-----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, FL3YRRoTjRvYUAg9tKIk6JRPBERnwPwRPTIhoyYs800TATnh7gb7d3xi/HWUjE/X 9ALZ5AtJl8ozd1dJq1tv9w== 0000948046-04-000211.txt : 20040923 0000948046-04-000211.hdr.sgml : 20040923 20040923140803 ACCESSION NUMBER: 0000948046-04-000211 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20040923 DATE AS OF CHANGE: 20040923 EFFECTIVENESS DATE: 20040923 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: 041042591 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 taperept063004a.txt 13F REFILING 06/30/04 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: JUNE 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: 212-250-3667 Signature, Place, and Date of Signing: Jeffrey Ruiz New York, New York SEPTEMBER 23, 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: 12 Form 13F Information Table Entry Total: 17486 Form 13F Information Table Value Total: 208892212 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 DWS (Austria) Investmentgesellschaft mgH 14 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 32 695 SH SHARED 695 D DAIMLERCHRYSLER AG ORD D1668R12 10690772227124975 SH SHARED 226525755 599220 D DAIMLERCHRYSLER AG ORD D1668R12 2241 47624 SH SHARED 01 36370 11254 D DAIMLERCHRYSLER AG ORD D1668R12 12 274 SH SHR/OTHR 01 274 D DAIMLERCHRYSLER AG ORD D1668R12 22987 488361 SH SHARED 02 488361 D DAIMLERCHRYSLER AG ORD D1668R12 341300 7250923 SH SHARED 04 7250923 D DAIMLERCHRYSLER AG ORD D1668R12 6216 132073 SH SHARED 05 86465 45608 D DAIMLERCHRYSLER AG ORD D1668R12 303443 6446639 SH SHARED 06 5965189 481450 D DAIMLERCHRYSLER AG ORD D1668R12 2373 50415 SH SHARED 10 50415 D DAIMLERCHRYSLER AG ORD D1668R12 11510 244540 SH SHARED 14 244540 D DEUTSCHE BANK AG NAMEN ORD D1819089 2007 25373 SH SHARED 10 25363 D DEUTSCHE BANK AG NAMEN ORD D1819089 5325288 67314983 SH SHARED 65595728 1719255 D DEUTSCHE BANK AG NAMEN ORD D1819089 1426 18027 SH SHARED 01 18027 D DEUTSCHE BANK AG NAMEN ORD D1819089 12334 155912 SH SHARED 02 155912 D DEUTSCHE BANK AG NAMEN ORD D1819089 500628 6328257 SH SHARED 04 6328257 D DEUTSCHE BANK AG NAMEN ORD D1819089 13665 172741 SH SHARED 05 129090 43651 D DEUTSCHE BANK AG NAMEN ORD D1819089 302066 3818306 SH SHARED 06 3619506 198800 D DEUTSCHE BANK AG NAMEN ORD D1819089 6396 80856 SH SHARED 10 80856 D DEUTSCHE BANK AG NAMEN ORD D1819089 10180 128689 SH SHARED 14 128689 D ACE LTD ORD G0070K10 73440 1737004 SH SHARED 1717504 19500 D ACE LTD ORD G0070K10 2847 67348 SH SHARED 01 23525 43823 D ACE LTD ORD G0070K10 5219 123448 SH SHARED 02 123448 D ACE LTD ORD G0070K10 58 1385 SH SHARED 05 1385 D ACE LTD ORD G0070K10 391 9263 SH SHARED 06 8863 400 D ACE LTD ORD G0070K10 4993 118115 SH SHARED 10 118115 D ACE LTD ORD G0070K10 207 4900 SH SHARED 14 4900 D AMDOCS LTD ORD G0260210 1077 45996 SH SHARED 45996 D AMDOCS LTD ORD G0260210 7353 313852 SH SHARED 01 312152 1700 D AMDOCS LTD ORD G0260210 2510 107129 SH SHARED 02 107129 D ANNUITY AND LIFE RE HLDGS ORD G0391010 58 70933 SH SHARED 70933 D ANNUITY AND LIFE RE HLDGS ORD G0391010 11 14167 SH SHARED 01 14167 D ANNUITY AND LIFE RE HLDGS ORD G0391010 109 133400 SH SHARED 02 133400 D APEX SILVER MINES LTD ORD G0407410 177 10387 SH SHARED 10387 D APEX SILVER MINES LTD ORD G0407410 631 37010 SH SHARED 01 37010 D ARCH CAP GROUP LTD ORD G0450A10 260 6528 SH SHARED 6528 D ARCH CAP GROUP LTD ORD G0450A10 47 1181 SH SHARED 01 1181 D ARCH CAP GROUP LTD ORD G0450A10 0 17 SH SHARED 02 17 D AXIS CAPITAL HOLDINGS SHS G0692U10 25 900 SH SHARED 02 900 D AXIS CAPITAL HOLDINGS SHS G0692U10 44 1600 SH SHARED 05 1600 D AXIS CAPITAL HOLDINGS SHS G0692U10 767 27400 SH SHARED 10 27400 D ACCENTURE LTD BERMUDA CL A G1150G11 2912 105981 SH SHARED 100081 5900 D ACCENTURE LTD BERMUDA CL A G1150G11 53648 1952262 SH SHARED 01 1447097 4000 501165 D ACCENTURE LTD BERMUDA CL A G1150G11 498 18125 SH SHR/OTHR 01 2600 15525 D ACCENTURE LTD BERMUDA CL A G1150G11 5185 188714 SH SHARED 02 188714 D BUNGE LIMITED COM G1696210 1808 46440 SH SHARED 46440 D BUNGE LIMITED COM G1696210 886 22762 SH SHARED 01 22762 D BUNGE LIMITED COM G1696210 329 8460 SH SHARED 02 8460 D CHINADOTCOM CORP CL A G2108N10 432 58564 SH SHARED 58564 D CHINADOTCOM CORP CL A G2108N10 3 500 SH SHR/OTHR 01 500 D CHINADOTCOM CORP CL A G2108N10 0 99 SH SHARED 02 99 D CHINA YUCHAI INTL LTD COM G2108210 6667 365923 SH SHARED 365923 D CHINA YUCHAI INTL LTD COM G2108210 683 37500 SH SHR/OTHR 01 37500 D CHIPMOS TECH BERMUDA LTD SHS G2110R10 18 2665 SH SHARED 2665 D COOPER INDS LTD CL A G2418210 19045 320585 SH SHARED 320585 D COOPER INDS LTD CL A G2418210 474 7993 SH SHARED 01 7805 188 D COOPER INDS LTD CL A G2418210 118 2000 SH SHR/OTHR 01 2000 D COOPER INDS LTD CL A G2418210 2028 34139 SH SHARED 02 34139 D CREDICORP LTD COM G2519Y10 130 10000 SH SHARED 04 10000 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 1012 29096 SH SHARED 29096 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 201 5804 SH SHARED 01 5804 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 4172 119900 SH SHARED 10 119900 D XCELERA INC COM G3161110 34 23840 SH SHARED 23840 D XCELERA INC COM G3161110 6 4160 SH SHARED 01 4160 D EVEREST RE GROUP LTD COM G3223R10 176 2200 SH SHARED 2200 D EVEREST RE GROUP LTD COM G3223R10 4627 57587 SH SHARED 57587 D EVEREST RE GROUP LTD COM G3223R10 1503 18709 SH SHARED 01 4459 14250 D EVEREST RE GROUP LTD COM G3223R10 2991 37229 SH SHARED 02 37229 D FRESH DEL MONTE PRODUCE INC ORD G3673810 469 18589 SH SHARED 18589 D FRESH DEL MONTE PRODUCE INC ORD G3673810 93 3711 SH SHARED 01 3711 D FRONTLINE LTD ORD G3682E12 598 17341 SH SHARED 17341 D GARMIN LTD ORD G3726010 7803 210554 SH SHARED 210554 D GARMIN LTD ORD G3726010 13675 369015 SH SHARED 01 293800 75215 D GARMIN LTD ORD G3726010 18 496 SH SHR/OTHR 01 496 D GARMIN LTD ORD G3726010 248 6706 SH SHARED 02 6706 D GLOBAL CROSSING LTD SHS NEW G3921A17 349 22411 SH SHARED 22411 D GLOBAL CROSSING LTD SHS NEW G3921A17 299 19200 SH SHARED 02 19200 D GLOBALSANTAFE CORP SHS G3930E10 3727 140672 SH SHARED 140672 D GLOBALSANTAFE CORP SHS G3930E10 20 791 SH SHARED 01 26 765 D GLOBALSANTAFE CORP SHS G3930E10 2311 87225 SH SHARED 02 87225 D GLOBALSANTAFE CORP SHS G3930E10 7950 300000 SH SHARED 04 300000 D GLOBALSANTAFE CORP SHS G3930E10 310 11700 SH SHARED 05 200 11500 D GLOBALSANTAFE CORP SHS G3930E10 2198 82950 SH SHARED 06 82950 D GLOBALSANTAFE CORP SHS G3930E10 987 37270 SH SHARED 10 37270 D GLOBALSANTAFE CORP SHS G3930E10 58 2200 SH SHARED 14 2200 D GLOBAL SOURCES LTD ORD G3930010 0 104 SH SHARED 02 104 D GLOBAL-TECH APPLIANCES INC ORD G3932010 10 1125 SH SHARED 1125 D HELEN OF TROY CORP LTD COM G4388N10 440 11944 SH SHARED 11944 D HELEN OF TROY CORP LTD COM G4388N10 50 1370 SH SHARED 01 1370 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 41728 610875 SH SHARED 609075 1800 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 3754 54966 SH SHARED 01 35144 19822 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 2175 31851 SH SHR/OTHR 01 31851 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 6346 92908 SH SHARED 02 92908 D IPC HLDGS LTD ORD G4933P10 335 9076 SH SHARED 9076 D IPC HLDGS LTD ORD G4933P10 53 1449 SH SHARED 01 1449 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 225 7788 SH SHARED 7788 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 414 14337 SH SHARED 01 337 14000 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 115 4000 SH SHR/OTHR 01 4000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 14016 524977 SH SHARED 524977 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1528 57260 SH SHARED 01 57260 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 18 674 SH SHR/OTHR 01 674 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 2962 110949 SH SHARED 02 110949 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 42 1600 SH SHARED 06 1600 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 5713 214000 SH SHARED 10 214000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 82 3100 SH SHARED 14 3100 D MAX RE CAPITAL LTD HAMILTON SHS G6052F10 65 3364 SH SHARED 3364 D MAX RE CAPITAL LTD HAMILTON SHS G6052F10 8 447 SH SHARED 02 447 D MONTPELIER RE HOLDINGS LTD SHS G6218510 94 2703 SH SHARED 2703 D MONTPELIER RE HOLDINGS LTD SHS G6218510 1062 30400 SH SHARED 02 30400 D NABORS INDUSTRIES LTD SHS G6359F10 25869 572091 SH SHARED 572091 D NABORS INDUSTRIES LTD SHS G6359F10 10432 230716 SH SHARED 01 165265 65451 D NABORS INDUSTRIES LTD SHS G6359F10 90 1997 SH SHR/OTHR 01 1997 D NABORS INDUSTRIES LTD SHS G6359F10 5372 118800 SH SHARED 02 118800 D NOBLE CORPORATION SHS G6542210 11855 312885 SH SHARED 312885 D NOBLE CORPORATION SHS G6542210 3425 90408 SH SHARED 01 20625 69783 D NOBLE CORPORATION SHS G6542210 968 25570 SH SHR/OTHR 01 1000 24570 D NOBLE CORPORATION SHS G6542210 3341 88181 SH SHARED 02 88181 D NORDIC AMERICAN TANKER SHIPP COM G6577310 96 2940 SH SHARED 2940 D OPENTV CORP CL A G6754310 116 56488 SH SHARED 56488 D OPENTV CORP CL A G6754310 27 13299 SH SHARED 01 13299 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 333 19665 SH SHARED 19665 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 65 3870 SH SHARED 01 3870 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 333 19572 SH SHARED 19572 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 60 3543 SH SHARED 01 3543 D PARTNERRE LTD COM G6852T10 2087 36796 SH SHARED 36796 D PARTNERRE LTD COM G6852T10 737 13004 SH SHARED 01 7404 5600 D PARTNERRE LTD COM G6852T10 34 600 SH SHR/OTHR 01 600 D PARTNERRE LTD COM G6852T10 34 600 SH SHARED 02 600 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 184 6076 SH SHARED 6076 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 7860 258300 SH SHARED 01 245900 12400 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 516 16978 SH SHARED 02 16978 D PXRE GROUP LTD COM G7301810 364 14412 SH SHARED 14412 D PXRE GROUP LTD COM G7301810 83 3307 SH SHARED 01 3307 D PXRE GROUP LTD COM G7301810 361 14300 SH SHARED 02 14300 D QIAO XING UNIVERSAL TELEPHON ORD G7303A10 14 1180 SH SHARED 1180 D QIAO XING UNIVERSAL TELEPHON ORD G7303A10 11 1000 SH SHARED 02 1000 D QUANTA CAPITAL HLDGS LTD SHS G7313F10 3186 300000 SH SHARED 10 300000 D RENAISSANCE RE HLDGS LTD COM G7496G10 64 1200 SH SHARED 1200 D RENAISSANCE RE HLDGS LTD COM G7496G10 126 2339 SH SHARED 2339 D RENAISSANCE RE HLDGS LTD COM G7496G10 663 12300 SH SHARED 01 12300 D RENAISSANCE RE HLDGS LTD COM G7496G10 48 900 SH SHR/OTHR 01 900 D SCOTTISH RE GROUP LTD ORD G7885T10 94 4082 SH SHARED 4082 D SCOTTISH RE GROUP LTD ORD G7885T10 69 3000 SH SHR/OTHR 01 3000 D SEAGATE TECHNOLOGY SHS G7945J10 4240 293882 SH SHARED 285082 8800 D SEAGATE TECHNOLOGY SHS G7945J10 3 218 SH SHARED 01 218 D SEAGATE TECHNOLOGY SHS G7945J10 121 8400 SH SHARED 02 8400 D SHIP FINANCE INTERNATIONAL L SHS G8107510 2672 178773 SH SHARED 178773 D SHIP FINANCE INTERNATIONAL L SHS G8107510 1 73 SH SHARED 01 73 D SHIP FINANCE INTERNATIONAL L SHS G8107510 23 1576 SH SHARED 06 1576 D SINA CORP ORD G8147710 0 2 SH SHARED 2 D SINA CORP ORD G8147710 793 24039 SH SHARED 02 24039 D STEWART W P & CO LTD COM G8492210 308 15079 SH SHARED 15079 D STEWART W P & CO LTD COM G8492210 58 2871 SH SHARED 01 2296 575 D STEWART W P & CO LTD COM G8492210 55 2714 SH SHR/OTHR 01 2714 D STEWART W P & CO LTD COM G8492210 8 400 SH SHARED 02 400 D UTI WORLDWIDE INC ORD G8721010 554 10496 SH SHARED 10496 D UTI WORLDWIDE INC ORD G8721010 59 1132 SH SHARED 01 1132 D UTI WORLDWIDE INC ORD G8721010 798 15121 SH SHARED 02 15121 D TELEGLOBE INTL HLDGS LTD COM G8734010 32 6370 SH SHARED 6370 D HILFIGER TOMMY CORP ORD G8915Z10 3074 203088 SH SHARED 203088 D HILFIGER TOMMY CORP ORD G8915Z10 4 278 SH SHARED 01 278 D HILFIGER TOMMY CORP ORD G8915Z10 63 4165 SH SHARED 02 4165 D HILFIGER TOMMY CORP ORD G8915Z10 272 18000 SH SHARED 14 18000 D TRANSOCEAN INC ORD G9007810 23115 798754 SH SHARED 798754 D TRANSOCEAN INC ORD G9007810 397 13723 SH SHARED 01 9973 3750 D TRANSOCEAN INC ORD G9007810 325 11242 SH SHR/OTHR 01 1248 9994 D TRANSOCEAN INC ORD G9007810 7964 275200 SH SHARED 02 275200 D TSAKOS ENERGY NAVIGATION LTD SHS G9108L10 15 447 SH SHARED 447 D GOLAR LNG LTD BERMUDA SHS G9456A10 2 155 SH SHARED 155 D GOLAR LNG LTD BERMUDA SHS G9456A10 7 500 SH SHARED 01 500 D WEATHERFORD INTERNATIONAL LT COM G9508910 14376 319621 SH SHARED 316371 3250 D WEATHERFORD INTERNATIONAL LT COM G9508910 2422 53855 SH SHARED 01 53855 D WEATHERFORD INTERNATIONAL LT COM G9508910 3 79 SH SHR/OTHR 01 79 D WEATHERFORD INTERNATIONAL LT COM G9508910 2887 64200 SH SHARED 02 64200 D WHITE MTNS INS GROUP LTD COM G9618E10 10409 20411 SH SHARED 20411 D WHITE MTNS INS GROUP LTD COM G9618E10 728 1428 SH SHARED 01 76 1352 D WILLIS GROUP HOLDINGS LTD SHS G9665510 33 882 SH SHARED 882 D WILLIS GROUP HOLDINGS LTD SHS G9665510 8 218 SH SHARED 01 218 D WILLIS GROUP HOLDINGS LTD SHS G9665510 29 800 SH SHR/OTHR 01 800 D WILLIS GROUP HOLDINGS LTD SHS G9665510 322 8600 SH SHARED 02 8600 D XOMA LTD ORD G9825R10 32 7341 SH SHARED 02 7341 D XOMA LTD ORD G9825R10 3041 679000 SH SHARED 04 679000 D XOMA LTD ORD G9825R10 49 11000 SH SHARED 14 11000 D XL CAP LTD CL A G9825510 27325 362117 SH SHARED 359017 3100 D XL CAP LTD CL A G9825510 66391 879827 SH SHARED 01 175460 704367 D XL CAP LTD CL A G9825510 10684 141590 SH SHR/OTHR 01 9635 131955 D XL CAP LTD CL A G9825510 8449 111979 SH SHARED 02 111979 D ALCON INC COM SHS H0130110 1838 23375 SH SHARED 01 17600 4900 875 D ALCON INC COM SHS H0130110 560 7125 SH SHARED 02 7125 D UBS AG NAMEN AKT H8920M85 3283 46212 SH SHARED 46212 D UBS AG NAMEN AKT H8920M85 949 13357 SH SHARED 01 13357 D UBS AG NAMEN AKT H8920M85 7449 104836 SH SHARED 02 104836 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 154 7071 SH SHARED 7071 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 2094 95761 SH SHARED 02 95761 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 765 35000 SH SHARED 04 35000 D SBS BROADCASTING SA ORD L8137F10 189 6158 SH SHARED 6158 D ALADDIN KNOWLEDGE SYS LTD ORD M0392N10 9 567 SH SHARED 567 D ALVARION LTD SHS M0861T10 919 69204 SH SHARED 02 69204 D AUDIOCODES LTD ORD M1534210 23 1940 SH SHARED 1940 D AUDIOCODES LTD ORD M1534210 32 2682 SH SHARED 02 2682 D ROBO GROUP TEK LTD SHS M2033010 1 2000 SH SHARED 01 2000 D CERAGON NETWORKS LTD ORD M2201310 8 1646 SH SHARED 1646 D CERAGON NETWORKS LTD ORD M2201310 2 408 SH SHARED 01 408 D CHECK POINT SOFTWARE TECH LT ORD M2246510 18054 668919 SH SHARED 668919 D CHECK POINT SOFTWARE TECH LT ORD M2246510 33876 1255142 SH SHARED 01 1100312 6200 148630 D CHECK POINT SOFTWARE TECH LT ORD M2246510 243 9030 SH SHR/OTHR 01 9030 D CHECK POINT SOFTWARE TECH LT ORD M2246510 273 10144 SH SHARED 02 10144 D CHECK POINT SOFTWARE TECH LT ORD M2246510 2870 106337 SH SHARED 05 98337 8000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 36403 1348790 SH SHARED 10 1348790 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1767 65500 SH SHARED 12 65500 D COMPUGEN LTD ORD M2572210 0 2 SH SHARED 2 D ELBIT SYS LTD ORD M3760D10 25 1292 SH SHARED 1292 D ELBIT SYS LTD ORD M3760D10 5 278 SH SHARED 01 278 D ELBIT SYS LTD ORD M3760D10 3 156 SH SHARED 14 156 D FUNDTECH LTD ORD M4709510 7 900 SH SHARED 900 D GIVEN IMAGING ORD SHS M5202010 56 1599 SH SHARED 1599 D GIVEN IMAGING ORD SHS M5202010 1705 48222 SH SHARED 02 48222 D INTERNET GOLD-GOLDEN LINES L ORD M5659510 12 2608 SH SHARED 2608 D INTERNET GOLD-GOLDEN LINES L ORD M5659510 1 382 SH SHARED 01 382 D LANOPTICS LTD ORD M6706C10 937 151143 SH SHARED 151143 D LIPMAN ELECTRONIC ENGINEERIN ORD M6772H10 51 1000 SH SHARED 01 1000 D LIPMAN ELECTRONIC ENGINEERIN ORD M6772H10 1873 36300 SH SHARED 10 36300 D MAGAL SECURITY SYS LTD ORD M6786D10 247 13188 SH SHARED 13188 D MAGAL SECURITY SYS LTD ORD M6786D10 12 656 SH SHARED 01 656 D MIND C T I LTD ORD M7024010 36 7693 SH SHARED 7693 D MIND C T I LTD ORD M7024010 8 1907 SH SHARED 01 1907 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 235 15808 SH SHARED 15808 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 34 2309 SH SHARED 01 2309 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 14 1000 SH SHARED 02 1000 D OPTIBASE LTD ORD M7524R10 116 20384 SH SHARED 20384 D OPTIBASE LTD ORD M7524R10 28 5054 SH SHARED 01 5054 D ORBOTECH LTD ORD M7525310 116 5704 SH SHARED 5704 D ORCKIT COMMUNICATIONS LTD SHS NEW M7531S20 1 56 SH SHARED 56 D RADVISION LTD ORD M8186910 0 47 SH SHARED 47 D RADWARE LTD ORD M8187310 1658 97328 SH SHARED 97328 D RADWARE LTD ORD M8187310 318 18691 SH SHARED 01 18691 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 682 15693 SH SHARED 15693 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 1233 28345 SH SHARED 01 22045 5500 800 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 2159 49654 SH SHARED 02 49654 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 3915 90000 SH SHARED 04 90000 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 2866 65900 SH SHARED 10 65900 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 73 1700 SH SHARED 14 1700 D TECNOMATIX TECHNOLOGIES LTD ORD M8743P10 69 5321 SH SHARED 5321 D TECNOMATIX TECHNOLOGIES LTD ORD M8743P10 17 1319 SH SHARED 01 1319 D TOWER SEMICONDUCTOR LTD ORD M8791510 0 60 SH SHARED 60 D VERISITY LTD ORD M9738511 281 46984 SH SHARED 46984 D VERISITY LTD ORD M9738511 55 9220 SH SHARED 01 9220 D VOCALTEC COMMUNICATIONS LTD ORD M9760110 40 19940 SH SHARED 19940 D VOCALTEC COMMUNICATIONS LTD ORD M9760110 8 4161 SH SHARED 01 4161 D ASM INTL N V COM N0704510 46737 2260037 SH SHARED 2260037 D ASM INTL N V COM N0704510 116 5639 SH SHARED 01 5639 D ASM INTL N V COM N0704510 1764 85344 SH SHARED 02 85344 D ASM INTL N V COM N0704510 1406 68000 SH SHARED 06 68000 D ASM INTL N V COM N0704510 620 30000 SH SHARED 10 30000 D ASML HLDG NV N Y SHS N0705911 11432 668183 SH SHARED 666283 1900 D ASML HLDG NV N Y SHS N0705911 17118 1000514 SH SHARED 01 962165 9300 29049 D ASML HLDG NV N Y SHS N0705911 2060 120417 SH SHARED 02 120417 D ASML HLDG NV N Y SHS N0705911 1711 100000 SH SHARED 04 100000 D ASML HLDG NV N Y SHS N0705911 20117 1175765 SH SHARED 10 1175765 D ASML HLDG NV N Y SHS N0705911 1415 82700 SH SHARED 14 82700 D CNH GLOBAL N V SHS NEW N2093520 283 13726 SH SHARED 13726 D CNH GLOBAL N V SHS NEW N2093520 5 258 SH SHARED 02 258 D CORE LABORATORIES N V COM N2271710 1492 64895 SH SHARED 64895 D 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COM 00205010 358 9924 SH SHARED 8924 1000 D ASA LTD COM 00205010 66 1846 SH SHARED 01 1846 D ATMI INC NOTE 5.250%11/1 00207RAC 25388 19351000 PRN SHARED 19351000 D ATMI INC COM 00207R10 3189 116800 SH SHARED 116800 D ATMI INC COM 00207R10 1015 37178 SH SHARED 37178 D ATMI INC COM 00207R10 10979 402027 SH SHARED 01 379600 3527 18900 D ATMI INC COM 00207R10 194 7128 SH SHARED 02 4028 3100 D ATMI INC COM 00207R10 8144 298211 SH SHARED 10 298211 D ASAT HLDGS LTD SPONSORED ADR 00208B10 140 70550 SH SHARED 70550 D ASAT HLDGS LTD SPONSORED ADR 00208B10 14 7425 SH SHARED 02 7425 D ATS MED INC COM 00208310 1 318 SH SHARED 02 318 D AT&T WIRELESS SVCS INC COM 00209A10 382926 26740647 SH SHARED 26167006 573641 D AT&T WIRELESS SVCS INC COM 00209A10 63926 4464143 SH SHARED 01 1969829 19800 2474514 D AT&T WIRELESS SVCS INC COM 00209A10 357 24957 SH SHR/OTHR 01 10910 14047 D AT&T WIRELESS SVCS INC COM 00209A10 93518 6530591 SH SHARED 02 6530591 D AT&T WIRELESS SVCS INC COM 00209A10 777 54300 SH SHARED 03 54300 D AT&T WIRELESS SVCS INC COM 00209A10 24853 1735558 SH SHARED 04 1735558 D AT&T WIRELESS SVCS INC COM 00209A10 30272 2114002 SH SHARED 05 1384176 729826 D AT&T WIRELESS SVCS INC COM 00209A10 2543 177617 SH SHARED 06 174617 3000 D AT&T WIRELESS SVCS INC COM 00209A10 1651 115317 SH SHARED 07 115317 D AT&T WIRELESS SVCS INC COM 00209A10 2178 152100 SH SHARED 09 152100 D AT&T WIRELESS SVCS INC COM 00209A10 118240 8256989 SH SHARED 10 8256989 D AT&T WIRELESS SVCS INC COM 00209A10 675 47192 SH SHARED 14 47192 D ATA HOLDINGS CORP COM 00209H10 27 5155 SH SHARED 5155 D ATA HOLDINGS CORP COM 00209H10 6 1278 SH SHARED 01 1278 D ATA HOLDINGS CORP COM 00209H10 884 168504 SH SHARED 02 168504 D AU OPTRONICS CORP SPONSORED ADR 00225510 50442 3087082 SH SHARED 3087082 D AU OPTRONICS CORP SPONSORED ADR 00225510 888 54400 SH SHARED 01 54400 D AU OPTRONICS CORP SPONSORED ADR 00225510 1472 90095 SH SHARED 02 90095 D AU OPTRONICS CORP SPONSORED ADR 00225510 1503 91990 SH SHARED 04 91990 D AU 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2027 40440 SH SHARED 02 40440 D ALBERTO CULVER CO COM 01306810 1736 34640 SH SHARED 10 34640 D ALBERTSONS INC COM 01310410 920 34700 SH SHARED 34700 D ALBERTSONS INC COM 01310410 33914 1277873 SH SHARED 1277873 D ALBERTSONS INC COM 01310410 5903 222453 SH SHARED 01 87278 135175 D ALBERTSONS INC COM 01310410 212 8000 SH SHR/OTHR 01 8000 D ALBERTSONS INC COM 01310410 4692 176826 SH SHARED 02 176826 D ALBERTSONS INC COM 01310410 1061 40000 SH SHARED 03 40000 D ALBERTSONS INC COM 01310410 1963 74000 SH SHARED 04 74000 D ALBERTSONS INC COM 01310410 112 4241 SH SHARED 05 326 3915 D ALBERTSONS INC COM 01310410 82 3100 SH SHARED 06 2600 500 D ALBERTSONS INC COM 01310410 4271 160959 SH SHARED 10 160959 D ALBERTSONS INC COM 01310410 82 3100 SH SHARED 14 3100 D ALCAN INC COM 01371610 379282 9161402 SH SHARED 9147927 13475 D ALCAN INC COM 01371610 11253 271835 SH SHARED 01 267659 4176 D ALCAN INC COM 01371610 8 200 SH SHR/OTHR 01 200 D ALCAN INC COM 01371610 8599 207718 SH SHARED 02 207718 D ALCAN INC COM 01371610 7245 175000 SH SHARED 04 175000 D ALCAN INC COM 01371610 868 20970 SH SHARED 05 379 20591 D ALCAN INC COM 01371610 95 2300 SH SHARED 06 800 1500 D ALCAN INC COM 01371610 58 1404 SH SHARED 10 1404 D ALCAN INC COM 01371610 2588 62530 SH SHARED 14 62530 D ALCOA INC COM 01381710 253976 7689271 SH SHARED 7481857 207414 D ALCOA INC COM 01381710 85212 2579837 SH SHARED 01 1299229 8500 1272108 D ALCOA INC COM 01381710 506 15342 SH SHR/OTHR 01 1400 13942 D ALCOA INC COM 01381710 16910 511986 SH SHARED 02 511986 D ALCOA INC COM 01381710 465 14100 SH SHARED 03 14100 D ALCOA INC COM 01381710 23510 711800 SH SHARED 04 711800 D ALCOA INC COM 01381710 19745 597794 SH SHARED 05 359800 237994 D ALCOA INC COM 01381710 5638 170714 SH SHARED 06 169014 1700 D ALCOA INC COM 01381710 931 28200 SH SHARED 07 28200 D ALCOA INC COM 01381710 1354 41000 SH SHARED 09 41000 D ALCOA INC COM 01381710 101910 3085392 SH SHARED 10 3085392 D ALCOA INC COM 01381710 207 6286 SH SHARED 14 6286 D ALCATEL SPONSORED ADR 01390430 534 34513 SH SHARED 34513 D ALCATEL SPONSORED ADR 01390430 146 9445 SH SHARED 01 7829 1616 D ALCATEL SPONSORED ADR 01390430 40 2600 SH SHARED 10 2600 D ALDERWOODS GROUP INC COM 01438310 547 44854 SH SHARED 44854 D ALDERWOODS GROUP INC COM 01438310 0 40 SH SHARED 02 40 D ALEXANDER & BALDWIN INC COM 01448210 2570 76842 SH SHARED 76842 D ALEXANDER & BALDWIN INC COM 01448210 404 12092 SH SHARED 01 12092 D ALEXANDER & BALDWIN INC COM 01448210 50 1500 SH SHR/OTHR 01 1500 D ALEXANDER & BALDWIN INC COM 01448210 537 16071 SH SHARED 02 16071 D ALEXANDERS INC COM 01475210 329 1963 SH SHARED 1963 D ALEXANDERS INC COM 01475210 268 1600 SH SHARED 01 1600 D ALEXANDERS INC COM 01475210 94 562 SH SHARED 02 562 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 1159 20426 SH SHARED 20426 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 1947 34300 SH SHARED 01 34300 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 6 120 SH SHARED 02 120 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 505 8900 SH SHARED 10 8900 D ALEXION PHARMACEUTICALS INC NOTE 5.750% 3/1 015351AB 2 3000 PRN SHARED 01 3000 D ALEXION PHARMACEUTICALS INC COM 01535110 854 45940 SH SHARED 45940 D ALEXION PHARMACEUTICALS INC COM 01535110 52 2800 SH SHARED 01 2800 D ALEXION PHARMACEUTICALS INC COM 01535110 78 4212 SH SHARED 02 4212 D ALEXION PHARMACEUTICALS INC COM 01535110 3943 212000 SH SHARED 04 212000 D ALEXION PHARMACEUTICALS INC COM 01535110 186 10000 SH SHARED 06 10000 D ALEXION PHARMACEUTICALS INC COM 01535110 186 10000 SH SHARED 10 10000 D ALEXION PHARMACEUTICALS INC COM 01535110 29 1600 SH SHARED 14 1600 D ALFA CORP COM 01538510 1643 117405 SH SHARED 117405 D ALFA CORP COM 01538510 33 2400 SH SHARED 01 2400 D ALFA CORP COM 01538510 115 8222 SH SHARED 02 8222 D ALICO INC COM 01623010 2155 53681 SH SHARED 53681 D ALICO INC COM 01623010 24 598 SH SHARED 02 598 D ALIGN TECHNOLOGY INC COM 01625510 1141 60069 SH SHARED 60069 D ALIGN TECHNOLOGY INC COM 01625510 2171 114300 SH SHARED 01 114300 D ALIGN TECHNOLOGY INC COM 01625510 1431 75348 SH SHARED 02 75348 D ALIGN TECHNOLOGY INC COM 01625510 665 35000 SH SHARED 10 35000 D ALKERMES INC COM 01642T10 1917 140968 SH SHARED 140968 D ALKERMES INC COM 01642T10 597 43940 SH SHR/OTHR 43940 D ALKERMES INC COM 01642T10 875 64390 SH SHARED 01 53390 11000 D ALKERMES INC COM 01642T10 0 64 SH SHARED 02 64 D ALKERMES INC COM 01642T10 20960 1541200 SH SHARED 04 1541200 D ALKERMES INC COM 01642T10 544 40000 SH SHARED 06 40000 D ALKERMES INC COM 01642T10 5110 375800 SH SHARED 10 375800 D ALKERMES INC COM 01642T10 187 13800 SH SHARED 14 13800 D ALLEGHANY CORP DEL COM 01717510 35 123 SH SHARED 123 D ALLEGHANY CORP DEL COM 01717510 751 2620 SH SHARED 01 2620 D ALLEGHANY CORP DEL COM 01717510 145 506 SH SHARED 02 506 D ALLEGHENY ENERGY INC COM 01736110 14676 952380 SH SHARED 882514 69866 D ALLEGHENY ENERGY INC COM 01736110 5077 329472 SH SHARED 01 326472 3000 D ALLEGHENY ENERGY INC COM 01736110 1393 90440 SH SHARED 02 90440 D ALLEGHENY ENERGY INC COM 01736110 40715 2642145 SH SHARED 05 2257480 384665 D ALLEGHENY ENERGY INC COM 01736110 32881 2133800 SH SHARED 06 867800 1266000 D ALLEGHENY ENERGY INC COM 01736110 9396 609793 SH SHARED 10 609793 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 9445 523317 SH SHARED 523317 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 212 11787 SH SHARED 01 11787 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 1010 55991 SH SHARED 02 55991 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 619 34344 SH SHARED 10 34344 D ALLERGAN INC NOTE 11/0 018490AE 24080 22717000 PRN SHARED 22717000 D ALLERGAN INC COM 01849010 37017 413513 SH SHARED 406784 6729 D ALLERGAN INC COM 01849010 23856 266492 SH SHARED 01 85687 5700 175105 D ALLERGAN INC COM 01849010 8 100 SH SHR/OTHR 01 100 D ALLERGAN INC COM 01849010 8407 93912 SH SHARED 02 93912 D ALLERGAN INC COM 01849010 626 7000 SH SHARED 04 7000 D ALLERGAN INC COM 01849010 11538 128889 SH SHARED 05 81185 47704 D ALLERGAN INC COM 01849010 698 7800 SH SHARED 06 7800 D ALLERGAN INC COM 01849010 619 6917 SH SHARED 07 6917 D ALLERGAN INC COM 01849010 895 10000 SH SHARED 09 10000 D ALLERGAN INC COM 01849010 44580 497998 SH SHARED 10 497998 D ALLERGAN INC COM 01849010 5502 61463 SH SHARED 14 61463 D ALLETE INC COM 01852210 17238 517672 SH SHARED 517672 D ALLETE INC COM 01852210 1022 30701 SH SHARED 01 30701 D ALLETE INC COM 01852210 987 29666 SH SHARED 02 29666 D ALLIANCE ATLANTIS COMMUNICAT CL B NON-VTG 01853E20 642 34900 SH SHARED 02 34900 D ALLIANCE CALIF MUN INCOME FD COM 01854610 79 6145 SH SHARED 6145 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 1574 46382 SH SHARED 46382 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 239 7055 SH SHARED 01 5755 1300 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 220 6500 SH SHR/OTHR 01 6500 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 13 400 SH SHARED 02 400 D ALLIANCE DATA SYSTEMS CORP COM 01858110 959 22700 SH SHARED 22700 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1681 39800 SH SHARED 01 39800 D ALLIANCE DATA SYSTEMS CORP COM 01858110 7442 176161 SH SHARED 02 176161 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1525 36110 SH SHARED 10 36110 D ALLIANCE GAMING CORP COM NEW 01859P60 2289 133414 SH SHARED 133414 D ALLIANCE GAMING CORP COM NEW 01859P60 2891 168496 SH SHARED 01 168496 D ALLIANCE GAMING CORP COM NEW 01859P60 214 12485 SH SHARED 02 12485 D ALLIANCE GAMING CORP COM NEW 01859P60 193 11300 SH SHARED 10 11300 D ALLIANCE IMAGING INC COM NEW 01860620 55 12100 SH SHARED 12100 D ALLIANCE IMAGING INC COM NEW 01860620 4 1064 SH SHARED 02 1064 D ALLIANCE NATL MUN INCOME FD COM 01864U10 96 7418 SH SHARED 7418 D ALLIANCE NATL MUN INCOME FD COM 01864U10 124 9598 SH SHARED 02 9598 D ALLIANCE NEW YORK MUN INC FD COM 01871410 21 1693 SH SHARED 1693 D ALLIANCE SEMICONDUCTOR CORP COM 01877H10 386 64984 SH SHARED 64984 D ALLIANCE SEMICONDUCTOR CORP COM 01877H10 67 11303 SH SHARED 01 11303 D ALLIANCE SEMICONDUCTOR CORP COM 01877H10 46 7855 SH SHARED 02 7855 D ALLIANCE RES PARTNER L P UT LTD PART 01877R10 290 6229 SH SHARED 6229 D ALLIANCE RES PARTNER L P UT LTD PART 01877R10 43 929 SH SHARED 01 929 D ALLIANCE WORLD DLR GV FD II COM 01879R10 3509 317848 SH SHARED 317848 D ALLIANCE WORLD DLR GV FD II COM 01879R10 44 4000 SH SHARED 01 4000 D ALLIANCE WORLD DLR GV FD INC COM 01879610 30 2759 SH SHARED 2759 D ALLIANT ENERGY CORP COM 01880210 15930 610817 SH SHARED 610817 D ALLIANT ENERGY CORP COM 01880210 868 33304 SH SHARED 01 33304 D ALLIANT ENERGY CORP COM 01880210 960 36814 SH SHARED 02 36814 D ALLIANT ENERGY CORP COM 01880210 362 13900 SH SHARED 10 13900 D ALLIANT TECHSYSTEMS INC COM 01880410 215 3400 SH SHARED 3400 D ALLIANT TECHSYSTEMS INC COM 01880410 9518 150272 SH SHARED 150272 D ALLIANT TECHSYSTEMS INC COM 01880410 3124 49322 SH SHARED 01 47429 1893 D ALLIANT TECHSYSTEMS INC COM 01880410 1162 18349 SH SHR/OTHR 01 18349 D ALLIANT TECHSYSTEMS INC COM 01880410 1009 15937 SH SHARED 02 15937 D ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 01880510 16573 1513534 SH SHARED 1513534 D ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 01880510 879 80287 SH SHARED 01 2566 77721 D ALLIED CAP CORP NEW COM 01903Q10 1458 59710 SH SHARED 59710 D ALLIED CAP CORP NEW COM 01903Q10 4116 168570 SH SHARED 01 166670 1900 D ALLIED CAP CORP NEW COM 01903Q10 59 2454 SH SHR/OTHR 01 2454 D ALLIED CAP CORP NEW COM 01903Q10 336 13799 SH SHARED 02 13799 D ALLIED CAP CORP NEW COM 01903Q10 3592 147095 SH SHARED 10 147095 D ALLIED DEFENSE GROUP INC COM 01911810 15 876 SH SHARED 876 D ALLIED DEFENSE GROUP INC COM 01911810 3 217 SH SHARED 01 217 D ALLIED DOMECQ PLC SPON ADR NEW 01912120 1734 50000 SH SHARED 50000 D ALLIED IRISH BKS P L C SPON ADR ORD 01922840 61 1969 SH SHARED 1969 D ALLIED IRISH BKS P L C SPON ADR ORD 01922840 115 3718 SH SHARED 01 218 3500 D ALLIED IRISH BKS P L C SPON ADR ORD 01922840 824 26600 SH SHARED 02 26600 D ALLIED WASTE INDS INC SDCV 4.250% 4/1 019589AD 7 8000 PRN SHARED 02 8000 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 10218 775332 SH SHARED 775332 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 1303 98868 SH SHARED 01 98868 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 2487 188744 SH SHARED 02 188744 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 36016 2732656 SH SHARED 10 2732656 D ALLIED WASTE INDS INC PFD SR C CONV 01958960 21569 302600 SH SHARED 302600 D ALLIED WASTE INDS INC PFD SR C CONV 01958960 11753 164892 SH SHARED 02 164892 D ALLIED WASTE INDS INC PFD SR C CONV 01958960 305 4285 SH SHARED 10 4285 D ALLMERICA FINL CORP COM 01975410 1533 45367 SH SHARED 45367 D ALLMERICA FINL CORP COM 01975410 1880 55644 SH SHARED 01 55389 255 D ALLMERICA FINL CORP COM 01975410 1003 29697 SH SHARED 02 29697 D ALLMERICA FINL CORP COM 01975410 43 1300 SH SHARED 10 1300 D ALLOS THERAPEUTICS INC COM 01977710 39 17703 SH SHARED 17703 D ALLOS THERAPEUTICS INC COM 01977710 0 397 SH SHARED 01 397 D ALLOS THERAPEUTICS INC COM 01977710 82 36490 SH SHARED 02 36490 D ALLOY INC COM 01985510 238 38784 SH SHARED 38784 D ALLOY INC COM 01985510 9 1516 SH SHARED 01 1516 D ALLOY INC COM 01985510 84 13788 SH SHARED 02 13788 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 446 56896 SH SHARED 56896 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 2501 319068 SH SHARED 01 308168 10900 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 23 3015 SH SHARED 02 3015 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 1142 145700 SH SHARED 10 145700 D ALLMERICA SECS TR SH BEN INT 01992110 5 648 SH SHARED 648 D ALLSTATE CORP COM 02000210 926 19900 SH SHARED 19900 D ALLSTATE CORP COM 02000210 199625 4288400 SH SHARED 4230617 57783 D ALLSTATE CORP COM 02000210 63736 1369213 SH SHARED 01 1038221 1000 329992 D ALLSTATE CORP COM 02000210 2857 61380 SH SHR/OTHR 01 350 61030 D ALLSTATE CORP COM 02000210 19668 422531 SH SHARED 02 422531 D ALLSTATE CORP COM 02000210 3910 84000 SH SHARED 04 84000 D ALLSTATE CORP COM 02000210 10488 225319 SH SHARED 05 178970 46349 D ALLSTATE CORP COM 02000210 6623 142284 SH SHARED 06 140984 1300 D ALLSTATE CORP COM 02000210 88 1900 SH SHARED 07 1900 D ALLSTATE CORP COM 02000210 47072 1011222 SH SHARED 10 1011222 D ALLSTATE CORP COM 02000210 246 5300 SH SHARED 14 5300 D ALLTEL CORP COM 02003910 37573 742274 SH SHARED 742274 D ALLTEL CORP COM 02003910 49429 976476 SH SHARED 01 108167 868309 D ALLTEL CORP COM 02003910 4946 97719 SH SHR/OTHR 01 1200 96519 D ALLTEL CORP COM 02003910 8203 162063 SH SHARED 02 162063 D ALLTEL CORP COM 02003910 2536 50100 SH SHARED 04 50100 D ALLTEL CORP COM 02003910 19243 380157 SH SHARED 05 251643 128514 D ALLTEL CORP COM 02003910 1150 22733 SH SHARED 07 22733 D ALLTEL CORP COM 02003910 1493 29500 SH SHARED 09 29500 D ALLTEL CORP COM 02003910 57775 1141356 SH SHARED 10 1141356 D ALLTEL CORP COM 02003910 815 16119 SH SHARED 14 16119 D ALLTEL CORP CORP UNT 7.75% 02003982 511 10206 SH SHARED 10206 D ALLTEL CORP CORP UNT 7.75% 02003982 762 15198 SH SHARED 01 15198 D ALLTEL CORP CORP UNT 7.75% 02003982 1266 25255 SH SHARED 02 25255 D ALPHARMA INC NOTE 3.000% 6/0 020813AD 38022 31398000 PRN SHARED 31398000 D ALPHARMA INC CL A 02081310 859 41947 SH SHARED 41947 D ALPHARMA INC CL A 02081310 4121 201253 SH SHARED 01 201253 D ALPHARMA INC CL A 02081310 36 1786 SH SHARED 02 1786 D ALPHARMA INC CL A 02081310 3485 170200 SH SHARED 10 170200 D ALSTOM SPONSORED ADR 02124410 27 24174 SH SHARED 24174 D ALSTOM SPONSORED ADR 02124410 5 4829 SH SHARED 01 4829 D ALTAIR NANOTECHNOLOGIES INC COM 02137310 13 6000 SH SHARED 01 6000 D ALTANA AKTIENGESELLSCHAFT SPONSORED ADR 02143N10 211 3510 SH SHARED 01 3510 D ALTEON INC COM 02144G10 63 54190 SH SHARED 02 54190 D ALTERA CORP COM 02144110 50621 2284357 SH SHARED 2248523 35834 D ALTERA CORP COM 02144110 27330 1233338 SH SHARED 01 101768 17200 1114370 D ALTERA CORP COM 02144110 48 2176 SH SHR/OTHR 01 2176 D ALTERA CORP COM 02144110 6493 293040 SH SHARED 02 293040 D ALTERA CORP COM 02144110 24560 1108322 SH SHARED 05 704992 403330 D ALTERA CORP COM 02144110 4352 196400 SH SHARED 06 95800 100600 D ALTERA CORP COM 02144110 1228 55415 SH SHARED 07 55415 D ALTERA CORP COM 02144110 1790 80800 SH SHARED 09 80800 D ALTERA CORP COM 02144110 65202 2942331 SH SHARED 10 2942331 D ALTERA CORP COM 02144110 1044 47126 SH SHARED 14 47126 D ALTIRIS INC COM 02148M10 546 19800 SH SHARED 19800 D ALTIRIS INC COM 02148M10 596 21600 SH SHARED 01 21600 D ALTIRIS INC COM 02148M10 25 921 SH SHARED 02 921 D ALTRIA GROUP INC COM 02209S10 496 9913 SH SHARED 9913 D ALTRIA GROUP INC COM 02209S10 6039556120670464 SH SHARED 120571628 98836 D ALTRIA GROUP INC COM 02209S10 70738 1413355 SH SHARED 01 961401 451954 D ALTRIA GROUP INC COM 02209S10 113872 2275172 SH SHR/OTHR 01 14550 2260622 D ALTRIA GROUP INC COM 02209S10 94833 1894782 SH SHARED 02 1894782 D ALTRIA GROUP INC COM 02209S10 142332 2843800 SH SHARED 04 2843800 D ALTRIA GROUP INC COM 02209S10 14782 295364 SH SHARED 05 165052 130312 D ALTRIA GROUP INC COM 02209S10 14658 292879 SH SHARED 06 239249 53630 D ALTRIA GROUP INC COM 02209S10 864 17274 SH SHARED 07 17274 D ALTRIA GROUP INC COM 02209S10 645763 12902361 SH SHARED 10 12902361 D ALTRIA GROUP INC COM 02209S10 9491 189634 SH SHARED 14 189634 D ALUMINA LTD SPONSORED ADR 02220510 75 5050 SH SHARED 5050 D ALZA CORP SDCV 7/2 02261WAB 6382 8310000 PRN SHARED 02 8310000 D ALZA CORP SDCV 7/2 02261WAB 1536 2000000 PRN SHARED 06 2000000 D ALZA CORP DEL NOTE 7/1 022615AC 2779 2090000 PRN SHARED 2090000 D AMAZON COM INC NOTE 4.750% 2/0 023135AF 92 93000 PRN SHARED 93000 D AMAZON COM INC NOTE 4.750% 2/0 023135AF 58207 58324000 PRN SHARED 02 58324000 D AMAZON COM INC COM 02313510 40405 742751 SH SHARED 737712 5039 D AMAZON COM INC COM 02313510 1611 29616 SH SHARED 01 20941 8675 D AMAZON COM INC COM 02313510 5 100 SH SHR/OTHR 01 100 D AMAZON COM INC COM 02313510 8755 160952 SH SHARED 02 160952 D AMAZON COM INC COM 02313510 17990 330700 SH SHARED 04 330700 D AMAZON COM INC COM 02313510 10 200 SH SHARED 05 200 D AMAZON COM INC COM 02313510 276 5078 SH SHARED 06 4678 400 D AMAZON COM INC COM 02313510 32 600 SH SHARED 07 600 D AMAZON COM INC COM 02313510 1115 20505 SH SHARED 10 20505 D AMAZON COM INC COM 02313510 203 3735 SH SHARED 14 3735 D AMBAC FINL GROUP INC COM 02313910 73145 995990 SH SHARED 993277 2713 D AMBAC FINL GROUP INC COM 02313910 25017 340650 SH SHARED 01 71540 269110 D AMBAC FINL GROUP INC COM 02313910 688 9375 SH SHR/OTHR 01 9375 D AMBAC FINL GROUP INC COM 02313910 3714 50574 SH SHARED 02 50574 D AMBAC FINL GROUP INC COM 02313910 16477 224364 SH SHARED 05 150050 74314 D AMBAC FINL GROUP INC COM 02313910 697 9500 SH SHARED 06 9500 D AMBAC FINL GROUP INC COM 02313910 964 13138 SH SHARED 07 13138 D AMBAC FINL GROUP INC COM 02313910 1336 18200 SH SHARED 09 18200 D AMBAC FINL GROUP INC COM 02313910 46381 631560 SH SHARED 10 631560 D AMBAC FINL GROUP INC COM 02313910 73 1000 SH SHARED 14 1000 D AMBASSADORS GROUP INC COM 02317710 182 7752 SH SHARED 7752 D AMBASSADORS GROUP INC COM 02317710 0 4 SH SHARED 02 4 D AMBASSADORS INTL INC COM 02317810 4 348 SH SHARED 348 D AMBASSADORS INTL INC COM 02317810 1 86 SH SHARED 01 86 D AMBASSADORS INTL INC COM 02317810 110 8662 SH SHARED 02 8662 D AMCOR LTD ADR NEW 02341R30 382 19800 SH SHARED 02 19800 D AMCOL INTL CORP COM 02341W10 424 22417 SH SHARED 22417 D AMCOL INTL CORP COM 02341W10 17 900 SH SHARED 01 900 D AMCOL INTL CORP COM 02341W10 0 24 SH SHARED 02 24 D AMCOL INTL CORP COM 02341W10 9 500 SH SHARED 10 500 D AMEDISYS INC COM 02343610 340 10300 SH SHARED 10300 D AMEDISYS INC COM 02343610 4020 121700 SH SHARED 01 121700 D AMEDISYS INC COM 02343610 901 27287 SH SHARED 02 27287 D AMERADA HESS CORP COM 02355110 934 11800 SH SHARED 11800 D AMERADA HESS CORP COM 02355110 21957 277276 SH SHARED 272016 5260 D AMERADA HESS CORP COM 02355110 2059 26007 SH SHARED 01 23219 2788 D AMERADA HESS CORP COM 02355110 565 7138 SH SHR/OTHR 01 7138 D AMERADA HESS CORP COM 02355110 4555 57521 SH SHARED 02 57521 D AMERADA HESS CORP COM 02355110 11630 146869 SH SHARED 05 131627 15242 D AMERADA HESS CORP COM 02355110 118 1500 SH SHARED 07 1500 D AMERADA HESS CORP COM 02355110 3719 46967 SH SHARED 10 46967 D AMERADA HESS CORP COM 02355110 39 500 SH SHARED 14 500 D AMERADA HESS CORP PFD CV ACES 7% 02355140 2898 40000 SH SHARED 20000 20000 D AMERADA HESS CORP PFD CV ACES 7% 02355140 1499 20700 SH SHARED 10 20700 D AMERCO COM 02358610 567 24005 SH SHARED 24005 D AMERCO COM 02358610 88 3720 SH SHARED 01 3720 D AMERCO COM 02358610 8 366 SH SHARED 02 366 D AMEREN CORP COM 02360810 75162 1749582 SH SHARED 1749582 D AMEREN CORP COM 02360810 3755 87409 SH SHARED 01 73464 13945 D AMEREN CORP COM 02360810 159 3720 SH SHR/OTHR 01 3720 D AMEREN CORP COM 02360810 4034 93904 SH SHARED 02 93904 D AMEREN CORP COM 02360810 15895 370000 SH SHARED 04 370000 D AMEREN CORP COM 02360810 27 638 SH SHARED 05 200 438 D AMEREN CORP COM 02360810 96 2250 SH SHARED 06 2250 D AMEREN CORP COM 02360810 3038 70723 SH SHARED 10 70723 D AMEREN CORP COM 02360810 60 1400 SH SHARED 14 1400 D AMERICA ONLINE INC DEL NOTE 12/0 02364JAC 28485 45000000 PRN SHARED 45000000 D AMERICA ONLINE INC DEL NOTE 12/0 02364JAC 1 2000 PRN SHARED 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BUSINESS FINL SVCS COM 02476B10 5 1115 SH SHARED 01 1115 D AMERICAN CAPITAL STRATEGIES COM 02493710 660 23585 SH SHARED 23585 D AMERICAN CAPITAL STRATEGIES COM 02493710 1975 70497 SH SHARED 01 70497 D AMERICAN CAPITAL STRATEGIES COM 02493710 25 913 SH SHR/OTHR 01 913 D AMERICAN CAPITAL STRATEGIES COM 02493710 195 6990 SH SHARED 02 6990 D AMERICAN DENTAL PARTNERS COM 02535310 335 18742 SH SHR/OTHR 18742 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 2412 83438 SH SHARED 83438 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 11914 412118 SH SHARED 01 412118 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 1023 35406 SH SHARED 02 35406 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 7987 276300 SH SHARED 10 276300 D AMERICAN ECOLOGY CORP COM NEW 02553340 4 356 SH SHARED 356 D AMERICAN ECOLOGY CORP COM NEW 02553340 0 19 SH SHARED 01 19 D AMERICAN ELEC PWR INC COM 02553710 233768 7305271 SH SHARED 7301971 3300 D AMERICAN ELEC PWR INC COM 02553710 9402 293836 SH SHARED 01 231180 62656 D AMERICAN ELEC PWR INC COM 02553710 577 18053 SH SHR/OTHR 01 4380 13673 D AMERICAN ELEC PWR INC COM 02553710 6540 204384 SH SHARED 02 204384 D AMERICAN ELEC PWR INC COM 02553710 56 1750 SH SHARED 05 420 1330 D AMERICAN ELEC PWR INC COM 02553710 284 8900 SH SHARED 06 7700 1200 D AMERICAN ELEC PWR INC COM 02553710 10605 331434 SH SHARED 10 331434 D AMERICAN ELEC PWR INC COM 02553710 2158 67438 SH SHARED 14 67438 D AMERICAN EQTY INVT LIFE HLD COM 02567620 211 21301 SH SHARED 21301 D AMERICAN EQTY INVT LIFE HLD COM 02567620 3 399 SH SHARED 01 399 D AMERICAN EXPRESS CO COM 02581610 237777 4627829 SH SHARED 4544334 83495 D AMERICAN EXPRESS CO COM 02581610 90086 1753330 SH SHARED 01 701058 1052272 D AMERICAN EXPRESS CO COM 02581610 21980 427796 SH SHR/OTHR 01 34135 393661 D AMERICAN EXPRESS CO COM 02581610 40680 791750 SH SHARED 02 736070 55680 D AMERICAN EXPRESS CO COM 02581610 273023 5313800 SH SHARED 04 5313800 D AMERICAN EXPRESS CO COM 02581610 284 5544 SH SHARED 05 900 4644 D AMERICAN EXPRESS CO COM 02581610 3219 62660 SH SHARED 06 60660 2000 D AMERICAN EXPRESS CO COM 02581610 118 2300 SH SHARED 07 2300 D AMERICAN EXPRESS CO COM 02581610 173918 3384949 SH SHARED 10 3384949 D AMERICAN EXPRESS CO COM 02581610 2131 41479 SH SHARED 14 41479 D AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD 7209 17125000 PRN SHARED 02 17125000 D AMERICAN FINL GROUP INC OHIO COM 02593210 1401 45852 SH SHARED 45852 D AMERICAN FINL GROUP INC OHIO COM 02593210 599 19597 SH SHARED 01 19597 D AMERICAN FINL GROUP INC OHIO COM 02593210 631 20670 SH SHARED 02 20670 D AMERICAN FINL RLTY TR COM 02607P30 3184 222845 SH SHARED 222845 D AMERICAN FINL RLTY TR COM 02607P30 174 12200 SH SHARED 01 12200 D AMERICAN FINL RLTY TR COM 02607P30 10932 765000 SH SHARED 10 765000 D AMERICAN FINL RLTY TR COM 02607P30 160673 11243800 SH SHARED 11 11243800 D AMERICAN GREETINGS CORP NOTE 7.000% 7/1 026375AJ 3 2000 PRN SHARED 01 2000 D AMERICAN GREETINGS CORP NOTE 7.000% 7/1 026375AJ 182 100000 PRN SHARED 02 100000 D AMERICAN GREETINGS CORP CL A 02637510 3194 137823 SH SHARED 137823 D AMERICAN GREETINGS CORP CL A 02637510 3700 159651 SH SHARED 01 157001 2650 D AMERICAN GREETINGS CORP CL A 02637510 857 36992 SH SHARED 02 36992 D AMERICAN GREETINGS CORP CL A 02637510 370 16000 SH SHARED 06 16000 D AMERICAN GREETINGS CORP CL A 02637510 1163 50200 SH SHARED 10 50200 D AMERICAN HEALTHWAYS INC COM 02649V10 946 35548 SH SHARED 35548 D AMERICAN HEALTHWAYS INC COM 02649V10 1217 45738 SH SHARED 01 41738 4000 D AMERICAN HEALTHWAYS INC COM 02649V10 0 24 SH SHARED 02 24 D AMERICAN HEALTHWAYS INC COM 02649V10 5036 189200 SH SHARED 10 189200 D AMERICAN HOME MTG INVT CORP COM 02660R10 1077 41560 SH SHARED 41560 D AMERICAN HOME MTG INVT CORP COM 02660R10 8 317 SH SHARED 02 317 D AMERICAN HOME MTG INVT CORP COM 02660R10 6430 248000 SH SHARED 10 248000 D AMERICAN INDEPENDENCE CORP COM NEW 02676040 21 1295 SH SHARED 01 1295 D AMERICAN INTL GROUP INC NOTE 0.500% 5/1 026874AN 19 20000 PRN SHARED 01 20000 D AMERICAN INTL GROUP INC NOTE 0.500% 5/1 026874AN 26 28000 PRN SHARED 02 28000 D AMERICAN INTL GROUP INC DBCV 11/0 026874AP 26240 40000000 PRN SHARED 40000000 D AMERICAN INTL GROUP INC DBCV 11/0 026874AP 1771 2700000 PRN SHARED 06 2700000 D AMERICAN INTL GROUP INC COM 02687410 1034943 14519415 SH SHARED 14393843 125572 D AMERICAN INTL GROUP INC COM 02687410 286253 4015907 SH SHARED 01 1379815 2636092 D AMERICAN INTL GROUP INC COM 02687410 85675 1201964 SH SHR/OTHR 01 96358 1105606 D AMERICAN INTL GROUP INC COM 02687410 107585 1509332 SH SHARED 02 1509332 D AMERICAN INTL GROUP INC COM 02687410 24665 346040 SH SHARED 03 346040 D AMERICAN INTL GROUP INC COM 02687410 10627 149100 SH SHARED 04 149100 D AMERICAN INTL GROUP INC COM 02687410 59345 832567 SH SHARED 05 501250 331317 D AMERICAN INTL GROUP INC COM 02687410 9323 130797 SH SHARED 06 127597 3200 D AMERICAN INTL GROUP INC COM 02687410 3203 44946 SH SHARED 07 44946 D AMERICAN INTL GROUP INC COM 02687410 3029 42500 SH SHARED 09 42500 D AMERICAN INTL GROUP INC COM 02687410 448753 6295639 SH SHARED 10 6295639 D AMERICAN INTL GROUP INC COM 02687410 5406 75845 SH SHARED 14 75845 D AMERICAN ITALIAN PASTA CO CL A 02707010 781 25626 SH SHARED 25626 D AMERICAN ITALIAN PASTA CO CL A 02707010 46 1513 SH SHARED 01 1513 D AMERICAN ITALIAN PASTA CO CL A 02707010 67 2200 SH SHR/OTHR 01 2200 D AMERICAN ITALIAN PASTA CO CL A 02707010 9 316 SH SHARED 02 316 D AMERICAN LD LEASE INC COM 02711810 1 100 SH SHARED 100 D AMERICAN LD LEASE INC COM 02711810 146 7746 SH SHARED 02 7746 D AMERICAN MED SYS HLDGS INC COM 02744M10 812 24100 SH SHARED 24100 D AMERICAN MED SYS HLDGS INC COM 02744M10 251 7475 SH SHR/OTHR 7475 D AMERICAN MED SYS HLDGS INC COM 02744M10 2 80 SH SHARED 02 80 D AMERICAN MED SEC GROUP INC COM 02744P10 342 12570 SH SHARED 12570 D AMERICAN MED SEC GROUP INC COM 02744P10 17 640 SH SHARED 02 640 D AMERICAN MTG ACCEP CO SH BEN INT 02756810 117 8549 SH SHARED 8549 D AMERICAN MTG ACCEP CO SH BEN INT 02756810 29 2119 SH SHARED 01 2119 D AMERICAN MTG ACCEP CO SH BEN INT 02756810 158 11532 SH SHARED 02 11532 D AMERICAN NATL BANKSHARES INC COM 02774510 142 6537 SH SHARED 02 6537 D AMERICAN MED ALERT CORP COM 02790410 95 21742 SH SHARED 02 21742 D AMERICAN NATL INS CO COM 02859110 143 1557 SH SHARED 1557 D AMERICAN NATL INS CO COM 02859110 158 1714 SH SHARED 01 1214 500 D AMERICAN NATL INS CO COM 02859110 46 500 SH SHR/OTHR 01 500 D AMERICAN NATL INS CO COM 02859110 321 3477 SH SHARED 02 3477 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 450 14815 SH SHARED 14815 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 241 7947 SH SHARED 01 7947 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 6570 216267 SH SHARED 02 216267 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 8141 268000 SH SHARED 04 268000 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 455 15000 SH SHARED 06 15000 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 455 15000 SH SHARED 10 15000 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 106 3500 SH SHARED 14 3500 D AMERICAN PHYSICIANS CAPITAL COM 02888410 250 10821 SH SHARED 10821 D AMERICAN PHYSICIANS CAPITAL COM 02888410 14 625 SH SHARED 01 625 D AMERICAN PHYSICIANS CAPITAL COM 02888410 47 2042 SH SHARED 02 2042 D AMERICAN PWR CONVERSION CORP COM 02906610 18031 917630 SH SHARED 917630 D AMERICAN PWR CONVERSION CORP COM 02906610 2063 105034 SH SHARED 01 94995 10039 D AMERICAN PWR CONVERSION CORP COM 02906610 176 8985 SH SHR/OTHR 01 8985 D AMERICAN PWR CONVERSION CORP COM 02906610 3816 194240 SH SHARED 02 194240 D AMERICAN PWR CONVERSION CORP COM 02906610 211 10759 SH SHARED 05 200 10559 D AMERICAN PWR CONVERSION CORP COM 02906610 25 1300 SH SHARED 06 1300 D AMERICAN PWR CONVERSION CORP COM 02906610 1497 76223 SH SHARED 10 76223 D AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 02916910 1513 70470 SH SHARED 70470 D AMERICAN RLTY INVS INC COM 02917410 27 3009 SH SHARED 3009 D AMERICAN RLTY INVS INC COM 02917410 30 3371 SH SHARED 02 3371 D AMERICAN SCIENCE & ENGR INC COM 02942910 415 19845 SH SHARED 19845 D AMERICAN SCIENCE & ENGR INC COM 02942910 68 3288 SH SHARED 01 3288 D AMERICAN STD COS INC DEL COM 02971210 22580 560180 SH SHARED 548600 11580 D AMERICAN STD COS INC DEL COM 02971210 1894 46993 SH SHARED 01 46900 93 D AMERICAN STD COS INC DEL COM 02971210 4813 119421 SH SHARED 02 119421 D AMERICAN STD COS INC DEL COM 02971210 439 10905 SH SHARED 05 10905 D AMERICAN STD COS INC DEL COM 02971210 60 1500 SH SHARED 06 1500 D AMERICAN STD COS INC DEL COM 02971210 19316 479187 SH SHARED 10 479187 D AMERICAN STD COS INC DEL COM 02971210 64 1608 SH SHARED 14 1608 D AMERICAN STS WTR CO COM 02989910 358 15439 SH SHARED 15439 D AMERICAN STS WTR CO COM 02989910 22 989 SH SHARED 01 989 D AMERICAN STS WTR CO COM 02989910 69 2982 SH SHARED 02 2982 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 982 1000000 PRN SHARED 1000000 D AMERICAN TOWER CORP NOTE 3.250% 8/0 029912AK 19521 13500000 PRN SHARED 13500000 D AMERICAN TOWER CORP CL A 02991220 608 40000 SH SHARED 40000 D AMERICAN TOWER CORP CL A 02991220 1108 72900 SH SHARED 01 72700 200 D AMERICAN TOWER CORP CL A 02991220 422 27800 SH SHARED 02 27800 D AMERICAN TOWER CORP CL A 02991220 22610 1487500 SH SHARED 10 1487500 D AMERICAN STRATEGIC INCOME II COM 03009T10 37 3135 SH SHARED 3135 D AMERICAN STRATEGIC INCM PTFL COM 03009810 0 24 SH SHARED 24 D AMERN STRATEGIC INCOME PTFL COM 03009910 21 1673 SH SHARED 1673 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 306 23400 SH SHARED 23400 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 130 10000 SH SHARED 01 10000 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 31 2395 SH SHARED 02 2395 D AMERICAN TECHNICNAL CERAMICS COM 03013710 8 940 SH SHARED 940 D AMERICAN VANGUARD CORP COM 03037110 286 8486 SH SHARED 8486 D AMERICAN VANGUARD CORP COM 03037110 30 914 SH SHARED 01 914 D AMERICAN WOODMARK CORP COM 03050610 358 5985 SH SHARED 5985 D AMERICAN WOODMARK CORP COM 03050610 21 357 SH SHARED 01 77 280 D AMERICAN WOODMARK CORP COM 03050610 66 1109 SH SHARED 02 1109 D AMERICAN WOODMARK CORP COM 03050610 58 970 SH SHARED 10 970 D AMERICANWEST BANCORPORATION COM 03058P10 187 9800 SH SHARED 9800 D AMERICANWEST BANCORPORATION COM 03058P10 0 11 SH SHARED 02 11 D AMERICREDIT CORP COM 03060R10 74 3800 SH SHARED 3800 D AMERICREDIT CORP COM 03060R10 2587 132499 SH SHARED 126999 5500 D AMERICREDIT CORP COM 03060R10 2411 123501 SH SHARED 01 123317 184 D AMERICREDIT CORP COM 03060R10 1221 62535 SH SHARED 02 62535 D AMERICREDIT CORP COM 03060R10 19856 1016700 SH SHARED 10 1016700 D AMERICAS CAR MART INC COM 03062T10 189 6300 SH SHARED 6300 D AMERICAS CAR MART INC COM 03062T10 0 24 SH SHARED 02 24 D AMERISTAR CASINOS INC COM 03070Q10 1241 36972 SH SHARED 36972 D AMERISTAR CASINOS INC COM 03070Q10 3237 96402 SH SHARED 01 96402 D AMERISTAR CASINOS INC COM 03070Q10 1 38 SH SHARED 02 38 D AMERISTAR CASINOS INC COM 03070Q10 423 12600 SH SHARED 10 12600 D AMERON INTL INC COM 03071010 366 10752 SH SHARED 10752 D AMERON INTL INC COM 03071010 16 476 SH SHARED 01 476 D AMERON INTL INC COM 03071010 54 1600 SH SHR/OTHR 01 1600 D AMERON INTL INC COM 03071010 0 8 SH SHARED 02 8 D AMERUS GROUP CO COM 03072M10 45 1100 SH SHARED 1100 D AMERUS GROUP CO COM 03072M10 3049 73654 SH SHARED 73654 D AMERUS GROUP CO COM 03072M10 1237 29880 SH SHARED 01 29880 D AMERUS GROUP CO COM 03072M10 2022 48862 SH SHARED 02 48862 D AMERUS GROUP CO COM 03072M10 8 200 SH SHARED 10 200 D AMERISOURCEBERGEN CORP COM 03073E10 46990 786055 SH SHARED 775055 11000 D AMERISOURCEBERGEN CORP COM 03073E10 5007 83759 SH SHARED 01 67279 5900 10580 D AMERISOURCEBERGEN CORP COM 03073E10 3722 62270 SH SHARED 02 62270 D AMERISOURCEBERGEN CORP COM 03073E10 45 763 SH SHARED 05 100 663 D AMERISOURCEBERGEN CORP COM 03073E10 65 1100 SH SHARED 06 900 200 D AMERISOURCEBERGEN CORP COM 03073E10 62546 1046271 SH SHARED 10 1046271 D AMERISOURCEBERGEN CORP COM 03073E10 49 828 SH SHARED 14 828 D AMERIGROUP CORP COM 03073T10 1221 24822 SH SHARED 24822 D AMERIGROUP CORP COM 03073T10 22089 448978 SH SHARED 01 429278 3100 16600 D AMERIGROUP CORP COM 03073T10 123 2504 SH SHARED 02 2504 D AMERIGROUP CORP COM 03073T10 1968 40000 SH SHARED 04 40000 D AMERIGROUP CORP COM 03073T10 14128 287155 SH SHARED 10 287155 D AMERIGROUP CORP COM 03073T10 59 1200 SH SHARED 14 1200 D AMERISERV FINL INC COM 03074A10 13 2500 SH SHARED 01 2500 D AMERITRADE HLDG CORP NEW COM 03074K10 122 10836 SH SHARED 10836 D AMERITRADE HLDG CORP NEW COM 03074K10 1543 135979 SH SHARED 01 135668 311 D AMERITRADE HLDG CORP NEW COM 03074K10 558 49219 SH SHARED 02 49219 D AMERITRADE HLDG CORP NEW COM 03074K10 2837 250000 SH SHARED 04 250000 D AMERITRADE HLDG CORP NEW COM 03074K10 10841 955200 SH SHARED 10 955200 D AMERITRADE HLDG CORP NEW COM 03074K10 35 3085 SH SHARED 14 3085 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 756 29111 SH SHARED 29111 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 41 1589 SH SHARED 01 1589 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 5 200 SH SHR/OTHR 01 200 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 7 300 SH SHARED 02 300 D AMETEK INC NEW COM 03110010 749 24252 SH SHARED 24252 D AMETEK INC NEW COM 03110010 630 20400 SH SHARED 01 20400 D AMETEK INC NEW COM 03110010 693 22432 SH SHARED 02 22432 D AMGEN INC NOTE 3/0 031162AE 136834186169000 PRN SHARED 186169000 D AMGEN INC NOTE 3/0 031162AE 6 8875 PRN SHARED 01 8875 D AMGEN INC NOTE 3/0 031162AE 60232 81949000 PRN SHARED 02 81949000 D AMGEN INC NOTE 3/0 031162AE 3491 4750000 PRN SHARED 06 4750000 D AMGEN INC COM 03116210 580 10640 SH SHARED 10640 D AMGEN INC COM 03116210 347276 6363875 SH SHARED 6254274 109601 D AMGEN INC COM 03116210 1130 20725 SH SHR/OTHR 20725 D AMGEN INC COM 03116210 138867 2544758 SH SHARED 01 1042340 22400 1480018 D AMGEN INC COM 03116210 11899 218052 SH SHR/OTHR 01 30960 187092 D AMGEN INC COM 03116210 42883 785848 SH SHARED 02 785848 D AMGEN INC COM 03116210 15928 291900 SH SHARED 03 291900 D AMGEN INC COM 03116210 117789 2158500 SH SHARED 04 2158500 D AMGEN INC COM 03116210 78783 1443710 SH SHARED 05 1115828 327882 D AMGEN INC COM 03116210 12219 223921 SH SHARED 06 102971 120950 D AMGEN INC COM 03116210 2502 45859 SH SHARED 07 45859 D AMGEN INC COM 03116210 2777 50900 SH SHARED 09 50900 D AMGEN INC COM 03116210 193603 3547810 SH SHARED 10 3547810 D AMGEN INC COM 03116210 11641 213335 SH SHARED 14 213335 D AMIS HLDGS INC COM 03153810 601 35550 SH SHARED 35550 D AMIS HLDGS INC COM 03153810 24813 1466500 SH SHARED 01 1182700 12400 271400 D AMIS HLDGS INC COM 03153810 39 2314 SH SHR/OTHR 01 2314 D AMIS HLDGS INC COM 03153810 16476 973805 SH SHARED 10 973805 D AMKOR TECHNOLOGY INC NOTE 5.000% 3/1 031652AH 2796 3000000 PRN SHARED 3000000 D AMKOR TECHNOLOGY INC NOTE 5.750% 6/0 031652AN 6337 6500000 PRN SHARED 6500000 D AMKOR TECHNOLOGY INC NOTE 5.750% 6/0 031652AN 2106 2160000 PRN SHARED 02 2160000 D AMKOR TECHNOLOGY INC COM 03165210 9140 1117394 SH SHARED 1117394 D AMKOR TECHNOLOGY INC COM 03165210 3695 451714 SH SHARED 01 451714 D AMKOR TECHNOLOGY INC COM 03165210 358 43782 SH SHARED 02 43782 D AMKOR TECHNOLOGY INC COM 03165210 53 6600 SH SHARED 10 6600 D AMPAL AMERN ISRAEL CORP CL A 03201510 14 4619 SH SHARED 4619 D AMPAL AMERN ISRAEL CORP PFD CV 6.50% 03201530 3 396 SH SHARED 01 396 D AMPCO-PITTSBURGH CORP COM 03203710 106 8264 SH SHARED 02 8264 D AMPHENOL CORP NEW CL A 03209510 3773 113259 SH SHARED 113259 D AMPHENOL CORP NEW CL A 03209510 2863 85941 SH SHARED 01 85941 D AMPHENOL CORP NEW CL A 03209510 1065 31975 SH SHARED 02 25750 6225 D AMPHENOL CORP NEW CL A 03209510 269 8100 SH SHARED 10 8100 D AMSOUTH BANCORPORATION COM 03216510 46795 1837277 SH SHARED 1718727 118550 D AMSOUTH BANCORPORATION COM 03216510 61107 2399202 SH SHARED 01 1430749 2500 965953 D AMSOUTH BANCORPORATION COM 03216510 122 4800 SH SHR/OTHR 01 4800 D AMSOUTH BANCORPORATION COM 03216510 6274 246365 SH SHARED 02 246365 D AMSOUTH BANCORPORATION COM 03216510 25 998 SH SHARED 05 998 D AMSOUTH BANCORPORATION COM 03216510 89 3500 SH SHARED 06 3000 500 D AMSOUTH BANCORPORATION COM 03216510 56103 2202736 SH SHARED 10 2202736 D AMSOUTH BANCORPORATION COM 03216510 76 3000 SH SHARED 14 3000 D AMSURG CORP COM 03232P40 721 28700 SH SHARED 28700 D AMSURG CORP COM 03232P40 482 19200 SH SHARED 01 19200 D AMSURG CORP COM 03232P40 10 430 SH SHARED 02 430 D AMSURG CORP COM 03232P40 512 20400 SH SHARED 10 20400 D AMYLIN PHARMACEUTICALS INC NOTE 2.250% 6/3 032346AB 4 4500 PRN SHARED 01 4500 D AMYLIN PHARMACEUTICALS INC NOTE 2.250% 6/3 032346AB 1503 1500000 PRN SHARED 02 1500000 D AMYLIN PHARMACEUTICALS INC COM 03234610 95 4200 SH SHARED 2000 2200 D AMYLIN PHARMACEUTICALS INC COM 03234610 1260 55300 SH SHARED 01 43100 12200 D AMYLIN PHARMACEUTICALS INC COM 03234610 1085 47600 SH SHARED 02 47600 D AMYLIN PHARMACEUTICALS INC COM 03234610 11639 510500 SH SHARED 04 510500 D AMYLIN PHARMACEUTICALS INC COM 03234610 30 1320 SH SHARED 05 1320 D AMYLIN PHARMACEUTICALS INC COM 03234610 547 24000 SH SHARED 06 24000 D AMYLIN PHARMACEUTICALS INC COM 03234610 3736 163900 SH SHARED 10 163900 D AMYLIN PHARMACEUTICALS INC COM 03234610 120 5300 SH SHARED 14 5300 D AMVESCAP PLC SPONSORED ADR 03235E10 1142 82172 SH SHARED 82172 D AMVESCAP PLC SPONSORED ADR 03235E10 89 6407 SH SHARED 01 6407 D ANADARKO PETE CORP COM 03251110 55152 941176 SH SHARED 934676 6500 D ANADARKO PETE CORP COM 03251110 68907 1175890 SH SHARED 01 1021350 154540 D ANADARKO PETE CORP COM 03251110 2116 36118 SH SHR/OTHR 01 7200 28918 D ANADARKO PETE CORP COM 03251110 7908 134963 SH SHARED 02 134963 D ANADARKO PETE CORP COM 03251110 17697 302000 SH SHARED 04 302000 D ANADARKO PETE CORP COM 03251110 1058 18067 SH SHARED 05 10200 7867 D ANADARKO PETE CORP COM 03251110 3591 61281 SH SHARED 06 60881 400 D ANADARKO PETE CORP COM 03251110 24719 421842 SH SHARED 10 421842 D ANADARKO PETE CORP COM 03251110 117 2000 SH SHARED 14 2000 D ANADIGICS INC NOTE 5.000%11/1 032515AB 2320 2425000 PRN SHARED 2425000 D ANADIGICS INC COM 03251510 157 30613 SH SHARED 30613 D ANADIGICS INC COM 03251510 5 1130 SH SHARED 02 1130 D ANALOG DEVICES INC COM 03265410 66925 1421518 SH SHARED 1421518 D ANALOG DEVICES INC COM 03265410 58937 1251849 SH SHARED 01 574822 1430 675597 D ANALOG DEVICES INC COM 03265410 987 20982 SH SHR/OTHR 01 6600 14382 D ANALOG DEVICES INC COM 03265410 11087 235504 SH SHARED 02 234532 972 D ANALOG DEVICES INC COM 03265410 3766 80000 SH SHARED 04 80000 D ANALOG DEVICES INC COM 03265410 16027 340433 SH SHARED 05 214960 125473 D ANALOG DEVICES INC COM 03265410 296 6290 SH SHARED 06 5490 800 D ANALOG DEVICES INC COM 03265410 852 18100 SH SHARED 07 18100 D ANALOG DEVICES INC COM 03265410 1228 26100 SH SHARED 09 26100 D ANALOG DEVICES INC COM 03265410 99951 2123011 SH SHARED 10 2123011 D ANALOG DEVICES INC COM 03265410 817 17365 SH SHARED 14 17365 D ANALOGIC CORP COM PAR $0.05 03265720 462 10900 SH SHARED 10900 D ANALOGIC CORP COM PAR $0.05 03265720 17 420 SH SHARED 01 420 D ANALOGIC CORP COM PAR $0.05 03265720 1 24 SH SHARED 02 24 D ANAREN INC COM 03274410 398 24387 SH SHARED 24387 D ANAREN INC COM 03274410 26 1596 SH SHARED 01 1596 D ANAREN INC COM 03274410 65 3996 SH SHARED 02 3996 D ANCHOR BANCORP WIS INC COM 03283910 843 31890 SH SHARED 31890 D ANCHOR BANCORP WIS INC COM 03283910 72 2744 SH SHARED 01 2744 D ANCHOR BANCORP WIS INC COM 03283910 103 3915 SH SHARED 02 3915 D ANCHOR GLASS CONTAINER CP NE COM NEW 03304B30 148 10984 SH SHARED 10984 D ANCHOR GLASS CONTAINER CP NE COM NEW 03304B30 4 316 SH SHARED 01 316 D ANDERSONS INC COM 03416410 5 300 SH SHARED 02 300 D ANDREW CORP NOTE 3.250% 8/1 034425AB 3857 2299000 PRN SHARED 2299000 D ANDREW CORP COM 03442510 9728 486181 SH SHARED 486181 D ANDREW CORP COM 03442510 14947 747025 SH SHARED 01 739108 5200 2717 D ANDREW CORP COM 03442510 72 3645 SH SHR/OTHR 01 3645 D ANDREW CORP COM 03442510 3599 179880 SH SHARED 02 179880 D ANDREW CORP COM 03442510 1000 50000 SH SHARED 04 50000 D ANDREW CORP COM 03442510 34 1730 SH SHARED 05 1730 D ANDREW CORP COM 03442510 17481 873639 SH SHARED 10 873639 D ANDREW CORP PFD A CV 7.75% 03442520 1567 15674 SH SHARED 15674 D ANDRX CORP DEL ANDRX GROUP 03455310 845 30265 SH SHARED 30265 D ANDRX CORP DEL ANDRX GROUP 03455310 528 18914 SH SHR/OTHR 18914 D ANDRX CORP DEL ANDRX GROUP 03455310 11652 417200 SH SHARED 01 417200 D ANDRX CORP DEL ANDRX GROUP 03455310 2306 82597 SH SHARED 02 82597 D ANDRX CORP DEL ANDRX GROUP 03455310 7183 257200 SH SHARED 10 257200 D ANGELICA CORP COM 03466310 274 10924 SH SHARED 10924 D ANGELICA CORP COM 03466310 14 576 SH SHARED 01 576 D ANGELICA CORP COM 03466310 36 1457 SH SHARED 02 1457 D ANGLO AMERN PLC ADR 03485P10 681 32654 SH SHARED 32654 D ANGLO AMERN PLC ADR 03485P10 686 32902 SH SHARED 01 10000 22902 D ANGLO AMERN PLC ADR 03485P10 480 23000 SH SHR/OTHR 01 23000 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 2036 101090 SH SHARED 101090 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 303 15060 SH SHR/OTHR 15060 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 90 4510 SH SHARED 01 4510 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 373 18531 SH SHARED 02 18531 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 7951 394600 SH SHARED 04 394600 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 241 12000 SH SHARED 06 12000 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 247 12300 SH SHARED 10 12300 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 120 6000 SH SHARED 14 6000 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 44146 1372713 SH SHARED 1371628 1085 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 264 8235 SH SHARED 01 6905 1330 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 418 13000 SH SHR/OTHR 01 13000 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 9303 289288 SH SHARED 02 289288 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 135 4200 SH SHARED 04 4200 D ANHEUSER BUSCH COS INC COM 03522910 209067 3871615 SH SHARED 3804127 67488 D ANHEUSER BUSCH COS INC COM 03522910 118541 2195206 SH SHARED 01 413213 9200 1772793 D ANHEUSER BUSCH COS INC COM 03522910 20560 380746 SH SHR/OTHR 01 15750 364996 D ANHEUSER BUSCH COS INC COM 03522910 23403 433392 SH SHARED 02 433392 D ANHEUSER BUSCH COS INC COM 03522910 12700 235200 SH SHARED 03 235200 D ANHEUSER BUSCH COS INC COM 03522910 7435 137700 SH SHARED 04 137700 D ANHEUSER BUSCH COS INC COM 03522910 68522 1268931 SH SHARED 05 925714 343217 D ANHEUSER BUSCH COS INC COM 03522910 6501 120390 SH SHARED 06 63890 56500 D ANHEUSER BUSCH COS INC COM 03522910 2334 43223 SH SHARED 07 43223 D ANHEUSER BUSCH COS INC COM 03522910 2743 50800 SH SHARED 09 50800 D ANHEUSER BUSCH COS INC COM 03522910 113686 2105307 SH SHARED 10 2105307 D ANHEUSER BUSCH COS INC COM 03522910 5572 103198 SH SHARED 14 103198 D ANIMAS CORP DEL COM 03525Y10 74 4000 SH SHARED 4000 D ANIMAS CORP DEL COM 03525Y10 55 2989 SH SHARED 02 2989 D ANIMAS CORP DEL COM 03525Y10 4035 216400 SH SHARED 04 216400 D ANIKA THERAPEUTICS INC COM 03525510 297 17190 SH SHARED 02 17190 D ANIXTER INTL INC NOTE 6/2 035290AC 196 640000 PRN SHARED 02 640000 D ANIXTER INTL INC COM 03529010 102 3000 SH SHARED 3000 D ANIXTER INTL INC COM 03529010 969 28500 SH SHARED 28500 D ANIXTER INTL INC COM 03529010 81 2400 SH SHARED 01 2400 D ANIXTER INTL INC COM 03529010 14 432 SH SHARED 02 432 D ANIXTER INTL INC COM 03529010 31 930 SH SHARED 10 930 D ANNALY MTG MGMT INC COM 03571040 1780 105001 SH SHARED 105001 D ANNALY MTG MGMT INC COM 03571040 1361 80300 SH SHARED 01 79300 1000 D ANNALY MTG MGMT INC COM 03571040 135 8000 SH SHR/OTHR 01 8000 D ANNALY MTG MGMT INC COM 03571040 319 18847 SH SHARED 02 18847 D ANNALY MTG MGMT INC COM 03571040 237 14000 SH SHARED 10 14000 D ANNTAYLOR STORES CORP COM 03611510 4946 170688 SH SHARED 170688 D ANNTAYLOR STORES CORP COM 03611510 2641 91152 SH SHARED 01 91152 D ANNTAYLOR STORES CORP COM 03611510 3314 114384 SH SHARED 02 114384 D ANNTAYLOR STORES CORP COM 03611510 6094 210317 SH SHARED 10 210317 D ANOORAQ RES CORP COM 03633E10 432 259000 SH SHARED 04 259000 D ANOORAQ RES CORP COM 03633E10 835 500000 SH SHARED 10 500000 D ANSOFT CORP COM 03638410 357 23451 SH SHARED 23451 D ANSOFT CORP COM 03638410 50 3307 SH SHARED 01 3307 D ANSOFT CORP COM 03638410 0 12 SH SHARED 02 12 D ANSYS INC COM 03662Q10 698 14860 SH SHARED 14860 D ANSYS INC COM 03662Q10 9696 206300 SH SHARED 01 180000 26300 D ANSYS INC COM 03662Q10 1011 21529 SH SHARED 02 21529 D ANSYS INC COM 03662Q10 1071 22800 SH SHARED 05 22800 D ANSYS INC COM 03662Q10 729 15530 SH SHARED 10 15530 D ANTHEM INC COM 03674B10 84672 945428 SH SHARED 831159 114269 D ANTHEM INC COM 03674B10 1388 15508 SH SHR/OTHR 5508 10000 D ANTHEM INC COM 03674B10 12821 143159 SH SHARED 01 133741 8300 1118 D ANTHEM INC COM 03674B10 6115 68280 SH SHARED 02 68280 D ANTHEM INC COM 03674B10 12126 135400 SH SHARED 04 135400 D ANTHEM INC COM 03674B10 47300 528145 SH SHARED 05 413016 115129 D ANTHEM INC COM 03674B10 9748 108850 SH SHARED 06 18600 90250 D ANTHEM INC COM 03674B10 555 6200 SH SHARED 07 6200 D ANTHEM INC COM 03674B10 19909 222302 SH SHARED 10 222302 D ANTHEM INC COM 03674B10 349 3906 SH SHARED 14 3906 D ANTEON INTL CORP COM 03674E10 1246 38199 SH SHARED 38199 D ANTEON INTL CORP COM 03674E10 81 2501 SH SHARED 01 2501 D ANTEON INTL CORP COM 03674E10 9 278 SH SHARED 02 278 D ANSWERTHINK INC COM 03691610 559 97653 SH SHARED 97653 D ANSWERTHINK INC COM 03691610 48 8481 SH SHARED 01 8481 D ANTHRACITE CAP INC COM 03702310 745 62226 SH SHARED 62226 D ANTHRACITE CAP INC COM 03702310 1035 86474 SH SHARED 01 86474 D ANTHRACITE CAP INC COM 03702310 5 445 SH SHARED 02 445 D ANTHRACITE CAP INC COM 03702310 994 83000 SH SHARED 10 83000 D ANTIGENICS INC DEL COM 03703210 208 24300 SH SHARED 24300 D ANTIGENICS INC DEL COM 03703210 0 24 SH SHARED 02 24 D ANTIGENICS INC DEL COM 03703210 1763 206000 SH SHARED 04 206000 D ANTIGENICS INC DEL COM 03703210 29 3400 SH SHARED 14 3400 D ANWORTH MORTGAGE ASSET CP COM 03734710 3418 287740 SH SHARED 287740 D ANWORTH MORTGAGE ASSET CP COM 03734710 980 82522 SH SHARED 01 82522 D ANWORTH MORTGAGE ASSET CP COM 03734710 7 600 SH SHR/OTHR 01 600 D ANWORTH MORTGAGE ASSET CP COM 03734710 88 7460 SH SHARED 02 7460 D ANWORTH MORTGAGE ASSET CP COM 03734710 936 78800 SH SHARED 10 78800 D AO TATNEFT SPON ADR REG S 03737P30 1606 60480 SH SHARED 60480 D AO TATNEFT SPON ADR REG S 03737P30 398 15000 SH SHARED 01 15000 D AO TATNEFT SPON ADR REG S 03737P30 764 28767 SH SHARED 04 28767 D AON CORP COM 03738910 22325 784169 SH SHARED 783669 500 D AON CORP COM 03738910 1282 45033 SH SHARED 01 45033 D AON CORP COM 03738910 8162 286700 SH SHARED 02 286700 D AON CORP COM 03738910 445 15638 SH SHARED 05 300 15338 D AON CORP COM 03738910 61 2150 SH SHARED 06 2150 D AON CORP COM 03738910 6184 217242 SH SHARED 10 217242 D AON CORP COM 03738910 1342 47155 SH SHARED 14 47155 D APACHE CORP COM 03741110 109786 2520933 SH SHARED 2376863 144070 D APACHE CORP COM 03741110 46914 1077258 SH SHARED 01 334822 742436 D APACHE CORP COM 03741110 4204 96534 SH SHR/OTHR 01 7020 89514 D APACHE CORP COM 03741110 11694 268537 SH SHARED 02 268537 D APACHE CORP COM 03741110 74631 1713700 SH SHARED 04 1713700 D APACHE CORP COM 03741110 5035 115628 SH SHARED 05 23720 91908 D APACHE CORP COM 03741110 6178 141860 SH SHARED 06 141160 700 D APACHE CORP COM 03741110 65 1500 SH SHARED 07 1500 D APACHE CORP COM 03741110 10707 245860 SH SHARED 10 245860 D APACHE CORP COM 03741110 695 15964 SH SHARED 14 15964 D APARTMENT INVT & MGMT CO CL A 03748R10 21903 703623 SH SHARED 703483 140 D APARTMENT INVT & MGMT CO CL A 03748R10 1661 53368 SH SHARED 01 53368 D APARTMENT INVT & MGMT CO CL A 03748R10 1495 48034 SH SHARED 02 48034 D APARTMENT INVT & MGMT CO CL A 03748R10 30991 995540 SH SHARED 10 995540 D APARTMENT INVT & MGMT CO CL A 03748R10 100122 3216259 SH SHARED 11 3216259 D APCO ARGENTINA INC CAYMAN IS ORD 03748910 144 4000 SH SHARED 01 4000 D APHTON CORP COM 03759P10 186 46666 SH SHARED 02 46666 D APOGEE ENTERPRISES INC COM 03759810 397 38195 SH SHARED 38195 D APOGEE ENTERPRISES INC COM 03759810 22 2157 SH SHARED 01 2157 D APOGEE ENTERPRISES INC COM 03759810 0 32 SH SHARED 02 32 D APOGENT TECHNOLOGIES INC DEBT 2.250%10/1 03760AAE 1 1750 PRN SHARED 01 1750 D APOGENT TECHNOLOGIES INC DEBT 2.250%10/1 03760AAE 1984 1793000 PRN SHARED 02 1793000 D APOGENT TECHNOLOGIES INC COM 03760A10 1970 61593 SH SHARED 61593 D APOGENT TECHNOLOGIES INC COM 03760A10 1521 47553 SH SHR/OTHR 47553 D APOGENT TECHNOLOGIES INC COM 03760A10 1410 44082 SH SHARED 01 44082 D APOGENT TECHNOLOGIES INC COM 03760A10 7691 240346 SH SHARED 02 240346 D APOGENT TECHNOLOGIES INC COM 03760A10 6880 215000 SH SHARED 10 215000 D APOLLO GROUP INC CL A 03760410 19003 215237 SH SHARED 215237 D APOLLO GROUP INC CL A 03760410 84806 960540 SH SHARED 960540 D APOLLO GROUP INC CL A 03760410 5064 57358 SH SHARED 01 42398 14960 D APOLLO GROUP INC CL A 03760410 81 927 SH SHR/OTHR 01 927 D APOLLO GROUP INC CL A 03760410 7479 84716 SH SHARED 02 84716 D APOLLO GROUP INC CL A 03760410 86 981 SH SHARED 05 100 881 D APOLLO GROUP INC CL A 03760410 132 1500 SH SHARED 06 1300 200 D APOLLO GROUP INC CL A 03760410 6669 75536 SH SHARED 10 75536 D APOLLO GROUP INC CL A 03760410 84 955 SH SHARED 14 955 D APOLLO GROUP INC COM UNV PHOENX 03760420 27 310 SH SHARED 310 D APOLLO GROUP INC COM UNV PHOENX 03760420 304 3476 SH SHARED 01 3476 D APOLLO GROUP INC COM UNV PHOENX 03760420 434 4961 SH SHARED 02 4961 D APOLLO GROUP INC COM UNV PHOENX 03760420 3065 35000 SH SHARED 04 35000 D APOLLO GROUP INC COM UNV PHOENX 03760420 22 260 SH SHARED 06 260 D APOLLO GOLD CORP COM 03761E10 44 32500 SH SHARED 32500 D APOLLO GOLD CORP COM 03761E10 1496 1100000 SH SHARED 10 1100000 D APOLLO INVT CORP COM 03761U10 817 59339 SH SHARED 59339 D APPLE COMPUTER INC COM 03783310 69054 2122156 SH SHARED 2052296 69860 D APPLE COMPUTER INC COM 03783310 2879 88495 SH SHARED 01 84085 4410 D APPLE COMPUTER INC COM 03783310 91 2800 SH SHR/OTHR 01 2800 D APPLE COMPUTER INC COM 03783310 15072 463200 SH SHARED 02 463200 D APPLE COMPUTER INC COM 03783310 3904 120000 SH SHARED 04 120000 D APPLE COMPUTER INC COM 03783310 569 17491 SH SHARED 05 600 16891 D APPLE COMPUTER INC COM 03783310 401 12350 SH SHARED 06 11350 1000 D APPLE COMPUTER INC COM 03783310 6912 212416 SH SHARED 10 212416 D APPLE COMPUTER INC COM 03783310 1724 52995 SH SHARED 14 52995 D APPLEBEES INTL INC COM 03789910 62 2700 SH SHARED 2700 D APPLEBEES INTL INC COM 03789910 2946 127980 SH SHARED 127980 D APPLEBEES INTL INC COM 03789910 4771 207265 SH SHARED 01 207265 D APPLEBEES INTL INC COM 03789910 1012 43990 SH SHARED 02 43990 D APPLEBEES INTL INC COM 03789910 4782 207750 SH SHARED 04 207750 D APPLEBEES INTL INC COM 03789910 1797 78100 SH SHARED 10 78100 D APRIA HEALTHCARE GROUP INC COM 03793310 5554 193542 SH SHARED 193542 D APRIA HEALTHCARE GROUP INC COM 03793310 3347 116621 SH SHARED 01 113821 2800 D APRIA HEALTHCARE GROUP INC COM 03793310 403 14076 SH SHARED 02 14076 D APRIA HEALTHCARE GROUP INC COM 03793310 10805 376510 SH SHARED 10 376510 D APPLERA CORP COM AP BIO GRP 03802010 20693 951417 SH SHARED 934617 16800 D APPLERA CORP COM AP BIO GRP 03802010 326 15000 SH SHR/OTHR 15000 D APPLERA CORP COM AP BIO GRP 03802010 2212 101730 SH SHARED 01 44939 56791 D APPLERA CORP COM AP BIO GRP 03802010 1119 51480 SH SHR/OTHR 01 51480 D APPLERA CORP COM AP BIO GRP 03802010 2083 95780 SH SHARED 02 95780 D APPLERA CORP COM AP BIO GRP 03802010 225 10374 SH SHARED 05 10374 D APPLERA CORP COM AP BIO GRP 03802010 485 22300 SH SHARED 06 22300 D APPLERA CORP COM AP BIO GRP 03802010 1724 79268 SH SHARED 10 79268 D APPLERA CORP COM AP BIO GRP 03802010 598 27500 SH SHARED 14 27500 D APPLERA CORP COM CE GEN GRP 03802020 1582 137456 SH SHARED 137456 D APPLERA CORP COM CE GEN GRP 03802020 163 14238 SH SHARED 01 5338 8900 D APPLERA CORP COM CE GEN GRP 03802020 138 12000 SH SHR/OTHR 01 12000 D APPLERA CORP COM CE GEN GRP 03802020 81 7065 SH SHARED 02 7065 D APPLICA INC COM 03815A10 768 86344 SH SHARED 86344 D APPLICA INC COM 03815A10 140 15746 SH SHARED 01 15746 D APPLICA INC COM 03815A10 26 2926 SH SHARED 02 2926 D APPLIED EXTRUSION TECHNOLOGI COM 03819610 1 3470 SH SHARED 3470 D APPLIED FILMS CORP COM 03819710 681 23497 SH SHARED 23497 D APPLIED FILMS CORP COM 03819710 18018 620900 SH SHARED 01 577800 43100 D APPLIED FILMS CORP COM 03819710 89 3094 SH SHARED 02 3094 D APPLIED FILMS CORP COM 03819710 632 21800 SH SHARED 05 21800 D APPLIED FILMS CORP COM 03819710 13827 476488 SH SHARED 10 476488 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 532 17690 SH SHARED 17690 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 22 746 SH SHARED 01 746 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 218 7265 SH SHARED 02 7265 D APPLIED MICRO CIRCUITS CORP COM 03822W10 9023 1696084 SH SHARED 1681684 14400 D APPLIED MICRO CIRCUITS CORP COM 03822W10 12460 2342227 SH SHARED 01 2297491 35300 9436 D APPLIED MICRO CIRCUITS CORP COM 03822W10 65 12373 SH SHR/OTHR 01 12373 D APPLIED MICRO CIRCUITS CORP COM 03822W10 794 149378 SH SHARED 02 149378 D APPLIED MICRO CIRCUITS CORP COM 03822W10 7 1327 SH SHARED 05 1327 D APPLIED MICRO CIRCUITS CORP COM 03822W10 93 17500 SH SHARED 06 17500 D APPLIED MICRO CIRCUITS CORP COM 03822W10 38248 7189645 SH SHARED 10 7189645 D APPLIED MICRO CIRCUITS CORP COM 03822W10 984 185100 SH SHARED 14 185100 D APPLIED MATLS INC COM 03822210 188078 9586075 SH SHARED 9206785 379290 D APPLIED MATLS INC COM 03822210 91140 4645267 SH SHARED 01 2570653 1900 2072714 D APPLIED MATLS INC COM 03822210 6502 331425 SH SHR/OTHR 01 77200 254225 D APPLIED MATLS INC COM 03822210 21394 1090468 SH SHARED 02 1090468 D APPLIED MATLS INC COM 03822210 1394 71100 SH SHARED 03 71100 D APPLIED MATLS INC COM 03822210 12753 650000 SH SHARED 04 650000 D APPLIED MATLS INC COM 03822210 2360 120306 SH SHARED 05 31100 89206 D APPLIED MATLS INC COM 03822210 4500 229363 SH SHARED 06 226463 2900 D APPLIED MATLS INC COM 03822210 116266 5925925 SH SHARED 10 5925925 D APPLIED MATLS INC COM 03822210 7234 368754 SH SHARED 14 368754 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 444 12687 SH SHARED 12687 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 301 8615 SH SHARED 01 8615 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 22 636 SH SHARED 02 636 D APTARGROUP INC COM 03833610 1570 35957 SH SHARED 35957 D APTARGROUP INC COM 03833610 5270 120628 SH SHARED 01 1000 119628 D APTARGROUP INC COM 03833610 46 1060 SH SHARED 02 1060 D AQUA AMERICA INC COM 03836W10 787 39285 SH SHARED 39285 D AQUA AMERICA INC COM 03836W10 569 28415 SH SHARED 01 26853 1562 D AQUA AMERICA INC COM 03836W10 29 1480 SH SHR/OTHR 01 1480 D AQUA AMERICA INC COM 03836W10 615 30680 SH SHARED 02 30680 D AQUANTIVE INC COM 03839G10 490 49596 SH SHARED 49596 D AQUANTIVE INC COM 03839G10 559 56610 SH SHARED 01 56610 D AQUANTIVE INC COM 03839G10 0 40 SH SHARED 02 40 D AQUANTIVE INC COM 03839G10 31 3200 SH SHARED 10 3200 D AQUILA INC COM 03840P10 44790 12581604 SH SHARED 12581604 D AQUILA INC COM 03840P10 197 55584 SH SHARED 01 54084 1500 D AQUILA INC COM 03840P10 7 1983 SH SHR/OTHR 01 1983 D AQUILA INC COM 03840P10 205 57596 SH SHARED 02 57596 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 2075 63545 SH SHARED 50045 13500 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 19956 611042 SH SHARED 01 611042 D ARACRUZ CELULOSE S A SPON ADR PFD B 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ARROW ELECTRS INC COM 04273510 2141 79834 SH SHARED 79834 D ARROW ELECTRS INC COM 04273510 2886 107635 SH SHARED 01 107635 D ARROW ELECTRS INC COM 04273510 1025 38218 SH SHARED 02 38218 D ARROW ELECTRS INC COM 04273510 139 5200 SH SHARED 05 5200 D ARROW ELECTRS INC COM 04273510 426 15900 SH SHARED 10 15900 D ARROW FINL CORP COM 04274410 249 8200 SH SHARED 8200 D ARROW FINL CORP COM 04274410 38 1267 SH SHARED 02 1267 D ARROW INTL INC COM 04276410 678 22672 SH SHARED 22672 D ARROW INTL INC COM 04276410 45 1508 SH SHARED 01 1508 D ARROW INTL INC COM 04276410 375 12537 SH SHARED 02 12537 D ARROW MAGNOLIA INTL INC COM 04276810 0 217 SH SHARED 02 217 D ART TECHNOLOGY GROUP INC COM 04289L10 38 31772 SH SHARED 31772 D ART TECHNOLOGY GROUP INC COM 04289L10 6 5609 SH SHARED 01 5609 D ARTISAN COMPONENTS INC COM 04292310 591 22919 SH SHARED 22919 D ARTISAN COMPONENTS INC COM 04292310 167 6481 SH SHARED 01 6481 D ARTISAN COMPONENTS INC COM 04292310 113 4403 SH SHARED 02 4403 D ARTESYN TECHNOLOGIES INC NOTE 5.500% 8/1 043127AB 2674 1881000 PRN SHARED 1881000 D ARTESYN TECHNOLOGIES INC NOTE 5.500% 8/1 043127AB 1422 1000000 PRN SHARED 02 1000000 D ARTESYN TECHNOLOGIES INC COM 04312710 879 97714 SH SHARED 97714 D ARTESYN TECHNOLOGIES INC COM 04312710 63 7108 SH SHARED 01 7108 D ARTESYN TECHNOLOGIES INC COM 04312710 23 2640 SH SHARED 02 2640 D ARTHROCARE CORP COM 04313610 3014 103800 SH SHARED 103800 D ARTHROCARE CORP COM 04313610 592 20400 SH SHARED 20400 D ARTHROCARE CORP COM 04313610 18 650 SH SHARED 01 400 250 D ARTHROCARE CORP COM 04313610 67 2320 SH SHARED 02 2320 D ARTHROCARE CORP COM 04313610 33 1170 SH SHARED 10 1170 D ARVINMERITOR INC COM 04335310 2563 130990 SH SHARED 130990 D ARVINMERITOR INC COM 04335310 480 24538 SH SHARED 01 20188 4350 D ARVINMERITOR INC COM 04335310 58 3000 SH SHR/OTHR 01 3000 D ARVINMERITOR INC COM 04335310 336 17204 SH SHARED 02 17204 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 742 49525 SH SHARED 49525 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 116 7775 SH SHARED 01 7775 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 64 4325 SH SHARED 02 4325 D ASCENTIAL SOFTWARE CORP COM NEW 04362P20 2027 126812 SH SHARED 126812 D ASCENTIAL SOFTWARE CORP COM NEW 04362P20 273 17080 SH SHARED 01 17080 D ASCENTIAL SOFTWARE CORP COM NEW 04362P20 1922 120229 SH SHARED 02 120229 D ASCENTIAL SOFTWARE CORP COM NEW 04362P20 39 2475 SH SHARED 10 2475 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 327 39243 SH SHARED 39243 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 4 549 SH SHARED 01 549 D ASHLAND INC COM 04420410 786 14900 SH SHARED 14900 D ASHLAND INC COM 04420410 23982 454134 SH SHARED 453371 763 D ASHLAND INC COM 04420410 949 17970 SH SHARED 01 16870 1100 D ASHLAND INC COM 04420410 2160 40910 SH SHARED 02 40910 D ASHLAND INC COM 04420410 2776 52573 SH SHARED 10 52573 D ASIA PAC FD INC COM 04490110 180 15000 SH SHR/OTHR 01 15000 D ASHWORTH INC COM 04516H10 148 17897 SH SHARED 17897 D ASHWORTH INC COM 04516H10 36 4437 SH SHARED 01 4437 D ASIA TIGERS FD INC COM 04516T10 104 10774 SH SHARED 10774 D ASIA SATELLITE TELECOMMUNCNT SPONSORED ADR 04516X10 8 480 SH SHARED 480 D ASK JEEVES INC NOTE 6/0 045174AB 500 209000 PRN SHARED 209000 D ASK JEEVES INC COM 04517410 3431 87912 SH SHARED 87912 D ASK JEEVES INC COM 04517410 928 23795 SH SHARED 01 23795 D ASK JEEVES INC COM 04517410 1108 28402 SH SHARED 02 28402 D ASK JEEVES INC COM 04517410 1951 50000 SH SHARED 04 50000 D ASK JEEVES INC COM 04517410 1164 29840 SH SHARED 10 29840 D ASIAINFO HLDGS INC COM 04518A10 525 99606 SH SHARED 99606 D ASIAINFO HLDGS INC COM 04518A10 102 19328 SH SHARED 01 19328 D ASIAINFO HLDGS INC COM 04518A10 0 32 SH SHARED 02 32 D ASIAINFO HLDGS INC COM 04518A10 11 2200 SH SHARED 10 2200 D ASPECT COMMUNICATIONS CORP COM 04523Q10 874 61590 SH SHARED 61590 D ASPECT COMMUNICATIONS CORP COM 04523Q10 3062 215700 SH SHARED 01 215700 D ASPECT COMMUNICATIONS CORP COM 04523Q10 29 2051 SH SHARED 02 2051 D ASPECT COMMUNICATIONS CORP COM 04523Q10 559 39400 SH SHARED 10 39400 D ASPECT MED SYS INC COM 04523510 238 12939 SH SHARED 12939 D ASPECT MED SYS INC COM 04523510 0 23 SH SHARED 02 23 D ASPEN TECHNOLOGY INC SDCV 5.250% 6/1 045327AB 4 5050 PRN SHARED 01 5050 D ASPEN TECHNOLOGY INC COM 04532710 850 117212 SH SHARED 117212 D ASPEN TECHNOLOGY INC COM 04532710 2689 370465 SH SHARED 01 370465 D ASPEN TECHNOLOGY INC COM 04532710 0 36 SH SHARED 02 36 D ASPEN TECHNOLOGY INC COM 04532710 473 65200 SH SHARED 10 65200 D ASSET ACCEP CAP CORP COM 04543P10 127 7500 SH SHARED 7500 D ASSOCIATED BANC CORP COM 04548710 1886 63655 SH SHARED 63655 D ASSOCIATED BANC CORP COM 04548710 1125 37988 SH SHARED 01 37988 D ASSOCIATED BANC CORP COM 04548710 1126 38019 SH SHARED 02 38019 D ASSOCIATED ESTATES RLTY CORP COM 04560410 227 28299 SH SHARED 02 28299 D ASSURANT INC COM 04621X10 66 2508 SH SHARED 2508 D ASSURANT INC COM 04621X10 36 1370 SH SHARED 05 1370 D ASTA FDG INC COM 04622010 156 9000 SH SHARED 9000 D ASTEC INDS INC COM 04622410 286 15226 SH SHARED 15226 D ASTEC INDS INC COM 04622410 267 14182 SH SHARED 01 14182 D ASTEC INDS INC COM 04622410 119 6321 SH SHARED 02 6321 D ASTEC INDS INC COM 04622410 242 12900 SH SHARED 10 12900 D ASTORIA FINL CORP COM 04626510 724 19800 SH SHARED 19800 D ASTORIA FINL CORP COM 04626510 3335 91190 SH SHARED 91190 D ASTORIA FINL CORP COM 04626510 975 26657 SH SHARED 01 26657 D ASTORIA FINL CORP COM 04626510 1359 37174 SH SHARED 02 37174 D ASTRAZENECA PLC SPONSORED ADR 04635310 6243 136788 SH SHARED 97688 39100 D ASTRAZENECA PLC SPONSORED ADR 04635310 1026 22500 SH SHR/OTHR 22500 D ASTRAZENECA PLC SPONSORED ADR 04635310 1914 41939 SH SHARED 01 19512 22427 D ASTRAZENECA PLC SPONSORED ADR 04635310 13 300 SH SHARED 02 300 D ASTRAZENECA PLC SPONSORED ADR 04635310 383 8400 SH SHARED 06 8400 D ASTRAZENECA PLC SPONSORED ADR 04635310 3829 83900 SH SHARED 14 83900 D ASTRO-MED INC NEW COM 04638F10 40 3957 SH SHARED 3957 D ASTRO-MED INC NEW COM 04638F10 9 980 SH SHARED 01 980 D AT RD INC COM 04648K10 533 69736 SH SHARED 69736 D AT RD INC COM 04648K10 328 43000 SH SHARED 01 23000 20000 D AT RD INC COM 04648K10 627 81990 SH SHARED 02 81990 D AT RD INC COM 04648K10 1530 200000 SH SHARED 04 200000 D AT RD INC COM 04648K10 111 14600 SH SHARED 10 14600 D AT RD INC COM 04648K10 31 4100 SH SHARED 14 4100 D ASYST TECHNOLOGY CORP COM 04648X10 682 66005 SH SHARED 66005 D ASYST TECHNOLOGY CORP COM 04648X10 119 11599 SH SHARED 01 11599 D ASYST TECHNOLOGY CORP COM 04648X10 120 11699 SH SHARED 02 11699 D ATARI INC COM 04651M10 191 79414 SH SHARED 79414 D ATARI INC COM 04651M10 18 7472 SH SHARED 01 7472 D ATARI INC COM 04651M10 26 10812 SH SHARED 02 10812 D ATHEROS COMMUNICATIONS INC COM 04743P10 115 10926 SH SHARED 10926 D ATHEROS COMMUNICATIONS INC COM 04743P10 4 382 SH SHARED 01 382 D ATHEROGENICS INC COM 04743910 1396 73410 SH SHARED 73410 D ATHEROGENICS INC COM 04743910 3924 206251 SH SHARED 01 188651 6200 11400 D ATHEROGENICS INC COM 04743910 1704 89586 SH SHARED 02 89586 D ATHEROGENICS INC COM 04743910 8477 445500 SH SHARED 04 445500 D ATHEROGENICS INC COM 04743910 310 16300 SH SHARED 06 16300 D ATHEROGENICS INC COM 04743910 1813 95311 SH SHARED 10 95311 D ATHEROGENICS INC COM 04743910 135 7100 SH SHARED 14 7100 D ATLANTIC COAST AIRLINES HLDG COM 04839610 609 106250 SH SHARED 106250 D ATLANTIC COAST AIRLINES HLDG COM 04839610 455 79406 SH SHARED 79406 D ATLANTIC COAST AIRLINES HLDG COM 04839610 580 101136 SH SHARED 01 101136 D ATLANTIC COAST AIRLINES HLDG COM 04839610 0 44 SH SHARED 02 44 D ATLANTIC COAST AIRLINES HLDG COM 04839610 496 86500 SH SHARED 10 86500 D ATLAS AMER INC COM 04916710 46 2300 SH SHARED 2300 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 15 443 SH SHARED 443 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 3 109 SH SHARED 01 109 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 342 9500 SH SHR/OTHR 01 9500 D ATMEL CORP SDCV 5/2 049513AE 4123 9479000 PRN SHARED 9479000 D ATMEL CORP COM 04951310 1628 275109 SH SHARED 275109 D ATMEL CORP COM 04951310 13038 2202414 SH SHARED 01 2196714 3700 2000 D ATMEL CORP COM 04951310 207 35000 SH SHR/OTHR 01 35000 D ATMEL CORP COM 04951310 1452 245275 SH SHARED 02 245275 D ATMEL CORP COM 04951310 9232 1559500 SH SHARED 10 1559500 D ATMOS ENERGY CORP COM 04956010 1274 49800 SH SHARED 49800 D ATMOS ENERGY CORP COM 04956010 23 900 SH SHARED 01 900 D ATMOS ENERGY CORP COM 04956010 5 200 SH SHR/OTHR 01 200 D ATMOS ENERGY CORP COM 04956010 1689 65985 SH SHARED 02 65985 D ATRIX LABS INC COM 04962L10 726 21205 SH SHARED 21205 D ATRIX LABS INC COM 04962L10 926 27025 SH SHARED 01 21225 5800 D ATRIX LABS INC COM 04962L10 6398 186646 SH SHARED 02 186646 D ATRIX LABS INC COM 04962L10 7541 220000 SH SHARED 04 220000 D ATRIX LABS INC COM 04962L10 2392 69800 SH SHARED 10 69800 D ATRIX LABS INC COM 04962L10 150 4400 SH SHARED 14 4400 D ATWOOD OCEANICS INC COM 05009510 519 12450 SH SHARED 12450 D ATWOOD OCEANICS INC COM 05009510 41 1000 SH SHARED 01 1000 D ATWOOD OCEANICS INC COM 05009510 19 462 SH SHARED 02 462 D AUDIOVOX CORP CL A 05075710 480 28454 SH SHARED 28454 D AUDIOVOX CORP CL A 05075710 30 1820 SH SHARED 02 1820 D AUDIOVOX CORP CL A 05075710 57 3400 SH SHARED 10 3400 D AUGUST TECHNOLOGY CORP COM 05106U10 632 50465 SH SHARED 50465 D AUGUST TECHNOLOGY CORP COM 05106U10 521 41596 SH SHARED 01 41596 D AUGUST TECHNOLOGY CORP COM 05106U10 420 33500 SH SHARED 10 33500 D AURIZON MINES LTD COM 05155P10 0 75 SH SHARED 02 75 D AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 05252830 924 14444 SH SHARED 01 14444 D AUTHENTIDATE HLDG CORP COM 05266610 312 28600 SH SHARED 28600 D AUTHENTIDATE HLDG CORP COM 05266610 54 5000 SH SHR/OTHR 01 5000 D AUTOBYTEL INC COM 05275N10 918 101144 SH SHARED 101144 D AUTOBYTEL INC COM 05275N10 48 5385 SH SHARED 01 5385 D AUTOBYTEL INC COM 05275N10 0 32 SH SHARED 02 32 D AUTODESK INC COM 05276910 269 6300 SH SHARED 6300 D AUTODESK INC COM 05276910 13383 312630 SH SHARED 312630 D AUTODESK INC COM 05276910 19571 457180 SH SHARED 01 448380 8800 D AUTODESK INC COM 05276910 55 1300 SH SHR/OTHR 01 1300 D AUTODESK INC COM 05276910 4507 105284 SH SHARED 02 105284 D AUTODESK INC COM 05276910 128 2998 SH SHARED 06 2998 D AUTODESK INC COM 05276910 9467 221162 SH SHARED 10 221162 D AUTOLIV INC COM 05280010 568 13482 SH SHARED 13482 D AUTOLIV INC COM 05280010 1681 39840 SH SHARED 01 39840 D AUTOLIV INC COM 05280010 6 153 SH SHR/OTHR 01 153 D AUTOLIV INC COM 05280010 815 19322 SH SHARED 02 19322 D AUTOLIV INC COM 05280010 285 6761 SH SHARED 06 6761 D AUTOLIV INC COM 05280010 1366 32390 SH SHARED 10 32390 D AUTOMATIC DATA PROCESSING IN COM 05301510 138237 3300794 SH SHARED 3217069 83725 D AUTOMATIC DATA PROCESSING IN COM 05301510 89479 2136579 SH SHARED 01 1024611 1400 1110568 D AUTOMATIC DATA PROCESSING IN COM 05301510 5238 125083 SH SHR/OTHR 01 4500 120583 D AUTOMATIC DATA PROCESSING IN COM 05301510 16564 395524 SH SHARED 02 395524 D AUTOMATIC DATA PROCESSING IN COM 05301510 103150 2463000 SH SHARED 04 2463000 D AUTOMATIC DATA PROCESSING IN COM 05301510 127 3049 SH SHARED 05 500 2549 D AUTOMATIC DATA PROCESSING IN COM 05301510 7988 190759 SH SHARED 06 189959 800 D AUTOMATIC DATA PROCESSING IN COM 05301510 65136 1555302 SH SHARED 10 1555302 D AUTOMATIC DATA PROCESSING IN COM 05301510 7453 177963 SH SHARED 14 177963 D AUTONOMY CORP PLC ADR NEW 05329Q20 1829 78555 SH SHARED 78555 D AUTONATION INC COM 05329W10 174 10200 SH SHARED 10200 D AUTONATION INC COM 05329W10 11692 683767 SH SHARED 679567 4200 D AUTONATION INC COM 05329W10 5328 311590 SH SHARED 01 311590 D AUTONATION INC COM 05329W10 2953 172716 SH SHARED 02 172716 D AUTONATION INC COM 05329W10 1757 102776 SH SHARED 10 102776 D AUTOZONE INC COM 05333210 2042 25500 SH SHARED 25500 D AUTOZONE INC COM 05333210 21565 269229 SH SHARED 256038 13191 D AUTOZONE INC COM 05333210 24194 302053 SH SHARED 01 299913 2140 D AUTOZONE INC COM 05333210 4707 58766 SH SHARED 02 58766 D AUTOZONE INC COM 05333210 3368 42050 SH SHARED 05 27800 14250 D AUTOZONE INC COM 05333210 72 905 SH SHARED 06 655 250 D AUTOZONE INC COM 05333210 24153 301542 SH SHARED 10 301542 D AUTOZONE INC COM 05333210 1480 18489 SH SHARED 14 18489 D AVANIR PHARMACEUTICALS CL A 05348P10 148 88200 SH SHARED 02 88200 D AVANEX CORP COM 05348W10 1044 268471 SH SHARED 268471 D AVANEX CORP COM 05348W10 0 163 SH SHARED 02 163 D AVALONBAY CMNTYS INC COM 05348410 1978 35000 SH SHARED 35000 D AVALONBAY CMNTYS INC COM 05348410 1107 19600 SH SHARED 01 18000 1600 D AVALONBAY CMNTYS INC COM 05348410 45 800 SH SHR/OTHR 01 800 D AVALONBAY CMNTYS INC COM 05348410 1139 20155 SH SHARED 02 20155 D AVALONBAY CMNTYS INC COM 05348410 56 1000 SH SHARED 06 1000 D AVALONBAY CMNTYS INC COM 05348410 26796 474100 SH SHARED 10 474100 D AVALONBAY CMNTYS INC COM 05348410 203923 3607985 SH SHARED 11 3607985 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 488 183701 SH SHARED 183701 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 15 5825 SH SHARED 01 4825 1000 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 34 12828 SH SHARED 02 12828 D AVATAR HLDGS INC COM 05349410 197 4741 SH SHARED 4741 D AVATAR HLDGS INC COM 05349410 2 58 SH SHARED 01 58 D AVATAR HLDGS INC COM 05349410 96 2308 SH SHARED 02 2308 D AVAYA INC NOTE 10/3 053499AA 14847 24500000 PRN SHARED 24500000 D AVAYA INC COM 05349910 17883 1132568 SH SHARED 1131984 584 D AVAYA INC COM 05349910 4186 265114 SH SHARED 01 260592 900 3622 D AVAYA INC COM 05349910 245 15545 SH SHR/OTHR 01 10580 4965 D AVAYA INC COM 05349910 4810 304686 SH SHARED 02 304686 D AVAYA INC COM 05349910 29 1843 SH SHARED 05 1843 D AVAYA INC COM 05349910 97 6183 SH SHARED 06 5583 600 D AVAYA INC COM 05349910 16722 1059049 SH SHARED 10 1059049 D AVENTIS SPONSORED ADR 05356110 488 6420 SH SHARED 01 600 5820 D AVENTIS SPONSORED ADR 05356110 418 5499 SH SHARED 02 5499 D AVERY DENNISON CORP COM 05361110 23962 374362 SH SHARED 341837 32525 D AVERY DENNISON CORP COM 05361110 55674 869780 SH SHARED 01 407709 462071 D AVERY DENNISON CORP COM 05361110 7364 115057 SH SHR/OTHR 01 15140 99917 D AVERY DENNISON CORP COM 05361110 3749 58574 SH SHARED 02 58574 D AVERY DENNISON CORP COM 05361110 348 5438 SH SHARED 05 5438 D AVERY DENNISON CORP COM 05361110 108 1700 SH SHARED 06 1200 500 D AVERY DENNISON CORP COM 05361110 39767 621274 SH SHARED 10 621274 D AVERY DENNISON CORP COM 05361110 64 1000 SH SHARED 14 1000 D AVIALL INC NEW COM 05366B10 465 24471 SH SHARED 24471 D AVIALL INC NEW COM 05366B10 235 12400 SH SHARED 01 12400 D AVIALL INC NEW COM 05366B10 0 32 SH SHARED 02 32 D AVIALL INC NEW COM 05366B10 263 13850 SH SHARED 10 13850 D AVICI SYS INC COM NEW 05367L80 32 2475 SH SHARED 2475 D AVICI SYS INC COM NEW 05367L80 0 50 SH SHARED 02 50 D AVID TECHNOLOGY INC COM 05367P10 169 3100 SH SHARED 3100 D AVID TECHNOLOGY INC COM 05367P10 359 6590 SH SHARED 6590 D AVID TECHNOLOGY INC COM 05367P10 331 6067 SH SHARED 01 6017 50 D AVID TECHNOLOGY INC COM 05367P10 2212 40543 SH SHARED 02 40543 D AVID TECHNOLOGY INC COM 05367P10 65 1200 SH SHARED 10 1200 D AVIGEN INC COM 05369010 136 40526 SH SHARED 40526 D AVIGEN INC COM 05369010 33 9955 SH SHARED 01 9955 D AVISTA CORP COM 05379B10 880 47777 SH SHARED 47777 D AVISTA CORP COM 05379B10 3389 184000 SH SHARED 01 184000 D AVISTA CORP COM 05379B10 55 3017 SH SHARED 02 3017 D AVISTA CORP COM 05379B10 3160 171600 SH SHARED 10 171600 D AVNET INC COM 05380710 27 1200 SH SHARED 1200 D AVNET INC COM 05380710 5126 225839 SH SHARED 225839 D AVNET INC COM 05380710 3835 168971 SH SHARED 01 168971 D AVNET INC COM 05380710 45 2000 SH SHR/OTHR 01 2000 D AVNET INC COM 05380710 4606 202941 SH SHARED 02 202941 D AVNET INC COM 05380710 136 6000 SH SHARED 05 6000 D AVNET INC COM 05380710 2210 97400 SH SHARED 10 97400 D AVOCENT CORP COM 05389310 1193 32494 SH SHARED 22794 9700 D AVOCENT CORP COM 05389310 49085 1336021 SH SHARED 01 1304421 5900 25700 D AVOCENT CORP COM 05389310 729 19860 SH SHARED 02 19860 D AVOCENT CORP COM 05389310 32616 887770 SH SHARED 10 887770 D AVON PRODS INC COM 05430310 82747 1793392 SH SHARED 1454045 339347 D AVON PRODS INC COM 05430310 67442 1461692 SH SHARED 01 144944 10800 1305948 D AVON PRODS INC COM 05430310 4786 103734 SH SHR/OTHR 01 13440 90294 D AVON PRODS INC COM 05430310 14260 309074 SH SHARED 02 309074 D AVON PRODS INC COM 05430310 15927 345200 SH SHARED 03 345200 D AVON PRODS INC COM 05430310 553 12000 SH SHARED 04 12000 D AVON PRODS INC COM 05430310 55750 1208284 SH SHARED 05 734368 473916 D AVON PRODS INC COM 05430310 2029 43976 SH SHARED 06 43176 800 D AVON PRODS INC COM 05430310 2515 54528 SH SHARED 07 54528 D AVON PRODS INC COM 05430310 3386 73400 SH SHARED 09 73400 D AVON PRODS INC COM 05430310 122706 2659430 SH SHARED 10 2659430 D AVON PRODS INC COM 05430310 175 3800 SH SHARED 14 3800 D AWARE INC MASS COM 05453N10 40 10271 SH SHARED 10271 D AWARE INC MASS COM 05453N10 47 12066 SH SHARED 01 2066 10000 D AXA SPONSORED ADR 05453610 86 3927 SH SHARED 3927 D AXA SPONSORED ADR 05453610 21 973 SH SHARED 01 973 D AXA SPONSORED ADR 05453610 1968 88915 SH SHARED 02 88915 D AXCELIS TECHNOLOGIES INC NOTE 4.250% 1/1 054540AB 579 585000 PRN SHARED 585000 D AXCELIS TECHNOLOGIES INC COM 05454010 2602 209191 SH SHARED 209191 D AXCELIS TECHNOLOGIES INC COM 05454010 1079 86748 SH SHARED 01 86748 D AXCELIS TECHNOLOGIES INC COM 05454010 121 9806 SH SHARED 02 9806 D AXCELIS TECHNOLOGIES INC COM 05454010 19 1600 SH SHARED 10 1600 D AXONYX INC COM 05461R10 256 49002 SH SHARED 49002 D AXONYX INC COM 05461R10 519 99200 SH SHARED 01 77100 22100 D AXONYX INC COM 05461R10 1331 254100 SH SHARED 10 254100 D AZTAR CORP COM 05480210 310 11100 SH SHARED 11100 D AZTAR CORP COM 05480210 2967 105968 SH SHARED 105968 D AZTAR CORP COM 05480210 468 16732 SH SHARED 01 16732 D AZTAR CORP COM 05480210 0 32 SH SHARED 02 32 D AZTAR CORP COM 05480210 40 1450 SH SHARED 10 1450 D AXCAN PHARMA INC NOTE 4.250% 4/1 054923AB 2155 1358000 PRN SHARED 1358000 D AXCAN PHARMA INC COM 05492310 38 1809 SH SHARED 1809 D BB&T CORP COM 05493710 88862 2403633 SH SHARED 2336883 66750 D BB&T CORP COM 05493710 56028 1515517 SH SHARED 01 878331 637186 D BB&T CORP COM 05493710 417 11300 SH SHR/OTHR 01 1200 10100 D BB&T CORP COM 05493710 11348 306973 SH SHARED 02 306973 D BB&T CORP COM 05493710 94 2545 SH SHARED 05 500 2045 D BB&T CORP COM 05493710 341 9225 SH SHARED 06 8425 800 D BB&T CORP COM 05493710 48579 1314028 SH SHARED 10 1314028 D BB&T CORP COM 05493710 162 4400 SH SHARED 14 4400 D B A S F A G SPONSORED ADR 05526250 21605 401220 SH SHARED 401220 D B A S F A G SPONSORED ADR 05526250 616 11447 SH SHARED 01 11447 D B A S F A G SPONSORED ADR 05526250 807 15000 SH SHARED 02 15000 D BCE INC COM 05534B10 75041 3744591 SH SHARED 1570674 2173917 D BCE INC COM 05534B10 186 9319 SH SHARED 01 7819 1500 D BCE INC COM 05534B10 40 2000 SH SHR/OTHR 01 2000 D BCE INC COM 05534B10 4109 205054 SH SHARED 02 205054 D BCE INC COM 05534B10 42885 2140000 SH SHARED 04 2140000 D BCE INC COM 05534B10 10 520 SH SHARED 05 520 D BCE INC COM 05534B10 2621 130800 SH SHARED 06 130000 800 D BCE INC COM 05534B10 3738 186574 SH SHARED 10 186574 D BCE INC COM 05534B10 5097 254360 SH SHARED 14 254360 D BEI TECHNOLOGIES INC COM 05538P10 348 12321 SH SHARED 12321 D BEI TECHNOLOGIES INC COM 05538P10 3524 124500 SH SHARED 01 124500 D BEI TECHNOLOGIES INC COM 05538P10 85 3023 SH SHARED 02 3023 D BEI TECHNOLOGIES INC COM 05538P10 840 29700 SH SHARED 10 29700 D BFC FINL CORP CL A 05538420 76 6500 SH SHARED 6500 D BG PLC ADR FIN INST N 05543420 108 3458 SH SHARED 01 3136 322 D BG PLC ADR FIN INST N 05543420 271 8625 SH SHR/OTHR 01 8625 D BG PLC ADR FIN INST N 05543420 1 33 SH SHARED 02 33 D BHA GROUP HLDGS INC COM 05544610 151 4000 SH SHARED 4000 D BHA GROUP HLDGS INC COM 05544610 13 347 SH SHARED 02 347 D BHP BILLITON PLC SPONSORED ADR 05545E20 712 40795 SH SHARED 01 40795 D BHP BILLITON PLC SPONSORED ADR 05545E20 194 11150 SH SHARED 02 11150 D BISYS GROUP INC NOTE 4.000% 3/1 055472AB 7904 8000000 PRN SHARED 8000000 D BISYS GROUP INC NOTE 4.000% 3/1 055472AB 4 4800 PRN SHARED 01 4800 D BISYS GROUP INC COM 05547210 11458 814965 SH SHARED 814965 D BISYS GROUP INC COM 05547210 1465 104253 SH SHARED 01 104253 D BISYS GROUP INC COM 05547210 760 54105 SH SHARED 02 54105 D BISYS GROUP INC COM 05547210 2634 187400 SH SHARED 10 187400 D BKF CAP GROUP INC COM 05548G10 515 17731 SH SHARED 17731 D BJS WHOLESALE CLUB INC COM 05548J10 1689 67591 SH SHARED 67591 D BJS WHOLESALE CLUB INC COM 05548J10 1411 56443 SH SHARED 01 56443 D BJS WHOLESALE CLUB INC COM 05548J10 13 543 SH SHR/OTHR 01 543 D BJS WHOLESALE CLUB INC COM 05548J10 5629 225180 SH SHARED 02 225180 D BJS WHOLESALE CLUB INC COM 05548J10 1555 62200 SH SHARED 10 62200 D BJ SVCS CO NOTE 0.500% 4/2 055482AF 884 1045000 PRN SHARED 1045000 D BJ SVCS CO COM 05548210 18228 397665 SH SHARED 397665 D BJ SVCS CO COM 05548210 9025 196893 SH SHARED 01 196893 D BJ SVCS CO COM 05548210 5925 129264 SH SHARED 02 129264 D BJ SVCS CO COM 05548210 23 523 SH SHARED 05 523 D BJ SVCS CO COM 05548210 64 1400 SH SHARED 06 1400 D BJ SVCS CO COM 05548210 27887 608373 SH SHARED 10 608373 D BJ SVCS CO COM 05548210 53 1166 SH SHARED 14 1166 D BOK FINL CORP COM NEW 05561Q20 109 2793 SH SHARED 2793 D BOK FINL CORP COM NEW 05561Q20 39 1005 SH SHARED 01 1005 D BOK FINL CORP COM NEW 05561Q20 75 1920 SH SHARED 02 1920 D BOK FINL CORP COM NEW 05561Q20 3521 89685 SH SHARED 10 89685 D BOC GROUP PLC SPONSORED ADR 05561760 6 188 SH SHARED 188 D BOC GROUP PLC SPONSORED ADR 05561760 33 1000 SH SHR/OTHR 01 1000 D BP PLC SPONSORED ADR 05562210 48766 910329 SH SHARED 909729 600 D BP PLC SPONSORED ADR 05562210 116962 2183365 SH SHARED 01 922429 1260936 D BP PLC SPONSORED ADR 05562210 49095 916479 SH SHR/OTHR 01 60869 855610 D BP PLC SPONSORED ADR 05562210 4155 77570 SH SHARED 02 77570 D BP PLC SPONSORED ADR 05562210 42 792 SH SHARED 05 792 D BP PLC SPONSORED ADR 05562210 214 4000 SH SHARED 06 4000 D BP PLC SPONSORED ADR 05562210 30237 564455 SH SHARED 10 564455 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 54 1683 SH SHARED 1683 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 162 5000 SH SHARED 01 5000 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 42 1300 SH SHR/OTHR 01 1300 D BRE PROPERTIES INC CL A 05564E10 3614 104000 SH SHARED 01 104000 D BRE PROPERTIES INC CL A 05564E10 380 10960 SH SHR/OTHR 01 10960 D BRE PROPERTIES INC CL A 05564E10 176 5080 SH SHARED 02 5080 D BRE PROPERTIES INC CL A 05564E10 9643 277500 SH SHARED 10 277500 D BRE PROPERTIES INC CL A 05564E10 86038 2475940 SH SHARED 11 2475940 D BRT RLTY TR SH BEN INT NEW 05564530 104 5351 SH SHARED 02 5351 D BSB BANCORP COM 05565210 10315 290485 SH SHARED 290485 D BSB BANCORP COM 05565210 11 337 SH SHARED 01 337 D BSB BANCORP COM 05565210 31 891 SH SHARED 02 891 D BT GROUP PLC ADR 05577E10 296 8105 SH SHARED 8105 D BT GROUP PLC ADR 05577E10 59 1617 SH SHARED 01 1533 84 D BT GROUP PLC ADR 05577E10 18 500 SH SHR/OTHR 01 500 D BMC SOFTWARE INC COM 05592110 10789 583228 SH SHARED 583228 D BMC SOFTWARE INC COM 05592110 3995 215954 SH SHARED 01 207947 8007 D BMC SOFTWARE INC COM 05592110 181 9801 SH SHR/OTHR 01 9801 D BMC SOFTWARE INC COM 05592110 2246 121436 SH SHARED 02 121436 D BMC SOFTWARE INC COM 05592110 213 11533 SH SHARED 05 200 11333 D BMC SOFTWARE INC COM 05592110 226 12246 SH SHARED 06 12246 D BMC SOFTWARE INC COM 05592110 1618 87508 SH SHARED 10 87508 D BMC SOFTWARE INC COM 05592110 1159 62684 SH SHARED 14 62684 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 05603310 868 330360 SH SHARED 02 330360 D BAKER HUGHES INC COM 05722410 69256 1839484 SH SHARED 1702608 136876 D BAKER HUGHES INC COM 05722410 34538 917370 SH SHARED 01 247170 7200 663000 D BAKER HUGHES INC COM 05722410 265 7060 SH SHR/OTHR 01 5460 1600 D BAKER HUGHES INC COM 05722410 10006 265769 SH SHARED 02 265769 D BAKER HUGHES INC COM 05722410 6024 160000 SH SHARED 04 160000 D BAKER HUGHES INC COM 05722410 18538 492389 SH SHARED 05 307200 185189 D BAKER HUGHES INC COM 05722410 2068 54937 SH SHARED 06 54437 500 D BAKER HUGHES INC COM 05722410 914 24300 SH SHARED 07 24300 D BAKER HUGHES INC COM 05722410 1306 34700 SH SHARED 09 34700 D BAKER HUGHES INC COM 05722410 111066 2949984 SH SHARED 10 2949984 D BAKER HUGHES INC COM 05722410 191 5074 SH SHARED 14 5074 D BALDOR ELEC CO COM 05774110 790 33849 SH SHARED 33849 D BALDOR ELEC CO COM 05774110 30 1320 SH SHARED 01 1320 D BALDOR ELEC CO COM 05774110 15 670 SH SHARED 02 670 D BALDWIN & LYONS INC CL B 05775520 205 7700 SH SHARED 7700 D BALDWIN & LYONS INC CL B 05775520 40 1500 SH SHARED 01 1500 D BALDWIN & LYONS INC CL B 05775520 15 566 SH SHARED 02 566 D BALL CORP COM 05849810 972 13500 SH SHARED 13500 D BALL CORP COM 05849810 9263 128572 SH SHARED 128572 D BALL CORP COM 05849810 2681 37224 SH SHARED 01 37224 D BALL CORP COM 05849810 1942 26962 SH SHARED 02 26962 D BALL CORP COM 05849810 2390 33183 SH SHARED 10 33183 D BALLARD PWR SYS INC COM 05858H10 566 61758 SH SHARED 36858 24900 D BALLARD PWR SYS INC COM 05858H10 35 3895 SH SHARED 01 2595 1300 D BALLARD PWR SYS INC COM 05858H10 19 2100 SH SHR/OTHR 01 2100 D BALLARD PWR SYS INC COM 05858H10 279 30487 SH SHARED 02 30487 D BALLARD PWR SYS INC COM 05858H10 412 45000 SH SHARED 04 45000 D BALLARD PWR SYS INC COM 05858H10 12 1400 SH SHARED 06 400 1000 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 1 234 SH SHARED 01 234 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 687 137418 SH SHARED 02 137418 D BANCFIRST CORP COM 05945F10 185 3100 SH SHARED 3100 D BANCFIRST CORP COM 05945F10 95 1603 SH SHARED 02 1603 D BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K10 4 344 SH SHARED 344 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 3352 72960 SH SHARED 72960 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 20470 445489 SH SHARED 01 445489 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 1263 27500 SH SHARED 05 27500 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 804 17500 SH SHARED 09 17500 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 10899 237200 SH SHARED 10 237200 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 2187 47600 SH SHARED 12 47600 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 18127 388675 SH SHARED 01 388675 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 1044 22400 SH SHARED 02 22400 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 2162 46375 SH SHARED 05 46375 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 2448 52500 SH SHARED 09 52500 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 5643 121000 SH SHARED 10 121000 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 2947 63200 SH SHARED 12 63200 D BANCO SANTANDER CENT HISPANO ADR 05964H10 235 22400 SH SHARED 22400 D BANCO SANTANDER CENT HISPANO ADR 05964H10 343 32681 SH SHARED 01 32681 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 10294 385549 SH SHARED 01 385549 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 507 19000 SH SHARED 04 19000 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 88 3300 SH SHARED 05 3300 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 1202 45049 SH SHARED 09 45049 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 5441 203800 SH SHARED 10 203800 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 1529 57300 SH SHARED 12 57300 D BANCOLOMBIA S A SPON ADR PREF 05968L10 1178 176400 SH SHARED 01 176400 D BANCOLOMBIA S A SPON ADR PREF 05968L10 3626 542900 SH SHARED 10 542900 D BANCORP BK COM 05969F10 113 6400 SH SHARED 6400 D BANCORP RHODE ISLAND INC COM 05969010 35 1000 SH SHR/OTHR 01 1000 D BANCORPSOUTH INC COM 05969210 1691 75058 SH SHARED 75058 D BANCORPSOUTH INC COM 05969210 34 1524 SH SHARED 01 1524 D BANCORPSOUTH INC COM 05969210 28 1249 SH SHARED 02 1249 D BANCTRUST FINANCIAL GP COM 05978R10 145 8300 SH SHARED 8300 D BANCTRUST FINANCIAL GP COM 05978R10 20 1162 SH SHARED 02 1162 D BANDAG INC COM 05981510 1115 25042 SH SHARED 25042 D BANDAG INC COM 05981510 257 5793 SH SHARED 01 5793 D BANDAG INC COM 05981510 647 14534 SH SHARED 02 14534 D BANK OF AMERICA CORPORATION COM 06050510 2870 33920 SH SHARED 26730 7190 D BANK OF AMERICA CORPORATION COM 06050510 983122 11618088 SH SHARED 11430901 187187 D BANK OF AMERICA CORPORATION COM 06050510 379078 4479775 SH SHARED 01 1896832 7000 2575943 D BANK OF AMERICA CORPORATION COM 06050510 36341 429466 SH SHR/OTHR 01 43308 386158 D BANK OF AMERICA CORPORATION COM 06050510 108029 1276639 SH SHARED 02 1276639 D BANK OF AMERICA CORPORATION COM 06050510 27179 321200 SH SHARED 03 321200 D BANK OF AMERICA CORPORATION COM 06050510 35481 419300 SH SHARED 04 419300 D BANK OF AMERICA CORPORATION COM 06050510 107112 1265801 SH SHARED 05 916130 349671 D BANK OF AMERICA CORPORATION COM 06050510 17114 202252 SH SHARED 06 155942 46310 D BANK OF AMERICA CORPORATION COM 06050510 3077 36373 SH SHARED 07 36373 D BANK OF AMERICA CORPORATION COM 06050510 3884 45900 SH SHARED 09 45900 D BANK OF AMERICA CORPORATION COM 06050510 565263 6680024 SH SHARED 10 6680024 D BANK OF AMERICA CORPORATION COM 06050510 8547 101006 SH SHARED 14 101006 D BANK OF GRANITE CORP COM 06240110 271 13000 SH SHARED 13000 D BANK OF GRANITE CORP COM 06240110 7 365 SH SHARED 01 365 D BANK OF GRANITE CORP COM 06240110 41 1986 SH SHARED 02 1986 D BANK HAWAII CORP COM 06254010 1448 32032 SH SHARED 30032 2000 D BANK HAWAII CORP COM 06254010 2241 49568 SH SHARED 01 44568 5000 D BANK HAWAII CORP COM 06254010 67 1500 SH SHR/OTHR 01 1500 D BANK HAWAII CORP COM 06254010 1035 22895 SH SHARED 02 22895 D BANK MONTREAL QUE COM 06367110 762 19057 SH SHARED 19057 D BANK MONTREAL QUE COM 06367110 118 2952 SH SHARED 01 2952 D BANK MONTREAL QUE COM 06367110 10345 258436 SH SHARED 02 258436 D BANK MONTREAL QUE COM 06367110 5804 145000 SH SHARED 04 145000 D BANK MONTREAL QUE COM 06367110 17 428 SH SHARED 05 428 D BANK MONTREAL QUE COM 06367110 2201 55000 SH SHARED 06 54000 1000 D BANK MONTREAL QUE COM 06367110 28 700 SH SHARED 10 700 D BANK MONTREAL QUE COM 06367110 156 3918 SH SHARED 14 3918 D BANK MUTUAL CORP NEW COM 06375010 833 76428 SH SHARED 76428 D BANK MUTUAL CORP NEW COM 06375010 1 127 SH SHARED 02 127 D BANK MUTUAL CORP NEW COM 06375010 5156 473100 SH SHARED 10 473100 D BANK OF THE OZARKS INC COM 06390410 352 15116 SH SHARED 15116 D BANK OF THE OZARKS INC COM 06390410 870 37318 SH SHARED 01 37318 D BANK OF THE OZARKS INC COM 06390410 0 8 SH SHARED 02 8 D BANK OF THE OZARKS INC COM 06390410 620 26600 SH SHARED 10 26600 D BANK NEW YORK INC COM 06405710 149345 5065998 SH SHARED 4885998 180000 D BANK NEW YORK INC COM 06405710 22274 755572 SH SHARED 01 251810 503762 D BANK NEW YORK INC COM 06405710 4913 166669 SH SHR/OTHR 01 19600 147069 D BANK NEW YORK INC COM 06405710 10752 364751 SH SHARED 02 364751 D BANK NEW YORK INC COM 06405710 1158 39300 SH SHARED 03 39300 D BANK NEW YORK INC COM 06405710 2505 85000 SH SHARED 04 85000 D BANK NEW YORK INC COM 06405710 393 13333 SH SHARED 05 10200 3133 D BANK NEW YORK INC COM 06405710 414 14046 SH SHARED 06 12346 1700 D BANK NEW YORK INC COM 06405710 9056 307219 SH SHARED 10 307219 D BANK NEW YORK INC COM 06405710 4463 151392 SH SHARED 14 151392 D BANK NOVA SCOTIA HALIFAX COM 06414910 59113 2193447 SH SHARED 2193447 D BANK NOVA SCOTIA HALIFAX COM 06414910 324 12052 SH SHARED 01 6052 6000 D BANK NOVA SCOTIA HALIFAX COM 06414910 17801 660538 SH SHARED 02 660538 D BANK NOVA SCOTIA HALIFAX COM 06414910 28 1052 SH SHARED 05 1052 D BANK NOVA SCOTIA HALIFAX COM 06414910 140 5200 SH SHARED 06 3200 2000 D BANK NOVA SCOTIA HALIFAX COM 06414910 37 1400 SH SHARED 10 1400 D BANK NOVA SCOTIA HALIFAX COM 06414910 200 7424 SH SHARED 14 7424 D BANK ONE CORP COM 06423A10 273212 5357099 SH SHARED 5328834 28265 D BANK ONE CORP COM 06423A10 22412 439456 SH SHARED 01 301950 137506 D BANK ONE CORP COM 06423A10 23333 457512 SH SHR/OTHR 01 429694 27818 D BANK ONE CORP COM 06423A10 64817 1270941 SH SHARED 02 1270941 D BANK ONE CORP COM 06423A10 2652 52000 SH SHARED 04 52000 D BANK ONE CORP COM 06423A10 265 5213 SH SHARED 05 1000 4213 D BANK ONE CORP COM 06423A10 3040 59608 SH SHARED 06 57808 1800 D BANK ONE CORP COM 06423A10 117 2300 SH SHARED 07 2300 D BANK ONE CORP COM 06423A10 84274 1652448 SH SHARED 10 1652448 D BANK ONE CORP COM 06423A10 468 9193 SH SHARED 14 9193 D BANK UTD CORP LITIGATN CONT CTF RT CONTGT 06541611 18 263811 SH SHARED 263811 D BANKATLANTIC BANCORP CL A 06590850 754 40900 SH SHARED 40900 D BANKATLANTIC BANCORP CL A 06590850 2001 108500 SH SHARED 01 108500 D BANKATLANTIC BANCORP CL A 06590850 3234 175324 SH SHARED 02 175324 D BANKATLANTIC BANCORP CL A 06590850 7246 392750 SH SHARED 10 392750 D BANKNORTH GROUP INC NEW COM 06646R10 2843 87557 SH SHARED 87557 D BANKNORTH GROUP INC NEW COM 06646R10 2282 70286 SH SHARED 01 57886 12400 D BANKNORTH GROUP INC NEW COM 06646R10 3290 101293 SH SHARED 02 101293 D BANKNORTH GROUP INC NEW COM 06646R10 45 1400 SH SHARED 06 1400 D BANKNORTH GROUP INC NEW COM 06646R10 3235 99611 SH SHARED 10 99611 D BANKRATE INC COM 06646V10 131 15328 SH SHARED 15328 D BANKRATE INC COM 06646V10 27 3219 SH SHARED 01 3219 D BANKRATE INC COM 06646V10 119 13947 SH SHARED 02 13947 D BANKUNITED FINL CORP CL A 06652B10 731 28340 SH SHARED 28340 D BANKUNITED FINL CORP CL A 06652B10 4182 162100 SH SHARED 01 162100 D BANKUNITED FINL CORP CL A 06652B10 265 10288 SH SHARED 02 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7058 SH SHARED 02 7058 D BEAZER HOMES USA INC COM 07556Q10 69 690 SH SHARED 10 690 D BEBE STORES INC COM 07557110 804 40218 SH SHARED 40218 D BEBE STORES INC COM 07557110 7 387 SH SHARED 01 387 D BEBE STORES INC COM 07557110 23 1166 SH SHR/OTHR 01 1166 D BEBE STORES INC COM 07557110 83 4157 SH SHARED 02 4157 D BECKMAN COULTER INC COM 07581110 1207 19800 SH SHARED 19800 D BECKMAN COULTER INC COM 07581110 6299 103263 SH SHARED 103263 D BECKMAN COULTER INC COM 07581110 914 14984 SH SHR/OTHR 14984 D BECKMAN COULTER INC COM 07581110 2065 33853 SH SHARED 01 33496 357 D BECKMAN COULTER INC COM 07581110 1326 21752 SH SHARED 02 21752 D BECTON DICKINSON & CO COM 07588710 43986 849153 SH SHARED 848178 975 D BECTON DICKINSON & CO COM 07588710 40049 773161 SH SHARED 01 168186 9200 595775 D BECTON DICKINSON & CO COM 07588710 4523 87320 SH SHR/OTHR 01 17800 69520 D BECTON DICKINSON & CO COM 07588710 9393 181347 SH SHARED 02 181347 D BECTON DICKINSON & CO COM 07588710 649 12546 SH SHARED 05 300 12246 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PPTY INVS INC COM PAR $0.02 07644630 0 16 SH SHARED 02 16 D BEL FUSE INC CL B 07734730 2167 51969 SH SHARED 51969 D BEL FUSE INC CL B 07734730 12 300 SH SHARED 01 300 D BEL FUSE INC CL B 07734730 344 8260 SH SHARED 02 8260 D BELDEN INC COM 07745910 57 2700 SH SHARED 2700 D BELDEN INC COM 07745910 606 28306 SH SHARED 28306 D BELDEN INC COM 07745910 17 794 SH SHARED 01 794 D BELDEN INC COM 07745910 31 1448 SH SHARED 02 1448 D BELL MICROPRODUCTS INC COM 07813710 21 2646 SH SHARED 2646 D BELL MICROPRODUCTS INC COM 07813710 7 874 SH SHARED 02 874 D BELLSOUTH CORP COM 07986010 277 10600 SH SHARED 10600 D BELLSOUTH CORP COM 07986010 415070 15830306 SH SHARED 15830306 D BELLSOUTH CORP COM 07986010 43195 1647425 SH SHARED 01 1350582 296843 D BELLSOUTH CORP COM 07986010 4262 162560 SH SHR/OTHR 01 11640 150920 D BELLSOUTH CORP COM 07986010 31341 1195341 SH SHARED 02 1195341 D BELLSOUTH CORP COM 07986010 31464 1200000 SH SHARED 04 1200000 D BELLSOUTH CORP COM 07986010 200 7638 SH SHARED 05 1500 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INC COM 08160H10 1209 41564 SH SHARED 41564 D BENCHMARK ELECTRS INC COM 08160H10 661 22736 SH SHARED 01 22736 D BENCHMARK ELECTRS INC COM 08160H10 439 15117 SH SHARED 02 15117 D BENCHMARK ELECTRS INC COM 08160H10 656 22575 SH SHARED 10 22575 D BENETTON GROUP SPA ADR NEW 08179540 127 5587 SH SHARED 5587 D BENETTON GROUP SPA ADR NEW 08179540 25 1113 SH SHARED 01 1113 D BENTLEY PHARMACEUTICALS INC COM 08265710 296 21580 SH SHARED 21580 D BENTLEY PHARMACEUTICALS INC COM 08265710 370 27000 SH SHARED 01 27000 D BENTLEY PHARMACEUTICALS INC COM 08265710 33 2424 SH SHARED 02 2424 D BENTLEY PHARMACEUTICALS INC COM 08265710 370 27000 SH SHARED 10 27000 D BERKLEY W R CORP COM 08442310 1506 35073 SH SHARED 35073 D BERKLEY W R CORP COM 08442310 29884 695802 SH SHARED 01 695802 D BERKLEY W R CORP COM 08442310 3734 86954 SH SHARED 02 86954 D BERKLEY W R CORP COM 08442310 81 1896 SH SHARED 06 1896 D BERKLEY W R CORP COM 08442310 16470 383475 SH SHARED 10 383475 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 504 SH SHARED 500 4 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 378 SH SHARED 01 28 350 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 14 SH SHR/OTHR 01 1 13 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 7 SH SHARED 14 7 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 144 49 SH SHARED 5 44 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 22936 7762 SH SHARED 01 392 7370 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 7346 2486 SH SHR/OTHR 01 102 2384 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 147 50 SH SHARED 05 50 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 41154 13927 SH SHARED 10 13927 D BERKSHIRE HILLS BANCORP INC COM 08468010 189 5100 SH SHARED 5100 D BERKSHIRE HILLS BANCORP INC COM 08468010 43 1163 SH SHARED 02 1163 D BERRY PETE CO CL A 08578910 557 18968 SH SHARED 18968 D BERRY PETE CO CL A 08578910 317 10800 SH SHARED 01 10800 D BERRY PETE CO CL A 08578910 621 21120 SH SHARED 02 21120 D BERRY PETE CO CL A 08578910 160 5460 SH SHARED 10 5460 D BEST BUY INC SDCV 2.250% 1/1 086516AF 32012 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686000 SH SHARED 10 686000 D BHP BILLITON LTD SPONSORED ADR 08860610 186 10651 SH SHARED 10651 D BHP BILLITON LTD SPONSORED ADR 08860610 234 13412 SH SHARED 01 3400 10012 D BHP BILLITON LTD SPONSORED ADR 08860610 182 10400 SH SHR/OTHR 01 10400 D BIG 5 SPORTING GOODS CORP COM 08915P10 568 21704 SH SHARED 21704 D BIG 5 SPORTING GOODS CORP COM 08915P10 0 16 SH SHARED 02 16 D BIG LOTS INC COM 08930210 4473 309360 SH SHARED 309360 D BIG LOTS INC COM 08930210 2111 146031 SH SHARED 01 146031 D BIG LOTS INC COM 08930210 1112 76915 SH SHARED 02 76915 D BIG LOTS INC COM 08930210 643 44491 SH SHARED 10 44491 D BINDVIEW DEV CORP COM 09032710 57 16507 SH SHARED 16507 D BINDVIEW DEV CORP COM 09032710 14 4091 SH SHARED 01 4091 D BINDVIEW DEV CORP COM 09032710 47 13514 SH SHARED 02 13514 D BIO-REFERENCE LABS INC COM $.01 NEW 09057G60 192 14502 SH SHARED 14502 D BIO-REFERENCE LABS INC COM $.01 NEW 09057G60 23 1761 SH SHARED 01 1761 D BIO-REFERENCE LABS INC COM $.01 NEW 09057G60 14 1127 SH SHARED 02 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INC COM 09061G10 4464 744157 SH SHARED 04 744157 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 142 23800 SH SHARED 06 23800 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 142 23800 SH SHARED 10 23800 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 69 11500 SH SHARED 14 11500 D BIOMET INC COM 09061310 60645 1364662 SH SHARED 1339331 25331 D BIOMET INC COM 09061310 56742 1276829 SH SHARED 01 91031 12400 1173398 D BIOMET INC COM 09061310 2167 48776 SH SHR/OTHR 01 6490 42286 D BIOMET INC COM 09061310 7768 174800 SH SHARED 02 174800 D BIOMET INC COM 09061310 2133 48000 SH SHARED 04 48000 D BIOMET INC COM 09061310 29889 672587 SH SHARED 05 438324 234263 D BIOMET INC COM 09061310 99 2250 SH SHARED 06 2250 D BIOMET INC COM 09061310 1688 37999 SH SHARED 07 37999 D BIOMET INC COM 09061310 2275 51200 SH SHARED 09 51200 D BIOMET INC COM 09061310 86478 1945966 SH SHARED 10 1945966 D BIOMET INC COM 09061310 107 2415 SH SHARED 14 2415 D BIOGEN IDEC INC COM 09062X10 107978 1707176 SH SHARED 1702376 4800 D BIOGEN 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24831 SH SHARED 24831 D BROOKFIELD HOMES CORP COM 11272310 524 20017 SH SHARED 01 20017 D BROOKFIELD HOMES CORP COM 11272310 155 5937 SH SHARED 02 5937 D BROOKFIELD HOMES CORP COM 11272310 159 6100 SH SHARED 10 6100 D BROOKFIELD PPTYS CORP COM 11290010 2814 97891 SH SHARED 97891 D BROOKFIELD PPTYS CORP COM 11290010 17 600 SH SHARED 01 600 D BROOKFIELD PPTYS CORP COM 11290010 1675 58279 SH SHARED 02 58279 D BROOKFIELD PPTYS CORP COM 11290010 14725 512200 SH SHARED 10 512200 D BROOKFIELD PPTYS CORP COM 11290010 159921 5562488 SH SHARED 11 5562488 D BROOKFIELD PPTYS CORP COM 11290010 34 1200 SH SHARED 14 1200 D BROOKLINE BANCORP INC DEL COM 11373M10 1071 73040 SH SHARED 73040 D BROOKLINE BANCORP INC DEL COM 11373M10 11 800 SH SHARED 01 800 D BROOKLINE BANCORP INC DEL COM 11373M10 38 2624 SH SHR/OTHR 01 2624 D BROOKLINE BANCORP INC DEL COM 11373M10 151 10319 SH SHARED 02 10319 D BROOKS AUTOMATION INC NOTE 4.750% 6/0 11434AAB 6248 6409000 PRN SHARED 6409000 D BROOKS AUTOMATION INC NOTE 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SHARED 10 46407 D BROWN FORMAN CORP CL B 11563720 42 876 SH SHARED 14 876 D BROWN SHOE INC NEW COM 11573610 1171 28631 SH SHARED 28631 D BROWN SHOE INC NEW COM 11573610 113 2776 SH SHARED 01 1776 1000 D BROWN SHOE INC NEW COM 11573610 2455 60000 SH SHR/OTHR 01 60000 D BROWN SHOE INC NEW COM 11573610 25 620 SH SHARED 02 620 D BRUKER BIOSCIENCES CORP COM 11679410 99 20502 SH SHARED 20502 D BRUKER BIOSCIENCES CORP COM 11679410 12 2594 SH SHARED 02 2594 D BRUNSWICK CORP COM 11704310 142 3500 SH SHARED 3500 D BRUNSWICK CORP COM 11704310 11866 290854 SH SHARED 265854 25000 D BRUNSWICK CORP COM 11704310 3542 86830 SH SHARED 01 86830 D BRUNSWICK CORP COM 11704310 2158 52906 SH SHARED 02 52906 D BRUNSWICK CORP COM 11704310 212 5206 SH SHARED 06 5206 D BRUNSWICK CORP COM 11704310 2602 63778 SH SHARED 10 63778 D BRUSH ENGINEERED MATLS INC COM 11742110 308 16300 SH SHARED 16300 D BRUSH ENGINEERED MATLS INC COM 11742110 19 1017 SH SHARED 02 1017 D BRYN MAWR BK CORP COM 11766510 149 6600 SH SHARED 6600 D BRYN MAWR BK CORP COM 11766510 24 1078 SH SHARED 02 1078 D BSQUARE CORP COM 11776U10 5 5520 SH SHARED 5520 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 55 1363 SH SHARED 1363 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 115 2837 SH SHARED 01 337 2500 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 137 3400 SH SHR/OTHR 01 900 2500 D BUCKEYE TECHNOLOGIES INC COM 11825510 320 27900 SH SHARED 27900 D BUCKEYE TECHNOLOGIES INC COM 11825510 0 24 SH SHARED 02 24 D BUCKLE INC COM 11844010 467 16551 SH SHARED 16551 D BUCKLE INC COM 11844010 98 3493 SH SHARED 01 3493 D BUCKLE INC COM 11844010 35 1267 SH SHARED 02 1267 D BUFFALO WILD WINGS INC COM 11984810 232 8400 SH SHARED 8400 D BUFFALO WILD WINGS INC COM 11984810 13910 503100 SH SHARED 01 459200 3100 40800 D BUFFALO WILD WINGS INC COM 11984810 583 21100 SH SHARED 05 21100 D BUFFALO WILD WINGS INC COM 11984810 4260 154072 SH SHARED 10 154072 D BUILDING MATLS HLDG CORP COM 12011310 270 14275 SH SHARED 14275 D BUILDING MATLS HLDG CORP 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51636 D BURLINGTON RES INC COM 12201410 42197 1166329 SH SHARED 1166329 D BURLINGTON RES INC COM 12201410 11101 306834 SH SHARED 01 253466 53368 D BURLINGTON RES INC COM 12201410 1908 52738 SH SHR/OTHR 01 52738 D BURLINGTON RES INC COM 12201410 9601 265378 SH SHARED 02 265378 D BURLINGTON RES INC COM 12201410 65 1816 SH SHARED 05 400 1416 D BURLINGTON RES INC COM 12201410 502 13900 SH SHARED 06 13600 300 D BURLINGTON RES INC COM 12201410 29286 809480 SH SHARED 10 809480 D BURLINGTON RES INC COM 12201410 130 3600 SH SHARED 14 3600 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 471 20882 SH SHARED 20882 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 4317 191227 SH SHARED 02 191227 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 588 26042 SH SHARED 04 26042 D C & F FINL CORP COM 12466Q10 169 5114 SH SHARED 02 5114 D C&D TECHNOLOGIES INC COM 12466110 44 2500 SH SHARED 2500 D C&D TECHNOLOGIES INC COM 12466110 1078 60482 SH SHARED 60482 D C&D TECHNOLOGIES INC COM 12466110 69 3876 SH SHARED 01 3876 D C&D TECHNOLOGIES INC COM 12466110 288 16180 SH SHARED 02 16180 D C&D TECHNOLOGIES INC COM 12466110 38 2160 SH SHARED 10 2160 D CAE INC COM 12476510 916 202376 SH SHARED 202376 D CAE INC COM 12476510 532 117491 SH SHARED 02 117491 D CAE INC COM 12476510 6712 1481800 SH SHARED 10 1481800 D CB BANCSHARES INC HAWAII COM 12478510 4403 47600 SH SHARED 47600 D CB BANCSHARES INC HAWAII COM 12478510 72 782 SH SHARED 02 782 D CBL & ASSOC PPTYS INC COM 12483010 266 4853 SH SHARED 4853 D CBL & ASSOC PPTYS INC COM 12483010 3542 64400 SH SHARED 01 64400 D CBL & ASSOC PPTYS INC COM 12483010 388 7056 SH SHARED 02 7056 D CBL & ASSOC PPTYS INC COM 12483010 2596 47200 SH SHARED 11 47200 D CCC INFORMATION SVCS GROUP I COM 12487Q10 204 12200 SH SHARED 12200 D CCC INFORMATION SVCS GROUP I COM 12487Q10 326 19500 SH SHARED 01 19500 D CCC INFORMATION SVCS GROUP I COM 12487Q10 34 2073 SH SHARED 02 2073 D CCC INFORMATION SVCS GROUP I COM 12487Q10 326 19500 SH SHARED 10 19500 D CBRL GROUP INC NOTE 4/0 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SHARED 10 38990 D C D W CORP COM 12512N10 45 709 SH SHARED 14 709 D CEC ENTMT INC COM 12513710 4946 167631 SH SHARED 167631 D CEC ENTMT INC COM 12513710 3398 115179 SH SHARED 01 115179 D CEC ENTMT INC COM 12513710 54 1853 SH SHARED 02 1853 D CEC ENTMT INC COM 12513710 998 33850 SH SHARED 10 33850 D CFS BANCORP INC COM 12525D10 187 14156 SH SHARED 02 14156 D CHC HELICOPTER CORP CL A SUB VTG 12541C20 11 400 SH SHARED 02 400 D CH ENERGY GROUP INC COM 12541M10 719 15500 SH SHARED 15500 D CH ENERGY GROUP INC COM 12541M10 32 700 SH SHARED 01 700 D CH ENERGY GROUP INC COM 12541M10 9 200 SH SHR/OTHR 01 200 D CH ENERGY GROUP INC COM 12541M10 0 19 SH SHARED 02 19 D C H ROBINSON WORLDWIDE INC COM 12541W10 10065 219574 SH SHARED 219574 D C H ROBINSON WORLDWIDE INC COM 12541W10 1362 29731 SH SHARED 01 23731 6000 D C H ROBINSON WORLDWIDE INC COM 12541W10 1488 32481 SH SHARED 02 32481 D C H ROBINSON WORLDWIDE INC COM 12541W10 114 2500 SH SHARED 10 2500 D CIGNA CORP COM 12550910 454 6600 SH SHARED 6600 D CIGNA CORP COM 12550910 31611 459401 SH SHARED 449401 10000 D CIGNA CORP COM 12550910 2752 40000 SH SHR/OTHR 40000 D CIGNA CORP COM 12550910 8645 125648 SH SHARED 01 112125 13523 D CIGNA CORP COM 12550910 206 3000 SH SHR/OTHR 01 3000 D CIGNA CORP COM 12550910 5071 73703 SH SHARED 02 73703 D CIGNA CORP COM 12550910 5724 83200 SH SHARED 04 83200 D CIGNA CORP COM 12550910 46 679 SH SHARED 05 300 379 D CIGNA CORP COM 12550910 459 6679 SH SHARED 06 6079 600 D CIGNA CORP COM 12550910 3683 53537 SH SHARED 10 53537 D CIGNA CORP COM 12550910 173 2524 SH SHARED 14 2524 D CIT GROUP INC COM 12558110 1567 40928 SH SHARED 40928 D CIT GROUP INC COM 12558110 1545 40359 SH SHARED 01 39891 468 D CIT GROUP INC COM 12558110 5631 147065 SH SHARED 02 147065 D CIT GROUP INC COM 12558110 7409 193500 SH SHARED 04 193500 D CIT GROUP INC COM 12558110 11 300 SH SHARED 05 300 D CIT GROUP INC COM 12558110 2328 60800 SH SHARED 06 60800 D CIT GROUP INC COM 12558110 32817 857065 SH SHARED 10 857065 D CIT GROUP INC COM 12558110 59 1565 SH SHARED 14 1565 D CKE RESTAURANTS INC COM 12561E10 981 73668 SH SHARED 73668 D CKE RESTAURANTS INC COM 12561E10 61 4629 SH SHARED 01 4629 D CKE RESTAURANTS INC COM 12561E10 0 60 SH SHARED 02 60 D CLECO CORP NEW COM 12561W10 926 51550 SH SHARED 51550 D CLECO CORP NEW COM 12561W10 56 3150 SH SHARED 01 3150 D CLECO CORP NEW COM 12561W10 71 4000 SH SHR/OTHR 01 4000 D CLECO CORP NEW COM 12561W10 34 1922 SH SHARED 02 1922 D CMGI INC COM 12575010 854 437960 SH SHARED 396210 41750 D CMGI INC COM 12575010 1 700 SH SHARED 01 700 D CMGI INC COM 12575010 119 61039 SH SHARED 02 61039 D CMS ENERGY CORP COM 12589610 16 1800 SH SHARED 1800 D CMS ENERGY CORP COM 12589610 5654 619226 SH SHARED 619226 D CMS ENERGY CORP COM 12589610 543 59491 SH SHARED 01 55691 3800 D CMS ENERGY CORP COM 12589610 66 7305 SH SHR/OTHR 01 7305 D CMS ENERGY CORP COM 12589610 1249 136868 SH SHARED 02 136868 D CMS ENERGY CORP COM 12589610 7818 856301 SH SHARED 10 856301 D CPI CORP COM 12590210 7 500 SH SHARED 500 D CPI CORP COM 12590210 191 12998 SH SHARED 02 12998 D CSS INDS INC COM 12590610 227 6500 SH SHARED 6500 D CSS INDS INC COM 12590610 31 900 SH SHARED 01 900 D CSS INDS INC COM 12590610 0 8 SH SHARED 02 8 D CSK AUTO CORP COM 12596510 2644 154261 SH SHARED 154261 D CSK AUTO CORP COM 12596510 257 15000 SH SHR/OTHR 15000 D CSK AUTO CORP COM 12596510 284 16596 SH SHARED 01 16596 D CSK AUTO CORP COM 12596510 4194 244695 SH SHARED 02 244695 D CNA FINL CORP COM 12611710 12552 424208 SH SHARED 424208 D CNA FINL CORP COM 12611710 1051 35538 SH SHARED 01 35538 D CNA FINL CORP COM 12611710 99 3369 SH SHARED 02 3369 D CNB FLORIDA BANCSHARES INC COM 12612H10 78 3309 SH SHARED 01 3309 D CNA SURETY CORP COM 12612L10 170 15600 SH SHARED 15600 D CNA SURETY CORP COM 12612L10 32 2936 SH SHARED 02 2936 D CNF INC COM 12612W10 981 23609 SH SHARED 23609 D CNF INC COM 12612W10 3475 83626 SH SHARED 01 73891 9735 D CNF INC COM 12612W10 12 300 SH SHR/OTHR 01 300 D CNF INC COM 12612W10 748 18013 SH SHARED 02 18013 D CNB FINL CORP PA COM 12612810 180 13308 SH SHARED 02 13308 D CNET NETWORKS INC COM 12613R10 1342 121300 SH SHARED 121300 D CNET NETWORKS INC COM 12613R10 1490 134600 SH SHARED 01 130400 4200 D CNET NETWORKS INC COM 12613R10 125 11293 SH SHARED 02 11293 D CNET NETWORKS INC COM 12613R10 1660 150000 SH SHARED 04 150000 D CNET NETWORKS INC COM 12613R10 1295 117000 SH SHARED 10 117000 D CNS INC COM 12613610 99 9941 SH SHARED 9941 D CNS INC COM 12613610 23 2303 SH SHARED 01 2303 D CP HOLDRS DEP RCPTS CP 12616K10 11 200 SH SHR/OTHR 01 200 D CRH PLC ADR 12626K20 157 7200 SH SHARED 02 7200 D CSG SYS INTL INC COM 12634910 1431 69132 SH SHARED 69132 D CSG SYS INTL INC COM 12634910 884 42739 SH SHARED 01 42739 D CSG SYS INTL INC COM 12634910 827 39956 SH SHARED 02 39956 D CSX CORP DBCV 10/3 126408GA 42475 51052000 PRN SHARED 51052000 D CSX CORP COM 12640810 26812 818200 SH SHARED 818200 D CSX CORP COM 12640810 1523 46498 SH SHARED 01 40742 5756 D CSX CORP COM 12640810 1354 41320 SH SHR/OTHR 01 4906 36414 D CSX CORP COM 12640810 4434 135312 SH SHARED 02 135312 D CSX CORP COM 12640810 35 1087 SH SHARED 05 200 887 D CSX CORP COM 12640810 62 1900 SH SHARED 06 1900 D CSX CORP COM 12640810 3349 102206 SH SHARED 10 102206 D CSX CORP COM 12640810 58 1800 SH SHARED 14 1800 D CT COMMUNICATIONS INC COM NEW 12642640 284 18900 SH SHARED 18900 D CT COMMUNICATIONS INC COM NEW 12642640 152 10100 SH SHARED 01 10100 D CT COMMUNICATIONS INC COM NEW 12642640 7 474 SH SHARED 02 474 D CT COMMUNICATIONS INC COM NEW 12642640 35 2350 SH SHARED 10 2350 D CTS CORP COM 12650110 542 44942 SH SHARED 44942 D CTS CORP COM 12650110 51 4267 SH SHARED 01 4267 D CTS CORP COM 12650110 0 36 SH SHARED 02 36 D CUNO INC COM 12658310 949 17795 SH SHARED 17795 D CUNO INC COM 12658310 32 600 SH SHARED 01 600 D CUNO INC COM 12658310 0 16 SH SHARED 02 16 D CVB FINL CORP COM 12660010 756 34800 SH SHARED 34800 D CVB FINL CORP COM 12660010 203 9371 SH SHARED 01 9371 D CVB FINL CORP COM 12660010 588 27039 SH SHARED 02 27039 D CVS CORP COM 12665010 70358 1674395 SH SHARED 1667808 6587 D CVS CORP COM 12665010 91080 2167559 SH SHARED 01 173450 1994109 D CVS CORP COM 12665010 4180 99487 SH SHR/OTHR 01 61200 38287 D CVS CORP COM 12665010 8544 203350 SH SHARED 02 203350 D CVS CORP COM 12665010 1214 28900 SH SHARED 03 28900 D CVS CORP COM 12665010 136039 3237500 SH SHARED 04 3237500 D CVS CORP COM 12665010 3567 84900 SH SHARED 05 58270 26630 D CVS CORP COM 12665010 23295 554400 SH SHARED 06 402700 151700 D CVS CORP COM 12665010 67 1600 SH SHARED 07 1600 D CVS CORP COM 12665010 6904 164308 SH SHARED 10 164308 D CVS CORP COM 12665010 3063 72894 SH SHARED 14 72894 D CV THERAPEUTICS INC COM 12666710 605 36122 SH SHARED 36122 D CV THERAPEUTICS INC COM 12666710 127 7608 SH SHARED 01 608 7000 D CV THERAPEUTICS INC COM 12666710 124 7403 SH SHARED 02 7403 D CV THERAPEUTICS INC COM 12666710 5111 305000 SH SHARED 04 305000 D CV THERAPEUTICS INC COM 12666710 335 20000 SH SHARED 06 20000 D CV THERAPEUTICS INC COM 12666710 335 20000 SH SHARED 10 20000 D CV THERAPEUTICS INC COM 12666710 63 3800 SH SHARED 14 3800 D CABCO TR FOR J C PENNEY DEBS CTF TR 7.625% 12679720 370 15100 SH SHARED 02 15100 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 10 1458 SH SHARED 1458 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 7 1000 SH SHR/OTHR 01 1000 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 930 131310 SH SHARED 02 131310 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 1258 64022 SH SHARED 51009 13013 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 114 5804 SH SHARED 01 5804 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 8788 447264 SH SHARED 02 447264 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 35 1800 SH SHARED 06 1800 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 8227 418702 SH SHARED 10 418702 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 29 1500 SH SHARED 14 1500 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 22 2100 SH SHARED 2100 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 424 40000 SH SHARED 40000 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 64 6102 SH SHARED 02 6102 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 29 2740 SH SHARED 10 2740 D CABOT CORP COM 12705510 1035 25450 SH SHARED 25450 D CABOT CORP COM 12705510 818 20100 SH SHARED 01 20000 100 D CABOT CORP COM 12705510 941 23137 SH SHARED 02 23137 D CABOT CORP COM 12705510 126 3100 SH SHARED 05 3100 D CABOT MICROELECTRONICS CORP COM 12709P10 3385 110609 SH SHARED 110609 D CABOT MICROELECTRONICS CORP COM 12709P10 521 17043 SH SHARED 01 17043 D CABOT MICROELECTRONICS CORP COM 12709P10 264 8643 SH SHARED 02 8643 D CABOT OIL & GAS CORP COM 12709710 1336 31600 SH SHARED 31600 D CABOT OIL & GAS CORP COM 12709710 1666 39400 SH SHARED 01 39400 D CABOT OIL & GAS CORP COM 12709710 1 32 SH SHARED 02 32 D CABOT OIL & GAS CORP COM 12709710 114 2700 SH SHARED 10 2700 D CACHE INC COM NEW 12715030 557 41259 SH SHARED 41259 D CACHE INC COM NEW 12715030 4116 304698 SH SHARED 01 267798 36900 D CACHE INC COM NEW 12715030 423 31350 SH SHARED 05 31350 D CACI INTL INC CL A 12719030 7960 196857 SH SHARED 196857 D CACI INTL INC CL A 12719030 151 3743 SH SHARED 01 3743 D CACI INTL INC CL A 12719030 893 22089 SH SHARED 02 22089 D CACI INTL INC CL A 12719030 2786 68910 SH SHARED 10 68910 D CADBURY SCHWEPPES PLC ADR 12720930 35 1000 SH SHARED 01 1000 D CADBURY SCHWEPPES PLC ADR 12720930 14 400 SH SHR/OTHR 01 400 D CADBURY SCHWEPPES PLC ADR 12720930 64 1846 SH SHARED 02 1846 D CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB 4304 4000000 PRN SHARED 02 4000000 D CADENCE DESIGN SYSTEM INC COM 12738710 2344 160285 SH SHARED 160285 D CADENCE DESIGN SYSTEM INC COM 12738710 1911 130640 SH SHARED 01 130640 D CADENCE DESIGN SYSTEM INC COM 12738710 3018 206290 SH SHARED 02 206290 D CADENCE DESIGN SYSTEM INC COM 12738710 613 41900 SH SHARED 03 41900 D CADENCE DESIGN SYSTEM INC COM 12738710 682 46670 SH SHARED 05 34570 12100 D CADENCE DESIGN SYSTEM INC COM 12738710 408 27900 SH SHARED 06 27900 D CADENCE DESIGN SYSTEM INC COM 12738710 1561 106700 SH SHARED 14 106700 D CAESARS ENTMT INC COM 12768710 8762 584164 SH SHARED 584164 D CAESARS ENTMT INC COM 12768710 2636 175793 SH SHARED 01 175793 D CAESARS ENTMT INC COM 12768710 2193 146228 SH SHARED 02 146228 D CAESARS ENTMT INC COM 12768710 71 4790 SH SHARED 06 4790 D CAESARS ENTMT INC COM 12768710 156 10400 SH SHARED 14 10400 D CAL DIVE INTL INC COM 12791410 1816 59897 SH SHARED 59897 D CAL DIVE INTL INC COM 12791410 693 22860 SH SHARED 01 22860 D CAL DIVE INTL INC COM 12791410 10 340 SH SHARED 02 340 D CAL MAINE FOODS INC COM NEW 12803020 201 14420 SH SHARED 14420 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 61 4002 SH SHARED 4002 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 6 417 SH SHARED 01 417 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 76 5000 SH SHR/OTHR 01 5000 D CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 3339 169600 SH SHARED 169600 D CALGON CARBON CORP COM 12960310 215 32200 SH SHARED 32200 D CALGON CARBON CORP COM 12960310 46 6905 SH SHARED 02 6905 D CALIFORNIA AMPLIFIER INC COM 12990010 6 863 SH SHARED 863 D CALIFORNIA MICRO DEVICES COR COM 13043910 431 37462 SH SHARED 37462 D CALIFORNIA MICRO DEVICES COR COM 13043910 1966 170585 SH SHARED 01 170585 D CALIFORNIA MICRO DEVICES COR COM 13043910 89 7800 SH SHARED 10 7800 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 960 50138 SH SHARED 50138 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 1136 59314 SH SHARED 01 59314 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 24 1264 SH SHR/OTHR 01 1264 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 0 16 SH SHARED 02 16 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 482 25200 SH SHARED 10 25200 D CALIFORNIA WTR SVC GROUP COM 13078810 432 15702 SH SHARED 15702 D CALIFORNIA WTR SVC GROUP COM 13078810 14 539 SH SHARED 01 539 D CALIFORNIA WTR SVC GROUP COM 13078810 84 3083 SH SHARED 02 3083 D CALIPER LIFE SCIENCES INC COM 13087210 232 50065 SH SHARED 50065 D CALIPER LIFE SCIENCES INC COM 13087210 14 3068 SH SHARED 01 3068 D CALIPER LIFE SCIENCES INC COM 13087210 1081 232500 SH SHARED 04 232500 D CALLAWAY GOLF CO COM 13119310 38 3400 SH SHARED 3400 D CALLAWAY GOLF CO COM 13119310 2671 235610 SH SHARED 235610 D CALLAWAY GOLF CO COM 13119310 3937 347179 SH SHARED 01 346179 1000 D CALLAWAY GOLF CO COM 13119310 408 36025 SH SHARED 02 36025 D CALLAWAY GOLF CO COM 13119310 3234 285200 SH SHARED 10 285200 D CALLIDUS SOFTWARE INC COM 13123E50 1806 346100 SH SHARED 01 295800 50300 D CALLIDUS SOFTWARE INC COM 13123E50 227 43600 SH SHARED 05 43600 D CALLON PETE CO DEL COM 13123X10 340 23860 SH SHARED 23860 D CALLON PETE CO DEL COM 13123X10 106 7440 SH SHARED 01 7440 D CALLON PETE CO DEL COM 13123X10 1426 100000 SH SHARED 10 100000 D CALPINE CORP COM 13134710 17939 4152616 SH SHARED 4152616 D CALPINE CORP COM 13134710 478 110832 SH SHARED 01 36384 74448 D CALPINE CORP COM 13134710 262 60800 SH SHR/OTHR 01 60800 D CALPINE CORP COM 13134710 3108 719469 SH SHARED 02 719469 D CALPINE CORP COM 13134710 1346 311700 SH SHARED 10 311700 D CAMBIOR INC COM 13201L10 323 122108 SH SHARED 99108 23000 D CAMBIOR INC COM 13201L10 1722 650000 SH SHARED 04 650000 D CAMBIOR INC COM 13201L10 24631 9295000 SH SHARED 10 9295000 D CAMBREX CORP COM 13201110 626 24827 SH SHARED 24827 D CAMBREX CORP COM 13201110 4056 160800 SH SHARED 01 160800 D CAMBREX CORP COM 13201110 10 417 SH SHARED 02 417 D CAMBREX CORP COM 13201110 3580 141900 SH SHARED 10 141900 D CAMCO FINL CORP COM 13261810 150 10785 SH SHARED 02 10785 D CAMDEN NATL CORP COM 13303410 244 7400 SH SHARED 7400 D CAMDEN NATL CORP COM 13303410 32 990 SH SHARED 01 990 D CAMDEN NATL CORP COM 13303410 70 2120 SH SHARED 02 2120 D CAMDEN PPTY TR SH BEN INT 13313110 6 146 SH SHARED 146 D CAMDEN PPTY TR SH BEN INT 13313110 1703 37200 SH SHARED 01 36100 1100 D CAMDEN PPTY TR SH BEN INT 13313110 204 4474 SH SHARED 02 4474 D CAMDEN PPTY TR SH BEN INT 13313110 329 7200 SH SHARED 10 7200 D CAMECO CORP COM 13321L10 4996 85254 SH SHARED 85254 D CAMECO CORP COM 13321L10 35 600 SH SHARED 01 600 D CAMECO CORP COM 13321L10 1791 30574 SH SHARED 02 30574 D CAMECO CORP COM 13321L10 11 200 SH SHARED 10 200 D CAMPBELL SOUP CO COM 13442910 25885 963015 SH SHARED 960065 2950 D CAMPBELL SOUP CO COM 13442910 4232 157473 SH SHARED 01 155473 2000 D CAMPBELL SOUP CO COM 13442910 338 12600 SH SHR/OTHR 01 12600 D CAMPBELL SOUP CO COM 13442910 6224 231572 SH SHARED 02 231572 D CAMPBELL SOUP CO COM 13442910 65 2449 SH SHARED 05 400 2049 D CAMPBELL SOUP CO COM 13442910 262 9750 SH SHARED 06 9750 D CAMPBELL SOUP CO COM 13442910 4520 168178 SH SHARED 10 168178 D CAMPBELL SOUP CO COM 13442910 1233 45900 SH SHARED 14 45900 D CANADA SOUTHN PETE LTD LTD VTG SH 13523110 54 10265 SH SHARED 01 10265 D CDN IMPERIAL BK OF COMMERCE COM 13606910 3 77 SH SHARED 77 D CDN IMPERIAL BK OF COMMERCE COM 13606910 108 2220 SH SHARED 01 2220 D CDN IMPERIAL BK OF COMMERCE COM 13606910 9287 189928 SH SHARED 02 189928 D CDN IMPERIAL BK OF COMMERCE COM 13606910 192 3940 SH SHARED 06 2040 1900 D CDN IMPERIAL BK OF COMMERCE COM 13606910 24 500 SH SHARED 10 500 D CANADIAN NATL RY CO COM 13637510 13499 309696 SH SHARED 252453 57243 D CANADIAN NATL RY CO COM 13637510 40230 922940 SH SHARED 01 922940 D CANADIAN NATL RY CO COM 13637510 7801 178964 SH SHARED 02 178964 D CANADIAN NATL RY CO COM 13637510 17839 409250 SH SHARED 03 409250 D CANADIAN NATL RY CO COM 13637510 52430 1202815 SH SHARED 05 1032126 170689 D CANADIAN NATL RY CO COM 13637510 13310 305350 SH SHARED 06 58450 246900 D CANADIAN NATL RY CO COM 13637510 33376 765688 SH SHARED 10 765688 D CANADIAN NATL RY CO COM 13637510 4021 92250 SH SHARED 12 92250 D CANADIAN NATL RY CO COM 13637510 785 18015 SH SHARED 14 18015 D CANADIAN NAT RES LTD COM 13638510 0 10 SH SHARED 10 D CANADIAN NAT RES LTD COM 13638510 143 4800 SH SHARED 01 4800 D CANADIAN NAT RES LTD COM 13638510 7037 235365 SH SHARED 02 235365 D CANADIAN NAT RES LTD COM 13638510 59 2000 SH SHARED 10 2000 D CANADIAN PAC RY LTD COM 13645T10 5017 203703 SH SHARED 203703 D CANADIAN PAC RY LTD COM 13645T10 497 20183 SH SHARED 01 8808 11375 D CANADIAN PAC RY LTD COM 13645T10 32 1325 SH SHR/OTHR 01 1325 D CANADIAN PAC RY LTD COM 13645T10 5417 219948 SH SHARED 02 219948 D CANADIAN PAC RY LTD COM 13645T10 3 155 SH SHARED 05 155 D CANADIAN PAC RY LTD COM 13645T10 14 600 SH SHARED 10 600 D CANADIAN PAC RY LTD COM 13645T10 28 1175 SH SHARED 14 1175 D CANDELA CORP COM 13690710 195 19983 SH SHARED 19983 D CANDELA CORP COM 13690710 19 2000 SH SHARED 01 2000 D CANDELA CORP COM 13690710 0 24 SH SHARED 02 24 D CANCERVAX CORP COM 13738Y10 141 18634 SH SHARED 18634 D CANCERVAX CORP COM 13738Y10 4 566 SH SHARED 01 566 D CANON INC ADR 13800630 988 18507 SH SHARED 17607 900 D CANON INC ADR 13800630 1379 25829 SH SHARED 01 3310 22519 D CANON INC ADR 13800630 8976 168103 SH SHARED 02 168103 D CANTEL MEDICAL CORP COM 13809810 471 21876 SH SHARED 21876 D CANTEL MEDICAL CORP COM 13809810 116 5424 SH SHARED 01 5424 D CANTEL MEDICAL CORP COM 13809810 208 9658 SH SHARED 02 9658 D CANYON RESOURCES CORP COM NEW 13886930 39 10273 SH SHARED 10273 D CANYON RESOURCES CORP COM NEW 13886930 9 2546 SH SHARED 01 2546 D CAPITAL CITY BK GROUP INC COM 13967410 336 8500 SH SHARED 8500 D CAPITAL CITY BK GROUP INC COM 13967410 50 1287 SH SHARED 02 1287 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 1533 52292 SH SHARED 52292 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 540 18423 SH SHARED 01 18203 220 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 747 25474 SH SHARED 02 25474 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 4106 140000 SH SHARED 10 140000 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 8400 286400 SH SHARED 11 286400 D CAPITAL CORP OF THE WEST COM 14006510 186 4800 SH SHARED 4800 D CAPITAL CORP OF THE WEST COM 14006510 32 824 SH SHARED 02 824 D CAPITAL CROSSING BK COM 14007110 155 2807 SH SHARED 2807 D CAPITAL CROSSING BK COM 14007110 4 77 SH SHARED 01 77 D CAPITAL CROSSING BK COM 14007110 3 54 SH SHARED 02 54 D CAPITAL LEASE FDG INC COM 14028810 269 25899 SH SHARED 25899 D CAPITAL LEASE FDG INC COM 14028810 8000 769300 SH SHARED 10 769300 D CAPITAL ONE FINL CORP COM 14040H10 82321 1203878 SH SHARED 1183878 20000 D CAPITAL ONE FINL CORP COM 14040H10 11419 167000 SH SHARED 01 166905 95 D CAPITAL ONE FINL CORP COM 14040H10 28574 417874 SH SHARED 02 417874 D CAPITAL ONE FINL CORP COM 14040H10 4745 69400 SH SHARED 04 69400 D CAPITAL ONE FINL CORP COM 14040H10 69 1015 SH SHARED 05 1015 D CAPITAL ONE FINL CORP COM 14040H10 72 1065 SH SHARED 06 1065 D CAPITAL ONE FINL CORP COM 14040H10 36795 538097 SH SHARED 10 538097 D CAPITAL ONE FINL CORP COM 14040H10 116 1700 SH SHARED 14 1700 D CAPITAL ONE FINL CORP DECS UPPR 6.25 14040H20 1588 31500 SH SHARED 31500 D CAPITAL ONE FINL CORP DECS UPPR 6.25 14040H20 504 10000 SH SHARED 01 10000 D CAPITAL SOUTHWEST CORP COM 14050110 212 2700 SH SHARED 2700 D CAPITAL TRUST INC MD CL A NEW 14052H50 152 5700 SH SHARED 5700 D CAPITALSOURCE INC COM 14055X10 11850 484700 SH SHARED 01 484700 D CAPITALSOURCE INC COM 14055X10 165 6749 SH SHARED 02 6749 D CAPITALSOURCE INC COM 14055X10 12481 510510 SH SHARED 10 510510 D CAPITOL BANCORP LTD COM 14056D10 252 9700 SH SHARED 9700 D CAPITOL BANCORP LTD COM 14056D10 20 795 SH SHARED 02 795 D CAPITOL BANCORP LTD COM 14056D10 2879 110700 SH SHARED 10 110700 D CAPITOL FED FINL COM 14057C10 2 100 SH SHARED 01 100 D CAPITOL FED FINL COM 14057C10 72 2416 SH SHARED 02 2416 D CAPSTONE TURBINE CORP COM 14067D10 190 88131 SH SHARED 88127 4 D CAPSTONE TURBINE CORP COM 14067D10 2 1247 SH SHARED 01 1247 D CAPSTEAD MTG CORP COM NO PAR 14067E50 233 17397 SH SHARED 17397 D CAPSTEAD MTG CORP COM NO PAR 14067E50 153 11403 SH SHARED 01 11403 D CAPSTEAD MTG CORP COM NO PAR 14067E50 0 29 SH SHARED 02 29 D CAPSTEAD MTG CORP COM NO PAR 14067E50 142 10600 SH SHARED 10 10600 D CAPTARIS INC COM 14071N10 212 32833 SH SHARED 32833 D CAPTIVA SOFTWARE CORP DEL COM 14073T10 158 16355 SH SHARED 16355 D CAPTIVA SOFTWARE CORP DEL COM 14073T10 39 4055 SH SHARED 01 4055 D CARACO PHARMACEUTICAL LABS L COM 14075T10 123 12787 SH SHARED 12787 D CARACO PHARMACEUTICAL LABS L COM 14075T10 205 21336 SH SHR/OTHR 21336 D CARACO PHARMACEUTICAL LABS L COM 14075T10 9 1013 SH SHARED 01 1013 D CARBO CERAMICS INC COM 14078110 1079 15820 SH SHARED 15820 D CARBO CERAMICS INC COM 14078110 2 38 SH SHARED 02 38 D CARAUSTAR INDS INC COM 14090910 446 31614 SH SHARED 31614 D CARAUSTAR INDS INC COM 14090910 12 854 SH SHARED 01 854 D CARAUSTAR INDS INC COM 14090910 11 844 SH SHARED 02 844 D CARDIAC SCIENCE INC COM NEW 14141020 236 95944 SH SHARED 95944 D CARDIAC SCIENCE INC COM NEW 14141020 10 4319 SH SHARED 01 4319 D CARDIAC SCIENCE INC COM NEW 14141020 0 52 SH SHARED 02 52 D CARDINAL FINL CORP COM 14149F10 8 897 SH SHARED 897 D CARDINAL FINL CORP COM 14149F10 2 222 SH SHARED 01 222 D CARDINAL FINL CORP COM 14149F10 0 6 SH SHARED 02 6 D CARDINAL HEALTH INC COM 14149Y10 122436 1747843 SH SHARED 1744643 3200 D CARDINAL HEALTH INC COM 14149Y10 781 11151 SH SHR/OTHR 11151 D CARDINAL HEALTH INC COM 14149Y10 38462 549077 SH SHARED 01 155835 6900 386342 D CARDINAL HEALTH INC COM 14149Y10 5134 73292 SH SHR/OTHR 01 4343 68949 D CARDINAL HEALTH INC COM 14149Y10 16449 234824 SH SHARED 02 234824 D CARDINAL HEALTH INC COM 14149Y10 7243 103400 SH SHARED 03 103400 D CARDINAL HEALTH INC COM 14149Y10 5337 76200 SH SHARED 04 76200 D CARDINAL HEALTH INC COM 14149Y10 759 10836 SH SHARED 05 9400 1436 D CARDINAL HEALTH INC COM 14149Y10 503 7188 SH SHARED 06 6288 900 D CARDINAL HEALTH INC COM 14149Y10 77 1100 SH SHARED 07 1100 D CARDINAL HEALTH INC COM 14149Y10 49530 707074 SH SHARED 10 707074 D CARDINAL HEALTH INC COM 14149Y10 3068 43800 SH SHARED 14 43800 D CARDIODYNAMICS INTL CORP COM 14159710 241 47849 SH SHARED 47849 D CARDIODYNAMICS INTL CORP COM 14159710 6 1215 SH SHARED 01 1215 D CARDIODYNAMICS INTL CORP COM 14159710 15 3062 SH SHARED 02 3062 D CARDIOTECH INTL INC COM 14160C10 116 27825 SH SHARED 27825 D CARDIOTECH INTL INC COM 14160C10 28 6899 SH SHARED 01 6899 D CAREER EDUCATION CORP COM 14166510 12023 263913 SH SHARED 263913 D CAREER EDUCATION CORP COM 14166510 8491 186372 SH SHARED 01 185252 1120 D CAREER EDUCATION CORP COM 14166510 3028 66466 SH SHARED 02 66466 D CAREER EDUCATION CORP COM 14166510 109 2400 SH SHARED 06 2400 D CAREER EDUCATION CORP COM 14166510 3417 75000 SH SHARED 10 75000 D CAREER EDUCATION CORP COM 14166510 4 96 SH SHARED 14 96 D CAREMARK RX INC COM 14170510 78226 2374830 SH SHARED 2131263 243567 D CAREMARK RX INC COM 14170510 1498 45505 SH SHR/OTHR 45505 D CAREMARK RX INC COM 14170510 76183 2312798 SH SHARED 01 1531448 36500 744850 D CAREMARK RX INC COM 14170510 115 3500 SH SHR/OTHR 01 400 3100 D CAREMARK RX INC COM 14170510 7905 239993 SH SHARED 02 239993 D CAREMARK RX INC COM 14170510 21236 644700 SH SHARED 03 644700 D CAREMARK RX INC COM 14170510 6614 200800 SH SHARED 04 200800 D CAREMARK RX INC COM 14170510 76054 2308890 SH SHARED 05 1799291 509599 D CAREMARK RX INC COM 14170510 17197 522100 SH SHARED 06 222500 299600 D CAREMARK RX INC COM 14170510 1263 38349 SH SHARED 07 38349 D CAREMARK RX INC COM 14170510 1732 52600 SH SHARED 09 52600 D CAREMARK RX INC COM 14170510 131688 3997835 SH SHARED 10 3997835 D CAREMARK RX INC COM 14170510 268 8155 SH SHARED 14 8155 D CARLISLE COS INC COM 14233910 1380 22180 SH SHARED 22180 D CARLISLE COS INC COM 14233910 665 10690 SH SHARED 01 10190 500 D CARLISLE COS INC COM 14233910 668 10745 SH SHARED 02 10745 D CARMAX INC COM 14313010 2843 130028 SH SHARED 130028 D CARMAX INC COM 14313010 838 38357 SH SHARED 01 38357 D CARMAX INC COM 14313010 1322 60459 SH SHARED 02 60459 D CARMAX INC COM 14313010 563 25781 SH SHARED 06 25781 D CARMAX INC COM 14313010 246 11250 SH SHARED 10 11250 D CARMIKE CINEMAS INC COM 14343640 325 8260 SH SHARED 8260 D CARMIKE CINEMAS INC COM 14343640 536 13600 SH SHARED 02 13600 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 58413 45003000 PRN SHARED 45003000 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 13050 10054000 PRN SHARED 02 10054000 D CARNIVAL CORP NOTE 10/2 143658AS 30476 38000000 PRN SHARED 38000000 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV 17094 22000000 PRN SHARED 22000000 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV 4076 5247000 PRN SHARED 02 5247000 D CARNIVAL CORP PAIRED CTF 14365830 76381 1625140 SH SHARED 1620240 4900 D CARNIVAL CORP PAIRED CTF 14365830 4849 103189 SH SHARED 01 96559 6630 D CARNIVAL CORP PAIRED CTF 14365830 726 15450 SH SHR/OTHR 01 3450 12000 D CARNIVAL CORP PAIRED CTF 14365830 13957 296973 SH SHARED 02 296973 D CARNIVAL CORP PAIRED CTF 14365830 94 2010 SH SHARED 05 2010 D CARNIVAL CORP PAIRED CTF 14365830 354 7550 SH SHARED 06 6950 600 D CARNIVAL CORP PAIRED CTF 14365830 56 1200 SH SHARED 07 1200 D CARNIVAL CORP PAIRED CTF 14365830 11791 250891 SH SHARED 10 250891 D CARPENTER TECHNOLOGY CORP COM 14428510 1094 32137 SH SHARED 32137 D CARPENTER TECHNOLOGY CORP COM 14428510 17 502 SH SHARED 02 502 D CARRAMERICA RLTY CORP COM 14441810 2395 79246 SH SHARED 79246 D CARRAMERICA RLTY CORP COM 14441810 932 30846 SH SHARED 01 30846 D CARRAMERICA RLTY CORP COM 14441810 60 1986 SH SHARED 02 1986 D CARRAMERICA RLTY CORP COM 14441810 6958 230200 SH SHARED 10 230200 D CARRAMERICA RLTY CORP COM 14441810 15762 521404 SH SHARED 11 521404 D CARREKER CORP COM 14443310 192 19200 SH SHARED 19200 D CARREKER CORP COM 14443310 347 34673 SH SHARED 01 34673 D CARREKER CORP COM 14443310 13 1312 SH SHARED 02 1312 D CARRIER ACCESS CORP COM 14446010 342 28701 SH SHARED 28701 D CARRIER ACCESS CORP COM 14446010 50 4200 SH SHARED 01 4200 D CARRIER ACCESS CORP COM 14446010 24 2024 SH SHARED 02 2024 D CARRIZO OIL & CO INC COM 14457710 11292 1106000 SH SHARED 01 963300 142700 D CARRIZO OIL & CO INC COM 14457710 1262 123700 SH SHARED 05 123700 D CARTER INC COM 14622910 180 6200 SH SHARED 6200 D CARTER INC COM 14622910 9580 329100 SH SHARED 01 312500 16600 D CARTER INC COM 14622910 7388 253800 SH SHARED 10 253800 D CASCADE BANCORP COM 14715410 293 15900 SH SHARED 15900 D CASCADE BANCORP COM 14715410 49 2688 SH SHARED 02 2688 D CASCADE CORP COM 14719510 579 18534 SH SHARED 18534 D CASCADE CORP COM 14719510 64 2066 SH SHARED 01 2066 D CASCADE CORP COM 14719510 40 1310 SH SHARED 02 1310 D CASCADE NAT GAS CORP COM 14733910 296 13443 SH SHARED 13443 D CASCADE NAT GAS CORP COM 14733910 13 605 SH SHARED 01 605 D CASCADE NAT GAS CORP COM 14733910 110 5000 SH SHR/OTHR 01 5000 D CASCADE NAT GAS CORP COM 14733910 52 2371 SH SHARED 02 2371 D CASELLA WASTE SYS INC CL A 14744810 245 18700 SH SHARED 18700 D CASELLA WASTE SYS INC CL A 14744810 157 12000 SH SHARED 01 12000 D CASELLA WASTE SYS INC CL A 14744810 8 637 SH SHARED 02 637 D CASELLA WASTE SYS INC CL A 14744810 157 12000 SH SHARED 10 12000 D CASEYS GEN STORES INC COM 14752810 1049 57325 SH SHARED 57325 D CASEYS GEN STORES INC COM 14752810 87 4793 SH SHARED 01 4793 D CASEYS GEN STORES INC COM 14752810 0 44 SH SHARED 02 44 D CASH AMER INTL INC COM 14754D10 649 28248 SH SHARED 28248 D CASH AMER INTL INC COM 14754D10 1692 73600 SH SHARED 01 73600 D CASH AMER INTL INC COM 14754D10 618 26888 SH SHARED 02 26888 D CASH AMER INTL INC COM 14754D10 832 36200 SH SHARED 10 36200 D CASUAL MALE RETAIL GRP INC COM 14871110 196 26900 SH SHARED 26900 D CASUAL MALE RETAIL GRP INC COM 14871110 83 11445 SH SHARED 02 11445 D CATALINA MARKETING CORP COM 14886710 2539 138861 SH SHARED 138861 D CATALINA MARKETING CORP COM 14886710 505 27619 SH SHARED 01 24619 3000 D CATALINA MARKETING CORP COM 14886710 566 30960 SH SHARED 02 30960 D CATALINA MARKETING CORP COM 14886710 4790 261900 SH SHARED 10 261900 D CATAPULT COMMUNICATIONS CORP COM 14901610 298 12989 SH SHARED 12989 D CATAPULT COMMUNICATIONS CORP COM 14901610 43 1906 SH SHARED 01 1906 D CATAPULT COMMUNICATIONS CORP COM 14901610 14 639 SH SHARED 02 639 D CATELLUS DEV CORP NEW COM 14911310 425 17281 SH SHARED 17281 D CATELLUS DEV CORP NEW COM 14911310 2394 97148 SH SHARED 01 97148 D CATELLUS DEV CORP NEW COM 14911310 838 34008 SH SHARED 02 34008 D CATELLUS DEV CORP NEW COM 14911310 15362 623238 SH SHARED 10 623238 D CATELLUS DEV CORP NEW COM 14911310 181275 7353985 SH SHARED 11 7353985 D CATERPILLAR INC DEL COM 14912310 214186 2696206 SH SHARED 2663626 32580 D CATERPILLAR INC DEL COM 14912310 94224 1186114 SH SHARED 01 411832 774282 D CATERPILLAR INC DEL COM 14912310 6957 87585 SH SHR/OTHR 01 275 87310 D CATERPILLAR INC DEL COM 14912310 17384 218833 SH SHARED 02 218833 D CATERPILLAR INC DEL COM 14912310 4464 56200 SH SHARED 03 56200 D CATERPILLAR INC DEL COM 14912310 5255 66155 SH SHARED 05 48800 17355 D CATERPILLAR INC DEL COM 14912310 4681 58925 SH SHARED 06 49275 9650 D CATERPILLAR INC DEL COM 14912310 704 8873 SH SHARED 07 8873 D CATERPILLAR INC DEL COM 14912310 36691 461875 SH SHARED 10 461875 D CATERPILLAR INC DEL COM 14912310 359 4520 SH SHARED 14 4520 D CATHAY GENERAL BANCORP COM 14915010 1641 24604 SH SHARED 24604 D CATHAY GENERAL BANCORP COM 14915010 740 11100 SH SHARED 01 11100 D CATHAY GENERAL BANCORP COM 14915010 14 218 SH SHARED 02 218 D CATHAY GENERAL BANCORP COM 14915010 566 8500 SH SHARED 10 8500 D CATO CORP NEW CL A 14920510 461 20562 SH SHARED 20562 D CATO CORP NEW CL A 14920510 172 7696 SH SHARED 01 7696 D CATO CORP NEW CL A 14920510 7 333 SH SHARED 02 333 D CATO CORP NEW CL A 14920510 61 2760 SH SHARED 10 2760 D CAVALRY BANCORP INC COM 14954710 116 7342 SH SHARED 02 7342 D CAVCO INDS INC DEL COM 14956810 2 52 SH SHARED 52 D CAVCO INDS INC DEL COM 14956810 4 119 SH SHARED 01 119 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 263 8354 SH SHARED 8354 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 252 7989 SH SHARED 01 1889 6100 D CEDAR SHOPPING CTRS INC COM NEW 15060220 455 39612 SH SHARED 39612 D CEDAR SHOPPING CTRS INC COM NEW 15060220 68 5929 SH SHARED 01 5929 D CEDAR SHOPPING CTRS INC COM NEW 15060220 2872 250000 SH SHARED 11 250000 D CELADON GROUP INC COM 15083810 353 20089 SH SHARED 20089 D CELADON GROUP INC COM 15083810 5434 308781 SH SHARED 01 269081 39700 D CELADON GROUP INC COM 15083810 774 44000 SH SHARED 02 44000 D CELADON GROUP INC COM 15083810 603 34300 SH SHARED 05 34300 D CELL GENESYS INC COM 15092110 478 46074 SH SHARED 46074 D CELL GENESYS INC COM 15092110 8 836 SH SHARED 01 836 D CELL GENESYS INC COM 15092110 10 1000 SH SHR/OTHR 01 1000 D CELL GENESYS INC COM 15092110 353 34036 SH SHARED 02 34036 D CELL GENESYS INC COM 15092110 6318 608121 SH SHARED 04 608121 D CELL GENESYS INC COM 15092110 150 14500 SH SHARED 06 14500 D CELL GENESYS INC COM 15092110 150 14500 SH SHARED 10 14500 D CELL GENESYS INC COM 15092110 100 9700 SH SHARED 14 9700 D CELLSTAR CORP COM NEW 15092520 342 46521 SH SHARED 46521 D CELLSTAR CORP COM NEW 15092520 61 8305 SH SHARED 01 8305 D CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AC 1780 2090000 PRN SHARED 2090000 D CELL THERAPEUTICS INC COM 15093410 671 91079 SH SHARED 91079 D CELL THERAPEUTICS INC COM 15093410 58 8002 SH SHARED 01 8002 D CELL THERAPEUTICS INC COM 15093410 20 2796 SH SHARED 02 2796 D CELL THERAPEUTICS INC COM 15093410 4259 578000 SH SHARED 04 578000 D CELL THERAPEUTICS INC COM 15093410 14 2000 SH SHARED 06 2000 D CELL THERAPEUTICS INC COM 15093410 14 2000 SH SHARED 10 2000 D CELL THERAPEUTICS INC COM 15093410 90 12300 SH SHARED 14 12300 D CELESTICA INC NOTE 8/0 15101QAA 8100 15000000 PRN SHARED 15000000 D CELESTICA INC SUB VTG SHS 15101Q10 221 11100 SH SHARED 11100 D CELESTICA INC SUB VTG SHS 15101Q10 20073 1006200 SH SHARED 01 693700 3700 308800 D CELESTICA INC SUB VTG SHS 15101Q10 663 33235 SH SHARED 02 33235 D CELESTICA INC SUB VTG SHS 15101Q10 175 8800 SH SHARED 05 8800 D CELESTICA INC SUB VTG SHS 15101Q10 31 1600 SH SHARED 06 300 1300 D CELESTICA INC SUB VTG SHS 15101Q10 15559 779900 SH SHARED 10 779900 D CELGENE CORP NOTE 1.750% 6/0 151020AC 26060 19233000 PRN SHARED 02 19233000 D CELGENE CORP COM 15102010 1087 18998 SH SHARED 18998 D CELGENE CORP COM 15102010 3001 52418 SH SHR/OTHR 52418 D CELGENE CORP COM 15102010 2498 43635 SH SHARED 01 29905 2300 11430 D CELGENE CORP COM 15102010 23 407 SH SHR/OTHR 01 407 D CELGENE CORP COM 15102010 741 12953 SH SHARED 02 12953 D CELGENE CORP COM 15102010 23854 416600 SH SHARED 04 416600 D CELGENE CORP COM 15102010 629 11000 SH SHARED 06 11000 D CELGENE CORP COM 15102010 15082 263400 SH SHARED 10 263400 D CELGENE CORP COM 15102010 309 5400 SH SHARED 14 5400 D CELLTECH GROUP PLC SPONSORED ADR 15115810 737 37000 SH SHARED 37000 D CEMEX S A SPON ADR 5 ORD 15129088 1532 52651 SH SHARED 52651 D CEMEX S A SPON ADR 5 ORD 15129088 37094 1274715 SH SHARED 01 1274523 192 D CEMEX S A SPON ADR 5 ORD 15129088 8 278 SH SHARED 02 278 D CEMEX S A SPON ADR 5 ORD 15129088 2066 71007 SH SHARED 04 71007 D CEMEX S A SPON ADR 5 ORD 15129088 6214 213550 SH SHARED 05 213550 D CEMEX S A SPON ADR 5 ORD 15129088 3596 123598 SH SHARED 09 123598 D CEMEX S A SPON ADR 5 ORD 15129088 20974 720788 SH SHARED 10 720788 D CEMEX S A SPON ADR 5 ORD 15129088 4536 155889 SH SHARED 12 155889 D CEMEX S A SPON ADR 5 ORD 15129088 989 33988 SH SHARED 14 33988 D CENDANT CORP DBCV 3.875%11/2 151313AN 2 2500 PRN SHARED 01 2500 D CENDANT CORP DBCV 3.875%11/2 151313AN 7100 6587000 PRN SHARED 02 6587000 D CENDANT CORP COM 15131310 89316 3648565 SH SHARED 3648565 D CENDANT CORP COM 15131310 30481 1245157 SH SHARED 01 1244375 782 D CENDANT CORP COM 15131310 302 12344 SH SHR/OTHR 01 12344 D CENDANT CORP COM 15131310 17849 729161 SH SHARED 02 729161 D CENDANT CORP COM 15131310 6976 285000 SH SHARED 04 285000 D CENDANT CORP COM 15131310 98 4016 SH SHARED 05 800 3216 D CENDANT CORP COM 15131310 7258 296515 SH SHARED 06 295515 1000 D CENDANT CORP COM 15131310 44 1800 SH SHARED 07 1800 D CENDANT CORP COM 15131310 86413 3529955 SH SHARED 10 3529955 D CENDANT CORP COM 15131310 301 12300 SH SHARED 14 12300 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 276 38843 SH SHARED 38843 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 0 39 SH SHARED 02 39 D CENTENE CORP DEL COM 15135B10 3982 103300 SH SHARED 103300 D CENTENE CORP DEL COM 15135B10 24672 640000 SH SHARED 01 590800 49200 D CENTENE CORP DEL COM 15135B10 1106 28702 SH SHARED 02 28702 D CENTENE CORP DEL COM 15135B10 597 15500 SH SHARED 05 15500 D CENTENE CORP DEL COM 15135B10 7729 200510 SH SHARED 10 200510 D CENTER BANCORP INC COM 15140810 128 11480 SH SHARED 02 11480 D CENTER FINL CORP CALIF COM 15146E10 142 9400 SH SHARED 9400 D CENTER FINL CORP CALIF COM 15146E10 0 16 SH SHARED 02 16 D CENTER FINL CORP CALIF COM 15146E10 4493 296200 SH SHARED 10 296200 D CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAC 36320 32000000 PRN SHARED 32000000 D CENTERPOINT ENERGY INC NOTE 2.875% 1/1 15189TAL 3727 3500000 PRN SHARED 02 3500000 D CENTERPOINT ENERGY INC COM 15189T10 21996 1912729 SH SHARED 1912729 D CENTERPOINT ENERGY INC COM 15189T10 478 41601 SH SHARED 01 38601 3000 D CENTERPOINT ENERGY INC COM 15189T10 78 6849 SH SHR/OTHR 01 6849 D CENTERPOINT ENERGY INC COM 15189T10 1631 141905 SH SHARED 02 141905 D CENTERPOINT ENERGY INC COM 15189T10 20 1757 SH SHARED 05 300 1457 D CENTERPOINT ENERGY INC COM 15189T10 27 2400 SH SHARED 06 2400 D CENTERPOINT ENERGY INC COM 15189T10 1369 119099 SH SHARED 10 119099 D CENTERPOINT ENERGY INC COM 15189T10 31 2700 SH SHARED 14 2700 D CENTERPOINT PPTYS TR COM 15189510 407 5313 SH SHARED 5313 D CENTERPOINT PPTYS TR COM 15189510 299 3900 SH SHARED 01 3900 D CENTERPOINT PPTYS TR COM 15189510 227 2965 SH SHARED 02 2965 D CENTERPOINT PPTYS TR COM 15189510 4865 63400 SH SHARED 10 63400 D CENTERPOINT PPTYS TR COM 15189510 652 8500 SH SHARED 11 8500 D CENTERPOINT PPTYS TR PFD CV SER B 15189530 34760 401860 SH SHARED 401860 D CENTEX CORP COM 15231210 631 13800 SH SHARED 13800 D CENTEX CORP COM 15231210 19750 431714 SH SHARED 431714 D CENTEX CORP COM 15231210 4786 104616 SH SHARED 01 104552 64 D CENTEX CORP COM 15231210 4152 90772 SH SHARED 02 90772 D CENTEX CORP COM 15231210 31 690 SH SHARED 05 200 490 D CENTEX CORP COM 15231210 215 4714 SH SHARED 06 4214 500 D CENTEX CORP COM 15231210 2506 54787 SH SHARED 10 54787 D CENTEX CORP COM 15231210 42 920 SH SHARED 14 920 D CENTILLIUM COMMUNICATIONS IN COM 15231910 529 138239 SH SHARED 138239 D CENTILLIUM COMMUNICATIONS IN COM 15231910 105 27585 SH SHARED 01 27585 D CENTILLIUM COMMUNICATIONS IN COM 15231910 191 49901 SH SHARED 02 49901 D CENTRAL COAST BANCORP COM 15314510 160 8700 SH SHARED 8700 D CENTRAL COAST BANCORP COM 15314510 32 1763 SH SHARED 02 1763 D CENTRAL EUROPEAN DIST CORP COM 15343510 348 13438 SH SHARED 13438 D CENTRAL EUROPEAN DIST CORP COM 15343510 279 10800 SH SHARED 01 10800 D CENTRAL EUROPEAN DIST CORP COM 15343510 0 6 SH SHARED 02 6 D CENTRAL EUROPEAN DIST CORP COM 15343510 284 10978 SH SHARED 04 10978 D CENTRAL FGHT LINES INC NEV COM 15349110 104 13051 SH SHARED 13051 D CENTRAL FGHT LINES INC NEV COM 15349110 7 949 SH SHARED 01 949 D CENTRAL FD CDA LTD CL A 15350110 52 10000 SH SHR/OTHR 01 10000 D CENTRAL GARDEN & PET CO COM 15352710 1299 36330 SH SHARED 36330 D CENTRAL GARDEN & PET CO COM 15352710 524 14673 SH SHARED 01 14673 D CENTRAL GARDEN & PET CO COM 15352710 368 10289 SH SHARED 02 10289 D CENTRAL GARDEN & PET CO COM 15352710 382 10700 SH SHARED 10 10700 D CENTRAL PAC FINL CORP COM 15476010 423 15400 SH SHARED 15400 D CENTRAL PAC FINL CORP COM 15476010 268 9762 SH SHARED 01 9762 D CENTRAL PAC FINL CORP COM 15476010 0 16 SH SHARED 02 16 D CENTRAL PKG CORP COM 15478510 368 19722 SH SHARED 19722 D CENTRAL PKG CORP COM 15478510 52 2810 SH SHARED 02 2810 D CENTRAL VT PUB SVC CORP COM 15577110 235 11500 SH SHARED 11500 D CENTRAL VT PUB SVC CORP COM 15577110 37 1847 SH SHARED 02 1847 D CENTURY ALUM CO COM 15643110 861 34748 SH SHARED 34748 D CENTURY ALUM CO COM 15643110 904 36500 SH SHARED 01 36500 D CENTURY ALUM CO COM 15643110 448 18108 SH SHARED 02 18108 D CENTURY ALUM CO COM 15643110 904 36500 SH SHARED 10 36500 D CENTURY BANCORP INC CL A NON VTG 15643210 111 3400 SH SHARED 3400 D CENTURY BANCORP INC CL A NON VTG 15643210 95 2913 SH SHARED 02 2913 D CENTURY BUSINESS SVCS INC COM 15649010 579 133023 SH SHARED 133023 D CENTURY BUSINESS SVCS INC COM 15649010 22 5273 SH SHARED 01 5273 D CENTURY BUSINESS SVCS INC COM 15649010 85 19603 SH SHARED 02 19603 D CEPHEID COM 15670R10 458 39700 SH SHARED 39700 D CEPHEID COM 15670R10 544 47175 SH SHR/OTHR 47175 D CEPHEID COM 15670R10 17 1500 SH SHARED 01 1000 500 D CEPHEID COM 15670R10 0 58 SH SHARED 02 58 D CENVEO INC COM 15670S10 127 43405 SH SHARED 02 43405 D CENTURYTEL INC COM 15670010 18037 600442 SH SHARED 600442 D CENTURYTEL INC COM 15670010 4413 146922 SH SHARED 01 89182 57740 D CENTURYTEL INC COM 15670010 672 22380 SH SHR/OTHR 01 22380 D CENTURYTEL INC COM 15670010 2810 93571 SH SHARED 02 93571 D CENTURYTEL INC COM 15670010 33 1128 SH SHARED 05 1128 D CENTURYTEL INC COM 15670010 3459 115159 SH SHARED 10 115159 D CEPHALON INC NOTE 2.500%12/1 156708AE 10614 11045000 PRN SHARED 11045000 D CEPHALON INC NOTE 6/1 156708AJ 1075 1000000 PRN SHARED 02 1000000 D CEPHALON INC COM 15670810 9305 172333 SH SHARED 172333 D CEPHALON INC COM 15670810 1876 34750 SH SHARED 01 32700 2050 D CEPHALON INC COM 15670810 34 644 SH SHR/OTHR 01 644 D CEPHALON INC COM 15670810 1127 20887 SH SHARED 02 20887 D CEPHALON INC COM 15670810 10565 195650 SH SHARED 04 195650 D CEPHALON INC COM 15670810 162 3000 SH SHARED 06 3000 D CEPHALON INC COM 15670810 2500 46300 SH SHARED 10 46300 D CEPHALON INC COM 15670810 129 2400 SH SHARED 14 2400 D CERADYNE INC COM 15671010 1184 33128 SH SHARED 33128 D CERADYNE INC COM 15671010 624 17459 SH SHARED 01 17459 D CERADYNE INC COM 15671010 0 12 SH SHARED 02 12 D CERES GROUP INC COM 15677210 232 37824 SH SHARED 37824 D CERES GROUP INC COM 15677210 13 2188 SH SHARED 01 2188 D CERES GROUP INC COM 15677210 493 80300 SH SHARED 02 80300 D CERES GROUP INC COM 15677210 5381 876500 SH SHARED 10 876500 D CERIDIAN CORP NEW COM 15677910 1704 75767 SH SHARED 75767 D CERIDIAN CORP NEW COM 15677910 1441 64055 SH SHARED 01 62885 1170 D CERIDIAN CORP NEW COM 15677910 257 11450 SH SHR/OTHR 01 11450 D CERIDIAN CORP NEW COM 15677910 1207 53675 SH SHARED 02 53675 D CERIDIAN CORP NEW COM 15677910 29 1300 SH SHARED 06 1300 D CERIDIAN CORP NEW COM 15677910 845 37570 SH SHARED 10 37570 D CERNER CORP COM 15678210 4106 92124 SH SHARED 92124 D CERNER CORP COM 15678210 5965 133816 SH SHARED 01 133816 D CERNER CORP COM 15678210 449 10079 SH SHARED 02 10079 D CERNER CORP COM 15678210 936 21000 SH SHARED 10 21000 D CERTEGY INC COM 15688010 3584 92389 SH SHARED 92389 D CERTEGY INC COM 15688010 3176 81867 SH SHARED 01 66017 15850 D CERTEGY INC COM 15688010 816 21050 SH SHR/OTHR 01 8450 12600 D CERTEGY INC COM 15688010 1042 26867 SH SHARED 02 26867 D CERTEGY INC COM 15688010 23 600 SH SHARED 06 600 D CERUS CORP COM 15708510 50 20959 SH SHARED 02 20959 D CERUS CORP COM 15708510 17 7500 SH SHARED 06 7500 D CERUS CORP COM 15708510 17 7500 SH SHARED 10 7500 D CEVA INC COM 15721010 2 378 SH SHARED 378 D CEVA INC COM 15721010 171 21704 SH SHARED 02 21704 D CHAMPION ENTERPRISES INC COM 15849610 826 90039 SH SHARED 90039 D CHAMPION ENTERPRISES INC COM 15849610 22 2444 SH SHARED 01 2444 D CHAMPION ENTERPRISES INC COM 15849610 344 37475 SH SHARED 02 37475 D CHAMPION ENTERPRISES INC COM 15849610 7223 786900 SH SHARED 10 786900 D CHARLES RIVER ASSOCIATES COM 15985210 478 15476 SH SHARED 15476 D CHARLES RIVER ASSOCIATES COM 15985210 296 9564 SH SHARED 01 9564 D CHARLES RIVER ASSOCIATES COM 15985210 0 8 SH SHARED 02 8 D CHARLES RIV LABS INTL INC COM 15986410 1865 38166 SH SHARED 38166 D CHARLES RIV LABS INTL INC COM 15986410 10223 209200 SH SHARED 01 200600 8600 D CHARLES RIV LABS INTL INC COM 15986410 777 15917 SH SHARED 02 15917 D CHARLES RIV LABS INTL INC COM 15986410 4398 90000 SH SHARED 04 90000 D CHARLES RIV LABS INTL INC COM 15986410 18709 382850 SH SHARED 10 382850 D CHARLES RIV LABS INTL INC COM 15986410 122 2500 SH SHARED 14 2500 D CHARTER ONE FINL INC COM 16090310 200340 4533607 SH SHARED 4533607 D CHARTER ONE FINL INC COM 16090310 18759 424516 SH SHARED 01 420801 3715 D CHARTER ONE FINL INC COM 16090310 47370 1071981 SH SHARED 02 1071981 D CHARTER ONE FINL INC COM 16090310 51 1171 SH SHARED 05 200 971 D CHARTER ONE FINL INC COM 16090310 88 2000 SH SHARED 06 2000 D CHARTER ONE FINL INC COM 16090310 3903 88327 SH SHARED 10 88327 D CHARTER ONE FINL INC COM 16090310 73 1672 SH SHARED 14 1672 D CHARTERMAC SH BEN INT 16090810 4358 221683 SH SHARED 221683 D CHARTERMAC SH BEN INT 16090810 70 3576 SH SHARED 01 3576 D CHARTERMAC SH BEN INT 16090810 342 17445 SH SHARED 02 17445 D CHARLOTTE RUSSE HLDG INC COM 16104810 1114 52114 SH SHARED 50014 2100 D CHARLOTTE RUSSE HLDG INC COM 16104810 1152 53888 SH SHARED 01 53888 D CHARLOTTE RUSSE HLDG INC COM 16104810 48 2272 SH SHARED 02 2272 D CHARLOTTE RUSSE HLDG INC COM 16104810 568 26600 SH SHARED 10 26600 D CHARMING SHOPPES INC COM 16113310 1525 170793 SH SHARED 170793 D CHARMING SHOPPES INC COM 16113310 2636 295238 SH SHARED 01 295238 D CHARMING SHOPPES INC COM 16113310 1 122 SH SHARED 02 122 D CHARMING SHOPPES INC COM 16113310 2593 290400 SH SHARED 10 290400 D CHARTER COMMUNICATIONS INC D NOTE 5.750%10/1 16117MAB 5 5500 PRN SHARED 01 5500 D CHARTER COMMUNICATIONS INC D NOTE 5.750%10/1 16117MAB 355 373000 PRN SHARED 02 373000 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC 2766 3000000 PRN SHARED 3000000 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC 16902 18332000 PRN SHARED 02 18332000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 1011 258600 SH SHARED 258600 D CHARTER COMMUNICATIONS INC D CL A 16117M10 304 77900 SH SHARED 01 77900 D CHARTER COMMUNICATIONS INC D CL A 16117M10 13 3482 SH SHARED 02 3482 D CHARTER FINL CORP WEST PT GA COM 16122M10 125 3700 SH SHARED 3700 D CHARTER FINL CORP WEST PT GA COM 16122M10 27 808 SH SHARED 02 808 D CHARTER FINL CORP WEST PT GA COM 16122M10 1295 38100 SH SHARED 10 38100 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 5948 730808 SH SHARED 730808 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 387 47550 SH SHARED 02 47550 D CHATTEM INC COM 16245610 692 23997 SH SHARED 23997 D CHATTEM INC COM 16245610 31 1108 SH SHARED 01 1108 D CHATTEM INC COM 16245610 9 312 SH SHARED 02 312 D CHECKERS DRIVE-IN RESTAURANT COM NEW 16280930 76 6734 SH SHARED 6734 D CHECKERS DRIVE-IN RESTAURANT COM NEW 16280930 18 1669 SH SHARED 01 1669 D CHECKFREE CORP NEW COM 16281310 1714 57152 SH SHARED 49652 7500 D CHECKFREE CORP NEW COM 16281310 1462 48755 SH SHARED 01 48755 D CHECKFREE CORP NEW COM 16281310 1969 65645 SH SHARED 02 65645 D CHECKFREE CORP NEW COM 16281310 2419 80650 SH SHARED 10 80650 D CHECKPOINT SYS INC SDCV 5.250%11/0 162825AB 25 25000 PRN SHARED 02 25000 D CHECKPOINT SYS INC COM 16282510 1608 89720 SH SHARED 89720 D CHECKPOINT SYS INC COM 16282510 4030 224815 SH SHARED 01 224815 D CHECKPOINT SYS INC COM 16282510 227 12686 SH SHARED 02 12686 D CHECKPOINT SYS INC COM 16282510 921 51400 SH SHARED 10 51400 D CHEESECAKE FACTORY INC COM 16307210 1792 45049 SH SHARED 45049 D CHEESECAKE FACTORY INC COM 16307210 9951 250091 SH SHARED 01 244302 5789 D CHEESECAKE FACTORY INC COM 16307210 39 1002 SH SHR/OTHR 01 1002 D CHEESECAKE FACTORY INC COM 16307210 712 17894 SH SHARED 02 17894 D CHEESECAKE FACTORY INC COM 16307210 15756 396000 SH SHARED 10 396000 D CHELSEA PPTY GROUP INC COM 16342110 6398 98104 SH SHARED 98104 D CHELSEA PPTY GROUP INC COM 16342110 2902 44500 SH SHARED 01 39300 5200 D CHELSEA PPTY GROUP INC COM 16342110 486 7460 SH SHR/OTHR 01 1660 5800 D CHELSEA PPTY GROUP INC COM 16342110 27411 420293 SH SHARED 02 420293 D CHELSEA PPTY GROUP INC COM 16342110 2869 44000 SH SHARED 10 44000 D CHELSEA PPTY GROUP INC COM 16342110 71454 1095586 SH SHARED 11 1095586 D CHEMED CORP NEW COM 16359R10 571 11785 SH SHARED 11785 D CHEMED CORP NEW COM 16359R10 45 945 SH SHARED 01 945 D CHEMED CORP NEW COM 16359R10 156 3217 SH SHARED 02 3217 D CHEMICAL FINL CORP COM 16373110 1037 28124 SH SHARED 28124 D CHEMICAL FINL CORP COM 16373110 72 1956 SH SHARED 01 1956 D CHEMICAL FINL CORP COM 16373110 16 434 SH SHARED 02 434 D CHENIERE ENERGY INC COM NEW 16411R20 352 18000 SH SHARED 18000 D CHEROKEE INC DEL NEW COM 16444H10 160 6384 SH SHARED 6384 D CHEROKEE INC DEL NEW COM 16444H10 0 4 SH SHARED 02 4 D CHEROKEE INTL CORP COM 16445010 96 8434 SH SHARED 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SHARED 03 18400 D CHEVRONTEXACO CORP COM 16676410 95728 1017200 SH SHARED 04 1017200 D CHEVRONTEXACO CORP COM 16676410 31362 333253 SH SHARED 05 197132 136121 D CHEVRONTEXACO CORP COM 16676410 4213 44777 SH SHARED 06 43277 1500 D CHEVRONTEXACO CORP COM 16676410 1932 20537 SH SHARED 07 20537 D CHEVRONTEXACO CORP COM 16676410 1910 20300 SH SHARED 09 20300 D CHEVRONTEXACO CORP COM 16676410 317139 3369877 SH SHARED 10 3369877 D CHEVRONTEXACO CORP COM 16676410 7997 84981 SH SHARED 14 84981 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 178 6400 SH SHARED 01 6400 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 852 30600 SH SHARED 02 30600 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 6564 235700 SH SHARED 10 235700 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 32359 224141 SH SHARED 224141 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 7241 50159 SH SHARED 01 50159 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 17 120 SH SHR/OTHR 01 120 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 482 3342 SH SHARED 02 3342 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 14783 102400 SH SHARED 10 102400 D CHICAGO PIZZA & BREWERY INC COM 16788910 156 10300 SH SHARED 10300 D CHICAGO PIZZA & BREWERY INC COM 16788910 30 1983 SH SHARED 02 1983 D CHICOS FAS INC COM 16861510 1633 36171 SH SHARED 36171 D CHICOS FAS INC COM 16861510 15051 333301 SH SHARED 01 333131 170 D CHICOS FAS INC COM 16861510 465 10300 SH SHR/OTHR 01 10000 300 D CHICOS FAS INC COM 16861510 1596 35353 SH SHARED 02 35353 D CHICOS FAS INC COM 16861510 4064 90000 SH SHARED 04 90000 D CHICOS FAS INC COM 16861510 34036 753680 SH SHARED 10 753680 D CHICOS FAS INC COM 16861510 153 3400 SH SHARED 14 3400 D CHILDRENS PL RETAIL STORES I COM 16890510 466 19851 SH SHARED 19851 D CHILDRENS PL RETAIL STORES I COM 16890510 2950 125449 SH SHARED 01 125449 D CHILDRENS PL RETAIL STORES I COM 16890510 775 32987 SH SHARED 02 32987 D CHILDRENS PL RETAIL STORES I COM 16890510 656 27900 SH SHARED 10 27900 D CHINA EASTN AIRLS LTD SPON ADR CL H 16937R10 1 100 SH SHARED 100 D CHINA FD INC COM 16937310 869 30200 SH SHARED 30200 D CHINA FD INC COM 16937310 28 1000 SH SHR/OTHR 01 1000 D CHINA LIFE INS CO LTD SPON ADR REP H 16939P10 21129 891905 SH SHARED 882634 9271 D CHINA LIFE INS CO LTD SPON ADR REP H 16939P10 112 4741 SH SHARED 01 4741 D CHINA LIFE INS CO LTD SPON ADR REP H 16939P10 30 1300 SH SHARED 14 1300 D CHINA MOBILE HONG KONG LTD NOTE 2.250%11/0 16941MAA 9909 10050000 PRN SHARED 10050000 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 39845 2628343 SH SHARED 2627923 420 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 5188 342267 SH SHARED 01 339117 3150 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 23 1532 SH SHARED 02 1532 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 626 41300 SH SHARED 06 41300 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 1088 71800 SH SHARED 10 71800 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 3171 85831 SH SHARED 78531 7300 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 14 397 SH SHARED 01 397 D CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 4449 126080 SH SHARED 126080 D CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 486 13797 SH SHARED 01 13797 D CHINA UNICOM LTD SPONSORED ADR 16945R10 8952 1133178 SH SHARED 1133178 D CHINA UNICOM LTD SPONSORED ADR 16945R10 7 973 SH SHARED 01 973 D CHIPPAC INC NOTE 2.500% 6/0 169657AD 5774 5322000 PRN SHARED 5322000 D CHIPPAC INC CL A 16965710 18813 3000547 SH SHARED 3000547 D CHIPPAC INC CL A 16965710 837 133644 SH SHARED 02 133644 D CHIPPAC INC CL A 16965710 14 2300 SH SHARED 10 2300 D CHOICE HOTELS INTL INC COM 16990510 571 11394 SH SHARED 11394 D CHOICE HOTELS INTL INC COM 16990510 5455 108753 SH SHARED 01 108753 D CHOICE HOTELS INTL INC COM 16990510 889 17724 SH SHARED 02 17724 D CHOICE HOTELS INTL INC COM 16990510 4078 81300 SH SHARED 10 81300 D CHIQUITA BRANDS INTL INC *W EXP 03/19/200 17003211 195 29497 SH SHARED 25991 3506 D CHIQUITA BRANDS INTL INC COM 17003280 1348 64475 SH SHARED 64475 D CHIQUITA BRANDS INTL INC COM 17003280 103 4958 SH SHARED 01 4277 681 D CHIQUITA BRANDS INTL INC COM 17003280 283 13558 SH SHARED 02 13558 D CHIQUITA BRANDS INTL INC COM 17003280 9386 448700 SH SHARED 10 448700 D CHIRON CORP DBCV 1.625% 8/0 170040AG 4840 5000000 PRN SHARED 5000000 D CHIRON CORP COM 17004010 45719 1024177 SH SHARED 1022677 1500 D CHIRON CORP COM 17004010 3841 86066 SH SHARED 01 67814 10100 8152 D CHIRON CORP COM 17004010 27 624 SH SHR/OTHR 01 624 D CHIRON CORP COM 17004010 4608 103229 SH SHARED 02 103229 D CHIRON CORP COM 17004010 19373 434000 SH SHARED 04 434000 D CHIRON CORP COM 17004010 332 7447 SH SHARED 05 7447 D CHIRON CORP COM 17004010 464 10400 SH SHARED 06 10400 D CHIRON CORP COM 17004010 8935 200171 SH SHARED 10 200171 D CHIRON CORP COM 17004010 343 7700 SH SHARED 14 7700 D CHITTENDEN CORP COM 17022810 1227 34930 SH SHARED 34930 D CHITTENDEN CORP COM 17022810 192 5474 SH SHARED 01 4246 1228 D CHITTENDEN CORP COM 17022810 1 38 SH SHARED 02 38 D CHITTENDEN CORP COM 17022810 91 2600 SH SHARED 10 2600 D CHOICEPOINT INC COM 17038810 1307 28640 SH SHARED 28640 D CHOICEPOINT INC COM 17038810 2225 48743 SH SHARED 01 47543 1200 D CHOICEPOINT INC COM 17038810 440 9638 SH SHR/OTHR 01 2039 7599 D CHOICEPOINT INC COM 17038810 1841 40322 SH SHARED 02 40322 D CHOICEPOINT INC COM 17038810 59 1300 SH SHARED 06 800 500 D CHOICEPOINT INC COM 17038810 1348 29540 SH SHARED 10 29540 D CHOLESTECH CORP COM 17039310 164 20226 SH SHARED 20226 D CHOLESTECH CORP COM 17039310 40 4930 SH SHARED 01 4930 D CHOLESTECH CORP COM 17039310 158 19417 SH SHARED 02 19417 D CHORDIANT SOFTWARE INC COM 17040410 311 68300 SH SHARED 68300 D CHORDIANT SOFTWARE INC COM 17040410 1085 238009 SH SHARED 02 238009 D CHORDIANT SOFTWARE INC COM 17040410 173 38000 SH SHARED 06 38000 D CHRISTOPHER & BANKS CORP COM 17104610 60 3400 SH SHARED 3400 D CHRISTOPHER & BANKS CORP COM 17104610 862 48719 SH SHARED 48719 D CHRISTOPHER & BANKS CORP COM 17104610 211 11931 SH SHARED 01 11931 D CHRISTOPHER & BANKS CORP COM 17104610 30 1726 SH SHARED 02 1726 D CHROMAVISION MED SYS INC COM 17111P10 3 1800 SH SHARED 01 1800 D CHROMCRAFT REVINGTON INC COM 17111710 0 5 SH SHARED 02 5 D CHRONIMED INC COM 17116410 1 160 SH SHARED 160 D CHRONIMED INC COM 17116410 156 19247 SH SHARED 02 19247 D CHUBB CORP COM 17123210 60917 893479 SH SHARED 890879 2600 D CHUBB CORP COM 17123210 21687 318098 SH SHARED 01 168624 149474 D CHUBB CORP COM 17123210 1949 28587 SH SHR/OTHR 01 28587 D CHUBB CORP COM 17123210 6395 93802 SH SHARED 02 93802 D CHUBB CORP COM 17123210 1704 25000 SH SHARED 04 25000 D CHUBB CORP COM 17123210 53 785 SH SHARED 05 200 585 D CHUBB CORP COM 17123210 272 4000 SH SHARED 06 3750 250 D CHUBB CORP COM 17123210 16964 248812 SH SHARED 10 248812 D CHUBB CORP COM 17123210 1574 23100 SH SHARED 14 23100 D CHUBB CORP CORP UNIT % 17123230 1384 49980 SH SHARED 49980 D CHUBB CORP CORP UNIT % 17123230 1401 50595 SH SHARED 02 50595 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 22199 1258500 SH SHARED 1251300 7200 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 28 1590 SH SHARED 01 1590 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 26460 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 5597 317300 SH SHARED 10 317300 D CHURCH & DWIGHT INC COM 17134010 1601 34977 SH SHARED 34977 D CHURCH & DWIGHT INC COM 17134010 1517 33155 SH SHARED 01 13555 19600 D CHURCH & DWIGHT INC COM 17134010 184 4020 SH SHR/OTHR 01 4020 D CHURCH & DWIGHT INC COM 17134010 1208 26390 SH SHARED 02 26390 D CHURCHILL DOWNS INC COM 17148410 302 7400 SH SHARED 7400 D CHURCHILL DOWNS INC COM 17148410 32 800 SH SHARED 01 600 200 D CHURCHILL DOWNS INC COM 17148410 0 8 SH SHARED 02 8 D CIBER INC COM 17163B10 794 96683 SH SHARED 96683 D CIBER INC COM 17163B10 79 9636 SH SHARED 01 9636 D CIBER INC COM 17163B10 4 500 SH SHR/OTHR 01 500 D CIBER INC COM 17163B10 23 2902 SH SHARED 02 2902 D CIENA CORP NOTE 3.750% 2/0 171779AA 25857 29450000 PRN SHARED 29450000 D CIENA CORP NOTE 3.750% 2/0 171779AA 6 7500 PRN SHARED 01 7500 D CIENA CORP NOTE 3.750% 2/0 171779AA 3504 3992000 PRN SHARED 02 3992000 D CIENA CORP COM 17177910 6855 1852773 SH SHARED 1852773 D CIENA CORP COM 17177910 874 236388 SH SHARED 01 235988 400 D CIENA CORP COM 17177910 1474 398543 SH SHARED 02 398543 D CIENA CORP COM 17177910 4 1285 SH SHARED 05 1285 D CIENA CORP COM 17177910 24 6500 SH SHARED 06 6500 D CIENA CORP COM 17177910 704 190287 SH SHARED 10 190287 D CIENA CORP COM 17177910 23 6400 SH SHARED 14 6400 D CIMA LABS INC COM 17179610 1073 31836 SH SHARED 31836 D CIMA LABS INC COM 17179610 108 3203 SH SHARED 01 3203 D CIMA LABS INC COM 17179610 60 1790 SH SHARED 02 1790 D CIMA LABS INC COM 17179610 9 270 SH SHARED 10 270 D CIMAREX ENERGY CO COM 17179810 2593 85795 SH SHARED 85795 D CIMAREX ENERGY CO COM 17179810 1038 34340 SH SHARED 01 34340 D CIMAREX ENERGY CO COM 17179810 48 1594 SH SHR/OTHR 01 1594 D CIMAREX ENERGY CO COM 17179810 410 13575 SH SHARED 02 13575 D CIMAREX ENERGY CO COM 17179810 610 20200 SH SHARED 10 20200 D CINCINNATI BELL INC NEW COM 17187110 1586 357263 SH SHARED 357263 D CINCINNATI BELL INC NEW COM 17187110 1459 328648 SH SHARED 01 328648 D CINCINNATI BELL INC NEW COM 17187110 250 56402 SH SHARED 02 56402 D CINCINNATI BELL INC NEW COM 17187110 16707 3762900 SH SHARED 10 3762900 D CINCINNATI FINL CORP COM 17206210 19399 445760 SH SHARED 443765 1995 D CINCINNATI FINL CORP COM 17206210 4101 94238 SH SHARED 01 20075 74163 D CINCINNATI FINL CORP COM 17206210 1778 40855 SH SHR/OTHR 01 40855 D CINCINNATI FINL CORP COM 17206210 3322 76334 SH SHARED 02 76334 D CINCINNATI FINL CORP COM 17206210 46 1067 SH SHARED 05 1067 D CINCINNATI FINL CORP COM 17206210 54 1260 SH SHARED 06 1260 D CINCINNATI FINL CORP COM 17206210 2825 64935 SH SHARED 10 64935 D CINCINNATI FINL CORP COM 17206210 73 1680 SH SHARED 14 1680 D CINERGY CORP COM 17247410 21918 576810 SH SHARED 576810 D CINERGY CORP COM 17247410 1625 42775 SH SHARED 01 32975 9800 D CINERGY CORP COM 17247410 201 5300 SH SHR/OTHR 01 5300 D CINERGY CORP COM 17247410 3323 87452 SH SHARED 02 87452 D CINERGY CORP COM 17247410 53 1400 SH SHARED 06 1400 D CINERGY CORP COM 17247410 2814 74065 SH SHARED 10 74065 D CINERGY CORP COM 17247410 72 1900 SH SHARED 14 1900 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 544 74396 SH SHARED 74396 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 10 1485 SH SHARED 01 1485 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 0 20 SH SHARED 02 20 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 1678 229300 SH SHARED 04 229300 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 73 10000 SH SHARED 06 10000 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 73 10000 SH SHARED 10 10000 D CIRCLE GROUP HLDGS INC COM 17257010 98 19100 SH SHARED 19100 D CIRCOR INTL INC COM 17273K10 318 15615 SH SHARED 15615 D CIRCOR INTL INC COM 17273K10 236 11600 SH SHARED 01 11600 D CIRCOR INTL INC COM 17273K10 0 15 SH SHARED 02 15 D CIRCOR INTL INC COM 17273K10 236 11600 SH SHARED 10 11600 D CIRCUIT CITY STORE INC COM 17273710 29800 2301200 SH SHARED 2301200 D CIRCUIT CITY STORE INC COM 17273710 3813 294500 SH SHARED 01 294500 D CIRCUIT CITY STORE INC COM 17273710 4319 333569 SH SHARED 02 333569 D CIRCUIT CITY STORE INC COM 17273710 8 691 SH SHARED 05 691 D CIRCUIT CITY STORE INC COM 17273710 1345 103878 SH SHARED 10 103878 D CISCO SYS INC COM 17275R10 1428 60290 SH SHARED 59008 1282 D CISCO SYS INC COM 17275R10 961140 40554444 SH SHARED 39219375 1335069 D CISCO SYS INC COM 17275R10 385775 16277451 SH SHARED 01 6955506 55150 9266795 D CISCO SYS INC COM 17275R10 48721 2055762 SH SHR/OTHR 01 247148 1808614 D CISCO SYS INC COM 17275R10 90791 3830881 SH SHARED 02 3830881 D CISCO SYS INC COM 17275R10 34569 1458610 SH SHARED 03 1458610 D CISCO SYS INC COM 17275R10 159541 6731700 SH SHARED 04 6731700 D CISCO SYS INC COM 17275R10 132239 5579720 SH SHARED 05 3721265 1858455 D CISCO SYS INC COM 17275R10 44665 1884609 SH SHARED 06 1202009 682600 D CISCO SYS INC COM 17275R10 4920 207596 SH SHARED 07 207596 D CISCO SYS INC COM 17275R10 4756 200700 SH SHARED 09 200700 D CISCO SYS INC COM 17275R10 519811 21932981 SH SHARED 10 21932981 D CISCO SYS INC COM 17275R10 3812 160880 SH SHARED 14 160880 D CIRRUS LOGIC INC COM 17275510 526 87526 SH SHARED 87526 D CIRRUS LOGIC INC COM 17275510 2509 417600 SH SHARED 01 417600 D CIRRUS LOGIC INC COM 17275510 242 40358 SH SHARED 02 40358 D CIRRUS LOGIC INC COM 17275510 504 84000 SH SHARED 10 84000 D CITADEL BROADCASTING CORP COM 17285T10 1573 108000 SH SHARED 01 108000 D CITADEL BROADCASTING CORP COM 17285T10 113 7800 SH SHARED 02 5400 2400 D CITADEL BROADCASTING CORP COM 17285T10 3642 250000 SH SHARED 04 250000 D CITADEL BROADCASTING CORP COM 17285T10 43 3000 SH SHARED 14 3000 D CINTAS CORP COM 17290810 40552 850686 SH SHARED 850686 D CINTAS CORP COM 17290810 13295 278915 SH SHARED 01 57541 221374 D CINTAS CORP COM 17290810 1148 24100 SH SHR/OTHR 01 24100 D CINTAS CORP COM 17290810 4877 102322 SH SHARED 02 102322 D CINTAS CORP COM 17290810 54 1133 SH SHARED 05 100 1033 D CINTAS CORP COM 17290810 50 1050 SH SHARED 06 1050 D CINTAS CORP COM 17290810 42 900 SH SHARED 07 900 D CINTAS CORP COM 17290810 3438 72131 SH SHARED 10 72131 D CINTAS CORP COM 17290810 45 945 SH SHARED 14 945 D CITIGROUP INC COM 17296710 3990 85826 SH SHARED 51300 34526 D CITIGROUP INC COM 17296710 1599793 34404153 SH SHARED 33188595 1215558 D CITIGROUP INC COM 17296710 381221 8198312 SH SHARED 01 3522773 20967 4654572 D CITIGROUP INC COM 17296710 33636 723369 SH SHR/OTHR 01 97353 626016 D CITIGROUP INC COM 17296710 142933 3073842 SH SHARED 02 3073842 D CITIGROUP INC COM 17296710 42880 922155 SH SHARED 03 922155 D CITIGROUP INC COM 17296710 61017 1312200 SH SHARED 04 1312200 D CITIGROUP INC COM 17296710 140736 3026583 SH SHARED 05 2154925 871658 D CITIGROUP INC COM 17296710 40746 876270 SH SHARED 06 589970 286300 D CITIGROUP INC COM 17296710 4746 102065 SH SHARED 07 102065 D CITIGROUP INC COM 17296710 5682 122200 SH SHARED 09 122200 D CITIGROUP INC COM 17296710 563919 12127304 SH SHARED 10 12127304 D CITIGROUP INC COM 17296710 10391 223465 SH SHARED 14 223465 D CITIGROUP INC *W EXP 99/99/999 17296712 1737 1997434 SH SHARED 1997434 D CITIGROUP INC *W EXP 99/99/999 17296712 2 3000 SH SHARED 01 3000 D CITIBANK WEST FSB SAN FRAN C CONT LITIG REC 17306J20 81 119749 SH SHARED 119749 D CITIZENS BKG CORP MICH COM 17442010 1540 49605 SH SHARED 49605 D CITIZENS BKG CORP MICH COM 17442010 31 1018 SH SHARED 01 1018 D CITIZENS BKG CORP MICH COM 17442010 273 8809 SH SHARED 02 8809 D CITIZENS COMMUNICATIONS CO COM 17453B10 23335 1928586 SH SHARED 1928586 D CITIZENS COMMUNICATIONS CO COM 17453B10 1942 160569 SH SHARED 01 135664 24905 D CITIZENS COMMUNICATIONS CO COM 17453B10 4158 343659 SH SHARED 02 343659 D CITIZENS COMMUNICATIONS CO COM 17453B10 1350 111583 SH SHARED 10 111583 D CITIZENS FIRST BANCORP INC D COM 17461R10 195 8300 SH SHARED 8300 D CITIZENS FIRST BANCORP INC D COM 17461R10 36 1568 SH SHARED 02 1568 D CITIZENS INC CL A 17474010 227 27800 SH SHARED 27800 D CITIZENS INC CL A 17474010 7 965 SH SHARED 02 965 D CITIZENS SOUTH BKG CP DEL COM 17668210 158 12000 SH SHARED 02 12000 D CITRIX SYS INC COM 17737610 19458 955737 SH SHARED 955737 D CITRIX SYS INC COM 17737610 4059 199375 SH SHARED 01 198975 400 D CITRIX SYS INC COM 17737610 20 1000 SH SHR/OTHR 01 1000 D CITRIX SYS INC COM 17737610 1980 97291 SH SHARED 02 97291 D CITRIX SYS INC COM 17737610 3461 170000 SH SHARED 04 170000 D CITRIX SYS INC COM 17737610 10 504 SH SHARED 05 504 D CITRIX SYS INC COM 17737610 40 2000 SH SHARED 06 2000 D CITRIX SYS INC COM 17737610 3148 154647 SH SHARED 10 154647 D CITY BK LYNNWOOD WASH COM 17770A10 236 7400 SH SHARED 7400 D CITY BK LYNNWOOD WASH COM 17770A10 71 2238 SH SHARED 02 2238 D CITY HLDG CO COM 17783510 550 17437 SH SHARED 17437 D CITY HLDG CO COM 17783510 444 14080 SH SHARED 01 14080 D CITY HLDG CO COM 17783510 0 20 SH SHARED 02 20 D CITY HLDG CO COM 17783510 432 13700 SH SHARED 10 13700 D CITY INVESTING CO LIQ TR UNIT BEN INT 17790010 69 35319 SH SHARED 35319 D CITY NATL CORP COM 17856610 1847 28127 SH SHARED 28127 D CITY NATL CORP COM 17856610 957 14577 SH SHARED 01 14577 D CITY NATL CORP COM 17856610 1849 28158 SH SHARED 02 28158 D CLAIRES STORES INC COM 17958410 2715 125119 SH SHARED 125119 D CLAIRES STORES INC COM 17958410 19791 912072 SH SHARED 01 912072 D CLAIRES STORES INC COM 17958410 1593 73428 SH SHARED 02 73428 D CLAIRES STORES INC COM 17958410 32 1505 SH SHARED 06 1505 D CLAIRES STORES INC COM 17958410 10912 502900 SH SHARED 10 502900 D CLARCOR INC COM 17989510 1204 26304 SH SHARED 26304 D CLARCOR INC COM 17989510 34 750 SH SHARED 01 750 D CLARCOR INC COM 17989510 592 12928 SH SHARED 02 12928 D CLARK INC COM 18145710 285 15400 SH SHARED 15400 D CLARK INC COM 18145710 176 9500 SH SHARED 01 9500 D CLARK INC COM 18145710 2 135 SH SHARED 02 135 D CLARK INC COM 18145710 20 1100 SH SHARED 10 1100 D CLARUS CORP COM 18270710 146 12700 SH SHARED 12700 D CLEAN HARBORS INC COM 18449610 114 12104 SH SHARED 02 12104 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 61700 1669831 SH SHARED 1643540 26291 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 4811 130212 SH SHARED 01 125972 4240 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 18185 492170 SH SHARED 02 492170 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 10826 293000 SH SHARED 03 293000 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 124152 3360000 SH SHARED 04 3360000 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 28040 758877 SH SHARED 05 649400 109477 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 16779 454110 SH SHARED 06 251410 202700 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 461 12500 SH SHARED 07 12500 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 38441 1040352 SH SHARED 10 1040352 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 1300 35184 SH SHARED 14 35184 D CLEVELAND CLIFFS INC COM 18589610 1150 20398 SH SHARED 20398 D CLEVELAND CLIFFS INC COM 18589610 6 112 SH SHARED 02 112 D CLEVELAND CLIFFS INC COM 18589610 6016 106700 SH SHARED 10 106700 D CLIFTON SVGS BANCORP INC COM 18712Q10 155 13200 SH SHARED 13200 D CLOROX CO DEL COM 18905410 28716 533963 SH SHARED 533963 D CLOROX CO DEL COM 18905410 17566 326641 SH SHARED 01 105140 221501 D CLOROX CO DEL COM 18905410 1191 22150 SH SHR/OTHR 01 400 21750 D CLOROX CO DEL COM 18905410 6496 120789 SH SHARED 02 120789 D CLOROX CO DEL COM 18905410 537 10000 SH SHARED 04 10000 D CLOROX CO DEL COM 18905410 767 14278 SH SHARED 05 13640 638 D CLOROX CO DEL COM 18905410 83 1550 SH SHARED 06 1550 D CLOROX CO DEL COM 18905410 5589 103924 SH SHARED 10 103924 D CLOROX CO DEL COM 18905410 96 1800 SH SHARED 14 1800 D CLOSURE MED CORP COM 18909310 370 14743 SH SHARED 14743 D CLOSURE MED CORP COM 18909310 50 2016 SH SHARED 01 2016 D CLOSURE MED CORP COM 18909310 21 857 SH SHARED 02 857 D COACH INC COM 18975410 3274 72461 SH SHARED 72461 D COACH INC COM 18975410 14862 328894 SH SHARED 01 246738 82156 D COACH INC COM 18975410 1420 31440 SH SHR/OTHR 01 31440 D COACH INC COM 18975410 6857 151739 SH SHARED 02 151739 D COACH INC COM 18975410 33169 734000 SH SHARED 04 734000 D COACH INC COM 18975410 411 9100 SH SHARED 06 9100 D COACH INC COM 18975410 1986 43950 SH SHARED 10 43950 D COACH INC COM 18975410 349 7730 SH SHARED 14 7730 D COACHMEN INDS INC COM 18987310 215 13500 SH SHARED 13500 D COACHMEN INDS INC COM 18987310 9 600 SH SHARED 01 600 D COACHMEN INDS INC COM 18987310 39 2481 SH SHARED 02 2481 D COASTAL FINL CORP DEL COM 19046E10 165 11100 SH SHARED 11100 D COASTAL FINL CORP DEL COM 19046E10 29 1991 SH SHARED 02 1991 D COBIZ INC COM 19089710 172 12500 SH SHARED 12500 D COBIZ INC COM 19089710 466 33814 SH SHR/OTHR 01 33814 D COBIZ INC COM 19089710 39 2898 SH SHARED 02 2898 D COCA COLA BOTTLING CO CONS COM 19109810 213 3700 SH SHARED 3700 D COCA COLA BOTTLING CO CONS COM 19109810 34 600 SH SHARED 01 600 D COCA COLA BOTTLING CO CONS COM 19109810 0 4 SH SHARED 02 4 D COCA COLA HELLENIC BTTLG CO SPONSORED ADR 1912EP10 96 4000 SH SHR/OTHR 01 4000 D COCA COLA CO COM 19121610 6 120 SH SHARED 120 D COCA COLA CO COM 19121610 676527 13401884 SH SHARED 13234557 167327 D COCA COLA CO COM 19121610 112924 2237011 SH SHARED 01 1014827 1222184 D COCA COLA CO COM 19121610 22572 447167 SH SHR/OTHR 01 146050 301117 D COCA COLA CO COM 19121610 67636 1339858 SH SHARED 02 1339858 D COCA COLA CO COM 19121610 878 17400 SH SHARED 03 17400 D COCA COLA CO COM 19121610 73332 1452700 SH SHARED 04 1452700 D COCA COLA CO COM 19121610 8293 164302 SH SHARED 05 42800 121502 D COCA COLA CO COM 19121610 6055 119967 SH SHARED 06 116767 3200 D COCA COLA CO COM 19121610 520 10307 SH SHARED 07 10307 D COCA COLA CO COM 19121610 100949 1999800 SH SHARED 10 1999800 D COCA COLA CO COM 19121610 1571 31140 SH SHARED 14 31140 D COCA COLA ENTERPRISES INC COM 19121910 31169 1075180 SH SHARED 1070980 4200 D COCA COLA ENTERPRISES INC COM 19121910 3194 110207 SH SHARED 01 110207 D COCA COLA ENTERPRISES INC COM 19121910 6139 211778 SH SHARED 02 211778 D COCA COLA ENTERPRISES INC COM 19121910 434 15000 SH SHARED 04 15000 D COCA COLA ENTERPRISES INC COM 19121910 70 2420 SH SHARED 05 2420 D COCA COLA ENTERPRISES INC COM 19121910 110 3828 SH SHARED 06 3828 D COCA COLA ENTERPRISES INC COM 19121910 6785 234059 SH SHARED 10 234059 D COCA COLA ENTERPRISES INC COM 19121910 719 24823 SH SHARED 14 24823 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 367 16581 SH SHARED 16581 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 2531 114094 SH SHARED 01 114094 D COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ 864 1045000 PRN SHARED 1045000 D COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ 2362 2857000 PRN SHARED 02 2857000 D COEUR D ALENE MINES CORP IDA COM 19210810 1051 257750 SH SHARED 257750 D COEUR D ALENE MINES CORP IDA COM 19210810 99 24308 SH SHARED 02 24308 D COGENT COMM GROUP INC COM 19239V10 0 97 SH SHR/OTHR 01 97 D COGNEX CORP COM 19242210 1489 38702 SH SHARED 38702 D COGNEX CORP COM 19242210 103 2698 SH SHARED 01 2698 D COGNEX CORP COM 19242210 198 5148 SH SHARED 02 5148 D COGNOS INC COM 19244C10 5418 149851 SH SHARED 149851 D COGNOS INC COM 19244C10 20978 580157 SH SHARED 01 579907 250 D COGNOS INC COM 19244C10 77 2153 SH SHR/OTHR 01 2153 D COGNOS INC COM 19244C10 2772 76686 SH SHARED 02 76686 D COGNOS INC COM 19244C10 166 4600 SH SHARED 05 4600 D COGNOS INC COM 19244C10 38582 1067000 SH SHARED 10 1067000 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 1059 41700 SH SHARED 41700 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 20377 801952 SH SHARED 01 796512 2800 2640 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 14 582 SH SHR/OTHR 01 582 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 5426 213545 SH SHARED 02 213545 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 26250 1033080 SH SHARED 10 1033080 D COHEN & STEERS QUALITY RLTY COM 19247L10 16 1000 SH SHARED 01 1000 D COHEN & STEERS PREM INC RLTY COM 19247V10 0 42 SH SHARED 42 D COHERENT INC COM 19247910 1133 37971 SH SHARED 37971 D COHERENT INC COM 19247910 29 1000 SH SHARED 01 1000 D COHERENT INC COM 19247910 109 3660 SH SHARED 02 3660 D COHU INC COM 19257610 733 38518 SH SHARED 38518 D COHU INC COM 19257610 95 5030 SH SHARED 01 5030 D COHU INC COM 19257610 56 2954 SH SHARED 02 2954 D COINSTAR INC COM 19259P30 878 40000 SH SHARED 40000 D COINSTAR INC COM 19259P30 1144 52100 SH SHARED 01 52100 D COINSTAR INC COM 19259P30 333 15178 SH SHARED 02 15178 D COINSTAR INC COM 19259P30 241 11000 SH SHARED 10 11000 D COLDWATER CREEK INC COM 19306810 420 15869 SH SHARED 15869 D COLDWATER CREEK INC COM 19306810 799 30200 SH SHARED 01 30200 D COLDWATER CREEK INC COM 19306810 66 2527 SH SHARED 02 2527 D COLDWATER CREEK INC COM 19306810 42 1600 SH SHARED 10 1600 D COLE NATIONAL CORP NEW CL A 19329010 15709 672800 SH SHARED 672800 D COLE NATIONAL CORP NEW CL A 19329010 49 2100 SH SHARED 01 2100 D COLE NATIONAL CORP NEW CL A 19329010 350 15016 SH SHARED 02 15016 D COLE KENNETH PRODTNS INC CL A 19329410 282 8241 SH SHARED 8241 D COLE KENNETH PRODTNS INC CL A 19329410 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D COLUMBIA SPORTSWEAR CO COM 19851610 15790 289098 SH SHARED 01 289098 D COLUMBIA SPORTSWEAR CO COM 19851610 624 11425 SH SHARED 02 11425 D COLUMBIA SPORTSWEAR CO COM 19851610 28227 516800 SH SHARED 10 516800 D COLUMBUS MCKINNON CORP N Y COM 19933310 160 22770 SH SHARED 22770 D COLUMBUS MCKINNON CORP N Y COM 19933310 39 5646 SH SHARED 01 5646 D COMFORT SYS USA INC COM 19990810 342 53560 SH SHARED 53560 D COMFORT SYS USA INC COM 19990810 26 4180 SH SHARED 01 4180 D COMARCO INC COM 20008010 23 3286 SH SHARED 3286 D COMARCO INC COM 20008010 5 814 SH SHARED 01 814 D COMCAST CORP NEW CL A 20030N10 345541 12296862 SH SHARED 12253075 43787 D COMCAST CORP NEW CL A 20030N10 6427 228745 SH SHARED 01 183425 45320 D COMCAST CORP NEW CL A 20030N10 545 19406 SH SHR/OTHR 01 3750 15656 D COMCAST CORP NEW CL A 20030N10 32446 1154697 SH SHARED 02 1154697 D COMCAST CORP NEW CL A 20030N10 60701 2160196 SH SHARED 04 2160196 D COMCAST CORP NEW CL A 20030N10 667 23750 SH SHARED 05 15461 8289 D COMCAST CORP 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BANCSHARES INC COM 20052510 128 2791 SH SHARED 01 2791 D COMMERCE BANCSHARES INC COM 20052510 45 990 SH SHR/OTHR 01 990 D COMMERCE BANCSHARES INC COM 20052510 1555 33846 SH SHARED 02 33846 D COMMERCE GROUP INC MASS COM 20064110 1165 23600 SH SHARED 23600 D COMMERCE GROUP INC MASS COM 20064110 39 800 SH SHARED 01 800 D COMMERCE GROUP INC MASS COM 20064110 131 2670 SH SHARED 02 2670 D COMMERCE GROUP INC MASS COM 20064110 39 810 SH SHARED 10 810 D COMMERCE ONE INC DEL COM NEW 20069320 61 65211 SH SHARED 65211 D COMMERCE ONE INC DEL COM NEW 20069320 11 12413 SH SHARED 01 12413 D COMMERCIAL BANKSHARES INC COM 20160710 169 6381 SH SHARED 02 6381 D COMMERCIAL CAP BANCORP INC COM 20162L10 2793 160832 SH SHARED 160832 D COMMERCIAL CAP BANCORP INC COM 20162L10 115 6638 SH SHARED 02 6638 D COMMERCIAL FEDERAL CORPORATI COM 20164710 1246 45996 SH SHARED 45996 D COMMERCIAL FEDERAL CORPORATI COM 20164710 87 3214 SH SHARED 01 3214 D COMMERCIAL FEDERAL CORPORATI COM 20164710 22 824 SH SHR/OTHR 01 824 D 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FOODS INC COM 20588710 840 31029 SH SHARED 05 29260 1769 D CONAGRA FOODS INC COM 20588710 169 6250 SH SHARED 06 5550 700 D CONAGRA FOODS INC COM 20588710 49578 1830831 SH SHARED 10 1830831 D CONAGRA FOODS INC COM 20588710 116 4300 SH SHARED 14 4300 D COMPUTER HORIZONS CORP COM 20590810 155 39115 SH SHARED 39115 D COMPUTER HORIZONS CORP COM 20590810 47 11976 SH SHARED 01 11976 D COMPUTER HORIZONS CORP COM 20590810 172 43388 SH SHARED 02 43388 D CONCEPTUS INC COM 20601610 274 24400 SH SHARED 24400 D CONCEPTUS INC COM 20601610 2 216 SH SHARED 02 16 200 D CONCORD CAMERA CORP COM 20615610 129 39183 SH SHARED 02 39183 D CONCORD COMMUNICATIONS INC COM 20618610 529 46427 SH SHARED 46427 D CONCORD COMMUNICATIONS INC COM 20618610 70 6153 SH SHARED 01 6153 D CONCORD COMMUNICATIONS INC COM 20618610 338 29685 SH SHARED 02 29685 D CONCUR TECHNOLOGIES INC COM 20670810 267 25000 SH SHARED 25000 D CONCUR TECHNOLOGIES INC COM 20670810 1817 169900 SH SHARED 01 169900 D CONCUR TECHNOLOGIES INC COM 20670810 0 24 SH SHARED 02 24 D CONCUR TECHNOLOGIES INC COM 20670810 444 41500 SH SHARED 10 41500 D CONCURRENT COMPUTER CORP NEW COM 20671020 232 117517 SH SHARED 117517 D CONCURRENT COMPUTER CORP NEW COM 20671020 15 7661 SH SHARED 01 7661 D CONCURRENT COMPUTER CORP NEW COM 20671020 175 88685 SH SHARED 02 88685 D CONEXANT SYSTEMS INC NOTE 4.250% 5/0 207142AB 7 8000 PRN SHARED 01 8000 D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF 35534 37131000 PRN SHARED 37131000 D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF 27331 28560000 PRN SHARED 02 28560000 D CONEXANT SYSTEMS INC COM 20714210 1070 247149 SH SHARED 245349 1800 D CONEXANT SYSTEMS INC COM 20714210 387 89399 SH SHARED 01 83999 5400 D CONEXANT SYSTEMS INC COM 20714210 51 12000 SH SHR/OTHR 01 12000 D CONEXANT SYSTEMS INC COM 20714210 1666 384940 SH SHARED 02 384940 D CONMED CORP COM 20741010 963 35156 SH SHARED 35156 D CONMED CORP COM 20741010 26 975 SH SHARED 01 975 D CONMED CORP COM 20741010 12 459 SH SHARED 02 459 D CONMED CORP COM 20741010 6193 226050 SH SHARED 10 226050 D CONNECTICUT WTR SVC INC COM 20779710 198 7700 SH SHARED 7700 D CONNECTICUT WTR SVC INC COM 20779710 28 1112 SH SHARED 02 1112 D CONNETICS CORP NOTE 2.250% 5/3 208192AB 410 366000 PRN SHARED 366000 D CONNETICS CORP COM 20819210 930 46056 SH SHARED 46056 D CONNETICS CORP COM 20819210 19071 944156 SH SHARED 01 624866 8800 310490 D CONNETICS CORP COM 20819210 34 1730 SH SHR/OTHR 01 1730 D CONNETICS CORP COM 20819210 177 8780 SH SHARED 02 8780 D CONNETICS CORP COM 20819210 1616 80000 SH SHARED 04 80000 D CONNETICS CORP COM 20819210 874 43300 SH SHARED 05 43300 D CONNETICS CORP COM 20819210 8555 423530 SH SHARED 10 423530 D CONNETICS CORP COM 20819210 28 1400 SH SHARED 14 1400 D CONNS INC COM 20824210 102 6500 SH SHARED 6500 D CONOCOPHILLIPS COM 20825C10 68 900 SH SHARED 900 D CONOCOPHILLIPS COM 20825C10 270906 3551011 SH SHARED 3328283 222728 D CONOCOPHILLIPS COM 20825C10 144351 1892138 SH SHARED 01 1368310 1000 522828 D CONOCOPHILLIPS COM 20825C10 3586 47012 SH SHR/OTHR 01 11677 35335 D CONOCOPHILLIPS COM 20825C10 30291 397062 SH SHARED 02 397062 D CONOCOPHILLIPS COM 20825C10 25732 337300 SH SHARED 03 337300 D CONOCOPHILLIPS COM 20825C10 19681 257986 SH SHARED 04 257986 D CONOCOPHILLIPS COM 20825C10 59205 776064 SH SHARED 05 627503 148561 D CONOCOPHILLIPS COM 20825C10 20832 273070 SH SHARED 06 118070 155000 D CONOCOPHILLIPS COM 20825C10 68 900 SH SHARED 07 900 D CONOCOPHILLIPS COM 20825C10 422064 5532376 SH SHARED 10 5532376 D CONOCOPHILLIPS COM 20825C10 762 10000 SH SHARED 14 10000 D CONSECO INC COM NEW 20846488 13160 661333 SH SHARED 661333 D CONSECO INC COM NEW 20846488 1101 55367 SH SHARED 01 40800 14567 D CONSECO INC COM NEW 20846488 4157 208900 SH SHARED 02 208900 D CONSECO INC COM NEW 20846488 455 22900 SH SHARED 10 22900 D CONSOL ENERGY INC COM 20854P10 14 400 SH SHARED 400 D CONSOL ENERGY INC COM 20854P10 360 10000 SH SHR/OTHR 10000 D CONSOL ENERGY INC COM 20854P10 1555 43200 SH SHARED 01 43200 D CONSOL ENERGY INC COM 20854P10 400 11120 SH SHARED 02 11120 D CONSOL ENERGY INC COM 20854P10 28044 779000 SH SHARED 10 779000 D CONSOLIDATED EDISON INC COM 20911510 84281 2119754 SH SHARED 2119754 D CONSOLIDATED EDISON INC COM 20911510 1836 46180 SH SHARED 01 45200 980 D CONSOLIDATED EDISON INC COM 20911510 206 5194 SH SHR/OTHR 01 5194 D CONSOLIDATED EDISON INC COM 20911510 4966 124907 SH SHARED 02 124907 D CONSOLIDATED EDISON INC COM 20911510 33 830 SH SHARED 05 200 630 D CONSOLIDATED EDISON INC COM 20911510 115 2900 SH SHARED 06 1900 1000 D CONSOLIDATED EDISON INC COM 20911510 3620 91054 SH SHARED 10 91054 D CONSOLIDATED EDISON INC COM 20911510 108 2720 SH SHARED 14 2720 D CONSOLIDATED GRAPHICS INC COM 20934110 472 10730 SH SHARED 10730 D CONSOLIDATED GRAPHICS INC COM 20934110 5127 116400 SH SHARED 01 116400 D CONSOLIDATED GRAPHICS INC COM 20934110 554 12591 SH SHARED 02 12591 D CONSOLIDATED GRAPHICS INC COM 20934110 11737 266460 SH SHARED 10 266460 D CONSOLIDATED TOMOKA LD CO COM 21022610 608 16110 SH SHARED 16110 D CONSOLIDATED TOMOKA LD CO COM 21022610 33 900 SH SHARED 01 900 D CONSOLIDATED TOMOKA LD CO COM 21022610 48 1272 SH SHARED 02 1272 D CONSOLIDATED TOMOKA LD CO COM 21022610 33 900 SH SHARED 10 900 D CONSTELLATION BRANDS INC CL A 21036P10 5869 158086 SH SHARED 158086 D CONSTELLATION BRANDS INC CL A 21036P10 13849 373006 SH SHARED 01 372856 150 D CONSTELLATION BRANDS INC CL A 21036P10 19 515 SH SHR/OTHR 01 515 D CONSTELLATION BRANDS INC CL A 21036P10 2273 61232 SH SHARED 02 61232 D CONSTELLATION BRANDS INC CL A 21036P10 24149 650400 SH SHARED 10 650400 D CONSTELLATION BRANDS INC CL B 21036P20 59 1600 SH SHARED 01 1600 D CONSTELLATION BRANDS INC PFD 1/40 A5.75 21036P30 13 400 SH SHARED 02 400 D CONSTAR INTL INC NEW COM 21036U10 25 5500 SH SHARED 02 5500 D CONSTELLATION ENERGY GROUP I COM 21037110 32860 867033 SH SHARED 867033 D CONSTELLATION ENERGY GROUP I COM 21037110 1925 50793 SH SHARED 01 49893 900 D CONSTELLATION ENERGY GROUP I COM 21037110 3499 92344 SH SHARED 02 92344 D CONSTELLATION ENERGY GROUP I COM 21037110 20 537 SH SHARED 05 537 D CONSTELLATION ENERGY GROUP I COM 21037110 108 2866 SH SHARED 06 2866 D CONSTELLATION ENERGY GROUP I COM 21037110 3167 83562 SH SHARED 10 83562 D CONSTELLATION ENERGY GROUP I COM 21037110 79 2100 SH SHARED 14 2100 D CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD 4220 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 1091 1525000 PRN SHARED 02 1525000 D CONTINENTAL AIRLS INC CL B 21079530 26 2300 SH SHARED 2300 D CONTINENTAL AIRLS INC CL B 21079530 4604 404926 SH SHARED 404926 D CONTINENTAL AIRLS INC CL B 21079530 634 55840 SH SHARED 01 55840 D CONTINENTAL AIRLS INC CL B 21079530 11 1000 SH SHR/OTHR 01 1000 D CONTINENTAL AIRLS INC CL B 21079530 4365 383945 SH SHARED 02 383945 D CONVERA CORP CL A 21191910 42 18500 SH SHARED 02 18500 D CONTROLADORA COML MEX SA DE GDR 21238A20 0 1 SH SHARED 02 1 D CONVERIUM HLDG AG SPONSORED ADR 21248N10 4437 172454 SH SHARED 02 172454 D CONVERIUM HLDG AG SPONSORED ADR 21248N10 159 6200 SH SHARED 14 6200 D CONVERGYS CORP COM 21248510 13920 903907 SH SHARED 903907 D CONVERGYS CORP COM 21248510 471 30593 SH SHARED 01 30593 D CONVERGYS CORP COM 21248510 15 1000 SH SHR/OTHR 01 1000 D CONVERGYS CORP COM 21248510 2765 179594 SH SHARED 02 179594 D CONVERGYS CORP COM 21248510 7 507 SH SHARED 05 507 D CONVERGYS CORP COM 21248510 130 8462 SH SHARED 06 8462 D CONVERGYS CORP COM 21248510 842 54683 SH SHARED 10 54683 D COOPER CAMERON CORP COM 21664010 9269 190332 SH SHARED 190332 D COOPER CAMERON CORP COM 21664010 2311 47462 SH SHARED 01 47462 D COOPER CAMERON CORP COM 21664010 1362 27978 SH SHARED 02 27978 D COOPER CAMERON CORP COM 21664010 4870 100000 SH SHARED 04 100000 D COOPER CAMERON CORP COM 21664010 141 2900 SH SHARED 05 2900 D COOPER CAMERON CORP COM 21664010 38 800 SH SHARED 06 500 300 D COOPER CAMERON CORP COM 21664010 566 11630 SH SHARED 10 11630 D COOPER COS INC DBCV 2.625% 7/0 216648AG 4626 3000000 PRN SHARED 3000000 D COOPER COS INC COM NEW 21664840 82 1300 SH SHARED 1300 D COOPER COS INC COM NEW 21664840 25 400 SH SHARED 400 D COOPER COS INC COM NEW 21664840 319 5063 SH SHR/OTHR 5063 D COOPER COS INC COM NEW 21664840 27643 437600 SH SHARED 01 327900 109700 D COOPER COS INC COM NEW 21664840 614 9732 SH SHARED 02 9732 D COOPER COS INC COM NEW 21664840 8236 130380 SH SHARED 10 130380 D COOPER TIRE & RUBR CO COM 21683110 225 9800 SH SHARED 9800 D COOPER TIRE & RUBR CO COM 21683110 8739 379999 SH SHARED 379999 D COOPER TIRE & RUBR CO COM 21683110 1136 49401 SH SHARED 01 49401 D COOPER TIRE & RUBR CO COM 21683110 872 37927 SH SHARED 02 37927 D COOPER TIRE & RUBR CO COM 21683110 1510 65674 SH SHARED 10 65674 D COORS ADOLPH CO CL B 21701610 10065 139135 SH SHARED 139135 D COORS ADOLPH CO CL B 21701610 7602 105100 SH SHARED 01 105100 D COORS ADOLPH CO CL B 21701610 1264 17485 SH SHARED 02 17485 D COORS ADOLPH CO CL B 21701610 4321 59743 SH SHARED 10 59743 D COPART INC COM 21720410 1229 46052 SH SHARED 46052 D COPART INC COM 21720410 650 24375 SH SHARED 01 23700 675 D COPART INC COM 21720410 1056 39559 SH SHARED 02 39559 D CORCEPT THERAPEUTICS INC COM 21835210 269 34879 SH SHARED 34879 D CORGENTECH INC COM 21872P10 116 7217 SH SHARED 7217 D CORGENTECH INC COM 21872P10 4 283 SH SHARED 01 283 D CORILLIAN CORP COM 21872510 162 32266 SH SHARED 32266 D CORILLIAN CORP COM 21872510 3908 775400 SH SHARED 01 673500 101900 D CORILLIAN CORP COM 21872510 441 87500 SH SHARED 05 87500 D CORINTHIAN COLLEGES INC COM 21886810 1893 76530 SH SHARED 76530 D CORINTHIAN COLLEGES INC COM 21886810 3000 121270 SH SHARED 01 121270 D CORINTHIAN COLLEGES INC COM 21886810 41 1664 SH SHR/OTHR 01 1664 D CORINTHIAN COLLEGES INC COM 21886810 950 38403 SH SHARED 02 38403 D CORINTHIAN COLLEGES INC COM 21886810 6185 250000 SH SHARED 04 250000 D CORINTHIAN COLLEGES INC COM 21886810 76 3100 SH SHARED 06 3100 D CORIXA CORP NOTE 4.250% 7/0 21887FAC 1011 1149000 PRN SHARED 1149000 D CORIXA CORP COM 21887F10 562 120472 SH SHARED 120472 D CORIXA CORP COM 21887F10 0 44 SH SHARED 02 44 D CORIXA CORP COM 21887F10 793 170000 SH SHARED 04 170000 D CORIXA CORP COM 21887F10 46 10000 SH SHARED 06 10000 D CORIXA CORP COM 21887F10 46 10000 SH SHARED 10 10000 D CORIO INC COM 21887510 7 3358 SH SHARED 3358 D CORIO INC COM 21887510 1 832 SH SHARED 01 832 D CORN PRODS INTL INC COM 21902310 4376 94020 SH SHARED 94020 D CORN PRODS INTL INC COM 21902310 2415 51899 SH SHARED 01 51699 200 D CORN PRODS INTL INC COM 21902310 310 6675 SH SHR/OTHR 01 6675 D CORN PRODS INTL INC COM 21902310 330 7101 SH SHARED 02 7101 D CORN PRODS INTL INC COM 21902310 1762 37870 SH SHARED 10 37870 D CORNELL COMPANIES INC COM 21914110 262 19271 SH SHARED 19271 D CORNELL COMPANIES INC COM 21914110 46 3429 SH SHARED 01 3429 D CORNELL COMPANIES INC COM 21914110 6 490 SH SHARED 02 490 D CORNELL COMPANIES INC COM 21914110 24 1800 SH SHARED 10 1800 D CORNERSTONE RLTY INCOME TR I COM 21922V10 418 47700 SH SHARED 47700 D CORNERSTONE RLTY INCOME TR I COM 21922V10 241 27592 SH SHARED 02 27592 D CORNING INC DBCV 11/0 219350AJ 62566 80111000 PRN SHARED 80111000 D CORNING INC DBCV 11/0 219350AJ 149 191000 PRN SHARED 02 191000 D CORNING INC NOTE 3.500%11/0 219350AK 1 1000 PRN SHARED 01 1000 D CORNING INC NOTE 3.500%11/0 219350AK 8095 5754000 PRN SHARED 02 5754000 D CORNING INC COM 21935010 75723 5798132 SH SHARED 5784932 13200 D CORNING INC COM 21935010 38649 2959344 SH SHARED 01 2695334 10600 253410 D CORNING INC COM 21935010 8051 616487 SH SHR/OTHR 01 600 615887 D CORNING INC COM 21935010 14107 1080241 SH SHARED 02 1080241 D CORNING INC COM 21935010 15280 1170000 SH SHARED 04 1170000 D CORNING INC COM 21935010 899 68878 SH SHARED 05 1400 67478 D CORNING INC COM 21935010 295 22600 SH SHARED 06 21100 1500 D CORNING INC COM 21935010 42319 3240371 SH SHARED 10 3240371 D CORNING INC COM 21935010 1031 79015 SH SHARED 14 79015 D CORPORATE EXECUTIVE BRD CO COM 21988R10 124 2152 SH SHARED 2152 D CORPORATE EXECUTIVE BRD CO COM 21988R10 2164 37450 SH SHARED 01 37200 250 D CORPORATE EXECUTIVE BRD CO COM 21988R10 84 1465 SH SHR/OTHR 01 1465 D CORPORATE EXECUTIVE BRD CO COM 21988R10 228 3951 SH SHARED 02 3951 D CORPORATE EXECUTIVE BRD CO COM 21988R10 866 15000 SH SHARED 10 15000 D CORPORATE HIGH YIELD FD III COM 21992510 61 7711 SH SHARED 7711 D CORPORATE HIGH YIELD FD V IN COM 21993110 2875 197235 SH SHARED 197235 D CORPORATE HIGH YIELD FD V IN COM 21993110 15 1092 SH SHARED 01 1092 D CORPORATE HIGH YIELD FD V IN COM 21993110 7 536 SH SHARED 02 536 D CORPORATE HIGH YIELD FD VI I COM 21993210 8816 642606 SH SHARED 642606 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 802 32300 SH SHARED 32300 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 211 8500 SH SHARED 01 8500 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 74 3000 SH SHR/OTHR 01 3000 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 168 6791 SH SHARED 02 6791 D CORRECTIONAL PPTYS TR COM 22025E10 305 10455 SH SHARED 10455 D CORRECTIONAL PPTYS TR COM 22025E10 597 20439 SH SHARED 02 20439 D CORRECTIONAL PPTYS TR COM 22025E10 5279 180500 SH SHARED 10 180500 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 1334 33800 SH SHARED 33800 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 347 8800 SH SHARED 01 8800 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 999 25316 SH SHARED 02 25316 D CORTEX PHARMACEUTICALS INC COM NEW 22052430 26 10000 SH SHR/OTHR 01 10000 D CORUS BANKSHARES INC COM 22087310 704 17139 SH SHARED 17139 D CORUS BANKSHARES INC COM 22087310 554 13500 SH SHARED 01 13500 D CORUS BANKSHARES INC COM 22087310 119 2902 SH SHARED 02 2902 D CORUS BANKSHARES INC COM 22087310 106 2600 SH SHARED 10 2600 D CORVEL CORP COM 22100610 272 9618 SH SHARED 9618 D CORVEL CORP COM 22100610 43 1521 SH SHARED 01 1521 D CORVEL CORP COM 22100610 41 1463 SH SHARED 02 1463 D CORVEL CORP COM 22100610 41 1450 SH SHARED 10 1450 D CORVIS CORP COM 22100910 551 391100 SH SHARED 391100 D CORVIS CORP COM 22100910 83 59000 SH SHR/OTHR 01 59000 D CORVIS CORP COM 22100910 0 320 SH SHARED 02 320 D COSI INC COM 22122P10 116 19500 SH SHARED 19500 D COSINE COMMUNICATIONS INC COM NEW 22122260 57 13404 SH SHARED 13404 D COST PLUS INC CALIF COM 22148510 1072 33037 SH SHARED 33037 D COST PLUS INC CALIF COM 22148510 12392 381880 SH SHARED 01 361180 3700 17000 D COST PLUS INC CALIF COM 22148510 0 24 SH SHARED 02 24 D COST PLUS INC CALIF COM 22148510 9736 300053 SH SHARED 10 300053 D COSTCO WHSL CORP NEW COM 22160K10 69249 1681628 SH SHARED 1669828 11800 D COSTCO WHSL CORP NEW COM 22160K10 8394 203855 SH SHARED 01 87853 116002 D COSTCO WHSL CORP NEW COM 22160K10 1115 27095 SH SHR/OTHR 01 1495 25600 D COSTCO WHSL CORP NEW COM 22160K10 13919 338027 SH SHARED 02 338027 D COSTCO WHSL CORP NEW COM 22160K10 317 7700 SH SHARED 03 7700 D COSTCO WHSL CORP NEW COM 22160K10 106 2595 SH SHARED 05 400 2195 D COSTCO WHSL CORP NEW COM 22160K10 340 8280 SH SHARED 06 7080 1200 D COSTCO WHSL CORP NEW COM 22160K10 17763 431364 SH SHARED 10 431364 D COSTCO WHSL CORP NEW COM 22160K10 260 6321 SH SHARED 14 6321 D COSTAR GROUP INC COM 22160N10 702 15300 SH SHARED 15300 D COSTAR GROUP INC COM 22160N10 10307 224412 SH SHARED 01 203100 2412 18900 D COSTAR GROUP INC COM 22160N10 10 222 SH SHARED 02 222 D COSTAR GROUP INC COM 22160N10 748 16300 SH SHARED 05 16300 D COSTAR GROUP INC COM 22160N10 5641 122825 SH SHARED 10 122825 D COSTCO COMPANIES INC NOTE 8/1 22160QAC 155 165000 PRN SHARED 02 165000 D COTT CORP QUE COM 22163N10 83 2574 SH SHARED 2574 D COTT CORP QUE COM 22163N10 19 591 SH SHARED 01 591 D COTT CORP QUE COM 22163N10 184 5695 SH SHARED 02 5695 D COTT CORP QUE COM 22163N10 6 200 SH SHARED 10 200 D COTTON STS LIFE INS CO COM 22177410 381 19832 SH SHARED 01 19832 D COUNTRYWIDE FINANCIAL CORP COM 22237210 779 11100 SH SHARED 11100 D COUNTRYWIDE FINANCIAL CORP COM 22237210 79000 1124557 SH SHARED 1122757 1800 D COUNTRYWIDE FINANCIAL CORP COM 22237210 32777 466577 SH SHARED 01 465982 595 D COUNTRYWIDE FINANCIAL CORP COM 22237210 12970 184629 SH SHARED 02 184629 D COUNTRYWIDE FINANCIAL CORP COM 22237210 523 7450 SH SHARED 03 7450 D COUNTRYWIDE FINANCIAL CORP COM 22237210 7516 106999 SH SHARED 04 106999 D COUNTRYWIDE FINANCIAL CORP COM 22237210 625 8899 SH SHARED 05 7699 1200 D COUNTRYWIDE FINANCIAL CORP COM 22237210 254 3627 SH SHARED 06 3327 300 D COUNTRYWIDE FINANCIAL CORP COM 22237210 80 1149 SH SHARED 07 1149 D COUNTRYWIDE FINANCIAL CORP COM 22237210 24524 349100 SH SHARED 10 349100 D COUNTRYWIDE FINANCIAL CORP COM 22237210 2308 32863 SH SHARED 14 32863 D COURIER CORP COM 22266010 385 9329 SH SHARED 9329 D COURIER CORP COM 22266010 2510 60779 SH SHARED 01 4025 56754 D COURIER CORP COM 22266010 0 6 SH SHARED 02 6 D COURIER CORP COM 22266010 132 3200 SH SHARED 10 3200 D COUSINS PPTYS INC COM 22279510 1379 41853 SH SHARED 41853 D COUSINS PPTYS INC COM 22279510 451 13697 SH SHARED 01 13697 D COUSINS PPTYS INC COM 22279510 91 2782 SH SHR/OTHR 01 2782 D COUSINS PPTYS INC COM 22279510 5 154 SH SHARED 02 154 D COUSINS PPTYS INC COM 22279510 253 7700 SH SHARED 10 7700 D COVANSYS CORP COM 22281W10 515 49859 SH SHARED 49859 D COVANSYS CORP COM 22281W10 78 7627 SH SHARED 01 7627 D COVANSYS CORP COM 22281W10 24 2415 SH SHARED 02 2415 D COVANCE INC COM 22281610 1341 34772 SH SHARED 34772 D COVANCE INC COM 22281610 888 23042 SH SHR/OTHR 23042 D COVANCE INC COM 22281610 1848 47917 SH SHARED 01 32512 15405 D COVANCE INC COM 22281610 30 800 SH SHR/OTHR 01 800 D COVANCE INC COM 22281610 1279 33168 SH SHARED 02 33168 D COVANCE INC COM 22281610 486 12600 SH SHARED 10 12600 D COVENANT TRANS INC CL A 22284P10 439 25702 SH SHARED 25702 D COVENANT TRANS INC CL A 22284P10 128 7507 SH SHARED 01 7507 D COVENANT TRANS INC CL A 22284P10 0 8 SH SHARED 02 8 D COVENANT TRANS INC CL A 22284P10 85 5000 SH SHARED 10 5000 D COVENTRY HEALTH CARE INC COM 22286210 7036 143890 SH SHARED 143890 D COVENTRY HEALTH CARE INC COM 22286210 20348 416119 SH SHARED 01 415963 156 D COVENTRY HEALTH CARE INC COM 22286210 3538 72355 SH SHARED 02 72355 D COVENTRY HEALTH CARE INC COM 22286210 196 4012 SH SHARED 06 4012 D COVENTRY HEALTH CARE INC COM 22286210 12694 259600 SH SHARED 10 259600 D COX COMMUNICATIONS INC NEW CL A 22404410 6591 237195 SH SHARED 223095 14100 D COX COMMUNICATIONS INC NEW CL A 22404410 4270 153658 SH SHARED 01 116487 37171 D COX COMMUNICATIONS INC NEW CL A 22404410 685 24658 SH SHR/OTHR 01 300 24358 D COX COMMUNICATIONS INC NEW CL A 22404410 1017 36618 SH SHARED 02 36618 D COX COMMUNICATIONS INC NEW CL A 22404410 10298 370600 SH SHARED 04 370600 D COX COMMUNICATIONS INC NEW CL A 22404410 5 200 SH SHARED 05 200 D COX COMMUNICATIONS INC NEW CL A 22404410 704 25360 SH SHARED 06 25360 D COX COMMUNICATIONS INC NEW CL A 22404410 3062 110190 SH SHARED 10 110190 D COX COMMUNICATIONS INC NEW CL A 22404410 144 5200 SH SHARED 14 5200 D COX RADIO INC CL A 22405110 611 35167 SH SHARED 35167 D COX RADIO INC CL A 22405110 84 4841 SH SHARED 01 4841 D COX RADIO INC CL A 22405110 73 4230 SH SHARED 02 4230 D COX RADIO INC CL A 22405110 6083 350000 SH SHARED 10 350000 D CP SHIPS LTD COM 22409V10 6088 341663 SH SHARED 341663 D CP SHIPS LTD COM 22409V10 43 2465 SH SHARED 01 538 1927 D CP SHIPS LTD COM 22409V10 10 562 SH SHR/OTHR 01 562 D CP SHIPS LTD COM 22409V10 748 41999 SH SHARED 02 41999 D CP SHIPS LTD COM 22409V10 1 77 SH SHARED 05 77 D CP SHIPS LTD COM 22409V10 17 1000 SH SHARED 06 1000 D CP SHIPS LTD COM 22409V10 5 300 SH SHARED 10 300 D CRAFTMADE INTL INC COM 22413E10 53 2715 SH SHARED 2715 D CRAFTMADE INTL INC COM 22413E10 727 36754 SH SHARED 01 32354 4400 D CRAFTMADE INTL INC COM 22413E10 114 5800 SH SHARED 05 5800 D CRANE CO COM 22439910 5156 164272 SH SHARED 164272 D CRANE CO COM 22439910 611 19496 SH SHARED 01 10991 8505 D CRANE CO COM 22439910 464 14788 SH SHR/OTHR 01 14788 D CRANE CO COM 22439910 1269 40437 SH SHARED 02 40437 D CRANE CO COM 22439910 664 21167 SH SHARED 10 21167 D CRAWFORD & CO CL B 22463310 60 12300 SH SHARED 12300 D CRAWFORD & CO CL B 22463310 0 42 SH SHARED 02 42 D CREATIVE COMPUTER APPLICATIO COM NEW 22490130 0 20 SH SHARED 02 20 D CRAY INC COM 22522310 583 88116 SH SHARED 88116 D CRAY INC COM 22522310 171 25878 SH SHARED 02 25878 D CREDENCE SYS CORP COM 22530210 2256 163505 SH SHARED 159505 4000 D CREDENCE SYS CORP COM 22530210 1147 83152 SH SHARED 01 82752 400 D CREDENCE SYS CORP COM 22530210 16 1206 SH SHR/OTHR 01 1206 D CREDENCE SYS CORP COM 22530210 4778 346292 SH SHARED 02 346292 D CREDENCE SYS CORP COM 22530210 411 29800 SH SHARED 14 29800 D CREDIT ACCEP CORP MICH COM 22531010 160 10648 SH SHARED 10648 D CREDIT ACCEP CORP MICH COM 22531010 9 600 SH SHARED 01 600 D CREDIT ACCEP CORP MICH COM 22531010 76 5044 SH SHARED 02 5044 D CREDIT ACCEP CORP MICH COM 22531010 51 3400 SH SHARED 10 3400 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 576 16086 SH SHARED 16086 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 1376 38431 SH SHARED 01 4314 34117 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 4 139 SH SHARED 02 139 D CREDO PETE CORP COM PAR $0.10 22543920 1 100 SH SHARED 100 D CREE INC COM 22544710 559 24150 SH SHARED 24150 D CREE INC COM 22544710 23272 1005273 SH SHARED 01 975100 30173 D CREE INC COM 22544710 695 30059 SH SHARED 02 29359 700 D CREE INC COM 22544710 11616 501800 SH SHARED 10 501800 D CREO INC COM 22560610 162 18507 SH SHARED 18507 D CREO INC COM 22560610 32 3693 SH SHARED 01 3693 D CRESCENT REAL ESTATE EQUITIE COM 22575610 41 2565 SH SHARED 2565 D CRESCENT REAL ESTATE EQUITIE COM 22575610 203 12635 SH SHARED 01 12635 D CRESCENT REAL ESTATE EQUITIE COM 22575610 184 11428 SH SHARED 02 11428 D CRESCENT REAL ESTATE EQUITIE COM 22575610 16 1000 SH SHARED 06 1000 D CRESCENT REAL ESTATE EQUITIE COM 22575610 12315 764000 SH SHARED 10 764000 D CRESCENT REAL ESTATE EQUITIE COM 22575610 96121 5962900 SH SHARED 11 5962900 D CRESCENT REAL ESTATE EQUITIE PFD CV A 6.75% 22575620 19582 980100 SH SHARED 980100 D CRIIMI MAE INC COM NEW 22660350 184 15375 SH SHARED 15375 D CRIIMI MAE INC COM NEW 22660350 40 3397 SH SHARED 01 3397 D CRIIMI MAE INC COM NEW 22660350 210 17616 SH SHARED 02 17616 D CRISTALERIAS DE CHILE S A SPONSORED ADR 22671410 334 13800 SH SHARED 13800 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 10581 1679530 SH SHARED 1679530 D CROMPTON CORP COM 22711610 236 37538 SH SHARED 01 37538 D CROMPTON CORP COM 22711610 61 9689 SH SHR/OTHR 01 9689 D CROMPTON CORP COM 22711610 255 40539 SH SHARED 02 40539 D CROSS A T CO CL A 22747810 416 87266 SH SHARED 02 87266 D CROSS CTRY HEALTHCARE INC COM 22748310 730 40231 SH SHARED 40231 D CROSS CTRY HEALTHCARE INC COM 22748310 83 4600 SH SHARED 01 4600 D CROSS CTRY HEALTHCARE INC COM 22748310 296 16335 SH SHARED 02 16335 D CROSS TIMBERS RTY TR TR UNIT 22757R10 2 79 SH SHARED 79 D CROSS TIMBERS RTY TR TR UNIT 22757R10 0 14 SH SHARED 01 14 D CROSS TIMBERS RTY TR TR UNIT 22757R10 55 2000 SH SHR/OTHR 01 2000 D CROSS TIMBERS RTY TR TR UNIT 22757R10 3 121 SH SHARED 02 121 D CROSSTEX ENERGY INC COM 22765Y10 92 2300 SH SHARED 2300 D CROWN CASTLE INTL CORP COM 22822710 363 24612 SH SHARED 24612 D CROWN CASTLE INTL CORP COM 22822710 118 8000 SH SHARED 01 8000 D CROWN CASTLE INTL CORP COM 22822710 342 23221 SH SHARED 02 23221 D CROWN CASTLE INTL CORP COM 22822710 966 65500 SH SHARED 06 65500 D CROWN CASTLE INTL CORP COM 22822710 10565 716300 SH SHARED 10 716300 D CROWN HOLDINGS INC COM 22836810 4595 460963 SH SHARED 460963 D CROWN HOLDINGS INC COM 22836810 199 20000 SH SHR/OTHR 20000 D CROWN HOLDINGS INC COM 22836810 1186 119050 SH SHARED 01 119050 D CROWN HOLDINGS INC COM 22836810 1416 142087 SH SHARED 02 142087 D CROWN HOLDINGS INC COM 22836810 618 62000 SH SHARED 10 62000 D CROWN MEDIA HLDGS INC CL A 22841110 122 14346 SH SHARED 14346 D CROWN MEDIA HLDGS INC CL A 22841110 0 10 SH SHARED 02 10 D CRUCELL N V SPONSORED ADR 22876910 1000 120650 SH SHR/OTHR 120650 D CRYOLIFE INC COM 22890310 293 55728 SH SHARED 55728 D CRYOLIFE INC COM 22890310 15 3000 SH SHARED 01 3000 D CRYOLIFE INC COM 22890310 151 28801 SH SHARED 02 28801 D CRYSTALLEX INTL CORP COM 22942F10 296 120000 SH SHARED 02 120000 D CRYSTALLEX INTL CORP COM 22942F10 18031 7300000 SH SHARED 10 7300000 D CTI MOLECULAR IMAGING INC COM 22943D10 439 31027 SH SHARED 31027 D CTI MOLECULAR IMAGING INC COM 22943D10 0 20 SH SHARED 02 20 D CTRIP COM INTL LTD ADR 22943F10 1522 44800 SH SHARED 44800 D CUBIC CORP COM 22966910 787 37609 SH SHARED 37609 D CUBIC CORP COM 22966910 223 10667 SH SHARED 01 10667 D CUBIC CORP COM 22966910 38 1831 SH SHARED 02 1831 D CUBIST PHARMACEUTICALS INC NOTE 5.500%11/0 229678AB 3 4000 PRN SHARED 01 4000 D CUBIST PHARMACEUTICALS INC COM 22967810 484 43631 SH SHARED 43631 D CUBIST PHARMACEUTICALS INC COM 22967810 565 50936 SH SHR/OTHR 50936 D CUBIST PHARMACEUTICALS INC COM 22967810 55 5025 SH SHARED 01 5025 D CUBIST PHARMACEUTICALS INC COM 22967810 1084 97698 SH SHARED 02 97698 D CUBIST PHARMACEUTICALS INC COM 22967810 1867 168200 SH SHARED 04 168200 D CUBIST PHARMACEUTICALS INC COM 22967810 133 12000 SH SHARED 06 12000 D CUBIST PHARMACEUTICALS INC COM 22967810 133 12000 SH SHARED 10 12000 D CULLEN FROST BANKERS INC COM 22989910 751 16800 SH SHARED 16800 D CULLEN FROST BANKERS INC COM 22989910 900 20120 SH SHARED 01 15840 4280 D CULLEN FROST BANKERS INC COM 22989910 929 20776 SH SHARED 02 20776 D CULP INC COM 23021510 54 7052 SH SHARED 7052 D CULP INC COM 23021510 13 1748 SH SHARED 01 1748 D CUMMINS INC COM 23102110 500 8000 SH SHARED 8000 D CUMMINS INC COM 23102110 6196 99143 SH SHARED 99143 D CUMMINS INC COM 23102110 4304 68872 SH SHARED 01 27858 41014 D CUMMINS INC COM 23102110 1675 26802 SH SHARED 02 26802 D CUMMINS INC COM 23102110 1243 19902 SH SHARED 10 19902 D CUMULUS MEDIA INC CL A 23108210 36 2200 SH SHARED 2200 D CUMULUS MEDIA INC CL A 23108210 1061 63171 SH SHARED 63171 D CUMULUS MEDIA INC CL A 23108210 944 56188 SH SHARED 01 56188 D CUMULUS MEDIA INC CL A 23108210 356 21208 SH SHARED 02 21208 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 3764 3834000 PRN SHARED 3834000 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 8 8250 PRN SHARED 01 8250 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 392 400000 PRN SHARED 02 400000 D CURAGEN CORP COM 23126R10 512 85211 SH SHARED 85211 D CURAGEN CORP COM 23126R10 5 931 SH SHARED 01 931 D CURAGEN CORP COM 23126R10 43 7293 SH SHARED 02 7293 D CURAGEN CORP COM 23126R10 519 86500 SH SHARED 04 86500 D CURAGEN CORP COM 23126R10 11 1900 SH SHARED 10 1900 D CURATIVE HEALTH SRVCS INC COM 23126W10 261 30229 SH SHARED 30229 D CURATIVE HEALTH SRVCS INC COM 23126W10 51 5949 SH SHARED 01 5949 D CURATIVE HEALTH SRVCS INC COM 23126W10 185 21372 SH SHARED 02 21372 D CURIS INC COM 23126910 265 60100 SH SHARED 60100 D CURIS INC COM 23126910 10 2338 SH SHARED 02 2338 D CURTISS WRIGHT CORP COM 23156110 1267 22564 SH SHARED 22564 D CURTISS WRIGHT CORP COM 23156110 867 15436 SH SHARED 01 15436 D CURTISS WRIGHT CORP COM 23156110 624 11114 SH SHARED 02 11114 D CURTISS WRIGHT CORP COM 23156110 7922 141000 SH SHARED 10 141000 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 629 77115 SH SHARED 77115 D CYBERGUARD CORP COM 23191010 3421 419344 SH SHARED 01 381644 37700 D CYBERGUARD CORP COM 23191010 16 2051 SH SHARED 02 2051 D CYBERGUARD CORP COM 23191010 248 30400 SH SHARED 05 30400 D CYBERGUARD CORP COM 23191010 1795 220000 SH SHARED 10 220000 D CYBERSOURCE CORP COM 23251J10 223 26730 SH SHARED 26730 D CYBERSOURCE CORP COM 23251J10 829 99200 SH SHARED 01 99200 D CYBERSOURCE CORP COM 23251J10 12 1542 SH SHARED 02 1542 D CYBERONICS INC COM 23251P10 1101 33017 SH SHARED 33017 D CYBERONICS INC COM 23251P10 158 4745 SH SHARED 01 4395 350 D CYBERONICS INC COM 23251P10 2153 64544 SH SHARED 02 64544 D CYBEROPTICS CORP COM 23251710 355 13702 SH SHARED 13702 D CYBEROPTICS CORP COM 23251710 25 975 SH SHARED 01 975 D CYBEROPTICS CORP COM 23251710 199 7680 SH SHR/OTHR 01 7680 D CYMER INC NOTE 3.500% 2/1 232572AE 14 14000 PRN SHARED 02 14000 D CYMER INC COM 23257210 2385 63712 SH SHARED 63712 D CYMER INC COM 23257210 463 12381 SH SHARED 01 12381 D CYMER INC COM 23257210 1204 32159 SH SHARED 02 32159 D CYMER INC COM 23257210 1049 28020 SH SHARED 10 28020 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 383 27900 SH SHARED 27900 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 302 22000 SH SHARED 01 22000 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 1182 86118 SH SHARED 02 86118 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 5372 391300 SH SHARED 04 391300 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 274 20000 SH SHARED 06 20000 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 389 28400 SH SHARED 10 28400 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 78 5700 SH SHARED 14 5700 D CYPRESS SEMICONDUCTOR CORP NOTE 3.750% 7/0 232806AF 4946 4991000 PRN SHARED 4991000 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 294 250000 PRN SHARED 250000 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 5 4500 PRN SHARED 01 4500 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 364 309000 PRN SHARED 02 309000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 4898 345204 SH SHARED 345204 D CYPRESS SEMICONDUCTOR CORP COM 23280610 3357 236610 SH SHARED 01 213010 23600 D CYPRESS SEMICONDUCTOR CORP COM 23280610 864 60906 SH SHARED 02 60906 D CYPRESS SEMICONDUCTOR CORP COM 23280610 638 45000 SH SHARED 04 45000 D CYTOKINETICS INC COM 23282W10 129 8717 SH SHARED 8717 D CYTOKINETICS INC COM 23282W10 4 283 SH SHARED 01 283 D CYTOKINETICS INC COM 23282W10 132 8942 SH SHARED 02 8942 D CYTOKINETICS INC COM 23282W10 2539 171000 SH SHARED 04 171000 D CYTOKINETICS INC COM 23282W10 178 12000 SH SHARED 06 12000 D CYTOKINETICS INC COM 23282W10 178 12000 SH SHARED 10 12000 D CYTOKINETICS INC COM 23282W10 33 2250 SH SHARED 14 2250 D CYTEC INDS INC COM 23282010 68 1500 SH SHARED 1500 D CYTEC INDS INC COM 23282010 5990 131805 SH SHARED 131805 D CYTEC INDS INC COM 23282010 1166 25669 SH SHARED 01 25297 372 D CYTEC INDS INC COM 23282010 3603 79288 SH SHARED 02 79288 D CYTOGEN CORP COM NEW 23282430 333 20976 SH SHARED 20976 D CYTOGEN CORP COM NEW 23282430 23 1506 SH SHARED 01 1506 D CYTOGEN CORP COM NEW 23282430 229 14433 SH SHARED 02 14433 D D & E COMMUNICATIONS INC COM 23286010 170 12700 SH SHARED 12700 D D & E COMMUNICATIONS INC COM 23286010 31 2372 SH SHARED 02 2372 D D & K HEALTHCARE RES INC COM 23286110 889 74113 SH SHARED 74113 D D & K HEALTHCARE RES INC COM 23286110 336 28027 SH SHR/OTHR 28027 D D & K HEALTHCARE RES INC COM 23286110 193 16160 SH SHARED 01 16160 D D & K HEALTHCARE RES INC COM 23286110 235 19621 SH SHARED 02 19621 D CYTYC CORP COM 23294610 1470 57958 SH SHARED 57958 D CYTYC CORP COM 23294610 1045 41216 SH SHR/OTHR 41216 D CYTYC CORP COM 23294610 3832 151048 SH SHARED 01 151048 D CYTYC CORP COM 23294610 25 1000 SH SHR/OTHR 01 1000 D CYTYC CORP COM 23294610 1444 56926 SH SHARED 02 56926 D CYTYC CORP COM 23294610 3338 131600 SH SHARED 10 131600 D DDI CORP COM PAR $ .001 23316230 4415 536479 SH SHARED 536479 D DHB INDS INC COM 23321E10 389 25660 SH SHARED 25660 D DHB INDS INC COM 23321E10 610 40200 SH SHARED 01 40200 D DHB INDS INC COM 23321E10 50 3326 SH SHARED 02 3326 D DHB INDS INC COM 23321E10 201 13300 SH SHARED 06 13300 D DJ ORTHOPEDICS INC COM 23325G10 522 22737 SH SHARED 22737 D DJ ORTHOPEDICS INC COM 23325G10 75 3300 SH SHARED 01 3300 D DJ ORTHOPEDICS INC COM 23325G10 18 804 SH SHARED 02 804 D DNP SELECT INCOME FD COM 23325P10 303 28882 SH SHARED 28882 D DNP SELECT INCOME FD COM 23325P10 139 13218 SH SHARED 01 6718 6500 D DNP SELECT INCOME FD COM 23325P10 9 900 SH SHARED 02 900 D DPL INC COM 23329310 11338 583843 SH SHARED 583843 D DPL INC COM 23329310 746 38426 SH SHARED 01 37414 1012 D DPL INC COM 23329310 47 2450 SH SHR/OTHR 01 2450 D DPL INC COM 23329310 891 45913 SH SHARED 02 45913 D DRS TECHNOLOGIES INC COM 23330X10 2076 65093 SH SHARED 65093 D DRS TECHNOLOGIES INC COM 23330X10 251 7892 SH SHARED 01 7892 D DRS TECHNOLOGIES INC COM 23330X10 215 6743 SH SHARED 02 6743 D DRS TECHNOLOGIES INC COM 23330X10 6960 218200 SH SHARED 10 218200 D D R HORTON INC COM 23331A10 201 7100 SH SHARED 7100 D D R HORTON INC COM 23331A10 5212 183524 SH SHARED 183524 D D R HORTON INC COM 23331A10 2024 71295 SH SHARED 01 71243 52 D D R HORTON INC COM 23331A10 2553 89916 SH SHARED 02 89916 D D R HORTON INC COM 23331A10 51 1800 SH SHARED 06 1800 D D R HORTON INC COM 23331A10 72 2550 SH SHARED 10 2550 D D R HORTON INC COM 23331A10 46 1627 SH SHARED 14 1627 D DSP GROUP INC COM 23332B10 847 31117 SH SHARED 31117 D DSP GROUP INC COM 23332B10 21 782 SH SHARED 01 782 D DSP GROUP INC COM 23332B10 0 28 SH SHARED 02 28 D DSP GROUP INC COM 23332B10 63 2340 SH SHARED 10 2340 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 67500 54000000 PRN SHARED 54000000 D DST SYS INC DEL COM 23332610 1379 28682 SH SHARED 28682 D DST SYS INC DEL COM 23332610 1958 40718 SH SHARED 01 40718 D DST SYS INC DEL COM 23332610 4726 98288 SH SHARED 02 98288 D DST SYS INC DEL COM 23332610 31 650 SH SHARED 06 650 D DST SYS INC DEL COM 23332610 533 11100 SH SHARED 10 11100 D DTE ENERGY CO COM 23333110 214 5300 SH SHARED 5300 D DTE ENERGY CO COM 23333110 266561 6575273 SH SHARED 6575273 D DTE ENERGY CO COM 23333110 5479 135164 SH SHARED 01 44816 90348 D DTE ENERGY CO COM 23333110 14 359 SH SHR/OTHR 01 359 D DTE ENERGY CO COM 23333110 3278 80872 SH SHARED 02 80872 D DTE ENERGY CO COM 23333110 29 734 SH SHARED 05 200 534 D DTE ENERGY CO COM 23333110 83 2050 SH SHARED 06 2050 D DTE ENERGY CO COM 23333110 6130 151216 SH SHARED 10 151216 D DTE ENERGY CO COM 23333110 60 1500 SH SHARED 14 1500 D DADE BEHRING HLDGS INC COM 23342J20 3316 69798 SH SHARED 69798 D DADE BEHRING HLDGS INC COM 23342J20 338 7126 SH SHR/OTHR 7126 D DADE BEHRING HLDGS INC COM 23342J20 6819 143500 SH SHARED 01 139600 3900 D DADE BEHRING HLDGS INC COM 23342J20 610 12853 SH SHARED 02 12853 D DADE BEHRING HLDGS INC COM 23342J20 5768 121400 SH SHARED 10 121400 D DAKTRONICS INC COM 23426410 348 13959 SH SHARED 13959 D DAKTRONICS INC COM 23426410 805 32300 SH SHARED 01 31300 1000 D DAKTRONICS INC COM 23426410 0 16 SH SHARED 02 16 D DANA CORP COM 23581110 7142 364406 SH SHARED 364406 D DANA CORP COM 23581110 504 25723 SH SHARED 01 17179 8544 D DANA CORP COM 23581110 2388 121839 SH SHARED 02 121839 D DANA CORP COM 23581110 14 739 SH SHARED 05 739 D DANA CORP COM 23581110 1354 69096 SH SHARED 10 69096 D DANAHER CORP DEL COM 23585110 39132 754717 SH SHARED 754717 D DANAHER CORP DEL COM 23585110 2910 56141 SH SHARED 01 46264 9877 D DANAHER CORP DEL COM 23585110 41 800 SH SHR/OTHR 01 800 D DANAHER CORP DEL COM 23585110 8763 169015 SH SHARED 02 169015 D DANAHER CORP DEL COM 23585110 56 1082 SH SHARED 05 1082 D DANAHER CORP DEL COM 23585110 269 5200 SH SHARED 06 4400 800 D DANAHER CORP DEL COM 23585110 6768 130537 SH SHARED 10 130537 D DANAHER CORP DEL COM 23585110 4718 91000 SH SHARED 14 91000 D DANIELSON HLDG CORP COM 23627410 3528 510579 SH SHARED 510579 D DARDEN RESTAURANTS INC COM 23719410 606 29500 SH SHARED 29500 D DARDEN RESTAURANTS INC COM 23719410 11731 570878 SH SHARED 570878 D DARDEN RESTAURANTS INC COM 23719410 2202 107198 SH SHARED 01 106973 225 D DARDEN RESTAURANTS INC COM 23719410 209 10200 SH SHR/OTHR 01 7200 3000 D DARDEN RESTAURANTS INC COM 23719410 2032 98907 SH SHARED 02 98907 D DARDEN RESTAURANTS INC COM 23719410 124 6065 SH SHARED 06 6065 D DARDEN RESTAURANTS INC COM 23719410 1294 62987 SH SHARED 10 62987 D DARDEN RESTAURANTS INC COM 23719410 46 2250 SH SHARED 14 2250 D DARLING INTL INC COM 23726610 322 76887 SH SHARED 76887 D DARLING INTL INC COM 23726610 16 4013 SH SHARED 01 4013 D DARLING INTL INC COM 23726610 0 52 SH SHARED 02 52 D DASSAULT SYS S A SPONSORED ADR 23754510 10738 229115 SH SHARED 229115 D DASSAULT SYS S A SPONSORED ADR 23754510 435 9290 SH SHARED 01 9290 D DASSAULT SYS S A SPONSORED ADR 23754510 477 10183 SH SHARED 02 10183 D DATAMIRROR CORP COM 23792610 2 300 SH SHARED 300 D DATASCOPE CORP COM 23811310 715 18034 SH SHARED 18034 D DATASCOPE CORP COM 23811310 66 1674 SH SHARED 01 1674 D DATASCOPE CORP COM 23811310 1 43 SH SHARED 02 43 D DATASCOPE CORP COM 23811310 63 1600 SH SHARED 10 1600 D DATASTREAM SYS INC COM 23812410 126 19579 SH SHARED 19579 D DATASTREAM SYS INC COM 23812410 31 4855 SH SHARED 01 4855 D DATASTREAM SYS INC COM 23812410 162 25102 SH SHARED 02 25102 D DAVE & BUSTERS INC COM 23833N10 197 10500 SH SHARED 10500 D DAVE & BUSTERS INC COM 23833N10 1042 55500 SH SHARED 01 55500 D DAVE & BUSTERS INC COM 23833N10 333 17729 SH SHARED 02 17529 200 D DAVE & BUSTERS INC COM 23833N10 343 18300 SH SHARED 10 18300 D DAVITA INC COM 23918K10 351 11400 SH SHARED 11400 D DAVITA INC COM 23918K10 3359 108972 SH SHARED 105972 3000 D DAVITA INC COM 23918K10 2062 66910 SH SHR/OTHR 66910 D DAVITA INC COM 23918K10 2983 96781 SH SHARED 01 96781 D DAVITA INC COM 23918K10 330 10719 SH SHARED 02 10719 D DEAN FOODS CO NEW COM 24237010 5625 150766 SH SHARED 133496 17270 D DEAN FOODS CO NEW COM 24237010 39976 1071463 SH SHARED 01 664833 406630 D DEAN FOODS CO NEW COM 24237010 7 200 SH SHR/OTHR 01 200 D DEAN FOODS CO NEW COM 24237010 2043 54777 SH SHARED 02 54777 D DEAN FOODS CO NEW COM 24237010 9637 258300 SH SHARED 03 258300 D DEAN FOODS CO NEW COM 24237010 1119 30000 SH SHARED 04 30000 D DEAN FOODS CO NEW COM 24237010 20682 554350 SH SHARED 05 445095 109255 D DEAN FOODS CO NEW COM 24237010 55 1500 SH SHARED 06 1500 D DEAN FOODS CO NEW COM 24237010 593 15900 SH SHARED 07 15900 D DEAN FOODS CO NEW COM 24237010 850 22800 SH SHARED 09 22800 D DEAN FOODS CO NEW COM 24237010 78849 2113350 SH SHARED 10 2113350 D DEB SHOPS INC COM 24272810 107 4488 SH SHARED 4488 D DEB SHOPS INC COM 24272810 2 120 SH SHARED 01 120 D DEB SHOPS INC COM 24272810 24 1023 SH SHARED 02 1023 D DEB SHOPS INC COM 24272810 45 1890 SH SHARED 10 1890 D DEBT STRATEGIES FD INC NEW COM 24276Q10 838 129571 SH SHARED 129571 D DEBT STRATEGIES FD INC NEW COM 24276Q10 11 1744 SH SHARED 01 1744 D DECKERS OUTDOOR CORP COM 24353710 274 9309 SH SHARED 9309 D DECKERS OUTDOOR CORP COM 24353710 4 151 SH SHARED 01 151 D DECKERS OUTDOOR CORP COM 24353710 0 17 SH SHARED 02 17 D DECODE GENETICS INC COM 24358610 533 62766 SH SHARED 62766 D DECODE GENETICS INC COM 24358610 45 5400 SH SHARED 01 5400 D DECODE GENETICS INC COM 24358610 62 7329 SH SHARED 02 7329 D DECODE GENETICS INC COM 24358610 2907 342000 SH SHARED 04 342000 D DECODE GENETICS INC COM 24358610 255 30000 SH SHARED 06 30000 D DECODE GENETICS INC COM 24358610 255 30000 SH SHARED 10 30000 D DECODE GENETICS INC COM 24358610 46 5500 SH SHARED 14 5500 D DEERE & CO COM 24419910 67067 956189 SH SHARED 948189 8000 D DEERE & CO COM 24419910 41638 593644 SH SHARED 01 37585 8600 547459 D DEERE & CO COM 24419910 516 7360 SH SHR/OTHR 01 4660 2700 D DEERE & CO COM 24419910 14500 206733 SH SHARED 02 206733 D DEERE & CO COM 24419910 30272 431608 SH SHARED 05 276473 155135 D DEERE & CO COM 24419910 6319 90105 SH SHARED 06 70905 19200 D DEERE & CO COM 24419910 1623 23147 SH SHARED 07 23147 D DEERE & CO COM 24419910 2132 30400 SH SHARED 09 30400 D DEERE & CO COM 24419910 78524 1119545 SH SHARED 10 1119545 D DEERE & CO COM 24419910 259 3700 SH SHARED 14 3700 D DEL LABS INC COM 24509110 145 4700 SH SHARED 4700 D DEL LABS INC COM 24509110 18 591 SH SHARED 02 591 D DEL MONTE FOODS CO COM 24522P10 599 59035 SH SHARED 58589 446 D DEL MONTE FOODS CO COM 24522P10 279 27517 SH SHARED 01 13252 14265 D DEL MONTE FOODS CO COM 24522P10 188 18586 SH SHR/OTHR 01 2477 16109 D DEL MONTE FOODS CO COM 24522P10 199 19660 SH SHARED 02 19660 D DEL MONTE FOODS CO COM 24522P10 12 1250 SH SHARED 14 1250 D DE RIGO S P A SPONSORED ADR 24533410 1054 170000 SH SHARED 10 170000 D DELAWARE INVTS DIV & INCOME COM 24591510 3 337 SH SHARED 01 337 D DELAWARE INV GLBL DIV & INC COM 24591610 3 336 SH SHARED 01 336 D DELL INC COM 24702R10 2 56 SH SHARED 56 D DELL INC COM 24702R10 534906 14933171 SH SHARED 14464265 468906 D DELL INC COM 24702R10 101911 2845110 SH SHARED 01 1934916 13334 896860 D DELL INC COM 24702R10 1213 33870 SH SHR/OTHR 01 13450 20420 D DELL INC COM 24702R10 53037 1480666 SH SHARED 02 1480666 D DELL INC COM 24702R10 55700 1555000 SH SHARED 04 1555000 D DELL INC COM 24702R10 33913 946788 SH SHARED 05 513164 433624 D DELL INC COM 24702R10 5388 150442 SH SHARED 06 136242 14200 D DELL INC COM 24702R10 2062 57566 SH SHARED 07 57566 D DELL INC COM 24702R10 1998 55800 SH SHARED 09 55800 D DELL INC COM 24702R10 221720 6189845 SH SHARED 10 6189845 D DELL INC COM 24702R10 1361 38005 SH SHARED 14 38005 D DELPHI CORP COM 24712610 180 16900 SH SHARED 16900 D DELPHI CORP COM 24712610 69430 6501023 SH SHARED 6487523 13500 D DELPHI CORP COM 24712610 1691 158374 SH SHARED 01 158373 1 D DELPHI CORP COM 24712610 147 13768 SH SHR/OTHR 01 190 13578 D DELPHI CORP COM 24712610 3126 292758 SH SHARED 02 292758 D DELPHI CORP COM 24712610 24 2315 SH SHARED 05 419 1896 D DELPHI CORP COM 24712610 183 17200 SH SHARED 06 17200 D DELPHI CORP COM 24712610 2775 259864 SH SHARED 10 259864 D DELPHI CORP COM 24712610 564 52900 SH SHARED 14 52900 D DELPHI FINL GROUP INC CL A 24713110 1148 25800 SH SHARED 25800 D DELPHI FINL GROUP INC CL A 24713110 8 195 SH SHARED 01 195 D DELPHI FINL GROUP INC CL A 24713110 204 4606 SH SHARED 02 4606 D DELPHI FINL GROUP INC CL A 24713110 40 900 SH SHARED 10 900 D DELTA & PINE LD CO COM 24735710 1033 47084 SH SHARED 47084 D DELTA & PINE LD CO COM 24735710 70 3192 SH SHARED 01 3192 D DELTA & PINE LD CO COM 24735710 133 6103 SH SHARED 02 6103 D DELTA AIR LINES INC DEL NOTE 8.000% 6/0 247361YP 2264 4000000 PRN SHARED 4000000 D DELTA AIR LINES INC DEL NOTE 8.000% 6/0 247361YP 2 3790 PRN SHARED 01 3790 D DELTA AIR LINES INC DEL NOTE 8.000% 6/0 247361YP 1575 2784000 PRN SHARED 02 2784000 D DELTA AIR LINES INC DEL COM 24736110 118 16600 SH SHARED 16600 D DELTA AIR LINES INC DEL COM 24736110 13100 1839909 SH SHARED 1829209 10700 D DELTA AIR LINES INC DEL COM 24736110 111 15634 SH SHARED 01 15634 D DELTA AIR LINES INC DEL COM 24736110 323 45371 SH SHARED 02 45371 D DELTA AIR LINES INC DEL COM 24736110 3 515 SH SHARED 05 515 D DELTA AIR LINES INC DEL COM 24736110 337 47347 SH SHARED 10 47347 D DELTATHREE INC COM 24783N10 2 956 SH SHARED 956 D DELTIC TIMBER CORP COM 24785010 432 11272 SH SHARED 11272 D DELTIC TIMBER CORP COM 24785010 1050 27368 SH SHARED 01 8797 18571 D DELTIC TIMBER CORP COM 24785010 2015 52499 SH SHR/OTHR 01 52499 D DELTIC TIMBER CORP COM 24785010 59 1553 SH SHARED 02 1553 D DELTA PETE CORP COM NEW 24790720 411 30593 SH SHARED 30593 D DELTA PETE CORP COM NEW 24790720 51 3817 SH SHARED 01 3817 D DELTA PETE CORP COM NEW 24790720 10002 743700 SH SHARED 10 743700 D DENBURY RES INC COM NEW 24791620 1707 81502 SH SHARED 81502 D DENBURY RES INC COM NEW 24791620 3571 170473 SH SHARED 01 170473 D DENBURY RES INC COM NEW 24791620 1637 78166 SH SHARED 02 78166 D DENBURY RES INC COM NEW 24791620 2514 120000 SH SHARED 04 120000 D DENBURY RES INC COM NEW 24791620 14956 713900 SH SHARED 10 713900 D DELTA FINANCIAL CORP COM 24791810 34 4312 SH SHARED 4312 D DELTA FINANCIAL CORP COM 24791810 8 1066 SH SHARED 01 1066 D DELTA FINANCIAL CORP COM 24791810 42 5300 SH SHR/OTHR 01 5300 D DELUXE CORP COM 24801910 165 3800 SH SHARED 3800 D DELUXE CORP COM 24801910 24533 563989 SH SHARED 563989 D DELUXE CORP COM 24801910 968 22266 SH SHARED 01 20513 1753 D DELUXE CORP COM 24801910 1804 41487 SH SHARED 02 41487 D DELUXE CORP COM 24801910 939 21609 SH SHARED 10 21609 D DENDREON CORP COM 24823Q10 699 57100 SH SHARED 57100 D DENDREON CORP COM 24823Q10 895 73101 SH SHR/OTHR 73101 D DENDREON CORP COM 24823Q10 66 5400 SH SHARED 01 5400 D DENDREON CORP COM 24823Q10 525 42864 SH SHARED 02 42864 D DENDREON CORP COM 24823Q10 4569 373000 SH SHARED 04 373000 D DENDREON CORP COM 24823Q10 183 15000 SH SHARED 06 15000 D DENDREON CORP COM 24823Q10 183 15000 SH SHARED 10 15000 D DENDREON CORP COM 24823Q10 49 4000 SH SHARED 14 4000 D DENDRITE INTL INC COM 24823910 635 34200 SH SHARED 34200 D DENDRITE INTL INC COM 24823910 2 131 SH SHARED 02 131 D DENTSPLY INTL INC NEW COM 24903010 67 1300 SH SHARED 1300 D DENTSPLY INTL INC NEW COM 24903010 13987 268482 SH SHARED 268482 D DENTSPLY INTL INC NEW COM 24903010 1242 23843 SH SHARED 01 23843 D DENTSPLY INTL INC NEW COM 24903010 1600 30712 SH SHARED 02 30712 D DENTSPLY INTL INC NEW COM 24903010 218 4200 SH SHARED 05 4200 D DEPARTMENT 56 INC COM 24950910 195 12705 SH SHARED 12705 D DEPARTMENT 56 INC COM 24950910 189 12274 SH SHARED 02 12274 D DESCARTES SYS GROUP INC COM 24990610 51 47263 SH SHARED 47263 D DESCARTES SYS GROUP INC COM 24990610 10 9437 SH SHARED 01 9437 D DEPOMED INC COM 24990810 6271 1269556 SH SHARED 1269556 D DEPOMED INC COM 24990810 4 899 SH SHARED 01 899 D DEPOMED INC COM 24990810 3 715 SH SHARED 02 715 D DESWELL INDS INC COM 25063910 31 1297 SH SHARED 1297 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 10355 584753 SH SHARED 584753 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 1164 65742 SH SHARED 01 15868 49874 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 398 22496 SH SHARED 02 22496 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 239 6781 SH SHARED 6781 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1418 40100 SH SHARED 01 30100 10000 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 411 11638 SH SHARED 02 11638 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 11870 335600 SH SHARED 10 335600 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 30906 873800 SH SHARED 11 873800 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 89 86000 PRN SHARED 01 86000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 53 52000 PRN SHR/OTHR 01 23000 29000 D DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB 1384 1338000 PRN SHARED 1338000 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 49578 89980000 PRN SHARED 89980000 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 859 1560000 PRN SHARED 02 1560000 D DEVON ENERGY CORP NEW COM 25179M10 82057 1243290 SH SHARED 1222218 21072 D DEVON ENERGY CORP NEW COM 25179M10 35594 539317 SH SHARED 01 297152 242165 D DEVON ENERGY CORP NEW COM 25179M10 145 2200 SH SHR/OTHR 01 2200 D DEVON ENERGY CORP NEW COM 25179M10 11437 173300 SH SHARED 02 173300 D DEVON ENERGY CORP NEW COM 25179M10 10362 157000 SH SHARED 03 157000 D DEVON ENERGY CORP NEW COM 25179M10 9702 147000 SH SHARED 04 147000 D DEVON ENERGY CORP NEW COM 25179M10 14784 224014 SH SHARED 05 156200 67814 D DEVON ENERGY CORP NEW COM 25179M10 5537 83900 SH SHARED 06 83700 200 D DEVON ENERGY CORP NEW COM 25179M10 798 12100 SH SHARED 07 12100 D DEVON ENERGY CORP NEW COM 25179M10 1102 16700 SH SHARED 09 16700 D DEVON ENERGY CORP NEW COM 25179M10 153351 2323514 SH SHARED 10 2323514 D DEVON ENERGY CORP NEW COM 25179M10 111 1692 SH SHARED 14 1692 D DEVRY INC DEL COM 25189310 1041 37979 SH SHARED 37979 D DEVRY INC DEL COM 25189310 715 26100 SH SHARED 01 21100 5000 D DEVRY INC DEL COM 25189310 617 22531 SH SHARED 02 22531 D DIAGEO P L C SPON ADR NEW 25243Q20 2502 45703 SH SHARED 45703 D DIAGEO P L C SPON ADR NEW 25243Q20 257 4696 SH SHARED 01 2096 2600 D DIAGEO P L C SPON ADR NEW 25243Q20 4286 78300 SH SHARED 10 78300 D DIAGNOSTIC PRODS CORP COM 25245010 1083 24650 SH SHARED 24650 D DIAGNOSTIC PRODS CORP COM 25245010 35 800 SH SHARED 01 800 D DIAGNOSTIC PRODS CORP COM 25245010 9 224 SH SHARED 02 224 D DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC 32846 56828000 PRN SHARED 56828000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 49168 53155000 PRN SHARED 53155000 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 3382 3657000 PRN SHARED 02 3657000 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 4128 173265 SH SHARED 173265 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 3 135 SH SHARED 01 135 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1996 83799 SH SHARED 02 83799 D DIAMONDCLUSTER INTL INC COM 25278P10 361 41587 SH SHARED 41587 D DIAMONDCLUSTER INTL INC COM 25278P10 74 8567 SH SHARED 01 4367 4200 D DIAMONDS TR UNIT SER 1 25278710 30731 293715 SH SHARED 293000 715 D DIAMONDS TR UNIT SER 1 25278710 555 5312 SH SHARED 01 2900 2412 D DIAMONDS TR UNIT SER 1 25278710 528 5050 SH SHR/OTHR 01 5050 D DIAMONDS TR UNIT SER 1 25278710 315 3017 SH SHARED 02 3017 D DIAMONDS TR UNIT SER 1 25278710 261 2500 SH SHARED 04 2500 D DICKS SPORTING GOODS INC COM 25339310 1009 30283 SH SHARED 30283 D DICKS SPORTING GOODS INC COM 25339310 1021 30617 SH SHARED 01 30617 D DICKS SPORTING GOODS INC COM 25339310 6 202 SH SHARED 02 202 D DICKS SPORTING GOODS INC COM 25339310 20 600 SH SHARED 10 600 D DIEBOLD INC COM 25365110 861 16300 SH SHARED 16300 D DIEBOLD INC COM 25365110 1811 34268 SH SHARED 34268 D DIEBOLD INC COM 25365110 6781 128270 SH SHARED 01 125080 3190 D DIEBOLD INC COM 25365110 63 1198 SH SHR/OTHR 01 1198 D DIEBOLD INC COM 25365110 1432 27093 SH SHARED 02 27093 D DIEBOLD INC COM 25365110 7058 133500 SH SHARED 10 133500 D DIGENE CORP COM 25375210 728 19946 SH SHARED 19946 D DIGENE CORP COM 25375210 273 7500 SH SHR/OTHR 7500 D DIGENE CORP COM 25375210 4884 133703 SH SHARED 01 129378 4100 225 D DIGENE CORP COM 25375210 123 3375 SH SHR/OTHR 01 3375 D DIGENE CORP COM 25375210 87 2396 SH SHARED 02 2396 D DIGENE CORP COM 25375210 5844 160000 SH SHARED 04 160000 D DIGENE CORP COM 25375210 7653 209500 SH SHARED 10 209500 D DIGENE CORP COM 25375210 94 2600 SH SHARED 14 2600 D DIGI INTL INC COM 25379810 260 24317 SH SHARED 24317 D DIGI INTL INC COM 25379810 8 778 SH SHARED 01 778 D DIGI INTL INC COM 25379810 312 29124 SH SHARED 02 29124 D DIGIMARC CORP COM 25380710 202 15204 SH SHARED 15204 D DIGIMARC CORP COM 25380710 372 27900 SH SHARED 01 27900 D DIGIMARC CORP COM 25380710 0 27 SH SHARED 02 27 D DIGIMARC CORP COM 25380710 363 27200 SH SHARED 10 27200 D DIGIGRAD CORP COM 25382710 398 39700 SH SHR/OTHR 39700 D DIGIGRAD CORP COM 25382710 7121 710000 SH SHARED 04 710000 D DIGIGRAD CORP COM 25382710 32 3200 SH SHARED 14 3200 D DIGITAL ANGEL CORP COM 25383010 0 120 SH SHARED 120 D DIGITAL ANGEL CORP COM 25383010 0 29 SH SHARED 01 29 D DIGITAL IMPACT INC DEL COM 25385G10 26 14197 SH SHARED 14197 D DIGITAL INSIGHT CORP COM 25385P10 746 36288 SH SHARED 36288 D DIGITAL INSIGHT CORP COM 25385P10 1554 75615 SH SHARED 01 75615 D DIGITAL INSIGHT CORP COM 25385P10 2322 112939 SH SHARED 02 112939 D DIGITAL INSIGHT CORP COM 25385P10 411 20000 SH SHARED 04 20000 D DIGITAL INSIGHT CORP COM 25385P10 226 11030 SH SHARED 10 11030 D DIGITAL LIGHTWAVE INC COM 25385510 200 116617 SH SHARED 116617 D DIGITAL LIGHTWAVE INC COM 25385510 6 3729 SH SHARED 01 3729 D DIGITAL RECORDERS INC COM 25386910 31 4500 SH SHARED 4500 D DIGITAL RIV INC COM 25388B10 1027 31480 SH SHARED 31480 D DIGITAL RIV INC COM 25388B10 2646 81100 SH SHARED 01 81100 D DIGITAL RIV INC COM 25388B10 154 4728 SH SHARED 02 4328 400 D DIGITAL RIV INC COM 25388B10 2610 80000 SH SHARED 04 80000 D DIGITAL RIV INC COM 25388B10 91 2800 SH SHARED 10 2800 D DIGITAS INC COM 25388K10 564 51200 SH SHARED 51200 D DIGITAS INC COM 25388K10 13158 1193000 SH SHARED 01 644900 548100 D DIGITAS INC COM 25388K10 0 8 SH SHARED 02 8 D DIGITAS INC COM 25388K10 786 71300 SH SHARED 05 71300 D DIGITALNET HLDGS INC COM 25389B10 115 5700 SH SHARED 5700 D DIGITAL THEATER SYS INC COM 25389G10 496 19025 SH SHARED 19025 D DIGITAL THEATER SYS INC COM 25389G10 8396 321475 SH SHARED 01 280350 7700 33425 D DIGITAL THEATER SYS INC COM 25389G10 34 1318 SH SHR/OTHR 01 1318 D DIGITAL THEATER SYS INC COM 25389G10 744 28500 SH SHARED 05 28500 D DIGITAL THEATER SYS INC COM 25389G10 9640 369100 SH SHARED 10 369100 D DIGITAL GENERATION SYS INC COM 25392110 114 77051 SH SHARED 02 77051 D DIME CMNTY BANCSHARES COM 25392210 737 42175 SH SHARED 42175 D DIME CMNTY BANCSHARES COM 25392210 3935 225136 SH SHARED 01 193411 31725 D DIME CMNTY BANCSHARES COM 25392210 11 675 SH SHR/OTHR 01 675 D DIME CMNTY BANCSHARES COM 25392210 787 45036 SH SHARED 02 45036 D DIME CMNTY BANCSHARES COM 25392210 338 19350 SH SHARED 05 19350 D DIME CMNTY BANCSHARES COM 25392210 56 3247 SH SHARED 10 3247 D DILLARDS INC CL A 25406710 33028 1481120 SH SHARED 1481120 D DILLARDS INC CL A 25406710 1130 50681 SH SHARED 01 50681 D DILLARDS INC CL A 25406710 1470 65963 SH SHARED 02 65963 D DILLARDS INC CL A 25406710 1060 47559 SH SHARED 10 47559 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 93 848919 SH SHARED 848919 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 2 22639 SH SHARED 01 21939 700 D DIMON INC COM 25439410 259 45434 SH SHARED 45434 D DIMON INC COM 25439410 2 466 SH SHARED 01 466 D DIMON INC COM 25439410 4 738 SH SHARED 02 738 D DIODES INC COM 25454310 160 6755 SH SHARED 6755 D DIODES INC COM 25454310 431 18200 SH SHARED 01 18200 D DIODES INC COM 25454310 5 248 SH SHARED 02 248 D DIODES INC COM 25454310 431 18200 SH SHARED 10 18200 D DIONEX CORP COM 25454610 983 17835 SH SHARED 17835 D DIONEX CORP COM 25454610 2457 44540 SH SHARED 01 44540 D DIONEX CORP COM 25454610 17 309 SH SHARED 02 309 D DIONEX CORP COM 25454610 88 1600 SH SHARED 10 1600 D DIRECT GEN CORP COM 25456W20 694 21538 SH SHARED 21538 D DIRECT GEN CORP COM 25456W20 8755 271562 SH SHARED 01 258162 13400 D DIRECT GEN CORP COM 25456W20 12 400 SH SHARED 02 400 D DIRECT GEN CORP COM 25456W20 3694 114600 SH SHARED 10 114600 D DIRECTV GROUP INC COM 25459L10 176 10299 SH SHARED 1820 8479 D DIRECTV GROUP INC COM 25459L10 1907 111564 SH SHARED 01 101486 10078 D DIRECTV GROUP INC COM 25459L10 151 8833 SH SHR/OTHR 01 29 8804 D DIRECTV GROUP INC COM 25459L10 2975 173981 SH SHARED 02 173981 D DIRECTV GROUP INC COM 25459L10 8 475 SH SHARED 05 475 D DIRECTV GROUP INC COM 25459L10 503 29430 SH SHARED 06 28430 1000 D DIRECTV GROUP INC COM 25459L10 377 22100 SH SHARED 10 22100 D DIRECTV GROUP INC COM 25459L10 1576 92166 SH SHARED 14 92166 D DISCOVERY LABORATORIES INC N COM 25466810 427 44600 SH SHARED 44600 D DISCOVERY LABORATORIES INC N COM 25466810 898 93652 SH SHR/OTHR 93652 D DISCOVERY LABORATORIES INC N COM 25466810 818 85300 SH SHARED 01 67200 18100 D DISCOVERY LABORATORIES INC N COM 25466810 879 91745 SH SHARED 02 91745 D DISCOVERY LABORATORIES INC N COM 25466810 1992 207800 SH SHARED 10 207800 D DISCOVERY PARTNERS INTL INC COM 25467510 47 9271 SH SHARED 9271 D DISCOVERY PARTNERS INTL INC COM 25467510 11 2298 SH SHARED 01 2298 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 15008 14000000 PRN SHARED 14000000 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 3216 3000000 PRN SHARED 06 3000000 D DISNEY WALT CO COM DISNEY 25468710 204234 8012332 SH SHARED 7824516 187816 D DISNEY WALT CO COM DISNEY 25468710 127 5000 SH SHR/OTHR 5000 D DISNEY WALT CO COM DISNEY 25468710 27892 1094247 SH SHARED 01 675354 418893 D DISNEY WALT CO COM DISNEY 25468710 10595 415661 SH SHR/OTHR 01 22310 393351 D DISNEY WALT CO COM DISNEY 25468710 58557 2297260 SH SHARED 02 2297260 D DISNEY WALT CO COM DISNEY 25468710 1547 60700 SH SHARED 03 60700 D DISNEY WALT CO COM DISNEY 25468710 183637 7204300 SH SHARED 04 7204300 D DISNEY WALT CO COM DISNEY 25468710 1226 48113 SH SHARED 05 39700 8413 D DISNEY WALT CO COM DISNEY 25468710 4394 172405 SH SHARED 06 168705 3700 D DISNEY WALT CO COM DISNEY 25468710 94 3700 SH SHARED 07 3700 D DISNEY WALT CO COM DISNEY 25468710 26789 1050977 SH SHARED 10 1050977 D DISNEY WALT CO COM DISNEY 25468710 1407 55224 SH SHARED 14 55224 D DISTRIBUTED ENERGY SYS CORP COM 25475V10 0 323 SH SHARED 323 D DISTRIBUTED ENERGY SYS CORP COM 25475V10 0 79 SH SHARED 01 79 D DITECH COMMUNICATIONS CORP COM 25500M10 636 27286 SH SHARED 27286 D DITECH COMMUNICATIONS CORP COM 25500M10 3825 163900 SH SHARED 01 163900 D DITECH COMMUNICATIONS CORP COM 25500M10 100 4308 SH SHARED 02 4308 D DITECH COMMUNICATIONS CORP COM 25500M10 3725 159600 SH SHARED 10 159600 D DIVERSA CORP COM 25506410 232 23000 SH SHARED 23000 D DIVERSA CORP COM 25506410 0 90 SH SHARED 02 90 D DIVERSA CORP COM 25506410 1897 187357 SH SHARED 04 187357 D DIVERSA CORP COM 25506410 31 3100 SH SHARED 14 3100 D DIXIE GROUP INC CL A 25551910 157 13264 SH SHARED 13264 D DIXIE GROUP INC CL A 25551910 39 3289 SH SHARED 01 3289 D DOCUCORP INTL INC COM 25591110 17 2037 SH SHARED 2037 D DOCUCORP INTL INC COM 25591110 64 7404 SH SHARED 01 4404 3000 D DOBSON COMMUNICATIONS CORP CL A 25606910 344 105702 SH SHARED 105702 D DOBSON COMMUNICATIONS CORP CL A 25606910 19 6000 SH SHARED 01 6000 D DOBSON COMMUNICATIONS CORP CL A 25606910 26 8080 SH SHARED 02 8080 D DR REDDYS LABS LTD ADR 25613520 188 10870 SH SHARED 10870 D DR REDDYS LABS LTD ADR 25613520 0 20 SH SHARED 02 20 D DR REDDYS LABS LTD ADR 25613520 2212 127300 SH SHARED 04 127300 D DR REDDYS LABS LTD ADR 25613520 1738 100000 SH SHARED 06 100000 D DR REDDYS LABS LTD ADR 25613520 60 3500 SH SHARED 14 3500 D DOCUMENT SCIENCES CORP COM 25614R10 30 5566 SH SHARED 01 5566 D DOLLAR GEN CORP COM 25666910 26228 1340943 SH SHARED 1340943 D DOLLAR GEN CORP COM 25666910 19951 1020007 SH SHARED 01 331542 688465 D DOLLAR GEN CORP COM 25666910 2921 149378 SH SHARED 02 149378 D DOLLAR GEN CORP COM 25666910 3618 185000 SH SHARED 04 185000 D DOLLAR GEN CORP COM 25666910 12389 633405 SH SHARED 05 420300 213105 D DOLLAR GEN CORP COM 25666910 277 14165 SH SHARED 06 14165 D DOLLAR GEN CORP COM 25666910 706 36100 SH SHARED 07 36100 D DOLLAR GEN CORP COM 25666910 1017 52000 SH SHARED 09 52000 D DOLLAR GEN CORP COM 25666910 36306 1856137 SH SHARED 10 1856137 D DOLLAR GEN CORP COM 25666910 39 2000 SH SHARED 14 2000 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 798 29111 SH SHARED 29111 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 3709 135198 SH SHARED 01 135198 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 1 40 SH SHARED 02 40 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 2771 101000 SH SHARED 10 101000 D DOLLAR TREE STORES INC COM 25674710 14513 529101 SH SHARED 529101 D DOLLAR TREE STORES INC COM 25674710 2721 99226 SH SHARED 01 99226 D DOLLAR TREE STORES INC COM 25674710 1593 58110 SH SHARED 02 58110 D DOLLAR TREE STORES INC COM 25674710 449 16400 SH SHARED 06 16400 D DOMINION HOMES INC COM 25738610 114 4935 SH SHARED 4935 D DOMINION HOMES INC COM 25738610 5 217 SH SHARED 02 217 D DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q10 6 199 SH SHARED 02 199 D DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAP 5703 5675000 PRN SHARED 02 5675000 D DOMINION RES INC VA NEW COM 25746U10 240716 3816051 SH SHARED 3816051 D DOMINION RES INC VA NEW COM 25746U10 9324 147816 SH SHARED 01 114413 33403 D DOMINION RES INC VA NEW COM 25746U10 4187 66388 SH SHR/OTHR 01 13711 52677 D DOMINION RES INC VA NEW COM 25746U10 12303 195048 SH SHARED 02 195048 D DOMINION RES INC VA NEW COM 25746U10 687 10900 SH SHARED 03 10900 D DOMINION RES INC VA NEW COM 25746U10 2144 34000 SH SHARED 04 34000 D DOMINION RES INC VA NEW COM 25746U10 458 7268 SH SHARED 05 6021 1247 D DOMINION RES INC VA NEW COM 25746U10 2981 47270 SH SHARED 06 46370 900 D DOMINION RES INC VA NEW COM 25746U10 63 1000 SH SHARED 07 1000 D DOMINION RES INC VA NEW COM 25746U10 8236 130569 SH SHARED 10 130569 D DOMINION RES INC VA NEW COM 25746U10 132 2100 SH SHARED 14 2100 D DOMTAR INC COM 25756110 4554 351966 SH SHARED 351966 D DOMTAR INC COM 25756110 78 6059 SH SHARED 01 6059 D DOMTAR INC COM 25756110 1805 139548 SH SHARED 02 139548 D DOMTAR INC COM 25756110 9 700 SH SHARED 10 700 D DOMTAR INC COM 25756110 29 2300 SH SHARED 14 2300 D DONALDSON INC COM 25765110 21986 750408 SH SHARED 750408 D DONALDSON INC COM 25765110 796 27200 SH SHARED 01 27200 D DONALDSON INC COM 25765110 1307 44617 SH SHARED 02 44617 D DONEGAL GROUP INC CL A 25770120 118 5900 SH SHARED 5900 D DONEGAL GROUP INC CL A 25770120 5312 265500 SH SHARED 01 230200 35300 D DONEGAL GROUP INC CL A 25770120 606 30300 SH SHARED 05 30300 D DONNELLEY R R & SONS CO COM 25786710 564 17100 SH SHARED 17100 D DONNELLEY R R & SONS CO COM 25786710 16229 491500 SH SHARED 491500 D DONNELLEY R R & SONS CO COM 25786710 660 20000 SH SHR/OTHR 20000 D DONNELLEY R R & SONS CO COM 25786710 1131 34279 SH SHARED 01 23479 10800 D DONNELLEY R R & SONS CO COM 25786710 381 11566 SH SHR/OTHR 01 11566 D DONNELLEY R R & SONS CO COM 25786710 4744 143691 SH SHARED 02 143691 D DONNELLEY R R & SONS CO COM 25786710 22 680 SH SHARED 05 200 480 D DONNELLEY R R & SONS CO COM 25786710 62 1900 SH SHARED 06 1900 D DONNELLEY R R & SONS CO COM 25786710 3185 96467 SH SHARED 10 96467 D DONNELLEY R R & SONS CO COM 25786710 49 1500 SH SHARED 14 1500 D DORAL FINL CORP COM 25811P10 210 6100 SH SHARED 6100 D DORAL FINL CORP COM 25811P10 15756 456700 SH SHARED 456700 D DORAL FINL CORP COM 25811P10 2179 63187 SH SHARED 01 61687 1500 D DORAL FINL CORP COM 25811P10 2282 66165 SH SHARED 02 66165 D DOT HILL SYS CORP COM 25848T10 2589 230974 SH SHARED 230974 D DOT HILL SYS CORP COM 25848T10 41 3726 SH SHARED 01 3726 D DOT HILL SYS CORP COM 25848T10 0 40 SH SHARED 02 40 D DOUBLECLICK INC NOTE 7/1 258609AE 2399 2660000 PRN SHARED 02 2660000 D DOUBLECLICK INC COM 25860930 5239 674260 SH SHARED 674260 D DOUBLECLICK INC COM 25860930 662 85315 SH SHARED 01 85315 D DOUBLECLICK INC COM 25860930 5 668 SH SHARED 02 668 D DOV PHARMACEUTICAL INC COM 25985810 4379 313700 SH SHARED 313700 D DOV PHARMACEUTICAL INC COM 25985810 1444 103448 SH SHR/OTHR 103448 D DOV PHARMACEUTICAL INC COM 25985810 87 6299 SH SHARED 02 6299 D DOV PHARMACEUTICAL INC COM 25985810 8382 600492 SH SHARED 04 600492 D DOV PHARMACEUTICAL INC COM 25985810 300 21500 SH SHARED 06 21500 D DOV PHARMACEUTICAL INC COM 25985810 300 21500 SH SHARED 10 21500 D DOV PHARMACEUTICAL INC COM 25985810 69 5000 SH SHARED 14 5000 D DOVER CORP COM 26000310 43918 1043193 SH SHARED 1042593 600 D DOVER CORP COM 26000310 20189 479571 SH SHARED 01 81645 397926 D DOVER CORP COM 26000310 1796 42670 SH SHR/OTHR 01 42670 D DOVER CORP COM 26000310 6035 143363 SH SHARED 02 143363 D DOVER CORP COM 26000310 7754 184200 SH SHARED 03 184200 D DOVER CORP COM 26000310 3001 71290 SH SHARED 05 61100 10190 D DOVER CORP COM 26000310 117 2800 SH SHARED 06 1800 1000 D DOVER CORP COM 26000310 3299 78363 SH SHARED 10 78363 D DOVER CORP COM 26000310 67 1600 SH SHARED 14 1600 D DOVER DOWNS GAMING & ENTMT I COM 26009510 109 9700 SH SHARED 9700 D DOVER DOWNS GAMING & ENTMT I COM 26009510 0 12 SH SHARED 02 12 D DOVER MOTORSPORTS INC COM 26017410 75 18949 SH SHARED 18949 D DOVER MOTORSPORTS INC COM 26017410 3 978 SH SHARED 01 978 D DOVER MOTORSPORTS INC COM 26017410 2 704 SH SHARED 02 704 D DOW CHEM CO COM 26054310 47 1170 SH SHARED 1170 D DOW CHEM CO COM 26054310 649822 15966144 SH SHARED 15894656 71488 D DOW CHEM CO COM 26054310 43571 1070551 SH SHARED 01 691830 378721 D DOW CHEM CO COM 26054310 5613 137928 SH SHR/OTHR 01 11616 126312 D DOW CHEM CO COM 26054310 20519 504163 SH SHARED 02 504163 D DOW CHEM CO COM 26054310 14439 354780 SH SHARED 03 354780 D DOW CHEM CO COM 26054310 6598 162136 SH SHARED 05 93615 68521 D DOW CHEM CO COM 26054310 861 21165 SH SHARED 06 19265 1900 D DOW CHEM CO COM 26054310 500 12300 SH SHARED 07 12300 D DOW CHEM CO COM 26054310 34467 846860 SH SHARED 10 846860 D DOW CHEM CO COM 26054310 276 6790 SH SHARED 14 6790 D DOW JONES & CO INC COM 26056110 20194 447773 SH SHARED 447773 D DOW JONES & CO INC COM 26056110 679 15068 SH SHARED 01 15068 D DOW JONES & CO INC COM 26056110 36 800 SH SHR/OTHR 01 800 D DOW JONES & CO INC COM 26056110 1603 35560 SH SHARED 02 35560 D DOW JONES & CO INC COM 26056110 33 745 SH SHARED 05 745 D DOW JONES & CO INC COM 26056110 18 400 SH SHARED 06 400 D DOW JONES & CO INC COM 26056110 1404 31151 SH SHARED 10 31151 D DOW JONES & CO INC COM 26056110 49 1100 SH SHARED 14 1100 D DOWNEY FINL CORP COM 26101810 165 3100 SH SHARED 3100 D DOWNEY FINL CORP COM 26101810 1105 20760 SH SHARED 20760 D DOWNEY FINL CORP COM 26101810 1853 34800 SH SHARED 01 34800 D DOWNEY FINL CORP COM 26101810 11 215 SH SHARED 02 215 D DOWNEY FINL CORP COM 26101810 899 16900 SH SHARED 10 16900 D DRESS BARN INC COM 26157010 596 34826 SH SHARED 34826 D DRESS BARN INC COM 26157010 87 5123 SH SHARED 01 5123 D DRESS BARN INC COM 26157010 272 15895 SH SHARED 02 15895 D DRESS BARN INC COM 26157010 4276 249800 SH SHARED 10 249800 D DREW INDS INC COM NEW 26168L20 461 11348 SH SHARED 11348 D DREW INDS INC COM NEW 26168L20 409 10052 SH SHARED 01 10052 D DREW INDS INC COM NEW 26168L20 28 700 SH SHARED 10 700 D DREXLER TECHNOLOGY CORP COM 26187610 857 64322 SH SHARED 64322 D DREXLER TECHNOLOGY CORP COM 26187610 163 12279 SH SHARED 01 12279 D DREXLER TECHNOLOGY CORP COM 26187610 23 1738 SH SHARED 02 1738 D DREYERS GRAND ICE CREAM HL I COM A CALL PUT 26187710 3590 45445 SH SHARED 45445 D DREYERS GRAND ICE CREAM HL I COM A CALL PUT 26187710 59 758 SH SHARED 01 758 D DREYERS GRAND ICE CREAM HL I COM A CALL PUT 26187710 6 79 SH SHARED 02 79 D DREYFUS STRATEGIC MUNS INC COM 26193210 126 15500 SH SHARED 01 15500 D DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S10 127 27855 SH SHARED 27855 D DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S10 30 6735 SH SHARED 01 6735 D DRIL-QUIP INC COM 26203710 121 6508 SH SHARED 6508 D DRIL-QUIP INC COM 26203710 1 69 SH SHARED 01 69 D DRIL-QUIP INC COM 26203710 14 795 SH SHARED 02 795 D DRUGSTORE COM INC COM 26224110 336 97047 SH SHARED 97047 D DRUGSTORE COM INC COM 26224110 148 42800 SH SHARED 01 42800 D DRUGSTORE COM INC COM 26224110 0 36 SH SHARED 02 36 D DRUGSTORE COM INC COM 26224110 90 26100 SH SHARED 10 26100 D DSL NET INC COM 26250610 9 29200 SH SHARED 29200 D DU PONT E I DE NEMOURS & CO COM 26353410 214619 4831595 SH SHARED 4780785 50810 D DU PONT E I DE NEMOURS & CO COM 26353410 56682 1276068 SH SHARED 01 558175 717893 D DU PONT E I DE NEMOURS & CO COM 26353410 12893 290256 SH SHR/OTHR 01 31466 258790 D DU PONT E I DE NEMOURS & CO COM 26353410 24898 560535 SH SHARED 02 560535 D DU PONT E I DE NEMOURS & CO COM 26353410 2549 57400 SH SHARED 03 57400 D DU PONT E I DE NEMOURS & CO COM 26353410 20208 454936 SH SHARED 05 283699 171237 D DU PONT E I DE NEMOURS & CO COM 26353410 1033 23274 SH SHARED 06 21574 1700 D DU PONT E I DE NEMOURS & CO COM 26353410 919 20702 SH SHARED 07 20702 D DU PONT E I DE NEMOURS & CO COM 26353410 1337 30100 SH SHARED 09 30100 D DU PONT E I DE NEMOURS & CO COM 26353410 52307 1177574 SH SHARED 10 1177574 D DU PONT E I DE NEMOURS & CO COM 26353410 326 7351 SH SHARED 14 7351 D DUANE READE INC NOTE 2.148% 4/1 263578AC 2568 4563000 PRN SHARED 4563000 D DUANE READE INC COM 26357810 1529 93652 SH SHARED 93652 D DUANE READE INC COM 26357810 126 7757 SH SHARED 01 7757 D DUANE READE INC COM 26357810 10 624 SH SHARED 02 624 D DUCOMMUN INC DEL COM 26414710 300 14052 SH SHARED 14052 D DUCOMMUN INC DEL COM 26414710 37 1748 SH SHARED 01 1748 D DUCOMMUN INC DEL COM 26414710 1 85 SH SHARED 02 85 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 9 9400 PRN SHARED 01 9400 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 3222 3200000 PRN SHARED 06 3200000 D DUKE ENERGY CORP COM 26439910 166512 8206625 SH SHARED 8164225 42400 D DUKE ENERGY CORP COM 26439910 7983 393490 SH SHARED 01 179401 214089 D DUKE ENERGY CORP COM 26439910 1487 73305 SH SHR/OTHR 01 700 72605 D DUKE ENERGY CORP COM 26439910 11153 549688 SH SHARED 02 549688 D DUKE ENERGY CORP COM 26439910 1505 74200 SH SHARED 03 74200 D DUKE ENERGY CORP COM 26439910 2231 110000 SH SHARED 04 110000 D DUKE ENERGY CORP COM 26439910 460 22705 SH SHARED 05 18500 4205 D DUKE ENERGY CORP COM 26439910 333 16430 SH SHARED 06 14830 1600 D DUKE ENERGY CORP COM 26439910 7230 356351 SH SHARED 10 356351 D DUKE ENERGY CORP COM 26439910 128 6314 SH SHARED 14 6314 D DUKE REALTY CORP COM NEW 26441150 11 376 SH SHARED 376 D DUKE REALTY CORP COM NEW 26441150 6665 209526 SH SHARED 01 146376 63150 D DUKE REALTY CORP COM NEW 26441150 190 6000 SH SHR/OTHR 01 6000 D DUKE REALTY CORP COM NEW 26441150 455 14318 SH SHARED 02 14318 D DUKE REALTY CORP COM NEW 26441150 17842 560900 SH SHARED 10 560900 D DUKE REALTY CORP COM NEW 26441150 61918 1946501 SH SHARED 11 1946501 D DUN & BRADSTREET CORP DEL NE COM 26483E10 3716 68938 SH SHARED 68938 D DUN & BRADSTREET CORP DEL NE COM 26483E10 5837 108279 SH SHARED 01 99337 8942 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2805 52042 SH SHR/OTHR 01 800 51242 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2565 47582 SH SHARED 02 47582 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2690 49900 SH SHARED 10 49900 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 30 3300 SH SHARED 3300 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 510 55765 SH SHARED 55765 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 562 61501 SH SHARED 01 61501 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 664 72604 SH SHARED 02 72604 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 448 49000 SH SHARED 10 49000 D DUPONT PHOTOMASKS INC NOTE 7/2 26613XAC 25263 25596000 PRN SHARED 25596000 D DUPONT PHOTOMASKS INC NOTE 7/2 26613XAC 19 20000 PRN SHARED 02 20000 D DUPONT PHOTOMASKS INC NOTE 1.250% 5/1 26613XAE 514 500000 PRN SHARED 02 500000 D DUPONT PHOTOMASKS INC COM 26613X10 1239 60983 SH SHARED 60983 D DUPONT PHOTOMASKS INC COM 26613X10 230 11353 SH SHARED 01 10928 425 D DUPONT PHOTOMASKS INC COM 26613X10 22 1124 SH SHR/OTHR 01 1124 D DUPONT PHOTOMASKS INC COM 26613X10 10 516 SH SHARED 02 516 D DUQUESNE LT HLDGS INC COM 26623310 9891 512262 SH SHARED 512262 D DUQUESNE LT HLDGS INC COM 26623310 442 22896 SH SHARED 01 22709 187 D DUQUESNE LT HLDGS INC COM 26623310 14 750 SH SHR/OTHR 01 750 D DUQUESNE LT HLDGS INC COM 26623310 354 18334 SH SHARED 02 18334 D DURATEK INC COM 26658Q10 271 17957 SH SHARED 17957 D DURATEK INC COM 26658Q10 30 2047 SH SHARED 01 2047 D DURATEK INC COM 26658Q10 0 12 SH SHARED 02 12 D DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 26659730 0 8 SH SHARED 8 D DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 26659730 37 15000 SH SHARED 01 15000 D DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 26659730 20 8300 SH SHARED 02 8300 D DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 26659730 447 177500 SH SHARED 04 177500 D DURECT CORP NOTE 6.250% 6/1 266605AB 715 575000 PRN SHARED 575000 D DURECT CORP COM 26660510 231 66900 SH SHARED 66900 D DURECT CORP COM 26660510 11 3336 SH SHARED 02 3336 D DUSA PHARMACEUTICALS INC COM 26689810 136 14400 SH SHARED 14400 D DYAX CORP COM 26746E10 293 25000 SH SHARED 25000 D DYAX CORP COM 26746E10 274 23372 SH SHR/OTHR 23372 D DYAX CORP COM 26746E10 912 77700 SH SHARED 01 60200 17500 D DYAX CORP COM 26746E10 5528 470500 SH SHARED 04 470500 D DYAX CORP COM 26746E10 235 20000 SH SHARED 06 20000 D DYAX CORP COM 26746E10 2632 224000 SH SHARED 10 224000 D DYAX CORP COM 26746E10 49 4200 SH SHARED 14 4200 D DYCOM INDS INC COM 26747510 4398 157085 SH SHARED 157085 D DYCOM INDS INC COM 26747510 994 35500 SH SHARED 01 35500 D DYCOM INDS INC COM 26747510 4570 163225 SH SHARED 02 163225 D DYCOM INDS INC COM 26747510 540 19315 SH SHARED 10 19315 D DYNAMEX INC COM 26784F10 140 10131 SH SHARED 10131 D DYNAMEX INC COM 26784F10 34 2512 SH SHARED 01 2512 D DYNAMICS RESH CORP COM 26805710 6 366 SH SHARED 366 D DYNAMICS RESH CORP COM 26805710 1 89 SH SHARED 01 89 D DYNAVAX TECHNOLOGIES CORP COM 26815810 45 6800 SH SHARED 6800 D DYNEGY INC NEW CL A 26816Q10 5199 1220428 SH SHARED 1220428 D DYNEGY INC NEW CL A 26816Q10 828 194500 SH SHARED 01 194500 D DYNEGY INC NEW CL A 26816Q10 1065 250125 SH SHARED 02 250125 D DYNEGY INC NEW CL A 26816Q10 4 1155 SH SHARED 05 1155 D DYNEGY INC NEW CL A 26816Q10 645 151454 SH SHARED 10 151454 D DYNEX CAP INC COM NEW 26817Q50 4 702 SH SHARED 702 D ECI TELECOM LTD ORD 26825810 77 11408 SH SHARED 11408 D EDP-ELECTRICIDADE DE PORTUGA SPONSORED ADR 26835310 6 244 SH SHARED 01 244 D EGL INC COM 26848410 1189 44730 SH SHARED 44730 D EGL INC COM 26848410 737 27714 SH SHARED 01 27714 D EGL INC COM 26848410 2440 91736 SH SHARED 02 91736 D E-LOAN INC COM 26861P10 138 51289 SH SHARED 51289 D E-LOAN INC COM 26861P10 43 16274 SH SHARED 01 16274 D E-LOAN INC COM 26861P10 178 66127 SH SHARED 02 66127 D E M C CORP MASS COM 26864810 169300 14850908 SH SHARED 13900133 950775 D E M C CORP MASS COM 26864810 123014 10790741 SH SHARED 01 6925872 53300 3811569 D E M C CORP MASS COM 26864810 3670 321947 SH SHR/OTHR 01 22940 299007 D E M C CORP MASS COM 26864810 15101 1324708 SH SHARED 02 1324708 D E M C CORP MASS COM 26864810 860 75500 SH SHARED 03 75500 D E M C CORP MASS COM 26864810 142021 12458000 SH SHARED 04 12458000 D E M C CORP MASS COM 26864810 69702 6114268 SH SHARED 05 4420172 1694096 D E M C CORP MASS COM 26864810 20159 1768376 SH SHARED 06 1063376 705000 D E M C CORP MASS COM 26864810 1980 173693 SH SHARED 07 173693 D E M C CORP MASS COM 26864810 1931 169400 SH SHARED 09 169400 D E M C CORP MASS COM 26864810 241039 21143831 SH SHARED 10 21143831 D E M C CORP MASS COM 26864810 990 86861 SH SHARED 14 86861 D EMC INS GROUP INC COM 26866410 52 2200 SH SHARED 2200 D EMC INS GROUP INC COM 26866410 16 682 SH SHARED 02 682 D EMS TECHNOLOGIES INC COM 26873N10 390 20113 SH SHARED 20113 D EMS TECHNOLOGIES INC COM 26873N10 44 2284 SH SHARED 02 2284 D EMS TECHNOLOGIES INC COM 26873N10 45 2350 SH SHARED 10 2350 D ENSCO INTL INC COM 26874Q10 7178 246687 SH SHARED 246687 D ENSCO INTL INC COM 26874Q10 1640 56384 SH SHARED 01 54600 1784 D ENSCO INTL INC COM 26874Q10 46 1600 SH SHR/OTHR 01 1600 D ENSCO INTL INC COM 26874Q10 3055 105009 SH SHARED 02 105009 D ENSCO INTL INC COM 26874Q10 212 7300 SH SHARED 05 7300 D ENSCO INTL INC COM 26874Q10 43 1500 SH SHARED 06 1500 D ENI S P A SPONSORED ADR 26874R10 158816 1582787 SH SHARED 1577587 5200 D ENI S P A SPONSORED ADR 26874R10 1252 12486 SH SHARED 01 1780 10706 D ENI S P A SPONSORED ADR 26874R10 455 4540 SH SHARED 02 4540 D EOG RES INC COM 26875P10 71 1200 SH SHARED 1200 D EOG RES INC COM 26875P10 29587 495514 SH SHARED 488114 7400 D EOG RES INC COM 26875P10 26121 437465 SH SHARED 01 294010 143455 D EOG RES INC COM 26875P10 7171 120102 SH SHARED 02 120102 D EOG RES INC COM 26875P10 477 8000 SH SHARED 04 8000 D EOG RES INC COM 26875P10 59 1000 SH SHARED 06 1000 D EOG RES INC COM 26875P10 93575 1567164 SH SHARED 10 1567164 D EOG RES INC COM 26875P10 50 839 SH SHARED 14 839 D E ON AG SPONSORED ADR 26878010 23486 324000 SH SHARED 324000 D E ON AG SPONSORED ADR 26878010 1461 20164 SH SHARED 01 20164 D E ON AG SPONSORED ADR 26878010 2834 39100 SH SHARED 02 39100 D EPIX MEDICAL INC COM 26881Q10 505 23954 SH SHARED 23954 D EPIX MEDICAL INC COM 26881Q10 11 531 SH SHARED 01 531 D EPIX MEDICAL INC COM 26881Q10 31 1486 SH SHARED 02 1486 D EPIX MEDICAL INC COM 26881Q10 4789 227000 SH SHARED 04 227000 D EPIX MEDICAL INC COM 26881Q10 147 7000 SH SHARED 06 7000 D EPIX MEDICAL INC COM 26881Q10 147 7000 SH SHARED 10 7000 D EPIX MEDICAL INC COM 26881Q10 29 1400 SH SHARED 14 1400 D E PIPHANY INC COM 26881V10 767 158990 SH SHARED 158990 D E PIPHANY INC COM 26881V10 273 56584 SH SHARED 01 56584 D E PIPHANY INC COM 26881V10 3 733 SH SHARED 02 733 D E PIPHANY INC COM 26881V10 85 17600 SH SHARED 10 17600 D EPIQ SYS INC COM 26882D10 192 13283 SH SHARED 13283 D EPIQ SYS INC COM 26882D10 7 500 SH SHARED 01 500 D EPIQ SYS INC COM 26882D10 0 36 SH SHARED 02 36 D ESB FINL CORP COM 26884F10 133 10620 SH SHARED 02 10620 D ESS TECHNOLOGY INC COM 26915110 11969 1117645 SH SHARED 1117645 D ESS TECHNOLOGY INC COM 26915110 2078 194036 SH SHARED 01 194036 D ESS TECHNOLOGY INC COM 26915110 947 88429 SH SHARED 02 88429 D ESS TECHNOLOGY INC COM 26915110 596 55670 SH SHARED 10 55670 D E TRADE FINANCIAL CORP NOTE 6.000% 2/0 269246AB 5626 5500000 PRN SHARED 5500000 D E TRADE FINANCIAL CORP NOTE 6.000% 2/0 269246AB 6173 6035000 PRN SHARED 02 6035000 D E TRADE FINANCIAL CORP NOTE 6.750% 5/1 269246AD 7 7329 PRN SHARED 01 7329 D E TRADE FINANCIAL CORP COM 26924610 12057 1081386 SH SHARED 1081386 D E TRADE FINANCIAL CORP COM 26924610 6044 542142 SH SHARED 01 542142 D E TRADE FINANCIAL CORP COM 26924610 10138 909276 SH SHARED 02 909276 D E TRADE FINANCIAL CORP COM 26924610 11604 1040800 SH SHARED 04 1040800 D E TRADE FINANCIAL CORP COM 26924610 1912 171481 SH SHARED 10 171481 D E Z EM INC COM NEW 26930540 113 6200 SH SHARED 6200 D EAGLE BROADBAND INC COM 26943710 180 182501 SH SHARED 182501 D EAGLE MATERIALS INC COM 26969P10 2055 28945 SH SHARED 28945 D EAGLE MATERIALS INC COM 26969P10 2465 34709 SH SHARED 01 34708 1 D EAGLE MATERIALS INC COM 26969P10 0 12 SH SHARED 02 12 D EAGLE MATERIALS INC COM 26969P10 1377 19400 SH SHARED 10 19400 D EAGLE MATERIALS INC COM 26969P10 2 38 SH SHARED 14 38 D EAGLE MATERIALS INC CL B 26969P20 1533 22145 SH SHARED 22145 D EAGLE MATERIALS INC CL B 26969P20 31 449 SH SHARED 01 445 4 D EAGLE MATERIALS INC CL B 26969P20 5 77 SH SHARED 02 77 D EAGLE MATERIALS INC CL B 26969P20 8 128 SH SHARED 14 128 D EARTHLINK INC COM 27032110 1972 190609 SH SHARED 190609 D EARTHLINK INC COM 27032110 3093 298875 SH SHARED 01 298875 D EARTHLINK INC COM 27032110 98 9547 SH SHARED 02 9547 D EARTHLINK INC COM 27032110 2587 250000 SH SHARED 04 250000 D EARTHLINK INC COM 27032110 2248 217225 SH SHARED 10 217225 D EAST WEST BANCORP INC COM 27579R10 1610 52462 SH SHARED 52462 D EAST WEST BANCORP INC COM 27579R10 6133 199800 SH SHARED 01 199800 D EAST WEST BANCORP INC COM 27579R10 570 18588 SH SHARED 02 18588 D EAST WEST BANCORP INC COM 27579R10 1485 48400 SH SHARED 10 48400 D EASTERN VA BANKSHARES INC COM 27719610 134 6860 SH SHARED 02 6860 D EASTGROUP PPTY INC COM 27727610 673 20000 SH SHARED 20000 D EASTGROUP PPTY INC COM 27727610 6 194 SH SHARED 02 194 D EASTGROUP PPTY INC COM 27727610 4717 140100 SH SHARED 10 140100 D EASTGROUP PPTY INC COM 27727610 17565 521700 SH SHARED 11 521700 D EASTMAN CHEM CO COM 27743210 522 11300 SH SHARED 11300 D EASTMAN CHEM CO COM 27743210 29132 630165 SH SHARED 630165 D EASTMAN CHEM CO COM 27743210 633 13707 SH SHARED 01 13524 183 D EASTMAN CHEM CO COM 27743210 16 356 SH SHR/OTHR 01 356 D EASTMAN CHEM CO COM 27743210 2067 44725 SH SHARED 02 44725 D EASTMAN CHEM CO COM 27743210 190 4115 SH SHARED 05 4115 D EASTMAN CHEM CO COM 27743210 2151 46535 SH SHARED 10 46535 D EASTMAN KODAK CO NOTE 3.375%10/1 277461BE 0 146 PRN SHARED 01 146 D EASTMAN KODAK CO COM 27746110 553 20500 SH SHARED 20500 D EASTMAN KODAK CO COM 27746110 50161 1859220 SH SHARED 1857820 1400 D EASTMAN KODAK CO COM 27746110 11859 439564 SH SHARED 01 438126 1438 D EASTMAN KODAK CO COM 27746110 312 11600 SH SHR/OTHR 01 3645 7955 D EASTMAN KODAK CO COM 27746110 5408 200451 SH SHARED 02 200451 D EASTMAN KODAK CO COM 27746110 406 15053 SH SHARED 05 300 14753 D EASTMAN KODAK CO COM 27746110 83 3100 SH SHARED 06 2600 500 D EASTMAN KODAK CO COM 27746110 7913 293310 SH SHARED 10 293310 D EASTMAN KODAK CO COM 27746110 97 3602 SH SHARED 14 3602 D EATON CORP COM 27805810 26041 402255 SH SHARED 402255 D EATON CORP COM 27805810 6312 97504 SH SHARED 01 95844 1660 D EATON CORP COM 27805810 4974 76838 SH SHARED 02 76838 D EATON CORP COM 27805810 58 910 SH SHARED 05 910 D EATON CORP COM 27805810 116 1800 SH SHARED 06 1100 700 D EATON CORP COM 27805810 6267 96808 SH SHARED 10 96808 D EATON CORP COM 27805810 103 1600 SH SHARED 14 1600 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 141 10000 SH SHARED 01 10000 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 42 3000 SH SHR/OTHR 01 3000 D EATON VANCE SR INCOME TR SH BEN INT 27826S10 15 1603 SH SHARED 1603 D EATON VANCE SR INCOME TR SH BEN INT 27826S10 3 397 SH SHARED 01 397 D EATON VANCE CORP COM NON VTG 27826510 982 25700 SH SHARED 25700 D EATON VANCE CORP COM NON VTG 27826510 989 25900 SH SHARED 01 25900 D EATON VANCE CORP COM NON VTG 27826510 962 25202 SH SHARED 02 25202 D EATON VANCE INS MUN BD FD COM 27827X10 249 19533 SH SHARED 19533 D EATON VANCE INS CA MUN BD FD COM 27828A10 31 2466 SH SHARED 2466 D EBAY INC COM 27864210 247868 2695684 SH SHARED 2675298 20386 D EBAY INC COM 27864210 119619 1300918 SH SHARED 01 1253265 3700 43953 D EBAY INC COM 27864210 78 858 SH SHR/OTHR 01 858 D EBAY INC COM 27864210 44051 479085 SH SHARED 02 479085 D EBAY INC COM 27864210 8293 90200 SH SHARED 03 90200 D EBAY INC COM 27864210 52595 572000 SH SHARED 04 572000 D EBAY INC COM 27864210 8679 94395 SH SHARED 05 77820 16575 D EBAY INC COM 27864210 6116 66524 SH SHARED 06 65774 750 D EBAY INC COM 27864210 119 1300 SH SHARED 07 1300 D EBAY INC COM 27864210 168191 1829167 SH SHARED 10 1829167 D EBAY INC COM 27864210 2759 30014 SH SHARED 14 30014 D EBOOKERS PLC SPONSORED ADR 27872510 598 60500 SH SHARED 60500 D ECHELON CORP COM 27874N10 320 28608 SH SHARED 28608 D ECHELON CORP COM 27874N10 436 39048 SH SHARED 01 39048 D ECHELON CORP COM 27874N10 22 2000 SH SHR/OTHR 01 2000 D ECHELON CORP COM 27874N10 0 24 SH SHARED 02 24 D ECHELON CORP COM 27874N10 14 1300 SH SHARED 10 1300 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 257 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 4058 3948000 PRN SHARED 02 3948000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 18272 594218 SH SHARED 591718 2500 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 677 22017 SH SHARED 01 21717 300 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 2122 69012 SH SHARED 02 69012 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 1122 36500 SH SHARED 06 36500 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 4323 140600 SH SHARED 10 140600 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 54 1775 SH SHARED 14 1775 D ECLIPSYS CORP COM 27885610 3489 228687 SH SHARED 228687 D ECLIPSYS CORP COM 27885610 8400 550491 SH SHARED 550491 D ECLIPSYS CORP COM 27885610 82 5432 SH SHARED 02 5432 D ECLIPSYS CORP COM 27885610 32 2100 SH SHARED 10 2100 D ECOLAB INC COM 27886510 29126 918821 SH SHARED 918821 D ECOLAB INC COM 27886510 21180 668140 SH SHARED 01 339690 328450 D ECOLAB INC COM 27886510 1494 47135 SH SHR/OTHR 01 300 46835 D ECOLAB INC COM 27886510 3790 119584 SH SHARED 02 119584 D ECOLAB INC COM 27886510 53 1692 SH SHARED 05 1692 D ECOLAB INC COM 27886510 57 1800 SH SHARED 06 1800 D ECOLAB INC COM 27886510 53545 1689130 SH SHARED 10 1689130 D ECOLAB INC COM 27886510 60 1921 SH SHARED 14 1921 D ECOLLEGE COM COM 27887E10 389 24333 SH SHARED 24333 D ECOLLEGE COM COM 27887E10 1887 117939 SH SHARED 01 117939 D ECOLLEGE COM COM 27887E10 25 1577 SH SHARED 02 1577 D ECOLLEGE COM COM 27887E10 126 7900 SH SHARED 10 7900 D EDGE PETE CORP DEL COM 27986210 228 13443 SH SHARED 13443 D EDGE PETE CORP DEL COM 27986210 30 1796 SH SHARED 02 1796 D EDIETS COM INC COM 28059710 38 13252 SH SHARED 02 13252 D EDISON INTL COM 28102010 1424 55700 SH SHARED 55700 D EDISON INTL COM 28102010 44350 1734475 SH SHARED 1734475 D EDISON INTL COM 28102010 1345 52601 SH SHARED 01 42501 10100 D EDISON INTL COM 28102010 227 8900 SH SHR/OTHR 01 8900 D EDISON INTL COM 28102010 6544 255961 SH SHARED 02 255961 D EDISON INTL COM 28102010 43 1686 SH SHARED 05 300 1386 D EDISON INTL COM 28102010 122 4781 SH SHARED 06 3781 1000 D EDISON INTL COM 28102010 3691 144379 SH SHARED 10 144379 D EDISON INTL COM 28102010 102 4000 SH SHARED 14 4000 D EDO CORP COM 28134710 543 22532 SH SHARED 22532 D EDO CORP COM 28134710 2853 118315 SH SHARED 01 102915 15400 D EDO CORP COM 28134710 84 3495 SH SHARED 02 3495 D EDO CORP COM 28134710 320 13300 SH SHARED 05 13300 D EDUCATION MGMT CORP COM 28139T10 3127 95181 SH SHARED 95181 D EDUCATION MGMT CORP COM 28139T10 3843 116977 SH SHARED 01 116777 200 D EDUCATION MGMT CORP COM 28139T10 894 27234 SH SHARED 02 27234 D EDUCATION MGMT CORP COM 28139T10 841 25600 SH SHARED 10 25600 D EDUCATION LENDING GROUP INC COM 28140A10 213 12000 SH SHARED 12000 D EDUCATION LENDING GROUP INC COM 28140A10 7664 431800 SH SHARED 01 376000 55800 D EDUCATION LENDING GROUP INC COM 28140A10 14 799 SH SHARED 02 799 D EDUCATION LENDING GROUP INC COM 28140A10 850 47900 SH SHARED 05 47900 D EDUCATION LENDING GROUP INC COM 28140A10 42 2400 SH SHARED 10 2400 D EDWARDS LIFESCIENCES CORP DBCV 3.875% 5/1 28176EAB 5 5250 PRN SHARED 01 5250 D EDWARDS LIFESCIENCES CORP COM 28176E10 1049 30108 SH SHARED 30108 D EDWARDS LIFESCIENCES CORP COM 28176E10 17890 513343 SH SHARED 01 489858 23485 D EDWARDS LIFESCIENCES CORP COM 28176E10 453 13012 SH SHR/OTHR 01 13012 D EDWARDS LIFESCIENCES CORP COM 28176E10 783 22480 SH SHARED 02 22480 D EDWARDS LIFESCIENCES CORP COM 28176E10 3896 111815 SH SHARED 10 111815 D EDWARDS AG INC COM 28176010 76 2250 SH SHARED 2250 D EDWARDS AG INC COM 28176010 2985 87730 SH SHARED 87730 D EDWARDS AG INC COM 28176010 900 26452 SH SHARED 01 26452 D EDWARDS AG INC COM 28176010 1461 42935 SH SHARED 02 42935 D EFUNDS CORP COM 28224R10 36 2095 SH SHARED 2095 D EFUNDS CORP COM 28224R10 805 46054 SH SHARED 46054 D EFUNDS CORP COM 28224R10 4046 231223 SH SHARED 01 230257 966 D EFUNDS CORP COM 28224R10 492 28143 SH SHARED 02 28143 D EFUNDS CORP COM 28224R10 3547 202700 SH SHARED 10 202700 D 8X8 INC NEW COM 28291410 297 132360 SH SHARED 132360 D 8X8 INC NEW COM 28291410 58 26020 SH SHARED 01 26020 D 8X8 INC NEW COM 28291410 505 224780 SH SHARED 02 224780 D EL PASO CORP DBCV 2/2 28336LAC 17752 37139000 PRN SHARED 37139000 D EL PASO CORP COM 28336L10 17788 2257465 SH SHARED 2257465 D EL PASO CORP COM 28336L10 1165 147900 SH SHARED 01 135566 12334 D EL PASO CORP COM 28336L10 190 24195 SH SHR/OTHR 01 24195 D EL PASO CORP COM 28336L10 8263 1048725 SH SHARED 02 1048725 D EL PASO CORP COM 28336L10 1103 140000 SH SHARED 04 140000 D EL PASO CORP COM 28336L10 5471 694291 SH SHARED 05 585592 108699 D EL PASO CORP COM 28336L10 57 7300 SH SHARED 06 4700 2600 D EL PASO CORP COM 28336L10 22 2900 SH SHARED 07 2900 D EL PASO CORP COM 28336L10 57262 7266858 SH SHARED 10 7266858 D EL PASO CORP COM 28336L10 33 4200 SH SHARED 14 4200 D EL PASO ELEC CO COM NEW 28367785 61 4000 SH SHARED 4000 D EL PASO ELEC CO COM NEW 28367785 38238 2476600 SH SHARED 2476600 D EL PASO ELEC CO COM NEW 28367785 200 12973 SH SHARED 02 12973 D ELAN PLC ADR 28413120 130550 5276904 SH SHARED 5276904 D ELAN PLC ADR 28413120 930 37600 SH SHR/OTHR 37600 D ELAN PLC ADR 28413120 2080 84100 SH SHARED 01 39800 10900 33400 D ELAN PLC ADR 28413120 6920 279730 SH SHARED 02 279730 D ELAN PLC ADR 28413120 16081 650000 SH SHARED 04 650000 D ELAN PLC ADR 28413120 6 260 SH SHARED 05 260 D ELAN PLC ADR 28413120 414 16761 SH SHARED 06 16761 D ELAN PLC ADR 28413120 4465 180480 SH SHARED 10 180480 D ELAN PLC ADR 28413120 517 20900 SH SHARED 14 20900 D ELDORADO GOLD CORP NEW COM 28490210 215 83300 SH SHARED 21300 62000 D ELDORADO GOLD CORP NEW COM 28490210 1036 400000 SH SHARED 04 400000 D ELDORADO GOLD CORP NEW COM 28490210 3237 1250000 SH SHARED 10 1250000 D ELECTRO RENT CORP COM 28521810 181 17300 SH SHARED 17300 D ELECTRO RENT CORP COM 28521810 9 900 SH SHARED 01 900 D ELECTRO RENT CORP COM 28521810 6 619 SH SHARED 02 619 D ELECTRO SCIENTIFIC INDS NOTE 4.250%12/2 285229AC 17459 17000000 PRN SHARED 17000000 D ELECTRO SCIENTIFIC INDS COM 28522910 974 34406 SH SHARED 34406 D ELECTRO SCIENTIFIC INDS COM 28522910 90 3200 SH SHARED 01 3200 D ELECTRO SCIENTIFIC INDS COM 28522910 45 1600 SH SHR/OTHR 01 1600 D ELECTRO SCIENTIFIC INDS COM 28522910 294 10398 SH SHARED 02 10398 D ELECTROGLAS INC COM 28532410 14 2645 SH SHARED 2645 D ELECTROGLAS INC COM 28532410 3 655 SH SHARED 01 655 D ELECTROGLAS INC COM 28532410 0 159 SH SHARED 02 159 D ELECTRONIC ARTS INC COM 28551210 94499 1732353 SH SHARED 1732353 D ELECTRONIC ARTS INC COM 28551210 53449 979819 SH SHARED 01 675923 50 303846 D ELECTRONIC ARTS INC COM 28551210 598 10979 SH SHR/OTHR 01 2460 8519 D ELECTRONIC ARTS INC COM 28551210 9183 168347 SH SHARED 02 168347 D ELECTRONIC ARTS INC COM 28551210 6000 110000 SH SHARED 04 110000 D ELECTRONIC ARTS INC COM 28551210 863 15836 SH SHARED 05 15836 D ELECTRONIC ARTS INC COM 28551210 201 3700 SH SHARED 06 3100 600 D ELECTRONIC ARTS INC COM 28551210 134047 2457334 SH SHARED 10 2457334 D ELECTRONIC ARTS INC COM 28551210 164 3012 SH SHARED 14 3012 D ELECTRONIC CLEARING HOUSE IN COM PAR.01 NEW 28556250 0 100 SH SHARED 100 D ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF 30204 31463000 PRN SHARED 31463000 D ELECTRONIC DATA SYS NEW COM 28566110 2 140 SH SHARED 140 D ELECTRONIC DATA SYS NEW COM 28566110 25473 1330209 SH SHARED 1297709 32500 D ELECTRONIC DATA SYS NEW COM 28566110 1290 67406 SH SHARED 01 66088 1318 D ELECTRONIC DATA SYS NEW COM 28566110 423 22100 SH SHR/OTHR 01 48 22052 D ELECTRONIC DATA SYS NEW COM 28566110 4436 231662 SH SHARED 02 231662 D ELECTRONIC DATA SYS NEW COM 28566110 417 21800 SH SHARED 03 21800 D ELECTRONIC DATA SYS NEW COM 28566110 2872 150000 SH SHARED 04 150000 D ELECTRONIC DATA SYS NEW COM 28566110 453 23704 SH SHARED 05 600 23104 D ELECTRONIC DATA SYS NEW COM 28566110 106 5550 SH SHARED 06 4950 600 D ELECTRONIC DATA SYS NEW COM 28566110 170987 8928831 SH SHARED 10 8928831 D ELECTRONIC DATA SYS NEW COM 28566110 74 3900 SH SHARED 14 3900 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 444 16889 SH SHARED 16889 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 837 31786 SH SHARED 01 31786 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 146 5562 SH SHARED 02 5562 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 39 1500 SH SHARED 10 1500 D ELECTRONICS FOR IMAGING INC COM 28608210 3792 134189 SH SHARED 134189 D ELECTRONICS FOR IMAGING INC COM 28608210 573 20296 SH SHARED 01 20296 D ELECTRONICS FOR IMAGING INC COM 28608210 1010 35771 SH SHARED 02 35771 D ELECTRONICS FOR IMAGING INC COM 28608210 989 35000 SH SHARED 04 35000 D ELITE PHARMACEUTICALS INC CL A NEW 28659T20 36 16000 SH SHARED 01 8000 8000 D ELIZABETH ARDEN INC COM 28660G10 743 35343 SH SHARED 35343 D ELIZABETH ARDEN INC COM 28660G10 768 36546 SH SHARED 01 36546 D ELIZABETH ARDEN INC COM 28660G10 3 157 SH SHARED 02 157 D ELIZABETH ARDEN INC COM 28660G10 317 15100 SH SHARED 10 15100 D ELKCORP COM 28745610 1208 50467 SH SHARED 50467 D ELKCORP COM 28745610 1040 43457 SH SHARED 01 43457 D ELKCORP COM 28745610 40 1684 SH SHR/OTHR 01 1684 D ELKCORP COM 28745610 242 10110 SH SHARED 02 10110 D ELKCORP COM 28745610 47 2000 SH SHARED 10 2000 D ELLIS PERRY INTL INC COM 28885310 271 10752 SH SHARED 10752 D ELLIS PERRY INTL INC COM 28885310 28 1116 SH SHARED 01 1116 D ELLIS PERRY INTL INC COM 28885310 0 4 SH SHARED 02 4 D EMAGIN CORP COM 29076N10 2466 1468384 SH SHARED 1468384 D EMAGIN CORP COM 29076N10 2466 1468384 SH SHARED 01 1468384 D EMBARCADERO TECHNOLOGIES INC COM 29078710 352 28509 SH SHARED 28509 D EMBARCADERO TECHNOLOGIES INC COM 29078710 1788 144720 SH SHARED 01 144720 D EMBARCADERO TECHNOLOGIES INC COM 29078710 0 12 SH SHARED 02 12 D EMBARCADERO TECHNOLOGIES INC COM 29078710 592 47900 SH SHARED 10 47900 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 4626 161832 SH SHARED 161832 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 15732 550295 SH SHARED 01 246095 304200 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 2859 100000 SH SHARED 02 100000 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 1143 40000 SH SHARED 05 40000 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 2144 75000 SH SHARED 06 75000 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 357 12500 SH SHARED 09 12500 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 8360 292430 SH SHARED 10 292430 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 769 26900 SH SHARED 12 26900 D EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N20 54 3976 SH SHARED 3976 D EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 7 583 SH SHARED 583 D EMBREX INC COM 29081710 31 2300 SH SHARED 01 2300 D EMCOR GROUP INC COM 29084Q10 683 15548 SH SHARED 15548 D EMCOR GROUP INC COM 29084Q10 8 200 SH SHARED 01 200 D EMCOR GROUP INC COM 29084Q10 17 399 SH SHARED 02 399 D EMCORE CORP COM 29084610 7 2160 SH SHARED 2160 D EMCORE CORP COM 29084610 1 535 SH SHARED 01 535 D EMERSON ELEC CO COM 29101110 129155 2032347 SH SHARED 1994683 37664 D EMERSON ELEC CO COM 29101110 97750 1538165 SH SHARED 01 706221 831944 D EMERSON ELEC CO COM 29101110 17649 277732 SH SHR/OTHR 01 27947 249785 D EMERSON ELEC CO COM 29101110 12354 194406 SH SHARED 02 194406 D EMERSON ELEC CO COM 29101110 32537 512000 SH SHARED 04 512000 D EMERSON ELEC CO COM 29101110 1367 21511 SH SHARED 05 400 21111 D EMERSON ELEC CO COM 29101110 5612 88320 SH SHARED 06 87720 600 D EMERSON ELEC CO COM 29101110 131416 2067930 SH SHARED 10 2067930 D EMERSON ELEC CO COM 29101110 7184 113051 SH SHARED 14 113051 D EMERSON RADIO CORP COM NEW 29108720 148 47372 SH SHARED 47372 D EMERSON RADIO CORP COM NEW 29108720 73 23595 SH SHARED 02 23595 D EMISPHERE TECHNOLOGIES INC COM 29134510 77 18815 SH SHARED 18815 D EMISPHERE TECHNOLOGIES INC COM 29134510 27 6662 SH SHARED 01 4662 2000 D EMMIS COMMUNICATIONS CORP CL A 29152510 1373 65450 SH SHARED 65450 D EMMIS COMMUNICATIONS CORP CL A 29152510 400 19100 SH SHARED 01 19100 D EMMIS COMMUNICATIONS CORP CL A 29152510 1231 58719 SH SHARED 02 58719 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 486 11000 SH SHARED 11000 D EMPIRE DIST ELEC CO COM 29164110 2594 129008 SH SHARED 129008 D EMPIRE DIST ELEC CO COM 29164110 3 158 SH SHARED 01 158 D EMPIRE DIST ELEC CO COM 29164110 97 4831 SH SHARED 02 4831 D EMPIRE RESORTS INC COM 29205210 116 8300 SH SHARED 8300 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 2 173 SH SHARED 173 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 4329 349400 SH SHARED 01 349400 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 867 70000 SH SHARED 04 70000 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 1424 115000 SH SHARED 09 115000 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 2069 167000 SH SHARED 10 167000 D EMPRESAS ICA SOCIEDAD CONTRL SPONSORED ADR 29244810 535 291300 SH SHARED 04 291300 D EMULEX CORP NOTE 1.750% 2/0 292475AB 918 1006000 PRN SHARED 02 1006000 D EMULEX CORP COM NEW 29247520 3681 257245 SH SHARED 257245 D EMULEX CORP COM NEW 29247520 1109 77525 SH SHARED 01 48031 29494 D EMULEX CORP COM NEW 29247520 46 3234 SH SHR/OTHR 01 3234 D EMULEX CORP COM NEW 29247520 1077 75296 SH SHARED 02 75296 D EMULEX CORP COM NEW 29247520 1431 100000 SH SHARED 04 100000 D EMULEX CORP COM NEW 29247520 4474 312700 SH SHARED 10 312700 D ENBRIDGE INC COM 29250N10 5165 141170 SH SHARED 141170 D ENBRIDGE INC COM 29250N10 111 3055 SH SHARED 01 3055 D ENBRIDGE INC COM 29250N10 3045 83246 SH SHARED 02 83246 D ENBRIDGE INC COM 29250N10 14636 400000 SH SHARED 04 400000 D ENBRIDGE INC COM 29250N10 10 300 SH SHARED 05 300 D ENBRIDGE INC COM 29250N10 18 500 SH SHARED 06 500 D ENBRIDGE INC COM 29250N10 47 1300 SH SHARED 10 1300 D ENBRIDGE INC COM 29250N10 69 1909 SH SHARED 14 1909 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 143 3093 SH SHARED 3093 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 11 238 SH SHARED 01 238 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 162 3500 SH SHARED 02 3500 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 13 319 SH SHARED 319 D ENCANA CORP COM 29250510 3105 71942 SH SHARED 71942 D ENCANA CORP COM 29250510 64158 1486534 SH SHARED 01 1466834 19700 D ENCANA CORP COM 29250510 259 6001 SH SHR/OTHR 01 6001 D ENCANA CORP COM 29250510 1646 38158 SH SHARED 02 38158 D ENCANA CORP COM 29250510 5822 134900 SH SHARED 06 133900 1000 D ENCANA CORP COM 29250510 25150 582734 SH SHARED 10 582734 D ENCORE ACQUISITION CO COM 29255W10 697 25007 SH SHARED 25007 D ENCORE ACQUISITION CO COM 29255W10 106 3808 SH SHARED 02 3808 D ENCORE CAP GROUP INC COM 29255410 288 21862 SH SHARED 21862 D ENCORE CAP GROUP INC COM 29255410 3648 276169 SH SHARED 01 240469 35700 D ENCORE CAP GROUP INC COM 29255410 406 30800 SH SHARED 05 30800 D ENCORE MED CORP COM 29256E10 409 65043 SH SHARED 65043 D ENCORE MED CORP COM 29256E10 119 19038 SH SHARED 01 19038 D ENCORE MED CORP COM 29256E10 25 4100 SH SHARED 10 4100 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 449 52884 SH SHARED 52884 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 4 516 SH SHARED 01 516 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 1119 131732 SH SHARED 02 131732 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 6078 715100 SH SHARED 04 715100 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 306 36000 SH SHARED 06 36000 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 306 36000 SH SHARED 10 36000 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 76 9000 SH SHARED 14 9000 D ENCORE WIRE CORP COM 29256210 389 14109 SH SHARED 14109 D ENCORE WIRE CORP COM 29256210 1 43 SH SHARED 02 43 D ENCORE WIRE CORP COM 29256210 33 1200 SH SHARED 10 1200 D ENDESA S A SPONSORED ADR 29258N10 25218 1332200 SH SHARED 1332200 D ENDESA S A SPONSORED ADR 29258N10 2595 137107 SH SHARED 01 2016 135091 D ENDESA S A SPONSORED ADR 29258N10 1442 76200 SH SHR/OTHR 01 76200 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 188 8020 SH SHR/OTHR 8020 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 6474 276100 SH SHARED 01 276100 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 248 10579 SH SHARED 02 10579 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 6809 290400 SH SHARED 04 290400 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 292 12463 SH SHARED 06 12463 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 3520 150110 SH SHARED 10 150110 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 82 3500 SH SHARED 14 3500 D ENERGEN CORP COM 29265N10 153 3200 SH SHARED 3200 D ENERGEN CORP COM 29265N10 2021 42117 SH SHARED 42117 D ENERGEN CORP COM 29265N10 8704 181386 SH SHARED 01 181386 D ENERGEN CORP COM 29265N10 3502 72982 SH SHARED 02 72982 D ENERGEN CORP COM 29265N10 7601 158400 SH SHARED 10 158400 D ENERGY CONVERSION DEVICES IN COM 29265910 391 34764 SH SHARED 34764 D ENERGY CONVERSION DEVICES IN COM 29265910 46 4111 SH SHARED 01 3111 1000 D ENERGY CONVERSION DEVICES IN COM 29265910 19 1697 SH SHARED 02 1697 D ENERGY EAST CORP COM 29266M10 5447 224642 SH SHARED 224042 600 D ENERGY EAST CORP COM 29266M10 1274 52571 SH SHARED 01 51916 655 D ENERGY EAST CORP COM 29266M10 33 1373 SH SHR/OTHR 01 1373 D ENERGY EAST CORP COM 29266M10 1309 54008 SH SHARED 02 54008 D ENERGY EAST CORP COM 29266M10 36 1500 SH SHARED 06 1500 D ENERGIZER HLDGS INC COM 29266R10 2100 46676 SH SHARED 46676 D ENERGIZER HLDGS INC COM 29266R10 3355 74556 SH SHARED 01 69551 5005 D ENERGIZER HLDGS INC COM 29266R10 70 1576 SH SHR/OTHR 01 400 1176 D ENERGIZER HLDGS INC COM 29266R10 1950 43351 SH SHARED 02 43351 D ENERGIZER HLDGS INC COM 29266R10 189 4200 SH SHARED 05 4200 D ENERGIZER HLDGS INC COM 29266R10 639 14200 SH SHARED 06 14200 D ENERGIZER HLDGS INC COM 29266R10 1260 28000 SH SHARED 10 28000 D ENERGY PARTNERS LTD COM 29270U10 532 34777 SH SHARED 34777 D ENERGY PARTNERS LTD COM 29270U10 953 62299 SH SHARED 01 62299 D ENERGY PARTNERS LTD COM 29270U10 0 24 SH SHARED 02 24 D ENERGY PARTNERS LTD COM 29270U10 6436 420700 SH SHARED 10 420700 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 8967 229700 SH SHARED 229700 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 1 39 SH SHARED 02 39 D ENERPLUS RES FD UNIT TR G NEW 29274D60 113 4000 SH SHARED 4000 D ENERPLUS RES FD UNIT TR G NEW 29274D60 128 4504 SH SHARED 01 4504 D ENERSIS S A SPONSORED ADR 29274F10 9 1652 SH SHARED 1652 D ENERSIS S A SPONSORED ADR 29274F10 9914 1663500 SH SHARED 01 1663500 D ENERSIS S A SPONSORED ADR 29274F10 1726 289700 SH SHARED 05 289700 D ENERSIS S A SPONSORED ADR 29274F10 1072 180000 SH SHARED 09 180000 D ENERSIS S A SPONSORED ADR 29274F10 3650 612500 SH SHARED 10 612500 D ENERSIS S A SPONSORED ADR 29274F10 835 140100 SH SHARED 12 140100 D ENGELHARD CORP COM 29284510 20837 644937 SH SHARED 644937 D ENGELHARD CORP COM 29284510 6665 206294 SH SHARED 01 206294 D ENGELHARD CORP COM 29284510 2692 83320 SH SHARED 02 83320 D ENGELHARD CORP COM 29284510 200 6200 SH SHARED 05 6200 D ENGELHARD CORP COM 29284510 2528 78258 SH SHARED 10 78258 D ENGINEERED SUPPORT SYS INC COM 29286610 1542 26366 SH SHARED 26366 D ENGINEERED SUPPORT SYS INC COM 29286610 1022 17475 SH SHARED 01 17475 D ENGINEERED SUPPORT SYS INC COM 29286610 1085 18549 SH SHARED 02 18549 D ENGINEERED SUPPORT SYS INC COM 29286610 70 1197 SH SHARED 10 1197 D ENDOCARDIAL SOLUTIONS INC COM 29296210 255 24633 SH SHARED 24633 D ENDOCARDIAL SOLUTIONS INC COM 29296210 7 701 SH SHARED 01 701 D ENDOCARDIAL SOLUTIONS INC COM 29296210 0 89 SH SHARED 02 89 D ENERGYSOUTH INC COM 29297010 168 4200 SH SHARED 4200 D ENERGYSOUTH INC COM 29297010 27 682 SH SHARED 02 682 D ENESCO GROUP INC COM 29297310 49 5567 SH SHARED 01 5567 D ENNIS BUSINESS FORMS INC COM 29338910 344 17684 SH SHARED 17684 D ENNIS BUSINESS FORMS INC COM 29338910 10 516 SH SHARED 01 516 D ENNIS BUSINESS FORMS INC COM 29338910 48 2485 SH SHARED 02 2485 D ENPRO INDS INC COM 29355X10 463 20151 SH SHARED 20151 D ENPRO INDS INC COM 29355X10 33 1447 SH SHARED 01 1327 120 D ENPRO INDS INC COM 29355X10 79 3467 SH SHARED 02 3467 D ENPATH MEDICAL INC COM 29355Y10 16 1416 SH SHARED 1416 D ENPATH MEDICAL INC COM 29355Y10 3 351 SH SHARED 01 351 D ENSTAR GROUP INC GA COM 29358R10 161 3100 SH SHARED 3100 D ENSTAR GROUP INC GA COM 29358R10 184 3543 SH SHARED 02 3543 D ENTEGRIS INC COM 29362U10 1265 109335 SH SHARED 109335 D ENTEGRIS INC COM 29362U10 47 4071 SH SHARED 01 4071 D ENTEGRIS INC COM 29362U10 396 34306 SH SHARED 02 34306 D ENTERASYS NETWORKS INC COM 29363710 797 377738 SH SHARED 377738 D ENTERASYS NETWORKS INC COM 29363710 350 166036 SH SHARED 01 166036 D ENTERASYS NETWORKS INC COM 29363710 30 14590 SH SHARED 02 14590 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 3600 96523 SH SHARED 96523 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 929 24924 SH SHARED 01 24924 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 2274 60981 SH SHARED 02 60981 D ENTERGY CORP NEW COM 29364G10 121188 2163687 SH SHARED 2161878 1809 D ENTERGY CORP NEW COM 29364G10 63260 1129449 SH SHARED 01 654222 475227 D ENTERGY CORP NEW COM 29364G10 5311 94833 SH SHR/OTHR 01 16960 77873 D ENTERGY CORP NEW COM 29364G10 9043 161462 SH SHARED 02 161462 D ENTERGY CORP NEW COM 29364G10 722 12908 SH SHARED 05 7690 5218 D ENTERGY CORP NEW COM 29364G10 626 11182 SH SHARED 06 10782 400 D ENTERGY CORP NEW COM 29364G10 95 1700 SH SHARED 07 1700 D ENTERGY CORP NEW COM 29364G10 8284 147909 SH SHARED 10 147909 D ENTERGY CORP NEW COM 29364G10 218 3900 SH SHARED 14 3900 D ENTERPRISE PRODS PARTNERS L COM 29379210 511 24091 SH SHARED 24091 D ENTERPRISE PRODS PARTNERS L COM 29379210 102 4809 SH SHARED 01 4809 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 878 24588 SH SHARED 24588 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 14 397 SH SHARED 01 397 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 433 12142 SH SHARED 02 12142 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 4664 130500 SH SHARED 10 130500 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 8266 231300 SH SHARED 11 231300 D ENTERRA ENERGY TR TR UNIT 29381P10 1 95 SH SHARED 95 D ENTREMED INC COM 29382F10 141 70247 SH SHARED 70247 D ENTREMED INC COM 29382F10 53 26663 SH SHARED 01 16313 10350 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 2241 291914 SH SHARED 291914 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 258 33611 SH SHARED 01 33611 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 1 216 SH SHARED 02 216 D ENTRUST INC COM 29384810 569 126605 SH SHARED 126605 D ENTRUST INC COM 29384810 0 52 SH SHARED 02 52 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 1846 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 900 70542 SH SHARED 70542 D ENZON PHARMACEUTICALS INC COM 29390410 487 38199 SH SHR/OTHR 38199 D ENZON PHARMACEUTICALS INC COM 29390410 2689 210809 SH SHARED 01 210809 D ENZON PHARMACEUTICALS INC COM 29390410 128 10106 SH SHARED 02 10106 D ENZON PHARMACEUTICALS INC COM 29390410 2169 170000 SH SHARED 04 170000 D ENZON PHARMACEUTICALS INC COM 29390410 907 71100 SH SHARED 10 71100 D ENZON PHARMACEUTICALS INC COM 29390410 35 2800 SH SHARED 14 2800 D EPCOS AG ADR 29410P10 7 350 SH SHARED 350 D ENZO BIOCHEM INC COM 29410010 346 23100 SH SHARED 23100 D ENZO BIOCHEM INC COM 29410010 18 1205 SH SHARED 01 1205 D ENZO BIOCHEM INC COM 29410010 323 21590 SH SHARED 02 21590 D EON LABS INC COM 29412E10 237 5800 SH SHARED 01 5800 D EON LABS INC COM 29412E10 290 7108 SH SHARED 02 7108 D EON LABS INC COM 29412E10 11142 272240 SH SHARED 04 272240 D EON LABS INC COM 29412E10 689 16840 SH SHARED 10 16840 D EON LABS INC COM 29412E10 163 4000 SH SHARED 14 4000 D EPIMMUNE INC COM 29425Y10 95 55950 SH SHARED 02 55950 D EPICOR SOFTWARE CORP COM 29426L10 510 36300 SH SHARED 36300 D EPICOR SOFTWARE CORP COM 29426L10 448 31900 SH SHARED 01 31900 D EPICOR SOFTWARE CORP COM 29426L10 165 11757 SH SHARED 02 11757 D EQUIFAX INC COM 29442910 8105 327494 SH SHARED 327494 D EQUIFAX INC COM 29442910 8472 342315 SH SHARED 01 146765 195550 D EQUIFAX INC COM 29442910 1361 55019 SH SHR/OTHR 01 16408 38611 D EQUIFAX INC COM 29442910 2358 95307 SH SHARED 02 95307 D EQUIFAX INC COM 29442910 30 1250 SH SHARED 06 1250 D EQUIFAX INC COM 29442910 1382 55841 SH SHARED 10 55841 D EQUIFAX INC COM 29442910 148 6000 SH SHARED 14 6000 D EQUINIX INC COM NEW 29444U50 508 14980 SH SHARED 14980 D EQUINIX INC COM NEW 29444U50 10025 295400 SH SHARED 01 135200 160200 D EQUINIX INC COM NEW 29444U50 45 1341 SH SHARED 02 1341 D EQUINIX INC COM NEW 29444U50 125 3700 SH SHARED 05 3700 D EQUINIX INC COM NEW 29444U50 1523 44900 SH SHARED 10 44900 D EQUITABLE RES INC COM 29454910 118 2300 SH SHARED 2300 D EQUITABLE RES INC COM 29454910 7148 138246 SH SHARED 138246 D EQUITABLE RES INC COM 29454910 2567 49650 SH SHARED 01 45300 4350 D EQUITABLE RES INC COM 29454910 605 11700 SH SHR/OTHR 01 11700 D EQUITABLE RES INC COM 29454910 1164 22517 SH SHARED 02 22517 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 104 1300 SH SHARED 01 1300 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 120 1500 SH SHR/OTHR 01 1500 D EQUITY INNS INC COM 29470310 565 60824 SH SHARED 60824 D EQUITY INNS INC COM 29470310 32 3476 SH SHARED 01 3476 D EQUITY INNS INC COM 29470310 90 9736 SH SHARED 02 9736 D EQUITY INNS INC COM 29470310 866 93300 SH SHARED 11 93300 D EQUITY OFFICE PROPERTIES TRU COM 29474110 24871 914384 SH SHARED 914384 D EQUITY OFFICE PROPERTIES TRU COM 29474110 12425 456824 SH SHARED 01 373100 83724 D EQUITY OFFICE PROPERTIES TRU COM 29474110 263 9700 SH SHR/OTHR 01 9700 D EQUITY OFFICE PROPERTIES TRU COM 29474110 5854 215250 SH SHARED 02 215250 D EQUITY OFFICE PROPERTIES TRU COM 29474110 77 2857 SH SHARED 05 300 2557 D EQUITY OFFICE PROPERTIES TRU COM 29474110 45517 1673431 SH SHARED 10 1673431 D EQUITY OFFICE PROPERTIES TRU COM 29474110 213568 7851800 SH SHARED 11 7851800 D EQUITY OFFICE PROPERTIES TRU COM 29474110 89 3300 SH SHARED 14 3300 D EQUITY OFFICE PROPERTIES TRU PFD CV B 5.25% 29474150 25470 507896 SH SHARED 507896 D EQUITY ONE COM 29475210 594 32901 SH SHARED 32901 D EQUITY ONE COM 29475210 1 99 SH SHARED 01 99 D EQUITY ONE COM 29475210 15 830 SH SHARED 02 830 D EQUITY ONE COM 29475210 4402 243500 SH SHARED 10 243500 D EQUITY ONE COM 29475210 9848 544700 SH SHARED 11 544700 D EQUITY RESIDENTIAL SH BEN INT 29476L10 144177 4849555 SH SHARED 4831373 18182 D EQUITY RESIDENTIAL SH BEN INT 29476L10 40799 1372328 SH SHARED 01 1297020 75308 D EQUITY RESIDENTIAL SH BEN INT 29476L10 1314 44200 SH SHR/OTHR 01 900 43300 D EQUITY RESIDENTIAL SH BEN INT 29476L10 3938 132484 SH SHARED 02 132484 D EQUITY RESIDENTIAL SH BEN INT 29476L10 39 1320 SH SHARED 05 300 1020 D EQUITY RESIDENTIAL SH BEN INT 29476L10 71442 2403056 SH SHARED 10 2403056 D EQUITY RESIDENTIAL SH BEN INT 29476L10 463062 15575604 SH SHARED 11 15575604 D EQUITY RESIDENTIAL SH BEN INT 29476L10 59 2005 SH SHARED 14 2005 D EQUITY RESIDENTIAL PFD CONV E 7% 29476L88 158 4800 SH SHARED 4800 D EQUUS II INC COM 29476610 37 4830 SH SHARED 4830 D EQUITY SECURITIES TR II EQTY SEC TR 29477Q20 4594 208917 SH SHARED 208917 D EQUITY SECURITIES TR II EQTY SEC TR 29477Q20 4 183 SH SHARED 01 183 D EQUITY SECURITIES TR II EQTY SEC TR 29477Q20 131 6000 SH SHARED 02 6000 D ERESEARCHTECHNOLOGY INC COM 29481V10 1190 42500 SH SHARED 42500 D ERESEARCHTECHNOLOGY INC COM 29481V10 5871 209700 SH SHARED 01 209700 D ERESEARCHTECHNOLOGY INC COM 29481V10 58 2099 SH SHARED 02 2099 D ERESEARCHTECHNOLOGY INC COM 29481V10 764 27300 SH SHARED 10 27300 D ERICSSON L M TEL CO ADR B SEK 10 29482160 10493 350954 SH SHARED 349454 1500 D ERICSSON L M TEL CO ADR B SEK 10 29482160 14455 483457 SH SHARED 01 466174 1500 15783 D ERICSSON L M TEL CO ADR B SEK 10 29482160 66 2240 SH SHR/OTHR 01 2240 D ERICSSON L M TEL CO ADR B SEK 10 29482160 3702 123830 SH SHARED 02 123830 D ERICSSON L M TEL CO ADR B SEK 10 29482160 9418 315000 SH SHARED 04 315000 D ERICSSON L M TEL CO ADR B SEK 10 29482160 14026 469100 SH SHARED 10 469100 D ERIE INDTY CO CL A 29530P10 16 345 SH SHARED 345 D ERIE INDTY CO CL A 29530P10 63 1350 SH SHARED 01 1350 D ERIE INDTY CO CL A 29530P10 144 3093 SH SHARED 02 3093 D ERIE INDTY CO CL A 29530P10 832 17787 SH SHARED 10 17787 D ESCALADE INC COM 29605610 173 7500 SH SHARED 7500 D ESCO TECHNOLOGIES INC COM 29631510 687 12882 SH SHARED 12882 D ESCO TECHNOLOGIES INC COM 29631510 12 225 SH SHARED 01 225 D ESCO TECHNOLOGIES INC COM 29631510 1164 21819 SH SHARED 02 21819 D ESCO TECHNOLOGIES INC COM 29631510 59 1110 SH SHARED 10 1110 D ESPEED INC CL A 29664310 794 44986 SH SHARED 44986 D ESPEED INC CL A 29664310 1948 110377 SH SHARED 01 110377 D ESPEED INC CL A 29664310 468 26548 SH SHARED 02 26548 D ESPEED INC CL A 29664310 293 16620 SH SHARED 10 16620 D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F20 79 3800 SH SHARED 3800 D ESSEX CORP COM 29674410 5 643 SH SHARED 643 D ESSEX CORP COM 29674410 1 159 SH SHARED 01 159 D ESSEX PPTY TR INC COM 29717810 1503 22004 SH SHARED 22004 D ESSEX PPTY TR INC COM 29717810 2980 43600 SH SHARED 01 43600 D ESSEX PPTY TR INC COM 29717810 55 816 SH SHARED 02 816 D ESSEX PPTY TR INC COM 29717810 7415 108500 SH SHARED 10 108500 D ESSEX PPTY TR INC COM 29717810 13177 192800 SH SHARED 11 192800 D ESTERLINE TECHNOLOGIES CORP COM 29742510 644 21819 SH SHARED 21819 D ESTERLINE TECHNOLOGIES CORP COM 29742510 47 1600 SH SHARED 01 1600 D ESTERLINE TECHNOLOGIES CORP COM 29742510 0 24 SH SHARED 02 24 D ESTERLINE TECHNOLOGIES CORP COM 29742510 29 1000 SH SHARED 10 1000 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 936 18262 SH SHARED 18262 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 63 1247 SH SHARED 01 1247 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 1677 32700 SH SHARED 02 32700 D ETHAN ALLEN INTERIORS INC COM 29760210 1934 53877 SH SHARED 53877 D ETHAN ALLEN INTERIORS INC COM 29760210 745 20755 SH SHARED 01 6155 14600 D ETHAN ALLEN INTERIORS INC COM 29760210 1 54 SH SHARED 02 54 D ETHAN ALLEN INTERIORS INC COM 29760210 32 900 SH SHARED 10 900 D EURONET WORLDWIDE INC COM 29873610 605 26175 SH SHARED 26175 D EURONET WORLDWIDE INC COM 29873610 0 24 SH SHARED 02 24 D EUROPE FD INC COM 29874M10 20 1944 SH SHARED 1944 D EUROPE FD INC COM 29874M10 62 6000 SH SHARED 01 6000 D EUROPEAN WT FD INC COM 29879210 287 113543 SH SHARED 113543 D EVERGREEN RES INC COM NO PAR 29990030 20216 500400 SH SHARED 500400 D EVERGREEN RES INC COM NO PAR 29990030 1661 41134 SH SHARED 01 41134 D EVERGREEN RES INC COM NO PAR 29990030 582 14423 SH SHARED 02 14423 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 2740 183400 SH SHARED 183400 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 30 2018 SH SHARED 01 2018 D EVERGREEN SOLAR INC COM 30033R10 24 7682 SH SHARED 7682 D EVERTRUST FINL GROUP INC COM 30041210 44 1763 SH SHARED 1763 D EVERTRUST FINL GROUP INC COM 30041210 11 437 SH SHARED 01 437 D EVERTRUST FINL GROUP INC COM 30041210 221 8720 SH SHARED 02 8720 D EXACT SCIENCES CORP COM 30063P10 37 6101 SH SHARED 6101 D EXACT SCIENCES CORP COM 30063P10 3 516 SH SHARED 01 516 D EXACT SCIENCES CORP COM 30063P10 1076 174781 SH SHARED 02 174781 D EXACTECH INC COM 30064E10 123 5700 SH SHARED 5700 D EXACTECH INC COM 30064E10 16 746 SH SHARED 02 746 D EXAR CORP COM 30064510 717 48971 SH SHARED 48971 D EXAR CORP COM 30064510 20 1392 SH SHARED 01 1392 D EXAR CORP COM 30064510 14 957 SH SHR/OTHR 01 957 D EXAR CORP COM 30064510 92 6286 SH SHARED 02 6286 D EXCEL TECHNOLOGY INC COM 30067T10 954 28758 SH SHARED 28758 D EXCEL TECHNOLOGY INC COM 30067T10 75 2278 SH SHARED 01 2278 D EXCEL TECHNOLOGY INC COM 30067T10 0 9 SH SHARED 02 9 D EXCHANGE NATL BANCSHARES INC COM 30130910 5 181 SH SHARED 181 D EXCHANGE NATL BANCSHARES INC COM 30130910 174 5959 SH SHARED 02 5959 D EXELON CORP COM 30161N10 143582 4313087 SH SHARED 4098644 214443 D EXELON CORP COM 30161N10 107929 3242098 SH SHARED 01 1671256 1570842 D EXELON CORP COM 30161N10 2416 72588 SH SHR/OTHR 01 418 72170 D EXELON CORP COM 30161N10 11333 340457 SH SHARED 02 340457 D EXELON CORP COM 30161N10 23715 712400 SH SHARED 03 712400 D EXELON CORP COM 30161N10 38724 1163254 SH SHARED 05 779252 384002 D EXELON CORP COM 30161N10 881 26465 SH SHARED 06 25665 800 D EXELON CORP COM 30161N10 1472 44232 SH SHARED 07 44232 D EXELON CORP COM 30161N10 2053 61700 SH SHARED 09 61700 D EXELON CORP COM 30161N10 90916 2731041 SH SHARED 10 2731041 D EXELON CORP COM 30161N10 279 8400 SH SHARED 14 8400 D EXELIXIS INC COM 30161Q10 652 64717 SH SHARED 64717 D EXELIXIS INC COM 30161Q10 516 51187 SH SHR/OTHR 51187 D EXELIXIS INC COM 30161Q10 19 1948 SH SHARED 02 1948 D EXELIXIS INC COM 30161Q10 10291 1020000 SH SHARED 04 1020000 D EXELIXIS INC COM 30161Q10 514 51000 SH SHARED 06 51000 D EXELIXIS INC COM 30161Q10 514 51000 SH SHARED 10 51000 D EXELIXIS INC COM 30161Q10 151 15000 SH SHARED 14 15000 D EXEGENICS INC COM 30161010 1 2000 SH SHARED 01 2000 D EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 30204310 43 8493 SH SHARED 8493 D EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 30204310 8 1697 SH SHARED 01 1697 D EXIDE TECHNOLOGIES *W EXP 99/99/999 30205112 3982 811188 SH SHARED 811188 D EXIDE TECHNOLOGIES COM NEW 30205120 1345 65814 SH SHARED 65814 D EXIDE TECHNOLOGIES COM NEW 30205120 1222 59770 SH SHARED 02 59770 D EXPEDITORS INTL WASH INC COM 30213010 13636 275983 SH SHARED 275983 D EXPEDITORS INTL WASH INC COM 30213010 1632 33049 SH SHARED 01 32449 600 D EXPEDITORS INTL WASH INC COM 30213010 3597 72799 SH SHARED 02 72799 D EXPEDITORS INTL WASH INC COM 30213010 251 5100 SH SHARED 05 5100 D EXPEDITORS INTL WASH INC COM 30213010 49 1000 SH SHARED 06 1000 D EXPEDITORS INTL WASH INC COM 30213010 1013 20520 SH SHARED 10 20520 D EXPONENT INC COM 30214U10 150 5600 SH SHARED 5600 D EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB 2 3000 PRN SHARED 01 3000 D EXPRESSJET HOLDINGS INC CL A 30218U10 920 75790 SH SHARED 75790 D EXPRESSJET HOLDINGS INC CL A 30218U10 3094 254925 SH SHARED 01 254925 D EXPRESSJET HOLDINGS INC CL A 30218U10 0 32 SH SHARED 02 32 D EXPRESSJET HOLDINGS INC CL A 30218U10 740 61000 SH SHARED 10 61000 D EXPRESS SCRIPTS INC COM 30218210 55 700 SH SHARED 700 D EXPRESS SCRIPTS INC COM 30218210 25332 319736 SH SHARED 319736 D EXPRESS SCRIPTS INC COM 30218210 585 7386 SH SHR/OTHR 7386 D EXPRESS SCRIPTS INC COM 30218210 4238 53500 SH SHARED 01 47000 2600 3900 D EXPRESS SCRIPTS INC COM 30218210 63 800 SH SHR/OTHR 01 800 D EXPRESS SCRIPTS INC COM 30218210 2956 37319 SH SHARED 02 37319 D EXPRESS SCRIPTS INC COM 30218210 29 375 SH SHARED 05 375 D EXPRESS SCRIPTS INC COM 30218210 47 600 SH SHARED 06 600 D EXPRESS SCRIPTS INC COM 30218210 8540 107798 SH SHARED 10 107798 D EXPRESS SCRIPTS INC COM 30218210 683 8633 SH SHARED 14 8633 D EXTENDICARE INC CDA SUB VTG SH 30224T87 9 800 SH SHARED 02 800 D EXTREME NETWORKS INC NOTE 3.500%12/0 30226DAB 15327 15950000 PRN SHARED 15950000 D EXTREME NETWORKS INC NOTE 3.500%12/0 30226DAB 1 1500 PRN SHARED 01 1500 D EXTREME NETWORKS INC COM 30226D10 1084 196394 SH SHARED 196394 D EXTREME NETWORKS INC COM 30226D10 115 20871 SH SHARED 01 20871 D EXTREME NETWORKS INC COM 30226D10 0 116 SH SHARED 02 116 D EXULT INC DEL COM 30228410 857 159339 SH SHARED 159339 D EXULT INC DEL COM 30228410 116 21561 SH SHARED 01 21561 D EXULT INC DEL COM 30228410 0 36 SH SHARED 02 36 D EXULT INC DEL COM 30228410 8 1500 SH SHARED 10 1500 D EYETECH PHARMACEUTICALS INC COM 30229710 60 1400 SH SHARED 1400 D EYETECH PHARMACEUTICALS INC COM 30229710 17 400 SH SHARED 01 400 D EYETECH PHARMACEUTICALS INC COM 30229710 81 1904 SH SHARED 02 1904 D EZCORP INC CL A NON VTG 30230110 542 54676 SH SHARED 02 54676 D EXXON MOBIL CORP COM 30231G10 1148 25870 SH SHARED 25840 30 D EXXON MOBIL CORP COM 30231G10 1637740 36877744 SH SHARED 36380792 496952 D EXXON MOBIL CORP COM 30231G10 661933 14905057 SH SHARED 01 6127679 25718 8751660 D EXXON MOBIL CORP COM 30231G10 167434 3770187 SH SHR/OTHR 01 347641 3422546 D EXXON MOBIL CORP COM 30231G10 161642 3639767 SH SHARED 02 3639767 D EXXON MOBIL CORP COM 30231G10 19649 442458 SH SHARED 03 442458 D EXXON MOBIL CORP COM 30231G10 38907 876100 SH SHARED 04 876100 D EXXON MOBIL CORP COM 30231G10 117312 2641571 SH SHARED 05 1505285 1136286 D EXXON MOBIL CORP COM 30231G10 14870 334855 SH SHARED 06 312755 22100 D EXXON MOBIL CORP COM 30231G10 6772 152506 SH SHARED 07 152506 D EXXON MOBIL CORP COM 30231G10 6848 154200 SH SHARED 09 154200 D EXXON MOBIL CORP COM 30231G10 407927 9185495 SH SHARED 10 9185495 D EXXON MOBIL CORP COM 30231G10 13822 311247 SH SHARED 14 311247 D FBL FINL GROUP INC CL A 30239F10 336 11900 SH SHARED 11900 D FBL FINL GROUP INC CL A 30239F10 24 860 SH SHARED 02 860 D FBL FINL GROUP INC CL A 30239F10 19 700 SH SHARED 10 700 D FEI CO NOTE 6/1 30241LAD 991 940000 PRN SHARED 940000 D FEI CO COM 30241L10 947 39631 SH SHARED 39631 D FEI CO COM 30241L10 272 11394 SH SHARED 01 11394 D FEI CO COM 30241L10 239 10034 SH SHARED 02 10034 D FFLC BANCORP INC COM 30242W10 161 6424 SH SHARED 02 6424 D FLIR SYS INC COM 30244510 98 1800 SH SHARED 01 1800 D FLIR SYS INC COM 30244510 1736 31636 SH SHARED 02 31636 D FLIR SYS INC COM 30244510 192 3500 SH SHARED 06 3500 D FMC TECHNOLOGIES INC COM 30249U10 1745 60613 SH SHARED 60613 D FMC TECHNOLOGIES INC COM 30249U10 21272 738625 SH SHARED 01 700825 5800 32000 D FMC TECHNOLOGIES INC COM 30249U10 3545 123113 SH SHARED 02 123113 D FMC TECHNOLOGIES INC COM 30249U10 13598 472170 SH SHARED 10 472170 D F M C CORP COM NEW 30249130 543 12600 SH SHARED 12600 D F M C CORP COM NEW 30249130 2800 64967 SH SHARED 64967 D F M C CORP COM NEW 30249130 6806 157891 SH SHARED 01 157891 D F M C CORP COM NEW 30249130 370 8586 SH SHARED 02 8586 D F M C CORP COM NEW 30249130 5431 126000 SH SHARED 10 126000 D FMS FINL CORP COM 30250910 91 5372 SH SHARED 02 5372 D F N B CORP N C COM 30251910 136 7021 SH SHARED 02 7021 D FNB CORP PA COM 30252010 981 48106 SH SHARED 48106 D FNB CORP PA COM 30252010 68 3340 SH SHARED 01 2508 832 D FNB CORP PA COM 30252010 26 1290 SH SHARED 02 1290 D FNX MNG CO INC COM 30253R10 4730 1000000 SH SHARED 10 1000000 D FPIC INS GROUP INC COM 30256310 439 17785 SH SHARED 17785 D FPIC INS GROUP INC COM 30256310 61 2500 SH SHARED 01 2500 D FPIC INS GROUP INC COM 30256310 891 36100 SH SHARED 02 36100 D FPL GROUP INC COM 30257110 204 3200 SH SHARED 3200 D FPL GROUP INC COM 30257110 43489 680052 SH SHARED 668052 12000 D FPL GROUP INC COM 30257110 45338 708961 SH SHARED 01 164030 4800 540131 D FPL GROUP INC COM 30257110 4509 70517 SH SHR/OTHR 01 2650 67867 D FPL GROUP INC COM 30257110 6613 103421 SH SHARED 02 103421 D FPL GROUP INC COM 30257110 1765 27600 SH SHARED 04 27600 D FPL GROUP INC COM 30257110 23260 363732 SH SHARED 05 241631 122101 D FPL GROUP INC COM 30257110 227 3550 SH SHARED 06 3550 D FPL GROUP INC COM 30257110 1209 18907 SH SHARED 07 18907 D FPL GROUP INC COM 30257110 1611 25200 SH SHARED 09 25200 D FPL GROUP INC COM 30257110 54687 855155 SH SHARED 10 855155 D FPL GROUP INC COM 30257110 204 3200 SH SHARED 14 3200 D FSI INTL INC COM 30263310 643 82890 SH SHARED 82890 D FSI INTL INC COM 30263310 103 13293 SH SHARED 01 13293 D FX ENERGY INC COM 30269510 227 25500 SH SHARED 25500 D F N B CORP VA COM 30293010 201 7000 SH SHARED 7000 D F N B CORP VA COM 30293010 38 1352 SH SHARED 02 1352 D FTI CONSULTING INC COM 30294110 867 52566 SH SHARED 52566 D FTI CONSULTING INC COM 30294110 1479 89650 SH SHARED 01 89650 D FTI CONSULTING INC COM 30294110 505 30644 SH SHARED 02 30644 D FTI CONSULTING INC COM 30294110 8976 544000 SH SHARED 10 544000 D FACTSET RESH SYS INC COM 30307510 976 20665 SH SHARED 20665 D FACTSET RESH SYS INC COM 30307510 34 735 SH SHARED 01 735 D FACTSET RESH SYS INC COM 30307510 8 174 SH SHARED 02 174 D FAIR ISAAC CORP COM 30325010 63 1900 SH SHARED 1900 D FAIR ISAAC CORP COM 30325010 1902 56996 SH SHARED 56996 D FAIR ISAAC CORP COM 30325010 842 25236 SH SHARED 01 24974 262 D FAIR ISAAC CORP COM 30325010 91 2732 SH SHR/OTHR 01 2732 D FAIR ISAAC CORP COM 30325010 1906 57108 SH SHARED 02 57108 D FAIRCHILD CORP CL A 30369810 35 8254 SH SHARED 8254 D FAIRCHILD CORP CL A 30369810 8 2046 SH SHARED 01 2046 D FAIRCHILD CORP CL A 30369810 71 16711 SH SHARED 02 16711 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 40 2500 SH SHARED 2500 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 3668 224118 SH SHARED 224118 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 5340 326255 SH SHARED 01 326255 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 6947 424419 SH SHARED 02 424419 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 1854 113300 SH SHARED 10 113300 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 103 607 SH SHARED 607 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 17 100 SH SHARED 01 100 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 939 5514 SH SHARED 02 5514 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 17 100 SH SHARED 06 100 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 17 100 SH SHARED 10 100 D FAIRMONT HOTELS RESORTS INC NOTE 3.750%12/0 305204AB 37099 36660000 PRN SHARED 36660000 D FAIRMONT HOTELS RESORTS INC COM 30520410 4017 149075 SH SHARED 149075 D FAIRMONT HOTELS RESORTS INC COM 30520410 281 10455 SH SHARED 01 10455 D FAIRMONT HOTELS RESORTS INC COM 30520410 15 562 SH SHR/OTHR 01 562 D FAIRMONT HOTELS RESORTS INC COM 30520410 1088 40391 SH SHARED 02 40391 D FAIRMONT HOTELS RESORTS INC COM 30520410 2 77 SH SHARED 05 77 D FAIRMONT HOTELS RESORTS INC COM 30520410 2261 83901 SH SHARED 10 83901 D FALCONSTOR SOFTWARE INC COM 30613710 194 25200 SH SHARED 25200 D FALCONSTOR SOFTWARE INC COM 30613710 164 21266 SH SHARED 02 21266 D FAMILY DLR STORES INC COM 30700010 18783 617479 SH SHARED 568354 49125 D FAMILY DLR STORES INC COM 30700010 34174 1123422 SH SHARED 01 697991 1000 424431 D FAMILY DLR STORES INC COM 30700010 115 3800 SH SHR/OTHR 01 3800 D FAMILY DLR STORES INC COM 30700010 3137 103133 SH SHARED 02 103133 D FAMILY DLR STORES INC COM 30700010 33 1113 SH SHARED 05 1113 D FAMILY DLR STORES INC COM 30700010 3857 126800 SH SHARED 06 126800 D FAMILY DLR STORES INC COM 30700010 21076 692864 SH SHARED 10 692864 D FAMILY DLR STORES INC COM 30700010 38 1272 SH SHARED 14 1272 D FAMOUS DAVES AMER INC COM 30706810 97 12730 SH SHARED 12730 D FAMOUS DAVES AMER INC COM 30706810 24 3156 SH SHARED 01 3156 D FARGO ELECTRONICS INC COM 30744P10 721 64884 SH SHARED 64884 D FARGO ELECTRONICS INC COM 30744P10 108 9797 SH SHARED 01 9797 D FARGO ELECTRONICS INC COM 30744P10 630 56710 SH SHARED 02 56710 D FARMER BROS CO COM 30767510 169 6300 SH SHARED 6300 D FARMER BROS CO COM 30767510 26 1000 SH SHARED 01 1000 D FARMER BROS CO COM 30767510 1 58 SH SHARED 02 58 D FARMERS CAP BK CORP COM 30956210 203 5700 SH SHARED 5700 D FARMERS CAP BK CORP COM 30956210 7 200 SH SHARED 01 200 D FARMERS CAP BK CORP COM 30956210 26 747 SH SHARED 02 747 D FARO TECHNOLOGIES INC COM 31164210 288 11250 SH SHARED 11250 D FARO TECHNOLOGIES INC COM 31164210 7 300 SH SHARED 02 300 D FASTENAL CO COM 31190010 10585 186270 SH SHARED 186270 D FASTENAL CO COM 31190010 1247 21954 SH SHARED 01 21954 D FASTENAL CO COM 31190010 1519 26735 SH SHARED 02 26735 D FASTENAL CO COM 31190010 579 10200 SH SHARED 10 10200 D FEDDERS CORP COM NEW 31313550 187 43002 SH SHARED 43002 D FEDDERS CORP COM NEW 31313550 40 9198 SH SHARED 01 9198 D FEDERAL AGRIC MTG CORP CL C 31314830 709 29659 SH SHARED 29659 D FEDERAL AGRIC MTG CORP CL C 31314830 72 3028 SH SHARED 01 3028 D FEDERAL AGRIC MTG CORP CL C 31314830 0 8 SH SHARED 02 8 D FEDERAL HOME LN MTG CORP COM 31340030 186812 2951226 SH SHARED 2918401 32825 D FEDERAL HOME LN MTG CORP COM 31340030 56300 889428 SH SHARED 01 613746 275682 D FEDERAL HOME LN MTG CORP COM 31340030 1595 25200 SH SHR/OTHR 01 3100 22100 D FEDERAL HOME LN MTG CORP COM 31340030 32737 517184 SH SHARED 02 517184 D FEDERAL HOME LN MTG CORP COM 31340030 205 3250 SH SHARED 05 600 2650 D FEDERAL HOME LN MTG CORP COM 31340030 5383 85053 SH SHARED 06 83953 1100 D FEDERAL HOME LN MTG CORP COM 31340030 63 1000 SH SHARED 07 1000 D FEDERAL HOME LN MTG CORP COM 31340030 535279 8456228 SH SHARED 10 8456228 D FEDERAL HOME LN MTG CORP COM 31340030 18567 293325 SH SHARED 14 293325 D FEDERAL NATL MTG ASSN COM 31358610 383357 5372165 SH SHARED 5277913 94252 D FEDERAL NATL MTG ASSN COM 31358610 141833 1987579 SH SHARED 01 843155 900 1143524 D FEDERAL NATL MTG ASSN COM 31358610 10368 145303 SH SHR/OTHR 01 4700 140603 D FEDERAL NATL MTG ASSN COM 31358610 41610 583111 SH SHARED 02 583111 D FEDERAL NATL MTG ASSN COM 31358610 1926 27000 SH SHARED 03 27000 D FEDERAL NATL MTG ASSN COM 31358610 10554 147900 SH SHARED 04 147900 D FEDERAL NATL MTG ASSN COM 31358610 19919 279144 SH SHARED 05 173272 105872 D FEDERAL NATL MTG ASSN COM 31358610 10007 140236 SH SHARED 06 138936 1300 D FEDERAL NATL MTG ASSN COM 31358610 936 13125 SH SHARED 07 13125 D FEDERAL NATL MTG ASSN COM 31358610 1177 16500 SH SHARED 09 16500 D FEDERAL NATL MTG ASSN COM 31358610 501991 7034634 SH SHARED 10 7034634 D FEDERAL NATL MTG ASSN COM 31358610 9717 136178 SH SHARED 14 136178 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 149 3606 SH SHARED 3606 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 174 4194 SH SHARED 01 4194 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 218 5251 SH SHARED 02 5251 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 12626 303600 SH SHARED 10 303600 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 129943 3124400 SH SHARED 11 3124400 D FEDERAL SIGNAL CORP COM 31385510 1197 64333 SH SHARED 64333 D FEDERAL SIGNAL CORP COM 31385510 228 12300 SH SHARED 01 12300 D FEDERAL SIGNAL CORP COM 31385510 6 333 SH SHR/OTHR 01 333 D FEDERAL SIGNAL CORP COM 31385510 323 17386 SH SHARED 02 17386 D FEDERATED DEPT STORES INC DE COM 31410H10 37606 765925 SH SHARED 765925 D FEDERATED DEPT STORES INC DE COM 31410H10 4915 100113 SH SHARED 01 47479 52634 D FEDERATED DEPT STORES INC DE COM 31410H10 7838 159643 SH SHARED 02 159643 D FEDERATED DEPT STORES INC DE COM 31410H10 26 545 SH SHARED 05 545 D FEDERATED DEPT STORES INC DE COM 31410H10 716 14587 SH SHARED 06 14587 D FEDERATED DEPT STORES INC DE COM 31410H10 69048 1406279 SH SHARED 10 1406279 D FEDERATED DEPT STORES INC DE COM 31410H10 1576 32113 SH SHARED 14 32113 D FEDERATED INVS INC PA CL B 31421110 45 1500 SH SHARED 1500 D FEDERATED INVS INC PA CL B 31421110 26180 862911 SH SHARED 862911 D FEDERATED INVS INC PA CL B 31421110 1956 64502 SH SHARED 01 64502 D FEDERATED INVS INC PA CL B 31421110 1509 49740 SH SHARED 02 49740 D FEDERATED INVS INC PA CL B 31421110 1115 36778 SH SHARED 10 36778 D FEDEX CORP COM 31428X10 89586 1096663 SH SHARED 1095663 1000 D FEDEX CORP COM 31428X10 30303 370961 SH SHARED 01 184175 186786 D FEDEX CORP COM 31428X10 2317 28370 SH SHR/OTHR 01 2170 26200 D FEDEX CORP COM 31428X10 20042 245354 SH SHARED 02 245354 D FEDEX CORP COM 31428X10 124 1527 SH SHARED 05 200 1327 D FEDEX CORP COM 31428X10 1165 14268 SH SHARED 06 13768 500 D FEDEX CORP COM 31428X10 88561 1084120 SH SHARED 10 1084120 D FEDEX CORP COM 31428X10 187 2300 SH SHARED 14 2300 D FELCOR LODGING TR INC COM 31430F10 1083 89581 SH SHARED 89581 D FELCOR LODGING TR INC COM 31430F10 1138 94109 SH SHARED 01 94109 D FELCOR LODGING TR INC COM 31430F10 109 9008 SH SHARED 02 9008 D FELCOR LODGING TR INC COM 31430F10 977 80800 SH SHARED 10 80800 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 3087 130000 SH SHARED 130000 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 950 40000 SH SHARED 01 40000 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 677 31555 SH SHARED 31555 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 14 683 SH SHARED 01 683 D FERRO CORP COM 31540510 1881 70503 SH SHARED 70503 D FERRO CORP COM 31540510 376 14098 SH SHARED 01 14098 D FERRO CORP COM 31540510 278 10436 SH SHARED 02 10436 D F5 NETWORKS INC COM 31561610 879 33200 SH SHARED 33200 D F5 NETWORKS INC COM 31561610 3137 118500 SH SHARED 01 111600 6900 D F5 NETWORKS INC COM 31561610 9 340 SH SHARED 02 340 D F5 NETWORKS INC COM 31561610 436 16500 SH SHARED 10 16500 D FIAT S P A SP ADR ORD NEW 31562188 319 37760 SH SHARED 37760 D FIAT S P A SP ADR ORD NEW 31562188 63 7540 SH SHARED 01 7540 D FIAT S P A SP ADR ORD NEW 31562188 490 58045 SH SHARED 02 58045 D FIDELITY BANKSHARES INC NEW COM 31604Q10 572 16157 SH SHARED 16157 D FIDELITY BANKSHARES INC NEW COM 31604Q10 6002 169331 SH SHARED 01 77931 91400 D FIDELITY BANKSHARES INC NEW COM 31604Q10 114 3231 SH SHARED 02 3231 D FIDELITY BANKSHARES INC NEW COM 31604Q10 343 9700 SH SHARED 05 9700 D FIDELITY BANKSHARES INC NEW COM 31604Q10 191 5400 SH SHARED 10 5400 D FIDELITY NATL FINL INC COM 31632610 8556 229139 SH SHARED 229139 D FIDELITY NATL FINL INC COM 31632610 4167 111618 SH SHARED 01 111572 46 D FIDELITY NATL FINL INC COM 31632610 5639 151029 SH SHARED 02 151029 D FIDELITY NATL FINL INC COM 31632610 261 6994 SH SHARED 06 6994 D FIDELITY NATL FINL INC COM 31632610 41 1100 SH SHARED 14 1100 D FIFTH THIRD BANCORP COM 31677310 75581 1405377 SH SHARED 1405377 D FIFTH THIRD BANCORP COM 31677310 12697 236097 SH SHARED 01 101134 134963 D FIFTH THIRD BANCORP COM 31677310 713 13265 SH SHR/OTHR 01 13265 D FIFTH THIRD BANCORP COM 31677310 17539 326137 SH SHARED 02 326137 D FIFTH THIRD BANCORP COM 31677310 1844 34300 SH SHARED 03 34300 D FIFTH THIRD BANCORP COM 31677310 651 12108 SH SHARED 05 10400 1708 D FIFTH THIRD BANCORP COM 31677310 485 9019 SH SHARED 06 8219 800 D FIFTH THIRD BANCORP COM 31677310 43 800 SH SHARED 07 800 D FIFTH THIRD BANCORP COM 31677310 16121 299763 SH SHARED 10 299763 D FIFTH THIRD BANCORP COM 31677310 2369 44050 SH SHARED 14 44050 D FILENET CORP COM 31686910 1265 40091 SH SHARED 40091 D FILENET CORP COM 31686910 3046 96500 SH SHARED 01 96500 D FILENET CORP COM 31686910 1 36 SH SHARED 02 36 D FILENET CORP COM 31686910 789 25000 SH SHARED 10 25000 D FINANCIAL FED CORP COM 31749210 839 23798 SH SHARED 23798 D FINANCIAL FED CORP COM 31749210 29 850 SH SHARED 01 850 D FINANCIAL FED CORP COM 31749210 8 229 SH SHARED 02 229 D FINANCIAL INDS CORP COM 31757410 104 11287 SH SHARED 02 11287 D FINANCIAL INSTNS INC COM 31758540 197 8114 SH SHARED 8114 D FINANCIAL INSTNS INC COM 31758540 2 102 SH SHARED 01 102 D FINANCIAL INSTNS INC COM 31758540 54 2248 SH SHARED 02 2248 D FINDWHAT COM COM 31779410 1838 79435 SH SHARED 79435 D FINDWHAT COM COM 31779410 2070 89465 SH SHARED 01 89465 D FINDWHAT COM COM 31779410 50 2187 SH SHARED 02 2187 D FINISAR NOTE 5.250%10/1 31787AAC 2940 3000000 PRN SHARED 3000000 D FINISAR NOTE 2.500%10/1 31787AAF 1405 1567000 PRN SHARED 1567000 D FINISAR NOTE 2.500%10/1 31787AAF 304 340000 PRN SHARED 02 340000 D FINISAR COM 31787A10 534 270120 SH SHARED 270120 D FINISAR COM 31787A10 32 16412 SH SHARED 01 16412 D FINISAR COM 31787A10 7 4006 SH SHARED 02 4006 D FINLAY ENTERPRISES INC COM NEW 31788420 20 1093 SH SHARED 1093 D FINLAY ENTERPRISES INC COM NEW 31788420 160 8509 SH SHARED 02 8509 D FINISH LINE INC CL A 31792310 208 6900 SH SHARED 6900 D FINISH LINE INC CL A 31792310 1398 46370 SH SHARED 46370 D FINISH LINE INC CL A 31792310 1070 35494 SH SHARED 01 35494 D FINISH LINE INC CL A 31792310 109 3633 SH SHARED 02 3633 D FINISH LINE INC CL A 31792310 24 800 SH SHARED 10 800 D FIRST ADVANTAGE CORP CL A 31845F10 58 3100 SH SHARED 3100 D FIRST ACCEPTANCE CORP COM 31845710 186 26612 SH SHARED 26612 D FIRST ACCEPTANCE CORP COM 31845710 12 1788 SH SHARED 01 1788 D FIRST ALBANY COS INC COM 31846510 125 12549 SH SHARED 02 12549 D FIRST AMERN CORP CALIF COM 31852230 152 5900 SH SHARED 5900 D FIRST AMERN CORP CALIF COM 31852230 6194 239248 SH SHARED 239248 D FIRST AMERN CORP CALIF COM 31852230 7004 270560 SH SHARED 01 256560 14000 D FIRST AMERN CORP CALIF COM 31852230 1093 42220 SH SHARED 02 42220 D FIRST BANCORP P R COM 31867210 1612 39567 SH SHARED 39567 D FIRST BANCORP P R COM 31867210 159 3911 SH SHARED 01 3911 D FIRST BANCORP P R COM 31867210 19 487 SH SHARED 02 487 D FIRST BANCORP N C COM 31891010 239 7167 SH SHARED 7167 D FIRST BANCORP N C COM 31891010 30 917 SH SHARED 02 917 D FIRST BUSEY CORP COM 31938310 254 8700 SH SHARED 8700 D FIRST BUSEY CORP COM 31938310 43 1481 SH SHARED 02 1481 D FIRST CASH FINL SVCS INC COM 31942D10 438 20583 SH SHARED 20583 D FIRST CASH FINL SVCS INC COM 31942D10 30 1415 SH SHARED 01 1415 D FIRST CASH FINL SVCS INC COM 31942D10 14 700 SH SHARED 02 700 D FIRST CHARTER CORP COM 31943910 630 28934 SH SHARED 28934 D FIRST CHARTER CORP COM 31943910 40 1881 SH SHARED 01 1881 D FIRST CHARTER CORP COM 31943910 129 5959 SH SHARED 02 5959 D FIRST CHARTER CORP COM 31943910 34 1600 SH SHARED 10 1600 D FIRST CTZNS BANC CORP COM NO PAR 31945920 134 6495 SH SHARED 02 6495 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 793 6505 SH SHARED 6505 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 45 377 SH SHARED 01 377 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 127 1044 SH SHR/OTHR 01 1044 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 165 1357 SH SHARED 02 1357 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 10 90 SH SHARED 10 90 D FIRST COMWLTH FINL CORP PA COM 31982910 1076 83002 SH SHARED 83002 D FIRST COMWLTH FINL CORP PA COM 31982910 106 8185 SH SHARED 01 8185 D FIRST COMWLTH FINL CORP PA COM 31982910 75 5792 SH SHARED 02 5792 D FIRST COMWLTH FINL CORP PA COM 31982910 42 3300 SH SHARED 10 3300 D FIRST CMNTY BANCSHARES INC N COM 31983A10 321 9600 SH SHARED 9600 D FIRST CMNTY BANCSHARES INC N COM 31983A10 22 661 SH SHARED 02 661 D FIRST CMNTY BANCORP CALIF COM 31983B10 534 13910 SH SHARED 13910 D FIRST CMNTY BANCORP CALIF COM 31983B10 487 12682 SH SHARED 01 12682 D FIRST CMNTY BANCORP CALIF COM 31983B10 44 1166 SH SHARED 02 1166 D FIRST CONSULTING GROUP INC COM 31986R10 67 12165 SH SHARED 12165 D FIRST CONSULTING GROUP INC COM 31986R10 16 2922 SH SHARED 01 2922 D FIRST CONSULTING GROUP INC COM 31986R10 150 27224 SH SHARED 02 27224 D FIRST FED CAP CORP COM 31996010 744 26767 SH SHARED 26767 D FIRST FED CAP CORP COM 31996010 54 1964 SH SHARED 01 1964 D FIRST FED CAP CORP COM 31996010 71 2572 SH SHARED 02 2572 D FIRST FED CAP CORP COM 31996010 7333 263500 SH SHARED 10 263500 D FIRST DATA CORP COM 31996310 152695 3429824 SH SHARED 3417624 12200 D FIRST DATA CORP COM 31996310 92827 2085085 SH SHARED 01 1023220 1750 1060115 D FIRST DATA CORP COM 31996310 8395 188570 SH SHR/OTHR 01 5800 182770 D FIRST DATA CORP COM 31996310 25667 576539 SH SHARED 02 576539 D FIRST DATA CORP COM 31996310 1798 40400 SH SHARED 03 40400 D FIRST DATA CORP COM 31996310 58717 1318900 SH SHARED 04 1318900 D FIRST DATA CORP COM 31996310 174 3913 SH SHARED 05 919 2994 D FIRST DATA CORP COM 31996310 5478 123049 SH SHARED 06 120908 2141 D FIRST DATA CORP COM 31996310 97485 2189706 SH SHARED 10 2189706 D FIRST DATA CORP COM 31996310 1055 23700 SH SHARED 14 23700 D FIRST DEFIANCE FINL CORP COM 32006W10 13 600 SH SHARED 600 D FIRST DEFIANCE FINL CORP COM 32006W10 154 6993 SH SHARED 02 6993 D FIRST FED BANCSHARES ARK INC COM 32020F10 12 642 SH SHARED 642 D FIRST FED BANCSHARES ARK INC COM 32020F10 3 158 SH SHARED 01 158 D FIRST FINL BANKSHARES COM 32020R10 545 13000 SH SHARED 13000 D FIRST FINL BANKSHARES COM 32020R10 96 2300 SH SHARED 01 2300 D FIRST FINL BANKSHARES COM 32020R10 102 2447 SH SHARED 02 2447 D FIRST FINL BANKSHARES COM 32020R10 96 2300 SH SHARED 10 2300 D FIRST FINL BANCORP OH COM 32020910 592 33439 SH SHARED 33439 D FIRST FINL BANCORP OH COM 32020910 19 1074 SH SHARED 01 1074 D FIRST FINL BANCORP OH COM 32020910 12 718 SH SHARED 02 718 D FIRST FINL CORP IND COM 32021810 416 13000 SH SHARED 13000 D FIRST FINL CORP IND COM 32021810 92 2876 SH SHARED 02 2876 D FIRST FINL CORP IND COM 32021810 28 900 SH SHARED 10 900 D FIRST FINL SVC CORP COM 32022D10 109 4486 SH SHARED 02 4486 D FIRST FINL HLDGS INC COM 32023910 515 17887 SH SHARED 17887 D FIRST FINL HLDGS INC COM 32023910 64 2235 SH SHARED 01 2235 D FIRST FINL HLDGS INC COM 32023910 99 3463 SH SHARED 02 3463 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 30818 1630584 SH SHARED 1630584 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 2640 139700 SH SHARED 01 139700 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 253 13396 SH SHARED 02 13396 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 508 26900 SH SHARED 10 26900 D FIRST HORIZON NATL CORP COM 32051710 14057 309170 SH SHARED 309170 D FIRST HORIZON NATL CORP COM 32051710 1285 28271 SH SHARED 01 24471 3800 D FIRST HORIZON NATL CORP COM 32051710 2994 65863 SH SHARED 02 65863 D FIRST HORIZON NATL CORP COM 32051710 15 335 SH SHARED 05 335 D FIRST HORIZON NATL CORP COM 32051710 45 1000 SH SHARED 06 1000 D FIRST HORIZON NATL CORP COM 32051710 16026 352471 SH SHARED 10 352471 D FIRST HORIZON NATL CORP COM 32051710 42 931 SH SHARED 14 931 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 1447 39241 SH SHARED 39241 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 2333 63275 SH SHARED 01 54025 9250 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 272 7400 SH SHR/OTHR 01 4100 3300 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 244 6638 SH SHARED 02 6638 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 13634 369700 SH SHARED 10 369700 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 55994 1518300 SH SHARED 11 1518300 D FIRST IND CORP COM 32054R10 280 14695 SH SHARED 14695 D FIRST IND CORP COM 32054R10 30 1612 SH SHARED 01 1612 D FIRST IND CORP COM 32054R10 36 1937 SH SHARED 02 1937 D FIRST ISRAEL FD INC COM 32063L10 30 2299 SH SHARED 2299 D FIRST LONG IS CORP COM 32073410 152 3300 SH SHARED 3300 D FIRST LONG IS CORP COM 32073410 29 639 SH SHARED 02 639 D FIRST M & F CORP COM 32074410 169 5434 SH SHARED 02 5434 D FIRST MARBLEHEAD CORP COM 32077110 17 425 SH SHARED 425 D FIRST MARBLEHEAD CORP COM 32077110 14190 352475 SH SHARED 01 352300 175 D FIRST MARBLEHEAD CORP COM 32077110 24 604 SH SHR/OTHR 01 604 D FIRST MARBLEHEAD CORP COM 32077110 72 1800 SH SHARED 02 1800 D FIRST MARBLEHEAD CORP COM 32077110 42454 1054500 SH SHARED 10 1054500 D FIRST MERCHANTS CORP COM 32081710 588 22659 SH SHARED 22659 D FIRST MERCHANTS CORP COM 32081710 39 1513 SH SHARED 01 1513 D FIRST MERCHANTS CORP COM 32081710 87 3372 SH SHARED 02 3372 D FIRST MIDWEST BANCORP DEL COM 32086710 1559 44300 SH SHARED 44300 D FIRST MIDWEST BANCORP DEL COM 32086710 100 2853 SH SHARED 01 2853 D FIRST MIDWEST BANCORP DEL COM 32086710 52 1490 SH SHARED 02 1490 D FIRST HEALTH GROUP CORP COM 32096010 10453 669655 SH SHARED 669655 D FIRST HEALTH GROUP CORP COM 32096010 732 46918 SH SHARED 01 46918 D FIRST HEALTH GROUP CORP COM 32096010 494 31663 SH SHARED 02 31663 D FIRST NATL BANKSHRS FL INC N COM 32110010 863 45553 SH SHARED 45553 D FIRST NATL BANKSHRS FL INC N COM 32110010 47 2518 SH SHARED 01 1661 857 D FIRST NATL BANKSHRS FL INC N COM 32110010 1 78 SH SHARED 02 78 D FIRST NATL LINCOLN CORP ME COM 33571610 1 100 SH SHARED 100 D FIRST NIAGARA FINL GP INC COM 33582V10 1015 84637 SH SHARED 84637 D FIRST NIAGARA FINL GP INC COM 33582V10 7296 608037 SH SHARED 01 575737 32300 D FIRST NIAGARA FINL GP INC COM 33582V10 177 14766 SH SHARED 02 14766 D FIRST NIAGARA FINL GP INC COM 33582V10 2833 236162 SH SHARED 10 236162 D FIRST OAK BROOK BANCSHARES I COM 33584720 190 6300 SH SHARED 6300 D FIRST OAK BROOK BANCSHARES I COM 33584720 21 702 SH SHARED 02 702 D FIRST POTOMAC RLTY TR COM 33610F10 5097 265900 SH SHARED 11 265900 D FIRST PL FINL CORP COM 33610T10 210 11300 SH SHARED 11300 D FIRST PL FINL CORP COM 33610T10 41 2249 SH SHARED 02 2249 D FIRST REP BK SAN FRANCISCO COM 33615810 555 12900 SH SHARED 12900 D FIRST REP BK SAN FRANCISCO COM 33615810 762 17700 SH SHARED 01 17700 D FIRST REP BK SAN FRANCISCO COM 33615810 16 377 SH SHARED 02 377 D FIRST REP BK SAN FRANCISCO COM 33615810 762 17700 SH SHARED 10 17700 D FIRST SENTINEL BANCORP INC COM 33640T10 1096 53353 SH SHARED 53353 D FIRST SENTINEL BANCORP INC COM 33640T10 1458 70952 SH SHARED 01 70952 D FIRST SENTINEL BANCORP INC COM 33640T10 50 2435 SH SHARED 02 2435 D FIRST SENTINEL BANCORP INC COM 33640T10 1442 70200 SH SHARED 10 70200 D FIRST ST BANCORPORATION COM 33645310 225 7300 SH SHARED 7300 D FIRST ST BANCORPORATION COM 33645310 23 758 SH SHARED 02 758 D FIRST SOUTH BANCORP INC VA COM 33646W10 155 6940 SH SHARED 02 6940 D 1ST SOURCE CORP COM 33690110 278 11200 SH SHARED 11200 D 1ST SOURCE CORP COM 33690110 108 4373 SH SHARED 02 4373 D 1ST SOURCE CORP COM 33690110 29 1170 SH SHARED 10 1170 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 154 10000 SH SHARED 01 10000 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 592 187423 SH SHARED 187423 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 43 13659 SH SHARED 01 13659 D FIRST UN REAL EST EQ&MTG INV PFD CONV SER A 33740030 1412 58050 SH SHARED 58050 D FIRST UTD CORP COM 33741H10 267 13741 SH SHARED 02 13741 D FIRSTBANK CORP MICH COM 33761G10 235 8111 SH SHARED 02 8111 D FIRST YRS INC COM 33761010 32 1755 SH SHARED 1755 D FISERV INC COM 33773810 42596 1095315 SH SHARED 1095315 D FISERV INC COM 33773810 12656 325447 SH SHARED 01 222837 102610 D FISERV INC COM 33773810 38 1000 SH SHR/OTHR 01 1000 D FISERV INC COM 33773810 6146 158044 SH SHARED 02 158044 D FISERV INC COM 33773810 26 677 SH SHARED 05 200 477 D FISERV INC COM 33773810 64 1650 SH SHARED 06 1650 D FISERV INC COM 33773810 83862 2156398 SH SHARED 10 2156398 D FISERV INC COM 33773810 1447 37229 SH SHARED 14 37229 D FISHER COMMUNICATIONS INC COM 33775620 307 6100 SH SHARED 6100 D FISHER COMMUNICATIONS INC COM 33775620 0 4 SH SHARED 02 4 D FIRSTFED FINL CORP COM 33790710 170 4100 SH SHARED 4100 D FIRSTFED FINL CORP COM 33790710 853 20525 SH SHARED 20525 D FIRSTFED FINL CORP COM 33790710 5150 123812 SH SHARED 01 123812 D FIRSTFED FINL CORP COM 33790710 142 3431 SH SHARED 02 3431 D FIRSTFED FINL CORP COM 33790710 11709 281490 SH SHARED 10 281490 D FIRSTMERIT CORP COM 33791510 6642 251900 SH SHARED 251900 D FIRSTMERIT CORP COM 33791510 616 23363 SH SHARED 01 23363 D FIRSTMERIT CORP COM 33791510 759 28808 SH SHARED 02 28808 D FLAGSTAR BANCORP INC COM 33793010 2113 106334 SH SHARED 106334 D FLAGSTAR BANCORP INC COM 33793010 6339 318870 SH SHARED 01 318870 D FLAGSTAR BANCORP INC COM 33793010 49 2482 SH SHARED 02 2482 D FLAGSTAR BANCORP INC COM 33793010 4132 207890 SH SHARED 10 207890 D FIRSTENERGY CORP COM 33793210 50028 1337301 SH SHARED 1337301 D FIRSTENERGY CORP COM 33793210 2345 62704 SH SHARED 01 54358 8346 D FIRSTENERGY CORP COM 33793210 108 2888 SH SHR/OTHR 01 2888 D FIRSTENERGY CORP COM 33793210 6214 166113 SH SHARED 02 166113 D FIRSTENERGY CORP COM 33793210 66 1785 SH SHARED 05 200 1585 D FIRSTENERGY CORP COM 33793210 136 3650 SH SHARED 06 3150 500 D FIRSTENERGY CORP COM 33793210 5551 148402 SH SHARED 10 148402 D FIRSTENERGY CORP COM 33793210 104 2800 SH SHARED 14 2800 D FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW 70552 50359000 PRN SHARED 50359000 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 998 17284 SH SHARED 17284 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 213 3700 SH SHR/OTHR 3700 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 4264 73850 SH SHARED 01 60800 12700 350 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 19191 332328 SH SHARED 02 332328 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 5486 95000 SH SHARED 04 95000 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 10631 184100 SH SHARED 10 184100 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 92 1600 SH SHARED 14 1600 D FIVE STAR QUALITY CARE INC COM 33832D10 0 1 SH SHARED 01 1 D FLAG FINL CORP COM 33832H10 132 10245 SH SHARED 02 10245 D FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 83 3526 SH SHARED 3526 D FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 20 874 SH SHARED 01 874 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 391 15882 SH SHR/OTHR 15882 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 288 11700 SH SHARED 01 11700 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 1477 60000 SH SHARED 04 60000 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 9736 395300 SH SHARED 10 395300 D FLANDERS CORP COM 33849410 215 26024 SH SHARED 26024 D FLANDERS CORP COM 33849410 27 3353 SH SHARED 01 3353 D FLEETWOOD ENTERPRISES INC COM 33909910 892 61340 SH SHARED 61340 D FLEETWOOD ENTERPRISES INC COM 33909910 0 1 SH SHARED 01 1 D FLEETWOOD ENTERPRISES INC COM 33909910 276 19003 SH SHARED 02 19003 D FLEETWOOD ENTERPRISES INC COM 33909910 11100 762900 SH SHARED 10 762900 D FLORIDA BANKS INC COM 34056010 43 2000 SH SHARED 01 2000 D FLORIDA EAST COAST INDS COM 34063210 1110 28727 SH SHARED 28727 D FLORIDA EAST COAST INDS COM 34063210 762 19740 SH SHARED 01 2382 17358 D FLORIDA EAST COAST INDS COM 34063210 154 4000 SH SHR/OTHR 01 4000 D FLORIDA EAST COAST INDS COM 34063210 0 16 SH SHARED 02 16 D FLORIDA ROCK INDS INC COM 34114010 1794 42565 SH SHARED 42565 D FLORIDA ROCK INDS INC COM 34114010 2307 54727 SH SHARED 01 39107 15620 D FLORIDA ROCK INDS INC COM 34114010 189 4500 SH SHR/OTHR 01 1500 3000 D FLORIDA ROCK INDS INC COM 34114010 166 3946 SH SHARED 02 3946 D FLORIDA ROCK INDS INC COM 34114010 8330 197550 SH SHARED 10 197550 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 309 300000 PRN SHARED 06 300000 D FLUOR CORP NEW COM 34341210 15273 320400 SH SHARED 313300 7100 D FLUOR CORP NEW COM 34341210 867 18200 SH SHARED 01 16900 1300 D FLUOR CORP NEW COM 34341210 2872 60259 SH SHARED 02 60259 D FLUOR CORP NEW COM 34341210 16 356 SH SHARED 05 356 D FLUOR CORP NEW COM 34341210 33 700 SH SHARED 06 700 D FLUOR CORP NEW COM 34341210 1573 33010 SH SHARED 10 33010 D FLOWERS FOODS INC COM 34349810 904 34600 SH SHARED 34600 D FLOWERS FOODS INC COM 34349810 5997 229367 SH SHARED 01 229367 D FLOWERS FOODS INC COM 34349810 0 36 SH SHARED 02 36 D FLOWERS FOODS INC COM 34349810 5257 201050 SH SHARED 10 201050 D FLOWSERVE CORP COM 34354P10 1787 71684 SH SHARED 71684 D FLOWSERVE CORP COM 34354P10 5312 213016 SH SHARED 01 213016 D FLOWSERVE CORP COM 34354P10 313 12554 SH SHARED 02 12554 D FLOWSERVE CORP COM 34354P10 0 8 SH SHARED 06 8 D FLOWSERVE CORP COM 34354P10 4983 199800 SH SHARED 10 199800 D FLUSHING FINL CORP COM 34387310 892 50586 SH SHARED 50586 D FLUSHING FINL CORP COM 34387310 124 7032 SH SHARED 01 7032 D FLUSHING FINL CORP COM 34387310 0 32 SH SHARED 02 32 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 569 12417 SH SHARED 11767 650 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 14050 306511 SH SHARED 01 306511 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1677 36600 SH SHARED 04 36600 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 3830 83552 SH SHARED 05 83552 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2803 61151 SH SHARED 09 61151 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 24372 531691 SH SHARED 10 531691 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2117 46191 SH SHARED 12 46191 D FOOT LOCKER INC COM 34484910 135 5548 SH SHARED 5048 500 D FOOT LOCKER INC COM 34484910 486 20000 SH SHR/OTHR 20000 D FOOT LOCKER INC COM 34484910 4051 166452 SH SHARED 01 166452 D FOOT LOCKER INC COM 34484910 73 3000 SH SHR/OTHR 01 3000 D FOOT LOCKER INC COM 34484910 2598 106777 SH SHARED 02 106777 D FOOT LOCKER INC COM 34484910 979 40240 SH SHARED 10 40240 D FOOTHILL INDPT BANCORP COM 34490510 153 7323 SH SHARED 02 7323 D FORBES MEDI-TECH INC COM 34490710 64 25000 SH SHR/OTHR 25000 D FORBES MEDI-TECH INC COM 34490710 38 15200 SH SHARED 02 15200 D FORD MTR CO DEL COM PAR $0.01 34537086 544 34800 SH SHARED 34800 D FORD MTR CO DEL COM PAR $0.01 34537086 142872 9129204 SH SHARED 9126004 3200 D FORD MTR CO DEL COM PAR $0.01 34537086 4036 257915 SH SHARED 01 245848 12067 D FORD MTR CO DEL COM PAR $0.01 34537086 1049 67039 SH SHR/OTHR 01 67039 D FORD MTR CO DEL COM PAR $0.01 34537086 22232 1420622 SH SHARED 02 1420622 D FORD MTR CO DEL COM PAR $0.01 34537086 1352 86393 SH SHARED 05 1400 84993 D FORD MTR CO DEL COM PAR $0.01 34537086 1105 70610 SH SHARED 06 66510 4100 D FORD MTR CO DEL COM PAR $0.01 34537086 57402 3667872 SH SHARED 10 3667872 D FORD MTR CO DEL COM PAR $0.01 34537086 200 12816 SH SHARED 14 12816 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 61331 1120000 SH SHARED 1120000 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 32 600 SH SHARED 01 600 D FORDING CDN COAL TR TR UNIT 34542510 3634 86325 SH SHARED 50325 36000 D FORDING CDN COAL TR TR UNIT 34542510 57 1373 SH SHR/OTHR 01 1373 D FOREST CITY ENTERPRISES INC CL A 34555010 42 802 SH SHARED 802 D FOREST CITY ENTERPRISES INC CL A 34555010 58 1098 SH SHARED 01 1098 D FOREST CITY ENTERPRISES INC CL A 34555010 168 3178 SH SHARED 02 3178 D FOREST LABS INC COM 34583810 28 500 SH SHARED 500 D FOREST LABS INC COM 34583810 95340 1683568 SH SHARED 1668868 14700 D FOREST LABS INC COM 34583810 424 7500 SH SHR/OTHR 7500 D FOREST LABS INC COM 34583810 42484 750215 SH SHARED 01 194585 5140 550490 D FOREST LABS INC COM 34583810 6091 107561 SH SHR/OTHR 01 19021 88540 D FOREST LABS INC COM 34583810 11459 202358 SH SHARED 02 202358 D FOREST LABS INC COM 34583810 1602 28300 SH SHARED 04 28300 D FOREST LABS INC COM 34583810 65 1155 SH SHARED 05 1155 D FOREST LABS INC COM 34583810 1326 23420 SH SHARED 06 23420 D FOREST LABS INC COM 34583810 11361 200619 SH SHARED 10 200619 D FOREST LABS INC COM 34583810 7864 138878 SH SHARED 14 138878 D FOREST OIL CORP COM PAR $0.01 34609170 2240 82021 SH SHARED 82021 D FOREST OIL CORP COM PAR $0.01 34609170 531 19459 SH SHARED 01 19459 D FOREST OIL CORP COM PAR $0.01 34609170 1618 59226 SH SHARED 02 59226 D FORMFACTOR INC COM 34637510 594 26500 SH SHARED 26500 D FORMFACTOR INC COM 34637510 8 400 SH SHARED 02 400 D FORMFACTOR INC COM 34637510 764 34060 SH SHARED 10 34060 D FORRESTER RESH INC COM 34656310 244 13100 SH SHARED 13100 D FORRESTER RESH INC COM 34656310 54 2912 SH SHARED 02 2912 D FORTUNE BRANDS INC COM 34963110 1063 14100 SH SHARED 14100 D FORTUNE BRANDS INC COM 34963110 77004 1020875 SH SHARED 1020875 D FORTUNE BRANDS INC COM 34963110 66508 881721 SH SHARED 01 229817 651904 D FORTUNE BRANDS INC COM 34963110 11473 152112 SH SHR/OTHR 01 22505 129607 D FORTUNE BRANDS INC COM 34963110 9282 123067 SH SHARED 02 123067 D FORTUNE BRANDS INC COM 34963110 44 587 SH SHARED 05 200 387 D FORTUNE BRANDS INC COM 34963110 468 6212 SH SHARED 06 5912 300 D FORTUNE BRANDS INC COM 34963110 4289 56862 SH SHARED 10 56862 D FORTUNE BRANDS INC COM 34963110 1804 23919 SH SHARED 14 23919 D FORWARD AIR CORP COM 34985310 4908 131250 SH SHARED 131250 D FORWARD AIR CORP COM 34985310 1009 27001 SH SHARED 27001 D FORWARD AIR CORP COM 34985310 55 1484 SH SHARED 01 1484 D FORWARD AIR CORP COM 34985310 1 41 SH SHARED 02 41 D FOSSIL INC COM 34988210 117 4300 SH SHARED 4300 D FOSSIL INC COM 34988210 206 7572 SH SHARED 7572 D FOSSIL INC COM 34988210 10866 398772 SH SHARED 01 398572 200 D FOSSIL INC COM 34988210 19 708 SH SHR/OTHR 01 708 D FOSSIL INC COM 34988210 243 8936 SH SHARED 02 8936 D FOSSIL INC COM 34988210 15002 550547 SH SHARED 10 550547 D FOUNDRY NETWORKS INC COM 35063R10 2279 162035 SH SHARED 162035 D FOUNDRY NETWORKS INC COM 35063R10 34123 2425285 SH SHARED 01 2348248 12900 64137 D FOUNDRY NETWORKS INC COM 35063R10 51 3641 SH SHR/OTHR 01 3641 D FOUNDRY NETWORKS INC COM 35063R10 836 59477 SH SHARED 02 59477 D FOUNDRY NETWORKS INC COM 35063R10 33303 2366983 SH SHARED 10 2366983 D 4 KIDS ENTMT INC COM 35086510 379 15855 SH SHARED 15855 D 4 KIDS ENTMT INC COM 35086510 332 13899 SH SHARED 01 13899 D 4 KIDS ENTMT INC COM 35086510 269 11253 SH SHARED 02 11253 D 4 KIDS ENTMT INC COM 35086510 32 1340 SH SHARED 10 1340 D FOUR SEASONS HOTEL INC NOTE 9/2 35100EAD 1127 3500000 PRN SHARED 3500000 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 378 6286 SH SHARED 4086 2200 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 49 814 SH SHARED 01 814 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 640 10638 SH SHARED 02 10638 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 60 1010 SH SHARED 05 1010 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 12 200 SH SHARED 06 200 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 1955 32475 SH SHARED 10 32475 D FOX ENTMT GROUP INC CL A 35138T10 8659 324321 SH SHARED 324321 D FOX ENTMT GROUP INC CL A 35138T10 2474 92683 SH SHARED 01 92683 D FOX ENTMT GROUP INC CL A 35138T10 879 32927 SH SHARED 02 32927 D FOX ENTMT GROUP INC CL A 35138T10 2670 100000 SH SHARED 04 100000 D FOX ENTMT GROUP INC CL A 35138T10 369 13824 SH SHARED 06 13824 D FOX ENTMT GROUP INC CL A 35138T10 566 21200 SH SHARED 14 21200 D FRANCE TELECOM SPONSORED ADR 35177Q10 2186 83190 SH SHARED 83190 D FRANCE TELECOM SPONSORED ADR 35177Q10 634 24155 SH SHARED 01 16610 7545 D FRANKLIN BK CORP DEL COM 35245110 182 11534 SH SHARED 11534 D FRANKLIN BK CORP DEL COM 35245110 3707 234366 SH SHARED 01 203766 30600 D FRANKLIN BK CORP DEL COM 35245110 360 22800 SH SHARED 05 22800 D FRANKLIN BK CORP DEL COM 35245110 3955 250000 SH SHARED 10 250000 D FRANKLIN ELEC INC COM 35351410 580 15330 SH SHARED 15330 D FRANKLIN ELEC INC COM 35351410 1923 50800 SH SHARED 01 50800 D FRANKLIN ELEC INC COM 35351410 0 16 SH SHARED 02 16 D FRANKLIN ELEC INC COM 35351410 1862 49200 SH SHARED 10 49200 D FRANKLIN RES INC NOTE 5/1 354613AC 86613141990000 PRN SHARED 141990000 D FRANKLIN RES INC NOTE 5/1 354613AC 1863 3055000 PRN SHARED 02 3055000 D FRANKLIN RES INC COM 35461310 36878 736394 SH SHARED 734594 1800 D FRANKLIN RES INC COM 35461310 8372 167178 SH SHARED 01 123899 43279 D FRANKLIN RES INC COM 35461310 628 12545 SH SHR/OTHR 01 12545 D FRANKLIN RES INC COM 35461310 7548 150735 SH SHARED 02 150735 D FRANKLIN RES INC COM 35461310 47 949 SH SHARED 05 949 D FRANKLIN RES INC COM 35461310 60 1200 SH SHARED 06 1200 D FRANKLIN RES INC COM 35461310 7515 150066 SH SHARED 10 150066 D FRANKLIN RES INC COM 35461310 80 1600 SH SHARED 14 1600 D FRANKLIN UNVL TR SH BEN INT 35514510 36 6813 SH SHARED 6813 D FREDS INC CL A 35610810 2258 102223 SH SHARED 102223 D FREDS INC CL A 35610810 10177 460725 SH SHARED 01 437725 23000 D FREDS INC CL A 35610810 485 21996 SH SHARED 02 21996 D FREDS INC CL A 35610810 3413 154544 SH SHARED 10 154544 D FREEMARKETS INC COM 35660210 371 56912 SH SHARED 56912 D FREEMARKETS INC COM 35660210 17 2644 SH SHARED 02 2644 D FREEPORT-MCMORAN COPPER & GO NOTE 8.250% 1/3 35671DAF 24376 8311000 PRN SHARED 8311000 D FREEPORT-MCMORAN COPPER & GO NOTE 8.250% 1/3 35671DAF 14 5000 PRN SHARED 01 5000 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 10568 10162000 PRN SHARED 02 10162000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 46483 1402227 SH SHARED 1369227 33000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 7720 232896 SH SHARED 01 76466 630 155800 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 764 23069 SH SHR/OTHR 01 1450 21619 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 3091 93255 SH SHARED 02 93255 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 5469 165000 SH SHARED 04 165000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 322 9727 SH SHARED 05 9727 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 66 2000 SH SHARED 06 1500 500 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 2198 66313 SH SHARED 10 66313 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 41 1246 SH SHARED 14 1246 D FREMONT GEN CORP COM 35728810 1688 95649 SH SHARED 95649 D FREMONT GEN CORP COM 35728810 200 11356 SH SHARED 01 11356 D FREMONT GEN CORP COM 35728810 417 23639 SH SHARED 02 23639 D FREMONT GEN CORP COM 35728810 22 1300 SH SHARED 10 1300 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 35281 1409000 SH SHARED 1404200 4800 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 72 2915 SH SHARED 01 2915 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 11 472 SH SHR/OTHR 01 472 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 1262 50416 SH SHARED 02 50416 D FRESENIUS MED CARE AG SPON ADR PREF 35802920 1059 60000 SH SHARED 02 60000 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 3955 199890 SH SHARED 199890 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 1499 75761 SH SHARED 01 75761 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 59 3000 SH SHR/OTHR 01 3000 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 347 17568 SH SHARED 02 17568 D FRONTIER AIRLINES INC NEW COM 35906510 27 2500 SH SHARED 2500 D FRONTIER AIRLINES INC NEW COM 35906510 365 33600 SH SHARED 33600 D FRONTIER AIRLINES INC NEW COM 35906510 4997 459300 SH SHARED 01 446000 3100 10200 D FRONTIER AIRLINES INC NEW COM 35906510 73 6775 SH SHARED 02 6775 D FRONTIER AIRLINES INC NEW COM 35906510 4899 450310 SH SHARED 10 450310 D FRONTIER FINL CORP WASH COM 35907K10 541 15500 SH SHARED 15500 D FRONTIER FINL CORP WASH COM 35907K10 20 600 SH SHARED 01 600 D FRONTIER FINL CORP WASH COM 35907K10 33 970 SH SHARED 02 970 D FRONTIER FINL CORP WASH COM 35907K10 20 600 SH SHARED 10 600 D FRONTIER OIL CORP COM 35914P10 4686 221186 SH SHARED 221186 D FRONTIER OIL CORP COM 35914P10 808 38173 SH SHARED 01 38173 D FRONTIER OIL CORP COM 35914P10 112 5330 SH SHARED 02 5330 D FRONTIER OIL CORP COM 35914P10 6721 317200 SH SHARED 10 317200 D FROZEN FOOD EXPRESS INDS INC COM 35936010 6 960 SH SHARED 960 D FUELCELL ENERGY INC COM 35952H10 1676 143529 SH SHARED 143529 D FUELCELL ENERGY INC COM 35952H10 259 22204 SH SHARED 01 22204 D FUELCELL ENERGY INC COM 35952H10 74 6380 SH SHARED 02 6380 D FUJI PHOTO FILM LTD ADR 35958630 0 17 SH SHARED 17 D FUJI PHOTO FILM LTD ADR 35958630 257 8120 SH SHARED 01 8120 D FUJI PHOTO FILM LTD ADR 35958630 3 100 SH SHARED 02 100 D FULLER H B CO COM 35969410 1041 36669 SH SHARED 36669 D FULLER H B CO COM 35969410 44 1562 SH SHARED 01 1562 D FULLER H B CO COM 35969410 6 239 SH SHARED 02 239 D FULLER H B CO COM 35969410 23 810 SH SHARED 10 810 D FULTON FINL CORP PA COM 36027110 75 3733 SH SHARED 01 3088 645 D FULTON FINL CORP PA COM 36027110 250 12411 SH SHARED 02 12411 D FULTON FINL CORP PA COM 36027110 6636 329374 SH SHARED 10 329374 D FURNITURE BRANDS INTL INC COM 36092110 293 11700 SH SHARED 11700 D FURNITURE BRANDS INTL INC COM 36092110 5733 228887 SH SHARED 228887 D FURNITURE BRANDS INTL INC COM 36092110 12205 487243 SH SHARED 01 324468 162775 D FURNITURE BRANDS INTL INC COM 36092110 590 23582 SH SHARED 02 23582 D FURNITURE BRANDS INTL INC COM 36092110 3018 120500 SH SHARED 10 120500 D G & K SVCS INC CL A 36126810 762 18963 SH SHARED 18963 D G & K SVCS INC CL A 36126810 374 9307 SH SHARED 01 955 8352 D G & K SVCS INC CL A 36126810 370 9217 SH SHARED 02 9217 D GATX CORP NOTE 7.500% 2/0 361448AC 1036 888000 PRN SHARED 888000 D GATX CORP NOTE 7.500% 2/0 361448AC 2 2000 PRN SHARED 01 2000 D GATX CORP COM 36144810 1965 72261 SH SHARED 72261 D GATX CORP COM 36144810 4225 155339 SH SHARED 01 155339 D GATX CORP COM 36144810 2118 77895 SH SHARED 02 77895 D GATX CORP COM 36144810 3206 117900 SH SHARED 10 117900 D G B & T BANCSHARES INC COM 36146210 174 7300 SH SHARED 7300 D G B & T BANCSHARES INC COM 36146210 46 1935 SH SHARED 02 1935 D GEO GROUP INC COM 36159R10 363 17833 SH SHARED 17833 D GEO GROUP INC COM 36159R10 49 2438 SH SHARED 01 2438 D GEO GROUP INC COM 36159R10 79 3895 SH SHARED 02 3895 D GP STRATEGIES CORP COM 36225V10 36 5543 SH SHARED 2090 3453 D GSI LUMONICS INC COM 36229U10 9 577 SH SHARED 577 D GSI COMMERCE INC COM 36238G10 177 18400 SH SHARED 18400 D GSI COMMERCE INC COM 36238G10 23 2401 SH SHARED 01 2300 101 D GSI COMMERCE INC COM 36238G10 5 551 SH SHARED 02 551 D GTSI CORP COM 36238K10 8 781 SH SHARED 781 D GTC BIOTHERAPEUTICS INC COM 36238T10 41 26269 SH SHARED 26269 D GTC BIOTHERAPEUTICS INC COM 36238T10 71 45496 SH SHARED 02 45496 D GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 543 59290 SH SHARED 59290 D GABELLI ASSET MGMT INC CL A 36239Y10 272 6409 SH SHARED 6409 D GABELLI ASSET MGMT INC CL A 36239Y10 51 1215 SH SHARED 02 1215 D GABELLI EQUITY TR INC COM 36239710 46 5770 SH SHARED 5770 D GABELLI EQUITY TR INC COM 36239710 11 1430 SH SHARED 01 1430 D GABELLI EQUITY TR INC COM 36239710 162 20000 SH SHR/OTHR 01 20000 D GABELLI UTIL TR COM 36240A10 27 3006 SH SHARED 3006 D GABLES RESIDENTIAL TR SH BEN INT 36241810 944 27800 SH SHARED 27800 D GABLES RESIDENTIAL TR SH BEN INT 36241810 839 24700 SH SHARED 01 24700 D GABLES RESIDENTIAL TR SH BEN INT 36241810 27 815 SH SHR/OTHR 01 815 D GABLES RESIDENTIAL TR SH BEN INT 36241810 24 728 SH SHARED 02 728 D GABLES RESIDENTIAL TR SH BEN INT 36241810 3908 115000 SH SHARED 10 115000 D GABLES RESIDENTIAL TR SH BEN INT 36241810 69033 2031600 SH SHARED 11 2031600 D GABELLI GLOBL UTIL & INCOME COM SH BEN INT 36242L10 77 4180 SH SHARED 4180 D GAIAM INC CL A 36268Q10 9 1463 SH SHARED 1463 D GAIAM INC CL A 36268Q10 2 362 SH SHARED 01 362 D GALEN HLDGS PLC SPONSORED ADR 36324010 0 200 SH SHARED 200 D GALEN HLDGS PLC SPONSORED ADR 36324010 0 144925 SH SHARED 02 144925 D GALLAGHER ARTHUR J & CO COM 36357610 4137 135883 SH SHARED 120783 15100 D GALLAGHER ARTHUR J & CO COM 36357610 1007 33091 SH SHARED 01 33091 D GALLAGHER ARTHUR J & CO COM 36357610 950 31230 SH SHARED 02 31230 D GALLAGHER ARTHUR J & CO COM 36357610 5146 169000 SH SHARED 10 169000 D GALLAHER GROUP PLC SPONSORED ADR 36359510 4797 99116 SH SHARED 99116 D GALLAHER GROUP PLC SPONSORED ADR 36359510 449 9293 SH SHARED 01 6393 2900 D GALLAHER GROUP PLC SPONSORED ADR 36359510 531 10985 SH SHR/OTHR 01 10985 D GALLAHER GROUP PLC SPONSORED ADR 36359510 11939 246682 SH SHARED 02 246682 D GALYANS TRADING INC COM 36458R10 20 1222 SH SHARED 1222 D GALYANS TRADING INC COM 36458R10 157 9466 SH SHARED 02 9466 D GAMESTOP CORP CL A 36466R10 1763 115855 SH SHARED 115855 D GAMESTOP CORP CL A 36466R10 469 30826 SH SHARED 01 30826 D GAMESTOP CORP CL A 36466R10 249 16416 SH SHARED 02 16416 D GANDER MOUNTAIN CO COM 36471P10 149 6501 SH SHARED 6501 D GANDER MOUNTAIN CO COM 36471P10 4012 175008 SH SHARED 01 154408 20600 D GANDER MOUNTAIN CO COM 36471P10 408 17800 SH SHARED 05 17800 D GANNETT INC COM 36473010 153021 1803437 SH SHARED 1720676 82761 D GANNETT INC COM 36473010 101885 1200768 SH SHARED 01 226106 974662 D GANNETT INC COM 36473010 21292 250940 SH SHR/OTHR 01 19185 231755 D GANNETT INC COM 36473010 12137 143049 SH SHARED 02 143049 D GANNETT INC COM 36473010 6830 80500 SH SHARED 04 80500 D GANNETT INC COM 36473010 3787 44633 SH SHARED 05 9270 35363 D GANNETT INC COM 36473010 1087 12820 SH SHARED 06 12370 450 D GANNETT INC COM 36473010 17846 210335 SH SHARED 10 210335 D GANNETT INC COM 36473010 322 3800 SH SHARED 14 3800 D GAP INC DEL NOTE 5.750% 3/1 364760AJ 2 1410 PRN SHARED 01 1410 D GAP INC DEL NOTE 5.750% 3/1 364760AJ 20998 13504000 PRN SHARED 02 13504000 D GAP INC DEL COM 36476010 61938 2554174 SH SHARED 2553536 638 D GAP INC DEL COM 36476010 51692 2131663 SH SHARED 01 1071511 1060152 D GAP INC DEL COM 36476010 223 9200 SH SHR/OTHR 01 7850 1350 D GAP INC DEL COM 36476010 25731 1061103 SH SHARED 02 1061103 D GAP INC DEL COM 36476010 606 25000 SH SHARED 04 25000 D GAP INC DEL COM 36476010 23791 981094 SH SHARED 05 653369 327725 D GAP INC DEL COM 36476010 820 33822 SH SHARED 06 32822 1000 D GAP INC DEL COM 36476010 1412 58260 SH SHARED 07 58260 D GAP INC DEL COM 36476010 1947 80300 SH SHARED 09 80300 D GAP INC DEL COM 36476010 84375 3479414 SH SHARED 10 3479414 D GAP INC DEL COM 36476010 138 5700 SH SHARED 14 5700 D GAMMON LAKE RES INC COM 36491510 871 130100 SH SHARED 130100 D GAMMON LAKE RES INC COM 36491510 9854 1470800 SH SHARED 10 1470800 D GARDNER DENVER INC COM 36555810 556 19943 SH SHARED 19943 D GARDNER DENVER INC COM 36555810 108 3887 SH SHARED 01 3737 150 D GARDNER DENVER INC COM 36555810 322 11559 SH SHR/OTHR 01 11559 D GARDNER DENVER INC COM 36555810 84 3026 SH SHARED 02 3026 D GARDNER DENVER INC COM 36555810 47 1700 SH SHARED 10 1700 D GARTNER INC COM 36665110 2499 189067 SH SHARED 189067 D GARTNER INC COM 36665110 524 39652 SH SHARED 01 39652 D GARTNER INC COM 36665110 570 43188 SH SHARED 02 43188 D GARTNER INC CL B 36665120 193 15000 SH SHARED 15000 D GARTNER INC CL B 36665120 609 47321 SH SHARED 01 47321 D GARTNER INC CL B 36665120 410 31839 SH SHR/OTHR 01 31839 D GATEWAY INC COM 36762610 6864 1525489 SH SHARED 1523489 2000 D GATEWAY INC COM 36762610 573 127333 SH SHARED 01 127333 D GATEWAY INC COM 36762610 22 5000 SH SHR/OTHR 01 5000 D GATEWAY INC COM 36762610 928 206405 SH SHARED 02 206405 D GATEWAY INC COM 36762610 5 1276 SH SHARED 05 1276 D GATEWAY INC COM 36762610 539 119874 SH SHARED 10 119874 D GAYLORD ENTMT CO NEW COM 36790510 919 29300 SH SHARED 29300 D GAYLORD ENTMT CO NEW COM 36790510 358 11413 SH SHARED 02 11413 D GEN-PROBE INC NEW COM 36866T10 1345 28438 SH SHARED 28438 D GEN-PROBE INC NEW COM 36866T10 5749 121500 SH SHARED 01 114700 6800 D GEN-PROBE INC NEW COM 36866T10 400 8462 SH SHARED 02 8462 D GEN-PROBE INC NEW COM 36866T10 15142 320000 SH SHARED 04 320000 D GEN-PROBE INC NEW COM 36866T10 430 9101 SH SHARED 06 9101 D GEN-PROBE INC NEW COM 36866T10 5882 124317 SH SHARED 10 124317 D GEN-PROBE INC NEW COM 36866T10 212 4500 SH SHARED 14 4500 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 541 112778 SH SHARED 112778 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 108 22522 SH SHARED 01 22522 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 618 128806 SH SHARED 02 128806 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 770 160495 SH SHARED 10 160495 D GENAERA CORP COM 36867G10 220 52600 SH SHARED 52600 D GENCORP INC NOTE 5.750% 4/1 368682AE 1047 993000 PRN SHARED 993000 D GENCORP INC NOTE 5.750% 4/1 368682AE 2 2000 PRN SHARED 01 2000 D GENCORP INC COM 36868210 623 46556 SH SHARED 46556 D GENCORP INC COM 36868210 19 1457 SH SHARED 01 1457 D GENCORP INC COM 36868210 1625 121394 SH SHARED 02 121394 D GENE LOGIC INC COM 36868910 519 128306 SH SHARED 128306 D GENE LOGIC INC COM 36868910 35 8822 SH SHARED 01 8822 D GENE LOGIC INC COM 36868910 179 44414 SH SHARED 02 44414 D GENE LOGIC INC COM 36868910 121 30000 SH SHARED 04 30000 D GENELABS TECHNOLOGIES INC COM 36870610 193 83800 SH SHARED 83800 D GENENCOR INTL INC COM 36870910 117 7200 SH SHARED 7200 D GENENCOR INTL INC COM 36870910 60 3723 SH SHARED 02 3723 D GENENTECH INC COM NEW 36871040 124375 2213085 SH SHARED 2203885 9200 D GENENTECH INC COM NEW 36871040 1444 25704 SH SHR/OTHR 25704 D GENENTECH INC COM NEW 36871040 91228 1623288 SH SHARED 01 1233932 11100 378256 D GENENTECH INC COM NEW 36871040 1127 20070 SH SHR/OTHR 01 5000 15070 D GENENTECH INC COM NEW 36871040 4566 81263 SH SHARED 02 81263 D GENENTECH INC COM NEW 36871040 4074 72500 SH SHARED 04 72500 D GENENTECH INC COM NEW 36871040 22 400 SH SHARED 05 400 D GENENTECH INC COM NEW 36871040 972 17296 SH SHARED 06 16496 800 D GENENTECH INC COM NEW 36871040 189879 3378630 SH SHARED 10 3378630 D GENENTECH INC COM NEW 36871040 422 7512 SH SHARED 14 7512 D GENERAL AMERN INVS INC COM 36880210 41 1363 SH SHARED 1363 D GENERAL AMERN INVS INC COM 36880210 10 337 SH SHARED 01 337 D GENERAL BINDING CORP COM 36915410 86 5600 SH SHARED 5600 D GENERAL BINDING CORP COM 36915410 42 2775 SH SHARED 01 2775 D GENERAL BINDING CORP COM 36915410 0 4 SH SHARED 02 4 D GENERAL CABLE CORP DEL NEW COM 36930010 84 9900 SH SHARED 9900 D GENERAL CABLE CORP DEL NEW COM 36930010 357 41782 SH SHARED 41782 D GENERAL CABLE CORP DEL NEW COM 36930010 17096 1999600 SH SHARED 01 1239300 9700 750600 D GENERAL CABLE CORP DEL NEW COM 36930010 636 74486 SH SHARED 02 74486 D GENERAL CABLE CORP DEL NEW COM 36930010 548 64100 SH SHARED 05 64100 D GENERAL CABLE CORP DEL NEW COM 36930010 6551 766300 SH SHARED 10 766300 D GENERAL COMMUNICATION INC CL A 36938510 344 43400 SH SHARED 43400 D GENERAL COMMUNICATION INC CL A 36938510 49 6277 SH SHARED 02 6277 D GENERAL DYNAMICS CORP COM 36955010 104080 1048143 SH SHARED 1045603 2540 D GENERAL DYNAMICS CORP COM 36955010 50348 507031 SH SHARED 01 351001 156030 D GENERAL DYNAMICS CORP COM 36955010 41728 420222 SH SHR/OTHR 01 348814 71408 D GENERAL DYNAMICS CORP COM 36955010 13085 131778 SH SHARED 02 131778 D GENERAL DYNAMICS CORP COM 36955010 1906 19200 SH SHARED 03 19200 D GENERAL DYNAMICS CORP COM 36955010 103 1041 SH SHARED 05 100 941 D GENERAL DYNAMICS CORP COM 36955010 422 4251 SH SHARED 06 3851 400 D GENERAL DYNAMICS CORP COM 36955010 23981 241509 SH SHARED 10 241509 D GENERAL DYNAMICS CORP COM 36955010 973 9800 SH SHARED 14 9800 D GENERAL ELEC CO COM 36960410 31 970 SH SHARED 970 D GENERAL ELEC CO COM 36960410 1039904 32095808 SH SHARED 30221317 1874491 D GENERAL ELEC CO COM 36960410 716659 22119120 SH SHARED 01 7617836 28650 14472634 D GENERAL ELEC CO COM 36960410 165714 5114655 SH SHR/OTHR 01 580022 4534633 D GENERAL ELEC CO COM 36960410 164482 5076634 SH SHARED 02 5076634 D GENERAL ELEC CO COM 36960410 31978 987000 SH SHARED 03 987000 D GENERAL ELEC CO COM 36960410 112706 3478600 SH SHARED 04 3478600 D GENERAL ELEC CO COM 36960410 109323 3374192 SH SHARED 05 1934158 1440034 D GENERAL ELEC CO COM 36960410 28275 872687 SH SHARED 06 717187 155500 D GENERAL ELEC CO COM 36960410 6626 204521 SH SHARED 07 204521 D GENERAL ELEC CO COM 36960410 6272 193600 SH SHARED 09 193600 D GENERAL ELEC CO COM 36960410 715093 22070776 SH SHARED 10 22070776 D GENERAL ELEC CO COM 36960410 3449 106479 SH SHARED 14 106479 D GENERAL GROWTH PPTYS INC COM 37002110 128 4355 SH SHARED 3155 1200 D GENERAL GROWTH PPTYS INC COM 37002110 1872 63312 SH SHARED 01 61600 1712 D GENERAL GROWTH PPTYS INC COM 37002110 4300 145431 SH SHARED 02 145431 D GENERAL GROWTH PPTYS INC COM 37002110 8 300 SH SHARED 05 300 D GENERAL GROWTH PPTYS INC COM 37002110 24690 835000 SH SHARED 10 835000 D GENERAL GROWTH PPTYS INC COM 37002110 276540 9352047 SH SHARED 11 9352047 D GENERAL MLS INC DBCV 10/2 370334AU 51760 73419000 PRN SHARED 73419000 D GENERAL MLS INC DBCV 10/2 370334AU 5418 7686000 PRN SHARED 02 7686000 D GENERAL MLS INC COM 37033410 54268 1141767 SH SHARED 1083167 58600 D GENERAL MLS INC COM 37033410 52540 1105418 SH SHARED 01 621568 800 483050 D GENERAL MLS INC COM 37033410 3286 69140 SH SHR/OTHR 01 13700 55440 D GENERAL MLS INC COM 37033410 14548 306090 SH SHARED 02 306090 D GENERAL MLS INC COM 37033410 6411 134900 SH SHARED 03 134900 D GENERAL MLS INC COM 37033410 2654 55849 SH SHARED 05 54900 949 D GENERAL MLS INC COM 37033410 161 3400 SH SHARED 06 3000 400 D GENERAL MLS INC COM 37033410 56139 1181141 SH SHARED 10 1181141 D GENERAL MLS INC COM 37033410 142 3000 SH SHARED 14 3000 D GENERAL MTRS CORP COM 37044210 270 5800 SH SHARED 5800 D GENERAL MTRS CORP COM 37044210 465155 9984028 SH SHARED 9980403 3625 D GENERAL MTRS CORP COM 37044210 11042 237023 SH SHARED 01 186589 50434 D GENERAL MTRS CORP COM 37044210 1043 22401 SH SHR/OTHR 01 723 21678 D GENERAL MTRS CORP COM 37044210 18841 404409 SH SHARED 02 325609 78800 D GENERAL MTRS CORP COM 37044210 319 6849 SH SHARED 05 4375 2474 D GENERAL MTRS CORP COM 37044210 901 19342 SH SHARED 06 18442 900 D GENERAL MTRS CORP COM 37044210 12803 274807 SH SHARED 10 274807 D GENERAL MTRS CORP COM 37044210 3755 80616 SH SHARED 14 80616 D GENERAL MTRS CORP DEB SR CV C 33 37044271 735726 25334941 SH SHARED 25334941 D GENERAL MTRS CORP DEB SR CV C 33 37044271 13835 476430 SH SHARED 02 476430 D GENERAL MTRS CORP DEB SR CONV B 37044273 247866 10031037 SH SHARED 10031037 D GENERAL MTRS CORP DEB SR CONV B 37044273 28781 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 25876 1047195 SH SHARED 02 797195 250000 D GENERAL MTRS CORP DEB SR CONV A 37044274 108650 4250816 SH SHARED 4250816 D GENERAL MTRS CORP DEB SR CONV A 37044274 4043 158200 SH SHARED 02 158200 D GENEREX BIOTECHNOLOGY CP DEL COM 37148510 0 4 SH SHARED 4 D GENESCO INC COM 37153210 63 2700 SH SHARED 2700 D GENESCO INC COM 37153210 1528 64692 SH SHARED 64692 D GENESCO INC COM 37153210 346 14645 SH SHARED 01 14645 D GENESCO INC COM 37153210 88 3724 SH SHARED 02 3724 D GENESCO INC COM 37153210 103 4390 SH SHARED 10 4390 D GENESEE & WYO INC CL A 37155910 491 20756 SH SHARED 20756 D GENESEE & WYO INC CL A 37155910 29 1231 SH SHARED 01 1231 D GENESEE & WYO INC CL A 37155910 205 8653 SH SHARED 02 8653 D GENESEE & WYO INC CL A 37155910 7774 328050 SH SHARED 10 328050 D GENESIS MICROCHIP INC DEL COM 37184C10 2633 191220 SH SHARED 191220 D GENESIS MICROCHIP INC DEL COM 37184C10 416 30281 SH SHARED 01 30281 D GENESIS MICROCHIP INC DEL COM 37184C10 821 59633 SH SHARED 02 59633 D GENESIS HEALTHCARE CORP COM 37184D10 18848 649055 SH SHARED 649055 D GENESIS HEALTHCARE CORP COM 37184D10 1112 38313 SH SHR/OTHR 38313 D GENESIS HEALTHCARE CORP COM 37184D10 280 9675 SH SHARED 01 9675 D GENESIS HEALTHCARE CORP COM 37184D10 0 16 SH SHARED 02 16 D GENTEX CORP COM 37190110 7487 188700 SH SHARED 188700 D GENTEX CORP COM 37190110 1063 26800 SH SHARED 01 26800 D GENTEX CORP COM 37190110 1381 34806 SH SHARED 02 34806 D GENTEX CORP COM 37190110 150 3800 SH SHARED 05 3800 D GENTEX CORP COM 37190110 6662 167900 SH SHARED 10 167900 D GENLYTE GROUP INC COM 37230210 1234 19636 SH SHARED 19636 D GENLYTE GROUP INC COM 37230210 2812 44735 SH SHARED 01 44735 D GENLYTE GROUP INC COM 37230210 566 9003 SH SHARED 02 9003 D GENLYTE GROUP INC COM 37230210 7833 124580 SH SHARED 10 124580 D GENTA INC COM NEW 37245M20 297 119046 SH SHARED 119046 D GENTA INC COM NEW 37245M20 33 13232 SH SHARED 01 13232 D GENTA INC COM NEW 37245M20 0 52 SH SHARED 02 52 D GENTA INC COM NEW 37245M20 979 391800 SH SHARED 04 391800 D GENVEC INC COM 37246C10 0 50 SH SHARED 50 D GENUINE PARTS CO COM 37246010 18165 457800 SH SHARED 457800 D GENUINE PARTS CO COM 37246010 25115 632962 SH SHARED 01 82046 550916 D GENUINE PARTS CO COM 37246010 442 11160 SH SHR/OTHR 01 11160 D GENUINE PARTS CO COM 37246010 3225 81290 SH SHARED 02 81290 D GENUINE PARTS CO COM 37246010 32 817 SH SHARED 05 817 D GENUINE PARTS CO COM 37246010 212 5361 SH SHARED 06 4361 1000 D GENUINE PARTS CO COM 37246010 2707 68221 SH SHARED 10 68221 D GENUINE PARTS CO COM 37246010 67 1700 SH SHARED 14 1700 D GENTIVA HEALTH SERVICES INC COM 37247A10 24759 1522719 SH SHARED 1522719 D GENTIVA HEALTH SERVICES INC COM 37247A10 3151 193800 SH SHARED 01 168900 24900 D GENTIVA HEALTH SERVICES INC COM 37247A10 41 2572 SH SHARED 02 2572 D GENTIVA HEALTH SERVICES INC COM 37247A10 351 21600 SH SHARED 05 21600 D GENTIVA HEALTH SERVICES INC COM 37247A10 47 2900 SH SHARED 10 2900 D GENWORTH FINL INC COM CL A 37247D10 1801 78516 SH SHARED 78516 D GENWORTH FINL INC COM CL A 37247D10 5930 258400 SH SHARED 02 258400 D GENZYME CORP COM GENL DIV 37291710 55689 1176613 SH SHARED 1171713 4900 D GENZYME CORP COM GENL DIV 37291710 25587 540628 SH SHARED 01 480562 13800 46266 D GENZYME CORP COM GENL DIV 37291710 530 11200 SH SHR/OTHR 01 11200 D GENZYME CORP COM GENL DIV 37291710 5662 119636 SH SHARED 02 119636 D GENZYME CORP COM GENL DIV 37291710 46284 977900 SH SHARED 04 977900 D GENZYME CORP COM GENL DIV 37291710 62 1321 SH SHARED 05 200 1121 D GENZYME CORP COM GENL DIV 37291710 1311 27700 SH SHARED 06 27300 400 D GENZYME CORP COM GENL DIV 37291710 25145 531279 SH SHARED 10 531279 D GENZYME CORP COM GENL DIV 37291710 1588 33559 SH SHARED 14 33559 D GEORGIA GULF CORP COM PAR $0.01 37320020 1085 30261 SH SHARED 30261 D GEORGIA GULF CORP COM PAR $0.01 37320020 11233 313250 SH SHARED 01 313250 D GEORGIA GULF CORP COM PAR $0.01 37320020 650 18128 SH SHARED 02 18128 D GEORGIA GULF CORP COM PAR $0.01 37320020 5748 160300 SH SHARED 10 160300 D GEORGIA PAC CORP COM 37329810 351 9500 SH SHARED 9500 D GEORGIA PAC CORP COM 37329810 42274 1143179 SH SHARED 1131869 11310 D GEORGIA PAC CORP COM 37329810 25672 694223 SH SHARED 01 65845 628378 D GEORGIA PAC CORP COM 37329810 250 6762 SH SHR/OTHR 01 6762 D GEORGIA PAC CORP COM 37329810 8943 241840 SH SHARED 02 241840 D GEORGIA PAC CORP COM 37329810 902 24400 SH SHARED 03 24400 D GEORGIA PAC CORP COM 37329810 3291 89000 SH SHARED 04 89000 D GEORGIA PAC CORP COM 37329810 32336 874434 SH SHARED 05 649908 224526 D GEORGIA PAC CORP COM 37329810 2568 69459 SH SHARED 06 69159 300 D GEORGIA PAC CORP COM 37329810 1235 33400 SH SHARED 07 33400 D GEORGIA PAC CORP COM 37329810 1752 47400 SH SHARED 09 47400 D GEORGIA PAC CORP COM 37329810 63186 1708654 SH SHARED 10 1708654 D GEORGIA PAC CORP COM 37329810 96 2600 SH SHARED 14 2600 D GERBER SCIENTIFIC INC COM 37373010 267 37950 SH SHARED 37950 D GERBER SCIENTIFIC INC COM 37373010 9 1390 SH SHARED 01 1390 D GERBER SCIENTIFIC INC COM 37373010 210 29831 SH SHARED 02 29831 D GERDAU S A SPONSORED ADR 37373710 257 21225 SH SHARED 21225 D GERDAU S A SPONSORED ADR 37373710 0 2 SH SHARED 01 2 D GERMAN AMERN BANCORP COM 37386510 151 9000 SH SHARED 9000 D GERMAN AMERN BANCORP COM 37386510 16 986 SH SHARED 02 986 D GERMANY FD INC COM 37414310 0 2 SH SHARED 02 2 D GERON CORP COM 37416310 435 54104 SH SHARED 54104 D GERON CORP COM 37416310 43 5440 SH SHARED 01 4990 450 D GERON CORP COM 37416310 172 21448 SH SHARED 02 21448 D GERON CORP COM 37416310 1811 225000 SH SHARED 04 225000 D GERON CORP COM 37416310 60 7500 SH SHARED 06 7500 D GERON CORP COM 37416310 60 7500 SH SHARED 10 7500 D GERON CORP COM 37416310 16 2000 SH SHARED 14 2000 D GETTY IMAGES INC SDCV 0.500% 6/0 374276AG 535 418000 PRN SHARED 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CORP COM 37476F10 880 26838 SH SHARED 26838 D GIBRALTAR STL CORP COM 37476F10 102 3110 SH SHARED 01 3110 D GIBRALTAR STL CORP COM 37476F10 0 8 SH SHARED 02 8 D GILEAD SCIENCES INC NOTE 2.000%12/1 375558AD 89247 59978000 PRN SHARED 59978000 D GILEAD SCIENCES INC NOTE 2.000%12/1 375558AD 26 17500 PRN SHARED 01 1500 16000 D GILEAD SCIENCES INC NOTE 2.000%12/1 375558AD 5550 3730000 PRN SHARED 02 3730000 D GILEAD SCIENCES INC COM 37555810 70458 1051622 SH SHARED 1051622 D GILEAD SCIENCES INC COM 37555810 2091 31210 SH SHR/OTHR 31210 D GILEAD SCIENCES INC COM 37555810 32846 490244 SH SHARED 01 246740 11500 232004 D GILEAD SCIENCES INC COM 37555810 3237 48325 SH SHR/OTHR 01 5740 42585 D GILEAD SCIENCES INC COM 37555810 8258 123265 SH SHARED 02 123265 D GILEAD SCIENCES INC COM 37555810 43045 642475 SH SHARED 04 642475 D GILEAD SCIENCES INC COM 37555810 6 100 SH SHARED 05 100 D GILEAD SCIENCES INC COM 37555810 1333 19900 SH SHARED 06 19550 350 D GILEAD SCIENCES INC COM 37555810 104121 1554052 SH SHARED 10 1554052 D GILEAD SCIENCES INC COM 37555810 635 9480 SH SHARED 14 9480 D GILLETTE CO COM 37576610 191662 4520339 SH SHARED 4436989 83350 D GILLETTE CO COM 37576610 97097 2290039 SH SHARED 01 1171518 1118521 D GILLETTE CO COM 37576610 15970 376651 SH SHR/OTHR 01 33900 342751 D GILLETTE CO COM 37576610 28688 676606 SH SHARED 02 676606 D GILLETTE CO COM 37576610 2035 48000 SH SHARED 04 48000 D GILLETTE CO COM 37576610 2155 50830 SH SHARED 05 800 50030 D GILLETTE CO COM 37576610 1542 36368 SH SHARED 06 34568 1800 D GILLETTE CO COM 37576610 37252 878591 SH SHARED 10 878591 D GILLETTE CO COM 37576610 1298 30616 SH SHARED 14 30616 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 8999 313564 SH SHARED 01 294000 2464 17100 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 7268 253264 SH SHARED 10 253264 D GLACIER BANCORP INC NEW COM 37637Q10 674 23944 SH SHARED 23944 D GLACIER BANCORP INC NEW COM 37637Q10 17 604 SH SHARED 02 604 D GLACIER BANCORP INC NEW COM 37637Q10 9038 320856 SH SHARED 10 320856 D GLADSTONE CAPITAL CORP COM 37653510 185 9200 SH SHARED 9200 D GLADSTONE CAPITAL CORP COM 37653510 27 1342 SH SHARED 02 1342 D GLADSTONE COML CORP COM 37653610 491 29800 SH SHARED 29800 D GLAMIS GOLD LTD COM 37677510 124 7100 SH SHARED 7100 D GLAMIS GOLD LTD COM 37677510 8 500 SH SHARED 01 500 D GLAMIS GOLD LTD COM 37677510 582 33241 SH SHARED 02 33241 D GLAMIS GOLD LTD COM 37677510 1402 80000 SH SHARED 04 80000 D GLAMIS GOLD LTD COM 37677510 26 1500 SH SHARED 06 500 1000 D GLAMIS GOLD LTD COM 37677510 25953 1480500 SH SHARED 10 1480500 D GLATFELTER COM 37731610 676 48021 SH SHARED 48021 D GLATFELTER COM 37731610 421 29968 SH SHARED 01 26800 3168 D GLATFELTER COM 37731610 216 15376 SH SHARED 02 15376 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 50014 1206340 SH SHARED 1206340 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 5215 125788 SH SHARED 01 10414 115374 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 5909 142535 SH SHR/OTHR 01 2262 140273 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 261 6300 SH SHARED 02 6300 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 79 1921 SH SHARED 06 1921 D GLENAYRE TECHNOLOGIES INC COM 37789910 162 70644 SH SHARED 70644 D GLENAYRE TECHNOLOGIES INC COM 37789910 2 933 SH SHARED 01 933 D GLENAYRE TECHNOLOGIES INC COM 37789910 11 5000 SH SHARED 02 5000 D GLENBOROUGH RLTY TR INC COM 37803P10 582 31721 SH SHARED 31721 D GLENBOROUGH RLTY TR INC COM 37803P10 7 401 SH SHARED 01 401 D GLENBOROUGH RLTY TR INC COM 37803P10 20 1112 SH SHARED 02 1112 D GLENBOROUGH RLTY TR INC COM 37803P10 7206 392700 SH SHARED 10 392700 D GLENBOROUGH RLTY TR INC COM 37803P10 79095 4310400 SH SHARED 11 4310400 D GLIMCHER RLTY TR SH BEN INT 37930210 936 42349 SH SHARED 42349 D GLIMCHER RLTY TR SH BEN INT 37930210 771 34900 SH SHARED 01 34900 D GLIMCHER RLTY TR SH BEN INT 37930210 31 1432 SH SHARED 02 1432 D GLIMCHER RLTY TR SH BEN INT 37930210 772 34900 SH SHARED 10 34900 D GLIMCHER RLTY TR SH BEN INT 37930210 70403 3182803 SH SHARED 11 3182803 D GLOBAL HIGH INCOME DLR FD IN COM 37933G10 903 60000 SH SHARED 60000 D GLOBAL INDS LTD COM 37933610 582 101795 SH SHARED 101795 D GLOBAL INDS LTD COM 37933610 52 9225 SH SHARED 01 9225 D GLOBAL INDS LTD COM 37933610 51 9087 SH SHARED 02 9087 D GLOBAL INDS LTD COM 37933610 1144 200000 SH SHARED 10 200000 D GLOBAL IMAGING SYSTEMS COM 37934A10 1125 30707 SH SHARED 30707 D GLOBAL IMAGING SYSTEMS COM 37934A10 3365 91809 SH SHARED 01 91729 80 D GLOBAL IMAGING SYSTEMS COM 37934A10 4 134 SH SHARED 02 134 D GLOBAL IMAGING SYSTEMS COM 37934A10 843 23000 SH SHARED 10 23000 D GLOBAL PMTS INC COM 37940X10 2481 55128 SH SHARED 55128 D GLOBAL PMTS INC COM 37940X10 282 6271 SH SHARED 01 6271 D GLOBAL PMTS INC COM 37940X10 275 6111 SH SHARED 02 6111 D GLOBAL PMTS INC COM 37940X10 665 14790 SH SHARED 10 14790 D GLOBAL POWER EQUIPMENT INC COM 37941P10 1429 178186 SH SHARED 178186 D GLOBAL POWER EQUIPMENT INC COM 37941P10 256 32000 SH SHARED 02 32000 D GLOBECOMM SYSTEMS INC COM 37956X10 148 28331 SH SHARED 28331 D GLOBECOMM SYSTEMS INC COM 37956X10 7 1452 SH SHARED 01 1452 D GLOBESPAN INC NOTE 5.250% 5/1 379571AB 26162 26400000 PRN SHARED 26400000 D GLOWPOINT INC COM 37988710 0 81 SH SHARED 81 D GLOWPOINT INC COM 37988710 0 19 SH SHARED 01 19 D GLYCOGENESYS INC COM 37989P10 143 220400 SH SHARED 220400 D GLYCOGENESYS INC COM 37989P10 19 30000 SH SHARED 02 30000 D GOLD BANC CORP INC COM 37990710 618 39928 SH SHARED 39928 D GOLD BANC CORP INC COM 37990710 389 25135 SH SHARED 01 25135 D GOLD BANC CORP INC COM 37990710 0 36 SH SHARED 02 36 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 500 47607 SH SHARED 27607 20000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 1190 113279 SH SHARED 01 110279 3000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 409 39000 SH SHR/OTHR 01 39000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 253 24100 SH SHARED 02 24100 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 137 13100 SH SHARED 04 13100 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 1761 167600 SH SHARED 10 167600 D GOLDCORP INC NEW COM 38095640 1491 127800 SH SHARED 125000 2800 D GOLDCORP INC NEW COM 38095640 21394 1833300 SH SHARED 01 1830200 3100 D GOLDCORP INC NEW COM 38095640 619 53082 SH SHARED 02 53082 D GOLDCORP INC NEW COM 38095640 1692 145000 SH SHARED 06 145000 D GOLDCORP INC NEW COM 38095640 7441 637700 SH SHARED 10 637700 D GOLDEN STAR RES LTD CDA COM 38119T10 1 305 SH SHARED 305 D GOLDEN STAR RES LTD CDA COM 38119T10 324 70000 SH SHARED 01 70000 D GOLDEN TELECOM INC COM 38122G10 440 15647 SH SHARED 15647 D GOLDEN TELECOM INC COM 38122G10 2884 102500 SH SHARED 01 102500 D GOLDEN TELECOM INC COM 38122G10 11 412 SH SHARED 02 412 D GOLDEN TELECOM INC COM 38122G10 4719 167721 SH SHARED 04 167721 D GOLDEN TELECOM INC COM 38122G10 61 2200 SH SHARED 10 2200 D GOLDEN WEST FINL CORP DEL COM 38131710 786 7400 SH SHARED 7400 D GOLDEN WEST FINL CORP DEL COM 38131710 70891 666588 SH SHARED 664288 2300 D GOLDEN WEST FINL CORP DEL COM 38131710 23902 224752 SH SHARED 01 212399 12353 D GOLDEN WEST FINL CORP DEL COM 38131710 36 344 SH SHR/OTHR 01 344 D GOLDEN WEST FINL CORP DEL COM 38131710 9179 86315 SH SHARED 02 86315 D GOLDEN WEST FINL CORP DEL COM 38131710 72 679 SH SHARED 05 679 D GOLDEN WEST FINL CORP DEL COM 38131710 930 8754 SH SHARED 06 8304 450 D GOLDEN WEST FINL CORP DEL COM 38131710 34135 320975 SH SHARED 10 320975 D GOLDEN WEST FINL CORP DEL COM 38131710 4370 41096 SH SHARED 14 41096 D GOLDMAN SACHS GROUP INC COM 38141G10 323801 3438840 SH SHARED 3393115 45725 D GOLDMAN SACHS GROUP INC COM 38141G10 67159 713252 SH SHARED 01 327056 120 386076 D GOLDMAN SACHS GROUP INC COM 38141G10 6999 74331 SH SHR/OTHR 01 11710 62621 D GOLDMAN SACHS GROUP INC COM 38141G10 23503 249611 SH SHARED 02 249611 D GOLDMAN SACHS GROUP INC COM 38141G10 5583 59300 SH SHARED 03 59300 D GOLDMAN SACHS GROUP INC COM 38141G10 47080 500000 SH SHARED 04 500000 D GOLDMAN SACHS GROUP INC COM 38141G10 45556 483819 SH SHARED 05 404143 79676 D GOLDMAN SACHS GROUP INC COM 38141G10 17643 187383 SH SHARED 06 83483 103900 D GOLDMAN SACHS GROUP INC COM 38141G10 602 6400 SH SHARED 07 6400 D GOLDMAN SACHS GROUP INC COM 38141G10 49161 522107 SH SHARED 10 522107 D GOLDMAN SACHS GROUP INC COM 38141G10 645 6856 SH SHARED 14 6856 D GOLF TR AMER INC COM 38168B10 240 101424 SH SHARED 101424 D GOODRICH CORP COM 38238810 38 1200 SH SHARED 1200 D GOODRICH CORP COM 38238810 19017 588242 SH SHARED 588242 D GOODRICH CORP COM 38238810 11564 357704 SH SHARED 01 46019 311685 D GOODRICH CORP COM 38238810 26 829 SH SHR/OTHR 01 829 D GOODRICH CORP COM 38238810 2687 83114 SH SHARED 02 83114 D GOODRICH CORP COM 38238810 168 5200 SH SHARED 05 5200 D GOODRICH CORP COM 38238810 152 4728 SH SHARED 06 4728 D GOODRICH CORP COM 38238810 2152 66574 SH SHARED 10 66574 D GOODYEAR TIRE & RUBR CO COM 38255010 12475 1372403 SH SHARED 1370003 2400 D GOODYEAR TIRE & RUBR CO COM 38255010 812 89334 SH SHARED 01 89334 D GOODYEAR TIRE & RUBR CO COM 38255010 26 2860 SH SHR/OTHR 01 2860 D GOODYEAR TIRE & RUBR CO COM 38255010 2762 303913 SH SHARED 02 300727 3186 D GOODYEAR TIRE & RUBR CO COM 38255010 5 583 SH SHARED 05 583 D GOODYEAR TIRE & RUBR CO COM 38255010 1659 182607 SH SHARED 10 182607 D GOODYS FAMILY CLOTHING INC COM 38258810 605 58358 SH SHARED 58358 D GOODYS FAMILY CLOTHING INC COM 38258810 85 8266 SH SHARED 01 8266 D GOODYS FAMILY CLOTHING INC COM 38258810 20 2020 SH SHARED 02 2020 D GOREMOTE INTERNET COMMUNICAT COM 38285910 156 85322 SH SHARED 85322 D GOREMOTE INTERNET COMMUNICAT COM 38285910 39 21195 SH SHARED 01 21195 D GORMAN RUPP CO COM 38308210 192 7100 SH SHARED 7100 D GORMAN RUPP CO COM 38308210 35 1293 SH SHARED 02 1293 D GOVERNMENT PPTYS TR INC COM 38374W10 192 18400 SH SHARED 18400 D GOVERNMENT PPTYS TR INC COM 38374W10 380 36400 SH SHARED 10 36400 D GRACE W R & CO DEL NEW COM 38388F10 39 6300 SH SHARED 6300 D GRACE W R & CO DEL NEW COM 38388F10 710 114637 SH SHARED 114637 D GRACE W R & CO DEL NEW COM 38388F10 65 10516 SH SHARED 01 10516 D GRACE W R & CO DEL NEW COM 38388F10 2 450 SH SHR/OTHR 01 450 D GRACE W R & CO DEL NEW COM 38388F10 3135 505660 SH SHARED 02 505660 D GRACO INC COM 38410910 964 31070 SH SHARED 31070 D GRACO INC COM 38410910 870 28021 SH SHARED 01 28021 D GRACO INC COM 38410910 758 24443 SH SHARED 02 24443 D GRAFTECH INTL LTD DBCV 1.625% 1/1 384313AB 7029 7810000 PRN SHARED 02 7810000 D GRAFTECH INTL LTD COM 38431310 1391 132997 SH SHARED 132997 D GRAFTECH INTL LTD COM 38431310 7 717 SH SHARED 02 717 D GRAINGER W W INC COM 38480210 20705 360100 SH SHARED 359600 500 D GRAINGER W W INC COM 38480210 5429 94419 SH SHARED 01 19246 75173 D GRAINGER W W INC COM 38480210 1928 33540 SH SHR/OTHR 01 33540 D GRAINGER W W INC COM 38480210 5504 95735 SH SHARED 02 95735 D GRAINGER W W INC COM 38480210 7475 130000 SH SHARED 04 130000 D GRAINGER W W INC COM 38480210 18 325 SH SHARED 05 325 D GRAINGER W W INC COM 38480210 2909 50600 SH SHARED 06 50600 D GRAINGER W W INC COM 38480210 2393 41620 SH SHARED 10 41620 D GRAINGER W W INC COM 38480210 63 1100 SH SHARED 14 1100 D GRAND TOYS INTL INC COM PAR $.001 38649230 0 5 SH SHARED 02 5 D GRANITE BROADCASTING CORP COM 38724110 5 8045 SH SHARED 8045 D GRANITE CONSTR INC COM 38732810 1059 58114 SH SHARED 58114 D GRANITE CONSTR INC COM 38732810 226 12424 SH SHARED 01 12424 D GRANITE CONSTR INC COM 38732810 272 14958 SH SHARED 02 14958 D GRANT PRIDECO INC COM 38821G10 734 39800 SH SHARED 39800 D GRANT PRIDECO INC COM 38821G10 655 35527 SH SHARED 01 35527 D GRANT PRIDECO INC COM 38821G10 1 79 SH SHR/OTHR 01 79 D GRANT PRIDECO INC COM 38821G10 1207 65411 SH SHARED 02 65411 D GRAPHIC PACKAGING CORP DEL COM 38868810 551 63700 SH SHARED 63700 D GRAPHIC PACKAGING CORP DEL COM 38868810 1578 182520 SH SHARED 01 182520 D GRAY TELEVISION INC COM 38937510 598 43100 SH SHARED 43100 D GRAY TELEVISION INC COM 38937510 1176 84669 SH SHARED 02 84669 D GRAY TELEVISION INC COM 38937510 3022 217600 SH SHARED 04 217600 D GRAY TELEVISION INC COM 38937510 9774 703700 SH SHARED 10 703700 D GRAY TELEVISION INC COM 38937510 47 3400 SH SHARED 14 3400 D GRAY TELEVISION INC CL A 38937520 10 835 SH SHARED 835 D GRAY TELEVISION INC CL A 38937520 2 165 SH SHARED 01 165 D GREAT AMERN FINL RES INC COM 38991510 120 7581 SH SHARED 7581 D GREAT AMERN FINL RES INC COM 38991510 18 1144 SH SHARED 01 1144 D GREAT AMERN FINL RES INC COM 38991510 4 257 SH SHARED 02 257 D GREAT ATLANTIC & PAC TEA INC COM 39006410 1017 132818 SH SHARED 132818 D GREAT ATLANTIC & PAC TEA INC COM 39006410 132 17361 SH SHARED 01 17361 D GREAT ATLANTIC & PAC TEA INC COM 39006410 1 149 SH SHARED 02 149 D GREAT BASIN GOLD LTD COM 39012410 5676 4300000 SH SHARED 10 4300000 D GREAT LAKES CHEM CORP COM 39056810 4859 179594 SH SHARED 179594 D GREAT LAKES CHEM CORP COM 39056810 94 3501 SH SHARED 01 3501 D GREAT LAKES CHEM CORP COM 39056810 30 1131 SH SHR/OTHR 01 1131 D GREAT LAKES CHEM CORP COM 39056810 1342 49596 SH SHARED 02 49596 D GREAT LAKES CHEM CORP COM 39056810 471 17420 SH SHARED 10 17420 D GREAT SOUTHN BANCORP INC COM 39090510 286 9900 SH SHARED 9900 D GREAT SOUTHN BANCORP INC COM 39090510 116 4034 SH SHARED 02 4034 D GREAT SOUTHN BANCORP INC COM 39090510 15 540 SH SHARED 10 540 D GREAT PLAINS ENERGY INC COM 39116410 28152 947892 SH SHARED 947892 D GREAT PLAINS ENERGY INC COM 39116410 1370 46133 SH SHARED 01 25226 20907 D GREAT PLAINS ENERGY INC COM 39116410 47 1600 SH SHR/OTHR 01 1600 D GREAT PLAINS ENERGY INC COM 39116410 798 26874 SH SHARED 02 26874 D GREATER BAY BANCORP COM 39164810 2818 97542 SH SHARED 97542 D GREATER BAY BANCORP COM 39164810 1267 43871 SH SHARED 01 40371 3500 D GREATER BAY BANCORP COM 39164810 962 33302 SH SHARED 02 33302 D GREATER BAY BANCORP COM 39164810 12412 429500 SH SHARED 10 429500 D GREATER COMMUNITY BANCORP COM 39167M10 105 7422 SH SHARED 02 7422 D GREEN MTN COFFEE ROASTERS IN COM 39312210 96 5171 SH SHARED 02 5171 D GREENBRIER COS INC COM 39365710 209 11010 SH SHARED 11010 D GREENBRIER COS INC COM 39365710 26 1390 SH SHARED 01 1390 D GREENBRIER COS INC COM 39365710 9 500 SH SHARED 02 500 D GREENE CNTY BANCSHARES INC COM NEW 39436120 211 9399 SH SHARED 02 9399 D GREENHILL & CO INC COM 39525910 100 4800 SH SHARED 4800 D GREENPOINT FINL CORP COM 39538410 1099 27700 SH SHARED 27700 D GREENPOINT FINL CORP COM 39538410 63365 1596103 SH SHARED 1596103 D GREENPOINT FINL CORP COM 39538410 7436 187310 SH SHARED 01 185810 1500 D GREENPOINT FINL CORP COM 39538410 3636 91610 SH SHARED 02 91610 D GREENPOINT FINL CORP COM 39538410 79 1990 SH SHARED 06 1990 D GREENPOINT FINL CORP COM 39538410 39 1000 SH SHARED 14 1000 D GREIF INC CL A 39762410 583 13809 SH SHARED 13809 D GREIF INC CL A 39762410 25 600 SH SHARED 01 600 D GREIF INC CL A 39762410 94 2232 SH SHARED 02 2232 D GREIF INC CL A 39762410 16 400 SH SHARED 10 400 D GREY GLOBAL GROUP INC COM 39787M10 946 961 SH SHARED 961 D GREY GLOBAL GROUP INC COM 39787M10 136 139 SH SHARED 01 139 D GREY GLOBAL GROUP INC COM 39787M10 343 349 SH SHARED 02 349 D GREY WOLF INC NOTE 3.750% 5/0 397888AD 62037 66350000 PRN SHARED 66350000 D GREY WOLF INC COM 39788810 751 177200 SH SHARED 177200 D GREY WOLF INC COM 39788810 3310 780771 SH SHARED 02 780771 D GRIFFON CORP NOTE 4.000% 7/1 398433AB 2251 1900000 PRN SHARED 02 1900000 D GRIFFON CORP COM 39843310 557 25043 SH SHARED 25043 D GRIFFON CORP COM 39843310 1413 63440 SH SHARED 01 63440 D GRIFFON CORP COM 39843310 120 5415 SH SHARED 02 5415 D GRIFFON CORP COM 39843310 1062 47700 SH SHARED 10 47700 D GROUP 1 AUTOMOTIVE INC COM 39890510 2221 66894 SH SHARED 66894 D GROUP 1 AUTOMOTIVE INC COM 39890510 223 6722 SH SHARED 01 6722 D GROUP 1 AUTOMOTIVE INC COM 39890510 76 2304 SH SHARED 02 2304 D GROUP 1 AUTOMOTIVE INC COM 39890510 14 450 SH SHARED 10 450 D GROUP 1 SOFTWARE INC NEW COM 39943Y10 277 12092 SH SHARED 12092 D GROUP 1 SOFTWARE INC NEW COM 39943Y10 1511 65882 SH SHARED 01 65882 D GROUP 1 SOFTWARE INC NEW COM 39943Y10 45 1964 SH SHARED 02 1964 D GROUPE DANONE SPONSORED ADR 39944910 344 19659 SH SHARED 19659 D GROUPE DANONE SPONSORED ADR 39944910 494 28213 SH SHARED 01 3773 24440 D GROUPE CGI INC CL A SUB VTG 39945C10 64 9457 SH SHARED 01 9457 D GROUPE CGI INC CL A SUB VTG 39945C10 644 95183 SH SHARED 02 95183 D GROUPE CGI INC CL A SUB VTG 39945C10 33 5000 SH SHARED 06 2000 3000 D GROUPE CGI INC CL A SUB VTG 39945C10 52 7700 SH SHARED 10 7700 D GROUPE CGI INC CL A SUB VTG 39945C10 25 3700 SH SHARED 14 3700 D GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 39990910 686 130000 SH SHARED 130000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 588 13000 SH SHARED 13000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 49150 1085724 SH SHARED 01 1085724 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 0 16 SH SHARED 02 16 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 1358 30000 SH SHARED 04 30000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 4063 89766 SH SHARED 05 89766 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 3702 81794 SH SHARED 09 81794 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 39847 880227 SH SHARED 10 880227 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 2848 62927 SH SHARED 12 62927 D GRUPO IUSACELL S A DE C V NE SP ADR V NEW 40050B20 7 1272 SH SHARED 1272 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 32 1754 SH SHARED 1754 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 88 4800 SH SHARED 01 4800 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 536 29000 SH SHARED 04 29000 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 3022 163400 SH SHARED 10 163400 D GTECH HLDGS CORP DBCV 1.750%12/1 400518AB 100 58000 PRN SHARED 02 1000 57000 D GTECH HLDGS CORP COM 40051810 171 3700 SH SHARED 3700 D GTECH HLDGS CORP COM 40051810 1459 31518 SH SHARED 31518 D GTECH HLDGS CORP COM 40051810 13715 296160 SH SHARED 01 296160 D GTECH HLDGS CORP COM 40051810 22892 494342 SH SHARED 02 494342 D GTECH HLDGS CORP COM 40051810 35 770 SH SHARED 05 770 D GTECH HLDGS CORP COM 40051810 110 2376 SH SHARED 06 2376 D GTECH HLDGS CORP COM 40051810 34876 753100 SH SHARED 10 753100 D GTX INC DEL COM 40052B10 74 7200 SH SHARED 7200 D GUANGSHEN RY LTD SPONSORED ADR 40065W10 2 200 SH SHARED 200 D GUESS INC COM 40161710 236 14700 SH SHARED 14700 D GUESS INC COM 40161710 827 51400 SH SHARED 01 51400 D GUESS INC COM 40161710 14 882 SH SHARED 02 882 D GUESS INC COM 40161710 677 42080 SH SHARED 10 42080 D GUIDANT CORP COM 40169810 86889 1554933 SH SHARED 1527628 27305 D GUIDANT CORP COM 40169810 3838 68698 SH SHR/OTHR 33698 35000 D GUIDANT CORP COM 40169810 48299 864345 SH SHARED 01 144111 16030 704204 D GUIDANT CORP COM 40169810 4860 86979 SH SHR/OTHR 01 8675 78304 D GUIDANT CORP COM 40169810 8403 150376 SH SHARED 02 150376 D GUIDANT CORP COM 40169810 32522 582000 SH SHARED 04 582000 D GUIDANT CORP COM 40169810 22561 403745 SH SHARED 05 264276 139469 D GUIDANT CORP COM 40169810 1958 35050 SH SHARED 06 34550 500 D GUIDANT CORP COM 40169810 1117 20004 SH SHARED 07 20004 D GUIDANT CORP COM 40169810 1475 26400 SH SHARED 09 26400 D GUIDANT CORP COM 40169810 64339 1151379 SH SHARED 10 1151379 D GUIDANT CORP COM 40169810 1603 28700 SH SHARED 14 28700 D GUILFORD PHARMACEUTICALS INC COM 40182910 157 33200 SH SHARED 33200 D GUILFORD PHARMACEUTICALS INC COM 40182910 572 120494 SH SHARED 120494 D GUILFORD PHARMACEUTICALS INC COM 40182910 100 21184 SH SHARED 01 21184 D GUILFORD PHARMACEUTICALS INC COM 40182910 9 2000 SH SHR/OTHR 01 2000 D GUILFORD PHARMACEUTICALS INC COM 40182910 74 15662 SH SHARED 02 15662 D GUITAR CTR MGMT INC COM 40204010 1036 23300 SH SHARED 23300 D GUITAR CTR MGMT INC COM 40204010 471 10600 SH SHARED 01 10600 D GUITAR CTR MGMT INC COM 40204010 0 16 SH SHARED 02 16 D GUITAR CTR MGMT INC COM 40204010 115 2600 SH SHARED 10 2600 D GULF ISLAND FABRICATION INC COM 40230710 199 9205 SH SHARED 9205 D GULF ISLAND FABRICATION INC COM 40230710 0 8 SH SHARED 02 8 D GULFMARK OFFSHORE INC COM 40262910 746 47299 SH SHARED 47299 D GULFMARK OFFSHORE INC COM 40262910 105 6691 SH SHARED 01 6691 D GULFMARK OFFSHORE INC COM 40262910 6 401 SH SHARED 02 401 D GULFTERRA ENERGY PARTNERS LP COM 40274U10 50 1301 SH SHARED 1301 D GULFTERRA ENERGY PARTNERS LP COM 40274U10 305 7900 SH SHARED 01 4300 3600 D GULFTERRA ENERGY PARTNERS LP COM 40274U10 270 7000 SH SHR/OTHR 01 7000 D GYMBOREE CORP COM 40377710 1092 71116 SH SHARED 71116 D GYMBOREE CORP COM 40377710 1016 66171 SH SHARED 01 66171 D GYMBOREE CORP COM 40377710 277 18078 SH SHARED 02 18078 D GYMBOREE CORP COM 40377710 278 18100 SH SHARED 10 18100 D H & Q HEALTHCARE FD SH BEN INT 40405210 465 26703 SH SHARED 26703 D HCA INC COM 40411910 815 19600 SH SHARED 19600 D HCA INC COM 40411910 130162 3129664 SH SHARED 3129664 D HCA INC COM 40411910 4418 106250 SH SHR/OTHR 56250 50000 D HCA INC COM 40411910 5996 144186 SH SHARED 01 130328 12000 1858 D HCA INC COM 40411910 99 2400 SH SHR/OTHR 01 2400 D HCA INC COM 40411910 9758 234640 SH SHARED 02 234640 D HCA INC COM 40411910 11275 271100 SH SHARED 04 271100 D HCA INC COM 40411910 101 2447 SH SHARED 05 400 2047 D HCA INC COM 40411910 3737 89875 SH SHARED 06 89275 600 D HCA INC COM 40411910 106335 2556750 SH SHARED 10 2556750 D HCA INC COM 40411910 1601 38504 SH SHARED 14 38504 D HCC INS HLDGS INC NOTE 2.000% 9/0 404132AA 23 20360 PRN SHARED 01 20360 D HCC INS HLDGS INC NOTE 2.000% 9/0 404132AA 13816 12162000 PRN SHARED 02 12162000 D HCC INS HLDGS INC COM 40413210 1702 50961 SH SHARED 50961 D HCC INS HLDGS INC COM 40413210 765 22910 SH SHARED 01 22910 D HCC INS HLDGS INC COM 40413210 1819 54467 SH SHARED 02 54467 D HDFC BANK LTD ADR REPS 3 SHS 40415F10 2003 74600 SH SHARED 74600 D HDFC BANK LTD ADR REPS 3 SHS 40415F10 701 26100 SH SHARED 14 26100 D HMS HLDGS CORP COM 40425J10 0 92 SH SHARED 92 D HNC SOFTWARE INC NOTE 5.250% 9/0 40425PAC 7 7540 PRN SHARED 01 7540 D HNI CORP COM 40425110 6066 143307 SH SHARED 143307 D HNI CORP COM 40425110 1123 26542 SH SHARED 01 26542 D HNI CORP COM 40425110 1173 27734 SH SHARED 02 27734 D HRPT PPTYS TR COM SH BEN INT 40426W10 634 63432 SH SHARED 63432 D HRPT PPTYS TR COM SH BEN INT 40426W10 1711 171019 SH SHARED 01 171019 D HRPT PPTYS TR COM SH BEN INT 40426W10 196 19624 SH SHARED 02 19624 D HRPT PPTYS TR COM SH BEN INT 40426W10 10828 1081693 SH SHARED 10 1081693 D HRPT PPTYS TR COM SH BEN INT 40426W10 145744 14559878 SH SHARED 11 14559878 D HSBC HLDGS PLC SPON ADR NEW 40428040 16886 225426 SH SHARED 225426 D HSBC HLDGS PLC SPON ADR NEW 40428040 5078 67797 SH SHARED 01 28054 39743 D HSBC HLDGS PLC SPON ADR NEW 40428040 1116 14899 SH SHR/OTHR 01 321 14578 D HSBC HLDGS PLC SPON ADR NEW 40428040 322 4300 SH SHARED 02 4300 D HAEMONETICS CORP COM 40502410 563 19000 SH SHARED 19000 D HAEMONETICS CORP COM 40502410 23 800 SH SHARED 01 800 D HAEMONETICS CORP COM 40502410 121 4113 SH SHARED 02 4113 D HAEMONETICS CORP COM 40502410 8 300 SH SHARED 10 300 D HAGGAR CORP COM 40517310 653 32700 SH SHARED 02 32700 D HAIN CELESTIAL GROUP INC COM 40521710 1029 56883 SH SHARED 56883 D HAIN CELESTIAL GROUP INC COM 40521710 62 3445 SH SHARED 01 3445 D HAIN CELESTIAL GROUP INC COM 40521710 23 1301 SH SHR/OTHR 01 1301 D HAIN CELESTIAL GROUP INC COM 40521710 114 6328 SH SHARED 02 6328 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM 2 2000 PRN SHARED 01 2000 D HALLIBURTON CO COM 40621610 58311 1927029 SH SHARED 1814929 112100 D HALLIBURTON CO COM 40621610 1210 40000 SH SHR/OTHR 40000 D HALLIBURTON CO COM 40621610 9434 311780 SH SHARED 01 145714 166066 D HALLIBURTON CO COM 40621610 892 29500 SH SHR/OTHR 01 29500 D HALLIBURTON CO COM 40621610 11843 391403 SH SHARED 02 391403 D HALLIBURTON CO COM 40621610 99584 3290950 SH SHARED 04 3290950 D HALLIBURTON CO COM 40621610 700 23142 SH SHARED 05 500 22642 D HALLIBURTON CO COM 40621610 7790 257450 SH SHARED 06 256850 600 D HALLIBURTON CO COM 40621610 6128 202541 SH SHARED 10 202541 D HALLIBURTON CO COM 40621610 4035 133354 SH SHARED 14 133354 D HAMPSHIRE GROUP LTD COM 40885910 81 2828 SH SHARED 02 2828 D HANARO TELECOM INC SPONSORED ADR 40964920 5413 2255645 SH SHARED 2255645 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 4623 500399 SH SHARED 500399 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 68 7417 SH SHARED 01 7417 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 7 835 SH SHARED 02 835 D HANCOCK FABRICS INC COM 40990010 255 20024 SH SHARED 20024 D HANCOCK FABRICS INC COM 40990010 0 20 SH SHARED 02 20 D HANCOCK HLDG CO COM 41012010 1033 35548 SH SHARED 35548 D HANCOCK HLDG CO COM 41012010 2311 79528 SH SHARED 01 79528 D HANCOCK HLDG CO COM 41012010 1025 35274 SH SHARED 02 35274 D HANCOCK HLDG CO COM 41012010 2287 78700 SH SHARED 10 78700 D HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T10 22 2173 SH SHARED 2173 D HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W10 3178 136402 SH SHARED 136402 D HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W10 4 198 SH SHARED 01 198 D HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W10 1 59 SH SHARED 02 59 D HANDLEMAN CO DEL COM 41025210 665 28721 SH SHARED 28721 D HANDLEMAN CO DEL COM 41025210 2749 118701 SH SHARED 01 118701 D HANDLEMAN CO DEL COM 41025210 23 1031 SH SHARED 02 1031 D HANDLEMAN CO DEL COM 41025210 2795 120700 SH SHARED 10 120700 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 418 35698 SH SHARED 35698 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 1024 87402 SH SHARED 01 87402 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 31 2645 SH SHARED 02 2645 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 485 41400 SH SHARED 10 41400 D HANMI FINL CORP COM 41049510 304 10318 SH SHARED 10318 D HANMI FINL CORP COM 41049510 1357 46000 SH SHARED 01 46000 D HANMI FINL CORP COM 41049510 522 17712 SH SHARED 02 17712 D HANMI FINL CORP COM 41049510 1177 39900 SH SHARED 10 39900 D HANOVER CAP MTG HLDGS INC COM 41076110 62 5348 SH SHARED 5348 D HANOVER CAP MTG HLDGS INC COM 41076110 14 1196 SH SHARED 01 1196 D HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE 283 250000 PRN SHARED 02 250000 D HANOVER COMPRESSOR CO COM 41076810 1168 98200 SH SHARED 98200 D HANOVER COMPRESSOR CO COM 41076810 231 19414 SH SHARED 01 19400 14 D HANOVER COMPRESSOR CO COM 41076810 356 29956 SH SHARED 02 29956 D HANOVER COMPRESSOR CO COM 41076810 9 800 SH SHARED 10 800 D HANSEN NAT CORP COM 41131010 141 5600 SH SHARED 5600 D HANSON PLC NEW SPONSORED ADR 41134910 18080 521950 SH SHARED 521950 D HANSON PLC NEW SPONSORED ADR 41134910 46769 1350170 SH SHARED 02 1350170 D HARBOR FLA BANCSHARES INC COM 41190110 551 20053 SH SHARED 20053 D HARBOR FLA BANCSHARES INC COM 41190110 0 24 SH SHARED 02 24 D HARKEN ENERGY CORP COM NEW 41255230 130 250200 SH SHARED 02 250200 D HARLAND JOHN H CO COM 41269310 161 5500 SH SHARED 5500 D HARLAND JOHN H CO COM 41269310 903 30793 SH SHARED 30793 D HARLAND JOHN H CO COM 41269310 28 976 SH SHARED 01 976 D HARLAND JOHN H CO COM 41269310 0 32 SH SHARED 02 32 D HARLAND JOHN H CO COM 41269310 6688 227900 SH SHARED 10 227900 D HARLEY DAVIDSON INC COM 41282210 66663 1076257 SH SHARED 1075658 599 D HARLEY DAVIDSON INC COM 41282210 34334 554325 SH SHARED 01 273375 280950 D HARLEY DAVIDSON INC COM 41282210 1215 19625 SH SHR/OTHR 01 800 18825 D HARLEY DAVIDSON INC COM 41282210 8387 135407 SH SHARED 02 135407 D HARLEY DAVIDSON INC COM 41282210 17033 275000 SH SHARED 04 275000 D HARLEY DAVIDSON INC COM 41282210 124 2010 SH SHARED 05 510 1500 D HARLEY DAVIDSON INC COM 41282210 454 7344 SH SHARED 06 6144 1200 D HARLEY DAVIDSON INC COM 41282210 43 700 SH SHARED 07 700 D HARLEY DAVIDSON INC COM 41282210 106431 1718293 SH SHARED 10 1718293 D HARLEY DAVIDSON INC COM 41282210 588 9500 SH SHARED 14 9500 D HARLEYSVILLE GROUP INC COM 41282410 1162 61649 SH SHARED 61649 D HARLEYSVILLE GROUP INC COM 41282410 211 11195 SH SHARED 01 11195 D HARLEYSVILLE GROUP INC COM 41282410 790 41954 SH SHARED 02 41954 D HARLEYSVILLE NATL CORP PA COM 41285010 734 28702 SH SHARED 28702 D HARLEYSVILLE NATL CORP PA COM 41285010 51 1996 SH SHARED 01 1996 D HARLEYSVILLE NATL CORP PA COM 41285010 54 2118 SH SHARED 02 2118 D HARMAN INTL INDS INC COM 41308610 1574 17300 SH SHARED 17300 D HARMAN INTL INDS INC COM 41308610 3377 37112 SH SHARED 37112 D HARMAN INTL INDS INC COM 41308610 25823 283770 SH SHARED 01 283670 100 D HARMAN INTL INDS INC COM 41308610 68 750 SH SHR/OTHR 01 750 D HARMAN INTL INDS INC COM 41308610 3354 36863 SH SHARED 02 36863 D HARMAN INTL INDS INC COM 41308610 842 9262 SH SHARED 06 9262 D HARMAN INTL INDS INC COM 41308610 57796 635130 SH SHARED 10 635130 D HARMAN INTL INDS INC COM 41308610 163 1800 SH SHARED 14 1800 D HARMONIC INC COM 41316010 810 95216 SH SHARED 95216 D HARMONIC INC COM 41316010 3444 404800 SH SHARED 01 404800 D HARMONIC INC COM 41316010 248 29148 SH SHARED 02 29148 D HARMONIC INC COM 41316010 679 79900 SH SHARED 10 79900 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 549 51865 SH SHARED 51865 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 283 26785 SH SHARED 01 12735 14050 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 258 24400 SH SHR/OTHR 01 24400 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 837 79100 SH SHARED 02 79100 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 141 13400 SH SHARED 04 13400 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 16202 1530000 SH SHARED 10 1530000 D HARRAHS ENTMT INC COM 41361910 15257 282028 SH SHARED 282028 D HARRAHS ENTMT INC COM 41361910 2241 41438 SH SHARED 01 41438 D HARRAHS ENTMT INC COM 41361910 4112 76010 SH SHARED 02 76010 D HARRAHS ENTMT INC COM 41361910 30 558 SH SHARED 05 200 358 D HARRAHS ENTMT INC COM 41361910 2023 37400 SH SHARED 06 37400 D HARRAHS ENTMT INC COM 41361910 4656 86068 SH SHARED 10 86068 D HARRAHS ENTMT INC COM 41361910 57 1070 SH SHARED 14 1070 D HARRIS & HARRIS GROUP INC COM 41383310 919 75128 SH SHARED 75128 D HARRIS & HARRIS GROUP INC COM 41383310 132 10798 SH SHARED 01 10798 D HARRIS CORP DEL COM 41387510 710 14000 SH SHARED 14000 D HARRIS CORP DEL COM 41387510 2355 46407 SH SHARED 46407 D HARRIS CORP DEL COM 41387510 2636 51951 SH SHARED 01 51951 D HARRIS CORP DEL COM 41387510 152 3000 SH SHR/OTHR 01 3000 D HARRIS CORP DEL COM 41387510 2035 40109 SH SHARED 02 40109 D HARRIS CORP DEL COM 41387510 168 3329 SH SHARED 06 3329 D HARRIS INTERACTIVE INC COM 41454910 718 106952 SH SHARED 106952 D HARRIS INTERACTIVE INC COM 41454910 12434 1850318 SH SHARED 01 1461518 388800 D HARRIS INTERACTIVE INC COM 41454910 0 36 SH SHARED 02 36 D HARRIS INTERACTIVE INC COM 41454910 286 42600 SH SHARED 05 42600 D HARRIS INTERACTIVE INC COM 41454910 6416 954819 SH SHARED 10 954819 D HARSCO CORP COM 41586410 1136 24191 SH SHARED 24191 D HARSCO CORP COM 41586410 3052 64955 SH SHARED 01 64955 D HARSCO CORP COM 41586410 810 17247 SH SHARED 02 17247 D HARSCO CORP COM 41586410 5179 110200 SH SHARED 10 110200 D HARTE-HANKS INC COM 41619610 1178 48291 SH SHARED 48291 D HARTE-HANKS INC COM 41619610 686 28108 SH SHARED 01 27358 750 D HARTE-HANKS INC COM 41619610 1282 52534 SH SHARED 02 52534 D HARTFORD FINL SVCS GROUP INC COM 41651510 144194 2097683 SH SHARED 2003800 93883 D HARTFORD FINL SVCS GROUP INC COM 41651510 35139 511198 SH SHARED 01 51913 8500 450785 D HARTFORD FINL SVCS GROUP INC COM 41651510 1383 20126 SH SHR/OTHR 01 2710 17416 D HARTFORD FINL SVCS GROUP INC COM 41651510 19938 290060 SH SHARED 02 290060 D HARTFORD FINL SVCS GROUP INC COM 41651510 16023 233100 SH SHARED 03 233100 D HARTFORD FINL SVCS GROUP INC COM 41651510 3237 47100 SH SHARED 04 47100 D HARTFORD FINL SVCS GROUP INC COM 41651510 43247 629140 SH SHARED 05 397747 231393 D HARTFORD FINL SVCS GROUP INC COM 41651510 4767 69350 SH SHARED 06 40450 28900 D HARTFORD FINL SVCS GROUP INC COM 41651510 1669 24290 SH SHARED 07 24290 D HARTFORD FINL SVCS GROUP INC COM 41651510 2213 32200 SH SHARED 09 32200 D HARTFORD FINL SVCS GROUP INC COM 41651510 85525 1244183 SH SHARED 10 1244183 D HARTFORD FINL SVCS GROUP INC COM 41651510 2276 33113 SH SHARED 14 33113 D HARVARD BIOSCIENCE INC COM 41690610 68 15371 SH SHARED 15371 D HARVARD BIOSCIENCE INC COM 41690610 17 3800 SH SHARED 01 3800 D HARTMARX CORP COM 41711910 162 25800 SH SHARED 25800 D HARVEST NATURAL RESOURCES IN COM 41754V10 791 53056 SH SHARED 53056 D HARVEST NATURAL RESOURCES IN COM 41754V10 24 1669 SH SHARED 01 1669 D HARVEST NATURAL RESOURCES IN COM 41754V10 98 6599 SH SHARED 02 6599 D HARVEY ELECTRONICS INC COM 41766010 0 6 SH SHARED 6 D HASBRO INC DBCV 2.750%12/0 418056AN 16996 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 175 162000 PRN SHARED 02 162000 D HASBRO INC COM 41805610 10230 538444 SH SHARED 538444 D HASBRO INC COM 41805610 3008 158348 SH SHARED 01 158184 164 D HASBRO INC COM 41805610 1735 91317 SH SHARED 02 91317 D HASBRO INC COM 41805610 167 8800 SH SHARED 05 8800 D HASBRO INC COM 41805610 1268 66773 SH SHARED 10 66773 D HAVERTY FURNITURE INC COM 41959610 810 46369 SH SHARED 46369 D HAVERTY FURNITURE INC COM 41959610 1914 109498 SH SHARED 01 109498 D HAVERTY FURNITURE INC COM 41959610 223 12780 SH SHARED 02 12780 D HAVERTY FURNITURE INC COM 41959610 1400 80100 SH SHARED 10 80100 D HAWAIIAN ELEC INDUSTRIES COM 41987010 1961 75146 SH SHARED 75146 D HAWAIIAN ELEC INDUSTRIES COM 41987010 692 26550 SH SHARED 01 23000 3550 D HAWAIIAN ELEC INDUSTRIES COM 41987010 760 29135 SH SHARED 02 29135 D HAWKINS INC COM 42026110 1 100 SH SHARED 02 100 D HAYES LEMMERZ INTL INC COM NEW 42078130 58218 3855504 SH SHARED 3855504 D HAYES LEMMERZ INTL INC COM NEW 42078130 262 17400 SH SHARED 01 17400 D HEALTHCARE SVCS GRP INC COM 42190610 280 18323 SH SHARED 18323 D HEALTHCARE SVCS GRP INC COM 42190610 71 4697 SH SHARED 01 4697 D HEALTHCARE SVCS GRP INC COM 42190610 37 2446 SH SHARED 02 2446 D HEALTHCARE SVCS GRP INC COM 42190610 13 900 SH SHARED 10 900 D HEALTH CARE PPTY INVS INC COM 42191510 58 2422 SH SHARED 2422 D HEALTH CARE PPTY INVS INC COM 42191510 968 40286 SH SHARED 01 2896 37390 D HEALTH CARE PPTY INVS INC COM 42191510 28 1200 SH SHR/OTHR 01 1200 D HEALTH CARE PPTY INVS INC COM 42191510 404 16825 SH SHARED 02 16825 D HEALTH MGMT ASSOC INC NEW NOTE 1/2 421933AD 61 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 CL A 42193310 12774 569765 SH SHARED 566265 3500 D HEALTH MGMT ASSOC INC NEW CL A 42193310 506 22580 SH SHR/OTHR 22580 D HEALTH MGMT ASSOC INC NEW CL A 42193310 4600 205192 SH SHARED 01 202192 3000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 3464 154528 SH SHARED 02 154528 D HEALTH MGMT ASSOC INC NEW CL A 42193310 3380 150800 SH SHARED 04 150800 D HEALTH MGMT ASSOC INC NEW CL A 42193310 15 696 SH SHARED 05 696 D HEALTH MGMT ASSOC INC NEW CL A 42193310 512 22850 SH SHARED 06 22850 D HEALTH MGMT ASSOC INC NEW CL A 42193310 2071 92413 SH SHARED 10 92413 D HEALTH MGMT ASSOC INC NEW CL A 42193310 1073 47865 SH SHARED 14 47865 D HEALTHCARE RLTY TR COM 42194610 1685 44960 SH SHARED 44960 D HEALTHCARE RLTY TR COM 42194610 1959 52283 SH SHARED 01 9433 42850 D HEALTHCARE RLTY TR COM 42194610 2 66 SH SHARED 02 66 D HEALTHCARE RLTY TR COM 42194610 12357 329700 SH SHARED 10 329700 D HEALTHCARE RLTY TR COM 42194610 14992 400000 SH SHARED 11 400000 D HEADWATERS INC COM 42210P10 1154 44536 SH SHARED 44536 D HEADWATERS INC COM 42210P10 620 23924 SH SHARED 01 23924 D HEADWATERS INC COM 42210P10 979 37763 SH SHARED 02 37763 D HEADWATERS INC COM 42210P10 15835 610700 SH SHARED 10 610700 D HEALTH CARE REIT INC COM 42217K10 2608 80250 SH SHARED 01 79750 500 D HEALTH CARE REIT INC COM 42217K10 522 16068 SH SHARED 02 16068 D HEALTH CARE REIT INC COM 42217K10 8488 261170 SH SHARED 10 261170 D HEALTH CARE REIT INC COM 42217K10 15369 472900 SH SHARED 11 472900 D HEALTHEXTRAS INC COM 42221110 317 19142 SH SHARED 19142 D HEALTHEXTRAS INC COM 42221110 8 540 SH SHARED 02 540 D HEALTHEXTRAS INC COM 42221110 16 1000 SH SHARED 10 1000 D HEALTH NET INC COM 42222G10 177 6700 SH SHARED 6700 D HEALTH NET INC COM 42222G10 7142 269532 SH SHARED 269532 D HEALTH NET INC COM 42222G10 265 10000 SH SHR/OTHR 10000 D HEALTH NET INC COM 42222G10 4849 183006 SH SHARED 01 183006 D HEALTH NET INC COM 42222G10 1309 49433 SH SHARED 02 49433 D HEALTH NET INC COM 42222G10 2027 76500 SH SHARED 04 76500 D HEALTH NET INC COM 42222G10 26 1000 SH SHARED 06 1000 D HEALTH NET INC COM 42222G10 1735 65500 SH SHARED 10 65500 D HEALTHTRONICS SURGICAL SVS I COM 42222L10 1375 172100 SH SHARED 172100 D HEARST-ARGYLE TELEVISION INC COM 42231710 312 12112 SH SHARED 12112 D HEARST-ARGYLE TELEVISION INC COM 42231710 166 6461 SH SHARED 01 6461 D HEARST-ARGYLE TELEVISION INC COM 42231710 2503 97098 SH SHARED 02 97098 D HEARTLAND FINL USA INC COM 42234Q10 163 8900 SH SHARED 8900 D HEARTLAND FINL USA INC COM 42234Q10 29 1630 SH SHARED 02 1630 D HEARTLAND EXPRESS INC COM 42234710 785 28700 SH SHARED 28700 D HEARTLAND EXPRESS INC COM 42234710 17803 650715 SH SHARED 01 622085 3800 24830 D HEARTLAND EXPRESS INC COM 42234710 618 22602 SH SHARED 02 22602 D HEARTLAND EXPRESS INC COM 42234710 12922 472318 SH SHARED 10 472318 D HECLA MNG CO COM 42270410 1009 177185 SH SHARED 177185 D HECLA MNG CO COM 42270410 1412 247816 SH SHARED 01 247816 D HECLA MNG CO COM 42270410 114 20013 SH SHARED 02 20013 D HECLA MNG CO COM 42270410 855 150000 SH SHARED 04 150000 D HEICO CORP NEW COM 42280610 339 18600 SH SHARED 18600 D HEICO CORP NEW COM 42280610 36 2000 SH SHARED 01 2000 D HEICO CORP NEW COM 42280610 0 52 SH SHARED 02 52 D HEICO CORP NEW CL A 42280620 1 91 SH SHARED 91 D HEICO CORP NEW CL A 42280620 9 662 SH SHARED 01 662 D HEICO CORP NEW CL A 42280620 0 8 SH SHARED 02 8 D HEIDRICK & STRUGGLES INTL IN COM 42281910 12355 416281 SH SHARED 416281 D HEIDRICK & STRUGGLES INTL IN COM 42281910 426 14354 SH SHARED 01 14354 D HEIDRICK & STRUGGLES INTL IN COM 42281910 98 3330 SH SHARED 02 3330 D HEINZ H J CO COM 42307410 41568 1060429 SH SHARED 1057929 2500 D HEINZ H J CO COM 42307410 21999 561203 SH SHARED 01 231359 329844 D HEINZ H J CO COM 42307410 7577 193306 SH SHR/OTHR 01 5500 187806 D HEINZ H J CO COM 42307410 14015 357526 SH SHARED 02 357526 D HEINZ H J CO COM 42307410 59976 1530000 SH SHARED 04 1530000 D HEINZ H J CO COM 42307410 698 17829 SH SHARED 05 300 17529 D HEINZ H J CO COM 42307410 302 7706 SH SHARED 06 7206 500 D HEINZ H J CO COM 42307410 5406 137916 SH SHARED 10 137916 D HEINZ H J CO COM 42307410 2095 53447 SH SHARED 14 53447 D HELIX TECHNOLOGY CORP COM 42331910 563 26397 SH SHARED 26397 D HELIX TECHNOLOGY CORP COM 42331910 5747 269470 SH SHARED 01 264070 5400 D HELIX TECHNOLOGY CORP COM 42331910 161 7553 SH SHARED 02 7553 D HELIX TECHNOLOGY CORP COM 42331910 1023 47999 SH SHARED 10 47999 D HELLENIC TELECOM ORGANIZATN SPONSORED ADR 42332530 18257 2821900 SH SHARED 2801900 20000 D HELMERICH & PAYNE INC COM 42345210 3852 147330 SH SHARED 147330 D HELMERICH & PAYNE INC COM 42345210 803 30721 SH SHARED 01 30721 D HELMERICH & PAYNE INC COM 42345210 78 3000 SH SHR/OTHR 01 3000 D HELMERICH & PAYNE INC COM 42345210 334 12784 SH SHARED 02 12784 D HELMERICH & PAYNE INC COM 42345210 2089 79900 SH SHARED 04 79900 D HELMERICH & PAYNE INC COM 42345210 313 12000 SH SHARED 14 12000 D HENRY JACK & ASSOC INC COM 42628110 1134 56438 SH SHARED 56438 D HENRY JACK & ASSOC INC COM 42628110 551 27416 SH SHARED 01 26816 600 D HENRY JACK & ASSOC INC COM 42628110 48 2400 SH SHR/OTHR 01 2400 D HENRY JACK & ASSOC INC COM 42628110 660 32882 SH SHARED 02 32882 D HERITAGE COMMERCE CORP COM 42692710 515 35380 SH SHARED 02 35380 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 10651 873828 SH SHARED 873828 D HERCULES INC COM 42705610 6360 521758 SH SHARED 01 510491 11267 D HERCULES INC COM 42705610 36 3000 SH SHR/OTHR 01 3000 D HERCULES INC COM 42705610 477 39192 SH SHARED 02 39192 D HERCULES INC COM 42705610 3493 286572 SH SHARED 10 286572 D HERITAGE FINL CORP WASH COM 42722X10 136 7335 SH SHARED 02 7335 D HERITAGE PPTY INVT TR INC COM 42725M10 782 28905 SH SHARED 28905 D HERITAGE PPTY INVT TR INC COM 42725M10 1079 39900 SH SHARED 01 39900 D HERITAGE PPTY INVT TR INC COM 42725M10 64 2374 SH SHARED 02 2374 D HERITAGE PPTY INVT TR INC COM 42725M10 19780 731000 SH SHARED 10 731000 D HERITAGE PPTY INVT TR INC COM 42725M10 54972 2031500 SH SHARED 11 2031500 D HERLEY INDS INC DEL COM 42739810 246 12597 SH SHARED 12597 D HERLEY INDS INC DEL COM 42739810 8 420 SH SHARED 01 420 D HERLEY INDS INC DEL COM 42739810 333 17042 SH SHARED 02 17042 D HERLEY INDS INC DEL COM 42739810 8814 451100 SH SHARED 10 451100 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 69 7043 SH SHARED 7043 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 17 1746 SH SHARED 01 1746 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 25514 2582400 SH SHARED 11 2582400 D HERSHEY FOODS CORP COM 42786610 56705 1225531 SH SHARED 1225531 D HERSHEY FOODS CORP COM 42786610 33303 719762 SH SHARED 01 173948 8400 537414 D HERSHEY FOODS CORP COM 42786610 397 8600 SH SHR/OTHR 01 2600 6000 D HERSHEY FOODS CORP COM 42786610 5188 112132 SH SHARED 02 112132 D HERSHEY FOODS CORP COM 42786610 21477 464184 SH SHARED 05 300184 164000 D HERSHEY FOODS CORP COM 42786610 92 2000 SH SHARED 06 1600 400 D HERSHEY FOODS CORP COM 42786610 1147 24800 SH SHARED 07 24800 D HERSHEY FOODS CORP COM 42786610 1517 32800 SH SHARED 09 32800 D HERSHEY FOODS CORP COM 42786610 94467 2041658 SH SHARED 10 2041658 D HERSHEY FOODS CORP COM 42786610 83 1800 SH SHARED 14 1800 D HEWITT ASSOCS INC COM 42822Q10 1639 59611 SH SHARED 59611 D HEWITT ASSOCS INC COM 42822Q10 2307 83927 SH SHARED 01 83927 D HEWITT ASSOCS INC COM 42822Q10 371 13514 SH SHARED 02 13514 D HEWITT ASSOCS INC COM 42822Q10 737 26800 SH SHARED 10 26800 D HEWLETT PACKARD CO NOTE 10/1 428236AC 427 750000 PRN SHARED 06 750000 D HEWLETT PACKARD CO COM 42823610 803 38097 SH SHARED 38097 D HEWLETT PACKARD CO COM 42823610 577753 27381659 SH SHARED 26511826 869833 D HEWLETT PACKARD CO COM 42823610 230288 10914153 SH SHARED 01 8127549 20900 2765704 D HEWLETT PACKARD CO COM 42823610 14398 682391 SH SHR/OTHR 01 45040 637351 D HEWLETT PACKARD CO COM 42823610 36169 1714184 SH SHARED 02 1714184 D HEWLETT PACKARD CO COM 42823610 8501 402900 SH SHARED 03 402900 D HEWLETT PACKARD CO COM 42823610 28702 1360300 SH SHARED 04 1360300 D HEWLETT PACKARD CO COM 42823610 69469 3292414 SH SHARED 05 2518618 773796 D HEWLETT PACKARD CO COM 42823610 19694 933407 SH SHARED 06 460407 473000 D HEWLETT PACKARD CO COM 42823610 1720 81544 SH SHARED 07 81544 D HEWLETT PACKARD CO COM 42823610 1578 74800 SH SHARED 09 74800 D HEWLETT PACKARD CO COM 42823610 248741 11788685 SH SHARED 10 11788685 D HEWLETT PACKARD CO COM 42823610 3570 169209 SH SHARED 14 169209 D HEXCEL CORP NEW COM 42829110 230 19900 SH SHARED 19900 D HEXCEL CORP NEW COM 42829110 12 1078 SH SHARED 02 1078 D HI / FN INC COM 42835810 4 400 SH SHARED 02 400 D HI-TECH PHARMACAL INC COM 42840B10 356 21812 SH SHARED 21812 D HI-TECH PHARMACAL INC COM 42840B10 85 5227 SH SHARED 01 5227 D HI-TECH PHARMACAL INC COM 42840B10 114 7000 SH SHARED 02 7000 D HIBBETT SPORTING GOODS INC COM 42856510 612 22400 SH SHARED 22400 D HIBBETT SPORTING GOODS INC COM 42856510 242 8850 SH SHARED 01 8850 D HIBBETT SPORTING GOODS INC COM 42856510 1226 44836 SH SHARED 02 44836 D HIBERNIA CORP CL A 42865610 323 13300 SH SHARED 13300 D HIBERNIA CORP CL A 42865610 1897 78068 SH SHARED 78068 D HIBERNIA CORP CL A 42865610 1109 45643 SH SHARED 01 45643 D HIBERNIA CORP CL A 42865610 1743 71732 SH SHARED 02 71732 D HICKORY TECH CORP COM 42906010 173 17130 SH SHARED 02 17130 D HIGHLAND HOSPITALITY CORP COM 43014110 352 35084 SH SHARED 35084 D HIGHLAND HOSPITALITY CORP COM 43014110 4 416 SH SHARED 01 416 D HIGHLAND HOSPITALITY CORP COM 43014110 7901 786200 SH SHARED 10 786200 D HIGHWOODS PPTYS INC COM 43128410 1603 68250 SH SHARED 68250 D HIGHWOODS PPTYS INC COM 43128410 3689 157019 SH SHARED 01 125200 31819 D HIGHWOODS PPTYS INC COM 43128410 292 12460 SH SHARED 02 12460 D HIGHWOODS PPTYS INC COM 43128410 10697 455200 SH SHARED 10 455200 D HIGHWOODS PPTYS INC COM 43128410 180113 7664400 SH SHARED 11 7664400 D HILB ROGAL & HOBBS CO COM 43129410 6440 180514 SH SHARED 180514 D HILB ROGAL & HOBBS CO COM 43129410 75 2114 SH SHARED 01 2114 D HILB ROGAL & HOBBS CO COM 43129410 968 27132 SH SHARED 02 27132 D HILB ROGAL & HOBBS CO COM 43129410 7092 198770 SH SHARED 10 198770 D HILLENBRAND INDS INC COM 43157310 1873 30990 SH SHARED 30990 D HILLENBRAND INDS INC COM 43157310 1240 20518 SH SHARED 01 17518 3000 D HILLENBRAND INDS INC COM 43157310 1203 19911 SH SHARED 02 19911 D HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ 60310 55947000 PRN SHARED 55947000 D HILTON HOTELS CORP COM 43284810 21960 1176882 SH SHARED 1176882 D HILTON HOTELS CORP COM 43284810 4548 243771 SH SHARED 01 239971 3800 D HILTON HOTELS CORP COM 43284810 27 1500 SH SHR/OTHR 01 1500 D HILTON HOTELS CORP COM 43284810 4204 225312 SH SHARED 02 225312 D HILTON HOTELS CORP COM 43284810 746 40000 SH SHARED 04 40000 D HILTON HOTELS CORP COM 43284810 16 887 SH SHARED 05 887 D HILTON HOTELS CORP COM 43284810 55 2950 SH SHARED 06 2950 D HILTON HOTELS CORP COM 43284810 23002 1232726 SH SHARED 10 1232726 D HILTON HOTELS CORP COM 43284810 196659 10539100 SH SHARED 11 10539100 D HILTON HOTELS CORP COM 43284810 51 2779 SH SHARED 14 2779 D HITACHI LIMITED ADR 10 COM 43357850 77 1113 SH SHARED 1113 D HITACHI LIMITED ADR 10 COM 43357850 37 540 SH SHARED 01 540 D HOLLINGER INTL INC CL A 43556910 20749 1235832 SH SHARED 1235832 D HOLLINGER INTL INC CL A 43556910 0 44 SH SHARED 02 44 D HOLLY CORP COM PAR $0.01 43575830 385 10311 SH SHARED 10311 D HOLLY CORP COM PAR $0.01 43575830 37 1000 SH SHARED 01 1000 D HOLLY CORP COM PAR $0.01 43575830 293 7835 SH SHARED 02 7835 D HOLLY CORP COM PAR $0.01 43575830 29 800 SH SHARED 10 800 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 159 13200 SH SHARED 13200 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 0 49 SH SHARED 02 49 D HOLLYWOOD ENTMT CORP COM 43614110 913 68403 SH SHARED 68403 D HOLLYWOOD ENTMT CORP COM 43614110 429 32134 SH SHARED 01 32134 D HOLLYWOOD ENTMT CORP COM 43614110 1637 122557 SH SHARED 02 122557 D HOLOGIC INC COM 43644010 496 21364 SH SHARED 21364 D HOLOGIC INC COM 43644010 436 18757 SH SHR/OTHR 18757 D HOLOGIC INC COM 43644010 341 14674 SH SHARED 02 14674 D HOME FED BANCORP COM 43692610 6 275 SH SHARED 02 275 D HOME DEPOT INC COM 43707610 402766 11442224 SH SHARED 11387011 55213 D HOME DEPOT INC COM 43707610 114589 3255372 SH SHARED 01 609255 2646117 D HOME DEPOT INC COM 43707610 30043 853503 SH SHR/OTHR 01 27169 826334 D HOME DEPOT INC COM 43707610 57324 1628549 SH SHARED 02 1628549 D HOME DEPOT INC COM 43707610 2017 57326 SH SHARED 05 47727 9599 D HOME DEPOT INC COM 43707610 4015 114074 SH SHARED 06 110674 3400 D HOME DEPOT INC COM 43707610 109 3102 SH SHARED 07 3102 D HOME DEPOT INC COM 43707610 174204 4949000 SH SHARED 10 4949000 D HOME DEPOT INC COM 43707610 6383 181357 SH SHARED 14 181357 D HOME PROPERTIES INC COM 43730610 1255 32202 SH SHARED 32202 D HOME PROPERTIES INC COM 43730610 2100 53898 SH SHARED 01 53898 D HOME PROPERTIES INC COM 43730610 234 6006 SH SHARED 02 6006 D HOME PROPERTIES INC COM 43730610 6646 170500 SH SHARED 10 170500 D HOME PROPERTIES INC COM 43730610 13539 347350 SH SHARED 11 347350 D HOMESTORE INC COM 43785210 582 146000 SH SHARED 146000 D HOMESTORE INC COM 43785210 10 2508 SH SHARED 02 2508 D HONDA MOTOR LTD AMERN SHS 43812830 709 29158 SH SHARED 29158 D HONDA MOTOR LTD AMERN SHS 43812830 426 17519 SH SHARED 01 1830 15689 D HONDA MOTOR LTD AMERN SHS 43812830 350 14425 SH SHARED 02 14425 D HONEYWELL INTL INC COM 43851610 42 1170 SH SHARED 1170 D HONEYWELL INTL INC COM 43851610 210037 5734033 SH SHARED 5282245 451788 D HONEYWELL INTL INC COM 43851610 130075 3551072 SH SHARED 01 1213443 2000 2335629 D HONEYWELL INTL INC COM 43851610 13808 376971 SH SHR/OTHR 01 14090 362881 D HONEYWELL INTL INC COM 43851610 17881 488166 SH SHARED 02 488166 D HONEYWELL INTL INC COM 43851610 143626 3921000 SH SHARED 04 3921000 D HONEYWELL INTL INC COM 43851610 35283 963238 SH SHARED 05 582710 380528 D HONEYWELL INTL INC COM 43851610 14333 391310 SH SHARED 06 340310 51000 D HONEYWELL INTL INC COM 43851610 1853 50593 SH SHARED 07 50593 D HONEYWELL INTL INC COM 43851610 2527 69000 SH SHARED 09 69000 D HONEYWELL INTL INC COM 43851610 158968 4339857 SH SHARED 10 4339857 D HONEYWELL INTL INC COM 43851610 3348 91412 SH SHARED 14 91412 D HOOKER FURNITURE CORP COM 43903810 135 6700 SH SHARED 6700 D HOOKER FURNITURE CORP COM 43903810 0 8 SH SHARED 02 8 D HOOPER HOLMES INC COM 43910410 312 54500 SH SHARED 54500 D HOOPER HOLMES INC COM 43910410 287 50000 SH SHARED 01 50000 D HOOPER HOLMES INC COM 43910410 29 5118 SH SHARED 02 5118 D HORACE MANN EDUCATORS CORP N NOTE 1.425% 5/1 440327AG 2447 5175000 PRN SHARED 02 5175000 D HORACE MANN EDUCATORS CORP N COM 44032710 1146 65612 SH SHARED 65612 D HORACE MANN EDUCATORS CORP N COM 44032710 564 32300 SH SHARED 01 32300 D HORACE MANN EDUCATORS CORP N COM 44032710 187 10718 SH SHARED 02 10718 D HORIZON FINL CORP WASH COM 44041F10 198 9963 SH SHARED 9963 D HORIZON FINL CORP WASH COM 44041F10 47 2385 SH SHARED 02 2385 D HORIZON OFFSHORE INC COM 44043J10 38 38718 SH SHARED 02 38718 D HORMEL FOODS CORP COM 44045210 6064 194993 SH SHARED 194993 D HORMEL FOODS CORP COM 44045210 1583 50923 SH SHARED 01 43463 7460 D HORMEL FOODS CORP COM 44045210 47 1516 SH SHR/OTHR 01 1516 D HORMEL FOODS CORP COM 44045210 1345 43272 SH SHARED 02 43272 D HORNBECK OFFSHORE SVCS INC N COM 44054310 74 5700 SH SHARED 5700 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 2694 63694 SH SHARED 63694 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 3482 82324 SH SHARED 01 82324 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 987 23337 SH SHARED 02 23337 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 850 20100 SH SHARED 10 20100 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 25680 607100 SH SHARED 11 607100 D HOSPIRA INC COM 44106010 20389 738742 SH SHARED 737325 1417 D HOSPIRA INC COM 44106010 5470 198193 SH SHARED 01 80777 117416 D HOSPIRA INC COM 44106010 1276 46267 SH SHR/OTHR 01 4650 41617 D HOSPIRA INC COM 44106010 2143 77650 SH SHARED 02 77650 D HOSPIRA INC COM 44106010 60 2200 SH SHARED 03 2200 D HOSPIRA INC COM 44106010 53 1924 SH SHARED 05 1360 564 D HOSPIRA INC COM 44106010 213 7727 SH SHARED 06 7517 210 D HOSPIRA INC COM 44106010 6181 223982 SH SHARED 10 223982 D HOSPIRA INC COM 44106010 31 1146 SH SHARED 14 1146 D HOST MARRIOTT CORP NEW COM 44107P10 2699 218439 SH SHARED 218439 D HOST MARRIOTT CORP NEW COM 44107P10 10763 870831 SH SHARED 01 44505 826326 D HOST MARRIOTT CORP NEW COM 44107P10 698 56527 SH SHR/OTHR 01 56527 D HOST MARRIOTT CORP NEW COM 44107P10 424 34375 SH SHARED 02 34375 D HOST MARRIOTT CORP NEW COM 44107P10 7 600 SH SHARED 05 600 D HOST MARRIOTT CORP NEW COM 44107P10 11824 956700 SH SHARED 10 956700 D HOST MARRIOTT CORP NEW COM 44107P10 173162 14009900 SH SHARED 11 14009900 D HOT TOPIC INC COM 44133910 2285 111556 SH SHARED 111556 D HOT TOPIC INC COM 44133910 2693 131436 SH SHARED 01 131436 D HOT TOPIC INC COM 44133910 136 6668 SH SHARED 02 6668 D HOT TOPIC INC COM 44133910 3860 188400 SH SHARED 04 188400 D HOT TOPIC INC COM 44133910 54 2660 SH SHARED 10 2660 D HOUSTON EXPL CO COM 44212010 1699 32779 SH SHARED 32779 D HOUSTON EXPL CO COM 44212010 2130 41091 SH SHARED 01 41091 D HOUSTON EXPL CO COM 44212010 602 11616 SH SHARED 02 11616 D HOUSTON EXPL CO COM 44212010 1202 23200 SH SHARED 10 23200 D HOVNANIAN ENTERPRISES INC CL A 44248720 11698 337045 SH SHARED 337045 D HOVNANIAN ENTERPRISES INC CL A 44248720 2617 75407 SH SHARED 01 75407 D HOVNANIAN ENTERPRISES INC CL A 44248720 4570 131679 SH SHARED 02 131679 D HUANENG PWR INTL INC SPON ADR N 44330410 195 5400 SH SHARED 5400 D HUB GROUP INC CL A 44332010 237 6964 SH SHARED 6964 D HUB GROUP INC CL A 44332010 12 362 SH SHARED 01 362 D HUB GROUP INC CL A 44332010 326 9589 SH SHARED 02 9589 D HUBBELL INC CL B 44351020 1355 29015 SH SHARED 29015 D HUBBELL INC CL B 44351020 4049 86695 SH SHARED 01 69781 16914 D HUBBELL INC CL B 44351020 409 8772 SH SHR/OTHR 01 8772 D HUBBELL INC CL B 44351020 882 18884 SH SHARED 02 18884 D HUBBELL INC CL B 44351020 401 8600 SH SHARED 10 8600 D HUDSON CITY BANCORP COM 44368310 1533 45872 SH SHARED 45872 D HUDSON CITY BANCORP COM 44368310 133 3997 SH SHARED 01 3197 800 D HUDSON CITY BANCORP COM 44368310 762 22812 SH SHARED 02 22812 D HUDSON HIGHLAND GROUP INC COM 44379210 291 9500 SH SHARED 9500 D HUDSON HIGHLAND GROUP INC COM 44379210 5 165 SH SHARED 01 165 D HUDSON HIGHLAND GROUP INC COM 44379210 3 100 SH SHARED 02 100 D HUDSON HIGHLAND GROUP INC COM 44379210 344 11250 SH SHARED 04 11250 D HUDSON RIV BANCORP INC COM 44412810 642 37611 SH SHARED 37611 D HUDSON RIV BANCORP INC COM 44412810 120 7044 SH SHARED 01 7044 D HUDSON RIV BANCORP INC COM 44412810 0 32 SH SHARED 02 32 D HUDSON UNITED BANCORP COM 44416510 242 6500 SH SHARED 6500 D HUDSON UNITED BANCORP COM 44416510 14 400 SH SHARED 400 D HUDSON UNITED BANCORP COM 44416510 76 2046 SH SHARED 01 2046 D HUDSON UNITED BANCORP COM 44416510 60 1622 SH SHR/OTHR 01 1622 D HUDSON UNITED BANCORP COM 44416510 483 12975 SH SHARED 02 12975 D HUGHES SUPPLY INC COM 44448210 229 3900 SH SHARED 3900 D HUGHES SUPPLY INC COM 44448210 424 7208 SH SHARED 7208 D HUGHES SUPPLY INC COM 44448210 3177 53912 SH SHARED 01 53912 D HUGHES SUPPLY INC COM 44448210 906 15378 SH SHARED 02 15378 D HUGHES SUPPLY INC COM 44448210 176 3000 SH SHARED 10 3000 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 310 13601 SH SHARED 10101 3500 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 43 1887 SH SHARED 01 1887 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 68 3000 SH SHR/OTHR 01 3000 D HUMANA INC COM 44485910 155 9200 SH SHARED 9200 D HUMANA INC COM 44485910 24020 1421308 SH SHARED 1421308 D HUMANA INC COM 44485910 10199 603517 SH SHARED 01 601918 1599 D HUMANA INC COM 44485910 35 2100 SH SHR/OTHR 01 2100 D HUMANA INC COM 44485910 2240 132550 SH SHARED 02 132550 D HUMANA INC COM 44485910 120 7158 SH SHARED 06 7158 D HUMANA INC COM 44485910 22480 1330193 SH SHARED 10 1330193 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 6 7250 PRN SHARED 01 7250 D HUMAN GENOME SCIENCES INC NOTE 3.750% 3/1 444903AH 2811 3000000 PRN SHARED 02 3000000 D HUMAN GENOME SCIENCES INC COM 44490310 2878 247469 SH SHARED 247469 D HUMAN GENOME SCIENCES INC COM 44490310 9560 822040 SH SHARED 01 822040 D HUMAN GENOME SCIENCES INC COM 44490310 160 13794 SH SHARED 02 13794 D HUMAN GENOME SCIENCES INC COM 44490310 6127 526900 SH SHARED 04 526900 D HUMAN GENOME SCIENCES INC COM 44490310 116 10000 SH SHARED 06 10000 D HUMAN GENOME SCIENCES INC COM 44490310 116 10000 SH SHARED 10 10000 D HUMAN GENOME SCIENCES INC COM 44490310 91 7900 SH SHARED 14 7900 D HUMBOLDT BANCORP COM 44506910 307 14700 SH SHARED 14700 D HUMBOLDT BANCORP COM 44506910 0 29 SH SHARED 02 29 D HUNGARIAN TEL & CABLE CORP COM 44554210 48 5057 SH SHARED 02 5057 D HUNT J B TRANS SVCS INC COM 44565810 2042 52948 SH SHARED 52948 D HUNT J B TRANS SVCS INC COM 44565810 20681 536055 SH SHARED 01 535931 124 D HUNT J B TRANS SVCS INC COM 44565810 2223 57639 SH SHARED 02 57639 D HUNT J B TRANS SVCS INC COM 44565810 62 1630 SH SHARED 06 1630 D HUNT J B TRANS SVCS INC COM 44565810 10632 275600 SH SHARED 10 275600 D HUNTINGTON BANCSHARES INC COM 44615010 17763 773019 SH SHARED 773019 D HUNTINGTON BANCSHARES INC COM 44615010 1061 46186 SH SHARED 01 44191 1995 D HUNTINGTON BANCSHARES INC COM 44615010 2510 109249 SH SHARED 02 109249 D HUNTINGTON BANCSHARES INC COM 44615010 23 1020 SH SHARED 05 300 720 D HUNTINGTON BANCSHARES INC COM 44615010 65 2850 SH SHARED 06 2850 D HUNTINGTON BANCSHARES INC COM 44615010 2051 89256 SH SHARED 10 89256 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 1353 1306000 PRN SHARED 1306000 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 590 570000 PRN SHARED 02 570000 D HUTCHINSON TECHNOLOGY INC COM 44840710 1815 73822 SH SHARED 73822 D HUTCHINSON TECHNOLOGY INC COM 44840710 1316 53528 SH SHARED 01 53528 D HUTCHINSON TECHNOLOGY INC COM 44840710 352 14324 SH SHARED 02 14324 D HUTCHINSON TECHNOLOGY INC COM 44840710 750 30500 SH SHARED 10 30500 D HUTTIG BLDG PRODS INC COM 44845110 1 188 SH SHARED 188 D HYDRIL COM 44877410 506 16088 SH SHARED 16088 D HYDRIL COM 44877410 0 12 SH SHARED 02 12 D HYDROGENICS CORP COM 44888210 7 1585 SH SHARED 1585 D ICN PHARMACEUTICALS INC NEW NOTE 6.500% 7/1 448924AM 1468 1422000 PRN SHARED 1422000 D ICN PHARMACEUTICALS INC NEW NOTE 6.500% 7/1 448924AM 12 12000 PRN SHARED 01 12000 D IDT CORP COM 44894710 592 32843 SH SHARED 32843 D IDT CORP COM 44894710 50 2797 SH SHARED 01 2797 D IDT CORP COM 44894710 4 266 SH SHARED 02 266 D IDT CORP CL B 44894730 7146 387532 SH SHARED 387532 D IDT CORP CL B 44894730 27 1500 SH SHARED 01 1500 D IDT CORP CL B 44894730 105 5739 SH SHARED 02 5739 D HYPERCOM CORP COM 44913M10 570 67495 SH SHARED 67495 D HYPERCOM CORP COM 44913M10 37 4407 SH SHARED 01 4407 D HYPERCOM CORP COM 44913M10 0 32 SH SHARED 02 32 D HYPERION SOLUTIONS CORP COM 44914M10 1676 38350 SH SHARED 38350 D HYPERION SOLUTIONS CORP COM 44914M10 18062 413150 SH SHARED 01 394380 3500 15270 D HYPERION SOLUTIONS CORP COM 44914M10 26 616 SH SHR/OTHR 01 616 D HYPERION SOLUTIONS CORP COM 44914M10 19 452 SH SHARED 02 452 D HYPERION SOLUTIONS CORP COM 44914M10 2404 55000 SH SHARED 04 55000 D HYPERION SOLUTIONS CORP COM 44914M10 12952 296252 SH SHARED 10 296252 D HYPERION TOTAL RETURN & INCO COM 44914510 552 60900 SH SHARED 60900 D IBT BANCORP INC COM 44923F10 169 3716 SH SHARED 02 3716 D ICT GROUP INC COM 44929Y10 76 8314 SH SHARED 8314 D ICT GROUP INC COM 44929Y10 15 1659 SH SHARED 01 1659 D ICT GROUP INC COM 44929Y10 71 7789 SH SHARED 02 7789 D ICOS CORP NOTE 2.000% 7/0 449295AB 2559 3000000 PRN SHARED 02 3000000 D ICOS CORP COM 44929510 699 23427 SH SHARED 23427 D ICOS CORP COM 44929510 143 4800 SH SHARED 01 4800 D ICOS CORP COM 44929510 364 12225 SH SHARED 02 12225 D ICOS CORP COM 44929510 12816 429500 SH SHARED 04 429500 D ICOS CORP COM 44929510 179 6000 SH SHARED 06 6000 D ICOS CORP COM 44929510 179 6000 SH SHARED 10 6000 D ICOS CORP COM 44929510 95 3200 SH SHARED 14 3200 D ICU MED INC COM 44930G10 512 15275 SH SHARED 15275 D ICU MED INC COM 44930G10 4643 138475 SH SHARED 01 122300 5100 11075 D ICU MED INC COM 44930G10 39 1180 SH SHR/OTHR 01 1180 D ICU MED INC COM 44930G10 67 2004 SH SHARED 02 2004 D ICU MED INC COM 44930G10 308 9200 SH SHARED 05 9200 D ICU MED INC COM 44930G10 8638 257625 SH SHARED 10 257625 D ID BIOMEDICAL CORP COM 44936D10 19 2168 SH SHARED 2168 D ID BIOMEDICAL CORP COM 44936D10 3 432 SH SHARED 01 432 D IDEC PHARMACEUTICALS CORP NOTE 2/1 449370AC 39559 15465000 PRN SHARED 15465000 D IDEC PHARMACEUTICALS CORP NOTE 2/1 449370AC 1279 500000 PRN SHARED 02 500000 D IDEC PHARMACEUTICALS CORP NOTE 4/2 449370AE 99991155750000 PRN SHARED 155750000 D IDEC PHARMACEUTICALS CORP NOTE 4/2 449370AE 4 6500 PRN SHARED 01 6500 D I D SYSTEMS INC COM 44948910 38 2532 SH SHARED 2532 D IDX SYS CORP COM 44949110 666 20913 SH SHARED 20913 D IDX SYS CORP COM 44949110 523 16400 SH SHARED 01 15400 1000 D IDX SYS CORP COM 44949110 45 1420 SH SHARED 02 1420 D IDX SYS CORP COM 44949110 38 1200 SH SHARED 10 1200 D IFC CAP TR III PFD CV TR SECS 44949820 5070 150900 SH SHARED 150900 D I-FLOW CORP COM NEW 44952030 257 21744 SH SHARED 21744 D I-FLOW CORP COM NEW 44952030 195 16500 SH SHR/OTHR 16500 D I-FLOW CORP COM NEW 44952030 477 40229 SH SHARED 01 31129 9100 D I-FLOW CORP COM NEW 44952030 17 1433 SH SHARED 02 1433 D I-FLOW CORP COM NEW 44952030 1189 100300 SH SHARED 10 100300 D IHOP CORP COM 44962310 4495 125713 SH SHARED 125713 D IHOP CORP COM 44962310 46 1297 SH SHARED 01 1297 D IHOP CORP COM 44962310 15 434 SH SHARED 02 434 D IMC GLOBAL INC COM 44966910 27394 2044355 SH SHARED 2044355 D IMC GLOBAL INC COM 44966910 1615 120569 SH SHARED 01 120569 D IMC GLOBAL INC COM 44966910 394 29420 SH SHARED 02 29420 D IMC GLOBAL INC COM 44966910 45 3400 SH SHARED 10 3400 D IMC GLOBAL INC PFD CV 7.5% 44966920 509 5500 SH SHARED 02 5500 D IMCO RECYCLING INC COM 44968110 579 43801 SH SHARED 43801 D IMCO RECYCLING INC COM 44968110 60 4612 SH SHARED 01 4612 D IMS HEALTH INC COM 44993410 25990 1108814 SH SHARED 1108814 D IMS HEALTH INC COM 44993410 12518 534061 SH SHARED 01 458297 75764 D IMS HEALTH INC COM 44993410 3528 150554 SH SHR/OTHR 01 2000 148554 D IMS HEALTH INC COM 44993410 5545 236582 SH SHARED 02 236582 D IMS HEALTH INC COM 44993410 295 12592 SH SHARED 05 400 12192 D IMS HEALTH INC COM 44993410 61 2604 SH SHARED 06 2604 D IMS HEALTH INC COM 44993410 5309 226518 SH SHARED 10 226518 D IMS HEALTH INC COM 44993410 75 3200 SH SHARED 14 3200 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 254 34400 SH SHARED 04 34400 D ITC DELTACOM INC COM NEW 45031T40 66 12000 SH SHARED 12000 D ISTAR FINL INC COM 45031U10 13 334 SH SHARED 334 D ISTAR FINL INC COM 45031U10 4100 102500 SH SHARED 01 102500 D ISTAR FINL INC COM 45031U10 518 12953 SH SHARED 02 12953 D ISTAR FINL INC COM 45031U10 22628 565700 SH SHARED 10 565700 D ISTAR FINL INC COM 45031U10 41212 1030300 SH SHARED 11 1030300 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 136 13097 SH SHARED 13097 D ITLA CAP CORP COM 45056510 290 7184 SH SHARED 7184 D ITLA CAP CORP COM 45056510 299 7414 SH SHARED 01 7414 D ITLA CAP CORP COM 45056510 0 4 SH SHARED 02 4 D ITLA CAP CORP COM 45056510 36 900 SH SHARED 10 900 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1562 41104 SH SHARED 41104 D ITT EDUCATIONAL SERVICES INC COM 45068B10 679 17862 SH SHARED 01 17862 D ITT EDUCATIONAL SERVICES INC COM 45068B10 721 18973 SH SHARED 02 18973 D IVAX DIAGNOSTICS INC COM 45070W10 40 6300 SH SHARED 6300 D IXIA COM 45071R10 467 47676 SH SHARED 47676 D IXIA COM 45071R10 50 5126 SH SHARED 01 5126 D IXIA COM 45071R10 0 24 SH SHARED 02 24 D IBERIABANK CORP COM 45082810 431 7297 SH SHARED 7297 D IBERIABANK CORP COM 45082810 1365 23102 SH SHARED 01 23102 D IBERIABANK CORP COM 45082810 168 2858 SH SHARED 02 2858 D IBERIABANK CORP COM 45082810 1164 19700 SH SHARED 10 19700 D IBIS TECHNOLOGY CORP COM 45090910 16 2659 SH SHARED 2659 D IBIS TECHNOLOGY CORP COM 45090910 3 573 SH SHARED 01 573 D ITT INDS INC IND COM 45091110 50198 604796 SH SHARED 602196 2600 D ITT INDS INC IND COM 45091110 10177 122620 SH SHARED 01 40843 81777 D ITT INDS INC IND COM 45091110 380 4581 SH SHR/OTHR 01 4581 D ITT INDS INC IND COM 45091110 4552 54851 SH SHARED 02 54851 D ITT INDS INC IND COM 45091110 365 4400 SH SHARED 05 100 4300 D ITT INDS INC IND COM 45091110 58 700 SH SHARED 06 700 D ITT INDS INC IND COM 45091110 2817 33944 SH SHARED 10 33944 D ITT INDS INC IND COM 45091110 174 2100 SH SHARED 14 2100 D IAMGOLD CORP COM 45091310 32002 5735200 SH SHARED 5735200 D IAMGOLD CORP COM 45091310 1116 200000 SH SHARED 04 200000 D IAMGOLD CORP COM 45091310 13810 2475000 SH SHARED 10 2475000 D ICON PUB LTD CO SPONSORED ADR 45103T10 8 185 SH SHARED 185 D ICON PUB LTD CO SPONSORED ADR 45103T10 331 7487 SH SHR/OTHR 7487 D ICON PUB LTD CO SPONSORED ADR 45103T10 115 2600 SH SHARED 01 2600 D ICON PUB LTD CO SPONSORED ADR 45103T10 4256 96100 SH SHARED 10 96100 D ICICI BK LTD ADR 45104G10 277 22917 SH SHARED 17317 5600 D ICICI BK LTD ADR 45104G10 18 1500 SH SHARED 01 1500 D ICICI BK LTD ADR 45104G10 36 3000 SH SHARED 02 3000 D IDACORP INC COM 45110710 1558 57731 SH SHARED 57731 D IDACORP INC COM 45110710 263 9763 SH SHARED 01 9763 D IDACORP INC COM 45110710 550 20374 SH SHARED 02 20374 D IDEX CORP COM 45167R10 1683 49021 SH SHARED 49021 D IDEX CORP COM 45167R10 47 1389 SH SHARED 01 1389 D IDEX CORP COM 45167R10 272 7919 SH SHARED 02 7919 D IDEXX LABS INC COM 45168D10 10602 168454 SH SHARED 168454 D IDEXX LABS INC COM 45168D10 19664 312438 SH SHARED 01 312438 D IDEXX LABS INC COM 45168D10 251 3991 SH SHARED 02 3991 D IDEXX LABS INC COM 45168D10 6923 110000 SH SHARED 04 110000 D IDEXX LABS INC COM 45168D10 10838 172200 SH SHARED 10 172200 D IDEXX LABS INC COM 45168D10 94 1500 SH SHARED 14 1500 D IGATE CORP COM 45169U10 100 25137 SH SHARED 25137 D IGATE CORP COM 45169U10 5 1298 SH SHARED 01 1298 D IGATE CORP COM 45169U10 18 4538 SH SHARED 02 4538 D IKON OFFICE SOLUTIONS INC COM 45171310 915 79817 SH SHARED 69817 10000 D IKON OFFICE SOLUTIONS INC COM 45171310 939 81873 SH SHARED 01 81873 D IKON OFFICE SOLUTIONS INC COM 45171310 502 43851 SH SHARED 02 43851 D IKON OFFICE SOLUTIONS INC COM 45171310 1582 138000 SH SHARED 14 138000 D IDENTIX INC COM 45190610 1195 159993 SH SHARED 159993 D IDENTIX INC COM 45190610 6134 821273 SH SHARED 01 743425 15545 62303 D IDENTIX INC COM 45190610 88 11826 SH SHARED 02 11826 D IDENTIX INC COM 45190610 304 40804 SH SHARED 05 40804 D IDENTIX INC COM 45190610 5604 750285 SH SHARED 10 750285 D ILEX ONCOLOGY INC COM 45192310 932 37300 SH SHARED 37300 D ILEX ONCOLOGY INC COM 45192310 489 19603 SH SHARED 01 19603 D ILEX ONCOLOGY INC COM 45192310 151 6057 SH SHARED 02 6057 D ILEX ONCOLOGY INC COM 45192310 1911 76500 SH SHARED 04 76500 D ILEX ONCOLOGY INC COM 45192310 19 800 SH SHARED 10 800 D ILLINOIS TOOL WKS INC COM 45230810 103820 1082702 SH SHARED 1080102 2600 D ILLINOIS TOOL WKS INC COM 45230810 30683 319982 SH SHARED 01 94534 225448 D ILLINOIS TOOL WKS INC COM 45230810 798 8330 SH SHR/OTHR 01 2630 5700 D ILLINOIS TOOL WKS INC COM 45230810 14937 155780 SH SHARED 02 155780 D ILLINOIS TOOL WKS INC COM 45230810 354 3700 SH SHARED 03 3700 D ILLINOIS TOOL WKS INC COM 45230810 1436 14984 SH SHARED 05 200 14784 D ILLINOIS TOOL WKS INC COM 45230810 1356 14150 SH SHARED 06 5350 8800 D ILLINOIS TOOL WKS INC COM 45230810 11820 123273 SH SHARED 10 123273 D ILLINOIS TOOL WKS INC COM 45230810 326 3400 SH SHARED 14 3400 D ILLUMINA INC COM 45232710 283 44795 SH SHARED 44795 D ILLUMINA INC COM 45232710 21 3351 SH SHARED 01 3351 D IMAGE ENTMT INC COM NEW 45243920 1 529 SH SHARED 529 D IMAGE ENTMT INC COM NEW 45243920 0 130 SH SHARED 01 130 D IMATION CORP COM 45245A10 2417 56730 SH SHARED 56730 D IMATION CORP COM 45245A10 674 15840 SH SHARED 01 15840 D IMATION CORP COM 45245A10 365 8570 SH SHARED 02 8570 D IMATION CORP COM 45245A10 21 500 SH SHARED 10 500 D IMAX CORP COM 45245E10 21 3878 SH SHARED 3878 D IMAX CORP COM 45245E10 424 76700 SH SHARED 02 76700 D IMCLONE SYS INC COM 45245W10 24407 284505 SH SHARED 284505 D IMCLONE SYS INC COM 45245W10 1538 17929 SH SHR/OTHR 17929 D IMCLONE SYS INC COM 45245W10 1067 12440 SH SHARED 01 12340 100 D IMCLONE SYS INC COM 45245W10 7452 86864 SH SHARED 02 80384 6480 D IMCLONE SYS INC COM 45245W10 25535 297650 SH SHARED 04 297650 D IMCLONE SYS INC COM 45245W10 1144 13335 SH SHARED 06 13335 D IMCLONE SYS INC COM 45245W10 1398 16300 SH SHARED 10 16300 D IMCLONE SYS INC COM 45245W10 317 3700 SH SHARED 14 3700 D IMAGISTICS INTERNATIONAL INC COM 45247T10 866 24480 SH SHARED 24480 D IMAGISTICS INTERNATIONAL INC COM 45247T10 4532 128026 SH SHARED 01 128026 D IMAGISTICS INTERNATIONAL INC COM 45247T10 83 2360 SH SHR/OTHR 01 2360 D IMAGISTICS INTERNATIONAL INC COM 45247T10 92 2625 SH SHARED 02 2625 D IMAGISTICS INTERNATIONAL INC COM 45247T10 3366 95100 SH SHARED 10 95100 D IMMTECH INTL INC COM 45251910 24 2020 SH SHARED 2020 D IMMTECH INTL INC COM 45251910 6 500 SH SHARED 01 500 D IMMERSION CORP COM 45252110 71 14719 SH SHARED 14719 D IMMERSION CORP COM 45252110 17 3649 SH SHARED 01 3649 D IMMUCOR INC COM 45252610 830 25522 SH SHARED 25522 D IMMUCOR INC COM 45252610 246 7570 SH SHR/OTHR 7570 D IMMUCOR INC COM 45252610 1910 58700 SH SHARED 01 58700 D IMMUCOR INC COM 45252610 277 8529 SH SHARED 02 8529 D IMMUCOR INC COM 45252610 400 12300 SH SHARED 10 12300 D IMMUNOGEN INC COM 45253H10 553 91148 SH SHARED 91148 D IMMUNOGEN INC COM 45253H10 81 13409 SH SHARED 01 13409 D IMMUNOGEN INC COM 45253H10 131 21643 SH SHARED 02 21643 D IMMUNOGEN INC COM 45253H10 1092 180000 SH SHARED 04 180000 D IMMUNOGEN INC COM 45253H10 121 20000 SH SHARED 06 20000 D IMMUNOGEN INC COM 45253H10 121 20000 SH SHARED 10 20000 D IMMUNOGEN INC COM 45253H10 12 2000 SH SHARED 14 2000 D IMPAC MTG HLDGS INC COM 45254P10 1553 69003 SH SHARED 69003 D IMPAC MTG HLDGS INC COM 45254P10 2226 98865 SH SHARED 01 98865 D IMPAC MTG HLDGS INC COM 45254P10 197 8778 SH SHARED 02 8778 D IMPAC MTG HLDGS INC COM 45254P10 1947 86500 SH SHARED 10 86500 D IMPAC MED SYS INC COM 45255A10 2 200 SH SHARED 200 D IMPAC MED SYS INC COM 45255A10 131 8961 SH SHARED 02 8961 D IMPCO TECHNOLOGIES INC COM 45255W10 107 16929 SH SHARED 16929 D IMPCO TECHNOLOGIES INC COM 45255W10 26 4197 SH SHARED 01 4197 D IMPAX LABORATORIES INC COM 45256B10 974 50302 SH SHARED 50302 D IMPAX LABORATORIES INC COM 45256B10 21 1116 SH SHARED 01 1116 D IMPAX LABORATORIES INC COM 45256B10 10 549 SH SHARED 02 549 D IMPAX LABORATORIES INC COM 45256B10 13089 675400 SH SHARED 04 675400 D IMPAX LABORATORIES INC COM 45256B10 416 21500 SH SHARED 06 21500 D IMPAX LABORATORIES INC COM 45256B10 416 21500 SH SHARED 10 21500 D IMPAX LABORATORIES INC COM 45256B10 189 9800 SH SHARED 14 9800 D IMMUNICON CORP DEL COM 45260A10 59 7601 SH SHARED 7601 D IMMUNICON CORP DEL COM 45260A10 3 399 SH SHARED 01 399 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 227 13450 SH SHARED 13450 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 8994 530650 SH SHARED 02 530650 D IMMUNOMEDICS INC COM 45290710 640 131608 SH SHARED 131608 D IMMUNOMEDICS INC COM 45290710 180 36997 SH SHARED 01 36997 D IMMUNOMEDICS INC COM 45290710 48 9874 SH SHARED 02 9874 D IMPERIAL OIL LTD COM NEW 45303840 4253 90856 SH SHARED 90856 D IMPERIAL OIL LTD COM NEW 45303840 7729 165093 SH SHARED 01 3314 161779 D IMPERIAL OIL LTD COM NEW 45303840 1432 30600 SH SHR/OTHR 01 30600 D IMPERIAL OIL LTD COM NEW 45303840 4710 100605 SH SHARED 02 100605 D IMPERIAL OIL LTD COM NEW 45303840 10 219 SH SHARED 05 219 D IMPERIAL OIL LTD COM NEW 45303840 32 700 SH SHARED 06 700 D IMPERIAL OIL LTD COM NEW 45303840 46 1000 SH SHARED 10 1000 D IMPERIAL OIL LTD COM NEW 45303840 56 1200 SH SHARED 14 1200 D IMPERIAL SUGAR CO NEW *W EXP 08/29/200 45309611 12 5723 SH SHR/OTHR 01 5723 D IMPERIAL SUGAR CO NEW COM NEW 45309620 12 900 SH SHARED 900 D IMPERIAL SUGAR CO NEW COM NEW 45309620 18 1391 SH SHR/OTHR 01 1391 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 5 125 SH SHARED 125 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 1133 25850 SH SHARED 01 25850 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 10 234 SH SHARED 02 234 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 34517 786995 SH SHARED 10 786995 D INAMED CORP COM 45323510 841 13389 SH SHARED 13389 D INAMED CORP COM 45323510 702 11181 SH SHR/OTHR 11181 D INAMED CORP COM 45323510 2102 33464 SH SHARED 01 33464 D INAMED CORP COM 45323510 12206 194284 SH SHARED 02 194284 D INAMED CORP COM 45323510 1413 22505 SH SHARED 10 22505 D INAMED CORP COM 45323510 801 12750 SH SHARED 14 12750 D INCO LTD NOTE 3/2 453258AM 7815 8158000 PRN SHARED 02 8158000 D INCO LTD SDCV 3.500% 3/1 453258AR 16 11000 PRN SHARED 01 11000 D INCO LTD COM 45325840 64448 1864821 SH SHARED 1755791 109030 D INCO LTD COM 45325840 13891 401967 SH SHARED 01 323412 360 78195 D INCO LTD COM 45325840 259 7520 SH SHR/OTHR 01 7520 D INCO LTD COM 45325840 4263 123356 SH SHARED 02 123356 D INCO LTD COM 45325840 2764 80000 SH SHARED 04 80000 D INCO LTD COM 45325840 311 9000 SH SHARED 05 300 8700 D INCO LTD COM 45325840 525 15200 SH SHARED 06 12700 2500 D INCO LTD COM 45325840 24 700 SH SHARED 10 700 D INCO LTD COM 45325840 2365 68435 SH SHARED 14 68435 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 3498 3534000 PRN SHARED 02 3534000 D INCYTE CORP COM 45337C10 342 44850 SH SHARED 44850 D INCYTE CORP COM 45337C10 617 80806 SH SHARED 80806 D INCYTE CORP COM 45337C10 394 51630 SH SHR/OTHR 51630 D INCYTE CORP COM 45337C10 530 69494 SH SHARED 01 54894 14600 D INCYTE CORP COM 45337C10 1739 227739 SH SHARED 02 227739 D INCYTE CORP COM 45337C10 4110 538000 SH SHARED 04 538000 D INCYTE CORP COM 45337C10 305 40000 SH SHARED 06 40000 D INCYTE CORP COM 45337C10 1564 204800 SH SHARED 10 204800 D INCYTE CORP COM 45337C10 38 5000 SH SHARED 14 5000 D INDEPENDENCE CMNTY BK CORP COM 45341410 3268 89785 SH SHARED 89785 D INDEPENDENCE CMNTY BK CORP COM 45341410 977 26847 SH SHARED 01 26847 D INDEPENDENCE CMNTY BK CORP COM 45341410 1056 29021 SH SHARED 02 29021 D INDEPENDENCE CMNTY BK CORP COM 45341410 9110 250300 SH SHARED 10 250300 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 85 2500 SH SHARED 2500 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 74 2180 SH SHARED 02 2180 D INDEPENDENT BANK CORP MASS COM 45383610 611 21135 SH SHARED 21135 D INDEPENDENT BANK CORP MASS COM 45383610 49 1700 SH SHARED 01 1700 D INDEPENDENT BANK CORP MASS COM 45383610 0 31 SH SHARED 02 31 D INDEPENDENT BANK CORP MASS COM 45383610 62 2150 SH SHARED 10 2150 D INDEPENDENT BANK CORP MICH COM 45383810 505 19895 SH SHARED 19895 D INDEPENDENT BANK CORP MICH COM 45383810 1051 41416 SH SHARED 01 41416 D INDEPENDENT BANK CORP MICH COM 45383810 187 7385 SH SHARED 02 7385 D INDEVUS PHARMACEUTICALS INC NOTE 6.250% 7/1 454072AB 756 627000 PRN SHARED 627000 D INDEVUS PHARMACEUTICALS INC COM 45407210 1917 311831 SH SHARED 311831 D INDEVUS PHARMACEUTICALS INC COM 45407210 116 18912 SH SHARED 01 18912 D INDEVUS PHARMACEUTICALS INC COM 45407210 12 2044 SH SHARED 02 2044 D INDEVUS PHARMACEUTICALS INC COM 45407210 1414 230000 SH SHARED 04 230000 D INDIA FD INC COM 45408910 3222 150041 SH SHARED 150041 D INDUS INTL INC COM 45578L10 0 62 SH SHARED 62 D INDUS INTL INC COM 45578L10 0 15 SH SHARED 01 15 D INDYMAC BANCORP INC COM 45660710 43075 1363154 SH SHARED 1363154 D INDYMAC BANCORP INC COM 45660710 626 19824 SH SHARED 01 19824 D INDYMAC BANCORP INC COM 45660710 779 24656 SH SHARED 02 24656 D INDYMAC BANCORP INC COM 45660710 7389 233850 SH SHARED 10 233850 D INDYMAC BANCORP INC WIRES 2031 45660720 2196 40000 SH SHARED 40000 D INDYMAC BANCORP INC WIRES 2031 45660720 274 5000 SH SHARED 01 5000 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 1256 92368 SH SHARED 89768 2600 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 13975 1027632 SH SHARED 01 1022332 5300 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 13 1000 SH SHR/OTHR 01 1000 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 1276 93858 SH SHARED 02 93858 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 14692 1080300 SH SHARED 10 1080300 D INET TECHNOLOGIES INC COM 45662V10 621 49804 SH SHARED 49804 D INET TECHNOLOGIES INC COM 45662V10 85 6819 SH SHARED 01 6819 D INET TECHNOLOGIES INC COM 45662V10 0 12 SH SHARED 02 12 D INFOCROSSING INC COM 45664X10 198 14700 SH SHARED 14700 D INFOCUS CORP COM 45665B10 444 52269 SH SHARED 52269 D INFOCUS CORP COM 45665B10 48 5687 SH SHARED 01 5687 D INFOCUS CORP COM 45665B10 22 2642 SH SHARED 02 2642 D INFOCUS CORP COM 45665B10 935 110000 SH SHARED 04 110000 D INFINITY PPTY & CAS CORP COM 45665Q10 655 19861 SH SHARED 19861 D INFINITY PPTY & CAS CORP COM 45665Q10 6 200 SH SHARED 01 200 D INFINITY PPTY & CAS CORP COM 45665Q10 10 316 SH SHARED 02 316 D INFORMATICA CORP COM 45666Q10 2941 385535 SH SHARED 385535 D INFORMATICA CORP COM 45666Q10 399 52358 SH SHARED 01 52358 D INFORMATICA CORP COM 45666Q10 2651 347483 SH SHARED 02 347483 D INFONET SVCS CORP CL B 45666T10 104 59500 SH SHARED 59500 D INFONET SVCS CORP CL B 45666T10 45 25736 SH SHARED 02 25736 D INFORMATION HLDGS INC COM 45672710 537 19631 SH SHARED 19631 D INFORMATION HLDGS INC COM 45672710 56 2046 SH SHARED 01 2046 D INFORMATION HLDGS INC COM 45672710 117 4278 SH SHARED 02 4278 D INFORTE CORP COM 45677R10 21 2185 SH SHARED 2185 D INFORTE CORP COM 45677R10 5 541 SH SHARED 01 541 D INFOSPACE INC COM NEW 45678T20 1156 30400 SH SHARED 30400 D INFOSPACE INC COM NEW 45678T20 3792 99700 SH SHARED 01 99700 D INFOSPACE INC COM NEW 45678T20 399 10509 SH SHARED 02 10509 D INFOSPACE INC COM NEW 45678T20 1887 49610 SH SHARED 10 49610 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 22575 242282 SH SHARED 241542 740 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 424 4558 SH SHARED 01 4558 D INFOUSA INC NEW COM 45681830 422 41620 SH SHARED 41620 D INFOUSA INC NEW COM 45681830 1156 114101 SH SHARED 01 114101 D INFOUSA INC NEW COM 45681830 10 1042 SH SHARED 02 1042 D INFOUSA INC NEW COM 45681830 543 53600 SH SHARED 10 53600 D ING GROUP N V SPONSORED ADR 45683710 780 32919 SH SHARED 32915 4 D ING GROUP N V SPONSORED ADR 45683710 1250 52744 SH SHARED 01 6685 46059 D ING GROUP N V SPONSORED ADR 45683710 79 3352 SH SHR/OTHR 01 3352 D INFRASOURCE SVCS INC COM 45684P10 102 8400 SH SHARED 8400 D INGLES MKTS INC CL A 45703010 108 9700 SH SHARED 9700 D INGLES MKTS INC CL A 45703010 5 468 SH SHARED 01 468 D INGLES MKTS INC CL A 45703010 0 8 SH SHARED 02 8 D INGRAM MICRO INC CL A 45715310 1181 81657 SH SHARED 81657 D INGRAM MICRO INC CL A 45715310 1512 104504 SH SHARED 01 104504 D INGRAM MICRO INC CL A 45715310 176 12174 SH SHARED 02 12174 D INGRAM MICRO INC CL A 45715310 316 21900 SH SHARED 10 21900 D INHIBITEX INC COM 45719T10 252 35000 SH SHR/OTHR 35000 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 8298 8680000 PRN SHARED 02 8680000 D INKINE PHARMACEUTICALS INC COM 45721410 178 46200 SH SHARED 46200 D INLAND REAL ESTATE CORP COM 45746110 1094 84100 SH SHARED 10 84100 D INLAND REAL ESTATE CORP COM 45746110 10310 792500 SH SHARED 11 792500 D INNKEEPERS USA TR COM 4576J010 1010 97984 SH SHARED 97984 D INNKEEPERS USA TR COM 4576J010 132 12809 SH SHARED 01 12809 D INNKEEPERS USA TR COM 4576J010 0 24 SH SHARED 02 24 D INNKEEPERS USA TR COM 4576J010 418 40600 SH SHARED 11 40600 D INNOVEX INC COM 45764710 237 51968 SH SHARED 51968 D INNOVEX INC COM 45764710 19 4356 SH SHARED 01 4356 D INNOVEX INC COM 45764710 118 25959 SH SHARED 02 25959 D INSIGHT ENTERPRISES INC COM 45765U10 1069 60195 SH SHARED 60195 D INSIGHT ENTERPRISES INC COM 45765U10 632 35594 SH SHARED 01 35594 D INSIGHT ENTERPRISES INC COM 45765U10 95 5370 SH SHARED 02 5370 D INPUT/OUTPUT INC COM 45765210 477 57644 SH SHARED 57644 D INPUT/OUTPUT INC COM 45765210 29 3504 SH SHARED 01 3504 D INPUT/OUTPUT INC COM 45765210 56 6810 SH SHARED 02 6810 D INSITUFORM TECHNOLOGIES INC CL A 45766710 414 25500 SH SHARED 25500 D INSITUFORM TECHNOLOGIES INC CL A 45766710 4 300 SH SHARED 01 300 D INSITUFORM TECHNOLOGIES INC CL A 45766710 0 28 SH SHARED 02 28 D INSMED INC COM NEW 45766920 6 2934 SH SHARED 2934 D INSMED INC COM NEW 45766920 0 231 SH SHARED 01 231 D INSIGHT COMMUNICATIONS INC CL A 45768V10 1691 182665 SH SHARED 182665 D INSIGHT COMMUNICATIONS INC CL A 45768V10 291 31492 SH SHARED 01 31492 D INSIGHT COMMUNICATIONS INC CL A 45768V10 1 134 SH SHARED 02 134 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 206 10554 SH SHARED 10554 D INSPIRE PHARMACEUTICALS INC COM 45773310 508 30400 SH SHARED 30400 D INSPIRE PHARMACEUTICALS INC COM 45773310 3 201 SH SHARED 01 201 D INSPIRE PHARMACEUTICALS INC COM 45773310 0 32 SH SHARED 02 32 D INSPIRE PHARMACEUTICALS INC COM 45773310 13731 821275 SH SHARED 04 821275 D INSPIRE PHARMACEUTICALS INC COM 45773310 384 23000 SH SHARED 06 23000 D INSPIRE PHARMACEUTICALS INC COM 45773310 384 23000 SH SHARED 10 23000 D INSPIRE PHARMACEUTICALS INC COM 45773310 155 9300 SH SHARED 14 9300 D INSTINET GROUP INC COM 45775010 930 176308 SH SHARED 176308 D INSTINET GROUP INC COM 45775010 129 24441 SH SHARED 01 24441 D INSTINET GROUP INC COM 45775010 26 5000 SH SHR/OTHR 01 5000 D INSTINET GROUP INC COM 45775010 91 17260 SH SHARED 02 17260 D INSURANCE AUTO AUCTIONS INC COM 45787510 142 8400 SH SHARED 8400 D INSURANCE AUTO AUCTIONS INC COM 45787510 1 100 SH SHARED 01 100 D INSURANCE AUTO AUCTIONS INC COM 45787510 30 1776 SH SHARED 02 1776 D INTEGRA LIFESCIENCES HLDGS C NOTE 2.500% 3/1 457985AB 3680 2926000 PRN SHARED 2926000 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 873 24762 SH SHARED 24762 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 2461 69800 SH SHARED 01 69800 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 107 3050 SH SHARED 02 3050 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 24 700 SH SHARED 10 700 D INSURED MUN INCOME FD COM 45809F10 20 1603 SH SHARED 1603 D INSURED MUN INCOME FD COM 45809F10 436 34397 SH SHARED 01 397 34000 D INTEGRAL SYS INC MD COM 45810H10 231 14379 SH SHARED 02 14379 D INTEGRAMED AMER INC COM NEW 45810N30 19 2800 SH SHARED 2800 D INTEGRATED ELECTRICAL SVC COM 45811E10 496 61641 SH SHARED 61641 D INTEGRATED ELECTRICAL SVC COM 45811E10 53 6629 SH SHARED 01 6629 D INTEGRATED ELECTRICAL SVC COM 45811E10 163 20285 SH SHARED 02 20285 D INTEGRATED ELECTRICAL SVC COM 45811E10 32 4000 SH SHARED 10 4000 D INTEGRATED CIRCUIT SYS INC COM 45811K20 2932 107953 SH SHARED 107953 D INTEGRATED CIRCUIT SYS INC COM 45811K20 1057 38953 SH SHARED 01 31353 7600 D INTEGRATED CIRCUIT SYS INC COM 45811K20 762 28078 SH SHARED 02 28078 D INTAC INTL COM 45811T10 97 7950 SH SHARED 7600 350 D INTAC INTL COM 45811T10 13641 1109950 SH SHARED 04 1109950 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 4060 293423 SH SHARED 293423 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 794 57415 SH SHARED 01 57415 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 455 32891 SH SHARED 02 32891 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 627 45320 SH SHARED 10 45320 D INTEGRATED SILICON SOLUTION COM 45812P10 1106 90651 SH SHARED 90651 D INTEGRATED SILICON SOLUTION COM 45812P10 143 11712 SH SHARED 01 11712 D INTEGRATED SILICON SOLUTION COM 45812P10 28 2348 SH SHARED 02 2348 D INTEGRATED SILICON SOLUTION COM 45812P10 19 1560 SH SHARED 10 1560 D INTEGRA BK CORP COM 45814P10 545 24700 SH SHARED 24700 D INTEGRA BK CORP COM 45814P10 66 3012 SH SHARED 02 3012 D INTELIDATA TECHNOLOGIES CORP COM 45814T10 51 77717 SH SHARED 02 77717 D INTEL CORP COM 45814010 545 19767 SH SHARED 19400 367 D INTEL CORP COM 45814010 1249801 45282651 SH SHARED 44349999 932652 D INTEL CORP COM 45814010 494336 17910725 SH SHARED 01 10553254 18500 7338971 D INTEL CORP COM 45814010 50975 1846950 SH SHR/OTHR 01 112040 1734910 D INTEL CORP COM 45814010 90538 3280394 SH SHARED 02 3280394 D INTEL CORP COM 45814010 22407 811870 SH SHARED 03 811870 D INTEL CORP COM 45814010 60225 2182100 SH SHARED 04 2182100 D INTEL CORP COM 45814010 19443 704491 SH SHARED 05 270340 434151 D INTEL CORP COM 45814010 13548 490882 SH SHARED 06 481482 9400 D INTEL CORP COM 45814010 1398 50685 SH SHARED 07 50685 D INTEL CORP COM 45814010 505966 18332121 SH SHARED 10 18332121 D INTEL CORP COM 45814010 3242 117468 SH SHARED 14 117468 D INTELLIGROUP INC COM 45816A10 266 51491 SH SHARED 51491 D INTELLIGROUP INC COM 45816A10 61 11825 SH SHARED 01 11825 D INTELLISYNC CORP COM 45817610 341 118955 SH SHARED 118955 D INTELLISYNC CORP COM 45817610 17 5984 SH SHARED 01 5984 D INTELLISYNC CORP COM 45817610 263 91831 SH SHARED 02 91831 D INTER PARFUMS INC COM 45833410 208 9983 SH SHARED 9983 D INTER PARFUMS INC COM 45833410 10 497 SH SHARED 01 497 D INTER PARFUMS INC COM 45833410 0 8 SH SHARED 02 8 D INTER TEL INC COM 45837210 544 21825 SH SHARED 21825 D INTER TEL INC COM 45837210 39 1600 SH SHARED 01 1600 D INTER TEL INC COM 45837210 22 914 SH SHARED 02 914 D INTERACTIVE DATA CORP COM 45840J10 841 48290 SH SHARED 48290 D INTERACTIVE DATA CORP COM 45840J10 78 4481 SH SHARED 01 4481 D INTERACTIVE DATA CORP COM 45840J10 5 317 SH SHARED 02 317 D INTERACTIVECORP COM 45840Q10 62496 2073531 SH SHARED 2003831 69700 D INTERACTIVECORP COM 45840Q10 24492 812637 SH SHARED 01 112334 6510 693793 D INTERACTIVECORP COM 45840Q10 1979 65675 SH SHR/OTHR 01 4750 60925 D INTERACTIVECORP COM 45840Q10 5239 173839 SH SHARED 02 173839 D INTERACTIVECORP COM 45840Q10 19138 635000 SH SHARED 04 635000 D INTERACTIVECORP COM 45840Q10 11333 376018 SH SHARED 05 253158 122860 D INTERACTIVECORP COM 45840Q10 159 5300 SH SHARED 06 4800 500 D INTERACTIVECORP COM 45840Q10 580 19260 SH SHARED 07 19260 D INTERACTIVECORP COM 45840Q10 774 25700 SH SHARED 09 25700 D INTERACTIVECORP COM 45840Q10 29808 989000 SH SHARED 10 989000 D INTERACTIVECORP COM 45840Q10 41 1363 SH SHARED 14 1363 D INTERACTIVECORP *W EXP 02/04/200 45840Q11 2 296 SH SHARED 01 296 D INTERACTIVECORP *W EXP 02/04/200 45840Q12 10774 307854 SH SHARED 307854 D INTERACTIVECORP *W EXP 02/04/200 45840Q12 2 78 SH SHARED 02 78 D INTERCHANGE FINL SVCS S B N COM 45844710 258 10400 SH SHARED 10400 D INTERCHANGE FINL SVCS S B N COM 45844710 51 2074 SH SHARED 02 2074 D INTERCEPT INC COM 45845L10 284 17397 SH SHARED 17397 D INTERCEPT INC COM 45845L10 19 1200 SH SHARED 01 1200 D INTERCEPT INC COM 45845L10 113 6933 SH SHARED 02 6933 D INTERCONTINENTAL HOTELS GP P SPONSORED ADR 45857310 507 47107 SH SHARED 47107 D INTERCONTINENTAL HOTELS GP P SPONSORED ADR 45857310 39 3693 SH SHARED 01 3693 D INTERDIGITAL COMMUNICATIONS COM 45866A10 1187 63105 SH SHARED 63105 D INTERDIGITAL COMMUNICATIONS COM 45866A10 920 48924 SH SHARED 01 48924 D INTERDIGITAL COMMUNICATIONS COM 45866A10 72 3879 SH SHARED 02 3879 D INTERFACE INC CL A 45866510 371 42377 SH SHARED 42377 D INTERFACE INC CL A 45866510 84 9601 SH SHARED 02 9601 D INTERGRAPH CORP COM 45868310 2712 104897 SH SHARED 104897 D INTERGRAPH CORP COM 45868310 3170 122600 SH SHARED 01 122600 D INTERGRAPH CORP COM 45868310 6 252 SH SHARED 02 252 D INTERGRAPH CORP COM 45868310 39 1540 SH SHARED 10 1540 D INTERGROUP CORP COM 45868510 42 3625 SH SHARED 01 3625 D INTERLAND INC COM NEW 45872720 22 8146 SH SHARED 8146 D INTERLAND INC COM NEW 45872720 5 2019 SH SHARED 01 2019 D INTERLAND INC COM NEW 45872720 109 39095 SH SHARED 02 39095 D INTERMAGNETICS GEN CORP COM 45877110 597 17557 SH SHARED 17557 D INTERMAGNETICS GEN CORP COM 45877110 17 500 SH SHARED 01 500 D INTERMAGNETICS GEN CORP COM 45877110 104 3072 SH SHARED 02 3072 D INTERMET CORP COM 45881K10 7 1763 SH SHARED 1763 D INTERMET CORP COM 45881K10 1 437 SH SHARED 01 437 D INTERMUNE INC COM 45884X10 1493 96873 SH SHARED 96873 D INTERMUNE INC COM 45884X10 372 24164 SH SHR/OTHR 24164 D INTERMUNE INC COM 45884X10 60 3893 SH SHARED 01 3893 D INTERMUNE INC COM 45884X10 54 3529 SH SHARED 02 3529 D INTERMUNE INC COM 45884X10 4795 311000 SH SHARED 04 311000 D INTERMUNE INC COM 45884X10 123 8000 SH SHARED 06 8000 D INTERMUNE INC COM 45884X10 123 8000 SH SHARED 10 8000 D INTERMUNE INC COM 45884X10 52 3400 SH SHARED 14 3400 D INTERNAP NETWORK SVCS CORP COM 45885A10 484 400422 SH SHARED 400422 D INTERNAP NETWORK SVCS CORP COM 45885A10 42 35078 SH SHARED 01 35078 D INTEGRATED ALARM SVCS GROUP COM 45890M10 1464 271140 SH SHARED 02 271140 D INTERNATIONAL BANCSHARES COR COM 45904410 205 5061 SH SHARED 5061 D INTERNATIONAL BANCSHARES COR COM 45904410 196 4851 SH SHARED 01 4851 D INTERNATIONAL BANCSHARES COR COM 45904410 254 6279 SH SHARED 02 6279 D INTERNATIONAL BANCSHARES COR COM 45904410 6084 150055 SH SHARED 10 150055 D INTERNATIONAL BUSINESS MACHS COM 45920010 834 9465 SH SHARED 9200 265 D INTERNATIONAL BUSINESS MACHS COM 45920010 1091218 12379115 SH SHARED 12107105 272010 D INTERNATIONAL BUSINESS MACHS COM 45920010 351664 3989384 SH SHARED 01 1800233 4200 2184951 D INTERNATIONAL BUSINESS MACHS COM 45920010 90384 1025344 SH SHR/OTHR 01 59280 966064 D INTERNATIONAL BUSINESS MACHS COM 45920010 85439 969249 SH SHARED 02 969249 D INTERNATIONAL BUSINESS MACHS COM 45920010 2305 26150 SH SHARED 03 26150 D INTERNATIONAL BUSINESS MACHS COM 45920010 47565 539600 SH SHARED 04 539600 D INTERNATIONAL BUSINESS MACHS COM 45920010 40696 461670 SH SHARED 05 256348 205322 D INTERNATIONAL BUSINESS MACHS COM 45920010 11087 125782 SH SHARED 06 112882 12900 D INTERNATIONAL BUSINESS MACHS COM 45920010 2047 23231 SH SHARED 07 23231 D INTERNATIONAL BUSINESS MACHS COM 45920010 2309 26200 SH SHARED 09 26200 D INTERNATIONAL BUSINESS MACHS COM 45920010 335741 3808747 SH SHARED 10 3808747 D INTERNATIONAL BUSINESS MACHS COM 45920010 6610 74996 SH SHARED 14 74996 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 8769 234474 SH SHARED 234474 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 4344 116153 SH SHARED 01 85146 31007 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1147 30671 SH SHR/OTHR 01 30671 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1707 45658 SH SHARED 02 45658 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 188 5040 SH SHARED 05 5040 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 47 1282 SH SHARED 06 1282 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 2491 66610 SH SHARED 10 66610 D INTERNATIONAL GAME TECHNOLOG COM 45990210 990 25670 SH SHARED 25670 D INTERNATIONAL GAME TECHNOLOG COM 45990210 58969 1527714 SH SHARED 1437640 90074 D INTERNATIONAL GAME TECHNOLOG COM 45990210 49183 1274178 SH SHARED 01 435479 100 838599 D INTERNATIONAL GAME TECHNOLOG COM 45990210 3057 79222 SH SHR/OTHR 01 16440 62782 D INTERNATIONAL GAME TECHNOLOG COM 45990210 11662 302135 SH SHARED 02 302135 D INTERNATIONAL GAME TECHNOLOG COM 45990210 1764 45700 SH SHARED 04 45700 D INTERNATIONAL GAME TECHNOLOG COM 45990210 2983 77282 SH SHARED 05 17200 60082 D INTERNATIONAL GAME TECHNOLOG COM 45990210 247 6400 SH SHARED 06 5900 500 D INTERNATIONAL GAME TECHNOLOG COM 45990210 101630 2632918 SH SHARED 10 2632918 D INTERNATIONAL GAME TECHNOLOG COM 45990210 98 2552 SH SHARED 14 2552 D INTL PAPER CO DBCV 6/2 460146BM 111922203126000 PRN SHARED 203126000 D INTL PAPER CO DBCV 6/2 460146BM 292 530000 PRN SHARED 02 530000 D INTL PAPER CO COM 46014610 68710 1537139 SH SHARED 1504414 32725 D INTL PAPER CO COM 46014610 27977 625887 SH SHARED 01 608594 17293 D INTL PAPER CO COM 46014610 2487 55639 SH SHR/OTHR 01 7180 48459 D INTL PAPER CO COM 46014610 13964 312403 SH SHARED 02 247673 64730 D INTL PAPER CO COM 46014610 1993 44600 SH SHARED 03 44600 D INTL PAPER CO COM 46014610 3710 83000 SH SHARED 04 83000 D INTL PAPER CO COM 46014610 1096 24528 SH SHARED 05 22298 2230 D INTL PAPER CO COM 46014610 348 7800 SH SHARED 06 7300 500 D INTL PAPER CO COM 46014610 30 692 SH SHARED 07 692 D INTL PAPER CO COM 46014610 8823 197393 SH SHARED 10 197393 D INTL PAPER CO COM 46014610 647 14482 SH SHARED 14 14482 D INTERNATIONAL PWR PLC SPONSORED ADR 46018M10 1570 61000 SH SHARED 61000 D INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE 6757 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 4744 114536 SH SHARED 114536 D INTERNATIONAL RECTIFIER CORP COM 46025410 4075 98387 SH SHARED 01 98387 D INTERNATIONAL RECTIFIER CORP COM 46025410 2158 52110 SH SHARED 02 52110 D INTERNATIONAL RECTIFIER CORP COM 46025410 1035 25000 SH SHARED 04 25000 D INTERNATIONAL RECTIFIER CORP COM 46025410 45 1100 SH SHARED 10 1100 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 1369 28163 SH SHARED 28163 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 706 14533 SH SHARED 01 14533 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 1075 22119 SH SHARED 02 22119 D INTERNATIONAL STL GROUP INC COM 46037710 1782 59905 SH SHARED 59905 D INTERNATIONAL STL GROUP INC COM 46037710 2268 76240 SH SHARED 01 76240 D INTERNATIONAL STL GROUP INC COM 46037710 157 5300 SH SHARED 02 5300 D INTERNET CAP GROUP INC COM NEW 46059C20 316 41052 SH SHARED 41052 D INTERNET CAP GROUP INC COM NEW 46059C20 6 782 SH SHARED 01 622 160 D INTERNET COMM CORP CL A 46059F10 4 4000 SH SHARED 4000 D INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T10 2757 710644 SH SHARED 710644 D INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T10 6 1603 SH SHARED 01 1603 D INTERNET INFRASTRUCTR HOLDS DEPOSTRY RCPT 46059V10 4684 1242608 SH SHARED 02 1242608 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 2211 34350 SH SHARED 01 34350 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 218 3400 SH SHARED 02 3400 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 238 3700 SH SHARED 10 3700 D INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A10 124 3585 SH SHARED 3585 D INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A10 24 715 SH SHARED 01 715 D INTERNET SEC SYS INC COM 46060X10 2241 146132 SH SHARED 146132 D INTERNET SEC SYS INC COM 46060X10 448 29262 SH SHARED 01 29262 D INTERNET SEC SYS INC COM 46060X10 251 16409 SH SHARED 02 16409 D INTERSIL CORP CL A 46069S10 9493 438299 SH SHARED 438299 D INTERSIL CORP CL A 46069S10 19953 921224 SH SHARED 01 921224 D INTERSIL CORP CL A 46069S10 3107 143446 SH SHARED 02 143446 D INTERSIL CORP CL A 46069S10 32528 1501800 SH SHARED 10 1501800 D INTERPUBLIC GROUP COS INC NOTE 1.870% 6/0 460690AJ 4207 4500000 PRN SHARED 4500000 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 39263 28870000 PRN SHARED 28870000 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 2662 1958000 PRN SHARED 02 1958000 D INTERPUBLIC GROUP COS INC COM 46069010 17970 1308884 SH SHARED 1296207 12677 D INTERPUBLIC GROUP COS INC COM 46069010 23917 1741973 SH SHARED 01 172118 15900 1553955 D INTERPUBLIC GROUP COS INC COM 46069010 366 26700 SH SHR/OTHR 01 26700 D INTERPUBLIC GROUP COS INC COM 46069010 5731 417449 SH SHARED 02 417449 D INTERPUBLIC GROUP COS INC COM 46069010 593 43200 SH SHARED 03 43200 D INTERPUBLIC GROUP COS INC COM 46069010 18077 1316661 SH SHARED 05 840800 475861 D INTERPUBLIC GROUP COS INC COM 46069010 6165 449050 SH SHARED 06 355050 94000 D INTERPUBLIC GROUP COS INC COM 46069010 928 67600 SH SHARED 07 67600 D INTERPUBLIC GROUP COS INC COM 46069010 1329 96800 SH SHARED 09 96800 D INTERPUBLIC GROUP COS INC COM 46069010 48079 3501773 SH SHARED 10 3501773 D INTERPUBLIC GROUP COS INC COM 46069010 1208 88005 SH SHARED 14 88005 D INTERPUBLIC GROUP COS INC PFD CONV SER A 46069030 19692 385900 SH SHARED 385900 D INTERSTATE BAKERIES CORP DEL COM 46072H10 1160 106987 SH SHARED 106987 D INTERSTATE BAKERIES CORP DEL COM 46072H10 209 19326 SH SHARED 01 19326 D INTERSTATE BAKERIES CORP DEL COM 46072H10 197 18188 SH SHARED 02 18188 D INTERSTATE HOTELS & RESRTS I COM 46088S10 43 8018 SH SHARED 8018 D INTERSTATE HOTELS & RESRTS I COM 46088S10 9 1748 SH SHARED 01 1748 D INTERSTATE HOTELS & RESRTS I COM 46088S10 0 15 SH SHR/OTHR 01 15 D INTRAWEST CORPORATION COM NEW 46091520 60 3776 SH SHARED 3776 D INTRAWEST CORPORATION COM NEW 46091520 314 19740 SH SHARED 02 19740 D INTRAWEST CORPORATION COM NEW 46091520 53 3350 SH SHARED 06 2350 1000 D INTERSECTIONS INC COM 46098130 158 6600 SH SHARED 6600 D INTERSECTIONS INC COM 46098130 244 10207 SH SHARED 02 5972 4235 D INTERWOVEN INC COM NEW 46114T50 1741 172378 SH SHARED 172378 D INTERWOVEN INC COM NEW 46114T50 2858 283043 SH SHARED 01 258018 20950 4075 D INTERWOVEN INC COM NEW 46114T50 40 4018 SH SHR/OTHR 01 4018 D INTERWOVEN INC COM NEW 46114T50 52 5155 SH SHARED 02 5155 D INTERWOVEN INC COM NEW 46114T50 10921 1081375 SH SHARED 10 1081375 D INTERVIDEO INC COM 46114Y10 107 8300 SH SHARED 8300 D INTERVOICE INC NEW COM 46114210 55 4800 SH SHARED 4800 D INTERVOICE INC NEW COM 46114210 520 45399 SH SHARED 45399 D INTERVOICE INC NEW COM 46114210 61 5344 SH SHARED 01 5344 D INTERVOICE INC NEW COM 46114210 63 5520 SH SHARED 02 5520 D INTEVAC INC COM 46114810 213 24093 SH SHARED 24093 D INTEVAC INC COM 46114810 17 2006 SH SHARED 01 2006 D INTRABIOTICS PHARMACEUTICALS COM NEW 46116T50 2558 657616 SH SHARED 657616 D INTRABIOTICS PHARMACEUTICALS COM NEW 46116T50 3 1000 SH SHARED 02 1000 D INTRADO INC COM 46117A10 286 17834 SH SHARED 17834 D INTRADO INC COM 46117A10 773 48066 SH SHARED 01 48066 D INTRADO INC COM 46117A10 0 16 SH SHARED 02 16 D INTRADO INC COM 46117A10 424 26400 SH SHARED 10 26400 D INTROGEN THERAPEUTICS INC COM 46119F10 158 37024 SH SHARED 37024 D INTROGEN THERAPEUTICS INC COM 46119F10 38 8913 SH SHARED 01 8913 D INTUITIVE SURGICAL INC COM NEW 46120E60 784 41271 SH SHARED 41271 D INTUITIVE SURGICAL INC COM NEW 46120E60 47 2514 SH SHR/OTHR 01 2514 D INTUITIVE SURGICAL INC COM NEW 46120E60 8 442 SH SHARED 02 442 D INTUIT COM 46120210 57369 1487016 SH SHARED 1465016 22000 D INTUIT COM 46120210 63413 1643681 SH SHARED 01 1532941 4200 106540 D INTUIT COM 46120210 139 3621 SH SHR/OTHR 01 500 3121 D INTUIT COM 46120210 6051 156861 SH SHARED 02 156861 D INTUIT COM 46120210 2314 60000 SH SHARED 04 60000 D INTUIT COM 46120210 461 11964 SH SHARED 05 10910 1054 D INTUIT COM 46120210 653 16928 SH SHARED 06 16528 400 D INTUIT COM 46120210 42 1100 SH SHARED 07 1100 D INTUIT COM 46120210 91366 2368226 SH SHARED 10 2368226 D INTUIT COM 46120210 65 1700 SH SHARED 14 1700 D INVACARE CORP COM 46120310 80 1800 SH SHARED 1800 D INVACARE CORP COM 46120310 7990 178676 SH SHARED 178676 D INVACARE CORP COM 46120310 26 600 SH SHARED 01 600 D INVACARE CORP COM 46120310 1 28 SH SHARED 02 28 D INVACARE CORP COM 46120310 52 1170 SH SHARED 10 1170 D INVERESK RESH GROUP INC COM 46123810 860 27900 SH SHARED 27900 D INVERESK RESH GROUP INC COM 46123810 927 30076 SH SHARED 02 30076 D INVERNESS MED INNOVATIONS IN COM 46126P10 29845 1362800 SH SHARED 1362800 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 11 900 SH SHARED 900 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 1372 107302 SH SHARED 107302 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 11065 865133 SH SHARED 01 809769 55364 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 21 1652 SH SHARED 02 1652 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 4107 321111 SH SHARED 10 321111 D INVESTOOLS INC COM 46145P10 698 321874 SH SHARED 01 321874 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 406 39200 SH SHARED 39200 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 92 8934 SH SHARED 02 8934 D INVITROGEN CORP NOTE 2.250%12/1 46185RAD 10693 10272000 PRN SHARED 10272000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 2622 2090000 PRN SHARED 2090000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 15 12250 PRN SHARED 01 12250 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 3881 3093000 PRN SHARED 02 3093000 D INVITROGEN CORP COM 46185R10 9384 130352 SH SHARED 130352 D INVITROGEN CORP COM 46185R10 4309 59858 SH SHARED 01 56058 3700 100 D INVITROGEN CORP COM 46185R10 24 340 SH SHR/OTHR 01 340 D INVITROGEN CORP COM 46185R10 542 7532 SH SHARED 02 7532 D INVITROGEN CORP COM 46185R10 16566 230120 SH SHARED 04 230120 D INVITROGEN CORP COM 46185R10 575 8000 SH SHARED 06 8000 D INVITROGEN CORP COM 46185R10 22527 312920 SH SHARED 10 312920 D INVITROGEN CORP COM 46185R10 359 5000 SH SHARED 14 5000 D INVISION TECHNOLOGIES INC COM 46185110 1267 25400 SH SHARED 25400 D INVISION TECHNOLOGIES INC COM 46185110 1192 23889 SH SHARED 01 23889 D INVISION TECHNOLOGIES INC COM 46185110 231 4632 SH SHARED 02 4632 D INVISION TECHNOLOGIES INC COM 46185110 538 10800 SH SHARED 10 10800 D INVESTORS FINL SERVICES CORP COM 46191510 1000 22959 SH SHARED 22959 D INVESTORS FINL SERVICES CORP COM 46191510 10857 249139 SH SHARED 01 248939 200 D INVESTORS FINL SERVICES CORP COM 46191510 994 22824 SH SHARED 02 22824 D INVESTORS FINL SERVICES CORP COM 46191510 21994 504700 SH SHARED 10 504700 D IOMEGA CORP COM NEW 46203030 287 51585 SH SHARED 51585 D IOMEGA CORP COM NEW 46203030 2 515 SH SHARED 01 515 D IOMEGA CORP COM NEW 46203030 66 11931 SH SHARED 02 11931 D IONA TECHNOLOGIES PLC SPONSORED ADR 46206P10 32 7967 SH SHARED 7967 D IONICS INC COM 46221810 1007 35671 SH SHARED 35671 D IONICS INC COM 46221810 64 2285 SH SHARED 01 2285 D IONICS INC COM 46221810 372 13170 SH SHARED 02 13170 D IPASS INC COM 46261V10 447 42300 SH SHARED 42300 D IPAYMENT INC COM 46262E10 414 10111 SH SHARED 10111 D IPAYMENT INC COM 46262E10 0 20 SH SHARED 01 20 D IPAYMENT INC COM 46262E10 28 704 SH SHARED 02 704 D IPSCO INC COM 46262210 57 2545 SH SHARED 2545 D IRELAND BK SPONSORED ADR 46267Q10 603 11207 SH SHARED 11207 D IRELAND BK SPONSORED ADR 46267Q10 716 13315 SH SHARED 01 2193 11122 D IRON MTN INC PA COM 46284610 19 400 SH SHARED 400 D IRON MTN INC PA COM 46284610 57 1200 SH SHARED 01 1200 D IRON MTN INC PA COM 46284610 398 8252 SH SHARED 02 8252 D IRON MTN INC PA COM 46284610 318 6600 SH SHARED 10 6600 D IRWIN FINL CORP COM 46411910 514 19477 SH SHARED 19477 D IRWIN FINL CORP COM 46411910 1600 60632 SH SHARED 01 1600 59032 D IRWIN FINL CORP COM 46411910 12 473 SH SHARED 02 473 D IRWIN FINL CORP COM 46411910 55 2100 SH SHARED 10 2100 D ISHARES INC MSCI AUSTRALIA 46428610 48 3586 SH SHARED 3586 D ISHARES INC MSCI AUSTRALIA 46428610 9 715 SH SHARED 01 715 D ISHARES INC MSCI BRAZIL 46428640 169 11494 SH SHARED 11494 D ISHARES INC MSCI BRAZIL 46428640 28 1946 SH SHARED 01 1946 D ISHARES INC MSCI CDA INDEX 46428650 11219 780733 SH SHARED 02 780733 D ISHARES INC MSCI EMU INDEX 46428660 108 1730 SH SHARED 1730 D ISHARES INC MSCI PAC J IDX 46428666 2553 34879 SH SHARED 34879 D ISHARES INC MSCI SINGAPORE 46428667 1 178 SH SHARED 178 D ISHARES INC MSCI TAIWAN 46428673 20447 1889826 SH SHARED 1889826 D ISHARES INC MSCI TAIWAN 46428673 37 3446 SH SHARED 01 3446 D ISHARES INC MSCI SWITZERLD 46428674 62 4100 SH SHARED 4100 D ISHARES INC MSCI SPAIN 46428676 42 1512 SH SHARED 1512 D ISHARES INC MSCI SPAIN 46428676 8 298 SH SHARED 01 298 D ISHARES INC MSCI S KOREA 46428677 112 4638 SH SHARED 4638 D ISHARES INC MSCI S KOREA 46428677 21 864 SH SHARED 01 864 D ISHARES INC MSCI S KOREA 46428677 365 15000 SH SHARED 02 15000 D ISHARES INC MSCI MEXICO 46428682 46 2370 SH SHARED 2370 D ISHARES INC MSCI MALAYSIA 46428683 129 20000 SH SHARED 20000 D ISHARES INC MSCI MALAYSIA 46428683 883 137000 SH SHARED 01 137000 D ISHARES INC MSCI MALAYSIA 46428683 2694 417700 SH SHARED 10 417700 D ISHARES INC MSCI JAPAN 46428684 52893 4980548 SH SHARED 4902748 77800 D ISHARES INC MSCI JAPAN 46428684 781 73550 SH SHARED 01 50000 23550 D ISHARES INC MSCI JAPAN 46428684 53 5000 SH SHR/OTHR 01 5000 D ISHARES INC MSCI JAPAN 46428684 2124 200000 SH SHARED 02 200000 D ISHARES INC MSCI HONG KONG 46428687 54 5335 SH SHARED 5335 D ISHARES INC MSCI HONG KONG 46428687 10 1065 SH SHARED 01 1065 D ISHARES INC MSCI HONG KONG 46428687 22944 2265000 SH SHARED 02 2265000 D ISHARES TR S&P 100 IDX FD 46428710 8642 155719 SH SHARED 02 155719 D ISHARES TR DJ SEL DIV INX 46428716 346 6225 SH SHARED 6225 D ISHARES TR DJ SEL DIV INX 46428716 130 2350 SH SHARED 01 2350 D ISHARES TR S&P 500 INDEX 46428720 7222 63042 SH SHARED 02 63042 D ISHARES TR MSCI EMERG MKT 46428723 7530 46590 SH SHARED 5390 41200 D ISHARES TR MSCI EMERG MKT 46428723 363 2250 SH SHARED 01 2250 D ISHARES TR MSCI EMERG MKT 46428723 36 225 SH SHR/OTHR 01 225 D ISHARES TR MSCI EMERG MKT 46428723 2 18 SH SHARED 02 18 D ISHARES TR GS CORP BD FD 46428724 2873 26684 SH SHARED 26684 D ISHARES TR GS CORP BD FD 46428724 1 16 SH SHARED 01 16 D ISHARES TR S&P500/BAR GRW 46428730 382 6729 SH SHR/OTHR 01 6729 D ISHARES TR S&P GBL HLTHCR 46428732 1 30 SH SHARED 02 30 D ISHARES TR S&P500/BAR VAL 46428740 2906 50745 SH SHARED 50745 D ISHARES TR S&P500/BAR VAL 46428740 415 7255 SH SHARED 01 7255 D ISHARES TR S&P500/BAR VAL 46428740 550 9605 SH SHR/OTHR 01 9605 D ISHARES TR 20+ YR TRS BD 46428743 1192 14253 SH SHARED 14253 D ISHARES TR 20+ YR TRS BD 46428743 362 4330 SH SHARED 01 4330 D ISHARES TR 7-10 YR TRS BD 46428744 107 1297 SH SHARED 1297 D ISHARES TR 1-3 YR TRS BD 46428745 8 100 SH SHARED 100 D ISHARES TR 1-3 YR TRS BD 46428745 323 3965 SH SHARED 01 600 3365 D ISHARES TR MSCI EAFE IDX 46428746 30 214 SH SHARED 214 D ISHARES TR MSCI EAFE IDX 46428746 10201 71340 SH SHARED 01 25110 46230 D ISHARES TR MSCI EAFE IDX 46428746 6651 46513 SH SHR/OTHR 01 46513 D ISHARES TR MSCI EAFE IDX 46428746 4032 28200 SH SHARED 02 28200 D ISHARES TR MSCI EAFE IDX 46428746 40 280 SH SHARED 10 280 D ISHARES TR RUSSELL MIDCAP 46428749 354 5000 SH SHARED 02 5000 D ISHARES TR GLMN SCHS SOFT 46428751 1523 40000 SH SHARED 02 40000 D ISHARES TR GLDM SCHS SEMI 46428752 2962 50000 SH SHARED 02 50000 D ISHARES TR GLDM SACHS TEC 46428754 245 5300 SH SHARED 01 5300 D ISHARES TR NASDQ BIO INDX 46428755 31 419 SH SHARED 419 D ISHARES TR NASDQ BIO INDX 46428755 216 2881 SH SHARED 01 81 2800 D ISHARES TR NASDQ BIO INDX 46428755 5704 75965 SH SHARED 02 75965 D ISHARES TR NASDQ BIO INDX 46428755 8200 109200 SH SHARED 10 109200 D ISHARES TR COHEN&ST RLTY 46428756 8800 80000 SH SHARED 02 80000 D ISHARES TR RUSSELL1000VAL 46428759 1237 20610 SH SHR/OTHR 01 20610 D ISHARES TR RUSSELL1000VAL 46428759 1021 17000 SH SHARED 02 17000 D ISHARES TR S&P MIDCP GROW 46428760 41 330 SH SHARED 330 D ISHARES TR RUSSELL 1000 46428762 42 700 SH SHARED 01 700 D ISHARES TR RUSL 2000 VALU 46428763 0 5 SH SHARED 5 D ISHARES TR RUSL 2000 VALU 46428763 3058 17750 SH SHARED 02 17750 D ISHARES TR RUSL 2000 GROW 46428764 0 15 SH SHARED 15 D ISHARES TR RUSL 2000 GROW 46428764 3391 54270 SH SHARED 02 54270 D ISHARES TR RUSSELL 2000 46428765 69298 587321 SH SHARED 587321 D ISHARES TR RUSSELL 2000 46428765 20835 176590 SH SHARED 01 21204 155386 D ISHARES TR RUSSELL 2000 46428765 5682 48164 SH SHR/OTHR 01 5098 43066 D ISHARES TR RUSSELL 2000 46428765 3117 26425 SH SHARED 02 26425 D ISHARES TR RUSSELL 2000 46428765 4257 36080 SH SHARED 10 36080 D ISHARES TR RUSL 3000 GROW 46428767 228 5890 SH SHARED 01 5890 D ISHARES TR RUSSELL 3000 46428768 90 1400 SH SHARED 01 1400 D ISHARES TR DJ US UTILS 46428769 293 5000 SH SHARED 5000 D ISHARES TR S&P MIDCP VALU 46428770 1 10 SH SHARED 10 D ISHARES TR S&P MIDCP VALU 46428770 134 1154 SH SHR/OTHR 01 1154 D ISHARES TR DJ US TELECOMM 46428771 8 400 SH SHARED 02 400 D ISHARES TR DJ US TECH SEC 46428772 5 120 SH SHARED 120 D ISHARES TR DJ US TECH SEC 46428772 359 7450 SH SHARED 01 7450 D ISHARES TR DJ US REAL EST 46428773 303 3000 SH SHARED 3000 D ISHARES TR DJ US REAL EST 46428773 202 2000 SH SHARED 01 2000 D ISHARES TR DJ US REAL EST 46428773 239 2373 SH SHR/OTHR 01 200 2173 D ISHARES TR DJ US REAL EST 46428773 23489 232500 SH SHARED 02 232500 D ISHARES TR DJ US REAL EST 46428773 606 6000 SH SHARED 06 6000 D ISHARES TR DJ US INDUSTRL 46428775 2617 50000 SH SHARED 02 50000 D ISHARES TR S&P SMLCAP 600 46428780 10833 73600 SH SHARED 02 73600 D ISHARES TR DJ CON NON CYCL 46428781 5245 100000 SH SHARED 02 100000 D ISHARES TR S&P EURO PLUS 46428786 1834 27583 SH SHARED 27583 D ISHARES TR S&P EURO PLUS 46428786 196 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 853 7779 SH SHR/OTHR 01 7779 D ISHARES TR S&P SMLCP GROW 46428788 36 370 SH SHARED 370 D ISIS PHARMACEUTICALS INC COM 46433010 321 55952 SH SHARED 55952 D ISIS PHARMACEUTICALS INC COM 46433010 39 6834 SH SHARED 01 6834 D ISIS PHARMACEUTICALS INC COM 46433010 3 592 SH SHARED 02 592 D ISIS PHARMACEUTICALS INC COM 46433010 2640 460000 SH SHARED 04 460000 D ISIS PHARMACEUTICALS INC COM 46433010 172 30000 SH SHARED 06 30000 D ISIS PHARMACEUTICALS INC COM 46433010 172 30000 SH SHARED 10 30000 D ISIS PHARMACEUTICALS INC COM 46433010 52 9140 SH SHARED 14 9140 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 6500 7378000 PRN SHARED 02 7378000 D ISLE OF CAPRI CASINOS INC COM 46459210 1323 75853 SH SHARED 75853 D ISLE OF CAPRI CASINOS INC COM 46459210 1715 98333 SH SHARED 01 98333 D ISLE OF CAPRI CASINOS INC COM 46459210 35 2016 SH SHARED 02 2016 D ISLE OF CAPRI CASINOS INC COM 46459210 605 34700 SH SHARED 10 34700 D ISOLAGEN INC COM 46488N10 216 21100 SH SHARED 21100 D ISPAT INTL N V NY REG SH CL A 46489910 228 15571 SH SHARED 15571 D ISPAT INTL N V NY REG SH CL A 46489910 45 3079 SH SHARED 01 3079 D ITRON INC COM 46574110 984 42924 SH SHARED 42924 D ITRON INC COM 46574110 57 2506 SH SHARED 01 2506 D ITRON INC COM 46574110 64 2821 SH SHARED 02 2821 D IVANHOE MINES LTD COM 46579N10 5169 948600 SH SHARED 948600 D IVANHOE MINES LTD COM 46579N10 227 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 4745 197792 SH SHARED 142792 55000 D IVAX CORP COM 46582310 7217 300866 SH SHARED 01 186084 25800 88982 D IVAX CORP COM 46582310 23 1000 SH SHR/OTHR 01 1000 D IVAX CORP COM 46582310 1985 82772 SH SHARED 02 82772 D IVAX CORP COM 46582310 1679 70000 SH SHARED 04 70000 D IVAX CORP COM 46582310 237 9900 SH SHARED 05 9900 D IVAX CORP COM 46582310 7974 332390 SH SHARED 10 332390 D IVILLAGE INC COM 46588H10 381 60102 SH SHARED 60102 D IVILLAGE INC COM 46588H10 23 3735 SH SHARED 01 3735 D IVILLAGE INC COM 46588H10 394 62058 SH SHARED 02 62058 D IXYS CORP COM 46600W10 325 41307 SH SHARED 41307 D IXYS CORP COM 46600W10 44 5699 SH SHARED 01 5699 D IXYS CORP COM 46600W10 2 276 SH SHARED 02 276 D J & J SNACK FOODS CORP COM 46603210 516 12638 SH SHARED 12638 D J & J SNACK FOODS CORP COM 46603210 1654 40522 SH SHARED 01 40522 D J & J SNACK FOODS CORP COM 46603210 0 8 SH SHARED 02 8 D J & J SNACK FOODS CORP COM 46603210 8198 200800 SH SHARED 10 200800 D JDS UNIPHASE CORP NOTE 11/1 46612JAB 15870 15000000 PRN SHARED 15000000 D JDS UNIPHASE CORP COM 46612J10 28704 7573732 SH SHARED 7568252 5480 D JDS UNIPHASE CORP COM 46612J10 623 164500 SH SHARED 01 163500 1000 D JDS UNIPHASE CORP COM 46612J10 21 5700 SH SHR/OTHR 01 5700 D JDS UNIPHASE CORP COM 46612J10 8555 2257374 SH SHARED 02 2257374 D JDS UNIPHASE CORP COM 46612J10 118 31160 SH SHARED 03 31160 D JDS UNIPHASE CORP COM 46612J10 19 5102 SH SHARED 05 1300 3802 D JDS UNIPHASE CORP COM 46612J10 39 10450 SH SHARED 06 10450 D JDS UNIPHASE CORP COM 46612J10 2076 547937 SH SHARED 10 547937 D JDS UNIPHASE CORP COM 46612J10 71 18770 SH SHARED 14 18770 D JDA SOFTWARE GROUP INC COM 46612K10 43 3300 SH SHARED 3300 D JDA SOFTWARE GROUP INC COM 46612K10 1776 134867 SH SHARED 134867 D JDA SOFTWARE GROUP INC COM 46612K10 4446 337595 SH SHARED 01 295195 42400 D JDA SOFTWARE GROUP INC COM 46612K10 144 10991 SH SHARED 02 10991 D JDA SOFTWARE GROUP INC COM 46612K10 483 36700 SH SHARED 05 36700 D JDA SOFTWARE GROUP INC COM 46612K10 14 1100 SH SHARED 10 1100 D J JILL GROUP INC COM 46618910 856 36317 SH SHARED 36317 D J JILL GROUP INC COM 46618910 2270 96231 SH SHARED 01 96231 D J JILL GROUP INC COM 46618910 9 420 SH SHARED 02 420 D J JILL GROUP INC COM 46618910 63 2700 SH SHARED 10 2700 D JLG INDS INC COM 46621010 125 9000 SH SHARED 9000 D JLG INDS INC COM 46621010 663 47771 SH SHARED 47771 D JLG INDS INC COM 46621010 33 2400 SH SHARED 01 2400 D JLG INDS INC COM 46621010 24 1748 SH SHARED 02 1748 D JPS INDUSTRIES INC COM 46624E40 74 22057 SH SHARED 02 22057 D J P MORGAN CHASE & CO COM 46625H10 163 4213 SH SHARED 4213 D J P MORGAN CHASE & CO COM 46625H10 481585 12421593 SH SHARED 12225739 195854 D J P MORGAN CHASE & CO COM 46625H10 199026 5133521 SH SHARED 01 2444514 8925 2680082 D J P MORGAN CHASE & CO COM 46625H10 40812 1052670 SH SHR/OTHR 01 63882 988788 D J P MORGAN CHASE & CO COM 46625H10 49266 1270736 SH SHARED 02 1270736 D J P MORGAN CHASE & CO COM 46625H10 2911 75100 SH SHARED 03 75100 D J P MORGAN CHASE & CO COM 46625H10 15027 387600 SH SHARED 04 387600 D J P MORGAN CHASE & CO COM 46625H10 32654 842259 SH SHARED 05 497580 344679 D J P MORGAN CHASE & CO COM 46625H10 16168 417035 SH SHARED 06 308135 108900 D J P MORGAN CHASE & CO COM 46625H10 2316 59759 SH SHARED 07 59759 D J P MORGAN CHASE & CO COM 46625H10 2016 52000 SH SHARED 09 52000 D J P MORGAN CHASE & CO COM 46625H10 215444 5556978 SH SHARED 10 5556978 D J P MORGAN CHASE & CO COM 46625H10 2747 70858 SH SHARED 14 70858 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 506 18219 SH SHARED 18219 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 525 18900 SH SHARED 01 18900 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 4 151 SH SHARED 02 151 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1668 60000 SH SHARED 04 60000 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 417 15000 SH SHARED 10 15000 D JABIL 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SHARED 01 62728 7900 D JACOBS ENGR GROUP INC DEL COM 46981410 759 19290 SH SHARED 02 19290 D JACUZZI BRANDS INC COM 46986510 1115 138458 SH SHARED 138458 D JACUZZI BRANDS INC COM 46986510 241 30000 SH SHR/OTHR 30000 D JACUZZI BRANDS INC COM 46986510 2017 250298 SH SHARED 01 250298 D JACUZZI BRANDS INC COM 46986510 311 38585 SH SHARED 02 38585 D JACUZZI BRANDS INC COM 46986510 1480 183700 SH SHARED 10 183700 D JAKKS PAC INC COM 47012E10 966 46476 SH SHARED 46476 D JAKKS PAC INC COM 47012E10 49 2358 SH SHARED 01 2358 D JAKKS PAC INC COM 47012E10 72 3485 SH SHARED 02 3485 D JAMESON INNS INC COM 47045710 27 12604 SH SHARED 12604 D JANUS CAP GROUP INC COM 47102X10 17283 1048143 SH SHARED 1048143 D JANUS CAP GROUP INC COM 47102X10 639 38800 SH SHARED 01 33300 5500 D JANUS CAP GROUP INC COM 47102X10 2283 138485 SH SHARED 02 138485 D JANUS CAP GROUP INC COM 47102X10 11 693 SH SHARED 05 693 D JANUS CAP GROUP INC COM 47102X10 1507 91416 SH SHARED 10 91416 D JANUS CAP GROUP INC COM 47102X10 41 2500 SH SHARED 14 2500 D JAPAN EQUITY FD INC COM 47105710 11 1713 SH SHARED 1713 D JAPAN SMALLER CAPTLZTN FD IN COM 47109U10 815 63000 SH SHARED 63000 D JARDEN CORP COM 47110910 1298 36084 SH SHARED 36084 D JARDEN CORP COM 47110910 42 1192 SH SHARED 01 1192 D JARDEN CORP COM 47110910 1445 40153 SH SHARED 02 40153 D JEFFERIES GROUP INC NEW COM 47231910 71 2300 SH SHARED 2300 D JEFFERIES GROUP INC NEW COM 47231910 1528 49419 SH SHARED 49419 D JEFFERIES GROUP INC NEW COM 47231910 3784 122393 SH SHARED 01 116643 5400 350 D JEFFERIES GROUP INC NEW COM 47231910 30 998 SH SHR/OTHR 01 998 D JEFFERIES GROUP INC NEW COM 47231910 565 18283 SH SHARED 02 18283 D JEFFERIES GROUP INC NEW COM 47231910 8954 289600 SH SHARED 10 289600 D JEFFERSON PILOT CORP COM 47507010 19917 392086 SH SHARED 377086 15000 D JEFFERSON PILOT CORP COM 47507010 15665 308371 SH SHARED 01 60841 247530 D JEFFERSON PILOT CORP COM 47507010 2792 54963 SH SHR/OTHR 01 54963 D JEFFERSON PILOT CORP COM 47507010 4812 94743 SH SHARED 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CTLS INC COM 47836610 5910 110728 SH SHARED 02 110728 D JOHNSON CTLS INC COM 47836610 266 5000 SH SHARED 04 5000 D JOHNSON CTLS INC COM 47836610 526 9854 SH SHARED 05 9854 D JOHNSON CTLS INC COM 47836610 149 2800 SH SHARED 06 2000 800 D JOHNSON CTLS INC COM 47836610 3947 73950 SH SHARED 10 73950 D JOHNSON CTLS INC COM 47836610 74 1400 SH SHARED 14 1400 D JOHNSON OUTDOORS INC CL A 47916710 0 4 SH SHARED 4 D JONES APPAREL GROUP INC COM 48007410 11665 295473 SH SHARED 295473 D JONES APPAREL GROUP INC COM 48007410 513 13000 SH SHARED 01 13000 D JONES APPAREL GROUP INC COM 48007410 2708 68594 SH SHARED 02 68594 D JONES APPAREL GROUP INC COM 48007410 50 1270 SH SHARED 05 200 1070 D JONES APPAREL GROUP INC COM 48007410 85 2154 SH SHARED 06 2154 D JONES APPAREL GROUP INC COM 48007410 2707 68590 SH SHARED 10 68590 D JONES LANG LASALLE INC COM 48020Q10 821 30300 SH SHARED 30300 D JONES LANG LASALLE INC COM 48020Q10 216 8000 SH SHARED 01 8000 D JONES LANG LASALLE INC COM 48020Q10 151 5593 SH SHARED 02 5593 D JONES LANG LASALLE INC COM 48020Q10 43 1600 SH SHARED 10 1600 D JOS A BANK CLOTHIERS INC COM 48083810 941 30001 SH SHARED 30001 D JOS A BANK CLOTHIERS INC COM 48083810 32 1022 SH SHARED 01 1022 D JOS A BANK CLOTHIERS INC COM 48083810 577 18406 SH SHARED 02 18406 D JOURNAL COMMUNICATIONS INC CL A 48113010 361 19200 SH SHARED 19200 D JOURNAL COMMUNICATIONS INC CL A 48113010 9151 486000 SH SHARED 01 464900 21100 D JOURNAL COMMUNICATIONS INC CL A 48113010 9 500 SH SHARED 02 500 D JOURNAL COMMUNICATIONS INC CL A 48113010 564 30000 SH SHARED 06 30000 D JOURNAL COMMUNICATIONS INC CL A 48113010 3120 165728 SH SHARED 10 165728 D JOURNAL REGISTER CO COM 48113810 1052 52646 SH SHARED 52646 D JOURNAL REGISTER CO COM 48113810 279 13964 SH SHARED 01 13964 D JOURNAL REGISTER CO COM 48113810 101 5099 SH SHARED 02 5099 D JOY GLOBAL INC COM 48116510 1452 48502 SH SHARED 48502 D JOY GLOBAL INC COM 48116510 28517 952500 SH SHARED 01 654900 297600 D JOY GLOBAL INC COM 48116510 962 32161 SH SHARED 02 32161 D JOY GLOBAL INC COM 48116510 8529 284900 SH SHARED 10 284900 D JUNIPER NETWORKS INC NOTE 6/1 48203RAC 12986 9500000 PRN SHARED 9500000 D JUNIPER NETWORKS INC NOTE 6/1 48203RAC 1660 1215000 PRN SHARED 02 1215000 D JUNIPER NETWORKS INC COM 48203R10 23762 967152 SH SHARED 743495 223657 D JUNIPER NETWORKS INC COM 48203R10 33894 1379490 SH SHARED 01 1346723 12898 19869 D JUNIPER NETWORKS INC COM 48203R10 20 836 SH SHR/OTHR 01 836 D JUNIPER NETWORKS INC COM 48203R10 4327 176144 SH SHARED 02 176144 D JUNIPER NETWORKS INC COM 48203R10 6272 255300 SH SHARED 04 255300 D JUNIPER NETWORKS INC COM 48203R10 611 24900 SH SHARED 05 24900 D JUNIPER NETWORKS INC COM 48203R10 122 5000 SH SHARED 06 4500 500 D JUNIPER NETWORKS INC COM 48203R10 59126 2406440 SH SHARED 10 2406440 D JUNIPER NETWORKS INC COM 48203R10 108 4397 SH SHARED 14 4397 D JUPITERMEDIA CORP COM 48207D10 223 15791 SH SHARED 15791 D KCS ENERGY INC COM 48243420 624 46876 SH SHARED 46876 D KCS ENERGY INC COM 48243420 6073 456000 SH SHARED 01 453500 2500 D KCS ENERGY INC COM 48243420 9 736 SH SHARED 02 736 D KCS ENERGY INC COM 48243420 1867 140200 SH SHARED 10 140200 D KFX INC COM 48245L10 325 42734 SH SHARED 42734 D KFX INC COM 48245L10 4 566 SH SHARED 01 566 D KFX INC COM 48245L10 4 556 SH SHARED 02 556 D K FED BANCORP COM 48246S10 68 5400 SH SHARED 5400 D KLA-TENCOR CORP COM 48248010 54680 1107336 SH SHARED 1097036 10300 D KLA-TENCOR CORP COM 48248010 40168 813455 SH SHARED 01 345036 1930 466489 D KLA-TENCOR CORP COM 48248010 1721 34866 SH SHR/OTHR 01 2140 32726 D KLA-TENCOR CORP COM 48248010 6356 128726 SH SHARED 02 128726 D KLA-TENCOR CORP COM 48248010 1975 40000 SH SHARED 04 40000 D KLA-TENCOR CORP COM 48248010 520 10548 SH SHARED 05 100 10448 D KLA-TENCOR CORP COM 48248010 441 8950 SH SHARED 06 8550 400 D KLA-TENCOR CORP COM 48248010 12969 262653 SH SHARED 10 262653 D KLA-TENCOR CORP COM 48248010 5520 111802 SH SHARED 14 111802 D KLM ROYAL DUTCH AIRLS COM NY REG NEW 48251630 165 13168 SH SHARED 13168 D KLM ROYAL DUTCH AIRLS COM NY REG NEW 48251630 33 2632 SH SHARED 01 2632 D KT CORP SPONSORED ADR 48268K10 90552 5019566 SH SHARED 5019566 D KT CORP SPONSORED ADR 48268K10 116 6433 SH SHARED 01 6143 290 D KT CORP SPONSORED ADR 48268K10 1547 85782 SH SHARED 14 85782 D K-SWISS INC CL A 48268610 1512 74862 SH SHARED 74862 D K-SWISS INC CL A 48268610 685 33926 SH SHARED 01 33926 D K-SWISS INC CL A 48268610 23 1166 SH SHARED 02 1166 D K-SWISS INC CL A 48268610 53 2660 SH SHARED 10 2660 D K2 INC COM 48273210 606 38603 SH SHARED 38603 D K2 INC COM 48273210 78 5000 SH SHARED 01 5000 D K2 INC COM 48273210 150 9606 SH SHARED 02 9606 D KVH INDS INC COM 48273810 595 46392 SH SHARED 46392 D KVH INDS INC COM 48273810 23 1830 SH SHARED 01 1830 D KVH INDS INC COM 48273810 0 12 SH SHARED 02 12 D K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC 834 731000 PRN SHARED 731000 D K V PHARMACEUTICAL CO CL B CONV 48274010 34 1350 SH SHARED 01 1350 D K V PHARMACEUTICAL CO CL A 48274020 1204 52150 SH SHARED 52150 D K V PHARMACEUTICAL CO CL A 48274020 62 2686 SH SHARED 01 1156 1530 D K V PHARMACEUTICAL CO CL A 48274020 566 24536 SH SHARED 02 24536 D KADANT INC COM 48282T10 314 13600 SH SHARED 13600 D KADANT INC COM 48282T10 7 335 SH SHARED 01 335 D KADANT INC COM 48282T10 15 680 SH SHR/OTHR 01 680 D KADANT INC COM 48282T10 743 32147 SH SHARED 02 32147 D KNBT BANCORP INC COM 48292110 484 29000 SH SHARED 29000 D KAMAN CORP CL A 48354810 388 27800 SH SHARED 27800 D KAMAN CORP CL A 48354810 26 1859 SH SHARED 01 1859 D KAMAN CORP CL A 48354810 81 5851 SH SHARED 02 5851 D KANA SOFTWARE INC COM NEW 48360030 183 77084 SH SHARED 77084 D KANA SOFTWARE INC COM NEW 48360030 29 12405 SH SHARED 01 12405 D KANA SOFTWARE INC COM NEW 48360030 96 40519 SH SHARED 02 40519 D KANEB PIPE LINE PARTNERS L P SR PREF UNIT 48416910 152 3313 SH SHARED 3313 D KANEB PIPE LINE PARTNERS L P SR PREF UNIT 48416910 62 1357 SH SHARED 01 357 1000 D KANSAS CITY LIFE INS CO COM 48483610 143 3400 SH SHARED 3400 D KANSAS CITY LIFE INS CO COM 48483610 25 600 SH SHARED 01 600 D KANSAS CITY LIFE INS CO COM 48483610 30 732 SH SHARED 02 732 D KANSAS CITY SOUTHERN COM NEW 48517030 1072 69181 SH SHARED 69181 D KANSAS CITY SOUTHERN COM NEW 48517030 2 150 SH SHARED 01 150 D KANSAS CITY SOUTHERN COM NEW 48517030 210 13604 SH SHARED 02 13604 D KAYDON CORP NOTE 4.000% 5/2 486587AB 20330 16900000 PRN SHARED 16900000 D KAYDON CORP COM 48658710 915 29585 SH SHARED 29585 D KAYDON CORP COM 48658710 30 1000 SH SHARED 01 1000 D KAYDON CORP COM 48658710 1715 55458 SH SHARED 02 55458 D KB HOME COM 48666K10 25927 377785 SH SHARED 377785 D KB HOME COM 48666K10 687 10022 SH SHARED 01 10022 D KB HOME COM 48666K10 2379 34668 SH SHARED 02 34668 D KB HOME COM 48666K10 1230 17925 SH SHARED 10 17925 D KEANE INC SDCV 2.000% 6/1 486665AB 3194 3185000 PRN SHARED 02 3185000 D KEANE INC COM 48666510 1463 106888 SH SHARED 106888 D KEANE INC COM 48666510 713 52105 SH SHARED 01 52105 D KEANE INC COM 48666510 200 14652 SH SHARED 02 14652 D KEANE INC COM 48666510 376 27500 SH SHARED 10 27500 D KEITH COMPANIES INC COM 48753910 25 1767 SH SHARED 1767 D KEITH COMPANIES INC COM 48753910 6 438 SH SHARED 01 438 D KEITHLEY INSTRS INC COM 48758410 475 21465 SH SHARED 21465 D KEITHLEY INSTRS INC COM 48758410 6107 275735 SH SHARED 01 236635 39100 D KEITHLEY INSTRS INC COM 48758410 35 1601 SH SHARED 02 1601 D KEITHLEY INSTRS INC COM 48758410 748 33800 SH SHARED 05 33800 D KELLOGG CO COM 48783610 47544 1136078 SH SHARED 1136078 D KELLOGG CO COM 48783610 5034 120290 SH SHARED 01 112738 7552 D KELLOGG CO COM 48783610 778 18596 SH SHR/OTHR 01 10000 8596 D KELLOGG CO COM 48783610 7463 178345 SH SHARED 02 178345 D KELLOGG CO COM 48783610 1464 35000 SH SHARED 04 35000 D KELLOGG CO COM 48783610 678 16217 SH SHARED 05 16217 D KELLOGG CO COM 48783610 129 3100 SH SHARED 06 2600 500 D KELLOGG CO COM 48783610 8442 201732 SH SHARED 10 201732 D KELLOGG CO COM 48783610 100 2400 SH SHARED 14 2400 D KELLWOOD CO COM 48804410 1443 33152 SH SHARED 33152 D KELLWOOD CO COM 48804410 1974 45342 SH SHARED 01 45342 D KELLWOOD CO COM 48804410 387 8904 SH SHARED 02 8904 D KELLWOOD CO COM 48804410 992 22800 SH SHARED 10 22800 D KELLY SVCS INC CL A 48815220 23 800 SH SHARED 800 D KELLY SVCS INC CL A 48815220 1187 39844 SH SHARED 39844 D KELLY SVCS INC CL A 48815220 277 9300 SH SHARED 01 9300 D KELLY SVCS INC CL A 48815220 254 8535 SH SHARED 02 8535 D KEMET CORP COM 48836010 17 1400 SH SHARED 1400 D KEMET CORP COM 48836010 3037 248599 SH SHARED 248599 D KEMET CORP COM 48836010 4628 378754 SH SHARED 01 378754 D KEMET CORP COM 48836010 362 29665 SH SHARED 02 29665 D KEMET CORP COM 48836010 3984 326100 SH SHARED 10 326100 D KENDLE INTERNATIONAL INC COM 48880L10 0 50 SH SHARED 50 D KENNAMETAL INC COM 48917010 2950 64421 SH SHARED 64421 D KENNAMETAL INC COM 48917010 716 15637 SH SHARED 01 14179 1458 D KENNAMETAL INC COM 48917010 591 12909 SH SHARED 02 12909 D KENSEY NASH CORP COM 49005710 313 9100 SH SHARED 9100 D KENSEY NASH CORP COM 49005710 175 5100 SH SHARED 01 5100 D KENSEY NASH CORP COM 49005710 0 8 SH SHARED 02 8 D KENSEY NASH CORP COM 49005710 34 1000 SH SHARED 10 1000 D KERR MCGEE CORP SDCV 5.250% 2/1 492386AP 2100 2000000 PRN SHARED 2000000 D KERR MCGEE CORP SDCV 5.250% 2/1 492386AP 9 9250 PRN SHARED 01 9250 D KERR MCGEE CORP COM 49238610 54328 1010385 SH SHARED 1010385 D KERR MCGEE CORP COM 49238610 6594 122641 SH SHARED 01 117352 5289 D KERR MCGEE CORP COM 49238610 200 3720 SH SHR/OTHR 01 3720 D KERR MCGEE CORP COM 49238610 25546 475102 SH SHARED 02 475102 D KERR MCGEE CORP COM 49238610 13442 250000 SH SHARED 04 250000 D KERR MCGEE CORP COM 49238610 308 5735 SH SHARED 05 200 5535 D KERR MCGEE CORP COM 49238610 2779 51700 SH SHARED 06 51200 500 D KERR MCGEE CORP COM 49238610 59565 1107777 SH SHARED 10 1107777 D KERR MCGEE CORP COM 49238610 166 3100 SH SHARED 14 3100 D KERYX BIOPHARMACEUTICALS INC COM 49251510 274 21700 SH SHARED 21700 D KERYX BIOPHARMACEUTICALS INC COM 49251510 824 65100 SH SHARED 01 50500 14600 D KERYX BIOPHARMACEUTICALS INC COM 49251510 8 700 SH SHARED 02 700 D KERYX BIOPHARMACEUTICALS INC COM 49251510 417 33000 SH SHARED 04 33000 D KERYX BIOPHARMACEUTICALS INC COM 49251510 88 7000 SH SHARED 06 7000 D KERYX BIOPHARMACEUTICALS INC COM 49251510 2182 172400 SH SHARED 10 172400 D KEY ENERGY SVCS INC COM 49291410 1968 208509 SH SHARED 208509 D KEY ENERGY SVCS INC COM 49291410 95 10138 SH SHARED 01 10138 D KEY ENERGY SVCS INC COM 49291410 15 1617 SH SHARED 02 1617 D KEYCORP NEW COM 49326710 309658 10359949 SH SHARED 10359949 D KEYCORP NEW COM 49326710 7242 242293 SH SHARED 01 134523 107770 D KEYCORP NEW COM 49326710 736 24643 SH SHR/OTHR 01 24643 D KEYCORP NEW COM 49326710 6891 230546 SH SHARED 02 230546 D KEYCORP NEW COM 49326710 71 2387 SH SHARED 05 300 2087 D KEYCORP NEW COM 49326710 150 5050 SH SHARED 06 4350 700 D KEYCORP NEW COM 49326710 101324 3389903 SH SHARED 10 3389903 D KEYCORP NEW COM 49326710 104 3500 SH SHARED 14 3500 D KEYNOTE SYS INC COM 49330810 378 27535 SH SHARED 27535 D KEYNOTE SYS INC COM 49330810 9 668 SH SHARED 01 668 D KEYNOTE SYS INC COM 49330810 52 3816 SH SHARED 02 3816 D KEYSPAN CORP COM 49337W10 135 3700 SH SHARED 3700 D KEYSPAN CORP COM 49337W10 15290 416638 SH SHARED 416638 D KEYSPAN CORP COM 49337W10 2801 76340 SH SHARED 01 56534 19806 D KEYSPAN CORP COM 49337W10 81 2230 SH SHR/OTHR 01 2230 D KEYSPAN CORP COM 49337W10 3052 83174 SH SHARED 02 83174 D KEYSPAN CORP COM 49337W10 88 2400 SH SHARED 06 2400 D KEYSPAN CORP COM 49337W10 2296 62575 SH SHARED 10 62575 D KEYSPAN CORP COM 49337W10 44 1200 SH SHARED 14 1200 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 407 14600 SH SHARED 14600 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 11805 423280 SH SHARED 01 377380 7000 38900 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 0 31 SH SHARED 02 31 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 842 30200 SH SHARED 05 30200 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 9904 355129 SH SHARED 10 355129 D KEYSTONE PPTY TR CORP COM 49359610 739 30776 SH SHARED 30776 D KEYSTONE PPTY TR CORP COM 49359610 27 1164 SH SHARED 01 1164 D KEYSTONE PPTY TR CORP COM 49359610 45 1884 SH SHARED 02 1884 D KFORCE INC COM 49373210 231 24550 SH SHARED 24550 D KILROY RLTY CORP COM 49427F10 924 27100 SH SHARED 27100 D KILROY RLTY CORP COM 49427F10 1780 52200 SH SHARED 01 52200 D KILROY RLTY CORP COM 49427F10 37 1087 SH SHR/OTHR 01 1087 D KILROY RLTY CORP COM 49427F10 44 1317 SH SHARED 02 1317 D KILROY RLTY CORP COM 49427F10 16228 475900 SH SHARED 10 475900 D KILROY RLTY CORP COM 49427F10 14700 431100 SH SHARED 11 431100 D KIMBALL INTL INC CL B 49427410 405 27519 SH SHARED 27519 D KIMBALL INTL INC CL B 49427410 24 1666 SH SHARED 01 1666 D KIMBALL INTL INC CL B 49427410 75 5112 SH SHARED 02 5112 D KIMBERLY CLARK CORP COM 49436810 149367 2267273 SH SHARED 2225648 41625 D KIMBERLY CLARK CORP COM 49436810 56127 851961 SH SHARED 01 465591 386370 D KIMBERLY CLARK CORP COM 49436810 9776 148398 SH SHR/OTHR 01 3853 144545 D KIMBERLY CLARK CORP COM 49436810 15450 234518 SH 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GROUP INC COM 50559710 10 389 SH SHARED 02 389 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 0 20 SH SHARED 02 20 D LADISH INC COM NEW 50575420 0 17 SH SHARED 02 17 D LAFARGE COPPEE S A SPON ADR NEW 50586140 84 3753 SH SHARED 3753 D LAFARGE COPPEE S A SPON ADR NEW 50586140 26 1165 SH SHARED 01 747 418 D LAFARGE NORTH AMERICA INC COM 50586210 407 9400 SH SHARED 9400 D LAFARGE NORTH AMERICA INC COM 50586210 2355 54393 SH SHARED 54393 D LAFARGE NORTH AMERICA INC COM 50586210 1441 33290 SH SHARED 01 33290 D LAFARGE NORTH AMERICA INC COM 50586210 296 6850 SH SHARED 02 6850 D LAFARGE NORTH AMERICA INC COM 50586210 238 5500 SH SHARED 10 5500 D LAIDLAW INTL INC COM 50730R10 1279 98700 SH SHARED 98700 D LAIDLAW INTL INC COM 50730R10 150 11600 SH SHARED 01 11600 D LAKELAND BANCORP INC COM 51163710 202 12600 SH SHARED 12600 D LAKELAND BANCORP INC COM 51163710 17 1096 SH SHARED 02 1096 D LAKELAND FINL CORP COM 51165610 183 5479 SH SHARED 5479 D LAKELAND FINL CORP COM 51165610 0 4 SH SHARED 02 4 D LAKES ENTMNT INC COM 51206P10 188 16322 SH SHARED 16322 D LAKES ENTMNT INC COM 51206P10 6251 540300 SH SHARED 10 540300 D LAM RESEARCH CORP COM 51280710 10657 397667 SH SHARED 397667 D LAM RESEARCH CORP COM 51280710 5226 195007 SH SHARED 01 190433 4574 D LAM RESEARCH CORP COM 51280710 2675 99844 SH SHARED 02 74244 25600 D LAM RESEARCH CORP COM 51280710 9338 348460 SH SHARED 10 348460 D LAM RESEARCH CORP COM 51280710 1629 60813 SH SHARED 14 60813 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 187 175000 PRN SHARED 10 175000 D LAMAR ADVERTISING CO CL A 51281510 7493 172865 SH SHARED 172865 D LAMAR ADVERTISING CO CL A 51281510 905 20889 SH SHARED 01 19889 1000 D LAMAR ADVERTISING CO CL A 51281510 768 17730 SH SHARED 02 17730 D LAMAR ADVERTISING CO CL A 51281510 992 22900 SH SHARED 06 22900 D LAMAR ADVERTISING CO CL A 51281510 3115 71865 SH SHARED 10 71865 D LANCASTER COLONY CORP COM 51384710 2448 58809 SH SHARED 58809 D LANCASTER COLONY CORP COM 51384710 564 13554 SH SHARED 01 13554 D LANCASTER COLONY CORP COM 51384710 365 8782 SH SHARED 02 8782 D LANCE INC COM 51460610 734 47687 SH SHARED 47687 D LANCE INC COM 51460610 1444 93809 SH SHARED 01 93809 D LANCE INC COM 51460610 49 3204 SH SHARED 02 3204 D LANCE INC COM 51460610 696 45200 SH SHARED 10 45200 D LANCER CORP COM 51461410 84 13500 SH SHARED 01 13500 D LANDAUER INC COM 51476K10 379 8500 SH SHARED 8500 D LANDAUER INC COM 51476K10 13 300 SH SHARED 01 300 D LANDAUER INC COM 51476K10 0 8 SH SHARED 02 8 D LANDEC CORP COM 51476610 157 23022 SH SHARED 23022 D LANDEC CORP COM 51476610 39 5708 SH SHARED 01 5708 D LANDAMERICA FINL GROUP INC DBCV 3.125%11/1 514936AB 2580 2805000 PRN SHARED 02 2805000 D LANDAMERICA FINL GROUP INC COM 51493610 4198 107845 SH SHARED 107845 D LANDAMERICA FINL GROUP INC COM 51493610 5074 130358 SH SHARED 01 130358 D LANDAMERICA FINL GROUP INC COM 51493610 8 222 SH SHARED 02 222 D LANDAMERICA FINL GROUP INC COM 51493610 4072 104600 SH SHARED 10 104600 D LANDRYS RESTAURANTS INC COM 51508L10 146 4900 SH SHARED 4900 D LANDRYS RESTAURANTS INC COM 51508L10 1078 36071 SH SHARED 36071 D LANDRYS RESTAURANTS INC COM 51508L10 1217 40729 SH SHARED 01 40729 D LANDRYS RESTAURANTS INC COM 51508L10 141 4744 SH SHARED 02 4744 D LANDRYS RESTAURANTS INC COM 51508L10 406 13600 SH SHARED 10 13600 D LANDSTAR SYS INC COM 51509810 1732 32772 SH SHARED 32772 D LANDSTAR SYS INC COM 51509810 712 13468 SH SHARED 01 800 12668 D LANDSTAR SYS INC COM 51509810 1 32 SH SHARED 02 32 D LANDSTAR SYS INC COM 51509810 74 1400 SH SHARED 10 1400 D LANNET INC COM 51601210 133 8900 SH SHARED 8900 D LANNET INC COM 51601210 25 1698 SH SHARED 02 1698 D LANTRONIX INC COM 51654810 25 20000 SH SHR/OTHR 01 20000 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 644 26400 SH SHARED 26400 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 48 2000 SH SHR/OTHR 01 2000 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 522 21409 SH SHARED 02 21409 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 3652 149700 SH SHARED 10 149700 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 15520 636100 SH SHARED 11 636100 D LASERSCOPE COM 51808110 564 20491 SH SHARED 20491 D LASERSCOPE COM 51808110 52 1920 SH SHARED 02 1920 D LATIN AMERN DISCOVERY FD INC COM 51828C10 2847 224401 SH SHARED 224401 D LATTICE SEMICONDUCTOR CORP NOTE 7/0 518415AE 13152 15100000 PRN SHARED 15100000 D LATTICE SEMICONDUCTOR CORP COM 51841510 2711 386861 SH SHARED 386861 D LATTICE SEMICONDUCTOR CORP COM 51841510 436 62301 SH SHARED 01 62301 D LATTICE SEMICONDUCTOR CORP COM 51841510 1987 283546 SH SHARED 02 283546 D LATTICE SEMICONDUCTOR CORP COM 51841510 9 1300 SH SHARED 10 1300 D LAUDER ESTEE COS INC CL A 51843910 8274 169627 SH SHARED 134627 35000 D LAUDER ESTEE COS INC CL A 51843910 15903 326024 SH SHARED 01 85183 230 240611 D LAUDER ESTEE COS INC CL A 51843910 1301 26686 SH SHR/OTHR 01 4110 22576 D LAUDER ESTEE COS INC CL A 51843910 4070 83454 SH SHARED 02 83454 D LAUDER ESTEE COS INC CL A 51843910 209 4300 SH SHARED 05 4300 D LAUDER ESTEE COS INC CL A 51843910 1741 35701 SH SHARED 06 35701 D LAUREATE EDUCATION INC COM 51861310 916 23967 SH SHARED 23967 D LAUREATE EDUCATION INC COM 51861310 1612 42159 SH SHARED 01 42159 D LAUREATE EDUCATION INC COM 51861310 817 21369 SH SHARED 02 21369 D LAWSON PRODS INC COM 52077610 180 4719 SH SHARED 4719 D LAWSON PRODS INC COM 52077610 31 828 SH SHARED 02 828 D LAWSON SOFTWARE INC COM 52078010 949 134121 SH SHARED 134121 D LAWSON SOFTWARE INC COM 52078010 308 43600 SH SHARED 01 43600 D LAWSON SOFTWARE INC COM 52078010 0 48 SH SHARED 02 48 D LAWSON SOFTWARE INC COM 52078010 21 3100 SH SHARED 10 3100 D LAYNE CHRISTENSEN CO COM 52105010 155 9400 SH SHARED 9400 D LEAPFROG ENTERPRISES INC CL A 52186N10 1240 62386 SH SHARED 62386 D LEAPFROG ENTERPRISES INC CL A 52186N10 139 6991 SH SHARED 01 6991 D LEAPFROG ENTERPRISES INC CL A 52186N10 295 14835 SH SHARED 02 14835 D LEAR CORP NOTE 2/2 521865AG 6413 12650000 PRN SHARED 12650000 D LEAR CORP COM 52186510 123 2100 SH SHARED 2100 D LEAR CORP COM 52186510 8841 149877 SH SHARED 149877 D LEAR CORP COM 52186510 6864 116367 SH SHARED 01 116367 D LEAR CORP COM 52186510 3505 59419 SH SHARED 02 59419 D LEAR CORP COM 52186510 182 3100 SH SHARED 05 3100 D LEAR CORP COM 52186510 578 9800 SH SHARED 10 9800 D LEARNING TREE INTL INC COM 52201510 337 23265 SH SHARED 23265 D LEARNING TREE INTL INC COM 52201510 18 1250 SH SHARED 01 1250 D LEARNING TREE INTL INC COM 52201510 31 2167 SH SHARED 02 2167 D LECG CORP COM 52323410 216 12500 SH SHARED 12500 D LECG CORP COM 52323410 920 53200 SH SHARED 01 53200 D LECROY CORP COM 52324W10 152 8457 SH SHARED 8457 D LECROY CORP COM 52324W10 3 216 SH SHARED 01 216 D LECROY CORP COM 52324W10 0 34 SH SHARED 02 34 D LEE ENTERPRISES INC COM 52376810 2396 49912 SH SHARED 49912 D LEE ENTERPRISES INC COM 52376810 1949 40600 SH SHARED 01 40600 D LEE ENTERPRISES INC COM 52376810 706 14724 SH SHARED 02 14724 D LEGGETT & PLATT INC COM 52466010 14770 553004 SH SHARED 553004 D LEGGETT & PLATT INC COM 52466010 15606 584296 SH SHARED 01 584296 D LEGGETT & PLATT INC COM 52466010 3159 118289 SH SHARED 02 118289 D LEGGETT & PLATT INC COM 52466010 40 1500 SH SHARED 06 1500 D LEGGETT & PLATT INC COM 52466010 13925 521361 SH SHARED 10 521361 D LEGGETT & PLATT INC COM 52466010 69 2600 SH SHARED 14 2600 D LEGG MASON INC COM 52490110 2063 22668 SH SHARED 22668 D LEGG MASON INC COM 52490110 19072 209565 SH SHARED 01 209165 400 D LEGG MASON INC COM 52490110 15383 169034 SH SHARED 02 169034 D LEGG MASON INC COM 52490110 81 900 SH SHARED 06 500 400 D LEGG MASON INC COM 52490110 59829 657400 SH SHARED 10 657400 D LEGG MASON INC COM 52490110 43 480 SH SHARED 14 480 D LEHMAN BROS HLDGS INC COM 52490810 1083 14400 SH SHARED 14400 D LEHMAN BROS HLDGS INC COM 52490810 152614 2028101 SH SHARED 1831396 196705 D LEHMAN BROS HLDGS INC COM 52490810 68466 909860 SH SHARED 01 519185 390675 D LEHMAN BROS HLDGS INC COM 52490810 641 8530 SH SHR/OTHR 01 200 8330 D LEHMAN BROS HLDGS INC COM 52490810 13238 175923 SH SHARED 02 175923 D LEHMAN BROS HLDGS INC COM 52490810 20836 276900 SH SHARED 03 276900 D LEHMAN BROS HLDGS INC COM 52490810 752 10000 SH SHARED 04 10000 D LEHMAN BROS HLDGS INC COM 52490810 73524 977064 SH SHARED 05 739867 237197 D LEHMAN BROS HLDGS INC COM 52490810 10597 140824 SH SHARED 06 30274 110550 D LEHMAN BROS HLDGS INC COM 52490810 1909 25375 SH SHARED 07 25375 D LEHMAN BROS HLDGS INC COM 52490810 1986 26400 SH SHARED 09 26400 D LEHMAN BROS HLDGS INC COM 52490810 138647 1842485 SH SHARED 10 1842485 D LEHMAN BROS HLDGS INC COM 52490810 192 2552 SH SHARED 14 2552 D LENNAR CORP NOTE 4/0 526057AF 53210 80500000 PRN SHARED 80500000 D LENNAR CORP NOTE 4/0 526057AF 1983 3000000 PRN SHARED 02 3000000 D LENNAR CORP CL A 52605710 9303 208034 SH SHARED 208034 D LENNAR CORP CL A 52605710 2202 49245 SH SHARED 01 48445 800 D LENNAR CORP CL A 52605710 13 300 SH SHR/OTHR 01 300 D LENNAR CORP CL A 52605710 4019 89874 SH SHARED 02 89874 D LENNAR CORP CL A 52605710 58 1300 SH SHARED 06 1000 300 D LENNAR CORP CL A 52605710 1207 27010 SH SHARED 14 27010 D LENNAR CORP CL B 52605730 12226 295121 SH SHARED 295121 D LENNAR CORP CL B 52605730 781 18852 SH SHARED 01 18852 D LENNAR CORP CL B 52605730 16 400 SH SHARED 02 400 D LENNOX INTL INC COM 52610710 1904 105248 SH SHARED 105248 D LENNOX INTL INC COM 52610710 198 10969 SH SHARED 01 10969 D LENNOX INTL INC COM 52610710 0 48 SH SHARED 02 48 D LEUCADIA NATL CORP COM 52728810 15643 314768 SH SHARED 314768 D LEUCADIA NATL CORP COM 52728810 1640 33006 SH SHARED 01 20606 12400 D LEUCADIA NATL CORP COM 52728810 1081 21770 SH SHARED 02 21770 D LEUCADIA NATL CORP COM 52728810 5124 103100 SH SHARED 10 103100 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 9/1 52729NAG 1296 2000000 PRN SHARED 2000000 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 9/1 52729NAG 2 3250 PRN SHARED 01 3250 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS 628 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 56 90000 PRN SHARED 02 90000 D LEVEL 3 COMMUNICATIONS INC NOTE 2.875% 7/1 52729NBA 4 6000 PRN SHARED 01 6000 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 8188 2333000 SH SHARED 2333000 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 1969 561148 SH SHARED 01 557448 3700 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 2302 656056 SH SHARED 02 656056 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 0 200 SH SHARED 05 200 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 14 4000 SH SHARED 06 4000 D LEVITT CORP CL A 52742P10 915 35547 SH SHARED 35547 D LEVITT CORP CL A 52742P10 0 11 SH SHARED 02 11 D LEVITT CORP CL A 52742P10 10283 399200 SH SHARED 10 399200 D LEXAR MEDIA INC COM 52886P10 1177 176273 SH SHARED 176273 D LEXAR MEDIA INC COM 52886P10 180 27022 SH SHARED 01 27022 D LEXAR MEDIA INC COM 52886P10 166 24988 SH SHARED 02 24988 D LEXAR MEDIA INC COM 52886P10 24 3600 SH SHARED 10 3600 D LEXICON GENETICS INC COM 52887210 477 60900 SH SHARED 60900 D LEXICON GENETICS INC COM 52887210 18 2336 SH SHARED 02 2336 D LEXINGTON CORP PPTYS TR COM 52904310 924 46442 SH SHARED 46442 D LEXINGTON CORP PPTYS TR COM 52904310 875 43958 SH SHARED 01 43958 D LEXINGTON CORP PPTYS TR COM 52904310 241 12140 SH SHARED 02 12140 D LEXINGTON CORP PPTYS TR COM 52904310 8782 441100 SH SHARED 10 441100 D LEXINGTON CORP PPTYS TR COM 52904310 24266 1218800 SH SHARED 11 1218800 D LEXMARK INTL NEW CL A 52977110 45301 469296 SH SHARED 469296 D LEXMARK INTL NEW CL A 52977110 51241 530830 SH SHARED 01 516015 1600 13215 D LEXMARK INTL NEW CL A 52977110 264 2740 SH SHR/OTHR 01 2740 D LEXMARK INTL NEW CL A 52977110 8907 92276 SH SHARED 02 92276 D LEXMARK INTL NEW CL A 52977110 3764 39000 SH SHARED 04 39000 D LEXMARK INTL NEW CL A 52977110 664 6887 SH SHARED 05 610 6277 D LEXMARK INTL NEW CL A 52977110 608 6305 SH SHARED 06 6105 200 D LEXMARK INTL NEW CL A 52977110 308 3200 SH SHARED 07 3200 D LEXMARK INTL NEW CL A 52977110 63913 662112 SH SHARED 10 662112 D LEXMARK INTL NEW CL A 52977110 106 1100 SH SHARED 14 1100 D LIBBEY INC COM 52989810 378 13621 SH SHARED 13621 D LIBBEY INC COM 52989810 0 12 SH SHARED 02 12 D LIBERTY ALL STAR EQUITY FD SH BEN INT 53015810 107 11684 SH SHARED 11684 D LIBERTY CORP S C COM 53037010 792 16880 SH SHARED 16880 D LIBERTY CORP S C COM 53037010 52 1115 SH SHARED 01 1115 D LIBERTY CORP S C COM 53037010 228 4872 SH SHARED 02 4872 D LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG 2194 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 12260 17515000 PRN SHARED 02 17515000 D LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL 39147 59950000 PRN SHARED 59950000 D LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL 3265 5000000 PRN SHARED 01 5000000 D LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN 1804 2000000 PRN SHARED 2000000 D LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN 3 3500 PRN SHARED 01 3500 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 7 7000 PRN SHARED 01 7000 D LIBERTY MEDIA CORP NEW COM SER A 53071810 58619 6520491 SH SHARED 6512923 7568 D LIBERTY MEDIA CORP NEW COM SER A 53071810 26672 2966959 SH SHARED 01 1825538 1141421 D LIBERTY MEDIA CORP NEW COM SER A 53071810 1566 174212 SH SHR/OTHR 01 6240 167972 D LIBERTY MEDIA CORP NEW COM SER A 53071810 19373 2155023 SH SHARED 02 2155023 D LIBERTY MEDIA CORP NEW COM SER A 53071810 7192 800000 SH SHARED 04 800000 D LIBERTY MEDIA CORP NEW COM SER A 53071810 17 1966 SH SHARED 05 1966 D LIBERTY MEDIA CORP NEW COM SER A 53071810 1560 173590 SH SHARED 06 168190 5400 D LIBERTY MEDIA CORP NEW COM SER A 53071810 35 3900 SH SHARED 07 3900 D LIBERTY MEDIA CORP NEW COM SER A 53071810 10002 1112609 SH SHARED 10 1112609 D LIBERTY MEDIA CORP NEW COM SER A 53071810 4246 472350 SH SHARED 14 472350 D LIBERTY MEDIA CORP NEW COM SER B 53071820 198 19800 SH SHARED 19800 D LIBERTY MEDIA CORP NEW COM SER B 53071820 550 55000 SH SHARED 01 55000 D LIBERTY MEDIA INTL INC COM SER A 53071910 11683 314909 SH SHARED 314531 378 D LIBERTY MEDIA INTL INC COM SER A 53071910 2550 68749 SH SHARED 01 12068 56681 D LIBERTY MEDIA INTL INC COM SER A 53071910 323 8707 SH SHR/OTHR 01 312 8395 D LIBERTY MEDIA INTL INC COM SER A 53071910 1916 51659 SH SHARED 02 51659 D LIBERTY MEDIA INTL INC COM SER A 53071910 1484 40000 SH SHARED 04 40000 D LIBERTY MEDIA INTL INC COM SER A 53071910 53 1450 SH SHARED 05 98 1352 D LIBERTY MEDIA INTL INC COM SER A 53071910 61 1656 SH SHARED 06 1386 270 D LIBERTY MEDIA INTL INC COM SER A 53071910 7 195 SH SHARED 07 195 D LIBERTY MEDIA INTL INC COM SER A 53071910 1750 47176 SH SHARED 10 47176 D LIBERTY MEDIA INTL INC COM SER A 53071910 56 1514 SH SHARED 14 1514 D LIBERTY MEDIA INTL INC COM SER B 53071920 40 990 SH SHARED 990 D LIBERTY MEDIA INTL INC COM SER B 53071920 112 2750 SH SHARED 01 2750 D LIBERTY PPTY TR SH BEN INT 53117210 2454 61032 SH SHARED 61032 D LIBERTY PPTY TR SH BEN INT 53117210 2953 73449 SH SHARED 01 59049 14400 D LIBERTY PPTY TR SH BEN INT 53117210 1200 29854 SH SHARED 02 29854 D LIBERTY PPTY TR SH BEN INT 53117210 20064 499000 SH SHARED 10 499000 D LIBERTY PPTY TR SH BEN INT 53117210 266347 6623900 SH SHARED 11 6623900 D LIEBERT CORP SDCV 8.000%11/1 531735AA 848 180000 PRN SHARED 01 180000 D LIFETIME HOAN CORP COM 53192610 209 9192 SH SHARED 9192 D LIFETIME HOAN CORP COM 53192610 8 394 SH SHARED 01 394 D LIFECELL CORP COM 53192710 323 28806 SH SHARED 28806 D LIFECELL CORP COM 53192710 3 322 SH SHARED 02 322 D LIFECORE BIOMEDICAL INC COM 53218710 22 3702 SH SHARED 3702 D LIFECORE BIOMEDICAL INC COM 53218710 5 917 SH SHARED 01 917 D LIFEPOINT HOSPITALS INC COM 53219L10 1957 52582 SH SHARED 52582 D LIFEPOINT HOSPITALS INC COM 53219L10 1374 36933 SH SHARED 01 36836 97 D LIFEPOINT HOSPITALS INC COM 53219L10 4 126 SH SHR/OTHR 01 126 D LIFEPOINT HOSPITALS INC COM 53219L10 1279 34384 SH SHARED 02 34384 D LIFEPOINT HOSPITALS INC COM 53219L10 0 11 SH SHARED 05 11 D LIFEPOINT HOSPITALS INC COM 53219L10 100 2700 SH SHARED 10 2700 D LIFELINE SYS INC COM 53219210 335 14176 SH SHARED 14176 D LIFELINE SYS INC COM 53219210 336 14211 SH SHARED 01 14211 D LIFELINE SYS INC COM 53219210 0 8 SH SHARED 02 8 D LIFELINE SYS INC COM 53219210 222 9400 SH SHARED 10 9400 D LIGAND PHARMACEUTICALS INC NOTE 6.000%11/1 53220KAB 7225 2508000 PRN SHARED 2508000 D LIGAND PHARMACEUTICALS INC CL B 53220K20 3598 207029 SH SHARED 207029 D LIGAND PHARMACEUTICALS INC CL B 53220K20 3256 187368 SH SHR/OTHR 187368 D LIGAND PHARMACEUTICALS INC CL B 53220K20 4809 276751 SH SHARED 01 276751 D LIGAND PHARMACEUTICALS INC CL B 53220K20 435 25082 SH SHARED 02 25082 D LIGAND PHARMACEUTICALS INC CL B 53220K20 17531 1008734 SH SHARED 04 1008734 D LIGAND PHARMACEUTICALS INC CL B 53220K20 504 29000 SH SHARED 06 29000 D LIGAND PHARMACEUTICALS INC CL B 53220K20 1294 74500 SH SHARED 10 74500 D LIGAND PHARMACEUTICALS INC CL B 53220K20 213 12300 SH SHARED 14 12300 D LIGHTBRIDGE INC COM 53222610 220 39357 SH SHARED 39357 D LIGHTBRIDGE INC COM 53222610 51 9231 SH SHARED 01 9231 D LIGHTBRIDGE INC COM 53222610 215 38493 SH SHARED 02 38493 D LILLY ELI & CO COM 53245710 395683 5659895 SH SHARED 5629439 30456 D LILLY ELI & CO COM 53245710 108673 1554479 SH SHARED 01 493528 18800 1042151 D LILLY ELI & CO COM 53245710 11995 171582 SH SHR/OTHR 01 11090 160492 D LILLY ELI & CO COM 53245710 43172 617550 SH SHARED 02 617550 D LILLY ELI & CO COM 53245710 2328 33300 SH SHARED 03 33300 D LILLY ELI & CO COM 53245710 12933 185000 SH SHARED 04 185000 D LILLY ELI & CO COM 53245710 35328 505338 SH SHARED 05 301308 204030 D LILLY ELI & CO COM 53245710 5243 75008 SH SHARED 06 73608 1400 D LILLY ELI & CO COM 53245710 1835 26258 SH SHARED 07 26258 D LILLY ELI & CO COM 53245710 2181 31200 SH SHARED 09 31200 D LILLY ELI & CO COM 53245710 224621 3213012 SH SHARED 10 3213012 D LILLY ELI & CO COM 53245710 5065 72452 SH SHARED 14 72452 D LIMITED BRANDS INC COM 53271610 58016 3102502 SH SHARED 2891927 210575 D LIMITED BRANDS INC COM 53271610 82965 4436643 SH SHARED 01 2686076 4100 1746467 D LIMITED BRANDS INC COM 53271610 437 23388 SH SHR/OTHR 01 4000 19388 D LIMITED BRANDS INC COM 53271610 4411 235924 SH SHARED 02 235924 D LIMITED BRANDS INC COM 53271610 37 2029 SH SHARED 05 600 1429 D LIMITED BRANDS INC COM 53271610 72 3900 SH SHARED 06 3900 D LIMITED BRANDS INC COM 53271610 66021 3530572 SH SHARED 10 3530572 D LIMITED BRANDS INC COM 53271610 67 3600 SH SHARED 14 3600 D LIN TV CORP CL A 53277410 1998 94291 SH SHARED 94291 D LIN TV CORP CL A 53277410 255 12033 SH SHARED 01 12033 D LIN TV CORP CL A 53277410 107 5076 SH SHARED 02 5076 D LIN TV CORP CL A 53277410 1590 75000 SH SHARED 04 75000 D LIN TV CORP CL A 53277410 16 800 SH SHARED 14 800 D LINCARE HLDGS INC DBCV 3.000% 6/1 532791AB 1479 1500000 PRN SHARED 02 1500000 D LINCARE HLDGS INC COM 53279110 10137 308516 SH SHARED 304716 3800 D LINCARE HLDGS INC COM 53279110 1238 37680 SH SHR/OTHR 37680 D LINCARE HLDGS INC COM 53279110 7155 217743 SH SHARED 01 217043 700 D LINCARE HLDGS INC COM 53279110 1288 39217 SH SHARED 02 39217 D LINCARE HLDGS INC COM 53279110 32 1000 SH SHARED 06 1000 D LINCARE HLDGS INC COM 53279110 1826 55570 SH SHARED 10 55570 D LINCARE HLDGS INC COM 53279110 45 1395 SH SHARED 14 1395 D LINCOLN ELEC HLDGS INC COM 53390010 1218 35754 SH SHARED 35754 D LINCOLN ELEC HLDGS INC COM 53390010 11 336 SH SHARED 02 336 D LINCOLN ELEC HLDGS INC COM 53390010 13 400 SH SHARED 10 400 D LINCOLN NATL CORP IND COM 53418710 396 8400 SH SHARED 8400 D LINCOLN NATL CORP IND COM 53418710 72244 1528984 SH SHARED 1528984 D LINCOLN NATL CORP IND COM 53418710 9288 196588 SH SHARED 01 81494 115094 D LINCOLN NATL CORP IND COM 53418710 2878 60924 SH SHR/OTHR 01 60924 D LINCOLN NATL CORP IND COM 53418710 9769 206760 SH SHARED 02 206760 D LINCOLN NATL CORP IND COM 53418710 803 17000 SH SHARED 04 17000 D LINCOLN NATL CORP IND COM 53418710 35 748 SH SHARED 05 200 548 D LINCOLN NATL CORP IND COM 53418710 169 3596 SH SHARED 06 3596 D LINCOLN NATL CORP IND COM 53418710 3335 70603 SH SHARED 10 70603 D LINCOLN NATL CORP IND COM 53418710 2301 48707 SH SHARED 14 48707 D LINDSAY MFG CO COM 53555510 269 11200 SH SHARED 11200 D LINDSAY MFG CO COM 53555510 16 675 SH SHARED 01 675 D LINDSAY MFG CO COM 53555510 52 2188 SH SHARED 02 2188 D LINEAR TECHNOLOGY CORP COM 53567810 63 1610 SH SHARED 1610 D LINEAR TECHNOLOGY CORP COM 53567810 83342 2111548 SH SHARED 2109448 2100 D LINEAR TECHNOLOGY CORP COM 53567810 90196 2285184 SH SHARED 01 1323755 2400 959029 D LINEAR TECHNOLOGY CORP COM 53567810 4984 126283 SH SHR/OTHR 01 16930 109353 D LINEAR TECHNOLOGY CORP COM 53567810 8167 206936 SH SHARED 02 206936 D LINEAR TECHNOLOGY CORP COM 53567810 2044 51800 SH SHARED 04 51800 D LINEAR TECHNOLOGY CORP COM 53567810 68 1733 SH SHARED 05 300 1433 D LINEAR TECHNOLOGY CORP COM 53567810 1273 32270 SH SHARED 06 31870 400 D LINEAR TECHNOLOGY CORP COM 53567810 132076 3346238 SH SHARED 10 3346238 D LINEAR TECHNOLOGY CORP COM 53567810 134 3397 SH SHARED 14 3397 D LINENS N THINGS INC COM 53567910 2130 72677 SH SHARED 72677 D LINENS N THINGS INC COM 53567910 28 971 SH SHARED 01 971 D LINENS N THINGS INC COM 53567910 1546 52752 SH SHARED 02 52752 D LINENS N THINGS INC COM 53567910 7309 249400 SH SHARED 10 249400 D LIONS GATE ENTMNT CORP COM NEW 53591920 2094 300000 SH SHARED 300000 D LIONS GATE ENTMNT CORP COM NEW 53591920 8 1147 SH SHARED 02 1147 D LINKTONE LTD ADR 53592510 6 600 SH SHARED 600 D LIONBRIDGE TECHNOLOGIES INC COM 53625210 400 52397 SH SHARED 52397 D LIONBRIDGE TECHNOLOGIES INC COM 53625210 8 1101 SH SHARED 01 1101 D LIONBRIDGE TECHNOLOGIES INC COM 53625210 0 36 SH SHARED 02 36 D LIQUIDMETAL TECHNOLOGIES INC COM 53634X10 0 4 SH SHARED 4 D LIQUIDMETAL TECHNOLOGIES INC COM 53634X10 51 36339 SH SHARED 02 36339 D LITHIA MTRS INC CL A 53679710 1251 50492 SH SHARED 50492 D LITHIA MTRS INC CL A 53679710 126 5099 SH SHARED 01 5099 D LITHIA MTRS INC CL A 53679710 1782 71915 SH SHARED 02 71915 D LITTELFUSE INC COM 53700810 1162 27403 SH SHARED 27403 D LITTELFUSE 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MACRONIX INTL LTD SPONSORED ADR 55610310 308 99213 SH SHARED 99213 D MADDEN STEVEN LTD COM 55626910 333 16724 SH SHARED 16724 D MADDEN STEVEN LTD COM 55626910 22 1131 SH SHARED 01 1131 D MADDEN STEVEN LTD COM 55626910 0 33 SH SHARED 02 33 D MADDEN STEVEN LTD COM 55626910 49 2470 SH SHARED 10 2470 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 25565 764277 SH SHARED 764277 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 944 18569 SH SHARED 18569 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 130 2564 SH SHARED 01 2564 D MAGMA DESIGN AUTOMATION COM 55918110 1825 94922 SH SHARED 94922 D MAGMA DESIGN AUTOMATION COM 55918110 276 14389 SH SHARED 01 14389 D MAGMA DESIGN AUTOMATION COM 55918110 23 1224 SH SHARED 02 1224 D MAGNA ENTMT CORP CL A 55921110 1023 173502 SH SHARED 173502 D MAGNA ENTMT CORP CL A 55921110 1 298 SH SHARED 01 298 D MAGNA ENTMT CORP CL A 55921110 546 92563 SH SHARED 02 92563 D MAGNA INTL INC CL A 55922240 9453 110991 SH SHARED 110991 D MAGNA INTL INC CL A 55922240 44 521 SH SHARED 01 521 D MAGNA INTL INC CL A 55922240 3890 45681 SH SHARED 02 45681 D MAGNA INTL INC CL A 55922240 383 4501 SH SHARED 05 101 4400 D MAGNA INTL INC CL A 55922240 21 250 SH SHARED 06 250 D MAGNA INTL INC CL A 55922240 375 4410 SH SHARED 10 4410 D MAGNA INTL INC CL A 55922240 59 700 SH SHARED 14 700 D MAGNETEK INC COM 55942410 536 64320 SH SHARED 64320 D MAGNETEK INC COM 55942410 22 2649 SH SHARED 02 2649 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 1425 137299 SH SHARED 137299 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 3650 351725 SH SHARED 01 351725 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 829 79953 SH SHARED 02 79953 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 8657 834100 SH SHARED 10 834100 D MAGUIRE PPTYS INC COM 55977510 800 32300 SH SHARED 32300 D MAGUIRE PPTYS INC COM 55977510 817 33000 SH SHARED 11 33000 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 5623 276905 SH SHARED 276905 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 494 24357 SH SHARED 02 24357 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 11334 558050 SH SHARED 04 558050 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 320 15800 SH SHARED 05 14000 1800 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 5544 273000 SH SHARED 06 273000 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 348 48017 SH SHARED 48017 D MAIN STR BKS INC NEW COM 56034R10 365 13000 SH SHARED 13000 D MAIN STR BKS INC NEW COM 56034R10 37 1321 SH SHARED 02 1321 D MAINE & MARITIMES CORP COM 56037710 35 1096 SH SHARED 01 1096 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 182 9000 SH SHARED 9000 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 40 1971 SH SHARED 02 1971 D MAIR HOLDINGS INC COM 56063510 111 13658 SH SHARED 02 13658 D MALAYSIA FD INC COM 56090510 908 171128 SH SHARED 157148 13980 D MALAN RLTY INVS INC COM 56106310 201 40293 SH SHARED 40293 D MAMMA COM INC COM 56150Q10 79 6635 SH SHARED 6635 D MANAGED HIGH INCOME PORTFOLI COM 56166C10 25 4007 SH SHARED 4007 D MANAGED HIGH INCOME PORTFOLI COM 56166C10 6 993 SH SHARED 01 993 D MANAGED MUNS PORTFOLIO INC COM 56166210 55 5128 SH SHARED 01 5128 D MANDALAY RESORT GROUP DBCV 3/2 562567AK 35175 25000000 PRN SHARED 25000000 D MANDALAY RESORT GROUP DBCV 3/2 562567AK 8871 6305000 PRN SHARED 02 6305000 D MANDALAY RESORT GROUP COM 56256710 122332 1782238 SH SHARED 1782238 D MANDALAY RESORT GROUP COM 56256710 2071 30177 SH SHARED 01 30177 D MANDALAY RESORT GROUP COM 56256710 37812 550882 SH SHARED 02 550882 D MANDALAY RESORT GROUP COM 56256710 50 730 SH SHARED 14 730 D MANHATTAN ASSOCS INC COM 56275010 883 28600 SH SHARED 28600 D MANHATTAN ASSOCS INC COM 56275010 287 9300 SH SHARED 01 9300 D MANHATTAN ASSOCS INC COM 56275010 0 24 SH SHARED 02 24 D MANITOWOC INC COM 56357110 1269 37512 SH SHARED 37512 D MANITOWOC INC COM 56357110 1725 50963 SH SHARED 01 20963 30000 D MANITOWOC INC COM 56357110 269 7957 SH SHARED 02 7957 D MANITOWOC INC COM 56357110 660 19500 SH SHARED 10 19500 D MANNATECH INC COM 56377110 147 15351 SH SHARED 15351 D MANNATECH INC COM 56377110 3 349 SH SHARED 01 349 D MANNATECH INC COM 56377110 1 179 SH SHARED 02 179 D MANNING GREG AUCTIONS INC COM 56382310 271 17742 SH SHARED 17742 D MANNING GREG AUCTIONS INC COM 56382310 49 3207 SH SHARED 01 3207 D MANNING GREG AUCTIONS INC COM 56382310 9 600 SH SHARED 02 600 D MANOR CARE INC NEW COM 56405510 209 6400 SH SHARED 6400 D MANOR CARE INC NEW COM 56405510 17043 521532 SH SHARED 521532 D MANOR CARE INC NEW COM 56405510 475 14551 SH SHR/OTHR 14551 D MANOR CARE INC NEW COM 56405510 4313 131987 SH SHARED 01 123287 8700 D MANOR CARE INC NEW COM 56405510 1935 59211 SH SHARED 02 59211 D MANOR CARE INC NEW COM 56405510 5191 158873 SH SHARED 10 158873 D MANPOWER INC COM 56418H10 6658 131160 SH SHARED 131160 D MANPOWER INC COM 56418H10 4554 89708 SH SHARED 01 88208 1500 D MANPOWER INC COM 56418H10 4802 94599 SH SHARED 02 94599 D MANPOWER INC COM 56418H10 208 4100 SH SHARED 05 4100 D MANPOWER INC COM 56418H10 33 650 SH SHARED 06 650 D MANPOWER INC COM 56418H10 2266 44650 SH SHARED 10 44650 D MANTECH INTL CORP CL A 56456310 650 34672 SH SHARED 34672 D MANTECH INTL CORP CL A 56456310 2630 140128 SH SHARED 01 122328 17800 D MANTECH INTL CORP CL A 56456310 383 20416 SH SHARED 02 20416 D MANTECH INTL CORP CL A 56456310 289 15400 SH SHARED 05 15400 D MANUFACTURED HOME CMNTYS INC COM 56468210 854 25753 SH SHARED 25753 D MANUFACTURED HOME CMNTYS INC COM 56468210 368 11091 SH SHARED 01 11091 D MANUFACTURED HOME CMNTYS INC COM 56468210 0 16 SH SHARED 02 16 D MANUFACTURED HOME CMNTYS INC COM 56468210 172 5200 SH SHARED 10 5200 D MAPICS INC COM 56491010 257 24406 SH SHARED 24406 D MAPICS INC COM 56491010 0 20 SH SHARED 02 20 D MANULIFE FINL CORP COM 56501R10 92861 2292879 SH SHARED 2137179 155700 D MANULIFE FINL CORP COM 56501R10 1121 27693 SH SHARED 01 19468 8225 D MANULIFE FINL CORP COM 56501R10 13 341 SH SHR/OTHR 01 341 D MANULIFE FINL CORP COM 56501R10 61764 1525053 SH SHARED 02 1525053 D MANULIFE FINL CORP COM 56501R10 21 537 SH SHARED 05 537 D MANULIFE FINL CORP COM 56501R10 132 3266 SH SHARED 06 1374 1892 D MANULIFE FINL CORP COM 56501R10 153 3800 SH SHARED 10 3800 D MANULIFE FINL CORP COM 56501R10 299 7407 SH SHARED 14 7407 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 5410 5900000 PRN SHARED 5900000 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 8949 9759000 PRN SHARED 02 9759000 D MANUGISTICS GROUP INC COM 56501110 1267 384224 SH SHARED 384224 D MANUGISTICS GROUP INC COM 56501110 229 69396 SH SHARED 01 69396 D MANUGISTICS GROUP INC COM 56501110 109 33139 SH SHARED 02 33139 D MAPINFO CORP COM 56510510 456 43083 SH SHARED 43083 D MAPINFO CORP COM 56510510 55 5245 SH SHARED 01 5245 D MARATHON OIL CORP COM 56584910 86978 2298587 SH SHARED 2293837 4750 D MARATHON OIL CORP COM 56584910 2480 65549 SH SHARED 01 64149 1400 D MARATHON OIL CORP COM 56584910 83 2201 SH SHR/OTHR 01 2201 D MARATHON OIL CORP COM 56584910 8786 232203 SH SHARED 02 232203 D MARATHON OIL CORP COM 56584910 9081 240000 SH SHARED 04 240000 D MARATHON OIL CORP COM 56584910 66 1757 SH SHARED 05 400 1357 D MARATHON OIL CORP COM 56584910 783 20708 SH SHARED 06 20208 500 D MARATHON OIL CORP COM 56584910 5026 132843 SH SHARED 10 132843 D MARATHON OIL CORP COM 56584910 1210 32000 SH SHARED 14 32000 D MARCHEX INC CL B 56624R10 42 3800 SH SHARED 3800 D MARCUS CORP COM 56633010 463 26890 SH SHARED 26890 D MARCUS CORP COM 56633010 192 11135 SH SHARED 01 4217 6918 D MARCUS CORP COM 56633010 49 2870 SH SHARED 02 2870 D MARIMBA INC COM 56781Q10 148 18300 SH SHARED 18300 D MARIMBA INC COM 56781Q10 79 9762 SH SHARED 01 9762 D MARIMBA INC COM 56781Q10 0 90 SH SHARED 02 90 D MARINEMAX INC COM 56790810 534 18627 SH SHARED 18627 D MARINEMAX INC COM 56790810 0 4 SH SHARED 02 4 D MARINE PRODS CORP COM 56842710 153 8300 SH SHARED 8300 D MARINE PRODS CORP COM 56842710 26 1440 SH SHARED 01 1440 D MARINE PRODS CORP COM 56842710 25 1384 SH SHARED 02 1384 D MARITRANS INC COM 57036310 149 9922 SH SHARED 02 9922 D MARKEL CORP NOTE 6/0 570535AC 3 9000 PRN SHARED 01 9000 D MARKEL CORP NOTE 6/0 570535AC 644 1825000 PRN SHARED 02 1825000 D MARKEL CORP COM 57053510 860 3100 SH SHARED 01 3100 D MARKEL CORP COM 57053510 321 1158 SH SHARED 02 1158 D MARKEL CORP COM 57053510 360 1300 SH SHARED 10 1300 D MARKETWATCH COM INC COM 57061910 162 13916 SH SHARED 13916 D MARKETWATCH COM INC COM 57061910 2 212 SH SHARED 02 212 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 66 1770 SH SHARED 1770 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 16 438 SH SHARED 01 438 D MARLIN BUSINESS SVCS CORP COM 57115710 84 5600 SH SHARED 5600 D MARLIN BUSINESS SVCS CORP COM 57115710 3796 252600 SH SHARED 01 219600 33000 D MARLIN BUSINESS SVCS CORP COM 57115710 2850 189684 SH SHARED 02 189684 D MARLIN BUSINESS SVCS CORP COM 57115710 428 28500 SH SHARED 05 28500 D MARSH & MCLENNAN COS INC COM 57174810 78349 1726510 SH SHARED 1663286 63224 D MARSH & MCLENNAN COS INC COM 57174810 12634 278424 SH SHARED 01 197469 80955 D MARSH & MCLENNAN COS INC COM 57174810 2001 44100 SH SHR/OTHR 01 44100 D MARSH & MCLENNAN COS INC COM 57174810 14640 322621 SH SHARED 02 322621 D MARSH & MCLENNAN COS INC COM 57174810 2341 51600 SH SHARED 03 51600 D MARSH & MCLENNAN COS INC COM 57174810 1030 22701 SH SHARED 05 7000 15701 D MARSH & MCLENNAN COS INC COM 57174810 695 15324 SH SHARED 06 14224 1100 D MARSH & MCLENNAN COS INC COM 57174810 41 914 SH SHARED 07 914 D MARSH & MCLENNAN COS INC COM 57174810 76323 1681870 SH SHARED 10 1681870 D MARSH & MCLENNAN COS INC COM 57174810 1030 22700 SH SHARED 14 22700 D MARSHALL & ILSLEY CORP COM 57183410 23018 588853 SH SHARED 588853 D MARSHALL & ILSLEY CORP COM 57183410 2705 69214 SH SHARED 01 53754 15460 D MARSHALL & ILSLEY CORP COM 57183410 4960 126909 SH SHARED 02 126909 D MARSHALL & ILSLEY CORP COM 57183410 50 1282 SH SHARED 05 1282 D MARSHALL & ILSLEY CORP COM 57183410 62 1600 SH SHARED 06 1600 D MARSHALL & ILSLEY CORP COM 57183410 3470 88785 SH SHARED 10 88785 D MARSHALL & ILSLEY CORP COM 57183410 78 2000 SH SHARED 14 2000 D MARRIOTT INTL INC NEW CL A 57190320 34672 695113 SH SHARED 695113 D MARRIOTT INTL INC NEW CL A 57190320 78912 1582047 SH SHARED 01 68384 1513663 D MARRIOTT INTL INC NEW CL A 57190320 7249 145330 SH SHR/OTHR 01 145330 D MARRIOTT INTL INC NEW CL A 57190320 17507 350990 SH SHARED 02 350990 D MARRIOTT INTL INC NEW CL A 57190320 1346 27000 SH SHARED 03 27000 D MARRIOTT INTL INC NEW CL A 57190320 498 10000 SH SHARED 04 10000 D MARRIOTT INTL INC NEW CL A 57190320 64 1292 SH SHARED 05 100 1192 D MARRIOTT INTL INC NEW CL A 57190320 1492 29930 SH SHARED 06 29930 D MARRIOTT INTL INC NEW CL A 57190320 8590 172226 SH SHARED 10 172226 D MARRIOTT INTL INC NEW CL A 57190320 598 12000 SH SHARED 14 12000 D MARSHALL EDWARDS INC COM 57232230 49 6700 SH SHARED 6700 D MARTEK BIOSCIENCES CORP COM 57290110 762 13574 SH SHARED 13574 D MARTEK BIOSCIENCES CORP COM 57290110 17381 309438 SH SHARED 01 286395 5500 17543 D MARTEK BIOSCIENCES CORP COM 57290110 114 2038 SH SHR/OTHR 01 500 1538 D MARTEK BIOSCIENCES CORP COM 57290110 473 8436 SH SHARED 02 8436 D MARTEK BIOSCIENCES CORP COM 57290110 5617 100000 SH SHARED 04 100000 D MARTEK BIOSCIENCES CORP COM 57290110 26300 468224 SH SHARED 10 468224 D MARTEK BIOSCIENCES CORP COM 57290110 84 1500 SH SHARED 14 1500 D MARTEN TRANS LTD COM 57307510 273 14661 SH SHARED 14661 D MARTEN TRANS LTD COM 57307510 4800 257413 SH SHARED 01 220813 36600 D MARTEN TRANS LTD COM 57307510 528 28350 SH SHARED 05 28350 D MARTHA STEWART LIVING OMNIME CL A 57308310 98 10900 SH SHARED 10900 D MARTHA STEWART LIVING OMNIME CL A 57308310 9 1000 SH SHARED 01 1000 D MARTHA STEWART LIVING OMNIME CL A 57308310 54 6001 SH SHARED 02 6001 D MARTIN MARIETTA MATLS INC COM 57328410 1633 36842 SH SHARED 36842 D MARTIN MARIETTA MATLS INC COM 57328410 2252 50802 SH SHARED 01 50802 D MARTIN MARIETTA MATLS INC COM 57328410 28 639 SH SHR/OTHR 01 639 D MARTIN MARIETTA MATLS INC COM 57328410 789 17802 SH SHARED 02 17802 D MARTIN MARIETTA MATLS INC COM 57328410 2074 46800 SH SHARED 10 46800 D MARVEL ENTERPRISES INC COM 57383M10 3216 164760 SH SHARED 164760 D MARVEL ENTERPRISES INC COM 57383M10 1248 63982 SH SHARED 01 63982 D MARVEL ENTERPRISES INC COM 57383M10 146 7484 SH SHARED 02 7484 D MARVEL ENTERPRISES INC COM 57383M10 2833 145156 SH SHARED 10 145156 D MASCO CORP NOTE 7/2 574599AW 80168182200000 PRN SHARED 182200000 D MASCO CORP COM 57459910 43382 1391365 SH SHARED 1391365 D MASCO CORP COM 57459910 63182 2026372 SH SHARED 01 192833 1833539 D MASCO CORP COM 57459910 131 4220 SH SHR/OTHR 01 500 3720 D MASCO CORP COM 57459910 6495 208328 SH SHARED 02 208328 D MASCO CORP COM 57459910 9354 300000 SH SHARED 04 300000 D MASCO CORP COM 57459910 69 2228 SH SHARED 05 500 1728 D MASCO CORP COM 57459910 7434 238450 SH SHARED 06 237850 600 D MASCO CORP COM 57459910 5748 184350 SH SHARED 10 184350 D MASCO CORP COM 57459910 115 3700 SH SHARED 14 3700 D MASONITE INTL CORP COM 57538410 523 20239 SH SHARED 20239 D MASONITE INTL CORP COM 57538410 102 3961 SH SHARED 01 3961 D MASONITE INTL CORP COM 57538410 351 13580 SH SHARED 02 13580 D MASSBANK CORP READ MASS COM 57615210 182 5286 SH SHARED 02 5286 D MASSEY ENERGY CORP COM 57620610 455 16133 SH SHARED 16133 D MASSEY ENERGY CORP COM 57620610 1982 70267 SH SHARED 01 66767 3500 D MASSEY ENERGY CORP COM 57620610 1041 36903 SH SHARED 02 36903 D MASSEY ENERGY CORP COM 57620610 28 1000 SH SHARED 10 1000 D MASTEC INC COM 57632310 186 34437 SH SHARED 34437 D MASTEC INC COM 57632310 15 2801 SH SHARED 01 2801 D MASTEC INC COM 57632310 0 24 SH SHARED 02 24 D MATERIAL SCIENCES CORP COM 57667410 1 100 SH SHARED 100 D MATERIAL SCIENCES CORP COM 57667410 119 11209 SH SHARED 02 11209 D MATRIA HEALTHCARE INC COM NEW 57681720 336 13406 SH SHARED 13406 D MATRIA HEALTHCARE INC COM NEW 57681720 22 893 SH SHARED 01 893 D MATRIA HEALTHCARE INC COM NEW 57681720 18 731 SH SHARED 02 731 D MATRITECH INC COM 57681810 172 133000 SH SHARED 133000 D MATRIXONE INC COM 57685P30 439 63562 SH SHARED 63562 D MATRIXONE INC COM 57685P30 1134 164143 SH SHARED 01 164143 D MATRIXONE INC COM 57685P30 13 1881 SH SHARED 02 1881 D MATRIXONE INC COM 57685P30 46 6700 SH SHARED 10 6700 D MATRIX SVC CO COM 57685310 167 18301 SH SHARED 18301 D MATRIX SVC CO COM 57685310 124 13599 SH SHARED 01 13599 D MATRIX SVC CO COM 57685310 35 3858 SH SHARED 02 3858 D MATRIX SVC CO COM 57685310 3525 385300 SH SHARED 10 385300 D MATSUSHITA ELEC INDL ADR 57687920 77 5400 SH SHARED 01 5400 D MATTEL INC COM 57708110 18489 1013126 SH SHARED 1011226 1900 D MATTEL INC COM 57708110 1483 81295 SH SHARED 01 81066 229 D MATTEL INC COM 57708110 8232 451101 SH SHARED 02 451101 D MATTEL INC COM 57708110 410 22479 SH SHARED 05 300 22179 D MATTEL INC COM 57708110 2239 122700 SH SHARED 06 122100 600 D MATTEL INC COM 57708110 2843 155823 SH SHARED 10 155823 D MATTEL INC COM 57708110 65 3600 SH SHARED 14 3600 D MATTHEWS INTL CORP CL A 57712810 2757 83721 SH SHARED 83721 D MATTHEWS INTL CORP CL A 57712810 63 1936 SH SHARED 01 1936 D MATTHEWS INTL CORP CL A 57712810 1 32 SH SHARED 02 32 D MATTSON TECHNOLOGY INC COM 57722310 456 38000 SH SHARED 38000 D MATTSON TECHNOLOGY INC COM 57722310 62 5200 SH SHARED 01 5200 D MATTSON TECHNOLOGY INC COM 57722310 308 25626 SH SHARED 02 25626 D MAUI LD & PINEAPPLE INC COM 57734510 105 3100 SH SHARED 3100 D MAUI LD & PINEAPPLE INC COM 57734510 12 368 SH SHARED 02 368 D MAXCOR FINL GROUP INC COM 57772G10 2 200 SH SHARED 200 D MAXIM INTEGRATED PRODS INC COM 57772K10 88850 1694981 SH SHARED 1694981 D MAXIM INTEGRATED PRODS INC COM 57772K10 47451 905208 SH SHARED 01 875519 1500 28189 D MAXIM INTEGRATED PRODS INC COM 57772K10 314 6000 SH SHR/OTHR 01 6000 D MAXIM INTEGRATED PRODS INC COM 57772K10 15150 289016 SH SHARED 02 289016 D MAXIM INTEGRATED PRODS INC COM 57772K10 898 17133 SH SHARED 05 300 16833 D MAXIM INTEGRATED PRODS INC COM 57772K10 345 6592 SH SHARED 06 6192 400 D MAXIM INTEGRATED PRODS INC COM 57772K10 57990 1106276 SH SHARED 10 1106276 D MAXIM INTEGRATED PRODS INC COM 57772K10 171 3266 SH SHARED 14 3266 D MAXIM PHARMACEUTICALS INC COM 57772M10 1940 201100 SH SHARED 116500 84600 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 18462 17500000 PRN SHARED 17500000 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 6 6500 PRN SHARED 01 6500 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 6194 5872000 PRN SHARED 02 5872000 D MAXTOR CORP COM NEW 57772920 1461 220511 SH SHARED 220511 D MAXTOR CORP COM NEW 57772920 73 11119 SH SHARED 01 11119 D MAXTOR CORP COM NEW 57772920 597 90056 SH SHARED 02 90056 D MAXTOR CORP COM NEW 57772920 795 120000 SH SHARED 04 120000 D MAXWELL SHOE INC CL A 57776610 450 19388 SH SHARED 19388 D MAXWELL SHOE INC CL A 57776610 507 21850 SH SHARED 01 21850 D MAXWELL SHOE INC CL A 57776610 15 671 SH SHARED 02 671 D MAXWELL TECHNOLOGIES INC COM 57776710 139 10844 SH SHARED 10844 D MAXWELL TECHNOLOGIES INC COM 57776710 1 134 SH SHARED 01 134 D MAXWELL TECHNOLOGIES INC COM 57776710 5 417 SH SHARED 02 417 D MAXYGEN INC COM 57777610 227 21503 SH SHARED 21503 D MAXYGEN INC COM 57777610 55 5295 SH SHARED 02 5295 D MAY DEPT STORES CO COM 57777810 23538 856252 SH SHARED 856252 D MAY DEPT STORES CO COM 57777810 14564 529803 SH SHARED 01 469734 60069 D MAY DEPT STORES CO COM 57777810 258 9420 SH SHR/OTHR 01 720 8700 D MAY DEPT STORES CO COM 57777810 4951 180116 SH SHARED 02 180116 D MAY DEPT STORES CO COM 57777810 25 940 SH SHARED 05 300 640 D MAY DEPT STORES CO COM 57777810 576 20979 SH SHARED 06 20979 D MAY DEPT STORES CO COM 57777810 6060 220464 SH SHARED 10 220464 D MAY DEPT STORES CO COM 57777810 68 2500 SH SHARED 14 2500 D MAVERICK TUBE CORP NOTE 4.000% 6/1 577914AA 10724 8600000 PRN SHARED 8600000 D MAVERICK TUBE CORP COM 57791410 2118 80664 SH SHARED 80664 D MAVERICK TUBE CORP COM 57791410 128 4884 SH SHARED 01 4884 D MAVERICK TUBE CORP COM 57791410 2175 82847 SH SHARED 02 82847 D MAVERICK TUBE CORP COM 57791410 36 1400 SH SHARED 10 1400 D MAXIMUS INC COM 57793310 1547 43637 SH SHARED 43637 D MAXIMUS INC COM 57793310 312 8799 SH SHARED 01 8799 D MAXIMUS INC COM 57793310 0 16 SH SHARED 02 16 D MAYORS JEWELERS INC DEL COM 57846210 0 167 SH SHARED 167 D MAYTAG CORP COM 57859210 235 9600 SH SHARED 9600 D MAYTAG CORP COM 57859210 11971 488451 SH SHARED 488451 D MAYTAG CORP COM 57859210 1620 66105 SH SHARED 01 65750 355 D MAYTAG CORP COM 57859210 3129 127673 SH SHR/OTHR 01 127673 D MAYTAG CORP COM 57859210 1016 41485 SH SHARED 02 41485 D MAYTAG CORP COM 57859210 10 408 SH SHARED 05 100 308 D MAYTAG CORP COM 57859210 25 1050 SH SHARED 06 650 400 D MAYTAG CORP COM 57859210 789 32206 SH SHARED 10 32206 D MBT FINL CORP COM 57887710 255 14000 SH SHARED 14000 D MBT FINL CORP COM 57887710 35 1922 SH SHARED 02 1922 D MCCLATCHY CO CL A 57948910 2319 33064 SH SHARED 33064 D MCCLATCHY CO CL A 57948910 525 7486 SH SHARED 01 7486 D MCCLATCHY CO CL A 57948910 1361 19402 SH SHARED 02 19402 D MCCORMICK & CO INC COM NON VTG 57978020 12625 371324 SH SHARED 371324 D MCCORMICK & CO INC COM NON VTG 57978020 457 13466 SH SHARED 01 13466 D MCCORMICK & CO INC COM NON VTG 57978020 2729 80274 SH SHARED 02 80274 D MCCORMICK & CO INC COM NON VTG 57978020 221 6500 SH SHARED 05 6500 D MCCORMICK & CO INC COM NON VTG 57978020 2626 77247 SH SHARED 10 77247 D MCDATA CORP NOTE 2.250% 2/1 580031AD 10265 11665000 PRN SHARED 02 11665000 D MCDATA CORP CL B 58003110 905 177273 SH SHARED 177273 D MCDATA CORP CL B 58003110 173 34004 SH SHARED 01 34004 D MCDATA CORP CL A 58003120 968 179930 SH SHARED 179870 60 D MCDATA CORP CL A 58003120 129 24110 SH SHARED 01 24102 8 D MCDATA CORP CL A 58003120 6 1202 SH SHR/OTHR 01 14 1188 D MCDATA CORP CL A 58003120 148 27630 SH SHARED 02 27630 D MCDERMOTT INTL INC COM 58003710 118 11671 SH SHARED 11671 D MCDERMOTT INTL INC COM 58003710 23 2330 SH SHARED 01 2330 D MCDONALDS CORP COM 58013510 157962 6075494 SH SHARED 5866660 208834 D MCDONALDS CORP COM 58013510 59042 2270846 SH SHARED 01 1616671 1600 652575 D MCDONALDS CORP COM 58013510 6213 238977 SH SHR/OTHR 01 10260 228717 D MCDONALDS CORP COM 58013510 18682 718545 SH SHARED 02 718545 D MCDONALDS CORP COM 58013510 364 14000 SH SHARED 03 14000 D MCDONALDS CORP COM 58013510 2326 89487 SH SHARED 05 26400 63087 D MCDONALDS CORP COM 58013510 608 23407 SH SHARED 06 21907 1500 D MCDONALDS CORP COM 58013510 44775 1722118 SH SHARED 10 1722118 D MCDONALDS CORP COM 58013510 240 9240 SH SHARED 14 9240 D MCG CAPITAL CORP COM 58047P10 580 37774 SH SHARED 37774 D MCG CAPITAL CORP COM 58047P10 58 3803 SH SHARED 02 3803 D MCG CAPITAL CORP COM 58047P10 769 50000 SH SHARED 10 50000 D MCGRATH RENTCORP COM 58058910 340 9216 SH SHARED 9216 D MCGRATH RENTCORP COM 58058910 66 1800 SH SHARED 01 1800 D MCGRATH RENTCORP COM 58058910 6 187 SH SHARED 02 187 D MCGRAW HILL COS INC COM 58064510 39901 521108 SH SHARED 521108 D MCGRAW HILL COS INC COM 58064510 142627 1862705 SH SHARED 01 944071 918634 D MCGRAW HILL COS INC COM 58064510 165016 2155110 SH SHR/OTHR 01 1863995 291115 D MCGRAW HILL COS INC COM 58064510 9451 123439 SH SHARED 02 123439 D MCGRAW HILL COS INC COM 58064510 4042 52800 SH SHARED 04 52800 D MCGRAW HILL COS INC COM 58064510 85 1119 SH SHARED 05 200 919 D MCGRAW HILL COS INC COM 58064510 3477 45420 SH SHARED 06 44920 500 D MCGRAW HILL COS INC COM 58064510 78354 1023308 SH SHARED 10 1023308 D MCGRAW HILL COS INC COM 58064510 114 1500 SH SHARED 14 1500 D MCKESSON CORP COM 58155Q10 23680 689795 SH SHARED 686795 3000 D MCKESSON CORP COM 58155Q10 1430 41679 SH SHR/OTHR 41679 D MCKESSON CORP COM 58155Q10 7495 218324 SH SHARED 01 215324 3000 D MCKESSON CORP COM 58155Q10 27 800 SH SHR/OTHR 01 800 D MCKESSON CORP COM 58155Q10 11637 339000 SH SHARED 02 339000 D MCKESSON CORP COM 58155Q10 17515 510200 SH SHARED 04 510200 D MCKESSON CORP COM 58155Q10 49 1450 SH SHARED 05 348 1102 D MCKESSON CORP COM 58155Q10 101 2950 SH SHARED 06 2950 D MCKESSON CORP COM 58155Q10 5836 170024 SH SHARED 10 170024 D MCKESSON CORP COM 58155Q10 123 3600 SH SHARED 14 3600 D MCLEODUSA INC CL A 58226670 0 3 SH SHARED 3 D MCLEODUSA INC CL A 58226670 48 101197 SH SHARED 02 101197 D MCMORAN EXPLORATION CO COM 58241110 2598 166798 SH SHARED 166798 D MCMORAN EXPLORATION CO COM 58241110 4 274 SH SHARED 02 274 D MEADOWBROOK INS GROUP INC COM 58319P10 3482 657100 SH SHARED 10 657100 D MEADWESTVACO CORP COM 58333410 28473 968809 SH SHARED 967966 843 D MEADWESTVACO CORP COM 58333410 5149 175212 SH SHARED 01 109297 65915 D MEADWESTVACO CORP COM 58333410 20 700 SH SHR/OTHR 01 700 D MEADWESTVACO CORP COM 58333410 4580 155837 SH SHARED 02 155837 D MEADWESTVACO CORP COM 58333410 22 781 SH SHARED 05 200 581 D MEADWESTVACO CORP COM 58333410 51 1750 SH SHARED 06 1750 D MEADWESTVACO CORP COM 58333410 4644 158036 SH SHARED 10 158036 D MEADWESTVACO CORP COM 58333410 52 1800 SH SHARED 14 1800 D MEASUREMENT SPECIALTIES INC COM 58342110 220 10200 SH SHARED 10200 D MEASUREMENT SPECIALTIES INC COM 58342110 507 23500 SH SHARED 01 23500 D MEASUREMENT SPECIALTIES INC COM 58342110 79 3700 SH SHARED 10 3700 D MECHANICAL TECHNOLOGY INC COM 58353810 20 3400 SH SHARED 3400 D MECHANICAL TECHNOLOGY INC COM 58353810 4 675 SH SHARED 02 675 D MEDAREX INC NOTE 4.500% 7/0 583916AA 1093 1074000 PRN SHARED 1074000 D MEDAREX INC COM 58391610 966 132628 SH SHARED 132628 D MEDAREX INC COM 58391610 108 14830 SH SHARED 01 14830 D MEDAREX INC COM 58391610 55 7633 SH SHARED 02 7633 D MEDAREX INC COM 58391610 8164 1120000 SH SHARED 04 1120000 D MEDAREX INC COM 58391610 335 46000 SH SHARED 06 46000 D MEDAREX INC COM 58391610 335 46000 SH SHARED 10 46000 D MEDAREX INC COM 58391610 114 15700 SH SHARED 14 15700 D MED-DESIGN CORP COM 58392610 0 390 SH SHARED 390 D MED-DESIGN CORP COM 58392610 0 59 SH SHARED 01 59 D MEDALLION FINL CORP COM 58392810 158 19902 SH SHARED 02 19902 D MEDCATH CORP COM 58404W10 138 6943 SH SHARED 6943 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 55 1470 SH SHARED 1470 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 58174 1551331 SH SHARED 1546762 4569 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 707 18877 SH SHR/OTHR 18877 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 7876 210028 SH SHARED 01 132314 7647 70067 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 7871 209912 SH SHR/OTHR 01 5541 204371 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 5986 159637 SH SHARED 02 159637 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1500 40000 SH SHARED 04 40000 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 63 1695 SH SHARED 05 205 1490 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 122 3260 SH SHARED 06 2899 361 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 70357 1876206 SH SHARED 10 1876206 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1470 39225 SH SHARED 14 39225 D MEDIA GEN INC CL A 58440410 1396 21745 SH SHARED 21745 D MEDIA GEN INC CL A 58440410 2888 44972 SH SHARED 01 44972 D MEDIA GEN INC CL A 58440410 656 10224 SH SHARED 02 10224 D MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA 2187 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 772 98846 SH SHARED 98846 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 944 120807 SH SHARED 01 120807 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 5 652 SH SHARED 02 652 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 53 6900 SH SHARED 10 6900 D MEDICAL ACTION INDS INC COM 58449L10 340 18516 SH SHARED 18516 D MEDICAL ACTION INDS INC COM 58449L10 42 2335 SH SHARED 01 2335 D MEDICAL ACTION INDS INC COM 58449L10 11 606 SH SHARED 02 606 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 226 35221 SH SHARED 35221 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 8 1298 SH SHARED 01 1298 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 0 32 SH SHARED 02 32 D MEDICINES CO COM 58468810 3135 102764 SH SHARED 92764 10000 D MEDICINES CO COM 58468810 15096 494800 SH SHARED 01 471400 14700 8700 D MEDICINES CO COM 58468810 1349 44242 SH SHARED 02 44242 D MEDICINES CO COM 58468810 12097 396500 SH SHARED 04 396500 D MEDICINES CO COM 58468810 366 12000 SH SHARED 06 12000 D MEDICINES CO COM 58468810 13890 455279 SH SHARED 10 455279 D MEDICINES CO COM 58468810 176 5800 SH SHARED 14 5800 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 59100 50000000 PRN SHARED 50000000 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 4596 3889000 PRN SHARED 02 3889000 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 27 700 SH SHARED 700 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 129 3242 SH SHARED 3242 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1472 36858 SH SHARED 01 27458 6600 2800 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 290 7270 SH SHARED 02 7270 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 3076 77000 SH SHARED 10 77000 D MEDIMMUNE INC NOTE 1.000% 7/1 584699AE 2946 3135000 PRN SHARED 3135000 D MEDIMMUNE INC COM 58469910 29173 1247277 SH SHARED 1244277 3000 D MEDIMMUNE INC COM 58469910 1364 58344 SH SHARED 01 51969 6375 D MEDIMMUNE INC COM 58469910 42 1804 SH SHR/OTHR 01 1804 D MEDIMMUNE INC COM 58469910 4016 171715 SH SHARED 02 171715 D MEDIMMUNE INC COM 58469910 26300 1124450 SH SHARED 04 1124450 D MEDIMMUNE INC COM 58469910 37 1587 SH SHARED 05 1587 D MEDIMMUNE INC COM 58469910 570 24400 SH SHARED 06 23600 800 D MEDIMMUNE INC COM 58469910 2732 116834 SH SHARED 10 116834 D MEDIMMUNE INC COM 58469910 1115 47712 SH SHARED 14 47712 D MEDIFAST INC COM 58470H10 9 1751 SH SHARED 1751 D MEDIFAST INC COM 58470H10 1 349 SH SHARED 01 349 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 22848 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 11973 8134000 PRN SHARED 02 8134000 D MEDQUIST INC COM 58494910 1 105 SH SHARED 105 D MEDQUIST INC COM 58494910 234 20466 SH SHARED 02 20466 D MEDIS TECHNOLOGIES LTD COM 58500P10 204 12603 SH SHARED 12603 D MEDIS TECHNOLOGIES LTD COM 58500P10 44 2771 SH SHARED 02 2771 D MEDSOURCE TECHNOLOGIES INC COM 58505Y10 4 600 SH SHARED 600 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 73191 72110000 PRN SHARED 72110000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 8 8515 PRN SHARED 01 8515 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 15211 14987000 PRN SHARED 02 14987000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 4973 4900000 PRN SHARED 06 4900000 D MEDTRONIC INC COM 58505510 156737 3217111 SH SHARED 3116581 100530 D MEDTRONIC INC COM 58505510 80702 1656456 SH SHARED 01 681916 8900 965640 D MEDTRONIC INC COM 58505510 13314 273290 SH SHR/OTHR 01 48350 224940 D MEDTRONIC INC COM 58505510 30879 633814 SH SHARED 02 633814 D MEDTRONIC INC COM 58505510 1705 35000 SH SHARED 03 35000 D MEDTRONIC INC COM 58505510 159606 3276000 SH SHARED 04 3276000 D MEDTRONIC INC COM 58505510 5147 105663 SH SHARED 05 47322 58341 D MEDTRONIC INC COM 58505510 10772 221115 SH SHARED 06 218415 2700 D MEDTRONIC INC COM 58505510 134644 2763637 SH SHARED 10 2763637 D MEDTRONIC INC COM 58505510 3488 71600 SH SHARED 14 71600 D MELLON FINL CORP COM 58551A10 32996 1124998 SH SHARED 1070721 54277 D MELLON FINL CORP COM 58551A10 17374 592390 SH SHARED 01 416604 175786 D MELLON FINL CORP COM 58551A10 11046 376615 SH SHR/OTHR 01 78426 298189 D MELLON FINL CORP COM 58551A10 8242 281011 SH SHARED 02 281011 D MELLON FINL CORP COM 58551A10 2276 77600 SH SHARED 03 77600 D MELLON FINL CORP COM 58551A10 1336 45564 SH SHARED 05 44100 1464 D MELLON FINL CORP COM 58551A10 199 6800 SH SHARED 06 6200 600 D MELLON FINL CORP COM 58551A10 73 2500 SH SHARED 07 2500 D MELLON FINL CORP COM 58551A10 5537 188786 SH SHARED 10 188786 D MELLON FINL CORP COM 58551A10 108 3700 SH SHARED 14 3700 D MEMBERWORKS INC COM 58600210 4374 147700 SH SHARED 147700 D MEMBERWORKS INC COM 58600210 197 6657 SH SHARED 6657 D MEMBERWORKS INC COM 58600210 64 2183 SH SHARED 02 2183 D MENS WEARHOUSE INC COM 58711810 1244 47147 SH SHARED 47147 D MENS WEARHOUSE INC COM 58711810 120 4558 SH SHARED 01 4558 D MENS WEARHOUSE INC COM 58711810 171 6486 SH SHARED 02 6486 D MENTOR CORP MINN COM 58718810 1860 54258 SH SHARED 54258 D MENTOR CORP MINN COM 58718810 61 1781 SH SHARED 01 1781 D MENTOR CORP MINN COM 58718810 11 344 SH SHARED 02 344 D MENTOR CORP MINN COM 58718810 61 1800 SH SHARED 10 1800 D MENTOR GRAPHICS CORP NOTE 6.875% 6/1 587200AB 3940 3746000 PRN SHARED 02 3746000 D MENTOR GRAPHICS CORP FRNT 8/0 587200AD 9733 9350000 PRN SHARED 02 9350000 D MENTOR GRAPHICS CORP COM 58720010 35 2300 SH SHARED 2300 D MENTOR GRAPHICS CORP COM 58720010 2603 168266 SH SHARED 168266 D MENTOR GRAPHICS CORP COM 58720010 364 23543 SH SHARED 01 23543 D MENTOR GRAPHICS CORP COM 58720010 1115 72134 SH SHARED 02 72134 D MENTOR GRAPHICS CORP COM 58720010 30 2000 SH SHARED 10 2000 D MERCANTILE BANK CORP COM 58737610 244 6706 SH SHARED 6706 D MERCANTILE BANK CORP COM 58737610 2742 75235 SH SHARED 01 66310 8925 D MERCANTILE BANK CORP COM 58737610 0 4 SH SHARED 02 4 D MERCANTILE BANK CORP COM 58737610 271 7455 SH SHARED 05 7455 D MERCANTILE BANKSHARES CORP COM 58740510 3452 73742 SH SHARED 73742 D MERCANTILE BANKSHARES CORP COM 58740510 2765 59061 SH SHARED 01 53264 5797 D MERCANTILE BANKSHARES CORP COM 58740510 1259 26892 SH SHARED 02 26892 D MERCANTILE BANKSHARES CORP COM 58740510 3389 72400 SH SHARED 10 72400 D MERCER INTL INC SH BEN INT 58805610 55 5691 SH SHARED 5691 D MERCER INTL INC SH BEN INT 58805610 13 1410 SH SHARED 01 1410 D MERCHANTS BANCSHARES COM 58844810 151 5782 SH SHARED 02 5782 D MERCK & CO INC COM 58933110 460 9700 SH SHARED 9700 D MERCK & CO INC COM 58933110 599726 12625817 SH SHARED 12439687 186130 D MERCK & CO INC COM 58933110 1068 22500 SH SHR/OTHR 22500 D MERCK & CO INC COM 58933110 241331 5080669 SH SHARED 01 2367627 2713042 D MERCK & CO INC COM 58933110 132935 2798636 SH SHR/OTHR 01 129975 2668661 D MERCK & CO INC COM 58933110 63852 1344256 SH SHARED 02 1344256 D MERCK & CO INC COM 58933110 888 18700 SH SHARED 03 18700 D MERCK & CO INC COM 58933110 32832 691200 SH SHARED 04 691200 D MERCK & CO INC COM 58933110 2683 56495 SH SHARED 05 22900 33595 D MERCK & CO INC COM 58933110 4067 85627 SH SHARED 06 82627 3000 D MERCK & CO INC COM 58933110 296078 6233235 SH SHARED 10 6233235 D MERCK & CO INC COM 58933110 1332 28048 SH SHARED 14 28048 D MERCURY COMPUTER SYS COM 58937810 964 38890 SH SHARED 38890 D MERCURY COMPUTER SYS COM 58937810 967 39000 SH SHARED 01 39000 D MERCURY COMPUTER SYS COM 58937810 93 3775 SH SHARED 02 3775 D MERCURY GENL CORP NEW COM 58940010 131 2646 SH SHARED 2646 D MERCURY GENL CORP NEW COM 58940010 166 3359 SH SHARED 01 3359 D MERCURY GENL CORP NEW COM 58940010 231 4672 SH SHARED 02 4672 D MERCURY INTERACTIVE CORP NOTE 4.750% 7/0 589405AB 2958 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 596 605000 PRN SHARED 02 605000 D MERCURY INTERACTIVE CORP NOTE 5/0 589405AD 7 6750 PRN SHARED 01 6750 D MERCURY INTERACTIVE CORP COM 58940510 20790 417227 SH SHARED 417227 D MERCURY INTERACTIVE CORP COM 58940510 1493 29963 SH SHARED 01 29963 D MERCURY INTERACTIVE CORP COM 58940510 4318 86668 SH SHARED 02 86668 D MERCURY INTERACTIVE CORP COM 58940510 2292 46000 SH SHARED 04 46000 D MERCURY INTERACTIVE CORP COM 58940510 223 4493 SH SHARED 05 4493 D MERCURY INTERACTIVE CORP COM 58940510 49 1000 SH SHARED 06 750 250 D MERCURY INTERACTIVE CORP COM 58940510 11187 224508 SH SHARED 10 224508 D MERCURY INTERACTIVE CORP COM 58940510 88 1782 SH SHARED 14 1782 D MEREDITH CORP COM 58943310 6652 121043 SH SHARED 121043 D MEREDITH CORP COM 58943310 2572 46805 SH SHARED 01 38805 8000 D MEREDITH CORP COM 58943310 1218 22167 SH SHARED 02 22167 D MEREDITH CORP COM 58943310 1055 19197 SH SHARED 10 19197 D MERIDIAN BIOSCIENCE INC COM 58958410 148 13447 SH SHARED 13447 D MERIDIAN BIOSCIENCE INC COM 58958410 36 3334 SH SHARED 01 3334 D MERIDIAN BIOSCIENCE INC COM 58958410 13 1200 SH SHR/OTHR 01 200 1000 D MERIDIAN BIOSCIENCE INC COM 58958410 173 15661 SH SHARED 02 15661 D MERIDIAN RESOURCE CORP COM 58977Q10 587 84699 SH SHARED 84699 D MERIDIAN RESOURCE CORP COM 58977Q10 951 137067 SH SHARED 01 137067 D MERIDIAN RESOURCE CORP COM 58977Q10 109 15753 SH SHARED 02 15753 D MERIDIAN RESOURCE CORP COM 58977Q10 471 68000 SH SHARED 10 68000 D MERISTAR HOSPITALITY CORP NOTE 9.500% 4/0 58984YAJ 4964 4000000 PRN SHARED 10 4000000 D MERISTAR HOSPITALITY CORP NOTE 9.500% 4/0 58984YAJ 4964 4000000 PRN SHARED 11 4000000 D MERISTAR HOSPITALITY CORP COM 58984Y10 1172 171462 SH SHARED 171462 D MERISTAR HOSPITALITY CORP COM 58984Y10 302 44243 SH SHARED 01 44243 D MERISTAR HOSPITALITY CORP COM 58984Y10 11 1667 SH SHARED 02 1667 D MERISTAR HOSPITALITY CORP COM 58984Y10 186 27200 SH SHARED 10 27200 D MERIT MED SYS INC COM 58988910 486 30538 SH SHARED 30538 D MERIT MED SYS INC COM 58988910 2037 127906 SH SHARED 01 127906 D MERIT MED SYS INC COM 58988910 29 1836 SH SHARED 02 1836 D MERIT MED SYS INC COM 58988910 23 1500 SH SHARED 10 1500 D MERIDIAN GOLD INC COM 58997510 275 21241 SH SHARED 21241 D MERIDIAN GOLD INC COM 58997510 18626 1436159 SH SHARED 01 1436159 D MERIDIAN GOLD INC COM 58997510 365 28201 SH SHARED 02 28201 D MERIDIAN GOLD INC COM 58997510 12307 948900 SH SHARED 10 948900 D MERGE TECHNOLOGIES INC COM 58998110 152 10400 SH SHARED 10400 D MERGE TECHNOLOGIES INC COM 58998110 14 1000 SH SHARED 01 1000 D MERGE TECHNOLOGIES INC COM 58998110 9 655 SH SHARED 02 655 D MERITAGE CORP COM 59001A10 1081 15723 SH SHARED 15723 D MERITAGE CORP COM 59001A10 34 498 SH SHARED 01 498 D MERITAGE CORP COM 59001A10 43 625 SH SHARED 02 625 D MERITAGE CORP COM 59001A10 3042 44220 SH SHARED 10 44220 D MERIX CORP COM 59004910 233 20598 SH SHARED 20598 D MERIX CORP COM 59004910 72 6365 SH SHARED 02 6365 D MERRILL LYNCH & CO INC NOTE 5/2 590188A6 95165174295000 PRN SHARED 174295000 D MERRILL LYNCH & CO INC NOTE 5/2 590188A6 3753 6874000 PRN SHARED 02 6874000 D MERRILL LYNCH & CO INC FRNT 3/1 590188A7 167111166115000 PRN SHARED 166115000 D MERRILL LYNCH & CO INC FRNT 3/1 590188A7 4368 4342000 PRN SHARED 02 4342000 D MERRILL LYNCH & CO INC COM 59018810 154347 2859353 SH SHARED 2765930 93423 D MERRILL LYNCH & CO INC COM 59018810 99787 1848606 SH SHARED 01 1097172 300 751134 D MERRILL LYNCH & CO INC COM 59018810 3442 63779 SH SHR/OTHR 01 12585 51194 D MERRILL LYNCH & CO INC COM 59018810 32635 604587 SH SHARED 02 604587 D MERRILL LYNCH & CO INC COM 59018810 4528 83900 SH SHARED 04 83900 D MERRILL LYNCH & CO INC COM 59018810 1818 33689 SH SHARED 05 30070 3619 D MERRILL LYNCH & CO INC COM 59018810 1377 25517 SH SHARED 06 24117 1400 D MERRILL LYNCH & CO INC COM 59018810 64 1200 SH SHARED 07 1200 D MERRILL LYNCH & CO INC COM 59018810 72828 1349179 SH SHARED 10 1349179 D MERRILL LYNCH & CO INC COM 59018810 416 7721 SH SHARED 14 7721 D MESA AIR GROUP INC NOTE 2.482% 6/1 590479AB 1102 2472000 PRN SHARED 2472000 D MESA AIR GROUP INC COM 59047910 730 90312 SH SHARED 90312 D MESA AIR GROUP INC COM 59047910 1169 144605 SH SHARED 01 144605 D MESTEK INC COM 59082910 83 5027 SH SHARED 02 5027 D METAL MGMT INC COM NEW 59109720 332 16800 SH SHARED 16800 D METAL MGMT INC COM NEW 59109720 677 34201 SH SHARED 01 34201 D METAL MGMT INC COM NEW 59109720 3011 152000 SH SHARED 10 152000 D METAL STORM LTD SPONSORED ADR 59112010 0 130 SH SHARED 130 D METALLICA RES INC COM 59125J10 40 42500 SH SHARED 42500 D METALS USA INC COM NEW 59132420 343 19200 SH SHARED 19200 D METASOLV INC COM 59139P10 25 8843 SH SHARED 8843 D METASOLV INC COM 59139P10 2 1000 SH SHARED 01 1000 D METHANEX CORP COM 59151K10 108 8177 SH SHARED 8177 D METHANEX CORP COM 59151K10 6 500 SH SHARED 01 500 D METHANEX CORP COM 59151K10 18 1374 SH SHARED 02 1374 D METHANEX CORP COM 59151K10 6 500 SH SHARED 10 500 D METHODE ELECTRS INC COM 59152020 490 37798 SH SHARED 37798 D METHODE ELECTRS INC COM 59152020 27 2100 SH SHARED 01 2100 D METHODE ELECTRS INC COM 59152020 21 1626 SH SHARED 02 1626 D METLIFE INC COM 59156R10 145694 4064005 SH SHARED 4026906 37099 D METLIFE INC COM 59156R10 41615 1160827 SH SHARED 01 349954 14900 795973 D METLIFE INC COM 59156R10 13813 385317 SH SHARED 02 385317 D METLIFE INC COM 59156R10 7492 209000 SH SHARED 04 209000 D METLIFE INC COM 59156R10 28608 797995 SH SHARED 05 511886 286109 D METLIFE INC COM 59156R10 5309 148100 SH SHARED 06 147200 900 D METLIFE INC COM 59156R10 1568 43759 SH SHARED 07 43759 D METLIFE INC COM 59156R10 2047 57100 SH SHARED 09 57100 D METLIFE INC COM 59156R10 85200 2376576 SH SHARED 10 2376576 D METLIFE INC COM 59156R10 573 16000 SH SHARED 14 16000 D METRIS COS INC COM 59159810 1012 116567 SH SHARED 116567 D METRIS COS INC COM 59159810 122 14100 SH SHARED 01 14100 D METRIS COS INC COM 59159810 2 240 SH SHARED 02 240 D METRIS COS INC COM 59159810 3807 438121 SH SHARED 10 438121 D METRO GOLDWYN MAYER INC COM 59161010 1420 117388 SH SHARED 117388 D METRO GOLDWYN MAYER INC COM 59161010 2006 165856 SH SHARED 01 165856 D METRO GOLDWYN MAYER INC COM 59161010 393 32496 SH SHARED 02 32496 D METRO GOLDWYN MAYER INC COM 59161010 1815 150000 SH SHARED 04 150000 D METRO GOLDWYN MAYER INC COM 59161010 24 2000 SH SHARED 14 2000 D METRO ONE TELECOMMUNICATIONS COM 59163F10 3 2480 SH SHARED 2480 D METRO ONE TELECOMMUNICATIONS COM 59163F10 0 614 SH SHARED 01 614 D METRO ONE TELECOMMUNICATIONS COM 59163F10 39 26699 SH SHARED 02 26699 D METROCALL HLDGS INC COM 59164X10 348 5200 SH SHARED 5200 D METROCALL HLDGS INC COM 59164X10 716 10700 SH SHARED 01 10700 D METROLOGIC INSTRS INC COM 59167610 277 13911 SH SHARED 13911 D METROLOGIC INSTRS INC COM 59167610 6 335 SH SHARED 01 335 D METROLOGIC INSTRS INC COM 59167610 1 94 SH SHARED 02 94 D METTLER TOLEDO INTERNATIONAL COM 59268810 84 1716 SH SHARED 400 1316 D METTLER TOLEDO INTERNATIONAL COM 59268810 950 19350 SH SHR/OTHR 19350 D METTLER TOLEDO INTERNATIONAL COM 59268810 2422 49300 SH SHARED 01 49300 D METTLER TOLEDO INTERNATIONAL COM 59268810 277 5637 SH SHARED 02 5637 D METTLER TOLEDO INTERNATIONAL COM 59268810 14786 300900 SH SHARED 10 300900 D MEXICO EQUITY & INCOME FD COM 59283410 3445 287154 SH SHARED 287154 D MEXICO FD INC COM 59283510 13 685 SH SHR/OTHR 01 685 D MICHAELS STORES INC COM 59408710 2762 50221 SH SHARED 50221 D MICHAELS STORES INC COM 59408710 6621 120390 SH SHARED 01 120390 D MICHAELS STORES INC COM 59408710 1262 22959 SH SHARED 02 22959 D MICHAELS STORES INC COM 59408710 62 1128 SH SHARED 06 1128 D MICHAELS STORES INC COM 59408710 1787 32500 SH SHARED 10 32500 D MICREL INC COM 59479310 1893 155884 SH SHARED 155884 D MICREL INC COM 59479310 22704 1868683 SH SHARED 01 1782633 13900 72150 D MICREL INC COM 59479310 29 2426 SH SHR/OTHR 01 2426 D MICREL INC COM 59479310 257 21160 SH SHARED 02 21160 D MICREL INC COM 59479310 607 50000 SH SHARED 04 50000 D MICREL INC COM 59479310 14646 1205475 SH SHARED 10 1205475 D MICROS SYS INC COM 59490110 778 16235 SH SHARED 16235 D MICROS SYS INC COM 59490110 1746 36400 SH SHARED 01 36400 D MICROS SYS INC COM 59490110 282 5883 SH SHARED 02 5883 D MICROS SYS INC COM 59490110 968 20200 SH SHARED 10 20200 D MICROSOFT CORP COM 59491810 913 31978 SH SHARED 31978 D MICROSOFT CORP COM 59491810 1254206 43914782 SH SHARED 42278343 1636439 D MICROSOFT CORP COM 59491810 1142 40000 SH SHR/OTHR 40000 D MICROSOFT CORP COM 59491810 661299 23154738 SH SHARED 01 12988568 61460 10104710 D MICROSOFT CORP COM 59491810 53105 1859448 SH SHR/OTHR 01 155880 1703568 D MICROSOFT CORP COM 59491810 165886 5808353 SH SHARED 02 5808353 D MICROSOFT CORP COM 59491810 18638 652600 SH SHARED 03 652600 D MICROSOFT CORP COM 59491810 507602 17773200 SH SHARED 04 17773200 D MICROSOFT CORP COM 59491810 112282 3931459 SH SHARED 05 2156334 1775125 D MICROSOFT CORP COM 59491810 32824 1149308 SH SHARED 06 1010408 138900 D MICROSOFT CORP COM 59491810 6321 221352 SH SHARED 07 221352 D MICROSOFT CORP COM 59491810 6563 229800 SH SHARED 09 229800 D MICROSOFT CORP COM 59491810 876828 30701292 SH SHARED 10 30701292 D MICROSOFT CORP COM 59491810 20895 731633 SH SHARED 14 731633 D MICROVISION INC WASH COM 59496010 157 18700 SH SHARED 18700 D MICROVISION INC WASH COM 59496010 63 7500 SH SHARED 01 7500 D MICROVISION INC WASH COM 59496010 3 377 SH SHARED 02 377 D MICROVISION INC WASH COM 59496010 840 100000 SH SHARED 04 100000 D MICROSTRATEGY INC *W EXP 06/24/200 59497211 0 291 SH SHARED 01 291 D MICROSTRATEGY INC *W EXP 06/24/200 59497211 0 202 SH SHARED 10 202 D MICROSTRATEGY INC CL A NEW 59497240 1935 45336 SH SHARED 45336 D MICROSTRATEGY INC CL A NEW 59497240 4095 95904 SH SHARED 01 95904 D MICROSTRATEGY INC CL A NEW 59497240 48 1144 SH SHARED 02 1144 D MICROSTRATEGY INC CL A NEW 59497240 633 14846 SH SHARED 10 14846 D MICRO THERAPEUTICS INC COM 59500W10 47 11209 SH SHARED 11209 D MICRO THERAPEUTICS INC COM 59500W10 10 2399 SH SHARED 02 2399 D MICROCHIP TECHNOLOGY INC COM 59501710 14226 451048 SH SHARED 451048 D MICROCHIP TECHNOLOGY INC COM 59501710 37320 1183271 SH SHARED 01 1179471 3800 D MICROCHIP TECHNOLOGY INC COM 59501710 2603 82530 SH SHARED 02 82530 D MICROCHIP TECHNOLOGY INC COM 59501710 788 25000 SH SHARED 04 25000 D MICROCHIP TECHNOLOGY INC COM 59501710 148 4700 SH SHARED 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TECHNOLOGY INC COM 59511210 163 10680 SH SHARED 06 9130 1550 D MICRON TECHNOLOGY INC COM 59511210 3658 238937 SH SHARED 10 238937 D MICRON TECHNOLOGY INC COM 59511210 107 7000 SH SHARED 14 7000 D MICROSEMI CORP COM 59513710 887 62423 SH SHARED 62423 D MICROSEMI CORP COM 59513710 23287 1638825 SH SHARED 01 1560800 78025 D MICROSEMI CORP COM 59513710 108 7600 SH SHR/OTHR 01 7600 D MICROSEMI CORP COM 59513710 219 15443 SH SHARED 02 15443 D MICROSEMI CORP COM 59513710 7156 503656 SH SHARED 10 503656 D MICROTUNE INC DEL COM 59514P10 228 48902 SH SHARED 48902 D MICROTUNE INC DEL COM 59514P10 1599 342500 SH SHARED 01 342500 D MICROTEK MEDICAL HLDGS INC COM 59515B10 211 41393 SH SHARED 41393 D MID-AMER APT CMNTYS INC COM 59522J10 647 17100 SH SHARED 17100 D MID-AMER APT CMNTYS INC COM 59522J10 189 5000 SH SHARED 01 5000 D MID-AMER APT CMNTYS INC COM 59522J10 5 155 SH SHARED 02 155 D MID-AMER APT CMNTYS INC COM 59522J10 909 24000 SH SHARED 11 24000 D MID-STATE BANCSHARES COM 59544010 594 25266 SH SHARED 25266 D MID-STATE BANCSHARES COM 59544010 95 4061 SH SHARED 01 4061 D MID-STATE BANCSHARES COM 59544010 105 4476 SH SHARED 02 4476 D MID-STATE BANCSHARES COM 59544010 14 600 SH SHARED 10 600 D MIDAS GROUP INC COM 59562610 276 15901 SH SHARED 15901 D MIDAS GROUP INC COM 59562610 135 7800 SH SHARED 01 7800 D MIDAS GROUP INC COM 59562610 33 1942 SH SHARED 02 1942 D MIDAS GROUP INC COM 59562610 135 7800 SH SHARED 10 7800 D MIDCAP SPDR TR UNIT SER 1 59563510 148 1333 SH SHARED 1333 D MIDCAP SPDR TR UNIT SER 1 59563510 8907 80172 SH SHARED 01 2267 77905 D MIDCAP SPDR TR UNIT SER 1 59563510 705 6350 SH SHR/OTHR 01 6350 D MIDCAP SPDR TR UNIT SER 1 59563510 18960 170661 SH SHARED 02 170661 D MIDDLEBURG FINANCIAL CORP COM 59609410 227 6400 SH SHARED 01 6400 D MIDDLEBURG FINANCIAL CORP COM 59609410 1562 44000 SH SHR/OTHR 01 44000 D MIDDLEBY CORP COM 59627810 579 10615 SH SHARED 10615 D MIDDLEBY CORP COM 59627810 2691 49280 SH SHARED 01 49280 D MIDDLESEX WATER CO COM 59668010 196 10100 SH SHARED 10100 D MIDDLESEX WATER CO COM 59668010 138 7134 SH SHARED 01 200 6934 D MIDDLESEX WATER CO COM 59668010 27 1419 SH SHARED 02 1419 D MIDLAND CO COM 59748610 290 9790 SH SHARED 9790 D MIDLAND CO COM 59748610 1329 44845 SH SHARED 01 44845 D MIDLAND CO COM 59748610 0 8 SH SHARED 02 8 D MIDLAND CO COM 59748610 1362 45960 SH SHARED 10 45960 D MIDWEST AIR GROUP INC COM 59791110 21 5046 SH SHARED 5046 D MIDWEST AIR GROUP INC COM 59791110 4 1132 SH SHARED 01 1132 D MIDWAY GAMES INC COM 59814810 1168 101438 SH SHARED 101438 D MIDWAY GAMES INC COM 59814810 2330 202327 SH SHARED 02 202327 D MIDWEST BANC HOLDINGS INC COM 59825110 229 10300 SH SHARED 10300 D MIDWEST BANC HOLDINGS INC COM 59825110 29 1341 SH SHARED 02 1341 D MIDWEST BANC HOLDINGS INC COM 59825110 3614 162100 SH SHARED 10 162100 D MIKOHN GAMING CORP COM 59862K10 6 1272 SH SHARED 02 1272 D MILACRON INC COM 59870910 146 36600 SH SHARED 36600 D MILACRON INC COM 59870910 0 1 SH SHARED 01 1 D MILACRON INC COM 59870910 142 35551 SH SHARED 02 35551 D MILLENNIUM PHARMACEUTICALS I NOTE 5.500% 1/1 599902AB 6 6000 PRN SHARED 01 6000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 15293 1108222 SH SHARED 1104722 3500 D MILLENNIUM PHARMACEUTICALS I COM 59990210 501 36375 SH SHR/OTHR 36375 D MILLENNIUM PHARMACEUTICALS I COM 59990210 2609 189123 SH SHARED 01 169923 17700 1500 D MILLENNIUM PHARMACEUTICALS I COM 59990210 18 1350 SH SHR/OTHR 01 1350 D MILLENNIUM PHARMACEUTICALS I COM 59990210 2016 146106 SH SHARED 02 146106 D MILLENNIUM PHARMACEUTICALS I COM 59990210 33837 2452000 SH SHARED 04 2452000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1811 131300 SH SHARED 06 131300 D MILLENNIUM PHARMACEUTICALS I COM 59990210 3214 232900 SH SHARED 10 232900 D MILLENNIUM PHARMACEUTICALS I COM 59990210 253 18343 SH SHARED 14 18343 D MILLENNIUM CHEMICALS INC COM 59990310 5837 337022 SH SHARED 336922 100 D MILLENNIUM CHEMICALS INC COM 59990310 96 5578 SH SHARED 01 5578 D MILLENNIUM CHEMICALS INC COM 59990310 3961 228698 SH SHARED 02 228698 D MILLEA HOLDINGS INC ADR 60032R10 15 209 SH SHARED 209 D MILLEA HOLDINGS INC ADR 60032R10 20 271 SH SHARED 01 271 D MILLENNIUM CELL INC COM 60038B10 53 28336 SH SHARED 28336 D MILLENNIUM CELL INC COM 60038B10 0 43 SH SHARED 01 43 D MILLER HERMAN INC COM 60054410 887 30657 SH SHARED 30657 D MILLER HERMAN INC COM 60054410 648 22400 SH SHARED 01 22400 D MILLER HERMAN INC COM 60054410 764 26431 SH SHARED 02 26431 D MILLIPORE CORP COM 60107310 8581 152239 SH SHARED 152239 D MILLIPORE CORP COM 60107310 1973 35011 SH SHARED 01 32211 2800 D MILLIPORE CORP COM 60107310 135 2400 SH SHR/OTHR 01 2400 D MILLIPORE CORP COM 60107310 1419 25173 SH SHARED 02 25173 D MILLIPORE CORP COM 60107310 140 2500 SH SHARED 05 2500 D MILLIPORE CORP COM 60107310 1062 18856 SH SHARED 10 18856 D MILLS CORP COM 60114810 126 2700 SH SHARED 01 2700 D MILLS CORP COM 60114810 434 9303 SH SHARED 02 9303 D MILLS CORP COM 60114810 2260 48400 SH SHARED 11 48400 D MINDSPEED TECHNOLOGIES INC COM 60268210 472 95252 SH SHARED 95252 D MINDSPEED TECHNOLOGIES INC COM 60268210 33 6664 SH SHARED 01 4864 1800 D MINDSPEED TECHNOLOGIES INC COM 60268210 19 4000 SH SHR/OTHR 01 4000 D MINDSPEED TECHNOLOGIES INC COM 60268210 0 188 SH SHARED 02 188 D MINDSPEED TECHNOLOGIES INC COM 60268210 150 30315 SH SHARED 06 30315 D MINE SAFETY APPLIANCES CO COM 60272010 904 26833 SH SHARED 26833 D MINE SAFETY APPLIANCES CO COM 60272010 87 2610 SH SHARED 01 2610 D MINE SAFETY APPLIANCES CO COM 60272010 15 463 SH SHARED 02 463 D MINE SAFETY APPLIANCES CO COM 60272010 71 2130 SH SHARED 10 2130 D MINEFINDERS LTD COM 60290010 46 7000 SH SHARED 7000 D MINEFINDERS LTD COM 60290010 2010 300000 SH SHARED 10 300000 D MINERALS TECHNOLOGIES INC COM 60315810 3338 57552 SH SHARED 57012 540 D MINERALS TECHNOLOGIES INC COM 60315810 415 7171 SH SHARED 01 7171 D MINERALS TECHNOLOGIES INC COM 60315810 308 5320 SH SHARED 02 5320 D MINERALS TECHNOLOGIES INC COM 60315810 46 810 SH SHARED 10 810 D MIPS TECHNOLOGIES INC COM 60456710 412 67479 SH SHARED 61479 6000 D MIPS TECHNOLOGIES INC COM 60456710 33 5427 SH SHARED 01 5427 D MIRAMAR MINING CORP COM 60466E10 11 10000 SH SHARED 10000 D MIRAMAR MINING CORP COM 60466E10 232 200000 SH SHARED 04 200000 D MISSION RESOURCES CORP COM 60510910 301 52826 SH SHARED 52826 D MISSION RESOURCES CORP COM 60510910 19 3478 SH SHARED 01 3478 D MISSION WEST PPTYS INC COM 60520310 205 17000 SH SHARED 17000 D MISSION WEST PPTYS INC COM 60520310 0 64 SH SHARED 02 64 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 15 1619 SH SHARED 01 1619 D MITSUI & CO LTD ADR 60682720 322 2136 SH SHARED 01 2136 D MOBIUS MGMT SYSTEMS INC COM 60692510 14 2405 SH SHARED 2405 D MOBIUS MGMT SYSTEMS INC COM 60692510 3 593 SH SHARED 01 593 D MOBIUS MGMT SYSTEMS INC COM 60692510 62 10337 SH SHARED 02 10337 D MOBILE MINI INC COM 60740F10 393 13843 SH SHARED 13843 D MOBILE MINI INC COM 60740F10 2 100 SH SHARED 01 100 D MOBILE MINI INC COM 60740F10 3 129 SH SHARED 02 129 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 5680 46561 SH SHARED 44861 1700 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 732 6000 SH SHARED 01 6000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 4 39 SH SHARED 02 39 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 4294 35200 SH SHARED 04 35200 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 6738 55230 SH SHARED 05 55230 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 12839 105244 SH SHARED 10 105244 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 2018 16544 SH SHARED 12 16544 D MOBILITY ELECTRONICS INC COM 60741U10 200 23700 SH SHARED 23700 D MOBILITY ELECTRONICS INC COM 60741U10 838 99200 SH SHARED 01 93500 5700 D MOBILITY ELECTRONICS INC COM 60741U10 2 337 SH SHARED 02 337 D MOBILITY ELECTRONICS INC COM 60741U10 2348 277900 SH SHARED 10 277900 D MODEM MEDIA INC CL A 60753310 243 46574 SH SHARED 46574 D MODEM MEDIA INC CL A 60753310 6619 1265749 SH SHARED 01 434649 831100 D MODEM MEDIA INC CL A 60753310 306 58600 SH SHARED 05 58600 D MODINE MFG CO COM 60782810 1269 39865 SH SHARED 39865 D MODINE MFG CO COM 60782810 315 9900 SH SHARED 01 9900 D MODINE MFG CO COM 60782810 357 11220 SH SHARED 02 11220 D MODTECH HLDGS INC COM 60783C10 13 1686 SH SHARED 1686 D MODTECH HLDGS INC COM 60783C10 3 417 SH SHARED 01 417 D MODTECH HLDGS INC COM 60783C10 93 12109 SH SHARED 02 12109 D MOHAWK INDS INC COM 60819010 4262 58128 SH SHARED 58128 D MOHAWK INDS INC COM 60819010 6365 86806 SH SHARED 01 86706 100 D MOHAWK INDS INC COM 60819010 1652 22539 SH SHARED 02 22539 D MOHAWK INDS INC COM 60819010 36 500 SH SHARED 06 500 D MOHAWK INDS INC COM 60819010 271 3700 SH SHARED 10 3700 D MOLECULAR DEVICES CORP COM 60851C10 1155 64968 SH SHARED 64968 D MOLECULAR DEVICES CORP COM 60851C10 151 8512 SH SHARED 01 8512 D MOLECULAR DEVICES CORP COM 60851C10 43 2461 SH SHARED 02 2461 D MOLINA HEALTHCARE INC COM 60855R10 378 9908 SH SHARED 9908 D MOLEX INC COM 60855410 31706 988361 SH SHARED 988361 D MOLEX INC COM 60855410 6096 190041 SH SHARED 01 174833 15208 D MOLEX INC COM 60855410 160 5000 SH SHR/OTHR 01 5000 D MOLEX INC COM 60855410 4465 139202 SH SHARED 02 139202 D MOLEX INC COM 60855410 225 7016 SH SHARED 05 7016 D MOLEX INC COM 60855410 2322 72393 SH SHARED 10 72393 D MOLEX INC CL A 60855420 26825 983330 SH SHARED 983330 D MOLEX INC CL A 60855420 570 20905 SH SHARED 01 2000 18905 D MOLEX INC CL A 60855420 22 823 SH SHR/OTHR 01 823 D MOLEX INC CL A 60855420 10 400 SH SHARED 02 400 D MONACO COACH CORP COM 60886R10 1651 58628 SH SHARED 58628 D MONACO COACH CORP COM 60886R10 3284 116594 SH SHARED 01 116594 D MONACO COACH CORP COM 60886R10 520 18480 SH SHARED 02 18480 D MONACO COACH CORP COM 60886R10 2681 95207 SH SHARED 10 95207 D MONARCH CAP CORP DEL COM 60902310 0 1000 SH SHR/OTHR 01 1000 D MONDAVI ROBERT CORP CL A 60920010 809 21867 SH SHARED 21867 D MONDAVI ROBERT CORP CL A 60920010 16 434 SH SHARED 01 434 D MONDAVI ROBERT CORP CL A 60920010 41 1122 SH SHARED 02 1122 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 183 24390 SH SHARED 24390 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 338 45000 SH SHR/OTHR 45000 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 22 2921 SH SHARED 02 2921 D MONRO MUFFLER BRAKE INC COM 61023610 271 11201 SH SHARED 11201 D MONRO MUFFLER BRAKE INC COM 61023610 16 670 SH SHARED 01 670 D MONRO MUFFLER BRAKE INC COM 61023610 59 2439 SH SHARED 02 2439 D MONSANTO CO NEW COM 61166W10 646 16800 SH SHARED 16800 D MONSANTO CO NEW COM 61166W10 44701 1161081 SH SHARED 845434 315647 D MONSANTO CO NEW COM 61166W10 64432 1673582 SH SHARED 01 936031 6900 730651 D MONSANTO CO NEW COM 61166W10 2977 77349 SH SHR/OTHR 01 17923 59426 D MONSANTO CO NEW COM 61166W10 7256 188469 SH SHARED 02 188469 D MONSANTO CO NEW COM 61166W10 3788 98400 SH SHARED 04 98400 D MONSANTO CO NEW COM 61166W10 26856 697578 SH SHARED 05 378078 319500 D MONSANTO CO NEW COM 61166W10 1619 42055 SH SHARED 06 21331 20724 D MONSANTO CO NEW COM 61166W10 1070 27800 SH SHARED 07 27800 D MONSANTO CO NEW COM 61166W10 1536 39900 SH SHARED 09 39900 D MONSANTO CO NEW COM 61166W10 78682 2043701 SH SHARED 10 2043701 D MONSTER WORLDWIDE INC COM 61174210 7687 298904 SH SHARED 295704 3200 D MONSTER WORLDWIDE INC COM 61174210 1514 58900 SH SHARED 01 58900 D MONSTER WORLDWIDE INC COM 61174210 3018 117362 SH SHARED 02 117362 D MONSTER WORLDWIDE INC COM 61174210 3215 125000 SH SHARED 04 125000 D MONSTER WORLDWIDE INC COM 61174210 174 6800 SH SHARED 06 6800 D MONSTER WORLDWIDE INC COM 61174210 2410 93710 SH SHARED 10 93710 D MONSTER WORLDWIDE INC COM 61174210 931 36200 SH SHARED 14 36200 D MONTEREY PASTA CO COM 61257010 19 5221 SH SHARED 5221 D MONTEREY PASTA CO COM 61257010 4 1294 SH SHARED 01 1294 D MONTGOMERY STR INCOME SECS I COM 61411510 1128 64070 SH SHARED 01 22500 41570 D MONTGOMERY STR INCOME SECS I COM 61411510 149 8500 SH SHR/OTHR 01 8500 D MONY GROUP INC COM 61533710 43 1400 SH SHARED 1400 D MONY GROUP INC COM 61533710 84427 2697376 SH SHARED 2697376 D MONY GROUP INC COM 61533710 431 13800 SH SHARED 01 13800 D MONY GROUP INC COM 61533710 23611 754372 SH SHARED 02 754372 D MOODYS CORP COM 61536910 41275 638341 SH SHARED 628341 10000 D MOODYS CORP COM 61536910 14089 217897 SH SHARED 01 179350 38547 D MOODYS CORP COM 61536910 5191 80285 SH SHR/OTHR 01 80285 D MOODYS CORP COM 61536910 4454 68888 SH SHARED 02 68888 D MOODYS CORP COM 61536910 501 7759 SH SHARED 05 200 7559 D MOODYS CORP COM 61536910 4846 74950 SH SHARED 06 74950 D MOODYS CORP COM 61536910 7009 108406 SH SHARED 10 108406 D MOODYS CORP COM 61536910 96 1500 SH SHARED 14 1500 D MOOG INC CL A 61539420 977 26346 SH SHARED 26346 D MOOG INC CL A 61539420 1039 28000 SH SHARED 01 28000 D MOOG INC CL A 61539420 187 5057 SH SHARED 02 5057 D MOOG INC CL A 61539420 16330 440050 SH SHARED 10 440050 D MORGAN STANLEY EASTN EUR FD COM 61698810 1 42 SH SHARED 42 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 1341 162032 SH SHARED 162032 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 82 10000 SH SHR/OTHR 01 10000 D MORGAN STANLEY HIGH YIELD FD COM 61744M10 86 14713 SH SHARED 14713 D MORGAN STANLEY COM NEW 61744644 208100 3943534 SH SHARED 3846371 97163 D MORGAN STANLEY COM NEW 61744644 84109 1593884 SH SHARED 01 306996 16400 1270488 D MORGAN STANLEY COM NEW 61744644 5884 111503 SH SHR/OTHR 01 8955 102548 D MORGAN STANLEY COM NEW 61744644 34175 647634 SH SHARED 02 647634 D MORGAN STANLEY COM NEW 61744644 1941 36800 SH SHARED 03 36800 D MORGAN STANLEY COM NEW 61744644 113349 2148000 SH SHARED 04 2148000 D MORGAN STANLEY COM NEW 61744644 59777 1132801 SH SHARED 05 749691 383110 D MORGAN STANLEY COM NEW 61744644 14319 271353 SH SHARED 06 203453 67900 D MORGAN STANLEY COM NEW 61744644 3128 59290 SH SHARED 07 59290 D MORGAN STANLEY COM NEW 61744644 4263 80800 SH SHARED 09 80800 D MORGAN STANLEY COM NEW 61744644 266481 5049860 SH SHARED 10 5049860 D MORGAN STANLEY COM NEW 61744644 1268 24041 SH SHARED 14 24041 D MORGAN STANLEY INDIA INVS FD COM 61745C10 288 14337 SH SHARED 14337 D MORGAN STANLEY INDIA INVS FD COM 61745C10 57 2863 SH SHARED 01 2863 D MORGAN STANLEY MUN INCM OPPTN 61745P45 1 157 SH SHARED 157 D MORGAN STANLEY CA INSD MUN TR 61745P50 19 1505 SH SHARED 1505 D MORGAN STANLEY CA INSD MUN TR 61745P50 92 7300 SH SHARED 02 7300 D MORGAN STANLEY QULTY MUN SECS 61745P58 14 1063 SH SHARED 1063 D MORGAN STANLEY QULTY MUN SECS 61745P58 3 258 SH SHARED 01 258 D MORGAN STANLEY QULTY MUN SECS 61745P58 151 11300 SH SHARED 02 11300 D MORGAN STANLEY QLT MUN INV TR 61745P66 13 1045 SH SHARED 1045 D MORGAN STANLEY QUALT MUN INCM 61745P73 1 81 SH SHARED 81 D MORGAN STANLEY QUALT MUN INCM 61745P73 397 30019 SH SHARED 01 19 30000 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 TR 61745P86 140 10700 SH SHARED 02 10700 D MOTHERS WK INC COM 61990310 148 7186 SH SHARED 7186 D MOTHERS WK INC COM 61990310 36 1781 SH SHARED 01 1781 D MOTHERS WK INC COM 61990310 127 6193 SH SHARED 02 6193 D MOTOROLA INC COM 62007610 3 194 SH SHARED 194 D MOTOROLA INC COM 62007610 158019 8658594 SH SHARED 8506719 151875 D MOTOROLA INC COM 62007610 110128 6034424 SH SHARED 01 4925530 18000 1090894 D MOTOROLA INC COM 62007610 2849 156124 SH SHR/OTHR 01 15100 141024 D MOTOROLA INC COM 62007610 28960 1586877 SH SHARED 02 1586877 D MOTOROLA INC COM 62007610 10334 566300 SH SHARED 03 566300 D MOTOROLA INC COM 62007610 21443 1175000 SH SHARED 04 1175000 D MOTOROLA INC COM 62007610 21164 1159695 SH SHARED 05 759890 399805 D MOTOROLA INC COM 62007610 11772 645087 SH SHARED 06 484887 160200 D MOTOROLA INC COM 62007610 1436 78700 SH SHARED 07 78700 D MOTOROLA INC COM 62007610 1257 68900 SH SHARED 09 68900 D MOTOROLA INC COM 62007610 151718 8313352 SH SHARED 10 8313352 D MOTOROLA INC COM 62007610 1056 57909 SH SHARED 14 57909 D MOTOROLA INC EQTY UNIT 7% 62007620 617 12500 SH SHARED 01 12500 D MOTOROLA INC EQTY UNIT 7% 62007620 5 120 SH SHARED 02 120 D MOVADO GROUP INC COM 62458010 300 17405 SH SHARED 17405 D MOVADO GROUP INC COM 62458010 227 13195 SH SHARED 01 13195 D MOVADO GROUP INC COM 62458010 2 162 SH SHARED 02 162 D MOVIE GALLERY INC COM 62458110 663 33944 SH SHARED 33944 D MOVIE GALLERY INC COM 62458110 1628 83300 SH SHARED 01 83300 D MOVIE GALLERY INC COM 62458110 25 1281 SH SHARED 02 1281 D MOVIE GALLERY INC COM 62458110 652 33400 SH SHARED 10 33400 D MPOWER HOLDING CORP COM NEW 62473L30 452 383150 SH SHARED 383150 D MUELLER INDS INC COM 62475610 1372 38349 SH SHARED 38349 D MUELLER INDS INC COM 62475610 140 3913 SH SHARED 01 2153 1760 D MUELLER INDS INC COM 62475610 763 21318 SH SHARED 02 21318 D MUELLER INDS INC COM 62475610 29 810 SH SHARED 10 810 D MULTIMEDIA GAMES INC COM 62545310 874 32604 SH SHARED 32604 D MULTIMEDIA GAMES INC COM 62545310 697 25996 SH SHARED 01 25996 D MULTIMEDIA GAMES INC COM 62545310 49 1830 SH SHARED 02 1830 D MULTIMEDIA GAMES INC COM 62545310 247 9240 SH SHARED 05 9240 D MUNIHOLDINGS INSD FD INC COM 62593010 2 178 SH SHARED 01 178 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 0 7 SH SHARED 01 7 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 68 5129 SH SHARED 5129 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 16 1271 SH SHARED 01 1271 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 40 3000 SH SHR/OTHR 01 3000 D MUNIASSETS FD INC COM 62618Q10 3 272 SH SHARED 272 D MUNIASSETS FD INC COM 62618Q10 84 7500 SH SHARED 02 7500 D MUNI N Y INTER DURATION FD I COM 62618T10 85 6800 SH SHARED 02 6800 D MUNI INTER DURATION FD INC COM 62618U10 9 732 SH SHARED 732 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 95 4082 SH SHARED 4082 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 17 735 SH SHARED 01 735 D MUNIHOLDINGS FLA INSD FD COM 62624W10 42 3080 SH SHARED 3080 D MUNIHOLDINGS FLA INSD FD COM 62624W10 1 99 SH SHARED 01 99 D MUNIHOLDINGS INSD FD II INC COM 62625A10 0 41 SH SHARED 41 D MUNIHOLDINGS INSD FD II INC COM 62625A10 1 158 SH SHARED 01 158 D MUNIYIELD CALIF INS FD COM 62629L10 66 5204 SH SHARED 5204 D MUNIYIELD CALIF INS FD COM 62629L10 2 158 SH SHARED 01 158 D MUNIYIELD CALIF INS FD COM 62629L10 38 3000 SH SHR/OTHR 01 3000 D MUNIYIELD CALIF INS FD COM 62629L10 164 12900 SH SHARED 02 12900 D MUNIVEST FD II INC COM 62629P10 13 1000 SH SHARED 01 1000 D MUNIVEST FD INC COM 62629510 19 2300 SH SHARED 01 2300 D MUNIYIELD FD INC COM 62629910 46 3690 SH SHARED 3690 D MUNIYIELD FD INC COM 62629910 11 894 SH SHARED 01 894 D MUNIYIELD INSD FD INC COM 62630E10 123 9215 SH SHARED 9215 D MUNIYIELD INSD FD INC COM 62630E10 32 2411 SH SHARED 01 2285 126 D MUNIYIELD INSD FD INC COM 62630E10 43 3219 SH SHR/OTHR 01 3219 D MUNIYIELD MICH INSD FD INC COM 62630J10 22 1603 SH SHARED 1603 D MUNIYIELD MICH INSD FD INC COM 62630J10 5 397 SH SHARED 01 397 D MUNIYIELD MICH INSD FD INC COM 62630J10 0 39 SH SHARED 02 39 D MUNIYIELD QUALITY FD II COM 62630T10 19 1713 SH SHARED 1713 D MUNIYIELD N Y INSD FD INC COM 62630110 18 1452 SH SHARED 1452 D MUNIYIELD N Y INSD FD INC COM 62630110 3 298 SH SHARED 01 298 D MUNIYIELD N Y INSD FD INC COM 62630110 374 30043 SH SHR/OTHR 01 4831 25212 D MUNIYIELD N Y INSD FD INC COM 62630110 122 9819 SH SHARED 02 9819 D MUNIYIELD QUALITY FD INC COM 62630210 131 9900 SH SHARED 02 9900 D MURPHY OIL CORP COM 62671710 73 1000 SH SHARED 1000 D MURPHY OIL CORP COM 62671710 4054 55015 SH SHARED 55015 D MURPHY OIL CORP COM 62671710 16085 218259 SH SHARED 01 69459 148800 D MURPHY OIL CORP COM 62671710 27541 373700 SH SHR/OTHR 01 373700 D MURPHY OIL CORP COM 62671710 3553 48217 SH SHARED 02 48217 D MURPHY OIL CORP COM 62671710 5159 70000 SH SHARED 04 70000 D MURPHY OIL CORP COM 62671710 442 6000 SH SHARED 10 6000 D MURPHY OIL CORP COM 62671710 49 678 SH SHARED 14 678 D MUTUALFIRST FINL INC COM 62845B10 142 6593 SH SHARED 02 6593 D MYERS INDS INC COM 62846410 322 22905 SH SHARED 22905 D MYERS INDS INC COM 62846410 977 69342 SH SHARED 01 69342 D MYERS INDS INC COM 62846410 23 1668 SH SHR/OTHR 01 1668 D MYERS INDS INC COM 62846410 0 20 SH SHARED 02 20 D MYERS INDS INC COM 62846410 968 68653 SH SHARED 10 68653 D MYKROLIS CORP COM 62852P10 953 54739 SH SHARED 54739 D MYKROLIS CORP COM 62852P10 3755 215605 SH SHARED 01 213712 1893 D MYKROLIS CORP COM 62852P10 0 40 SH SHARED 02 40 D MYKROLIS CORP COM 62852P10 879 50500 SH SHARED 10 50500 D MYLAN LABS INC COM 62853010 13650 674102 SH SHARED 674102 D MYLAN LABS INC COM 62853010 3560 175846 SH SHARED 01 158846 17000 D MYLAN LABS INC COM 62853010 159 7875 SH SHR/OTHR 01 450 7425 D MYLAN LABS INC COM 62853010 3013 148797 SH SHARED 02 148797 D MYLAN LABS INC COM 62853010 6115 302000 SH SHARED 04 302000 D MYLAN LABS INC COM 62853010 20 1000 SH SHARED 05 1000 D MYLAN LABS INC COM 62853010 6082 300350 SH SHARED 10 300350 D MYLAN LABS INC COM 62853010 74 3684 SH SHARED 14 3684 D MYRIAD GENETICS INC COM 62855J10 685 45923 SH SHARED 45923 D MYRIAD GENETICS INC COM 62855J10 34 2283 SH SHARED 01 2283 D MYRIAD GENETICS INC COM 62855J10 5 400 SH SHR/OTHR 01 400 D MYRIAD GENETICS INC COM 62855J10 81 5441 SH SHARED 02 5441 D MYRIAD GENETICS INC COM 62855J10 2096 140500 SH SHARED 04 140500 D MYRIAD GENETICS INC COM 62855J10 38 2600 SH SHARED 14 2600 D MYOGEN INC COM 62856E10 134 17401 SH SHARED 17401 D MYOGEN INC COM 62856E10 232 30099 SH SHARED 01 23299 6800 D MYOGEN INC COM 62856E10 575 74300 SH SHARED 10 74300 D NBC CAP CORP COM 62872910 175 6500 SH SHARED 6500 D NBC CAP CORP COM 62872910 16 598 SH SHARED 02 598 D NBT BANCORP INC COM 62877810 820 36710 SH SHARED 36710 D NBT BANCORP INC COM 62877810 125 5638 SH SHARED 01 5638 D NBT BANCORP INC COM 62877810 116 5234 SH SHARED 02 5234 D NBTY INC COM 62878210 144 4900 SH SHARED 4900 D NBTY INC COM 62878210 827 28151 SH SHARED 28151 D NBTY INC COM 62878210 6605 224754 SH SHARED 01 223949 805 D NBTY INC COM 62878210 485 16525 SH SHARED 02 16525 D NBTY INC COM 62878210 5310 180680 SH SHARED 10 180680 D NCI BUILDING SYS INC COM 62885210 68 2100 SH SHARED 2100 D NCI BUILDING SYS INC COM 62885210 728 22384 SH SHARED 22384 D NCI BUILDING SYS INC COM 62885210 726 22307 SH SHARED 01 22307 D NCI BUILDING SYS INC COM 62885210 321 9871 SH SHARED 02 9871 D NCI BUILDING SYS INC COM 62885210 5217 160300 SH SHARED 10 160300 D NCO GROUP INC NOTE 4.750% 4/1 628858AB 2 2000 PRN SHARED 01 2000 D NCO GROUP INC COM 62885810 776 29080 SH SHARED 29080 D NCO GROUP INC COM 62885810 645 24200 SH SHARED 01 24200 D NCO GROUP INC COM 62885810 8 320 SH SHARED 02 320 D NCO GROUP INC COM 62885810 645 24200 SH SHARED 10 24200 D NCR CORP NEW COM 62886E10 719 14500 SH SHARED 14500 D NCR CORP NEW COM 62886E10 10891 219636 SH SHARED 219635 1 D NCR CORP NEW COM 62886E10 9045 182400 SH SHARED 01 182386 14 D NCR CORP NEW COM 62886E10 20 418 SH SHR/OTHR 01 418 D NCR CORP NEW COM 62886E10 2678 54009 SH SHARED 02 54009 D NCR CORP NEW COM 62886E10 2479 50000 SH SHARED 04 50000 D NCR CORP NEW COM 62886E10 239 4822 SH SHARED 05 4822 D NCR CORP NEW COM 62886E10 3743 75497 SH SHARED 10 75497 D NDS GROUP PLC SPONSORED ADR 62889110 13 514 SH SHARED 514 D NS GROUP INC COM 62891610 792 48216 SH SHARED 48216 D NS GROUP INC COM 62891610 13793 838991 SH SHARED 01 401791 437200 D NS GROUP INC COM 62891610 10 620 SH SHARED 02 620 D NS GROUP INC COM 62891610 917 55800 SH SHARED 05 55800 D NASB FINL INC COM 62896810 126 3000 SH SHARED 3000 D NASB FINL INC COM 62896810 30 732 SH SHARED 02 732 D NEC CORP ADR 62905020 58 8169 SH SHARED 8169 D NEC CORP ADR 62905020 183 25533 SH SHARED 01 1631 23902 D NII HLDGS INC NOTE 3.500% 9/1 62913FAD 3513 2385000 PRN SHARED 02 2385000 D NII HLDGS INC CL B NEW 62913F20 7109 211020 SH SHARED 211020 D NII HLDGS INC CL B NEW 62913F20 6 180 SH SHARED 01 180 D NII HLDGS INC CL B NEW 62913F20 466 13836 SH SHARED 02 13836 D NII HLDGS INC CL B NEW 62913F20 404 12000 SH SHARED 04 12000 D NII HLDGS INC CL B NEW 62913F20 7235 214780 SH SHARED 10 214780 D NIC INC COM 62914B10 212 29774 SH SHARED 29774 D NIC INC COM 62914B10 20 2923 SH SHARED 02 2923 D NL INDS INC COM NEW 62915640 217 15021 SH SHARED 15021 D NL INDS INC COM NEW 62915640 8 600 SH SHARED 01 600 D NL INDS INC COM NEW 62915640 1 126 SH SHARED 02 126 D NMS COMMUNICATIONS CORP COM 62924810 565 76613 SH SHARED 76613 D NN INC COM 62933710 202 15900 SH SHARED 15900 D NN INC COM 62933710 0 44 SH SHARED 02 44 D NPS PHARMACEUTICALS INC COM 62936P10 1499 71400 SH SHARED 71400 D NPS PHARMACEUTICALS INC COM 62936P10 8586 408891 SH SHARED 01 386300 4791 17800 D NPS PHARMACEUTICALS INC COM 62936P10 1830 87175 SH SHARED 02 87175 D NPS PHARMACEUTICALS INC COM 62936P10 5612 267250 SH SHARED 04 267250 D NPS PHARMACEUTICALS INC COM 62936P10 168 8000 SH SHARED 06 8000 D NPS PHARMACEUTICALS INC COM 62936P10 7891 375765 SH SHARED 10 375765 D NPS PHARMACEUTICALS INC COM 62936P10 63 3000 SH SHARED 14 3000 D NRG ENERGY INC COM NEW 62937750 510 20591 SH SHARED 20591 D NRG ENERGY INC COM NEW 62937750 21 848 SH SHR/OTHR 01 848 D NRG ENERGY INC COM NEW 62937750 783 31584 SH SHARED 02 16884 14700 D NTL INC DEL COM 62940M10 13914 241488 SH SHARED 241488 D NTL INC DEL COM 62940M10 766 13300 SH SHARED 01 13300 D NTL INC DEL COM 62940M10 1853 32159 SH SHARED 02 32159 D NTL INC DEL COM 62940M10 63 1100 SH SHARED 06 1100 D NTL INC DEL COM 62940M10 898 15600 SH SHARED 14 15600 D NTL INC DEL *W EXP 01/13/201 62940M13 0 53 SH SHARED 53 D NTL INC DEL *W EXP 01/13/201 62940M13 0 4 SH SHARED 01 4 D NTT DOCOMO INC SPONS ADR 62942M20 847 46813 SH SHARED 46813 D NTT DOCOMO INC SPONS ADR 62942M20 196 10839 SH SHARED 01 8752 2087 D NUCO2 INC COM 62942810 115 5900 SH SHARED 5900 D NUI CORP COM 62943110 231 15856 SH SHARED 15856 D NUI CORP COM 62943110 27 1900 SH SHARED 01 1900 D NUI CORP COM 62943110 21 1500 SH SHR/OTHR 01 1500 D NUI CORP COM 62943110 48 3306 SH SHARED 02 3306 D NUI CORP COM 62943110 27 1900 SH SHARED 10 1900 D NVR INC COM 62944T10 677 1400 SH SHARED 1400 D NVR INC COM 62944T10 5501 11362 SH SHARED 11362 D NVR INC COM 62944T10 2678 5532 SH SHARED 01 5532 D NVR INC COM 62944T10 1256 2594 SH SHARED 02 2594 D NVR INC COM 62944T10 268 554 SH SHARED 06 554 D NVR INC COM 62944T10 2607 5385 SH SHARED 10 5385 D NVE CORP COM NEW 62944520 15 400 SH SHARED 02 400 D NYMAGIC INC COM 62948410 84 3200 SH SHARED 3200 D NYMAGIC INC COM 62948410 0 4 SH SHARED 02 4 D NABI BIOPHARMACEUTICALS COM 62951910 915 64414 SH SHARED 64414 D NABI BIOPHARMACEUTICALS COM 62951910 2717 191073 SH SHARED 01 191073 D NABI BIOPHARMACEUTICALS COM 62951910 172 12134 SH SHARED 02 12134 D NABI BIOPHARMACEUTICALS COM 62951910 6224 437700 SH SHARED 04 437700 D NABI BIOPHARMACEUTICALS COM 62951910 410 28900 SH SHARED 10 28900 D NABI BIOPHARMACEUTICALS COM 62951910 99 7000 SH SHARED 14 7000 D NABORS INDS INC DBCV 2/0 629568AF 45850 70000000 PRN SHARED 70000000 D NABORS INDS INC DBCV 2/0 629568AF 88 135000 PRN SHARED 02 135000 D NACCO INDS INC CL A 62957910 323 3400 SH SHARED 3400 D NACCO INDS INC CL A 62957910 1028 10822 SH SHARED 10822 D NACCO INDS INC CL A 62957910 81 863 SH SHARED 01 863 D NACCO INDS INC CL A 62957910 64 682 SH SHARED 02 682 D NACCO INDS INC CL A 62957910 34 360 SH SHARED 10 360 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 3979 184928 SH SHARED 184928 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 716 33300 SH SHARED 02 33300 D NANOGEN INC COM 63007510 343 50685 SH SHARED 50685 D NANOGEN INC COM 63007510 53 7832 SH SHARED 02 7832 D NANOMETRICS INC COM 63007710 1908 167551 SH SHARED 167551 D NANOMETRICS INC COM 63007710 351 30901 SH SHARED 01 30901 D NANOPHASE TCHNOLOGIES CORP COM 63007910 337 45188 SH SHARED 45188 D NANOPHASE TCHNOLOGIES CORP COM 63007910 44 6020 SH SHARED 01 6020 D NAPCO SEC SYS INC COM 63040210 266 35807 SH SHARED 35807 D NARA BANCORP INC COM 63080P10 328 19174 SH SHARED 19174 D NARA BANCORP INC COM 63080P10 47 2800 SH SHARED 01 2800 D NARA BANCORP INC COM 63080P10 9 530 SH SHARED 02 530 D NARA BANCORP INC COM 63080P10 47 2800 SH SHARED 10 2800 D NASDAQ 100 TR UNIT SER 1 63110010 320363 8488692 SH SHARED 8483620 5072 D NASDAQ 100 TR UNIT SER 1 63110010 2586 68525 SH SHARED 01 54700 13825 D NASDAQ 100 TR UNIT SER 1 63110010 11 300 SH SHR/OTHR 01 300 D NASDAQ 100 TR UNIT SER 1 63110010 18269 484081 SH SHARED 02 484081 D NASDAQ 100 TR UNIT SER 1 63110010 6708 177750 SH SHARED 10 177750 D NASH FINCH CO COM 63115810 345 13815 SH SHARED 13815 D NASH FINCH CO COM 63115810 843 33700 SH SHARED 01 31200 2500 D NASH FINCH CO COM 63115810 51 2040 SH SHARED 02 2040 D NASH FINCH CO COM 63115810 400 16000 SH SHARED 10 16000 D NASSDA CORP COM 63172M10 86 20882 SH SHARED 02 20882 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 1 143 SH SHARED 143 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 63252530 30354 856021 SH SHARED 856021 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 63252530 155 4389 SH SHARED 02 4389 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 86 829 SH SHARED 829 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 13 132 SH SHARED 01 132 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 26893 257950 SH SHARED 02 257950 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 558 122706 SH SHARED 122706 D NATIONAL BANKSHARES INC VA COM 63486510 207 5000 SH SHARED 02 5000 D NATIONAL BEVERAGE CORP COM 63501710 66 6700 SH SHARED 6700 D NATIONAL BEVERAGE CORP COM 63501710 14 1428 SH SHARED 02 1428 D NATIONAL BEVERAGE CORP COM 63501710 129 13020 SH SHARED 10 13020 D NATIONAL CITY CORP COM 63540510 1118 31950 SH SHARED 31950 D NATIONAL CITY CORP COM 63540510 64071 1830084 SH SHARED 1748534 81550 D NATIONAL CITY CORP COM 63540510 56723 1620222 SH SHARED 01 1174895 900 444427 D NATIONAL CITY CORP COM 63540510 492 14063 SH SHR/OTHR 01 14063 D NATIONAL CITY CORP COM 63540510 12584 359443 SH SHARED 02 359443 D NATIONAL CITY CORP COM 63540510 114 3284 SH SHARED 05 600 2684 D NATIONAL CITY CORP COM 63540510 376 10750 SH SHARED 06 9950 800 D NATIONAL CITY CORP COM 63540510 58443 1669350 SH SHARED 10 1669350 D NATIONAL CITY CORP COM 63540510 171 4900 SH SHARED 14 4900 D NATIONAL COMMERCE FINL CORP COM 63545P10 58963 1814260 SH SHARED 1814260 D NATIONAL COMMERCE FINL CORP COM 63545P10 3873 119191 SH SHARED 01 118191 1000 D NATIONAL COMMERCE FINL CORP COM 63545P10 8918 274415 SH SHARED 02 274415 D NATIONAL COMMERCE FINL CORP COM 63545P10 9 300 SH SHARED 05 300 D NATIONAL COMMERCE FINL CORP COM 63545P10 56 1750 SH SHARED 06 1750 D NATIONAL COMMERCE FINL CORP COM 63545P10 49 1519 SH SHARED 14 1519 D NATIONAL HEALTH REALTY INC COM 63590510 154 9155 SH SHARED 02 9155 D NATIONAL HEALTHCARE CORP COM 63590610 197 7036 SH SHARED 7036 D NATIONAL HEALTHCARE CORP COM 63590610 5 184 SH SHARED 01 184 D NATIONAL HEALTHCARE CORP COM 63590610 19 679 SH SHARED 02 679 D NATIONAL FINL PARTNERS CORP COM 63607P20 1114 31600 SH SHARED 31600 D NATIONAL FINL PARTNERS CORP COM 63607P20 16968 481100 SH SHARED 01 457900 3200 20000 D NATIONAL FINL PARTNERS CORP COM 63607P20 14 400 SH SHARED 02 400 D NATIONAL FINL PARTNERS CORP COM 63607P20 11235 318543 SH SHARED 10 318543 D NATIONAL FUEL GAS CO N J COM 63618010 2099 83983 SH SHARED 83983 D NATIONAL FUEL GAS CO N J COM 63618010 1289 51575 SH SHARED 01 32319 19256 D NATIONAL FUEL GAS CO N J COM 63618010 700 28024 SH SHR/OTHR 01 28024 D NATIONAL FUEL GAS CO N J COM 63618010 658 26352 SH SHARED 02 26352 D NATIONAL GRID TRANSCO PLC SPONSORED ADR 63627410 26 687 SH SHARED 687 D NATIONAL GRID TRANSCO PLC SPONSORED ADR 63627410 846 21608 SH SHARED 01 85 21523 D NATIONAL HEALTH INVS INC COM 63633D10 612 22526 SH SHARED 22526 D NATIONAL HEALTH INVS INC COM 63633D10 4 163 SH SHARED 02 163 D NATIONAL HEALTH INVS INC COM 63633D10 9221 339144 SH SHARED 10 339144 D NATIONAL HEALTH INVS INC COM 63633D10 14761 542900 SH SHARED 11 542900 D NATIONAL INSTRS CORP COM 63651810 1405 45867 SH SHARED 43467 2400 D NATIONAL INSTRS CORP COM 63651810 1917 62550 SH SHARED 01 62550 D NATIONAL INSTRS CORP COM 63651810 811 26474 SH SHARED 02 26474 D NATIONAL MED HEALTH CARD SYS COM NEW 63691830 180 6698 SH SHARED 6698 D NATIONAL MED HEALTH CARD SYS COM NEW 63691830 44 1660 SH SHARED 01 1660 D NATIONAL-OILWELL INC COM 63707110 894 28400 SH SHARED 28400 D NATIONAL-OILWELL INC COM 63707110 677 21500 SH SHARED 01 21500 D NATIONAL-OILWELL INC COM 63707110 10 338 SH SHR/OTHR 01 338 D NATIONAL-OILWELL INC COM 63707110 1438 45690 SH SHARED 02 45690 D NATIONAL-OILWELL INC COM 63707110 850 27010 SH SHARED 10 27010 D NATIONAL PENN BANCSHARES INC COM 63713810 749 25214 SH SHARED 25214 D NATIONAL PENN BANCSHARES INC COM 63713810 38 1285 SH SHARED 01 1285 D NATIONAL PENN BANCSHARES INC COM 63713810 0 24 SH SHARED 02 24 D NATIONAL PENN BANCSHARES INC COM 63713810 8 300 SH SHARED 10 300 D NATIONAL PRESTO INDS INC COM 63721510 233 5656 SH SHARED 5656 D NATIONAL PRESTO INDS INC COM 63721510 12 311 SH SHARED 01 311 D NATIONAL PRESTO INDS INC COM 63721510 40 979 SH SHARED 02 979 D NATIONAL PROCESSING INC COM 63722910 540 18802 SH SHARED 18802 D NATIONAL PROCESSING INC COM 63722910 10 356 SH SHARED 01 356 D NATIONAL PROCESSING INC COM 63722910 0 8 SH SHARED 02 8 D NATIONAL PROCESSING INC COM 63722910 23 800 SH SHARED 10 800 D NATIONAL R V HLDGS INC COM 63727710 83 5670 SH SHARED 5670 D NATIONAL R V HLDGS INC COM 63727710 20 1406 SH SHARED 01 1406 D NATIONAL SEMICONDUCTOR CORP COM 63764010 19254 875600 SH SHARED 875600 D NATIONAL SEMICONDUCTOR CORP COM 63764010 37772 1717700 SH SHARED 01 1709400 8000 300 D NATIONAL SEMICONDUCTOR CORP COM 63764010 5623 255751 SH SHARED 02 255751 D NATIONAL SEMICONDUCTOR CORP COM 63764010 6597 300000 SH SHARED 04 300000 D NATIONAL SEMICONDUCTOR CORP COM 63764010 405 18448 SH SHARED 05 18448 D NATIONAL SEMICONDUCTOR CORP COM 63764010 137 6250 SH SHARED 06 5750 500 D NATIONAL SEMICONDUCTOR CORP COM 63764010 40153 1825969 SH SHARED 10 1825969 D NATIONAL SEMICONDUCTOR CORP COM 63764010 89 4070 SH SHARED 14 4070 D NATIONAL VISION INC COM 63845P10 397 182291 SH SHARED 01 182291 D NATIONAL VISION INC COM 63845P10 420 192791 SH SHARED 10 192791 D NATIONAL WESTN LIFE INS CO CL A 63852210 322 2100 SH SHARED 2100 D NATIONAL WESTN LIFE INS CO CL A 63852210 15 100 SH SHARED 01 100 D NATIONAL WESTN LIFE INS CO CL A 63852210 68 446 SH SHARED 02 446 D NATIONWIDE FINL SVCS INC CL A 63861210 392 10441 SH SHARED 10441 D NATIONWIDE FINL SVCS INC CL A 63861210 178 4759 SH SHARED 01 4359 400 D NATIONWIDE FINL SVCS INC CL A 63861210 84 2253 SH SHR/OTHR 01 2253 D NATIONWIDE FINL SVCS INC CL A 63861210 331 8821 SH SHARED 02 8821 D NATIONWIDE HEALTH PPTYS INC COM 63862010 1225 64823 SH SHARED 64823 D NATIONWIDE HEALTH PPTYS INC COM 63862010 2322 122877 SH SHARED 01 96677 26200 D NATIONWIDE HEALTH PPTYS INC COM 63862010 57 3040 SH SHR/OTHR 01 3040 D NATIONWIDE HEALTH PPTYS INC COM 63862010 1030 54513 SH SHARED 02 54513 D NATIONWIDE HEALTH PPTYS INC COM 63862010 6421 339753 SH SHARED 10 339753 D NATIONWIDE HEALTH PPTYS INC COM 63862010 27202 1439300 SH SHARED 11 1439300 D NAVISTAR FINL CORP NOTE 4.750% 4/0 638902AM 25203 25665000 PRN SHARED 25665000 D NAVIGATORS GROUP INC COM 63890410 392 13579 SH SHARED 13579 D NAVIGATORS GROUP INC COM 63890410 187 6488 SH SHARED 01 6488 D NAVIGATORS GROUP INC COM 63890410 0 4 SH SHARED 02 4 D NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P10 7 200 SH SHARED 02 200 D NATURES SUNSHINE PRODUCTS IN COM 63902710 226 15878 SH SHARED 15878 D NATURES SUNSHINE PRODUCTS IN COM 63902710 21 1482 SH SHARED 01 1482 D NATURES SUNSHINE PRODUCTS IN COM 63902710 13 949 SH SHARED 02 949 D NATUZZI S P A ADR 63905A10 0 53 SH SHARED 53 D NATUZZI S P A ADR 63905A10 0 17 SH SHARED 02 17 D NATUS MEDICAL INC DEL COM 63905010 14 2324 SH SHARED 2324 D NATUS MEDICAL INC DEL COM 63905010 3 576 SH SHARED 01 576 D NAUTILUS GROUP INC COM 63910B10 924 47408 SH SHARED 47408 D NAUTILUS GROUP INC COM 63910B10 77 3992 SH SHARED 01 3992 D NAUTILUS GROUP INC COM 63910B10 39 2000 SH SHR/OTHR 01 2000 D NAUTILUS GROUP INC COM 63910B10 85 4359 SH SHARED 02 4359 D NAVARRE CORP COM 63920810 331 23064 SH SHARED 23064 D NAVARRE CORP COM 63920810 10 759 SH SHARED 01 759 D NAVISTAR INTL CORP NEW NOTE 2.500%12/1 63934EAG 61315 47348000 PRN SHARED 47348000 D NAVISTAR INTL CORP NEW NOTE 2.500%12/1 63934EAG 2420 1869000 PRN SHARED 02 1869000 D NAVISTAR INTL CORP NEW COM 63934E10 151 3900 SH SHARED 3900 D NAVISTAR INTL CORP NEW COM 63934E10 9876 254818 SH 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SHARED 06 14131 1500 D NEXTEL COMMUNICATIONS INC CL A 65332V10 37907 1421886 SH SHARED 10 1421886 D NEXTEL COMMUNICATIONS INC CL A 65332V10 1713 64263 SH SHARED 14 64263 D NEXTEL PARTNERS INC NOTE 1.500%11/1 65333FAM 62329 28500000 PRN SHARED 28500000 D NEXTEL PARTNERS INC NOTE 1.500%11/1 65333FAS 52312 37500000 PRN SHARED 37500000 D NEXTEL PARTNERS INC NOTE 1.500%11/1 65333FAS 5475 3925000 PRN SHARED 02 3925000 D NEXTEL PARTNERS INC CL A 65333F10 2410 151388 SH SHARED 67388 84000 D NEXTEL PARTNERS INC CL A 65333F10 18090 1136338 SH SHARED 01 1136338 D NEXTEL PARTNERS INC CL A 65333F10 207 13003 SH SHARED 02 13003 D NEXTEL PARTNERS INC CL A 65333F10 28917 1816400 SH SHARED 10 1816400 D NEXEN INC COM 65334H10 4403 112846 SH SHARED 112846 D NEXEN INC COM 65334H10 90 2311 SH SHARED 01 2311 D NEXEN INC COM 65334H10 2492 63887 SH SHARED 02 63887 D NEXEN INC COM 65334H10 10145 260000 SH SHARED 04 260000 D NEXEN INC COM 65334H10 245 6300 SH SHARED 05 6300 D NEXEN INC COM 65334H10 39 1000 SH SHARED 10 1000 D NEXEN INC COM 65334H10 35 900 SH SHARED 14 900 D NEXSTAR BROADCASTING GROUP I CL A 65336K10 107 9700 SH SHARED 9700 D NICE SYS LTD SPONSORED ADR 65365610 843 35314 SH SHARED 35314 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 9 597 SH SHARED 597 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 1 99 SH SHARED 01 99 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 216 14000 SH SHR/OTHR 01 14000 D NICHOLAS APPLEGATE CV&INC FD COM 65370G10 1430 101800 SH SHARED 101800 D NICOR INC COM 65408610 25734 757568 SH SHARED 757568 D NICOR INC COM 65408610 298 8788 SH SHARED 01 8676 112 D NICOR INC COM 65408610 666 19630 SH SHARED 02 19630 D NICOR INC COM 65408610 568 16733 SH SHARED 10 16733 D NIDEC CORP SPONSORED ADR 65409010 798 30700 SH SHARED 02 30700 D NIKE INC CL B 65410610 104017 1373167 SH SHARED 1372482 685 D NIKE INC CL B 65410610 5101 67349 SH SHARED 01 65549 1800 D NIKE INC CL B 65410610 143 1900 SH SHR/OTHR 01 1900 D NIKE INC CL B 65410610 14727 194428 SH SHARED 02 194428 D NIKE INC CL B 65410610 757 10000 SH SHARED 04 10000 D NIKE INC CL B 65410610 547 7232 SH SHARED 05 200 7032 D NIKE INC CL B 65410610 1241 16390 SH SHARED 06 2990 13400 D NIKE INC CL B 65410610 10222 134944 SH SHARED 10 134944 D NIKE INC CL B 65410610 1302 17200 SH SHARED 14 17200 D 99 CENTS ONLY STORES COM 65440K10 1393 91379 SH SHARED 91379 D 99 CENTS ONLY STORES COM 65440K10 277 18200 SH SHARED 01 18200 D 99 CENTS ONLY STORES COM 65440K10 12 823 SH SHR/OTHR 01 823 D 99 CENTS ONLY STORES COM 65440K10 1004 65856 SH SHARED 02 65856 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 92 3446 SH SHARED 3446 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 84 3164 SH SHARED 01 854 2310 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 628 23400 SH SHARED 02 23400 D NISOURCE INC COM 65473P10 118948 5768606 SH SHARED 5768606 D NISOURCE INC COM 65473P10 1660 80548 SH SHARED 01 44148 36400 D NISOURCE INC COM 65473P10 164 7957 SH SHR/OTHR 01 7957 D NISOURCE INC COM 65473P10 2922 141730 SH SHARED 02 141730 D NISOURCE INC COM 65473P10 12372 600000 SH SHARED 04 600000 D NISOURCE INC COM 65473P10 38 1849 SH SHARED 05 1849 D NISOURCE INC COM 65473P10 57 2800 SH SHARED 06 2800 D NISOURCE INC COM 65473P10 2076 100683 SH SHARED 10 100683 D NISOURCE INC COM 65473P10 164 8000 SH SHARED 14 8000 D NISSAN MOTORS SPONSORED ADR 65474440 6381 285420 SH SHARED 285420 D NISSAN MOTORS SPONSORED ADR 65474440 697 31184 SH SHARED 01 31184 D NISSAN MOTORS SPONSORED ADR 65474440 827 37000 SH SHARED 02 37000 D NISSIN CO LTD SPONSORED ADR 65476520 162 19700 SH SHARED 02 19700 D NITROMED INC COM 65479850 75 12400 SH SHARED 12400 D NITROMED INC COM 65479850 2448 404000 SH SHARED 02 404000 D NOKIA CORP SPONSORED ADR 65490220 78 5400 SH SHARED 5400 D NOKIA CORP SPONSORED ADR 65490220 99598 6849955 SH SHARED 6826955 23000 D NOKIA CORP SPONSORED ADR 65490220 98096 6746698 SH SHARED 01 1873469 900 4872329 D NOKIA CORP SPONSORED ADR 65490220 6462 444489 SH SHR/OTHR 01 8100 436389 D NOKIA CORP SPONSORED ADR 65490220 9782 672806 SH SHARED 02 672806 D NOKIA CORP SPONSORED ADR 65490220 3460 238000 SH SHARED 04 238000 D NOKIA CORP SPONSORED ADR 65490220 58251 4006306 SH SHARED 10 4006306 D NOKIA CORP SPONSORED ADR 65490220 8737 600911 SH SHARED 12 600911 D NOKIA CORP SPONSORED ADR 65490220 1570 108004 SH SHARED 14 108004 D NOBLE ENERGY INC COM 65504410 3422 67113 SH SHARED 67113 D NOBLE ENERGY INC COM 65504410 2583 50663 SH SHARED 01 50340 323 D NOBLE ENERGY INC COM 65504410 414 8130 SH SHR/OTHR 01 8130 D NOBLE ENERGY INC COM 65504410 982 19270 SH SHARED 02 19270 D NOBLE INTL LTD COM 65505310 211 8538 SH SHARED 8538 D NOBLE INTL LTD COM 65505310 7 310 SH SHARED 01 310 D NOBLE INTL LTD COM 65505310 8 323 SH SHARED 02 323 D NOBLE INTL LTD COM 65505310 2984 120500 SH SHARED 10 120500 D NOLAND CO COM 65528610 40 958 SH SHARED 02 958 D NOMURA HLDGS INC SPONSORED ADR 65535H20 495 33160 SH SHARED 33160 D NOMURA HLDGS INC SPONSORED ADR 65535H20 1145 76624 SH SHARED 01 2397 74227 D NORANDA INC COM 65542210 4069 237014 SH SHARED 237014 D NORANDA INC COM 65542210 36 2138 SH SHARED 01 2138 D NORANDA INC COM 65542210 1454 84702 SH SHARED 02 84702 D NORANDA INC COM 65542210 1373 80000 SH SHARED 04 80000 D NORANDA INC COM 65542210 12 700 SH SHARED 10 700 D NORANDA INC COM 65542210 42 2500 SH SHARED 14 2500 D NORDSON CORP COM 65566310 1876 43262 SH SHARED 43262 D NORDSON CORP COM 65566310 6877 158570 SH SHARED 01 158570 D NORDSON CORP COM 65566310 7242 166992 SH SHARED 02 166992 D NORDSON CORP COM 65566310 4896 112900 SH SHARED 10 112900 D NORDSTROM INC COM 65566410 13784 323507 SH SHARED 323507 D NORDSTROM INC COM 65566410 4883 114613 SH SHARED 01 113693 920 D NORDSTROM INC COM 65566410 3740 87774 SH SHARED 02 87774 D NORDSTROM INC COM 65566410 639 15000 SH SHARED 04 15000 D NORDSTROM INC COM 65566410 31 737 SH SHARED 05 737 D NORDSTROM INC COM 65566410 28 677 SH SHARED 06 677 D NORDSTROM INC COM 65566410 2480 58218 SH SHARED 10 58218 D NORFOLK SOUTHERN CORP COM 65584410 38322 1445023 SH SHARED 1445023 D NORFOLK SOUTHERN CORP COM 65584410 795 30000 SH SHR/OTHR 30000 D NORFOLK SOUTHERN CORP COM 65584410 9255 349005 SH SHARED 01 218534 130471 D NORFOLK SOUTHERN CORP COM 65584410 2505 94466 SH SHR/OTHR 01 25520 68946 D NORFOLK SOUTHERN CORP COM 65584410 4886 184264 SH SHARED 02 184264 D NORFOLK SOUTHERN CORP COM 65584410 66 2510 SH SHARED 05 300 2210 D NORFOLK SOUTHERN CORP COM 65584410 91 3450 SH SHARED 06 3450 D NORFOLK SOUTHERN CORP COM 65584410 4518 170375 SH SHARED 10 170375 D NORFOLK SOUTHERN CORP COM 65584410 84 3200 SH SHARED 14 3200 D NORSK HYDRO A S SPONSORED ADR 65653160 440 6729 SH SHARED 6729 D NORSK HYDRO A S SPONSORED ADR 65653160 76 1166 SH SHARED 01 1016 150 D NORSK HYDRO A S SPONSORED ADR 65653160 3961 60522 SH SHARED 02 60522 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 10038 1812071 SH SHARED 1812071 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 14231 2568830 SH SHARED 01 2568830 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 23817 25071000 PRN SHARED 25071000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 9 10500 PRN SHARED 01 10500 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 3708 3904000 PRN SHARED 02 3904000 D NORTEL NETWORKS CORP NEW COM 65656810 39884 7992864 SH SHARED 7961936 30928 D NORTEL NETWORKS CORP NEW COM 65656810 1104 221352 SH SHARED 01 213067 8285 D NORTEL NETWORKS CORP NEW COM 65656810 22 4500 SH SHR/OTHR 01 1000 3500 D NORTEL NETWORKS CORP NEW COM 65656810 15879 3182192 SH SHARED 02 3182192 D NORTEL NETWORKS CORP NEW COM 65656810 1896 380000 SH SHARED 04 380000 D NORTEL NETWORKS CORP NEW COM 65656810 979 196308 SH SHARED 05 4108 192200 D NORTEL NETWORKS CORP NEW COM 65656810 77 15500 SH SHARED 06 8500 7000 D NORTEL NETWORKS CORP NEW COM 65656810 1721 344910 SH SHARED 10 344910 D NORTEL NETWORKS CORP NEW COM 65656810 958 192135 SH SHARED 14 192135 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 37 1500 SH SHARED 1500 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 106 4300 SH SHARED 01 4300 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 106 4300 SH SHR/OTHR 01 4300 D NORTH FORK BANCORPORATION NY COM 65942410 15444 405890 SH SHARED 405890 D NORTH FORK BANCORPORATION NY COM 65942410 5020 131935 SH SHARED 01 71872 60063 D NORTH FORK BANCORPORATION NY COM 65942410 298 7841 SH SHR/OTHR 01 7841 D NORTH FORK BANCORPORATION NY COM 65942410 10775 283183 SH SHARED 02 283183 D NORTH FORK BANCORPORATION NY COM 65942410 1263 33200 SH SHARED 03 33200 D NORTH FORK BANCORPORATION NY COM 65942410 9512 250000 SH SHARED 04 250000 D NORTH FORK BANCORPORATION NY COM 65942410 2234 58714 SH SHARED 05 58000 714 D NORTH FORK BANCORPORATION NY COM 65942410 55 1450 SH SHARED 06 1450 D NORTH FORK BANCORPORATION NY COM 65942410 4567 120046 SH SHARED 10 120046 D NORTH FORK BANCORPORATION NY COM 65942410 42 1126 SH SHARED 14 1126 D NORTH PITTSBURGH SYS INC COM 66156210 288 14400 SH SHARED 14400 D NORTH PITTSBURGH SYS INC COM 66156210 72 3600 SH SHARED 01 3600 D NORTH PITTSBURGH SYS INC COM 66156210 52 2596 SH SHARED 02 2596 D NORTH PITTSBURGH SYS INC COM 66156210 44 2200 SH SHARED 10 2200 D NORTH VALLEY BANCORP COM 66304M10 14 893 SH SHARED 893 D NORTH VALLEY BANCORP COM 66304M10 3 221 SH SHARED 01 221 D NORTHEAST UTILS COM 66439710 3592 184490 SH SHARED 184490 D NORTHEAST UTILS COM 66439710 764 39242 SH SHARED 01 37647 1595 D NORTHEAST UTILS COM 66439710 893 45912 SH SHARED 02 45912 D NORTHEAST UTILS COM 66439710 299 15400 SH SHARED 10 15400 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 933 23366 SH SHARED 23366 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 171 4288 SH SHARED 01 3776 512 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 67 1700 SH SHR/OTHR 01 1700 D NORTHERN ORION RES INC COM 66557510 226 100000 SH SHARED 04 100000 D NORTHERN ORION RES INC COM 66557510 4859 2150000 SH SHARED 10 2150000 D NORTHERN STS FINL CORP COM 66575110 111 4122 SH SHARED 02 4122 D NORTHERN TR CORP COM 66585910 61665 1458494 SH SHARED 1458494 D NORTHERN TR CORP COM 66585910 7031 166311 SH SHARED 01 107111 59200 D NORTHERN TR CORP COM 66585910 2967 70176 SH SHR/OTHR 01 15500 54676 D NORTHERN TR CORP COM 66585910 7250 171495 SH SHARED 02 171495 D NORTHERN TR CORP COM 66585910 1285 30400 SH SHARED 03 30400 D NORTHERN TR CORP COM 66585910 942 22282 SH SHARED 05 21510 772 D NORTHERN TR CORP COM 66585910 192 4550 SH SHARED 06 3550 1000 D NORTHERN TR CORP COM 66585910 3446 81510 SH SHARED 10 81510 D NORTHERN TR CORP COM 66585910 76 1800 SH SHARED 14 1800 D NORTHFIELD LABS INC COM 66613510 600 42100 SH SHARED 42100 D NORTHGATE MINERALS CORP COM 66641610 14 9400 SH SHARED 02 9400 D NORTHROP GRUMMAN CORP COM 66680710 165293 3078085 SH SHARED 3064685 13400 D NORTHROP GRUMMAN CORP COM 66680710 9241 172087 SH SHARED 01 83146 88941 D NORTHROP GRUMMAN CORP COM 66680710 780 14532 SH SHR/OTHR 01 14532 D NORTHROP GRUMMAN CORP COM 66680710 12298 229028 SH SHARED 02 229028 D NORTHROP GRUMMAN CORP COM 66680710 86 1602 SH SHARED 05 200 1402 D NORTHROP GRUMMAN CORP COM 66680710 658 12260 SH SHARED 06 11660 600 D NORTHROP GRUMMAN CORP COM 66680710 7807 145394 SH SHARED 10 145394 D NORTHROP GRUMMAN CORP COM 66680710 1444 26898 SH SHARED 14 26898 D NORTHWEST AIRLS CORP FRNT 6.625% 5/1 667280AC 16048 16460000 PRN SHARED 02 16460000 D NORTHWEST AIRLS CORP CL A 66728010 19376 1742528 SH SHARED 1742528 D NORTHWEST AIRLS CORP CL A 66728010 667 60000 SH SHARED 01 60000 D NORTHWEST AIRLS CORP CL A 66728010 22 2000 SH SHR/OTHR 01 2000 D NORTHWEST AIRLS CORP CL A 66728010 2849 256286 SH SHARED 02 256286 D NORTHWEST BANCORP INC PA COM 66732810 409 17900 SH SHARED 17900 D NORTHWEST BANCORP INC PA COM 66732810 16 703 SH SHARED 02 703 D NORTHWEST NAT GAS CO COM 66765510 833 27343 SH SHARED 27343 D NORTHWEST NAT GAS CO COM 66765510 448 14705 SH SHARED 01 14518 187 D NORTHWEST NAT GAS CO COM 66765510 0 28 SH SHARED 02 28 D NORTHWEST NAT GAS CO COM 66765510 460 15110 SH SHARED 10 15110 D NOVA CHEMICALS CORP COM 66977W10 17055 589544 SH SHARED 570644 18900 D NOVA CHEMICALS CORP COM 66977W10 84 2928 SH SHARED 01 2928 D NOVA CHEMICALS CORP COM 66977W10 1 66 SH SHR/OTHR 01 66 D NOVA CHEMICALS CORP COM 66977W10 1430 49453 SH SHARED 02 49453 D NOVA CHEMICALS CORP COM 66977W10 8 300 SH SHARED 10 300 D NOVAMED INC DEL COM 66986W10 37 10938 SH SHARED 10938 D NOVAMED INC DEL COM 66986W10 9 2712 SH SHARED 01 2712 D NOVADEL PHARMA INC COM 66986X10 355 182386 SH SHR/OTHR 182386 D NOVAGOLD RES INC COM NEW 66987E20 93 20000 SH SHARED 20000 D NOVATEL WIRELESS INC COM NEW 66987M60 515 19442 SH SHARED 19442 D NOVARTIS A G SPONSORED ADR 66987V10 43570 979121 SH SHARED 979121 D NOVARTIS A G SPONSORED ADR 66987V10 1320 29670 SH SHR/OTHR 29670 D NOVARTIS A G SPONSORED ADR 66987V10 1605 36071 SH SHARED 01 979 35092 D NOVARTIS A G SPONSORED ADR 66987V10 133 3000 SH SHR/OTHR 01 3000 D NOVARTIS A G SPONSORED ADR 66987V10 727 16357 SH SHARED 02 16357 D NU HORIZONS ELECTRS CORP COM 66990810 96 10700 SH SHARED 10700 D NU HORIZONS ELECTRS CORP COM 66990810 51 5703 SH SHARED 5703 D NU HORIZONS ELECTRS CORP COM 66990810 12 1414 SH SHARED 01 1414 D NOVASTAR FINL INC COM 66994740 3588 94542 SH SHARED 94542 D NOVASTAR FINL INC COM 66994740 18 479 SH SHARED 01 479 D NOVASTAR FINL INC COM 66994740 73 1929 SH SHARED 02 1929 D NOVASTAR FINL INC COM 66994740 20999 553200 SH SHARED 10 553200 D NOVATEL INC COM 66995410 45 3505 SH SHARED 3505 D NOVATEL INC COM 66995410 11 869 SH SHARED 01 869 D NUANCE COMMUNICATIONS INC COM 66996710 3 821 SH SHARED 821 D NUANCE COMMUNICATIONS INC COM 66996710 40 8823 SH SHARED 02 8823 D NOVAVAX INC COM 67000210 19 3635 SH SHARED 3635 D NOVAVAX INC COM 67000210 1 258 SH SHARED 01 258 D NOVELL INC COM 67000610 13021 1552004 SH SHARED 1547004 5000 D NOVELL INC COM 67000610 488 58277 SH SHARED 01 56991 1286 D NOVELL INC COM 67000610 1824 217449 SH SHARED 02 217449 D NOVELL INC COM 67000610 10 1263 SH SHARED 05 1263 D NOVELL INC COM 67000610 1694 201991 SH SHARED 10 201991 D NOVELLUS SYS INC COM 67000810 36455 1159526 SH SHARED 1145957 13569 D NOVELLUS SYS INC COM 67000810 41780 1328901 SH SHARED 01 878553 4080 446268 D NOVELLUS SYS INC COM 67000810 3165 100683 SH SHR/OTHR 01 11190 89493 D NOVELLUS SYS INC COM 67000810 4120 131060 SH SHARED 02 131060 D NOVELLUS SYS INC COM 67000810 3301 105000 SH SHARED 04 105000 D NOVELLUS SYS INC COM 67000810 30 969 SH SHARED 05 969 D NOVELLUS SYS INC COM 67000810 169 5400 SH SHARED 06 5000 400 D NOVELLUS SYS INC COM 67000810 27661 879818 SH SHARED 10 879818 D NOVELLUS SYS INC COM 67000810 1301 41388 SH SHARED 14 41388 D NOVEN PHARMACEUTICALS INC COM 67000910 542 24614 SH SHARED 24614 D NOVEN PHARMACEUTICALS INC COM 67000910 2294 104200 SH SHARED 01 104200 D NOVEN PHARMACEUTICALS INC COM 67000910 0 24 SH SHARED 02 24 D NOVEN PHARMACEUTICALS INC COM 67000910 689 31300 SH SHARED 10 31300 D NOVOSTE CORP COM 67010C10 1 498 SH SHARED 498 D NOVOSTE CORP COM 67010C10 0 123 SH SHARED 01 123 D NOVOSTE CORP COM 67010C10 63 23323 SH SHARED 02 23323 D NOVOGEN LIMITED SPONSORED ADR 67010F10 31 1703 SH SHARED 02 1703 D NOVO-NORDISK A S ADR 67010020 389 7500 SH SHARED 01 7500 D NOVO-NORDISK A S ADR 67010020 10 200 SH SHR/OTHR 01 200 D NOVO-NORDISK A S ADR 67010020 1703 32800 SH SHARED 02 32800 D NU SKIN ENTERPRISES INC CL A 67018T10 1276 50400 SH SHARED 50400 D NU SKIN ENTERPRISES INC CL A 67018T10 3886 153500 SH SHARED 01 153500 D NU SKIN ENTERPRISES INC CL A 67018T10 10 395 SH SHARED 02 395 D NU SKIN ENTERPRISES INC CL A 67018T10 3271 129220 SH SHARED 10 129220 D NSTAR COM 67019E10 1673 34945 SH SHARED 34945 D NSTAR COM 67019E10 830 17353 SH SHARED 01 17353 D NSTAR COM 67019E10 35 738 SH SHR/OTHR 01 738 D NSTAR COM 67019E10 930 19432 SH SHARED 02 19432 D NUCOR CORP COM 67034610 115 1500 SH SHARED 1500 D NUCOR CORP COM 67034610 58715 764925 SH SHARED 764925 D NUCOR CORP COM 67034610 9974 129949 SH SHARED 01 129949 D NUCOR CORP COM 67034610 6049 78814 SH SHARED 02 78814 D NUCOR CORP COM 67034610 18 238 SH SHARED 05 238 D NUCOR CORP COM 67034610 53 700 SH SHARED 06 700 D NUCOR CORP COM 67034610 2714 35365 SH SHARED 10 35365 D NUCOR CORP COM 67034610 168 2200 SH SHARED 14 2200 D NUVEEN INSD PREM INCOME MUN COM 6706D810 22 1804 SH SHARED 01 1804 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 81 7052 SH SHARED 7052 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 20 1748 SH SHARED 01 1748 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 63 5500 SH SHR/OTHR 01 5500 D NUVEEN CALIF PREM INCOME MUN COM 6706L010 31 2500 SH SHR/OTHR 01 2500 D NUTRACEUTICAL INTL CORP COM 67060Y10 288 13520 SH SHARED 13520 D NUTRACEUTICAL INTL CORP COM 67060Y10 657 30867 SH SHARED 01 30867 D NUTRACEUTICAL INTL CORP COM 67060Y10 8 400 SH SHARED 02 400 D NUTRACEUTICAL INTL CORP COM 67060Y10 626 29400 SH SHARED 10 29400 D NUVEEN INSD CALIF PREM INCOM COM 67061X10 13 1000 SH SHARED 01 1000 D NUVEEN CA INVT QUALITY MUN F COM 67062A10 81 6000 SH SHR/OTHR 01 6000 D NUVEEN CALIF MUN VALUE FD COM 67062C10 5 580 SH SHARED 01 580 D NUVEEN INSD QUALITY MUN FD I COM 67062N10 2 179 SH SHARED 01 179 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 41 3000 SH SHR/OTHR 01 3000 D NUVEEN PREM INCOME MUN FD COM 67062T10 85 6491 SH SHARED 6491 D NUVEEN PREM INCOME MUN FD COM 67062T10 21 1609 SH SHARED 01 1609 D NUVEEN PREM INCOME MUN FD 2 COM 67063W10 103 7693 SH SHARED 7693 D NUVEEN PREM INCOME MUN FD 2 COM 67063W10 25 1907 SH SHARED 01 1907 D NUVEEN PREM INCOME MUN FD 2 COM 67063W10 78 5819 SH SHARED 02 5819 D NVIDIA CORP COM 67066G10 17542 856967 SH SHARED 856967 D NVIDIA CORP COM 67066G10 829 40500 SH SHARED 01 40300 200 D NVIDIA CORP COM 67066G10 5011 244804 SH SHARED 02 244804 D NVIDIA CORP COM 67066G10 1637 80000 SH SHARED 04 80000 D NVIDIA CORP COM 67066G10 7 373 SH SHARED 05 373 D NVIDIA CORP COM 67066G10 1637 80000 SH SHARED 06 80000 D NVIDIA CORP COM 67066G10 6131 299547 SH SHARED 10 299547 D NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 77 5449 SH SHARED 5449 D NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 30 2132 SH SHARED 01 2132 D NUVEEN NY DIVID ADVNTG MUN F COM 67066X10 22 1600 SH SHARED 01 1600 D NUVEEN SR INCOME FD COM 67067Y10 10 1042 SH SHARED 1042 D NUVEEN SR INCOME FD COM 67067Y10 2 258 SH SHARED 01 258 D NUTRITION 21 INC COM 67069V10 1 1725 SH SHARED 01 1725 D NUVEEN CA DIV ADVANTG MUN FD COM 67069X10 65 5000 SH SHR/OTHR 01 5000 D NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y10 4 335 SH SHARED 335 D NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y10 61 5000 SH SHR/OTHR 01 5000 D NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y10 122 9900 SH SHARED 02 9900 D NUVASIVE INC COM 67070410 356 32595 SH SHARED 32595 D NUVASIVE INC COM 67070410 238 21800 SH SHR/OTHR 21800 D NYFIX INC COM 67071210 71 14611 SH SHARED 14611 D NYFIX INC COM 67071210 35 7323 SH SHARED 01 5873 1450 D NYFIX INC COM 67071210 194 39681 SH SHARED 02 39681 D NUVEEN QUALITY PFD INCOME FD COM 67072C10 60 4328 SH SHARED 4328 D NUVEEN QUALITY PFD INCOME FD COM 67072C10 15 1072 SH SHARED 01 1072 D NUVELO INC COM NEW 67072M30 270 28100 SH SHARED 28100 D NUVELO INC COM NEW 67072M30 0 84 SH SHARED 02 84 D O CHARLEYS INC COM 67082310 4880 283912 SH SHARED 283912 D O CHARLEYS INC COM 67082310 1278 74402 SH SHARED 74402 D O CHARLEYS INC COM 67082310 160 9339 SH SHARED 01 9339 D O CHARLEYS INC COM 67082310 46 2685 SH SHARED 02 2685 D OGE ENERGY CORP COM 67083710 382 15000 SH SHARED 15000 D OGE ENERGY CORP COM 67083710 833 32707 SH SHARED 32707 D OGE ENERGY CORP COM 67083710 3787 148693 SH SHARED 01 143493 5200 D OGE ENERGY CORP COM 67083710 114 4480 SH SHR/OTHR 01 4480 D OGE ENERGY CORP COM 67083710 842 33095 SH SHARED 02 33095 D OM GROUP INC COM 67087210 1450 43940 SH SHARED 43940 D OM GROUP INC COM 67087210 5668 171720 SH SHARED 01 171720 D OM GROUP INC COM 67087210 259 7869 SH SHARED 02 7869 D OM GROUP INC COM 67087210 3558 107800 SH SHARED 10 107800 D NUVEEN INVTS INC CL A 67090F10 115 4327 SH SHARED 4327 D NUVEEN INVTS INC CL A 67090F10 28 1073 SH SHARED 01 1073 D NUVEEN INVTS INC CL A 67090F10 114 4283 SH SHARED 02 4283 D NUVEEN MUN VALUE FD INC COM 67092810 85 9696 SH SHARED 9696 D NUVEEN MUN VALUE FD INC COM 67092810 21 2404 SH SHARED 01 2404 D NUVEEN PA INVT QUALITY MUN F COM 67097210 8 600 SH SHARED 01 600 D NUVEEN NY SELECT QUALITY MUN COM 67097610 98 7000 SH SHR/OTHR 01 7000 D NUVEEN QUALITY INCOME MUN FD COM 67097710 6 481 SH SHARED 481 D NUVEEN QUALITY INCOME MUN FD COM 67097710 1 119 SH SHARED 01 119 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 45 3206 SH SHARED 3206 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 86 6094 SH SHARED 01 794 5300 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 145 10204 SH SHR/OTHR 01 10204 D NUVEEN CALIF QUALITY INCM MU COM 67098510 220 15450 SH SHR/OTHR 01 15450 D NUVEEN NY QUALITY INCM MUN F COM 67098610 98 7200 SH SHR/OTHR 01 7200 D NUVEEN PREMIER INSD MUN INCO COM 67098710 6 481 SH SHARED 481 D NUVEEN PREMIER INSD MUN INCO COM 67098710 1 119 SH SHARED 01 119 D OSI PHARMACEUTICALS INC NOTE 4.000% 2/0 671040AB 12978 9185000 PRN SHARED 02 9185000 D OSI PHARMACEUTICALS INC NOTE 3.250% 9/0 671040AD 3421 2090000 PRN SHARED 2090000 D OSI PHARMACEUTICALS INC NOTE 3.250% 9/0 671040AD 23327 14250000 PRN SHARED 02 14250000 D OSI PHARMACEUTICALS INC COM 67104010 8327 118228 SH SHARED 118228 D OSI PHARMACEUTICALS INC COM 67104010 1988 28224 SH SHARED 01 27324 900 D OSI PHARMACEUTICALS INC COM 67104010 2584 36686 SH SHARED 02 36686 D OSI PHARMACEUTICALS INC COM 67104010 22725 322625 SH SHARED 04 322625 D OSI PHARMACEUTICALS INC COM 67104010 795 11300 SH SHARED 06 11300 D OSI PHARMACEUTICALS INC COM 67104010 1956 27780 SH SHARED 10 27780 D OSI PHARMACEUTICALS INC COM 67104010 281 4000 SH SHARED 14 4000 D OSI SYSTEMS INC COM 67104410 874 43865 SH SHARED 43865 D OSI SYSTEMS INC COM 67104410 2753 138142 SH SHARED 01 119642 18500 D OSI SYSTEMS INC COM 67104410 713 35786 SH SHARED 02 35786 D OSI SYSTEMS INC COM 67104410 314 15800 SH SHARED 05 15800 D OAK HILL FINL INC COM 67133710 107 3400 SH SHARED 3400 D OAK HILL FINL INC COM 67133710 148 4708 SH SHARED 02 4708 D OAKLEY INC COM 67366210 45 3500 SH SHARED 3500 D OAKLEY INC COM 67366210 521 40318 SH SHARED 40318 D OAKLEY INC COM 67366210 1478 114282 SH SHARED 01 114282 D OAKLEY INC COM 67366210 20 1594 SH SHR/OTHR 01 1594 D OAKLEY INC COM 67366210 163 12672 SH SHARED 02 12672 D OAKLEY INC COM 67366210 722 55800 SH SHARED 10 55800 D OCCIDENTAL PETE CORP DEL COM 67459910 1219 25200 SH SHARED 25200 D OCCIDENTAL PETE CORP DEL COM 67459910 108876 2249044 SH SHARED 2241144 7900 D OCCIDENTAL PETE CORP DEL COM 67459910 31512 650951 SH SHARED 01 649951 1000 D OCCIDENTAL PETE CORP DEL COM 67459910 231 4776 SH SHR/OTHR 01 4776 D OCCIDENTAL PETE CORP DEL COM 67459910 13337 275519 SH SHARED 02 275519 D OCCIDENTAL PETE CORP DEL COM 67459910 6051 125000 SH SHARED 04 125000 D OCCIDENTAL PETE CORP DEL COM 67459910 123 2543 SH SHARED 05 400 2143 D OCCIDENTAL PETE CORP DEL COM 67459910 1046 21621 SH SHARED 06 21221 400 D OCCIDENTAL PETE CORP DEL COM 67459910 25228 521132 SH SHARED 10 521132 D OCCIDENTAL PETE CORP DEL COM 67459910 145 3000 SH SHARED 14 3000 D OCE N V ADR 67462720 531 33600 SH SHARED 02 33600 D OCEANEERING INTL INC COM 67523210 130 3800 SH SHARED 3800 D OCEANEERING INTL INC COM 67523210 868 25370 SH SHARED 25370 D OCEANEERING INTL INC COM 67523210 1 39 SH SHARED 01 39 D OCEANEERING INTL INC COM 67523210 24 724 SH SHARED 02 724 D OCEANFIRST FINL CORP COM 67523410 228 9556 SH SHARED 9556 D OCEANFIRST FINL CORP COM 67523410 122 5112 SH SHARED 01 5112 D OCEANFIRST FINL CORP COM 67523410 0 8 SH SHARED 02 8 D OCEANFIRST FINL CORP COM 67523410 119 5000 SH SHARED 10 5000 D OCTEL CORP COM 67572710 503 19104 SH SHARED 19104 D OCTEL CORP COM 67572710 416 15830 SH SHARED 01 15830 D OCTEL CORP COM 67572710 8 331 SH SHARED 02 331 D OCTEL CORP COM 67572710 200 7600 SH SHARED 10 7600 D OCULAR SCIENCES INC COM 67574410 1181 31102 SH SHARED 31102 D OCULAR SCIENCES INC COM 67574410 145 3825 SH SHR/OTHR 3825 D OCULAR SCIENCES INC COM 67574410 7028 184948 SH SHARED 01 175663 4300 4985 D OCULAR SCIENCES INC COM 67574410 43 1154 SH SHR/OTHR 01 1154 D OCULAR SCIENCES INC COM 67574410 108 2862 SH SHARED 02 2862 D OCULAR SCIENCES INC COM 67574410 12092 318230 SH SHARED 10 318230 D OCWEN FINL CORP COM 67574610 463 38527 SH SHARED 38527 D OCWEN FINL CORP COM 67574610 9 800 SH SHARED 01 800 D OCWEN FINL CORP COM 67574610 517 42940 SH SHARED 02 42940 D ODYSSEY HEALTHCARE INC COM 67611V10 1159 61632 SH SHARED 61632 D ODYSSEY HEALTHCARE INC COM 67611V10 42 2232 SH SHARED 02 2232 D ODYSSEY HEALTHCARE INC COM 67611V10 4742 252000 SH SHARED 10 252000 D ODYSSEY RE HLDGS CORP DBCV 4.375% 6/1 67612WAB 1223 1000000 PRN SHARED 1000000 D ODYSSEY RE HLDGS CORP COM 67612W10 137 5747 SH SHARED 5747 D ODYSSEY RE HLDGS CORP COM 67612W10 758 31598 SH SHARED 01 31598 D ODYSSEY RE HLDGS CORP COM 67612W10 44 1847 SH SHARED 02 1847 D ODYSSEY RE HLDGS CORP COM 67612W10 506 21100 SH SHARED 10 21100 D OFFICE DEPOT INC COM 67622010 15485 864614 SH SHARED 840284 24330 D OFFICE DEPOT INC COM 67622010 849 47425 SH SHARED 01 45534 1891 D OFFICE DEPOT INC COM 67622010 3275 182863 SH SHARED 02 182863 D OFFICE DEPOT INC COM 67622010 11551 645000 SH SHARED 04 645000 D OFFICE DEPOT INC COM 67622010 6585 367695 SH SHARED 05 294750 72945 D OFFICE DEPOT INC COM 67622010 2561 143000 SH SHARED 06 143000 D OFFICE DEPOT INC COM 67622010 2921 163145 SH SHARED 10 163145 D OFFICE DEPOT INC COM 67622010 68 3800 SH SHARED 14 3800 D OFFSHORE LOGISTICS INC COM 67625510 1059 37689 SH SHARED 37689 D OFFSHORE LOGISTICS INC COM 67625510 157 5611 SH SHARED 01 5611 D OFFSHORE LOGISTICS INC COM 67625510 776 27620 SH SHARED 02 27620 D OFFSHORE LOGISTICS INC COM 67625510 5834 207500 SH SHARED 10 207500 D OHIO CAS CORP NOTE 5.000% 3/1 677240AC 0 180 PRN SHARED 01 180 D OHIO CAS CORP COM 67724010 1880 93427 SH SHARED 93427 D OHIO CAS CORP COM 67724010 314 15600 SH SHARED 01 15600 D OHIO CAS CORP COM 67724010 670 33328 SH SHR/OTHR 01 33328 D OHIO CAS CORP COM 67724010 377 18745 SH SHARED 02 18745 D OHIO CAS CORP COM 67724010 6857 340655 SH SHARED 10 340655 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 335 4650 SH SHARED 4650 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 2394 33150 SH SHARED 02 33150 D OIL STS INTL INC COM 67802610 1403 91720 SH SHARED 91720 D OIL STS INTL INC COM 67802610 177 11600 SH SHARED 01 11600 D OIL STS INTL INC COM 67802610 9 624 SH SHARED 02 624 D OIL STS INTL INC COM 67802610 8257 539700 SH SHARED 10 539700 D OLD DOMINION FGHT LINES INC COM 67958010 673 22829 SH SHARED 22829 D OLD DOMINION FGHT LINES INC COM 67958010 21 735 SH SHARED 01 735 D OLD DOMINION FGHT LINES INC COM 67958010 122 4170 SH SHARED 02 4170 D OLD NATL BANCORP IND COM 68003310 1579 63601 SH SHARED 63601 D OLD NATL BANCORP IND COM 68003310 406 16365 SH SHARED 01 16365 D OLD NATL BANCORP IND COM 68003310 55 2224 SH SHARED 02 2224 D OLD NATL BANCORP IND COM 68003310 168 6800 SH SHARED 10 6800 D OLD POINT FINL CORP COM 68019410 109 3673 SH SHARED 02 3673 D OLD REP INTL CORP COM 68022310 438 18500 SH SHARED 18500 D OLD REP INTL CORP COM 68022310 5098 214942 SH SHARED 214942 D OLD REP INTL CORP COM 68022310 4233 178457 SH SHARED 01 177257 1200 D OLD REP INTL CORP COM 68022310 1897 79998 SH SHARED 02 79998 D OLD REP INTL CORP COM 68022310 35 1500 SH SHARED 06 1500 D OLD SECOND BANCORP INC ILL COM 68027710 332 6300 SH SHARED 6300 D OLD SECOND BANCORP INC ILL COM 68027710 54 1031 SH SHARED 02 1031 D OLIN CORP COM PAR $1 68066520 195 11100 SH SHARED 11100 D OLIN CORP COM PAR $1 68066520 2165 122897 SH SHARED 122897 D OLIN CORP COM PAR $1 68066520 403 22895 SH SHARED 01 22895 D OLIN CORP COM PAR $1 68066520 52 3000 SH SHR/OTHR 01 3000 D OLIN CORP COM PAR $1 68066520 464 26340 SH SHARED 02 26340 D OLYMPIC STEEL INC COM 68162K10 7 372 SH SHARED 372 D OMNICARE INC COM 68190410 10642 248591 SH SHARED 248591 D OMNICARE INC COM 68190410 4264 99622 SH SHARED 01 93322 6300 D OMNICARE INC COM 68190410 3278 76579 SH SHARED 02 76579 D OMNICARE INC COM 68190410 6751 157700 SH SHARED 10 157700 D OMNICOM GROUP INC NOTE 2/0 681919AK 26314 26500000 PRN SHARED 26500000 D OMNICOM GROUP INC NOTE 2/0 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SH SHARED 94944 D OMEGA HEALTHCARE INVS INC COM 68193610 72 7195 SH SHARED 01 7195 D OMEGA HEALTHCARE INVS INC COM 68193610 0 8 SH SHARED 02 8 D 1-800 CONTACTS INC COM 68197710 104 7000 SH SHARED 7000 D 1-800 CONTACTS INC COM 68197710 0 47 SH SHARED 02 47 D OMEGA FINL CORP COM 68209210 253 7400 SH SHARED 7400 D OMEGA FINL CORP COM 68209210 88 2593 SH SHARED 02 2593 D OMEGA PROTEIN CORP COM 68210P10 102 10600 SH SHARED 5600 5000 D OMEGA PROTEIN CORP COM 68210P10 15 1547 SH SHARED 02 1547 D OMNIVISION TECHNOLOGIES INC COM 68212810 2884 180852 SH SHARED 180852 D OMNIVISION TECHNOLOGIES INC COM 68212810 1808 113411 SH SHARED 01 113411 D OMNIVISION TECHNOLOGIES INC COM 68212810 230 14429 SH SHARED 02 14429 D OMNIVISION TECHNOLOGIES INC COM 68212810 129 8100 SH SHARED 10 8100 D OMNOVA SOLUTIONS INC COM 68212910 233 38300 SH SHARED 38300 D OMNOVA SOLUTIONS INC COM 68212910 0 44 SH SHARED 02 44 D OMNICELL INC COM 68213N10 351 24053 SH SHARED 24053 D OMNICELL INC COM 68213N10 139 9548 SH SHR/OTHR 9548 D OMNICELL INC COM 68213N10 1602 109700 SH SHARED 01 104500 4900 300 D OMNICELL INC COM 68213N10 16 1147 SH SHR/OTHR 01 1147 D OMNICELL INC COM 68213N10 0 20 SH SHARED 02 20 D OMNICELL INC COM 68213N10 3374 231000 SH SHARED 10 231000 D OMNICARE CAP TR I PIERS 68214L20 30041 484300 SH SHARED 484300 D ON ASSIGNMENT INC COM 68215910 83 14077 SH SHARED 14077 D ON ASSIGNMENT INC COM 68215910 0 84 SH SHARED 02 84 D ON SEMICONDUCTOR CORP COM 68218910 860 171445 SH SHARED 171445 D ON SEMICONDUCTOR CORP COM 68218910 2658 529637 SH SHARED 01 496512 33125 D ON SEMICONDUCTOR CORP COM 68218910 23 4623 SH SHARED 02 4623 D ON SEMICONDUCTOR CORP COM 68218910 403 80400 SH SHARED 10 80400 D ONE LIBERTY PPTYS INC COM 68240610 184 10177 SH SHARED 10177 D ONE LIBERTY PPTYS INC COM 68240610 45 2523 SH SHARED 01 2523 D ONE LIBERTY PPTYS INC COM 68240610 4866 268000 SH SHARED 11 268000 D 1 800 FLOWERS COM CL A 68243Q10 359 44105 SH SHARED 44105 D 1 800 FLOWERS COM CL A 68243Q10 38 4679 SH SHARED 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194 4600 SH SHARED 14 4600 D ONYX SOFTWARE CORP COM NEW 68340220 10 2523 SH SHARED 2523 D ONYX SOFTWARE CORP COM NEW 68340220 2 625 SH SHARED 01 625 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 9884 102483 SH SHARED 102483 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 439 4559 SH SHARED 01 4559 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 19777 205050 SH SHARED 04 205050 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 453 4700 SH SHARED 05 4700 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 337 3500 SH SHARED 06 3500 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 1263 13100 SH SHARED 10 13100 D OPEN SOLUTIONS INC COM 68371P10 282 11300 SH SHARED 11300 D OPEN SOLUTIONS INC COM 68371P10 7159 286600 SH SHARED 01 245800 40800 D OPEN SOLUTIONS INC COM 68371P10 886 35500 SH SHARED 05 35500 D OPEN TEXT CORP COM 68371510 23 722 SH SHARED 722 D OPEN TEXT CORP COM 68371510 16 515 SH SHARED 02 515 D OPEN TEXT CORP COM 68371510 3 100 SH SHARED 06 100 D OPENWAVE SYS INC COM NEW 68371830 944 74357 SH SHARED 74357 D OPENWAVE SYS INC COM NEW 68371830 1703 134100 SH SHARED 01 134100 D OPENWAVE SYS INC COM NEW 68371830 254 20053 SH SHARED 02 20053 D OPENWAVE SYS INC COM NEW 68371830 345 27200 SH SHARED 10 27200 D OPLINK COMMUNICATIONS INC COM 68375Q10 295 154043 SH SHARED 154043 D OPLINK COMMUNICATIONS INC COM 68375Q10 0 3 SH SHARED 01 3 D OPLINK COMMUNICATIONS INC COM 68375Q10 141 73515 SH SHARED 02 73515 D OPNET TECHNOLOGIES INC COM 68375710 253 19334 SH SHARED 19334 D OPNET TECHNOLOGIES INC COM 68375710 19 1520 SH SHARED 01 1520 D OPNET TECHNOLOGIES INC COM 68375710 5 393 SH SHARED 02 393 D OPTICAL COMMUNICATION PRODS CL A 68382T10 252 105684 SH SHARED 105684 D OPTICAL COMMUNICATION PRODS CL A 68382T10 20 8458 SH SHARED 01 8458 D OPTICAL COMMUNICATION PRODS CL A 68382T10 0 112 SH SHARED 02 112 D OPTICAL CABLE CORP COM NEW 68382720 20 3875 SH SHARED 3875 D OPTICAL CABLE CORP COM NEW 68382720 5 960 SH SHARED 01 960 D OPSWARE INC COM 68383A10 701 88631 SH SHARED 88631 D OPSWARE INC COM 68383A10 21 2700 SH SHARED 01 2700 D OPSWARE INC COM 68383A10 64 8201 SH SHARED 02 8201 D OPTICARE HEALTH SYS INC COM 68386P10 0 3 SH SHARED 02 3 D ORACLE CORP COM 68389X10 1 139 SH SHARED 139 D ORACLE CORP COM 68389X10 249090 20879354 SH SHARED 20642783 236571 D ORACLE CORP COM 68389X10 124643 10447906 SH SHARED 01 6651636 63600 3732670 D ORACLE CORP COM 68389X10 2715 227578 SH SHR/OTHR 01 66490 161088 D ORACLE CORP COM 68389X10 33724 2826902 SH SHARED 02 2826902 D ORACLE CORP COM 68389X10 8763 734600 SH SHARED 03 734600 D ORACLE CORP COM 68389X10 127651 10700000 SH SHARED 04 10700000 D ORACLE CORP COM 68389X10 36142 3029544 SH SHARED 05 1863537 1166007 D ORACLE CORP COM 68389X10 21924 1837743 SH SHARED 06 1313043 524700 D ORACLE CORP COM 68389X10 2224 186504 SH SHARED 07 186504 D ORACLE CORP COM 68389X10 2255 189024 SH SHARED 09 189024 D ORACLE CORP COM 68389X10 220756 18504279 SH SHARED 10 18504279 D ORACLE CORP COM 68389X10 3106 260405 SH SHARED 14 260405 D OPTION CARE INC COM 68394810 326 21427 SH SHARED 21427 D OPTION CARE INC COM 68394810 393 25763 SH SHARED 01 25763 D OPTION CARE INC COM 68394810 19 1265 SH SHARED 02 1265 D OPTION CARE INC COM 68394810 360 23600 SH SHARED 10 23600 D ORASURE TECHNOLOGIES INC COM 68554V10 1205 123850 SH SHARED 123850 D ORASURE TECHNOLOGIES INC COM 68554V10 110 11319 SH SHARED 01 11319 D ORASURE TECHNOLOGIES INC COM 68554V10 50 5211 SH SHARED 02 5211 D ORBITZ INC CL A 68556Y10 2470 114260 SH SHARED 114260 D ORBITZ INC CL A 68556Y10 11 530 SH SHARED 01 530 D ORBITZ INC CL A 68556Y10 748 34608 SH SHARED 02 34608 D ORBITAL SCIENCES CORP COM 68556410 1006 72873 SH SHARED 72873 D ORBITAL SCIENCES CORP COM 68556410 1625 117727 SH SHARED 01 117727 D ORBITAL SCIENCES CORP COM 68556410 0 44 SH SHARED 02 44 D ORBITAL SCIENCES CORP COM 68556410 504 36500 SH SHARED 10 36500 D ORBITAL SCIENCES CORP *W EXP 08/31/200 68556413 19 2090 SH SHARED 2090 D ORCHID BIOSCIENCES INC COM PAR $0.01 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63 8000 SH SHARED 8000 D ORLEANS HOMEBUILDERS INC COM 68658810 185 9628 SH SHARED 9628 D ORLEANS HOMEBUILDERS INC COM 68658810 44 2292 SH SHARED 01 2292 D ORLEANS HOMEBUILDERS INC COM 68658810 0 27 SH SHARED 02 27 D ORPHAN MED INC COM 68730310 20 2000 SH SHARED 2000 D ORTHOLOGIC CORP COM 68750J10 547 63092 SH SHARED 63092 D ORTHOLOGIC CORP COM 68750J10 52 6000 SH SHR/OTHR 01 6000 D ORTHOLOGIC CORP COM 68750J10 31 3633 SH SHARED 02 3633 D ORTHODONTIC CTRS AMER INC COM 68750P10 526 64300 SH SHARED 64300 D ORTHODONTIC CTRS AMER INC COM 68750P10 151 18500 SH SHARED 01 18500 D ORTHODONTIC CTRS AMER INC COM 68750P10 364 44532 SH SHARED 02 44532 D ORTHOVITA INC COM 68750U10 232 45326 SH SHARED 45326 D ORTHOVITA INC COM 68750U10 8 1618 SH SHARED 01 1618 D ORTHOVITA INC COM 68750U10 4 918 SH SHARED 02 918 D OSCIENT PHARMACEUTICALS CORP COM 68812R10 297 58151 SH SHARED 58151 D OSCIENT PHARMACEUTICALS CORP COM 68812R10 271 53217 SH SHR/OTHR 53217 D OSCIENT PHARMACEUTICALS CORP COM 68812R10 1 300 SH SHARED 01 300 D OSCIENT PHARMACEUTICALS CORP COM 68812R10 124 24341 SH SHARED 02 24341 D OSHKOSH B GOSH INC CL A 68822220 154 6200 SH SHARED 6200 D OSHKOSH B GOSH INC CL A 68822220 45 1840 SH SHARED 01 840 1000 D OSHKOSH B GOSH INC CL A 68822220 96 3852 SH SHARED 02 3852 D OSHKOSH TRUCK CORP COM 68823920 101 1763 SH SHARED 1763 D OSHKOSH TRUCK CORP COM 68823920 88 1537 SH SHARED 01 1237 300 D OSHKOSH TRUCK CORP COM 68823920 2485 43366 SH SHARED 02 43366 D OSHKOSH TRUCK CORP COM 68823920 8037 140240 SH SHARED 10 140240 D OSTEOTECH INC COM 68858210 99 15310 SH SHARED 15310 D OSTEOTECH INC COM 68858210 52 8018 SH SHARED 01 8018 D OSTEOTECH INC COM 68858210 142 21884 SH SHARED 02 21884 D OTTER TAIL CORP COM 68964810 785 29250 SH SHARED 29250 D OTTER TAIL CORP COM 68964810 50 1882 SH SHARED 01 1882 D OTTER TAIL CORP COM 68964810 106 3980 SH SHARED 02 3980 D OUTBACK STEAKHOUSE INC COM 68989910 2061 49837 SH SHARED 49837 D OUTBACK STEAKHOUSE INC COM 68989910 2534 61279 SH SHARED 01 58279 3000 D OUTBACK STEAKHOUSE INC COM 68989910 284 6882 SH SHR/OTHR 01 6882 D OUTBACK STEAKHOUSE INC COM 68989910 1518 36714 SH SHARED 02 36714 D OVERLAND STORAGE INC COM 69031010 339 25633 SH SHARED 25633 D OVERLAND STORAGE INC COM 69031010 62 4713 SH SHARED 01 2504 2209 D OVERLAND STORAGE INC COM 69031010 29 2209 SH SHR/OTHR 01 2209 D OVERLAND STORAGE INC COM 69031010 0 10 SH SHARED 02 10 D OVERNITE CORP COM 69032210 826 28114 SH SHARED 28114 D OVERNITE CORP COM 69032210 13401 455823 SH SHARED 01 430323 3900 21600 D OVERNITE CORP COM 69032210 51 1765 SH SHARED 02 1765 D OVERNITE CORP COM 69032210 44 1510 SH SHARED 05 1510 D OVERNITE CORP COM 69032210 9980 339464 SH SHARED 10 339464 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 2871 65074 SH SHARED 65074 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 8087 183267 SH SHARED 01 183267 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 442 10016 SH SHARED 02 10016 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 6707 152000 SH SHARED 10 152000 D OVERSTOCK COM INC DEL COM 69037010 7265 185766 SH SHARED 185766 D OVERSTOCK COM INC DEL COM 69037010 191 4900 SH SHARED 01 4900 D OVERSTOCK COM INC DEL COM 69037010 8 208 SH SHARED 02 208 D OWENS & MINOR INC NEW COM 69073210 4735 182821 SH SHARED 182821 D OWENS & MINOR INC NEW COM 69073210 16 622 SH SHARED 01 622 D OWENS & MINOR INC NEW COM 69073210 1 59 SH SHARED 02 59 D OWENS ILL INC COM NEW 69076840 927 55321 SH SHARED 55321 D OWENS ILL INC COM NEW 69076840 4928 294069 SH SHARED 01 294069 D OWENS ILL INC COM NEW 69076840 2100 125333 SH SHARED 02 125333 D OWENS ILL INC COM NEW 69076840 4537 270730 SH SHARED 10 270730 D OWENS ILL INC PFD CONV $.01 69076850 1072 31900 SH SHARED 31900 D OXFORD HEALTH PLANS INC COM 69147110 80767 1467438 SH SHARED 1467438 D OXFORD HEALTH PLANS INC COM 69147110 2311 42005 SH SHARED 01 42005 D OXFORD HEALTH PLANS INC COM 69147110 18638 338637 SH SHARED 02 338637 D OXFORD HEALTH PLANS INC COM 69147110 1320 24000 SH SHARED 10 24000 D OXFORD HEALTH PLANS INC COM 69147110 163 2970 SH SHARED 14 2970 D OXFORD INDS INC COM 69149730 899 20650 SH SHARED 20650 D OXFORD INDS INC COM 69149730 586 13474 SH SHARED 01 13474 D OXFORD INDS INC COM 69149730 100 2310 SH SHARED 02 2310 D OXIGENE INC COM 69182810 62 9968 SH SHARED 9968 D OXIGENE INC COM 69182810 5 932 SH SHARED 01 932 D OXIGENE INC COM 69182810 175 27902 SH SHARED 02 27902 D PAB BANKSHARES INC COM 69313P10 123 10151 SH SHARED 02 10151 D P A M TRANSN SVCS INC COM 69314910 114 6000 SH SHARED 6000 D P A M TRANSN SVCS INC COM 69314910 0 8 SH SHARED 02 8 D P C CONNECTION COM 69318J10 246 37682 SH SHARED 37682 D P C CONNECTION COM 69318J10 40 6216 SH SHARED 01 6216 D P C CONNECTION COM 69318J10 0 8 SH SHARED 02 8 D PC MALL INC COM 69323K10 141 7500 SH SHARED 7500 D PC-TEL INC COM 69325Q10 353 29975 SH SHARED 29975 D PC-TEL INC COM 69325Q10 118 10073 SH SHARED 01 10073 D PC-TEL INC COM 69325Q10 38 3281 SH SHARED 02 3281 D PC-TEL INC COM 69325Q10 8763 742700 SH SHARED 10 742700 D PDF SOLUTIONS INC COM 69328210 119 14100 SH SHARED 14100 D PDF SOLUTIONS INC COM 69328210 46 5455 SH SHARED 02 5455 D PDI INC COM 69329V10 297 9798 SH SHARED 9798 D PDI INC COM 69329V10 1649 54300 SH SHARED 01 54300 D PDI INC COM 69329V10 289 9534 SH SHARED 02 9534 D PDI INC COM 69329V10 546 18000 SH SHARED 10 18000 D PG&E CORP COM 69331C10 776 27800 SH SHARED 27800 D PG&E CORP COM 69331C10 41544 1486911 SH SHARED 1484411 2500 D PG&E CORP COM 69331C10 2738 98000 SH SHR/OTHR 98000 D PG&E CORP COM 69331C10 15845 567128 SH SHARED 01 176528 390600 D PG&E CORP COM 69331C10 134 4800 SH SHR/OTHR 01 4800 D PG&E CORP COM 69331C10 7185 257176 SH SHARED 02 257176 D PG&E CORP COM 69331C10 9442 337952 SH SHARED 05 216500 121452 D PG&E CORP COM 69331C10 152 5453 SH SHARED 06 4453 1000 D PG&E CORP COM 69331C10 628 22500 SH SHARED 07 22500 D PG&E CORP COM 69331C10 849 30400 SH SHARED 09 30400 D PG&E CORP COM 69331C10 34440 1232653 SH SHARED 10 1232653 D PG&E CORP COM 69331C10 86 3100 SH SHARED 14 3100 D PFF BANCORP INC COM 69331W10 454 12205 SH SHARED 12205 D PFF BANCORP INC COM 69331W10 1370 36800 SH SHARED 01 36800 D PFF BANCORP INC COM 69331W10 118 3184 SH SHARED 02 3184 D PFF BANCORP INC COM 69331W10 9061 243334 SH SHARED 10 243334 D P F CHANGS CHINA BISTRO INC COM 69333Y10 6869 166931 SH SHARED 166931 D P F CHANGS CHINA BISTRO INC COM 69333Y10 983 23905 SH SHARED 01 23630 275 D P F CHANGS CHINA BISTRO INC COM 69333Y10 27 676 SH SHR/OTHR 01 676 D P F CHANGS CHINA BISTRO INC COM 69333Y10 170 4146 SH SHARED 02 4146 D P F CHANGS CHINA BISTRO INC COM 69333Y10 2880 70000 SH SHARED 04 70000 D PICO HLDGS INC COM NEW 69336620 145 7700 SH SHARED 7700 D PICO HLDGS INC COM NEW 69336620 0 8 SH SHARED 02 8 D PLX TECHNOLOGY INC COM 69341710 642 37237 SH SHARED 37237 D PLX TECHNOLOGY INC COM 69341710 20 1165 SH SHARED 01 1165 D PLX TECHNOLOGY INC COM 69341710 8 500 SH SHARED 02 500 D PMA CAP CORP DBCV 4.250% 9/3 693419AA 1890 2000000 PRN SHARED 2000000 D PMA CAP CORP CL A 69341920 665 73947 SH SHARED 73947 D PMA CAP CORP CL A 69341920 162 18081 SH SHARED 01 18081 D PMA CAP CORP CL A 69341920 0 28 SH SHARED 02 28 D PMC-SIERRA INC NOTE 3.750% 8/1 69344FAB 995 1000000 PRN SHARED 1000000 D PMC-SIERRA INC COM 69344F10 9914 690890 SH SHARED 686190 4700 D PMC-SIERRA INC COM 69344F10 1176 82010 SH SHARED 01 82010 D PMC-SIERRA INC COM 69344F10 22 1538 SH SHR/OTHR 01 1538 D PMC-SIERRA INC COM 69344F10 1271 88609 SH SHARED 02 88609 D PMC-SIERRA INC COM 69344F10 15 1093 SH SHARED 05 1093 D PMC-SIERRA INC COM 69344F10 3071 214053 SH SHARED 10 214053 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 3703 3240000 PRN SHARED 02 3240000 D PMI GROUP INC COM 69344M10 678 15600 SH SHARED 15600 D PMI GROUP INC COM 69344M10 13798 317067 SH SHARED 317067 D PMI GROUP INC COM 69344M10 2322 53357 SH SHARED 01 53357 D PMI GROUP INC COM 69344M10 1373 31550 SH SHARED 02 31550 D PMI GROUP INC COM 69344M10 34 800 SH SHARED 06 800 D PMI GROUP INC COM 69344M10 182 4200 SH SHARED 10 4200 D PNC FINL SVCS GROUP INC COM 69347510 1112 20960 SH SHARED 20960 D PNC FINL SVCS GROUP INC COM 69347510 62328 1174231 SH SHARED 1105056 69175 D PNC FINL SVCS GROUP INC COM 69347510 77440 1458944 SH SHARED 01 888817 1500 568627 D PNC FINL SVCS GROUP INC COM 69347510 622 11726 SH SHR/OTHR 01 11726 D PNC FINL SVCS GROUP INC COM 69347510 8911 167886 SH SHARED 02 167886 D PNC FINL SVCS GROUP INC COM 69347510 64 1208 SH SHARED 05 300 908 D PNC FINL SVCS GROUP INC COM 69347510 269 5070 SH SHARED 06 4770 300 D PNC FINL SVCS GROUP INC COM 69347510 189370 3567649 SH SHARED 10 3567649 D PNC FINL SVCS GROUP INC COM 69347510 230 4339 SH SHARED 14 4339 D POSCO SPONSORED ADR 69348310 100053 2985771 SH SHARED 2982771 3000 D POSCO SPONSORED ADR 69348310 39718 1185276 SH SHARED 01 1142046 43230 D POSCO SPONSORED ADR 69348310 23731 708200 SH SHARED 04 708200 D POSCO SPONSORED ADR 69348310 0 4 SH SHARED 05 4 D POSCO SPONSORED ADR 69348310 5926 176850 SH SHARED 06 173100 3750 D POSCO SPONSORED ADR 69348310 16501 492436 SH SHARED 10 492436 D POSCO SPONSORED ADR 69348310 38868 1159900 SH SHARED 12 22745 1137155 D POSCO SPONSORED ADR 69348310 1351 40346 SH SHARED 14 40346 D PNM RES INC COM 69349H10 1965 94646 SH SHARED 94646 D PNM RES INC COM 69349H10 3367 162150 SH SHARED 01 162150 D PNM RES INC COM 69349H10 306 14760 SH SHARED 02 14760 D PNM RES INC COM 69349H10 2772 133465 SH SHARED 10 133465 D PPG INDS INC COM 69350610 39060 625067 SH SHARED 625067 D PPG INDS INC COM 69350610 5857 93742 SH SHARED 01 51671 42071 D PPG INDS INC COM 69350610 1012 16200 SH SHR/OTHR 01 16200 D PPG INDS INC COM 69350610 7686 123004 SH SHARED 02 123004 D PPG INDS INC COM 69350610 69 1108 SH SHARED 05 200 908 D PPG INDS INC COM 69350610 324 5189 SH SHARED 06 2689 2500 D PPG INDS INC COM 69350610 5898 94385 SH SHARED 10 94385 D PPG INDS INC COM 69350610 83 1330 SH SHARED 14 1330 D PPL CORP COM 69351T10 500 10900 SH SHARED 10900 D PPL CORP COM 69351T10 61611 1342301 SH SHARED 1342301 D PPL CORP COM 69351T10 1881 40999 SH SHARED 01 29599 11400 D PPL CORP COM 69351T10 27 600 SH SHR/OTHR 01 600 D PPL CORP COM 69351T10 4503 98125 SH SHARED 02 98125 D PPL CORP COM 69351T10 38 838 SH SHARED 05 100 738 D PPL CORP COM 69351T10 82 1800 SH SHARED 06 1800 D PPL CORP COM 69351T10 3665 79858 SH SHARED 10 79858 D PPL CORP COM 69351T10 59 1295 SH SHARED 14 1295 D PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE 927 900000 PRN SHARED 02 900000 D PRG-SCHULTZ INTERNATIONAL IN NOTE 4.750%11/2 69357CAA 1219 1223000 PRN SHARED 1223000 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 229 42026 SH SHARED 42026 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 7 1325 SH SHARED 01 725 600 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 20 3801 SH SHARED 02 3801 D PS BUSINESS PKS INC CALIF COM 69360J10 603 15000 SH SHARED 15000 D PS BUSINESS PKS INC CALIF COM 69360J10 181 4500 SH SHARED 01 4500 D PS BUSINESS PKS INC CALIF COM 69360J10 0 13 SH SHARED 02 13 D PS BUSINESS PKS INC CALIF COM 69360J10 5291 131500 SH SHARED 10 131500 D PS BUSINESS PKS INC CALIF COM 69360J10 18771 466500 SH SHARED 11 466500 D PSS WORLD MED INC COM 69366A10 4121 367950 SH SHARED 367950 D PSS WORLD MED INC COM 69366A10 1190 106322 SH SHARED 106322 D PSS WORLD MED INC COM 69366A10 2510 224119 SH SHARED 01 191694 31900 525 D PSS WORLD MED INC COM 69366A10 15 1409 SH SHR/OTHR 01 1409 D PSS WORLD MED INC COM 69366A10 139 12469 SH SHARED 02 12469 D PSS WORLD MED INC COM 69366A10 8519 760700 SH SHARED 10 760700 D PTEK HLDGS INC COM 69366M10 755 65517 SH SHARED 65517 D PTEK HLDGS INC COM 69366M10 2361 204827 SH SHARED 01 204327 500 D PTEK HLDGS INC COM 69366M10 0 44 SH SHARED 02 44 D PTEK HLDGS INC COM 69366M10 747 64800 SH SHARED 10 64800 D PAC-WEST TELECOM INC COM 69371Y10 20 18300 SH SHARED 18300 D PAC-WEST TELECOM INC COM 69371Y10 0 700 SH SHARED 01 700 D PACCAR INC COM 69371810 60700 1046737 SH SHARED 1046737 D PACCAR INC COM 69371810 61880 1067093 SH SHARED 01 76078 991015 D PACCAR INC COM 69371810 4190 72267 SH SHR/OTHR 01 5145 67122 D PACCAR INC COM 69371810 5261 90723 SH SHARED 02 90723 D PACCAR INC COM 69371810 539 9296 SH SHARED 05 9296 D PACCAR INC COM 69371810 108 1875 SH SHARED 06 1500 375 D PACCAR INC COM 69371810 4781 82461 SH SHARED 10 82461 D PACCAR INC COM 69371810 79 1374 SH SHARED 14 1374 D PACER INTL INC TENN COM 69373H10 1901 102777 SH SHARED 102777 D PACER INTL INC TENN COM 69373H10 263 14267 SH SHARED 01 14267 D PACER INTL INC TENN COM 69373H10 7 424 SH SHARED 02 424 D PACIFIC CAP BANCORP NEW COM 69404P10 1231 43787 SH SHARED 43787 D PACIFIC CAP BANCORP NEW COM 69404P10 4865 172973 SH SHARED 01 172973 D PACIFIC CAP BANCORP NEW COM 69404P10 244 8708 SH SHARED 02 8708 D PACIFIC CAP BANCORP NEW COM 69404P10 3215 114310 SH SHARED 10 114310 D PACIFIC ENERGY PARTNERS L P COM UNIT 69422R10 4 167 SH SHARED 167 D PACIFIC MERCANTILE BANCORP COM 69455210 33 3062 SH SHARED 3062 D PACIFIC MERCANTILE BANCORP COM 69455210 8 759 SH SHARED 01 759 D PACIFIC SUNWEAR CALIF INC COM 69487310 4883 249267 SH SHARED 249267 D PACIFIC SUNWEAR CALIF INC COM 69487310 8804 449451 SH SHARED 01 436307 13144 D PACIFIC SUNWEAR CALIF INC COM 69487310 24 1264 SH SHR/OTHR 01 1264 D PACIFIC SUNWEAR CALIF INC COM 69487310 1124 57418 SH SHARED 02 57418 D PACIFIC SUNWEAR CALIF INC COM 69487310 101 5177 SH SHARED 06 5177 D PACIFIC SUNWEAR CALIF INC COM 69487310 374 19100 SH SHARED 10 19100 D PACIFICARE HEALTH SYS DEL DBCV 3.000%10/1 695112AG 6 3500 PRN SHARED 01 3500 D PACIFICARE HEALTH SYS DEL COM 69511210 405 10500 SH SHARED 10500 D PACIFICARE HEALTH SYS DEL COM 69511210 5754 148846 SH SHARED 148846 D PACIFICARE HEALTH SYS DEL COM 69511210 1929 49900 SH SHR/OTHR 49900 D PACIFICARE HEALTH SYS DEL COM 69511210 4643 120114 SH SHARED 01 120114 D PACIFICARE HEALTH SYS DEL COM 69511210 3790 98041 SH SHARED 02 98041 D PACIFICARE HEALTH SYS DEL COM 69511210 17493 452500 SH SHARED 04 452500 D PACIFICARE HEALTH SYS DEL COM 69511210 73 1900 SH SHARED 06 1900 D PACIFICARE HEALTH SYS DEL COM 69511210 1921 49710 SH SHARED 10 49710 D PACKAGING CORP AMER COM 69515610 2329 97462 SH SHARED 97462 D PACKAGING CORP AMER COM 69515610 40458 1692819 SH SHARED 01 1452869 3700 236250 D PACKAGING CORP AMER COM 69515610 46 1932 SH SHR/OTHR 01 1932 D PACKAGING CORP AMER COM 69515610 802 33596 SH SHARED 02 33596 D PACKAGING CORP AMER COM 69515610 40281 1685400 SH SHARED 10 1685400 D PACKAGING DYNAMICS CORP COM 69516010 235 17000 SH SHARED 17000 D PACKETEER INC COM 69521010 807 50023 SH SHARED 50023 D PACKETEER INC COM 69521010 64 3977 SH SHARED 01 3977 D PACKETEER INC COM 69521010 6 425 SH SHARED 02 425 D PACTIV CORP COM 69525710 8792 352544 SH SHARED 352544 D PACTIV CORP COM 69525710 4200 168434 SH SHARED 01 166434 2000 D PACTIV CORP COM 69525710 2736 109711 SH SHARED 02 109711 D PACTIV CORP COM 69525710 17 689 SH SHARED 05 689 D PACTIV CORP COM 69525710 118 4733 SH SHARED 06 4733 D PACTIV CORP COM 69525710 1479 59340 SH SHARED 10 59340 D PACTIV CORP COM 69525710 2066 82849 SH SHARED 14 82849 D PAIN THERAPEUTICS INC COM 69562K10 205 25445 SH SHARED 25445 D PAIN THERAPEUTICS INC COM 69562K10 0 20 SH SHARED 02 20 D PAIN THERAPEUTICS INC COM 69562K10 48 6000 SH SHARED 04 6000 D PAIN THERAPEUTICS INC COM 69562K10 120 15000 SH SHARED 06 15000 D PAIN THERAPEUTICS INC COM 69562K10 120 15000 SH SHARED 10 15000 D PALATIN TECHNOLOGIES INC COM NEW 69607730 342 81276 SH SHARED 81276 D PALATIN TECHNOLOGIES INC COM NEW 69607730 379 90229 SH SHARED 02 90229 D PALL CORP COM 69642930 7529 287500 SH SHARED 287500 D PALL CORP COM 69642930 578 22083 SH SHR/OTHR 22083 D PALL CORP COM 69642930 450 17187 SH SHARED 01 17187 D PALL CORP COM 69642930 361 13797 SH SHR/OTHR 01 2700 11097 D PALL CORP COM 69642930 1834 70028 SH SHARED 02 70028 D PALL CORP COM 69642930 175 6699 SH SHARED 05 6699 D PALL CORP COM 69642930 1141 43570 SH SHARED 10 43570 D PALM HARBOR HOMES COM 69663910 247 13978 SH SHARED 13978 D PALM HARBOR HOMES COM 69663910 325 18349 SH SHARED 02 18349 D PALMONE INC COM 69713P10 2118 60943 SH SHARED 60943 D PALMONE INC COM 69713P10 1256 36142 SH SHARED 01 35491 651 D PALMONE INC COM 69713P10 629 18115 SH SHARED 02 18115 D PALMONE INC COM 69713P10 27 800 SH SHARED 10 800 D PALMSOURCE INC COM 69715410 821 47929 SH SHARED 47889 40 D PALMSOURCE INC COM 69715410 116 6820 SH SHARED 01 6620 200 D PALMSOURCE INC COM 69715410 191 11155 SH SHARED 02 11155 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 191 11400 SH SHARED 11400 D PAMRAPO BANCORP INC COM 69773810 92 4000 SH SHARED 01 2000 2000 D PAN AMERICAN SILVER CORP COM 69790010 39 3000 SH SHARED 01 3000 D PAN AMERICAN SILVER CORP COM 69790010 5784 439900 SH SHARED 10 439900 D PANAMSAT CORP NEW COM 69793310 28264 1217262 SH SHARED 1217262 D PANAMSAT CORP NEW COM 69793310 174 7500 SH SHARED 01 7500 D PANAMSAT CORP NEW COM 69793310 658 28352 SH SHARED 02 28352 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 19 376 SH SHARED 376 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 1374 27200 SH SHARED 01 27200 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 240 4762 SH SHARED 02 4762 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 12210 241700 SH SHARED 10 241700 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 183435 3630942 SH SHARED 11 3630942 D PANERA BREAD CO CL A 69840W10 3749 104491 SH SHARED 104491 D PANERA BREAD CO CL A 69840W10 13788 384300 SH SHARED 01 362900 3200 18200 D PANERA BREAD CO CL A 69840W10 323 9027 SH SHARED 02 9027 D PANERA BREAD CO CL A 69840W10 9978 278111 SH SHARED 10 278111 D PANTRY INC COM 69865710 241 11100 SH SHARED 11100 D PANTRY INC COM 69865710 0 12 SH SHARED 02 12 D PAPA JOHNS INTL INC COM 69881310 2703 91525 SH SHARED 91525 D PAPA JOHNS INTL INC COM 69881310 914 30954 SH SHARED 30954 D PAPA JOHNS INTL INC COM 69881310 655 22200 SH SHARED 01 22200 D PAPA JOHNS INTL INC COM 69881310 905 30641 SH SHARED 02 30641 D PAPA JOHNS INTL INC COM 69881310 490 16600 SH SHARED 10 16600 D PAR PHARMACEUTICAL COS INC COM 69888P10 3549 100820 SH SHARED 100820 D PAR PHARMACEUTICAL COS INC COM 69888P10 1332 37841 SH SHARED 01 36126 1715 D PAR PHARMACEUTICAL COS INC COM 69888P10 42 1203 SH SHR/OTHR 01 1203 D PAR PHARMACEUTICAL COS INC COM 69888P10 560 15929 SH SHARED 02 15929 D PAR PHARMACEUTICAL COS INC COM 69888P10 12175 345800 SH SHARED 10 345800 D PARADYNE NETWORKS INC COM 69911G10 348 63361 SH SHARED 63361 D PARADYNE NETWORKS INC COM 69911G10 23 4240 SH SHARED 01 4240 D PARADYNE NETWORKS INC COM 69911G10 0 52 SH SHARED 02 52 D PARALLEL PETE CORP DEL COM 69915710 204 40381 SH SHARED 40381 D PARALLEL PETE CORP DEL COM 69915710 96 19013 SH SHARED 01 10013 9000 D PARALLEL PETE CORP DEL COM 69915710 2752 542700 SH SHARED 10 542700 D PARAMETRIC TECHNOLOGY CORP COM 69917310 4660 932098 SH SHARED 932098 D PARAMETRIC TECHNOLOGY CORP COM 69917310 99 19886 SH SHARED 01 17100 2786 D PARAMETRIC TECHNOLOGY CORP COM 69917310 480 96188 SH SHARED 02 96188 D PARAMETRIC TECHNOLOGY CORP COM 69917310 5 1132 SH SHARED 05 1132 D PARAMETRIC TECHNOLOGY CORP COM 69917310 478 95651 SH SHARED 10 95651 D PAREXEL INTL CORP COM 69946210 547 27660 SH SHARED 27660 D PAREXEL INTL CORP COM 69946210 277 13995 SH SHARED 01 13995 D PAREXEL INTL CORP COM 69946210 94 4785 SH SHARED 02 4785 D PAREXEL INTL CORP COM 69946210 127 6430 SH SHARED 10 6430 D PARK ELECTROCHEMICAL CORP COM 70041620 49 1950 SH SHARED 1950 D PARK ELECTROCHEMICAL CORP COM 70041620 431 17072 SH SHARED 17072 D PARK ELECTROCHEMICAL CORP COM 70041620 2186 86600 SH SHARED 01 86600 D PARK ELECTROCHEMICAL CORP COM 70041620 73 2900 SH SHARED 02 2900 D PARK ELECTROCHEMICAL CORP COM 70041620 1366 54100 SH SHARED 10 54100 D PARK NATL CORP COM 70065810 1830 14334 SH SHARED 14334 D PARK NATL CORP COM 70065810 183 1440 SH SHARED 01 1440 D PARK NATL CORP COM 70065810 697 5461 SH SHR/OTHR 01 5461 D PARK NATL CORP COM 70065810 0 6 SH SHARED 02 6 D PARKER DRILLING CO NOTE 5.500% 8/0 701081AD 32303 32368000 PRN SHARED 02 32368000 D PARKER DRILLING CO COM 70108110 418 109425 SH SHARED 109425 D PARKER DRILLING CO COM 70108110 9 2407 SH SHARED 02 2407 D PARKER HANNIFIN CORP COM 70109410 52609 884786 SH SHARED 772543 112243 D PARKER HANNIFIN CORP COM 70109410 85828 1443474 SH SHARED 01 110738 8300 1324436 D PARKER HANNIFIN CORP COM 70109410 4501 75709 SH SHR/OTHR 01 75709 D PARKER HANNIFIN CORP COM 70109410 3574 60116 SH SHARED 02 60116 D PARKER HANNIFIN CORP COM 70109410 15994 269000 SH SHARED 03 269000 D PARKER HANNIFIN CORP COM 70109410 42806 719918 SH SHARED 05 429994 289924 D PARKER HANNIFIN CORP COM 70109410 4423 74399 SH SHARED 06 74399 D PARKER HANNIFIN CORP COM 70109410 2114 35566 SH SHARED 07 35566 D PARKER HANNIFIN CORP COM 70109410 2842 47800 SH SHARED 09 47800 D PARKER HANNIFIN CORP COM 70109410 99476 1672996 SH SHARED 10 1672996 D PARKER HANNIFIN CORP COM 70109410 51 871 SH SHARED 14 871 D PARKVALE FINL CORP COM 70149210 157 5982 SH SHARED 02 5982 D PARKVALE FINL CORP COM 70149210 54 2070 SH SHARED 10 2070 D PARKWAY PPTYS INC COM 70159Q10 577 12998 SH SHARED 12998 D PARKWAY PPTYS INC COM 70159Q10 42 956 SH SHARED 01 956 D PARKWAY PPTYS INC COM 70159Q10 878 19755 SH SHARED 02 19755 D PARLUX FRAGRANCES INC COM 70164510 335 30678 SH SHARED 02 30678 D PARTNER COMMUNICATIONS CO LT ADR 70211M10 6 795 SH SHARED 795 D PARTNERS TRUST FINCL GROUP I COM 70213A10 132 6742 SH SHARED 6742 D PARTNERS TRUST FINCL GROUP I COM 70213A10 24 1247 SH SHARED 02 1247 D PARTY CITY CORP COM 70214510 381 30574 SH SHARED 30574 D PARTY CITY CORP COM 70214510 59 4797 SH SHARED 01 4797 D PARTY CITY CORP COM 70214510 106 8536 SH SHARED 02 8536 D PATHMARK STORES INC NEW COM 70322A10 770 101081 SH SHARED 101081 D PATHMARK STORES INC NEW COM 70322A10 76 9979 SH SHARED 01 9979 D PATHMARK STORES INC NEW COM 70322A10 0 32 SH SHARED 02 32 D PATHMARK STORES INC NEW *W EXP 09/10/201 70322A11 130 153647 SH SHARED 153647 D PATHMARK STORES INC NEW *W EXP 09/10/201 70322A11 27 32560 SH SHARED 02 32560 D PATINA OIL & GAS CORP COM 70322410 6910 231338 SH SHARED 231338 D PATINA OIL & GAS CORP COM 70322410 10286 344362 SH SHARED 01 344362 D PATINA OIL & GAS CORP COM 70322410 59 2000 SH SHR/OTHR 01 2000 D PATINA OIL & GAS CORP COM 70322410 1862 62342 SH SHARED 02 62342 D PATINA OIL & GAS CORP COM 70322410 2987 100000 SH SHARED 04 100000 D PATINA OIL & GAS CORP COM 70322410 5083 170204 SH SHARED 10 170204 D PATTERSON DENTAL CO COM 70341210 13743 179683 SH SHARED 179683 D PATTERSON DENTAL CO COM 70341210 1656 21650 SH SHARED 01 21450 200 D PATTERSON DENTAL CO COM 70341210 1895 24785 SH SHARED 02 24785 D PATTERSON UTI ENERGY INC COM 70348110 9233 276380 SH SHARED 276380 D PATTERSON UTI ENERGY INC COM 70348110 1308 39177 SH SHARED 01 38177 1000 D PATTERSON UTI ENERGY INC COM 70348110 4395 131550 SH SHARED 02 131550 D PAXAR CORP COM 70422710 87 4500 SH SHARED 4500 D PAXAR CORP COM 70422710 766 39290 SH SHARED 39290 D PAXAR CORP COM 70422710 72 3706 SH SHARED 01 3706 D PAXAR CORP COM 70422710 0 36 SH SHARED 02 36 D PAXSON COMMUNICATIONS CORP COM 70423110 306 94280 SH SHARED 94280 D PAXSON COMMUNICATIONS CORP COM 70423110 33 10220 SH SHARED 01 10220 D PAYCHEX INC COM 70432610 59622 1759809 SH SHARED 1752382 7427 D PAYCHEX INC COM 70432610 40840 1205435 SH SHARED 01 823045 3800 378590 D PAYCHEX INC COM 70432610 88 2599 SH SHR/OTHR 01 2599 D PAYCHEX INC COM 70432610 7088 209211 SH SHARED 02 209211 D PAYCHEX INC COM 70432610 10675 315100 SH SHARED 03 315100 D PAYCHEX INC COM 70432610 2879 85000 SH SHARED 04 85000 D PAYCHEX INC COM 70432610 5539 163492 SH SHARED 05 140330 23162 D PAYCHEX INC COM 70432610 2175 64200 SH SHARED 06 63600 600 D PAYCHEX INC COM 70432610 74 2200 SH SHARED 07 2200 D PAYCHEX INC COM 70432610 83890 2476098 SH SHARED 10 2476098 D PAYCHEX INC COM 70432610 437 12900 SH SHARED 14 12900 D PAYLESS SHOESOURCE INC COM 70437910 35 2400 SH SHARED 2400 D PAYLESS SHOESOURCE INC COM 70437910 2862 192013 SH SHARED 192013 D PAYLESS SHOESOURCE INC COM 70437910 1721 115453 SH SHARED 01 115453 D PAYLESS SHOESOURCE INC COM 70437910 698 46880 SH SHARED 02 46880 D PAYLESS SHOESOURCE INC COM 70437910 823 55200 SH SHARED 10 55200 D PCCW LTD SPONS ADR NEW 70454G20 70 10068 SH SHARED 10068 D PEABODY ENERGY CORP COM 70454910 6730 120204 SH SHARED 120204 D PEABODY ENERGY CORP COM 70454910 37608 671692 SH SHARED 01 649971 21721 D PEABODY ENERGY CORP COM 70454910 71 1282 SH SHR/OTHR 01 1282 D PEABODY ENERGY CORP COM 70454910 1202 21472 SH SHARED 02 21472 D PEABODY ENERGY CORP COM 70454910 302 5400 SH SHARED 06 5400 D PEABODY ENERGY CORP COM 70454910 39967 713837 SH SHARED 10 713837 D PEAPACK-GLADSTONE FINL CORP COM 70469910 199 6200 SH SHARED 6200 D PEAPACK-GLADSTONE FINL CORP COM 70469910 43 1369 SH SHARED 02 1369 D PEARSON PLC SPONSORED ADR 70501510 355 28500 SH SHARED 28500 D PEARSON PLC SPONSORED ADR 70501510 54 4400 SH SHARED 02 4400 D PEC SOLUTIONS INC COM 70510710 203 17087 SH SHARED 17087 D PEC SOLUTIONS INC COM 70510710 20 1713 SH SHARED 01 1713 D PEC SOLUTIONS INC COM 70510710 0 8 SH SHARED 02 8 D PEDIATRIX MED GROUP COM 70532410 1791 25645 SH SHARED 25645 D PEDIATRIX MED GROUP COM 70532410 8329 119250 SH SHARED 01 119200 50 D PEDIATRIX MED GROUP COM 70532410 11 164 SH SHR/OTHR 01 164 D PEDIATRIX MED GROUP COM 70532410 1 24 SH SHARED 02 24 D PEDIATRIX MED GROUP COM 70532410 18293 261900 SH SHARED 10 261900 D PEETS COFFEE & TEA INC COM 70556010 279 11200 SH SHARED 11200 D PEETS COFFEE & TEA INC COM 70556010 28 1137 SH SHARED 02 1137 D PEGASYSTEMS INC COM 70557310 121 14030 SH SHARED 14030 D PEGASYSTEMS INC COM 70557310 0 30 SH SHARED 02 30 D PEGASUS COMMUNICATIONS CORP CL A NEW 70590460 36 1503 SH SHARED 1503 D PEGASUS COMMUNICATIONS CORP CL A NEW 70590460 203 8300 SH SHARED 01 8300 D PEGASUS COMMUNICATIONS CORP CL A NEW 70590460 111 4576 SH SHARED 02 4576 D PEGASUS SOLUTIONS INC NOTE 3.875% 7/1 705906AB 1548 1567000 PRN SHARED 1567000 D PEGASUS SOLUTIONS INC COM 70590610 417 31827 SH SHARED 31827 D PEGASUS SOLUTIONS INC COM 70590610 38 2896 SH SHARED 01 2896 D PEGASUS SOLUTIONS INC COM 70590610 164 12503 SH SHARED 02 12503 D PEMSTAR INC COM 70655210 12 5329 SH SHARED 5329 D PEMSTAR INC COM 70655210 3 1321 SH SHARED 01 1321 D PEMSTAR INC COM 70655210 210 90754 SH SHARED 02 90754 D PENGROWTH ENERGY TR COM 70690210 202 14468 SH SHARED 7468 7000 D PENGROWTH ENERGY TR COM 70690210 24 1750 SH SHR/OTHR 01 1750 D PENN-AMER GROUP INC COM 70724710 222 15871 SH SHARED 15871 D PENN-AMER GROUP INC COM 70724710 22 1629 SH SHARED 01 1629 D PENN-AMER GROUP INC COM 70724710 16 1166 SH SHARED 02 1166 D PENN ENGR & MFG CORP COM NON VTG 70738930 220 10300 SH SHARED 10300 D PENN ENGR & MFG CORP COM NON VTG 70738930 23 1108 SH SHARED 02 1108 D PENN NATL GAMING INC COM 70756910 2263 68177 SH SHARED 68177 D PENN NATL GAMING INC COM 70756910 375 11323 SH SHARED 01 11323 D PENN NATL GAMING INC COM 70756910 1 41 SH SHARED 02 41 D PENN NATL GAMING INC COM 70756910 47 1440 SH SHARED 10 1440 D PENN VA CORP COM 70788210 641 17766 SH SHARED 17766 D PENN VA CORP COM 70788210 852 23612 SH SHARED 01 22100 1512 D PENN VA CORP COM 70788210 1040 28816 SH SHARED 02 28816 D PENN VA CORP COM 70788210 15487 428900 SH SHARED 10 428900 D PENNEY J C INC NOTE 5.000%10/1 708160BV 2674 2000000 PRN SHARED 2000000 D PENNEY J C INC NOTE 5.000%10/1 708160BV 8 6000 PRN SHARED 01 6000 D PENNEY J C INC COM 70816010 26331 697342 SH SHARED 697342 D PENNEY J C INC COM 70816010 2616 69299 SH SHARED 01 66294 3005 D PENNEY J C INC COM 70816010 589 15600 SH SHR/OTHR 01 15600 D PENNEY J C INC COM 70816010 14088 373118 SH SHARED 02 373118 D PENNEY J C INC COM 70816010 28 767 SH SHARED 05 767 D PENNEY J C INC COM 70816010 124 3300 SH SHARED 06 3300 D PENNEY J C INC COM 70816010 4376 115893 SH SHARED 10 115893 D PENNEY J C INC COM 70816010 75 2007 SH SHARED 14 2007 D PENNFED FINL SVCS INC COM 70816710 155 4680 SH SHARED 4680 D PENNFED FINL SVCS INC COM 70816710 3 118 SH SHARED 01 118 D PENNFED FINL SVCS INC COM 70816710 0 4 SH SHARED 02 4 D PENNICHUCK CORP COM NEW 70825420 8 321 SH SHARED 321 D PENNICHUCK CORP COM NEW 70825420 2 79 SH SHARED 01 79 D PENNROCK FINL SVCS CORP COM 70835210 223 7400 SH SHARED 7400 D PENNROCK FINL SVCS CORP COM 70835210 22 746 SH SHARED 02 746 D PENNS WOODS BANCORP INC COM 70843010 212 4783 SH SHARED 02 4783 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 1131 33047 SH SHARED 33047 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 582 17015 SH SHARED 01 12915 4100 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 48 1428 SH SHARED 02 1428 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 5065 147905 SH SHARED 10 147905 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 136382 3981970 SH SHARED 11 3981970 D PENTAIR INC COM 70963110 2138 63581 SH SHARED 63581 D PENTAIR INC COM 70963110 928 27600 SH SHARED 01 27600 D PENTAIR INC COM 70963110 1122 33375 SH SHARED 02 33375 D PENTAIR INC COM 70963110 1127 33520 SH SHARED 10 33520 D PENWEST PHARMACEUTICALS CO COM 70975410 202 15800 SH SHARED 15800 D PENWEST PHARMACEUTICALS CO COM 70975410 18 1478 SH SHARED 01 1478 D PENWEST PHARMACEUTICALS CO COM 70975410 25 1976 SH SHARED 02 1976 D PEOPLES BANCORP INC COM 70978910 382 14181 SH SHARED 14181 D PEOPLES BANCORP INC COM 70978910 26 988 SH SHARED 01 988 D PEOPLES BANCORP INC COM 70978910 59 2206 SH SHARED 02 2206 D PEOPLES BK BRIDGEPORT CONN COM 71019810 13 440 SH SHARED 440 D PEOPLES BK BRIDGEPORT CONN COM 71019810 84 2700 SH SHARED 01 2400 300 D PEOPLES BK BRIDGEPORT CONN COM 71019810 140 4519 SH SHARED 02 4519 D PEOPLES ENERGY CORP COM 71103010 9267 219862 SH SHARED 219862 D PEOPLES ENERGY CORP COM 71103010 396 9406 SH SHARED 01 8706 700 D PEOPLES ENERGY CORP COM 71103010 244 5800 SH SHR/OTHR 01 5800 D PEOPLES ENERGY CORP COM 71103010 605 14374 SH SHARED 02 14374 D PEOPLES ENERGY CORP COM 71103010 7270 172500 SH SHARED 10 172500 D PEOPLES HLDG CO COM 71114810 273 7900 SH SHARED 7900 D PEOPLES HLDG CO COM 71114810 64 1862 SH SHARED 02 1862 D PEOPLES HLDG CO COM 71114810 14 405 SH SHARED 10 405 D PEOPLESOFT INC COM 71271310 48270 2609242 SH SHARED 2600942 8300 D PEOPLESOFT INC COM 71271310 11017 595531 SH SHARED 01 569081 26450 D PEOPLESOFT INC COM 71271310 8042 434747 SH SHARED 02 434747 D PEOPLESOFT INC COM 71271310 2312 125000 SH SHARED 04 125000 D PEOPLESOFT INC COM 71271310 414 22403 SH SHARED 05 20910 1493 D PEOPLESOFT INC COM 71271310 499 27000 SH SHARED 06 27000 D PEOPLESOFT INC COM 71271310 2675 144604 SH SHARED 10 144604 D PEOPLESOFT INC COM 71271310 1563 84500 SH SHARED 14 84500 D PEP BOYS MANNY MOE & JACK NOTE 4.250% 6/0 713278AP 1105 905000 PRN SHARED 02 905000 D PEP BOYS MANNY MOE & JACK COM 71327810 1512 59677 SH SHARED 59677 D PEP BOYS MANNY MOE & JACK COM 71327810 816 32201 SH SHARED 01 32201 D PEP BOYS MANNY MOE & JACK COM 71327810 80 3168 SH SHARED 02 3168 D PEP BOYS MANNY MOE & JACK COM 71327810 791 31230 SH SHARED 10 31230 D PEPCO HOLDINGS INC COM 71329110 20461 1119352 SH SHARED 1119352 D PEPCO HOLDINGS INC COM 71329110 1160 63485 SH SHARED 01 61085 2400 D PEPCO HOLDINGS INC COM 71329110 14 800 SH SHR/OTHR 01 800 D PEPCO HOLDINGS INC COM 71329110 1039 56874 SH SHARED 02 56874 D PEPCO HOLDINGS INC COM 71329110 53 2900 SH SHARED 06 2900 D PEPSI BOTTLING GROUP INC COM 71340910 31561 1033453 SH SHARED 1021453 12000 D PEPSI BOTTLING GROUP INC COM 71340910 2290 75000 SH SHARED 01 75000 D PEPSI BOTTLING GROUP INC COM 71340910 5358 175466 SH SHARED 02 175466 D PEPSI BOTTLING GROUP INC COM 71340910 26 870 SH SHARED 05 870 D PEPSI BOTTLING GROUP INC COM 71340910 512 16794 SH SHARED 06 16794 D PEPSI BOTTLING GROUP INC COM 71340910 3205 104948 SH SHARED 10 104948 D PEPSI BOTTLING GROUP INC COM 71340910 1038 34000 SH SHARED 14 34000 D PEPSIAMERICAS INC COM 71343P20 1668 78550 SH SHARED 78550 D PEPSIAMERICAS INC COM 71343P20 2100 98916 SH SHARED 01 96419 2497 D PEPSIAMERICAS INC COM 71343P20 2033 95753 SH SHARED 02 95753 D PEPSICO INC COM 71344810 397844 7383901 SH SHARED 7139015 244886 D PEPSICO INC COM 71344810 160056 2970606 SH SHARED 01 983954 1986652 D PEPSICO INC COM 71344810 40908 759248 SH SHR/OTHR 01 76719 682529 D PEPSICO INC COM 71344810 49850 925209 SH SHARED 02 925209 D PEPSICO INC COM 71344810 8372 155400 SH SHARED 03 155400 D PEPSICO INC COM 71344810 60453 1122000 SH SHARED 04 1122000 D PEPSICO INC COM 71344810 51934 963893 SH SHARED 05 583376 380517 D PEPSICO INC COM 71344810 13630 252975 SH SHARED 06 215475 37500 D PEPSICO INC COM 71344810 2291 42526 SH SHARED 07 42526 D PEPSICO INC COM 71344810 2316 43000 SH SHARED 09 43000 D PEPSICO INC COM 71344810 256071 4752624 SH SHARED 10 4752624 D PEPSICO INC COM 71344810 1186 22021 SH SHARED 14 22021 D PER-SE TECHNOLOGIES INC COM NEW 71356930 912 62772 SH SHARED 62772 D PER-SE TECHNOLOGIES INC COM NEW 71356930 172 11884 SH SHARED 01 11884 D PER-SE TECHNOLOGIES INC COM NEW 71356930 0 32 SH SHARED 02 32 D PEREGRINE PHARMACEUTICALS IN COM 71366110 174 119706 SH SHARED 119706 D PEREGRINE PHARMACEUTICALS IN COM 71366110 0 500 SH SHARED 01 500 D PEREGRINE PHARMACEUTICALS IN COM 71366110 12 8450 SH SHARED 02 8450 D PERFORMANCE FOOD GROUP CO NOTE 5.500%10/1 713755AA 3090 3000000 PRN SHARED 02 3000000 D PERFORMANCE FOOD GROUP CO COM 71375510 2614 98510 SH SHARED 98510 D PERFORMANCE FOOD GROUP CO COM 71375510 92 3496 SH SHARED 01 3496 D PERFORMANCE FOOD GROUP CO COM 71375510 28 1073 SH SHARED 02 1073 D PERFORMANCE TECHNOLOGIES INC COM 71376K10 590 62704 SH SHARED 62704 D PERFORMANCE TECHNOLOGIES INC COM 71376K10 97 10318 SH SHARED 01 10318 D PERFORMANCE TECHNOLOGIES INC COM 71376K10 33 3600 SH SHARED 02 3600 D PERICOM SEMICONDUCTOR CORP COM 71383110 225 21100 SH SHARED 21100 D PERICOM SEMICONDUCTOR CORP COM 71383110 31 2900 SH SHARED 02 2900 D PERINI CORP COM 71383910 100 9418 SH SHARED 9418 D PERINI CORP COM 71383910 274 25682 SH SHARED 01 25682 D PERINI CORP COM 71383910 250 23478 SH SHARED 02 23478 D PERINI CORP COM 71383910 266 25000 SH SHARED 10 25000 D PERKINELMER INC COM 71404610 8 400 SH SHARED 400 D PERKINELMER INC COM 71404610 9026 450441 SH SHARED 450441 D PERKINELMER INC COM 71404610 2956 147519 SH SHARED 01 143519 4000 D PERKINELMER INC COM 71404610 20 1000 SH SHR/OTHR 01 1000 D PERKINELMER INC COM 71404610 1227 61258 SH SHARED 02 61258 D PERKINELMER INC COM 71404610 1318 65776 SH SHARED 10 65776 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 36 4000 SH SHARED 01 4000 D PEROT SYS CORP CL A 71426510 1726 130077 SH SHARED 130077 D PEROT SYS CORP CL A 71426510 289 21823 SH SHARED 01 21823 D PEROT SYS CORP CL A 71426510 1605 120987 SH SHARED 02 120987 D PERRIGO CO COM 71429010 2159 113853 SH SHARED 113853 D PERRIGO CO COM 71429010 9142 481938 SH SHARED 01 481938 D PERRIGO CO COM 71429010 1410 74335 SH SHARED 02 74335 D PERRIGO CO COM 71429010 5311 280000 SH SHARED 04 280000 D PERRIGO CO COM 71429010 3885 204800 SH SHARED 10 204800 D PERRIGO CO COM 71429010 60 3200 SH SHARED 14 3200 D PERUSAHAAN PERS INDO SATELLI SPONSORED ADR 71568010 38 1803 SH SHARED 1803 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 568 36557 SH SHARED 36557 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 579 37264 SH SHARED 01 37264 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 1724 110900 SH SHARED 10 110900 D PETCO ANIMAL SUPPLIES COM NEW 71601620 991 30780 SH SHARED 28580 2200 D PETCO ANIMAL SUPPLIES COM NEW 71601620 97 3013 SH SHARED 01 3013 D PETCO ANIMAL SUPPLIES COM NEW 71601620 582 18090 SH SHARED 02 18090 D PETMED EXPRESS INC COM 71638210 93 11684 SH SHARED 11684 D PETMED EXPRESS INC COM 71638210 4 516 SH SHARED 01 516 D PETRO-CDA COM 71644E10 18148 420114 SH SHARED 416214 3900 D PETRO-CDA COM 71644E10 258 5994 SH SHARED 01 5994 D PETRO-CDA COM 71644E10 129 3000 SH SHR/OTHR 01 3000 D PETRO-CDA COM 71644E10 4961 114857 SH SHARED 02 114857 D PETRO-CDA COM 71644E10 11664 270000 SH SHARED 04 270000 D PETRO-CDA COM 71644E10 12 300 SH SHARED 05 300 D PETRO-CDA COM 71644E10 34 800 SH SHARED 06 300 500 D PETRO-CDA COM 71644E10 77 1800 SH SHARED 10 1800 D PETRO-CDA COM 71644E10 191 4441 SH SHARED 14 4441 D PETROCHINA CO LTD SPONSORED ADR 71646E10 11354 245240 SH SHARED 245240 D PETROCHINA CO LTD SPONSORED ADR 71646E10 511 11051 SH SHARED 01 11051 D PETROCHINA CO LTD SPONSORED ADR 71646E10 231 5000 SH SHR/OTHR 01 5000 D PETROCHINA CO LTD SPONSORED ADR 71646E10 106 2300 SH SHARED 02 2300 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 6168 632069 SH SHARED 619318 12751 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 7 812 SH SHARED 01 812 D PETROFUND ENERGY TRUST TR UNIT 71648W10 760 68134 SH SHARED 68134 D PETROFUND ENERGY TRUST TR UNIT 71648W10 4 366 SH SHARED 01 366 D PETROKAZAKHSTAN INC COM 71649P10 2 100 SH SHARED 100 D PETROKAZAKHSTAN INC COM 71649P10 196 7225 SH SHARED 01 7225 D PETROKAZAKHSTAN INC COM 71649P10 4083 150000 SH SHARED 04 150000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 877 34815 SH SHARED 34815 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 47909 1901160 SH SHARED 01 1900900 260 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 4374 173600 SH SHARED 10 173600 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 4406 156984 SH SHARED 156984 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 42907 1528587 SH SHARED 01 1528587 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 36 1299 SH SHARED 02 1299 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 17221 613502 SH SHARED 05 601602 11900 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 3368 120000 SH SHARED 06 120000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 7228 257500 SH SHARED 09 257500 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 19853 707280 SH SHARED 10 707280 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 11073 394500 SH SHARED 12 394500 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 1715 61100 SH SHARED 14 61100 D PETROLEUM DEV CORP COM 71657810 461 16830 SH SHARED 16830 D PETROLEUM DEV CORP COM 71657810 312 11400 SH SHARED 01 11400 D PETROLEUM DEV CORP COM 71657810 132 4833 SH SHARED 02 4833 D PETROLEUM DEV CORP COM 71657810 318 11600 SH SHARED 10 11600 D PETROLEUM HELICOPTERS INC COM VTG 71660410 100 5235 SH SHARED 02 5235 D PETROQUEST ENERGY INC COM 71674810 215 50478 SH SHARED 50478 D PETROQUEST ENERGY INC COM 71674810 61 14517 SH SHARED 01 12517 2000 D PETSMART INC COM 71676810 11344 349592 SH SHARED 349592 D PETSMART INC COM 71676810 4387 135223 SH SHARED 01 135223 D PETSMART INC COM 71676810 1760 54243 SH SHARED 02 54243 D PETSMART INC COM 71676810 36 1140 SH SHARED 05 1140 D PETSMART INC COM 71676810 2923 90100 SH SHARED 10 90100 D PHARMACYCLICS INC COM 71693310 310 30579 SH SHARED 30579 D PHARMACYCLICS INC COM 71693310 29 2945 SH SHARED 01 2945 D PHARMACYCLICS INC COM 71693310 2595 256000 SH SHARED 04 256000 D PHARMACYCLICS INC COM 71693310 283 28000 SH SHARED 06 28000 D PHARMACYCLICS INC COM 71693310 283 28000 SH SHARED 10 28000 D PFEIFFER VACUUM TECH AG SPONSORED ADR 71706710 263 6418 SH SHARED 6418 D PFIZER INC COM 71708110 2391 69767 SH SHARED 13420 56347 D PFIZER INC COM 71708110 2270091 66222047 SH SHARED 64168015 2054032 D PFIZER INC COM 71708110 2723 79441 SH SHR/OTHR 79441 D PFIZER INC COM 71708110 477467 13928456 SH SHARED 01 6328473 89670 7510313 D PFIZER INC COM 71708110 79105 2307631 SH SHR/OTHR 01 225623 2082008 D PFIZER INC COM 71708110 141838 4137639 SH SHARED 02 4137639 D PFIZER INC COM 71708110 28657 835980 SH SHARED 03 835980 D PFIZER INC COM 71708110 259448 7568500 SH SHARED 04 7568500 D PFIZER INC COM 71708110 109076 3181914 SH SHARED 05 1822112 1359802 D PFIZER INC COM 71708110 34702 1012321 SH SHARED 06 838161 174160 D PFIZER INC COM 71708110 5373 156754 SH SHARED 07 156754 D PFIZER INC COM 71708110 5268 153700 SH SHARED 09 153700 D PFIZER INC COM 71708110 783244 22848434 SH SHARED 10 22848434 D PFIZER INC COM 71708110 18229 531792 SH SHARED 14 531792 D PHARMACOPEIA DRUG DISCVRY IN COM 7171EP10 1 294 SH SHARED 294 D PHARMACOPEIA DRUG DISCVRY IN COM 7171EP10 0 12 SH SHARED 02 12 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 1851 23669 SH SHARED 23669 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 182 2331 SH SHARED 01 1431 900 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 5553 71000 SH SHARED 02 71000 D PHARMACEUTICAL PROD DEV INC COM 71712410 63 2000 SH SHARED 2000 D PHARMACEUTICAL PROD DEV INC COM 71712410 159 5013 SH SHARED 5013 D PHARMACEUTICAL PROD DEV INC COM 71712410 359 11300 SH SHR/OTHR 11300 D PHARMACEUTICAL PROD DEV INC COM 71712410 69 2200 SH SHARED 01 2200 D PHARMACEUTICAL PROD DEV INC COM 71712410 897 28241 SH SHARED 02 28241 D PHARMOS CORP COM NEW 71713920 344 83700 SH SHARED 83700 D PHARMION CORP COM 71715B40 572 11707 SH SHARED 11707 D PHARMION CORP COM 71715B40 919 18787 SH SHR/OTHR 18787 D PHARMION CORP COM 71715B40 983 20100 SH SHARED 01 15700 4400 D PHARMION CORP COM 71715B40 14211 290500 SH SHARED 04 290500 D PHARMION CORP COM 71715B40 440 9000 SH SHARED 06 9000 D PHARMION CORP COM 71715B40 2974 60800 SH SHARED 10 60800 D PHARMION CORP COM 71715B40 127 2600 SH SHARED 14 2600 D PHELPS DODGE CORP COM 71726510 21286 274630 SH SHARED 266105 8525 D PHELPS DODGE CORP COM 71726510 7458 96225 SH SHARED 01 95727 498 D PHELPS DODGE CORP COM 71726510 56 727 SH SHR/OTHR 01 727 D PHELPS DODGE CORP COM 71726510 4267 55056 SH SHARED 02 55056 D PHELPS DODGE CORP COM 71726510 4650 60000 SH SHARED 04 60000 D PHELPS DODGE CORP COM 71726510 366 4731 SH SHARED 05 4731 D PHELPS DODGE CORP COM 71726510 471 6081 SH SHARED 06 2931 3150 D PHELPS DODGE CORP COM 71726510 7559 97525 SH SHARED 10 97525 D PHELPS DODGE CORP COM 71726510 50 655 SH SHARED 14 655 D PHILADELPHIA CONS HLDG CORP COM 71752810 1027 17109 SH SHARED 17109 D PHILADELPHIA CONS HLDG CORP COM 71752810 8638 143800 SH SHARED 01 143800 D PHILADELPHIA CONS HLDG CORP COM 71752810 539 8976 SH SHARED 02 8976 D PHILADELPHIA CONS HLDG CORP COM 71752810 4937 82200 SH SHARED 10 82200 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 21247 1018559 SH SHARED 1015759 2800 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 843 40413 SH SHARED 01 40413 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 3967 190200 SH SHARED 10 190200 D PHILIPPINE LONG DISTANCE TEL SPON GDR PFD 71825270 23696 517961 SH SHARED 517961 D PHILLIPS VAN HEUSEN CORP COM 71859210 768 39917 SH SHARED 39917 D PHILLIPS VAN HEUSEN CORP COM 71859210 1230 63915 SH SHARED 01 63915 D PHILLIPS VAN HEUSEN CORP COM 71859210 124 6466 SH SHARED 02 6466 D PHILLIPS VAN HEUSEN CORP COM 71859210 9336 485000 SH SHARED 10 485000 D PHOENIX COS INC NEW COM 71902E10 1581 129090 SH SHARED 129090 D PHOENIX COS INC NEW COM 71902E10 25 2067 SH SHARED 01 2067 D PHOENIX COS INC NEW COM 71902E10 220 17991 SH SHARED 02 17991 D PHOENIX TECHNOLOGY LTD COM 71915310 1 200 SH SHARED 200 D PHOTOMEDEX INC COM 71935810 76 22176 SH SHARED 22176 D PHOTOMEDEX INC COM 71935810 167 48910 SH SHARED 01 2410 46500 D PHOTON DYNAMICS INC COM 71936410 557 15900 SH SHARED 15900 D PHOTON DYNAMICS INC COM 71936410 234 6700 SH SHARED 01 6700 D PHOTON DYNAMICS INC COM 71936410 63 1814 SH SHARED 02 1814 D PHOTON DYNAMICS INC COM 71936410 14 400 SH SHARED 10 400 D PHOTRONICS INC NOTE 4.750%12/1 719405AC 1205 1209000 PRN SHARED 1209000 D PHOTRONICS INC NOTE 4.750%12/1 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PRIDE CORP COM 72146710 246 8529 SH SHARED 02 8529 D PIMCO MUN INCOME FD II COM 72200W10 1797 134660 SH SHR/OTHR 01 134660 D PIMCO STRATEGIC GBL GOV FD I COM 72200X10 41 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 51 4000 SH SHR/OTHR 01 4000 D PIMCO NEW YORK MUN INCM FD 1 COM 72201E10 5 439 SH SHARED 439 D PIMCO HIGH INCOME FD COM SHS 72201410 35051 2552909 SH SHARED 2552909 D PINNACLE AIRL CORP COM 72344310 227 20167 SH SHARED 20167 D PINNACLE AIRL CORP COM 72344310 716 63433 SH SHARED 01 63433 D PINNACLE ENTMT INC COM 72345610 438 34802 SH SHARED 34802 D PINNACLE ENTMT INC COM 72345610 9 739 SH SHARED 02 739 D PINNACLE SYS INC COM 72348110 609 85253 SH SHARED 85253 D PINNACLE SYS INC COM 72348110 38 5438 SH SHARED 01 5438 D PINNACLE SYS INC COM 72348110 0 72 SH SHARED 02 72 D PINNACLE WEST CAP CORP COM 72348410 19050 471665 SH SHARED 467865 3800 D PINNACLE WEST CAP CORP COM 72348410 773 19153 SH SHARED 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PIPER JAFFRAY COS COM 72407810 40 888 SH SHR/OTHR 01 85 803 D PIPER JAFFRAY COS COM 72407810 50 1115 SH SHARED 02 1115 D PIPER JAFFRAY COS COM 72407810 16082 355573 SH SHARED 10 355573 D PIPER JAFFRAY COS COM 72407810 6 141 SH SHARED 14 141 D PITNEY BOWES INC COM 72447910 33204 750376 SH SHARED 708251 42125 D PITNEY BOWES INC COM 72447910 43208 976458 SH SHARED 01 652330 800 323328 D PITNEY BOWES INC COM 72447910 4313 97484 SH SHR/OTHR 01 97484 D PITNEY BOWES INC COM 72447910 6817 154064 SH SHARED 02 154064 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 22818 515672 SH SHARED 10 515672 D PITNEY BOWES INC COM 72447910 88 2000 SH SHARED 14 2000 D PIXELWORKS INC COM 72581M10 1112 72618 SH SHARED 72618 D PIXELWORKS INC COM 72581M10 3522 229910 SH SHARED 01 229910 D PIXELWORKS INC COM 72581M10 87 5736 SH SHARED 02 5736 D PIXELWORKS INC COM 72581M10 660 43100 SH SHARED 10 43100 D PIXAR COM 72581110 8373 120469 SH SHARED 120469 D PIXAR COM 72581110 189 2731 SH SHARED 01 2531 200 D PIXAR COM 72581110 695 9999 SH SHARED 02 9999 D PLACER DOME INC COM 72590610 3500 210358 SH SHARED 210358 D PLACER DOME INC COM 72590610 42950 2581154 SH SHARED 01 2575154 6000 D PLACER DOME INC COM 72590610 680 40880 SH SHARED 02 40880 D PLACER DOME INC COM 72590610 336 20200 SH SHARED 05 20200 D PLACER DOME INC COM 72590610 33 2000 SH SHARED 06 2000 D PLACER DOME INC COM 72590610 44042 2646800 SH SHARED 10 2646800 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 349 10458 SH SHARED 10458 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 432 12951 SH SHARED 01 4951 8000 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 75 2250 SH SHR/OTHR 01 2250 D PLAINS EXPL& PRODTN CO COM 72650510 3224 175711 SH SHARED 175711 D PLAINS EXPL& PRODTN CO COM 72650510 948 51687 SH SHARED 01 51687 D PLAINS EXPL& PRODTN CO COM 72650510 2282 124409 SH SHARED 02 124409 D PLAINS EXPL& PRODTN CO COM 72650510 9 529 SH SHARED 10 529 D PLAINS RES INC COM PAR $0.10 72654050 602 35558 SH SHARED 35558 D PLAINS RES INC COM PAR $0.10 72654050 39 2324 SH SHARED 01 2324 D PLAINS RES INC COM PAR $0.10 72654050 311 18360 SH SHARED 02 18360 D PLANAR SYS INC COM 72690010 628 46930 SH SHARED 46930 D PLANAR SYS INC COM 72690010 80 5985 SH SHARED 01 5985 D PLANAR SYS INC COM 72690010 2 215 SH SHARED 02 215 D PLANTRONICS INC NEW COM 72749310 37 900 SH SHARED 900 D PLANTRONICS INC NEW COM 72749310 1891 44939 SH SHARED 44939 D PLANTRONICS INC NEW COM 72749310 3065 72826 SH SHARED 01 72226 600 D PLANTRONICS INC NEW COM 72749310 1332 31644 SH SHARED 02 31644 D PLANTRONICS INC NEW COM 72749310 64 1530 SH SHARED 10 1530 D PLATO LEARNING INC COM 72764Y10 317 32060 SH SHARED 32060 D PLATO LEARNING INC COM 72764Y10 19 1968 SH SHARED 01 1968 D PLATO LEARNING INC COM 72764Y10 15 1577 SH SHARED 02 1577 D PLAYBOY ENTERPRISES INC CL B 72811730 396 34142 SH SHARED 34142 D PLAYBOY ENTERPRISES INC CL B 72811730 44 3853 SH SHARED 01 3853 D PLAYBOY ENTERPRISES INC CL B 72811730 18 1631 SH SHARED 02 1631 D PLAYTEX PRODS INC COM 72813P10 419 53614 SH SHARED 53614 D PLAYTEX PRODS INC COM 72813P10 39 5086 SH SHARED 01 5086 D PLAYTEX PRODS INC COM 72813P10 0 28 SH SHARED 02 28 D PLEXUS CORP COM 72913210 2214 164068 SH SHARED 164068 D PLEXUS CORP COM 72913210 337 24988 SH SHARED 01 24988 D PLEXUS CORP COM 72913210 153 11364 SH SHARED 02 11364 D PLUG POWER INC COM 72919P10 344 46000 SH SHARED 46000 D PLUG POWER INC COM 72919P10 4 631 SH SHARED 02 631 D PLUM CREEK TIMBER CO INC COM 72925110 13773 422760 SH SHARED 422760 D PLUM CREEK TIMBER CO INC COM 72925110 2768 84971 SH SHARED 01 63830 21141 D PLUM CREEK TIMBER CO INC COM 72925110 1555 47753 SH SHR/OTHR 01 925 46828 D PLUM CREEK TIMBER CO INC COM 72925110 3020 92699 SH SHARED 02 92699 D PLUM CREEK TIMBER CO INC COM 72925110 9 300 SH SHARED 05 300 D PLUM CREEK TIMBER CO INC COM 72925110 2465 75661 SH SHARED 10 75661 D POGO PRODUCING CO COM 73044810 3523 71319 SH SHARED 71319 D POGO PRODUCING CO COM 73044810 7340 148603 SH SHARED 01 148603 D POGO PRODUCING CO COM 73044810 1795 36336 SH SHARED 02 36336 D POGO PRODUCING CO COM 73044810 35 720 SH SHARED 06 720 D POGO PRODUCING CO COM 73044810 1768 35800 SH SHARED 10 35800 D POINT THERAPEUTICS INC COM 73069410 6350 1207691 SH SHARED 1207691 D POLARIS INDS INC COM 73106810 19 400 SH SHARED 400 D POLARIS INDS INC COM 73106810 892 18600 SH SHARED 01 18600 D POLARIS INDS INC COM 73106810 48 1000 SH SHR/OTHR 01 1000 D POLARIS INDS INC COM 73106810 304 6348 SH SHARED 02 6348 D POLO RALPH LAUREN CORP CL A 73157210 790 22955 SH SHARED 22955 D POLO RALPH LAUREN CORP CL A 73157210 71 2067 SH SHARED 01 1967 100 D POLO RALPH LAUREN CORP CL A 73157210 25 750 SH SHR/OTHR 01 750 D POLO RALPH LAUREN CORP CL A 73157210 228 6626 SH SHARED 02 6626 D POLO RALPH LAUREN CORP CL A 73157210 513 14900 SH SHARED 10 14900 D POLO RALPH LAUREN CORP CL A 73157210 275 8000 SH SHARED 14 8000 D POLYCOM INC COM 73172K10 1330 59376 SH SHARED 54776 4600 D POLYCOM INC COM 73172K10 2101 93764 SH SHARED 01 93764 D POLYCOM INC COM 73172K10 1199 53538 SH SHARED 02 53538 D POLYCOM INC COM 73172K10 1254 55980 SH SHARED 10 55980 D POLYMEDICA CORP COM 73173810 93 3000 SH SHARED 3000 D POLYMEDICA CORP COM 73173810 964 31076 SH SHARED 31076 D POLYMEDICA CORP COM 73173810 6 220 SH SHARED 02 220 D POLYMEDICA CORP COM 73173810 62 2020 SH SHARED 10 2020 D POLYONE CORP COM 73179P10 781 105105 SH SHARED 105105 D POLYONE CORP COM 73179P10 33 4464 SH SHARED 01 4464 D POLYONE CORP COM 73179P10 0 88 SH SHARED 02 88 D POLYONE CORP COM 73179P10 57 7700 SH SHARED 06 7700 D POMEROY IT SOLUTIONS INC COM 73182210 36 3100 SH SHARED 3100 D POMEROY IT SOLUTIONS INC COM 73182210 213 17951 SH SHARED 17951 D POMEROY IT SOLUTIONS INC COM 73182210 51 4370 SH SHARED 01 4370 D POMEROY IT SOLUTIONS INC COM 73182210 313 26336 SH SHARED 02 26336 D POPE & TALBOT INC COM 73282710 876 44348 SH SHARED 44348 D POPE & TALBOT INC COM 73282710 120 6100 SH SHARED 01 6100 D POPE & TALBOT INC COM 73282710 55 2796 SH SHARED 02 2796 D POPULAR INC COM 73317410 523 12243 SH SHARED 12243 D POPULAR INC COM 73317410 285 6685 SH SHARED 01 5285 1400 D POPULAR INC COM 73317410 626 14650 SH SHR/OTHR 01 150 14500 D POPULAR INC COM 73317410 582 13616 SH SHARED 02 13616 D POPULAR INC COM 73317410 295 6900 SH SHARED 05 6900 D POPULAR INC COM 73317410 3966 92750 SH SHARED 10 92750 D POPULAR INC COM 73317410 41 980 SH SHARED 14 980 D PORTAL SOFTWARE INC COM NEW 73612630 124 34207 SH SHARED 34207 D PORTAL SOFTWARE INC COM NEW 73612630 70 19440 SH SHARED 01 17500 1940 D PORTAL SOFTWARE INC COM NEW 73612630 2 807 SH SHARED 02 807 D PORTAL SOFTWARE INC COM NEW 73612630 63 17500 SH SHARED 10 17500 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 452 16411 SH SHARED 16411 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 21 780 SH SHARED 01 780 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 68 2479 SH SHARED 02 2479 D PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 3788 349500 SH SHARED 02 349500 D POSSIS MEDICAL INC COM 73740710 555 16255 SH SHARED 16255 D POSSIS MEDICAL INC COM 73740710 8 236 SH SHARED 01 236 D POSSIS MEDICAL INC COM 73740710 67 1976 SH SHARED 02 1976 D POSSIS MEDICAL INC COM 73740710 23 700 SH SHARED 10 700 D POST PPTYS INC COM 73746410 1101 37800 SH SHARED 37800 D POST PPTYS INC COM 73746410 4011 137615 SH SHARED 01 61250 76365 D POST PPTYS INC COM 73746410 18 650 SH SHR/OTHR 01 650 D POST PPTYS INC COM 73746410 215 7398 SH SHARED 02 7398 D POST PPTYS INC COM 73746410 3577 122735 SH SHARED 10 122735 D POST PPTYS INC COM 73746410 988 33900 SH SHARED 11 33900 D POTASH CORP SASK INC COM 73755L10 155 1600 SH SHARED 1600 D POTASH CORP SASK INC COM 73755L10 12466 128654 SH SHARED 128654 D POTASH CORP SASK INC COM 73755L10 989 10212 SH SHARED 01 9829 383 D POTASH CORP SASK INC COM 73755L10 2685 27710 SH SHARED 02 27710 D POTASH CORP SASK INC COM 73755L10 0 1 SH SHARED 05 1 D POTASH CORP SASK INC COM 73755L10 19 200 SH SHARED 06 200 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56 SH SHARED 02 56 D PRANA BIOTECHNOLOGY LTD SPONSORED ADR 73972710 35 7654 SH SHARED 02 7654 D PRAXAIR INC COM 74005P10 31783 796369 SH SHARED 793569 2800 D PRAXAIR INC COM 74005P10 60792 1523240 SH SHARED 01 356883 1166357 D PRAXAIR INC COM 74005P10 9287 232723 SH SHR/OTHR 01 23390 209333 D PRAXAIR INC COM 74005P10 6505 162994 SH SHARED 02 162994 D PRAXAIR INC COM 74005P10 4250 106500 SH SHARED 04 106500 D PRAXAIR INC COM 74005P10 679 17030 SH SHARED 05 400 16630 D PRAXAIR INC COM 74005P10 3352 84000 SH SHARED 06 83500 500 D PRAXAIR INC COM 74005P10 5430 136061 SH SHARED 10 136061 D PRAXAIR INC COM 74005P10 95 2400 SH SHARED 14 2400 D PRE PAID LEGAL SVCS INC COM 74006510 73 3100 SH SHARED 3100 D PRE PAID LEGAL SVCS INC COM 74006510 250 10502 SH SHARED 10502 D PRE PAID LEGAL SVCS INC COM 74006510 922 38700 SH SHARED 01 38700 D PRE PAID LEGAL SVCS INC COM 74006510 34 1459 SH SHARED 02 1459 D PRE PAID LEGAL SVCS INC COM 74006510 14 600 SH SHARED 10 600 D PRECISION CASTPARTS CORP COM 74018910 207 3800 SH SHARED 3800 D PRECISION CASTPARTS CORP COM 74018910 1387 25371 SH SHARED 25371 D PRECISION CASTPARTS CORP COM 74018910 1093 20000 SH SHR/OTHR 20000 D PRECISION CASTPARTS CORP COM 74018910 4148 75859 SH SHARED 01 57859 18000 D PRECISION CASTPARTS CORP COM 74018910 2971 54339 SH SHARED 02 54339 D PRECISION CASTPARTS CORP COM 74018910 15335 280400 SH SHARED 10 280400 D PRECISION DRILLING CORP COM 74022D10 8668 180560 SH SHARED 176173 4387 D PRECISION DRILLING CORP COM 74022D10 68 1425 SH SHARED 01 1200 225 D PRECISION DRILLING CORP COM 74022D10 28 598 SH SHR/OTHR 01 598 D PRECISION DRILLING CORP COM 74022D10 1422 29626 SH SHARED 02 29626 D PRECISION DRILLING CORP COM 74022D10 2400 50000 SH SHARED 04 50000 D PRECISION DRILLING CORP COM 74022D10 4400 91651 SH SHARED 05 78451 13200 D PRECISION DRILLING CORP COM 74022D10 24 500 SH SHARED 10 500 D PREMCOR INC COM 74045Q10 1917 51140 SH SHARED 51140 D PREMCOR INC COM 74045Q10 318 8487 SH SHARED 01 8487 D PREMCOR INC COM 74045Q10 1173 31287 SH SHARED 02 31287 D PREMIER FARNELL PLC SPONSORED ADR 74050U10 2173 237500 SH SHARED 237500 D PRENTISS PPTYS TR SH BEN INT 74070610 1467 43785 SH SHARED 43785 D PRENTISS PPTYS TR SH BEN INT 74070610 2074 61900 SH SHARED 01 61900 D PRENTISS PPTYS TR SH BEN INT 74070610 22 670 SH SHARED 02 670 D PRENTISS PPTYS TR SH BEN INT 74070610 1773 52900 SH SHARED 10 52900 D PRENTISS PPTYS TR SH BEN INT 74070610 1189 35500 SH SHARED 11 35500 D PRESIDENTIAL LIFE CORP COM 74088410 394 21900 SH SHARED 21900 D PRESIDENTIAL LIFE CORP COM 74088410 56 3146 SH SHARED 02 3146 D PRESSTEK INC COM 74111310 257 24500 SH SHARED 24500 D PRESSTEK INC COM 74111310 166 15887 SH SHARED 02 15887 D PRICE COMMUNICATIONS CORP COM NEW 74143730 616 41747 SH SHARED 41747 D PRICE COMMUNICATIONS CORP COM NEW 74143730 25 1728 SH SHARED 01 1728 D PRICE COMMUNICATIONS CORP COM NEW 74143730 18340 1242555 SH SHARED 02 1242555 D PRICE LEGACY CORP COM NEW 74144P50 385 20900 SH SHARED 20900 D PRICE LEGACY CORP COM NEW 74144P50 0 10 SH SHARED 02 10 D PRICE T ROWE GROUP INC COM 74144T10 28859 572602 SH SHARED 572602 D PRICE T ROWE GROUP INC COM 74144T10 2942 58382 SH SHARED 01 58382 D PRICE T ROWE GROUP INC COM 74144T10 1905 37807 SH SHR/OTHR 01 3700 34107 D PRICE T ROWE GROUP INC COM 74144T10 3722 73864 SH SHARED 02 73864 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 4286 85058 SH SHARED 10 85058 D PRICE T ROWE GROUP INC COM 74144T10 45 900 SH SHARED 14 900 D PRICELINE COM INC NOTE 1.000% 8/0 741503AC 2844 3000000 PRN SHARED 3000000 D PRICELINE COM INC COM NEW 74150340 2422 89953 SH SHARED 89953 D PRICELINE COM INC COM NEW 74150340 1932 71774 SH SHARED 01 71774 D PRICELINE COM INC COM NEW 74150340 1103 40973 SH SHARED 02 40973 D PRICELINE COM INC COM NEW 74150340 4712 175000 SH SHARED 04 175000 D PRICELINE COM INC COM NEW 74150340 663 24633 SH SHARED 10 24633 D PRICELINE COM INC COM NEW 74150340 29 1100 SH SHARED 14 1100 D PRICESMART INC COM 74151110 11 1819 SH SHARED 1819 D PRICESMART INC COM 74151110 2 449 SH SHARED 01 449 D PRIDE INTL INC DEL FRNT 2.500% 3/0 74153QAB 2 2190 PRN SHARED 01 2190 D PRIDE INTL INC DEL FRNT 2.500% 3/0 74153QAB 8284 7286000 PRN SHARED 02 7286000 D PRIDE INTL INC DEL NOTE 3.250% 5/0 74153QAD 22244 22200000 PRN SHARED 22200000 D PRIDE INTL INC DEL COM 74153Q10 6506 380264 SH SHARED 380264 D PRIDE INTL INC DEL COM 74153Q10 3663 214130 SH SHARED 01 214130 D PRIDE INTL INC DEL COM 74153Q10 787 46012 SH SHARED 02 46012 D PRIDE INTL INC DEL COM 74153Q10 118 6900 SH SHARED 05 6900 D PRIME MED SVCS INC NEW COM 74156D10 258 32564 SH SHARED 32564 D PRIME MED SVCS INC NEW COM 74156D10 64 8074 SH SHARED 01 8074 D PRIMEDIA INC COM 74157K10 373 134466 SH SHARED 134466 D PRIMEDIA INC COM 74157K10 4 1734 SH SHARED 01 1734 D PRIMEDIA INC COM 74157K10 733 263860 SH SHARED 02 263860 D PRIMA ENERGY CORP COM PAR $0.015 74190120 859 21727 SH SHARED 21727 D PRIMA ENERGY CORP COM PAR $0.015 74190120 412 10428 SH SHARED 01 10428 D PRIMA ENERGY CORP COM PAR $0.015 74190120 41 1059 SH SHARED 02 1059 D PRIMA ENERGY CORP COM PAR $0.015 74190120 27 700 SH SHARED 10 700 D PRIME HOSPITALITY CORP COM 74191710 52 4900 SH SHARED 4900 D PRIME HOSPITALITY CORP COM 74191710 542 51100 SH SHARED 51100 D PRIME HOSPITALITY CORP COM 74191710 1 151 SH SHARED 01 151 D PRIME HOSPITALITY CORP COM 74191710 56 5276 SH SHARED 02 5276 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 412 81287 SH SHARED 81287 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 318 62792 SH SHARED 01 62792 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 0 56 SH SHARED 02 56 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 305 60200 SH SHARED 10 60200 D PRINCETON REVIEW INC COM 74235210 118 15700 SH SHARED 15700 D PRINCETON REVIEW INC COM 74235210 11 1541 SH SHARED 02 1541 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 54946 1579816 SH SHARED 1579816 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 5503 158233 SH SHARED 01 155945 2288 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 5376 154572 SH SHARED 02 154572 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 33 965 SH SHARED 05 965 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 5747 165253 SH SHARED 10 165253 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 91 2634 SH SHARED 14 2634 D PRIORITY HEALTHCARE CORP CL B 74264T10 1369 59689 SH SHARED 59689 D PRIORITY HEALTHCARE CORP CL B 74264T10 134 5859 SH SHARED 01 5859 D PRIORITY HEALTHCARE CORP CL B 74264T10 19 833 SH SHR/OTHR 01 833 D PRIORITY HEALTHCARE CORP CL B 74264T10 416 18164 SH SHARED 02 18164 D PROASSURANCE CORP COM 74267C10 895 26262 SH SHARED 26262 D PROASSURANCE CORP COM 74267C10 622 18235 SH SHARED 01 18235 D PROASSURANCE CORP COM 74267C10 7 224 SH SHARED 02 224 D PROCENTURY CORP COM 74268T10 8223 845200 SH SHARED 10 845200 D PROCTER & GAMBLE CO COM 74271810 913 16780 SH SHARED 16780 D PROCTER & GAMBLE CO COM 74271810 707801 13001492 SH SHARED 12616902 384590 D PROCTER & GAMBLE CO COM 74271810 200850 3689386 SH SHARED 01 1562747 2126639 D PROCTER & GAMBLE CO COM 74271810 64334 1181742 SH SHR/OTHR 01 108002 1073740 D PROCTER & GAMBLE CO COM 74271810 111178 2042213 SH SHARED 02 2042213 D PROCTER & GAMBLE CO COM 74271810 23044 423300 SH SHARED 03 423300 D PROCTER & GAMBLE CO COM 74271810 4028 74000 SH SHARED 04 74000 D PROCTER & GAMBLE CO COM 74271810 12043 221222 SH SHARED 05 87960 133262 D PROCTER & GAMBLE CO COM 74271810 8576 157534 SH SHARED 06 130934 26600 D PROCTER & GAMBLE CO COM 74271810 1131 20792 SH SHARED 07 20792 D PROCTER & GAMBLE CO COM 74271810 203116 3731012 SH SHARED 10 3731012 D PROCTER & GAMBLE CO COM 74271810 1061 19498 SH SHARED 14 19498 D PRIVATEBANCORP INC COM 74296210 431 15700 SH SHARED 15700 D PRIVATEBANCORP INC COM 74296210 0 8 SH SHARED 02 8 D PRIVATEBANCORP INC COM 74296210 175 6400 SH SHARED 06 6400 D PROGENICS PHARMACEUTICALS IN COM 74318710 188 11200 SH SHARED 11200 D PROGENICS PHARMACEUTICALS IN COM 74318710 307 18265 SH SHR/OTHR 18265 D PROGENICS PHARMACEUTICALS IN COM 74318710 0 27 SH SHARED 02 27 D PROGRESS ENERGY INC COM 74326310 34008 772053 SH SHARED 772053 D PROGRESS ENERGY INC COM 74326310 3315 75271 SH SHARED 01 66359 8912 D PROGRESS ENERGY INC COM 74326310 399 9074 SH SHR/OTHR 01 4357 4717 D PROGRESS ENERGY INC COM 74326310 5059 114852 SH SHARED 02 114852 D PROGRESS ENERGY INC COM 74326310 241 5487 SH SHARED 05 200 5287 D PROGRESS ENERGY INC COM 74326310 191 4350 SH SHARED 06 4350 D PROGRESS ENERGY INC COM 74326310 3670 83330 SH SHARED 10 83330 D PROGRESS ENERGY INC COM 74326310 198 4500 SH SHARED 14 4500 D PROGRESS SOFTWARE CORP COM 74331210 1153 53238 SH SHARED 53238 D PROGRESS SOFTWARE CORP COM 74331210 4355 201010 SH SHARED 01 191210 9800 D PROGRESS SOFTWARE CORP COM 74331210 863 39845 SH SHARED 02 39845 D PROGRESS SOFTWARE CORP COM 74331210 408 18851 SH SHARED 10 18851 D PROGRESSIVE CORP OHIO COM 74331510 56397 661169 SH SHARED 661169 D PROGRESSIVE CORP OHIO COM 74331510 4912 57594 SH SHARED 01 57094 500 D PROGRESSIVE CORP OHIO COM 74331510 10235 119989 SH SHARED 02 119989 D PROGRESSIVE CORP OHIO COM 74331510 93 1100 SH SHARED 05 200 900 D PROGRESSIVE CORP OHIO COM 74331510 303 3557 SH SHARED 06 3107 450 D PROGRESSIVE CORP OHIO COM 74331510 15626 183197 SH SHARED 10 183197 D PROGRESSIVE CORP OHIO COM 74331510 153 1800 SH SHARED 14 1800 D PROLOGIS SH BEN INT 74341010 22981 698110 SH SHARED 698110 D PROLOGIS SH BEN INT 74341010 19780 600879 SH SHARED 01 574513 26366 D PROLOGIS SH BEN INT 74341010 52 1600 SH SHR/OTHR 01 1600 D PROLOGIS SH BEN INT 74341010 2791 84807 SH SHARED 02 84807 D PROLOGIS SH BEN INT 74341010 27649 839914 SH SHARED 10 839914 D PROLOGIS SH BEN INT 74341010 350578 10649412 SH SHARED 11 10649412 D PROLOGIS SH BEN INT 74341010 43 1318 SH SHARED 14 1318 D PROQUEST COMPANY COM 74346P10 649 23823 SH SHARED 23823 D PROQUEST COMPANY COM 74346P10 117 4300 SH SHARED 01 4300 D PROQUEST COMPANY COM 74346P10 118 4336 SH SHARED 02 4336 D PROQUEST COMPANY COM 74346P10 68 2500 SH SHARED 10 2500 D PROSPERITY BANCSHARES INC COM 74360610 392 16109 SH SHARED 16109 D PROSPERITY BANCSHARES INC COM 74360610 133 5500 SH SHARED 01 5500 D PROSPERITY BANCSHARES INC COM 74360610 4 203 SH SHARED 02 203 D PROTECTIVE LIFE CORP COM 74367410 1844 47689 SH SHARED 47689 D PROTECTIVE LIFE CORP COM 74367410 893 23116 SH SHARED 01 23116 D PROTECTIVE LIFE CORP COM 74367410 4679 121008 SH SHARED 02 121008 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 3939 3344000 PRN SHARED 3344000 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 16079 13650000 PRN SHARED 02 13650000 D PROTEIN DESIGN LABS INC COM 74369L10 1735 90734 SH SHARED 90734 D PROTEIN DESIGN LABS INC COM 74369L10 18651 974991 SH SHARED 01 966391 8600 D PROTEIN DESIGN LABS INC COM 74369L10 751 39260 SH SHARED 02 39260 D PROTEIN DESIGN LABS INC COM 74369L10 19602 1024700 SH SHARED 04 1024700 D PROTEIN DESIGN LABS INC COM 74369L10 286 15000 SH SHARED 06 15000 D PROTEIN DESIGN LABS INC COM 74369L10 15558 813301 SH SHARED 10 813301 D PROTEIN DESIGN LABS INC COM 74369L10 195 10200 SH SHARED 14 10200 D PROVIDE COMM INC COM 74373W10 80 4100 SH SHARED 4100 D PROVIDE COMM INC COM 74373W10 330 16787 SH SHARED 02 16787 D PROVIDENT BANCORP INC DEL COM 74383A10 432 37980 SH SHARED 37980 D PROVIDENT BANCORP INC DEL COM 74383A10 1 163 SH SHARED 02 163 D PROVIDENT BANKSHARES CORP COM 74385910 1016 35239 SH SHARED 35239 D PROVIDENT BANKSHARES CORP COM 74385910 1041 36126 SH SHARED 01 36126 D PROVIDENT BANKSHARES CORP COM 74385910 86 3012 SH SHARED 02 3012 D PROVIDENT BANKSHARES CORP COM 74385910 7626 264450 SH SHARED 10 264450 D PROVIDENT ENERGY TR TR UNIT 74386K10 16 2150 SH SHR/OTHR 01 2150 D PROVIDENT FINL SVCS INC COM 74386T10 1014 57800 SH SHARED 57800 D PROVIDENT FINL SVCS INC COM 74386T10 3 227 SH SHARED 02 227 D PROVIDENT FINL SVCS INC COM 74386T10 1340 76400 SH SHARED 10 76400 D PROVIDENT FINL GROUP INC COM 74386610 46475 1177778 SH SHARED 1177778 D PROVIDENT FINL GROUP INC COM 74386610 5533 140220 SH SHARED 01 140220 D PROVIDENT FINL GROUP INC COM 74386610 14726 373211 SH SHARED 02 373211 D PROVIDENT FINL GROUP INC COM 74386610 2672 67715 SH SHARED 10 67715 D PROVIDENT FINL HLDGS INC COM 74386810 113 4800 SH SHARED 4800 D PROVIDENT FINL HLDGS INC COM 74386810 31 1350 SH SHARED 02 1350 D PROVINCE HEALTHCARE CO NOTE 4.500%11/2 743977AC 1503 1500000 PRN SHARED 1500000 D PROVINCE HEALTHCARE CO COM 74397710 1500 87486 SH SHARED 87486 D PROVINCE HEALTHCARE CO COM 74397710 4092 238614 SH SHARED 01 238614 D PROVINCE HEALTHCARE CO COM 74397710 0 52 SH SHARED 02 52 D PROVINCE HEALTHCARE CO COM 74397710 12929 753900 SH SHARED 10 753900 D PROVIDIAN FINL CORP NOTE 3.250% 8/1 74406AAA 7824 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 978 1000000 PRN SHARED 02 1000000 D PROVIDIAN FINL CORP NOTE 2/1 74406AAB 7590 15090000 PRN SHARED 15090000 D PROVIDIAN FINL CORP NOTE 2/1 74406AAB 1 3000 PRN 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PRUDENTIAL FINL INC COM 74432010 21724 467500 SH SHARED 02 467500 D PRUDENTIAL FINL INC COM 74432010 3313 71300 SH SHARED 03 71300 D PRUDENTIAL FINL INC COM 74432010 4554 98000 SH SHARED 04 98000 D PRUDENTIAL FINL INC COM 74432010 125 2693 SH SHARED 05 500 2193 D PRUDENTIAL FINL INC COM 74432010 456 9825 SH SHARED 06 8825 1000 D PRUDENTIAL FINL INC COM 74432010 31098 669211 SH SHARED 10 669211 D PRUDENTIAL FINL INC COM 74432010 41 900 SH SHARED 14 900 D PRUDENTIAL PLC ADR 74435K20 169 9708 SH SHARED 9708 D PRUDENTIAL PLC ADR 74435K20 982 56361 SH SHARED 01 181 56180 D PRUDENTIAL PLC ADR 74435K20 333 19112 SH SHARED 02 19112 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 236 9500 SH SHARED 9500 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 7 300 SH SHARED 02 300 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 352 8800 SH SHARED 8800 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 67689 1690973 SH SHARED 1690973 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 1590 39722 SH SHARED 01 38000 1722 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 30 750 SH SHR/OTHR 01 750 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 4602 114968 SH SHARED 02 114968 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 58 1465 SH SHARED 05 200 1265 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 92 2300 SH SHARED 06 2300 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 3736 93335 SH SHARED 10 93335 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 68 1700 SH SHARED 14 1700 D PUBLIC STORAGE INC COM 74460D10 361 7862 SH SHARED 01 4500 3362 D PUBLIC STORAGE INC COM 74460D10 1352 29406 SH SHARED 02 29406 D PUBLIC STORAGE INC COM 74460D10 14819 322100 SH SHARED 10 322100 D PUBLIC STORAGE INC COM 74460D10 36950 803100 SH SHARED 11 803100 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 130 5000 SH SHR/OTHR 01 5000 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 334 12800 SH SHARED 10 12800 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 334 12800 SH SHARED 11 12800 D PUBLICIS S A NEW SPONSORED ADR 74463M10 101 3431 SH SHARED 3431 D PUBLICIS S A NEW SPONSORED ADR 74463M10 20 687 SH SHARED 01 687 D PUGET ENERGY INC NEW COM 74531010 1273 58112 SH SHARED 58112 D PUGET ENERGY INC NEW COM 74531010 649 29623 SH SHARED 01 27523 2100 D PUGET ENERGY INC NEW COM 74531010 14 645 SH SHR/OTHR 01 645 D PUGET ENERGY INC NEW COM 74531010 816 37287 SH SHARED 02 37287 D PULITZER INC COM 74576910 425 8700 SH SHARED 8700 D PULITZER INC COM 74576910 54 1116 SH SHARED 01 1116 D PULITZER INC COM 74576910 226 4628 SH SHARED 02 4628 D PULTE HOMES INC COM 74586710 764 14700 SH SHARED 14700 D PULTE HOMES INC COM 74586710 25518 490458 SH SHARED 490458 D PULTE HOMES INC COM 74586710 979 18830 SH SHARED 01 18830 D PULTE HOMES INC COM 74586710 8942 171876 SH SHARED 02 171876 D PULTE HOMES INC COM 74586710 46 900 SH SHARED 06 900 D PULTE HOMES INC COM 74586710 4048 77814 SH SHARED 10 77814 D PULTE HOMES INC COM 74586710 46 900 SH SHARED 14 900 D PUTNAM CALIF INVT GRADE MUN SH BEN INT 74644610 63 5000 SH SHR/OTHR 01 5000 D PUTNAM HIGH INCOME BOND FD SH BEN INT 74677910 36 5000 SH SHR/OTHR 01 5000 D PUTNAM HIGH YIELD MUN TR SH BEN INT 74678110 18 2947 SH SHARED 2947 D PUTNAM HIGH YIELD MUN TR SH BEN INT 74678110 31 5000 SH SHARED 01 5000 D PUTNAM HIGH YIELD MUN TR SH BEN INT 74678110 159 25100 SH SHARED 02 25100 D PUTNAM MANAGED HIGH YIELD TR SH BEN INT 74681910 874 111500 SH SHARED 111500 D PUTNAM MANAGED MUN INCOM TR COM 74682310 25 3741 SH SHARED 3741 D PUTNAM MANAGED MUN INCOM TR COM 74682310 124 17900 SH SHARED 02 17900 D PUTNAM MASTER INCOME TR SH BEN INT 74683K10 759 123700 SH SHARED 123700 D PUTNAM PREMIER INCOME TR SH BEN INT 74685310 965 159286 SH SHARED 159286 D PUTNAM PREMIER INCOME TR SH BEN INT 74685310 4 814 SH SHARED 01 814 D PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 44 6972 SH SHARED 6972 D PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 10 1728 SH SHARED 01 1728 D PUTNAM TAX FREE HEALTH CARE SH BEN INT 74692010 9 772 SH SHARED 772 D PUTNAM TAX FREE HEALTH CARE SH BEN INT 74692010 129 11000 SH SHARED 02 11000 D QLT INC NOTE 3.000% 9/1 746927AB 9512 6933000 PRN SHARED 6933000 D QLT INC COM 74692710 236 11820 SH SHARED 11820 D QLT INC COM 74692710 1512 75485 SH SHR/OTHR 75485 D QLT INC COM 74692710 10 516 SH SHARED 01 516 D QLT INC COM 74692710 553 27629 SH SHARED 02 27629 D QLT INC COM 74692710 360 18000 SH SHARED 06 18000 D QLT INC COM 74692710 366 18300 SH SHARED 10 18300 D QRS CORP COM 74726X10 1170 179250 SH SHARED 179250 D QRS CORP COM 74726X10 130 19975 SH SHARED 19975 D QRS CORP COM 74726X10 8 1288 SH SHARED 01 1188 100 D QAD INC COM 74727D10 359 33912 SH SHARED 33912 D QAD INC COM 74727D10 56 5359 SH SHARED 01 5359 D QAD INC COM 74727D10 0 36 SH SHARED 02 36 D QLOGIC CORP COM 74727710 13962 525117 SH SHARED 525117 D QLOGIC CORP COM 74727710 7860 295622 SH SHARED 01 294622 1000 D QLOGIC CORP COM 74727710 2799 105284 SH SHARED 02 105284 D QLOGIC CORP COM 74727710 138 5200 SH SHARED 05 5200 D QLOGIC CORP COM 74727710 29 1100 SH SHARED 06 800 300 D QLOGIC CORP COM 74727710 16027 602764 SH SHARED 10 602764 D QLOGIC CORP COM 74727710 27 1046 SH SHARED 14 1046 D QSOUND LABS INC COM NEW 74728C30 18 2800 SH SHARED 2800 D QUAKER CITY BANCORP INC COM 74731K10 272 4958 SH SHARED 4958 D QUAKER CITY BANCORP INC COM 74731K10 522 9505 SH SHARED 01 9505 D QUAKER CITY BANCORP INC COM 74731K10 62 1133 SH SHARED 02 1133 D QUAKER CHEM CORP COM 74731610 218 7900 SH SHARED 7900 D QUAKER CHEM CORP COM 74731610 5 200 SH SHARED 01 200 D QUAKER CHEM CORP COM 74731610 11 412 SH SHARED 02 412 D QUALCOMM INC COM 74752510 434201 5949592 SH SHARED 5936087 13505 D QUALCOMM INC COM 74752510 109044 1494175 SH SHARED 01 1243499 3600 247076 D QUALCOMM INC COM 74752510 5716 78336 SH SHR/OTHR 01 5930 72406 D QUALCOMM INC COM 74752510 79478 1089049 SH SHARED 02 1089049 D QUALCOMM INC COM 74752510 9399 128800 SH SHARED 03 128800 D QUALCOMM INC COM 74752510 14085 193000 SH SHARED 04 193000 D QUALCOMM INC COM 74752510 6201 84973 SH SHARED 05 45200 39773 D QUALCOMM INC COM 74752510 7151 97988 SH SHARED 06 96738 1250 D QUALCOMM INC COM 74752510 678 9300 SH SHARED 07 9300 D QUALCOMM INC COM 74752510 104138 1426952 SH SHARED 10 1426952 D QUALCOMM INC COM 74752510 8973 122962 SH SHARED 14 122962 D QUALITY DISTR INC FLA COM 74756M10 89 8100 SH SHARED 8100 D QUALITY SYS INC COM 74758210 241 4928 SH SHARED 4928 D QUALITY SYS INC COM 74758210 15 319 SH SHARED 01 319 D QUALITY SYS INC COM 74758210 24 499 SH SHARED 02 499 D QUANTA SVCS INC NOTE 4.000% 7/0 74762EAA 91 100000 PRN SHARED 02 100000 D QUANTA SVCS INC SDCV 4.500%10/0 74762EAC 3012 3055000 PRN SHARED 02 3055000 D QUANTA SVCS INC COM 74762E10 706 113513 SH SHARED 113513 D QUANTA SVCS INC COM 74762E10 2118 340600 SH SHARED 01 340600 D QUANTA SVCS INC COM 74762E10 2059 331067 SH SHARED 02 331067 D QUANTA SVCS INC COM 74762E10 1902 305800 SH SHARED 10 305800 D QUANEX CORP COM 74762010 1014 20832 SH SHARED 20832 D QUANEX CORP COM 74762010 3173 65158 SH SHARED 01 65158 D QUANEX CORP COM 74762010 1018 20905 SH SHARED 02 20905 D QUANEX CORP COM 74762010 2415 49600 SH SHARED 10 49600 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 12 2042 SH SHARED 2042 D QUANTUM CORP COM DSSG 74790620 23 7600 SH SHARED 7600 D QUANTUM CORP COM DSSG 74790620 813 262470 SH SHARED 262470 D QUANTUM CORP COM DSSG 74790620 147 47524 SH SHARED 01 47524 D QUANTUM CORP COM DSSG 74790620 137 44309 SH SHARED 02 44309 D QUANTUM CORP COM DSSG 74790620 76 24600 SH SHARED 10 24600 D Q MED COM 74791410 8 1000 SH SHARED 1000 D QUEBECOR WORLD INC COM NON-VTG 74820310 1543 70207 SH SHARED 70207 D QUEBECOR WORLD INC COM NON-VTG 74820310 8 400 SH SHARED 01 400 D QUEBECOR WORLD INC COM NON-VTG 74820310 947 43097 SH SHARED 02 43097 D QUEBECOR WORLD INC COM NON-VTG 74820310 8 400 SH SHARED 10 400 D QUEST DIAGNOSTICS INC DBCV 1.750%11/3 74834LAF 2 2300 PRN SHARED 01 2300 D QUEST DIAGNOSTICS INC COM 74834L10 50 600 SH SHARED 600 D QUEST DIAGNOSTICS INC COM 74834L10 77159 908294 SH SHARED 906659 1635 D QUEST DIAGNOSTICS INC COM 74834L10 36204 426189 SH SHARED 01 94832 331357 D QUEST DIAGNOSTICS INC COM 74834L10 5105 60105 SH SHR/OTHR 01 4450 55655 D QUEST DIAGNOSTICS INC COM 74834L10 4396 51752 SH SHARED 02 51752 D QUEST DIAGNOSTICS INC COM 74834L10 33 400 SH SHARED 05 400 D QUEST DIAGNOSTICS INC COM 74834L10 76 900 SH SHARED 06 700 200 D QUEST DIAGNOSTICS INC COM 74834L10 104931 1235213 SH SHARED 10 1235213 D QUEST DIAGNOSTICS INC COM 74834L10 176 2080 SH SHARED 14 2080 D QUEST SOFTWARE INC COM 74834T10 1541 119477 SH SHARED 119477 D QUEST SOFTWARE INC COM 74834T10 225 17443 SH SHARED 01 17443 D QUEST SOFTWARE INC COM 74834T10 83 6509 SH SHARED 02 6509 D QUEST SOFTWARE INC COM 74834T10 46 3600 SH SHARED 10 3600 D QUESTAR CORP COM 74835610 2533 65554 SH SHARED 65554 D QUESTAR CORP COM 74835610 2545 65884 SH SHARED 01 65334 550 D QUESTAR CORP COM 74835610 1153 29865 SH SHARED 02 29865 D QUICKSILVER RESOURCES INC COM 74837R10 1006 15000 SH SHARED 15000 D QUICKSILVER RESOURCES INC COM 74837R10 804 12000 SH SHARED 01 12000 D QUICKSILVER RESOURCES INC COM 74837R10 360 5382 SH SHARED 02 5382 D QUICKSILVER RESOURCES INC COM 74837R10 3776 56300 SH SHARED 10 56300 D QUIKSILVER INC COM 74838C10 6593 276910 SH SHARED 276910 D QUIKSILVER INC COM 74838C10 92 3890 SH SHARED 01 3890 D QUIKSILVER INC COM 74838C10 99 4199 SH SHARED 02 4199 D QUIDEL CORP COM 74838J10 557 94635 SH SHARED 94635 D QUIDEL CORP COM 74838J10 1952 331530 SH SHARED 01 331530 D QUIDEL CORP COM 74838J10 8 1454 SH SHARED 02 1454 D QUIDEL CORP COM 74838J10 322 54800 SH SHARED 10 54800 D QUIGLEY CORP COM NEW 74838L30 7 781 SH SHARED 781 D QUIGLEY CORP COM NEW 74838L30 1 119 SH SHARED 01 119 D QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y20 6 375 SH SHARED 375 D QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y20 1 65 SH SHARED 01 65 D QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y20 1 68 SH SHARED 02 68 D QUINTON CARDIOLOGY SYS INC COM 74877310 684 67550 SH SHR/OTHR 67550 D QUIXOTE CORP COM 74905610 144 7200 SH SHARED 7200 D QUIXOTE CORP COM 74905610 2 128 SH SHARED 02 128 D QWEST COMMUNICATIONS INTL IN COM 74912110 80 22401 SH SHARED 22401 D QWEST COMMUNICATIONS INTL IN COM 74912110 22255 6199295 SH SHARED 6029295 170000 D QWEST COMMUNICATIONS INTL IN COM 74912110 1109 309171 SH SHARED 01 308674 497 D QWEST COMMUNICATIONS INTL IN COM 74912110 4273 1190319 SH SHARED 02 1190319 D QWEST COMMUNICATIONS INTL IN COM 74912110 20 5688 SH SHARED 05 800 4888 D QWEST COMMUNICATIONS INTL IN COM 74912110 45 12550 SH SHARED 06 12550 D QWEST COMMUNICATIONS INTL IN COM 74912110 18270 5089362 SH SHARED 10 5089362 D QWEST COMMUNICATIONS INTL IN COM 74912110 50 14100 SH SHARED 14 14100 D QUOVADX INC COM 74913K10 1 1275 SH SHARED 1275 D QUOVADX INC COM 74913K10 0 316 SH SHARED 01 316 D R & G FINANCIAL CORP CL B 74913610 1072 32429 SH SHARED 32429 D R & G FINANCIAL CORP CL B 74913610 10041 303750 SH SHARED 01 303750 D R & G FINANCIAL CORP CL B 74913610 180 5458 SH SHARED 02 5458 D R & G FINANCIAL CORP CL B 74913610 18005 544625 SH SHARED 10 544625 D RAIT INVT TR COM 74922710 1008 40928 SH SHARED 40928 D RAIT INVT TR COM 74922710 373 15137 SH SHARED 01 15137 D RAIT INVT TR COM 74922710 10 413 SH SHR/OTHR 01 413 D RAIT INVT TR COM 74922710 40 1635 SH SHARED 02 1635 D RAIT INVT TR COM 74922710 108 4400 SH SHARED 10 4400 D RC2 CORP COM 74938810 479 13500 SH SHARED 13500 D RC2 CORP COM 74938810 355 10003 SH SHARED 02 10003 D R H DONNELLEY CORP COM NEW 74955W30 1312 30012 SH SHARED 30012 D R H DONNELLEY CORP COM NEW 74955W30 2175 49739 SH SHARED 01 44539 5200 D R H DONNELLEY CORP COM NEW 74955W30 117 2692 SH SHR/OTHR 01 2692 D R H DONNELLEY CORP COM NEW 74955W30 27 620 SH SHARED 02 620 D R H DONNELLEY CORP COM NEW 74955W30 17307 395700 SH SHARED 10 395700 D RLI CORP COM 74960710 896 24570 SH SHARED 24570 D RLI CORP COM 74960710 93 2560 SH SHARED 01 2560 D RLI CORP COM 74960710 22 620 SH SHARED 02 620 D RPC INC COM 74966010 145 9200 SH SHARED 9200 D RPC INC COM 74966010 25 1600 SH SHARED 01 1600 D RPC INC COM 74966010 18 1164 SH SHARED 02 1164 D RPM INTL INC COM 74968510 3065 201646 SH SHARED 201646 D RPM INTL INC COM 74968510 756 49766 SH SHARED 01 49766 D RPM INTL INC COM 74968510 884 58199 SH SHARED 02 58199 D RSA SEC INC COM 74971910 4558 222700 SH SHARED 222700 D RSA SEC INC COM 74971910 2136 104396 SH SHARED 104396 D RSA SEC INC COM 74971910 11843 578600 SH SHARED 01 264400 314200 D RSA SEC INC COM 74971910 519 25399 SH SHARED 02 25399 D RSA SEC INC COM 74971910 824 40299 SH SHARED 10 40299 D RTI INTL METALS INC COM 74973W10 323 20300 SH SHARED 20300 D RTI INTL METALS INC COM 74973W10 9 624 SH SHARED 02 624 D RF MICRODEVICES INC NOTE 3.750% 8/1 749941AB 8955 9000000 PRN SHARED 9000000 D RF MICRODEVICES INC NOTE 3.750% 8/1 749941AB 2 2500 PRN SHARED 01 2500 D RF MICRODEVICES INC NOTE 3.750% 8/1 749941AB 248 250000 PRN SHARED 02 250000 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 21358 18100000 PRN SHARED 18100000 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 6844 5800000 PRN SHARED 02 5800000 D RF MICRODEVICES INC COM 74994110 3678 490461 SH SHARED 390461 100000 D RF MICRODEVICES INC COM 74994110 4155 554055 SH SHARED 01 553105 950 D RF MICRODEVICES INC COM 74994110 15 2000 SH SHR/OTHR 01 2000 D RF MICRODEVICES INC COM 74994110 1003 133759 SH SHARED 02 133759 D RF MICRODEVICES INC COM 74994110 648 86400 SH SHARED 10 86400 D RADIAN GROUP INC DBCV 2.250% 1/0 750236AF 1710 1682000 PRN SHARED 02 1682000 D RADIAN GROUP INC COM 75023610 15347 320401 SH SHARED 320401 D RADIAN GROUP INC COM 75023610 2874 60001 SH SHARED 01 60001 D RADIAN GROUP INC COM 75023610 1864 38934 SH SHARED 02 38934 D RADIAN GROUP INC COM 75023610 47 1000 SH SHARED 06 1000 D RADIANT SYSTEMS INC COM 75025N10 174 37285 SH SHARED 37285 D RADIANT SYSTEMS INC COM 75025N10 43 9245 SH SHARED 01 9245 D RADIANT SYSTEMS INC COM 75025N10 122 26057 SH SHARED 02 26057 D RADIO ONE INC CL A 75040P10 21 1334 SH SHARED 1334 D RADIO ONE INC CL A 75040P10 4 266 SH SHARED 01 266 D RADIO ONE INC CL D NON VTG 75040P40 10457 653200 SH SHARED 653200 D RADIO ONE INC CL D NON VTG 75040P40 3011 188100 SH SHARED 01 188100 D RADIO ONE INC CL D NON VTG 75040P40 164 10268 SH SHARED 02 10268 D RADIOSHACK CORP COM 75043810 22655 791305 SH SHARED 790605 700 D RADIOSHACK CORP COM 75043810 8218 287063 SH SHARED 01 286268 795 D RADIOSHACK CORP COM 75043810 3720 129935 SH SHARED 02 129935 D RADIOSHACK CORP COM 75043810 1259 44000 SH SHARED 03 44000 D RADIOSHACK CORP COM 75043810 15 535 SH SHARED 05 535 D RADIOSHACK CORP COM 75043810 358 12538 SH SHARED 06 12538 D RADIOSHACK CORP COM 75043810 4291 149889 SH SHARED 10 149889 D RADIOSHACK CORP COM 75043810 62 2200 SH SHARED 14 2200 D RADISYS CORP COM 75045910 330 17800 SH SHARED 17800 D RADISYS CORP COM 75045910 102 5527 SH SHARED 02 5527 D RAE SYS INC COM 75061P10 177 32800 SH SHARED 32800 D RAE SYS INC COM 75061P10 1 338 SH SHARED 02 338 D RADYNE COMSTREAM INC COM NEW 75061140 503 62841 SH SHARED 62841 D RADYNE COMSTREAM INC COM NEW 75061140 23 2932 SH SHARED 02 2932 D RAILAMERICA INC COM 75075310 622 42668 SH SHARED 42668 D RAILAMERICA INC COM 75075310 35 2426 SH SHARED 01 2426 D RAILAMERICA INC COM 75075310 1 132 SH SHARED 02 132 D RAILAMERICA INC COM 75075310 6194 424300 SH SHARED 10 424300 D RAINDANCE COMM COM 75086X10 16 8104 SH SHARED 8104 D RAINDANCE COMM COM 75086X10 4 2006 SH SHARED 01 2006 D RAINDANCE COMM COM 75086X10 159 76515 SH SHARED 02 76515 D RAMBUS INC DEL COM 75091710 300 16930 SH SHARED 16930 D RAMBUS INC DEL COM 75091710 1918 108232 SH SHARED 01 107232 1000 D RAMBUS INC DEL COM 75091710 463 26126 SH SHARED 02 26126 D RALCORP HLDGS INC NEW COM 75102810 376 10700 SH SHARED 10700 D RALCORP HLDGS INC NEW COM 75102810 996 28318 SH SHARED 28318 D RALCORP HLDGS INC NEW COM 75102810 1623 46110 SH SHARED 01 46110 D RALCORP HLDGS INC NEW COM 75102810 4 133 SH SHR/OTHR 01 133 D RALCORP HLDGS INC NEW COM 75102810 168 4790 SH SHARED 02 4790 D RALCORP HLDGS INC NEW COM 75102810 13140 373300 SH SHARED 10 373300 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 3376 139351 SH SHARED 139351 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 63 2641 SH SHARED 01 2641 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 10 448 SH SHARED 02 448 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 18288 754800 SH SHARED 11 754800 D RANDGOLD RES LTD ADR 75234430 151 17200 SH SHARED 17200 D RANDGOLD RES LTD ADR 75234430 38 4400 SH SHARED 01 4400 D RANGE RES CORP COM 75281A10 1244 85218 SH SHARED 85218 D RANGE RES CORP COM 75281A10 2311 158314 SH SHARED 01 158314 D RANGE RES CORP COM 75281A10 227 15552 SH SHARED 02 15552 D RANGE RES CORP COM 75281A10 6179 423266 SH SHARED 10 423266 D RARE HOSPITALITY INTL INC COM 75382010 3126 125562 SH SHARED 125562 D RARE HOSPITALITY INTL INC COM 75382010 14228 571409 SH SHARED 01 531459 3900 36050 D RARE HOSPITALITY INTL INC COM 75382010 43 1729 SH SHR/OTHR 01 1729 D RARE HOSPITALITY INTL INC COM 75382010 6 280 SH SHARED 02 280 D RARE HOSPITALITY INTL INC COM 75382010 11647 467752 SH SHARED 10 467752 D RAVEN INDS INC COM 75421210 285 8035 SH SHARED 8035 D RAVEN INDS INC COM 75421210 5 157 SH SHARED 01 157 D RAVEN INDS INC COM 75421210 0 4 SH SHARED 02 4 D RAYMOND JAMES FINANCIAL INC COM 75473010 129 4900 SH SHARED 4900 D RAYMOND JAMES FINANCIAL INC COM 75473010 719 27216 SH SHARED 27216 D RAYMOND JAMES FINANCIAL INC COM 75473010 662 25041 SH SHARED 01 25041 D RAYMOND JAMES FINANCIAL INC COM 75473010 739 27940 SH SHARED 02 27940 D RAYONIER INC COM 75490710 5074 114165 SH SHARED 114165 D RAYONIER INC COM 75490710 2685 60418 SH SHARED 01 60418 D RAYONIER INC COM 75490710 80 1800 SH SHR/OTHR 01 1800 D RAYONIER INC COM 75490710 829 18661 SH SHARED 02 18661 D RAYONIER INC COM 75490710 364 8200 SH SHARED 10 8200 D RAYOVAC CORP COM 75508110 1612 57388 SH SHARED 57388 D RAYOVAC CORP COM 75508110 751 26727 SH SHARED 01 26727 D RAYOVAC CORP COM 75508110 20 728 SH SHARED 02 728 D RAYOVAC CORP COM 75508110 14 500 SH SHARED 10 500 D RAYTECH CORP DEL COM 75510310 17 10193 SH SHARED 02 10193 D RAYTHEON CO COM NEW 75511150 37173 1039250 SH SHARED 1039250 D RAYTHEON CO COM NEW 75511150 11831 330768 SH SHARED 01 324170 6598 D RAYTHEON CO COM NEW 75511150 1054 29477 SH SHR/OTHR 01 4220 25257 D RAYTHEON CO COM NEW 75511150 8700 243240 SH SHARED 02 243240 D RAYTHEON CO COM NEW 75511150 48 1366 SH SHARED 05 1366 D RAYTHEON CO COM NEW 75511150 3745 104700 SH SHARED 06 104200 500 D RAYTHEON CO COM NEW 75511150 14780 413218 SH SHARED 10 413218 D RAYTHEON CO COM NEW 75511150 110 3100 SH SHARED 14 3100 D READERS DIGEST ASSN INC COM 75526710 7282 455410 SH SHARED 455410 D READERS DIGEST ASSN INC COM 75526710 1726 107990 SH SHARED 01 107990 D READERS DIGEST ASSN INC COM 75526710 367 23003 SH SHARED 02 23003 D READING INTERNATIONAL INC CL A 75540810 119 13700 SH SHARED 13700 D READING INTERNATIONAL INC CL A 75540810 0 20 SH SHARED 02 20 D REALNETWORKS INC COM 75605L10 735 107600 SH SHARED 107600 D REALNETWORKS INC COM 75605L10 13 2000 SH SHARED 01 2000 D REALNETWORKS INC COM 75605L10 5 759 SH SHARED 02 759 D REALTY INCOME CORP COM 75610910 1627 38991 SH SHARED 38991 D REALTY INCOME CORP COM 75610910 542 13000 SH SHARED 01 13000 D REALTY INCOME CORP COM 75610910 33 805 SH SHARED 02 805 D REALTY INCOME CORP COM 75610910 5583 133800 SH SHARED 10 133800 D REALTY INCOME CORP COM 75610910 12014 287900 SH SHARED 11 287900 D RECKSON ASSOCS RLTY CORP COM 75621K10 5374 195731 SH SHARED 195731 D RECKSON ASSOCS RLTY CORP COM 75621K10 2166 78910 SH SHARED 01 78910 D RECKSON ASSOCS RLTY CORP COM 75621K10 191 6956 SH SHARED 02 6956 D RECKSON ASSOCS RLTY CORP COM 75621K10 1301 47400 SH SHARED 10 47400 D RECKSON ASSOCS RLTY CORP COM 75621K10 991 36100 SH SHARED 11 36100 D RECKSON ASSOCS RLTY CORP PFD CV SER A% 75621K20 17930 687000 SH SHARED 687000 D RED HAT INC COM 75657710 6086 264972 SH SHARED 264972 D RED HAT INC COM 75657710 11803 513874 SH SHARED 01 506724 7150 D RED HAT INC COM 75657710 41 1817 SH SHR/OTHR 01 1817 D RED HAT INC COM 75657710 433 18891 SH SHARED 02 18891 D RED HAT INC COM 75657710 2641 115000 SH SHARED 04 115000 D RED HAT INC COM 75657710 16167 703869 SH SHARED 10 703869 D RED ROBIN GOURMET BURGERS IN COM 75689M10 312 11400 SH SHARED 11400 D RED ROBIN GOURMET BURGERS IN COM 75689M10 6262 228800 SH SHARED 01 199500 29300 D RED ROBIN GOURMET BURGERS IN COM 75689M10 0 8 SH SHARED 02 8 D RED ROBIN GOURMET BURGERS IN COM 75689M10 610 22300 SH SHARED 05 22300 D REDBACK NETWORKS INC COM NEW 75720950 258 40317 SH SHARED 40317 D REDBACK NETWORKS INC COM NEW 75720950 43 6832 SH SHARED 01 6832 D REDBACK NETWORKS INC COM NEW 75720950 215 33622 SH SHARED 02 33622 D REDIFF COM INDIA LTD SPONSORED ADR 75747910 130 15414 SH SHARED 15414 D REDWOOD TR INC COM 75807540 851 15300 SH SHARED 15300 D REDWOOD TR INC COM 75807540 2600 46700 SH SHARED 01 46700 D REDWOOD TR INC COM 75807540 51 921 SH SHARED 02 921 D REDWOOD TR INC COM 75807540 1430 25700 SH SHARED 10 25700 D REEBOK INTL LTD COM 75811010 16236 451271 SH SHARED 451271 D REEBOK INTL LTD COM 75811010 244 6801 SH SHARED 01 6801 D REEBOK INTL LTD COM 75811010 1280 35584 SH SHARED 02 35584 D REEBOK INTL LTD COM 75811010 1041 28945 SH SHARED 10 28945 D REED ELSEVIER N V SPONSORED ADR 75820410 11 400 SH SHARED 01 400 D REED ELSEVIER P L C SPONSORED ADR 75820510 9837 250000 SH SHARED 250000 D REED ELSEVIER P L C SPONSORED ADR 75820510 164 4172 SH SHARED 01 4172 D REGAL BELOIT CORP COM 75875010 570 25634 SH SHARED 25634 D REGAL BELOIT CORP COM 75875010 13 600 SH SHARED 01 600 D REGAL ENTMT GROUP NOTE 3.750% 5/1 758766AB 376 313000 PRN SHARED 313000 D REGAL ENTMT GROUP CL A 75876610 13605 751685 SH SHARED 751685 D REGAL ENTMT GROUP CL A 75876610 300 16615 SH SHARED 01 16615 D REGAL ENTMT GROUP CL A 75876610 75 4190 SH SHARED 02 4190 D REGAL ENTMT GROUP CL A 75876610 296 16400 SH SHARED 10 16400 D REGENCY CTRS CORP COM 75884910 25 600 SH SHARED 01 600 D REGENCY CTRS CORP COM 75884910 353 8233 SH SHARED 02 8233 D REGENCY CTRS CORP COM 75884910 26868 626300 SH SHARED 10 626300 D REGENCY CTRS CORP COM 75884910 177389 4134955 SH SHARED 11 4134955 D REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB 2763 3044000 PRN SHARED 3044000 D REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB 10956 12067000 PRN SHARED 02 12067000 D REGENERON PHARMACEUTICALS COM 75886F10 1007 95635 SH SHARED 95635 D REGENERON PHARMACEUTICALS COM 75886F10 316 30075 SH SHR/OTHR 30075 D REGENERON PHARMACEUTICALS COM 75886F10 473 44929 SH SHARED 01 44929 D REGENERON PHARMACEUTICALS COM 75886F10 111 10597 SH SHARED 02 10597 D REGENERON PHARMACEUTICALS COM 75886F10 4047 384400 SH SHARED 04 384400 D REGENERON PHARMACEUTICALS COM 75886F10 210 20000 SH SHARED 06 20000 D REGENERON PHARMACEUTICALS COM 75886F10 210 20000 SH SHARED 10 20000 D REGENERON PHARMACEUTICALS COM 75886F10 50 4800 SH SHARED 14 4800 D REGENERATION TECH INC DEL COM 75886N10 262 24434 SH SHARED 24434 D REGENERATION TECH INC DEL COM 75886N10 474 44256 SH SHARED 01 44256 D REGENERATION TECH INC DEL COM 75886N10 14 1327 SH SHARED 02 1327 D REGENT COMMUNICATIONS INC DE COM 75886510 314 50840 SH SHARED 50840 D REGENT COMMUNICATIONS INC DE COM 75886510 24 3973 SH SHARED 01 3973 D REGENT COMMUNICATIONS INC DE COM 75886510 37 6021 SH SHARED 02 6021 D REGIS CORP MINN COM 75893210 2180 48895 SH SHARED 48895 D REGIS CORP MINN COM 75893210 7472 167581 SH SHARED 01 167581 D REGIS CORP MINN COM 75893210 1104 24781 SH SHARED 02 24781 D REGIS CORP MINN COM 75893210 9506 213200 SH SHARED 10 213200 D REGIONS FINL CORP COM 75894010 29922 818661 SH SHARED 818661 D REGIONS FINL CORP COM 75894010 6085 166496 SH SHARED 01 166496 D REGIONS FINL CORP COM 75894010 4316 118106 SH SHARED 02 118106 D REGIONS FINL CORP COM 75894010 47 1310 SH SHARED 05 1310 D REGIONS FINL CORP COM 75894010 65 1800 SH SHARED 06 1800 D REGIONS FINL CORP COM 75894010 3834 104918 SH SHARED 10 104918 D REGIONS FINL CORP COM 75894010 182 5000 SH SHARED 14 5000 D REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E10 198 1519 SH SHARED 1419 100 D REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E10 36 281 SH SHARED 01 281 D REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E10 138 1064 SH SHARED 02 1064 D REGISTER COM INC COM 75914G10 6721 1125827 SH SHARED 1125827 D REGISTER COM INC COM 75914G10 158 26630 SH SHARED 02 26630 D REHABCARE GROUP INC COM 75914810 794 29823 SH SHARED 29823 D REHABCARE GROUP INC COM 75914810 1103 41454 SH SHARED 01 41454 D REHABCARE GROUP INC COM 75914810 321 12056 SH SHARED 02 12056 D REHABCARE GROUP INC COM 75914810 796 29900 SH SHARED 10 29900 D REINSURANCE GROUP AMER INC COM 75935110 115 2836 SH SHARED 2836 D REINSURANCE GROUP AMER INC COM 75935110 696 17125 SH SHARED 01 1125 16000 D REINSURANCE GROUP AMER INC COM 75935110 123 3029 SH SHARED 02 3029 D REINSURANCE GROUP AMER INC PFD TR INC EQ 75935130 55582 977698 SH SHARED 977698 D RELIANCE STEEL & ALUMINUM CO COM 75950910 1538 38156 SH SHARED 38156 D RELIANCE STEEL & ALUMINUM CO COM 75950910 1880 46641 SH SHARED 01 46641 D RELIANCE STEEL & ALUMINUM CO COM 75950910 35 883 SH SHARED 02 883 D RELIANCE STEEL & ALUMINUM CO COM 75950910 1810 44900 SH SHARED 10 44900 D RELIANT ENERGY INC NOTE 5.000% 8/1 75952BAD 54017 38806000 PRN SHARED 02 38806000 D RELIANT ENERGY INC COM 75952B10 552 50976 SH SHARED 50976 D RELIANT ENERGY INC COM 75952B10 1083 100000 SH SHR/OTHR 100000 D RELIANT ENERGY INC COM 75952B10 2245 207299 SH SHARED 01 205565 1734 D RELIANT ENERGY INC COM 75952B10 30 2838 SH SHR/OTHR 01 2838 D RELIANT ENERGY INC COM 75952B10 328 30345 SH SHARED 02 30345 D RELIANT ENERGY INC COM 75952B10 20945 1934070 SH SHARED 10 1934070 D REMEC INC COM 75954310 541 85644 SH SHARED 85644 D REMEC INC COM 75954310 92 14694 SH SHARED 01 14694 D REMEC INC COM 75954310 2 400 SH SHR/OTHR 01 400 D REMEC INC COM 75954310 44 7118 SH SHARED 02 7118 D REMINGTON OIL & GAS CORP COM 75959430 1283 54388 SH SHARED 54388 D REMINGTON OIL & GAS CORP COM 75959430 2284 96802 SH SHARED 01 96802 D REMINGTON OIL & GAS CORP COM 75959430 55 2365 SH SHARED 02 2365 D REMINGTON OIL & GAS CORP COM 75959430 7799 330500 SH SHARED 10 330500 D RENAISSANCE CAP GRWTH INCM I COM 75966V10 103 7834 SH SHARED 7834 D RENAISSANCE LEARNING INC COM 75968L10 832 37125 SH SHARED 37125 D RENAISSANCE LEARNING INC COM 75968L10 185 8259 SH SHARED 01 3259 5000 D RENAISSANCE LEARNING INC COM 75968L10 32 1461 SH SHARED 02 1461 D RENOVIS INC COM 75988510 51 5600 SH SHARED 5600 D RENOVIS INC COM 75988510 274 30000 SH SHARED 04 30000 D REPLIGEN CORP COM 75991610 84 34308 SH SHARED 34308 D REPLIGEN CORP COM 75991610 20 8507 SH SHARED 01 8507 D REPLIGEN CORP COM 75991610 105 42692 SH SHARED 02 42692 D RENAL CARE GROUP INC COM 75993010 8679 261971 SH SHARED 261971 D RENAL CARE GROUP INC COM 75993010 2883 87025 SH SHARED 01 87025 D RENAL CARE GROUP INC COM 75993010 1252 37797 SH SHARED 02 37797 D RENAL CARE GROUP INC COM 75993010 559 16900 SH SHARED 10 16900 D RENT A CTR INC NEW COM 76009N10 149 5000 SH SHARED 5000 D RENT A CTR INC NEW COM 76009N10 1621 54174 SH SHARED 54174 D RENT A CTR INC NEW COM 76009N10 2435 81357 SH SHARED 01 81357 D RENT A CTR INC NEW COM 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PROTECTED EQUITY FD COM 78379P10 102 11627 SH SHARED 11627 D S & T BANCORP INC COM 78385910 751 23509 SH SHARED 23509 D S & T BANCORP INC COM 78385910 21 660 SH SHARED 01 660 D S & T BANCORP INC COM 78385910 175 5481 SH SHARED 02 5481 D S & T BANCORP INC COM 78385910 3309 103500 SH SHARED 10 103500 D SBC COMMUNICATIONS INC COM 78387G10 300 12400 SH SHARED 12400 D SBC COMMUNICATIONS INC COM 78387G10 560122 23097828 SH SHARED 22955253 142575 D SBC COMMUNICATIONS INC COM 78387G10 61951 2554700 SH SHARED 01 1584812 969888 D SBC COMMUNICATIONS INC COM 78387G10 9447 389605 SH SHR/OTHR 01 32237 357368 D SBC COMMUNICATIONS INC COM 78387G10 41162 1697440 SH SHARED 02 1697440 D SBC COMMUNICATIONS INC COM 78387G10 1891 78000 SH SHARED 03 78000 D SBC COMMUNICATIONS INC COM 78387G10 132162 5450000 SH SHARED 04 5450000 D SBC COMMUNICATIONS INC COM 78387G10 1054 43500 SH SHARED 05 31380 12120 D SBC COMMUNICATIONS INC COM 78387G10 4243 174978 SH SHARED 06 170278 4700 D SBC COMMUNICATIONS INC COM 78387G10 75 3100 SH SHARED 07 3100 D SBC COMMUNICATIONS INC COM 78387G10 60824 2508242 SH SHARED 10 2508242 D SBC COMMUNICATIONS INC COM 78387G10 1463 60358 SH SHARED 14 60358 D SBS TECHNOLOGIES INC COM 78387P10 734 45686 SH SHARED 45686 D SBS TECHNOLOGIES INC COM 78387P10 811 50515 SH SHARED 01 50515 D SBS TECHNOLOGIES INC COM 78387P10 31 1981 SH SHARED 02 1981 D SBS TECHNOLOGIES INC COM 78387P10 710 44240 SH SHARED 10 44240 D SBA COMMUNICATIONS CORP COM 78388J10 880 197812 SH SHARED 197812 D SBA COMMUNICATIONS CORP COM 78388J10 91 20454 SH SHARED 02 20454 D SCI SYS INC NOTE 3.000% 3/1 783890AF 1870 2000000 PRN SHARED 2000000 D SCBT FINANCIAL CORP COM 78401V10 223 7400 SH SHARED 7400 D SCBT FINANCIAL CORP COM 78401V10 38 1262 SH SHARED 02 1262 D SCM MICROSYSTEMS INC COM 78401810 692 106474 SH SHARED 106474 D SCM MICROSYSTEMS INC COM 78401810 13 2032 SH SHR/OTHR 01 2032 D SCM MICROSYSTEMS INC COM 78401810 195 30000 SH SHARED 06 30000 D SCP POOL CORP COM 78402810 1604 35664 SH SHARED 35664 D SCP POOL CORP COM 78402810 3875 86125 SH SHARED 01 86125 D SCP POOL CORP COM 78402810 11 265 SH SHARED 02 265 D SCP POOL CORP COM 78402810 557 12385 SH SHARED 10 12385 D SCO GROUP INC COM 78403A10 254 43431 SH SHARED 43431 D SCO GROUP INC COM 78403A10 50 8669 SH SHARED 01 8669 D SCO GROUP INC COM 78403A10 140 24100 SH SHARED 02 24100 D SEI INVESTMENTS CO COM 78411710 43 1500 SH SHARED 1500 D SEI INVESTMENTS CO COM 78411710 1708 58832 SH SHARED 58832 D SEI INVESTMENTS CO COM 78411710 6249 215188 SH SHARED 01 183088 32100 D SEI INVESTMENTS CO COM 78411710 1173 40416 SH SHARED 02 40416 D SEI INVESTMENTS CO COM 78411710 2904 100000 SH SHARED 10 100000 D SEMCO ENERGY INC COM 78412D10 84 14500 SH SHARED 14500 D SEMCO ENERGY INC COM 78412D10 666 114443 SH SHARED 02 114443 D SFBC INTL INC COM 78412110 375 12000 SH SHARED 12000 D SFBC INTL INC COM 78412110 3201 102200 SH SHARED 01 102200 D SFBC INTL INC COM 78412110 8 270 SH SHARED 02 270 D SFBC INTL INC COM 78412110 90 2900 SH SHARED 10 2900 D SI INTL INC COM 78427V10 344 16889 SH SHARED 16889 D SI INTL INC COM 78427V10 48 2394 SH SHARED 01 2394 D SJW CORP COM 78430510 204 6000 SH SHARED 6000 D SJW CORP COM 78430510 47 1411 SH SHARED 02 1411 D SK TELECOM LTD SPONSORED ADR 78440P10 157226 7490530 SH SHARED 7490530 D SK TELECOM LTD SPONSORED ADR 78440P10 1357 64665 SH SHARED 01 64165 500 D SK TELECOM LTD SPONSORED ADR 78440P10 18 870 SH SHR/OTHR 01 870 D SK TELECOM LTD SPONSORED ADR 78440P10 363 17323 SH SHARED 02 17323 D SK TELECOM LTD SPONSORED ADR 78440P10 1701 81065 SH SHARED 10 81065 D SL GREEN RLTY CORP COM 78440X10 1703 36400 SH SHARED 01 36400 D SL GREEN RLTY CORP COM 78440X10 473 10120 SH SHARED 02 10120 D SL GREEN RLTY CORP COM 78440X10 7087 151440 SH SHARED 10 151440 D SL GREEN RLTY CORP COM 78440X10 12724 271900 SH SHARED 11 271900 D S L INDS INC COM 78441310 2 263 SH SHARED 02 263 D SLM CORP COM 78442P10 486072 12016633 SH SHARED 12005533 11100 D SLM CORP COM 78442P10 32516 803871 SH SHARED 01 756274 47597 D SLM CORP COM 78442P10 2105 52061 SH SHR/OTHR 01 9150 42911 D SLM CORP COM 78442P10 8437 208579 SH SHARED 02 208579 D SLM CORP COM 78442P10 50 1250 SH SHARED 05 1250 D SLM CORP COM 78442P10 390 9650 SH SHARED 06 9150 500 D SLM CORP COM 78442P10 11382 281387 SH SHARED 10 281387 D SLM CORP COM 78442P10 631 15600 SH SHARED 14 15600 D SPDR TR UNIT SER 1 78462F10 1008505 8805600 SH SHARED 8642064 163536 D SPDR TR UNIT SER 1 78462F10 32440 283245 SH SHARED 01 57040 226205 D SPDR TR UNIT SER 1 78462F10 2281 19920 SH SHR/OTHR 01 2220 17700 D SPDR TR UNIT SER 1 78462F10 23207 202629 SH SHARED 02 157179 45450 D SPDR TR UNIT SER 1 78462F10 8209 71679 SH SHARED 10 71679 D SPSS INC COM 78462K10 242 13500 SH SHARED 13500 D SPSS INC COM 78462K10 0 23 SH SHARED 02 23 D S1 CORPORATION COM 78463B10 896 90190 SH SHARED 90190 D S1 CORPORATION COM 78463B10 1221 122910 SH SHARED 01 122810 100 D S1 CORPORATION COM 78463B10 260 26196 SH SHARED 02 26196 D S1 CORPORATION COM 78463B10 827 83200 SH SHARED 10 83200 D SPX CORP NOTE 2/0 784635AD 89000141271000 PRN SHARED 141271000 D SPX CORP NOTE 2/0 784635AD 5 9500 PRN SHARED 01 9500 D SPX CORP COM 78463510 8397 180825 SH SHARED 180825 D SPX CORP COM 78463510 1813 39054 SH SHARED 01 28688 10366 D SPX CORP COM 78463510 2654 57168 SH SHR/OTHR 01 57168 D SPX CORP COM 78463510 2784 59969 SH SHARED 02 59969 D SPX CORP COM 78463510 37 800 SH SHARED 06 800 D SPX CORP COM 78463510 11043 237800 SH SHARED 10 237800 D SPX CORP COM 78463510 46 1000 SH SHARED 14 1000 D SRS LABS INC COM 78464M10 48 8899 SH SHARED 8899 D SRS LABS INC COM 78464M10 12 2206 SH SHARED 01 2206 D S R TELECOM INC COM NEW 78464P20 1 506 SH SHARED 506 D SRA INTL INC CL A 78464R10 545 12900 SH SHARED 12900 D SRA INTL INC CL A 78464R10 639 15100 SH SHARED 01 15100 D SRA INTL INC CL A 78464R10 0 8 SH SHARED 02 8 D SRA INTL INC CL A 78464R10 71 1700 SH SHARED 10 1700 D SRI/SURGICAL EXPRESS INC COM 78464W10 42 6118 SH SHARED 6118 D SRI/SURGICAL EXPRESS INC COM 78464W10 8 1282 SH SHARED 01 1282 D SM&A COM 78465D10 106 12384 SH SHARED 12384 D SM&A COM 78465D10 26 3065 SH SHARED 01 3065 D SM&A COM 78465D10 150 17483 SH SHARED 02 17483 D SABA SOFTWARE INC COM NEW 78493260 208 55523 SH SHARED 55523 D SABA SOFTWARE INC COM NEW 78493260 41 11089 SH SHARED 01 11089 D SWS GROUP INC COM 78503N10 221 14500 SH SHARED 14500 D SWS GROUP INC COM 78503N10 1530 100000 SH SHARED 01 100000 D SWS GROUP INC COM 78503N10 11 719 SH SHARED 02 719 D SWS GROUP INC COM 78503N10 22 1476 SH SHARED 10 1476 D S Y BANCORP INC COM 78506010 264 11300 SH SHARED 11300 D S Y BANCORP INC COM 78506010 1 64 SH SHARED 02 64 D SABINE ROYALTY TR UNIT BEN INT 78568810 102 3000 SH SHARED 01 3000 D SABINE ROYALTY TR UNIT BEN INT 78568810 17 500 SH SHR/OTHR 01 500 D SABRE HLDGS CORP CL A 78590510 11136 401909 SH SHARED 398309 3600 D SABRE HLDGS CORP CL A 78590510 629 22702 SH SHARED 01 22702 D SABRE HLDGS CORP CL A 78590510 40 1445 SH SHR/OTHR 01 1445 D SABRE HLDGS CORP CL A 78590510 1895 68422 SH SHARED 02 68422 D SABRE HLDGS CORP CL A 78590510 556 20100 SH SHARED 03 20100 D SABRE HLDGS CORP CL A 78590510 497 17964 SH SHARED 05 17500 464 D SABRE HLDGS CORP CL A 78590510 1270 45850 SH SHARED 06 45850 D SABRE HLDGS CORP CL A 78590510 2091 75462 SH SHARED 10 75462 D SAFECO CORP COM 78642910 14099 320454 SH SHARED 320454 D SAFECO CORP COM 78642910 3029 68855 SH SHARED 01 66600 2255 D SAFECO CORP COM 78642910 5055 114903 SH SHARED 02 114903 D SAFECO CORP COM 78642910 21 482 SH SHARED 05 482 D SAFECO CORP COM 78642910 50 1150 SH SHARED 06 1150 D SAFECO CORP COM 78642910 33842 769139 SH SHARED 10 769139 D SAFECO CORP COM 78642910 44 1000 SH SHARED 14 1000 D SAFEGUARD SCIENTIFICS INC COM 78644910 339 147536 SH SHARED 147536 D SAFEGUARD SCIENTIFICS INC COM 78644910 555 241400 SH SHARED 01 193400 48000 D SAFEGUARD SCIENTIFICS INC COM 78644910 1 513 SH SHARED 02 513 D SAFEGUARD SCIENTIFICS INC COM 78644910 380 165300 SH SHARED 10 165300 D SAFENET INC COM 78645R10 1840 66501 SH SHARED 66501 D SAFENET INC COM 78645R10 195 7057 SH SHARED 01 7057 D SAFENET INC COM 78645R10 847 30622 SH SHARED 02 30622 D SAFETY INS GROUP INC COM 78648T10 205 9600 SH SHARED 9600 D SAFETY INS GROUP INC COM 78648T10 17 818 SH SHARED 02 818 D SAFEWAY INC COM NEW 78651420 52475 2070866 SH SHARED 2054477 16389 D SAFEWAY INC COM NEW 78651420 17979 709547 SH SHARED 01 71447 7800 630300 D SAFEWAY INC COM NEW 78651420 25 1000 SH SHR/OTHR 01 200 800 D SAFEWAY INC COM NEW 78651420 8170 322439 SH SHARED 02 322439 D SAFEWAY INC COM NEW 78651420 15807 623823 SH SHARED 05 412280 211543 D SAFEWAY INC COM NEW 78651420 1553 61300 SH SHARED 06 25000 36300 D SAFEWAY INC COM NEW 78651420 853 33700 SH SHARED 07 33700 D SAFEWAY INC COM NEW 78651420 1125 44400 SH SHARED 09 44400 D SAFEWAY INC COM NEW 78651420 76323 3011980 SH SHARED 10 3011980 D SAFEWAY INC COM NEW 78651420 222 8800 SH SHARED 14 8800 D SAFLINK CORP COM NEW 78657830 186 78873 SH SHARED 78873 D SAFLINK CORP COM NEW 78657830 105 44786 SH SHARED 02 44786 D SAGA COMMUNICATIONS CL A 78659810 1067 58489 SH SHARED 58489 D SAGA COMMUNICATIONS CL A 78659810 238 13085 SH SHARED 01 13085 D ST JOE CO COM 79014810 283 7134 SH SHARED 7134 D ST JOE CO COM 79014810 937 23622 SH SHARED 01 3900 19722 D ST JOE CO COM 79014810 297 7500 SH SHR/OTHR 01 7500 D ST JOE CO COM 79014810 227 5720 SH SHARED 02 5720 D ST JUDE MED INC COM 79084910 73618 973140 SH SHARED 860503 112637 D ST JUDE MED INC COM 79084910 1804 23850 SH SHR/OTHR 23850 D ST JUDE MED INC COM 79084910 61014 806538 SH SHARED 01 333148 8080 465310 D ST JUDE MED INC COM 79084910 6087 80467 SH SHR/OTHR 01 9430 71037 D ST JUDE MED INC COM 79084910 10296 136112 SH SHARED 02 136112 D ST JUDE MED INC COM 79084910 30275 400200 SH SHARED 03 400200 D ST JUDE MED INC COM 79084910 10674 141100 SH SHARED 04 141100 D ST JUDE MED INC COM 79084910 67868 897140 SH SHARED 05 725522 171618 D ST JUDE MED INC COM 79084910 10511 138950 SH SHARED 06 28750 110200 D ST JUDE MED INC COM 79084910 844 11160 SH SHARED 07 11160 D ST JUDE MED INC COM 79084910 33892 448022 SH SHARED 10 448022 D ST JUDE MED INC COM 79084910 359 4755 SH SHARED 14 4755 D ST MARY LD & EXPL CO NOTE 5.750% 3/1 792228AC 6217 3960000 PRN SHARED 3960000 D ST MARY LD & EXPL CO COM 79222810 1188 33329 SH SHARED 33329 D ST MARY LD & EXPL CO COM 79222810 1922 53917 SH SHARED 01 39917 14000 D ST MARY LD & EXPL CO COM 79222810 589 16532 SH SHARED 02 16532 D ST MARY LD & EXPL CO COM 79222810 1333 37400 SH SHARED 10 37400 D ST PAUL TRAVELERS INC COM 79286010 316 7800 SH SHARED 7800 D ST PAUL TRAVELERS INC COM 79286010 140866 3474742 SH SHARED 3455307 19435 D ST PAUL TRAVELERS INC COM 79286010 6695 165158 SH SHARED 01 162051 3107 D ST PAUL TRAVELERS INC COM 79286010 214 5284 SH SHR/OTHR 01 450 4834 D ST PAUL TRAVELERS INC COM 79286010 13169 324842 SH SHARED 02 324842 D ST PAUL TRAVELERS INC COM 79286010 810 20000 SH SHARED 04 20000 D ST PAUL TRAVELERS INC COM 79286010 132 3262 SH SHARED 05 400 2862 D ST PAUL TRAVELERS INC COM 79286010 383 9452 SH SHARED 06 8153 1299 D ST PAUL TRAVELERS INC COM 79286010 40 996 SH SHARED 07 996 D ST PAUL TRAVELERS INC COM 79286010 44534 1098544 SH SHARED 10 1098544 D ST PAUL TRAVELERS INC COM 79286010 195 4822 SH SHARED 14 4822 D ST PAUL TRAVELERS INC EQUITY UNIT 79286030 5521 74600 SH SHARED 74600 D ST PAUL TRAVELERS INC EQUITY UNIT 79286030 1713 23150 SH SHARED 02 23150 D SAKS INC COM 79377W10 2181 145410 SH SHARED 145410 D SAKS INC COM 79377W10 14930 995374 SH SHARED 01 992374 3000 D SAKS INC COM 79377W10 1426 95099 SH SHARED 02 95099 D SAKS INC COM 79377W10 8818 587900 SH SHARED 10 587900 D SALEM COMMUNICATIONS CORP DE CL A 79409310 527 19438 SH SHARED 19438 D SALEM COMMUNICATIONS CORP DE CL A 79409310 126 4673 SH SHARED 01 4673 D SALEM COMMUNICATIONS CORP DE CL A 79409310 54 2005 SH SHARED 02 2005 D SALEM COMMUNICATIONS CORP DE CL A 79409310 16 600 SH SHARED 10 600 D SALOMON BROS HIGH INCOME FD COM 79490710 9 802 SH SHARED 802 D SALOMON BROS HIGH INCOME FD COM 79490710 2 198 SH SHARED 01 198 D SALOMON BR EMRG MKT FLT RTE COM 79491210 69 5500 SH SHARED 5500 D SALOMON BR GLBL PRTNRS INC F COM 79491410 26 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 13 1045 SH SHARED 1045 D SALOMON BROS MUN PARTNERS FD COM 79491610 112 8600 SH SHARED 02 8600 D SALIX PHARMACEUTICALS INC COM 79543510 757 23000 SH SHARED 23000 D SALIX PHARMACEUTICALS INC COM 79543510 94 2875 SH SHARED 02 2875 D SALOMON BROTHERS FD INC COM 79547710 0 42 SH SHARED 42 D SALOMON BROTHERS FD INC COM 79547710 24 1974 SH SHARED 01 1974 D SALOMON BROS WORLDWIDE INCOM COM 79548T10 454 31000 SH SHARED 31000 D SALOMON BROS GLBL HIGH INC F COM 79550G10 59 4556 SH SHARED 4556 D SALTON INC COM 79575710 11 2200 SH SHARED 2200 D SALTON INC COM 79575710 260 48555 SH SHARED 48555 D SALTON INC COM 79575710 42 7865 SH SHARED 01 7865 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 299 12297 SH SHARED 4297 8000 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 529 21755 SH SHARED 01 755 21000 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 267 11000 SH SHR/OTHR 01 11000 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 20 858 SH SHARED 02 858 D SAN PAOLO-IMI S P A SPONSORED ADR 79917510 173 7101 SH SHARED 01 7101 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 166 11400 SH SHARED 11400 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 0 44 SH SHARED 02 44 D SANDERSON FARMS INC COM 80001310 983 18346 SH SHARED 18346 D SANDERSON FARMS INC COM 80001310 54 1014 SH SHARED 01 1014 D SANDERSON FARMS INC COM 80001310 1212 22606 SH SHARED 02 22606 D SANDISK CORP COM 80004C10 11375 524478 SH SHARED 524478 D SANDISK CORP COM 80004C10 3616 166714 SH SHARED 01 166534 180 D SANDISK CORP COM 80004C10 4088 188487 SH SHARED 02 188487 D SANDISK CORP COM 80004C10 7916 365000 SH SHARED 04 365000 D SANDISK CORP COM 80004C10 2048 94430 SH SHARED 10 94430 D SANDISK CORP COM 80004C10 2075 95700 SH SHARED 14 95700 D SANDY SPRING BANCORP INC COM 80036310 520 14971 SH SHARED 14971 D SANDY SPRING BANCORP INC COM 80036310 776 22350 SH SHARED 01 22350 D SANDY SPRING BANCORP INC COM 80036310 79 2291 SH SHARED 02 2291 D SANDY SPRING BANCORP INC COM 80036310 776 22350 SH SHARED 10 22350 D SANFILIPPO JOHN B & SON INC COM 80042210 387 14501 SH SHARED 14501 D SANFILIPPO JOHN B & SON INC COM 80042210 48 1799 SH SHARED 01 1799 D SANFILIPPO JOHN B & SON INC COM 80042210 18 706 SH SHARED 02 706 D SANGAMO BIOSCIENCES INC COM 80067710 7 1214 SH SHARED 1214 D SANGAMO BIOSCIENCES INC COM 80067710 1 301 SH SHARED 01 301 D SANMINA SCI CORP SDCV 9/1 800907AD 11980 23128700 PRN SHARED 23128700 D SANMINA SCI CORP COM 80090710 36365 3996213 SH SHARED 3970713 25500 D SANMINA SCI CORP COM 80090710 1494 164203 SH SHARED 01 163703 500 D SANMINA SCI CORP COM 80090710 3226 354585 SH SHARED 02 354585 D SANMINA SCI CORP COM 80090710 22 2522 SH SHARED 05 2522 D SANMINA SCI CORP COM 80090710 147 16160 SH SHARED 06 16160 D SANMINA SCI CORP COM 80090710 3535 388493 SH SHARED 10 388493 D SANMINA SCI CORP COM 80090710 43 4800 SH SHARED 14 4800 D SANOFI-SYNTHELABO SPONSORED ADR 80105N10 1262 39468 SH SHARED 39468 D SANOFI-SYNTHELABO SPONSORED ADR 80105N10 250 7831 SH SHARED 01 3874 3957 D SANOFI-SYNTHELABO SPONSORED ADR 80105N10 45 1410 SH SHR/OTHR 01 1410 D SANTANDER BANCORP COM 80280910 113 4600 SH SHARED 4600 D SANTANDER BANCORP COM 80280910 138 5615 SH SHARED 02 5615 D SANTARUS INC COM 80281730 110 7500 SH SHARED 7500 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 3777 90347 SH SHARED 86447 3900 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 17355 415106 SH SHARED 01 388376 1900 24830 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 17 414 SH SHARED 02 414 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 16293 389700 SH SHARED 10 389700 D SAPIENT CORP COM 80306210 458 76331 SH SHARED 76331 D SAPIENT CORP COM 80306210 82 13661 SH SHARED 02 13661 D SAPPI LTD SPON ADR NEW 80306920 1774 115609 SH SHARED 98609 17000 D SAPPI LTD SPON ADR NEW 80306920 281 18312 SH SHARED 01 18312 D SARA LEE CORP COM 80311110 105247 4577984 SH SHARED 4432634 145350 D SARA LEE CORP COM 80311110 93445 4064629 SH SHARED 01 2153173 2800 1908656 D SARA LEE CORP COM 80311110 5285 229896 SH SHR/OTHR 01 5720 224176 D SARA LEE CORP COM 80311110 8900 387164 SH SHARED 02 387164 D SARA LEE CORP COM 80311110 26739 1163100 SH SHARED 04 1163100 D SARA LEE CORP COM 80311110 935 40711 SH SHARED 05 600 40111 D SARA LEE CORP COM 80311110 5962 259371 SH SHARED 06 258371 1000 D SARA LEE CORP COM 80311110 61360 2669002 SH SHARED 10 2669002 D SARA LEE CORP COM 80311110 140 6100 SH SHARED 14 6100 D SATCON TECHNOLOGY CORP COM 80389310 0 12 SH SHARED 12 D SATCON TECHNOLOGY CORP COM 80389310 0 1 SH SHARED 01 1 D SATYAM COMPUTER SERVICES LTD ADR 80409810 5133 277461 SH SHARED 277461 D SATYAM COMPUTER SERVICES LTD ADR 80409810 426 23056 SH SHARED 01 23056 D SATYAM COMPUTER SERVICES LTD ADR 80409810 445 24100 SH SHARED 02 24100 D SAUER-DANFOSS INC COM 80413710 163 9600 SH SHARED 9600 D SAUER-DANFOSS INC COM 80413710 38 2232 SH SHARED 02 2232 D SAUL CTRS INC COM 80439510 337 10500 SH SHARED 10500 D SAUL CTRS INC COM 80439510 22 700 SH SHARED 01 700 D SAUL CTRS INC COM 80439510 473 14750 SH SHR/OTHR 01 14750 D SAUL CTRS INC COM 80439510 65 2039 SH SHARED 02 2039 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 1 491 SH SHARED 491 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 200 80650 SH SHARED 02 80650 D SAXON CAPITAL INC COM 80556P30 1477 64699 SH SHARED 64699 D SAXON CAPITAL INC COM 80556P30 1461 64000 SH SHARED 01 64000 D SAXON CAPITAL INC COM 80556P30 44 1942 SH SHARED 02 1942 D SAXON CAPITAL INC COM 80556P30 894 39200 SH SHARED 10 39200 D SCANA CORP NEW COM 80589M10 1756 48287 SH SHARED 48287 D SCANA CORP NEW COM 80589M10 1519 41780 SH SHARED 01 39765 2015 D SCANA CORP NEW COM 80589M10 378 10400 SH SHR/OTHR 01 10400 D SCANA CORP NEW COM 80589M10 1555 42759 SH SHARED 02 42759 D SCANSOFT INC COM 80603P10 410 82900 SH SHARED 82900 D SCANSOFT INC COM 80603P10 72 14661 SH SHARED 02 14661 D SCANSOURCE INC COM 80603710 53 900 SH SHARED 900 D SCANSOURCE INC COM 80603710 780 13142 SH SHARED 13142 D SCANSOURCE INC COM 80603710 2 35 SH SHARED 02 35 D SCANSOURCE INC COM 80603710 5034 84720 SH SHARED 10 84720 D SCHAWK INC CL A 80637310 122 8800 SH SHARED 8800 D SCHAWK INC CL A 80637310 40 2900 SH SHARED 01 2900 D SCHAWK INC CL A 80637310 0 12 SH SHARED 02 12 D SCHEIN HENRY INC COM 80640710 258 4100 SH SHARED 4100 D SCHEIN HENRY INC COM 80640710 11375 180158 SH SHARED 180158 D SCHEIN HENRY INC COM 80640710 353 5600 SH SHR/OTHR 5600 D SCHEIN HENRY INC COM 80640710 9463 149887 SH SHARED 01 149837 50 D SCHEIN HENRY INC COM 80640710 10 167 SH SHR/OTHR 01 167 D SCHEIN HENRY INC COM 80640710 1596 25291 SH SHARED 02 25291 D SCHEIN HENRY INC COM 80640710 9661 153010 SH SHARED 10 153010 D SCHERING A G SPONSORED ADR 80658520 888 15000 SH SHARED 15000 D SCHERING A G SPONSORED ADR 80658520 6 106 SH SHARED 01 106 D SCHERING PLOUGH CORP COM 80660510 150618 8150344 SH SHARED 8072344 78000 D SCHERING PLOUGH CORP COM 80660510 1494 80845 SH SHR/OTHR 80845 D SCHERING PLOUGH CORP COM 80660510 92757 5019332 SH SHARED 01 2295131 36300 2687901 D SCHERING PLOUGH CORP COM 80660510 4062 219810 SH SHR/OTHR 01 219810 D SCHERING PLOUGH CORP COM 80660510 31838 1722850 SH SHARED 02 1722850 D SCHERING PLOUGH CORP COM 80660510 850 46000 SH SHARED 03 46000 D SCHERING PLOUGH CORP COM 80660510 1866 101000 SH SHARED 04 101000 D SCHERING PLOUGH CORP COM 80660510 2441 132131 SH SHARED 05 54970 77161 D SCHERING PLOUGH CORP COM 80660510 116 6300 SH SHARED 06 6300 D SCHERING PLOUGH CORP COM 80660510 58615 3171812 SH SHARED 10 3171812 D SCHERING PLOUGH CORP COM 80660510 250 13542 SH SHARED 14 13542 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 665 629000 PRN SHARED 629000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 1692 1600000 PRN SHARED 06 1600000 D SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD 10450 10000000 PRN SHARED 10000000 D SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD 9886 9461000 PRN SHARED 02 9461000 D SCHLUMBERGER LTD COM 80685710 207054 3260187 SH SHARED 3126309 133878 D SCHLUMBERGER LTD COM 80685710 35482 558697 SH SHARED 01 288339 270358 D SCHLUMBERGER LTD COM 80685710 9562 150560 SH SHR/OTHR 01 12442 138118 D SCHLUMBERGER LTD COM 80685710 19390 305311 SH SHARED 02 305311 D SCHLUMBERGER LTD COM 80685710 1568 24700 SH SHARED 03 24700 D SCHLUMBERGER LTD COM 80685710 316876 4989400 SH SHARED 04 4989400 D SCHLUMBERGER LTD COM 80685710 1891 29789 SH SHARED 05 500 29289 D SCHLUMBERGER LTD COM 80685710 15006 236285 SH SHARED 06 190885 45400 D SCHLUMBERGER LTD COM 80685710 89030 1401832 SH SHARED 10 1401832 D SCHLUMBERGER LTD COM 80685710 6068 95557 SH SHARED 14 95557 D SCHNITZER STL INDS CL A 80688210 1719 50621 SH SHARED 50621 D SCHNITZER STL INDS CL A 80688210 842 24794 SH SHARED 01 24794 D SCHNITZER STL INDS CL A 80688210 0 12 SH SHARED 02 12 D SCHOLASTIC CORP COM 80706610 38 1300 SH SHARED 1300 D SCHOLASTIC CORP COM 80706610 3449 115189 SH SHARED 115189 D SCHOLASTIC CORP COM 80706610 366 12232 SH SHARED 01 12232 D SCHOLASTIC CORP COM 80706610 283 9466 SH SHARED 02 9466 D SCHOOL SPECIALTY INC COM 80786310 788 21719 SH SHARED 21719 D SCHOOL SPECIALTY INC COM 80786310 6 167 SH SHARED 01 167 D SCHOOL SPECIALTY INC COM 80786310 6 166 SH SHARED 02 166 D SCHULMAN A INC COM 80819410 718 33417 SH SHARED 33417 D SCHULMAN A INC COM 80819410 26 1212 SH SHARED 01 1212 D SCHULMAN A INC COM 80819410 4 200 SH SHR/OTHR 01 200 D SCHULMAN A INC COM 80819410 0 32 SH SHARED 02 32 D SCHWAB CHARLES CORP NEW COM 80851310 39150 4073881 SH SHARED 4073881 D SCHWAB CHARLES CORP NEW COM 80851310 2825 293978 SH SHARED 01 240303 53675 D SCHWAB CHARLES CORP NEW COM 80851310 9 1000 SH SHR/OTHR 01 1000 D SCHWAB CHARLES CORP NEW COM 80851310 9240 961596 SH SHARED 02 961596 D SCHWAB CHARLES CORP NEW COM 80851310 67 7018 SH SHARED 05 900 6118 D SCHWAB CHARLES CORP NEW COM 80851310 2239 233000 SH SHARED 06 231500 1500 D SCHWAB CHARLES CORP NEW COM 80851310 8125 845501 SH SHARED 10 845501 D SCHWAB CHARLES CORP NEW COM 80851310 1069 111300 SH SHARED 14 111300 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 613 20042 SH SHARED 20042 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 55 1802 SH SHARED 01 1802 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 0 20 SH SHR/OTHR 01 20 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 876 28616 SH SHARED 02 28616 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 58 1900 SH SHARED 10 1900 D SCICLONE PHARMACEUTICALS INC COM 80862K10 215 42600 SH SHARED 42600 D SCICLONE PHARMACEUTICALS INC COM 80862K10 223 44000 SH SHR/OTHR 01 44000 D SCICLONE PHARMACEUTICALS INC COM 80862K10 38 7573 SH SHARED 02 7573 D SCIENTIFIC ATLANTA INC COM 80865510 35012 1014852 SH SHARED 1005952 8900 D SCIENTIFIC ATLANTA INC COM 80865510 4410 127853 SH SHARED 01 127853 D SCIENTIFIC ATLANTA INC COM 80865510 102 2960 SH SHR/OTHR 01 2960 D SCIENTIFIC ATLANTA INC COM 80865510 6990 202637 SH SHARED 02 202637 D SCIENTIFIC ATLANTA INC COM 80865510 14 422 SH SHARED 05 422 D SCIENTIFIC ATLANTA INC COM 80865510 370 10736 SH SHARED 06 10736 D SCIENTIFIC ATLANTA INC COM 80865510 2378 68951 SH SHARED 10 68951 D SCIENTIFIC ATLANTA INC COM 80865510 83 2412 SH SHARED 14 2412 D SCIENTIFIC GAMES CORP CL A 80874P10 1010 52800 SH SHARED 52800 D SCIENTIFIC GAMES CORP CL A 80874P10 620 32400 SH SHARED 01 32400 D SCIENTIFIC GAMES CORP CL A 80874P10 956 49965 SH SHARED 02 49965 D SCIENTIFIC GAMES CORP CL A 80874P10 34 1800 SH SHARED 10 1800 D SCIOS INC NOTE 5.500% 8/1 808905AB 3543 3095000 PRN SHARED 3095000 D SCIQUEST INC COM NEW 80908Q40 4 730 SH SHARED 730 D SCOTTISH ANNUITY & LIFE HLDG NOTE 4.500%12/0 81013RAC 608 500000 PRN SHARED 02 500000 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 265 9008 SH SHARED 01 580 8428 D SCOTTS CO CL A 81018610 1275 19969 SH SHARED 19969 D SCOTTS CO CL A 81018610 1907 29860 SH SHARED 01 29860 D SCOTTS CO CL A 81018610 824 12901 SH SHARED 02 12901 D SCRIPPS E W CO OHIO CL A 81105420 426 4064 SH SHARED 2564 1500 D SCRIPPS E W CO OHIO CL A 81105420 671 6391 SH SHARED 01 4916 1475 D SCRIPPS E W CO OHIO CL A 81105420 399 3806 SH SHARED 02 3806 D SCRIPPS E W CO OHIO CL A 81105420 231 2200 SH SHARED 10 2200 D SCRIPPS E W CO OHIO CL A 81105420 84 800 SH SHARED 14 800 D SCS TRANSN INC COM 81111T10 452 17159 SH SHARED 17159 D SCS TRANSN INC COM 81111T10 110 4200 SH SHARED 01 4200 D SCS TRANSN INC COM 81111T10 0 16 SH SHARED 02 16 D SCS TRANSN INC COM 81111T10 102 3900 SH SHARED 10 3900 D SCUDDER GLOBAL HIGH INCOME F COM 81115E10 115 18146 SH SHARED 01 13631 4515 D SCUDDER HIGH INCOME TR SH BEN INT 81115310 6 1000 SH SHARED 01 1000 D SCUDDER HIGH INCOME TR SH BEN INT 81115310 172 26666 SH SHR/OTHR 01 26666 D SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 7 1000 SH SHARED 01 1000 D SCUDDER NEW ASIA FD INC COM 81118310 1274 99955 SH SHARED 01 66422 33533 D SCUDDER NEW ASIA FD INC COM 81118310 400 31428 SH SHR/OTHR 01 31428 D SCUDDER RREEF REAL ESTATE FD COM 81119Q10 69 3800 SH SHARED 01 3800 D SCUDDER RREEF REAL ESTATE FD COM 81119Q10 182 10000 SH SHARED 05 10000 D SCUDDER RREEF REAL EST FD II COM 81119R10 41 3000 SH SHARED 01 3000 D SCUDDER RREEF REAL EST FD II COM 81119R10 20 1500 SH SHR/OTHR 01 1500 D SCUDDER STRATEGIC MUN INCOME COM SH BEN INT 81123410 87 7500 SH SHR/OTHR 01 7500 D SEA CONTAINERS LTD CL A 81137170 32 1831 SH SHARED 1831 D SEA CONTAINERS LTD CL A 81137170 0 39 SH SHARED 02 39 D SEABOARD CORP COM 81154310 149 300 SH SHARED 300 D SEABOARD CORP COM 81154310 49 100 SH SHARED 01 100 D SEABOARD CORP COM 81154310 47 96 SH SHARED 02 96 D SEABULK INTL INC COM 81169P10 44 5400 SH SHARED 5400 D SEABULK INTL INC COM 81169P10 130 15802 SH SHARED 02 15802 D SEACHANGE INTL INC COM 81169910 707 41935 SH SHARED 41935 D SEACHANGE INTL INC COM 81169910 988 58562 SH SHARED 01 58562 D SEACHANGE INTL INC COM 81169910 150 8893 SH SHARED 02 8893 D SEACHANGE INTL INC COM 81169910 67 4000 SH SHARED 10 4000 D SEACOAST FINL SVCS CORP COM 81170Q10 10256 296421 SH SHARED 296421 D SEACOAST FINL SVCS CORP COM 81170Q10 147 4277 SH SHARED 01 1277 3000 D SEACOAST FINL SVCS CORP COM 81170Q10 218 6328 SH SHARED 02 6328 D SEACOAST BKG CORP FLA COM 81170730 230 11000 SH SHARED 11000 D SEACOAST BKG CORP FLA COM 81170730 148 7080 SH SHARED 01 7080 D SEACOAST BKG CORP FLA COM 81170730 39 1905 SH SHARED 02 1905 D SEACOAST BKG CORP FLA COM 81170730 148 7080 SH SHARED 10 7080 D SEACOR HOLDINGS INC COM 81190410 805 18340 SH SHARED 18340 D SEACOR HOLDINGS INC COM 81190410 13 300 SH SHARED 01 300 D SEACOR HOLDINGS INC COM 81190410 41 939 SH SHARED 02 939 D SEALED AIR CORP NEW COM 81211K10 12599 236519 SH SHARED 236519 D SEALED AIR CORP NEW COM 81211K10 1729 32462 SH SHARED 01 32462 D SEALED AIR CORP NEW COM 81211K10 2619 49167 SH SHARED 02 49167 D SEALED AIR CORP NEW COM 81211K10 222 4185 SH SHARED 05 4185 D SEALED AIR CORP NEW COM 81211K10 37 700 SH SHARED 06 700 D SEALED AIR CORP NEW COM 81211K10 11001 206520 SH SHARED 10 206520 D SEALED AIR CORP NEW COM 81211K10 159 3000 SH SHARED 14 3000 D SEARS ROEBUCK & CO COM 81238710 645 17100 SH SHARED 17100 D SEARS ROEBUCK & CO COM 81238710 102658 2718700 SH SHARED 2718700 D SEARS ROEBUCK & CO COM 81238710 9092 240799 SH SHARED 01 234164 6635 D SEARS ROEBUCK & CO COM 81238710 407 10800 SH SHR/OTHR 01 10800 D SEARS ROEBUCK & CO COM 81238710 12844 340151 SH SHARED 02 340151 D SEARS ROEBUCK & CO COM 81238710 41 1088 SH SHARED 05 300 788 D SEARS ROEBUCK & CO COM 81238710 111 2950 SH SHARED 06 2250 700 D SEARS ROEBUCK & CO COM 81238710 5466 144772 SH SHARED 10 144772 D SEARS ROEBUCK & CO COM 81238710 69 1850 SH SHARED 14 1850 D SEATTLE GENETICS INC COM 81257810 281 40074 SH SHARED 40074 D SEATTLE GENETICS INC COM 81257810 670 95330 SH SHARED 02 95330 D SECOND BANCORP INC COM 81311410 250 8000 SH SHARED 8000 D SECOND BANCORP INC COM 81311410 45 1452 SH SHARED 02 1452 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 191 7169 SH SHARED 7169 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 54 2031 SH SHARED 01 1431 600 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 53 2000 SH SHR/OTHR 01 2000 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 13371 499300 SH SHARED 02 499300 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 485 15900 SH SHARED 01 15900 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 4584 150000 SH SHARED 02 150000 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 125 5419 SH SHARED 5419 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 24 1081 SH SHARED 01 1081 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 5812 251714 SH SHARED 02 251714 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 16844 535073 SH SHARED 535073 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 0 16 SH SHARED 01 16 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 12793 406415 SH SHARED 02 406415 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 15053 526722 SH SHARED 526722 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 102 3578 SH SHARED 01 3578 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 13818 483500 SH SHARED 02 483500 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 20079 970023 SH SHARED 970023 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 628 30367 SH SHARED 01 25677 4690 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 1040 50276 SH SHARED 02 50276 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 4 180 SH SHARED 02 180 D SECURE COMPUTING CORP COM 81370510 1332 114353 SH SHARED 114353 D SECURE COMPUTING CORP COM 81370510 185 15924 SH SHARED 01 15924 D SECURE COMPUTING CORP COM 81370510 1364 117109 SH SHARED 02 117109 D SECURITY BANK CORP COM 81404710 152 4400 SH SHARED 4400 D SECURITY BANK CORP COM 81404710 2 71 SH SHARED 02 71 D SECURITY CAP CORP DEL CL A NEW 81413140 0 25 SH SHARED 02 25 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 433 114934 SH SHARED 114934 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 23 6143 SH SHARED 01 6143 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 21 5591 SH SHARED 02 5591 D SELECT COMFORT CORP COM 81616X10 1048 36924 SH SHARED 36924 D SELECT COMFORT CORP COM 81616X10 1345 47376 SH SHARED 01 47376 D SELECT COMFORT CORP COM 81616X10 35 1236 SH SHARED 02 1236 D SELECT COMFORT CORP COM 81616X10 51 1800 SH SHARED 10 1800 D SELECT MEDICAL CORP COM 81619610 2064 153870 SH SHARED 153870 D SELECT MEDICAL CORP COM 81619610 16369 1219800 SH SHARED 01 1143855 10000 65945 D SELECT MEDICAL CORP COM 81619610 23 1761 SH SHR/OTHR 01 1761 D SELECT MEDICAL CORP COM 81619610 77 5748 SH SHARED 02 5748 D SELECT MEDICAL CORP COM 81619610 12092 901100 SH SHARED 10 901100 D SELECTIVE INS GROUP INC NOTE 1.616% 9/2 816300AB 4 8750 PRN SHARED 01 8750 D SELECTIVE INS GROUP INC COM 81630010 1165 29214 SH SHARED 29214 D SELECTIVE INS GROUP INC COM 81630010 247 6200 SH SHARED 01 6200 D SELECTIVE INS GROUP INC COM 81630010 1537 38554 SH SHARED 02 38554 D SELECTIVE INS GROUP INC COM 81630010 14133 354400 SH SHARED 10 354400 D SELIGMAN SELECT MUN FD INC COM 81634410 114 11300 SH SHARED 02 11300 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 0 81 SH SHARED 81 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 573 53413 SH SHARED 53413 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 5729 151454 SH SHARED 151454 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 2835 74951 SH SHARED 01 74951 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 19948 527307 SH SHARED 02 527307 D SEMTECH CORP COM 81685010 3210 136376 SH SHARED 136376 D SEMTECH CORP COM 81685010 2557 108653 SH SHARED 01 98753 9900 D SEMTECH CORP COM 81685010 597 25364 SH SHARED 02 25364 D SEMPRA ENERGY COM 81685110 1518 44100 SH SHARED 44100 D SEMPRA ENERGY COM 81685110 47264 1372766 SH SHARED 1371604 1162 D SEMPRA ENERGY COM 81685110 3196 92850 SH SHARED 01 92650 200 D SEMPRA ENERGY COM 81685110 129 3751 SH SHR/OTHR 01 3751 D SEMPRA ENERGY COM 81685110 3711 107786 SH SHARED 02 107786 D SEMPRA ENERGY COM 81685110 10 300 SH SHARED 05 300 D SEMPRA ENERGY COM 81685110 56 1650 SH SHARED 06 1650 D SEMPRA ENERGY COM 81685110 3498 101602 SH SHARED 10 101602 D SEMPRA ENERGY COM 81685110 89 2600 SH SHARED 14 2600 D SEMPRA ENERGY INCOME EQTY UT 81685120 39096 1290300 SH SHARED 1290300 D SEMPRA ENERGY INCOME EQTY UT 81685120 6061 200037 SH SHARED 02 200037 D SEMITOOL INC COM 81690910 520 46003 SH SHARED 46003 D SEMITOOL INC COM 81690910 8 714 SH SHARED 01 714 D SEMITOOL INC COM 81690910 0 20 SH SHARED 02 20 D SEMITOOL INC COM 81690910 52 4600 SH SHARED 10 4600 D SENTO CORP COM NEW 81691820 218 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 859 51200 SH SHARED 51200 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 161 9600 SH SHARED 01 9600 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 141 8416 SH SHARED 02 8416 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 6063 361100 SH SHARED 10 361100 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 57935 3450600 SH SHARED 11 3450600 D SENSIENT TECHNOLOGIES CORP COM 81725T10 3782 176097 SH SHARED 176097 D SENSIENT TECHNOLOGIES CORP COM 81725T10 781 36374 SH SHARED 01 34404 1970 D SENSIENT TECHNOLOGIES CORP COM 81725T10 41 1938 SH SHR/OTHR 01 1938 D SENSIENT TECHNOLOGIES CORP COM 81725T10 243 11344 SH SHARED 02 11344 D SENSIENT TECHNOLOGIES CORP COM 81725T10 8963 417300 SH SHARED 10 417300 D SENSYTECH INC COM 81726S10 233 10065 SH SHARED 10065 D SENSYTECH INC COM 81726S10 49 2148 SH SHARED 01 2148 D SENSYTECH INC COM 81726S10 9 400 SH SHARED 02 400 D SEPRACOR INC COM 81731510 6244 118049 SH SHARED 117549 500 D SEPRACOR INC COM 81731510 1199 22668 SH SHR/OTHR 22668 D SEPRACOR INC COM 81731510 1661 31415 SH SHARED 01 31166 249 D SEPRACOR INC COM 81731510 8842 167157 SH SHARED 02 167157 D SEPRACOR INC COM 81731510 16848 318500 SH SHARED 04 318500 D SEPRACOR INC COM 81731510 423 8000 SH SHARED 06 8000 D SEPRACOR INC COM 81731510 1537 29070 SH SHARED 10 29070 D SEPRACOR INC COM 81731510 211 4000 SH SHARED 14 4000 D SEQUA CORPORATION CL A 81732010 1104 18890 SH SHARED 18890 D SEQUA CORPORATION CL A 81732010 209 3585 SH SHARED 01 3585 D SEQUA CORPORATION CL A 81732010 140 2404 SH SHARED 02 2404 D SEQUA CORPORATION PFD CONV $5 81732030 5992 62100 SH SHARED 62100 D SEQUENOM INC COM 81733710 0 5 SH SHARED 5 D SERENA SOFTWARE INC COM 81749210 17262 904289 SH SHARED 893498 10791 D SERENA SOFTWARE INC COM 81749210 201 10578 SH SHARED 01 10578 D SERENA SOFTWARE INC COM 81749210 1160 60771 SH SHARED 02 60771 D SERONO S A SPONSORED ADR 81752M10 66 4243 SH SHARED 4243 D SERONO S A SPONSORED ADR 81752M10 9 596 SH SHARED 01 596 D SEROLOGICALS CORP COM 81752310 700 35025 SH SHARED 35025 D SEROLOGICALS CORP COM 81752310 3506 175429 SH SHARED 01 175429 D SEROLOGICALS CORP COM 81752310 336 16852 SH SHARED 02 16852 D SEROLOGICALS CORP COM 81752310 10176 509100 SH SHARED 10 509100 D SERVICE CORP INTL COM 81756510 296 40282 SH SHARED 40282 D SERVICE CORP INTL COM 81756510 49 6707 SH SHARED 01 6707 D SERVICE CORP INTL COM 81756510 46 6309 SH SHR/OTHR 01 6309 D SERVICE CORP INTL COM 81756510 255 34678 SH SHARED 02 34678 D SERVICEMASTER CO COM 81760N10 58 4728 SH SHARED 4728 D SERVICEMASTER CO COM 81760N10 1095 88926 SH SHARED 01 78127 10799 D SERVICEMASTER CO COM 81760N10 316 25694 SH SHR/OTHR 01 12487 13207 D SERVICEMASTER CO COM 81760N10 1676 136057 SH SHARED 02 136057 D SERVICEMASTER CO COM 81760N10 31 2550 SH SHARED 06 2550 D SERVICEMASTER CO COM 81760N10 52 4300 SH SHARED 14 4300 D 7-ELEVEN INC COM NEW 81782620 4056 227229 SH SHARED 227229 D 7-ELEVEN INC COM NEW 81782620 9237 517496 SH SHARED 01 517496 D 7-ELEVEN INC COM NEW 81782620 832 46646 SH SHARED 02 46646 D 7-ELEVEN INC COM NEW 81782620 1544 86500 SH SHARED 10 86500 D 724 SOLUTIONS INC COM NEW 81788Q20 111 36023 SH SHARED 36023 D 724 SOLUTIONS INC COM NEW 81788Q20 22 7196 SH SHARED 01 7196 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 1942 126000 SH SHARED 04 126000 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 1156 75000 SH SHARED 06 75000 D SHARPER IMAGE CORP COM 82001310 222 7100 SH SHARED 7100 D SHARPER IMAGE CORP COM 82001310 1155 36826 SH SHARED 36826 D SHARPER IMAGE CORP COM 82001310 18493 589157 SH SHARED 01 533057 3200 52900 D SHARPER IMAGE CORP COM 82001310 0 18 SH SHARED 02 18 D SHARPER IMAGE CORP COM 82001310 872 27800 SH SHARED 05 27800 D SHARPER IMAGE CORP COM 82001310 8107 258273 SH SHARED 10 258273 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 40 2400 SH SHARED 01 2400 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 1769 105292 SH SHARED 02 105292 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 8 500 SH SHARED 10 500 D SHAW GROUP INC COM 82028010 915 90405 SH SHARED 90405 D SHAW GROUP INC COM 82028010 123 12144 SH SHARED 01 12144 D SHAW GROUP INC COM 82028010 77 7688 SH SHARED 02 7688 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 15122 338311 SH SHARED 338311 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 2796 62561 SH SHARED 01 26205 36356 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 187 4200 SH SHR/OTHR 01 4200 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 58 1300 SH SHARED 02 1300 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 907 20302 SH SHARED 06 20302 D SHENANDOAH TELECOMMUNICATION COM 82312B10 163 6100 SH SHARED 6100 D SHENANDOAH TELECOMMUNICATION COM 82312B10 0 8 SH SHARED 02 8 D SHERWIN WILLIAMS CO COM 82434810 25303 608998 SH SHARED 555123 53875 D SHERWIN WILLIAMS CO COM 82434810 75608 1819700 SH SHARED 01 712664 1200 1105836 D SHERWIN WILLIAMS CO COM 82434810 2885 69442 SH SHR/OTHR 01 750 68692 D SHERWIN WILLIAMS CO COM 82434810 2774 66779 SH SHARED 02 66779 D SHERWIN WILLIAMS CO COM 82434810 10699 257520 SH SHARED 05 182800 74720 D SHERWIN WILLIAMS CO COM 82434810 89 2145 SH SHARED 06 2145 D SHERWIN WILLIAMS CO COM 82434810 627 15100 SH SHARED 07 15100 D SHERWIN WILLIAMS CO COM 82434810 988 23800 SH SHARED 09 23800 D SHERWIN WILLIAMS CO COM 82434810 69101 1663091 SH SHARED 10 1663091 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 2805 104988 SH SHARED 104988 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 317 11897 SH SHARED 01 9497 2400 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 3 133 SH SHARED 02 133 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 400 15000 SH SHARED 04 15000 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 502 18800 SH SHARED 10 18800 D SHIRE FIN LTD NOTE 2.000% 8/2 82481UAB 46189 45960000 PRN SHARED 45960000 D SHOE CARNIVAL INC COM 82488910 417 27846 SH SHARED 27846 D SHOE CARNIVAL INC COM 82488910 60 4027 SH SHARED 01 4027 D SHOE CARNIVAL INC COM 82488910 23 1582 SH SHARED 02 1582 D SHOPKO STORES INC COM 82491110 464 32852 SH SHARED 32852 D SHOPKO STORES INC COM 82491110 2 147 SH SHARED 02 147 D SHORE BANCSHARES INC COM 82510710 317 12389 SH SHARED 02 12389 D SHUFFLE MASTER INC COM 82554910 1396 38472 SH SHARED 33172 5300 D SHUFFLE MASTER INC COM 82554910 16138 444453 SH SHARED 01 414903 3400 26150 D SHUFFLE MASTER INC COM 82554910 297 8185 SH SHARED 02 8185 D SHUFFLE MASTER INC COM 82554910 299 8250 SH SHARED 05 8250 D SHUFFLE MASTER INC COM 82554910 9981 274901 SH SHARED 10 274901 D SHURGARD STORAGE CTRS INC COM 82567D10 45 1209 SH SHARED 1209 D SHURGARD STORAGE CTRS INC COM 82567D10 2650 70878 SH SHARED 01 70878 D SHURGARD STORAGE CTRS INC COM 82567D10 255 6830 SH SHARED 02 6830 D SIEBEL SYS INC COM 82617010 38078 3562107 SH SHARED 3309007 253100 D SIEBEL SYS INC COM 82617010 1757 164443 SH SHARED 01 158693 5750 D SIEBEL SYS INC COM 82617010 4066 380432 SH SHARED 02 380432 D SIEBEL SYS INC COM 82617010 3741 350000 SH SHARED 04 350000 D SIEBEL SYS INC COM 82617010 37 3496 SH SHARED 05 400 3096 D SIEBEL SYS INC COM 82617010 83 7830 SH SHARED 06 7830 D SIEBEL SYS INC COM 82617010 3389 317059 SH SHARED 10 317059 D SIEBEL SYS INC COM 82617010 38 3600 SH SHARED 14 3600 D SIEMENS A G SPONSORED ADR 82619750 19530 269310 SH SHARED 269310 D SIEMENS A G SPONSORED ADR 82619750 1675 23099 SH SHARED 01 6285 16814 D SIEMENS A G SPONSORED ADR 82619750 369 5100 SH SHR/OTHR 01 5100 D SIEMENS A G SPONSORED ADR 82619750 39139 539700 SH SHARED 02 539700 D SIERRA BANCORP COM 82620P10 151 9540 SH SHARED 02 9540 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 11 4500 PRN SHARED 01 4500 D SIERRA HEALTH SVCS INC COM 82632210 2810 62883 SH SHARED 62883 D SIERRA HEALTH SVCS INC COM 82632210 4325 96766 SH SHARED 01 96766 D SIERRA HEALTH SVCS INC COM 82632210 960 21485 SH SHARED 02 21485 D SIERRA HEALTH SVCS INC COM 82632210 871 19500 SH SHARED 10 19500 D SIERRA PAC RES NEW COM 82642810 1309 169900 SH SHARED 169900 D SIERRA PAC RES NEW COM 82642810 1878 243700 SH SHARED 01 243700 D SIERRA PAC RES NEW COM 82642810 8 1152 SH SHR/OTHR 01 1152 D SIERRA PAC RES NEW COM 82642810 7057 915423 SH SHARED 02 915423 D SIERRA PAC RES NEW COM 82642810 5114 663400 SH SHARED 10 663400 D SIERRA WIRELESS INC COM 82651610 131 3560 SH SHARED 3560 D SIFY LTD SPONSORED ADR 82655M10 1371 209670 SH SHARED 209670 D SIFY LTD SPONSORED ADR 82655M10 233 35660 SH SHARED 01 35660 D SIGMA ALDRICH CORP COM 82655210 1305 21900 SH SHARED 21900 D SIGMA ALDRICH CORP COM 82655210 22919 384490 SH SHARED 384490 D SIGMA ALDRICH CORP COM 82655210 35789 600398 SH SHARED 01 105206 495192 D SIGMA ALDRICH CORP COM 82655210 2484 41675 SH SHR/OTHR 01 600 41075 D SIGMA ALDRICH CORP COM 82655210 2416 40533 SH SHARED 02 40533 D SIGMA ALDRICH CORP COM 82655210 208 3500 SH SHARED 05 3500 D SIGMA ALDRICH CORP COM 82655210 109 1834 SH SHARED 06 1834 D SIGMA ALDRICH CORP COM 82655210 1634 27425 SH SHARED 10 27425 D SIGMA DESIGNS INC COM 82656510 201 25197 SH SHARED 02 25197 D SIGMATRON INTL INC COM 82661L10 11 900 SH SHARED 900 D SIGMATEL INC COM 82661W10 685 23600 SH SHARED 23600 D SIGMATEL INC COM 82661W10 8 300 SH SHARED 02 300 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 2096666 32607563 SH SHARED 32549363 58200 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 1548 24089 SH SHARED 01 24089 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 74321 1155860 SH SHARED 02 1155860 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 323432 5030050 SH SHARED 04 5030050 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 3864227 60096851 SH SHARED 05 43855671 16241180 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 38060 591915 SH SHARED 06 591915 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 42455 660268 SH SHARED 07 660268 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 2794 43465 SH SHARED 10 43465 D SIGNATURE BK NEW YORK N Y COM 82669G10 125 5300 SH SHARED 5300 D SIGNATURE BK NEW YORK N Y COM 82669G10 1106 46600 SH SHARED 10 46600 D SILICON LABORATORIES INC COM 82691910 2488 53681 SH SHARED 53681 D SILICON LABORATORIES INC COM 82691910 9520 205401 SH SHARED 01 205401 D SILICON LABORATORIES INC COM 82691910 964 20819 SH SHARED 02 20819 D SILICON LABORATORIES INC COM 82691910 7418 160060 SH SHARED 10 160060 D SILGAN HOLDINGS INC COM 82704810 759 18848 SH SHARED 18848 D SILGAN HOLDINGS INC COM 82704810 7939 196966 SH SHARED 01 196966 D SILGAN HOLDINGS INC COM 82704810 67 1682 SH SHARED 02 1682 D SILGAN HOLDINGS INC COM 82704810 4000 99250 SH SHARED 10 99250 D SILICON IMAGE INC COM 82705T10 1295 98812 SH SHARED 98812 D SILICON IMAGE INC COM 82705T10 2191 167150 SH SHARED 01 167150 D SILICON IMAGE INC COM 82705T10 128 9764 SH SHARED 02 9764 D SILICON IMAGE INC COM 82705T10 763 58200 SH SHARED 10 58200 D SILICON GRAPHICS INC NOTE 6.500% 6/0 827056AE 28409 15783000 PRN SHARED 15783000 D SILICON GRAPHICS INC COM 82705610 1535 697800 SH SHARED 684300 13500 D SILICON GRAPHICS INC COM 82705610 66 30064 SH SHARED 02 30064 D SILICON STORAGE TECHNOLOGY I COM 82705710 2207 214333 SH SHARED 214333 D SILICON STORAGE TECHNOLOGY I COM 82705710 1430 138929 SH SHARED 01 138929 D SILICON STORAGE TECHNOLOGY I COM 82705710 255 24820 SH SHARED 02 24820 D SILICON STORAGE TECHNOLOGY I COM 82705710 103 10000 SH SHARED 10 10000 D SILICON VY BANCSHARES COM 82706410 1796 45300 SH SHARED 45300 D SILICON VY BANCSHARES COM 82706410 384 9700 SH SHARED 01 9700 D SILICON VY BANCSHARES COM 82706410 932 23520 SH SHARED 02 23520 D SILICON VY BANCSHARES COM 82706410 43 1100 SH SHARED 10 1100 D SILICONIX INC COM NEW 82707920 368 7433 SH SHARED 7433 D SILICONIX INC COM NEW 82707920 365 7373 SH SHARED 01 7373 D SILICONIX INC COM NEW 82707920 0 8 SH SHARED 02 8 D SILICONIX INC COM NEW 82707920 327 6600 SH SHARED 10 6600 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 14503 3572323 SH SHARED 3572323 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 536 132097 SH SHARED 02 132097 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 0 1 SH SHARED 10 1 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 0 1 SH SHARED 12 1 D SILVER STD RES INC COM 82823L10 92 7500 SH SHARED 7500 D SILVER STD RES INC COM 82823L10 12 1000 SH SHARED 01 1000 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 367 14100 SH SHARED 14100 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 0 16 SH SHARED 02 16 D SIMON PPTY GROUP INC NEW COM 82880610 40090 779671 SH SHARED 779671 D SIMON PPTY GROUP INC NEW COM 82880610 5009 97418 SH SHARED 01 62825 34593 D SIMON PPTY GROUP INC NEW COM 82880610 199 3875 SH SHR/OTHR 01 575 3300 D SIMON PPTY GROUP INC NEW COM 82880610 5313 103342 SH SHARED 02 101842 1500 D SIMON PPTY GROUP INC NEW COM 82880610 46 913 SH SHARED 05 100 813 D SIMON PPTY GROUP INC NEW COM 82880610 84224 1637979 SH SHARED 10 1637979 D SIMON PPTY GROUP INC NEW COM 82880610 556852 10829489 SH SHARED 11 10829489 D SIMON PPTY GROUP INC NEW COM 82880610 53 1049 SH SHARED 14 1049 D SIMPLETECH INC COM 82882310 65 19200 SH SHARED 19200 D SIMPLETECH INC COM 82882310 0 27 SH SHARED 02 27 D SIMPSON MANUFACTURING CO INC COM 82907310 1034 18432 SH SHARED 18432 D SIMPSON MANUFACTURING CO INC COM 82907310 0 16 SH SHARED 02 16 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 1196 116536 SH SHARED 116536 D SINCLAIR BROADCAST GROUP INC CL A 82922610 116 11344 SH SHARED 01 11344 D SINCLAIR BROADCAST GROUP INC CL A 82922610 1022 99586 SH SHARED 02 99586 D SINCLAIR BROADCAST GROUP INC CL A 82922610 13 1300 SH SHARED 10 1300 D SINCLAIR BROADCAST GROUP INC PFD CV EXCH D 82922650 5561 128600 SH SHARED 128600 D SINGAPORE FD INC COM 82929L10 514 69133 SH SHARED 69133 D SINGAPORE FD INC COM 82929L10 219 29478 SH SHR/OTHR 01 29478 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 2133 64292 SH SHARED 64292 D SINOPEC BEIJING YANHUA PETRO SPON ADR H SHS 82935N10 64 4007 SH SHARED 4007 D SIRENZA MICRODEVICES INC COM 82966T10 166 39720 SH SHARED 39720 D SIRENZA MICRODEVICES INC COM 82966T10 7 1722 SH SHARED 01 1722 D SIRIUS SATELLITE RADIO INC COM 82966U10 246 79960 SH SHARED 79960 D SIRIUS SATELLITE RADIO INC COM 82966U10 35 11600 SH SHARED 01 11600 D SIRIUS SATELLITE RADIO INC COM 82966U10 3 1000 SH SHR/OTHR 01 1000 D SIRIUS SATELLITE RADIO INC COM 82966U10 1048 340465 SH SHARED 02 340465 D SIRNA THERAPEUTICS INC COM 82966910 36 12436 SH SHARED 02 12436 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 177 13568 SH SHARED 13568 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 8 632 SH SHARED 01 632 D SIRVA INC COM 82967Y10 46 2000 SH SHARED 02 2000 D SIRVA INC COM 82967Y10 80 3500 SH SHARED 10 3500 D SITEL CORP COM 82980K10 234 55500 SH SHARED 55500 D SIPEX CORP COM 82990910 1311 230550 SH SHARED 230550 D SIPEX CORP COM 82990910 106 18800 SH SHARED 18800 D SIPEX CORP COM 82990910 97 17171 SH SHARED 02 17171 D SIX FLAGS INC COM 83001P10 923 127259 SH SHARED 127259 D SIX FLAGS INC COM 83001P10 201 27800 SH SHARED 01 27800 D SIX FLAGS INC COM 83001P10 664 91467 SH SHARED 02 91467 D SIZELER PPTY INVS INC COM 83013710 299 32546 SH SHARED 02 32546 D SIZELER PPTY INVS INC COM 83013710 1489 161700 SH SHARED 11 161700 D SKECHERS U S A INC CL A 83056610 245 18900 SH SHARED 18900 D SKECHERS U S A INC CL A 83056610 310 23900 SH SHARED 01 23900 D SKECHERS U S A INC CL A 83056610 254 19598 SH SHARED 02 19598 D SKECHERS U S A INC CL A 83056610 310 23900 SH SHARED 10 23900 D SKY FINL GROUP INC COM 83080P10 341 13807 SH SHARED 13807 D SKY FINL GROUP INC COM 83080P10 221 8939 SH SHARED 01 3575 5364 D SKY FINL GROUP INC COM 83080P10 329 13342 SH SHARED 02 13342 D SKYEPHARMA PLC SPONSORED ADR 83080810 21 1800 SH SHARED 1800 D SKYLINE CORP COM 83083010 344 8484 SH SHARED 8484 D SKYLINE CORP COM 83083010 224 5516 SH SHARED 01 5516 D SKYLINE CORP COM 83083010 0 8 SH SHARED 02 8 D SKYWEST INC COM 83087910 3697 212405 SH SHARED 212405 D SKYWEST INC COM 83087910 19722 1132837 SH SHARED 01 865829 10808 256200 D SKYWEST INC COM 83087910 215 12377 SH SHARED 02 12377 D SKYWEST INC COM 83087910 13038 748929 SH SHARED 10 748929 D SKYWORKS SOLUTIONS INC NOTE 4.750%11/1 83088MAB 18869 15790000 PRN SHARED 15790000 D SKYWORKS SOLUTIONS INC COM 83088M10 3017 345607 SH SHARED 345607 D SKYWORKS SOLUTIONS INC COM 83088M10 467 53600 SH SHARED 01 42805 10795 D SKYWORKS SOLUTIONS INC COM 83088M10 328 37602 SH SHARED 02 37602 D SKYWORKS SOLUTIONS INC COM 83088M10 33 3800 SH SHARED 10 3800 D SKILLSOFT PLC SPONSORED ADR 83092810 1 240 SH SHARED 240 D SKILLSOFT PLC SPONSORED ADR 83092810 76 10000 SH SHARED 01 10000 D SKILLSOFT PLC SPONSORED ADR 83092810 6 910 SH SHARED 02 910 D SMART & FINAL INC COM 83168310 387 32228 SH SHARED 32228 D SMART & FINAL INC COM 83168310 440 36652 SH SHARED 01 36652 D SMART & FINAL INC COM 83168310 27 2267 SH SHARED 02 2267 D SMART & FINAL INC COM 83168310 390 32500 SH SHARED 10 32500 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 649 11753 SH SHARED 11753 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 1509 27316 SH SHR/OTHR 27316 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 1049 18987 SH SHARED 01 2347 16640 D SMITH A O COM 83186520 2093 65849 SH SHARED 65849 D SMITH A O COM 83186520 307 9688 SH SHARED 01 9688 D SMITH A O COM 83186520 72 2291 SH SHARED 02 2291 D SMITH A O COM 83186520 50 1600 SH SHARED 10 1600 D SMITH INTL INC COM 83211010 4188 75109 SH SHARED 75109 D SMITH INTL INC COM 83211010 15963 286291 SH SHARED 01 286191 100 D SMITH INTL INC COM 83211010 3282 58862 SH SHARED 02 58862 D SMITH INTL INC COM 83211010 2788 50000 SH SHARED 04 50000 D SMITH INTL INC COM 83211010 267 4800 SH SHARED 05 4800 D SMITH INTL INC COM 83211010 50 900 SH SHARED 06 900 D SMITH INTL INC COM 83211010 15257 273630 SH SHARED 10 273630 D SMITH INTL INC COM 83211010 167 3000 SH SHARED 14 3000 D SMITHFIELD FOODS INC COM 83224810 8915 303233 SH SHARED 303233 D SMITHFIELD FOODS INC COM 83224810 3295 112085 SH SHARED 01 112085 D SMITHFIELD FOODS INC COM 83224810 2112 71837 SH SHARED 02 71437 400 D SMITHTOWN BANCORP INC COM 83244910 203 5000 SH SHARED 5000 D SMITHTOWN BANCORP INC COM 83244910 154 3800 SH SHARED 01 3800 D SMUCKER J M CO COM NEW 83269640 2272 49492 SH SHARED 49491 1 D SMUCKER J M CO COM NEW 83269640 2236 48715 SH SHARED 01 47899 816 D SMUCKER J M CO COM NEW 83269640 175 3812 SH SHR/OTHR 01 1281 2531 D SMUCKER J M CO COM NEW 83269640 955 20817 SH SHARED 02 20817 D SMURFIT-STONE CONTAINER CORP COM 83272710 12448 623962 SH SHARED 610300 13662 D SMURFIT-STONE CONTAINER CORP COM 83272710 494 24773 SH SHARED 01 24773 D SMURFIT-STONE CONTAINER CORP COM 83272710 1353 67864 SH SHARED 02 67864 D SMURFIT-STONE CONTAINER CORP COM 83272710 39 2000 SH SHARED 06 2000 D SMURFIT-STONE CONTAINER CORP COM 83272710 339 17000 SH SHARED 07 17000 D SMURFIT-STONE CONTAINER CORP COM 83272710 761 38190 SH SHARED 10 38190 D SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 83272720 6055 247077 SH SHARED 247077 D SNAP ON INC COM 83303410 5850 174384 SH SHARED 174384 D SNAP ON INC COM 83303410 1472 43903 SH SHARED 01 43903 D SNAP ON INC COM 83303410 1035 30875 SH SHARED 02 30875 D SNAP ON INC COM 83303410 692 20650 SH SHARED 10 20650 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 1329 32500 SH SHARED 01 32500 D SOCKET COMMUNICATIONS INC COM 83367210 3 1202 SH SHARED 1202 D SOCKET COMMUNICATIONS INC COM 83367210 0 298 SH SHARED 01 298 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 2123 56750 SH SHARED 50000 6750 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 71 1900 SH SHARED 02 1900 D SOHU COM INC COM 83408W10 13782 693282 SH SHARED 693282 D SOHU COM INC COM 83408W10 3362 169134 SH SHARED 01 169134 D SOHU COM INC COM 83408W10 2560 128820 SH SHARED 02 128820 D SOHU COM INC COM 83408W10 425 21400 SH SHARED 10 21400 D SOLA INTL INC COM 83409210 562 32631 SH SHARED 32631 D SOLA INTL INC COM 83409210 6 397 SH SHARED 01 397 D SOLA INTL INC COM 83409210 15 928 SH SHARED 02 928 D SOLECTRON CORP COM 83418210 16927 2616302 SH SHARED 2616302 D SOLECTRON CORP COM 83418210 833 128816 SH SHARED 01 128816 D SOLECTRON CORP COM 83418210 1 220 SH SHR/OTHR 01 220 D SOLECTRON CORP COM 83418210 4403 680669 SH SHARED 02 680669 D SOLECTRON CORP COM 83418210 331 51211 SH SHARED 05 1200 50011 D SOLECTRON CORP COM 83418210 50 7800 SH SHARED 06 7800 D SOLECTRON CORP COM 83418210 2654 410266 SH SHARED 10 410266 D SOLECTRON CORP COM 83418210 47 7300 SH SHARED 14 7300 D SOMERA COMMUNICATION COM 83445810 42 26179 SH SHARED 26179 D SOMERA COMMUNICATION COM 83445810 0 61 SH SHARED 01 61 D SONIC AUTOMOTIVE INC CL A 83545G10 2846 128508 SH SHARED 128508 D SONIC AUTOMOTIVE INC CL A 83545G10 345 15603 SH SHARED 01 15603 D SONIC AUTOMOTIVE INC CL A 83545G10 99 4484 SH SHARED 02 4484 D SONIC INNOVATIONS INC COM 83545M10 109 19251 SH SHARED 19251 D SONIC INNOVATIONS INC COM 83545M10 949 167543 SH SHR/OTHR 167543 D SONIC INNOVATIONS INC COM 83545M10 1 349 SH SHARED 01 349 D SONIC INNOVATIONS INC COM 83545M10 34 6089 SH SHARED 02 6089 D SONIC CORP COM 83545110 9111 400521 SH SHARED 400521 D SONIC CORP COM 83545110 66 2925 SH SHARED 01 2925 D SONIC CORP COM 83545110 185 8135 SH SHARED 02 8135 D SONIC CORP COM 83545110 64 2853 SH SHARED 10 2853 D SONIC SOLUTIONS COM 83546010 485 22838 SH SHARED 22838 D SONIC SOLUTIONS COM 83546010 2655 124946 SH SHARED 01 124946 D SONIC SOLUTIONS COM 83546010 108 5085 SH SHARED 02 5085 D SONIC SOLUTIONS COM 83546010 244 11500 SH SHARED 10 11500 D SONICWALL INC COM 83547010 5822 677074 SH SHARED 677074 D SONICWALL INC COM 83547010 9290 1080284 SH SHARED 01 1025384 54900 D SONICWALL INC COM 83547010 19 2227 SH SHARED 02 2227 D SONICWALL INC COM 83547010 1376 160000 SH SHARED 04 160000 D SONICWALL INC COM 83547010 3093 359754 SH SHARED 10 359754 D SONOCO PRODS CO COM 83549510 13335 522964 SH SHARED 399564 123400 D SONOCO PRODS CO COM 83549510 70330 2758070 SH SHARED 01 1515032 3500 1239538 D SONOCO PRODS CO COM 83549510 548 21505 SH SHR/OTHR 01 700 20805 D SONOCO PRODS CO COM 83549510 863 33873 SH SHARED 02 33873 D SONOCO PRODS CO COM 83549510 7650 300000 SH SHARED 04 300000 D SONOCO PRODS CO COM 83549510 60357 2366948 SH SHARED 10 2366948 D SONOSITE INC COM 83568G10 340 14200 SH SHARED 14200 D SONOSITE INC COM 83568G10 14 600 SH SHARED 01 600 D SONOSITE INC COM 83568G10 41 1720 SH SHARED 02 1720 D SONUS PHARMACEUTICALS INC COM 83569210 1055 222121 SH SHR/OTHR 222121 D SONY CORP ADR NEW 83569930 9560 251259 SH SHARED 243100 8159 D SONY CORP ADR NEW 83569930 1746 45890 SH SHARED 01 28650 17240 D SONY CORP ADR NEW 83569930 654 17200 SH SHARED 02 17200 D SORRENTO NETWORKS CORP COM NEW 83586Q20 438 127133 SH SHARED 127133 D SORRENTO NETWORKS CORP COM NEW 83586Q20 87 25396 SH SHARED 01 25396 D SOTHEBYS HLDGS INC CL A 83589810 1026 64313 SH SHARED 64313 D SOTHEBYS HLDGS INC CL A 83589810 256 16100 SH SHARED 01 15100 1000 D SOTHEBYS HLDGS INC CL A 83589810 325 20387 SH SHARED 02 20387 D SONUS NETWORKS INC COM 83591610 1029 215301 SH SHARED 215301 D SONUS NETWORKS INC COM 83591610 181 37967 SH SHARED 01 37967 D SONUS NETWORKS INC COM 83591610 569 119224 SH SHARED 02 119224 D SONUS NETWORKS INC COM 83591610 8 1700 SH SHARED 10 1700 D SOUND FED BANCORP INC COM 83607V10 50 3779 SH SHARED 3779 D SOUND FED BANCORP INC COM 83607V10 12 936 SH SHARED 01 936 D SOUND FED BANCORP INC COM 83607V10 254 18936 SH SHARED 02 18936 D SOURCE INTERLINK COS INC COM NEW 83615120 215 19417 SH SHARED 19417 D SOURCE INTERLINK COS INC COM NEW 83615120 0 48 SH SHARED 02 48 D SOURCECORP COM 83616710 560 20379 SH SHARED 20379 D SOURCECORP COM 83616710 1536 55821 SH SHARED 01 55821 D SOURCECORP COM 83616710 234 8527 SH SHARED 02 8527 D SOURCECORP COM 83616710 1018 37000 SH SHARED 10 37000 D SOUTH FINL GROUP INC COM 83784110 315 11121 SH SHARED 11121 D SOUTH FINL GROUP INC COM 83784110 4004 141170 SH SHARED 01 141170 D SOUTH FINL GROUP INC COM 83784110 441 15571 SH SHARED 02 15571 D SOUTH FINL GROUP INC COM 83784110 58 2050 SH SHARED 05 2050 D SOUTH FINL GROUP INC COM 83784110 3929 138500 SH SHARED 10 138500 D SOUTH JERSEY INDS INC COM 83851810 593 13489 SH SHARED 13489 D SOUTH JERSEY INDS INC COM 83851810 319 7250 SH SHARED 01 6800 450 D SOUTH JERSEY INDS INC COM 83851810 114 2607 SH SHARED 02 2607 D SOUTH JERSEY INDS INC COM 83851810 242 5500 SH SHARED 10 5500 D SOUTHERN AFRICA FD INC COM 84215710 3505 199149 SH SHARED 199149 D SOUTHERN CO COM 84258710 154224 5290705 SH SHARED 5290705 D SOUTHERN CO COM 84258710 17362 595619 SH SHARED 01 217677 377942 D SOUTHERN CO COM 84258710 2145 73602 SH SHR/OTHR 01 73602 D SOUTHERN CO COM 84258710 10827 371451 SH SHARED 02 371451 D SOUTHERN CO COM 84258710 104 3601 SH SHARED 05 600 3001 D SOUTHERN CO COM 84258710 389 13350 SH SHARED 06 12350 1000 D SOUTHERN CO COM 84258710 15951 547224 SH SHARED 10 547224 D SOUTHERN CO COM 84258710 276 9500 SH SHARED 14 9500 D SOUTHERN CMNTY FINL CORP COM 84263210 148 14300 SH SHARED 14300 D SOUTHERN PERU COPPER CORP COM 84361110 24 600 SH SHARED 600 D SOUTHERN PERU COPPER CORP COM 84361110 619 15000 SH SHARED 01 15000 D SOUTHERN PERU COPPER CORP COM 84361110 90 2180 SH SHARED 02 2180 D SOUTHERN PERU COPPER CORP COM 84361110 2893 70000 SH SHARED 04 70000 D SOUTHERN UN CO NEW COM 84403010 1195 56700 SH SHARED 56700 D SOUTHERN UN CO NEW COM 84403010 210 10000 SH SHR/OTHR 10000 D SOUTHERN UN CO NEW COM 84403010 1255 59572 SH SHARED 01 59572 D SOUTHERN UN CO NEW COM 84403010 3995 189525 SH SHARED 02 189525 D SOUTHERN UN CO NEW COM 84403010 12349 585860 SH SHARED 10 585860 D SOUTHSIDE BANCSHARES INC COM 84470P10 180 8600 SH SHARED 8600 D SOUTHSIDE BANCSHARES INC COM 84470P10 8 405 SH SHARED 02 405 D SOUTHTRUST CORP COM 84473010 63801 1643945 SH SHARED 1643945 D SOUTHTRUST CORP COM 84473010 2679 69032 SH SHARED 01 68132 900 D SOUTHTRUST CORP COM 84473010 16009 412510 SH SHARED 02 412510 D SOUTHTRUST CORP COM 84473010 67 1747 SH SHARED 05 1747 D SOUTHTRUST CORP COM 84473010 135 3500 SH SHARED 06 3500 D SOUTHTRUST CORP COM 84473010 5820 149969 SH SHARED 10 149969 D SOUTHTRUST CORP COM 84473010 108 2800 SH SHARED 14 2800 D SOUTHWEST AIRLS CO COM 84474110 40259 2400697 SH SHARED 2388497 12200 D SOUTHWEST AIRLS CO COM 84474110 9330 556388 SH SHARED 01 383774 172614 D SOUTHWEST AIRLS CO COM 84474110 377 22500 SH SHR/OTHR 01 22500 D SOUTHWEST AIRLS CO COM 84474110 9052 539788 SH SHARED 02 539788 D SOUTHWEST AIRLS CO COM 84474110 61 3673 SH SHARED 05 300 3373 D SOUTHWEST AIRLS CO COM 84474110 186 11141 SH SHARED 06 11141 D SOUTHWEST AIRLS CO COM 84474110 6497 387449 SH SHARED 10 387449 D SOUTHWEST AIRLS CO COM 84474110 98 5900 SH SHARED 14 5900 D SOUTHWEST BANCORPORATION TEX COM 84476R10 1438 32600 SH SHARED 32600 D SOUTHWEST BANCORPORATION TEX COM 84476R10 1 32 SH SHARED 02 32 D SOUTHWEST BANCORP INC OKLA COM 84476710 186 10200 SH SHARED 10200 D SOUTHWEST BANCORP INC OKLA COM 84476710 32 1794 SH SHARED 02 1794 D SOUTHWEST GAS CORP COM 84489510 842 34907 SH SHARED 34907 D SOUTHWEST GAS CORP COM 84489510 87 3639 SH SHARED 01 1839 1800 D SOUTHWEST GAS CORP COM 84489510 0 36 SH SHARED 02 36 D SOUTHWEST WTR CO COM 84533110 196 15700 SH SHARED 15700 D SOUTHWEST WTR CO COM 84533110 37 3013 SH SHARED 02 3013 D SOUTHWESTERN ENERGY CO COM 84546710 1133 39551 SH SHARED 39551 D SOUTHWESTERN ENERGY CO COM 84546710 15709 547954 SH SHARED 01 324854 223100 D SOUTHWESTERN ENERGY CO COM 84546710 1 40 SH SHARED 02 40 D SOUTHWESTERN ENERGY CO COM 84546710 1304 45498 SH SHARED 10 45498 D SOVEREIGN BANCORP INC COM 84590510 31352 1418648 SH SHARED 1418648 D SOVEREIGN BANCORP INC COM 84590510 861 38971 SH SHARED 01 38681 290 D SOVEREIGN BANCORP INC COM 84590510 104 4737 SH SHR/OTHR 01 4737 D SOVEREIGN BANCORP INC COM 84590510 13800 624437 SH SHARED 02 624437 D SOVEREIGN BANCORP INC COM 84590510 44 2000 SH SHARED 06 2000 D SOVEREIGN BANCORP INC COM 84590510 97238 4399936 SH SHARED 10 4399936 D SOVEREIGN BANCORP INC COM 84590510 47 2158 SH SHARED 14 2158 D SOVRAN SELF STORAGE INC COM 84610H10 542 14200 SH SHARED 14200 D SOVRAN SELF STORAGE INC COM 84610H10 1118 29300 SH SHARED 01 29300 D SOVRAN SELF STORAGE INC COM 84610H10 99 2596 SH SHARED 02 2596 D SOVRAN SELF STORAGE INC COM 84610H10 1046 27400 SH SHARED 10 27400 D SOVRAN SELF STORAGE INC COM 84610H10 1332 34900 SH SHARED 11 34900 D SPACEHAB INC NOTE 8.000%10/1 846243AC 448 500000 PRN SHARED 500000 D SPACEHAB INC COM 84624310 3 917 SH SHARED 917 D SPACEHAB INC COM 84624310 0 183 SH SHARED 01 183 D SPANISH BROADCASTING SYS INC CL A 84642588 669 71805 SH SHARED 71805 D SPANISH BROADCASTING SYS INC CL A 84642588 76 8233 SH SHARED 01 8233 D SPANISH BROADCASTING SYS INC CL A 84642588 292 31299 SH SHARED 02 31299 D SPARTAN MTRS INC COM 84681910 61 4996 SH SHARED 4996 D SPARTAN MTRS INC COM 84681910 12 1027 SH SHARED 01 1027 D SPARTAN STORES INC COM 84682210 16 4716 SH SHARED 4716 D SPARTAN STORES INC COM 84682210 3 1169 SH SHARED 01 1169 D SPARTECH CORP COM NEW 84722020 750 28947 SH SHARED 28947 D SPARTECH CORP COM NEW 84722020 35 1359 SH SHARED 01 1359 D SPARTECH CORP COM NEW 84722020 98 3801 SH SHARED 02 3801 D SPARTECH CORP COM NEW 84722020 48 1870 SH SHARED 10 1870 D SPATIALIGHT INC COM 84724810 136 22500 SH SHARED 22500 D SPECIALTY LABORATORIES INC COM 84749R10 343 38294 SH SHARED 38294 D SPECIALTY LABORATORIES INC COM 84749R10 64 7206 SH SHARED 01 7206 D SPECIALTY LABORATORIES INC COM 84749R10 0 8 SH SHARED 02 8 D SPECTRALINK CORP COM 84758010 1184 79518 SH SHARED 79518 D SPECTRALINK CORP COM 84758010 991 66521 SH SHARED 01 66521 D SPECTRALINK CORP COM 84758010 0 63 SH SHARED 02 63 D SPECTRALINK CORP COM 84758010 19 1300 SH SHARED 10 1300 D SPECTRANETICS CORP COM 84760C10 5 956 SH SHARED 956 D SPECTRASITE INC COM 84761M10 723 16740 SH SHARED 16740 D SPECTRASITE INC COM 84761M10 69 1615 SH SHARED 01 1615 D SPECTRASITE INC COM 84761M10 207 4800 SH SHARED 02 4800 D SPECTRASITE INC COM 84761M10 159 3700 SH SHARED 10 3700 D SPECTRUM PHARMACEUTICALS INC COM 84763A10 73 11726 SH SHR/OTHR 11726 D SPEEDWAY MOTORSPORTS INC COM 84778810 594 17788 SH SHARED 17788 D SPEEDWAY MOTORSPORTS INC COM 84778810 61 1831 SH SHARED 01 1831 D SPEEDWAY MOTORSPORTS INC COM 84778810 5 175 SH SHARED 02 175 D SPHERION CORP COM 84842010 54 5400 SH SHARED 5400 D SPHERION CORP COM 84842010 901 88888 SH SHARED 88888 D SPHERION CORP COM 84842010 21 2164 SH SHARED 01 2164 D SPHERION CORP COM 84842010 235 23263 SH SHARED 02 23263 D SPINNAKER EXPL CO COM 84855W10 1216 30903 SH SHARED 30903 D SPINNAKER EXPL CO COM 84855W10 2640 67049 SH SHARED 01 67049 D SPINNAKER EXPL CO COM 84855W10 2716 68973 SH SHARED 02 68973 D SPINNAKER EXPL CO COM 84855W10 4335 110100 SH SHARED 10 110100 D SPORTSMANS GUIDE INC COM NEW 84890720 0 6 SH SHARED 6 D SPORTSMANS GUIDE INC COM NEW 84890720 222 9500 SH SHARED 14 9500 D SPORTS AUTH INC NEW COM 84917U10 3210 89433 SH SHARED 89433 D SPORTS AUTH INC NEW COM 84917U10 388 10811 SH SHARED 01 10811 D SPORTS AUTH INC NEW COM 84917U10 98 2747 SH SHARED 02 2747 D SPORTS RESORTS INTL INC COM 84918U10 4 1300 SH SHARED 1300 D SPORTS RESORTS INTL INC COM 84918U10 0 4 SH SHARED 02 4 D SPRINT CORP COM FON GROUP 85206110 202 11500 SH SHARED 11500 D SPRINT CORP COM FON GROUP 85206110 144114 8188308 SH SHARED 8141558 46750 D SPRINT CORP COM FON GROUP 85206110 15649 889177 SH SHARED 01 877977 11200 D SPRINT CORP COM FON GROUP 85206110 22 1250 SH SHR/OTHR 01 1250 D SPRINT CORP COM FON GROUP 85206110 49537 2814644 SH SHARED 02 2814644 D SPRINT CORP COM FON GROUP 85206110 9285 527600 SH SHARED 03 527600 D SPRINT CORP COM FON GROUP 85206110 6688 380000 SH SHARED 04 380000 D SPRINT CORP COM FON GROUP 85206110 1553 88243 SH SHARED 05 82400 5843 D SPRINT CORP COM FON GROUP 85206110 319 18181 SH SHARED 06 18181 D SPRINT CORP COM FON GROUP 85206110 19799 1124954 SH SHARED 10 1124954 D SPRINT CORP COM FON GROUP 85206110 262 14895 SH SHARED 14 14895 D ST ASSEMBLY TEST SVSC LTD ADR 85227G10 419 53428 SH SHARED 53428 D ST ASSEMBLY TEST SVSC LTD ADR 85227G10 57 7353 SH SHARED 01 7353 D SS&C TECHNOLOGIES INC COM 85227Q10 595 31869 SH SHARED 31869 D SS&C TECHNOLOGIES INC COM 85227Q10 3030 162072 SH SHARED 01 162072 D SS&C TECHNOLOGIES INC COM 85227Q10 0 6 SH SHARED 02 6 D SS&C TECHNOLOGIES INC COM 85227Q10 747 39950 SH SHARED 10 39950 D STAAR SURGICAL CO COM PAR $0.01 85231230 56 7213 SH SHARED 7213 D STAAR SURGICAL CO COM PAR $0.01 85231230 535 68659 SH SHR/OTHR 68659 D STAAR SURGICAL CO COM PAR $0.01 85231230 13 1694 SH SHARED 01 1694 D STAAR SURGICAL CO COM PAR $0.01 85231230 2213 283845 SH SHARED 02 283845 D STAGE STORES INC *W EXP 08/23/200 85254C12 1152 52246 SH SHARED 52246 D STAGE STORES INC *W EXP 08/23/200 85254C13 95 5225 SH SHARED 5225 D STAGE STORES INC COM NEW 85254C30 987 26213 SH SHARED 26213 D STAGE STORES INC COM NEW 85254C30 5441 144480 SH SHARED 01 144480 D STAGE STORES INC COM NEW 85254C30 261 6935 SH SHARED 02 6935 D STAGE STORES INC COM NEW 85254C30 4229 112300 SH SHARED 10 112300 D STAKTEK HLDGS INC COM 85256P10 61 11801 SH SHARED 11801 D STAKTEK HLDGS INC COM 85256P10 23 4399 SH SHARED 01 399 4000 D STAKTEK HLDGS INC COM 85256P10 483 92100 SH SHARED 10 92100 D STAMPS COM INC COM NEW 85285720 274 26895 SH SHARED 26895 D STAMPS COM INC COM NEW 85285720 34 3351 SH SHARED 01 3351 D STAMPS COM INC COM NEW 85285720 107 10575 SH SHARED 02 10575 D STANCORP FINL GROUP INC COM 85289110 187 2800 SH SHARED 2800 D STANCORP FINL GROUP INC COM 85289110 2280 34036 SH SHARED 34036 D STANCORP FINL GROUP INC COM 85289110 789 11777 SH SHARED 01 11465 312 D STANCORP FINL GROUP INC COM 85289110 722 10787 SH SHARED 02 10787 D STANDARD COML CORP COM 85325810 360 19961 SH SHARED 19961 D STANDARD COML CORP COM 85325810 46 2569 SH SHARED 01 2569 D STANDARD COML CORP COM 85325810 25 1438 SH SHARED 02 1438 D STANDARD COML CORP COM 85325810 17 990 SH SHARED 10 990 D STANDARD MANAGEMENT CORP COM 85361210 919 256887 SH SHARED 01 256887 D STANDARD MICROSYSTEMS CORP COM 85362610 809 34707 SH SHARED 34707 D STANDARD MICROSYSTEMS CORP COM 85362610 3113 133521 SH SHARED 01 133521 D STANDARD MICROSYSTEMS CORP COM 85362610 266 11414 SH SHARED 02 11414 D STANDARD MICROSYSTEMS CORP COM 85362610 725 31120 SH SHARED 10 31120 D STANDARD MTR PRODS INC COM 85366610 197 13405 SH SHARED 13405 D STANDARD MTR PRODS INC COM 85366610 2 155 SH SHARED 02 155 D STANDARD PAC CORP NEW COM 85375C10 246 5000 SH SHARED 5000 D STANDARD PAC CORP NEW COM 85375C10 1165 23635 SH SHARED 23635 D STANDARD PAC CORP NEW COM 85375C10 4589 93100 SH SHARED 01 93100 D STANDARD PAC CORP NEW COM 85375C10 3990 80934 SH SHARED 02 80934 D STANDARD PAC CORP NEW COM 85375C10 9661 195970 SH SHARED 10 195970 D STANDARD REGISTER CO COM 85388710 177 14911 SH SHARED 14911 D STANDARD REGISTER CO COM 85388710 33 2819 SH SHARED 01 2819 D STANDARD REGISTER CO COM 85388710 26 2216 SH SHARED 02 2216 D STANDEX INTL CORP COM 85423110 446 16408 SH SHARED 16408 D STANDEX INTL CORP COM 85423110 195 7192 SH SHARED 01 5192 2000 D STANDEX INTL CORP COM 85423110 1 42 SH SHARED 02 42 D STANDEX INTL CORP COM 85423110 29 1080 SH SHARED 10 1080 D STANLEY FURNITURE INC COM NEW 85430520 314 7465 SH SHARED 7465 D STANLEY FURNITURE INC COM NEW 85430520 12 292 SH SHARED 01 292 D STANLEY FURNITURE INC COM NEW 85430520 9 231 SH SHARED 02 231 D STANLEY WKS COM 85461610 9975 218867 SH SHARED 218867 D STANLEY WKS COM 85461610 13042 286145 SH SHARED 01 235800 50345 D STANLEY WKS COM 85461610 86 1900 SH SHR/OTHR 01 1900 D STANLEY WKS COM 85461610 4259 93449 SH SHARED 02 93449 D STANLEY WKS COM 85461610 16 357 SH SHARED 05 357 D STANLEY WKS COM 85461610 34 750 SH SHARED 06 750 D STANLEY WKS COM 85461610 8356 183332 SH SHARED 10 183332 D STAPLES INC COM 85503010 65365 2222555 SH SHARED 2130444 92111 D STAPLES INC COM 85503010 64107 2179796 SH SHARED 01 321899 20500 1837397 D STAPLES INC COM 85503010 2802 95275 SH SHR/OTHR 01 4400 90875 D STAPLES INC COM 85503010 8775 298371 SH SHARED 02 298371 D STAPLES INC COM 85503010 21031 715100 SH SHARED 03 715100 D STAPLES INC COM 85503010 588 20000 SH SHARED 04 20000 D STAPLES INC COM 85503010 94011 3196569 SH SHARED 05 2456165 740404 D STAPLES INC COM 85503010 14015 476550 SH SHARED 06 181450 295100 D STAPLES INC COM 85503010 2330 79246 SH SHARED 07 79246 D STAPLES INC COM 85503010 3082 104800 SH SHARED 09 104800 D STAPLES INC COM 85503010 240095 8163734 SH SHARED 10 8163734 D STAPLES INC COM 85503010 232 7900 SH SHARED 14 7900 D STAR SCIENTIFIC INC COM 85517P10 96 24500 SH SHARED 24500 D STAR SCIENTIFIC INC COM 85517P10 9 2315 SH SHARED 02 2315 D STARBUCKS CORP COM 85524410 5018 115400 SH SHARED 115400 D STARBUCKS CORP COM 85524410 95065 2185906 SH SHARED 2185906 D STARBUCKS CORP COM 85524410 19739 453880 SH SHARED 01 431983 21897 D STARBUCKS CORP COM 85524410 23 530 SH SHR/OTHR 01 530 D STARBUCKS CORP COM 85524410 14427 331737 SH SHARED 02 331737 D STARBUCKS CORP COM 85524410 101 2327 SH SHARED 05 500 1827 D STARBUCKS CORP COM 85524410 306 7050 SH SHARED 06 6350 700 D STARBUCKS CORP COM 85524410 25915 595891 SH SHARED 10 595891 D STARBUCKS CORP COM 85524410 132 3036 SH SHARED 14 3036 D STARCRAFT CORP COM 85526910 0 11 SH SHARED 02 11 D STARTEK INC COM 85569C10 458 12819 SH SHARED 12819 D STARTEK INC COM 85569C10 42 1181 SH SHARED 01 1181 D STARTEK INC COM 85569C10 1 43 SH SHARED 02 43 D STATE AUTO FINL CORP COM 85570710 11769 383132 SH SHARED 383132 D STATE AUTO FINL CORP COM 85570710 100 3259 SH SHARED 01 3259 D STATE AUTO FINL CORP COM 85570710 61 1996 SH SHARED 02 1996 D STATE BANCORP INC N.Y COM 85571610 190 7800 SH SHARED 7800 D STATE BANCORP INC N.Y COM 85571610 0 33 SH SHARED 02 33 D STARWOOD HOTELS&RESORTS WRLD NOTE 3.500% 5/1 85590AAJ 5380 5000000 PRN SHARED 5000000 D STARWOOD HOTELS&RESORTS WRLD NOTE 3.500% 5/1 85590AAJ 7526 6995000 PRN SHARED 02 6995000 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 21724 484383 SH SHARED 484383 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 944 21057 SH SHARED 01 20717 340 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 17 400 SH SHR/OTHR 01 400 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 4442 99043 SH SHARED 02 99043 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 627 14000 SH SHARED 04 14000 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 51 1150 SH SHARED 05 200 950 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 726 16200 SH SHARED 06 16200 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 23181 516867 SH SHARED 10 516867 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 223167 4975871 SH SHARED 11 4975871 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 85 1900 SH SHARED 14 1900 D STATE FINL SVCS CORP CL A 85685510 163 5500 SH SHARED 5500 D STATE FINL SVCS CORP CL A 85685510 0 4 SH SHARED 02 4 D STATE STR CORP COM 85747710 77959 1589715 SH SHARED 1574315 15400 D STATE STR CORP COM 85747710 51979 1059946 SH SHARED 01 220442 839504 D STATE STR CORP COM 85747710 11253 229479 SH SHR/OTHR 01 229479 D STATE STR CORP COM 85747710 10215 208305 SH SHARED 02 208305 D STATE STR CORP COM 85747710 90 1838 SH SHARED 05 300 1538 D STATE STR CORP COM 85747710 809 16510 SH SHARED 06 16210 300 D STATE STR CORP COM 85747710 28447 580085 SH SHARED 10 580085 D STATE STR CORP COM 85747710 5129 104600 SH SHARED 14 104600 D STATE STR CORP UNIT 99/99/9999 85747720 17652 77000 SH SHARED 77000 D STATE STR CORP UNIT 99/99/9999 85747720 11 50 SH SHARED 01 50 D STATE STR CORP UNIT 99/99/9999 85747720 10820 47200 SH SHARED 02 47200 D STATION CASINOS INC COM 85768910 1534 31709 SH SHARED 31709 D STATION CASINOS INC COM 85768910 344 7127 SH SHARED 01 7127 D STATION CASINOS INC COM 85768910 1444 29849 SH SHARED 02 29849 D STATION CASINOS INC COM 85768910 7629 157627 SH SHARED 10 157627 D STATOIL ASA SPONSORED ADR 85771P10 10376 815747 SH SHARED 815747 D STATOIL ASA SPONSORED ADR 85771P10 5 434 SH SHARED 01 434 D STEAK N SHAKE CO COM 85787310 499 27398 SH SHARED 27398 D STEAK N SHAKE CO COM 85787310 74 4099 SH SHARED 01 4099 D STEAK N SHAKE CO COM 85787310 17 973 SH SHARED 02 973 D STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD 1157 627000 PRN SHARED 627000 D STEEL DYNAMICS INC COM 85811910 2147 75018 SH SHARED 75018 D STEEL DYNAMICS INC COM 85811910 26619 929760 SH SHARED 01 682160 247600 D STEEL DYNAMICS INC COM 85811910 411 14385 SH SHARED 02 14385 D STEEL DYNAMICS INC COM 85811910 7175 250630 SH SHARED 10 250630 D STEEL TECHNOLOGIES INC COM 85814710 680 30834 SH SHARED 30834 D STEEL TECHNOLOGIES INC COM 85814710 430 19488 SH SHARED 01 19488 D STEELCASE INC CL A 85815520 40 2900 SH SHARED 2900 D STEELCASE INC CL A 85815520 676 48356 SH SHARED 48356 D STEELCASE INC CL A 85815520 131 9371 SH SHARED 01 9371 D STEELCASE INC CL A 85815520 69 4968 SH SHARED 02 4968 D STEIN MART INC COM 85837510 420 25884 SH SHARED 25884 D STEIN MART INC COM 85837510 292 18000 SH SHARED 01 18000 D STEIN MART INC COM 85837510 285 17534 SH SHARED 02 17534 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 224 6389 SH SHARED 6389 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 67 1921 SH SHARED 01 1921 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 10 300 SH SHR/OTHR 01 300 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 0 8 SH SHARED 02 8 D STELLENT INC COM 85856W10 545 63842 SH SHARED 63842 D STELLENT INC COM 85856W10 52 6132 SH SHARED 01 6132 D STELLENT INC COM 85856W10 0 20 SH SHARED 02 20 D STEMCELLS INC COM 85857R10 24 16200 SH SHARED 16200 D STEPAN CO COM 85858610 130 5000 SH SHARED 5000 D STEPAN CO COM 85858610 855 32700 SH SHARED 01 32700 D STEPAN CO COM 85858610 22 842 SH SHARED 02 842 D STEPAN CO COM 85858610 844 32300 SH SHARED 10 32300 D STERLING BANCSHARES INC COM 85890710 607 42800 SH SHARED 42800 D STERLING BANCSHARES INC COM 85890710 21 1550 SH SHARED 02 1550 D STERICYCLE INC COM 85891210 1884 36421 SH SHARED 36421 D STERICYCLE INC COM 85891210 27088 523553 SH SHARED 01 348879 80 174594 D STERICYCLE INC COM 85891210 2079 40191 SH SHR/OTHR 01 1700 38491 D STERICYCLE INC COM 85891210 899 17382 SH SHARED 02 17382 D STERICYCLE INC COM 85891210 21751 420400 SH SHARED 10 420400 D STERIS CORP COM 85915210 221 9800 SH SHARED 9800 D STERIS CORP COM 85915210 2942 130421 SH SHARED 130421 D STERIS CORP COM 85915210 678 30054 SH SHARED 01 20254 9800 D STERIS CORP COM 85915210 56 2500 SH SHR/OTHR 01 2500 D STERIS CORP COM 85915210 368 16341 SH SHARED 02 16341 D STERLING BANCORP COM 85915810 372 13477 SH SHARED 13477 D STERLING BANCORP COM 85915810 4 158 SH SHARED 01 158 D STERLING BANCORP COM 85915810 106 3851 SH SHARED 02 3851 D STERLING FINL CORP COM 85931710 550 21157 SH SHARED 21157 D STERLING FINL CORP COM 85931710 105 4066 SH SHARED 02 4066 D STERLING FINL CORP COM 85931710 63 2433 SH SHARED 10 2433 D STERLING FINL CORP WASH COM 85931910 824 25875 SH SHARED 25875 D STERLING FINL CORP WASH COM 85931910 887 27855 SH SHARED 01 27855 D STERLING FINL CORP WASH COM 85931910 61 1918 SH SHARED 02 1918 D STERLING FINL CORP WASH COM 85931910 4427 138908 SH SHARED 10 138908 D STET HELLAS COMMUNICATIONS S ADR 85982310 61 3687 SH SHARED 3687 D STEWART & STEVENSON SVCS INC COM 86034210 723 40401 SH SHARED 40401 D STEWART & STEVENSON SVCS INC COM 86034210 390 21799 SH SHARED 01 21799 D STEWART & STEVENSON SVCS INC COM 86034210 84 4715 SH SHARED 02 4715 D STEWART ENTERPRISES INC CL A 86037010 936 115017 SH SHARED 115017 D STEWART ENTERPRISES INC CL A 86037010 160 19764 SH SHARED 01 19764 D STEWART ENTERPRISES INC CL A 86037010 307 37797 SH SHARED 02 37797 D STEWART INFORMATION SVCS COR COM 86037210 668 19789 SH SHARED 19789 D STEWART INFORMATION SVCS COR COM 86037210 4421 130920 SH SHARED 01 130920 D STEWART INFORMATION SVCS COR COM 86037210 93 2756 SH SHARED 02 2756 D STEWART INFORMATION SVCS COR COM 86037210 4153 123000 SH SHARED 10 123000 D STIFEL FINL CORP COM 86063010 141 5200 SH SHARED 5200 D STILLWATER MNG CO COM 86074Q10 1067 71134 SH SHARED 60134 11000 D STILLWATER MNG CO COM 86074Q10 2783 185439 SH SHARED 01 185439 D STILLWATER MNG CO COM 86074Q10 261 17431 SH SHARED 02 17431 D STILLWATER MNG CO COM 86074Q10 12628 841369 SH SHARED 10 841369 D STMICROELECTRONICS N V NOTE 9/2 861012AB 86196 97950000 PRN SHARED 97950000 D STMICROELECTRONICS N V NOTE 9/2 861012AB 4 5000 PRN SHARED 01 5000 D STMICROELECTRONICS N V NY REGISTRY 86101210 4101 186328 SH SHARED 166034 20294 D STMICROELECTRONICS N V NY REGISTRY 86101210 344 15636 SH SHARED 01 15476 160 D STMICROELECTRONICS N V NY REGISTRY 86101210 2672 121432 SH SHARED 02 121432 D STMICROELECTRONICS N V NY REGISTRY 86101210 880 40000 SH SHARED 04 40000 D STONE ENERGY CORP COM 86164210 2646 57931 SH SHARED 57931 D STONE ENERGY CORP COM 86164210 6683 146315 SH SHARED 01 146315 D STONE ENERGY CORP COM 86164210 633 13876 SH SHARED 02 13876 D STONE ENERGY CORP COM 86164210 2859 62600 SH SHARED 10 62600 D STONERIDGE INC COM 86183P10 318 18747 SH SHARED 18747 D STONERIDGE INC COM 86183P10 682 40153 SH SHARED 01 40153 D STONERIDGE INC COM 86183P10 0 16 SH SHARED 02 16 D STONERIDGE INC COM 86183P10 513 30200 SH SHARED 10 30200 D STONEPATH GROUP INC COM 86183710 0 96 SH SHARED 96 D STONEPATH GROUP INC COM 86183710 0 23 SH SHARED 01 23 D STORA ENSO CORP SPON ADR REP R 86210M10 5 436 SH SHARED 436 D STORA ENSO CORP SPON ADR REP R 86210M10 298 22001 SH SHARED 01 2685 19316 D STORA ENSO CORP SPON ADR REP R 86210M10 5454 401620 SH SHARED 02 401620 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 1081 37300 SH SHARED 37300 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 13760 474500 SH SHARED 01 474500 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 1821 62796 SH SHARED 02 62796 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 156 5400 SH SHARED 05 5400 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 104 3617 SH SHARED 06 3617 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 7279 251000 SH SHARED 10 251000 D STRATASYS INC COM 86268510 220 8900 SH SHARED 8900 D STRATASYS INC COM 86268510 26 1064 SH SHARED 02 1064 D STRATASYS INC COM 86268510 2773 112000 SH SHARED 10 112000 D STRATEGIC DIAGNOSTICS INC COM 86270010 39 9468 SH SHARED 9468 D STRATEGIC DIAGNOSTICS INC COM 86270010 9 2347 SH SHARED 01 2347 D STRATEGIC DIAGNOSTICS INC COM 86270010 7 1723 SH SHARED 05 1723 D STRATEGIC GLOBAL INCOME FD COM 86271910 109 9000 SH SHR/OTHR 01 9000 D STRATEX NETWORKS INC COM 86279T10 886 300636 SH SHARED 300636 D STRATEX NETWORKS INC COM 86279T10 89 30380 SH SHARED 01 30380 D STRATEX NETWORKS INC COM 86279T10 37 12761 SH SHARED 02 12761 D STRATOS INTERNATIONAL INC COM NEW 86310020 45 8254 SH SHARED 8254 D STRATOS INTERNATIONAL INC COM NEW 86310020 3 719 SH SHARED 01 719 D STRATOS INTERNATIONAL INC COM NEW 86310020 0 80 SH SHARED 02 80 D STRATTEC SEC CORP COM 86311110 256 3742 SH SHARED 3742 D STRATTEC SEC CORP COM 86311110 16 235 SH SHARED 01 235 D STRATTEC SEC CORP COM 86311110 0 4 SH SHARED 02 4 D STRATTEC SEC CORP COM 86311110 65 950 SH SHARED 10 950 D STRAYER ED INC COM 86323610 1894 16981 SH SHARED 16981 D STRAYER ED INC COM 86323610 3246 29097 SH SHARED 01 29097 D STRAYER ED INC COM 86323610 299 2685 SH SHARED 02 2685 D STRAYER ED INC COM 86323610 3904 35000 SH SHARED 04 35000 D STRAYER ED INC COM 86323610 1216 10900 SH SHARED 10 10900 D STRIDE RITE CORP COM 86331410 600 54419 SH SHARED 54419 D STRIDE RITE CORP COM 86331410 19 1808 SH SHARED 01 1808 D STRIDE RITE CORP COM 86331410 38 3505 SH SHARED 02 3505 D STRIDE RITE CORP COM 86331410 58 5310 SH SHARED 10 5310 D STRYKER CORP COM 86366710 100063 1819333 SH SHARED 1819333 D STRYKER CORP COM 86366710 7271 132213 SH SHARED 01 112393 6800 13020 D STRYKER CORP COM 86366710 9728 176883 SH SHARED 02 176883 D STRYKER CORP COM 86366710 825 15000 SH SHARED 04 15000 D STRYKER CORP COM 86366710 837 15226 SH SHARED 05 200 15026 D STRYKER CORP COM 86366710 260 4734 SH SHARED 06 3934 800 D STRYKER CORP COM 86366710 13053 237340 SH SHARED 10 237340 D STRYKER CORP COM 86366710 148 2700 SH SHARED 14 2700 D STUDENT LN CORP COM 86390210 9 72 SH SHARED 72 D STUDENT LN CORP COM 86390210 122 900 SH SHARED 01 900 D STUDENT LN CORP COM 86390210 73 540 SH SHARED 02 540 D STURM RUGER & CO INC COM 86415910 247 20442 SH SHARED 20442 D STURM RUGER & CO INC COM 86415910 9 800 SH SHARED 01 800 D STURM RUGER & CO INC COM 86415910 55 4571 SH SHARED 02 4571 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 163 5077 SH SHARED 5077 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 160 5000 SH SHR/OTHR 01 5000 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 9 300 SH SHARED 02 300 D SUEZ SPONSORED ADR 86468610 1865 88516 SH SHARED 02 88516 D SUFFOLK BANCORP COM 86473910 334 10300 SH SHARED 10300 D SUFFOLK BANCORP COM 86473910 1072 33000 SH SHARED 01 33000 D SUFFOLK BANCORP COM 86473910 97 3000 SH SHR/OTHR 01 3000 D SUFFOLK BANCORP COM 86473910 74 2307 SH SHARED 02 2307 D SUMMIT BANCSHARES INC TEX COM 86601110 16 557 SH SHARED 557 D SUMMIT BANCSHARES INC TEX COM 86601110 3 137 SH SHARED 01 137 D SUMMIT BANCSHARES INC TEX COM 86601110 242 8317 SH SHARED 02 8317 D SUMMIT PPTYS INC COM 86623910 687 26800 SH SHARED 26800 D SUMMIT PPTYS INC COM 86623910 535 20900 SH SHARED 01 20900 D SUMMIT PPTYS INC COM 86623910 8 328 SH SHARED 02 328 D SUMMIT PPTYS INC COM 86623910 5233 204100 SH SHARED 10 204100 D SUMMIT PPTYS INC COM 86623910 86665 3380100 SH SHARED 11 3380100 D SUN BANCORP INC COM 86663B10 357 16801 SH SHARED 16801 D SUN BANCORP INC COM 86663B10 48 2281 SH SHARED 01 2281 D SUN BANCORP INC COM 86663B10 0 4 SH SHARED 02 4 D SUN BANCORP INC COM 86663410 193 8657 SH SHARED 02 8657 D SUN COMMUNITIES INC COM 86667410 1069 28406 SH SHARED 28406 D SUN COMMUNITIES INC COM 86667410 1313 34877 SH SHARED 01 34877 D SUN COMMUNITIES INC COM 86667410 0 16 SH SHARED 02 16 D SUN COMMUNITIES INC COM 86667410 4544 120700 SH SHARED 10 120700 D SUN COMMUNITIES INC COM 86667410 9962 264600 SH SHARED 11 264600 D SUN LIFE FINL INC COM 86679610 34 1184 SH SHARED 1184 D SUN LIFE FINL INC COM 86679610 598 20686 SH SHARED 01 5580 15106 D SUN LIFE FINL INC COM 86679610 9756 337142 SH SHARED 02 337142 D SUN LIFE FINL INC COM 86679610 115 4000 SH SHARED 06 1000 3000 D SUN LIFE FINL INC COM 86679610 593 20518 SH SHARED 10 20518 D SUN MICROSYSTEMS INC COM 86681010 0 130 SH SHARED 130 D SUN MICROSYSTEMS INC COM 86681010 89382 20642697 SH SHARED 20556015 86682 D SUN MICROSYSTEMS INC COM 86681010 2217 512202 SH SHARED 01 386398 125804 D SUN MICROSYSTEMS INC COM 86681010 342 79170 SH SHR/OTHR 01 3340 75830 D SUN MICROSYSTEMS INC COM 86681010 10165 2347785 SH SHARED 02 2347785 D SUN MICROSYSTEMS INC COM 86681010 735 169806 SH SHARED 05 3400 166406 D SUN MICROSYSTEMS INC COM 86681010 942 217554 SH SHARED 06 211554 6000 D SUN MICROSYSTEMS INC COM 86681010 5471 1263668 SH SHARED 10 1263668 D SUN MICROSYSTEMS INC COM 86681010 1194 275900 SH SHARED 14 275900 D SUN HEALTHCARE GROUP INC COM NEW 86693340 168 18751 SH SHR/OTHR 18751 D SUNCOR ENERGY INC COM 86722910 68515 2675355 SH SHARED 2667155 8200 D SUNCOR ENERGY INC COM 86722910 225 8802 SH SHARED 01 8802 D SUNCOR ENERGY INC COM 86722910 19 750 SH SHR/OTHR 01 750 D SUNCOR ENERGY INC COM 86722910 6236 243506 SH SHARED 02 243506 D SUNCOR ENERGY INC COM 86722910 18313 715100 SH SHARED 04 715100 D SUNCOR ENERGY INC COM 86722910 10 400 SH SHARED 05 400 D SUNCOR ENERGY INC COM 86722910 1964 76700 SH SHARED 06 75700 1000 D SUNCOR ENERGY INC COM 86722910 92 3600 SH SHARED 10 3600 D SUNCOR ENERGY INC COM 86722910 576 22500 SH SHARED 14 22500 D SUNGARD DATA SYS INC COM 86736310 40239 1547681 SH SHARED 1547631 50 D SUNGARD DATA SYS INC COM 86736310 22400 861550 SH SHARED 01 260882 550 600118 D SUNGARD DATA SYS INC COM 86736310 2190 84256 SH SHR/OTHR 01 8350 75906 D SUNGARD DATA SYS INC COM 86736310 5695 219072 SH SHARED 02 219072 D SUNGARD DATA SYS INC COM 86736310 37 1431 SH SHARED 05 300 1131 D SUNGARD DATA SYS INC COM 86736310 375 14452 SH SHARED 06 14452 D SUNGARD DATA SYS INC COM 86736310 3361 129288 SH SHARED 10 129288 D SUNGARD DATA SYS INC COM 86736310 179 6894 SH SHARED 14 6894 D SUNOPTA INC COM 8676EP10 1134 133034 SH SHARED 05 133034 D SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L10 18 502 SH SHARED 502 D SUNOCO INC COM 86764P10 292 4600 SH SHARED 4600 D SUNOCO INC COM 86764P10 36179 568678 SH SHARED 567803 875 D SUNOCO INC COM 86764P10 25345 398385 SH SHARED 01 397552 833 D SUNOCO INC COM 86764P10 13 205 SH SHR/OTHR 01 205 D SUNOCO INC COM 86764P10 4131 64943 SH SHARED 02 64943 D SUNOCO INC COM 86764P10 15176 238552 SH SHARED 10 238552 D SUNRISE SENIOR LIVING INC COM 86768K10 10925 279150 SH SHARED 279150 D SUNRISE SENIOR LIVING INC COM 86768K10 614 15700 SH SHARED 15700 D SUNRISE SENIOR LIVING INC COM 86768K10 1303 33300 SH SHARED 01 33300 D SUNRISE SENIOR LIVING INC COM 86768K10 501 12825 SH SHARED 02 7575 5250 D SUNTERRA CORP COM NEW 86787D20 223 17700 SH SHARED 17700 D SUNTRON CORP COM 86789P10 13 2400 SH SHARED 2400 D SUNTRUST BKS INC COM 86791410 89653 1379494 SH SHARED 1354444 25050 D SUNTRUST BKS INC COM 86791410 41771 642739 SH SHARED 01 423655 219084 D SUNTRUST BKS INC COM 86791410 1324 20380 SH SHR/OTHR 01 20380 D SUNTRUST BKS INC COM 86791410 9616 147974 SH SHARED 02 147974 D SUNTRUST BKS INC COM 86791410 1169 18000 SH SHARED 04 18000 D SUNTRUST BKS INC COM 86791410 93 1434 SH SHARED 05 200 1234 D SUNTRUST BKS INC COM 86791410 314 4840 SH SHARED 06 4290 550 D SUNTRUST BKS INC COM 86791410 36336 559112 SH SHARED 10 559112 D SUNTRUST BKS INC COM 86791410 240 3700 SH SHARED 14 3700 D SUPERCONDUCTOR TECHNOLOGIES COM 86793110 146 118867 SH SHARED 118867 D SUPERCONDUCTOR TECHNOLOGIES COM 86793110 36 29475 SH SHARED 01 29475 D SUPERCONDUCTOR TECHNOLOGIES COM 86793110 146 118972 SH SHARED 02 118972 D SUPERGEN INC COM 86805910 430 66680 SH SHARED 66680 D SUPERGEN INC COM 86805910 273 42347 SH SHR/OTHR 42347 D SUPERGEN INC COM 86805910 36 5649 SH SHARED 01 5649 D SUPERGEN INC COM 86805910 21 3362 SH SHARED 02 3362 D SUPERGEN INC COM 86805910 322 50000 SH SHARED 04 50000 D SUPERGEN INC COM 86805910 48 7500 SH SHARED 06 7500 D SUPERGEN INC COM 86805910 48 7500 SH SHARED 10 7500 D SUPERIOR ENERGY SVCS INC COM 86815710 1278 127165 SH SHARED 127165 D SUPERIOR ENERGY SVCS INC COM 86815710 162 16135 SH SHARED 01 16135 D SUPERIOR ENERGY SVCS INC COM 86815710 0 48 SH SHARED 02 48 D SUPERIOR INDS INTL INC COM 86816810 4436 132620 SH SHARED 132620 D SUPERIOR INDS INTL INC COM 86816810 274 8200 SH SHARED 01 8200 D SUPERIOR INDS INTL INC COM 86816810 10 300 SH SHR/OTHR 01 300 D SUPERIOR INDS INTL INC COM 86816810 329 9859 SH SHARED 02 9859 D SUPERTEX INC COM 86853210 188 11539 SH SHARED 11539 D SUPERTEX INC COM 86853210 38 2337 SH SHARED 01 2337 D SUPERTEX INC COM 86853210 0 12 SH SHARED 02 12 D SUPERVALU INC NOTE 11/0 868536AP 30096 88518000 PRN SHARED 88518000 D SUPERVALU INC NOTE 11/0 868536AP 1175 3457000 PRN SHARED 02 3457000 D SUPERVALU INC COM 86853610 208 6800 SH SHARED 6800 D SUPERVALU INC COM 86853610 12454 406865 SH SHARED 406865 D SUPERVALU INC COM 86853610 7337 239725 SH SHARED 01 239725 D SUPERVALU INC COM 86853610 2537 82913 SH SHARED 02 82913 D SUPERVALU INC COM 86853610 216 7083 SH SHARED 06 7083 D SUPERVALU INC COM 86853610 2469 80669 SH SHARED 10 80669 D SUPPORTSOFT INC COM 86858710 760 87608 SH SHARED 87608 D SUPPORTSOFT INC COM 86858710 56 6537 SH SHARED 01 6537 D SUPPORTSOFT INC COM 86858710 0 86 SH SHARED 02 86 D SUREWEST COMMUNICATIONS COM 86873310 442 14000 SH SHARED 14000 D SUREWEST COMMUNICATIONS COM 86873310 78 2497 SH SHARED 02 2497 D SURMODICS INC COM 86887310 684 27772 SH SHARED 27772 D SURMODICS INC COM 86887310 69 2828 SH SHARED 01 2828 D SURMODICS INC COM 86887310 53 2191 SH SHARED 02 2191 D SUSQUEHANNA BANCSHARES INC P COM 86909910 1372 54570 SH SHARED 54570 D SUSQUEHANNA BANCSHARES INC P COM 86909910 119 4734 SH SHARED 01 4434 300 D SUSQUEHANNA BANCSHARES INC P COM 86909910 237 9450 SH SHARED 02 9450 D SUSQUEHANNA BANCSHARES INC P COM 86909910 7 300 SH SHARED 10 300 D SWIFT ENERGY CO COM 87073810 685 31058 SH SHARED 31058 D SWIFT ENERGY CO COM 87073810 200 9100 SH SHARED 01 9100 D SWIFT ENERGY CO COM 87073810 3 147 SH SHARED 02 147 D SWIFT TRANSN CO COM 87075610 4349 242331 SH SHARED 242331 D SWIFT TRANSN CO COM 87075610 9350 520923 SH SHARED 01 520923 D SWIFT TRANSN CO COM 87075610 539 30062 SH SHARED 02 30062 D SWIFT TRANSN CO COM 87075610 19 1062 SH SHARED 06 1062 D SWIFT TRANSN CO COM 87075610 5630 313700 SH SHARED 10 313700 D SWISS HELVETIA FD INC COM 87087510 754 57900 SH SHARED 57900 D SWISSCOM AG SPONSORED ADR 87101310 29 899 SH SHARED 899 D SWISSCOM AG SPONSORED ADR 87101310 1066 32111 SH SHARED 02 32111 D SYBASE INC COM 87113010 3326 184779 SH SHARED 184779 D SYBASE INC COM 87113010 4625 256983 SH SHARED 01 256983 D SYBASE INC COM 87113010 1183 65746 SH SHARED 02 65746 D SYBASE INC COM 87113010 3546 197000 SH SHARED 10 197000 D SYBRON DENTAL SPECIALTIES IN COM 87114210 1936 64858 SH SHARED 64858 D SYBRON DENTAL SPECIALTIES IN COM 87114210 6369 213375 SH SHARED 01 213375 D SYBRON DENTAL SPECIALTIES IN COM 87114210 1 40 SH SHARED 02 40 D SYBRON DENTAL SPECIALTIES IN COM 87114210 2531 84820 SH SHARED 10 84820 D SYCAMORE NETWORKS INC COM 87120610 2358 557546 SH SHARED 557546 D SYCAMORE NETWORKS INC COM 87120610 272 64524 SH SHARED 01 64524 D SYCAMORE NETWORKS INC COM 87120610 6 1518 SH SHARED 02 1518 D SYKES ENTERPRISES INC COM 87123710 182 24000 SH SHARED 24000 D SYKES ENTERPRISES INC COM 87123710 0 24 SH SHARED 02 24 D SYKES ENTERPRISES INC COM 87123710 21 2780 SH SHARED 10 2780 D SYMANTEC CORP NOTE 3.000%11/0 871503AB 131209 51114000 PRN SHARED 51114000 D SYMANTEC CORP NOTE 3.000%11/0 871503AB 3 1215 PRN SHARED 01 1215 D SYMANTEC CORP NOTE 3.000%11/0 871503AB 508 198000 PRN SHARED 02 198000 D SYMANTEC CORP COM 87150310 82196 1877499 SH SHARED 1729999 147500 D SYMANTEC CORP COM 87150310 50653 1156997 SH SHARED 01 668131 7800 481066 D SYMANTEC CORP COM 87150310 29 675 SH SHR/OTHR 01 675 D SYMANTEC CORP COM 87150310 9579 218819 SH SHARED 02 218819 D SYMANTEC CORP COM 87150310 2189 50000 SH SHARED 04 50000 D SYMANTEC CORP COM 87150310 21281 486112 SH SHARED 05 264514 221598 D SYMANTEC CORP COM 87150310 905 20672 SH SHARED 07 20672 D SYMANTEC CORP COM 87150310 1182 27000 SH SHARED 09 27000 D SYMANTEC CORP COM 87150310 117483 2683486 SH SHARED 10 2683486 D SYMANTEC CORP COM 87150310 972 22218 SH SHARED 14 22218 D SYMBION INC DEL COM 87150710 139 8000 SH SHARED 8000 D SYMBOL TECHNOLOGIES INC COM 87150810 14805 1004415 SH SHARED 1004415 D SYMBOL TECHNOLOGIES INC COM 87150810 945 64177 SH SHARED 01 64177 D SYMBOL TECHNOLOGIES INC COM 87150810 29 1987 SH SHR/OTHR 01 1987 D SYMBOL TECHNOLOGIES INC COM 87150810 1929 130932 SH SHARED 02 130932 D SYMBOL TECHNOLOGIES INC COM 87150810 19 1322 SH SHARED 05 1322 D SYMBOL TECHNOLOGIES INC COM 87150810 58 4000 SH SHARED 06 4000 D SYMBOL TECHNOLOGIES INC COM 87150810 7197 488313 SH SHARED 10 488313 D SYMMETRICOM INC COM 87154310 408 45871 SH SHARED 45871 D SYMMETRICOM INC COM 87154310 374 42100 SH SHARED 01 42100 D SYMMETRICOM INC COM 87154310 0 44 SH SHARED 02 44 D SYMYX TECHNOLOGIES COM 87155S10 881 36556 SH SHARED 36556 D SYMYX TECHNOLOGIES COM 87155S10 411 17058 SH SHARED 01 17058 D SYMYX TECHNOLOGIES COM 87155S10 676 28046 SH SHARED 02 28046 D SYMYX TECHNOLOGIES COM 87155S10 168 7000 SH SHARED 10 7000 D SYNAPTICS INC COM 87157D10 603 31228 SH SHARED 31228 D SYNAPTICS INC COM 87157D10 8010 414601 SH SHARED 01 358500 10300 45801 D SYNAPTICS INC COM 87157D10 29 1530 SH SHR/OTHR 01 1530 D SYNAPTICS INC COM 87157D10 1653 85597 SH SHARED 02 85597 D SYNAPTICS INC COM 87157D10 701 36300 SH SHARED 05 36300 D SYNAPTICS INC COM 87157D10 10119 523800 SH SHARED 10 523800 D SYNGENTA AG SPONSORED ADR 87160A10 795 47354 SH SHARED 47354 D SYNGENTA AG SPONSORED ADR 87160A10 623 37107 SH SHARED 01 9185 27922 D SYNGENTA AG SPONSORED ADR 87160A10 4 238 SH SHARED 02 238 D SYNPLICITY INC COM 87160Y10 0 100 SH SHARED 100 D SYNPLICITY INC COM 87160Y10 0 24 SH SHARED 01 24 D SYNPLICITY INC COM 87160Y10 108 18033 SH SHARED 02 18033 D SYNOPSYS INC COM 87160710 3367 118446 SH SHARED 118446 D SYNOPSYS INC COM 87160710 12327 433597 SH SHARED 433597 D SYNOPSYS INC COM 87160710 2603 91562 SH SHARED 01 91562 D SYNOPSYS INC COM 87160710 3372 118619 SH SHARED 02 118619 D SYNOPSYS INC COM 87160710 145 5128 SH SHARED 06 5128 D SYNOPSYS INC COM 87160710 187 6600 SH SHARED 10 6600 D SYNOVUS FINL CORP COM 87161C10 20654 815734 SH SHARED 815734 D SYNOVUS FINL CORP COM 87161C10 1237 48874 SH SHARED 01 48874 D SYNOVUS FINL CORP COM 87161C10 4090 161562 SH SHARED 02 161562 D SYNOVUS FINL CORP COM 87161C10 31 1242 SH SHARED 05 1242 D SYNOVUS FINL CORP COM 87161C10 50 2000 SH SHARED 06 2000 D SYNOVUS FINL CORP COM 87161C10 2986 117959 SH SHARED 10 117959 D SYNOVUS FINL CORP COM 87161C10 58 2300 SH SHARED 14 2300 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 33 3100 SH SHARED 01 3100 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 152 14163 SH SHARED 02 14163 D SYNTEL INC COM 87162H10 272 16458 SH SHARED 16458 D SYNTEL INC COM 87162H10 51 3120 SH SHARED 01 3120 D SYNTEL INC COM 87162H10 0 4 SH SHARED 02 4 D SYNNEX CORP COM 87162W10 115 7351 SH SHARED 7351 D SYNNEX CORP COM 87162W10 3 249 SH SHARED 01 249 D SYNTROLEUM CORP COM 87163010 178 26900 SH SHARED 26900 D SYNTROLEUM CORP COM 87163010 2 424 SH SHARED 02 424 D SYPRIS SOLUTIONS INC COM 87165510 195 10182 SH SHARED 10182 D SYPRIS SOLUTIONS INC COM 87165510 16 876 SH SHARED 01 876 D SYPRIS SOLUTIONS INC COM 87165510 418 21804 SH SHARED 02 21804 D SYSCO CORP COM 87182910 41 1170 SH SHARED 1170 D SYSCO CORP COM 87182910 65115 1815314 SH SHARED 1761314 54000 D SYSCO CORP COM 87182910 116258 3241109 SH SHARED 01 828315 2412794 D SYSCO CORP COM 87182910 21326 594547 SH SHR/OTHR 01 28170 566377 D SYSCO CORP COM 87182910 11718 326703 SH SHARED 02 326703 D SYSCO CORP COM 87182910 1524 42500 SH SHARED 04 42500 D SYSCO CORP COM 87182910 116 3258 SH SHARED 05 500 2758 D SYSCO CORP COM 87182910 499 13920 SH SHARED 06 12920 1000 D SYSCO CORP COM 87182910 16869 470283 SH SHARED 10 470283 D SYSCO CORP COM 87182910 182 5100 SH SHARED 14 5100 D SYSTEMAX INC COM 87185110 62 9300 SH SHARED 9300 D SYSTEMAX INC COM 87185110 6 932 SH SHARED 02 932 D TBC CORP COM 87218010 816 34287 SH SHARED 34287 D TBC CORP COM 87218010 69 2938 SH SHARED 01 2938 D TBC CORP COM 87218010 0 22 SH SHARED 02 22 D TCF FINL CORP COM 87227510 2047 35271 SH SHARED 35271 D TCF FINL CORP COM 87227510 2281 39299 SH SHARED 01 39299 D TCF FINL CORP COM 87227510 1813 31235 SH SHARED 02 31235 D TC PIPELINES LP UT COM LTD PRT 87233Q10 36 1129 SH SHARED 1129 D TC PIPELINES LP UT COM LTD PRT 87233Q10 8 279 SH SHARED 01 279 D TCW CONV SECS FD INC COM 87234010 5 1233 SH SHARED 1233 D TCW CONV SECS FD INC COM 87234010 59 12250 SH SHR/OTHR 01 12250 D TDK CORP AMERN DEP SH 87235140 393 5143 SH SHARED 01 5143 D TDK CORP AMERN DEP SH 87235140 1569 20500 SH SHARED 02 20500 D TDC A/S SPONSORED ADR 87236N10 545 33255 SH SHARED 33255 D TDC A/S SPONSORED ADR 87236N10 474 28948 SH SHARED 01 248 28700 D TECO ENERGY INC COM 87237510 12502 1042733 SH SHARED 1042733 D TECO ENERGY INC COM 87237510 1983 165420 SH SHARED 01 123901 41519 D TECO ENERGY INC COM 87237510 146 12200 SH SHR/OTHR 01 2400 9800 D TECO ENERGY INC COM 87237510 1188 99154 SH SHARED 02 99154 D TECO ENERGY INC COM 87237510 770 64267 SH SHARED 10 64267 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 118 3100 SH SHARED 01 3100 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 376 9900 SH SHR/OTHR 01 9900 D THQ INC COM NEW 87244340 1067 46619 SH SHARED 46619 D THQ INC COM NEW 87244340 12685 553938 SH SHARED 01 517538 6000 30400 D THQ INC COM NEW 87244340 460 20096 SH SHARED 02 17296 2800 D THQ INC COM NEW 87244340 16345 713795 SH SHARED 10 713795 D TJX COS INC NEW NOTE 2/1 872540AL 31925 37340000 PRN SHARED 32340000 5000000 D TJX COS INC NEW COM 87254010 36629 1517395 SH SHARED 1517395 D TJX COS INC NEW COM 87254010 6340 262642 SH SHARED 01 255642 7000 D TJX COS INC NEW COM 87254010 6755 279855 SH SHARED 02 279855 D TJX COS INC NEW COM 87254010 70 2937 SH SHARED 05 400 2537 D TJX COS INC NEW COM 87254010 160 6650 SH SHARED 06 5750 900 D TJX COS INC NEW COM 87254010 19939 825986 SH SHARED 10 825986 D TJX COS INC NEW COM 87254010 946 39200 SH SHARED 14 39200 D TRC COS INC COM 87262510 389 23325 SH SHARED 23325 D TRC COS INC COM 87262510 48 2934 SH SHARED 01 2934 D TRC COS INC COM 87262510 135 8153 SH SHARED 02 8153 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 45 2400 SH SHARED 02 2400 D TNS INC COM 87296010 91 4200 SH SHARED 4200 D TTM TECHNOLOGIES INC COM 87305R10 610 51485 SH SHARED 51485 D TTM TECHNOLOGIES INC COM 87305R10 0 20 SH SHARED 02 20 D TXU CORP FRNT 7/1 873168AE 31487 23000000 PRN SHARED 23000000 D TXU CORP FRNT 7/1 873168AE 1711 1250000 PRN SHARED 02 1250000 D TXU CORP COM 87316810 122489 3023677 SH SHARED 3012777 10900 D TXU CORP COM 87316810 202 5000 SH SHR/OTHR 5000 D TXU CORP COM 87316810 4139 102195 SH SHARED 01 90415 11780 D TXU CORP COM 87316810 234 5800 SH SHR/OTHR 01 5800 D TXU CORP COM 87316810 12792 315788 SH SHARED 02 315788 D TXU CORP COM 87316810 8738 215700 SH SHARED 03 215700 D TXU CORP COM 87316810 2559 63190 SH SHARED 05 61900 1290 D TXU CORP COM 87316810 131 3250 SH SHARED 06 3250 D TXU CORP COM 87316810 5635 139114 SH SHARED 10 139114 D TXU CORP COM 87316810 1669 41200 SH SHARED 14 41200 D TAIWAN FD INC COM 87403610 113 10000 SH SHR/OTHR 01 10000 D TAIWAN GREATER CHINA FD SH BEN INT 87403710 7 1747 SH SHARED 1747 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 0 77 SH SHARED 77 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 195789 23560687 SH SHARED 23491231 69456 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 5043 606973 SH SHARED 01 598996 7977 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 987 118876 SH SHARED 02 118876 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 62 7550 SH SHARED 05 7550 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 28903 3478154 SH SHARED 10 3478154 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 30847 3712100 SH SHARED 12 58100 3654000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 3181 382911 SH SHARED 14 382911 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 1864 60858 SH SHARED 60858 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 766 25000 SH SHARED 01 25000 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 1081 35312 SH SHARED 02 35312 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 60 1970 SH SHARED 10 1970 D TALBOTS INC COM 87416110 688 17580 SH SHARED 17580 D TALBOTS INC COM 87416110 224 5725 SH SHARED 01 5725 D TALBOTS INC COM 87416110 66 1698 SH SHR/OTHR 01 1698 D TALBOTS INC COM 87416110 284 7279 SH SHARED 02 7279 D TALBOTS INC COM 87416110 544 13900 SH SHARED 10 13900 D TALISMAN ENERGY INC COM 87425E10 2556 117605 SH SHARED 114605 3000 D TALISMAN ENERGY INC COM 87425E10 430 19800 SH SHARED 01 7300 12500 D TALISMAN ENERGY INC COM 87425E10 5792 266447 SH SHARED 02 266447 D TALISMAN ENERGY INC COM 87425E10 8804 405000 SH SHARED 04 405000 D TALISMAN ENERGY INC COM 87425E10 436 20100 SH SHARED 05 20100 D TALISMAN ENERGY INC COM 87425E10 517 23800 SH SHARED 10 23800 D TALISMAN ENERGY INC COM 87425E10 789 36300 SH SHARED 14 36300 D TALK AMERICA HLDGS INC COM NEW 87426R20 630 82248 SH SHARED 82248 D TALK AMERICA HLDGS INC COM NEW 87426R20 389 50770 SH SHARED 01 50770 D TALK AMERICA HLDGS INC COM NEW 87426R20 0 28 SH SHARED 02 28 D TALK AMERICA HLDGS INC COM NEW 87426R20 349 45600 SH SHARED 10 45600 D TALX CORP COM 87491810 321 13175 SH SHARED 13175 D TALX CORP COM 87491810 37 1551 SH SHARED 02 1551 D TALX CORP COM 87491810 21 900 SH SHARED 10 900 D TANGER FACTORY OUTLET CTRS I COM 87546510 864 22115 SH SHARED 22115 D TANGER FACTORY OUTLET CTRS I COM 87546510 304 7785 SH SHARED 01 7785 D TANGER FACTORY OUTLET CTRS I COM 87546510 234 6000 SH SHR/OTHR 01 6000 D TANGER FACTORY OUTLET CTRS I COM 87546510 23 608 SH SHARED 02 608 D TANGER FACTORY OUTLET CTRS I COM 87546510 215 5500 SH SHARED 10 5500 D TANGER FACTORY OUTLET CTRS I COM 87546510 797 20400 SH SHARED 11 20400 D TANOX INC COM 87588Q10 774 40619 SH SHARED 40619 D TANOX INC COM 87588Q10 430 22557 SH SHR/OTHR 22557 D TANOX INC COM 87588Q10 623 32681 SH SHARED 01 32681 D TANOX INC COM 87588Q10 96 5053 SH SHARED 02 5053 D TANOX INC COM 87588Q10 11880 623000 SH SHARED 04 623000 D TANOX INC COM 87588Q10 419 22000 SH SHARED 06 22000 D TANOX INC COM 87588Q10 596 31300 SH SHARED 10 31300 D TANOX INC COM 87588Q10 211 11100 SH SHARED 14 11100 D TAPESTRY PHARMACEUTICALS INC COM 87603110 0 401 SH SHARED 401 D TAPESTRY PHARMACEUTICALS INC COM 87603110 0 99 SH SHARED 01 99 D TARGET CORP COM 87612E10 225717 5314759 SH SHARED 4959096 355663 D TARGET CORP COM 87612E10 80777 1901980 SH SHARED 01 448922 12300 1440758 D TARGET CORP COM 87612E10 9154 215556 SH SHR/OTHR 01 31600 183956 D TARGET CORP COM 87612E10 18835 443497 SH SHARED 02 443497 D TARGET CORP COM 87612E10 26416 622000 SH SHARED 03 622000 D TARGET CORP COM 87612E10 9980 235000 SH SHARED 04 235000 D TARGET CORP COM 87612E10 81765 1925246 SH SHARED 05 1435774 489472 D TARGET CORP COM 87612E10 6478 152533 SH SHARED 06 53833 98700 D TARGET CORP COM 87612E10 1652 38905 SH SHARED 07 38905 D TARGET CORP COM 87612E10 2170 51100 SH SHARED 09 51100 D TARGET CORP COM 87612E10 185567 4369370 SH SHARED 10 4369370 D TARGET CORP COM 87612E10 5310 125047 SH SHARED 14 125047 D TARGETED GENETICS CORP COM 87612M10 119 75411 SH SHARED 75411 D TARAGON RLTY INVS INC COM 87628710 92 6300 SH SHARED 6300 D TARAGON RLTY INVS INC COM 87628710 23 1625 SH SHARED 02 1625 D TASER INTL INC COM 87651B10 1167 27009 SH SHARED 27009 D TASER INTL INC COM 87651B10 3 81 SH SHARED 01 81 D TASER INTL INC COM 87651B10 4058 93889 SH SHARED 02 93889 D TASTY BAKING CO COM 87655330 59 6339 SH SHARED 6339 D TASTY BAKING CO COM 87655330 11 1261 SH SHARED 01 1261 D TAUBMAN CTRS INC COM 87666410 1080 47200 SH SHARED 47200 D TAUBMAN CTRS INC COM 87666410 6 300 SH SHARED 01 300 D TAUBMAN CTRS INC COM 87666410 36 1600 SH SHR/OTHR 01 1600 D TAUBMAN CTRS INC COM 87666410 1 44 SH SHARED 02 44 D TAUBMAN CTRS INC COM 87666410 4046 176800 SH SHARED 10 176800 D TAUBMAN CTRS INC COM 87666410 9915 433200 SH SHARED 11 433200 D TAYLOR CAP GROUP INC COM 87685110 78 3600 SH SHARED 3600 D TAYLOR CAP GROUP INC COM 87685110 13 632 SH SHARED 02 632 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 54 55000 PRN SHARED 02 55000 D TECH DATA CORP COM 87823710 66 1700 SH SHARED 1700 D TECH DATA CORP COM 87823710 4870 124469 SH SHARED 124469 D TECH DATA CORP COM 87823710 2019 51610 SH SHARED 01 51610 D TECH DATA CORP COM 87823710 1452 37107 SH SHARED 02 32257 4850 D TECH DATA CORP COM 87823710 371 9500 SH SHARED 10 9500 D TECHNE CORP COM 87837710 1698 39100 SH SHARED 39100 D TECHNE CORP COM 87837710 65 1500 SH SHARED 01 1500 D TECHNE CORP COM 87837710 38 878 SH SHARED 02 878 D TECHNE CORP COM 87837710 3476 80000 SH SHARED 04 80000 D TECHNE CORP COM 87837710 35 810 SH SHARED 10 810 D TECHNE CORP COM 87837710 52 1200 SH SHARED 14 1200 D TECHNICAL OLYMPIC USA INC COM 87848310 1834 82360 SH SHARED 82360 D TECHNICAL OLYMPIC USA INC COM 87848310 0 6 SH SHARED 02 6 D TECHNIP NEW SPONSORED ADR 87854620 3956 115600 SH SHARED 02 115600 D TECHNITROL INC COM 87855510 17 800 SH SHARED 800 D TECHNITROL INC COM 87855510 925 42263 SH SHARED 42263 D TECHNITROL INC COM 87855510 0 44 SH SHARED 02 44 D TECHNOLOGY INVT CAP CORP COM 87871730 1013 75000 SH SHARED 75000 D TECUMSEH PRODS CO CL A 87889520 181 4400 SH SHARED 4400 D TECUMSEH PRODS CO CL A 87889520 1163 28253 SH SHARED 28253 D TECUMSEH PRODS CO CL A 87889520 206 5018 SH SHARED 01 5018 D TECUMSEH PRODS CO CL A 87889520 407 9899 SH SHARED 02 9899 D TEJON RANCH CO DEL COM 87908010 264 7609 SH SHARED 7509 100 D TEJON RANCH CO DEL COM 87908010 139 4000 SH SHARED 01 4000 D TEJON RANCH CO DEL COM 87908010 45 1313 SH SHARED 02 1313 D TEKELEC NOTE 2.250% 6/1 879101AE 606 522000 PRN SHARED 522000 D TEKELEC COM 87910110 2429 133722 SH SHARED 133722 D TEKELEC COM 87910110 400 22047 SH SHARED 01 22047 D TEKELEC COM 87910110 290 15990 SH SHARED 02 15990 D TEKTRONIX INC COM 87913110 5 150 SH SHARED 150 D TEKTRONIX INC COM 87913110 9516 279724 SH SHARED 279724 D TEKTRONIX INC COM 87913110 1632 47976 SH SHARED 01 46476 1500 D TEKTRONIX INC COM 87913110 1638 48173 SH SHARED 02 48173 D TEKTRONIX INC COM 87913110 146 4300 SH SHARED 05 4300 D TEKTRONIX INC COM 87913110 1703 50063 SH SHARED 10 50063 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 3063 334121 SH SHARED 334121 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 4032 439747 SH SHARED 01 439747 D TELE CELULAR SUL PART S A SPON ADR PFD 87923810 15 1192 SH SHARED 1192 D TELE NORDESTE CELULAR PART S SPON ADR PFD 87924W10 1 75 SH SHARED 75 D TELE NORTE CELULAR PART S A SPON ADR PFD 87924Y10 22 2474 SH SHARED 2474 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 8319 653507 SH SHARED 653507 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 23293 1829792 SH SHARED 01 1829792 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 10 841 SH SHARED 02 841 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 3664 287871 SH SHARED 05 287871 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 1353 106301 SH SHARED 09 106301 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 15426 1211790 SH SHARED 10 1211790 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 3099 243490 SH SHARED 12 243490 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 318 25000 SH SHARED 14 25000 D TELE SUDESTE CELULAR PART S SPON ADR PFD 87925210 37 3762 SH SHARED 3762 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 2 100 SH SHARED 100 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 3383 125050 SH SHARED 02 125050 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 988 31596 SH SHARED 31596 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 12 400 SH SHARED 01 400 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 5186 165762 SH SHARED 02 165762 D TELECOM ITALIA S P A NEW SPON ADR SVGS 87927Y20 5477 241300 SH SHARED 241300 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 16951 1875200 SH SHARED 1875200 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 32 1087 SH SHARED 1087 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 29 1000 SH SHARED 01 1000 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 473 16247 SH SHARED 16247 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 3563 239637 SH SHARED 239637 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 55 3710 SH SHARED 01 3710 D TELECOMMUNICATION SYS INC CL A 87929J10 185 32710 SH SHARED 32710 D TELECOMMUNICATION SYS INC CL A 87929J10 46 8111 SH SHARED 01 8111 D TELEDYNE TECHNOLOGIES INC COM 87936010 797 39826 SH SHARED 39826 D TELEDYNE TECHNOLOGIES INC COM 87936010 3415 170624 SH SHARED 01 170624 D TELEDYNE TECHNOLOGIES INC COM 87936010 41 2067 SH SHR/OTHR 01 2067 D TELEDYNE TECHNOLOGIES INC COM 87936010 0 36 SH SHARED 02 36 D TELEDYNE TECHNOLOGIES INC COM 87936010 200 10000 SH SHARED 10 10000 D TELEFLEX INC COM 87936910 2832 56490 SH SHARED 56490 D TELEFLEX INC COM 87936910 1049 20918 SH SHARED 01 16733 4185 D TELEFLEX INC COM 87936910 19 396 SH SHR/OTHR 01 396 D TELEFLEX INC COM 87936910 730 14574 SH SHARED 02 14574 D TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 10 1361 SH SHARED 1361 D TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 0 47 SH SHARED 01 47 D TELEFONICA MOVILES S A SPONSORED ADR 87938V10 1163 110000 SH SHARED 110000 D TELEFONICA S A SPONSORED ADR 87938220 0 2 SH SHARED 2 D TELEFONICA S A SPONSORED ADR 87938220 324 7271 SH SHARED 7271 D TELEFONICA S A SPONSORED ADR 87938220 12316 275977 SH SHARED 01 20633 255344 D TELEFONICA S A SPONSORED ADR 87938220 1619 36290 SH SHR/OTHR 01 36290 D TELEFONICA S A SPONSORED ADR 87938220 2866 64236 SH SHARED 02 64236 D TELEFONICA S A SPONSORED ADR 87938220 40 905 SH SHARED 06 905 D TELEFONICA S A SPONSORED ADR 87938220 20712 464100 SH SHARED 10 464100 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 10383 312086 SH SHARED 296741 15345 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 62346 1873956 SH SHARED 01 1815116 58840 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 59 1800 SH SHR/OTHR 01 1800 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 239 7200 SH SHARED 02 7200 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 3160 95000 SH SHARED 04 95000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 6575 197630 SH SHARED 05 197630 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 4591 138000 SH SHARED 09 138000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 51638 1552093 SH SHARED 10 1552093 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 4584 137793 SH SHARED 12 137793 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 1147 34500 SH SHARED 14 34500 D TELELESTE CELULAR PART S A SPON ADR PFD 87943B10 5019 380876 SH SHARED 380876 D TELELESTE CELULAR PART S A SPON ADR PFD 87943B10 7316 555119 SH SHARED 01 555119 D TELEPHONE & DATA SYS INC COM 87943310 1837 25807 SH SHARED 25807 D TELEPHONE & DATA SYS INC COM 87943310 1494 20991 SH SHARED 01 18891 2100 D TELEPHONE & DATA SYS INC COM 87943310 1589 22322 SH SHARED 02 22322 D TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 65 2228 SH SHARED 2228 D TELENOR ASA SPONSORED ADR 87944W10 141 6807 SH SHARED 02 6807 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 11646 1477928 SH SHARED 1475514 2414 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 13646 1731800 SH SHARED 01 1731800 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 1 132 SH SHARED 02 132 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 3915 496900 SH SHARED 05 496900 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 1063 135000 SH SHARED 09 135000 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 7734 981500 SH SHARED 10 981500 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 2695 342100 SH SHARED 12 342100 D TELEWEST COMMUNICATIONS PLC SPON ADR NEW 87956P20 5 1713 SH SHARED 1713 D TELIK INC COM 87959M10 1188 49800 SH SHARED 49800 D TELIK INC COM 87959M10 447 18766 SH SHR/OTHR 18766 D TELIK INC COM 87959M10 0 19 SH SHARED 01 19 D TELIK INC COM 87959M10 1883 78924 SH SHARED 02 78924 D TELIK INC COM 87959M10 15494 649100 SH SHARED 04 649100 D TELIK INC COM 87959M10 358 15000 SH SHARED 06 15000 D TELIK INC COM 87959M10 358 15000 SH SHARED 10 15000 D TELIK INC COM 87959M10 138 5800 SH SHARED 14 5800 D TELIASONERA A B SPONSORED ADR 87960M10 208 9700 SH SHARED 02 9700 D TELLABS INC COM 87966410 32418 3709229 SH SHARED 3709229 D TELLABS INC COM 87966410 542 62107 SH SHARED 01 62107 D TELLABS INC COM 87966410 2138 244672 SH SHARED 02 244672 D TELLABS INC COM 87966410 2185 250000 SH SHARED 04 250000 D TELLABS INC COM 87966410 9 1070 SH SHARED 05 1070 D TELLABS INC COM 87966410 60 6890 SH SHARED 06 6890 D TELLABS INC COM 87966410 2390 273512 SH SHARED 10 273512 D TELLABS INC COM 87966410 38 4400 SH SHARED 14 4400 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 24 1358 SH SHARED 1358 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 33 1917 SH SHARED 01 1917 D TELULAR CORP COM NEW 87970T20 145 20260 SH SHARED 20260 D TELULAR CORP COM NEW 87970T20 33 4606 SH SHARED 01 4606 D TELUS CORP NON-VTG SHS 87971M20 20871 1388658 SH SHARED 1252958 135700 D TELUS CORP NON-VTG SHS 87971M20 21 1412 SH SHARED 01 1412 D TELUS CORP NON-VTG SHS 87971M20 1221 81303 SH SHARED 02 81303 D TELUS CORP NON-VTG SHS 87971M20 21 1412 SH SHARED 10 1412 D TELUS CORP NON-VTG SHS 87971M20 456 30400 SH SHARED 14 30400 D TEMPLE INLAND INC COM 87986810 8935 129034 SH SHARED 129034 D TEMPLE INLAND INC COM 87986810 2680 38705 SH SHARED 01 11225 27480 D TEMPLE INLAND INC COM 87986810 292 4230 SH SHR/OTHR 01 4230 D TEMPLE INLAND INC COM 87986810 1840 26578 SH SHARED 02 26578 D TEMPLE INLAND INC COM 87986810 58 850 SH SHARED 05 590 260 D TEMPLE INLAND INC COM 87986810 31 450 SH SHARED 06 450 D TEMPLE INLAND INC COM 87986810 1946 28108 SH SHARED 10 28108 D TELETECH HOLDINGS INC COM 87993910 390 44487 SH SHARED 44487 D TELETECH HOLDINGS INC COM 87993910 2728 311113 SH SHARED 01 311113 D TELETECH HOLDINGS INC COM 87993910 356 40681 SH SHARED 02 40681 D TELETECH HOLDINGS INC COM 87993910 2580 294200 SH SHARED 10 294200 D TELESYSTEM INTL WIRELESS INC COM NEW 87994660 46 4797 SH SHARED 4797 D TEMPLETON DRAGON FD INC COM 88018T10 335 23100 SH SHARED 23100 D TEMPLETON DRAGON FD INC COM 88018T10 72 5000 SH SHARED 01 5000 D TEMPLETON DRAGON FD INC COM 88018T10 278 19183 SH SHR/OTHR 01 19183 D TEMPLETON EMERGING MKTS FD I COM 88019110 149 12000 SH SHR/OTHR 01 12000 D TEMPLETON EMERG MKTS INCOME COM 88019210 1669 144909 SH SHARED 144909 D TEMPLETON EMERG MKTS INCOME COM 88019210 1152 100000 SH SHR/OTHR 01 100000 D TEMPLETON GLOBAL INCOME FD COM 88019810 701 88600 SH SHARED 88600 D TEMPLETON GLOBAL INCOME FD COM 88019810 140 17700 SH SHARED 01 17700 D TEMPLETON GLOBAL INCOME FD COM 88019810 39 5000 SH SHR/OTHR 01 5000 D TEMPUR PEDIC INTL INC COM 88023U10 320 22905 SH SHARED 22905 D TEMPUR PEDIC INTL INC COM 88023U10 2086 148900 SH SHARED 01 148500 400 D TENARIS S A SPONSORED ADR 88031M10 479 14647 SH SHARED 14647 D TENARIS S A SPONSORED ADR 88031M10 4454 136011 SH SHARED 01 136011 D TENARIS S A SPONSORED ADR 88031M10 327 10000 SH SHARED 04 10000 D TENARIS S A SPONSORED ADR 88031M10 1221 37300 SH SHARED 09 37300 D TENARIS S A SPONSORED ADR 88031M10 4774 145800 SH SHARED 10 145800 D TENET HEALTHCARE CORP COM 88033G10 14396 1073600 SH SHARED 1057900 15700 D TENET HEALTHCARE CORP COM 88033G10 603 45000 SH SHR/OTHR 45000 D TENET HEALTHCARE CORP COM 88033G10 1064 79354 SH SHARED 01 70904 8450 D TENET HEALTHCARE CORP COM 88033G10 3770 281134 SH SHARED 02 281134 D TENET HEALTHCARE CORP COM 88033G10 19 1486 SH SHARED 05 450 1036 D TENET HEALTHCARE CORP COM 88033G10 710 52975 SH SHARED 06 51850 1125 D TENET HEALTHCARE CORP COM 88033G10 3247 242172 SH SHARED 10 242172 D TENET HEALTHCARE CORP COM 88033G10 1874 139750 SH SHARED 14 139750 D TENNANT CO COM 88034510 574 13871 SH SHARED 13871 D TENNANT CO COM 88034510 75 1829 SH SHARED 01 1829 D TENNANT CO COM 88034510 0 12 SH SHARED 02 12 D TENNECO AUTOMOTIVE INC COM 88034910 891 67362 SH SHARED 67362 D TENNECO AUTOMOTIVE INC COM 88034910 3364 254309 SH SHARED 01 254309 D TENNECO AUTOMOTIVE INC COM 88034910 0 36 SH SHARED 02 36 D TENNECO AUTOMOTIVE INC COM 88034910 2832 214100 SH SHARED 10 214100 D TERADYNE INC SDCV 3.750%10/1 880770AD 42310 40105000 PRN SHARED 40105000 D TERADYNE INC SDCV 3.750%10/1 880770AD 3504 3322000 PRN SHARED 02 3322000 D TERADYNE INC COM 88077010 11829 521139 SH SHARED 510789 10350 D TERADYNE INC COM 88077010 15991 704476 SH SHARED 01 690882 13594 D TERADYNE INC COM 88077010 239 10556 SH SHR/OTHR 01 10556 D TERADYNE INC COM 88077010 2234 98420 SH SHARED 02 98420 D TERADYNE INC COM 88077010 220 9715 SH SHARED 05 9715 D TERADYNE INC COM 88077010 242 10700 SH SHARED 06 10700 D TERADYNE INC COM 88077010 23185 1021401 SH SHARED 10 1021401 D TERADYNE INC COM 88077010 2916 128500 SH SHARED 14 128500 D TERAYON COMMUNICATION SYS COM 88077510 617 263693 SH SHARED 263693 D TERAYON COMMUNICATION SYS COM 88077510 65 28186 SH SHARED 01 28186 D TERAYON COMMUNICATION SYS COM 88077510 5 2320 SH SHARED 02 2320 D TEREX CORP NEW COM 88077910 2239 65629 SH SHARED 65629 D TEREX CORP NEW COM 88077910 9194 269400 SH SHARED 01 269400 D TEREX CORP NEW COM 88077910 266 7811 SH SHARED 02 7811 D TEREX CORP NEW COM 88077910 5244 153650 SH SHARED 10 153650 D TERCICA INC COM 88078L10 128 15600 SH SHARED 15600 D TERRA INDS INC COM 88091510 223 39732 SH SHARED 39732 D TERRA NETWORKS S A SPONSORED ADR 88100W10 180 30643 SH SHARED 30643 D TERRA NETWORKS S A SPONSORED ADR 88100W10 50 8527 SH SHARED 01 8527 D TERRA NETWORKS S A SPONSORED ADR 88100W10 295 50300 SH SHARED 02 50300 D TERREMARK WORLDWIDE INC COM 88144810 242 285600 SH SHARED 285600 D TERREMARK WORLDWIDE INC COM 88144810 8 10000 SH SHARED 01 10000 D TESORO PETE CORP COM 88160910 2042 73994 SH SHARED 73994 D TESORO PETE CORP COM 88160910 4747 172000 SH SHARED 01 172000 D TESORO PETE CORP COM 88160910 731 26504 SH SHARED 02 26504 D TESORO PETE CORP COM 88160910 9671 350400 SH SHARED 10 350400 D TETRA TECHNOLOGIES INC DEL COM 88162F10 593 22111 SH SHARED 22111 D TETRA TECHNOLOGIES INC DEL COM 88162F10 547 20400 SH SHARED 01 20400 D TETRA TECHNOLOGIES INC DEL COM 88162F10 32 1193 SH SHARED 02 1193 D TETRA TECH INC NEW COM 88162G10 1237 75806 SH SHARED 75806 D TETRA TECH INC NEW COM 88162G10 68 4194 SH SHARED 01 4194 D TETRA TECH INC NEW COM 88162G10 0 56 SH SHARED 02 56 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 61859 920799 SH SHARED 888826 31973 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1428 21262 SH SHR/OTHR 21262 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 9183 136701 SH SHARED 01 103371 6400 26930 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 141 2100 SH SHR/OTHR 01 2100 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 578 8607 SH SHARED 02 8607 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 34695 516450 SH SHARED 04 516450 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 43 650 SH SHARED 05 650 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 8861 131900 SH SHARED 06 38900 93000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 60249 896830 SH SHARED 10 896830 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 436 6500 SH SHARED 14 6500 D TEVA PHARMACEUTICAL FIN NV NOTE 0.750% 8/1 88163XAB 7073 4520000 PRN SHARED 4520000 D TEVA PHARMACEUTICAL FIN NV NOTE 0.750% 8/1 88163XAB 29126 18611000 PRN SHARED 02 18611000 D TESSERA TECHNOLOGIES INC COM 88164L10 414 23000 SH SHARED 23000 D TEVA PHARMACEUTICALS FIN B V DBCV 0.375%11/1 88164MAB 11682 7338000 PRN SHARED 02 7338000 D TESMA INTL INC CL A SUB VTG 88190810 2 100 SH SHARED 02 100 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 340 20500 SH SHARED 20500 D TEXAS GENCO HLDGS INC COM 88244310 243 5393 SH SHARED 5393 D TEXAS GENCO HLDGS INC COM 88244310 279 6200 SH SHR/OTHR 6200 D TEXAS GENCO HLDGS INC COM 88244310 2 60 SH SHARED 01 60 D TEXAS GENCO HLDGS INC COM 88244310 407 9035 SH SHARED 02 9035 D TEXAS INDS INC COM 88249110 1080 26245 SH SHARED 26245 D TEXAS INDS INC COM 88249110 104 2547 SH SHARED 01 1971 576 D TEXAS INDS INC COM 88249110 0 24 SH SHARED 02 24 D TEXAS INSTRS INC COM 88250810 55 2290 SH SHARED 2200 90 D TEXAS INSTRS INC COM 88250810 157847 6528025 SH SHARED 6355854 172171 D TEXAS INSTRS INC COM 88250810 188398 7791521 SH SHARED 01 4739617 25040 3026864 D TEXAS INSTRS INC COM 88250810 6933 286760 SH SHR/OTHR 01 18860 267900 D TEXAS INSTRS INC COM 88250810 22450 928480 SH SHARED 02 928480 D TEXAS INSTRS INC COM 88250810 8665 358380 SH SHARED 03 358380 D TEXAS INSTRS INC COM 88250810 19102 790000 SH SHARED 04 790000 D TEXAS INSTRS INC COM 88250810 36689 1517329 SH SHARED 05 959512 557817 D TEXAS INSTRS INC COM 88250810 9943 411247 SH SHARED 06 290447 120800 D TEXAS INSTRS INC COM 88250810 1868 77270 SH SHARED 07 77270 D TEXAS INSTRS INC COM 88250810 2340 96800 SH SHARED 09 96800 D TEXAS INSTRS INC COM 88250810 291278 12046253 SH SHARED 10 12046253 D TEXAS INSTRS INC COM 88250810 1218 50400 SH SHARED 14 50400 D TEXAS PAC LD TR SUB CTF PROP I T 88261010 369 5654 SH SHR/OTHR 01 5654 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 1216 26495 SH SHARED 26495 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 4184 91155 SH SHARED 01 91155 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 50 1100 SH SHR/OTHR 01 1100 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 478 10428 SH SHARED 02 10428 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 2350 51205 SH SHARED 10 51205 D THAI CAP FD INC COM NEW 88290520 3 481 SH SHARED 481 D TEXTRON INC COM 88320310 56104 945320 SH SHARED 866020 79300 D TEXTRON INC COM 88320310 50479 850531 SH SHARED 01 501821 1000 347710 D TEXTRON INC COM 88320310 634 10697 SH SHR/OTHR 01 10697 D TEXTRON INC COM 88320310 3727 62811 SH SHARED 02 62811 D TEXTRON INC COM 88320310 2374 40000 SH SHARED 04 40000 D TEXTRON INC COM 88320310 30 520 SH SHARED 05 100 420 D TEXTRON INC COM 88320310 65 1100 SH SHARED 06 1100 D TEXTRON INC COM 88320310 47208 795423 SH SHARED 10 795423 D TEXTRON INC COM 88320310 83 1400 SH SHARED 14 1400 D THERAGENICS CORP COM 88337510 111 24200 SH SHARED 24200 D THERAGENICS CORP COM 88337510 27 6000 SH SHARED 01 6000 D THERAGENICS CORP COM 88337510 206 44713 SH SHARED 02 44713 D THERMA-WAVE INC COM 88343A10 231 47035 SH SHARED 47035 D THERMA-WAVE INC COM 88343A10 57 11662 SH SHARED 01 11662 D THERMO ELECTRON CORP COM 88355610 15965 519365 SH SHARED 519365 D THERMO ELECTRON CORP COM 88355610 456 14837 SH SHR/OTHR 14837 D THERMO ELECTRON CORP COM 88355610 3140 102176 SH SHARED 01 96785 5391 D THERMO ELECTRON CORP COM 88355610 189 6169 SH SHR/OTHR 01 6169 D THERMO ELECTRON CORP COM 88355610 3259 106029 SH SHARED 02 106029 D THERMO ELECTRON CORP COM 88355610 272 8874 SH SHARED 05 8874 D THERMO ELECTRON CORP COM 88355610 49 1600 SH SHARED 06 1600 D THERMO ELECTRON CORP COM 88355610 2249 73175 SH SHARED 10 73175 D THERMOGENESIS CORP COM NEW 88362320 201 42600 SH SHARED 42600 D THESTREET COM COM 88368Q10 0 10 SH SHARED 10 D THESTREET COM COM 88368Q10 68 18232 SH SHARED 02 18232 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 118 26900 SH SHARED 26900 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 0 20 SH SHARED 02 20 D THOMAS & BETTS CORP COM 88431510 5452 200232 SH SHARED 200232 D THOMAS & BETTS CORP COM 88431510 773 28403 SH SHARED 01 25768 2635 D THOMAS & BETTS CORP COM 88431510 619 22765 SH SHARED 02 22765 D THOMAS & BETTS CORP COM 88431510 834 30628 SH SHARED 10 30628 D THOMAS INDS INC COM 88442510 668 20125 SH SHARED 20125 D THOMAS INDS INC COM 88442510 63 1920 SH SHARED 01 1920 D THOMAS INDS INC COM 88442510 0 21 SH SHARED 02 21 D THOMSON CORP COM 88490310 198 5932 SH SHARED 832 5100 D THOMSON CORP COM 88490310 99 2968 SH SHARED 01 2968 D THOMSON CORP COM 88490310 3946 117951 SH SHARED 02 117951 D THOMSON CORP COM 88490310 43 1300 SH SHARED 06 600 700 D THOMSON CORP COM 88490310 20 600 SH SHARED 10 600 D THOMSON SPONSORED ADR 88511810 139 7034 SH SHARED 7034 D THOMSON SPONSORED ADR 88511810 27 1366 SH SHARED 01 1366 D THOR INDS INC COM 88516010 2134 63800 SH SHARED 63800 D THOR INDS INC COM 88516010 29528 882498 SH SHARED 01 854398 5300 22800 D THOR INDS INC COM 88516010 665 19900 SH SHARED 02 19900 D THOR INDS INC COM 88516010 38271 1143812 SH SHARED 10 1143812 D THORATEC CORP COM NEW 88517530 922 85850 SH SHARED 85850 D THORATEC CORP COM NEW 88517530 2095 195108 SH SHARED 01 179664 15444 D THORATEC CORP COM NEW 88517530 230 21458 SH SHARED 02 21458 D THORATEC CORP COM NEW 88517530 4245 395337 SH SHARED 10 395337 D THORNBURG MTG INC COM 88521810 823 30560 SH SHARED 30560 D THORNBURG MTG INC COM 88521810 3870 143600 SH SHARED 01 142800 800 D THORNBURG MTG INC COM 88521810 221 8216 SH SHARED 02 8216 D 3COM CORP COM 88553510 35 5600 SH SHARED 5600 D 3COM CORP COM 88553510 1888 302086 SH SHARED 302086 D 3COM CORP COM 88553510 722 115646 SH SHARED 01 114546 1100 D 3COM CORP COM 88553510 32 5174 SH SHR/OTHR 01 5174 D 3COM CORP COM 88553510 1196 191390 SH SHARED 02 191390 D 3COM CORP COM 88553510 112 18000 SH SHARED 05 18000 D 3COM CORP COM 88553510 91 14654 SH SHARED 06 14654 D THREE FIVE SYS INC COM 88554L10 193 38002 SH SHARED 38002 D THREE FIVE SYS INC COM 88554L10 43 8485 SH SHARED 01 8485 D THREE FIVE SYS INC COM 88554L10 154 30372 SH SHARED 02 30372 D 3M CO NOTE 11/2 88579YAB 832 889000 PRN SHARED 889000 D 3M CO NOTE 11/2 88579YAB 2246 2400000 PRN SHARED 06 2400000 D 3M CO COM 88579Y10 351006 3899636 SH SHARED 3805528 94108 D 3M CO COM 88579Y10 190636 2117944 SH SHARED 01 867819 1250125 D 3M CO COM 88579Y10 25753 286114 SH SHR/OTHR 01 29354 256760 D 3M CO COM 88579Y10 47865 531783 SH SHARED 02 531783 D 3M CO COM 88579Y10 7830 87000 SH SHARED 04 87000 D 3M CO COM 88579Y10 30647 340492 SH SHARED 05 200838 139654 D 3M CO COM 88579Y10 2078 23090 SH SHARED 06 22090 1000 D 3M CO COM 88579Y10 2239 24886 SH SHARED 07 24886 D 3M CO COM 88579Y10 2241 24900 SH SHARED 09 24900 D 3M CO COM 88579Y10 194641 2162447 SH SHARED 10 2162447 D 3M CO COM 88579Y10 961 10685 SH SHARED 14 10685 D TIBCO SOFTWARE INC COM 88632Q10 14518 1718125 SH SHARED 1718125 D TIBCO SOFTWARE INC COM 88632Q10 31530 3731434 SH SHARED 01 3711534 19900 D TIBCO SOFTWARE INC COM 88632Q10 1731 204934 SH SHARED 02 204934 D TIBCO SOFTWARE INC COM 88632Q10 2704 320000 SH SHARED 04 320000 D TIBCO SOFTWARE INC COM 88632Q10 36453 4314000 SH SHARED 10 4314000 D TIDEWATER INC COM 88642310 6237 209297 SH SHARED 209297 D TIDEWATER INC COM 88642310 1970 66129 SH SHARED 01 66129 D TIDEWATER INC COM 88642310 967 32481 SH SHARED 02 32481 D TIER TECHNOLOGIES INC CL B 88650Q10 380 39062 SH SHARED 39062 D TIER TECHNOLOGIES INC CL B 88650Q10 55 5690 SH SHARED 01 5690 D TIER TECHNOLOGIES INC CL B 88650Q10 0 16 SH SHARED 02 16 D TIERONE CORP COM 88650R10 427 19889 SH SHARED 19889 D TIERONE CORP COM 88650R10 0 24 SH SHARED 02 24 D TIERONE CORP COM 88650R10 1490 69300 SH SHARED 10 69300 D TIFFANY & CO NEW COM 88654710 19131 519160 SH SHARED 519160 D TIFFANY & CO NEW COM 88654710 9422 255694 SH SHARED 01 67009 188685 D TIFFANY & CO NEW COM 88654710 1204 32687 SH SHR/OTHR 01 2700 29987 D TIFFANY & CO NEW COM 88654710 2868 77838 SH SHARED 02 77838 D TIFFANY & CO NEW COM 88654710 282 7670 SH SHARED 05 200 7470 D TIFFANY & CO NEW COM 88654710 47 1300 SH SHARED 06 1300 D TIFFANY & CO NEW COM 88654710 1827 49606 SH SHARED 10 49606 D TIFFANY & CO NEW COM 88654710 39 1074 SH SHARED 14 1074 D TIMBERLAND CO CL A 88710010 90 1400 SH SHARED 1400 D TIMBERLAND CO CL A 88710010 3944 61074 SH SHARED 61074 D TIMBERLAND CO CL A 88710010 3053 47271 SH SHARED 01 47271 D TIMBERLAND CO CL A 88710010 1478 22887 SH SHARED 02 22887 D TIMBERLAND CO CL A 88710010 138 2146 SH SHARED 06 2146 D TIME WARNER INC COM 88731710 640786 36449723 SH SHARED 35587157 862566 D TIME WARNER INC COM 88731710 107736 6128377 SH SHARED 01 2443704 39075 3645598 D TIME WARNER INC COM 88731710 6966 396274 SH SHR/OTHR 01 3970 392304 D TIME WARNER INC COM 88731710 62843 3574742 SH SHARED 02 3574742 D TIME WARNER INC COM 88731710 22924 1304010 SH SHARED 03 1304010 D TIME WARNER INC COM 88731710 183384 10431400 SH SHARED 04 10431400 D TIME WARNER INC COM 88731710 98894 5625405 SH SHARED 05 4144183 1481222 D TIME WARNER INC COM 88731710 48497 2758682 SH SHARED 06 1664182 1094500 D TIME WARNER INC COM 88731710 2456 139755 SH SHARED 07 139755 D TIME WARNER INC COM 88731710 3217 183000 SH SHARED 09 183000 D TIME WARNER INC COM 88731710 195666 11130065 SH SHARED 10 11130065 D TIME WARNER INC COM 88731710 8225 467892 SH SHARED 14 467892 D TIME WARNER TELECOM INC CL A 88731910 275 65855 SH SHARED 65855 D TIME WARNER TELECOM INC CL A 88731910 15 3745 SH SHARED 01 3745 D TIME WARNER TELECOM INC CL A 88731910 17 4190 SH SHARED 02 4190 D TIME WARNER TELECOM INC CL A 88731910 3395 810496 SH SHARED 10 810496 D TIMKEN CO COM 88738910 280 10600 SH SHARED 10600 D TIMKEN CO COM 88738910 10 400 SH SHARED 400 D TIMKEN CO COM 88738910 92 3500 SH SHARED 01 3500 D TIMKEN CO COM 88738910 183 6913 SH SHARED 02 6913 D TIPPINGPOINT TECH INC COM 88801110 80 3200 SH SHARED 3200 D TITAN CORP COM 88826610 14845 1143751 SH SHARED 1143751 D TITAN CORP COM 88826610 380 29349 SH SHARED 01 29349 D TITAN CORP COM 88826610 4994 384811 SH SHARED 02 384811 D TITAN PHARMACEUTICALS INC DE COM 88831410 4 1828 SH SHARED 1828 D TITAN PHARMACEUTICALS INC DE COM 88831410 0 6 SH SHARED 01 6 D TITANIUM METALS CORP COM NEW 88833920 122 1325 SH SHARED 1325 D TIVO INC COM 88870610 308 43500 SH SHARED 43500 D TIVO INC COM 88870610 593 83750 SH SHARED 01 77100 6650 D TIVO INC COM 88870610 106 15000 SH SHR/OTHR 01 15000 D TIVO INC COM 88870610 60 8566 SH SHARED 02 8566 D TODCO CL A 88889T10 177 11500 SH SHARED 11500 D TOLL BROTHERS INC COM 88947810 177 4200 SH SHARED 4200 D TOLL BROTHERS INC COM 88947810 6438 152147 SH SHARED 152147 D TOLL BROTHERS INC COM 88947810 1947 46013 SH SHARED 01 46013 D TOLL BROTHERS INC COM 88947810 9085 214674 SH SHARED 02 214674 D TOLL BROTHERS INC COM 88947810 253 6000 SH SHARED 10 6000 D TOLLGRADE COMMUNICATIONS INC COM 88954210 369 34835 SH SHARED 34835 D TOLLGRADE COMMUNICATIONS INC COM 88954210 84 7968 SH SHARED 01 7968 D TOLLGRADE COMMUNICATIONS INC COM 88954210 227 21423 SH SHARED 02 21423 D TOM ONLINE INC ADR REG S 88972820 2838 211200 SH SHARED 211200 D TOM ONLINE INC ADR REG S 88972820 56 4200 SH SHARED 01 4200 D TOM ONLINE INC ADR REG S 88972820 1282 95400 SH SHARED 10 95400 D TOMKINS PLC SPONSORED ADR 89003020 3092 154600 SH SHARED 02 154600 D TOMPKINSTRUSTCO INC COM 89011010 323 6800 SH SHARED 6800 D TOMPKINSTRUSTCO INC COM 89011010 151 3188 SH SHARED 02 3188 D TOO INC COM 89033310 1565 93748 SH SHARED 93748 D TOO INC COM 89033310 69 4175 SH SHARED 01 4175 D TOO INC COM 89033310 62 3750 SH SHARED 02 3750 D TOOTSIE ROLL INDS INC COM 89051610 1149 35376 SH SHARED 35376 D TOOTSIE ROLL INDS INC COM 89051610 476 14662 SH SHARED 01 14662 D TOOTSIE ROLL INDS INC COM 89051610 519 15980 SH SHARED 02 15980 D TOPPS INC COM 89078610 59 6100 SH SHARED 6100 D TOPPS INC COM 89078610 406 41769 SH SHARED 41769 D TOPPS INC COM 89078610 17 1752 SH SHARED 01 1752 D TOPPS INC COM 89078610 0 44 SH SHARED 02 44 D TOPPS INC COM 89078610 8 880 SH SHARED 10 880 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 14 2491 SH SHARED 2491 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 0 99 SH SHARED 01 99 D TORCHMARK CORP COM 89102710 15737 292513 SH SHARED 292513 D TORCHMARK CORP COM 89102710 1879 34943 SH SHARED 01 20075 14868 D TORCHMARK CORP COM 89102710 3374 62723 SH SHARED 02 62723 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 2843 52857 SH SHARED 10 52857 D TORCHMARK CORP COM 89102710 86 1600 SH SHARED 14 1600 D TOREADOR RES CORP COM 89105010 38 5299 SH SHARED 5299 D TOREADOR RES CORP COM 89105010 9 1314 SH SHARED 01 1314 D TORO CO COM 89109210 112 1600 SH SHARED 1600 D TORO CO COM 89109210 1653 23600 SH SHARED 23600 D TORO CO COM 89109210 6236 89000 SH SHARED 01 89000 D TORO CO COM 89109210 116 1667 SH SHARED 02 1667 D TORO CO COM 89109210 4268 60920 SH SHARED 10 60920 D TORONTO DOMINION BK ONT COM NEW 89116050 44029 1368230 SH SHARED 1368230 D TORONTO DOMINION BK ONT COM NEW 89116050 32 1000 SH SHARED 01 1000 D TORONTO DOMINION BK ONT COM NEW 89116050 1339 41625 SH SHARED 02 41625 D TORONTO DOMINION BK ONT COM NEW 89116050 164 5107 SH SHARED 14 5107 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 7908 345500 SH SHARED 10 345500 D TOTAL ENTMT RESTAURANT CORP COM 89150E10 73 5459 SH SHARED 5459 D TOTAL ENTMT RESTAURANT CORP COM 89150E10 18 1353 SH SHARED 01 1353 D TOTAL S A SPONSORED ADR 89151E10 11249 117083 SH SHARED 113983 3100 D TOTAL S A SPONSORED ADR 89151E10 16222 168842 SH SHARED 01 47110 121732 D TOTAL S A SPONSORED ADR 89151E10 992 10332 SH SHR/OTHR 01 950 9382 D TOTAL S A SPONSORED ADR 89151E10 3718 38700 SH SHARED 02 38700 D TOTAL S A SPONSORED ADR 89151E10 1805 18790 SH SHARED 10 18790 D TOWER AUTOMOTIVE INC NOTE 5.000% 8/0 891707AE 1510 1500000 PRN SHARED 1500000 D TOWER AUTOMOTIVE INC COM 89170710 514 141347 SH SHARED 141347 D TOWER AUTOMOTIVE INC COM 89170710 931 255853 SH SHARED 01 255853 D TOWER AUTOMOTIVE INC COM 89170710 27 7494 SH SHARED 02 7494 D TOWER AUTOMOTIVE INC COM 89170710 889 244500 SH SHARED 10 244500 D TOTAL SYS SVCS INC COM 89190610 863 39444 SH SHARED 39444 D TOTAL SYS SVCS INC COM 89190610 328 15021 SH SHARED 01 15021 D TOTAL SYS SVCS INC COM 89190610 108 4937 SH SHARED 02 4937 D TOWN & CTRY TR SH BEN INT 89208110 418 16600 SH SHARED 16600 D TOWN & CTRY TR SH BEN INT 89208110 189 7500 SH SHR/OTHR 01 7500 D TOWN & CTRY TR SH BEN INT 89208110 27 1075 SH SHARED 02 1075 D TOWN & CTRY TR SH BEN INT 89208110 6688 265000 SH SHARED 10 265000 D TOWN & CTRY TR SH BEN INT 89208110 15224 603200 SH SHARED 11 603200 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 2697 33045 SH SHARED 33045 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 1413 17322 SH SHARED 01 1482 15840 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 0 12 SH SHR/OTHR 01 12 D TOYS R US INC COM 89233510 19411 1218544 SH SHARED 1218344 200 D TOYS R US INC COM 89233510 3235 203101 SH SHARED 01 203101 D TOYS R US INC COM 89233510 26 1650 SH SHR/OTHR 01 1650 D TOYS R US INC COM 89233510 2281 143232 SH SHARED 02 143232 D TOYS R US INC COM 89233510 8 558 SH SHARED 05 558 D TOYS R US INC COM 89233510 29 1850 SH SHARED 06 1850 D TOYS R US INC COM 89233510 1958 122951 SH SHARED 10 122951 D TPG N V SPONSORED ADR 89233910 284 12341 SH SHARED 12341 D TPG N V SPONSORED ADR 89233910 483 21004 SH SHARED 01 2459 18545 D TRACTOR SUPPLY CO COM 89235610 1237 29600 SH SHARED 29600 D TRACTOR SUPPLY CO COM 89235610 57 1381 SH SHARED 02 1381 D TRADESTATION GROUP INC COM 89267P10 401 55904 SH SHARED 55904 D TRADESTATION GROUP INC COM 89267P10 3559 495123 SH SHARED 01 451123 44000 D TRADESTATION GROUP INC COM 89267P10 3 441 SH SHARED 02 441 D TRADESTATION GROUP INC COM 89267P10 265 36900 SH SHARED 05 36900 D TRAMMELL CROW CO COM 89288R10 439 31204 SH SHARED 31204 D TRAMMELL CROW CO COM 89288R10 258 18316 SH SHARED 02 18316 D TRANSACT TECHNOLOGIES INC COM 89291810 262 8300 SH SHARED 8300 D TRANSACT TECHNOLOGIES INC COM 89291810 4388 138800 SH SHARED 01 119900 18900 D TRANSACT TECHNOLOGIES INC COM 89291810 516 16350 SH SHARED 05 16350 D TRANS WORLD ENTMT CORP COM 89336Q10 353 35305 SH SHARED 35305 D TRANS WORLD ENTMT CORP COM 89336Q10 17 1769 SH SHARED 01 1769 D TRANS WORLD ENTMT CORP COM 89336Q10 242 24237 SH SHARED 02 24237 D TRANSACTION SYS ARCHITECTS CL A 89341610 1347 62565 SH SHARED 62565 D TRANSACTION SYS ARCHITECTS CL A 89341610 1517 70500 SH SHARED 01 70500 D TRANSACTION SYS ARCHITECTS CL A 89341610 286 13293 SH SHARED 02 13293 D TRANSACTION SYS ARCHITECTS CL A 89341610 64 3000 SH SHARED 10 3000 D TRANSALTA CORP COM 89346D10 2098 167319 SH SHARED 167319 D TRANSALTA CORP COM 89346D10 114 9100 SH SHARED 01 9100 D TRANSALTA CORP COM 89346D10 1152 91942 SH SHARED 02 91942 D TRANSALTA CORP COM 89346D10 46 3700 SH SHARED 10 3700 D TRANSALTA CORP COM 89346D10 22 1800 SH SHARED 14 1800 D TRANSATLANTIC HLDGS INC COM 89352110 9836 121448 SH SHARED 01 5825 115623 D TRANSATLANTIC HLDGS INC COM 89352110 465 5750 SH SHR/OTHR 01 5750 D TRANSATLANTIC HLDGS INC COM 89352110 174 2150 SH SHARED 02 2150 D TRANSATLANTIC HLDGS INC COM 89352110 4628 57150 SH SHARED 10 57150 D TRANSATLANTIC HLDGS INC COM 89352110 56 700 SH SHARED 14 700 D TRANSCANADA CORP COM 89353D10 117 5946 SH SHARED 5946 D TRANSCANADA CORP COM 89353D10 187 9461 SH SHARED 01 9461 D TRANSCANADA CORP COM 89353D10 6 333 SH SHR/OTHR 01 333 D TRANSCANADA CORP COM 89353D10 2951 149208 SH SHARED 02 149208 D TRANSCANADA CORP COM 89353D10 37 1900 SH SHARED 06 700 1200 D TRANSCANADA CORP COM 89353D10 77 3900 SH SHARED 10 3900 D TRANSCONTINENTAL RLTY INVS COM NEW 89361720 33 2451 SH SHARED 02 2451 D TRANSGENOMIC INC COM 89365K20 0 173 SH SHARED 173 D TRANSGENOMIC INC COM 89365K20 0 42 SH SHARED 01 42 D TRANSKARYOTIC THERAPIES INC COM 89373510 415 27800 SH SHARED 27800 D TRANSKARYOTIC THERAPIES INC COM 89373510 392 26257 SH SHR/OTHR 26257 D TRANSKARYOTIC THERAPIES INC COM 89373510 99 6676 SH SHARED 02 6676 D TRANSKARYOTIC THERAPIES INC COM 89373510 4927 329395 SH SHARED 04 329395 D TRANSKARYOTIC THERAPIES INC COM 89373510 179 12000 SH SHARED 06 12000 D TRANSKARYOTIC THERAPIES INC COM 89373510 179 12000 SH SHARED 10 12000 D TRANSKARYOTIC THERAPIES INC COM 89373510 59 4000 SH SHARED 14 4000 D TRANSMETA CORP DEL COM 89376R10 566 258667 SH SHARED 258667 D TRANSMETA CORP DEL COM 89376R10 39 17889 SH SHARED 01 17889 D TRANSMETA CORP DEL COM 89376R10 0 104 SH SHARED 02 104 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 79733 82540000 PRN SHARED 82540000 D TRANSPORT CORP OF AMER INC COM 89385P10 46 6000 SH SHARED 01 6000 D TRANSPORTADORA DE GAS SUR SPON ADR B 89387020 0 2 SH SHARED 01 2 D TRANSTECHNOLOGY CORP DEL COM 89388910 16 2324 SH SHARED 2324 D TRANSTECHNOLOGY CORP DEL COM 89388910 4 576 SH SHARED 01 576 D TRANSMONTAIGNE INC COM 89393410 111 20700 SH SHARED 20700 D TRANSWITCH CORP NOTE 4.500% 9/1 894065AB 285 366000 PRN SHARED 366000 D TRANSWITCH CORP COM 89406510 211 119215 SH SHARED 119215 D TRANSWITCH CORP COM 89406510 30 17231 SH SHARED 01 17231 D TRANSWITCH CORP COM 89406510 8 5074 SH SHARED 02 5074 D TRAVELZOO INC COM 89421Q10 41 1400 SH SHARED 1400 D TREDEGAR CORP COM 89465010 534 33151 SH SHARED 33151 D TREDEGAR CORP COM 89465010 4577 283778 SH SHARED 01 283778 D TREDEGAR CORP COM 89465010 186 11544 SH SHARED 02 11544 D TREDEGAR CORP COM 89465010 3697 229200 SH SHARED 10 229200 D TREX INC COM 89531P10 1421 37650 SH SHARED 37650 D TREX INC COM 89531P10 533 14120 SH SHARED 14120 D TREX INC COM 89531P10 38 1030 SH SHARED 01 780 250 D TREX INC COM 89531P10 22 608 SH SHARED 02 608 D TRI CONTL CORP COM 89543610 5 355 SH SHARED 355 D TRI CONTL CORP COM 89543610 16 1004 SH SHARED 01 1004 D TRI CONTL CORP COM 89543610 267 15896 SH SHR/OTHR 01 15896 D TRI CONTL CORP COM 89543610 6 400 SH SHARED 02 400 D TRIAD HOSPITALS INC COM 89579K10 4180 112285 SH SHARED 112285 D TRIAD HOSPITALS INC COM 89579K10 1122 30140 SH SHR/OTHR 30140 D TRIAD HOSPITALS INC COM 89579K10 12995 349066 SH SHARED 01 348844 222 D TRIAD HOSPITALS INC COM 89579K10 22 591 SH SHR/OTHR 01 591 D TRIAD HOSPITALS INC COM 89579K10 2151 57795 SH SHARED 02 57795 D TRIAD HOSPITALS INC COM 89579K10 4504 121000 SH SHARED 04 121000 D TRIAD HOSPITALS INC COM 89579K10 36023 967600 SH SHARED 10 967600 D TRIDENT MICROSYSTEMS INC COM 89591910 647 56970 SH SHARED 56970 D TRIDENT MICROSYSTEMS INC COM 89591910 96 8458 SH SHARED 01 8458 D TRIAD GTY INC COM 89592510 526 9053 SH SHARED 9053 D TRIAD GTY INC COM 89592510 2095 36000 SH SHARED 01 31800 1900 2300 D TRIAD GTY INC COM 89592510 0 8 SH SHARED 02 8 D TRIAD GTY INC COM 89592510 5388 92581 SH SHARED 10 92581 D TRIARC COS INC NOTE 5.000% 5/1 895927AD 3494 3555000 PRN SHARED 02 3555000 D TRIARC COS INC CL A 89592710 59 5770 SH SHARED 5770 D TRIARC COS INC CL A 89592710 14 1430 SH SHARED 01 1430 D TRIARC COS INC CL B SER 1 89592730 343 33800 SH SHARED 33800 D TRIARC COS INC CL B SER 1 89592730 46 4620 SH SHARED 01 4620 D TRIARC COS INC CL B SER 1 89592730 120 11811 SH SHARED 02 11811 D TRIBUNE CO NEW COM 89604710 102735 2255942 SH SHARED 2255942 D TRIBUNE CO NEW COM 89604710 70303 1543780 SH SHARED 01 93194 1450586 D TRIBUNE CO NEW COM 89604710 2869 63001 SH SHR/OTHR 01 2590 60411 D TRIBUNE CO NEW COM 89604710 7954 174660 SH SHARED 02 174660 D TRIBUNE CO NEW COM 89604710 71 1576 SH SHARED 05 200 1376 D TRIBUNE CO NEW COM 89604710 198 4350 SH SHARED 06 3950 400 D TRIBUNE CO NEW COM 89604710 5067 111282 SH SHARED 10 111282 D TRIBUNE CO NEW COM 89604710 77 1700 SH SHARED 14 1700 D TRIBUNE CO NEW SB DB EXCH2%29 89604730 126384 1546929 SH SHARED 1546929 D TRIBUNE CO NEW SB DB EXCH2%29 89604730 2246 27500 SH SHARED 01 27500 D TRICO BANCSHARES COM 89609510 197 10600 SH SHARED 10600 D TRICO BANCSHARES COM 89609510 0 8 SH SHARED 02 8 D TRICO MARINE SERVICES INC COM 89610610 59 132146 SH SHARED 132146 D TRICO MARINE SERVICES INC COM 89610610 5 11615 SH SHARED 01 11615 D TRIKON TECHNOLOGIES INC COM NEW 89618740 269 90922 SH SHARED 90922 D TRIKON TECHNOLOGIES INC COM NEW 89618740 47 16124 SH SHARED 01 16124 D TRIMBLE NAVIGATION LTD COM 89623910 1740 62636 SH SHARED 62636 D TRIMBLE NAVIGATION LTD COM 89623910 20 750 SH SHARED 01 750 D TRIMBLE NAVIGATION LTD COM 89623910 68 2448 SH SHARED 02 2448 D TRIMBLE NAVIGATION LTD COM 89623910 62 2250 SH SHARED 10 2250 D TRIMERIS INC COM 89626310 270 18757 SH SHARED 18757 D TRIMERIS INC COM 89626310 28 1943 SH SHARED 01 1943 D TRIMERIS INC COM 89626310 31 2212 SH SHARED 02 2212 D TRINITY BIOTECH PLC SPONSORED ADR 89643810 12 3600 SH SHARED 01 3600 D TRINITY INDS INC COM 89652210 69 2200 SH SHARED 2200 D TRINITY INDS INC COM 89652210 2021 63575 SH SHARED 63575 D TRINITY INDS INC COM 89652210 317 10000 SH SHR/OTHR 10000 D TRINITY INDS INC COM 89652210 551 17340 SH SHARED 01 13500 3840 D TRINITY INDS INC COM 89652210 474 14925 SH SHARED 02 14925 D TRINTECH GROUP PLC SPONS ADR NEW 89668220 20 4000 SH SHARED 4000 D TRIPATH TECHNOLOGY INC COM 89672P10 105 32500 SH SHARED 32500 D TRIPATH TECHNOLOGY INC COM 89672P10 9 3000 SH SHARED 01 3000 D TRIPATH TECHNOLOGY INC COM 89672P10 4 1332 SH SHARED 02 1332 D TRIQUINT SEMICONDUCTOR INC NOTE 4.000% 3/0 89674KAB 16699 17450000 PRN SHARED 17450000 D TRIQUINT SEMICONDUCTOR INC NOTE 4.000% 3/0 89674KAB 2 2720 PRN SHARED 01 2720 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 1097 200978 SH SHARED 200978 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 224 41096 SH SHARED 01 41096 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 278 51012 SH SHARED 02 51012 D TRITON PCS HLDGS INC CL A 89677M10 1495 343071 SH SHARED 343071 D TRITON PCS HLDGS INC CL A 89677M10 418 95930 SH SHARED 01 95930 D TRITON PCS HLDGS INC CL A 89677M10 0 28 SH SHARED 02 28 D TRITON PCS HLDGS INC CL A 89677M10 201 46300 SH SHARED 10 46300 D TRIUMPH GROUP INC NEW COM 89681810 697 21858 SH SHARED 21858 D TRIUMPH GROUP INC NEW COM 89681810 49 1552 SH SHARED 01 1552 D TRIUMPH GROUP INC NEW COM 89681810 20 644 SH SHR/OTHR 01 644 D TRIUMPH GROUP INC NEW COM 89681810 288 9044 SH SHARED 02 9044 D TRIUMPH GROUP INC NEW COM 89681810 1085 34000 SH SHARED 10 34000 D TRIZEC PROPERTIES INC COM 89687P10 145 8950 SH SHARED 02 8950 D TRIZEC PROPERTIES INC COM 89687P10 8812 542000 SH SHARED 10 542000 D TRIZEC PROPERTIES INC COM 89687P10 19790 1217100 SH SHARED 11 1217100 D TRIZETTO GROUP INC COM 89688210 231 34706 SH SHARED 34706 D TRIZETTO GROUP INC COM 89688210 7 1187 SH SHARED 01 1187 D TRIZETTO GROUP INC COM 89688210 30 4620 SH SHARED 02 4620 D TRIPOS INC COM 89692810 21 4259 SH SHARED 4259 D TRIPOS INC COM 89692810 5 1055 SH SHARED 01 1055 D TRIPATH IMAGING INC COM 89694210 305 32425 SH SHARED 32425 D TRIPATH IMAGING INC COM 89694210 13 1481 SH SHARED 01 1481 D TRIPATH IMAGING INC COM 89694210 0 24 SH SHARED 02 24 D TRUSTCO BK CORP N Y COM 89834910 927 70800 SH SHARED 70800 D TRUSTCO BK CORP N Y COM 89834910 37 2844 SH SHARED 01 2844 D TRUSTCO BK CORP N Y COM 89834910 127 9759 SH SHARED 02 9759 D TRUSTCO BK CORP N Y COM 89834910 13 1000 SH SHARED 10 1000 D TRUSTMARK CORP COM 89840210 1548 53555 SH SHARED 53555 D TRUSTMARK CORP COM 89840210 128 4445 SH SHARED 01 4445 D TRUSTMARK CORP COM 89840210 2 80 SH SHARED 02 80 D TUESDAY MORNING CORP COM NEW 89903550 929 32052 SH SHARED 32052 D TUESDAY MORNING CORP COM NEW 89903550 542 18692 SH SHARED 01 18692 D TUESDAY MORNING CORP COM NEW 89903550 17 616 SH SHARED 02 616 D TULARIK INC COM 89916510 459 18535 SH SHARED 01 18535 D TULARIK INC COM 89916510 439 17712 SH SHARED 02 17712 D TULARIK INC COM 89916510 1016 41000 SH SHARED 04 41000 D TUMBLEWEED COMMUNICATIONS CO COM 89969010 567 133302 SH SHARED 133302 D TUMBLEWEED COMMUNICATIONS CO COM 89969010 71 16837 SH SHARED 01 16837 D TUPPERWARE CORP COM 89989610 21716 1117702 SH SHARED 1117702 D TUPPERWARE CORP COM 89989610 753 38798 SH SHARED 01 38798 D TUPPERWARE CORP COM 89989610 465 23981 SH SHARED 02 23981 D TUPPERWARE CORP COM 89989610 318 16400 SH SHARED 10 16400 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 42291 1377559 SH SHARED 1377340 219 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 15 500 SH SHR/OTHR 01 500 D TUT SYSTEMS COM 90110310 50 15950 SH SHARED 15950 D TUT SYSTEMS COM 90110310 0 41 SH SHARED 01 41 D TV AZTECA S A DE C V SPONSORED ADR 90114510 7004 810700 SH SHARED 810700 D TV AZTECA S A DE C V SPONSORED ADR 90114510 0 34 SH SHARED 02 34 D TWEETER HOME ENTMT GROUP INC COM 90116710 135 25066 SH SHARED 25066 D TWEETER HOME ENTMT GROUP INC COM 90116710 370 68608 SH SHARED 02 68608 D 21ST CENTY INS GROUP COM 90130N10 555 42930 SH SHARED 42930 D 21ST CENTY INS GROUP COM 90130N10 57 4470 SH SHARED 01 4470 D 21ST CENTY INS GROUP COM 90130N10 64 4955 SH SHARED 02 4955 D 24/7 REAL MEDIA INC COM NEW 90131420 420 75000 SH SHARED 75000 D 21ST CENTY HLDG CO COM 90136Q10 23 1000 SH SHARED 02 1000 D II VI INC COM 90210410 664 21684 SH SHARED 21684 D II VI INC COM 90210410 415 13548 SH SHARED 01 13548 D II VI INC COM 90210410 45 1473 SH SHARED 02 1473 D II VI INC COM 90210410 119 3900 SH SHARED 10 3900 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE 145592 89983000 PRN SHARED 89983000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE 12 7500 PRN SHARED 01 7500 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE 404 250000 PRN SHARED 02 250000 D TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF 92123 61334000 PRN SHARED 61334000 D TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF 187 125000 PRN SHARED 01 125000 D TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF 11144 7420000 PRN SHARED 02 7420000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 174622107925000 PRN SHARED 107925000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 7 4500 PRN SHARED 01 4500 D TYCO INTL LTD NEW COM 90212410 784 23660 SH SHARED 23660 D TYCO INTL LTD NEW COM 90212410 393410 11871153 SH SHARED 11246835 624318 D TYCO INTL LTD NEW COM 90212410 102662 3097856 SH SHARED 01 500065 20800 2576991 D TYCO INTL LTD NEW COM 90212410 1607 48500 SH SHR/OTHR 01 9225 39275 D TYCO INTL LTD NEW COM 90212410 26112 787944 SH SHARED 02 787944 D TYCO INTL LTD NEW COM 90212410 34084 1028500 SH SHARED 03 1028500 D TYCO INTL LTD NEW COM 90212410 153653 4636500 SH SHARED 04 4636500 D TYCO INTL LTD NEW COM 90212410 119463 3604822 SH SHARED 05 2625876 978946 D TYCO INTL LTD NEW COM 90212410 38251 1154250 SH SHARED 06 482550 671700 D TYCO INTL LTD NEW COM 90212410 2906 87700 SH SHARED 07 87700 D TYCO INTL LTD NEW COM 90212410 2525 76200 SH SHARED 09 76200 D TYCO INTL LTD NEW COM 90212410 298530 9008176 SH SHARED 10 9008176 D TYCO INTL LTD NEW COM 90212410 5967 180056 SH SHARED 14 180056 D TYLER TECHNOLOGIES INC COM 90225210 433 45837 SH SHARED 45837 D TYLER TECHNOLOGIES INC COM 90225210 22 2352 SH SHARED 01 2352 D TYLER TECHNOLOGIES INC COM 90225210 139 14775 SH SHARED 02 14775 D TYSON FOODS INC CL A 90249410 6824 325740 SH SHARED 325740 D TYSON FOODS INC CL A 90249410 7378 352195 SH SHARED 01 352195 D TYSON FOODS INC CL A 90249410 41 1996 SH SHR/OTHR 01 1996 D TYSON FOODS INC CL A 90249410 3162 150973 SH SHARED 02 150973 D TYSON FOODS INC CL A 90249410 284 13589 SH SHARED 06 13589 D TYSON FOODS INC CL A 90249410 1261 60200 SH SHARED 10 60200 D UCBH HOLDINGS INC COM 90262T30 399 10118 SH SHARED 10118 D UCBH HOLDINGS INC COM 90262T30 557 14100 SH SHARED 01 14100 D UCBH HOLDINGS INC COM 90262T30 71 1800 SH SHR/OTHR 01 1800 D UCBH HOLDINGS INC COM 90262T30 1397 35359 SH SHARED 02 35359 D UCBH HOLDINGS INC COM 90262T30 1455 36820 SH SHARED 10 36820 D UGI CORP NEW COM 90268110 128508 4003392 SH SHARED 4003392 D UGI CORP NEW COM 90268110 49 1546 SH SHARED 01 1546 D UGI CORP NEW COM 90268110 3204 99818 SH SHARED 02 99818 D UICI COM 90273710 958 40276 SH SHARED 40276 D UICI COM 90273710 2047 86000 SH SHARED 01 86000 D UICI COM 90273710 46 1951 SH SHARED 02 1951 D UICI COM 90273710 959 40280 SH SHARED 10 40280 D UIL HLDG CORP COM 90274810 603 12400 SH SHARED 12400 D UIL HLDG CORP COM 90274810 58 1200 SH SHARED 01 600 600 D UIL HLDG CORP COM 90274810 38 784 SH SHARED 02 784 D UMB FINL CORP COM 90278810 867 16804 SH SHARED 16804 D UMB FINL CORP COM 90278810 1245 24131 SH SHARED 01 24131 D UMB FINL CORP COM 90278810 307 5953 SH SHARED 02 5953 D UMB FINL CORP COM 90278810 977 18935 SH SHARED 10 18935 D U S B HLDG INC COM 90291010 238 10400 SH SHARED 10400 D U S B HLDG INC COM 90291010 122 5363 SH SHARED 02 5363 D UST INC COM 90291110 62172 1727006 SH SHARED 1727006 D UST INC COM 90291110 2167 60198 SH SHARED 01 49698 10500 D UST INC COM 90291110 2422 67300 SH SHR/OTHR 01 67300 D UST INC COM 90291110 3587 99662 SH SHARED 02 99662 D UST INC COM 90291110 31 862 SH SHARED 05 862 D UST INC COM 90291110 56 1578 SH SHARED 06 1578 D UST INC COM 90291110 248176 6893793 SH SHARED 10 6893793 D UST INC COM 90291110 64 1800 SH SHARED 14 1800 D U S RESTAURANT PPTYS INC COM 90297110 1793 118089 SH SHARED 118089 D U S RESTAURANT PPTYS INC COM 90297110 104 6909 SH SHARED 01 6909 D U S RESTAURANT PPTYS INC COM 90297110 45 3000 SH SHR/OTHR 01 3000 D U S RESTAURANT PPTYS INC COM 90297110 62 4092 SH SHARED 02 4092 D U S RESTAURANT PPTYS INC PFD CV SER A 90297120 697 30000 SH SHARED 30000 D U S RESTAURANT PPTYS INC PFD CV SER A 90297120 348 15000 SH SHR/OTHR 01 15000 D US BANCORP DEL COM NEW 90297330 40 1470 SH SHARED 1470 D US BANCORP DEL COM NEW 90297330 288313 10461316 SH SHARED 10292051 169265 D US BANCORP DEL COM NEW 90297330 132575 4810446 SH SHARED 01 2500926 11880 2297640 D US BANCORP DEL COM NEW 90297330 6304 228742 SH SHR/OTHR 01 36996 191746 D US BANCORP DEL COM NEW 90297330 34091 1236986 SH SHARED 02 1236986 D US BANCORP DEL COM NEW 90297330 25705 932700 SH SHARED 03 932700 D US BANCORP DEL COM NEW 90297330 32041 1162600 SH SHARED 04 1162600 D US BANCORP DEL COM NEW 90297330 19944 723663 SH SHARED 05 498955 224708 D US BANCORP DEL COM NEW 90297330 5001 181487 SH SHARED 06 178487 3000 D US BANCORP DEL COM NEW 90297330 931 33800 SH SHARED 07 33800 D US BANCORP DEL COM NEW 90297330 1209 43900 SH SHARED 09 43900 D US BANCORP DEL COM NEW 90297330 206720 7500741 SH SHARED 10 7500741 D US BANCORP DEL COM NEW 90297330 2824 102490 SH SHARED 14 102490 D URS CORP NEW COM 90323610 1422 51925 SH SHARED 51925 D URS CORP NEW COM 90323610 751 27426 SH SHARED 01 27426 D URS CORP NEW COM 90323610 0 24 SH SHARED 02 24 D URS CORP NEW COM 90323610 10746 392200 SH SHARED 10 392200 D USANA HEALTH SCIENCES INC COM 90328M10 310 10000 SH SHARED 10000 D USANA HEALTH SCIENCES INC COM 90328M10 31 1000 SH SHARED 01 1000 D USANA HEALTH SCIENCES INC COM 90328M10 13 448 SH SHARED 02 448 D USF&G CORP NOTE 3/0 903290AD 1618 2006000 PRN SHARED 2006000 D U S G CORP COM NEW 90329340 1630 92719 SH SHARED 92719 D U S G CORP COM NEW 90329340 1687 95991 SH SHARED 01 95991 D U S G CORP COM NEW 90329340 190 10841 SH SHARED 02 10841 D U S G CORP COM NEW 90329340 631 35900 SH SHARED 10 35900 D US LEC CORP CL A 90331S10 11 2941 SH SHARED 2941 D US LEC CORP CL A 90331S10 2 729 SH SHARED 01 729 D USEC INC COM 90333E10 866 98691 SH SHARED 98691 D USEC INC COM 90333E10 61 7000 SH SHARED 01 7000 D USEC INC COM 90333E10 10 1200 SH SHR/OTHR 01 1200 D USEC INC COM 90333E10 292 33382 SH SHARED 02 33382 D U S I HLDGS COM 90333H10 623 39435 SH SHARED 39435 D U S I HLDGS COM 90333H10 18 1165 SH SHARED 01 1165 D U S I HLDGS COM 90333H10 22 1424 SH SHARED 02 1424 D U S CONCRETE INC COM 90333L10 211 29938 SH SHARED 29938 D U S CONCRETE INC COM 90333L10 16 2364 SH SHARED 01 2364 D U S PHYSICAL THERAPY INC COM 90337L10 235 17174 SH SHARED 02 17174 D U S XPRESS ENTERPRISES INC CL A 90338N10 200 12725 SH SHARED 12725 D U S XPRESS ENTERPRISES INC CL A 90338N10 0 4 SH SHARED 02 4 D US ONCOLOGY INC COM 90338W10 6966 473300 SH SHARED 473300 D US ONCOLOGY INC COM 90338W10 1073 72955 SH SHARED 72955 D US ONCOLOGY INC COM 90338W10 341 23187 SH SHARED 01 23187 D US ONCOLOGY INC COM 90338W10 4403 299155 SH SHARED 02 299155 D UBIQUITEL INC COM 90347430 281 66800 SH SHARED 66800 D ULTICOM INC COM 90384410 321 27485 SH SHARED 27485 D ULTICOM INC COM 90384410 14 1230 SH SHARED 01 1230 D ULTICOM INC COM 90384410 32 2780 SH SHARED 02 2780 D ULTIMATE ELECTRS INC COM 90384910 608 123210 SH SHARED 123210 D ULTIMATE ELECTRS INC COM 90384910 121 24607 SH SHARED 01 24607 D ULTIMATE ELECTRS INC COM 90384910 78 15982 SH SHARED 02 15982 D ULTIMATE SOFTWARE GROUP INC COM 90385D10 217 21465 SH SHARED 21465 D ULTIMATE SOFTWARE GROUP INC COM 90385D10 8 885 SH SHARED 01 885 D ULTIMATE SOFTWARE GROUP INC COM 90385D10 3 298 SH SHARED 02 298 D ULTRALIFE BATTERIES INC COM 90389910 299 15487 SH SHARED 15487 D ULTRALIFE BATTERIES INC COM 90389910 6443 332813 SH SHARED 01 297513 4600 30700 D ULTRALIFE BATTERIES INC COM 90389910 15 798 SH SHARED 02 798 D ULTRALIFE BATTERIES INC COM 90389910 425 22000 SH SHARED 05 22000 D ULTRALIFE BATTERIES INC COM 90389910 4436 229157 SH SHARED 10 229157 D ULTRA PETROLEUM CORP COM 90391410 4512 120891 SH SHARED 120891 D ULTRA PETROLEUM CORP COM 90391410 24387 653300 SH SHARED 01 481000 172300 D ULTRA PETROLEUM CORP COM 90391410 3733 100000 SH SHARED 04 100000 D ULTRA PETROLEUM CORP COM 90391410 205 5500 SH SHARED 06 5500 D ULTRA PETROLEUM CORP COM 90391410 26773 717200 SH SHARED 10 717200 D ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P10 4770 468588 SH SHARED 468588 D ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P10 6953 683014 SH SHARED 01 683014 D ULTRATECH INC COM 90403410 828 50889 SH SHARED 50889 D ULTRATECH INC COM 90403410 33 2079 SH SHARED 01 2079 D ULTRATECH INC COM 90403410 36 2268 SH SHR/OTHR 01 2268 D ULTRATECH INC COM 90403410 47 2896 SH SHARED 02 2896 D UMPQUA HLDGS CORP COM 90421410 797 37994 SH SHARED 37994 D UMPQUA HLDGS CORP COM 90421410 73 3481 SH SHARED 02 3481 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 5655 286059 SH SHARED 274259 11800 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 8605 435300 SH SHARED 01 435300 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 17 875 SH SHARED 02 875 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 395 20000 SH SHARED 09 20000 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 8649 437500 SH SHARED 10 437500 D UNIFI INC COM 90467710 3705 1264591 SH SHARED 1264591 D UNIFI INC COM 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UNOCAL CORP COM 91528910 44989 1183939 SH SHARED 01 1172875 11064 D UNOCAL CORP COM 91528910 73 1940 SH SHR/OTHR 01 1940 D UNOCAL CORP COM 91528910 4814 126709 SH SHARED 02 126709 D UNOCAL CORP COM 91528910 525 13824 SH SHARED 05 300 13524 D UNOCAL CORP COM 91528910 756 19900 SH SHARED 06 19100 800 D UNOCAL CORP COM 91528910 21120 555798 SH SHARED 10 555798 D UNOCAL CORP COM 91528910 2021 53185 SH SHARED 14 53185 D UNOVA INC COM 91529B10 1498 74008 SH SHARED 74008 D UNOVA INC COM 91529B10 87 4313 SH SHARED 01 4313 D UNOVA INC COM 91529B10 125 6176 SH SHARED 02 6176 D UNOVA INC COM 91529B10 62 3100 SH SHARED 10 3100 D UNUMPROVIDENT CORP COM 91529Y10 15581 979937 SH SHARED 979937 D UNUMPROVIDENT CORP COM 91529Y10 1736 109243 SH SHARED 01 97343 11900 D UNUMPROVIDENT CORP COM 91529Y10 7 500 SH SHR/OTHR 01 500 D UNUMPROVIDENT CORP COM 91529Y10 2692 169319 SH SHARED 02 169319 D UNUMPROVIDENT CORP COM 91529Y10 36 2278 SH SHARED 05 2278 D UNUMPROVIDENT CORP COM 91529Y10 31 1950 SH SHARED 06 1950 D UNUMPROVIDENT CORP COM 91529Y10 1831 115202 SH SHARED 10 115202 D UNUMPROVIDENT CORP COM 91529Y10 34 2200 SH SHARED 14 2200 D UPM KYMMENE CORP SPONSORED ADR 91543610 27 1424 SH SHARED 1424 D UPM KYMMENE CORP SPONSORED ADR 91543610 3 185 SH SHARED 02 185 D URBAN OUTFITTERS INC COM 91704710 251 4125 SH SHARED 4125 D URBAN OUTFITTERS INC COM 91704710 11897 195336 SH SHARED 01 192600 2736 D URBAN OUTFITTERS INC COM 91704710 17 290 SH SHR/OTHR 01 290 D URBAN OUTFITTERS INC COM 91704710 490 8050 SH SHARED 02 8050 D URBAN OUTFITTERS INC COM 91704710 14295 234700 SH SHARED 10 234700 D UROLOGIX INC COM 91727310 213 13806 SH SHARED 13806 D URSTADT BIDDLE PPTYS INS CL A 91728620 299 20200 SH SHARED 20200 D URSTADT BIDDLE PPTYS INS CL A 91728620 59 3986 SH SHARED 02 3986 D USF CORP COM 91729Q10 1969 56058 SH SHARED 56058 D USF CORP COM 91729Q10 9990 284400 SH SHARED 01 274000 10400 D USF CORP COM 91729Q10 278 7921 SH SHARED 02 7921 D USF CORP COM 91729Q10 4394 125086 SH SHARED 10 125086 D 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SHARED 10 41565 D V F CORP COM 91820410 73 1500 SH SHARED 14 1500 D VYYO INC COM NEW 91845820 201 31132 SH SHARED 31132 D VYYO INC COM NEW 91845820 1 159 SH SHARED 02 159 D VAIL RESORTS INC COM 91879Q10 358 18700 SH SHARED 18700 D VAIL RESORTS INC COM 91879Q10 84 4400 SH SHARED 01 4400 D VAIL RESORTS INC COM 91879Q10 36 1890 SH SHARED 02 1890 D VAIL RESORTS INC COM 91879Q10 84 4400 SH SHARED 10 4400 D VALASSIS COMMUNICATIONS INC NOTE 1.625% 5/2 918866AK 9720 15000000 PRN SHARED 15000000 D VALASSIS COMMUNICATIONS INC COM 91886610 4957 162713 SH SHARED 162713 D VALASSIS COMMUNICATIONS INC COM 91886610 1419 46572 SH SHARED 01 46522 50 D VALASSIS COMMUNICATIONS INC COM 91886610 364 11970 SH SHARED 02 11970 D VALASSIS COMMUNICATIONS INC COM 91886610 819 26900 SH SHARED 06 26900 D VALASSIS COMMUNICATIONS INC COM 91886610 30 1000 SH SHARED 10 1000 D VALHI INC NEW COM 91890510 133 11700 SH SHARED 11700 D VALHI INC NEW COM 91890510 503 44291 SH SHARED 02 44291 D VALENCE TECHNOLOGY INC COM 91891410 177 51800 SH SHARED 51800 D VALENCE TECHNOLOGY INC COM 91891410 26 7744 SH SHARED 02 7744 D VALEANT PHARMACEUTICALS INTL COM 91911X10 2396 119845 SH SHARED 119845 D VALEANT PHARMACEUTICALS INTL COM 91911X10 416 20800 SH SHR/OTHR 20800 D VALEANT PHARMACEUTICALS INTL COM 91911X10 11637 581884 SH SHARED 01 571784 10000 100 D VALEANT PHARMACEUTICALS INTL COM 91911X10 436 21824 SH SHARED 02 21824 D VALEANT PHARMACEUTICALS INTL COM 91911X10 8044 402200 SH SHARED 10 402200 D VALENTIS INC COM NEW 91913E30 0 23 SH SHARED 23 D VALENTIS INC COM NEW 91913E30 309 44500 SH SHARED 02 44500 D VALERO L P COM UT LTD PRT 91913W10 483 9875 SH SHARED 9875 D VALERO L P COM UT LTD PRT 91913W10 96 1962 SH SHARED 01 1962 D VALERO L P COM UT LTD PRT 91913W10 68 1400 SH SHR/OTHR 01 1400 D VALERO L P COM UT LTD PRT 91913W10 9 200 SH SHARED 02 200 D VALERO ENERGY CORP NEW COM 91913Y10 339 4600 SH SHARED 4600 D VALERO ENERGY CORP NEW COM 91913Y10 28509 386512 SH SHARED 386512 D VALERO ENERGY CORP NEW COM 91913Y10 26378 357621 SH SHARED 01 356921 700 D VALERO ENERGY CORP NEW COM 91913Y10 8909 120794 SH SHARED 02 120794 D VALERO ENERGY CORP NEW COM 91913Y10 29 400 SH SHARED 05 400 D VALERO ENERGY CORP NEW COM 91913Y10 3092 41924 SH SHARED 06 41924 D VALERO ENERGY CORP NEW COM 91913Y10 16849 228435 SH SHARED 10 228435 D VALERO ENERGY CORP NEW COM 91913Y10 68 925 SH SHARED 14 925 D VALLEY NATL BANCORP COM 91979410 199 7889 SH SHARED 7889 D VALLEY NATL BANCORP COM 91979410 159 6315 SH SHARED 01 6315 D VALLEY NATL BANCORP COM 91979410 357 14128 SH SHARED 02 14128 D VALMONT INDS INC COM 92025310 319 13941 SH SHARED 13941 D VALMONT INDS INC COM 92025310 24 1059 SH SHARED 01 1059 D VALMONT INDS INC COM 92025310 296 12961 SH SHARED 02 12961 D VALMONT INDS INC COM 92025310 6537 285500 SH SHARED 10 285500 D VALSPAR CORP COM 92035510 2733 54255 SH SHARED 54255 D VALSPAR CORP COM 92035510 2259 44839 SH SHARED 01 44839 D VALSPAR CORP COM 92035510 876 17398 SH SHARED 02 17398 D VALUE LINE INC COM 92043710 46 1300 SH SHARED 1300 D VALUE LINE INC COM 92043710 21 600 SH SHARED 01 600 D VALUE LINE INC COM 92043710 3 104 SH SHARED 02 104 D VALUECLICK INC COM 92046N10 940 78500 SH SHARED 78500 D VALUECLICK INC COM 92046N10 5761 480929 SH SHARED 01 52200 428729 D VALUECLICK INC COM 92046N10 48 4079 SH SHARED 02 4079 D VALUECLICK INC COM 92046N10 1198 100000 SH SHARED 04 100000 D VALUEVISION MEDIA INC CL A 92047K10 510 39246 SH SHARED 39246 D VALUEVISION MEDIA INC CL A 92047K10 294 22640 SH SHARED 02 22640 D VAN KAMPEN MUN INCOME TR COM 92090910 207 23400 SH SHARED 02 23400 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 12 2821 SH SHARED 2821 D VAN KAMPEN MUN TR SH BEN INT 92091910 87 6411 SH SHARED 6411 D VAN KAMPEN MUN TR SH BEN INT 92091910 22 1639 SH SHARED 01 1589 50 D VAN KAMPEN MUN TR SH BEN INT 92091910 234 17200 SH SHARED 02 17200 D VAN KAMPEN TR INVT GRADE MUN COM 92092910 15 1043 SH SHARED 01 1043 D VAN KAMPEN TR INVT GRADE MUN COM 92092910 242 16873 SH SHARED 02 16873 D VAN KAMPEN TR INVT GRADE CAL COM 92093010 9 700 SH SHARED 01 700 D VAN KAMPEN TR INVT GRADE CAL COM 92093010 97 7000 SH SHR/OTHR 01 7000 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 42 3000 SH SHR/OTHR 01 3000 D VAN DER MOOLEN HLDG N.V. SPONSORED ADR 92102010 417 56882 SH SHARED 56882 D VAN DER MOOLEN HLDG N.V. SPONSORED ADR 92102010 37 5158 SH SHARED 01 5158 D VAN DER MOOLEN HLDG N.V. SPONSORED ADR 92102010 220 30100 SH SHARED 02 30100 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 86 6000 SH SHR/OTHR 01 6000 D VAN KAMPEN SELECT SECTOR MUN COM 92112M10 41 3500 SH SHR/OTHR 01 3500 D VAN KAMPEN ADVANTAGE MUN INC SH BEN INT 92112410 4 338 SH SHARED 01 338 D VANS INC COM 92193010 412 20078 SH SHARED 20078 D VANS INC COM 92193010 304 14838 SH SHARED 01 14838 D VANS INC COM 92193010 74 3620 SH SHARED 02 3620 D VANS INC COM 92193010 19 940 SH SHARED 10 940 D VARCO INTL INC DEL COM 92212210 891 40737 SH SHARED 40737 D VARCO INTL INC DEL COM 92212210 2911 132995 SH SHARED 01 132995 D VARCO INTL INC DEL COM 92212210 790 36118 SH SHARED 02 36118 D VARIAN MED SYS INC COM 92220P10 4640 58477 SH SHARED 58477 D VARIAN MED SYS INC COM 92220P10 5553 69989 SH SHARED 01 66434 2100 1455 D VARIAN MED SYS INC COM 92220P10 79 1000 SH SHR/OTHR 01 1000 D VARIAN MED SYS INC COM 92220P10 3448 43462 SH SHARED 02 43462 D VARIAN MED SYS INC COM 92220P10 314 3959 SH SHARED 06 3959 D VARIAN MED SYS INC COM 92220P10 3154 39750 SH SHARED 10 39750 D VARIAN MED SYS INC COM 92220P10 166 2100 SH SHARED 14 2100 D VARIAN INC COM 92220610 3681 87342 SH SHARED 87342 D VARIAN INC COM 92220610 3508 83241 SH SHARED 01 83091 150 D VARIAN INC COM 92220610 386 9170 SH SHARED 02 9170 D VARIAN INC COM 92220610 98 2340 SH SHARED 10 2340 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 46 1200 SH SHARED 1200 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 1630 42289 SH SHARED 42289 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 946 24557 SH SHARED 01 24407 150 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 660 17134 SH SHARED 02 17134 D VASCULAR SOLUTIONS INC COM 92231M10 8 800 SH SHARED 800 D VASOMEDICAL INC COM 92232110 142 125000 SH SHARED 01 125000 D VASOMEDICAL INC COM 92232110 3 3500 SH SHR/OTHR 01 3500 D VASTERA INC COM 92239N10 101 33881 SH SHARED 33881 D VASTERA INC COM 92239N10 20 6799 SH SHARED 01 6799 D VASTERA INC COM 92239N10 119 39963 SH SHARED 02 39963 D VAXGEN INC COM NEW 92239020 517 36522 SH SHARED 36522 D VAXGEN INC COM NEW 92239020 654 46233 SH SHR/OTHR 46233 D VAXGEN INC COM NEW 92239020 48 3452 SH SHARED 01 3452 D VAXGEN INC COM NEW 92239020 2010 142000 SH SHARED 04 142000 D VAXGEN INC COM NEW 92239020 42 3000 SH SHARED 06 3000 D VAXGEN INC COM NEW 92239020 42 3000 SH SHARED 10 3000 D VECTREN CORP COM 92240G10 1154 46001 SH SHARED 46001 D VECTREN CORP COM 92240G10 965 38495 SH SHARED 01 22499 15996 D VECTREN CORP COM 92240G10 676 26944 SH SHARED 02 26944 D VECTOR GROUP LTD COM 92240M10 1925 122264 SH SHARED 122264 D VECTOR GROUP LTD COM 92240M10 103 6600 SH SHARED 01 6600 D VECTOR GROUP LTD COM 92240M10 101 6452 SH SHARED 02 6452 D VECTOR GROUP LTD COM 92240M10 9011 572150 SH SHARED 10 572150 D VEECO INSTRS INC DEL NOTE 4.125%12/2 922417AB 2 2500 PRN SHARED 01 2500 D VEECO INSTRS INC DEL COM 92241710 1057 40964 SH SHARED 40864 100 D VEECO INSTRS INC DEL COM 92241710 301 11700 SH SHARED 01 11700 D VEECO INSTRS INC DEL COM 92241710 25 1000 SH SHR/OTHR 01 1000 D VEECO INSTRS INC DEL COM 92241710 0 24 SH SHARED 02 24 D VENTAS INC COM 92276F10 187 8013 SH SHARED 8013 D VENTAS INC COM 92276F10 2248 96287 SH SHARED 01 96287 D VENTAS INC COM 92276F10 2216 94935 SH SHARED 02 94935 D VENTAS INC COM 92276F10 34245 1466600 SH SHARED 10 1466600 D VENTAS INC COM 92276F10 71103 3045100 SH SHARED 11 3045100 D VENTANA MED SYS INC COM 92276H10 617 13000 SH SHARED 13000 D VENTANA MED SYS INC COM 92276H10 615 12960 SH SHR/OTHR 12960 D VENTANA MED SYS INC COM 92276H10 3303 69500 SH SHARED 01 69500 D VENTANA MED SYS INC COM 92276H10 7 157 SH SHARED 02 157 D VENTANA MED SYS INC COM 92276H10 1078 22700 SH SHARED 10 22700 D VENTIV HEALTH INC COM 92279310 371 23992 SH SHARED 23992 D VENTIV HEALTH INC COM 92279310 38 2492 SH SHARED 02 2492 D VANGUARD INDEX TR STK MRK VIPERS 92290876 749 6800 SH SHR/OTHR 01 6800 D VERITY INC COM 92343C10 1270 94045 SH SHARED 94045 D VERITY INC COM 92343C10 479 35487 SH SHARED 01 35487 D VERITY INC COM 92343C10 43 3228 SH SHARED 02 3228 D VERITY INC COM 92343C10 306 22700 SH SHARED 10 22700 D VERISIGN INC COM 92343E10 13931 700078 SH SHARED 695508 4570 D VERISIGN INC COM 92343E10 2841 142800 SH SHARED 01 142100 700 D VERISIGN INC COM 92343E10 2279 114530 SH SHARED 02 114530 D VERISIGN INC COM 92343E10 23284 1170059 SH SHARED 04 1170059 D VERISIGN INC COM 92343E10 3 200 SH SHARED 05 200 D VERISIGN INC COM 92343E10 722 36295 SH SHARED 06 33545 2750 D VERISIGN INC COM 92343E10 1558 78300 SH SHARED 10 78300 D VERISIGN INC COM 92343E10 81 4100 SH SHARED 14 4100 D VERITAS DGC INC COM 92343P10 1114 48128 SH SHARED 48128 D VERITAS DGC INC COM 92343P10 2460 106300 SH SHARED 01 106300 D VERITAS DGC INC COM 92343P10 0 36 SH SHARED 02 36 D VERITAS DGC INC COM 92343P10 1076 46500 SH SHARED 10 46500 D VERIZON COMMUNICATIONS COM 92343V10 148 4100 SH SHARED 4100 D VERIZON COMMUNICATIONS COM 92343V10 951621 26295156 SH SHARED 25968840 326316 D VERIZON COMMUNICATIONS COM 92343V10 130708 3611739 SH SHARED 01 1987709 12300 1611730 D VERIZON COMMUNICATIONS COM 92343V10 11813 326429 SH SHR/OTHR 01 18612 307817 D VERIZON COMMUNICATIONS COM 92343V10 57700 1594390 SH SHARED 02 1594390 D VERIZON COMMUNICATIONS COM 92343V10 11121 307300 SH SHARED 03 307300 D VERIZON COMMUNICATIONS COM 92343V10 186595 5156000 SH SHARED 04 5156000 D VERIZON COMMUNICATIONS COM 92343V10 37112 1025487 SH SHARED 05 624458 401029 D VERIZON COMMUNICATIONS COM 92343V10 6924 191349 SH SHARED 06 187549 3800 D VERIZON COMMUNICATIONS COM 92343V10 1628 45004 SH SHARED 07 45004 D VERIZON COMMUNICATIONS COM 92343V10 2019 55800 SH SHARED 09 55800 D VERIZON COMMUNICATIONS COM 92343V10 153046 4228984 SH SHARED 10 4228984 D VERIZON COMMUNICATIONS COM 92343V10 2456 67879 SH SHARED 14 67879 D VERINT SYS INC COM 92343X10 379 11100 SH SHARED 11100 D VERINT SYS INC COM 92343X10 177 5200 SH SHARED 01 5200 D VERINT SYS INC COM 92343X10 17 504 SH SHARED 02 504 D VERILINK CORP COM 92343210 103 25934 SH SHARED 25934 D VERITAS SOFTWARE CO COM 92343610 62186 2237723 SH SHARED 2201235 36488 D VERITAS SOFTWARE CO COM 92343610 128289 4616391 SH SHARED 01 2901496 8400 1706495 D VERITAS SOFTWARE CO COM 92343610 4232 152295 SH SHR/OTHR 01 9745 142550 D VERITAS SOFTWARE CO COM 92343610 8668 311914 SH SHARED 02 311914 D VERITAS SOFTWARE CO COM 92343610 775 27900 SH SHARED 03 27900 D VERITAS SOFTWARE CO COM 92343610 9726 350000 SH SHARED 04 350000 D VERITAS SOFTWARE CO COM 92343610 24862 894666 SH SHARED 05 637200 257466 D VERITAS SOFTWARE CO COM 92343610 12812 461043 SH SHARED 06 419843 41200 D VERITAS SOFTWARE CO COM 92343610 1006 36200 SH SHARED 07 36200 D VERITAS SOFTWARE CO COM 92343610 1403 50500 SH SHARED 09 50500 D VERITAS SOFTWARE CO COM 92343610 156383 5627312 SH SHARED 10 5627312 D VERITAS SOFTWARE CO COM 92343610 197 7106 SH SHARED 14 7106 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 172923286772000 PRN SHARED 286772000 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 16549 27446000 PRN SHARED 02 27446000 D VERMONT PURE HLDGS LTD NEW COM 92423710 0 200 SH SHR/OTHR 01 200 D VERSO TECHNOLOGIES INC COM 92531710 383 224229 SH SHARED 224229 D VERSO TECHNOLOGIES INC COM 92531710 31 18549 SH SHARED 01 18549 D VERSO TECHNOLOGIES INC COM 92531710 50 29261 SH SHARED 02 29261 D VERTEX PHARMACEUTICALS INC NOTE 5.000% 9/1 92532FAD 2 2500 PRN SHARED 01 2500 D VERTEX PHARMACEUTICALS INC COM 92532F10 2010 185474 SH SHARED 185474 D VERTEX PHARMACEUTICALS INC COM 92532F10 273 25200 SH SHR/OTHR 25200 D VERTEX PHARMACEUTICALS INC COM 92532F10 419 38728 SH SHARED 01 38728 D VERTEX PHARMACEUTICALS INC COM 92532F10 197 18180 SH SHARED 02 18180 D VERTEX PHARMACEUTICALS INC COM 92532F10 5834 538200 SH SHARED 04 538200 D VERTEX PHARMACEUTICALS INC COM 92532F10 108 10000 SH SHARED 06 10000 D VERTEX PHARMACEUTICALS INC COM 92532F10 108 10000 SH SHARED 10 10000 D VERTEX PHARMACEUTICALS INC COM 92532F10 86 8000 SH SHARED 14 8000 D VERTICALNET INC COM NEW 92532L20 4 2901 SH SHARED 2901 D VERTICALNET INC COM NEW 92532L20 1 760 SH SHARED 01 760 D VESTA INS GROUP INC COM 92539110 347 53689 SH SHARED 53689 D VESTA INS GROUP INC COM 92539110 30 4709 SH SHARED 01 4709 D VIAD CORP COM 92552R10 6029 223235 SH SHARED 223235 D VIAD CORP COM 92552R10 498 18462 SH SHARED 01 18462 D VIAD CORP COM 92552R10 54 2000 SH SHR/OTHR 01 2000 D VIAD CORP COM 92552R10 16077 595237 SH SHARED 02 595237 D VIASAT INC COM 92552V10 811 32510 SH SHARED 32510 D VIASAT INC COM 92552V10 2926 117294 SH SHARED 01 117294 D VIASAT INC COM 92552V10 105 4226 SH SHARED 02 4226 D VIASAT INC COM 92552V10 653 26200 SH SHARED 10 26200 D VIACOM INC CL A 92552410 2151 59194 SH SHARED 59194 D VIACOM INC CL A 92552410 208 5729 SH SHARED 01 2469 3260 D VIACOM INC CL A 92552410 7 200 SH SHR/OTHR 01 200 D VIACOM INC CL A 92552410 31 869 SH SHARED 02 869 D VIACOM INC CL B 92552430 372303 10422842 SH SHARED 10335622 87220 D VIACOM INC CL B 92552430 110921 3105297 SH SHARED 01 1684596 16400 1404301 D VIACOM INC CL B 92552430 7310 204673 SH SHR/OTHR 01 32671 172002 D VIACOM INC CL B 92552430 36507 1022053 SH SHARED 02 1022053 D VIACOM INC CL B 92552430 15298 428300 SH SHARED 03 428300 D VIACOM INC CL B 92552430 118983 3331000 SH SHARED 04 3331000 D VIACOM INC CL B 92552430 40794 1142061 SH SHARED 05 782561 359500 D VIACOM INC CL B 92552430 20391 570865 SH SHARED 06 498765 72100 D VIACOM INC CL B 92552430 2004 56126 SH SHARED 07 56126 D VIACOM INC CL B 92552430 2661 74500 SH SHARED 09 74500 D VIACOM INC CL B 92552430 198541 5558282 SH SHARED 10 5558282 D VIACOM INC CL B 92552430 5075 142083 SH SHARED 14 142083 D VIASYS HEALTHCARE INC COM NEW 92553Q20 621 29700 SH SHARED 29700 D VIASYS HEALTHCARE INC COM NEW 92553Q20 18 888 SH SHARED 01 801 87 D VIASYS HEALTHCARE INC COM NEW 92553Q20 18 900 SH SHR/OTHR 01 900 D VIASYS HEALTHCARE INC COM NEW 92553Q20 86 4114 SH SHARED 02 4114 D VICAL INC COM 92560210 180 31172 SH SHARED 31172 D VICAL INC COM 92560210 44 7729 SH SHARED 01 7729 D VICOR CORP COM 92581510 463 25370 SH SHARED 25370 D VICOR CORP COM 92581510 1415 77477 SH SHARED 01 77477 D VICOR CORP COM 92581510 183 10024 SH SHARED 02 10024 D VICOR CORP COM 92581510 924 50600 SH SHARED 10 50600 D VICURON PHARMACEUTICALS INC COM 92647110 1962 156257 SH SHARED 156257 D VICURON PHARMACEUTICALS INC COM 92647110 235 18769 SH SHR/OTHR 18769 D VICURON PHARMACEUTICALS INC COM 92647110 40 3211 SH SHARED 01 3211 D VICURON PHARMACEUTICALS INC COM 92647110 59 4727 SH SHARED 02 4727 D VICURON PHARMACEUTICALS INC COM 92647110 10534 838750 SH SHARED 04 838750 D VICURON PHARMACEUTICALS INC COM 92647110 263 21000 SH SHARED 06 21000 D VICURON PHARMACEUTICALS INC COM 92647110 263 21000 SH SHARED 10 21000 D VICURON PHARMACEUTICALS INC COM 92647110 128 10200 SH SHARED 14 10200 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 769 105073 SH SHARED 5073 100000 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 3 482 SH SHARED 01 482 D VIGNETTE CORP COM 92673410 546 329438 SH SHARED 329438 D VIGNETTE CORP COM 92673410 6 4073 SH SHARED 01 4073 D VIGNETTE CORP COM 92673410 0 224 SH SHARED 02 224 D VIISAGE TECHNOLOGY INC COM 92675K10 721 82941 SH SHARED 82941 D VIISAGE TECHNOLOGY INC COM 92675K10 2253 259000 SH SHARED 01 259000 D VINEYARD NATL BANCORP COM 92742610 359 9000 SH SHARED 9000 D VINTAGE PETE INC COM 92746010 1112 65548 SH SHARED 65548 D VINTAGE PETE INC COM 92746010 94 5552 SH SHARED 01 5552 D VINTAGE PETE INC COM 92746010 0 56 SH SHARED 02 56 D VION PHARMACEUTICALS INC COM 92762410 218 52600 SH SHARED 52600 D VIRAGE LOGIC CORP COM 92763R10 386 42445 SH SHARED 02 42445 D VIRGINIA COMM BANCORP INC COM 92778Q10 188 6400 SH SHARED 6400 D VIRGINIA COMM BANCORP INC COM 92778Q10 20 708 SH SHARED 02 708 D VIRGINIA FINL GROUP INC COM 92781010 230 6700 SH SHARED 6700 D VIRGINIA FINL GROUP INC COM 92781010 27 796 SH SHARED 02 796 D VIROLOGIC INC COM 92823R20 3492 1425688 SH SHARED 1425688 D VIROPHARMA INC NOTE 6.000% 3/0 928241AC 2291 2988000 PRN SHARED 2988000 D VIROPHARMA INC COM 92824110 0 499 SH SHARED 499 D VIROPHARMA INC COM 92824110 0 123 SH SHARED 01 123 D VISHAY INTERTECHNOLOGY INC NOTE 6/0 928298AD 2558 4250200 PRN SHARED 4250200 D VISHAY INTERTECHNOLOGY INC COM 92829810 78 4200 SH SHARED 4200 D VISHAY INTERTECHNOLOGY INC COM 92829810 11633 626113 SH SHARED 626113 D VISHAY INTERTECHNOLOGY INC COM 92829810 5978 321749 SH SHARED 01 304986 9600 7163 D VISHAY INTERTECHNOLOGY INC COM 92829810 11 617 SH SHR/OTHR 01 617 D VISHAY INTERTECHNOLOGY INC COM 92829810 1419 76387 SH SHARED 02 76387 D VISHAY INTERTECHNOLOGY INC COM 92829810 11714 630500 SH SHARED 10 630500 D VISTEON CORP COM 92839U10 12 1060 SH SHARED 1060 D VISTEON CORP COM 92839U10 5650 484174 SH SHARED 484174 D VISTEON CORP COM 92839U10 936 80217 SH SHARED 01 80086 131 D VISTEON CORP COM 92839U10 46 4010 SH SHR/OTHR 01 4010 D VISTEON CORP COM 92839U10 1516 129919 SH SHARED 02 129919 D VISTEON CORP COM 92839U10 9 793 SH SHARED 05 793 D VISTEON CORP COM 92839U10 540 46345 SH SHARED 10 46345 D VISTACARE INC CL A 92839Y10 207 11159 SH SHARED 11159 D VISTACARE INC CL A 92839Y10 31 1700 SH SHARED 01 1700 D VISTACARE INC CL A 92839Y10 131 7068 SH SHARED 02 7068 D VISX INC DEL COM 92844S10 3062 114630 SH SHARED 114630 D VISX INC DEL COM 92844S10 690 25837 SH SHARED 01 25237 600 D VISX INC DEL COM 92844S10 343 12858 SH SHARED 02 12858 D VITAL IMAGES INC COM 92846N10 170 13728 SH SHARED 02 13728 D VITAL SIGNS INC COM 92846910 238 8221 SH SHARED 8221 D VITAL SIGNS INC COM 92846910 11 394 SH SHARED 01 394 D VITAL SIGNS INC COM 92846910 45 1583 SH SHARED 02 1583 D VITAL SIGNS INC COM 92846910 46 1590 SH SHARED 10 1590 D VITALWORKS INC COM 92848310 79 22862 SH SHARED 22862 D VITALWORKS INC COM 92848310 19 5668 SH SHARED 01 5668 D VITALWORKS INC COM 92848310 204 59244 SH SHARED 02 59244 D VITRIA TECHNOLOGY COM NEW 92849Q40 39 12738 SH SHARED 12738 D VITRIA TECHNOLOGY COM NEW 92849Q40 8 2729 SH SHARED 01 2729 D VITRIA TECHNOLOGY COM NEW 92849Q40 81 26610 SH SHARED 02 26610 D VITESSE SEMICONDUCTOR CORP SDCV 4.000% 3/1 928497AB 7007 7000000 PRN SHARED 7000000 D VITESSE SEMICONDUCTOR CORP COM 92849710 3330 682498 SH SHARED 682498 D VITESSE SEMICONDUCTOR CORP COM 92849710 539 110612 SH SHARED 01 110612 D VITESSE SEMICONDUCTOR CORP COM 92849710 4 1002 SH SHARED 02 1002 D VITESSE SEMICONDUCTOR CORP COM 92849710 23 4900 SH SHARED 10 4900 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 2366 84824 SH SHARED 82124 2700 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 572 20510 SH SHARED 01 4130 16380 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 580 20800 SH SHARED 02 20800 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 6 240 SH SHARED 05 240 D VIVUS INC COM 92855110 196 53845 SH SHARED 02 53845 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 298223 13494284 SH SHARED 13494284 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 33177 1501224 SH SHARED 01 269161 1232063 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 6802 307797 SH SHR/OTHR 01 7175 300622 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 200 9085 SH SHARED 05 9085 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 96 4355 SH SHARED 06 4355 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 18118 819820 SH SHARED 10 819820 D VOLT INFORMATION SCIENCES IN COM 92870310 22 700 SH SHARED 700 D VOLT INFORMATION SCIENCES IN COM 92870310 236 7500 SH SHARED 7500 D VOLT INFORMATION SCIENCES IN COM 92870310 47 1500 SH SHARED 01 1500 D VOLT INFORMATION SCIENCES IN COM 92870310 50 1602 SH SHARED 02 1602 D VOLVO AKTIEBOLAGET ADR B 92885640 13207 377569 SH SHARED 377569 D VORNADO RLTY TR SH BEN INT 92904210 9 175 SH SHARED 175 D VORNADO RLTY TR SH BEN INT 92904210 7669 134300 SH SHARED 01 121500 12800 D VORNADO RLTY TR SH BEN INT 92904210 620 10869 SH SHARED 02 10869 D VORNADO RLTY TR SH BEN INT 92904210 5 100 SH SHARED 05 100 D VORNADO RLTY TR SH BEN INT 92904210 19999 350200 SH SHARED 10 350200 D VORNADO RLTY TR SH BEN INT 92904210 40885 715900 SH SHARED 11 715900 D VORNADO RLTY TR PFD CONV SER A 92904220 4841 60438 SH SHARED 60438 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 417 13136 SH SHARED 6136 7000 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 9171 288400 SH SHARED 01 288400 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 715 22500 SH SHARED 09 22500 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 10651 334950 SH SHARED 10 334950 D VULCAN MATLS CO COM 92916010 16418 345292 SH SHARED 345292 D VULCAN MATLS CO COM 92916010 4189 88100 SH SHARED 01 87360 740 D VULCAN MATLS CO COM 92916010 2721 57225 SH SHARED 02 57225 D VULCAN MATLS CO COM 92916010 43 916 SH SHARED 05 916 D VULCAN MATLS CO COM 92916010 65 1379 SH SHARED 06 1379 D VULCAN MATLS CO COM 92916010 4273 89874 SH SHARED 10 89874 D VULCAN MATLS CO COM 92916010 61 1300 SH SHARED 14 1300 D WFS FINL INC COM 92923B10 224 4540 SH SHARED 4540 D WFS FINL INC COM 92923B10 1054 21300 SH SHARED 01 21300 D WFS FINL INC COM 92923B10 183 3713 SH SHARED 02 3713 D WFS FINL INC COM 92923B10 215 4360 SH SHARED 10 4360 D WCI CMNTYS INC NOTE 4.000% 8/1 92923CAK 22890 21000000 PRN SHARED 21000000 D WCI CMNTYS INC NOTE 4.000% 8/1 92923CAK 861 790000 PRN SHARED 02 790000 D WCI CMNTYS INC COM 92923C10 944 42353 SH SHARED 42353 D WCI CMNTYS INC COM 92923C10 1244 55800 SH SHARED 01 55800 D WCI CMNTYS INC COM 92923C10 183 8212 SH SHARED 02 8212 D WCI CMNTYS INC COM 92923C10 1191 53400 SH SHARED 10 53400 D WD-40 CO COM 92923610 686 22919 SH SHARED 20819 2100 D WD-40 CO COM 92923610 26 889 SH SHARED 01 889 D WD-40 CO COM 92923610 58 1966 SH SHARED 02 1966 D WGL HLDGS INC COM 92924F10 2422 84365 SH SHARED 84365 D WGL HLDGS INC COM 92924F10 839 29222 SH SHARED 01 29222 D WGL HLDGS INC COM 92924F10 338 11778 SH SHARED 02 11778 D W-H ENERGY SVCS INC COM 92925E10 1665 84992 SH SHARED 84992 D W-H ENERGY SVCS INC COM 92925E10 40 2041 SH SHARED 01 2041 D W-H ENERGY SVCS INC COM 92925E10 14 739 SH SHARED 02 739 D W HLDG CO INC COM 92925110 283 16507 SH SHARED 16507 D W HLDG CO INC COM 92925110 1265 73705 SH SHARED 01 73705 D W HLDG CO INC COM 92925110 691 40272 SH SHARED 02 40272 D WMC RES LTD SPONSORED ADR 92928R10 2 200 SH SHARED 200 D WJ COMMUNICATIONS INC COM 92928410 208 58831 SH SHARED 58831 D WMS INDS INC COM 92929710 1058 35519 SH SHARED 35519 D WMS INDS INC COM 92929710 608 20420 SH SHARED 02 20420 D W P CAREY & CO LLC COM 92930Y10 32 1099 SH SHARED 1099 D W P CAREY & CO LLC COM 92930Y10 256 8626 SH SHARED 01 226 8400 D W P CAREY & CO LLC COM 92930Y10 14 500 SH SHR/OTHR 01 500 D WPP GROUP PLC SPON ADR NEW 92930930 13839 270145 SH SHARED 270145 D WPP GROUP PLC SPON ADR NEW 92930930 543 10617 SH SHARED 01 10617 D WPP GROUP PLC SPON ADR NEW 92930930 983 19200 SH SHARED 10 19200 D WPS RESOURCES CORP COM 92931B10 1206 26040 SH SHARED 26040 D WPS RESOURCES CORP COM 92931B10 622 13431 SH SHARED 01 11432 1999 D WPS RESOURCES CORP COM 92931B10 588 12703 SH SHARED 02 12703 D WPS RESOURCES CORP COM 92931B10 7610 164200 SH SHARED 10 164200 D WSFS FINL CORP COM 92932810 449 9265 SH SHARED 9265 D WSFS FINL CORP COM 92932810 787 16208 SH SHARED 01 16208 D WSFS FINL CORP COM 92932810 10 211 SH SHARED 02 211 D WSFS FINL CORP COM 92932810 568 11700 SH SHARED 10 11700 D WABASH NATL CORP COM 92956610 921 33461 SH SHARED 33461 D WABASH NATL CORP COM 92956610 6510 236325 SH SHARED 01 203325 33000 D WABASH NATL CORP COM 92956610 103 3750 SH SHARED 02 3750 D WABASH NATL CORP COM 92956610 787 28600 SH SHARED 05 28600 D WABTEC CORP COM 92974010 692 38397 SH SHARED 38397 D WABTEC CORP COM 92974010 29 1645 SH SHARED 02 1645 D WACHOVIA CORP 2ND NEW COM 92990310 191229 4297302 SH SHARED 4215827 81475 D WACHOVIA CORP 2ND NEW COM 92990310 133915 3009335 SH SHARED 01 1591417 1417918 D WACHOVIA CORP 2ND NEW COM 92990310 5308 119288 SH SHR/OTHR 01 9939 109349 D WACHOVIA CORP 2ND NEW COM 92990310 40993 921211 SH SHARED 02 921211 D WACHOVIA CORP 2ND NEW COM 92990310 3115 70000 SH SHARED 04 70000 D WACHOVIA CORP 2ND NEW COM 92990310 25282 568154 SH SHARED 05 375100 193054 D WACHOVIA CORP 2ND NEW COM 92990310 4592 103198 SH SHARED 06 101198 2000 D WACHOVIA CORP 2ND NEW COM 92990310 1526 34300 SH SHARED 07 34300 D WACHOVIA CORP 2ND NEW COM 92990310 2060 46300 SH SHARED 09 46300 D WACHOVIA CORP 2ND NEW COM 92990310 216555 4866419 SH SHARED 10 4866419 D WACHOVIA CORP 2ND NEW COM 92990310 426 9592 SH SHARED 14 9592 D WADDELL & REED FINL INC CL A 93005910 53 2400 SH SHARED 2400 D WADDELL & REED FINL INC CL A 93005910 10483 474172 SH SHARED 474172 D WADDELL & REED FINL INC CL A 93005910 502 22745 SH SHARED 01 22355 390 D WADDELL & REED FINL INC CL A 93005910 1156 52322 SH SHARED 02 52322 D WAL MART STORES INC COM 93114210 432 8204 SH SHARED 8204 D WAL MART STORES INC COM 93114210 1161261 22010259 SH SHARED 21863956 146303 D WAL MART STORES INC COM 93114210 195809 3711316 SH SHARED 01 1597079 2114237 D WAL MART STORES INC COM 93114210 39859 755491 SH SHR/OTHR 01 109750 645741 D WAL MART STORES INC COM 93114210 118804 2251793 SH SHARED 02 2251793 D WAL MART STORES INC COM 93114210 6515 123500 SH SHARED 03 123500 D WAL MART STORES INC COM 93114210 1055 20000 SH SHARED 04 20000 D WAL MART STORES INC COM 93114210 30869 585096 SH SHARED 05 388666 196430 D WAL MART STORES INC COM 93114210 9845 186602 SH SHARED 06 182502 4100 D WAL MART STORES INC COM 93114210 1794 34007 SH SHARED 07 34007 D WAL MART STORES INC COM 93114210 2252 42700 SH SHARED 09 42700 D WAL MART STORES INC COM 93114210 323283 6127434 SH SHARED 10 6127434 D WAL MART STORES INC COM 93114210 1355 25683 SH SHARED 14 25683 D WALGREEN CO COM 93142210 105730 2919938 SH SHARED 2848938 71000 D WALGREEN CO COM 93142210 53666 1482094 SH SHARED 01 632440 849654 D WALGREEN CO COM 93142210 13649 376957 SH SHR/OTHR 01 11900 365057 D WALGREEN CO COM 93142210 18242 503795 SH SHARED 02 503795 D WALGREEN CO COM 93142210 480 13278 SH SHARED 05 8400 4878 D WALGREEN CO COM 93142210 650 17970 SH SHARED 06 16170 1800 D WALGREEN CO COM 93142210 86015 2375473 SH SHARED 10 2375473 D WALGREEN CO COM 93142210 273 7557 SH SHARED 14 7557 D WALTER INDS INC COM 93317Q10 707 51953 SH SHARED 51953 D WALTER INDS INC COM 93317Q10 683 50180 SH SHARED 01 50180 D WALTER INDS INC COM 93317Q10 536 39421 SH SHARED 02 39421 D WALTER INDS INC COM 93317Q10 310 22800 SH SHARED 10 22800 D WARNACO GROUP INC COM NEW 93439040 942 44292 SH SHARED 44292 D WARNACO GROUP INC COM NEW 93439040 9 440 SH SHARED 02 440 D WARWICK CMNTY BANCORP INC COM 93655910 26 820 SH SHARED 820 D WARWICK CMNTY BANCORP INC COM 93655910 6 203 SH SHARED 01 203 D WARWICK CMNTY BANCORP INC COM 93655910 132 4148 SH SHARED 02 4148 D WARWICK VALLEY TEL CO COM 93675010 117 5508 SH SHARED 5508 D WARWICK VALLEY TEL CO COM 93675010 167 7873 SH SHARED 02 7873 D WASHINGTON FED INC COM 93882410 1140 47537 SH SHARED 47537 D WASHINGTON FED INC COM 93882410 582 24289 SH SHARED 01 24289 D WASHINGTON FED INC COM 93882410 633 26379 SH SHARED 02 26379 D WASHINGTON FED INC COM 93882410 1068 44513 SH SHARED 14 44513 D WASHINGTON GROUP INTL INC COM NEW 93886220 2719 75786 SH SHARED 75786 D WASHINGTON GROUP INTL INC COM NEW 93886220 8 228 SH SHARED 02 228 D WASHINGTON MUT INC COM 93932210 629 16300 SH SHARED 16300 D WASHINGTON MUT INC COM 93932210 152174 3938272 SH SHARED 3909716 28556 D WASHINGTON MUT INC COM 93932210 28399 734978 SH SHARED 01 326711 408267 D WASHINGTON MUT INC COM 93932210 4177 108108 SH SHR/OTHR 01 10750 97358 D WASHINGTON MUT INC COM 93932210 19360 501051 SH SHARED 02 501051 D WASHINGTON MUT INC COM 93932210 2836 73400 SH SHARED 04 73400 D WASHINGTON MUT INC COM 93932210 169 4396 SH SHARED 05 850 3546 D WASHINGTON MUT INC COM 93932210 3641 94250 SH SHARED 06 92550 1700 D WASHINGTON MUT INC COM 93932210 50 1300 SH SHARED 07 1300 D WASHINGTON MUT INC COM 93932210 306831 7940775 SH SHARED 10 7940775 D WASHINGTON MUT INC COM 93932210 4564 118139 SH SHARED 14 118139 D WASHINGTON POST CO CL B 93964010 4653 5004 SH SHARED 5004 D WASHINGTON POST CO CL B 93964010 6658 7160 SH SHARED 01 3034 4126 D WASHINGTON POST CO CL B 93964010 2139 2300 SH SHR/OTHR 01 500 1800 D WASHINGTON POST CO CL B 93964010 2968 3192 SH SHARED 02 3192 D WASHINGTON POST CO CL B 93964010 46 50 SH SHARED 06 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WASTE MGMT INC DEL COM 94106L10 26 870 SH SHR/OTHR 01 870 D WASTE MGMT INC DEL COM 94106L10 15240 497249 SH SHARED 02 497249 D WASTE MGMT INC DEL COM 94106L10 102 3351 SH SHARED 05 500 2851 D WASTE MGMT INC DEL COM 94106L10 302 9875 SH SHARED 06 9175 700 D WASTE MGMT INC DEL COM 94106L10 6998 228337 SH SHARED 10 228337 D WASTE MGMT INC DEL COM 94106L10 171 5600 SH SHARED 14 5600 D WATCHGUARD TECHNOLOGIES INC COM 94110510 455 63074 SH SHARED 63074 D WATCHGUARD TECHNOLOGIES INC COM 94110510 80 11174 SH SHARED 01 11174 D WATCHGUARD TECHNOLOGIES INC COM 94110510 34 4725 SH SHARED 02 4725 D WATCHGUARD TECHNOLOGIES INC COM 94110510 70 9800 SH SHARED 10 9800 D WATER PIK TECHNOLOGIES INC COM 94113U10 157 9500 SH SHARED 9500 D WATERS CORP COM 94184810 21152 442700 SH SHARED 396925 45775 D WATERS CORP COM 94184810 1653 34612 SH SHR/OTHR 34612 D WATERS CORP COM 94184810 51608 1080124 SH SHARED 01 646970 1300 431854 D WATERS CORP COM 94184810 435 9112 SH SHR/OTHR 01 9112 D WATERS CORP COM 94184810 3648 76358 SH SHARED 02 76358 D WATERS CORP COM 94184810 19 410 SH SHARED 05 410 D WATERS CORP COM 94184810 54 1150 SH SHARED 06 1150 D WATERS CORP COM 94184810 60592 1268148 SH SHARED 10 1268148 D WATERS CORP COM 94184810 172 3600 SH SHARED 14 3600 D WATSCO INC COM 94262220 683 24366 SH SHARED 24366 D WATSCO INC COM 94262220 523 18637 SH SHARED 01 18637 D WATSCO INC COM 94262220 764 27228 SH SHARED 02 27228 D WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC 19435 20610000 PRN SHARED 20610000 D WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC 5 5500 PRN SHARED 01 5500 D WATSON PHARMACEUTICALS INC COM 94268310 10256 381299 SH SHARED 381299 D WATSON PHARMACEUTICALS INC COM 94268310 371 13803 SH SHR/OTHR 13803 D WATSON PHARMACEUTICALS INC COM 94268310 1649 61328 SH SHARED 01 51728 8600 1000 D WATSON PHARMACEUTICALS INC COM 94268310 107 4000 SH SHR/OTHR 01 4000 D WATSON PHARMACEUTICALS INC COM 94268310 4343 161476 SH SHARED 02 160976 500 D WATSON PHARMACEUTICALS INC COM 94268310 8 332 SH SHARED 05 332 D WATSON PHARMACEUTICALS INC COM 94268310 3887 144515 SH SHARED 10 144515 D WATSON WYATT & CO HLDGS CL A 94271210 2987 112106 SH SHARED 112106 D WATSON WYATT & CO HLDGS CL A 94271210 305 11452 SH SHARED 01 11452 D WATSON WYATT & CO HLDGS CL A 94271210 190 7161 SH SHARED 02 7161 D WATTS WATER TECHNOLOGIES INC CL A 94274910 1143 42412 SH SHARED 42412 D WATTS WATER TECHNOLOGIES INC CL A 94274910 90 3358 SH SHARED 01 3358 D WATTS WATER TECHNOLOGIES INC CL A 94274910 0 28 SH SHARED 02 28 D WATTS WATER TECHNOLOGIES INC CL A 94274910 45 1700 SH SHARED 10 1700 D WAUSAU-MOSINEE PAPER CORP COM 94331510 866 50094 SH SHARED 50094 D WAUSAU-MOSINEE PAPER CORP COM 94331510 33 1964 SH SHARED 01 1964 D WAUSAU-MOSINEE PAPER CORP COM 94331510 0 44 SH SHARED 02 44 D WAVE SYSTEMS CORP CL A 94352610 0 7 SH SHARED 7 D WAVECOM S A SPONSORED ADR 94353110 5 793 SH SHARED 793 D WAYNE BANCORP INC OHIO COM 94429310 2 102 SH SHARED 102 D WAYNE BANCORP INC OHIO COM 94429310 256 9062 SH SHARED 02 9062 D WAYPOINT FINL CORP COM 94675610 848 30741 SH SHARED 30741 D WAYPOINT FINL CORP COM 94675610 400 14523 SH SHARED 01 14523 D WAYPOINT FINL CORP COM 94675610 210 7621 SH SHARED 02 7621 D WAYPOINT FINL CORP COM 94675610 47 1711 SH SHARED 10 1711 D WEATHERFORD INTL INC DBCV 6/3 947074AB 35194 55776500 PRN SHARED 55776500 D WEATHERFORD INTL INC DBCV 6/3 947074AB 1302 2064000 PRN SHARED 02 2064000 D WEBEX COMMUNICATIONS INC COM 94767L10 680 31253 SH SHARED 31253 D WEBEX COMMUNICATIONS INC COM 94767L10 2558 117600 SH SHARED 01 117600 D WEBEX COMMUNICATIONS INC COM 94767L10 0 24 SH SHARED 02 24 D WEBEX COMMUNICATIONS INC COM 94767L10 391 18000 SH SHARED 10 18000 D WEBMETHODS INC COM 94768C10 2205 257333 SH SHARED 257333 D WEBMETHODS INC COM 94768C10 363 42404 SH SHARED 01 42404 D WEBMETHODS INC COM 94768C10 0 48 SH SHARED 02 48 D WEBSENSE INC COM 94768410 819 22000 SH SHARED 22000 D WEBSENSE INC COM 94768410 3030 81400 SH SHARED 01 81400 D WEBSENSE INC COM 94768410 92 2475 SH SHARED 02 2475 D WEBSENSE INC COM 94768410 2419 65000 SH SHARED 04 65000 D WEBSENSE INC COM 94768410 573 15400 SH SHARED 10 15400 D WEBMD CORP NOTE 3.250% 4/0 94769MAC 0 500 PRN SHARED 01 500 D WEBMD CORP COM 94769M10 214 22996 SH SHARED 22996 D WEBMD CORP COM 94769M10 186 20000 SH SHR/OTHR 20000 D WEBMD CORP COM 94769M10 294 31617 SH SHARED 01 11117 20500 D WEBMD CORP COM 94769M10 355 38121 SH SHARED 02 38121 D WEBMD CORP COM 94769M10 1864 200000 SH SHARED 04 200000 D WEBSTER FINL CORP CONN COM 94789010 7720 164200 SH SHARED 164200 D WEBSTER FINL CORP CONN COM 94789010 781 16618 SH SHARED 01 16618 D WEBSTER FINL CORP CONN COM 94789010 859 18269 SH SHARED 02 18269 D WEBSTER FINL CORP CONN COM 94789010 8882 188900 SH SHARED 10 188900 D WEIGHT WATCHERS INTL INC NEW COM 94862610 65 1683 SH SHARED 1683 D WEIGHT WATCHERS INTL INC NEW COM 94862610 20 517 SH SHARED 01 517 D WEIGHT WATCHERS INTL INC NEW COM 94862610 262 6714 SH SHARED 02 6714 D WEIGHT WATCHERS INTL INC NEW COM 94862610 3131 80000 SH SHARED 04 80000 D WEIGHT WATCHERS INTL INC NEW COM 94862610 50 1279 SH SHARED 14 1279 D WEINGARTEN RLTY INVS SH BEN INT 94874110 13 439 SH SHARED 439 D WEINGARTEN RLTY INVS SH BEN INT 94874110 70 2250 SH SHARED 01 1575 675 D WEINGARTEN RLTY INVS SH BEN INT 94874110 91 2925 SH SHR/OTHR 01 2925 D WEINGARTEN RLTY INVS SH BEN INT 94874110 253 8111 SH SHARED 02 8111 D WEINGARTEN RLTY INVS SH BEN INT 94874110 5461 174600 SH SHARED 10 174600 D WEINGARTEN RLTY INVS SH BEN INT 94874110 12308 393500 SH SHARED 11 393500 D WEIS MKTS INC COM 94884910 460 13143 SH SHARED 13143 D WEIS MKTS INC COM 94884910 30 857 SH SHARED 01 857 D WEIS MKTS INC COM 94884910 80 2295 SH SHARED 02 2295 D WELLCHOICE INC COM 94947510 910 21987 SH SHARED 21987 D WELLCHOICE INC COM 94947510 774 18700 SH SHR/OTHR 18700 D WELLCHOICE INC COM 94947510 178 4313 SH SHARED 01 4313 D WELLCHOICE INC COM 94947510 184 4455 SH SHARED 02 4455 D WELLCHOICE INC COM 94947510 5154 124500 SH SHARED 10 124500 D WELLMAN INC COM 94970210 362 44542 SH SHARED 44542 D WELLMAN INC COM 94970210 52 6420 SH SHARED 02 6420 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 236067 2107560 SH SHARED 2106460 1100 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 28937 258344 SH SHARED 01 71103 5305 181936 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 961 8580 SH SHR/OTHR 01 8580 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 17448 155776 SH SHARED 02 155776 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 11975 106913 SH SHARED 05 70751 36162 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 326 2918 SH SHARED 06 2568 350 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 719 6420 SH SHARED 07 6420 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 974 8700 SH SHARED 09 8700 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 114936 1026124 SH SHARED 10 1026124 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 161 1444 SH SHARED 14 1444 D WELLS FARGO & CO NEW DBCV 5/0 949746FA 9608 9725000 PRN SHARED 02 9725000 D WELLS FARGO & CO NEW COM 94974610 41 730 SH SHARED 730 D WELLS FARGO & CO NEW COM 94974610 297469 5197796 SH SHARED 5039063 158733 D WELLS FARGO & CO NEW COM 94974610 102175 1785341 SH SHARED 01 1056783 728558 D WELLS FARGO & CO NEW COM 94974610 23979 419004 SH SHR/OTHR 01 48170 370834 D WELLS FARGO & CO NEW COM 94974610 70460 1231184 SH SHARED 02 1231184 D WELLS FARGO & CO NEW COM 94974610 15177 265200 SH SHARED 03 265200 D WELLS FARGO & CO NEW COM 94974610 2706 47300 SH SHARED 04 47300 D WELLS FARGO & CO NEW COM 94974610 6505 113667 SH SHARED 05 52760 60907 D WELLS FARGO & CO NEW COM 94974610 3962 69241 SH SHARED 06 66941 2300 D WELLS FARGO & CO NEW COM 94974610 131 2300 SH SHARED 07 2300 D WELLS FARGO & CO NEW COM 94974610 76922 1344101 SH SHARED 10 1344101 D WELLS FARGO & CO NEW COM 94974610 9324 162922 SH SHARED 14 162922 D WELLSFORD REAL PPTYS INC COM NEW 95024020 233 15027 SH SHARED 15027 D WENDYS INTL INC COM 95059010 47589 1365958 SH SHARED 1365958 D WENDYS INTL INC COM 95059010 2215 63587 SH SHARED 01 63587 D WENDYS INTL INC COM 95059010 2238 64247 SH SHARED 02 64247 D WENDYS INTL INC COM 95059010 14 417 SH SHARED 05 417 D WENDYS INTL INC COM 95059010 34 1000 SH SHARED 06 1000 D WENDYS INTL INC COM 95059010 1531 43946 SH SHARED 10 43946 D WERNER ENTERPRISES INC COM 95075510 3021 143202 SH SHARED 143202 D WERNER ENTERPRISES INC COM 95075510 675 32019 SH SHARED 01 32019 D WERNER ENTERPRISES INC COM 95075510 1220 57846 SH SHARED 02 57846 D WESBANCO INC COM 95081010 567 19471 SH SHARED 19471 D WESBANCO INC COM 95081010 139 4797 SH SHARED 01 4797 D WESBANCO INC COM 95081010 126 4331 SH SHARED 02 4331 D WESBANCO INC COM 95081010 104 3600 SH SHARED 10 3600 D WESCO FINL CORP COM 95081710 217 600 SH SHARED 01 600 D WESCO FINL CORP COM 95081710 76 211 SH SHARED 02 211 D WESCO INTL INC COM 95082P10 348 18955 SH SHARED 18955 D WESCO INTL INC COM 95082P10 0 24 SH SHARED 02 24 D WEST BANCORPORATION INC CAP STK 95123P10 269 15400 SH SHARED 15400 D WEST BANCORPORATION INC CAP STK 95123P10 50 2878 SH SHARED 02 2878 D WEST COAST BANCORP ORE NEW COM 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1800 SH SHR/OTHR 01 1800 D XEROX CORP COM 98412110 5833 402279 SH SHARED 02 402279 D XEROX CORP COM 98412110 152583 10523000 SH SHARED 04 10523000 D XEROX CORP COM 98412110 625 43124 SH SHARED 05 4640 38484 D XEROX CORP COM 98412110 10096 696300 SH SHARED 06 534800 161500 D XEROX CORP COM 98412110 4723 325740 SH SHARED 10 325740 D XEROX CORP COM 98412110 2701 186313 SH SHARED 14 186313 D XEROX CORP PFD CONV SER C 98412150 34953 264000 SH SHARED 264000 D XEROX CORP PFD CONV SER C 98412150 44754 338027 SH SHARED 02 338027 D XYBERNAUT CORP COM 98414910 358 210941 SH SHARED 210941 D XYBERNAUT CORP COM 98414910 32 18972 SH SHARED 02 18972 D YPF SOCIEDAD ANONIMA SPON ADR CL D 98424510 50 1296 SH SHARED 1296 D YADKIN VY BK&TR CO ELKIN N C COM 98430810 143 11212 SH SHARED 02 11212 D YAHOO INC FRNT 4/0 984332AB 3754 2026000 PRN SHARED 02 2026000 D YAHOO INC COM 98433210 23 640 SH SHARED 640 D YAHOO INC COM 98433210 185937 5108176 SH SHARED 5034198 73978 D YAHOO INC COM 98433210 56799 1560428 SH SHARED 01 1058338 3200 498890 D YAHOO INC COM 98433210 339 9320 SH SHR/OTHR 01 8620 700 D YAHOO INC COM 98433210 54482 1496759 SH SHARED 02 1496759 D YAHOO INC COM 98433210 44226 1215000 SH SHARED 04 1215000 D YAHOO INC COM 98433210 16311 448112 SH SHARED 05 294900 153212 D YAHOO INC COM 98433210 2262 62170 SH SHARED 06 60370 1800 D YAHOO INC COM 98433210 920 25300 SH SHARED 07 25300 D YAHOO INC COM 98433210 1317 36200 SH SHARED 09 36200 D YAHOO INC COM 98433210 104034 2858091 SH SHARED 10 2858091 D YAHOO INC COM 98433210 2185 60049 SH SHARED 14 60049 D YANKEE CANDLE INC COM 98475710 1618 55336 SH SHARED 55336 D YANKEE CANDLE INC COM 98475710 5265 180030 SH SHARED 01 180030 D YANKEE CANDLE INC COM 98475710 9 332 SH SHARED 02 332 D YANKEE CANDLE INC COM 98475710 1348 46100 SH SHARED 10 46100 D YANZHOU COAL MNG CO LTD SPON ADR H SHS 98484610 62 1160 SH SHARED 1160 D XICOR INC COM 98490310 423 28008 SH SHARED 28008 D XICOR INC COM 98490310 159 10518 SH SHARED 01 10518 D XICOR INC COM 98490310 9 624 SH SHARED 02 624 D YARDVILLE NATL BANCORP COM 98502110 207 8334 SH SHARED 8334 D YARDVILLE NATL BANCORP COM 98502110 105 4233 SH SHARED 01 4233 D YARDVILLE NATL BANCORP COM 98502110 33 1337 SH SHARED 02 1337 D YARDVILLE NATL BANCORP COM 98502110 39 1600 SH SHARED 10 1600 D YELLOW CORP NOTE 5.000% 8/0 985509AN 42016 31054000 PRN SHARED 31054000 D YELLOW CORP NOTE 3.375%11/2 985509AQ 13700 11750000 PRN SHARED 11750000 D YELLOW ROADWAY CORP COM 98557710 14524 364398 SH SHARED 364398 D YELLOW ROADWAY CORP COM 98557710 1195 30000 SH SHR/OTHR 30000 D YELLOW ROADWAY CORP COM 98557710 1934 48530 SH SHARED 01 48530 D YELLOW ROADWAY CORP COM 98557710 7303 183239 SH SHARED 02 183239 D YELLOW ROADWAY CORP COM 98557710 6572 164899 SH SHARED 10 164899 D YORK INTL CORP NEW COM 98667010 2776 67596 SH SHARED 67596 D YORK INTL CORP NEW COM 98667010 481 11733 SH SHARED 01 11733 D YORK INTL CORP NEW COM 98667010 387 9444 SH SHARED 02 9444 D YORK INTL CORP NEW COM 98667010 5170 125900 SH SHARED 10 125900 D YORK WTR CO COM 98718410 412 22393 SH SHARED 01 22393 D YOUNG BROADCASTING INC CL A 98743410 212 16181 SH SHARED 16181 D YOUNG BROADCASTING INC CL A 98743410 32 2493 SH SHARED 01 2493 D YOUNG BROADCASTING INC CL A 98743410 12 942 SH SHARED 02 942 D YOUNG INNOVATIONS INC COM 98752010 193 7616 SH SHARED 7616 D YOUNG INNOVATIONS INC COM 98752010 17 689 SH SHARED 01 689 D YOUNG INNOVATIONS INC COM 98752010 0 4 SH SHARED 02 4 D YUM BRANDS INC COM 98849810 49238 1322900 SH SHARED 1313356 9544 D YUM BRANDS INC COM 98849810 20215 543129 SH SHARED 01 234609 480 308040 D YUM BRANDS INC COM 98849810 1499 40274 SH SHR/OTHR 01 4332 35942 D YUM BRANDS INC COM 98849810 6524 175283 SH SHARED 02 175283 D YUM BRANDS INC COM 98849810 18554 498500 SH SHARED 03 498500 D YUM BRANDS INC COM 98849810 2125 57100 SH SHARED 04 57100 D YUM BRANDS INC COM 98849810 7516 201950 SH SHARED 05 170910 31040 D YUM BRANDS INC COM 98849810 158 4250 SH SHARED 06 3250 1000 D YUM BRANDS INC COM 98849810 43750 1175452 SH SHARED 10 1175452 D YUM BRANDS INC COM 98849810 89 2400 SH SHARED 14 2400 D Z TEL TECHNOLOGIES INC COM 98879210 1 1285 SH SHARED 1285 D ZALE CORP NEW COM 98885810 2982 109397 SH SHARED 109397 D ZALE CORP NEW COM 98885810 4281 157049 SH SHARED 01 156659 390 D ZALE CORP NEW COM 98885810 19 707 SH SHR/OTHR 01 707 D ZALE CORP NEW COM 98885810 359 13175 SH SHARED 02 13175 D ZALE CORP NEW COM 98885810 4208 154400 SH SHARED 10 154400 D ZEBRA TECHNOLOGIES CORP CL A 98920710 4016 46166 SH SHARED 46166 D ZEBRA TECHNOLOGIES CORP CL A 98920710 10250 117820 SH SHARED 01 117820 D ZEBRA TECHNOLOGIES CORP CL A 98920710 26 300 SH SHR/OTHR 01 300 D ZEBRA TECHNOLOGIES CORP CL A 98920710 4037 46410 SH SHARED 02 46410 D ZEBRA TECHNOLOGIES CORP CL A 98920710 2610 30000 SH SHARED 04 30000 D ZEBRA TECHNOLOGIES CORP CL A 98920710 16918 194470 SH SHARED 10 194470 D ZENITH NATL INS CORP COM 98939010 2777 57143 SH SHARED 57143 D ZENITH NATL INS CORP COM 98939010 2168 44610 SH SHARED 01 44610 D ZENITH NATL INS CORP COM 98939010 0 12 SH SHARED 02 12 D ZENITH NATL INS CORP COM 98939010 821 16900 SH SHARED 10 16900 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 565 144964 SH SHARED 144964 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 64 16656 SH SHARED 01 16656 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 1 301 SH SHARED 02 301 D ZILA INC COM PAR $0.01 98951320 212 43300 SH SHARED 43300 D ZIMMER HLDGS INC COM 98956P10 206716 2343721 SH SHARED 2343121 600 D ZIMMER HLDGS INC COM 98956P10 1320 14975 SH SHR/OTHR 14975 D ZIMMER HLDGS INC COM 98956P10 51860 587991 SH SHARED 01 295140 5300 287551 D ZIMMER HLDGS INC COM 98956P10 29974 339851 SH SHR/OTHR 01 37665 302186 D ZIMMER HLDGS INC COM 98956P10 11239 127432 SH SHARED 02 127432 D ZIMMER HLDGS INC COM 98956P10 2866 32500 SH SHARED 04 32500 D ZIMMER HLDGS INC COM 98956P10 1147 13015 SH SHARED 05 1010 12005 D ZIMMER HLDGS INC COM 98956P10 277 3150 SH SHARED 06 2750 400 D ZIMMER HLDGS INC COM 98956P10 138486 1570143 SH SHARED 10 1570143 D ZIMMER HLDGS INC COM 98956P10 227 2580 SH SHARED 14 2580 D ZINDART LTD SPONSORED ADR 98959710 7 1550 SH SHARED 1550 D ZIONS BANCORPORATION COM 98970110 32950 536212 SH SHARED 536212 D ZIONS BANCORPORATION COM 98970110 1304 21230 SH SHARED 01 21130 100 D ZIONS BANCORPORATION COM 98970110 2575 41909 SH SHARED 02 41909 D ZIONS BANCORPORATION COM 98970110 43 700 SH SHARED 06 700 D ZIONS BANCORPORATION COM 98970110 15562 253259 SH SHARED 10 253259 D ZIONS BANCORPORATION COM 98970110 1436 23382 SH SHARED 14 23382 D ZIX CORP COM 98974P10 184 23373 SH SHARED 23373 D ZIX CORP COM 98974P10 5 640 SH SHARED 02 640 D ZORAN CORP COM 98975F10 2476 134975 SH SHARED 134975 D ZORAN CORP COM 98975F10 510 27821 SH SHARED 01 27821 D ZORAN CORP COM 98975F10 24 1344 SH SHARED 02 1344 D ZOLTEK COS INC COM 98975W10 14 2049 SH SHARED 2049 D ZOLTEK COS INC COM 98975W10 3 507 SH SHARED 01 507 D ZOLTEK COS INC COM 98975W10 7 1000 SH SHR/OTHR 01 1000 D ZWEIG FD COM 98983410 32 6646 SH SHARED 6646 D ZWEIG TOTAL RETURN FD INC COM 98983710 1965 391600 SH SHARED 391600 D ZYMOGENETICS INC COM 98985T10 351 18500 SH SHARED 18500 D ZYMOGENETICS INC COM 98985T10 271 14300 SH SHR/OTHR 14300 D ZYMOGENETICS INC COM 98985T10 1 67 SH SHARED 02 67 D ZYMOGENETICS INC COM 98985T10 4300 226361 SH SHARED 04 226361 D ZYMOGENETICS INC COM 98985T10 182 9618 SH SHARED 06 9618 D ZYMOGENETICS INC COM 98985T10 182 9618 SH SHARED 10 9618 D ZYMOGENETICS INC COM 98985T10 57 3000 SH SHARED 14 3000 D ZYGO CORP COM 98985510 380 34043 SH SHARED 34043 D ZYGO CORP COM 98985510 1735 155095 SH SHARED 01 155095 D ZYGO CORP COM 98985510 140 12562 SH SHARED 02 12562 D ZYGO CORP COM 98985510 1709 152800 SH SHARED 10 152800 D ZOLL MED CORP COM 98992210 471 13430 SH SHARED 13430 D ZOLL MED CORP COM 98992210 14 400 SH SHARED 01 400 D ZOLL MED CORP COM 98992210 0 8 SH SHARED 02 8 D ZOLL MED CORP COM 98992210 39 1130 SH SHARED 10 1130 D ZOMAX INC MINN COM 98992910 49 13168 SH SHARED 13168 D ZOMAX INC MINN COM 98992910 12 3265 SH SHARED 01 3265 S REPORT SUMMARY 17486 DATA RECORDS 208892212 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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