-----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, UkDOWfDm4NelTHSaoR3aob007RKz28ceZmAZ9wT3ZrPTnjWlOFG84kSPNc/tZtgf ou0T2kZitSORvJnwUumRzA== 0000948046-04-000231.txt : 20041203 0000948046-04-000231.hdr.sgml : 20041203 20041203105122 ACCESSION NUMBER: 0000948046-04-000231 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041203 DATE AS OF CHANGE: 20041203 EFFECTIVENESS DATE: 20041203 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: 041182293 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 taperept093004a.txt 13F DBAG REFILING OF 09/30/04 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: SEPTEMBER 30, 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 DECEMBER 3, 2004 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: 11 Form 13F Information Table Entry Total: 16050 Form 13F Information Table Value Total: 180504321 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 Asset Management Life and Pensions Limited 07 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 1734 41882 SH SHARED 41187 695 D DAIMLERCHRYSLER AG ORD D1668R12 9228369222799835 SH SHARED 222214133 585702 D DAIMLERCHRYSLER AG ORD D1668R12 3249 78464 SH SHARED 01 68312 10152 D DAIMLERCHRYSLER AG ORD D1668R12 11 274 SH SHR/OTHR 01 274 D DAIMLERCHRYSLER AG ORD D1668R12 20878 504068 SH SHARED 02 504068 D DAIMLERCHRYSLER AG ORD D1668R12 272812 6586493 SH SHARED 04 6586493 D DAIMLERCHRYSLER AG ORD D1668R12 513 12400 SH SHARED 05 600 11800 D DAIMLERCHRYSLER AG ORD D1668R12 214636 5181945 SH SHARED 06 4885645 296300 D DAIMLERCHRYSLER AG ORD D1668R12 1229 29678 SH SHARED 10 29678 D DEUTSCHE BANK AG NAMEN ORD D1819089 3567 49593 SH SHARED 28266 21327 D DEUTSCHE BANK AG NAMEN ORD D1819089 2287937 31803408 SH SHARED 30195972 1607436 D DEUTSCHE BANK AG NAMEN ORD D1819089 1298 18052 SH SHARED 01 18052 D DEUTSCHE BANK AG NAMEN ORD D1819089 11216 155912 SH SHARED 02 155912 D DEUTSCHE BANK AG NAMEN ORD D1819089 353789 4917837 SH SHARED 04 4917837 D DEUTSCHE BANK AG NAMEN ORD D1819089 1010 14044 SH SHARED 05 3527 10517 D DEUTSCHE BANK AG NAMEN ORD D1819089 269489 3746025 SH SHARED 06 3620625 125400 D DEUTSCHE BANK AG NAMEN ORD D1819089 7543 104856 SH SHARED 10 104856 D ACE LTD ORD G0070K10 49074 1225021 SH SHARED 1214421 10600 D ACE LTD ORD G0070K10 2978 74344 SH SHARED 01 46876 27468 D ACE LTD ORD G0070K10 5083 126885 SH SHARED 02 126885 D ACE LTD ORD G0070K10 55 1385 SH SHARED 05 1385 D ACE LTD ORD G0070K10 278 6945 SH SHARED 06 6545 400 D ACE LTD ORD G0070K10 4027 100528 SH SHARED 10 100528 D AMDOCS LTD ORD G0260210 944 43287 SH SHARED 43287 D AMDOCS LTD ORD G0260210 14213 651084 SH SHARED 01 647984 3100 D AMDOCS LTD ORD G0260210 2555 117069 SH SHARED 02 117069 D APEX SILVER MINES LTD ORD G0407410 99 4570 SH SHARED 4570 D APEX SILVER MINES LTD ORD G0407410 18 836 SH SHARED 01 836 D ARCH CAP GROUP LTD ORD G0450A10 300 7705 SH SHARED 7705 D ARCH CAP GROUP LTD ORD G0450A10 66 1712 SH SHARED 01 1712 D ARCH CAP GROUP LTD ORD G0450A10 7 200 SH SHARED 02 200 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 6 300 SH SHARED 300 D ASSURED GUARANTY LTD COM G0585R10 46 2800 SH SHARED 2800 D AXIS CAPITAL HOLDINGS SHS G0692U10 40 1570 SH SHARED 1570 D AXIS CAPITAL HOLDINGS SHS G0692U10 25431 978132 SH SHARED 02 978132 D AXIS CAPITAL HOLDINGS SHS G0692U10 25 970 SH SHARED 05 970 D ACCENTURE LTD BERMUDA CL A G1150G11 2407 88987 SH SHARED 83087 5900 D ACCENTURE LTD BERMUDA CL A G1150G11 122742 4537618 SH SHARED 01 1924528 2344000 269090 D ACCENTURE LTD BERMUDA CL A G1150G11 495 18300 SH SHR/OTHR 01 2600 15700 D ACCENTURE LTD BERMUDA CL A G1150G11 10203 377199 SH SHARED 02 377199 D BUNGE LIMITED COM G1696210 4148 103761 SH SHARED 103761 D BUNGE LIMITED COM G1696210 604 15132 SH SHARED 01 15132 D BUNGE LIMITED COM G1696210 289 7231 SH SHARED 02 7231 D CHINADOTCOM CORP CL A G2108N10 536 107721 SH SHARED 107721 D CHINADOTCOM CORP CL A G2108N10 40 8108 SH SHARED 01 8108 D CHINADOTCOM CORP CL A G2108N10 2 500 SH SHR/OTHR 01 500 D CHINA YUCHAI INTL LTD COM G2108210 58 4232 SH SHARED 4232 D CHINA YUCHAI INTL LTD COM G2108210 522 37500 SH SHR/OTHR 01 37500 D CHIPMOS TECH BERMUDA LTD SHS G2110R10 202 28910 SH SHARED 28910 D CHIPMOS TECH BERMUDA LTD SHS G2110R10 2 382 SH SHARED 01 382 D CONSOLIDATED WATER CO INC ORD G2377310 2 100 SH SHARED 100 D COOPER INDS LTD CL A G2418210 13637 231139 SH SHARED 231139 D COOPER INDS LTD CL A G2418210 2414 40916 SH SHARED 01 40728 188 D COOPER INDS LTD CL A G2418210 118 2000 SH SHR/OTHR 01 2000 D COOPER INDS LTD CL A G2418210 2585 43819 SH SHARED 02 43819 D CREDICORP LTD COM G2519Y10 140 10000 SH SHARED 04 10000 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 1039 32345 SH SHARED 32345 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 194 6055 SH SHARED 01 6055 D XCELERA INC COM G3161110 21 30925 SH SHARED 30925 D XCELERA INC COM G3161110 4 5975 SH SHARED 01 5975 D EVEREST RE GROUP LTD COM G3223R10 163 2200 SH SHARED 2200 D EVEREST RE GROUP LTD COM G3223R10 5972 80348 SH SHARED 80348 D EVEREST RE GROUP LTD COM G3223R10 1652 22230 SH SHARED 01 8730 13500 D EVEREST RE GROUP LTD COM G3223R10 1717 23101 SH SHARED 02 23101 D FRESH DEL MONTE PRODUCE INC ORD G3673810 213 8587 SH SHARED 8587 D FRESH DEL MONTE PRODUCE INC ORD G3673810 42 1713 SH SHARED 01 1713 D FRONTLINE LTD ORD G3682E12 7660 162326 SH SHARED 162326 D GARMIN LTD ORD G3726010 6753 156159 SH SHARED 156159 D GARMIN LTD ORD G3726010 17386 401991 SH SHARED 01 401841 150 D GARMIN LTD ORD G3726010 21 496 SH SHR/OTHR 01 496 D GARMIN LTD ORD G3726010 778 18006 SH SHARED 02 18006 D GLOBAL CROSSING LTD SHS NEW G3921A17 374 22662 SH SHARED 22662 D GLOBAL CROSSING LTD SHS NEW G3921A17 0 49 SH SHARED 01 49 D GLOBAL CROSSING LTD SHS NEW G3921A17 183 11088 SH SHARED 02 11088 D GLOBALSANTAFE CORP SHS G3930E10 5621 183417 SH SHARED 183417 D GLOBALSANTAFE CORP SHS G3930E10 63 2071 SH SHARED 01 2071 D GLOBALSANTAFE CORP SHS G3930E10 2836 92558 SH SHARED 02 92558 D GLOBALSANTAFE CORP SHS G3930E10 15631 510000 SH SHARED 04 510000 D GLOBALSANTAFE CORP SHS G3930E10 6 200 SH SHARED 05 200 D GLOBALSANTAFE CORP SHS G3930E10 2674 87250 SH SHARED 06 87250 D GLOBALSANTAFE CORP SHS G3930E10 1185 38670 SH SHARED 10 38670 D GLOBAL SOURCES LTD ORD G3930010 0 104 SH SHARED 02 104 D HELEN OF TROY CORP LTD COM G4388N10 240 8817 SH SHARED 8817 D HELEN OF TROY CORP LTD COM G4388N10 32 1177 SH SHARED 01 1177 D HELEN OF TROY CORP LTD COM G4388N10 104 3849 SH SHARED 02 3849 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 32148 472988 SH SHARED 467788 5200 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 4002 58887 SH SHARED 01 57681 1206 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 771 11344 SH SHR/OTHR 01 11344 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 11266 165753 SH SHARED 02 165753 D IPC HLDGS LTD ORD G4933P10 151 3981 SH SHARED 3981 D IPC HLDGS LTD ORD G4933P10 6 159 SH SHARED 01 159 D IPC HLDGS LTD ORD G4933P10 10 283 SH SHARED 02 283 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 553 17864 SH SHARED 17864 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 434 14000 SH SHARED 01 14000 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 124 4000 SH SHR/OTHR 01 4000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 11114 425369 SH SHARED 425369 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 23958 916877 SH SHARED 01 862529 4100 50248 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 35 1348 SH SHR/OTHR 01 1348 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 878 33605 SH SHARED 02 33605 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1455 55700 SH SHARED 03 55700 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1567 60000 SH SHARED 04 60000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1115 42700 SH SHARED 05 42700 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 41 1600 SH SHARED 06 1600 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 5010 191750 SH SHARED 10 191750 D MONTPELIER RE HOLDINGS LTD SHS G6218510 516 14069 SH SHARED 14069 D MONTPELIER RE HOLDINGS LTD SHS G6218510 36 1000 SH SHR/OTHR 01 1000 D MONTPELIER RE HOLDINGS LTD SHS G6218510 22 600 SH SHARED 02 600 D NABORS INDUSTRIES LTD SHS G6359F10 18188 384130 SH SHARED 384130 D NABORS INDUSTRIES LTD SHS G6359F10 69669 1471382 SH SHARED 01 751281 661500 58601 D NABORS INDUSTRIES LTD SHS G6359F10 85 1797 SH SHR/OTHR 01 1797 D NABORS INDUSTRIES LTD SHS G6359F10 3266 68983 SH SHARED 02 68983 D NOBLE CORPORATION SHS G6542210 15578 346582 SH SHARED 346582 D NOBLE CORPORATION SHS G6542210 4698 104523 SH SHARED 01 66118 38405 D NOBLE CORPORATION SHS G6542210 1068 23770 SH SHR/OTHR 01 100 23670 D NOBLE CORPORATION SHS G6542210 2846 63321 SH SHARED 02 63321 D NORDIC AMERICAN TANKER SHIPP COM G6577310 308 9007 SH SHARED 9007 D NORDIC AMERICAN TANKER SHIPP COM G6577310 10 300 SH SHR/OTHR 01 300 D OPENTV CORP CL A G6754310 3014 988512 SH SHARED 988512 D OPENTV CORP CL A G6754310 0 14 SH SHARED 01 14 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 379 23239 SH SHARED 23239 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 82 5036 SH SHARED 01 5036 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 565 52582 SH SHARED 52582 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 29 2713 SH SHARED 01 2713 D PARTNERRE LTD COM G6852T10 159 2913 SH SHARED 2913 D PARTNERRE LTD COM G6852T10 345 6322 SH SHARED 01 722 5600 D PARTNERRE LTD COM G6852T10 32 600 SH SHR/OTHR 01 600 D PARTNERRE LTD COM G6852T10 103 1901 SH SHARED 02 1901 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 356 12171 SH SHARED 12171 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 10 357 SH SHARED 01 357 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 15 533 SH SHARED 02 533 D PXRE GROUP LTD COM G7301810 150 6441 SH SHARED 6441 D PXRE GROUP LTD COM G7301810 37 1592 SH SHARED 01 1592 D PXRE GROUP LTD COM G7301810 229 9800 SH SHARED 02 9800 D QIAO XING UNIVERSAL TELEPHON ORD G7303A10 19 2319 SH SHARED 2319 D QUANTA CAPITAL HLDGS LTD SHS G7313F10 967 118700 SH SHARED 118700 D QUANTA CAPITAL HLDGS LTD SHS G7313F10 38 4700 SH SHARED 10 4700 D RENAISSANCERE HOLDINGS LTD COM G7496G10 61 1200 SH SHARED 1200 D RENAISSANCERE HOLDINGS LTD COM G7496G10 1351 26195 SH SHARED 26195 D RENAISSANCERE HOLDINGS LTD COM G7496G10 112 2181 SH SHARED 01 1881 300 D RENAISSANCERE HOLDINGS LTD COM G7496G10 92 1800 SH SHARED 02 1800 D SCOTTISH RE GROUP LTD ORD G7885T10 125 5948 SH SHARED 5948 D SEAGATE TECHNOLOGY SHS G7945J10 3188 235831 SH SHARED 227031 8800 D SEAGATE TECHNOLOGY SHS G7945J10 1 119 SH SHARED 01 119 D SEAGATE TECHNOLOGY SHS G7945J10 4196 310416 SH SHARED 02 310416 D SHIP FINANCE INTERNATIONAL L SHS G8107510 1801 89620 SH SHARED 89620 D SHIP FINANCE INTERNATIONAL L SHS G8107510 32 1595 SH SHARED 06 1545 50 D SHIP FINANCE INTERNATIONAL L SHS G8107510 2 130 SH SHARED 10 130 D SINA CORP ORD G8147710 1183 46430 SH SHARED 46430 D SINA CORP ORD G8147710 236 9270 SH SHARED 01 9270 D SINA CORP ORD G8147710 122 4800 SH SHARED 02 4800 D STEWART W P & CO LTD COM G8492210 417 20889 SH SHARED 20889 D STEWART W P & CO LTD COM G8492210 80 4036 SH SHARED 01 3461 575 D STEWART W P & CO LTD COM G8492210 56 2810 SH SHR/OTHR 01 2810 D UTI WORLDWIDE INC ORD G8721010 4 79 SH SHARED 02 79 D TELEGLOBE INTL HLDGS LTD COM G8734010 11 3082 SH SHARED 3082 D HILFIGER TOMMY CORP ORD G8915Z10 2975 301482 SH SHARED 301482 D HILFIGER TOMMY CORP ORD G8915Z10 26 2728 SH SHARED 01 2728 D HILFIGER TOMMY CORP ORD G8915Z10 1949 197500 SH SHARED 02 197500 D TRANSOCEAN INC ORD G9007810 38073 1064088 SH SHARED 1064088 D TRANSOCEAN INC ORD G9007810 2206 61661 SH SHARED 01 58418 3243 D TRANSOCEAN INC ORD G9007810 350 9805 SH SHR/OTHR 01 922 8883 D TRANSOCEAN INC ORD G9007810 7771 217211 SH SHARED 02 217211 D TSAKOS ENERGY NAVIGATION LTD SHS G9108L10 377 10746 SH SHARED 10746 D TSAKOS ENERGY NAVIGATION LTD SHS G9108L10 21 600 SH SHARED 02 600 D GOLAR LNG LTD BERMUDA SHS G9456A10 64 4150 SH SHARED 4150 D GOLAR LNG LTD BERMUDA SHS G9456A10 7 500 SH SHARED 01 500 D WEATHERFORD INTERNATIONAL LT COM G9508910 7348 144040 SH SHARED 138290 5750 D WEATHERFORD INTERNATIONAL LT COM G9508910 1066 20908 SH SHARED 01 20908 D WEATHERFORD INTERNATIONAL LT COM G9508910 4 79 SH SHR/OTHR 01 79 D WEATHERFORD INTERNATIONAL LT COM G9508910 3347 65618 SH SHARED 02 65618 D WHITE MTNS INS GROUP LTD COM G9618E10 25 49 SH SHARED 49 D WHITE MTNS INS GROUP LTD COM G9618E10 716 1363 SH SHARED 01 11 1352 D WILLIS GROUP HOLDINGS LTD SHS G9665510 1811 48435 SH SHARED 48435 D WILLIS GROUP HOLDINGS LTD SHS G9665510 200 5362 SH SHARED 01 5362 D WILLIS GROUP HOLDINGS LTD SHS G9665510 29 800 SH SHR/OTHR 01 800 D WILLIS GROUP HOLDINGS LTD SHS G9665510 2 79 SH SHARED 02 79 D XOMA LTD ORD G9825R10 25 11000 SH SHARED 11000 D XOMA LTD ORD G9825R10 73 31835 SH SHARED 31835 D XOMA LTD ORD G9825R10 11 5001 SH SHARED 01 5001 D XOMA LTD ORD G9825R10 1473 635000 SH SHARED 04 635000 D XL CAP LTD CL A G9825510 28473 384827 SH SHARED 381727 3100 D XL CAP LTD CL A G9825510 53746 726401 SH SHARED 01 216661 509740 D XL CAP LTD CL A G9825510 8498 114860 SH SHR/OTHR 01 10135 104725 D XL CAP LTD CL A G9825510 7309 98791 SH SHARED 02 98791 D ALCON INC COM SHS H0130110 48 600 SH SHARED 600 D ALCON INC COM SHS H0130110 3574 44575 SH SHARED 01 41000 3300 275 D ALCON INC COM SHS H0130110 8 100 SH SHR/OTHR 01 100 D UBS AG NAMEN AKT H8920M85 5141 73106 SH SHARED 73106 D UBS AG NAMEN AKT H8920M85 788 11208 SH SHARED 01 11208 D UBS AG NAMEN AKT H8920M85 1413 20100 SH SHARED 02 20100 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 346 19027 SH SHARED 19027 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 47 2627 SH SHARED 01 2627 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 135 7440 SH SHARED 02 7440 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 136 7500 SH SHARED 04 7500 D SBS BROADCASTING SA ORD L8137F10 262 7807 SH SHARED 7807 D SBS BROADCASTING SA ORD L8137F10 45 1351 SH SHARED 01 1351 D ALADDIN KNOWLEDGE SYS LTD ORD M0392N10 8 400 SH SHARED 02 400 D ALVARION LTD SHS M0861T10 17 1325 SH SHARED 1325 D ALVARION LTD SHS M0861T10 874 67604 SH SHARED 02 67604 D AUDIOCODES LTD ORD M1534210 69 5533 SH SHARED 5533 D AUDIOCODES LTD ORD M1534210 36 2869 SH SHARED 02 2869 D BACKWEB TECHNOLOGIES LTD ORD M1563310 0 700 SH SHARED 700 D ROBO GROUP TEK LTD SHS M2033010 1 2000 SH SHARED 01 2000 D CERAGON NETWORKS LTD ORD M2201310 59 12065 SH SHARED 12065 D CERAGON NETWORKS LTD ORD M2201310 11 2289 SH SHARED 01 2289 D CHECK POINT SOFTWARE TECH LT ORD M2246510 11336 668059 SH SHARED 668059 D CHECK POINT SOFTWARE TECH LT ORD M2246510 32524 1916563 SH SHARED 01 1888663 8600 19300 D CHECK POINT SOFTWARE TECH LT ORD M2246510 71 4200 SH SHR/OTHR 01 4200 D CHECK POINT SOFTWARE TECH LT ORD M2246510 303 17895 SH SHARED 02 17895 D CHECK POINT SOFTWARE TECH LT ORD M2246510 4836 285000 SH SHARED 04 285000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1537 90594 SH SHARED 05 90594 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1111 65500 SH SHARED 12 65500 D COMPUGEN LTD ORD M2572210 109 21715 SH SHARED 21715 D COMPUGEN LTD ORD M2572210 14 2880 SH SHARED 01 2880 D ELBIT SYS LTD ORD M3760D10 3 170 SH SHARED 170 D GIVEN IMAGING ORD SHS M5202010 206 5374 SH SHARED 5374 D GIVEN IMAGING ORD SHS M5202010 611 15891 SH SHARED 02 15891 D INTERNET GOLD-GOLDEN LINES L ORD M5659510 13 2935 SH SHARED 2935 D INTERNET GOLD-GOLDEN LINES L ORD M5659510 2 465 SH SHARED 01 465 D LANOPTICS LTD ORD M6706C10 1189 151382 SH SHARED 151382 D LIPMAN ELECTRONIC ENGINEERIN ORD M6772H10 2508 106700 SH SHARED 106700 D MAGAL SECURITY SYS LTD ORD M6786D10 270 17637 SH SHARED 17637 D MIND C T I LTD ORD M7024010 76 16968 SH SHARED 16968 D MIND C T I LTD ORD M7024010 18 4207 SH SHARED 01 4207 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 4408 267202 SH SHARED 267202 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 305 18501 SH SHARED 01 18501 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 1 100 SH SHARED 02 100 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 495 30000 SH SHARED 04 30000 D OPTIBASE LTD ORD M7524R10 53 12477 SH SHARED 12477 D OPTIBASE LTD ORD M7524R10 13 3093 SH SHARED 01 3093 D ORBOTECH LTD ORD M7525310 289 16574 SH SHARED 16574 D ORBOTECH LTD ORD M7525310 60 3475 SH SHARED 01 3475 D ORCKIT COMMUNICATIONS LTD SHS NEW M7531S20 36 2116 SH SHARED 2116 D RADVISION LTD ORD M8186910 37 3883 SH SHARED 3883 D RADWARE LTD ORD M8187310 1054 47954 SH SHARED 47954 D RADWARE LTD ORD M8187310 135 6175 SH SHARED 01 6175 D RADWARE LTD ORD M8187310 8 400 SH SHARED 02 400 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 39 1700 SH SHARED 1700 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 9 400 SH SHARED 01 400 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 166 7118 SH SHARED 02 7118 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 2196 94000 SH SHARED 04 94000 D TECNOMATIX TECHNOLOGIES LTD ORD M8743P10 7 693 SH SHARED 693 D TECNOMATIX TECHNOLOGIES LTD ORD M8743P10 1 147 SH SHARED 01 147 D VERISITY LTD ORD M9738511 356 51251 SH SHARED 51251 D VERISITY LTD ORD M9738511 64 9339 SH SHARED 01 9339 D VOCALTEC COMMUNICATIONS LTD ORD M9760110 25 16840 SH SHARED 16840 D ASM INTL N V COM N0704510 22207 1672267 SH SHARED 1672267 D ASM INTL N V COM N0704510 95 7173 SH SHARED 01 7173 D ASM INTL N V COM N0704510 723 54446 SH SHARED 02 54446 D ASM INTL N V COM N0704510 1195 90000 SH SHARED 06 90000 D ASM INTL N V COM N0704510 929 70000 SH SHARED 10 70000 D ASML HLDG NV N Y SHS N0705911 8070 627086 SH SHARED 625186 1900 D ASML HLDG NV N Y SHS N0705911 15495 1204015 SH SHARED 01 1167721 9300 26994 D ASML HLDG NV N Y SHS N0705911 263 20470 SH SHARED 02 20470 D CNH GLOBAL N V SHS NEW N2093520 121 6190 SH SHARED 6190 D CNH GLOBAL N V SHS NEW N2093520 4 217 SH SHARED 01 217 D CNH GLOBAL N V SHS NEW N2093520 3 166 SH SHARED 02 166 D CORE LABORATORIES N V COM N2271710 1680 68360 SH SHARED 68360 D ORTHOFIX INTL N V COM N6748L10 26 762 SH SHARED 762 D ORTHOFIX INTL N V COM N6748L10 3 92 SH SHARED 01 92 D ORTHOFIX INTL N V COM N6748L10 2 79 SH SHARED 02 79 D QIAGEN N V ORD N7248210 308 26900 SH SHARED 26900 D QIAGEN N V ORD N7248210 71718 6263666 SH SHARED 5391637 872029 D QIAGEN N V ORD N7248210 212 18534 SH SHARED 01 11534 7000 D QIAGEN N V ORD N7248210 122 10716 SH SHARED 02 10716 D QIAGEN N V ORD N7248210 18103 1581100 SH SHARED 04 1581100 D QIAGEN N V ORD N7248210 2608 227790 SH SHARED 05 24600 203190 D QIAGEN N V ORD N7248210 6505 568200 SH SHARED 06 299050 269150 D QIAGEN N V ORD N7248210 263 23029 SH SHARED 10 23029 D BANCO LATINOAMERICANO DE EXP CL E P1699413 44 2900 SH SHARED 2900 D BANCO LATINOAMERICANO DE EXP CL E P1699413 1660 108176 SH SHARED 108176 D BANCO LATINOAMERICANO DE EXP CL E P1699413 11423 744200 SH SHARED 01 744200 D KERZNER INTERNATIONAL LTD SHS P6065Y10 108 2467 SH SHARED 2467 D KERZNER INTERNATIONAL LTD SHS P6065Y10 8 200 SH SHARED 02 200 D KERZNER INTERNATIONAL LTD SHS P6065Y10 6494 147700 SH SHARED 04 147700 D STEINER LEISURE LTD ORD P8744Y10 114 5197 SH SHARED 5197 D STEINER LEISURE LTD ORD P8744Y10 16 755 SH SHARED 01 755 D STEINER LEISURE LTD ORD P8744Y10 8 400 SH SHARED 02 400 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 1545 35456 SH SHARED 35456 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 117 2694 SH SHARED 01 2694 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 3274 75107 SH SHARED 02 75107 D STELMAR SHIPPING LTD COM V8726M10 132 3506 SH SHARED 3506 D STELMAR SHIPPING LTD COM V8726M10 4147 109700 SH SHARED 02 109700 D ASE TEST LTD ORD Y0251610 337 64507 SH SHARED 64507 D ASE TEST LTD ORD Y0251610 83 15995 SH SHARED 01 15995 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 2741 250349 SH SHARED 250349 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 17 1572 SH SHARED 01 1572 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 293 26840 SH SHARED 02 26840 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 10 1000 SH SHARED 10 1000 D FLEXTRONICS INTL LTD ORD Y2573F10 16736 1263116 SH SHARED 1231641 31475 D FLEXTRONICS INTL LTD ORD Y2573F10 44011 3321646 SH SHARED 01 3311446 10000 200 D FLEXTRONICS INTL LTD ORD Y2573F10 45 3460 SH SHR/OTHR 01 3460 D FLEXTRONICS INTL LTD ORD Y2573F10 3600 271770 SH SHARED 02 271770 D FLEXTRONICS INTL LTD ORD Y2573F10 4902 370000 SH SHARED 04 370000 D 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SHARED 02 578 D ABB LTD SPONSORED ADR 00037520 694 113520 SH SHARED 01 113520 D ABC BANCORP COM 00040010 114 5684 SH SHARED 5684 D ABC BANCORP COM 00040010 12 602 SH SHARED 02 602 D A C MOORE ARTS & CRAFTS INC COM 00086T10 837 33858 SH SHARED 33858 D A C MOORE ARTS & CRAFTS INC COM 00086T10 98 3971 SH SHARED 01 3971 D A C MOORE ARTS & CRAFTS INC COM 00086T10 17 703 SH SHARED 02 703 D A D A M INC COM 00088U10 2 1000 SH SHARED 01 1000 D A D C TELECOMMUNICATIONS NOTE 1.000% 6/1 000886AD 229 272000 PRN SHARED 02 272000 D A D C TELECOMMUNICATIONS COM 00088610 3960 2188065 SH SHARED 2188065 D A D C TELECOMMUNICATIONS COM 00088610 199 110407 SH SHARED 01 110407 D A D C TELECOMMUNICATIONS COM 00088610 846 467711 SH SHARED 02 467711 D A D C TELECOMMUNICATIONS COM 00088610 5 3063 SH SHARED 05 3063 D A D C TELECOMMUNICATIONS COM 00088610 12 7000 SH SHARED 06 7000 D A D C TELECOMMUNICATIONS COM 00088610 677 374495 SH SHARED 10 374495 D ADE CORP MASS COM 00089C10 306 18007 SH SHARED 18007 D ADE CORP MASS COM 00089C10 497 29207 SH SHARED 01 29207 D ADE CORP MASS COM 00089C10 6 400 SH SHARED 02 400 D ACM INCOME FUND INC COM 00091210 378 46487 SH SHARED 46487 D ACM INCOME FUND INC COM 00091210 8 1013 SH SHARED 01 1013 D ACM INCOME FUND INC COM 00091210 1 200 SH SHARED 02 200 D ACM GOVT OPPORTUNITY FD INC COM 00091810 25 3200 SH SHARED 02 3200 D ABN AMRO HLDG NV SPONSORED ADR 00093710 2373 104276 SH SHARED 104273 3 D ABN AMRO HLDG NV SPONSORED ADR 00093710 499 21929 SH SHARED 01 12844 9085 D ACM MANAGED DLR INCOME FD COM 00094910 4 521 SH SHARED 01 521 D ABM INDS INC COM 00095710 459 22812 SH SHARED 22812 D ABM INDS INC COM 00095710 246 12239 SH SHARED 01 12239 D ABM INDS INC COM 00095710 5 270 SH SHARED 02 270 D AFC ENTERPRISES INC COM 00104Q10 1452 66000 SH SHARED 66000 D AFC ENTERPRISES INC COM 00104Q10 0 33 SH SHARED 02 33 D AFLAC INC COM 00105510 98 2500 SH SHARED 2500 D AFLAC INC COM 00105510 112491 2868958 SH SHARED 2801723 67235 D AFLAC INC COM 00105510 160276 4087650 SH SHARED 01 2276195 720180 1091275 D AFLAC INC COM 00105510 6195 157999 SH SHR/OTHR 01 17440 140559 D AFLAC INC COM 00105510 7570 193069 SH SHARED 02 193069 D AFLAC INC COM 00105510 3003 76600 SH SHARED 04 76600 D AFLAC INC COM 00105510 5023 128126 SH SHARED 05 97460 30666 D AFLAC INC COM 00105510 1028 26230 SH SHARED 06 8130 18100 D AFLAC INC COM 00105510 6756 172304 SH SHARED 10 172304 D AGCO CORP COM 00108410 989 43725 SH SHARED 43725 D AGCO CORP COM 00108410 1720 76078 SH SHARED 01 76078 D AGCO CORP COM 00108410 7023 310521 SH SHARED 02 310521 D AGL RES INC COM 00120410 1305 42437 SH SHARED 42437 D AGL RES INC COM 00120410 1366 44401 SH SHARED 01 44401 D AGL RES INC COM 00120410 806 26198 SH SHARED 02 26198 D AES CORP COM 00130H10 18843 1886225 SH SHARED 1876425 9800 D AES CORP COM 00130H10 4799 480429 SH SHARED 01 475929 4500 D AES CORP COM 00130H10 3207 321047 SH SHARED 02 309647 11400 D AES CORP COM 00130H10 31 3192 SH SHARED 05 3192 D AES CORP COM 00130H10 49 5000 SH SHARED 06 5000 D AES CORP COM 00130H10 2161 216372 SH SHARED 10 216372 D AIM TELS INC COM 00142310 0 12000 SH SHARED 02 12000 D AK STL HLDG CORP COM 00154710 891 109296 SH SHARED 109296 D AK STL HLDG CORP COM 00154710 198 24270 SH SHARED 01 24270 D AK STL HLDG CORP COM 00154710 11 1447 SH SHARED 02 1447 D AMB PROPERTY CORP COM 00163T10 1774 47939 SH SHARED 47939 D AMB PROPERTY CORP COM 00163T10 1873 50615 SH SHARED 01 50615 D AMB PROPERTY CORP COM 00163T10 983 26559 SH SHARED 02 25259 1300 D AMC ENTMT INC COM 00166910 3438 179669 SH SHARED 179669 D AMC ENTMT INC COM 00166910 1646 86004 SH SHARED 01 86004 D AMC ENTMT INC COM 00166910 10288 537524 SH SHARED 02 537524 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 444 14555 SH SHARED 14555 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 1258 41191 SH SHARED 01 41191 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 70512 2308100 SH SHARED 11 2308100 D AMN HEALTHCARE SERVICES INC COM 00174410 123 10321 SH SHARED 10321 D AMN HEALTHCARE SERVICES INC COM 00174410 8 735 SH SHARED 01 735 D AMN HEALTHCARE SERVICES INC COM 00174410 17 1443 SH SHARED 02 1443 D AMR CORP NOTE 4.500% 2/1 001765BB 8428 14000000 PRN SHARED 14000000 D AMR CORP NOTE 4.500% 2/1 001765BB 1208 2007000 PRN SHARED 02 2007000 D AMR CORP COM 00176510 112 15400 SH SHARED 15400 D AMR CORP COM 00176510 18275 2493224 SH SHARED 2493224 D AMR CORP COM 00176510 25 3477 SH SHARED 01 3477 D AMR CORP COM 00176510 14 2000 SH SHR/OTHR 01 2000 D AMR CORP COM 00176510 2873 392038 SH SHARED 02 392038 D AMX CORP NEW COM 00180C10 202 11244 SH SHARED 11244 D AMX CORP NEW COM 00180C10 50 2788 SH SHARED 01 2788 D AMX CORP NEW COM 00180C10 23 1300 SH SHARED 02 1300 D APAC CUSTOMER SERVICES INC COM 00185E10 107 68708 SH SHARED 68708 D APAC CUSTOMER SERVICES INC COM 00185E10 21 13721 SH SHARED 01 13721 D APAC CUSTOMER SERVICES INC COM 00185E10 0 28 SH SHARED 02 28 D ATI TECHNOLOGIES INC COM 00194110 7287 475386 SH SHARED 475386 D ATI TECHNOLOGIES INC COM 00194110 10534 687213 SH SHARED 01 682238 4500 475 D ATI TECHNOLOGIES INC COM 00194110 16 1100 SH SHR/OTHR 01 1100 D ATI TECHNOLOGIES INC COM 00194110 2383 155467 SH SHARED 02 155467 D ATI TECHNOLOGIES INC COM 00194110 19 1300 SH SHARED 06 700 600 D AT&T CORP COM NEW 00195750 0 60 SH SHARED 60 D AT&T CORP COM NEW 00195750 128822 8995979 SH SHARED 8966827 29152 D AT&T CORP COM NEW 00195750 4418 308546 SH SHARED 01 294194 14352 D AT&T CORP COM NEW 00195750 34 2432 SH SHR/OTHR 01 487 1945 D AT&T CORP COM NEW 00195750 5221 364597 SH SHARED 02 364597 D AT&T CORP COM NEW 00195750 99 6927 SH SHARED 05 3327 3600 D AT&T CORP COM NEW 00195750 589 41160 SH SHARED 06 39960 1200 D AT&T CORP COM NEW 00195750 3858 269426 SH SHARED 10 269426 D A S V INC COM 00196310 228 6105 SH SHARED 6105 D A S V INC COM 00196310 1057 28250 SH SHARED 01 28250 D A S V INC COM 00196310 15 402 SH SHARED 02 402 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 96 67920 SH SHARED 67920 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 6 4676 SH SHARED 01 4676 D ASA LTD COM 00205010 2560 59845 SH SHARED 58845 1000 D ASA LTD COM 00205010 57 1340 SH SHARED 01 1340 D ATMI INC NOTE 5.250%11/1 00207RAC 1513 1338000 PRN SHARED 1338000 D ATMI INC COM 00207R10 2392 116800 SH SHARED 116800 D ATMI INC COM 00207R10 610 29807 SH SHARED 29807 D ATMI INC COM 00207R10 38 1900 SH SHARED 01 1900 D ATMI INC COM 00207R10 90 4430 SH SHARED 02 4430 D ASAT HLDGS LTD SPONSORED ADR 00208B10 23 22794 SH SHARED 22794 D ASAT HLDGS LTD SPONSORED ADR 00208B10 30 28914 SH SHARED 02 28914 D ATS MED INC COM 00208310 75 20734 SH SHARED 20734 D ATS MED INC COM 00208310 18 5141 SH SHARED 01 5141 D AT&T WIRELESS SVCS INC COM 00209A10 192 13000 SH SHARED 13000 D AT&T WIRELESS SVCS INC COM 00209A10 355008 24019495 SH SHARED 23447543 571952 D AT&T WIRELESS SVCS INC COM 00209A10 77387 5235934 SH SHARED 01 1549909 3231000 455025 D AT&T WIRELESS SVCS INC COM 00209A10 265 17940 SH SHR/OTHR 01 7363 10577 D AT&T WIRELESS SVCS INC COM 00209A10 92706 6272398 SH SHARED 02 6272398 D AT&T WIRELESS SVCS INC COM 00209A10 16783 1135558 SH SHARED 04 1135558 D AT&T WIRELESS SVCS INC COM 00209A10 10126 685157 SH SHARED 05 561731 123426 D AT&T WIRELESS SVCS INC COM 00209A10 1637 110817 SH SHARED 06 107817 3000 D AT&T WIRELESS SVCS INC COM 00209A10 909 61517 SH SHARED 07 61517 D AT&T WIRELESS SVCS INC COM 00209A10 1127 76300 SH SHARED 09 76300 D AT&T WIRELESS SVCS INC COM 00209A10 13893 940040 SH SHARED 10 940040 D AU OPTRONICS CORP SPONSORED ADR 00225510 210 16840 SH SHARED 16840 D AU OPTRONICS CORP SPONSORED ADR 00225510 42517 3395995 SH SHARED 3395695 300 D AU OPTRONICS CORP SPONSORED ADR 00225510 1224 97800 SH SHARED 01 60000 37800 D AU OPTRONICS CORP SPONSORED ADR 00225510 6 500 SH SHARED 02 500 D AU OPTRONICS CORP SPONSORED ADR 00225510 36833 2941990 SH SHARED 04 2941990 D AU OPTRONICS CORP SPONSORED ADR 00225510 4331 346000 SH SHARED 06 346000 D AVI BIOPHARMA INC COM 00234610 0 456 SH SHARED 456 D AVI BIOPHARMA INC COM 00234610 0 113 SH SHARED 01 113 D AVI BIOPHARMA INC COM 00234610 0 20 SH SHARED 02 20 D AVX CORP NEW COM 00244410 171 14482 SH SHARED 14482 D AVX CORP NEW COM 00244410 49 4191 SH SHARED 01 4191 D AVX CORP NEW COM 00244410 80 6827 SH SHARED 02 6827 D AXT INC COM 00246W10 0 9 SH SHARED 9 D AXT INC COM 00246W10 0 2 SH SHARED 01 2 D AAIPHARMA INC COM 00252W10 28 18516 SH SHARED 02 18516 D AASTROM BIOSCIENCES INC COM 00253U10 17 18561 SH SHARED 18561 D AARON RENTS INC COM 00253520 529 24331 SH SHARED 24331 D AARON RENTS INC COM 00253520 3925 180400 SH SHARED 01 180400 D AARON RENTS INC COM 00253520 39 1804 SH SHARED 02 1804 D ABAXIS INC COM 00256710 260 20035 SH SHARED 20035 D ABAXIS INC COM 00256710 31 2399 SH SHARED 01 2399 D ABAXIS INC COM 00256710 11 900 SH SHARED 02 900 D ABBOTT LABS COM 00282410 859 20300 SH SHARED 20300 D ABBOTT LABS COM 00282410 343898 8118466 SH SHARED 7937141 181325 D ABBOTT LABS COM 00282410 306468 7234847 SH SHARED 01 3381361 1734835 2118651 D ABBOTT LABS COM 00282410 26152 617384 SH SHR/OTHR 01 83872 533512 D ABBOTT LABS COM 00282410 29531 697162 SH SHARED 02 697162 D ABBOTT LABS COM 00282410 118968 2808500 SH SHARED 04 2808500 D ABBOTT LABS COM 00282410 794 18749 SH SHARED 05 13600 5149 D ABBOTT LABS COM 00282410 3993 94268 SH SHARED 06 92168 2100 D ABBOTT LABS COM 00282410 24910 588068 SH SHARED 10 588068 D ABER DIAMOND CORP COM 00289310 112 3250 SH SHARED 3250 D ABER DIAMOND CORP COM 00289310 28252 816300 SH SHARED 01 816300 D ABER DIAMOND CORP COM 00289310 249 7200 SH SHARED 02 7200 D ABER DIAMOND CORP COM 00289310 13601 393000 SH SHARED 04 393000 D ABER DIAMOND CORP COM 00289310 3152 91100 SH SHARED 10 91100 D ABERCROMBIE & FITCH CO CL A 00289620 3799 120622 SH SHARED 120622 D ABERCROMBIE & FITCH CO CL A 00289620 3969 126010 SH SHARED 01 126010 D ABERCROMBIE & FITCH CO CL A 00289620 1534 48719 SH SHARED 02 48719 D ABERCROMBIE & FITCH CO CL A 00289620 849 26970 SH SHARED 10 26970 D ABBEY NATL PLC ADR PRF B7.375 00292070 761 28160 SH SHARED 02 28160 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 1365 221598 SH SHARED 221598 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 310 50335 SH SHARED 01 50335 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 61 10000 SH SHR/OTHR 01 10000 D ABERDEEN AUSTRALIA EQTY FD I COM 00301110 862 93757 SH SHARED 93757 D ABERDEEN GLOBAL INCOME FD IN COM 00301310 32 2500 SH SHARED 2500 D ABGENIX INC NOTE 3.500% 3/1 00339BAB 3248 3500000 PRN SHARED 3500000 D ABGENIX INC NOTE 3.500% 3/1 00339BAB 7540 8125000 PRN SHARED 02 8125000 D ABGENIX INC COM 00339B10 78 8000 SH SHARED 8000 D ABGENIX INC COM 00339B10 2294 232676 SH SHARED 232676 D ABGENIX INC COM 00339B10 169 17223 SH SHARED 01 17223 D ABGENIX INC COM 00339B10 19 2024 SH SHARED 02 2024 D ABGENIX INC COM 00339B10 6709 680500 SH SHARED 04 680500 D ABGENIX INC COM 00339B10 177 18000 SH SHARED 06 18000 D ABGENIX INC COM 00339B10 177 18000 SH SHARED 10 18000 D ABIOMED INC COM 00365410 173 19555 SH SHARED 19555 D ABIOMED INC COM 00365410 23 2658 SH SHARED 01 2658 D ABIOMED INC COM 00365410 14 1600 SH SHARED 02 1600 D ABLE LABORATORIES INC COM NEW 00371N40 24 1275 SH SHARED 1275 D ABLE LABORATORIES INC COM NEW 00371N40 394 20607 SH SHARED 20607 D ABLE LABORATORIES INC COM NEW 00371N40 16012 835707 SH SHARED 01 830107 5600 D ABLE LABORATORIES INC COM NEW 00371N40 28 1504 SH SHARED 02 1504 D ABLE LABORATORIES INC COM NEW 00371N40 1801 94000 SH SHARED 04 94000 D ABLE LABORATORIES INC COM NEW 00371N40 582 30400 SH SHARED 05 30400 D ACACIA RESH CORP ACACIA TCH COM 00388130 106 25700 SH SHARED 06 25700 D ABITIBI-CONSOLIDATED INC COM 00392410 6364 1008653 SH SHARED 969653 39000 D ABITIBI-CONSOLIDATED INC COM 00392410 91 14449 SH SHARED 01 14449 D ABITIBI-CONSOLIDATED INC COM 00392410 1248 197896 SH SHARED 02 197896 D ABITIBI-CONSOLIDATED INC COM 00392410 4 700 SH SHARED 05 700 D ABITIBI-CONSOLIDATED INC COM 00392410 314 49900 SH SHARED 06 47900 2000 D ACADIA RLTY TR COM SH BEN INT 00423910 218 14843 SH SHARED 14843 D ACADIA RLTY TR COM SH BEN INT 00423910 0 2 SH SHARED 02 2 D ACAMBIS PLC SPONSORED ADR 00428610 68 6253 SH SHARED 6253 D ACAMBIS PLC SPONSORED ADR 00428610 13 1247 SH SHARED 01 1247 D ACCELRYS INC COM 00430U10 428 65778 SH SHARED 65778 D ACCELRYS INC COM 00430U10 77 11942 SH SHARED 01 11942 D ACCELRYS INC COM 00430U10 0 6 SH SHARED 02 6 D ACCREDITED HOME LENDRS HLDG COM 00437P10 404 10498 SH SHARED 10498 D ACCREDITED HOME LENDRS HLDG COM 00437P10 4553 118200 SH SHARED 01 118200 D ACCREDITED HOME LENDRS HLDG COM 00437P10 150 3900 SH SHARED 02 3900 D ACCREDO HEALTH INC COM 00437V10 578 24548 SH SHARED 24548 D ACCREDO HEALTH INC COM 00437V10 2326 98685 SH SHARED 01 98560 125 D ACCREDO HEALTH INC COM 00437V10 766 32541 SH SHARED 02 32541 D ACE CASH EXPRESS INC COM 00440310 440 16908 SH SHARED 16908 D ACE CASH EXPRESS INC COM 00440310 61 2379 SH SHARED 01 2379 D ACE CASH EXPRESS INC COM 00440310 7 300 SH SHARED 02 300 D ACETO CORP COM 00444610 382 26564 SH SHARED 26564 D ACETO CORP COM 00444610 54 3803 SH SHARED 01 3803 D ACETO CORP COM 00444610 117 8178 SH SHARED 02 8178 D ACLARA BIOSCIENCES INC COM 00461P10 12456 3161597 SH SHARED 3161597 D ACLARA BIOSCIENCES INC COM 00461P10 1 437 SH SHARED 01 437 D ACLARA BIOSCIENCES INC COM 00461P10 25 6534 SH SHARED 02 6534 D ACME COMMUNICATION INC COM 00463110 0 8 SH SHARED 02 8 D ACTIVISION INC NEW COM NEW 00493020 1756 126652 SH SHARED 126652 D ACTIVISION INC NEW COM NEW 00493020 2453 176927 SH SHARED 01 176911 16 D ACTIVISION INC NEW COM NEW 00493020 2349 169385 SH SHARED 02 169385 D ACTIVISION INC NEW COM NEW 00493020 1248 90000 SH SHARED 04 90000 D ACTION PERFORMANCE COS INC COM 00493310 807 79732 SH SHARED 79732 D ACTION PERFORMANCE COS INC COM 00493310 20 1977 SH SHARED 01 1977 D ACTION PERFORMANCE COS INC COM 00493310 0 4 SH SHARED 02 4 D ACTEL CORP COM 00493410 776 51094 SH SHARED 51094 D ACTEL CORP COM 00493410 28 1900 SH SHARED 01 1900 D ACTEL CORP COM 00493410 18 1222 SH SHARED 02 1222 D ACTIVE POWER INC COM 00504W10 122 44523 SH SHARED 44523 D ACTIVCARD CORP COM 00506J10 186 30434 SH SHARED 30434 D ACTIVCARD CORP COM 00506J10 2 432 SH SHARED 01 432 D ACTUATE CORP COM 00508B10 367 104062 SH SHARED 104062 D ACTUATE CORP COM 00508B10 24 6896 SH SHARED 01 6896 D ACTUATE CORP COM 00508B10 28 8000 SH SHR/OTHR 01 8000 D ACTUATE CORP COM 00508B10 13 3900 SH SHARED 02 3900 D ACTUANT CORP CL A NEW 00508X20 1081 26238 SH SHARED 26238 D ACTUANT CORP CL A NEW 00508X20 226 5505 SH SHARED 01 5505 D ACTUANT CORP CL A NEW 00508X20 85 2081 SH SHARED 02 2081 D ACUITY BRANDS INC COM 00508Y10 877 36905 SH SHARED 36905 D ACUITY BRANDS INC COM 00508Y10 73 3081 SH SHARED 01 3081 D ACUITY BRANDS INC COM 00508Y10 50 2111 SH SHARED 02 2111 D ACXIOM CORP NOTE 3.750% 2/1 005125AB 7 6000 PRN SHARED 01 6000 D ACXIOM CORP COM 00512510 4974 209542 SH SHARED 209542 D ACXIOM CORP COM 00512510 1141 48103 SH SHARED 01 48103 D ACXIOM CORP COM 00512510 909 38294 SH SHARED 02 38294 D ADAMS EXPRESS CO COM 00621210 6299 496800 SH SHARED 496800 D ADAMS EXPRESS CO COM 00621210 7 609 SH SHARED 01 609 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486332 SH SHARED 02 486332 D ALCOA INC COM 01381710 8310 247400 SH SHARED 04 247400 D ALCOA INC COM 01381710 10065 299653 SH SHARED 05 258500 41153 D ALCOA INC COM 01381710 526 15670 SH SHARED 06 13970 1700 D ALCOA INC COM 01381710 880 26200 SH SHARED 07 26200 D ALCOA INC COM 01381710 1377 41000 SH SHARED 09 41000 D ALCOA INC COM 01381710 21889 651653 SH SHARED 10 651653 D ALCATEL SPONSORED ADR 01390430 147 12600 SH SHARED 12600 D ALCATEL SPONSORED ADR 01390430 29 2549 SH SHARED 01 933 1616 D ALCATEL SPONSORED ADR 01390430 253 21600 SH SHARED 02 21600 D ALDERWOODS GROUP INC COM 01438310 227 23134 SH SHARED 23134 D ALDERWOODS GROUP INC COM 01438310 162 16490 SH SHARED 02 16490 D ALEXANDER & BALDWIN INC COM 01448210 2847 83884 SH SHARED 83884 D ALEXANDER & BALDWIN INC COM 01448210 387 11403 SH SHARED 01 11403 D ALEXANDER & BALDWIN INC COM 01448210 50 1500 SH SHR/OTHR 01 1500 D ALEXANDER & BALDWIN INC COM 01448210 322 9512 SH SHARED 02 9512 D ALEXANDERS INC COM 01475210 210 1055 SH SHARED 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COM 01849010 4086 56331 SH SHARED 02 56331 D ALLERGAN INC COM 01849010 8335 114889 SH SHARED 05 109785 5104 D ALLERGAN INC COM 01849010 2234 30800 SH SHARED 06 30800 D ALLERGAN INC COM 01849010 908 12517 SH SHARED 07 12517 D ALLERGAN INC COM 01849010 1349 18600 SH SHARED 09 18600 D ALLERGAN INC COM 01849010 4940 68098 SH SHARED 10 68098 D ALLETE INC COM 01852210 11212 345000 SH SHARED 345000 D ALLETE INC COM NEW 01852230 1696 52196 SH SHARED 52196 D ALLETE INC COM NEW 01852230 160 4948 SH SHARED 01 4948 D ALLETE INC COM NEW 01852230 325 10019 SH SHARED 02 10019 D ALLIANCE ATLANTIS COMMUNICAT CL B NON-VTG 01853E20 865 39085 SH SHARED 02 39085 D ALLIANCE CALIF MUN INCOME FD COM 01854610 85 6145 SH SHARED 6145 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 974 27443 SH SHARED 12443 15000 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 46 1300 SH SHARED 01 1300 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 230 6500 SH SHR/OTHR 01 6500 D ALLIANCE DATA SYSTEMS CORP COM 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INTL GROUP INC COM 02687410 29489 433740 SH SHARED 03 433740 D AMERICAN INTL GROUP INC COM 02687410 11116 163500 SH SHARED 04 163500 D AMERICAN INTL GROUP INC COM 02687410 55297 813321 SH SHARED 05 497310 316011 D AMERICAN INTL GROUP INC COM 02687410 9159 134716 SH SHARED 06 122016 12700 D AMERICAN INTL GROUP INC COM 02687410 1927 28355 SH SHARED 07 28355 D AMERICAN INTL GROUP INC COM 02687410 2889 42500 SH SHARED 09 42500 D AMERICAN INTL GROUP INC COM 02687410 227833 3350986 SH SHARED 10 3350986 D AMERICAN ITALIAN PASTA CO CL A 02707010 1468 56170 SH SHARED 56170 D AMERICAN ITALIAN PASTA CO CL A 02707010 40 1537 SH SHARED 01 1537 D AMERICAN ITALIAN PASTA CO CL A 02707010 18 720 SH SHARED 02 720 D AMERICAN LD LEASE INC COM 02711810 0 8 SH SHARED 02 8 D AMERICAN MED SYS HLDGS INC COM 02744M10 593 16363 SH SHARED 16363 D AMERICAN MED SYS HLDGS INC COM 02744M10 605 16700 SH SHARED 01 16700 D AMERICAN MED SYS HLDGS INC COM 02744M10 79 2181 SH SHARED 02 2181 D AMERICAN MED SEC GROUP INC COM 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4078 167171 SH SHARED 02 167171 D AMSOUTH BANCORPORATION COM 03216510 107 4400 SH SHARED 06 3900 500 D AMSOUTH BANCORPORATION COM 03216510 2909 119250 SH SHARED 10 119250 D AMSURG CORP COM 03232P40 840 39675 SH SHARED 39675 D AMSURG CORP COM 03232P40 74 3529 SH SHARED 01 3529 D AMSURG CORP COM 03232P40 52 2478 SH SHARED 02 2478 D AMYLIN PHARMACEUTICALS INC NOTE 2.250% 6/3 032346AB 4 4500 PRN SHARED 01 4500 D AMYLIN PHARMACEUTICALS INC NOTE 2.500% 4/1 032346AD 1432 1500000 PRN SHARED 02 1500000 D AMYLIN PHARMACEUTICALS INC COM 03234610 108 5300 SH SHARED 5300 D AMYLIN PHARMACEUTICALS INC COM 03234610 1684 82088 SH SHARED 79888 2200 D AMYLIN PHARMACEUTICALS INC COM 03234610 4784 233165 SH SHARED 01 215265 17900 D AMYLIN PHARMACEUTICALS INC COM 03234610 1006 49055 SH SHARED 02 49055 D AMYLIN PHARMACEUTICALS INC COM 03234610 10495 511500 SH SHARED 04 511500 D AMYLIN PHARMACEUTICALS INC COM 03234610 16 800 SH SHARED 05 800 D AMYLIN PHARMACEUTICALS INC COM 03234610 492 24000 SH SHARED 06 24000 D AMYLIN PHARMACEUTICALS INC COM 03234610 492 24000 SH SHARED 10 24000 D AMVESCAP PLC SPONSORED ADR 03235E10 405 36921 SH SHARED 36921 D AMVESCAP PLC SPONSORED ADR 03235E10 3 315 SH SHARED 02 315 D ANADARKO PETE CORP COM 03251110 106 1600 SH SHARED 1600 D ANADARKO PETE CORP COM 03251110 60380 909893 SH SHARED 899233 10660 D ANADARKO PETE CORP COM 03251110 56638 853504 SH SHARED 01 734672 118832 D ANADARKO PETE CORP COM 03251110 2220 33467 SH SHR/OTHR 01 6900 26567 D ANADARKO PETE CORP COM 03251110 6951 104747 SH SHARED 02 104747 D ANADARKO PETE CORP COM 03251110 23551 354900 SH SHARED 04 354900 D ANADARKO PETE CORP COM 03251110 653 9847 SH SHARED 05 8580 1267 D ANADARKO PETE CORP COM 03251110 4379 65994 SH SHARED 06 65594 400 D ANADARKO PETE CORP COM 03251110 10630 160191 SH SHARED 10 160191 D ANADIGICS INC NOTE 5.000%11/1 032515AB 2315 2425000 PRN SHARED 2425000 D ANADIGICS INC COM 03251510 577 168891 SH SHARED 168891 D ANADIGICS INC COM 03251510 94 27535 SH SHARED 01 27535 D 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1000 SH SHARED 01 1000 D ANAREN INC COM 03274410 2 206 SH SHARED 02 206 D ANCHOR BANCORP WIS INC COM 03283910 665 25708 SH SHARED 25708 D ANCHOR BANCORP WIS INC COM 03283910 79 3073 SH SHARED 01 3073 D ANCHOR BANCORP WIS INC COM 03283910 2 106 SH SHARED 02 106 D ANCHOR GLASS CONTAINER CP NE COM NEW 03304B30 48 5891 SH SHARED 5891 D ANCHOR GLASS CONTAINER CP NE COM NEW 03304B30 4 500 SH SHARED 02 500 D ANDREW CORP NOTE 3.250% 8/1 034425AB 2864 2299000 PRN SHARED 2299000 D ANDREW CORP NOTE 3.250% 8/1 034425AB 311 250000 PRN SHARED 02 250000 D ANDREW CORP COM 03442510 4922 402170 SH SHARED 402170 D ANDREW CORP COM 03442510 3776 308502 SH SHARED 01 305785 2717 D ANDREW CORP COM 03442510 44 3645 SH SHR/OTHR 01 3645 D ANDREW CORP COM 03442510 851 69597 SH SHARED 02 69597 D ANDREW CORP COM 03442510 678 55469 SH SHARED 10 55469 D ANDREW CORP PFD A CV 7.75% 03442520 2225 15674 SH SHARED 15674 D ANDRX CORP DEL ANDRX GROUP 03455310 3259 145780 SH SHARED 145780 D ANDRX CORP DEL ANDRX GROUP 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ASK JEEVES INC COM 04517410 574 17574 SH SHARED 01 17574 D ASK JEEVES INC COM 04517410 4491 137318 SH SHARED 02 137318 D ASK JEEVES INC COM 04517410 1635 50000 SH SHARED 04 50000 D ASK JEEVES INC COM 04517410 215 6600 SH SHARED 10 6600 D ASIAINFO HLDGS INC COM 04518A10 493 101071 SH SHARED 101071 D ASIAINFO HLDGS INC COM 04518A10 64 13274 SH SHARED 01 13274 D ASIAINFO HLDGS INC COM 04518A10 347 71224 SH SHARED 02 71224 D ASPECT COMMUNICATIONS CORP COM 04523Q10 400 40380 SH SHARED 40380 D ASPECT COMMUNICATIONS CORP COM 04523Q10 2954 297540 SH SHARED 01 297540 D ASPECT COMMUNICATIONS CORP COM 04523Q10 237 23897 SH SHARED 02 23897 D ASPECT MED SYS INC COM 04523510 148 8206 SH SHARED 8206 D ASPECT MED SYS INC COM 04523510 2 132 SH SHARED 01 132 D ASPECT MED SYS INC COM 04523510 55 3070 SH SHARED 02 3070 D ASPEN TECHNOLOGY INC SDCV 5.250% 6/1 045327AB 4 4050 PRN SHARED 01 4050 D ASPEN TECHNOLOGY INC COM 04532710 474 67846 SH SHARED 67846 D ASPEN TECHNOLOGY INC COM 04532710 2596 371416 SH SHARED 01 371416 D ASPEN TECHNOLOGY INC COM 04532710 159 22826 SH SHARED 02 22826 D ASSET ACCEP CAP CORP COM 04543P10 72 4291 SH SHARED 4291 D ASSET ACCEP CAP CORP COM 04543P10 5 300 SH SHARED 02 300 D ASSOCIATED BANC CORP COM 04548710 1460 45530 SH SHARED 45530 D ASSOCIATED BANC CORP COM 04548710 1313 40945 SH SHARED 01 40945 D ASSOCIATED BANC CORP COM 04548710 1527 47619 SH SHARED 02 47619 D ASSOCIATED ESTATES RLTY CORP COM 04560410 0 20 SH SHARED 02 20 D ASSURANT INC COM 04621X10 130 5008 SH SHARED 5008 D ASSURANT INC COM 04621X10 240 9261 SH SHARED 02 9261 D ASSURANT INC COM 04621X10 21 830 SH SHARED 05 830 D ASTA FDG INC COM 04622010 148 9163 SH SHARED 9163 D ASTA FDG INC COM 04622010 3 200 SH SHARED 02 200 D ASTEC INDS INC COM 04622410 186 9757 SH SHARED 9757 D ASTEC INDS INC COM 04622410 142 7465 SH SHARED 01 7465 D ASTEC INDS INC COM 04622410 517 27041 SH SHARED 02 27041 D ASTORIA FINL CORP COM 04626510 702 19800 SH SHARED 19800 D ASTORIA FINL CORP COM 04626510 2098 59125 SH SHARED 59125 D ASTORIA FINL CORP COM 04626510 3776 106400 SH SHARED 01 106400 D ASTORIA FINL CORP COM 04626510 780 22000 SH SHARED 02 22000 D ASTRAZENECA PLC SPONSORED ADR 04635310 20848 506885 SH SHARED 467785 39100 D ASTRAZENECA PLC SPONSORED ADR 04635310 912 22192 SH SHARED 01 100 22092 D ASTRAZENECA PLC SPONSORED ADR 04635310 2028 49315 SH SHARED 02 49315 D ASTRAZENECA PLC SPONSORED ADR 04635310 345 8400 SH SHARED 06 8400 D ASTRO-MED INC NEW COM 04638F10 28 2643 SH SHARED 2643 D ASTRO-MED INC NEW COM 04638F10 7 655 SH SHARED 01 655 D AT ROAD INC COM 04648K10 85 20328 SH SHARED 20328 D AT ROAD INC COM 04648K10 251 59500 SH SHARED 01 39500 20000 D AT ROAD INC COM 04648K10 13 3307 SH SHARED 02 3307 D ASYST TECHNOLOGY CORP COM 04648X10 349 68427 SH SHARED 68427 D ASYST TECHNOLOGY CORP COM 04648X10 25 4910 SH SHARED 01 4910 D ASYST TECHNOLOGY CORP COM 04648X10 71 13908 SH SHARED 02 13908 D ATARI INC COM 04651M10 20 12849 SH SHARED 12849 D ATARI INC COM 04651M10 0 132 SH SHARED 01 132 D ATARI INC COM 04651M10 16 10803 SH SHARED 02 10803 D ATHEROS COMMUNICATIONS INC COM 04743P10 226 22163 SH SHARED 22163 D ATHEROS COMMUNICATIONS INC COM 04743P10 47 4699 SH SHARED 01 4699 D ATHEROS COMMUNICATIONS INC COM 04743P10 3 300 SH SHARED 02 300 D ATHEROGENICS INC COM 04743910 168 5100 SH SHARED 5100 D ATHEROGENICS INC COM 04743910 1959 59456 SH SHARED 59456 D ATHEROGENICS INC COM 04743910 959 29111 SH SHARED 01 26911 2200 D ATHEROGENICS INC COM 04743910 282 8581 SH SHARED 02 8581 D ATHEROGENICS INC COM 04743910 13789 418500 SH SHARED 04 418500 D ATHEROGENICS INC COM 04743910 869 26400 SH SHARED 06 26400 D ATHEROGENICS INC COM 04743910 461 14000 SH SHARED 10 14000 D ATLANTIC COAST AIRLINES HLDG NOTE 6.000% 2/1 048396AE 2372 4000000 PRN SHARED 4000000 D ATLAS AMER INC COM 04916710 22 1032 SH SHARED 1032 D ATLAS AMER INC COM 04916710 2 100 SH SHARED 02 100 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 363 9500 SH SHR/OTHR 01 9500 D ATMEL CORP SDCV 5/2 049513AE 4132 9479000 PRN SHARED 9479000 D ATMEL CORP COM 04951310 784 216746 SH SHARED 216746 D ATMEL CORP COM 04951310 3446 952034 SH SHARED 01 948334 3700 D ATMEL CORP COM 04951310 126 35000 SH SHR/OTHR 01 35000 D ATMEL CORP COM 04951310 831 229611 SH SHARED 02 229611 D ATMEL CORP COM 04951310 95 26500 SH SHARED 10 26500 D ATMOS ENERGY CORP COM 04956010 1115 44276 SH SHARED 44276 D ATMOS ENERGY CORP COM 04956010 49 1965 SH SHARED 01 1965 D ATMOS ENERGY CORP COM 04956010 5 200 SH SHR/OTHR 01 200 D ATMOS ENERGY CORP COM 04956010 632 25097 SH SHARED 02 25097 D ATRIX LABS INC COM 04962L10 135 4400 SH SHARED 4400 D ATRIX LABS INC COM 04962L10 390 12727 SH SHARED 12727 D ATRIX LABS INC COM 04962L10 0 4 SH SHARED 01 4 D ATRIX LABS INC COM 04962L10 5647 184016 SH SHARED 02 184016 D ATRIX LABS INC COM 04962L10 6751 220000 SH SHARED 04 220000 D ATWOOD OCEANICS INC COM 05009510 2030 42708 SH SHARED 42708 D ATWOOD OCEANICS INC COM 05009510 391 8228 SH SHARED 01 8228 D ATWOOD OCEANICS INC COM 05009510 23 503 SH SHARED 02 503 D AUDIBLE INC COM NEW 05069A30 0 1 SH SHARED 02 1 D AUDIOVOX CORP CL A 05075710 239 14228 SH SHARED 14228 D AUDIOVOX CORP CL A 05075710 57 3400 SH SHARED 01 3400 D AUDIOVOX CORP CL A 05075710 6 363 SH SHARED 02 363 D AUGUST TECHNOLOGY CORP COM 05106U10 105 15407 SH SHARED 15407 D AUGUST TECHNOLOGY CORP COM 05106U10 6 982 SH SHARED 01 982 D AUGUST TECHNOLOGY CORP COM 05106U10 12 1800 SH SHARED 02 1800 D AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 05252830 1181 17099 SH SHARED 01 17099 D AUTHENTIDATE HLDG CORP COM 05266610 149 24623 SH SHARED 24623 D AUTHENTIDATE HLDG CORP COM 05266610 11 1911 SH SHARED 01 1911 D AUTHENTIDATE HLDG CORP COM 05266610 30 5000 SH SHR/OTHR 01 5000 D AUTHENTIDATE HLDG CORP COM 05266610 15 2600 SH SHARED 02 2600 D AUTOBYTEL INC COM 05275N10 830 92565 SH SHARED 92565 D AUTOBYTEL INC COM 05275N10 41 4597 SH SHARED 01 4597 D AUTOBYTEL INC COM 05275N10 22 2508 SH SHARED 02 2508 D AUTODESK INC COM 05276910 306 6300 SH SHARED 6300 D AUTODESK INC COM 05276910 13053 268424 SH SHARED 268424 D AUTODESK INC COM 05276910 14743 303180 SH SHARED 01 303180 D AUTODESK INC COM 05276910 2421 49795 SH SHARED 02 49795 D AUTODESK INC COM 05276910 170 3502 SH SHARED 06 3502 D AUTODESK INC COM 05276910 1895 38971 SH SHARED 10 38971 D AUTOLIV INC COM 05280010 286 7089 SH SHARED 7089 D AUTOLIV INC COM 05280010 3373 83497 SH SHARED 01 83497 D AUTOLIV INC COM 05280010 6 153 SH SHR/OTHR 01 153 D AUTOLIV INC COM 05280010 388 9619 SH SHARED 02 9619 D AUTOLIV INC COM 05280010 394 9761 SH SHARED 06 9761 D AUTOLIV INC COM 05280010 622 15400 SH SHARED 10 15400 D AUTOMATIC DATA PROCESSING IN COM 05301510 466 11300 SH SHARED 11300 D AUTOMATIC DATA PROCESSING IN COM 05301510 131357 3179035 SH SHARED 3091510 87525 D AUTOMATIC DATA PROCESSING IN COM 05301510 143879 3482074 SH SHARED 01 1612263 914900 954911 D AUTOMATIC DATA PROCESSING IN COM 05301510 4785 115818 SH SHR/OTHR 01 5800 110018 D AUTOMATIC DATA PROCESSING IN COM 05301510 11511 278603 SH SHARED 02 278603 D AUTOMATIC DATA PROCESSING IN COM 05301510 93672 2267000 SH SHARED 04 2267000 D AUTOMATIC DATA PROCESSING IN COM 05301510 105 2542 SH SHARED 05 500 2042 D AUTOMATIC DATA PROCESSING IN COM 05301510 8270 200159 SH SHARED 06 199359 800 D AUTOMATIC DATA PROCESSING IN COM 05301510 8265 200040 SH SHARED 10 200040 D AUTONOMY CORP PLC ADR NEW 05329Q20 1340 78555 SH SHARED 78555 D AUTONATION INC COM 05329W10 174 10200 SH SHARED 10200 D AUTONATION INC COM 05329W10 11808 691385 SH SHARED 687185 4200 D AUTONATION INC COM 05329W10 2059 120572 SH SHARED 01 120572 D AUTONATION INC COM 05329W10 2284 133749 SH SHARED 02 133749 D AUTONATION INC COM 05329W10 1535 89900 SH SHARED 10 89900 D AUTOZONE INC COM 05333210 1969 25500 SH SHARED 25500 D AUTOZONE INC COM 05333210 28477 368639 SH SHARED 356029 12610 D AUTOZONE INC COM 05333210 27643 357850 SH SHARED 01 356900 950 D AUTOZONE INC COM 05333210 7732 100103 SH SHARED 02 100103 D AUTOZONE INC COM 05333210 16172 209350 SH SHARED 05 34700 174650 D AUTOZONE INC COM 05333210 65 850 SH SHARED 06 600 250 D AUTOZONE INC COM 05333210 4596 59496 SH SHARED 10 59496 D AUXILIUM PHARMACEUTICALS INC COM 05334D10 77 9100 SH SHARED 9100 D AUXILIUM PHARMACEUTICALS INC COM 05334D10 573 67268 SH SHARED 02 67268 D AVANEX CORP COM 05348W10 305 149734 SH SHARED 149734 D AVANEX CORP COM 05348W10 8 4011 SH SHARED 02 4011 D AVALONBAY CMNTYS INC COM 05348410 7089 117726 SH SHARED 117726 D AVALONBAY CMNTYS INC COM 05348410 3560 59127 SH SHARED 01 58127 1000 D AVALONBAY CMNTYS INC COM 05348410 48 800 SH SHR/OTHR 01 800 D AVALONBAY CMNTYS INC COM 05348410 556 9241 SH SHARED 02 9241 D AVALONBAY CMNTYS INC COM 05348410 60 1000 SH SHARED 06 1000 D AVALONBAY CMNTYS INC COM 05348410 270808 4496985 SH SHARED 11 4496985 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 74 43287 SH SHARED 43287 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 12 7100 SH SHARED 02 7100 D AVATAR HLDGS INC COM 05349410 122 2894 SH SHARED 2894 D AVATAR HLDGS INC COM 05349410 0 2 SH SHARED 02 2 D AVAYA INC NOTE 10/3 053499AA 3477 6500000 PRN SHARED 6500000 D AVAYA INC COM 05349910 20443 1466505 SH SHARED 1465942 563 D AVAYA INC COM 05349910 6733 483056 SH SHARED 01 481114 1942 D AVAYA INC COM 05349910 197 14155 SH SHR/OTHR 01 10658 3497 D AVAYA INC COM 05349910 2577 184899 SH SHARED 02 184899 D AVAYA INC COM 05349910 25 1843 SH SHARED 05 1843 D AVAYA INC COM 05349910 97 6983 SH SHARED 06 6383 600 D AVAYA INC COM 05349910 3586 257283 SH SHARED 10 257283 D AVENTIS SPONSORED ADR 05356110 197 2339 SH SHARED 2339 D AVENTIS SPONSORED ADR 05356110 458 5432 SH SHARED 01 279 5153 D AVERY DENNISON CORP COM 05361110 21353 324625 SH SHARED 292100 32525 D AVERY DENNISON CORP COM 05361110 93668 1423972 SH SHARED 01 633028 354900 436044 D AVERY DENNISON CORP COM 05361110 6437 97857 SH SHR/OTHR 01 14890 82967 D AVERY DENNISON CORP COM 05361110 4496 68361 SH SHARED 02 68361 D AVERY DENNISON CORP COM 05361110 15 238 SH SHARED 05 238 D AVERY DENNISON CORP COM 05361110 111 1700 SH SHARED 06 1200 500 D AVERY DENNISON CORP COM 05361110 2443 37144 SH SHARED 10 37144 D AVIALL INC NEW COM 05366B10 716 35142 SH SHARED 35142 D AVIALL INC NEW COM 05366B10 260 12760 SH SHARED 01 12760 D AVIALL INC NEW COM 05366B10 0 8 SH SHARED 02 8 D AVICI SYS INC COM NEW 05367L80 3 500 SH SHARED 02 500 D AVID TECHNOLOGY INC COM 05367P10 145 3100 SH SHARED 3100 D AVID TECHNOLOGY INC COM 05367P10 239 5104 SH SHARED 5104 D AVID TECHNOLOGY INC COM 05367P10 1483 31655 SH SHARED 01 31655 D AVID TECHNOLOGY INC COM 05367P10 1036 22114 SH SHARED 02 22114 D AVID TECHNOLOGY INC COM 05367P10 767 16380 SH SHARED 10 16380 D AVIGEN INC COM 05369010 73 19760 SH SHARED 19760 D AVIGEN INC COM 05369010 18 4888 SH SHARED 01 4888 D AVISTA CORP COM 05379B10 661 36533 SH SHARED 36533 D AVISTA CORP COM 05379B10 3947 218095 SH SHARED 01 218095 D AVISTA CORP COM 05379B10 5 313 SH SHARED 02 313 D AVNET INC COM 05380710 20 1200 SH SHARED 1200 D AVNET INC COM 05380710 6379 372633 SH SHARED 372633 D AVNET INC COM 05380710 6830 398985 SH SHARED 01 398985 D AVNET INC COM 05380710 1334 77964 SH SHARED 02 77864 100 D AVNET INC COM 05380710 256 15000 SH SHARED 10 15000 D AVOCENT CORP COM 05389310 1025 39382 SH SHARED 24782 14600 D AVOCENT CORP COM 05389310 59849 2299256 SH SHARED 01 2288506 10400 350 D AVOCENT CORP COM 05389310 23 900 SH SHR/OTHR 01 900 D AVOCENT CORP COM 05389310 425 16334 SH SHARED 02 16334 D AVON PRODS INC COM 05430310 827 18940 SH SHARED 18940 D AVON PRODS INC COM 05430310 68841 1576036 SH SHARED 1274047 301989 D AVON PRODS INC COM 05430310 125493 2873010 SH SHARED 01 509199 1930200 433611 D AVON PRODS INC COM 05430310 4531 103734 SH SHR/OTHR 01 13440 90294 D AVON PRODS INC COM 05430310 11765 269359 SH SHARED 02 269359 D AVON PRODS INC COM 05430310 5573 127600 SH SHARED 03 127600 D AVON PRODS INC COM 05430310 24746 566535 SH SHARED 05 414678 151857 D AVON PRODS INC COM 05430310 2842 65076 SH SHARED 06 64276 800 D AVON PRODS INC COM 05430310 1792 41028 SH SHARED 07 41028 D AVON PRODS INC COM 05430310 2402 55000 SH SHARED 09 55000 D AVON PRODS INC COM 05430310 6956 159256 SH SHARED 10 159256 D AWARE INC MASS COM 05453N10 46 19692 SH SHARED 19692 D AWARE INC MASS COM 05453N10 32 13845 SH SHARED 01 3845 10000 D AXA SPONSORED ADR 05453610 4 241 SH SHARED 241 D AXA SPONSORED ADR 05453610 1 59 SH SHARED 01 59 D AXA SPONSORED ADR 05453610 2 119 SH SHARED 02 119 D AXCELIS TECHNOLOGIES INC COM 05454010 640 77402 SH SHARED 77402 D AXCELIS TECHNOLOGIES INC COM 05454010 231 27919 SH SHARED 01 27919 D AXCELIS TECHNOLOGIES INC COM 05454010 594 71748 SH SHARED 02 71748 D AXONYX INC COM 05461R10 275 48815 SH SHARED 48815 D AXONYX INC COM 05461R10 1424 252100 SH SHARED 01 232000 20100 D AXONYX INC COM 05461R10 30 5341 SH SHARED 02 5341 D AZTAR CORP COM 05480210 294 11100 SH SHARED 11100 D AZTAR CORP COM 05480210 3555 134166 SH SHARED 134166 D AZTAR CORP COM 05480210 512 19349 SH SHARED 01 19349 D AZTAR CORP COM 05480210 21 805 SH SHARED 02 805 D AZTAR CORP COM 05480210 421 15910 SH SHARED 10 15910 D AXCAN PHARMA INC NOTE 4.250% 4/1 054923AB 1807 1358000 PRN SHARED 1358000 D BB&T CORP COM 05493710 121181 3053203 SH SHARED 2998053 55150 D BB&T CORP COM 05493710 86971 2191261 SH SHARED 01 1123337 549900 518024 D BB&T CORP COM 05493710 462 11650 SH SHR/OTHR 01 1200 10450 D BB&T CORP COM 05493710 8744 220323 SH SHARED 02 220323 D BB&T CORP COM 05493710 101 2545 SH SHARED 05 500 2045 D BB&T CORP COM 05493710 382 9625 SH SHARED 06 8825 800 D BB&T CORP COM 05493710 7515 189351 SH SHARED 10 189351 D B A S F A G SPONSORED ADR 05526250 24235 411115 SH SHARED 411115 D B A S F A G SPONSORED ADR 05526250 570 9686 SH SHARED 01 9686 D B A S F A G SPONSORED ADR 05526250 70 1200 SH SHARED 02 1200 D BCE INC COM 05534B10 50730 2343203 SH SHARED 2322803 20400 D BCE INC COM 05534B10 244 11290 SH SHARED 01 9790 1500 D BCE INC COM 05534B10 43 2000 SH SHR/OTHR 01 2000 D BCE INC COM 05534B10 4276 197515 SH SHARED 02 197515 D BCE INC COM 05534B10 21650 1000000 SH SHARED 04 1000000 D BCE INC COM 05534B10 11 520 SH SHARED 05 520 D BCE INC COM 05534B10 17 800 SH SHARED 06 800 D BEI TECHNOLOGIES INC COM 05538P10 181 6618 SH SHARED 6618 D BEI TECHNOLOGIES INC COM 05538P10 3677 134200 SH SHARED 01 134200 D BEI TECHNOLOGIES INC COM 05538P10 29 1083 SH SHARED 02 1083 D BFC FINL CORP CL A 05538420 48 4403 SH SHARED 4403 D BFC FINL CORP CL A 05538420 2 200 SH SHARED 02 200 D BG PLC ADR FIN INST N 05543420 2127 62501 SH SHARED 62501 D BG PLC ADR FIN INST N 05543420 117 3458 SH SHARED 01 3136 322 D BG PLC ADR FIN INST N 05543420 293 8625 SH SHR/OTHR 01 8625 D BHP BILLITON PLC SPONSORED ADR 05545E20 981 46415 SH SHARED 01 46415 D BISYS GROUP INC NOTE 4.000% 3/1 055472AB 3920 4000000 PRN SHARED 4000000 D BISYS GROUP INC NOTE 4.000% 3/1 055472AB 4 4800 PRN SHARED 01 4800 D BISYS GROUP INC COM 05547210 6192 423840 SH SHARED 423840 D BISYS GROUP INC COM 05547210 5105 349424 SH SHARED 01 349424 D BISYS GROUP INC COM 05547210 365 24984 SH SHARED 02 24984 D BKF CAP GROUP INC COM 05548G10 641 21895 SH SHARED 21895 D BJS WHOLESALE CLUB INC COM 05548J10 1500 54884 SH SHARED 54884 D BJS WHOLESALE CLUB INC COM 05548J10 1548 56621 SH SHARED 01 56621 D BJS WHOLESALE CLUB INC COM 05548J10 14 543 SH SHR/OTHR 01 543 D BJS WHOLESALE CLUB INC COM 05548J10 1218 44559 SH SHARED 02 44559 D BJS WHOLESALE CLUB INC COM 05548J10 2116 77400 SH SHARED 10 77400 D BJ SVCS CO NOTE 0.500% 4/2 055482AF 910 1045000 PRN SHARED 1045000 D BJ SVCS CO COM 05548210 29671 566134 SH SHARED 566134 D BJ SVCS CO COM 05548210 32268 615692 SH SHARED 01 551292 64400 D BJ SVCS CO COM 05548210 22 420 SH SHR/OTHR 01 420 D BJ SVCS CO COM 05548210 5780 110296 SH SHARED 02 110296 D BJ SVCS CO COM 05548210 27 523 SH SHARED 05 523 D BJ SVCS CO COM 05548210 73 1400 SH SHARED 06 1400 D BJ SVCS CO COM 05548210 10860 207229 SH SHARED 10 207229 D BOK FINL CORP COM NEW 05561Q20 89 2003 SH SHARED 2003 D BOK FINL CORP COM NEW 05561Q20 38 863 SH SHARED 01 863 D BOK FINL CORP COM NEW 05561Q20 80 1813 SH SHARED 02 1813 D BOC GROUP PLC SPONSORED ADR 05561760 618 19008 SH SHARED 19008 D BOC GROUP PLC SPONSORED ADR 05561760 123 3792 SH SHARED 01 3792 D BOC GROUP PLC SPONSORED ADR 05561760 32 1000 SH SHR/OTHR 01 1000 D BP PLC SPONSORED ADR 05562210 54365 945001 SH SHARED 943301 1700 D BP PLC SPONSORED ADR 05562210 143811 2499764 SH SHARED 01 1138044 376500 985220 D BP PLC SPONSORED ADR 05562210 47184 820176 SH SHR/OTHR 01 60941 759235 D BP PLC SPONSORED ADR 05562210 1362 23681 SH SHARED 02 23681 D BP PLC SPONSORED ADR 05562210 45 792 SH SHARED 05 792 D BP PLC SPONSORED ADR 05562210 275 4795 SH SHARED 06 4795 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 185 4684 SH SHARED 4684 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 201 5093 SH SHARED 01 93 5000 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 51 1300 SH SHR/OTHR 01 1300 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 26 665 SH SHARED 02 665 D BRE PROPERTIES INC CL A 05564E10 305 7967 SH SHARED 7967 D BRE PROPERTIES INC CL A 05564E10 1058 27600 SH SHARED 01 27600 D BRE PROPERTIES INC CL A 05564E10 420 10960 SH SHR/OTHR 01 10960 D BRE PROPERTIES INC CL A 05564E10 193 5041 SH SHARED 02 5041 D BRE PROPERTIES INC CL A 05564E10 10653 277800 SH SHARED 10 277800 D BRE PROPERTIES INC CL A 05564E10 135444 3531794 SH SHARED 11 3531794 D BRT RLTY TR SH BEN INT NEW 05564530 0 8 SH SHARED 02 8 D BT GROUP PLC ADR 05577E10 68 2080 SH SHARED 2080 D BMC SOFTWARE INC COM 05592110 11270 712884 SH SHARED 712884 D BMC SOFTWARE INC COM 05592110 2672 169029 SH SHARED 01 161022 8007 D BMC SOFTWARE INC COM 05592110 154 9801 SH SHR/OTHR 01 9801 D BMC SOFTWARE INC COM 05592110 1798 113756 SH SHARED 02 113756 D BMC SOFTWARE INC COM 05592110 14 933 SH SHARED 05 200 733 D BMC SOFTWARE INC COM 05592110 193 12246 SH SHARED 06 12246 D BMC SOFTWARE INC COM 05592110 1195 75641 SH SHARED 10 75641 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 05603310 736 330360 SH SHARED 02 330360 D BADGER METER INC COM 05652510 4 100 SH SHARED 02 100 D BAKER MICHAEL CORP COM 05714910 6 411 SH SHARED 02 411 D BAKER HUGHES INC COM 05722410 69 1600 SH SHARED 1600 D BAKER HUGHES INC COM 05722410 48992 1120605 SH SHARED 1008780 111825 D BAKER HUGHES INC COM 05722410 147336 3370002 SH SHARED 01 1034102 1939000 396900 D BAKER HUGHES INC COM 05722410 308 7060 SH SHR/OTHR 01 5460 1600 D BAKER HUGHES INC COM 05722410 8572 196082 SH SHARED 02 196082 D BAKER HUGHES INC COM 05722410 6995 160000 SH SHARED 04 160000 D BAKER HUGHES INC COM 05722410 11158 255235 SH SHARED 05 220700 34535 D BAKER HUGHES INC COM 05722410 2131 48763 SH SHARED 06 48263 500 D BAKER HUGHES INC COM 05722410 1014 23200 SH SHARED 07 23200 D BAKER HUGHES INC COM 05722410 1517 34700 SH SHARED 09 34700 D BAKER HUGHES INC COM 05722410 6179 141352 SH SHARED 10 141352 D BALDOR ELEC CO COM 05774110 475 20118 SH SHARED 20118 D BALDOR ELEC CO COM 05774110 31 1320 SH SHARED 01 1320 D BALDOR ELEC CO COM 05774110 53 2275 SH SHARED 02 2275 D BALDWIN & LYONS INC CL B 05775520 111 4408 SH SHARED 4408 D BALDWIN & LYONS INC CL B 05775520 37 1500 SH SHARED 01 1500 D BALDWIN & LYONS INC CL B 05775520 0 2 SH SHARED 02 2 D BALL CORP COM 05849810 505 13500 SH SHARED 13500 D BALL CORP COM 05849810 20367 544141 SH SHARED 544141 D BALL CORP COM 05849810 1630 43552 SH SHARED 01 43552 D BALL CORP COM 05849810 2127 56833 SH SHARED 02 56833 D BALL CORP COM 05849810 2159 57706 SH SHARED 10 57706 D BALLARD PWR SYS INC COM 05858H10 468 63156 SH SHARED 38256 24900 D BALLARD PWR SYS INC COM 05858H10 29 3961 SH SHARED 01 3561 400 D BALLARD PWR SYS INC COM 05858H10 0 100 SH SHR/OTHR 01 100 D BALLARD PWR SYS INC COM 05858H10 217 29276 SH SHARED 02 29276 D BALLARD PWR SYS INC COM 05858H10 445 60000 SH SHARED 04 60000 D BALLARD PWR SYS INC COM 05858H10 10 1400 SH SHARED 06 400 1000 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 153 42241 SH SHARED 42241 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 38 10708 SH SHARED 01 10708 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 0 32 SH SHARED 02 32 D BANCFIRST CORP COM 05945F10 129 2023 SH SHARED 2023 D BANCFIRST CORP COM 05945F10 15 239 SH SHARED 02 239 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 26255 498200 SH SHARED 01 498200 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 2350 44600 SH SHARED 02 44600 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 1428 27100 SH SHARED 05 27100 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 1449 27500 SH SHARED 09 27500 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 2508 47600 SH SHARED 12 47600 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 1880 33874 SH SHARED 33874 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 20629 371700 SH SHARED 01 371700 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 2534 45675 SH SHARED 05 45675 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 2913 52500 SH SHARED 09 52500 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 3507 63200 SH SHARED 12 63200 D BANCO SANTANDER CENT HISPANO ADR 05964H10 353 36176 SH SHARED 36176 D BANCO SANTANDER CENT HISPANO ADR 05964H10 299 30638 SH SHARED 01 7224 23414 D BANCO 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05981510 471 10761 SH SHARED 02 10761 D BANK OF AMERICA CORPORATION COM 06050510 1807 41708 SH SHARED 27460 14248 D BANK OF AMERICA CORPORATION COM 06050510 913834 21090101 SH SHARED 20751768 338333 D BANK OF AMERICA CORPORATION COM 06050510 553743 12779679 SH SHARED 01 5156896 4434352 3188431 D BANK OF AMERICA CORPORATION COM 06050510 31587 729008 SH SHR/OTHR 01 83990 645018 D BANK OF AMERICA CORPORATION COM 06050510 72202 1666349 SH SHARED 02 1666349 D BANK OF AMERICA CORPORATION COM 06050510 5598 129200 SH SHARED 03 129200 D BANK OF AMERICA CORPORATION COM 06050510 37783 872000 SH SHARED 04 872000 D BANK OF AMERICA CORPORATION COM 06050510 74902 1728642 SH SHARED 05 1423830 304812 D BANK OF AMERICA CORPORATION COM 06050510 17274 398674 SH SHARED 06 306654 92020 D BANK OF AMERICA CORPORATION COM 06050510 2753 63546 SH SHARED 07 63546 D BANK OF AMERICA CORPORATION COM 06050510 3561 82200 SH SHARED 09 82200 D BANK OF AMERICA CORPORATION COM 06050510 267711 6178428 SH SHARED 10 6178428 D BANK OF GRANITE CORP COM 06240110 166 8565 SH SHARED 8565 D BANK OF GRANITE CORP COM 06240110 7 365 SH SHARED 01 365 D BANK OF GRANITE CORP COM 06240110 0 4 SH SHARED 02 4 D BANK HAWAII CORP COM 06254010 1531 32418 SH SHARED 31118 1300 D BANK HAWAII CORP COM 06254010 1104 23385 SH SHARED 01 18385 5000 D BANK HAWAII CORP COM 06254010 70 1500 SH SHR/OTHR 01 1500 D BANK HAWAII CORP COM 06254010 763 16151 SH SHARED 02 16151 D BANK MONTREAL QUE COM 06367110 823 18866 SH SHARED 18866 D BANK MONTREAL QUE COM 06367110 181 4152 SH SHARED 01 4152 D BANK MONTREAL QUE COM 06367110 11255 257792 SH SHARED 02 257792 D BANK MONTREAL QUE COM 06367110 5020 115000 SH SHARED 04 115000 D BANK MONTREAL QUE COM 06367110 18 428 SH SHARED 05 428 D BANK MONTREAL QUE COM 06367110 2401 55000 SH SHARED 06 54000 1000 D BANK MUTUAL CORP NEW COM 06375010 670 55839 SH SHARED 55839 D BANK OF THE OZARKS INC COM 06390410 217 7318 SH SHARED 7318 D BANK OF THE OZARKS INC COM 06390410 1061 35700 SH SHARED 01 35700 D BANK OF THE OZARKS INC COM 06390410 143 4837 SH SHARED 02 4837 D BANK NEW YORK INC COM 06405710 163096 5591245 SH SHARED 5411245 180000 D BANK NEW YORK INC COM 06405710 18863 646678 SH SHARED 01 259369 387309 D BANK NEW YORK INC COM 06405710 4746 162730 SH SHR/OTHR 01 19600 143130 D BANK NEW YORK INC COM 06405710 10385 356021 SH SHARED 02 356021 D BANK NEW YORK INC COM 06405710 131 4500 SH SHARED 03 4500 D BANK NEW YORK INC COM 06405710 111 3833 SH SHARED 05 700 3133 D BANK NEW YORK INC COM 06405710 409 14046 SH SHARED 06 12346 1700 D BANK NEW YORK INC COM 06405710 7704 264107 SH SHARED 10 264107 D BANK NOVA SCOTIA HALIFAX COM 06414910 61176 2091508 SH SHARED 2091508 D BANK NOVA SCOTIA HALIFAX COM 06414910 397 13603 SH SHARED 01 8647 4956 D BANK NOVA SCOTIA HALIFAX COM 06414910 17369 593842 SH SHARED 02 593842 D BANK NOVA SCOTIA HALIFAX COM 06414910 877 30000 SH SHARED 04 30000 D BANK NOVA SCOTIA HALIFAX COM 06414910 24 852 SH SHARED 05 852 D BANK NOVA SCOTIA HALIFAX COM 06414910 163 5600 SH SHARED 06 3200 2400 D BANK UTD CORP LITIGATN CONT CTF RT CONTGT 06541611 15 263811 SH SHARED 263811 D BANK UTD CORP LITIGATN CONT CTF RT CONTGT 06541611 2 40800 SH SHARED 01 40800 D BANKATLANTIC BANCORP CL A 06590850 715 39050 SH SHARED 39050 D BANKATLANTIC BANCORP CL A 06590850 3013 164511 SH SHARED 01 164511 D BANKATLANTIC BANCORP CL A 06590850 2 111 SH SHARED 02 111 D BANKATLANTIC BANCORP CL A 06590850 458 25000 SH SHARED 04 25000 D BANKNORTH GROUP INC NEW COM 06646R10 3345 95594 SH SHARED 95594 D BANKNORTH GROUP INC NEW COM 06646R10 2184 62421 SH SHARED 01 59503 2918 D BANKNORTH GROUP INC NEW COM 06646R10 15863 453241 SH SHARED 02 453241 D BANKNORTH GROUP INC NEW COM 06646R10 49 1400 SH SHARED 06 1400 D BANKNORTH GROUP INC NEW COM 06646R10 3426 97911 SH SHARED 10 97911 D BANKRATE INC COM 06646V10 175 15610 SH SHARED 15610 D BANKRATE INC COM 06646V10 4 433 SH SHARED 01 433 D BANKRATE INC COM 06646V10 2 187 SH SHARED 02 187 D BANKUNITED FINL CORP CL A 06652B10 451 15480 SH SHARED 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2636 46560 SH SHARED 05 40960 5600 D BARD C R INC COM 06738310 951 16800 SH SHARED 06 1000 15800 D BARD C R INC COM 06738310 4011 70834 SH SHARED 10 70834 D BARNES & NOBLE INC COM 06777410 177 4800 SH SHARED 4800 D BARNES & NOBLE INC COM 06777410 5785 156367 SH SHARED 156367 D BARNES & NOBLE INC COM 06777410 9805 265015 SH SHARED 01 265015 D BARNES & NOBLE INC COM 06777410 1104 29856 SH SHARED 02 29856 D BARNES & NOBLE INC COM 06777410 100 2727 SH SHARED 06 2727 D BARNES GROUP INC COM 06780610 495 18051 SH SHARED 18051 D BARNES GROUP INC COM 06780610 47 1727 SH SHARED 01 1727 D BARNES GROUP INC COM 06780610 4 147 SH SHARED 02 147 D BARRICK GOLD CORP COM 06790110 24951 1185902 SH SHARED 1168657 17245 D BARRICK GOLD CORP COM 06790110 344 16363 SH SHARED 01 7375 8988 D BARRICK GOLD CORP COM 06790110 84 4000 SH SHR/OTHR 01 4000 D BARRICK GOLD CORP COM 06790110 10891 517660 SH SHARED 02 517660 D BARRICK GOLD CORP COM 06790110 4839 230000 SH SHARED 04 230000 D BARRICK GOLD CORP COM 06790110 14 700 SH SHARED 05 700 D BARRICK GOLD CORP COM 06790110 42 2000 SH SHARED 06 1000 1000 D BARNWELL INDS INC COM 06822110 32 700 SH SHARED 01 700 D BARR PHARMACEUTICALS INC COM 06830610 6640 160289 SH SHARED 160289 D BARR PHARMACEUTICALS INC COM 06830610 2394 57786 SH SHARED 01 57056 730 D BARR PHARMACEUTICALS INC COM 06830610 72 1744 SH SHR/OTHR 01 1744 D BARR PHARMACEUTICALS INC COM 06830610 1947 47008 SH SHARED 02 47008 D BARR PHARMACEUTICALS INC COM 06830610 3043 73450 SH SHARED 04 73450 D BARRIER THERAPEUTICS INC COM 06850R10 48 3959 SH SHARED 3959 D BARRIER THERAPEUTICS INC COM 06850R10 1798 147900 SH SHARED 01 136300 11600 D BARRIER THERAPEUTICS INC COM 06850R10 2 200 SH SHARED 02 200 D BARRIER THERAPEUTICS INC COM 06850R10 59 4900 SH SHARED 06 4900 D BASSETT FURNITURE INDS INC COM 07020310 119 6338 SH SHARED 6338 D BASSETT FURNITURE INDS INC COM 07020310 24 1301 SH SHARED 01 1301 D BASSETT FURNITURE INDS INC COM 07020310 2 142 SH SHARED 02 142 D BAUSCH & LOMB INC COM 07170710 1461 22000 SH SHARED 22000 D BAUSCH & LOMB INC COM 07170710 9958 149862 SH SHARED 136602 13260 D BAUSCH & LOMB INC COM 07170710 4123 62048 SH SHARED 01 62048 D BAUSCH & LOMB INC COM 07170710 2105 31678 SH SHARED 02 31678 D BAUSCH & LOMB INC COM 07170710 2178 32791 SH SHARED 10 32791 D BAXTER INTL INC COM 07181310 501 15600 SH SHARED 15600 D BAXTER INTL INC COM 07181310 72007 2239025 SH SHARED 2076871 162154 D BAXTER INTL INC COM 07181310 209162 6503818 SH SHARED 01 3194472 2015900 1293446 D BAXTER INTL INC COM 07181310 5588 173778 SH SHR/OTHR 01 32210 141568 D BAXTER INTL INC COM 07181310 13033 405281 SH SHARED 02 405281 D BAXTER INTL INC COM 07181310 101921 3169200 SH SHARED 04 3169200 D BAXTER INTL INC COM 07181310 86 2684 SH SHARED 05 600 2084 D BAXTER INTL INC COM 07181310 1064 33101 SH SHARED 06 31901 1200 D BAXTER INTL INC COM 07181310 19822 616365 SH SHARED 10 616365 D BAXTER INTL INC CORP UNITS 7% 07181340 6 130 SH SHARED 01 130 D BAXTER INTL INC CORP UNITS 7% 07181340 26 500 SH SHR/OTHR 01 500 D BAY VIEW CAP CORP DEL COM NEW 07262L30 88 5376 SH SHARED 5376 D BAY VIEW CAP CORP DEL COM NEW 07262L30 21 1333 SH SHARED 01 1333 D BAY VIEW CAP CORP DEL COM NEW 07262L30 0 6 SH SHARED 02 6 D BAYER A G SPONSORED ADR 07273030 11042 402573 SH SHARED 402573 D BAYER A G SPONSORED ADR 07273030 16 596 SH SHARED 01 596 D BE AEROSPACE INC COM 07330210 563 61970 SH SHARED 61970 D BE AEROSPACE INC COM 07330210 96 10581 SH SHARED 01 10581 D BE AEROSPACE INC COM 07330210 42 4624 SH SHARED 02 4624 D BEA SYS INC NOTE 4.000%12/1 073325AD 24501 24600000 PRN SHARED 24600000 D BEA SYS INC NOTE 4.000%12/1 073325AD 11 12000 PRN SHARED 01 12000 D BEA SYS INC COM 07332510 7433 1075746 SH SHARED 1075746 D BEA SYS INC COM 07332510 39541 5722395 SH SHARED 01 5692195 24700 5500 D BEA SYS INC COM 07332510 2080 301152 SH SHARED 02 301152 D BEA SYS INC COM 07332510 536 77700 SH SHARED 03 77700 D BEA SYS INC COM 07332510 3662 530000 SH SHARED 04 530000 D BEA SYS INC COM 07332510 1466 212300 SH SHARED 05 212300 D BEA SYS INC COM 07332510 1235 178800 SH SHARED 06 178800 D BEAR STEARNS COS INC COM 07390210 721 7500 SH SHARED 7500 D BEAR STEARNS COS INC COM 07390210 42985 446972 SH SHARED 427547 19425 D BEAR STEARNS COS INC COM 07390210 94718 984908 SH SHARED 01 515155 298400 171353 D BEAR STEARNS COS INC COM 07390210 96 1000 SH SHR/OTHR 01 1000 D BEAR STEARNS COS INC COM 07390210 11050 114906 SH SHARED 02 114906 D BEAR STEARNS COS INC COM 07390210 1923 20000 SH SHARED 04 20000 D BEAR STEARNS COS INC COM 07390210 57 596 SH SHARED 05 596 D BEAR STEARNS COS INC COM 07390210 8122 84462 SH SHARED 10 84462 D BEARINGPOINT INC COM 07400210 2390 267389 SH SHARED 267389 D BEARINGPOINT INC COM 07400210 492 55111 SH SHARED 01 55111 D BEARINGPOINT INC COM 07400210 142 15966 SH SHARED 02 15966 D BEASLEY BROADCAST GROUP INC CL A 07401410 45 2875 SH SHARED 2875 D BEASLEY BROADCAST GROUP INC CL A 07401410 0 2 SH SHARED 02 2 D BEAZER HOMES USA INC COM 07556Q10 19401 181512 SH SHARED 180912 600 D BEAZER HOMES USA INC COM 07556Q10 3242 30335 SH SHARED 01 30335 D BEAZER HOMES USA INC COM 07556Q10 13 122 SH SHARED 02 122 D BEBE STORES INC COM 07557110 130 6193 SH SHARED 6193 D BEBE STORES INC COM 07557110 8 387 SH SHARED 01 387 D BEBE STORES INC COM 07557110 21 1037 SH SHR/OTHR 01 1037 D BEBE STORES INC COM 07557110 32 1556 SH SHARED 02 1556 D BECKMAN COULTER INC COM 07581110 1111 19800 SH SHARED 19800 D BECKMAN COULTER INC COM 07581110 2671 47608 SH SHARED 47608 D BECKMAN COULTER INC COM 07581110 1076 19179 SH SHARED 01 18737 442 D BECKMAN COULTER INC COM 07581110 1194 21289 SH SHARED 02 21289 D BECTON DICKINSON & CO COM 07588710 56560 1094009 SH SHARED 1093034 975 D BECTON DICKINSON & CO COM 07588710 47217 913306 SH SHARED 01 484904 428402 D BECTON DICKINSON & CO COM 07588710 4404 85185 SH SHR/OTHR 01 17800 67385 D BECTON DICKINSON & CO COM 07588710 5425 104939 SH SHARED 02 104939 D BECTON DICKINSON & CO COM 07588710 1757 34000 SH SHARED 04 34000 D BECTON DICKINSON & CO COM 07588710 781 15112 SH SHARED 05 300 14812 D BECTON DICKINSON & CO COM 07588710 764 14778 SH SHARED 06 14778 D BECTON DICKINSON & CO COM 07588710 65070 1258615 SH SHARED 10 1258615 D BED BATH & BEYOND INC COM 07589610 59647 1607306 SH SHARED 1607306 D BED BATH & BEYOND INC COM 07589610 43852 1181691 SH SHARED 01 561836 349860 269995 D BED BATH & BEYOND INC COM 07589610 1770 47707 SH SHR/OTHR 01 6670 41037 D BED BATH & BEYOND INC COM 07589610 6874 185233 SH SHARED 02 185233 D BED BATH & BEYOND INC COM 07589610 8049 216900 SH SHARED 03 216900 D BED BATH & BEYOND INC COM 07589610 2571 69297 SH SHARED 05 66400 2897 D BED BATH & BEYOND INC COM 07589610 191 5150 SH SHARED 06 4650 500 D BED BATH & BEYOND INC COM 07589610 5423 146137 SH SHARED 10 146137 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 266 8777 SH SHARED 8777 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 136 4500 SH SHARED 01 500 4000 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 21 723 SH SHARED 02 723 D BEL FUSE INC CL B 07734730 1655 50048 SH SHARED 50048 D BEL FUSE INC CL B 07734730 23 701 SH SHARED 01 701 D BEL FUSE INC CL B 07734730 148 4485 SH SHARED 02 4485 D BELDEN CDT INC COM 07745410 708 32478 SH SHARED 32478 D BELDEN CDT INC COM 07745410 30 1416 SH SHARED 01 1416 D BELDEN CDT INC COM 07745410 5 256 SH SHARED 02 256 D BELL MICROPRODUCTS INC COM 07813710 8 1092 SH SHARED 02 1092 D BELLSOUTH CORP COM 07986010 751 27700 SH SHARED 27700 D BELLSOUTH CORP COM 07986010 347612 12817569 SH SHARED 12796569 21000 D BELLSOUTH CORP COM 07986010 29011 1069735 SH SHARED 01 909548 160187 D BELLSOUTH CORP COM 07986010 4015 148072 SH SHR/OTHR 01 11712 136360 D BELLSOUTH CORP COM 07986010 18868 695751 SH SHARED 02 695751 D BELLSOUTH CORP COM 07986010 40680 1500000 SH SHARED 04 1500000 D BELLSOUTH CORP COM 07986010 207 7638 SH SHARED 05 1500 6138 D BELLSOUTH CORP COM 07986010 1427 52653 SH SHARED 06 50253 2400 D BELLSOUTH CORP COM 07986010 73 2700 SH SHARED 07 2700 D BELLSOUTH CORP COM 07986010 17406 641827 SH SHARED 10 641827 D BELO CORP COM SER A 08055510 1078 47827 SH SHARED 47827 D BELO CORP COM SER A 08055510 5302 235242 SH SHARED 01 89042 146200 D BELO CORP COM SER A 08055510 1131 50186 SH SHARED 02 50186 D BEMA GOLD CORP COM 08135F10 4320 1354300 SH SHARED 1354300 D BEMA GOLD CORP COM 08135F10 22649 7100000 SH SHARED 01 7100000 D BEMA GOLD CORP COM 08135F10 12 4000 SH SHR/OTHR 01 4000 D BEMA GOLD CORP COM 08135F10 1435 450000 SH SHARED 04 450000 D BEMIS INC COM 08143710 6747 253860 SH SHARED 253860 D BEMIS INC COM 08143710 2016 75855 SH SHARED 01 75855 D BEMIS INC COM 08143710 2359 88779 SH SHARED 02 88779 D BEMIS INC COM 08143710 956 35994 SH SHARED 10 35994 D BENCHMARK ELECTRS INC COM 08160H10 163 5500 SH SHARED 5500 D BENCHMARK ELECTRS INC COM 08160H10 719 24136 SH SHARED 24136 D BENCHMARK ELECTRS INC COM 08160H10 109 3675 SH SHARED 01 3675 D BENCHMARK ELECTRS INC COM 08160H10 62 2100 SH SHARED 02 2100 D BENCHMARK ELECTRS INC COM 08160H10 712 23920 SH SHARED 10 23920 D BENIHANA INC CL A 08204720 4 300 SH SHARED 300 D BENTLEY PHARMACEUTICALS INC COM 08265710 104 9875 SH SHARED 9875 D BENTLEY PHARMACEUTICALS INC COM 08265710 288 27205 SH SHARED 01 27205 D BENTLEY PHARMACEUTICALS INC COM 08265710 9 876 SH SHARED 02 876 D BERKLEY W R CORP COM 08442310 1661 39406 SH SHARED 39406 D BERKLEY W R CORP COM 08442310 19868 471255 SH SHARED 01 471255 D BERKLEY W R CORP COM 08442310 3453 81911 SH SHARED 02 81911 D BERKLEY W R CORP COM 08442310 79 1896 SH SHARED 06 1896 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 464 SH SHARED 460 4 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 341 SH SHARED 01 23 318 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 12 SH SHR/OTHR 01 1 11 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 6672 2324 SH SHARED 2280 44 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 10045 3499 SH SHARED 01 433 3066 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 5512 1920 SH SHR/OTHR 01 102 1818 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 143 50 SH SHARED 05 50 D BERKSHIRE HATHAWAY INC 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BRIGGS & STRATTON CORP COM 10904310 260 3206 SH SHARED 02 3206 D BRIGHAM EXPLORATION CO COM 10917810 442 47095 SH SHARED 47095 D BRIGHAM EXPLORATION CO COM 10917810 4844 515333 SH SHARED 01 515333 D BRIGHAM EXPLORATION CO COM 10917810 9 1000 SH SHARED 02 1000 D BRIGHAM EXPLORATION CO COM 10917810 686 73000 SH SHARED 05 73000 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 3029 55800 SH SHARED 55800 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 2548 46938 SH SHARED 46838 100 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 559 10300 SH SHARED 01 10300 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 38 703 SH SHARED 02 703 D BRIGHTPOINT INC COM NEW 10947340 542 31549 SH SHARED 31549 D BRIGHTPOINT INC COM NEW 10947340 969 56363 SH SHARED 01 56363 D BRIGHTPOINT INC COM NEW 10947340 8 500 SH SHARED 02 500 D BRILLIAN CORP COM 10949P10 0 32 SH SHARED 02 32 D BRILLIANCE CHINA AUTO HLDG L SPONSORED ADR 10949Q10 106 5291 SH SHARED 5291 D BRINKER INTL INC DBCV 10/1 109641AC 1935 3000000 PRN SHARED 3000000 D BRINKER INTL INC DBCV 10/1 109641AC 3370 5226000 PRN SHARED 02 5226000 D BRINKER INTL INC COM 10964110 2019 64844 SH SHARED 64844 D BRINKER INTL INC COM 10964110 1759 56491 SH SHARED 01 56491 D BRINKER INTL INC COM 10964110 2196 70499 SH SHARED 02 70499 D BRINKER INTL INC COM 10964110 76 2456 SH SHARED 06 2456 D BRINKS CO COM 10969610 1063 35245 SH SHARED 35245 D BRINKS CO COM 10969610 627 20806 SH SHARED 01 20806 D BRINKS CO COM 10969610 552 18315 SH SHARED 02 18315 D BRINKS CO COM 10969610 135 4500 SH SHARED 06 4500 D BRISTOL MYERS SQUIBB CO COM 11012210 293 12400 SH SHARED 12400 D BRISTOL MYERS SQUIBB CO COM 11012210 710229 30005456 SH SHARED 29748671 256785 D BRISTOL MYERS SQUIBB CO COM 11012210 187467 7920032 SH SHARED 01 4567607 1771100 1581325 D BRISTOL MYERS SQUIBB CO COM 11012210 62337 2633623 SH SHR/OTHR 01 476004 2157619 D BRISTOL MYERS SQUIBB CO COM 11012210 50184 2120165 SH SHARED 02 2120165 D BRISTOL MYERS SQUIBB CO COM 11012210 51115 2159500 SH SHARED 04 2159500 D BRISTOL MYERS SQUIBB CO COM 11012210 806 34071 SH SHARED 05 27622 6449 D BRISTOL MYERS SQUIBB CO COM 11012210 6531 275938 SH SHARED 06 198038 77900 D BRISTOL MYERS SQUIBB CO COM 11012210 186200 7866531 SH SHARED 10 7866531 D BRISTOL WEST HLDGS INC COM 11037M10 420 24553 SH SHARED 24553 D BRISTOL WEST HLDGS INC COM 11037M10 53 3127 SH SHARED 01 3127 D BRISTOL WEST HLDGS INC COM 11037M10 5 300 SH SHARED 02 300 D BRITESMILE INC COM NEW 11041520 10 926 SH SHARED 926 D BRITESMILE INC COM NEW 11041520 2 229 SH SHARED 01 229 D BRITISH AWYS PLC ADR 2ND INSTAL 11041930 39 1039 SH SHARED 1039 D BRITISH AWYS PLC ADR 2ND INSTAL 11041930 30 800 SH SHR/OTHR 01 800 D BRITISH AMERN TOB PLC SPONSORED ADR 11044810 1552 53200 SH SHARED 53200 D BRITISH AMERN TOB PLC SPONSORED ADR 11044810 6 220 SH SHARED 01 220 D BRITISH AMERN TOB PLC SPONSORED ADR 11044810 0 16 SH SHARED 02 16 D BRITISH ENERGY PLC SPONS ADR NEW 11079340 3 200 SH SHARED 200 D BRITISH SKY BROADCASTING GRO SPONSORED ADR 11101310 9228 264054 SH SHARED 264054 D BRITISH SKY BROADCASTING GRO SPONSORED ADR 11101310 640 18315 SH SHARED 01 6796 11519 D BROADBAND HOLDRS TR DEPOSITRY RCPT 11130P10 0 10 SH SHARED 02 10 D BROADCOM CORP CL A 11132010 32 1200 SH SHARED 1200 D BROADCOM CORP CL A 11132010 51465 1885863 SH SHARED 1883563 2300 D BROADCOM CORP CL A 11132010 29142 1067897 SH SHARED 01 1009541 3200 55156 D BROADCOM CORP CL A 11132010 143 5240 SH SHR/OTHR 01 340 4900 D BROADCOM CORP CL A 11132010 9365 343185 SH SHARED 02 343185 D BROADCOM CORP CL A 11132010 6686 245000 SH SHARED 04 245000 D BROADCOM CORP CL A 11132010 44 1621 SH SHARED 05 200 1421 D BROADCOM CORP CL A 11132010 70 2600 SH SHARED 06 2250 350 D BROADCOM CORP CL A 11132010 4707 172490 SH SHARED 10 172490 D BROADVISION INC COM NEW 11141260 308 105162 SH SHARED 105107 55 D BROADVISION INC COM NEW 11141260 24 8339 SH SHARED 01 8339 D BROADVISION INC COM NEW 11141260 0 20 SH SHARED 02 20 D BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/0 111621AB 11961 12793000 PRN SHARED 12793000 D BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/0 111621AB 6 6500 PRN SHARED 01 6500 D BROCADE COMMUNICATIONS SYS I COM 11162110 1747 309250 SH SHARED 309250 D BROCADE COMMUNICATIONS SYS I COM 11162110 98 17448 SH SHARED 01 17448 D BROCADE COMMUNICATIONS SYS I COM 11162110 450 79746 SH SHARED 02 79746 D BROCADE COMMUNICATIONS SYS I COM 11162110 847 150000 SH SHARED 04 150000 D BROOKFIELD HOMES CORP COM 11272310 742 28185 SH SHARED 28185 D BROOKFIELD HOMES CORP COM 11272310 451 17146 SH SHARED 01 17146 D BROOKFIELD HOMES CORP COM 11272310 21 811 SH SHARED 02 811 D BROOKFIELD PPTYS CORP COM 11290010 3175 98429 SH SHARED 98429 D BROOKFIELD PPTYS CORP COM 11290010 29 900 SH SHARED 01 900 D BROOKFIELD PPTYS CORP COM 11290010 1861 57697 SH SHARED 02 57697 D BROOKFIELD PPTYS CORP COM 11290010 32 1000 SH SHARED 06 1000 D BROOKFIELD PPTYS CORP COM 11290010 16559 513300 SH SHARED 10 513300 D BROOKFIELD PPTYS CORP COM 11290010 164357 5094788 SH SHARED 11 5094788 D BROOKLINE BANCORP INC DEL COM 11373M10 538 34353 SH SHARED 34353 D BROOKLINE BANCORP INC DEL COM 11373M10 12 800 SH SHARED 01 800 D BROOKLINE BANCORP INC DEL COM 11373M10 17 1115 SH SHARED 02 1115 D BROOKS AUTOMATION INC NOTE 4.750% 6/0 11434AAB 5942 6209000 PRN SHARED 6209000 D BROOKS AUTOMATION INC NOTE 4.750% 6/0 11434AAB 2 3000 PRN SHARED 01 3000 D BROOKS AUTOMATION INC COM 11434010 653 46199 SH SHARED 46199 D BROOKS AUTOMATION INC COM 11434010 98 6943 SH SHARED 01 6943 D BROOKS AUTOMATION INC COM 11434010 45 3199 SH SHARED 02 3199 D BROOKSTONE INC COM 11453710 300 15911 SH SHARED 15911 D BROOKSTONE INC COM 11453710 4435 234800 SH SHARED 01 234800 D BROOKSTONE INC COM 11453710 19 1006 SH SHARED 02 1006 D BROOKSTONE INC COM 11453710 627 33200 SH SHARED 05 33200 D BROOKTROUT INC COM 11458010 18 2036 SH SHARED 2036 D BROOKTROUT INC COM 11458010 2 298 SH SHARED 02 298 D BROWN & BROWN INC COM 11523610 3503 76669 SH SHARED 76669 D BROWN & BROWN INC COM 11523610 1074 23505 SH SHARED 01 23505 D BROWN & BROWN INC COM 11523610 947 20729 SH SHARED 02 20729 D BROWN FORMAN CORP CL B 11563720 26130 570540 SH SHARED 570540 D BROWN FORMAN CORP CL B 11563720 3400 74250 SH SHARED 01 72250 2000 D BROWN FORMAN CORP CL B 11563720 1610 35171 SH SHARED 02 35171 D BROWN FORMAN CORP CL B 11563720 20 446 SH SHARED 05 446 D BROWN FORMAN CORP CL B 11563720 1862 40674 SH SHARED 10 40674 D BROWN SHOE INC NEW COM 11573610 946 37784 SH SHARED 37784 D BROWN SHOE INC NEW COM 11573610 270 10800 SH SHARED 01 9800 1000 D BROWN SHOE INC NEW COM 11573610 1503 60000 SH SHR/OTHR 01 60000 D BROWN SHOE INC NEW COM 11573610 0 5 SH SHARED 02 5 D BRUKER BIOSCIENCES CORP COM 11679410 44 12730 SH SHARED 12730 D BRUKER BIOSCIENCES CORP COM 11679410 3 1005 SH SHARED 02 1005 D BRUNSWICK CORP COM 11704310 160 3500 SH SHARED 3500 D BRUNSWICK CORP COM 11704310 18466 403552 SH SHARED 378552 25000 D BRUNSWICK CORP COM 11704310 2599 56800 SH SHARED 01 56800 D BRUNSWICK CORP COM 11704310 1627 35565 SH SHARED 02 35565 D BRUNSWICK CORP COM 11704310 457 10000 SH SHARED 04 10000 D BRUNSWICK CORP COM 11704310 59 1306 SH SHARED 06 1306 D BRUNSWICK CORP COM 11704310 2289 50030 SH SHARED 10 50030 D BRUSH ENGINEERED MATLS INC COM 11742110 339 16412 SH SHARED 16412 D BRUSH ENGINEERED MATLS INC COM 11742110 50 2417 SH SHARED 01 2417 D BRUSH ENGINEERED MATLS INC COM 11742110 25 1211 SH SHARED 02 1211 D BRYN MAWR BK CORP COM 11766510 89 4445 SH SHARED 4445 D BRYN MAWR BK CORP COM 11766510 3 193 SH SHARED 02 193 D BSQUARE CORP COM 11776U10 2 3500 SH SHARED 3500 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 1 25 SH SHARED 25 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 149 3400 SH SHR/OTHR 01 900 2500 D BUCKEYE TECHNOLOGIES INC COM 11825510 191 17159 SH SHARED 17159 D BUCKEYE TECHNOLOGIES INC COM 11825510 1044 93700 SH SHARED 01 93700 D BUCKEYE TECHNOLOGIES INC COM 11825510 0 6 SH SHARED 02 6 D BUCKLE INC COM 11844010 119 4364 SH SHARED 4364 D BUCKLE INC COM 11844010 32 1200 SH SHARED 01 1200 D BUCKLE INC COM 11844010 1 48 SH SHARED 02 48 D BUCYRUS INTL INC NEW CL A 11875910 9247 275228 SH SHARED 01 274028 1200 D BUCYRUS INTL INC NEW CL A 11875910 137 4100 SH SHARED 05 4100 D BUCYRUS INTL INC NEW CL A 11875910 416 12400 SH SHARED 06 12400 D BUCYRUS INTL INC NEW CL A 11875910 2819 83900 SH SHARED 10 83900 D BUFFALO WILD WINGS INC COM 11984810 86 3073 SH SHARED 3073 D BUFFALO WILD WINGS INC COM 11984810 17787 634349 SH SHARED 01 631049 3300 D BUFFALO WILD WINGS INC COM 11984810 5 200 SH SHARED 02 200 D BUFFALO WILD WINGS INC COM 11984810 672 24000 SH SHARED 05 24000 D BUILDING MATLS HLDG CORP COM 12011310 370 13461 SH SHARED 13461 D BUILDING MATLS HLDG CORP COM 12011310 13 504 SH SHARED 02 504 D BUNGE LTD FIN CORP NOTE 3.750%11/1 120568AE 289 215000 PRN SHARED 215000 D BURLINGTON COAT FACTORY COM 12157910 688 32431 SH SHARED 32431 D BURLINGTON COAT FACTORY COM 12157910 118 5593 SH SHARED 01 5593 D BURLINGTON COAT FACTORY COM 12157910 7 362 SH SHARED 02 362 D BURLINGTON NORTHN SANTA FE C COM 12189T10 35030 914386 SH SHARED 914386 D BURLINGTON NORTHN SANTA FE C COM 12189T10 7452 194543 SH SHARED 01 182647 11896 D BURLINGTON NORTHN SANTA FE C COM 12189T10 5430 141755 SH SHR/OTHR 01 100857 40898 D BURLINGTON NORTHN SANTA FE C COM 12189T10 5317 138794 SH SHARED 02 138794 D BURLINGTON NORTHN SANTA FE C COM 12189T10 1915 50000 SH SHARED 04 50000 D BURLINGTON NORTHN SANTA FE C COM 12189T10 39 1028 SH SHARED 05 300 728 D BURLINGTON NORTHN SANTA FE C COM 12189T10 475 12418 SH SHARED 06 11918 500 D BURLINGTON NORTHN SANTA FE C COM 12189T10 5563 145234 SH SHARED 10 145234 D BURLINGTON RES INC COM 12201410 55997 1372486 SH SHARED 1372486 D BURLINGTON RES INC COM 12201410 35387 867345 SH SHARED 01 641553 193600 32192 D BURLINGTON RES INC COM 12201410 1795 44010 SH SHR/OTHR 01 44010 D BURLINGTON RES INC COM 12201410 9709 237990 SH SHARED 02 237990 D BURLINGTON RES INC COM 12201410 4080 100000 SH SHARED 04 100000 D BURLINGTON RES INC COM 12201410 74 1816 SH SHARED 05 400 1416 D BURLINGTON RES INC COM 12201410 505 12400 SH SHARED 06 12100 300 D BURLINGTON RES INC COM 12201410 5463 133904 SH SHARED 10 133904 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 606 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 47 2500 SH SHARED 2500 D C&D TECHNOLOGIES INC COM 12466110 415 21819 SH SHARED 21819 D C&D TECHNOLOGIES INC COM 12466110 80 4208 SH SHARED 01 4208 D C&D TECHNOLOGIES INC COM 12466110 2 125 SH SHARED 02 125 D CAE INC COM 12476510 1740 396569 SH SHARED 396569 D CAE INC COM 12476510 487 111151 SH SHARED 02 111151 D CB BANCSHARES INC HAWAII COM 12478510 0 3700 SH SHARED 3700 D CB BANCSHARES INC HAWAII COM 12478510 0 1 SH SHARED 02 1 D CBL & ASSOC PPTYS INC COM 12483010 29 481 SH SHARED 481 D CBL & ASSOC PPTYS INC COM 12483010 1188 19500 SH SHARED 01 19500 D CBL & ASSOC PPTYS INC COM 12483010 640 10516 SH SHARED 02 10516 D CCC INFORMATION SVCS GROUP I COM 12487Q10 239 13548 SH SHARED 13548 D CCC INFORMATION SVCS GROUP I COM 12487Q10 277 15661 SH SHARED 01 15661 D CCC INFORMATION SVCS GROUP I COM 12487Q10 7 403 SH SHARED 02 403 D CBRL GROUP INC NOTE 4/0 12489VAB 1490 3151000 PRN SHARED 02 3151000 D CBRL GROUP INC COM 12489V10 317 8800 SH SHARED 8800 D CBRL GROUP INC COM 12489V10 5196 144021 SH SHARED 144021 D CBRL GROUP INC COM 12489V10 4830 133885 SH SHARED 01 133885 D CBRL GROUP INC COM 12489V10 435 12069 SH SHARED 02 12069 D C COR INC COM 12501010 284 33697 SH SHARED 33697 D C COR INC COM 12501010 2720 322000 SH SHARED 01 322000 D C COR INC COM 12501010 13 1598 SH SHARED 02 1598 D C D I CORP COM 12507110 883 43111 SH SHARED 43111 D C D I CORP COM 12507110 126 6183 SH SHARED 01 6183 D C D I CORP COM 12507110 6 303 SH SHARED 02 303 D C D W CORP COM 12512N10 15037 259140 SH SHARED 259140 D C D W CORP COM 12512N10 1369 23604 SH SHARED 01 23404 200 D C D W CORP COM 12512N10 1625 28006 SH SHARED 02 28006 D C D W CORP COM 12512N10 22 380 SH SHARED 05 380 D C D W CORP COM 12512N10 1503 25910 SH SHARED 10 25910 D CEC ENTMT INC COM 12513710 1444 39311 SH SHARED 39311 D CEC ENTMT INC COM 12513710 10077 274230 SH SHARED 01 274230 D CEC ENTMT INC COM 12513710 130 3540 SH SHARED 02 3540 D CFS BANCORP INC COM 12525D10 0 29 SH SHARED 02 29 D CHC HELICOPTER CORP CL A SUB VTG 12541C20 260 6700 SH SHARED 02 6700 D CH ENERGY GROUP INC COM 12541M10 542 11852 SH SHARED 11852 D CH ENERGY GROUP INC COM 12541M10 58 1276 SH SHARED 01 1276 D CH ENERGY GROUP INC COM 12541M10 9 200 SH SHR/OTHR 01 200 D CH ENERGY GROUP INC COM 12541M10 84 1844 SH SHARED 02 1844 D C H ROBINSON WORLDWIDE INC COM 12541W10 8714 187859 SH SHARED 187859 D C H ROBINSON WORLDWIDE INC COM 12541W10 1285 27700 SH SHARED 01 21700 6000 D C H ROBINSON WORLDWIDE INC COM 12541W10 1470 31701 SH SHARED 02 31701 D C H ROBINSON WORLDWIDE INC COM 12541W10 194 4200 SH SHARED 10 4200 D CIGNA CORP COM 12550910 459 6600 SH SHARED 6600 D CIGNA CORP COM 12550910 33386 479480 SH SHARED 469480 10000 D CIGNA CORP COM 12550910 7128 102374 SH SHARED 01 95128 7246 D CIGNA CORP COM 12550910 208 3000 SH SHR/OTHR 01 3000 D CIGNA CORP COM 12550910 10594 152150 SH SHARED 02 152150 D CIGNA CORP COM 12550910 3439 49400 SH SHARED 04 49400 D CIGNA CORP COM 12550910 40 579 SH SHARED 05 200 379 D CIGNA CORP COM 12550910 430 6179 SH SHARED 06 5579 600 D CIGNA CORP COM 12550910 3314 47598 SH SHARED 10 47598 D CIT GROUP INC COM 12558110 5002 133794 SH SHARED 133794 D CIT GROUP INC COM 12558110 1399 37431 SH SHARED 01 37051 380 D CIT GROUP INC COM 12558110 2301 61561 SH SHARED 02 61561 D CIT GROUP INC COM 12558110 7496 200500 SH SHARED 04 200500 D CIT GROUP INC COM 12558110 11 300 SH SHARED 05 300 D CIT GROUP INC COM 12558110 2273 60800 SH SHARED 06 60800 D CIT GROUP INC COM 12558110 31952 854565 SH SHARED 10 854565 D CKE RESTAURANTS INC COM 12561E10 935 84620 SH SHARED 84620 D CKE RESTAURANTS INC COM 12561E10 3498 316610 SH SHARED 01 316610 D CKE RESTAURANTS INC COM 12561E10 166 15086 SH SHARED 02 15086 D CLECO CORP NEW COM 12561W10 724 42050 SH SHARED 42050 D CLECO CORP NEW COM 12561W10 90 5256 SH SHARED 01 5256 D CLECO CORP NEW COM 12561W10 68 4000 SH SHR/OTHR 01 4000 D CLECO CORP NEW COM 12561W10 0 12 SH SHARED 02 12 D CMGI INC COM 12575010 322 266522 SH SHARED 224872 41650 D CMGI INC COM 12575010 0 700 SH SHARED 01 700 D CMGI INC COM 12575010 21 17820 SH SHARED 02 17820 D CMS ENERGY CORP COM 12589610 17 1800 SH SHARED 1800 D CMS ENERGY CORP COM 12589610 5078 533363 SH SHARED 533363 D CMS ENERGY CORP COM 12589610 1248 131096 SH SHARED 01 131096 D CMS ENERGY CORP COM 12589610 69 7305 SH SHR/OTHR 01 7305 D CMS ENERGY CORP COM 12589610 1050 110346 SH SHARED 02 110346 D CMS ENERGY CORP COM 12589610 490 51552 SH SHARED 10 51552 D CPI CORP COM 12590210 0 8 SH SHARED 02 8 D CSS INDS INC COM 12590610 136 4400 SH SHARED 4400 D CSS INDS INC COM 12590610 27 900 SH SHARED 01 900 D CSS INDS INC COM 12590610 0 2 SH SHARED 02 2 D CSK AUTO CORP COM 12596510 923 69359 SH SHARED 69359 D CSK AUTO CORP COM 12596510 112 8438 SH SHARED 01 8438 D CSK AUTO CORP COM 12596510 24 1812 SH SHARED 02 1812 D CNA FINL CORP COM 12611710 14214 592019 SH SHARED 592019 D CNA FINL CORP COM 12611710 1385 57714 SH SHARED 01 57714 D CNA FINL CORP COM 12611710 12695 528771 SH SHARED 02 528771 D CNA SURETY CORP COM 12612L10 98 9302 SH SHARED 9302 D CNA SURETY CORP COM 12612L10 0 4 SH SHARED 02 4 D CNF INC COM 12612W10 4347 106054 SH SHARED 106054 D CNF INC COM 12612W10 9434 230156 SH SHARED 01 220421 9735 D CNF INC COM 12612W10 12 300 SH SHR/OTHR 01 300 D CNF INC COM 12612W10 673 16439 SH SHARED 02 16439 D CNB FINL CORP PA COM 12612810 104 6892 SH SHARED 6892 D CNB FINL CORP PA COM 12612810 25 1708 SH SHARED 01 1708 D CNB FINL CORP PA COM 12612810 0 10 SH SHARED 02 10 D CNET NETWORKS INC COM 12613R10 822 89870 SH SHARED 89870 D CNET NETWORKS INC COM 12613R10 1216 133000 SH SHARED 01 129000 4000 D CNET NETWORKS INC COM 12613R10 62 6883 SH SHARED 02 6883 D CNET NETWORKS INC COM 12613R10 1372 150000 SH SHARED 04 150000 D CNET NETWORKS INC COM 12613R10 1254 137120 SH SHARED 10 137120 D CNOOC LTD SPONSORED ADR 12613210 87 1668 SH SHARED 1668 D CNOOC LTD SPONSORED ADR 12613210 17 332 SH SHARED 01 332 D CNOOC LTD SPONSORED ADR 12613210 341 6500 SH SHARED 02 6500 D CNS INC COM 12613610 87 7978 SH SHARED 7978 D CNS INC COM 12613610 17 1630 SH SHARED 01 1630 D CP HOLDRS DEP RCPTS CP 12616K10 12 200 SH SHR/OTHR 01 200 D CSG SYS INTL INC COM 12634910 2399 155712 SH SHARED 155712 D CSG SYS INTL INC COM 12634910 18372 1192231 SH SHARED 01 1185331 6900 D CSG SYS INTL INC COM 12634910 647 42014 SH SHARED 02 42014 D CSX CORP DBCV 10/3 126408GA 43036 51052000 PRN SHARED 51052000 D CSX CORP DBCV 10/3 126408GA 5351 6348000 PRN SHARED 02 6348000 D CSX CORP COM 12640810 38694 1165506 SH SHARED 1165506 D CSX CORP COM 12640810 4107 123730 SH SHARED 01 123530 200 D CSX CORP COM 12640810 1305 39320 SH SHR/OTHR 01 4906 34414 D CSX CORP COM 12640810 4460 134355 SH SHARED 02 134355 D CSX CORP COM 12640810 36 1087 SH SHARED 05 200 887 D CSX CORP COM 12640810 63 1900 SH SHARED 06 1900 D CSX CORP COM 12640810 2843 85647 SH SHARED 10 85647 D CT COMMUNICATIONS INC COM NEW 12642640 244 17733 SH SHARED 17733 D CT COMMUNICATIONS INC COM NEW 12642640 223 16219 SH SHARED 01 16219 D CT COMMUNICATIONS INC COM NEW 12642640 0 4 SH SHARED 02 4 D CTS CORP COM 12650110 441 35004 SH SHARED 35004 D CTS CORP COM 12650110 71 5670 SH SHARED 01 5670 D CTS CORP COM 12650110 0 9 SH SHARED 02 9 D CUNO INC COM 12658310 577 10007 SH SHARED 10007 D CUNO INC COM 12658310 34 600 SH SHARED 01 600 D CUNO INC COM 12658310 46 804 SH SHARED 02 804 D CVB FINL CORP COM 12660010 556 25054 SH SHARED 25054 D CVB FINL CORP COM 12660010 210 9477 SH SHARED 01 9477 D CVB FINL CORP COM 12660010 32 1447 SH SHARED 02 1447 D CVS CORP COM 12665010 737 17500 SH SHARED 17500 D CVS CORP COM 12665010 73959 1755507 SH SHARED 1743903 11604 D CVS CORP COM 12665010 96472 2289881 SH SHARED 01 305224 1984657 D CVS CORP COM 12665010 4110 97558 SH SHR/OTHR 01 61200 36358 D CVS CORP COM 12665010 11596 275266 SH SHARED 02 275266 D CVS CORP COM 12665010 138818 3295000 SH SHARED 04 3295000 D CVS CORP COM 12665010 3445 81780 SH SHARED 05 62750 19030 D CVS CORP COM 12665010 22973 545300 SH SHARED 06 438600 106700 D CVS CORP COM 12665010 5929 140752 SH SHARED 10 140752 D CV THERAPEUTICS INC COM 12666710 47 3800 SH SHARED 3800 D CV THERAPEUTICS INC COM 12666710 430 34406 SH SHARED 34406 D CV THERAPEUTICS INC COM 12666710 151 12126 SH SHARED 01 5126 7000 D CV THERAPEUTICS INC COM 12666710 239 19121 SH SHARED 02 19121 D CV THERAPEUTICS INC COM 12666710 4625 370000 SH SHARED 04 370000 D CV THERAPEUTICS INC COM 12666710 250 20000 SH SHARED 06 20000 D CV THERAPEUTICS INC COM 12666710 250 20000 SH SHARED 10 20000 D CABCO TR FOR J C PENNEY DEBS CTF TR 7.625% 12679720 380 15100 SH SHARED 02 15100 D CABELAS INC COM 12680430 27 1148 SH SHARED 02 1148 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 696 132443 SH SHARED 02 132443 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 3713 183113 SH SHARED 170100 13013 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 862 42514 SH SHARED 01 42514 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 4104 202394 SH SHARED 02 202394 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 36 1800 SH SHARED 06 1800 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 8491 418702 SH SHARED 10 418702 D CABOT CORP COM 12705510 3793 98354 SH SHARED 98354 D CABOT CORP COM 12705510 1143 29654 SH SHARED 01 29654 D CABOT CORP COM 12705510 2266 58762 SH SHARED 02 58762 D CABOT MICROELECTRONICS CORP COM 12709P10 2340 64567 SH SHARED 64567 D CABOT MICROELECTRONICS CORP COM 12709P10 481 13289 SH SHARED 01 13289 D CABOT MICROELECTRONICS CORP COM 12709P10 1389 38323 SH SHARED 02 38323 D CABOT OIL & GAS CORP COM 12709710 1105 24618 SH SHARED 24618 D CABOT OIL & GAS CORP COM 12709710 1670 37210 SH SHARED 01 37210 D CABOT OIL & GAS CORP COM 12709710 223 4974 SH SHARED 02 4974 D CACHE INC COM NEW 12715030 112 7485 SH SHARED 7485 D CACHE INC COM NEW 12715030 4190 279375 SH SHARED 01 279375 D CACHE INC COM NEW 12715030 7 500 SH SHARED 02 500 D CACHE INC COM NEW 12715030 534 35650 SH SHARED 05 35650 D CACI INTL INC CL A 12719030 1976 37444 SH SHARED 37444 D CACI INTL INC CL A 12719030 8326 157757 SH SHARED 01 157757 D CACI INTL INC CL A 12719030 1625 30794 SH SHARED 02 30794 D CADBURY SCHWEPPES PLC ADR 12720930 30 1000 SH SHARED 01 1000 D CADBURY SCHWEPPES PLC ADR 12720930 12 400 SH SHR/OTHR 01 400 D CADBURY SCHWEPPES PLC ADR 12720930 29 970 SH SHARED 02 970 D CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB 2062 2000000 PRN SHARED 02 2000000 D CADENCE DESIGN SYSTEM INC COM 12738710 6584 504918 SH SHARED 504918 D CADENCE DESIGN SYSTEM INC COM 12738710 1768 135600 SH SHARED 01 135600 D CADENCE DESIGN SYSTEM INC COM 12738710 1284 98526 SH SHARED 02 98526 D CADENCE DESIGN SYSTEM INC COM 12738710 124 9570 SH SHARED 05 9570 D CADENCE DESIGN SYSTEM INC COM 12738710 363 27900 SH SHARED 06 27900 D CADMUS COMMUNICATIONS CORP COM 12758710 2 200 SH SHARED 200 D CAESARS ENTMT INC COM 12768710 1758 105320 SH SHARED 105320 D CAESARS ENTMT INC COM 12768710 1888 113084 SH SHARED 01 113084 D CAESARS ENTMT INC COM 12768710 2642 158226 SH SHARED 02 158226 D CAESARS ENTMT INC COM 12768710 42 2550 SH SHARED 06 2550 D CAL DIVE INTL INC COM 12791410 1950 54751 SH SHARED 54751 D CAL DIVE INTL INC COM 12791410 1223 34342 SH SHARED 01 34342 D CAL DIVE INTL INC COM 12791410 128 3610 SH SHARED 02 3610 D CAL MAINE FOODS INC COM NEW 12803020 170 15538 SH SHARED 15538 D CAL MAINE FOODS INC COM NEW 12803020 10 948 SH SHARED 01 948 D CAL MAINE FOODS INC COM NEW 12803020 17 1618 SH SHARED 02 1618 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 51 3201 SH SHARED 3201 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 3 218 SH SHARED 01 218 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 81 5000 SH SHR/OTHR 01 5000 D CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 208 10300 SH SHARED 10300 D CALAMP CORP COM 12812610 250 35117 SH SHARED 35117 D CALAMP CORP COM 12812610 46 6507 SH SHARED 01 6507 D CALGON CARBON CORP COM 12960310 145 20114 SH SHARED 20114 D CALGON CARBON CORP COM 12960310 0 9 SH SHARED 02 9 D CALIFORNIA MICRO DEVICES COR COM 13043910 176 22851 SH SHARED 22851 D CALIFORNIA MICRO DEVICES COR COM 13043910 439 56913 SH SHARED 01 56913 D CALIFORNIA MICRO DEVICES COR COM 13043910 7 1000 SH SHARED 02 1000 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 1720 78757 SH SHARED 78757 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 788 36086 SH SHARED 01 36086 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 27 1264 SH SHR/OTHR 01 1264 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 13 604 SH SHARED 02 604 D CALIFORNIA WTR SVC GROUP COM 13078810 310 10567 SH SHARED 10567 D CALIFORNIA WTR SVC GROUP COM 13078810 11 400 SH SHARED 01 400 D CALIFORNIA WTR SVC GROUP COM 13078810 0 4 SH SHARED 02 4 D CALIPER LIFE SCIENCES INC COM 13087210 52 7500 SH SHARED 7500 D CALIPER LIFE SCIENCES INC COM 13087210 968 137800 SH SHARED 04 137800 D CALLAWAY GOLF CO COM 13119310 35 3400 SH SHARED 3400 D CALLAWAY GOLF CO COM 13119310 6256 591883 SH SHARED 591883 D CALLAWAY GOLF CO COM 13119310 228 21600 SH SHARED 01 20600 1000 D CALLAWAY GOLF CO COM 13119310 5269 498550 SH SHARED 02 498550 D CALLON PETE CO DEL COM 13123X10 364 28758 SH SHARED 28758 D CALLON PETE CO DEL COM 13123X10 650 51305 SH SHARED 01 51305 D CALLON PETE CO DEL COM 13123X10 1 100 SH SHARED 02 100 D CALPINE CORP COM 13134710 14978 5164896 SH SHARED 5164896 D CALPINE CORP COM 13134710 88 30451 SH SHARED 01 23528 6923 D CALPINE CORP COM 13134710 2 800 SH SHR/OTHR 01 800 D CALPINE CORP COM 13134710 5784 1994432 SH SHARED 02 1966322 28110 D CALPINE CORP COM 13134710 896 309074 SH SHARED 10 309074 D CAMBIOR INC COM 13201L10 86 28103 SH SHARED 28103 D CAMBIOR INC COM 13201L10 21560 7000000 SH SHARED 01 7000000 D CAMBIOR INC COM 13201L10 1232 400000 SH SHARED 04 400000 D CAMBREX CORP COM 13201110 403 18377 SH SHARED 18377 D CAMBREX CORP COM 13201110 3840 174954 SH SHARED 01 174954 D CAMBREX CORP COM 13201110 2 101 SH SHARED 02 101 D CAMCO FINL CORP COM 13261810 0 8 SH SHARED 02 8 D CAMDEN NATL CORP COM 13303410 144 4179 SH SHARED 4179 D CAMDEN NATL CORP COM 13303410 34 990 SH SHARED 01 990 D CAMDEN NATL CORP COM 13303410 6 200 SH SHARED 02 200 D CAMDEN PPTY TR SH BEN INT 13313110 55 1210 SH SHARED 1210 D CAMDEN PPTY TR SH BEN INT 13313110 4447 96263 SH SHARED 01 96063 200 D CAMDEN PPTY TR SH BEN INT 13313110 489 10601 SH SHARED 02 10601 D CAMECO CORP COM 13321L10 6833 86234 SH SHARED 84334 1900 D CAMECO CORP COM 13321L10 63 800 SH SHARED 01 800 D CAMECO CORP COM 13321L10 2049 25862 SH SHARED 02 25862 D CAMPBELL SOUP CO COM 13442910 32234 1226106 SH SHARED 1224306 1800 D CAMPBELL SOUP CO COM 13442910 4678 177969 SH SHARED 01 175969 2000 D CAMPBELL SOUP CO COM 13442910 331 12600 SH SHR/OTHR 01 12600 D CAMPBELL SOUP CO COM 13442910 4452 169346 SH SHARED 02 169346 D CAMPBELL SOUP CO COM 13442910 64 2449 SH SHARED 05 400 2049 D CAMPBELL SOUP CO COM 13442910 506 19250 SH SHARED 06 19250 D CAMPBELL SOUP CO COM 13442910 3634 138265 SH SHARED 10 138265 D CDN IMPERIAL BK OF COMMERCE COM 13606910 144 2703 SH SHARED 2703 D CDN IMPERIAL BK OF COMMERCE COM 13606910 161 3020 SH SHARED 01 3020 D CDN IMPERIAL BK OF COMMERCE COM 13606910 8371 156826 SH SHARED 02 156826 D CDN IMPERIAL BK OF COMMERCE COM 13606910 183 3440 SH SHARED 06 2040 1400 D CANADIAN NATL RY CO COM 13637510 20509 422870 SH SHARED 366727 56143 D CANADIAN NATL RY CO COM 13637510 36416 750859 SH SHARED 01 750859 D CANADIAN NATL RY CO COM 13637510 9266 191058 SH SHARED 02 191058 D CANADIAN NATL RY CO COM 13637510 15920 328250 SH SHARED 03 328250 D CANADIAN NATL RY CO COM 13637510 73445 1514338 SH SHARED 05 1095034 419304 D CANADIAN NATL RY CO COM 13637510 15275 314950 SH SHARED 06 68450 246500 D CANADIAN NATL RY CO COM 13637510 17054 351637 SH SHARED 10 351637 D CANADIAN NATL RY CO COM 13637510 6865 141550 SH SHARED 12 141550 D CANADIAN NAT RES LTD COM 13638510 322 8100 SH SHARED 8100 D CANADIAN NAT RES LTD COM 13638510 4081 102473 SH SHARED 01 102473 D CANADIAN NAT RES LTD COM 13638510 12903 323963 SH SHARED 02 323963 D CANADIAN NAT RES LTD COM 13638510 39 1000 SH SHARED 06 1000 D CANADIAN NAT RES LTD COM 13638510 3839 96400 SH SHARED 10 96400 D CANADIAN PAC RY LTD COM 13645T10 10295 399346 SH SHARED 399346 D CANADIAN PAC RY LTD COM 13645T10 771 29928 SH SHARED 01 18928 11000 D CANADIAN PAC RY LTD COM 13645T10 34 1325 SH SHR/OTHR 01 1325 D CANADIAN PAC RY LTD COM 13645T10 4947 191898 SH SHARED 02 191898 D CANADIAN PAC RY LTD COM 13645T10 4 155 SH SHARED 05 155 D CANDELA CORP COM 13690710 248 21550 SH SHARED 21550 D CANDELA CORP COM 13690710 29 2569 SH SHARED 01 569 2000 D CANDELA CORP COM 13690710 15 1311 SH SHARED 02 1311 D CANARGO ENERGY CORP COM 13722510 92 128576 SH SHARED 128576 D CANCERVAX CORP COM 13738Y10 135 16681 SH SHARED 16681 D CANCERVAX CORP COM 13738Y10 25 3173 SH SHARED 02 3173 D CANON INC ADR 13800630 622 13194 SH SHARED 12294 900 D CANON INC ADR 13800630 1276 27072 SH SHARED 01 1830 25242 D CANON INC ADR 13800630 13 278 SH SHARED 02 278 D CANTEL MEDICAL CORP COM 13809810 165 6891 SH SHARED 6891 D CANTEL MEDICAL CORP COM 13809810 35 1490 SH SHARED 01 1490 D CANTEL MEDICAL CORP COM 13809810 0 8 SH SHARED 02 8 D CANYON RESOURCES CORP COM NEW 13886930 4 1272 SH SHARED 02 1272 D CAPITAL CITY BK GROUP INC COM 13967410 193 4994 SH SHARED 4994 D CAPITAL CITY BK GROUP INC COM 13967410 0 2 SH SHARED 02 2 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 810 25932 SH SHARED 25932 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 647 20720 SH SHARED 01 20500 220 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 6 218 SH SHARED 02 218 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 4040 129200 SH SHARED 10 129200 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 8968 286800 SH SHARED 11 286800 D CAPITAL CORP OF THE WEST COM 14006510 112 2608 SH SHARED 2608 D CAPITAL CORP OF THE WEST COM 14006510 0 1 SH SHARED 02 1 D CAPITAL CROSSING BK COM 14007110 174 6844 SH SHARED 6844 D CAPITAL CROSSING BK COM 14007110 19 751 SH SHARED 01 751 D CAPITAL CROSSING BK COM 14007110 5 200 SH SHARED 02 200 D CAPITAL LEASE FDG INC COM 14028810 190 17279 SH SHARED 17279 D CAPITAL LEASE FDG INC COM 14028810 3138 284300 SH SHARED 10 284300 D CAPITAL ONE FINL CORP COM 14040H10 77401 1047381 SH SHARED 1027381 20000 D CAPITAL ONE FINL CORP COM 14040H10 8157 110385 SH SHARED 01 110290 95 D CAPITAL ONE FINL CORP COM 14040H10 15966 216050 SH SHARED 02 216050 D CAPITAL ONE FINL CORP COM 14040H10 739 10000 SH SHARED 04 10000 D CAPITAL ONE FINL CORP COM 14040H10 75 1015 SH SHARED 05 1015 D CAPITAL ONE FINL CORP COM 14040H10 78 1065 SH SHARED 06 1065 D CAPITAL ONE FINL CORP COM 14040H10 30316 410234 SH SHARED 10 410234 D CAPITAL ONE FINL CORP DECS UPPR 6.25 14040H20 1667 31500 SH SHARED 31500 D CAPITAL ONE FINL CORP DECS UPPR 6.25 14040H20 529 10000 SH SHARED 01 10000 D CAPITAL SOUTHWEST CORP COM 14050110 547 7205 SH SHARED 7205 D CAPITAL SOUTHWEST CORP COM 14050110 7 100 SH SHARED 02 100 D CAPITAL TRUST INC MD CL A NEW 14052H50 246 8477 SH SHARED 8477 D CAPITALSOURCE INC COM 14055X10 119 5339 SH SHARED 5339 D CAPITALSOURCE INC COM 14055X10 760 34061 SH SHARED 01 34061 D CAPITALSOURCE INC COM 14055X10 44 2000 SH SHR/OTHR 01 2000 D CAPITALSOURCE INC COM 14055X10 3301 147800 SH SHARED 02 147800 D CAPITOL BANCORP LTD COM 14056D10 185 6325 SH SHARED 6325 D CAPITOL BANCORP LTD COM 14056D10 2 102 SH SHARED 02 102 D CAPITOL FED FINL COM 14057C10 3 100 SH SHARED 01 100 D CAPITOL FED FINL COM 14057C10 91 2857 SH SHARED 02 2857 D CAPSTONE TURBINE CORP COM 14067D10 115 75747 SH SHARED 75743 4 D CAPSTONE TURBINE CORP COM 14067D10 2 1630 SH SHARED 01 1630 D CAPSTONE TURBINE CORP COM 14067D10 32 21400 SH SHARED 02 21400 D CAPSTEAD MTG CORP COM NO PAR 14067E50 315 25381 SH SHARED 25381 D CAPSTEAD MTG CORP COM NO PAR 14067E50 170 13664 SH SHARED 01 13664 D CAPSTEAD MTG CORP COM NO PAR 14067E50 2 195 SH SHARED 02 195 D CAPTARIS INC COM 14071N10 132 31069 SH SHARED 31069 D CAPTARIS INC COM 14071N10 13 3082 SH SHARED 01 3082 D CAPTARIS INC COM 14071N10 29 6995 SH SHARED 02 6995 D CAPTIVA SOFTWARE CORP DEL COM 14073T10 30 2696 SH SHARED 2696 D CAPTIVA SOFTWARE CORP DEL COM 14073T10 5 488 SH SHARED 01 488 D CARACO PHARMACEUTICAL LABS L COM 14075T10 273 35542 SH SHARED 35542 D CARACO PHARMACEUTICAL LABS L COM 14075T10 57 7472 SH SHARED 01 7472 D CARACO PHARMACEUTICAL LABS L COM 14075T10 2 300 SH SHARED 02 300 D CARBO CERAMICS INC COM 14078110 625 8675 SH SHARED 8675 D CARBO CERAMICS INC COM 14078110 108 1500 SH SHARED 01 1500 D CARBO CERAMICS INC COM 14078110 43 608 SH SHARED 02 608 D CARAUSTAR INDS INC COM 14090910 379 22600 SH SHARED 22600 D CARAUSTAR INDS INC COM 14090910 25 1496 SH SHARED 01 1496 D CARAUSTAR INDS INC COM 14090910 5 307 SH SHARED 02 307 D CARDIAC SCIENCE INC COM NEW 14141020 119 62198 SH SHARED 62198 D CARDIAC SCIENCE INC COM NEW 14141020 0 33 SH SHARED 01 33 D CARDIAC SCIENCE INC COM NEW 14141020 2 1113 SH SHARED 02 1113 D CARDINAL FINL CORP COM 14149F10 19 2019 SH SHARED 2019 D CARDINAL FINL CORP COM 14149F10 4 500 SH SHARED 01 500 D CARDINAL FINL CORP COM 14149F10 0 1 SH SHARED 02 1 D CARDINAL HEALTH INC COM 14149Y10 83 1900 SH SHARED 1900 D CARDINAL HEALTH INC COM 14149Y10 51153 1168699 SH SHARED 1166699 2000 D CARDINAL HEALTH INC COM 14149Y10 9007 205784 SH SHARED 01 117407 88377 D CARDINAL HEALTH INC COM 14149Y10 538 12300 SH SHR/OTHR 01 2043 10257 D CARDINAL HEALTH INC COM 14149Y10 8452 193119 SH SHARED 02 193119 D CARDINAL HEALTH INC COM 14149Y10 7055 161200 SH SHARED 04 161200 D CARDINAL HEALTH INC COM 14149Y10 80 1836 SH SHARED 05 400 1436 D CARDINAL HEALTH INC COM 14149Y10 531 12147 SH SHARED 06 11247 900 D CARDINAL HEALTH INC COM 14149Y10 48 1100 SH SHARED 07 1100 D CARDINAL HEALTH INC COM 14149Y10 50471 1153103 SH SHARED 10 1153103 D CARDIODYNAMICS INTL CORP COM 14159710 268 58416 SH SHARED 58416 D CARDIODYNAMICS INTL CORP COM 14159710 22 4959 SH SHARED 01 4959 D CARDIODYNAMICS INTL CORP COM 14159710 17 3708 SH SHARED 02 3708 D CARDIOTECH INTL INC COM 14160C10 0 20 SH SHARED 20 D CARDIOTECH INTL INC COM 14160C10 0 4 SH SHARED 01 4 D CAREER EDUCATION CORP COM 14166510 10584 372295 SH SHARED 372295 D CAREER EDUCATION CORP COM 14166510 1228 43198 SH SHARED 01 43078 120 D CAREER EDUCATION CORP COM 14166510 1919 67515 SH SHARED 02 67515 D CAREER EDUCATION CORP COM 14166510 68 2400 SH SHARED 06 2400 D CAREER EDUCATION CORP COM 14166510 142 5000 SH SHARED 10 5000 D CAREMARK RX INC COM 14170510 282 8800 SH SHARED 8800 D CAREMARK RX INC COM 14170510 76372 2381437 SH SHARED 2151735 229702 D CAREMARK RX INC COM 14170510 121922 3801749 SH SHARED 01 2196914 1372000 232835 D CAREMARK RX INC COM 14170510 1611 50235 SH SHR/OTHR 01 5875 44360 D CAREMARK RX INC COM 14170510 5798 180820 SH SHARED 02 180820 D CAREMARK RX INC COM 14170510 19630 612100 SH SHARED 03 612100 D CAREMARK RX INC COM 14170510 36479 1137500 SH SHARED 04 1137500 D CAREMARK RX INC COM 14170510 70957 2212570 SH SHARED 05 1718551 494019 D CAREMARK RX INC COM 14170510 23542 734100 SH SHARED 06 365500 368600 D CAREMARK RX INC COM 14170510 947 29549 SH SHARED 07 29549 D CAREMARK RX INC COM 14170510 1250 39000 SH SHARED 09 39000 D CAREMARK RX INC COM 14170510 20134 627823 SH SHARED 10 627823 D CARLISLE COS INC COM 14233910 1470 23002 SH SHARED 23002 D CARLISLE COS INC COM 14233910 664 10395 SH SHARED 01 10395 D CARLISLE COS INC COM 14233910 615 9624 SH SHARED 02 9624 D CARMAX INC COM 14313010 403 18717 SH SHARED 18717 D CARMAX INC COM 14313010 1297 60223 SH SHARED 01 60223 D CARMAX INC COM 14313010 821 38139 SH SHARED 02 38139 D CARMAX INC COM 14313010 430 19981 SH SHARED 06 19981 D CARMIKE CINEMAS INC COM 14343640 294 8355 SH SHARED 8355 D CARMIKE CINEMAS INC COM 14343640 0 19 SH SHARED 01 19 D CARMIKE CINEMAS INC COM 14343640 3 97 SH SHARED 02 97 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 52283 40003000 PRN SHARED 40003000 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 11527 8820000 PRN SHARED 02 8820000 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV 17182 22000000 PRN SHARED 22000000 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV 7140 9143000 PRN SHARED 02 9143000 D CARNIVAL CORP PAIRED CTF 14365830 72398 1530943 SH SHARED 1526043 4900 D CARNIVAL CORP PAIRED CTF 14365830 6440 136194 SH SHARED 01 130264 5930 D CARNIVAL CORP PAIRED CTF 14365830 567 12000 SH SHR/OTHR 01 12000 D CARNIVAL CORP PAIRED CTF 14365830 11283 238600 SH SHARED 02 238600 D CARNIVAL CORP PAIRED CTF 14365830 95 2010 SH SHARED 05 2010 D CARNIVAL CORP PAIRED CTF 14365830 357 7550 SH SHARED 06 6950 600 D CARNIVAL CORP PAIRED CTF 14365830 56 1200 SH SHARED 07 1200 D CARNIVAL CORP PAIRED CTF 14365830 10172 215118 SH SHARED 10 215118 D CARPENTER TECHNOLOGY CORP COM 14428510 831 17409 SH SHARED 17409 D CARPENTER TECHNOLOGY CORP COM 14428510 3846 80566 SH SHARED 01 80566 D CARPENTER TECHNOLOGY CORP COM 14428510 5 106 SH SHARED 02 106 D CARRAMERICA RLTY CORP COM 14441810 3164 96777 SH SHARED 96777 D CARRAMERICA RLTY CORP COM 14441810 2638 80700 SH SHARED 01 80700 D CARRAMERICA RLTY CORP COM 14441810 28 875 SH SHARED 02 875 D CARRAMERICA RLTY CORP COM 14441810 7344 224600 SH SHARED 10 224600 D CARRAMERICA RLTY CORP COM 14441810 19211 587504 SH SHARED 11 587504 D CARREKER CORP COM 14443310 92 12139 SH SHARED 12139 D CARREKER CORP COM 14443310 263 34673 SH SHARED 01 34673 D CARREKER CORP COM 14443310 67 8884 SH SHARED 02 8884 D CARRIER ACCESS CORP COM 14446010 82 11916 SH SHARED 11916 D CARRIER ACCESS CORP COM 14446010 249 35900 SH SHARED 01 35900 D CARRIER ACCESS CORP COM 14446010 17 2458 SH SHARED 02 2458 D CARRIZO OIL & CO INC COM 14457710 8383 874200 SH SHARED 01 874200 D CARRIZO OIL & CO INC COM 14457710 1077 112400 SH SHARED 05 112400 D CARTER INC COM 14622910 362 13096 SH SHARED 13096 D CARTER INC COM 14622910 6215 224467 SH SHARED 01 224467 D CARTER INC COM 14622910 5 200 SH SHARED 02 200 D CASCADE BANCORP COM 14715410 197 10164 SH SHARED 10164 D CASCADE BANCORP COM 14715410 24 1244 SH SHARED 02 1244 D CASCADE CORP COM 14719510 210 7574 SH SHARED 7574 D CASCADE CORP COM 14719510 0 2 SH SHARED 02 2 D CASCADE NAT GAS CORP COM 14733910 211 9955 SH SHARED 9955 D CASCADE NAT GAS CORP COM 14733910 17 824 SH SHARED 01 824 D CASCADE NAT GAS CORP COM 14733910 106 5000 SH SHR/OTHR 01 5000 D CASCADE NAT GAS CORP COM 14733910 0 3 SH SHARED 02 3 D CASELLA WASTE SYS INC CL A 14744810 138 11735 SH SHARED 11735 D CASELLA WASTE SYS INC CL A 14744810 1225 103500 SH SHARED 01 103500 D CASELLA WASTE SYS INC CL A 14744810 24 2070 SH SHARED 02 2070 D CASEYS GEN STORES INC COM 14752810 595 32059 SH SHARED 32059 D CASEYS GEN STORES INC COM 14752810 66 3600 SH SHARED 01 3600 D CASEYS GEN STORES INC COM 14752810 0 8 SH SHARED 02 8 D CASH AMER INTL INC COM 14754D10 604 24708 SH SHARED 24708 D CASH AMER INTL INC COM 14754D10 3619 147986 SH SHARED 01 147986 D CASH AMER INTL INC COM 14754D10 494 20204 SH SHARED 02 20204 D CASUAL MALE RETAIL GRP INC COM 14871110 289 55265 SH SHARED 55265 D CASUAL MALE RETAIL GRP INC COM 14871110 50 9683 SH SHARED 01 9683 D CASUAL MALE RETAIL GRP INC COM 14871110 16 3108 SH SHARED 02 3108 D CATALINA MARKETING CORP COM 14886710 1982 85905 SH SHARED 85905 D CATALINA MARKETING CORP COM 14886710 443 19210 SH SHARED 01 19210 D CATALINA MARKETING CORP COM 14886710 401 17401 SH SHARED 02 17401 D CATAPULT COMMUNICATIONS CORP COM 14901610 193 10250 SH SHARED 10250 D CATAPULT COMMUNICATIONS CORP COM 14901610 19 1032 SH SHARED 01 1032 D CATAPULT COMMUNICATIONS CORP COM 14901610 186 9878 SH SHARED 02 9878 D CATELLUS DEV CORP NEW COM 14911310 1243 46895 SH SHARED 46895 D CATELLUS DEV CORP NEW COM 14911310 1998 75384 SH SHARED 01 75384 D CATELLUS DEV CORP NEW COM 14911310 404 15260 SH SHARED 02 15260 D CATELLUS DEV CORP NEW COM 14911310 19743 744738 SH SHARED 10 744738 D CATELLUS DEV CORP NEW COM 14911310 218293 8234389 SH SHARED 11 8234389 D CATERPILLAR INC DEL COM 14912310 160 2000 SH SHARED 2000 D CATERPILLAR INC DEL COM 14912310 287853 3578041 SH SHARED 3528621 49420 D CATERPILLAR INC DEL COM 14912310 121579 1511240 SH SHARED 01 751489 29200 730551 D CATERPILLAR INC DEL COM 14912310 4166 51785 SH SHR/OTHR 01 275 51510 D CATERPILLAR INC DEL COM 14912310 16250 201989 SH SHARED 02 201989 D CATERPILLAR INC DEL COM 14912310 16814 209000 SH SHARED 03 209000 D CATERPILLAR INC DEL COM 14912310 16695 207528 SH SHARED 05 128000 79528 D CATERPILLAR INC DEL COM 14912310 4861 60425 SH SHARED 06 49275 11150 D CATERPILLAR INC DEL COM 14912310 11878 147649 SH SHARED 10 147649 D CATHAY GENERAL BANCORP COM 14915010 943 25368 SH SHARED 25368 D CATHAY GENERAL BANCORP COM 14915010 1145 30800 SH SHARED 01 30800 D CATHAY GENERAL BANCORP COM 14915010 646 17372 SH SHARED 02 17372 D CATO CORP NEW CL A 14920510 421 18922 SH SHARED 18922 D CATO CORP NEW CL A 14920510 288 12952 SH SHARED 01 12952 D CATO CORP NEW CL A 14920510 284 12781 SH SHARED 02 12781 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 5 139 SH SHARED 01 139 D CAVCO INDS INC DEL COM 14956810 3 103 SH SHARED 02 103 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 258 8439 SH SHARED 8439 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 235 7689 SH SHARED 01 1589 6100 D CEDAR SHOPPING CTRS INC COM NEW 15060220 180 12928 SH SHARED 12928 D CEDAR SHOPPING CTRS INC COM NEW 15060220 9 683 SH SHARED 01 683 D CEDAR SHOPPING CTRS INC COM NEW 15060220 3487 250000 SH SHARED 11 250000 D CELADON GROUP INC COM 15083810 56 2956 SH SHARED 2956 D CELADON GROUP INC COM 15083810 5168 271332 SH SHARED 01 271332 D CELADON GROUP INC COM 15083810 11 600 SH SHARED 02 600 D CELADON GROUP INC COM 15083810 729 38300 SH SHARED 05 38300 D CELL GENESYS INC COM 15092110 87 9700 SH SHARED 9700 D CELL GENESYS INC COM 15092110 482 53737 SH SHARED 53737 D CELL GENESYS INC COM 15092110 8 1000 SH SHR/OTHR 01 1000 D CELL GENESYS INC COM 15092110 301 33609 SH SHARED 02 33609 D CELL GENESYS INC COM 15092110 3677 410000 SH SHARED 04 410000 D CELLSTAR CORP COM NEW 15092520 31 6897 SH SHARED 6897 D CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AC 2946 3508000 PRN SHARED 3508000 D CELL THERAPEUTICS INC COM 15093410 84 12300 SH SHARED 12300 D CELL THERAPEUTICS INC COM 15093410 4104 598322 SH SHARED 598322 D CELL THERAPEUTICS INC COM 15093410 19 2800 SH SHARED 01 2800 D CELL THERAPEUTICS INC COM 15093410 17 2501 SH SHARED 02 2501 D CELL THERAPEUTICS INC COM 15093410 3995 582470 SH SHARED 04 582470 D CELL THERAPEUTICS INC COM 15093410 68 10000 SH SHARED 06 10000 D CELL THERAPEUTICS INC COM 15093410 68 10000 SH SHARED 10 10000 D CELESTICA INC NOTE 8/0 15101QAA 7725 15000000 PRN SHARED 15000000 D CELESTICA INC SUB VTG SHS 15101Q10 2075 163408 SH SHARED 163408 D CELESTICA INC SUB VTG SHS 15101Q10 14135 1113061 SH SHARED 01 800961 3700 308400 D CELESTICA INC SUB VTG SHS 15101Q10 649 51178 SH SHARED 02 51178 D CELESTICA INC SUB VTG SHS 15101Q10 13 1100 SH SHARED 06 300 800 D CELGENE CORP NOTE 1.750% 6/0 151020AC 1408 1013000 PRN SHARED 1013000 D CELGENE CORP NOTE 1.750% 6/0 151020AC 17448 12553000 PRN SHARED 02 12553000 D CELGENE CORP COM 15102010 238 4100 SH SHARED 4100 D CELGENE CORP COM 15102010 3207 55088 SH SHARED 55088 D CELGENE CORP COM 15102010 40932 702953 SH SHARED 01 604853 86800 11300 D CELGENE CORP COM 15102010 23 407 SH SHR/OTHR 01 407 D CELGENE CORP COM 15102010 2616 44936 SH SHARED 02 44936 D CELGENE CORP COM 15102010 16950 291100 SH SHARED 04 291100 D CELGENE CORP COM 15102010 436 7500 SH SHARED 06 7500 D CELGENE CORP COM 15102010 436 7500 SH SHARED 10 7500 D CEMEX S A SPON ADR 5 ORD 15129088 8543 303616 SH SHARED 291028 12588 D CEMEX S A SPON ADR 5 ORD 15129088 46136 1639532 SH SHARED 01 1639532 D CEMEX S A SPON ADR 5 ORD 15129088 1998 71007 SH SHARED 04 71007 D CEMEX S A SPON ADR 5 ORD 15129088 4788 170150 SH SHARED 05 170150 D CEMEX S A SPON ADR 5 ORD 15129088 2200 78198 SH SHARED 09 78198 D CEMEX S A SPON ADR 5 ORD 15129088 3325 118189 SH SHARED 12 118189 D CENDANT CORP DBCV 3.875%11/2 151313AN 2 2500 PRN SHARED 01 2500 D CENDANT CORP COM 15131310 134849 6243051 SH SHARED 6243051 D CENDANT CORP COM 15131310 25952 1201498 SH SHARED 01 1201498 D CENDANT CORP COM 15131310 266 12344 SH SHR/OTHR 01 12344 D CENDANT CORP COM 15131310 14273 660804 SH SHARED 02 660804 D CENDANT CORP COM 15131310 5076 235000 SH SHARED 04 235000 D CENDANT CORP COM 15131310 86 4016 SH SHARED 05 800 3216 D CENDANT CORP COM 15131310 6140 284281 SH SHARED 06 283281 1000 D CENDANT CORP COM 15131310 38 1800 SH SHARED 07 1800 D CENDANT CORP COM 15131310 62099 2874978 SH SHARED 10 2874978 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 215 36679 SH SHARED 36679 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 45 7723 SH SHARED 01 7723 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 0 3 SH SHARED 02 3 D CENTENE CORP DEL COM 15135B10 4739 111317 SH SHARED 111317 D CENTENE CORP DEL COM 15135B10 46875 1100887 SH SHARED 01 945158 5900 149829 D CENTENE CORP DEL COM 15135B10 42 1000 SH SHR/OTHR 01 1000 D CENTENE CORP DEL COM 15135B10 49 1174 SH SHARED 02 1174 D CENTENE CORP DEL COM 15135B10 659 15500 SH SHARED 05 15500 D CENTER BANCORP INC COM 15140810 0 8 SH SHARED 02 8 D CENTER FINL CORP CALIF COM 15146E10 107 5670 SH SHARED 5670 D CENTER FINL CORP CALIF COM 15146E10 5 310 SH SHARED 02 310 D CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAC 26328 24000000 PRN SHARED 24000000 D CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAC 3525 3214000 PRN SHARED 02 3214000 D CENTERPOINT ENERGY INC NOTE 2.875% 1/1 15189TAL 7124 6850000 PRN SHARED 02 6850000 D CENTERPOINT ENERGY INC COM 15189T10 22031 2126627 SH SHARED 2126627 D CENTERPOINT ENERGY INC COM 15189T10 569 54951 SH SHARED 01 53751 1200 D CENTERPOINT ENERGY INC COM 15189T10 31 3000 SH SHR/OTHR 01 3000 D CENTERPOINT ENERGY INC COM 15189T10 1151 111123 SH SHARED 02 111123 D CENTERPOINT ENERGY INC COM 15189T10 18 1757 SH SHARED 05 300 1457 D CENTERPOINT ENERGY INC COM 15189T10 24 2400 SH SHARED 06 2400 D CENTERPOINT ENERGY INC COM 15189T10 1088 105107 SH SHARED 10 105107 D CENTERPOINT PPTYS TR COM 15189510 317 7278 SH SHARED 7278 D CENTERPOINT PPTYS TR COM 15189510 1385 31800 SH SHARED 01 31800 D CENTERPOINT PPTYS TR COM 15189510 219 5036 SH SHARED 02 5036 D CENTERPOINT PPTYS TR COM 15189510 5299 121600 SH SHARED 10 121600 D CENTEX CORP COM 15231210 696 13800 SH SHARED 13800 D CENTEX CORP COM 15231210 26951 534115 SH SHARED 534115 D CENTEX CORP COM 15231210 3799 75307 SH SHARED 01 75243 64 D CENTEX CORP COM 15231210 2423 48032 SH SHARED 02 48032 D CENTEX CORP COM 15231210 34 690 SH SHARED 05 200 490 D CENTEX CORP COM 15231210 272 5398 SH SHARED 06 4898 500 D CENTEX CORP COM 15231210 2094 41502 SH SHARED 10 41502 D CENTILLIUM COMMUNICATIONS IN COM 15231910 169 71308 SH SHARED 71308 D CENTILLIUM COMMUNICATIONS IN COM 15231910 26 11106 SH SHARED 01 11106 D CENTILLIUM COMMUNICATIONS IN COM 15231910 0 28 SH SHARED 02 28 D CENTRAL COAST BANCORP COM 15314510 100 4906 SH SHARED 4906 D CENTRAL EUROPEAN DIST CORP COM 15343510 229 10293 SH SHARED 10293 D CENTRAL EUROPEAN DIST CORP COM 15343510 14 629 SH SHARED 01 629 D CENTRAL EUROPEAN DIST CORP COM 15343510 13 600 SH SHARED 02 600 D CENTRAL EUROPEAN DIST CORP COM 15343510 1592 71298 SH SHARED 04 71298 D CENTRAL FGHT LINES INC NEV COM 15349110 29 4864 SH SHARED 4864 D CENTRAL FGHT LINES INC NEV COM 15349110 1 300 SH SHARED 02 300 D CENTRAL FD CDA LTD CL A 15350110 57 10000 SH SHR/OTHR 01 10000 D CENTRAL GARDEN & PET CO COM 15352710 450 14725 SH SHARED 14725 D CENTRAL GARDEN & PET CO COM 15352710 597 19500 SH SHARED 01 19500 D CENTRAL GARDEN & PET CO COM 15352710 58 1895 SH SHARED 02 1895 D CENTRAL PAC FINL CORP COM 15476010 310 11290 SH SHARED 11290 D CENTRAL PAC FINL CORP COM 15476010 192 7000 SH SHARED 01 7000 D CENTRAL PAC FINL CORP COM 15476010 0 4 SH SHARED 02 4 D CENTRAL PKG CORP COM 15478510 152 11563 SH SHARED 11563 D CENTRAL PKG CORP COM 15478510 0 5 SH SHARED 02 5 D CENTRAL VT PUB SVC CORP COM 15577110 149 7416 SH SHARED 7416 D CENTRAL VT PUB SVC CORP COM 15577110 0 3 SH SHARED 02 3 D CENTURY ALUM CO COM 15643110 821 29612 SH SHARED 29612 D CENTURY ALUM CO COM 15643110 3044 109800 SH SHARED 01 109800 D CENTURY ALUM CO COM 15643110 45 1657 SH SHARED 02 1657 D CENTURY BANCORP INC CL A NON VTG 15643210 74 2352 SH SHARED 2352 D CENTURY BANCORP INC CL A NON VTG 15643210 0 1 SH SHARED 02 1 D CENTURY BUSINESS SVCS INC COM 15649010 499 111168 SH SHARED 111168 D CENTURY BUSINESS SVCS INC COM 15649010 10 2342 SH SHARED 01 2342 D CENTURY BUSINESS SVCS INC COM 15649010 0 22 SH SHARED 02 22 D CENTURY CASINOS INC COM 15649210 1 300 SH SHARED 300 D CEPHEID COM 15670R10 267 30997 SH SHARED 30997 D CEPHEID COM 15670R10 26 3109 SH SHARED 02 3109 D CENVEO INC COM 15670S10 0 36 SH SHARED 02 36 D CENTURYTEL INC COM 15670010 35907 1048704 SH SHARED 1048704 D CENTURYTEL INC COM 15670010 5854 170995 SH SHARED 01 123768 47227 D CENTURYTEL INC COM 15670010 540 15800 SH SHR/OTHR 01 15800 D CENTURYTEL INC COM 15670010 14063 410735 SH SHARED 02 410735 D CENTURYTEL INC COM 15670010 1610 47042 SH SHARED 10 47042 D CEPHALON INC NOTE 2.500%12/1 156708AE 1015 1045000 PRN SHARED 1045000 D CEPHALON INC NOTE 6/1 156708AJ 1006 1000000 PRN SHARED 02 1000000 D CEPHALON INC COM 15670810 114 2400 SH SHARED 2400 D CEPHALON INC COM 15670810 6721 140333 SH SHARED 140333 D CEPHALON INC COM 15670810 1027 21452 SH SHARED 01 19652 1800 D CEPHALON INC COM 15670810 1022 21338 SH SHARED 02 21338 D CEPHALON INC COM 15670810 7216 150650 SH SHARED 04 150650 D CERADYNE INC COM 15671010 415 9457 SH SHARED 9457 D CERADYNE INC COM 15671010 3201 72900 SH SHARED 01 72900 D CERADYNE INC COM 15671010 8 200 SH SHARED 02 200 D CERES GROUP INC COM 15677210 140 25797 SH SHARED 25797 D CERES GROUP INC COM 15677210 5 1048 SH SHARED 01 1048 D CERIDIAN CORP NEW COM 15677910 1553 84399 SH SHARED 84399 D CERIDIAN CORP NEW COM 15677910 1931 104942 SH SHARED 01 104172 770 D CERIDIAN CORP NEW COM 15677910 159 8650 SH SHR/OTHR 01 8650 D CERIDIAN CORP NEW COM 15677910 1063 57778 SH SHARED 02 57778 D CERIDIAN CORP NEW COM 15677910 23 1300 SH SHARED 06 1300 D CERNER CORP COM 15678210 3876 89614 SH SHARED 89614 D CERNER CORP COM 15678210 5886 136064 SH SHARED 01 136064 D CERNER CORP COM 15678210 147 3408 SH SHARED 02 3408 D CERTEGY INC COM 15688010 2962 79603 SH SHARED 79603 D CERTEGY INC COM 15688010 2884 77516 SH SHARED 01 62366 15150 D CERTEGY INC COM 15688010 783 21050 SH SHR/OTHR 01 8450 12600 D CERTEGY INC COM 15688010 881 23692 SH SHARED 02 23692 D CERTEGY INC COM 15688010 22 600 SH SHARED 06 600 D CERUS CORP COM 15708510 8 3720 SH SHARED 3720 D CERUS CORP COM 15708510 0 12 SH SHARED 02 12 D CERUS CORP COM 15708510 18 7500 SH SHARED 06 7500 D CERUS CORP COM 15708510 18 7500 SH SHARED 10 7500 D CEVA INC COM 15721010 2 378 SH SHARED 378 D CEVA INC COM 15721010 0 16 SH SHARED 02 16 D CHAMPION ENTERPRISES INC COM 15849610 549 53408 SH SHARED 53408 D CHAMPION ENTERPRISES INC COM 15849610 54 5270 SH SHARED 01 5270 D CHAMPION ENTERPRISES INC COM 15849610 1064 103401 SH SHARED 02 103401 D CHAMPION ENTERPRISES INC COM 15849610 8097 786900 SH SHARED 10 786900 D CHARLES RIVER ASSOCIATES COM 15985210 238 6216 SH SHARED 6216 D CHARLES RIVER ASSOCIATES COM 15985210 16 439 SH SHARED 02 439 D CHARLES RIV LABS INTL INC COM 15986410 29 650 SH SHARED 650 D CHARLES RIV LABS INTL INC COM 15986410 7429 162215 SH SHARED 162215 D CHARLES RIV LABS INTL INC COM 15986410 28907 631176 SH SHARED 01 574476 56700 D CHARLES RIV LABS INTL INC COM 15986410 10 224 SH SHR/OTHR 01 224 D CHARLES RIV LABS INTL INC COM 15986410 2368 51722 SH SHARED 02 51722 D CHARLES RIV LABS INTL INC COM 15986410 1145 25000 SH SHARED 04 25000 D CHARLES RIV LABS INTL INC COM 15986410 1289 28160 SH SHARED 10 28160 D CHARTERMAC SH BEN INT 16090810 1198 54507 SH SHARED 54507 D CHARTERMAC SH BEN INT 16090810 73 3358 SH SHARED 01 3358 D CHARLOTTE RUSSE HLDG INC COM 16104810 232 20220 SH SHARED 18120 2100 D CHARLOTTE RUSSE HLDG INC COM 16104810 1489 129746 SH SHARED 01 129746 D CHARLOTTE RUSSE HLDG INC COM 16104810 1083 94405 SH SHARED 02 94405 D CHARMING SHOPPES INC COM 16113310 477 67093 SH SHARED 67093 D CHARMING SHOPPES INC COM 16113310 42 5901 SH SHARED 01 5901 D CHARMING SHOPPES INC COM 16113310 310 43632 SH SHARED 02 43632 D CHARTER COMMUNICATIONS INC D NOTE 5.750%10/1 16117MAB 4 5500 PRN SHARED 01 5500 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC 2565 3000000 PRN SHARED 3000000 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC 21470 25112000 PRN SHARED 02 25112000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 1316 494957 SH SHARED 494957 D CHARTER COMMUNICATIONS INC D CL A 16117M10 346 130200 SH SHARED 01 130200 D CHARTER COMMUNICATIONS INC D CL A 16117M10 8 3171 SH SHARED 02 3171 D CHARTER FINL CORP WEST PT GA COM 16122M10 81 2400 SH SHARED 2400 D CHARTER FINL CORP WEST PT GA COM 16122M10 5 155 SH SHARED 02 155 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 471 78014 SH SHARED 78014 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 14 2444 SH SHARED 01 2444 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 105 17530 SH SHARED 02 17530 D CHATTEM INC COM 16245610 507 15738 SH SHARED 15738 D CHATTEM INC COM 16245610 451 14000 SH SHARED 01 14000 D CHATTEM INC COM 16245610 44 1370 SH SHARED 02 1370 D CHECKERS DRIVE-IN RESTAURANT COM NEW 16280930 186 15874 SH SHARED 15874 D CHECKERS DRIVE-IN RESTAURANT COM NEW 16280930 45 3914 SH SHARED 01 3914 D CHECKFREE CORP NEW COM 16281310 1749 63225 SH SHARED 55725 7500 D CHECKFREE CORP NEW COM 16281310 2520 91108 SH SHARED 01 91108 D CHECKFREE CORP NEW COM 16281310 1353 48931 SH SHARED 02 48931 D CHECKFREE CORP NEW COM 16281310 2767 100000 SH SHARED 04 100000 D CHECKFREE CORP NEW COM 16281310 2843 102770 SH SHARED 10 102770 D CHECKPOINT SYS INC SDCV 5.250%11/0 162825AB 25 25000 PRN SHARED 02 25000 D CHECKPOINT SYS INC COM 16282510 1208 77603 SH SHARED 77603 D CHECKPOINT SYS INC COM 16282510 402 25863 SH SHARED 01 25863 D CHECKPOINT SYS INC COM 16282510 148 9544 SH SHARED 02 9544 D CHEESECAKE FACTORY INC COM 16307210 916 21122 SH SHARED 21122 D CHEESECAKE FACTORY INC COM 16307210 26561 612025 SH SHARED 01 514961 91100 5964 D CHEESECAKE FACTORY INC COM 16307210 43 1002 SH SHR/OTHR 01 1002 D CHEESECAKE FACTORY INC COM 16307210 1711 39446 SH SHARED 02 39446 D CHELSEA PPTY GROUP INC COM 16342110 80985 1206944 SH SHARED 1206944 D CHELSEA PPTY GROUP INC COM 16342110 2947 43927 SH SHARED 01 39027 4900 D CHELSEA PPTY GROUP INC COM 16342110 500 7460 SH SHR/OTHR 01 1660 5800 D CHELSEA PPTY GROUP INC COM 16342110 14355 213940 SH SHARED 02 213940 D CHELSEA PPTY GROUP INC COM 16342110 422 6300 SH SHARED 11 6300 D CHEMED CORP NEW COM 16359R10 408 7332 SH SHARED 7332 D CHEMED CORP NEW COM 16359R10 50 900 SH SHARED 01 900 D CHEMED CORP NEW COM 16359R10 172 3103 SH SHARED 02 3103 D CHEMICAL FINL CORP COM 16373110 852 23332 SH SHARED 23332 D CHEMICAL FINL CORP COM 16373110 106 2909 SH SHARED 01 2909 D CHEMICAL FINL CORP COM 16373110 0 7 SH SHARED 02 7 D CHENIERE ENERGY INC COM NEW 16411R20 227 11503 SH SHARED 11503 D CHENIERE ENERGY INC COM NEW 16411R20 29 1490 SH SHARED 02 1490 D CHEROKEE INC DEL NEW COM 16444H10 101 4238 SH SHARED 4238 D CHEROKEE INC DEL NEW COM 16444H10 2 100 SH SHARED 02 100 D CHEROKEE INTL CORP COM 16445010 37 4464 SH SHARED 4464 D CHEROKEE INTL CORP COM 16445010 2 300 SH SHARED 02 300 D CHESAPEAKE CORP COM 16515910 318 13276 SH SHARED 13276 D CHESAPEAKE CORP COM 16515910 126 5281 SH SHARED 02 5281 D CHESAPEAKE ENERGY CORP COM 16516710 275 17401 SH SHARED 17401 D CHESAPEAKE ENERGY CORP COM 16516710 2928 184992 SH SHARED 01 184721 271 D CHESAPEAKE ENERGY CORP COM 16516710 1298 82043 SH SHARED 02 82043 D CHESAPEAKE ENERGY CORP PFD CONV 6.75% 16516750 27412 268512 SH SHARED 268512 D CHESAPEAKE ENERGY CORP PFD CONV 6% 16516770 6965 99500 SH SHARED 99500 D CHESAPEAKE UTILS CORP COM 16530310 0 4 SH SHARED 02 4 D CHEVRONTEXACO CORP COM 16676410 713 13300 SH SHARED 13300 D CHEVRONTEXACO CORP COM 16676410 603209 11245524 SH SHARED 11147464 98060 D CHEVRONTEXACO CORP COM 16676410 262070 4885731 SH SHARED 01 1873723 1620150 1391858 D CHEVRONTEXACO CORP COM 16676410 20735 386575 SH SHR/OTHR 01 38574 348001 D CHEVRONTEXACO CORP COM 16676410 69853 1302260 SH SHARED 02 1302260 D CHEVRONTEXACO CORP COM 16676410 89055 1660250 SH SHARED 04 1660250 D CHEVRONTEXACO CORP COM 16676410 16016 298587 SH SHARED 05 269124 29463 D CHEVRONTEXACO CORP COM 16676410 2848 53098 SH SHARED 06 45098 8000 D CHEVRONTEXACO CORP COM 16676410 1446 26974 SH SHARED 07 26974 D CHEVRONTEXACO CORP COM 16676410 2177 40600 SH SHARED 09 40600 D CHEVRONTEXACO CORP COM 16676410 264029 4922256 SH SHARED 10 4922256 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 401 13390 SH SHARED 13390 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 7092 236500 SH SHARED 01 236500 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 9 300 SH SHARED 02 300 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 167 5600 SH SHARED 10 5600 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 9194 57000 SH SHARED 57000 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 19 120 SH SHR/OTHR 01 120 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 863 5351 SH SHARED 02 5351 D CHICOS FAS INC COM 16861510 3307 96706 SH SHARED 96706 D CHICOS FAS INC COM 16861510 24110 704986 SH SHARED 01 613216 91600 170 D CHICOS FAS INC COM 16861510 367 10752 SH SHR/OTHR 01 10000 752 D CHICOS FAS INC COM 16861510 1988 58152 SH SHARED 02 58152 D CHICOS FAS INC COM 16861510 684 20000 SH SHARED 04 20000 D CHICOS FAS INC COM 16861510 1255 36720 SH SHARED 10 36720 D CHILE FD INC COM 16883410 45 3300 SH SHARED 02 3300 D CHILDRENS PL RETAIL STORES I COM 16890510 454 19020 SH SHARED 19020 D CHILDRENS PL RETAIL STORES I COM 16890510 3527 147537 SH SHARED 01 147537 D CHILDRENS PL RETAIL STORES I COM 16890510 138 5805 SH SHARED 02 5805 D CHINA FD INC COM 16937310 833 27900 SH SHARED 27900 D CHINA FD INC COM 16937310 29 1000 SH SHR/OTHR 01 1000 D CHINA LIFE INS CO LTD SPON ADR REP H 16939P10 27119 1062662 SH SHARED 1053391 9271 D CHINA LIFE INS CO LTD SPON ADR REP H 16939P10 153 6009 SH SHARED 01 6009 D CHINA MOBILE HONG KONG LTD NOTE 2.250%11/0 16941MAA 9979 10050000 PRN SHARED 10050000 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 29898 1954162 SH SHARED 1953742 420 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 433 28350 SH SHARED 01 25200 3150 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 2 179 SH SHARED 02 179 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 631 41300 SH SHARED 06 41300 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 13640 332300 SH SHARED 325000 7300 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 32 782 SH SHARED 01 782 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 18 457 SH SHARED 02 457 D CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 1767 54707 SH SHARED 54707 D CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 331 10268 SH SHARED 01 10268 D CHINA UNICOM LTD SPONSORED ADR 16945R10 632 81047 SH SHARED 81047 D CHINA UNICOM LTD SPONSORED ADR 16945R10 18 2404 SH SHARED 01 2404 D CHINA UNICOM LTD SPONSORED ADR 16945R10 6 884 SH SHARED 02 884 D CHINDEX INTERNATIONAL INC COM 16946710 0 71 SH SHARED 71 D CHIPPAC INC NOTE 2.500% 6/0 169657AD 6195 6245000 PRN SHARED 6245000 D CHIPPAC INC NOTE 2.500% 6/0 169657AD 1041 1050000 PRN SHARED 02 1050000 D CHOICE HOTELS INTL INC COM 16990510 199 3467 SH SHARED 3467 D CHOICE HOTELS INTL INC COM 16990510 301 5243 SH SHARED 01 5243 D CHOICE HOTELS INTL INC COM 16990510 133 2310 SH SHARED 02 2310 D CHIQUITA BRANDS INTL INC *W EXP 03/19/200 17003211 111 25991 SH SHARED 25991 D CHIQUITA BRANDS INTL INC COM 17003280 908 52205 SH SHARED 52205 D CHIQUITA BRANDS INTL INC COM 17003280 525 30181 SH SHARED 01 29500 681 D CHIQUITA BRANDS INTL INC COM 17003280 0 10 SH SHARED 02 10 D CHIRON CORP DBCV 1.625% 8/0 170040AG 4905 5000000 PRN SHARED 5000000 D CHIRON CORP COM 17004010 265 6000 SH SHARED 6000 D CHIRON CORP COM 17004010 37458 847484 SH SHARED 847484 D CHIRON CORP COM 17004010 16532 374036 SH SHARED 01 316693 52500 4843 D CHIRON CORP COM 17004010 23 531 SH SHR/OTHR 01 531 D CHIRON CORP COM 17004010 6335 143334 SH SHARED 02 143334 D CHIRON CORP COM 17004010 18555 419800 SH SHARED 04 419800 D CHIRON CORP COM 17004010 33 747 SH SHARED 05 747 D CHIRON CORP COM 17004010 503 11400 SH SHARED 06 11400 D CHIRON CORP COM 17004010 3302 74720 SH SHARED 10 74720 D CHITTENDEN CORP COM 17022810 854 31344 SH SHARED 31344 D CHITTENDEN CORP COM 17022810 383 14070 SH SHARED 01 13073 997 D CHITTENDEN CORP COM 17022810 0 13 SH SHARED 02 13 D CHOICEPOINT INC COM 17038810 1262 29613 SH SHARED 29613 D CHOICEPOINT INC COM 17038810 7380 173056 SH SHARED 01 66056 107000 D CHOICEPOINT INC COM 17038810 411 9638 SH SHR/OTHR 01 2039 7599 D CHOICEPOINT INC COM 17038810 1676 39303 SH SHARED 02 39303 D CHOICEPOINT INC COM 17038810 55 1300 SH SHARED 06 800 500 D CHOICEPOINT INC COM 17038810 1259 29540 SH SHARED 10 29540 D CHOLESTECH CORP COM 17039310 69 10332 SH SHARED 10332 D CHOLESTECH CORP COM 17039310 17 2562 SH SHARED 01 2562 D CHOLESTECH CORP COM 17039310 0 8 SH SHARED 02 8 D CHORDIANT SOFTWARE INC COM 17040410 123 42423 SH SHARED 42423 D CHORDIANT SOFTWARE INC COM 17040410 379 130581 SH SHARED 02 130581 D CHRISTOPHER & BANKS CORP COM 17104610 54 3400 SH SHARED 3400 D CHRISTOPHER & BANKS CORP COM 17104610 1111 69430 SH SHARED 69430 D CHRISTOPHER & BANKS CORP COM 17104610 205 12846 SH SHARED 01 12846 D CHRISTOPHER & BANKS CORP COM 17104610 232 14509 SH SHARED 02 14509 D CHROMAVISION MED SYS INC COM 17111P10 1 1800 SH SHARED 01 1800 D CHRONIMED INC COM 17116410 0 14 SH SHARED 02 14 D CHUBB CORP COM 17123210 60319 858276 SH SHARED 857176 1100 D CHUBB CORP COM 17123210 23247 330778 SH SHARED 01 257066 73712 D CHUBB CORP COM 17123210 1938 27587 SH SHR/OTHR 01 27587 D CHUBB CORP COM 17123210 5081 72310 SH SHARED 02 72310 D CHUBB CORP COM 17123210 55 785 SH SHARED 05 200 585 D CHUBB CORP COM 17123210 281 4000 SH SHARED 06 3750 250 D CHUBB CORP COM 17123210 9147 130161 SH SHARED 10 130161 D CHUBB CORP CORP UNIT % 17123230 1399 49980 SH SHARED 49980 D CHUBB CORP CORP UNIT % 17123230 1276 45595 SH SHARED 02 45595 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 34507 1959530 SH SHARED 1952330 7200 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 26415 1500000 SH SHARED 04 1500000 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 158 9000 SH SHARED 05 9000 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 3298 187300 SH SHARED 10 187300 D CHURCH & DWIGHT INC COM 17134010 700 24960 SH SHARED 24960 D CHURCH & DWIGHT INC COM 17134010 1438 51278 SH SHARED 01 18878 32400 D CHURCH & DWIGHT INC COM 17134010 169 6030 SH SHR/OTHR 01 6030 D CHURCH & DWIGHT INC COM 17134010 2091 74547 SH SHARED 02 74547 D CHURCHILL DOWNS INC COM 17148410 175 4470 SH SHARED 4470 D CHURCHILL DOWNS INC COM 17148410 31 800 SH SHARED 01 600 200 D CHURCHILL DOWNS INC COM 17148410 1 42 SH SHARED 02 42 D CIBA SPECIALTY CHEMICALS HLD SPONSORED ADR 17162W20 894 28700 SH SHARED 02 28700 D CIBER INC SDCV 2.875%12/1 17163BAB 3517 3750000 PRN SHARED 02 3750000 D CIBER INC COM 17163B10 275 36648 SH SHARED 36648 D CIBER INC COM 17163B10 3 500 SH SHR/OTHR 01 500 D CIBER INC COM 17163B10 6 814 SH SHARED 02 814 D CIENA CORP NOTE 3.750% 2/0 171779AA 23813 27950000 PRN SHARED 27950000 D CIENA CORP NOTE 3.750% 2/0 171779AA 5 6500 PRN SHARED 01 6500 D CIENA CORP NOTE 3.750% 2/0 171779AA 5368 6301000 PRN SHARED 02 6301000 D CIENA CORP COM 17177910 3677 1857401 SH SHARED 1857401 D CIENA CORP COM 17177910 469 236881 SH SHARED 01 236481 400 D CIENA CORP COM 17177910 687 347076 SH SHARED 02 347076 D CIENA CORP COM 17177910 2 1285 SH SHARED 05 1285 D CIENA CORP COM 17177910 12 6500 SH SHARED 06 6500 D CIENA CORP COM 17177910 348 175815 SH SHARED 10 175815 D CIGNA INVTS SECS INC COM 17179X10 316 18823 SH SHARED 18823 D CIMAREX ENERGY CO COM 17179810 3456 98934 SH SHARED 98934 D CIMAREX ENERGY CO COM 17179810 3711 106237 SH SHARED 01 106237 D CIMAREX ENERGY CO COM 17179810 55 1594 SH SHR/OTHR 01 1594 D CIMAREX ENERGY CO COM 17179810 664 19011 SH SHARED 02 19011 D CINCINNATI BELL INC NEW COM 17187110 1309 375129 SH SHARED 375129 D CINCINNATI BELL INC NEW COM 17187110 1460 418530 SH SHARED 01 418530 D CINCINNATI BELL INC NEW COM 17187110 177 50999 SH SHARED 02 50999 D CINCINNATI BELL INC NEW COM 17187110 12197 3495100 SH SHARED 10 3495100 D CINCINNATI FINL CORP COM 17206210 30107 730421 SH SHARED 728426 1995 D CINCINNATI FINL CORP COM 17206210 2793 67762 SH SHARED 01 15679 52083 D CINCINNATI FINL CORP COM 17206210 1597 38755 SH SHR/OTHR 01 38755 D CINCINNATI FINL CORP COM 17206210 2504 60763 SH SHARED 02 60763 D CINCINNATI FINL CORP COM 17206210 64 1560 SH SHARED 06 1560 D CINCINNATI FINL CORP COM 17206210 2340 56789 SH SHARED 10 56789 D CINERGY CORP COM 17247410 17096 431728 SH SHARED 431728 D CINERGY CORP COM 17247410 1545 39029 SH SHARED 01 29229 9800 D CINERGY CORP COM 17247410 209 5300 SH SHR/OTHR 01 5300 D CINERGY CORP COM 17247410 2685 67827 SH SHARED 02 67827 D CINERGY CORP COM 17247410 55 1400 SH SHARED 06 1400 D CINERGY CORP COM 17247410 2626 66316 SH SHARED 10 66316 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 223 57226 SH SHARED 57226 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 52 13376 SH SHARED 01 13376 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 9 2308 SH SHARED 02 2308 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 282 72500 SH SHARED 04 72500 D CIRCLE GROUP HLDGS INC COM 17257010 22 12615 SH SHARED 12615 D CIRCLE GROUP HLDGS INC COM 17257010 1 1000 SH SHARED 02 1000 D CIRCOR INTL INC COM 17273K10 197 10110 SH SHARED 10110 D CIRCOR INTL INC COM 17273K10 4 222 SH SHARED 02 222 D CIRCUIT CITY STORE INC COM 17273710 34456 2246157 SH SHARED 2246157 D CIRCUIT CITY STORE INC COM 17273710 1422 92705 SH SHARED 01 92705 D CIRCUIT CITY STORE INC COM 17273710 3973 259016 SH SHARED 02 259016 D CIRCUIT CITY STORE INC COM 17273710 10 691 SH SHARED 05 691 D CIRCUIT CITY STORE INC COM 17273710 1046 68246 SH SHARED 10 68246 D CISCO SYS INC COM 17275R10 1558 86130 SH SHARED 85978 152 D CISCO SYS INC COM 17275R10 666456 36820776 SH SHARED 35744733 1076043 D CISCO SYS INC COM 17275R10 505165 27909685 SH SHARED 01 12320461 9564040 6025184 D CISCO SYS INC COM 17275R10 29863 1649893 SH SHR/OTHR 01 251108 1398785 D CISCO SYS INC COM 17275R10 55061 3042071 SH SHARED 02 3042071 D CISCO SYS INC COM 17275R10 20375 1125710 SH SHARED 03 1125710 D CISCO SYS INC COM 17275R10 58332 3222800 SH SHARED 04 3222800 D CISCO SYS INC COM 17275R10 55325 3056665 SH SHARED 05 1994652 1062013 D CISCO SYS INC COM 17275R10 17447 963946 SH SHARED 06 852346 111600 D CISCO SYS INC COM 17275R10 2409 133111 SH SHARED 07 133111 D CISCO SYS INC COM 17275R10 3402 188000 SH SHARED 09 188000 D CISCO SYS INC COM 17275R10 55702 3077481 SH SHARED 10 3077481 D CIRRUS LOGIC INC COM 17275510 233 49001 SH SHARED 49001 D CIRRUS LOGIC INC COM 17275510 2316 485700 SH SHARED 01 485700 D CIRRUS LOGIC INC COM 17275510 284 59677 SH SHARED 02 59677 D CITADEL BROADCASTING CORP COM 17285T10 21 1700 SH SHARED 1700 D CITADEL BROADCASTING CORP COM 17285T10 6 503 SH SHARED 503 D CITADEL BROADCASTING CORP COM 17285T10 2585 201697 SH SHARED 01 201697 D CITADEL BROADCASTING CORP COM 17285T10 103 8100 SH SHARED 02 8100 D CITADEL BROADCASTING CORP COM 17285T10 1538 120000 SH SHARED 04 120000 D CINTAS CORP COM 17290810 30870 734308 SH SHARED 734308 D CINTAS CORP COM 17290810 15896 378121 SH SHARED 01 59922 318199 D CINTAS CORP COM 17290810 1013 24100 SH SHR/OTHR 01 24100 D CINTAS CORP COM 17290810 3377 80332 SH SHARED 02 80332 D CINTAS CORP COM 17290810 47 1133 SH SHARED 05 100 1033 D CINTAS CORP COM 17290810 44 1050 SH SHARED 06 1050 D CINTAS CORP COM 17290810 2736 65084 SH SHARED 10 65084 D CITIGROUP INC COM 17296710 3409 77274 SH SHARED 61866 15408 D CITIGROUP INC COM 17296710 1502132 34046516 SH SHARED 33116035 930481 D CITIGROUP INC COM 17296710 641986 14550925 SH SHARED 01 5289375 6127094 3134456 D CITIGROUP INC COM 17296710 30554 692521 SH SHR/OTHR 01 101452 591069 D CITIGROUP INC COM 17296710 98404 2230379 SH SHARED 02 2230379 D CITIGROUP INC COM 17296710 31177 706655 SH SHARED 03 706655 D CITIGROUP INC COM 17296710 48284 1094400 SH SHARED 04 1094400 D CITIGROUP INC COM 17296710 117892 2672079 SH SHARED 05 1919743 752336 D CITIGROUP INC COM 17296710 36560 828660 SH SHARED 06 551660 277000 D CITIGROUP INC COM 17296710 3882 88004 SH SHARED 07 88004 D CITIGROUP INC COM 17296710 5387 122100 SH SHARED 09 122100 D CITIGROUP INC COM 17296710 161565 3661966 SH SHARED 10 3661966 D CITIGROUP INC *W EXP 99/99/999 17296712 4042 2847047 SH SHARED 2847047 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 83 119749 SH SHARED 119749 D CITIZENS BKG CORP MICH COM 17442010 959 29468 SH SHARED 29468 D CITIZENS BKG CORP MICH COM 17442010 46 1418 SH SHARED 01 1418 D CITIZENS BKG CORP MICH COM 17442010 23 712 SH SHARED 02 712 D CITIZENS COMMUNICATIONS CO COM 17453B10 140189 10469680 SH SHARED 10469680 D CITIZENS COMMUNICATIONS CO COM 17453B10 2313 172805 SH SHARED 01 147900 24905 D CITIZENS COMMUNICATIONS CO COM 17453B10 7482 558801 SH SHARED 02 558801 D CITIZENS COMMUNICATIONS CO COM 17453B10 1606 120000 SH SHARED 06 120000 D CITIZENS COMMUNICATIONS CO COM 17453B10 1525 113905 SH SHARED 10 113905 D CITIZENS FIRST BANCORP INC D COM 17461R10 121 4859 SH SHARED 4859 D CITIZENS FIRST BANCORP INC D COM 17461R10 15 602 SH SHARED 02 602 D CITIZENS INC CL A 17474010 102 17224 SH SHARED 17224 D CITIZENS INC CL A 17474010 0 79 SH SHARED 02 79 D CITIZENS SOUTH BKG CP DEL COM 17668210 0 8 SH SHARED 02 8 D CITRIX SYS INC COM 17737610 15124 863259 SH SHARED 863259 D CITRIX SYS INC COM 17737610 2368 135170 SH SHARED 01 134770 400 D CITRIX SYS INC COM 17737610 2835 161830 SH SHARED 02 161830 D CITRIX SYS INC COM 17737610 876 50000 SH SHARED 04 50000 D CITRIX SYS INC COM 17737610 8 504 SH SHARED 05 504 D CITRIX SYS INC COM 17737610 35 2000 SH SHARED 06 2000 D CITRIX SYS INC COM 17737610 1934 110391 SH SHARED 10 110391 D CITY BK LYNNWOOD WASH COM 17770A10 149 4277 SH SHARED 4277 D CITY BK LYNNWOOD WASH COM 17770A10 0 2 SH SHARED 02 2 D CITY HLDG CO COM 17783510 521 15854 SH SHARED 15854 D CITY HLDG CO COM 17783510 364 11097 SH SHARED 01 11097 D CITY HLDG CO COM 17783510 0 5 SH SHARED 02 5 D CITY INVESTING CO LIQ TR UNIT BEN INT 17790010 69 35319 SH SHARED 35319 D CITY NATL CORP COM 17856610 973 14985 SH SHARED 14985 D CITY NATL CORP COM 17856610 924 14228 SH SHARED 01 14228 D CITY NATL CORP COM 17856610 898 13833 SH SHARED 02 13833 D CITY NATL CORP COM 17856610 565 8700 SH SHARED 10 8700 D CITY TELECOM H K LTD SPONSORED ADR 17867720 33 7874 SH SHARED 7874 D CLAIRES STORES INC COM 17958410 3976 158805 SH SHARED 158805 D CLAIRES STORES INC COM 17958410 15470 617834 SH SHARED 01 617834 D CLAIRES STORES INC COM 17958410 891 35601 SH SHARED 02 35601 D CLAIRES STORES INC COM 17958410 36 1458 SH SHARED 06 1458 D CLARCOR INC COM 17989510 907 19038 SH SHARED 19038 D CLARCOR INC COM 17989510 36 769 SH SHARED 01 769 D CLARCOR INC COM 17989510 81 1707 SH SHARED 02 1707 D CLARK INC COM 18145710 403 29813 SH SHARED 29813 D CLARK INC COM 18145710 72 5372 SH SHARED 01 5372 D CLARK INC COM 18145710 0 13 SH SHARED 02 13 D CLARUS CORP COM 18270710 80 9243 SH SHARED 9243 D CLARUS CORP COM 18270710 15 1736 SH SHARED 02 1736 D CLEAN HARBORS INC COM 18449610 253 21751 SH SHARED 21751 D CLEAN HARBORS INC COM 18449610 62 5393 SH SHARED 01 5393 D CLEAN HARBORS INC COM 18449610 0 12 SH SHARED 02 12 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 299 9600 SH SHARED 9600 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 52890 1696824 SH SHARED 1682024 14800 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 4023 129069 SH SHARED 01 125444 3625 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 16039 514576 SH SHARED 02 514576 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 1991 63900 SH SHARED 03 63900 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 16289 522600 SH SHARED 04 522600 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 1700 54567 SH SHARED 05 39688 14879 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 4124 132310 SH SHARED 06 131110 1200 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 21 700 SH SHARED 07 700 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 29975 961685 SH SHARED 10 961685 D CLEVELAND CLIFFS INC COM 18589610 791 9793 SH SHARED 9793 D CLEVELAND CLIFFS INC COM 18589610 28 348 SH SHARED 01 348 D CLEVELAND CLIFFS INC COM 18589610 16 203 SH SHARED 02 203 D CLIFTON SVGS BANCORP INC COM 18712Q10 97 8348 SH SHARED 8348 D CLOROX CO DEL COM 18905410 48390 907881 SH SHARED 907881 D CLOROX CO DEL COM 18905410 20205 379093 SH SHARED 01 208903 170190 D CLOROX CO DEL COM 18905410 1047 19650 SH SHR/OTHR 01 3550 16100 D CLOROX CO DEL COM 18905410 3827 71805 SH SHARED 02 71805 D CLOROX CO DEL COM 18905410 426 8000 SH SHARED 04 8000 D CLOROX CO DEL COM 18905410 192 3608 SH SHARED 05 2970 638 D CLOROX CO DEL COM 18905410 82 1550 SH SHARED 06 1550 D CLOROX CO DEL COM 18905410 4938 92650 SH SHARED 10 92650 D CLOSURE MED CORP COM 18909310 90 6325 SH SHARED 6325 D CLOSURE MED CORP COM 18909310 0 7 SH SHARED 01 7 D CLOSURE MED CORP COM 18909310 20 1430 SH SHARED 02 1430 D COACH INC COM 18975410 275 6500 SH SHARED 6500 D COACH INC COM 18975410 33607 792257 SH SHARED 792257 D COACH INC COM 18975410 32753 772125 SH SHARED 01 691909 80216 D COACH INC COM 18975410 1289 30405 SH SHR/OTHR 01 30405 D COACH INC COM 18975410 3242 76442 SH SHARED 02 76442 D COACH INC COM 18975410 36735 866000 SH SHARED 04 866000 D COACH INC COM 18975410 470 11100 SH SHARED 06 11100 D COACH INC COM 18975410 4652 109680 SH SHARED 10 109680 D COACHMEN INDS INC COM 18987310 134 8519 SH SHARED 8519 D COACHMEN INDS INC COM 18987310 9 600 SH SHARED 01 600 D COACHMEN INDS INC COM 18987310 0 4 SH SHARED 02 4 D COASTAL FINL CORP DEL COM 19046E10 103 7169 SH SHARED 7169 D COASTAL FINL CORP DEL COM 19046E10 14 1002 SH SHARED 02 1002 D COBIZ INC COM 19089710 130 7898 SH SHARED 7898 D COBIZ INC COM 19089710 558 33814 SH SHR/OTHR 01 33814 D COBIZ INC COM 19089710 11 703 SH SHARED 02 703 D COBRA ELECTRS CORP COM 19104210 1 150 SH SHARED 150 D COCA COLA BOTTLING CO CONS COM 19109810 191 3544 SH SHARED 3544 D COCA COLA BOTTLING CO CONS COM 19109810 47 878 SH SHARED 01 878 D COCA COLA BOTTLING CO CONS COM 19109810 8 159 SH SHARED 02 159 D COCA COLA HELLENIC BTTLG CO SPONSORED ADR 1912EP10 84 4000 SH SHR/OTHR 01 4000 D COCA COLA CO COM 19121610 449 11220 SH SHARED 11100 120 D COCA COLA CO COM 19121610 781184 19505242 SH SHARED 19113795 391447 D COCA COLA CO COM 19121610 149497 3732759 SH SHARED 01 1335368 1330400 1066991 D COCA COLA CO COM 19121610 16102 402050 SH SHR/OTHR 01 137200 264850 D COCA COLA CO COM 19121610 59998 1498078 SH SHARED 02 1498078 D COCA COLA CO COM 19121610 10553 263500 SH SHARED 03 263500 D COCA COLA CO COM 19121610 53066 1325000 SH SHARED 04 1325000 D COCA COLA CO COM 19121610 11793 294466 SH SHARED 05 269900 24566 D COCA COLA CO COM 19121610 5969 149039 SH SHARED 06 145839 3200 D COCA COLA CO COM 19121610 700 17500 SH SHARED 07 17500 D COCA COLA CO COM 19121610 1057 26400 SH SHARED 09 26400 D COCA COLA CO COM 19121610 37769 943059 SH SHARED 10 943059 D COCA COLA ENTERPRISES INC COM 19121910 40686 2152721 SH SHARED 2148221 4500 D COCA COLA ENTERPRISES INC COM 19121910 4908 259700 SH SHARED 01 259700 D COCA COLA ENTERPRISES INC COM 19121910 5868 310523 SH SHARED 02 310523 D COCA COLA ENTERPRISES INC COM 19121910 45 2420 SH SHARED 05 2420 D COCA COLA ENTERPRISES INC COM 19121910 139 7359 SH SHARED 06 7359 D COCA COLA ENTERPRISES INC COM 19121910 3310 175133 SH SHARED 10 175133 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 641 32925 SH SHARED 32925 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 128 6575 SH SHARED 01 6575 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 1 60 SH SHARED 02 60 D COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ 959 1045000 PRN SHARED 1045000 D COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ 2539 2766000 PRN SHARED 02 2766000 D COEUR D ALENE MINES CORP IDA COM 19210810 659 139223 SH SHARED 139223 D COEUR D ALENE MINES CORP IDA COM 19210810 146 30824 SH SHARED 01 30824 D COEUR D ALENE MINES CORP IDA COM 19210810 55 11631 SH SHARED 02 11631 D COGENT COMM GROUP INC COM 19239V10 0 97 SH SHR/OTHR 01 97 D COGNEX CORP COM 19242210 1840 70242 SH SHARED 70242 D COGNEX CORP COM 19242210 2657 101427 SH SHARED 01 101427 D COGNEX CORP COM 19242210 169 6467 SH SHARED 02 6467 D COGNOS INC COM 19244C10 5118 144099 SH SHARED 144099 D COGNOS INC COM 19244C10 41581 1170663 SH SHARED 01 1029113 141300 250 D COGNOS INC COM 19244C10 76 2153 SH SHR/OTHR 01 2153 D COGNOS INC COM 19244C10 1547 43568 SH SHARED 02 43568 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 3197 104795 SH SHARED 104795 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 34847 1142162 SH SHARED 01 1138288 2800 1074 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 18 601 SH SHR/OTHR 01 601 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 1620 53107 SH SHARED 02 53107 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 6845 224370 SH SHARED 10 224370 D COHEN & STEERS PREM INC RLTY COM 19247V10 0 42 SH SHARED 42 D COHERENT INC COM 19247910 498 19226 SH SHARED 19226 D COHERENT INC COM 19247910 478 18431 SH SHARED 01 18431 D COHERENT INC COM 19247910 15 608 SH SHARED 02 608 D COHU INC COM 19257610 443 30034 SH SHARED 30034 D COHU INC COM 19257610 71 4846 SH SHARED 01 4846 D COHU INC COM 19257610 0 6 SH SHARED 02 6 D COINSTAR INC COM 19259P30 955 41028 SH SHARED 41028 D COINSTAR INC COM 19259P30 3569 153200 SH SHARED 01 153200 D COINSTAR INC COM 19259P30 402 17271 SH SHARED 02 17271 D COLDWATER CREEK INC COM 19306810 363 17429 SH SHARED 17429 D COLDWATER CREEK INC COM 19306810 1615 77396 SH SHARED 01 77396 D COLDWATER CREEK INC COM 19306810 265 12722 SH SHARED 02 12722 D COLE NATIONAL CORP NEW CL A 19329010 240 8661 SH SHARED 8661 D COLE NATIONAL CORP NEW CL A 19329010 58 2100 SH SHARED 01 2100 D COLE NATIONAL CORP NEW CL A 19329010 461 16638 SH SHARED 02 16638 D COLE KENNETH PRODTNS INC CL A 19329410 175 6229 SH SHARED 6229 D COLE KENNETH PRODTNS INC CL A 19329410 183 6537 SH SHARED 01 6537 D COLE KENNETH PRODTNS INC CL A 19329410 53 1902 SH SHARED 02 1902 D COLES MYER LTD SPON ADR NEW 19387040 4111 76008 SH SHARED 02 76008 D COLGATE PALMOLIVE CO COM 19416210 965 21362 SH SHARED 21362 D COLGATE PALMOLIVE CO COM 19416210 156382 3461329 SH SHARED 3389461 71868 D COLGATE PALMOLIVE CO COM 19416210 173884 3848699 SH SHARED 01 1848970 1185150 814579 D COLGATE PALMOLIVE CO COM 19416210 10306 228113 SH SHR/OTHR 01 62825 165288 D COLGATE PALMOLIVE CO COM 19416210 11525 255103 SH SHARED 02 255103 D COLGATE PALMOLIVE CO COM 19416210 5850 129500 SH SHARED 03 129500 D COLGATE PALMOLIVE CO COM 19416210 146622 3245300 SH SHARED 04 3245300 D COLGATE PALMOLIVE CO COM 19416210 11636 257563 SH SHARED 05 112600 144963 D COLGATE PALMOLIVE CO COM 19416210 7155 158375 SH SHARED 06 158375 D COLGATE PALMOLIVE CO COM 19416210 9554 211482 SH SHARED 10 211482 D COLLAGENEX PHARMACEUTICALS I COM 19419B10 298 45600 SH SHARED 45600 D COLLAGENEX PHARMACEUTICALS I COM 19419B10 35 5402 SH SHARED 5402 D COLLAGENEX PHARMACEUTICALS I COM 19419B10 8 1339 SH SHARED 01 1339 D COLLAGENEX PHARMACEUTICALS I COM 19419B10 84 12908 SH SHARED 02 12908 D COLLEGIATE FDG SVCS INC COM 19458M10 25 2027 SH SHARED 2027 D COLLINS & AIKMAN CORP NEW COM NEW 19483020 479 114775 SH SHARED 114775 D COLLINS & AIKMAN CORP NEW COM NEW 19483020 7 1794 SH SHARED 01 1794 D COLLINS & AIKMAN CORP NEW COM NEW 19483020 5 1294 SH SHARED 02 1294 D COLONIAL BANCGROUP INC COM 19549330 1258 61539 SH SHARED 61539 D COLONIAL BANCGROUP INC COM 19549330 831 40650 SH SHARED 01 40650 D COLONIAL BANCGROUP INC COM 19549330 1590 77794 SH SHARED 02 77794 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 58 5800 SH SHARED 02 5800 D COLONIAL PPTYS TR COM SH BEN INT 19587210 984 24471 SH SHARED 24471 D COLONIAL PPTYS TR COM SH BEN INT 19587210 1137 28278 SH SHARED 01 28278 D COLONIAL PPTYS TR COM SH BEN INT 19587210 4 105 SH SHARED 02 105 D COLONIAL PPTYS TR COM SH BEN INT 19587210 4223 105000 SH SHARED 10 105000 D COLONIAL PPTYS TR COM SH BEN INT 19587210 11615 288800 SH SHARED 11 288800 D COLT TELECOM GROUP PLC SPONSORED ADR 19687710 155 50025 SH SHARED 50025 D COLT TELECOM GROUP PLC SPONSORED ADR 19687710 21 6775 SH SHARED 01 6775 D COLUMBIA BANCORP COM 19722710 104 3585 SH SHARED 3585 D COLUMBIA BANCORP COM 19722710 0 1 SH SHARED 02 1 D COLUMBIA BANCORP ORE COM 19723110 0 8 SH SHARED 02 8 D COLUMBIA BKG SYS INC COM 19723610 244 10272 SH SHARED 10272 D COLUMBIA BKG SYS INC COM 19723610 10 431 SH SHARED 01 431 D COLUMBIA BKG SYS INC COM 19723610 0 4 SH SHARED 02 4 D COLUMBIA LABS INC COM 19777910 10065 3300000 SH SHARED 3300000 D COLUMBIA SPORTSWEAR CO COM 19851610 178 3270 SH SHARED 3270 D COLUMBIA SPORTSWEAR CO COM 19851610 27173 498604 SH SHARED 01 432904 65700 D COLUMBIA SPORTSWEAR CO COM 19851610 19 353 SH SHR/OTHR 01 353 D COLUMBIA SPORTSWEAR CO COM 19851610 152 2798 SH SHARED 02 2798 D COLUMBUS MCKINNON CORP N Y COM 19933310 86 9504 SH SHARED 9504 D COLUMBUS MCKINNON CORP N Y COM 19933310 20 2228 SH SHARED 01 2228 D COMFORT SYS USA INC COM 19990810 147 22375 SH SHARED 22375 D COMFORT SYS USA INC COM 19990810 5 775 SH SHARED 02 775 D COMARCO INC COM 20008010 44 7212 SH SHARED 7212 D COMARCO INC COM 20008010 11 1788 SH SHARED 01 1788 D COMCAST CORP NEW CL A 20030N10 112 4000 SH SHARED 4000 D COMCAST CORP NEW CL A 20030N10 411179 14560170 SH SHARED 14539998 20172 D COMCAST CORP NEW CL A 20030N10 7352 260340 SH SHARED 01 215697 44643 D COMCAST CORP NEW CL A 20030N10 311 11014 SH SHR/OTHR 01 3908 7106 D COMCAST CORP NEW CL A 20030N10 23619 836382 SH SHARED 02 836382 D COMCAST CORP NEW CL A 20030N10 8878 314396 SH SHARED 04 314396 D COMCAST CORP NEW CL A 20030N10 406 14380 SH SHARED 05 6845 7535 D COMCAST CORP NEW CL A 20030N10 2516 89117 SH SHARED 06 87176 1941 D COMCAST CORP NEW CL A 20030N10 59 2100 SH SHARED 07 2100 D COMCAST CORP NEW CL A 20030N10 33733 1194542 SH SHARED 10 1194542 D COMCAST CORP NEW CL A SPL 20030N20 836 29957 SH SHARED 29957 D COMCAST CORP NEW CL A SPL 20030N20 142458 5102377 SH SHARED 01 1354546 2746900 1000931 D COMCAST CORP NEW CL A SPL 20030N20 8197 293623 SH SHR/OTHR 01 36080 257543 D COMCAST CORP NEW CL A SPL 20030N20 6034 216122 SH SHARED 02 216122 D COMCAST CORP NEW CL A SPL 20030N20 11009 394328 SH SHARED 05 379228 15100 D COMCAST CORP NEW CL A SPL 20030N20 1062 38050 SH SHARED 06 36750 1300 D COMCAST CORP NEW CL A SPL 20030N20 1202 43085 SH SHARED 07 43085 D COMCAST CORP NEW CL A SPL 20030N20 1708 61200 SH SHARED 09 61200 D COMCAST CORP NEW CL A SPL 20030N20 22258 797240 SH SHARED 10 797240 D COMCAST HOLDINGS CORP ZONES CV2% PCS 20030050 66219 1543573 SH SHARED 1543573 D COMERICA INC COM 20034010 44343 747156 SH SHARED 747156 D COMERICA INC COM 20034010 6395 107759 SH SHARED 01 93014 14745 D COMERICA INC COM 20034010 753 12702 SH SHR/OTHR 01 12702 D COMERICA INC COM 20034010 5296 89249 SH SHARED 02 89249 D COMERICA INC COM 20034010 1187 20000 SH SHARED 04 20000 D COMERICA INC COM 20034010 67 1142 SH SHARED 05 200 942 D COMERICA INC COM 20034010 133 2250 SH SHARED 06 1950 300 D COMERICA INC COM 20034010 4085 68837 SH SHARED 10 68837 D COMMERCE BANCORP INC NJ COM 20051910 5071 91872 SH SHARED 91872 D COMMERCE BANCORP INC NJ COM 20051910 1277 23148 SH SHARED 01 22598 550 D COMMERCE BANCORP INC NJ COM 20051910 138 2500 SH SHR/OTHR 01 2500 D COMMERCE BANCORP INC NJ COM 20051910 1887 34199 SH SHARED 02 34199 D COMMERCE BANCSHARES INC COM 20052510 56 1181 SH SHARED 1181 D COMMERCE BANCSHARES INC COM 20052510 103 2144 SH SHARED 01 2144 D COMMERCE BANCSHARES INC COM 20052510 281 5854 SH SHARED 02 5854 D COMMERCE GROUP INC MASS COM 20064110 724 14968 SH SHARED 14968 D COMMERCE GROUP INC MASS COM 20064110 77 1610 SH SHARED 01 1610 D COMMERCE GROUP INC MASS COM 20064110 0 10 SH SHARED 02 10 D COMMERCE ONE INC DEL COM NEW 20069320 5 31440 SH SHARED 31440 D COMMERCE ONE INC DEL COM NEW 20069320 1 5769 SH SHARED 01 5769 D COMMERCIAL BANKSHARES INC COM 20160710 0 5 SH SHARED 02 5 D COMMERCIAL CAP BANCORP INC COM 20162L10 3654 161071 SH SHARED 161071 D COMMERCIAL CAP BANCORP INC COM 20162L10 2967 130800 SH SHARED 01 130800 D COMMERCIAL CAP BANCORP INC COM 20162L10 70 3111 SH SHARED 02 3111 D COMMERCIAL FEDERAL CORPORATI COM 20164710 1042 38640 SH SHARED 38640 D COMMERCIAL FEDERAL CORPORATI COM 20164710 164 6101 SH SHARED 01 6101 D COMMERCIAL FEDERAL CORPORATI COM 20164710 22 824 SH SHR/OTHR 01 824 D COMMERCIAL FEDERAL CORPORATI COM 20164710 0 12 SH SHARED 02 12 D COMMERCIAL METALS CO COM 20172310 131 3300 SH SHARED 3300 D COMMERCIAL METALS CO COM 20172310 1895 47709 SH SHARED 47709 D COMMERCIAL METALS CO COM 20172310 111 2805 SH SHARED 01 2805 D COMMERCIAL METALS CO COM 20172310 12 321 SH SHARED 02 321 D COMMERCIAL NET LEASE RLTY IN COM 20221810 674 37040 SH SHARED 37040 D COMMERCIAL NET LEASE RLTY IN COM 20221810 1658 91022 SH SHARED 01 91022 D COMMERCIAL NET LEASE RLTY IN COM 20221810 9 505 SH SHARED 02 505 D COMMERCIAL NET LEASE RLTY IN COM 20221810 3228 177200 SH SHARED 10 177200 D COMMERCIAL NET LEASE RLTY IN COM 20221810 7508 412100 SH SHARED 11 412100 D COMMONWEALTH INDS INC DEL COM 20300410 197 21160 SH SHARED 21160 D COMMONWEALTH INDS INC DEL COM 20300410 33 3541 SH SHARED 01 3541 D COMMONWEALTH TEL ENTERPRISES NOTE 3.250% 7/1 203349AB 4426 4400000 PRN SHARED 02 4400000 D COMMONWEALTH TEL ENTERPRISES COM 20334910 734 16856 SH SHARED 16856 D COMMONWEALTH TEL ENTERPRISES COM 20334910 24 566 SH SHARED 01 566 D COMMONWEALTH TEL ENTERPRISES COM 20334910 32 749 SH SHARED 02 749 D COMMSCOPE INC COM 20337210 1186 54919 SH SHARED 54919 D COMMSCOPE INC COM 20337210 32989 1527300 SH SHARED 01 1251500 7300 268500 D COMMSCOPE INC COM 20337210 19 900 SH SHR/OTHR 01 900 D COMMSCOPE INC COM 20337210 491 22733 SH SHARED 02 22733 D COMMUNITY BK NORTHN VA COM 20356610 0 8 SH SHARED 02 8 D COMMUNITY BK SYS INC COM 20360710 700 27880 SH SHARED 27880 D 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20846488 257 14567 SH SHARED 01 14567 D CONSECO INC COM NEW 20846488 287 16300 SH SHARED 02 16300 D CONSECO INC COM NEW 20846488 586 33200 SH SHARED 10 33200 D CONSOL ENERGY INC COM 20854P10 1125 32250 SH SHARED 32250 D CONSOL ENERGY INC COM 20854P10 2573 73750 SH SHARED 01 73750 D CONSOL ENERGY INC COM 20854P10 388 11132 SH SHARED 02 11132 D CONSOL ENERGY INC COM 20854P10 23690 679000 SH SHARED 10 679000 D CONSOLIDATED EDISON INC COM 20911510 64315 1529861 SH SHARED 1529861 D CONSOLIDATED EDISON INC COM 20911510 3346 79597 SH SHARED 01 79217 380 D CONSOLIDATED EDISON INC COM 20911510 218 5194 SH SHR/OTHR 01 5194 D CONSOLIDATED EDISON INC COM 20911510 4332 103057 SH SHARED 02 103057 D CONSOLIDATED EDISON INC COM 20911510 34 830 SH SHARED 05 200 630 D CONSOLIDATED EDISON INC COM 20911510 121 2900 SH SHARED 06 1900 1000 D CONSOLIDATED EDISON INC COM 20911510 3413 81188 SH SHARED 10 81188 D CONSOLIDATED GRAPHICS INC COM 20934110 422 10095 SH SHARED 10095 D CONSOLIDATED GRAPHICS INC COM 20934110 6389 152494 SH SHARED 01 152494 D CONSOLIDATED GRAPHICS INC COM 20934110 486 11603 SH SHARED 02 11603 D CONSOLIDATED TOMOKA LD CO COM 21022610 482 13885 SH SHARED 13885 D CONSOLIDATED TOMOKA LD CO COM 21022610 31 900 SH SHARED 01 900 D CONSOLIDATED TOMOKA LD CO COM 21022610 16 473 SH SHARED 02 473 D CONSTELLATION BRANDS INC CL A 21036P10 3149 82740 SH SHARED 82740 D CONSTELLATION BRANDS INC CL A 21036P10 13916 365659 SH SHARED 01 309009 56500 150 D CONSTELLATION BRANDS INC CL A 21036P10 12 327 SH SHR/OTHR 01 327 D CONSTELLATION BRANDS INC CL A 21036P10 1080 28390 SH SHARED 02 28390 D CONSTELLATION BRANDS INC CL A 21036P10 812 21350 SH SHARED 10 21350 D CONSTELLATION BRANDS INC CL B 21036P20 61 1600 SH SHARED 01 1600 D CONSTELLATION BRANDS INC PFD 1/40 A5.75 21036P30 13 400 SH SHARED 02 400 D CONSTELLATION ENERGY GROUP I COM 21037110 42201 1059262 SH SHARED 1059262 D CONSTELLATION ENERGY GROUP I COM 21037110 4226 106087 SH SHARED 01 105187 900 D CONSTELLATION ENERGY GROUP I COM 21037110 2746 68935 SH SHARED 02 68935 D CONSTELLATION ENERGY GROUP I COM 21037110 233 5862 SH SHARED 06 5862 D CONSTELLATION ENERGY GROUP I COM 21037110 2916 73211 SH SHARED 10 73211 D CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD 4185 5895000 PRN SHARED 5895000 D CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD 0 1000 PRN SHARED 01 1000 D CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD 17 25000 PRN SHARED 02 25000 D CONTINENTAL AIRLS INC CL B 21079530 19 2300 SH SHARED 2300 D CONTINENTAL AIRLS INC CL B 21079530 2854 335012 SH SHARED 335012 D CONTINENTAL AIRLS INC CL B 21079530 1379 161900 SH SHARED 01 161900 D CONTINENTAL AIRLS INC CL B 21079530 8 1000 SH SHR/OTHR 01 1000 D CONTINENTAL AIRLS INC CL B 21079530 1419 166577 SH SHARED 02 166577 D CONVERA CORP CL A 21191910 0 24 SH SHARED 02 24 D CONTROLADORA COML MEX SA DE GDR 21238A20 0 1 SH SHARED 02 1 D CONVERIUM HLDG AG SPONSORED ADR 21248N10 2 333 SH SHARED 02 333 D CONVERGYS CORP COM 21248510 9194 684594 SH SHARED 684594 D CONVERGYS CORP COM 21248510 10213 760494 SH SHARED 01 757394 3100 D CONVERGYS CORP COM 21248510 13 1000 SH SHR/OTHR 01 1000 D CONVERGYS CORP COM 21248510 1272 94759 SH SHARED 02 94759 D CONVERGYS CORP COM 21248510 6 507 SH SHARED 05 507 D CONVERGYS CORP COM 21248510 105 7861 SH SHARED 06 7861 D CONVERGYS CORP COM 21248510 647 48240 SH SHARED 10 48240 D COOPER CAMERON CORP COM 21664010 13271 241997 SH SHARED 241997 D COOPER CAMERON CORP COM 21664010 3080 56169 SH SHARED 01 56169 D COOPER CAMERON CORP COM 21664010 2237 40795 SH SHARED 02 40795 D COOPER CAMERON CORP COM 21664010 5484 100000 SH SHARED 04 100000 D COOPER CAMERON CORP COM 21664010 1414 25800 SH SHARED 06 25500 300 D COOPER CAMERON CORP COM 21664010 698 12730 SH SHARED 10 12730 D COOPER COS INC COM NEW 21664840 89 1300 SH SHARED 1300 D COOPER COS INC COM NEW 21664840 92 1350 SH SHARED 1350 D COOPER COS INC COM NEW 21664840 29886 435983 SH SHARED 01 306633 33700 95650 D COOPER COS INC COM NEW 21664840 27 400 SH SHR/OTHR 01 400 D COOPER COS INC COM NEW 21664840 1912 27905 SH SHARED 02 27905 D COOPER COS INC COM NEW 21664840 640 9340 SH SHARED 10 9340 D COOPER TIRE & RUBR CO COM 21683110 197 9800 SH SHARED 9800 D COOPER TIRE & RUBR CO COM 21683110 9680 479921 SH SHARED 479921 D COOPER TIRE & RUBR CO COM 21683110 2041 101201 SH SHARED 01 101201 D COOPER TIRE & RUBR CO COM 21683110 3045 151007 SH SHARED 02 151007 D COOPER TIRE & RUBR CO COM 21683110 684 33952 SH SHARED 10 33952 D COORS ADOLPH CO CL B 21701610 13458 198150 SH SHARED 198150 D COORS ADOLPH CO CL B 21701610 8794 129484 SH SHARED 01 129484 D COORS ADOLPH CO CL B 21701610 1037 15282 SH SHARED 02 15282 D COORS ADOLPH CO CL B 21701610 864 12732 SH SHARED 10 12732 D COPART INC COM 21720410 605 32005 SH SHARED 32005 D COPART INC COM 21720410 2538 134100 SH SHARED 01 134100 D COPART INC COM 21720410 554 29318 SH SHARED 02 29318 D COPPER MTN NETWORKS INC COM NEW 21751020 29 8333 SH SHARED 8333 D COPPER MTN NETWORKS INC COM NEW 21751020 5 1663 SH SHARED 01 1663 D COPPER MTN NETWORKS INC COM NEW 21751020 0 10 SH SHR/OTHR 01 10 D CORCEPT THERAPEUTICS INC COM 21835210 262 33482 SH SHARED 33482 D CORCEPT THERAPEUTICS INC COM 21835210 1 200 SH SHARED 02 200 D CORGENTECH INC COM 21872P10 74 4369 SH SHARED 4369 D CORGENTECH INC COM 21872P10 1 116 SH SHARED 01 116 D CORGENTECH INC COM 21872P10 3 200 SH SHARED 02 200 D CORILLIAN CORP COM 21872510 262 56905 SH SHARED 56905 D CORILLIAN CORP COM 21872510 3360 729057 SH SHARED 01 729057 D CORILLIAN CORP COM 21872510 15 3400 SH SHARED 02 3400 D CORILLIAN CORP COM 21872510 458 99400 SH SHARED 05 99400 D CORINTHIAN COLLEGES INC COM 21886810 2284 169502 SH SHARED 169502 D CORINTHIAN COLLEGES INC COM 21886810 729 54104 SH SHARED 01 54104 D CORINTHIAN COLLEGES INC COM 21886810 22 1664 SH SHR/OTHR 01 1664 D CORINTHIAN COLLEGES INC COM 21886810 591 43847 SH SHARED 02 43847 D CORINTHIAN COLLEGES INC COM 21886810 8627 640000 SH SHARED 04 640000 D CORINTHIAN COLLEGES INC COM 21886810 66 4900 SH SHARED 06 4900 D CORIXA CORP NOTE 4.250% 7/0 21887FAC 1045 1240000 PRN SHARED 1240000 D CORIXA CORP COM 21887F10 236 56920 SH SHARED 56920 D CORIXA CORP COM 21887F10 31 7600 SH SHARED 01 7600 D CORIXA CORP COM 21887F10 11 2811 SH SHARED 02 2811 D CORIXA CORP COM 21887F10 707 170000 SH SHARED 04 170000 D CORIO INC COM 21887510 0 47 SH SHARED 47 D CORIO INC COM 21887510 0 11 SH SHARED 01 11 D CORN PRODS INTL INC COM 21902310 1153 25026 SH SHARED 25026 D CORN PRODS INTL INC COM 21902310 5519 119733 SH SHARED 01 119533 200 D CORN PRODS INTL INC COM 21902310 290 6300 SH SHR/OTHR 01 6300 D CORN PRODS INTL INC COM 21902310 1252 27162 SH SHARED 02 27162 D CORNELL COMPANIES INC COM 21914110 241 19508 SH SHARED 19508 D CORNELL COMPANIES INC COM 21914110 34 2761 SH SHARED 01 2761 D CORNELL COMPANIES INC COM 21914110 0 55 SH SHARED 02 55 D CORNERSTONE RLTY INCOME TR I COM 21922V10 288 29554 SH SHARED 29554 D CORNERSTONE RLTY INCOME TR I COM 21922V10 0 4 SH SHARED 02 4 D CORNING INC DBCV 11/0 219350AJ 62486 80111000 PRN SHARED 80111000 D CORNING INC DBCV 11/0 219350AJ 148 191000 PRN SHARED 02 191000 D CORNING INC NOTE 3.500%11/0 219350AK 1 1000 PRN SHARED 01 1000 D CORNING INC COM 21935010 55 5000 SH SHARED 5000 D CORNING INC COM 21935010 62680 5657077 SH SHARED 5643877 13200 D CORNING INC COM 21935010 45205 4079874 SH SHARED 01 3988243 15000 76631 D CORNING INC COM 21935010 6357 573737 SH SHR/OTHR 01 600 573137 D CORNING INC COM 21935010 8163 736796 SH SHARED 02 736796 D CORNING INC COM 21935010 7645 690000 SH SHARED 04 690000 D CORNING INC COM 21935010 65 5940 SH SHARED 05 1400 4540 D CORNING INC COM 21935010 169 15300 SH SHARED 06 13800 1500 D CORNING INC COM 21935010 6040 545200 SH SHARED 10 545200 D CORPORATE EXECUTIVE BRD CO COM 21988R10 80 1319 SH SHARED 1319 D CORPORATE EXECUTIVE BRD CO COM 21988R10 94 1550 SH SHARED 01 1400 150 D CORPORATE EXECUTIVE BRD CO COM 21988R10 71 1167 SH SHR/OTHR 01 1167 D CORPORATE EXECUTIVE BRD CO COM 21988R10 385 6299 SH SHARED 02 6299 D CORPORATE HIGH YIELD FD III COM 21992510 0 84 SH SHARED 84 D CORPORATE HIGH YIELD FD V IN COM 21993110 2018 131006 SH SHARED 131006 D CORPORATE HIGH YIELD FD V IN COM 21993110 0 60 SH SHARED 02 60 D CORPORATE HIGH YIELD FD VI I COM 21993210 5852 400324 SH SHARED 400324 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 574 22426 SH SHARED 22426 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 248 9713 SH SHARED 01 9713 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 76 3000 SH SHR/OTHR 01 3000 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 0 5 SH SHARED 02 5 D CORRECTIONAL PPTYS TR COM 22025E10 473 17342 SH SHARED 17342 D CORRECTIONAL PPTYS TR COM 22025E10 72 2662 SH SHARED 01 2662 D CORRECTIONAL PPTYS TR COM 22025E10 0 3 SH SHARED 02 3 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 745 21089 SH SHARED 21089 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 7 211 SH SHARED 01 211 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 10 306 SH SHARED 02 306 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 261 7400 SH SHARED 10 7400 D CORTEX PHARMACEUTICALS INC COM NEW 22052430 25 10000 SH SHR/OTHR 01 10000 D CORUS GROUP PLC SPONSORED ADR 22087M10 3262 350000 SH SHARED 350000 D CORUS BANKSHARES INC COM 22087310 477 11081 SH SHARED 11081 D CORUS BANKSHARES INC COM 22087310 583 13533 SH SHARED 01 13533 D CORUS BANKSHARES INC COM 22087310 25 589 SH SHARED 02 589 D CORUS ENTERTAINMENT INC COM CL B NON VTG 22087410 65 3500 SH SHARED 02 3500 D CORVEL CORP COM 22100610 117 3959 SH SHARED 3959 D CORVEL CORP COM 22100610 60 2050 SH SHARED 01 2050 D CORVEL CORP COM 22100610 6 202 SH SHARED 02 202 D CORVIS CORP COM 22100910 316 395379 SH SHARED 395379 D CORVIS CORP COM 22100910 7 9323 SH SHARED 01 9323 D CORVIS CORP COM 22100910 47 59000 SH SHR/OTHR 01 59000 D COSI INC COM 22122P10 65 12302 SH SHARED 12302 D COSI INC COM 22122P10 4 900 SH SHARED 02 900 D COSINE COMMUNICATIONS INC COM NEW 22122260 126 39496 SH SHARED 39496 D COST PLUS INC CALIF COM 22148510 449 12715 SH SHARED 12715 D COST PLUS INC CALIF COM 22148510 74 2106 SH SHARED 02 2106 D COSTCO WHSL CORP NEW COM 22160K10 63941 1540398 SH SHARED 1526498 13900 D COSTCO WHSL CORP NEW COM 22160K10 19892 479218 SH SHARED 01 384151 95067 D COSTCO WHSL CORP NEW COM 22160K10 1100 26500 SH SHR/OTHR 01 1400 25100 D COSTCO WHSL CORP NEW COM 22160K10 11578 278926 SH SHARED 02 278926 D COSTCO WHSL CORP NEW COM 22160K10 86 2078 SH SHARED 05 400 1678 D COSTCO WHSL CORP NEW COM 22160K10 372 8969 SH SHARED 06 7769 1200 D COSTCO WHSL CORP NEW COM 22160K10 16680 401838 SH SHARED 10 401838 D COSTAR GROUP INC COM 22160N10 467 9501 SH SHARED 9501 D COSTAR GROUP INC COM 22160N10 24138 490717 SH SHARED 01 488205 2512 D COSTAR GROUP INC COM 22160N10 39 804 SH SHARED 02 804 D COSTAR GROUP INC COM 22160N10 801 16300 SH SHARED 05 16300 D COSTCO COMPANIES INC NOTE 8/1 22160QAC 250 265000 PRN SHARED 02 265000 D COTT CORP QUE COM 22163N10 50 1763 SH SHARED 1763 D COTT CORP QUE COM 22163N10 18 637 SH SHARED 01 637 D COTT CORP QUE COM 22163N10 60 2093 SH SHARED 02 2093 D COUNTRYWIDE FINANCIAL CORP NOTE 2/0 222372AE 20205 11005000 PRN SHARED 02 11005000 D COUNTRYWIDE FINANCIAL CORP COM 22237210 437 11100 SH SHARED 11100 D COUNTRYWIDE FINANCIAL CORP COM 22237210 88399 2244223 SH SHARED 2239823 4400 D COUNTRYWIDE FINANCIAL CORP COM 22237210 4647 117978 SH SHARED 01 117480 498 D COUNTRYWIDE FINANCIAL CORP COM 22237210 21076 535077 SH SHARED 02 519577 15500 D COUNTRYWIDE FINANCIAL CORP COM 22237210 1291 32800 SH SHARED 03 32800 D COUNTRYWIDE FINANCIAL CORP COM 22237210 5514 140000 SH SHARED 04 140000 D COUNTRYWIDE FINANCIAL CORP COM 22237210 1051 26698 SH SHARED 05 24298 2400 D COUNTRYWIDE FINANCIAL CORP COM 22237210 352 8938 SH SHARED 06 8338 600 D COUNTRYWIDE FINANCIAL CORP COM 22237210 90 2298 SH SHARED 07 2298 D COUNTRYWIDE FINANCIAL CORP COM 22237210 9845 249954 SH SHARED 10 249954 D COURIER CORP COM 22266010 192 4588 SH SHARED 4588 D COURIER CORP COM 22266010 7 169 SH SHARED 01 169 D COURIER CORP COM 22266010 0 3 SH SHARED 02 3 D COUSINS PPTYS INC COM 22279510 830 24217 SH SHARED 24217 D COUSINS PPTYS INC COM 22279510 428 12492 SH SHARED 01 12492 D COUSINS PPTYS INC COM 22279510 95 2782 SH SHR/OTHR 01 2782 D COUSINS PPTYS INC COM 22279510 11 338 SH SHARED 02 338 D COVANSYS CORP COM 22281W10 137 11921 SH SHARED 11921 D COVANSYS CORP COM 22281W10 252 21900 SH SHARED 01 21900 D COVANSYS CORP COM 22281W10 209 18162 SH SHARED 02 18162 D COVALENT GROUP INC COM 22281510 5 1800 SH SHARED 1800 D COVANCE INC COM 22281610 1571 39308 SH SHARED 39308 D COVANCE INC COM 22281610 1968 49246 SH SHARED 01 35491 13755 D COVANCE INC COM 22281610 31 800 SH SHR/OTHR 01 800 D COVANCE INC COM 22281610 1407 35222 SH SHARED 02 35222 D COVENANT TRANS INC CL A 22284P10 309 16014 SH SHARED 16014 D COVENANT TRANS INC CL A 22284P10 137 7119 SH SHARED 01 7119 D COVENANT TRANS INC CL A 22284P10 0 2 SH SHARED 02 2 D COVENTRY HEALTH CARE INC COM 22286210 4201 78725 SH SHARED 78725 D COVENTRY HEALTH CARE INC COM 22286210 31777 595416 SH SHARED 01 595416 D COVENTRY HEALTH CARE INC COM 22286210 21 397 SH SHR/OTHR 01 397 D COVENTRY HEALTH CARE INC COM 22286210 2806 52578 SH SHARED 02 52578 D COVENTRY HEALTH CARE INC COM 22286210 1814 34000 SH SHARED 04 34000 D COVENTRY HEALTH CARE INC COM 22286210 177 3325 SH SHARED 06 3325 D COX COMMUNICATIONS INC NEW CL A 22404410 56 1700 SH SHARED 1700 D COX COMMUNICATIONS INC NEW CL A 22404410 17903 540400 SH SHARED 535600 4800 D COX COMMUNICATIONS INC NEW CL A 22404410 2648 79932 SH SHARED 01 64488 15444 D COX COMMUNICATIONS INC NEW CL A 22404410 270 8172 SH SHR/OTHR 01 300 7872 D COX COMMUNICATIONS INC NEW CL A 22404410 32103 969002 SH SHARED 02 969002 D COX COMMUNICATIONS INC NEW CL A 22404410 4969 150000 SH SHARED 04 150000 D COX COMMUNICATIONS INC NEW CL A 22404410 6 200 SH SHARED 05 200 D COX COMMUNICATIONS INC NEW CL A 22404410 687 20750 SH SHARED 06 20750 D COX COMMUNICATIONS INC NEW CL A 22404410 855 25810 SH SHARED 10 25810 D COX RADIO INC CL A 22405110 107 7227 SH SHARED 7227 D COX RADIO INC CL A 22405110 1772 118791 SH SHARED 01 118791 D COX RADIO INC CL A 22405110 552 37063 SH SHARED 02 37063 D COX RADIO INC CL A 22405110 5222 350000 SH SHARED 10 350000 D CP SHIPS LTD COM 22409V10 1862 152159 SH SHARED 152159 D CP SHIPS LTD COM 22409V10 24 2040 SH SHARED 01 300 1740 D CP SHIPS LTD COM 22409V10 6 562 SH SHR/OTHR 01 562 D CP SHIPS LTD COM 22409V10 431 35252 SH SHARED 02 35252 D CP SHIPS LTD COM 22409V10 0 77 SH SHARED 05 77 D CP SHIPS LTD COM 22409V10 12 1000 SH SHARED 06 1000 D CRAFTMADE INTL INC COM 22413E10 149 7586 SH SHARED 7586 D CRAFTMADE INTL INC COM 22413E10 37 1881 SH SHARED 01 1881 D CRANE CO COM 22439910 5850 202308 SH SHARED 202308 D CRANE CO COM 22439910 1986 68674 SH SHARED 01 68674 D CRANE CO COM 22439910 427 14788 SH SHR/OTHR 01 14788 D CRANE CO COM 22439910 1930 66739 SH SHARED 02 66739 D CRANE CO COM 22439910 580 20067 SH SHARED 10 20067 D CRAWFORD & CO CL B 22463310 52 7896 SH SHARED 7896 D CRAWFORD & CO CL B 22463310 3 493 SH SHARED 02 493 D CRAY INC COM 22522310 228 64718 SH SHARED 64718 D CRAY INC COM 22522310 14 4247 SH SHARED 01 4247 D CRAY INC COM 22522310 15 4303 SH SHARED 02 4303 D CREDENCE SYS CORP COM 22530210 1074 149198 SH SHARED 145198 4000 D CREDENCE SYS CORP COM 22530210 283 39380 SH SHARED 01 38980 400 D CREDENCE SYS CORP COM 22530210 7 1075 SH SHR/OTHR 01 1075 D CREDENCE SYS CORP COM 22530210 2202 305864 SH SHARED 02 305864 D CREDIT ACCEP CORP MICH COM 22531010 335 17724 SH SHARED 17724 D CREDIT ACCEP CORP MICH COM 22531010 123 6519 SH SHARED 01 6519 D CREDIT ACCEP CORP MICH COM 22531010 0 4 SH SHARED 02 4 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 1924 60264 SH SHARED 60264 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 1474 46150 SH SHARED 01 10305 35845 D CREE INC COM 22544710 609 19968 SH SHARED 19968 D CREE INC COM 22544710 7737 253688 SH SHARED 01 250915 2773 D CREE INC COM 22544710 1349 44242 SH SHARED 02 44242 D CREO INC COM 22560610 41 5084 SH SHARED 5084 D CREO INC COM 22560610 8 1016 SH SHARED 01 1016 D CRESCENT REAL ESTATE EQUITIE COM 22575610 90 5770 SH SHARED 5770 D CRESCENT REAL ESTATE EQUITIE COM 22575610 2477 157430 SH SHARED 01 157430 D CRESCENT REAL ESTATE EQUITIE COM 22575610 133 8456 SH SHARED 02 8456 D CRESCENT REAL ESTATE EQUITIE COM 22575610 15 1000 SH SHARED 06 1000 D CRESCENT REAL ESTATE EQUITIE COM 22575610 108594 6899300 SH SHARED 11 6899300 D CRESCENT REAL ESTATE EQUITIE PFD CV A 6.75% 22575620 12121 571500 SH SHARED 571500 D CRIIMI MAE INC COM NEW 22660350 24 1672 SH SHARED 1672 D CRIIMI MAE INC COM NEW 22660350 5 350 SH SHARED 02 350 D CRITICAL PATH INC COM NEW 22674V50 0 273 SH SHARED 273 D CRITICAL PATH INC COM NEW 22674V50 0 67 SH SHARED 01 67 D CROMPTON CORP COM 22711610 12259 1291874 SH SHARED 1291874 D CROMPTON CORP COM 22711610 324 34211 SH SHARED 01 34211 D CROMPTON CORP COM 22711610 91 9689 SH SHR/OTHR 01 9689 D CROMPTON CORP COM 22711610 11439 1205423 SH SHARED 02 1205423 D CROSS CTRY HEALTHCARE INC COM 22748310 206 13313 SH SHARED 13313 D CROSS CTRY HEALTHCARE INC COM 22748310 71 4600 SH SHARED 01 4600 D CROSS CTRY HEALTHCARE INC COM 22748310 114 7403 SH SHARED 02 7403 D CROSS TIMBERS RTY TR TR UNIT 22757R10 52 1596 SH SHARED 1596 D CROSS TIMBERS RTY TR TR UNIT 22757R10 12 390 SH SHARED 01 390 D CROSS TIMBERS RTY TR TR UNIT 22757R10 66 2000 SH SHR/OTHR 01 2000 D CROSSTEX ENERGY INC COM 22765Y10 42 1039 SH SHARED 1039 D CROSSTEX ENERGY INC COM 22765Y10 4 100 SH SHARED 02 100 D CROWN CASTLE INTL CORP COM 22822710 169 11400 SH SHARED 11400 D CROWN CASTLE INTL CORP COM 22822710 774 52080 SH SHARED 02 52080 D CROWN CASTLE INTL CORP COM 22822710 974 65500 SH SHARED 06 65500 D CROWN CASTLE INTL CORP COM 22822710 10539 708300 SH SHARED 10 708300 D CROWN HOLDINGS INC COM 22836810 3709 359844 SH SHARED 359844 D CROWN HOLDINGS INC COM 22836810 584 56690 SH SHARED 01 56690 D CROWN HOLDINGS INC COM 22836810 282 27437 SH SHARED 02 27437 D CROWN MEDIA HLDGS INC CL A 22841110 71 8564 SH SHARED 8564 D CROWN MEDIA HLDGS INC CL A 22841110 1 160 SH SHARED 02 160 D CRT PROPERTIES INC COM 22876P10 646 30149 SH SHARED 30149 D CRT PROPERTIES INC COM 22876P10 1077 50256 SH SHARED 01 50256 D CRT PROPERTIES INC COM 22876P10 1610 75103 SH SHARED 02 75103 D CRT PROPERTIES INC COM 22876P10 9294 433300 SH SHARED 10 433300 D CRT PROPERTIES INC COM 22876P10 14232 663500 SH SHARED 11 663500 D CRUCELL N V SPONSORED ADR 22876910 115 14333 SH SHARED 14333 D CRYOLIFE INC COM 22890310 21 2900 SH SHARED 2900 D CRYOLIFE INC COM 22890310 21 3000 SH SHARED 01 3000 D CRYOLIFE INC COM 22890310 0 20 SH SHARED 02 20 D CRYSTALLEX INTL CORP COM 22942F10 125 37300 SH SHARED 37300 D CRYSTALLEX INTL CORP COM 22942F10 23253 6900000 SH SHARED 01 6900000 D CRYSTALLEX INTL CORP COM 22942F10 168 50000 SH SHARED 02 50000 D CTI MOLECULAR IMAGING INC COM 22943D10 146 18140 SH SHARED 18140 D CTI MOLECULAR IMAGING INC COM 22943D10 13 1700 SH SHARED 02 1700 D CTRIP COM INTL LTD ADR 22943F10 1623 46800 SH SHARED 46800 D CUBIC CORP COM 22966910 555 24273 SH SHARED 24273 D CUBIC CORP COM 22966910 489 21375 SH SHARED 01 21375 D CUBIC CORP COM 22966910 8 378 SH SHARED 02 378 D CUBIST PHARMACEUTICALS INC NOTE 5.500%11/0 229678AB 3 4000 PRN SHARED 01 4000 D CUBIST PHARMACEUTICALS INC COM 22967810 295 29946 SH SHARED 29946 D CUBIST PHARMACEUTICALS INC COM 22967810 56 5764 SH SHARED 01 5764 D CUBIST PHARMACEUTICALS INC COM 22967810 12 1241 SH SHARED 02 1241 D CUBIST PHARMACEUTICALS INC COM 22967810 1414 143200 SH SHARED 04 143200 D CUBIST PHARMACEUTICALS INC COM 22967810 197 20000 SH SHARED 06 20000 D CUBIST PHARMACEUTICALS INC COM 22967810 197 20000 SH SHARED 10 20000 D CULLEN FROST BANKERS INC COM 22989910 1008 21707 SH SHARED 21707 D CULLEN FROST BANKERS INC COM 22989910 894 19240 SH SHARED 01 15840 3400 D CULLEN FROST BANKERS INC COM 22989910 666 14342 SH SHARED 02 14342 D CULP INC COM 23021510 18 2565 SH SHARED 2565 D CULP INC COM 23021510 4 635 SH SHARED 01 635 D CULP INC COM 23021510 5 700 SH SHARED 02 700 D CUMMINS INC COM 23102110 591 8000 SH SHARED 8000 D CUMMINS INC COM 23102110 7984 108064 SH SHARED 108064 D CUMMINS INC COM 23102110 5579 75515 SH SHARED 01 34501 41014 D CUMMINS INC COM 23102110 1670 22603 SH SHARED 02 22603 D CUMMINS INC COM 23102110 140 1900 SH SHARED 06 1900 D CUMMINS INC COM 23102110 1380 18689 SH SHARED 10 18689 D CUMULUS MEDIA INC CL A 23108210 31 2200 SH SHARED 2200 D CUMULUS MEDIA INC CL A 23108210 779 54196 SH SHARED 54196 D CUMULUS MEDIA INC CL A 23108210 1061 73763 SH SHARED 01 73763 D CUMULUS MEDIA INC CL A 23108210 246 17137 SH SHARED 02 17137 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 4955 5151000 PRN SHARED 5151000 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 7 8250 PRN SHARED 01 8250 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 384 400000 PRN SHARED 02 400000 D CURAGEN CORP COM 23126R10 404 73456 SH SHARED 73456 D CURAGEN CORP COM 23126R10 18 3297 SH SHARED 01 3297 D CURAGEN CORP COM 23126R10 1 311 SH SHARED 02 311 D CURAGEN CORP COM 23126R10 475 86500 SH SHARED 04 86500 D CURATIVE HEALTH SRVCS INC COM 23126W10 150 21944 SH SHARED 21944 D CURATIVE HEALTH SRVCS INC COM 23126W10 18 2696 SH SHARED 01 2696 D CURATIVE HEALTH SRVCS INC COM 23126W10 0 44 SH SHARED 02 44 D CURIS INC COM 23126910 241 54218 SH SHARED 54218 D CURIS INC COM 23126910 8 2000 SH SHARED 02 2000 D CURTISS WRIGHT CORP COM 23156110 824 14414 SH SHARED 14414 D CURTISS WRIGHT CORP COM 23156110 96 1681 SH SHARED 01 1681 D CURTISS WRIGHT CORP COM 23156110 16 290 SH SHARED 02 290 D CURTISS WRIGHT CORP CL B 23156140 22 414 SH SHARED 01 414 D CURTISS WRIGHT CORP CL B 23156140 2 46 SH SHARED 02 46 D CYBERGUARD CORP COM 23191010 301 51041 SH SHARED 51041 D CYBERGUARD CORP COM 23191010 39 6661 SH SHARED 01 6661 D CYBERGUARD CORP COM 23191010 6 1016 SH SHARED 02 1016 D CUTTER & BUCK INC COM 23221710 5 500 SH SHARED 02 500 D CYBERSOURCE CORP COM 23251J10 146 30401 SH SHARED 30401 D CYBERSOURCE CORP COM 23251J10 496 102856 SH SHARED 01 102856 D CYBERSOURCE CORP COM 23251J10 13 2700 SH SHARED 02 2700 D CYBERONICS INC COM 23251P10 227 11108 SH SHARED 11108 D CYBERONICS INC COM 23251P10 18 888 SH SHARED 01 888 D CYBERONICS INC COM 23251P10 620 30315 SH SHARED 02 30315 D CYBEROPTICS CORP COM 23251710 65 4246 SH SHARED 4246 D CYBEROPTICS CORP COM 23251710 74 4805 SH SHR/OTHR 01 4805 D CYBEROPTICS CORP COM 23251710 10 700 SH SHARED 02 700 D CYMER INC COM 23257210 3392 118353 SH SHARED 118353 D CYMER INC COM 23257210 717 25020 SH SHARED 01 25020 D CYMER INC COM 23257210 297 10387 SH SHARED 02 10387 D CYMER INC COM 23257210 592 20680 SH SHARED 10 20680 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 66 5700 SH SHARED 5700 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 364 31255 SH SHARED 31255 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 588 50400 SH SHARED 01 50400 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 19 1700 SH SHARED 02 1700 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 3691 316300 SH SHARED 04 316300 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 233 20000 SH SHARED 06 20000 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 233 20000 SH SHARED 10 20000 D CYPRESS SEMICONDUCTOR CORP NOTE 3.750% 7/0 232806AF 4941 4991000 PRN SHARED 4991000 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 240 250000 PRN SHARED 250000 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 4 4500 PRN SHARED 01 4500 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 13756 14315000 PRN SHARED 02 14315000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 4796 542583 SH SHARED 542583 D CYPRESS SEMICONDUCTOR CORP COM 23280610 714 80832 SH SHARED 01 67332 13500 D CYPRESS SEMICONDUCTOR CORP COM 23280610 623 70541 SH SHARED 02 70541 D CYTOKINETICS INC COM 23282W10 29 2250 SH SHARED 2250 D CYTOKINETICS INC COM 23282W10 59 4462 SH SHARED 4462 D CYTOKINETICS INC COM 23282W10 2 200 SH SHARED 02 200 D CYTOKINETICS INC COM 23282W10 1463 110000 SH SHARED 04 110000 D CYTEC INDS INC COM 23282010 73 1500 SH SHARED 1500 D CYTEC INDS INC COM 23282010 2268 46338 SH SHARED 46338 D CYTEC INDS INC COM 23282010 585 11968 SH SHARED 01 11968 D CYTEC INDS INC COM 23282010 423 8657 SH SHARED 02 8657 D CYTOGEN CORP COM NEW 23282430 124 11840 SH SHARED 11840 D CYTOGEN CORP COM NEW 23282430 5 488 SH SHARED 01 488 D CYTOGEN CORP COM NEW 23282430 12 1162 SH SHARED 02 1162 D D & E COMMUNICATIONS INC COM 23286010 93 8115 SH SHARED 8115 D D & E COMMUNICATIONS INC COM 23286010 0 3 SH SHARED 02 3 D D & K HEALTHCARE RES INC COM 23286110 624 63442 SH SHARED 63442 D D & K HEALTHCARE RES INC COM 23286110 126 12841 SH SHARED 01 12841 D D & K HEALTHCARE RES INC COM 23286110 0 14 SH SHARED 02 14 D CYTYC CORP COM 23294610 919 38071 SH SHARED 38071 D CYTYC CORP COM 23294610 2949 122126 SH SHARED 01 122126 D CYTYC CORP COM 23294610 3241 134219 SH SHARED 02 134219 D DDI CORP COM PAR $ .001 23316230 5262 1037982 SH SHARED 1037982 D DDI CORP COM PAR $ .001 23316230 17 3500 SH SHARED 02 3500 D DHB INDS INC COM 23321E10 174 12256 SH SHARED 12256 D DHB INDS INC COM 23321E10 268 18900 SH SHARED 01 18900 D DHB INDS INC COM 23321E10 15 1125 SH SHARED 02 1125 D DJ ORTHOPEDICS INC COM 23325G10 442 25059 SH SHARED 25059 D DJ ORTHOPEDICS INC COM 23325G10 26 1480 SH SHARED 01 1480 D DJ ORTHOPEDICS INC COM 23325G10 15 900 SH SHARED 02 900 D DNP SELECT INCOME FD COM 23325P10 319 28481 SH SHARED 28481 D DNP SELECT INCOME FD COM 23325P10 147 13119 SH SHARED 01 6619 6500 D DPL INC COM 23329310 612 29760 SH SHARED 29760 D DPL INC COM 23329310 1783 86641 SH SHARED 01 86641 D DPL INC COM 23329310 50 2450 SH SHR/OTHR 01 2450 D DPL INC COM 23329310 796 38707 SH SHARED 02 38707 D DRS TECHNOLOGIES INC COM 23330X10 2463 65795 SH SHARED 65795 D DRS TECHNOLOGIES INC COM 23330X10 1130 30204 SH SHARED 01 30204 D DRS TECHNOLOGIES INC COM 23330X10 60 1603 SH SHARED 02 1603 D D R HORTON INC COM 23331A10 235 7100 SH SHARED 7100 D D R HORTON INC COM 23331A10 4055 122484 SH SHARED 122484 D D R HORTON INC COM 23331A10 2352 71057 SH SHARED 01 71005 52 D D R HORTON INC COM 23331A10 2191 66178 SH SHARED 02 66178 D D R HORTON INC COM 23331A10 59 1800 SH SHARED 06 1800 D D R HORTON INC COM 23331A10 1072 32390 SH SHARED 10 32390 D DSP GROUP INC COM 23332B10 542 25761 SH SHARED 25761 D DSP GROUP INC COM 23332B10 37 1786 SH SHARED 01 1786 D DSP GROUP INC COM 23332B10 29 1404 SH SHARED 02 1404 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 64854 54000000 PRN SHARED 54000000 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 10231 8519000 PRN SHARED 02 8519000 D DST SYS INC DEL COM 23332610 2932 65935 SH SHARED 65935 D DST SYS INC DEL COM 23332610 1953 43926 SH SHARED 01 43926 D DST SYS INC DEL COM 23332610 4389 98713 SH SHARED 02 66913 31800 D DST SYS INC DEL COM 23332610 28 650 SH SHARED 06 650 D DST SYS INC DEL COM 23332610 591 13300 SH SHARED 10 13300 D DTE ENERGY CO COM 23333110 223 5300 SH SHARED 5300 D DTE ENERGY CO COM 23333110 22573 535053 SH SHARED 535053 D DTE ENERGY CO COM 23333110 4899 116123 SH SHARED 01 67244 48879 D DTE ENERGY CO COM 23333110 15 359 SH SHR/OTHR 01 359 D DTE ENERGY CO COM 23333110 6134 145408 SH SHARED 02 145408 D DTE ENERGY CO COM 23333110 8 200 SH SHARED 05 200 D DTE ENERGY CO COM 23333110 86 2050 SH SHARED 06 2050 D DTE ENERGY CO COM 23333110 2480 58791 SH SHARED 10 58791 D DADE BEHRING HLDGS INC COM 23342J20 3880 69640 SH SHARED 69640 D DADE BEHRING HLDGS INC COM 23342J20 1821 32700 SH SHARED 01 32700 D DADE BEHRING HLDGS INC COM 23342J20 267 4808 SH SHARED 02 4808 D DAKTRONICS INC COM 23426410 209 8552 SH SHARED 8552 D DAKTRONICS INC COM 23426410 34 1400 SH SHARED 01 400 1000 D DAKTRONICS INC COM 23426410 23 962 SH SHARED 02 962 D DANA CORP COM 23581110 7660 433067 SH SHARED 433067 D DANA CORP COM 23581110 252 14259 SH SHARED 01 12959 1300 D DANA CORP COM 23581110 1743 98552 SH SHARED 02 98552 D DANA CORP COM 23581110 13 739 SH SHARED 05 739 D DANA CORP COM 23581110 1065 60251 SH SHARED 10 60251 D DANAHER CORP DEL COM 23585110 38547 751703 SH SHARED 751703 D DANAHER CORP DEL COM 23585110 8728 170213 SH SHARED 01 163763 6450 D DANAHER CORP DEL COM 23585110 41 800 SH SHR/OTHR 01 800 D DANAHER CORP DEL COM 23585110 16114 314251 SH SHARED 02 314251 D DANAHER CORP DEL COM 23585110 55 1082 SH SHARED 05 1082 D DANAHER CORP DEL COM 23585110 266 5200 SH SHARED 06 4400 800 D DANAHER CORP DEL COM 23585110 5507 107404 SH SHARED 10 107404 D DANIELSON HLDG CORP COM 23627410 193 31771 SH SHARED 31771 D DANIELSON HLDG CORP COM 23627410 13 2200 SH SHARED 02 2200 D DARDEN RESTAURANTS INC COM 23719410 687 29500 SH SHARED 29500 D DARDEN RESTAURANTS INC COM 23719410 16947 726720 SH SHARED 726720 D DARDEN RESTAURANTS INC COM 23719410 7567 324491 SH SHARED 01 324491 D DARDEN RESTAURANTS INC COM 23719410 237 10200 SH SHR/OTHR 01 7200 3000 D DARDEN RESTAURANTS INC COM 23719410 1373 58906 SH SHARED 02 58906 D DARDEN RESTAURANTS INC COM 23719410 37 1602 SH SHARED 06 1602 D DARDEN RESTAURANTS INC COM 23719410 1262 54142 SH SHARED 10 54142 D DARLING INTL INC COM 23726610 244 56685 SH SHARED 56685 D DARLING INTL INC COM 23726610 20 4748 SH SHARED 01 4748 D DARLING INTL INC COM 23726610 13 3152 SH SHARED 02 3152 D DASSAULT SYS S A SPONSORED ADR 23754510 12 258 SH SHARED 258 D DASSAULT SYS S A SPONSORED ADR 23754510 355 7629 SH SHARED 01 7629 D DATASCOPE CORP COM 23811310 578 15515 SH SHARED 15515 D DATASCOPE CORP COM 23811310 123 3305 SH SHARED 01 3305 D DATASCOPE CORP COM 23811310 5 142 SH SHARED 02 142 D DATASTREAM SYS INC COM 23812410 62 9729 SH SHARED 9729 D DATASTREAM SYS INC COM 23812410 15 2412 SH SHARED 01 2412 D DATASTREAM SYS INC COM 23812410 0 20 SH SHARED 02 20 D DAVE & BUSTERS INC COM 23833N10 125 6619 SH SHARED 6619 D DAVE & BUSTERS INC COM 23833N10 1140 60100 SH SHARED 01 60100 D DAVE & BUSTERS INC COM 23833N10 0 44 SH SHARED 02 44 D DAVITA INC COM 23918K10 355 11400 SH SHARED 11400 D DAVITA INC COM 23918K10 712 22866 SH SHARED 19866 3000 D DAVITA INC COM 23918K10 1131 36334 SH SHARED 01 36334 D DAVITA INC COM 23918K10 3002 96396 SH SHARED 02 96396 D DAWSON GEOPHYSICAL CO COM 23935910 16 800 SH SHARED 800 D DEAN FOODS CO NEW COM 24237010 2714 90431 SH SHARED 71708 18723 D DEAN FOODS CO NEW COM 24237010 75105 2501834 SH SHARED 01 1398379 960950 142505 D DEAN FOODS CO NEW COM 24237010 6 200 SH SHR/OTHR 01 200 D DEAN FOODS CO NEW COM 24237010 1654 55128 SH SHARED 02 55128 D DEAN FOODS CO NEW COM 24237010 8372 278900 SH SHARED 03 278900 D DEAN FOODS CO NEW COM 24237010 20407 679785 SH SHARED 05 395495 284290 D DEAN FOODS CO NEW COM 24237010 45 1500 SH SHARED 06 1500 D DEAN FOODS CO NEW COM 24237010 399 13300 SH SHARED 07 13300 D DEAN FOODS CO NEW COM 24237010 612 20400 SH SHARED 09 20400 D DEB SHOPS INC COM 24272810 68 2827 SH SHARED 2827 D DEB SHOPS INC COM 24272810 46 1890 SH SHARED 01 1890 D DEB SHOPS INC COM 24272810 2 95 SH SHARED 02 95 D DEBT STRATEGIES FD INC NEW COM 24276Q10 96 14189 SH SHARED 14189 D DEBT STRATEGIES FD INC NEW COM 24276Q10 3 534 SH SHARED 01 534 D DECKERS OUTDOOR CORP COM 24353710 166 4903 SH SHARED 4903 D DECKERS OUTDOOR CORP COM 24353710 26 791 SH SHARED 02 791 D DECODE GENETICS INC COM 24358610 41 5500 SH SHARED 5500 D DECODE GENETICS INC COM 24358610 352 46848 SH SHARED 46848 D DECODE GENETICS INC COM 24358610 856 113800 SH SHARED 01 113800 D DECODE GENETICS INC COM 24358610 86 11459 SH SHARED 02 11459 D DECODE GENETICS INC COM 24358610 2635 350000 SH SHARED 04 350000 D DEERE & CO COM 24419910 116 1800 SH SHARED 1800 D DEERE & CO COM 24419910 53056 821942 SH SHARED 821942 D DEERE & CO COM 24419910 74248 1150245 SH SHARED 01 111566 836600 202079 D DEERE & CO COM 24419910 426 6610 SH SHR/OTHR 01 3910 2700 D DEERE & CO COM 24419910 5870 90951 SH SHARED 02 90951 D DEERE & CO COM 24419910 15128 234368 SH SHARED 05 196173 38195 D DEERE & CO COM 24419910 6000 92963 SH SHARED 06 73763 19200 D DEERE & CO COM 24419910 1345 20847 SH SHARED 07 20847 D DEERE & CO COM 24419910 1839 28500 SH SHARED 09 28500 D DEERE & CO COM 24419910 5863 90842 SH SHARED 10 90842 D DEL LABS INC COM 24509110 82 2494 SH SHARED 2494 D DEL LABS INC COM 24509110 10 312 SH SHARED 02 312 D DEL MONTE FOODS CO COM 24522P10 1047 99890 SH SHARED 99444 446 D DEL MONTE FOODS CO COM 24522P10 1451 138380 SH SHARED 01 133003 5377 D DEL MONTE FOODS CO COM 24522P10 167 15955 SH SHR/OTHR 01 669 15286 D DEL MONTE FOODS CO COM 24522P10 199 18997 SH SHARED 02 18997 D DE RIGO S P A SPONSORED ADR 24533410 1080 157700 SH SHARED 10 157700 D DELL INC COM 24702R10 313 8800 SH SHARED 8800 D DELL INC COM 24702R10 466935 13116154 SH SHARED 12746064 370090 D DELL INC COM 24702R10 203495 5716177 SH SHARED 01 2769651 2551534 394992 D DELL INC COM 24702R10 1205 33870 SH SHR/OTHR 01 13450 20420 D DELL INC COM 24702R10 39575 1111658 SH SHARED 02 1111658 D DELL INC COM 24702R10 51976 1460000 SH SHARED 04 1460000 D DELL INC COM 24702R10 17019 478085 SH SHARED 05 358724 119361 D DELL INC COM 24702R10 4095 115042 SH SHARED 06 100842 14200 D DELL INC COM 24702R10 1290 36261 SH SHARED 07 36261 D DELL INC COM 24702R10 1986 55800 SH SHARED 09 55800 D DELL INC COM 24702R10 46314 1300964 SH SHARED 10 1300964 D DELPHI CORP COM 24712610 157 16900 SH SHARED 16900 D DELPHI CORP COM 24712610 25675 2763824 SH SHARED 2750324 13500 D DELPHI CORP COM 24712610 1198 128974 SH SHARED 01 128973 1 D DELPHI CORP COM 24712610 138 14896 SH SHR/OTHR 01 445 14451 D DELPHI CORP COM 24712610 14321 1541594 SH SHARED 02 1541594 D DELPHI CORP COM 24712610 6060 652315 SH SHARED 05 419 651896 D DELPHI CORP COM 24712610 159 17200 SH SHARED 06 17200 D DELPHI CORP COM 24712610 2089 224910 SH SHARED 10 224910 D DELPHI FINL GROUP INC CL A 24713110 713 17764 SH SHARED 17764 D DELPHI FINL GROUP INC CL A 24713110 48 1195 SH SHARED 01 1195 D DELPHI FINL GROUP INC CL A 24713110 159 3972 SH SHARED 02 3972 D DELTA & PINE LD CO COM 24735710 791 29602 SH SHARED 29602 D DELTA & PINE LD CO COM 24735710 708 26483 SH SHARED 01 26483 D DELTA & PINE LD CO COM 24735710 10 410 SH SHARED 02 410 D DELTA AIR LINES INC DEL NOTE 8.000% 6/0 247361YP 1172 4000000 PRN SHARED 4000000 D DELTA AIR LINES INC DEL NOTE 8.000% 6/0 247361YP 522 1784000 PRN SHARED 02 1784000 D DELTA AIR LINES INC DEL COM 24736110 54 16600 SH SHARED 16600 D DELTA AIR LINES INC DEL COM 24736110 7146 2172171 SH SHARED 2161471 10700 D DELTA AIR LINES INC DEL COM 24736110 55 16725 SH SHARED 01 16725 D DELTA AIR LINES INC DEL COM 24736110 1307 397265 SH SHARED 02 397265 D DELTA AIR LINES INC DEL COM 24736110 1 515 SH SHARED 05 515 D DELTA AIR LINES INC DEL COM 24736110 65 20000 SH SHARED 06 20000 D DELTA AIR LINES INC DEL COM 24736110 144 44010 SH SHARED 10 44010 D DELTATHREE INC COM 24783N10 7 3770 SH SHARED 3770 D DELTIC TIMBER CORP COM 24785010 239 6007 SH SHARED 6007 D DELTIC TIMBER CORP COM 24785010 1088 27368 SH SHARED 01 8797 18571 D DELTIC TIMBER CORP COM 24785010 2088 52499 SH SHR/OTHR 01 52499 D DELTIC TIMBER CORP COM 24785010 0 3 SH SHARED 02 3 D DELTA PETE CORP COM NEW 24790720 275 21156 SH SHARED 21156 D DELTA PETE CORP COM NEW 24790720 107 8242 SH SHARED 01 8242 D DELTA PETE CORP COM NEW 24790720 11 900 SH SHARED 02 900 D DENBURY RES INC COM NEW 24791620 812 31987 SH SHARED 31987 D DENBURY RES INC COM NEW 24791620 5049 198800 SH SHARED 01 198800 D DENBURY RES INC COM NEW 24791620 142 5600 SH SHARED 02 5600 D DELTA FINANCIAL CORP COM 24791810 113 12891 SH SHARED 12891 D DELTA FINANCIAL CORP COM 24791810 19 2278 SH SHARED 01 2278 D DELTA FINANCIAL CORP COM 24791810 46 5300 SH SHR/OTHR 01 5300 D DELUXE CORP COM 24801910 155 3800 SH SHARED 3800 D DELUXE CORP COM 24801910 24688 601855 SH SHARED 601855 D DELUXE CORP COM 24801910 4867 118667 SH SHARED 01 101014 17653 D DELUXE CORP COM 24801910 8 200 SH SHR/OTHR 01 200 D DELUXE CORP COM 24801910 1332 32472 SH SHARED 02 32472 D DELUXE CORP COM 24801910 689 16809 SH SHARED 10 16809 D DENDREON CORP COM 24823Q10 33 4000 SH SHARED 4000 D DENDREON CORP COM 24823Q10 1035 123141 SH SHARED 123141 D DENDREON CORP COM 24823Q10 685 81457 SH SHARED 01 81457 D DENDREON CORP COM 24823Q10 273 32510 SH SHARED 02 32510 D DENDREON CORP COM 24823Q10 3246 386000 SH SHARED 04 386000 D DENDRITE INTL INC COM 24823910 397 24651 SH SHARED 24651 D DENDRITE INTL INC COM 24823910 27 1705 SH SHARED 02 1705 D DENTSPLY INTL INC NEW COM 24903010 67 1300 SH SHARED 1300 D DENTSPLY INTL INC NEW COM 24903010 8337 160514 SH SHARED 160514 D DENTSPLY INTL INC NEW COM 24903010 5126 98697 SH SHARED 01 98697 D DENTSPLY INTL INC NEW COM 24903010 1477 28449 SH SHARED 02 28449 D DEPARTMENT 56 INC COM 24950910 265 16273 SH SHARED 16273 D DEPARTMENT 56 INC COM 24950910 32 1967 SH SHARED 01 1967 D DEPARTMENT 56 INC COM 24950910 0 2 SH SHARED 02 2 D DESCARTES SYS GROUP INC COM 24990610 74 63932 SH SHARED 63932 D DESCARTES SYS GROUP INC COM 24990610 14 12768 SH SHARED 01 12768 D DEPOMED INC COM 24990810 4242 812713 SH SHARED 812713 D DEPOMED INC COM 24990810 6 1300 SH SHARED 02 1300 D DESERT SUN MNG CORP COM 25043V10 2240 2000000 SH SHARED 01 2000000 D DESIGN WITHIN REACH INC COM 25055710 3977 231400 SH SHARED 01 231400 D DESIGN WITHIN REACH INC COM 25055710 548 31900 SH SHARED 05 31900 D DESWELL INDS INC COM 25063910 3 169 SH SHARED 169 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 11252 603045 SH SHARED 603045 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 1230 65950 SH SHARED 01 17799 48151 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 1 100 SH SHARED 02 100 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 4173 106602 SH SHARED 106602 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 3753 95867 SH SHARED 01 95867 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 2226 56880 SH SHARED 02 56880 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 15002 383200 SH SHARED 10 383200 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 38327 979000 SH SHARED 11 979000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 91 86000 PRN SHARED 01 86000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 45 43000 PRN SHR/OTHR 01 23000 20000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 5135 4845000 PRN SHARED 02 4845000 D DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB 1427 1338000 PRN SHARED 1338000 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 10636 19096000 PRN SHARED 19096000 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 4188 7519000 PRN SHARED 02 7519000 D DEVON ENERGY CORP NEW COM 25179M10 113692 1601073 SH SHARED 1595833 5240 D DEVON ENERGY CORP NEW COM 25179M10 161406 2273017 SH SHARED 01 1072702 1023200 177115 D DEVON ENERGY CORP NEW COM 25179M10 191 2700 SH SHR/OTHR 01 2700 D DEVON ENERGY CORP NEW COM 25179M10 7888 111092 SH SHARED 02 111092 D DEVON ENERGY CORP NEW COM 25179M10 11958 168400 SH SHARED 03 168400 D DEVON ENERGY CORP NEW COM 25179M10 6177 87000 SH SHARED 04 87000 D DEVON ENERGY CORP NEW COM 25179M10 9608 135314 SH SHARED 05 130200 5114 D DEVON ENERGY CORP NEW COM 25179M10 7093 99900 SH SHARED 06 99700 200 D DEVON ENERGY CORP NEW COM 25179M10 823 11600 SH SHARED 07 11600 D DEVON ENERGY CORP NEW COM 25179M10 1185 16700 SH SHARED 09 16700 D DEVON ENERGY CORP NEW COM 25179M10 94438 1329929 SH SHARED 10 1329929 D DEVRY INC DEL COM 25189310 275 13317 SH SHARED 13317 D DEVRY INC DEL COM 25189310 475 22945 SH SHARED 01 21445 1500 D DEVRY INC DEL COM 25189310 435 21012 SH SHARED 02 21012 D DEX MEDIA INC COM 25212E10 1058 50000 SH SHARED 50000 D DEX MEDIA INC COM 25212E10 112 5300 SH SHARED 02 5300 D DEX MEDIA INC COM 25212E10 23 1110 SH SHARED 05 1110 D DEX MEDIA INC COM 25212E10 5292 250000 SH SHARED 10 250000 D DIAGEO P L C SPON ADR NEW 25243Q20 199102 3948095 SH SHARED 3948095 D DIAGEO P L C SPON ADR NEW 25243Q20 464 9205 SH SHARED 01 6605 2600 D DIAGEO P L C SPON ADR NEW 25243Q20 25 496 SH SHARED 02 496 D DIAGEO P L C SPON ADR NEW 25243Q20 4200 83300 SH SHARED 10 83300 D DIAGNOSTIC PRODS CORP COM 25245010 607 14871 SH SHARED 14871 D DIAGNOSTIC PRODS CORP COM 25245010 139 3410 SH SHARED 01 3410 D DIAGNOSTIC PRODS CORP COM 25245010 41 1006 SH SHARED 02 1006 D DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC 27253 46828000 PRN SHARED 46828000 D DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC 1126 1935000 PRN SHARED 02 1935000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 54456 54675000 PRN SHARED 54675000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 3 4000 PRN SHARED 01 4000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 498 500000 PRN SHARED 02 500000 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 4132 125250 SH SHARED 125250 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1966 59616 SH SHARED 02 59616 D DIAMONDCLUSTER INTL INC COM 25278P10 366 30049 SH SHARED 30049 D DIAMONDCLUSTER INTL INC COM 25278P10 849 69600 SH SHARED 01 69400 200 D DIAMONDCLUSTER INTL INC COM 25278P10 26 2152 SH SHARED 02 2152 D DIAMONDS TR UNIT SER 1 25278710 54988 545141 SH SHARED 544426 715 D DIAMONDS TR UNIT SER 1 25278710 334 3312 SH SHARED 01 900 2412 D DIAMONDS TR UNIT SER 1 25278710 3625 35944 SH SHARED 02 35944 D DICKS SPORTING GOODS INC COM 25339310 840 23598 SH SHARED 23598 D DICKS SPORTING GOODS INC COM 25339310 1032 29000 SH SHARED 01 29000 D DICKS SPORTING GOODS INC COM 25339310 398 11200 SH SHARED 02 11200 D DIEBOLD INC COM 25365110 102 2200 SH SHARED 2200 D DIEBOLD INC COM 25365110 2117 45338 SH SHARED 45338 D DIEBOLD INC COM 25365110 7688 164631 SH SHARED 01 162806 1825 D DIEBOLD INC COM 25365110 55 1198 SH SHR/OTHR 01 1198 D DIEBOLD INC COM 25365110 3563 76304 SH SHARED 02 76304 D DIGENE CORP COM 25375210 67 2600 SH SHARED 2600 D DIGENE CORP COM 25375210 229 8835 SH SHARED 8835 D DIGENE CORP COM 25375210 1645 63402 SH SHARED 01 63402 D DIGENE CORP COM 25375210 18 700 SH SHARED 02 700 D DIGENE CORP COM 25375210 4153 160000 SH SHARED 04 160000 D DIGI INTL INC COM 25379810 148 12960 SH SHARED 12960 D DIGI INTL INC COM 25379810 438 38400 SH SHARED 01 38400 D DIGI INTL INC COM 25379810 195 17063 SH SHARED 02 17063 D DIGIMARC CORP COM 25380710 81 9029 SH SHARED 9029 D DIGIMARC CORP COM 25380710 444 49200 SH SHARED 01 49200 D DIGIMARC CORP COM 25380710 11 1319 SH SHARED 02 1319 D DIGIRAD CORP COM 25382710 9350 896500 SH SHARED 04 896500 D DIGITAL ANGEL CORP COM 25383010 0 40 SH SHARED 40 D DIGITAL ANGEL CORP COM 25383010 0 9 SH SHARED 01 9 D DIGITAL INSIGHT CORP COM 25385P10 648 47584 SH SHARED 47584 D DIGITAL INSIGHT CORP COM 25385P10 985 72330 SH SHARED 01 72330 D DIGITAL INSIGHT CORP COM 25385P10 19 1440 SH SHARED 02 1440 D DIGITAL INSIGHT CORP COM 25385P10 272 20000 SH SHARED 04 20000 D DIGITAL LIGHTWAVE INC COM 25385510 37 32758 SH SHARED 32758 D DIGITAL LIGHTWAVE INC COM 25385510 7 6542 SH SHARED 01 6542 D DIGITAL RIV INC COM 25388B10 773 25985 SH SHARED 25985 D DIGITAL RIV INC COM 25388B10 1898 63760 SH SHARED 01 63760 D DIGITAL RIV INC COM 25388B10 47 1604 SH SHARED 02 1604 D DIGITAL RIV INC COM 25388B10 2382 80000 SH SHARED 04 80000 D DIGITAS INC COM 25388K10 282 36557 SH SHARED 36557 D DIGITAS INC COM 25388K10 5106 660600 SH SHARED 01 660600 D DIGITAS INC COM 25388K10 20 2600 SH SHARED 02 2600 D DIGITAS INC COM 25388K10 626 81000 SH SHARED 05 81000 D DIGITALNET HLDGS INC COM 25389B10 110 3673 SH SHARED 3673 D DIGITALNET HLDGS INC COM 25389B10 194 6435 SH SHARED 02 6435 D DIGITAL THEATER SYS INC COM 25389G10 242 13270 SH SHARED 13270 D DIGITAL THEATER SYS INC COM 25389G10 23 1300 SH SHARED 02 1300 D DIGITAL GENERATION SYS INC COM 25392110 0 52 SH SHARED 02 52 D DIME CMNTY BANCSHARES COM 25392210 819 48784 SH SHARED 48784 D DIME CMNTY BANCSHARES COM 25392210 135 8083 SH SHARED 01 8083 D DIME CMNTY BANCSHARES COM 25392210 11 675 SH SHR/OTHR 01 675 D DIME CMNTY BANCSHARES COM 25392210 1 109 SH SHARED 02 109 D DILLARDS INC CL A 25406710 35022 1774214 SH SHARED 1774214 D DILLARDS INC CL A 25406710 8785 445076 SH SHARED 01 445076 D DILLARDS INC CL A 25406710 31859 1613958 SH SHARED 02 1613958 D DILLARDS INC CL A 25406710 567 28733 SH SHARED 10 28733 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 118 848919 SH SHARED 848919 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 3 22639 SH SHARED 01 21939 700 D DIMON INC COM 25439410 152 25847 SH SHARED 25847 D DIMON INC COM 25439410 0 11 SH SHARED 02 11 D DIODES INC COM 25454310 253 9860 SH SHARED 9860 D DIODES INC COM 25454310 627 24347 SH SHARED 01 24347 D DIODES INC COM 25454310 15 600 SH SHARED 02 600 D DIONEX CORP COM 25454610 616 11270 SH SHARED 11270 D DIONEX CORP COM 25454610 1769 32340 SH SHARED 01 32340 D DIONEX CORP COM 25454610 65 1205 SH SHARED 02 1205 D DIRECT GEN CORP COM 25456W20 608 21042 SH SHARED 21042 D DIRECT GEN CORP COM 25456W20 10967 379237 SH SHARED 01 377212 1800 225 D DIRECT GEN CORP COM 25456W20 17 600 SH SHR/OTHR 01 600 D DIRECT GEN CORP COM 25456W20 31 1100 SH SHARED 02 1100 D DIRECTV GROUP INC COM 25459L10 149 8479 SH SHARED 8479 D DIRECTV GROUP INC COM 25459L10 2242 127506 SH SHARED 01 124086 3420 D DIRECTV GROUP INC COM 25459L10 54 3071 SH SHR/OTHR 01 29 3042 D DIRECTV GROUP INC COM 25459L10 1326 75384 SH SHARED 02 75384 D DIRECTV GROUP INC COM 25459L10 8 475 SH SHARED 05 475 D DIRECTV GROUP INC COM 25459L10 517 29430 SH SHARED 06 28430 1000 D DISCOVERY LABORATORIES INC N COM 25466810 242 36210 SH SHARED 36210 D DISCOVERY LABORATORIES INC N COM 25466810 2013 300500 SH SHARED 01 278700 21800 D DISCOVERY LABORATORIES INC N COM 25466810 16 2442 SH SHARED 02 2442 D DISCOVERY PARTNERS INTL INC COM 25467510 112 23534 SH SHARED 23534 D DISCOVERY PARTNERS INTL INC COM 25467510 28 5835 SH SHARED 01 5835 D DISCOVERY PARTNERS INTL INC COM 25467510 2 600 SH SHARED 02 600 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 4104 4000000 PRN SHARED 4000000 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 2 2500 PRN SHARED 01 2500 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 2565 2500000 PRN SHARED 06 2500000 D DISNEY WALT CO COM DISNEY 25468710 1330 59000 SH SHARED 59000 D DISNEY WALT CO COM DISNEY 25468710 212565 9426390 SH SHARED 9264842 161548 D DISNEY WALT CO COM DISNEY 25468710 42036 1864151 SH SHARED 01 1546345 317806 D DISNEY WALT CO COM DISNEY 25468710 8375 371434 SH SHR/OTHR 01 21710 349724 D DISNEY WALT CO COM DISNEY 25468710 34340 1522845 SH SHARED 02 1522845 D DISNEY WALT CO COM DISNEY 25468710 171495 7605100 SH SHARED 04 7605100 D DISNEY WALT CO COM DISNEY 25468710 644 28581 SH SHARED 05 21300 7281 D DISNEY WALT CO COM DISNEY 25468710 6017 266860 SH SHARED 06 263160 3700 D DISNEY WALT CO COM DISNEY 25468710 83 3700 SH SHARED 07 3700 D DISNEY WALT CO COM DISNEY 25468710 18975 841466 SH SHARED 10 841466 D DISTRIBUTED ENERGY SYS CORP COM 25475V10 0 2 SH SHARED 2 D DITECH COMMUNICATIONS CORP COM 25500M10 634 28326 SH SHARED 28326 D DITECH COMMUNICATIONS CORP COM 25500M10 1520 67916 SH SHARED 01 67916 D DITECH COMMUNICATIONS CORP COM 25500M10 1784 79699 SH SHARED 02 79699 D DIVERSA CORP COM 25506410 25 3100 SH SHARED 3100 D DIVERSA CORP COM 25506410 114 13680 SH SHARED 13680 D DIVERSA CORP COM 25506410 8 1007 SH SHARED 02 1007 D DIVERSA CORP COM 25506410 1898 227357 SH SHARED 04 227357 D DIXIE GROUP INC CL A 25551910 86 7655 SH SHARED 7655 D DIXIE GROUP INC CL A 25551910 20 1798 SH SHARED 01 1798 D DOCUCORP INTL INC COM 25591110 25 3018 SH SHARED 3018 D DOCUCORP INTL INC COM 25591110 39 4623 SH SHARED 01 723 3900 D DOBSON COMMUNICATIONS CORP CL A 25606910 85 64072 SH SHARED 64072 D DOBSON COMMUNICATIONS CORP CL A 25606910 0 69 SH SHARED 01 69 D DOBSON COMMUNICATIONS CORP CL A 25606910 8 6500 SH SHARED 02 6500 D DR REDDYS LABS LTD ADR 25613520 56 3500 SH SHARED 3500 D DR REDDYS LABS LTD ADR 25613520 1097 68077 SH SHARED 68077 D DR REDDYS LABS LTD ADR 25613520 71 4423 SH SHARED 01 4423 D DR REDDYS LABS LTD ADR 25613520 2052 127300 SH SHARED 04 127300 D DR REDDYS LABS LTD ADR 25613520 1612 100000 SH SHARED 06 100000 D DOCUMENT SCIENCES CORP COM 25614R10 28 5566 SH SHARED 01 5566 D DOLLAR GEN CORP COM 25666910 16469 817368 SH SHARED 817368 D DOLLAR GEN CORP COM 25666910 39959 1983083 SH SHARED 01 145418 1686200 151465 D DOLLAR GEN CORP COM 25666910 4158 206393 SH SHARED 02 206393 D DOLLAR GEN CORP COM 25666910 4332 215000 SH SHARED 04 215000 D DOLLAR GEN CORP COM 25666910 6560 325605 SH SHARED 05 311700 13905 D DOLLAR GEN CORP COM 25666910 285 14165 SH SHARED 06 14165 D DOLLAR GEN CORP COM 25666910 697 34600 SH SHARED 07 34600 D DOLLAR GEN CORP COM 25666910 1047 52000 SH SHARED 09 52000 D DOLLAR GEN CORP COM 25666910 2527 125437 SH SHARED 10 125437 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 961 39513 SH SHARED 39513 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 2509 103154 SH SHARED 01 103154 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 0 6 SH SHARED 02 6 D DOLLAR TREE STORES INC COM 25674710 8714 323358 SH SHARED 323358 D DOLLAR TREE STORES INC COM 25674710 909 33737 SH SHARED 01 33737 D DOLLAR TREE STORES INC COM 25674710 1332 49429 SH SHARED 02 49429 D DOLLAR TREE STORES INC COM 25674710 412 15300 SH SHARED 06 15300 D DOMINION HOMES INC COM 25738610 209 8802 SH SHARED 8802 D DOMINION HOMES INC COM 25738610 38 1609 SH SHARED 01 1609 D DOMINION HOMES INC COM 25738610 0 1 SH SHARED 02 1 D DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q10 8 244 SH SHARED 244 D DOMINION RES INC VA NEW COM 25746U10 112520 1724457 SH SHARED 1724457 D DOMINION RES INC VA NEW COM 25746U10 9921 152061 SH SHARED 01 134129 17932 D DOMINION RES INC VA NEW COM 25746U10 4041 61935 SH SHR/OTHR 01 13711 48224 D DOMINION RES INC VA NEW COM 25746U10 9322 142875 SH SHARED 02 142875 D DOMINION RES INC VA NEW COM 25746U10 384 5900 SH SHARED 03 5900 D DOMINION RES INC VA NEW COM 25746U10 2218 34000 SH SHARED 04 34000 D DOMINION RES INC VA NEW COM 25746U10 474 7268 SH SHARED 05 6021 1247 D DOMINION RES INC VA NEW COM 25746U10 3084 47270 SH SHARED 06 46370 900 D DOMINION RES INC VA NEW COM 25746U10 65 1000 SH SHARED 07 1000 D DOMINION RES INC VA NEW COM 25746U10 7261 111280 SH SHARED 10 111280 D DOMINOS PIZZA INC COM 25754A20 88 6000 SH SHARED 6000 D DOMTAR INC COM 25756110 3767 312949 SH SHARED 312949 D DOMTAR INC COM 25756110 88 7362 SH SHARED 01 7362 D DOMTAR INC COM 25756110 1066 88554 SH SHARED 02 88554 D DONALDSON INC COM 25765110 21114 743720 SH SHARED 743720 D DONALDSON INC COM 25765110 808 28485 SH SHARED 01 28485 D DONALDSON INC COM 25765110 1235 43525 SH SHARED 02 43525 D DONEGAL GROUP INC CL A 25770120 75 3929 SH SHARED 3929 D DONEGAL GROUP INC CL A 25770120 2273 118400 SH SHARED 01 118400 D DONEGAL GROUP INC CL A 25770120 414 21600 SH SHARED 05 21600 D DONNELLEY R R & SONS CO COM 25786710 535 17100 SH SHARED 17100 D DONNELLEY R R & SONS CO COM 25786710 16158 515931 SH SHARED 515931 D DONNELLEY R R & SONS CO COM 25786710 709 22639 SH SHARED 01 14639 8000 D DONNELLEY R R & SONS CO COM 25786710 409 13066 SH SHR/OTHR 01 13066 D DONNELLEY R R & SONS CO COM 25786710 4018 128320 SH SHARED 02 128320 D DONNELLEY R R & SONS CO COM 25786710 263 8411 SH SHARED 05 200 8211 D DONNELLEY R R & SONS CO COM 25786710 59 1900 SH SHARED 06 1900 D DONNELLEY R R & SONS CO COM 25786710 2728 87108 SH SHARED 10 87108 D DORAL FINL CORP COM 25811P10 252 6100 SH SHARED 6100 D DORAL FINL CORP COM 25811P10 1500 36172 SH SHARED 36172 D DORAL FINL CORP COM 25811P10 1380 33278 SH SHARED 01 32528 750 D DORAL FINL CORP COM 25811P10 1227 29606 SH SHARED 02 29606 D DORAL FINL CORP COM 25811P10 497 12000 SH SHARED 06 12000 D DORAL FINL CORP COM 25811P10 557 13440 SH SHARED 10 13440 D DOREL INDS INC CL B SUB VTG 25822C20 48 1700 SH SHARED 02 1700 D DOT HILL SYS CORP COM 25848T10 2131 265803 SH SHARED 265803 D DOT HILL SYS CORP COM 25848T10 2456 306350 SH SHARED 01 306350 D DOT HILL SYS CORP COM 25848T10 19 2410 SH SHARED 02 2410 D DOUBLECLICK INC NOTE 7/1 258609AE 561 660000 PRN SHARED 02 660000 D DOUBLECLICK INC COM 25860930 674 114200 SH SHARED 114200 D DOUBLECLICK INC COM 25860930 642 108760 SH SHARED 01 108760 D DOUBLECLICK INC COM 25860930 31 5354 SH SHARED 02 5354 D DOV PHARMACEUTICAL INC COM 25985810 34 2000 SH SHARED 2000 D DOV PHARMACEUTICAL INC COM 25985810 197 11547 SH SHARED 11547 D DOV PHARMACEUTICAL INC COM 25985810 2617 152700 SH SHARED 01 140900 11800 D DOV PHARMACEUTICAL INC COM 25985810 13 803 SH SHARED 02 803 D DOV PHARMACEUTICAL INC COM 25985810 2713 158292 SH SHARED 04 158292 D DOV PHARMACEUTICAL INC COM 25985810 111 6500 SH SHARED 06 6500 D DOV PHARMACEUTICAL INC COM 25985810 111 6500 SH SHARED 10 6500 D DOVER CORP COM 26000310 22341 574764 SH SHARED 573564 1200 D DOVER CORP COM 26000310 32852 845185 SH SHARED 01 150181 55800 639204 D DOVER CORP COM 26000310 1627 41870 SH SHR/OTHR 01 41870 D DOVER CORP COM 26000310 6815 175341 SH SHARED 02 175341 D DOVER CORP COM 26000310 8788 226100 SH SHARED 03 226100 D DOVER CORP COM 26000310 3265 84008 SH SHARED 05 73100 10908 D DOVER CORP COM 26000310 108 2800 SH SHARED 06 1800 1000 D DOVER CORP COM 26000310 2670 68707 SH SHARED 10 68707 D DOVER DOWNS GAMING & ENTMT I COM 26009510 65 6322 SH SHARED 6322 D DOVER DOWNS GAMING & ENTMT I COM 26009510 0 3 SH SHARED 02 3 D DOVER MOTORSPORTS INC COM 26017410 70 16426 SH SHARED 16426 D DOVER MOTORSPORTS INC COM 26017410 7 1773 SH SHARED 01 1773 D DOVER MOTORSPORTS INC COM 26017410 0 5 SH SHARED 02 5 D DOW CHEM CO COM 26054310 52 1170 SH SHARED 1170 D DOW CHEM CO COM 26054310 166493 3685110 SH SHARED 3598287 86823 D DOW CHEM CO COM 26054310 73170 1619524 SH SHARED 01 989682 274700 355142 D DOW CHEM CO COM 26054310 6092 134855 SH SHR/OTHR 01 11157 123698 D DOW CHEM CO COM 26054310 20999 464806 SH SHARED 02 464806 D DOW CHEM CO COM 26054310 16887 373780 SH SHARED 03 373780 D DOW CHEM CO COM 26054310 12833 284044 SH SHARED 05 120533 163511 D DOW CHEM CO COM 26054310 879 19469 SH SHARED 06 17569 1900 D DOW CHEM CO COM 26054310 27387 606189 SH SHARED 10 606189 D DOW JONES & CO INC COM 26056110 14790 364215 SH SHARED 364215 D DOW JONES & CO INC COM 26056110 1594 39262 SH SHARED 01 39262 D DOW JONES & CO INC COM 26056110 32 800 SH SHR/OTHR 01 800 D DOW JONES & CO INC COM 26056110 1571 38708 SH SHARED 02 38708 D DOW JONES & CO INC COM 26056110 609 15000 SH SHARED 04 15000 D DOW JONES & CO INC COM 26056110 30 745 SH SHARED 05 745 D DOW JONES & CO INC COM 26056110 16 400 SH SHARED 06 400 D DOW JONES & CO INC COM 26056110 1121 27627 SH SHARED 10 27627 D DOWNEY FINL CORP COM 26101810 170 3100 SH SHARED 3100 D DOWNEY FINL CORP COM 26101810 1020 18560 SH SHARED 18560 D DOWNEY FINL CORP COM 26101810 4671 85000 SH SHARED 01 85000 D DOWNEY FINL CORP COM 26101810 28 521 SH SHARED 02 521 D DRESS BARN INC COM 26157010 354 20320 SH SHARED 20320 D DRESS BARN INC COM 26157010 188 10824 SH SHARED 01 10824 D DRESS BARN INC COM 26157010 262 15071 SH SHARED 02 15071 D DREW INDS INC COM NEW 26168L20 245 6844 SH SHARED 6844 D DREW INDS INC COM NEW 26168L20 361 10076 SH SHARED 01 10076 D DREW INDS INC COM NEW 26168L20 13 384 SH SHARED 02 384 D DREXLER TECHNOLOGY CORP COM 26187610 498 54412 SH SHARED 54412 D DREXLER TECHNOLOGY CORP COM 26187610 84 9171 SH SHARED 01 9171 D DREXLER TECHNOLOGY CORP COM 26187610 24 2627 SH SHARED 02 2627 D DREYERS GRAND ICE CREAM HL I COM A CALL PUT 26187710 3589 44869 SH SHARED 44869 D DREYERS GRAND ICE CREAM HL I COM A CALL PUT 26187710 49 616 SH SHARED 01 616 D DREYERS GRAND ICE CREAM HL I COM A CALL PUT 26187710 0 3 SH SHARED 02 3 D DREYFUS CALIF MUN INCOME INC COM 26188110 155 17732 SH SHARED 17732 D DREYFUS STRATEGIC MUNS INC COM 26193210 4 500 SH SHARED 01 500 D DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S10 158 33017 SH SHARED 33017 D DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S10 38 8046 SH SHARED 01 8046 D DREYFUS N Y MUN INCOME INC COM 26201T10 21 2452 SH SHARED 2452 D DRIL-QUIP INC COM 26203710 89 4025 SH SHARED 4025 D DRIL-QUIP INC COM 26203710 2 102 SH SHARED 02 102 D DRUGSTORE COM INC COM 26224110 152 44483 SH SHARED 44483 D DRUGSTORE COM INC COM 26224110 89 26100 SH SHARED 01 26100 D DRUGSTORE COM INC COM 26224110 20 6009 SH SHARED 02 6009 D DSL NET INC COM 26250610 6 29200 SH SHARED 29200 D DU PONT E I DE NEMOURS & CO COM 26353410 313387 7322147 SH SHARED 7272582 49565 D DU PONT E I DE NEMOURS & CO COM 26353410 64138 1498560 SH SHARED 01 525031 733900 239629 D DU PONT E I DE NEMOURS & CO COM 26353410 11613 271346 SH SHR/OTHR 01 32671 238675 D DU PONT E I DE NEMOURS & CO COM 26353410 22473 525076 SH SHARED 02 525076 D DU PONT E I DE NEMOURS & CO COM 26353410 8518 199036 SH SHARED 05 187999 11037 D DU PONT E I DE NEMOURS & CO COM 26353410 549 12850 SH SHARED 06 11150 1700 D DU PONT E I DE NEMOURS & CO COM 26353410 809 18902 SH SHARED 07 18902 D DU PONT E I DE NEMOURS & CO COM 26353410 1206 28200 SH SHARED 09 28200 D DU PONT E I DE NEMOURS & CO COM 26353410 15694 366700 SH SHARED 10 366700 D DUCOMMUN INC DEL COM 26414710 101 4534 SH SHARED 4534 D DUCOMMUN INC DEL COM 26414710 2 99 SH SHARED 01 99 D DUCOMMUN INC DEL COM 26414710 0 2 SH SHARED 02 2 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 10 9400 PRN SHARED 01 9400 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 1485 1395000 PRN SHARED 02 1395000 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 4047 3800000 PRN SHARED 06 3800000 D DUKE ENERGY CORP COM 26439910 105958 4629036 SH SHARED 4593636 35400 D DUKE ENERGY CORP COM 26439910 17532 765935 SH SHARED 01 634895 131040 D DUKE ENERGY CORP COM 26439910 1197 52330 SH SHR/OTHR 01 700 51630 D DUKE ENERGY CORP COM 26439910 7799 340737 SH SHARED 02 340737 D DUKE ENERGY CORP COM 26439910 370 16200 SH SHARED 03 16200 D DUKE ENERGY CORP COM 26439910 2517 110000 SH SHARED 04 110000 D DUKE ENERGY CORP COM 26439910 498 21766 SH SHARED 05 18500 3266 D DUKE ENERGY CORP COM 26439910 376 16430 SH SHARED 06 14830 1600 D DUKE ENERGY CORP COM 26439910 7526 328802 SH SHARED 10 328802 D DUKE REALTY CORP COM NEW 26441150 12 376 SH SHARED 376 D DUKE REALTY CORP COM NEW 26441150 4804 144726 SH SHARED 01 144176 550 D DUKE REALTY CORP COM NEW 26441150 521 15707 SH SHARED 02 15707 D DUKE REALTY CORP COM NEW 26441150 24305 732100 SH SHARED 10 732100 D DUKE REALTY CORP COM NEW 26441150 80466 2423701 SH SHARED 11 2423701 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2368 40348 SH SHARED 40348 D DUN & BRADSTREET CORP DEL NE COM 26483E10 6864 116940 SH SHARED 01 113337 3603 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2899 49392 SH SHR/OTHR 01 800 48592 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2977 50729 SH SHARED 02 50729 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2929 49900 SH SHARED 10 49900 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 23 3300 SH SHARED 3300 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 446 62892 SH SHARED 62892 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 49 6973 SH SHARED 01 6973 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 227 32027 SH SHARED 02 32027 D DUPONT PHOTOMASKS INC NOTE 1.250% 5/1 26613XAE 473 500000 PRN SHARED 02 500000 D DUPONT PHOTOMASKS INC COM 26613X10 1746 102511 SH SHARED 102511 D DUPONT PHOTOMASKS INC COM 26613X10 212 12461 SH SHARED 01 12036 425 D DUPONT PHOTOMASKS INC COM 26613X10 19 1150 SH SHR/OTHR 01 1150 D DUPONT PHOTOMASKS INC COM 26613X10 8 481 SH SHARED 02 481 D DUQUESNE LT HLDGS INC COM 26623310 1624 90437 SH SHARED 90437 D DUQUESNE LT HLDGS INC COM 26623310 435 24256 SH SHARED 01 24256 D DUQUESNE LT HLDGS INC COM 26623310 13 750 SH SHR/OTHR 01 750 D DUQUESNE LT HLDGS INC COM 26623310 533 29682 SH SHARED 02 29682 D DURATEK INC COM 26658Q10 545 30677 SH SHARED 30677 D DURATEK INC COM 26658Q10 107 6062 SH SHARED 01 6062 D DURATEK INC COM 26658Q10 53 3000 SH SHR/OTHR 01 3000 D DURATEK INC COM 26658Q10 7 406 SH SHARED 02 406 D DURECT CORP NOTE 6.250% 6/1 266605AB 536 575000 PRN SHARED 575000 D DURECT CORP COM 26660510 24 17487 SH SHARED 17487 D DURECT CORP COM 26660510 15 10720 SH SHARED 02 10720 D DUSA PHARMACEUTICALS INC COM 26689810 98 8609 SH SHARED 8609 D DUSA PHARMACEUTICALS INC COM 26689810 8 700 SH SHARED 02 700 D DYAX CORP COM 26746E10 32 4200 SH SHARED 4200 D DYAX CORP COM 26746E10 206 27078 SH SHARED 27078 D DYAX CORP COM 26746E10 1985 259914 SH SHARED 01 239314 20600 D DYAX CORP COM 26746E10 869 113836 SH SHARED 02 113836 D DYAX CORP COM 26746E10 2968 388500 SH SHARED 04 388500 D DYAX CORP COM 26746E10 206 27000 SH SHARED 06 27000 D DYAX CORP COM 26746E10 206 27000 SH SHARED 10 27000 D DYCOM INDS INC COM 26747510 4436 156266 SH SHARED 156266 D DYCOM INDS INC COM 26747510 4788 168673 SH SHARED 01 168673 D DYCOM INDS INC COM 26747510 664 23411 SH SHARED 02 23411 D DYNAMEX INC COM 26784F10 243 14138 SH SHARED 14138 D DYNAMEX INC COM 26784F10 60 3505 SH SHARED 01 3505 D DYNAMICS RESH CORP COM 26805710 12 797 SH SHARED 797 D DYNAMICS RESH CORP COM 26805710 3 197 SH SHARED 01 197 D DYNAVAX TECHNOLOGIES CORP COM 26815810 20 3827 SH SHARED 3827 D DYNAVAX TECHNOLOGIES CORP COM 26815810 1 200 SH SHARED 02 200 D DYNEGY INC NEW CL A 26816Q10 4904 982784 SH SHARED 982784 D DYNEGY INC NEW CL A 26816Q10 866 173561 SH SHARED 01 173561 D DYNEGY INC NEW CL A 26816Q10 679 136227 SH SHARED 02 136227 D DYNEGY INC NEW CL A 26816Q10 5 1155 SH SHARED 05 1155 D DYNEGY INC NEW CL A 26816Q10 653 131041 SH SHARED 10 131041 D DYNEX CAP INC COM NEW 26817Q50 5 702 SH SHARED 702 D ECI TELECOM LTD ORD 26825810 27 3972 SH SHARED 3972 D ECI TELECOM LTD ORD 26825810 6 984 SH SHARED 01 984 D EDP-ELECTRICIDADE DE PORTUGA SPONSORED ADR 26835310 59 2018 SH SHARED 2018 D EDP-ELECTRICIDADE DE PORTUGA SPONSORED ADR 26835310 18 643 SH SHARED 01 399 244 D EGL INC COM 26848410 1419 46909 SH SHARED 46909 D EGL INC COM 26848410 187 6181 SH SHARED 01 6181 D EGL INC COM 26848410 3967 131109 SH SHARED 02 131109 D E-LOAN INC COM 26861P10 234 109869 SH SHARED 109869 D E-LOAN INC COM 26861P10 46 21831 SH SHARED 01 21831 D E-LOAN INC COM 26861P10 0 32 SH SHARED 02 32 D E M C CORP MASS COM 26864810 1490 129120 SH SHARED 129120 D E M C CORP MASS COM 26864810 136047 11789247 SH SHARED 10836646 952601 D E M C CORP MASS COM 26864810 265365 22995254 SH SHARED 01 11956341 9443600 1595313 D E M C CORP MASS COM 26864810 2723 235987 SH SHR/OTHR 01 22940 213047 D E M C CORP MASS COM 26864810 11188 969502 SH SHARED 02 969502 D E M C CORP MASS COM 26864810 1587 137600 SH SHARED 03 137600 D E M C CORP MASS COM 26864810 136184 11801100 SH SHARED 04 11801100 D E M C CORP MASS COM 26864810 49902 4324311 SH SHARED 05 3221881 1102430 D E M C CORP MASS COM 26864810 20095 1741350 SH SHARED 06 1111350 630000 D E M C CORP MASS COM 26864810 1351 117093 SH SHARED 07 117093 D E M C CORP MASS COM 26864810 1954 169400 SH SHARED 09 169400 D E M C CORP MASS COM 26864810 14711 1274805 SH SHARED 10 1274805 D EMC INS GROUP INC COM 26866410 21 1024 SH SHARED 1024 D EMC INS GROUP INC COM 26866410 0 1 SH SHARED 02 1 D EMS TECHNOLOGIES INC COM 26873N10 239 13903 SH SHARED 13903 D EMS TECHNOLOGIES INC COM 26873N10 40 2372 SH SHARED 01 2372 D EMS TECHNOLOGIES INC COM 26873N10 3 203 SH SHARED 02 203 D ENSCO INTL INC COM 26874Q10 8953 274055 SH SHARED 274055 D ENSCO INTL INC COM 26874Q10 1881 57606 SH SHARED 01 55822 1784 D ENSCO INTL INC COM 26874Q10 52 1600 SH SHR/OTHR 01 1600 D ENSCO INTL INC COM 26874Q10 3470 106235 SH SHARED 02 106235 D ENSCO INTL INC COM 26874Q10 49 1500 SH SHARED 06 1500 D ENI S P A SPONSORED ADR 26874R10 2566 22858 SH SHARED 18358 4500 D ENI S P A SPONSORED ADR 26874R10 1627 14496 SH SHARED 01 2994 11502 D EOG RES INC COM 26875P10 79 1200 SH SHARED 1200 D EOG RES INC COM 26875P10 30723 466565 SH SHARED 466565 D EOG RES INC COM 26875P10 142977 2171261 SH SHARED 01 962506 951400 257355 D EOG RES INC COM 26875P10 7160 108733 SH SHARED 02 108733 D EOG RES INC COM 26875P10 526 8000 SH SHARED 04 8000 D EOG RES INC COM 26875P10 65 1000 SH SHARED 06 1000 D EOG RES INC COM 26875P10 7232 109830 SH SHARED 10 109830 D E ON AG SPONSORED ADR 26878010 23750 322260 SH SHARED 322260 D E ON AG SPONSORED ADR 26878010 1501 20369 SH SHARED 01 20369 D EPIX MEDICAL INC COM 26881Q10 27 1400 SH SHARED 1400 D EPIX MEDICAL INC COM 26881Q10 331 17182 SH SHARED 17182 D EPIX MEDICAL INC COM 26881Q10 19 1012 SH SHARED 01 1012 D EPIX MEDICAL INC COM 26881Q10 31 1640 SH SHARED 02 1640 D EPIX MEDICAL INC COM 26881Q10 4383 227000 SH SHARED 04 227000 D EPIX MEDICAL INC COM 26881Q10 212 11000 SH SHARED 06 11000 D EPIX MEDICAL INC COM 26881Q10 212 11000 SH SHARED 10 11000 D E PIPHANY INC COM 26881V10 753 186933 SH SHARED 186933 D E PIPHANY INC COM 26881V10 302 75156 SH SHARED 01 75156 D E PIPHANY INC COM 26881V10 0 17 SH SHARED 02 17 D EPIQ SYS INC COM 26882D10 237 15260 SH SHARED 15260 D EPIQ SYS INC COM 26882D10 134 8615 SH SHARED 01 8615 D EPIQ SYS INC COM 26882D10 0 4 SH SHARED 02 4 D ESB FINL CORP COM 26884F10 0 8 SH SHARED 02 8 D ESS TECHNOLOGY INC COM 26915110 7076 1033044 SH SHARED 1033044 D ESS TECHNOLOGY INC COM 26915110 161 23570 SH SHARED 01 23570 D ESS TECHNOLOGY INC COM 26915110 309 45141 SH SHARED 02 45141 D E TRADE FINANCIAL CORP NOTE 6.000% 2/0 269246AB 2810 2750000 PRN SHARED 2750000 D E TRADE FINANCIAL CORP COM 26924610 20268 1774866 SH SHARED 1774866 D E TRADE FINANCIAL CORP COM 26924610 25118 2199530 SH SHARED 01 1833649 351600 14281 D E TRADE FINANCIAL CORP COM 26924610 1987 174005 SH SHARED 02 174005 D E TRADE FINANCIAL CORP COM 26924610 3997 350000 SH SHARED 04 350000 D E TRADE FINANCIAL CORP COM 26924610 2583 226208 SH SHARED 10 226208 D EVCI CAREER COLLEGES INC COM 26926P10 0 111 SH SHARED 111 D E Z EM INC COM NEW 26930540 72 4064 SH SHARED 4064 D EAGLE BROADBAND INC COM 26943710 92 127853 SH SHARED 127853 D EAGLE BROADBAND INC COM 26943710 16 22972 SH SHARED 02 22972 D EAGLE MATERIALS INC COM 26969P10 1939 27207 SH SHARED 27207 D EAGLE MATERIALS INC COM 26969P10 250 3507 SH SHARED 01 3507 D EAGLE MATERIALS INC COM 26969P10 14 201 SH SHARED 02 201 D EAGLE MATERIALS INC CL B 26969P20 1403 20345 SH SHARED 20345 D EAGLE MATERIALS INC CL B 26969P20 237 3438 SH SHARED 01 3438 D EAGLE MATERIALS INC CL B 26969P20 4 61 SH SHARED 02 61 D EARTHLINK INC COM 27032110 1063 103256 SH SHARED 103256 D EARTHLINK INC COM 27032110 3207 311430 SH SHARED 01 311430 D EARTHLINK INC COM 27032110 1225 119018 SH SHARED 02 119018 D EARTHLINK INC COM 27032110 2575 250000 SH SHARED 04 250000 D EARTHLINK INC COM 27032110 1029 99925 SH SHARED 10 99925 D EAST WEST BANCORP INC COM 27579R10 1739 51796 SH SHARED 51796 D EAST WEST BANCORP INC COM 27579R10 5313 158200 SH SHARED 01 158200 D EAST WEST BANCORP INC COM 27579R10 127 3809 SH SHARED 02 3809 D EASTERN VA BANKSHARES INC COM 27719610 0 4 SH SHARED 02 4 D EASTGROUP PPTY INC COM 27727610 479 14443 SH SHARED 14443 D EASTGROUP PPTY INC COM 27727610 13 392 SH SHARED 01 392 D EASTGROUP PPTY INC COM 27727610 3 93 SH SHARED 02 93 D EASTGROUP PPTY INC COM 27727610 12868 387600 SH SHARED 11 387600 D EASTMAN CHEM CO COM 27743210 537 11300 SH SHARED 11300 D EASTMAN CHEM CO COM 27743210 11695 245966 SH SHARED 245966 D EASTMAN CHEM CO COM 27743210 52 1099 SH SHARED 01 1041 58 D EASTMAN CHEM CO COM 27743210 16 356 SH SHR/OTHR 01 356 D EASTMAN CHEM CO COM 27743210 4883 102697 SH SHARED 02 102697 D EASTMAN CHEM CO COM 27743210 14 315 SH SHARED 05 315 D EASTMAN CHEM CO COM 27743210 2236 47042 SH SHARED 10 47042 D EASTMAN KODAK CO NOTE 3.375%10/1 277461BE 0 146 PRN SHARED 01 146 D EASTMAN KODAK CO COM 27746110 660 20500 SH SHARED 20500 D EASTMAN KODAK CO COM 27746110 48765 1513511 SH SHARED 1512611 900 D EASTMAN KODAK CO COM 27746110 996 30936 SH SHARED 01 30000 936 D EASTMAN KODAK CO COM 27746110 309 9600 SH SHR/OTHR 01 3645 5955 D EASTMAN KODAK CO COM 27746110 9528 295724 SH SHARED 02 295724 D EASTMAN KODAK CO COM 27746110 43 1353 SH SHARED 05 300 1053 D EASTMAN KODAK CO COM 27746110 115 3600 SH SHARED 06 3100 500 D EASTMAN KODAK CO COM 27746110 3151 97797 SH SHARED 10 97797 D EATON CORP COM 27805810 67874 1070400 SH SHARED 1070400 D EATON CORP COM 27805810 11257 177539 SH SHARED 01 176879 660 D EATON CORP COM 27805810 4537 71558 SH SHARED 02 71558 D EATON CORP COM 27805810 57 910 SH SHARED 05 910 D EATON CORP COM 27805810 82 1300 SH SHARED 06 1100 200 D EATON CORP COM 27805810 5280 83274 SH SHARED 10 83274 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 151 10000 SH SHARED 01 10000 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 45 3000 SH SHR/OTHR 01 3000 D EATON VANCE SR INCOME TR SH BEN INT 27826S10 194 20754 SH SHARED 20754 D EATON VANCE SR INCOME TR SH BEN INT 27826S10 48 5146 SH SHARED 01 5146 D EATON VANCE CORP COM NON VTG 27826510 575 14246 SH SHARED 14246 D EATON VANCE CORP COM NON VTG 27826510 2315 57337 SH SHARED 01 57337 D EATON VANCE CORP COM NON VTG 27826510 1001 24804 SH SHARED 02 24804 D EATON VANCE INS MUN BD FD COM 27827X10 1 84 SH SHARED 84 D EATON VANCE INS CA MUN BD FD COM 27828A10 0 63 SH SHARED 63 D EBAY INC COM 27864210 266 2900 SH SHARED 2900 D EBAY INC COM 27864210 243474 2648189 SH SHARED 2632514 15675 D EBAY INC COM 27864210 152420 1657823 SH SHARED 01 1261020 310600 86203 D EBAY INC COM 27864210 115 1258 SH SHR/OTHR 01 400 858 D EBAY INC COM 27864210 38857 422638 SH SHARED 02 422638 D EBAY INC COM 27864210 9368 101900 SH SHARED 03 101900 D EBAY INC COM 27864210 53692 584000 SH SHARED 04 584000 D EBAY INC COM 27864210 4037 43913 SH SHARED 05 41660 2253 D EBAY INC COM 27864210 2089 22724 SH SHARED 06 21974 750 D EBAY INC COM 27864210 119 1300 SH SHARED 07 1300 D EBAY INC COM 27864210 37160 404183 SH SHARED 10 404183 D EBOOKERS PLC SPONSORED ADR 27872510 100 12570 SH SHARED 12570 D ECHELON CORP COM 27874N10 203 25783 SH SHARED 25783 D ECHELON CORP COM 27874N10 3 400 SH SHARED 01 400 D ECHELON CORP COM 27874N10 15 2000 SH SHR/OTHR 01 2000 D ECHELON CORP COM 27874N10 10 1306 SH SHARED 02 1306 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 254 250000 PRN SHARED 250000 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 2 2000 PRN SHARED 01 2000 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 3173 3124000 PRN SHARED 02 3124000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 14677 471654 SH SHARED 469154 2500 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 1004 32288 SH SHARED 01 32288 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 1390 44668 SH SHARED 02 44668 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 653 21000 SH SHARED 06 21000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 2100 67500 SH SHARED 10 67500 D ECLIPSYS CORP COM 27885610 3567 228687 SH SHARED 228687 D ECLIPSYS CORP COM 27885610 6004 384889 SH SHARED 384889 D ECLIPSYS CORP COM 27885610 32 2100 SH SHARED 01 2100 D ECLIPSYS CORP COM 27885610 59 3843 SH SHARED 02 3843 D ECOLAB INC COM 27886510 33851 1076689 SH SHARED 1076689 D ECOLAB INC COM 27886510 68717 2185674 SH SHARED 01 1047904 768200 369570 D ECOLAB INC COM 27886510 1472 46835 SH SHR/OTHR 01 200 46635 D ECOLAB INC COM 27886510 5236 166540 SH SHARED 02 166540 D ECOLAB INC COM 27886510 31 1008 SH SHARED 05 1008 D ECOLAB INC COM 27886510 56 1800 SH SHARED 06 1800 D ECOLAB INC COM 27886510 2905 92417 SH SHARED 10 92417 D ECOLLEGE COM COM 27887E10 90 9401 SH SHARED 9401 D ECOLLEGE COM COM 27887E10 88 9200 SH SHARED 01 9200 D ECOLLEGE COM COM 27887E10 8 900 SH SHARED 02 900 D EDGE PETE CORP DEL COM 27986210 357 22416 SH SHARED 22416 D EDGE PETE CORP DEL COM 27986210 56 3548 SH SHARED 01 3548 D EDGE PETE CORP DEL COM 27986210 90 5638 SH SHARED 02 5638 D EDIETS COM INC COM 28059710 46 13200 SH SHARED 02 13200 D EDISON INTL COM 28102010 1476 55700 SH SHARED 55700 D EDISON INTL COM 28102010 26084 983934 SH SHARED 983934 D EDISON INTL COM 28102010 1902 71760 SH SHARED 01 62660 9100 D EDISON INTL COM 28102010 235 8900 SH SHR/OTHR 01 8900 D EDISON INTL COM 28102010 3719 140314 SH SHARED 02 140314 D EDISON INTL COM 28102010 44 1686 SH SHARED 05 300 1386 D EDISON INTL COM 28102010 387 14628 SH SHARED 06 13628 1000 D EDISON INTL COM 28102010 3655 137889 SH SHARED 10 137889 D EDO CORP COM 28134710 470 16951 SH SHARED 16951 D EDO CORP COM 28134710 2919 105200 SH SHARED 01 105200 D EDO CORP COM 28134710 16 604 SH SHARED 02 604 D EDO CORP COM 28134710 402 14500 SH SHARED 05 14500 D EDUCATION MGMT CORP COM 28139T10 3388 127186 SH SHARED 127186 D EDUCATION MGMT CORP COM 28139T10 3252 122085 SH SHARED 01 121885 200 D EDUCATION MGMT CORP COM 28139T10 967 36307 SH SHARED 02 36307 D EDUCATION LENDING GROUP INC COM 28140A10 187 12717 SH SHARED 12717 D EDUCATION LENDING GROUP INC COM 28140A10 6166 417232 SH SHARED 01 417232 D EDUCATION LENDING GROUP INC COM 28140A10 8 600 SH SHARED 02 600 D EDUCATION LENDING GROUP INC COM 28140A10 804 54400 SH SHARED 05 54400 D EDWARDS LIFESCIENCES CORP DBCV 3.875% 5/1 28176EAB 5 5250 PRN SHARED 01 5250 D EDWARDS LIFESCIENCES CORP COM 28176E10 1515 45237 SH SHARED 45237 D EDWARDS LIFESCIENCES CORP COM 28176E10 2421 72276 SH SHARED 01 72276 D EDWARDS LIFESCIENCES CORP COM 28176E10 405 12113 SH SHR/OTHR 01 12113 D EDWARDS LIFESCIENCES CORP COM 28176E10 1603 47874 SH SHARED 02 47874 D EDWARDS AG INC COM 28176010 77 2250 SH SHARED 2250 D EDWARDS AG INC COM 28176010 1207 34886 SH SHARED 34886 D EDWARDS AG INC COM 28176010 916 26481 SH SHARED 01 26481 D EDWARDS AG INC COM 28176010 1139 32904 SH SHARED 02 32904 D EFUNDS CORP COM 28224R10 38 2095 SH SHARED 2095 D EFUNDS CORP COM 28224R10 710 38215 SH SHARED 38215 D EFUNDS CORP COM 28224R10 2696 145055 SH SHARED 01 144089 966 D EFUNDS CORP COM 28224R10 3 213 SH SHARED 02 213 D 8X8 INC NEW COM 28291410 250 66765 SH SHARED 66765 D 8X8 INC NEW COM 28291410 50 13335 SH SHARED 01 13335 D 8X8 INC NEW COM 28291410 750 200141 SH SHARED 02 200141 D EL PASO CORP DBCV 2/2 28336LAC 16390 32139000 PRN SHARED 32139000 D EL PASO CORP DBCV 2/2 28336LAC 6099 11959000 PRN SHARED 02 11959000 D EL PASO CORP COM 28336L10 15017 1634083 SH SHARED 1634083 D EL PASO CORP COM 28336L10 1480 161117 SH SHARED 01 160387 730 D EL PASO CORP COM 28336L10 241 26235 SH SHR/OTHR 01 2040 24195 D EL PASO CORP COM 28336L10 10091 1098081 SH SHARED 02 1098081 D EL PASO CORP COM 28336L10 735 80000 SH SHARED 04 80000 D EL PASO CORP COM 28336L10 28 3145 SH SHARED 05 646 2499 D EL PASO CORP COM 28336L10 67 7300 SH SHARED 06 4700 2600 D EL PASO CORP COM 28336L10 66696 7257523 SH SHARED 10 7257523 D EL PASO ELEC CO COM NEW 28367785 64 4000 SH SHARED 4000 D EL PASO ELEC CO COM NEW 28367785 36310 2259538 SH SHARED 2259538 D EL PASO ELEC CO COM NEW 28367785 4 258 SH SHARED 01 258 D EL PASO ELEC CO COM NEW 28367785 5 315 SH SHARED 02 315 D ELAN PLC ADR 28413120 69240 2959006 SH SHARED 2958506 500 D ELAN PLC ADR 28413120 4836 206698 SH SHARED 01 189998 13200 3500 D ELAN PLC ADR 28413120 8390 358577 SH SHARED 02 358577 D ELAN PLC ADR 28413120 7722 330000 SH SHARED 04 330000 D ELAN PLC ADR 28413120 6 260 SH SHARED 05 260 D ELAN PLC ADR 28413120 387 16540 SH SHARED 06 16540 D ELAN PLC ADR 28413120 1129 48260 SH SHARED 10 48260 D ELDORADO GOLD CORP NEW COM 28490210 355 109100 SH SHARED 47100 62000 D ELDORADO GOLD CORP NEW COM 28490210 7172 2200000 SH SHARED 01 2200000 D ELDORADO GOLD CORP NEW COM 28490210 1141 350000 SH SHARED 04 350000 D ELECTRO RENT CORP COM 28521810 176 15949 SH SHARED 15949 D ELECTRO RENT CORP COM 28521810 44 4031 SH SHARED 01 4031 D ELECTRO RENT CORP COM 28521810 0 4 SH SHARED 02 4 D ELECTRO SCIENTIFIC INDS NOTE 4.250%12/2 285229AC 16745 17000000 PRN SHARED 17000000 D ELECTRO SCIENTIFIC INDS COM 28522910 709 40912 SH SHARED 40912 D ELECTRO SCIENTIFIC INDS COM 28522910 528 30441 SH SHARED 01 30441 D ELECTRO SCIENTIFIC INDS COM 28522910 27 1600 SH SHR/OTHR 01 1600 D ELECTRO SCIENTIFIC INDS COM 28522910 24 1409 SH SHARED 02 1409 D ELECTROGLAS INC COM 28532410 8 2834 SH SHARED 2834 D ELECTROGLAS INC COM 28532410 1 566 SH SHARED 01 566 D ELECTROGLAS INC COM 28532410 0 50 SH SHARED 02 50 D ELECTRONIC ARTS INC COM 28551210 77313 1681091 SH SHARED 1681091 D ELECTRONIC ARTS INC COM 28551210 101173 2199911 SH SHARED 01 1045550 848650 305711 D ELECTRONIC ARTS INC COM 28551210 378 8237 SH SHR/OTHR 01 1960 6277 D ELECTRONIC ARTS INC COM 28551210 9906 215407 SH SHARED 02 215407 D ELECTRONIC ARTS INC COM 28551210 6208 135000 SH SHARED 04 135000 D ELECTRONIC ARTS INC COM 28551210 116 2536 SH SHARED 05 2536 D ELECTRONIC ARTS INC COM 28551210 170 3700 SH SHARED 06 3100 600 D ELECTRONIC ARTS INC COM 28551210 15153 329488 SH SHARED 10 329488 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 31337 31463000 PRN SHARED 31463000 D ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF 3038 3051000 PRN SHARED 02 3051000 D ELECTRONIC DATA SYS NEW COM 28566110 2 140 SH SHARED 140 D ELECTRONIC DATA SYS NEW COM 28566110 28312 1460183 SH SHARED 1427683 32500 D ELECTRONIC DATA SYS NEW COM 28566110 1437 74137 SH SHARED 01 73447 690 D ELECTRONIC DATA SYS NEW COM 28566110 424 21900 SH SHR/OTHR 01 48 21852 D ELECTRONIC DATA SYS NEW COM 28566110 5234 269950 SH SHARED 02 269950 D ELECTRONIC DATA SYS NEW COM 28566110 5429 280000 SH SHARED 04 280000 D ELECTRONIC DATA SYS NEW COM 28566110 58 3004 SH SHARED 05 600 2404 D ELECTRONIC DATA SYS NEW COM 28566110 107 5550 SH SHARED 06 4950 600 D ELECTRONIC DATA SYS NEW COM 28566110 166288 8575981 SH SHARED 10 8575981 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 729 21396 SH SHARED 21396 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 300 8800 SH SHARED 01 8800 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 31 930 SH SHARED 02 930 D ELECTRONICS FOR IMAGING INC COM 28608210 1001 61663 SH SHARED 61663 D ELECTRONICS FOR IMAGING INC COM 28608210 158 9732 SH SHARED 01 9732 D ELECTRONICS FOR IMAGING INC COM 28608210 32 1982 SH SHARED 02 1982 D ELITE PHARMACEUTICALS INC CL A NEW 28659T20 9 8000 SH SHARED 01 8000 D ELIZABETH ARDEN INC COM 28660G10 452 21489 SH SHARED 21489 D ELIZABETH ARDEN INC COM 28660G10 27 1319 SH SHARED 01 1319 D ELIZABETH ARDEN INC COM 28660G10 21 1003 SH SHARED 02 1003 D ELKCORP COM 28745610 491 17709 SH SHARED 17709 D ELKCORP COM 28745610 51 1868 SH SHARED 01 1868 D ELKCORP COM 28745610 46 1684 SH SHR/OTHR 01 1684 D ELKCORP COM 28745610 27 1006 SH SHARED 02 1006 D ELLIS PERRY INTL INC COM 28885310 146 6495 SH SHARED 6495 D ELLIS PERRY INTL INC COM 28885310 14 664 SH SHARED 01 664 D ELLIS PERRY INTL INC COM 28885310 0 1 SH SHARED 02 1 D EMAGIN CORP COM 29076N10 1468 1468384 SH SHARED 01 1468384 D EMBARCADERO TECHNOLOGIES INC COM 29078710 484 57222 SH SHARED 57222 D EMBARCADERO TECHNOLOGIES INC COM 29078710 441 52145 SH SHARED 01 52145 D EMBARCADERO TECHNOLOGIES INC COM 29078710 8 1000 SH SHARED 02 1000 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 396 15000 SH SHARED 15000 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 15490 586780 SH SHARED 01 242480 344300 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 21 818 SH SHARED 02 818 D EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N20 203 17900 SH SHARED 17900 D EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 7 583 SH SHARED 583 D EMBREX INC COM 29081710 1 100 SH SHARED 100 D EMBREX INC COM 29081710 31 2300 SH SHARED 01 2300 D EMCOR GROUP INC COM 29084Q10 562 14941 SH SHARED 14941 D EMCOR GROUP INC COM 29084Q10 56 1490 SH SHARED 01 1490 D EMCOR GROUP INC COM 29084Q10 140 3727 SH SHARED 02 3727 D EMCORE CORP COM 29084610 0 237 SH SHARED 237 D EMCORE CORP COM 29084610 0 58 SH SHARED 01 58 D EMERSON ELEC CO COM 29101110 126430 2042827 SH SHARED 1958760 84067 D EMERSON ELEC CO COM 29101110 132171 2135587 SH SHARED 01 1009077 334700 791810 D EMERSON ELEC CO COM 29101110 15384 248582 SH SHR/OTHR 01 28547 220035 D EMERSON ELEC CO COM 29101110 9361 151258 SH SHARED 02 151258 D EMERSON ELEC CO COM 29101110 57062 922000 SH SHARED 04 922000 D EMERSON ELEC CO COM 29101110 103 1672 SH SHARED 05 300 1372 D EMERSON ELEC CO COM 29101110 7889 127480 SH SHARED 06 126880 600 D EMERSON ELEC CO COM 29101110 59738 965230 SH SHARED 10 965230 D EMERSON RADIO CORP COM NEW 29108720 125 47372 SH SHARED 47372 D EMISPHERE TECHNOLOGIES INC COM 29134510 50 16480 SH SHARED 16480 D EMISPHERE TECHNOLOGIES INC COM 29134510 18 6086 SH SHARED 01 4086 2000 D EMMIS COMMUNICATIONS CORP CL A 29152510 713 39505 SH SHARED 39505 D EMMIS COMMUNICATIONS CORP CL A 29152510 380 21045 SH SHARED 01 21045 D EMMIS COMMUNICATIONS CORP CL A 29152510 298 16553 SH SHARED 02 16553 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 460 11000 SH SHARED 11000 D EMPIRE DIST ELEC CO COM 29164110 2437 118610 SH SHARED 118610 D EMPIRE DIST ELEC CO COM 29164110 0 12 SH SHARED 01 12 D EMPIRE DIST ELEC CO COM 29164110 254 12403 SH SHARED 02 12403 D EMPIRE RESORTS INC COM 29205210 43 5755 SH SHARED 5755 D EMPIRE RESORTS INC COM 29205210 1 200 SH SHARED 02 200 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 11 752 SH SHARED 752 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 9808 625548 SH SHARED 01 625548 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 1097 70000 SH SHARED 04 70000 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 1803 115000 SH SHARED 09 115000 D EMPRESAS ICA SOCIEDAD CONTRL SPONSORED ADR 29244810 312 150000 SH SHARED 150000 D EMPRESAS ICA SOCIEDAD CONTRL SPONSORED ADR 29244810 605 291300 SH SHARED 04 291300 D EMULEX CORP NOTE 1.750% 2/0 292475AB 900 1006000 PRN SHARED 02 1006000 D EMULEX CORP NOTE 0.250%12/1 292475AD 1804 2000000 PRN SHARED 2000000 D EMULEX CORP NOTE 0.250%12/1 292475AD 7667 8500000 PRN SHARED 02 8500000 D EMULEX CORP COM NEW 29247520 1733 150499 SH SHARED 150499 D EMULEX CORP COM NEW 29247520 388 33744 SH SHARED 01 18300 15444 D EMULEX CORP COM NEW 29247520 21 1880 SH SHR/OTHR 01 1880 D EMULEX CORP COM NEW 29247520 1056 91753 SH SHARED 02 91753 D ENBRIDGE INC COM 29250N10 12830 308133 SH SHARED 308133 D ENBRIDGE INC COM 29250N10 163 3937 SH SHARED 01 3937 D ENBRIDGE INC COM 29250N10 4556 109428 SH SHARED 02 109428 D ENBRIDGE INC COM 29250N10 22164 532300 SH SHARED 04 532300 D ENBRIDGE INC COM 29250N10 12 300 SH SHARED 05 300 D ENBRIDGE INC COM 29250N10 20 500 SH SHARED 06 500 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 727 15224 SH SHARED 15224 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 72 1518 SH SHARED 01 1518 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 210 4400 SH SHARED 02 4400 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 23 534 SH SHARED 534 D ENCANA CORP COM 29250510 3453 74595 SH SHARED 74595 D ENCANA CORP COM 29250510 33487 723272 SH SHARED 01 704672 18600 D ENCANA CORP COM 29250510 277 6001 SH SHR/OTHR 01 6001 D ENCANA CORP COM 29250510 1731 37391 SH SHARED 02 37391 D ENCANA CORP COM 29250510 9746 210500 SH SHARED 06 209500 1000 D ENCANA CORP COM 29250510 7213 155789 SH SHARED 10 155789 D ENCORE ACQUISITION CO COM 29255W10 514 14915 SH SHARED 14915 D ENCORE CAP GROUP INC COM 29255410 183 9728 SH SHARED 9728 D ENCORE CAP GROUP INC COM 29255410 10 582 SH SHARED 01 582 D ENCORE CAP GROUP INC COM 29255410 9 500 SH SHARED 02 500 D ENCORE MED CORP COM 29256E10 130 26193 SH SHARED 26193 D ENCORE MED CORP COM 29256E10 81 16282 SH SHARED 01 16282 D ENCORE MED CORP COM 29256E10 7 1600 SH SHARED 02 1600 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 81 9000 SH SHARED 9000 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 478 52982 SH SHARED 52982 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 3053 338200 SH SHARED 01 313300 24900 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 23 2606 SH SHARED 02 2606 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 3838 425100 SH SHARED 04 425100 D ENCORE WIRE CORP COM 29256210 124 9397 SH SHARED 9397 D ENCORE WIRE CORP COM 29256210 23 1800 SH SHARED 01 1800 D ENCORE WIRE CORP COM 29256210 8 642 SH SHARED 02 642 D ENDESA S A SPONSORED ADR 29258N10 486 25464 SH SHARED 25464 D ENDESA S A SPONSORED ADR 29258N10 1811 94799 SH SHARED 01 2000 92799 D ENDESA S A SPONSORED ADR 29258N10 1265 66200 SH SHR/OTHR 01 66200 D ENDWAVE CORP COM NEW 29264A20 17 1370 SH SHARED 1370 D ENDWAVE CORP COM NEW 29264A20 5 417 SH SHARED 02 417 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 159 8700 SH SHARED 8700 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 234 12763 SH SHARED 12763 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 7551 411277 SH SHARED 01 411277 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 1016 55371 SH SHARED 02 55371 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 9224 502400 SH SHARED 04 502400 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 8 463 SH SHARED 06 463 D ENERGEN CORP COM 29265N10 164 3200 SH SHARED 3200 D ENERGEN CORP COM 29265N10 1880 36472 SH SHARED 36472 D ENERGEN CORP COM 29265N10 8299 160991 SH SHARED 01 160991 D ENERGEN CORP COM 29265N10 162 3145 SH SHARED 02 3145 D ENEL SOCIETA PER AZIONI ADR 29265W10 324000 8000000 SH SHARED 8000000 D ENERGY CONVERSION DEVICES IN COM 29265910 196 14848 SH SHARED 14848 D ENERGY CONVERSION DEVICES IN COM 29265910 7 581 SH SHARED 01 581 D ENERGY CONVERSION DEVICES IN COM 29265910 16 1249 SH SHARED 02 1249 D ENERGY EAST CORP COM 29266M10 2309 91717 SH SHARED 91117 600 D ENERGY EAST CORP COM 29266M10 1365 54232 SH SHARED 01 53577 655 D ENERGY EAST CORP COM 29266M10 34 1373 SH SHR/OTHR 01 1373 D ENERGY EAST CORP COM 29266M10 1133 45034 SH SHARED 02 45034 D ENERGY EAST CORP COM 29266M10 37 1500 SH SHARED 06 1500 D ENERGIZER HLDGS INC COM 29266R10 5136 111421 SH SHARED 111421 D ENERGIZER HLDGS INC COM 29266R10 3905 84715 SH SHARED 01 84715 D ENERGIZER HLDGS INC COM 29266R10 72 1576 SH SHR/OTHR 01 400 1176 D ENERGIZER HLDGS INC COM 29266R10 1162 25210 SH SHARED 02 25210 D ENERGIZER HLDGS INC COM 29266R10 567 12300 SH SHARED 06 12300 D ENERGY PARTNERS LTD COM 29270U10 437 26901 SH SHARED 26901 D ENERGY PARTNERS LTD COM 29270U10 1063 65298 SH SHARED 01 65298 D ENERGY PARTNERS LTD COM 29270U10 1 106 SH SHARED 02 106 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 15337 321400 SH SHARED 321400 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 37 777 SH SHARED 02 777 D ENERPLUS RES FD UNIT TR G NEW 29274D60 1756 54000 SH SHARED 50000 4000 D ENERPLUS RES FD UNIT TR G NEW 29274D60 146 4504 SH SHARED 01 4504 D ENERSIS S A SPONSORED ADR 29274F10 100 13894 SH SHARED 13894 D ENERSIS S A SPONSORED ADR 29274F10 11469 1584200 SH SHARED 01 1584200 D ENERSIS S A SPONSORED ADR 29274F10 506 70000 SH SHARED 04 70000 D ENERSIS S A SPONSORED ADR 29274F10 2038 281500 SH SHARED 05 281500 D ENERSIS S A SPONSORED ADR 29274F10 788 108900 SH SHARED 09 108900 D ENERSIS S A SPONSORED ADR 29274F10 1014 140100 SH SHARED 12 140100 D ENGELHARD CORP COM 29284510 35417 1249278 SH SHARED 1249278 D ENGELHARD CORP COM 29284510 4034 142294 SH SHARED 01 142294 D ENGELHARD CORP COM 29284510 2443 86190 SH SHARED 02 86190 D ENGELHARD CORP COM 29284510 69 2454 SH SHARED 05 2454 D ENGELHARD CORP COM 29284510 1211 42721 SH SHARED 10 42721 D ENGINEERED SUPPORT SYS INC COM 29286610 1672 36646 SH SHARED 36646 D ENGINEERED SUPPORT SYS INC COM 29286610 1013 22197 SH SHARED 01 22197 D ENGINEERED SUPPORT SYS INC COM 29286610 329 7218 SH SHARED 02 7218 D ENDOCARDIAL SOLUTIONS INC COM 29296210 147 12712 SH SHARED 12712 D ENDOCARDIAL SOLUTIONS INC COM 29296210 11 1000 SH SHARED 02 1000 D ENERGYSOUTH INC COM 29297010 113 4183 SH SHARED 4183 D ENERGYSOUTH INC COM 29297010 0 1 SH SHARED 02 1 D ENESCO GROUP INC COM 29297310 6 900 SH SHARED 900 D ENNIS INC COM 29338910 419 19588 SH SHARED 19588 D ENNIS INC COM 29338910 51 2384 SH SHARED 01 2384 D ENNIS INC COM 29338910 8 404 SH SHARED 02 404 D ENPRO INDS INC COM 29355X10 512 21247 SH SHARED 21247 D ENPRO INDS INC COM 29355X10 34 1447 SH SHARED 01 1327 120 D ENPRO INDS INC COM 29355X10 0 12 SH SHARED 02 12 D ENPATH MEDICAL INC COM 29355Y10 26 2943 SH SHARED 2943 D ENPATH MEDICAL INC COM 29355Y10 6 724 SH SHARED 01 724 D ENSTAR GROUP INC GA COM 29358R10 110 2221 SH SHARED 2221 D ENSTAR GROUP INC GA COM 29358R10 6 131 SH SHARED 02 131 D ENTEGRIS INC COM 29362U10 361 43337 SH SHARED 43337 D ENTEGRIS INC COM 29362U10 20 2448 SH SHARED 02 2448 D ENTERASYS NETWORKS INC COM 29363710 355 222090 SH SHARED 222090 D ENTERASYS NETWORKS INC COM 29363710 186 116513 SH SHARED 01 116513 D ENTERASYS NETWORKS INC COM 29363710 2 1856 SH SHARED 02 1856 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 2319 71020 SH SHARED 71020 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 1821 55781 SH SHARED 01 55781 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 1131 34638 SH SHARED 02 34638 D ENTERGY CORP NEW COM 29364G10 85555 1411566 SH SHARED 1411187 379 D ENTERGY CORP NEW COM 29364G10 90070 1486065 SH SHARED 01 274740 721900 489425 D ENTERGY CORP NEW COM 29364G10 5524 91142 SH SHR/OTHR 01 17094 74048 D ENTERGY CORP NEW COM 29364G10 5204 85862 SH SHARED 02 85862 D ENTERGY CORP NEW COM 29364G10 8737 144156 SH SHARED 05 134790 9366 D ENTERGY CORP NEW COM 29364G10 4193 69182 SH SHARED 06 68782 400 D ENTERGY CORP NEW COM 29364G10 1006 16600 SH SHARED 07 16600 D ENTERGY CORP NEW COM 29364G10 1454 24000 SH SHARED 09 24000 D ENTERGY CORP NEW COM 29364G10 5627 92846 SH SHARED 10 92846 D ENTERPRISE PRODS PARTNERS L COM 29379210 720 31092 SH SHARED 31092 D ENTERPRISE PRODS PARTNERS L COM 29379210 143 6208 SH SHARED 01 6208 D ENTERPRISE PRODS PARTNERS L COM 29379210 415 17932 SH SHARED 02 17932 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 523 13851 SH SHARED 13851 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 1 44 SH SHARED 01 44 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 4 108 SH SHARED 02 108 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 3046 80600 SH SHARED 10 80600 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 7057 186700 SH SHARED 11 186700 D ENTERRA ENERGY TR TR UNIT 29381P10 272 18725 SH SHARED 18725 D ENTREMED INC COM 29382F10 27 16103 SH SHARED 16103 D ENTREMED INC COM 29382F10 0 200 SH SHR/OTHR 01 200 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 2151 282763 SH SHARED 282763 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 315 41497 SH SHARED 01 41497 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 390 51251 SH SHARED 02 51251 D ENTRUST INC COM 29384810 198 78590 SH SHARED 78590 D ENTRUST INC COM 29384810 182 72113 SH SHARED 02 72113 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 1866 2000000 PRN SHARED 2000000 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 6 6500 PRN SHARED 01 6500 D ENZON PHARMACEUTICALS INC COM 29390410 84 5300 SH SHARED 5300 D ENZON PHARMACEUTICALS INC COM 29390410 990 62107 SH SHARED 62107 D ENZON PHARMACEUTICALS INC COM 29390410 954 59817 SH SHARED 01 59817 D ENZON PHARMACEUTICALS INC COM 29390410 52 3262 SH SHARED 02 3262 D ENZON PHARMACEUTICALS INC COM 29390410 4944 310000 SH SHARED 04 310000 D ENZO BIOCHEM INC COM 29410010 444 29633 SH SHARED 29633 D ENZO BIOCHEM INC COM 29410010 31 2119 SH SHARED 01 2119 D ENZO BIOCHEM INC COM 29410010 94 6295 SH SHARED 02 6295 D EON LABS INC COM 29412E10 86 4000 SH SHARED 4000 D EON LABS INC COM 29412E10 182 8403 SH SHARED 8403 D EON LABS INC COM 29412E10 1932 89060 SH SHARED 01 83060 6000 D EON LABS INC COM 29412E10 479 22080 SH SHARED 02 22080 D EON LABS INC COM 29412E10 5951 274240 SH SHARED 04 274240 D EPIMMUNE INC COM 29425Y10 70 52550 SH SHARED 02 52550 D EPICOR SOFTWARE CORP COM 29426L10 691 57464 SH SHARED 57464 D EPICOR SOFTWARE CORP COM 29426L10 419 34861 SH SHARED 01 34861 D EPICOR SOFTWARE CORP COM 29426L10 40 3391 SH SHARED 02 3391 D EPLUS INC COM 29426810 35 3413 SH SHARED 3413 D EPLUS INC COM 29426810 8 796 SH SHARED 01 796 D EQUIFAX INC COM 29442910 8437 320103 SH SHARED 320103 D EQUIFAX INC COM 29442910 8918 338327 SH SHARED 01 212077 126250 D EQUIFAX INC COM 29442910 1450 55019 SH SHR/OTHR 01 16408 38611 D EQUIFAX INC COM 29442910 1428 54204 SH SHARED 02 54204 D EQUIFAX INC COM 29442910 32 1250 SH SHARED 06 1250 D EQUIFAX INC COM 29442910 1216 46141 SH SHARED 10 46141 D EQUINIX INC COM NEW 29444U50 185 6021 SH SHARED 6021 D EQUINIX INC COM NEW 29444U50 177 5784 SH SHARED 01 5784 D EQUINIX INC COM NEW 29444U50 24 800 SH SHARED 02 800 D EQUITABLE RES INC COM 29454910 124 2300 SH SHARED 2300 D EQUITABLE RES INC COM 29454910 1834 33776 SH SHARED 33776 D EQUITABLE RES INC COM 29454910 8115 149430 SH SHARED 01 149180 250 D EQUITABLE RES INC COM 29454910 635 11700 SH SHR/OTHR 01 11700 D EQUITABLE RES INC COM 29454910 1843 33951 SH SHARED 02 33951 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 109 1300 SH SHARED 01 1300 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 42 500 SH SHR/OTHR 01 500 D EQUITY INNS INC COM 29470310 352 35675 SH SHARED 35675 D EQUITY INNS INC COM 29470310 19 2005 SH SHARED 01 2005 D EQUITY INNS INC COM 29470310 0 90 SH SHARED 02 90 D EQUITY INNS INC COM 29470310 1081 109500 SH SHARED 11 109500 D EQUITY OFFICE PROPERTIES TRU COM 29474110 25976 953258 SH SHARED 953258 D EQUITY OFFICE PROPERTIES TRU COM 29474110 6418 235528 SH SHARED 01 167604 67924 D EQUITY OFFICE PROPERTIES TRU COM 29474110 196 7200 SH SHR/OTHR 01 7200 D EQUITY OFFICE PROPERTIES TRU COM 29474110 4167 152920 SH SHARED 02 152920 D EQUITY OFFICE PROPERTIES TRU COM 29474110 77 2857 SH SHARED 05 300 2557 D EQUITY OFFICE PROPERTIES TRU COM 29474110 45103 1655174 SH SHARED 10 1655174 D EQUITY OFFICE PROPERTIES TRU COM 29474110 264188 9695000 SH SHARED 11 9695000 D EQUITY OFFICE PROPERTIES TRU PFD CV B 5.25% 29474150 20683 406746 SH SHARED 406746 D EQUITY ONE COM 29475210 622 31723 SH SHARED 31723 D EQUITY ONE COM 29475210 19 999 SH SHARED 01 999 D EQUITY ONE COM 29475210 8 408 SH SHARED 02 408 D EQUITY ONE COM 29475210 5632 287100 SH SHARED 10 287100 D EQUITY ONE COM 29475210 12821 653500 SH SHARED 11 653500 D EQUITY RESIDENTIAL SH BEN INT 29476L10 149912 4835874 SH SHARED 4827368 8506 D EQUITY RESIDENTIAL SH BEN INT 29476L10 22272 718478 SH SHARED 01 662320 56158 D EQUITY RESIDENTIAL SH BEN INT 29476L10 1097 35400 SH SHR/OTHR 01 900 34500 D EQUITY RESIDENTIAL SH BEN INT 29476L10 3454 111439 SH SHARED 02 111439 D EQUITY RESIDENTIAL SH BEN INT 29476L10 40 1320 SH SHARED 05 300 1020 D EQUITY RESIDENTIAL SH BEN INT 29476L10 463871 14963604 SH SHARED 11 14963604 D EQUITY RESIDENTIAL PFD CONV E 7% 29476L88 165 4800 SH SHARED 4800 D EQUUS II INC COM 29476610 64 7903 SH SHARED 7903 D ERESEARCHTECHNOLOGY INC COM 29481V10 998 74904 SH SHARED 74904 D ERESEARCHTECHNOLOGY INC COM 29481V10 3282 246220 SH SHARED 01 246220 D ERESEARCHTECHNOLOGY INC COM 29481V10 679 51005 SH SHARED 02 51005 D ERICSSON L M TEL CO ADR B SEK 10 29482160 29565 946395 SH SHARED 942395 4000 D ERICSSON L M TEL CO ADR B SEK 10 29482160 15632 500387 SH SHARED 01 482093 1500 16794 D ERICSSON L M TEL CO ADR B SEK 10 29482160 69 2240 SH SHR/OTHR 01 2240 D ERICSSON L M TEL CO ADR B SEK 10 29482160 356 11410 SH SHARED 02 11410 D ERICSSON L M TEL CO ADR B SEK 10 29482160 8278 265000 SH SHARED 04 265000 D ERIE INDTY CO CL A 29530P10 48 955 SH SHARED 955 D ERIE INDTY CO CL A 29530P10 68 1351 SH SHARED 01 1351 D ERIE INDTY CO CL A 29530P10 144 2823 SH SHARED 02 2823 D ERIE INDTY CO CL A 29530P10 907 17787 SH SHARED 10 17787 D ESCALADE INC COM 29605610 59 4291 SH SHARED 4291 D ESCALADE INC COM 29605610 173 12500 SH SHARED 01 12500 D ESCALADE INC COM 29605610 9 700 SH SHARED 02 700 D ESCO TECHNOLOGIES INC COM 29631510 569 8404 SH SHARED 8404 D ESCO TECHNOLOGIES INC COM 29631510 237 3510 SH SHARED 01 3510 D ESCO TECHNOLOGIES INC COM 29631510 20 302 SH SHARED 02 302 D ESPEED INC CL A 29664310 865 88012 SH SHARED 88012 D ESPEED INC CL A 29664310 987 100440 SH SHARED 01 100440 D ESPEED INC CL A 29664310 13 1327 SH SHARED 02 1327 D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F20 86 3800 SH SHARED 3800 D ESSEX PPTY TR INC COM 29717810 956 13310 SH SHARED 13310 D ESSEX PPTY TR INC COM 29717810 3319 46200 SH SHARED 01 46200 D ESSEX PPTY TR INC COM 29717810 28 399 SH SHARED 02 399 D ESTERLINE TECHNOLOGIES CORP COM 29742510 405 13270 SH SHARED 13270 D ESTERLINE TECHNOLOGIES CORP COM 29742510 710 23227 SH SHARED 01 23227 D ESTERLINE TECHNOLOGIES CORP COM 29742510 574 18771 SH SHARED 02 18771 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 34 552 SH SHARED 552 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 33 532 SH SHARED 02 532 D ETHAN ALLEN INTERIORS INC COM 29760210 1256 36145 SH SHARED 36145 D ETHAN ALLEN INTERIORS INC COM 29760210 1444 41555 SH SHARED 01 26955 14600 D ETHAN ALLEN INTERIORS INC COM 29760210 98 2842 SH SHARED 02 2842 D EURONET WORLDWIDE INC COM 29873610 604 32288 SH SHARED 32288 D EURONET WORLDWIDE INC COM 29873610 819 43801 SH SHARED 01 43801 D EURONET WORLDWIDE INC COM 29873610 43 2311 SH SHARED 02 2311 D EUROPE FD INC COM 29874M10 19 1944 SH SHARED 1944 D EUROPE FD INC COM 29874M10 17 1800 SH SHARED 02 1800 D EVERGREEN RES INC COM NO PAR 29990030 0 80325 SH SHARED 80325 D EVERGREEN RES INC COM NO PAR 29990030 0 18000 SH SHARED 01 18000 D EVERGREEN RES INC COM NO PAR 29990030 0 339553 SH SHARED 02 339553 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 548 34800 SH SHARED 34800 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 31 2018 SH SHARED 01 2018 D EVERGREEN SOLAR INC COM 30033R10 67 23600 SH SHARED 23600 D EVERTRUST FINL GROUP INC COM 30041210 0 8 SH SHARED 02 8 D EVOLVING SYS INC COM 30049R10 4 1500 SH SHARED 1500 D EXACT SCIENCES CORP COM 30063P10 400 123249 SH SHARED 02 123249 D EXACTECH INC COM 30064E10 85 4162 SH SHARED 4162 D EXACTECH INC COM 30064E10 4 202 SH SHARED 02 202 D EXAR CORP COM 30064510 440 31102 SH SHARED 31102 D EXAR CORP COM 30064510 13 957 SH SHR/OTHR 01 957 D EXAR CORP COM 30064510 12 911 SH SHARED 02 911 D EXCEL TECHNOLOGY INC COM 30067T10 300 11646 SH SHARED 11646 D EXCEL TECHNOLOGY INC COM 30067T10 32 1275 SH SHARED 01 1275 D EXCEL TECHNOLOGY INC COM 30067T10 12 500 SH SHARED 02 500 D EXCHANGE NATL BANCSHARES INC COM 30130910 0 4 SH SHARED 02 4 D EXELON CORP COM 30161N10 110 3000 SH SHARED 3000 D EXELON CORP COM 30161N10 156408 4262963 SH SHARED 4050548 212415 D EXELON CORP COM 30161N10 118466 3228857 SH SHARED 01 810301 1901400 517156 D EXELON CORP COM 30161N10 1373 37438 SH SHR/OTHR 01 418 37020 D EXELON CORP COM 30161N10 9534 259873 SH SHARED 02 259873 D EXELON CORP COM 30161N10 20183 550100 SH SHARED 03 550100 D EXELON CORP COM 30161N10 59042 1609238 SH SHARED 05 1368872 240366 D EXELON CORP COM 30161N10 24073 656140 SH SHARED 06 299340 356800 D EXELON CORP COM 30161N10 1556 42432 SH SHARED 07 42432 D EXELON CORP COM 30161N10 2263 61700 SH SHARED 09 61700 D EXELON CORP COM 30161N10 8896 242476 SH SHARED 10 242476 D EXELIXIS INC COM 30161Q10 88 11000 SH SHARED 11000 D EXELIXIS INC COM 30161Q10 296 36747 SH SHARED 36747 D EXELIXIS INC COM 30161Q10 114 14206 SH SHARED 02 14206 D EXELIXIS INC COM 30161Q10 6104 757400 SH SHARED 04 757400 D EXELIXIS INC COM 30161Q10 80 10000 SH SHARED 06 10000 D EXELIXIS INC COM 30161Q10 80 10000 SH SHARED 10 10000 D EXEGENICS INC COM 30161010 1 2000 SH SHARED 01 2000 D EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 30204310 20 4202 SH SHARED 4202 D EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 30204310 4 848 SH SHARED 01 848 D EXIDE TECHNOLOGIES *W EXP 99/99/999 30205112 2418 811188 SH SHARED 811188 D EXIDE TECHNOLOGIES COM NEW 30205120 861 54329 SH SHARED 54329 D EXIDE TECHNOLOGIES COM NEW 30205120 947 59771 SH SHARED 02 59771 D EXPEDITORS INTL WASH INC COM 30213010 9392 181676 SH SHARED 181676 D EXPEDITORS INTL WASH INC COM 30213010 1584 30657 SH SHARED 01 30057 600 D EXPEDITORS INTL WASH INC COM 30213010 2814 54438 SH SHARED 02 54438 D EXPEDITORS INTL WASH INC COM 30213010 51 1000 SH SHARED 06 1000 D EXPEDITORS INTL WASH INC COM 30213010 806 15590 SH SHARED 10 15590 D EXPLORATION CO COM NEW 30213320 16 3600 SH SHARED 3600 D EXPONENT INC COM 30214U10 99 3628 SH SHARED 3628 D EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB 2 3000 PRN SHARED 01 3000 D EXPRESSJET HOLDINGS INC CL A 30218U10 682 68182 SH SHARED 68182 D EXPRESSJET HOLDINGS INC CL A 30218U10 3483 347986 SH SHARED 01 347986 D EXPRESSJET HOLDINGS INC CL A 30218U10 192 19270 SH SHARED 02 19270 D EXPRESS SCRIPTS INC COM 30218210 45 700 SH SHARED 700 D EXPRESS SCRIPTS INC COM 30218210 24675 377652 SH SHARED 377652 D EXPRESS SCRIPTS INC COM 30218210 2334 35725 SH SHARED 01 35325 400 D EXPRESS SCRIPTS INC COM 30218210 52 800 SH SHR/OTHR 01 800 D EXPRESS SCRIPTS INC COM 30218210 2195 33598 SH SHARED 02 33598 D EXPRESS SCRIPTS INC COM 30218210 4900 75000 SH SHARED 04 75000 D EXPRESS SCRIPTS INC COM 30218210 24 375 SH SHARED 05 375 D EXPRESS SCRIPTS INC COM 30218210 39 600 SH SHARED 06 600 D EXPRESS SCRIPTS INC COM 30218210 4864 74446 SH SHARED 10 74446 D EXTENDICARE INC CDA SUB VTG SH 30224T87 78 6100 SH SHARED 02 6100 D EXTREME NETWORKS INC NOTE 3.500%12/0 30226DAB 16356 16950000 PRN SHARED 16950000 D EXTREME NETWORKS INC NOTE 3.500%12/0 30226DAB 1 1500 PRN SHARED 01 1500 D EXTREME NETWORKS INC COM 30226D10 1089 244749 SH SHARED 244749 D EXTREME NETWORKS INC COM 30226D10 170 38326 SH SHARED 01 38326 D EXTREME NETWORKS INC COM 30226D10 12 2838 SH SHARED 02 2838 D EXULT INC DEL COM 30228410 704 133998 SH SHARED 133998 D EXULT INC DEL COM 30228410 117 22295 SH SHARED 01 22295 D EXULT INC DEL COM 30228410 13 2609 SH SHARED 02 2609 D EYETECH PHARMACEUTICALS INC COM 30229710 40 1200 SH SHARED 1200 D EYETECH PHARMACEUTICALS INC COM 30229710 67 1984 SH SHARED 584 1400 D EYETECH PHARMACEUTICALS INC COM 30229710 1506 44316 SH SHARED 01 43916 400 D EYETECH PHARMACEUTICALS INC COM 30229710 23 700 SH SHARED 02 700 D EYETECH PHARMACEUTICALS INC COM 30229710 6345 186700 SH SHARED 04 186700 D EYETECH PHARMACEUTICALS INC COM 30229710 1206 35500 SH SHARED 06 35500 D EYETECH PHARMACEUTICALS INC COM 30229710 186 5500 SH SHARED 10 5500 D EZCORP INC CL A NON VTG 30230110 193 22282 SH SHARED 22282 D EZCORP INC CL A NON VTG 30230110 40 4626 SH SHARED 01 4626 D EXXON MOBIL CORP COM 30231G10 1441 29827 SH SHARED 29827 D EXXON MOBIL CORP COM 30231G10 1719017 35568339 SH SHARED 35132226 436113 D EXXON MOBIL CORP COM 30231G10 879016 18187805 SH SHARED 01 7136030 5056900 5994875 D EXXON MOBIL CORP COM 30231G10 171117 3540598 SH SHR/OTHR 01 348633 3191965 D EXXON MOBIL CORP COM 30231G10 138415 2863961 SH SHARED 02 2863961 D EXXON MOBIL CORP COM 30231G10 15695 324758 SH SHARED 03 324758 D EXXON MOBIL CORP COM 30231G10 39674 820900 SH SHARED 04 820900 D EXXON MOBIL CORP COM 30231G10 68058 1408199 SH SHARED 05 1128818 279381 D EXXON MOBIL CORP COM 30231G10 15418 319017 SH SHARED 06 297317 21700 D EXXON MOBIL CORP COM 30231G10 5258 108797 SH SHARED 07 108797 D EXXON MOBIL CORP COM 30231G10 7795 161300 SH SHARED 09 161300 D EXXON MOBIL CORP COM 30231G10 146315 3027420 SH SHARED 10 3027420 D FBL FINL GROUP INC CL A 30239F10 205 7854 SH SHARED 7854 D FBL FINL GROUP INC CL A 30239F10 18 700 SH SHARED 01 700 D FBL FINL GROUP INC CL A 30239F10 0 3 SH SHARED 02 3 D FEI CO NOTE 6/1 30241LAD 903 940000 PRN SHARED 940000 D FEI CO COM 30241L10 356 18017 SH SHARED 18017 D FEI CO COM 30241L10 228 11545 SH SHARED 01 11545 D FEI CO COM 30241L10 31 1606 SH SHARED 02 1606 D FFLC BANCORP INC COM 30242W10 0 4 SH SHARED 02 4 D FLIR SYS INC COM 30244510 168 2880 SH SHARED 2880 D FLIR SYS INC COM 30244510 516 8832 SH SHARED 01 8832 D FLIR SYS INC COM 30244510 3538 60486 SH SHARED 02 60486 D FLIR SYS INC COM 30244510 351 6000 SH SHARED 06 6000 D FMC TECHNOLOGIES INC COM 30249U10 882 26435 SH SHARED 26435 D FMC TECHNOLOGIES INC COM 30249U10 38042 1139005 SH SHARED 01 1132405 6600 D FMC TECHNOLOGIES INC COM 30249U10 779 23351 SH SHARED 02 23351 D FMC TECHNOLOGIES INC COM 30249U10 2815 84300 SH SHARED 10 84300 D F M C CORP COM NEW 30249130 611 12600 SH SHARED 12600 D F M C CORP COM NEW 30249130 2044 42090 SH SHARED 42090 D F M C CORP COM NEW 30249130 7958 163855 SH SHARED 01 163855 D F M C CORP COM NEW 30249130 670 13802 SH SHARED 02 13802 D FMS FINL CORP COM 30250910 0 8 SH SHARED 02 8 D F N B CORP N C COM 30251910 0 4 SH SHARED 02 4 D FNB CORP PA COM 30252010 616 27864 SH SHARED 27864 D FNB CORP PA COM 30252010 35 1614 SH SHARED 01 1614 D FNB CORP PA COM 30252010 3 139 SH SHARED 02 139 D FNX MNG CO INC COM 30253R10 6120 1200000 SH SHARED 01 1200000 D FPIC INS GROUP INC COM 30256310 119 4604 SH SHARED 4604 D FPIC INS GROUP INC COM 30256310 0 33 SH SHARED 01 33 D FPIC INS GROUP INC COM 30256310 7 308 SH SHARED 02 308 D FPL GROUP INC COM 30257110 218 3200 SH SHARED 3200 D FPL GROUP INC COM 30257110 84497 1236797 SH SHARED 1236797 D FPL GROUP INC COM 30257110 22905 335273 SH SHARED 01 137903 197370 D FPL GROUP INC COM 30257110 4192 61367 SH SHR/OTHR 01 2865 58502 D FPL GROUP INC COM 30257110 4736 69325 SH SHARED 02 69325 D FPL GROUP INC COM 30257110 1000 14651 SH SHARED 05 14030 621 D FPL GROUP INC COM 30257110 263 3850 SH SHARED 06 3550 300 D FPL GROUP INC COM 30257110 4310 63093 SH SHARED 10 63093 D FSI INTL INC COM 30263310 179 42848 SH SHARED 42848 D FSI INTL INC COM 30263310 26 6332 SH SHARED 01 6332 D FSI INTL INC COM 30263310 11 2823 SH SHARED 02 2823 D FX ENERGY INC COM 30269510 258 28611 SH SHARED 28611 D FX ENERGY INC COM 30269510 11 1300 SH SHARED 02 1300 D F N B CORP VA COM 30293010 106 4031 SH SHARED 4031 D F N B CORP VA COM 30293010 0 2 SH SHARED 02 2 D FTI CONSULTING INC COM 30294110 584 30901 SH SHARED 30901 D FTI CONSULTING INC COM 30294110 5626 297700 SH SHARED 01 297700 D FTI CONSULTING INC COM 30294110 312 16511 SH SHARED 02 16511 D FACTSET RESH SYS INC COM 30307510 631 13092 SH SHARED 13092 D FACTSET RESH SYS INC COM 30307510 441 9160 SH SHARED 01 9160 D FACTSET RESH SYS INC COM 30307510 130 2712 SH SHARED 02 2712 D FAIR ISAAC CORP NOTE 1.500% 8/1 303250AB 12155 12278000 PRN SHARED 02 12278000 D FAIR ISAAC CORP COM 30325010 55 1900 SH SHARED 1900 D FAIR ISAAC CORP COM 30325010 3909 133894 SH SHARED 133894 D FAIR ISAAC CORP COM 30325010 1159 39723 SH SHARED 01 39723 D FAIR ISAAC CORP COM 30325010 65 2250 SH SHR/OTHR 01 2250 D FAIR ISAAC CORP COM 30325010 666 22811 SH SHARED 02 22811 D FAIRCHILD CORP CL A 30369810 31 7853 SH SHARED 7853 D FAIRCHILD CORP CL A 30369810 7 1947 SH SHARED 01 1947 D FAIRCHILD CORP CL A 30369810 0 44 SH SHARED 02 44 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 35 2500 SH SHARED 2500 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 2008 141723 SH SHARED 141723 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 6640 468600 SH SHARED 01 468600 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 28 2000 SH SHR/OTHR 01 2000 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 2247 158599 SH SHARED 02 158599 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 1605 113300 SH SHARED 10 113300 D FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000%11/0 303727AJ 10074 10166000 PRN SHARED 02 10166000 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 615 4930 SH SHARED 4930 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 671 5379 SH SHARED 02 5379 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 12 100 SH SHARED 06 100 D FAIRMONT HOTELS RESORTS INC NOTE 3.750%12/0 305204AB 38423 36910000 PRN SHARED 36910000 D FAIRMONT HOTELS RESORTS INC COM 30520410 3792 138822 SH SHARED 138822 D FAIRMONT HOTELS RESORTS INC COM 30520410 21 779 SH SHARED 01 779 D FAIRMONT HOTELS RESORTS INC COM 30520410 15 562 SH SHR/OTHR 01 562 D FAIRMONT HOTELS RESORTS INC COM 30520410 1072 39259 SH SHARED 02 39259 D FAIRMONT HOTELS RESORTS INC COM 30520410 2 77 SH SHARED 05 77 D FAIRMONT HOTELS RESORTS INC COM 30520410 749 27431 SH SHARED 10 27431 D FALCONSTOR SOFTWARE INC COM 30613710 130 17485 SH SHARED 17485 D FALCONSTOR SOFTWARE INC COM 30613710 2233 299865 SH SHARED 01 299865 D FALCONSTOR SOFTWARE INC COM 30613710 13 1834 SH SHARED 02 1834 D FALCONSTOR SOFTWARE INC COM 30613710 299 40200 SH SHARED 05 40200 D FAMILY DLR STORES INC COM 30700010 19933 735544 SH SHARED 657594 77950 D FAMILY DLR STORES INC COM 30700010 88066 3249673 SH SHARED 01 1598469 875800 775404 D FAMILY DLR STORES INC COM 30700010 205 7575 SH SHR/OTHR 01 1000 6575 D FAMILY DLR STORES INC COM 30700010 2005 73992 SH SHARED 02 73992 D FAMILY DLR STORES INC COM 30700010 180 6663 SH SHARED 05 6663 D FAMILY DLR STORES INC COM 30700010 3260 120300 SH SHARED 06 120300 D FAMILY DLR STORES INC COM 30700010 1564 57717 SH SHARED 10 57717 D FAMOUS DAVES AMER INC COM 30706810 0 80 SH SHARED 02 80 D FARGO ELECTRONICS INC COM 30744P10 533 55312 SH SHARED 55312 D FARGO ELECTRONICS INC COM 30744P10 104 10872 SH SHARED 01 10872 D FARGO ELECTRONICS INC COM 30744P10 0 29 SH SHARED 02 29 D FARMER BROS CO COM 30767510 131 4931 SH SHARED 4931 D FARMER BROS CO COM 30767510 31 1186 SH SHARED 01 1186 D FARMERS CAP BK CORP COM 30956210 128 3740 SH SHARED 3740 D FARMERS CAP BK CORP COM 30956210 6 200 SH SHARED 01 200 D FARMERS CAP BK CORP COM 30956210 0 2 SH SHARED 02 2 D FARO TECHNOLOGIES INC COM 31164210 219 10815 SH SHARED 10815 D FARO TECHNOLOGIES INC COM 31164210 40 2000 SH SHARED 01 2000 D FARO TECHNOLOGIES INC COM 31164210 20 1017 SH SHARED 02 1017 D FASTENAL CO COM 31190010 9996 173550 SH SHARED 173550 D FASTENAL CO COM 31190010 1257 21837 SH SHARED 01 21837 D FASTENAL CO COM 31190010 4155 72140 SH SHARED 02 72140 D FASTENAL CO COM 31190010 264 4593 SH SHARED 05 4593 D FASTENAL CO COM 31190010 345 6000 SH SHARED 10 6000 D FEDDERS CORP COM NEW 31313550 131 32093 SH SHARED 32093 D FEDDERS CORP COM NEW 31313550 26 6407 SH SHARED 01 6407 D FEDERAL AGRIC MTG CORP CL C 31314830 358 16155 SH SHARED 16155 D FEDERAL AGRIC MTG CORP CL C 31314830 47 2127 SH SHARED 01 2127 D FEDERAL AGRIC MTG CORP CL C 31314830 0 2 SH SHARED 02 2 D FEDERAL HOME LN MTG CORP COM 31340030 233589 3580458 SH SHARED 3547633 32825 D FEDERAL HOME LN MTG CORP COM 31340030 101062 1549094 SH SHARED 01 1023047 272900 253147 D FEDERAL HOME LN MTG CORP COM 31340030 1660 25450 SH SHR/OTHR 01 3000 22450 D FEDERAL HOME LN MTG CORP COM 31340030 28242 432905 SH SHARED 02 432905 D FEDERAL HOME LN MTG CORP COM 31340030 184 2823 SH SHARED 05 500 2323 D FEDERAL HOME LN MTG CORP COM 31340030 5124 78541 SH SHARED 06 77441 1100 D FEDERAL HOME LN MTG CORP COM 31340030 163 2500 SH SHARED 07 2500 D FEDERAL HOME LN MTG CORP COM 31340030 502332 7699758 SH SHARED 10 7699758 D FEDERAL NATL MTG ASSN COM 31358610 318351 5021318 SH SHARED 4920245 101073 D FEDERAL NATL MTG ASSN COM 31358610 194302 3064707 SH SHARED 01 1322020 969475 773212 D FEDERAL NATL MTG ASSN COM 31358610 7490 118148 SH SHR/OTHR 01 3900 114248 D FEDERAL NATL MTG ASSN COM 31358610 28086 443009 SH SHARED 02 439199 3810 D FEDERAL NATL MTG ASSN COM 31358610 9985 157500 SH SHARED 04 157500 D FEDERAL NATL MTG ASSN COM 31358610 16248 256291 SH SHARED 05 128202 128089 D FEDERAL NATL MTG ASSN COM 31358610 8214 129563 SH SHARED 06 128263 1300 D FEDERAL NATL MTG ASSN COM 31358610 800 12625 SH SHARED 07 12625 D FEDERAL NATL MTG ASSN COM 31358610 1046 16500 SH SHARED 09 16500 D FEDERAL NATL MTG ASSN COM 31358610 374857 5912583 SH SHARED 10 5912583 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 14 334 SH SHARED 334 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 148 3366 SH SHARED 01 3366 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 789 17950 SH SHARED 02 17950 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 15958 362700 SH SHARED 10 362700 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 140817 3200400 SH SHARED 11 3200400 D FEDERAL SIGNAL CORP COM 31385510 918 49412 SH SHARED 49412 D FEDERAL SIGNAL CORP COM 31385510 228 12300 SH SHARED 01 12300 D FEDERAL SIGNAL CORP COM 31385510 187 10113 SH SHARED 02 10113 D FEDERATED DEPT STORES INC DE COM 31410H10 76367 1680992 SH SHARED 1680992 D FEDERATED DEPT STORES INC DE COM 31410H10 17430 383672 SH SHARED 01 150072 181300 52300 D FEDERATED DEPT STORES INC DE COM 31410H10 7096 156203 SH SHARED 02 156203 D FEDERATED DEPT STORES INC DE COM 31410H10 24 545 SH SHARED 05 545 D FEDERATED DEPT STORES INC DE COM 31410H10 558 12296 SH SHARED 06 12296 D FEDERATED DEPT STORES INC DE COM 31410H10 52544 1156609 SH SHARED 10 1156609 D FEDERATED INVS INC PA CL B 31421110 42 1500 SH SHARED 1500 D FEDERATED INVS INC PA CL B 31421110 9446 332157 SH SHARED 332157 D FEDERATED INVS INC PA CL B 31421110 1727 60754 SH SHARED 01 60754 D FEDERATED INVS INC PA CL B 31421110 1176 41353 SH SHARED 02 41353 D FEDERATED INVS INC PA CL B 31421110 1034 36378 SH SHARED 10 36378 D FEDEX CORP COM 31428X10 84362 984509 SH SHARED 983509 1000 D FEDEX CORP COM 31428X10 136354 1591258 SH SHARED 01 968957 424400 197901 D FEDEX CORP COM 31428X10 674 7870 SH SHR/OTHR 01 2170 5700 D FEDEX CORP COM 31428X10 17605 205456 SH SHARED 02 205456 D FEDEX CORP COM 31428X10 109 1276 SH SHARED 05 200 1076 D FEDEX CORP COM 31428X10 1166 13612 SH SHARED 06 13112 500 D FEDEX CORP COM 31428X10 14204 165766 SH SHARED 10 165766 D FELCOR LODGING TR INC COM 31430F10 942 83304 SH SHARED 83304 D FELCOR LODGING TR INC COM 31430F10 1089 96323 SH SHARED 01 96323 D FELCOR LODGING TR INC COM 31430F10 207 18381 SH SHARED 02 18381 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 3146 130000 SH SHARED 130000 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 968 40000 SH SHARED 01 40000 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 628 28800 SH SHARED 28800 D FERRO CORP COM 31540510 709 32553 SH SHARED 32553 D FERRO CORP COM 31540510 246 11300 SH SHARED 01 11300 D FERRO CORP COM 31540510 189 8703 SH SHARED 02 8703 D F5 NETWORKS INC COM 31561610 963 31616 SH SHARED 31616 D F5 NETWORKS INC COM 31561610 3508 115200 SH SHARED 01 115200 D F5 NETWORKS INC COM 31561610 51 1700 SH SHARED 02 1700 D F5 NETWORKS INC COM 31561610 1169 38410 SH SHARED 10 38410 D FIAT S P A SP ADR ORD NEW 31562188 262 36593 SH SHARED 36593 D FIAT S P A SP ADR ORD NEW 31562188 52 7307 SH SHARED 01 7307 D FIAT S P A SP ADR ORD NEW 31562188 105 14645 SH SHARED 02 14645 D FIBERSTARS INC COM 31566210 1 200 SH SHARED 200 D FIDELITY BANKSHARES INC NEW COM 31604Q10 370 9970 SH SHARED 9970 D FIDELITY BANKSHARES INC NEW COM 31604Q10 3103 83457 SH SHARED 01 83457 D FIDELITY BANKSHARES INC NEW COM 31604Q10 0 11 SH SHARED 02 11 D FIDELITY BANKSHARES INC NEW COM 31604Q10 409 11000 SH SHARED 05 11000 D FIDELITY NATL FINL INC COM 31632610 7988 209660 SH SHARED 209660 D FIDELITY NATL FINL INC COM 31632610 6897 181031 SH SHARED 01 180988 43 D FIDELITY NATL FINL INC COM 31632610 2751 72224 SH SHARED 02 72224 D FIDELITY NATL FINL INC COM 31632610 184 4839 SH SHARED 06 4839 D FIFTH THIRD BANCORP COM 31677310 75812 1540281 SH SHARED 1540281 D FIFTH THIRD BANCORP COM 31677310 9640 195875 SH SHARED 01 88240 107635 D FIFTH THIRD BANCORP COM 31677310 566 11500 SH SHR/OTHR 01 11500 D FIFTH THIRD BANCORP COM 31677310 12567 255323 SH SHARED 02 255323 D FIFTH THIRD BANCORP COM 31677310 201 4100 SH SHARED 03 4100 D FIFTH THIRD BANCORP COM 31677310 595 12108 SH SHARED 05 10400 1708 D FIFTH THIRD BANCORP COM 31677310 443 9019 SH SHARED 06 8219 800 D FIFTH THIRD BANCORP COM 31677310 98 2000 SH SHARED 07 2000 D FIFTH THIRD BANCORP COM 31677310 13934 283107 SH SHARED 10 283107 D FILENET CORP COM 31686910 393 22524 SH SHARED 22524 D FILENET CORP COM 31686910 2564 146900 SH SHARED 01 146900 D FILENET CORP COM 31686910 304 17463 SH SHARED 02 17463 D FINANCIAL FED CORP COM 31749210 391 10439 SH SHARED 10439 D FINANCIAL FED CORP COM 31749210 31 850 SH SHARED 01 850 D FINANCIAL INSTNS INC COM 31758540 133 5947 SH SHARED 5947 D FINANCIAL INSTNS INC COM 31758540 8 380 SH SHARED 01 380 D FINANCIAL INSTNS INC COM 31758540 0 2 SH SHARED 02 2 D FINDWHAT COM COM 31779410 2302 122925 SH SHARED 122925 D FINDWHAT COM COM 31779410 383 20461 SH SHARED 01 20461 D FINDWHAT COM COM 31779410 18 1000 SH SHARED 02 1000 D FINISAR NOTE 5.250%10/1 31787AAC 2658 3000000 PRN SHARED 3000000 D FINISAR NOTE 2.500%10/1 31787AAF 1258 1567000 PRN SHARED 1567000 D FINISAR NOTE 2.500%10/1 31787AAF 273 340000 PRN SHARED 02 340000 D FINISAR COM 31787A10 491 378344 SH SHARED 378344 D FINISAR COM 31787A10 8 6583 SH SHARED 01 6583 D FINISAR COM 31787A10 8 6535 SH SHARED 02 6535 D FINLAY ENTERPRISES INC COM NEW 31788420 0 4 SH SHARED 02 4 D FINISH LINE INC CL A 31792310 213 6900 SH SHARED 6900 D FINISH LINE INC CL A 31792310 1206 39035 SH SHARED 39035 D FINISH LINE INC CL A 31792310 37 1226 SH SHARED 01 1226 D FINISH LINE INC CL A 31792310 273 8854 SH SHARED 02 8854 D FIRST ADVANTAGE CORP CL A 31845F10 35 2211 SH SHARED 2211 D FIRST ADVANTAGE CORP CL A 31845F10 1 118 SH SHARED 02 118 D FIRST ACCEPTANCE CORP COM 31845710 200 28045 SH SHARED 28045 D FIRST ACCEPTANCE CORP COM 31845710 27 3834 SH SHARED 01 3834 D FIRST ACCEPTANCE CORP COM 31845710 7 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 181 5900 SH SHARED 5900 D FIRST AMERN CORP CALIF COM 31852230 8718 282777 SH SHARED 282777 D FIRST AMERN CORP CALIF COM 31852230 2851 92486 SH SHARED 01 80486 12000 D FIRST AMERN CORP CALIF COM 31852230 6923 224559 SH SHARED 02 224559 D FIRST BANCORP P R COM 31867210 1017 21065 SH SHARED 21065 D FIRST BANCORP P R COM 31867210 217 4499 SH SHARED 01 4499 D FIRST BANCORP P R COM 31867210 79 1645 SH SHARED 02 1645 D FIRST BANCORP N C COM 31891010 146 4348 SH SHARED 4348 D FIRST BANCORP N C COM 31891010 0 2 SH SHARED 02 2 D FIRST BUSEY CORP COM 31938310 152 7969 SH SHARED 7969 D FIRST BUSEY CORP COM 31938310 0 4 SH SHARED 02 4 D FIRST CASH FINL SVCS INC COM 31942D10 167 8371 SH SHARED 8371 D FIRST CASH FINL SVCS INC COM 31942D10 10 500 SH SHARED 02 500 D FIRST CHARTER CORP COM 31943910 473 19602 SH SHARED 19602 D FIRST CHARTER CORP COM 31943910 55 2296 SH SHARED 01 2296 D FIRST CHARTER CORP COM 31943910 8 341 SH SHARED 02 341 D FIRST CTZNS BANC CORP COM NO PAR 31945920 0 4 SH SHARED 02 4 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 706 5988 SH SHARED 5988 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 98 831 SH SHARED 01 831 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 123 1044 SH SHR/OTHR 01 1044 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 0 2 SH SHARED 02 2 D FIRST COMWLTH FINL CORP PA COM 31982910 556 40908 SH SHARED 40908 D FIRST COMWLTH FINL CORP PA COM 31982910 15 1150 SH SHARED 01 1150 D FIRST COMWLTH FINL CORP PA COM 31982910 0 12 SH SHARED 02 12 D FIRST CMNTY BANCSHARES INC N COM 31983A10 202 6150 SH SHARED 6150 D FIRST CMNTY BANCSHARES INC N COM 31983A10 0 3 SH SHARED 02 3 D FIRST CMNTY BANCORP CALIF COM 31983B10 329 8048 SH SHARED 8048 D FIRST CMNTY BANCORP CALIF COM 31983B10 49 1200 SH SHARED 01 1200 D FIRST CMNTY BANCORP CALIF COM 31983B10 2 62 SH SHARED 02 62 D FIRST CONSULTING GROUP INC COM 31986R10 68 14494 SH SHARED 14494 D FIRST CONSULTING GROUP INC COM 31986R10 17 3593 SH SHARED 01 3593 D FIRST CONSULTING GROUP INC COM 31986R10 0 20 SH SHARED 02 20 D FIRST FED CAP CORP COM 31996010 500 16537 SH SHARED 16537 D FIRST FED CAP CORP COM 31996010 53 1759 SH SHARED 01 1759 D FIRST FED CAP CORP COM 31996010 0 7 SH SHARED 02 7 D FIRST DATA CORP COM 31996310 400 9200 SH SHARED 9200 D FIRST DATA CORP COM 31996310 92922 2136150 SH SHARED 2123950 12200 D FIRST DATA CORP COM 31996310 79978 1838579 SH SHARED 01 985522 1750 851307 D FIRST DATA CORP COM 31996310 8098 186170 SH SHR/OTHR 01 5800 180370 D FIRST DATA CORP COM 31996310 16271 374061 SH SHARED 02 374061 D FIRST DATA CORP COM 31996310 56088 1289400 SH SHARED 04 1289400 D FIRST DATA CORP COM 31996310 161 3713 SH SHARED 05 719 2994 D FIRST DATA CORP COM 31996310 4800 110349 SH SHARED 06 109008 1341 D FIRST DATA CORP COM 31996310 58498 1344790 SH SHARED 10 1344790 D FIRST DEFIANCE FINL CORP COM 32006W10 2 90 SH SHARED 90 D FIRST DEFIANCE FINL CORP COM 32006W10 0 4 SH SHARED 02 4 D FIRST FED BANCSHARES ARK INC COM 32020F10 13 642 SH SHARED 642 D FIRST FED BANCSHARES ARK INC COM 32020F10 3 158 SH SHARED 01 158 D FIRST FINL BANKSHARES COM 32020R10 328 8178 SH SHARED 8178 D FIRST FINL BANKSHARES COM 32020R10 92 2300 SH SHARED 01 2300 D FIRST FINL BANKSHARES COM 32020R10 4 124 SH SHARED 02 124 D FIRST FINL BANCORP OH COM 32020910 369 21642 SH SHARED 21642 D FIRST FINL BANCORP OH COM 32020910 67 3974 SH SHARED 01 3974 D FIRST FINL BANCORP OH COM 32020910 11 672 SH SHARED 02 672 D FIRST FINL CORP IND COM 32021810 269 8570 SH SHARED 8570 D FIRST FINL CORP IND COM 32021810 28 900 SH SHARED 01 900 D FIRST FINL CORP IND COM 32021810 0 4 SH SHARED 02 4 D FIRST FINL SVC CORP COM 32022D10 0 4 SH SHARED 02 4 D FIRST FINL HLDGS INC COM 32023910 255 8179 SH SHARED 8179 D FIRST FINL HLDGS INC COM 32023910 28 901 SH SHARED 01 901 D FIRST FINL HLDGS INC COM 32023910 15 485 SH SHARED 02 485 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 40 2000 SH SHARED 2000 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 364 18204 SH SHARED 18204 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 2543 127135 SH SHARED 01 127135 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 15149 757100 SH SHARED 02 729200 27900 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 4202 210000 SH SHARED 04 210000 D FIRST HORIZON NATL CORP COM 32051710 26933 621171 SH SHARED 621171 D FIRST HORIZON NATL CORP COM 32051710 2169 50027 SH SHARED 01 50027 D FIRST HORIZON NATL CORP COM 32051710 4001 92282 SH SHARED 02 92282 D FIRST HORIZON NATL CORP COM 32051710 14 335 SH SHARED 05 335 D FIRST HORIZON NATL CORP COM 32051710 43 1000 SH SHARED 06 1000 D FIRST HORIZON NATL CORP COM 32051710 1826 42134 SH SHARED 10 42134 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 876 23754 SH SHARED 23754 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 2381 64535 SH SHARED 01 57125 7410 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 273 7400 SH SHR/OTHR 01 4100 3300 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 42 1145 SH SHARED 02 1145 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 13881 376200 SH SHARED 10 376200 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 58080 1574000 SH SHARED 11 1574000 D FIRST IND CORP COM 32054R10 167 8321 SH SHARED 8321 D FIRST IND CORP COM 32054R10 21 1076 SH SHARED 01 1076 D FIRST IND CORP COM 32054R10 0 4 SH SHARED 02 4 D FIRST ISRAEL FD INC COM 32063L10 91 7548 SH SHARED 7548 D FIRST LONG IS CORP COM 32073410 92 2175 SH SHARED 2175 D FIRST LONG IS CORP COM 32073410 3 89 SH SHARED 02 89 D FIRST M & F CORP COM 32074410 0 4 SH SHARED 02 4 D FIRST MARBLEHEAD CORP COM 32077110 83 1800 SH SHARED 1800 D FIRST MARBLEHEAD CORP COM 32077110 45800 987075 SH SHARED 01 860800 126100 175 D FIRST MARBLEHEAD CORP COM 32077110 28 604 SH SHR/OTHR 01 604 D FIRST MARBLEHEAD CORP COM 32077110 116 2500 SH SHARED 02 2500 D FIRST MARBLEHEAD CORP COM 32077110 278 6000 SH SHARED 06 6000 D FIRST MARBLEHEAD CORP COM 32077110 2320 50000 SH SHARED 10 50000 D FIRST MERCHANTS CORP COM 32081710 465 18891 SH SHARED 18891 D FIRST MERCHANTS CORP COM 32081710 52 2149 SH SHARED 01 2149 D FIRST MERCHANTS CORP COM 32081710 0 1 SH SHARED 02 1 D FIRST MIDWEST BANCORP DEL COM 32086710 994 28770 SH SHARED 28770 D FIRST MIDWEST BANCORP DEL COM 32086710 1528 44218 SH SHARED 01 44218 D FIRST MIDWEST BANCORP DEL COM 32086710 1 42 SH SHARED 02 42 D FIRST HEALTH GROUP CORP COM 32096010 4947 307488 SH SHARED 307488 D FIRST HEALTH GROUP CORP COM 32096010 3886 241518 SH SHARED 01 241518 D FIRST HEALTH GROUP CORP COM 32096010 392 24390 SH SHARED 02 24390 D FIRST NATL BANKSHRS FL INC N COM 32110010 678 27620 SH SHARED 27620 D FIRST NATL BANKSHRS FL INC N COM 32110010 40 1661 SH SHARED 01 1661 D FIRST NATL BANKSHRS FL INC N COM 32110010 6138 250040 SH SHARED 02 250040 D FIRST NATL LINCOLN CORP ME COM 33571610 1 70 SH SHARED 70 D FIRST NIAGARA FINL GP INC COM 33582V10 944 70561 SH SHARED 70561 D FIRST NIAGARA FINL GP INC COM 33582V10 28 2148 SH SHARED 02 2148 D FIRST OAK BROOK BANCSHARES I COM 33584720 126 4103 SH SHARED 4103 D FIRST OAK BROOK BANCSHARES I COM 33584720 0 1 SH SHARED 02 1 D FIRST POTOMAC RLTY TR COM 33610F10 8 400 SH SHARED 02 400 D FIRST PL FINL CORP COM 33610T10 194 9741 SH SHARED 9741 D FIRST PL FINL CORP COM 33610T10 20 1031 SH SHARED 01 1031 D FIRST PL FINL CORP COM 33610T10 0 3 SH SHARED 02 3 D FIRST REP BK SAN FRANCISCO COM 33615810 386 8411 SH SHARED 8411 D FIRST REP BK SAN FRANCISCO COM 33615810 1982 43100 SH SHARED 01 43100 D FIRST REP BK SAN FRANCISCO COM 33615810 0 3 SH SHARED 02 3 D FIRST ST BANCORPORATION COM 33645310 134 4269 SH SHARED 4269 D FIRST SOUTH BANCORP INC VA COM 33646W10 0 6 SH SHARED 02 6 D 1ST SOURCE CORP COM 33690110 176 6887 SH SHARED 6887 D 1ST SOURCE CORP COM 33690110 30 1170 SH SHARED 01 1170 D 1ST SOURCE CORP COM 33690110 0 4 SH SHARED 02 4 D FIRST TR VALUE LINE DIV FD COM SHS 33735A10 8 608 SH SHARED 608 D FIRST TR VALUE LINE 100 FD COM SHS 33735D10 13 898 SH SHARED 898 D FIRST TR VALUE LINE 100 FD COM SHS 33735D10 149 10000 SH SHARED 01 10000 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 582 187423 SH SHARED 187423 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 42 13659 SH SHARED 01 13659 D FIRST UN REAL EST EQ&MTG INV PFD CONV SER A 33740030 1333 54400 SH SHARED 54400 D FIRST UTD CORP COM 33741H10 0 4 SH SHARED 02 4 D FIRSTBANK CORP MICH COM 33761G10 0 4 SH SHARED 02 4 D FIRSTCITY FINL CORP COM 33761X10 0 100 SH SHARED 100 D FISERV INC COM 33773810 32853 942438 SH SHARED 942438 D FISERV INC COM 33773810 84924 2436173 SH SHARED 01 1399623 848600 187950 D FISERV INC COM 33773810 3554 101977 SH SHARED 02 101977 D FISERV INC COM 33773810 6 200 SH SHARED 05 200 D FISERV INC COM 33773810 74 2150 SH SHARED 06 1650 500 D FISERV INC COM 33773810 3299 94661 SH SHARED 10 94661 D FISHER COMMUNICATIONS INC COM 33775620 193 4026 SH SHARED 4026 D FISHER COMMUNICATIONS INC COM 33775620 4 100 SH SHARED 02 100 D FIRSTFED FINL CORP COM 33790710 200 4100 SH SHARED 4100 D FIRSTFED FINL CORP COM 33790710 595 12179 SH SHARED 12179 D FIRSTFED FINL CORP COM 33790710 6845 140040 SH SHARED 01 140040 D FIRSTFED FINL CORP COM 33790710 25 522 SH SHARED 02 522 D FIRSTMERIT CORP COM 33791510 1150 43735 SH SHARED 43735 D FIRSTMERIT CORP COM 33791510 626 23799 SH SHARED 01 23799 D FIRSTMERIT CORP COM 33791510 711 27066 SH SHARED 02 27066 D FLAGSTAR BANCORP INC COM 33793010 1298 61019 SH SHARED 61019 D FLAGSTAR BANCORP INC COM 33793010 1994 93747 SH SHARED 01 93747 D FLAGSTAR BANCORP INC COM 33793010 32 1517 SH SHARED 02 1517 D FIRSTENERGY CORP COM 33793210 37585 914923 SH SHARED 914923 D FIRSTENERGY CORP COM 33793210 2969 72283 SH SHARED 01 63323 8960 D FIRSTENERGY CORP COM 33793210 35 866 SH SHR/OTHR 01 866 D FIRSTENERGY CORP COM 33793210 5544 134971 SH SHARED 02 134971 D FIRSTENERGY CORP COM 33793210 73 1785 SH SHARED 05 200 1585 D FIRSTENERGY CORP COM 33793210 149 3650 SH SHARED 06 3150 500 D FIRSTENERGY CORP COM 33793210 5210 126841 SH SHARED 10 126841 D FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW 71761 50359000 PRN SHARED 50359000 D FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW 2850 2000000 PRN SHARED 02 2000000 D FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX 27 26000 PRN SHARED 02 26000 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 16685 286049 SH SHARED 286049 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 9180 157383 SH SHARED 01 147183 10200 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 2449 41999 SH SHARED 02 41999 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 1458 25000 SH SHARED 04 25000 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 4140 70980 SH SHARED 10 70980 D FIVE STAR QUALITY CARE INC COM 33832D10 0 1 SH SHARED 01 1 D FLAG FINL CORP COM 33832H10 1 100 SH SHARED 100 D FLAG FINL CORP COM 33832H10 0 8 SH SHARED 02 8 D FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 6 241 SH SHARED 241 D FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 1 59 SH SHARED 01 59 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 29 2000 SH SHARED 2000 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 5970 407000 SH SHARED 01 407000 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 1687 115000 SH SHARED 04 115000 D FLANDERS CORP COM 33849410 297 34620 SH SHARED 34620 D FLANDERS CORP COM 33849410 56 6568 SH SHARED 01 6568 D FLANDERS CORP COM 33849410 1 200 SH SHARED 02 200 D FLEETWOOD ENTERPRISES INC COM 33909910 551 36348 SH SHARED 36348 D FLEETWOOD ENTERPRISES INC COM 33909910 15 1027 SH SHARED 01 1027 D FLEETWOOD ENTERPRISES INC COM 33909910 40 2700 SH SHARED 02 2700 D FLORIDA EAST COAST INDS COM 34063210 680 18112 SH SHARED 18112 D FLORIDA EAST COAST INDS COM 34063210 858 22874 SH SHARED 01 5516 17358 D FLORIDA EAST COAST INDS COM 34063210 150 4000 SH SHR/OTHR 01 4000 D FLORIDA EAST COAST INDS COM 34063210 1 41 SH SHARED 02 41 D FLORIDA ROCK INDS INC COM 34114010 98050 2001442 SH SHARED 2001442 D FLORIDA ROCK INDS INC COM 34114010 625 12770 SH SHARED 01 5950 6820 D FLORIDA ROCK INDS INC COM 34114010 19 400 SH SHR/OTHR 01 400 D FLORIDA ROCK INDS INC COM 34114010 610 12462 SH SHARED 02 12462 D FLUOR CORP NEW NOTE 1.500% 2/1 343412AA 1 1000 PRN SHARED 01 1000 D FLUOR CORP NEW NOTE 1.500% 2/1 343412AA 312 300000 PRN SHARED 06 300000 D FLUOR CORP NEW COM 34341210 15235 342212 SH SHARED 335112 7100 D FLUOR CORP NEW COM 34341210 731 16424 SH SHARED 01 16124 300 D FLUOR CORP NEW COM 34341210 2775 62350 SH SHARED 02 62350 D FLUOR CORP NEW COM 34341210 15 356 SH SHARED 05 356 D FLUOR CORP NEW COM 34341210 31 700 SH SHARED 06 700 D FLUOR CORP NEW COM 34341210 1242 27918 SH SHARED 10 27918 D FLOWERS FOODS INC COM 34349810 565 21880 SH SHARED 21880 D FLOWERS FOODS INC COM 34349810 2904 112367 SH SHARED 01 112367 D FLOWERS FOODS INC COM 34349810 9 358 SH SHARED 02 358 D FLOWSERVE CORP COM 34354P10 1429 59114 SH SHARED 59114 D FLOWSERVE CORP COM 34354P10 4528 187285 SH SHARED 01 187285 D FLOWSERVE CORP COM 34354P10 572 23685 SH SHARED 02 23685 D FLOWSERVE CORP COM 34354P10 1813 75000 SH SHARED 06 75000 D FLUSHING FINL CORP COM 34387310 1029 54139 SH SHARED 54139 D FLUSHING FINL CORP COM 34387310 168 8848 SH SHARED 01 8848 D FLUSHING FINL CORP COM 34387310 0 6 SH SHARED 02 6 D FLYI INC COM 34407T10 600 153499 SH SHARED 153499 D FLYI INC COM 34407T10 27 7139 SH SHARED 01 7139 D FLYI INC COM 34407T10 130 33324 SH SHARED 02 33324 D FOAMEX INTL INC COM 34412310 15 4369 SH SHARED 4369 D FOAMEX INTL INC COM 34412310 3 1083 SH SHARED 01 1083 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1340 30345 SH SHARED 18875 11470 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 33976 769045 SH SHARED 01 769045 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1502 34000 SH SHARED 04 34000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 3598 81452 SH SHARED 05 81452 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2321 52551 SH SHARED 09 52551 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2040 46191 SH SHARED 12 46191 D FOOT LOCKER INC COM 34484910 1639 69184 SH SHARED 68684 500 D FOOT LOCKER INC COM 34484910 3289 138816 SH SHARED 01 138816 D FOOT LOCKER INC COM 34484910 71 3000 SH SHR/OTHR 01 3000 D FOOT LOCKER INC COM 34484910 4717 199037 SH SHARED 02 199037 D FOOT LOCKER INC COM 34484910 30 1300 SH SHARED 06 1300 D FOOTHILL INDPT BANCORP COM 34490510 0 4 SH SHARED 02 4 D FORBES MEDI-TECH INC COM 34490710 35 15200 SH SHARED 02 15200 D FORD MTR CO DEL COM PAR $0.01 34537086 488 34800 SH SHARED 34800 D FORD MTR CO DEL COM PAR $0.01 34537086 112377 7998376 SH SHARED 7995176 3200 D FORD MTR CO DEL COM PAR $0.01 34537086 5209 370809 SH SHARED 01 358442 12367 D FORD MTR CO DEL COM PAR $0.01 34537086 910 64839 SH SHR/OTHR 01 64839 D FORD MTR CO DEL COM PAR $0.01 34537086 14267 1015508 SH SHARED 02 1015508 D FORD MTR CO DEL COM PAR $0.01 34537086 101 7193 SH SHARED 05 1400 5793 D FORD MTR CO DEL COM PAR $0.01 34537086 977 69597 SH SHARED 06 66997 2600 D FORD MTR CO DEL COM PAR $0.01 34537086 49718 3538718 SH SHARED 10 3538718 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 53325 1020000 SH SHARED 1020000 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 11 216 SH SHARED 02 216 D FORDING CDN COAL TR TR UNIT 34542510 419 7500 SH SHARED 7500 D FORDING CDN COAL TR TR UNIT 34542510 76 1373 SH SHR/OTHR 01 1373 D FOREST CITY ENTERPRISES INC CL A 34555010 271 4929 SH SHARED 4929 D FOREST CITY ENTERPRISES INC CL A 34555010 116 2112 SH SHARED 01 2112 D FOREST CITY ENTERPRISES INC CL A 34555010 172 3124 SH SHARED 02 3124 D FOREST LABS INC COM 34583810 22 500 SH SHARED 500 D FOREST LABS INC COM 34583810 76893 1710264 SH SHARED 1693364 16900 D FOREST LABS INC COM 34583810 42448 944133 SH SHARED 01 417143 6240 520750 D FOREST LABS INC COM 34583810 4589 102087 SH SHR/OTHR 01 19121 82966 D FOREST LABS INC COM 34583810 10629 236418 SH SHARED 02 236418 D FOREST LABS INC COM 34583810 6060 134800 SH SHARED 04 134800 D FOREST LABS INC COM 34583810 51 1155 SH SHARED 05 1155 D FOREST LABS INC COM 34583810 2051 45620 SH SHARED 06 45620 D FOREST LABS INC COM 34583810 5620 125008 SH SHARED 10 125008 D FOREST OIL CORP COM PAR $0.01 34609170 2257 74962 SH SHARED 74962 D FOREST OIL CORP COM PAR $0.01 34609170 732 24305 SH SHARED 01 24305 D FOREST OIL CORP COM PAR $0.01 34609170 403 13412 SH SHARED 02 13412 D FORMFACTOR INC COM 34637510 486 25099 SH SHARED 25099 D FORMFACTOR INC COM 34637510 27 1400 SH SHARED 02 1400 D FORRESTER RESH INC COM 34656310 286 18812 SH SHARED 18812 D FORRESTER RESH INC COM 34656310 39 2612 SH SHARED 01 2612 D FORRESTER RESH INC COM 34656310 8 525 SH SHARED 02 525 D FORTUNE BRANDS INC COM 34963110 61829 834518 SH SHARED 834518 D FORTUNE BRANDS INC COM 34963110 61875 835141 SH SHARED 01 259676 575465 D FORTUNE BRANDS INC COM 34963110 9997 134942 SH SHR/OTHR 01 21855 113087 D FORTUNE BRANDS INC COM 34963110 5831 78704 SH SHARED 02 78704 D FORTUNE BRANDS INC COM 34963110 36 487 SH SHARED 05 100 387 D FORTUNE BRANDS INC COM 34963110 460 6212 SH SHARED 06 5912 300 D FORTUNE BRANDS INC COM 34963110 3646 49222 SH SHARED 10 49222 D FORWARD AIR CORP COM 34985310 5252 131250 SH SHARED 131250 D FORWARD AIR CORP COM 34985310 1691 42256 SH SHARED 42256 D FORWARD AIR CORP COM 34985310 19 483 SH SHARED 01 483 D FORWARD AIR CORP COM 34985310 692 17301 SH SHARED 02 17301 D FOSSIL INC COM 34988210 133 4300 SH SHARED 4300 D FOSSIL INC COM 34988210 98 3183 SH SHARED 3183 D FOSSIL INC COM 34988210 18034 582892 SH SHARED 01 582692 200 D FOSSIL INC COM 34988210 21 708 SH SHR/OTHR 01 708 D FOSSIL INC COM 34988210 140 4525 SH SHARED 02 4525 D FOSTER L B CO COM 35006010 16 2000 SH SHARED 01 2000 D FOUNDRY NETWORKS INC COM 35063R10 1133 119435 SH SHARED 119435 D FOUNDRY NETWORKS INC COM 35063R10 41651 4389021 SH SHARED 01 3772945 17100 598976 D FOUNDRY NETWORKS INC COM 35063R10 53 5653 SH SHR/OTHR 01 5653 D FOUNDRY NETWORKS INC COM 35063R10 557 58785 SH SHARED 02 58785 D 4 KIDS ENTMT INC COM 35086510 224 11100 SH SHARED 11100 D 4 KIDS ENTMT INC COM 35086510 1204 59611 SH SHARED 01 59611 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 3997 62361 SH SHARED 60161 2200 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 2 39 SH SHARED 01 39 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 595 9294 SH SHARED 02 9294 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 39 610 SH SHARED 05 610 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 12 200 SH SHARED 06 200 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 2081 32475 SH SHARED 10 32475 D FOX ENTMT GROUP INC CL A 35138T10 30 1100 SH SHARED 1100 D FOX ENTMT GROUP INC CL A 35138T10 919 33146 SH SHARED 33146 D FOX ENTMT GROUP INC CL A 35138T10 157 5694 SH SHARED 01 5494 200 D FOX ENTMT GROUP INC CL A 35138T10 935 33734 SH SHARED 02 33734 D FOX ENTMT GROUP INC CL A 35138T10 2774 100000 SH SHARED 04 100000 D FOX ENTMT GROUP INC CL A 35138T10 383 13824 SH SHARED 06 13824 D FRANCE TELECOM SPONSORED ADR 35177Q10 720 28823 SH SHARED 28823 D FRANCE TELECOM SPONSORED ADR 35177Q10 76 3061 SH SHARED 01 3061 D FRANKLIN BK CORP DEL COM 35245110 106 6272 SH SHARED 6272 D FRANKLIN BK CORP DEL COM 35245110 3556 208600 SH SHARED 01 208600 D FRANKLIN BK CORP DEL COM 35245110 450 26400 SH SHARED 05 26400 D FRANKLIN ELEC INC COM 35351410 382 9649 SH SHARED 9649 D FRANKLIN ELEC INC COM 35351410 63 1606 SH SHARED 01 1606 D FRANKLIN ELEC INC COM 35351410 35 886 SH SHARED 02 886 D FRANKLIN RES INC NOTE 5/1 354613AC 90305141990000 PRN SHARED 141990000 D FRANKLIN RES INC NOTE 5/1 354613AC 2926 4601000 PRN SHARED 02 4601000 D FRANKLIN RES INC COM 35461310 32837 588904 SH SHARED 586704 2200 D FRANKLIN RES INC COM 35461310 6981 125198 SH SHARED 01 89419 35779 D FRANKLIN RES INC COM 35461310 674 12095 SH SHR/OTHR 01 12095 D FRANKLIN RES INC COM 35461310 7221 129503 SH SHARED 02 129503 D FRANKLIN RES INC COM 35461310 52 949 SH SHARED 05 949 D FRANKLIN RES INC COM 35461310 66 1200 SH SHARED 06 1200 D FRANKLIN RES INC COM 35461310 7521 134897 SH SHARED 10 134897 D FRANKLIN UNVL TR SH BEN INT 35514510 39 6813 SH SHARED 6813 D FREDS INC CL A 35610810 525 29243 SH SHARED 29243 D FREDS INC CL A 35610810 18 1053 SH SHARED 01 1053 D FREDS INC CL A 35610810 41 2308 SH SHARED 02 2308 D FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/1 35671DAK 7 7500 PRN SHARED 01 7500 D FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/1 35671DAK 20334 19552000 PRN SHARED 02 19552000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 19467 480670 SH SHARED 457670 23000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 13152 324765 SH SHARED 01 157436 330 166999 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 1039 25664 SH SHR/OTHR 01 600 25064 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 2958 73052 SH SHARED 02 73052 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 3645 90000 SH SHARED 04 90000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 33 827 SH SHARED 05 827 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 81 2000 SH SHARED 06 1500 500 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 2396 59165 SH SHARED 10 59165 D FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 12333 862500 SH SHARED 862500 D FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 185 13000 SH SHARED 02 13000 D FREMONT GEN CORP COM 35728810 9 400 SH SHARED 400 D FREMONT GEN CORP COM 35728810 30 1300 SH SHARED 01 1300 D FREMONT GEN CORP COM 35728810 160 6916 SH SHARED 02 6916 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 35836 1404800 SH SHARED 1400000 4800 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 46 1815 SH SHARED 01 1815 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 12 472 SH SHR/OTHR 01 472 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 200 7865 SH SHARED 02 7865 D FRESH BRANDS INC COM 35803U10 0 61 SH SHARED 61 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 573 30049 SH SHARED 30049 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 126 6630 SH SHARED 01 6630 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 57 3000 SH SHR/OTHR 01 3000 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 381 19984 SH SHARED 02 19984 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 359 18800 SH SHARED 10 18800 D FRONTIER AIRLINES INC NEW COM 35906510 19 2500 SH SHARED 2500 D FRONTIER AIRLINES INC NEW COM 35906510 418 54466 SH SHARED 54466 D FRONTIER AIRLINES INC NEW COM 35906510 2364 307910 SH SHARED 01 307910 D FRONTIER AIRLINES INC NEW COM 35906510 8 1092 SH SHARED 02 1092 D FRONTIER FINL CORP WASH COM 35907K10 517 14652 SH SHARED 14652 D FRONTIER FINL CORP WASH COM 35907K10 63 1811 SH SHARED 01 1811 D FRONTIER FINL CORP WASH COM 35907K10 0 4 SH SHARED 02 4 D FRONTIER OIL CORP COM 35914P10 3304 139954 SH SHARED 139954 D FRONTIER OIL CORP COM 35914P10 1004 42526 SH SHARED 01 42526 D FRONTIER OIL CORP COM 35914P10 30 1307 SH SHARED 02 1307 D FUELCELL ENERGY INC COM 35952H10 692 67561 SH SHARED 67561 D FUELCELL ENERGY INC COM 35952H10 51 5060 SH SHARED 01 5060 D FUELCELL ENERGY INC COM 35952H10 22 2152 SH SHARED 02 2152 D FUELCELL ENERGY INC COM 35952H10 2152 210000 SH SHARED 04 210000 D FUJI PHOTO FILM LTD ADR 35958630 307 9344 SH SHARED 9344 D FUJI PHOTO FILM LTD ADR 35958630 173 5288 SH SHARED 01 5288 D FUJI PHOTO FILM LTD ADR 35958630 1274 38790 SH SHARED 02 38790 D FULLER H B CO COM 35969410 580 21191 SH SHARED 21191 D FULLER H B CO COM 35969410 15 550 SH SHARED 01 550 D FULLER H B CO COM 35969410 2743 100110 SH SHARED 02 100110 D FULTON FINL CORP PA COM 36027110 7 342 SH SHARED 342 D FULTON FINL CORP PA COM 36027110 79 3733 SH SHARED 01 3088 645 D FULTON FINL CORP PA COM 36027110 278 12991 SH SHARED 02 12991 D FURNITURE BRANDS INTL INC COM 36092110 293 11700 SH SHARED 11700 D FURNITURE BRANDS INTL INC COM 36092110 3637 145031 SH SHARED 145031 D FURNITURE BRANDS INTL INC COM 36092110 1046 41741 SH SHARED 01 41741 D FURNITURE BRANDS INTL INC COM 36092110 400 15954 SH SHARED 02 15954 D G & K SVCS INC CL A 36126810 422 10643 SH SHARED 10643 D G & K SVCS INC CL A 36126810 35 900 SH SHARED 01 900 D G & K SVCS INC CL A 36126810 170 4290 SH SHARED 02 4290 D GATX CORP NOTE 7.500% 2/0 361448AC 1007 888000 PRN SHARED 888000 D GATX CORP NOTE 7.500% 2/0 361448AC 2 2000 PRN SHARED 01 2000 D GATX CORP NOTE 7.500% 2/0 361448AC 2 2000 PRN SHARED 02 2000 D GATX CORP COM 36144810 1476 55383 SH SHARED 55383 D GATX CORP COM 36144810 2922 109607 SH SHARED 01 109607 D GATX CORP COM 36144810 314 11805 SH SHARED 02 11805 D G B & T BANCSHARES INC COM 36146210 100 4560 SH SHARED 4560 D G B & T BANCSHARES INC COM 36146210 0 2 SH SHARED 02 2 D GEO GROUP INC COM 36159R10 94 4627 SH SHARED 4627 D GEO GROUP INC COM 36159R10 0 33 SH SHARED 01 33 D GEO GROUP INC COM 36159R10 2 131 SH SHARED 02 131 D GP STRATEGIES CORP COM 36225V10 41 5543 SH SHARED 2090 3453 D GSI LUMONICS INC COM 36229U10 218 20900 SH SHARED 20900 D GSI COMMERCE INC COM 36238G10 101 11549 SH SHARED 11549 D GSI COMMERCE INC COM 36238G10 0 101 SH SHARED 01 101 D GSI COMMERCE INC COM 36238G10 8 935 SH SHARED 02 935 D GTSI CORP COM 36238K10 3 400 SH SHARED 400 D GTC BIOTHERAPEUTICS INC COM 36238T10 39 22115 SH SHARED 22115 D GTC BIOTHERAPEUTICS INC COM 36238T10 0 32 SH SHARED 02 32 D GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 529 59290 SH SHARED 59290 D GABELLI ASSET MGMT INC CL A 36239Y10 203 4750 SH SHARED 4750 D GABELLI ASSET MGMT INC CL A 36239Y10 0 2 SH SHARED 02 2 D GABELLI EQUITY TR INC COM 36239710 28 3366 SH SHARED 3366 D GABELLI EQUITY TR INC COM 36239710 6 834 SH SHARED 01 834 D GABELLI EQUITY TR INC COM 36239710 167 20000 SH SHR/OTHR 01 20000 D GABLES RESIDENTIAL TR SH BEN INT 36241810 833 24421 SH SHARED 24421 D GABLES RESIDENTIAL TR SH BEN INT 36241810 1327 38876 SH SHARED 01 38876 D GABLES RESIDENTIAL TR SH BEN INT 36241810 27 815 SH SHR/OTHR 01 815 D GABLES RESIDENTIAL TR SH BEN INT 36241810 2 80 SH SHARED 02 80 D GABLES RESIDENTIAL TR SH BEN INT 36241810 75447 2209300 SH SHARED 11 2209300 D GABELLI GLOBL UTIL & INCOME COM SH BEN INT 36242L10 158 8561 SH SHARED 8561 D GAIAM INC CL A 36268Q10 8 1463 SH SHARED 1463 D GAIAM INC CL A 36268Q10 2 362 SH SHARED 01 362 D GALLAGHER ARTHUR J & CO COM 36357610 1753 52940 SH SHARED 37840 15100 D GALLAGHER ARTHUR J & CO COM 36357610 8796 265518 SH SHARED 01 265518 D GALLAGHER ARTHUR J & CO COM 36357610 1123 33897 SH SHARED 02 33897 D GALLAHER GROUP PLC SPONSORED ADR 36359510 1176 25313 SH SHARED 25313 D GALLAHER GROUP PLC SPONSORED ADR 36359510 340 7324 SH SHARED 01 5924 1400 D GALLAHER GROUP PLC SPONSORED ADR 36359510 394 8485 SH SHR/OTHR 01 8485 D GALLAHER GROUP PLC SPONSORED ADR 36359510 11468 246783 SH SHARED 02 246783 D GAMESTOP CORP CL A 36466R10 746 40350 SH SHARED 40350 D GAMESTOP CORP CL A 36466R10 271 14664 SH SHARED 01 14664 D GAMESTOP CORP CL A 36466R10 314 16975 SH SHARED 02 16975 D GANDER MOUNTAIN CO COM 36471P10 76 3811 SH SHARED 3811 D GANDER MOUNTAIN CO COM 36471P10 3556 177674 SH SHARED 01 177674 D GANDER MOUNTAIN CO COM 36471P10 10 507 SH SHARED 02 507 D GANDER MOUNTAIN CO COM 36471P10 478 23900 SH SHARED 05 23900 D GANNETT INC COM 36473010 58 700 SH SHARED 700 D GANNETT INC COM 36473010 82971 990591 SH SHARED 915175 75416 D GANNETT INC COM 36473010 88990 1062452 SH SHARED 01 271289 791163 D GANNETT INC COM 36473010 18262 218035 SH SHR/OTHR 01 19280 198755 D GANNETT INC COM 36473010 8354 99747 SH SHARED 02 99747 D GANNETT INC COM 36473010 8057 96200 SH SHARED 04 96200 D GANNETT INC COM 36473010 4862 58047 SH SHARED 05 8910 49137 D GANNETT INC COM 36473010 990 11820 SH SHARED 06 11370 450 D GANNETT INC COM 36473010 16094 192154 SH SHARED 10 192154 D GAP INC DEL NOTE 5.750% 3/1 364760AJ 1 1410 PRN SHARED 01 1410 D GAP INC DEL NOTE 5.750% 3/1 364760AJ 2509 2057000 PRN SHARED 02 2057000 D GAP INC DEL COM 36476010 57261 3070297 SH SHARED 3070297 D GAP INC DEL COM 36476010 61585 3302187 SH SHARED 01 487350 2582400 232437 D GAP INC DEL COM 36476010 197 10575 SH SHR/OTHR 01 9225 1350 D GAP INC DEL COM 36476010 20168 1081422 SH SHARED 02 1081422 D GAP INC DEL COM 36476010 9485 508630 SH SHARED 05 485469 23161 D GAP INC DEL COM 36476010 446 23920 SH SHARED 06 22920 1000 D GAP INC DEL COM 36476010 998 53560 SH SHARED 07 53560 D GAP INC DEL COM 36476010 1402 75200 SH SHARED 09 75200 D GAP INC DEL COM 36476010 8523 457045 SH SHARED 10 457045 D GAMMON LAKE RES INC COM 36491510 774 130100 SH SHARED 130100 D GAMMON LAKE RES INC COM 36491510 11602 1950000 SH SHARED 01 1950000 D GARDNER DENVER INC COM 36555810 340 12359 SH SHARED 12359 D GARDNER DENVER INC COM 36555810 59 2169 SH SHARED 01 2169 D GARDNER DENVER INC COM 36555810 318 11559 SH SHR/OTHR 01 11559 D GARDNER DENVER INC COM 36555810 8 319 SH SHARED 02 319 D GARTNER INC COM 36665110 962 82338 SH SHARED 82338 D GARTNER INC COM 36665110 506 43325 SH SHARED 01 43325 D GARTNER INC COM 36665110 265 22728 SH SHARED 02 22728 D GARTNER INC CL B 36665120 519 45021 SH SHARED 01 45021 D GARTNER INC CL B 36665120 364 31579 SH SHR/OTHR 01 31579 D GATEWAY INC COM 36762610 5616 1134652 SH SHARED 1132652 2000 D GATEWAY INC COM 36762610 159 32131 SH SHARED 01 32131 D GATEWAY INC COM 36762610 747 151076 SH SHARED 02 151076 D GATEWAY INC COM 36762610 6 1276 SH SHARED 05 1276 D GATEWAY INC COM 36762610 489 98862 SH SHARED 10 98862 D GAYLORD ENTMT CO NEW COM 36790510 563 18173 SH SHARED 18173 D GAYLORD ENTMT CO NEW COM 36790510 8 259 SH SHARED 02 259 D GEAC COMPUTER LTD COM 36828910 7 1100 SH SHARED 02 1100 D GEHL CO COM 36848310 5 300 SH SHARED 02 300 D GEN-PROBE INC NEW COM 36866T10 147 3700 SH SHARED 3700 D GEN-PROBE INC NEW COM 36866T10 1329 33343 SH SHARED 33343 D GEN-PROBE INC NEW COM 36866T10 9031 226525 SH SHARED 01 215525 11000 D GEN-PROBE INC NEW COM 36866T10 415 10418 SH SHARED 02 10418 D GEN-PROBE INC NEW COM 36866T10 9943 249400 SH SHARED 04 249400 D GEN-PROBE INC NEW COM 36866T10 259 6500 SH SHARED 06 6500 D GEN-PROBE INC NEW COM 36866T10 1523 38216 SH SHARED 10 38216 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 1230 217820 SH SHARED 217820 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 239 42456 SH SHARED 01 42456 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 468 82978 SH SHARED 02 82978 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 1006 178190 SH SHARED 10 178190 D GENAERA CORP COM 36867G10 132 33843 SH SHARED 33843 D GENAERA CORP COM 36867G10 9 2500 SH SHARED 02 2500 D GENCORP INC NOTE 5.750% 4/1 368682AE 1014 993000 PRN SHARED 993000 D GENCORP INC NOTE 5.750% 4/1 368682AE 2 2000 PRN SHARED 01 2000 D GENCORP INC NOTE 5.750% 4/1 368682AE 5508 5390000 PRN SHARED 02 5390000 D GENCORP INC NOTE 4.000% 1/1 368682AJ 14025 12750000 PRN SHARED 02 12750000 D GENCORP INC COM 36868210 310 22878 SH SHARED 22878 D GENCORP INC COM 36868210 15 1119 SH SHARED 01 1119 D GENCORP INC COM 36868210 63 4664 SH SHARED 02 4664 D GENE LOGIC INC COM 36868910 155 41689 SH SHARED 41689 D GENE LOGIC INC COM 36868910 22 6016 SH SHARED 01 6016 D GENE LOGIC INC COM 36868910 53 14332 SH SHARED 02 14332 D GENELABS TECHNOLOGIES INC COM 36870610 134 51470 SH SHARED 51470 D GENELABS TECHNOLOGIES INC COM 36870610 11 4400 SH SHARED 02 4400 D GENENCOR INTL INC COM 36870910 73 4595 SH SHARED 4595 D GENENCOR INTL INC COM 36870910 6 418 SH SHARED 02 418 D GENENTECH INC COM NEW 36871040 45290 864000 SH SHARED 854940 9060 D GENENTECH INC COM NEW 36871040 192607 3674308 SH SHARED 01 1729747 1471500 473061 D GENENTECH INC COM NEW 36871040 954 18208 SH SHR/OTHR 01 5000 13208 D GENENTECH INC COM NEW 36871040 3175 60584 SH SHARED 02 57084 3500 D GENENTECH INC COM NEW 36871040 786 15000 SH SHARED 04 15000 D GENENTECH INC COM NEW 36871040 20 400 SH SHARED 05 400 D GENENTECH INC COM NEW 36871040 751 14334 SH SHARED 06 13534 800 D GENENTECH INC COM NEW 36871040 11010 210050 SH SHARED 10 210050 D GENERAL AMERN INVS INC COM 36880210 97 3286 SH SHARED 3286 D GENERAL AMERN INVS INC COM 36880210 24 814 SH SHARED 01 814 D GENERAL BINDING CORP COM 36915410 52 3770 SH SHARED 3770 D GENERAL BINDING CORP COM 36915410 2 201 SH SHARED 02 201 D GENERAL CABLE CORP DEL NEW COM 36930010 105 9900 SH SHARED 9900 D GENERAL CABLE CORP DEL NEW COM 36930010 376 35354 SH SHARED 35354 D GENERAL CABLE CORP DEL NEW COM 36930010 5359 503700 SH SHARED 01 503700 D GENERAL CABLE CORP DEL NEW COM 36930010 3 367 SH SHARED 02 367 D GENERAL CABLE CORP DEL NEW COM 36930010 772 72600 SH SHARED 05 72600 D GENERAL COMMUNICATION INC CL A 36938510 237 26276 SH SHARED 26276 D GENERAL COMMUNICATION INC CL A 36938510 2 245 SH SHARED 02 245 D GENERAL DYNAMICS CORP COM 36955010 132759 1300287 SH SHARED 1298047 2240 D GENERAL DYNAMICS CORP COM 36955010 46519 455630 SH SHARED 01 334665 120965 D GENERAL DYNAMICS CORP COM 36955010 37930 371506 SH SHR/OTHR 01 314073 57433 D GENERAL DYNAMICS CORP COM 36955010 8920 87370 SH SHARED 02 87370 D GENERAL DYNAMICS CORP COM 36955010 248 2436 SH SHARED 05 100 2336 D GENERAL DYNAMICS CORP COM 36955010 434 4251 SH SHARED 06 3851 400 D GENERAL DYNAMICS CORP COM 36955010 7101 69555 SH SHARED 10 69555 D GENERAL ELEC CO COM 36960410 1121 33400 SH SHARED 32500 900 D GENERAL ELEC CO COM 36960410 1352325 40271745 SH SHARED 38568465 1703280 D GENERAL ELEC CO COM 36960410 1150221 34253177 SH SHARED 01 11912083 10787600 11553494 D GENERAL ELEC CO COM 36960410 160616 4783099 SH SHR/OTHR 01 576922 4206177 D GENERAL ELEC CO COM 36960410 150021 4467584 SH SHARED 02 4467584 D GENERAL ELEC CO COM 36960410 26249 781700 SH SHARED 03 781700 D GENERAL ELEC CO COM 36960410 116650 3473800 SH SHARED 04 3473800 D GENERAL ELEC CO COM 36960410 57847 1722672 SH SHARED 05 1444288 278384 D GENERAL ELEC CO COM 36960410 28781 857096 SH SHARED 06 701596 155500 D GENERAL ELEC CO COM 36960410 4350 129570 SH SHARED 07 129570 D GENERAL ELEC CO COM 36960410 6497 193500 SH SHARED 09 193500 D GENERAL ELEC CO COM 36960410 201534 6001637 SH SHARED 10 6001637 D GENERAL GROWTH PPTYS INC COM 37002110 231 7480 SH SHARED 2480 5000 D GENERAL GROWTH PPTYS INC COM 37002110 688 22200 SH SHARED 01 22200 D GENERAL GROWTH PPTYS INC COM 37002110 990 31943 SH SHARED 02 31943 D GENERAL GROWTH PPTYS INC COM 37002110 9 300 SH SHARED 05 300 D GENERAL GROWTH PPTYS INC COM 37002110 14594 470800 SH SHARED 10 470800 D GENERAL GROWTH PPTYS INC COM 37002110 37126 1197626 SH SHARED 11 1197626 D GENERAL MLS INC DBCV 10/2 370334AU 52588 75019000 PRN SHARED 75019000 D GENERAL MLS INC DBCV 10/2 370334AU 6585 9394000 PRN SHARED 02 9394000 D GENERAL MLS INC COM 37033410 44875 999457 SH SHARED 940857 58600 D GENERAL MLS INC COM 37033410 97125 2163149 SH SHARED 01 1119488 562000 481661 D GENERAL MLS INC COM 37033410 3083 68665 SH SHR/OTHR 01 13700 54965 D GENERAL MLS INC COM 37033410 7483 166671 SH SHARED 02 166671 D GENERAL MLS INC COM 37033410 7044 156900 SH SHARED 03 156900 D GENERAL MLS INC COM 37033410 2386 53149 SH SHARED 05 52200 949 D GENERAL MLS INC COM 37033410 152 3400 SH SHARED 06 3000 400 D GENERAL MLS INC COM 37033410 6448 143630 SH SHARED 10 143630 D GENERAL MTRS CORP COM 37044210 246 5800 SH SHARED 5800 D GENERAL MTRS CORP COM 37044210 319892 7530436 SH SHARED 7524511 5925 D GENERAL MTRS CORP COM 37044210 12075 284268 SH SHARED 01 146584 80000 57684 D GENERAL MTRS CORP COM 37044210 1391 32767 SH SHR/OTHR 01 1089 31678 D GENERAL MTRS CORP COM 37044210 16925 398443 SH SHARED 02 398443 D GENERAL MTRS CORP COM 37044210 269 6338 SH SHARED 05 4375 1963 D GENERAL MTRS CORP COM 37044210 821 19342 SH SHARED 06 18442 900 D GENERAL MTRS CORP COM 37044210 8107 190855 SH SHARED 10 190855 D GENERAL MTRS CORP DEB SR CV C 33 37044271 1225285 43527031 SH SHARED 43527031 D GENERAL MTRS CORP DEB SR CV C 33 37044271 22138 786430 SH SHARED 02 786430 D GENERAL MTRS CORP DEB SR CONV B 37044273 303364 12687772 SH SHARED 12687772 D GENERAL MTRS CORP DEB SR CONV B 37044273 27849 1164762 SH SHARED 01 1162474 2288 D GENERAL MTRS CORP DEB SR CONV B 37044273 13 550 SH SHR/OTHR 01 550 D GENERAL MTRS CORP DEB SR CONV B 37044273 4508 188548 SH SHARED 02 188548 D GENERAL MTRS CORP DEB SR CONV A 37044274 156592 6162616 SH SHARED 6162616 D GENERAL MTRS CORP DEB SR CONV A 37044274 3465 136400 SH SHARED 02 136400 D GENESCO INC COM 37153210 63 2700 SH SHARED 2700 D GENESCO INC COM 37153210 1242 52743 SH SHARED 52743 D GENESCO INC COM 37153210 1617 68672 SH SHARED 01 68672 D GENESCO INC COM 37153210 0 6 SH SHARED 02 6 D GENESEE & WYO INC CL A 37155910 430 17002 SH SHARED 17002 D GENESEE & WYO INC CL A 37155910 23 915 SH SHARED 01 915 D GENESEE & WYO INC CL A 37155910 0 6 SH SHARED 02 6 D GENESIS MICROCHIP INC DEL COM 37184C10 1078 79883 SH SHARED 79883 D GENESIS MICROCHIP INC DEL COM 37184C10 246 18228 SH SHARED 01 18228 D GENESIS MICROCHIP INC DEL COM 37184C10 78 5808 SH SHARED 02 5808 D GENESIS HEALTHCARE CORP COM 37184D10 19855 652928 SH SHARED 652928 D GENESIS HEALTHCARE CORP COM 37184D10 266 8758 SH SHARED 01 8758 D GENESIS HEALTHCARE CORP COM 37184D10 166 5461 SH SHARED 02 5461 D GENTEX CORP COM 37190110 5617 159894 SH SHARED 159894 D GENTEX CORP COM 37190110 6978 198661 SH SHARED 01 198661 D GENTEX CORP COM 37190110 1063 30267 SH SHARED 02 30267 D GENLYTE GROUP INC COM 37230210 561 8726 SH SHARED 8726 D GENLYTE GROUP INC COM 37230210 1228 19080 SH SHARED 01 19080 D GENLYTE GROUP INC COM 37230210 1109 17234 SH SHARED 02 17234 D GENTA INC COM NEW 37245M20 243 90385 SH SHARED 90385 D GENTA INC COM NEW 37245M20 0 8 SH SHARED 01 8 D GENTA INC COM NEW 37245M20 19 7212 SH SHARED 02 7212 D GENTA INC COM NEW 37245M20 1053 391800 SH SHARED 04 391800 D GENVEC INC COM 37246C10 8 3148 SH SHARED 3148 D GENVEC INC COM 37246C10 1 618 SH SHARED 01 618 D GENUINE PARTS CO COM 37246010 23914 623103 SH SHARED 623103 D GENUINE PARTS CO COM 37246010 22525 586901 SH SHARED 01 58912 527989 D GENUINE PARTS CO COM 37246010 428 11160 SH SHR/OTHR 01 11160 D GENUINE PARTS CO COM 37246010 2470 64370 SH SHARED 02 64370 D GENUINE PARTS CO COM 37246010 31 817 SH SHARED 05 817 D GENUINE PARTS CO COM 37246010 190 4961 SH SHARED 06 3961 1000 D GENUINE PARTS CO COM 37246010 2240 58373 SH SHARED 10 58373 D GENUS INC COM 37246110 117 53198 SH SHARED 53198 D GENUS INC COM 37246110 0 19 SH SHARED 01 19 D GENTIVA HEALTH SERVICES INC COM 37247A10 12071 737418 SH SHARED 737418 D GENTIVA HEALTH SERVICES INC COM 37247A10 4066 248400 SH SHARED 01 248400 D GENTIVA HEALTH SERVICES INC COM 37247A10 214 13089 SH SHARED 02 13089 D GENTIVA HEALTH SERVICES INC COM 37247A10 564 34500 SH SHARED 05 34500 D GENWORTH FINL INC COM CL A 37247D10 6060 260103 SH SHARED 260103 D GENWORTH FINL INC COM CL A 37247D10 58 2513 SH SHARED 01 2513 D GENWORTH FINL INC COM CL A 37247D10 3182 136600 SH SHARED 02 136600 D GENWORTH FINL INC COM CL A 37247D10 417 17900 SH SHARED 10 17900 D GENZYME CORP COM GENL DIV 37291710 495 9100 SH SHARED 9100 D GENZYME CORP COM GENL DIV 37291710 62678 1151975 SH SHARED 1147675 4300 D GENZYME CORP COM GENL DIV 37291710 27839 511669 SH SHARED 01 456503 11000 44166 D GENZYME CORP COM GENL DIV 37291710 618 11374 SH SHR/OTHR 01 11374 D GENZYME CORP COM GENL DIV 37291710 5550 102005 SH SHARED 02 102005 D GENZYME CORP COM GENL DIV 37291710 38081 699900 SH SHARED 04 699900 D GENZYME CORP COM GENL DIV 37291710 71 1321 SH SHARED 05 200 1121 D GENZYME CORP COM GENL DIV 37291710 908 16700 SH SHARED 06 16300 400 D GENZYME CORP COM GENL DIV 37291710 7509 138017 SH SHARED 10 138017 D GEORGIA GULF CORP COM PAR $0.01 37320020 1457 32676 SH SHARED 32676 D GEORGIA GULF CORP COM PAR $0.01 37320020 10395 233144 SH SHARED 01 233144 D GEORGIA GULF CORP COM PAR $0.01 37320020 9 207 SH SHARED 02 207 D GEORGIA PAC CORP COM 37329810 341 9500 SH SHARED 9500 D GEORGIA PAC CORP COM 37329810 48579 1351318 SH SHARED 1331636 19682 D GEORGIA PAC CORP COM 37329810 69509 1933514 SH SHARED 01 260359 1533600 139555 D GEORGIA PAC CORP COM 37329810 243 6762 SH SHR/OTHR 01 6762 D GEORGIA PAC CORP COM 37329810 10232 284619 SH SHARED 02 284619 D GEORGIA PAC CORP COM 37329810 1955 54400 SH SHARED 03 54400 D GEORGIA PAC CORP COM 37329810 1941 54000 SH SHARED 04 54000 D GEORGIA PAC CORP COM 37329810 31947 888664 SH SHARED 05 606538 282126 D GEORGIA PAC CORP COM 37329810 2497 69459 SH SHARED 06 69159 300 D GEORGIA PAC CORP COM 37329810 1150 32000 SH SHARED 07 32000 D GEORGIA PAC CORP COM 37329810 1704 47400 SH SHARED 09 47400 D GEORGIA PAC CORP COM 37329810 7750 215584 SH SHARED 10 215584 D GERBER SCIENTIFIC INC COM 37373010 0 100 SH SHARED 100 D GERBER SCIENTIFIC INC COM 37373010 0 16 SH SHARED 02 16 D GERDAU S A SPONSORED ADR 37373710 183 11244 SH SHARED 11244 D GERDAU S A SPONSORED ADR 37373710 1 100 SH SHARED 02 100 D GERMAN AMERN BANCORP COM 37386510 86 5133 SH SHARED 5133 D GERMAN AMERN BANCORP COM 37386510 1 72 SH SHARED 02 72 D GERMANY FD INC COM 37414310 0 2 SH SHARED 02 2 D GERON CORP COM 37416310 11 2000 SH SHARED 2000 D GERON CORP COM 37416310 253 42399 SH SHARED 42399 D GERON CORP COM 37416310 2 450 SH SHARED 01 450 D GERON CORP COM 37416310 13 2209 SH SHARED 02 2209 D GERON CORP COM 37416310 1797 300000 SH SHARED 04 300000 D GETTY IMAGES INC SDCV 0.500% 6/0 374276AG 509 418000 PRN SHARED 418000 D GETTY IMAGES INC SDCV 0.500% 6/0 374276AG 15042 12350000 PRN SHARED 02 12350000 D GETTY IMAGES INC COM 37427610 8930 161500 SH SHARED 161500 D GETTY IMAGES INC COM 37427610 10172 183951 SH SHARED 651 183300 D GETTY IMAGES INC COM 37427610 3011 54449 SH SHARED 01 54449 D GETTY IMAGES INC COM 37427610 317 5746 SH SHARED 02 5746 D GETTY IMAGES INC COM 37427610 12442 225000 SH SHARED 04 225000 D GETTY RLTY CORP NEW COM 37429710 318 12148 SH SHARED 12148 D GETTY RLTY CORP NEW COM 37429710 11 437 SH SHARED 01 437 D GETTY RLTY CORP NEW COM 37429710 0 1 SH SHARED 02 1 D GEVITY HR INC COM 37439310 388 25245 SH SHARED 25245 D GEVITY HR INC COM 37439310 43 2841 SH SHARED 01 2841 D GEVITY HR INC COM 37439310 43 2824 SH SHARED 02 2824 D GEXA CORP COM NEW 37439820 0 1 SH SHARED 02 1 D GIANT INDS INC COM 37450810 486 20038 SH SHARED 20038 D GIANT INDS INC COM 37450810 1794 73838 SH SHARED 01 73838 D GIBRALTAR STL CORP COM 37476F10 489 13537 SH SHARED 13537 D GIBRALTAR STL CORP COM 37476F10 85 2370 SH SHARED 01 2370 D GILEAD SCIENCES INC NOTE 2.000%12/1 375558AD 52282 32353000 PRN SHARED 32353000 D GILEAD SCIENCES INC NOTE 2.000%12/1 375558AD 28 17500 PRN SHARED 01 1500 16000 D GILEAD SCIENCES INC NOTE 2.000%12/1 375558AD 22226 13754000 PRN SHARED 02 13754000 D GILEAD SCIENCES INC COM 37555810 560 15000 SH SHARED 15000 D GILEAD SCIENCES INC COM 37555810 67585 1808078 SH SHARED 1808078 D GILEAD SCIENCES INC COM 37555810 146076 3907878 SH SHARED 01 1950487 1282500 674891 D GILEAD SCIENCES INC COM 37555810 4010 107300 SH SHR/OTHR 01 14530 92770 D GILEAD SCIENCES INC COM 37555810 9846 263429 SH SHARED 02 263429 D GILEAD SCIENCES INC COM 37555810 42902 1147750 SH SHARED 04 1147750 D GILEAD SCIENCES INC COM 37555810 52 1400 SH SHARED 05 200 1200 D GILEAD SCIENCES INC COM 37555810 1076 28800 SH SHARED 06 28100 700 D GILEAD SCIENCES INC COM 37555810 11782 315204 SH SHARED 10 315204 D GILLETTE CO COM 37576610 180340 4320578 SH SHARED 4244178 76400 D GILLETTE CO COM 37576610 65410 1567098 SH SHARED 01 888608 678490 D GILLETTE CO COM 37576610 14612 350093 SH SHR/OTHR 01 34900 315193 D GILLETTE CO COM 37576610 15740 377113 SH SHARED 02 377113 D GILLETTE CO COM 37576610 1586 38000 SH SHARED 04 38000 D GILLETTE CO COM 37576610 171 4110 SH SHARED 05 800 3310 D GILLETTE CO COM 37576610 1341 32141 SH SHARED 06 30341 1800 D GILLETTE CO COM 37576610 14451 346215 SH SHARED 10 346215 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 13113 465012 SH SHARED 01 461848 3164 D GLACIER BANCORP INC NEW COM 37637Q10 458 15730 SH SHARED 15730 D GLACIER BANCORP INC NEW COM 37637Q10 170 5857 SH SHARED 01 5857 D GLACIER BANCORP INC NEW COM 37637Q10 11 402 SH SHARED 02 402 D GLADSTONE CAPITAL CORP COM 37653510 281 12393 SH SHARED 12393 D GLADSTONE CAPITAL CORP COM 37653510 33 1480 SH SHARED 01 1480 D GLADSTONE CAPITAL CORP COM 37653510 2 102 SH SHARED 02 102 D GLADSTONE COML CORP COM 37653610 483 29800 SH SHARED 29800 D GLAMIS GOLD LTD COM 37677510 646 34521 SH SHARED 34521 D GLAMIS GOLD LTD COM 37677510 29961 1599679 SH SHARED 01 1599679 D GLAMIS GOLD LTD COM 37677510 486 25962 SH SHARED 02 25962 D GLAMIS GOLD LTD COM 37677510 1311 70000 SH SHARED 04 70000 D GLAMIS GOLD LTD COM 37677510 46 2500 SH SHARED 06 1500 1000 D GLAMIS GOLD LTD COM 37677510 1856 99100 SH SHARED 10 99100 D GLATFELTER COM 37731610 599 48425 SH SHARED 48425 D GLATFELTER COM 37731610 229 18543 SH SHARED 01 15375 3168 D GLATFELTER COM 37731610 97 7900 SH SHARED 02 7900 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 2550 58319 SH SHARED 58319 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 4510 103143 SH SHARED 01 27593 75550 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 6128 140145 SH SHR/OTHR 01 2172 137973 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 4101 93800 SH SHARED 02 93800 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 84 1921 SH SHARED 06 1921 D GLENAYRE TECHNOLOGIES INC COM 37789910 13 7488 SH SHARED 7488 D GLENBOROUGH RLTY TR INC COM 37803P10 403 19427 SH SHARED 19427 D GLENBOROUGH RLTY TR INC COM 37803P10 16 800 SH SHARED 01 800 D GLENBOROUGH RLTY TR INC COM 37803P10 2 100 SH SHARED 02 100 D GLENBOROUGH RLTY TR INC COM 37803P10 93743 4513400 SH SHARED 11 4513400 D GLIMCHER RLTY TR SH BEN INT 37930210 784 32265 SH SHARED 32265 D GLIMCHER RLTY TR SH BEN INT 37930210 1208 49728 SH SHARED 01 49728 D GLIMCHER RLTY TR SH BEN INT 37930210 19 805 SH SHARED 02 805 D GLIMCHER RLTY TR SH BEN INT 37930210 77334 3182503 SH SHARED 11 3182503 D GLOBAL HIGH INCOME DLR FD IN COM 37933G10 583 32900 SH SHARED 32900 D GLOBAL INDS LTD COM 37933610 560 90738 SH SHARED 90738 D GLOBAL INDS LTD COM 37933610 32 5265 SH SHARED 01 5265 D GLOBAL INDS LTD COM 37933610 0 19 SH SHARED 02 19 D GLOBAL IMAGING SYSTEMS COM 37934A10 697 22446 SH SHARED 22446 D GLOBAL IMAGING SYSTEMS COM 37934A10 3510 112963 SH SHARED 01 112883 80 D GLOBAL IMAGING SYSTEMS COM 37934A10 40 1300 SH SHARED 02 1300 D GLOBAL PMTS INC COM 37940X10 979 18295 SH SHARED 18295 D GLOBAL PMTS INC COM 37940X10 260 4865 SH SHARED 01 4865 D GLOBAL PMTS INC COM 37940X10 206 3859 SH SHARED 02 3859 D GLOBAL PMTS INC COM 37940X10 1356 25340 SH SHARED 10 25340 D GLOBAL POWER EQUIPMENT INC COM 37941P10 1211 163562 SH SHARED 163562 D GLOBECOMM SYSTEMS INC COM 37956X10 1 300 SH SHARED 300 D GLOBESPAN INC NOTE 5.250% 5/1 379571AB 23886 24600000 PRN SHARED 24600000 D GLYCOGENESYS INC COM 37989P10 287 638636 SH SHARED 638636 D GLYCOGENESYS INC COM 37989P10 13 30000 SH SHARED 02 30000 D GOLD BANC CORP INC COM 37990710 1094 81160 SH SHARED 81160 D GOLD BANC CORP INC COM 37990710 1 106 SH SHARED 02 106 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 205 10100 SH SHARED 02 10100 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 455 33339 SH SHARED 33339 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 3364 246461 SH SHARED 01 243461 3000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 532 39000 SH SHR/OTHR 01 39000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 8 600 SH SHARED 02 600 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 4361 319500 SH SHARED 04 319500 D GOLD RESV INC CL A 38068N10 63 13703 SH SHARED 13703 D GOLD RESV INC CL A 38068N10 15 3397 SH SHARED 01 3397 D GOLDCORP INC NEW COM 38095640 204 14749 SH SHARED 11949 2800 D GOLDCORP INC NEW COM 38095640 16016 1155619 SH SHARED 01 1155619 D GOLDCORP INC NEW COM 38095640 110 8000 SH SHR/OTHR 01 8000 D GOLDCORP INC NEW COM 38095640 641 46254 SH SHARED 02 46254 D GOLDEN STAR RES LTD CDA COM 38119T10 7905 1500000 SH SHARED 01 1500000 D GOLDEN TELECOM INC COM 38122G10 310 10877 SH SHARED 10877 D GOLDEN TELECOM INC COM 38122G10 3314 116160 SH SHARED 01 116160 D GOLDEN TELECOM INC COM 38122G10 2 103 SH SHARED 02 103 D GOLDEN TELECOM INC COM 38122G10 6140 215221 SH SHARED 04 215221 D GOLDEN WEST FINL CORP DEL COM 38131710 821 7400 SH SHARED 7400 D GOLDEN WEST FINL CORP DEL COM 38131710 100246 903526 SH SHARED 901226 2300 D GOLDEN WEST FINL CORP DEL COM 38131710 33133 298636 SH SHARED 01 291288 7348 D GOLDEN WEST FINL CORP DEL COM 38131710 38 344 SH SHR/OTHR 01 344 D GOLDEN WEST FINL CORP DEL COM 38131710 6613 59607 SH SHARED 02 59607 D GOLDEN WEST FINL CORP DEL COM 38131710 75 679 SH SHARED 05 679 D GOLDEN WEST FINL CORP DEL COM 38131710 860 7754 SH SHARED 06 7304 450 D GOLDEN WEST FINL CORP DEL COM 38131710 18026 162478 SH SHARED 10 162478 D GOLDMAN SACHS GROUP INC COM 38141G10 354 3800 SH SHARED 3800 D GOLDMAN SACHS GROUP INC COM 38141G10 288880 3098250 SH SHARED 3056080 42170 D GOLDMAN SACHS GROUP INC COM 38141G10 86512 927847 SH SHARED 01 416010 136120 375717 D GOLDMAN SACHS GROUP INC COM 38141G10 6366 68281 SH SHR/OTHR 01 11910 56371 D GOLDMAN SACHS GROUP INC COM 38141G10 15972 171303 SH SHARED 02 171303 D GOLDMAN SACHS GROUP INC COM 38141G10 6703 71900 SH SHARED 03 71900 D GOLDMAN SACHS GROUP INC COM 38141G10 37389 401000 SH SHARED 04 401000 D GOLDMAN SACHS GROUP INC COM 38141G10 61750 662273 SH SHARED 05 445943 216330 D GOLDMAN SACHS GROUP INC COM 38141G10 15227 163316 SH SHARED 06 72116 91200 D GOLDMAN SACHS GROUP INC COM 38141G10 22997 246649 SH SHARED 10 246649 D GOLF TR AMER INC COM 38168B10 242 95744 SH SHARED 95744 D GOODRICH CORP COM 38238810 37 1200 SH SHARED 1200 D GOODRICH CORP COM 38238810 21387 682007 SH SHARED 682007 D GOODRICH CORP COM 38238810 11349 361906 SH SHARED 01 23221 338685 D GOODRICH CORP COM 38238810 26 829 SH SHR/OTHR 01 829 D GOODRICH CORP COM 38238810 3783 120658 SH SHARED 02 120658 D GOODRICH CORP COM 38238810 15516 494800 SH SHARED 03 494800 D GOODRICH CORP COM 38238810 3904 124500 SH SHARED 05 124500 D GOODRICH CORP COM 38238810 148 4728 SH SHARED 06 4728 D GOODRICH CORP COM 38238810 1701 54245 SH SHARED 10 54245 D GOODYEAR TIRE & RUBR CO COM 38255010 10201 949832 SH SHARED 947432 2400 D GOODYEAR TIRE & RUBR CO COM 38255010 112 10501 SH SHARED 01 10501 D GOODYEAR TIRE & RUBR CO COM 38255010 33 3154 SH SHR/OTHR 01 294 2860 D GOODYEAR TIRE & RUBR CO COM 38255010 1214 113053 SH SHARED 02 111462 1591 D GOODYEAR TIRE & RUBR CO COM 38255010 6 583 SH SHARED 05 583 D GOODYEAR TIRE & RUBR CO COM 38255010 1883 175354 SH SHARED 10 175354 D GOODYS FAMILY CLOTHING INC COM 38258810 176 20926 SH SHARED 20926 D GOODYS FAMILY CLOTHING INC COM 38258810 20 2387 SH SHARED 01 2387 D GOODYS FAMILY CLOTHING INC COM 38258810 107 12748 SH SHARED 02 12748 D GOOGLE INC CL A 38259P50 14350 110730 SH SHARED 110730 D GOOGLE INC CL A 38259P50 790 6100 SH SHARED 02 6100 D GOOGLE INC CL A 38259P50 401 3100 SH SHARED 06 3100 D GOREMOTE INTERNET COMMUNICAT COM 38285910 0 121 SH SHARED 121 D GOREMOTE INTERNET COMMUNICAT COM 38285910 7 5629 SH SHARED 01 5629 D GORMAN RUPP CO COM 38308210 102 5049 SH SHARED 5049 D GORMAN RUPP CO COM 38308210 0 2 SH SHARED 02 2 D GOVERNMENT PPTYS TR INC COM 38374W10 260 27444 SH SHARED 27444 D GOVERNMENT PPTYS TR INC COM 38374W10 344 36300 SH SHARED 10 36300 D GPC BIOTECH AG SPONSORED ADR 38386P10 2849 210283 SH SHARED 01 194858 15425 D GRACE W R & CO DEL NEW COM 38388F10 59 6300 SH SHARED 6300 D GRACE W R & CO DEL NEW COM 38388F10 405 42912 SH SHARED 42912 D GRACE W R & CO DEL NEW COM 38388F10 177 18801 SH SHARED 01 18801 D GRACE W R & CO DEL NEW COM 38388F10 4 450 SH SHR/OTHR 01 450 D GRACE W R & CO DEL NEW COM 38388F10 708 75015 SH SHARED 02 75015 D GRACO INC COM 38410910 828 24719 SH SHARED 24719 D GRACO INC COM 38410910 714 21316 SH SHARED 01 21316 D GRACO INC COM 38410910 815 24355 SH SHARED 02 24355 D GRAFTECH INTL LTD DBCV 1.625% 1/1 384313AB 11117 10313000 PRN SHARED 02 10313000 D GRAFTECH INTL LTD COM 38431310 824 59113 SH SHARED 59113 D GRAFTECH INTL LTD COM 38431310 1050 75282 SH SHARED 01 75282 D GRAFTECH INTL LTD COM 38431310 509 36537 SH SHARED 02 36537 D GRAINGER W W INC COM 38480210 27491 476871 SH SHARED 476871 D GRAINGER W W INC COM 38480210 6275 108854 SH SHARED 01 62003 46851 D GRAINGER W W INC COM 38480210 763 13250 SH SHR/OTHR 01 13250 D GRAINGER W W INC COM 38480210 3457 59968 SH SHARED 02 59968 D GRAINGER W W INC COM 38480210 9079 157500 SH SHARED 04 157500 D GRAINGER W W INC COM 38480210 18 325 SH SHARED 05 325 D GRAINGER W W INC COM 38480210 2917 50600 SH SHARED 06 50600 D GRAINGER W W INC COM 38480210 1761 30553 SH SHARED 10 30553 D GRANITE CONSTR INC COM 38732810 1383 57903 SH SHARED 57903 D GRANITE CONSTR INC COM 38732810 274 11472 SH SHARED 01 11472 D GRANITE CONSTR INC COM 38732810 189 7937 SH SHARED 02 7937 D GRANT PRIDECO INC COM 38821G10 1944 94879 SH SHARED 94879 D GRANT PRIDECO INC COM 38821G10 4821 235330 SH SHARED 01 235330 D GRANT PRIDECO INC COM 38821G10 1 79 SH SHR/OTHR 01 79 D GRANT PRIDECO INC COM 38821G10 1211 59145 SH SHARED 02 59145 D GRAPHIC PACKAGING CORP DEL COM 38868810 252 38919 SH SHARED 38919 D GRAPHIC PACKAGING CORP DEL COM 38868810 793 122520 SH SHARED 01 122520 D GRAPHIC PACKAGING CORP DEL COM 38868810 20 3200 SH SHARED 02 3200 D GRAY TELEVISION INC COM 38937510 26 2200 SH SHARED 2200 D GRAY TELEVISION INC COM 38937510 309 26021 SH SHARED 26021 D GRAY TELEVISION INC COM 38937510 178 15000 SH SHARED 01 15000 D GRAY TELEVISION INC COM 38937510 0 32 SH SHARED 02 32 D GRAY TELEVISION INC COM 38937510 1666 140000 SH SHARED 04 140000 D GRAY TELEVISION INC COM 38937510 8374 703700 SH SHARED 10 703700 D GRAY TELEVISION INC CL A 38937520 3 335 SH SHARED 335 D GRAY TELEVISION INC CL A 38937520 0 65 SH SHARED 01 65 D GREAT AMERN FINL RES INC COM 38991510 63 4131 SH SHARED 4131 D GREAT AMERN FINL RES INC COM 38991510 15 1025 SH SHARED 01 1025 D GREAT AMERN FINL RES INC COM 38991510 0 2 SH SHARED 02 2 D GREAT ATLANTIC & PAC TEA INC COM 39006410 210 34573 SH SHARED 34573 D GREAT ATLANTIC & PAC TEA INC COM 39006410 29 4892 SH SHARED 01 4892 D GREAT ATLANTIC & PAC TEA INC COM 39006410 14 2319 SH SHARED 02 2319 D GREAT BASIN GOLD LTD COM 39012410 6360 4000000 SH SHARED 01 4000000 D GREAT LAKES CHEM CORP COM 39056810 4406 172145 SH SHARED 172145 D GREAT LAKES CHEM CORP COM 39056810 71 2777 SH SHARED 01 2777 D GREAT LAKES CHEM CORP COM 39056810 28 1131 SH SHR/OTHR 01 1131 D GREAT LAKES CHEM CORP COM 39056810 926 36202 SH SHARED 02 36202 D GREAT LAKES CHEM CORP COM 39056810 435 17020 SH SHARED 10 17020 D GREAT SOUTHN BANCORP INC COM 39090510 197 6326 SH SHARED 6326 D GREAT SOUTHN BANCORP INC COM 39090510 16 540 SH SHARED 01 540 D GREAT SOUTHN BANCORP INC COM 39090510 21 700 SH SHARED 02 700 D GREAT PLAINS ENERGY INC COM 39116410 5355 183729 SH SHARED 183729 D GREAT PLAINS ENERGY INC COM 39116410 1861 63857 SH SHARED 01 57257 6600 D GREAT PLAINS ENERGY INC COM 39116410 46 1600 SH SHR/OTHR 01 1600 D GREAT PLAINS ENERGY INC COM 39116410 1838 63056 SH SHARED 02 63056 D GREATER BAY BANCORP COM 39164810 2146 74667 SH SHARED 74667 D GREATER BAY BANCORP COM 39164810 3436 119542 SH SHARED 01 116042 3500 D GREATER BAY BANCORP COM 39164810 814 28316 SH SHARED 02 28316 D GREATER COMMUNITY BANCORP COM 39167M10 0 8 SH SHARED 02 8 D GREEN MTN COFFEE ROASTERS IN COM 39312210 32 1566 SH SHARED 1566 D GREEN MTN COFFEE ROASTERS IN COM 39312210 7 354 SH SHARED 01 354 D GREEN MTN COFFEE ROASTERS IN COM 39312210 0 4 SH SHARED 02 4 D GREENBRIER COS INC COM 39365710 119 4975 SH SHARED 4975 D GREENBRIER COS INC COM 39365710 11 496 SH SHARED 01 496 D GREENBRIER COS INC COM 39365710 5 220 SH SHARED 02 220 D GREENE CNTY BANCSHARES INC COM NEW 39436120 0 4 SH SHARED 02 4 D GREENHILL & CO INC COM 39525910 61 2605 SH SHARED 2605 D GREENHILL & CO INC COM 39525910 3 168 SH SHARED 02 168 D GREENPOINT FINL CORP COM 39538410 1281 27700 SH SHARED 27700 D GREENPOINT FINL CORP COM 39538410 75069 1622765 SH SHARED 1622765 D GREENPOINT FINL CORP COM 39538410 1257 27179 SH SHARED 01 25679 1500 D GREENPOINT FINL CORP COM 39538410 54902 1186821 SH SHARED 02 1186821 D GREENPOINT FINL CORP COM 39538410 92 1990 SH SHARED 06 1990 D GREIF INC CL A 39762410 447 10626 SH SHARED 10626 D GREIF INC CL A 39762410 59 1415 SH SHARED 01 1415 D GREIF INC CL A 39762410 0 3 SH SHARED 02 3 D GREY GLOBAL GROUP INC COM 39787M10 660 664 SH SHARED 664 D GREY GLOBAL GROUP INC COM 39787M10 118 119 SH SHARED 01 119 D GREY GLOBAL GROUP INC COM 39787M10 99 100 SH SHARED 02 100 D GREY WOLF INC NOTE 3.750% 5/0 397888AD 62331 61350000 PRN SHARED 61350000 D GREY WOLF INC NOTE 3.750% 5/0 397888AD 1879 1850000 PRN SHARED 02 1850000 D GREY WOLF INC COM 39788810 537 109916 SH SHARED 109916 D GREY WOLF INC COM 39788810 0 59 SH SHARED 01 59 D GREY WOLF INC COM 39788810 2895 592056 SH SHARED 02 592056 D GRIFFON CORP NOTE 4.000% 7/1 398433AC 83032 71150000 PRN SHARED 71150000 D GRIFFON CORP NOTE 4.000% 7/1 398433AC 23970 20540000 PRN SHARED 02 20540000 D GRIFFON CORP COM 39843310 294 13960 SH SHARED 13960 D GRIFFON CORP COM 39843310 3355 159033 SH SHARED 01 159033 D GRIFFON CORP COM 39843310 5 272 SH SHARED 02 272 D GROUP 1 AUTOMOTIVE INC COM 39890510 1392 51038 SH SHARED 51038 D GROUP 1 AUTOMOTIVE INC COM 39890510 234 8579 SH SHARED 01 8579 D GROUP 1 AUTOMOTIVE INC COM 39890510 14 525 SH SHARED 02 525 D GROUPE DANONE SPONSORED ADR 39944910 372 23738 SH SHARED 23738 D GROUPE DANONE SPONSORED ADR 39944910 418 26643 SH SHARED 01 4573 22070 D GROUPE CGI INC CL A SUB VTG 39945C10 77 11591 SH SHARED 01 11591 D GROUPE CGI INC CL A SUB VTG 39945C10 558 83167 SH SHARED 02 83167 D GROUPE CGI INC CL A SUB VTG 39945C10 33 5000 SH SHARED 06 2000 3000 D GRUMA S A DE CV SPON ADR CL B 40013130 3 500 SH SHARED 500 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 2447 46416 SH SHARED 35241 11175 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 65820 1248259 SH SHARED 01 1248259 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 41 782 SH SHARED 02 782 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 1951 37000 SH SHARED 04 37000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 2302 43666 SH SHARED 05 43666 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 3395 64394 SH SHARED 09 64394 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 2374 45027 SH SHARED 12 45027 D GRUPO IUSACELL S A DE C V NE SP ADR V NEW 40050B20 15 1900 SH SHARED 1900 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 22 1012 SH SHARED 1012 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 640 29000 SH SHARED 04 29000 D GTECH HLDGS CORP COM 40051810 93 3700 SH SHARED 3700 D GTECH HLDGS CORP COM 40051810 1642 64887 SH SHARED 64887 D GTECH HLDGS CORP COM 40051810 19075 753392 SH SHARED 01 753392 D GTECH HLDGS CORP COM 40051810 3854 152249 SH SHARED 02 152249 D GTECH HLDGS CORP COM 40051810 156 6190 SH SHARED 06 6190 D GTX INC DEL COM 40052B10 33 2847 SH SHARED 2847 D GTX INC DEL COM 40052B10 12 1100 SH SHARED 02 1100 D GUANGSHEN RY LTD SPONSORED ADR 40065W10 4 300 SH SHARED 300 D GUESS INC COM 40161710 173 9731 SH SHARED 9731 D GUESS INC COM 40161710 1585 89036 SH SHARED 01 89036 D GUESS INC COM 40161710 21 1200 SH SHARED 02 1200 D GUIDANT CORP COM 40169810 435 6600 SH SHARED 6600 D GUIDANT CORP COM 40169810 63943 968256 SH SHARED 956069 12187 D GUIDANT CORP COM 40169810 85647 1296905 SH SHARED 01 322917 746530 227458 D GUIDANT CORP COM 40169810 1995 30222 SH SHR/OTHR 01 6425 23797 D GUIDANT CORP COM 40169810 8511 128882 SH SHARED 02 128882 D GUIDANT CORP COM 40169810 38336 580500 SH SHARED 04 580500 D GUIDANT CORP COM 40169810 11013 166765 SH SHARED 05 143496 23269 D GUIDANT CORP COM 40169810 2083 31550 SH SHARED 06 31050 500 D GUIDANT CORP COM 40169810 1050 15904 SH SHARED 07 15904 D GUIDANT CORP COM 40169810 1380 20900 SH SHARED 09 20900 D GUIDANT CORP COM 40169810 7151 108293 SH SHARED 10 108293 D GUILFORD PHARMACEUTICALS INC COM 40182910 166 33200 SH SHARED 33200 D GUILFORD PHARMACEUTICALS INC COM 40182910 299 59858 SH SHARED 59858 D GUILFORD PHARMACEUTICALS INC COM 40182910 34 6896 SH SHARED 01 6896 D GUILFORD PHARMACEUTICALS INC COM 40182910 10 2000 SH SHR/OTHR 01 2000 D GUILFORD PHARMACEUTICALS INC COM 40182910 107 21457 SH SHARED 02 21457 D GUITAR CTR MGMT INC COM 40204010 745 17213 SH SHARED 17213 D GUITAR CTR MGMT INC COM 40204010 1194 27595 SH SHARED 01 27595 D GUITAR CTR MGMT INC COM 40204010 70 1621 SH SHARED 02 1621 D GULF ISLAND FABRICATION INC COM 40230710 142 6395 SH SHARED 6395 D GULF ISLAND FABRICATION INC COM 40230710 1 49 SH SHARED 01 49 D GULF ISLAND FABRICATION INC COM 40230710 4 202 SH SHARED 02 202 D GULFMARK OFFSHORE INC COM 40262910 865 53006 SH SHARED 53006 D GULFMARK OFFSHORE INC COM 40262910 144 8872 SH SHARED 01 8872 D GULFMARK OFFSHORE INC COM 40262910 7 440 SH SHARED 02 440 D GULFTERRA ENERGY PARTNERS LP COM 40274U10 1083 25800 SH SHARED 25800 D GULFTERRA ENERGY PARTNERS LP COM 40274U10 264 6300 SH SHARED 01 4300 2000 D GULFTERRA ENERGY PARTNERS LP COM 40274U10 293 7000 SH SHR/OTHR 01 7000 D GYMBOREE CORP COM 40377710 502 34881 SH SHARED 34881 D GYMBOREE CORP COM 40377710 541 37613 SH SHARED 01 37613 D GYMBOREE CORP COM 40377710 59 4138 SH SHARED 02 4138 D H & Q HEALTHCARE FD SH BEN INT 40405210 7 431 SH SHARED 431 D H & Q HEALTHCARE FD SH BEN INT 40405210 0 49 SH SHARED 01 49 D H & Q LIFE SCIENCES INVS SH BEN INT 40405310 15 939 SH SHARED 939 D HCA INC COM 40411910 877 23000 SH SHARED 23000 D HCA INC COM 40411910 92681 2429397 SH SHARED 2429397 D HCA INC COM 40411910 10325 270665 SH SHARED 01 260265 10400 D HCA INC COM 40411910 7461 195576 SH SHARED 02 195576 D HCA INC COM 40411910 19879 521100 SH SHARED 04 521100 D HCA INC COM 40411910 93 2447 SH SHARED 05 400 2047 D HCA INC COM 40411910 3428 89875 SH SHARED 06 89275 600 D HCA INC COM 40411910 100353 2630504 SH SHARED 10 2630504 D HCC INS HLDGS INC NOTE 2.000% 9/0 404132AA 21 20360 PRN SHARED 01 20360 D HCC INS HLDGS INC NOTE 2.000% 9/0 404132AA 5171 4820000 PRN SHARED 02 4820000 D HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB 2700 2619000 PRN SHARED 02 2619000 D HCC INS HLDGS INC COM 40413210 1956 64896 SH SHARED 64896 D HCC INS HLDGS INC COM 40413210 748 24841 SH SHARED 01 24841 D HCC INS HLDGS INC COM 40413210 1054 34975 SH SHARED 02 34975 D HDFC BANK LTD ADR REPS 3 SHS 40415F10 30368 894500 SH SHARED 894500 D HDFC BANK LTD ADR REPS 3 SHS 40415F10 186 5500 SH SHARED 02 5500 D HNI CORP COM 40425110 4971 125600 SH SHARED 125600 D HNI CORP COM 40425110 2103 53155 SH SHARED 01 53155 D HNI CORP COM 40425110 711 17970 SH SHARED 02 17970 D HRPT PPTYS TR COM SH BEN INT 40426W10 668 60803 SH SHARED 60803 D HRPT PPTYS TR COM SH BEN INT 40426W10 1014 92300 SH SHARED 01 92300 D HRPT PPTYS TR COM SH BEN INT 40426W10 970 88281 SH SHARED 02 88281 D HRPT PPTYS TR COM SH BEN INT 40426W10 17467 1589371 SH SHARED 10 1589371 D HRPT PPTYS TR COM SH BEN INT 40426W10 72783 6622671 SH SHARED 11 6622671 D HSBC HLDGS PLC SPON ADR NEW 40428040 14524 182006 SH SHARED 182006 D HSBC HLDGS PLC SPON ADR NEW 40428040 5505 68994 SH SHARED 01 34938 34056 D HSBC HLDGS PLC SPON ADR NEW 40428040 1163 14578 SH SHR/OTHR 01 14578 D HSBC HLDGS PLC SPON ADR NEW 40428040 1049 13150 SH SHARED 02 13150 D HAEMONETICS CORP COM 40502410 644 19623 SH SHARED 19623 D HAEMONETICS CORP COM 40502410 4773 145359 SH SHARED 01 145359 D HAEMONETICS CORP COM 40502410 815 24832 SH SHARED 02 24832 D HAIN CELESTIAL GROUP INC COM 40521710 1360 76926 SH SHARED 76926 D HAIN CELESTIAL GROUP INC COM 40521710 135 7683 SH SHARED 01 7683 D HAIN CELESTIAL GROUP INC COM 40521710 23 1301 SH SHR/OTHR 01 1301 D HAIN CELESTIAL GROUP INC COM 40521710 5 310 SH SHARED 02 310 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM 2 2000 PRN SHARED 01 2000 D HALLIBURTON CO COM 40621610 710 21100 SH SHARED 21100 D HALLIBURTON CO COM 40621610 62594 1857954 SH SHARED 1824954 33000 D HALLIBURTON CO COM 40621610 15392 456889 SH SHARED 01 177889 279000 D HALLIBURTON CO COM 40621610 993 29500 SH SHR/OTHR 01 29500 D HALLIBURTON CO COM 40621610 8251 244933 SH SHARED 02 244933 D HALLIBURTON CO COM 40621610 75802 2250000 SH SHARED 04 2250000 D HALLIBURTON CO COM 40621610 92 2742 SH SHARED 05 500 2242 D HALLIBURTON CO COM 40621610 9441 280250 SH SHARED 06 279650 600 D HALLIBURTON CO COM 40621610 9501 282041 SH SHARED 10 282041 D HAMPSHIRE GROUP LTD COM 40885910 0 4 SH SHARED 02 4 D HANARO TELECOM INC SPONSORED ADR 40964920 7963 2844145 SH SHARED 2844145 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 3024 307666 SH SHARED 307666 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 83 8509 SH SHARED 01 1092 7417 D HANCOCK FABRICS INC COM 40990010 172 14405 SH SHARED 14405 D HANCOCK FABRICS INC COM 40990010 8 744 SH SHARED 01 744 D HANCOCK FABRICS INC COM 40990010 0 5 SH SHARED 02 5 D HANCOCK HLDG CO COM 41012010 516 16252 SH SHARED 16252 D HANCOCK HLDG CO COM 41012010 2905 91400 SH SHARED 01 91400 D HANCOCK HLDG CO COM 41012010 0 12 SH SHARED 02 12 D HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T10 24 2173 SH SHARED 2173 D HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W10 1284 51800 SH SHARED 51800 D HANCOCK JOHN PFD INCOME FD I COM 41013X10 48 1924 SH SHARED 1924 D HANCOCK JOHN PFD INCOME FD I COM 41013X10 11 476 SH SHARED 01 476 D HANDLEMAN CO DEL COM 41025210 606 29653 SH SHARED 29653 D HANDLEMAN CO DEL COM 41025210 2090 102160 SH SHARED 01 102160 D HANDLEMAN CO DEL COM 41025210 133 6511 SH SHARED 02 6511 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 574 114616 SH SHARED 97616 17000 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 164 32883 SH SHARED 01 32883 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 6 1257 SH SHARED 02 1257 D HANMI FINL CORP COM 41049510 419 13875 SH SHARED 13875 D HANMI FINL CORP COM 41049510 584 19365 SH SHARED 01 19365 D HANMI FINL CORP COM 41049510 11 369 SH SHARED 02 369 D HANOVER CAP MTG HLDGS INC COM 41076110 101 8152 SH SHARED 8152 D HANOVER CAP MTG HLDGS INC COM 41076110 23 1892 SH SHARED 01 1892 D HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE 308 250000 PRN SHARED 02 250000 D HANOVER COMPRESSOR CO COM 41076810 799 59414 SH SHARED 59414 D HANOVER COMPRESSOR CO COM 41076810 271 20200 SH SHARED 01 20200 D HANOVER COMPRESSOR CO COM 41076810 347 25800 SH SHARED 02 25800 D HANSEN NAT CORP COM 41131010 140 5836 SH SHARED 5836 D HANSEN NAT CORP COM 41131010 53 2200 SH SHARED 02 2200 D HANSON PLC NEW SPONSORED ADR 41134910 21401 578410 SH SHARED 578410 D HANSON PLC NEW SPONSORED ADR 41134910 650 17590 SH SHARED 01 17590 D HARBOR FLA BANCSHARES INC COM 41190110 394 12696 SH SHARED 12696 D HARBOR FLA BANCSHARES INC COM 41190110 10 331 SH SHARED 02 331 D HARKEN ENERGY CORP COM NEW 41255230 32 64400 SH SHARED 02 64400 D HARLAND JOHN H CO COM 41269310 172 5500 SH SHARED 5500 D HARLAND JOHN H CO COM 41269310 1076 34331 SH SHARED 34331 D HARLAND JOHN H CO COM 41269310 22 732 SH SHARED 01 732 D HARLAND JOHN H CO COM 41269310 44 1408 SH SHARED 02 1408 D HARLEY DAVIDSON INC COM 41282210 106 1800 SH SHARED 1800 D HARLEY DAVIDSON INC COM 41282210 71167 1197305 SH SHARED 1196706 599 D HARLEY DAVIDSON INC COM 41282210 132958 2236860 SH SHARED 01 1118845 793300 324715 D HARLEY DAVIDSON INC COM 41282210 1166 19625 SH SHR/OTHR 01 800 18825 D HARLEY DAVIDSON INC COM 41282210 10402 175010 SH SHARED 02 175010 D HARLEY DAVIDSON INC COM 41282210 19674 331000 SH SHARED 04 331000 D HARLEY DAVIDSON INC COM 41282210 378 6373 SH SHARED 05 750 5623 D HARLEY DAVIDSON INC COM 41282210 400 6744 SH SHARED 06 5944 800 D HARLEY DAVIDSON INC COM 41282210 41 700 SH SHARED 07 700 D HARLEY DAVIDSON INC COM 41282210 5972 100471 SH SHARED 10 100471 D HARLEYSVILLE GROUP INC COM 41282410 1007 48761 SH SHARED 48761 D HARLEYSVILLE GROUP INC COM 41282410 197 9541 SH SHARED 01 9541 D HARLEYSVILLE GROUP INC COM 41282410 0 17 SH SHARED 02 17 D HARLEYSVILLE NATL CORP PA COM 41285010 373 15239 SH SHARED 15239 D HARLEYSVILLE NATL CORP PA COM 41285010 21 862 SH SHARED 01 862 D HARLEYSVILLE NATL CORP PA COM 41285010 33 1377 SH SHARED 02 1377 D HARMAN INTL INDS INC COM 41308610 1864 17300 SH SHARED 17300 D HARMAN INTL INDS INC COM 41308610 8465 78564 SH SHARED 78564 D HARMAN INTL INDS INC COM 41308610 55031 510734 SH SHARED 01 459234 51400 100 D HARMAN INTL INDS INC COM 41308610 98 912 SH SHR/OTHR 01 912 D HARMAN INTL INDS INC COM 41308610 2110 19583 SH SHARED 02 19583 D HARMAN INTL INDS INC COM 41308610 10 100 SH SHARED 05 100 D HARMAN INTL INDS INC COM 41308610 1181 10962 SH SHARED 06 10962 D HARMAN INTL INDS INC COM 41308610 2788 25880 SH SHARED 10 25880 D HARMONIC INC COM 41316010 476 71629 SH SHARED 71629 D HARMONIC INC COM 41316010 1651 248288 SH SHARED 01 248288 D HARMONIC INC COM 41316010 23 3507 SH SHARED 02 3507 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 11771 864256 SH SHARED 864256 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 19792 1453202 SH SHARED 01 1442000 11202 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 332 24400 SH SHR/OTHR 01 24400 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 175 12907 SH SHARED 02 12907 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 720 52900 SH SHARED 04 52900 D HARRAHS ENTMT INC COM 41361910 43694 824745 SH SHARED 824745 D HARRAHS ENTMT INC COM 41361910 2700 50980 SH SHARED 01 50980 D HARRAHS ENTMT INC COM 41361910 2469 46616 SH SHARED 02 46616 D HARRAHS ENTMT INC COM 41361910 29 558 SH SHARED 05 200 358 D HARRAHS ENTMT INC COM 41361910 1769 33407 SH SHARED 06 33407 D HARRAHS ENTMT INC COM 41361910 4582 86494 SH SHARED 10 86494 D HARRIS & HARRIS GROUP INC COM 41383310 138 13415 SH SHARED 13415 D HARRIS & HARRIS GROUP INC COM 41383310 28 2758 SH SHARED 01 2758 D HARRIS & HARRIS GROUP INC COM 41383310 8 849 SH SHARED 02 849 D HARRIS CORP DEL COM 41387510 769 14000 SH SHARED 14000 D HARRIS CORP DEL COM 41387510 712 12963 SH SHARED 12963 D HARRIS CORP DEL COM 41387510 1320 24044 SH SHARED 01 24044 D HARRIS CORP DEL COM 41387510 164 3000 SH SHR/OTHR 01 3000 D HARRIS CORP DEL COM 41387510 1285 23402 SH SHARED 02 23402 D HARRIS CORP DEL COM 41387510 182 3329 SH SHARED 06 3329 D HARRIS INTERACTIVE INC COM 41454910 552 83803 SH SHARED 83803 D HARRIS INTERACTIVE INC COM 41454910 3557 539828 SH SHARED 01 539828 D HARRIS INTERACTIVE INC COM 41454910 15 2400 SH SHARED 02 2400 D HARSCO CORP COM 41586410 1195 26621 SH SHARED 26621 D HARSCO CORP COM 41586410 1302 29000 SH SHARED 01 29000 D HARSCO CORP COM 41586410 612 13633 SH SHARED 02 13633 D HARTE-HANKS INC COM 41619610 1004 40161 SH SHARED 40161 D HARTE-HANKS INC COM 41619610 701 28048 SH SHARED 01 27298 750 D HARTE-HANKS INC COM 41619610 558 22313 SH SHARED 02 22313 D HARTFORD FINL SVCS GROUP INC COM 41651510 1183 19110 SH SHARED 19110 D HARTFORD FINL SVCS GROUP INC COM 41651510 83582 1349636 SH SHARED 1244054 105582 D HARTFORD FINL SVCS GROUP INC COM 41651510 77678 1254298 SH SHARED 01 111100 1047700 95498 D HARTFORD FINL SVCS GROUP INC COM 41651510 1246 20126 SH SHR/OTHR 01 2710 17416 D HARTFORD FINL SVCS GROUP INC COM 41651510 9242 149244 SH SHARED 02 124144 25100 D HARTFORD FINL SVCS GROUP INC COM 41651510 16473 266000 SH SHARED 03 266000 D HARTFORD FINL SVCS GROUP INC COM 41651510 2167 35000 SH SHARED 04 35000 D HARTFORD FINL SVCS GROUP INC COM 41651510 26509 428058 SH SHARED 05 325485 102573 D HARTFORD FINL SVCS GROUP INC COM 41651510 5223 84350 SH SHARED 06 55450 28900 D HARTFORD FINL SVCS GROUP INC COM 41651510 1448 23390 SH SHARED 07 23390 D HARTFORD FINL SVCS GROUP INC COM 41651510 1994 32200 SH SHARED 09 32200 D HARTFORD FINL SVCS GROUP INC COM 41651510 9610 155183 SH SHARED 10 155183 D HARVARD BIOSCIENCE INC COM 41690610 37 8700 SH SHARED 8700 D HARVARD BIOSCIENCE INC COM 41690610 1 418 SH SHARED 02 418 D HARTMARX CORP COM 41711910 107 14448 SH SHARED 14448 D HARTMARX CORP COM 41711910 161 21732 SH SHARED 02 21732 D HARVEST NATURAL RESOURCES IN COM 41754V10 383 23128 SH SHARED 23128 D HARVEST NATURAL RESOURCES IN COM 41754V10 3 216 SH SHARED 01 216 D HARVEST NATURAL RESOURCES IN COM 41754V10 0 9 SH SHARED 02 9 D HARVEY ELECTRONICS INC COM 41766010 0 6 SH SHARED 6 D HASBRO INC DBCV 2.750%12/0 418056AN 16918 15665000 PRN SHARED 15665000 D HASBRO INC DBCV 2.750%12/0 418056AN 11 10500 PRN SHARED 01 10500 D HASBRO INC DBCV 2.750%12/0 418056AN 174 162000 PRN SHARED 02 162000 D HASBRO INC COM 41805610 8864 471523 SH SHARED 471523 D HASBRO INC COM 41805610 866 46083 SH SHARED 01 46083 D HASBRO INC COM 41805610 5538 294576 SH SHARED 02 294576 D HASBRO INC COM 41805610 1113 59221 SH SHARED 10 59221 D HAVERTY FURNITURE INC COM 41959610 264 15075 SH SHARED 15075 D HAVERTY FURNITURE INC COM 41959610 2112 120433 SH SHARED 01 120433 D HAVERTY FURNITURE INC COM 41959610 634 36173 SH SHARED 02 36173 D HAWAIIAN ELEC INDUSTRIES COM 41987010 1213 45738 SH SHARED 45738 D HAWAIIAN ELEC INDUSTRIES COM 41987010 1730 65197 SH SHARED 01 61897 3300 D HAWAIIAN ELEC INDUSTRIES COM 41987010 1742 65654 SH SHARED 02 65654 D HAYES LEMMERZ INTL INC COM NEW 42078130 28628 2817805 SH SHARED 2817805 D HAYES LEMMERZ INTL INC COM NEW 42078130 652 64200 SH SHARED 01 64200 D HEALTHCARE SVCS GRP INC COM 42190610 236 13167 SH SHARED 13167 D HEALTHCARE SVCS GRP INC COM 42190610 86 4808 SH SHARED 01 4808 D HEALTHCARE SVCS GRP INC COM 42190610 9 503 SH SHARED 02 503 D HEALTH CARE PPTY INVS INC COM 42191510 229 8816 SH SHARED 8816 D HEALTH CARE PPTY INVS INC COM 42191510 813 31304 SH SHARED 01 19096 12208 D HEALTH CARE PPTY INVS INC COM 42191510 31 1200 SH SHR/OTHR 01 1200 D HEALTH CARE PPTY INVS INC COM 42191510 352 13568 SH SHARED 02 13568 D HEALTH MGMT ASSOC INC NEW NOTE 1/2 421933AD 59 69000 PRN SHARED 02 69000 D HEALTH MGMT ASSOC INC NEW NOTE 1.500% 8/0 421933AF 9 9500 PRN SHARED 01 9500 D HEALTH MGMT ASSOC INC NEW NOTE 1.500% 8/0 421933AF 13370 12981000 PRN SHARED 02 12981000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 59 2900 SH SHARED 2900 D HEALTH MGMT ASSOC INC NEW CL A 42193310 22991 1125382 SH SHARED 1125382 D HEALTH MGMT ASSOC INC NEW CL A 42193310 1088 53277 SH SHARED 01 50277 3000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 4836 236724 SH SHARED 02 236724 D HEALTH MGMT ASSOC INC NEW CL A 42193310 6145 300800 SH SHARED 04 300800 D HEALTH MGMT ASSOC INC NEW CL A 42193310 14 696 SH SHARED 05 696 D HEALTH MGMT ASSOC INC NEW CL A 42193310 466 22850 SH SHARED 06 22850 D HEALTH MGMT ASSOC INC NEW CL A 42193310 1692 82846 SH SHARED 10 82846 D HEALTHCARE RLTY TR COM 42194610 1718 44016 SH SHARED 44016 D HEALTHCARE RLTY TR COM 42194610 1963 50303 SH SHARED 01 49903 400 D HEALTHCARE RLTY TR COM 42194610 1 33 SH SHARED 02 33 D HEALTHCARE RLTY TR COM 42194610 7866 201500 SH SHARED 10 201500 D HEALTHCARE RLTY TR COM 42194610 17841 457000 SH SHARED 11 457000 D HEADWATERS INC COM 42210P10 929 30128 SH SHARED 30128 D HEADWATERS INC COM 42210P10 1130 36632 SH SHARED 01 36632 D HEADWATERS INC COM 42210P10 3610 117004 SH SHARED 02 117004 D HEADWATERS INC COM 42210P10 4629 150000 SH SHARED 04 150000 D HEALTH CARE REIT INC COM 42217K10 405 11517 SH SHARED 11517 D HEALTH CARE REIT INC COM 42217K10 2563 72820 SH SHARED 01 72820 D HEALTH CARE REIT INC COM 42217K10 186 5307 SH SHARED 02 5307 D HEALTHEXTRAS INC COM 42221110 465 33428 SH SHARED 33428 D HEALTHEXTRAS INC COM 42221110 69 5016 SH SHARED 01 5016 D HEALTHEXTRAS INC COM 42221110 12 861 SH SHARED 02 861 D HEALTH NET INC COM 42222G10 165 6700 SH SHARED 6700 D HEALTH NET INC COM 42222G10 7317 296002 SH SHARED 296002 D HEALTH NET INC COM 42222G10 1370 55459 SH SHARED 01 55459 D HEALTH NET INC COM 42222G10 908 36750 SH SHARED 02 36750 D HEALTH NET INC COM 42222G10 1891 76500 SH SHARED 04 76500 D HEALTH NET INC COM 42222G10 24 1000 SH SHARED 06 1000 D HEALTHTRONICS SURGICAL SVS I COM 42222L10 1301 181319 SH SHARED 181319 D HEALTHTRONICS SURGICAL SVS I COM 42222L10 16 2286 SH SHARED 01 2286 D HEARST-ARGYLE TELEVISION INC COM 42231710 9 400 SH SHARED 400 D HEARST-ARGYLE TELEVISION INC COM 42231710 99 4073 SH SHARED 01 4073 D HEARST-ARGYLE TELEVISION INC COM 42231710 100 4106 SH SHARED 02 4106 D HEARTLAND FINL USA INC COM 42234Q10 121 6599 SH SHARED 6599 D HEARTLAND EXPRESS INC COM 42234710 659 35729 SH SHARED 35729 D HEARTLAND EXPRESS INC COM 42234710 36575 1982395 SH SHARED 01 1973670 8300 425 D HEARTLAND EXPRESS INC COM 42234710 32 1745 SH SHR/OTHR 01 1745 D HEARTLAND EXPRESS INC COM 42234710 468 25419 SH SHARED 02 25419 D HECLA MNG CO COM 42270410 514 69195 SH SHARED 69195 D HECLA MNG CO COM 42270410 25 3400 SH SHARED 01 3400 D HECLA MNG CO COM 42270410 1 232 SH SHARED 02 232 D HECLA MNG CO COM 42270410 1674 225000 SH SHARED 04 225000 D HEICO CORP NEW COM 42280610 1281 72496 SH SHARED 72496 D HEICO CORP NEW COM 42280610 52 2953 SH SHARED 01 953 2000 D HEICO CORP NEW COM 42280610 0 20 SH SHARED 02 20 D HEICO CORP NEW CL A 42280620 1 91 SH SHARED 91 D HEICO CORP NEW CL A 42280620 8 662 SH SHARED 01 662 D HEICO CORP NEW CL A 42280620 0 8 SH SHARED 02 8 D HEIDRICK & STRUGGLES INTL IN COM 42281910 11532 400162 SH SHARED 400162 D HEIDRICK & STRUGGLES INTL IN COM 42281910 37 1308 SH SHARED 02 1308 D HEINZ H J CO COM 42307410 51037 1416931 SH SHARED 1416931 D HEINZ H J CO COM 42307410 12543 348250 SH SHARED 01 202792 145458 D HEINZ H J CO COM 42307410 4729 131306 SH SHR/OTHR 01 5000 126306 D HEINZ H J CO COM 42307410 11128 308950 SH SHARED 02 308950 D HEINZ H J CO COM 42307410 51 1429 SH SHARED 05 300 1129 D HEINZ H J CO COM 42307410 147 4100 SH SHARED 06 3600 500 D HEINZ H J CO COM 42307410 4263 118361 SH SHARED 10 118361 D HELIX TECHNOLOGY CORP COM 42331910 203 14982 SH SHARED 14982 D HELIX TECHNOLOGY CORP COM 42331910 1684 123900 SH SHARED 01 123900 D HELIX TECHNOLOGY CORP COM 42331910 25 1907 SH SHARED 02 1907 D HELLENIC TELECOM ORGANIZATN SPONSORED ADR 42332530 18237 2730200 SH SHARED 2710200 20000 D HELMERICH & PAYNE INC COM 42345210 65 2300 SH SHARED 2300 D HELMERICH & PAYNE INC COM 42345210 7721 269148 SH SHARED 269148 D HELMERICH & PAYNE INC COM 42345210 1102 38429 SH SHARED 01 38429 D HELMERICH & PAYNE INC COM 42345210 86 3000 SH SHR/OTHR 01 3000 D HELMERICH & PAYNE INC COM 42345210 334 11642 SH SHARED 02 11642 D HENRY JACK & ASSOC INC COM 42628110 1632 86948 SH SHARED 86948 D HENRY JACK & ASSOC INC COM 42628110 617 32892 SH SHARED 01 32892 D HENRY JACK & ASSOC INC COM 42628110 45 2400 SH SHR/OTHR 01 2400 D HENRY JACK & ASSOC INC COM 42628110 486 25914 SH SHARED 02 25914 D HERITAGE COMMERCE CORP COM 42692710 0 30 SH SHARED 02 30 D HERCULES INC SDCV 8.000% 8/1 427056AK 18 18750 PRN SHARED 01 18750 D HERCULES INC SDCV 8.000% 8/1 427056AK 11 11500 PRN SHR/OTHR 01 11500 D HERCULES INC COM 42705610 15922 1117337 SH SHARED 1117337 D HERCULES INC COM 42705610 743 52187 SH SHARED 01 40920 11267 D HERCULES INC COM 42705610 42 3000 SH SHR/OTHR 01 3000 D HERCULES INC COM 42705610 10155 712634 SH SHARED 02 712634 D HERCULES INC COM 42705610 529 37139 SH SHARED 10 37139 D HERITAGE FINL CORP WASH COM 42722X10 2 100 SH SHARED 100 D HERITAGE FINL CORP WASH COM 42722X10 0 4 SH SHARED 02 4 D HERITAGE PPTY INVT TR INC COM 42725M10 465 15957 SH SHARED 15957 D HERITAGE PPTY INVT TR INC COM 42725M10 1545 52979 SH SHARED 01 52979 D HERITAGE PPTY INVT TR INC COM 42725M10 30 1035 SH SHARED 02 1035 D HERITAGE PPTY INVT TR INC COM 42725M10 20699 709600 SH SHARED 10 709600 D HERITAGE PPTY INVT TR INC COM 42725M10 60434 2071800 SH SHARED 11 2071800 D HERLEY INDS INC DEL COM 42739810 348 18640 SH SHARED 18640 D HERLEY INDS INC DEL COM 42739810 50 2713 SH SHARED 01 2713 D HERLEY INDS INC DEL COM 42739810 0 3 SH SHARED 02 3 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 234 24992 SH SHARED 24992 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 58 6197 SH SHARED 01 6197 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 29209 3107400 SH SHARED 11 3107400 D HERSHEY FOODS CORP COM 42786610 43927 940428 SH SHARED 940428 D HERSHEY FOODS CORP COM 42786610 88438 1893356 SH SHARED 01 527966 1184500 180890 D HERSHEY FOODS CORP COM 42786610 485 10400 SH SHR/OTHR 01 4500 5900 D HERSHEY FOODS CORP COM 42786610 7454 159597 SH SHARED 02 159597 D HERSHEY FOODS CORP COM 42786610 9254 198134 SH SHARED 05 162984 35150 D HERSHEY FOODS CORP COM 42786610 93 2000 SH SHARED 06 1600 400 D HERSHEY FOODS CORP COM 42786610 817 17500 SH SHARED 07 17500 D HERSHEY FOODS CORP COM 42786610 1046 22400 SH SHARED 09 22400 D HERSHEY FOODS CORP COM 42786610 6672 142860 SH SHARED 10 142860 D HEWITT ASSOCS INC COM 42822Q10 128 4861 SH SHARED 4861 D HEWITT ASSOCS INC COM 42822Q10 730 27600 SH SHARED 01 27600 D HEWITT ASSOCS INC COM 42822Q10 386 14604 SH SHARED 02 14604 D HEWLETT PACKARD CO NOTE 10/1 428236AC 7420 14000000 PRN SHARED 02 14000000 D HEWLETT PACKARD CO NOTE 10/1 428236AC 556 1050000 PRN SHARED 06 1050000 D HEWLETT PACKARD CO COM 42823610 514 27435 SH SHARED 1800 25635 D HEWLETT PACKARD CO COM 42823610 361537 19281981 SH SHARED 18852102 429879 D HEWLETT PACKARD CO COM 42823610 204482 10905708 SH SHARED 01 8034888 1230700 1640120 D HEWLETT PACKARD CO COM 42823610 11670 622405 SH SHR/OTHR 01 45840 576565 D HEWLETT PACKARD CO COM 42823610 34934 1863185 SH SHARED 02 1863185 D HEWLETT PACKARD CO COM 42823610 8212 438000 SH SHARED 03 438000 D HEWLETT PACKARD CO COM 42823610 10312 550000 SH SHARED 04 550000 D HEWLETT PACKARD CO COM 42823610 2911 155269 SH SHARED 05 117458 37811 D HEWLETT PACKARD CO COM 42823610 8272 441184 SH SHARED 06 362184 79000 D HEWLETT PACKARD CO COM 42823610 33 1800 SH SHARED 07 1800 D HEWLETT PACKARD CO COM 42823610 21243 1132963 SH SHARED 10 1132963 D HEXCEL CORP NEW COM 42829110 348 25208 SH SHARED 25208 D HEXCEL CORP NEW COM 42829110 13 964 SH SHARED 01 964 D HEXCEL CORP NEW COM 42829110 283 20506 SH SHARED 02 20506 D HI / FN INC COM 42835810 15 1722 SH SHARED 1722 D HI / FN INC COM 42835810 3 426 SH SHARED 01 426 D HI / FN INC COM 42835810 5 600 SH SHARED 02 600 D HI-TECH PHARMACAL INC COM 42840B10 404 25430 SH SHARED 25430 D HI-TECH PHARMACAL INC COM 42840B10 61 3875 SH SHARED 01 3875 D HI-TECH PHARMACAL INC COM 42840B10 0 4 SH SHARED 02 4 D HIBBETT SPORTING GOODS INC COM 42856510 279 13657 SH SHARED 13657 D HIBBETT SPORTING GOODS INC COM 42856510 113 5550 SH SHARED 01 5550 D HIBBETT SPORTING GOODS INC COM 42856510 94 4600 SH SHARED 02 4600 D HIBERNIA CORP CL A 42865610 351 13300 SH SHARED 13300 D HIBERNIA CORP CL A 42865610 734 27815 SH SHARED 27815 D HIBERNIA CORP CL A 42865610 1140 43200 SH SHARED 01 43200 D HIBERNIA CORP CL A 42865610 1293 48977 SH SHARED 02 48977 D HICKORY TECH CORP COM 42906010 0 18 SH SHARED 02 18 D HIGHLAND HOSPITALITY CORP COM 43014110 234 20584 SH SHARED 20584 D HIGHLAND HOSPITALITY CORP COM 43014110 1425 125000 SH SHARED 10 125000 D HIGHWOODS PPTYS INC COM 43128410 1097 44595 SH SHARED 44595 D HIGHWOODS PPTYS INC COM 43128410 3318 134835 SH SHARED 01 103016 31819 D HIGHWOODS PPTYS INC COM 43128410 303 12315 SH SHARED 02 12315 D HIGHWOODS PPTYS INC COM 43128410 183743 7466200 SH SHARED 11 7466200 D HILB ROGAL & HOBBS CO COM 43129410 4927 136043 SH SHARED 136043 D HILB ROGAL & HOBBS CO COM 43129410 116 3219 SH SHARED 01 3219 D HILB ROGAL & HOBBS CO COM 43129410 391 10808 SH SHARED 02 10808 D HILB ROGAL & HOBBS CO COM 43129410 7142 197200 SH SHARED 10 197200 D HILLENBRAND INDS INC COM 43157310 1208 23919 SH SHARED 23919 D HILLENBRAND INDS INC COM 43157310 1439 28485 SH SHARED 01 25485 3000 D HILLENBRAND INDS INC COM 43157310 882 17456 SH SHARED 02 17456 D HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ 61429 55947000 PRN SHARED 55947000 D HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ 7304 6653000 PRN SHARED 02 6653000 D HILTON HOTELS CORP COM 43284810 25363 1346250 SH SHARED 1346250 D HILTON HOTELS CORP COM 43284810 5607 297641 SH SHARED 01 295641 2000 D HILTON HOTELS CORP COM 43284810 28 1500 SH SHR/OTHR 01 1500 D HILTON HOTELS CORP COM 43284810 5408 287074 SH SHARED 02 287074 D HILTON HOTELS CORP COM 43284810 55 2950 SH SHARED 06 2950 D HILTON HOTELS CORP COM 43284810 26965 1431287 SH SHARED 10 1431287 D HILTON HOTELS CORP COM 43284810 238028 12634200 SH SHARED 11 12634200 D HITACHI LIMITED ADR 10 COM 43357850 9 161 SH SHARED 161 D HITACHI LIMITED ADR 10 COM 43357850 4 79 SH SHARED 01 39 40 D HITACHI LIMITED ADR 10 COM 43357850 43 717 SH SHARED 02 717 D HOLLINGER INTL INC CL A 43556910 36531 2112848 SH SHARED 2112848 D HOLLINGER INTL INC CL A 43556910 60 3494 SH SHARED 02 3494 D HOLLY CORP COM PAR $0.01 43575830 306 12017 SH SHARED 12017 D HOLLY CORP COM PAR $0.01 43575830 601 23600 SH SHARED 01 23600 D HOLLY CORP COM PAR $0.01 43575830 402 15776 SH SHARED 02 15776 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 89 8286 SH SHARED 8286 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 11 1022 SH SHARED 02 1022 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 366 34000 SH SHARED 04 34000 D HOLLYWOOD ENTMT CORP COM 43614110 6036 611650 SH SHARED 611650 D HOLLYWOOD ENTMT CORP COM 43614110 47 4775 SH SHARED 01 4775 D HOLLYWOOD ENTMT CORP COM 43614110 592 60018 SH SHARED 02 60018 D HOLOGIC INC COM 43644010 351 18233 SH SHARED 18233 D HOLOGIC INC COM 43644010 307 15961 SH SHARED 01 15961 D HOLOGIC INC COM 43644010 0 5 SH SHARED 02 5 D HOME DEPOT INC COM 43707610 399569 10193090 SH SHARED 10151577 41513 D HOME DEPOT INC COM 43707610 150545 3840454 SH SHARED 01 1581380 238450 2020624 D HOME DEPOT INC COM 43707610 25999 663265 SH SHR/OTHR 01 26969 636296 D HOME DEPOT INC COM 43707610 46629 1189521 SH SHARED 02 1189521 D HOME DEPOT INC COM 43707610 3100 79100 SH SHARED 04 79100 D HOME DEPOT INC COM 43707610 2727 69585 SH SHARED 05 47527 22058 D HOME DEPOT INC COM 43707610 4310 109964 SH SHARED 06 106564 3400 D HOME DEPOT INC COM 43707610 121 3102 SH SHARED 07 3102 D HOME DEPOT INC COM 43707610 164024 4184287 SH SHARED 10 4184287 D HOME PROPERTIES INC COM 43730610 4181 105698 SH SHARED 105698 D HOME PROPERTIES INC COM 43730610 2183 55200 SH SHARED 01 55200 D HOME PROPERTIES INC COM 43730610 88 2245 SH SHARED 02 2245 D HOME PROPERTIES INC COM 43730610 5609 141800 SH SHARED 10 141800 D HOME PROPERTIES INC COM 43730610 15794 399250 SH SHARED 11 399250 D HOMESTORE INC COM 43785210 243 105585 SH SHARED 105585 D HOMESTORE INC COM 43785210 15 6571 SH SHARED 01 6571 D HOMESTORE INC COM 43785210 0 21 SH SHARED 02 21 D HONDA MOTOR LTD AMERN SHS 43812830 119 4898 SH SHARED 4898 D HONDA MOTOR LTD AMERN SHS 43812830 359 14758 SH SHARED 01 476 14282 D HONDA MOTOR LTD AMERN SHS 43812830 3 149 SH SHARED 02 149 D HONEYWELL INTL INC COM 43851610 726 20270 SH SHARED 20270 D HONEYWELL INTL INC COM 43851610 271302 7565591 SH SHARED 7186036 379555 D HONEYWELL INTL INC COM 43851610 224285 6254464 SH SHARED 01 1872271 3363800 1018393 D HONEYWELL INTL INC COM 43851610 13496 376371 SH SHR/OTHR 01 12440 363931 D HONEYWELL INTL INC COM 43851610 17293 482263 SH SHARED 02 482263 D HONEYWELL INTL INC COM 43851610 142884 3984500 SH SHARED 04 3984500 D HONEYWELL INTL INC COM 43851610 19174 534709 SH SHARED 05 436710 97999 D HONEYWELL INTL INC COM 43851610 11468 319810 SH SHARED 06 275810 44000 D HONEYWELL INTL INC COM 43851610 1742 48593 SH SHARED 07 48593 D HONEYWELL INTL INC COM 43851610 2474 69000 SH SHARED 09 69000 D HONEYWELL INTL INC COM 43851610 13266 369962 SH SHARED 10 369962 D HOOKER FURNITURE CORP COM 43903810 146 5292 SH SHARED 5292 D HOOKER FURNITURE CORP COM 43903810 176 6400 SH SHARED 01 6400 D HOOKER FURNITURE CORP COM 43903810 28 1032 SH SHARED 02 1032 D HOOPER HOLMES INC COM 43910410 358 80071 SH SHARED 80071 D HOOPER HOLMES INC COM 43910410 52 11754 SH SHARED 01 11754 D HORACE MANN EDUCATORS CORP N NOTE 1.425% 5/1 440327AG 2432 5175000 PRN SHARED 02 5175000 D HORACE MANN EDUCATORS CORP N COM 44032710 1063 60493 SH SHARED 60493 D HORACE MANN EDUCATORS CORP N COM 44032710 206 11757 SH SHARED 01 11757 D HORACE MANN EDUCATORS CORP N COM 44032710 163 9310 SH SHARED 02 9310 D HORIZON FINL CORP WASH COM 44041F10 127 6619 SH SHARED 6619 D HORIZON OFFSHORE INC COM 44043J10 0 1016 SH SHARED 02 1016 D HORMEL FOODS CORP COM 44045210 1343 50151 SH SHARED 50151 D HORMEL FOODS CORP COM 44045210 3787 141445 SH SHARED 01 133885 7560 D HORMEL FOODS CORP COM 44045210 19 719 SH SHR/OTHR 01 719 D HORMEL FOODS CORP COM 44045210 930 34728 SH SHARED 02 34728 D HORNBECK OFFSHORE SVCS INC N COM 44054310 76 4629 SH SHARED 4629 D HORNBECK OFFSHORE SVCS INC N COM 44054310 3 182 SH SHARED 01 182 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 2328 54793 SH SHARED 54793 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 1823 42906 SH SHARED 01 42906 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 800 18845 SH SHARED 02 18845 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 26394 621200 SH SHARED 11 621200 D HOSPIRA INC COM 44106010 24933 814806 SH SHARED 814059 747 D HOSPIRA INC COM 44106010 9956 325389 SH SHARED 01 153734 97960 73695 D HOSPIRA INC COM 44106010 990 32356 SH SHR/OTHR 01 2145 30211 D HOSPIRA INC COM 44106010 2327 76054 SH SHARED 02 76054 D HOSPIRA INC COM 44106010 45 1500 SH SHARED 03 1500 D HOSPIRA INC COM 44106010 58 1924 SH SHARED 05 1360 564 D HOSPIRA INC COM 44106010 236 7727 SH SHARED 06 7517 210 D HOSPIRA INC COM 44106010 1605 52456 SH SHARED 10 52456 D HOST MARRIOTT CORP NEW COM 44107P10 3266 232853 SH SHARED 232853 D HOST MARRIOTT CORP NEW COM 44107P10 12890 918773 SH SHARED 01 92447 826326 D HOST MARRIOTT CORP NEW COM 44107P10 793 56527 SH SHR/OTHR 01 56527 D HOST MARRIOTT CORP NEW COM 44107P10 486 34699 SH SHARED 02 34699 D HOST MARRIOTT CORP NEW COM 44107P10 8 600 SH SHARED 05 600 D HOST MARRIOTT CORP NEW COM 44107P10 16966 1209300 SH SHARED 10 1209300 D HOST MARRIOTT CORP NEW COM 44107P10 148184 10562000 SH SHARED 11 10562000 D HOT TOPIC INC COM 44133910 2631 154406 SH SHARED 154406 D HOT TOPIC INC COM 44133910 31664 1858221 SH SHARED 01 1515371 10500 332350 D HOT TOPIC INC COM 44133910 25 1475 SH SHR/OTHR 01 1475 D HOT TOPIC INC COM 44133910 73 4313 SH SHARED 02 4313 D HOT TOPIC INC COM 44133910 3408 200000 SH SHARED 04 200000 D HOUSTON EXPL CO COM 44212010 1100 18540 SH SHARED 18540 D HOUSTON EXPL CO COM 44212010 6577 110830 SH SHARED 01 110830 D HOUSTON EXPL CO COM 44212010 428 7215 SH SHARED 02 7215 D HOVNANIAN ENTERPRISES INC CL A 44248720 7578 188998 SH SHARED 188998 D HOVNANIAN ENTERPRISES INC CL A 44248720 2163 53955 SH SHARED 01 53955 D HOVNANIAN ENTERPRISES INC CL A 44248720 1710 42668 SH SHARED 02 42668 D HUANENG PWR INTL INC SPON ADR N 44330410 174 5400 SH SHARED 5400 D HUANENG PWR INTL INC SPON ADR N 44330410 3322 102686 SH SHARED 102686 D HUANENG PWR INTL INC SPON ADR N 44330410 90 2800 SH SHARED 02 2800 D HUB GROUP INC CL A 44332010 349 9394 SH SHARED 9394 D HUB GROUP INC CL A 44332010 40 1088 SH SHARED 01 1088 D HUB GROUP INC CL A 44332010 382 10277 SH SHARED 02 10277 D HUBBELL INC CL B 44351020 1418 31638 SH SHARED 31638 D HUBBELL INC CL B 44351020 3707 82707 SH SHARED 01 72647 10060 D HUBBELL INC CL B 44351020 44 1000 SH SHR/OTHR 01 1000 D HUBBELL INC CL B 44351020 830 18536 SH SHARED 02 18536 D HUBBELL INC CL B 44351020 385 8600 SH SHARED 10 8600 D HUDSON CITY BANCORP COM 44368310 62 1762 SH SHARED 1762 D HUDSON CITY BANCORP COM 44368310 76 2136 SH SHARED 01 1336 800 D HUDSON CITY BANCORP COM 44368310 842 23559 SH SHARED 02 23559 D HUDSON HIGHLAND GROUP INC COM 44379210 178 6103 SH SHARED 6103 D HUDSON HIGHLAND GROUP INC COM 44379210 4 165 SH SHARED 01 165 D HUDSON HIGHLAND GROUP INC COM 44379210 11 392 SH SHARED 02 392 D HUDSON HIGHLAND GROUP INC COM 44379210 328 11250 SH SHARED 04 11250 D HUDSON RIV BANCORP INC COM 44412810 451 23785 SH SHARED 23785 D HUDSON RIV BANCORP INC COM 44412810 26 1385 SH SHARED 01 1385 D HUDSON RIV BANCORP INC COM 44412810 0 8 SH SHARED 02 8 D HUDSON UNITED BANCORP COM 44416510 239 6500 SH SHARED 6500 D HUDSON UNITED BANCORP COM 44416510 409 11115 SH SHARED 11115 D HUDSON UNITED BANCORP COM 44416510 76 2083 SH SHARED 01 2083 D HUDSON UNITED BANCORP COM 44416510 59 1622 SH SHR/OTHR 01 1622 D HUDSON UNITED BANCORP COM 44416510 716 19442 SH SHARED 02 19442 D HUGHES SUPPLY INC COM 44448210 117 3900 SH SHARED 3900 D HUGHES SUPPLY INC COM 44448210 458 15246 SH SHARED 15246 D HUGHES SUPPLY INC COM 44448210 132 4400 SH SHARED 01 4400 D HUGHES SUPPLY INC COM 44448210 184 6148 SH SHARED 02 6148 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 108 3851 SH SHARED 351 3500 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 84 3000 SH SHR/OTHR 01 3000 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 12 440 SH SHARED 02 440 D HUMANA INC COM 44485910 183 9200 SH SHARED 9200 D HUMANA INC COM 44485910 18323 917111 SH SHARED 917111 D HUMANA INC COM 44485910 827 41400 SH SHARED 01 41400 D HUMANA INC COM 44485910 11 600 SH SHR/OTHR 01 600 D HUMANA INC COM 44485910 5515 276036 SH SHARED 02 276036 D HUMANA INC COM 44485910 143 7158 SH SHARED 06 7158 D HUMANA INC COM 44485910 17529 877335 SH SHARED 10 877335 D HUMAN GENOME SCIENCES INC NOTE 5.000% 2/0 444903AF 10 11000 PRN SHARED 01 11000 D HUMAN GENOME SCIENCES INC NOTE 3.750% 3/1 444903AH 7 7250 PRN SHARED 01 7250 D HUMAN GENOME SCIENCES INC NOTE 3.750% 3/1 444903AH 8949 9226000 PRN SHARED 02 9226000 D HUMAN GENOME SCIENCES INC COM 44490310 86 7900 SH SHARED 7900 D HUMAN GENOME SCIENCES INC COM 44490310 2792 255917 SH SHARED 255917 D HUMAN GENOME SCIENCES INC COM 44490310 197 18118 SH SHARED 01 18118 D HUMAN GENOME SCIENCES INC COM 44490310 249 22858 SH SHARED 02 22858 D HUMAN GENOME SCIENCES INC COM 44490310 5475 501900 SH SHARED 04 501900 D HUMAN GENOME SCIENCES INC COM 44490310 130 12000 SH SHARED 06 12000 D HUMAN GENOME SCIENCES INC COM 44490310 130 12000 SH SHARED 10 12000 D HUNGARIAN TEL & CABLE CORP COM 44554210 0 42 SH SHARED 02 42 D HUNT J B TRANS SVCS INC COM 44565810 3007 80973 SH SHARED 80973 D HUNT J B TRANS SVCS INC COM 44565810 5077 136721 SH SHARED 01 136597 124 D HUNT J B TRANS SVCS INC COM 44565810 1090 29357 SH SHARED 02 29357 D HUNT J B TRANS SVCS INC COM 44565810 60 1630 SH SHARED 06 1630 D HUNTINGTON BANCSHARES INC COM 44615010 47718 1915653 SH SHARED 1915653 D HUNTINGTON BANCSHARES INC COM 44615010 1250 50210 SH SHARED 01 48215 1995 D HUNTINGTON BANCSHARES INC COM 44615010 2073 83247 SH SHARED 02 83247 D HUNTINGTON BANCSHARES INC COM 44615010 25 1020 SH SHARED 05 300 720 D HUNTINGTON BANCSHARES INC COM 44615010 70 2850 SH SHARED 06 2850 D HUNTINGTON BANCSHARES INC COM 44615010 1937 77793 SH SHARED 10 77793 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 1431 1306000 PRN SHARED 1306000 D HUTCHINSON TECHNOLOGY INC COM 44840710 493 18464 SH SHARED 18464 D HUTCHINSON TECHNOLOGY INC COM 44840710 101 3800 SH SHARED 01 3800 D HUTCHINSON TECHNOLOGY INC COM 44840710 746 27930 SH SHARED 02 27930 D HUTTIG BLDG PRODS INC COM 44845110 1 188 SH SHARED 188 D HYDRIL COM 44877410 1409 32809 SH SHARED 32809 D HYDRIL COM 44877410 5 122 SH SHARED 01 122 D HYDRIL COM 44877410 642 14965 SH SHARED 02 14965 D HYDROGENICS CORP COM 44888210 13 2900 SH SHARED 2900 D HYDROGENICS CORP COM 44888210 462 100000 SH SHARED 04 100000 D IDT CORP COM 44894710 714 48995 SH SHARED 48995 D IDT CORP COM 44894710 84 5813 SH SHARED 01 5813 D IDT CORP COM 44894710 1 110 SH SHARED 02 110 D IDT CORP CL B 44894730 5369 357243 SH SHARED 357243 D IDT CORP CL B 44894730 759 50537 SH SHARED 01 49037 1500 D IDT CORP CL B 44894730 100 6700 SH SHARED 02 6700 D HYPERCOM CORP COM 44913M10 316 42880 SH SHARED 42880 D HYPERCOM CORP COM 44913M10 24 3274 SH SHARED 01 3274 D HYPERCOM CORP COM 44913M10 7 1000 SH SHARED 02 1000 D HYPERION SOLUTIONS CORP COM 44914M10 4834 142222 SH SHARED 142222 D HYPERION SOLUTIONS CORP COM 44914M10 32062 943295 SH SHARED 01 816900 5000 121395 D HYPERION SOLUTIONS CORP COM 44914M10 28 850 SH SHR/OTHR 01 850 D HYPERION SOLUTIONS CORP COM 44914M10 61 1814 SH SHARED 02 1814 D HYPERION SOLUTIONS CORP COM 44914M10 1087 32000 SH SHARED 04 32000 D HYPERION TOTAL RETURN & INCO COM 44914510 256 25800 SH SHARED 25800 D IAC INTERACTIVECORP COM 44919P10 52219 2371467 SH SHARED 2268267 103200 D IAC INTERACTIVECORP COM 44919P10 12664 575153 SH SHARED 01 438798 3010 133345 D IAC INTERACTIVECORP COM 44919P10 1202 54620 SH SHR/OTHR 01 1750 52870 D IAC INTERACTIVECORP COM 44919P10 2118 96195 SH SHARED 02 96195 D IAC INTERACTIVECORP COM 44919P10 13740 624000 SH SHARED 04 624000 D IAC INTERACTIVECORP COM 44919P10 385 17500 SH SHARED 05 17500 D IAC INTERACTIVECORP COM 44919P10 116 5300 SH SHARED 06 4800 500 D IAC INTERACTIVECORP COM 44919P10 30 1400 SH SHARED 07 1400 D IAC INTERACTIVECORP COM 44919P10 3705 168300 SH SHARED 10 168300 D IAC INTERACTIVECORP *W EXP 99/99/999 44919P11 1 296 SH SHARED 01 296 D IAC INTERACTIVECORP *W EXP 99/99/999 44919P12 6410 318954 SH SHARED 318954 D IAC INTERACTIVECORP *W EXP 99/99/999 44919P12 1 78 SH SHARED 02 78 D IBT BANCORP INC COM 44923F10 1 25 SH SHARED 02 25 D ICT GROUP INC COM 44929Y10 120 16306 SH SHARED 16306 D ICT GROUP INC COM 44929Y10 26 3567 SH SHARED 01 3567 D ICT GROUP INC COM 44929Y10 0 4 SH SHARED 02 4 D ICOS CORP NOTE 2.000% 7/0 449295AB 4570 5500000 PRN SHARED 02 5500000 D ICOS CORP COM 44929510 77 3200 SH SHARED 3200 D ICOS CORP COM 44929510 1151 47691 SH SHARED 47691 D ICOS CORP COM 44929510 205 8509 SH SHARED 01 8509 D ICOS CORP COM 44929510 613 25415 SH SHARED 02 25415 D ICOS CORP COM 44929510 7338 304000 SH SHARED 04 304000 D ICOS CORP COM 44929510 337 14000 SH SHARED 06 14000 D ICOS CORP COM 44929510 337 14000 SH SHARED 10 14000 D ICU MED INC COM 44930G10 275 10590 SH SHARED 10590 D ICU MED INC COM 44930G10 114 4407 SH SHARED 01 4407 D ICU MED INC COM 44930G10 10 403 SH SHARED 02 403 D IDEC PHARMACEUTICALS CORP NOTE 2/1 449370AC 38214 15465000 PRN SHARED 15465000 D IDEC PHARMACEUTICALS CORP NOTE 2/1 449370AC 1235 500000 PRN SHARED 02 500000 D IDEC PHARMACEUTICALS CORP NOTE 4/2 449370AE 92480144500000 PRN SHARED 144500000 D IDEC PHARMACEUTICALS CORP NOTE 4/2 449370AE 4 6500 PRN SHARED 01 6500 D IDX SYS CORP COM 44949110 482 14883 SH SHARED 14883 D IDX SYS CORP COM 44949110 184 5700 SH SHARED 01 4700 1000 D IDX SYS CORP COM 44949110 64 2001 SH SHARED 02 2001 D IFC CAP TR III PFD CV TR SECS 44949820 5168 150900 SH SHARED 150900 D I-FLOW CORP COM NEW 44952030 196 13567 SH SHARED 13567 D I-FLOW CORP COM NEW 44952030 1423 98300 SH SHARED 01 91200 7100 D I-FLOW CORP COM NEW 44952030 45 3138 SH SHARED 02 3138 D IHOP CORP COM 44962310 3062 80142 SH SHARED 80142 D IHOP CORP COM 44962310 34 900 SH SHARED 01 900 D IHOP CORP COM 44962310 0 25 SH SHARED 02 25 D IMC GLOBAL INC COM 44966910 3478 200047 SH SHARED 200047 D IMC GLOBAL INC COM 44966910 1626 93536 SH SHARED 01 93536 D IMC GLOBAL INC COM 44966910 776 44624 SH SHARED 02 44624 D IMC GLOBAL INC PFD CV 7.5% 44966920 11827 105600 SH SHARED 105600 D IMC GLOBAL INC PFD CV 7.5% 44966920 616 5500 SH SHARED 02 5500 D IMCO RECYCLING INC COM 44968110 113 9942 SH SHARED 9942 D IMCO RECYCLING INC COM 44968110 1 123 SH SHARED 02 123 D ING PRIME RATE TR SH BEN INT 44977W10 322 40626 SH SHARED 40626 D ING PRIME RATE TR SH BEN INT 44977W10 79 10074 SH SHARED 01 10074 D IPIX CORP COM 44982L10 88 12100 SH SHARED 12100 D IPIX CORP COM 44982L10 27 3800 SH SHARED 02 3800 D IMS HEALTH INC COM 44993410 42008 1756212 SH SHARED 1756212 D IMS HEALTH INC COM 44993410 8859 370367 SH SHARED 01 355643 14724 D IMS HEALTH INC COM 44993410 3305 138171 SH SHR/OTHR 01 2000 136171 D IMS HEALTH INC COM 44993410 3004 125614 SH SHARED 02 125614 D IMS HEALTH INC COM 44993410 30 1292 SH SHARED 05 400 892 D IMS HEALTH INC COM 44993410 61 2550 SH SHARED 06 2550 D IMS HEALTH INC COM 44993410 1892 79118 SH SHARED 10 79118 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 278 34400 SH SHARED 04 34400 D ITC DELTACOM INC COM NEW 45031T40 34 7764 SH SHARED 7764 D ITC DELTACOM INC COM NEW 45031T40 1 300 SH SHARED 02 300 D ISTAR FINL INC COM 45031U10 325 7896 SH SHARED 7896 D ISTAR FINL INC COM 45031U10 152 3700 SH SHARED 01 3700 D ISTAR FINL INC COM 45031U10 1359 32975 SH SHARED 02 32975 D ISTAR FINL INC COM 45031U10 21686 526000 SH SHARED 10 526000 D ISTAR FINL INC COM 45031U10 37807 917000 SH SHARED 11 917000 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 54 4454 SH SHARED 4454 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 4 400 SH SHARED 02 400 D ITLA CAP CORP COM 45056510 383 8300 SH SHARED 8300 D ITLA CAP CORP COM 45056510 384 8328 SH SHARED 01 8328 D ITLA CAP CORP COM 45056510 0 1 SH SHARED 02 1 D ITT EDUCATIONAL SERVICES INC COM 45068B10 11172 309915 SH SHARED 309915 D ITT EDUCATIONAL SERVICES INC COM 45068B10 602 16700 SH SHARED 01 16700 D ITT EDUCATIONAL SERVICES INC COM 45068B10 617 17135 SH SHARED 02 17135 D IVAX DIAGNOSTICS INC COM 45070W10 23 4314 SH SHARED 4314 D IVAX DIAGNOSTICS INC COM 45070W10 1 300 SH SHARED 02 300 D IXIA COM 45071R10 564 58090 SH SHARED 58090 D IXIA COM 45071R10 72 7470 SH SHARED 01 7470 D IXIA COM 45071R10 12 1306 SH SHARED 02 1306 D IBERIABANK CORP COM 45082810 466 8085 SH SHARED 8085 D IBERIABANK CORP COM 45082810 1783 30898 SH SHARED 01 30898 D IBERIABANK CORP COM 45082810 0 2 SH SHARED 02 2 D ITT INDS INC IND COM 45091110 31455 393249 SH SHARED 392249 1000 D ITT INDS INC IND COM 45091110 13628 170376 SH SHARED 01 35000 135376 D ITT INDS INC IND COM 45091110 442 5531 SH SHR/OTHR 01 5531 D ITT INDS INC IND COM 45091110 2818 35238 SH SHARED 02 35238 D ITT INDS INC IND COM 45091110 8 100 SH SHARED 05 100 D ITT INDS INC IND COM 45091110 55 700 SH SHARED 06 700 D ITT INDS INC IND COM 45091110 2529 31628 SH SHARED 10 31628 D IAMGOLD CORP COM 45091310 223 27800 SH SHARED 19300 8500 D IAMGOLD CORP COM 45091310 13651 1700000 SH SHARED 01 1700000 D IAMGOLD CORP COM 45091310 401 50000 SH SHARED 04 50000 D ICON PUB LTD CO SPONSORED ADR 45103T10 3249 98700 SH SHARED 01 98700 D ICICI BK LTD ADR 45104G10 1421 103028 SH SHARED 97428 5600 D ICICI BK LTD ADR 45104G10 2252 163200 SH SHARED 01 163200 D IDACORP INC COM 45110710 1508 51926 SH SHARED 51926 D IDACORP INC COM 45110710 287 9900 SH SHARED 01 9900 D IDACORP INC COM 45110710 384 13220 SH SHARED 02 13220 D IDENIX PHARMACEUTICALS INC COM 45166R20 99 6200 SH SHARED 6200 D IDEX CORP COM 45167R10 1003 29553 SH SHARED 29553 D IDEX CORP COM 45167R10 164 4850 SH SHARED 01 4850 D IDEX CORP COM 45167R10 108 3202 SH SHARED 02 3202 D IDEXX LABS INC COM 45168D10 76 1500 SH SHARED 1500 D IDEXX LABS INC COM 45168D10 353 6975 SH SHARED 6975 D IDEXX LABS INC COM 45168D10 18555 365704 SH SHARED 01 365704 D IDEXX LABS INC COM 45168D10 1137 22411 SH SHARED 02 22411 D IDEXX LABS INC COM 45168D10 5581 110000 SH SHARED 04 110000 D IGATE CORP COM 45169U10 65 17732 SH SHARED 17732 D IGATE CORP COM 45169U10 4 1222 SH SHARED 01 1222 D IGATE CORP COM 45169U10 2 707 SH SHARED 02 707 D IKON OFFICE SOLUTIONS INC COM 45171310 338 28128 SH SHARED 18128 10000 D IKON OFFICE SOLUTIONS INC COM 45171310 916 76276 SH SHARED 01 76276 D IKON OFFICE SOLUTIONS INC COM 45171310 1175 97784 SH SHARED 02 36784 61000 D IDENTIX INC COM 45190610 1112 167082 SH SHARED 167082 D IDENTIX INC COM 45190610 149 22473 SH SHARED 01 22473 D IDENTIX INC COM 45190610 32 4922 SH SHARED 02 4922 D ILEX ONCOLOGY INC COM 45192310 569 22637 SH SHARED 22637 D ILEX ONCOLOGY INC COM 45192310 20 800 SH SHARED 01 800 D ILEX ONCOLOGY INC COM 45192310 55 2211 SH SHARED 02 2211 D ILLINOIS TOOL WKS INC COM 45230810 93 1000 SH SHARED 1000 D ILLINOIS TOOL WKS INC COM 45230810 134931 1448228 SH SHARED 1445628 2600 D ILLINOIS TOOL WKS INC COM 45230810 28535 306270 SH SHARED 01 97524 208746 D ILLINOIS TOOL WKS INC COM 45230810 777 8341 SH SHR/OTHR 01 2741 5600 D ILLINOIS TOOL WKS INC COM 45230810 10168 109134 SH SHARED 02 109134 D ILLINOIS TOOL WKS INC COM 45230810 1125 12079 SH SHARED 05 200 11879 D ILLINOIS TOOL WKS INC COM 45230810 1122 12050 SH SHARED 06 3650 8400 D ILLINOIS TOOL WKS INC COM 45230810 9772 104888 SH SHARED 10 104888 D ILLUMINA INC COM 45232710 113 19131 SH SHARED 19131 D ILLUMINA INC COM 45232710 17 2900 SH SHARED 01 2900 D ILLUMINA INC COM 45232710 46 7921 SH SHARED 02 7921 D ILLUMINA INC COM 45232710 697 118000 SH SHARED 04 118000 D IMAGE ENTMT INC COM NEW 45243920 44 10865 SH SHARED 10865 D IMAGE ENTMT INC COM NEW 45243920 11 2694 SH SHARED 01 2694 D IMATION CORP COM 45245A10 2984 83847 SH SHARED 83847 D IMATION CORP COM 45245A10 910 25579 SH SHARED 01 25579 D IMATION CORP COM 45245A10 278 7826 SH SHARED 02 7826 D IMAX CORP COM 45245E10 153 27344 SH SHARED 27344 D IMCLONE SYS INC COM 45245W10 195 3700 SH SHARED 3700 D IMCLONE SYS INC COM 45245W10 16657 315181 SH SHARED 315181 D IMCLONE SYS INC COM 45245W10 1653 31279 SH SHARED 01 31279 D IMCLONE SYS INC COM 45245W10 3172 60021 SH SHARED 02 60021 D IMCLONE SYS INC COM 45245W10 12752 241300 SH SHARED 04 241300 D IMCLONE SYS INC COM 45245W10 602 11401 SH SHARED 06 11401 D IMCLONE SYS INC COM 45245W10 359 6800 SH SHARED 10 6800 D IMAGISTICS INTERNATIONAL INC COM 45247T10 443 13213 SH SHARED 13213 D IMAGISTICS INTERNATIONAL INC COM 45247T10 1617 48126 SH SHARED 01 48126 D IMAGISTICS INTERNATIONAL INC COM 45247T10 79 2360 SH SHR/OTHR 01 2360 D IMAGISTICS INTERNATIONAL INC COM 45247T10 44 1331 SH SHARED 02 1331 D IMMTECH INTL INC COM 45251910 65 6747 SH SHARED 6747 D IMMTECH INTL INC COM 45251910 16 1673 SH SHARED 01 1673 D IMMUNE RESPONSE CORP DEL COM NEW 45252T20 42 35244 SH SHARED 35244 D IMMERSION CORP COM 45252110 7 1325 SH SHARED 02 1325 D IMMUCOR INC COM 45252610 710 28708 SH SHARED 28708 D IMMUCOR INC COM 45252610 3874 156543 SH SHARED 01 156543 D IMMUCOR INC COM 45252610 51 2077 SH SHARED 02 2077 D IMMUNOGEN INC COM 45253H10 10 2000 SH SHARED 2000 D IMMUNOGEN INC COM 45253H10 109 21638 SH SHARED 21638 D IMMUNOGEN INC COM 45253H10 9 1810 SH SHARED 02 1810 D IMMUNOGEN INC COM 45253H10 833 165000 SH SHARED 04 165000 D IMPAC MTG HLDGS INC COM 45254P10 1639 62321 SH SHARED 62321 D IMPAC MTG HLDGS INC COM 45254P10 3113 118400 SH SHARED 01 118400 D IMPAC MTG HLDGS INC COM 45254P10 35 1333 SH SHARED 02 1333 D IMPAC MED SYS INC COM 45255A10 0 4 SH SHARED 02 4 D IMPCO TECHNOLOGIES INC COM 45255W10 127 26065 SH SHARED 26065 D IMPCO TECHNOLOGIES INC COM 45255W10 31 6463 SH SHARED 01 6463 D IMPAX LABORATORIES INC COM 45256B10 119 7800 SH SHARED 7800 D IMPAX LABORATORIES INC COM 45256B10 450 29359 SH SHARED 29359 D IMPAX LABORATORIES INC COM 45256B10 3361 218838 SH SHARED 01 209838 9000 D IMPAX LABORATORIES INC COM 45256B10 277 18082 SH SHARED 02 18082 D IMPAX LABORATORIES INC COM 45256B10 8868 577400 SH SHARED 04 577400 D IMPAX LABORATORIES INC COM 45256B10 168 11000 SH SHARED 06 11000 D IMPAX LABORATORIES INC COM 45256B10 168 11000 SH SHARED 10 11000 D IMMUNICON CORP DEL COM 45260A10 36 3634 SH SHARED 3634 D IMMUNICON CORP DEL COM 45260A10 2 200 SH SHARED 02 200 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 11807 766744 SH SHARED 766744 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 77 5060 SH SHARED 01 5060 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 2196 142632 SH SHARED 02 142632 D IMMUNOMEDICS INC COM 45290710 124 47902 SH SHARED 47902 D IMMUNOMEDICS INC COM 45290710 11 4409 SH SHARED 02 4409 D IMPERIAL OIL LTD COM NEW 45303840 15483 299431 SH SHARED 299431 D IMPERIAL OIL LTD COM NEW 45303840 7815 151136 SH SHARED 01 4856 146280 D IMPERIAL OIL LTD COM NEW 45303840 1442 27900 SH SHR/OTHR 01 27900 D IMPERIAL OIL LTD COM NEW 45303840 2928 56630 SH SHARED 02 56630 D IMPERIAL OIL LTD COM NEW 45303840 11 219 SH SHARED 05 219 D IMPERIAL OIL LTD COM NEW 45303840 36 700 SH SHARED 06 700 D IMPERIAL SUGAR CO NEW *W EXP 08/29/200 45309611 10 5723 SH SHR/OTHR 01 5723 D IMPERIAL SUGAR CO NEW COM NEW 45309620 19 1391 SH SHR/OTHR 01 1391 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 503 11480 SH SHARED 11355 125 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 1679 38320 SH SHARED 01 2245 36075 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 34501 786995 SH SHARED 10 786995 D INAMED CORP COM 45323510 2767 58063 SH SHARED 58063 D INAMED CORP COM 45323510 1402 29420 SH SHARED 01 29420 D INAMED CORP COM 45323510 1160 24348 SH SHARED 02 24348 D INAMED CORP COM 45323510 1393 29230 SH SHARED 10 29230 D INCO LTD NOTE 3/2 453258AM 4407 4158000 PRN SHARED 02 4158000 D INCO LTD SDCV 3.500% 3/1 453258AR 17 11000 PRN SHARED 01 11000 D INCO LTD DBCV 1.000% 3/1 453258AT 4430 3253000 PRN SHARED 02 3253000 D INCO LTD COM 45325840 73760 1888862 SH SHARED 1863662 25200 D INCO LTD COM 45325840 6837 175094 SH SHARED 01 99284 360 75450 D INCO LTD COM 45325840 293 7520 SH SHR/OTHR 01 7520 D INCO LTD COM 45325840 3733 95618 SH SHARED 02 95618 D INCO LTD COM 45325840 4686 120000 SH SHARED 04 120000 D INCO LTD COM 45325840 11 300 SH SHARED 05 300 D INCO LTD COM 45325840 740 18950 SH SHARED 06 16450 2500 D INCYTE CORP NOTE 5.500% 2/0 45337CAC 1980 2000000 PRN SHARED 2000000 D INCYTE CORP NOTE 5.500% 2/0 45337CAC 2 3000 PRN SHARED 01 3000 D INCYTE CORP NOTE 5.500% 2/0 45337CAC 9728 9827000 PRN SHARED 02 9827000 D INCYTE CORP COM 45337C10 480 49850 SH SHARED 49850 D INCYTE CORP COM 45337C10 1580 164109 SH SHARED 164109 D INCYTE CORP COM 45337C10 1746 181313 SH SHARED 01 169613 11700 D INCYTE CORP COM 45337C10 10 1051 SH SHARED 02 1051 D INCYTE CORP COM 45337C10 5956 618500 SH SHARED 04 618500 D INCYTE CORP COM 45337C10 240 25000 SH SHARED 06 25000 D INCYTE CORP COM 45337C10 240 25000 SH SHARED 10 25000 D INDEPENDENCE CMNTY BK CORP COM 45341410 2728 69877 SH SHARED 69877 D INDEPENDENCE CMNTY BK CORP COM 45341410 1059 27129 SH SHARED 01 27129 D INDEPENDENCE CMNTY BK CORP COM 45341410 931 23858 SH SHARED 02 23858 D INDEPENDENCE CMNTY BK CORP COM 45341410 1175 30100 SH SHARED 10 30100 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 49 2799 SH SHARED 2799 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 1 105 SH SHARED 02 105 D INDEPENDENT BANK CORP MASS COM 45383610 459 14877 SH SHARED 14877 D INDEPENDENT BANK CORP MASS COM 45383610 117 3810 SH SHARED 01 3510 300 D INDEPENDENT BANK CORP MASS COM 45383610 3 104 SH SHARED 02 104 D INDEPENDENT BANK CORP MICH COM 45383810 480 17812 SH SHARED 17812 D INDEPENDENT BANK CORP MICH COM 45383810 989 36631 SH SHARED 01 36631 D INDEPENDENT BANK CORP MICH COM 45383810 0 5 SH SHARED 02 5 D INDEVUS PHARMACEUTICALS INC NOTE 6.250% 7/1 454072AB 823 627000 PRN SHARED 627000 D INDEVUS PHARMACEUTICALS INC COM 45407210 1817 256363 SH SHARED 256363 D INDEVUS PHARMACEUTICALS INC COM 45407210 29 4100 SH SHARED 01 4100 D INDEVUS PHARMACEUTICALS INC COM 45407210 25 3568 SH SHARED 02 3568 D INDEVUS PHARMACEUTICALS INC COM 45407210 1630 230000 SH SHARED 04 230000 D INDIA FD INC COM 45408910 5418 228141 SH SHARED 228141 D INDYMAC BANCORP INC COM 45660710 6489 179272 SH SHARED 179272 D INDYMAC BANCORP INC COM 45660710 2082 57539 SH SHARED 01 57539 D INDYMAC BANCORP INC COM 45660710 786 21725 SH SHARED 02 21725 D INDYMAC BANCORP INC WIRES 2031 45660720 2426 40000 SH SHARED 40000 D INDYMAC BANCORP INC WIRES 2031 45660720 303 5000 SH SHARED 01 5000 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 383 37567 SH SHARED 34967 2600 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 11042 1080478 SH SHARED 01 1075178 5300 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 10 1000 SH SHR/OTHR 01 1000 D INET TECHNOLOGIES INC COM 45662V10 274 21784 SH SHARED 21784 D INET TECHNOLOGIES INC COM 45662V10 10 800 SH SHARED 02 800 D INFOCROSSING INC COM 45664X10 202 12824 SH SHARED 12824 D INFOCROSSING INC COM 45664X10 12 800 SH SHARED 02 800 D INFOCUS CORP COM 45665B10 288 31476 SH SHARED 31476 D INFOCUS CORP COM 45665B10 19 2100 SH SHARED 01 2100 D INFOCUS CORP COM 45665B10 22 2462 SH SHARED 02 2462 D INFOCUS CORP COM 45665B10 1007 110000 SH SHARED 04 110000 D INFINITY PPTY & CAS CORP COM 45665Q10 418 14186 SH SHARED 14186 D INFORMATICA CORP COM 45666Q10 1682 287576 SH SHARED 287576 D INFORMATICA CORP COM 45666Q10 250 42784 SH SHARED 01 42784 D INFORMATICA CORP COM 45666Q10 25 4305 SH SHARED 02 4305 D INFONET SVCS CORP CL B 45666T10 59 36189 SH SHARED 36189 D INFONET SVCS CORP CL B 45666T10 0 14 SH SHARED 02 14 D INFORMATION HLDGS INC COM 45672710 190 6994 SH SHARED 6994 D INFORMATION HLDGS INC COM 45672710 16 603 SH SHARED 02 603 D INFORTE CORP COM 45677R10 60 8700 SH SHARED 8700 D INFOSPACE INC COM NEW 45678T20 3031 63963 SH SHARED 63963 D INFOSPACE INC COM NEW 45678T20 2959 62447 SH SHARED 01 62447 D INFOSPACE INC COM NEW 45678T20 331 6997 SH SHARED 02 6997 D INFOSPACE INC COM NEW 45678T20 667 14080 SH SHARED 10 14080 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 162448 2870120 SH SHARED 2868720 1400 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 66 1180 SH SHARED 01 1180 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 192 3400 SH SHARED 02 3400 D INFOUSA INC NEW COM 45681830 244 27483 SH SHARED 27483 D INFOUSA INC NEW COM 45681830 429 48191 SH SHARED 01 48191 D INFOUSA INC NEW COM 45681830 14 1608 SH SHARED 02 1608 D ING GROUP N V SPONSORED ADR 45683710 1319 52183 SH SHARED 52179 4 D ING GROUP N V SPONSORED ADR 45683710 1615 63890 SH SHARED 01 10421 53469 D ING GROUP N V SPONSORED ADR 45683710 47 1897 SH SHR/OTHR 01 1897 D INFRASOURCE SVCS INC COM 45684P10 52 4968 SH SHARED 4968 D INGLES MKTS INC CL A 45703010 75 6228 SH SHARED 6228 D INGLES MKTS INC CL A 45703010 5 475 SH SHARED 01 475 D INGLES MKTS INC CL A 45703010 0 2 SH SHARED 02 2 D INGRAM MICRO INC CL A 45715310 4 255 SH SHARED 255 D INGRAM MICRO INC CL A 45715310 2153 133745 SH SHARED 01 133745 D INGRAM MICRO INC CL A 45715310 199 12418 SH SHARED 02 12418 D INGRAM MICRO INC CL A 45715310 352 21900 SH SHARED 10 21900 D INHALE THERAPEUTIC SYS INC NOTE 5.000% 2/0 457191AF 4 4750 PRN SHARED 01 4750 D INHALE THERAPEUTIC SYS INC NOTE 3.500%10/1 457191AH 14386 15420000 PRN SHARED 02 15420000 D INKINE PHARMACEUTICALS INC COM 45721410 200 39504 SH SHARED 39504 D INKINE PHARMACEUTICALS INC COM 45721410 12 2400 SH SHARED 02 2400 D INLAND REAL ESTATE CORP COM 45746110 8281 565300 SH SHARED 10 565300 D INLAND REAL ESTATE CORP COM 45746110 63687 4347300 SH SHARED 11 4347300 D INNKEEPERS USA TR COM 4576J010 873 70212 SH SHARED 70212 D INNKEEPERS USA TR COM 4576J010 104 8408 SH SHARED 01 8408 D INNOVEX INC COM 45764710 3 835 SH SHARED 02 835 D INSIGHT ENTERPRISES INC COM 45765U10 496 29458 SH SHARED 29458 D INSIGHT ENTERPRISES INC COM 45765U10 4 293 SH SHARED 01 293 D INSIGHT ENTERPRISES INC COM 45765U10 5 312 SH SHARED 02 312 D INPUT/OUTPUT INC NOTE 5.500%12/1 457652AB 515 200000 PRN SHARED 02 200000 D INPUT/OUTPUT INC COM 45765210 566 54939 SH SHARED 54939 D INPUT/OUTPUT INC COM 45765210 41 4031 SH SHARED 01 4031 D INPUT/OUTPUT INC COM 45765210 32 3113 SH SHARED 02 3113 D INSITUFORM TECHNOLOGIES INC CL A 45766710 523 28059 SH SHARED 28059 D INSITUFORM TECHNOLOGIES INC CL A 45766710 28 1501 SH SHARED 01 1501 D INSITUFORM TECHNOLOGIES INC CL A 45766710 0 7 SH SHARED 02 7 D INSMED INC COM NEW 45766920 0 40 SH SHARED 40 D INSMED INC COM NEW 45766920 0 9 SH SHARED 01 9 D INNOTRAC CORP COM 45767M10 0 100 SH SHARED 100 D INSIGHT COMMUNICATIONS INC CL A 45768V10 1505 171082 SH SHARED 171082 D INSIGHT COMMUNICATIONS INC CL A 45768V10 970 110318 SH SHARED 01 110318 D INSIGHT COMMUNICATIONS INC CL A 45768V10 6 711 SH SHARED 02 711 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 223 9106 SH SHARED 9106 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 41 1685 SH SHARED 01 1685 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 2186 89120 SH SHARED 02 89120 D INSPIRE PHARMACEUTICALS INC COM 45773310 110 7000 SH SHARED 7000 D INSPIRE PHARMACEUTICALS INC COM 45773310 523 33278 SH SHARED 33278 D INSPIRE PHARMACEUTICALS INC COM 45773310 6 416 SH SHARED 01 215 201 D INSPIRE PHARMACEUTICALS INC COM 45773310 25 1608 SH SHARED 02 1608 D INSPIRE PHARMACEUTICALS INC COM 45773310 9638 612775 SH SHARED 04 612775 D INSPIRE PHARMACEUTICALS INC COM 45773310 314 20000 SH SHARED 06 20000 D INSPIRE PHARMACEUTICALS INC COM 45773310 314 20000 SH SHARED 10 20000 D INSTINET GROUP INC COM 45775010 272 54237 SH SHARED 54237 D INSTINET GROUP INC COM 45775010 25 5000 SH SHR/OTHR 01 5000 D INSTINET GROUP INC COM 45775010 395 78579 SH SHARED 02 78579 D INSURANCE AUTO AUCTIONS INC COM 45787510 85 4970 SH SHARED 4970 D INSURANCE AUTO AUCTIONS INC COM 45787510 1 100 SH SHARED 01 100 D INSURANCE AUTO AUCTIONS INC COM 45787510 0 3 SH SHARED 02 3 D INTEGRA LIFESCIENCES HLDGS C NOTE 2.500% 3/1 457985AB 5032 4446000 PRN SHARED 4446000 D INTEGRA LIFESCIENCES HLDGS C NOTE 2.500% 3/1 457985AB 2 2000 PRN SHARED 01 2000 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 848 26429 SH SHARED 26429 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 4681 145782 SH SHARED 01 145782 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 32 1005 SH SHARED 02 1005 D INSURED MUN INCOME FD COM 45809F10 7 561 SH SHARED 561 D INSURED MUN INCOME FD COM 45809F10 459 34139 SH SHARED 01 139 34000 D INTEGRAL SYS INC MD COM 45810H10 49 2518 SH SHARED 2518 D INTEGRAL SYS INC MD COM 45810H10 12 624 SH SHARED 01 624 D INTEGRAL SYS INC MD COM 45810H10 0 21 SH SHARED 02 21 D INTEGRAMED AMER INC COM NEW 45810N30 32 5400 SH SHARED 5400 D INTEGRATED ELECTRICAL SVC COM 45811E10 100 20867 SH SHARED 20867 D INTEGRATED ELECTRICAL SVC COM 45811E10 22 4600 SH SHARED 01 4600 D INTEGRATED ELECTRICAL SVC COM 45811E10 96 20014 SH SHARED 02 20014 D INTEGRATED CIRCUIT SYS INC COM 45811K20 814 37875 SH SHARED 37875 D INTEGRATED CIRCUIT SYS INC COM 45811K20 593 27607 SH SHARED 01 24507 3100 D INTEGRATED CIRCUIT SYS INC COM 45811K20 660 30718 SH SHARED 02 30718 D INTAC INTL COM 45811T10 39 4922 SH SHARED 4572 350 D INTAC INTL COM 45811T10 2 300 SH SHARED 02 300 D INTAC INTL COM 45811T10 9940 1237950 SH SHARED 04 1237950 D INTEGRATED BIOPHARMA INC COM 45811V10 11 1200 SH SHARED 1200 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 2948 309355 SH SHARED 309355 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 5292 555352 SH SHARED 01 555352 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 245 25725 SH SHARED 02 25725 D INTEGRATED SILICON SOLUTION COM 45812P10 153 21096 SH SHARED 21096 D INTEGRATED SILICON SOLUTION COM 45812P10 11 1560 SH SHARED 01 1560 D INTEGRATED SILICON SOLUTION COM 45812P10 2 318 SH SHARED 02 318 D INTEGRA BK CORP COM 45814P10 498 22993 SH SHARED 22993 D INTEGRA BK CORP COM 45814P10 21 1013 SH SHARED 01 1013 D INTEGRA BK CORP COM 45814P10 0 4 SH SHARED 02 4 D INTELIDATA TECHNOLOGIES CORP COM 45814T10 0 40 SH SHARED 02 40 D INTEL CORP COM 45814010 532 26536 SH SHARED 26261 275 D INTEL CORP COM 45814010 978981 48802676 SH SHARED 47856418 946258 D INTEL CORP COM 45814010 482442 24049954 SH SHARED 01 13794441 4395240 5860273 D INTEL CORP COM 45814010 26484 1320256 SH SHR/OTHR 01 113640 1206616 D INTEL CORP COM 45814010 68015 3390625 SH SHARED 02 3390625 D INTEL CORP COM 45814010 12155 605970 SH SHARED 03 605970 D INTEL CORP COM 45814010 28499 1420700 SH SHARED 04 1420700 D INTEL CORP COM 45814010 18718 933102 SH SHARED 05 381640 551462 D INTEL CORP COM 45814010 7141 355988 SH SHARED 06 346988 9000 D INTEL CORP COM 45814010 52311 2607772 SH SHARED 10 2607772 D INTELLIGROUP INC COM 45816A10 0 99 SH SHARED 99 D INTELLIGROUP INC COM 45816A10 0 24 SH SHARED 01 24 D INTELLISYNC CORP COM 45817610 19 9450 SH SHARED 9450 D INTELLISYNC CORP COM 45817610 11 5363 SH SHARED 02 5363 D INTER PARFUMS INC COM 45833410 340 24954 SH SHARED 24954 D INTER PARFUMS INC COM 45833410 76 5590 SH SHARED 01 5590 D INTER PARFUMS INC COM 45833410 2 202 SH SHARED 02 202 D INTER TEL INC COM 45837210 632 29254 SH SHARED 29254 D INTER TEL INC COM 45837210 463 21454 SH SHARED 01 21454 D INTER TEL INC COM 45837210 21 1005 SH SHARED 02 1005 D INTERACTIVE DATA CORP COM 45840J10 478 25428 SH SHARED 25428 D INTERACTIVE DATA CORP COM 45840J10 52 2767 SH SHARED 01 2767 D INTERACTIVE DATA CORP COM 45840J10 1 72 SH SHARED 02 72 D INTERCHANGE FINL SVCS S B N COM 45844710 160 6711 SH SHARED 6711 D INTERCHANGE FINL SVCS S B N COM 45844710 16 707 SH SHARED 02 707 D INTERCEPT INC COM 45845L10 970 51841 SH SHARED 51841 D INTERCEPT INC COM 45845L10 22 1200 SH SHARED 01 1200 D INTERCEPT INC COM 45845L10 5642 301236 SH SHARED 02 301236 D INTERCONTINENTAL HOTELS GP P SPONSORED ADR 45857310 3472 300367 SH SHARED 02 300367 D INTERDIGITAL COMMUNICATIONS COM 45866A10 554 33989 SH SHARED 33989 D INTERDIGITAL COMMUNICATIONS COM 45866A10 3918 240100 SH SHARED 01 240100 D INTERDIGITAL COMMUNICATIONS COM 45866A10 48 2995 SH SHARED 02 2995 D INTERFACE INC CL A 45866510 243 30369 SH SHARED 30369 D INTERFACE INC CL A 45866510 9 1217 SH SHARED 01 1217 D INTERFACE INC CL A 45866510 0 13 SH SHARED 02 13 D INTERGRAPH CORP COM 45868310 1996 73471 SH SHARED 73471 D INTERGRAPH CORP COM 45868310 185 6840 SH SHARED 01 6840 D INTERGRAPH CORP COM 45868310 864 31814 SH SHARED 02 31814 D INTERGROUP CORP COM 45868510 50 3625 SH SHARED 01 3625 D INTERLAND INC COM NEW 45872720 0 12 SH SHARED 02 12 D INTERMAGNETICS GEN CORP COM 45877110 923 39888 SH SHARED 39888 D INTERMAGNETICS GEN CORP COM 45877110 92 4001 SH SHARED 01 4001 D INTERMAGNETICS GEN CORP COM 45877110 23 1006 SH SHARED 02 1006 D INTERMUNE INC COM 45884X10 40 3400 SH SHARED 3400 D INTERMUNE INC COM 45884X10 605 51399 SH SHARED 51399 D INTERMUNE INC COM 45884X10 55 4693 SH SHARED 01 4693 D INTERMUNE INC COM 45884X10 25 2182 SH SHARED 02 2182 D INTERMUNE INC COM 45884X10 4291 364000 SH SHARED 04 364000 D INTERNAP NETWORK SVCS CORP COM 45885A10 213 318798 SH SHARED 318798 D INTERNAP NETWORK SVCS CORP COM 45885A10 24 36009 SH SHARED 01 36009 D INTERNAP NETWORK SVCS CORP COM 45885A10 13 19400 SH SHARED 02 19400 D INTEGRATED ALARM SVCS GROUP COM 45890M10 0 175 SH SHARED 02 175 D INTERNATIONAL BANCSHARES COR COM 45904410 134 3660 SH SHARED 3660 D INTERNATIONAL BANCSHARES COR COM 45904410 17 471 SH SHARED 01 471 D INTERNATIONAL BANCSHARES COR COM 45904410 129 3535 SH SHARED 02 3535 D INTERNATIONAL BUSINESS MACHS COM 45920010 1253 14625 SH SHARED 14400 225 D INTERNATIONAL BUSINESS MACHS COM 45920010 1022359 11923947 SH SHARED 11699737 224210 D INTERNATIONAL BUSINESS MACHS COM 45920010 557456 6501703 SH SHARED 01 2895284 2029300 1577119 D INTERNATIONAL BUSINESS MACHS COM 45920010 81692 952789 SH SHR/OTHR 01 60464 892325 D INTERNATIONAL BUSINESS MACHS COM 45920010 61358 715629 SH SHARED 02 715629 D INTERNATIONAL BUSINESS MACHS COM 45920010 913 10650 SH SHARED 03 10650 D INTERNATIONAL BUSINESS MACHS COM 45920010 84196 982000 SH SHARED 04 982000 D INTERNATIONAL BUSINESS MACHS COM 45920010 21031 245298 SH SHARED 05 202448 42850 D INTERNATIONAL BUSINESS MACHS COM 45920010 10134 118201 SH SHARED 06 105301 12900 D INTERNATIONAL BUSINESS MACHS COM 45920010 1644 19180 SH SHARED 07 19180 D INTERNATIONAL BUSINESS MACHS COM 45920010 2563 29900 SH SHARED 09 29900 D INTERNATIONAL BUSINESS MACHS COM 45920010 72899 850236 SH SHARED 10 850236 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 18445 482857 SH SHARED 482857 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 4219 110447 SH SHARED 01 79440 31007 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1171 30671 SH SHR/OTHR 01 30671 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1234 32305 SH SHARED 02 32305 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 20 540 SH SHARED 05 540 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 117 3073 SH SHARED 06 3073 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1216 31842 SH SHARED 10 31842 D INTERNATIONAL GAME TECHNOLOG DBCV 1/2 459902AL 93 118000 PRN SHARED 02 118000 D INTERNATIONAL GAME TECHNOLOG COM 45990210 926 25778 SH SHARED 25778 D INTERNATIONAL GAME TECHNOLOG COM 45990210 92800 2581390 SH SHARED 2473150 108240 D INTERNATIONAL GAME TECHNOLOG COM 45990210 127705 3552301 SH SHARED 01 1697957 1217300 637044 D INTERNATIONAL GAME TECHNOLOG COM 45990210 2439 67865 SH SHR/OTHR 01 9640 58225 D INTERNATIONAL GAME TECHNOLOG COM 45990210 12624 351157 SH SHARED 02 349257 1900 D INTERNATIONAL GAME TECHNOLOG COM 45990210 1430 39800 SH SHARED 04 39800 D INTERNATIONAL GAME TECHNOLOG COM 45990210 2422 67372 SH SHARED 05 12700 54672 D INTERNATIONAL GAME TECHNOLOG COM 45990210 230 6400 SH SHARED 06 5900 500 D INTERNATIONAL GAME TECHNOLOG COM 45990210 6004 167021 SH SHARED 10 167021 D INTL PAPER CO DBCV 6/2 460146BM 86133156606000 PRN SHARED 156606000 D INTL PAPER CO DBCV 6/2 460146BM 236 430000 PRN SHARED 02 430000 D INTL PAPER CO COM 46014610 116653 2886756 SH SHARED 2850616 36140 D INTL PAPER CO COM 46014610 7731 191334 SH SHARED 01 178607 12727 D INTL PAPER CO COM 46014610 2248 55639 SH SHR/OTHR 01 7180 48459 D INTL PAPER CO COM 46014610 9133 226018 SH SHARED 02 226018 D INTL PAPER CO COM 46014610 3232 80000 SH SHARED 04 80000 D INTL PAPER CO COM 46014610 332 8238 SH SHARED 05 6008 2230 D INTL PAPER CO COM 46014610 315 7800 SH SHARED 06 7300 500 D INTL PAPER CO COM 46014610 27 692 SH SHARED 07 692 D INTL PAPER CO COM 46014610 6989 172961 SH SHARED 10 172961 D INTERNATIONAL PWR PLC SPONSORED ADR 46018M10 1616 61000 SH SHARED 61000 D INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE 6777 6881000 PRN SHARED 6881000 D INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE 8 9000 PRN SHARED 01 9000 D INTERNATIONAL RECTIFIER CORP COM 46025410 2738 79833 SH SHARED 79833 D INTERNATIONAL RECTIFIER CORP COM 46025410 2493 72695 SH SHARED 01 72695 D INTERNATIONAL RECTIFIER CORP COM 46025410 760 22181 SH SHARED 02 22181 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 977 19583 SH SHARED 19583 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 727 14576 SH SHARED 01 14576 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 1353 27119 SH SHARED 02 27119 D INTERNATIONAL STL GROUP INC COM 46037710 18097 537027 SH SHARED 537027 D INTERNATIONAL STL GROUP INC COM 46037710 3450 102403 SH SHARED 01 102403 D INTERNATIONAL STL GROUP INC COM 46037710 121 3600 SH SHARED 02 3600 D INTERNET CAP GROUP INC COM NEW 46059C20 147 22848 SH SHARED 22848 D INTERNET CAP GROUP INC COM NEW 46059C20 42 6561 SH SHARED 01 6401 160 D INTERNET COMM CORP CL A 46059F10 4 4000 SH SHARED 4000 D INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T10 1058 400774 SH SHARED 400774 D INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T10 11 4492 SH SHARED 01 4492 D INTERNET INFRASTRUCTR HOLDS DEPOSTRY RCPT 46059V10 4075 1227508 SH SHARED 02 1227508 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 620 10400 SH SHARED 10400 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 2783 46650 SH SHARED 01 46650 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 5 99 SH SHARED 02 99 D INTERPHASE CORP COM 46059310 29 2925 SH SHARED 2925 D INTERPHASE CORP COM 46059310 7 725 SH SHARED 01 725 D INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A10 266 8253 SH SHARED 8253 D INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A10 53 1647 SH SHARED 01 1647 D INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A10 0 16 SH SHARED 02 16 D INTERNET SEC SYS INC COM 46060X10 2926 172171 SH SHARED 172171 D INTERNET SEC SYS INC COM 46060X10 1661 97734 SH SHARED 01 97734 D INTERNET SEC SYS INC COM 46060X10 0 10 SH SHARED 02 10 D INTERSIL CORP CL A 46069S10 5565 349387 SH SHARED 349387 D INTERSIL CORP CL A 46069S10 21133 1326678 SH SHARED 01 1138578 188100 D INTERSIL CORP CL A 46069S10 17 1085 SH SHR/OTHR 01 1085 D INTERSIL CORP CL A 46069S10 1284 80625 SH SHARED 02 80625 D INTERSIL CORP CL A 46069S10 3568 224000 SH SHARED 10 224000 D INTERPUBLIC GROUP COS INC NOTE 1.870% 6/0 460690AJ 4266 4500000 PRN SHARED 4500000 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 1241 1045000 PRN SHARED 1045000 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 12074 10164000 PRN SHARED 02 10164000 D INTERPUBLIC GROUP COS INC COM 46069010 16388 1547578 SH SHARED 1534901 12677 D INTERPUBLIC GROUP COS INC COM 46069010 40334 3808708 SH SHARED 01 251735 3163100 393873 D INTERPUBLIC GROUP COS INC COM 46069010 268 25400 SH SHR/OTHR 01 25400 D INTERPUBLIC GROUP COS INC COM 46069010 1703 160851 SH SHARED 02 160851 D INTERPUBLIC GROUP COS INC COM 46069010 7294 688811 SH SHARED 05 608300 80511 D INTERPUBLIC GROUP COS INC COM 46069010 1284 121250 SH SHARED 06 121250 D INTERPUBLIC GROUP COS INC COM 46069010 686 64800 SH SHARED 07 64800 D INTERPUBLIC GROUP COS INC COM 46069010 1025 96800 SH SHARED 09 96800 D INTERPUBLIC GROUP COS INC COM 46069010 1797 169689 SH SHARED 10 169689 D INTERPUBLIC GROUP COS INC PFD CONV SER A 46069030 9070 218400 SH SHARED 218400 D INTERPUBLIC GROUP COS INC PFD CONV SER A 46069030 629 15167 SH SHARED 02 15167 D INTERSTATE BAKERIES CORP DEL COM 46072H10 16567 4248003 SH SHARED 4248003 D INTERSTATE BAKERIES CORP DEL COM 46072H10 23 5976 SH SHARED 01 5976 D INTERSTATE BAKERIES CORP DEL COM 46072H10 688 176412 SH SHARED 02 176412 D INTERSTATE HOTELS & RESRTS I COM 46088S10 56 13867 SH SHARED 13867 D INTERSTATE HOTELS & RESRTS I COM 46088S10 12 3199 SH SHARED 01 3199 D INTERSTATE HOTELS & RESRTS I COM 46088S10 0 15 SH SHR/OTHR 01 15 D INTRAWEST CORPORATION COM NEW 46091520 37 1963 SH SHARED 1963 D INTRAWEST CORPORATION COM NEW 46091520 371 19637 SH SHARED 02 19637 D INTRAWEST CORPORATION COM NEW 46091520 63 3350 SH SHARED 06 2350 1000 D INTERSECTIONS INC COM 46098130 65 4457 SH SHARED 4457 D INTERSECTIONS INC COM 46098130 8 600 SH SHARED 02 600 D INTERWOVEN INC COM NEW 46114T50 827 114233 SH SHARED 114233 D INTERWOVEN INC COM NEW 46114T50 173 23933 SH SHARED 01 21433 2500 D INTERWOVEN INC COM NEW 46114T50 0 100 SH SHARED 02 100 D INTERVIDEO INC COM 46114Y10 61 5117 SH SHARED 5117 D INTERVIDEO INC COM 46114Y10 3 300 SH SHARED 02 300 D INTERVOICE INC NEW COM 46114210 51 4800 SH SHARED 4800 D INTERVOICE INC NEW COM 46114210 436 40563 SH SHARED 40563 D INTERVOICE INC NEW COM 46114210 51 4758 SH SHARED 01 4758 D INTERVOICE INC NEW COM 46114210 287 26710 SH SHARED 02 26710 D INTEVAC INC COM 46114810 83 13423 SH SHARED 13423 D INTEVAC INC COM 46114810 2 399 SH SHARED 01 399 D INTEVAC INC COM 46114810 6 1039 SH SHARED 02 1039 D INTRABIOTICS PHARMACEUTICALS COM NEW 46116T50 3651 912916 SH SHARED 912916 D INTRADO INC COM 46117A10 191 18895 SH SHARED 18895 D INTRADO INC COM 46117A10 866 85670 SH SHARED 01 85670 D INTRADO INC COM 46117A10 8 804 SH SHARED 02 804 D INTROGEN THERAPEUTICS INC COM 46119F10 75 12000 SH SHR/OTHR 01 12000 D INTROGEN THERAPEUTICS INC COM 46119F10 1 261 SH SHARED 02 261 D INTUITIVE SURGICAL INC COM NEW 46120E60 505 20441 SH SHARED 20441 D INTUITIVE SURGICAL INC COM NEW 46120E60 62 2514 SH SHR/OTHR 01 2514 D INTUITIVE SURGICAL INC COM NEW 46120E60 125 5056 SH SHARED 02 5056 D INTUIT COM 46120210 40423 890389 SH SHARED 864064 26325 D INTUIT COM 46120210 105551 2324914 SH SHARED 01 1672214 547300 105400 D INTUIT COM 46120210 164 3621 SH SHR/OTHR 01 500 3121 D INTUIT COM 46120210 4020 88563 SH SHARED 02 88563 D INTUIT COM 46120210 3859 85000 SH SHARED 04 85000 D INTUIT COM 46120210 543 11964 SH SHARED 05 10910 1054 D INTUIT COM 46120210 208 4585 SH SHARED 06 4185 400 D INTUIT COM 46120210 49 1100 SH SHARED 07 1100 D INTUIT COM 46120210 4736 104320 SH SHARED 10 104320 D INVACARE CORP COM 46120310 82 1800 SH SHARED 1800 D INVACARE CORP COM 46120310 971 21125 SH SHARED 21125 D INVACARE CORP COM 46120310 7142 155270 SH SHARED 01 155270 D INVACARE CORP COM 46120310 0 7 SH SHARED 02 7 D INVERESK RESH GROUP INC COM 46123810 9416 255262 SH SHARED 255262 D INVERESK RESH GROUP INC COM 46123810 36232 982175 SH SHARED 02 982175 D INVERNESS MED INNOVATIONS IN COM 46126P10 28119 1351919 SH SHARED 1351919 D INVERNESS MED INNOVATIONS IN COM 46126P10 2 100 SH SHARED 02 100 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 13 900 SH SHARED 900 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 1196 78207 SH SHARED 78207 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 214 14035 SH SHARED 01 12835 1200 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 0 22 SH SHARED 02 22 D INVESTOOLS INC COM 46145P10 721 321874 SH SHARED 01 321874 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 306 30606 SH SHARED 30606 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 17 1701 SH SHARED 01 1701 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 0 10 SH SHARED 02 10 D INVITROGEN CORP NOTE 2.250%12/1 46185RAD 1643 1672000 PRN SHARED 1672000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 1613 1467000 PRN SHARED 1467000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 13 12250 PRN SHARED 01 12250 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 17772 16157000 PRN SHARED 02 16157000 D INVITROGEN CORP COM 46185R10 109 2000 SH SHARED 2000 D INVITROGEN CORP COM 46185R10 7808 141992 SH SHARED 141992 D INVITROGEN CORP COM 46185R10 23549 428245 SH SHARED 01 424245 3900 100 D INVITROGEN CORP COM 46185R10 18 340 SH SHR/OTHR 01 340 D INVITROGEN CORP COM 46185R10 2582 46963 SH SHARED 02 46963 D INVITROGEN CORP COM 46185R10 9558 173820 SH SHARED 04 173820 D INVITROGEN CORP COM 46185R10 274 5000 SH SHARED 06 5000 D INVITROGEN CORP COM 46185R10 456 8300 SH SHARED 10 8300 D INVISION TECHNOLOGIES INC COM 46185110 857 19061 SH SHARED 19061 D INVISION TECHNOLOGIES INC COM 46185110 13 300 SH SHARED 01 300 D INVISION TECHNOLOGIES INC COM 46185110 113 2514 SH SHARED 02 2514 D INVESTORS FINL SERVICES CORP COM 46191510 1174 26015 SH SHARED 26015 D INVESTORS FINL SERVICES CORP COM 46191510 22284 493779 SH SHARED 01 408979 84600 200 D INVESTORS FINL SERVICES CORP COM 46191510 988 21910 SH SHARED 02 21910 D INVESTORS FINL SERVICES CORP COM 46191510 1271 28180 SH SHARED 10 28180 D IOMEGA CORP COM NEW 46203030 159 34379 SH SHARED 34379 D IOMEGA CORP COM NEW 46203030 4 914 SH SHARED 01 914 D IOMEGA CORP COM NEW 46203030 3 815 SH SHARED 02 815 D IONA TECHNOLOGIES PLC SPONSORED ADR 46206P10 278 68476 SH SHARED 68476 D IONICS INC COM 46221810 301 11155 SH SHARED 11155 D IONICS INC COM 46221810 2 105 SH SHARED 02 105 D IPASS INC COM 46261V10 151 25352 SH SHARED 25352 D IPASS INC COM 46261V10 2 400 SH SHARED 01 400 D IPASS INC COM 46261V10 13 2300 SH SHARED 02 2300 D IPAYMENT INC COM 46262E10 2262 56339 SH SHARED 56339 D IPAYMENT INC COM 46262E10 399 9958 SH SHARED 01 9958 D IPAYMENT INC COM 46262E10 20 500 SH SHARED 02 500 D IPSCO INC COM 46262210 4 152 SH SHARED 152 D IPSCO INC COM 46262210 535 19100 SH SHARED 02 19100 D IRELAND BK SPONSORED ADR 46267Q10 294 5442 SH SHARED 5442 D IRELAND BK SPONSORED ADR 46267Q10 303 5595 SH SHARED 01 980 4615 D IRON MTN INC PA COM 46284610 80 2369 SH SHARED 2369 D IRON MTN INC PA COM 46284610 819 24200 SH SHARED 01 24200 D IRON MTN INC PA COM 46284610 665 19662 SH SHARED 02 19662 D IRON MTN INC PA COM 46284610 1421 42000 SH SHARED 10 42000 D IRWIN FINL CORP COM 46411910 561 21757 SH SHARED 21757 D IRWIN FINL CORP COM 46411910 1676 64943 SH SHARED 01 5911 59032 D IRWIN FINL CORP COM 46411910 0 4 SH SHARED 02 4 D ISHARES INC MSCI AUSTRALIA 46428610 277 19090 SH SHARED 19090 D ISHARES INC MSCI AUSTRALIA 46428610 5 400 SH SHARED 02 400 D ISHARES INC MSCI BRAZIL 46428640 2693 145300 SH SHARED 145300 D ISHARES INC MSCI CDA INDEX 46428650 10822 700017 SH SHARED 02 700017 D ISHARES INC MSCI PAC J IDX 46428666 6771 84630 SH SHARED 84630 D ISHARES INC MSCI SINGAPORE 46428667 156 23000 SH SHARED 23000 D ISHARES INC MSCI UTD KINGD 46428669 318 19500 SH SHARED 19500 D ISHARES INC MSCI FRANCE 46428670 192 9100 SH SHARED 9100 D ISHARES INC MSCI TAIWAN 46428673 22837 2134324 SH SHARED 2134324 D ISHARES INC MSCI TAIWAN 46428673 2641 246889 SH SHARED 01 246889 D ISHARES INC MSCI TAIWAN 46428673 53 5000 SH SHARED 02 5000 D ISHARES INC MSCI SWITZERLD 46428674 61 4100 SH SHARED 4100 D ISHARES INC MSCI SPAIN 46428676 45 1595 SH SHARED 1595 D ISHARES INC MSCI SPAIN 46428676 9 315 SH SHARED 01 315 D ISHARES INC MSCI S KOREA 46428677 1222 48887 SH SHARED 48887 D ISHARES INC MSCI S KOREA 46428677 57 2313 SH SHARED 01 2313 D ISHARES INC MSCI MEXICO 46428682 824 40315 SH SHARED 40315 D ISHARES INC MSCI MALAYSIA 46428683 499 74375 SH SHARED 64375 10000 D ISHARES INC MSCI JAPAN 46428684 2342 241483 SH SHARED 163683 77800 D ISHARES INC MSCI JAPAN 46428684 278 28712 SH SHARED 01 3962 24750 D ISHARES INC MSCI JAPAN 46428684 48 5000 SH SHR/OTHR 01 5000 D ISHARES INC MSCI JAPAN 46428684 9215 950000 SH SHARED 02 950000 D ISHARES INC MSCI HONG KONG 46428687 150 13540 SH SHARED 13540 D ISHARES INC MSCI HONG KONG 46428687 25020 2250000 SH SHARED 02 2250000 D ISHARES TR S&P 100 IDX FD 46428710 8304 155219 SH SHARED 02 155219 D ISHARES TR DJ SEL DIV INX 46428716 878 15300 SH SHARED 15300 D ISHARES TR DJ SEL DIV INX 46428716 134 2350 SH SHARED 01 2350 D ISHARES TR DJ SEL DIV INX 46428716 1779 31000 SH SHARED 02 31000 D ISHARES TR S&P 500 INDEX 46428720 6368 56965 SH SHARED 02 56965 D ISHARES TR MSCI EMERG MKT 46428723 9071 52590 SH SHARED 11390 41200 D ISHARES TR MSCI EMERG MKT 46428723 558 3240 SH SHARED 01 3240 D ISHARES TR MSCI EMERG MKT 46428723 38 225 SH SHR/OTHR 01 225 D ISHARES TR GS CORP BD FD 46428724 2406 21534 SH SHARED 21534 D ISHARES TR GS CORP BD FD 46428724 1 16 SH SHARED 01 16 D ISHARES TR S&P GBL HLTHCR 46428732 1 30 SH SHARED 02 30 D ISHARES TR S&P500/BAR VAL 46428740 4054 70434 SH SHARED 70434 D ISHARES TR S&P500/BAR VAL 46428740 809 14066 SH SHARED 01 14066 D ISHARES TR 7-10 YR TRS BD 46428744 2610 30400 SH SHARED 30400 D ISHARES TR 1-3 YR TRS BD 46428745 8 100 SH SHARED 100 D ISHARES TR 1-3 YR TRS BD 46428745 296 3615 SH SHARED 01 250 3365 D ISHARES TR MSCI EAFE IDX 46428746 1092 7723 SH SHARED 7723 D ISHARES TR MSCI EAFE IDX 46428746 7599 53746 SH SHARED 01 9036 44710 D ISHARES TR MSCI EAFE IDX 46428746 6611 46758 SH SHR/OTHR 01 46758 D ISHARES TR MSCI EAFE IDX 46428746 39 280 SH SHARED 10 280 D ISHARES TR GLMN SCHS SOFT 46428751 1386 40000 SH SHARED 02 40000 D ISHARES TR GLDM SACHS TEC 46428754 217 5300 SH SHARED 01 5300 D ISHARES TR NASDQ BIO INDX 46428755 2327 33283 SH SHARED 33283 D ISHARES TR NASDQ BIO INDX 46428755 7654 109462 SH SHARED 01 77362 29300 2800 D ISHARES TR NASDQ BIO INDX 46428755 3661 52365 SH SHARED 02 52365 D ISHARES TR NASDQ BIO INDX 46428755 370 5300 SH SHARED 10 5300 D ISHARES TR COHEN&ST RLTY 46428756 3172 26749 SH SHARED 26749 D ISHARES TR RUSSELL1000VAL 46428759 449 7415 SH SHARED 7415 D ISHARES TR RUSSELL1000VAL 46428759 1029 17000 SH SHARED 02 17000 D ISHARES TR S&P MIDCP GROW 46428760 24 200 SH SHARED 200 D ISHARES TR RUSSELL1000GRW 46428761 27 600 SH SHARED 02 600 D ISHARES TR RUSSELL 1000 46428762 41 700 SH SHARED 01 700 D ISHARES TR RUSL 2000 VALU 46428763 141 825 SH SHARED 01 825 D ISHARES TR RUSL 2000 VALU 46428763 3050 17767 SH SHARED 02 17767 D ISHARES TR RUSL 2000 GROW 46428764 1709 29173 SH SHARED 29173 D ISHARES TR RUSL 2000 GROW 46428764 341 5827 SH SHARED 01 5827 D ISHARES TR RUSL 2000 GROW 46428764 2918 49810 SH SHARED 02 49810 D ISHARES TR RUSSELL 2000 46428765 32262 283380 SH SHARED 283380 D ISHARES TR RUSSELL 2000 46428765 20259 177945 SH SHARED 01 26071 151874 D ISHARES TR RUSSELL 2000 46428765 4447 39067 SH SHR/OTHR 01 5190 33877 D ISHARES TR RUSSELL 2000 46428765 10629 93367 SH SHARED 02 93367 D ISHARES TR RUSL 3000 GROW 46428767 215 5890 SH SHARED 01 5890 D ISHARES TR DJ US UTILS 46428769 309 5000 SH SHARED 5000 D ISHARES TR DJ US TECH SEC 46428772 5 120 SH SHARED 120 D ISHARES TR DJ US TECH SEC 46428772 320 7450 SH SHARED 01 7450 D ISHARES TR DJ US REAL EST 46428773 755 7000 SH SHARED 7000 D ISHARES TR DJ US REAL EST 46428773 215 2000 SH SHARED 01 2000 D ISHARES TR DJ US REAL EST 46428773 129 1200 SH SHR/OTHR 01 200 1000 D ISHARES TR DJ US REAL EST 46428773 863 8000 SH SHARED 06 8000 D ISHARES TR S&P EURO PLUS 46428786 197 2960 SH SHARED 01 2000 960 D ISHARES TR S&P SMLCP VALU 46428787 0 3 SH SHARED 3 D ISHARES TR S&P SMLCP VALU 46428787 721 6599 SH SHR/OTHR 01 6599 D ISHARES TR S&P SMLCP GROW 46428788 18 200 SH SHARED 200 D ISIS PHARMACEUTICALS INC COM 46433010 44 9140 SH SHARED 9140 D ISIS PHARMACEUTICALS INC COM 46433010 146 29862 SH SHARED 29862 D ISIS PHARMACEUTICALS INC COM 46433010 22 4500 SH SHARED 01 4500 D ISIS PHARMACEUTICALS INC COM 46433010 9 2000 SH SHR/OTHR 01 2000 D ISIS PHARMACEUTICALS INC COM 46433010 27 5616 SH SHARED 02 5616 D ISIS PHARMACEUTICALS INC COM 46433010 1715 350000 SH SHARED 04 350000 D ISIS PHARMACEUTICALS INC DEL NOTE 5.500% 5/0 464337AC 2 3000 PRN SHARED 01 3000 D ISIS PHARMACEUTICALS INC DEL NOTE 5.500% 5/0 464337AC 12151 15228000 PRN SHARED 02 15228000 D ISLE OF CAPRI CASINOS INC COM 46459210 1780 91912 SH SHARED 91912 D ISLE OF CAPRI CASINOS INC COM 46459210 242 12533 SH SHARED 01 12533 D ISLE OF CAPRI CASINOS INC COM 46459210 0 4 SH SHARED 02 4 D ISOLAGEN INC COM 46488N10 122 12943 SH SHARED 12943 D ISOLAGEN INC COM 46488N10 9 1000 SH SHARED 02 1000 D ISPAT INTL N V NY REG SH CL A 46489910 325 11224 SH SHARED 11224 D ISPAT INTL N V NY REG SH CL A 46489910 51 1768 SH SHARED 01 1768 D ITRON INC COM 46574110 334 19177 SH SHARED 19177 D ITRON INC COM 46574110 19 1119 SH SHARED 01 1119 D ITRON INC COM 46574110 17 1005 SH SHARED 02 1005 D IVANHOE MINES LTD COM 46579N10 3089 542000 SH SHARED 500000 42000 D IVANHOE MINES LTD COM 46579N10 237 41700 SH SHARED 02 41700 D IVAX CORP NOTE 4.500% 5/1 465823AG 1 2000 PRN SHARED 01 2000 D IVAX CORP COM 46582310 47 2500 SH SHARED 2500 D IVAX CORP COM 46582310 5153 269087 SH SHARED 200337 68750 D IVAX CORP COM 46582310 13468 703302 SH SHARED 01 454812 31275 217215 D IVAX CORP COM 46582310 23 1250 SH SHR/OTHR 01 1250 D IVAX CORP COM 46582310 2092 109287 SH SHARED 02 109287 D IVAX CORP COM 46582310 3293 172000 SH SHARED 04 172000 D IVAX CORP COM 46582310 634 33112 SH SHARED 10 33112 D IVILLAGE INC COM 46588H10 251 41887 SH SHARED 41887 D IVILLAGE INC COM 46588H10 186 31158 SH SHARED 02 31158 D IXYS CORP COM 46600W10 130 18213 SH SHARED 18213 D IXYS CORP COM 46600W10 5 800 SH SHARED 02 800 D J & J SNACK FOODS CORP COM 46603210 179 4183 SH SHARED 4183 D J & J SNACK FOODS CORP COM 46603210 1517 35400 SH SHARED 01 35400 D J & J SNACK FOODS CORP COM 46603210 145 3393 SH SHARED 02 3393 D JDS UNIPHASE CORP NOTE 11/1 46612JAB 15120 15000000 PRN SHARED 15000000 D JDS UNIPHASE CORP NOTE 11/1 46612JAB 2016 2000000 PRN SHARED 02 2000000 D JDS UNIPHASE CORP COM 46612J10 23499 6973270 SH SHARED 6967950 5320 D JDS UNIPHASE CORP COM 46612J10 725 215292 SH SHARED 01 214592 700 D JDS UNIPHASE CORP COM 46612J10 2 700 SH SHR/OTHR 01 700 D JDS UNIPHASE CORP COM 46612J10 2253 668621 SH SHARED 02 668621 D JDS UNIPHASE CORP COM 46612J10 17 5102 SH SHARED 05 1300 3802 D JDS UNIPHASE CORP COM 46612J10 35 10450 SH SHARED 06 10450 D JDS UNIPHASE CORP COM 46612J10 2399 711962 SH SHARED 10 711962 D JDA SOFTWARE GROUP INC COM 46612K10 35 3300 SH SHARED 3300 D JDA SOFTWARE GROUP INC COM 46612K10 624 57720 SH SHARED 57720 D JDA SOFTWARE GROUP INC COM 46612K10 3202 295944 SH SHARED 01 295944 D JDA SOFTWARE GROUP INC COM 46612K10 0 7 SH SHARED 02 7 D JDA SOFTWARE GROUP INC COM 46612K10 434 40200 SH SHARED 05 40200 D J JILL GROUP INC COM 46618910 273 13792 SH SHARED 13792 D J JILL GROUP INC COM 46618910 4781 240900 SH SHARED 01 240900 D J JILL GROUP INC COM 46618910 387 19521 SH SHARED 02 19521 D J JILL GROUP INC COM 46618910 5563 280300 SH SHARED 04 280300 D JLG INDS INC COM 46621010 151 9000 SH SHARED 9000 D JLG INDS INC COM 46621010 497 29593 SH SHARED 29593 D JLG INDS INC COM 46621010 40 2400 SH SHARED 01 2400 D JLG INDS INC COM 46621010 79 4717 SH SHARED 02 4717 D JPMORGAN & CHASE & CO COM 46625H10 167 4213 SH SHARED 4213 D JPMORGAN & CHASE & CO COM 46625H10 968736 24382999 SH SHARED 24217493 165506 D JPMORGAN & CHASE & CO COM 46625H10 350204 8814622 SH SHARED 01 3925252 2997585 1891785 D JPMORGAN & CHASE & CO COM 46625H10 56610 1424889 SH SHR/OTHR 01 524062 900827 D JPMORGAN & CHASE & CO COM 46625H10 69482 1748879 SH SHARED 02 1748879 D JPMORGAN & CHASE & CO COM 46625H10 17703 445600 SH SHARED 04 445600 D JPMORGAN & CHASE & CO COM 46625H10 18076 454982 SH SHARED 05 357780 97202 D JPMORGAN & CHASE & CO COM 46625H10 18447 464309 SH SHARED 06 370533 93776 D JPMORGAN & CHASE & CO COM 46625H10 1378 34700 SH SHARED 07 34700 D JPMORGAN & CHASE & CO COM 46625H10 2065 52000 SH SHARED 09 52000 D JPMORGAN & CHASE & CO COM 46625H10 127388 3206344 SH SHARED 10 3206344 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 510 16163 SH SHARED 16163 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1620 51306 SH SHARED 01 51306 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 517 16390 SH SHARED 02 16390 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1895 60000 SH SHARED 04 60000 D JABIL CIRCUIT INC COM 46631310 12279 533899 SH SHARED 530099 3800 D JABIL CIRCUIT INC COM 46631310 2396 104181 SH SHARED 01 68900 35281 D JABIL CIRCUIT INC COM 46631310 22 978 SH SHR/OTHR 01 978 D JABIL CIRCUIT INC COM 46631310 3307 143806 SH SHARED 02 143806 D JABIL CIRCUIT INC COM 46631310 11 486 SH SHARED 05 486 D JABIL CIRCUIT INC COM 46631310 32 1400 SH SHARED 06 1400 D JABIL CIRCUIT INC COM 46631310 1555 67624 SH SHARED 10 67624 D JACK IN THE BOX INC COM 46636710 2060 64954 SH SHARED 64954 D JACK IN THE BOX INC COM 46636710 5516 173873 SH SHARED 01 173873 D JACK IN THE BOX INC COM 46636710 30 960 SH SHARED 02 960 D JACKSON HEWITT TAX SVCS INC COM 46820210 6 300 SH SHARED 02 300 D JACOBS ENGR GROUP INC DEL COM 46981410 72 1900 SH SHARED 1900 D JACOBS ENGR GROUP INC DEL COM 46981410 2558 66807 SH SHARED 66807 D JACOBS ENGR GROUP INC DEL COM 46981410 1592 41588 SH SHARED 01 34088 7500 D JACOBS ENGR GROUP INC DEL COM 46981410 832 21744 SH SHARED 02 21744 D JACUZZI BRANDS INC COM 46986510 535 57543 SH SHARED 57543 D JACUZZI BRANDS INC COM 46986510 3061 329210 SH SHARED 01 329210 D JACUZZI BRANDS INC COM 46986510 0 27 SH SHARED 02 27 D JAKKS PAC INC COM 47012E10 873 37961 SH SHARED 37961 D JAKKS PAC INC COM 47012E10 529 23000 SH SHARED 01 23000 D JAKKS PAC INC COM 47012E10 11 486 SH SHARED 02 486 D JAMESON INNS INC COM 47045710 46 26103 SH SHARED 26103 D JANUS CAP GROUP INC COM 47102X10 10513 772516 SH SHARED 772516 D JANUS CAP GROUP INC COM 47102X10 1630 119815 SH SHARED 01 114915 4900 D JANUS CAP GROUP INC COM 47102X10 1357 99774 SH SHARED 02 99774 D JANUS CAP GROUP INC COM 47102X10 9 693 SH SHARED 05 693 D JANUS CAP GROUP INC COM 47102X10 1096 80544 SH SHARED 10 80544 D JAPAN EQUITY FD INC COM 47105710 10 1713 SH SHARED 1713 D JAPAN SMALLER CAPTLZTN FD IN COM 47109U10 551 49700 SH SHARED 49700 D JARDEN CORP COM 47110910 709 19434 SH SHARED 19434 D JARDEN CORP COM 47110910 47 1307 SH SHARED 02 1307 D JEFFERIES GROUP INC NEW COM 47231910 79 2300 SH SHARED 2300 D JEFFERIES GROUP INC NEW COM 47231910 430 12480 SH SHARED 12480 D JEFFERIES GROUP INC NEW COM 47231910 27010 783585 SH SHARED 01 777835 5400 350 D JEFFERIES GROUP INC NEW COM 47231910 31 925 SH SHR/OTHR 01 925 D JEFFERIES GROUP INC NEW COM 47231910 525 15248 SH SHARED 02 15248 D JEFFERSON PILOT CORP COM 47507010 75085 1511996 SH SHARED 1496996 15000 D JEFFERSON PILOT CORP COM 47507010 12873 259242 SH SHARED 01 86962 172280 D JEFFERSON PILOT CORP COM 47507010 1404 28288 SH SHR/OTHR 01 28288 D JEFFERSON PILOT CORP COM 47507010 3753 75574 SH SHARED 02 75574 D JEFFERSON PILOT CORP COM 47507010 20 414 SH SHARED 05 414 D JEFFERSON PILOT CORP COM 47507010 67 1350 SH SHARED 06 1350 D JEFFERSON PILOT CORP COM 47507010 2368 47690 SH SHARED 10 47690 D JETBLUE AWYS CORP COM 47714310 2921 139627 SH SHARED 139627 D JETBLUE AWYS CORP COM 47714310 13204 631191 SH SHARED 01 523666 106900 625 D JETBLUE AWYS CORP COM 47714310 9 477 SH SHR/OTHR 01 477 D JETBLUE AWYS CORP COM 47714310 2462 117702 SH SHARED 02 117702 D JILIN CHEM INDL LTD SPON ADR H SHS 47741810 32 1600 SH SHARED 1600 D JO-ANN STORES INC COM 47758P30 987 35203 SH SHARED 35203 D JO-ANN STORES INC COM 47758P30 80 2871 SH SHARED 01 2871 D JO-ANN STORES INC COM 47758P30 0 4 SH SHARED 02 4 D JOHNSON & JOHNSON COM 47816010 1532 27200 SH SHARED 27200 D JOHNSON & JOHNSON COM 47816010 817027 14504306 SH SHARED 14338073 166233 D JOHNSON & JOHNSON COM 47816010 684475 12151174 SH SHARED 01 5188129 4238376 2724669 D JOHNSON & JOHNSON COM 47816010 101302 1798369 SH SHR/OTHR 01 135191 1663178 D JOHNSON & JOHNSON COM 47816010 70781 1256543 SH SHARED 02 1256543 D JOHNSON & JOHNSON COM 47816010 391 6950 SH SHARED 03 6950 D JOHNSON & JOHNSON COM 47816010 130234 2312000 SH SHARED 04 2312000 D JOHNSON & JOHNSON COM 47816010 28822 511679 SH SHARED 05 424955 86724 D JOHNSON & JOHNSON COM 47816010 6981 123935 SH SHARED 06 119835 4100 D JOHNSON & JOHNSON COM 47816010 2241 39796 SH SHARED 07 39796 D JOHNSON & JOHNSON COM 47816010 3379 60000 SH SHARED 09 60000 D JOHNSON & JOHNSON COM 47816010 75407 1338682 SH SHARED 10 1338682 D JOHNSON CTLS INC COM 47836610 29692 522664 SH SHARED 519664 3000 D JOHNSON CTLS INC COM 47836610 20280 356986 SH SHARED 01 175716 181270 D JOHNSON CTLS INC COM 47836610 386 6800 SH SHR/OTHR 01 6800 D JOHNSON CTLS INC COM 47836610 3908 68797 SH SHARED 02 68797 D JOHNSON CTLS INC COM 47836610 805 14176 SH SHARED 05 14176 D JOHNSON CTLS INC COM 47836610 119 2100 SH SHARED 06 1800 300 D JOHNSON CTLS INC COM 47836610 3664 64498 SH SHARED 10 64498 D JONES APPAREL GROUP INC COM 48007410 29692 829391 SH SHARED 829391 D JONES APPAREL GROUP INC COM 48007410 1175 32849 SH SHARED 01 32849 D JONES APPAREL GROUP INC COM 48007410 2496 69742 SH SHARED 02 69742 D JONES APPAREL GROUP INC COM 48007410 373 10428 SH SHARED 05 200 10228 D JONES APPAREL GROUP INC COM 48007410 32 900 SH SHARED 06 900 D JONES APPAREL GROUP INC COM 48007410 1929 53896 SH SHARED 10 53896 D JONES LANG LASALLE INC COM 48020Q10 621 18813 SH SHARED 18813 D JONES LANG LASALLE INC COM 48020Q10 138 4200 SH SHARED 01 4200 D JONES LANG LASALLE INC COM 48020Q10 3 111 SH SHARED 02 111 D JOS A BANK CLOTHIERS INC COM 48083810 194 7021 SH SHARED 7021 D JOS A BANK CLOTHIERS INC COM 48083810 93 3388 SH SHARED 02 3388 D JOURNAL COMMUNICATIONS INC CL A 48113010 211 12034 SH SHARED 12034 D JOURNAL COMMUNICATIONS INC CL A 48113010 1996 113800 SH SHARED 01 113800 D JOURNAL COMMUNICATIONS INC CL A 48113010 526 30000 SH SHARED 06 30000 D JOURNAL REGISTER CO COM 48113810 2188 115811 SH SHARED 115811 D JOURNAL REGISTER CO COM 48113810 11488 607879 SH SHARED 01 603404 4200 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 JOY GLOBAL INC COM 48116510 1069 31101 SH SHARED 31101 D JOY GLOBAL INC COM 48116510 34798 1012180 SH SHARED 01 806955 3500 201725 D JOY GLOBAL INC COM 48116510 19 575 SH SHR/OTHR 01 575 D JOY GLOBAL INC COM 48116510 282 8219 SH SHARED 02 8219 D JOY GLOBAL INC COM 48116510 2936 85400 SH SHARED 10 85400 D JUNIPER NETWORKS INC NOTE 6/1 48203RAC 12740 9334000 PRN SHARED 9334000 D JUNIPER NETWORKS INC NOTE 6/1 48203RAC 10933 8010000 PRN SHARED 02 8010000 D JUNIPER NETWORKS INC COM 48203R10 16915 716745 SH SHARED 716745 D JUNIPER NETWORKS INC COM 48203R10 22693 961607 SH SHARED 01 939038 6600 15969 D JUNIPER NETWORKS INC COM 48203R10 2664 112883 SH SHARED 02 101708 11175 D JUNIPER NETWORKS INC COM 48203R10 8385 355300 SH SHARED 04 355300 D JUNIPER NETWORKS INC COM 48203R10 122 5200 SH SHARED 06 4700 500 D JUNIPER NETWORKS INC COM 48203R10 7332 310693 SH SHARED 10 310693 D JUPITERMEDIA CORP COM 48207D10 163 9175 SH SHARED 9175 D JUPITERMEDIA CORP COM 48207D10 67 3800 SH SHARED 01 3800 D JUPITERMEDIA CORP COM 48207D10 14 800 SH SHARED 02 800 D KCS ENERGY INC COM 48243420 1036 74526 SH SHARED 74526 D KCS ENERGY INC COM 48243420 4048 291015 SH SHARED 01 288515 2500 D KCS ENERGY INC COM 48243420 33 2440 SH SHARED 02 2440 D KFX INC COM 48245L10 217 28206 SH SHARED 28206 D KFX INC COM 48245L10 10 1300 SH SHARED 02 1300 D K FED BANCORP COM 48246S10 61 4173 SH SHARED 4173 D KLA-TENCOR CORP COM 48248010 44472 1072143 SH SHARED 1054306 17837 D KLA-TENCOR CORP COM 48248010 43159 1040478 SH SHARED 01 653208 2500 384770 D KLA-TENCOR CORP COM 48248010 1191 28716 SH SHR/OTHR 01 1090 27626 D KLA-TENCOR CORP COM 48248010 3694 89058 SH SHARED 02 89058 D KLA-TENCOR CORP COM 48248010 829 20000 SH SHARED 04 20000 D KLA-TENCOR CORP COM 48248010 7700 185648 SH SHARED 05 88400 97248 D KLA-TENCOR CORP COM 48248010 445 10750 SH SHARED 06 10350 400 D KLA-TENCOR CORP COM 48248010 45 1100 SH SHARED 07 1100 D KLA-TENCOR CORP COM 48248010 2965 71499 SH SHARED 10 71499 D KT CORP SPONSORED ADR 48268K10 109637 6067400 SH SHARED 6067400 D KT CORP SPONSORED ADR 48268K10 212 11747 SH SHARED 01 11747 D K-SWISS INC CL A 48268610 726 37733 SH SHARED 37733 D K-SWISS INC CL A 48268610 77 4007 SH SHARED 01 4007 D K-SWISS INC CL A 48268610 48 2503 SH SHARED 02 2503 D K2 INC COM 48273210 480 33568 SH SHARED 33568 D K2 INC COM 48273210 82 5778 SH SHARED 01 5778 D K2 INC COM 48273210 2 200 SH SHR/OTHR 01 200 D K2 INC COM 48273210 19 1372 SH SHARED 02 1372 D KVH INDS INC COM 48273810 61 8552 SH SHARED 8552 D KVH INDS INC COM 48273810 10 1501 SH SHARED 02 1501 D K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC 2519 2514000 PRN SHARED 02 2514000 D K V PHARMACEUTICAL CO CL B CONV 48274010 48 2645 SH SHARED 2645 D K V PHARMACEUTICAL CO CL B CONV 48274010 36 2005 SH SHARED 01 2005 D K V PHARMACEUTICAL CO CL A 48274020 492 27526 SH SHARED 27526 D K V PHARMACEUTICAL CO CL A 48274020 27 1530 SH SHARED 01 1530 D K V PHARMACEUTICAL CO CL A 48274020 37 2109 SH SHARED 02 2109 D KADANT INC COM 48282T10 295 16077 SH SHARED 16077 D KADANT INC COM 48282T10 39 2153 SH SHARED 01 2153 D KADANT INC COM 48282T10 12 680 SH SHR/OTHR 01 680 D KADANT INC COM 48282T10 0 4 SH SHARED 02 4 D KNBT BANCORP INC COM 48292110 296 17628 SH SHARED 17628 D KAMAN CORP CL A 48354810 192 16160 SH SHARED 16160 D KAMAN CORP CL A 48354810 9 784 SH SHARED 01 784 D KAMAN CORP CL A 48354810 0 7 SH SHARED 02 7 D KANA SOFTWARE INC COM NEW 48360030 12 7300 SH SHARED 7300 D KANA SOFTWARE INC COM NEW 48360030 2 1459 SH SHARED 01 1459 D KANA SOFTWARE INC COM NEW 48360030 0 36 SH SHARED 02 36 D KANBAY INTL INC COM 48369P20 11 523 SH SHARED 523 D KANEB PIPE LINE PARTNERS L P SR PREF UNIT 48416910 22 426 SH SHARED 426 D KANEB SERVICES LLC COM 48417310 1 42 SH SHARED 42 D KANSAS CITY LIFE INS CO COM 48483610 100 2370 SH SHARED 2370 D KANSAS CITY LIFE INS CO COM 48483610 25 600 SH SHARED 01 600 D KANSAS CITY LIFE INS CO COM 48483610 0 1 SH SHARED 02 1 D KANSAS CITY SOUTHERN COM NEW 48517030 1038 68455 SH SHARED 68455 D KANSAS CITY SOUTHERN COM NEW 48517030 8 557 SH SHARED 01 557 D KANSAS CITY SOUTHERN COM NEW 48517030 3 216 SH SHARED 02 216 D KAYDON CORP NOTE 4.000% 5/2 486587AB 5698 4908000 PRN SHARED 02 4908000 D KAYDON CORP COM 48658710 481 16742 SH SHARED 16742 D KAYDON CORP COM 48658710 28 1000 SH SHARED 01 1000 D KAYDON CORP COM 48658710 83 2901 SH SHARED 02 2901 D KB HOME COM 48666K10 10662 126200 SH SHARED 126200 D KB HOME COM 48666K10 1429 16921 SH SHARED 01 16921 D KB HOME COM 48666K10 3112 36838 SH SHARED 02 36838 D KB HOME COM 48666K10 1344 15911 SH SHARED 10 15911 D KEANE INC SDCV 2.000% 6/1 486665AB 3 3500 PRN SHARED 01 3500 D KEANE INC SDCV 2.000% 6/1 486665AB 5153 4853000 PRN SHARED 02 4853000 D KEANE INC COM 48666510 1288 83887 SH SHARED 83887 D KEANE INC COM 48666510 305 19893 SH SHARED 01 19893 D KEANE INC COM 48666510 179 11713 SH SHARED 02 11713 D KEITH COMPANIES INC COM 48753910 33 2248 SH SHARED 2248 D KEITH COMPANIES INC COM 48753910 8 557 SH SHARED 01 557 D KEITHLEY INSTRS INC COM 48758410 380 21800 SH SHARED 21800 D KEITHLEY INSTRS INC COM 48758410 4454 255267 SH SHARED 01 255267 D KEITHLEY INSTRS INC COM 48758410 10 603 SH SHARED 02 603 D KEITHLEY INSTRS INC COM 48758410 561 32200 SH SHARED 05 32200 D KELLOGG CO COM 48783610 50931 1193885 SH SHARED 1193885 D KELLOGG CO COM 48783610 21180 496495 SH SHARED 01 328411 130300 37784 D KELLOGG CO COM 48783610 793 18596 SH SHR/OTHR 01 10000 8596 D KELLOGG CO COM 48783610 5695 133515 SH SHARED 02 133515 D KELLOGG CO COM 48783610 77 1817 SH SHARED 05 1817 D KELLOGG CO COM 48783610 155 3640 SH SHARED 06 3140 500 D KELLOGG CO COM 48783610 5946 139398 SH SHARED 10 139398 D KELLWOOD CO COM 48804410 751 20609 SH SHARED 20609 D KELLWOOD CO COM 48804410 2043 56070 SH SHARED 01 56070 D KELLWOOD CO COM 48804410 399 10966 SH SHARED 02 10966 D KELLY SVCS INC CL A 48815220 21 800 SH SHARED 800 D KELLY SVCS INC CL A 48815220 780 29206 SH SHARED 29206 D KELLY SVCS INC CL A 48815220 268 10045 SH SHARED 01 10045 D KELLY SVCS INC CL A 48815220 170 6372 SH SHARED 02 6372 D KEMET CORP COM 48836010 11 1400 SH SHARED 1400 D KEMET CORP COM 48836010 2809 347261 SH SHARED 347261 D KEMET CORP COM 48836010 670 82899 SH SHARED 01 82899 D KEMET CORP COM 48836010 160 19824 SH SHARED 02 19824 D KENDLE INTERNATIONAL INC COM 48880L10 0 100 SH SHARED 100 D KENDLE INTERNATIONAL INC COM 48880L10 1 300 SH SHARED 02 300 D KENNAMETAL INC COM 48917010 1535 34003 SH SHARED 34003 D KENNAMETAL INC COM 48917010 2756 61053 SH SHARED 01 59695 1358 D KENNAMETAL INC COM 48917010 341 7562 SH SHARED 02 7562 D KENSEY NASH CORP COM 49005710 493 18840 SH SHARED 18840 D KENSEY NASH CORP COM 49005710 734 28038 SH SHARED 01 28038 D KENSEY NASH CORP COM 49005710 434 16602 SH SHARED 02 16602 D KERR MCGEE CORP SDCV 5.250% 2/1 492386AP 2124 2000000 PRN SHARED 2000000 D KERR MCGEE CORP SDCV 5.250% 2/1 492386AP 9 9250 PRN SHARED 01 9250 D KERR MCGEE CORP SDCV 5.250% 2/1 492386AP 1550 1460000 PRN SHARED 02 1460000 D KERR MCGEE CORP COM 49238610 29357 512797 SH SHARED 512797 D KERR MCGEE CORP COM 49238610 6604 115354 SH SHARED 01 112154 3200 D KERR MCGEE CORP COM 49238610 212 3720 SH SHR/OTHR 01 3720 D KERR MCGEE CORP COM 49238610 6895 120450 SH SHARED 02 120450 D KERR MCGEE CORP COM 49238610 2959 51700 SH SHARED 03 51700 D KERR MCGEE CORP COM 49238610 16717 292000 SH SHARED 04 292000 D KERR MCGEE CORP COM 49238610 1977 34535 SH SHARED 05 34000 535 D KERR MCGEE CORP COM 49238610 2959 51700 SH SHARED 06 51200 500 D KERR MCGEE CORP COM 49238610 64957 1134620 SH SHARED 10 1134620 D KERYX BIOPHARMACEUTICALS INC COM 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SHARED 01 894887 5900 6416 D KRONOS INC COM 50105210 42 950 SH SHR/OTHR 01 950 D KRONOS INC COM 50105210 282 6377 SH SHARED 02 6377 D KUBOTA CORP ADR 50117320 900 37900 SH SHARED 02 37900 D KULICKE & SOFFA INDS INC NOTE 0.500%11/3 501242AL 702 1000000 PRN SHARED 1000000 D KULICKE & SOFFA INDS INC NOTE 0.500%11/3 501242AL 2425 3455000 PRN SHARED 02 3455000 D KULICKE & SOFFA INDS INC COM 50124210 2025 358535 SH SHARED 358535 D KULICKE & SOFFA INDS INC COM 50124210 1155 204534 SH SHARED 01 204534 D KULICKE & SOFFA INDS INC COM 50124210 551 97575 SH SHARED 02 97575 D KYOCERA CORP ADR 50155620 499 7089 SH SHARED 7089 D KYOCERA CORP ADR 50155620 99 1411 SH SHARED 01 1411 D KYPHON INC COM 50157710 331 13394 SH SHARED 13394 D KYPHON INC COM 50157710 3032 122364 SH SHARED 01 98109 8300 15955 D KYPHON INC COM 50157710 32 1302 SH SHARED 02 1302 D KYPHON INC COM 50157710 11602 468200 SH SHARED 04 468200 D LAN AIRLINES S A SPONSORED ADR 50172310 5 246 SH SHARED 246 D LAN AIRLINES S A SPONSORED ADR 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84382 D LTX CORP COM 50239210 84 15690 SH SHARED 02 15690 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 5076 75775 SH SHARED 75775 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 5291 78976 SH SHARED 01 78876 100 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 18390 274480 SH SHARED 02 235420 39060 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 5695 85000 SH SHARED 04 85000 D LA JOLLA PHARMACEUTICAL CO COM 50345910 82 26900 SH SHARED 26900 D LA JOLLA PHARMACEUTICAL CO COM 50345910 20 6670 SH SHARED 01 6670 D LA JOLLA PHARMACEUTICAL CO COM 50345910 61 20295 SH SHARED 02 20295 D LA JOLLA PHARMACEUTICAL CO COM 50345910 7589 2488300 SH SHARED 04 2488300 D LA JOLLA PHARMACEUTICAL CO COM 50345910 112 37000 SH SHARED 06 37000 D LA JOLLA PHARMACEUTICAL CO COM 50345910 112 37000 SH SHARED 10 37000 D LA QUINTA CORP PAIRED CTF 50419U20 1294 165906 SH SHARED 165906 D LA QUINTA CORP PAIRED CTF 50419U20 64 8214 SH SHARED 01 8214 D LA QUINTA CORP PAIRED CTF 50419U20 5 735 SH SHARED 02 735 D LA QUINTA CORP PAIRED CTF 50419U20 12681 1625800 SH SHARED 10 1625800 D LA QUINTA CORP PAIRED CTF 50419U20 97339 12479400 SH SHARED 11 12479400 D LA Z BOY INC COM 50533610 1923 126701 SH SHARED 126701 D LA Z BOY INC COM 50533610 240 15822 SH SHARED 01 15822 D LA Z BOY INC COM 50533610 91 6049 SH SHARED 02 6049 D LABONE INC NEW COM 50540L10 1228 42034 SH SHARED 42034 D LABONE INC NEW COM 50540L10 180 6169 SH SHARED 01 6169 D LABONE INC NEW COM 50540L10 23 800 SH SHARED 02 800 D LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAC 63414 86044000 PRN SHARED 86044000 D LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAC 8309 11275000 PRN SHARED 02 11275000 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 34 800 SH SHARED 800 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 693 15865 SH SHARED 13065 2800 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 10324 236146 SH SHARED 01 60800 175346 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 280 6421 SH SHR/OTHR 01 6421 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 1378 31522 SH SHARED 02 31522 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 2059 47100 SH SHARED 04 47100 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 43 1000 SH SHARED 06 1000 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 125299 2865945 SH SHARED 10 2865945 D LABOR READY INC COM NEW 50540120 13092 933862 SH SHARED 933862 D LABOR READY INC COM NEW 50540120 135 9630 SH SHARED 01 9630 D LABOR READY INC COM NEW 50540120 32 2311 SH SHARED 02 2311 D LABRANCHE & CO INC COM 50544710 1545 182865 SH SHARED 182865 D LABRANCHE & CO INC COM 50544710 188 22258 SH SHARED 01 22258 D LABRANCHE & CO INC COM 50544710 705 83491 SH SHARED 02 83491 D LACLEDE GROUP INC COM 50559710 10656 364582 SH SHARED 364582 D LACLEDE GROUP INC COM 50559710 73 2500 SH SHARED 01 500 2000 D LACLEDE GROUP INC COM 50559710 64 2200 SH SHR/OTHR 01 2200 D LACLEDE GROUP INC COM 50559710 15 521 SH SHARED 02 521 D LADISH INC COM NEW 50575420 1 200 SH SHARED 200 D LAFARGE COPPEE S A SPON ADR NEW 50586140 196 9004 SH SHARED 9004 D LAFARGE COPPEE S A SPON ADR NEW 50586140 41 1905 SH SHARED 01 1796 109 D LAFARGE NORTH AMERICA INC COM 50586210 440 9400 SH SHARED 9400 D LAFARGE NORTH AMERICA INC COM 50586210 1690 36056 SH SHARED 36056 D LAFARGE NORTH AMERICA INC COM 50586210 883 18846 SH SHARED 01 18846 D LAFARGE NORTH AMERICA INC COM 50586210 244 5215 SH SHARED 02 5215 D LAIDLAW INTL INC COM 50730R10 999 60736 SH SHARED 60736 D LAIDLAW INTL INC COM 50730R10 1638 99600 SH SHARED 01 99600 D LAIDLAW INTL INC COM 50730R10 32 2000 SH SHR/OTHR 01 2000 D LAKELAND BANCORP INC COM 51163710 186 11325 SH SHARED 11325 D LAKELAND BANCORP INC COM 51163710 0 4 SH SHARED 02 4 D LAKELAND FINL CORP COM 51165610 120 3551 SH SHARED 3551 D LAKELAND FINL CORP COM 51165610 0 1 SH SHARED 02 1 D LAKELAND INDS INC COM 51179510 9 500 SH SHARED 02 500 D LAKES ENTMNT INC COM 51206P10 113 10791 SH SHARED 10791 D LAM RESEARCH CORP COM 51280710 17086 780921 SH SHARED 780921 D LAM RESEARCH CORP COM 51280710 8828 403485 SH SHARED 01 398911 4574 D LAM RESEARCH CORP COM 51280710 1317 60236 SH SHARED 02 60236 D LAM RESEARCH CORP COM 51280710 1442 65910 SH SHARED 10 65910 D LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AG 3 3000 PRN SHARED 01 3000 D LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AG 19 18000 PRN SHARED 02 18000 D LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AG 189 175000 PRN SHARED 10 175000 D LAMAR ADVERTISING CO CL A 51281510 5677 136457 SH SHARED 136457 D LAMAR ADVERTISING CO CL A 51281510 2777 66762 SH SHARED 01 65762 1000 D LAMAR ADVERTISING CO CL A 51281510 1516 36445 SH SHARED 02 36445 D LAMAR ADVERTISING CO CL A 51281510 798 19200 SH SHARED 06 19200 D LAMAR ADVERTISING CO CL A 51281510 1712 41165 SH SHARED 10 41165 D LANCASTER COLONY CORP COM 51384710 1148 27244 SH SHARED 27244 D LANCASTER COLONY CORP COM 51384710 536 12713 SH SHARED 01 12713 D LANCASTER COLONY CORP COM 51384710 270 6427 SH SHARED 02 6427 D LANCE INC COM 51460610 242 14985 SH SHARED 14985 D LANCE INC COM 51460610 891 55200 SH SHARED 01 55200 D LANCE INC COM 51460610 0 7 SH SHARED 02 7 D LANCER CORP COM 51461410 73 6500 SH SHARED 01 6500 D LANDAUER INC COM 51476K10 272 5803 SH SHARED 5803 D LANDAUER INC COM 51476K10 24 524 SH SHARED 01 524 D LANDAUER INC COM 51476K10 4 102 SH SHARED 02 102 D LANDEC CORP COM 51476610 96 12925 SH SHARED 12925 D LANDEC CORP COM 51476610 24 3205 SH SHARED 01 3205 D LANDAMERICA FINL GROUP INC COM 51493610 3078 67670 SH SHARED 67670 D LANDAMERICA FINL GROUP INC COM 51493610 5888 129422 SH SHARED 01 129422 D LANDAMERICA FINL GROUP INC COM 51493610 625 13757 SH SHARED 02 13757 D LANDRYS RESTAURANTS INC COM 51508L10 133 4900 SH SHARED 4900 D LANDRYS RESTAURANTS INC COM 51508L10 1851 67842 SH SHARED 67842 D LANDRYS RESTAURANTS INC COM 51508L10 1631 59779 SH SHARED 01 59779 D LANDRYS RESTAURANTS INC COM 51508L10 5 184 SH SHARED 02 184 D LANDSTAR SYS INC COM 51509810 1018 17362 SH SHARED 17362 D LANDSTAR SYS INC COM 51509810 872 14868 SH SHARED 01 2200 12668 D LANDSTAR SYS INC COM 51509810 118 2012 SH SHARED 02 2012 D LANNET INC COM 51601210 42 4396 SH SHARED 4396 D LANNET INC COM 51601210 4 444 SH SHARED 02 444 D LANTRONIX INC COM 51654810 20 20000 SH SHR/OTHR 01 20000 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 461 16719 SH SHARED 16719 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 4 180 SH SHARED 01 180 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 55 2000 SH SHR/OTHR 01 2000 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 0 25 SH SHARED 02 25 D LASERSCOPE COM 51808110 34 1700 SH SHARED 1700 D LASERSCOPE COM 51808110 408 20177 SH SHARED 20177 D LASERSCOPE COM 51808110 0 49 SH SHARED 01 49 D LASERSCOPE COM 51808110 18 901 SH SHARED 02 901 D LASERSCOPE COM 51808110 1094 54000 SH SHARED 04 54000 D LATIN AMER EQUITY FD INC NEW COM 51827Q10 36 2139 SH SHARED 2139 D LATIN AMERN DISCOVERY FD INC COM 51828C10 3617 244115 SH SHARED 244115 D LATTICE SEMICONDUCTOR CORP NOTE 7/0 518415AE 15272 18400000 PRN SHARED 18400000 D LATTICE SEMICONDUCTOR CORP NOTE 7/0 518415AE 1037 1250000 PRN SHARED 02 1250000 D LATTICE SEMICONDUCTOR CORP COM 51841510 529 107740 SH SHARED 107740 D LATTICE SEMICONDUCTOR CORP COM 51841510 150 30713 SH SHARED 01 30713 D LATTICE SEMICONDUCTOR CORP COM 51841510 162 33018 SH SHARED 02 33018 D LAUDER ESTEE COS INC CL A 51843910 3880 92834 SH SHARED 57834 35000 D LAUDER ESTEE COS INC CL A 51843910 13833 330953 SH SHARED 01 75671 230 255052 D LAUDER ESTEE COS INC CL A 51843910 989 23667 SH SHR/OTHR 01 4260 19407 D LAUDER ESTEE COS INC CL A 51843910 1536 36766 SH SHARED 02 36766 D LAUDER ESTEE COS INC CL A 51843910 3268 78200 SH SHARED 06 78200 D LAUDER ESTEE COS INC CL A 51843910 4163 99600 SH SHARED 10 99600 D LAUREATE EDUCATION INC COM 51861310 775 20846 SH SHARED 20846 D LAUREATE EDUCATION INC COM 51861310 2496 67066 SH SHARED 01 67066 D LAUREATE EDUCATION INC COM 51861310 558 15003 SH SHARED 02 15003 D LAWSON PRODS INC COM 52077610 102 2493 SH SHARED 2493 D LAWSON PRODS INC COM 52077610 0 2 SH SHARED 02 2 D LAWSON SOFTWARE INC COM 52078010 251 44924 SH SHARED 44924 D LAWSON SOFTWARE INC COM 52078010 41 7481 SH SHARED 01 7481 D LAWSON SOFTWARE INC COM 52078010 24 4457 SH SHARED 02 4457 D LAYNE CHRISTENSEN CO COM 52105010 12809 849977 SH SHARED 849977 D LEAPFROG ENTERPRISES INC CL A 52186N10 1588 78444 SH SHARED 78444 D LEAPFROG ENTERPRISES INC CL A 52186N10 320 15835 SH SHARED 01 15835 D LEAPFROG ENTERPRISES INC CL A 52186N10 146 7226 SH SHARED 02 7226 D LEAR CORP NOTE 2/2 521865AG 7425 14850000 PRN SHARED 14850000 D LEAR CORP NOTE 2/2 521865AG 23 47000 PRN SHARED 02 47000 D LEAR CORP COM 52186510 114 2100 SH SHARED 2100 D LEAR CORP COM 52186510 9306 170913 SH SHARED 170913 D LEAR CORP COM 52186510 5645 103675 SH SHARED 01 103675 D LEAR CORP COM 52186510 1743 32013 SH SHARED 02 32013 D LEAR CORP COM 52186510 533 9800 SH SHARED 10 9800 D LEARNING TREE INTL INC COM 52201510 70 4971 SH SHARED 4971 D LEARNING TREE INTL INC COM 52201510 0 16 SH SHARED 01 16 D LEARNING TREE INTL INC COM 52201510 4 303 SH SHARED 02 303 D LECG CORP COM 52323410 135 8015 SH SHARED 8015 D LECG CORP COM 52323410 777 46000 SH SHARED 01 46000 D LECG CORP COM 52323410 10 600 SH SHARED 02 600 D LECROY CORP COM 52324W10 485 29081 SH SHARED 29081 D LECROY CORP COM 52324W10 90 5396 SH SHARED 01 5396 D LEE ENTERPRISES INC COM 52376810 997 21516 SH SHARED 21516 D LEE ENTERPRISES INC COM 52376810 2298 49605 SH SHARED 01 49605 D LEE ENTERPRISES INC COM 52376810 646 13961 SH SHARED 02 13961 D LEGGETT & PLATT INC COM 52466010 12959 461197 SH SHARED 461197 D LEGGETT & PLATT INC COM 52466010 1834 65270 SH SHARED 01 65270 D LEGGETT & PLATT INC COM 52466010 2494 88780 SH SHARED 02 88780 D LEGGETT & PLATT INC COM 52466010 360 12826 SH SHARED 05 200 12626 D LEGGETT & PLATT INC COM 52466010 42 1500 SH SHARED 06 1500 D LEGGETT & PLATT INC COM 52466010 1815 64604 SH SHARED 10 64604 D LEGG MASON INC NOTE 6/0 524901AG 1544 2405000 PRN SHARED 02 2405000 D LEGG MASON INC COM 52490110 5247 98502 SH SHARED 98502 D LEGG MASON INC COM 52490110 54858 1029824 SH SHARED 01 930674 99150 D LEGG MASON INC COM 52490110 2333 43803 SH SHARED 02 43803 D LEGG MASON INC COM 52490110 71 1350 SH SHARED 06 750 600 D LEGG MASON INC COM 52490110 359 6750 SH SHARED 10 6750 D LEHMAN BROS HLDGS INC COM 52490810 1939 24330 SH SHARED 24330 D LEHMAN BROS HLDGS INC COM 52490810 136130 1707604 SH SHARED 1564272 143332 D LEHMAN BROS HLDGS INC COM 52490810 162878 2043137 SH SHARED 01 868810 1044900 129427 D LEHMAN BROS HLDGS INC COM 52490810 695 8730 SH SHR/OTHR 01 400 8330 D LEHMAN BROS HLDGS INC COM 52490810 9347 117260 SH SHARED 02 117260 D LEHMAN BROS HLDGS INC COM 52490810 21428 268800 SH SHARED 03 268800 D LEHMAN BROS HLDGS INC COM 52490810 1594 20000 SH SHARED 04 20000 D LEHMAN BROS HLDGS INC COM 52490810 40680 510296 SH SHARED 05 358124 152172 D LEHMAN BROS HLDGS INC COM 52490810 2481 31124 SH SHARED 06 30574 550 D LEHMAN BROS HLDGS INC COM 52490810 1393 17475 SH SHARED 07 17475 D LEHMAN BROS HLDGS INC COM 52490810 2104 26400 SH SHARED 09 26400 D LEHMAN BROS HLDGS INC COM 52490810 11137 139711 SH SHARED 10 139711 D LENNAR CORP NOTE 4/0 526057AF 55947 80500000 PRN SHARED 80500000 D LENNAR CORP CL A 52605710 23248 488416 SH SHARED 488416 D LENNAR CORP CL A 52605710 2195 46123 SH SHARED 01 46123 D LENNAR CORP CL A 52605710 3980 83626 SH SHARED 02 83626 D LENNAR CORP CL A 52605710 61 1300 SH SHARED 06 1000 300 D LENNAR CORP CL B 52605730 12989 296559 SH SHARED 296559 D LENNAR CORP CL B 52605730 841 19217 SH SHARED 01 19217 D LENNOX INTL INC COM 52610710 1664 111403 SH SHARED 111403 D LENNOX INTL INC COM 52610710 383 25702 SH SHARED 01 25702 D LENNOX INTL INC COM 52610710 23 1589 SH SHARED 02 1589 D LEUCADIA NATL CORP COM 52728810 16806 296673 SH SHARED 296673 D LEUCADIA NATL CORP COM 52728810 2198 38813 SH SHARED 01 26413 12400 D LEUCADIA NATL CORP COM 52728810 1850 32674 SH SHARED 02 32674 D LEUCADIA NATL CORP COM 52728810 5840 103100 SH SHARED 10 103100 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 9/1 52729NAG 1070 2000000 PRN SHARED 2000000 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 9/1 52729NAG 1 3250 PRN SHARED 01 3250 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS 505 1000000 PRN SHARED 1000000 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS 3 6000 PRN SHARED 01 6000 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS 45 90000 PRN SHARED 02 90000 D LEVEL 3 COMMUNICATIONS INC NOTE 2.875% 7/1 52729NBA 3 6000 PRN SHARED 01 6000 D LEVEL 3 COMMUNICATIONS INC NOTE 2.875% 7/1 52729NBA 112 175000 PRN SHARED 02 175000 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 4025 1554181 SH SHARED 1554181 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 1488 574535 SH SHARED 01 570835 3700 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 1570 606283 SH SHARED 02 606283 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 0 200 SH SHARED 05 200 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 10 4000 SH SHARED 06 4000 D LEVITT CORP CL A 52742P10 577 24599 SH SHARED 24599 D LEVITT CORP CL A 52742P10 16 700 SH SHARED 02 700 D LEXAR MEDIA INC COM 52886P10 1133 135142 SH SHARED 135142 D LEXAR MEDIA INC COM 52886P10 205 24492 SH SHARED 01 24492 D LEXAR MEDIA INC COM 52886P10 54 6500 SH SHARED 02 6500 D LEXICON GENETICS INC COM 52887210 261 39606 SH SHARED 39606 D LEXICON GENETICS INC COM 52887210 4 674 SH SHARED 01 674 D LEXICON GENETICS INC COM 52887210 23 3564 SH SHARED 02 3564 D LEXICON GENETICS INC COM 52887210 1122 170300 SH SHARED 04 170300 D LEXINGTON CORP PPTYS TR COM 52904310 843 38849 SH SHARED 38849 D LEXINGTON CORP PPTYS TR COM 52904310 1296 59700 SH SHARED 01 59700 D LEXINGTON CORP PPTYS TR COM 52904310 2 99 SH SHARED 02 99 D LEXINGTON CORP PPTYS TR COM 52904310 8371 385600 SH SHARED 10 385600 D LEXINGTON CORP PPTYS TR COM 52904310 26527 1221900 SH SHARED 11 1221900 D LEXMARK INTL NEW CL A 52977110 46615 554881 SH SHARED 554881 D LEXMARK INTL NEW CL A 52977110 38742 461168 SH SHARED 01 459453 1700 15 D LEXMARK INTL NEW CL A 52977110 230 2740 SH SHR/OTHR 01 2740 D LEXMARK INTL NEW CL A 52977110 4540 54042 SH SHARED 02 54042 D LEXMARK INTL NEW CL A 52977110 5544 66000 SH SHARED 04 66000 D LEXMARK INTL NEW CL A 52977110 31 377 SH SHARED 05 100 277 D LEXMARK INTL NEW CL A 52977110 134 1600 SH SHARED 06 1400 200 D LEXMARK INTL NEW CL A 52977110 13091 155836 SH SHARED 10 155836 D LIBBEY INC COM 52989810 391 20917 SH SHARED 20917 D LIBBEY INC COM 52989810 54 2914 SH SHARED 01 2914 D LIBBEY INC COM 52989810 0 25 SH SHARED 02 25 D LIBERTY CORP S C COM 53037010 363 9140 SH SHARED 9140 D LIBERTY CORP S C COM 53037010 25 649 SH SHARED 01 649 D LIBERTY CORP S C COM 53037010 0 21 SH SHARED 02 21 D LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG 2213 3135000 PRN SHARED 3135000 D LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG 3 5000 PRN SHARED 01 5000 D LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG 12347 17489000 PRN SHARED 02 17489000 D LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL 35052 52950000 PRN SHARED 52950000 D LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN 1826 2000000 PRN SHARED 2000000 D LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN 3 3500 PRN SHARED 01 3500 D LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN 475 521000 PRN SHARED 02 521000 D LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR 967 1068000 PRN SHARED 02 1068000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 7 7000 PRN SHARED 01 7000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 24507 22840000 PRN SHARED 02 22840000 D LIBERTY MEDIA CORP NEW COM SER A 53071810 52 6000 SH SHARED 6000 D LIBERTY MEDIA CORP NEW COM SER A 53071810 48971 5616051 SH SHARED 5608483 7568 D LIBERTY MEDIA CORP NEW COM SER A 53071810 13014 1492476 SH SHARED 01 419466 1073010 D LIBERTY MEDIA CORP NEW COM SER A 53071810 1256 144060 SH SHR/OTHR 01 6240 137820 D LIBERTY MEDIA CORP NEW COM SER A 53071810 13408 1537621 SH SHARED 02 1537621 D LIBERTY MEDIA CORP NEW COM SER A 53071810 17 1966 SH SHARED 05 1966 D LIBERTY MEDIA CORP NEW COM SER A 53071810 781 89590 SH SHARED 06 84190 5400 D LIBERTY MEDIA CORP NEW COM SER A 53071810 34 3900 SH SHARED 07 3900 D LIBERTY MEDIA CORP NEW COM SER A 53071810 8506 975494 SH SHARED 10 975494 D LIBERTY MEDIA CORP NEW COM SER B 53071820 182 19800 SH SHARED 19800 D LIBERTY MEDIA CORP NEW COM SER B 53071820 507 55000 SH SHARED 01 55000 D LIBERTY MEDIA INTL INC COM SER A 53071910 7035 210886 SH SHARED 210508 378 D LIBERTY MEDIA INTL INC COM SER A 53071910 1960 58769 SH SHARED 01 11919 46850 D LIBERTY MEDIA INTL INC COM SER A 53071910 180 5408 SH SHR/OTHR 01 312 5096 D LIBERTY MEDIA INTL INC COM SER A 53071910 1368 41030 SH SHARED 02 41030 D LIBERTY MEDIA INTL INC COM SER A 53071910 3 118 SH SHARED 05 118 D LIBERTY MEDIA INTL INC COM SER A 53071910 55 1653 SH SHARED 06 1383 270 D LIBERTY MEDIA INTL INC COM SER A 53071910 1893 56759 SH SHARED 10 56759 D LIBERTY MEDIA INTL INC COM SER B 53071920 41 1153 SH SHARED 1153 D LIBERTY MEDIA INTL INC COM SER B 53071920 99 2750 SH SHARED 01 2750 D LIBERTY PPTY TR SH BEN INT 53117210 1791 44959 SH SHARED 44959 D LIBERTY PPTY TR SH BEN INT 53117210 6036 151522 SH SHARED 01 148522 3000 D LIBERTY PPTY TR SH BEN INT 53117210 1034 25957 SH SHARED 02 25957 D LIBERTY PPTY TR SH BEN INT 53117210 305716 7673600 SH SHARED 11 7673600 D LIEBERT CORP SDCV 8.000%11/1 531735AA 824 180000 PRN SHARED 01 180000 D LIFEWAY FOODS INC COM 53191410 11 1050 SH SHARED 1050 D LIFETIME HOAN CORP COM 53192610 75 5105 SH SHARED 5105 D LIFETIME HOAN CORP COM 53192610 2 145 SH SHARED 01 145 D LIFETIME HOAN CORP COM 53192610 4 300 SH SHARED 02 300 D LIFECELL CORP COM 53192710 500 50001 SH SHARED 50001 D LIFECELL CORP COM 53192710 41 4171 SH SHARED 01 4171 D LIFECELL CORP COM 53192710 16 1600 SH SHARED 02 1600 D LIFE TIME FITNESS INC COM 53217R20 17252 672343 SH SHARED 01 667543 4800 D LIFE TIME FITNESS INC COM 53217R20 577 22500 SH SHARED 04 22500 D LIFECORE BIOMEDICAL INC COM 53218710 43 6186 SH SHARED 6186 D LIFECORE BIOMEDICAL INC COM 53218710 10 1533 SH SHARED 01 1533 D LIFECORE BIOMEDICAL INC COM 53218710 2 400 SH SHARED 02 400 D LIFEPOINT HOSPITALS INC NOTE 4.500% 6/0 53219LAE 1089 1100000 PRN SHARED 02 1100000 D LIFEPOINT HOSPITALS INC COM 53219L10 4227 140879 SH SHARED 140879 D LIFEPOINT HOSPITALS INC COM 53219L10 2062 68719 SH SHARED 01 68719 D LIFEPOINT HOSPITALS INC COM 53219L10 269 8991 SH SHARED 02 8991 D LIFELINE SYS INC COM 53219210 177 7281 SH SHARED 7281 D LIFELINE SYS INC COM 53219210 329 13475 SH SHARED 01 13475 D LIFELINE SYS INC COM 53219210 18 762 SH SHARED 02 762 D LIGAND PHARMACEUTICALS INC NOTE 6.000%11/1 53220KAB 2788 1586000 PRN SHARED 1586000 D LIGAND PHARMACEUTICALS INC CL B 53220K20 70 7000 SH SHARED 7000 D LIGAND PHARMACEUTICALS INC CL B 53220K20 1697 169404 SH SHARED 169404 D LIGAND PHARMACEUTICALS INC CL B 53220K20 1319 131691 SH SHARED 01 131691 D LIGAND PHARMACEUTICALS INC CL B 53220K20 17795 1775985 SH SHARED 02 1775985 D LIGAND PHARMACEUTICALS INC CL B 53220K20 7617 760269 SH SHARED 04 760269 D LIGAND PHARMACEUTICALS INC CL B 53220K20 150 15000 SH SHARED 06 15000 D LIGAND PHARMACEUTICALS INC CL B 53220K20 150 15000 SH SHARED 10 15000 D LIGHTBRIDGE INC COM 53222610 0 200 SH SHARED 200 D LIGHTBRIDGE INC COM 53222610 0 28 SH SHARED 02 28 D LIHIR GOLD LTD SPONSORED ADR 53234910 11 700 SH SHARED 700 D LILLY ELI & CO COM 53245710 258 4300 SH SHARED 4300 D LILLY ELI & CO COM 53245710 422462 7035179 SH SHARED 6999438 35741 D LILLY ELI & CO COM 53245710 179383 2987239 SH SHARED 01 1177883 1270900 538456 D LILLY ELI & CO COM 53245710 8266 137662 SH SHR/OTHR 01 11540 126122 D LILLY ELI & CO COM 53245710 48945 815083 SH SHARED 02 815083 D LILLY ELI & CO COM 53245710 384 6400 SH SHARED 03 6400 D LILLY ELI & CO COM 53245710 10809 180000 SH SHARED 04 180000 D LILLY ELI & CO COM 53245710 9786 162973 SH SHARED 05 135438 27535 D LILLY ELI & CO COM 53245710 4264 71008 SH SHARED 06 69608 1400 D LILLY ELI & CO COM 53245710 704 11733 SH SHARED 07 11733 D LILLY ELI & CO COM 53245710 1068 17800 SH SHARED 09 17800 D LILLY ELI & CO COM 53245710 29147 485390 SH SHARED 10 485390 D LIMITED BRANDS INC COM 53271610 32461 1456324 SH SHARED 1245749 210575 D LIMITED BRANDS INC COM 53271610 161345 7238478 SH SHARED 01 3640326 1924000 1674152 D LIMITED BRANDS INC COM 53271610 554 24888 SH SHR/OTHR 01 4000 20888 D LIMITED BRANDS INC COM 53271610 4546 203980 SH SHARED 02 203980 D LIMITED BRANDS INC COM 53271610 45 2029 SH SHARED 05 600 1429 D LIMITED BRANDS INC COM 53271610 86 3900 SH SHARED 06 3900 D LIMITED BRANDS INC COM 53271610 4045 181485 SH SHARED 10 181485 D LIN TV CORP CL A 53277410 15 800 SH SHARED 800 D LIN TV CORP CL A 53277410 1482 76104 SH SHARED 76104 D LIN TV CORP CL A 53277410 393 20200 SH SHARED 01 20200 D LIN TV CORP CL A 53277410 145 7463 SH SHARED 02 7463 D LIN TV CORP CL A 53277410 1168 60000 SH SHARED 04 60000 D LINCARE HLDGS INC COM 53279110 7645 257343 SH SHARED 253543 3800 D LINCARE HLDGS INC COM 53279110 13347 449253 SH SHARED 01 448978 275 D LINCARE HLDGS INC COM 53279110 2408 81068 SH SHARED 02 81068 D LINCARE HLDGS INC COM 53279110 29 1000 SH SHARED 06 1000 D LINCARE HLDGS INC COM 53279110 64 2170 SH SHARED 10 2170 D LINCOLN ELEC HLDGS INC COM 53390010 896 28592 SH SHARED 28592 D LINCOLN ELEC HLDGS INC COM 53390010 315 10062 SH SHARED 01 10062 D LINCOLN ELEC HLDGS INC COM 53390010 66 2109 SH SHARED 02 2109 D LINCOLN NATL CORP IND COM 53418710 394 8400 SH SHARED 8400 D LINCOLN NATL CORP IND COM 53418710 65549 1394675 SH SHARED 1394675 D LINCOLN NATL CORP IND COM 53418710 11566 246088 SH SHARED 01 167864 78224 D LINCOLN NATL CORP IND COM 53418710 927 19724 SH SHR/OTHR 01 19724 D LINCOLN NATL CORP IND COM 53418710 8049 171257 SH SHARED 02 171257 D LINCOLN NATL CORP IND COM 53418710 799 17000 SH SHARED 04 17000 D LINCOLN NATL CORP IND COM 53418710 9 200 SH SHARED 05 200 D LINCOLN NATL CORP IND COM 53418710 216 4596 SH SHARED 06 4096 500 D LINCOLN NATL CORP IND COM 53418710 2831 60254 SH SHARED 10 60254 D LINDSAY MFG CO COM 53555510 190 7085 SH SHARED 7085 D LINDSAY MFG CO COM 53555510 18 675 SH SHARED 01 675 D LINDSAY MFG CO COM 53555510 12 462 SH SHARED 02 462 D LINEAR TECHNOLOGY CORP COM 53567810 54385 1500705 SH SHARED 1498605 2100 D 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SHR/OTHR 01 1400 D MACROMEDIA INC COM 55610010 639 31859 SH SHARED 02 31859 D MACROMEDIA INC COM 55610010 2811 140000 SH SHARED 04 140000 D MACRONIX INTL LTD SPONSORED ADR 55610310 222 99432 SH SHARED 99432 D MADDEN STEVEN LTD COM 55626910 124 7069 SH SHARED 7069 D MADDEN STEVEN LTD COM 55626910 43 2470 SH SHARED 01 2470 D MADDEN STEVEN LTD COM 55626910 7 420 SH SHARED 02 420 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 27676 757019 SH SHARED 757019 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 354 9700 SH SHARED 01 9700 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 18 500 SH SHARED 02 500 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 1306 23758 SH SHARED 23758 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 359 6542 SH SHARED 01 6542 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 11 200 SH SHARED 02 200 D MAGMA DESIGN AUTOMATION COM 55918110 543 36037 SH SHARED 36037 D MAGMA DESIGN AUTOMATION COM 55918110 70 4661 SH SHARED 01 4661 D MAGMA DESIGN AUTOMATION COM 55918110 36 2406 SH SHARED 02 2406 D MAGNA ENTMT CORP CL A 55921110 1286 235970 SH SHARED 235970 D MAGNA ENTMT CORP CL A 55921110 4 747 SH SHARED 01 747 D MAGNA ENTMT CORP CL A 55921110 41 7603 SH SHARED 02 7603 D MAGNA INTL INC CL A 55922240 13547 182878 SH SHARED 182878 D MAGNA INTL INC CL A 55922240 102 1382 SH SHARED 01 1382 D MAGNA INTL INC CL A 55922240 3210 43341 SH SHARED 02 43341 D MAGNA INTL INC CL A 55922240 7 101 SH SHARED 05 101 D MAGNA INTL INC CL A 55922240 18 250 SH SHARED 06 250 D MAGNETEK INC COM 55942410 106 14276 SH SHARED 14276 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 3 7742 SH SHARED 02 7742 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 951 82436 SH SHARED 82436 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 4986 432084 SH SHARED 01 432084 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 11 1010 SH SHARED 02 1010 D MAGUIRE PPTYS INC COM 55977510 2439 100348 SH SHARED 100348 D MAGUIRE PPTYS INC COM 55977510 38 1600 SH SHARED 01 1600 D MAGUIRE PPTYS INC COM 55977510 36 1500 SH SHARED 02 1500 D MAGUIRE PPTYS INC COM 55977510 940 38700 SH SHARED 11 38700 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 12659 619360 SH SHARED 619360 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 14 700 SH SHARED 01 700 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 10384 508050 SH SHARED 04 508050 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 322 15800 SH SHARED 05 14000 1800 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 4251 208000 SH SHARED 06 208000 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 325 46165 SH SHARED 46165 D MAIN STR BKS INC NEW COM 56034R10 280 9175 SH SHARED 9175 D MAIN STR BKS INC NEW COM 56034R10 4 146 SH SHARED 01 146 D MAIN STR BKS INC NEW COM 56034R10 0 28 SH SHARED 02 28 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 107 5238 SH SHARED 5238 D MAIR HOLDINGS INC COM 56063510 70 8614 SH SHARED 8614 D MAIR HOLDINGS INC COM 56063510 17 2136 SH SHARED 01 2136 D MAIR HOLDINGS INC COM 56063510 0 23 SH SHARED 02 23 D MALAYSIA FD INC COM 56090510 84 14781 SH SHARED 801 13980 D MAMMA COM INC COM 56150Q10 294 46332 SH SHARED 46332 D MANAGED MUNS PORTFOLIO INC COM 56166210 55 5128 SH SHARED 01 5128 D MANDALAY RESORT GROUP DBCV 3/2 562567AK 35275 25000000 PRN SHARED 25000000 D MANDALAY RESORT GROUP DBCV 3/2 562567AK 23006 16305000 PRN SHARED 02 16305000 D MANDALAY RESORT GROUP COM 56256710 104466 1521728 SH SHARED 1521728 D MANDALAY RESORT GROUP COM 56256710 1312 19112 SH SHARED 01 19112 D MANDALAY RESORT GROUP COM 56256710 23933 348632 SH SHARED 02 348632 D MANHATTAN ASSOCS INC COM 56275010 1244 50956 SH SHARED 50956 D MANHATTAN ASSOCS INC COM 56275010 247 10140 SH SHARED 01 10140 D MANHATTAN ASSOCS INC COM 56275010 197 8100 SH SHARED 02 8100 D MANITOWOC INC COM 56357110 650 18340 SH SHARED 18340 D MANITOWOC INC COM 56357110 2190 61778 SH SHARED 01 61778 D MANITOWOC INC COM 56357110 2372 66907 SH SHARED 02 66907 D MANNATECH INC COM 56377110 237 16914 SH SHARED 16914 D MANNATECH INC COM 56377110 12 859 SH SHARED 02 859 D MANNING GREG AUCTIONS INC COM 56382310 147 13157 SH SHARED 13157 D MANNING GREG AUCTIONS INC COM 56382310 29 2640 SH SHARED 01 2640 D MANNING GREG AUCTIONS INC COM 56382310 2 200 SH SHARED 02 200 D MANOR CARE INC NEW COM 56405510 191 6400 SH SHARED 6400 D MANOR CARE INC NEW COM 56405510 15849 529020 SH SHARED 529020 D MANOR CARE INC NEW COM 56405510 4359 145508 SH SHARED 01 138508 7000 D MANOR CARE INC NEW COM 56405510 1328 44331 SH SHARED 02 44331 D MANOR CARE INC NEW COM 56405510 1504 50226 SH SHARED 10 50226 D MANPOWER INC DBCV 8/1 56418HAC 1575 2431000 PRN SHARED 02 2431000 D MANPOWER INC COM 56418H10 10305 231625 SH SHARED 231625 D MANPOWER INC COM 56418H10 3378 75930 SH SHARED 01 74430 1500 D MANPOWER INC COM 56418H10 1282 28827 SH SHARED 02 28827 D MANPOWER INC COM 56418H10 28 650 SH SHARED 06 650 D MANPOWER INC COM 56418H10 1481 33290 SH SHARED 10 33290 D MANTECH INTL CORP CL A 56456310 1562 83443 SH SHARED 83443 D MANTECH INTL CORP CL A 56456310 98 5258 SH SHARED 01 5258 D MANTECH INTL CORP CL A 56456310 13 704 SH SHARED 02 704 D MANUFACTURED HOME CMNTYS INC COM 56468210 526 15837 SH SHARED 15837 D MANUFACTURED HOME CMNTYS INC COM 56468210 1217 36630 SH SHARED 01 36630 D MANUFACTURED HOME CMNTYS INC COM 56468210 8 269 SH SHARED 02 269 D MAPICS INC COM 56491010 250 27680 SH SHARED 27680 D MAPICS INC COM 56491010 26 2906 SH SHARED 01 2906 D MAPICS INC COM 56491010 14 1605 SH SHARED 02 1605 D MANULIFE FINL CORP COM 56501R10 84890 1938576 SH SHARED 1936176 2400 D MANULIFE FINL CORP COM 56501R10 1443 32974 SH SHARED 01 26110 6864 D MANULIFE FINL CORP COM 56501R10 14 341 SH SHR/OTHR 01 341 D MANULIFE FINL CORP COM 56501R10 68508 1564480 SH SHARED 02 1564480 D MANULIFE FINL CORP COM 56501R10 23 537 SH SHARED 05 537 D MANULIFE FINL CORP COM 56501R10 151 3466 SH SHARED 06 1574 1892 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 6106 6900000 PRN SHARED 6900000 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 10024 11327000 PRN SHARED 02 11327000 D MANUGISTICS GROUP INC COM 56501110 406 170598 SH SHARED 170598 D MANUGISTICS GROUP INC COM 56501110 24 10478 SH SHARED 01 10478 D MANUGISTICS GROUP INC COM 56501110 9 4005 SH SHARED 02 4005 D MAPINFO CORP COM 56510510 258 23894 SH SHARED 23894 D MAPINFO CORP COM 56510510 31 2940 SH SHARED 01 2940 D MARATHON OIL CORP COM 56584910 94 2300 SH SHARED 2300 D MARATHON OIL CORP COM 56584910 97685 2366402 SH SHARED 2366152 250 D MARATHON OIL CORP COM 56584910 5199 125946 SH SHARED 01 125946 D MARATHON OIL CORP COM 56584910 90 2201 SH SHR/OTHR 01 2201 D MARATHON OIL CORP COM 56584910 12734 308488 SH SHARED 02 308488 D MARATHON OIL CORP COM 56584910 25676 622000 SH SHARED 04 622000 D MARATHON OIL CORP COM 56584910 72 1757 SH SHARED 05 400 1357 D MARATHON OIL CORP COM 56584910 8514 206272 SH SHARED 06 138772 67500 D MARATHON OIL CORP COM 56584910 8460 204943 SH SHARED 10 204943 D MARCHEX INC CL B 56624R10 31 2558 SH SHARED 2558 D MARCHEX INC CL B 56624R10 2 200 SH SHARED 02 200 D MARCONI CORP PLC NEW SPONSORED ADR 56630M10 47 2377 SH SHARED 02 2377 D MARCUS CORP COM 56633010 225 11580 SH SHARED 11580 D MARCUS CORP COM 56633010 43 2212 SH SHARED 01 2212 D MARCUS CORP COM 56633010 7 383 SH SHARED 02 383 D MARINEMAX INC COM 56790810 235 10459 SH SHARED 10459 D MARINEMAX INC COM 56790810 9 400 SH SHARED 02 400 D MARINE PRODS CORP COM 56842710 91 5072 SH SHARED 5072 D MARINE PRODS CORP COM 56842710 25 1440 SH SHARED 01 1440 D MARINE PRODS CORP COM 56842710 8 445 SH SHARED 02 445 D MARITRANS INC COM 57036310 0 8 SH SHARED 02 8 D MARKEL CORP NOTE 6/0 570535AC 3 9000 PRN SHARED 01 9000 D MARKEL CORP NOTE 6/0 570535AC 684 1825000 PRN SHARED 02 1825000 D MARKEL CORP COM 57053510 488 1583 SH SHARED 1583 D MARKEL CORP COM 57053510 1696 5500 SH SHARED 01 5500 D MARKEL CORP COM 57053510 249 808 SH SHARED 02 808 D MARKEL CORP COM 57053510 400 1300 SH SHARED 10 1300 D MARKETWATCH INC COM 57061910 99 7989 SH SHARED 7989 D MARKETWATCH INC COM 57061910 5 403 SH SHARED 02 403 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 345 7860 SH SHARED 7860 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 85 1948 SH SHARED 01 1948 D MARLIN BUSINESS SVCS CORP COM 57115710 67 3595 SH SHARED 3595 D MARLIN BUSINESS SVCS CORP COM 57115710 4204 224100 SH SHARED 01 224100 D MARLIN BUSINESS SVCS CORP COM 57115710 3562 189884 SH SHARED 02 189884 D MARLIN BUSINESS SVCS CORP COM 57115710 581 31000 SH SHARED 05 31000 D MARSH & MCLENNAN COS INC COM 57174810 130268 2846783 SH SHARED 2796683 50100 D MARSH & MCLENNAN COS INC COM 57174810 9273 202665 SH SHARED 01 162755 39910 D MARSH & MCLENNAN COS INC COM 57174810 242 5300 SH SHR/OTHR 01 5300 D MARSH & MCLENNAN COS INC COM 57174810 14999 327793 SH SHARED 02 327793 D MARSH & MCLENNAN COS INC COM 57174810 851 18600 SH SHARED 03 18600 D MARSH & MCLENNAN COS INC COM 57174810 1343 29359 SH SHARED 05 6800 22559 D MARSH & MCLENNAN COS INC COM 57174810 559 12218 SH SHARED 06 11118 1100 D MARSH & MCLENNAN COS INC COM 57174810 41 914 SH SHARED 07 914 D MARSH & MCLENNAN COS INC COM 57174810 76452 1670724 SH SHARED 10 1670724 D MARSHALL & ILSLEY CORP COM 57183410 26801 665051 SH SHARED 665051 D MARSHALL & ILSLEY CORP COM 57183410 2842 70522 SH SHARED 01 56602 13920 D MARSHALL & ILSLEY CORP COM 57183410 3605 89459 SH SHARED 02 89459 D MARSHALL & ILSLEY CORP COM 57183410 51 1282 SH SHARED 05 1282 D MARSHALL & ILSLEY CORP COM 57183410 64 1600 SH SHARED 06 1600 D MARSHALL & ILSLEY CORP COM 57183410 3216 79823 SH SHARED 10 79823 D MARRIOTT INTL INC NEW CL A 57190320 38951 749651 SH SHARED 749651 D MARRIOTT INTL INC NEW CL A 57190320 85906 1653320 SH SHARED 01 145357 1507963 D MARRIOTT INTL INC NEW CL A 57190320 7551 145330 SH SHR/OTHR 01 145330 D MARRIOTT INTL INC NEW CL A 57190320 4601 88552 SH SHARED 02 88552 D MARRIOTT INTL INC NEW CL A 57190320 519 10000 SH SHARED 04 10000 D MARRIOTT INTL INC NEW CL A 57190320 45 870 SH SHARED 05 100 770 D MARRIOTT INTL INC NEW CL A 57190320 1664 32030 SH SHARED 06 32030 D MARRIOTT INTL INC NEW CL A 57190320 6196 119263 SH SHARED 10 119263 D MARSHALL EDWARDS INC COM 57232230 58 6590 SH SHARED 6590 D MARSHALL EDWARDS INC COM 57232230 1 133 SH SHARED 01 133 D MARSHALL EDWARDS INC COM 57232230 8 973 SH SHARED 02 973 D MARTEK BIOSCIENCES CORP COM 57290110 97 2000 SH SHARED 2000 D MARTEK BIOSCIENCES CORP COM 57290110 460 9460 SH SHARED 9460 D MARTEK BIOSCIENCES CORP COM 57290110 35939 738880 SH SHARED 01 660062 74000 4818 D MARTEK BIOSCIENCES CORP COM 57290110 94 1947 SH SHR/OTHR 01 500 1447 D MARTEK BIOSCIENCES CORP COM 57290110 215 4427 SH SHARED 02 4427 D MARTEK BIOSCIENCES CORP COM 57290110 5836 120000 SH SHARED 04 120000 D MARTEN TRANS LTD COM 57307510 232 13295 SH SHARED 13295 D MARTEN TRANS LTD COM 57307510 4441 254232 SH SHARED 01 254232 D MARTEN TRANS LTD COM 57307510 624 35750 SH SHARED 05 35750 D MARTHA STEWART LIVING OMNIME CL A 57308310 137 8732 SH SHARED 8732 D MARTHA STEWART LIVING OMNIME CL A 57308310 15 1000 SH SHARED 01 1000 D MARTHA STEWART LIVING OMNIME CL A 57308310 24 1582 SH SHARED 02 1582 D MARTIN MARIETTA MATLS INC COM 57328410 3571 78893 SH SHARED 78893 D MARTIN MARIETTA MATLS INC COM 57328410 1587 35072 SH SHARED 01 35072 D MARTIN MARIETTA MATLS INC COM 57328410 28 639 SH SHR/OTHR 01 639 D MARTIN MARIETTA MATLS INC COM 57328410 671 14831 SH SHARED 02 14831 D MARTIN MARIETTA MATLS INC COM 57328410 2182 48200 SH SHARED 10 48200 D MARVEL ENTERPRISES INC COM 57383M10 2335 160422 SH SHARED 160422 D MARVEL ENTERPRISES INC COM 57383M10 2597 178404 SH SHARED 01 178404 D MARVEL ENTERPRISES INC COM 57383M10 1491 102417 SH SHARED 02 102417 D MARVEL ENTERPRISES INC COM 57383M10 1568 107737 SH SHARED 10 107737 D MASCO CORP NOTE 7/2 574599AW 72537152070000 PRN SHARED 152070000 D MASCO CORP COM 57459910 42694 1236447 SH SHARED 1236447 D MASCO CORP COM 57459910 12445 360417 SH SHARED 01 337092 23325 D MASCO CORP COM 57459910 145 4220 SH SHR/OTHR 01 500 3720 D MASCO CORP COM 57459910 10797 312703 SH SHARED 02 312703 D MASCO CORP COM 57459910 7631 221000 SH SHARED 04 221000 D MASCO CORP COM 57459910 729 21118 SH SHARED 05 500 20618 D MASCO CORP COM 57459910 5295 153350 SH SHARED 06 152750 600 D MASCO CORP COM 57459910 5750 166526 SH SHARED 10 166526 D MASONITE INTL CORP COM 57538410 294 11669 SH SHARED 11669 D MASONITE INTL CORP COM 57538410 58 2331 SH SHARED 01 2331 D MASONITE INTL CORP COM 57538410 654 25922 SH SHARED 02 25922 D MASSBANK CORP READ MASS COM 57615210 0 4 SH SHARED 02 4 D MASSEY ENERGY CORP COM 57620610 1315 45455 SH SHARED 45455 D MASSEY ENERGY CORP COM 57620610 290 10050 SH SHARED 01 10050 D MASSEY ENERGY CORP COM 57620610 366 12660 SH SHARED 02 12660 D MASTEC INC COM 57632310 453 86377 SH SHARED 86377 D MASTEC INC COM 57632310 196 37488 SH SHARED 01 37488 D MASTEC INC COM 57632310 3 581 SH SHARED 02 581 D MATERIAL SCIENCES CORP COM 57667410 0 12 SH SHARED 02 12 D MATRIA HEALTHCARE INC COM NEW 57681720 286 10110 SH SHARED 10110 D MATRIA HEALTHCARE INC COM NEW 57681720 25 908 SH SHARED 01 908 D MATRIA HEALTHCARE INC COM NEW 57681720 14 503 SH SHARED 02 503 D MATRITECH INC COM 57681810 301 258100 SH SHARED 258100 D MATRIXX INITIATIVES INC COM 57685L10 58 5600 SH SHARED 5600 D MATRIXONE INC COM 57685P30 507 100241 SH SHARED 100241 D MATRIXONE INC COM 57685P30 878 173633 SH SHARED 01 173633 D MATRIXONE INC COM 57685P30 15 3011 SH SHARED 02 3011 D MATRIX SVC CO COM 57685310 160 31332 SH SHARED 31332 D MATRIX SVC CO COM 57685310 123 24058 SH SHARED 01 24058 D MATRIX SVC CO COM 57685310 5 1007 SH SHARED 02 1007 D MATSUSHITA ELEC INDL ADR 57687920 72 5400 SH SHARED 01 5400 D MATTEL INC COM 57708110 19575 1079742 SH SHARED 1076942 2800 D MATTEL INC COM 57708110 1351 74518 SH SHARED 01 74293 225 D MATTEL INC COM 57708110 6138 338594 SH SHARED 02 338594 D MATTEL INC COM 57708110 32 1779 SH SHARED 05 300 1479 D MATTEL INC COM 57708110 2224 122700 SH SHARED 06 122100 600 D MATTEL INC COM 57708110 3131 172723 SH SHARED 10 172723 D MATTHEWS INTL CORP CL A 57712810 1450 42807 SH SHARED 42807 D MATTHEWS INTL CORP CL A 57712810 582 17197 SH SHARED 01 17197 D MATTHEWS INTL CORP CL A 57712810 180 5316 SH SHARED 02 5316 D MATTSON TECHNOLOGY INC COM 57722310 456 59396 SH SHARED 59396 D MATTSON TECHNOLOGY INC COM 57722310 52 6775 SH SHARED 01 6775 D MATTSON TECHNOLOGY INC COM 57722310 14 1902 SH SHARED 02 1902 D MAUI LD & PINEAPPLE INC COM 57734510 68 2170 SH SHARED 2170 D MAUI LD & PINEAPPLE INC COM 57734510 7 250 SH SHARED 02 250 D MAXIM INTEGRATED PRODS INC COM 57772K10 68922 1629756 SH SHARED 1629756 D MAXIM INTEGRATED PRODS INC COM 57772K10 37790 893607 SH SHARED 01 886818 1500 5289 D MAXIM INTEGRATED PRODS INC COM 57772K10 15 375 SH SHR/OTHR 01 375 D MAXIM INTEGRATED PRODS INC COM 57772K10 6734 159242 SH SHARED 02 158042 1200 D MAXIM INTEGRATED PRODS INC COM 57772K10 1518 35900 SH SHARED 03 35900 D MAXIM INTEGRATED PRODS INC COM 57772K10 1164 27533 SH SHARED 05 26700 833 D MAXIM INTEGRATED PRODS INC COM 57772K10 238 5650 SH SHARED 06 5250 400 D MAXIM INTEGRATED PRODS INC COM 57772K10 13673 323326 SH SHARED 10 323326 D MAXIM PHARMACEUTICALS INC COM 57772M10 766 287069 SH SHARED 202469 84600 D MAXIM PHARMACEUTICALS INC COM 57772M10 29 11153 SH SHARED 02 11153 D MAXIM PHARMACEUTICALS INC COM 57772M10 106 40000 SH SHARED 04 40000 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 4788 4750000 PRN SHARED 4750000 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 6 6500 PRN SHARED 01 6500 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 13330 13225000 PRN SHARED 02 13225000 D MAXTOR CORP COM NEW 57772920 775 149202 SH SHARED 149202 D MAXTOR CORP COM NEW 57772920 76 14742 SH SHARED 01 14742 D MAXTOR CORP COM NEW 57772920 128 24801 SH SHARED 02 24801 D MAXWELL TECHNOLOGIES INC COM 57776710 67 6503 SH SHARED 6503 D MAXWELL TECHNOLOGIES INC COM 57776710 10 1016 SH SHARED 02 1016 D MAXYGEN INC COM 57777610 166 16813 SH SHARED 16813 D MAXYGEN INC COM 57777610 8 896 SH SHARED 01 896 D MAXYGEN INC COM 57777610 0 17 SH SHARED 02 17 D MAY DEPT STORES CO COM 57777810 32407 1264448 SH SHARED 1219573 44875 D MAY DEPT STORES CO COM 57777810 53531 2088611 SH SHARED 01 1058422 575000 455189 D MAY DEPT STORES CO COM 57777810 258 10070 SH SHR/OTHR 01 720 9350 D MAY DEPT STORES CO COM 57777810 4666 182078 SH SHARED 02 182078 D MAY DEPT STORES CO COM 57777810 24 940 SH SHARED 05 300 640 D MAY DEPT STORES CO COM 57777810 537 20979 SH SHARED 06 20979 D MAY DEPT STORES CO COM 57777810 2929 114285 SH SHARED 10 114285 D MAVERICK TUBE CORP NOTE 4.000% 6/1 577914AA 10751 7900000 PRN SHARED 7900000 D MAVERICK TUBE CORP COM 57791410 2210 71752 SH SHARED 71752 D MAVERICK TUBE CORP COM 57791410 1472 47784 SH SHARED 01 47784 D MAVERICK TUBE CORP COM 57791410 65 2112 SH SHARED 02 2112 D MAXIMUS INC COM 57793310 673 23377 SH SHARED 23377 D MAXIMUS INC COM 57793310 652 22640 SH SHARED 01 22640 D MAXIMUS INC COM 57793310 0 4 SH SHARED 02 4 D MAYORS JEWELERS INC DEL COM 57846210 0 167 SH SHARED 167 D MAYTAG CORP COM 57859210 176 9600 SH SHARED 9600 D MAYTAG CORP COM 57859210 10025 545741 SH SHARED 545741 D MAYTAG CORP COM 57859210 269 14670 SH SHARED 01 14670 D MAYTAG CORP COM 57859210 2116 115208 SH SHR/OTHR 01 115208 D MAYTAG CORP COM 57859210 6809 370708 SH SHARED 02 370708 D MAYTAG CORP COM 57859210 7 408 SH SHARED 05 100 308 D MAYTAG CORP COM 57859210 19 1050 SH SHARED 06 650 400 D MAYTAG CORP COM 57859210 499 27184 SH SHARED 10 27184 D MBT FINL CORP COM 57887710 167 8555 SH SHARED 8555 D MCAFEE INC COM 57906410 3220 160239 SH SHARED 160239 D MCAFEE INC COM 57906410 5491 273214 SH SHARED 01 273214 D MCAFEE INC COM 57906410 2125 105758 SH SHARED 02 105758 D MCAFEE INC COM 57906410 142 7100 SH SHARED 06 7100 D MCAFEE INC COM 57906410 291 14490 SH SHARED 10 14490 D MCCLATCHY CO CL A 57948910 828 11701 SH SHARED 11701 D MCCLATCHY CO CL A 57948910 233 3295 SH SHARED 01 3295 D MCCLATCHY CO CL A 57948910 285 4036 SH SHARED 02 4036 D MCCORMICK & CO INC COM NON VTG 57978020 11400 332003 SH SHARED 332003 D MCCORMICK & CO INC COM NON VTG 57978020 2973 86595 SH SHARED 01 86595 D MCCORMICK & CO INC COM NON VTG 57978020 2067 60207 SH SHARED 02 60207 D MCCORMICK & CO INC COM NON VTG 57978020 2431 70809 SH SHARED 10 70809 D MCDATA CORP NOTE 2.250% 2/1 580031AD 5189 5665000 PRN SHARED 02 5665000 D MCDATA CORP CL B 58003110 899 191445 SH SHARED 191445 D MCDATA CORP CL B 58003110 138 29428 SH SHARED 01 29428 D MCDATA CORP CL A 58003120 1355 269528 SH SHARED 269477 51 D MCDATA CORP CL A 58003120 269 53501 SH SHARED 01 53498 3 D MCDATA CORP CL A 58003120 6 1192 SH SHR/OTHR 01 14 1178 D MCDATA CORP CL A 58003120 126 25172 SH SHARED 02 25172 D MCDERMOTT INTL INC COM 58003710 159 13520 SH SHARED 13520 D MCDERMOTT INTL INC COM 58003710 10 901 SH SHARED 01 901 D MCDONALDS CORP COM 58013510 222365 7933118 SH SHARED 7761580 171538 D MCDONALDS CORP COM 58013510 89188 3181881 SH SHARED 01 1815971 629700 736210 D MCDONALDS CORP COM 58013510 5187 185077 SH SHR/OTHR 01 10260 174817 D MCDONALDS CORP COM 58013510 14584 520309 SH SHARED 02 520309 D MCDONALDS CORP COM 58013510 854 30487 SH SHARED 05 26200 4287 D MCDONALDS CORP COM 58013510 502 17912 SH SHARED 06 16412 1500 D MCDONALDS CORP COM 58013510 14653 522771 SH SHARED 10 522771 D MCG CAPITAL CORP COM 58047P10 460 26528 SH SHARED 26528 D MCG CAPITAL CORP COM 58047P10 633 36500 SH SHARED 01 36500 D MCG CAPITAL CORP COM 58047P10 0 8 SH SHARED 02 8 D MCGRATH RENTCORP COM 58058910 488 13361 SH SHARED 13361 D MCGRATH RENTCORP COM 58058910 134 3671 SH SHARED 01 3671 D MCGRATH RENTCORP COM 58058910 14 402 SH SHARED 02 402 D MCGRAW HILL COS INC COM 58064510 84025 1054403 SH SHARED 1054403 D MCGRAW HILL COS INC COM 58064510 169284 2124287 SH SHARED 01 891591 400200 832496 D MCGRAW HILL COS INC COM 58064510 168304 2111985 SH SHR/OTHR 01 1862745 249240 D MCGRAW HILL COS INC COM 58064510 6215 77995 SH SHARED 02 77995 D MCGRAW HILL COS INC COM 58064510 4534 56900 SH SHARED 04 56900 D MCGRAW HILL COS INC COM 58064510 775 9727 SH SHARED 05 200 9527 D MCGRAW HILL COS INC COM 58064510 3296 41367 SH SHARED 06 40867 500 D MCGRAW HILL COS INC COM 58064510 5154 64681 SH SHARED 10 64681 D MCKESSON CORP COM 58155Q10 33 1300 SH SHARED 1300 D MCKESSON CORP COM 58155Q10 19869 774636 SH SHARED 769636 5000 D MCKESSON CORP COM 58155Q10 2369 92366 SH SHARED 01 89566 2800 D MCKESSON CORP COM 58155Q10 20 800 SH SHR/OTHR 01 800 D MCKESSON CORP COM 58155Q10 4881 190317 SH SHARED 02 190317 D MCKESSON CORP COM 58155Q10 15651 610200 SH SHARED 04 610200 D MCKESSON CORP COM 58155Q10 37 1450 SH SHARED 05 348 1102 D MCKESSON CORP COM 58155Q10 2127 82950 SH SHARED 06 82950 D MCKESSON CORP COM 58155Q10 2538 98948 SH SHARED 10 98948 D MCLEODUSA INC CL A 58226670 0 11 SH SHARED 11 D MCLEODUSA INC CL A 58226670 0 80 SH SHARED 02 80 D MCMORAN EXPLORATION CO COM 58241110 981 75332 SH SHARED 75332 D MCMORAN EXPLORATION CO COM 58241110 19 1470 SH SHARED 01 1470 D MCMORAN EXPLORATION CO COM 58241110 3 302 SH SHARED 02 302 D MEADWESTVACO CORP COM 58333410 19374 607351 SH SHARED 606508 843 D MEADWESTVACO CORP COM 58333410 6020 188735 SH SHARED 01 124020 64715 D MEADWESTVACO CORP COM 58333410 2510 78704 SH SHARED 02 78704 D MEADWESTVACO CORP COM 58333410 24 781 SH SHARED 05 200 581 D MEADWESTVACO CORP COM 58333410 55 1750 SH SHARED 06 1750 D MEADWESTVACO CORP COM 58333410 5061 158666 SH SHARED 10 158666 D MEASUREMENT SPECIALTIES INC COM 58342110 155 6259 SH SHARED 6259 D MEASUREMENT SPECIALTIES INC COM 58342110 3486 140300 SH SHARED 01 140300 D MEASUREMENT SPECIALTIES INC COM 58342110 9 400 SH SHARED 02 400 D MEASUREMENT SPECIALTIES INC COM 58342110 474 19100 SH SHARED 05 19100 D MEDAREX INC COM 58391610 115 15700 SH SHARED 15700 D MEDAREX INC COM 58391610 808 109559 SH SHARED 109559 D MEDAREX INC COM 58391610 173 23482 SH SHARED 01 23482 D MEDAREX INC COM 58391610 0 120 SH SHARED 02 120 D MEDAREX INC COM 58391610 6678 905000 SH SHARED 04 905000 D MEDAREX INC COM 58391610 147 20000 SH SHARED 06 20000 D MEDAREX INC COM 58391610 147 20000 SH SHARED 10 20000 D MED-DESIGN CORP COM 58392610 0 149 SH SHARED 149 D MEDALLION FINL CORP COM 58392810 0 16 SH SHARED 02 16 D MEDCATH CORP COM 58404W10 57 3632 SH SHARED 3632 D MEDCATH CORP COM 58404W10 7 482 SH SHARED 02 482 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 37 1200 SH SHARED 1200 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 47353 1532480 SH SHARED 1524025 8455 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 6065 196295 SH SHARED 01 160342 5147 30806 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 5810 188051 SH SHR/OTHR 01 5010 183041 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 3796 122868 SH SHARED 02 122868 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1236 40000 SH SHARED 04 40000 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 52 1695 SH SHARED 05 205 1490 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 100 3260 SH SHARED 06 2899 361 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 83940 2716509 SH SHARED 10 2716509 D MEDIA GEN INC CL A 58440410 359 6432 SH SHARED 6432 D MEDIA GEN INC CL A 58440410 475 8496 SH SHARED 01 8496 D MEDIA GEN INC CL A 58440410 435 7787 SH SHARED 02 7787 D MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA 2235 2300000 PRN SHARED 2300000 D MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA 2 3000 PRN SHARED 01 3000 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 593 90905 SH SHARED 90905 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 1238 189635 SH SHARED 01 189635 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 9 1469 SH SHARED 02 1469 D MEDICAL ACTION INDS INC COM 58449L10 75 4522 SH SHARED 4522 D MEDICAL ACTION INDS INC COM 58449L10 5 302 SH SHARED 02 302 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 63 10263 SH SHARED 10263 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 1 215 SH SHARED 01 215 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 0 56 SH SHARED 02 56 D MEDICINES CO COM 58468810 91 3800 SH SHARED 3800 D MEDICINES CO COM 58468810 2703 111981 SH SHARED 102167 9814 D MEDICINES CO COM 58468810 14942 618992 SH SHARED 01 607692 11300 D MEDICINES CO COM 58468810 111 4608 SH SHARED 02 4608 D MEDICINES CO COM 58468810 8733 361800 SH SHARED 04 361800 D MEDICINES CO COM 58468810 362 15000 SH SHARED 06 15000 D MEDICINES CO COM 58468810 362 15000 SH SHARED 10 15000 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 58400 50000000 PRN SHARED 50000000 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 991 849000 PRN SHARED 02 849000 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 27 700 SH SHARED 700 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 218 5605 SH SHARED 5605 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 4232 108405 SH SHARED 01 102505 5900 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 249 6383 SH SHARED 02 6383 D MEDIMMUNE INC NOTE 1.000% 7/1 584699AE 2978 3135000 PRN SHARED 3135000 D MEDIMMUNE INC COM 58469910 213 9000 SH SHARED 9000 D MEDIMMUNE INC COM 58469910 24189 1020657 SH SHARED 1017657 3000 D MEDIMMUNE INC COM 58469910 4849 204634 SH SHARED 01 191959 10200 2475 D MEDIMMUNE INC COM 58469910 92 3904 SH SHR/OTHR 01 2100 1804 D MEDIMMUNE INC COM 58469910 4284 180790 SH SHARED 02 180790 D MEDIMMUNE INC COM 58469910 27455 1158450 SH SHARED 04 1158450 D MEDIMMUNE INC COM 58469910 1348 56900 SH SHARED 06 56100 800 D MEDIMMUNE INC COM 58469910 2639 111366 SH SHARED 10 111366 D MEDIFAST INC COM 58470H10 38 8700 SH SHARED 8700 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 22351 15522000 PRN SHARED 15522000 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 4 3000 PRN SHARED 01 3000 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 774 538000 PRN SHARED 02 538000 D MEDIS TECHNOLOGIES LTD COM 58500P10 149 13261 SH SHARED 13261 D MEDIS TECHNOLOGIES LTD COM 58500P10 14 1280 SH SHARED 02 1280 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 58537 57110000 PRN SHARED 57110000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 8 8515 PRN SHARED 01 8515 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 512 500000 PRN SHARED 02 500000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 5022 4900000 PRN SHARED 06 4900000 D MEDTRONIC INC COM 58505510 1167 22500 SH SHARED 22500 D MEDTRONIC INC COM 58505510 178041 3430475 SH SHARED 3344725 85750 D MEDTRONIC INC COM 58505510 162594 3132835 SH SHARED 01 1563477 857600 711758 D MEDTRONIC INC COM 58505510 13456 259285 SH SHR/OTHR 01 45700 213585 D MEDTRONIC INC COM 58505510 39746 765827 SH SHARED 02 765827 D MEDTRONIC INC COM 58505510 208072 4009100 SH SHARED 04 4009100 D MEDTRONIC INC COM 58505510 2001 38563 SH SHARED 05 30922 7641 D MEDTRONIC INC COM 58505510 9745 187767 SH SHARED 06 185067 2700 D MEDTRONIC INC COM 58505510 33926 653681 SH SHARED 10 653681 D MELLON FINL CORP COM 58551A10 62552 2259044 SH SHARED 2217044 42000 D MELLON FINL CORP COM 58551A10 12397 447710 SH SHARED 01 315079 132631 D MELLON FINL CORP COM 58551A10 9954 359503 SH SHR/OTHR 01 77926 281577 D MELLON FINL CORP COM 58551A10 7162 258677 SH SHARED 02 258677 D MELLON FINL CORP COM 58551A10 707 25564 SH SHARED 05 24100 1464 D MELLON FINL CORP COM 58551A10 188 6800 SH SHARED 06 6200 600 D MELLON FINL CORP COM 58551A10 4831 174468 SH SHARED 10 174468 D MEMBERWORKS INC COM 58600210 3875 147700 SH SHARED 147700 D MEMBERWORKS INC COM 58600210 111 4241 SH SHARED 4241 D MEMBERWORKS INC COM 58600210 27 1065 SH SHARED 01 1065 D MEMBERWORKS INC COM 58600210 251 9583 SH SHARED 02 9583 D MENS WEARHOUSE INC COM 58711810 2781 95751 SH SHARED 95751 D MENS WEARHOUSE INC COM 58711810 477 16437 SH SHARED 01 16437 D MENS WEARHOUSE INC COM 58711810 794 27335 SH SHARED 02 27335 D MENTOR CORP MINN COM 58718810 1244 36961 SH SHARED 36961 D MENTOR CORP MINN COM 58718810 774 23000 SH SHARED 01 23000 D MENTOR CORP MINN COM 58718810 58 1727 SH SHARED 02 1727 D MENTOR GRAPHICS CORP NOTE 6.875% 6/1 587200AB 6316 6121000 PRN SHARED 02 6121000 D MENTOR GRAPHICS CORP COM 58720010 25 2300 SH SHARED 2300 D MENTOR GRAPHICS CORP COM 58720010 1876 171126 SH SHARED 171126 D MENTOR GRAPHICS CORP COM 58720010 489 44627 SH SHARED 01 44627 D MENTOR GRAPHICS CORP COM 58720010 205 18718 SH SHARED 02 18718 D MERCANTILE BANK CORP COM 58737610 207 5965 SH SHARED 5965 D MERCANTILE BANK CORP COM 58737610 2478 71142 SH SHARED 01 71142 D MERCANTILE BANK CORP COM 58737610 3 100 SH SHARED 02 100 D MERCANTILE BANK CORP COM 58737610 294 8455 SH SHARED 05 8455 D MERCANTILE BANKSHARES CORP COM 58740510 2588 53970 SH SHARED 53970 D MERCANTILE BANKSHARES CORP COM 58740510 1715 35772 SH SHARED 01 29975 5797 D MERCANTILE BANKSHARES CORP COM 58740510 1159 24171 SH SHARED 02 24171 D MERCANTILE BANKSHARES CORP COM 58740510 3433 71600 SH SHARED 10 71600 D MERCER INTL INC SH BEN INT 58805610 5 684 SH SHARED 684 D MERCER INTL INC SH BEN INT 58805610 0 20 SH SHARED 01 20 D MERCER INTL INC SH BEN INT 58805610 3 397 SH SHARED 02 397 D MERCHANTS BANCSHARES COM 58844810 0 4 SH SHARED 02 4 D MERCK & CO INC COM 58933110 699 21200 SH SHARED 21200 D MERCK & CO INC COM 58933110 497556 15077461 SH SHARED 14870831 206630 D MERCK & CO INC COM 58933110 174399 5284841 SH SHARED 01 2740191 681600 1863050 D MERCK & CO INC COM 58933110 83204 2521363 SH SHR/OTHR 01 130375 2390988 D MERCK & CO INC COM 58933110 49671 1505206 SH SHARED 02 1505206 D MERCK & CO INC COM 58933110 22882 693400 SH SHARED 04 693400 D MERCK & CO INC COM 58933110 1177 35691 SH SHARED 05 2900 32791 D MERCK & CO INC COM 58933110 2723 82528 SH SHARED 06 79528 3000 D MERCK & CO INC COM 58933110 126482 3832801 SH SHARED 10 3832801 D MERCURY COMPUTER SYS COM 58937810 1191 44439 SH SHARED 44439 D MERCURY COMPUTER SYS COM 58937810 312 11660 SH SHARED 01 11660 D MERCURY COMPUTER SYS COM 58937810 29 1104 SH SHARED 02 1104 D MERCURY GENL CORP NEW COM 58940010 213 4046 SH SHARED 4046 D MERCURY GENL CORP NEW COM 58940010 179 3395 SH SHARED 01 3395 D MERCURY GENL CORP NEW COM 58940010 144 2726 SH SHARED 02 2726 D MERCURY INTERACTIVE CORP NOTE 4.750% 7/0 589405AB 2955 3000000 PRN SHARED 3000000 D MERCURY INTERACTIVE CORP NOTE 4.750% 7/0 589405AB 7 7500 PRN SHARED 01 7500 D MERCURY INTERACTIVE CORP NOTE 4.750% 7/0 589405AB 295 300000 PRN SHARED 02 300000 D MERCURY INTERACTIVE CORP NOTE 5/0 589405AD 6 6750 PRN SHARED 01 6750 D MERCURY INTERACTIVE CORP COM 58940510 17171 492309 SH SHARED 492309 D MERCURY INTERACTIVE CORP COM 58940510 18272 523863 SH SHARED 01 522263 1600 D MERCURY INTERACTIVE CORP COM 58940510 7173 205658 SH SHARED 02 205658 D MERCURY INTERACTIVE CORP COM 58940510 2057 59000 SH SHARED 04 59000 D MERCURY INTERACTIVE CORP COM 58940510 13 393 SH SHARED 05 393 D MERCURY INTERACTIVE CORP COM 58940510 34 1000 SH SHARED 06 750 250 D MERCURY INTERACTIVE CORP COM 58940510 1107 31751 SH SHARED 10 31751 D MEREDITH CORP COM 58943310 6113 118977 SH SHARED 118977 D MEREDITH CORP COM 58943310 1086 21150 SH SHARED 01 13150 8000 D MEREDITH CORP COM 58943310 1004 19543 SH SHARED 02 19543 D MEREDITH CORP COM 58943310 867 16882 SH SHARED 10 16882 D MERIDIAN BIOSCIENCE INC COM 58958410 7 565 SH SHARED 565 D MERIDIAN BIOSCIENCE INC COM 58958410 1 140 SH SHARED 01 140 D MERIDIAN BIOSCIENCE INC COM 58958410 15 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 502 56878 SH SHARED 56878 D MERIDIAN RESOURCE CORP COM 58977Q10 45 5100 SH SHARED 01 5100 D MERIDIAN RESOURCE CORP COM 58977Q10 0 1 SH SHARED 02 1 D MERISTAR HOSPITALITY CORP NOTE 9.500% 4/0 58984YAJ 4512 4000000 PRN SHARED 10 4000000 D MERISTAR HOSPITALITY CORP NOTE 9.500% 4/0 58984YAJ 4512 4000000 PRN SHARED 11 4000000 D MERISTAR HOSPITALITY CORP COM 58984Y10 12188 2236476 SH SHARED 2236476 D MERISTAR HOSPITALITY CORP COM 58984Y10 154 28401 SH SHARED 01 28401 D MERIT MED SYS INC COM 58988910 347 23011 SH SHARED 23011 D MERIT MED SYS INC COM 58988910 1108 73340 SH SHARED 01 73340 D MERIT MED SYS INC COM 58988910 16 1103 SH SHARED 02 1103 D MERIDIAN GOLD INC COM 58997510 15 900 SH SHARED 900 D MERIDIAN GOLD INC COM 58997510 29117 1741500 SH SHARED 01 1741500 D MERIDIAN GOLD INC COM 58997510 375 22459 SH SHARED 02 22459 D MERGE TECHNOLOGIES INC COM 58998110 195 11339 SH SHARED 11339 D MERGE TECHNOLOGIES INC COM 58998110 37 2198 SH SHARED 01 2198 D MERGE TECHNOLOGIES INC COM 58998110 8 500 SH SHARED 02 500 D MERITAGE HOMES CORP COM 59001A10 744 9477 SH SHARED 9477 D MERITAGE HOMES CORP COM 59001A10 107 1368 SH SHARED 01 1368 D MERITAGE HOMES CORP COM 59001A10 81 1043 SH SHARED 02 1043 D MERIX CORP COM 59004910 1013 97812 SH SHARED 97812 D MERIX CORP COM 59004910 6 652 SH SHARED 01 652 D MERIX CORP COM 59004910 18 1833 SH SHARED 02 1833 D MERRILL LYNCH & CO INC NOTE 5/2 590188A6 41824 76045000 PRN SHARED 76045000 D MERRILL LYNCH & CO INC NOTE 5/2 590188A6 14230 25874000 PRN SHARED 02 25874000 D MERRILL LYNCH & CO INC FRNT 3/1 590188A7 86791 87315000 PRN SHARED 87315000 D MERRILL LYNCH & CO INC FRNT 3/1 590188A7 5538 5572000 PRN SHARED 02 5572000 D MERRILL LYNCH & CO INC COM 59018810 273610 5503018 SH SHARED 5410795 92223 D MERRILL LYNCH & CO INC COM 59018810 129970 2614045 SH SHARED 01 1378893 506900 728252 D MERRILL LYNCH & CO INC COM 59018810 3331 67015 SH SHR/OTHR 01 13035 53980 D MERRILL LYNCH & CO INC COM 59018810 23420 471056 SH SHARED 02 471056 D MERRILL LYNCH & CO INC COM 59018810 2585 52000 SH SHARED 04 52000 D MERRILL LYNCH & CO INC COM 59018810 925 18623 SH SHARED 05 15420 3203 D MERRILL LYNCH & CO INC COM 59018810 793 15958 SH SHARED 06 14558 1400 D MERRILL LYNCH & CO INC COM 59018810 59 1200 SH SHARED 07 1200 D MERRILL LYNCH & CO INC COM 59018810 26921 541455 SH SHARED 10 541455 D MESA AIR GROUP INC NOTE 2.482% 6/1 590479AB 5683 17222000 PRN SHARED 17222000 D MESA AIR GROUP INC COM 59047910 483 94738 SH SHARED 94738 D MESA AIR GROUP INC COM 59047910 40 7909 SH SHARED 01 7909 D MESA AIR GROUP INC COM 59047910 10 1961 SH SHARED 02 1961 D MESABI TR CTF BEN INT 59067210 1 200 SH SHARED 200 D MESTEK INC COM 59082910 0 4 SH SHARED 02 4 D METAL MGMT INC COM NEW 59109720 203 11214 SH SHARED 11214 D METAL MGMT INC COM NEW 59109720 490 27000 SH SHARED 01 27000 D METALLICA RES INC COM 59125J10 57 42500 SH SHARED 42500 D METALS USA INC COM NEW 59132420 397 22434 SH SHARED 22434 D METALS USA INC COM NEW 59132420 3 200 SH SHARED 02 200 D METASOLV INC COM 59139P10 2 1000 SH SHARED 01 1000 D METHANEX CORP COM 59151K10 159 10572 SH SHARED 10572 D METHANEX CORP COM 59151K10 7 500 SH SHARED 01 500 D METHANEX CORP COM 59151K10 68 4532 SH SHARED 02 4532 D METHODE ELECTRS INC COM 59152020 267 20949 SH SHARED 20949 D METHODE ELECTRS INC COM 59152020 26 2100 SH SHARED 01 2100 D METHODE ELECTRS INC COM 59152020 20 1634 SH SHARED 02 1634 D METLIFE INC COM 59156R10 160253 4146270 SH SHARED 4138270 8000 D METLIFE INC COM 59156R10 105853 2738762 SH SHARED 01 706864 1859500 172398 D METLIFE INC COM 59156R10 11204 289891 SH SHARED 02 289891 D METLIFE INC COM 59156R10 9596 248300 SH SHARED 03 248300 D METLIFE INC COM 59156R10 5565 144000 SH SHARED 04 144000 D METLIFE INC COM 59156R10 19197 496695 SH SHARED 05 429916 66779 D METLIFE INC COM 59156R10 6613 171100 SH SHARED 06 170200 900 D METLIFE INC COM 59156R10 1625 42059 SH SHARED 07 42059 D METLIFE INC COM 59156R10 2206 57100 SH SHARED 09 57100 D METLIFE INC COM 59156R10 10394 268947 SH SHARED 10 268947 D METRIS COS INC COM 59159810 1049 107311 SH SHARED 107311 D METRIS COS INC COM 59159810 789 80700 SH SHARED 01 80700 D METRIS COS INC COM 59159810 40 4116 SH SHARED 02 4116 D METRIS COS INC COM 59159810 4573 467634 SH SHARED 10 467634 D METRO GOLDWYN MAYER INC COM 59161010 1098 94930 SH SHARED 94930 D METRO GOLDWYN MAYER INC COM 59161010 171 14804 SH SHARED 01 14804 D METRO GOLDWYN MAYER INC COM 59161010 7493 647634 SH SHARED 02 647634 D METRO GOLDWYN MAYER INC COM 59161010 578 50000 SH SHARED 04 50000 D METRO ONE TELECOMMUNICATIONS COM 59163F10 0 20 SH SHARED 02 20 D METROCALL HLDGS INC COM 59164X10 184 2850 SH SHARED 2850 D METROCALL HLDGS INC COM 59164X10 888 13700 SH SHARED 01 13700 D METROCALL HLDGS INC COM 59164X10 12 200 SH SHARED 02 200 D METROLOGIC INSTRS INC COM 59167610 438 27661 SH SHARED 27661 D METROLOGIC INSTRS INC COM 59167610 33 2088 SH SHARED 01 2088 D METROLOGIC INSTRS INC COM 59167610 6 402 SH SHARED 02 402 D METTLER TOLEDO INTERNATIONAL COM 59268810 877 18575 SH SHARED 16459 2116 D METTLER TOLEDO INTERNATIONAL COM 59268810 1053 22300 SH SHARED 01 22300 D METTLER TOLEDO INTERNATIONAL COM 59268810 248 5253 SH SHARED 02 5253 D MEXICO EQUITY & INCOME FD COM 59283410 3733 287154 SH SHARED 287154 D MEXICO FD INC COM 59283510 31 1662 SH SHARED 1662 D MEXICO FD INC COM 59283510 12 685 SH SHR/OTHR 01 685 D MICHAELS STORES INC COM 59408710 1688 28522 SH SHARED 28522 D MICHAELS STORES INC COM 59408710 2174 36730 SH SHARED 01 36730 D MICHAELS STORES INC COM 59408710 1363 23036 SH SHARED 02 23036 D MICHAELS STORES INC COM 59408710 23 403 SH SHARED 06 403 D MICREL INC COM 59479310 640 61544 SH SHARED 61544 D MICREL INC COM 59479310 29248 2809633 SH SHARED 01 2791183 17500 950 D MICREL INC COM 59479310 26 2500 SH SHR/OTHR 01 2500 D MICREL INC COM 59479310 222 21409 SH SHARED 02 21409 D MICRO LINEAR CORP COM 59485010 1 300 SH SHARED 300 D MICROS SYS INC COM 59490110 487 9732 SH SHARED 9732 D MICROS SYS INC COM 59490110 1897 37901 SH SHARED 01 37901 D MICROS SYS INC COM 59490110 225 4509 SH SHARED 02 4509 D MICROSOFT CORP COM 59491810 3825 138340 SH SHARED 111000 27340 D MICROSOFT CORP COM 59491810 89298 3229597 SH SHARED 1751117 1478480 D MICROSOFT CORP COM 59491810 1074510 38861129 SH SHARED 01 18505567 13047160 7308402 D MICROSOFT CORP COM 59491810 42128 1523646 SH SHR/OTHR 01 156880 1366766 D MICROSOFT CORP COM 59491810 138229 4999245 SH SHARED 02 4999245 D MICROSOFT CORP COM 59491810 15832 572600 SH SHARED 03 572600 D MICROSOFT CORP COM 59491810 454980 16455000 SH SHARED 04 16455000 D MICROSOFT CORP COM 59491810 55266 1998776 SH SHARED 05 1543384 455392 D MICROSOFT CORP COM 59491810 34598 1251306 SH SHARED 06 1112706 138600 D MICROSOFT CORP COM 59491810 4185 151380 SH SHARED 07 151380 D MICROSOFT CORP COM 59491810 5950 215200 SH SHARED 09 215200 D MICROSOFT CORP COM 59491810 145741 5270943 SH SHARED 10 5270943 D MICROVISION INC WASH COM 59496010 195 33029 SH SHARED 33029 D MICROVISION INC WASH COM 59496010 44 7500 SH SHARED 01 7500 D MICROVISION INC WASH COM 59496010 26 4437 SH SHARED 02 4437 D MICROVISION INC WASH COM 59496010 592 100000 SH SHARED 04 100000 D MICROSTRATEGY INC *W EXP 06/24/200 59497211 0 493 SH SHARED 01 493 D MICROSTRATEGY INC CL A NEW 59497240 1446 35199 SH SHARED 35199 D MICROSTRATEGY INC CL A NEW 59497240 2342 56999 SH SHARED 01 56999 D MICROSTRATEGY INC CL A NEW 59497240 33 803 SH SHARED 02 803 D MICRO THERAPEUTICS INC COM 59500W10 29 6881 SH SHARED 6881 D MICRO THERAPEUTICS INC COM 59500W10 2 505 SH SHARED 02 505 D MICROCHIP TECHNOLOGY INC COM 59501710 9281 345807 SH SHARED 345807 D MICROCHIP TECHNOLOGY INC COM 59501710 44392 1653970 SH SHARED 01 1549920 104050 D MICROCHIP TECHNOLOGY INC COM 59501710 3730 138981 SH SHARED 02 138981 D MICROCHIP TECHNOLOGY INC COM 59501710 1342 50000 SH SHARED 04 50000 D MICROCHIP TECHNOLOGY INC COM 59501710 48 1800 SH SHARED 06 1800 D MICROCHIP TECHNOLOGY INC COM 59501710 363 13550 SH SHARED 10 13550 D MICROMUSE INC COM 59509410 652 177313 SH SHARED 177313 D MICROMUSE INC COM 59509410 287 78256 SH SHARED 01 78256 D MICROMUSE INC COM 59509410 15 4111 SH SHARED 02 4111 D MICROMUSE INC COM 59509410 3680 1000000 SH SHARED 10 1000000 D MICRON TECHNOLOGY INC NOTE 2.500% 2/0 595112AG 13068 10845000 PRN SHARED 10845000 D MICRON TECHNOLOGY INC NOTE 2.500% 2/0 595112AG 22024 18278000 PRN SHARED 02 18278000 D MICRON TECHNOLOGY INC COM 59511210 18518 1539325 SH SHARED 1484324 55001 D MICRON TECHNOLOGY INC COM 59511210 21051 1749952 SH SHARED 01 1731852 5300 12800 D MICRON TECHNOLOGY INC COM 59511210 6325 525812 SH SHARED 02 525812 D MICRON TECHNOLOGY INC COM 59511210 108 9020 SH SHARED 03 9020 D MICRON TECHNOLOGY INC COM 59511210 6436 535000 SH SHARED 04 535000 D MICRON TECHNOLOGY INC COM 59511210 32 2725 SH SHARED 05 900 1825 D MICRON TECHNOLOGY INC COM 59511210 123 10236 SH SHARED 06 9436 800 D MICRON TECHNOLOGY INC COM 59511210 2475 205769 SH SHARED 10 205769 D MICROSEMI CORP COM 59513710 560 39741 SH SHARED 39741 D MICROSEMI CORP COM 59513710 4866 345125 SH SHARED 01 344300 825 D MICROSEMI CORP COM 59513710 107 7609 SH SHR/OTHR 01 7609 D MICROSEMI CORP COM 59513710 53 3816 SH SHARED 02 3816 D MICROTUNE INC DEL COM 59514P10 157 29898 SH SHARED 29898 D MICROTUNE INC DEL COM 59514P10 4236 802300 SH SHARED 01 66300 736000 D MICROTUNE INC DEL COM 59514P10 8 1700 SH SHARED 02 1700 D MICROTEK MEDICAL HLDGS INC COM 59515B10 235 73443 SH SHARED 73443 D MICROTEK MEDICAL HLDGS INC COM 59515B10 38 12030 SH SHARED 01 12030 D MICROTEK MEDICAL HLDGS INC COM 59515B10 31 9830 SH SHARED 02 9830 D MID-AMER APT CMNTYS INC COM 59522J10 538 13834 SH SHARED 13834 D MID-AMER APT CMNTYS INC COM 59522J10 272 7003 SH SHARED 01 7003 D MID-AMER APT CMNTYS INC COM 59522J10 0 1 SH SHARED 02 1 D MID-STATE BANCSHARES COM 59544010 399 15540 SH SHARED 15540 D MID-STATE BANCSHARES COM 59544010 97 3795 SH SHARED 01 3795 D MID-STATE BANCSHARES COM 59544010 0 6 SH SHARED 02 6 D MIDAS GROUP INC COM 59562610 479 29596 SH SHARED 29596 D MIDAS GROUP INC COM 59562610 456 28193 SH SHARED 01 28193 D MIDAS GROUP INC COM 59562610 1 100 SH SHARED 02 100 D MIDCAP SPDR TR UNIT SER 1 59563510 8692 80229 SH SHARED 80229 D MIDCAP SPDR TR UNIT SER 1 59563510 9787 90336 SH SHARED 01 12771 77565 D MIDCAP SPDR TR UNIT SER 1 59563510 733 6770 SH SHR/OTHR 01 6770 D MIDCAP SPDR TR UNIT SER 1 59563510 12037 111101 SH SHARED 02 111101 D MIDDLEBURG FINANCIAL CORP COM 59609410 1567 44000 SH SHR/OTHR 01 44000 D MIDDLEBY CORP COM 59627810 150 2850 SH SHARED 2850 D MIDDLEBY CORP COM 59627810 2311 43900 SH SHARED 01 43900 D MIDDLEBY CORP COM 59627810 10 200 SH SHARED 02 200 D MIDDLESEX WATER CO COM 59668010 135 7540 SH SHARED 7540 D MIDDLESEX WATER CO COM 59668010 127 7134 SH SHARED 01 200 6934 D MIDDLESEX WATER CO COM 59668010 0 1 SH SHARED 02 1 D MIDLAND CO COM 59748610 153 5623 SH SHARED 5623 D MIDLAND CO COM 59748610 1247 45609 SH SHARED 01 45609 D MIDLAND CO COM 59748610 0 2 SH SHARED 02 2 D MIDWEST AIR GROUP INC COM 59791110 1 477 SH SHARED 02 477 D MIDWAY GAMES INC COM 59814810 536 54053 SH SHARED 54053 D MIDWAY GAMES INC COM 59814810 39 3997 SH SHARED 01 3997 D MIDWAY GAMES INC COM 59814810 52 5300 SH SHARED 02 5300 D MIDWEST BANC HOLDINGS INC COM 59825110 277 14459 SH SHARED 14459 D MIDWEST BANC HOLDINGS INC COM 59825110 38 2026 SH SHARED 01 2026 D MIDWEST BANC HOLDINGS INC COM 59825110 0 3 SH SHARED 02 3 D MIKOHN GAMING CORP COM 59862K10 0 113 SH SHARED 113 D MIKOHN GAMING CORP COM 59862K10 0 27 SH SHARED 01 27 D MIKOHN GAMING CORP COM 59862K10 6 1045 SH SHARED 02 1045 D MILACRON INC COM 59870910 25 8072 SH SHARED 8072 D MILACRON INC COM 59870910 0 1 SH SHARED 01 1 D MILACRON INC COM 59870910 2 646 SH SHARED 02 646 D MILLENNIUM PHARMACEUTICALS I NOTE 5.500% 1/1 599902AB 6 6000 PRN SHARED 01 6000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 184 13500 SH SHARED 13500 D MILLENNIUM PHARMACEUTICALS I COM 59990210 10916 798537 SH SHARED 795037 3500 D MILLENNIUM PHARMACEUTICALS I COM 59990210 6249 457197 SH SHARED 01 428397 27300 1500 D MILLENNIUM PHARMACEUTICALS I COM 59990210 18 1350 SH SHR/OTHR 01 1350 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1892 138473 SH SHARED 02 138473 D MILLENNIUM PHARMACEUTICALS I COM 59990210 22331 1633600 SH SHARED 04 1633600 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1794 131300 SH SHARED 06 131300 D MILLENNIUM PHARMACEUTICALS I COM 59990210 382 28000 SH SHARED 10 28000 D MILLENNIUM CHEMICALS INC COM 59990310 4608 217282 SH SHARED 217182 100 D MILLENNIUM CHEMICALS INC COM 59990310 31 1499 SH SHARED 01 1499 D MILLENNIUM CHEMICALS INC COM 59990310 5523 260418 SH SHARED 02 260418 D MILLEA HOLDINGS INC ADR 60032R10 24 386 SH SHARED 386 D MILLEA HOLDINGS INC ADR 60032R10 10 167 SH SHARED 01 167 D MILLENNIUM CELL INC COM 60038B10 0 414 SH SHARED 414 D MILLENNIUM CELL INC COM 60038B10 0 3 SH SHARED 01 3 D MILLER HERMAN INC COM 60054410 483 19615 SH SHARED 19615 D MILLER HERMAN INC COM 60054410 2516 102106 SH SHARED 01 102106 D MILLER HERMAN INC COM 60054410 683 27738 SH SHARED 02 27738 D MILLIPORE CORP COM 60107310 16536 345580 SH SHARED 345580 D MILLIPORE CORP COM 60107310 1680 35121 SH SHARED 01 33121 2000 D MILLIPORE CORP COM 60107310 4754 99353 SH SHARED 02 99353 D MILLIPORE CORP COM 60107310 791 16541 SH SHARED 10 16541 D MILLS CORP COM 60114810 2865 55251 SH SHARED 55251 D MILLS CORP COM 60114810 1107 21349 SH SHARED 01 21349 D MILLS CORP COM 60114810 758 14626 SH SHARED 02 14626 D MILLS CORP COM 60114810 4071 78500 SH SHARED 10 78500 D MILLS CORP COM 60114810 66512 1282300 SH SHARED 11 1282300 D MINDSPEED TECHNOLOGIES INC COM 60268210 116 58099 SH SHARED 58099 D MINDSPEED TECHNOLOGIES INC COM 60268210 13 6697 SH SHARED 01 4864 1833 D MINDSPEED TECHNOLOGIES INC COM 60268210 9 4949 SH SHARED 02 4949 D MINE SAFETY APPLIANCES CO COM 60272010 532 13073 SH SHARED 13073 D MINE SAFETY APPLIANCES CO COM 60272010 160 3930 SH SHARED 01 3930 D MINE SAFETY APPLIANCES CO COM 60272010 61 1498 SH SHARED 02 1498 D MINEFINDERS LTD COM 60290010 48 7000 SH SHARED 7000 D MINEFINDERS LTD COM 60290010 2411 350000 SH SHARED 01 350000 D MINERALS TECHNOLOGIES INC COM 60315810 1081 18379 SH SHARED 17839 540 D MINERALS TECHNOLOGIES INC COM 60315810 469 7969 SH SHARED 01 7969 D MINERALS TECHNOLOGIES INC COM 60315810 253 4305 SH SHARED 02 4305 D MIPS TECHNOLOGIES INC COM 60456710 182 32007 SH SHARED 32007 D MIPS TECHNOLOGIES INC COM 60456710 10 1900 SH SHARED 02 1900 D MIRAMAR MINING CORP COM 60466E10 14 11200 SH SHARED 1200 10000 D MISSION RESOURCES CORP COM 60510910 188 29984 SH SHARED 29984 D MISSION RESOURCES CORP COM 60510910 10 1615 SH SHARED 01 1615 D MISSION RESOURCES CORP COM 60510910 11 1900 SH SHARED 02 1900 D MISSION WEST PPTYS INC COM 60520310 109 10566 SH SHARED 10566 D MISSION WEST PPTYS INC COM 60520310 0 27 SH SHARED 02 27 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 53 6419 SH SHARED 6419 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 995 119340 SH SHARED 01 1281 118059 D MITSUI & CO LTD ADR 60682720 312 1856 SH SHARED 01 1856 D MOBIUS MGMT SYSTEMS INC COM 60692510 32 3600 SH SHARED 3600 D MOBIUS MGMT SYSTEMS INC COM 60692510 1 215 SH SHARED 02 215 D MOBILE MINI INC COM 60740F10 224 9046 SH SHARED 9046 D MOBILE MINI INC COM 60740F10 2 100 SH SHARED 01 100 D MOBILE MINI INC COM 60740F10 13 562 SH SHARED 02 562 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 1114 7688 SH SHARED 5688 2000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 33137 228550 SH SHARED 01 228550 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 132 917 SH SHARED 02 917 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 5756 39700 SH SHARED 04 39700 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 3402 23469 SH SHARED 05 23469 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 2665 18384 SH SHARED 12 18384 D MOBILITY ELECTRONICS INC COM 60741U10 153 18659 SH SHARED 18659 D MOBILITY ELECTRONICS INC COM 60741U10 13 1691 SH SHARED 02 1691 D MODEM MEDIA INC CL A 60753310 131 24570 SH SHARED 24570 D MODEM MEDIA INC CL A 60753310 32 6092 SH SHARED 01 6092 D MODINE MFG CO COM 60782810 1133 37643 SH SHARED 37643 D MODINE MFG CO COM 60782810 342 11364 SH SHARED 01 11364 D MODINE MFG CO COM 60782810 403 13406 SH SHARED 02 13406 D MODTECH HLDGS INC COM 60783C10 147 19555 SH SHARED 19555 D MODTECH HLDGS INC COM 60783C10 36 4848 SH SHARED 01 4848 D MODTECH HLDGS INC COM 60783C10 0 8 SH SHARED 02 8 D MOHAWK INDS INC COM 60819010 2408 30340 SH SHARED 30340 D MOHAWK INDS INC COM 60819010 6230 78475 SH SHARED 01 78475 D MOHAWK INDS INC COM 60819010 1405 17701 SH SHARED 02 17701 D MOHAWK INDS INC COM 60819010 39 500 SH SHARED 06 500 D MOLDFLOW CORP COM 60850710 2 178 SH SHARED 02 178 D MOLECULAR DEVICES CORP COM 60851C10 889 37752 SH SHARED 37752 D MOLECULAR DEVICES CORP COM 60851C10 181 7719 SH SHARED 01 7719 D MOLECULAR DEVICES CORP COM 60851C10 122 5178 SH SHARED 02 5178 D MOLINA HEALTHCARE INC COM 60855R10 264 7445 SH SHARED 7445 D MOLINA HEALTHCARE INC COM 60855R10 7 200 SH SHARED 02 200 D MOLINA HEALTHCARE INC COM 60855R10 284 8000 SH SHARED 04 8000 D MOLEX INC COM 60855410 22352 749587 SH SHARED 749587 D MOLEX INC COM 60855410 4325 145039 SH SHARED 01 132356 12683 D MOLEX INC COM 60855410 3657 122654 SH SHARED 02 122654 D MOLEX INC COM 60855410 24 816 SH SHARED 05 816 D MOLEX INC COM 60855410 1900 63741 SH SHARED 10 63741 D MOLEX INC CL A 60855420 12157 461908 SH SHARED 461908 D MOLEX INC CL A 60855420 517 19655 SH SHARED 01 3525 16130 D MOLEX INC CL A 60855420 21 823 SH SHR/OTHR 01 823 D MOLEX INC CL A 60855420 839 31900 SH SHARED 02 31900 D MONACO COACH CORP COM 60886R10 1088 50294 SH SHARED 50294 D MONACO COACH CORP COM 60886R10 3709 171326 SH SHARED 01 171326 D MONACO COACH CORP COM 60886R10 280 12949 SH SHARED 02 12949 D MONARCH CAP CORP DEL COM 60902310 0 1000 SH SHR/OTHR 01 1000 D MONARCH CASINO & RESORT INC COM 60902710 3 200 SH SHARED 02 200 D MONDAVI ROBERT CORP CL A 60920010 660 16859 SH SHARED 16859 D MONDAVI ROBERT CORP CL A 60920010 76 1965 SH SHARED 01 1965 D MONDAVI ROBERT CORP CL A 60920010 145 3721 SH SHARED 02 3721 D MONEYGRAM INTL INC COM 60935Y10 2549 149255 SH SHARED 149255 D MONEYGRAM INTL INC COM 60935Y10 1637 95900 SH SHARED 01 95900 D MONEYGRAM INTL INC COM 60935Y10 650 38112 SH SHARED 02 38112 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 363 83839 SH SHARED 83839 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 11 2663 SH SHARED 02 2663 D MONRO MUFFLER BRAKE INC COM 61023610 122 5602 SH SHARED 5602 D MONRO MUFFLER BRAKE INC COM 61023610 3 150 SH SHARED 01 150 D MONRO MUFFLER BRAKE INC COM 61023610 6 302 SH SHARED 02 302 D MONSANTO CO NEW COM 61166W10 672 18469 SH SHARED 18469 D MONSANTO CO NEW COM 61166W10 61031 1675763 SH SHARED 1382562 293201 D MONSANTO CO NEW COM 61166W10 130838 3592478 SH SHARED 01 1925483 1296100 370895 D MONSANTO CO NEW COM 61166W10 4912 134893 SH SHR/OTHR 01 19683 115210 D MONSANTO CO NEW COM 61166W10 4004 109953 SH SHARED 02 109953 D MONSANTO CO NEW COM 61166W10 3762 103300 SH SHARED 04 103300 D MONSANTO CO NEW COM 61166W10 15762 432788 SH SHARED 05 283338 149450 D MONSANTO CO NEW COM 61166W10 6070 166668 SH SHARED 06 145944 20724 D MONSANTO CO NEW COM 61166W10 968 26600 SH SHARED 07 26600 D MONSANTO CO NEW COM 61166W10 1453 39900 SH SHARED 09 39900 D MONSANTO CO NEW COM 61166W10 11338 311329 SH SHARED 10 311329 D MONSTER WORLDWIDE INC COM 61174210 6925 281063 SH SHARED 277863 3200 D MONSTER WORLDWIDE INC COM 61174210 340 13800 SH SHARED 01 13800 D MONSTER WORLDWIDE INC COM 61174210 2709 109963 SH SHARED 02 109963 D MONSTER WORLDWIDE INC COM 61174210 3080 125000 SH SHARED 04 125000 D MONSTER WORLDWIDE INC COM 61174210 167 6800 SH SHARED 06 6800 D MONSTER WORLDWIDE INC COM 61174210 2808 113967 SH SHARED 10 113967 D MONTEREY PASTA CO COM 61257010 10 2977 SH SHARED 2977 D MONTEREY PASTA CO COM 61257010 2 738 SH SHARED 01 738 D MONTGOMERY STR INCOME SECS I COM 61411510 1225 64070 SH SHARED 01 36800 27270 D MONTGOMERY STR INCOME SECS I COM 61411510 162 8500 SH SHR/OTHR 01 8500 D MOODYS CORP COM 61536910 52746 720085 SH SHARED 720085 D MOODYS CORP COM 61536910 12190 166423 SH SHARED 01 135204 31219 D MOODYS CORP COM 61536910 5657 77235 SH SHR/OTHR 01 77235 D MOODYS CORP COM 61536910 3886 53064 SH SHARED 02 53064 D MOODYS CORP COM 61536910 40 559 SH SHARED 05 100 459 D MOODYS CORP COM 61536910 1366 18650 SH SHARED 06 18650 D MOODYS CORP COM 61536910 7417 101265 SH SHARED 10 101265 D MOOG INC CL A 61539420 654 18024 SH SHARED 18024 D MOOG INC CL A 61539420 4606 126907 SH SHARED 01 126907 D MOOG INC CL A 61539420 162 4466 SH SHARED 02 4466 D MORGAN STANLEY EASTN EUR FD COM 61698810 1 42 SH SHARED 42 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 1420 155032 SH SHARED 155032 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 91 10000 SH SHR/OTHR 01 10000 D MORGAN STANLEY HIGH YIELD FD COM 61744M10 95 14713 SH SHARED 14713 D MORGAN STANLEY COM NEW 61744644 665 13500 SH SHARED 13500 D MORGAN STANLEY COM NEW 61744644 215932 4379964 SH SHARED 4308097 71867 D MORGAN STANLEY COM NEW 61744644 226080 4585811 SH SHARED 01 1102372 3024300 459139 D MORGAN STANLEY COM NEW 61744644 5183 105152 SH SHR/OTHR 01 9659 95493 D MORGAN STANLEY COM NEW 61744644 23782 482403 SH SHARED 02 482403 D MORGAN STANLEY COM NEW 61744644 100374 2036000 SH SHARED 04 2036000 D MORGAN STANLEY COM NEW 61744644 26128 529986 SH SHARED 05 456591 73395 D MORGAN STANLEY COM NEW 61744644 11149 226149 SH SHARED 06 158249 67900 D MORGAN STANLEY COM NEW 61744644 2272 46090 SH SHARED 07 46090 D MORGAN STANLEY COM NEW 61744644 3529 71600 SH SHARED 09 71600 D MORGAN STANLEY COM NEW 61744644 33017 669718 SH SHARED 10 669718 D MORGAN STANLEY INDIA INVS FD COM 61745C10 168 7384 SH SHARED 7384 D MORGAN STANLEY INDIA INVS FD COM 61745C10 0 16 SH SHARED 01 16 D MORGAN STANLEY GOVT INCOME TR 61745P10 14 1600 SH SHARED 02 1600 D MORGAN STANLEY MUN INCM OPPTN 61745P45 1 157 SH SHARED 157 D MORGAN STANLEY CA INSD MUN TR 61745P50 0 42 SH SHARED 42 D MORGAN STANLEY CA INSD MUN TR 61745P50 115 8600 SH SHARED 02 8600 D MORGAN STANLEY N Y QULTY MUN 61745P52 52 3800 SH SHARED 02 3800 D MORGAN STANLEY QULTY MUN SECS 61745P58 15 1063 SH SHARED 1063 D MORGAN STANLEY QULTY MUN SECS 61745P58 3 258 SH SHARED 01 258 D MORGAN STANLEY QULTY MUN SECS 61745P58 134 9500 SH SHARED 02 9500 D MORGAN STANLEY QLT MUN INV TR 61745P66 0 42 SH SHARED 42 D MORGAN STANLEY QLT MUN INV TR 61745P66 72 5200 SH SHARED 02 5200 D MORGAN STANLEY QUALT MUN INCM 61745P73 1 81 SH SHARED 81 D MORGAN STANLEY QUALT MUN INCM 61745P73 0 19 SH SHARED 01 19 D MORGAN STANLEY INSD MUN INCM 61745P79 1 81 SH SHARED 81 D MORGAN STANLEY INSD MUN INCM 61745P79 0 19 SH SHARED 01 19 D MORGAN STANLEY INSD MUN BD TR 61745P81 98 7000 SH SHARED 02 7000 D MORGAN STANLEY INSD CA MUN 61745P82 36 2600 SH SHARED 02 2600 D MORGAN STANLEY INSD MUN SECS 61745P83 57 4100 SH SHARED 02 4100 D MORGAN STANLEY INSD MUN TR 61745P86 116 8300 SH SHARED 02 8300 D MOTHERS WK INC COM 61990310 25 1737 SH SHARED 1737 D MOTHERS WK INC COM 61990310 6 430 SH SHARED 01 430 D MOTHERS WK INC COM 61990310 0 4 SH SHARED 02 4 D MOTOROLA INC COM 62007610 167895 9306862 SH SHARED 9193062 113800 D MOTOROLA INC COM 62007610 142212 7883180 SH SHARED 01 4638261 2802800 442119 D MOTOROLA INC COM 62007610 2749 152424 SH SHR/OTHR 01 16800 135624 D MOTOROLA INC COM 62007610 27651 1532798 SH SHARED 02 1532798 D MOTOROLA INC COM 62007610 10441 578800 SH SHARED 03 578800 D MOTOROLA INC COM 62007610 11635 645000 SH SHARED 04 645000 D MOTOROLA INC COM 62007610 14803 820578 SH SHARED 05 757050 63528 D MOTOROLA INC COM 62007610 10913 604958 SH SHARED 06 543758 61200 D MOTOROLA INC COM 62007610 1071 59400 SH SHARED 07 59400 D MOTOROLA INC COM 62007610 1639 90900 SH SHARED 09 90900 D MOTOROLA INC COM 62007610 19502 1081077 SH SHARED 10 1081077 D MOTOROLA INC EQTY UNIT 7% 62007620 626 12500 SH SHARED 01 12500 D MOTOROLA INC EQTY UNIT 7% 62007620 1 20 SH SHARED 02 20 D MOVADO GROUP INC COM 62458010 153 9051 SH SHARED 9051 D MOVADO GROUP INC COM 62458010 305 17979 SH SHARED 01 17979 D MOVADO GROUP INC COM 62458010 7 412 SH SHARED 02 412 D MOVIE GALLERY INC COM 62458110 271 15480 SH SHARED 15480 D MOVIE GALLERY INC COM 62458110 225 12858 SH SHARED 02 12858 D MPOWER HOLDING CORP COM NEW 62473L30 494 383150 SH SHARED 383150 D MUELLER INDS INC COM 62475610 1685 39248 SH SHARED 39248 D MUELLER INDS INC COM 62475610 200 4664 SH SHARED 01 2904 1760 D MUELLER INDS INC COM 62475610 43 1009 SH SHARED 02 1009 D MULTIMEDIA GAMES INC COM 62545310 1944 125477 SH SHARED 125477 D MULTIMEDIA GAMES INC COM 62545310 1628 105088 SH SHARED 01 105088 D MULTIMEDIA GAMES INC COM 62545310 18 1172 SH SHARED 02 1172 D MULTIMEDIA GAMES INC COM 62545310 124 8000 SH SHARED 05 8000 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 36 2565 SH SHARED 2565 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 9 642 SH SHARED 01 635 7 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 43 3000 SH SHR/OTHR 01 3000 D MUNIASSETS FD INC COM 62618Q10 0 63 SH SHARED 63 D MUNIASSETS FD INC COM 62618Q10 4 400 SH SHARED 02 400 D MUNI N Y INTER DURATION FD I COM 62618T10 95 7200 SH SHARED 02 7200 D MUNI INTER DURATION FD INC COM 62618U10 10 732 SH SHARED 732 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 88 3494 SH SHARED 3494 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 3 139 SH SHARED 01 139 D MUNIHOLDINGS FLA INSD FD COM 62624W10 1 67 SH SHARED 67 D MUNIHOLDINGS INSD FD II INC COM 62625A10 0 41 SH SHARED 41 D MUNIHOLDINGS INSD FD II INC COM 62625A10 14 1079 SH SHARED 02 1079 D MUNIYIELD CALIF INS FD COM 62629L10 90 6726 SH SHARED 6726 D MUNIYIELD CALIF INS FD COM 62629L10 7 536 SH SHARED 01 536 D MUNIYIELD CALIF INS FD COM 62629L10 40 3000 SH SHR/OTHR 01 3000 D MUNIYIELD CALIF INS FD COM 62629L10 184 13619 SH SHARED 02 13619 D MUNIYIELD FD INC COM 62629910 1 84 SH SHARED 84 D MUNIYIELD INSD FD INC COM 62630E10 1 126 SH SHARED 01 126 D MUNIYIELD INSD FD INC COM 62630E10 46 3219 SH SHR/OTHR 01 3219 D MUNIYIELD INSD FD INC COM 62630E10 0 60 SH SHARED 02 60 D MUNIYIELD QUALITY FD II COM 62630T10 0 63 SH SHARED 63 D MUNIYIELD N Y INSD FD INC COM 62630110 3 250 SH SHARED 250 D MUNIYIELD N Y INSD FD INC COM 62630110 393 30043 SH SHR/OTHR 01 4831 25212 D MUNIYIELD N Y INSD FD INC COM 62630110 149 11400 SH SHARED 02 11400 D MUNIYIELD QUALITY FD INC COM 62630210 2 200 SH SHARED 02 200 D MURPHY OIL CORP COM 62671710 86 1000 SH SHARED 1000 D MURPHY OIL CORP COM 62671710 7568 87223 SH SHARED 87223 D MURPHY OIL CORP COM 62671710 18829 217001 SH SHARED 01 75001 142000 D MURPHY OIL CORP COM 62671710 31905 367700 SH SHR/OTHR 01 367700 D MURPHY OIL CORP COM 62671710 3890 44838 SH SHARED 02 44838 D MURPHY OIL CORP COM 62671710 485 5600 SH SHARED 10 5600 D MUTUALFIRST FINL INC COM 62845B10 0 4 SH SHARED 02 4 D MYERS INDS INC COM 62846410 168 15431 SH SHARED 15431 D MYERS INDS INC COM 62846410 1198 109496 SH SHARED 01 109496 D MYERS INDS INC COM 62846410 20 1834 SH SHR/OTHR 01 1834 D MYERS INDS INC COM 62846410 3 362 SH SHARED 02 362 D MYKROLIS CORP COM 62852P10 592 58852 SH SHARED 58852 D MYKROLIS CORP COM 62852P10 747 74271 SH SHARED 01 72918 1353 D MYKROLIS CORP COM 62852P10 20 2010 SH SHARED 02 2010 D MYLAN LABS INC COM 62853010 16595 921978 SH SHARED 921978 D MYLAN LABS INC COM 62853010 1295 71994 SH SHARED 01 71994 D MYLAN LABS INC COM 62853010 141 7875 SH SHR/OTHR 01 450 7425 D MYLAN LABS INC COM 62853010 4189 232723 SH SHARED 02 232723 D MYLAN LABS INC COM 62853010 18 1000 SH SHARED 05 1000 D MYLAN LABS INC COM 62853010 1654 91900 SH SHARED 10 91900 D MYRIAD GENETICS INC COM 62855J10 44 2600 SH SHARED 2600 D MYRIAD GENETICS INC COM 62855J10 384 22510 SH SHARED 22510 D MYRIAD GENETICS INC COM 62855J10 26 1531 SH SHARED 01 1531 D MYRIAD GENETICS INC COM 62855J10 6 400 SH SHR/OTHR 01 400 D MYRIAD GENETICS INC COM 62855J10 285 16704 SH SHARED 02 16704 D MYRIAD GENETICS INC COM 62855J10 2667 156000 SH SHARED 04 156000 D MYOGEN INC COM 62856E10 93 11527 SH SHARED 11527 D MYOGEN INC COM 62856E10 597 73799 SH SHARED 01 67699 6100 D MYOGEN INC COM 62856E10 6 838 SH SHARED 02 838 D NBC CAP CORP COM 62872910 120 4691 SH SHARED 4691 D NBC CAP CORP COM 62872910 4 159 SH SHARED 02 159 D NBT BANCORP INC COM 62877810 566 24164 SH SHARED 24164 D NBT BANCORP INC COM 62877810 127 5421 SH SHARED 01 5421 D NBT BANCORP INC COM 62877810 4 209 SH SHARED 02 209 D NBTY INC COM 62878210 105 4900 SH SHARED 4900 D NBTY INC COM 62878210 1886 87506 SH SHARED 87506 D NBTY INC COM 62878210 1675 77700 SH SHARED 01 76950 750 D NBTY INC COM 62878210 700 32493 SH SHARED 02 32493 D NCI BUILDING SYS INC COM 62885210 66 2100 SH SHARED 2100 D NCI BUILDING SYS INC COM 62885210 453 14206 SH SHARED 14206 D NCI BUILDING SYS INC COM 62885210 2395 75100 SH SHARED 01 75100 D NCI BUILDING SYS INC COM 62885210 939 29450 SH SHARED 02 29450 D NCO GROUP INC NOTE 4.750% 4/1 628858AB 2 2000 PRN SHARED 01 2000 D NCO GROUP INC COM 62885810 512 19006 SH SHARED 19006 D NCO GROUP INC COM 62885810 3193 118500 SH SHARED 01 118500 D NCO GROUP INC COM 62885810 24 920 SH SHARED 02 920 D NCR CORP NEW COM 62886E10 719 14500 SH SHARED 14500 D NCR CORP NEW COM 62886E10 11371 229314 SH SHARED 229313 1 D NCR CORP NEW COM 62886E10 702 14176 SH SHARED 01 14176 D NCR CORP NEW COM 62886E10 22 444 SH SHR/OTHR 01 26 418 D NCR CORP NEW COM 62886E10 2671 53873 SH SHARED 02 53873 D NCR CORP NEW COM 62886E10 1239 25000 SH SHARED 04 25000 D NCR CORP NEW COM 62886E10 1590 32069 SH SHARED 10 32069 D NDS GROUP PLC SPONSORED ADR 62889110 15 572 SH SHARED 572 D NS GROUP INC COM 62891610 527 28531 SH SHARED 28531 D NS GROUP INC COM 62891610 4490 242711 SH SHARED 01 242711 D NS GROUP INC COM 62891610 0 5 SH SHARED 02 5 D NS GROUP INC COM 62891610 599 32400 SH SHARED 05 32400 D NASB FINL INC COM 62896810 83 2110 SH SHARED 2110 D NASB FINL INC COM 62896810 3 101 SH SHARED 02 101 D NEC CORP ADR 62905020 121 20285 SH SHARED 20285 D NEC CORP ADR 62905020 117 19629 SH SHARED 01 4009 15620 D NII HLDGS INC NOTE 3.500% 9/1 62913FAD 9107 5286000 PRN SHARED 02 5286000 D NII HLDGS INC CL B NEW 62913F20 20890 506935 SH SHARED 506935 D NII HLDGS INC CL B NEW 62913F20 6 165 SH SHARED 01 165 D NII HLDGS INC CL B NEW 62913F20 1014 24624 SH SHARED 02 24624 D NII HLDGS INC CL B NEW 62913F20 9092 220640 SH SHARED 10 220640 D NIC INC COM 62914B10 268 50161 SH SHARED 50161 D NIC INC COM 62914B10 19 3707 SH SHARED 01 3707 D NIC INC COM 62914B10 8 1631 SH SHARED 02 1631 D NL INDS INC COM NEW 62915640 135 7382 SH SHARED 7382 D NL INDS INC COM NEW 62915640 10 600 SH SHARED 01 600 D NL INDS INC COM NEW 62915640 0 2 SH SHARED 02 2 D NMS COMMUNICATIONS CORP COM 62924810 377 77434 SH SHARED 77434 D NMS COMMUNICATIONS CORP COM 62924810 80 16559 SH SHARED 01 16559 D NMS COMMUNICATIONS CORP COM 62924810 10 2200 SH SHARED 02 2200 D NN INC COM 62933710 124 10869 SH SHARED 10869 D NN INC COM 62933710 2 215 SH SHARED 01 215 D NN INC COM 62933710 0 3 SH SHARED 02 3 D NPS PHARMACEUTICALS INC NOTE 3.000% 6/1 62936PAB 2096 2195000 PRN SHARED 2195000 D NPS PHARMACEUTICALS INC NOTE 3.000% 6/1 62936PAB 2721 2850000 PRN SHARED 02 2850000 D NPS PHARMACEUTICALS INC COM 62936P10 65 3000 SH SHARED 3000 D NPS PHARMACEUTICALS INC COM 62936P10 1743 80059 SH SHARED 80059 D NPS PHARMACEUTICALS INC COM 62936P10 202 9310 SH SHARED 01 9310 D NPS PHARMACEUTICALS INC COM 62936P10 54 2485 SH SHARED 02 2485 D NPS PHARMACEUTICALS INC COM 62936P10 7699 353500 SH SHARED 04 353500 D NPS PHARMACEUTICALS INC COM 62936P10 392 18000 SH SHARED 06 18000 D NPS PHARMACEUTICALS INC COM 62936P10 392 18000 SH SHARED 10 18000 D NRG ENERGY INC COM NEW 62937750 533 19806 SH SHARED 19806 D NRG ENERGY INC COM NEW 62937750 22 848 SH SHR/OTHR 01 848 D NRG ENERGY INC COM NEW 62937750 277 10284 SH SHARED 02 10284 D NRG ENERGY INC COM NEW 62937750 288 10700 SH SHARED 06 10700 D NTL INC DEL COM 62940M10 27841 448556 SH SHARED 448556 D NTL INC DEL COM 62940M10 74 1200 SH SHARED 01 1200 D NTL INC DEL COM 62940M10 422 6800 SH SHARED 02 6800 D NTL INC DEL COM 62940M10 68 1100 SH SHARED 06 1100 D NTL INC DEL *W EXP 01/13/201 62940M13 1 221 SH SHARED 221 D NTL INC DEL *W EXP 01/13/201 62940M13 0 36 SH SHARED 01 36 D NTT DOCOMO INC SPONS ADR 62942M20 525 30889 SH SHARED 30889 D NTT DOCOMO INC SPONS ADR 62942M20 529 31157 SH SHARED 01 5576 25581 D NUCO2 INC COM 62942810 84 4364 SH SHARED 4364 D NUCO2 INC COM 62942810 37 1921 SH SHARED 01 1921 D NUCO2 INC COM 62942810 5 272 SH SHARED 02 272 D NUI CORP COM 62943110 191 14319 SH SHARED 14319 D NUI CORP COM 62943110 16 1217 SH SHARED 01 1217 D NUI CORP COM 62943110 20 1500 SH SHR/OTHR 01 1500 D NUI CORP COM 62943110 27 2027 SH SHARED 02 2027 D NVR INC COM 62944T10 771 1400 SH SHARED 1400 D NVR INC COM 62944T10 1465 2659 SH SHARED 2659 D NVR INC COM 62944T10 345 627 SH SHARED 01 627 D NVR INC COM 62944T10 1149 2086 SH SHARED 02 2086 D NVR INC COM 62944T10 305 554 SH SHARED 06 554 D NVR INC COM 62944T10 1344 2440 SH SHARED 10 2440 D NVE CORP COM NEW 62944520 3 100 SH SHARED 100 D NVE CORP COM NEW 62944520 36 1100 SH SHARED 02 1100 D NYMAGIC INC COM 62948410 78 3575 SH SHARED 3575 D NYMAGIC INC COM 62948410 7 357 SH SHARED 01 357 D NYMAGIC INC COM 62948410 0 1 SH SHARED 02 1 D NABI BIOPHARMACEUTICALS COM 62951910 93 7000 SH SHARED 7000 D NABI BIOPHARMACEUTICALS COM 62951910 449 33601 SH SHARED 33601 D NABI BIOPHARMACEUTICALS COM 62951910 1248 93300 SH SHARED 01 93300 D NABI BIOPHARMACEUTICALS COM 62951910 101 7560 SH SHARED 02 7560 D NABI BIOPHARMACEUTICALS COM 62951910 6257 467700 SH SHARED 04 467700 D NABORS INDS INC DBCV 2/0 629568AF 26480 40000000 PRN SHARED 40000000 D NABORS INDS INC DBCV 2/0 629568AF 900 1360000 PRN SHARED 02 1360000 D NACCO INDS INC CL A 62957910 292 3400 SH SHARED 3400 D NACCO INDS INC CL A 62957910 1601 18587 SH SHARED 18587 D NACCO INDS INC CL A 62957910 285 3310 SH SHARED 01 3310 D NACCO INDS INC CL A 62957910 0 1 SH SHARED 02 1 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 3058 143270 SH SHARED 143270 D NANOGEN INC COM 63007510 443 115797 SH SHARED 115797 D NANOGEN INC COM 63007510 27 7190 SH SHARED 01 7190 D NANOGEN INC COM 63007510 15 4061 SH SHARED 02 4061 D NANOMETRICS INC COM 63007710 905 79459 SH SHARED 79459 D NANOMETRICS INC COM 63007710 190 16734 SH SHARED 01 16734 D NANOPHASE TCHNOLOGIES CORP COM 63007910 350 68242 SH SHARED 68242 D NANOPHASE TCHNOLOGIES CORP COM 63007910 59 11543 SH SHARED 01 11543 D NAPCO SEC SYS INC COM 63040210 5 600 SH SHARED 600 D NARA BANCORP INC COM 63080P10 712 35365 SH SHARED 35365 D NARA BANCORP INC COM 63080P10 878 43597 SH SHARED 02 43597 D NASDAQ 100 TR UNIT SER 1 63110010 350352 9970181 SH SHARED 9967181 3000 D NASDAQ 100 TR UNIT SER 1 63110010 707 20125 SH SHARED 01 7400 12725 D NASDAQ 100 TR UNIT SER 1 63110010 10 300 SH SHR/OTHR 01 300 D NASDAQ 100 TR UNIT SER 1 63110010 79901 2273797 SH SHARED 02 2273797 D NASDAQ 100 TR UNIT SER 1 63110010 6246 177750 SH SHARED 10 177750 D NASH FINCH CO COM 63115810 287 9146 SH SHARED 9146 D NASH FINCH CO COM 63115810 330 10500 SH SHARED 01 8000 2500 D NASH FINCH CO COM 63115810 267 8509 SH SHARED 02 8509 D NASSDA CORP COM 63172M10 0 16 SH SHARED 02 16 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 235 16486 SH SHARED 16486 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 28 1987 SH SHARED 02 1987 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 63252530 29036 856021 SH SHARED 856021 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 63252530 5967 175937 SH SHARED 02 175937 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 607 6195 SH SHARED 6195 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 30 313 SH SHARED 01 313 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 52875 539550 SH SHARED 02 539550 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 584 125106 SH SHARED 125106 D NATIONAL BANKSHARES INC VA COM 63486510 0 4 SH SHARED 02 4 D NATIONAL BEVERAGE CORP COM 63501710 38 4713 SH SHARED 4713 D NATIONAL BEVERAGE CORP COM 63501710 105 13020 SH SHARED 01 13020 D NATIONAL BEVERAGE CORP COM 63501710 0 115 SH SHARED 02 115 D NATIONAL CITY CORP COM 63540510 141316 3659142 SH SHARED 3610617 48525 D NATIONAL CITY CORP COM 63540510 101485 2627793 SH SHARED 01 1377476 820000 430317 D NATIONAL CITY CORP COM 63540510 484 12538 SH SHR/OTHR 01 12538 D NATIONAL CITY CORP COM 63540510 12980 336113 SH SHARED 02 336113 D NATIONAL CITY CORP COM 63540510 126 3284 SH SHARED 05 600 2684 D NATIONAL CITY CORP COM 63540510 415 10750 SH SHARED 06 9950 800 D NATIONAL CITY CORP COM 63540510 12577 325673 SH SHARED 10 325673 D NATIONAL COMMERCE FINL CORP COM 63545P10 2408 70389 SH SHARED 70389 D NATIONAL COMMERCE FINL CORP COM 63545P10 2210 64605 SH SHARED 01 63605 1000 D NATIONAL COMMERCE FINL CORP COM 63545P10 25647 749702 SH SHARED 02 749702 D NATIONAL COMMERCE FINL CORP COM 63545P10 10 300 SH SHARED 05 300 D NATIONAL HEALTHCARE CORP COM 63590610 138 4875 SH SHARED 4875 D NATIONAL HEALTHCARE CORP COM 63590610 6 234 SH SHARED 01 234 D NATIONAL HEALTHCARE CORP COM 63590610 4 175 SH SHARED 02 175 D NATIONAL FINL PARTNERS CORP COM 63607P20 897 25090 SH SHARED 25090 D NATIONAL FINL PARTNERS CORP COM 63607P20 25631 716377 SH SHARED 01 711177 5200 D NATIONAL FINL PARTNERS CORP COM 63607P20 75 2098 SH SHARED 02 2098 D NATIONAL FUEL GAS CO N J COM 63618010 3234 114160 SH SHARED 114160 D NATIONAL FUEL GAS CO N J COM 63618010 918 32408 SH SHARED 01 31152 1256 D NATIONAL FUEL GAS CO N J COM 63618010 793 28024 SH SHR/OTHR 01 28024 D NATIONAL FUEL GAS CO N J COM 63618010 1552 54801 SH SHARED 02 54801 D NATIONAL GRID TRANSCO PLC SPONSORED ADR 63627410 8123 189679 SH SHARED 189679 D NATIONAL GRID TRANSCO PLC SPONSORED ADR 63627410 960 22422 SH SHARED 01 19 22403 D NATIONAL HEALTH INVS INC COM 63633D10 604 21242 SH SHARED 21242 D NATIONAL HEALTH INVS INC COM 63633D10 88 3103 SH SHARED 01 3103 D NATIONAL HEALTH INVS INC COM 63633D10 0 6 SH SHARED 02 6 D NATIONAL HEALTH INVS INC COM 63633D10 32378 1138500 SH SHARED 11 1138500 D NATIONAL INSTRS CORP COM 63651810 1306 43154 SH SHARED 40754 2400 D NATIONAL INSTRS CORP COM 63651810 722 23866 SH SHARED 01 23866 D NATIONAL INSTRS CORP COM 63651810 619 20472 SH SHARED 02 20472 D NATIONAL MED HEALTH CARD SYS COM NEW 63691830 14 700 SH SHARED 700 D NATIONAL MED HEALTH CARD SYS COM NEW 63691830 3 160 SH SHARED 02 160 D NATIONAL-OILWELL INC COM 63707110 3617 110080 SH SHARED 110080 D NATIONAL-OILWELL INC COM 63707110 1003 30526 SH SHARED 01 30526 D NATIONAL-OILWELL INC COM 63707110 11 338 SH SHR/OTHR 01 338 D NATIONAL-OILWELL INC COM 63707110 1467 44647 SH SHARED 02 44647 D NATIONAL PENN BANCSHARES INC COM 63713810 594 18596 SH SHARED 18596 D NATIONAL PENN BANCSHARES INC COM 63713810 26 836 SH SHARED 01 836 D NATIONAL PENN BANCSHARES INC COM 63713810 0 6 SH SHARED 02 6 D NATIONAL PRESTO INDS INC COM 63721510 124 2972 SH SHARED 2972 D NATIONAL PRESTO INDS INC COM 63721510 3 92 SH SHARED 01 92 D NATIONAL PRESTO INDS INC COM 63721510 0 1 SH SHARED 02 1 D NATIONAL PROCESSING INC COM 63722910 264 9985 SH SHARED 9985 D NATIONAL PROCESSING INC COM 63722910 21 803 SH SHARED 01 803 D NATIONAL PROCESSING INC COM 63722910 275 10377 SH SHARED 02 10377 D NATIONAL R V HLDGS INC COM 63727710 264 21296 SH SHARED 21296 D NATIONAL R V HLDGS INC COM 63727710 65 5280 SH SHARED 01 5280 D NATIONAL SEMICONDUCTOR CORP COM 63764010 15020 969694 SH SHARED 969694 D NATIONAL SEMICONDUCTOR CORP COM 63764010 54063 3490200 SH SHARED 01 3479500 10700 D NATIONAL SEMICONDUCTOR CORP COM 63764010 2845 183729 SH SHARED 02 183729 D NATIONAL SEMICONDUCTOR CORP COM 63764010 13 848 SH SHARED 05 848 D NATIONAL SEMICONDUCTOR CORP COM 63764010 66 4300 SH SHARED 06 3800 500 D NATIONAL SEMICONDUCTOR CORP COM 63764010 2462 158970 SH SHARED 10 158970 D NATIONAL VISION INC COM 63845P10 8 1613 SH SHARED 1613 D NATIONAL VISION INC COM 63845P10 8 1613 SH SHARED 01 1613 D NATIONAL WESTN LIFE INS CO CL A 63852210 182 1121 SH SHARED 1121 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 NATIONWIDE FINL SVCS INC CL A 63861210 2100 59832 SH SHARED 59832 D NATIONWIDE FINL SVCS INC CL A 63861210 249 7119 SH SHARED 01 6719 400 D NATIONWIDE FINL SVCS INC CL A 63861210 79 2253 SH SHR/OTHR 01 2253 D NATIONWIDE FINL SVCS INC CL A 63861210 259 7380 SH SHARED 02 7380 D NATIONWIDE HEALTH PPTYS INC COM 63862010 926 44667 SH SHARED 44667 D NATIONWIDE HEALTH PPTYS INC COM 63862010 2109 101678 SH SHARED 01 101478 200 D NATIONWIDE HEALTH PPTYS INC COM 63862010 63 3040 SH SHR/OTHR 01 3040 D NATIONWIDE HEALTH PPTYS INC COM 63862010 10 506 SH SHARED 02 506 D NATIONWIDE HEALTH PPTYS INC COM 63862010 8925 430153 SH SHARED 10 430153 D NATIONWIDE HEALTH PPTYS INC COM 63862010 38105 1836400 SH SHARED 11 1836400 D NAVISTAR FINL CORP NOTE 4.750% 4/0 638902AM 28185 28615000 PRN SHARED 28615000 D NAVISTAR FINL CORP NOTE 4.750% 4/0 638902AM 2050 2082000 PRN SHARED 02 2082000 D NAVIGATORS GROUP INC COM 63890410 269 9231 SH SHARED 9231 D NAVIGATORS GROUP INC COM 63890410 381 13064 SH SHARED 01 13064 D NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P10 8 200 SH SHARED 02 200 D NATURES SUNSHINE PRODUCTS IN COM 63902710 211 13923 SH SHARED 13923 D NATURES SUNSHINE PRODUCTS IN COM 63902710 9 627 SH SHARED 01 627 D NATURES SUNSHINE PRODUCTS IN COM 63902710 0 3 SH SHARED 02 3 D NATUZZI S P A ADR 63905A10 0 53 SH SHARED 53 D NATUS MEDICAL INC DEL COM 63905010 56 8216 SH SHARED 8216 D NATUS MEDICAL INC DEL COM 63905010 12 1764 SH SHARED 01 1764 D NAUTILUS GROUP INC COM 63910B10 1271 56272 SH SHARED 56272 D NAUTILUS GROUP INC COM 63910B10 54 2412 SH SHARED 01 2412 D NAUTILUS GROUP INC COM 63910B10 45 2000 SH SHR/OTHR 01 2000 D NAUTILUS GROUP INC COM 63910B10 678 30035 SH SHARED 02 30035 D NAVARRE CORP COM 63920810 407 28120 SH SHARED 28120 D NAVARRE CORP COM 63920810 44 3075 SH SHARED 01 3075 D NAVARRE CORP COM 63920810 14 1000 SH SHARED 02 1000 D NAVISTAR INTL CORP NEW NOTE 2.500%12/1 63934EAG 60274 47348000 PRN SHARED 47348000 D NAVISTAR INTL CORP NEW COM 63934E10 145 3900 SH SHARED 3900 D NAVISTAR INTL CORP NEW COM 63934E10 7666 206154 SH SHARED 202154 4000 D NAVISTAR INTL CORP NEW COM 63934E10 561 15100 SH SHARED 01 15100 D NAVISTAR INTL CORP NEW COM 63934E10 2057 55312 SH SHARED 02 55312 D NAVISTAR INTL CORP NEW COM 63934E10 316 8500 SH SHARED 06 8500 D NAVISTAR INTL CORP NEW COM 63934E10 869 23389 SH SHARED 10 23389 D NAVIGANT CONSULTING INC COM 63935N10 597 27226 SH SHARED 27226 D NAVIGANT CONSULTING INC COM 63935N10 2496 113700 SH SHARED 01 113700 D NAVIGANT CONSULTING INC COM 63935N10 71 3267 SH SHARED 02 3267 D NAVIGANT INTL INC COM 63935R10 387 23755 SH SHARED 23755 D NAVIGANT INTL INC COM 63935R10 63 3875 SH SHARED 01 3875 D NAVIGANT INTL INC COM 63935R10 0 3 SH SHARED 02 3 D NAVTEQ CORP COM 63936L10 203 5699 SH SHARED 02 5699 D NAVTEQ CORP COM 63936L10 53 1500 SH SHARED 06 1500 D NAVTEQ CORP COM 63936L10 260 7300 SH SHARED 10 7300 D NDCHEALTH CORP COM 63948010 1056 65836 SH SHARED 65836 D NDCHEALTH CORP COM 63948010 361 22543 SH SHARED 01 21043 1500 D NDCHEALTH CORP COM 63948010 19 1200 SH SHR/OTHR 01 1200 D NDCHEALTH CORP COM 63948010 43 2735 SH SHARED 02 2735 D NEIGHBORCARE INC COM 64015Y10 31430 1239853 SH SHARED 1239853 D NEIGHBORCARE INC COM 64015Y10 68 2702 SH SHARED 02 2702 D NEIMAN MARCUS GROUP INC CL A 64020420 74 1300 SH SHARED 1300 D NEIMAN MARCUS GROUP INC CL A 64020420 3670 63832 SH SHARED 63832 D NEIMAN MARCUS GROUP INC CL A 64020420 1247 21687 SH SHARED 01 21687 D NEIMAN MARCUS GROUP INC CL A 64020420 1145 19927 SH SHARED 02 19927 D NEIMAN MARCUS GROUP INC CL B 64020430 1206 22662 SH SHARED 22662 D NEIMAN MARCUS GROUP INC CL B 64020430 22 417 SH SHARED 01 417 D NEKTAR THERAPEUTICS COM 64026810 130 9000 SH SHARED 9000 D NEKTAR THERAPEUTICS COM 64026810 93 6457 SH SHARED 6457 D NEKTAR THERAPEUTICS COM 64026810 38 2682 SH SHARED 01 2682 D NEKTAR THERAPEUTICS COM 64026810 158 10944 SH SHARED 02 10944 D NEKTAR THERAPEUTICS COM 64026810 11446 790500 SH SHARED 04 790500 D NEKTAR THERAPEUTICS COM 64026810 246 17000 SH SHARED 06 17000 D NEKTAR THERAPEUTICS COM 64026810 246 17000 SH SHARED 10 17000 D NELNET INC CL A 64031N10 98 4416 SH SHARED 4416 D NELNET INC CL A 64031N10 120 5367 SH SHARED 02 5367 D NELSON THOMAS INC COM 64037610 382 19540 SH SHARED 19540 D NELSON THOMAS INC COM 64037610 1062 54373 SH SHARED 01 54373 D NELSON THOMAS INC COM 64037610 253 12974 SH SHARED 02 12974 D NEOFORMA COM INC COM NEW 64047550 6652 714562 SH SHARED 714562 D NEOFORMA COM INC COM NEW 64047550 27 2965 SH SHARED 01 2965 D NEOFORMA COM INC COM NEW 64047550 0 2 SH SHARED 02 2 D NEOGEN CORP COM 64049110 23 1226 SH SHARED 1226 D NEOGEN CORP COM 64049110 5 278 SH SHARED 01 278 D NEOSE TECHNOLOGIES INC COM 64052210 93 12523 SH SHARED 12523 D NEOSE TECHNOLOGIES INC COM 64052210 15 2100 SH SHARED 01 2100 D NEOSE TECHNOLOGIES INC COM 64052210 6 862 SH SHARED 02 862 D NEOWARE SYS INC COM 64065P10 116 14031 SH SHARED 14031 D NEOWARE SYS INC COM 64065P10 1 130 SH SHARED 01 130 D NEOWARE SYS INC COM 64065P10 0 16 SH SHARED 02 16 D NEOPHARM INC COM 64091910 231 27081 SH SHARED 27081 D NEOPHARM INC COM 64091910 77 9031 SH SHARED 01 9031 D NEOPHARM INC COM 64091910 14 1704 SH SHARED 02 1704 D NETBANK INC COM 64093310 387 38707 SH SHARED 38707 D NETBANK INC COM 64093310 385 38462 SH SHARED 01 38462 D NETBANK INC COM 64093310 0 13 SH SHARED 02 13 D NET2PHONE COM 64108N10 1677 520892 SH SHARED 520892 D NET2PHONE COM 64108N10 106 33123 SH SHARED 01 33123 D NET2PHONE COM 64108N10 1040 323226 SH SHARED 02 323226 D NET SERVICOS DE COMUNICACAO SPONSORED ADR 64109T10 4 2008 SH SHARED 2008 D NETFLIX COM INC COM 64110L10 726 47116 SH SHARED 47116 D NETFLIX COM INC COM 64110L10 15357 995946 SH SHARED 01 989121 6500 325 D NETFLIX COM INC COM 64110L10 13 875 SH SHR/OTHR 01 875 D NETFLIX COM INC COM 64110L10 84 5480 SH SHARED 02 5480 D NETEGRITY INC COM 64110P10 606 80801 SH SHARED 80801 D NETEGRITY INC COM 64110P10 813 108360 SH SHARED 01 108360 D NETEGRITY INC COM 64110P10 14 1991 SH SHARED 02 1991 D NETEASE COM INC SPONSORED ADR 64110W10 367 9697 SH SHARED 9697 D NETEASE COM INC SPONSORED ADR 64110W10 2430 64072 SH SHARED 02 64072 D NETGEAR INC COM 64111Q10 181 14880 SH SHARED 14880 D NETGEAR INC COM 64111Q10 1949 159500 SH SHARED 01 159500 D NETGEAR INC COM 64111Q10 169 13838 SH SHARED 02 13838 D NETGEAR INC COM 64111Q10 257 21100 SH SHARED 05 21100 D NETOPIA INC COM 64114K10 15 7319 SH SHARED 7319 D NETOPIA INC COM 64114K10 56 26334 SH SHARED 01 1021 25313 D NETMANAGE INC COM NEW 64114430 1 200 SH SHARED 200 D NETIQ CORP COM 64115P10 1568 146607 SH SHARED 146607 D NETIQ CORP COM 64115P10 291 27214 SH SHARED 01 25414 1800 D NETIQ CORP COM 64115P10 1 100 SH SHR/OTHR 01 100 D NETIQ CORP COM 64115P10 4 409 SH SHARED 02 409 D NETSCOUT SYS INC COM 64115T10 72 13692 SH SHARED 13692 D NETSCOUT SYS INC COM 64115T10 26 4955 SH SHARED 02 4955 D NETRATINGS INC COM 64116M10 267 14976 SH SHARED 14976 D NETRATINGS INC COM 64116M10 124 7000 SH SHARED 01 7000 D NETRATINGS INC COM 64116M10 3 202 SH SHARED 02 202 D NETLOGIC MICROSYSTEMS INC COM 64118B10 1071 162580 SH SHARED 04 162580 D NETWORK APPLIANCE INC COM 64120L10 38791 1682915 SH SHARED 1439676 243239 D NETWORK APPLIANCE INC COM 64120L10 7988 346559 SH SHARED 01 87418 259141 D NETWORK APPLIANCE INC COM 64120L10 152 6600 SH SHR/OTHR 01 6600 D NETWORK APPLIANCE INC COM 64120L10 4375 189818 SH SHARED 02 189818 D NETWORK APPLIANCE INC COM 64120L10 922 40000 SH SHARED 04 40000 D NETWORK APPLIANCE INC COM 64120L10 43 1900 SH SHARED 05 1900 D NETWORK APPLIANCE INC COM 64120L10 87 3800 SH SHARED 06 3300 500 D NETWORK APPLIANCE INC COM 64120L10 4126 179004 SH SHARED 10 179004 D NETWORK EQUIP TECHNOLOGIES COM 64120810 206 31264 SH SHARED 31264 D NETWORK EQUIP TECHNOLOGIES COM 64120810 2 357 SH SHARED 01 357 D NETWORK EQUIP TECHNOLOGIES COM 64120810 6 1000 SH SHR/OTHR 01 1000 D NETWORK EQUIP TECHNOLOGIES COM 64120810 6 963 SH SHARED 02 963 D NEUBERGER BERMAN CA INT MUN COM 64123C10 127 9600 SH SHARED 02 9600 D NEUROGEN CORP COM 64124E10 214 33142 SH SHARED 33142 D NEUROGEN CORP COM 64124E10 29 4643 SH SHARED 01 4643 D NEUROGEN CORP COM 64124E10 7 1200 SH SHARED 02 1200 D NEUBERGER BERMAN NY INT MUN COM 64124K10 0 63 SH SHARED 63 D NEUBERGER BERMAN INTER MUNI COM 64124P10 55 4000 SH SHARED 02 4000 D NEUROBIOLOGICAL TECHNOLOGIES COM 64124W10 7 2100 SH SHARED 2100 D NEUROBIOLOGICAL TECHNOLOGIES COM 64124W10 1039 297110 SH SHARED 01 297110 D NEUROCRINE BIOSCIENCES INC COM 64125C10 89 1900 SH SHARED 1900 D NEUROCRINE BIOSCIENCES INC COM 64125C10 295 6271 SH SHARED 6271 D NEUROCRINE BIOSCIENCES INC COM 64125C10 23615 500752 SH SHARED 01 493652 6800 300 D NEUROCRINE BIOSCIENCES INC COM 64125C10 14 297 SH SHR/OTHR 01 297 D NEUROCRINE BIOSCIENCES INC COM 64125C10 294 6239 SH SHARED 02 6239 D NEUROCRINE BIOSCIENCES INC COM 64125C10 8512 180500 SH SHARED 04 180500 D NEUROCRINE BIOSCIENCES INC COM 64125C10 235 5000 SH SHARED 06 5000 D NEUROCRINE BIOSCIENCES INC COM 64125C10 2006 42540 SH SHARED 10 42540 D NEUROCHEM INC COM 64125K10 51 3000 SH SHARED 3000 D NEUROCHEM INC COM 64125K10 8 500 SH SHARED 02 500 D NEUROCHEM INC COM 64125K10 3565 207751 SH SHARED 04 207751 D NEUBERGER BERMAN 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SHARED 811 D NEW IRELAND FUND INC COM 64567310 31 1897 SH SHARED 1897 D NEW IRELAND FUND INC COM 64567310 42 2564 SH SHARED 05 2564 D NEW JERSEY RES COM 64602510 835 20172 SH SHARED 20172 D NEW JERSEY RES COM 64602510 2945 71139 SH SHARED 01 69615 1524 D NEW JERSEY RES COM 64602510 4 108 SH SHARED 02 108 D NEW PLAN EXCEL RLTY TR INC COM 64805310 747 29901 SH SHARED 29901 D NEW PLAN EXCEL RLTY TR INC COM 64805310 2363 94532 SH SHARED 01 80032 14500 D NEW PLAN EXCEL RLTY TR INC COM 64805310 75 3000 SH SHR/OTHR 01 3000 D NEW PLAN EXCEL RLTY TR INC COM 64805310 862 34480 SH SHARED 02 34480 D NEW PLAN EXCEL RLTY TR INC COM 64805310 6217 248700 SH SHARED 10 248700 D NEW PLAN EXCEL RLTY TR INC COM 64805310 24042 961700 SH SHARED 11 961700 D NEW YORK CMNTY CAP TR V BONUSES 64944P30 12581 221700 SH SHARED 221700 D NEW YORK CMNTY BANCORP INC COM 64944510 17396 846971 SH SHARED 846971 D NEW YORK CMNTY BANCORP INC COM 64944510 1591 77475 SH SHARED 01 77326 149 D NEW YORK CMNTY BANCORP INC COM 64944510 30 1500 SH SHR/OTHR 01 1500 D NEW YORK CMNTY BANCORP INC COM 64944510 5900 287288 SH SHARED 02 287288 D NEW YORK CMNTY BANCORP INC COM 64944510 41 2000 SH SHARED 06 2000 D NEW YORK MTG TR INC COM 64960410 10 1100 SH SHARED 02 1100 D NEW YORK TIMES CO CL A 65011110 15322 391879 SH SHARED 390879 1000 D NEW YORK TIMES CO CL A 65011110 1830 46825 SH SHARED 01 38000 8825 D NEW YORK TIMES CO CL A 65011110 107 2760 SH SHR/OTHR 01 2760 D NEW YORK TIMES CO CL A 65011110 2142 54788 SH SHARED 02 54788 D NEW YORK TIMES CO CL A 65011110 273 7000 SH SHARED 04 7000 D NEW YORK TIMES CO CL A 65011110 109 2790 SH SHARED 06 2590 200 D NEW YORK TIMES CO CL A 65011110 1954 49980 SH SHARED 10 49980 D NEWALLIANCE BANCSHARES INC COM 65020310 12745 888154 SH SHARED 888154 D NEWALLIANCE BANCSHARES INC COM 65020310 154 10800 SH SHARED 02 10800 D NEWCASTLE INVT CORP COM 65105M10 8826 287502 SH SHARED 287502 D NEWCASTLE INVT CORP COM 65105M10 65 2137 SH SHARED 01 2137 D NEWCASTLE INVT CORP COM 65105M10 6 202 SH SHARED 02 202 D NEWELL RUBBERMAID INC COM 65122910 18898 943044 SH SHARED 943044 D NEWELL RUBBERMAID INC COM 65122910 794 39653 SH SHARED 01 39653 D NEWELL RUBBERMAID INC COM 65122910 3940 196630 SH SHARED 02 196630 D NEWELL RUBBERMAID INC COM 65122910 22 1106 SH SHARED 05 400 706 D NEWELL RUBBERMAID INC COM 65122910 47 2350 SH SHARED 06 2350 D NEWELL RUBBERMAID INC COM 65122910 2823 140901 SH SHARED 10 140901 D NEWFIELD EXPL CO COM 65129010 2967 48458 SH SHARED 48458 D NEWFIELD EXPL CO COM 65129010 5266 86001 SH SHARED 01 86001 D NEWFIELD EXPL CO COM 65129010 1833 29945 SH SHARED 02 29945 D NEWFIELD EXPL CO COM 65129010 165 2700 SH SHARED 06 2700 D NEWMARKET CORP COM 65158710 222 10668 SH SHARED 10668 D NEWMARKET CORP COM 65158710 885 42415 SH SHARED 01 42415 D NEWMARKET CORP COM 65158710 2 115 SH SHARED 02 115 D NEWMONT MINING CORP COM 65163910 154 3400 SH SHARED 3400 D NEWMONT MINING CORP COM 65163910 97611 2143891 SH SHARED 2085462 58429 D NEWMONT MINING CORP COM 65163910 63603 1396951 SH SHARED 01 1352441 44510 D NEWMONT MINING CORP COM 65163910 367 8063 SH SHR/OTHR 01 456 7607 D NEWMONT MINING CORP COM 65163910 8037 176541 SH SHARED 02 176541 D NEWMONT MINING CORP COM 65163910 38636 848600 SH SHARED 04 848600 D NEWMONT MINING CORP COM 65163910 76 1673 SH SHARED 05 300 1373 D NEWMONT MINING CORP COM 65163910 12136 266550 SH SHARED 06 222050 44500 D NEWMONT MINING CORP COM 65163910 6792 149188 SH SHARED 10 149188 D NEWPARK RES INC COM PAR $.01NEW 65171850 507 84544 SH SHARED 84544 D NEWPARK RES INC COM PAR $.01NEW 65171850 53 8901 SH SHARED 01 8901 D NEWPARK RES INC COM PAR $.01NEW 65171850 11 1892 SH SHARED 02 1892 D NEWPORT CORP COM 65182410 1775 154837 SH SHARED 154837 D NEWPORT CORP COM 65182410 367 32017 SH SHARED 01 32017 D NEWPORT CORP COM 65182410 181 15810 SH SHARED 02 15810 D NEWS AMER INC NOTE 2/2 652482AZ 34223 59726000 PRN SHARED 59726000 D NEWS CORP LTD ADR NEW 65248770 36 1100 SH SHARED 1100 D NEWS CORP LTD ADR NEW 65248770 83749 2547898 SH SHARED 2543798 4100 D NEWS CORP LTD ADR NEW 65248770 1529 46540 SH SHARED 01 44240 2300 D NEWS CORP LTD ADR NEW 65248770 105 3200 SH SHR/OTHR 01 200 3000 D NEWS CORP LTD ADR NEW 65248770 1906 58000 SH SHARED 02 58000 D NEWS CORP LTD ADR NEW 65248770 3287 100000 SH SHARED 04 100000 D NEWS CORP LTD ADR NEW 65248770 13735 417860 SH SHARED 12 13260 404600 D NEWS CORP LTD SP ADR PFD 65248780 94714 3023134 SH SHARED 3022186 948 D NEWS CORP LTD SP ADR PFD 65248780 628 20054 SH SHARED 01 19121 933 D NEWS CORP LTD SP ADR PFD 65248780 30 987 SH SHR/OTHR 01 3 984 D NEWS CORP LTD SP ADR PFD 65248780 40875 1304665 SH SHARED 02 1304665 D NEWTEK BUSINESS SVCS INC COM 65252610 237 60809 SH SHARED 60809 D NEWTEK BUSINESS SVCS INC COM 65252610 58 15078 SH SHARED 01 15078 D NEWTEK BUSINESS SVCS INC COM 65252610 0 20 SH SHARED 02 20 D NEXMED INC COM 65290310 0 23 SH SHARED 23 D NEXMED INC COM 65290310 0 5 SH SHARED 01 5 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 2 2500 PRN SHARED 01 2500 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 5038 5059000 PRN SHARED 02 5059000 D NEXTEL COMMUNICATIONS INC CL A 65332V10 146688 6153058 SH SHARED 5761518 391540 D NEXTEL COMMUNICATIONS INC CL A 65332V10 14707 616922 SH SHARED 01 590837 26085 D NEXTEL COMMUNICATIONS INC CL A 65332V10 240 10100 SH SHR/OTHR 01 10100 D NEXTEL COMMUNICATIONS INC CL A 65332V10 19482 817227 SH SHARED 02 817227 D NEXTEL COMMUNICATIONS INC CL A 65332V10 18311 768101 SH SHARED 05 278100 490001 D NEXTEL COMMUNICATIONS INC CL A 65332V10 372 15631 SH SHARED 06 14131 1500 D NEXTEL COMMUNICATIONS INC CL A 65332V10 24450 1025588 SH SHARED 10 1025588 D NEXTEL PARTNERS INC NOTE 1.500%11/1 65333FAM 64438 28500000 PRN SHARED 28500000 D NEXTEL PARTNERS INC NOTE 1.500%11/1 65333FAS 54187 37500000 PRN SHARED 37500000 D NEXTEL PARTNERS INC CL A 65333F10 2564 154697 SH SHARED 70697 84000 D NEXTEL PARTNERS INC CL A 65333F10 34263 2066574 SH SHARED 01 1840274 226300 D NEXTEL PARTNERS INC CL A 65333F10 2548 153695 SH SHARED 02 153695 D NEXTEL PARTNERS INC CL A 65333F10 290 17500 SH SHARED 10 17500 D NEXEN INC COM 65334H10 6846 163834 SH SHARED 163834 D NEXEN INC COM 65334H10 147 3535 SH SHARED 01 3535 D NEXEN INC COM 65334H10 2289 54787 SH SHARED 02 54787 D NEXEN INC COM 65334H10 4179 100000 SH SHARED 04 100000 D NEXSTAR BROADCASTING GROUP I CL A 65336K10 52 6215 SH SHARED 6215 D NEXSTAR BROADCASTING GROUP I CL A 65336K10 3 400 SH SHARED 02 400 D NICE SYS LTD SPONSORED ADR 65365610 844 39066 SH SHARED 39066 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 4 277 SH SHARED 277 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 0 19 SH SHARED 01 19 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 226 14000 SH SHR/OTHR 01 14000 D NICHOLAS APPLEGATE CV&INC FD COM 65370G10 47 3200 SH SHARED 3200 D NICOR INC COM 65408610 5698 155281 SH SHARED 155281 D NICOR INC COM 65408610 1277 34807 SH SHARED 01 34495 312 D NICOR INC COM 65408610 1130 30802 SH SHARED 02 30802 D NICOR INC COM 65408610 547 14920 SH SHARED 10 14920 D NIKE INC CL B 65410610 118 1500 SH SHARED 1500 D NIKE INC CL B 65410610 86715 1100454 SH SHARED 1096454 4000 D NIKE INC CL B 65410610 11967 151877 SH SHARED 01 150077 1800 D NIKE INC CL B 65410610 149 1900 SH SHR/OTHR 01 1900 D NIKE INC CL B 65410610 12659 160654 SH SHARED 02 160654 D NIKE INC CL B 65410610 89 1132 SH SHARED 05 200 932 D NIKE INC CL B 65410610 1319 16747 SH SHARED 06 3347 13400 D NIKE INC CL B 65410610 9186 116574 SH SHARED 10 116574 D 99 CENTS ONLY STORES COM 65440K10 597 41988 SH SHARED 41988 D 99 CENTS ONLY STORES COM 65440K10 286 20130 SH SHARED 01 20130 D 99 CENTS ONLY STORES COM 65440K10 11 823 SH SHR/OTHR 01 823 D 99 CENTS ONLY STORES COM 65440K10 905 63604 SH SHARED 02 63604 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 41 2084 SH SHARED 2084 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 10 516 SH SHARED 01 516 D NISOURCE INC COM 65473P10 100632 4789754 SH SHARED 4789754 D NISOURCE INC COM 65473P10 3285 156372 SH SHARED 01 126872 29500 D NISOURCE INC COM 65473P10 167 7957 SH SHR/OTHR 01 7957 D NISOURCE INC COM 65473P10 2063 98211 SH SHARED 02 98211 D NISOURCE INC COM 65473P10 18909 900000 SH SHARED 04 900000 D NISOURCE INC COM 65473P10 38 1849 SH SHARED 05 1849 D NISOURCE INC COM 65473P10 58 2800 SH SHARED 06 2800 D NISOURCE INC COM 65473P10 1882 89611 SH SHARED 10 89611 D NISSAN MOTORS SPONSORED ADR 65474440 7015 323879 SH SHARED 323879 D NISSAN MOTORS SPONSORED ADR 65474440 948 43798 SH SHARED 01 7369 36429 D NITROMED INC COM 65479850 177 7443 SH SHARED 7443 D NITROMED INC COM 65479850 328 13799 SH SHARED 01 13799 D NITROMED INC COM 65479850 7 300 SH SHARED 02 300 D NOKIA CORP SPONSORED ADR 65490220 74 5400 SH SHARED 5400 D NOKIA CORP SPONSORED ADR 65490220 71023 5176655 SH SHARED 5157180 19475 D NOKIA CORP SPONSORED ADR 65490220 112201 8177926 SH SHARED 01 3292208 1780000 3105718 D NOKIA CORP SPONSORED ADR 65490220 3636 265019 SH SHR/OTHR 01 13100 251919 D NOKIA CORP SPONSORED ADR 65490220 5638 411000 SH SHARED 02 411000 D NOKIA CORP SPONSORED ADR 65490220 2841 207100 SH SHARED 04 207100 D NOKIA CORP SPONSORED ADR 65490220 20797 1515881 SH SHARED 10 1515881 D NOBLE ENERGY INC COM 65504410 1211 20796 SH SHARED 20796 D NOBLE ENERGY INC COM 65504410 1105 18979 SH SHARED 01 18731 248 D NOBLE ENERGY INC COM 65504410 461 7925 SH SHR/OTHR 01 7925 D NOBLE ENERGY INC COM 65504410 1040 17868 SH SHARED 02 17868 D NOBLE INTL LTD COM 65505310 121 6662 SH SHARED 6662 D NOBLE INTL LTD COM 65505310 6 358 SH SHARED 01 358 D NOBLE INTL LTD COM 65505310 9 500 SH SHARED 02 500 D NOMURA HLDGS INC SPONSORED ADR 65535H20 34 2668 SH SHARED 2668 D NOMURA HLDGS INC SPONSORED ADR 65535H20 827 64098 SH SHARED 01 2832 61266 D NORANDA INC COM 65542210 8476 485749 SH SHARED 485749 D NORANDA INC COM 65542210 47 2718 SH SHARED 01 2718 D NORANDA INC COM 65542210 1262 72331 SH SHARED 02 72331 D NORANDA INC COM 65542210 1396 80000 SH SHARED 04 80000 D NORDSON CORP COM 65566310 1198 34916 SH SHARED 34916 D NORDSON CORP COM 65566310 1862 54251 SH SHARED 01 54251 D NORDSON CORP COM 65566310 264 7703 SH SHARED 02 7703 D NORDSTROM INC COM 65566410 23261 608295 SH SHARED 608295 D NORDSTROM INC COM 65566410 3601 94186 SH SHARED 01 93266 920 D NORDSTROM INC COM 65566410 8484 221874 SH SHARED 02 221874 D NORDSTROM INC COM 65566410 382 10000 SH SHARED 04 10000 D NORDSTROM INC COM 65566410 28 737 SH SHARED 05 737 D NORDSTROM INC COM 65566410 1960 51280 SH SHARED 10 51280 D NORFOLK SOUTHERN CORP COM 65584410 31188 1048716 SH SHARED 1048716 D NORFOLK SOUTHERN CORP COM 65584410 10782 362544 SH SHARED 01 278536 84008 D NORFOLK SOUTHERN CORP COM 65584410 2706 90992 SH SHR/OTHR 01 26546 64446 D NORFOLK SOUTHERN CORP COM 65584410 4904 164919 SH SHARED 02 164919 D NORFOLK SOUTHERN CORP COM 65584410 53 1788 SH SHARED 05 300 1488 D NORFOLK SOUTHERN CORP COM 65584410 120 4050 SH SHARED 06 4050 D NORFOLK SOUTHERN CORP COM 65584410 4766 160268 SH SHARED 10 160268 D NORSK HYDRO A S SPONSORED ADR 65653160 10 150 SH SHARED 01 150 D NORSK HYDRO A S SPONSORED ADR 65653160 3502 47821 SH SHARED 02 47821 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 12438 1690001 SH SHARED 1690001 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 17597 2390900 SH SHARED 01 2390900 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 24068 25071000 PRN SHARED 25071000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 9 10005 PRN SHARED 01 10005 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 4433 4618000 PRN SHARED 02 4618000 D NORTEL NETWORKS CORP NEW COM 65656810 48000 14117819 SH SHARED 14093519 24300 D NORTEL NETWORKS CORP NEW COM 65656810 987 290457 SH SHARED 01 286908 3549 D NORTEL NETWORKS CORP NEW COM 65656810 8 2500 SH SHR/OTHR 01 1000 1500 D NORTEL NETWORKS CORP NEW COM 65656810 9028 2655331 SH SHARED 02 2655331 D NORTEL NETWORKS CORP NEW COM 65656810 2210 650000 SH SHARED 04 650000 D NORTEL NETWORKS CORP NEW COM 65656810 13 4108 SH SHARED 05 4108 D NORTEL NETWORKS CORP NEW COM 65656810 61 18000 SH SHARED 06 8500 9500 D NORTEL NETWORKS CORP NEW COM 65656810 1019 299810 SH SHARED 10 299810 D NORTH AMERN PALLADIUM LTD COM 65691210 61 7400 SH SHARED 7400 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 41 1751 SH SHARED 251 1500 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 102 4349 SH SHARED 01 49 4300 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 101 4300 SH SHR/OTHR 01 4300 D NORTH FORK BANCORPORATION NY COM 65942410 32081 721750 SH SHARED 721750 D NORTH FORK BANCORPORATION NY COM 65942410 21482 483300 SH SHARED 01 190212 293088 D NORTH FORK BANCORPORATION NY COM 65942410 2398 53954 SH SHR/OTHR 01 9150 44804 D NORTH FORK BANCORPORATION NY COM 65942410 11616 261344 SH SHARED 02 261344 D NORTH FORK BANCORPORATION NY COM 65942410 8201 184500 SH SHARED 03 184500 D NORTH FORK BANCORPORATION NY COM 65942410 12890 290000 SH SHARED 04 290000 D NORTH FORK BANCORPORATION NY COM 65942410 3298 74214 SH SHARED 05 73500 714 D NORTH FORK BANCORPORATION NY COM 65942410 2153 48450 SH SHARED 06 48450 D NORTH FORK BANCORPORATION NY COM 65942410 2517 56632 SH SHARED 10 56632 D NORTH PITTSBURGH SYS INC COM 66156210 180 8712 SH SHARED 8712 D NORTH PITTSBURGH SYS INC COM 66156210 74 3600 SH SHARED 01 3600 D NORTH PITTSBURGH SYS INC COM 66156210 19 937 SH SHARED 02 937 D NORTH VALLEY BANCORP COM 66304M10 15 893 SH SHARED 893 D NORTH VALLEY BANCORP COM 66304M10 3 221 SH SHARED 01 221 D NORTHEAST UTILS COM 66439710 3193 164721 SH SHARED 164721 D NORTHEAST UTILS COM 66439710 717 37027 SH SHARED 01 36027 1000 D NORTHEAST UTILS COM 66439710 1143 58988 SH SHARED 02 58988 D NORTHEAST UTILS COM 66439710 298 15400 SH SHARED 10 15400 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 1913 41824 SH SHARED 41824 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 369 8066 SH SHARED 01 7554 512 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 77 1700 SH SHR/OTHR 01 1700 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 36 800 SH SHARED 02 800 D NORTHERN ORION RES INC COM 66557510 5227 2050000 SH SHARED 01 2050000 D NORTHERN STS FINL CORP COM 66575110 0 4 SH SHARED 02 4 D NORTHERN TR CORP COM 66585910 45807 1122739 SH SHARED 1122739 D NORTHERN TR CORP COM 66585910 2651 64981 SH SHARED 01 25281 39700 D NORTHERN TR CORP COM 66585910 2276 55792 SH SHR/OTHR 01 11916 43876 D NORTHERN TR CORP COM 66585910 4626 113403 SH SHARED 02 113403 D NORTHERN TR CORP COM 66585910 248 6100 SH SHARED 03 6100 D NORTHERN TR CORP COM 66585910 468 11482 SH SHARED 05 10710 772 D NORTHERN TR CORP COM 66585910 157 3850 SH SHARED 06 3550 300 D NORTHERN TR CORP COM 66585910 3256 79810 SH SHARED 10 79810 D NORTHFIELD LABS INC COM 66613510 590 44154 SH SHARED 44154 D NORTHFIELD LABS INC COM 66613510 19 1459 SH SHARED 02 1459 D NORTHGATE MINERALS CORP COM 66641610 88 46100 SH SHARED 46100 D NORTHROP GRUMMAN CORP COM 66680710 111589 2092431 SH SHARED 2075631 16800 D NORTHROP GRUMMAN CORP COM 66680710 20098 376877 SH SHARED 01 290148 86729 D NORTHROP GRUMMAN CORP COM 66680710 753 14132 SH SHR/OTHR 01 14132 D NORTHROP GRUMMAN CORP COM 66680710 22047 413410 SH SHARED 02 375910 37500 D NORTHROP GRUMMAN CORP COM 66680710 85 1602 SH SHARED 05 200 1402 D NORTHROP GRUMMAN CORP COM 66680710 653 12260 SH SHARED 06 11660 600 D NORTHROP GRUMMAN CORP COM 66680710 42 800 SH SHARED 07 800 D NORTHROP GRUMMAN CORP COM 66680710 6740 126392 SH SHARED 10 126392 D NORTHWEST AIRLS CORP FRNT 6.625% 5/1 667280AC 12921 16460000 PRN SHARED 02 16460000 D NORTHWEST AIRLS CORP NOTE 7.625%11/1 667280AE 3330 5000000 PRN SHARED 5000000 D NORTHWEST AIRLS CORP NOTE 7.625%11/1 667280AE 666 1000000 PRN SHARED 02 1000000 D NORTHWEST AIRLS CORP CL A 66728010 29901 3642106 SH SHARED 3642106 D NORTHWEST AIRLS CORP CL A 66728010 16 2000 SH SHR/OTHR 01 2000 D NORTHWEST AIRLS CORP CL A 66728010 1083 132033 SH SHARED 02 132033 D NORTHWEST BANCORP INC PA COM 66732810 459 20287 SH SHARED 20287 D NORTHWEST BANCORP INC PA COM 66732810 49 2195 SH SHARED 01 2195 D NORTHWEST NAT GAS CO COM 66765510 607 19151 SH SHARED 19151 D NORTHWEST NAT GAS CO COM 66765510 1306 41186 SH SHARED 01 41186 D NORTHWEST NAT GAS CO COM 66765510 0 7 SH SHARED 02 7 D NOVA CHEMICALS CORP COM 66977W10 2777 71782 SH SHARED 71782 D NOVA CHEMICALS CORP COM 66977W10 52 1347 SH SHARED 01 1347 D NOVA CHEMICALS CORP COM 66977W10 2 66 SH SHR/OTHR 01 66 D NOVA CHEMICALS CORP COM 66977W10 3892 100572 SH SHARED 02 100572 D NOVAMED INC DEL COM 66986W10 7 1803 SH SHARED 1803 D NOVAMED INC DEL COM 66986W10 1 447 SH SHARED 01 447 D NOVAGOLD RES INC COM NEW 66987E20 127 20000 SH SHARED 20000 D NOVATEL WIRELESS INC COM NEW 66987M60 553 23544 SH SHARED 23544 D NOVATEL WIRELESS INC COM NEW 66987M60 148 6300 SH SHARED 01 6300 D NOVATEL WIRELESS INC COM NEW 66987M60 1055 44900 SH SHARED 02 44900 D NOVARTIS A G SPONSORED ADR 66987V10 53537 1147143 SH SHARED 1147143 D NOVARTIS A G SPONSORED ADR 66987V10 1631 34948 SH SHARED 01 1257 33691 D NOVARTIS A G SPONSORED ADR 66987V10 247 5300 SH SHR/OTHR 01 5300 D NOVARTIS A G SPONSORED ADR 66987V10 218 4677 SH SHARED 02 4677 D NU HORIZONS ELECTRS CORP COM 66990810 67 10700 SH SHARED 10700 D NU HORIZONS ELECTRS CORP COM 66990810 153 24193 SH SHARED 24193 D NU HORIZONS ELECTRS CORP COM 66990810 37 5875 SH SHARED 01 5875 D NOVASTAR FINL INC COM 66994740 3026 69416 SH SHARED 69416 D NOVASTAR FINL INC COM 66994740 336 7713 SH SHARED 01 7713 D NOVASTAR FINL INC COM 66994740 337 7746 SH SHARED 02 7746 D NOVATEL INC COM 66995410 19 1662 SH SHARED 1662 D NOVATEL INC COM 66995410 3 312 SH SHARED 01 312 D NUANCE COMMUNICATIONS INC COM 66996710 68 16131 SH SHARED 16131 D NUANCE COMMUNICATIONS INC COM 66996710 2 560 SH SHARED 02 560 D NOVAVAX INC COM 67000210 111 35583 SH SHARED 35583 D NOVAVAX INC COM 67000210 27 8823 SH SHARED 01 8823 D NOVELL INC COM 67000610 10154 1609191 SH SHARED 1604191 5000 D NOVELL INC COM 67000610 248 39314 SH SHARED 01 38314 1000 D NOVELL INC COM 67000610 3257 516304 SH SHARED 02 516304 D NOVELL INC COM 67000610 7 1263 SH SHARED 05 1263 D NOVELL INC COM 67000610 1208 191479 SH SHARED 10 191479 D NOVELLUS SYS INC COM 67000810 27718 1040492 SH SHARED 1035408 5084 D NOVELLUS SYS INC COM 67000810 31266 1173659 SH SHARED 01 878266 4580 290813 D NOVELLUS SYS INC COM 67000810 2270 85233 SH SHR/OTHR 01 8790 76443 D NOVELLUS SYS INC COM 67000810 1940 72832 SH SHARED 02 72832 D NOVELLUS SYS INC COM 67000810 666 25000 SH SHARED 04 25000 D NOVELLUS SYS INC COM 67000810 143 5400 SH SHARED 06 5000 400 D NOVELLUS SYS INC COM 67000810 1539 57776 SH SHARED 10 57776 D NOVEN PHARMACEUTICALS INC COM 67000910 346 16613 SH SHARED 16613 D NOVEN PHARMACEUTICALS INC COM 67000910 3302 158458 SH SHARED 01 158458 D NOVEN PHARMACEUTICALS INC COM 67000910 23 1106 SH SHARED 02 1106 D NOVEN PHARMACEUTICALS INC COM 67000910 1250 60000 SH SHARED 04 60000 D NOVOSTE CORP COM 67010C10 0 35 SH SHARED 35 D NOVOSTE CORP COM 67010C10 0 8 SH SHARED 01 8 D NOVOSTE CORP COM 67010C10 1 716 SH SHARED 02 716 D NOVO-NORDISK A S ADR 67010020 49 899 SH SHARED 899 D NOVO-NORDISK A S ADR 67010020 10 200 SH SHR/OTHR 01 200 D NOVO-NORDISK A S ADR 67010020 405 7400 SH SHARED 02 7400 D NU SKIN ENTERPRISES INC CL A 67018T10 1539 65488 SH SHARED 65488 D NU SKIN ENTERPRISES INC CL A 67018T10 5261 223803 SH SHARED 01 223803 D NU SKIN ENTERPRISES INC CL A 67018T10 115 4900 SH SHARED 02 4900 D NU SKIN ENTERPRISES INC CL A 67018T10 898 38220 SH SHARED 10 38220 D NSTAR COM 67019E10 1474 30029 SH SHARED 30029 D NSTAR COM 67019E10 831 16938 SH SHARED 01 16938 D NSTAR COM 67019E10 36 738 SH SHR/OTHR 01 738 D NSTAR COM 67019E10 1018 20748 SH SHARED 02 20748 D NUCOR CORP COM 67034610 137 1500 SH SHARED 1500 D NUCOR CORP COM 67034610 42663 466935 SH SHARED 466935 D NUCOR CORP COM 67034610 14098 154302 SH SHARED 01 152976 1326 D NUCOR CORP COM 67034610 7752 84843 SH SHARED 02 84843 D NUCOR CORP COM 67034610 21 238 SH SHARED 05 238 D NUCOR CORP COM 67034610 63 700 SH SHARED 06 700 D NUCOR CORP COM 67034610 2458 26909 SH SHARED 10 26909 D NUVEEN INSD PREM INCOME MUN COM 6706D810 24 1804 SH SHARED 01 1804 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 69 5500 SH SHR/OTHR 01 5500 D NUVEEN CALIF PREM INCOME MUN COM 6706L010 35 2500 SH SHR/OTHR 01 2500 D NUTRACEUTICAL INTL CORP COM 67060Y10 347 24678 SH SHARED 24678 D NUTRACEUTICAL INTL CORP COM 67060Y10 402 28590 SH SHARED 01 28590 D NUTRACEUTICAL INTL CORP COM 67060Y10 9 700 SH SHARED 02 700 D NUVEEN INSD CALIF PREM INCOM COM 67061X10 16 1000 SH SHARED 01 1000 D NUVEEN CA INVT QUALITY MUN F COM 67062A10 90 6000 SH SHR/OTHR 01 6000 D NUVEEN CALIF MUN VALUE FD COM 67062C10 5 580 SH SHARED 01 580 D NUVEEN CALIF MUN VALUE FD COM 67062C10 1 200 SH SHARED 02 200 D NUVEEN MUN ADVANTAGE FD INC COM 67062H10 6 400 SH SHARED 02 400 D NUVEEN NY MUN VALUE FD COM 67062M10 20 2200 SH SHARED 02 2200 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 44 3000 SH SHR/OTHR 01 3000 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 22 1500 SH SHARED 02 1500 D NUVEEN CALIF PERFORM PLUS MU COM 67062Q10 37 2600 SH SHARED 02 2600 D NUVEEN NY PERFORM PLUS MUN F COM 67062R10 25 1603 SH SHARED 01 1603 D NUVEEN NY PERFORM PLUS MUN F COM 67062R10 21 1400 SH SHARED 02 1400 D NUVEEN PREM INCOME MUN FD COM 67062T10 96 6812 SH SHARED 6812 D NUVEEN PREM INCOME MUN FD COM 67062T10 49 3450 SH SHARED 01 3450 D NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 20 1402 SH SHARED 01 1402 D NUVEEN PREM INCOME MUN FD 2 COM 67063W10 84 5858 SH SHARED 02 5858 D NVIDIA CORP COM 67066G10 11469 789900 SH SHARED 789900 D NVIDIA CORP COM 67066G10 9291 639900 SH SHARED 01 639700 200 D NVIDIA CORP COM 67066G10 10 697 SH SHR/OTHR 01 697 D NVIDIA CORP COM 67066G10 1966 135432 SH SHARED 02 135432 D NVIDIA CORP COM 67066G10 363 25000 SH SHARED 04 25000 D NVIDIA CORP COM 67066G10 5 373 SH SHARED 05 373 D NVIDIA CORP COM 67066G10 824 56764 SH SHARED 10 56764 D NUVEEN NY DIVID ADVNTG MUN F COM 67066X10 24 1600 SH SHARED 01 1600 D NUVEEN SR INCOME FD COM 67067Y10 184 18511 SH SHARED 18511 D NUVEEN SR INCOME FD COM 67067Y10 45 4589 SH SHARED 01 4589 D NUTRITION 21 INC COM 67069V10 1 1725 SH SHARED 01 1725 D NUVEEN CA DIV ADVANTG MUN FD COM 67069X10 70 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 67 5000 SH SHR/OTHR 01 5000 D NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y10 112 8400 SH SHARED 02 8400 D NUVASIVE INC COM 67070410 42 4056 SH SHARED 4056 D NUVASIVE INC COM 67070410 3 318 SH SHARED 02 318 D NUVEEN REAL ESTATE INCOME FD COM 67071B10 38 2027 SH SHARED 01 2027 D NYFIX INC COM 67071210 137 22568 SH SHARED 22568 D NYFIX INC COM 67071210 47 7813 SH SHARED 01 7813 D NYFIX INC COM 67071210 0 28 SH SHARED 02 28 D NUVELO INC COM NEW 67072M30 226 22888 SH SHARED 22888 D NUVELO INC COM NEW 67072M30 3 366 SH SHARED 01 366 D NUVELO INC COM NEW 67072M30 24 2479 SH SHARED 02 2479 D O CHARLEYS INC COM 67082310 4627 283912 SH SHARED 283912 D O CHARLEYS INC COM 67082310 586 35996 SH SHARED 35996 D O CHARLEYS INC COM 67082310 157 9649 SH SHARED 01 9649 D O CHARLEYS INC COM 67082310 0 6 SH SHARED 02 6 D OCA INC COM 67083Q10 115 24456 SH SHARED 24456 D OCA INC COM 67083Q10 491 103658 SH SHARED 02 103658 D OGE ENERGY CORP COM 67083710 378 15000 SH SHARED 15000 D OGE ENERGY CORP COM 67083710 783 31016 SH SHARED 31016 D OGE ENERGY CORP COM 67083710 1750 69370 SH SHARED 01 66370 3000 D OGE ENERGY CORP COM 67083710 95 3780 SH SHR/OTHR 01 3780 D OGE ENERGY CORP COM 67083710 700 27769 SH SHARED 02 27769 D OM GROUP INC COM 67087210 616 16857 SH SHARED 16857 D OM GROUP INC COM 67087210 4420 120900 SH SHARED 01 120900 D OM GROUP INC COM 67087210 446 12210 SH SHARED 02 12210 D NUVEEN INVTS INC CL A 67090F10 43 1485 SH SHARED 1485 D NUVEEN INVTS INC CL A 67090F10 737 24915 SH SHARED 01 24915 D NUVEEN INVTS INC CL A 67090F10 178 6037 SH SHARED 02 6037 D NUVEEN MUN VALUE FD INC COM 67092810 18 2000 SH SHARED 01 2000 D NUVEEN MUN VALUE FD INC COM 67092810 36 3940 SH SHARED 02 3940 D NUVEEN PA INVT QUALITY MUN F COM 67097210 8 600 SH SHARED 01 600 D NUVEEN NY SELECT QUALITY MUN COM 67097610 105 7000 SH SHR/OTHR 01 7000 D NUVEEN QUALITY INCOME MUN FD COM 67097710 18 1283 SH SHARED 1283 D NUVEEN QUALITY INCOME MUN FD COM 67097710 4 317 SH SHARED 01 317 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 82 5300 SH SHARED 01 5300 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 155 10000 SH SHR/OTHR 01 10000 D NUVEEN CALIF QUALITY INCM MU COM 67098510 232 15450 SH SHR/OTHR 01 15450 D NUVEEN NY QUALITY INCM MUN F COM 67098610 105 7200 SH SHR/OTHR 01 7200 D NUVEEN PREMIER INSD MUN INCO COM 67098710 2 161 SH SHARED 161 D NUVEEN PREMIER INSD MUN INCO COM 67098710 0 39 SH SHARED 01 39 D OSI PHARMACEUTICALS INC NOTE 3.250% 9/0 671040AD 4642 3103000 PRN SHARED 3103000 D OSI PHARMACEUTICALS INC NOTE 3.250% 9/0 671040AD 20345 13600000 PRN SHARED 02 13600000 D OSI PHARMACEUTICALS INC COM 67104010 196 3200 SH SHARED 3200 D OSI PHARMACEUTICALS INC COM 67104010 5069 82477 SH SHARED 82477 D OSI PHARMACEUTICALS INC COM 67104010 4006 65194 SH SHARED 01 62494 2700 D OSI PHARMACEUTICALS INC COM 67104010 1604 26107 SH SHARED 02 26107 D OSI PHARMACEUTICALS INC COM 67104010 19459 316625 SH SHARED 04 316625 D OSI PHARMACEUTICALS INC COM 67104010 491 8000 SH SHARED 06 8000 D OSI PHARMACEUTICALS INC COM 67104010 1808 29420 SH SHARED 10 29420 D OSI SYSTEMS INC COM 67104410 1265 78586 SH SHARED 78586 D OSI SYSTEMS INC COM 67104410 96 5991 SH SHARED 01 5991 D OSI SYSTEMS INC COM 67104410 4 269 SH SHARED 02 269 D OAK HILL FINL INC COM 67133710 81 2353 SH SHARED 2353 D OAK HILL FINL INC COM 67133710 24 701 SH SHARED 02 701 D OAKLEY INC COM 67366210 41 3500 SH SHARED 3500 D OAKLEY INC COM 67366210 154 12985 SH SHARED 12985 D OAKLEY INC COM 67366210 18 1594 SH SHR/OTHR 01 1594 D OAKLEY INC COM 67366210 43 3665 SH SHARED 02 3665 D OCCIDENTAL PETE CORP DEL COM 67459910 1409 25200 SH SHARED 25200 D OCCIDENTAL PETE CORP DEL COM 67459910 116197 2077554 SH SHARED 2074254 3300 D OCCIDENTAL PETE CORP DEL COM 67459910 24184 432405 SH SHARED 01 431405 1000 D OCCIDENTAL PETE CORP DEL COM 67459910 267 4776 SH SHR/OTHR 01 4776 D OCCIDENTAL PETE CORP DEL COM 67459910 16015 286342 SH SHARED 02 286342 D OCCIDENTAL PETE CORP DEL COM 67459910 10347 185000 SH SHARED 04 185000 D OCCIDENTAL PETE CORP DEL COM 67459910 115 2057 SH SHARED 05 300 1757 D OCCIDENTAL PETE CORP DEL COM 67459910 1153 20632 SH SHARED 06 20232 400 D OCCIDENTAL PETE CORP DEL COM 67459910 14207 254026 SH SHARED 10 254026 D OCE N V ADR 67462720 525 33600 SH SHARED 02 33600 D OCEANEERING INTL INC COM 67523210 139 3800 SH SHARED 3800 D OCEANEERING INTL INC COM 67523210 1006 27326 SH SHARED 27326 D OCEANEERING INTL INC COM 67523210 45 1242 SH SHARED 01 1242 D OCEANEERING INTL INC COM 67523210 0 6 SH SHARED 02 6 D OCEANFIRST FINL CORP COM 67523410 127 5243 SH SHARED 5243 D OCEANFIRST FINL CORP COM 67523410 121 5000 SH SHARED 01 5000 D OCEANFIRST FINL CORP COM 67523410 5 221 SH SHARED 02 221 D OCTEL CORP COM 67572710 197 9306 SH SHARED 9306 D OCTEL CORP COM 67572710 755 35579 SH SHARED 01 35579 D OCTEL CORP COM 67572710 55 2594 SH SHARED 02 2594 D OCULAR SCIENCES INC COM 67574410 5065 105591 SH SHARED 105591 D OCULAR SCIENCES INC COM 67574410 8071 168255 SH SHARED 01 165630 2500 125 D OCULAR SCIENCES INC COM 67574410 7736 161282 SH SHARED 02 161282 D OCWEN FINL CORP COM 67574610 834 91202 SH SHARED 91202 D OCWEN FINL CORP COM 67574610 33 3637 SH SHARED 01 2837 800 D OCWEN FINL CORP COM 67574610 20 2220 SH SHARED 02 2220 D ODYSSEY HEALTHCARE INC COM 67611V10 372 20989 SH SHARED 20989 D ODYSSEY HEALTHCARE INC COM 67611V10 403 22716 SH SHARED 02 22716 D ODYSSEY RE HLDGS CORP COM 67612W10 61 2786 SH SHARED 2786 D ODYSSEY RE HLDGS CORP COM 67612W10 746 33637 SH SHARED 01 33637 D ODYSSEY RE HLDGS CORP COM 67612W10 31 1413 SH SHARED 02 1413 D OFFICE DEPOT INC COM 67622010 15722 1046045 SH SHARED 961718 84327 D OFFICE DEPOT INC COM 67622010 6551 435914 SH SHARED 01 435629 285 D OFFICE DEPOT INC COM 67622010 2836 188750 SH SHARED 02 188750 D OFFICE DEPOT INC COM 67622010 7575 504000 SH SHARED 04 504000 D OFFICE DEPOT INC COM 67622010 45443 3023545 SH SHARED 05 2239300 784245 D OFFICE DEPOT INC COM 67622010 11963 796000 SH SHARED 06 283000 513000 D OFFICE DEPOT INC COM 67622010 1949 129729 SH SHARED 10 129729 D OFFSHORE LOGISTICS INC COM 67625510 539 15661 SH SHARED 15661 D OFFSHORE LOGISTICS INC COM 67625510 67 1974 SH SHARED 01 1974 D OFFSHORE LOGISTICS INC COM 67625510 0 5 SH SHARED 02 5 D OHIO CAS CORP NOTE 5.000% 3/1 677240AC 0 180 PRN SHARED 01 180 D OHIO CAS CORP COM 67724010 2412 115256 SH SHARED 115256 D OHIO CAS CORP COM 67724010 369 17638 SH SHARED 01 17638 D OHIO CAS CORP COM 67724010 697 33328 SH SHR/OTHR 01 33328 D OHIO CAS CORP COM 67724010 1031 49297 SH SHARED 02 49297 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 1491 18250 SH SHARED 13600 4650 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 3394 41548 SH SHARED 02 41548 D OIL STS INTL INC COM 67802610 1882 100682 SH SHARED 100682 D OIL STS INTL INC COM 67802610 230 12302 SH SHARED 01 12302 D OIL STS INTL INC COM 67802610 3 206 SH SHARED 02 206 D OLD DOMINION FGHT LINES INC COM 67958010 371 12890 SH SHARED 12890 D OLD DOMINION FGHT LINES INC COM 67958010 319 11100 SH SHARED 01 11100 D OLD DOMINION FGHT LINES INC COM 67958010 38 1342 SH SHARED 02 1342 D OLD NATL BANCORP IND COM 68003310 1014 40851 SH SHARED 40851 D OLD NATL BANCORP IND COM 68003310 1398 56302 SH SHARED 01 56302 D OLD NATL BANCORP IND COM 68003310 3 155 SH SHARED 02 155 D OLD POINT FINL CORP COM 68019410 0 4 SH SHARED 02 4 D OLD REP INTL CORP COM 68022310 463 18500 SH SHARED 18500 D OLD REP INTL CORP COM 68022310 3731 149077 SH SHARED 149077 D OLD REP INTL CORP COM 68022310 4388 175347 SH SHARED 01 174147 1200 D OLD REP INTL CORP COM 68022310 2131 85159 SH SHARED 02 85159 D OLD REP INTL CORP COM 68022310 37 1500 SH SHARED 06 1500 D OLD SECOND BANCORP INC ILL COM 68027710 233 8352 SH SHARED 8352 D OLD SECOND BANCORP INC ILL COM 68027710 19 700 SH SHARED 01 700 D OLD SECOND BANCORP INC ILL COM 68027710 16 604 SH SHARED 02 604 D OLIN CORP COM PAR $1 68066520 222 11100 SH SHARED 11100 D OLIN CORP COM PAR $1 68066520 6174 308722 SH SHARED 308722 D OLIN CORP COM PAR $1 68066520 991 49561 SH SHARED 01 49561 D OLIN CORP COM PAR $1 68066520 60 3000 SH SHR/OTHR 01 3000 D OLIN CORP COM PAR $1 68066520 1456 72825 SH SHARED 02 72825 D OLYMPIC STEEL INC COM 68162K10 13 740 SH SHARED 740 D OMNICARE INC COM 68190410 10094 355942 SH SHARED 355942 D OMNICARE INC COM 68190410 1360 47985 SH SHARED 01 47985 D OMNICARE INC COM 68190410 2578 90903 SH SHARED 02 90903 D OMNICOM GROUP INC NOTE 2/0 681919AK 26394 26500000 PRN SHARED 26500000 D OMNICOM GROUP INC NOTE 2/0 681919AK 6693 6720000 PRN SHARED 02 6720000 D OMNICOM GROUP INC NOTE 7/3 681919AM 57055 57807000 PRN SHARED 47807000 10000000 D OMNICOM GROUP INC NOTE 7/3 681919AM 3678 3727000 PRN SHARED 02 3727000 D OMNICOM GROUP INC NOTE 6/1 681919AP 1014 1045000 PRN SHARED 1045000 D OMNICOM GROUP INC NOTE 6/1 681919AP 7032 7243000 PRN SHARED 02 7243000 D OMNICOM GROUP INC COM 68191910 83663 1145128 SH SHARED 1143528 1600 D OMNICOM GROUP INC COM 68191910 97004 1327736 SH SHARED 01 659445 519850 148441 D OMNICOM GROUP INC COM 68191910 3280 44900 SH SHR/OTHR 01 1300 43600 D OMNICOM GROUP INC COM 68191910 6087 83326 SH SHARED 02 83326 D OMNICOM GROUP INC COM 68191910 323 4428 SH SHARED 05 3800 628 D OMNICOM GROUP INC COM 68191910 244 3350 SH SHARED 06 3050 300 D OMNICOM GROUP INC COM 68191910 5136 70310 SH SHARED 10 70310 D OMEGA HEALTHCARE INVS INC COM 68193610 408 37978 SH SHARED 37978 D OMEGA HEALTHCARE INVS INC COM 68193610 29 2778 SH SHARED 01 2778 D 1-800 CONTACTS INC COM 68197710 65 4332 SH SHARED 4332 D 1-800 CONTACTS INC COM 68197710 1 102 SH SHARED 02 102 D OMEGA FINL CORP COM 68209210 151 4371 SH SHARED 4371 D OMEGA FINL CORP COM 68209210 1 42 SH SHARED 02 42 D OMEGA PROTEIN CORP COM 68210P10 106 13800 SH SHARED 8800 5000 D OMEGA PROTEIN CORP COM 68210P10 0 9 SH SHARED 02 9 D OMNI ENERGY SERVICES COM NEW 68210T20 135 38431 SH SHARED 38431 D OMNI ENERGY SERVICES COM NEW 68210T20 33 9529 SH SHARED 01 9529 D OMNIVISION TECHNOLOGIES INC COM 68212810 481 34039 SH SHARED 34039 D OMNIVISION TECHNOLOGIES INC COM 68212810 603 42666 SH SHARED 01 42666 D OMNIVISION TECHNOLOGIES INC COM 68212810 608 43013 SH SHARED 02 43013 D OMNOVA SOLUTIONS INC COM 68212910 138 23049 SH SHARED 23049 D OMNOVA SOLUTIONS INC COM 68212910 2 348 SH SHARED 02 348 D OMNICELL INC COM 68213N10 166 12593 SH SHARED 12593 D OMNICELL INC COM 68213N10 18 1405 SH SHARED 02 1405 D OMNICARE CAP TR I PIERS 68214L20 6165 129800 SH SHARED 129800 D ON ASSIGNMENT INC COM 68215910 86 19355 SH SHARED 19355 D ON ASSIGNMENT INC COM 68215910 12 2845 SH SHARED 01 2845 D ON ASSIGNMENT INC COM 68215910 0 139 SH SHARED 02 139 D ON SEMICONDUCTOR CORP COM 68218910 1159 370575 SH SHARED 370575 D ON SEMICONDUCTOR CORP COM 68218910 526 168110 SH SHARED 01 134985 33125 D ON SEMICONDUCTOR CORP COM 68218910 24 7761 SH SHARED 02 7761 D ONCOLYTICS BIOTECH INC COM 68231010 3 600 SH SHARED 600 D ONE LIBERTY PPTYS INC COM 68240610 9373 519300 SH SHARED 11 519300 D 1 800 FLOWERS COM CL A 68243Q10 180 21693 SH SHARED 21693 D 1 800 FLOWERS COM CL A 68243Q10 10 1284 SH SHARED 02 1284 D ONEIDA FINL CORP COM 68247810 0 6 SH SHARED 02 6 D ONEOK INC NEW COM 68268010 2730 104921 SH SHARED 104921 D ONEOK INC NEW COM 68268010 1121 43100 SH SHARED 01 41350 1750 D ONEOK INC NEW COM 68268010 31 1200 SH SHR/OTHR 01 1200 D ONEOK INC NEW COM 68268010 949 36489 SH SHARED 02 36489 D ON2 TECHNOLOGIES INC COM 68338A10 3 4800 SH SHARED 4800 D ONYX PHARMACEUTICALS INC COM 68339910 197 4600 SH SHARED 4600 D ONYX PHARMACEUTICALS INC COM 68339910 893 20773 SH SHARED 20773 D ONYX PHARMACEUTICALS INC COM 68339910 4718 109700 SH SHARED 01 103600 6100 D ONYX PHARMACEUTICALS INC COM 68339910 90 2103 SH SHARED 02 2103 D ONYX PHARMACEUTICALS INC COM 68339910 13793 320700 SH SHARED 04 320700 D ONYX PHARMACEUTICALS INC COM 68339910 322 7500 SH SHARED 06 7500 D ONYX PHARMACEUTICALS INC COM 68339910 322 7500 SH SHARED 10 7500 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 4853 44610 SH SHARED 44610 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 4580 42100 SH SHARED 01 42100 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 30 279 SH SHARED 02 279 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 23016 211550 SH SHARED 04 211550 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 3209 29496 SH SHARED 05 29496 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 380 3500 SH SHARED 06 3500 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 2469 22700 SH SHARED 12 22700 D OPEN SOLUTIONS INC COM 68371P10 227 9106 SH SHARED 9106 D OPEN SOLUTIONS INC COM 68371P10 6959 278719 SH SHARED 01 278719 D OPEN SOLUTIONS INC COM 68371P10 12 500 SH SHARED 02 500 D OPEN SOLUTIONS INC COM 68371P10 871 34900 SH SHARED 05 34900 D OPEN TEXT CORP COM 68371510 276 16031 SH SHARED 16031 D OPEN TEXT CORP COM 68371510 26 1511 SH SHARED 01 1511 D OPEN TEXT CORP COM 68371510 180 10462 SH SHARED 02 10462 D OPEN TEXT CORP COM 68371510 1 100 SH SHARED 06 100 D OPENWAVE SYS INC NOTE 2.750% 9/0 683718AC 9031 10080000 PRN SHARED 02 10080000 D OPENWAVE SYS INC COM NEW 68371830 2907 329617 SH SHARED 329617 D OPENWAVE SYS INC COM NEW 68371830 1703 193125 SH SHARED 01 193125 D OPENWAVE SYS INC COM NEW 68371830 46 5216 SH SHARED 02 5216 D OPLINK COMMUNICATIONS INC COM 68375Q10 111 62487 SH SHARED 62487 D OPLINK COMMUNICATIONS INC COM 68375Q10 0 3 SH SHARED 01 3 D OPLINK COMMUNICATIONS INC COM 68375Q10 117 65831 SH SHARED 02 65831 D OPNET TECHNOLOGIES INC COM 68375710 100 9754 SH SHARED 9754 D OPNET TECHNOLOGIES INC COM 68375710 7 689 SH SHARED 01 689 D OPNET TECHNOLOGIES INC COM 68375710 5 502 SH SHARED 02 502 D OPTICAL COMMUNICATION PRODS CL A 68382T10 175 84199 SH SHARED 84199 D OPTICAL COMMUNICATION PRODS CL A 68382T10 16 7957 SH SHARED 01 7957 D OPTICAL COMMUNICATION PRODS CL A 68382T10 0 103 SH SHARED 02 103 D OPTICAL CABLE CORP COM NEW 68382720 17 3875 SH SHARED 3875 D OPTICAL CABLE CORP COM NEW 68382720 4 960 SH SHARED 01 960 D OPSWARE INC COM 68383A10 637 113587 SH SHARED 113587 D OPSWARE INC COM 68383A10 15 2700 SH SHARED 01 2700 D OPSWARE INC COM 68383A10 14 2513 SH SHARED 02 2513 D OPTICARE HEALTH SYS INC COM 68386P10 0 3 SH SHARED 02 3 D ORACLE CORP COM 68389X10 654 58000 SH SHARED 58000 D ORACLE CORP COM 68389X10 327879 29067308 SH SHARED 28961348 105960 D ORACLE CORP COM 68389X10 217575 19288618 SH SHARED 01 9825111 8001800 1461707 D ORACLE CORP COM 68389X10 1853 164278 SH SHR/OTHR 01 64090 100188 D ORACLE CORP COM 68389X10 26965 2390582 SH SHARED 02 2390582 D ORACLE CORP COM 68389X10 8203 727300 SH SHARED 03 727300 D ORACLE CORP COM 68389X10 105524 9355000 SH SHARED 04 9355000 D ORACLE CORP COM 68389X10 18293 1621752 SH SHARED 05 1392413 229339 D ORACLE CORP COM 68389X10 15589 1382043 SH SHARED 06 1143343 238700 D ORACLE CORP COM 68389X10 1464 129797 SH SHARED 07 129797 D ORACLE CORP COM 68389X10 1996 177024 SH SHARED 09 177024 D ORACLE CORP COM 68389X10 21772 1930192 SH SHARED 10 1930192 D OPTION CARE INC COM 68394810 125 8137 SH SHARED 8137 D OPTION CARE INC COM 68394810 618 40000 SH SHARED 01 40000 D OPTION CARE INC COM 68394810 269 17452 SH SHARED 02 17452 D ORASURE TECHNOLOGIES INC COM 68554V10 343 54523 SH SHARED 54523 D ORASURE TECHNOLOGIES INC COM 68554V10 17 2823 SH SHARED 02 2823 D ORBITZ INC CL A 68556Y10 1371 50433 SH SHARED 50433 D ORBITZ INC CL A 68556Y10 8204 301636 SH SHARED 02 301636 D ORBITAL SCIENCES CORP COM 68556410 981 85946 SH SHARED 85946 D ORBITAL SCIENCES CORP COM 68556410 3297 288743 SH SHARED 01 288743 D ORBITAL SCIENCES CORP COM 68556410 141 12428 SH SHARED 02 12428 D ORCHID BIOSCIENCES INC COM PAR $0.01 68571P50 223 27847 SH SHARED 27847 D ORCHID BIOSCIENCES INC COM PAR $0.01 68571P50 52 6490 SH SHARED 01 6490 D ORCHID BIOSCIENCES INC COM PAR $0.01 68571P50 1 231 SH SHARED 02 231 D OREZONE RES INC COM 68592110 128 115000 SH SHARED 115000 D OREGON STL MLS INC COM 68607910 651 39181 SH SHARED 39181 D OREGON STL MLS INC COM 68607910 309 18617 SH SHARED 01 18617 D OREGON STL MLS INC COM 68607910 1 100 SH SHARED 02 100 D O REILLY AUTOMOTIVE INC COM 68609110 2125 55523 SH SHARED 55523 D O REILLY AUTOMOTIVE INC COM 68609110 1335 34890 SH SHARED 01 34890 D O REILLY AUTOMOTIVE INC COM 68609110 61 1600 SH SHR/OTHR 01 1600 D O REILLY AUTOMOTIVE INC COM 68609110 942 24613 SH SHARED 02 24613 D ORIENTAL FINL GROUP INC COM 68618W10 585 21643 SH SHARED 21643 D ORIENTAL FINL GROUP INC COM 68618W10 617 22813 SH SHARED 01 22813 D ORIENTAL FINL GROUP INC COM 68618W10 298 11028 SH SHARED 02 11028 D ORIGEN FINL INC COM 68619E20 45 6130 SH SHARED 6130 D ORLEANS HOMEBUILDERS INC COM 68658810 392 17445 SH SHARED 17445 D ORLEANS HOMEBUILDERS INC COM 68658810 69 3083 SH SHARED 01 3083 D ORLEANS HOMEBUILDERS INC COM 68658810 2 127 SH SHARED 02 127 D ORTHOLOGIC CORP COM 68750J10 283 40254 SH SHARED 40254 D ORTHOLOGIC CORP COM 68750J10 34 4853 SH SHARED 01 4853 D ORTHOLOGIC CORP COM 68750J10 42 6000 SH SHR/OTHR 01 6000 D ORTHOLOGIC CORP COM 68750J10 12 1807 SH SHARED 02 1807 D ORTHOVITA INC COM 68750U10 127 28482 SH SHARED 28482 D ORTHOVITA INC COM 68750U10 9 2200 SH SHARED 02 2200 D OSCIENT PHARMACEUTICALS CORP COM 68812R10 125 35317 SH SHARED 35317 D OSCIENT PHARMACEUTICALS CORP COM 68812R10 1 300 SH SHARED 01 300 D OSCIENT PHARMACEUTICALS CORP COM 68812R10 14 4218 SH SHARED 02 4218 D OSCIENT PHARMACEUTICALS CORP COM 68812R10 319 90000 SH SHARED 04 90000 D OSHKOSH B GOSH INC CL A 68822220 99 4931 SH SHARED 4931 D OSHKOSH B GOSH INC CL A 68822220 40 2012 SH SHARED 01 1012 1000 D OSHKOSH B GOSH INC CL A 68822220 28 1395 SH SHARED 02 1395 D OSHKOSH TRUCK CORP COM 68823920 430 7546 SH SHARED 7546 D OSHKOSH TRUCK CORP COM 68823920 1848 32400 SH SHARED 01 32100 300 D OSHKOSH TRUCK CORP COM 68823920 283 4961 SH SHARED 02 4961 D OSTEOTECH INC COM 68858210 0 12 SH SHARED 02 12 D OTTER TAIL CORP COM 68964810 385 15108 SH SHARED 15108 D OTTER TAIL CORP COM 68964810 20 800 SH SHARED 01 800 D OTTER TAIL CORP COM 68964810 0 7 SH SHARED 02 7 D OUTBACK STEAKHOUSE INC COM 68989910 1455 35044 SH SHARED 35044 D OUTBACK STEAKHOUSE INC COM 68989910 2362 56884 SH SHARED 01 56884 D OUTBACK STEAKHOUSE INC COM 68989910 260 6282 SH SHR/OTHR 01 6282 D OUTBACK STEAKHOUSE INC COM 68989910 1472 35455 SH SHARED 02 35455 D OVERLAND STORAGE INC COM 69031010 286 20461 SH SHARED 20461 D OVERLAND STORAGE INC COM 69031010 7 558 SH SHARED 01 558 D OVERLAND STORAGE INC COM 69031010 4 302 SH SHARED 02 302 D OVERNITE CORP COM 69032210 738 23508 SH SHARED 23508 D OVERNITE CORP COM 69032210 32307 1027928 SH SHARED 01 862478 6200 159250 D OVERNITE CORP COM 69032210 27 875 SH SHR/OTHR 01 875 D OVERNITE CORP COM 69032210 6 200 SH SHARED 02 200 D OVERNITE CORP COM 69032210 28 910 SH SHARED 05 910 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 3981 80205 SH SHARED 80205 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 3770 75966 SH SHARED 01 75966 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 352 7100 SH SHARED 02 7100 D OVERSTOCK COM INC DEL COM 69037010 9101 247796 SH SHARED 247796 D OVERSTOCK COM INC DEL COM 69037010 179 4900 SH SHARED 01 4900 D OVERSTOCK COM INC DEL COM 69037010 33 902 SH SHARED 02 902 D OWENS & MINOR INC NEW COM 69073210 722 28443 SH SHARED 28443 D OWENS & MINOR INC NEW COM 69073210 38 1535 SH SHARED 01 1535 D OWENS & MINOR INC NEW COM 69073210 23 926 SH SHARED 02 926 D OWENS ILL INC COM NEW 69076840 407 25448 SH SHARED 25448 D OWENS ILL INC COM NEW 69076840 3567 222979 SH SHARED 01 222979 D OWENS ILL INC COM NEW 69076840 955 59699 SH SHARED 02 59699 D OWENS ILL INC COM NEW 69076840 864 54030 SH SHARED 10 54030 D OXFORD INDS INC COM 69149730 325 8736 SH SHARED 8736 D OXFORD INDS INC COM 69149730 521 14000 SH SHARED 01 14000 D OXFORD INDS INC COM 69149730 51 1370 SH SHARED 02 1370 D OXIGENE INC COM 69182810 53 8700 SH SHARED 02 8700 D PAB BANKSHARES INC COM 69313P10 0 9 SH SHARED 02 9 D P A M TRANSN SVCS INC COM 69314910 207 10842 SH SHARED 10842 D P A M TRANSN SVCS INC COM 69314910 33 1727 SH SHARED 01 1727 D P A M TRANSN SVCS INC COM 69314910 0 2 SH SHARED 02 2 D P C CONNECTION COM 69318J10 293 42706 SH SHARED 42706 D P C CONNECTION COM 69318J10 54 7890 SH SHARED 01 7890 D P C CONNECTION COM 69318J10 0 2 SH SHARED 02 2 D PC MALL INC COM 69323K10 63 4184 SH SHARED 4184 D PC MALL INC COM 69323K10 8 578 SH SHARED 02 578 D PC-TEL INC COM 69325Q10 104 12710 SH SHARED 12710 D PC-TEL INC COM 69325Q10 62 7600 SH SHARED 01 7600 D PC-TEL INC COM 69325Q10 4 505 SH SHARED 02 505 D PDF SOLUTIONS INC COM 69328210 117 9665 SH SHARED 9665 D PDF SOLUTIONS INC COM 69328210 2 199 SH SHARED 01 199 D PDF SOLUTIONS INC COM 69328210 9 800 SH SHARED 02 800 D PDI INC COM 69329V10 289 10728 SH SHARED 10728 D PDI INC COM 69329V10 2722 100860 SH SHARED 01 100860 D PDI INC COM 69329V10 261 9674 SH SHARED 02 9674 D PG&E CORP NOTE 9.500% 6/3 69331CAD 15035 6080000 PRN SHARED 6080000 D PG&E CORP COM 69331C10 845 27800 SH SHARED 27800 D PG&E CORP COM 69331C10 36970 1216146 SH SHARED 1216146 D PG&E CORP COM 69331C10 56946 1873226 SH SHARED 01 299926 1445500 127800 D PG&E CORP COM 69331C10 145 4800 SH SHR/OTHR 01 4800 D PG&E CORP COM 69331C10 4654 153097 SH SHARED 02 153097 D PG&E CORP COM 69331C10 10641 350042 SH SHARED 05 279400 70642 D PG&E CORP COM 69331C10 161 5300 SH SHARED 06 4300 1000 D PG&E CORP COM 69331C10 1036 34100 SH SHARED 07 34100 D PG&E CORP COM 69331C10 1377 45300 SH SHARED 09 45300 D PG&E CORP COM 69331C10 4335 142615 SH SHARED 10 142615 D PFF BANCORP INC COM 69331W10 417 10899 SH SHARED 10899 D PFF BANCORP INC COM 69331W10 1813 47399 SH SHARED 01 47399 D PFF BANCORP INC COM 69331W10 0 4 SH SHARED 02 4 D P F CHANGS CHINA BISTRO INC COM 69333Y10 1896 39103 SH SHARED 39103 D P F CHANGS CHINA BISTRO INC COM 69333Y10 46831 965799 SH SHARED 01 962024 3500 275 D P F CHANGS CHINA BISTRO INC COM 69333Y10 35 725 SH SHR/OTHR 01 725 D P F CHANGS CHINA BISTRO INC COM 69333Y10 660 13626 SH SHARED 02 13626 D P F CHANGS CHINA BISTRO INC COM 69333Y10 3394 70000 SH SHARED 04 70000 D P F CHANGS CHINA BISTRO INC COM 69333Y10 769 15860 SH SHARED 10 15860 D PICO HLDGS INC COM NEW 69336620 83 4404 SH SHARED 4404 D PICO HLDGS INC COM NEW 69336620 0 2 SH SHARED 02 2 D PLX TECHNOLOGY INC COM 69341710 163 22725 SH SHARED 22725 D PLX TECHNOLOGY INC COM 69341710 802 111329 SH SHARED 01 111329 D PLX TECHNOLOGY INC COM 69341710 149 20717 SH SHARED 02 20717 D PMA CAP CORP DBCV 4.250% 9/3 693419AA 1906 2000000 PRN SHARED 2000000 D PMA CAP CORP CL A 69341920 212 28185 SH SHARED 28185 D PMA CAP CORP CL A 69341920 73 9739 SH SHARED 01 9739 D PMA CAP CORP CL A 69341920 0 107 SH SHARED 02 107 D PMA CAP CORP CL A 69341920 145 19300 SH SHARED 06 19300 D PMC-SIERRA INC NOTE 3.750% 8/1 69344FAB 992 1000000 PRN SHARED 1000000 D PMC-SIERRA INC COM 69344F10 4599 522022 SH SHARED 517322 4700 D PMC-SIERRA INC COM 69344F10 504 57296 SH SHARED 01 57296 D PMC-SIERRA INC COM 69344F10 13 1538 SH SHR/OTHR 01 1538 D PMC-SIERRA INC COM 69344F10 1054 119677 SH SHARED 02 119677 D PMC-SIERRA INC COM 69344F10 9 1093 SH SHARED 05 1093 D PMC-SIERRA INC COM 69344F10 2215 251530 SH SHARED 10 251530 D PMI GROUP INC DBCV 2.500% 7/1 69344MAE 3 3000 PRN SHARED 01 3000 D PMI GROUP INC DBCV 2.500% 7/1 69344MAE 606 546000 PRN SHARED 02 546000 D PMI GROUP INC COM 69344M10 633 15600 SH SHARED 15600 D PMI GROUP INC COM 69344M10 10992 270877 SH SHARED 270877 D PMI GROUP INC COM 69344M10 5852 144232 SH SHARED 01 144232 D PMI GROUP INC COM 69344M10 1674 41272 SH SHARED 02 41272 D PMI GROUP INC COM 69344M10 32 800 SH SHARED 06 800 D PMI GROUP INC COM 69344M10 353 8700 SH SHARED 10 8700 D PNC FINL SVCS GROUP INC COM 69347510 362 6700 SH SHARED 6700 D PNC FINL SVCS GROUP INC COM 69347510 126241 2333489 SH SHARED 2264314 69175 D PNC FINL SVCS GROUP INC COM 69347510 156598 2894619 SH SHARED 01 1438644 877300 578675 D PNC FINL SVCS GROUP INC COM 69347510 573 10601 SH SHR/OTHR 01 1000 9601 D PNC FINL SVCS GROUP INC COM 69347510 6552 121114 SH SHARED 02 121114 D PNC FINL SVCS GROUP INC COM 69347510 65 1208 SH SHARED 05 300 908 D PNC FINL SVCS GROUP INC COM 69347510 274 5070 SH SHARED 06 4770 300 D PNC FINL SVCS GROUP INC COM 69347510 116959 2161921 SH SHARED 10 2161921 D POSCO SPONSORED ADR 69348310 113 3000 SH SHARED 3000 D POSCO SPONSORED ADR 69348310 121390 3207155 SH SHARED 3204155 3000 D POSCO SPONSORED ADR 69348310 32606 861463 SH SHARED 01 819188 42275 D POSCO SPONSORED ADR 69348310 24912 658200 SH SHARED 04 658200 D POSCO SPONSORED ADR 69348310 433 11454 SH SHARED 05 6004 5450 D POSCO SPONSORED ADR 69348310 7337 193850 SH SHARED 06 173100 20750 D POSCO SPONSORED ADR 69348310 1987 52500 SH SHARED 10 52500 D POSCO SPONSORED ADR 69348310 9912 261894 SH SHARED 12 16745 245149 D PNM RES INC COM 69349H10 1939 86158 SH SHARED 86158 D PNM RES INC COM 69349H10 3402 151175 SH SHARED 01 151175 D PNM RES INC COM 69349H10 611 27170 SH SHARED 02 27170 D PPG INDS INC COM 69350610 68184 1112679 SH SHARED 1112679 D PPG INDS INC COM 69350610 10159 165791 SH SHARED 01 132780 33011 D PPG INDS INC COM 69350610 992 16200 SH SHR/OTHR 01 16200 D PPG INDS INC COM 69350610 4014 65513 SH SHARED 02 65513 D PPG INDS INC COM 69350610 376 6143 SH SHARED 05 200 5943 D PPG INDS INC COM 69350610 336 5489 SH SHARED 06 2989 2500 D PPG INDS INC COM 69350610 8537 139323 SH SHARED 10 139323 D PPL CORP COM 69351T10 514 10900 SH SHARED 10900 D PPL CORP COM 69351T10 70019 1484097 SH SHARED 1484097 D PPL CORP COM 69351T10 2810 59571 SH SHARED 01 59571 D PPL CORP COM 69351T10 28 600 SH SHR/OTHR 01 600 D PPL CORP COM 69351T10 3702 78476 SH SHARED 02 78476 D PPL CORP COM 69351T10 39 838 SH SHARED 05 100 738 D PPL CORP COM 69351T10 84 1800 SH SHARED 06 1800 D PPL CORP COM 69351T10 3303 70025 SH SHARED 10 70025 D PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE 429 405000 PRN SHARED 405000 D PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE 1087 1026000 PRN SHARED 02 1026000 D PRG-SCHULTZ INTERNATIONAL IN NOTE 4.750%11/2 69357CAA 1200 1223000 PRN SHARED 1223000 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 310 54117 SH SHARED 54117 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 22 3915 SH SHARED 01 3315 600 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 0 10 SH SHARED 02 10 D PS BUSINESS PKS INC CALIF COM 69360J10 362 9087 SH SHARED 9087 D PS BUSINESS PKS INC CALIF COM 69360J10 199 5000 SH SHARED 01 5000 D PS BUSINESS PKS INC CALIF COM 69360J10 19 500 SH SHARED 02 500 D PS BUSINESS PKS INC CALIF COM 69360J10 35514 891200 SH SHARED 11 891200 D PSS WORLD MED INC COM 69366A10 3694 367950 SH SHARED 367950 D PSS WORLD MED INC COM 69366A10 583 58133 SH SHARED 58133 D PSS WORLD MED INC COM 69366A10 1958 195042 SH SHARED 01 180242 14800 D PSS WORLD MED INC COM 69366A10 39 3893 SH SHARED 02 3893 D PTEK HLDGS INC COM 69366M10 401 46829 SH SHARED 46829 D PTEK HLDGS INC COM 69366M10 2775 323900 SH SHARED 01 323900 D PTEK HLDGS INC COM 69366M10 142 16583 SH SHARED 02 16583 D PAC-WEST TELECOM INC COM 69371Y10 16 18300 SH SHARED 18300 D PAC-WEST TELECOM INC COM 69371Y10 0 700 SH SHARED 01 700 D PACCAR INC COM 69371810 55306 800158 SH SHARED 800158 D PACCAR INC COM 69371810 43793 633583 SH SHARED 01 131473 502110 D PACCAR INC COM 69371810 3306 47837 SH SHR/OTHR 01 5145 42692 D PACCAR INC COM 69371810 5571 80606 SH SHARED 02 80606 D PACCAR INC COM 69371810 47 680 SH SHARED 05 680 D PACCAR INC COM 69371810 129 1875 SH SHARED 06 1500 375 D PACCAR INC COM 69371810 4431 64113 SH SHARED 10 64113 D PACER INTL INC TENN COM 69373H10 1748 106629 SH SHARED 106629 D PACER INTL INC TENN COM 69373H10 247 15098 SH SHARED 01 15098 D PACER INTL INC TENN COM 69373H10 186 11383 SH SHARED 02 11383 D PACIFIC CAP BANCORP NEW COM 69404P10 778 26333 SH SHARED 26333 D PACIFIC CAP BANCORP NEW COM 69404P10 4697 158794 SH SHARED 01 158794 D PACIFIC CAP BANCORP NEW COM 69404P10 3 111 SH SHARED 02 111 D PACIFIC ENERGY PARTNERS L P COM UNIT 69422R10 156 5468 SH SHARED 5468 D PACIFIC ENERGY PARTNERS L P COM UNIT 69422R10 28 983 SH SHARED 01 983 D PACIFIC MERCANTILE BANCORP COM 69455210 21 1780 SH SHARED 1780 D PACIFIC MERCANTILE BANCORP COM 69455210 5 441 SH SHARED 01 441 D PACIFIC SUNWEAR CALIF INC COM 69487310 4190 199060 SH SHARED 199060 D PACIFIC SUNWEAR CALIF INC COM 69487310 2941 139721 SH SHARED 01 139721 D PACIFIC SUNWEAR CALIF INC COM 69487310 26 1264 SH SHR/OTHR 01 1264 D PACIFIC SUNWEAR CALIF INC COM 69487310 601 28555 SH SHARED 02 28555 D PACIFIC SUNWEAR CALIF INC COM 69487310 68 3262 SH SHARED 06 3262 D PACIFICARE HEALTH SYS DEL DBCV 3.000%10/1 695112AG 6 3500 PRN SHARED 01 3500 D PACIFICARE HEALTH SYS DEL COM 69511210 517 14100 SH SHARED 14100 D PACIFICARE HEALTH SYS DEL COM 69511210 6155 167718 SH SHARED 167718 D PACIFICARE HEALTH SYS DEL COM 69511210 4399 119869 SH SHARED 01 119869 D PACIFICARE HEALTH SYS DEL COM 69511210 4640 126432 SH SHARED 02 126432 D PACIFICARE HEALTH SYS DEL COM 69511210 30956 843500 SH SHARED 04 843500 D PACIFICARE HEALTH SYS DEL COM 69511210 780 21260 SH SHARED 10 21260 D PACKAGING CORP AMER COM 69515610 2090 85418 SH SHARED 85418 D PACKAGING CORP AMER COM 69515610 31831 1300821 SH SHARED 01 1160071 140100 650 D PACKAGING CORP AMER COM 69515610 45 1875 SH SHR/OTHR 01 1875 D PACKAGING CORP AMER COM 69515610 632 25848 SH SHARED 02 25848 D PACKAGING DYNAMICS CORP COM 69516010 244 17000 SH SHARED 17000 D PACKAGING DYNAMICS CORP COM 69516010 20 1450 SH SHR/OTHR 01 1450 D PACKETEER INC COM 69521010 426 39449 SH SHARED 39449 D PACKETEER INC COM 69521010 172 15994 SH SHARED 01 15994 D PACKETEER INC COM 69521010 29 2752 SH SHARED 02 2752 D PACTIV CORP COM 69525710 8766 377068 SH SHARED 377068 D PACTIV CORP COM 69525710 554 23842 SH SHARED 01 21842 2000 D PACTIV CORP COM 69525710 1767 76026 SH SHARED 02 76026 D PACTIV CORP COM 69525710 16 689 SH SHARED 05 689 D PACTIV CORP COM 69525710 84 3622 SH SHARED 06 3622 D PACTIV CORP COM 69525710 1201 51693 SH SHARED 10 51693 D PAIN THERAPEUTICS INC COM 69562K10 111 15552 SH SHARED 15552 D PAIN THERAPEUTICS INC COM 69562K10 10 1520 SH SHARED 02 1520 D PALATIN TECHNOLOGIES INC COM NEW 69607730 167 57699 SH SHARED 57699 D PALATIN TECHNOLOGIES INC COM NEW 69607730 7 2727 SH SHARED 02 2727 D PALL CORP COM 69642930 8003 326948 SH SHARED 326948 D PALL CORP COM 69642930 2555 104380 SH SHARED 01 104380 D PALL CORP COM 69642930 337 13797 SH SHR/OTHR 01 2700 11097 D PALL CORP COM 69642930 1202 49127 SH SHARED 02 49127 D PALL CORP COM 69642930 12 499 SH SHARED 05 499 D PALL CORP COM 69642930 1027 41970 SH SHARED 10 41970 D PALM HARBOR HOMES COM 69663910 91 5432 SH SHARED 5432 D PALM HARBOR HOMES COM 69663910 0 8 SH SHARED 02 8 D PALMONE INC COM 69713P10 3134 102987 SH SHARED 102987 D PALMONE INC COM 69713P10 923 30349 SH SHARED 01 30099 250 D PALMONE INC COM 69713P10 857 28165 SH SHARED 02 28165 D PALMONE INC COM 69713P10 340 11200 SH SHARED 10 11200 D PALMSOURCE INC COM 69715410 424 20472 SH SHARED 20472 D PALMSOURCE INC COM 69715410 145 7008 SH SHARED 01 6931 77 D PALMSOURCE INC COM 69715410 69 3366 SH SHARED 02 3366 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 186 8508 SH SHARED 8508 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 65 2977 SH SHARED 02 2977 D PAMRAPO BANCORP INC COM 69773810 91 4000 SH SHARED 01 2000 2000 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 20 376 SH SHARED 376 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 616 11400 SH SHARED 01 11400 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 400 7410 SH SHARED 02 7410 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 139369 2576154 SH SHARED 11 2576154 D PANERA BREAD CO CL A 69840W10 4819 128373 SH SHARED 128373 D PANERA BREAD CO CL A 69840W10 305 8137 SH SHARED 01 8137 D PANERA BREAD CO CL A 69840W10 94 2508 SH SHARED 02 2508 D PANTRY INC COM 69865710 251 10005 SH SHARED 10005 D PANTRY INC COM 69865710 37 1508 SH SHARED 01 1508 D PANTRY INC COM 69865710 12 510 SH SHARED 02 510 D PAPA JOHNS INTL INC COM 69881310 2807 91525 SH SHARED 91525 D PAPA JOHNS INTL INC COM 69881310 216 7071 SH SHARED 7071 D PAPA JOHNS INTL INC COM 69881310 30 1000 SH SHARED 01 1000 D PAPA JOHNS INTL INC COM 69881310 73 2382 SH SHARED 02 2382 D PAR PHARMACEUTICAL COS INC COM 69888P10 3007 83695 SH SHARED 83695 D PAR PHARMACEUTICAL COS INC COM 69888P10 7235 201367 SH SHARED 01 200367 1000 D PAR PHARMACEUTICAL COS INC COM 69888P10 43 1203 SH SHR/OTHR 01 1203 D PAR PHARMACEUTICAL COS INC COM 69888P10 2365 65848 SH SHARED 02 65848 D PARADYNE NETWORKS INC COM 69911G10 136 29682 SH SHARED 29682 D PARADYNE NETWORKS INC COM 69911G10 7 1664 SH SHARED 01 1664 D PARADYNE NETWORKS INC COM 69911G10 7 1700 SH SHARED 02 1700 D PARALLEL PETE CORP DEL COM 69915710 355 74614 SH SHARED 74614 D PARALLEL PETE CORP DEL COM 69915710 116 24402 SH SHARED 01 18402 6000 D PARAMETRIC TECHNOLOGY CORP COM 69917310 4571 865757 SH SHARED 865757 D PARAMETRIC TECHNOLOGY CORP COM 69917310 1382 261886 SH SHARED 01 259100 2786 D PARAMETRIC TECHNOLOGY CORP COM 69917310 402 76227 SH SHARED 02 76227 D PARAMETRIC TECHNOLOGY CORP COM 69917310 5 1132 SH SHARED 05 1132 D PARAMETRIC TECHNOLOGY CORP COM 69917310 423 80172 SH SHARED 10 80172 D PAREXEL INTL CORP COM 69946210 295 15079 SH SHARED 15079 D PAREXEL INTL CORP COM 69946210 75 3830 SH SHARED 01 3830 D PAREXEL INTL CORP COM 69946210 101 5155 SH SHARED 02 5155 D PAREXEL INTL CORP COM 69946210 1667 85100 SH SHARED 04 85100 D PARK ELECTROCHEMICAL CORP COM 70041620 41 1950 SH SHARED 1950 D PARK ELECTROCHEMICAL CORP COM 70041620 228 10790 SH SHARED 10790 D PARK ELECTROCHEMICAL CORP COM 70041620 1557 73478 SH SHARED 01 73478 D PARK ELECTROCHEMICAL CORP COM 70041620 346 16354 SH SHARED 02 16354 D PARK NATL CORP COM 70065810 1205 9478 SH SHARED 9478 D PARK NATL CORP COM 70065810 194 1531 SH SHARED 01 1531 D PARK NATL CORP COM 70065810 694 5461 SH SHR/OTHR 01 5461 D PARK NATL CORP COM 70065810 26 206 SH SHARED 02 206 D PARKER DRILLING CO COM 70108110 279 76202 SH SHARED 76202 D PARKER DRILLING CO COM 70108110 0 24 SH SHARED 02 24 D PARKER HANNIFIN CORP COM 70109410 41 700 SH SHARED 700 D PARKER HANNIFIN CORP COM 70109410 44441 755033 SH SHARED 657204 97829 D PARKER HANNIFIN CORP COM 70109410 118364 2010957 SH SHARED 01 153350 1290900 566707 D PARKER HANNIFIN CORP COM 70109410 1575 26764 SH SHR/OTHR 01 1000 25764 D PARKER HANNIFIN CORP COM 70109410 2929 49763 SH SHARED 02 49763 D PARKER HANNIFIN CORP COM 70109410 6704 113900 SH SHARED 03 113900 D PARKER HANNIFIN CORP COM 70109410 22673 385218 SH SHARED 05 298294 86924 D PARKER HANNIFIN CORP COM 70109410 313 5331 SH SHARED 06 5331 D PARKER HANNIFIN CORP COM 70109410 1775 30166 SH SHARED 07 30166 D PARKER HANNIFIN CORP COM 70109410 2478 42100 SH SHARED 09 42100 D PARKER HANNIFIN CORP COM 70109410 2840 48264 SH SHARED 10 48264 D PARKVALE FINL CORP COM 70149210 55 2070 SH SHARED 01 2070 D PARKVALE FINL CORP COM 70149210 0 4 SH SHARED 02 4 D PARKWAY PPTYS INC COM 70159Q10 332 7164 SH SHARED 7164 D PARKWAY PPTYS INC COM 70159Q10 39 841 SH SHARED 01 841 D PARKWAY PPTYS INC COM 70159Q10 650 14000 SH SHARED 11 14000 D PARLUX FRAGRANCES INC COM 70164510 151 11626 SH SHARED 02 11626 D PARTNER COMMUNICATIONS CO LT ADR 70211M10 12 1867 SH SHARED 1867 D PARTNERS TR FINL GROUP INC N COM 70213F10 2657 256472 SH SHARED 256472 D PARTNERS TR FINL GROUP INC N COM 70213F10 2 244 SH SHARED 01 244 D PARTNERS TR FINL GROUP INC N COM 70213F10 151 14653 SH SHARED 02 14653 D PARTY CITY CORP COM 70214510 404 27370 SH SHARED 27370 D PARTY CITY CORP COM 70214510 104 7063 SH SHARED 01 7063 D PARTY CITY CORP COM 70214510 7 503 SH SHARED 02 503 D PATHMARK STORES INC NEW COM 70322A10 249 51471 SH SHARED 51471 D PATHMARK STORES INC NEW COM 70322A10 3 788 SH SHARED 01 788 D PATHMARK STORES INC NEW COM 70322A10 151 31268 SH SHARED 02 31268 D PATHMARK STORES INC NEW *W EXP 09/10/201 70322A11 38 153647 SH SHARED 153647 D PATHMARK STORES INC NEW *W EXP 09/10/201 70322A11 8 32560 SH SHARED 02 32560 D PATINA OIL & GAS CORP COM 70322410 6667 225494 SH SHARED 225494 D PATINA OIL & GAS CORP COM 70322410 3616 122309 SH SHARED 01 122309 D PATINA OIL & GAS CORP COM 70322410 59 2000 SH SHR/OTHR 01 2000 D PATINA OIL & GAS CORP COM 70322410 1356 45869 SH SHARED 02 45869 D PATTERSON COMPANIES INC COM 70339510 9264 121012 SH SHARED 121012 D PATTERSON COMPANIES INC COM 70339510 1592 20800 SH SHARED 01 20800 D PATTERSON COMPANIES INC COM 70339510 2837 37056 SH SHARED 02 37056 D PATTERSON COMPANIES INC COM 70339510 19 250 SH SHARED 06 250 D PATTERSON COMPANIES INC COM 70339510 934 12210 SH SHARED 10 12210 D PATTERSON UTI ENERGY INC COM 70348110 6568 344462 SH SHARED 344462 D PATTERSON UTI ENERGY INC COM 70348110 1022 53634 SH SHARED 01 51634 2000 D PATTERSON UTI ENERGY INC COM 70348110 1776 93170 SH SHARED 02 93170 D PAXAR CORP COM 70422710 102 4500 SH SHARED 4500 D PAXAR CORP COM 70422710 843 37191 SH SHARED 37191 D PAXAR CORP COM 70422710 2295 101206 SH SHARED 01 101206 D PAXAR CORP COM 70422710 45 2012 SH SHARED 02 2012 D PAXAR CORP COM 70422710 299 13200 SH SHARED 05 13200 D PAXSON COMMUNICATIONS CORP COM 70423110 108 80049 SH SHARED 80049 D PAXSON COMMUNICATIONS CORP COM 70423110 14 10720 SH SHARED 01 10720 D PAXSON COMMUNICATIONS CORP COM 70423110 1 788 SH SHARED 02 788 D PAYCHEX INC COM 70432610 45188 1498777 SH SHARED 1483227 15550 D PAYCHEX INC COM 70432610 90285 2994530 SH SHARED 01 2211342 647900 135288 D PAYCHEX INC COM 70432610 78 2599 SH SHR/OTHR 01 2599 D PAYCHEX INC COM 70432610 7500 248769 SH SHARED 02 248769 D PAYCHEX INC COM 70432610 10712 355300 SH SHARED 03 355300 D PAYCHEX INC COM 70432610 2261 75000 SH SHARED 04 75000 D PAYCHEX INC COM 70432610 14182 470402 SH SHARED 05 281540 188862 D PAYCHEX INC COM 70432610 1944 64500 SH SHARED 06 63900 600 D PAYCHEX INC COM 70432610 66 2200 SH SHARED 07 2200 D PAYCHEX INC COM 70432610 6570 217911 SH SHARED 10 217911 D PAYLESS SHOESOURCE INC COM 70437910 24 2400 SH SHARED 2400 D PAYLESS SHOESOURCE INC COM 70437910 1622 160162 SH SHARED 160162 D PAYLESS SHOESOURCE INC COM 70437910 1479 146061 SH SHARED 01 146061 D PAYLESS SHOESOURCE INC COM 70437910 283 28018 SH SHARED 02 28018 D PCCW LTD SPONS ADR NEW 70454G20 247 38000 SH SHARED 38000 D PEABODY ENERGY CORP COM 70454910 4754 79912 SH SHARED 76512 3400 D PEABODY ENERGY CORP COM 70454910 36840 619160 SH SHARED 01 533339 82800 3021 D PEABODY ENERGY CORP COM 70454910 71 1195 SH SHR/OTHR 01 1195 D PEABODY ENERGY CORP COM 70454910 4208 70731 SH SHARED 02 70731 D PEABODY ENERGY CORP COM 70454910 148 2500 SH SHARED 06 2500 D PEABODY ENERGY CORP COM 70454910 3465 58250 SH SHARED 10 58250 D PEAPACK-GLADSTONE FINL CORP COM 70469910 139 4583 SH SHARED 4583 D PEAPACK-GLADSTONE FINL CORP COM 70469910 31 1045 SH SHARED 02 1045 D PEARSON PLC SPONSORED ADR 70501510 0 33 SH SHARED 02 33 D PEC SOLUTIONS INC COM 70510710 672 57398 SH SHARED 57398 D PEC SOLUTIONS INC COM 70510710 90 7753 SH SHARED 01 7753 D PEC SOLUTIONS INC COM 70510710 170 14513 SH SHARED 02 14513 D PEDIATRIC SVCS OF AMERICA COM 70532310 163 20033 SH SHARED 20033 D PEDIATRIC SVCS OF AMERICA COM 70532310 40 4967 SH SHARED 01 4967 D PEDIATRIX MED GROUP COM 70532410 1316 23998 SH SHARED 23998 D PEDIATRIX MED GROUP COM 70532410 8205 149595 SH SHARED 01 149545 50 D PEDIATRIX MED GROUP COM 70532410 9 164 SH SHR/OTHR 01 164 D PEDIATRIX MED GROUP COM 70532410 114 2083 SH SHARED 02 2083 D PEETS COFFEE & TEA INC COM 70556010 337 14429 SH SHARED 14429 D PEETS COFFEE & TEA INC COM 70556010 292 12506 SH SHARED 01 12506 D PEETS COFFEE & TEA INC COM 70556010 11 500 SH SHARED 02 500 D PEGASYSTEMS INC COM 70557310 79 11393 SH SHARED 11393 D PEGASYSTEMS INC COM 70557310 4 635 SH SHARED 01 635 D PEGASYSTEMS INC COM 70557310 2 305 SH SHARED 02 305 D PEGASUS COMMUNICATIONS CORP CL A NEW 70590460 138 18529 SH SHARED 18529 D PEGASUS COMMUNICATIONS CORP CL A NEW 70590460 105 14071 SH SHARED 01 14071 D PEGASUS COMMUNICATIONS CORP CL A NEW 70590460 0 8 SH SHARED 02 8 D PEGASUS SOLUTIONS INC NOTE 3.875% 7/1 705906AB 1504 1567000 PRN SHARED 1567000 D PEGASUS SOLUTIONS INC COM 70590610 397 33320 SH SHARED 33320 D PEGASUS SOLUTIONS INC COM 70590610 46 3914 SH SHARED 01 3914 D PEGASUS SOLUTIONS INC COM 70590610 22 1897 SH SHARED 02 1897 D PEMSTAR INC COM 70655210 0 41 SH SHARED 41 D PEMSTAR INC COM 70655210 0 9 SH SHARED 01 9 D PEMSTAR INC COM 70655210 0 24 SH SHARED 02 24 D PENGROWTH ENERGY TR COM 70690210 0 4500 SH SHARED 2000 2500 D PENGROWTH ENERGY TR TRUST UNIT A 70690230 233 13000 SH SHARED 3500 9500 D PENGROWTH ENERGY TR TRUST UNIT A 70690230 31 1750 SH SHR/OTHR 01 1750 D PENFORD CORP COM 70705110 3 200 SH SHARED 02 200 D PENN-AMER GROUP INC COM 70724710 69 5074 SH SHARED 5074 D PENN-AMER GROUP INC COM 70724710 0 3 SH SHARED 02 3 D PENN ENGR & MFG CORP COM NON VTG 70738930 116 6282 SH SHARED 6282 D PENN ENGR & MFG CORP COM NON VTG 70738930 0 3 SH SHARED 02 3 D PENN NATL GAMING INC COM 70756910 2617 64790 SH SHARED 64790 D PENN NATL GAMING INC COM 70756910 1379 34155 SH SHARED 01 34155 D PENN NATL GAMING INC COM 70756910 64 1608 SH SHARED 02 1608 D PENN VA CORP COM 70788210 559 14139 SH SHARED 14139 D PENN VA CORP COM 70788210 847 21416 SH SHARED 01 21416 D PENN VA CORP COM 70788210 35 904 SH SHARED 02 904 D PENNEY J C INC NOTE 5.000%10/1 708160BV 7 6000 PRN SHARED 01 6000 D PENNEY J C INC COM 70816010 27094 767982 SH SHARED 767982 D PENNEY J C INC COM 70816010 6326 179333 SH SHARED 01 177733 1600 D PENNEY J C INC COM 70816010 296 8400 SH SHR/OTHR 01 8400 D PENNEY J C INC COM 70816010 12241 346985 SH SHARED 02 346985 D PENNEY J C INC COM 70816010 27 767 SH SHARED 05 767 D PENNEY J C INC COM 70816010 116 3300 SH SHARED 06 3300 D PENNEY J C INC COM 70816010 3355 95118 SH SHARED 10 95118 D PENNFED FINL SVCS INC COM 70816710 163 5380 SH SHARED 5380 D PENNFED FINL SVCS INC COM 70816710 20 675 SH SHARED 01 675 D PENNFED FINL SVCS INC COM 70816710 36 1196 SH SHARED 02 1196 D PENNICHUCK CORP COM NEW 70825420 7 321 SH SHARED 321 D PENNICHUCK CORP COM NEW 70825420 1 79 SH SHARED 01 79 D PENNROCK FINL SVCS CORP COM 70835210 121 4372 SH SHARED 4372 D PENNROCK FINL SVCS CORP COM 70835210 0 2 SH SHARED 02 2 D PENNS WOODS BANCORP INC COM 70843010 0 4 SH SHARED 02 4 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 877 22710 SH SHARED 22710 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 713 18450 SH SHARED 01 14350 4100 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 0 4 SH SHARED 02 4 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 9539 246755 SH SHARED 10 246755 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 182284 4715070 SH SHARED 11 4715070 D PENTAIR INC COM 70963110 1324 37945 SH SHARED 37945 D PENTAIR INC COM 70963110 2932 84004 SH SHARED 01 84004 D PENTAIR INC COM 70963110 4480 128358 SH SHARED 02 128358 D PENTAIR INC COM 70963110 1170 33520 SH SHARED 10 33520 D PENWEST PHARMACEUTICALS CO COM 70975410 189 16753 SH SHARED 16753 D PENWEST PHARMACEUTICALS CO COM 70975410 15 1380 SH SHARED 02 1380 D PEOPLES BANCORP INC COM 70978910 281 10714 SH SHARED 10714 D PEOPLES BANCORP INC COM 70978910 27 1060 SH SHARED 01 1060 D PEOPLES BANCORP INC COM 70978910 0 3 SH SHARED 02 3 D PEOPLES BK BRIDGEPORT CONN COM 71019810 618 17314 SH SHARED 17314 D PEOPLES BK BRIDGEPORT CONN COM 71019810 103 2884 SH SHARED 01 2584 300 D PEOPLES BK BRIDGEPORT CONN COM 71019810 142 3986 SH SHARED 02 3986 D PEOPLES ENERGY CORP COM 71103010 4669 112031 SH SHARED 112031 D PEOPLES ENERGY CORP COM 71103010 263 6315 SH SHARED 01 5615 700 D PEOPLES ENERGY CORP COM 71103010 252 6067 SH SHR/OTHR 01 267 5800 D PEOPLES ENERGY CORP COM 71103010 1170 28090 SH SHARED 02 28090 D PEOPLES ENERGY CORP COM 71103010 503 12089 SH SHARED 10 12089 D PEOPLES HLDG CO COM 71114810 175 5403 SH SHARED 5403 D PEOPLES HLDG CO COM 71114810 13 405 SH SHARED 01 405 D PEOPLES HLDG CO COM 71114810 0 10 SH SHARED 02 10 D PEOPLESOFT INC COM 71271310 35478 1787305 SH SHARED 1773305 14000 D PEOPLESOFT INC COM 71271310 1578 79545 SH SHARED 01 64920 14625 D PEOPLESOFT INC COM 71271310 12067 607942 SH SHARED 02 607942 D PEOPLESOFT INC COM 71271310 6054 305000 SH SHARED 04 305000 D PEOPLESOFT INC COM 71271310 444 22403 SH SHARED 05 20910 1493 D PEOPLESOFT INC COM 71271310 555 28000 SH SHARED 06 28000 D PEOPLESOFT INC COM 71271310 2471 124504 SH SHARED 10 124504 D PEP BOYS MANNY MOE & JACK NOTE 4.250% 6/0 713278AP 3960 4000000 PRN SHARED 02 4000000 D PEP BOYS MANNY MOE & JACK COM 71327810 554 39580 SH SHARED 39580 D PEP BOYS MANNY MOE & JACK COM 71327810 2045 146101 SH SHARED 01 146101 D PEP BOYS MANNY MOE & JACK COM 71327810 107 7649 SH SHARED 02 7649 D PEPCO HOLDINGS INC COM 71329110 4974 249990 SH SHARED 249990 D PEPCO HOLDINGS INC COM 71329110 2241 112631 SH SHARED 01 110631 2000 D PEPCO HOLDINGS INC COM 71329110 15 800 SH SHR/OTHR 01 800 D PEPCO HOLDINGS INC COM 71329110 1747 87819 SH SHARED 02 87819 D PEPCO HOLDINGS INC COM 71329110 57 2900 SH SHARED 06 2900 D PEPSI BOTTLING GROUP INC COM 71340910 16846 620492 SH SHARED 608492 12000 D PEPSI BOTTLING GROUP INC COM 71340910 2401 88436 SH SHARED 01 88436 D PEPSI BOTTLING GROUP INC COM 71340910 2635 97083 SH SHARED 02 97083 D PEPSI BOTTLING GROUP INC COM 71340910 455 16794 SH SHARED 06 16794 D PEPSI BOTTLING GROUP INC COM 71340910 2369 87277 SH SHARED 10 87277 D PEPSIAMERICAS INC COM 71343P20 603 31593 SH SHARED 31593 D PEPSIAMERICAS INC COM 71343P20 2330 122010 SH SHARED 01 119513 2497 D PEPSIAMERICAS INC COM 71343P20 1382 72388 SH SHARED 02 72388 D PEPSICO INC COM 71344810 184 3800 SH SHARED 3800 D PEPSICO INC COM 71344810 517541 10638051 SH SHARED 10383010 255041 D PEPSICO INC COM 71344810 318450 6545743 SH SHARED 01 2559419 2660350 1325974 D PEPSICO INC COM 71344810 32683 671818 SH SHR/OTHR 01 76019 595799 D PEPSICO INC COM 71344810 53059 1090634 SH SHARED 02 1070709 19925 D PEPSICO INC COM 71344810 22622 465000 SH SHARED 04 465000 D PEPSICO INC COM 71344810 32505 668145 SH SHARED 05 426196 241949 D PEPSICO INC COM 71344810 10578 217445 SH SHARED 06 209945 7500 D PEPSICO INC COM 71344810 1392 28619 SH SHARED 07 28619 D PEPSICO INC COM 71344810 2091 43000 SH SHARED 09 43000 D PEPSICO INC COM 71344810 32159 661036 SH SHARED 10 661036 D PER-SE TECHNOLOGIES INC COM NEW 71356930 179 13085 SH SHARED 13085 D PER-SE TECHNOLOGIES INC COM NEW 71356930 23 1700 SH SHARED 01 1700 D PER-SE TECHNOLOGIES INC COM NEW 71356930 16 1201 SH SHARED 02 1201 D PERCEPTRON INC COM 71361F10 0 100 SH SHARED 100 D PEREGRINE PHARMACEUTICALS IN COM 71366110 181 112640 SH SHARED 112640 D PEREGRINE PHARMACEUTICALS IN COM 71366110 0 500 SH SHARED 01 500 D PEREGRINE PHARMACEUTICALS IN COM 71366110 10 6230 SH SHARED 02 6230 D PERFORMANCE FOOD GROUP CO NOTE 5.500%10/1 713755AA 18266 17700000 PRN SHARED 02 17700000 D PERFORMANCE FOOD GROUP CO COM 71375510 1622 68461 SH SHARED 68461 D PERFORMANCE FOOD GROUP CO COM 71375510 160 6783 SH SHARED 01 6783 D PERFORMANCE FOOD GROUP CO COM 71375510 41 1745 SH SHARED 02 1745 D PERFORMANCE TECHNOLOGIES INC COM 71376K10 0 40 SH SHARED 02 40 D PERICOM SEMICONDUCTOR CORP COM 71383110 170 17682 SH SHARED 17682 D PERICOM SEMICONDUCTOR CORP COM 71383110 4 421 SH SHARED 01 421 D PERICOM SEMICONDUCTOR CORP COM 71383110 2 306 SH SHARED 02 306 D PERINI CORP COM 71383910 74 5210 SH SHARED 5210 D PERINI CORP COM 71383910 4 337 SH SHARED 01 337 D PERINI CORP COM 71383910 0 45 SH SHARED 02 45 D PERKINELMER INC COM 71404610 6 400 SH SHARED 400 D PERKINELMER INC COM 71404610 5659 328683 SH SHARED 328683 D PERKINELMER INC COM 71404610 3997 232166 SH SHARED 01 228166 4000 D PERKINELMER INC COM 71404610 873 50745 SH SHARED 02 50745 D PERKINELMER INC COM 71404610 739 42958 SH SHARED 10 42958 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 46 4000 SH SHARED 01 4000 D PEROT SYS CORP CL A 71426510 1711 106561 SH SHARED 106561 D PEROT SYS CORP CL A 71426510 878 54720 SH SHARED 01 54720 D PEROT SYS CORP CL A 71426510 82 5141 SH SHARED 02 5141 D PERRIGO CO COM 71429010 131 6400 SH SHARED 6400 D PERRIGO CO COM 71429010 1483 72201 SH SHARED 72201 D PERRIGO CO COM 71429010 8990 437500 SH SHARED 01 437500 D PERRIGO CO COM 71429010 487 23744 SH SHARED 02 23744 D PERRIGO CO COM 71429010 8065 392500 SH SHARED 04 392500 D PERUSAHAAN PERS INDO SATELLI SPONSORED ADR 71568010 433 18077 SH SHARED 18077 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 436 24663 SH SHARED 24663 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 4294 242747 SH SHARED 01 242747 D PERVASIVE SOFTWARE INC COM 71571010 0 100 SH SHARED 100 D PETCO ANIMAL SUPPLIES COM NEW 71601620 74 2285 SH SHARED 85 2200 D PETCO ANIMAL SUPPLIES COM NEW 71601620 1842 56415 SH SHARED 01 56415 D PETCO ANIMAL SUPPLIES COM NEW 71601620 163 5007 SH SHARED 02 5007 D PETMED EXPRESS INC COM 71638210 29 6206 SH SHARED 6206 D PETMED EXPRESS INC COM 71638210 1 400 SH SHARED 02 400 D PETRO-CDA COM 71644E10 311 6000 SH SHARED 6000 D PETRO-CDA COM 71644E10 29585 569509 SH SHARED 553809 15700 D PETRO-CDA COM 71644E10 418 8058 SH SHARED 01 8058 D PETRO-CDA COM 71644E10 155 3000 SH SHR/OTHR 01 3000 D PETRO-CDA COM 71644E10 6201 119378 SH SHARED 02 119378 D PETRO-CDA COM 71644E10 29559 569000 SH SHARED 04 569000 D PETRO-CDA COM 71644E10 10 200 SH SHARED 05 200 D PETRO-CDA COM 71644E10 3158 60800 SH SHARED 06 60300 500 D PETRO-CDA COM 71644E10 2149 41372 SH SHARED 10 41372 D PETROCHINA CO LTD SPONSORED ADR 71646E10 1804 33574 SH SHARED 33574 D PETROCHINA CO LTD SPONSORED ADR 71646E10 125 2329 SH SHARED 01 2329 D PETROCHINA CO LTD SPONSORED ADR 71646E10 268 5000 SH SHR/OTHR 01 5000 D PETROCHINA CO LTD SPONSORED ADR 71646E10 11 219 SH SHARED 02 219 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 996 90705 SH SHARED 77954 12751 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 61 5576 SH SHARED 01 5576 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 549 50000 SH SHARED 02 50000 D PETROFUND ENERGY TRUST TR UNIT 71648W10 835 66300 SH SHARED 66300 D PETROKAZAKHSTAN INC COM 71649P10 274 8000 SH SHARED 8000 D PETROKAZAKHSTAN INC COM 71649P10 53 1550 SH SHARED 01 1550 D PETROKAZAKHSTAN INC COM 71649P10 986 28800 SH SHARED 02 28800 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 161866 5071004 SH SHARED 5071004 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 86219 2701099 SH SHARED 01 2700839 260 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 186280 5284567 SH SHARED 5268567 16000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 17390 493354 SH SHARED 01 493354 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 6 198 SH SHARED 02 198 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 19253 546192 SH SHARED 05 545292 900 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 4230 120000 SH SHARED 06 120000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 10571 299900 SH SHARED 09 299900 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 98 2790 SH SHARED 10 2790 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 13906 394500 SH SHARED 12 394500 D PETROLEUM & RES CORP COM 71654910 24 912 SH SHARED 912 D PETROLEUM & RES CORP COM 71654910 5 225 SH SHARED 01 225 D PETROLEUM DEV CORP COM 71657810 431 9856 SH SHARED 9856 D PETROLEUM DEV CORP COM 71657810 35 800 SH SHARED 01 800 D PETROLEUM DEV CORP COM 71657810 55 1277 SH SHARED 02 1277 D PETROLEUM HELICOPTERS INC COM VTG 71660410 0 4 SH SHARED 02 4 D PETROQUEST ENERGY INC COM 71674810 158 30584 SH SHARED 30584 D PETROQUEST ENERGY INC COM 71674810 49 9583 SH SHARED 01 9583 D PETSMART INC COM 71676810 7841 276205 SH SHARED 276205 D PETSMART INC COM 71676810 1337 47114 SH SHARED 01 47114 D PETSMART INC COM 71676810 1551 54652 SH SHARED 02 54652 D PETSMART INC COM 71676810 24 864 SH SHARED 05 864 D PETSMART INC COM 71676810 2030 71525 SH SHARED 10 71525 D PHARMACYCLICS INC COM 71693310 121 11776 SH SHARED 11776 D PHARMACYCLICS INC COM 71693310 21 2100 SH SHARED 02 2100 D PHARMACYCLICS INC COM 71693310 1804 175000 SH SHARED 04 175000 D PHARMACYCLICS INC COM 71693310 82 8000 SH SHARED 06 8000 D PHARMACYCLICS INC COM 71693310 82 8000 SH SHARED 10 8000 D PFEIFFER VACUUM TECH AG SPONSORED ADR 71706710 250 6418 SH SHARED 6418 D PFIZER INC COM 71708110 3236 105765 SH SHARED 60218 45547 D PFIZER INC COM 71708110 1776611 58059190 SH SHARED 56077010 1982180 D PFIZER INC COM 71708110 789307 25794367 SH SHARED 01 11299095 9187591 5307681 D PFIZER INC COM 71708110 64949 2122545 SH SHR/OTHR 01 224823 1897722 D PFIZER INC COM 71708110 127487 4166248 SH SHARED 02 4166248 D PFIZER INC COM 71708110 35467 1159080 SH SHARED 03 1159080 D PFIZER INC COM 71708110 143015 4673700 SH SHARED 04 4673700 D PFIZER INC COM 71708110 72508 2369554 SH SHARED 05 1577722 791832 D PFIZER INC COM 71708110 27794 908325 SH SHARED 06 734765 173560 D PFIZER INC COM 71708110 3011 98427 SH SHARED 07 98427 D PFIZER INC COM 71708110 4703 153700 SH SHARED 09 153700 D PFIZER INC COM 71708110 220267 7198290 SH SHARED 10 7198290 D PHARMACOPEIA DRUG DISCVRY IN COM 7171EP10 19 3996 SH SHARED 3996 D PHARMACOPEIA DRUG DISCVRY IN COM 7171EP10 0 12 SH SHARED 02 12 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 2396 33663 SH SHARED 33663 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 42 600 SH SHARED 01 600 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 5196 73000 SH SHARED 02 73000 D PHARMACEUTICAL PROD DEV INC COM 71712410 72 2000 SH SHARED 2000 D PHARMACEUTICAL PROD DEV INC COM 71712410 163 4533 SH SHARED 4533 D PHARMACEUTICAL PROD DEV INC COM 71712410 115 3202 SH SHARED 01 3202 D PHARMACEUTICAL PROD DEV INC COM 71712410 231 6441 SH SHARED 02 6441 D PHARMACEUTICAL RES INC NOTE 2.875% 9/3 717125AC 6 7000 PRN SHARED 01 7000 D PHARMOS CORP COM NEW 71713920 147 51363 SH SHARED 51363 D PHARMOS CORP COM NEW 71713920 12 4400 SH SHARED 02 4400 D PHARMION CORP COM 71715B40 165 3200 SH SHARED 3200 D PHARMION CORP COM 71715B40 672 12999 SH SHARED 12999 D PHARMION CORP COM 71715B40 3096 59899 SH SHARED 01 55499 4400 D PHARMION CORP COM 71715B40 226 4388 SH SHARED 02 4388 D PHARMION CORP COM 71715B40 14759 285500 SH SHARED 04 285500 D PHARMION CORP COM 71715B40 180 3500 SH SHARED 06 3500 D PHARMION CORP COM 71715B40 180 3500 SH SHARED 10 3500 D PHELPS DODGE CORP COM 71726510 23343 253650 SH SHARED 253125 525 D PHELPS DODGE CORP COM 71726510 6862 74570 SH SHARED 01 74117 453 D PHELPS DODGE CORP COM 71726510 66 727 SH SHR/OTHR 01 727 D PHELPS DODGE CORP COM 71726510 6692 72726 SH SHARED 02 72726 D PHELPS DODGE CORP COM 71726510 4969 54000 SH SHARED 04 54000 D PHELPS DODGE CORP COM 71726510 30 331 SH SHARED 05 331 D PHELPS DODGE CORP COM 71726510 1067 11602 SH SHARED 06 8452 3150 D PHELPS DODGE CORP COM 71726510 4065 44180 SH SHARED 10 44180 D PHELPS DODGE CORP PFD A CV 6.75% 71726550 4843 25000 SH SHARED 25000 D PHELPS DODGE CORP PFD A CV 6.75% 71726550 774 4000 SH SHARED 02 4000 D PHILADELPHIA CONS HLDG CORP COM 71752810 664 12051 SH SHARED 12051 D PHILADELPHIA CONS HLDG CORP COM 71752810 9100 165100 SH SHARED 01 165100 D PHILADELPHIA CONS HLDG CORP COM 71752810 115 2104 SH SHARED 02 2104 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 32451 1295999 SH SHARED 1290739 5260 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 3014 120384 SH SHARED 01 120384 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 1641 65535 SH SHARED 02 65535 D PHILIPPINE LONG DISTANCE TEL SPON GDR PFD 71825270 25768 517961 SH SHARED 517961 D PHILLIPS VAN HEUSEN CORP COM 71859210 321 14434 SH SHARED 14434 D PHILLIPS VAN HEUSEN CORP COM 71859210 1492 67000 SH SHARED 01 67000 D PHILLIPS VAN HEUSEN CORP COM 71859210 2 106 SH SHARED 02 106 D PHOENIX COS INC NEW COM 71902E10 741 71193 SH SHARED 71193 D PHOENIX COS INC NEW COM 71902E10 35 3375 SH SHARED 01 3375 D PHOENIX COS INC NEW COM 71902E10 6 627 SH SHARED 02 627 D PHOENIX TECHNOLOGY LTD COM 71915310 43 8763 SH SHARED 8763 D PHOENIX TECHNOLOGY LTD COM 71915310 10 2023 SH SHARED 01 2023 D PHOTOMEDEX INC COM 71935810 0 25 SH SHARED 25 D PHOTOMEDEX INC COM 71935810 110 46506 SH SHARED 01 6 46500 D PHOTON DYNAMICS INC COM 71936410 304 14997 SH SHARED 14997 D PHOTON DYNAMICS INC COM 71936410 89 4420 SH SHARED 01 4420 D PHOTON DYNAMICS INC COM 71936410 151 7453 SH SHARED 02 7453 D PHOTRONICS INC NOTE 4.750%12/1 719405AC 1210 1209000 PRN SHARED 1209000 D PHOTRONICS INC NOTE 4.750%12/1 719405AC 6052 6046000 PRN SHARED 02 6046000 D PHOTRONICS INC COM 71940510 2090 125763 SH SHARED 125763 D PHOTRONICS INC COM 71940510 5231 314784 SH SHARED 01 314784 D PHOTRONICS INC COM 71940510 5321 320161 SH SHARED 02 320161 D PIEDMONT NAT GAS INC COM 72018610 1252 28499 SH SHARED 28499 D PIEDMONT NAT GAS INC COM 72018610 401 9136 SH SHARED 01 6936 2200 D PIEDMONT NAT GAS INC COM 72018610 107 2442 SH SHR/OTHR 01 2442 D PIEDMONT NAT GAS INC COM 72018610 726 16524 SH SHARED 02 16524 D PIER 1 IMPORTS INC COM 72027910 263 14600 SH SHARED 14600 D PIER 1 IMPORTS INC COM 72027910 2348 129897 SH SHARED 129897 D PIER 1 IMPORTS INC COM 72027910 2034 112514 SH SHARED 01 112514 D PIER 1 IMPORTS INC COM 72027910 640 35435 SH SHARED 02 35435 D PILGRIMS PRIDE CORP COM 72146710 13 500 SH SHARED 500 D PILGRIMS PRIDE CORP COM 72146710 1332 49200 SH SHARED 01 49200 D PILGRIMS PRIDE CORP COM 72146710 280 10374 SH SHARED 02 10374 D PIMCO MUN INCOME FD II COM 72200W10 1940 134660 SH SHR/OTHR 01 134660 D PIMCO STRATEGIC GBL GOV FD I COM 72200X10 47 4000 SH SHR/OTHR 01 4000 D PIMCO CORPORATE OPP FD COM 72201B10 3 215 SH SHARED 215 D PIMCO CALIF MUN INCOME FD II COM 72201C10 54 4000 SH SHR/OTHR 01 4000 D PIMCO HIGH INCOME FD COM SHS 72201410 34759 2356609 SH SHARED 2356609 D PINNACLE AIRL CORP COM 72344310 167 16633 SH SHARED 16633 D PINNACLE AIRL CORP COM 72344310 1129 111849 SH SHARED 01 111849 D PINNACLE AIRL CORP COM 72344310 9 900 SH SHARED 02 900 D PINNACLE ENTMT INC COM 72345610 292 21174 SH SHARED 21174 D PINNACLE ENTMT INC COM 72345610 1 102 SH SHARED 01 102 D PINNACLE ENTMT INC COM 72345610 2 200 SH SHARED 02 200 D PINNACLE SYS INC COM 72348110 244 58672 SH SHARED 58672 D PINNACLE SYS INC COM 72348110 15 3721 SH SHARED 01 3721 D PINNACLE SYS INC COM 72348110 1 318 SH SHARED 02 318 D PINNACLE WEST CAP CORP COM 72348410 34211 824363 SH SHARED 824363 D PINNACLE WEST CAP CORP COM 72348410 4503 108506 SH SHARED 01 108506 D PINNACLE WEST CAP CORP COM 72348410 543 13100 SH SHR/OTHR 01 13100 D PINNACLE WEST CAP CORP COM 72348410 2961 71350 SH SHARED 02 71350 D PINNACLE WEST CAP CORP COM 72348410 33 800 SH SHARED 06 800 D PINNACLE WEST CAP CORP COM 72348410 1290 31104 SH SHARED 10 31104 D PIONEER DRILLING CO COM 72365510 147 17552 SH SHARED 17552 D PIONEER NAT RES CO COM 72378710 2945 85437 SH SHARED 85437 D PIONEER NAT RES CO COM 72378710 10482 304019 SH SHARED 01 304019 D PIONEER NAT RES CO COM 72378710 1420 41203 SH SHARED 02 41203 D PIONEER NAT RES CO COM 72378710 34 1000 SH SHARED 06 1000 D PIPER JAFFRAY COS COM 72407810 749 18927 SH SHARED 18927 D PIPER JAFFRAY COS COM 72407810 29666 749335 SH SHARED 01 626862 4500 117973 D PIPER JAFFRAY COS COM 72407810 38 979 SH SHR/OTHR 01 85 894 D PIPER JAFFRAY COS COM 72407810 113 2864 SH SHARED 02 2864 D PIPER JAFFRAY COS COM 72407810 1003 25345 SH SHARED 10 25345 D PITNEY BOWES INC COM 72447910 26081 591422 SH SHARED 549297 42125 D PITNEY BOWES INC COM 72447910 65965 1495807 SH SHARED 01 893224 279800 322783 D PITNEY BOWES INC COM 72447910 4133 93734 SH SHR/OTHR 01 93734 D PITNEY BOWES INC COM 72447910 5373 121856 SH SHARED 02 121856 D PITNEY BOWES INC COM 72447910 53 1215 SH SHARED 05 300 915 D PITNEY BOWES INC COM 72447910 134 3050 SH SHARED 06 3050 D PITNEY BOWES INC COM 72447910 3444 78108 SH SHARED 10 78108 D PIXELWORKS INC COM 72581M10 2466 246375 SH SHARED 246375 D PIXELWORKS INC COM 72581M10 4343 433940 SH SHARED 01 433940 D PIXELWORKS INC COM 72581M10 269 26951 SH SHARED 02 26951 D PIXAR COM 72581110 6951 88100 SH SHARED 88100 D PIXAR COM 72581110 126 1600 SH SHARED 01 1500 100 D PIXAR COM 72581110 694 8798 SH SHARED 02 8798 D PLACER DOME INC COM 72590610 2366 119023 SH SHARED 119023 D PLACER DOME INC COM 72590610 59934 3014811 SH SHARED 01 3010811 4000 D PLACER DOME INC COM 72590610 498 25100 SH SHARED 02 25100 D PLACER DOME INC COM 72590610 4413 222000 SH SHARED 06 220000 2000 D PLACER DOME INC COM 72590610 2636 132600 SH SHARED 10 132600 D PLACER SIERRA BANCSHARES COM 72607910 6 300 SH SHARED 05 300 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 918 25534 SH SHARED 25534 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 515 14336 SH SHARED 01 6336 8000 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 80 2250 SH SHR/OTHR 01 2250 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 446 12413 SH SHARED 02 12413 D PLAINS EXPL& PRODTN CO COM 72650510 2788 116863 SH SHARED 116863 D PLAINS EXPL& PRODTN CO COM 72650510 1280 53686 SH SHARED 01 53686 D PLAINS EXPL& PRODTN CO COM 72650510 408 17104 SH SHARED 02 17104 D PLANAR SYS INC COM 72690010 475 42382 SH SHARED 42382 D PLANAR SYS INC COM 72690010 89 7957 SH SHARED 01 7957 D PLANAR SYS INC COM 72690010 0 3 SH SHARED 02 3 D PLANTRONICS INC NEW COM 72749310 38 900 SH SHARED 900 D PLANTRONICS INC NEW COM 72749310 716 16575 SH SHARED 16575 D PLANTRONICS INC NEW COM 72749310 2986 69062 SH SHARED 01 68462 600 D PLANTRONICS INC NEW COM 72749310 674 15608 SH SHARED 02 15608 D PLATO LEARNING INC COM 72764Y10 196 22265 SH SHARED 22265 D PLATO LEARNING INC COM 72764Y10 0 1 SH SHARED 01 1 D PLATO LEARNING INC COM 72764Y10 8 933 SH SHARED 02 933 D PLAYBOY ENTERPRISES INC CL B 72811730 157 15647 SH SHARED 15647 D PLAYBOY ENTERPRISES INC CL B 72811730 6 614 SH SHARED 01 614 D PLAYBOY ENTERPRISES INC CL B 72811730 10 1018 SH SHARED 02 1018 D PLAYTEX PRODS INC COM 72813P10 253 40288 SH SHARED 40288 D PLAYTEX PRODS INC COM 72813P10 30 4830 SH SHARED 01 4830 D PLAYTEX PRODS INC COM 72813P10 2 407 SH SHARED 02 407 D PLEXUS CORP COM 72913210 370 33574 SH SHARED 33574 D PLEXUS CORP COM 72913210 132 12000 SH SHARED 01 12000 D PLEXUS CORP COM 72913210 128 11659 SH SHARED 02 11659 D PLUG POWER INC COM 72919P10 567 88462 SH SHARED 88462 D PLUG POWER INC COM 72919P10 12 2000 SH SHARED 01 2000 D PLUG POWER INC COM 72919P10 16 2500 SH SHARED 02 2500 D PLUG POWER INC COM 72919P10 3140 490000 SH SHARED 04 490000 D PLUM CREEK TIMBER CO INC COM 72925110 15031 429108 SH SHARED 429108 D PLUM CREEK TIMBER CO INC COM 72925110 2688 76751 SH SHARED 01 59230 17521 D PLUM CREEK TIMBER CO INC COM 72925110 1553 44353 SH SHR/OTHR 01 925 43428 D PLUM CREEK TIMBER CO INC COM 72925110 2658 75906 SH SHARED 02 75906 D PLUM CREEK TIMBER CO INC COM 72925110 10 300 SH SHARED 05 300 D PLUM CREEK TIMBER CO INC COM 72925110 2151 61410 SH SHARED 10 61410 D POGO PRODUCING CO COM 73044810 4195 88415 SH SHARED 88415 D POGO PRODUCING CO COM 73044810 15326 323012 SH SHARED 01 323012 D POGO PRODUCING CO COM 73044810 1003 21149 SH SHARED 02 21149 D POGO PRODUCING CO COM 73044810 75 1597 SH SHARED 06 1597 D POINT THERAPEUTICS INC COM 73069410 915 207691 SH SHARED 207691 D POLARIS INDS INC COM 73106810 96 1735 SH SHARED 1735 D POLARIS INDS INC COM 73106810 118 2131 SH SHARED 01 2131 D POLARIS INDS INC COM 73106810 55 1000 SH SHR/OTHR 01 1000 D POLARIS INDS INC COM 73106810 340 6094 SH SHARED 02 6094 D POLO RALPH LAUREN CORP CL A 73157210 3106 85409 SH SHARED 85409 D POLO RALPH LAUREN CORP CL A 73157210 188 5191 SH SHARED 01 4991 200 D POLO RALPH LAUREN CORP CL A 73157210 27 750 SH SHR/OTHR 01 750 D POLO RALPH LAUREN CORP CL A 73157210 156 4311 SH SHARED 02 4311 D POLO RALPH LAUREN CORP CL A 73157210 643 17700 SH SHARED 10 17700 D POLYCOM INC COM 73172K10 744 37554 SH SHARED 32954 4600 D POLYCOM INC COM 73172K10 1494 75403 SH SHARED 01 75403 D POLYCOM INC COM 73172K10 941 47525 SH SHARED 02 47525 D POLYCOM INC COM 73172K10 1317 66460 SH SHARED 10 66460 D POLYMEDICA CORP COM 73173810 92 3000 SH SHARED 3000 D POLYMEDICA CORP COM 73173810 713 23171 SH SHARED 23171 D POLYMEDICA CORP COM 73173810 462 15020 SH SHARED 01 15020 D POLYMEDICA CORP COM 73173810 58 1900 SH SHARED 02 1900 D POLYONE CORP COM 73179P10 1089 144823 SH SHARED 144823 D POLYONE CORP COM 73179P10 91 12173 SH SHARED 01 12173 D POLYONE CORP COM 73179P10 0 10 SH SHARED 02 10 D POLYONE CORP COM 73179P10 96 12800 SH SHARED 06 12800 D POMEROY IT SOLUTIONS INC COM 73182210 39 3100 SH SHARED 3100 D POMEROY IT SOLUTIONS INC COM 73182210 80 6348 SH SHARED 6348 D POMEROY IT SOLUTIONS INC COM 73182210 19 1573 SH SHARED 01 1573 D POMEROY IT SOLUTIONS INC COM 73182210 0 25 SH SHARED 02 25 D POPE & TALBOT INC COM 73282710 1047 59518 SH SHARED 59518 D POPE & TALBOT INC COM 73282710 3619 205671 SH SHARED 01 205671 D POPE & TALBOT INC COM 73282710 9 561 SH SHARED 02 561 D POPULAR INC COM 73317410 570 21679 SH SHARED 21679 D POPULAR INC COM 73317410 289 11000 SH SHARED 01 8200 2800 D POPULAR INC COM 73317410 770 29300 SH SHR/OTHR 01 300 29000 D POPULAR INC COM 73317410 958 36438 SH SHARED 02 36438 D POPULAR INC COM 73317410 4783 181900 SH SHARED 10 181900 D PORTAL SOFTWARE INC COM NEW 73612630 85 31407 SH SHARED 31407 D PORTAL SOFTWARE INC COM NEW 73612630 12 4443 SH SHARED 01 2503 1940 D PORTAL SOFTWARE INC COM NEW 73612630 4 1608 SH SHARED 02 1608 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 431 14668 SH SHARED 14668 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 24 847 SH SHARED 01 847 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 142 4841 SH SHARED 02 4841 D PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 6 562 SH SHARED 562 D PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 554 50400 SH SHARED 02 50400 D POSSIS MEDICAL INC COM 73740710 663 42337 SH SHARED 42337 D POSSIS MEDICAL INC COM 73740710 687 43884 SH SHARED 01 43884 D POSSIS MEDICAL INC COM 73740710 29 1888 SH SHARED 02 1888 D POST PPTYS INC COM 73746410 2237 74819 SH SHARED 74819 D POST PPTYS INC COM 73746410 1989 66523 SH SHARED 01 5588 60935 D POST PPTYS INC COM 73746410 19 650 SH SHR/OTHR 01 650 D POST PPTYS INC COM 73746410 21 710 SH SHARED 02 710 D POTASH CORP SASK INC COM 73755L10 102 1600 SH SHARED 1600 D POTASH CORP SASK INC COM 73755L10 14060 219110 SH SHARED 219110 D POTASH CORP SASK INC COM 73755L10 963 15007 SH SHARED 01 14241 766 D POTASH CORP SASK INC COM 73755L10 3215 50116 SH SHARED 02 50116 D POTASH CORP SASK INC COM 73755L10 6 102 SH SHARED 05 102 D POTASH CORP SASK INC COM 73755L10 25 400 SH SHARED 06 400 D POTLATCH CORP COM 73762810 3314 70810 SH SHARED 70810 D POTLATCH CORP COM 73762810 7100 151687 SH SHARED 01 151687 D POTLATCH CORP COM 73762810 1381 29519 SH SHARED 02 29519 D POWELL INDS INC COM 73912810 129 7670 SH SHARED 7670 D POWELL INDS INC COM 73912810 14 839 SH SHARED 01 839 D POWELL INDS INC COM 73912810 0 2 SH SHARED 02 2 D POWER INTEGRATIONS INC COM 73927610 328 16078 SH SHARED 16078 D POWER INTEGRATIONS INC COM 73927610 60 2960 SH SHARED 01 2960 D POWER INTEGRATIONS INC COM 73927610 74 3650 SH SHARED 02 3650 D POWER-ONE INC COM 73930810 1813 279916 SH SHARED 279916 D POWER-ONE INC COM 73930810 18 2900 SH SHARED 01 2900 D POWER-ONE INC COM 73930810 309 47836 SH SHARED 02 47836 D POWER-ONE INC COM 73930810 183 28312 SH SHARED 10 28312 D POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB 197 209000 PRN SHARED 209000 D POWERWAVE TECHNOLOGIES INC COM 73936310 5868 952756 SH SHARED 724176 228580 D POWERWAVE TECHNOLOGIES INC COM 73936310 202 32849 SH SHARED 01 32849 D POWERWAVE TECHNOLOGIES INC COM 73936310 15 2543 SH SHR/OTHR 01 2543 D POWERWAVE TECHNOLOGIES INC COM 73936310 131 21400 SH SHARED 02 21400 D POZEN INC COM 73941U10 21 2500 SH SHARED 2500 D POZEN INC COM 73941U10 457 52316 SH SHARED 52316 D POZEN INC COM 73941U10 728 83300 SH SHARED 01 83300 D POZEN INC COM 73941U10 112 12822 SH SHARED 02 12822 D POZEN INC COM 73941U10 1407 161000 SH SHARED 04 161000 D PRAECIS PHARMACEUTICALS INC COM 73942110 66 30173 SH SHARED 30173 D PRAECIS PHARMACEUTICALS INC COM 73942110 5 2599 SH SHARED 02 2599 D PRAECIS PHARMACEUTICALS INC COM 73942110 66 30000 SH SHARED 04 30000 D PRANA BIOTECHNOLOGY LTD SPONSORED ADR 73972710 5 1550 SH SHARED 02 1550 D PRAXAIR INC COM 74005P10 36580 855887 SH SHARED 854387 1500 D PRAXAIR INC COM 74005P10 60034 1404643 SH SHARED 01 358880 1045763 D PRAXAIR INC COM 74005P10 9467 221520 SH SHR/OTHR 01 23140 198380 D PRAXAIR INC COM 74005P10 5121 119833 SH SHARED 02 119833 D PRAXAIR INC COM 74005P10 1495 35000 SH SHARED 04 35000 D PRAXAIR INC COM 74005P10 86 2030 SH SHARED 05 400 1630 D PRAXAIR INC COM 74005P10 3602 84300 SH SHARED 06 83800 500 D PRAXAIR INC COM 74005P10 4667 109216 SH SHARED 10 109216 D PRE PAID LEGAL SVCS INC COM 74006510 79 3100 SH SHARED 3100 D PRE PAID LEGAL SVCS INC COM 74006510 701 27330 SH SHARED 27330 D PRE PAID LEGAL SVCS INC COM 74006510 999 38934 SH SHARED 01 38934 D PRE PAID LEGAL SVCS INC COM 74006510 18 702 SH SHARED 02 702 D PRECISION CASTPARTS CORP COM 74018910 228 3800 SH SHARED 3800 D PRECISION CASTPARTS CORP COM 74018910 3252 54162 SH SHARED 54162 D PRECISION CASTPARTS CORP COM 74018910 1191 19838 SH SHARED 01 19838 D PRECISION CASTPARTS CORP COM 74018910 1215 20236 SH SHARED 02 20236 D PRECISION DRILLING CORP COM 74022D10 11814 205465 SH SHARED 179702 25763 D PRECISION DRILLING CORP COM 74022D10 150 2623 SH SHARED 01 2448 175 D PRECISION DRILLING CORP COM 74022D10 25 450 SH SHR/OTHR 01 450 D PRECISION DRILLING CORP COM 74022D10 1777 30908 SH SHARED 02 30908 D PRECISION DRILLING CORP COM 74022D10 5031 87500 SH SHARED 04 87500 D PRECISION DRILLING CORP COM 74022D10 37266 648107 SH SHARED 05 467980 180127 D PRECISION DRILLING CORP COM 74022D10 14495 252100 SH SHARED 06 98100 154000 D PREMCOR INC COM 74045Q10 5605 145587 SH SHARED 145587 D PREMCOR INC COM 74045Q10 1194 31013 SH SHARED 01 30013 1000 D PREMCOR INC COM 74045Q10 150 3921 SH SHARED 02 3921 D PREMIER FARNELL PLC SPONSORED ADR 74050U10 1686 237500 SH SHARED 237500 D PRENTISS PPTYS TR SH BEN INT 74070610 2954 82066 SH SHARED 82066 D PRENTISS PPTYS TR SH BEN INT 74070610 2523 70100 SH SHARED 01 70100 D PRENTISS PPTYS TR SH BEN INT 74070610 284 7900 SH SHARED 02 7900 D PRENTISS PPTYS TR SH BEN INT 74070610 2372 65900 SH SHARED 11 65900 D PRESIDENTIAL LIFE CORP COM 74088410 294 17119 SH SHARED 17119 D PRESIDENTIAL LIFE CORP COM 74088410 18 1070 SH SHARED 01 1070 D PRESIDENTIAL LIFE CORP COM 74088410 0 6 SH SHARED 02 6 D PRESSTEK INC COM 74111310 174 18049 SH SHARED 18049 D PRESSTEK INC COM 74111310 7 758 SH SHARED 01 758 D PRESSTEK INC COM 74111310 12 1308 SH SHARED 02 1308 D PRICE COMMUNICATIONS CORP COM NEW 74143730 355 23281 SH SHARED 23281 D PRICE COMMUNICATIONS CORP COM NEW 74143730 12 834 SH SHARED 01 834 D PRICE COMMUNICATIONS CORP COM NEW 74143730 13118 860210 SH SHARED 02 860210 D PRICE LEGACY CORP COM NEW 74144P50 242 12810 SH SHARED 12810 D PRICE T ROWE GROUP INC COM 74144T10 15917 312472 SH SHARED 312472 D PRICE T ROWE GROUP INC COM 74144T10 731 14360 SH SHARED 01 14360 D PRICE T ROWE GROUP INC COM 74144T10 1925 37807 SH SHR/OTHR 01 3700 34107 D PRICE T ROWE GROUP INC COM 74144T10 2823 55434 SH SHARED 02 55434 D PRICE T ROWE GROUP INC COM 74144T10 20 404 SH SHARED 05 404 D PRICE T ROWE GROUP INC COM 74144T10 50 1000 SH SHARED 06 1000 D PRICE T ROWE GROUP INC COM 74144T10 4313 84671 SH SHARED 10 84671 D PRICELINE COM INC NOTE 1.000% 8/0 741503AC 901 1000000 PRN SHARED 1000000 D PRICELINE COM INC NOTE 1.000% 8/0 741503AC 901 1000000 PRN SHARED 02 1000000 D PRICELINE COM INC COM NEW 74150340 1833 82696 SH SHARED 82696 D PRICELINE COM INC COM NEW 74150340 2274 102584 SH SHARED 01 102584 D PRICELINE COM INC COM NEW 74150340 2278 102794 SH SHARED 02 102794 D PRICELINE COM INC COM NEW 74150340 1662 75000 SH SHARED 04 75000 D PRICELINE COM INC COM NEW 74150340 128 5800 SH SHARED 10 5800 D PRIDE INTL INC DEL FRNT 2.500% 3/0 74153QAB 2090 1689000 PRN SHARED 02 1689000 D PRIDE INTL INC DEL NOTE 3.250% 5/0 74153QAD 24153 22200000 PRN SHARED 22200000 D PRIDE INTL INC DEL NOTE 3.250% 5/0 74153QAD 2246 2065000 PRN SHARED 02 2065000 D PRIDE INTL INC DEL COM 74153Q10 6421 324457 SH SHARED 324457 D PRIDE INTL INC DEL COM 74153Q10 1715 86662 SH SHARED 01 86662 D PRIDE INTL INC DEL COM 74153Q10 707 35735 SH SHARED 02 35735 D PRIDE INTL INC DEL COM 74153Q10 5541 280000 SH SHARED 04 280000 D PRIME MED SVCS INC NEW COM 74156D10 0 15 SH SHARED 15 D PRIME MED SVCS INC NEW COM 74156D10 0 3 SH SHARED 01 3 D PRIMEDIA INC COM 74157K10 394 167997 SH SHARED 167997 D PRIMEDIA INC COM 74157K10 213 90640 SH SHARED 02 90640 D PRIME GROUP REALTY TRUST SH BEN INT 74158J10 57 10126 SH SHARED 10126 D PRIME GROUP REALTY TRUST SH BEN INT 74158J10 13 2386 SH SHARED 01 2386 D PRIME HOSPITALITY CORP COM 74191710 59 4900 SH SHARED 4900 D PRIME HOSPITALITY CORP COM 74191710 1077 88527 SH SHARED 88527 D PRIME HOSPITALITY CORP COM 74191710 59 4921 SH SHARED 01 4921 D PRIME HOSPITALITY CORP COM 74191710 1 118 SH SHARED 02 118 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 3013 2049946 SH SHARED 2049946 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 1 1313 SH SHARED 01 1313 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 20 13702 SH SHARED 02 13702 D PRINCETON REVIEW INC COM 74235210 74 9961 SH SHARED 9961 D PRINCETON REVIEW INC COM 74235210 3 403 SH SHARED 02 403 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 48895 1359339 SH SHARED 1359339 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 2499 69493 SH SHARED 01 67205 2288 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 4251 118189 SH SHARED 02 118189 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 34 965 SH SHARED 05 965 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 5373 149397 SH SHARED 10 149397 D PRIORITY HEALTHCARE CORP CL B 74264T10 68 3400 SH SHARED 3400 D PRIORITY HEALTHCARE CORP CL B 74264T10 466 23137 SH SHARED 23137 D PRIORITY HEALTHCARE CORP CL B 74264T10 152 7583 SH SHARED 01 7583 D PRIORITY HEALTHCARE CORP CL B 74264T10 16 833 SH SHR/OTHR 01 833 D PRIORITY HEALTHCARE CORP CL B 74264T10 219 10892 SH SHARED 02 10892 D PRIORITY HEALTHCARE CORP CL B 74264T10 4684 232500 SH SHARED 04 232500 D PROASSURANCE CORP COM 74267C10 921 26309 SH SHARED 26309 D PROASSURANCE CORP COM 74267C10 20 597 SH SHARED 01 597 D PROASSURANCE CORP COM 74267C10 17 501 SH SHARED 02 501 D PROCTER & GAMBLE CO COM 74271810 845189 15616948 SH SHARED 15258243 358705 D PROCTER & GAMBLE CO COM 74271810 304320 5623064 SH SHARED 01 2548154 1188900 1886010 D PROCTER & GAMBLE CO COM 74271810 56360 1041393 SH SHR/OTHR 01 105552 935841 D PROCTER & GAMBLE CO COM 74271810 63159 1167034 SH SHARED 02 1167034 D PROCTER & GAMBLE CO COM 74271810 22059 407600 SH SHARED 03 407600 D PROCTER & GAMBLE CO COM 74271810 3409 63000 SH SHARED 04 63000 D PROCTER & GAMBLE CO COM 74271810 6664 123139 SH SHARED 05 87170 35969 D PROCTER & GAMBLE CO COM 74271810 6016 111174 SH SHARED 06 82374 28800 D PROCTER & GAMBLE CO COM 74271810 53894 995836 SH SHARED 10 995836 D PRIVATEBANCORP INC COM 74296210 268 9955 SH SHARED 9955 D PRIVATEBANCORP INC COM 74296210 43 1600 SH SHARED 01 1600 D PRIVATEBANCORP INC COM 74296210 53 1972 SH SHARED 02 1972 D PRIVATEBANCORP INC COM 74296210 288 10700 SH SHARED 06 10700 D PROGENICS PHARMACEUTICALS IN COM 74318710 102 6985 SH SHARED 6985 D PROGENICS PHARMACEUTICALS IN COM 74318710 13 900 SH SHARED 02 900 D PROGRESS ENERGY INC COM 74326310 706286 16681299 SH SHARED 16681299 D PROGRESS ENERGY INC COM 74326310 4071 96156 SH SHARED 01 87644 8512 D PROGRESS ENERGY INC COM 74326310 384 9074 SH SHR/OTHR 01 4357 4717 D PROGRESS ENERGY INC COM 74326310 4843 114400 SH SHARED 02 114400 D PROGRESS ENERGY INC COM 74326310 58 1387 SH SHARED 05 200 1187 D PROGRESS ENERGY INC COM 74326310 196 4650 SH SHARED 06 4350 300 D PROGRESS ENERGY INC COM 74326310 3523 83230 SH SHARED 10 83230 D PROGRESS SOFTWARE CORP COM 74331210 644 32366 SH SHARED 32366 D PROGRESS SOFTWARE CORP COM 74331210 1480 74400 SH SHARED 01 74400 D PROGRESS SOFTWARE CORP COM 74331210 144 7282 SH SHARED 02 7282 D PROGRESSIVE CORP OHIO COM 74331510 97874 1154862 SH SHARED 1154862 D PROGRESSIVE CORP OHIO COM 74331510 8144 96101 SH SHARED 01 95601 500 D PROGRESSIVE CORP OHIO COM 74331510 7120 84012 SH SHARED 02 84012 D PROGRESSIVE CORP OHIO COM 74331510 93 1100 SH SHARED 05 200 900 D PROGRESSIVE CORP OHIO COM 74331510 301 3557 SH SHARED 06 3107 450 D PROGRESSIVE CORP OHIO COM 74331510 16399 193508 SH SHARED 10 193508 D PROLOGIS SH BEN INT 74341010 17601 499483 SH SHARED 499483 D PROLOGIS SH BEN INT 74341010 4119 116908 SH SHARED 01 112362 4546 D PROLOGIS SH BEN INT 74341010 2395 67967 SH SHARED 02 67967 D PROLOGIS SH BEN INT 74341010 31499 893864 SH SHARED 10 893864 D PROLOGIS SH BEN INT 74341010 329447 9348680 SH SHARED 11 9348680 D PROQUEST COMPANY COM 74346P10 674 26241 SH SHARED 26241 D PROQUEST COMPANY COM 74346P10 136 5300 SH SHARED 01 5300 D PROQUEST COMPANY COM 74346P10 30 1206 SH SHARED 02 1206 D PROSPERITY BANCSHARES INC COM 74360610 279 10467 SH SHARED 10467 D PROSPERITY BANCSHARES INC COM 74360610 475 17800 SH SHARED 01 17800 D PROSPERITY BANCSHARES INC COM 74360610 0 3 SH SHARED 02 3 D PROTECTIVE LIFE CORP COM 74367410 1385 35257 SH SHARED 35257 D PROTECTIVE LIFE CORP COM 74367410 885 22530 SH SHARED 01 22530 D PROTECTIVE LIFE CORP COM 74367410 925 23545 SH SHARED 02 23545 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 4119 3344000 PRN SHARED 3344000 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 20512 16650000 PRN SHARED 02 16650000 D PROTEIN DESIGN LABS INC COM 74369L10 146 7500 SH SHARED 7500 D PROTEIN DESIGN LABS INC COM 74369L10 694 35494 SH SHARED 35494 D PROTEIN DESIGN LABS INC COM 74369L10 488 24965 SH SHARED 01 24965 D PROTEIN DESIGN LABS INC COM 74369L10 894 45678 SH SHARED 02 45678 D PROTEIN DESIGN LABS INC COM 74369L10 14395 735200 SH SHARED 04 735200 D PROTEIN DESIGN LABS INC COM 74369L10 450 23000 SH SHARED 06 23000 D PROTEIN DESIGN LABS INC COM 74369L10 450 23000 SH SHARED 10 23000 D PROVIDE COMM INC COM 74373W10 57 2740 SH SHARED 2740 D PROVIDE COMM INC COM 74373W10 4 200 SH SHARED 02 200 D PROVIDE COMM INC COM 74373W10 244 11700 SH SHARED 04 11700 D PROVIDENCE SVC CORP COM 74381510 1 98 SH SHARED 98 D PROVIDENT BANCORP INC DEL COM 74383A10 266 22693 SH SHARED 22693 D PROVIDENT BANCORP INC DEL COM 74383A10 19 1646 SH SHARED 02 1646 D PROVIDENT BANKSHARES CORP COM 74385910 1183 35284 SH SHARED 35284 D PROVIDENT BANKSHARES CORP COM 74385910 667 19907 SH SHARED 01 19907 D PROVIDENT BANKSHARES CORP COM 74385910 2 64 SH SHARED 02 64 D PROVIDENT ENERGY TR TR UNIT 74386K10 19 2150 SH SHR/OTHR 01 2150 D PROVIDENT FINL SVCS INC COM 74386T10 769 44636 SH SHARED 44636 D PROVIDENT FINL SVCS INC COM 74386T10 736 42710 SH SHARED 01 42710 D PROVIDENT FINL SVCS INC COM 74386T10 10 609 SH SHARED 02 609 D PROVIDENT FINL SVCS INC COM 74386T10 1304 75600 SH SHARED 10 75600 D PROVIDENT FINL HLDGS INC COM 74386810 75 2606 SH SHARED 2606 D PROVIDENT FINL HLDGS INC COM 74386810 1 67 SH SHARED 02 67 D PROVINCE HEALTHCARE CO NOTE 4.500%11/2 743977AC 1507 1500000 PRN SHARED 1500000 D PROVINCE HEALTHCARE CO NOTE 4.250%10/1 743977AE 11334 11245000 PRN SHARED 02 11245000 D PROVINCE HEALTHCARE CO COM 74397710 1365 65273 SH SHARED 65273 D PROVINCE HEALTHCARE CO COM 74397710 138 6600 SH SHARED 01 6600 D PROVINCE HEALTHCARE CO COM 74397710 8370 400128 SH SHARED 02 400128 D PROVIDIAN FINL CORP NOTE 3.250% 8/1 74406AAA 7880 8000000 PRN SHARED 8000000 D PROVIDIAN FINL CORP NOTE 3.250% 8/1 74406AAA 2 2400 PRN SHARED 01 2400 D PROVIDIAN FINL CORP NOTE 3.250% 8/1 74406AAA 985 1000000 PRN SHARED 02 1000000 D PROVIDIAN FINL CORP NOTE 2/1 74406AAB 7695 15090000 PRN SHARED 15090000 D PROVIDIAN FINL CORP NOTE 2/1 74406AAB 1 3000 PRN SHARED 01 3000 D PROVIDIAN FINL CORP NOTE 2/1 74406AAB 2429 4764000 PRN SHARED 02 4764000 D PROVIDIAN FINL CORP COM 74406A10 14206 914191 SH SHARED 914191 D PROVIDIAN FINL CORP COM 74406A10 11686 752028 SH SHARED 01 740028 12000 D PROVIDIAN FINL CORP COM 74406A10 15 968 SH SHR/OTHR 01 968 D PROVIDIAN FINL CORP COM 74406A10 4300 276747 SH SHARED 02 276747 D PROVIDIAN FINL CORP COM 74406A10 19 1256 SH SHARED 05 1256 D PROVIDIAN FINL CORP COM 74406A10 38 2500 SH SHARED 06 2500 D PROVIDIAN FINL CORP COM 74406A10 5003 322004 SH SHARED 10 322004 D PROXIM CORP CL A 74428310 55 69075 SH SHARED 69075 D PROXIM CORP CL A 74428310 8 10859 SH SHARED 01 10859 D PROXIM CORP CL A 74428310 0 128 SH SHARED 02 128 D PROXYMED PHARMACY INC COM NEW 74429030 39 4008 SH SHARED 4008 D PRUDENTIAL FINL INC COM 74432010 144625 3074524 SH SHARED 3021004 53520 D PRUDENTIAL FINL INC COM 74432010 5314 112983 SH SHARED 01 110353 2630 D PRUDENTIAL FINL INC COM 74432010 392 8350 SH SHR/OTHR 01 6650 1700 D PRUDENTIAL FINL INC COM 74432010 14939 317581 SH SHARED 02 317581 D PRUDENTIAL FINL INC COM 74432010 3669 78000 SH SHARED 04 78000 D PRUDENTIAL FINL INC COM 74432010 105 2242 SH SHARED 05 500 1742 D PRUDENTIAL FINL INC COM 74432010 462 9825 SH SHARED 06 8825 1000 D PRUDENTIAL FINL INC COM 74432010 21960 466856 SH SHARED 10 466856 D PRUDENTIAL PLC ADR 74435K20 9 600 SH SHARED 600 D PRUDENTIAL PLC ADR 74435K20 853 52095 SH SHARED 01 52095 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 161 6387 SH SHARED 6387 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 5883 232100 SH SHARED 01 232100 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 15 600 SH SHARED 02 600 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 643 25400 SH SHARED 05 25400 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 374 8800 SH SHARED 8800 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 40473 950088 SH SHARED 950088 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 3691 86666 SH SHARED 01 85194 1472 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 31 750 SH SHR/OTHR 01 750 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 5628 132131 SH SHARED 02 132131 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 62 1465 SH SHARED 05 200 1265 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 97 2300 SH SHARED 06 2300 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 3454 81089 SH SHARED 10 81089 D PUBLIC STORAGE INC COM 74460D10 449 9062 SH SHARED 01 6200 2862 D PUBLIC STORAGE INC COM 74460D10 429 8677 SH SHARED 02 8677 D PUBLIC STORAGE INC COM 74460D10 17902 361300 SH SHARED 10 361300 D PUBLIC STORAGE INC COM 74460D10 44718 902500 SH SHARED 11 902500 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 141 5000 SH SHR/OTHR 01 5000 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 360 12800 SH SHARED 10 12800 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 360 12800 SH SHARED 11 12800 D PUGET ENERGY INC NEW COM 74531010 919 40528 SH SHARED 40528 D PUGET ENERGY INC NEW COM 74531010 1414 62299 SH SHARED 01 62299 D PUGET ENERGY INC NEW COM 74531010 1076 47406 SH SHARED 02 47406 D PULITZER INC COM 74576910 1354 27426 SH SHARED 27426 D PULITZER INC COM 74576910 249 5058 SH SHARED 01 5058 D PULITZER INC COM 74576910 230 4662 SH SHARED 02 4662 D PULTE HOMES INC COM 74586710 902 14700 SH SHARED 14700 D PULTE HOMES INC COM 74586710 26039 424305 SH SHARED 424305 D PULTE HOMES INC COM 74586710 5725 93294 SH SHARED 01 93294 D PULTE HOMES INC COM 74586710 4694 76499 SH SHARED 02 76499 D PULTE HOMES INC COM 74586710 104 1702 SH SHARED 05 1702 D PULTE HOMES INC COM 74586710 55 900 SH SHARED 06 900 D PULTE HOMES INC COM 74586710 3721 60634 SH SHARED 10 60634 D PUTNAM CALIF INVT GRADE MUN SH BEN INT 74644610 66 5000 SH SHR/OTHR 01 5000 D PUTNAM CALIF INVT GRADE MUN SH BEN INT 74644610 45 3400 SH SHARED 02 3400 D PUTNAM HIGH INCOME BOND FD SH BEN INT 74677910 38 5000 SH SHR/OTHR 01 5000 D PUTNAM HIGH YIELD MUN TR SH BEN INT 74678110 0 42 SH SHARED 42 D PUTNAM HIGH YIELD MUN TR SH BEN INT 74678110 128 19300 SH SHARED 02 19300 D PUTNAM INVT GRADE MUN TR COM 74680510 48 4900 SH SHARED 02 4900 D PUTNAM MANAGED HIGH YIELD TR SH BEN INT 74681910 929 111500 SH SHARED 111500 D PUTNAM MANAGED MUN INCOM TR COM 74682310 0 84 SH SHARED 84 D PUTNAM MANAGED MUN INCOM TR COM 74682310 112 15400 SH SHARED 02 15400 D PUTNAM MASTER INCOME TR SH BEN INT 74683K10 1002 156125 SH SHARED 156125 D PUTNAM MUN BD FD INC SH BEN INT 74683V10 8 700 SH SHARED 02 700 D PUTNAM PREMIER INCOME TR SH BEN INT 74685310 597 91188 SH SHARED 91188 D PUTNAM PREMIER INCOME TR SH BEN INT 74685310 7 1212 SH SHARED 01 1212 D PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 99 14825 SH SHARED 14825 D PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 24 3675 SH SHARED 01 3675 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 117 9750 SH SHARED 02 9750 D PUTNAM N Y INVT GRADE MUN TR SH BEN INT 74692110 69 5900 SH SHARED 02 5900 D PUTNAM MUN OPPORTUNITIES TR SH BEN INT 74692210 24 1900 SH SHARED 02 1900 D QLT INC NOTE 3.000% 9/1 746927AB 8548 6933000 PRN SHARED 6933000 D QLT INC COM 74692710 262 15772 SH SHARED 15772 D QLT INC COM 74692710 5 300 SH SHARED 01 300 D QLT INC COM 74692710 973 58451 SH SHARED 02 58451 D QLT INC COM 74692710 149 9000 SH SHARED 06 9000 D QLT INC COM 74692710 149 9000 SH SHARED 10 9000 D QRS CORP COM 74726X10 1240 179250 SH SHARED 179250 D QRS CORP COM 74726X10 203 29403 SH SHARED 29403 D QRS CORP COM 74726X10 29 4309 SH SHARED 01 4209 100 D QRS CORP COM 74726X10 164 23738 SH SHARED 02 23738 D QAD INC COM 74727D10 55 8024 SH SHARED 8024 D QAD INC COM 74727D10 53 7614 SH SHARED 02 7614 D QLOGIC CORP COM 74727710 14833 499276 SH SHARED 499276 D QLOGIC CORP COM 74727710 38772 1305032 SH SHARED 01 1203632 101400 D QLOGIC CORP COM 74727710 4523 152263 SH SHARED 02 152263 D QLOGIC CORP COM 74727710 8 300 SH SHARED 05 300 D QLOGIC CORP COM 74727710 32 1100 SH SHARED 06 800 300 D QLOGIC CORP COM 74727710 948 31936 SH SHARED 10 31936 D QUAKER CHEM CORP COM 74731610 168 6996 SH SHARED 6996 D QUAKER CHEM CORP COM 74731610 20 835 SH SHARED 01 835 D QUAKER CHEM CORP COM 74731610 4 191 SH SHARED 02 191 D QUAKER FABRIC CORP NEW COM 74739910 25 3864 SH SHARED 3864 D QUAKER FABRIC CORP NEW COM 74739910 6 957 SH SHARED 01 957 D QUALCOMM INC COM 74752510 325727 8343432 SH SHARED 8324262 19170 D QUALCOMM INC COM 74752510 171067 4381842 SH SHARED 01 2904283 756600 720959 D QUALCOMM INC COM 74752510 5482 140422 SH SHR/OTHR 01 9910 130512 D QUALCOMM INC COM 74752510 30185 773200 SH SHARED 02 773200 D QUALCOMM INC COM 74752510 11669 298900 SH SHARED 03 298900 D QUALCOMM INC COM 74752510 13664 350000 SH SHARED 04 350000 D QUALCOMM INC COM 74752510 3919 100389 SH SHARED 05 94700 5689 D QUALCOMM INC COM 74752510 6167 157982 SH SHARED 06 155482 2500 D QUALCOMM INC COM 74752510 21622 553850 SH SHARED 10 553850 D QUALITY DISTR INC FLA COM 74756M10 27 4479 SH SHARED 4479 D QUALITY DISTR INC FLA COM 74756M10 0 100 SH SHARED 02 100 D QUALITY SYS INC COM 74758210 136 2706 SH SHARED 2706 D QUALITY SYS INC COM 74758210 5 101 SH SHARED 02 101 D QUANTA SVCS INC NOTE 4.000% 7/0 74762EAA 1879 1995000 PRN SHARED 02 1995000 D QUANTA SVCS INC SDCV 4.500%10/0 74762EAC 3458 3483000 PRN SHARED 02 3483000 D QUANTA SVCS INC COM 74762E10 377 62446 SH SHARED 62446 D QUANTA SVCS INC COM 74762E10 2272 375700 SH SHARED 01 375700 D QUANTA SVCS INC COM 74762E10 133 22133 SH SHARED 02 22133 D QUANEX CORP COM 74762010 1003 19568 SH SHARED 19568 D QUANEX CORP COM 74762010 2417 47149 SH SHARED 01 47149 D QUANEX CORP COM 74762010 161 3141 SH SHARED 02 3141 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 106 19586 SH SHARED 19586 D QUANTUM CORP COM DSSG 74790620 17 7600 SH SHARED 7600 D QUANTUM CORP COM DSSG 74790620 439 190321 SH SHARED 190321 D QUANTUM CORP COM DSSG 74790620 82 35623 SH SHARED 01 35623 D QUANTUM CORP COM DSSG 74790620 86 37407 SH SHARED 02 37407 D QUANTUM CORP COM DSSG 74790620 56 24600 SH SHARED 10 24600 D Q MED COM 74791410 1 200 SH SHARED 200 D QUEBECOR WORLD INC COM NON-VTG 74820310 1539 68767 SH SHARED 68767 D QUEBECOR WORLD INC COM NON-VTG 74820310 8 400 SH SHARED 01 400 D QUEBECOR WORLD INC COM NON-VTG 74820310 1670 74623 SH SHARED 02 74623 D QUEST DIAGNOSTICS INC DBCV 1.750%11/3 74834LAF 2 2300 PRN SHARED 01 2300 D QUEST DIAGNOSTICS INC COM 74834L10 52 600 SH SHARED 600 D QUEST DIAGNOSTICS INC COM 74834L10 60815 689366 SH SHARED 687819 1547 D QUEST DIAGNOSTICS INC COM 74834L10 28616 324374 SH SHARED 01 96012 228362 D QUEST DIAGNOSTICS INC COM 74834L10 3799 43070 SH SHR/OTHR 01 3525 39545 D QUEST DIAGNOSTICS INC COM 74834L10 3577 40557 SH SHARED 02 40557 D QUEST DIAGNOSTICS INC COM 74834L10 35 400 SH SHARED 05 400 D QUEST DIAGNOSTICS INC COM 74834L10 79 900 SH SHARED 06 700 200 D QUEST DIAGNOSTICS INC COM 74834L10 106919 1211965 SH SHARED 10 1211965 D QUEST SOFTWARE INC COM 74834T10 869 78172 SH SHARED 78172 D QUEST SOFTWARE INC COM 74834T10 2146 193000 SH SHARED 01 193000 D QUEST SOFTWARE INC COM 74834T10 177 15993 SH SHARED 02 15993 D QUESTAR CORP COM 74835610 1108 24195 SH SHARED 24195 D QUESTAR CORP COM 74835610 4639 101264 SH SHARED 01 100714 550 D QUESTAR CORP COM 74835610 5353 116839 SH SHARED 02 41254 75585 D QUICKSILVER RESOURCES INC COM 74837R10 582 17820 SH SHARED 17820 D QUICKSILVER RESOURCES INC COM 74837R10 1829 56000 SH SHARED 01 56000 D QUICKSILVER RESOURCES INC COM 74837R10 86 2646 SH SHARED 02 2646 D QUICKSILVER RESOURCES INC COM 74837R10 3267 100000 SH SHARED 04 100000 D QUIKSILVER INC COM 74838C10 844 33212 SH SHARED 33212 D QUIKSILVER INC COM 74838C10 5592 220000 SH SHARED 01 220000 D QUIKSILVER INC COM 74838C10 84 3314 SH SHARED 02 3314 D QUIDEL CORP COM 74838J10 83 18528 SH SHARED 18528 D QUIDEL CORP COM 74838J10 202 44639 SH SHARED 02 44639 D QUIGLEY CORP COM NEW 74838L30 1 200 SH SHARED 200 D QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y20 124 6935 SH SHARED 6935 D QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y20 24 1376 SH SHARED 01 1376 D QUIXOTE CORP COM 74905610 86 4462 SH SHARED 4462 D QUIXOTE CORP COM 74905610 8 461 SH SHARED 02 461 D QWEST COMMUNICATIONS INTL IN COM 74912110 74 22401 SH SHARED 22401 D QWEST COMMUNICATIONS INTL IN COM 74912110 16531 4964343 SH SHARED 4794343 170000 D QWEST COMMUNICATIONS INTL IN COM 74912110 1684 505982 SH SHARED 01 505982 D QWEST COMMUNICATIONS INTL IN COM 74912110 0 297 SH SHR/OTHR 01 297 D QWEST COMMUNICATIONS INTL IN COM 74912110 2236 671745 SH SHARED 02 671745 D QWEST COMMUNICATIONS INTL IN COM 74912110 18 5688 SH SHARED 05 800 4888 D QWEST COMMUNICATIONS INTL IN COM 74912110 41 12550 SH SHARED 06 12550 D QWEST COMMUNICATIONS INTL IN COM 74912110 12852 3859476 SH SHARED 10 3859476 D R & G FINANCIAL CORP CL B 74913610 729 18885 SH SHARED 18885 D R & G FINANCIAL CORP CL B 74913610 6060 156800 SH SHARED 01 156800 D R & G FINANCIAL CORP CL B 74913610 76 1985 SH SHARED 02 1985 D RAIT INVT TR COM 74922710 774 28313 SH SHARED 28313 D RAIT INVT TR COM 74922710 366 13400 SH SHARED 01 13400 D RAIT INVT TR COM 74922710 11 413 SH SHR/OTHR 01 413 D RAIT INVT TR COM 74922710 0 2 SH SHARED 02 2 D RC2 CORP COM 74938810 805 24479 SH SHARED 24479 D RC2 CORP COM 74938810 904 27488 SH SHARED 01 27488 D RC2 CORP COM 74938810 683 20773 SH SHARED 02 20773 D RF MONOLITHICS INC COM 74955F10 61 8691 SH SHARED 8691 D RF MONOLITHICS INC COM 74955F10 14 2108 SH SHARED 01 2108 D R H DONNELLEY CORP COM NEW 74955W30 966 19579 SH SHARED 19579 D R H DONNELLEY CORP COM NEW 74955W30 2390 48439 SH SHARED 01 43239 5200 D R H DONNELLEY CORP COM NEW 74955W30 132 2692 SH SHR/OTHR 01 2692 D R H DONNELLEY CORP COM NEW 74955W30 68 1379 SH SHARED 02 1379 D R H DONNELLEY CORP COM NEW 74955W30 18406 372900 SH SHARED 10 372900 D RLI CORP COM 74960710 529 14112 SH SHARED 14112 D RLI CORP COM 74960710 70 1874 SH SHARED 01 1874 D RLI CORP COM 74960710 7 202 SH SHARED 02 202 D RPC INC COM 74966010 92 5161 SH SHARED 5161 D RPC INC COM 74966010 42 2400 SH SHARED 01 2400 D RPC INC COM 74966010 0 3 SH SHARED 02 3 D RPM INTL INC COM 74968510 2065 117024 SH SHARED 117024 D RPM INTL INC COM 74968510 865 49013 SH SHARED 01 49013 D RPM INTL INC COM 74968510 624 35395 SH SHARED 02 35395 D RSA SEC INC COM 74971910 4298 222700 SH SHARED 222700 D RSA SEC INC COM 74971910 1871 96949 SH SHARED 96949 D RSA SEC INC COM 74971910 3524 182630 SH SHARED 01 182630 D RSA SEC INC COM 74971910 776 40216 SH SHARED 02 40216 D RSA SEC INC COM 74971910 493 25570 SH SHARED 10 25570 D RTI INTL METALS INC COM 74973W10 450 23244 SH SHARED 23244 D RTI INTL METALS INC COM 74973W10 42 2190 SH SHARED 01 2190 D RTI INTL METALS INC COM 74973W10 0 6 SH SHARED 02 6 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 16683 15292000 PRN SHARED 15292000 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 11117 10190000 PRN SHARED 02 10177000 13000 D RF MICRODEVICES INC COM 74994110 2036 321183 SH SHARED 221183 100000 D RF MICRODEVICES INC COM 74994110 2735 431458 SH SHARED 01 430508 950 D RF MICRODEVICES INC COM 74994110 12 2000 SH SHR/OTHR 01 2000 D RF MICRODEVICES INC COM 74994110 1785 281676 SH SHARED 02 281676 D RADIAN GROUP INC DBCV 2.250% 1/0 750236AF 1703 1700000 PRN SHARED 02 1700000 D RADIAN GROUP INC COM 75023610 10677 230954 SH SHARED 230954 D RADIAN GROUP INC COM 75023610 3420 73994 SH SHARED 01 73994 D RADIAN GROUP INC COM 75023610 2249 48651 SH SHARED 02 48651 D RADIAN GROUP INC COM 75023610 46 1000 SH SHARED 06 1000 D RADIANT SYSTEMS INC COM 75025N10 56 14047 SH SHARED 14047 D RADIANT SYSTEMS INC COM 75025N10 14 3483 SH SHARED 01 3483 D RADIANT SYSTEMS INC COM 75025N10 0 16 SH SHARED 02 16 D RADIOLOGIX INC COM 75040K10 7 2200 SH SHARED 2200 D RADIOLOGIX INC COM 75040K10 0 183 SH SHARED 02 183 D RADIO ONE INC CL A 75040P10 48 3368 SH SHARED 3368 D RADIO ONE INC CL A 75040P10 11 834 SH SHARED 01 834 D RADIO ONE INC CL D NON VTG 75040P40 9354 657380 SH SHARED 657380 D RADIO ONE INC CL D NON VTG 75040P40 12689 891726 SH SHARED 01 885876 5500 350 D RADIO ONE INC CL D NON VTG 75040P40 13 925 SH SHR/OTHR 01 925 D RADIO ONE INC CL D NON VTG 75040P40 137 9695 SH SHARED 02 9695 D RADIOSHACK CORP COM 75043810 44605 1557452 SH SHARED 1556452 1000 D RADIOSHACK CORP COM 75043810 3284 114673 SH SHARED 01 114373 300 D RADIOSHACK CORP COM 75043810 3113 108717 SH SHARED 02 108717 D RADIOSHACK CORP COM 75043810 15 535 SH SHARED 05 535 D RADIOSHACK CORP COM 75043810 286 10008 SH SHARED 06 10008 D RADIOSHACK CORP COM 75043810 1553 54244 SH SHARED 10 54244 D RADISYS CORP COM 75045910 296 21280 SH SHARED 21280 D RADISYS CORP COM 75045910 5 361 SH SHARED 01 361 D RADISYS CORP COM 75045910 8 605 SH SHARED 02 605 D RAE SYS INC COM 75061P10 356 63945 SH SHARED 63945 D RAE SYS INC COM 75061P10 57 10233 SH SHARED 01 10233 D RAE SYS INC COM 75061P10 243 43700 SH SHARED 02 43700 D RADYNE COMSTREAM INC COM NEW 75061140 449 59610 SH SHARED 59610 D RADYNE COMSTREAM INC COM NEW 75061140 0 1 SH SHARED 01 1 D RADYNE COMSTREAM INC COM NEW 75061140 3 500 SH SHARED 02 500 D RAILAMERICA INC COM 75075310 495 44854 SH SHARED 44854 D RAILAMERICA INC COM 75075310 55 5060 SH SHARED 01 5060 D RAILAMERICA INC COM 75075310 1 108 SH SHARED 02 108 D RAINDANCE COMM COM 75086X10 0 36 SH SHARED 02 36 D RAMBUS INC DEL COM 75091710 525 33492 SH SHARED 33492 D RAMBUS INC DEL COM 75091710 391 24927 SH SHARED 01 23927 1000 D RAMBUS INC DEL COM 75091710 564 35989 SH SHARED 02 35989 D RALCORP HLDGS INC NEW COM 75102810 386 10700 SH SHARED 10700 D RALCORP HLDGS INC NEW COM 75102810 742 20565 SH SHARED 20565 D RALCORP HLDGS INC NEW COM 75102810 857 23743 SH SHARED 01 23743 D RALCORP HLDGS INC NEW COM 75102810 4 133 SH SHR/OTHR 01 133 D RALCORP HLDGS INC NEW COM 75102810 91 2531 SH SHARED 02 2531 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 330 12216 SH SHARED 12216 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 25 932 SH SHARED 01 932 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 21011 775900 SH SHARED 11 775900 D RANDGOLD RES LTD ADR 75234430 438 44429 SH SHARED 44429 D RANDGOLD RES LTD ADR 75234430 3004 304400 SH SHARED 01 300000 4400 D RANGE RES CORP COM 75281A10 859 49160 SH SHARED 49160 D RANGE RES CORP COM 75281A10 509 29113 SH SHARED 01 29113 D RANGE RES CORP COM 75281A10 0 5 SH SHARED 02 5 D RANGE RES CORP COM 75281A10 6627 378918 SH SHARED 10 378918 D RARE HOSPITALITY INTL INC COM 75382010 3012 113026 SH SHARED 113026 D RARE HOSPITALITY INTL INC COM 75382010 33513 1257527 SH SHARED 01 964377 84200 208950 D RARE HOSPITALITY INTL INC COM 75382010 70 2629 SH SHR/OTHR 01 2629 D RARE HOSPITALITY INTL INC COM 75382010 73 2758 SH SHARED 02 2758 D RAVEN INDS INC COM 75421210 233 5249 SH SHARED 5249 D RAVEN INDS INC COM 75421210 5 117 SH SHARED 01 117 D RAVEN INDS INC COM 75421210 13 300 SH SHARED 02 300 D RAYMOND JAMES FINANCIAL INC COM 75473010 118 4900 SH SHARED 4900 D RAYMOND JAMES FINANCIAL INC COM 75473010 3250 134767 SH SHARED 134767 D RAYMOND JAMES FINANCIAL INC COM 75473010 2222 92144 SH SHARED 01 92144 D RAYMOND JAMES FINANCIAL INC COM 75473010 490 20351 SH SHARED 02 20351 D RAYONIER INC COM 75490710 2788 61634 SH SHARED 61634 D RAYONIER INC COM 75490710 3931 86907 SH SHARED 01 86907 D RAYONIER INC COM 75490710 81 1800 SH SHR/OTHR 01 1800 D RAYONIER INC COM 75490710 3127 69141 SH SHARED 02 69141 D RAYOVAC CORP COM 75508110 760 28845 SH SHARED 28845 D RAYOVAC CORP COM 75508110 3067 116400 SH SHARED 01 116400 D RAYOVAC CORP COM 75508110 2900 110074 SH SHARED 02 110074 D RAYTECH CORP DEL COM 75510310 0 4 SH SHARED 02 4 D RAYTHEON CO COM NEW 75511150 40819 1074764 SH SHARED 1074764 D RAYTHEON CO COM NEW 75511150 8078 212691 SH SHARED 01 212107 584 D RAYTHEON CO COM NEW 75511150 887 23377 SH SHR/OTHR 01 4243 19134 D RAYTHEON CO COM NEW 75511150 11217 295360 SH SHARED 02 295360 D RAYTHEON CO COM NEW 75511150 51 1366 SH SHARED 05 1366 D RAYTHEON CO COM NEW 75511150 3976 104700 SH SHARED 06 104200 500 D RAYTHEON CO COM NEW 75511150 5768 151894 SH SHARED 10 151894 D READERS DIGEST ASSN INC COM 75526710 6389 437905 SH SHARED 437905 D READERS DIGEST ASSN INC COM 75526710 622 42688 SH SHARED 01 42688 D READERS DIGEST ASSN INC COM 75526710 2663 182541 SH SHARED 02 182541 D READING INTERNATIONAL INC CL A 75540810 70 8781 SH SHARED 8781 D REALNETWORKS INC COM 75605L10 316 67936 SH SHARED 67936 D REALNETWORKS INC COM 75605L10 40 8622 SH SHARED 02 8622 D REALTY INCOME CORP COM 75610910 1495 33216 SH SHARED 33216 D REALTY INCOME CORP COM 75610910 2368 52600 SH SHARED 01 52600 D REALTY INCOME CORP COM 75610910 55 1227 SH SHARED 02 227 1000 D REALTY INCOME CORP COM 75610910 5786 128500 SH SHARED 10 128500 D REALTY INCOME CORP COM 75610910 13648 303100 SH SHARED 11 303100 D RECKSON ASSOCS RLTY CORP COM 75621K10 4413 153525 SH SHARED 153525 D RECKSON ASSOCS RLTY CORP COM 75621K10 1019 35475 SH SHARED 01 35475 D RECKSON ASSOCS RLTY CORP COM 75621K10 192 6705 SH SHARED 02 6605 100 D RECKSON ASSOCS RLTY CORP COM 75621K10 7199 250400 SH SHARED 10 250400 D RECKSON ASSOCS RLTY CORP COM 75621K10 72935 2536900 SH SHARED 11 2536900 D RED HAT INC DBCV 0.500% 1/1 756577AB 44616 507000 SH SHARED 507000 D RED HAT INC DBCV 0.500% 1/1 756577AB 176000 2000000 SH SHARED 02 2000000 D RED HAT INC COM 75657710 1358 111055 SH SHARED 111055 D RED HAT INC COM 75657710 3027 247510 SH SHARED 01 240360 7150 D RED HAT INC COM 75657710 12 1050 SH SHR/OTHR 01 1050 D RED HAT INC COM 75657710 483 39549 SH SHARED 02 39549 D RED HAT INC COM 75657710 1161 95000 SH SHARED 04 95000 D RED ROBIN GOURMET BURGERS IN COM 75689M10 314 7206 SH SHARED 7206 D RED ROBIN GOURMET BURGERS IN COM 75689M10 9476 217000 SH SHARED 01 217000 D RED ROBIN GOURMET BURGERS IN COM 75689M10 48 1101 SH SHARED 02 1101 D RED ROBIN GOURMET BURGERS IN COM 75689M10 1292 29600 SH SHARED 05 29600 D REDBACK NETWORKS INC COM NEW 75720950 350 67063 SH SHARED 67063 D REDBACK NETWORKS INC COM NEW 75720950 71 13771 SH SHARED 01 13771 D REDBACK NETWORKS INC COM NEW 75720950 10 2000 SH SHARED 02 2000 D REDIFF COM INDIA LTD SPONSORED ADR 75747910 220 29029 SH SHARED 29029 D REDIFF COM INDIA LTD SPONSORED ADR 75747910 0 40 SH SHARED 01 40 D REDWOOD TR INC COM 75807540 1868 29930 SH SHARED 29930 D REDWOOD TR INC COM 75807540 3662 58680 SH SHARED 01 58680 D REDWOOD TR INC COM 75807540 1 29 SH SHARED 02 29 D REEBOK INTL LTD COM 75811010 14988 408187 SH SHARED 408187 D REEBOK INTL LTD COM 75811010 4531 123420 SH SHARED 01 123420 D REEBOK INTL LTD COM 75811010 4134 112588 SH SHARED 02 112588 D REEBOK INTL LTD COM 75811010 988 26927 SH SHARED 10 26927 D REED ELSEVIER N V SPONSORED ADR 75820410 10 400 SH SHARED 01 400 D REED ELSEVIER N V SPONSORED ADR 75820410 1 51 SH SHARED 02 51 D REED ELSEVIER P L C SPONSORED ADR 75820510 8878 250036 SH SHARED 250036 D REED ELSEVIER P L C SPONSORED ADR 75820510 69 1962 SH SHARED 01 1962 D REGAL BELOIT CORP COM 75875010 389 16120 SH SHARED 16120 D REGAL BELOIT CORP COM 75875010 14 600 SH SHARED 01 600 D REGAL BELOIT CORP COM 75875010 4 200 SH SHARED 02 200 D REGAL ENTMT GROUP NOTE 3.750% 5/1 758766AB 398 313000 PRN SHARED 313000 D REGAL ENTMT GROUP NOTE 3.750% 5/1 758766AB 243 191000 PRN SHARED 02 191000 D REGAL ENTMT GROUP CL A 75876610 5451 285400 SH SHARED 285400 D REGAL ENTMT GROUP CL A 75876610 2626 137500 SH SHARED 01 137500 D REGAL ENTMT GROUP CL A 75876610 99 5223 SH SHARED 02 5223 D REGENCY CTRS CORP COM 75884910 2470 53151 SH SHARED 53151 D REGENCY CTRS CORP COM 75884910 30 649 SH SHARED 01 649 D REGENCY CTRS CORP COM 75884910 781 16814 SH SHARED 02 7514 9300 D REGENCY CTRS CORP COM 75884910 188789 4060855 SH SHARED 11 4060855 D REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB 3967 4394000 PRN SHARED 4394000 D REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB 12487 13829000 PRN SHARED 02 13829000 D REGENERON PHARMACEUTICALS COM 75886F10 41 4800 SH SHARED 4800 D REGENERON PHARMACEUTICALS COM 75886F10 596 68725 SH SHARED 68725 D REGENERON PHARMACEUTICALS COM 75886F10 55 6400 SH SHARED 01 6400 D REGENERON PHARMACEUTICALS COM 75886F10 21 2474 SH SHARED 02 2474 D REGENERON PHARMACEUTICALS COM 75886F10 3076 354400 SH SHARED 04 354400 D REGENERON PHARMACEUTICALS COM 75886F10 60 7000 SH SHARED 06 7000 D REGENERON PHARMACEUTICALS COM 75886F10 60 7000 SH SHARED 10 7000 D REGENERATION TECH INC DEL COM 75886N10 473 59016 SH SHARED 59016 D REGENERATION TECH INC DEL COM 75886N10 37 4669 SH SHARED 01 4669 D REGENERATION TECH INC DEL COM 75886N10 8 1006 SH SHARED 02 1006 D REGENT COMMUNICATIONS INC DE COM 75886510 124 22195 SH SHARED 22195 D REGENT COMMUNICATIONS INC DE COM 75886510 1 300 SH SHARED 01 300 D REGIS CORP MINN COM 75893210 644 16030 SH SHARED 16030 D REGIS CORP MINN COM 75893210 9221 229274 SH SHARED 01 229274 D REGIS CORP MINN COM 75893210 1472 36623 SH SHARED 02 36623 D REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E10 13 100 SH SHARED 100 D REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E10 1044 7808 SH SHARED 02 7808 D REGIONS FINANCIAL CORP NEW COM 7591EP10 69753 2109903 SH SHARED 2109903 D REGIONS FINANCIAL CORP NEW COM 7591EP10 2107 63741 SH SHARED 01 63741 D REGIONS FINANCIAL CORP NEW COM 7591EP10 6535 197687 SH SHARED 02 197687 D REGIONS FINANCIAL CORP NEW COM 7591EP10 86 2624 SH SHARED 05 300 2324 D REGIONS FINANCIAL CORP NEW COM 7591EP10 182 5522 SH SHARED 06 4722 800 D REGIONS FINANCIAL CORP NEW COM 7591EP10 9160 277095 SH SHARED 10 277095 D REGISTER COM INC COM 75914G10 5922 1094800 SH SHARED 1094800 D REGISTER COM INC COM 75914G10 16 3028 SH SHARED 02 3028 D REHABCARE GROUP INC COM 75914810 394 17138 SH SHARED 17138 D REHABCARE GROUP INC COM 75914810 2007 87164 SH SHARED 01 87164 D REHABCARE GROUP INC COM 75914810 112 4872 SH SHARED 02 4872 D REINSURANCE GROUP AMER INC COM 75935110 146 3562 SH SHARED 3562 D REINSURANCE GROUP AMER INC COM 75935110 705 17125 SH SHARED 01 1125 16000 D REINSURANCE GROUP AMER INC COM 75935110 140 3411 SH SHARED 02 3411 D REINSURANCE GROUP AMER INC PFD TR INC EQ 75935130 56706 977698 SH SHARED 977698 D RELIANCE STEEL & ALUMINUM CO COM 75950910 1458 36750 SH SHARED 36750 D RELIANCE STEEL & ALUMINUM CO COM 75950910 2110 53160 SH SHARED 01 53160 D RELIANCE STEEL & ALUMINUM CO COM 75950910 51 1303 SH SHARED 02 1303 D RELIANT ENERGY INC NOTE 5.000% 8/1 75952BAD 28087 21841000 PRN SHARED 02 21841000 D RELIANT ENERGY INC COM 75952B10 636 68247 SH SHARED 68247 D RELIANT ENERGY INC COM 75952B10 617 66170 SH SHARED 01 64436 1734 D RELIANT ENERGY INC COM 75952B10 22 2365 SH SHR/OTHR 01 2365 D RELIANT ENERGY INC COM 75952B10 596 63917 SH SHARED 02 63917 D RELIANT ENERGY INC COM 75952B10 398 42750 SH SHARED 10 42750 D RELIV INTL INC COM 75952R10 35 4753 SH SHARED 4753 D REMEC INC COM 75954310 227 48316 SH SHARED 48316 D REMEC INC COM 75954310 11 2380 SH SHARED 01 2380 D REMEC INC COM 75954310 1 400 SH SHR/OTHR 01 400 D REMEC INC COM 75954310 3 715 SH SHARED 02 715 D REMINGTON OIL & GAS CORP COM 75959430 1707 65061 SH SHARED 65061 D REMINGTON OIL & GAS CORP COM 75959430 1496 57016 SH SHARED 01 57016 D REMINGTON OIL & GAS CORP COM 75959430 650 24795 SH SHARED 02 24795 D RENAISSANCE LEARNING INC COM 75968L10 166 7662 SH SHARED 7662 D RENAISSANCE LEARNING INC COM 75968L10 108 5000 SH SHARED 01 5000 D RENAISSANCE LEARNING INC COM 75968L10 8 386 SH SHARED 02 386 D RENOVIS INC COM 75988510 28 3508 SH SHARED 3508 D RENOVIS INC COM 75988510 1 200 SH SHARED 02 200 D RENOVIS INC COM 75988510 160 20000 SH SHARED 04 20000 D REPLIGEN CORP COM 75991610 0 128 SH SHARED 128 D REPLIGEN CORP COM 75991610 0 31 SH SHARED 01 31 D REPLIGEN CORP COM 75991610 0 24 SH SHARED 02 24 D RENAL CARE GROUP INC COM 75993010 3708 115051 SH SHARED 115051 D RENAL CARE GROUP INC COM 75993010 584 18131 SH SHARED 01 18131 D RENAL CARE GROUP INC COM 75993010 818 25393 SH SHARED 02 25393 D RENT A CTR INC NEW COM 76009N10 129 5000 SH SHARED 5000 D RENT A CTR INC NEW COM 76009N10 863 33386 SH SHARED 33386 D RENT A CTR INC NEW COM 76009N10 6380 246750 SH SHARED 01 246750 D RENT A CTR INC NEW COM 76009N10 1277 49392 SH SHARED 02 49392 D RENT A CTR INC NEW COM 76009N10 23 890 SH SHARED 06 890 D RENT WAY INC COM 76009U10 411 60064 SH SHARED 60064 D RENT WAY INC COM 76009U10 71 10451 SH SHARED 01 10451 D RENT WAY INC COM 76009U10 2 407 SH SHARED 02 407 D REPSOL YPF S A SPONSORED ADR 76026T20 2641 120493 SH SHARED 120493 D REPSOL YPF S A SPONSORED ADR 76026T20 620 28313 SH SHARED 01 11913 16400 D REPUBLIC AWYS HLDGS INC COM 76027610 23 2603 SH SHARED 2603 D REPUBLIC BANCORP KY CL A 76028120 104 4520 SH SHARED 4520 D REPUBLIC BANCORP KY CL A 76028120 9 430 SH SHARED 02 430 D REPUBLIC BANCORP INC COM 76028210 575 37350 SH SHARED 37350 D REPUBLIC BANCORP INC COM 76028210 220 14288 SH SHARED 01 14288 D REPUBLIC BANCORP INC COM 76028210 7 494 SH SHARED 02 494 D REPUBLIC SVCS INC COM 76075910 948 31857 SH SHARED 31857 D REPUBLIC SVCS INC COM 76075910 1354 45500 SH SHARED 01 45500 D REPUBLIC SVCS INC COM 76075910 1513 50867 SH SHARED 02 50867 D REPUBLIC SVCS INC COM 76075910 50 1700 SH SHARED 06 1700 D REPUBLIC SVCS INC COM 76075910 589 19800 SH SHARED 10 19800 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 350 29562 SH SHARED 29562 D RES-CARE INC COM 76094310 1071 90462 SH SHARED 01 90462 D RES-CARE INC COM 76094310 48 4080 SH SHARED 02 4080 D RESEARCH IN MOTION LTD COM 76097510 22214 291000 SH SHARED 291000 D RESEARCH IN MOTION LTD COM 76097510 20666 270720 SH SHARED 01 269200 1400 120 D RESEARCH IN MOTION LTD COM 76097510 7 100 SH SHR/OTHR 01 100 D RESEARCH IN MOTION LTD COM 76097510 19744 258636 SH SHARED 02 258636 D RESEARCH IN MOTION LTD COM 76097510 1348 17670 SH SHARED 10 17670 D RESTORATION HARDWARE INC DEL COM 76098110 215 41630 SH SHARED 41630 D RESTORATION HARDWARE INC DEL COM 76098110 17 3425 SH SHARED 01 3425 D RESTORATION HARDWARE INC DEL COM 76098110 34 6600 SH SHARED 02 6600 D RESMED INC NOTE 4.000% 6/2 761152AB 18044 17434000 PRN SHARED 02 17434000 D RESMED INC COM 76115210 1958 41130 SH SHARED 41130 D RESMED INC COM 76115210 165 3476 SH SHARED 01 3476 D RESMED INC COM 76115210 220 4633 SH SHARED 02 4633 D RESOURCE AMERICA INC CL A 76119520 259 10980 SH SHARED 10980 D RESOURCE AMERICA INC CL A 76119520 16 693 SH SHARED 01 143 550 D RESOURCE AMERICA INC CL A 76119520 2 119 SH SHARED 02 119 D RESOURCES CONNECTION INC COM 76122Q10 642 17006 SH SHARED 17006 D RESOURCES CONNECTION INC COM 76122Q10 1094 28970 SH SHARED 01 28970 D RESOURCES CONNECTION INC COM 76122Q10 343 9090 SH SHARED 02 2390 6700 D RESPIRONICS INC COM 76123010 6489 121439 SH SHARED 121439 D RESPIRONICS INC COM 76123010 2001 37462 SH SHARED 01 37462 D RESPIRONICS INC COM 76123010 994 18611 SH SHARED 02 18611 D RETAIL HOLDRS TR DEP RCPT 76127U10 1231 13500 SH SHARED 13500 D RETAIL HOLDRS TR DEP RCPT 76127U10 6926 75943 SH SHARED 02 75943 D RETEK INC COM 76128Q10 867 190199 SH SHARED 190199 D RETEK INC COM 76128Q10 184 40551 SH SHARED 01 40551 D RETEK INC COM 76128Q10 144 31714 SH SHARED 02 31714 D RETAIL VENTURES INC COM 76128Y10 62 8237 SH SHARED 8237 D RETAIL VENTURES INC COM 76128Y10 0 59 SH SHARED 02 59 D RETRACTABLE TECHNOLOGIES INC COM 76129W10 0 113 SH SHARED 02 113 D REUNION INDS INC COM 76131210 0 90 SH SHR/OTHR 01 90 D REUTERS GROUP PLC 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128083 D SPDR TR UNIT SER 1 78462F10 25627 229311 SH SHARED 01 49076 180235 D SPDR TR UNIT SER 1 78462F10 2705 24210 SH SHR/OTHR 01 3580 20630 D SPDR TR UNIT SER 1 78462F10 64722 579120 SH SHARED 02 579120 D SPDR TR UNIT SER 1 78462F10 12986 116200 SH SHARED 10 116200 D SPSS INC COM 78462K10 211 15875 SH SHARED 15875 D SPSS INC COM 78462K10 24 1808 SH SHARED 01 1808 D SPSS INC COM 78462K10 6 504 SH SHARED 02 504 D S1 CORPORATION COM 78463B10 332 41609 SH SHARED 41609 D S1 CORPORATION COM 78463B10 315 39500 SH SHARED 01 39500 D S1 CORPORATION COM 78463B10 29 3635 SH SHARED 02 3635 D SPX CORP NOTE 2/0 784635AD 64385102688000 PRN SHARED 102688000 D SPX CORP NOTE 2/0 784635AD 5 9500 PRN SHARED 01 9500 D SPX CORP NOTE 2/0 784635AD 19652 31344000 PRN SHARED 02 31344000 D SPX CORP COM 78463510 8321 235063 SH SHARED 235063 D SPX CORP COM 78463510 1220 34485 SH SHARED 01 24119 10366 D SPX CORP COM 78463510 2023 57168 SH SHR/OTHR 01 57168 D SPX CORP COM 78463510 1195 33771 SH SHARED 02 33771 D SPX CORP COM 78463510 28 800 SH SHARED 06 800 D SPX CORP COM 78463510 12382 349800 SH SHARED 10 349800 D SRS LABS INC COM 78464M10 48 9059 SH SHARED 9059 D SRS LABS INC COM 78464M10 12 2246 SH SHARED 01 2246 D S R TELECOM INC COM NEW 78464P20 0 31 SH SHARED 31 D SRA INTL INC CL A 78464R10 433 8412 SH SHARED 8412 D SRA INTL INC CL A 78464R10 247 4800 SH SHARED 01 4800 D SRA INTL INC CL A 78464R10 36 700 SH SHARED 02 700 D SRI/SURGICAL EXPRESS INC COM 78464W10 155 25572 SH SHARED 25572 D SRI/SURGICAL EXPRESS INC COM 78464W10 31 5128 SH SHARED 01 5128 D SM&A COM 78465D10 4 596 SH SHARED 596 D SM&A COM 78465D10 0 119 SH SHARED 01 119 D SM&A COM 78465D10 0 19 SH SHARED 02 19 D SABA SOFTWARE INC COM NEW 78493260 172 42439 SH SHARED 42439 D SABA SOFTWARE INC COM NEW 78493260 34 8473 SH SHARED 01 8473 D SWS GROUP INC COM 78503N10 146 9088 SH SHARED 9088 D SWS GROUP INC COM 78503N10 1632 101529 SH SHARED 01 1529 100000 D SWS GROUP INC COM 78503N10 0 4 SH SHARED 02 4 D S Y BANCORP INC COM 78506010 159 7082 SH SHARED 7082 D S Y BANCORP INC COM 78506010 10 444 SH SHARED 02 444 D SABINE ROYALTY TR UNIT BEN INT 78568810 120 3000 SH SHARED 01 3000 D SABINE ROYALTY TR UNIT BEN INT 78568810 20 500 SH SHR/OTHR 01 500 D SABRE HLDGS CORP CL A 78590510 343 14000 SH SHARED 14000 D SABRE HLDGS CORP CL A 78590510 10397 423863 SH SHARED 423863 D SABRE HLDGS CORP CL A 78590510 1271 51835 SH SHARED 01 51835 D SABRE HLDGS CORP CL A 78590510 35 1445 SH SHR/OTHR 01 1445 D SABRE HLDGS CORP CL A 78590510 2713 110632 SH SHARED 02 110632 D SABRE HLDGS CORP CL A 78590510 84630 3450100 SH SHARED 04 3450100 D SABRE HLDGS CORP CL A 78590510 11 464 SH SHARED 05 464 D SABRE HLDGS CORP CL A 78590510 1411 57528 SH SHARED 06 57528 D SABRE HLDGS CORP CL A 78590510 1675 68321 SH SHARED 10 68321 D SAFECO CORP COM 78642910 16708 366020 SH SHARED 366020 D SAFECO CORP COM 78642910 3502 76729 SH SHARED 01 74474 2255 D SAFECO CORP COM 78642910 5838 127891 SH SHARED 02 127891 D SAFECO CORP COM 78642910 52 1150 SH SHARED 06 1150 D SAFECO CORP COM 78642910 2321 50861 SH SHARED 10 50861 D SAFEGUARD SCIENTIFICS INC COM 78644910 131 70406 SH SHARED 70406 D SAFEGUARD SCIENTIFICS INC COM 78644910 96 51635 SH SHARED 01 3635 48000 D SAFEGUARD SCIENTIFICS INC COM 78644910 0 49 SH SHARED 02 49 D SAFENET INC COM 78645R10 1194 45265 SH SHARED 45265 D SAFENET INC COM 78645R10 210 7963 SH SHARED 01 7963 D SAFENET INC COM 78645R10 794 30104 SH SHARED 02 30104 D SAFETY INS GROUP INC COM 78648T10 136 6150 SH SHARED 6150 D SAFETY INS GROUP INC COM 78648T10 0 2 SH SHARED 02 2 D SAFEWAY INC COM NEW 78651420 96 5000 SH SHARED 5000 D SAFEWAY INC COM NEW 78651420 55306 2864124 SH SHARED 2864124 D SAFEWAY INC COM NEW 78651420 32441 1680044 SH SHARED 01 95044 1436600 148400 D SAFEWAY INC COM NEW 78651420 15 800 SH SHR/OTHR 01 800 D SAFEWAY INC COM NEW 78651420 14020 726067 SH SHARED 02 726067 D SAFEWAY INC COM NEW 78651420 6246 323463 SH SHARED 05 285080 38383 D SAFEWAY INC COM NEW 78651420 799 41400 SH SHARED 06 5100 36300 D SAFEWAY INC COM NEW 78651420 625 32400 SH SHARED 07 32400 D SAFEWAY INC COM NEW 78651420 857 44400 SH SHARED 09 44400 D SAFEWAY INC COM NEW 78651420 28702 1486414 SH SHARED 10 1486414 D SAFLINK CORP COM NEW 78657830 16 6200 SH SHARED 6200 D SAFLINK CORP COM NEW 78657830 0 16 SH SHARED 02 16 D SAGA COMMUNICATIONS CL A 78659810 621 36656 SH SHARED 36656 D SAGA COMMUNICATIONS CL A 78659810 168 9918 SH SHARED 01 9918 D SAGA COMMUNICATIONS CL A 78659810 13 800 SH SHARED 02 800 D ST JOE CO COM 79014810 364 7638 SH SHARED 7638 D ST JOE CO COM 79014810 1147 24018 SH SHARED 01 4296 19722 D ST JOE CO COM 79014810 358 7500 SH SHR/OTHR 01 7500 D ST JOE CO COM 79014810 340 7136 SH SHARED 02 7136 D ST JUDE MED INC COM 79084910 828 11010 SH SHARED 11010 D ST JUDE MED INC COM 79084910 73736 979624 SH SHARED 860136 119488 D ST JUDE MED INC COM 79084910 51247 680849 SH SHARED 01 261950 5280 413619 D ST JUDE MED INC COM 79084910 4639 61644 SH SHR/OTHR 01 9430 52214 D ST JUDE MED INC COM 79084910 7355 97717 SH SHARED 02 97717 D ST JUDE MED INC COM 79084910 17462 232000 SH SHARED 03 232000 D ST JUDE MED INC COM 79084910 5667 75300 SH SHARED 04 75300 D ST JUDE MED INC COM 79084910 54755 727450 SH SHARED 05 477622 249828 D ST JUDE MED INC COM 79084910 10421 138450 SH SHARED 06 31250 107200 D ST JUDE MED INC COM 79084910 6883 91445 SH SHARED 10 91445 D ST MARY LD & EXPL CO NOTE 5.750% 3/1 792228AC 6696 3960000 PRN SHARED 3960000 D ST MARY LD & EXPL CO COM 79222810 909 22847 SH SHARED 22847 D ST MARY LD & EXPL CO COM 79222810 2985 75000 SH SHARED 01 75000 D ST MARY LD & EXPL CO COM 79222810 625 15711 SH SHARED 02 15711 D ST PAUL TRAVELERS INC COM 79286010 257 7800 SH SHARED 7800 D ST PAUL TRAVELERS INC COM 79286010 143710 4346946 SH SHARED 4339830 7116 D ST PAUL TRAVELERS INC COM 79286010 6839 206891 SH SHARED 01 204268 2623 D ST PAUL TRAVELERS INC COM 79286010 170 5160 SH SHR/OTHR 01 696 4464 D ST PAUL TRAVELERS INC COM 79286010 11003 332819 SH SHARED 02 332819 D ST PAUL TRAVELERS INC COM 79286010 87 2646 SH SHARED 05 400 2246 D ST PAUL TRAVELERS INC COM 79286010 312 9452 SH SHARED 06 8153 1299 D ST PAUL TRAVELERS INC COM 79286010 32 996 SH SHARED 07 996 D ST PAUL TRAVELERS INC COM 79286010 35195 1064590 SH SHARED 10 1064590 D ST PAUL TRAVELERS INC EQUITY UNIT 79286030 4578 74600 SH SHARED 74600 D ST PAUL TRAVELERS INC EQUITY UNIT 79286030 1420 23150 SH SHARED 02 23150 D SAKS INC NOTE 2.000% 3/1 79377WAL 1918 2175000 PRN SHARED 02 2150000 25000 D SAKS INC COM 79377W10 44508 3693646 SH SHARED 3693646 D SAKS INC COM 79377W10 6354 527308 SH SHARED 01 524308 3000 D SAKS INC COM 79377W10 43268 3590737 SH SHARED 02 3590737 D SAKS INC COM 79377W10 210 17500 SH SHARED 10 17500 D SALEM COMMUNICATIONS CORP DE CL A 79409310 228 9009 SH SHARED 9009 D SALEM COMMUNICATIONS CORP DE CL A 79409310 136 5377 SH SHARED 01 5377 D SALEM COMMUNICATIONS CORP DE CL A 79409310 11 435 SH SHARED 02 435 D SALESFORCE COM INC COM 79466L30 178 11429 SH SHARED 04 11429 D SALOMON BROS HIGH INCOME FD COM 79490710 93 7773 SH SHARED 7773 D SALOMON BROS HIGH INCOME FD COM 79490710 23 1927 SH SHARED 01 1927 D SALOMON BR EMRG MKT FLT RTE COM 79491210 71 5500 SH SHARED 5500 D SALOMON BR GLBL PRTNRS INC F COM 79491410 27 1980 SH SHARED 01 1980 D SALOMON BR GLBL PRTNRS INC F COM 79491410 27 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 131 9700 SH SHARED 02 9700 D SALOMON BROS MUN PARTNERS FD COM 79491810 107 8100 SH SHARED 02 8100 D SALIX PHARMACEUTICALS INC COM 79543510 55 2600 SH SHARED 2600 D SALIX PHARMACEUTICALS INC COM 79543510 543 25278 SH SHARED 25278 D SALIX PHARMACEUTICALS INC COM 79543510 3363 156299 SH SHARED 01 156299 D SALIX PHARMACEUTICALS INC COM 79543510 45 2103 SH SHARED 02 2103 D SALIX PHARMACEUTICALS INC COM 79543510 4852 225500 SH SHARED 04 225500 D SALOMON BROTHERS FD INC COM 79547710 9429 791742 SH SHARED 791742 D SALOMON BROTHERS FD INC COM 79547710 23 1974 SH SHARED 01 1974 D SALOMON BROS WORLDWIDE INCOM COM 79548T10 492 31000 SH SHARED 31000 D SALOMON BROS GLBL HIGH INC F COM 79550G10 0 63 SH SHARED 63 D SALTON INC COM 79575710 13 2200 SH SHARED 2200 D SALTON INC COM 79575710 166 26404 SH SHARED 26404 D SALTON INC COM 79575710 41 6547 SH SHARED 01 6547 D SALTON INC COM 79575710 130 20700 SH SHARED 02 20700 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 548 17981 SH SHARED 9981 8000 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 1 39 SH SHARED 01 39 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 36 1212 SH SHARED 02 1212 D SAN PAOLO-IMI S P A SPONSORED ADR 79917510 15 700 SH SHARED 01 700 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 85 7103 SH SHARED 7103 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 11 914 SH SHARED 02 914 D SANDERSON FARMS INC COM 80001310 772 23083 SH SHARED 23083 D SANDERSON FARMS INC COM 80001310 793 23727 SH SHARED 01 23727 D SANDERSON FARMS INC COM 80001310 3 100 SH SHARED 02 100 D SANDISK CORP COM 80004C10 10028 344385 SH SHARED 344385 D SANDISK CORP COM 80004C10 2550 87591 SH SHARED 01 87591 D SANDISK CORP COM 80004C10 4304 147813 SH SHARED 02 147813 D SANDISK CORP COM 80004C10 2070 71090 SH SHARED 10 71090 D SANDY SPRING BANCORP INC COM 80036310 280 8563 SH SHARED 8563 D SANDY SPRING BANCORP INC COM 80036310 730 22350 SH SHARED 01 22350 D SANDY SPRING BANCORP INC COM 80036310 0 4 SH SHARED 02 4 D SANFILIPPO JOHN B & SON INC COM 80042210 231 8840 SH SHARED 8840 D SANFILIPPO JOHN B & SON INC COM 80042210 7 285 SH SHARED 01 285 D SANFILIPPO JOHN B & SON INC COM 80042210 0 2 SH SHARED 02 2 D SANGAMO BIOSCIENCES INC COM 80067710 39 8026 SH SHARED 8026 D SANGAMO BIOSCIENCES INC COM 80067710 9 1989 SH SHARED 01 1989 D SANMINA SCI CORP SDCV 9/1 800907AD 12073 23128700 PRN SHARED 23128700 D SANMINA SCI CORP COM 80090710 19206 2724337 SH SHARED 2698837 25500 D SANMINA SCI CORP COM 80090710 953 135235 SH SHARED 01 135235 D SANMINA SCI CORP COM 80090710 2305 326996 SH SHARED 02 326996 D SANMINA SCI CORP COM 80090710 17 2522 SH SHARED 05 2522 D SANMINA SCI CORP COM 80090710 113 16160 SH SHARED 06 16160 D SANMINA SCI CORP COM 80090710 2012 285460 SH SHARED 10 285460 D SANOFI AVENTIS SPONSORED ADR 80105N10 67 1840 SH SHARED 01 1840 D SANOFI AVENTIS SPONSORED ADR 80105N10 51 1410 SH SHR/OTHR 01 1410 D SANOFI AVENTIS SPONSORED ADR 80105N10 2442 66720 SH SHARED 10 66720 D SANOFI AVENTIS SP ADR TEMP 04 80105N20 51335 1408000 SH SHARED 1408000 D SANOFI AVENTIS SP ADR TEMP 04 80105N20 13 358 SH SHARED 01 48 310 D SANTANDER BANCORP COM 80280910 70 2817 SH SHARED 2817 D SANTANDER BANCORP COM 80280910 1 50 SH SHARED 02 50 D SANTARUS INC COM 80281730 45 5042 SH SHARED 5042 D SANTARUS INC COM 80281730 2 300 SH SHARED 02 300 D SANTOS LIMITED SPONSORED ADR 80302160 6 300 SH SHARED 300 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1838 47204 SH SHARED 44004 3200 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 15996 410697 SH SHARED 01 390019 1900 18778 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 19 500 SH SHARED 02 500 D SAPIENT CORP COM 80306210 517 67866 SH SHARED 67866 D SAPIENT CORP COM 80306210 149 19528 SH SHARED 01 19528 D SAPIENT CORP COM 80306210 1049 137596 SH SHARED 02 137596 D SAPPI LTD SPON ADR NEW 80306920 245 17172 SH SHARED 17172 D SAPPI LTD SPON ADR NEW 80306920 49 3428 SH SHARED 01 3428 D SARA LEE CORP COM 80311110 113399 4960622 SH SHARED 4849872 110750 D SARA LEE CORP COM 80311110 130862 5724520 SH SHARED 01 2746749 1403700 1574071 D SARA LEE CORP COM 80311110 5205 227713 SH SHR/OTHR 01 10820 216893 D SARA LEE CORP COM 80311110 8221 359661 SH SHARED 02 359661 D SARA LEE CORP COM 80311110 5468 239200 SH SHARED 04 239200 D SARA LEE CORP COM 80311110 76 3361 SH SHARED 05 600 2761 D SARA LEE CORP COM 80311110 3632 158900 SH SHARED 06 157900 1000 D SARA LEE CORP COM 80311110 6639 290444 SH SHARED 10 290444 D SATCON TECHNOLOGY CORP COM 80389310 0 7 SH SHARED 7 D SATCON TECHNOLOGY CORP COM 80389310 0 1 SH SHARED 01 1 D SATYAM COMPUTER SERVICES LTD ADR 80409810 18931 818842 SH SHARED 818842 D SATYAM COMPUTER SERVICES LTD ADR 80409810 163 7090 SH SHARED 01 7090 D SAUER-DANFOSS INC COM 80413710 111 6513 SH SHARED 6513 D SAUER-DANFOSS INC COM 80413710 34 2000 SH SHARED 01 2000 D SAUER-DANFOSS INC COM 80413710 0 3 SH SHARED 02 3 D SAUL CTRS INC COM 80439510 217 6625 SH SHARED 6625 D SAUL CTRS INC COM 80439510 23 700 SH SHARED 01 700 D SAUL CTRS INC COM 80439510 484 14750 SH SHR/OTHR 01 14750 D SAUL CTRS INC COM 80439510 1 40 SH SHARED 02 40 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 1 500 SH SHARED 500 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 0 64 SH SHARED 02 64 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 690 300000 SH SHARED 04 300000 D SAVVIS COMMUNICATIONS CORP COM 80542310 5 4167 SH SHARED 4167 D SCANA CORP NEW COM 80589M10 2268 60759 SH SHARED 60759 D SCANA CORP NEW COM 80589M10 1575 42192 SH SHARED 01 40177 2015 D SCANA CORP NEW COM 80589M10 388 10400 SH SHR/OTHR 01 10400 D SCANA CORP NEW COM 80589M10 1271 34052 SH SHARED 02 34052 D SCANSOFT INC COM 80603P10 539 132195 SH SHARED 132195 D SCANSOFT INC COM 80603P10 26 6521 SH SHARED 01 6521 D SCANSOFT INC COM 80603P10 9 2419 SH SHARED 02 2419 D SCANSOURCE INC COM 80603710 57 900 SH SHARED 900 D SCANSOURCE INC COM 80603710 690 10825 SH SHARED 10825 D SCANSOURCE INC COM 80603710 98 1546 SH SHARED 01 1546 D SCANSOURCE INC COM 80603710 207 3258 SH SHARED 02 3258 D SCHAWK INC CL A 80637310 72 5014 SH SHARED 5014 D SCHAWK INC CL A 80637310 42 2900 SH SHARED 01 2900 D SCHAWK INC CL A 80637310 3 220 SH SHARED 02 220 D SCHEIN HENRY INC COM 80640710 255 4100 SH SHARED 4100 D SCHEIN HENRY INC COM 80640710 7057 113265 SH SHARED 113265 D SCHEIN HENRY INC COM 80640710 2676 42961 SH SHARED 01 42911 50 D SCHEIN HENRY INC COM 80640710 2212 35502 SH SHARED 02 35502 D SCHEIN HENRY INC COM 80640710 1344 21570 SH SHARED 10 21570 D SCHERING A G SPONSORED ADR 80658520 941 15000 SH SHARED 15000 D SCHERING A G SPONSORED ADR 80658520 2 39 SH SHARED 01 39 D SCHERING PLOUGH CORP COM 80660510 247 13000 SH SHARED 13000 D SCHERING PLOUGH CORP COM 80660510 120401 6316971 SH SHARED 6164721 152250 D SCHERING PLOUGH CORP COM 80660510 79730 4183155 SH SHARED 01 1745729 32600 2404826 D SCHERING PLOUGH CORP COM 80660510 3496 183450 SH SHR/OTHR 01 183450 D SCHERING PLOUGH CORP COM 80660510 25146 1319334 SH SHARED 02 1319334 D SCHERING PLOUGH CORP COM 80660510 8230 431800 SH SHARED 03 431800 D SCHERING PLOUGH CORP COM 80660510 9911 520000 SH SHARED 04 520000 D SCHERING PLOUGH CORP COM 80660510 1524 79961 SH SHARED 05 74570 5391 D SCHERING PLOUGH CORP COM 80660510 120 6300 SH SHARED 06 6300 D SCHERING PLOUGH CORP COM 80660510 30925 1622546 SH SHARED 10 1622546 D SCHERING PLOUGH CORP PFD CONV MAND 80660560 25151 475000 SH SHARED 475000 D SCHERING PLOUGH CORP PFD CONV MAND 80660560 1620 30600 SH SHARED 02 30600 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 1861 1700000 PRN SHARED 06 1700000 D SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD 10750 10000000 PRN SHARED 10000000 D SCHLUMBERGER LTD COM 80685710 2187 32500 SH SHARED 32500 D SCHLUMBERGER LTD COM 80685710 148569 2207237 SH SHARED 2134327 72910 D SCHLUMBERGER LTD COM 80685710 132260 1964948 SH SHARED 01 1094081 669100 201767 D SCHLUMBERGER LTD COM 80685710 9403 139710 SH SHR/OTHR 01 12442 127268 D SCHLUMBERGER LTD COM 80685710 19169 284794 SH SHARED 02 284794 D SCHLUMBERGER LTD COM 80685710 356769 5300400 SH SHARED 04 5300400 D SCHLUMBERGER LTD COM 80685710 187 2789 SH SHARED 05 500 2289 D SCHLUMBERGER LTD COM 80685710 19267 286250 SH SHARED 06 238450 47800 D SCHLUMBERGER LTD COM 80685710 19162 284684 SH SHARED 10 284684 D SCHNITZER STL INDS CL A 80688210 1580 48863 SH SHARED 48863 D SCHNITZER STL INDS CL A 80688210 1188 36739 SH SHARED 01 36739 D SCHOLASTIC CORP COM 80706610 40 1300 SH SHARED 1300 D SCHOLASTIC CORP COM 80706610 2809 90967 SH SHARED 90967 D SCHOLASTIC CORP COM 80706610 3489 112968 SH SHARED 01 112968 D SCHOLASTIC CORP COM 80706610 1718 55640 SH SHARED 02 55640 D SCHOOL SPECIALTY INC COM 80786310 1220 30974 SH SHARED 30974 D SCHOOL SPECIALTY INC COM 80786310 1 41 SH SHARED 02 41 D SCHULMAN A INC COM 80819410 622 28256 SH SHARED 28256 D SCHULMAN A INC COM 80819410 40 1822 SH SHARED 01 1822 D SCHULMAN A INC COM 80819410 4 200 SH SHR/OTHR 01 200 D SCHULMAN A INC COM 80819410 173 7874 SH SHARED 02 7874 D SCHWAB CHARLES CORP NEW COM 80851310 66729 7261110 SH SHARED 7261110 D SCHWAB CHARLES CORP NEW COM 80851310 2213 240828 SH SHARED 01 215352 25476 D SCHWAB CHARLES CORP NEW COM 80851310 9 1000 SH SHR/OTHR 01 1000 D SCHWAB CHARLES CORP NEW COM 80851310 11746 1278216 SH SHARED 02 1275186 3030 D SCHWAB CHARLES CORP NEW COM 80851310 64 7018 SH SHARED 05 900 6118 D SCHWAB CHARLES CORP NEW COM 80851310 1878 204400 SH SHARED 06 202900 1500 D SCHWAB CHARLES CORP NEW COM 80851310 8400 914101 SH SHARED 10 914101 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 352 10872 SH SHARED 10872 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 93 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 3 104 SH SHARED 02 104 D SCICLONE PHARMACEUTICALS INC COM 80862K10 91 25728 SH SHARED 25728 D SCICLONE PHARMACEUTICALS INC COM 80862K10 156 44000 SH SHR/OTHR 01 44000 D SCICLONE PHARMACEUTICALS INC COM 80862K10 8 2444 SH SHARED 02 2444 D SCIENTIFIC ATLANTA INC COM 80865510 23666 913075 SH SHARED 887561 25514 D SCIENTIFIC ATLANTA INC COM 80865510 25787 994877 SH SHARED 01 989777 5100 D SCIENTIFIC ATLANTA INC COM 80865510 76 2960 SH SHR/OTHR 01 2960 D SCIENTIFIC ATLANTA INC COM 80865510 4783 184530 SH SHARED 02 184530 D SCIENTIFIC ATLANTA INC COM 80865510 17190 663222 SH SHARED 05 304300 358922 D SCIENTIFIC ATLANTA INC COM 80865510 216 8352 SH SHARED 06 8352 D SCIENTIFIC ATLANTA INC COM 80865510 1356 52339 SH SHARED 10 52339 D SCIENTIFIC GAMES CORP CL A 80874P10 1221 63927 SH SHARED 63927 D SCIENTIFIC GAMES CORP CL A 80874P10 865 45300 SH SHARED 01 45300 D SCIENTIFIC GAMES CORP CL A 80874P10 82 4315 SH SHARED 02 4315 D SCIENTIFIC GAMES CORP CL A 80874P10 519 27210 SH SHARED 10 27210 D SCIOS INC NOTE 5.500% 8/1 808905AB 3543 3095000 PRN SHARED 3095000 D SCOR SPONSORED ADR 80917Q10 0 400 SH SHARED 400 D SCOTTISH ANNUITY & LIFE HLDG NOTE 4.500%12/0 81013RAC 568 500000 PRN SHARED 02 500000 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 619 20078 SH SHARED 20078 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 212 6890 SH SHARED 01 6890 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 5 166 SH SHARED 02 166 D SCOTTS CO CL A 81018610 1468 22890 SH SHARED 22890 D SCOTTS CO CL A 81018610 4484 69900 SH SHARED 01 69900 D SCOTTS CO CL A 81018610 604 9422 SH SHARED 02 9422 D SCRIPPS E W CO OHIO CL A 81105420 417 8748 SH SHARED 5748 3000 D SCRIPPS E W CO OHIO CL A 81105420 1790 37464 SH SHARED 01 35164 2300 D SCRIPPS E W CO OHIO CL A 81105420 835 17488 SH SHARED 02 17488 D SCRIPPS E W CO OHIO CL A 81105420 248 5200 SH SHARED 10 5200 D SCS TRANSN INC COM 81111T10 500 26416 SH SHARED 26416 D SCS TRANSN INC COM 81111T10 370 19553 SH SHARED 01 19553 D SCS TRANSN INC COM 81111T10 169 8939 SH SHARED 02 8939 D SCUDDER GLOBAL HIGH INCOME F COM 81115E10 129 18146 SH SHARED 01 18146 D SCUDDER HIGH INCOME TR SH BEN INT 81115310 7 1000 SH SHARED 01 1000 D SCUDDER HIGH INCOME TR SH BEN INT 81115310 191 26666 SH SHR/OTHR 01 26666 D SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 8 1000 SH SHARED 01 1000 D SCUDDER NEW ASIA FD INC COM 81118310 1277 97122 SH SHARED 01 97122 D SCUDDER NEW ASIA FD INC COM 81118310 413 31428 SH SHR/OTHR 01 31428 D SCUDDER RREEF REAL ESTATE FD COM 81119Q10 74 3800 SH SHARED 01 3800 D SCUDDER RREEF REAL ESTATE FD COM 81119Q10 362 18500 SH SHARED 05 18500 D SCUDDER RREEF REAL EST FD II COM 81119R10 44 3000 SH SHARED 01 3000 D SCUDDER RREEF REAL EST FD II COM 81119R10 22 1500 SH SHR/OTHR 01 1500 D SCUDDER STRATEGIC MUN INCOME COM SH BEN INT 81123410 93 7500 SH SHR/OTHR 01 7500 D SEA CONTAINERS LTD CL A 81137170 156 10271 SH SHARED 10271 D SEA CONTAINERS LTD CL A 81137170 31 2046 SH SHARED 01 2046 D SEABOARD CORP COM 81154310 153 262 SH SHARED 262 D SEABOARD CORP COM 81154310 58 100 SH SHARED 01 100 D SEABOARD CORP COM 81154310 107 184 SH SHARED 02 184 D SEABULK INTL INC COM 81169P10 35 3385 SH SHARED 3385 D SEABULK INTL INC COM 81169P10 1 108 SH SHARED 02 108 D SEACHANGE INTL INC COM 81169910 271 17000 SH SHARED 17000 D SEACHANGE INTL INC COM 81169910 90 5664 SH SHARED 01 5664 D SEACHANGE INTL INC COM 81169910 188 11772 SH SHARED 02 11772 D SEACOAST BKG CORP FLA COM 81170730 288 13485 SH SHARED 13485 D SEACOAST BKG CORP FLA COM 81170730 185 8671 SH SHARED 01 8671 D SEACOAST BKG CORP FLA COM 81170730 0 3 SH SHARED 02 3 D SEACOR HOLDINGS INC COM 81190410 545 11670 SH SHARED 11670 D SEACOR HOLDINGS INC COM 81190410 14 300 SH SHARED 01 300 D SEACOR HOLDINGS INC COM 81190410 0 5 SH SHARED 02 5 D SEALED AIR CORP NEW COM 81211K10 17760 383191 SH SHARED 383191 D SEALED AIR CORP NEW COM 81211K10 478 10321 SH SHARED 01 10321 D SEALED AIR CORP NEW COM 81211K10 6318 136326 SH SHARED 02 136326 D SEALED AIR CORP NEW COM 81211K10 13 285 SH SHARED 05 285 D SEALED AIR CORP NEW COM 81211K10 32 700 SH SHARED 06 700 D SEALED AIR CORP NEW COM 81211K10 9411 203052 SH SHARED 10 203052 D SEARS ROEBUCK & CO COM 81238710 681 17100 SH SHARED 17100 D SEARS ROEBUCK & CO COM 81238710 595798 14951019 SH SHARED 14951019 D SEARS ROEBUCK & CO COM 81238710 3310 83074 SH SHARED 01 80979 2095 D SEARS ROEBUCK & CO COM 81238710 448 11251 SH SHR/OTHR 01 451 10800 D SEARS ROEBUCK & CO COM 81238710 70978 1781152 SH SHARED 02 1781152 D SEARS ROEBUCK & CO COM 81238710 43 1088 SH SHARED 05 300 788 D SEARS ROEBUCK & CO COM 81238710 117 2950 SH SHARED 06 2250 700 D SEARS ROEBUCK & CO COM 81238710 2855 71654 SH SHARED 10 71654 D SEATTLE GENETICS INC COM 81257810 166 25405 SH SHARED 25405 D SEATTLE GENETICS INC COM 81257810 19 2900 SH SHARED 01 2900 D SEATTLE GENETICS INC COM 81257810 788 120015 SH SHARED 02 120015 D SEATTLE GENETICS INC COM 81257810 657 100000 SH SHARED 04 100000 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 16 600 SH SHARED 01 600 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 2755 100000 SH SHARED 02 100000 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 14 501 SH SHARED 501 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 460 15999 SH SHARED 01 99 15900 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 4325 150233 SH SHARED 02 150233 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 399 18421 SH SHARED 18421 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 79 3679 SH SHARED 01 3679 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 5525 255100 SH SHARED 02 255100 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 520 16670 SH SHARED 16670 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 103 3330 SH SHARED 01 3330 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 18686 534984 SH SHARED 534984 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 31205 893378 SH SHARED 02 893378 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 14330 503526 SH SHARED 503526 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 207 7274 SH SHARED 01 7274 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 7470 262500 SH SHARED 02 262500 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 461 16254 SH SHARED 16254 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 92 3246 SH SHARED 01 3246 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 7653 400278 SH SHARED 394913 5365 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 1018 53278 SH SHARED 01 48588 4690 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 15 800 SH SHR/OTHR 01 800 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 5741 300276 SH SHARED 02 300276 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 190 7585 SH SHARED 7585 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 37 1515 SH SHARED 01 1515 D SECURE COMPUTING CORP COM 81370510 157 20786 SH SHARED 20786 D SECURE COMPUTING CORP COM 81370510 16 2237 SH SHARED 02 2237 D SECURITY BANK CORP COM 81404710 146 4194 SH SHARED 4194 D SECURITY BANK CORP COM 81404710 0 1 SH SHARED 02 1 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 185 60098 SH SHARED 60098 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 3 1264 SH SHARED 01 1264 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 7 2412 SH SHARED 02 2412 D SELECT COMFORT CORP COM 81616X10 391 21536 SH SHARED 21536 D SELECT COMFORT CORP COM 81616X10 3049 167532 SH SHARED 01 167532 D SELECT COMFORT CORP COM 81616X10 1679 92254 SH SHARED 02 92254 D SELECT MEDICAL CORP COM 81619610 895 66685 SH SHARED 66685 D SELECT MEDICAL CORP COM 81619610 48 3634 SH SHARED 01 2689 945 D SELECT MEDICAL CORP COM 81619610 131 9759 SH SHARED 02 9759 D SELECTIVE INS GROUP INC NOTE 1.616% 9/2 816300AB 4 8750 PRN SHARED 01 8750 D SELECTIVE INS GROUP INC NOTE 1.616% 9/2 816300AB 1279 2451000 PRN SHARED 02 2451000 D SELECTIVE INS GROUP INC COM 81630010 594 15993 SH SHARED 15993 D SELECTIVE INS GROUP INC COM 81630010 137 3700 SH SHARED 01 3700 D SELECTIVE INS GROUP INC COM 81630010 11 315 SH SHARED 02 315 D SELIGMAN QUALITY MUN FD INC COM 81634310 140 11300 SH SHARED 02 11300 D SELIGMAN SELECT MUN FD INC COM 81634410 52 4900 SH SHARED 02 4900 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 0 81 SH SHARED 81 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 416 42176 SH SHARED 42176 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 8302 274554 SH SHARED 274554 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 3570 118077 SH SHARED 01 118077 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 25036 827939 SH SHARED 02 827939 D SEMTECH CORP COM 81685010 2861 149253 SH SHARED 149253 D SEMTECH CORP COM 81685010 1436 74957 SH SHARED 01 70057 4900 D SEMTECH CORP COM 81685010 679 35460 SH SHARED 02 35460 D SEMPRA ENERGY COM 81685110 1595 44100 SH SHARED 44100 D SEMPRA ENERGY COM 81685110 65906 1821117 SH SHARED 1819955 1162 D SEMPRA ENERGY COM 81685110 5368 148347 SH SHARED 01 148147 200 D SEMPRA ENERGY COM 81685110 135 3751 SH SHR/OTHR 01 3751 D SEMPRA ENERGY COM 81685110 2953 81624 SH SHARED 02 81624 D SEMPRA ENERGY COM 81685110 10 300 SH SHARED 05 300 D SEMPRA ENERGY COM 81685110 82 2274 SH SHARED 06 2274 D SEMPRA ENERGY COM 81685110 3370 93140 SH SHARED 10 93140 D SEMPRA ENERGY INCOME EQTY UT 81685120 37470 1210300 SH SHARED 1210300 D SEMPRA ENERGY INCOME EQTY UT 81685120 5088 164372 SH SHARED 02 164372 D SEMITOOL INC COM 81690910 407 53630 SH SHARED 53630 D SEMITOOL INC COM 81690910 49 6522 SH SHARED 01 6522 D SEMITOOL INC COM 81690910 12 1605 SH SHARED 02 1605 D SENTO CORP COM NEW 81691820 168 26700 SH SHR/OTHR 01 26700 D SENECA FOODS CORP NEW CL A 81707050 182 10000 SH SHARED 01 10000 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 664 37282 SH SHARED 37282 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 213 11964 SH SHARED 01 11964 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 0 9 SH SHARED 02 9 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 68840 3863100 SH SHARED 11 3863100 D SENSIENT TECHNOLOGIES CORP COM 81725T10 3081 142419 SH SHARED 142419 D SENSIENT TECHNOLOGIES CORP COM 81725T10 778 35979 SH SHARED 01 34009 1970 D SENSIENT TECHNOLOGIES CORP COM 81725T10 41 1938 SH SHR/OTHR 01 1938 D SENSIENT TECHNOLOGIES CORP COM 81725T10 207 9608 SH SHARED 02 9608 D SENSYTECH INC COM 81726S10 101 3617 SH SHARED 3617 D SEPRACOR INC SDCV 5.000% 2/1 817315AL 7687 7500000 PRN SHARED 02 7500000 D SEPRACOR INC NOTE 12/1 817315AT 3984 2400000 PRN SHARED 02 2400000 D SEPRACOR INC NOTE 12/1 817315AU 17520 10000000 PRN SHARED 02 10000000 D SEPRACOR INC COM 81731510 229 4700 SH SHARED 4700 D SEPRACOR INC COM 81731510 7143 146449 SH SHARED 146449 D SEPRACOR INC COM 81731510 1618 33181 SH SHARED 01 33181 D SEPRACOR INC COM 81731510 4434 90902 SH SHARED 02 90902 D SEPRACOR INC COM 81731510 16321 334600 SH SHARED 04 334600 D SEPRACOR INC COM 81731510 487 10000 SH SHARED 06 10000 D SEPRACOR INC COM 81731510 1515 31070 SH SHARED 10 31070 D SEQUA CORPORATION CL A 81732010 755 14461 SH SHARED 14461 D SEQUA CORPORATION CL A 81732010 187 3585 SH SHARED 01 3585 D SEQUA CORPORATION CL A 81732010 464 8901 SH SHARED 02 8901 D SEQUA CORPORATION PFD CONV $5 81732030 5896 61100 SH SHARED 61100 D SEQUENOM INC COM 81733710 0 10 SH SHARED 10 D SEQUENOM INC COM 81733710 0 2 SH SHARED 01 2 D SERENA SOFTWARE INC NOTE 1.500%12/1 817492AB 1833 1766000 PRN SHARED 02 1766000 D SERENA SOFTWARE INC COM 81749210 2761 165046 SH SHARED 154255 10791 D SERENA SOFTWARE INC COM 81749210 125 7477 SH SHARED 01 7477 D SERENA SOFTWARE INC COM 81749210 25 1506 SH SHARED 02 1506 D SERONO S A SPONSORED ADR 81752M10 298 19450 SH SHARED 19450 D SERONO S A SPONSORED ADR 81752M10 10 695 SH SHARED 01 695 D SERONO S A SPONSORED ADR 81752M10 919 60000 SH SHARED 02 60000 D SEROLOGICALS CORP COM 81752310 39 1700 SH SHARED 1700 D SEROLOGICALS CORP COM 81752310 557 23890 SH SHARED 23890 D SEROLOGICALS CORP COM 81752310 7787 333799 SH SHARED 01 333799 D SEROLOGICALS CORP COM 81752310 85 3677 SH SHARED 02 3677 D SEROLOGICALS CORP COM 81752310 2799 120000 SH SHARED 04 120000 D SEROLOGICALS CORP COM 81752310 555 23800 SH SHARED 05 23800 D SERVICE CORP INTL COM 81756510 0 1 SH SHARED 01 1 D SERVICE CORP INTL COM 81756510 39 6309 SH SHR/OTHR 01 6309 D SERVICE CORP INTL COM 81756510 1771 285343 SH SHARED 02 285343 D SERVICEMASTER CO COM 81760N10 5 400 SH SHARED 400 D SERVICEMASTER CO COM 81760N10 1879 146154 SH SHARED 01 135355 10799 D SERVICEMASTER CO COM 81760N10 330 25694 SH SHR/OTHR 01 12487 13207 D SERVICEMASTER CO COM 81760N10 405 31564 SH SHARED 02 31564 D SERVICEMASTER CO COM 81760N10 32 2550 SH SHARED 06 2550 D 7-ELEVEN INC COM NEW 81782620 4217 211084 SH SHARED 211084 D 7-ELEVEN INC COM NEW 81782620 8058 403316 SH SHARED 01 403316 D 7-ELEVEN INC COM NEW 81782620 58 2907 SH SHARED 02 2907 D 724 SOLUTIONS INC COM NEW 81788Q20 150 38107 SH SHARED 38107 D 724 SOLUTIONS INC COM NEW 81788Q20 30 7612 SH SHARED 01 7612 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 1210 50500 SH SHARED 50500 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 1534 64000 SH SHARED 04 64000 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 959 40000 SH SHARED 06 40000 D SHARPER IMAGE CORP COM 82001310 152 7100 SH SHARED 7100 D SHARPER IMAGE CORP COM 82001310 824 38418 SH SHARED 38418 D SHARPER IMAGE CORP COM 82001310 24238 1129991 SH SHARED 01 901291 4800 223900 D SHARPER IMAGE CORP COM 82001310 17 800 SH SHR/OTHR 01 800 D SHARPER IMAGE CORP COM 82001310 94 4423 SH SHARED 02 4423 D SHARPER IMAGE CORP COM 82001310 677 31600 SH SHARED 05 31600 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 58 3500 SH SHARED 01 3500 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 1520 91175 SH SHARED 02 91175 D SHAW GROUP INC COM 82028010 1105 92134 SH SHARED 92134 D SHAW GROUP INC COM 82028010 197 16454 SH SHARED 01 16454 D SHAW GROUP INC COM 82028010 1 164 SH SHARED 02 164 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 9876 221902 SH SHARED 221902 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 3483 78257 SH SHARED 01 42785 35472 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 186 4200 SH SHR/OTHR 01 4200 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 921 20709 SH SHARED 06 20709 D SHENANDOAH TELECOMMUNICATION COM 82312B10 104 4061 SH SHARED 4061 D SHENANDOAH TELECOMMUNICATION COM 82312B10 0 5 SH SHARED 02 5 D SHERWIN WILLIAMS CO COM 82434810 19190 436548 SH SHARED 376861 59687 D SHERWIN WILLIAMS CO COM 82434810 163622 3722070 SH SHARED 01 1293039 1561700 867331 D SHERWIN WILLIAMS CO COM 82434810 1243 28292 SH SHR/OTHR 01 750 27542 D SHERWIN WILLIAMS CO COM 82434810 2086 47454 SH SHARED 02 47454 D SHERWIN WILLIAMS CO COM 82434810 219 5000 SH SHARED 04 5000 D SHERWIN WILLIAMS CO COM 82434810 10868 247230 SH SHARED 05 216300 30930 D SHERWIN WILLIAMS CO COM 82434810 94 2145 SH SHARED 06 2145 D SHERWIN WILLIAMS CO COM 82434810 866 19700 SH SHARED 07 19700 D SHERWIN WILLIAMS CO COM 82434810 1459 33200 SH SHARED 09 33200 D SHERWIN WILLIAMS CO COM 82434810 2121 48255 SH SHARED 10 48255 D SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 82459610 3 100 SH SHARED 100 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 2214 77278 SH SHARED 77278 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 376 13154 SH SHARED 01 11954 1200 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 3 133 SH SHARED 02 133 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 429 15000 SH SHARED 04 15000 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 584 20400 SH SHARED 10 20400 D SHOE CARNIVAL INC COM 82488910 320 27287 SH SHARED 27287 D SHOE CARNIVAL INC COM 82488910 52 4461 SH SHARED 01 4461 D SHOE CARNIVAL INC COM 82488910 0 2 SH SHARED 02 2 D SHOPKO STORES INC COM 82491110 663 38127 SH SHARED 38127 D SHOPKO STORES INC COM 82491110 75 4361 SH SHARED 02 4361 D SHORE BANCSHARES INC COM 82510710 0 8 SH SHARED 02 8 D SHUFFLE MASTER INC COM 82554910 695 18562 SH SHARED 13262 5300 D SHUFFLE MASTER INC COM 82554910 21416 571719 SH SHARED 01 568119 3600 D SHUFFLE MASTER INC COM 82554910 127 3413 SH SHARED 02 3413 D SHUFFLE MASTER INC COM 82554910 309 8250 SH SHARED 05 8250 D SHURGARD STORAGE CTRS INC COM 82567D10 281 7243 SH SHARED 7243 D SHURGARD STORAGE CTRS INC COM 82567D10 1016 26200 SH SHARED 01 26200 D SHURGARD STORAGE CTRS INC COM 82567D10 195 5036 SH SHARED 02 5036 D SIEBEL SYS INC COM 82617010 21318 2827426 SH SHARED 2697626 129800 D SIEBEL SYS INC COM 82617010 539 71560 SH SHARED 01 66210 5350 D SIEBEL SYS INC COM 82617010 1981 262738 SH SHARED 02 262738 D SIEBEL SYS INC COM 82617010 4177 554000 SH SHARED 04 554000 D SIEBEL SYS INC COM 82617010 26 3496 SH SHARED 05 400 3096 D SIEBEL SYS INC COM 82617010 59 7830 SH SHARED 06 7830 D SIEBEL SYS INC COM 82617010 1294 171723 SH SHARED 10 171723 D SIEMENS A G SPONSORED ADR 82619750 39694 538600 SH SHARED 538000 600 D SIEMENS A G SPONSORED ADR 82619750 1282 17404 SH SHARED 01 2000 15404 D SIEMENS A G SPONSORED ADR 82619750 375 5100 SH SHR/OTHR 01 5100 D SIEMENS A G SPONSORED ADR 82619750 17 232 SH SHARED 02 232 D SIERRA BANCORP COM 82620P10 0 8 SH SHARED 02 8 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 12 4500 PRN SHARED 01 4500 D SIERRA HEALTH SVCS INC COM 82632210 772 16119 SH SHARED 16119 D SIERRA HEALTH SVCS INC COM 82632210 4917 102600 SH SHARED 01 102600 D SIERRA HEALTH SVCS INC COM 82632210 10535 219812 SH SHARED 02 219812 D SIERRA PAC RES NEW NOTE 7.250% 2/1 826428AF 3219 1476000 PRN SHARED 02 1476000 D SIERRA PAC RES NEW COM 82642810 791 88426 SH SHARED 88426 D SIERRA PAC RES NEW COM 82642810 1327 148300 SH SHARED 01 148300 D SIERRA PAC RES NEW COM 82642810 10 1152 SH SHR/OTHR 01 1152 D SIERRA PAC RES NEW COM 82642810 222 24810 SH SHARED 02 24810 D SIERRA WIRELESS INC COM 82651610 714 40142 SH SHARED 40142 D SIERRA WIRELESS INC COM 82651610 85 4808 SH SHARED 01 4808 D SIERRA WIRELESS INC COM 82651610 8 500 SH SHARED 02 500 D SIFY LTD SPONSORED ADR 82655M10 589 104217 SH SHARED 104217 D SIFY LTD SPONSORED ADR 82655M10 92 16264 SH SHARED 01 16264 D SIGMA ALDRICH CORP COM 82655210 1270 21900 SH SHARED 21900 D SIGMA ALDRICH CORP COM 82655210 19270 332252 SH SHARED 332252 D SIGMA ALDRICH CORP COM 82655210 21403 369031 SH SHARED 01 97928 271103 D SIGMA ALDRICH CORP COM 82655210 1025 17675 SH SHR/OTHR 01 600 17075 D SIGMA ALDRICH CORP COM 82655210 5093 87826 SH SHARED 02 87826 D SIGMA ALDRICH CORP COM 82655210 106 1834 SH SHARED 06 1834 D SIGMA ALDRICH CORP COM 82655210 1374 23706 SH SHARED 10 23706 D SIGMA DESIGNS INC COM 82656510 2 231 SH SHARED 02 231 D SIGMATRON INTL INC COM 82661L10 1 100 SH SHARED 100 D SIGMATEL INC COM 82661W10 558 26352 SH SHARED 26352 D SIGMATEL INC COM 82661W10 299 14100 SH SHARED 01 14100 D SIGMATEL INC COM 82661W10 25 1200 SH SHARED 02 1200 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 2783504 44758072 SH SHARED 44699872 58200 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 2194 35289 SH SHARED 01 35289 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 4095 65860 SH SHARED 02 65860 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 373140 6000000 SH SHARED 04 6000000 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 2867421 46107443 SH SHARED 05 30436741 15670702 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 7581 121915 SH SHARED 06 121915 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 39706 638478 SH SHARED 07 638478 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 2422 38960 SH SHARED 10 38960 D SIGNATURE BK NEW YORK N Y COM 82669G10 79 2963 SH SHARED 2963 D SILICON LABORATORIES INC COM 82691910 781 23612 SH SHARED 23612 D SILICON LABORATORIES INC COM 82691910 1057 31971 SH SHARED 01 31971 D SILICON LABORATORIES INC COM 82691910 460 13908 SH SHARED 02 13908 D SILICON LABORATORIES INC COM 82691910 913 27600 SH SHARED 10 27600 D SILGAN HOLDINGS INC COM 82704810 596 12892 SH SHARED 12892 D SILGAN HOLDINGS INC COM 82704810 8909 192438 SH SHARED 01 192438 D SILGAN HOLDINGS INC COM 82704810 4 103 SH SHARED 02 103 D SILICON IMAGE INC COM 82705T10 628 49757 SH SHARED 49757 D SILICON IMAGE INC COM 82705T10 3621 286500 SH SHARED 01 286500 D SILICON IMAGE INC COM 82705T10 60 4820 SH SHARED 02 4820 D SILICON GRAPHICS INC NOTE 6.500% 6/0 827056AE 19728 15783000 PRN SHARED 15783000 D SILICON GRAPHICS INC COM 82705610 874 607106 SH SHARED 592606 14500 D SILICON GRAPHICS INC COM 82705610 26 18581 SH SHARED 02 18581 D SILICON STORAGE TECHNOLOGY I COM 82705710 679 106661 SH SHARED 106661 D SILICON STORAGE TECHNOLOGY I COM 82705710 18 2900 SH SHARED 01 2900 D SILICON STORAGE TECHNOLOGY I COM 82705710 175 27557 SH SHARED 02 27557 D SILICON VY BANCSHARES COM 82706410 1810 48714 SH SHARED 48714 D SILICON VY BANCSHARES COM 82706410 4692 126241 SH SHARED 01 126241 D SILICON VY BANCSHARES COM 82706410 340 9158 SH SHARED 02 9158 D SILICON VY BANCSHARES COM 82706410 635 17100 SH SHARED 10 17100 D SILICONIX INC COM NEW 82707920 406 11349 SH SHARED 11349 D SILICONIX INC COM NEW 82707920 234 6531 SH SHARED 01 6531 D SILICONIX INC COM NEW 82707920 106 2978 SH SHARED 02 2978 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 13436 3986994 SH SHARED 3986994 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 173 51496 SH SHARED 02 51496 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 0 1 SH SHARED 12 1 D SILVER STD RES INC COM 82823L10 123 7500 SH SHARED 7500 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 219 8578 SH SHARED 8578 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 0 4 SH SHARED 02 4 D SIMON PPTY GROUP INC NEW COM 82880610 26535 494796 SH SHARED 494796 D SIMON PPTY GROUP INC NEW COM 82880610 5997 111839 SH SHARED 01 97171 14668 D SIMON PPTY GROUP INC NEW COM 82880610 194 3625 SH SHR/OTHR 01 575 3050 D SIMON PPTY GROUP INC NEW COM 82880610 6141 114514 SH SHARED 02 114514 D SIMON PPTY GROUP INC NEW COM 82880610 54 1013 SH SHARED 05 200 813 D SIMON PPTY GROUP INC NEW COM 82880610 658521 12278974 SH SHARED 11 12278974 D SIMPLETECH INC COM 82882310 199 54386 SH SHARED 54386 D SIMPLETECH INC COM 82882310 21 5901 SH SHARED 01 5901 D SIMPLETECH INC COM 82882310 1 305 SH SHARED 02 305 D SIMPSON MANUFACTURING CO INC COM 82907310 729 11550 SH SHARED 11550 D SIMPSON MANUFACTURING CO INC COM 82907310 69 1101 SH SHARED 02 1101 D SINA CORP NOTE 7/1 82922RAB 12860 10000000 PRN SHARED 10000000 D SINA CORP NOTE 7/1 82922RAB 4501 3500000 PRN SHARED 02 3500000 D SINCLAIR BROADCAST GROUP INC NOTE 4.875% 7/1 829226AU 0 1000 PRN SHARED 01 1000 D SINCLAIR BROADCAST GROUP INC CL A 82922610 436 59809 SH SHARED 59809 D SINCLAIR BROADCAST GROUP INC CL A 82922610 49 6812 SH SHARED 01 6812 D SINCLAIR BROADCAST GROUP INC CL A 82922610 10 1504 SH SHARED 02 1504 D SINCLAIR BROADCAST GROUP INC PFD CV EXCH D 82922650 3765 93600 SH SHARED 93600 D SINGAPORE FD INC COM 82929L10 585 69133 SH SHARED 69133 D SINGAPORE FD INC COM 82929L10 249 29478 SH SHR/OTHR 01 29478 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 297 7681 SH SHARED 7681 D SINOPEC BEIJING YANHUA PETRO SPON ADR H SHS 82935N10 106 5215 SH SHARED 5215 D SIRENZA MICRODEVICES INC COM 82966T10 262 62004 SH SHARED 62004 D SIRENZA MICRODEVICES INC COM 82966T10 45 10821 SH SHARED 01 10821 D SIRIUS SATELLITE RADIO INC COM 82966U10 542 169483 SH SHARED 169483 D SIRIUS SATELLITE RADIO INC COM 82966U10 43 13713 SH SHARED 01 7113 6600 D SIRIUS SATELLITE RADIO INC COM 82966U10 3 1000 SH SHR/OTHR 01 1000 D SIRIUS SATELLITE RADIO INC COM 82966U10 481 150311 SH SHARED 02 150311 D SIRNA THERAPEUTICS INC COM 82966910 0 12 SH SHARED 02 12 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 293 20621 SH SHARED 20621 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 139 9800 SH SHARED 01 9800 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 2 200 SH SHARED 02 200 D SIRVA INC COM 82967Y10 4 190 SH SHARED 190 D SIRVA INC COM 82967Y10 0 37 SH SHARED 01 37 D SIRVA INC COM 82967Y10 464 20276 SH SHARED 02 20276 D SIRVA INC COM 82967Y10 185 8100 SH SHARED 10 8100 D SITEL CORP COM 82980K10 73 34013 SH SHARED 34013 D SITEL CORP COM 82980K10 15 7200 SH SHARED 02 7200 D SIPEX CORP COM 82990910 1210 230550 SH SHARED 230550 D SIPEX CORP COM 82990910 61 11693 SH SHARED 11693 D SIPEX CORP COM 82990910 5 1007 SH SHARED 02 1007 D SIX FLAGS INC COM 83001P10 505 92978 SH SHARED 92978 D SIX FLAGS INC COM 83001P10 121 22300 SH SHARED 01 22300 D SIX FLAGS INC COM 83001P10 173 31843 SH SHARED 02 31843 D SIZELER PPTY INVS INC COM 83013710 0 26 SH SHARED 02 26 D SKECHERS U S A INC CL A 83056610 566 39014 SH SHARED 39014 D SKECHERS U S A INC CL A 83056610 2505 172580 SH SHARED 01 172580 D SKECHERS U S A INC CL A 83056610 333 22998 SH SHARED 02 22998 D SKY FINL GROUP INC COM 83080P10 340 13608 SH SHARED 13608 D SKY FINL GROUP INC COM 83080P10 193 7741 SH SHARED 01 2377 5364 D SKY FINL GROUP INC COM 83080P10 259 10378 SH SHARED 02 10378 D SKYEPHARMA PLC SPONSORED ADR 83080810 2 200 SH SHARED 200 D SKYLINE CORP COM 83083010 200 5009 SH SHARED 5009 D SKYLINE CORP COM 83083010 207 5178 SH SHARED 01 5178 D SKYLINE CORP COM 83083010 0 2 SH SHARED 02 2 D SKYWEST INC COM 83087910 1033 68693 SH SHARED 68693 D SKYWEST INC COM 83087910 17945 1192402 SH SHARED 01 1184694 7708 D SKYWEST INC COM 83087910 15 1016 SH SHARED 02 1016 D SKYWORKS SOLUTIONS INC NOTE 4.750%11/1 83088MAB 21914 17490000 PRN SHARED 17490000 D SKYWORKS SOLUTIONS INC NOTE 4.750%11/1 83088MAB 754 602000 PRN SHARED 02 602000 D SKYWORKS SOLUTIONS INC COM 83088M10 5089 536847 SH SHARED 536847 D SKYWORKS SOLUTIONS INC COM 83088M10 1107 116861 SH SHARED 01 107031 9830 D SKYWORKS SOLUTIONS INC COM 83088M10 244 25741 SH SHARED 02 24941 800 D SKILLSOFT PLC SPONSORED ADR 83092810 113 16923 SH SHARED 16923 D SKILLSOFT PLC SPONSORED ADR 83092810 89 13375 SH SHARED 01 13375 D SKILLSOFT PLC SPONSORED ADR 83092810 4 710 SH SHARED 02 710 D SMART & FINAL INC COM 83168310 263 15735 SH SHARED 15735 D SMART & FINAL INC COM 83168310 388 23159 SH SHARED 01 23159 D SMART & FINAL INC COM 83168310 3 203 SH SHARED 02 203 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 865 18670 SH SHARED 18670 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 977 21100 SH SHARED 01 3730 17370 D SMITH A O COM 83186520 1433 58860 SH SHARED 58860 D SMITH A O COM 83186520 276 11371 SH SHARED 01 11371 D SMITH A O COM 83186520 1491 61239 SH SHARED 02 61239 D SMITH INTL INC COM 83211010 4514 74345 SH SHARED 74345 D SMITH INTL INC COM 83211010 1937 31907 SH SHARED 01 31807 100 D SMITH INTL INC COM 83211010 3955 65134 SH SHARED 02 65134 D SMITH INTL INC COM 83211010 3036 50000 SH SHARED 04 50000 D SMITH INTL INC COM 83211010 66 1100 SH SHARED 06 1100 D SMITH INTL INC COM 83211010 1543 25410 SH SHARED 10 25410 D SMITHFIELD FOODS INC COM 83224810 978 39159 SH SHARED 39159 D SMITHFIELD FOODS INC COM 83224810 3459 138374 SH SHARED 01 138374 D SMITHFIELD FOODS INC COM 83224810 3115 124609 SH SHARED 02 124609 D SMITHTOWN BANCORP INC COM 83244910 65 2625 SH SHARED 2625 D SMITHTOWN BANCORP INC COM 83244910 95 3800 SH SHARED 01 3800 D SMITHTOWN BANCORP INC COM 83244910 6 250 SH SHARED 02 250 D SMUCKER J M CO COM NEW 83269640 1056 23791 SH SHARED 23791 D SMUCKER J M CO COM NEW 83269640 1041 23461 SH SHARED 01 22910 551 D SMUCKER J M CO COM NEW 83269640 167 3761 SH SHR/OTHR 01 1281 2480 D SMUCKER J M CO COM NEW 83269640 1141 25711 SH SHARED 02 25711 D SMURFIT-STONE CONTAINER CORP COM 83272710 11670 602508 SH SHARED 588846 13662 D SMURFIT-STONE CONTAINER CORP COM 83272710 4456 230068 SH SHARED 01 230068 D SMURFIT-STONE CONTAINER CORP COM 83272710 1549 79971 SH SHARED 02 79971 D SMURFIT-STONE CONTAINER CORP COM 83272710 296 15300 SH SHARED 05 15300 D SMURFIT-STONE CONTAINER CORP COM 83272710 38 2000 SH SHARED 06 2000 D SMURFIT-STONE CONTAINER CORP COM 83272710 32 1700 SH SHARED 07 1700 D SMURFIT-STONE CONTAINER CORP COM 83272710 4451 229790 SH SHARED 10 229790 D SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 83272720 3076 123538 SH SHARED 123538 D SNAP ON INC COM 83303410 10588 384193 SH SHARED 384193 D SNAP ON INC COM 83303410 588 21349 SH SHARED 01 21349 D SNAP ON INC COM 83303410 614 22292 SH SHARED 02 22292 D SNAP ON INC COM 83303410 536 19450 SH SHARED 10 19450 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 13 281 SH SHARED 281 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 1566 32500 SH SHARED 01 32500 D SOCKET COMMUNICATIONS INC COM 83367210 0 71 SH SHARED 71 D SOCKET COMMUNICATIONS INC COM 83367210 0 17 SH SHARED 01 17 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 1687 48584 SH SHARED 41834 6750 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 12 366 SH SHARED 01 366 D SOHU COM INC COM 83408W10 19830 1192471 SH SHARED 1192471 D SOHU COM INC COM 83408W10 1734 104307 SH SHARED 01 104307 D SOHU COM INC COM 83408W10 1917 115305 SH SHARED 02 115305 D SOLA INTL INC COM 83409210 483 25405 SH SHARED 25405 D SOLA INTL INC COM 83409210 1106 58064 SH SHARED 01 58064 D SOLA INTL INC COM 83409210 0 42 SH SHARED 02 42 D SOLECTRON CORP COM 83418210 14083 2845121 SH SHARED 2845121 D SOLECTRON CORP COM 83418210 578 116823 SH SHARED 01 116823 D SOLECTRON CORP COM 83418210 1 220 SH SHR/OTHR 01 220 D SOLECTRON CORP COM 83418210 1910 385961 SH SHARED 02 385961 D SOLECTRON CORP COM 83418210 495 100000 SH SHARED 04 100000 D SOLECTRON CORP COM 83418210 18 3711 SH SHARED 05 1200 2511 D SOLECTRON CORP COM 83418210 38 7800 SH SHARED 06 7800 D SOLECTRON CORP COM 83418210 2034 411102 SH SHARED 10 411102 D SOMANETICS CORP COM NEW 83444540 1 85 SH SHARED 85 D SOMERA COMMUNICATION COM 83445810 0 9 SH SHARED 9 D SOMERA COMMUNICATION COM 83445810 0 2 SH SHARED 01 2 D SONIC AUTOMOTIVE INC CL A 83545G10 1742 86889 SH SHARED 86889 D SONIC AUTOMOTIVE INC CL A 83545G10 210 10499 SH SHARED 01 10499 D SONIC AUTOMOTIVE INC CL A 83545G10 0 19 SH SHARED 02 19 D SONIC INNOVATIONS INC COM 83545M10 128 28167 SH SHARED 28167 D SONIC INNOVATIONS INC COM 83545M10 19 4218 SH SHARED 01 4218 D SONIC INNOVATIONS INC COM 83545M10 4 900 SH SHARED 02 900 D SONIC CORP COM 83545110 3040 118622 SH SHARED 118622 D SONIC CORP COM 83545110 160 6251 SH SHARED 01 6251 D SONIC CORP COM 83545110 95 3712 SH SHARED 02 3712 D SONIC SOLUTIONS COM 83546010 191 11751 SH SHARED 11751 D SONIC SOLUTIONS COM 83546010 3650 223700 SH SHARED 01 223700 D SONIC SOLUTIONS COM 83546010 46 2823 SH SHARED 02 2823 D SONICWALL INC COM 83547010 2711 401102 SH SHARED 401102 D SONICWALL INC COM 83547010 188 27840 SH SHARED 01 27840 D SONICWALL INC COM 83547010 132 19613 SH SHARED 02 19613 D SONICWALL INC COM 83547010 1081 160000 SH SHARED 04 160000 D SONOCO PRODS CO COM 83549510 4866 184062 SH SHARED 60662 123400 D SONOCO PRODS CO COM 83549510 69228 2618305 SH SHARED 01 2618305 D SONOCO PRODS CO COM 83549510 643 24330 SH SHR/OTHR 01 2700 21630 D SONOCO PRODS CO COM 83549510 2713 102628 SH SHARED 02 102628 D SONOCO PRODS CO COM 83549510 10311 390000 SH SHARED 04 390000 D SONOCO PRODS CO COM 83549510 2115 80000 SH SHARED 06 80000 D SONOSITE INC COM 83568G10 224 8601 SH SHARED 8601 D SONOSITE INC COM 83568G10 15 600 SH SHARED 01 600 D SONOSITE INC COM 83568G10 21 823 SH SHARED 02 823 D SONY CORP ADR NEW 83569930 6814 198159 SH SHARED 190000 8159 D SONY CORP ADR NEW 83569930 1488 43286 SH SHARED 01 25900 17386 D SONY CORP ADR NEW 83569930 209 6100 SH SHARED 02 6100 D SOTHEBYS HLDGS INC CL A 83589810 706 44972 SH SHARED 44972 D SOTHEBYS HLDGS INC CL A 83589810 881 56100 SH SHARED 01 55100 1000 D SOTHEBYS HLDGS INC CL A 83589810 360 22951 SH SHARED 02 22951 D SONUS NETWORKS INC COM 83591610 9 1700 SH SHARED 01 1700 D SONUS NETWORKS INC COM 83591610 163 28988 SH SHARED 02 28988 D SOUND FED BANCORP INC COM 83607V10 82 5632 SH SHARED 5632 D SOUND FED BANCORP INC COM 83607V10 20 1396 SH SHARED 01 1396 D SOUND FED BANCORP INC COM 83607V10 0 8 SH SHARED 02 8 D SOURCE INTERLINK COS INC COM NEW 83615120 114 11759 SH SHARED 11759 D SOURCE INTERLINK COS INC COM NEW 83615120 9 1008 SH SHARED 02 1008 D SOURCECORP COM 83616710 506 22895 SH SHARED 22895 D SOURCECORP COM 83616710 66 3025 SH SHARED 01 3025 D SOURCECORP COM 83616710 0 4 SH SHARED 02 4 D SOUTH FINL GROUP INC COM 83784110 296 10507 SH SHARED 10507 D SOUTH FINL GROUP INC COM 83784110 1358 48190 SH SHARED 01 48190 D SOUTH FINL GROUP INC COM 83784110 327 11605 SH SHARED 02 11605 D SOUTH FINL GROUP INC COM 83784110 34 1240 SH SHARED 05 1240 D SOUTH JERSEY INDS INC COM 83851810 431 9047 SH SHARED 9047 D SOUTH JERSEY INDS INC COM 83851810 476 9969 SH SHARED 01 9519 450 D SOUTH JERSEY INDS INC COM 83851810 5 118 SH SHARED 02 118 D SOUTHERN AFRICA FD INC COM 84215710 4118 192915 SH SHARED 192915 D SOUTHERN CO COM 84258710 101816 3396157 SH SHARED 3396157 D SOUTHERN CO COM 84258710 14197 473563 SH SHARED 01 184946 288617 D SOUTHERN CO COM 84258710 1939 64702 SH SHR/OTHR 01 64702 D SOUTHERN CO COM 84258710 8574 286002 SH SHARED 02 286002 D SOUTHERN CO COM 84258710 107 3601 SH SHARED 05 600 3001 D SOUTHERN CO COM 84258710 400 13350 SH SHARED 06 12350 1000 D SOUTHERN CO COM 84258710 7516 250729 SH SHARED 10 250729 D SOUTHERN CMNTY FINL CORP COM 84263210 96 8700 SH SHARED 8700 D SOUTHERN CMNTY FINL CORP COM 84263210 1 100 SH SHARED 02 100 D SOUTHERN PERU COPPER CORP COM 84361110 77 1491 SH SHARED 1491 D SOUTHERN PERU COPPER CORP COM 84361110 1673 32400 SH SHARED 01 32400 D SOUTHERN PERU COPPER CORP COM 84361110 91 1768 SH SHARED 02 1768 D SOUTHERN UN CO NEW COM 84403010 1240 60494 SH SHARED 60494 D SOUTHERN UN CO NEW COM 84403010 1888 92102 SH SHARED 01 92102 D SOUTHERN UN CO NEW COM 84403010 834 40701 SH SHARED 02 40701 D SOUTHSIDE BANCSHARES INC COM 84470P10 107 5294 SH SHARED 5294 D SOUTHTRUST CORP COM 84473010 84733 2033928 SH SHARED 2033928 D SOUTHTRUST CORP COM 84473010 2122 50960 SH SHARED 01 50060 900 D SOUTHTRUST CORP COM 84473010 22135 531345 SH SHARED 02 531345 D SOUTHTRUST CORP COM 84473010 51 1228 SH SHARED 05 1228 D SOUTHTRUST CORP COM 84473010 170 4100 SH SHARED 06 3500 600 D SOUTHTRUST CORP COM 84473010 5656 135778 SH SHARED 10 135778 D SOUTHWEST AIRLS CO COM 84474110 29781 2186620 SH SHARED 2174220 12400 D SOUTHWEST AIRLS CO COM 84474110 5368 394129 SH SHARED 01 222002 172127 D SOUTHWEST AIRLS CO COM 84474110 292 21500 SH SHR/OTHR 01 21500 D SOUTHWEST AIRLS CO COM 84474110 8990 660079 SH SHARED 02 660079 D SOUTHWEST AIRLS CO COM 84474110 50 3673 SH SHARED 05 300 3373 D SOUTHWEST AIRLS CO COM 84474110 151 11141 SH SHARED 06 11141 D SOUTHWEST AIRLS CO COM 84474110 5027 369132 SH SHARED 10 369132 D SOUTHWEST BANCORPORATION TEX COM 84476R10 945 46922 SH SHARED 46922 D SOUTHWEST BANCORPORATION TEX COM 84476R10 725 36042 SH SHARED 01 36042 D SOUTHWEST BANCORPORATION TEX COM 84476R10 88 4413 SH SHARED 02 4413 D SOUTHWEST BANCORP INC OKLA COM 84476710 138 6281 SH SHARED 6281 D SOUTHWEST BANCORP INC OKLA COM 84476710 0 2 SH SHARED 02 2 D SOUTHWEST GAS CORP COM 84489510 676 28226 SH SHARED 28226 D SOUTHWEST GAS CORP COM 84489510 78 3269 SH SHARED 01 3269 D SOUTHWEST GAS CORP COM 84489510 0 9 SH SHARED 02 9 D SOUTHWEST WTR CO COM 84533110 159 13046 SH SHARED 13046 D SOUTHWEST WTR CO COM 84533110 27 2264 SH SHARED 01 2264 D SOUTHWEST WTR CO COM 84533110 0 1 SH SHARED 02 1 D SOUTHWESTERN ENERGY CO COM 84546710 1091 25989 SH SHARED 25989 D SOUTHWESTERN ENERGY CO COM 84546710 38962 927907 SH SHARED 01 726982 4200 196725 D SOUTHWESTERN ENERGY CO COM 84546710 25 600 SH SHR/OTHR 01 600 D SOUTHWESTERN ENERGY CO COM 84546710 2696 64226 SH SHARED 02 64226 D SOVEREIGN BANCORP INC COM 84590510 37389 1713532 SH SHARED 1713532 D SOVEREIGN BANCORP INC COM 84590510 1780 81581 SH SHARED 01 76799 4782 D SOVEREIGN BANCORP INC COM 84590510 103 4737 SH SHR/OTHR 01 4737 D SOVEREIGN BANCORP INC COM 84590510 3247 148849 SH SHARED 02 148849 D SOVEREIGN BANCORP INC COM 84590510 1636 75000 SH SHARED 04 75000 D SOVEREIGN BANCORP INC COM 84590510 43 2000 SH SHARED 06 2000 D SOVEREIGN BANCORP INC COM 84590510 97315 4459926 SH SHARED 10 4459926 D SOVRAN SELF STORAGE INC COM 84610H10 570 14572 SH SHARED 14572 D SOVRAN SELF STORAGE INC COM 84610H10 1541 39345 SH SHARED 01 39345 D SOVRAN SELF STORAGE INC COM 84610H10 0 4 SH SHARED 02 4 D SOVRAN SELF STORAGE INC COM 84610H10 1731 44200 SH SHARED 11 44200 D SPACEHAB INC NOTE 8.000%10/1 846243AC 427 500000 PRN SHARED 500000 D SPACEHAB INC COM 84624310 22 9087 SH SHARED 9087 D SPACEHAB INC COM 84624310 4 1813 SH SHARED 01 1813 D SPANISH BROADCASTING SYS INC CL A 84642588 1112 113013 SH SHARED 113013 D SPANISH BROADCASTING SYS INC CL A 84642588 189 19220 SH SHARED 01 19220 D SPANISH BROADCASTING SYS INC CL A 84642588 21 2220 SH SHARED 02 2220 D SPARTAN MTRS INC COM 84681910 165 11758 SH SHARED 11758 D SPARTAN MTRS INC COM 84681910 40 2915 SH SHARED 01 2915 D SPARTAN STORES INC COM 84682210 36 8963 SH SHARED 8963 D SPARTAN STORES INC COM 84682210 8 2222 SH SHARED 01 2222 D SPARTECH CORP COM NEW 84722020 372 14851 SH SHARED 14851 D SPARTECH CORP COM NEW 84722020 62 2470 SH SHARED 01 2470 D SPARTECH CORP COM NEW 84722020 0 6 SH SHARED 02 6 D SPATIALIGHT INC COM 84724810 240 40796 SH SHARED 40796 D SPATIALIGHT INC COM 84724810 5 1000 SH SHARED 02 1000 D SPECIALTY LABORATORIES INC COM 84749R10 143 13643 SH SHARED 13643 D SPECIALTY LABORATORIES INC COM 84749R10 30 2861 SH SHARED 01 2861 D SPECIALTY LABORATORIES INC COM 84749R10 1 102 SH SHARED 02 102 D SPECTRALINK CORP COM 84758010 236 24873 SH SHARED 24873 D SPECTRALINK CORP COM 84758010 25 2663 SH SHARED 01 2663 D SPECTRALINK CORP COM 84758010 10 1099 SH SHARED 02 1099 D SPECTRASITE INC COM 84761M10 543 11686 SH SHARED 11686 D SPECTRASITE INC COM 84761M10 1139 24514 SH SHARED 01 24514 D SPECTRASITE INC COM 84761M10 209 4500 SH SHARED 02 4500 D SPECTRASITE INC COM 84761M10 172 3700 SH SHARED 10 3700 D SPECTRUM SIGNAL PROCESSING I COM 84763F10 14 7800 SH SHARED 7800 D SPEEDWAY MOTORSPORTS INC COM 84778810 347 10434 SH SHARED 10434 D SPEEDWAY MOTORSPORTS INC COM 84778810 65 1957 SH SHARED 01 1957 D SPEEDWAY MOTORSPORTS INC COM 84778810 6 204 SH SHARED 02 204 D SPHERION CORP COM 84842010 42 5400 SH SHARED 5400 D SPHERION CORP COM 84842010 321 41159 SH SHARED 41159 D SPHERION CORP COM 84842010 8 1081 SH SHARED 01 1081 D SPHERION CORP COM 84842010 1 215 SH SHARED 02 215 D SPINNAKER EXPL CO COM 84855W10 2176 62122 SH SHARED 62122 D SPINNAKER EXPL CO COM 84855W10 8579 244839 SH SHARED 01 244839 D SPINNAKER EXPL CO COM 84855W10 31 886 SH SHARED 02 886 D SPORTSMANS GUIDE INC COM NEW 84890720 72 3500 SH SHARED 3500 D SPORTSMANS GUIDE INC COM NEW 84890720 2 99 SH SHARED 02 99 D SPORTSLINE COM INC COM 84893410 3 2000 SH SHARED 2000 D SPORTS AUTH INC NEW COM 84917U10 1662 71671 SH SHARED 71671 D SPORTS AUTH INC NEW COM 84917U10 186 8033 SH SHARED 01 8033 D SPORTS AUTH INC NEW COM 84917U10 0 6 SH SHARED 02 6 D SPORTS RESORTS INTL INC COM 84918U10 3 1041 SH SHARED 1041 D SPORTS RESORTS INTL INC COM 84918U10 0 34 SH SHARED 02 34 D SPRINT CORP COM FON 85206110 277 13800 SH SHARED 13800 D SPRINT CORP COM FON 85206110 80288 3988497 SH SHARED 3942347 46150 D SPRINT CORP COM FON 85206110 43537 2162795 SH SHARED 01 786395 1262900 113500 D SPRINT CORP COM FON 85206110 192 9550 SH SHR/OTHR 01 8300 1250 D SPRINT CORP COM FON 85206110 54630 2713868 SH SHARED 02 2713868 D SPRINT CORP COM FON 85206110 12917 641700 SH SHARED 03 641700 D SPRINT CORP COM FON 85206110 12315 611800 SH SHARED 04 611800 D SPRINT CORP COM FON 85206110 8005 397699 SH SHARED 05 383200 14499 D SPRINT CORP COM FON 85206110 96 4800 SH SHARED 06 4800 D SPRINT CORP COM FON 85206110 517 25700 SH SHARED 07 25700 D SPRINT CORP COM FON 85206110 775 38500 SH SHARED 09 38500 D SPRINT CORP COM FON 85206110 12747 633239 SH SHARED 10 633239 D SS&C TECHNOLOGIES INC COM 85227Q10 275 14097 SH SHARED 14097 D SS&C TECHNOLOGIES INC COM 85227Q10 3762 192670 SH SHARED 01 192670 D SS&C TECHNOLOGIES INC COM 85227Q10 11 600 SH SHARED 02 600 D STAAR SURGICAL CO COM PAR $0.01 85231230 78 23791 SH SHARED 23791 D STAAR SURGICAL CO COM PAR $0.01 85231230 19 5817 SH SHARED 01 5817 D STAAR SURGICAL CO COM PAR $0.01 85231230 468 141820 SH SHARED 02 141820 D STAGE STORES INC *W EXP 08/23/200 85254C12 1024 52246 SH SHARED 52246 D STAGE STORES INC *W EXP 08/23/200 85254C13 80 5225 SH SHARED 5225 D STAGE STORES INC COM NEW 85254C30 438 12800 SH SHARED 12800 D STAGE STORES INC COM NEW 85254C30 3676 107438 SH SHARED 01 107438 D STAGE STORES INC COM NEW 85254C30 334 9781 SH SHARED 02 9781 D STAKTEK HLDGS INC COM 85256P10 32 8230 SH SHARED 8230 D STAKTEK HLDGS INC COM 85256P10 242 62100 SH SHARED 01 59400 2700 D STAKTEK HLDGS INC COM 85256P10 8 2200 SH SHARED 02 2200 D STAMPS COM INC COM NEW 85285720 1102 82859 SH SHARED 82859 D STAMPS COM INC COM NEW 85285720 214 16107 SH SHARED 01 16107 D STAMPS COM INC COM NEW 85285720 37 2803 SH SHARED 02 2803 D STANCORP FINL GROUP INC COM 85289110 199 2800 SH SHARED 2800 D STANCORP FINL GROUP INC COM 85289110 355 4999 SH SHARED 4999 D STANCORP FINL GROUP INC COM 85289110 557 7827 SH SHARED 01 7515 312 D STANCORP FINL GROUP INC COM 85289110 657 9232 SH SHARED 02 9232 D STANDARD COML CORP COM 85325810 146 9324 SH SHARED 9324 D STANDARD COML CORP COM 85325810 27 1770 SH SHARED 01 1770 D STANDARD COML CORP COM 85325810 1 103 SH SHARED 02 103 D STANDARD MANAGEMENT CORP COM 85361210 843 261887 SH SHARED 01 261887 D STANDARD MICROSYSTEMS CORP COM 85362610 233 13335 SH SHARED 13335 D STANDARD MICROSYSTEMS CORP COM 85362610 3829 218720 SH SHARED 01 218720 D STANDARD MICROSYSTEMS CORP COM 85362610 140 8010 SH SHARED 02 8010 D STANDARD MTR PRODS INC COM 85366610 118 7873 SH SHARED 7873 D STANDARD MTR PRODS INC COM 85366610 1 78 SH SHARED 02 78 D STANDARD PAC CORP NEW COM 85375C10 281 5000 SH SHARED 5000 D STANDARD PAC CORP NEW COM 85375C10 732 12999 SH SHARED 12999 D STANDARD PAC CORP NEW COM 85375C10 4801 85180 SH SHARED 01 85180 D STANDARD PAC CORP NEW COM 85375C10 559 9929 SH SHARED 02 9929 D STANDARD REGISTER CO COM 85388710 148 14117 SH SHARED 14117 D STANDARD REGISTER CO COM 85388710 18 1794 SH SHARED 01 1794 D STANDARD REGISTER CO COM 85388710 8 834 SH SHARED 02 834 D STANDEX INTL CORP COM 85423110 248 10134 SH SHARED 10134 D STANDEX INTL CORP COM 85423110 53 2175 SH SHARED 01 2175 D STANDEX INTL CORP COM 85423110 1 52 SH SHARED 02 52 D STANLEY FURNITURE INC COM NEW 85430520 189 4307 SH SHARED 4307 D STANLEY FURNITURE INC COM NEW 85430520 9 222 SH SHARED 02 222 D STANLEY WKS COM 85461610 10464 246054 SH SHARED 246054 D STANLEY WKS COM 85461610 4895 115117 SH SHARED 01 73172 41945 D STANLEY WKS COM 85461610 80 1900 SH SHR/OTHR 01 1900 D STANLEY WKS COM 85461610 4069 95686 SH SHARED 02 95686 D STANLEY WKS COM 85461610 15 357 SH SHARED 05 357 D STANLEY WKS COM 85461610 31 750 SH SHARED 06 750 D STANLEY WKS COM 85461610 1174 27611 SH SHARED 10 27611 D STAPLES INC COM 85503010 119 4000 SH SHARED 4000 D STAPLES INC COM 85503010 55602 1864591 SH SHARED 1837322 27269 D STAPLES INC COM 85503010 156599 5251505 SH SHARED 01 1133372 3497000 621133 D STAPLES INC COM 85503010 560 18800 SH SHR/OTHR 01 4400 14400 D STAPLES INC COM 85503010 8521 285777 SH SHARED 02 285777 D STAPLES INC COM 85503010 17954 602100 SH SHARED 03 602100 D STAPLES INC COM 85503010 22359 749813 SH SHARED 05 666753 83060 D STAPLES INC COM 85503010 3093 103750 SH SHARED 06 48650 55100 D STAPLES INC COM 85503010 1760 59046 SH SHARED 07 59046 D STAPLES INC COM 85503010 2305 77300 SH SHARED 09 77300 D STAPLES INC COM 85503010 90972 3050727 SH SHARED 10 3050727 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 0 1 SH SHARED 1 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 16 759 SH SHARED 02 759 D STAR SCIENTIFIC INC COM 85517P10 141 23953 SH SHARED 23953 D STAR SCIENTIFIC INC COM 85517P10 7 1310 SH SHARED 02 1310 D STARBUCKS CORP COM 85524410 5246 115400 SH SHARED 115400 D STARBUCKS CORP COM 85524410 87365 1921810 SH SHARED 1919910 1900 D STARBUCKS CORP COM 85524410 6594 145052 SH SHARED 01 125000 20052 D STARBUCKS CORP COM 85524410 33 730 SH SHR/OTHR 01 730 D STARBUCKS CORP COM 85524410 10988 241712 SH SHARED 02 241712 D STARBUCKS CORP COM 85524410 75 1656 SH SHARED 05 300 1356 D STARBUCKS CORP COM 85524410 320 7050 SH SHARED 06 6350 700 D STARBUCKS CORP COM 85524410 10709 235582 SH SHARED 10 235582 D STARCRAFT CORP COM 85526910 0 50 SH SHARED 50 D STARTEK INC COM 85569C10 343 10955 SH SHARED 10955 D STARTEK INC COM 85569C10 47 1527 SH SHARED 01 1527 D STARTEK INC COM 85569C10 15 503 SH SHARED 02 503 D STATE AUTO FINL CORP COM 85570710 10893 376291 SH SHARED 376291 D STATE AUTO FINL CORP COM 85570710 65 2274 SH SHARED 01 2274 D STATE AUTO FINL CORP COM 85570710 4 142 SH SHARED 02 142 D STATE BANCORP INC N.Y COM 85571610 99 4414 SH SHARED 4414 D STATE BANCORP INC N.Y COM 85571610 0 33 SH SHARED 02 33 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 23822 513202 SH SHARED 513202 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 909 19589 SH SHARED 01 19589 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 29 625 SH SHR/OTHR 01 225 400 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 4177 89994 SH SHARED 02 89994 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 53 1150 SH SHARED 05 200 950 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 696 15000 SH SHARED 06 15000 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 26653 574181 SH SHARED 10 574181 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 293609 6325071 SH SHARED 11 6325071 D STATE FINL SVCS CORP CL A 85685510 79 2880 SH SHARED 2880 D STATE FINL SVCS CORP CL A 85685510 0 15 SH SHARED 02 15 D STATE STR CORP COM 85747710 45844 1073389 SH SHARED 1057989 15400 D STATE STR CORP COM 85747710 32820 768451 SH SHARED 01 143182 625269 D STATE STR CORP COM 85747710 5760 134884 SH SHR/OTHR 01 134884 D STATE STR CORP COM 85747710 8875 207804 SH SHARED 02 207804 D STATE STR CORP COM 85747710 78 1838 SH SHARED 05 300 1538 D STATE STR CORP COM 85747710 636 14910 SH SHARED 06 14610 300 D STATE STR CORP COM 85747710 5719 133913 SH SHARED 10 133913 D STATION CASINOS INC COM 85768910 1949 39749 SH SHARED 39749 D STATION CASINOS INC COM 85768910 16424 334928 SH SHARED 01 266028 68900 D STATION CASINOS INC COM 85768910 3928 80098 SH SHARED 02 80098 D STATION CASINOS INC COM 85768910 7974 162607 SH SHARED 10 162607 D STATOIL ASA SPONSORED ADR 85771P10 2738 189675 SH SHARED 189675 D STATS CHIPPAC LTD SPONSORED ADR 85771T10 678 113398 SH SHARED 113398 D STATS CHIPPAC LTD SPONSORED ADR 85771T10 147 24649 SH SHARED 01 24649 D STATS CHIPPAC LTD SPONSORED ADR 85771T10 0 89 SH SHARED 02 89 D STEAK N SHAKE CO COM 85787310 344 20162 SH SHARED 20162 D STEAK N SHAKE CO COM 85787310 76 4506 SH SHARED 01 4506 D STEAK N SHAKE CO COM 85787310 16 961 SH SHARED 02 961 D STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD 1476 627000 PRN SHARED 627000 D STEEL DYNAMICS INC COM 85811910 15256 395035 SH SHARED 395035 D STEEL DYNAMICS INC COM 85811910 25831 668866 SH SHARED 01 551466 117400 D STEEL DYNAMICS INC COM 85811910 4541 117595 SH SHARED 02 117595 D STEEL TECHNOLOGIES INC COM 85814710 983 38410 SH SHARED 38410 D STEEL TECHNOLOGIES INC COM 85814710 283 11066 SH SHARED 01 11066 D STEELCLOUD INC COM 85815M10 0 223 SH SHARED 02 223 D STEELCASE INC CL A 85815520 40 2900 SH SHARED 2900 D STEELCASE INC CL A 85815520 150 10759 SH SHARED 10759 D STEELCASE INC CL A 85815520 10 781 SH SHARED 01 781 D STEELCASE INC CL A 85815520 69 4932 SH SHARED 02 4932 D STEIN MART INC COM 85837510 294 19361 SH SHARED 19361 D STEIN MART INC COM 85837510 3165 208000 SH SHARED 01 208000 D STEIN MART INC COM 85837510 296 19497 SH SHARED 02 19497 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 157 5796 SH SHARED 5796 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 60 2217 SH SHARED 01 2217 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 8 300 SH SHR/OTHR 01 300 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 0 2 SH SHARED 02 2 D STELLENT INC COM 85856W10 229 29795 SH SHARED 29795 D STELLENT INC COM 85856W10 33 4401 SH SHARED 01 4401 D STELLENT INC COM 85856W10 2 305 SH SHARED 02 305 D STEMCELLS INC COM 85857R10 43 28100 SH SHARED 28100 D STEPAN CO COM 85858610 71 3009 SH SHARED 3009 D STEPAN CO COM 85858610 575 24200 SH SHARED 01 24200 D STEPAN CO COM 85858610 1 46 SH SHARED 02 46 D STERLING BANCSHARES INC COM 85890710 408 30376 SH SHARED 30376 D STERLING BANCSHARES INC COM 85890710 8 596 SH SHARED 01 596 D STERLING BANCSHARES INC COM 85890710 0 4 SH SHARED 02 4 D STERICYCLE INC COM 85891210 1649 35928 SH SHARED 35928 D STERICYCLE INC COM 85891210 30238 658794 SH SHARED 01 498625 80 160089 D STERICYCLE INC COM 85891210 697 15191 SH SHR/OTHR 01 1700 13491 D STERICYCLE INC COM 85891210 673 14681 SH SHARED 02 14681 D STERICYCLE INC COM 85891210 266 5800 SH SHARED 10 5800 D STERIS CORP COM 85915210 215 9800 SH SHARED 9800 D STERIS CORP COM 85915210 1942 88555 SH SHARED 88555 D STERIS CORP COM 85915210 469 21415 SH SHARED 01 19615 1800 D STERIS CORP COM 85915210 1410 64268 SH SHARED 02 64268 D STERLING BANCORP COM 85915810 234 8656 SH SHARED 8656 D STERLING BANCORP COM 85915810 3 142 SH SHARED 02 142 D STEREOTAXIS INC COM 85916J10 9 1001 SH SHARED 1001 D STEREOTAXIS INC COM 85916J10 1 199 SH SHARED 01 199 D STEREOTAXIS INC COM 85916J10 1 140 SH SHARED 02 140 D STERLING CAP CORP COM 85916010 1 203 SH SHARED 203 D STERLING FINL CORP COM 85931710 348 12992 SH SHARED 12992 D STERLING FINL CORP COM 85931710 65 2433 SH SHARED 01 2433 D STERLING FINL CORP COM 85931710 0 5 SH SHARED 02 5 D STERLING FINL CORP WASH COM 85931910 573 16273 SH SHARED 16273 D STERLING FINL CORP WASH COM 85931910 1133 32155 SH SHARED 01 32155 D STERLING FINL CORP WASH COM 85931910 0 6 SH SHARED 02 6 D STERLING FINL CORP WASH COM 85931910 65 1870 SH SHARED 10 1870 D STET HELLAS COMMUNICATIONS S ADR 85982310 23 1443 SH SHARED 1443 D STEWART & STEVENSON SVCS INC COM 86034210 323 18301 SH SHARED 18301 D STEWART & STEVENSON SVCS INC COM 86034210 826 46772 SH SHARED 01 46772 D STEWART & STEVENSON SVCS INC COM 86034210 2 128 SH SHARED 02 128 D STEWART ENTERPRISES INC CL A 86037010 473 68057 SH SHARED 68057 D STEWART ENTERPRISES INC CL A 86037010 1922 276548 SH SHARED 01 276548 D STEWART ENTERPRISES INC CL A 86037010 120 17365 SH SHARED 02 17365 D STEWART INFORMATION SVCS COR COM 86037210 663 16848 SH SHARED 16848 D STEWART INFORMATION SVCS COR COM 86037210 5772 146520 SH SHARED 01 146520 D STEWART INFORMATION SVCS COR COM 86037210 0 4 SH SHARED 02 4 D STIFEL FINL CORP COM 86063010 93 4793 SH SHARED 4793 D STILLWATER MNG CO COM 86074Q10 759 48991 SH SHARED 37991 11000 D STILLWATER MNG CO COM 86074Q10 10446 673938 SH SHARED 01 673938 D STILLWATER MNG CO COM 86074Q10 29 1932 SH SHARED 02 1932 D STMICROELECTRONICS N V NY REGISTRY 86101210 6450 373295 SH SHARED 355345 17950 D STMICROELECTRONICS N V NY REGISTRY 86101210 265 15367 SH SHARED 01 15277 90 D STMICROELECTRONICS N V NY REGISTRY 86101210 34 2001 SH SHARED 02 2001 D STMICROELECTRONICS N V NY REGISTRY 86101210 691 40000 SH SHARED 04 40000 D STOLT OFFSHORE S A SP ADR REG COM 86156710 1064 218100 SH SHARED 218100 D STOLT OFFSHORE S A SP ADR REG COM 86156710 61 12500 SH SHARED 01 12500 D STOLT OFFSHORE S A SP ADR REG COM 86156710 6444 1320500 SH SHARED 04 1320500 D STONE ENERGY CORP COM 86164210 3496 79891 SH SHARED 79891 D STONE ENERGY CORP COM 86164210 7195 164424 SH SHARED 01 164424 D STONE ENERGY CORP COM 86164210 97 2217 SH SHARED 02 2217 D STONERIDGE INC COM 86183P10 139 9869 SH SHARED 9869 D STONERIDGE INC COM 86183P10 379 26898 SH SHARED 01 26898 D STONERIDGE INC COM 86183P10 0 4 SH SHARED 02 4 D STONEPATH GROUP INC COM 86183710 0 16 SH SHARED 16 D STONEPATH GROUP INC COM 86183710 0 3 SH SHARED 01 3 D STORA ENSO CORP SPON ADR REP R 86210M10 244 18075 SH SHARED 01 2685 15390 D STORA ENSO CORP SPON ADR REP R 86210M10 323 23900 SH SHARED 02 23900 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 5629 222845 SH SHARED 222845 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 4437 175656 SH SHARED 01 175656 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 1296 51331 SH SHARED 02 51331 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 247 9800 SH SHARED 10 9800 D STRATASYS INC COM 86268510 427 13543 SH SHARED 13543 D STRATASYS INC COM 86268510 11 367 SH SHARED 01 367 D STRATASYS INC COM 86268510 17 560 SH SHARED 02 560 D STRATEGIC DIAGNOSTICS INC COM 86270010 0 13 SH SHARED 13 D STRATEGIC DIAGNOSTICS INC COM 86270010 0 2 SH SHARED 01 2 D STRATEGIC GLOBAL INCOME FD COM 86271910 125 9000 SH SHR/OTHR 01 9000 D STRATEGIC HOTEL CAP INC COM 86272T10 52 3900 SH SHARED 02 1200 2700 D STRATEGIC HOTEL CAP INC COM 86272T10 21531 1592600 SH SHARED 11 1592600 D STRATEX NETWORKS INC COM 86279T10 361 161521 SH SHARED 161521 D STRATEX NETWORKS INC COM 86279T10 50 22525 SH SHARED 01 22525 D STRATEX NETWORKS INC COM 86279T10 9 4222 SH SHARED 02 4222 D STRATOS INTERNATIONAL INC COM NEW 86310020 24 5442 SH SHARED 5442 D STRATOS INTERNATIONAL INC COM NEW 86310020 4 1085 SH SHARED 01 1085 D STRATTEC SEC CORP COM 86311110 280 4511 SH SHARED 4511 D STRATTEC SEC CORP COM 86311110 105 1701 SH SHARED 01 1701 D STRATTEC SEC CORP COM 86311110 0 1 SH SHARED 02 1 D STRAYER ED INC COM 86323610 1045 9091 SH SHARED 9091 D STRAYER ED INC COM 86323610 2633 22900 SH SHARED 01 22900 D STRAYER ED INC COM 86323610 93 816 SH SHARED 02 816 D STRAYER ED INC COM 86323610 481 4185 SH SHARED 04 4185 D STREETTRACKS SER TR WILSHIRE REIT 86330E60 592 3600 SH SHARED 3600 D STREETTRACKS SER TR SPDR O STRIP 86330E86 87 600 SH SHARED 600 D STRIDE RITE CORP COM 86331410 356 34737 SH SHARED 34737 D STRIDE RITE CORP COM 86331410 143 14010 SH SHARED 01 14010 D STRIDE RITE CORP COM 86331410 9 957 SH SHARED 02 957 D STRYKER CORP COM 86366710 47887 995988 SH SHARED 995988 D STRYKER CORP COM 86366710 6843 142337 SH SHARED 01 125167 5900 11270 D STRYKER CORP COM 86366710 9 200 SH SHR/OTHR 01 200 D STRYKER CORP COM 86366710 7950 165352 SH SHARED 02 165352 D STRYKER CORP COM 86366710 80 1684 SH SHARED 05 200 1484 D STRYKER CORP COM 86366710 227 4734 SH SHARED 06 3934 800 D STRYKER CORP COM 86366710 6521 135630 SH SHARED 10 135630 D STUDENT LN CORP COM 86390210 1105 7797 SH SHARED 7797 D STUDENT LN CORP COM 86390210 127 900 SH SHARED 01 900 D STUDENT LN CORP COM 86390210 142 1003 SH SHARED 02 1003 D STURM RUGER & CO INC COM 86415910 182 20225 SH SHARED 20225 D STURM RUGER & CO INC COM 86415910 23 2632 SH SHARED 01 2632 D STURM RUGER & CO INC COM 86415910 8 979 SH SHARED 02 979 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 172 5000 SH SHARED 5000 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 172 5000 SH SHR/OTHR 01 5000 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 19 557 SH SHARED 02 557 D SUFFOLK BANCORP COM 86473910 199 6597 SH SHARED 6597 D SUFFOLK BANCORP COM 86473910 995 33000 SH SHARED 01 33000 D SUFFOLK BANCORP COM 86473910 15 503 SH SHARED 02 503 D SUMMIT BANCSHARES INC TEX COM 86601110 83 2522 SH SHARED 2522 D SUMMIT BANCSHARES INC TEX COM 86601110 20 625 SH SHARED 01 625 D SUMMIT BANCSHARES INC TEX COM 86601110 0 19 SH SHARED 02 19 D SUMMIT PPTYS INC COM 86623910 447 16527 SH SHARED 16527 D SUMMIT PPTYS INC COM 86623910 692 25614 SH SHARED 01 25614 D SUMMIT PPTYS INC COM 86623910 30 1142 SH SHARED 02 1142 D SUMMIT PPTYS INC COM 86623910 72014 2662281 SH SHARED 11 2662281 D SUN BANCORP INC COM 86663B10 253 11573 SH SHARED 11573 D SUN BANCORP INC COM 86663B10 23 1089 SH SHARED 01 1089 D SUN BANCORP INC COM 86663B10 0 1 SH SHARED 02 1 D SUN BANCORP INC COM 86663410 0 4 SH SHARED 02 4 D SUN COMMUNITIES INC COM 86667410 767 19579 SH SHARED 19579 D SUN COMMUNITIES INC COM 86667410 1577 40245 SH SHARED 01 40245 D SUN COMMUNITIES INC COM 86667410 0 13 SH SHARED 02 13 D SUN COMMUNITIES INC COM 86667410 4702 120000 SH SHARED 10 120000 D SUN COMMUNITIES INC COM 86667410 14704 375200 SH SHARED 11 375200 D SUN LIFE FINL INC COM 86679610 726 24186 SH SHARED 24186 D SUN LIFE FINL INC COM 86679610 661 22009 SH SHARED 01 13697 8312 D SUN LIFE FINL INC COM 86679610 11577 385394 SH SHARED 02 385394 D SUN LIFE FINL INC COM 86679610 93 3100 SH SHARED 06 1300 1800 D SUN LIFE FINL INC COM 86679610 531 17700 SH SHARED 10 17700 D SUN MICROSYSTEMS INC COM 86681010 0 130 SH SHARED 130 D SUN MICROSYSTEMS INC COM 86681010 86084 21308122 SH SHARED 21224540 83582 D SUN MICROSYSTEMS INC COM 86681010 2684 664422 SH SHARED 01 631522 32900 D SUN MICROSYSTEMS INC COM 86681010 242 59990 SH SHR/OTHR 01 3340 56650 D SUN MICROSYSTEMS INC COM 86681010 15536 3845601 SH SHARED 02 3845601 D SUN MICROSYSTEMS INC COM 86681010 73 18206 SH SHARED 05 3400 14806 D SUN MICROSYSTEMS INC COM 86681010 850 210627 SH SHARED 06 204627 6000 D SUN MICROSYSTEMS INC COM 86681010 4567 1130565 SH SHARED 10 1130565 D SUN HYDRAULICS CORP COM 86694210 1 100 SH SHARED 100 D SUNCOR ENERGY INC COM 86722910 177 5550 SH SHARED 5550 D SUNCOR ENERGY INC COM 86722910 28382 886661 SH SHARED 882961 3700 D SUNCOR ENERGY INC COM 86722910 349 10904 SH SHARED 01 10904 D SUNCOR ENERGY INC COM 86722910 24 750 SH SHR/OTHR 01 750 D SUNCOR ENERGY INC COM 86722910 9832 307169 SH SHARED 02 307169 D SUNCOR ENERGY INC COM 86722910 21065 658100 SH SHARED 04 658100 D SUNCOR ENERGY INC COM 86722910 12 400 SH SHARED 05 400 D SUNCOR ENERGY INC COM 86722910 2135 66700 SH SHARED 06 65700 1000 D SUNCOR ENERGY INC COM 86722910 331 10343 SH SHARED 10 10343 D SUNCOR ENERGY INC COM 86722910 4929 154000 SH SHARED 12 154000 D SUNGARD DATA SYS INC COM 86736310 47629 2003786 SH SHARED 2003736 50 D SUNGARD DATA SYS INC COM 86736310 14201 597436 SH SHARED 01 176946 420490 D SUNGARD DATA SYS INC COM 86736310 628 26431 SH SHR/OTHR 01 7550 18881 D SUNGARD DATA SYS INC COM 86736310 3847 161877 SH SHARED 02 161877 D SUNGARD DATA SYS INC COM 86736310 34 1431 SH SHARED 05 300 1131 D SUNGARD DATA SYS INC COM 86736310 339 14271 SH SHARED 06 13571 700 D SUNGARD DATA SYS INC COM 86736310 2320 97622 SH SHARED 10 97622 D SUNOPTA INC COM 8676EP10 160 20633 SH SHARED 20633 D SUNOPTA INC COM 8676EP10 1032 133034 SH SHARED 05 133034 D SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L10 9 247 SH SHARED 247 D SUNOCO INC COM 86764P10 340 4600 SH SHARED 4600 D SUNOCO INC COM 86764P10 15623 211181 SH SHARED 210306 875 D SUNOCO INC COM 86764P10 7968 107716 SH SHARED 01 107716 D SUNOCO INC COM 86764P10 15 205 SH SHR/OTHR 01 205 D SUNOCO INC COM 86764P10 3132 42345 SH SHARED 02 42345 D SUNOCO INC COM 86764P10 73 995 SH SHARED 06 995 D SUNOCO INC COM 86764P10 1910 25831 SH SHARED 10 25831 D SUNRISE SENIOR LIVING INC COM 86768K10 9803 279150 SH SHARED 279150 D SUNRISE SENIOR LIVING INC COM 86768K10 436 12438 SH SHARED 12438 D SUNRISE SENIOR LIVING INC COM 86768K10 1113 31714 SH SHARED 01 31714 D SUNRISE SENIOR LIVING INC COM 86768K10 253 7218 SH SHARED 02 7218 D SUNTERRA CORP COM NEW 86787D20 267 28026 SH SHARED 28026 D SUNTERRA CORP COM NEW 86787D20 31 3343 SH SHARED 01 3343 D SUNTRON CORP COM 86789P10 4 946 SH SHARED 946 D SUNTRON CORP COM 86789P10 1 218 SH SHARED 02 218 D SUNTRUST BKS INC COM 86791410 63394 900360 SH SHARED 875310 25050 D SUNTRUST BKS INC COM 86791410 77921 1106689 SH SHARED 01 605149 288400 213140 D SUNTRUST BKS INC COM 86791410 1445 20530 SH SHR/OTHR 01 20530 D SUNTRUST BKS INC COM 86791410 17639 250530 SH SHARED 02 250530 D SUNTRUST BKS INC COM 86791410 2957 42000 SH SHARED 04 42000 D SUNTRUST BKS INC COM 86791410 79 1123 SH SHARED 05 200 923 D SUNTRUST BKS INC COM 86791410 383 5440 SH SHARED 06 4890 550 D SUNTRUST BKS INC COM 86791410 7367 104642 SH SHARED 10 104642 D SUPERCONDUCTOR TECHNOLOGIES COM 86793110 0 48 SH SHARED 02 48 D SUPERGEN INC COM 86805910 506 81906 SH SHARED 81906 D SUPERGEN INC COM 86805910 78 12750 SH SHARED 01 12750 D SUPERGEN INC COM 86805910 371 60070 SH SHARED 02 60070 D SUPERGEN INC COM 86805910 1606 260000 SH SHARED 04 260000 D SUPERGEN INC COM 86805910 43 7000 SH SHARED 06 7000 D SUPERGEN INC COM 86805910 43 7000 SH SHARED 10 7000 D SUPERIOR ENERGY SVCS INC COM 86815710 1367 105834 SH SHARED 105834 D SUPERIOR ENERGY SVCS INC COM 86815710 142 11031 SH SHARED 01 11031 D SUPERIOR ENERGY SVCS INC COM 86815710 10 812 SH SHARED 02 812 D SUPERIOR INDS INTL INC COM 86816810 708 23665 SH SHARED 23665 D SUPERIOR INDS INTL INC COM 86816810 276 9235 SH SHARED 01 9235 D SUPERIOR INDS INTL INC COM 86816810 249 8342 SH SHARED 02 8342 D SUPERTEX INC COM 86853210 279 14392 SH SHARED 14392 D SUPERTEX INC COM 86853210 80 4129 SH SHARED 01 4129 D SUPERTEX INC COM 86853210 5 303 SH SHARED 02 303 D SUPERVALU INC NOTE 11/0 868536AP 18928 58064000 PRN SHARED 58064000 D SUPERVALU INC NOTE 11/0 868536AP 496 1522000 PRN SHARED 02 1522000 D SUPERVALU INC COM 86853610 187 6800 SH SHARED 6800 D SUPERVALU INC COM 86853610 10326 374842 SH SHARED 374842 D SUPERVALU INC COM 86853610 3134 113788 SH SHARED 01 113788 D SUPERVALU INC COM 86853610 1576 57226 SH SHARED 02 57226 D SUPERVALU INC COM 86853610 195 7083 SH SHARED 06 7083 D SUPERVALU INC COM 86853610 1243 45129 SH SHARED 10 45129 D SUPPORTSOFT INC COM 86858710 203 20856 SH SHARED 20856 D SUPPORTSOFT INC COM 86858710 16 1707 SH SHARED 02 1707 D SUREWEST COMMUNICATIONS COM 86873310 242 8469 SH SHARED 8469 D SUREWEST COMMUNICATIONS COM 86873310 9 342 SH SHARED 02 342 D SURMODICS INC COM 86887310 200 8454 SH SHARED 8454 D SURMODICS INC COM 86887310 485 20427 SH SHARED 02 20427 D SUSQUEHANNA BANCSHARES INC P COM 86909910 760 30931 SH SHARED 30931 D SUSQUEHANNA BANCSHARES INC P COM 86909910 661 26883 SH SHARED 01 26583 300 D SUSQUEHANNA BANCSHARES INC P COM 86909910 2 119 SH SHARED 02 119 D SWIFT ENERGY CO COM 87073810 583 24333 SH SHARED 24333 D SWIFT ENERGY CO COM 87073810 218 9100 SH SHARED 01 9100 D SWIFT ENERGY CO COM 87073810 55 2316 SH SHARED 02 2316 D SWIFT TRANSN CO COM 87075610 4749 282345 SH SHARED 282345 D SWIFT TRANSN CO COM 87075610 2964 176270 SH SHARED 01 176270 D SWIFT TRANSN CO COM 87075610 1190 70761 SH SHARED 02 70761 D SWIFT TRANSN CO COM 87075610 17 1062 SH SHARED 06 1062 D SWISS HELVETIA FD INC COM 87087510 676 51900 SH SHARED 51900 D SWISS HELVETIA FD INC COM 87087510 36 2800 SH SHARED 02 2800 D SWISSCOM AG SPONSORED ADR 87101310 31 899 SH SHARED 899 D SYBASE INC COM 87113010 2256 163597 SH SHARED 163597 D SYBASE INC COM 87113010 667 48380 SH SHARED 01 48380 D SYBASE INC COM 87113010 430 31224 SH SHARED 02 31224 D SYBRON DENTAL SPECIALTIES IN COM 87114210 938 31599 SH SHARED 31599 D SYBRON DENTAL SPECIALTIES IN COM 87114210 3338 112443 SH SHARED 01 112443 D SYBRON DENTAL SPECIALTIES IN COM 87114210 24 810 SH SHARED 02 810 D SYCAMORE NETWORKS INC COM 87120610 794 210115 SH SHARED 210115 D SYCAMORE NETWORKS INC COM 87120610 81 21586 SH SHARED 01 21586 D SYCAMORE NETWORKS INC COM 87120610 4 1297 SH SHARED 02 1297 D SYKES ENTERPRISES INC COM 87123710 78 17058 SH SHARED 17058 D SYKES ENTERPRISES INC COM 87123710 15 3433 SH SHARED 01 3433 D SYKES ENTERPRISES INC COM 87123710 21 4627 SH SHARED 02 4627 D SYMANTEC CORP NOTE 3.000%11/0 871503AB 164331 51114000 PRN SHARED 51114000 D SYMANTEC CORP NOTE 3.000%11/0 871503AB 7568 2354000 PRN SHARED 02 2354000 D SYMANTEC CORP COM 87150310 82191 1497650 SH SHARED 1349798 147852 D SYMANTEC CORP COM 87150310 145067 2643355 SH SHARED 01 967380 1408100 267875 D SYMANTEC CORP COM 87150310 175 3190 SH SHR/OTHR 01 3190 D SYMANTEC CORP COM 87150310 11298 205869 SH SHARED 02 205869 D SYMANTEC CORP COM 87150310 7134 130000 SH SHARED 04 130000 D SYMANTEC CORP COM 87150310 15754 287072 SH SHARED 05 192774 94298 D SYMANTEC CORP COM 87150310 1046 19072 SH SHARED 07 19072 D SYMANTEC CORP COM 87150310 1388 25300 SH SHARED 09 25300 D SYMANTEC CORP COM 87150310 6465 117807 SH SHARED 10 117807 D SYMBION INC DEL COM 87150710 71 4439 SH SHARED 4439 D SYMBION INC DEL COM 87150710 6 400 SH SHARED 02 400 D SYMBOL TECHNOLOGIES INC COM 87150810 7371 583192 SH SHARED 583192 D SYMBOL TECHNOLOGIES INC COM 87150810 7729 611531 SH SHARED 01 611531 D SYMBOL TECHNOLOGIES INC COM 87150810 25 1987 SH SHR/OTHR 01 1987 D SYMBOL TECHNOLOGIES INC COM 87150810 1231 97460 SH SHARED 02 97460 D SYMBOL TECHNOLOGIES INC COM 87150810 16 1322 SH SHARED 05 1322 D SYMBOL TECHNOLOGIES INC COM 87150810 50 4000 SH SHARED 06 4000 D SYMBOL TECHNOLOGIES INC COM 87150810 1003 79376 SH SHARED 10 79376 D SYMMETRICOM INC COM 87154310 257 27200 SH SHARED 27200 D SYMMETRICOM INC COM 87154310 3 366 SH SHARED 01 366 D SYMMETRICOM INC COM 87154310 15 1611 SH SHARED 02 1611 D SYMYX TECHNOLOGIES COM 87155S10 530 22518 SH SHARED 22518 D SYMYX TECHNOLOGIES COM 87155S10 36 1543 SH SHARED 02 1543 D SYNAPTICS INC COM 87157D10 258 12817 SH SHARED 12817 D SYNAPTICS INC COM 87157D10 6185 306826 SH SHARED 01 303600 3226 D SYNAPTICS INC COM 87157D10 136 6776 SH SHARED 02 6776 D SYNAPTICS INC COM 87157D10 717 35600 SH SHARED 05 35600 D SYNGENTA AG SPONSORED ADR 87160A10 761 39913 SH SHARED 39913 D SYNGENTA AG SPONSORED ADR 87160A10 608 31849 SH SHARED 01 8088 23761 D SYNGENTA AG SPONSORED ADR 87160A10 10 536 SH SHARED 02 536 D SYNPLICITY INC COM 87160Y10 0 80 SH SHARED 02 80 D SYNOPSYS INC COM 87160710 1866 118446 SH SHARED 118446 D SYNOPSYS INC COM 87160710 4913 311777 SH SHARED 311777 D SYNOPSYS INC COM 87160710 837 53155 SH SHARED 01 53155 D SYNOPSYS INC COM 87160710 1332 84525 SH SHARED 02 84525 D SYNOPSYS INC COM 87160710 80 5128 SH SHARED 06 5128 D SYNOVUS FINL CORP COM 87161C10 26136 999493 SH SHARED 999493 D SYNOVUS FINL CORP COM 87161C10 1877 71808 SH SHARED 01 71808 D SYNOVUS FINL CORP COM 87161C10 3432 131257 SH SHARED 02 131257 D SYNOVUS FINL CORP COM 87161C10 1438 55000 SH SHARED 04 55000 D SYNOVUS FINL CORP COM 87161C10 32 1242 SH SHARED 05 1242 D SYNOVUS FINL CORP COM 87161C10 52 2000 SH SHARED 06 2000 D SYNOVUS FINL CORP COM 87161C10 2698 103176 SH SHARED 10 103176 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 29 3100 SH SHARED 01 3100 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 0 28 SH SHARED 02 28 D SYNTEL INC COM 87162H10 232 14059 SH SHARED 14059 D SYNTEL INC COM 87162H10 45 2779 SH SHARED 01 2779 D SYNTEL INC COM 87162H10 12 778 SH SHARED 02 778 D SYNNEX CORP COM 87162W10 94 5328 SH SHARED 5328 D SYNNEX CORP COM 87162W10 4 232 SH SHARED 01 232 D SYNTROLEUM CORP COM 87163010 197 28076 SH SHARED 28076 D SYNTROLEUM CORP COM 87163010 1 200 SH SHARED 02 200 D SYPRIS SOLUTIONS INC COM 87165510 94 6949 SH SHARED 6949 D SYPRIS SOLUTIONS INC COM 87165510 8 615 SH SHARED 01 615 D SYPRIS SOLUTIONS INC COM 87165510 0 1 SH SHARED 02 1 D SYSCO CORP COM 87182910 56481 1887757 SH SHARED 1835257 52500 D SYSCO CORP COM 87182910 76233 2547917 SH SHARED 01 709186 1838731 D SYSCO CORP COM 87182910 15149 506343 SH SHR/OTHR 01 26220 480123 D SYSCO CORP COM 87182910 8603 287553 SH SHARED 02 287553 D SYSCO CORP COM 87182910 1107 37000 SH SHARED 04 37000 D SYSCO CORP COM 87182910 1043 34884 SH SHARED 05 500 34384 D SYSCO CORP COM 87182910 401 13420 SH SHARED 06 12420 1000 D SYSCO CORP COM 87182910 6687 223506 SH SHARED 10 223506 D SYSTEMAX INC COM 87185110 32 5770 SH SHARED 5770 D SYSTEMAX INC COM 87185110 0 74 SH SHARED 02 74 D TBC CORP COM 87218010 261 11694 SH SHARED 11694 D TBC CORP COM 87218010 0 7 SH SHARED 02 7 D TCF FINL CORP COM 87227510 1628 53757 SH SHARED 53757 D TCF FINL CORP COM 87227510 2352 77669 SH SHARED 01 77669 D TCF FINL CORP COM 87227510 1435 47402 SH SHARED 02 47402 D TC PIPELINES LP UT COM LTD PRT 87233Q10 124 3372 SH SHARED 3372 D TC PIPELINES LP UT COM LTD PRT 87233Q10 30 836 SH SHARED 01 836 D TCW CONV SECS FD INC COM 87234010 5 1233 SH SHARED 1233 D TCW CONV SECS FD INC COM 87234010 10 2250 SH SHR/OTHR 01 2250 D TDK CORP AMERN DEP SH 87235140 292 4365 SH SHARED 01 4365 D TDC A/S SPONSORED ADR 87236N10 19 1100 SH SHARED 1100 D TDC A/S SPONSORED ADR 87236N10 665 37725 SH SHARED 01 37725 D TECO ENERGY INC COM 87237510 12172 899650 SH SHARED 899650 D TECO ENERGY INC COM 87237510 1823 134788 SH SHARED 01 119669 15119 D TECO ENERGY INC COM 87237510 139 10300 SH SHR/OTHR 01 2400 7900 D TECO ENERGY INC COM 87237510 3305 244309 SH SHARED 02 244309 D TECO ENERGY INC COM 87237510 1037 76667 SH SHARED 10 76667 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 34 841 SH SHARED 841 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 128 3100 SH SHARED 01 3100 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 411 9900 SH SHR/OTHR 01 9900 D TESSCO TECHNOLOGIES INC COM 87238610 15 1400 SH SHARED 1400 D THQ INC COM NEW 87244340 1599 82177 SH SHARED 82177 D THQ INC COM NEW 87244340 33652 1729316 SH SHARED 01 1721091 7800 425 D THQ INC COM NEW 87244340 22 1150 SH SHR/OTHR 01 1150 D THQ INC COM NEW 87244340 453 23312 SH SHARED 02 23312 D TIB FINL CORP COM 87244910 4 200 SH SHARED 200 D TJX COS INC NEW NOTE 2/1 872540AL 30506 37340000 PRN SHARED 32340000 5000000 D TJX COS INC NEW COM 87254010 33325 1512036 SH SHARED 1512036 D TJX COS INC NEW COM 87254010 4968 225411 SH SHARED 01 225411 D TJX COS INC NEW COM 87254010 5923 268781 SH SHARED 02 268781 D TJX COS INC NEW COM 87254010 43 1980 SH SHARED 05 400 1580 D TJX COS INC NEW COM 87254010 146 6650 SH SHARED 06 5750 900 D TJX COS INC NEW COM 87254010 17734 804648 SH SHARED 10 804648 D TRC COS INC COM 87262510 277 14776 SH SHARED 14776 D TRC COS INC COM 87262510 36 1948 SH SHARED 01 1948 D TRC COS INC COM 87262510 1 100 SH SHARED 02 100 D TRM CORP COM 87263610 30 1585 SH SHARED 1585 D TRM CORP COM 87263610 6 315 SH SHARED 01 315 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 45 2400 SH SHARED 02 2400 D TNS INC COM 87296010 59 3048 SH SHARED 3048 D TNS INC COM 87296010 3 200 SH SHARED 02 200 D TTM TECHNOLOGIES INC COM 87305R10 211 23827 SH SHARED 23827 D TTM TECHNOLOGIES INC COM 87305R10 32 3600 SH SHARED 01 3600 D TTM TECHNOLOGIES INC COM 87305R10 16 1900 SH SHARED 02 1900 D TXU CORP FRNT 7/1 873168AE 39200 25000000 PRN SHARED 25000000 D TXU CORP FRNT 7/1 873168AE 30184 19250000 PRN SHARED 02 19250000 D TXU CORP COM 87316810 204296 4263280 SH SHARED 4252380 10900 D TXU CORP COM 87316810 32022 668239 SH SHARED 01 110039 510100 48100 D TXU CORP COM 87316810 210 4400 SH SHR/OTHR 01 4400 D TXU CORP COM 87316810 5184 108189 SH SHARED 02 108189 D TXU CORP COM 87316810 13039 272100 SH SHARED 03 272100 D TXU CORP COM 87316810 8580 179050 SH SHARED 05 173760 5290 D TXU CORP COM 87316810 4813 100450 SH SHARED 06 71950 28500 D TXU CORP COM 87316810 507 10600 SH SHARED 07 10600 D TXU CORP COM 87316810 747 15600 SH SHARED 09 15600 D TXU CORP COM 87316810 5344 111525 SH SHARED 10 111525 D TAIWAN FD INC COM 87403610 42 3759 SH SHARED 3759 D TAIWAN FD INC COM 87403610 111 10000 SH SHR/OTHR 01 10000 D TAIWAN GREATER CHINA FD SH BEN INT 87403710 0 52 SH SHARED 52 D TAIWAN GREATER CHINA FD SH BEN INT 87403710 54 12660 SH SHARED 02 12660 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 48234 6755585 SH SHARED 6674495 81090 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 13468 1886328 SH SHARED 01 1877488 8840 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 605 84864 SH SHARED 02 84864 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 294 41272 SH SHARED 05 26093 15179 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1845 258508 SH SHARED 10 258508 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 14746 2065363 SH SHARED 12 61914 2003449 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 2260 68800 SH SHARED 68800 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 516 15731 SH SHARED 01 15731 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 243 7427 SH SHARED 02 7427 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 328 10000 SH SHARED 04 10000 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 749 22810 SH SHARED 10 22810 D TALBOTS INC COM 87416110 366 14781 SH SHARED 14781 D TALBOTS INC COM 87416110 4996 201572 SH SHARED 01 195997 5575 D TALBOTS INC COM 87416110 42 1698 SH SHR/OTHR 01 1698 D TALBOTS INC COM 87416110 58 2342 SH SHARED 02 2342 D TALISMAN ENERGY INC COM 87425E10 8481 327474 SH SHARED 324474 3000 D TALISMAN ENERGY INC COM 87425E10 3587 138517 SH SHARED 01 126017 12500 D TALISMAN ENERGY INC COM 87425E10 9096 351208 SH SHARED 02 351208 D TALISMAN ENERGY INC COM 87425E10 6863 265000 SH SHARED 04 265000 D TALISMAN ENERGY INC COM 87425E10 25 1000 SH SHARED 06 1000 D TALISMAN ENERGY INC COM 87425E10 489 18900 SH SHARED 10 18900 D TALK AMERICA HLDGS INC COM NEW 87426R20 422 80823 SH SHARED 80823 D TALK AMERICA HLDGS INC COM NEW 87426R20 155 29800 SH SHARED 01 29800 D TALK AMERICA HLDGS INC COM NEW 87426R20 7 1407 SH SHARED 02 1407 D TALX CORP COM 87491810 332 14408 SH SHARED 14408 D TALX CORP COM 87491810 24 1063 SH SHARED 01 1063 D TALX CORP COM 87491810 0 3 SH SHARED 02 3 D TANGER FACTORY OUTLET CTRS I COM 87546510 383 8570 SH SHARED 8570 D TANGER FACTORY OUTLET CTRS I COM 87546510 300 6700 SH SHARED 01 6700 D TANGER FACTORY OUTLET CTRS I COM 87546510 268 6000 SH SHR/OTHR 01 6000 D TANGER FACTORY OUTLET CTRS I COM 87546510 1 27 SH SHARED 02 27 D TANGER FACTORY OUTLET CTRS I COM 87546510 1034 23100 SH SHARED 11 23100 D TANOX INC COM 87588Q10 126 7500 SH SHARED 7500 D TANOX INC COM 87588Q10 480 28473 SH SHARED 28473 D TANOX INC COM 87588Q10 27 1601 SH SHARED 01 1601 D TANOX INC COM 87588Q10 109 6507 SH SHARED 02 6507 D TANOX INC COM 87588Q10 6553 388466 SH SHARED 04 388466 D TANOX INC COM 87588Q10 62 3700 SH SHARED 06 3700 D TANOX INC COM 87588Q10 62 3700 SH SHARED 10 3700 D TARGET CORP COM 87612E10 165506 3657607 SH SHARED 3399864 257743 D TARGET CORP COM 87612E10 255892 5655080 SH SHARED 01 1837885 2905800 911395 D TARGET CORP COM 87612E10 7487 165471 SH SHR/OTHR 01 31100 134371 D TARGET CORP COM 87612E10 20939 462758 SH SHARED 02 462758 D TARGET CORP COM 87612E10 26226 579600 SH SHARED 03 579600 D TARGET CORP COM 87612E10 3484 77000 SH SHARED 04 77000 D TARGET CORP COM 87612E10 38091 841810 SH SHARED 05 675751 166059 D TARGET CORP COM 87612E10 6178 136533 SH SHARED 06 113833 22700 D TARGET CORP COM 87612E10 1692 37405 SH SHARED 07 37405 D TARGET CORP COM 87612E10 2312 51100 SH SHARED 09 51100 D TARGET CORP COM 87612E10 20844 460643 SH SHARED 10 460643 D TARGETED GENETICS CORP COM 87612M10 226 165374 SH SHARED 165374 D TARRAGON CORP COM 87628710 54 4173 SH SHARED 4173 D TARRAGON CORP COM 87628710 1 128 SH SHARED 02 128 D TASER INTL INC COM 87651B10 1494 39787 SH SHARED 39787 D TASER INTL INC COM 87651B10 259 6900 SH SHARED 01 6900 D TASER INTL INC COM 87651B10 45 1200 SH SHARED 02 1200 D TASTY BAKING CO COM 87655330 114 14257 SH SHARED 14257 D TASTY BAKING CO COM 87655330 22 2843 SH SHARED 01 2843 D TAUBMAN CTRS INC COM 87666410 4763 184409 SH SHARED 184409 D TAUBMAN CTRS INC COM 87666410 1738 67300 SH SHARED 01 67300 D TAUBMAN CTRS INC COM 87666410 41 1600 SH SHR/OTHR 01 1600 D TAUBMAN CTRS INC COM 87666410 59 2305 SH SHARED 02 2305 D TAUBMAN CTRS INC COM 87666410 4897 189600 SH SHARED 10 189600 D TAUBMAN CTRS INC COM 87666410 11285 436900 SH SHARED 11 436900 D TAYLOR CAP GROUP INC COM 87685110 56 2369 SH SHARED 2369 D TAYLOR CAP GROUP INC COM 87685110 0 1 SH SHARED 02 1 D TECH DATA CORP SDCV 2.000%12/1 878237AC 4 5000 PRN SHARED 01 5000 D TECH DATA CORP SDCV 2.000%12/1 878237AC 8650 8685000 PRN SHARED 02 8685000 D TECH DATA CORP COM 87823710 65 1700 SH SHARED 1700 D TECH DATA CORP COM 87823710 5927 153773 SH SHARED 153773 D TECH DATA CORP COM 87823710 1953 50662 SH SHARED 01 50662 D TECH DATA CORP COM 87823710 1057 27434 SH SHARED 02 27434 D TECH DATA CORP COM 87823710 366 9500 SH SHARED 10 9500 D TECHTEAM GLOBAL INC COM 87831110 1 200 SH SHARED 200 D TECHNE CORP COM 87837710 76 2000 SH SHARED 2000 D TECHNE CORP COM 87837710 1214 31821 SH SHARED 31821 D TECHNE CORP COM 87837710 46 1210 SH SHARED 01 1210 D TECHNE CORP COM 87837710 50 1311 SH SHARED 02 1311 D TECHNE CORP COM 87837710 4581 120000 SH SHARED 04 120000 D TECHNICAL OLYMPIC USA INC COM 87848310 5902 209029 SH SHARED 209029 D TECHNIP NEW SPONSORED ADR 87854620 2925 71872 SH SHARED 02 71872 D TECHNITROL INC COM 87855510 15 800 SH SHARED 800 D TECHNITROL INC COM 87855510 692 35529 SH SHARED 35529 D TECHNITROL INC COM 87855510 2 121 SH SHARED 01 121 D TECHNITROL INC COM 87855510 137 7076 SH SHARED 02 7076 D TECHNOLOGY INVT CAP CORP COM 87871730 524 37500 SH SHARED 37500 D TECHNOLOGY RESH CORP COM NEW 87872730 64 9350 SH SHARED 9350 D TECHNOLOGY RESH CORP COM NEW 87872730 15 2318 SH SHARED 01 2318 D TECUMSEH PRODS CO CL A 87889520 184 4400 SH SHARED 4400 D TECUMSEH PRODS CO CL A 87889520 759 18144 SH SHARED 18144 D TECUMSEH PRODS CO CL A 87889520 213 5100 SH SHARED 01 5100 D TECUMSEH PRODS CO CL A 87889520 159 3806 SH SHARED 02 3806 D TEGAL CORP COM 87900810 15 12135 SH SHARED 12135 D TEJON RANCH CO DEL COM 87908010 179 4772 SH SHARED 4672 100 D TEJON RANCH CO DEL COM 87908010 165 4400 SH SHARED 01 400 4000 D TEJON RANCH CO DEL COM 87908010 11 302 SH SHARED 02 302 D TEKELEC NOTE 2.250% 6/1 879101AE 579 522000 PRN SHARED 522000 D TEKELEC COM 87910110 908 54485 SH SHARED 54485 D TEKELEC COM 87910110 170 10195 SH SHARED 01 10195 D TEKELEC COM 87910110 222 13351 SH SHARED 02 13351 D TEKTRONIX INC COM 87913110 4 150 SH SHARED 150 D TEKTRONIX INC COM 87913110 7716 232078 SH SHARED 232078 D TEKTRONIX INC COM 87913110 10826 325618 SH SHARED 01 208818 116800 D TEKTRONIX INC COM 87913110 1468 44164 SH SHARED 02 44164 D TEKTRONIX INC COM 87913110 1987 59773 SH SHARED 10 59773 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 3136 307546 SH SHARED 307546 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 6780 664759 SH SHARED 01 664759 D TELE CELULAR SUL PART S A SPON ADR PFD 87923810 18 1271 SH SHARED 1271 D TELE NORTE CELULAR PART S A SPON ADR PFD 87924Y10 3 380 SH SHARED 380 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 5372 406062 SH SHARED 406062 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 26314 1989005 SH SHARED 01 1989005 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 3689 278871 SH SHARED 05 278871 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 2178 164701 SH SHARED 09 164701 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 3221 243490 SH SHARED 12 243490 D TELE SUDESTE CELULAR PART S SPON ADR PFD 87925210 48 3762 SH SHARED 3762 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 31 1101 SH SHARED 1101 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 5 199 SH SHARED 01 199 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 3592 125050 SH SHARED 02 125050 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 1108 36029 SH SHARED 36029 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 3901 126832 SH SHARED 02 126832 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 9413 861999 SH SHARED 861999 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 575 52700 SH SHARED 02 52700 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 94 2973 SH SHARED 2973 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 31 1000 SH SHARED 01 1000 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 1632 59348 SH SHARED 59348 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 143 5208 SH SHARED 01 5208 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 341 12400 SH SHARED 02 12400 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 4182 238741 SH SHARED 238741 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 58 3345 SH SHARED 01 3345 D TELECOMMUNICATION SYS INC CL A 87929J10 268 83554 SH SHARED 83554 D TELECOMMUNICATION SYS INC CL A 87929J10 66 20719 SH SHARED 01 20719 D TELEDYNE TECHNOLOGIES INC COM 87936010 785 31367 SH SHARED 31367 D TELEDYNE TECHNOLOGIES INC COM 87936010 4353 173872 SH SHARED 01 173872 D TELEDYNE TECHNOLOGIES INC COM 87936010 51 2067 SH SHR/OTHR 01 2067 D TELEDYNE TECHNOLOGIES INC COM 87936010 516 20612 SH SHARED 02 20612 D TELEFLEX INC COM 87936910 3099 72928 SH SHARED 72928 D TELEFLEX INC COM 87936910 2025 47669 SH SHARED 01 43359 4310 D TELEFLEX INC COM 87936910 16 396 SH SHR/OTHR 01 396 D TELEFLEX INC COM 87936910 486 11436 SH SHARED 02 11436 D TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 28 3562 SH SHARED 3562 D TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 5 698 SH SHARED 01 698 D TELEFONICA S A SPONSORED ADR 87938220 0 2 SH SHARED 2 D TELEFONICA S A SPONSORED ADR 87938220 396 8804 SH SHARED 8804 D TELEFONICA S A SPONSORED ADR 87938220 8811 195854 SH SHARED 01 25191 170663 D TELEFONICA S A SPONSORED ADR 87938220 1417 31502 SH SHR/OTHR 01 31502 D TELEFONICA S A SPONSORED ADR 87938220 40 905 SH SHARED 06 905 D TELEFONICA S A SPONSORED ADR 87938220 20879 464100 SH SHARED 10 464100 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 3581 110977 SH SHARED 96532 14445 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 46782 1449717 SH SHARED 01 1448379 1338 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 58 1800 SH SHR/OTHR 01 1800 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 567 17582 SH SHARED 02 17582 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 1613 50000 SH SHARED 04 50000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 4025 124730 SH SHARED 05 124730 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 3026 93800 SH SHARED 09 93800 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 16393 508000 SH SHARED 10 508000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 3601 111593 SH SHARED 12 111593 D TELELESTE CELULAR PART S A SPON ADR PFD 87943B10 6 443 SH SHARED 443 D TELELESTE CELULAR PART S A SPON ADR PFD 87943B10 0 5 SH SHARED 01 5 D TELELESTE CELULAR PART S A SPON ADR PFD 87943B10 1 68 SH SHARED 02 68 D TELEPHONE & DATA SYS INC COM 87943310 1177 13987 SH SHARED 13987 D TELEPHONE & DATA SYS INC COM 87943310 1659 19714 SH SHARED 01 18114 1600 D TELEPHONE & DATA SYS INC COM 87943310 1315 15624 SH SHARED 02 15624 D TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 46 1635 SH SHARED 1635 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 586 94881 SH SHARED 92467 2414 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 2761 446833 SH SHARED 01 446833 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 929 150400 SH SHARED 05 150400 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 470 76200 SH SHARED 09 76200 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 990 160300 SH SHARED 12 160300 D TELEWEST GLOBAL INC COM 87956T10 26918 2316583 SH SHARED 2316583 D TELEWEST GLOBAL INC COM 87956T10 1320 113613 SH SHARED 02 113613 D TELIK INC COM 87959M10 129 5800 SH SHARED 5800 D TELIK INC COM 87959M10 624 27983 SH SHARED 27983 D TELIK INC COM 87959M10 2251 100981 SH SHARED 01 93062 7900 19 D TELIK INC COM 87959M10 61 2766 SH SHARED 02 2766 D TELIK INC COM 87959M10 12256 549600 SH SHARED 04 549600 D TELIK INC COM 87959M10 434 19500 SH SHARED 06 19500 D TELIK INC COM 87959M10 434 19500 SH SHARED 10 19500 D TELLABS INC COM 87966410 15979 1738782 SH SHARED 1738782 D TELLABS INC COM 87966410 685 74589 SH SHARED 01 74589 D TELLABS INC COM 87966410 18 2000 SH SHR/OTHR 01 2000 D TELLABS INC COM 87966410 2781 302633 SH SHARED 02 302633 D TELLABS INC COM 87966410 9 1070 SH SHARED 05 1070 D TELLABS INC COM 87966410 31 3450 SH SHARED 06 3450 D TELLABS INC COM 87966410 1697 184710 SH SHARED 10 184710 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 22 1358 SH SHARED 1358 D TELULAR CORP COM NEW 87970T20 124 11800 SH SHARED 11800 D TELUS CORP NON-VTG SHS 87971M20 21235 1104300 SH SHARED 1100000 4300 D TELUS CORP NON-VTG SHS 87971M20 30 1596 SH SHARED 01 1596 D TELUS CORP NON-VTG SHS 87971M20 1756 91345 SH SHARED 02 91345 D TEMPLE INLAND INC COM 87986810 10377 154544 SH SHARED 154544 D TEMPLE INLAND INC COM 87986810 2400 35743 SH SHARED 01 9763 25980 D TEMPLE INLAND INC COM 87986810 284 4230 SH SHR/OTHR 01 4230 D TEMPLE INLAND INC COM 87986810 1797 26764 SH SHARED 02 26764 D TEMPLE INLAND INC COM 87986810 41 620 SH SHARED 05 360 260 D TEMPLE INLAND INC COM 87986810 30 450 SH SHARED 06 450 D TEMPLE INLAND INC COM 87986810 1725 25692 SH SHARED 10 25692 D TELETECH HOLDINGS INC COM 87993910 242 25710 SH SHARED 25710 D TELETECH HOLDINGS INC COM 87993910 991 105082 SH SHARED 01 105082 D TELETECH HOLDINGS INC COM 87993910 396 41997 SH SHARED 02 41997 D TEMPLETON DRAGON FD INC COM 88018T10 231 14541 SH SHARED 14541 D TEMPLETON DRAGON FD INC COM 88018T10 79 5000 SH SHARED 01 5000 D TEMPLETON DRAGON FD INC COM 88018T10 305 19183 SH SHR/OTHR 01 19183 D TEMPLETON DRAGON FD INC COM 88018T10 21 1350 SH SHARED 02 1350 D TEMPLETON EMERGING MKTS FD I COM 88019110 173 12000 SH SHR/OTHR 01 12000 D TEMPLETON EMERG MKTS INCOME COM 88019210 683 53000 SH SHARED 53000 D TEMPLETON EMERG MKTS INCOME COM 88019210 1290 100000 SH SHR/OTHR 01 100000 D TEMPLETON GLOBAL INCOME FD COM 88019810 118 13600 SH SHARED 13600 D TEMPLETON GLOBAL INCOME FD COM 88019810 154 17700 SH SHARED 01 17700 D TEMPLETON GLOBAL INCOME FD COM 88019810 43 5000 SH SHR/OTHR 01 5000 D TEMPLETON RUS AND EAST EUR F COM 88022F10 342 9000 SH SHARED 9000 D TEMPLETON RUS AND EAST EUR F COM 88022F10 1 30 SH SHARED 02 30 D TEMPUR PEDIC INTL INC COM 88023U10 418 27896 SH SHARED 27896 D TEMPUR PEDIC INTL INC COM 88023U10 2134 142399 SH SHARED 01 141999 400 D TEMPUR PEDIC INTL INC COM 88023U10 13 900 SH SHARED 02 900 D TENARIS S A SPONSORED ADR 88031M10 9893 217000 SH SHARED 01 217000 D TENARIS S A SPONSORED ADR 88031M10 455 10000 SH SHARED 04 10000 D TENARIS S A SPONSORED ADR 88031M10 1928 42300 SH SHARED 09 42300 D TENET HEALTHCARE CORP COM 88033G10 11987 1111005 SH SHARED 1095305 15700 D TENET HEALTHCARE CORP COM 88033G10 920 85343 SH SHARED 01 76893 8450 D TENET HEALTHCARE CORP COM 88033G10 2868 265863 SH SHARED 02 265863 D TENET HEALTHCARE CORP COM 88033G10 16 1486 SH SHARED 05 450 1036 D TENET HEALTHCARE CORP COM 88033G10 571 52975 SH SHARED 06 51850 1125 D TENET HEALTHCARE CORP COM 88033G10 2347 217519 SH SHARED 10 217519 D TENNANT CO COM 88034510 172 4265 SH SHARED 4265 D TENNANT CO COM 88034510 8 200 SH SHARED 01 200 D TENNANT CO COM 88034510 1 48 SH SHARED 02 48 D TENNECO AUTOMOTIVE INC COM 88034910 335 25640 SH SHARED 25640 D TENNECO AUTOMOTIVE INC COM 88034910 3721 284092 SH SHARED 01 284092 D TENNECO AUTOMOTIVE INC COM 88034910 0 3 SH SHARED 02 3 D TERADYNE INC SDCV 3.750%10/1 880770AD 39944 40105000 PRN SHARED 40105000 D TERADYNE INC SDCV 3.750%10/1 880770AD 320 322000 PRN SHARED 02 322000 D TERADYNE INC COM 88077010 7814 583181 SH SHARED 572831 10350 D TERADYNE INC COM 88077010 1794 133925 SH SHARED 01 125831 8094 D TERADYNE INC COM 88077010 20 1497 SH SHR/OTHR 01 1497 D TERADYNE INC COM 88077010 999 74581 SH SHARED 02 74581 D TERADYNE INC COM 88077010 415 31000 SH SHARED 04 31000 D TERADYNE INC COM 88077010 6 515 SH SHARED 05 515 D TERADYNE INC COM 88077010 143 10700 SH SHARED 06 10700 D TERADYNE INC COM 88077010 890 66437 SH SHARED 10 66437 D TERAYON COMMUNICATION SYS COM 88077510 713 336385 SH SHARED 336385 D TERAYON COMMUNICATION SYS COM 88077510 87 41383 SH SHARED 01 41383 D TERAYON COMMUNICATION SYS COM 88077510 6 3217 SH SHARED 02 3217 D TEREX CORP NEW COM 88077910 30952 713183 SH SHARED 713183 D TEREX CORP NEW COM 88077910 8965 206573 SH SHARED 01 206573 D TEREX CORP NEW COM 88077910 3138 72316 SH SHARED 02 72316 D TERCICA INC COM 88078L10 35 3992 SH SHARED 3992 D TERCICA INC COM 88078L10 1 182 SH SHARED 01 182 D TERCICA INC COM 88078L10 6 709 SH SHARED 02 709 D TERRA INDS INC COM 88091510 414 47830 SH SHARED 47830 D TERRA INDS INC COM 88091510 3764 434672 SH SHARED 01 434672 D TERRA NETWORKS S A SPONSORED ADR 88100W10 22 6553 SH SHARED 6553 D TERRA NETWORKS S A SPONSORED ADR 88100W10 12 3717 SH SHARED 01 3717 D TERRA NETWORKS S A SPONSORED ADR 88100W10 169 50300 SH SHARED 02 50300 D TERRA NITROGEN CO L P COM UNIT 88100520 207 9021 SH SHARED 02 9021 D TERREMARK WORLDWIDE INC COM 88144810 112 176151 SH SHARED 176151 D TERREMARK WORLDWIDE INC COM 88144810 6 10000 SH SHARED 01 10000 D TERREMARK WORLDWIDE INC COM 88144810 7 11100 SH SHARED 02 11100 D TESORO PETE CORP COM 88160910 2347 79499 SH SHARED 79499 D TESORO PETE CORP COM 88160910 6615 224024 SH SHARED 01 224024 D TESORO PETE CORP COM 88160910 1474 49946 SH SHARED 02 49946 D TETRA TECHNOLOGIES INC DEL COM 88162F10 779 25112 SH SHARED 25112 D TETRA TECHNOLOGIES INC DEL COM 88162F10 443 14268 SH SHARED 02 14268 D TETRA TECH INC NEW COM 88162G10 511 40401 SH SHARED 40401 D TETRA TECH INC NEW COM 88162G10 76 6057 SH SHARED 01 6057 D TETRA TECH INC NEW COM 88162G10 64 5080 SH SHARED 02 5080 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 402 15500 SH SHARED 15500 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 56198 2165653 SH SHARED 2118930 46723 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 43682 1683340 SH SHARED 01 1386960 229800 66580 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 129 5000 SH SHR/OTHR 01 800 4200 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1698 65460 SH SHARED 02 65460 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 27815 1071900 SH SHARED 04 1071900 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 23 920 SH SHARED 05 920 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 5916 228000 SH SHARED 06 58000 170000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 648 25000 SH SHARED 10 25000 D TESSERA TECHNOLOGIES INC COM 88164L10 317 14358 SH SHARED 14358 D TESSERA TECHNOLOGIES INC COM 88164L10 2 99 SH SHARED 01 99 D TESSERA TECHNOLOGIES INC COM 88164L10 35 1600 SH SHARED 02 1600 D TEVA PHARMACEUTICALS FIN B V DBCV 0.375%11/1 88164MAB 4090 3176000 PRN SHARED 02 3176000 D TESMA INTL INC CL A SUB VTG 88190810 2 100 SH SHARED 02 100 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 229 12649 SH SHARED 12649 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 19 1100 SH SHARED 02 1100 D TEXAS GENCO HLDGS INC COM 88244310 158 3391 SH SHARED 3391 D TEXAS GENCO HLDGS INC COM 88244310 2 60 SH SHARED 01 60 D TEXAS GENCO HLDGS INC COM 88244310 107 2308 SH SHARED 02 2308 D TEXAS INDS INC COM 88249110 1552 30188 SH SHARED 30188 D TEXAS INDS INC COM 88249110 124 2429 SH SHARED 01 1853 576 D TEXAS INDS INC COM 88249110 636 12379 SH SHARED 02 12379 D TEXAS INSTRS INC COM 88250810 139921 6575268 SH SHARED 6293403 281865 D TEXAS INSTRS INC COM 88250810 199256 9363561 SH SHARED 01 3535779 4143840 1683942 D TEXAS INSTRS INC COM 88250810 5597 263025 SH SHR/OTHR 01 20460 242565 D TEXAS INSTRS INC COM 88250810 16614 780745 SH SHARED 02 780745 D TEXAS INSTRS INC COM 88250810 7371 346400 SH SHARED 04 346400 D TEXAS INSTRS INC COM 88250810 12167 571781 SH SHARED 05 497622 74159 D TEXAS INSTRS INC COM 88250810 2691 126486 SH SHARED 06 123686 2800 D TEXAS INSTRS INC COM 88250810 1051 49411 SH SHARED 07 49411 D TEXAS INSTRS INC COM 88250810 1378 64800 SH SHARED 09 64800 D TEXAS INSTRS INC COM 88250810 21441 1007611 SH SHARED 10 1007611 D TEXAS PAC LD TR SUB CTF PROP I T 88261010 565 5654 SH SHR/OTHR 01 5654 D TEXAS PETROCHEMICALS LP & TP NOTE 7.250% 4/3 882651AB 561 480000 PRN SHARED 480000 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 1144 36813 SH SHARED 36813 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 6721 216182 SH SHARED 01 216182 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 51 1650 SH SHR/OTHR 01 1650 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 20 660 SH SHARED 02 660 D THAI CAP FD INC COM NEW 88290520 3 481 SH SHARED 481 D TEXTRON INC COM 88320310 47028 731738 SH SHARED 652438 79300 D TEXTRON INC COM 88320310 105177 1636492 SH SHARED 01 785171 506100 345221 D TEXTRON INC COM 88320310 674 10497 SH SHR/OTHR 01 10497 D TEXTRON INC COM 88320310 6894 107278 SH SHARED 02 107278 D TEXTRON INC COM 88320310 2570 40000 SH SHARED 04 40000 D TEXTRON INC COM 88320310 33 520 SH SHARED 05 100 420 D TEXTRON INC COM 88320310 70 1100 SH SHARED 06 1100 D TEXTRON INC COM 88320310 3604 56076 SH SHARED 10 56076 D THERAGENICS CORP COM 88337510 52 14424 SH SHARED 14424 D THERAGENICS CORP COM 88337510 13 3576 SH SHARED 01 3576 D THERAGENICS CORP COM 88337510 0 32 SH SHARED 02 32 D THERMA-WAVE INC COM 88343A10 223 65685 SH SHARED 65685 D THERMA-WAVE INC COM 88343A10 55 16288 SH SHARED 01 16288 D THERMA-WAVE INC COM 88343A10 6 1947 SH SHARED 02 1947 D THERMO ELECTRON CORP COM 88355610 12033 445365 SH SHARED 445365 D THERMO ELECTRON CORP COM 88355610 3662 135558 SH SHARED 01 130167 5391 D THERMO ELECTRON CORP COM 88355610 166 6169 SH SHR/OTHR 01 6169 D THERMO ELECTRON CORP COM 88355610 2150 79581 SH SHARED 02 79581 D THERMO ELECTRON CORP COM 88355610 15 574 SH SHARED 05 574 D THERMO ELECTRON CORP COM 88355610 43 1600 SH SHARED 06 1600 D THERMO ELECTRON CORP COM 88355610 1649 61029 SH SHARED 10 61029 D THERMOGENESIS CORP COM NEW 88362320 123 25795 SH SHARED 25795 D THERMOGENESIS CORP COM NEW 88362320 14 2951 SH SHARED 02 2951 D THESTREET COM COM 88368Q10 0 26 SH SHARED 02 26 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 119 17429 SH SHARED 17429 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 214 31200 SH SHARED 01 31200 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 9 1405 SH SHARED 02 1405 D THOMAS & BETTS CORP COM 88431510 1854 69164 SH SHARED 69164 D THOMAS & BETTS CORP COM 88431510 1331 49654 SH SHARED 01 49654 D THOMAS & BETTS CORP COM 88431510 569 21220 SH SHARED 02 21220 D THOMAS INDS INC COM 88442510 277 8844 SH SHARED 8844 D THOMAS INDS INC COM 88442510 14 450 SH SHARED 01 450 D THOMSON CORP COM 88490310 176 5100 SH SHARED 5100 D THOMSON CORP COM 88490310 138 4000 SH SHARED 01 4000 D THOMSON CORP COM 88490310 3820 110125 SH SHARED 02 110125 D THOMSON CORP COM 88490310 45 1300 SH SHARED 06 600 700 D THOMSON SPONSORED ADR 88511810 0 34 SH SHARED 02 34 D THOR INDS INC COM 88516010 1508 56978 SH SHARED 56978 D THOR INDS INC COM 88516010 506 19148 SH SHARED 01 19148 D THOR INDS INC COM 88516010 393 14854 SH SHARED 02 14854 D THORATEC CORP COM NEW 88517530 586 60955 SH SHARED 60955 D THORATEC CORP COM NEW 88517530 3866 401918 SH SHARED 01 401918 D THORATEC CORP COM NEW 88517530 191 19913 SH SHARED 02 19913 D THORNBURG MTG INC COM 88521810 344 11883 SH SHARED 11883 D THORNBURG MTG INC COM 88521810 2523 87000 SH SHARED 01 87000 D THORNBURG MTG INC COM 88521810 344 11866 SH SHARED 02 11866 D 3COM CORP COM 88553510 23 5600 SH SHARED 5600 D 3COM CORP COM 88553510 862 204400 SH SHARED 204400 D 3COM CORP COM 88553510 563 133495 SH SHARED 01 132395 1100 D 3COM CORP COM 88553510 21 5174 SH SHR/OTHR 01 5174 D 3COM CORP COM 88553510 553 131191 SH SHARED 02 131191 D 3COM CORP COM 88553510 61 14654 SH SHARED 06 14654 D 3-D SYS CORP DEL COM NEW 88554D20 1 100 SH SHARED 100 D THREE FIVE SYS INC COM 88554L10 48 17589 SH SHARED 17589 D THREE FIVE SYS INC COM 88554L10 9 3511 SH SHARED 01 3511 D THREE FIVE SYS INC COM 88554L10 0 24 SH SHARED 02 24 D 3M CO NOTE 11/2 88579YAB 800 889000 PRN SHARED 889000 D 3M CO NOTE 11/2 88579YAB 2162 2400000 PRN SHARED 06 2400000 D 3M CO COM 88579Y10 570042 7128205 SH SHARED 7040161 88044 D 3M CO COM 88579Y10 247736 3097863 SH SHARED 01 1112881 1132400 852582 D 3M CO COM 88579Y10 21435 268044 SH SHR/OTHR 01 29354 238690 D 3M CO COM 88579Y10 42971 537345 SH SHARED 02 537345 D 3M CO COM 88579Y10 4558 57000 SH SHARED 04 57000 D 3M CO COM 88579Y10 13271 165954 SH SHARED 05 149038 16916 D 3M CO COM 88579Y10 1689 21130 SH SHARED 06 20130 1000 D 3M CO COM 88579Y10 1300 16266 SH SHARED 07 16266 D 3M CO COM 88579Y10 1863 23300 SH SHARED 09 23300 D 3M CO COM 88579Y10 27770 347263 SH SHARED 10 347263 D TIBCO SOFTWARE INC COM 88632Q10 10619 1247883 SH SHARED 1247883 D TIBCO SOFTWARE INC COM 88632Q10 36134 4246163 SH SHARED 01 4224363 21800 D TIBCO SOFTWARE INC COM 88632Q10 215 25300 SH SHARED 02 25300 D TIBCO SOFTWARE INC COM 88632Q10 2723 320000 SH SHARED 04 320000 D TIBCO SOFTWARE INC COM 88632Q10 873 102610 SH SHARED 10 102610 D TIDEWATER INC COM 88642310 3655 112311 SH SHARED 112311 D TIDEWATER INC COM 88642310 993 30527 SH SHARED 01 30527 D TIDEWATER INC COM 88642310 1001 30764 SH SHARED 02 30764 D TIER TECHNOLOGIES INC CL B 88650Q10 242 25108 SH SHARED 25108 D TIER TECHNOLOGIES INC CL B 88650Q10 32 3331 SH SHARED 01 3331 D TIER TECHNOLOGIES INC CL B 88650Q10 0 4 SH SHARED 02 4 D TIERONE CORP COM 88650R10 277 12053 SH SHARED 12053 D TIERONE CORP COM 88650R10 4 206 SH SHARED 02 206 D TIFFANY & CO NEW COM 88654710 11565 376222 SH SHARED 376222 D TIFFANY & CO NEW COM 88654710 7466 242899 SH SHARED 01 134924 107975 D TIFFANY & CO NEW COM 88654710 983 31999 SH SHR/OTHR 01 2700 29299 D TIFFANY & CO NEW COM 88654710 2938 95591 SH SHARED 02 95591 D TIFFANY & CO NEW COM 88654710 6 200 SH SHARED 05 200 D TIFFANY & CO NEW COM 88654710 39 1300 SH SHARED 06 1300 D TIFFANY & CO NEW COM 88654710 1509 49106 SH SHARED 10 49106 D TIMBERLAND CO CL A 88710010 79 1400 SH SHARED 1400 D TIMBERLAND CO CL A 88710010 4996 87972 SH SHARED 87972 D TIMBERLAND CO CL A 88710010 3495 61534 SH SHARED 01 61534 D TIMBERLAND CO CL A 88710010 507 8931 SH SHARED 02 8931 D TIMBERLAND CO CL A 88710010 33 581 SH SHARED 06 581 D TIME WARNER INC COM 88731710 1276 79100 SH SHARED 79100 D TIME WARNER INC COM 88731710 480252 29755438 SH SHARED 28844597 910841 D TIME WARNER INC COM 88731710 185995 11523895 SH SHARED 01 3449798 6307100 1766997 D TIME WARNER INC COM 88731710 6851 424526 SH SHR/OTHR 01 11845 412681 D TIME WARNER INC COM 88731710 29012 1797522 SH SHARED 02 1797522 D TIME WARNER INC COM 88731710 22489 1393410 SH SHARED 03 1393410 D TIME WARNER INC COM 88731710 177386 10990500 SH SHARED 04 10990500 D TIME WARNER INC COM 88731710 77365 4793394 SH SHARED 05 3713461 1079933 D TIME WARNER INC COM 88731710 35910 2224956 SH SHARED 06 1498956 726000 D TIME WARNER INC COM 88731710 2168 134355 SH SHARED 07 134355 D TIME WARNER INC COM 88731710 2953 183000 SH SHARED 09 183000 D TIME WARNER INC COM 88731710 54509 3377306 SH SHARED 10 3377306 D TIME WARNER TELECOM INC CL A 88731910 162 33877 SH SHARED 33877 D TIME WARNER TELECOM INC CL A 88731910 70 14700 SH SHARED 01 14700 D TIME WARNER TELECOM INC CL A 88731910 3 636 SH SHARED 02 636 D TIMKEN CO COM 88738910 260 10600 SH SHARED 10600 D TIMKEN CO COM 88738910 144 5859 SH SHARED 5859 D TIMKEN CO COM 88738910 855 34760 SH SHARED 01 34760 D TIMKEN CO COM 88738910 1190 48336 SH SHARED 02 48336 D TIPPINGPOINT TECH INC COM 88801110 50 2130 SH SHARED 2130 D TIPPINGPOINT TECH INC COM 88801110 2 100 SH SHARED 02 100 D TITAN CORP COM 88826610 1850 132492 SH SHARED 132492 D TITAN CORP COM 88826610 384 27555 SH SHARED 01 27555 D TITAN CORP COM 88826610 4241 303619 SH SHARED 02 303619 D TITAN INTL INC ILL COM 88830M10 62 6500 SH SHARED 02 6500 D TITAN PHARMACEUTICALS INC DE COM 88831410 0 28 SH SHARED 28 D TITAN PHARMACEUTICALS INC DE COM 88831410 0 6 SH SHARED 01 6 D TITANIUM METALS CORP COM NEW 88833920 88 3760 SH SHARED 3760 D TITANIUM METALS CORP COM NEW 88833920 213 9100 SH SHARED 01 9100 D TIVO INC COM 88870610 264 39965 SH SHARED 39965 D TIVO INC COM 88870610 9 1500 SH SHARED 01 1500 D TIVO INC COM 88870610 23 3502 SH SHARED 02 3502 D TODCO CL A 88889T10 128 7380 SH SHARED 7380 D TODCO CL A 88889T10 48 2800 SH SHR/OTHR 01 2800 D TOLL BROTHERS INC COM 88947810 194 4200 SH SHARED 4200 D TOLL BROTHERS INC COM 88947810 9214 198884 SH SHARED 198884 D TOLL BROTHERS INC COM 88947810 4125 89046 SH SHARED 01 89046 D TOLL BROTHERS INC COM 88947810 1910 41235 SH SHARED 02 41235 D TOLLGRADE COMMUNICATIONS INC COM 88954210 113 12967 SH SHARED 12967 D TOLLGRADE COMMUNICATIONS INC COM 88954210 28 3215 SH SHARED 01 3215 D TOLLGRADE COMMUNICATIONS INC COM 88954210 0 12 SH SHARED 02 12 D TOM ONLINE INC ADR REG S 88972820 3542 313805 SH SHARED 313805 D TOM ONLINE INC ADR REG S 88972820 193 17095 SH SHARED 01 17095 D TOMKINS PLC SPONSORED ADR 89003020 2732 141150 SH SHARED 02 141150 D TOMPKINSTRUSTCO INC COM 89011010 191 4129 SH SHARED 4129 D TOMPKINSTRUSTCO INC COM 89011010 16 348 SH SHARED 02 348 D TOO INC COM 89033310 380 21068 SH SHARED 21068 D TOO INC COM 89033310 13 747 SH SHARED 01 747 D TOO INC COM 89033310 11 626 SH SHARED 02 626 D TOOTSIE ROLL INDS INC COM 89051610 618 21169 SH SHARED 21169 D TOOTSIE ROLL INDS INC COM 89051610 497 17039 SH SHARED 01 17039 D TOOTSIE ROLL INDS INC COM 89051610 512 17523 SH SHARED 02 17523 D TOPPS INC COM 89078610 59 6100 SH SHARED 6100 D TOPPS INC COM 89078610 216 22186 SH SHARED 22186 D TOPPS INC COM 89078610 8 880 SH SHARED 01 880 D TOPPS INC COM 89078610 9 994 SH SHARED 02 994 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 94 14549 SH SHARED 14549 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 18 2841 SH SHARED 01 2841 D TORCHMARK CORP COM 89102710 32120 603990 SH SHARED 603990 D TORCHMARK CORP COM 89102710 1265 23800 SH SHARED 01 23400 400 D TORCHMARK CORP COM 89102710 2230 41946 SH SHARED 02 41946 D TORCHMARK CORP COM 89102710 19 370 SH SHARED 05 370 D TORCHMARK CORP COM 89102710 53 1000 SH SHARED 06 1000 D TORCHMARK CORP COM 89102710 2548 47926 SH SHARED 10 47926 D TOREADOR RES CORP COM 89105010 31 3216 SH SHARED 3216 D TOREADOR RES CORP COM 89105010 7 797 SH SHARED 01 797 D TORO CO COM 89109210 109 1600 SH SHARED 1600 D TORO CO COM 89109210 1390 20359 SH SHARED 20359 D TORO CO COM 89109210 2016 29520 SH SHARED 01 29520 D TORO CO COM 89109210 82 1207 SH SHARED 02 1207 D TORONTO DOMINION BK ONT COM NEW 89116050 88333 2434092 SH SHARED 2434092 D TORONTO DOMINION BK ONT COM NEW 89116050 36 1000 SH SHARED 01 1000 D TORONTO DOMINION BK ONT COM NEW 89116050 5591 154068 SH SHARED 02 154068 D TORONTO DOMINION BK ONT COM NEW 89116050 798 22000 SH SHARED 04 22000 D TOTAL ENTMT RESTAURANT CORP COM 89150E10 148 17073 SH SHARED 17073 D TOTAL ENTMT RESTAURANT CORP COM 89150E10 36 4139 SH SHARED 01 4139 D TOTAL S A SPONSORED ADR 89151E10 13941 136454 SH SHARED 134854 1600 D TOTAL S A SPONSORED ADR 89151E10 13728 134371 SH SHARED 01 29826 19650 84895 D TOTAL S A SPONSORED ADR 89151E10 1082 10592 SH SHR/OTHR 01 950 9642 D TOTAL S A SPONSORED ADR 89151E10 2724 26663 SH SHARED 02 26663 D TOWER AUTOMOTIVE INC COM 89170710 375 179502 SH SHARED 179502 D TOWER AUTOMOTIVE INC COM 89170710 50 23947 SH SHARED 01 23947 D TOWER AUTOMOTIVE INC COM 89170710 4 1916 SH SHARED 02 1916 D TOTAL SYS SVCS INC COM 89190610 213 8441 SH SHARED 8441 D TOTAL SYS SVCS INC COM 89190610 231 9159 SH SHARED 01 9159 D TOTAL SYS SVCS INC COM 89190610 145 5765 SH SHARED 02 5765 D TOWN & CTRY TR SH BEN INT 89208110 465 18291 SH SHARED 18291 D TOWN & CTRY TR SH BEN INT 89208110 50 1967 SH SHARED 01 1967 D TOWN & CTRY TR SH BEN INT 89208110 190 7500 SH SHR/OTHR 01 7500 D TOWN & CTRY TR SH BEN INT 89208110 30 1204 SH SHARED 02 1204 D TOWN & CTRY TR SH BEN INT 89208110 6744 265000 SH SHARED 10 265000 D TOWN & CTRY TR SH BEN INT 89208110 15465 607700 SH SHARED 11 607700 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 2870 37580 SH SHARED 37580 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 1497 19612 SH SHARED 01 1278 18334 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 18 238 SH SHARED 02 238 D TOYS R US INC COM 89233510 19140 1078951 SH SHARED 1078751 200 D TOYS R US INC COM 89233510 2646 149201 SH SHARED 01 149201 D TOYS R US INC COM 89233510 1663 93784 SH SHARED 02 93784 D TOYS R US INC COM 89233510 9 558 SH SHARED 05 558 D TOYS R US INC COM 89233510 32 1850 SH SHARED 06 1850 D TOYS R US INC COM 89233510 1298 73192 SH SHARED 10 73192 D TPG N V SPONSORED ADR 89233910 706 28846 SH SHARED 28846 D TPG N V SPONSORED ADR 89233910 551 22524 SH SHARED 01 5754 16770 D TRACTOR SUPPLY CO COM 89235610 813 25867 SH SHARED 25867 D TRACTOR SUPPLY CO COM 89235610 896 28528 SH SHARED 01 28528 D TRACTOR SUPPLY CO COM 89235610 107 3408 SH SHARED 02 3408 D TRADESTATION GROUP INC COM 89267P10 347 56736 SH SHARED 56736 D TRADESTATION GROUP INC COM 89267P10 60 9810 SH SHARED 01 9810 D TRADESTATION GROUP INC COM 89267P10 5 903 SH SHARED 02 903 D TRAFFIX INC COM 89272110 1 200 SH SHARED 200 D TRAFFIX INC COM 89272110 1 239 SH SHARED 02 239 D TRAMMELL CROW CO COM 89288R10 569 36202 SH SHARED 36202 D TRAMMELL CROW CO COM 89288R10 25 1640 SH SHARED 01 1640 D TRAMMELL CROW CO COM 89288R10 0 7 SH SHARED 02 7 D TRANSACT TECHNOLOGIES INC COM 89291810 143 5532 SH SHARED 5532 D TRANSACT TECHNOLOGIES INC COM 89291810 3 116 SH SHARED 01 116 D TRANSACT TECHNOLOGIES INC COM 89291810 7 300 SH SHARED 02 300 D TRANS WORLD ENTMT CORP COM 89336Q10 161 16532 SH SHARED 16532 D TRANS WORLD ENTMT CORP COM 89336Q10 374 38302 SH SHARED 02 38302 D TRANSACTION SYS ARCHITECTS CL A 89341610 909 48916 SH SHARED 48916 D TRANSACTION SYS ARCHITECTS CL A 89341610 2625 141291 SH SHARED 01 141291 D TRANSACTION SYS ARCHITECTS CL A 89341610 792 42641 SH SHARED 02 42641 D TRANSALTA CORP COM 89346D10 5508 423765 SH SHARED 423765 D TRANSALTA CORP COM 89346D10 158 12182 SH SHARED 01 12182 D TRANSALTA CORP COM 89346D10 1131 87072 SH SHARED 02 87072 D TRANSATLANTIC HLDGS INC COM 89352110 28 524 SH SHARED 524 D TRANSATLANTIC HLDGS INC COM 89352110 6793 125004 SH SHARED 01 8967 116037 D TRANSATLANTIC HLDGS INC COM 89352110 152 2812 SH SHR/OTHR 01 2812 D TRANSATLANTIC HLDGS INC COM 89352110 182 3355 SH SHARED 02 3355 D TRANSATLANTIC HLDGS INC COM 89352110 3882 71437 SH SHARED 10 71437 D TRANSCANADA CORP COM 89353D10 3 161 SH SHARED 161 D TRANSCANADA CORP COM 89353D10 255 11704 SH SHARED 01 11704 D TRANSCANADA CORP COM 89353D10 7 333 SH SHR/OTHR 01 333 D TRANSCANADA CORP COM 89353D10 2423 110926 SH SHARED 02 110926 D TRANSCANADA CORP COM 89353D10 41 1900 SH SHARED 06 700 1200 D TRANSCONTINENTAL RLTY INVS COM NEW 89361720 0 4 SH SHARED 02 4 D TRANSGENOMIC INC COM 89365K20 0 13 SH SHARED 13 D TRANSGENOMIC INC COM 89365K20 0 2 SH SHARED 01 2 D TRANSKARYOTIC THERAPIES INC NOTE 1.250% 5/1 893735AA 1651 1500000 PRN SHARED 02 1500000 D TRANSKARYOTIC THERAPIES INC COM 89373510 70 4000 SH SHARED 4000 D TRANSKARYOTIC THERAPIES INC COM 89373510 305 17252 SH SHARED 17252 D TRANSKARYOTIC THERAPIES INC COM 89373510 39 2208 SH SHARED 02 2208 D TRANSKARYOTIC THERAPIES INC COM 89373510 6655 375395 SH SHARED 04 375395 D TRANSKARYOTIC THERAPIES INC COM 89373510 372 21000 SH SHARED 06 21000 D TRANSKARYOTIC THERAPIES INC COM 89373510 372 21000 SH SHARED 10 21000 D TRANSMETA CORP DEL COM 89376R10 152 121095 SH SHARED 121095 D TRANSMETA CORP DEL COM 89376R10 2 2213 SH SHARED 01 2213 D TRANSMETA CORP DEL COM 89376R10 9 7500 SH SHARED 02 7500 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 65128 66594000 PRN SHARED 66594000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 20929 21400000 PRN SHARED 02 21400000 D TRANSPORT CORP OF AMER INC COM 89385P10 47 6000 SH SHARED 01 6000 D TRANSPORTADORA DE GAS SUR SPON ADR B 89387020 9 2000 SH SHARED 2000 D TRANSTECHNOLOGY CORP DEL COM 89388910 38 4488 SH SHARED 4488 D TRANSTECHNOLOGY CORP DEL COM 89388910 9 1112 SH SHARED 01 1112 D TRANSMONTAIGNE INC COM 89393410 73 12687 SH SHARED 12687 D TRANSMONTAIGNE INC COM 89393410 0 28 SH SHARED 02 28 D TRANSWITCH CORP NOTE 4.500% 9/1 894065AB 283 366000 PRN SHARED 366000 D TRANSWITCH CORP COM 89406510 100 80066 SH SHARED 80066 D TRANSWITCH CORP COM 89406510 9 7278 SH SHARED 01 7278 D TRAVELZOO INC COM 89421Q10 362 6968 SH SHARED 6968 D TRAVELZOO INC COM 89421Q10 88 1700 SH SHARED 01 1700 D TRAVELZOO INC COM 89421Q10 26 500 SH SHARED 02 500 D TREDEGAR CORP COM 89465010 1394 76636 SH SHARED 76636 D TREDEGAR CORP COM 89465010 5404 296927 SH SHARED 01 296927 D TREDEGAR CORP COM 89465010 3 219 SH SHARED 02 219 D TREX INC COM 89531P10 1667 37650 SH SHARED 37650 D TREX INC COM 89531P10 380 8596 SH SHARED 8596 D TREX INC COM 89531P10 48 1097 SH SHARED 02 1097 D TRI CONTL CORP COM 89543610 39 2399 SH SHARED 2399 D TRI CONTL CORP COM 89543610 25 1510 SH SHARED 01 506 1004 D TRI CONTL CORP COM 89543610 264 15896 SH SHR/OTHR 01 15896 D TRIAD HOSPITALS INC COM 89579K10 642 18647 SH SHARED 18647 D TRIAD HOSPITALS INC COM 89579K10 30964 899085 SH SHARED 01 766960 132000 125 D TRIAD HOSPITALS INC COM 89579K10 16 465 SH SHR/OTHR 01 465 D TRIAD HOSPITALS INC COM 89579K10 1441 41867 SH SHARED 02 41867 D TRIAD HOSPITALS INC COM 89579K10 2961 86000 SH SHARED 04 86000 D TRIDENT MICROSYSTEMS INC COM 89591910 113 11288 SH SHARED 11288 D TRIDENT MICROSYSTEMS INC COM 89591910 17 1735 SH SHARED 02 1735 D TRIAD GTY INC COM 89592510 285 5140 SH SHARED 5140 D TRIAD GTY INC COM 89592510 68 1240 SH SHARED 01 1240 D TRIAD GTY INC COM 89592510 20 369 SH SHARED 02 369 D TRIARC COS INC NOTE 5.000% 5/1 895927AD 7099 6755000 PRN SHARED 02 6755000 D TRIARC COS INC CL A 89592710 82 7212 SH SHARED 7212 D TRIARC COS INC CL A 89592710 20 1788 SH SHARED 01 1788 D TRIARC COS INC CL B SER 1 89592730 241 21053 SH SHARED 21053 D TRIARC COS INC CL B SER 1 89592730 52 4620 SH SHARED 01 4620 D TRIARC COS INC CL B SER 1 89592730 11 1001 SH SHARED 02 1001 D TRIBUNE CO NEW COM 89604710 88596 2153003 SH SHARED 2153003 D TRIBUNE CO NEW COM 89604710 61365 1491265 SH SHARED 01 86781 1404484 D TRIBUNE CO NEW COM 89604710 2034 49436 SH SHR/OTHR 01 49436 D TRIBUNE CO NEW COM 89604710 4918 119528 SH SHARED 02 119528 D TRIBUNE CO NEW COM 89604710 64 1576 SH SHARED 05 200 1376 D TRIBUNE CO NEW COM 89604710 2648 64350 SH SHARED 06 63950 400 D TRIBUNE CO NEW COM 89604710 4542 110382 SH SHARED 10 110382 D TRIBUNE CO NEW SB DB EXCH2%29 89604730 138836 1546929 SH SHARED 1546929 D TRIBUNE CO NEW SB DB EXCH2%29 89604730 2468 27500 SH SHARED 01 27500 D TRICO BANCSHARES COM 89609510 138 6628 SH SHARED 6628 D TRICO BANCSHARES COM 89609510 0 2 SH SHARED 02 2 D TRICO MARINE SERVICES INC COM 89610610 21 141648 SH SHARED 141648 D TRICO MARINE SERVICES INC COM 89610610 2 13513 SH SHARED 01 13513 D TRIKON TECHNOLOGIES INC COM NEW 89618740 164 78019 SH SHARED 78019 D TRIKON TECHNOLOGIES INC COM NEW 89618740 32 15581 SH SHARED 01 15581 D TRIMBLE NAVIGATION LTD COM 89623910 1179 37327 SH SHARED 37327 D TRIMBLE NAVIGATION LTD COM 89623910 154 4892 SH SHARED 01 4892 D TRIMBLE NAVIGATION LTD COM 89623910 79 2506 SH SHARED 02 2506 D TRIMERIS INC COM 89626310 34 2300 SH SHARED 2300 D TRIMERIS INC COM 89626310 192 12764 SH SHARED 12764 D TRIMERIS INC COM 89626310 69 4616 SH SHARED 01 4616 D TRIMERIS INC COM 89626310 641 42650 SH SHARED 02 42650 D TRIMERIS INC COM 89626310 2031 135000 SH SHARED 04 135000 D TRINITY BIOTECH PLC SPONSORED ADR 89643810 71 23900 SH SHARED 23900 D TRINITY BIOTECH PLC SPONSORED ADR 89643810 10 3600 SH SHARED 01 3600 D TRINITY INDS INC COM 89652210 68 2200 SH SHARED 2200 D TRINITY INDS INC COM 89652210 1156 37106 SH SHARED 37106 D TRINITY INDS INC COM 89652210 423 13582 SH SHARED 01 13582 D TRINITY INDS INC COM 89652210 266 8549 SH SHARED 02 8549 D TRINTECH GROUP PLC SPONS ADR NEW 89668220 31 6000 SH SHARED 6000 D TRIPATH TECHNOLOGY INC COM 89672P10 101 59946 SH SHARED 59946 D TRIPATH TECHNOLOGY INC COM 89672P10 5 3000 SH SHARED 01 3000 D TRIPATH TECHNOLOGY INC COM 89672P10 4 2713 SH SHARED 02 2713 D TRIQUINT SEMICONDUCTOR INC NOTE 4.000% 3/0 89674KAB 18422 19150000 PRN SHARED 19150000 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 1226 314476 SH SHARED 314476 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 276 70837 SH SHARED 01 70837 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 269 69081 SH SHARED 02 69081 D TRITON PCS HLDGS INC CL A 89677M10 1658 648019 SH SHARED 648019 D TRITON PCS HLDGS INC CL A 89677M10 50 19827 SH SHARED 01 19827 D TRITON PCS HLDGS INC CL A 89677M10 3 1207 SH SHARED 02 1207 D TRIUMPH GROUP INC NEW COM 89681810 446 13205 SH SHARED 13205 D TRIUMPH GROUP INC NEW COM 89681810 41 1212 SH SHARED 01 1212 D TRIUMPH GROUP INC NEW COM 89681810 21 644 SH SHR/OTHR 01 644 D TRIUMPH GROUP INC NEW COM 89681810 7 215 SH SHARED 02 215 D TRIZEC PROPERTIES INC COM 89687P10 465 29163 SH SHARED 02 29163 D TRIZEC PROPERTIES INC COM 89687P10 10099 632400 SH SHARED 10 632400 D TRIZEC PROPERTIES INC COM 89687P10 23031 1442200 SH SHARED 11 1442200 D TRIZETTO GROUP INC COM 89688210 339 58297 SH SHARED 58297 D TRIZETTO GROUP INC COM 89688210 50 8614 SH SHARED 01 8614 D TRIZETTO GROUP INC COM 89688210 7 1207 SH SHARED 02 1207 D TRIPOS INC COM 89692810 18 4259 SH SHARED 4259 D TRIPOS INC COM 89692810 4 1055 SH SHARED 01 1055 D TRIPATH IMAGING INC COM 89694210 185 22734 SH SHARED 22734 D TRIPATH IMAGING INC COM 89694210 11 1465 SH SHARED 02 1465 D TROPICAL SPORTSWEAR INTL COR COM 89708P10 0 20 SH SHARED 20 D TRUSTCO BK CORP N Y COM 89834910 836 65250 SH SHARED 65250 D TRUSTCO BK CORP N Y COM 89834910 105 8262 SH SHARED 01 8262 D TRUSTCO BK CORP N Y COM 89834910 59 4620 SH SHARED 02 4620 D TRUSTMARK CORP COM 89840210 838 26988 SH SHARED 26988 D TRUSTMARK CORP COM 89840210 71 2300 SH SHARED 01 2300 D TRUSTMARK CORP COM 89840210 4 141 SH SHARED 02 141 D TUESDAY MORNING CORP COM NEW 89903550 511 16532 SH SHARED 16532 D TUESDAY MORNING CORP COM NEW 89903550 10 351 SH SHARED 01 351 D TUESDAY MORNING CORP COM NEW 89903550 58 1900 SH SHARED 02 1900 D TUMBLEWEED COMMUNICATIONS CO COM 89969010 121 47828 SH SHARED 47828 D TUMBLEWEED COMMUNICATIONS CO COM 89969010 8 3414 SH SHARED 01 3414 D TUMBLEWEED COMMUNICATIONS CO COM 89969010 12 4800 SH SHARED 02 4800 D TUPPERWARE CORP COM 89989610 18782 1106171 SH SHARED 1106171 D TUPPERWARE CORP COM 89989610 343 20214 SH SHARED 01 20214 D TUPPERWARE CORP COM 89989610 2 138 SH SHR/OTHR 01 138 D TUPPERWARE CORP COM 89989610 205 12114 SH SHARED 02 12114 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 45468 4056108 SH SHARED 4055463 645 D TURKISH INVT FD INC COM 90014510 30 2800 SH SHARED 2800 D TUT SYSTEMS COM 90110310 0 9 SH SHARED 9 D TUT SYSTEMS COM 90110310 0 1 SH SHARED 01 1 D TV AZTECA S A DE C V SPONSORED ADR 90114510 8848 874348 SH SHARED 874348 D TV AZTECA S A DE C V SPONSORED ADR 90114510 19 1948 SH SHARED 01 1948 D TWEETER HOME ENTMT GROUP INC COM 90116710 236 41816 SH SHARED 41816 D TWEETER HOME ENTMT GROUP INC COM 90116710 16 2869 SH SHARED 02 2869 D 21ST CENTY INS GROUP COM 90130N10 216 16196 SH SHARED 16196 D 21ST CENTY INS GROUP COM 90130N10 8 635 SH SHARED 01 635 D 21ST CENTY INS GROUP COM 90130N10 0 7 SH SHARED 02 7 D 24/7 REAL MEDIA INC COM NEW 90131420 440 114910 SH SHARED 114910 D 24/7 REAL MEDIA INC COM NEW 90131420 3 1000 SH SHARED 02 1000 D II VI INC COM 90210410 239 6852 SH SHARED 6852 D II VI INC COM 90210410 168 4800 SH SHARED 01 4800 D II VI INC COM 90210410 35 1023 SH SHARED 02 1023 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE 11 7500 PRN SHARED 01 7500 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE 374 250000 PRN SHARED 02 250000 D TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF 81725 58334000 PRN SHARED 58334000 D TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF 175 125000 PRN SHARED 01 125000 D TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF 36082 25755000 PRN SHARED 02 25755000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 161563107925000 PRN SHARED 107925000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 6 4500 PRN SHARED 01 4500 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 27989 18697000 PRN SHARED 02 18697000 D TYCO INTL LTD NEW COM 90212410 1657 54075 SH SHARED 54075 D TYCO INTL LTD NEW COM 90212410 281593 9184380 SH SHARED 8567863 616517 D TYCO INTL LTD NEW COM 90212410 144963 4728105 SH SHARED 01 607888 2480100 1640117 D TYCO INTL LTD NEW COM 90212410 1462 47710 SH SHR/OTHR 01 9425 38285 D TYCO INTL LTD NEW COM 90212410 16346 533170 SH SHARED 02 533170 D TYCO INTL LTD NEW COM 90212410 140729 4590000 SH SHARED 04 4590000 D TYCO INTL LTD NEW COM 90212410 77808 2537789 SH SHARED 05 1766589 771200 D TYCO INTL LTD NEW COM 90212410 30667 1000250 SH SHARED 06 533550 466700 D TYCO INTL LTD NEW COM 90212410 1554 50700 SH SHARED 07 50700 D TYCO INTL LTD NEW COM 90212410 2336 76200 SH SHARED 09 76200 D TYCO INTL LTD NEW COM 90212410 192514 6279017 SH SHARED 10 6279017 D TYLER TECHNOLOGIES INC COM 90225210 285 32259 SH SHARED 32259 D TYLER TECHNOLOGIES INC COM 90225210 22 2504 SH SHARED 01 2504 D TYLER TECHNOLOGIES INC COM 90225210 156 17709 SH SHARED 02 17709 D TYSON FOODS INC CL A 90249410 4344 271173 SH SHARED 271173 D TYSON FOODS INC CL A 90249410 8325 519703 SH SHARED 01 519703 D TYSON FOODS INC CL A 90249410 31 1996 SH SHR/OTHR 01 1996 D TYSON FOODS INC CL A 90249410 1699 106081 SH SHARED 02 106081 D TYSON FOODS INC CL A 90249410 217 13589 SH SHARED 06 13589 D TYSON FOODS INC CL A 90249410 32 2000 SH SHARED 10 2000 D UCBH HOLDINGS INC COM 90262T30 177 4553 SH SHARED 4553 D UCBH HOLDINGS INC COM 90262T30 58 1503 SH SHARED 01 1503 D UCBH HOLDINGS INC COM 90262T30 70 1800 SH SHR/OTHR 01 1800 D UCBH HOLDINGS INC COM 90262T30 351 9008 SH SHARED 02 9008 D UCBH HOLDINGS INC COM 90262T30 903 23120 SH SHARED 10 23120 D UGI CORP NEW COM 90268110 891 23937 SH SHARED 23937 D UGI CORP NEW COM 90268110 42 1149 SH SHARED 01 1149 D UGI CORP NEW COM 90268110 197 5302 SH SHARED 02 5302 D UICI COM 90273710 1725 52712 SH SHARED 52712 D UICI COM 90273710 2225 67980 SH SHARED 01 67980 D UICI COM 90273710 679 20762 SH SHARED 02 20762 D UIL HLDG CORP COM 90274810 396 8057 SH SHARED 8057 D UIL HLDG CORP COM 90274810 29 600 SH SHARED 01 600 D UIL HLDG CORP COM 90274810 165 3369 SH SHARED 02 3369 D UMB FINL CORP COM 90278810 757 15891 SH SHARED 15891 D UMB FINL CORP COM 90278810 1231 25824 SH SHARED 01 25824 D UMB FINL CORP COM 90278810 0 8 SH SHARED 02 8 D U S B HLDG INC COM 90291010 179 7105 SH SHARED 7105 D U S B HLDG INC COM 90291010 47 1890 SH SHARED 01 1890 D U S B HLDG INC COM 90291010 5 204 SH SHARED 02 204 D UST INC COM 90291110 20067 498455 SH SHARED 498455 D UST INC COM 90291110 6273 155835 SH SHARED 01 155835 D UST INC COM 90291110 2415 60000 SH SHR/OTHR 01 60000 D UST INC COM 90291110 2746 68217 SH SHARED 02 68217 D UST INC COM 90291110 34 862 SH SHARED 05 862 D UST INC COM 90291110 97 2430 SH SHARED 06 2430 D UST INC COM 90291110 269773 6700780 SH SHARED 10 6700780 D U S RESTAURANT PPTYS INC COM 90297110 223 13204 SH SHARED 13204 D U S RESTAURANT PPTYS INC COM 90297110 50 3000 SH SHR/OTHR 01 3000 D U S RESTAURANT PPTYS INC COM 90297110 0 2 SH SHARED 02 2 D U S RESTAURANT PPTYS INC PFD CV SER A 90297120 744 30000 SH SHARED 30000 D U S RESTAURANT PPTYS INC PFD CV SER A 90297120 372 15000 SH SHR/OTHR 01 15000 D US BANCORP DEL COM NEW 90297330 235168 8137333 SH SHARED 7970713 166620 D US BANCORP DEL COM NEW 90297330 245819 8505862 SH SHARED 01 3796972 2915780 1793110 D US BANCORP DEL COM NEW 90297330 6968 241114 SH SHR/OTHR 01 42646 198468 D US BANCORP DEL COM NEW 90297330 24092 833635 SH SHARED 02 833635 D US BANCORP DEL COM NEW 90297330 10794 373500 SH SHARED 03 373500 D US BANCORP DEL COM NEW 90297330 34026 1177400 SH SHARED 04 1177400 D US BANCORP DEL COM NEW 90297330 11458 396473 SH SHARED 05 340055 56418 D US BANCORP DEL COM NEW 90297330 5244 181487 SH SHARED 06 178487 3000 D US BANCORP DEL COM NEW 90297330 1023 35400 SH SHARED 07 35400 D US BANCORP DEL COM NEW 90297330 1268 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1940 D UNOCAL CORP COM 91528910 5425 126176 SH SHARED 02 126176 D UNOCAL CORP COM 91528910 48 1124 SH SHARED 05 300 824 D UNOCAL CORP COM 91528910 855 19900 SH SHARED 06 19100 800 D UNOCAL CORP COM 91528910 4219 98127 SH SHARED 10 98127 D UNOVA INC COM 91529B10 388 27686 SH SHARED 27686 D UNOVA INC COM 91529B10 0 66 SH SHARED 01 66 D UNOVA INC COM 91529B10 44 3189 SH SHARED 02 3189 D UNUMPROVIDENT CORP COM 91529Y10 14340 913991 SH SHARED 888656 25335 D UNUMPROVIDENT CORP COM 91529Y10 1719 109574 SH SHARED 01 108074 1500 D UNUMPROVIDENT CORP COM 91529Y10 1905 121449 SH SHARED 02 121449 D UNUMPROVIDENT CORP COM 91529Y10 30 1950 SH SHARED 06 1950 D UNUMPROVIDENT CORP COM 91529Y10 1556 99220 SH SHARED 10 99220 D UPM KYMMENE CORP SPONSORED ADR 91543610 32 1670 SH SHARED 1670 D URBAN OUTFITTERS INC COM 91704710 2472 71880 SH SHARED 71880 D URBAN OUTFITTERS INC COM 91704710 26396 767350 SH SHARED 01 688603 73100 5647 D URBAN OUTFITTERS INC COM 91704710 24 714 SH SHR/OTHR 01 714 D URBAN OUTFITTERS INC COM 91704710 3024 87916 SH SHARED 02 87916 D URBAN OUTFITTERS INC COM 91704710 809 23530 SH SHARED 10 23530 D UROLOGIX INC COM 91727310 290 45961 SH SHARED 45961 D UROLOGIX INC COM 91727310 58 9290 SH SHARED 01 9290 D UROLOGIX INC COM 91727310 9 1500 SH SHARED 02 1500 D UROLOGIX INC COM 91727310 126 20000 SH SHARED 04 20000 D URSTADT BIDDLE PPTYS INS CL A 91728620 193 12691 SH SHARED 12691 D URSTADT BIDDLE PPTYS INS CL A 91728620 1 90 SH SHARED 02 90 D USF CORP COM 91729Q10 1442 40201 SH SHARED 40201 D USF CORP COM 91729Q10 1613 44963 SH SHARED 01 44963 D USF CORP COM 91729Q10 29 816 SH SHARED 02 816 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 2073 24033 SH SHARED 02 24033 D UTSTARCOM INC NOTE 0.875% 3/0 918076AB 2500 2508000 PRN SHARED 2508000 D UTSTARCOM INC NOTE 0.875% 3/0 918076AB 84 85000 PRN SHARED 02 85000 D UTSTARCOM INC COM 91807610 1008 62620 SH SHARED 62620 D UTSTARCOM INC COM 91807610 605 37600 SH SHARED 01 35600 2000 D UTSTARCOM INC COM 91807610 946 58737 SH SHARED 02 58737 D VA SOFTWARE CORP COM 91819B10 28 14341 SH SHARED 14091 250 D VCA ANTECH INC COM 91819410 435 21111 SH SHARED 02 21111 D V F CORP COM 91820410 13169 266324 SH SHARED 266324 D V F CORP COM 91820410 1314 26586 SH SHARED 01 23186 3400 D V F CORP COM 91820410 2416 48859 SH SHARED 02 48859 D V F CORP COM 91820410 46 933 SH SHARED 05 933 D V F CORP COM 91820410 39 800 SH SHARED 06 800 D V F CORP COM 91820410 1826 36933 SH SHARED 10 36933 D VAALCO ENERGY INC COM NEW 91851C20 10 2000 SH SHARED 2000 D VAIL RESORTS INC COM 91879Q10 304 16846 SH SHARED 16846 D VAIL RESORTS INC COM 91879Q10 102 5681 SH SHARED 01 5681 D VAIL RESORTS INC COM 91879Q10 9 510 SH SHARED 02 510 D VALASSIS COMMUNICATIONS INC NOTE 1.625% 5/2 918866AK 9855 15000000 PRN SHARED 15000000 D VALASSIS COMMUNICATIONS INC COM 91886610 3031 102473 SH SHARED 102473 D VALASSIS COMMUNICATIONS INC COM 91886610 660 22333 SH SHARED 01 22233 100 D VALASSIS COMMUNICATIONS INC COM 91886610 329 11129 SH SHARED 02 11129 D VALASSIS COMMUNICATIONS INC COM 91886610 701 23700 SH SHARED 06 23700 D VALHI INC NEW COM 91890510 95 6323 SH SHARED 6323 D VALHI INC NEW COM 91890510 0 12 SH SHARED 02 12 D VALENCE TECHNOLOGY INC COM 91891410 108 31463 SH SHARED 31463 D VALEANT PHARMACEUTICALS INTL COM 91911X10 2610 108225 SH SHARED 98225 10000 D VALEANT PHARMACEUTICALS INTL COM 91911X10 9555 396184 SH SHARED 01 387784 8300 100 D VALEANT PHARMACEUTICALS INTL COM 91911X10 807 33487 SH SHARED 02 33487 D VALEANT PHARMACEUTICALS INTL COM 91911X10 376 15600 SH SHARED 10 15600 D VALENTIS INC COM NEW 91913E30 0 23 SH SHARED 23 D VALENTIS INC COM NEW 91913E30 141 53200 SH SHARED 02 53200 D VALERO L P COM UT LTD PRT 91913W10 766 13767 SH SHARED 13767 D VALERO L P COM UT LTD PRT 91913W10 151 2727 SH SHARED 01 2727 D VALERO L P COM UT LTD PRT 91913W10 77 1400 SH SHR/OTHR 01 1400 D VALERO ENERGY CORP NEW COM 91913Y10 368 4600 SH SHARED 4600 D VALERO ENERGY CORP NEW COM 91913Y10 28822 359335 SH SHARED 359335 D VALERO ENERGY CORP NEW COM 91913Y10 14302 178309 SH SHARED 01 174884 3425 D VALERO ENERGY CORP NEW COM 91913Y10 12 150 SH SHR/OTHR 01 150 D VALERO ENERGY CORP NEW COM 91913Y10 7160 89266 SH SHARED 02 89266 D VALERO ENERGY CORP NEW COM 91913Y10 32 400 SH SHARED 05 400 D VALERO ENERGY CORP NEW COM 91913Y10 4818 60069 SH SHARED 06 35069 25000 D VALERO ENERGY CORP NEW COM 91913Y10 3473 43300 SH SHARED 10 43300 D VALLEY NATL BANCORP COM 91979410 186 7300 SH SHARED 7300 D VALLEY NATL BANCORP COM 91979410 157 6170 SH SHARED 01 6170 D VALLEY NATL BANCORP COM 91979410 270 10599 SH SHARED 02 10599 D VALMONT INDS INC COM 92025310 498 23885 SH SHARED 23885 D VALMONT INDS INC COM 92025310 98 4703 SH SHARED 01 4703 D VALMONT INDS INC COM 92025310 3 163 SH SHARED 02 163 D VALSPAR CORP COM 92035510 839 17976 SH SHARED 17976 D VALSPAR CORP COM 92035510 801 17160 SH SHARED 01 17160 D VALSPAR CORP COM 92035510 906 19412 SH SHARED 02 19412 D VALUE LINE INC COM 92043710 27 752 SH SHARED 752 D VALUE LINE INC COM 92043710 22 600 SH SHARED 01 600 D VALUECLICK INC COM 92046N10 455 48268 SH SHARED 48268 D VALUECLICK INC COM 92046N10 20 2129 SH SHARED 01 1800 329 D VALUECLICK INC COM 92046N10 46 4904 SH SHARED 02 4904 D VALUECLICK INC COM 92046N10 944 100000 SH SHARED 04 100000 D VALUEVISION MEDIA INC CL A 92047K10 387 28955 SH SHARED 28955 D VALUEVISION MEDIA INC CL A 92047K10 11 860 SH SHARED 01 860 D VALUEVISION MEDIA INC CL A 92047K10 2 206 SH SHARED 02 206 D VAN KAMPEN MUN INCOME TR COM 92090910 167 17688 SH SHARED 02 17688 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 13 2821 SH SHARED 2821 D VAN KAMPEN MUN TR SH BEN INT 92091910 1 81 SH SHARED 81 D VAN KAMPEN MUN TR SH BEN INT 92091910 0 19 SH SHARED 01 19 D VAN KAMPEN MUN TR SH BEN INT 92091910 238 16099 SH SHARED 02 16099 D VAN KAMPEN TR INVT GRADE MUN COM 92092910 16 1043 SH SHARED 01 1043 D VAN KAMPEN TR INVT GRADE MUN COM 92092910 246 16073 SH SHARED 02 16073 D VAN KAMPEN TR INVT GRADE CAL COM 92093010 104 7000 SH SHR/OTHR 01 7000 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 45 3000 SH SHR/OTHR 01 3000 D VAN KAMPEN SENIOR INCOME TR COM 92096110 247 28378 SH SHARED 28378 D VAN KAMPEN SENIOR INCOME TR COM 92096110 61 7036 SH SHARED 01 7036 D VAN DER MOOLEN HLDG N.V. SPONSORED ADR 92102010 297 45126 SH SHARED 45126 D VAN DER MOOLEN HLDG N.V. SPONSORED ADR 92102010 55 8423 SH SHARED 01 8423 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 92 6000 SH SHR/OTHR 01 6000 D VAN KAMPEN SELECT SECTOR MUN COM 92112M10 44 3500 SH SHR/OTHR 01 3500 D VAN KAMPEN SELECT SECTOR MUN COM 92112M10 98 7800 SH SHARED 02 7800 D VAN KAMPEN ADVANTAGE MUN INC SH BEN INT 92112410 5 338 SH SHARED 01 338 D VARCO INTL INC DEL COM 92212210 3212 119781 SH SHARED 119781 D VARCO INTL INC DEL COM 92212210 748 27896 SH SHARED 01 27896 D VARCO INTL INC DEL COM 92212210 10945 408124 SH SHARED 02 408124 D VARCO INTL INC DEL COM 92212210 23 876 SH SHARED 06 876 D VARIAN MED SYS INC COM 92220P10 4441 128491 SH SHARED 128491 D VARIAN MED SYS INC COM 92220P10 7982 230922 SH SHARED 01 222532 6900 1490 D VARIAN MED SYS INC COM 92220P10 224 6500 SH SHR/OTHR 01 4500 2000 D VARIAN MED SYS INC COM 92220P10 5660 163751 SH SHARED 02 163751 D VARIAN MED SYS INC COM 92220P10 208 6021 SH SHARED 06 6021 D VARIAN INC COM 92220610 1611 42541 SH SHARED 42541 D VARIAN INC COM 92220610 3963 104654 SH SHARED 01 104654 D VARIAN INC COM 92220610 636 16805 SH SHARED 02 16805 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 37 1200 SH SHARED 1200 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 953 30870 SH SHARED 30870 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 292 9460 SH SHARED 01 9460 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 382 12365 SH SHARED 02 12365 D VASOMEDICAL INC COM 92232110 0 100 SH SHARED 100 D VASOMEDICAL INC COM 92232110 132 125000 SH SHARED 01 125000 D VASOMEDICAL INC COM 92232110 3 3500 SH SHR/OTHR 01 3500 D VASTERA INC COM 92239N10 131 74187 SH SHARED 74187 D VASTERA INC COM 92239N10 26 14813 SH SHARED 01 14813 D VASTERA INC COM 92239N10 0 32 SH SHARED 02 32 D VECTREN CORP COM 92240G10 1193 47410 SH SHARED 47410 D VECTREN CORP COM 92240G10 623 24743 SH SHARED 01 24743 D VECTREN CORP COM 92240G10 583 23160 SH SHARED 02 23160 D VECTOR GROUP LTD COM 92240M10 1890 125779 SH SHARED 125779 D VECTOR GROUP LTD COM 92240M10 23 1576 SH SHARED 01 1576 D VECTOR GROUP LTD COM 92240M10 17 1171 SH SHARED 02 1171 D VEECO INSTRS INC DEL NOTE 4.125%12/2 922417AB 2 2500 PRN SHARED 01 2500 D VEECO INSTRS INC DEL COM 92241710 432 20605 SH SHARED 20505 100 D VEECO INSTRS INC DEL COM 92241710 257 12276 SH SHARED 01 12276 D VEECO INSTRS INC DEL COM 92241710 20 1000 SH SHR/OTHR 01 1000 D VEECO INSTRS INC DEL COM 92241710 25 1206 SH SHARED 02 1206 D VENTAS INC COM 92276F10 3279 126511 SH SHARED 126511 D VENTAS INC COM 92276F10 2636 101733 SH SHARED 01 101733 D VENTAS INC COM 92276F10 410 15837 SH SHARED 02 15837 D VENTAS INC COM 92276F10 75808 2924700 SH SHARED 11 2924700 D VENTANA MED SYS INC COM 92276H10 412 8178 SH SHARED 8178 D VENTANA MED SYS INC COM 92276H10 5165 102400 SH SHARED 01 102400 D VENTANA MED SYS INC COM 92276H10 50 1004 SH SHARED 02 1004 D VENTIV HEALTH INC COM 92279310 247 14624 SH SHARED 14624 D VENTIV HEALTH INC COM 92279310 1227 72438 SH SHARED 01 72438 D VENTIV HEALTH INC COM 92279310 15 900 SH SHARED 02 900 D VANGUARD INDEX TR STK MRK VIPERS 92290876 1077 10000 SH SHR/OTHR 01 10000 D VERITY INC COM 92343C10 1316 102234 SH SHARED 102234 D VERITY INC COM 92343C10 479 37240 SH SHARED 01 37240 D VERITY INC COM 92343C10 3 267 SH SHARED 02 267 D VERISIGN INC COM 92343E10 10122 509162 SH SHARED 504592 4570 D VERISIGN INC COM 92343E10 2568 129204 SH SHARED 01 128804 400 D VERISIGN INC COM 92343E10 977 49151 SH SHARED 02 49151 D VERISIGN INC COM 92343E10 6759 340000 SH SHARED 04 340000 D VERISIGN INC COM 92343E10 3 200 SH SHARED 05 200 D VERISIGN INC COM 92343E10 224 11295 SH SHARED 06 8545 2750 D VERISIGN INC COM 92343E10 2585 130030 SH SHARED 10 130030 D VERITAS DGC INC COM 92343P10 458 20127 SH SHARED 20127 D VERITAS DGC INC COM 92343P10 4464 196000 SH SHARED 01 196000 D VERITAS DGC INC COM 92343P10 518 22768 SH SHARED 02 22768 D VERIZON COMMUNICATIONS COM 92343V10 1246 31660 SH SHARED 31660 D VERIZON COMMUNICATIONS COM 92343V10 898750 22822505 SH SHARED 22744663 77842 D VERIZON COMMUNICATIONS COM 92343V10 170865 4338893 SH SHARED 01 1553179 2246862 538852 D VERIZON COMMUNICATIONS COM 92343V10 10580 268668 SH SHR/OTHR 01 18706 249962 D VERIZON COMMUNICATIONS COM 92343V10 107704 2734995 SH SHARED 02 2734995 D VERIZON COMMUNICATIONS COM 92343V10 18154 461000 SH SHARED 03 461000 D VERIZON COMMUNICATIONS COM 92343V10 120542 3061000 SH SHARED 04 3061000 D VERIZON COMMUNICATIONS COM 92343V10 23644 600429 SH SHARED 05 534738 65691 D VERIZON COMMUNICATIONS COM 92343V10 9986 253591 SH SHARED 06 249791 3800 D VERIZON COMMUNICATIONS COM 92343V10 1705 43304 SH SHARED 07 43304 D VERIZON COMMUNICATIONS COM 92343V10 2197 55800 SH SHARED 09 55800 D VERIZON COMMUNICATIONS COM 92343V10 40843 1037176 SH SHARED 10 1037176 D VERINT SYS INC COM 92343X10 254 6912 SH SHARED 6912 D VERINT SYS INC COM 92343X10 191 5200 SH SHARED 01 5200 D VERINT SYS INC COM 92343X10 18 500 SH SHARED 02 500 D VERILINK CORP COM 92343210 3 1844 SH SHARED 1844 D VERITAS SOFTWARE CO COM 92343610 71 4000 SH SHARED 4000 D VERITAS SOFTWARE CO COM 92343610 35261 1980980 SH SHARED 1940560 40420 D VERITAS SOFTWARE CO COM 92343610 118663 6666503 SH SHARED 01 4020095 1647000 999408 D VERITAS SOFTWARE CO COM 92343610 2882 161937 SH SHR/OTHR 01 10045 151892 D VERITAS SOFTWARE CO COM 92343610 4751 266941 SH SHARED 02 266941 D VERITAS SOFTWARE CO COM 92343610 448 25200 SH SHARED 03 25200 D VERITAS SOFTWARE CO COM 92343610 3408 191500 SH SHARED 04 191500 D VERITAS SOFTWARE CO COM 92343610 11604 651950 SH SHARED 05 594350 57600 D VERITAS SOFTWARE CO COM 92343610 1090 61243 SH SHARED 06 34443 26800 D VERITAS SOFTWARE CO COM 92343610 599 33700 SH SHARED 07 33700 D VERITAS SOFTWARE CO COM 92343610 898 50500 SH SHARED 09 50500 D VERITAS SOFTWARE CO COM 92343610 5368 301599 SH SHARED 10 301599 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 147035240647000 PRN SHARED 240647000 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 21065 34477000 PRN SHARED 02 34477000 D VERSO TECHNOLOGIES INC COM 92531710 225 237631 SH SHARED 237631 D VERSO TECHNOLOGIES INC COM 92531710 30 32063 SH SHARED 01 32063 D VERSO TECHNOLOGIES INC COM 92531710 10 11431 SH SHARED 02 11431 D VERTEX PHARMACEUTICALS INC NOTE 5.000% 9/1 92532FAD 2 2500 PRN SHARED 01 2500 D VERTEX PHARMACEUTICALS INC COM 92532F10 84 8000 SH SHARED 8000 D VERTEX PHARMACEUTICALS INC COM 92532F10 1782 169757 SH SHARED 169757 D VERTEX PHARMACEUTICALS INC COM 92532F10 301 28668 SH SHARED 01 28668 D VERTEX PHARMACEUTICALS INC COM 92532F10 272 25920 SH SHARED 02 25920 D VERTEX PHARMACEUTICALS INC COM 92532F10 4842 461200 SH SHARED 04 461200 D VERTEX PHARMACEUTICALS INC COM 92532F10 105 10000 SH SHARED 06 10000 D VERTEX PHARMACEUTICALS INC COM 92532F10 105 10000 SH SHARED 10 10000 D VERTICALNET INC COM NEW 92532L20 1 1200 SH SHARED 1200 D VERTICALNET INC COM NEW 92532L20 0 760 SH SHARED 01 760 D VESTA INS GROUP INC COM 92539110 98 21926 SH SHARED 21926 D VESTA INS GROUP INC COM 92539110 0 178 SH SHARED 01 178 D VESTA INS GROUP INC COM 92539110 4 900 SH SHARED 02 900 D VIAD CORP COM NEW 92552R40 1367 57622 SH SHARED 57622 D VIAD CORP COM NEW 92552R40 377 15902 SH SHARED 01 15902 D VIAD CORP COM NEW 92552R40 52 2227 SH SHARED 02 2227 D VIASAT INC COM 92552V10 518 25774 SH SHARED 25774 D VIASAT INC COM 92552V10 485 24172 SH SHARED 01 24172 D VIASAT INC COM 92552V10 41 2075 SH SHARED 02 2075 D VIACOM INC CL A 92552410 3242 95381 SH SHARED 95381 D VIACOM INC CL A 92552410 163 4819 SH SHARED 01 1869 2950 D VIACOM INC CL A 92552410 6 200 SH SHR/OTHR 01 200 D VIACOM INC CL B 92552430 969 28900 SH SHARED 28900 D VIACOM INC CL B 92552430 437147 13025842 SH SHARED 12950687 75155 D VIACOM INC CL B 92552430 164586 4904255 SH SHARED 01 1490949 2840382 572924 D VIACOM INC CL B 92552430 5899 175789 SH SHR/OTHR 01 30429 145360 D VIACOM INC CL B 92552430 42218 1258015 SH SHARED 02 1258015 D VIACOM INC CL B 92552430 10343 308200 SH SHARED 03 308200 D VIACOM INC CL B 92552430 130246 3881000 SH SHARED 04 3881000 D VIACOM INC CL B 92552430 19381 577513 SH SHARED 05 514161 63352 D VIACOM INC CL B 92552430 18112 539692 SH SHARED 06 482592 57100 D VIACOM INC CL B 92552430 1531 45626 SH SHARED 07 45626 D VIACOM INC CL B 92552430 2040 60800 SH SHARED 09 60800 D VIACOM INC CL B 92552430 26579 792002 SH SHARED 10 792002 D VIASYS HEALTHCARE INC COM NEW 92553Q20 307 18402 SH SHARED 18402 D VIASYS HEALTHCARE INC COM NEW 92553Q20 14 888 SH SHARED 01 801 87 D VIASYS HEALTHCARE INC COM NEW 92553Q20 15 900 SH SHR/OTHR 01 900 D VIASYS HEALTHCARE INC COM NEW 92553Q20 0 8 SH SHARED 02 8 D VICAL INC COM 92560210 149 31191 SH SHARED 31191 D VICAL INC COM 92560210 36 7610 SH SHARED 01 7610 D VICOR CORP COM 92581510 243 24114 SH SHARED 24114 D VICOR CORP COM 92581510 1081 106946 SH SHARED 01 106946 D VICOR CORP COM 92581510 13 1323 SH SHARED 02 1323 D VIA NET WRKS INC COM 92591210 2 3900 SH SHARED 3900 D VICURON PHARMACEUTICALS INC COM 92647110 102 7000 SH SHARED 7000 D VICURON PHARMACEUTICALS INC COM 92647110 2330 158770 SH SHARED 158770 D VICURON PHARMACEUTICALS INC COM 92647110 98 6692 SH SHARED 01 6692 D VICURON PHARMACEUTICALS INC COM 92647110 14 1005 SH SHARED 02 1005 D VICURON PHARMACEUTICALS INC COM 92647110 6561 447000 SH SHARED 04 447000 D VICURON PHARMACEUTICALS INC COM 92647110 58 4000 SH SHARED 06 4000 D VICURON PHARMACEUTICALS INC COM 92647110 58 4000 SH SHARED 10 4000 D VIDEO DISPLAY CORP COM 92655510 7 226 SH SHARED 226 D VIDEO DISPLAY CORP COM 92655510 0 24 SH SHARED 01 24 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 2263 301459 SH SHARED 201459 100000 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 1 230 SH SHARED 01 230 D VIGNETTE CORP COM 92673410 267 200939 SH SHARED 200939 D VIGNETTE CORP COM 92673410 5 4391 SH SHARED 01 4391 D VIGNETTE CORP COM 92673410 2 1902 SH SHARED 02 1902 D VIISAGE TECHNOLOGY INC COM 92675K10 113 19669 SH SHARED 19669 D VIISAGE TECHNOLOGY INC COM 92675K10 1465 254900 SH SHARED 01 254900 D VIISAGE TECHNOLOGY INC COM 92675K10 5 1000 SH SHARED 02 1000 D VINTAGE PETE INC COM 92746010 859 42809 SH SHARED 42809 D VINTAGE PETE INC COM 92746010 2180 108649 SH SHARED 01 108649 D VINTAGE PETE INC COM 92746010 28 1399 SH SHARED 02 1399 D VION PHARMACEUTICALS INC COM 92762410 136 32360 SH SHARED 32360 D VION PHARMACEUTICALS INC COM 92762410 13 3111 SH SHARED 02 3111 D VIRAGE LOGIC CORP COM 92763R10 12 1007 SH SHARED 1007 D VIRAGE LOGIC CORP COM 92763R10 2 199 SH SHARED 01 199 D VIRAGE LOGIC CORP COM 92763R10 0 12 SH SHARED 02 12 D VIRGINIA COMM BANCORP INC COM 92778Q10 123 4587 SH SHARED 4587 D VIRGINIA COMM BANCORP INC COM 92778Q10 5 200 SH SHARED 02 200 D VIRGINIA FINL GROUP INC COM 92781010 150 4622 SH SHARED 4622 D VIRGINIA FINL GROUP INC COM 92781010 0 2 SH SHARED 02 2 D VIROLOGIC INC COM 92823R20 8411 4205680 SH SHARED 4205680 D VIROLOGIC INC COM 92823R20 0 14 SH SHARED 01 14 D VIROLOGIC INC COM 92823R20 4 2412 SH SHARED 02 2412 D VIROPHARMA INC NOTE 6.000% 3/0 928241AC 2887 4061000 PRN SHARED 4061000 D VIROPHARMA INC COM 92824110 510 264718 SH SHARED 264718 D VIROPHARMA INC COM 92824110 0 4 SH SHARED 01 4 D VISHAY INTERTECHNOLOGY INC COM 92829810 54 4200 SH SHARED 4200 D VISHAY INTERTECHNOLOGY INC COM 92829810 6859 531710 SH SHARED 531710 D VISHAY INTERTECHNOLOGY INC COM 92829810 2403 186283 SH SHARED 01 184708 1575 D VISHAY INTERTECHNOLOGY INC COM 92829810 3643 282411 SH SHARED 02 282411 D VISHAY INTERTECHNOLOGY INC COM 92829810 23 1800 SH SHARED 10 1800 D VISTEON CORP COM 92839U10 8 1060 SH SHARED 1060 D VISTEON CORP COM 92839U10 7623 954078 SH SHARED 954078 D VISTEON CORP COM 92839U10 183 23017 SH SHARED 01 22886 131 D VISTEON CORP COM 92839U10 32 4010 SH SHR/OTHR 01 4010 D VISTEON CORP COM 92839U10 1188 148687 SH SHARED 02 148687 D VISTEON CORP COM 92839U10 6 793 SH SHARED 05 793 D VISTEON CORP COM 92839U10 328 41106 SH SHARED 10 41106 D VISTACARE INC CL A 92839Y10 76 5007 SH SHARED 5007 D VISTACARE INC CL A 92839Y10 50 3300 SH SHARED 01 3300 D VISTACARE INC CL A 92839Y10 163 10709 SH SHARED 02 10709 D VISX INC DEL COM 92844S10 2404 116719 SH SHARED 116719 D VISX INC DEL COM 92844S10 1774 86161 SH SHARED 01 86161 D VISX INC DEL COM 92844S10 259 12604 SH SHARED 02 12604 D VITAL IMAGES INC COM 92846N10 224 18302 SH SHARED 18302 D VITAL IMAGES INC COM 92846N10 32 2636 SH SHARED 01 2636 D VITAL IMAGES INC COM 92846N10 0 4 SH SHARED 02 4 D VITAL SIGNS INC COM 92846910 94 2966 SH SHARED 2966 D VITAL SIGNS INC COM 92846910 50 1590 SH SHARED 01 1590 D VITAL SIGNS INC COM 92846910 3 117 SH SHARED 02 117 D VITALWORKS INC COM 92848310 171 46016 SH SHARED 46016 D VITALWORKS INC COM 92848310 42 11410 SH SHARED 01 11410 D VITALWORKS INC COM 92848310 0 36 SH SHARED 02 36 D VITRIA TECHNOLOGY COM NEW 92849Q40 46 14880 SH SHARED 14880 D VITRIA TECHNOLOGY COM NEW 92849Q40 9 2970 SH SHARED 01 2970 D VITRIA TECHNOLOGY COM NEW 92849Q40 0 20 SH SHARED 02 20 D VITESSE SEMICONDUCTOR CORP SDCV 4.000% 3/1 928497AB 266 266000 PRN SHARED 02 266000 D VITESSE SEMICONDUCTOR CORP COM 92849710 963 352962 SH SHARED 352962 D VITESSE SEMICONDUCTOR CORP COM 92849710 135 49525 SH SHARED 01 49525 D VITESSE SEMICONDUCTOR CORP COM 92849710 29 10856 SH SHARED 02 10856 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 77 3021 SH SHARED 321 2700 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 364 14153 SH SHARED 01 3633 10520 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 11 452 SH SHARED 02 452 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 6 240 SH SHARED 05 240 D VIVUS INC COM 92855110 0 28 SH SHARED 02 28 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 53577 2222224 SH SHARED 2222224 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 26570 1102065 SH SHARED 01 268811 833254 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 5755 238707 SH SHR/OTHR 01 7595 231112 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 29 1210 SH SHARED 02 1210 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 147 6100 SH SHARED 05 6100 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 105 4355 SH SHARED 06 4355 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 14623 606534 SH SHARED 10 606534 D VOLT INFORMATION SCIENCES IN COM 92870310 20 700 SH SHARED 700 D VOLT INFORMATION SCIENCES IN COM 92870310 131 4562 SH SHARED 4562 D VOLT INFORMATION SCIENCES IN COM 92870310 44 1533 SH SHARED 01 1533 D VOLT INFORMATION SCIENCES IN COM 92870310 0 3 SH SHARED 02 3 D VOLUME SVCS AMER HLDGS INC UNIT 99/99/9999 92873P20 3242 220600 SH SHARED 220600 D VOLVO AKTIEBOLAGET ADR B 92885640 97 2767 SH SHARED 2767 D VOLVO AKTIEBOLAGET ADR B 92885640 8 247 SH SHARED 02 247 D VORNADO RLTY TR SH BEN INT 92904210 3232 51576 SH SHARED 51576 D VORNADO RLTY TR SH BEN INT 92904210 2443 38987 SH SHARED 01 37087 1900 D VORNADO RLTY TR SH BEN INT 92904210 743 11857 SH SHARED 02 11857 D VORNADO RLTY TR SH BEN INT 92904210 6 100 SH SHARED 05 100 D VORNADO RLTY TR SH BEN INT 92904210 21430 341900 SH SHARED 10 341900 D VORNADO RLTY TR SH BEN INT 92904210 48627 775800 SH SHARED 11 775800 D VORNADO RLTY TR PFD CONV SER A 92904220 5239 60438 SH SHARED 60438 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 301 8740 SH SHARED 1740 7000 D 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BANCORP COM 94061010 0 4 SH SHARED 02 4 D WASTE CONNECTIONS INC DBCV 5/0 941053AE 60732 54081000 PRN SHARED 54081000 D WASTE CONNECTIONS INC DBCV 5/0 941053AE 6987 6222000 PRN SHARED 02 6222000 D WASTE CONNECTIONS INC COM 94105310 913 28837 SH SHARED 28837 D WASTE CONNECTIONS INC COM 94105310 1458 46050 SH SHARED 01 46050 D WASTE CONNECTIONS INC COM 94105310 0 15 SH SHARED 02 15 D WASTE MGMT INC DEL COM 94106L10 53593 1960255 SH SHARED 1939755 20500 D WASTE MGMT INC DEL COM 94106L10 3546 129700 SH SHARED 01 128750 950 D WASTE MGMT INC DEL COM 94106L10 27 1005 SH SHR/OTHR 01 1005 D WASTE MGMT INC DEL COM 94106L10 6999 256013 SH SHARED 02 256013 D WASTE MGMT INC DEL COM 94106L10 70 2570 SH SHARED 05 500 2070 D WASTE MGMT INC DEL COM 94106L10 269 9875 SH SHARED 06 9175 700 D WASTE MGMT INC DEL COM 94106L10 38 1400 SH SHARED 07 1400 D WASTE MGMT INC DEL COM 94106L10 5377 196678 SH SHARED 10 196678 D WATCHGUARD TECHNOLOGIES INC COM 94110510 522 111708 SH SHARED 111708 D WATCHGUARD 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PHARMACEUTICALS INC COM 94268310 3383 114850 SH SHARED 01 108850 5000 1000 D WATSON PHARMACEUTICALS INC COM 94268310 1954 66360 SH SHARED 02 66360 D WATSON PHARMACEUTICALS INC COM 94268310 9 332 SH SHARED 05 332 D WATSON PHARMACEUTICALS INC COM 94268310 1101 37383 SH SHARED 10 37383 D WATSON WYATT & CO HLDGS CL A 94271210 1905 72438 SH SHARED 72438 D WATSON WYATT & CO HLDGS CL A 94271210 197 7507 SH SHARED 01 7507 D WATSON WYATT & CO HLDGS CL A 94271210 15 605 SH SHARED 02 605 D WATTS WATER TECHNOLOGIES INC CL A 94274910 483 18015 SH SHARED 18015 D WATTS WATER TECHNOLOGIES INC CL A 94274910 61 2276 SH SHARED 01 2276 D WAUSAU-MOSINEE PAPER CORP COM 94331510 618 37150 SH SHARED 37150 D WAUSAU-MOSINEE PAPER CORP COM 94331510 46 2812 SH SHARED 01 2812 D WAUSAU-MOSINEE PAPER CORP COM 94331510 0 11 SH SHARED 02 11 D WAVECOM S A SPONSORED ADR 94353110 79 22820 SH SHARED 22820 D WAYNE BANCORP INC OHIO COM 94429310 0 4 SH SHARED 02 4 D WAYPOINT FINL CORP COM 94675610 3700 134210 SH SHARED 134210 D WAYPOINT FINL CORP COM 94675610 61 2236 SH SHARED 01 2236 D WAYPOINT FINL CORP COM 94675610 0 9 SH SHARED 02 9 D WEATHERFORD INTL INC DBCV 6/3 947074AB 27368 43032500 PRN SHARED 43032500 D WEBEX COMMUNICATIONS INC COM 94767L10 985 45144 SH SHARED 45144 D WEBEX COMMUNICATIONS INC COM 94767L10 2552 117000 SH SHARED 01 117000 D WEBEX COMMUNICATIONS INC COM 94767L10 161 7381 SH SHARED 02 7381 D WEBMETHODS INC COM 94768C10 1008 189638 SH SHARED 189638 D WEBMETHODS INC COM 94768C10 149 28042 SH SHARED 01 28042 D WEBMETHODS INC COM 94768C10 8 1612 SH SHARED 02 1612 D WEBSENSE INC COM 94768410 615 14762 SH SHARED 14762 D WEBSENSE INC COM 94768410 30274 726528 SH SHARED 01 637278 4000 85250 D WEBSENSE INC COM 94768410 26 625 SH SHR/OTHR 01 625 D WEBSENSE INC COM 94768410 1126 27035 SH SHARED 02 27035 D WEBSENSE INC COM 94768410 2708 65000 SH SHARED 04 65000 D WEBMD CORP NOTE 1.750% 6/1 94769MAE 1 2000 PRN SHARED 01 2000 D WEBMD CORP COM 94769M10 1250 179624 SH SHARED 179624 D WEBMD CORP COM 94769M10 414 59523 SH SHARED 01 41023 18500 D WEBMD CORP COM 94769M10 543 78095 SH SHARED 02 78095 D WEBMD CORP COM 94769M10 1392 200000 SH SHARED 04 200000 D WEBSTER FINL CORP CONN COM 94789010 1033 20930 SH SHARED 20930 D WEBSTER FINL CORP CONN COM 94789010 857 17353 SH SHARED 01 17353 D WEBSTER FINL CORP CONN COM 94789010 1488 30139 SH SHARED 02 30139 D WEBZEN INC SPONSORED ADR 94846M10 2819 458400 SH SHARED 458400 D WEIDER NUTRITION INTL INC CL A 94860310 8 1900 SH SHARED 1900 D WEIGHT WATCHERS INTL INC NEW COM 94862610 63 1632 SH SHARED 1632 D WEIGHT WATCHERS INTL INC NEW COM 94862610 18 468 SH SHARED 01 468 D WEIGHT WATCHERS INTL INC NEW COM 94862610 398 10259 SH SHARED 02 10259 D WEIGHT WATCHERS INTL INC NEW COM 94862610 4464 115000 SH SHARED 04 115000 D WEINGARTEN RLTY INVS SH BEN INT 94874110 82 2504 SH SHARED 2504 D WEINGARTEN RLTY INVS SH BEN INT 94874110 3042 92162 SH SHARED 01 91487 675 D WEINGARTEN RLTY INVS SH BEN INT 94874110 96 2925 SH SHR/OTHR 01 2925 D 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SH SHARED 06 64186 2300 D WELLS FARGO & CO NEW COM 94974610 208 3500 SH SHARED 07 3500 D WELLS FARGO & CO NEW COM 94974610 61278 1027645 SH SHARED 10 1027645 D WELLS FINL CORP COM 94975910 179 6000 SH SHARED 6000 D WELLSFORD REAL PPTYS INC COM NEW 95024020 227 15027 SH SHARED 15027 D WENDYS INTL INC COM 95059010 42030 1250921 SH SHARED 1250921 D WENDYS INTL INC COM 95059010 4892 145600 SH SHARED 01 145600 D WENDYS INTL INC COM 95059010 1829 54451 SH SHARED 02 54451 D WENDYS INTL INC COM 95059010 14 417 SH SHARED 05 417 D WENDYS INTL INC COM 95059010 33 1000 SH SHARED 06 1000 D WENDYS INTL INC COM 95059010 1284 38215 SH SHARED 10 38215 D WERNER ENTERPRISES INC COM 95075510 1008 52239 SH SHARED 52239 D WERNER ENTERPRISES INC COM 95075510 486 25191 SH SHARED 01 25191 D WERNER ENTERPRISES INC COM 95075510 303 15706 SH SHARED 02 15706 D WESBANCO INC COM 95081010 301 10377 SH SHARED 10377 D WESBANCO INC COM 95081010 294 10135 SH SHARED 01 10135 D WESBANCO INC COM 95081010 0 9 SH SHARED 02 9 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COM 98718410 388 22393 SH SHARED 01 22393 D YOUNG BROADCASTING INC CL A 98743410 105 9727 SH SHARED 9727 D YOUNG BROADCASTING INC CL A 98743410 5 500 SH SHARED 01 500 D YOUNG BROADCASTING INC CL A 98743410 9 907 SH SHARED 02 907 D YOUNG INNOVATIONS INC COM 98752010 154 4667 SH SHARED 4667 D YOUNG INNOVATIONS INC COM 98752010 14 430 SH SHARED 01 430 D YOUNG INNOVATIONS INC COM 98752010 3 101 SH SHARED 02 101 D YUM BRANDS INC COM 98849810 52422 1289290 SH SHARED 1278661 10629 D YUM BRANDS INC COM 98849810 74096 1822348 SH SHARED 01 751595 633680 437073 D YUM BRANDS INC COM 98849810 1736 42715 SH SHR/OTHR 01 4332 38383 D YUM BRANDS INC COM 98849810 6031 148345 SH SHARED 02 148345 D YUM BRANDS INC COM 98849810 14344 352800 SH SHARED 03 352800 D YUM BRANDS INC COM 98849810 2037 50100 SH SHARED 04 50100 D YUM BRANDS INC COM 98849810 7110 174880 SH SHARED 05 148540 26340 D YUM BRANDS INC COM 98849810 172 4250 SH SHARED 06 3250 1000 D YUM BRANDS INC COM 98849810 5484 134889 SH SHARED 10 134889 D Z TEL TECHNOLOGIES INC COM 98879210 0 1285 SH SHARED 1285 D ZALE CORP NEW COM 98885810 1217 43317 SH SHARED 43317 D ZALE CORP NEW COM 98885810 4264 151776 SH SHARED 01 151386 390 D ZALE CORP NEW COM 98885810 19 707 SH SHR/OTHR 01 707 D ZALE CORP NEW COM 98885810 197 7037 SH SHARED 02 7037 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1799 29493 SH SHARED 29493 D ZEBRA TECHNOLOGIES CORP CL A 98920710 25594 419507 SH SHARED 01 357707 61800 D ZEBRA TECHNOLOGIES CORP CL A 98920710 37 620 SH SHR/OTHR 01 620 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1334 21879 SH SHARED 02 21879 D ZEBRA TECHNOLOGIES CORP CL A 98920710 2745 45000 SH SHARED 04 45000 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1432 23475 SH SHARED 10 23475 D ZENITH NATL INS CORP COM 98939010 426 10087 SH SHARED 10087 D ZENITH NATL INS CORP COM 98939010 1973 46639 SH SHARED 01 46639 D ZENITH NATL INS CORP COM 98939010 63 1503 SH SHARED 02 1503 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 749 244077 SH SHARED 244077 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 128 41843 SH SHARED 01 41843 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 0 14 SH SHARED 02 14 D ZILA INC COM PAR $0.01 98951320 107 26069 SH SHARED 26069 D ZILA INC COM PAR $0.01 98951320 9 2200 SH SHARED 02 2200 D ZIMMER HLDGS INC COM 98956P10 63 800 SH SHARED 800 D ZIMMER HLDGS INC COM 98956P10 185800 2350717 SH SHARED 2350117 600 D ZIMMER HLDGS INC COM 98956P10 155915 1972614 SH SHARED 01 964670 709720 298224 D ZIMMER HLDGS INC COM 98956P10 24874 314711 SH SHR/OTHR 01 37665 277046 D ZIMMER HLDGS INC COM 98956P10 8204 103798 SH SHARED 02 103798 D ZIMMER HLDGS INC COM 98956P10 2568 32500 SH SHARED 04 32500 D ZIMMER HLDGS INC COM 98956P10 127 1615 SH SHARED 05 610 1005 D ZIMMER HLDGS INC COM 98956P10 248 3150 SH SHARED 06 2750 400 D ZIMMER HLDGS INC COM 98956P10 9984 126324 SH SHARED 10 126324 D ZIONS BANCORPORATION COM 98970110 25251 413686 SH SHARED 413686 D ZIONS BANCORPORATION COM 98970110 16023 262505 SH SHARED 01 262405 100 D ZIONS BANCORPORATION COM 98970110 3604 59048 SH SHARED 02 59048 D ZIONS BANCORPORATION COM 98970110 42 700 SH SHARED 06 700 D ZIONS BANCORPORATION COM 98970110 2481 40650 SH SHARED 10 40650 D ZIX CORP COM 98974P10 237 51867 SH SHARED 51867 D ZIX CORP COM 98974P10 43 9458 SH SHARED 01 9458 D ZIX CORP COM 98974P10 37 8100 SH SHARED 02 8100 D ZORAN CORP COM 98975F10 878 55880 SH SHARED 55880 D ZORAN CORP COM 98975F10 194 12365 SH SHARED 01 12365 D ZORAN CORP COM 98975F10 29 1881 SH SHARED 02 1881 D ZWEIG FD COM 98983410 5 952 SH SHARED 952 D ZWEIG TOTAL RETURN FD INC COM 98983710 11262 2125044 SH SHARED 2125044 D ZYMOGENETICS INC COM 98985T10 52 3000 SH SHARED 3000 D ZYMOGENETICS INC COM 98985T10 233 13393 SH SHARED 13393 D ZYMOGENETICS INC COM 98985T10 23 1339 SH SHARED 02 1339 D ZYMOGENETICS INC COM 98985T10 4994 286361 SH SHARED 04 286361 D ZYMOGENETICS INC COM 98985T10 167 9618 SH SHARED 06 9618 D ZYMOGENETICS INC COM 98985T10 167 9618 SH SHARED 10 9618 D ZYGO CORP COM 98985510 333 32886 SH SHARED 32886 D ZYGO CORP COM 98985510 188 18626 SH SHARED 01 18626 D ZYGO CORP COM 98985510 0 6 SH SHARED 02 6 D ZOLL MED CORP COM 98992210 305 9148 SH SHARED 9148 D ZOLL MED CORP COM 98992210 56 1677 SH SHARED 01 1677 D ZOLL MED CORP COM 98992210 3 102 SH SHARED 02 102 D ZOMAX INC MINN COM 98992910 1 337 SH SHARED 02 337 S REPORT SUMMARY 16050 DATA RECORDS 180504321 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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