARED 10 9200 D VAN KAMPEN MUN INCOME TR COM 92090910 171 18988 SH SHARED 02 18988 D VAN KAMPEN CALIF MUN TR SH BEN INT 92091010 4 500 SH SHARED 01 500 D VAN KAMPEN HIGH INCOME TR II SH BEN INT 92091310 14 2821 SH SHARED 2821 D VAN KAMPEN MUN TR SH BEN INT 92091910 30 2100 SH SHARED 2100 D VAN KAMPEN MUN TR SH BEN INT 92091910 162 11100 SH SHARED 02 11100 D VAN KAMPEN TR INVT GRADE MUN COM 92092910 64 4293 SH SHARED 01 1043 3250 D VAN KAMPEN TR INVT GRADE MUN COM 92092910 196 13173 SH SHARED 02 13173 D VAN KAMPEN TR INVT GRADE CAL COM 92093010 100 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 138 16414 SH SHARED 16414 D VAN DER MOOLEN HLDG N.V. SPONSORED ADR 92102010 654 86249 SH SHARED 86249 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 73 5000 SH SHR/OTHR 01 5000 D VAN KAMPEN SELECT SECTOR MUN COM 92112M10 31 2500 SH SHR/OTHR 01 2500 D VAN KAMPEN SELECT SECTOR MUN COM 92112M10 151 12100 SH SHARED 02 12100 D VAN KAMPEN ADVANTAGE MUN INC SH BEN INT 92112410 4 338 SH SHARED 01 338 D VARCO INTL INC DEL COM 92212210 20453 701668 SH SHARED 701668 D VARCO INTL INC DEL COM 92212210 764 26232 SH SHARED 01 26232 D VARCO INTL INC DEL COM 92212210 11991 411389 SH SHARED 02 411389 D VARCO INTL INC DEL COM 92212210 25 876 SH SHARED 06 876 D VARIAN MED SYS INC COM 92220P10 7396 171046 SH SHARED 171046 D VARIAN MED SYS INC COM 92220P10 4930 114028 SH SHARED 01 107228 5400 1400 D VARIAN MED SYS INC COM 92220P10 281 6500 SH SHR/OTHR 01 6500 D VARIAN MED SYS INC COM 92220P10 3088 71436 SH SHARED 02 71336 100 D VARIAN MED SYS INC COM 92220P10 2594 60000 SH SHARED 04 60000 D VARIAN MED SYS INC COM 92220P10 92 2139 SH SHARED 06 2139 D VARIAN MED SYS INC COM 92220P10 1893 43800 SH SHARED 10 43800 D VARIAN INC COM 92220610 3658 89205 SH SHARED 89205 D VARIAN INC COM 92220610 2966 72347 SH SHARED 01 72347 D VARIAN INC COM 92220610 434 10605 SH SHARED 02 10605 D VARIAN INC COM 92220610 612 14928 SH SHARED 10 14928 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 44 1200 SH SHARED 1200 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 3476 94348 SH SHARED 94348 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 258 7007 SH SHARED 01 7007 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 62 1705 SH SHARED 02 1705 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 512 13906 SH SHARED 10 13906 D VASOMEDICAL INC COM 92232110 125 135000 SH SHARED 01 135000 D VASTERA INC COM 92239N10 200 76400 SH SHARED 76400 D VASTERA INC COM 92239N10 0 32 SH SHARED 02 32 D VECTREN CORP COM 92240G10 1830 68308 SH SHARED 68308 D VECTREN CORP COM 92240G10 790 29499 SH SHARED 01 29499 D VECTREN CORP COM 92240G10 714 26673 SH SHARED 02 26673 D VECTOR GROUP LTD COM 92240M10 1205 72506 SH SHARED 72506 D VECTOR GROUP LTD COM 92240M10 18 1111 SH SHARED 02 1111 D VECTOR GROUP LTD COM 92240M10 187 11294 SH SHARED 10 11294 D VEECO INSTRS INC DEL NOTE 4.125%12/2 922417AB 2 2500 PRN SHARED 2500 D VEECO INSTRS INC DEL COM 92241710 1717 81521 SH SHARED 81421 100 D VEECO INSTRS INC DEL COM 92241710 103 4900 SH SHARED 01 4900 D VEECO INSTRS INC DEL COM 92241710 29 1406 SH SHARED 02 1406 D VEECO INSTRS INC DEL COM 92241710 193 9200 SH SHARED 10 9200 D VENTAS INC COM 92276F10 8369 305374 SH SHARED 305374 D VENTAS INC COM 92276F10 918 33500 SH SHARED 01 33500 D VENTAS INC COM 92276F10 258 9413 SH SHARED 02 9413 D VENTAS INC COM 92276F10 102185 3728050 SH SHARED 11 3728050 D VENTANA MED SYS INC COM 92276H10 1617 25281 SH SHARED 25281 D VENTANA MED SYS INC COM 92276H10 5778 90300 SH SHARED 01 90300 D VENTANA MED SYS INC COM 92276H10 64 1004 SH SHARED 02 1004 D VENTANA MED SYS INC COM 92276H10 377 5896 SH SHARED 10 5896 D VENTIV HEALTH INC COM 92279310 754 37124 SH SHARED 37124 D VENTIV HEALTH INC COM 92279310 3165 155800 SH SHARED 01 155800 D VENTIV HEALTH INC COM 92279310 428 21100 SH SHARED 02 21100 D VENTIV HEALTH INC COM 92279310 1198 59000 SH SHARED 10 59000 D VANGUARD INDEX TR STK MRK VIPERS 92290876 1180 10000 SH SHR/OTHR 01 10000 D VERITY INC COM 92343C10 2214 168779 SH SHARED 168779 D VERITY INC COM 92343C10 297 22700 SH SHARED 01 22700 D VERITY INC COM 92343C10 0 7 SH SHARED 02 7 D VERITY INC COM 92343C10 135 10317 SH SHARED 10 10317 D VERISIGN INC COM 92343E10 164820 4905383 SH SHARED 4902823 2560 D VERISIGN INC COM 92343E10 356 10600 SH SHARED 01 10600 D VERISIGN INC COM 92343E10 3628 107978 SH SHARED 02 107878 100 D VERISIGN INC COM 92343E10 13658 406500 SH SHARED 04 406500 D VERISIGN INC COM 92343E10 6 200 SH SHARED 05 200 D VERISIGN INC COM 92343E10 278 8280 SH SHARED 06 8280 D VERISIGN INC COM 92343E10 5142 153043 SH SHARED 10 153043 D VERITAS DGC INC COM 92343P10 2658 118640 SH SHARED 118640 D VERITAS DGC INC COM 92343P10 2276 101600 SH SHARED 01 101600 D VERITAS DGC INC COM 92343P10 9 409 SH SHARED 02 409 D VERITAS DGC INC COM 92343P10 1609 71835 SH SHARED 10 71835 D VERIZON COMMUNICATIONS COM 92343V10 166 4100 SH SHARED 4100 D VERIZON COMMUNICATIONS COM 92343V10 1018562 25143482 SH SHARED 25135797 7685 D VERIZON COMMUNICATIONS COM 92343V10 178351 4402656 SH SHARED 01 1765767 2186262 450627 D VERIZON COMMUNICATIONS COM 92343V10 10051 248118 SH SHR/OTHR 01 106600 141518 D VERIZON COMMUNICATIONS COM 92343V10 71339 1761031 SH SHARED 02 1761031 D VERIZON COMMUNICATIONS COM 92343V10 17800 439400 SH SHARED 03 439400 D VERIZON COMMUNICATIONS COM 92343V10 64611 1594950 SH SHARED 04 1594950 D VERIZON COMMUNICATIONS COM 92343V10 18840 465083 SH SHARED 05 425341 39742 D VERIZON COMMUNICATIONS COM 92343V10 9276 228991 SH SHARED 06 228991 D VERIZON COMMUNICATIONS COM 92343V10 974 24052 SH SHARED 07 24052 D VERIZON COMMUNICATIONS COM 92343V10 2325 57400 SH SHARED 09 57400 D VERIZON COMMUNICATIONS COM 92343V10 126802 3130144 SH SHARED 10 3130144 D VERINT SYS INC COM 92343X10 922 25403 SH SHARED 25403 D VERINT SYS INC COM 92343X10 188 5200 SH SHARED 01 5200 D VERINT SYS INC COM 92343X10 18 500 SH SHARED 02 500 D VERINT SYS INC COM 92343X10 192 5300 SH SHARED 10 5300 D VERILINK CORP COM 92343210 16 5949 SH SHARED 5949 D VERITAS SOFTWARE CO NOTE 0.250% 8/0 923436AD 2137 2179000 PRN SHARED 02 2179000 D VERITAS SOFTWARE CO COM 92343610 156038 5465457 SH SHARED 5446747 18710 D VERITAS SOFTWARE CO COM 92343610 142910 5005629 SH SHARED 01 2876751 1291200 837678 D VERITAS SOFTWARE CO COM 92343610 4619 161787 SH SHR/OTHR 01 74250 87537 D VERITAS SOFTWARE CO COM 92343610 10487 367329 SH SHARED 02 367329 D VERITAS SOFTWARE CO COM 92343610 716 25100 SH SHARED 03 25100 D VERITAS SOFTWARE CO COM 92343610 5224 183000 SH SHARED 04 183000 D VERITAS SOFTWARE CO COM 92343610 7027 246130 SH SHARED 05 219900 26230 D VERITAS SOFTWARE CO COM 92343610 209 7343 SH SHARED 06 7343 D VERITAS SOFTWARE CO COM 92343610 453 15900 SH SHARED 07 15900 D VERITAS SOFTWARE CO COM 92343610 1159 40600 SH SHARED 09 40600 D VERITAS SOFTWARE CO COM 92343610 14688 514476 SH SHARED 10 514476 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 197656323497000 PRN SHARED 323497000 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 23136 37867000 PRN SHARED 02 37867000 D VERSO TECHNOLOGIES INC COM 92531710 299 415317 SH SHARED 415317 D VERSO TECHNOLOGIES INC COM 92531710 4 6531 SH SHARED 02 6531 D VERSO TECHNOLOGIES INC COM 92531710 36 50300 SH SHARED 10 50300 D VERTEX PHARMACEUTICALS INC NOTE 5.000% 9/1 92532FAD 2 2500 PRN SHARED 2500 D VERTEX PHARMACEUTICALS INC COM 92532F10 2988 282703 SH SHARED 282703 D VERTEX PHARMACEUTICALS INC COM 92532F10 241 22800 SH SHARED 01 22800 D VERTEX PHARMACEUTICALS INC COM 92532F10 210 19920 SH SHARED 02 19920 D VERTEX PHARMACEUTICALS INC COM 92532F10 348 33000 SH SHARED 10 33000 D VERTICALNET INC COM NEW 92532L20 19 12400 SH SHARED 12400 D VERTICALNET INC COM NEW 92532L20 1 760 SH SHARED 01 760 D VERTRUE INC COM 92534N10 385 10200 SH SHARED 10200 D VERTRUE INC COM 92534N10 0 2 SH SHARED 02 2 D VERTRUE INC COM 92534N10 119 3172 SH SHARED 10 3172 D VESTA INS GROUP INC COM 92539110 383 104166 SH SHARED 104166 D VESTA INS GROUP INC COM 92539110 3 900 SH SHARED 02 900 D VESTA INS GROUP INC COM 92539110 43 11800 SH SHARED 10 11800 D VESTAUR SECURITIES FUND COM 92546410 173 12555 SH SHARED 12555 D VIAD CORP COM NEW 92552R40 949 33327 SH SHARED 33327 D VIAD CORP COM NEW 92552R40 125 4399 SH SHARED 01 4399 D VIAD CORP COM NEW 92552R40 63 2220 SH SHARED 02 2220 D VIASAT INC COM 92552V10 913 37657 SH SHARED 37657 D VIASAT INC COM 92552V10 46 1900 SH SHARED 01 1900 D VIASAT INC COM 92552V10 29 1202 SH SHARED 02 1202 D VIASAT INC COM 92552V10 223 9200 SH SHARED 10 9200 D VIACOM INC CL A 92552410 5405 145781 SH SHARED 145781 D VIACOM INC CL A 92552410 157 4244 SH SHARED 01 1294 2950 D VIACOM INC CL A 92552410 7 200 SH SHR/OTHR 01 200 D VIACOM INC CL A 92552410 3952 106600 SH SHARED 02 106600 D VIACOM INC CL B 92552430 361794 9942140 SH SHARED 9791815 150325 D VIACOM INC CL B 92552430 156939 4312721 SH SHARED 01 1127583 2753407 431731 D VIACOM INC CL B 92552430 4969 136550 SH SHR/OTHR 01 79457 57093 D VIACOM INC CL B 92552430 42137 1157934 SH SHARED 02 1157933 1 D VIACOM INC CL B 92552430 9748 267900 SH SHARED 03 267900 D VIACOM INC CL B 92552430 112990 3105000 SH SHARED 04 3105000 D VIACOM INC CL B 92552430 15416 423658 SH SHARED 05 382278 41380 D VIACOM INC CL B 92552430 19537 536894 SH SHARED 06 536894 D VIACOM INC CL B 92552430 954 26240 SH SHARED 07 26240 D VIACOM INC CL B 92552430 2449 67300 SH SHARED 09 67300 D VIACOM INC CL B 92552430 73429 2017848 SH SHARED 10 2017848 D VIASYS HEALTHCARE INC COM NEW 92553Q20 1237 65151 SH SHARED 65151 D VIASYS HEALTHCARE INC COM NEW 92553Q20 15 801 SH SHARED 01 801 D VIASYS HEALTHCARE INC COM NEW 92553Q20 15 813 SH SHR/OTHR 01 813 D VIASYS HEALTHCARE INC COM NEW 92553Q20 0 8 SH SHARED 02 8 D VIASYS HEALTHCARE INC COM NEW 92553Q20 218 11500 SH SHARED 10 11500 D VICAL INC COM 92560210 204 43601 SH SHARED 43601 D VICOR CORP COM 92581510 474 36203 SH SHARED 36203 D VICOR CORP COM 92581510 797 60800 SH SHARED 01 60800 D VICOR CORP COM 92581510 11 906 SH SHARED 02 906 D VICOR CORP COM 92581510 88 6774 SH SHARED 10 6774 D VIA NET WRKS INC COM 92591210 39 46300 SH SHARED 46300 D VICURON PHARMACEUTICALS INC COM 92647110 3941 226421 SH SHARED 226421 D VICURON PHARMACEUTICALS INC COM 92647110 22 1300 SH SHARED 01 1300 D VICURON PHARMACEUTICALS INC COM 92647110 1535 88189 SH SHARED 02 88189 D VICURON PHARMACEUTICALS INC COM 92647110 6375 366200 SH SHARED 04 366200 D VICURON PHARMACEUTICALS INC COM 92647110 243 14000 SH SHARED 06 14000 D VICURON PHARMACEUTICALS INC COM 92647110 1015 58300 SH SHARED 10 58300 D VIDEO DISPLAY CORP COM 92655510 3 299 SH SHARED 299 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 1249 121529 SH SHARED 21529 100000 D VIGNETTE CORP COM 92673410 818 588722 SH SHARED 588722 D VIGNETTE CORP COM 92673410 2 1802 SH SHARED 02 1802 D VIGNETTE CORP COM 92673410 121 87400 SH SHARED 10 87400 D VIISAGE TECHNOLOGY INC COM 92675K10 807 89572 SH SHARED 89572 D VIISAGE TECHNOLOGY INC COM 92675K10 2296 254900 SH SHARED 01 254900 D VIISAGE TECHNOLOGY INC COM 92675K10 9 1000 SH SHARED 02 1000 D VIISAGE TECHNOLOGY INC COM 92675K10 130 14500 SH SHARED 10 14500 D VINEYARD NATL BANCORP COM 92742610 52 1600 SH SHARED 1600 D VINTAGE PETE INC COM 92746010 2235 98532 SH SHARED 98532 D VINTAGE PETE INC COM 92746010 2827 124600 SH SHARED 01 124600 D VINTAGE PETE INC COM 92746010 38 1705 SH SHARED 02 1705 D VINTAGE PETE INC COM 92746010 1989 87690 SH SHARED 10 87690 D VION PHARMACEUTICALS INC COM 92762410 472 100693 SH SHARED 100693 D VION PHARMACEUTICALS INC COM 92762410 14 3111 SH SHARED 02 3111 D VION PHARMACEUTICALS INC COM 92762410 115 24700 SH SHARED 10 24700 D VIRAGE LOGIC CORP COM 92763R10 145 7810 SH SHARED 7810 D VIRAGE LOGIC CORP COM 92763R10 0 12 SH SHARED 02 12 D VIRGINIA COMM BANCORP INC COM 92778Q10 339 11991 SH SHARED 11991 D VIRGINIA COMM BANCORP INC COM 92778Q10 5 200 SH SHARED 02 200 D VIRGINIA COMM BANCORP INC COM 92778Q10 102 3625 SH SHARED 10 3625 D VIRGINIA FINL GROUP INC COM 92781010 457 12476 SH SHARED 12476 D VIRGINIA FINL GROUP INC COM 92781010 0 2 SH SHARED 02 2 D VIRGINIA FINL GROUP INC COM 92781010 69 1900 SH SHARED 10 1900 D VIROLOGIC INC COM 92823R20 26719 9577057 SH SHARED 9577057 D VIROLOGIC INC COM 92823R20 0 40 SH SHARED 02 40 D VIROPHARMA INC NOTE 6.000% 3/0 928241AC 1228 1420000 PRN SHARED 1420000 D VIROPHARMA INC COM 92824110 1505 463122 SH SHARED 463122 D VISHAY INTERTECHNOLOGY INC ST 92829810 0 4200 PRN SHARED 4200 D VISHAY INTERTECHNOLOGY INC CB 92829810 87 580777 PRN SHARED 580777 D VISHAY INTERTECHNOLOGY INC ST 92829810 6 45362 PRN SHARED 01 43787 1575 D VISHAY INTERTECHNOLOGY INC CB 92829810 13 92540 PRN SHARED 02 92540 D VISHAY INTERTECHNOLOGY INC CB 92829810 0 1800 PRN SHARED 10 1800 D VISTEON CORP COM 92839U10 10 1060 SH SHARED 1060 D VISTEON CORP COM 92839U10 18677 1911670 SH SHARED 1911670 D VISTEON CORP COM 92839U10 178 18317 SH SHARED 01 18186 131 D VISTEON CORP COM 92839U10 39 4010 SH SHR/OTHR 01 4010 D VISTEON CORP COM 92839U10 1975 202219 SH SHARED 02 202219 D VISTEON CORP COM 92839U10 1712 175289 SH SHARED 10 175289 D VISTACARE INC CL A 92839Y10 407 24504 SH SHARED 24504 D VISTACARE INC CL A 92839Y10 15 903 SH SHARED 02 903 D VISTACARE INC CL A 92839Y10 83 5000 SH SHARED 10 5000 D VISX INC DEL COM 92844S10 19220 742977 SH SHARED 742977 D VISX INC DEL COM 92844S10 4631 179012 SH SHARED 01 179012 D VISX INC DEL COM 92844S10 10726 414604 SH SHARED 02 414604 D VISX INC DEL COM 92844S10 2013 77812 SH SHARED 10 77812 D VISUAL NETWORKS INC COM 92844410 28 8051 SH SHARED 8051 D VITAL IMAGES INC COM 92846N10 10 611 SH SHARED 611 D VITAL IMAGES INC COM 92846N10 6 404 SH SHARED 02 404 D VITAL SIGNS INC COM 92846910 615 15819 SH SHARED 15819 D VITAL SIGNS INC COM 92846910 61 1590 SH SHARED 01 1590 D VITAL SIGNS INC COM 92846910 0 2 SH SHARED 02 2 D VITAL SIGNS INC COM 92846910 77 2000 SH SHARED 10 2000 D VITALWORKS INC COM 92848310 41 9426 SH SHARED 9426 D VITALWORKS INC COM 92848310 20 4600 SH SHR/OTHR 01 4600 D VITALWORKS INC COM 92848310 0 36 SH SHARED 02 36 D VITRIA TECHNOLOGY COM NEW 92849Q40 79 18940 SH SHARED 18940 D VITRIA TECHNOLOGY COM NEW 92849Q40 0 20 SH SHARED 02 20 D VITESSE SEMICONDUCTOR CORP COM 92849710 1946 551495 SH SHARED 551495 D VITESSE SEMICONDUCTOR CORP COM 92849710 15 4400 SH SHARED 01 4400 D VITESSE SEMICONDUCTOR CORP COM 92849710 38 10856 SH SHARED 02 10856 D VITESSE SEMICONDUCTOR CORP COM 92849710 292 82900 SH SHARED 10 82900 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 86 2700 SH SHARED 2700 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 117 3654 SH SHARED 01 3554 100 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 7 240 SH SHARED 05 240 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 905 28240 SH SHARED 10 28240 D VIVUS INC COM 92855110 2 480 SH SHARED 480 D VIVUS INC COM 92855110 0 28 SH SHARED 02 28 D VNUS MED TECHNOLOGIES INC COM 92856610 217 16120 SH SHARED 16120 D VNUS MED TECHNOLOGIES INC COM 92856610 3634 268840 SH SHARED 04 268840 D VNUS MED TECHNOLOGIES INC COM 92856610 140 10420 SH SHARED 10 10420 D VODAVI TECHNOLOGY INC COM 92857V10 25 3400 SH SHARED 3400 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 60497 2209567 SH SHARED 2209567 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 28285 1033086 SH SHARED 01 139533 893553 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 6431 234907 SH SHR/OTHR 01 37257 197650 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 807 29504 SH SHARED 02 29504 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 167 6100 SH SHARED 05 6100 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 675 24667 SH SHARED 06 24667 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 13847 505763 SH SHARED 10 505763 D VOLT INFORMATION SCIENCES IN COM 92870310 20 700 SH SHARED 700 D VOLT INFORMATION SCIENCES IN COM 92870310 423 14400 SH SHARED 14400 D VOLT INFORMATION SCIENCES IN COM 92870310 44 1500 SH SHARED 01 1500 D VOLT INFORMATION SCIENCES IN COM 92870310 8 303 SH SHARED 02 303 D VOLT INFORMATION SCIENCES IN COM 92870310 70 2400 SH SHARED 10 2400 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 183 8295 SH SHARED 8295 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 59 2700 SH SHARED 10 2700 D VOLVO AKTIEBOLAGET ADR B 92885640 65 1642 SH SHARED 1642 D VORNADO RLTY TR SH BEN INT 92904210 8083 106176 SH SHARED 106176 D VORNADO RLTY TR SH BEN INT 92904210 1659 21800 SH SHARED 01 19900 1900 D VORNADO RLTY TR SH BEN INT 92904210 727 9557 SH SHARED 02 9557 D VORNADO RLTY TR SH BEN INT 92904210 7 100 SH SHARED 05 100 D VORNADO RLTY TR SH BEN INT 92904210 2124 27900 SH SHARED 10 27900 D VORNADO RLTY TR SH BEN INT 92904210 101960 1339300 SH SHARED 11 1339300 D VORNADO RLTY TR PFD CONV SER A 92904220 6343 60438 SH SHARED 60438 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 565 34936 SH SHARED 32255 2681 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 11909 735125 SH SHARED 01 735125 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 68 4250 SH SHARED 10 4250 D VULCAN MATLS CO COM 92916010 24518 448980 SH SHARED 448980 D VULCAN MATLS CO COM 92916010 920 16860 SH SHARED 01 16660 200 D VULCAN MATLS CO COM 92916010 2014 36897 SH SHARED 02 36897 D VULCAN MATLS CO COM 92916010 49 900 SH SHARED 06 900 D VULCAN MATLS CO COM 92916010 8208 150312 SH SHARED 10 150312 D WFS FINL INC COM 92923B10 1473 29140 SH SHARED 29140 D WFS FINL INC COM 92923B10 174 3460 SH SHARED 01 3460 D WFS FINL INC COM 92923B10 35 707 SH SHARED 02 707 D WCI CMNTYS INC NOTE 4.000% 8/1 92923CAK 5344 4300000 PRN SHARED 02 4300000 D WCI CMNTYS INC COM 92923C10 2459 83645 SH SHARED 83645 D WCI CMNTYS INC COM 92923C10 2349 79900 SH SHARED 01 79900 D WCI CMNTYS INC COM 92923C10 20 699 SH SHARED 02 699 D WCI CMNTYS INC COM 92923C10 364 12400 SH SHARED 10 12400 D WD-40 CO COM 92923610 1073 37782 SH SHARED 35682 2100 D WD-40 CO COM 92923610 11 404 SH SHARED 02 404 D WD-40 CO COM 92923610 224 7900 SH SHARED 10 7900 D WGL HLDGS INC COM 92924F10 4626 150011 SH SHARED 150011 D WGL HLDGS INC COM 92924F10 444 14400 SH SHARED 01 14400 D WGL HLDGS INC COM 92924F10 722 23434 SH SHARED 02 23434 D WGL HLDGS INC COM 92924F10 564 18300 SH SHARED 10 18300 D W-H ENERGY SVCS INC COM 92925E10 2011 89965 SH SHARED 89965 D W-H ENERGY SVCS INC COM 92925E10 0 6 SH SHARED 02 6 D W-H ENERGY SVCS INC COM 92925E10 248 11100 SH SHARED 10 11100 D W HLDG CO INC COM 92925110 111 4842 SH SHARED 4842 D W HLDG CO INC COM 92925110 14 612 SH SHARED 01 612 D W HLDG CO INC COM 92925110 201 8799 SH SHARED 02 8799 D WMC RES LTD SPONSORED ADR 92928R10 0 16 SH SHARED 16 D WJ COMMUNICATIONS INC COM 92928410 330 95972 SH SHARED 95972 D WJ COMMUNICATIONS INC COM 92928410 8 2559 SH SHARED 02 2559 D WJ COMMUNICATIONS INC COM 92928410 54 15800 SH SHARED 10 15800 D WMS INDS INC NOTE 2.750% 7/1 929297AE 10908 6000000 PRN SHARED 02 6000000 D WMS INDS INC COM 92929710 1200 35800 SH SHARED 35800 D WMS INDS INC COM 92929710 30 906 SH SHARED 02 906 D WMS INDS INC COM 92929710 1279 38140 SH SHARED 10 38140 D W P CAREY & CO LLC COM 92930Y10 19869 565120 SH SHARED 565120 D W P CAREY & CO LLC COM 92930Y10 316 9000 SH SHARED 01 9000 D W P CAREY & CO LLC COM 92930Y10 17 500 SH SHR/OTHR 01 500 D WPP GROUP PLC SPON ADR NEW 92930930 31130 569422 SH SHARED 569422 D WPP GROUP PLC SPON ADR NEW 92930930 1373 25122 SH SHARED 01 25122 D WPP GROUP PLC SPON ADR NEW 92930930 1131 20700 SH SHARED 10 20700 D WPS RESOURCES CORP COM 92931B10 3223 64522 SH SHARED 64522 D WPS RESOURCES CORP COM 92931B10 594 11899 SH SHARED 01 10900 999 D WPS RESOURCES CORP COM 92931B10 1165 23324 SH SHARED 02 23324 D WSFS FINL CORP COM 92932810 649 10828 SH SHARED 10828 D WSFS FINL CORP COM 92932810 2052 34200 SH SHARED 01 34200 D WSFS FINL CORP COM 92932810 0 5 SH SHARED 02 5 D WSFS FINL CORP COM 92932810 744 12400 SH SHARED 10 12400 D WABASH NATL CORP NOTE 3.250% 8/0 929566AD 11887 7500000 PRN SHARED 7500000 D WABASH NATL CORP NOTE 3.250% 8/0 929566AD 261 165000 PRN SHARED 02 165000 D WABASH NATL CORP COM 92956610 1565 58144 SH SHARED 58144 D WABASH NATL CORP COM 92956610 9325 346300 SH SHARED 01 346300 D WABASH NATL CORP COM 92956610 5 200 SH SHARED 02 200 D WABASH NATL CORP COM 92956610 1868 69400 SH SHARED 10 69400 D WABTEC CORP COM 92974010 1539 72201 SH SHARED 72201 D WABTEC CORP COM 92974010 1458 68400 SH SHARED 01 68400 D WABTEC CORP COM 92974010 40 1906 SH SHARED 02 1906 D WABTEC CORP COM 92974010 732 34371 SH SHARED 10 34371 D WACHOVIA CORP 2ND NEW COM 92990310 1234148 23462903 SH SHARED 23399028 63875 D WACHOVIA CORP 2ND NEW COM 92990310 293295 5575955 SH SHARED 01 3166598 1616540 792817 D WACHOVIA CORP 2ND NEW COM 92990310 6798 129253 SH SHR/OTHR 01 50484 78769 D WACHOVIA CORP 2ND NEW COM 92990310 34623 658246 SH SHARED 02 655876 2370 D WACHOVIA CORP 2ND NEW COM 92990310 16579 315200 SH SHARED 03 315200 D WACHOVIA CORP 2ND NEW COM 92990310 17673 336000 SH SHARED 04 336000 D WACHOVIA CORP 2ND NEW COM 92990310 14459 274900 SH SHARED 05 261500 13400 D WACHOVIA CORP 2ND NEW COM 92990310 16292 309737 SH SHARED 06 309737 D WACHOVIA CORP 2ND NEW COM 92990310 1046 19900 SH SHARED 07 19900 D WACHOVIA CORP 2ND NEW COM 92990310 2698 51300 SH SHARED 09 51300 D WACHOVIA CORP 2ND NEW COM 92990310 186736 3550131 SH SHARED 10 3550131 D WACOAL CORP ADR 93000420 63 1040 SH SHARED 02 1040 D WADDELL & REED FINL INC CL A 93005910 57 2400 SH SHARED 2400 D WADDELL & REED FINL INC CL A 93005910 14970 626629 SH SHARED 626629 D WADDELL & REED FINL INC CL A 93005910 325 13616 SH SHARED 01 13616 D WADDELL & REED FINL INC CL A 93005910 729 30523 SH SHARED 02 30523 D WAL MART STORES INC COM 93114210 418 7916 SH SHARED 7916 D WAL MART STORES INC COM 93114210 1397494 26457669 SH SHARED 26373293 84376 D WAL MART STORES INC COM 93114210 364222 6895547 SH SHARED 01 2678934 2833100 1383513 D WAL MART STORES INC COM 93114210 33559 635352 SH SHR/OTHR 01 293188 342164 D WAL MART STORES INC COM 93114210 73993 1400852 SH SHARED 02 1400852 D WAL MART STORES INC COM 93114210 11245 212900 SH SHARED 04 212900 D WAL MART STORES INC COM 93114210 7157 135506 SH SHARED 05 125876 9630 D WAL MART STORES INC COM 93114210 8969 169820 SH SHARED 06 169820 D WAL MART STORES INC COM 93114210 638 12088 SH SHARED 07 12088 D WAL MART STORES INC COM 93114210 2324 44000 SH SHARED 09 44000 D WAL MART STORES INC COM 93114210 222469 4211841 SH SHARED 10 4211841 D WALGREEN CO COM 93142210 153426 3998601 SH SHARED 3927601 71000 D WALGREEN CO COM 93142210 105317 2744775 SH SHARED 01 1086155 807000 851620 D WALGREEN CO COM 93142210 11945 311311 SH SHR/OTHR 01 140608 170703 D WALGREEN CO COM 93142210 15075 392886 SH SHARED 02 392886 D WALGREEN CO COM 93142210 966 25200 SH SHARED 04 25200 D WALGREEN CO COM 93142210 69 1800 SH SHARED 05 800 1000 D WALGREEN CO COM 93142210 673 17550 SH SHARED 06 17550 D WALGREEN CO COM 93142210 42068 1096401 SH SHARED 10 1096401 D WALTER INDS INC COM 93317Q10 1588 47106 SH SHARED 47106 D WALTER INDS INC COM 93317Q10 1102 32700 SH SHARED 01 32700 D WALTER INDS INC COM 93317Q10 17 508 SH SHARED 02 508 D WALTER INDS INC COM 93317Q10 360 10700 SH SHARED 10 10700 D WARNACO GROUP INC COM NEW 93439040 2237 103592 SH SHARED 103592 D WARNACO GROUP INC COM NEW 93439040 14560 674100 SH SHARED 01 671600 2500 D WARNACO GROUP INC COM NEW 93439040 38 1804 SH SHARED 02 1804 D WARNACO GROUP INC COM NEW 93439040 775 35900 SH SHARED 10 35900 D WARWICK VALLEY TEL CO COM 93675010 124 5508 SH SHARED 5508 D WARWICK VALLEY TEL CO COM 93675010 0 4 SH SHARED 02 4 D WASHINGTON FED INC COM 93882410 2697 101641 SH SHARED 101641 D WASHINGTON FED INC COM 93882410 559 21090 SH SHARED 01 21090 D WASHINGTON FED INC COM 93882410 720 27164 SH SHARED 02 27164 D WASHINGTON GROUP INTL INC COM NEW 93886220 1890 45830 SH SHARED 45830 D WASHINGTON GROUP INTL INC COM NEW 93886220 0 7 SH SHARED 02 7 D WASHINGTON GROUP INTL INC COM NEW 93886220 408 9900 SH SHARED 10 9900 D WASHINGTON MUT INC COM 93932210 689 16300 SH SHARED 16300 D WASHINGTON MUT INC COM 93932210 135322 3200633 SH SHARED 3184177 16456 D WASHINGTON MUT INC COM 93932210 20811 492239 SH SHARED 01 262993 229246 D WASHINGTON MUT INC COM 93932210 2337 55283 SH SHR/OTHR 01 27640 27643 D WASHINGTON MUT INC COM 93932210 16788 397086 SH SHARED 02 397086 D WASHINGTON MUT INC COM 93932210 8354 197600 SH SHARED 04 197600 D WASHINGTON MUT INC COM 93932210 27 650 SH SHARED 05 650 D WASHINGTON MUT INC COM 93932210 4023 95170 SH SHARED 06 95170 D WASHINGTON MUT INC COM 93932210 350644 8293379 SH SHARED 10 8293379 D WASHINGTON POST CO CL B 93964010 10169 10345 SH SHARED 10345 D WASHINGTON POST CO CL B 93964010 6613 6728 SH SHARED 01 3252 3476 D WASHINGTON POST CO CL B 93964010 2113 2150 SH SHR/OTHR 01 500 1650 D WASHINGTON POST CO CL B 93964010 2560 2605 SH SHARED 02 2605 D WASHINGTON POST CO CL B 93964010 49 50 SH SHARED 06 50 D WASHINGTON POST CO CL B 93964010 1277 1300 SH SHARED 10 1300 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 2554 75408 SH SHARED 75408 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 4469 131950 SH SHARED 01 127700 4250 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 0 10 SH SHARED 02 10 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1639 48400 SH SHARED 10 48400 D WASHINGTON TR BANCORP COM 94061010 712 24301 SH SHARED 24301 D WASHINGTON TR BANCORP COM 94061010 454 15490 SH SHARED 01 15490 D WASHINGTON TR BANCORP COM 94061010 0 4 SH SHARED 02 4 D WASHINGTON TR BANCORP COM 94061010 117 4000 SH SHARED 10 4000 D WASTE CONNECTIONS INC DBCV 5/0 941053AE 62788 54081000 PRN SHARED 54081000 D WASTE CONNECTIONS INC DBCV 5/0 941053AE 13053 11243000 PRN SHARED 02 11243000 D WASTE CONNECTIONS INC COM 94105310 2984 87126 SH SHARED 87126 D WASTE CONNECTIONS INC COM 94105310 1320 38550 SH SHARED 01 38550 D WASTE CONNECTIONS INC COM 94105310 0 15 SH SHARED 02 15 D WASTE CONNECTIONS INC COM 94105310 621 18150 SH SHARED 10 18150 D WASTE MGMT INC DEL COM 94106L10 85686 2861937 SH SHARED 2841437 20500 D WASTE MGMT INC DEL COM 94106L10 1822 60875 SH SHARED 01 37078 23797 D WASTE MGMT INC DEL COM 94106L10 30 1005 SH SHR/OTHR 01 1005 D WASTE MGMT INC DEL COM 94106L10 8825 294788 SH SHARED 02 294788 D WASTE MGMT INC DEL COM 94106L10 14 500 SH SHARED 05 500 D WASTE MGMT INC DEL COM 94106L10 295 9875 SH SHARED 06 9875 D WASTE MGMT INC DEL COM 94106L10 18124 605361 SH SHARED 10 605361 D WATCHGUARD TECHNOLOGIES INC COM 94110510 564 127456 SH SHARED 127456 D WATCHGUARD TECHNOLOGIES INC COM 94110510 19 4500 SH SHARED 01 4500 D WATCHGUARD TECHNOLOGIES INC COM 94110510 10 2353 SH SHARED 02 2353 D WATCHGUARD TECHNOLOGIES INC COM 94110510 73 16500 SH SHARED 10 16500 D WATER PIK TECHNOLOGIES INC COM 94113U10 325 18350 SH SHARED 18350 D WATER PIK TECHNOLOGIES INC COM 94113U10 248 14019 SH SHARED 02 14019 D WATER PIK TECHNOLOGIES INC COM 94113U10 47 2700 SH SHARED 10 2700 D WATERS CORP COM 94184810 15723 336038 SH SHARED 300263 35775 D WATERS CORP COM 94184810 94130 2011760 SH SHARED 01 1588080 21600 402080 D WATERS CORP COM 94184810 484 10355 SH SHR/OTHR 01 10355 D WATERS CORP COM 94184810 2162 46212 SH SHARED 02 46212 D WATERS CORP COM 94184810 6311 134900 SH SHARED 03 134900 D WATERS CORP COM 94184810 3775 80700 SH SHARED 05 80700 D WATERS CORP COM 94184810 53 1150 SH SHARED 06 1150 D WATERS CORP COM 94184810 13896 297001 SH SHARED 10 297001 D WATSCO INC COM 94262220 1491 42357 SH SHARED 42357 D WATSCO INC COM 94262220 11 337 SH SHARED 01 337 D WATSCO INC COM 94262220 0 2 SH SHARED 02 2 D WATSCO INC COM 94262220 290 8253 SH SHARED 10 8253 D WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC 21235 20617000 PRN SHARED 20617000 D WATSON PHARMACEUTICALS INC COM 94268310 12430 378864 SH SHARED 370795 8069 D WATSON PHARMACEUTICALS INC COM 94268310 2949 89883 SH SHARED 01 83883 5000 1000 D WATSON PHARMACEUTICALS INC COM 94268310 1357 41387 SH SHARED 02 41387 D WATSON PHARMACEUTICALS INC COM 94268310 9354 285100 SH SHARED 05 128800 156300 D WATSON PHARMACEUTICALS INC COM 94268310 2943 89699 SH SHARED 10 89699 D WATSON WYATT & CO HLDGS CL A 94271210 2856 105975 SH SHARED 105975 D WATSON WYATT & CO HLDGS CL A 94271210 10 400 SH SHARED 01 400 D WATSON WYATT & CO HLDGS CL A 94271210 26 984 SH SHARED 02 984 D WATSON WYATT & CO HLDGS CL A 94271210 342 12700 SH SHARED 10 12700 D WATTS WATER TECHNOLOGIES INC CL A 94274910 1452 45064 SH SHARED 45064 D WATTS WATER TECHNOLOGIES INC CL A 94274910 12484 387250 SH SHARED 01 385150 1900 200 D WATTS WATER TECHNOLOGIES INC CL A 94274910 16 525 SH SHR/OTHR 01 525 D WATTS WATER TECHNOLOGIES INC CL A 94274910 9 300 SH SHARED 02 300 D WATTS WATER TECHNOLOGIES INC CL A 94274910 360 11180 SH SHARED 10 11180 D WAUSAU-MOSINEE PAPER CORP COM 94331510 1876 105082 SH SHARED 105082 D WAUSAU-MOSINEE PAPER CORP COM 94331510 17 1000 SH SHARED 01 1000 D WAUSAU-MOSINEE PAPER CORP COM 94331510 0 11 SH SHARED 02 11 D WAUSAU-MOSINEE PAPER CORP COM 94331510 335 18780 SH SHARED 10 18780 D WAVECOM S A SPONSORED ADR 94353110 12 1820 SH SHARED 1820 D WAYPOINT FINL CORP COM 94675610 7721 272379 SH SHARED 272379 D WAYPOINT FINL CORP COM 94675610 63 2236 SH SHARED 01 2236 D WAYPOINT FINL CORP COM 94675610 0 9 SH SHARED 02 9 D WAYPOINT FINL CORP COM 94675610 368 12995 SH SHARED 10 12995 D WEATHERFORD INTL INC DBCV 6/3 947074AB 23193 36239500 PRN SHARED 36239500 D WEATHERFORD INTL INC DBCV 6/3 947074AB 8143 12724000 PRN SHARED 02 12724000 D WEBEX COMMUNICATIONS INC COM 94767L10 2472 103979 SH SHARED 103979 D WEBEX COMMUNICATIONS INC COM 94767L10 1712 72000 SH SHARED 01 72000 D WEBEX COMMUNICATIONS INC COM 94767L10 38 1603 SH SHARED 02 1603 D WEBEX COMMUNICATIONS INC COM 94767L10 268 11300 SH SHARED 10 11300 D WEBMETHODS INC COM 94768C10 2104 291827 SH SHARED 291827 D WEBMETHODS INC COM 94768C10 33 4600 SH SHARED 01 4600 D WEBMETHODS INC COM 94768C10 11 1612 SH SHARED 02 1612 D WEBMETHODS INC COM 94768C10 158 22000 SH SHARED 10 22000 D WEBSENSE INC COM 94768410 3372 66486 SH SHARED 66486 D WEBSENSE INC COM 94768410 28658 565038 SH SHARED 01 453488 1800 109750 D WEBSENSE INC COM 94768410 31 625 SH SHR/OTHR 01 625 D WEBSENSE INC COM 94768410 75 1483 SH SHARED 02 1483 D WEBSENSE INC COM 94768410 2789 55000 SH SHARED 04 55000 D WEBSENSE INC COM 94768410 6000 118300 SH SHARED 10 118300 D WEBSIDESTORY INC COM 94768510 130 10500 SH SHARED 10500 D WEBMD CORP NOTE 1.750% 6/1 94769MAE 1 2000 PRN SHARED 2000 D WEBMD CORP COM 94769M10 1407 172446 SH SHARED 172446 D WEBMD CORP COM 94769M10 157 19300 SH SHARED 01 5800 13500 D WEBMD CORP COM 94769M10 404 49575 SH SHARED 02 49575 D WEBMD CORP COM 94769M10 2203 270000 SH SHARED 04 270000 D WEBSTER FINL CORP CONN COM 94789010 3180 62800 SH SHARED 62800 D WEBSTER FINL CORP CONN COM 94789010 832 16443 SH SHARED 01 16443 D WEBSTER FINL CORP CONN COM 94789010 923 18239 SH SHARED 02 18239 D WEBZEN INC SPONSORED ADR 94846M10 2758 425073 SH SHARED 425073 D WEIDER NUTRITION INTL INC CL A 94860310 3 700 SH SHARED 700 D WEIGHT WATCHERS INTL INC NEW COM 94862610 16 400 SH SHARED 400 D WEIGHT WATCHERS INTL INC NEW COM 94862610 8 200 SH SHARED 01 200 D WEIGHT WATCHERS INTL INC NEW COM 94862610 212 5166 SH SHARED 02 5166 D WEIGHT WATCHERS INTL INC NEW COM 94862610 4517 110000 SH SHARED 04 110000 D WEINGARTEN RLTY INVS SH BEN INT 94874110 3078 76774 SH SHARED 76774 D WEINGARTEN RLTY INVS SH BEN INT 94874110 1092 27250 SH SHARED 01 26575 675 D WEINGARTEN RLTY INVS SH BEN INT 94874110 117 2925 SH SHR/OTHR 01 2925 D WEINGARTEN RLTY INVS SH BEN INT 94874110 1177 29371 SH SHARED 02 29371 D WEIS MKTS INC COM 94884910 795 20616 SH SHARED 20616 D WEIS MKTS INC COM 94884910 15 400 SH SHARED 01 400 D WEIS MKTS INC COM 94884910 8 222 SH SHARED 02 222 D WEIS MKTS INC COM 94884910 138 3600 SH SHARED 10 3600 D WELLCARE HEALTH PLANS INC COM 94946T10 596 18365 SH SHARED 18365 D WELLCARE HEALTH PLANS INC COM 94946T10 14850 456950 SH SHARED 01 454400 2200 350 D WELLCARE HEALTH PLANS INC COM 94946T10 28 875 SH SHR/OTHR 01 875 D WELLCARE HEALTH PLANS INC COM 94946T10 16 500 SH SHARED 02 500 D WELLCARE HEALTH PLANS INC COM 94946T10 1218 37500 SH SHARED 04 37500 D WELLCARE HEALTH PLANS INC COM 94946T10 94 2900 SH SHARED 10 2900 D WELLCHOICE INC COM 94947510 21 400 SH SHARED 400 D WELLCHOICE INC COM 94947510 721 13518 SH SHARED 02 13518 D WELLMAN INC COM 94970210 14309 1338546 SH SHARED 1338546 D WELLMAN INC COM 94970210 12 1181 SH SHARED 02 1181 D WELLMAN INC COM 94970210 165 15500 SH SHARED 10 15500 D WELLPOINT INC COM 94973V10 958 8336 SH SHARED 8336 D WELLPOINT INC COM 94973V10 119700 1040876 SH SHARED 918150 122726 D WELLPOINT INC COM 94973V10 82920 721048 SH SHARED 01 286055 346700 88293 D WELLPOINT INC COM 94973V10 768 6680 SH SHR/OTHR 01 780 5900 D WELLPOINT INC COM 94973V10 12440 108174 SH SHARED 02 108174 D WELLPOINT INC COM 94973V10 16445 143000 SH SHARED 04 143000 D WELLPOINT INC COM 94973V10 72975 634570 SH SHARED 05 444860 189710 D WELLPOINT INC COM 94973V10 13689 119041 SH SHARED 06 119041 D WELLPOINT INC COM 94973V10 494 4300 SH SHARED 07 4300 D WELLPOINT INC COM 94973V10 1437 12500 SH SHARED 09 12500 D WELLPOINT INC COM 94973V10 50565 439701 SH SHARED 10 439701 D WELLS FARGO & CO NEW DBCV 5/0 949746FA 10263 10325000 PRN SHARED 02 10325000 D WELLS FARGO & CO NEW DBCV 5/0 949746FA 497 500000 PRN SHARED 06 500000 D WELLS FARGO & CO NEW COM 94974610 64 1030 SH SHARED 1030 D WELLS FARGO & CO NEW COM 94974610 444771 7156427 SH SHARED 6994247 162180 D WELLS FARGO & CO NEW COM 94974610 97803 1573675 SH SHARED 01 971296 602379 D WELLS FARGO & CO NEW COM 94974610 18722 301246 SH SHR/OTHR 01 115920 185326 D WELLS FARGO & CO NEW COM 94974610 53089 854223 SH SHARED 02 854223 D WELLS FARGO & CO NEW COM 94974610 19626 315800 SH SHARED 03 315800 D WELLS FARGO & CO NEW COM 94974610 10745 172900 SH SHARED 04 172900 D WELLS FARGO & CO NEW COM 94974610 9864 158726 SH SHARED 05 84100 74626 D WELLS FARGO & CO NEW COM 94974610 4119 66286 SH SHARED 06 66286 D WELLS FARGO & CO NEW COM 94974610 132870 2137905 SH SHARED 10 2137905 D WELLS FINL CORP COM 94975910 180 5553 SH SHARED 5553 D WELLSFORD REAL PPTYS INC COM NEW 95024020 216 15027 SH SHARED 15027 D WENDYS INTL INC COM 95059010 33012 840870 SH SHARED 840870 D WENDYS INTL INC COM 95059010 3085 78600 SH SHARED 01 78600 D WENDYS INTL INC COM 95059010 1596 40674 SH SHARED 02 40674 D WENDYS INTL INC COM 95059010 65 1668 SH SHARED 06 1668 D WENDYS INTL INC COM 95059010 4468 113813 SH SHARED 10 113813 D WERNER ENTERPRISES INC COM 95075510 7897 348822 SH SHARED 348822 D WERNER ENTERPRISES INC COM 95075510 532 23500 SH SHARED 01 23500 D WERNER ENTERPRISES INC COM 95075510 1484 65557 SH SHARED 02 65557 D WERNER ENTERPRISES INC COM 95075510 409 18100 SH SHARED 10 18100 D WESBANCO INC COM 95081010 1079 33755 SH SHARED 33755 D WESBANCO INC COM 95081010 909 28435 SH SHARED 01 28435 D WESBANCO INC COM 95081010 0 29 SH SHARED 02 29 D WESBANCO INC COM 95081010 712 22300 SH SHARED 10 22300 D WESCO FINL CORP COM 95081710 40 102 SH SHARED 102 D WESCO FINL CORP COM 95081710 235 600 SH SHARED 01 600 D WESCO FINL CORP COM 95081710 39 101 SH SHARED 02 101 D WESCO INTL INC COM 95082P10 1215 41008 SH SHARED 41008 D WESCO INTL INC COM 95082P10 3565 120300 SH SHARED 01 120300 D WESCO INTL INC COM 95082P10 24 812 SH SHARED 02 812 D WESCO INTL INC COM 95082P10 1759 59377 SH SHARED 10 59377 D WEST BANCORPORATION INC CAP STK 95123P10 540 30700 SH SHARED 30700 D WEST BANCORPORATION INC CAP STK 95123P10 25 1453 SH SHARED 02 1453 D WEST BANCORPORATION INC CAP STK 95123P10 75 4305 SH SHARED 10 4305 D WEST COAST BANCORP ORE NEW COM 95214510 696 27419 SH SHARED 27419 D WEST COAST BANCORP ORE NEW COM 95214510 155 6100 SH SHARED 01 6100 D WEST COAST BANCORP ORE NEW COM 95214510 0 6 SH SHARED 02 6 D WEST COAST BANCORP ORE NEW COM 95214510 238 9400 SH SHARED 10 9400 D WEST CORP COM 95235510 356 10766 SH SHARED 10766 D WEST CORP COM 95235510 161 4889 SH SHARED 02 4889 D WEST MARINE INC COM 95423510 1058 42756 SH SHARED 42756 D WEST MARINE INC COM 95423510 12 519 SH SHARED 02 519 D WEST MARINE INC COM 95423510 158 6400 SH SHARED 10 6400 D WEST PHARMACEUTICAL SVSC INC COM 95530610 1809 72307 SH SHARED 72307 D WEST PHARMACEUTICAL SVSC INC COM 95530610 488 19500 SH SHARED 01 19500 D WEST PHARMACEUTICAL SVSC INC COM 95530610 464 18572 SH SHARED 10 18572 D WESTAR ENERGY INC COM 95709T10 2590 113267 SH SHARED 113267 D WESTAR ENERGY INC COM 95709T10 548 24000 SH SHARED 01 24000 D WESTAR ENERGY INC COM 95709T10 9 420 SH SHR/OTHR 01 420 D WESTAR ENERGY INC COM 95709T10 708 30966 SH SHARED 02 30966 D WESTAMERICA BANCORPORATION COM 95709010 5074 87024 SH SHARED 87024 D WESTAMERICA BANCORPORATION COM 95709010 6968 119507 SH SHARED 01 119507 D WESTAMERICA BANCORPORATION COM 95709010 561 9622 SH SHARED 02 9622 D WESTAMERICA BANCORPORATION COM 95709010 2285 39200 SH SHARED 10 39200 D WESTELL TECHNOLOGIES INC CL A 95754110 907 133388 SH SHARED 133388 D WESTELL TECHNOLOGIES INC CL A 95754110 17 2501 SH SHARED 02 2501 D WESTELL TECHNOLOGIES INC CL A 95754110 155 22900 SH SHARED 10 22900 D WESTCORP INC COM 95790710 1394 30363 SH SHARED 30363 D WESTCORP INC COM 95790710 72 1580 SH SHARED 01 1580 D WESTCORP INC COM 95790710 107 2330 SH SHARED 02 2330 D WESTERN DIGITAL CORP COM 95810210 6407 591087 SH SHARED 591087 D WESTERN DIGITAL CORP COM 95810210 59 5500 SH SHARED 01 1600 3900 D WESTERN DIGITAL CORP COM 95810210 771 71159 SH SHARED 02 71159 D WESTERN GAS RES INC COM 95825910 149 5100 SH SHARED 5100 D WESTERN GAS RES INC COM 95825910 2297 78553 SH SHARED 78553 D WESTERN GAS RES INC COM 95825910 617 21100 SH SHARED 01 21100 D WESTERN GAS RES INC COM 95825910 720 24620 SH SHARED 02 24620 D WESTERN SIERRA BANCORP COM 95952210 442 11537 SH SHARED 11537 D WESTERN SIERRA BANCORP COM 95952210 3 103 SH SHARED 02 103 D WESTERN SIERRA BANCORP COM 95952210 57 1500 SH SHARED 10 1500 D WESTERN SILVER CORP COM 95953110 5 600 SH SHARED 600 D WESTERN WIRELESS CORP NOTE 4.625% 6/1 95988EAF 2866 1376000 PRN SHARED 02 1376000 D WESTERN WIRELESS CORP CL A 95988E20 1999 68228 SH SHARED 68228 D WESTERN WIRELESS CORP CL A 95988E20 8959 305800 SH SHARED 01 305800 D WESTERN WIRELESS CORP CL A 95988E20 2100 71703 SH SHARED 02 71703 D WESTERN WIRELESS CORP CL A 95988E20 23002 785070 SH SHARED 10 785070 D WESTFIELD FINANCIAL INC COM 96008D10 221 8579 SH SHARED 8579 D WESTFIELD FINANCIAL INC COM 96008D10 2 100 SH SHARED 02 100 D WESTLAKE CHEM CORP COM 96041310 708 21200 SH SHARED 21200 D WESTLAKE CHEM CORP COM 96041310 126 3800 SH SHARED 10 3800 D WESTMORELAND COAL CO COM 96087810 102 3363 SH SHARED 3363 D WESTMORELAND COAL CO COM 96087810 3 105 SH SHARED 02 105 D WESTPAC BKG CORP SPONSORED ADR 96121430 89 1182 SH SHARED 01 1182 D WESTWOOD HLDGS GROUP INC COM 96176510 310 15752 SH SHARED 01 15752 D WESTWOOD ONE INC COM 96181510 2054 76300 SH SHARED 76300 D WESTWOOD ONE INC COM 96181510 790 29350 SH SHARED 01 29300 50 D WESTWOOD ONE INC COM 96181510 884 32847 SH SHARED 02 32847 D WET SEAL INC CL A 96184010 150 66105 SH SHARED 66105 D WET SEAL INC CL A 96184010 0 28 SH SHARED 02 28 D WEYCO GROUP INC COM 96214910 199 4600 SH SHARED 4600 D WEYCO GROUP INC COM 96214910 0 1 SH SHARED 02 1 D WEYERHAEUSER CO COM 96216610 67442 1003309 SH SHARED 1003309 D WEYERHAEUSER CO COM 96216610 5975 88896 SH SHARED 01 82970 5926 D WEYERHAEUSER CO COM 96216610 236 3525 SH SHR/OTHR 01 3525 D WEYERHAEUSER CO COM 96216610 5958 88644 SH SHARED 02 88644 D WEYERHAEUSER CO COM 96216610 144926 2156000 SH SHARED 04 2156000 D WEYERHAEUSER CO COM 96216610 13 200 SH SHARED 05 200 D WEYERHAEUSER CO COM 96216610 1179 17550 SH SHARED 06 17550 D WEYERHAEUSER CO COM 96216610 19375 288247 SH SHARED 10 288247 D WHEATON RIV MINERALS LTD COM 96290210 1170 359000 SH SHARED 359000 D WHEATON RIV MINERALS LTD COM 96290210 19234 5900000 SH SHARED 01 5900000 D WHEATON RIV MINERALS LTD COM 96290210 2373 728000 SH SHARED 02 728000 D WHEATON RIV MINERALS LTD *W EXP 05/30/200 96290217 1710 1000000 SH SHARED 01 1000000 D WHEELING PITTSBURGH CORP COM NEW 96314230 569 14773 SH SHARED 14773 D WHEELING PITTSBURGH CORP COM NEW 96314230 123 3200 SH SHARED 01 3200 D WHEELING PITTSBURGH CORP COM NEW 96314230 150 3900 SH SHARED 10 3900 D WHIRLPOOL CORP COM 96332010 747 10800 SH SHARED 10800 D WHIRLPOOL CORP COM 96332010 22923 331213 SH SHARED 331213 D WHIRLPOOL CORP COM 96332010 2828 40870 SH SHARED 01 39920 950 D WHIRLPOOL CORP COM 96332010 1672 24160 SH SHARED 02 24160 D WHIRLPOOL CORP COM 96332010 369 5344 SH SHARED 06 5344 D WHIRLPOOL CORP COM 96332010 5287 76399 SH SHARED 10 76399 D WHITE ELECTR DESIGNS CORP COM 96380110 82 13057 SH SHARED 13057 D WHITE ELECTR DESIGNS CORP COM 96380110 0 16 SH SHARED 02 16 D WHITEHALL JEWELLERS INC COM 96506310 1 179 SH SHARED 02 179 D WHITING PETE CORP NEW COM 96638710 2936 97078 SH SHARED 97078 D WHITING PETE CORP NEW COM 96638710 4579 151400 SH SHARED 01 151400 D WHITING PETE CORP NEW COM 96638710 21 700 SH SHARED 02 700 D WHITING PETE CORP NEW COM 96638710 2507 82900 SH SHARED 10 82900 D WHITNEY HLDG CORP COM 96661210 174 3885 SH SHARED 3885 D WHITNEY HLDG CORP COM 96661210 31 700 SH SHARED 01 700 D WHITNEY HLDG CORP COM 96661210 181 4033 SH SHARED 02 4033 D WHOLE FOODS MKT INC SDCV 3/0 966837AC 27912 27500000 PRN SHARED 27500000 D WHOLE FOODS MKT INC SDCV 3/0 966837AC 7043 6939000 PRN SHARED 02 6939000 D WHOLE FOODS MKT INC COM 96683710 24389 255788 SH SHARED 253088 2700 D WHOLE FOODS MKT INC COM 96683710 11300 118520 SH SHARED 01 28210 240 90070 D WHOLE FOODS MKT INC COM 96683710 555 5825 SH SHR/OTHR 01 1350 4475 D WHOLE FOODS MKT INC COM 96683710 2200 23080 SH SHARED 02 23080 D WHOLE FOODS MKT INC COM 96683710 572 6000 SH SHARED 04 6000 D WHOLE FOODS MKT INC COM 96683710 19 200 SH SHARED 06 200 D WHOLE FOODS MKT INC COM 96683710 6987 73280 SH SHARED 10 73280 D WILD OATS MARKETS INC COM 96808B10 641 72827 SH SHARED 72827 D WILD OATS MARKETS INC COM 96808B10 4669 530000 SH SHARED 01 530000 D WILD OATS MARKETS INC COM 96808B10 11 1356 SH SHARED 02 1356 D WILD OATS MARKETS INC COM 96808B10 553 62800 SH SHARED 05 62800 D WILD OATS MARKETS INC COM 96808B10 672 76389 SH SHARED 10 76389 D WILEY JOHN & SONS INC CL A 96822320 43 1236 SH SHARED 1236 D WILEY JOHN & SONS INC CL A 96822320 966 27740 SH SHARED 01 12000 15740 D WILEY JOHN & SONS INC CL A 96822320 793 22777 SH SHARED 02 22777 D WILLIAMS COS INC DEL COM 96945710 27587 1693500 SH SHARED 1693500 D WILLIAMS COS INC DEL COM 96945710 1128 69300 SH SHARED 01 69300 D WILLIAMS COS INC DEL COM 96945710 156 9600 SH SHR/OTHR 01 5600 4000 D WILLIAMS COS INC DEL COM 96945710 7449 457333 SH SHARED 02 457333 D WILLIAMS COS INC DEL COM 96945710 11 700 SH SHARED 05 700 D WILLIAMS COS INC DEL COM 96945710 131 8050 SH SHARED 06 8050 D WILLIAMS COS INC DEL COM 96945710 10464 642368 SH SHARED 10 642368 D WILLIAMS CLAYTON ENERGY INC COM 96949010 213 9311 SH SHARED 9311 D WILLIAMS CLAYTON ENERGY INC COM 96949010 2 101 SH SHARED 02 101 D WILLIAMS CLAYTON ENERGY INC COM 96949010 61 2700 SH SHARED 10 2700 D WILLIAMS SONOMA INC COM 96990410 7730 220620 SH SHARED 218320 2300 D WILLIAMS SONOMA INC COM 96990410 1622 46300 SH SHARED 01 46000 300 D WILLIAMS SONOMA INC COM 96990410 560 16000 SH SHR/OTHR 01 16000 D WILLIAMS SONOMA INC COM 96990410 1416 40438 SH SHARED 02 40438 D WILLIAMS SONOMA INC COM 96990410 1483 42350 SH SHARED 10 42350 D WILLOW GROVE BANCORP INC NEW COM 97111W10 57 3016 SH SHARED 3016 D WILLOW GROVE BANCORP INC NEW COM 97111W10 0 12 SH SHARED 02 12 D WILMINGTON TRUST CORP COM 97180710 1916 53020 SH SHARED 53020 D WILMINGTON TRUST CORP COM 97180710 777 21500 SH SHARED 01 21500 D WILMINGTON TRUST CORP COM 97180710 865 23954 SH SHARED 02 23954 D WILSHIRE BANCORP INC COM 97186T10 424 25662 SH SHARED 25662 D WILSHIRE BANCORP INC COM 97186T10 11 682 SH SHARED 02 682 D WILSHIRE BANCORP INC COM 97186T10 119 7200 SH SHARED 10 7200 D WILSHIRE ENTERPRISES INC COM 97188910 2 320 SH SHARED 01 320 D WILSON GREATBATCH TECHNOLOGI SDCV 2.250% 6/1 972232AB 360 400000 PRN SHARED 400000 D WILSON GREATBATCH TECHNOLOGI SDCV 2.250% 6/1 972232AB 4419 4900000 PRN SHARED 02 4900000 D WILSON GREATBATCH TECHNOLOGI COM 97223210 1205 53763 SH SHARED 53763 D WILSON GREATBATCH TECHNOLOGI COM 97223210 40 1809 SH SHARED 02 1809 D WILSON GREATBATCH TECHNOLOGI COM 97223210 219 9800 SH SHARED 10 9800 D WILSONS THE LEATHER EXPERTS COM 97246310 185 47498 SH SHARED 47498 D WILSONS THE LEATHER EXPERTS COM 97246310 0 12 SH SHARED 02 12 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M10 53 3769 SH SHARED 3769 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M10 741 51800 SH SHARED 04 51800 D WIND RIVER SYSTEMS INC NOTE 3.750%12/1 973149AE 13210 13250000 PRN SHARED 13250000 D WIND RIVER SYSTEMS INC NOTE 3.750%12/1 973149AE 3051 3061000 PRN SHARED 02 3061000 D WIND RIVER SYSTEMS INC COM 97314910 2771 204552 SH SHARED 204552 D WIND RIVER SYSTEMS INC COM 97314910 1269 93700 SH SHARED 01 93700 D WIND RIVER SYSTEMS INC COM 97314910 308 22786 SH SHARED 02 22786 D WIND RIVER SYSTEMS INC COM 97314910 409 30200 SH SHARED 10 30200 D WINDROSE MED PPTYS TR COM 97349110 8973 622700 SH SHARED 11 622700 D WINN DIXIE STORES INC COM 97428010 1105 242979 SH SHARED 242979 D WINN DIXIE STORES INC COM 97428010 391 86090 SH SHARED 01 84300 1790 D WINN DIXIE STORES INC COM 97428010 5750 1263867 SH SHARED 02 1263867 D WINN DIXIE STORES INC COM 97428010 54 12000 SH SHARED 06 12000 D WINN DIXIE STORES INC COM 97428010 135 29800 SH SHARED 10 29800 D WINNEBAGO INDS INC COM 97463710 3223 82537 SH SHARED 82537 D WINNEBAGO INDS INC COM 97463710 1361 34860 SH SHARED 01 34860 D WINNEBAGO INDS INC COM 97463710 75 1941 SH SHARED 02 1941 D WINNEBAGO INDS INC COM 97463710 382 9794 SH SHARED 10 9794 D WINSTON HOTELS INC COM 97563A10 701 59438 SH SHARED 59438 D WINSTON HOTELS INC COM 97563A10 119 10100 SH SHARED 10 10100 D WINSTON HOTELS INC COM 97563A10 944 80000 SH SHARED 11 80000 D WINTRUST FINANCIAL CORP COM 97650W10 2436 42767 SH SHARED 42767 D WINTRUST FINANCIAL CORP COM 97650W10 2629 46160 SH SHARED 01 42160 4000 D WINTRUST FINANCIAL CORP COM 97650W10 57 1005 SH SHARED 02 1005 D WINTRUST FINANCIAL CORP COM 97650W10 1159 20350 SH SHARED 10 20350 D WIPRO LTD SPON ADR 1 SH 97651M10 20728 840932 SH SHARED 840932 D WIRELESS TELECOM GROUP INC COM 97652410 1 600 SH SHARED 01 600 D WIRELESS FACILITIES INC COM 97653A10 1548 164009 SH SHARED 164009 D WIRELESS FACILITIES INC COM 97653A10 22 2400 SH SHARED 02 2400 D WIRELESS FACILITIES INC COM 97653A10 158 16800 SH SHARED 10 16800 D WISCONSIN ENERGY CORP COM 97665710 4888 145011 SH SHARED 145011 D WISCONSIN ENERGY CORP COM 97665710 1349 40031 SH SHARED 01 39250 781 D WISCONSIN ENERGY CORP COM 97665710 161 4800 SH SHR/OTHR 01 4800 D WISCONSIN ENERGY CORP COM 97665710 1432 42496 SH SHARED 02 42496 D WISCONSIN ENERGY CORP COM 97665710 33 1000 SH SHARED 06 1000 D WISCONSIN ENERGY CORP COM 97665710 1483 44000 SH SHARED 10 44000 D WITNESS SYS INC COM 97742410 802 45979 SH SHARED 45979 D WITNESS SYS INC COM 97742410 3654 209300 SH SHARED 01 209300 D WITNESS SYS INC COM 97742410 17 1000 SH SHARED 02 1000 D WITNESS SYS INC COM 97742410 492 28200 SH SHARED 05 28200 D WITNESS SYS INC COM 97742410 665 38100 SH SHARED 10 38100 D WOLVERINE TUBE INC COM 97809310 18 1420 SH SHARED 1420 D WOLVERINE WORLD WIDE INC COM 97809710 3192 101620 SH SHARED 101620 D WOLVERINE WORLD WIDE INC COM 97809710 10155 323218 SH SHARED 01 323218 D WOLVERINE WORLD WIDE INC COM 97809710 1056 33611 SH SHARED 02 33611 D WOLVERINE WORLD WIDE INC COM 97809710 2409 76700 SH SHARED 10 76700 D WOODHEAD INDS INC COM 97943810 349 21795 SH SHARED 21795 D WOODHEAD INDS INC COM 97943810 4 300 SH SHARED 01 300 D WOODHEAD INDS INC COM 97943810 2 182 SH SHARED 02 182 D WOODHEAD INDS INC COM 97943810 52 3267 SH SHARED 10 3267 D WOODWARD GOVERNOR CO COM 98074510 1408 19669 SH SHARED 19669 D WOODWARD GOVERNOR CO COM 98074510 1222 17070 SH SHARED 01 11470 5600 D WOODWARD GOVERNOR CO COM 98074510 308 4302 SH SHARED 02 4302 D WOODWARD GOVERNOR CO COM 98074510 293 4100 SH SHARED 10 4100 D WORLD ACCEP CORP DEL COM 98141910 870 31626 SH SHARED 31626 D WORLD ACCEP CORP DEL COM 98141910 55 2000 SH SHARED 01 2000 D WORLD ACCEP CORP DEL COM 98141910 26 978 SH SHARED 02 978 D WORLD ACCEP CORP DEL COM 98141910 209 7600 SH SHARED 10 7600 D WORLD COLOR PRESS INC DEL NOTE 6.000%10/0 981443AA 3587 3500000 PRN SHARED 3500000 D WORLD FUEL SVCS CORP COM 98147510 1140 22893 SH SHARED 22893 D WORLD FUEL SVCS CORP COM 98147510 49 998 SH SHARED 02 998 D WORLD FUEL SVCS CORP COM 98147510 239 4800 SH SHARED 10 4800 D WORLD WRESTLING ENTMT INC CL A 98156Q10 460 37950 SH SHARED 37950 D WORLD WRESTLING ENTMT INC CL A 98156Q10 7 603 SH SHARED 02 603 D WORLD WRESTLING ENTMT INC CL A 98156Q10 42 3522 SH SHARED 10 3522 D WORTHINGTON INDS INC COM 98181110 2871 146637 SH SHARED 146637 D WORTHINGTON INDS INC COM 98181110 485 24778 SH SHARED 01 24778 D WORTHINGTON INDS INC COM 98181110 1918 97973 SH SHARED 02 97973 D WORTHINGTON INDS INC COM 98181110 23 1200 SH SHARED 06 1200 D WRIGHT MED GROUP INC COM 98235T10 1444 50700 SH SHARED 50700 D WRIGHT MED GROUP INC COM 98235T10 25352 889566 SH SHARED 01 701791 3200 184575 D WRIGHT MED GROUP INC COM 98235T10 27 975 SH SHR/OTHR 01 975 D WRIGHT MED GROUP INC COM 98235T10 76 2700 SH SHARED 02 2700 D WRIGHT MED GROUP INC COM 98235T10 5586 196000 SH SHARED 10 196000 D WRIGLEY WM JR CO COM 98252610 69159 999564 SH SHARED 999564 D WRIGLEY WM JR CO COM 98252610 18792 271602 SH SHARED 01 262300 9302 D WRIGLEY WM JR CO COM 98252610 456 6600 SH SHR/OTHR 01 5000 1600 D WRIGLEY WM JR CO COM 98252610 5072 73306 SH SHARED 02 73306 D WRIGLEY WM JR CO COM 98252610 20757 300000 SH SHARED 04 300000 D WRIGLEY WM JR CO COM 98252610 6 100 SH SHARED 05 100 D WRIGLEY WM JR CO COM 98252610 2047 29586 SH SHARED 06 29586 D WRIGLEY WM JR CO COM 98252610 14837 214440 SH SHARED 10 214440 D WYETH DBCV 1/1 983024AD 3075 3000000 PRN SHARED 3000000 D WYETH DBCV 1/1 983024AD 5125 5000000 PRN SHARED 02 5000000 D WYETH COM 98302410 457 10751 SH SHARED 10751 D WYETH COM 98302410 303980 7137363 SH SHARED 6965896 171467 D WYETH COM 98302410 252127 5919886 SH SHARED 01 4057958 852600 1009328 D WYETH COM 98302410 19518 458282 SH SHR/OTHR 01 231292 226990 D WYETH COM 98302410 37051 869969 SH SHARED 02 869969 D WYETH COM 98302410 7189 168800 SH SHARED 03 168800 D WYETH COM 98302410 119741 2811500 SH SHARED 04 2811500 D WYETH COM 98302410 7023 164898 SH SHARED 05 151798 13100 D WYETH COM 98302410 15244 357945 SH SHARED 06 357945 D WYETH COM 98302410 404 9500 SH SHARED 07 9500 D WYETH COM 98302410 1013 23800 SH SHARED 09 23800 D WYETH COM 98302410 113278 2659734 SH SHARED 10 2659734 D WYNDHAM INTL INC CL A 98310110 0 536 SH SHR/OTHR 01 536 D WYNN RESORTS LTD DBCV 6.000% 7/1 983134AB 56982 18640000 PRN SHARED 18640000 D WYNN RESORTS LTD DBCV 6.000% 7/1 983134AB 39695 12985000 PRN SHARED 02 12985000 D WYNN RESORTS LTD COM 98313410 22366 334229 SH SHARED 334229 D WYNN RESORTS LTD COM 98313410 443 6632 SH SHARED 02 6632 D WYNN RESORTS LTD COM 98313410 11890 177678 SH SHARED 10 177678 D XM SATELLITE RADIO HLDGS INC CL A 98375910 26181 695952 SH SHARED 692152 3800 D XM SATELLITE RADIO HLDGS INC CL A 98375910 2491 66225 SH SHARED 01 45600 20625 D XM SATELLITE RADIO HLDGS INC CL A 98375910 67 1802 SH SHR/OTHR 01 300 1502 D XM SATELLITE RADIO HLDGS INC CL A 98375910 746 19854 SH SHARED 02 19854 D XM SATELLITE RADIO HLDGS INC CL A 98375910 7682 204200 SH SHARED 03 204200 D XM SATELLITE RADIO HLDGS INC CL A 98375910 300 8000 SH SHARED 04 8000 D XM SATELLITE RADIO HLDGS INC CL A 98375910 3705 98500 SH SHARED 05 98500 D XM SATELLITE RADIO HLDGS INC CL A 98375910 94 2500 SH SHARED 06 2500 D XM SATELLITE RADIO HLDGS INC CL A 98375910 1706 45366 SH SHARED 10 45366 D XTO ENERGY INC COM 98385X10 29582 836136 SH SHARED 836136 D XTO ENERGY INC COM 98385X10 5379 152041 SH SHARED 01 152041 D XTO ENERGY INC COM 98385X10 309 8750 SH SHR/OTHR 01 8750 D XTO ENERGY INC COM 98385X10 3522 99548 SH SHARED 02 99548 D XTO ENERGY INC COM 98385X10 3891 110000 SH SHARED 04 110000 D XTO ENERGY INC COM 98385X10 20 590 SH SHARED 05 590 D XTO ENERGY INC COM 98385X10 391 11075 SH SHARED 06 11075 D XTO ENERGY INC COM 98385X10 11152 315217 SH SHARED 10 315217 D X-RITE INC COM 98385710 724 45228 SH SHARED 45228 D X-RITE INC COM 98385710 776 48500 SH SHARED 01 48500 D X-RITE INC COM 98385710 16 1005 SH SHARED 02 1005 D X-RITE INC COM 98385710 678 42400 SH SHARED 10 42400 D XCEL ENERGY INC NOTE 7.500%11/2 98389BAB 20517 13262500 PRN SHARED 13262500 D XCEL ENERGY INC COM 98389B10 25690 1411583 SH SHARED 1410753 830 D XCEL ENERGY INC COM 98389B10 522 28724 SH SHARED 01 25861 2863 D XCEL ENERGY INC COM 98389B10 95 5230 SH SHR/OTHR 01 2400 2830 D XCEL ENERGY INC COM 98389B10 3642 200141 SH SHARED 02 200141 D XCEL ENERGY INC COM 98389B10 63 3500 SH SHARED 06 3500 D XCEL ENERGY INC COM 98389B10 7669 421380 SH SHARED 10 421380 D XCYTE THERAPIES INC COM 98389F30 35 12904 SH SHARED 12904 D XCYTE THERAPIES INC PFD CV EXCH 98389F40 320 24689 SH SHARED 24689 D XILINX INC COM 98391910 120161 4049917 SH SHARED 4046117 3800 D XILINX INC COM 98391910 39977 1347415 SH SHARED 01 1260530 5800 81085 D XILINX INC COM 98391910 237 8000 SH SHR/OTHR 01 6400 1600 D XILINX INC COM 98391910 3785 127597 SH SHARED 02 127597 D XILINX INC COM 98391910 2373 80000 SH SHARED 03 80000 D XILINX INC COM 98391910 10087 340000 SH SHARED 04 340000 D XILINX INC COM 98391910 11 400 SH SHARED 05 400 D XILINX INC COM 98391910 191 6450 SH SHARED 06 6450 D XILINX INC COM 98391910 11009 371052 SH SHARED 10 371052 D XEROX CORP COM 98412110 45977 2702943 SH SHARED 2702643 300 D XEROX CORP COM 98412110 1718 101003 SH SHARED 01 101003 D XEROX CORP COM 98412110 30 1800 SH SHR/OTHR 01 1800 D XEROX CORP COM 98412110 5522 324659 SH SHARED 02 324659 D XEROX CORP COM 98412110 151865 8928000 SH SHARED 04 8928000 D XEROX CORP COM 98412110 50 2990 SH SHARED 05 2990 D XEROX CORP COM 98412110 4880 286900 SH SHARED 06 286900 D XEROX CORP COM 98412110 18924 1112573 SH SHARED 10 1112573 D XEROX CORP PFD CONV SER C 98412150 31040 210000 SH SHARED 210000 D XEROX CORP PFD CONV SER C 98412150 52299 353827 SH SHARED 02 353827 D XYBERNAUT CORP COM 98414910 482 392289 SH SHARED 392289 D XYBERNAUT CORP COM 98414910 10 8800 SH SHARED 02 8800 D YPF SOCIEDAD ANONIMA SPON ADR CL D 98424510 70 1600 SH SHARED 1600 D YADKIN VY BK&TR CO ELKIN N C COM 98430810 0 8 SH SHARED 02 8 D YAHOO INC FRNT 4/0 984332AB 79396 41722000 PRN SHARED 02 41722000 D YAHOO INC COM 98433210 5 140 SH SHARED 140 D YAHOO INC COM 98433210 245469 6514587 SH SHARED 6477453 37134 D YAHOO INC COM 98433210 91831 2437138 SH SHARED 01 1167208 1183000 86930 D YAHOO INC COM 98433210 436 11575 SH SHR/OTHR 01 10325 1250 D YAHOO INC COM 98433210 56478 1498904 SH SHARED 02 1498904 D YAHOO INC COM 98433210 48418 1285000 SH SHARED 04 1285000 D YAHOO INC COM 98433210 7113 188800 SH SHARED 05 178700 10100 D YAHOO INC COM 98433210 2374 63007 SH SHARED 06 63007 D YAHOO INC COM 98433210 572 15200 SH SHARED 07 15200 D YAHOO INC COM 98433210 1405 37300 SH SHARED 09 37300 D YAHOO INC COM 98433210 73490 1950389 SH SHARED 10 1950389 D YANKEE CANDLE INC COM 98475710 3351 101014 SH SHARED 101014 D YANKEE CANDLE INC COM 98475710 2199 66300 SH SHARED 01 66300 D YANKEE CANDLE INC COM 98475710 137 4158 SH SHARED 02 4158 D YANKEE CANDLE INC COM 98475710 691 20848 SH SHARED 10 20848 D YANZHOU COAL MNG CO LTD SPON ADR H SHS 98484610 23 323 SH SHARED 323 D YARDVILLE NATL BANCORP COM 98502110 670 19585 SH SHARED 19585 D YARDVILLE NATL BANCORP COM 98502110 143 4200 SH SHARED 01 4200 D YARDVILLE NATL BANCORP COM 98502110 167 4900 SH SHARED 10 4900 D YELLOW CORP NOTE 5.000% 8/0 985509AN 8590 5000000 PRN SHARED 5000000 D YELLOW ROADWAY CORP COM 98557710 6432 115464 SH SHARED 115464 D YELLOW ROADWAY CORP COM 98557710 323 5799 SH SHARED 01 5799 D YELLOW ROADWAY CORP COM 98557710 666 11964 SH SHARED 02 11964 D YELLOW ROADWAY CORP COM 98557710 933 16750 SH SHARED 10 16750 D YORK INTL CORP NEW COM 98667010 4425 128138 SH SHARED 128138 D YORK INTL CORP NEW COM 98667010 428 12400 SH SHARED 01 12400 D YORK INTL CORP NEW COM 98667010 504 14611 SH SHARED 02 14611 D YORK INTL CORP NEW COM 98667010 538 15600 SH SHARED 10 15600 D YORK WTR CO COM 98718410 434 22393 SH SHARED 01 22393 D YOUNG BROADCASTING INC CL A 98743410 530 50271 SH SHARED 50271 D YOUNG BROADCASTING INC CL A 98743410 17 1700 SH SHARED 01 1700 D YOUNG BROADCASTING INC CL A 98743410 5 521 SH SHARED 02 521 D YOUNG BROADCASTING INC CL A 98743410 85 8061 SH SHARED 10 8061 D YOUNG INNOVATIONS INC COM 98752010 437 12981 SH SHARED 12981 D YOUNG INNOVATIONS INC COM 98752010 3 101 SH SHARED 02 101 D YOUNG INNOVATIONS INC COM 98752010 37 1100 SH SHARED 10 1100 D YUM BRANDS INC COM 98849810 48504 1028076 SH SHARED 1018000 10076 D YUM BRANDS INC COM 98849810 70839 1501466 SH SHARED 01 457321 539580 504565 D YUM BRANDS INC COM 98849810 2510 53220 SH SHR/OTHR 01 12627 40593 D YUM BRANDS INC COM 98849810 5133 108805 SH SHARED 02 108805 D YUM BRANDS INC COM 98849810 12776 270800 SH SHARED 03 270800 D YUM BRANDS INC COM 98849810 4090 86700 SH SHARED 04 86700 D YUM BRANDS INC COM 98849810 16329 346100 SH SHARED 05 164490 181610 D YUM BRANDS INC COM 98849810 200 4250 SH SHARED 06 4250 D YUM BRANDS INC COM 98849810 17489 370699 SH SHARED 10 370699 D Z TEL TECHNOLOGIES INC COM NEW 98879220 14 8400 SH SHARED 8400 D ZALE CORP NEW COM 98885810 4092 137022 SH SHARED 137022 D ZALE CORP NEW COM 98885810 4522 151390 SH SHARED 01 151000 390 D ZALE CORP NEW COM 98885810 21 707 SH SHR/OTHR 01 707 D ZALE CORP NEW COM 98885810 540 18107 SH SHARED 02 18107 D ZALE CORP NEW COM 98885810 606 20300 SH SHARED 10 20300 D ZEBRA TECHNOLOGIES CORP CL A 98920710 6012 106827 SH SHARED 106827 D ZEBRA TECHNOLOGIES CORP CL A 98920710 24241 430727 SH SHARED 01 372027 58700 D ZEBRA TECHNOLOGIES CORP CL A 98920710 43 770 SH SHR/OTHR 01 770 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1384 24593 SH SHARED 02 24593 D ZEBRA TECHNOLOGIES CORP CL A 98920710 3033 53900 SH SHARED 10 53900 D ZENITH NATL INS CORP COM 98939010 1515 30404 SH SHARED 30404 D ZENITH NATL INS CORP COM 98939010 4625 92800 SH SHARED 01 92800 D ZENITH NATL INS CORP COM 98939010 37 760 SH SHARED 02 760 D ZENITH NATL INS CORP COM 98939010 2611 52400 SH SHARED 10 52400 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 1017 392734 SH SHARED 392734 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 0 14 SH SHARED 02 14 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 44 17100 SH SHARED 10 17100 D ZILA INC COM PAR $0.01 98951320 352 82400 SH SHARED 82400 D ZILA INC COM PAR $0.01 98951320 9 2200 SH SHARED 02 2200 D ZILA INC COM PAR $0.01 98951320 62 14700 SH SHARED 10 14700 D ZIMMER HLDGS INC COM 98956P10 193872 2419775 SH SHARED 2419175 600 D ZIMMER HLDGS INC COM 98956P10 131744 1644343 SH SHARED 01 715218 615420 313705 D ZIMMER HLDGS INC COM 98956P10 24416 304751 SH SHR/OTHR 01 232864 71887 D ZIMMER HLDGS INC COM 98956P10 8015 100043 SH SHARED 02 100043 D ZIMMER HLDGS INC COM 98956P10 48 610 SH SHARED 05 610 D ZIMMER HLDGS INC COM 98956P10 252 3150 SH SHARED 06 3150 D ZIMMER HLDGS INC COM 98956P10 24405 304609 SH SHARED 10 304609 D ZINDART LTD SPONSORED ADR 98959710 0 170 SH SHARED 170 D ZIONS BANCORPORATION COM 98970110 37092 545234 SH SHARED 545234 D ZIONS BANCORPORATION COM 98970110 17384 255545 SH SHARED 01 255445 100 D ZIONS BANCORPORATION COM 98970110 2192 32232 SH SHARED 02 32232 D ZIONS BANCORPORATION COM 98970110 47 700 SH SHARED 06 700 D ZIONS BANCORPORATION COM 98970110 7793 114554 SH SHARED 10 114554 D ZIX CORP COM 98974P10 263 51242 SH SHARED 51242 D ZIX CORP COM 98974P10 8 1600 SH SHARED 01 1600 D ZIX CORP COM 98974P10 9 1800 SH SHARED 02 1800 D ZIX CORP COM 98974P10 58 11400 SH SHARED 10 11400 D ZIPREALTY INC COM 98974V10 148 8300 SH SHARED 8300 D ZIPREALTY INC COM 98974V10 62 3500 SH SHARED 10 3500 D ZORAN CORP COM 98975F10 905 78199 SH SHARED 78199 D ZORAN CORP COM 98975F10 44 3850 SH SHARED 01 3850 D ZORAN CORP COM 98975F10 709 61273 SH SHARED 02 61273 D ZORAN CORP COM 98975F10 186 16065 SH SHARED 10 16065 D ZOLTEK COS INC COM 98975W10 5 337 SH SHARED 02 337 D ZWEIG FD COM 98983410 0 63 SH SHARED 63 D ZWEIG TOTAL RETURN FD INC COM 98983710 9511 1777884 SH SHARED 1777884 D ZYMOGENETICS INC COM 98985T10 980 42646 SH SHARED 42646 D ZYMOGENETICS INC COM 98985T10 27 1204 SH SHARED 02 1204 D ZYMOGENETICS INC COM 98985T10 6471 281361 SH SHARED 04 281361 D ZYMOGENETICS INC COM 98985T10 221 9618 SH SHARED 06 9618 D ZYMOGENETICS INC COM 98985T10 377 16418 SH SHARED 10 16418 D ZYGO CORP COM 98985510 594 50413 SH SHARED 50413 D ZYGO CORP COM 98985510 23 2000 SH SHARED 01 2000 D ZYGO CORP COM 98985510 0 6 SH SHARED 02 6 D ZYGO CORP COM 98985510 85 7222 SH SHARED 10 7222 D ZOLL MED CORP COM 98992210 778 22642 SH SHARED 22642 D ZOLL MED CORP COM 98992210 52 1530 SH SHARED 01 1530 D ZOLL MED CORP COM 98992210 11 340 SH SHARED 02 340 D ZOLL MED CORP COM 98992210 161 4700 SH SHARED 10 4700 D ZOMAX INC MINN COM 98992910 1 358 SH SHARED 02 358 S REPORT SUMMARY 17750 DATA RECORDS 208256809 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
-----END PRIVACY-ENHANCED MESSAGE-----