-----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, NUTn0kPZvBHHNjA45nc4NY8lVRXyVUeFV2z0A7zsHZTR6o+0fh/HA37ag8X35sVx rS5VHm4xYNczOIT5+W5Lug== 0000948046-04-000171.txt : 20040528 0000948046-04-000171.hdr.sgml : 20040528 20040528132046 ACCESSION NUMBER: 0000948046-04-000171 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040331 FILED AS OF DATE: 20040528 EFFECTIVENESS DATE: 20040528 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: 04837678 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 taperept033104a.txt 13F REVISION 1 03/31/04 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: MARCH 31, 2004 Check here if Amendment { }; Amendment Number: This Amendment (Check only one.): { } is a restatement. {x} adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Deutsche Bank Aktiengesellschaft Address: Taunusanlage 12 60325 Frankfurt am Main, Germany 13F File Number: The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Jeffrey Ruiz Title: Vice President Phone: 212-250-3667 Signature, Place, and Date of Signing: Jeffrey Ruiz New York, New York May 28, 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: 17405 Form 13F Information Table Value Total: 205056660 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 CELANESE AG ORD D1497A10 80452 1981585 SH SHARED 861314 1120271 D CELANESE AG ORD D1497A10 65 1607 SH SHARED 01 607 1000 D CELANESE AG ORD D1497A10 40 1000 SH SHARED 02 1000 D DAIMLERCHRYSLER AG ORD D1668R12 725 17374 SH SHARED 17374 D DAIMLERCHRYSLER AG ORD D1668R12 11561434276986938 SH SHARED 274524292 2462646 D DAIMLERCHRYSLER AG ORD D1668R12 4651 111431 SH SHARED 01 96953 14478 D DAIMLERCHRYSLER AG ORD D1668R12 11 274 SH SHR/OTHR 01 274 D DAIMLERCHRYSLER AG ORD D1668R12 24270 581461 SH SHARED 02 581461 D DAIMLERCHRYSLER AG ORD D1668R12 95408 2285790 SH SHARED 04 2285790 D DAIMLERCHRYSLER AG ORD D1668R12 1044 25025 SH SHARED 05 25025 D DAIMLERCHRYSLER AG ORD D1668R12 163434 3915534 SH SHARED 06 3721484 194050 D DAIMLERCHRYSLER AG ORD D1668R12 1259 30176 SH SHARED 10 30176 D DAIMLERCHRYSLER AG ORD D1668R12 7001 167750 SH SHARED 14 167750 D DEUTSCHE BANK AG NAMEN ORD D1819089 2269 27191 SH SHARED 10 27181 D DEUTSCHE BANK AG NAMEN ORD D1819089 2628199 31482982 SH SHARED 28555035 2927947 D DEUTSCHE BANK AG NAMEN ORD D1819089 2886 34583 SH SHARED 01 22150 12433 D DEUTSCHE BANK AG NAMEN ORD D1819089 6345 76012 SH SHARED 02 76012 D DEUTSCHE BANK AG NAMEN ORD D1819089 902667 10812983 SH SHARED 04 10812983 D DEUTSCHE BANK AG NAMEN ORD D1819089 29043 347905 SH SHARED 05 250625 97280 D DEUTSCHE BANK AG NAMEN ORD D1819089 331306 3968690 SH SHARED 06 3744990 223700 D DEUTSCHE BANK AG NAMEN ORD D1819089 901 10800 SH SHARED 09 10800 D DEUTSCHE BANK AG NAMEN ORD D1819089 6354 76123 SH SHARED 10 76123 D DEUTSCHE BANK AG NAMEN ORD D1819089 9198 110184 SH SHARED 14 110184 D ACE LTD ORD G0070K10 86273 2022355 SH SHARED 1931755 90600 D ACE LTD ORD G0070K10 2026 47508 SH SHARED 01 6785 40723 D ACE LTD ORD G0070K10 4940 115803 SH SHARED 02 115803 D ACE LTD ORD G0070K10 59 1385 SH SHARED 05 1385 D ACE LTD ORD G0070K10 398 9342 SH SHARED 06 9342 D ACE LTD ORD G0070K10 4966 116426 SH SHARED 10 116426 D AMDOCS LTD ORD G0260210 964 34693 SH SHARED 34693 D AMDOCS LTD ORD G0260210 1155 41582 SH SHARED 02 41582 D ANNUITY AND LIFE RE HLDGS ORD G0391010 64 60513 SH SHARED 60513 D ANNUITY AND LIFE RE HLDGS ORD G0391010 12 12087 SH SHARED 01 12087 D ANNUITY AND LIFE RE HLDGS ORD G0391010 149 139600 SH SHARED 02 139600 D APEX SILVER MINES LTD ORD G0407410 2075 92017 SH SHARED 92017 D APEX SILVER MINES LTD ORD G0407410 1015 45000 SH SHARED 01 45000 D ARCH CAP GROUP LTD ORD G0450A10 15 367 SH SHARED 367 D ARCH CAP GROUP LTD ORD G0450A10 3 90 SH SHARED 01 90 D ARCH CAP GROUP LTD ORD G0450A10 137 3275 SH SHARED 02 3275 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 28 1100 SH SHARED 1100 D AXIS CAPITAL HOLDINGS SHS G0692U10 5652 191300 SH SHARED 01 191300 D AXIS CAPITAL HOLDINGS SHS G0692U10 41 1420 SH SHARED 05 1420 D AXIS CAPITAL HOLDINGS SHS G0692U10 6199 209780 SH SHARED 10 209780 D ACCENTURE LTD BERMUDA CL A G1150G11 561 22622 SH SHARED 16722 5900 D ACCENTURE LTD BERMUDA CL A G1150G11 16099 649175 SH SHARED 01 640500 8675 D ACCENTURE LTD BERMUDA CL A G1150G11 488 19702 SH SHARED 02 19702 D BUNGE LIMITED COM G1696210 2709 67372 SH SHARED 67372 D BUNGE LIMITED COM G1696210 1130 28107 SH SHARED 01 28107 D BUNGE LIMITED COM G1696210 3418 85006 SH SHARED 02 85006 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 61 3286 SH SHARED 3286 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 15 814 SH SHARED 01 814 D CHINADOTCOM CORP CL A G2108N10 2373 273773 SH SHARED 273773 D CHINADOTCOM CORP CL A G2108N10 4 500 SH SHR/OTHR 01 500 D CHINA YUCHAI INTL LTD COM G2108210 16365 817883 SH SHARED 436783 381100 D CHINA YUCHAI INTL LTD COM G2108210 750 37500 SH SHR/OTHR 01 37500 D COOPER INDS LTD CL A G2418210 14220 248692 SH SHARED 248692 D COOPER INDS LTD CL A G2418210 4087 71479 SH SHARED 01 1401 70078 D COOPER INDS LTD CL A G2418210 114 2000 SH SHR/OTHR 01 2000 D COOPER INDS LTD CL A G2418210 1929 33739 SH SHARED 02 33739 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 949 26708 SH SHARED 26708 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 99 2792 SH SHARED 01 2792 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 568 16000 SH SHARED 02 16000 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 1894 53300 SH SHARED 10 53300 D XCELERA INC COM G3161110 16 7537 SH SHARED 7537 D XCELERA INC COM G3161110 2 1063 SH SHARED 01 1063 D EVEREST RE GROUP LTD COM G3223R10 187 2200 SH SHARED 2200 D EVEREST RE GROUP LTD COM G3223R10 1120 13115 SH SHARED 13115 D EVEREST RE GROUP LTD COM G3223R10 1254 14683 SH SHARED 01 633 14050 D EVEREST RE GROUP LTD COM G3223R10 1407 16468 SH SHARED 02 16468 D FRESH DEL MONTE PRODUCE INC ORD G3673810 999 38785 SH SHARED 38785 D FRESH DEL MONTE PRODUCE INC ORD G3673810 112 4363 SH SHARED 01 4363 D FRESH DEL MONTE PRODUCE INC ORD G3673810 89 3485 SH SHARED 02 3485 D FRONTLINE LTD ORD G3682E12 557 19313 SH SHARED 19313 D GARMIN LTD ORD G3726010 5171 121090 SH SHARED 121090 D GARMIN LTD ORD G3726010 218 5119 SH SHARED 01 5119 D GARMIN LTD ORD G3726010 75 1759 SH SHARED 02 1759 D GLOBAL CROSSING LTD SHS NEW G3921A17 1559 77950 SH SHARED 77950 D GLOBAL CROSSING LTD SHS NEW G3921A17 212 10609 SH SHARED 02 10609 D GLOBALSANTAFE CORP SHS G3930E10 3711 133652 SH SHARED 133652 D GLOBALSANTAFE CORP SHS G3930E10 21 765 SH SHARED 01 765 D GLOBALSANTAFE CORP SHS G3930E10 3924 141322 SH SHARED 02 141322 D GLOBALSANTAFE CORP SHS G3930E10 4032 145210 SH SHARED 03 145210 D GLOBALSANTAFE CORP SHS G3930E10 8747 315000 SH SHARED 04 315000 D GLOBALSANTAFE CORP SHS G3930E10 131 4730 SH SHARED 05 4730 D GLOBALSANTAFE CORP SHS G3930E10 2125 76550 SH SHARED 06 76550 D GLOBALSANTAFE CORP SHS G3930E10 690 24870 SH SHARED 10 24870 D GLOBALSANTAFE CORP SHS G3930E10 61 2200 SH SHARED 14 2200 D GLOBAL SOURCES LTD ORD G3930010 1 104 SH SHARED 02 104 D HELEN OF TROY CORP LTD COM G4388N10 341 11004 SH SHARED 11004 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 32946 487019 SH SHARED 485219 1800 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 2427 35876 SH SHARED 01 11704 24172 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 2161 31951 SH SHR/OTHR 01 31951 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 4928 72857 SH SHARED 02 72857 D IPC HLDGS LTD ORD G4933P10 199 5059 SH SHARED 5059 D IPC HLDGS LTD ORD G4933P10 16 430 SH SHARED 01 430 D IPC HLDGS LTD ORD G4933P10 37 942 SH SHARED 02 942 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 431 20292 SH SHARED 20292 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 297 14000 SH SHARED 01 14000 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 212 10000 SH SHR/OTHR 01 10000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 6307 140288 SH SHARED 140288 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 2553 56786 SH SHARED 01 4312 52474 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 30 674 SH SHR/OTHR 01 674 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1442 32093 SH SHARED 02 31893 200 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 938 20870 SH SHARED 10 20870 D MAX RE CAPITAL LTD HAMILTON SHS G6052F10 70 3105 SH SHARED 3105 D MONTPELIER RE HOLDINGS LTD SHS G6218510 18 500 SH SHARED 02 500 D NABORS INDUSTRIES LTD SHS G6359F10 16494 360525 SH SHARED 360525 D NABORS INDUSTRIES LTD SHS G6359F10 11750 256840 SH SHARED 01 182099 74741 D NABORS INDUSTRIES LTD SHS G6359F10 91 1997 SH SHR/OTHR 01 1997 D NABORS INDUSTRIES LTD SHS G6359F10 7256 158620 SH SHARED 02 158620 D NOBLE CORPORATION SHS G6542210 13428 349518 SH SHARED 349518 D NOBLE CORPORATION SHS G6542210 5695 148232 SH SHARED 01 75544 72688 D NOBLE CORPORATION SHS G6542210 1062 27645 SH SHR/OTHR 01 2400 25245 D NOBLE CORPORATION SHS G6542210 3107 80883 SH SHARED 02 80883 D NORDIC AMERICAN TANKER SHIPP COM G6577310 813 31788 SH SHARED 31788 D NORDIC AMERICAN TANKER SHIPP COM G6577310 15 600 SH SHARED 02 600 D OPENTV CORP CL A G6754310 231 71328 SH SHARED 71328 D OPENTV CORP CL A G6754310 5 1787 SH SHARED 02 1787 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 58 3266 SH SHARED 3266 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 14 809 SH SHARED 01 809 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 10 584 SH SHARED 584 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 1 116 SH SHARED 01 116 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 519 30335 SH SHARED 02 30335 D PARTNERRE LTD COM G6852T10 712 12618 SH SHARED 12618 D PARTNERRE LTD COM G6852T10 409 7246 SH SHARED 01 1646 5600 D PARTNERRE LTD COM G6852T10 33 600 SH SHR/OTHR 01 600 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 550 17170 SH SHARED 17170 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 11509 359100 SH SHARED 01 343200 15900 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 44 1400 SH SHARED 02 1400 D PXRE GROUP LTD COM G7301810 216 7735 SH SHARED 7735 D PXRE GROUP LTD COM G7301810 53 1918 SH SHARED 01 1918 D QIAO XING UNIVERSAL TELEPHON ORD G7303A10 327 29318 SH SHARED 29318 D RADICA GAMES LTD ORD G7342H10 9 1100 SH SHARED 02 1100 D RENAISSANCE RE HLDGS LTD COM G7496G10 62 1200 SH SHARED 1200 D RENAISSANCE RE HLDGS LTD COM G7496G10 493 9486 SH SHARED 9486 D RENAISSANCE RE HLDGS LTD COM G7496G10 674 12975 SH SHARED 01 675 12300 D RENAISSANCE RE HLDGS LTD COM G7496G10 46 900 SH SHR/OTHR 01 900 D RENAISSANCE RE HLDGS LTD COM G7496G10 197 3800 SH SHARED 02 3800 D SCOTTISH RE GROUP LTD ORD G7885T10 397 16423 SH SHARED 16423 D SCOTTISH RE GROUP LTD ORD G7885T10 9 377 SH SHARED 01 377 D SCOTTISH RE GROUP LTD ORD G7885T10 72 3000 SH SHR/OTHR 01 3000 D SCOTTISH RE GROUP LTD ORD G7885T10 495 20500 SH SHARED 02 20500 D SEAGATE TECHNOLOGY SHS G7945J10 3910 242442 SH SHARED 233642 8800 D SEAGATE TECHNOLOGY SHS G7945J10 4 278 SH SHARED 01 278 D SEAGATE TECHNOLOGY SHS G7945J10 3526 218624 SH SHARED 02 218624 D SINA CORP ORD G8147710 936 24766 SH SHARED 24766 D SINA CORP ORD G8147710 34 917 SH SHARED 02 917 D STEWART W P & CO LTD COM G8492210 270 13547 SH SHARED 13547 D STEWART W P & CO LTD COM G8492210 47 2403 SH SHARED 01 1878 525 D STEWART W P & CO LTD COM G8492210 54 2714 SH SHR/OTHR 01 2714 D STEWART W P & CO LTD COM G8492210 9 500 SH SHARED 02 500 D UTI WORLDWIDE INC ORD G8721010 63 1416 SH SHARED 02 1416 D HILFIGER TOMMY CORP ORD G8915Z10 2157 126899 SH SHARED 126899 D HILFIGER TOMMY CORP ORD G8915Z10 1819 107020 SH SHARED 02 107020 D HILFIGER TOMMY CORP ORD G8915Z10 306 18000 SH SHARED 14 18000 D TRANSOCEAN INC ORD G9007810 53053 1902236 SH SHARED 1902236 D TRANSOCEAN INC ORD G9007810 1192 42767 SH SHARED 01 29837 12930 D TRANSOCEAN INC ORD G9007810 329 11822 SH SHR/OTHR 01 1248 10574 D TRANSOCEAN INC ORD G9007810 14710 527464 SH SHARED 02 527464 D TSAKOS ENERGY NAVIGATION LTD SHS G9108L10 567 18800 SH SHARED 18800 D GOLAR LNG LTD BERMUDA SHS G9456A10 7 500 SH SHARED 01 500 D WEATHERFORD INTERNATIONAL LT COM G9508910 8052 191601 SH SHARED 188351 3250 D WEATHERFORD INTERNATIONAL LT COM G9508910 1068 25420 SH SHARED 01 25420 D WEATHERFORD INTERNATIONAL LT COM G9508910 3 79 SH SHR/OTHR 01 79 D WEATHERFORD INTERNATIONAL LT COM G9508910 2468 58733 SH SHARED 02 58733 D WHITE MTNS INS GROUP LTD COM G9618E10 143 274 SH SHARED 274 D WHITE MTNS INS GROUP LTD COM G9618E10 744 1419 SH SHARED 01 67 1352 D WHITE MTNS INS GROUP LTD COM G9618E10 7 15 SH SHARED 02 15 D WILLIS GROUP HOLDINGS LTD SHS G9665510 21509 578220 SH SHARED 578220 D WILLIS GROUP HOLDINGS LTD SHS G9665510 344 9257 SH SHARED 01 9257 D WILLIS GROUP HOLDINGS LTD SHS G9665510 29 800 SH SHR/OTHR 01 800 D WILLIS GROUP HOLDINGS LTD SHS G9665510 115 3099 SH SHARED 02 3099 D XOMA LTD ORD G9825R10 395 76908 SH SHARED 76908 D XOMA LTD ORD G9825R10 40 7818 SH SHARED 02 7818 D XOMA LTD ORD G9825R10 5461 1062500 SH SHARED 04 1062500 D XOMA LTD ORD G9825R10 66 13000 SH SHARED 06 13000 D XOMA LTD ORD G9825R10 66 13000 SH SHARED 10 13000 D XOMA LTD ORD G9825R10 56 11000 SH SHARED 14 11000 D XL CAP LTD CL A G9825510 30843 405627 SH SHARED 402527 3100 D XL CAP LTD CL A G9825510 67967 893838 SH SHARED 01 170921 722917 D XL CAP LTD CL A G9825510 11917 156725 SH SHR/OTHR 01 9435 147290 D XL CAP LTD CL A G9825510 6213 81719 SH SHARED 02 81719 D ALCON INC COM SHS H0130110 1750 27648 SH SHARED 27648 D ALCON INC COM SHS H0130110 1758 27775 SH SHARED 01 21200 6300 275 D ALCON INC COM SHS H0130110 850 13433 SH SHARED 02 13433 D UBS AG NAMEN AKT H8920M85 850 11418 SH SHARED 11418 D UBS AG NAMEN AKT H8920M85 1101 14786 SH SHARED 01 14786 D UBS AG NAMEN AKT H8920M85 3715 49875 SH SHARED 02 49875 D SBS BROADCASTING SA ORD L8137F10 649 18138 SH SHARED 18138 D SBS BROADCASTING SA ORD L8137F10 68 1922 SH SHARED 01 1922 D SBS BROADCASTING SA ORD L8137F10 85 2400 SH SHARED 02 2400 D ALVARION LTD SHS M0861T10 192 15166 SH SHARED 15166 D ALVARION LTD SHS M0861T10 854 67304 SH SHARED 02 67304 D AUDIOCODES LTD ORD M1534210 132 11445 SH SHARED 11445 D AUDIOCODES LTD ORD M1534210 32 2838 SH SHARED 01 2838 D AUDIOCODES LTD ORD M1534210 169 14604 SH SHARED 02 14604 D BACKWEB TECHNOLOGIES LTD ORD M1563310 9 10792 SH SHARED 10792 D ROBO GROUP TEK LTD SHS M2033010 2 2000 SH SHARED 01 2000 D CERAGON NETWORKS LTD ORD M2201310 2 437 SH SHARED 02 437 D CHECK POINT SOFTWARE TECH LT ORD M2246510 12153 534222 SH SHARED 534222 D CHECK POINT SOFTWARE TECH LT ORD M2246510 29175 1282418 SH SHARED 01 1109606 8600 164212 D CHECK POINT SOFTWARE TECH LT ORD M2246510 209 9230 SH SHR/OTHR 01 9230 D CHECK POINT SOFTWARE TECH LT ORD M2246510 327 14377 SH SHARED 02 14377 D CHECK POINT SOFTWARE TECH LT ORD M2246510 2545 111903 SH SHARED 05 111903 D CHECK POINT SOFTWARE TECH LT ORD M2246510 30828 1355100 SH SHARED 10 1355100 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1788 78620 SH SHARED 12 78620 D COMPUGEN LTD ORD M2572210 171 26391 SH SHARED 26391 D COMPUGEN LTD ORD M2572210 20 3118 SH SHARED 01 3118 D ELBIT SYS LTD ORD M3760D10 40 2254 SH SHARED 2254 D ELBIT SYS LTD ORD M3760D10 9 516 SH SHARED 01 516 D ELBIT SYS LTD ORD M3760D10 2 156 SH SHARED 14 156 D GILAT SATELLITE NETWORKS LTD SHS NEW M5147411 0 100 SH SHARED 100 D GIVEN IMAGING ORD SHS M5202010 109 3200 SH SHR/OTHR 3200 D GIVEN IMAGING ORD SHS M5202010 43 1258 SH SHARED 1258 D INTERNET GOLD-GOLDEN LINES L ORD M5659510 210 40501 SH SHARED 40501 D INTERNET GOLD-GOLDEN LINES L ORD M5659510 2 480 SH SHARED 01 480 D LANOPTICS LTD ORD M6706C10 63 7500 SH SHARED 7500 D LIPMAN ELECTRONIC ENGINEERIN ORD M6772H10 2940 62822 SH SHARED 62822 D LIPMAN ELECTRONIC ENGINEERIN ORD M6772H10 566 12100 SH SHARED 01 12100 D LIPMAN ELECTRONIC ENGINEERIN ORD M6772H10 294 6284 SH SHARED 02 6284 D LIPMAN ELECTRONIC ENGINEERIN ORD M6772H10 1638 35000 SH SHARED 05 35000 D LIPMAN ELECTRONIC ENGINEERIN ORD M6772H10 3107 66400 SH SHARED 10 66400 D MIND C T I LTD ORD M7024010 180 41984 SH SHARED 41984 D MIND C T I LTD ORD M7024010 44 10410 SH SHARED 01 10410 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 709 34718 SH SHARED 34718 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 28 1396 SH SHARED 02 1396 D OPTIBASE LTD ORD M7524R10 48 6804 SH SHARED 6804 D OPTIBASE LTD ORD M7524R10 12 1687 SH SHARED 01 1687 D ORBOTECH LTD ORD M7525310 158 6573 SH SHARED 6573 D ORBOTECH LTD ORD M7525310 7 292 SH SHARED 02 292 D ORCKIT COMMUNICATIONS LTD SHS NEW M7531S20 0 16 SH SHARED 16 D RADVISION LTD ORD M8186910 155 12146 SH SHARED 12146 D RADWARE LTD ORD M8187310 944 35561 SH SHARED 35561 D RADWARE LTD ORD M8187310 13 513 SH SHARED 01 513 D RADWARE LTD ORD M8187310 65 2452 SH SHARED 02 2452 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 121 2100 SH SHR/OTHR 2100 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 121 2098 SH SHARED 2098 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 1398 24120 SH SHARED 01 18120 5200 800 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 143 2478 SH SHARED 02 2478 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 3729 64320 SH SHARED 10 64320 D TECNOMATIX TECHNOLOGIES LTD ORD M8743P10 34 2485 SH SHARED 2485 D TECNOMATIX TECHNOLOGIES LTD ORD M8743P10 8 615 SH SHARED 01 615 D VERISITY LTD ORD M9738511 354 38437 SH SHARED 38437 D VERISITY LTD ORD M9738511 70 7671 SH SHARED 01 7671 D VOCALTEC COMMUNICATIONS LTD ORD M9760110 189 47694 SH SHARED 47694 D VOCALTEC COMMUNICATIONS LTD ORD M9760110 11 2814 SH SHARED 01 2814 D ASM INTL N V COM N0704510 34990 1583300 SH SHARED 1346200 237100 D ASM INTL N V COM N0704510 315 14293 SH SHARED 02 14293 D ASM INTL N V COM N0704510 1491 67500 SH SHARED 06 67500 D ASM INTL N V COM N0704510 663 30000 SH SHARED 10 30000 D ASML HLDG NV N Y SHS N0705911 12496 681744 SH SHARED 679844 1900 D ASML HLDG NV N Y SHS N0705911 18540 1011476 SH SHARED 01 972121 9300 30055 D ASML HLDG NV N Y SHS N0705911 1496 81661 SH SHARED 02 81661 D ASML HLDG NV N Y SHS N0705911 1833 100000 SH SHARED 04 100000 D ASML HLDG NV N Y SHS N0705911 21381 1166465 SH SHARED 10 1166465 D ASML HLDG NV N Y SHS N0705911 1515 82700 SH SHARED 14 82700 D CNH GLOBAL N V SHS NEW N2093520 393 21009 SH SHARED 21009 D CNH GLOBAL N V SHS NEW N2093520 14 772 SH SHARED 02 772 D CORE LABORATORIES N V COM N2271710 894 42207 SH SHARED 42207 D CORE LABORATORIES N V COM N2271710 58 2779 SH SHARED 01 2779 D CORE LABORATORIES N V COM N2271710 8 400 SH SHARED 02 400 D METRON TECHNOLOGY N V ORD N5665B10 0 75 SH SHARED 75 D METRON TECHNOLOGY N V ORD N5665B10 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PPTYS TR SH BEN INT 00173510 281 9955 SH SHARED 02 9955 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 18938 670390 SH SHARED 10 670390 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 60649 2146900 SH SHARED 11 2146900 D AMN HEALTHCARE SERVICES INC COM 00174410 849 46317 SH SHARED 46317 D AMN HEALTHCARE SERVICES INC COM 00174410 0 49 SH SHARED 01 49 D AMN HEALTHCARE SERVICES INC COM 00174410 304 16573 SH SHARED 02 16573 D AMR CORP COM 00176510 196 15400 SH SHARED 15400 D AMR CORP COM 00176510 715 56226 SH SHARED 56226 D AMR CORP COM 00176510 722 56775 SH SHARED 01 56775 D AMR CORP COM 00176510 25 2000 SH SHR/OTHR 01 2000 D AMR CORP COM 00176510 1896 148960 SH SHARED 02 148960 D AMR CORP COM 00176510 38 3000 SH SHARED 10 3000 D AMX CORP NEW COM 00180C10 69 7348 SH SHARED 7348 D AMX CORP NEW COM 00180C10 17 1822 SH SHARED 01 1822 D APAC CUSTOMER SERVICES INC COM 00185E10 123 42383 SH SHARED 42383 D APAC CUSTOMER SERVICES INC COM 00185E10 20 6946 SH SHARED 01 6946 D APAC CUSTOMER 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SH SHARED 10 476770 D AT&T CORP COM NEW 00195750 3999 204351 SH SHARED 14 204351 D A S V INC COM 00196310 54 1800 SH SHARED 1800 D A S V INC COM 00196310 1078 35500 SH SHARED 01 35500 D A S V INC COM 00196310 97 3203 SH SHARED 02 3203 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 668 336008 SH SHARED 336008 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 45 22742 SH SHARED 01 22742 D ASA LTD COM 00205010 5650 130493 SH SHARED 129493 1000 D ASA LTD COM 00205010 22 515 SH SHARED 01 515 D ATMI INC NOTE 5.250%11/1 00207RAC 33775 25000000 PRN SHARED 25000000 D ATMI INC COM 00207R10 192 7300 SH SHARED 7300 D ATMI INC COM 00207R10 1061 40327 SH SHARED 01 36900 3427 D ATMI INC COM 00207R10 3923 149054 SH SHARED 02 149054 D ATMI INC COM 00207R10 4556 173127 SH SHARED 10 173127 D ASAT HLDGS LTD SPONSORED ADR 00208B10 94 37723 SH SHARED 37723 D ATS MED INC COM 00208310 106 20927 SH SHARED 20927 D ATS MED INC COM 00208310 26 5189 SH SHARED 01 5189 D AT&T WIRELESS SVCS INC COM 00209A10 382495 28103971 SH SHARED 21906246 6197725 D AT&T WIRELESS SVCS INC COM 00209A10 66965 4920296 SH SHARED 01 2005932 24700 2889664 D AT&T WIRELESS SVCS INC COM 00209A10 447 32914 SH SHR/OTHR 01 13410 19504 D AT&T WIRELESS SVCS INC COM 00209A10 71221 5233019 SH SHARED 02 5233019 D AT&T WIRELESS SVCS INC COM 00209A10 739 54300 SH SHARED 03 54300 D AT&T WIRELESS SVCS INC COM 00209A10 41558 3053558 SH SHARED 04 3053558 D AT&T WIRELESS SVCS INC COM 00209A10 34078 2503907 SH SHARED 05 2087788 416119 D AT&T WIRELESS SVCS INC COM 00209A10 691 50817 SH SHARED 06 47817 3000 D AT&T WIRELESS SVCS INC COM 00209A10 3473 255217 SH SHARED 07 255217 D AT&T WIRELESS SVCS INC COM 00209A10 2223 163400 SH SHARED 09 163400 D AT&T WIRELESS SVCS INC COM 00209A10 149467 10982177 SH SHARED 10 10982177 D AT&T WIRELESS SVCS INC COM 00209A10 819 60192 SH SHARED 14 60192 D ATA HOLDINGS CORP COM 00209H10 136 16385 SH SHARED 16385 D ATA HOLDINGS CORP COM 00209H10 13 1675 SH SHARED 01 1675 D ATA HOLDINGS CORP COM 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80197 SH SHARED 80197 D ACACIA RESH CORP ACACIA TCH COM 00388130 99 14755 SH SHARED 14755 D ACACIA RESH CORP ACACIA TCH COM 00388130 1451 215000 SH SHARED 04 215000 D ACACIA RESH CORP ACACIA TCH COM 00388130 103 15300 SH SHARED 06 15300 D ABITIBI-CONSOLIDATED INC COM 00392410 3865 545182 SH SHARED 476582 68600 D ABITIBI-CONSOLIDATED INC COM 00392410 72 10176 SH SHARED 01 10176 D ABITIBI-CONSOLIDATED INC COM 00392410 1637 230933 SH SHARED 02 230933 D ABITIBI-CONSOLIDATED INC COM 00392410 546 77100 SH SHARED 05 77100 D ABITIBI-CONSOLIDATED INC COM 00392410 353 49900 SH SHARED 06 47900 2000 D ABITIBI-CONSOLIDATED INC COM 00392410 24 3500 SH SHARED 10 3500 D ABITIBI-CONSOLIDATED INC COM 00392410 2106 297081 SH SHARED 14 297081 D ACADIA RLTY TR COM SH BEN INT 00423910 107 7600 SH SHARED 7600 D ACADIA RLTY TR COM SH BEN INT 00423910 231 16375 SH SHARED 02 16375 D ACAMBIS PLC SPONSORED ADR 00428610 88 6754 SH SHARED 6754 D ACAMBIS PLC SPONSORED ADR 00428610 17 1346 SH SHARED 01 1346 D ACAMBIS PLC SPONSORED ADR 00428610 1201 91535 SH SHARED 02 91535 D ACCLAIM ENTMT INC COM PAR $0.02 00432520 12 19591 SH SHARED 19591 D ACCREDITED HOME LENDRS HLDG COM 00437P10 543 13799 SH SHARED 13799 D ACCREDITED HOME LENDRS HLDG COM 00437P10 4745 120444 SH SHARED 01 120444 D ACCREDITED HOME LENDRS HLDG COM 00437P10 318 8085 SH SHARED 02 8085 D ACCREDITED HOME LENDRS HLDG COM 00437P10 1053 26744 SH SHARED 10 26744 D ACCREDO HEALTH INC COM 00437V10 1649 43302 SH SHARED 43302 D ACCREDO HEALTH INC COM 00437V10 426 11189 SH SHARED 01 11189 D ACCREDO HEALTH INC COM 00437V10 1064 27930 SH SHARED 02 27930 D ACCREDO HEALTH INC COM 00437V10 26 700 SH SHARED 10 700 D ACE CASH EXPRESS INC COM 00440310 106 3537 SH SHARED 3537 D ACE CASH EXPRESS INC COM 00440310 26 877 SH SHARED 01 877 D ACE CASH EXPRESS INC COM 00440310 174 5773 SH SHARED 02 5773 D ACE CASH EXPRESS INC COM 00440310 7049 233900 SH SHARED 10 233900 D ACETO CORP COM 00444610 125 8016 SH SHARED 8016 D ACETO CORP COM 00444610 99 6356 SH 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D ALBERTSONS INC COM 01310410 23473 1059750 SH SHARED 1059750 D ALBERTSONS INC COM 01310410 5682 256553 SH SHARED 01 89953 166600 D ALBERTSONS INC COM 01310410 177 8000 SH SHR/OTHR 01 8000 D ALBERTSONS INC COM 01310410 10325 466140 SH SHARED 02 466140 D ALBERTSONS INC COM 01310410 886 40000 SH SHARED 03 40000 D ALBERTSONS INC COM 01310410 226 10241 SH SHARED 05 6326 3915 D ALBERTSONS INC COM 01310410 86 3900 SH SHARED 06 3400 500 D ALBERTSONS INC COM 01310410 3235 146079 SH SHARED 10 146079 D ALBERTSONS INC COM 01310410 290 13100 SH SHARED 14 13100 D ALCAN INC COM 01371610 431575 9635538 SH SHARED 9538294 97244 D ALCAN INC COM 01371610 12492 278903 SH SHARED 01 277127 1776 D ALCAN INC COM 01371610 8 200 SH SHR/OTHR 01 200 D ALCAN INC COM 01371610 8646 193049 SH SHARED 02 193049 D ALCAN INC COM 01371610 10077 225000 SH SHARED 04 225000 D ALCAN INC COM 01371610 1127 25170 SH SHARED 05 13079 12091 D ALCAN INC COM 01371610 103 2300 SH SHARED 06 800 1500 D ALCAN INC COM 01371610 139 3104 SH SHARED 10 3104 D ALCAN INC COM 01371610 2693 60128 SH SHARED 14 60128 D ALCOA INC COM 01381710 156633 4515246 SH SHARED 4298670 216576 D ALCOA INC COM 01381710 58433 1684449 SH SHARED 01 739155 7900 937394 D ALCOA INC COM 01381710 441 12725 SH SHR/OTHR 01 12725 D ALCOA INC COM 01381710 14988 432069 SH SHARED 02 432069 D ALCOA INC COM 01381710 489 14100 SH SHARED 03 14100 D ALCOA INC COM 01381710 18985 547300 SH SHARED 04 547300 D ALCOA INC COM 01381710 19266 555384 SH SHARED 05 439900 115484 D ALCOA INC COM 01381710 993 28646 SH SHARED 06 26946 1700 D ALCOA INC COM 01381710 2025 58400 SH SHARED 07 58400 D ALCOA INC COM 01381710 1318 38000 SH SHARED 09 38000 D ALCOA INC COM 01381710 79138 2281313 SH SHARED 10 2281313 D ALCOA INC COM 01381710 218 6286 SH SHARED 14 6286 D ALCATEL SPONSORED ADR 01390430 1943 122610 SH SHARED 116310 6300 D ALCATEL SPONSORED ADR 01390430 50 3174 SH SHARED 01 933 2241 D ALCATEL SPONSORED ADR 01390430 1436 90622 SH SHARED 02 90622 D ALCATEL SPONSORED ADR 01390430 177 11200 SH SHARED 10 11200 D ALDERWOODS GROUP INC COM 01438310 148 14336 SH SHARED 14336 D ALDERWOODS GROUP INC COM 01438310 189 18275 SH SHARED 02 18275 D ALEXANDER & BALDWIN INC COM 01448210 1820 55229 SH SHARED 49129 6100 D ALEXANDER & BALDWIN INC COM 01448210 380 11537 SH SHARED 01 11537 D ALEXANDER & BALDWIN INC COM 01448210 49 1500 SH SHR/OTHR 01 1500 D ALEXANDER & BALDWIN INC COM 01448210 869 26380 SH SHARED 02 26380 D ALEXANDERS INC COM 01475210 144 900 SH SHARED 900 D ALEXANDERS INC COM 01475210 64 400 SH SHARED 01 400 D ALEXANDERS INC COM 01475210 272 1700 SH SHARED 02 1700 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 333 5301 SH SHARED 5301 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 1997 31699 SH SHARED 01 31699 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 674 10706 SH SHARED 02 10706 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 472 7500 SH SHARED 10 7500 D ALEXION PHARMACEUTICALS INC NOTE 5.750% 3/1 015351AB 3 3000 PRN SHARED 01 3000 D ALEXION PHARMACEUTICALS INC COM 01535110 161 6788 SH SHARED 6788 D ALEXION PHARMACEUTICALS INC COM 01535110 47 2000 SH SHARED 01 2000 D ALEXION PHARMACEUTICALS INC COM 01535110 483 20355 SH SHARED 02 20355 D ALEXION PHARMACEUTICALS INC COM 01535110 2329 98000 SH SHARED 04 98000 D ALEXION PHARMACEUTICALS INC COM 01535110 285 12000 SH SHARED 06 12000 D ALEXION PHARMACEUTICALS INC COM 01535110 285 12000 SH SHARED 10 12000 D ALFA CORP COM 01538510 117 8600 SH SHARED 8600 D ALFA CORP COM 01538510 32 2400 SH SHARED 01 2400 D ALFA CORP COM 01538510 228 16778 SH SHARED 02 16778 D ALICO INC COM 01623010 7535 236239 SH SHARED 236239 D ALICO INC COM 01623010 54 1694 SH SHARED 02 1694 D ALIGN TECHNOLOGY INC COM 01625510 220 11600 SH SHARED 11600 D ALIGN TECHNOLOGY INC COM 01625510 830 43700 SH SHARED 01 43700 D ALIGN TECHNOLOGY INC COM 01625510 600 31606 SH SHARED 02 31606 D ALKERMES INC NOTE 2.500% 9/0 01642TAE 1932 1500000 PRN SHARED 1500000 D ALKERMES INC COM 01642T10 542 33939 SH SHARED 33939 D ALKERMES INC COM 01642T10 987 61776 SH SHARED 01 50276 11500 D ALKERMES INC COM 01642T10 812 50836 SH SHARED 02 50836 D ALKERMES INC COM 01642T10 33179 2075000 SH SHARED 04 2075000 D ALKERMES INC COM 01642T10 639 40000 SH SHARED 06 40000 D ALKERMES INC COM 01642T10 5937 371300 SH SHARED 10 371300 D ALKERMES INC COM 01642T10 385 24100 SH SHARED 14 24100 D ALLEGHANY CORP DEL COM 01717510 9 38 SH SHARED 38 D ALLEGHANY CORP DEL COM 01717510 658 2664 SH SHARED 01 2664 D ALLEGHANY CORP DEL COM 01717510 75 306 SH SHARED 02 306 D ALLEGHENY ENERGY INC COM 01736110 4490 327500 SH SHARED 327500 D ALLEGHENY ENERGY INC COM 01736110 3094 225700 SH SHARED 01 222700 3000 D ALLEGHENY ENERGY INC COM 01736110 2283 166551 SH SHARED 02 166551 D ALLEGHENY ENERGY INC COM 01736110 8 625 SH SHARED 05 625 D ALLEGHENY ENERGY INC COM 01736110 16781 1224000 SH SHARED 06 484000 740000 D ALLEGHENY ENERGY INC COM 01736110 8363 609995 SH SHARED 10 609995 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 3858 318910 SH SHARED 318910 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 107 8900 SH SHARED 01 8900 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 1252 103535 SH SHARED 02 103535 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 430 35587 SH SHARED 10 35587 D ALLEGIANT BANCORP INC COM 01747610 1980 67058 SH SHARED 67058 D ALLEGIANT BANCORP INC COM 01747610 183 6211 SH SHARED 02 6211 D ALLERGAN INC NOTE 11/0 018490AE 30468 29725000 PRN SHARED 29725000 D ALLERGAN INC NOTE 11/0 018490AE 489 478000 PRN SHARED 02 478000 D ALLERGAN INC COM 01849010 28763 341768 SH SHARED 331223 10545 D ALLERGAN INC COM 01849010 26120 310365 SH SHARED 01 101590 5900 202875 D ALLERGAN INC COM 01849010 8 100 SH SHR/OTHR 01 100 D ALLERGAN INC COM 01849010 6375 75757 SH SHARED 02 75657 100 D ALLERGAN INC COM 01849010 11032 131089 SH SHARED 05 124985 6104 D ALLERGAN INC COM 01849010 488 5800 SH SHARED 06 5800 D ALLERGAN INC COM 01849010 1373 16317 SH SHARED 07 16317 D ALLERGAN INC COM 01849010 900 10700 SH SHARED 09 10700 D ALLERGAN INC COM 01849010 40646 482969 SH SHARED 10 482969 D ALLERGAN INC COM 01849010 5172 61463 SH SHARED 14 61463 D ALLETE INC COM 01852210 16025 456700 SH SHARED 456700 D ALLETE INC COM 01852210 866 24700 SH SHARED 01 24700 D ALLETE INC COM 01852210 738 21032 SH SHARED 02 21032 D ALLIANCE ATLANTIS COMMUNICAT CL B NON-VTG 01853E20 662 34900 SH SHARED 02 34900 D ALLIANCE CALIF MUN INCOME FD COM 01854610 560 38900 SH SHARED 38900 D ALLIANCE CALIF MUN INCOME FD COM 01854610 1211 83991 SH SHARED 01 83991 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 1681 45698 SH SHARED 45698 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 205 5589 SH SHARED 01 4289 1300 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 239 6500 SH SHR/OTHR 01 6500 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 85 2335 SH SHARED 02 2335 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 920 25000 SH SHARED 04 25000 D ALLIANCE DATA SYSTEMS CORP COM 01858110 234 6987 SH SHARED 6987 D ALLIANCE DATA SYSTEMS CORP COM 01858110 204 6100 SH SHARED 01 6100 D ALLIANCE DATA SYSTEMS CORP COM 01858110 401 11978 SH SHARED 02 11978 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1114 33210 SH SHARED 10 33210 D ALLIANCE GAMING CORP COM NEW 01859P60 2565 79857 SH SHARED 79857 D ALLIANCE GAMING CORP COM NEW 01859P60 35721 1111774 SH SHARED 01 1073074 5700 33000 D ALLIANCE GAMING CORP COM NEW 01859P60 810 25220 SH SHARED 02 25220 D ALLIANCE GAMING CORP COM NEW 01859P60 23347 726651 SH SHARED 10 726651 D ALLIANCE IMAGING INC COM NEW 01860620 11 3000 SH SHARED 3000 D ALLIANCE IMAGING INC COM NEW 01860620 22 5733 SH SHARED 02 5733 D ALLIANCE NATL MUN INCOME FD COM 01864U10 523 35822 SH SHARED 35822 D ALLIANCE NATL MUN INCOME FD COM 01864U10 2 178 SH SHARED 01 178 D ALLIANCE NEW YORK MUN INC FD COM 01871410 158 11000 SH SHARED 11000 D ALLIANCE SEMICONDUCTOR CORP COM 01877H10 321 42224 SH SHARED 42224 D ALLIANCE SEMICONDUCTOR CORP COM 01877H10 80 10643 SH SHARED 02 10643 D ALLIANCE RES PARTNER L P UT LTD PART 01877R10 208 5223 SH SHARED 5223 D 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AKTIENGESELLSCHAFT SP ADR 1/10 SH 01880510 874 80047 SH SHARED 01 2566 77481 D ALLIED CAP CORP NEW COM 01903Q10 511 16871 SH SHARED 16871 D ALLIED CAP CORP NEW COM 01903Q10 186 6160 SH SHARED 01 4260 1900 D ALLIED CAP CORP NEW COM 01903Q10 74 2454 SH SHR/OTHR 01 2454 D ALLIED CAP CORP NEW COM 01903Q10 399 13199 SH SHARED 02 13199 D ALLIED CAP CORP NEW COM 01903Q10 10468 345610 SH SHARED 10 345610 D ALLIED DEFENSE GROUP INC COM 01911810 3 161 SH SHARED 161 D ALLIED DEFENSE GROUP INC COM 01911810 0 39 SH SHARED 01 39 D ALLIED DOMECQ PLC SPON ADR NEW 01912120 1731 51400 SH SHARED 51400 D ALLIED IRISH BKS P L C SPON ADR ORD 01922840 1303 43509 SH SHARED 43509 D ALLIED IRISH BKS P L C SPON ADR ORD 01922840 68 2278 SH SHARED 01 278 2000 D ALLIED IRISH BKS P L C SPON ADR ORD 01922840 846 28259 SH SHARED 02 28259 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 10566 793865 SH SHARED 793865 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 452 34000 SH SHARED 01 34000 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 2336 175517 SH SHARED 02 175517 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 36926 2774363 SH SHARED 10 2774363 D ALLIED WASTE INDS INC PFD SR C CONV 01958960 20417 279500 SH SHARED 279500 D ALLIED WASTE INDS INC PFD SR C CONV 01958960 15503 212237 SH SHARED 02 212237 D ALLIED WASTE INDS INC PFD SR C CONV 01958960 313 4285 SH SHARED 10 4285 D ALLMERICA FINL CORP COM 01975410 2635 76292 SH SHARED 76292 D ALLMERICA FINL CORP COM 01975410 1138 32958 SH SHARED 01 32958 D ALLMERICA FINL CORP COM 01975410 1338 38738 SH SHARED 02 38738 D ALLMERICA FINL CORP COM 01975410 44 1300 SH SHARED 10 1300 D ALLOS THERAPEUTICS INC COM 01977710 75 15689 SH SHARED 15689 D ALLOS THERAPEUTICS INC COM 01977710 18 3890 SH SHARED 01 3890 D ALLOS THERAPEUTICS INC COM 01977710 3 735 SH SHARED 02 735 D ALLOY INC COM 01985510 364 80009 SH SHARED 80009 D ALLOY INC COM 01985510 65 14436 SH SHARED 01 14436 D ALLOY INC COM 01985510 78 17205 SH SHARED 02 17205 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 65 6800 SH SHARED 6800 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 2671 275400 SH SHARED 01 264500 10900 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 149 15371 SH SHARED 02 15371 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 1646 169700 SH SHARED 10 169700 D ALLSTATE CORP COM 02000210 904 19900 SH SHARED 19900 D ALLSTATE CORP COM 02000210 144232 3172725 SH SHARED 3122039 50686 D ALLSTATE CORP COM 02000210 51783 1139109 SH SHARED 01 784277 1000 353832 D ALLSTATE CORP COM 02000210 2832 62306 SH SHR/OTHR 01 350 61956 D ALLSTATE CORP COM 02000210 14589 320937 SH SHARED 02 320937 D ALLSTATE CORP COM 02000210 2454 54000 SH SHARED 04 54000 D ALLSTATE CORP COM 02000210 6078 133719 SH SHARED 05 95670 38049 D ALLSTATE CORP COM 02000210 6399 140770 SH SHARED 06 139470 1300 D ALLSTATE CORP COM 02000210 86 1900 SH SHARED 07 1900 D ALLSTATE CORP COM 02000210 46936 1032469 SH SHARED 10 1032469 D ALLSTATE CORP COM 02000210 240 5300 SH SHARED 14 5300 D ALLTEL CORP COM 02003910 37636 754389 SH SHARED 754389 D ALLTEL CORP COM 02003910 54522 1092848 SH SHARED 01 104447 988401 D ALLTEL CORP COM 02003910 5060 101436 SH SHR/OTHR 01 1200 100236 D ALLTEL CORP COM 02003910 7005 140412 SH SHARED 02 140412 D ALLTEL CORP COM 02003910 8730 175000 SH SHARED 04 175000 D ALLTEL CORP COM 02003910 20507 411057 SH SHARED 05 385943 25114 D ALLTEL CORP COM 02003910 1414 28348 SH SHARED 06 28348 D ALLTEL CORP COM 02003910 2585 51833 SH SHARED 07 51833 D ALLTEL CORP COM 02003910 1581 31700 SH SHARED 09 31700 D ALLTEL CORP COM 02003910 58196 1166499 SH SHARED 10 1166499 D ALLTEL CORP COM 02003910 1479 29657 SH SHARED 14 29657 D ALLTEL CORP CORP UNT 7.75% 02003982 2357 46481 SH SHARED 46481 D ALLTEL CORP CORP UNT 7.75% 02003982 766 15119 SH SHARED 01 15119 D ALLTEL CORP CORP UNT 7.75% 02003982 737 14535 SH SHARED 02 14535 D ALLSTREAM INC CL B LT VTG SH 02004C20 702 12491 SH SHARED 12491 D ALPHASMART INC COM 02081F10 113 21700 SH SHARED 02 21700 D ALPHARMA INC NOTE 3.000% 6/0 020813AD 39660 34398000 PRN SHARED 34398000 D ALPHARMA INC CL A 02081310 1408 71824 SH SHARED 71824 D ALPHARMA INC CL A 02081310 4059 206994 SH SHARED 01 206994 D ALPHARMA INC CL A 02081310 448 22871 SH SHARED 02 22871 D ALPHARMA INC CL A 02081310 3276 167100 SH SHARED 10 167100 D ALSTOM SPONSORED ADR 02124410 134 54929 SH SHARED 54929 D ALSTOM SPONSORED ADR 02124410 27 11241 SH SHARED 01 10971 270 D ALTAIR NANOTECHNOLOGIES INC COM 02137310 15 6000 SH SHARED 01 6000 D ALTANA AKTIENGESELLSCHAFT SPONSORED ADR 02143N10 351 5640 SH SHARED 01 5640 D ALTEON INC COM 02144G10 17 9500 SH SHARED 9500 D ALTEON INC COM 02144G10 21 11900 SH SHARED 01 11900 D ALTEON INC COM 02144G10 33 18500 SH SHARED 02 18500 D ALTERA CORP COM 02144110 38767 1892935 SH SHARED 1804581 88354 D ALTERA CORP COM 02144110 34175 1668742 SH SHARED 01 68072 21600 1579070 D ALTERA CORP COM 02144110 52 2576 SH SHR/OTHR 01 2576 D ALTERA CORP COM 02144110 5981 292077 SH SHARED 02 291777 300 D ALTERA CORP COM 02144110 31953 1560252 SH SHARED 05 1227892 332360 D ALTERA CORP COM 02144110 4196 204900 SH SHARED 06 104900 100000 D ALTERA CORP COM 02144110 3164 154515 SH SHARED 07 154515 D ALTERA CORP COM 02144110 2119 103500 SH SHARED 09 103500 D ALTERA CORP COM 02144110 70303 3432781 SH SHARED 10 3432781 D ALTERA CORP COM 02144110 965 47126 SH SHARED 14 47126 D ALTIRIS INC COM 02148M10 80 2900 SH SHARED 2900 D ALTIRIS INC COM 02148M10 526 18868 SH SHARED 02 18868 D ALTRIA GROUP INC COM 02209S10 1137318 20887400 SH SHARED 20775538 111862 D ALTRIA GROUP INC COM 02209S10 68545 1258873 SH SHARED 01 802778 456095 D ALTRIA GROUP INC COM 02209S10 124206 2281119 SH SHR/OTHR 01 16150 2264969 D ALTRIA GROUP INC COM 02209S10 107893 1981510 SH SHARED 02 1981510 D ALTRIA GROUP INC COM 02209S10 133974 2460500 SH SHARED 04 2460500 D ALTRIA GROUP INC COM 02209S10 17367 318961 SH SHARED 05 230000 88961 D ALTRIA GROUP INC COM 02209S10 25413 466722 SH SHARED 06 330792 135930 D ALTRIA GROUP INC COM 02209S10 363 6674 SH SHARED 07 6674 D ALTRIA GROUP INC COM 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COM INC COM 02313510 25 600 SH SHARED 07 600 D AMAZON COM INC COM 02313510 1206 27870 SH SHARED 10 27870 D AMAZON COM INC COM 02313510 201 4650 SH SHARED 14 4650 D AMBAC FINL GROUP INC COM 02313910 67887 920139 SH SHARED 905340 14799 D AMBAC FINL GROUP INC COM 02313910 27988 379346 SH SHARED 01 65406 313940 D AMBAC FINL GROUP INC COM 02313910 691 9375 SH SHR/OTHR 01 9375 D AMBAC FINL GROUP INC COM 02313910 3578 48496 SH SHARED 02 48496 D AMBAC FINL GROUP INC COM 02313910 19741 267574 SH SHARED 05 246000 21574 D AMBAC FINL GROUP INC COM 02313910 597 8100 SH SHARED 06 8100 D AMBAC FINL GROUP INC COM 02313910 2216 30038 SH SHARED 07 30038 D AMBAC FINL GROUP INC COM 02313910 1446 19600 SH SHARED 09 19600 D AMBAC FINL GROUP INC COM 02313910 47105 638465 SH SHARED 10 638465 D AMBAC FINL GROUP INC COM 02313910 73 1000 SH SHARED 14 1000 D AMBASSADORS GROUP INC COM 02317710 37 1527 SH SHARED 1527 D AMBASSADORS GROUP INC COM 02317710 143 5806 SH SHARED 02 5806 D AMBASSADORS INTL INC COM 02317810 22 1700 SH SHARED 1700 D AMBASSADORS INTL INC COM 02317810 37 2823 SH SHARED 02 2823 D AMCOR LTD PRIDES 7.25% 02341R40 10943 173700 SH SHARED 173700 D AMCOL INTL CORP COM 02341W10 156 8967 SH SHARED 8967 D AMCOL INTL CORP COM 02341W10 1209 69333 SH SHARED 01 69333 D AMCOL INTL CORP COM 02341W10 544 31182 SH SHARED 02 31182 D AMCOL INTL CORP COM 02341W10 1184 67900 SH SHARED 10 67900 D AMDOCS LTD NOTE 2.000% 6/0 02342TAB 28635 28750000 PRN SHARED 28750000 D AMEDISYS INC COM 02343610 363 14800 SH SHR/OTHR 14800 D AMEDISYS INC COM 02343610 26 1082 SH SHARED 1082 D AMEDISYS INC COM 02343610 6 268 SH SHARED 01 268 D AMEDISYS INC COM 02343610 131 5346 SH SHARED 02 5346 D AMERADA HESS CORP COM 02355110 770 11800 SH SHARED 11800 D AMERADA HESS CORP COM 02355110 17288 264829 SH SHARED 259569 5260 D AMERADA HESS CORP COM 02355110 1331 20397 SH SHARED 01 17609 2788 D AMERADA HESS CORP COM 02355110 465 7138 SH SHR/OTHR 01 7138 D AMERADA HESS CORP COM 02355110 4786 73316 SH SHARED 02 73316 D 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1750 SH SHARED 06 1750 D AMEREN CORP COM 02360810 3184 69100 SH SHARED 10 69100 D AMEREN CORP COM 02360810 64 1400 SH SHARED 14 1400 D AMEREN CORP EQTY UN 9.75% 02360820 4164 149000 SH SHARED 149000 D AMERICA ONLINE INC DEL NOTE 12/0 02364JAC 107795170562000 PRN SHARED 151882000 18680000 D AMERICA ONLINE INC DEL NOTE 12/0 02364JAC 1 2000 PRN SHARED 01 2000 D AMERICA ONLINE INC DEL NOTE 12/0 02364JAC 63407100328000 PRN SHARED 02 100328000 D AMERICA ONLINE INC DEL NOTE 12/0 02364JAC 316 500000 PRN SHARED 06 500000 D AMERICA SVC GROUP INC COM 02364L10 139 4080 SH SHARED 02 4080 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 1002 25925 SH SHARED 6574 19351 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 89988 2328300 SH SHARED 01 2280028 48272 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 85 2200 SH SHR/OTHR 01 2200 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 630 16312 SH SHARED 02 16312 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 7111 184000 SH SHARED 04 184000 D 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26838 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 19739 535669 SH SHARED 01 535669 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 1077 29250 SH SHARED 02 29250 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 43 1182 SH SHARED 06 1182 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 8011 217400 SH SHARED 10 217400 D AMERICAN BUSINESS FINL SVCS COM 02476B10 19 5241 SH SHARED 5241 D AMERICAN BUSINESS FINL SVCS COM 02476B10 4 1299 SH SHARED 01 1299 D AMERICAN CAPITAL STRATEGIES COM 02493710 1446 43528 SH SHARED 43528 D AMERICAN CAPITAL STRATEGIES COM 02493710 73 2219 SH SHARED 01 2219 D AMERICAN CAPITAL STRATEGIES COM 02493710 30 913 SH SHR/OTHR 01 913 D AMERICAN CAPITAL STRATEGIES COM 02493710 245 7371 SH SHARED 02 7371 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 1853 68782 SH SHARED 68782 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 486 18050 SH SHARED 01 18050 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 1273 47262 SH SHARED 02 46262 1000 D AMERICAN ECOLOGY CORP COM NEW 02553340 4 561 SH SHARED 561 D AMERICAN ECOLOGY CORP COM NEW 02553340 1 139 SH SHARED 01 139 D AMERICAN ELEC PWR INC COM 02553710 80726 2452187 SH SHARED 2448887 3300 D AMERICAN ELEC PWR INC COM 02553710 11466 348311 SH SHARED 01 290055 58256 D AMERICAN ELEC PWR INC COM 02553710 594 18053 SH SHR/OTHR 01 4380 13673 D AMERICAN ELEC PWR INC COM 02553710 5867 178226 SH SHARED 02 178226 D AMERICAN ELEC PWR INC COM 02553710 51 1550 SH SHARED 05 220 1330 D AMERICAN ELEC PWR INC COM 02553710 292 8900 SH SHARED 06 7700 1200 D AMERICAN ELEC PWR INC COM 02553710 8895 270229 SH SHARED 10 270229 D AMERICAN ELEC PWR INC COM 02553710 2134 64849 SH SHARED 14 64849 D AMERICAN EQTY INVT LIFE HLD COM 02567620 250 19511 SH SHARED 02 19511 D AMERICAN EXPRESS CO COM 02581610 205223 3958025 SH SHARED 3677847 280178 D AMERICAN EXPRESS CO COM 02581610 99460 1918242 SH SHARED 01 762259 1155983 D AMERICAN EXPRESS CO COM 02581610 22204 428246 SH SHR/OTHR 01 35335 392911 D AMERICAN EXPRESS CO COM 02581610 39131 754705 SH SHARED 02 754705 D AMERICAN EXPRESS CO COM 02581610 113489 2188800 SH SHARED 04 2188800 D AMERICAN EXPRESS CO COM 02581610 504 9726 SH SHARED 05 4400 5326 D AMERICAN EXPRESS CO COM 02581610 3290 63460 SH SHARED 06 61460 2000 D AMERICAN EXPRESS CO COM 02581610 119 2300 SH SHARED 07 2300 D AMERICAN EXPRESS CO COM 02581610 185369 3575109 SH SHARED 10 3575109 D AMERICAN EXPRESS CO COM 02581610 6189 119370 SH SHARED 14 119370 D AMERICAN FINL GROUP INC OHIO COM 02593210 1338 44886 SH SHARED 44886 D AMERICAN FINL GROUP INC OHIO COM 02593210 590 19808 SH SHARED 01 19808 D AMERICAN FINL GROUP INC OHIO COM 02593210 438 14687 SH SHARED 02 14687 D AMERICAN FINL RLTY TR COM 02607P30 2902 171255 SH SHARED 171255 D AMERICAN FINL RLTY TR COM 02607P30 713 42100 SH SHARED 02 42100 D AMERICAN FINL RLTY TR COM 02607P30 59903 3534100 SH SHARED 10 3534100 D AMERICAN FINL RLTY TR COM 02607P30 3771 222500 SH SHARED 11 222500 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 180 100000 PRN SHARED 02 100000 D AMERICAN GREETINGS CORP CL A 02637510 4087 179532 SH SHARED 179532 D AMERICAN GREETINGS CORP CL A 02637510 574 25247 SH SHARED 01 22597 2650 D AMERICAN GREETINGS CORP CL A 02637510 1276 56051 SH SHARED 02 56051 D AMERICAN GREETINGS CORP CL A 02637510 364 16000 SH SHARED 06 16000 D AMERICAN GREETINGS CORP CL A 02637510 591 25976 SH SHARED 10 25976 D AMERICAN HEALTHWAYS INC COM 02649V10 502 20585 SH SHARED 20585 D AMERICAN HEALTHWAYS INC COM 02649V10 112 4593 SH SHARED 01 4593 D AMERICAN HEALTHWAYS INC COM 02649V10 338 13887 SH SHARED 02 13887 D AMERICAN HEALTHWAYS INC COM 02649V10 19 800 SH SHARED 10 800 D AMERICAN HOME MTG INVT CORP COM 02660R10 261 9063 SH SHARED 9063 D AMERICAN HOME MTG INVT CORP COM 02660R10 9 337 SH SHARED 01 337 D AMERICAN HOME MTG INVT CORP COM 02660R10 275 9577 SH SHARED 02 9577 D AMERICAN HOME MTG INVT CORP COM 02660R10 7142 248000 SH SHARED 10 248000 D AMERICAN INDEPENDENCE CORP COM NEW 02676040 20 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 22 23000 PRN SHARED 02 23000 D AMERICAN INTL GROUP INC DBCV 11/0 026874AP 27317 40471000 PRN SHARED 40000000 471000 D AMERICAN INTL GROUP INC DBCV 11/0 026874AP 16149 23925000 PRN SHARED 02 23925000 D AMERICAN INTL GROUP INC DBCV 11/0 026874AP 1822 2700000 PRN SHARED 06 2700000 D AMERICAN INTL GROUP INC COM 02687410 734026 10287685 SH SHARED 10100900 186785 D AMERICAN INTL GROUP INC COM 02687410 295410 4140306 SH SHARED 01 1338100 2802206 D AMERICAN INTL GROUP INC COM 02687410 88446 1239618 SH SHR/OTHR 01 97191 1142427 D AMERICAN INTL GROUP INC COM 02687410 83009 1163412 SH SHARED 02 1163412 D AMERICAN INTL GROUP INC COM 02687410 7273 101940 SH SHARED 03 72090 29850 D AMERICAN INTL GROUP INC COM 02687410 11137 156100 SH SHARED 04 156100 D AMERICAN INTL GROUP INC COM 02687410 60359 845959 SH SHARED 05 714330 131629 D AMERICAN INTL GROUP INC COM 02687410 5480 76817 SH SHARED 06 73617 3200 D AMERICAN INTL GROUP INC COM 02687410 5789 81146 SH SHARED 07 81146 D AMERICAN INTL GROUP INC COM 02687410 3253 45600 SH SHARED 09 45600 D AMERICAN INTL GROUP INC COM 02687410 447581 6273039 SH SHARED 10 6273039 D AMERICAN INTL GROUP INC COM 02687410 5852 82030 SH SHARED 14 82030 D AMERICAN ITALIAN PASTA CO CL A 02707010 940 23559 SH SHARED 23559 D AMERICAN ITALIAN PASTA CO CL A 02707010 157 3941 SH SHARED 01 3941 D AMERICAN ITALIAN PASTA CO CL A 02707010 87 2200 SH SHR/OTHR 01 2200 D AMERICAN ITALIAN PASTA CO CL A 02707010 325 8162 SH SHARED 02 8162 D AMERICAN ITALIAN PASTA CO CL A 02707010 14 360 SH SHARED 10 360 D AMERICAN LD LEASE INC COM 02711810 26 1300 SH SHARED 1300 D AMERICAN LD LEASE INC COM 02711810 52 2548 SH SHARED 02 2548 D AMERICAN MGMT SYS INC COM 02735210 86 4500 SH SHARED 4500 D AMERICAN MGMT SYS INC COM 02735210 16847 878391 SH SHARED 14031 864360 D AMERICAN MGMT SYS INC COM 02735210 2732 142456 SH SHARED 01 142456 D AMERICAN MGMT SYS INC COM 02735210 458 23903 SH SHARED 02 23903 D AMERICAN MGMT SYS INC COM 02735210 2566 133800 SH SHARED 10 133800 D AMERICAN MED SYS HLDGS INC COM 02744M10 506 19100 SH SHARED 19100 D AMERICAN MED SYS HLDGS INC COM 02744M10 307 11584 SH SHARED 01 11584 D AMERICAN MED SYS HLDGS INC COM 02744M10 465 17561 SH SHARED 02 17561 D AMERICAN MED SEC GROUP INC COM 02744P10 110 4151 SH SHARED 4151 D AMERICAN MED SEC GROUP INC COM 02744P10 365 13700 SH SHARED 01 13700 D AMERICAN MED SEC GROUP INC COM 02744P10 150 5652 SH SHARED 02 5652 D AMERICAN MED SEC GROUP INC COM 02744P10 365 13700 SH SHARED 10 13700 D AMERICAN MTG ACCEP CO SH BEN INT 02756810 37 2100 SH SHARED 2100 D AMERICAN MTG ACCEP CO SH BEN INT 02756810 517 28678 SH SHARED 02 28678 D AMERICAN NATL BANKSHARES INC COM 02774510 26 1100 SH SHARED 1100 D AMERICAN NATL BANKSHARES INC COM 02774510 52 2163 SH SHARED 02 2163 D AMERICAN MED ALERT CORP COM 02790410 282 60000 SH SHARED 02 60000 D AMERICAN NATL INS CO COM 02859110 94 1055 SH SHARED 1055 D AMERICAN NATL INS CO COM 02859110 135 1517 SH SHARED 01 1017 500 D AMERICAN NATL INS CO COM 02859110 44 500 SH SHR/OTHR 01 500 D AMERICAN NATL INS CO COM 02859110 91 1018 SH SHARED 02 1018 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 37 800 SH SHR/OTHR 800 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 184 3927 SH SHARED 3927 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 1758 37500 SH SHARED 01 37500 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 1516 32329 SH SHARED 02 32329 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 10787 230000 SH SHARED 04 230000 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 131 2800 SH SHARED 14 2800 D AMERICAN PHYSICIANS CAPITAL COM 02888410 74 3561 SH SHARED 3561 D AMERICAN PHYSICIANS CAPITAL COM 02888410 7 362 SH SHARED 01 362 D AMERICAN PHYSICIANS CAPITAL COM 02888410 88 4242 SH SHARED 02 4242 D AMERICAN PWR CONVERSION CORP COM 02906610 15179 660250 SH SHARED 657150 3100 D AMERICAN PWR CONVERSION CORP COM 02906610 2528 109974 SH SHARED 01 97740 12234 D AMERICAN PWR CONVERSION CORP COM 02906610 216 9403 SH SHR/OTHR 01 9403 D AMERICAN PWR CONVERSION CORP COM 02906610 2493 108470 SH SHARED 02 108470 D AMERICAN PWR CONVERSION CORP COM 02906610 26 1159 SH SHARED 05 200 959 D AMERICAN PWR CONVERSION CORP COM 02906610 64 2800 SH SHARED 06 2800 D AMERICAN PWR CONVERSION CORP COM 02906610 2201 95766 SH SHARED 10 95766 D AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 02916910 5199 337200 SH SHARED 337200 D AMERICAN RLTY INVS INC COM 02917410 145 15100 SH SHARED 15100 D AMERICAN RLTY INVS INC COM 02917410 9 939 SH SHARED 02 939 D AMERICAN SELECT PORTFOLIO IN COM 02957010 142 10100 SH SHARED 10100 D AMERICAN SOFTWARE INC CL A 02968310 83 12470 SH SHARED 12470 D AMERICAN SOFTWARE INC CL A 02968310 20 3092 SH SHARED 01 3092 D AMERICAN STD COS INC DEL COM 02971210 19884 174813 SH SHARED 170953 3860 D AMERICAN STD COS INC DEL COM 02971210 1524 13400 SH SHARED 01 13400 D AMERICAN STD COS INC DEL COM 02971210 4956 43576 SH SHARED 02 43576 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AMERICREDIT CORP COM 03060R10 17314 1016700 SH SHARED 10 1016700 D AMERICAS CAR MART INC COM 03062T10 120 4463 SH SHARED 4463 D AMERICAS CAR MART INC COM 03062T10 16 612 SH SHARED 01 612 D AMERICAS CAR MART INC COM 03062T10 99 3682 SH SHARED 02 3682 D AMERISTAR CASINOS INC COM 03070Q10 285 8533 SH SHARED 8533 D AMERISTAR CASINOS INC COM 03070Q10 5513 164519 SH SHARED 01 164519 D AMERISTAR CASINOS INC COM 03070Q10 191 5715 SH SHARED 02 5715 D AMERISTAR CASINOS INC COM 03070Q10 944 28200 SH SHARED 10 28200 D AMERISOURCE HEALTH CORP NOTE 5.000%12/0 03071PAD 31297 27263000 PRN SHARED 23000000 4263000 D AMERON INTL INC COM 03071010 130 3864 SH SHARED 3864 D AMERON INTL INC COM 03071010 18 536 SH SHARED 01 536 D AMERON INTL INC COM 03071010 53 1600 SH SHR/OTHR 01 1600 D AMERON INTL INC COM 03071010 115 3418 SH SHARED 02 3418 D AMERSHAM PLC SPONSORED ADR 03071910 2683 36147 SH SHARED 36147 D AMERUS GROUP CO NOTE 2.000% 3/0 03072MAD 1213 1000000 PRN SHARED 1000000 D AMERUS GROUP CO COM 03072M10 44 1100 SH SHARED 1100 D AMERUS GROUP CO COM 03072M10 3663 90795 SH SHARED 66249 24546 D AMERUS GROUP CO COM 03072M10 553 13711 SH SHARED 01 13711 D AMERUS GROUP CO COM 03072M10 1005 24931 SH SHARED 02 24931 D AMERUS GROUP CO COM 03072M10 9825 243500 SH SHARED 10 243500 D AMERISOURCEBERGEN CORP COM 03073E10 306 5600 SH SHR/OTHR 5600 D AMERISOURCEBERGEN CORP COM 03073E10 47040 860285 SH SHARED 771922 88363 D AMERISOURCEBERGEN CORP COM 03073E10 5002 91490 SH SHARED 01 76010 4900 10580 D AMERISOURCEBERGEN CORP COM 03073E10 2917 53355 SH SHARED 02 53355 D AMERISOURCEBERGEN CORP COM 03073E10 41 763 SH SHARED 05 100 663 D AMERISOURCEBERGEN CORP COM 03073E10 60 1100 SH SHARED 06 900 200 D AMERISOURCEBERGEN CORP COM 03073E10 5084 92989 SH SHARED 10 92989 D AMERISOURCEBERGEN CORP COM 03073E10 45 828 SH SHARED 14 828 D AMERIGROUP CORP COM 03073T10 552 12093 SH SHARED 12093 D AMERIGROUP CORP COM 03073T10 3537 77400 SH SHARED 01 77400 D AMERIGROUP CORP COM 03073T10 584 12783 SH SHARED 02 12783 D AMERIGROUP CORP COM 03073T10 1051 23000 SH SHARED 10 23000 D AMERISERV FINL INC COM 03074A10 15 2500 SH SHARED 01 2500 D AMERITRADE HLDG CORP NEW COM 03074K10 117 7600 SH SHARED 7600 D AMERITRADE HLDG CORP NEW COM 03074K10 1801 117000 SH SHARED 01 117000 D AMERITRADE HLDG CORP NEW COM 03074K10 423 27530 SH SHARED 02 27230 300 D AMERITRADE HLDG CORP NEW COM 03074K10 3850 250000 SH SHARED 04 250000 D AMERITRADE HLDG CORP NEW COM 03074K10 1694 110000 SH SHARED 06 110000 D AMERITRADE HLDG CORP NEW COM 03074K10 16511 1072200 SH SHARED 10 1072200 D AMERITRADE HLDG CORP NEW COM 03074K10 47 3085 SH SHARED 14 3085 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 643 21529 SH SHARED 21529 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 8 300 SH SHARED 02 300 D AMETEK INC NEW COM 03110010 176 6878 SH SHARED 6878 D AMETEK INC NEW COM 03110010 523 20400 SH SHARED 01 20400 D AMETEK INC NEW COM 03110010 951 37125 SH SHARED 02 37125 D AMGEN INC NOTE 3/0 031162AE 113702151402000 PRN SHARED 151402000 D AMGEN INC NOTE 3/0 031162AE 10 13875 PRN SHARED 01 13875 D AMGEN INC NOTE 3/0 031162AE 24903 33161000 PRN SHARED 02 33161000 D AMGEN INC NOTE 3/0 031162AE 3567 4750000 PRN SHARED 06 4750000 D AMGEN INC COM 03116210 358447 6164192 SH SHARED 5910908 253284 D AMGEN INC COM 03116210 158409 2724158 SH SHARED 01 991876 23800 1708482 D AMGEN INC COM 03116210 11402 196085 SH SHR/OTHR 01 29560 166525 D AMGEN INC COM 03116210 44984 773602 SH SHARED 02 773602 D AMGEN INC COM 03116210 25184 433100 SH SHARED 03 394200 38900 D AMGEN INC COM 03116210 78845 1355900 SH SHARED 04 1355900 D AMGEN INC COM 03116210 107647 1851197 SH SHARED 05 1388895 462302 D AMGEN INC COM 03116210 8049 138419 SH SHARED 06 77469 60950 D AMGEN INC COM 03116210 6272 107859 SH SHARED 07 107859 D AMGEN INC COM 03116210 3721 64000 SH SHARED 09 64000 D AMGEN INC COM 03116210 222346 3823677 SH SHARED 10 3823677 D AMGEN INC COM 03116210 11524 198190 SH 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03232P40 27 1200 SH SHARED 10 1200 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 7770 7500000 PRN SHARED 02 7500000 D AMYLIN PHARMACEUTICALS INC COM 03234610 1382 58346 SH SHARED 55986 2360 D AMYLIN PHARMACEUTICALS INC COM 03234610 1329 56100 SH SHARED 01 43100 13000 D AMYLIN PHARMACEUTICALS INC COM 03234610 290 12271 SH SHARED 02 12271 D AMYLIN PHARMACEUTICALS INC COM 03234610 8042 339500 SH SHARED 04 339500 D AMYLIN PHARMACEUTICALS INC COM 03234610 42 1790 SH SHARED 05 1790 D AMYLIN PHARMACEUTICALS INC COM 03234610 450 19000 SH SHARED 06 19000 D AMYLIN PHARMACEUTICALS INC COM 03234610 3475 146700 SH SHARED 10 146700 D AMYLIN PHARMACEUTICALS INC COM 03234610 94 4000 SH SHARED 14 4000 D AMVESCAP PLC SPONSORED ADR 03235E10 825 54553 SH SHARED 54553 D AMVESCAP PLC SPONSORED ADR 03235E10 2 149 SH SHARED 01 149 D ANADARKO PETE CORP COM 03251110 60840 1173161 SH SHARED 1102314 70847 D ANADARKO PETE CORP COM 03251110 64531 1244331 SH SHARED 01 1089233 155098 D ANADARKO PETE CORP COM 03251110 2329 44912 SH SHR/OTHR 01 7200 37712 D ANADARKO PETE CORP COM 03251110 7934 153004 SH SHARED 02 153004 D ANADARKO PETE CORP COM 03251110 3083 59450 SH SHARED 03 59450 D ANADARKO PETE CORP COM 03251110 59639 1150000 SH SHARED 04 1150000 D ANADARKO PETE CORP COM 03251110 1222 23567 SH SHARED 05 22300 1267 D ANADARKO PETE CORP COM 03251110 2027 39091 SH SHARED 06 38691 400 D ANADARKO PETE CORP COM 03251110 17435 336194 SH SHARED 10 336194 D ANADARKO PETE CORP COM 03251110 409 7892 SH SHARED 14 7892 D ANADIGICS INC NOTE 5.000%11/1 032515AB 2318 2425000 PRN SHARED 2425000 D ANADIGICS INC COM 03251510 145 23378 SH SHARED 23378 D ANADIGICS INC COM 03251510 2 399 SH SHARED 01 399 D ANADIGICS INC COM 03251510 107 17282 SH SHARED 02 17282 D ANALOG DEVICES INC COM 03265410 68912 1435387 SH SHARED 1434262 1125 D ANALOG DEVICES INC COM 03265410 76519 1593828 SH SHARED 01 891826 3630 698372 D ANALOG DEVICES INC COM 03265410 1474 30711 SH SHR/OTHR 01 6600 24111 D ANALOG DEVICES INC COM 03265410 11590 241418 SH SHARED 02 241418 D ANALOG DEVICES INC COM 03265410 1200 25000 SH SHARED 04 25000 D ANALOG DEVICES INC COM 03265410 17228 358843 SH SHARED 05 330510 28333 D ANALOG DEVICES INC COM 03265410 301 6290 SH SHARED 06 5490 800 D ANALOG DEVICES INC COM 03265410 2035 42400 SH SHARED 07 42400 D ANALOG DEVICES INC COM 03265410 1344 28000 SH SHARED 09 28000 D ANALOG DEVICES INC COM 03265410 123418 2570677 SH SHARED 10 2570677 D ANALOG DEVICES INC COM 03265410 127 2665 SH SHARED 14 2665 D ANALOGIC CORP COM PAR $0.05 03265720 253 5582 SH SHARED 5582 D ANALOGIC CORP COM PAR $0.05 03265720 46 1016 SH SHARED 01 1016 D ANALOGIC CORP COM PAR $0.05 03265720 264 5821 SH SHARED 02 5821 D ANAREN INC COM 03274410 84 5300 SH SHARED 5300 D ANAREN INC COM 03274410 15 1000 SH SHARED 01 1000 D ANAREN INC COM 03274410 189 11964 SH SHARED 02 11964 D ANCHOR BANCORP WIS INC COM 03283910 320 12654 SH SHARED 12654 D ANCHOR BANCORP WIS INC COM 03283910 34 1368 SH SHARED 01 1368 D ANCHOR BANCORP WIS INC COM 03283910 240 9504 SH SHARED 02 9504 D ANCHOR GLASS CONTAINER CP NE COM NEW 03304B30 211 13485 SH SHARED 02 13485 D ANDREW CORP COM 03442510 8312 475024 SH SHARED 475024 D ANDREW CORP COM 03442510 816 46639 SH SHARED 01 43922 2717 D ANDREW CORP COM 03442510 63 3645 SH SHR/OTHR 01 3645 D ANDREW CORP COM 03442510 2279 130233 SH SHARED 02 130233 D ANDREW CORP COM 03442510 1087 62161 SH SHARED 10 62161 D ANDREW CORP PFD A CV 7.75% 03442520 11250 75000 SH SHARED 75000 D ANDRX CORP DEL ANDRX GROUP 03455310 282 10400 SH SHR/OTHR 10400 D ANDRX CORP DEL ANDRX GROUP 03455310 1111 40846 SH SHARED 40846 D ANDRX CORP DEL ANDRX GROUP 03455310 11312 415900 SH SHARED 01 415900 D ANDRX CORP DEL ANDRX GROUP 03455310 3108 114282 SH SHARED 02 114282 D ANDRX CORP DEL ANDRX GROUP 03455310 231 8500 SH SHARED 06 8500 D ANDRX CORP DEL ANDRX GROUP 03455310 5284 194300 SH SHARED 10 194300 D ANGELICA CORP COM 03466310 90 3983 SH SHARED 3983 D ANGELICA CORP COM 03466310 9 417 SH SHARED 01 417 D ANGELICA CORP COM 03466310 98 4333 SH SHARED 02 4333 D ANGLO AMERN PLC ADR 03485P10 1018 41911 SH SHARED 41911 D ANGLO AMERN PLC ADR 03485P10 819 33752 SH SHARED 01 10000 23752 D ANGLO AMERN PLC ADR 03485P10 558 23000 SH SHR/OTHR 01 23000 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 635 26008 SH SHARED 26008 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 126 5192 SH SHARED 01 5192 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 260 10656 SH SHARED 02 10656 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 6989 286200 SH SHARED 04 286200 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 97 4000 SH SHARED 06 4000 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 97 4000 SH SHARED 10 4000 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 122 5000 SH SHARED 14 5000 D ANGLOGOLD HLDGS PLC DBCV 2.375% 2/2 03512PAA 2026 2000000 PRN SHARED 2000000 D ANGLOGOLD LTD SPONSORED ADR 03512820 144037 3407551 SH SHARED 2378359 1029192 D ANGLOGOLD LTD SPONSORED ADR 03512820 309 7316 SH SHARED 01 5986 1330 D ANGLOGOLD LTD SPONSORED ADR 03512820 549 13000 SH SHR/OTHR 01 13000 D ANGLOGOLD LTD SPONSORED ADR 03512820 6036 142810 SH SHARED 02 142810 D ANGLOGOLD LTD SPONSORED ADR 03512820 435 10300 SH SHARED 04 10300 D ANHEUSER BUSCH COS INC COM 03522910 274529 5382940 SH SHARED 5250857 132083 D ANHEUSER BUSCH COS INC COM 03522910 143702 2817694 SH SHARED 01 757815 9300 2050579 D ANHEUSER BUSCH COS INC COM 03522910 21116 414055 SH SHR/OTHR 01 15800 398255 D ANHEUSER BUSCH COS INC COM 03522910 18507 362889 SH SHARED 02 362889 D ANHEUSER BUSCH COS INC COM 03522910 21534 422250 SH SHARED 03 377500 44750 D ANHEUSER BUSCH COS INC COM 03522910 7930 155500 SH SHARED 04 155500 D ANHEUSER BUSCH COS INC COM 03522910 78775 1544609 SH SHARED 05 1253019 291590 D ANHEUSER BUSCH COS INC COM 03522910 4273 83798 SH SHARED 06 27298 56500 D ANHEUSER BUSCH COS INC COM 03522910 4677 91723 SH SHARED 07 91723 D ANHEUSER BUSCH COS INC COM 03522910 2784 54600 SH SHARED 09 54600 D ANHEUSER BUSCH COS INC COM 03522910 117944 2312635 SH SHARED 10 2312635 D ANHEUSER BUSCH COS INC COM 03522910 5022 98488 SH SHARED 14 98488 D ANIXTER INTL INC NOTE 6/2 035290AC 208 640000 PRN SHARED 02 640000 D ANIXTER INTL INC NOTE 7/0 035290AF 2097 4500000 PRN SHARED 4500000 D ANIXTER INTL INC COM 03529010 84 3000 SH SHARED 3000 D ANIXTER INTL INC COM 03529010 2924 103529 SH SHARED 60808 42721 D ANIXTER INTL INC COM 03529010 67 2400 SH SHARED 01 2400 D ANIXTER INTL INC COM 03529010 453 16057 SH SHARED 02 16057 D ANIXTER INTL INC COM 03529010 26 930 SH SHARED 10 930 D ANNALY MTG MGMT INC COM 03571040 1449 74123 SH SHARED 74123 D ANNALY MTG MGMT INC COM 03571040 1604 82068 SH SHARED 01 81068 1000 D ANNALY MTG MGMT INC COM 03571040 156 8000 SH SHR/OTHR 01 8000 D ANNALY MTG MGMT INC COM 03571040 286 14633 SH SHARED 02 14633 D ANNTAYLOR STORES CORP SDCV 0.550% 6/1 036115AC 3 5000 PRN SHARED 01 5000 D ANNTAYLOR STORES CORP SDCV 0.550% 6/1 036115AC 2254 2850000 PRN SHARED 02 2850000 D ANNTAYLOR STORES CORP COM 03611510 6464 151035 SH SHARED 151035 D ANNTAYLOR STORES CORP COM 03611510 1083 25308 SH SHARED 01 25308 D ANNTAYLOR STORES CORP COM 03611510 1561 36488 SH SHARED 02 36488 D ANNTAYLOR STORES CORP COM 03611510 5565 130045 SH SHARED 10 130045 D ANOORAQ RES CORP COM 03633E10 686 259000 SH SHARED 04 259000 D ANOORAQ RES CORP COM 03633E10 6095 2300000 SH SHARED 10 2300000 D ANSOFT CORP COM 03638410 87 6058 SH SHARED 6058 D ANSOFT CORP COM 03638410 12 888 SH SHARED 01 888 D ANSOFT CORP COM 03638410 46 3207 SH SHARED 02 3207 D ANSYS INC COM 03662Q10 261 6589 SH SHARED 6589 D ANSYS INC COM 03662Q10 10362 260760 SH SHARED 01 228760 32000 D ANSYS INC COM 03662Q10 292 7351 SH SHARED 02 7351 D ANSYS INC COM 03662Q10 1069 26900 SH SHARED 05 26900 D ANSYS INC COM 03662Q10 191 4830 SH SHARED 10 4830 D ANTHEM INC COM 03674B10 126 1400 SH SHR/OTHR 1400 D ANTHEM INC COM 03674B10 71602 789971 SH SHARED 596731 193240 D ANTHEM INC COM 03674B10 6490 71606 SH SHARED 01 60847 8900 1859 D ANTHEM INC COM 03674B10 11249 124107 SH SHARED 02 124107 D ANTHEM INC COM 03674B10 10541 116300 SH SHARED 04 116300 D ANTHEM INC COM 03674B10 464 5129 SH SHARED 05 640 4489 D ANTHEM INC COM 03674B10 167 1850 SH SHARED 06 1600 250 D ANTHEM INC COM 03674B10 72 800 SH SHARED 07 800 D ANTHEM INC COM 03674B10 17954 198082 SH SHARED 10 198082 D ANTHEM INC COM 03674B10 372 4106 SH SHARED 14 4106 D ANTEON INTL CORP COM 03674E10 143 4961 SH SHARED 4961 D ANTEON INTL CORP COM 03674E10 1 39 SH SHARED 01 39 D ANTEON INTL CORP COM 03674E10 853 29541 SH SHARED 02 29541 D ANSWERTHINK INC COM 03691610 199 25788 SH SHARED 02 25788 D ANTHRACITE CAP INC COM 03702310 473 37228 SH SHARED 37228 D ANTHRACITE CAP INC COM 03702310 1100 86463 SH SHARED 01 86463 D ANTHRACITE CAP INC COM 03702310 298 23420 SH SHARED 02 23420 D ANTHRACITE CAP INC COM 03702310 1056 83000 SH SHARED 10 83000 D ANTIGENICS INC DEL COM 03703210 79 7475 SH SHARED 7475 D ANTIGENICS INC DEL COM 03703210 253 23759 SH SHARED 02 23759 D ANWORTH MORTGAGE ASSET CP COM 03734710 18257 1307844 SH SHARED 1307844 D ANWORTH MORTGAGE ASSET CP COM 03734710 1431 102556 SH SHARED 01 102556 D ANWORTH MORTGAGE ASSET CP COM 03734710 8 600 SH SHR/OTHR 01 600 D ANWORTH MORTGAGE ASSET CP COM 03734710 343 24630 SH SHARED 02 24630 D ANWORTH MORTGAGE ASSET CP COM 03734710 4569 327300 SH SHARED 10 327300 D AO TATNEFT SPON ADR REG S 03737P30 1874 67365 SH SHARED 67365 D AO TATNEFT SPON ADR REG S 03737P30 417 15000 SH SHARED 01 15000 D AO TATNEFT SPON ADR REG S 03737P30 1303 46870 SH SHARED 04 46870 D AON CORP DBCV 3.500%11/1 037389AT 4303 3083000 PRN SHARED 3083000 D AON CORP DBCV 3.500%11/1 037389AT 4678 3351000 PRN SHARED 02 3351000 D AON CORP COM 03738910 21625 774828 SH SHARED 774328 500 D AON CORP COM 03738910 1035 37087 SH SHARED 01 37087 D AON CORP COM 03738910 3988 142908 SH SHARED 02 142908 D AON CORP COM 03738910 40 1438 SH SHARED 05 300 1138 D AON CORP COM 03738910 60 2150 SH SHARED 06 2150 D AON CORP COM 03738910 6105 218755 SH SHARED 10 218755 D AON CORP COM 03738910 1265 45356 SH SHARED 14 45356 D APACHE CORP COM 03741110 38449 890643 SH SHARED 879643 11000 D APACHE CORP COM 03741110 52473 1215512 SH SHARED 01 601844 1340 612328 D APACHE CORP COM 03741110 3714 86034 SH SHR/OTHR 01 5680 80354 D APACHE CORP COM 03741110 8186 189624 SH SHARED 02 189624 D APACHE CORP COM 03741110 73751 1708400 SH SHARED 04 1708400 D APACHE CORP COM 03741110 1329 30798 SH SHARED 05 29620 1178 D APACHE CORP COM 03741110 6124 141860 SH SHARED 06 141160 700 D APACHE CORP COM 03741110 64 1500 SH SHARED 07 1500 D APACHE CORP COM 03741110 13762 318792 SH SHARED 10 318792 D APACHE CORP COM 03741110 797 18464 SH SHARED 14 18464 D APARTMENT INVT & MGMT CO CL A 03748R10 14756 474650 SH SHARED 467870 6780 D APARTMENT INVT & MGMT CO CL A 03748R10 1690 54382 SH SHARED 01 54248 134 D APARTMENT INVT & MGMT CO CL A 03748R10 2010 64664 SH SHARED 02 64664 D APARTMENT INVT & MGMT CO CL A 03748R10 31 1000 SH SHARED 06 1000 D APARTMENT INVT & 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UNV PHOENX 03760420 34 400 SH SHARED 10 400 D APOLLO GOLD CORP COM 03761E10 111 52500 SH SHARED 52500 D APOLLO GOLD CORP COM 03761E10 3514 1650000 SH SHARED 10 1650000 D APPLE COMPUTER INC COM 03783310 39949 1477431 SH SHARED 1477071 360 D APPLE COMPUTER INC COM 03783310 1235 45682 SH SHARED 01 41402 4280 D APPLE COMPUTER INC COM 03783310 81 3000 SH SHR/OTHR 01 3000 D APPLE COMPUTER INC COM 03783310 6200 229320 SH SHARED 02 229320 D APPLE COMPUTER INC COM 03783310 1352 50000 SH SHARED 04 50000 D APPLE COMPUTER INC COM 03783310 72 2698 SH SHARED 05 600 2098 D APPLE COMPUTER INC COM 03783310 112 4150 SH SHARED 06 3150 1000 D APPLE COMPUTER INC COM 03783310 5765 213229 SH SHARED 10 213229 D APPLE COMPUTER INC COM 03783310 73 2708 SH SHARED 14 2708 D APPLEBEES INTL INC COM 03789910 111 2700 SH SHARED 2700 D APPLEBEES INTL INC COM 03789910 2074 50254 SH SHARED 50254 D APPLEBEES INTL INC COM 03789910 8033 194603 SH SHARED 01 194603 D APPLEBEES INTL INC COM 03789910 586 14201 SH SHARED 02 14201 D APPLEBEES INTL INC COM 03789910 4747 115000 SH SHARED 04 115000 D APPLEBEES INTL INC COM 03789910 1642 39800 SH SHARED 10 39800 D APRIA HEALTHCARE GROUP INC COM 03793310 2808 93797 SH SHARED 93797 D APRIA HEALTHCARE GROUP INC COM 03793310 546 18255 SH SHARED 01 15455 2800 D APRIA HEALTHCARE GROUP INC COM 03793310 822 27460 SH SHARED 02 27460 D APRIA HEALTHCARE GROUP INC COM 03793310 10589 353700 SH SHARED 10 353700 D APPLERA CORP COM AP BIO GRP 03802010 12505 632253 SH SHARED 615453 16800 D APPLERA CORP COM AP BIO GRP 03802010 3017 152551 SH SHARED 01 43110 109441 D APPLERA CORP COM AP BIO GRP 03802010 1054 53290 SH SHR/OTHR 01 53290 D APPLERA CORP COM AP BIO GRP 03802010 2537 128290 SH SHARED 02 128290 D APPLERA CORP COM AP BIO GRP 03802010 11 574 SH SHARED 05 574 D APPLERA CORP COM AP BIO GRP 03802010 441 22300 SH SHARED 06 22300 D APPLERA CORP COM AP BIO GRP 03802010 1640 82961 SH SHARED 10 82961 D APPLERA CORP COM AP BIO GRP 03802010 2223 112400 SH SHARED 14 112400 D APPLERA CORP COM CE GEN GRP 03802020 964 66440 SH SHARED 66440 D APPLERA CORP COM CE GEN GRP 03802020 808 55688 SH SHARED 01 46488 9200 D APPLERA CORP COM CE GEN GRP 03802020 174 12000 SH SHR/OTHR 01 12000 D APPLERA CORP COM CE GEN GRP 03802020 597 41194 SH SHARED 02 41194 D APPLICA INC COM 03815A10 53 4800 SH SHARED 4800 D APPLICA INC COM 03815A10 65 5800 SH SHARED 01 5800 D APPLICA INC COM 03815A10 122 10891 SH SHARED 02 10891 D APPLIED EXTRUSION TECHNOLOGI COM 03819610 30 10050 SH SHARED 10050 D APPLIED FILMS CORP COM 03819710 1228 43874 SH SHARED 43874 D APPLIED FILMS CORP COM 03819710 19707 703584 SH SHARED 01 655584 48000 D APPLIED FILMS CORP COM 03819710 212 7599 SH SHARED 02 7599 D APPLIED FILMS CORP COM 03819710 610 21800 SH SHARED 05 21800 D APPLIED FILMS CORP COM 03819710 4618 164900 SH SHARED 10 164900 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 337 14837 SH SHARED 14837 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 68 3013 SH SHARED 01 3013 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 190 8385 SH SHARED 02 8385 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 120 5300 SH SHARED 10 5300 D APPLIED MICRO CIRCUITS CORP COM 03822W10 6710 1175258 SH SHARED 1154808 20450 D APPLIED MICRO CIRCUITS CORP COM 03822W10 9974 1746848 SH SHARED 01 1700162 35300 11386 D APPLIED MICRO CIRCUITS CORP COM 03822W10 66 11714 SH SHR/OTHR 01 11714 D APPLIED MICRO CIRCUITS CORP COM 03822W10 1199 210052 SH SHARED 02 210052 D APPLIED MICRO CIRCUITS CORP COM 03822W10 7 1327 SH SHARED 05 1327 D APPLIED MICRO CIRCUITS CORP COM 03822W10 99 17500 SH SHARED 06 17500 D APPLIED MICRO CIRCUITS CORP COM 03822W10 38512 6744799 SH SHARED 10 6744799 D APPLIED MICRO CIRCUITS CORP COM 03822W10 1056 185100 SH SHARED 14 185100 D APPLIED MATLS INC COM 03822210 154816 7258155 SH SHARED 6719380 538775 D APPLIED MATLS INC COM 03822210 97799 4585048 SH SHARED 01 2423996 1500 2159552 D APPLIED MATLS INC COM 03822210 6958 326225 SH SHR/OTHR 01 77000 249225 D APPLIED MATLS INC COM 03822210 23732 1112612 SH SHARED 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03839G10 563 58726 SH SHARED 58726 D AQUANTIVE INC COM 03839G10 10 1092 SH SHARED 01 1092 D AQUANTIVE INC COM 03839G10 244 25462 SH SHARED 02 25462 D AQUILA INC COM 03840P10 36202 786300 SH SHARED 7686300 D AQUILA INC COM 03840P10 182 38700 SH SHARED 01 37200 1500 D AQUILA INC COM 03840P10 9 1983 SH SHR/OTHR 01 1983 D AQUILA INC COM 03840P10 564 119861 SH SHARED 02 119861 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 699 18297 SH SHARED 18297 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 27825 727457 SH SHARED 01 727457 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 1530 40000 SH SHARED 06 40000 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 1174 30700 SH SHARED 09 30700 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 36933 965575 SH SHARED 10 965575 D ARAMARK CORP CL B 03852110 2003 73093 SH SHARED 73093 D ARAMARK CORP CL B 03852110 5235 191000 SH SHARED 01 190500 500 D ARAMARK CORP CL B 03852110 1226 44739 SH SHARED 02 44739 D ARAMARK CORP CL B 03852110 1189 43400 SH SHARED 10 43400 D ARBITRON INC COM 03875Q10 642 15949 SH SHARED 15949 D ARBITRON INC COM 03875Q10 332 8260 SH SHARED 01 5914 2346 D ARBITRON INC COM 03875Q10 147 3655 SH SHR/OTHR 01 3655 D ARBITRON INC COM 03875Q10 1080 26835 SH SHARED 02 26835 D ARBITRON INC COM 03875Q10 50 1260 SH SHARED 10 1260 D ARCH CHEMICALS INC COM 03937R10 141 5000 SH SHARED 5000 D ARCH CHEMICALS INC COM 03937R10 14 500 SH SHARED 01 500 D ARCH CHEMICALS INC COM 03937R10 42 1500 SH SHR/OTHR 01 1500 D ARCH CHEMICALS INC COM 03937R10 271 9606 SH SHARED 02 9606 D ARCH COAL INC COM 03938010 2278 72589 SH SHARED 72589 D ARCH COAL INC COM 03938010 539 17191 SH SHARED 01 17191 D ARCH COAL INC COM 03938010 1337 42619 SH SHARED 02 42619 D ARCH COAL INC PFD CV 5% PERP 03938020 39503 459500 SH SHARED 459500 D ARCH WIRELESS INC CL A 03939270 346 10738 SH SHARED 02 10738 D ARCHER DANIELS MIDLAND CO COM 03948310 32948 1953061 SH SHARED 1953061 D ARCHER DANIELS MIDLAND CO COM 03948310 59230 3511015 SH SHARED 01 3506836 4179 D ARCHER DANIELS 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17527 SH SHARED 02 17527 D ARIAD PHARMACEUTICALS INC COM 04033A10 745 78069 SH SHARED 78069 D ARIAD PHARMACEUTICALS INC COM 04033A10 29 3100 SH SHARED 01 3100 D ARIAD PHARMACEUTICALS INC COM 04033A10 506 53006 SH SHARED 02 53006 D ARIAD PHARMACEUTICALS INC COM 04033A10 4154 435000 SH SHARED 04 435000 D ARIAD PHARMACEUTICALS INC COM 04033A10 191 20000 SH SHARED 06 20000 D ARIAD PHARMACEUTICALS INC COM 04033A10 191 20000 SH SHARED 10 20000 D ARIAD PHARMACEUTICALS INC COM 04033A10 45 4800 SH SHARED 14 4800 D ARIBA INC COM 04033V10 2496 882019 SH SHARED 882019 D ARIBA INC COM 04033V10 231 81916 SH SHARED 01 81916 D ARIBA INC COM 04033V10 457 161824 SH SHARED 02 161824 D ARIBA INC COM 04033V10 14 5100 SH SHARED 10 5100 D ARKANSAS BEST CORP DEL COM 04079010 87 3300 SH SHARED 3300 D ARKANSAS BEST CORP DEL COM 04079010 1961 73615 SH SHARED 73615 D ARKANSAS BEST CORP DEL COM 04079010 298 11202 SH SHARED 01 11202 D ARKANSAS BEST CORP DEL COM 04079010 384 14430 SH SHARED 02 14430 D ARKANSAS BEST CORP DEL COM 04079010 5537 207800 SH SHARED 10 207800 D ARM HLDGS PLC SPONSORED ADR 04206810 2215 339853 SH SHARED 73039 266814 D ARMOR HOLDINGS INC COM 04226010 1201 36303 SH SHARED 36303 D ARMOR HOLDINGS INC COM 04226010 461 13929 SH SHARED 02 13929 D AROTECH CORP COM 04268210 36 19040 SH SHARED 19040 D ARQULE INC COM 04269E10 340 57302 SH SHARED 57302 D ARQULE INC COM 04269E10 8 1448 SH SHARED 02 1448 D ARRIS GROUP INC COM 04269Q10 805 88133 SH SHARED 88133 D ARRIS GROUP INC COM 04269Q10 2047 223967 SH SHARED 01 220967 3000 D ARRIS GROUP INC COM 04269Q10 408 44655 SH SHARED 02 44655 D ARRIS GROUP INC COM 04269Q10 1356 148400 SH SHARED 10 148400 D ARRAY BIOPHARMA INC COM 04269X10 200 22238 SH SHARED 22238 D ARRAY BIOPHARMA INC COM 04269X10 143 15938 SH SHARED 02 15938 D ARRAY BIOPHARMA INC COM 04269X10 11610 1290100 SH SHARED 04 1290100 D ARRAY BIOPHARMA INC COM 04269X10 270 30000 SH SHARED 06 30000 D ARRAY BIOPHARMA INC COM 04269X10 270 30000 SH SHARED 10 30000 D ARRAY BIOPHARMA INC 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SHR/OTHR 01 3000 D ARVINMERITOR INC COM 04335310 607 30622 SH SHARED 02 30622 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 85 4917 SH SHARED 4917 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 6 383 SH SHARED 01 383 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 233 13468 SH SHARED 02 13468 D ASCENTIAL SOFTWARE CORP COM NEW 04362P20 1716 78671 SH SHARED 64471 14200 D ASCENTIAL SOFTWARE CORP COM NEW 04362P20 341 15673 SH SHARED 01 15658 15 D ASCENTIAL SOFTWARE CORP COM NEW 04362P20 1911 87582 SH SHARED 02 87582 D ASCENTIAL SOFTWARE CORP COM NEW 04362P20 93 4275 SH SHARED 10 4275 D ASHANTI GOLDFIELDS LTD GLOB DEP RCPT 04374320 53257 4379741 SH SHARED 102104 4277637 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 1890 185500 SH SHARED 185500 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 4203 412500 SH SHARED 10 412500 D ASHLAND INC COM 04420410 692 14900 SH SHARED 14900 D ASHLAND INC COM 04420410 11673 251096 SH SHARED 250333 763 D ASHLAND INC COM 04420410 728 15677 SH SHARED 01 14577 1100 D ASHLAND INC COM 04420410 2184 46992 SH SHARED 02 46992 D ASHLAND INC COM 04420410 1480 31856 SH SHARED 10 31856 D ASIA PAC FD INC COM 04490110 208 15000 SH SHR/OTHR 01 15000 D ASHWORTH INC COM 04516H10 62 7175 SH SHARED 7175 D ASHWORTH INC COM 04516H10 15 1779 SH SHARED 01 1779 D ASIA TIGERS FD INC COM 04516T10 707 65603 SH SHARED 65603 D ASK JEEVES INC COM 04517410 682 19100 SH SHARED 19100 D ASK JEEVES INC COM 04517410 2644 74000 SH SHARED 01 74000 D ASK JEEVES INC COM 04517410 2591 72540 SH SHARED 02 72540 D ASK JEEVES INC COM 04517410 1786 50000 SH SHARED 04 50000 D ASK JEEVES INC COM 04517410 657 18400 SH SHARED 10 18400 D ASIAINFO HLDGS INC COM 04518A10 1253 192572 SH SHARED 192572 D ASIAINFO HLDGS INC COM 04518A10 132 20392 SH SHARED 01 20392 D ASIAINFO HLDGS INC COM 04518A10 124 19060 SH SHARED 02 19060 D ASIAINFO HLDGS INC COM 04518A10 35 5500 SH SHARED 10 5500 D ASPECT COMMUNICATIONS CORP COM 04523Q10 141 9000 SH SHARED 9000 D ASPECT COMMUNICATIONS CORP COM 04523Q10 2991 190900 SH SHARED 01 190900 D ASPECT COMMUNICATIONS CORP COM 04523Q10 503 32141 SH SHARED 02 32141 D ASPECT COMMUNICATIONS CORP COM 04523Q10 487 31100 SH SHARED 10 31100 D ASPECT MED SYS INC COM 04523510 156 10434 SH SHARED 10434 D ASPECT MED SYS INC COM 04523510 30 2017 SH SHARED 01 2017 D ASPECT MED SYS INC COM 04523510 111 7455 SH SHARED 02 7455 D ASPEN TECHNOLOGY INC SDCV 5.250% 6/1 045327AB 7633 7750000 PRN SHARED 7750000 D ASPEN TECHNOLOGY INC SDCV 5.250% 6/1 045327AB 575 584050 PRN SHARED 01 584050 D ASPEN TECHNOLOGY INC SDCV 5.250% 6/1 045327AB 137 140000 PRN SHARED 05 140000 D ASPEN TECHNOLOGY INC SDCV 5.250% 6/1 045327AB 7151 7260000 PRN SHARED 10 7260000 D ASPEN TECHNOLOGY INC COM 04532710 580 71048 SH SHARED 71048 D ASPEN TECHNOLOGY INC COM 04532710 2483 304000 SH SHARED 01 304000 D ASPEN TECHNOLOGY INC COM 04532710 243 29811 SH SHARED 02 29811 D ASPEN TECHNOLOGY INC COM 04532710 367 45000 SH SHARED 10 45000 D ASSET ACCEP CAP CORP COM 04543P10 374 20126 SH SHARED 02 20126 D ASSOCIATED BANC CORP COM 04548710 741 16544 SH SHARED 16544 D ASSOCIATED BANC CORP COM 04548710 1131 25272 SH SHARED 01 25272 D ASSOCIATED BANC CORP COM 04548710 810 18089 SH SHARED 02 18089 D ASSOCIATED ESTATES RLTY CORP COM 04560410 38 4200 SH SHARED 4200 D ASSOCIATED ESTATES RLTY CORP COM 04560410 77 8405 SH SHARED 02 8405 D ASSURANT INC COM 04621X10 1257 50000 SH SHR/OTHR 50000 D ASSURANT INC COM 04621X10 7846 312000 SH SHARED 12000 300000 D ASSURANT INC COM 04621X10 3166 125900 SH SHARED 01 125900 D ASSURANT INC COM 04621X10 2596 103230 SH SHARED 02 103130 100 D ASSURANT INC COM 04621X10 43 1710 SH SHARED 05 1710 D ASSURANT INC COM 04621X10 3166 125900 SH SHARED 10 125900 D ASTA FDG INC COM 04622010 158 8247 SH SHARED 8247 D ASTA FDG INC COM 04622010 139 7289 SH SHARED 02 7289 D ASTEC INDS INC COM 04622410 62 3900 SH SHARED 3900 D ASTEC INDS INC COM 04622410 12 800 SH SHARED 01 800 D ASTEC INDS INC COM 04622410 126 7855 SH SHARED 02 7855 D ASTORIA FINL CORP COM 04626510 752 19800 SH SHARED 19800 D ASTORIA FINL CORP COM 04626510 4566 120067 SH SHARED 120067 D ASTORIA FINL CORP COM 04626510 2905 76388 SH SHARED 01 76388 D ASTORIA FINL CORP COM 04626510 829 21806 SH SHARED 02 21806 D ASTRAZENECA PLC SPONSORED ADR 04635310 7699 164772 SH SHARED 92082 72690 D ASTRAZENECA PLC SPONSORED ADR 04635310 1049 22454 SH SHARED 01 198 22256 D ASTRAZENECA PLC SPONSORED ADR 04635310 1077 23048 SH SHARED 02 23048 D ASTRAZENECA PLC SPONSORED ADR 04635310 392 8400 SH SHARED 06 8400 D ASTRAZENECA PLC SPONSORED ADR 04635310 1607 34400 SH SHARED 14 34400 D ASTRO-MED INC NEW COM 04638F10 57 4924 SH SHARED 4924 D ASTRO-MED INC NEW COM 04638F10 14 1220 SH SHARED 01 1220 D AT RD INC COM 04648K10 374 30530 SH SHARED 30530 D AT RD INC COM 04648K10 463 37800 SH SHARED 01 17800 20000 D AT RD INC COM 04648K10 381 31123 SH SHARED 02 31123 D AT RD INC COM 04648K10 4294 350000 SH SHARED 04 350000 D AT RD INC COM 04648K10 115 9400 SH SHARED 10 9400 D AT RD INC COM 04648K10 50 4100 SH SHARED 14 4100 D ASYST TECHNOLOGY CORP COM 04648X10 386 46971 SH SHARED 46971 D ASYST TECHNOLOGY CORP COM 04648X10 46 5606 SH SHARED 01 5606 D ASYST TECHNOLOGY CORP COM 04648X10 382 46532 SH SHARED 02 46532 D ATARI INC COM 04651M10 683 200562 SH SHARED 200562 D ATARI INC COM 04651M10 487 142960 SH SHARED 02 142960 D ATHEROS COMMUNICATIONS INC COM 04743P10 304 17658 SH SHARED 02 17658 D ATHEROGENICS INC COM 04743910 219 9600 SH SHARED 9600 D ATHEROGENICS INC COM 04743910 6623 289600 SH SHARED 01 269300 10100 10200 D ATHEROGENICS INC COM 04743910 755 33045 SH SHARED 02 33045 D ATHEROGENICS INC COM 04743910 25157 1100000 SH SHARED 04 1100000 D ATHEROGENICS INC COM 04743910 285 12500 SH SHARED 06 12500 D ATHEROGENICS INC COM 04743910 3002 131300 SH SHARED 10 131300 D ATHEROGENICS INC COM 04743910 354 15500 SH SHARED 14 15500 D ATLANTIC COAST AIRLINES HLDG COM 04839610 576 80247 SH SHARED 80247 D ATLANTIC COAST AIRLINES HLDG COM 04839610 170 23690 SH SHARED 01 23690 D ATLANTIC COAST AIRLINES HLDG COM 04839610 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400000 SH SHARED 04 400000 D ATRIX LABS INC COM 04962L10 1632 64000 SH SHARED 10 64000 D ATRIX LABS INC COM 04962L10 147 5800 SH SHARED 14 5800 D ATWOOD OCEANICS INC COM 05009510 682 19183 SH SHARED 19183 D ATWOOD OCEANICS INC COM 05009510 49 1390 SH SHARED 01 1390 D ATWOOD OCEANICS INC COM 05009510 344 9685 SH SHARED 02 9685 D AUDIOVOX CORP CL A 05075710 204 10211 SH SHARED 10211 D AUDIOVOX CORP CL A 05075710 575 28758 SH SHARED 01 28758 D AUDIOVOX CORP CL A 05075710 290 14516 SH SHARED 02 14516 D AUDIOVOX CORP CL A 05075710 780 39000 SH SHARED 10 39000 D AUGUST TECHNOLOGY CORP COM 05106U10 81 5391 SH SHARED 5391 D AUGUST TECHNOLOGY CORP COM 05106U10 19 1290 SH SHARED 01 1290 D AUGUST TECHNOLOGY CORP COM 05106U10 143 9552 SH SHARED 02 9552 D AURIZON MINES LTD COM 05155P10 0 75 SH SHARED 02 75 D AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 05252830 57 800 SH SHARED 800 D AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 05252830 765 10582 SH SHARED 01 10582 D AUTHENTIDATE HLDG CORP COM 05266610 239 17962 SH SHARED 17962 D AUTHENTIDATE HLDG CORP COM 05266610 66 5000 SH SHR/OTHR 01 5000 D AUTHENTIDATE HLDG CORP COM 05266610 293 21985 SH SHARED 02 21985 D AUTOBYTEL INC COM 05275N10 917 69473 SH SHARED 69473 D AUTOBYTEL INC COM 05275N10 446 33857 SH SHARED 01 33857 D AUTOBYTEL INC COM 05275N10 222 16872 SH SHARED 02 16872 D AUTOBYTEL INC COM 05275N10 401 30400 SH SHARED 10 30400 D AUTODESK INC COM 05276910 198 6300 SH SHARED 6300 D AUTODESK INC COM 05276910 8985 285078 SH SHARED 277978 7100 D AUTODESK INC COM 05276910 9950 315680 SH SHARED 01 306880 8800 D AUTODESK INC COM 05276910 40 1300 SH SHR/OTHR 01 1300 D AUTODESK INC COM 05276910 1941 61583 SH SHARED 02 61583 D AUTODESK INC COM 05276910 2208 70072 SH SHARED 10 70072 D AUTOLIV INC COM 05280010 473 11560 SH SHARED 11560 D AUTOLIV INC COM 05280010 3695 90130 SH SHARED 01 89880 250 D AUTOLIV INC COM 05280010 6 153 SH SHR/OTHR 01 153 D AUTOLIV INC COM 05280010 805 19654 SH SHARED 02 19654 D AUTOLIV INC COM 05280010 277 6761 SH SHARED 06 6761 D AUTOLIV INC COM 05280010 565 13800 SH SHARED 10 13800 D AUTOMATIC DATA PROCESSING IN COM 05301510 89288 2125922 SH SHARED 2057810 68112 D AUTOMATIC DATA PROCESSING IN COM 05301510 83490 1987874 SH SHARED 01 941766 1400 1044708 D AUTOMATIC DATA PROCESSING IN COM 05301510 5620 133833 SH SHR/OTHR 01 4500 129333 D AUTOMATIC DATA PROCESSING IN COM 05301510 12890 306907 SH SHARED 02 306907 D AUTOMATIC DATA PROCESSING IN COM 05301510 102480 2440000 SH SHARED 04 2440000 D AUTOMATIC DATA PROCESSING IN COM 05301510 128 3049 SH SHARED 05 500 2549 D AUTOMATIC DATA PROCESSING IN COM 05301510 8095 192759 SH SHARED 06 191959 800 D AUTOMATIC DATA PROCESSING IN COM 05301510 64786 1542537 SH SHARED 10 1542537 D AUTOMATIC DATA PROCESSING IN COM 05301510 10935 260368 SH SHARED 14 260368 D AUTONOMY CORP PLC ADR NEW 05329Q20 1887 78555 SH SHARED 78555 D AUTONATION INC COM 05329W10 173 10200 SH SHARED 10200 D AUTONATION INC COM 05329W10 11966 701836 SH SHARED 685536 16300 D AUTONATION INC COM 05329W10 787 46190 SH SHARED 01 46190 D AUTONATION INC COM 05329W10 2080 122012 SH SHARED 02 122012 D AUTONATION INC COM 05329W10 1890 110887 SH SHARED 10 110887 D AUTOZONE INC COM 05333210 2192 25500 SH SHARED 25500 D AUTOZONE INC COM 05333210 20462 238014 SH SHARED 233514 4500 D AUTOZONE INC COM 05333210 26533 308635 SH SHARED 01 306995 1640 D AUTOZONE INC COM 05333210 3825 44497 SH SHARED 02 44497 D AUTOZONE INC COM 05333210 21 250 SH SHARED 05 250 D AUTOZONE INC COM 05333210 181 2112 SH SHARED 06 1862 250 D AUTOZONE INC COM 05333210 22835 265618 SH SHARED 10 265618 D AUTOZONE INC COM 05333210 1718 19989 SH SHARED 14 19989 D AVANEX CORP COM 05348W10 307 71230 SH SHARED 71230 D AVANEX CORP COM 05348W10 54 12500 SH SHARED 01 12500 D AVANEX CORP COM 05348W10 280 64888 SH SHARED 02 64888 D AVALONBAY CMNTYS INC COM 05348410 25 481 SH SHARED 481 D AVALONBAY CMNTYS INC COM 05348410 2883 53819 SH SHARED 01 52219 1600 D AVALONBAY CMNTYS INC COM 05348410 42 800 SH SHR/OTHR 01 800 D AVALONBAY CMNTYS INC COM 05348410 2172 40545 SH SHARED 02 40545 D AVALONBAY CMNTYS INC COM 05348410 53 1000 SH SHARED 06 1000 D AVALONBAY CMNTYS INC COM 05348410 32694 610200 SH SHARED 10 610200 D AVALONBAY CMNTYS INC COM 05348410 212503 3966100 SH SHARED 11 3966100 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 117 44899 SH SHARED 44899 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 17 6818 SH SHARED 01 5818 1000 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 78 30209 SH SHARED 02 30209 D AVATAR HLDGS INC COM 05349410 690 18431 SH SHARED 18431 D AVATAR HLDGS INC COM 05349410 2 58 SH SHARED 01 58 D AVATAR HLDGS INC COM 05349410 177 4732 SH SHARED 02 4732 D AVAYA INC NOTE 10/3 053499AA 14847 24500000 PRN SHARED 24500000 D AVAYA INC COM 05349910 17698 1114521 SH SHARED 1103937 10584 D AVAYA INC COM 05349910 20719 1304771 SH SHARED 01 1293358 7900 3513 D AVAYA INC COM 05349910 211 13346 SH SHR/OTHR 01 8381 4965 D AVAYA INC COM 05349910 3695 232721 SH SHARED 02 232621 100 D AVAYA INC COM 05349910 29 1843 SH SHARED 05 1843 D AVAYA INC COM 05349910 33 2083 SH SHARED 06 2083 D AVAYA INC COM 05349910 24494 1542480 SH SHARED 10 1542480 D AVENTIS SPONSORED ADR 05356110 44 580 SH SHARED 580 D AVENTIS SPONSORED ADR 05356110 898 11679 SH SHARED 01 3385 8294 D AVENTIS SPONSORED ADR 05356110 1213 15779 SH SHARED 02 15779 D AVERY DENNISON CORP COM 05361110 20694 332652 SH SHARED 283352 49300 D AVERY DENNISON CORP COM 05361110 55686 895138 SH SHARED 01 433847 461291 D AVERY DENNISON CORP COM 05361110 7247 116507 SH SHR/OTHR 01 16340 100167 D AVERY DENNISON CORP COM 05361110 3366 54114 SH SHARED 02 54114 D AVERY DENNISON CORP COM 05361110 50 806 SH SHARED 05 806 D AVERY DENNISON CORP COM 05361110 105 1700 SH SHARED 06 1200 500 D AVERY DENNISON CORP COM 05361110 38754 622958 SH SHARED 10 622958 D AVERY DENNISON CORP COM 05361110 62 1000 SH SHARED 14 1000 D AVIALL INC NEW COM 05366B10 117 7749 SH SHARED 7749 D AVIALL INC NEW COM 05366B10 233 15347 SH SHARED 02 15347 D AVIALL INC NEW COM 05366B10 22 1450 SH SHARED 10 1450 D AVICI SYS INC COM NEW 05367L80 102 7453 SH SHARED 7453 D AVICI SYS INC COM NEW 05367L80 25 1847 SH SHARED 01 1847 D AVICI SYS INC COM NEW 05367L80 94 6839 SH SHARED 02 6839 D AVID TECHNOLOGY INC COM 05367P10 143 3100 SH SHARED 3100 D AVID TECHNOLOGY INC COM 05367P10 2036 44156 SH SHARED 44156 D AVID TECHNOLOGY INC COM 05367P10 2010 43589 SH SHARED 01 43589 D AVID TECHNOLOGY INC COM 05367P10 906 19648 SH SHARED 02 19648 D AVID TECHNOLOGY INC COM 05367P10 262 5700 SH SHARED 10 5700 D AVIGEN INC COM 05369010 77 14182 SH SHARED 14182 D AVIGEN INC COM 05369010 19 3480 SH SHARED 01 3480 D AVIGEN INC COM 05369010 9 1824 SH SHARED 02 1824 D AVISTA CORP COM 05379B10 535 28327 SH SHARED 28327 D AVISTA CORP COM 05379B10 3292 174000 SH SHARED 01 174000 D AVISTA CORP COM 05379B10 547 28937 SH SHARED 02 28937 D AVISTA CORP COM 05379B10 3044 160900 SH SHARED 10 160900 D AVNET INC COM 05380710 29 1200 SH SHARED 1200 D AVNET INC COM 05380710 1926 78682 SH SHARED 78682 D AVNET INC COM 05380710 13525 552300 SH SHARED 01 552300 D AVNET INC COM 05380710 48 2000 SH SHR/OTHR 01 2000 D AVNET INC COM 05380710 740 30246 SH SHARED 02 30246 D AVNET INC COM 05380710 191 7800 SH SHARED 06 7800 D AVNET INC COM 05380710 5904 241100 SH SHARED 10 241100 D AVOCENT CORP COM 05389310 671 18226 SH SHARED 18226 D AVOCENT CORP COM 05389310 32363 878476 SH SHARED 01 717876 160600 D AVOCENT CORP COM 05389310 443 12044 SH SHARED 02 12044 D AVOCENT CORP COM 05389310 8024 217832 SH SHARED 10 217832 D AVON PRODS INC COM 05430310 120736 1591366 SH SHARED 1440312 151054 D AVON PRODS INC COM 05430310 70342 927151 SH SHARED 01 117005 5500 804646 D AVON PRODS INC COM 05430310 4011 52867 SH SHR/OTHR 01 4720 48147 D AVON PRODS INC COM 05430310 9052 119318 SH SHARED 02 119318 D AVON PRODS INC COM 05430310 12685 167200 SH SHARED 03 145300 21900 D AVON PRODS INC COM 05430310 55187 727390 SH SHARED 05 567644 159746 D AVON PRODS INC COM 05430310 1524 20088 SH SHARED 06 19688 400 D AVON PRODS INC COM 05430310 5255 69264 SH SHARED 07 69264 D AVON PRODS INC COM 05430310 3383 44600 SH SHARED 09 44600 D AVON PRODS INC COM 05430310 113807 1500028 SH SHARED 10 1500028 D AVON PRODS INC COM 05430310 144 1900 SH SHARED 14 1900 D AWARE INC MASS COM 05453N10 118 30091 SH SHARED 30091 D AWARE INC MASS COM 05453N10 60 15409 SH SHARED 01 5409 10000 D AXA SPONSORED ADR 05453610 43 2084 SH SHARED 2084 D AXA SPONSORED ADR 05453610 10 516 SH SHARED 01 516 D AXA SPONSORED ADR 05453610 2315 110315 SH SHARED 02 110315 D AXCELIS TECHNOLOGIES INC NOTE 4.250% 1/1 054540AB 953 953000 PRN SHARED 953000 D AXCELIS TECHNOLOGIES INC COM 05454010 1600 143885 SH SHARED 131960 11925 D AXCELIS TECHNOLOGIES INC COM 05454010 326 29401 SH SHARED 01 29401 D AXCELIS TECHNOLOGIES INC COM 05454010 551 49634 SH SHARED 02 49634 D AXCELIS TECHNOLOGIES INC COM 05454010 17 1600 SH SHARED 10 1600 D AXONYX INC COM 05461R10 561 86000 SH SHR/OTHR 86000 D AXONYX INC COM 05461R10 96 14752 SH SHARED 14752 D AXONYX INC COM 05461R10 664 101700 SH SHARED 01 77100 24600 D AXONYX INC COM 05461R10 117 18003 SH SHARED 02 18003 D AXONYX INC COM 05461R10 1514 232000 SH SHARED 10 232000 D AZTAR CORP COM 05480210 272 11100 SH SHARED 11100 D AZTAR CORP COM 05480210 3165 129162 SH SHARED 129162 D AZTAR CORP COM 05480210 378 15434 SH SHARED 01 15434 D AZTAR CORP COM 05480210 471 19237 SH SHARED 02 19237 D AZTAR CORP COM 05480210 35 1450 SH SHARED 10 1450 D AXCAN PHARMA INC COM 05492310 9 506 SH SHARED 506 D AXCAN PHARMA INC COM 05492310 412 21658 SH SHARED 02 21658 D BB&T CORP COM 05493710 52414 1484841 SH SHARED 1418841 66000 D BB&T CORP COM 05493710 52371 1483621 SH SHARED 01 885626 597995 D BB&T CORP COM 05493710 283 8035 SH SHR/OTHR 01 1100 6935 D BB&T CORP COM 05493710 10667 302187 SH SHARED 02 302187 D BB&T CORP COM 05493710 72 2045 SH SHARED 05 2045 D BB&T CORP COM 05493710 106 3025 SH SHARED 06 3025 D BB&T CORP COM 05493710 44925 1272691 SH SHARED 10 1272691 D BB&T CORP COM 05493710 155 4400 SH SHARED 14 4400 D B A S F A G SPONSORED ADR 05526250 81546 1595820 SH SHARED 1585620 10200 D B A S F A G SPONSORED ADR 05526250 737 14439 SH SHARED 01 1680 12759 D B A S F A G SPONSORED ADR 05526250 3541 69300 SH SHARED 02 69300 D BCE INC COM 05534B10 66408 3157785 SH SHARED 973968 2183817 D BCE INC COM 05534B10 124 5941 SH SHARED 01 5941 D BCE INC COM 05534B10 147 7000 SH SHR/OTHR 01 7000 D BCE INC COM 05534B10 3253 154717 SH SHARED 02 154717 D BCE INC COM 05534B10 45004 2140000 SH SHARED 04 2140000 D BCE INC COM 05534B10 286 13620 SH SHARED 05 13620 D BCE INC COM 05534B10 2750 130800 SH SHARED 06 130000 800 D BCE INC COM 05534B10 12932 614974 SH SHARED 10 614974 D BCE INC COM 05534B10 5031 239252 SH SHARED 14 239252 D BEI TECHNOLOGIES INC COM 05538P10 65 2916 SH SHARED 2916 D BEI TECHNOLOGIES INC COM 05538P10 1444 64769 SH SHARED 01 64769 D BEI TECHNOLOGIES INC COM 05538P10 137 6181 SH SHARED 02 6181 D BEI TECHNOLOGIES INC COM 05538P10 354 15900 SH SHARED 10 15900 D BFC FINL CORP CL A 05538420 151 8780 SH SHARED 02 8780 D BG PLC ADR FIN INST N 05543420 111 3658 SH SHARED 01 3136 522 D BG PLC ADR FIN INST N 05543420 263 8625 SH SHR/OTHR 01 8625 D BG PLC ADR FIN INST N 05543420 250 8200 SH SHARED 02 8200 D BHA GROUP HLDGS INC COM 05544610 26 900 SH SHARED 900 D BHA GROUP HLDGS INC COM 05544610 59 1984 SH SHARED 02 1984 D BHP BILLITON PLC SPONSORED ADR 05545E20 171 9320 SH SHARED 01 9320 D BHP BILLITON PLC SPONSORED ADR 05545E20 1463 79300 SH SHARED 02 79300 D BISYS GROUP INC NOTE 4.000% 3/1 055472AB 8040 8000000 PRN SHARED 8000000 D BISYS GROUP INC NOTE 4.000% 3/1 055472AB 2 2300 PRN SHARED 01 2300 D BISYS GROUP INC COM 05547210 9567 570853 SH SHARED 570853 D BISYS GROUP INC COM 05547210 1381 82449 SH SHARED 01 82449 D BISYS GROUP INC COM 05547210 630 37634 SH SHARED 02 37634 D BJS WHOLESALE CLUB INC COM 05548J10 1291 50749 SH SHARED 50749 D BJS WHOLESALE CLUB INC COM 05548J10 493 19405 SH SHARED 01 19405 D BJS WHOLESALE CLUB INC COM 05548J10 13 543 SH SHR/OTHR 01 543 D BJS WHOLESALE CLUB INC COM 05548J10 1143 44940 SH SHARED 02 44940 D BJS WHOLESALE CLUB INC COM 05548J10 3494 137300 SH SHARED 10 137300 D BJ SVCS CO NOTE 0.500% 4/2 055482AF 690 814000 PRN SHARED 814000 D BJ SVCS CO COM 05548210 18863 435945 SH SHARED 427925 8020 D BJ SVCS CO COM 05548210 17369 401416 SH SHARED 01 401416 D BJ SVCS CO COM 05548210 5676 131181 SH SHARED 02 130981 200 D BJ SVCS CO COM 05548210 22 523 SH SHARED 05 523 D BJ SVCS CO COM 05548210 60 1400 SH SHARED 06 1400 D BJ SVCS CO COM 05548210 34664 801123 SH SHARED 10 801123 D BJ SVCS CO COM 05548210 50 1166 SH SHARED 14 1166 D BOK FINL CORP COM NEW 05561Q20 65 1595 SH SHARED 1595 D BOK FINL CORP COM NEW 05561Q20 37 925 SH SHARED 01 925 D BOK FINL CORP COM NEW 05561Q20 166 4067 SH SHARED 02 4067 D BOK FINL CORP COM NEW 05561Q20 4708 114840 SH SHARED 10 114840 D BOC GROUP PLC SPONSORED ADR 05561760 163 4942 SH SHARED 4942 D BOC GROUP PLC SPONSORED ADR 05561760 18 551 SH SHARED 01 551 D BOC GROUP PLC SPONSORED ADR 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5980 SH SHARED 02 5980 D BRE PROPERTIES INC CL A 05564E10 8147 237400 SH SHARED 10 237400 D BRE PROPERTIES INC CL A 05564E10 70182 2044940 SH SHARED 11 2044940 D BRT RLTY TR SH BEN INT NEW 05564530 23 1000 SH SHARED 1000 D BRT RLTY TR SH BEN INT NEW 05564530 48 2012 SH SHARED 02 2012 D BSB BANCORP COM 05565210 14199 369584 SH SHARED 369584 D BSB BANCORP COM 05565210 274 7137 SH SHARED 01 7137 D BSB BANCORP COM 05565210 152 3957 SH SHARED 02 3957 D BT GROUP PLC ADR 05577E10 1095 32805 SH SHARED 32805 D BT GROUP PLC ADR 05577E10 216 6474 SH SHARED 01 4861 1613 D BT GROUP PLC ADR 05577E10 16 500 SH SHR/OTHR 01 500 D BT GROUP PLC ADR 05577E10 357 10700 SH SHARED 02 10700 D BMC SOFTWARE INC COM 05592110 12243 626253 SH SHARED 622753 3500 D BMC SOFTWARE INC COM 05592110 1189 60819 SH SHARED 01 51087 9732 D BMC SOFTWARE INC COM 05592110 205 10493 SH SHR/OTHR 01 10493 D BMC SOFTWARE INC COM 05592110 2585 132245 SH SHARED 02 132245 D BMC SOFTWARE INC COM 05592110 2932 150000 SH SHARED 04 150000 D BMC SOFTWARE INC COM 05592110 18 933 SH SHARED 05 200 733 D BMC SOFTWARE INC COM 05592110 239 12246 SH SHARED 06 12246 D BMC SOFTWARE INC COM 05592110 2225 113851 SH SHARED 10 113851 D BMC SOFTWARE INC COM 05592110 1179 60317 SH SHARED 14 60317 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 05603310 928 330300 SH SHARED 02 330300 D BADGER METER INC COM 05652510 7 200 SH SHARED 02 200 D BAKER HUGHES INC COM 05722410 69299 1899649 SH SHARED 1754597 145052 D BAKER HUGHES INC COM 05722410 35711 978937 SH SHARED 01 226287 7300 745350 D BAKER HUGHES INC COM 05722410 257 7060 SH SHR/OTHR 01 5460 1600 D BAKER HUGHES INC COM 05722410 7875 215881 SH SHARED 02 215881 D BAKER HUGHES INC COM 05722410 62928 1725000 SH SHARED 04 1725000 D BAKER HUGHES INC COM 05722410 19765 541819 SH SHARED 05 435800 106019 D BAKER HUGHES INC COM 05722410 2031 55680 SH SHARED 06 39180 16500 D BAKER HUGHES INC COM 05722410 2072 56800 SH SHARED 07 56800 D BAKER HUGHES INC COM 05722410 1360 37300 SH SHARED 09 37300 D BAKER HUGHES INC COM 05722410 108715 2980139 SH SHARED 10 2980139 D BAKER HUGHES INC COM 05722410 1254 34400 SH SHARED 14 34400 D BALDOR ELEC CO COM 05774110 428 18655 SH SHARED 18655 D BALDOR ELEC CO COM 05774110 30 1320 SH SHARED 01 1320 D BALDOR ELEC CO COM 05774110 339 14791 SH SHARED 02 14791 D BALDWIN & LYONS INC CL B 05775520 52 1800 SH SHARED 1800 D BALDWIN & LYONS INC CL B 05775520 43 1500 SH SHARED 01 1500 D BALDWIN & LYONS INC CL B 05775520 203 7005 SH SHARED 02 7005 D BALL CORP COM 05849810 915 13500 SH SHARED 13500 D BALL CORP COM 05849810 29018 428128 SH SHARED 428128 D BALL CORP COM 05849810 4244 62624 SH SHARED 01 62624 D BALL CORP COM 05849810 2243 33093 SH SHARED 02 33093 D BALL CORP COM 05849810 2766 40820 SH SHARED 10 40820 D BALLARD PWR SYS INC COM 05858H10 1291 133594 SH SHARED 108694 24900 D BALLARD PWR SYS INC COM 05858H10 35 3679 SH SHARED 01 2379 1300 D BALLARD PWR SYS INC COM 05858H10 20 2100 SH SHR/OTHR 01 2100 D BALLARD PWR SYS INC COM 05858H10 280 29017 SH SHARED 02 29017 D BALLARD PWR SYS INC COM 05858H10 435 45000 SH SHARED 04 45000 D BALLARD PWR SYS INC COM 05858H10 67 7000 SH SHARED 05 7000 D BALLARD PWR SYS INC COM 05858H10 13 1400 SH SHARED 06 400 1000 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 49 8500 SH SHARED 8500 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 899 153484 SH SHARED 01 153484 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 89 15342 SH SHARED 02 15342 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 506 86500 SH SHARED 10 86500 D BANCFIRST CORP COM 05945F10 55 1000 SH SHARED 1000 D BANCFIRST CORP COM 05945F10 113 2049 SH SHARED 02 2049 D BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K10 531 40050 SH SHARED 32950 7100 D BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K10 25 1942 SH SHARED 01 437 1505 D BANCO BRADESCO S A SP ADR PFD NEW 05946020 0 45112 SH SHARED 10000 35112 D BANCO DE CHILE SPONSORED ADR 05952010 164 5780 SH SHARED 5780 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 512 10952 SH SHARED 10952 D BANCO 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01 35000 D BANK OF THE OZARKS INC COM 06390410 136 4961 SH SHARED 02 4961 D BANK OF THE OZARKS INC COM 06390410 732 26600 SH SHARED 10 26600 D BANK NEW YORK INC COM 06405710 121429 3854897 SH SHARED 3656297 198600 D BANK NEW YORK INC COM 06405710 23987 761509 SH SHARED 01 250315 511194 D BANK NEW YORK INC COM 06405710 5240 166367 SH SHR/OTHR 01 19800 146567 D BANK NEW YORK INC COM 06405710 11182 354996 SH SHARED 02 354996 D BANK NEW YORK INC COM 06405710 1237 39300 SH SHARED 03 4500 34800 D BANK NEW YORK INC COM 06405710 5796 184000 SH SHARED 04 184000 D BANK NEW YORK INC COM 06405710 451 14333 SH SHARED 05 11200 3133 D BANK NEW YORK INC COM 06405710 442 14046 SH SHARED 06 12346 1700 D BANK NEW YORK INC COM 06405710 10336 328149 SH SHARED 10 328149 D BANK NEW YORK INC COM 06405710 4888 155189 SH SHARED 14 155189 D BANK NOVA SCOTIA HALIFAX COM 06414910 58344 1081053 SH SHARED 1081053 D BANK NOVA SCOTIA HALIFAX COM 06414910 353 6541 SH SHARED 01 3126 3415 D BANK NOVA SCOTIA HALIFAX COM 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723 20871 SH SHARED 01 20871 D BOISE CASCADE CORP COM 09738310 3879 111966 SH SHARED 02 111966 D BOISE CASCADE CORP COM 09738310 1384 39949 SH SHARED 10 39949 D BON-TON STORES INC COM 09776J10 6 439 SH SHARED 439 D BON-TON STORES INC COM 09776J10 1 108 SH SHARED 01 108 D BON-TON STORES INC COM 09776J10 133 8654 SH SHARED 02 8654 D BOMBAY CO INC COM 09792410 509 64924 SH SHARED 64924 D BOMBAY CO INC COM 09792410 15 2029 SH SHARED 01 2029 D BOMBAY CO INC COM 09792410 128 16377 SH SHARED 02 16377 D BONE CARE INTL INC COM 09807210 46 2300 SH SHARED 2300 D BONE CARE INTL INC COM 09807210 9 450 SH SHARED 01 450 D BONE CARE INTL INC COM 09807210 102 5091 SH SHARED 02 5091 D BOOKHAM TECHNOLOGY PLC SPONSORED ADR 09856Q10 25381 11642691 SH SHARED 6057826 5584865 D BOOKS-A-MILLION INC COM 09857010 2 450 SH SHARED 450 D BORDERS GROUP INC COM 09970910 1080 45495 SH SHARED 45495 D BORDERS GROUP INC COM 09970910 652 27466 SH SHARED 01 27036 430 D BORDERS GROUP INC COM 09970910 913 38500 SH SHARED 02 38500 D BORDERS GROUP INC COM 09970910 148653 6261750 SH SHARED 10 6261750 D BORG WARNER INC COM 09972410 3081 36329 SH SHARED 36329 D BORG WARNER INC COM 09972410 4569 53863 SH SHARED 01 53863 D BORG WARNER INC COM 09972410 1670 19695 SH SHARED 02 19695 D BORLAND SOFTWARE CORP COM 09984910 773 85800 SH SHARED 85800 D BORLAND SOFTWARE CORP COM 09984910 93 10369 SH SHARED 01 10363 6 D BORLAND SOFTWARE CORP COM 09984910 693 76881 SH SHARED 02 76881 D BORLAND SOFTWARE CORP COM 09984910 39 4430 SH SHARED 10 4430 D BOSTON BEER INC CL A 10055710 317 17210 SH SHARED 17210 D BOSTON BEER INC CL A 10055710 71 3908 SH SHARED 02 3908 D BOSTON COMMUNICATIONS GROUP COM 10058210 190 16115 SH SHARED 16115 D BOSTON COMMUNICATIONS GROUP COM 10058210 46 3900 SH SHARED 01 3900 D BOSTON COMMUNICATIONS GROUP COM 10058210 298 25216 SH SHARED 02 25216 D BOSTON LIFE SCIENCES INC COM NEW 10084340 12 10000 SH SHARED 10000 D BOSTON PRIVATE FINL HLDGS IN COM 10111910 193 6927 SH SHARED 6927 D BOSTON PRIVATE FINL 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10330410 890 38900 SH SHARED 02 38900 D BOYD GAMING CORP COM 10330410 18 800 SH SHARED 10 800 D BOYDS COLLECTION LTD COM 10335410 12 4900 SH SHARED 4900 D BOYDS COLLECTION LTD COM 10335410 23 9434 SH SHARED 02 9434 D BOYKIN LODGING CO COM 10343010 44 4817 SH SHARED 4817 D BOYKIN LODGING CO COM 10343010 0 53 SH SHARED 01 53 D BOYKIN LODGING CO COM 10343010 81 8775 SH SHARED 02 8775 D BRADLEY PHARMACEUTICALS INC COM 10457610 391 15528 SH SHARED 15528 D BRADLEY PHARMACEUTICALS INC COM 10457610 3516 139672 SH SHARED 01 139672 D BRADLEY PHARMACEUTICALS INC COM 10457610 177 7067 SH SHARED 02 7067 D BRADLEY PHARMACEUTICALS INC COM 10457610 551 21900 SH SHARED 10 21900 D BRADY CORP CL A 10467410 220 5799 SH SHARED 5799 D BRADY CORP CL A 10467410 136 3597 SH SHARED 01 1197 2400 D BRADY CORP CL A 10467410 422 11101 SH SHARED 02 11101 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 219 7200 SH SHARED 7200 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 556 18200 SH SHARED 01 18200 D BRANDYWINE RLTY TR 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10964110 43 1159 SH SHARED 06 1159 D BRINKER INTL INC COM 10964110 25155 663200 SH SHARED 10 663200 D BRINKS CO COM 10969610 1140 41340 SH SHARED 41340 D BRINKS CO COM 10969610 4950 179506 SH SHARED 01 179506 D BRINKS CO COM 10969610 967 35077 SH SHARED 02 35077 D BRINKS CO COM 10969610 706 25600 SH SHARED 10 25600 D BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AM 51508 51100000 PRN SHARED 21100000 30000000 D BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AM 2923 2900000 PRN SHARED 02 2900000 D BRISTOL MYERS SQUIBB CO COM 11012210 303984 12545807 SH SHARED 12222022 323785 D BRISTOL MYERS SQUIBB CO COM 11012210 103290 4262918 SH SHARED 01 2627831 1635087 D BRISTOL MYERS SQUIBB CO COM 11012210 65259 2693331 SH SHR/OTHR 01 478204 2215127 D BRISTOL MYERS SQUIBB CO COM 11012210 38543 1590733 SH SHARED 02 1590733 D BRISTOL MYERS SQUIBB CO COM 11012210 503 20800 SH SHARED 03 20800 D BRISTOL MYERS SQUIBB CO COM 11012210 7751 319900 SH SHARED 04 319900 D BRISTOL MYERS SQUIBB CO COM 11012210 1345 55530 SH SHARED 05 46112 9418 D BRISTOL MYERS SQUIBB CO COM 11012210 3536 145938 SH SHARED 06 143038 2900 D BRISTOL MYERS SQUIBB CO COM 11012210 289277 11938818 SH SHARED 10 11938818 D BRISTOL MYERS SQUIBB CO COM 11012210 339 14000 SH SHARED 14 14000 D BRISTOL WEST HLDGS INC COM 11037M10 132 6500 SH SHARED 6500 D BRISTOL WEST HLDGS INC COM 11037M10 338 16615 SH SHARED 02 16615 D BRITESMILE INC COM NEW 11041520 0 40 SH SHARED 02 40 D BRITISH AWYS PLC ADR 2ND INSTAL 11041930 2719 53332 SH SHARED 1092 52240 D BRITISH AWYS PLC ADR 2ND INSTAL 11041930 40 800 SH SHR/OTHR 01 800 D BRITISH AWYS PLC ADR 2ND INSTAL 11041930 18181 356494 SH SHARED 02 356494 D BRITISH AMERN TOB PLC SPONSORED ADR 11044810 1903 63151 SH SHARED 63151 D BRITISH AMERN TOB PLC SPONSORED ADR 11044810 13 435 SH SHARED 01 435 D BRITISH AMERN TOB PLC SPONSORED ADR 11044810 545 18100 SH SHARED 02 18100 D BRITISH SKY BROADCASTING GRO SPONSORED ADR 11101310 13433 263555 SH SHARED 214250 49305 D BRITISH SKY BROADCASTING GRO SPONSORED 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10 25000 D BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/0 111621AB 11846 12793000 PRN SHARED 12793000 D BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/0 111621AB 6 6500 PRN SHARED 01 6500 D BROCADE COMMUNICATIONS SYS I COM 11162110 2316 348883 SH SHARED 227883 121000 D BROCADE COMMUNICATIONS SYS I COM 11162110 81 12261 SH SHARED 01 2261 10000 D BROCADE COMMUNICATIONS SYS I COM 11162110 1515 228175 SH SHARED 02 228175 D BROCADE COMMUNICATIONS SYS I COM 11162110 1328 200000 SH SHARED 04 200000 D BROOKFIELD HOMES CORP COM 11272310 241 6891 SH SHARED 6891 D BROOKFIELD HOMES CORP COM 11272310 616 17581 SH SHARED 02 17581 D BROOKFIELD PPTYS CORP COM 11290010 3105 99830 SH SHARED 99830 D BROOKFIELD PPTYS CORP COM 11290010 80 2600 SH SHARED 01 2600 D BROOKFIELD PPTYS CORP COM 11290010 1740 55931 SH SHARED 02 55931 D BROOKFIELD PPTYS CORP COM 11290010 28496 916000 SH SHARED 10 916000 D BROOKFIELD PPTYS CORP COM 11290010 243510 7827388 SH SHARED 11 7827388 D BROOKFIELD PPTYS CORP COM 11290010 37 1200 SH SHARED 14 1200 D BROOKLINE BANCORP INC DEL COM 11373M10 388 24370 SH SHARED 24370 D BROOKLINE BANCORP INC DEL COM 11373M10 12 800 SH SHARED 01 800 D BROOKLINE BANCORP INC DEL COM 11373M10 41 2624 SH SHR/OTHR 01 2624 D BROOKLINE BANCORP INC DEL COM 11373M10 450 28250 SH SHARED 02 28250 D BROOKS AUTOMATION INC NOTE 4.750% 6/0 11434AAB 2 3000 PRN SHARED 01 3000 D BROOKS AUTOMATION INC COM 11434010 988 47001 SH SHARED 47001 D BROOKS AUTOMATION INC COM 11434010 147 7028 SH SHARED 01 7028 D BROOKS AUTOMATION INC COM 11434010 447 21276 SH SHARED 02 21276 D BROOKSTONE INC COM 11453710 98 3600 SH SHARED 3600 D BROOKSTONE INC COM 11453710 161 5932 SH SHARED 02 5932 D BROOKTROUT INC COM 11458010 369 18630 SH SHARED 02 18630 D BROWN & BROWN INC COM 11523610 1248 32216 SH SHARED 32216 D BROWN & BROWN INC COM 11523610 829 21400 SH SHARED 01 21400 D BROWN & BROWN INC COM 11523610 627 16188 SH SHARED 02 16188 D BROWN FORMAN CORP CL B 11563720 13506 283386 SH SHARED 283386 D BROWN FORMAN CORP CL B 11563720 915 19217 SH SHARED 01 17217 2000 D BROWN FORMAN CORP CL B 11563720 2318 48637 SH SHARED 02 48637 D BROWN FORMAN CORP CL B 11563720 21 446 SH SHARED 05 446 D BROWN FORMAN CORP CL B 11563720 2284 47940 SH SHARED 10 47940 D BROWN FORMAN CORP CL B 11563720 41 876 SH SHARED 14 876 D BROWN TOM INC COM NEW 11566020 583 15521 SH SHARED 15521 D BROWN TOM INC COM NEW 11566020 22 600 SH SHARED 01 600 D BROWN TOM INC COM NEW 11566020 1346 35814 SH SHARED 02 35814 D BROWN TOM INC COM NEW 11566020 33 900 SH SHARED 10 900 D BROWN SHOE INC NEW COM 11573610 598 16420 SH SHARED 16420 D BROWN SHOE INC NEW COM 11573610 891 24483 SH SHARED 01 23483 1000 D BROWN SHOE INC NEW COM 11573610 2185 60000 SH SHR/OTHR 01 60000 D BROWN SHOE INC NEW COM 11573610 610 16760 SH SHARED 02 16760 D BROWN SHOE INC NEW COM 11573610 783 21500 SH SHARED 10 21500 D BRUKER BIOSCIENCES CORP COM 11679410 77 15435 SH SHARED 15435 D BRUKER BIOSCIENCES CORP COM 11679410 12 2512 SH SHARED 01 2512 D BRUKER BIOSCIENCES CORP COM 11679410 49 9875 SH SHARED 02 9875 D BRUNSWICK CORP COM 11704310 142 3500 SH SHARED 3500 D BRUNSWICK CORP COM 11704310 10246 250951 SH SHARED 225951 25000 D BRUNSWICK CORP COM 11704310 21655 530381 SH SHARED 01 530381 D BRUNSWICK CORP COM 11704310 1675 41040 SH SHARED 02 41040 D BRUNSWICK CORP COM 11704310 326 8000 SH SHARED 06 8000 D BRUNSWICK CORP COM 11704310 11425 279820 SH SHARED 10 279820 D BRUSH ENGINEERED MATLS INC COM 11742110 70 3500 SH SHARED 3500 D BRUSH ENGINEERED MATLS INC COM 11742110 152 7530 SH SHARED 02 7530 D BRYN MAWR BK CORP COM 11766510 41 1800 SH SHARED 1800 D BRYN MAWR BK CORP COM 11766510 77 3383 SH SHARED 02 3383 D BSQUARE CORP COM 11776U10 10 8775 SH SHARED 8775 D BUCA INC COM 11776910 4 726 SH SHARED 726 D BUCA INC COM 11776910 1 179 SH SHARED 01 179 D BUCA INC COM 11776910 35 5600 SH SHARED 02 5600 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 108 2500 SH SHARED 01 2500 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 146 3400 SH SHR/OTHR 01 900 2500 D BUCKEYE TECHNOLOGIES INC COM 11825510 102 9901 SH SHARED 9901 D BUCKEYE TECHNOLOGIES INC COM 11825510 6 669 SH SHARED 01 669 D BUCKEYE TECHNOLOGIES INC COM 11825510 268 25892 SH SHARED 02 25892 D BUCKLE INC COM 11844010 265 9181 SH SHARED 9181 D BUCKLE INC COM 11844010 56 1963 SH SHARED 01 1963 D BUCKLE INC COM 11844010 106 3673 SH SHARED 02 3673 D BUFFALO WILD WINGS INC COM 11984810 123 4312 SH SHARED 02 4312 D BUILDING MATLS HLDG CORP COM 12011310 187 10715 SH SHARED 10715 D BUILDING MATLS HLDG CORP COM 12011310 33 1907 SH SHARED 01 1907 D BUILDING MATLS HLDG CORP COM 12011310 108 6231 SH SHARED 02 6231 D BUNGE LTD FIN CORP NOTE 3.750%11/1 120568AE 294 215000 PRN SHARED 215000 D BUNGE LTD FIN CORP NOTE 3.750%11/1 120568AE 1782 1300000 PRN SHARED 02 900000 400000 D BURLINGTON COAT FACTORY COM 12157910 424 21432 SH SHARED 21432 D BURLINGTON COAT FACTORY COM 12157910 84 4252 SH SHARED 01 4252 D BURLINGTON COAT FACTORY COM 12157910 187 9445 SH SHARED 02 9445 D BURLINGTON NORTHN SANTA FE C COM 12189T10 33628 1067579 SH SHARED 1067579 D BURLINGTON NORTHN SANTA FE C COM 12189T10 2527 80234 SH SHARED 01 63335 16899 D BURLINGTON NORTHN SANTA FE C COM 12189T10 5148 163438 SH SHR/OTHR 01 117477 45961 D BURLINGTON NORTHN SANTA FE C COM 12189T10 5890 186993 SH SHARED 02 186993 D BURLINGTON NORTHN SANTA FE C COM 12189T10 67 2150 SH SHARED 05 300 1850 D BURLINGTON NORTHN SANTA FE C COM 12189T10 427 13580 SH SHARED 06 12080 1500 D BURLINGTON NORTHN SANTA FE C COM 12189T10 4651 147659 SH SHARED 10 147659 D BURLINGTON NORTHN SANTA FE C COM 12189T10 1565 49698 SH SHARED 14 49698 D BURLINGTON RES INC COM 12201410 50999 801505 SH SHARED 800505 1000 D BURLINGTON RES INC COM 12201410 25003 392952 SH SHARED 01 367473 25479 D BURLINGTON RES INC COM 12201410 1677 26369 SH SHR/OTHR 01 26369 D BURLINGTON RES INC COM 12201410 6791 106733 SH SHARED 02 106733 D BURLINGTON RES INC COM 12201410 10944 172000 SH SHARED 04 172000 D BURLINGTON RES INC COM 12201410 93 1464 SH SHARED 05 200 1264 D BURLINGTON RES INC COM 12201410 432 6800 SH SHARED 06 6800 D BURLINGTON RES INC COM 12201410 41364 650084 SH SHARED 10 650084 D BURLINGTON RES INC COM 12201410 114 1800 SH SHARED 14 1800 D BUSH INDS INC CL A 12316410 0 7000 SH SHARED 7000 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 891 31295 SH SHARED 31295 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 2915 102297 SH SHARED 02 102297 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 742 26042 SH SHARED 04 26042 D C & F FINL CORP COM 12466Q10 44 1100 SH SHARED 1100 D C & F FINL CORP COM 12466Q10 65 1599 SH SHARED 02 1599 D C&D TECHNOLOGIES INC COM 12466110 41 2500 SH SHARED 2500 D C&D TECHNOLOGIES INC COM 12466110 647 38740 SH SHARED 38740 D C&D TECHNOLOGIES INC COM 12466110 43 2630 SH SHARED 01 2630 D C&D TECHNOLOGIES INC COM 12466110 191 11462 SH SHARED 02 11462 D C&D TECHNOLOGIES INC COM 12466110 36 2160 SH SHARED 10 2160 D CAE INC COM 12476510 912 208235 SH SHARED 208235 D CAE INC COM 12476510 473 108031 SH SHARED 02 108031 D CAE INC COM 12476510 5734 1309200 SH SHARED 10 1309200 D CB BANCSHARES INC HAWAII COM 12478510 76 1100 SH SHARED 1100 D CB BANCSHARES INC HAWAII COM 12478510 151 2169 SH SHARED 02 2169 D CBL & ASSOC PPTYS INC COM 12483010 584 9534 SH SHARED 9534 D CBL & ASSOC PPTYS INC COM 12483010 2908 47409 SH SHARED 01 47409 D CBL & ASSOC PPTYS INC COM 12483010 131 2136 SH SHARED 02 2136 D CBL & ASSOC PPTYS INC COM 12483010 1263 20600 SH SHARED 11 20600 D CCC INFORMATION SVCS GROUP I COM 12487Q10 79 4366 SH SHARED 4366 D CCC INFORMATION SVCS GROUP I COM 12487Q10 384 21213 SH SHARED 01 21213 D CCC INFORMATION SVCS GROUP I COM 12487Q10 208 11489 SH SHARED 02 11489 D CBRL GROUP INC NOTE 4/0 12489VAB 10707 21500000 PRN SHARED 21500000 D CBRL GROUP INC COM 12489V10 348 8800 SH SHARED 8800 D CBRL GROUP INC COM 12489V10 4427 111686 SH SHARED 111686 D CBRL GROUP INC COM 12489V10 3609 91062 SH SHARED 01 91062 D CBRL GROUP INC COM 12489V10 699 17636 SH SHARED 02 17636 D CBRL GROUP INC COM 12489V10 6691 168800 SH SHARED 10 168800 D CCBT FINL COS INC COM 12500Q10 89 2421 SH SHARED 2421 D CCBT FINL COS INC COM 12500Q10 57 1550 SH SHARED 01 1550 D CCBT FINL COS INC COM 12500Q10 159 4336 SH SHARED 02 4336 D C COR NET CORP COM 12501010 123 8800 SH SHARED 8800 D C COR NET CORP COM 12501010 1800 128400 SH SHARED 01 128400 D C COR NET CORP COM 12501010 269 19190 SH SHARED 02 19190 D C COR NET CORP COM 12501010 232 16600 SH SHARED 10 16600 D C D I CORP COM 12507110 96 3000 SH SHARED 3000 D C D I CORP COM 12507110 29 900 SH SHARED 01 900 D C D I CORP COM 12507110 206 6396 SH SHARED 02 6396 D C D W CORP COM 12512N10 8713 128879 SH SHARED 128879 D C D W CORP COM 12512N10 1661 24571 SH SHARED 01 24571 D C D W CORP COM 12512N10 1569 23211 SH SHARED 02 23111 100 D C D W CORP COM 12512N10 645 9550 SH SHARED 05 750 8800 D C D W CORP COM 12512N10 2534 37490 SH SHARED 10 37490 D C D W CORP COM 12512N10 47 709 SH SHARED 14 709 D CEC ENTMT INC COM 12513710 1453 41892 SH SHARED 41892 D CEC ENTMT INC COM 12513710 1430 41215 SH SHARED 01 41215 D CEC ENTMT INC COM 12513710 958 27636 SH SHARED 02 27636 D CEC ENTMT INC COM 12513710 1145 33000 SH SHARED 10 33000 D CFS BANCORP INC COM 12525D10 33 2300 SH SHARED 2300 D CFS BANCORP INC COM 12525D10 75 5117 SH SHARED 02 5117 D CH ENERGY GROUP INC COM 12541M10 193 3950 SH SHARED 3950 D CH ENERGY GROUP INC COM 12541M10 93 1900 SH SHARED 01 1900 D CH ENERGY GROUP INC COM 12541M10 9 200 SH SHR/OTHR 01 200 D CH ENERGY GROUP INC COM 12541M10 350 7131 SH SHARED 02 7131 D C H ROBINSON WORLDWIDE INC COM 12541W10 5220 125787 SH SHARED 125787 D C H ROBINSON WORLDWIDE INC COM 12541W10 1191 28699 SH SHARED 01 22699 6000 D C H ROBINSON WORLDWIDE INC COM 12541W10 1002 24156 SH SHARED 02 24056 100 D CIGNA CORP COM 12550910 389 6600 SH SHARED 6600 D CIGNA CORP COM 12550910 28779 487621 SH SHARED 457221 30400 D CIGNA CORP COM 12550910 3752 63584 SH SHARED 01 49656 13928 D CIGNA CORP COM 12550910 177 3000 SH SHR/OTHR 01 3000 D CIGNA CORP COM 12550910 9519 161287 SH SHARED 02 161287 D CIGNA CORP COM 12550910 93 1579 SH SHARED 05 800 779 D CIGNA CORP COM 12550910 333 5644 SH SHARED 06 5044 600 D CIGNA CORP COM 12550910 3283 55630 SH SHARED 10 55630 D CIGNA CORP COM 12550910 70 1200 SH SHARED 14 1200 D CIT GROUP INC COM 12558110 2675 70328 SH SHARED 70328 D CIT GROUP INC COM 12558110 3058 80378 SH SHARED 01 79998 380 D CIT GROUP INC COM 12558110 3110 81746 SH SHARED 02 81746 D CIT GROUP INC COM 12558110 9512 250000 SH SHARED 04 250000 D CIT GROUP INC COM 12558110 2313 60800 SH SHARED 06 60800 D CIT GROUP INC COM 12558110 34674 911290 SH SHARED 10 911290 D CIT GROUP INC COM 12558110 59 1565 SH SHARED 14 1565 D CKE RESTAURANTS INC COM 12561E10 379 38293 SH SHARED 38293 D CKE RESTAURANTS INC COM 12561E10 257 25967 SH SHARED 02 25967 D CLECO CORP NEW COM 12561W10 213 11200 SH SHARED 11200 D CLECO CORP NEW COM 12561W10 32 1700 SH SHARED 01 1700 D CLECO CORP NEW COM 12561W10 76 4000 SH SHR/OTHR 01 4000 D CLECO CORP NEW COM 12561W10 513 26958 SH SHARED 02 26958 D CMGI INC COM 12575010 468 191387 SH SHARED 149637 41750 D CMGI INC COM 12575010 17 7300 SH SHARED 01 6600 700 D CMGI INC COM 12575010 490 200148 SH SHARED 02 200148 D CMS ENERGY CORP COM 12589610 16 1800 SH SHARED 1800 D CMS ENERGY CORP COM 12589610 4229 472554 SH SHARED 472554 D CMS ENERGY CORP COM 12589610 524 58611 SH SHARED 01 54811 3800 D CMS ENERGY CORP COM 12589610 65 7305 SH SHR/OTHR 01 7305 D CMS ENERGY CORP COM 12589610 1846 206287 SH SHARED 02 206287 D CMS ENERGY CORP COM 12589610 7664 856418 SH SHARED 10 856418 D CPI CORP COM 12590210 39 2100 SH SHARED 2100 D CPI CORP COM 12590210 75 3953 SH SHARED 02 3953 D CSS INDS INC COM 12590610 39 1200 SH SHARED 1200 D CSS INDS INC COM 12590610 29 900 SH SHARED 01 900 D CSS INDS INC COM 12590610 171 5172 SH SHARED 02 5172 D CNET INC NOTE 5.000% 3/0 125945AC 183 185000 PRN SHARED 02 185000 D CSK AUTO CORP COM 12596510 2302 127139 SH SHARED 127139 D CSK AUTO CORP COM 12596510 314 17378 SH SHARED 01 17378 D CSK AUTO CORP COM 12596510 408 22574 SH SHARED 02 22574 D CNA FINL CORP COM 12611710 10235 371385 SH SHARED 371385 D CNA FINL CORP COM 12611710 962 34913 SH SHARED 01 34913 D CNA FINL CORP COM 12611710 8749 317487 SH SHARED 02 317487 D CNB FLORIDA BANCSHARES INC COM 12612H10 82 3309 SH SHARED 01 3309 D CNA SURETY CORP COM 12612L10 43 3900 SH SHARED 3900 D CNA SURETY CORP COM 12612L10 83 7531 SH SHARED 02 7531 D CNF TR I TECONS SER A 12612V20 15663 311100 SH SHARED 306100 5000 D CNF INC COM 12612W10 3527 104986 SH SHARED 101836 3150 D CNF INC COM 12612W10 1127 33542 SH SHARED 01 23807 9735 D CNF INC COM 12612W10 10 300 SH SHR/OTHR 01 300 D CNF INC COM 12612W10 403 11995 SH SHARED 02 11995 D CNB FINL CORP PA COM 12612810 43 1000 SH SHARED 1000 D CNB FINL CORP PA COM 12612810 77 1789 SH SHARED 02 1789 D CNET NETWORKS INC COM 12613R10 417 40410 SH SHARED 40410 D CNET NETWORKS INC COM 12613R10 1203 116400 SH SHARED 01 112200 4200 D CNET NETWORKS INC COM 12613R10 737 71317 SH SHARED 02 71317 D CNET NETWORKS INC COM 12613R10 1551 150000 SH SHARED 04 150000 D CNET NETWORKS INC COM 12613R10 1209 117000 SH SHARED 10 117000 D CNOOC LTD SPONSORED ADR 12613210 6014 139875 SH SHARED 103900 35975 D CNOOC LTD SPONSORED ADR 12613210 159 3700 SH SHARED 02 3700 D CNS INC COM 12613610 84 7917 SH SHARED 7917 D CNS INC COM 12613610 20 1963 SH SHARED 01 1963 D CP HOLDRS DEP RCPTS CP 12616K10 11 200 SH SHR/OTHR 01 200 D CRH PLC ADR 12626K20 131 6400 SH SHARED 02 6400 D CSG SYS INTL INC COM 12634910 884 51508 SH SHARED 51508 D CSG SYS INTL INC COM 12634910 1958 114000 SH SHARED 01 114000 D CSG SYS INTL INC COM 12634910 572 33328 SH SHARED 02 33328 D CSG SYS INTL INC COM 12634910 140 8200 SH SHARED 10 8200 D CSX CORP DBCV 10/3 126408GA 59186 71052000 PRN SHARED 71052000 D CSX CORP COM 12640810 33422 1103415 SH SHARED 1075880 27535 D CSX CORP COM 12640810 1423 46998 SH SHARED 01 41242 5756 D CSX CORP COM 12640810 1251 41320 SH SHR/OTHR 01 3706 37614 D CSX CORP COM 12640810 6622 218636 SH SHARED 02 218636 D CSX CORP COM 12640810 32 1087 SH SHARED 05 200 887 D CSX CORP COM 12640810 57 1900 SH SHARED 06 1900 D CSX CORP COM 12640810 2578 85127 SH SHARED 10 85127 D CSX CORP COM 12640810 54 1800 SH SHARED 14 1800 D CT COMMUNICATIONS INC COM NEW 12642640 63 4600 SH SHARED 4600 D CT COMMUNICATIONS INC COM NEW 12642640 156 11266 SH SHARED 02 11266 D CT COMMUNICATIONS INC COM NEW 12642640 32 2350 SH SHARED 10 2350 D CTS CORP COM 12650110 333 25591 SH SHARED 25591 D CTS CORP COM 12650110 78 5998 SH SHARED 01 5998 D CTS CORP COM 12650110 463 35554 SH SHARED 02 35554 D CUNO INC COM 12658310 174 3900 SH SHARED 3900 D CUNO INC COM 12658310 26 600 SH SHARED 01 600 D CUNO INC COM 12658310 324 7251 SH SHARED 02 7251 D CVB FINL CORP COM 12660010 195 9412 SH SHARED 9412 D CVB FINL CORP COM 12660010 194 9371 SH SHARED 01 9371 D CVB FINL CORP COM 12660010 429 20709 SH SHARED 02 20709 D CVS CORP COM 12665010 63493 1798690 SH SHARED 1792103 6587 D CVS CORP COM 12665010 45973 1302373 SH SHARED 01 196075 1106298 D CVS CORP COM 12665010 3792 107432 SH SHR/OTHR 01 61200 46232 D CVS CORP COM 12665010 7709 218391 SH SHARED 02 218391 D CVS CORP COM 12665010 1020 28900 SH SHARED 03 28900 D CVS CORP COM 12665010 110736 3137000 SH SHARED 04 3137000 D CVS CORP COM 12665010 4867 137900 SH SHARED 05 110970 26930 D CVS CORP COM 12665010 6207 175850 SH SHARED 06 175150 700 D CVS CORP COM 12665010 56 1600 SH SHARED 07 1600 D CVS CORP COM 12665010 6329 179315 SH SHARED 10 179315 D CVS CORP COM 12665010 1885 53400 SH SHARED 14 53400 D CV THERAPEUTICS INC COM 12666710 282 18696 SH SHARED 18696 D CV THERAPEUTICS INC COM 12666710 105 7000 SH SHARED 01 7000 D CV THERAPEUTICS INC COM 12666710 633 41890 SH SHARED 02 41890 D CABCO TR FOR J C PENNEY DEBS CTF TR 7.625% 12679720 745 29000 SH SHARED 02 29000 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 353 49594 SH SHARED 49594 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 70 9906 SH SHARED 01 9906 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 934 131294 SH SHARED 02 131294 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 3172 138654 SH SHARED 111067 27587 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 35 1566 SH SHARED 01 1566 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 428 18728 SH SHARED 02 18728 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 4576 200000 SH SHARED 04 200000 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 11059 483382 SH SHARED 10 483382 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 114 5000 SH SHARED 14 5000 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 19 2100 SH SHARED 2100 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 152 16069 SH SHARED 16069 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 12 1356 SH SHARED 01 1356 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 205 21682 SH SHARED 02 21682 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 25 2740 SH SHARED 10 2740 D CABOT CORP COM 12705510 1388 42328 SH SHARED 42328 D CABOT CORP COM 12705510 706 21536 SH SHARED 01 21436 100 D CABOT CORP COM 12705510 589 17985 SH SHARED 02 17985 D CABOT MICROELECTRONICS CORP COM 12709P10 3848 91342 SH SHARED 91342 D CABOT MICROELECTRONICS CORP COM 12709P10 691 16415 SH SHARED 01 16415 D CABOT MICROELECTRONICS CORP COM 12709P10 834 19810 SH SHARED 02 19810 D CABOT OIL & GAS CORP COM 12709710 1800 58917 SH SHARED 58917 D CABOT OIL & GAS CORP COM 12709710 118 3886 SH SHARED 01 3886 D CABOT OIL & GAS CORP COM 12709710 499 16358 SH SHARED 02 16358 D CACHE INC COM NEW 12715030 6428 195800 SH SHARED 01 171700 24100 D CACHE INC COM NEW 12715030 180 5503 SH SHARED 02 5503 D CACHE INC COM NEW 12715030 686 20900 SH SHARED 05 20900 D CACI INTL INC CL A 12719030 1215 28278 SH SHARED 28278 D CACI INTL INC CL A 12719030 17885 415937 SH SHARED 01 395337 20600 D CACI INTL INC CL A 12719030 607 14118 SH SHARED 02 14118 D CACI INTL INC CL A 12719030 9241 214919 SH SHARED 10 214919 D CADBURY SCHWEPPES PLC ADR 12720930 18 584 SH SHARED 584 D CADBURY SCHWEPPES PLC ADR 12720930 112 3500 SH SHARED 01 3500 D CADBURY SCHWEPPES PLC ADR 12720930 12 400 SH SHR/OTHR 01 400 D CADBURY SCHWEPPES PLC ADR 12720930 165 5151 SH SHARED 02 5151 D CADENCE DESIGN SYSTEM INC COM 12738710 9399 637698 SH SHARED 637698 D CADENCE DESIGN SYSTEM INC COM 12738710 5313 360513 SH SHARED 01 360513 D CADENCE DESIGN SYSTEM INC COM 12738710 985 66868 SH SHARED 02 66868 D CADENCE DESIGN SYSTEM INC COM 12738710 617 41900 SH SHARED 03 41900 D CADENCE DESIGN SYSTEM INC COM 12738710 693 47070 SH SHARED 05 45440 1630 D CADENCE DESIGN SYSTEM INC COM 12738710 411 27900 SH SHARED 06 27900 D CADENCE DESIGN SYSTEM INC COM 12738710 1572 106700 SH SHARED 14 106700 D CAESARS ENTMT INC COM 12768710 4019 308279 SH SHARED 308279 D CAESARS ENTMT INC COM 12768710 1906 146193 SH SHARED 01 145313 880 D CAESARS ENTMT INC COM 12768710 3265 250437 SH SHARED 02 250437 D CAESARS ENTMT INC COM 12768710 62 4790 SH SHARED 06 4790 D CAL DIVE INTL INC COM 12791410 695 26945 SH SHARED 26945 D CAL DIVE INTL INC COM 12791410 86 3344 SH SHARED 01 3344 D CAL DIVE INTL INC COM 12791410 447 17335 SH SHARED 02 17335 D CAL MAINE FOODS INC COM NEW 12803020 202 5700 SH SHARED 5700 D CAL MAINE FOODS INC COM NEW 12803020 209 5891 SH SHARED 02 5891 D CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 2840 139600 SH SHARED 139600 D CALGON CARBON CORP COM 12960310 67 8800 SH SHARED 8800 D CALGON CARBON CORP COM 12960310 127 16561 SH SHARED 02 16561 D CALIFORNIA AMPLIFIER INC COM 12990010 137 10231 SH SHARED 10231 D CALIFORNIA AMPLIFIER INC COM 12990010 33 2468 SH SHARED 01 2468 D CALIFORNIA AMPLIFIER INC COM 12990010 410 30622 SH SHARED 02 30622 D CALIFORNIA MICRO DEVICES COR COM 13043910 446 33353 SH SHARED 33353 D CALIFORNIA MICRO DEVICES COR COM 13043910 140 10510 SH SHARED 02 10510 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 1380 69019 SH SHARED 69019 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 509 25461 SH SHARED 01 25461 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 25 1264 SH SHR/OTHR 01 1264 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 213 10680 SH SHARED 02 10680 D CALIFORNIA WTR SVC GROUP COM 13078810 114 4061 SH SHARED 4061 D CALIFORNIA WTR SVC GROUP COM 13078810 12 439 SH SHARED 01 439 D CALIFORNIA WTR SVC GROUP COM 13078810 218 7740 SH SHARED 02 7740 D CALIPER LIFE SCIENCES INC COM 13087210 173 25178 SH SHARED 25178 D CALIPER LIFE SCIENCES INC COM 13087210 2 345 SH SHARED 01 345 D CALIPER LIFE SCIENCES INC COM 13087210 107 15534 SH SHARED 02 15534 D CALLAWAY GOLF CO COM 13119310 64 3400 SH SHARED 3400 D CALLAWAY GOLF CO COM 13119310 1448 76334 SH SHARED 76334 D CALLAWAY GOLF CO COM 13119310 6417 338100 SH SHARED 01 337100 1000 D CALLAWAY GOLF CO COM 13119310 834 43967 SH SHARED 02 43967 D CALLAWAY GOLF CO COM 13119310 5247 276500 SH SHARED 10 276500 D CALLIDUS SOFTWARE INC COM 13123E50 106 12563 SH SHARED 02 12563 D CALLON PETE CO DEL COM 13123X10 169 16187 SH SHARED 16187 D CALLON PETE CO DEL COM 13123X10 41 4013 SH SHARED 01 4013 D CALPINE CORP COM 13134710 6333 1356110 SH SHARED 1356110 D CALPINE CORP COM 13134710 1361 291619 SH SHARED 01 46071 245548 D CALPINE CORP COM 13134710 303 65000 SH SHR/OTHR 01 65000 D CALPINE CORP COM 13134710 1780 381269 SH SHARED 02 381269 D CALPINE CORP COM 13134710 1316 281915 SH SHARED 10 281915 D CAMBIOR INC COM 13201L10 442 141501 SH SHARED 62701 78800 D CAMBIOR INC COM 13201L10 469 150000 SH SHARED 04 150000 D CAMBIOR INC COM 13201L10 28780 9195000 SH SHARED 10 9195000 D CAMBREX CORP COM 13201110 263 9813 SH SHARED 9813 D CAMBREX CORP COM 13201110 4037 150100 SH SHARED 01 150100 D CAMBREX CORP COM 13201110 307 11430 SH SHARED 02 11430 D CAMBREX CORP COM 13201110 3529 131200 SH SHARED 10 131200 D CAMCO FINL CORP COM 13261810 29 1800 SH SHARED 1800 D CAMCO FINL CORP COM 13261810 61 3773 SH SHARED 02 3773 D CAMDEN NATL CORP COM 13303410 70 2200 SH SHARED 2200 D CAMDEN NATL CORP COM 13303410 194 6081 SH SHARED 01 6081 D CAMDEN NATL CORP COM 13303410 129 4050 SH SHARED 02 4050 D CAMDEN PPTY TR SH BEN INT 13313110 343 7642 SH SHARED 7642 D CAMDEN PPTY TR SH BEN INT 13313110 652 14520 SH SHARED 01 13420 1100 D CAMDEN PPTY TR SH BEN INT 13313110 196 4374 SH SHARED 02 4374 D CAMDEN PPTY TR SH BEN INT 13313110 359 8000 SH SHARED 11 8000 D CAMECO CORP COM 13321L10 17932 360382 SH SHARED 290182 70200 D CAMECO CORP COM 13321L10 24 500 SH SHARED 01 500 D CAMECO CORP COM 13321L10 1312 26378 SH SHARED 02 26378 D CAMECO CORP COM 13321L10 4976 100000 SH SHARED 04 100000 D CAMECO CORP COM 13321L10 24 500 SH SHARED 10 500 D CAMPBELL SOUP CO COM 13442910 39724 1456717 SH SHARED 1453017 3700 D CAMPBELL SOUP CO COM 13442910 2889 105956 SH SHARED 01 103956 2000 D CAMPBELL SOUP CO COM 13442910 343 12600 SH SHR/OTHR 01 12600 D CAMPBELL SOUP CO COM 13442910 6365 233415 SH SHARED 02 233415 D CAMPBELL SOUP CO COM 13442910 66 2449 SH SHARED 05 400 2049 D CAMPBELL SOUP CO COM 13442910 265 9750 SH SHARED 06 9750 D CAMPBELL SOUP CO COM 13442910 3963 145355 SH SHARED 10 145355 D CAMPBELL SOUP CO COM 13442910 1251 45900 SH SHARED 14 45900 D CANADA SOUTHN PETE LTD LTD VTG SH 13523110 50 10265 SH SHARED 01 10265 D CDN IMPERIAL BK OF COMMERCE COM 13606910 26 510 SH SHARED 510 D CDN IMPERIAL BK OF COMMERCE COM 13606910 115 2220 SH SHARED 01 2220 D CDN IMPERIAL BK OF COMMERCE COM 13606910 8403 161694 SH SHARED 02 161694 D CDN IMPERIAL BK OF COMMERCE COM 13606910 826 15900 SH SHARED 05 15900 D CDN IMPERIAL BK OF COMMERCE COM 13606910 204 3940 SH SHARED 06 2040 1900 D CDN IMPERIAL BK OF COMMERCE COM 13606910 51 1000 SH SHARED 10 1000 D CANADIAN NATL RY CO COM 13637510 21702 551810 SH SHARED 517768 34042 D CANADIAN NATL RY CO COM 13637510 37437 951879 SH SHARED 01 951879 D CANADIAN NATL RY CO COM 13637510 7138 181494 SH SHARED 02 181494 D CANADIAN NATL RY CO COM 13637510 16229 412650 SH SHARED 03 371100 41550 D CANADIAN NATL RY CO COM 13637510 51664 1313609 SH SHARED 05 949350 364259 D CANADIAN NATL RY CO COM 13637510 10436 265350 SH SHARED 06 27450 237900 D CANADIAN NATL RY CO COM 13637510 27898 709338 SH SHARED 10 709338 D CANADIAN NATL RY CO COM 13637510 3628 92250 SH SHARED 12 92250 D CANADIAN NATL RY CO COM 13637510 708 18015 SH SHARED 14 18015 D CANADIAN NAT RES LTD COM 13638510 517 9300 SH SHARED 9300 D CANADIAN NAT RES LTD COM 13638510 111 2000 SH SHARED 01 2000 D CANADIAN NAT RES LTD COM 13638510 6222 111840 SH SHARED 02 111840 D CANADIAN NAT RES LTD COM 13638510 2197 39500 SH SHARED 06 39500 D CANADIAN NAT RES LTD COM 13638510 27 500 SH SHARED 10 500 D CANADIAN PAC RY LTD COM 13645T10 11843 489796 SH SHARED 489796 D CANADIAN PAC RY LTD COM 13645T10 485 20061 SH SHARED 01 8686 11375 D CANADIAN PAC RY LTD COM 13645T10 32 1325 SH SHR/OTHR 01 1325 D CANADIAN PAC RY LTD COM 13645T10 5595 231392 SH SHARED 02 231392 D CANADIAN PAC RY LTD COM 13645T10 3 155 SH SHARED 05 155 D CANADIAN PAC RY LTD COM 13645T10 36 1500 SH SHARED 10 1500 D CANADIAN PAC RY LTD COM 13645T10 28 1175 SH SHARED 14 1175 D CANDELA CORP COM 13690710 332 24149 SH SHARED 24149 D CANDELA CORP COM 13690710 147 10728 SH SHARED 02 10728 D CANCERVAX CORP COM 13738Y10 19 1794 SH SHARED 1794 D CANCERVAX CORP COM 13738Y10 153 14421 SH SHARED 02 14421 D CANON INC ADR 13800630 519 10033 SH SHARED 6533 3500 D CANON INC ADR 13800630 1087 20998 SH SHARED 01 400 20598 D CANON INC ADR 13800630 608 11740 SH SHARED 02 11740 D CANTEL MEDICAL CORP COM 13809810 80 4505 SH SHARED 4505 D CANTEL MEDICAL CORP COM 13809810 12 695 SH SHARED 01 695 D CANTEL MEDICAL CORP COM 13809810 60 3393 SH SHARED 02 3393 D CANYON RESOURCES CORP COM NEW 13886930 116 24700 SH SHARED 24700 D CANWEST GLOBAL COMMUNICATION SHS NON VTG 13890630 1 200 SH SHARED 02 200 D CAPITAL CITY BK GROUP INC COM 13967410 90 2200 SH SHARED 2200 D CAPITAL CITY BK GROUP INC COM 13967410 178 4333 SH SHARED 02 4333 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 631 17888 SH SHARED 17888 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 624 17673 SH SHARED 01 17453 220 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 496 14074 SH SHARED 02 14074 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 395 11200 SH SHARED 10 11200 D CAPITAL CORP OF THE WEST COM 14006510 50 1300 SH SHARED 1300 D CAPITAL CORP OF THE WEST COM 14006510 95 2449 SH SHARED 02 2449 D CAPITAL CROSSING BK COM 14007110 151 2052 SH SHARED 02 2052 D CAPITAL ONE FINL CORP COM 14040H10 60346 800029 SH SHARED 687549 112480 D CAPITAL ONE FINL CORP COM 14040H10 12529 166113 SH SHARED 01 166018 95 D CAPITAL ONE FINL CORP COM 14040H10 9032 119745 SH SHARED 02 119745 D CAPITAL ONE FINL CORP COM 14040H10 5687 75400 SH SHARED 04 75400 D CAPITAL ONE FINL CORP COM 14040H10 559 7415 SH SHARED 05 7415 D CAPITAL ONE FINL CORP COM 14040H10 80 1065 SH SHARED 06 1065 D CAPITAL ONE FINL CORP COM 14040H10 38125 505448 SH SHARED 10 505448 D CAPITAL ONE FINL CORP COM 14040H10 995 13194 SH SHARED 14 13194 D CAPITALSOURCE INC COM 14055X10 750 33418 SH SHARED 33418 D CAPITALSOURCE INC COM 14055X10 10881 484700 SH SHARED 01 484700 D CAPITALSOURCE INC COM 14055X10 754 33622 SH SHARED 02 33622 D CAPITALSOURCE INC COM 14055X10 11460 510510 SH SHARED 10 510510 D CAPITOL BANCORP LTD COM 14056D10 62 2300 SH SHARED 2300 D CAPITOL BANCORP LTD COM 14056D10 189 6991 SH SHARED 02 6991 D CAPITOL BANCORP LTD COM 14056D10 2999 110700 SH SHARED 10 110700 D CAPITOL FED FINL COM 14057C10 98 2746 SH SHARED 2746 D CAPITOL FED FINL COM 14057C10 14 415 SH SHARED 01 415 D CAPITOL FED FINL COM 14057C10 88 2453 SH SHARED 02 2453 D CAPSTONE TURBINE CORP COM 14067D10 230 93118 SH SHARED 93114 4 D CAPSTONE TURBINE CORP COM 14067D10 6 2619 SH SHARED 01 2619 D CAPSTONE TURBINE CORP COM 14067D10 113 45889 SH SHARED 02 45889 D CAPSTEAD MTG CORP COM NO PAR 14067E50 85 4641 SH SHARED 4641 D CAPSTEAD MTG CORP COM NO PAR 14067E50 272 14757 SH SHARED 01 14757 D CAPSTEAD MTG CORP COM NO PAR 14067E50 134 7305 SH SHARED 02 7305 D CAPSTEAD MTG CORP COM NO PAR 14067E50 195 10600 SH SHARED 10 10600 D CAPTARIS INC COM 14071N10 99 18111 SH SHARED 02 18111 D CARACO PHARMACEUTICAL LABS L COM 14075T10 5 561 SH SHARED 561 D CARACO PHARMACEUTICAL LABS L COM 14075T10 1 139 SH SHARED 01 139 D CARACO PHARMACEUTICAL LABS L COM 14075T10 137 13539 SH SHARED 02 13539 D CARBO CERAMICS INC COM 14078110 175 2781 SH SHARED 2781 D CARBO CERAMICS INC COM 14078110 1 19 SH SHARED 01 19 D CARBO CERAMICS INC COM 14078110 547 8698 SH SHARED 02 8698 D CARAUSTAR INDS INC COM 14090910 73 6300 SH SHARED 6300 D CARAUSTAR INDS INC COM 14090910 151 13003 SH SHARED 02 13003 D CARDIAC SCIENCE INC COM NEW 14141020 232 53498 SH SHARED 53498 D CARDIAC SCIENCE INC COM NEW 14141020 0 203 SH SHARED 01 203 D CARDIAC SCIENCE INC COM NEW 14141020 183 42168 SH SHARED 02 42168 D CARDINAL HEALTH INC COM 14149Y10 88354 1282361 SH SHARED 1278161 4200 D CARDINAL HEALTH INC COM 14149Y10 41561 603215 SH SHARED 01 175203 7600 420412 D CARDINAL HEALTH INC COM 14149Y10 7500 108861 SH SHR/OTHR 01 7168 101693 D CARDINAL HEALTH INC COM 14149Y10 13773 199908 SH SHARED 02 199908 D CARDINAL HEALTH INC COM 14149Y10 1612 23400 SH SHARED 03 23400 D CARDINAL HEALTH INC COM 14149Y10 8006 116200 SH SHARED 04 116200 D CARDINAL HEALTH INC COM 14149Y10 2135 30999 SH SHARED 05 29050 1949 D CARDINAL HEALTH INC COM 14149Y10 495 7188 SH SHARED 06 6288 900 D CARDINAL HEALTH INC COM 14149Y10 75 1100 SH SHARED 07 1100 D CARDINAL HEALTH INC COM 14149Y10 52476 761633 SH SHARED 10 761633 D CARDINAL HEALTH INC COM 14149Y10 2638 38300 SH SHARED 14 38300 D CARDIODYNAMICS INTL CORP COM 14159710 198 31404 SH SHARED 31404 D CARDIODYNAMICS INTL CORP COM 14159710 158 25079 SH SHARED 02 25079 D CARDIOTECH INTL INC COM 14160C10 47 9135 SH SHARED 9135 D CARDIOTECH INTL INC COM 14160C10 11 2265 SH SHARED 01 2265 D CAREER EDUCATION CORP COM 14166510 6059 107154 SH SHARED 107154 D CAREER EDUCATION CORP COM 14166510 6987 123559 SH SHARED 01 122559 1000 D CAREER EDUCATION CORP COM 14166510 1762 31164 SH SHARED 02 31164 D CAREER EDUCATION CORP COM 14166510 486 8600 SH SHARED 10 8600 D CAREER EDUCATION CORP COM 14166510 61 1096 SH SHARED 14 1096 D CAREMARK RX INC COM 14170510 259 7800 SH SHR/OTHR 7800 D CAREMARK RX INC COM 14170510 127196 3825461 SH SHARED 3211582 613879 D CAREMARK RX INC COM 14170510 83585 2513852 SH SHARED 01 1614312 40500 859040 D CAREMARK RX INC COM 14170510 6 200 SH SHR/OTHR 01 200 D CAREMARK RX INC COM 14170510 7993 240407 SH SHARED 02 240107 300 D CAREMARK RX INC COM 14170510 21050 633100 SH SHARED 03 589500 43600 D CAREMARK RX INC COM 14170510 8345 251000 SH SHARED 04 251000 D CAREMARK RX INC COM 14170510 81128 2439969 SH SHARED 05 1829814 610155 D CAREMARK RX INC COM 14170510 15960 480000 SH SHARED 06 157000 323000 D CAREMARK RX INC COM 14170510 2927 88049 SH SHARED 07 88049 D CAREMARK RX INC COM 14170510 1878 56500 SH SHARED 09 56500 D CAREMARK RX INC COM 14170510 126620 3808126 SH SHARED 10 3808126 D CAREMARK RX INC COM 14170510 185 5567 SH SHARED 14 5567 D CARLISLE COS INC COM 14233910 1314 23195 SH SHARED 23195 D CARLISLE COS INC COM 14233910 1943 34313 SH SHARED 01 33813 500 D CARLISLE COS INC COM 14233910 433 7655 SH SHARED 02 7655 D CARLISLE COS INC COM 14233910 447 7900 SH SHARED 10 7900 D CARMAX INC COM 14313010 1247 42728 SH SHARED 42728 D CARMAX INC COM 14313010 1220 41788 SH SHARED 01 41788 D CARMAX INC COM 14313010 1159 39716 SH SHARED 02 39716 D CARMAX INC COM 14313010 732 25081 SH SHARED 06 25081 D CARMIKE CINEMAS INC COM 14343640 14 400 SH SHARED 400 D CARMIKE CINEMAS INC COM 14343640 243 6537 SH SHARED 02 6537 D CARNIVAL PLC ADR 14365C10 2109 44968 SH SHARED 44968 D CARNIVAL PLC ADR 14365C10 398 8500 SH SHARED 02 8500 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 61085 47500000 PRN SHARED 47500000 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 26613 20695000 PRN SHARED 02 20695000 D CARNIVAL CORP NOTE 10/2 143658AS 39350 50000000 PRN SHARED 50000000 D CARNIVAL CORP NOTE 10/2 143658AS 7456 9475000 PRN SHARED 02 9475000 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV 1562 2000000 PRN SHARED 2000000 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV 1754 2247000 PRN SHARED 02 2247000 D CARNIVAL CORP PAIRED CTF 14365830 181873 4049726 SH SHARED 4044826 4900 D CARNIVAL CORP PAIRED CTF 14365830 4379 97507 SH SHARED 01 90177 7330 D CARNIVAL CORP PAIRED CTF 14365830 693 15450 SH SHR/OTHR 01 3450 12000 D CARNIVAL CORP PAIRED CTF 14365830 12004 267300 SH SHARED 02 267300 D CARNIVAL CORP PAIRED CTF 14365830 1306 29097 SH SHARED 05 26300 2797 D CARNIVAL CORP PAIRED CTF 14365830 339 7550 SH SHARED 06 6950 600 D CARNIVAL CORP PAIRED CTF 14365830 53 1200 SH SHARED 07 1200 D CARNIVAL CORP PAIRED CTF 14365830 11784 262396 SH SHARED 10 262396 D CARPENTER TECHNOLOGY CORP COM 14428510 164 5000 SH SHARED 5000 D CARPENTER TECHNOLOGY CORP COM 14428510 558 17000 SH SHARED 01 17000 D CARPENTER TECHNOLOGY CORP COM 14428510 362 11038 SH SHARED 02 11038 D CARPENTER TECHNOLOGY CORP COM 14428510 868 26400 SH SHARED 10 26400 D CARRAMERICA RLTY CORP COM 14441810 359 10592 SH SHARED 10592 D CARRAMERICA RLTY CORP COM 14441810 2795 82449 SH SHARED 01 82449 D CARRAMERICA RLTY CORP COM 14441810 169 4986 SH SHARED 02 4986 D CARRAMERICA RLTY CORP COM 14441810 13539 399400 SH SHARED 10 399400 D CARRAMERICA RLTY CORP COM 14441810 82498 2433584 SH SHARED 11 2433584 D CARREKER CORP COM 14443310 435 54954 SH SHARED 54954 D CARREKER CORP COM 14443310 382 48299 SH SHARED 01 13626 34673 D CARREKER CORP COM 14443310 91 11559 SH SHARED 02 11559 D CARRIER ACCESS CORP COM 14446010 213 17443 SH SHARED 17443 D CARRIER ACCESS CORP COM 14446010 220 17982 SH SHARED 02 17982 D CARRIZO OIL & CO INC COM 14457710 6076 838200 SH SHARED 01 732300 105900 D CARRIZO OIL & CO INC COM 14457710 664 91700 SH SHARED 05 91700 D CARTER INC COM 14622910 134 4700 SH SHARED 4700 D CARTER INC COM 14622910 8188 286400 SH SHARED 01 266000 20400 D CARTER INC COM 14622910 436 15253 SH SHARED 02 15253 D CARTER INC COM 14622910 7238 253200 SH SHARED 10 253200 D CASCADE BANCORP COM 14715410 71 3100 SH SHARED 3100 D CASCADE BANCORP COM 14715410 162 7017 SH SHARED 02 7017 D CASCADE CORP COM 14719510 226 11162 SH SHARED 11162 D CASCADE CORP COM 14719510 41 2026 SH SHARED 01 2026 D CASCADE CORP COM 14719510 101 4988 SH SHARED 02 4988 D CASCADE NAT GAS CORP COM 14733910 58 2700 SH SHARED 2700 D CASCADE NAT GAS CORP COM 14733910 108 5000 SH SHR/OTHR 01 5000 D CASCADE NAT GAS CORP COM 14733910 119 5462 SH SHARED 02 5462 D CASCADE NAT GAS CORP COM 14733910 1815 83300 SH SHARED 10 83300 D CASELLA WASTE SYS INC CL A 14744810 46 3200 SH SHARED 3200 D CASELLA WASTE SYS INC CL A 14744810 420 28911 SH SHARED 01 28911 D CASELLA WASTE SYS INC CL A 14744810 181 12496 SH SHARED 02 12496 D CASELLA WASTE SYS INC CL A 14744810 494 34000 SH SHARED 10 34000 D CASEYS GEN STORES INC COM 14752810 226 14251 SH SHARED 14251 D CASEYS GEN STORES INC COM 14752810 57 3600 SH SHARED 01 3600 D CASEYS GEN STORES INC COM 14752810 520 32749 SH SHARED 02 32749 D CASH AMER INTL INC COM 14754D10 389 16913 SH SHARED 16913 D CASH AMER INTL INC COM 14754D10 205 8899 SH SHARED 01 8899 D CASH AMER INTL INC COM 14754D10 335 14534 SH SHARED 02 14534 D CASH AMER INTL INC COM 14754D10 64 2800 SH SHARED 10 2800 D CASUAL MALE RETAIL GRP INC COM 14871110 163 15816 SH SHARED 15816 D CASUAL MALE RETAIL GRP INC COM 14871110 4 422 SH SHARED 01 422 D CASUAL MALE RETAIL GRP INC COM 14871110 178 17279 SH SHARED 02 17279 D CATALINA MARKETING CORP COM 14886710 1005 51836 SH SHARED 51836 D CATALINA MARKETING CORP COM 14886710 400 20659 SH SHARED 01 11659 9000 D CATALINA MARKETING CORP COM 14886710 685 35378 SH SHARED 02 35378 D CATALINA MARKETING CORP COM 14886710 5078 261900 SH SHARED 10 261900 D CATAPULT COMMUNICATIONS CORP COM 14901610 155 8686 SH SHARED 8686 D CATAPULT COMMUNICATIONS CORP COM 14901610 30 1732 SH SHARED 01 1732 D CATAPULT COMMUNICATIONS CORP COM 14901610 115 6441 SH SHARED 02 6441 D CATELLUS DEV CORP NEW COM 14911310 130 5000 SH SHARED 5000 D CATELLUS DEV CORP NEW COM 14911310 2434 93600 SH SHARED 01 93600 D CATELLUS DEV CORP NEW COM 14911310 313 12061 SH SHARED 02 12061 D CATELLUS DEV CORP NEW COM 14911310 24257 932638 SH SHARED 10 932638 D CATELLUS DEV CORP NEW COM 14911310 204230 7852013 SH SHARED 11 7852013 D CATERPILLAR INC DEL COM 14912310 215205 2721709 SH SHARED 2701579 20130 D CATERPILLAR INC DEL COM 14912310 88276 1116432 SH SHARED 01 402425 714007 D CATERPILLAR INC DEL COM 14912310 8269 104585 SH SHR/OTHR 01 275 104310 D CATERPILLAR INC DEL COM 14912310 15928 201454 SH SHARED 02 201454 D CATERPILLAR INC DEL COM 14912310 8953 113230 SH SHARED 03 108280 4950 D CATERPILLAR INC DEL COM 14912310 5258 66505 SH SHARED 05 22650 43855 D CATERPILLAR INC DEL COM 14912310 5282 66805 SH SHARED 06 57155 9650 D CATERPILLAR INC DEL COM 14912310 701 8873 SH SHARED 07 8873 D CATERPILLAR INC DEL COM 14912310 33730 426588 SH SHARED 10 426588 D CATERPILLAR INC DEL COM 14912310 515 6520 SH SHARED 14 6520 D CATHAY GENERAL BANCORP COM 14915010 508 7724 SH SHARED 7724 D CATHAY GENERAL BANCORP COM 14915010 737 11200 SH SHARED 01 11200 D CATHAY GENERAL BANCORP COM 14915010 715 10878 SH SHARED 02 10878 D CATHAY GENERAL BANCORP COM 14915010 533 8100 SH SHARED 10 8100 D CATO CORP NEW CL A 14920510 117 5843 SH SHARED 5843 D CATO CORP NEW CL A 14920510 3 167 SH SHARED 01 167 D CATO CORP NEW CL A 14920510 200 9991 SH SHARED 02 9991 D CATO CORP NEW CL A 14920510 55 2760 SH SHARED 10 2760 D CAVALRY BANCORP INC COM 14954710 21 1300 SH SHARED 1300 D CAVALRY BANCORP INC COM 14954710 42 2548 SH SHARED 02 2548 D CAVCO INDS INC DEL COM 14956810 1 32 SH SHARED 32 D CAVCO INDS INC DEL COM 14956810 4 119 SH SHARED 01 119 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 2 68 SH SHARED 68 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 213 6100 SH SHARED 01 6100 D CEDAR SHOPPING CTRS INC COM NEW 15060220 3547 250000 SH SHARED 11 250000 D CELADON GROUP INC COM 15083810 49 2969 SH SHARED 2969 D CELADON GROUP INC COM 15083810 5218 318035 SH SHARED 01 278335 39700 D CELADON GROUP INC COM 15083810 562 34300 SH SHARED 05 34300 D CELL GENESYS INC COM 15092110 854 70986 SH SHARED 70986 D CELL GENESYS INC COM 15092110 67 5567 SH SHARED 01 5567 D CELL GENESYS INC COM 15092110 12 1000 SH SHR/OTHR 01 1000 D CELL GENESYS INC COM 15092110 590 49031 SH SHARED 02 49031 D CELL GENESYS INC COM 15092110 7321 608121 SH SHARED 04 608121 D CELL GENESYS INC COM 15092110 54 4500 SH SHARED 06 4500 D CELL GENESYS INC COM 15092110 54 4500 SH SHARED 10 4500 D CELL GENESYS INC COM 15092110 116 9700 SH SHARED 14 9700 D CELLSTAR CORP COM NEW 15092520 202 19283 SH SHARED 19283 D CELLSTAR CORP COM NEW 15092520 50 4781 SH SHARED 01 4781 D CELLSTAR CORP COM NEW 15092520 101 9669 SH SHARED 02 9669 D CELERITEK INC COM 15092610 173 54100 SH SHARED 54100 D CELERITEK INC COM 15092610 3 1053 SH SHARED 02 1053 D CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AC 8520 10000000 PRN SHARED 10000000 D CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AD 1 1176 PRN SHARED 01 1176 D CELL THERAPEUTICS INC COM 15093410 672 79442 SH SHARED 61065 18377 D CELL THERAPEUTICS INC COM 15093410 316 37397 SH SHARED 02 37397 D CELL THERAPEUTICS INC COM 15093410 4128 488000 SH SHARED 04 488000 D CELL THERAPEUTICS INC COM 15093410 16 2000 SH SHARED 06 2000 D CELL THERAPEUTICS INC COM 15093410 16 2000 SH SHARED 10 2000 D CELL THERAPEUTICS INC COM 15093410 56 6700 SH SHARED 14 6700 D CELESTICA INC NOTE 8/0 15101QAA 36727 70630000 PRN SHARED 70630000 D CELESTICA INC SUB VTG SHS 15101Q10 353 21540 SH SHARED 21540 D CELESTICA INC SUB VTG SHS 15101Q10 77 4700 SH SHARED 01 4700 D CELESTICA INC SUB VTG SHS 15101Q10 677 41333 SH SHARED 02 41333 D CELESTICA INC SUB VTG SHS 15101Q10 311 19000 SH SHARED 06 17700 1300 D CELESTICA INC SUB VTG SHS 15101Q10 63 3900 SH SHARED 10 3900 D CELGENE CORP NOTE 1.750% 6/0 151020AC 18267 15185000 PRN SHARED 02 15185000 D CELGENE CORP COM 15102010 4400 92352 SH SHARED 57447 34905 D CELGENE CORP COM 15102010 2741 57528 SH SHARED 01 41828 4500 11200 D CELGENE CORP COM 15102010 13 274 SH SHR/OTHR 01 274 D CELGENE CORP COM 15102010 887 18627 SH SHARED 02 18527 100 D CELGENE CORP COM 15102010 41936 880100 SH SHARED 04 880100 D CELGENE CORP COM 15102010 381 8000 SH SHARED 06 8000 D CELGENE CORP COM 15102010 16829 353200 SH SHARED 10 353200 D CELGENE CORP COM 15102010 481 10100 SH SHARED 14 10100 D CELLTECH GROUP PLC SPONSORED ADR 15115810 637 37000 SH SHARED 37000 D CELLTECH GROUP PLC SPONSORED ADR 15115810 399 23200 SH SHARED 02 23200 D CELSION CORPORATION COM 15117N10 101 81453 SH SHARED 02 81453 D CEMEX S A SPON ADR 5 ORD 15129088 26138 876529 SH SHARED 596640 279889 D CEMEX S A SPON ADR 5 ORD 15129088 38087 1277239 SH SHARED 01 1276694 545 D CEMEX S A SPON ADR 5 ORD 15129088 278 9331 SH SHARED 02 9331 D CEMEX S A SPON ADR 5 ORD 15129088 1878 63000 SH SHARED 04 63000 D CEMEX S A SPON ADR 5 ORD 15129088 7064 236906 SH SHARED 05 236906 D CEMEX S A SPON ADR 5 ORD 15129088 3069 102939 SH SHARED 09 102939 D CEMEX S A SPON ADR 5 ORD 15129088 21214 711414 SH SHARED 10 711414 D CEMEX S A SPON ADR 5 ORD 15129088 4785 160491 SH SHARED 12 160491 D CEMEX S A SPON ADR 5 ORD 15129088 973 32631 SH SHARED 14 32631 D CENDANT CORP DBCV 3.875%11/2 151313AN 2 2500 PRN SHARED 01 2500 D CENDANT CORP DBCV 3.875%11/2 151313AN 10917 9925000 PRN SHARED 02 9925000 D CENDANT CORP COM 15131310 102266 4192976 SH SHARED 4185356 7620 D CENDANT CORP COM 15131310 7302 299411 SH SHARED 01 295741 3670 D CENDANT CORP COM 15131310 301 12344 SH SHR/OTHR 01 12344 D CENDANT CORP COM 15131310 11654 477852 SH SHARED 02 477852 D CENDANT CORP COM 15131310 8170 335000 SH SHARED 04 335000 D CENDANT CORP COM 15131310 133 5466 SH SHARED 05 800 4666 D CENDANT CORP COM 15131310 4058 166398 SH SHARED 06 165398 1000 D CENDANT CORP COM 15131310 43 1800 SH SHARED 07 1800 D CENDANT CORP COM 15131310 92815 3805480 SH SHARED 10 3805480 D CENDANT CORP COM 15131310 192 7900 SH SHARED 14 7900 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 149 22046 SH SHARED 22046 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 305 44988 SH SHARED 02 44988 D CENTENE CORP DEL COM 15135B10 3016 98624 SH SHARED 98624 D CENTENE CORP DEL COM 15135B10 9971 325976 SH SHARED 01 275476 50500 D CENTENE CORP DEL COM 15135B10 1322 43246 SH SHARED 02 43246 D CENTENE CORP DEL COM 15135B10 474 15500 SH SHARED 05 15500 D CENTER BANCORP INC COM 15140810 28 1800 SH SHARED 1800 D CENTER BANCORP INC COM 15140810 59 3773 SH SHARED 02 3773 D CENTER FINL CORP CALIF COM 15146E10 36 2300 SH SHARED 2300 D CENTER FINL CORP CALIF COM 15146E10 133 8385 SH SHARED 02 8385 D CENTER FINL CORP CALIF COM 15146E10 4718 296200 SH SHARED 10 296200 D CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAC 42476 37000000 PRN SHARED 37000000 D CENTERPOINT ENERGY INC COM 15189T10 22036 1927925 SH SHARED 1927925 D CENTERPOINT ENERGY INC COM 15189T10 456 39901 SH SHARED 01 36901 3000 D CENTERPOINT ENERGY INC COM 15189T10 78 6849 SH SHR/OTHR 01 6849 D CENTERPOINT ENERGY INC COM 15189T10 2250 196908 SH SHARED 02 196908 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 1489 130337 SH SHARED 10 130337 D CENTERPOINT ENERGY INC COM 15189T10 30 2700 SH SHARED 14 2700 D CENTERPOINT PPTYS TR COM 15189510 7811 94680 SH SHARED 48280 46400 D CENTERPOINT PPTYS TR COM 15189510 338 4100 SH SHARED 01 3900 200 D CENTERPOINT PPTYS TR COM 15189510 188 2280 SH SHARED 02 2280 D CENTERPOINT PPTYS TR COM 15189510 17432 211300 SH SHARED 10 211300 D CENTERPOINT PPTYS TR COM 15189510 107877 1307600 SH SHARED 11 1307600 D CENTERPOINT PPTYS TR PFD CV SER B 15189530 5439 57660 SH SHARED 17360 40300 D CENTEX CORP COM 15231210 746 13800 SH SHARED 13800 D CENTEX CORP COM 15231210 38812 717944 SH SHARED 717944 D CENTEX CORP COM 15231210 5202 96235 SH SHARED 01 96235 D CENTEX CORP COM 15231210 6476 119798 SH SHARED 02 119798 D CENTEX CORP COM 15231210 26 490 SH SHARED 05 490 D CENTEX CORP COM 15231210 293 5434 SH SHARED 06 4934 500 D CENTEX CORP COM 15231210 3235 59847 SH SHARED 10 59847 D CENTEX CORP COM 15231210 49 920 SH SHARED 14 920 D CENTILLIUM COMMUNICATIONS IN COM 15231910 461 101993 SH SHARED 101993 D CENTILLIUM COMMUNICATIONS IN COM 15231910 86 19043 SH SHARED 01 19043 D CENTILLIUM COMMUNICATIONS IN COM 15231910 68 15253 SH SHARED 02 15253 D CENTRA SOFTWARE INC COM 15234X10 30 8254 SH SHARED 8254 D CENTRA SOFTWARE INC COM 15234X10 7 2046 SH SHARED 01 2046 D CENTRAL COAST BANCORP COM 15314510 40 2200 SH SHARED 2200 D CENTRAL COAST BANCORP COM 15314510 79 4328 SH SHARED 02 4328 D CENTRAL EUROPEAN DIST CORP COM 15343510 103 3208 SH SHARED 3208 D CENTRAL EUROPEAN DIST CORP COM 15343510 140 4329 SH SHARED 02 4329 D CENTRAL EUROPE AND RUSSIA FD COM 15343610 22 900 SH SHARED 900 D CENTRAL GARDEN & PET CO COM 15352710 900 25004 SH SHARED 25004 D CENTRAL GARDEN & PET CO COM 15352710 76 2123 SH SHARED 01 2123 D CENTRAL GARDEN & PET CO COM 15352710 281 7807 SH SHARED 02 7807 D CENTRAL PAC FINL CORP COM 15476010 113 3800 SH SHARED 3800 D CENTRAL PAC FINL CORP COM 15476010 207 6966 SH SHARED 02 6966 D CENTRAL PKG CORP COM 15478510 180 9000 SH SHARED 6800 2200 D CENTRAL PKG CORP COM 15478510 302 15074 SH SHARED 02 15074 D CENTRAL SECS CORP COM 15512310 3 186 SH SHARED 186 D CENTRAL VT PUB SVC CORP COM 15577110 63 2800 SH SHARED 2800 D CENTRAL VT PUB SVC CORP COM 15577110 129 5737 SH SHARED 02 5737 D CENTURY ALUM CO COM 15643110 517 18326 SH SHARED 18326 D CENTURY ALUM CO COM 15643110 1346 47706 SH SHARED 01 47706 D CENTURY ALUM CO COM 15643110 319 11325 SH SHARED 02 11325 D CENTURY ALUM CO COM 15643110 1913 67800 SH SHARED 10 67800 D CENTURY BANCORP INC CL A NON VTG 15643210 33 1000 SH SHARED 1000 D CENTURY BANCORP INC CL A NON VTG 15643210 95 2900 SH SHARED 02 2900 D CENTURY BUSINESS SVCS INC COM 15649010 406 82876 SH SHARED 82876 D CENTURY BUSINESS SVCS INC COM 15649010 9 1935 SH SHARED 01 1935 D CENTURY BUSINESS SVCS INC COM 15649010 273 55666 SH SHARED 02 55666 D CEPHEID COM 15670R10 86 9300 SH SHARED 9300 D CEPHEID COM 15670R10 13 1500 SH SHARED 01 1000 500 D CEPHEID COM 15670R10 132 14204 SH SHARED 02 14204 D CENTURYTEL INC COM 15670010 28796 1047542 SH SHARED 909054 138488 D CENTURYTEL INC COM 15670010 7976 290158 SH SHARED 01 206238 83920 D CENTURYTEL INC COM 15670010 656 23880 SH SHR/OTHR 01 23880 D CENTURYTEL INC COM 15670010 10194 370836 SH SHARED 02 370836 D CENTURYTEL INC COM 15670010 195 7128 SH SHARED 05 7128 D CENTURYTEL INC COM 15670010 8979 326641 SH SHARED 10 326641 D CEPHALON INC NOTE 2.500%12/1 156708AE 16830 17000000 PRN SHARED 17000000 D CEPHALON INC NOTE 2.500%12/1 156708AE 10769 10878000 PRN SHARED 02 10878000 D CEPHALON INC NOTE 6/1 156708AJ 137 120000 PRN SHARED 120000 D CEPHALON INC NOTE 6/1 156708AJ 1142 1000000 PRN SHARED 02 1000000 D CEPHALON INC COM 15670810 5656 98659 SH SHARED 96937 1722 D CEPHALON INC COM 15670810 2545 44400 SH SHARED 01 40000 2350 2050 D CEPHALON INC COM 15670810 36 644 SH SHR/OTHR 01 644 D CEPHALON INC COM 15670810 1560 27218 SH SHARED 02 27218 D CEPHALON INC COM 15670810 16167 282000 SH SHARED 04 282000 D CEPHALON INC COM 15670810 171 3000 SH SHARED 06 3000 D CEPHALON INC COM 15670810 3938 68700 SH SHARED 10 68700 D CEPHALON INC COM 15670810 137 2400 SH SHARED 14 2400 D CERADYNE INC COM 15671010 545 15095 SH SHARED 15095 D CERADYNE INC COM 15671010 398 11036 SH SHARED 02 11036 D CERES GROUP INC COM 15677210 63 9000 SH SHARED 9000 D CERES GROUP INC COM 15677210 15 2231 SH SHARED 01 2231 D CERES GROUP INC COM 15677210 133 18930 SH SHARED 02 18930 D CERES GROUP INC COM 15677210 6196 876500 SH SHARED 10 876500 D CERIDIAN CORP NEW COM 15677910 1832 92953 SH SHARED 92953 D CERIDIAN CORP NEW COM 15677910 3546 179952 SH SHARED 01 178682 1270 D CERIDIAN CORP NEW COM 15677910 225 11450 SH SHR/OTHR 01 11450 D CERIDIAN CORP NEW COM 15677910 732 37161 SH SHARED 02 37161 D CERIDIAN CORP NEW COM 15677910 25 1300 SH SHARED 06 1300 D CERIDIAN CORP NEW COM 15677910 448 22745 SH SHARED 10 22745 D CERNER CORP COM 15678210 3469 76927 SH SHARED 76927 D CERNER CORP COM 15678210 375 8331 SH SHARED 01 8331 D CERNER CORP COM 15678210 763 16940 SH SHARED 02 16940 D CERTEGY INC COM 15688010 140 4000 SH SHARED 4000 D CERTEGY INC COM 15688010 2625 74975 SH SHARED 01 58125 16850 D CERTEGY INC COM 15688010 761 21750 SH SHR/OTHR 01 8450 13300 D CERTEGY INC COM 15688010 559 15987 SH SHARED 02 15987 D CERTEGY INC COM 15688010 21 600 SH SHARED 06 600 D CERUS CORP COM 15708510 25 7511 SH SHARED 7511 D CERUS CORP COM 15708510 3 895 SH SHARED 01 895 D CERUS CORP COM 15708510 24 7157 SH SHARED 02 7157 D CERUS CORP COM 15708510 25 7500 SH SHARED 06 7500 D CERUS CORP COM 15708510 25 7500 SH SHARED 10 7500 D CEVA INC COM 15721010 36 3900 SH SHARED 3900 D CEVA INC COM 15721010 71 7536 SH SHARED 02 7536 D CHAD THERAPEUTICS INC COM 15722810 28 8000 SH SHARED 8000 D CHAMPION ENTERPRISES INC COM 15849610 169 16001 SH SHARED 16001 D CHAMPION ENTERPRISES INC COM 15849610 140 13300 SH SHARED 01 13300 D CHAMPION ENTERPRISES INC COM 15849610 346 32643 SH SHARED 02 32643 D CHAMPION ENTERPRISES INC COM 15849610 8341 786900 SH SHARED 10 786900 D CHARLES RIVER ASSOCIATES COM 15985210 68 2100 SH SHARED 2100 D CHARLES RIVER ASSOCIATES COM 15985210 360 11000 SH SHARED 01 11000 D CHARLES RIVER ASSOCIATES COM 15985210 158 4837 SH SHARED 02 4837 D CHARLES RIVER ASSOCIATES COM 15985210 52 1600 SH SHARED 10 1600 D CHARLES RIV LABS INTL INC COM 15986410 6785 158362 SH SHARED 158362 D CHARLES RIV LABS INTL INC COM 15986410 8251 192578 SH SHARED 01 183178 9400 D CHARLES RIV LABS INTL INC COM 15986410 1175 27423 SH SHARED 02 27423 D CHARLES RIV LABS INTL INC COM 15986410 3856 90000 SH SHARED 04 90000 D CHARLES RIV LABS INTL INC COM 15986410 13202 308100 SH SHARED 10 308100 D CHARLES RIV LABS INTL INC COM 15986410 128 3000 SH SHARED 14 3000 D CHARTER ONE FINL INC COM 16090310 28616 809304 SH SHARED 809304 D CHARTER ONE FINL INC COM 16090310 1620 45841 SH SHARED 01 42024 3817 D CHARTER ONE FINL INC COM 16090310 3741 105807 SH SHARED 02 105807 D CHARTER ONE FINL INC COM 16090310 34 971 SH SHARED 05 971 D CHARTER ONE FINL INC COM 16090310 70 2000 SH SHARED 06 2000 D CHARTER ONE FINL INC COM 16090310 3130 88525 SH SHARED 10 88525 D CHARTER ONE FINL INC COM 16090310 59 1672 SH SHARED 14 1672 D CHARTERMAC SH BEN INT 16090810 766 30952 SH SHARED 30952 D CHARTERMAC SH BEN INT 16090810 220 8900 SH SHARED 01 8900 D CHARTERMAC SH BEN INT 16090810 498 20105 SH SHARED 02 20105 D CHARLOTTE RUSSE HLDG INC COM 16104810 1061 57988 SH SHARED 57988 D CHARLOTTE RUSSE HLDG INC COM 16104810 64 3545 SH SHARED 01 3545 D CHARLOTTE RUSSE HLDG INC COM 16104810 237 12956 SH SHARED 02 12956 D CHARMING SHOPPES INC COM 16113310 498 64006 SH SHARED 64006 D CHARMING SHOPPES INC COM 16113310 3702 475327 SH SHARED 01 475327 D CHARMING SHOPPES INC COM 16113310 389 49994 SH SHARED 02 49994 D CHARMING SHOPPES INC COM 16113310 3695 474400 SH SHARED 10 474400 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 5034 5190000 PRN SHARED 02 5190000 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC 2835 3000000 PRN SHARED 3000000 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC 17600 18625000 PRN SHARED 02 18625000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 973 206256 SH SHARED 206256 D CHARTER COMMUNICATIONS INC D CL A 16117M10 3112 659400 SH SHARED 01 659400 D CHARTER COMMUNICATIONS INC D CL A 16117M10 780 165416 SH SHARED 02 165416 D CHARTER COMMUNICATIONS INC D CL A 16117M10 2612 553600 SH SHARED 10 553600 D CHARTER FINL CORP WEST PT GA COM 16122M10 35 900 SH SHARED 900 D CHARTER FINL CORP WEST PT GA COM 16122M10 77 1979 SH SHARED 02 1979 D CHARTER FINL CORP WEST PT GA COM 16122M10 1539 39100 SH SHARED 10 39100 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 1812 192800 SH SHARED 192800 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 25 2696 SH SHARED 02 2696 D CHATTEM INC COM 16245610 547 21340 SH SHARED 21340 D CHATTEM INC COM 16245610 39 1535 SH SHARED 01 1535 D CHATTEM INC COM 16245610 179 7000 SH SHARED 02 7000 D CHECKERS DRIVE-IN RESTAURANT COM NEW 16280930 41 3448 SH SHARED 3448 D CHECKERS DRIVE-IN 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INC COM 16307210 285 6200 SH SHARED 06 6200 D CHEESECAKE FACTORY INC COM 16307210 17381 377040 SH SHARED 10 377040 D CHELSEA PPTY GROUP INC COM 16342110 1116 17736 SH SHARED 17736 D CHELSEA PPTY GROUP INC COM 16342110 3121 49600 SH SHARED 01 39300 10300 D CHELSEA PPTY GROUP INC COM 16342110 337 5360 SH SHR/OTHR 01 3060 2300 D CHELSEA PPTY GROUP INC COM 16342110 221 3519 SH SHARED 02 3519 D CHELSEA PPTY GROUP INC COM 16342110 30381 482700 SH SHARED 10 482700 D CHELSEA PPTY GROUP INC COM 16342110 254641 4045786 SH SHARED 11 4045786 D CHEMICAL FINL CORP COM 16373110 248 6952 SH SHARED 6952 D CHEMICAL FINL CORP COM 16373110 34 961 SH SHARED 01 961 D CHEMICAL FINL CORP COM 16373110 415 11603 SH SHARED 02 11603 D CHENIERE ENERGY INC COM NEW 16411R20 151 8763 SH SHARED 02 8763 D CHEROKEE INC DEL NEW COM 16444H10 44 1900 SH SHARED 1900 D CHEROKEE INC DEL NEW COM 16444H10 97 4140 SH SHARED 02 4140 D CHEROKEE INTL CORP COM 16445010 152 10572 SH SHARED 02 10572 D CHESAPEAKE CORP COM 16515910 132 5534 SH SHARED 5534 D CHESAPEAKE CORP COM 16515910 213 8961 SH SHARED 02 8961 D CHESAPEAKE CORP COM 16515910 35 1480 SH SHARED 10 1480 D CHESAPEAKE ENERGY CORP COM 16516710 247 18500 SH SHARED 17400 1100 D CHESAPEAKE ENERGY CORP COM 16516710 5118 382014 SH SHARED 01 382014 D CHESAPEAKE ENERGY CORP COM 16516710 1238 92443 SH SHARED 02 92443 D CHESAPEAKE ENERGY CORP COM 16516710 5789 432030 SH SHARED 10 432030 D CHESAPEAKE ENERGY CORP PFD CONV 6.75% 16516750 15396 173968 SH SHARED 173968 D CHESAPEAKE ENERGY CORP PFD CONV 6% 16516770 5199 68750 SH SHARED 68750 D CHESAPEAKE UTILS CORP COM 16530310 43 1700 SH SHARED 1700 D CHESAPEAKE UTILS CORP COM 16530310 67 2629 SH SHARED 02 2629 D CHEVRONTEXACO CORP COM 16676410 365223 4160665 SH SHARED 4071543 89122 D CHEVRONTEXACO CORP COM 16676410 168097 1914983 SH SHARED 01 790175 1124808 D CHEVRONTEXACO CORP COM 16676410 18421 209859 SH SHR/OTHR 01 16363 193496 D CHEVRONTEXACO CORP COM 16676410 49103 559398 SH SHARED 02 559398 D CHEVRONTEXACO CORP COM 16676410 1834 20900 SH SHARED 03 5500 15400 D CHEVRONTEXACO CORP COM 16676410 79765 908700 SH SHARED 04 908700 D CHEVRONTEXACO CORP COM 16676410 30143 343396 SH SHARED 05 290022 53374 D CHEVRONTEXACO CORP COM 16676410 2175 24787 SH SHARED 06 23287 1500 D CHEVRONTEXACO CORP COM 16676410 3461 39437 SH SHARED 07 39437 D CHEVRONTEXACO CORP COM 16676410 1913 21800 SH SHARED 09 21800 D CHEVRONTEXACO CORP COM 16676410 298112 3396135 SH SHARED 10 3396135 D CHEVRONTEXACO CORP COM 16676410 6666 75943 SH SHARED 14 75943 D CHEVIOT FINL CORP COM 16677410 1321 100000 SH SHARED 10 100000 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 631 22681 SH SHARED 22681 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 180 6500 SH SHARED 01 6500 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 6540 235000 SH SHARED 10 235000 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 106 1100 SH SHARED 1100 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 5620 58100 SH SHARED 01 58100 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 11 120 SH SHR/OTHR 01 120 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 46 476 SH SHARED 02 426 50 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 14220 147000 SH SHARED 10 147000 D CHICAGO PIZZA & BREWERY INC COM 16788910 374 28623 SH SHARED 28623 D CHICAGO PIZZA & BREWERY INC COM 16788910 24 1878 SH SHARED 01 1878 D CHICAGO PIZZA & BREWERY INC COM 16788910 166 12755 SH SHARED 02 12755 D CHICOS FAS INC COM 16861510 341 7366 SH SHARED 7366 D CHICOS FAS INC COM 16861510 27979 603000 SH SHARED 01 603000 D CHICOS FAS INC COM 16861510 477 10300 SH SHR/OTHR 01 10000 300 D CHICOS FAS INC COM 16861510 1045 22535 SH SHARED 02 22335 200 D CHICOS FAS INC COM 16861510 4640 100000 SH SHARED 04 100000 D CHICOS FAS INC COM 16861510 41721 899180 SH SHARED 10 899180 D CHILE FD INC COM 16883410 10 800 SH SHARED 800 D CHILDRENS PL RETAIL STORES I COM 16890510 983 31770 SH SHARED 31770 D CHILDRENS PL RETAIL STORES I COM 16890510 1209 39052 SH SHARED 01 39052 D CHILDRENS PL 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51300 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 1157 78800 SH SHARED 06 71300 7500 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 1798 122400 SH SHARED 10 122400 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 12861 335807 SH SHARED 335807 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 9 258 SH SHARED 01 258 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 28 755 SH SHARED 02 755 D CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 3807 109762 SH SHARED 109762 D CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 6 181 SH SHARED 01 181 D CHINA UNICOM LTD SPONSORED ADR 16945R10 1106 122756 SH SHARED 122756 D CHIPPAC INC NOTE 2.500% 6/0 169657AD 25522 20500000 PRN SHARED 20500000 D CHIPPAC INC CL A 16965710 17734 2242066 SH SHARED 1789224 452842 D CHIPPAC INC CL A 16965710 2926 370000 SH SHARED 01 370000 D CHIPPAC INC CL A 16965710 763 96470 SH SHARED 02 96470 D CHIPPAC INC CL A 16965710 18 2300 SH SHARED 10 2300 D CHOICE HOTELS INTL INC COM 16990510 848 18967 SH SHARED 18967 D CHOICE HOTELS INTL INC COM 16990510 7842 175301 SH SHARED 01 175301 D CHOICE HOTELS INTL INC COM 16990510 928 20747 SH SHARED 02 20747 D CHOICE HOTELS INTL INC COM 16990510 3820 85400 SH SHARED 10 85400 D CHIQUITA BRANDS INTL INC *W EXP 03/19/200 17003211 1552 243273 SH SHARED 124367 118906 D CHIQUITA BRANDS INTL INC COM 17003280 4634 222258 SH SHARED 133338 88920 D CHIQUITA BRANDS INTL INC COM 17003280 113 5456 SH SHARED 01 4775 681 D CHIQUITA BRANDS INTL INC COM 17003280 462 22160 SH SHARED 02 22160 D CHIQUITA BRANDS INTL INC COM 17003280 16 800 SH SHARED 10 800 D CHIRON CORP NOTE 6/1 170040AE 60401103250000 PRN SHARED 103250000 D CHIRON CORP NOTE 6/1 170040AE 2925 5000000 PRN SHARED 02 5000000 D CHIRON CORP COM 17004010 34091 774630 SH SHARED 769130 5500 D CHIRON CORP COM 17004010 3714 84396 SH SHARED 01 66744 10500 7152 D CHIRON CORP COM 17004010 40 924 SH SHR/OTHR 01 924 D CHIRON CORP COM 17004010 4728 107443 SH SHARED 02 107443 D CHIRON CORP COM 17004010 16239 369000 SH SHARED 04 369000 D CHIRON CORP COM 17004010 32 747 SH SHARED 05 747 D CHIRON CORP COM 17004010 369 8400 SH SHARED 06 8400 D CHIRON CORP COM 17004010 8422 191378 SH SHARED 10 191378 D CHIRON CORP COM 17004010 286 6500 SH SHARED 14 6500 D CHITTENDEN CORP COM 17022810 337 10242 SH SHARED 10242 D CHITTENDEN CORP COM 17022810 165 5002 SH SHARED 01 4504 498 D CHITTENDEN CORP COM 17022810 544 16488 SH SHARED 02 16488 D CHITTENDEN CORP COM 17022810 85 2600 SH SHARED 10 2600 D CHOICEPOINT INC COM 17038810 1325 34863 SH SHARED 34863 D CHOICEPOINT INC COM 17038810 1888 49670 SH SHARED 01 48470 1200 D CHOICEPOINT INC COM 17038810 366 9638 SH SHR/OTHR 01 2039 7599 D CHOICEPOINT INC COM 17038810 1387 36481 SH SHARED 02 36381 100 D CHOICEPOINT INC COM 17038810 19 500 SH SHARED 06 500 D CHOLESTECH CORP COM 17039310 39 4467 SH SHARED 4467 D CHOLESTECH CORP COM 17039310 1 214 SH SHARED 01 214 D CHOLESTECH CORP COM 17039310 60 6820 SH SHARED 02 6820 D CHORDIANT SOFTWARE INC COM 17040410 54 10330 SH SHARED 10330 D CHORDIANT SOFTWARE INC COM 17040410 13 2561 SH SHARED 01 2561 D CHORDIANT SOFTWARE INC COM 17040410 1577 301087 SH SHARED 02 301087 D CHORDIANT SOFTWARE INC COM 17040410 220 42100 SH SHARED 06 42100 D CHRISTOPHER & BANKS CORP COM 17104610 71 3400 SH SHARED 3400 D CHRISTOPHER & BANKS CORP COM 17104610 684 32429 SH SHARED 32429 D CHRISTOPHER & BANKS CORP COM 17104610 233 11079 SH SHARED 01 11079 D CHRISTOPHER & BANKS CORP COM 17104610 361 17117 SH SHARED 02 17117 D CHRISTOPHER & BANKS CORP COM 17104610 844 40000 SH SHARED 04 40000 D CHROMAVISION MED SYS INC COM 17111P10 3 1800 SH SHARED 01 1800 D CHRONIMED INC COM 17116410 24 3200 SH SHARED 3200 D CHRONIMED INC COM 17116410 46 6017 SH SHARED 02 6017 D CHUBB CORP COM 17123210 39021 561143 SH SHARED 558543 2600 D CHUBB CORP COM 17123210 19289 277385 SH SHARED 01 115461 161924 D CHUBB CORP COM 17123210 1994 28687 SH SHR/OTHR 01 28687 D CHUBB CORP COM 17123210 7853 112941 SH SHARED 02 112941 D CHUBB CORP COM 17123210 54 785 SH SHARED 05 200 585 D CHUBB CORP COM 17123210 260 3750 SH SHARED 06 3750 D CHUBB CORP COM 17123210 9100 130861 SH SHARED 10 130861 D CHUBB CORP COM 17123210 1606 23100 SH SHARED 14 23100 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 30941 1747125 SH SHARED 1569925 177200 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 155 8760 SH SHARED 01 8760 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 26565 1500000 SH SHARED 04 1500000 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 8819 498000 SH SHARED 10 498000 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 592 33431 SH SHARED 12 33431 D CHURCH & DWIGHT INC COM 17134010 843 19472 SH SHARED 19472 D CHURCH & DWIGHT INC COM 17134010 1342 31000 SH SHARED 01 11400 19600 D CHURCH & DWIGHT INC COM 17134010 174 4020 SH SHR/OTHR 01 4020 D CHURCH & DWIGHT INC COM 17134010 478 11054 SH SHARED 02 11054 D CHURCHILL DOWNS INC COM 17148410 65 1700 SH SHARED 1700 D CHURCHILL DOWNS INC COM 17148410 31 800 SH SHARED 01 600 200 D CHURCHILL DOWNS INC COM 17148410 110 2851 SH SHARED 02 2851 D CIBER INC COM 17163B10 395 35950 SH SHARED 35950 D CIBER INC COM 17163B10 0 19 SH SHARED 01 19 D CIBER INC COM 17163B10 5 500 SH SHR/OTHR 01 500 D CIBER INC COM 17163B10 342 31141 SH SHARED 02 31141 D CIENA CORP NOTE 3.750% 2/0 171779AA 18240 19719000 PRN SHARED 19000000 719000 D CIENA CORP NOTE 3.750% 2/0 171779AA 6 7500 PRN SHARED 01 7500 D CIENA CORP NOTE 3.750% 2/0 171779AA 10405 11249000 PRN SHARED 02 11249000 D CIENA CORP COM 17177910 6280 1263670 SH SHARED 1263670 D CIENA CORP COM 17177910 894 179880 SH SHARED 01 179480 400 D CIENA CORP COM 17177910 1 233 SH SHR/OTHR 01 233 D CIENA CORP COM 17177910 1587 319419 SH SHARED 02 319419 D CIENA CORP COM 17177910 6 1285 SH SHARED 05 1285 D CIENA CORP COM 17177910 32 6500 SH SHARED 06 6500 D CIENA CORP COM 17177910 928 186816 SH SHARED 10 186816 D CIENA CORP COM 17177910 31 6400 SH SHARED 14 6400 D CIMA LABS INC COM 17179610 10645 338698 SH SHARED 9081 329617 D CIMA LABS INC COM 17179610 347 11046 SH SHARED 01 11046 D CIMA LABS INC COM 17179610 231 7366 SH SHARED 02 7366 D CIMA LABS INC COM 17179610 17 570 SH SHARED 10 570 D CIMAREX ENERGY CO COM 17179810 1106 38293 SH SHARED 38293 D CIMAREX ENERGY CO COM 17179810 398 13776 SH SHARED 01 13776 D CIMAREX ENERGY CO COM 17179810 46 1594 SH SHR/OTHR 01 1594 D CIMAREX ENERGY CO COM 17179810 626 21683 SH SHARED 02 21683 D CIMAREX ENERGY CO COM 17179810 115 4000 SH SHARED 10 4000 D CINCINNATI BELL INC NEW COM 17187110 673 165389 SH SHARED 135389 30000 D CINCINNATI BELL INC NEW COM 17187110 2627 645520 SH SHARED 01 645520 D CINCINNATI BELL INC NEW COM 17187110 629 154679 SH SHARED 02 154679 D CINCINNATI BELL INC NEW COM 17187110 16406 4031200 SH SHARED 10 4031200 D CINCINNATI FINL CORP COM 17206210 38821 893482 SH SHARED 889982 3500 D CINCINNATI FINL CORP COM 17206210 6857 157827 SH SHARED 01 80470 77357 D CINCINNATI FINL CORP COM 17206210 1690 38913 SH SHR/OTHR 01 38913 D CINCINNATI FINL CORP COM 17206210 3536 81385 SH SHARED 02 81385 D CINCINNATI FINL CORP COM 17206210 44 1017 SH SHARED 05 1017 D CINCINNATI FINL CORP COM 17206210 52 1200 SH SHARED 06 1200 D CINCINNATI FINL CORP COM 17206210 2701 62174 SH SHARED 10 62174 D CINCINNATI FINL CORP COM 17206210 69 1600 SH SHARED 14 1600 D CINERGY CORP COM 17247410 78980 1931526 SH SHARED 1928926 2600 D CINERGY CORP COM 17247410 1716 41972 SH SHARED 01 31672 10300 D CINERGY CORP COM 17247410 216 5300 SH SHR/OTHR 01 5300 D CINERGY CORP COM 17247410 3794 92786 SH SHARED 02 92786 D CINERGY CORP COM 17247410 49 1200 SH SHARED 05 1200 D CINERGY CORP COM 17247410 57 1400 SH SHARED 06 1400 D CINERGY CORP COM 17247410 2847 69630 SH SHARED 10 69630 D CINERGY CORP COM 17247410 77 1900 SH SHARED 14 1900 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 379 45212 SH SHARED 45212 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 22 2691 SH SHARED 01 2691 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 112 13352 SH SHARED 02 13352 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 1176 140000 SH SHARED 04 140000 D CIRCOR INTL INC COM 17273K10 181 8049 SH SHARED 8049 D CIRCOR INTL INC COM 17273K10 28 1251 SH SHARED 01 1251 D CIRCOR INTL INC COM 17273K10 142 6306 SH SHARED 02 6306 D CIRCOR INTL INC COM 17273K10 20 900 SH SHARED 10 900 D CIRCUIT CITY STORE INC COM 17273710 565 50000 SH SHR/OTHR 50000 D CIRCUIT CITY STORE INC COM 17273710 26822 2373683 SH SHARED 2373683 D CIRCUIT CITY STORE INC COM 17273710 494 43797 SH SHARED 01 43797 D CIRCUIT CITY STORE INC COM 17273710 2655 235043 SH SHARED 02 235043 D CIRCUIT CITY STORE INC COM 17273710 7 691 SH SHARED 05 691 D CIRCUIT CITY STORE INC COM 17273710 848 75132 SH SHARED 10 75132 D CISCO SYS INC COM 17275R10 99 4212 SH SHARED 4212 D CISCO SYS INC COM 17275R10 863593 36639520 SH SHARED 34733617 1905903 D CISCO SYS INC COM 17275R10 402007 17055899 SH SHARED 01 7044037 55850 9956012 D CISCO SYS INC COM 17275R10 51414 2181356 SH SHR/OTHR 01 250748 1930608 D CISCO SYS INC COM 17275R10 90808 3852694 SH SHARED 02 3852694 D CISCO SYS INC COM 17275R10 37085 1573410 SH SHARED 03 1311560 261850 D CISCO SYS INC COM 17275R10 222613 9444800 SH SHARED 04 9444800 D CISCO SYS INC COM 17275R10 147626 6263317 SH SHARED 05 4328241 1935076 D CISCO SYS INC COM 17275R10 39929 1694071 SH SHARED 06 1008471 685600 D CISCO SYS INC COM 17275R10 9305 394796 SH SHARED 07 394796 D CISCO SYS INC COM 17275R10 5079 215500 SH SHARED 09 215500 D CISCO SYS INC COM 17275R10 525740 22305486 SH SHARED 10 22305486 D CISCO SYS INC COM 17275R10 4985 211511 SH SHARED 14 211511 D CIRRUS LOGIC INC COM 17275510 564 74479 SH SHARED 74479 D CIRRUS LOGIC INC COM 17275510 2408 317700 SH SHARED 01 317700 D CIRRUS LOGIC INC COM 17275510 483 63832 SH SHARED 02 63832 D CIRRUS LOGIC INC COM 17275510 670 88500 SH SHARED 10 88500 D CITADEL BROADCASTING CORP COM 17285T10 337 19336 SH SHARED 02 19336 D CITADEL BROADCASTING CORP COM 17285T10 4362 250000 SH SHARED 04 250000 D CITADEL BROADCASTING CORP COM 17285T10 577 33120 SH SHARED 10 33120 D CITADEL BROADCASTING CORP COM 17285T10 52 3000 SH SHARED 14 3000 D CINTAS CORP COM 17290810 32516 747675 SH SHARED 747675 D CINTAS CORP COM 17290810 11174 256955 SH SHARED 01 33731 223224 D CINTAS CORP COM 17290810 1048 24100 SH SHR/OTHR 01 24100 D CINTAS CORP COM 17290810 5119 117718 SH SHARED 02 117718 D CINTAS CORP COM 17290810 49 1133 SH SHARED 05 100 1033 D CINTAS CORP COM 17290810 45 1050 SH SHARED 06 1050 D CINTAS CORP COM 17290810 3376 77633 SH SHARED 10 77633 D CINTAS CORP COM 17290810 41 945 SH SHARED 14 945 D CITIGROUP INC COM 17296710 1986 38418 SH SHARED 17700 20718 D CITIGROUP INC COM 17296710 1363909 26381221 SH SHARED 25088641 1292580 D CITIGROUP INC COM 17296710 471872 9127136 SH SHARED 01 4132523 21167 4973446 D CITIGROUP INC COM 17296710 37932 733712 SH SHR/OTHR 01 98753 634959 D CITIGROUP INC COM 17296710 132450 2561902 SH SHARED 02 2561902 D CITIGROUP INC COM 17296710 55497 1073455 SH SHARED 03 912222 161233 D CITIGROUP INC COM 17296710 32772 633900 SH SHARED 04 633900 D CITIGROUP INC COM 17296710 182662 3533117 SH SHARED 05 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COMMUNICATIONS CO COM 17453B10 1468 113495 SH SHARED 10 113495 D CITIZENS FIRST BANCORP INC D COM 17461R10 50 2100 SH SHARED 2100 D CITIZENS FIRST BANCORP INC D COM 17461R10 100 4138 SH SHARED 02 4138 D CITIZENS INC CL A 17474010 54 7300 SH SHARED 7300 D CITIZENS INC CL A 17474010 104 14025 SH SHARED 02 14025 D CITIZENS SOUTH BKG CP DEL COM 17668210 30 2200 SH SHARED 2200 D CITIZENS SOUTH BKG CP DEL COM 17668210 59 4328 SH SHARED 02 4328 D CITIZENS UTILS TR PFD EPPICS CV 17735120 166 3200 SH SHARED 3200 D CITRIX SYS INC COM 17737610 14389 665578 SH SHARED 665578 D CITRIX SYS INC COM 17737610 15995 739853 SH SHARED 01 739853 D CITRIX SYS INC COM 17737610 21 1000 SH SHR/OTHR 01 1000 D CITRIX SYS INC COM 17737610 2454 113537 SH SHARED 02 113537 D CITRIX SYS INC COM 17737610 2378 110000 SH SHARED 04 110000 D CITRIX SYS INC COM 17737610 10 504 SH SHARED 05 504 D CITRIX SYS INC COM 17737610 32 1500 SH SHARED 06 1500 D CITRIX SYS INC COM 17737610 9162 423779 SH SHARED 10 423779 D CITY BK LYNNWOOD WASH COM 17770A10 75 2200 SH SHARED 2200 D CITY BK LYNNWOOD WASH COM 17770A10 135 3953 SH SHARED 02 3953 D CITY HLDG CO COM 17783510 151 4379 SH SHARED 4379 D CITY HLDG CO COM 17783510 954 27600 SH SHARED 01 27600 D CITY HLDG CO COM 17783510 496 14365 SH SHARED 02 14365 D CITY HLDG CO COM 17783510 532 15400 SH SHARED 10 15400 D CITY INVESTING CO LIQ TR UNIT BEN INT 17790010 332 170500 SH SHARED 170500 D CITY NATL CORP COM 17856610 870 14533 SH SHARED 14533 D CITY NATL CORP COM 17856610 846 14125 SH SHARED 01 14125 D CITY NATL CORP COM 17856610 668 11158 SH SHARED 02 11158 D CLAIRES STORES INC COM 17958410 1949 93545 SH SHARED 93545 D CLAIRES STORES INC COM 17958410 19465 934065 SH SHARED 01 934065 D CLAIRES STORES INC COM 17958410 623 29934 SH SHARED 02 29934 D CLAIRES STORES INC COM 17958410 36 1760 SH SHARED 06 1760 D CLAIRES STORES INC COM 17958410 7952 381600 SH SHARED 10 381600 D CLARCOR INC COM 17989510 273 6200 SH SHARED 6200 D CLARCOR INC COM 17989510 187 4250 SH 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10307 SH SHARED 07 10307 D COCA COLA CO COM 19121610 114343 2273236 SH SHARED 10 2273236 D COCA COLA CO COM 19121610 1127 22412 SH SHARED 14 22412 D COCA COLA ENTERPRISES INC COM 19121910 40174 1662159 SH SHARED 1662159 D COCA COLA ENTERPRISES INC COM 19121910 8299 343376 SH SHARED 01 343376 D COCA COLA ENTERPRISES INC COM 19121910 4957 205108 SH SHARED 02 205108 D COCA COLA ENTERPRISES INC COM 19121910 58 2420 SH SHARED 05 2420 D COCA COLA ENTERPRISES INC COM 19121910 45 1880 SH SHARED 06 1880 D COCA COLA ENTERPRISES INC COM 19121910 4895 202564 SH SHARED 10 202564 D COCA COLA ENTERPRISES INC COM 19121910 89 3700 SH SHARED 14 3700 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 100 4155 SH SHARED 4155 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 6159 255700 SH SHARED 01 255700 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 477 19832 SH SHARED 02 19832 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 385 16000 SH SHARED 09 16000 D COCA-COLA FEMSA S A DE C V SPON 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2329 75000 SH SHARED 04 75000 D COGNOS INC COM 19244C10 19959 642600 SH SHARED 10 642600 D COGNOS INC COM 19244C10 27 900 SH SHARED 14 900 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 435 9629 SH SHARED 9629 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 16214 358332 SH SHARED 01 356856 1476 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 13 291 SH SHR/OTHR 01 291 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 827 18295 SH SHARED 02 18295 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 12624 279000 SH SHARED 10 279000 D COHEN & STEERS QUALITY RLTY COM 19247L10 19 1000 SH SHARED 01 1000 D COHERENT INC COM 19247910 399 15185 SH SHARED 15185 D COHERENT INC COM 19247910 50 1904 SH SHARED 01 1904 D COHERENT INC COM 19247910 386 14712 SH SHARED 02 14712 D COHU INC COM 19257610 315 16821 SH SHARED 16821 D COHU INC COM 19257610 72 3882 SH SHARED 01 3882 D COHU INC COM 19257610 192 10264 SH SHARED 02 10264 D COINSTAR INC COM 19259P30 153 9716 SH SHARED 9716 D COINSTAR INC COM 19259P30 236 14946 SH SHARED 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SH SHARED 03 12800 17900 D COLGATE PALMOLIVE CO COM 19416210 182882 3319100 SH SHARED 04 3319100 D COLGATE PALMOLIVE CO COM 19416210 5675 102995 SH SHARED 05 82990 20005 D COLGATE PALMOLIVE CO COM 19416210 13635 247475 SH SHARED 06 230475 17000 D COLGATE PALMOLIVE CO COM 19416210 133338 2419930 SH SHARED 10 2419930 D COLGATE PALMOLIVE CO COM 19416210 3794 68862 SH SHARED 14 68862 D COLLAGENEX PHARMACEUTICALS I COM 19419B10 30 2300 SH SHARED 2300 D COLLAGENEX PHARMACEUTICALS I COM 19419B10 702 52716 SH SHARED 02 52716 D COLLINS & AIKMAN CORP NEW COM NEW 19483020 751 136714 SH SHARED 136714 D COLLINS & AIKMAN CORP NEW COM NEW 19483020 6 1200 SH SHARED 01 1200 D COLLINS & AIKMAN CORP NEW COM NEW 19483020 84 15346 SH SHARED 02 15346 D COLONIAL BANCGROUP INC COM 19549330 907 49072 SH SHARED 37672 11400 D COLONIAL BANCGROUP INC COM 19549330 653 35317 SH SHARED 01 35317 D COLONIAL BANCGROUP INC COM 19549330 639 34593 SH SHARED 02 34593 D COLONIAL BANCGROUP INC COM 19549330 7730 417880 SH 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SH SHARED 05 300 1030 D COMPUTER SCIENCES CORP COM 20536310 83 2070 SH SHARED 06 2070 D COMPUTER SCIENCES CORP COM 20536310 4818 119483 SH SHARED 10 119483 D COMPUTER SCIENCES CORP COM 20536310 52 1300 SH SHARED 14 1300 D COMPX INTERNATIONAL INC CL A 20563P10 37 2824 SH SHARED 02 2824 D COMPUWARE CORP COM 20563810 9012 1216265 SH SHARED 1216265 D COMPUWARE CORP COM 20563810 258 34825 SH SHARED 01 34825 D COMPUWARE CORP COM 20563810 2126 286995 SH SHARED 02 286995 D COMPUWARE CORP COM 20563810 10 1405 SH SHARED 05 1405 D COMPUWARE CORP COM 20563810 71 9600 SH SHARED 06 9600 D COMPUWARE CORP COM 20563810 1223 165056 SH SHARED 10 165056 D COMSTOCK RES INC COM NEW 20576820 964 48525 SH SHARED 48525 D COMSTOCK RES INC COM NEW 20576820 7526 378790 SH SHARED 01 378790 D COMSTOCK RES INC COM NEW 20576820 291 14679 SH SHARED 02 14679 D COMSTOCK RES INC COM NEW 20576820 11649 586300 SH SHARED 10 586300 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 1213 52324 SH SHARED 52324 D COMTECH 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COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 948 52310 SH SHARED 14 52310 D CONAGRA FOODS INC COM 20588710 46787 1736713 SH SHARED 1645313 91400 D CONAGRA FOODS INC COM 20588710 55956 2077093 SH SHARED 01 1186935 1600 888558 D CONAGRA FOODS INC COM 20588710 952 35350 SH SHR/OTHR 01 600 34750 D CONAGRA FOODS INC COM 20588710 7225 268191 SH SHARED 02 268191 D CONAGRA FOODS INC COM 20588710 835 31029 SH SHARED 05 29260 1769 D CONAGRA FOODS INC COM 20588710 168 6250 SH SHARED 06 5550 700 D CONAGRA FOODS INC COM 20588710 50187 1862927 SH SHARED 10 1862927 D CONAGRA FOODS INC COM 20588710 115 4300 SH SHARED 14 4300 D COMPUTER HORIZONS CORP COM 20590810 85 19787 SH SHARED 19787 D COMPUTER HORIZONS CORP COM 20590810 22 5273 SH SHARED 01 5273 D COMPUTER HORIZONS CORP COM 20590810 63 14773 SH SHARED 02 14773 D CONCEPTUS INC COM 20601610 100 8383 SH SHARED 8383 D CONCEPTUS INC COM 20601610 11 938 SH SHARED 01 938 D CONCEPTUS INC COM 20601610 147 12319 SH SHARED 02 12319 D CONCORD CAMERA CORP COM 20615610 40 6500 SH SHARED 6500 D CONCORD CAMERA CORP COM 20615610 76 12158 SH SHARED 02 12158 D CONCORD COMMUNICATIONS INC COM 20618610 561 38355 SH SHARED 38355 D CONCORD COMMUNICATIONS INC COM 20618610 309 21146 SH SHARED 01 21146 D CONCORD COMMUNICATIONS INC COM 20618610 117 8006 SH SHARED 02 8006 D CONCORDE CAREER COLLEGES INC COM NEW 20651H20 1662 69250 SH SHARED 01 60650 8600 D CONCORDE CAREER COLLEGES INC COM NEW 20651H20 180 7500 SH SHARED 05 7500 D CONCUR TECHNOLOGIES INC COM 20670810 319 28506 SH SHARED 28506 D CONCUR TECHNOLOGIES INC COM 20670810 1974 176261 SH SHARED 01 176261 D CONCUR TECHNOLOGIES INC COM 20670810 180 16076 SH SHARED 02 16076 D CONCUR TECHNOLOGIES INC COM 20670810 530 47400 SH SHARED 10 47400 D CONCURRENT COMPUTER CORP NEW COM 20671020 1161 336614 SH SHARED 336614 D CONCURRENT COMPUTER CORP NEW COM 20671020 92 26877 SH SHARED 01 26877 D CONCURRENT COMPUTER CORP NEW COM 20671020 105 30513 SH SHARED 02 30513 D CONCURRENT COMPUTER CORP NEW COM 20671020 486 141000 SH SHARED 10 141000 D CONEXANT SYSTEMS INC NOTE 4.250% 5/0 207142AB 8 8000 PRN SHARED 01 8000 D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF 28613 29049000 PRN SHARED 29049000 D CONEXANT SYSTEMS INC COM 20714210 306 50000 SH SHR/OTHR 50000 D CONEXANT SYSTEMS INC COM 20714210 2034 331896 SH SHARED 331096 800 D CONEXANT SYSTEMS INC COM 20714210 345 56428 SH SHARED 01 55928 500 D CONEXANT SYSTEMS INC COM 20714210 73 12000 SH SHR/OTHR 01 12000 D CONEXANT SYSTEMS INC COM 20714210 2039 332784 SH SHARED 02 332784 D CONEXANT SYSTEMS INC COM 20714210 27 4500 SH SHARED 10 4500 D CONMED CORP COM 20741010 687 23281 SH SHARED 23281 D CONMED CORP COM 20741010 35 1208 SH SHARED 01 1208 D CONMED CORP COM 20741010 443 15018 SH SHARED 02 15018 D CONMED CORP COM 20741010 6677 226050 SH SHARED 10 226050 D CONNECTICUT BANCSHARES INC COM 20754010 140 2700 SH SHARED 2700 D CONNECTICUT BANCSHARES INC COM 20754010 161 3101 SH SHARED 01 3101 D CONNECTICUT BANCSHARES INC COM 20754010 283 5460 SH SHARED 02 5460 D CONNECTICUT WTR SVC INC COM 20779710 62 2200 SH SHARED 2200 D CONNECTICUT WTR SVC INC COM 20779710 112 3958 SH SHARED 02 3958 D CONNETICS CORP COM 20819210 801 36400 SH SHARED 36400 D CONNETICS CORP COM 20819210 19902 903840 SH SHARED 01 624700 10800 268340 D CONNETICS CORP COM 20819210 38 1730 SH SHR/OTHR 01 1730 D CONNETICS CORP COM 20819210 385 17520 SH SHARED 02 17520 D CONNETICS CORP COM 20819210 953 43300 SH SHARED 05 43300 D CONNETICS CORP COM 20819210 12223 555130 SH SHARED 10 555130 D CONNS INC COM 20824210 177 11304 SH SHARED 02 11304 D CONOCOPHILLIPS COM 20825C10 1650605 23644262 SH SHARED 23418558 225704 D CONOCOPHILLIPS COM 20825C10 144035 2063256 SH SHARED 01 1478368 1000 583888 D CONOCOPHILLIPS COM 20825C10 3394 48622 SH SHR/OTHR 01 10213 38409 D CONOCOPHILLIPS COM 20825C10 27843 398844 SH SHARED 02 398844 D CONOCOPHILLIPS COM 20825C10 24698 353800 SH SHARED 03 330500 23300 D CONOCOPHILLIPS COM 20825C10 59872 857653 SH SHARED 04 857653 D CONOCOPHILLIPS COM 20825C10 59013 845341 SH SHARED 05 565280 280061 D CONOCOPHILLIPS COM 20825C10 21593 309320 SH SHARED 06 119620 189700 D CONOCOPHILLIPS COM 20825C10 62 900 SH SHARED 07 900 D CONOCOPHILLIPS COM 20825C10 385333 5519744 SH SHARED 10 5519744 D CONOCOPHILLIPS COM 20825C10 937 13433 SH SHARED 14 13433 D CONSECO INC COM NEW 20846488 9453 408195 SH SHARED 400395 7800 D CONSECO INC COM NEW 20846488 337 14567 SH SHARED 01 14567 D CONSECO INC COM NEW 20846488 873 37718 SH SHARED 02 37718 D CONSOL ENERGY INC COM 20854P10 2032 75844 SH SHARED 75844 D CONSOL ENERGY INC COM 20854P10 702 26222 SH SHARED 01 26222 D CONSOL ENERGY INC COM 20854P10 62 2334 SH SHARED 02 2334 D CONSOL ENERGY INC COM 20854P10 20877 779000 SH SHARED 10 779000 D CONSOLIDATED EDISON INC COM 20911510 117266 2659112 SH SHARED 2659112 D CONSOLIDATED EDISON INC COM 20911510 2497 56639 SH SHARED 01 55359 1280 D CONSOLIDATED EDISON INC COM 20911510 229 5194 SH SHR/OTHR 01 5194 D CONSOLIDATED EDISON INC COM 20911510 5021 113868 SH SHARED 02 113868 D CONSOLIDATED EDISON INC COM 20911510 36 830 SH SHARED 05 200 630 D CONSOLIDATED EDISON INC COM 20911510 127 2900 SH SHARED 06 1900 1000 D CONSOLIDATED EDISON INC COM 20911510 4316 97869 SH SHARED 10 97869 D CONSOLIDATED EDISON INC COM 20911510 70 1600 SH SHARED 14 1600 D CONSOLIDATED GRAPHICS INC COM 20934110 183 4771 SH SHARED 4771 D CONSOLIDATED GRAPHICS INC COM 20934110 3114 81013 SH SHARED 01 81013 D CONSOLIDATED GRAPHICS INC COM 20934110 210 5462 SH SHARED 02 5462 D CONSOLIDATED GRAPHICS INC COM 20934110 9799 254860 SH SHARED 10 254860 D CONSOLIDATED TOMOKA LD CO COM 21022610 1958 52748 SH SHARED 52748 D CONSOLIDATED TOMOKA LD CO COM 21022610 22 600 SH SHARED 01 600 D CONSOLIDATED TOMOKA LD CO COM 21022610 103 2779 SH SHARED 02 2779 D CONSOLIDATED TOMOKA LD CO COM 21022610 22 600 SH SHARED 10 600 D CONSTELLATION BRANDS INC CL A 21036P10 3199 99671 SH SHARED 99671 D CONSTELLATION BRANDS INC CL A 21036P10 10350 322451 SH SHARED 01 322451 D CONSTELLATION BRANDS INC CL A 21036P10 882 27479 SH SHARED 02 27479 D CONSTELLATION BRANDS INC CL A 21036P10 16984 529100 SH SHARED 10 529100 D CONSTELLATION BRANDS INC CL B 21036P20 52 1600 SH SHARED 01 1600 D CONSTELLATION BRANDS INC PFD 1/40 A5.75 21036P30 919 30000 SH SHARED 30000 D CONSTELLATION BRANDS INC PFD 1/40 A5.75 21036P30 398 13000 SH SHARED 02 13000 D CONSTAR INTL INC NEW COM 21036U10 42 8000 SH SHARED 02 8000 D CONSTELLATION ENERGY GROUP I COM 21037110 48561 1215559 SH SHARED 1215559 D CONSTELLATION ENERGY GROUP I COM 21037110 1848 46272 SH SHARED 01 45372 900 D CONSTELLATION ENERGY GROUP I COM 21037110 59 1500 SH SHR/OTHR 01 1500 D CONSTELLATION ENERGY GROUP I COM 21037110 4039 101124 SH SHARED 02 101124 D CONSTELLATION ENERGY GROUP I COM 21037110 21 537 SH SHARED 05 537 D CONSTELLATION ENERGY GROUP I COM 21037110 114 2866 SH SHARED 06 2866 D CONSTELLATION ENERGY GROUP I COM 21037110 2804 70190 SH SHARED 10 70190 D CONSTELLATION ENERGY GROUP I COM 21037110 83 2100 SH SHARED 14 2100 D CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD 2357 2840000 PRN SHARED 2000000 840000 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 2510 3025000 PRN SHARED 02 3025000 D CONTINENTAL AIRLS INC CL B 21079530 28 2300 SH SHARED 2300 D CONTINENTAL AIRLS INC CL B 21079530 1321 105471 SH SHARED 105471 D CONTINENTAL AIRLS INC CL B 21079530 229 18329 SH SHARED 01 18329 D CONTINENTAL AIRLS INC CL B 21079530 12 1000 SH SHR/OTHR 01 1000 D CONTINENTAL AIRLS INC CL B 21079530 3030 241874 SH SHARED 02 241874 D CONVERA CORP CL A 21191910 11 3200 SH SHARED 3200 D CONVERA CORP CL A 21191910 22 6397 SH SHARED 02 6397 D CONTROLADORA COML MEX SA DE GDR 21238A20 0 1 SH SHARED 02 1 D CONVERIUM HLDG AG SPONSORED ADR 21248N10 6999 284900 SH SHARED 02 284900 D CONVERIUM HLDG AG SPONSORED ADR 21248N10 90 3700 SH SHARED 14 3700 D CONVERGYS CORP COM 21248510 6769 445388 SH SHARED 445388 D CONVERGYS CORP COM 21248510 5542 364642 SH SHARED 01 364642 D CONVERGYS CORP COM 21248510 15 1000 SH SHR/OTHR 01 1000 D CONVERGYS CORP COM 21248510 2029 133537 SH SHARED 02 133537 D CONVERGYS CORP COM 21248510 7 507 SH SHARED 05 507 D CONVERGYS CORP COM 21248510 128 8462 SH SHARED 06 8462 D CONVERGYS CORP COM 21248510 2055 135246 SH SHARED 10 135246 D COOPER CAMERON CORP DBCV 5/1 216640AA 24583 30500000 PRN SHARED 30500000 D COOPER CAMERON CORP DBCV 5/1 216640AA 31603 39210000 PRN SHARED 02 39210000 D COOPER CAMERON CORP DBCV 1.750% 5/1 216640AB 31324 31545000 PRN SHARED 31545000 D COOPER CAMERON CORP DBCV 1.750% 5/1 216640AB 16648 16766000 PRN SHARED 02 16766000 D COOPER CAMERON CORP COM 21664010 10699 242897 SH SHARED 242897 D COOPER CAMERON CORP COM 21664010 2191 49740 SH SHARED 01 49740 D COOPER CAMERON CORP COM 21664010 2239 50849 SH SHARED 02 50849 D COOPER CAMERON CORP COM 21664010 4405 100000 SH SHARED 04 100000 D COOPER CAMERON CORP COM 21664010 13 300 SH SHARED 06 300 D COOPER CAMERON CORP COM 21664010 383 8710 SH SHARED 10 8710 D COOPER COS INC DBCV 2.625% 7/0 216648AG 2770 2000000 PRN SHARED 2000000 D COOPER COS INC COM NEW 21664840 70 1300 SH SHARED 1300 D COOPER COS INC COM NEW 21664840 1123 20807 SH SHARED 20807 D COOPER COS INC COM NEW 21664840 28891 535031 SH SHARED 01 424431 110600 D COOPER COS INC COM NEW 21664840 803 14883 SH SHARED 02 14883 D COOPER COS INC COM NEW 21664840 9006 166780 SH SHARED 10 166780 D COOPER TIRE & RUBR CO COM 21683110 197 9800 SH SHARED 9800 D COOPER TIRE & RUBR CO COM 21683110 7240 359323 SH SHARED 359323 D COOPER TIRE & RUBR CO COM 21683110 840 41699 SH SHARED 01 41699 D COOPER TIRE & RUBR CO COM 21683110 4533 225008 SH SHARED 02 225008 D COOPER TIRE & RUBR CO COM 21683110 553 27474 SH SHARED 10 27474 D COORS ADOLPH CO CL B 21701610 6475 93238 SH SHARED 91235 2003 D COORS ADOLPH CO CL B 21701610 1340 19300 SH SHARED 01 19300 D COORS ADOLPH CO CL B 21701610 1315 18941 SH SHARED 02 18941 D COORS ADOLPH CO CL B 21701610 1606 23129 SH SHARED 10 23129 D COPART INC COM 21720410 896 41248 SH SHARED 41248 D COPART INC COM 21720410 529 24375 SH SHARED 01 23700 675 D COPART INC COM 21720410 1018 46859 SH SHARED 02 46859 D COPPER MTN NETWORKS INC COM NEW 21751020 0 55 SH SHARED 02 55 D CORGENTECH INC COM 21872P10 157 8427 SH SHARED 02 8427 D CORILLIAN CORP COM 21872510 48 9849 SH SHARED 9849 D CORILLIAN CORP COM 21872510 12 2442 SH SHARED 01 2442 D CORILLIAN CORP COM 21872510 49 10000 SH SHARED 02 10000 D CORINTHIAN COLLEGES INC COM 21886810 3588 108723 SH SHARED 108723 D CORINTHIAN COLLEGES INC COM 21886810 25193 763197 SH SHARED 01 762647 550 D CORINTHIAN COLLEGES INC COM 21886810 103 3136 SH SHR/OTHR 01 3136 D CORINTHIAN COLLEGES INC COM 21886810 725 21969 SH SHARED 02 21969 D CORINTHIAN COLLEGES INC COM 21886810 4291 130000 SH SHARED 04 130000 D CORINTHIAN COLLEGES INC COM 21886810 46907 1421000 SH SHARED 10 1421000 D CORIXA CORP NOTE 4.250% 7/0 21887FAC 635 634000 PRN SHARED 634000 D CORIXA CORP COM 21887F10 1160 181328 SH SHARED 77777 103551 D CORIXA CORP COM 21887F10 8 1400 SH SHARED 01 1400 D CORIXA CORP COM 21887F10 186 29176 SH SHARED 02 29176 D CORIXA CORP COM 21887F10 64 10000 SH SHARED 06 10000 D CORIXA CORP COM 21887F10 64 10000 SH SHARED 10 10000 D CORIO INC COM 21887510 12 3101 SH SHARED 3101 D CORIO INC COM 21887510 3 768 SH SHARED 01 768 D CORIO INC COM 21887510 132 33240 SH SHARED 02 33240 D CORN PRODS INTL INC COM 21902310 1188 29723 SH SHARED 29723 D CORN PRODS INTL INC COM 21902310 158 3963 SH SHARED 01 3763 200 D CORN PRODS INTL INC COM 21902310 267 6675 SH SHR/OTHR 01 6675 D CORN PRODS INTL INC COM 21902310 711 17792 SH SHARED 02 17792 D CORN PRODS INTL INC COM 21902310 82 2070 SH SHARED 10 2070 D CORNELL COMPANIES INC COM 21914110 125 10873 SH SHARED 10873 D CORNELL COMPANIES INC COM 21914110 407 35227 SH SHARED 01 35227 D CORNELL COMPANIES INC COM 21914110 69 6022 SH SHARED 02 6022 D CORNELL COMPANIES INC COM 21914110 111 9600 SH SHARED 10 9600 D CORNERSTONE RLTY INCOME TR I COM 21922V10 136 14600 SH SHARED 14600 D CORNERSTONE RLTY INCOME TR I COM 21922V10 277 29719 SH SHARED 02 29719 D CORNERSTONE RLTY INCOME TR I COM 21922V10 576 61700 SH SHARED 11 61700 D CORNING INC DBCV 11/0 219350AJ 56357 71976000 PRN SHARED 71976000 D CORNING INC NOTE 3.500%11/0 219350AK 1 1000 PRN SHARED 01 1000 D CORNING INC NOTE 3.500%11/0 219350AK 13737 10724000 PRN SHARED 02 10724000 D CORNING INC COM 21935010 39222 3508252 SH SHARED 3502852 5400 D CORNING INC COM 21935010 33782 3021702 SH SHARED 01 2750622 10600 260480 D CORNING INC COM 21935010 10632 950987 SH SHR/OTHR 01 600 950387 D CORNING INC COM 21935010 11262 1007385 SH SHARED 02 1006885 500 D CORNING INC COM 21935010 13360 1195000 SH SHARED 04 1195000 D CORNING INC COM 21935010 979 87578 SH SHARED 05 81200 6378 D CORNING INC COM 21935010 342 30600 SH SHARED 06 29100 1500 D CORNING INC COM 21935010 36452 3260500 SH SHARED 10 3260500 D CORNING INC COM 21935010 1391 124500 SH SHARED 14 124500 D CORPORATE EXECUTIVE BRD CO COM 21988R10 796 16944 SH SHARED 16944 D CORPORATE EXECUTIVE BRD CO COM 21988R10 2050 43628 SH SHARED 01 43378 250 D CORPORATE EXECUTIVE BRD CO COM 21988R10 68 1465 SH SHR/OTHR 01 1465 D CORPORATE EXECUTIVE BRD CO COM 21988R10 254 5425 SH SHARED 02 5325 100 D CORPORATE EXECUTIVE BRD CO COM 21988R10 502 10700 SH SHARED 10 10700 D CORPORATE HIGH YIELD FD V IN COM 21993110 1506 96923 SH SHARED 96923 D CORPORATE HIGH YIELD FD V IN COM 21993110 5 377 SH SHARED 01 377 D CORPORATE HIGH YIELD FD VI I COM 21993210 16714 1144800 SH SHARED 1144800 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 466 18660 SH SHARED 18660 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 45 1800 SH SHARED 01 1800 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 355 14208 SH SHARED 02 14208 D CORRECTIONAL PPTYS TR COM 22025E10 137 4476 SH SHARED 4476 D CORRECTIONAL PPTYS TR COM 22025E10 164 5337 SH SHARED 01 5337 D CORRECTIONAL PPTYS TR COM 22025E10 165 5365 SH SHARED 02 5365 D CORRECTIONAL PPTYS TR COM 22025E10 5710 185400 SH SHARED 10 185400 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 316 8900 SH SHARED 8900 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 613 17236 SH SHARED 02 17236 D CORTEX PHARMACEUTICALS INC COM NEW 22052430 28 10000 SH SHR/OTHR 01 10000 D CORUS GROUP PLC SPONSORED ADR 22087M10 2 330 SH SHARED 01 330 D CORUS GROUP PLC SPONSORED ADR 22087M10 46 6000 SH SHR/OTHR 01 6000 D CORUS GROUP PLC SPONSORED ADR 22087M10 726 94200 SH SHARED 02 94200 D CORUS BANKSHARES INC COM 22087310 160 3981 SH SHARED 3981 D CORUS BANKSHARES INC COM 22087310 543 13500 SH SHARED 01 13500 D CORUS BANKSHARES INC COM 22087310 420 10431 SH SHARED 02 10431 D CORUS BANKSHARES INC COM 22087310 104 2600 SH SHARED 10 2600 D CORVEL CORP COM 22100610 128 3557 SH SHARED 3557 D CORVEL CORP COM 22100610 102 2835 SH SHARED 01 2835 D CORVEL CORP COM 22100610 115 3203 SH SHARED 02 3203 D CORVEL CORP COM 22100610 52 1450 SH SHARED 10 1450 D CORVIS CORP COM 22100910 305 158875 SH SHARED 158875 D CORVIS CORP COM 22100910 74 39000 SH SHR/OTHR 01 39000 D CORVIS CORP COM 22100910 589 307183 SH SHARED 02 307183 D COSI INC COM 22122P10 55 9920 SH SHARED 9920 D COSINE COMMUNICATIONS INC COM NEW 22122260 178 27198 SH SHARED 27198 D COSINE COMMUNICATIONS INC COM NEW 22122260 0 66 SH SHARED 02 66 D COST PLUS INC CALIF COM 22148510 1805 43244 SH SHARED 43244 D COST PLUS INC CALIF COM 22148510 18288 438047 SH SHARED 01 413347 3700 21000 D COST PLUS INC CALIF COM 22148510 476 11416 SH SHARED 02 11416 D COST PLUS INC CALIF COM 22148510 13373 320320 SH SHARED 10 320320 D COSTCO WHSL CORP NEW COM 22160K10 53459 1421427 SH SHARED 1409627 11800 D COSTCO WHSL CORP NEW COM 22160K10 13974 371561 SH SHARED 01 248329 123232 D COSTCO WHSL CORP NEW COM 22160K10 793 21095 SH SHR/OTHR 01 1495 19600 D COSTCO WHSL CORP NEW COM 22160K10 10749 285814 SH SHARED 02 285814 D COSTCO WHSL CORP NEW COM 22160K10 289 7700 SH SHARED 03 7700 D COSTCO WHSL CORP NEW COM 22160K10 97 2595 SH SHARED 05 400 2195 D COSTCO WHSL CORP NEW COM 22160K10 311 8280 SH SHARED 06 7080 1200 D COSTCO WHSL CORP NEW COM 22160K10 18847 501122 SH SHARED 10 501122 D COSTCO WHSL CORP NEW COM 22160K10 124 3321 SH SHARED 14 3321 D COSTAR GROUP INC COM 22160N10 239 6485 SH SHARED 6485 D COSTAR GROUP INC COM 22160N10 8289 224827 SH SHARED 01 203515 2412 18900 D COSTAR GROUP INC COM 22160N10 291 7896 SH SHARED 02 7896 D COSTAR GROUP INC COM 22160N10 600 16300 SH SHARED 05 16300 D COSTAR GROUP INC COM 22160N10 4635 125723 SH SHARED 10 125723 D COSTCO COMPANIES INC NOTE 8/1 22160QAC 7 9000 PRN SHARED 02 9000 D COTT CORP QUE COM 22163N10 22 768 SH SHARED 768 D COTT CORP QUE COM 22163N10 427 14536 SH SHARED 02 14536 D COTTON STS LIFE INS CO COM 22177410 183 9162 SH SHARED 01 9162 D COUNTRYWIDE FINANCIAL CORP NOTE 2/0 222372AE 52930 35500000 PRN SHARED 35500000 D COUNTRYWIDE FINANCIAL CORP NOTE 2/0 222372AE 7659 5137000 PRN SHARED 02 5137000 D COUNTRYWIDE FINANCIAL CORP COM 22237210 1064 11100 SH SHARED 11100 D COUNTRYWIDE FINANCIAL CORP COM 22237210 64326 670770 SH SHARED 669970 800 D COUNTRYWIDE FINANCIAL CORP COM 22237210 23367 243667 SH SHARED 01 242426 1241 D COUNTRYWIDE FINANCIAL CORP COM 22237210 9839 102599 SH SHARED 02 102599 D COUNTRYWIDE FINANCIAL CORP COM 22237210 834 8700 SH SHARED 03 3800 4900 D COUNTRYWIDE FINANCIAL CORP COM 22237210 12434 129666 SH SHARED 04 129666 D COUNTRYWIDE FINANCIAL CORP COM 22237210 837 8733 SH SHARED 05 7933 800 D COUNTRYWIDE FINANCIAL CORP COM 22237210 3545 36966 SH SHARED 06 36766 200 D COUNTRYWIDE FINANCIAL CORP COM 22237210 73 766 SH SHARED 07 766 D COUNTRYWIDE FINANCIAL CORP COM 22237210 19559 203961 SH SHARED 10 203961 D COUNTRYWIDE FINANCIAL CORP COM 22237210 1119 11673 SH SHARED 14 11673 D COURIER CORP COM 22266010 177 3949 SH SHARED 3949 D COURIER CORP COM 22266010 2716 60511 SH SHARED 01 3757 56754 D COURIER CORP COM 22266010 123 2759 SH SHARED 02 2759 D COURIER CORP COM 22266010 143 3200 SH SHARED 10 3200 D COUSINS PPTYS INC COM 22279510 742 22650 SH SHARED 01 22650 D COUSINS PPTYS INC COM 22279510 91 2782 SH SHR/OTHR 01 2782 D COUSINS PPTYS INC COM 22279510 447 13662 SH SHARED 02 13662 D COUSINS PPTYS INC COM 22279510 1075 32800 SH SHARED 11 32800 D COVANSYS CORP COM 22281W10 191 16440 SH SHARED 02 16440 D COVANCE INC COM 22281610 688 20000 SH SHARED 20000 D COVANCE INC COM 22281610 1446 42007 SH SHARED 01 28102 13905 D COVANCE INC COM 22281610 27 800 SH SHR/OTHR 01 800 D COVANCE INC COM 22281610 1413 41052 SH SHARED 02 41052 D COVANCE INC COM 22281610 31 900 SH SHARED 10 900 D COVENANT TRANS INC CL A 22284P10 286 15892 SH SHARED 15892 D COVENANT TRANS INC CL A 22284P10 622 34500 SH SHARED 01 34500 D COVENANT TRANS INC CL A 22284P10 64 3578 SH SHARED 02 3578 D COVENANT TRANS INC CL A 22284P10 611 33900 SH SHARED 10 33900 D COVENTRY HEALTH CARE INC COM 22286210 1313 31028 SH SHARED 31028 D COVENTRY HEALTH CARE INC COM 22286210 19274 455350 SH SHARED 01 455350 D COVENTRY HEALTH CARE INC COM 22286210 853 20174 SH SHARED 02 20174 D COVENTRY HEALTH CARE INC COM 22286210 131 3109 SH SHARED 06 3109 D COVENTRY HEALTH CARE INC COM 22286210 11901 281150 SH SHARED 10 281150 D COX COMMUNICATIONS INC NEW CL A 22404410 2220 70265 SH SHARED 47865 22400 D COX COMMUNICATIONS INC NEW CL A 22404410 5668 179380 SH SHARED 01 158304 21076 D COX COMMUNICATIONS INC NEW CL A 22404410 696 22050 SH SHR/OTHR 01 300 21750 D COX COMMUNICATIONS INC NEW CL A 22404410 705 22317 SH SHARED 02 22317 D COX COMMUNICATIONS INC NEW CL A 22404410 12640 400000 SH SHARED 04 400000 D COX COMMUNICATIONS INC NEW CL A 22404410 6 200 SH SHARED 05 200 D COX COMMUNICATIONS INC NEW CL A 22404410 812 25709 SH SHARED 06 25709 D COX COMMUNICATIONS INC NEW CL A 22404410 4951 156690 SH SHARED 10 156690 D COX COMMUNICATIONS INC NEW CL A 22404410 199 6300 SH SHARED 14 6300 D COX RADIO INC CL A 22405110 1994 93644 SH SHARED 93644 D COX RADIO INC CL A 22405110 1093 51347 SH SHARED 01 51347 D COX RADIO INC CL A 22405110 112 5263 SH SHARED 02 5263 D COX RADIO INC CL A 22405110 61 2900 SH SHARED 10 2900 D CP SHIPS LTD COM 22409V10 7610 445333 SH SHARED 226833 218500 D CP SHIPS LTD COM 22409V10 92 5439 SH SHARED 01 1118 4321 D CP SHIPS LTD COM 22409V10 9 562 SH SHR/OTHR 01 562 D CP SHIPS LTD COM 22409V10 1052 61608 SH SHARED 02 61608 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 15 900 SH SHARED 10 900 D CRAFTMADE INTL INC COM 22413E10 6608 240500 SH SHARED 01 210400 30100 D CRAFTMADE INTL INC COM 22413E10 7 279 SH SHARED 02 279 D CRAFTMADE INTL INC COM 22413E10 717 26100 SH SHARED 05 26100 D CRANE CO COM 22439910 6123 185552 SH SHARED 185552 D CRANE CO COM 22439910 2178 66026 SH SHARED 01 57521 8505 D CRANE CO COM 22439910 492 14932 SH SHR/OTHR 01 14932 D CRANE CO COM 22439910 1224 37103 SH SHARED 02 37103 D CRANE CO COM 22439910 774 23456 SH SHARED 10 23456 D CRAWFORD & CO CL B 22463310 13 2700 SH SHARED 2700 D CRAWFORD & CO CL B 22463310 182 35894 SH SHARED 02 35894 D CREATIVE COMPUTER APPLICATIO COM NEW 22490130 0 20 SH SHARED 02 20 D CRAY INC COM 22522310 356 53804 SH SHARED 53804 D CRAY INC COM 22522310 0 4 SH SHARED 01 4 D CRAY INC COM 22522310 294 44369 SH SHARED 02 44369 D CREDENCE SYS CORP NOTE 1.500% 5/1 225302AF 653 500000 PRN SHARED 02 500000 D CREDENCE SYS CORP COM 22530210 1865 157026 SH SHARED 153026 4000 D CREDENCE SYS CORP COM 22530210 573 48265 SH SHARED 01 47065 1200 D CREDENCE SYS CORP COM 22530210 38 3235 SH SHR/OTHR 01 3235 D CREDENCE SYS CORP COM 22530210 500 42137 SH SHARED 02 42137 D CREDENCE SYS CORP COM 22530210 354 29800 SH SHARED 14 29800 D CREDIT ACCEP CORP MICH COM 22531010 62 3300 SH SHARED 3300 D CREDIT ACCEP CORP MICH COM 22531010 11 600 SH SHARED 01 600 D CREDIT ACCEP CORP MICH COM 22531010 130 6893 SH SHARED 02 6893 D CREDIT ACCEP CORP MICH COM 22531010 64 3400 SH SHARED 10 3400 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 705 20263 SH SHARED 20263 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 1158 33288 SH SHARED 01 1100 32188 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 500 14374 SH SHARED 02 14374 D CREE INC COM 22544710 561 25273 SH SHARED 25273 D CREE INC COM 22544710 11976 538773 SH SHARED 01 500800 37973 D CREE INC COM 22544710 816 36717 SH SHARED 02 36717 D CREE INC COM 22544710 4190 188500 SH SHARED 10 188500 D CREO INC COM 22560610 102 10836 SH SHARED 10836 D CREO INC COM 22560610 20 2164 SH SHARED 01 2164 D CRESCENT REAL ESTATE EQUITIE COM 22575610 552 30748 SH SHARED 30748 D CRESCENT REAL ESTATE EQUITIE COM 22575610 16 894 SH SHARED 01 894 D CRESCENT REAL ESTATE EQUITIE COM 22575610 226 12630 SH SHARED 02 12630 D CRESCENT REAL ESTATE EQUITIE COM 22575610 52 2900 SH SHARED 06 1900 1000 D CRESCENT REAL ESTATE EQUITIE COM 22575610 1466 81600 SH SHARED 11 81600 D CRESCENT REAL ESTATE EQUITIE PFD CV A 6.75% 22575620 22349 978950 SH SHARED 978950 D CRIIMI MAE INC COM NEW 22660350 191 17190 SH SHARED 17190 D CRIIMI MAE INC COM NEW 22660350 16 1510 SH SHARED 01 1510 D CRIIMI MAE INC COM NEW 22660350 67 6027 SH SHARED 02 6027 D CRITICAL PATH INC COM NEW 22674V50 35 17205 SH SHARED 17205 D CROMPTON CORP COM 22711610 8190 1283852 SH SHARED 1283852 D CROMPTON CORP COM 22711610 267 41899 SH SHARED 01 41899 D CROMPTON CORP COM 22711610 61 9689 SH SHR/OTHR 01 9689 D CROMPTON CORP COM 22711610 7965 1248521 SH SHARED 02 1248521 D CROSS CTRY HEALTHCARE INC COM 22748310 768 46137 SH SHARED 46137 D CROSS CTRY HEALTHCARE INC COM 22748310 76 4600 SH SHARED 01 4600 D CROSS CTRY HEALTHCARE INC COM 22748310 293 17642 SH SHARED 02 17642 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 56 2000 SH SHR/OTHR 01 2000 D CROSS TIMBERS RTY TR TR UNIT 22757R10 0 2 SH SHARED 02 2 D CROSSTEX ENERGY INC COM 22765Y10 271 6466 SH SHARED 02 6466 D CROWN CASTLE INTL CORP COM 22822710 857 67871 SH SHARED 67871 D CROWN CASTLE INTL CORP COM 22822710 3669 290551 SH SHARED 01 290551 D CROWN CASTLE INTL CORP COM 22822710 194 15398 SH SHARED 02 14598 800 D CROWN CASTLE INTL CORP COM 22822710 928 73500 SH SHARED 06 73500 D CROWN CASTLE INTL CORP COM 22822710 21065 1667900 SH SHARED 10 1667900 D CROWN HOLDINGS INC COM 22836810 2014 216149 SH SHARED 216149 D CROWN HOLDINGS INC COM 22836810 1332 142987 SH SHARED 01 142987 D CROWN HOLDINGS INC COM 22836810 1314 141069 SH SHARED 02 141069 D CROWN HOLDINGS INC COM 22836810 13 1500 SH SHARED 10 1500 D CROWN MEDIA HLDGS INC CL A 22841110 25 3200 SH SHARED 3200 D CROWN MEDIA HLDGS INC CL A 22841110 414 51209 SH SHARED 02 51209 D CRUCELL N V SPONSORED ADR 22876910 557 66700 SH SHR/OTHR 66700 D CRUCELL N V SPONSORED ADR 22876910 56 6763 SH SHARED 6763 D CRYOLIFE INC COM 22890310 200 33715 SH SHARED 33715 D CRYOLIFE INC COM 22890310 17 3000 SH SHARED 01 3000 D CRYOLIFE INC COM 22890310 48 8110 SH SHARED 02 8110 D CRYSTALLEX INTL CORP COM 22942F10 119 39000 SH SHARED 39000 D CRYSTALLEX INTL CORP COM 22942F10 307 100000 SH SHARED 02 100000 D CRYSTALLEX INTL CORP COM 22942F10 21183 6900000 SH SHARED 10 6900000 D CTI MOLECULAR IMAGING INC COM 22943D10 91 6300 SH SHARED 6300 D CTI MOLECULAR IMAGING INC COM 22943D10 315 21640 SH SHARED 02 21640 D CUBIC CORP COM 22966910 397 15278 SH SHARED 15278 D CUBIC CORP COM 22966910 226 8700 SH SHARED 01 8700 D CUBIC CORP COM 22966910 216 8330 SH SHARED 02 8330 D CUBIST PHARMACEUTICALS INC NOTE 5.500%11/0 229678AB 3 4000 PRN SHARED 01 4000 D CUBIST PHARMACEUTICALS INC COM 22967810 441 48050 SH SHARED 48050 D CUBIST PHARMACEUTICALS INC COM 22967810 123 13412 SH SHARED 01 13412 D CUBIST PHARMACEUTICALS INC COM 22967810 232 25270 SH SHARED 02 25270 D CUBIST PHARMACEUTICALS INC COM 22967810 2464 268200 SH SHARED 04 268200 D CUBIST PHARMACEUTICALS INC COM 22967810 110 12000 SH SHARED 06 12000 D CUBIST PHARMACEUTICALS INC COM 22967810 110 12000 SH SHARED 10 12000 D CULLEN FROST BANKERS INC COM 22989910 473 11085 SH SHARED 11085 D CULLEN FROST BANKERS INC COM 22989910 924 21620 SH SHARED 01 15840 5780 D CULLEN FROST BANKERS INC COM 22989910 535 12516 SH SHARED 02 12516 D CULP INC COM 23021510 2 241 SH SHARED 241 D CULP INC COM 23021510 0 59 SH SHARED 01 59 D CUMMINS INC COM 23102110 467 8000 SH SHARED 8000 D CUMMINS INC COM 23102110 6335 108388 SH SHARED 108388 D CUMMINS INC COM 23102110 4617 78995 SH SHARED 01 37813 41182 D CUMMINS INC COM 23102110 1109 18989 SH SHARED 02 18989 D CUMMINS INC COM 23102110 1673 28632 SH SHARED 10 28632 D CUMULUS MEDIA INC CL A 23108210 934 46761 SH SHARED 46761 D CUMULUS MEDIA INC CL A 23108210 389 19498 SH SHARED 01 19498 D CUMULUS MEDIA INC CL A 23108210 594 29740 SH SHARED 02 29740 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 5079 5100000 PRN SHARED 5100000 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 8 8250 PRN SHARED 01 8250 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 398 400000 PRN SHARED 02 400000 D CURAGEN CORP COM 23126R10 698 112017 SH SHARED 112017 D CURAGEN CORP COM 23126R10 35 5682 SH SHARED 01 5682 D CURAGEN CORP COM 23126R10 131 20999 SH SHARED 02 20999 D CURAGEN CORP COM 23126R10 11 1900 SH SHARED 10 1900 D CURATIVE HEALTH SRVCS INC COM 23126W10 242 18119 SH SHARED 18119 D CURATIVE HEALTH SRVCS INC COM 23126W10 16 1241 SH SHARED 01 1241 D CURATIVE HEALTH SRVCS INC COM 23126W10 75 5664 SH SHARED 02 5664 D CURIS INC COM 23126910 170 33879 SH SHARED 33879 D CURIS INC COM 23126910 42 8401 SH SHARED 01 8401 D CURIS INC COM 23126910 112 22356 SH SHARED 02 22356 D CURTISS WRIGHT CORP COM 23156110 192 4108 SH SHARED 4108 D CURTISS WRIGHT CORP COM 23156110 56 1200 SH SHARED 01 1200 D CURTISS WRIGHT CORP COM 23156110 398 8510 SH SHARED 02 8510 D CURTISS WRIGHT CORP COM 23156110 6571 140200 SH SHARED 10 140200 D CURTISS WRIGHT CORP CL B 23156140 18 414 SH SHARED 01 414 D CURTISS WRIGHT CORP CL B 23156140 2 46 SH SHARED 02 46 D CYBERGUARD CORP COM 23191010 119 12176 SH SHARED 12176 D CYBERGUARD CORP COM 23191010 22 2275 SH SHARED 01 2275 D CYBERGUARD CORP COM 23191010 81 8299 SH SHARED 02 8299 D CYBERSOURCE CORP COM 23251J10 3 727 SH SHARED 727 D CYBERSOURCE CORP COM 23251J10 0 180 SH SHARED 01 180 D CYBERONICS INC COM 23251P10 134 5620 SH SHARED 5620 D CYBERONICS INC COM 23251P10 9 379 SH SHARED 01 379 D CYBERONICS INC COM 23251P10 235 9818 SH SHARED 02 9818 D CYBEROPTICS CORP COM 23251710 144 8000 SH SHARED 8000 D CYBEROPTICS CORP COM 23251710 22 1250 SH SHARED 01 1250 D CYBEROPTICS CORP COM 23251710 151 8387 SH SHR/OTHR 01 8387 D CYBEROPTICS CORP COM 23251710 61 3400 SH SHARED 02 3400 D CYMER INC NOTE 3.500% 2/1 232572AE 9 9000 PRN SHARED 02 9000 D CYMER INC COM 23257210 895 23195 SH SHARED 23195 D CYMER INC COM 23257210 3679 95300 SH SHARED 01 90600 4700 D CYMER INC COM 23257210 793 20550 SH SHARED 02 20550 D CYMER INC COM 23257210 1133 29347 SH SHARED 10 29347 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 635 55300 SH SHR/OTHR 55300 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 137 11975 SH SHARED 02 11975 D CYPRESS SEMICONDUCTOR CORP NOTE 3.750% 7/0 232806AF 5015 4991000 PRN SHARED 4991000 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 4813 3250000 PRN SHARED 3250000 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 6 4500 PRN SHARED 01 4500 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 5469 3693000 PRN SHARED 02 3693000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 11207 547509 SH SHARED 538109 9400 D CYPRESS SEMICONDUCTOR CORP COM 23280610 755 36915 SH SHARED 01 27815 9100 D CYPRESS SEMICONDUCTOR CORP COM 23280610 769 37601 SH SHARED 02 37601 D CYTEC INDS INC COM 23282010 53 1500 SH SHARED 1500 D CYTEC INDS INC COM 23282010 3605 101368 SH SHARED 101368 D CYTEC INDS INC COM 23282010 811 22820 SH SHARED 01 22820 D CYTEC INDS INC COM 23282010 1812 50946 SH SHARED 02 50946 D D & E COMMUNICATIONS INC COM 23286010 45 3200 SH SHARED 3200 D D & E COMMUNICATIONS INC COM 23286010 87 6207 SH SHARED 02 6207 D D & K HEALTHCARE RES INC COM 23286110 557 54372 SH SHARED 54372 D D & K HEALTHCARE RES INC COM 23286110 476 46502 SH SHARED 01 46502 D D & K HEALTHCARE RES INC COM 23286110 62 6117 SH SHARED 02 6117 D D & K HEALTHCARE RES INC COM 23286110 419 40900 SH SHARED 10 40900 D CYTYC CORP COM 23294610 2062 92708 SH SHARED 84408 8300 D CYTYC CORP COM 23294610 2615 117548 SH SHARED 01 114548 3000 D CYTYC CORP COM 23294610 22 1000 SH SHR/OTHR 01 1000 D CYTYC CORP COM 23294610 2010 90368 SH SHARED 02 90368 D CYTYC CORP COM 23294610 11743 527800 SH SHARED 10 527800 D DDI CORP COM PAR $ .001 23316230 515 50000 SH SHR/OTHR 50000 D DDI CORP COM PAR $ .001 23316230 8452 819847 SH SHARED 819847 D DDI CORP COM PAR $ .001 23316230 50 4896 SH SHARED 02 4896 D DHB INDS INC COM 23321E10 812 110200 SH SHARED 110200 D DHB INDS INC COM 23321E10 119 16154 SH SHARED 02 16154 D DJ ORTHOPEDICS INC COM 23325G10 481 18640 SH SHARED 18640 D DJ ORTHOPEDICS INC COM 23325G10 454 17563 SH SHARED 01 17563 D DJ ORTHOPEDICS INC COM 23325G10 287 11110 SH SHARED 02 11110 D DJ ORTHOPEDICS INC COM 23325G10 449 17400 SH SHARED 10 17400 D DNP SELECT INCOME FD COM 23325P10 348 30565 SH SHARED 30565 D DNP SELECT INCOME FD COM 23325P10 235 20635 SH SHARED 01 14135 6500 D DPL INC COM 23329310 12601 672073 SH SHARED 672073 D DPL INC COM 23329310 683 36477 SH SHARED 01 35465 1012 D DPL INC COM 23329310 45 2450 SH SHR/OTHR 01 2450 D DPL INC COM 23329310 2770 147766 SH SHARED 02 147766 D DPL INC COM 23329310 8598 458600 SH SHARED 10 458600 D DRS TECHNOLOGIES INC COM 23330X10 1008 36038 SH SHARED 36038 D DRS TECHNOLOGIES INC COM 23330X10 171 6144 SH SHARED 01 6144 D DRS TECHNOLOGIES INC COM 23330X10 342 12245 SH SHARED 02 12245 D DRS TECHNOLOGIES INC COM 23330X10 6105 218200 SH SHARED 10 218200 D D R HORTON INC COM 23331A10 251 7100 SH SHARED 7100 D D R HORTON INC COM 23331A10 4989 140819 SH SHARED 140819 D D R HORTON INC COM 23331A10 6680 188547 SH SHARED 01 188547 D D R HORTON INC COM 23331A10 5476 154568 SH SHARED 02 154568 D D R HORTON INC COM 23331A10 57 1627 SH SHARED 14 1627 D DSP GROUP INC COM 23332B10 344 13353 SH SHARED 13353 D DSP GROUP INC COM 23332B10 25664 994763 SH SHARED 01 943563 51200 D DSP GROUP INC COM 23332B10 418 16213 SH SHARED 02 16213 D DSP GROUP INC COM 23332B10 9647 373940 SH SHARED 10 373940 D DST SYS INC DEL COM 23332610 443 9777 SH SHARED 9777 D DST SYS INC DEL COM 23332610 1637 36100 SH SHARED 01 36100 D DST SYS INC DEL COM 23332610 6872 151545 SH SHARED 02 151545 D DST SYS INC DEL COM 23332610 29 650 SH SHARED 06 650 D DST SYS INC DEL COM 23332610 430 9500 SH SHARED 10 9500 D DTE ENERGY CO COM 23333110 218 5300 SH SHARED 5300 D DTE ENERGY CO COM 23333110 28448 691327 SH SHARED 691327 D DTE ENERGY CO COM 23333110 5831 141707 SH SHARED 01 61559 80148 D DTE ENERGY CO COM 23333110 14 359 SH SHR/OTHR 01 359 D DTE ENERGY CO COM 23333110 4286 104172 SH SHARED 02 104172 D DTE ENERGY CO COM 23333110 30 734 SH SHARED 05 200 534 D DTE ENERGY CO COM 23333110 84 2050 SH SHARED 06 2050 D DTE ENERGY CO COM 23333110 6048 146987 SH SHARED 10 146987 D DTE ENERGY CO COM 23333110 61 1500 SH SHARED 14 1500 D DADE BEHRING HLDGS INC COM 23342J20 3619 81368 SH SHARED 81368 D DADE BEHRING HLDGS INC COM 23342J20 4292 96500 SH SHARED 01 90500 2500 3500 D DADE BEHRING HLDGS INC COM 23342J20 1093 24575 SH SHARED 02 24275 300 D DADE BEHRING HLDGS INC COM 23342J20 1286 28913 SH SHARED 10 28913 D DAKTRONICS INC COM 23426410 252 11175 SH SHARED 11175 D DAKTRONICS INC COM 23426410 1854 82153 SH SHARED 01 81153 1000 D DAKTRONICS INC COM 23426410 155 6871 SH SHARED 02 6871 D DAKTRONICS INC COM 23426410 275 12200 SH SHARED 10 12200 D DANA CORP COM 23581110 7924 399024 SH SHARED 399024 D DANA CORP COM 23581110 2152 108401 SH SHARED 01 99857 8544 D DANA CORP COM 23581110 4024 202648 SH SHARED 02 202648 D DANA CORP COM 23581110 14 739 SH SHARED 05 739 D DANA CORP COM 23581110 1320 66487 SH SHARED 10 66487 D DANAHER CORP DEL COM 23585110 33584 359696 SH SHARED 358796 900 D DANAHER CORP DEL COM 23585110 6310 67585 SH SHARED 01 62380 5205 D DANAHER CORP DEL COM 23585110 37 400 SH SHR/OTHR 01 400 D DANAHER CORP DEL COM 23585110 6892 73823 SH SHARED 02 73823 D DANAHER CORP DEL COM 23585110 461 4941 SH SHARED 05 4941 D DANAHER CORP DEL COM 23585110 242 2600 SH SHARED 06 2200 400 D DANAHER CORP DEL COM 23585110 6305 67528 SH SHARED 10 67528 D DANAHER CORP DEL COM 23585110 3983 42667 SH SHARED 14 42667 D DANIELSON HLDG CORP COM 23627410 154 16582 SH SHARED 02 16582 D DARDEN RESTAURANTS INC COM 23719410 731 29500 SH SHARED 29500 D DARDEN RESTAURANTS INC COM 23719410 10703 431785 SH SHARED 431785 D DARDEN RESTAURANTS INC COM 23719410 1230 49619 SH SHARED 01 49394 225 D DARDEN RESTAURANTS INC COM 23719410 252 10200 SH SHR/OTHR 01 10200 D DARDEN RESTAURANTS INC COM 23719410 2323 93720 SH SHARED 02 93720 D DARDEN RESTAURANTS INC COM 23719410 267 10771 SH SHARED 06 10771 D DARDEN RESTAURANTS INC COM 23719410 1654 66733 SH SHARED 10 66733 D DARDEN RESTAURANTS INC COM 23719410 55 2250 SH SHARED 14 2250 D DARLING INTL INC COM 23726610 47 14000 SH SHARED 14000 D DARLING INTL INC COM 23726610 93 27407 SH SHARED 02 27407 D DASSAULT SYS S A SPONSORED ADR 23754510 396 9542 SH SHARED 9542 D DASSAULT SYS S A SPONSORED ADR 23754510 458 11022 SH SHARED 01 11022 D DASSAULT SYS S A SPONSORED ADR 23754510 1893 45533 SH SHARED 02 45533 D DATASCOPE CORP COM 23811310 877 24977 SH SHARED 24977 D DATASCOPE CORP COM 23811310 141 4023 SH SHARED 01 4023 D DATASCOPE CORP COM 23811310 178 5082 SH SHARED 02 5082 D DATASCOPE CORP COM 23811310 63 1800 SH SHARED 10 1800 D DATASTREAM SYS INC COM 23812410 124 17437 SH SHARED 17437 D DATASTREAM SYS INC COM 23812410 22 3208 SH SHARED 01 3208 D DATASTREAM SYS INC COM 23812410 60 8480 SH SHARED 02 8480 D DAVE & BUSTERS INC COM 23833N10 40 2700 SH SHARED 2700 D DAVE & BUSTERS INC COM 23833N10 91 6093 SH SHARED 02 6093 D DAVITA INC COM 23918K10 544 11400 SH SHARED 11400 D DAVITA INC COM 23918K10 3495 73207 SH SHARED 71507 1700 D DAVITA INC COM 23918K10 2521 52800 SH SHARED 01 52800 D DAVITA INC COM 23918K10 416 8713 SH SHARED 02 8713 D DEAN FOODS CO NEW COM 24237010 2331 69815 SH SHARED 69815 D DEAN FOODS CO NEW COM 24237010 14323 428856 SH SHARED 01 396201 32655 D DEAN FOODS CO NEW COM 24237010 2526 75655 SH SHARED 02 75655 D DEAN FOODS CO NEW COM 24237010 22767 681660 SH SHARED 10 681660 D DEB SHOPS INC COM 24272810 28 1100 SH SHARED 1100 D DEB SHOPS INC COM 24272810 62 2412 SH SHARED 02 2412 D DEB SHOPS INC COM 24272810 48 1890 SH SHARED 10 1890 D DEBT STRATEGIES FD INC NEW COM 24276Q10 1008 149456 SH SHARED 149456 D DEBT STRATEGIES FD INC NEW COM 24276Q10 16 2444 SH SHARED 01 2444 D DECKERS OUTDOOR CORP COM 24353710 210 8130 SH SHARED 8130 D DECKERS OUTDOOR CORP COM 24353710 5 205 SH SHARED 01 205 D DECKERS OUTDOOR CORP COM 24353710 135 5226 SH SHARED 02 5226 D DECODE GENETICS INC COM 24358610 612 57624 SH SHARED 57624 D DECODE GENETICS INC COM 24358610 88 8362 SH SHARED 01 8362 D DECODE GENETICS INC COM 24358610 288 27093 SH SHARED 02 27093 D DEERE & CO COM 24419910 41663 601112 SH SHARED 598512 2600 D DEERE & CO COM 24419910 61829 892067 SH SHARED 01 301758 8700 581609 D DEERE & CO COM 24419910 496 7160 SH SHR/OTHR 01 4460 2700 D DEERE & CO COM 24419910 7685 110891 SH SHARED 02 110891 D DEERE & CO COM 24419910 35716 515322 SH SHARED 05 380023 135299 D DEERE & CO COM 24419910 5843 84305 SH SHARED 06 65105 19200 D DEERE & CO COM 24419910 3586 51747 SH SHARED 07 51747 D DEERE & CO COM 24419910 2266 32700 SH SHARED 09 32700 D DEERE & CO COM 24419910 81926 1182025 SH SHARED 10 1182025 D DEERE & CO COM 24419910 256 3700 SH SHARED 14 3700 D DEL LABS INC COM 24509110 43 1300 SH SHARED 1300 D DEL LABS INC COM 24509110 93 2812 SH SHARED 02 2812 D DEL MONTE FOODS CO COM 24522P10 2515 223557 SH SHARED 223111 446 D DEL MONTE FOODS CO COM 24522P10 722 64189 SH SHARED 01 47876 16313 D DEL MONTE FOODS CO COM 24522P10 266 23670 SH SHR/OTHR 01 2477 21193 D DEL MONTE FOODS CO COM 24522P10 226 20155 SH SHARED 02 20155 D DEL MONTE FOODS CO COM 24522P10 14 1250 SH SHARED 14 1250 D DE RIGO S P A SPONSORED ADR 24533410 919 170000 SH SHARED 10 170000 D DELAWARE INVTS DIV & INCOME COM 24591510 4 337 SH SHARED 01 337 D DELAWARE INV GLBL DIV & INC COM 24591610 4 336 SH SHARED 01 336 D DELAWARE INV FL INS MUN INC SH BEN INT 24610T10 1 100 SH SHARED 100 D DELL INC COM 24702R10 17 509 SH SHARED 509 D DELL INC COM 24702R10 370444 11018565 SH SHARED 10499013 519552 D DELL INC COM 24702R10 110276 3280073 SH SHARED 01 2250679 14134 1015260 D DELL INC COM 24702R10 1126 33520 SH SHR/OTHR 01 13450 20070 D DELL INC COM 24702R10 41586 1236969 SH SHARED 02 1236969 D DELL INC COM 24702R10 52783 1570000 SH SHARED 04 1570000 D DELL INC COM 24702R10 35638 1060035 SH SHARED 05 760354 299681 D DELL INC COM 24702R10 4380 130292 SH SHARED 06 116092 14200 D DELL INC COM 24702R10 3653 108666 SH SHARED 07 108666 D DELL INC COM 24702R10 2013 59900 SH SHARED 09 59900 D DELL INC COM 24702R10 214035 6366311 SH SHARED 10 6366311 D DELL INC COM 24702R10 1329 39552 SH SHARED 14 39552 D DELPHI CORP COM 24712610 168 16900 SH SHARED 16900 D DELPHI CORP COM 24712610 32917 3305005 SH SHARED 3291505 13500 D DELPHI CORP COM 24712610 3650 366547 SH SHARED 01 366546 1 D DELPHI CORP COM 24712610 137 13768 SH SHR/OTHR 01 190 13578 D DELPHI CORP COM 24712610 16228 1629346 SH SHARED 02 1629346 D DELPHI CORP COM 24712610 23 2315 SH SHARED 05 419 1896 D DELPHI CORP COM 24712610 171 17200 SH SHARED 06 17200 D DELPHI CORP COM 24712610 3058 307088 SH SHARED 10 307088 D DELPHI CORP COM 24712610 526 52900 SH SHARED 14 52900 D DELPHI FINL GROUP INC CL A 24713110 260 6200 SH SHARED 6200 D DELPHI FINL GROUP INC CL A 24713110 8 195 SH SHARED 01 195 D DELPHI FINL GROUP INC CL A 24713110 544 12954 SH SHARED 02 12954 D DELPHI FINL GROUP INC CL A 24713110 37 900 SH SHARED 10 900 D DELTA & PINE LD CO COM 24735710 247 9921 SH SHARED 9921 D DELTA & PINE LD CO COM 24735710 28 1145 SH SHARED 01 1145 D DELTA & PINE LD CO COM 24735710 547 21946 SH SHARED 02 21946 D DELTA AIR LINES INC DEL NOTE 8.000% 6/0 247361YP 2960 4000000 PRN SHARED 4000000 D DELTA AIR LINES INC DEL NOTE 8.000% 6/0 247361YP 2 3000 PRN SHARED 01 3000 D DELTA AIR LINES INC DEL NOTE 8.000% 6/0 247361YP 6083 8221000 PRN SHARED 02 8221000 D DELTA AIR LINES INC DEL NOTE 2.875% 2/1 247361YR 846 1075000 PRN SHARED 1075000 D DELTA AIR LINES INC DEL NOTE 2.875% 2/1 247361YR 3 4000 PRN SHARED 01 4000 D DELTA AIR LINES INC DEL COM 24736110 131 16600 SH SHARED 16600 D DELTA AIR LINES INC DEL COM 24736110 17398 2196842 SH SHARED 2172442 24400 D DELTA AIR LINES INC DEL COM 24736110 306 38646 SH SHARED 01 38646 D DELTA AIR LINES INC DEL COM 24736110 2082 262988 SH SHARED 02 262988 D DELTA AIR LINES INC DEL COM 24736110 4 515 SH SHARED 05 515 D DELTA AIR LINES INC DEL COM 24736110 393 49730 SH SHARED 10 49730 D DELTATHREE INC COM 24783N10 54 22389 SH SHARED 22389 D DELTIC TIMBER CORP COM 24785010 326 9190 SH SHARED 9190 D DELTIC TIMBER CORP COM 24785010 971 27368 SH SHARED 01 8797 18571 D DELTIC TIMBER CORP COM 24785010 1862 52499 SH SHR/OTHR 01 52499 D DELTIC TIMBER CORP COM 24785010 167 4734 SH SHARED 02 4734 D DELTA PETE CORP COM NEW 24790720 153 14305 SH SHARED 14305 D DELTA PETE CORP COM NEW 24790720 6 609 SH SHARED 01 609 D DELTA PETE CORP COM NEW 24790720 148 13781 SH SHARED 02 13781 D DELTA PETE CORP COM NEW 24790720 9907 921600 SH SHARED 10 921600 D DENBURY RES INC COM NEW 24791620 710 42165 SH SHARED 42165 D DENBURY RES INC COM NEW 24791620 1121 66545 SH SHARED 01 66545 D DENBURY RES INC COM NEW 24791620 624 37050 SH SHARED 02 37050 D DENBURY RES INC COM NEW 24791620 10785 639700 SH SHARED 10 639700 D DELTA FINANCIAL CORP COM 24791810 44 5300 SH SHR/OTHR 01 5300 D DELUXE CORP COM 24801910 152 3800 SH SHARED 3800 D DELUXE CORP COM 24801910 13990 348895 SH SHARED 348895 D DELUXE CORP COM 24801910 937 23379 SH SHARED 01 21626 1753 D DELUXE CORP COM 24801910 1412 35223 SH SHARED 02 35223 D DELUXE CORP COM 24801910 1038 25892 SH SHARED 10 25892 D DENDREON CORP COM 24823Q10 305 22955 SH SHARED 22955 D DENDREON CORP COM 24823Q10 75 5644 SH SHARED 01 5644 D DENDREON CORP COM 24823Q10 990 74436 SH SHARED 02 74436 D DENDRITE INTL INC COM 24823910 124 7800 SH SHARED 7800 D DENDRITE INTL INC COM 24823910 415 25960 SH SHARED 02 25960 D DENTSPLY INTL INC NEW COM 24903010 57 1300 SH SHARED 1300 D DENTSPLY INTL INC NEW COM 24903010 5331 120266 SH SHARED 120266 D DENTSPLY INTL INC NEW COM 24903010 2309 52095 SH SHARED 01 52095 D DENTSPLY INTL INC NEW COM 24903010 1676 37828 SH SHARED 02 37828 D DEPARTMENT 56 INC COM 24950910 140 9500 SH SHARED 9500 D DEPARTMENT 56 INC COM 24950910 138 9399 SH SHARED 02 9399 D DESCARTES SYS GROUP INC COM 24990610 155 67350 SH SHARED 67350 D DESCARTES SYS GROUP INC COM 24990610 31 13450 SH SHARED 01 13450 D DEPOMED INC COM 24990810 0 35 SH SHARED 35 D DEPOMED INC COM 24990810 146 18657 SH SHARED 02 18657 D DESC S A DE C V SPON ADR C 25030910 51 7588 SH SHARED 02 7588 D DESWELL INDS INC COM 25063910 71 2650 SH SHARED 2650 D DEUTSCHE BK AG N Y BRH NOTE 0.250%11/1 251526BF 0 12000000 SH SHARED 12000000 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 10371 574902 SH SHARED 574902 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 968 53701 SH SHARED 01 53701 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 6365 352837 SH SHARED 02 352837 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 422 10447 SH SHARED 10447 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1038 25700 SH SHARED 01 15700 10000 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 292 7238 SH SHARED 02 7238 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 14891 368600 SH SHARED 10 368600 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 131344 3251105 SH SHARED 11 3251105 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 88 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 6606 6402000 PRN SHARED 6402000 D DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB 619 600000 PRN SHARED 06 600000 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 38227 69127000 PRN SHARED 69127000 D DEVON ENERGY CORP NEW COM 25179M10 44352 762732 SH SHARED 735962 26770 D DEVON ENERGY CORP NEW COM 25179M10 29431 506127 SH SHARED 01 226472 279655 D DEVON ENERGY CORP NEW COM 25179M10 122 2100 SH SHR/OTHR 01 2100 D DEVON ENERGY CORP NEW COM 25179M10 9176 157800 SH SHARED 02 157800 D DEVON ENERGY CORP NEW COM 25179M10 9129 157000 SH SHARED 03 132400 24600 D DEVON ENERGY CORP NEW COM 25179M10 4652 80000 SH SHARED 04 80000 D DEVON ENERGY CORP NEW COM 25179M10 13520 232514 SH SHARED 05 217700 14814 D DEVON ENERGY CORP NEW COM 25179M10 3901 67100 SH SHARED 06 66900 200 D DEVON ENERGY CORP NEW COM 25179M10 1570 27000 SH SHARED 07 27000 D DEVON ENERGY CORP NEW COM 25179M10 1040 17900 SH SHARED 09 17900 D DEVON ENERGY CORP NEW COM 25179M10 128160 2203970 SH SHARED 10 2203970 D DEVON ENERGY CORP NEW COM 25179M10 98 1692 SH SHARED 14 1692 D DEVRY INC DEL COM 25189310 1175 38994 SH SHARED 38994 D DEVRY INC DEL COM 25189310 786 26100 SH SHARED 01 21100 5000 D DEVRY INC DEL COM 25189310 596 19784 SH SHARED 02 19684 100 D DIAGEO P L C SPON ADR NEW 25243Q20 10421 197078 SH SHARED 197078 D DIAGEO P L C SPON ADR NEW 25243Q20 733 13863 SH SHARED 01 11218 2645 D DIAGEO P L C SPON ADR NEW 25243Q20 333 6300 SH SHARED 02 6300 D DIAGEO P L C SPON ADR NEW 25243Q20 3928 74300 SH SHARED 10 74300 D DIAGNOSTIC PRODS CORP COM 25245010 223 5168 SH SHARED 5168 D DIAGNOSTIC PRODS CORP COM 25245010 382 8832 SH SHARED 01 8832 D DIAGNOSTIC PRODS CORP COM 25245010 441 10188 SH SHARED 02 10188 D DIAL CORP NEW COM 25247D10 0 49 SH SHARED 49 D DIAL CORP NEW COM 25247D10 0 1 SH SHARED 01 1 D DIAL CORP NEW COM 25247D10 0 1103 SH SHR/OTHR 01 1103 D DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC 28030 48328000 PRN SHARED 48328000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 59575 62252000 PRN SHARED 62252000 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 4456 4657000 PRN SHARED 02 4657000 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 6728 278146 SH SHARED 252946 25200 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 94 3924 SH SHARED 01 3574 350 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 2790 115367 SH SHARED 02 115367 D DIAMONDCLUSTER INTL INC COM 25278P10 253 26230 SH SHARED 26230 D DIAMONDCLUSTER INTL INC COM 25278P10 65 6750 SH SHARED 01 2750 4000 D DIAMONDCLUSTER INTL INC COM 25278P10 180 18702 SH SHARED 02 18702 D DIAMONDS TR UNIT SER 1 25278710 32518 312915 SH SHARED 307600 5315 D DIAMONDS TR UNIT SER 1 25278710 500 4812 SH SHARED 01 2400 2412 D DIAMONDS TR UNIT SER 1 25278710 468 4505 SH SHR/OTHR 01 4505 D DIAMONDS TR UNIT SER 1 25278710 7859 75632 SH SHARED 02 75632 D DIAMONDS TR UNIT SER 1 25278710 467 4500 SH SHARED 04 4500 D DICKS SPORTING GOODS INC COM 25339310 680 11710 SH SHARED 11710 D DICKS SPORTING GOODS INC COM 25339310 5 99 SH SHARED 01 99 D DICKS SPORTING GOODS INC COM 25339310 418 7199 SH SHARED 02 7199 D DIEBOLD INC COM 25365110 105 2200 SH SHARED 2200 D DIEBOLD INC COM 25365110 1129 23472 SH SHARED 23472 D DIEBOLD INC COM 25365110 2716 56448 SH SHARED 01 52808 3640 D DIEBOLD INC COM 25365110 125 2598 SH SHR/OTHR 01 2598 D DIEBOLD INC COM 25365110 1125 23384 SH SHARED 02 23384 D DIEBOLD INC COM 25365110 97 2027 SH SHARED 06 2027 D DIEBOLD INC COM 25365110 6679 138800 SH SHARED 10 138800 D DIGENE CORP COM 25375210 223 6511 SH SHARED 6511 D DIGENE CORP COM 25375210 5500 160000 SH SHARED 01 155675 4100 225 D DIGENE CORP COM 25375210 116 3375 SH SHR/OTHR 01 3375 D DIGENE CORP COM 25375210 364 10595 SH SHARED 02 10595 D DIGENE CORP COM 25375210 687 20000 SH SHARED 04 20000 D DIGENE CORP COM 25375210 7824 227600 SH SHARED 10 227600 D DIGI INTL INC COM 25379810 110 11182 SH SHARED 02 11182 D DIGIMARC CORP COM 25380710 128 10406 SH SHARED 10406 D DIGIMARC CORP COM 25380710 22 1800 SH SHARED 01 1800 D DIGIMARC CORP COM 25380710 125 10129 SH SHARED 02 10129 D DIGITAL ANGEL CORP COM 25383010 21 5900 SH SHARED 5900 D DIGITAL IMPACT INC DEL COM 25385G10 42 16193 SH SHARED 16193 D DIGITAL INSIGHT CORP COM 25385P10 877 42330 SH SHARED 42330 D DIGITAL INSIGHT CORP COM 25385P10 1557 75177 SH SHARED 01 75177 D DIGITAL INSIGHT CORP COM 25385P10 521 25156 SH SHARED 02 25156 D DIGITAL INSIGHT CORP COM 25385P10 414 20000 SH SHARED 04 20000 D DIGITAL INSIGHT CORP COM 25385P10 261 12630 SH SHARED 10 12630 D DIGITAL LIGHTWAVE INC COM 25385510 238 100674 SH SHARED 100674 D DIGITAL LIGHTWAVE INC COM 25385510 13 5893 SH SHARED 01 5893 D DIGITAL RIV INC COM 25388B10 599 25528 SH SHARED 25528 D DIGITAL RIV INC COM 25388B10 427 18200 SH SHARED 01 18200 D DIGITAL RIV INC COM 25388B10 372 15859 SH SHARED 02 15859 D DIGITAL RIV INC COM 25388B10 2115 90000 SH SHARED 04 90000 D DIGITAL RIV INC COM 25388B10 18 800 SH SHARED 10 800 D DIGITAS INC COM 25388K10 217 21112 SH SHARED 21112 D DIGITAS INC COM 25388K10 12617 1226183 SH SHARED 01 678083 548100 D DIGITAS INC COM 25388K10 473 45984 SH SHARED 02 45984 D DIGITAS INC COM 25388K10 733 71300 SH SHARED 05 71300 D DIGITALTHINK INC COM 25388M10 4003 1689087 SH SHARED 1689087 D DIGITALTHINK INC COM 25388M10 28 11967 SH SHARED 01 11967 D DIGITALTHINK INC COM 25388M10 46 19671 SH SHARED 02 19671 D DIGITALNET HLDGS INC COM 25389B10 343 16844 SH SHARED 02 16844 D DIGITAL THEATER SYS INC COM 25389G10 111 4374 SH SHARED 4374 D DIGITAL THEATER SYS INC COM 25389G10 1745 68175 SH SHARED 01 60000 7700 475 D DIGITAL THEATER SYS INC COM 25389G10 33 1318 SH SHR/OTHR 01 1318 D DIGITAL THEATER SYS INC COM 25389G10 228 8925 SH SHARED 02 8925 D DIGITAL THEATER SYS INC COM 25389G10 9587 374500 SH SHARED 10 374500 D DIGITAL GENERATION SYS INC COM 25392110 12 8300 SH SHARED 8300 D DIGITAL GENERATION SYS INC COM 25392110 21 14162 SH SHARED 02 14162 D DIME CMNTY BANCSHARES COM 25392210 285 14015 SH SHARED 14015 D DIME CMNTY BANCSHARES COM 25392210 6490 318936 SH SHARED 01 288111 30825 D DIME CMNTY BANCSHARES COM 25392210 13 675 SH SHR/OTHR 01 675 D DIME CMNTY BANCSHARES COM 25392210 346 17022 SH SHARED 02 17022 D DIME CMNTY BANCSHARES COM 25392210 393 19350 SH SHARED 05 19350 D DIME CMNTY BANCSHARES COM 25392210 142 6998 SH SHARED 10 6998 D DILLARDS INC CL A 25406710 10759 561566 SH SHARED 561566 D DILLARDS INC CL A 25406710 249 13001 SH SHARED 01 13001 D DILLARDS INC CL A 25406710 7214 376537 SH SHARED 02 375200 1337 D DILLARDS INC CL A 25406710 614 32061 SH SHARED 10 32061 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 731 4062038 SH SHARED 4062038 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 4 22639 SH SHARED 01 21939 700 D DIMON INC COM 25439410 75 10607 SH SHARED 10607 D DIMON INC COM 25439410 143 20244 SH SHARED 02 20244 D DIODES INC COM 25454310 310 14272 SH SHARED 14272 D DIODES INC COM 25454310 337 15501 SH SHARED 01 15501 D DIODES INC COM 25454310 87 4035 SH SHARED 02 4035 D DIODES INC COM 25454310 87 4000 SH SHARED 10 4000 D DIONEX CORP COM 25454610 268 5093 SH SHARED 5093 D DIONEX CORP COM 25454610 2363 44785 SH SHARED 01 44785 D DIONEX CORP COM 25454610 517 9810 SH SHARED 02 9810 D DIONEX CORP COM 25454610 84 1600 SH SHARED 10 1600 D DIRECT GEN CORP COM 25456W20 363 10042 SH SHARED 10042 D DIRECT GEN CORP COM 25456W20 11419 315447 SH SHARED 01 298247 17200 D DIRECT GEN CORP COM 25456W20 555 15336 SH SHARED 02 15336 D DIRECT GEN CORP COM 25456W20 4148 114600 SH SHARED 10 114600 D DISCOVERY LABORATORIES INC N COM 25466810 349 28800 SH SHR/OTHR 28800 D DISCOVERY LABORATORIES INC N COM 25466810 115 9500 SH SHARED 9500 D DISCOVERY LABORATORIES INC N COM 25466810 1033 85300 SH SHARED 01 67200 18100 D DISCOVERY LABORATORIES INC N COM 25466810 391 32299 SH SHARED 02 32299 D DISCOVERY LABORATORIES INC N COM 25466810 2208 182200 SH SHARED 10 182200 D DISCOVERY PARTNERS INTL INC COM 25467510 11 1819 SH SHARED 1819 D DISCOVERY PARTNERS INTL INC COM 25467510 2 451 SH SHARED 01 451 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 15470 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 552 500000 PRN SHARED 06 500000 D DISNEY WALT CO COM DISNEY 25468710 999 40000 SH SHR/OTHR 40000 D DISNEY WALT CO COM DISNEY 25468710 187030 7484211 SH SHARED 7178655 305556 D DISNEY WALT CO COM DISNEY 25468710 26988 1079971 SH SHARED 01 625040 454931 D DISNEY WALT CO COM DISNEY 25468710 11065 442797 SH SHR/OTHR 01 22310 420487 D DISNEY WALT CO COM DISNEY 25468710 44696 1788590 SH SHARED 02 1788590 D DISNEY WALT CO COM DISNEY 25468710 1516 60700 SH SHARED 03 9600 51100 D DISNEY WALT CO COM DISNEY 25468710 151626 6067500 SH SHARED 04 6067500 D DISNEY WALT CO COM DISNEY 25468710 1594 63813 SH SHARED 05 39700 24113 D DISNEY WALT CO COM DISNEY 25468710 4294 171835 SH SHARED 06 168135 3700 D DISNEY WALT CO COM DISNEY 25468710 92 3700 SH SHARED 07 3700 D DISNEY WALT CO COM DISNEY 25468710 26960 1078868 SH SHARED 10 1078868 D DISNEY WALT CO COM DISNEY 25468710 2187 87525 SH SHARED 14 87525 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 51 2966 SH SHARED 2966 D DITECH COMMUNICATIONS CORP COM 25500M10 142 8534 SH SHARED 8534 D DITECH COMMUNICATIONS CORP COM 25500M10 2288 137280 SH SHARED 01 137280 D DITECH COMMUNICATIONS CORP COM 25500M10 378 22682 SH SHARED 02 22682 D DITECH COMMUNICATIONS CORP COM 25500M10 1862 111700 SH SHARED 10 111700 D DIVERSA CORP COM 25506410 43 4900 SH SHARED 4900 D DIVERSA CORP COM 25506410 210 23599 SH SHARED 02 23599 D DIXIE GROUP INC CL A 25551910 248 22689 SH SHARED 22689 D DIXIE GROUP INC CL A 25551910 61 5625 SH SHARED 01 5625 D DOCUCORP INTL INC COM 25591110 114 9737 SH SHARED 9737 D DOCUCORP INTL INC COM 25591110 2335 198914 SH SHARED 01 172114 26800 D DOCUCORP INTL INC COM 25591110 51 4400 SH SHARED 02 4400 D DOCUCORP INTL INC COM 25591110 241 20600 SH SHARED 05 20600 D DOBSON COMMUNICATIONS CORP CL A 25606910 164 56848 SH SHARED 56848 D DOBSON COMMUNICATIONS CORP CL A 25606910 49 17170 SH SHARED 01 17170 D DOBSON COMMUNICATIONS CORP CL A 25606910 245 85048 SH SHARED 02 85048 D DOBSON COMMUNICATIONS CORP CL A 25606910 131 45400 SH SHARED 10 45400 D DR REDDYS LABS LTD ADR 25613520 878 36694 SH SHARED 36694 D DR REDDYS LABS LTD ADR 25613520 39 1636 SH SHARED 01 1636 D DR REDDYS LABS LTD ADR 25613520 3 139 SH SHARED 02 139 D DR REDDYS LABS LTD ADR 25613520 5922 247300 SH SHARED 04 247300 D DR REDDYS LABS LTD ADR 25613520 2395 100000 SH SHARED 06 100000 D DR REDDYS LABS LTD ADR 25613520 83 3500 SH SHARED 14 3500 D DOCUMENT SCIENCES CORP COM 25614R10 28 5566 SH SHARED 01 5566 D DOLLAR GEN CORP COM 25666910 16541 861522 SH SHARED 844040 17482 D DOLLAR GEN CORP COM 25666910 16729 871332 SH SHARED 01 55267 816065 D DOLLAR GEN CORP COM 25666910 6025 313809 SH SHARED 02 313809 D DOLLAR GEN CORP COM 25666910 2880 150000 SH SHARED 04 150000 D DOLLAR GEN CORP COM 25666910 12962 675105 SH SHARED 05 645200 29905 D DOLLAR GEN CORP COM 25666910 251 13078 SH SHARED 06 13078 D DOLLAR GEN CORP COM 25666910 1624 84600 SH SHARED 07 84600 D DOLLAR GEN CORP COM 25666910 1071 55800 SH SHARED 09 55800 D DOLLAR GEN CORP COM 25666910 36063 1878294 SH SHARED 10 1878294 D DOLLAR GEN CORP COM 25666910 38 2000 SH SHARED 14 2000 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 757 29957 SH SHARED 29957 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 2962 117219 SH SHARED 01 117219 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 404 15990 SH SHARED 02 15990 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 2150 85100 SH SHARED 10 85100 D DOLLAR TREE STORES INC COM 25674710 13140 425822 SH SHARED 395822 30000 D DOLLAR TREE STORES INC COM 25674710 3716 120431 SH SHARED 01 114237 6194 D DOLLAR TREE STORES INC COM 25674710 29 969 SH SHR/OTHR 01 969 D DOLLAR TREE STORES INC COM 25674710 2761 89487 SH SHARED 02 89487 D DOLLAR TREE STORES INC COM 25674710 5091 165000 SH SHARED 04 165000 D DOLLAR TREE STORES INC COM 25674710 2200 71300 SH SHARED 06 71300 D DOMINION HOMES INC COM 25738610 77 2042 SH SHARED 2042 D DOMINION HOMES INC COM 25738610 71 1884 SH SHARED 02 1884 D DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q10 4 161 SH SHARED 161 D DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q10 1 39 SH SHARED 01 39 D DOMINION RES INC VA NEW COM 25746U10 139675 2172244 SH SHARED 2172244 D DOMINION RES INC VA NEW COM 25746U10 10243 159310 SH SHARED 01 121664 37646 D DOMINION RES INC VA NEW COM 25746U10 4045 62920 SH SHR/OTHR 01 13861 49059 D DOMINION RES INC VA NEW COM 25746U10 9381 145904 SH SHARED 02 145904 D DOMINION RES INC VA NEW COM 25746U10 700 10900 SH SHARED 03 10900 D DOMINION RES INC VA NEW COM 25746U10 872 13568 SH SHARED 05 9321 4247 D DOMINION RES INC VA NEW COM 25746U10 467 7270 SH SHARED 06 6370 900 D DOMINION RES INC VA NEW COM 25746U10 64 1000 SH SHARED 07 1000 D DOMINION RES INC VA NEW COM 25746U10 9024 140357 SH SHARED 10 140357 D DOMINION RES INC VA NEW COM 25746U10 135 2100 SH SHARED 14 2100 D DOMTAR INC COM 25756110 4649 387105 SH SHARED 383179 3926 D DOMTAR INC COM 25756110 82 6843 SH SHARED 01 6843 D DOMTAR INC COM 25756110 1332 110909 SH SHARED 02 110909 D DOMTAR INC COM 25756110 396 33000 SH SHARED 05 33000 D DOMTAR INC COM 25756110 20 1700 SH SHARED 10 1700 D DOMTAR INC COM 25756110 27 2300 SH SHARED 14 2300 D DONALDSON INC COM 25765110 20019 754595 SH SHARED 754595 D DONALDSON INC COM 25765110 1728 65149 SH SHARED 01 65149 D DONALDSON INC COM 25765110 686 25862 SH SHARED 02 25862 D DONEGAL GROUP INC CL A 25770120 18 900 SH SHARED 900 D DONEGAL GROUP INC CL A 25770120 5741 286500 SH SHARED 01 241500 45000 D DONEGAL GROUP INC CL A 25770120 122 6118 SH SHARED 02 6118 D DONEGAL GROUP INC CL A 25770120 801 40000 SH SHARED 05 40000 D DONNELLEY R R & SONS CO COM 25786710 517 17100 SH SHARED 17100 D DONNELLEY R R & SONS CO COM 25786710 14600 482652 SH SHARED 482652 D DONNELLEY R R & SONS CO COM 25786710 2727 90179 SH SHARED 01 72379 17800 D DONNELLEY R R & SONS CO COM 25786710 138 4566 SH SHR/OTHR 01 4566 D DONNELLEY R R & SONS CO COM 25786710 4507 149016 SH SHARED 02 149016 D DONNELLEY R R & SONS CO COM 25786710 20 680 SH SHARED 05 200 480 D DONNELLEY R R & SONS CO COM 25786710 27 900 SH SHARED 06 900 D DONNELLEY R R & SONS CO COM 25786710 2370 78361 SH SHARED 10 78361 D DONNELLEY R R & SONS CO COM 25786710 45 1500 SH SHARED 14 1500 D DORAL FINL CORP COM 25811P10 214 6100 SH SHARED 6100 D DORAL FINL CORP COM 25811P10 41938 1191427 SH SHARED 621477 569950 D DORAL FINL CORP COM 25811P10 2519 71587 SH SHARED 01 70087 1500 D DORAL FINL CORP COM 25811P10 602 17105 SH SHARED 02 17005 100 D DOT HILL SYS CORP COM 25848T10 2255 224679 SH SHARED 224679 D DOT HILL SYS CORP COM 25848T10 278 27721 SH SHARED 01 27721 D DOT HILL SYS CORP COM 25848T10 328 32725 SH SHARED 02 32725 D DOT HILL SYS CORP COM 25848T10 175 17500 SH SHARED 10 17500 D DOUBLECLICK INC COM 25860930 2490 221366 SH SHARED 221366 D DOUBLECLICK INC COM 25860930 113 10125 SH SHARED 01 10045 80 D DOUBLECLICK INC COM 25860930 324 28882 SH SHARED 02 28882 D DOV PHARMACEUTICAL INC COM 25985810 876 56500 SH SHR/OTHR 56500 D DOV PHARMACEUTICAL INC COM 25985810 49 3200 SH SHARED 3200 D DOV PHARMACEUTICAL INC COM 25985810 125 8099 SH SHARED 02 8099 D DOV PHARMACEUTICAL INC COM 25985810 13929 897500 SH SHARED 04 897500 D DOV PHARMACEUTICAL INC COM 25985810 333 21500 SH SHARED 06 21500 D DOV PHARMACEUTICAL INC COM 25985810 333 21500 SH SHARED 10 21500 D DOV PHARMACEUTICAL INC COM 25985810 148 9600 SH SHARED 14 9600 D DOVER CORP COM 26000310 19285 497437 SH SHARED 497437 D DOVER CORP COM 26000310 13937 359493 SH SHARED 01 47345 312148 D DOVER CORP COM 26000310 2204 56855 SH SHR/OTHR 01 56855 D DOVER CORP COM 26000310 4085 105374 SH SHARED 02 105374 D DOVER CORP COM 26000310 57 1490 SH SHARED 05 300 1190 D DOVER CORP COM 26000310 108 2800 SH SHARED 06 1800 1000 D DOVER CORP COM 26000310 3503 90377 SH SHARED 10 90377 D DOVER CORP COM 26000310 1845 47607 SH SHARED 14 47607 D DOVER DOWNS GAMING & ENTMT I COM 26009510 22 2100 SH SHARED 2100 D DOVER DOWNS GAMING & ENTMT I COM 26009510 47 4435 SH SHARED 02 4435 D DOVER MOTORSPORTS INC COM 26017410 28 7528 SH SHARED 7528 D DOVER MOTORSPORTS INC COM 26017410 3 899 SH SHARED 01 899 D DOVER MOTORSPORTS INC COM 26017410 27 7060 SH SHARED 02 7060 D DOW CHEM CO COM 26054310 142087 3527503 SH SHARED 3423193 104310 D DOW CHEM CO COM 26054310 73890 1834426 SH SHARED 01 1452229 382197 D DOW CHEM CO COM 26054310 5719 141996 SH SHR/OTHR 01 12616 129380 D DOW CHEM CO COM 26054310 23953 594675 SH SHARED 02 594675 D DOW CHEM CO COM 26054310 18958 470680 SH SHARED 03 422780 47900 D DOW CHEM CO COM 26054310 10509 260900 SH SHARED 04 260900 D DOW CHEM CO COM 26054310 9930 246526 SH SHARED 05 148605 97921 D DOW CHEM CO COM 26054310 967 24023 SH SHARED 06 22123 1900 D DOW CHEM CO COM 26054310 495 12300 SH SHARED 07 12300 D DOW CHEM CO COM 26054310 46463 1153510 SH SHARED 10 1153510 D DOW CHEM CO COM 26054310 273 6790 SH SHARED 14 6790 D DOW JONES & CO INC COM 26056110 10479 218737 SH SHARED 218737 D DOW JONES & CO INC COM 26056110 2725 56895 SH SHARED 01 14479 42416 D DOW JONES & CO INC COM 26056110 38 800 SH SHR/OTHR 01 800 D DOW JONES & CO INC COM 26056110 2656 55441 SH SHARED 02 55441 D DOW JONES & CO INC COM 26056110 1772 37000 SH SHARED 04 37000 D DOW JONES & CO INC COM 26056110 35 745 SH SHARED 05 745 D DOW JONES & CO INC COM 26056110 19 400 SH SHARED 06 400 D DOW JONES & CO INC COM 26056110 1783 37228 SH SHARED 10 37228 D DOW JONES & CO INC COM 26056110 52 1100 SH SHARED 14 1100 D DOWNEY FINL CORP COM 26101810 163 3100 SH SHARED 3100 D DOWNEY FINL CORP COM 26101810 240 4541 SH SHARED 4541 D DOWNEY FINL CORP COM 26101810 13 261 SH SHARED 01 261 D DOWNEY FINL CORP COM 26101810 299 5656 SH SHARED 02 5656 D DRESS BARN INC COM 26157010 85 4900 SH SHARED 4900 D DRESS BARN INC COM 26157010 436 24900 SH SHARED 01 24900 D DRESS BARN INC COM 26157010 165 9424 SH SHARED 02 9424 D DRESS BARN INC COM 26157010 4500 256600 SH SHARED 10 256600 D DREW INDS INC COM NEW 26168L20 63 1800 SH SHARED 1800 D DREW INDS INC COM NEW 26168L20 28 800 SH SHARED 01 800 D DREW INDS INC COM NEW 26168L20 119 3414 SH SHARED 02 3414 D DREXLER TECHNOLOGY CORP COM 26187610 533 40052 SH SHARED 40052 D DREXLER TECHNOLOGY CORP COM 26187610 54 4110 SH SHARED 01 4110 D DREXLER TECHNOLOGY CORP COM 26187610 55 4203 SH SHARED 02 4203 D DREYERS GRAND ICE CREAM HL I COM A CALL PUT 26187710 15667 198000 SH SHARED 28000 170000 D DREYERS GRAND ICE CREAM HL I COM A CALL PUT 26187710 47 600 SH SHARED 01 600 D DREYERS GRAND ICE CREAM HL I COM A CALL PUT 26187710 551 6970 SH SHARED 02 6970 D DREYFUS STRATEGIC MUNS INC COM 26193210 148 15500 SH SHARED 01 15500 D DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S10 136 24888 SH SHARED 24888 D DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S10 6 1212 SH SHARED 01 1212 D DRIL-QUIP INC COM 26203710 133 8131 SH SHARED 8131 D DRIL-QUIP INC COM 26203710 2125 129269 SH SHARED 01 112869 16400 D DRIL-QUIP INC COM 26203710 96 5871 SH SHARED 02 5871 D DRIL-QUIP INC COM 26203710 223 13600 SH SHARED 05 13600 D DRUGSTORE COM INC COM 26224110 634 117941 SH SHARED 117941 D DRUGSTORE COM INC COM 26224110 230 42800 SH SHARED 01 42800 D DRUGSTORE COM INC COM 26224110 831 154520 SH SHARED 02 154520 D DRUGSTORE COM INC COM 26224110 140 26100 SH SHARED 10 26100 D DSL NET INC COM 26250610 14 29200 SH SHARED 29200 D DU PONT E I DE NEMOURS & CO COM 26353410 309835 7338597 SH SHARED 7275077 63520 D DU PONT E I DE NEMOURS & CO COM 26353410 61466 1455870 SH SHARED 01 569015 886855 D DU PONT E I DE NEMOURS & CO COM 26353410 12653 299704 SH SHR/OTHR 01 31566 268138 D DU PONT E I DE NEMOURS & CO COM 26353410 23004 544862 SH SHARED 02 544862 D DU PONT E I DE NEMOURS & CO COM 26353410 2423 57400 SH SHARED 03 4200 53200 D DU PONT E I DE NEMOURS & CO COM 26353410 6333 150000 SH SHARED 04 150000 D DU PONT E I DE NEMOURS & CO COM 26353410 18957 449019 SH SHARED 05 414604 34415 D DU PONT E I DE NEMOURS & CO COM 26353410 982 23274 SH SHARED 06 21574 1700 D DU PONT E I DE NEMOURS & CO COM 26353410 2081 49302 SH SHARED 07 49302 D DU PONT E I DE NEMOURS & CO COM 26353410 1363 32300 SH SHARED 09 32300 D DU PONT E I DE NEMOURS & CO COM 26353410 78853 1867670 SH SHARED 10 1867670 D DU PONT E I DE NEMOURS & CO COM 26353410 437 10351 SH SHARED 14 10351 D DUANE READE INC NOTE 2.148% 4/1 263578AC 3940 6938000 PRN SHARED 6938000 D DUANE READE INC COM 26357810 720 42507 SH SHARED 42507 D DUANE READE INC COM 26357810 96 5693 SH SHARED 01 5693 D DUANE READE INC COM 26357810 187 11044 SH SHARED 02 11044 D DUCOMMUN INC DEL COM 26414710 58 2502 SH SHARED 2502 D DUCOMMUN INC DEL COM 26414710 4 198 SH SHARED 01 198 D DUCOMMUN INC DEL COM 26414710 115 4932 SH SHARED 02 4932 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 10 9400 PRN SHARED 01 9400 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 80 75000 PRN SHARED 02 75000 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 3228 3000000 PRN SHARED 06 3000000 D DUKE ENERGY CORP COM 26439910 164829 7293354 SH SHARED 7250954 42400 D DUKE ENERGY CORP COM 26439910 9467 418909 SH SHARED 01 181534 237375 D DUKE ENERGY CORP COM 26439910 1401 61991 SH SHR/OTHR 01 700 61291 D DUKE ENERGY CORP COM 26439910 12985 574579 SH SHARED 02 574579 D DUKE ENERGY CORP COM 26439910 1676 74200 SH SHARED 03 16200 58000 D DUKE ENERGY CORP COM 26439910 15820 700000 SH SHARED 04 700000 D DUKE ENERGY CORP COM 26439910 513 22705 SH SHARED 05 18500 4205 D DUKE ENERGY CORP COM 26439910 371 16430 SH SHARED 06 14830 1600 D DUKE ENERGY CORP COM 26439910 8639 382257 SH SHARED 10 382257 D DUKE ENERGY CORP COM 26439910 586 25967 SH SHARED 14 25967 D DUKE REALTY CORP COM NEW 26441150 879 25342 SH SHARED 25342 D DUKE REALTY CORP COM NEW 26441150 5021 144626 SH SHARED 01 58976 85650 D DUKE REALTY CORP COM NEW 26441150 208 6000 SH SHR/OTHR 01 6000 D DUKE REALTY CORP COM NEW 26441150 449 12938 SH SHARED 02 12938 D DUKE REALTY CORP COM NEW 26441150 20759 597901 SH SHARED 11 597901 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2109 39428 SH SHARED 39428 D DUN & BRADSTREET CORP DEL NE COM 26483E10 4112 76869 SH SHARED 01 67527 9342 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2811 52542 SH SHR/OTHR 01 800 51742 D DUN & BRADSTREET CORP DEL NE COM 26483E10 1115 20851 SH SHARED 02 20751 100 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2669 49900 SH SHARED 10 49900 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 43 3300 SH SHARED 3300 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 117 8955 SH SHARED 8955 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 1759 133707 SH SHARED 01 133707 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 99 7576 SH SHARED 02 7576 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 1448 110100 SH SHARED 10 110100 D DUPONT PHOTOMASKS INC NOTE 7/2 26613XAC 25288 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 563 500000 PRN SHARED 02 500000 D DUPONT PHOTOMASKS INC COM 26613X10 138 5950 SH SHARED 5950 D DUPONT PHOTOMASKS INC COM 26613X10 140 6025 SH SHARED 01 5600 425 D DUPONT PHOTOMASKS INC COM 26613X10 26 1124 SH SHR/OTHR 01 1124 D DUPONT PHOTOMASKS INC COM 26613X10 284 12236 SH SHARED 02 12236 D DUQUESNE LT HLDGS INC COM 26623310 8440 432821 SH SHARED 432821 D DUQUESNE LT HLDGS INC COM 26623310 329 16894 SH SHARED 01 16600 294 D DUQUESNE LT HLDGS INC COM 26623310 14 750 SH SHR/OTHR 01 750 D DUQUESNE LT HLDGS INC COM 26623310 542 27806 SH SHARED 02 27806 D DURATEK INC COM 26658Q10 75 4710 SH SHARED 4710 D DURATEK INC COM 26658Q10 10 671 SH SHARED 01 671 D DURATEK INC COM 26658Q10 126 7960 SH SHARED 02 7960 D DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 26659730 351 100000 SH SHR/OTHR 100000 D DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 26659730 114 32741 SH SHARED 32741 D DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 26659730 52 15000 SH SHARED 01 15000 D DURECT CORP NOTE 6.250% 6/1 266605AB 2429 2016000 PRN SHARED 2016000 D DURECT CORP COM 26660510 2011 593103 SH SHARED 593103 D DURECT CORP COM 26660510 48 14395 SH SHARED 02 14395 D DYAX CORP COM 26746E10 291 28305 SH SHARED 28305 D DYAX CORP COM 26746E10 871 84718 SH SHARED 01 67218 17500 D DYAX CORP COM 26746E10 173 16827 SH SHARED 02 16827 D DYAX CORP COM 26746E10 5674 551500 SH SHARED 04 551500 D DYAX CORP COM 26746E10 349 34000 SH SHARED 06 34000 D DYAX CORP COM 26746E10 2194 213300 SH SHARED 10 213300 D DYCOM INDS INC COM 26747510 3242 122252 SH SHARED 122252 D DYCOM INDS INC COM 26747510 684 25800 SH SHARED 01 25800 D DYCOM INDS INC COM 26747510 812 30619 SH SHARED 02 30619 D DYCOM INDS INC COM 26747510 1013 38215 SH SHARED 10 38215 D DYNACQ HEALTHCARE INC COM 26779V10 26 4935 SH SHARED 4935 D DYNACQ HEALTHCARE INC COM 26779V10 16 3201 SH SHARED 01 3201 D DYNACQ HEALTHCARE INC COM 26779V10 13 2624 SH SHARED 02 2624 D DYNAMEX INC COM 26784F10 15 1122 SH SHARED 1122 D DYNAMEX INC COM 26784F10 3 278 SH SHARED 01 278 D DYNAMEX INC COM 26784F10 4 298 SH SHARED 02 298 D DYNAMICS RESH CORP COM 26805710 3 230 SH SHARED 02 230 D DYNAVAX TECHNOLOGIES CORP COM 26815810 98 13049 SH SHARED 02 13049 D DYNEGY INC NEW CL A 26816Q10 5349 1350990 SH SHARED 1350990 D DYNEGY INC NEW CL A 26816Q10 899 227128 SH SHARED 01 227128 D DYNEGY INC NEW CL A 26816Q10 921 232603 SH SHARED 02 232603 D DYNEGY INC NEW CL A 26816Q10 4 1155 SH SHARED 05 1155 D DYNEGY INC NEW CL A 26816Q10 616 155760 SH SHARED 10 155760 D DYNEX CAP INC COM NEW 26817Q50 67 10355 SH SHARED 10355 D DYNEX CAP INC COM NEW 26817Q50 39 6000 SH SHR/OTHR 01 6000 D ECI TELECOM LTD ORD 26825810 456 76651 SH SHARED 76651 D ECI TELECOM LTD ORD 26825810 35 5891 SH SHARED 01 5891 D EDP-ELECTRICIDADE DE PORTUGA SPONSORED ADR 26835310 16 600 SH SHARED 600 D EDP-ELECTRICIDADE DE PORTUGA SPONSORED ADR 26835310 6 244 SH SHARED 01 244 D EGL INC COM 26848410 1166 64968 SH SHARED 64968 D EGL INC COM 26848410 142 7939 SH SHARED 01 7939 D EGL INC COM 26848410 302 16855 SH SHARED 02 16855 D E-LOAN INC COM 26861P10 960 308880 SH SHARED 308880 D E-LOAN INC COM 26861P10 55 17723 SH SHARED 01 17723 D E-LOAN INC COM 26861P10 146 47179 SH SHARED 02 47179 D E M C CORP MASS COM 26864810 166601 12241117 SH SHARED 11467337 773780 D E M C CORP MASS COM 26864810 162338 11927873 SH SHARED 01 6739754 59900 5128219 D E M C CORP MASS COM 26864810 5464 401494 SH SHR/OTHR 01 29040 372454 D E M C CORP MASS COM 26864810 17776 1306164 SH SHARED 02 1306164 D E M C CORP MASS COM 26864810 20875 1533810 SH SHARED 03 1458310 75500 D E M C CORP MASS COM 26864810 171894 12630000 SH SHARED 04 12630000 D E M C CORP MASS COM 26864810 102710 7546698 SH SHARED 05 5350347 2196351 D E M C CORP MASS COM 26864810 27057 1988073 SH SHARED 06 1145073 843000 D E M C CORP MASS COM 26864810 5725 420693 SH SHARED 07 420693 D E M C CORP MASS COM 26864810 3296 242200 SH SHARED 09 242200 D E M C CORP MASS COM 26864810 307812 22616671 SH SHARED 10 22616671 D E M C CORP MASS COM 26864810 1531 112511 SH SHARED 14 112511 D EMC INS GROUP INC COM 26866410 12 600 SH SHARED 600 D EMC INS GROUP INC COM 26866410 21 1034 SH SHARED 02 1034 D EMS TECHNOLOGIES INC COM 26873N10 97 5104 SH SHARED 5104 D EMS TECHNOLOGIES INC COM 26873N10 11 596 SH SHARED 01 596 D EMS TECHNOLOGIES INC COM 26873N10 99 5177 SH SHARED 02 5177 D EMS TECHNOLOGIES INC COM 26873N10 41 2150 SH SHARED 10 2150 D ENSCO INTL INC COM 26874Q10 13058 463571 SH SHARED 463571 D ENSCO INTL INC COM 26874Q10 2853 101283 SH SHARED 01 81899 19384 D ENSCO INTL INC COM 26874Q10 45 1600 SH SHR/OTHR 01 1600 D ENSCO INTL INC COM 26874Q10 6156 218543 SH SHARED 02 218543 D ENSCO INTL INC COM 26874Q10 2817 100000 SH SHARED 04 100000 D ENSCO INTL INC COM 26874Q10 42 1500 SH SHARED 06 1500 D ENI S P A SPONSORED ADR 26874R10 1509 14954 SH SHARED 1854 13100 D ENI S P A SPONSORED ADR 26874R10 1101 10911 SH SHARED 01 10911 D ENI S P A SPONSORED ADR 26874R10 938 9300 SH SHARED 02 9300 D EOG RES INC COM 26875P10 55 1200 SH SHARED 1200 D EOG RES INC COM 26875P10 26643 580588 SH SHARED 573188 7400 D EOG RES INC COM 26875P10 15224 331758 SH SHARED 01 209058 122700 D EOG RES INC COM 26875P10 5009 109153 SH SHARED 02 109153 D EOG RES INC COM 26875P10 252 5500 SH SHARED 04 5500 D EOG RES INC COM 26875P10 45 1000 SH SHARED 06 1000 D EOG RES INC COM 26875P10 48943 1066534 SH SHARED 10 1066534 D E ON AG SPONSORED ADR 26878010 117603 1781326 SH SHARED 1775326 6000 D E ON AG SPONSORED ADR 26878010 1213 18379 SH SHARED 01 18379 D E ON AG SPONSORED ADR 26878010 713 10805 SH SHARED 02 10805 D EPIX MEDICAL INC COM 26881Q10 348 16800 SH SHR/OTHR 16800 D EPIX MEDICAL INC COM 26881Q10 85 4100 SH SHARED 4100 D EPIX MEDICAL INC COM 26881Q10 226 10926 SH SHARED 02 10926 D EPIX MEDICAL INC COM 26881Q10 1452 70000 SH SHARED 04 70000 D EPIX MEDICAL INC COM 26881Q10 145 7000 SH SHARED 06 7000 D EPIX MEDICAL INC COM 26881Q10 145 7000 SH SHARED 10 7000 D E PIPHANY INC COM 26881V10 1176 162882 SH SHARED 162882 D E PIPHANY INC COM 26881V10 369 51170 SH SHARED 01 51170 D E PIPHANY INC COM 26881V10 283 39250 SH SHARED 02 39250 D E PIPHANY INC COM 26881V10 165 22900 SH SHARED 10 22900 D EPIQ SYS INC COM 26882D10 109 6696 SH SHARED 6696 D EPIQ SYS INC COM 26882D10 21 1317 SH SHARED 01 1317 D EPIQ SYS INC COM 26882D10 107 6616 SH SHARED 02 6616 D ESB FINL CORP COM 26884F10 25 1800 SH SHARED 1800 D ESB FINL CORP COM 26884F10 49 3483 SH SHARED 02 3483 D ESS TECHNOLOGY INC COM 26915110 15296 1043445 SH SHARED 1043445 D ESS TECHNOLOGY INC COM 26915110 515 35177 SH SHARED 01 35177 D ESS TECHNOLOGY INC COM 26915110 1583 107994 SH SHARED 02 107994 D ESS TECHNOLOGY INC COM 26915110 45 3070 SH SHARED 10 3070 D E TRADE FINANCIAL CORP NOTE 6.000% 2/0 269246AB 7672 7500000 PRN SHARED 5500000 2000000 D E TRADE FINANCIAL CORP NOTE 6.750% 5/1 269246AD 18 14500 PRN SHARED 01 14500 D E TRADE FINANCIAL CORP NOTE 6.750% 5/1 269246AD 1812 1432000 PRN SHARED 02 1432000 D E TRADE FINANCIAL CORP COM 26924610 15316 1147339 SH SHARED 1134339 13000 D E TRADE FINANCIAL CORP COM 26924610 2168 162468 SH SHARED 01 162468 D E TRADE FINANCIAL CORP COM 26924610 59186 4433473 SH SHARED 02 4433473 D E TRADE FINANCIAL CORP COM 26924610 34042 2550000 SH SHARED 04 2550000 D EVCI CAREER COLLEGES INC COM 26926P10 7 600 SH SHARED 600 D E Z EM INC COM NEW 26930540 104 5641 SH SHARED 02 5641 D EAGLE BROADBAND INC COM 26943710 126 103348 SH SHARED 02 103348 D EAGLE MATERIALS INC COM 26969P10 2455 41728 SH SHARED 41728 D EAGLE MATERIALS INC COM 26969P10 1929 32786 SH SHARED 01 32786 D EAGLE MATERIALS INC COM 26969P10 523 8898 SH SHARED 02 8898 D EAGLE MATERIALS INC COM 26969P10 1182 20100 SH SHARED 10 20100 D EAGLE MATERIALS INC COM 26969P10 2 38 SH SHARED 14 38 D EAGLE MATERIALS INC CL B 26969P20 1188 20358 SH SHARED 20358 D EAGLE MATERIALS INC CL B 26969P20 32 549 SH SHARED 01 549 D EAGLE MATERIALS INC CL B 26969P20 16 289 SH SHARED 02 289 D EAGLE MATERIALS INC CL B 26969P20 7 128 SH SHARED 14 128 D EARTHLINK INC COM 27032110 761 85833 SH SHARED 85833 D EARTHLINK INC COM 27032110 2973 335232 SH SHARED 01 335232 D EARTHLINK INC COM 27032110 651 73416 SH SHARED 02 73416 D EARTHLINK INC COM 27032110 2217 250000 SH SHARED 04 250000 D EARTHLINK INC COM 27032110 1040 117300 SH SHARED 10 117300 D EAST WEST BANCORP INC COM 27579R10 324 5800 SH SHARED 5800 D EAST WEST BANCORP INC COM 27579R10 6512 116300 SH SHARED 01 116300 D EAST WEST BANCORP INC COM 27579R10 991 17705 SH SHARED 02 17705 D EAST WEST BANCORP INC COM 27579R10 1472 26300 SH SHARED 10 26300 D EASTERN VA BANKSHARES INC COM 27719610 29 1300 SH SHARED 1300 D EASTERN VA BANKSHARES INC COM 27719610 54 2349 SH SHARED 02 2349 D EASTGROUP PPTY INC COM 27727610 166 4700 SH SHARED 4700 D EASTGROUP PPTY INC COM 27727610 35 1000 SH SHARED 01 1000 D EASTGROUP PPTY INC COM 27727610 319 9010 SH SHARED 02 9010 D EASTGROUP PPTY INC COM 27727610 4973 140100 SH SHARED 10 140100 D EASTGROUP PPTY INC COM 27727610 17806 501600 SH SHARED 11 501600 D EASTMAN CHEM CO COM 27743210 482 11300 SH SHARED 11300 D EASTMAN CHEM CO COM 27743210 33027 773837 SH SHARED 773837 D EASTMAN CHEM CO COM 27743210 287 6731 SH SHARED 01 6319 412 D EASTMAN CHEM CO COM 27743210 15 356 SH SHR/OTHR 01 356 D EASTMAN CHEM CO COM 27743210 6352 148850 SH SHARED 02 148850 D EASTMAN CHEM CO COM 27743210 13 315 SH SHARED 05 315 D EASTMAN CHEM CO COM 27743210 1312 30762 SH SHARED 10 30762 D EASTMAN KODAK CO NOTE 3.375%10/1 277461BE 393 340000 PRN SHARED 340000 D EASTMAN KODAK CO COM 27746110 536 20500 SH SHARED 20500 D EASTMAN KODAK CO COM 27746110 52121 1991653 SH SHARED 1834513 157140 D EASTMAN KODAK CO COM 27746110 3796 145086 SH SHARED 01 142676 2410 D EASTMAN KODAK CO COM 27746110 303 11600 SH SHR/OTHR 01 3645 7955 D EASTMAN KODAK CO COM 27746110 9869 377138 SH SHARED 02 377138 D EASTMAN KODAK CO COM 27746110 197 7553 SH SHARED 05 300 7253 D EASTMAN KODAK CO COM 27746110 81 3100 SH SHARED 06 2600 500 D EASTMAN KODAK CO COM 27746110 3314 126665 SH SHARED 10 126665 D EASTMAN KODAK CO COM 27746110 94 3602 SH SHARED 14 3602 D EATON CORP COM 27805810 37447 666450 SH SHARED 662850 3600 D EATON CORP COM 27805810 8961 159479 SH SHARED 01 157419 2060 D EATON CORP COM 27805810 4199 74738 SH SHARED 02 74738 D EATON CORP COM 27805810 624 11110 SH SHARED 05 11110 D EATON CORP COM 27805810 101 1800 SH SHARED 06 1100 700 D EATON CORP COM 27805810 5671 100926 SH SHARED 10 100926 D EATON CORP COM 27805810 89 1600 SH SHARED 14 1600 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 216 13850 SH SHARED 01 3850 10000 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 46 3000 SH SHR/OTHR 01 3000 D EATON VANCE SR INCOME TR SH BEN INT 27826S10 8 882 SH SHARED 882 D EATON VANCE SR INCOME TR SH BEN INT 27826S10 2 218 SH SHARED 01 218 D EATON VANCE NJ MUNI INCOME T SH BEN INT 27826V10 17 1101 SH SHR/OTHR 01 1101 D EATON VANCE CORP COM NON VTG 27826510 2268 59519 SH SHARED 59519 D EATON VANCE CORP COM NON VTG 27826510 1100 28857 SH SHARED 01 28857 D EATON VANCE CORP COM NON VTG 27826510 782 20529 SH SHARED 02 20529 D EATON VANCE INS MUN BD FD COM 27827X10 1864 127800 SH SHARED 127800 D EATON VANCE INS CA MUN BD FD COM 27828A10 238 16500 SH SHARED 16500 D EBAY INC COM 27864210 144074 2079591 SH SHARED 2039550 40041 D EBAY INC COM 27864210 96084 1386898 SH SHARED 01 1356474 4800 25624 D EBAY INC COM 27864210 71 1026 SH SHR/OTHR 01 1026 D EBAY INC COM 27864210 19613 283105 SH SHARED 02 283105 D EBAY INC COM 27864210 54038 780000 SH SHARED 04 780000 D EBAY INC COM 27864210 5120 73915 SH SHARED 05 57240 16675 D EBAY INC COM 27864210 4619 66684 SH SHARED 06 65934 750 D EBAY INC COM 27864210 114889 1658330 SH SHARED 10 1658330 D EBAY INC COM 27864210 2605 37610 SH SHARED 14 37610 D EBOOKERS PLC SPONSORED ADR 27872510 665 60500 SH SHARED 60500 D ECHELON CORP COM 27874N10 82 7300 SH SHARED 7300 D ECHELON CORP COM 27874N10 1369 121500 SH SHARED 01 121500 D ECHELON CORP COM 27874N10 22 2000 SH SHR/OTHR 01 2000 D ECHELON CORP COM 27874N10 192 17093 SH SHARED 02 17093 D ECHELON CORP COM 27874N10 271 24100 SH SHARED 10 24100 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 2331 2250000 PRN SHARED 2250000 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 469 453000 PRN SHARED 02 453000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 9442 288328 SH SHARED 284028 4300 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 449 13713 SH SHARED 01 13413 300 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 3514 107325 SH SHARED 02 107325 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 6550 200000 SH SHARED 04 200000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 1395 42600 SH SHARED 06 42600 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 2683 81950 SH SHARED 10 81950 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 123 3775 SH SHARED 14 3775 D ECLIPSYS CORP COM 27885610 3517 260971 SH SHARED 260971 D ECLIPSYS CORP COM 27885610 3376 250474 SH SHARED 02 250474 D ECLIPSYS CORP COM 27885610 28 2100 SH SHARED 10 2100 D ECOLAB INC COM 27886510 19126 670399 SH SHARED 670399 D ECOLAB INC COM 27886510 17807 624160 SH SHARED 01 280880 343280 D ECOLAB INC COM 27886510 1675 58735 SH SHR/OTHR 01 300 58435 D ECOLAB INC COM 27886510 4106 143919 SH SHARED 02 143719 200 D ECOLAB INC COM 27886510 48 1692 SH SHARED 05 1692 D ECOLAB INC COM 27886510 51 1800 SH SHARED 06 1800 D ECOLAB INC COM 27886510 52087 1825710 SH SHARED 10 1825710 D ECOLAB INC COM 27886510 54 1921 SH SHARED 14 1921 D ECOLLEGE COM COM 27887E10 315 15120 SH SHARED 15120 D ECOLLEGE COM COM 27887E10 1849 88600 SH SHARED 01 88600 D ECOLLEGE COM COM 27887E10 241 11576 SH SHARED 02 11576 D ECOLLEGE COM COM 27887E10 56 2700 SH SHARED 10 2700 D EDGE PETE CORP DEL COM 27986210 60 4110 SH SHARED 4110 D EDGE PETE CORP DEL COM 27986210 14 1018 SH SHARED 01 1018 D EDIETS COM INC COM 28059710 0 52 SH SHARED 02 52 D EDISON INTL COM 28102010 1352 55700 SH SHARED 55700 D EDISON INTL COM 28102010 27331 1125216 SH SHARED 1125216 D EDISON INTL COM 28102010 1602 65985 SH SHARED 01 55885 10100 D EDISON INTL COM 28102010 216 8900 SH SHR/OTHR 01 8900 D EDISON INTL COM 28102010 5043 207620 SH SHARED 02 207620 D EDISON INTL COM 28102010 1415 58286 SH SHARED 05 49700 8586 D EDISON INTL COM 28102010 91 3750 SH SHARED 06 2750 1000 D EDISON INTL COM 28102010 3252 133909 SH SHARED 10 133909 D EDISON INTL COM 28102010 97 4000 SH SHARED 14 4000 D EDO CORP NOTE 5.250% 4/1 281347AD 3 3000 PRN SHARED 3000 D EDO CORP COM 28134710 275 11442 SH SHARED 11442 D EDO CORP COM 28134710 2960 122939 SH SHARED 01 107539 15400 D EDO CORP COM 28134710 213 8859 SH SHARED 02 8859 D EDO CORP COM 28134710 320 13300 SH SHARED 05 13300 D EDUCATION MGMT CORP COM 28139T10 4614 144962 SH SHARED 144962 D EDUCATION MGMT CORP COM 28139T10 3954 124227 SH SHARED 01 124027 200 D EDUCATION MGMT CORP COM 28139T10 626 19667 SH SHARED 02 19667 D EDUCATION MGMT CORP COM 28139T10 943 29630 SH SHARED 10 29630 D EDUCATION LENDING GROUP INC COM 28140A10 7345 464300 SH SHARED 01 387000 77300 D EDUCATION LENDING GROUP INC COM 28140A10 136 8601 SH SHARED 02 8601 D EDUCATION LENDING GROUP INC COM 28140A10 1097 69400 SH SHARED 05 69400 D EDWARDS LIFESCIENCES CORP DBCV 3.875% 5/1 28176EAB 5 5250 PRN SHARED 01 5250 D EDWARDS LIFESCIENCES CORP COM 28176E10 527 16525 SH SHARED 10025 6500 D EDWARDS LIFESCIENCES CORP COM 28176E10 21561 674843 SH SHARED 01 635058 39785 D EDWARDS LIFESCIENCES CORP COM 28176E10 415 13012 SH SHR/OTHR 01 13012 D EDWARDS LIFESCIENCES CORP COM 28176E10 495 15501 SH SHARED 02 15501 D EDWARDS LIFESCIENCES CORP COM 28176E10 3629 113596 SH SHARED 10 113596 D EDWARDS AG INC COM 28176010 88 2250 SH SHARED 2250 D EDWARDS AG INC COM 28176010 3815 97539 SH SHARED 97539 D EDWARDS AG INC COM 28176010 1339 34252 SH SHARED 01 34252 D EDWARDS AG INC COM 28176010 5854 149650 SH SHARED 02 149650 D EFUNDS CORP COM 28224R10 34 2095 SH SHARED 2095 D EFUNDS CORP COM 28224R10 434 26522 SH SHARED 26522 D EFUNDS CORP COM 28224R10 3928 239525 SH SHARED 01 238559 966 D EFUNDS CORP COM 28224R10 401 24482 SH SHARED 02 24482 D EFUNDS CORP COM 28224R10 3444 210000 SH SHARED 10 210000 D 8X8 INC NEW COM 28291410 1118 317880 SH SHARED 317880 D 8X8 INC NEW COM 28291410 72 20510 SH SHARED 01 20510 D 8X8 INC NEW COM 28291410 176 50000 SH SHARED 02 50000 D EL PASO CORP DBCV 2/2 28336LAC 19108 41094000 PRN SHARED 41094000 D EL PASO CORP DBCV 2/2 28336LAC 328 706000 PRN SHARED 02 706000 D EL PASO CORP COM 28336L10 11852 1667057 SH SHARED 1618989 48068 D EL PASO CORP COM 28336L10 1114 156750 SH SHARED 01 144416 12334 D EL PASO CORP COM 28336L10 193 27147 SH SHR/OTHR 01 27147 D EL PASO CORP COM 28336L10 3813 536380 SH SHARED 02 536380 D EL PASO CORP COM 28336L10 711 100000 SH SHARED 04 100000 D EL PASO CORP COM 28336L10 7646 1075425 SH SHARED 05 965926 109499 D EL PASO CORP COM 28336L10 51 7300 SH SHARED 06 4700 2600 D EL PASO CORP COM 28336L10 52020 7316475 SH SHARED 10 7316475 D EL PASO CORP COM 28336L10 29 4200 SH SHARED 14 4200 D EL PASO ELEC CO COM NEW 28367785 55 4000 SH SHARED 4000 D EL PASO ELEC CO COM NEW 28367785 18813 1359300 SH SHARED 1359300 D EL PASO ELEC CO COM NEW 28367785 427 30900 SH SHARED 02 30900 D ELAN PLC ADR 28413120 34770 1686265 SH SHARED 1484433 201832 D ELAN PLC ADR 28413120 1026 49798 SH SHARED 01 12498 3700 33600 D ELAN PLC ADR 28413120 39 1900 SH SHARED 02 1800 100 D ELAN PLC ADR 28413120 20620 1000000 SH SHARED 04 1000000 D ELAN PLC ADR 28413120 5 260 SH SHARED 05 260 D ELAN PLC ADR 28413120 345 16761 SH SHARED 06 16761 D ELAN PLC ADR 28413120 1471 71380 SH SHARED 10 71380 D ELAN PLC ADR 28413120 552 26800 SH SHARED 14 26800 D ELDORADO GOLD CORP NEW COM 28490210 456 158400 SH SHARED 96400 62000 D ELDORADO GOLD CORP NEW COM 28490210 576 200000 SH SHARED 04 200000 D ELECTRO RENT CORP COM 28521810 41 4100 SH SHARED 4100 D ELECTRO RENT CORP COM 28521810 9 900 SH SHARED 01 900 D ELECTRO RENT CORP COM 28521810 90 8864 SH SHARED 02 8864 D ELECTRO RENT CORP COM 28521810 32 3220 SH SHARED 10 3220 D ELECTRO SCIENTIFIC INDS NOTE 4.250%12/2 285229AC 17289 17000000 PRN SHARED 17000000 D ELECTRO SCIENTIFIC INDS COM 28522910 348 14811 SH SHARED 14811 D ELECTRO SCIENTIFIC INDS COM 28522910 95 4054 SH SHARED 01 4054 D ELECTRO SCIENTIFIC INDS COM 28522910 37 1600 SH SHR/OTHR 01 1600 D ELECTRO SCIENTIFIC INDS COM 28522910 1124 47754 SH SHARED 02 47754 D ELECTROGLAS INC COM 28532410 99 22523 SH SHARED 22523 D ELECTROGLAS INC COM 28532410 24 5584 SH SHARED 01 5584 D ELECTROGLAS INC COM 28532410 76 17300 SH SHARED 02 17300 D ELECTRONIC ARTS INC COM 28551210 69950 1301650 SH SHARED 1301300 350 D ELECTRONIC ARTS INC COM 28551210 80579 1499436 SH SHARED 01 1209120 50 290266 D ELECTRONIC ARTS INC COM 28551210 1089 20279 SH SHR/OTHR 01 2460 17819 D ELECTRONIC ARTS INC COM 28551210 9782 182040 SH SHARED 02 181840 200 D ELECTRONIC ARTS INC COM 28551210 2386 44400 SH SHARED 03 44400 D ELECTRONIC ARTS INC COM 28551210 7523 140000 SH SHARED 04 140000 D ELECTRONIC ARTS INC COM 28551210 861 16036 SH SHARED 05 5900 10136 D ELECTRONIC ARTS INC COM 28551210 188 3500 SH SHARED 06 2900 600 D ELECTRONIC ARTS INC COM 28551210 155521 2893964 SH SHARED 10 2893964 D ELECTRONIC ARTS INC COM 28551210 116 2176 SH SHARED 14 2176 D ELECTRONIC DATA SYS NEW COM 28566110 2 140 SH SHARED 140 D ELECTRONIC DATA SYS NEW COM 28566110 52319 2703831 SH SHARED 2613531 90300 D ELECTRONIC DATA SYS NEW COM 28566110 1628 84178 SH SHARED 01 74325 9853 D ELECTRONIC DATA SYS NEW COM 28566110 446 23100 SH SHR/OTHR 01 48 23052 D ELECTRONIC DATA SYS NEW COM 28566110 5762 297827 SH SHARED 02 297827 D ELECTRONIC DATA SYS NEW COM 28566110 421 21800 SH SHARED 03 21800 D ELECTRONIC DATA SYS NEW COM 28566110 58 3004 SH SHARED 05 600 2404 D ELECTRONIC DATA SYS NEW COM 28566110 107 5550 SH SHARED 06 4950 600 D ELECTRONIC DATA SYS NEW COM 28566110 164855 8519672 SH SHARED 10 8519672 D ELECTRONIC DATA SYS NEW COM 28566110 75 3900 SH SHARED 14 3900 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 1684 57434 SH SHARED 57434 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 469 15996 SH SHARED 01 15996 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 429 14637 SH SHARED 02 14637 D ELECTRONICS FOR IMAGING INC COM 28608210 2797 113867 SH SHARED 113867 D ELECTRONICS FOR IMAGING INC COM 28608210 425 17324 SH SHARED 01 17324 D ELECTRONICS FOR IMAGING INC COM 28608210 1383 56312 SH SHARED 02 56312 D ELITE PHARMACEUTICALS INC CL A NEW 28659T20 59 20000 SH SHARED 01 12000 8000 D ELIZABETH ARDEN INC COM 28660G10 928 43956 SH SHARED 43956 D ELIZABETH ARDEN INC COM 28660G10 36 1749 SH SHARED 01 1749 D ELIZABETH ARDEN INC COM 28660G10 288 13664 SH SHARED 02 13664 D ELKCORP COM 28745610 277 10258 SH SHARED 10258 D ELKCORP COM 28745610 692 25578 SH SHARED 01 25578 D ELKCORP COM 28745610 45 1684 SH SHR/OTHR 01 1684 D ELKCORP COM 28745610 279 10309 SH SHARED 02 10309 D ELKCORP COM 28745610 54 2000 SH SHARED 10 2000 D ELLIS PERRY INTL INC COM 28885310 28 1024 SH SHARED 1024 D ELLIS PERRY INTL INC COM 28885310 117 4257 SH SHARED 02 4257 D ELLSWORTH CONV GROWTH & INCO COM 28907410 7 900 SH SHARED 900 D EMAGIN CORP COM 29076N10 3068 1468384 SH SHARED 01 1468384 D EMBARCADERO TECHNOLOGIES INC COM 29078710 55 4377 SH SHARED 4377 D EMBARCADERO TECHNOLOGIES INC COM 29078710 872 68367 SH SHARED 01 68367 D EMBARCADERO TECHNOLOGIES INC COM 29078710 162 12753 SH SHARED 02 12753 D EMBARCADERO TECHNOLOGIES INC COM 29078710 169 13300 SH SHARED 10 13300 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 2018 62897 SH SHARED 62897 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 16136 502706 SH SHARED 01 328806 173900 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 1 59 SH SHARED 02 59 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 2285 71200 SH SHARED 05 71200 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 1364 42500 SH SHARED 09 42500 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 9890 308130 SH SHARED 10 308130 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 1640 51100 SH SHARED 12 51100 D EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N20 258 17408 SH SHARED 17408 D EMBREX INC COM 29081710 38 3412 SH SHARED 3412 D EMBREX INC COM 29081710 35 3145 SH SHARED 01 845 2300 D EMBREX INC COM 29081710 33 3000 SH SHARED 02 3000 D EMCOR GROUP INC COM 29084Q10 387 10561 SH SHARED 10561 D EMCOR GROUP INC COM 29084Q10 60 1661 SH SHARED 01 1661 D EMCOR GROUP INC COM 29084Q10 231 6306 SH SHARED 02 6306 D EMCORE CORP COM 29084610 290 71472 SH SHARED 71472 D EMCORE CORP COM 29084610 72 17723 SH SHARED 01 17723 D EMERSON ELEC CO COM 29101110 128048 2136989 SH SHARED 2099725 37264 D EMERSON ELEC CO COM 29101110 77853 1299290 SH SHARED 01 656992 642298 D EMERSON ELEC CO COM 29101110 16781 280059 SH SHR/OTHR 01 27847 252212 D EMERSON ELEC CO COM 29101110 11355 189514 SH SHARED 02 189514 D EMERSON ELEC CO COM 29101110 34657 578400 SH SHARED 04 578400 D EMERSON ELEC CO COM 29101110 126 2111 SH SHARED 05 400 1711 D EMERSON ELEC CO COM 29101110 3045 50820 SH SHARED 06 50220 600 D EMERSON ELEC CO COM 29101110 123852 2066961 SH SHARED 10 2066961 D EMERSON ELEC CO COM 29101110 4750 79275 SH SHARED 14 79275 D EMERSON RADIO CORP COM NEW 29108720 196 51372 SH SHARED 51372 D EMERSON RADIO CORP COM NEW 29108720 30 7985 SH SHARED 02 7985 D EMISPHERE TECHNOLOGIES INC COM 29134510 8 1342 SH SHARED 1342 D EMISPHERE TECHNOLOGIES INC COM 29134510 15 2332 SH SHARED 01 332 2000 D EMMIS COMMUNICATIONS CORP CL A 29152510 792 33284 SH SHARED 33284 D EMMIS COMMUNICATIONS CORP CL A 29152510 998 41916 SH SHARED 01 41916 D EMMIS COMMUNICATIONS CORP CL A 29152510 908 38138 SH SHARED 02 38138 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 536 11000 SH SHARED 11000 D EMPIRE DIST ELEC CO COM 29164110 2535 111923 SH SHARED 111923 D EMPIRE DIST ELEC CO COM 29164110 11 500 SH SHARED 01 500 D EMPIRE DIST ELEC CO COM 29164110 251 11100 SH SHARED 02 11100 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 1968 160800 SH SHARED 01 160800 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 856 70000 SH SHARED 04 70000 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 1040 85000 SH SHARED 09 85000 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 1662 135800 SH SHARED 10 135800 D EMPRESAS ICA SOCIEDAD CONTRL SPONSORED ADR 29244810 49 22700 SH SHARED 22700 D EMPRESAS ICA SOCIEDAD CONTRL SPONSORED ADR 29244810 334 155000 SH SHARED 04 155000 D EMULEX CORP NOTE 1.750% 2/0 292475AB 950 1006000 PRN SHARED 02 1006000 D EMULEX CORP COM NEW 29247520 1053 49478 SH SHARED 48678 800 D EMULEX CORP COM NEW 29247520 623 29286 SH SHARED 01 12222 17064 D EMULEX CORP COM NEW 29247520 54 2561 SH SHR/OTHR 01 2561 D EMULEX CORP COM NEW 29247520 2307 108405 SH SHARED 02 107405 1000 D EMULEX CORP COM NEW 29247520 7981 374900 SH SHARED 04 374900 D EMULEX CORP COM NEW 29247520 5997 281700 SH SHARED 10 281700 D ENBRIDGE INC COM 29250N10 5932 145790 SH SHARED 145790 D ENBRIDGE INC COM 29250N10 299 7355 SH SHARED 01 7355 D ENBRIDGE INC COM 29250N10 3163 77736 SH SHARED 02 77736 D ENBRIDGE INC COM 29250N10 17903 440000 SH SHARED 04 440000 D ENBRIDGE INC COM 29250N10 12 300 SH SHARED 05 300 D ENBRIDGE INC COM 29250N10 20 500 SH SHARED 06 500 D ENBRIDGE INC COM 29250N10 113 2800 SH SHARED 10 2800 D ENBRIDGE INC COM 29250N10 77 1909 SH SHARED 14 1909 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 661 12936 SH SHARED 12936 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 139 2719 SH SHARED 01 19 2700 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 75 1521 SH SHARED 1521 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 14 298 SH SHARED 01 298 D ENCANA CORP COM 29250510 1122 26023 SH SHARED 26023 D ENCANA CORP COM 29250510 65843 1526982 SH SHARED 01 1509334 17648 D ENCANA CORP COM 29250510 258 6001 SH SHR/OTHR 01 6001 D ENCANA CORP COM 29250510 2391 55470 SH SHARED 02 55470 D ENCANA CORP COM 29250510 1566 36328 SH SHARED 05 36328 D ENCANA CORP COM 29250510 7714 178900 SH SHARED 06 177900 1000 D ENCANA CORP COM 29250510 21996 510128 SH SHARED 10 510128 D ENCORE ACQUISITION CO COM 29255W10 58 2100 SH SHARED 2100 D ENCORE ACQUISITION CO COM 29255W10 461 16656 SH SHARED 02 16656 D ENCORE CAP GROUP INC COM 29255410 5 330 SH SHARED 330 D ENCORE CAP GROUP INC COM 29255410 5027 303781 SH SHARED 01 250081 53700 D ENCORE CAP GROUP INC COM 29255410 190 11516 SH SHARED 02 11516 D ENCORE CAP GROUP INC COM 29255410 807 48800 SH SHARED 05 48800 D ENCORE MED CORP COM 29256E10 323 40373 SH SHARED 40373 D ENCORE MED CORP COM 29256E10 3 496 SH SHARED 01 496 D ENCORE MED CORP COM 29256E10 244 30484 SH SHARED 02 30484 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 211 20601 SH SHARED 20601 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 284 27667 SH SHARED 02 27667 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 17254 1678500 SH SHARED 04 1678500 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 164 16000 SH SHARED 06 16000 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 164 16000 SH SHARED 10 16000 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 185 18000 SH SHARED 14 18000 D ENCORE WIRE CORP COM 29256210 114 3085 SH SHARED 3085 D ENCORE WIRE CORP COM 29256210 418 11230 SH SHARED 02 11230 D ENCORE WIRE CORP COM 29256210 44 1200 SH SHARED 10 1200 D ENDESA S A SPONSORED ADR 29258N10 464 25484 SH SHARED 25484 D ENDESA S A SPONSORED ADR 29258N10 2875 157736 SH SHARED 01 5016 152720 D ENDESA S A SPONSORED ADR 29258N10 1440 79000 SH SHR/OTHR 01 79000 D ENDESA S A SPONSORED ADR 29258N10 2253 123600 SH SHARED 02 123600 D ENDWAVE CORP COM NEW 29264A20 176 18544 SH SHARED 18544 D ENDWAVE CORP COM NEW 29264A20 43 4598 SH SHARED 01 4598 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 87 3600 SH SHR/OTHR 3600 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 71 2917 SH SHARED 2917 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 13330 545900 SH SHARED 01 545900 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 442 18101 SH SHARED 02 18101 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 5494 225000 SH SHARED 04 225000 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 11 463 SH SHARED 06 463 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 6451 264200 SH SHARED 10 264200 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 85 3500 SH SHARED 14 3500 D ENERGEN CORP COM 29265N10 132 3200 SH SHARED 3200 D ENERGEN CORP COM 29265N10 882 21384 SH SHARED 21384 D ENERGEN CORP COM 29265N10 6871 166582 SH SHARED 01 166582 D ENERGEN CORP COM 29265N10 702 17027 SH SHARED 02 17027 D ENERGEN CORP COM 29265N10 6298 152700 SH SHARED 10 152700 D ENEL SOCIETA PER AZIONI ADR 29265W10 576 14100 SH SHARED 02 14100 D ENERGY CONVERSION DEVICES IN COM 29265910 288 29424 SH SHARED 29424 D ENERGY CONVERSION DEVICES IN COM 29265910 55 5678 SH SHARED 01 4678 1000 D ENERGY CONVERSION DEVICES IN COM 29265910 94 9664 SH SHARED 02 9664 D ENERGY EAST CORP COM 29266M10 4249 167580 SH SHARED 166980 600 D ENERGY EAST CORP COM 29266M10 1077 42475 SH SHARED 01 41600 875 D ENERGY EAST CORP COM 29266M10 34 1373 SH SHR/OTHR 01 1373 D ENERGY EAST CORP COM 29266M10 916 36137 SH SHARED 02 36137 D ENERGIZER HLDGS INC COM 29266R10 2927 62700 SH SHARED 62700 D ENERGIZER HLDGS INC COM 29266R10 5269 112862 SH SHARED 01 107947 4915 D ENERGIZER HLDGS INC COM 29266R10 73 1576 SH SHR/OTHR 01 400 1176 D ENERGIZER HLDGS INC COM 29266R10 1369 29341 SH SHARED 02 29341 D ENERGIZER HLDGS INC COM 29266R10 574 12300 SH SHARED 06 12300 D ENDOLOGIX INC COM 29266S10 16 3060 SH SHARED 01 3060 D ENERGY PARTNERS LTD COM 29270U10 339 25400 SH SHARED 25400 D ENERGY PARTNERS LTD COM 29270U10 415 31129 SH SHARED 01 31129 D ENERGY PARTNERS LTD COM 29270U10 311 23302 SH SHARED 02 23302 D ENERGY PARTNERS LTD COM 29270U10 5615 420600 SH SHARED 10 420600 D ENERPLUS RES FD UNIT TR G NEW 29274D60 124 4241 SH SHARED 241 4000 D ENERPLUS RES FD UNIT TR G NEW 29274D60 45 1563 SH SHARED 01 59 1504 D ENERSIS S A SPONSORED ADR 29274F10 967 150394 SH SHARED 150394 D ENERSIS S A SPONSORED ADR 29274F10 12047 1873700 SH SHARED 01 1873700 D ENERSIS S A SPONSORED ADR 29274F10 964 150000 SH SHARED 02 150000 D ENERSIS S A SPONSORED ADR 29274F10 675 105000 SH SHARED 04 105000 D ENERSIS S A SPONSORED ADR 29274F10 2899 451000 SH SHARED 05 451000 D ENERSIS S A SPONSORED ADR 29274F10 964 150000 SH SHARED 09 150000 D ENERSIS S A SPONSORED ADR 29274F10 4115 640000 SH SHARED 10 640000 D ENERSIS S A SPONSORED ADR 29274F10 1628 253200 SH SHARED 12 253200 D ENGELHARD CORP COM 29284510 8820 295095 SH SHARED 295095 D ENGELHARD CORP COM 29284510 8676 290280 SH SHARED 01 290280 D ENGELHARD CORP COM 29284510 2952 98771 SH SHARED 02 98771 D ENGELHARD CORP COM 29284510 3710 124147 SH SHARED 10 124147 D ENGINEERED SUPPORT SYS INC COM 29286610 1382 28331 SH SHARED 28331 D ENGINEERED SUPPORT SYS INC COM 29286610 4709 96494 SH SHARED 01 96494 D ENGINEERED SUPPORT SYS INC COM 29286610 1022 20947 SH SHARED 02 20947 D ENGINEERED SUPPORT SYS INC COM 29286610 644 13197 SH SHARED 10 13197 D ENDOCARDIAL SOLUTIONS INC COM 29296210 389 44905 SH SHARED 44905 D ENDOCARDIAL SOLUTIONS INC COM 29296210 60 6918 SH SHARED 01 6918 D ENDOCARDIAL SOLUTIONS INC COM 29296210 102 11785 SH SHARED 02 11785 D ENERGYSOUTH INC COM 29297010 38 1100 SH SHARED 1100 D ENERGYSOUTH INC COM 29297010 75 2164 SH SHARED 02 2164 D ENESCO GROUP INC COM 29297310 64 5567 SH SHARED 01 5567 D ENNIS BUSINESS FORMS INC COM 29338910 66 4000 SH SHARED 4000 D ENNIS BUSINESS FORMS INC COM 29338910 143 8578 SH SHARED 02 8578 D ENPRO INDS INC COM 29355X10 186 9860 SH SHARED 9860 D ENPRO INDS INC COM 29355X10 27 1447 SH SHARED 01 1327 120 D ENPRO INDS INC COM 29355X10 188 9962 SH SHARED 02 9962 D ENPATH MEDICAL INC COM 29355Y10 14 1016 SH SHARED 1016 D ENPATH MEDICAL INC COM 29355Y10 3 251 SH SHARED 01 251 D ENSTAR GROUP INC GA COM 29358R10 40 900 SH SHARED 900 D ENSTAR GROUP INC GA COM 29358R10 246 5487 SH SHARED 02 5487 D ENTEGRIS INC COM 29362U10 177 14000 SH SHARED 14000 D ENTEGRIS INC COM 29362U10 495 39028 SH SHARED 02 39028 D ENTERASYS NETWORKS INC COM 29363710 714 282289 SH SHARED 282289 D ENTERASYS NETWORKS INC COM 29363710 6425 2539901 SH SHARED 01 1511401 1028500 D ENTERASYS NETWORKS INC COM 29363710 884 349634 SH SHARED 02 349634 D ENTERASYS NETWORKS INC COM 29363710 1840 727300 SH SHARED 10 727300 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 3839 84807 SH SHARED 80407 4400 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 9584 211725 SH SHARED 01 211725 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 567 12526 SH SHARED 02 12526 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 14567 321800 SH SHARED 10 321800 D ENTERGY CORP NEW COM 29364G10 82341 1383896 SH SHARED 1381442 2454 D ENTERGY CORP NEW COM 29364G10 84651 1422719 SH SHARED 01 851772 250 570697 D ENTERGY CORP NEW COM 29364G10 7708 129553 SH SHR/OTHR 01 19310 110243 D ENTERGY CORP NEW COM 29364G10 6091 102370 SH SHARED 02 102370 D ENTERGY CORP NEW COM 29364G10 2350 39500 SH SHARED 04 39500 D ENTERGY CORP NEW COM 29364G10 994 16708 SH SHARED 05 7790 8918 D ENTERGY CORP NEW COM 29364G10 665 11182 SH SHARED 06 10782 400 D ENTERGY CORP NEW COM 29364G10 101 1700 SH SHARED 07 1700 D ENTERGY CORP NEW COM 29364G10 10208 171571 SH SHARED 10 171571 D ENTERGY CORP NEW COM 29364G10 101 1700 SH SHARED 14 1700 D ENTERPRISE PRODS PARTNERS L COM 29379210 1032 44010 SH SHARED 44010 D ENTERPRISE PRODS PARTNERS L COM 29379210 50 2146 SH SHARED 01 2146 D ENTERPRISE PRODS PARTNERS L COM 29379210 18 800 SH SHARED 02 800 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 200 4905 SH SHARED 4905 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 396 9696 SH SHARED 02 9696 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 3321 81200 SH SHARED 10 81200 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 3321 81200 SH SHARED 11 81200 D ENTERRA ENERGY TR TR UNIT 29381P10 470 30445 SH SHARED 30445 D ENTREMED INC COM 29382F10 866 248950 SH SHARED 248950 D ENTREMED INC COM 29382F10 95 27410 SH SHARED 01 17060 10350 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 766 85437 SH SHARED 85437 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 153 17063 SH SHARED 01 17063 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 111 12485 SH SHARED 02 12485 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 8 1000 SH SHARED 14 1000 D ENTRUST INC COM 29384810 980 224939 SH SHARED 224939 D ENTRUST INC COM 29384810 79 18138 SH SHARED 01 18138 D ENTRUST INC COM 29384810 128 29367 SH SHARED 02 29367 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 1924 2000000 PRN SHARED 2000000 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 7 8000 PRN SHARED 01 8000 D ENZON PHARMACEUTICALS INC COM 29390410 881 57141 SH SHARED 57141 D ENZON PHARMACEUTICALS INC COM 29390410 155 10058 SH SHARED 01 10058 D ENZON PHARMACEUTICALS INC COM 29390410 497 32237 SH SHARED 02 32237 D ENZON PHARMACEUTICALS INC COM 29390410 77 5000 SH SHARED 04 5000 D EPCOS AG ADR 29410P10 22 1000 SH SHARED 1000 D ENZO BIOCHEM INC COM 29410010 174 10370 SH SHARED 10370 D ENZO BIOCHEM INC COM 29410010 1249 74247 SH SHARED 01 74247 D ENZO BIOCHEM INC COM 29410010 394 23436 SH SHARED 02 23436 D EON LABS INC COM 29412E10 246 3675 SH SHARED 3675 D EON LABS INC COM 29412E10 737 11000 SH SHARED 01 11000 D EON LABS INC COM 29412E10 176 2634 SH SHARED 02 2634 D EPIMMUNE INC COM 29425Y10 135 55950 SH SHARED 02 55950 D EPICOR SOFTWARE CORP COM 29426L10 601 45604 SH SHARED 45604 D EPICOR SOFTWARE CORP COM 29426L10 901 68400 SH SHARED 01 68400 D EPICOR SOFTWARE CORP COM 29426L10 246 18729 SH SHARED 02 18729 D EPLUS INC COM 29426810 28 2164 SH SHARED 2164 D EPLUS INC COM 29426810 6 536 SH SHARED 01 536 D EQUIFAX INC COM 29442910 9799 379513 SH SHARED 379513 D EQUIFAX INC COM 29442910 7946 307753 SH SHARED 01 143003 164750 D EQUIFAX INC COM 29442910 1443 55919 SH SHR/OTHR 01 16408 39511 D EQUIFAX INC COM 29442910 1640 63554 SH SHARED 02 63554 D EQUIFAX INC COM 29442910 32 1250 SH SHARED 06 1250 D EQUIFAX INC COM 29442910 1439 55735 SH SHARED 10 55735 D EQUINIX INC COM NEW 29444U50 181 5000 SH SHARED 5000 D EQUINIX INC COM NEW 29444U50 11416 315100 SH SHARED 01 153300 161800 D EQUINIX INC COM NEW 29444U50 316 8726 SH SHARED 02 8726 D EQUINIX INC COM NEW 29444U50 134 3700 SH SHARED 05 3700 D EQUINIX INC COM NEW 29444U50 1626 44900 SH SHARED 10 44900 D EQUITABLE RES INC COM 29454910 102 2300 SH SHARED 2300 D EQUITABLE RES INC COM 29454910 519 11701 SH SHARED 11701 D EQUITABLE RES INC COM 29454910 979 22050 SH SHARED 01 17700 4350 D EQUITABLE RES INC COM 29454910 537 12100 SH SHR/OTHR 01 12100 D EQUITABLE RES INC COM 29454910 690 15547 SH SHARED 02 15547 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 107 1300 SH SHARED 01 1300 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 124 1500 SH SHR/OTHR 01 1500 D EQUITY INNS INC COM 29470310 255 27747 SH SHARED 27747 D EQUITY INNS INC COM 29470310 35 3865 SH SHARED 01 3865 D EQUITY INNS INC COM 29470310 183 19969 SH SHARED 02 19969 D EQUITY OFFICE PROPERTIES TRU COM 29474110 29744 1029574 SH SHARED 978766 50808 D EQUITY OFFICE PROPERTIES TRU COM 29474110 6782 234773 SH SHARED 01 176399 58374 D EQUITY OFFICE PROPERTIES TRU COM 29474110 309 10700 SH SHR/OTHR 01 10700 D EQUITY OFFICE PROPERTIES TRU COM 29474110 7117 246362 SH SHARED 02 246362 D EQUITY OFFICE PROPERTIES TRU COM 29474110 82 2857 SH SHARED 05 300 2557 D EQUITY OFFICE PROPERTIES TRU COM 29474110 121 4200 SH SHARED 06 4200 D EQUITY OFFICE PROPERTIES TRU COM 29474110 7178 248485 SH SHARED 10 248485 D EQUITY OFFICE PROPERTIES TRU COM 29474110 24258 839700 SH SHARED 11 839700 D EQUITY OFFICE PROPERTIES TRU COM 29474110 95 3300 SH SHARED 14 3300 D EQUITY OFFICE PROPERTIES TRU PFD CV B 5.25% 29474150 63216 1239538 SH SHARED 975838 263700 D EQUITY ONE COM 29475210 142 7400 SH SHARED 7400 D EQUITY ONE COM 29475210 300 15626 SH SHARED 02 15626 D EQUITY RESIDENTIAL SH BEN INT 29476L10 140416 4704085 SH SHARED 4704085 D EQUITY RESIDENTIAL SH BEN INT 29476L10 41484 1389777 SH SHARED 01 1298059 91718 D EQUITY RESIDENTIAL SH BEN INT 29476L10 1041 34875 SH SHR/OTHR 01 1200 33675 D EQUITY RESIDENTIAL SH BEN INT 29476L10 4548 152372 SH SHARED 02 152372 D EQUITY RESIDENTIAL SH BEN INT 29476L10 74 2504 SH SHARED 05 300 2204 D EQUITY RESIDENTIAL SH BEN INT 29476L10 68041 2279447 SH SHARED 10 2279447 D EQUITY RESIDENTIAL SH BEN INT 29476L10 434080 14542076 SH SHARED 11 14542076 D EQUITY RESIDENTIAL SH BEN INT 29476L10 59 2005 SH SHARED 14 2005 D EQUITY RESIDENTIAL PFD CONV E 7% 29476L88 159 4800 SH SHARED 4800 D EQUUS II INC COM 29476610 16 2110 SH SHARED 2110 D ERESEARCHTECHNOLOGY INC COM 29481V10 703 25071 SH SHARED 25071 D ERESEARCHTECHNOLOGY INC COM 29481V10 3222 114900 SH SHARED 01 114900 D ERESEARCHTECHNOLOGY INC COM 29481V10 456 16290 SH SHARED 02 16290 D ERESEARCHTECHNOLOGY INC COM 29481V10 659 23500 SH SHARED 10 23500 D ERICSSON L M TEL CO ADR B SEK 10 29482160 5674 204415 SH SHARED 202915 1500 D ERICSSON L M TEL CO ADR B SEK 10 29482160 33408 1203490 SH SHARED 01 1177400 5600 20490 D ERICSSON L M TEL CO ADR B SEK 10 29482160 62 2240 SH SHR/OTHR 01 2240 D ERICSSON L M TEL CO ADR B SEK 10 29482160 640 23088 SH SHARED 02 23088 D ERICSSON L M TEL CO ADR B SEK 10 29482160 6246 225000 SH SHARED 04 225000 D ERICSSON L M TEL CO ADR B SEK 10 29482160 36115 1301000 SH SHARED 10 1301000 D ERIE INDTY CO CL A 29530P10 53 1111 SH SHARED 1111 D ERIE INDTY CO CL A 29530P10 65 1350 SH SHARED 01 1350 D ERIE INDTY CO CL A 29530P10 126 2627 SH SHARED 02 2627 D ERIE INDTY CO CL A 29530P10 858 17787 SH SHARED 10 17787 D ESCALADE INC COM 29605610 116 3502 SH SHARED 02 3502 D ESCO TECHNOLOGIES INC COM 29631510 164 3560 SH SHARED 3560 D ESCO TECHNOLOGIES INC COM 29631510 14 324 SH SHARED 01 99 225 D ESCO TECHNOLOGIES INC COM 29631510 273 5923 SH SHARED 02 5923 D ESCO TECHNOLOGIES INC COM 29631510 51 1110 SH SHARED 10 1110 D ESPEED INC CL A 29664310 985 47002 SH SHARED 47002 D ESPEED INC CL A 29664310 1731 82629 SH SHARED 01 82629 D ESPEED INC CL A 29664310 292 13963 SH SHARED 02 13963 D ESPEED INC CL A 29664310 348 16620 SH SHARED 10 16620 D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F20 76 3800 SH SHARED 3800 D ESPEY MFG & ELECTRS CORP COM 29665010 2 100 SH SHARED 02 100 D ESSEX CORP COM 29674410 41 4728 SH SHARED 4728 D ESSEX CORP COM 29674410 10 1172 SH SHARED 01 1172 D ESSEX PPTY TR INC COM 29717810 542 8286 SH SHARED 8286 D ESSEX PPTY TR INC COM 29717810 2948 45014 SH SHARED 01 45014 D ESSEX PPTY TR INC COM 29717810 677 10349 SH SHARED 02 10349 D ESSEX PPTY TR INC COM 29717810 1427 21800 SH SHARED 10 21800 D ESTERLINE TECHNOLOGIES CORP COM 29742510 163 6593 SH SHARED 6593 D ESTERLINE TECHNOLOGIES CORP COM 29742510 1242 49995 SH SHARED 01 49995 D ESTERLINE TECHNOLOGIES CORP COM 29742510 260 10469 SH SHARED 02 10469 D ESTERLINE TECHNOLOGIES CORP COM 29742510 815 32800 SH SHARED 10 32800 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 132 2841 SH SHARED 1841 1000 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 860 18500 SH SHARED 02 18500 D ETHAN ALLEN INTERIORS INC COM 29760210 1642 39808 SH SHARED 39808 D ETHAN ALLEN INTERIORS INC COM 29760210 643 15603 SH SHARED 01 1003 14600 D ETHAN ALLEN INTERIORS INC COM 29760210 448 10859 SH SHARED 02 10859 D ETHAN ALLEN INTERIORS INC COM 29760210 502 12170 SH SHARED 10 12170 D ETHYL CORP COM NEW 29765960 189 9565 SH SHARED 9565 D ETHYL CORP COM NEW 29765960 307 15518 SH SHARED 01 15518 D ETHYL CORP COM NEW 29765960 141 7152 SH SHARED 02 7152 D EURONET WORLDWIDE INC COM 29873610 105 5564 SH SHARED 5564 D EURONET WORLDWIDE INC COM 29873610 2 109 SH SHARED 01 109 D EURONET WORLDWIDE INC COM 29873610 248 13089 SH SHARED 02 13089 D EUROPE FD INC COM 29874M10 93 9300 SH SHARED 9300 D EUROPE FD INC COM 29874M10 60 6000 SH SHARED 01 6000 D EUROPEAN WT FD INC COM 29879210 1061 449600 SH SHARED 449600 D EVERGREEN RES INC NOTE 4.750%12/1 299900AB 54670 35500000 PRN SHARED 35500000 D EVERGREEN RES INC COM NO PAR 29990030 377 11000 SH SHARED 11000 D EVERGREEN RES INC COM NO PAR 29990030 5269 153400 SH SHARED 01 153400 D EVERGREEN RES INC COM NO PAR 29990030 1358 39541 SH SHARED 02 39541 D EVERGREEN RES INC COM NO PAR 29990030 446 13000 SH SHARED 04 13000 D EVERGREEN RES INC COM NO PAR 29990030 85 2500 SH SHARED 10 2500 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 2837 183400 SH SHARED 183400 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 31 2018 SH SHARED 01 2018 D EVERGREEN MANAGED INCOME FD COM SHS 30024Y10 18 1000 SH SHARED 1000 D EVERGREEN SOLAR INC COM 30033R10 41 17150 SH SHARED 17150 D EVERTRUST FINL GROUP INC COM 30041210 56 3143 SH SHARED 3143 D EVERTRUST FINL GROUP INC COM 30041210 6 357 SH SHARED 01 357 D EVERTRUST FINL GROUP INC COM 30041210 56 3123 SH SHARED 02 3123 D EXACT SCIENCES CORP COM 30063P10 235 30062 SH SHARED 30062 D EXACT SCIENCES CORP COM 30063P10 1066 136050 SH SHARED 01 120000 15200 850 D EXACT SCIENCES CORP COM 30063P10 17 2295 SH SHR/OTHR 01 2295 D EXACT SCIENCES CORP COM 30063P10 1289 164444 SH SHARED 02 164444 D EXACT SCIENCES CORP COM 30063P10 5880 750000 SH SHARED 10 750000 D EXACTECH INC COM 30064E10 31 1700 SH SHARED 1700 D EXACTECH INC COM 30064E10 114 6238 SH SHARED 02 6238 D EXAR CORP COM 30064510 586 31851 SH SHARED 31851 D EXAR CORP COM 30064510 17 957 SH SHR/OTHR 01 957 D EXAR CORP COM 30064510 851 46284 SH SHARED 02 46284 D EXCEL TECHNOLOGY INC COM 30067T10 153 4892 SH SHARED 4892 D EXCEL TECHNOLOGY INC COM 30067T10 27 867 SH SHARED 01 867 D EXCEL TECHNOLOGY INC COM 30067T10 177 5643 SH SHARED 02 5643 D EXCHANGE NATL BANCSHARES INC COM 30130910 31 1000 SH SHARED 1000 D EXCHANGE NATL BANCSHARES INC COM 30130910 65 2074 SH SHARED 02 2074 D EXELON CORP COM 30161N10 138922 2017175 SH SHARED 1948339 68836 D EXELON CORP COM 30161N10 141593 2055952 SH SHARED 01 1180432 875520 D EXELON CORP COM 30161N10 3205 46544 SH SHR/OTHR 01 209 46335 D EXELON CORP COM 30161N10 10287 149371 SH SHARED 02 149371 D EXELON CORP COM 30161N10 24621 357500 SH SHARED 03 320200 37300 D EXELON CORP COM 30161N10 43419 630452 SH SHARED 05 543506 86946 D EXELON CORP COM 30161N10 884 12842 SH SHARED 06 12442 400 D EXELON CORP COM 30161N10 3441 49966 SH SHARED 07 49966 D EXELON CORP COM 30161N10 2286 33200 SH SHARED 09 33200 D EXELON CORP COM 30161N10 91623 1330381 SH SHARED 10 1330381 D EXELON CORP COM 30161N10 1274 18500 SH SHARED 14 18500 D EXELIXIS INC COM 30161Q10 817 95956 SH SHARED 95956 D EXELIXIS INC COM 30161Q10 351 41312 SH SHARED 02 41312 D EXELIXIS INC COM 30161Q10 11225 1317500 SH SHARED 04 1317500 D EXELIXIS INC COM 30161Q10 93 11000 SH SHARED 06 11000 D EXELIXIS INC COM 30161Q10 93 11000 SH SHARED 10 11000 D EXELIXIS INC COM 30161Q10 127 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 126 25445 SH SHARED 25445 D EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 30204310 27 5505 SH SHARED 01 5505 D EXPEDITORS INTL WASH INC COM 30213010 6805 172894 SH SHARED 172894 D EXPEDITORS INTL WASH INC COM 30213010 1302 33080 SH SHARED 01 32480 600 D EXPEDITORS INTL WASH INC COM 30213010 1947 49475 SH SHARED 02 49475 D EXPEDITORS INTL WASH INC COM 30213010 807 20520 SH SHARED 10 20520 D EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB 3 3000 PRN SHARED 01 3000 D EXPRESSJET HOLDINGS INC CL A 30218U10 1558 125256 SH SHARED 125256 D EXPRESSJET HOLDINGS INC CL A 30218U10 1754 141043 SH SHARED 01 141043 D EXPRESSJET HOLDINGS INC CL A 30218U10 408 32874 SH SHARED 02 32874 D EXPRESSJET HOLDINGS INC CL A 30218U10 57 4600 SH SHARED 10 4600 D EXPRESS SCRIPTS INC COM 30218210 52 700 SH SHARED 700 D EXPRESS SCRIPTS INC COM 30218210 26523 355775 SH SHARED 355775 D EXPRESS SCRIPTS INC COM 30218210 4072 54622 SH SHARED 01 46822 3900 3900 D EXPRESS SCRIPTS INC COM 30218210 59 800 SH SHR/OTHR 01 800 D EXPRESS SCRIPTS INC COM 30218210 3072 41213 SH SHARED 02 41213 D EXPRESS SCRIPTS INC COM 30218210 9356 125500 SH SHARED 04 125500 D EXPRESS SCRIPTS INC COM 30218210 27 375 SH SHARED 05 375 D EXPRESS SCRIPTS INC COM 30218210 8797 118010 SH SHARED 10 118010 D EXPRESS SCRIPTS INC COM 30218210 941 12633 SH SHARED 14 12633 D EXTENDED STAY AMER INC COM 30224P10 19085 985306 SH SHARED 32906 952400 D EXTENDED STAY AMER INC COM 30224P10 1060 54750 SH SHARED 01 54750 D EXTENDED STAY AMER INC COM 30224P10 952 49171 SH SHARED 02 49171 D EXTREME NETWORKS INC NOTE 3.500%12/0 30226DAB 15439 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 1175 163031 SH SHARED 163031 D EXTREME NETWORKS INC COM 30226D10 3513 487372 SH SHARED 01 438172 49200 D EXTREME NETWORKS INC COM 30226D10 376 52219 SH SHARED 02 52219 D EXTREME NETWORKS INC COM 30226D10 2163 300000 SH SHARED 04 300000 D EXTREME NETWORKS INC COM 30226D10 11 1600 SH SHARED 10 1600 D EXULT INC DEL COM 30228410 581 94469 SH SHARED 94469 D EXULT INC DEL COM 30228410 572 92881 SH SHARED 01 92881 D EXULT INC DEL COM 30228410 175 28553 SH SHARED 02 28553 D EXULT INC DEL COM 30228410 9 1500 SH SHARED 10 1500 D EYETECH PHARMACEUTICALS INC COM 30229710 212 6400 SH SHARED 6400 D EYETECH PHARMACEUTICALS INC COM 30229710 871 26242 SH SHARED 02 26242 D EYETECH PHARMACEUTICALS INC COM 30229710 431 13000 SH SHARED 04 13000 D EYETECH PHARMACEUTICALS INC COM 30229710 232 7000 SH SHARED 06 7000 D EYETECH PHARMACEUTICALS INC COM 30229710 232 7000 SH SHARED 10 7000 D EZCORP INC CL A NON VTG 30230110 225 21923 SH SHARED 21923 D EZCORP INC CL A NON VTG 30230110 55 5395 SH SHARED 01 5395 D EXXON MOBIL CORP COM 30231G10 345 8310 SH SHARED 8200 110 D EXXON MOBIL CORP COM 30231G10 1366458 32855466 SH SHARED 32035167 820299 D EXXON MOBIL CORP COM 30231G10 668424 16071755 SH SHARED 01 6870880 26018 9174857 D EXXON MOBIL CORP COM 30231G10 162472 3906516 SH SHR/OTHR 01 351941 3554575 D EXXON MOBIL CORP COM 30231G10 153546 3691919 SH SHARED 02 3691919 D EXXON MOBIL CORP COM 30231G10 16754 402858 SH SHARED 03 261850 141008 D EXXON MOBIL CORP COM 30231G10 41357 994400 SH SHARED 04 994400 D EXXON MOBIL CORP COM 30231G10 127936 3076146 SH SHARED 05 2141352 934794 D EXXON MOBIL CORP COM 30231G10 12726 305998 SH SHARED 06 258898 47100 D EXXON MOBIL CORP COM 30231G10 12356 297106 SH SHARED 07 297106 D EXXON MOBIL CORP COM 30231G10 6887 165600 SH SHARED 09 165600 D EXXON MOBIL CORP COM 30231G10 408279 9816767 SH SHARED 10 9816767 D EXXON MOBIL CORP COM 30231G10 13114 315325 SH SHARED 14 315325 D FBL FINL GROUP INC CL A 30239F10 82 2919 SH SHARED 2919 D FBL FINL GROUP INC CL A 30239F10 164 5847 SH SHARED 02 5847 D FBL FINL GROUP INC CL A 30239F10 19 700 SH SHARED 10 700 D FEI CO COM 30241L10 1321 60491 SH SHARED 60491 D FEI CO COM 30241L10 268 12289 SH SHARED 01 12289 D FEI CO COM 30241L10 350 16023 SH SHARED 02 16023 D FFLC BANCORP INC COM 30242W10 24 900 SH SHARED 900 D FFLC BANCORP INC COM 30242W10 55 2074 SH SHARED 02 2074 D FLIR SYS INC COM 30244510 321 8437 SH SHARED 8437 D FLIR SYS INC COM 30244510 68 1800 SH SHARED 01 1800 D FLIR SYS INC COM 30244510 1307 34298 SH SHARED 02 34298 D FMC TECHNOLOGIES INC COM 30249U10 607 22487 SH SHARED 22487 D FMC TECHNOLOGIES INC COM 30249U10 24533 907626 SH SHARED 01 862526 5800 39300 D FMC TECHNOLOGIES INC COM 30249U10 585 21658 SH SHARED 02 21658 D FMC TECHNOLOGIES INC COM 30249U10 12930 478376 SH SHARED 10 478376 D F M C CORP COM NEW 30249130 539 12600 SH SHARED 12600 D F M C CORP COM NEW 30249130 1271 29693 SH SHARED 29693 D F M C CORP COM NEW 30249130 7257 169496 SH SHARED 01 169496 D F M C CORP COM NEW 30249130 1002 23407 SH SHARED 02 23407 D F M C CORP COM NEW 30249130 6401 149500 SH SHARED 10 149500 D FMS FINL CORP COM 30250910 15 900 SH SHARED 900 D FMS FINL CORP COM 30250910 33 1888 SH SHARED 02 1888 D F N B CORP N C COM 30251910 27 1300 SH SHARED 1300 D F N B CORP N C COM 30251910 52 2449 SH SHARED 02 2449 D FNB CORP PA COM 30252010 18 840 SH SHARED 840 D FNB CORP PA COM 30252010 57 2606 SH SHARED 01 1774 832 D FNB CORP PA COM 30252010 206 9323 SH SHARED 02 9323 D FNX MNG CO INC COM 30253R10 9013 1660000 SH SHARED 10 1660000 D FPIC INS GROUP INC COM 30256310 62 2711 SH SHARED 2711 D FPIC INS GROUP INC COM 30256310 15 672 SH SHARED 01 672 D FPIC INS GROUP INC COM 30256310 136 5968 SH SHARED 02 5968 D FPL GROUP INC COM 30257110 213 3200 SH SHARED 3200 D FPL GROUP INC COM 30257110 49991 747822 SH SHARED 718694 29128 D FPL GROUP INC COM 30257110 49216 736228 SH SHARED 01 140725 5900 589603 D FPL GROUP INC COM 30257110 4731 70778 SH SHR/OTHR 01 2700 68078 D FPL GROUP INC COM 30257110 7132 106689 SH SHARED 02 106689 D FPL GROUP INC COM 30257110 28132 420832 SH SHARED 05 330231 90601 D FPL GROUP INC COM 30257110 237 3550 SH SHARED 06 3550 D FPL GROUP INC COM 30257110 2828 42307 SH SHARED 07 42307 D FPL GROUP INC COM 30257110 1804 27000 SH SHARED 09 27000 D FPL GROUP INC COM 30257110 62102 928981 SH SHARED 10 928981 D FPL GROUP INC COM 30257110 93 1400 SH SHARED 14 1400 D FSI INTL INC COM 30263310 333 40874 SH SHARED 40874 D FSI INTL INC COM 30263310 82 10135 SH SHARED 01 10135 D FSI INTL INC COM 30263310 132 16202 SH SHARED 02 16202 D FX ENERGY INC COM 30269510 173 18500 SH SHARED 18500 D FX ENERGY INC COM 30269510 139 14873 SH SHARED 02 14873 D F N B CORP VA COM 30293010 49 1800 SH SHARED 1800 D F N B CORP VA COM 30293010 98 3583 SH SHARED 02 3583 D FTI CONSULTING INC COM 30294110 178 10700 SH SHARED 10700 D FTI CONSULTING INC COM 30294110 3118 187200 SH SHARED 01 187200 D FTI CONSULTING INC COM 30294110 1080 64849 SH SHARED 02 64849 D FTI CONSULTING INC COM 30294110 10622 637600 SH SHARED 10 637600 D FACTSET RESH SYS INC COM 30307510 1015 23864 SH SHARED 23864 D FACTSET RESH SYS INC COM 30307510 1555 36559 SH SHARED 01 36559 D FACTSET RESH SYS INC COM 30307510 383 9015 SH SHARED 02 9015 D FAIR ISAAC CORP COM 30325010 68 1900 SH SHARED 1900 D FAIR ISAAC CORP COM 30325010 8343 231260 SH SHARED 231260 D FAIR ISAAC CORP COM 30325010 3093 85727 SH SHARED 01 85465 262 D FAIR ISAAC CORP COM 30325010 105 2913 SH SHR/OTHR 01 2913 D FAIR ISAAC CORP COM 30325010 633 17567 SH SHARED 02 17567 D FAIR ISAAC CORP COM 30325010 227 6300 SH SHARED 10 6300 D FAIRCHILD CORP CL A 30369810 96 19448 SH SHARED 19448 D FAIRCHILD CORP CL A 30369810 20 4152 SH SHARED 01 4152 D FAIRCHILD CORP CL A 30369810 27 5564 SH SHARED 02 5564 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 60 2500 SH SHARED 2500 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 2986 124295 SH SHARED 124295 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 24693 1027608 SH SHARED 01 1027608 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 2368 98551 SH SHARED 02 98551 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 88 3680 SH SHARED 06 3680 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 18352 763740 SH SHARED 10 763740 D FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000%11/0 303727AJ 3682 3407000 PRN SHARED 02 3407000 D FAIRFAX FINL HLDGS LTD DBCV 5.000% 7/1 303901AL 14 14000 PRN SHARED 14000 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 168 1086 SH SHARED 1086 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 805 5191 SH SHARED 02 5191 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 15 100 SH SHARED 06 100 D FAIRMONT HOTELS RESORTS INC COM 30520410 6177 245618 SH SHARED 245618 D FAIRMONT HOTELS RESORTS INC COM 30520410 441 17566 SH SHARED 01 17566 D FAIRMONT HOTELS RESORTS INC COM 30520410 14 562 SH SHR/OTHR 01 562 D FAIRMONT HOTELS RESORTS INC COM 30520410 1125 44767 SH SHARED 02 44767 D FAIRMONT HOTELS RESORTS INC COM 30520410 1 77 SH SHARED 05 77 D FAIRMONT HOTELS RESORTS INC COM 30520410 2110 83901 SH SHARED 10 83901 D FALCONSTOR SOFTWARE INC COM 30613710 67 9000 SH SHARED 9000 D FALCONSTOR SOFTWARE INC COM 30613710 123 16574 SH SHARED 02 16574 D FAMILY DLR STORES INC COM 30700010 57222 1591727 SH SHARED 1591727 D FAMILY DLR STORES INC COM 30700010 2257 62800 SH SHARED 01 62800 D FAMILY DLR STORES INC COM 30700010 2691 74859 SH SHARED 02 74859 D FAMILY DLR STORES INC COM 30700010 1797 50000 SH SHARED 04 50000 D FAMILY DLR STORES INC COM 30700010 279 7763 SH SHARED 05 6650 1113 D FAMILY DLR STORES INC COM 30700010 4526 125900 SH SHARED 06 125900 D FAMILY DLR STORES INC COM 30700010 2765 76930 SH SHARED 10 76930 D FAMILY DLR STORES INC COM 30700010 45 1272 SH SHARED 14 1272 D FAMOUS DAVES AMER INC COM 30706810 10 1369 SH SHARED 1369 D FAMOUS DAVES AMER INC COM 30706810 2 339 SH SHARED 01 339 D FARGO ELECTRONICS INC COM 30744P10 453 40168 SH SHARED 40168 D FARGO ELECTRONICS INC COM 30744P10 64 5736 SH SHARED 01 5736 D FARGO ELECTRONICS INC COM 30744P10 64 5747 SH SHARED 02 5747 D FARMER BROS CO COM 30767510 36 100 SH SHARED 100 D FARMER BROS CO COM 30767510 36 100 SH SHARED 01 100 D FARMER BROS CO COM 30767510 148 413 SH SHARED 02 413 D FARMERS CAP BK CORP COM 30956210 59 1700 SH SHARED 1700 D FARMERS CAP BK CORP COM 30956210 7 200 SH SHARED 01 200 D FARMERS CAP BK CORP COM 30956210 98 2818 SH SHARED 02 2818 D FARO TECHNOLOGIES INC COM 31164210 179 7814 SH SHARED 7814 D FARO TECHNOLOGIES INC COM 31164210 29 1291 SH SHARED 01 1291 D FARO TECHNOLOGIES INC COM 31164210 167 7276 SH SHARED 02 7276 D FASTENAL CO COM 31190010 5225 97318 SH SHARED 97318 D FASTENAL CO COM 31190010 1127 21000 SH SHARED 01 21000 D FASTENAL CO COM 31190010 1184 22058 SH SHARED 02 22058 D FASTENAL CO COM 31190010 542 10100 SH SHARED 10 10100 D FEDDERS CORP COM NEW 31313550 86 15230 SH SHARED 15230 D FEDDERS CORP COM NEW 31313550 19 3370 SH SHARED 01 3370 D FEDERAL AGRIC MTG CORP CL C 31314830 439 16778 SH SHARED 16778 D FEDERAL AGRIC MTG CORP CL C 31314830 79 3048 SH SHARED 01 3048 D FEDERAL AGRIC MTG CORP CL C 31314830 118 4509 SH SHARED 02 4509 D FEDERAL HOME LN MTG CORP COM 31340030 188628 3193849 SH SHARED 3060749 133100 D FEDERAL HOME LN MTG CORP COM 31340030 51367 869755 SH SHARED 01 603250 266505 D FEDERAL HOME LN MTG CORP COM 31340030 1458 24700 SH SHR/OTHR 01 3100 21600 D FEDERAL HOME LN MTG CORP COM 31340030 38946 659438 SH SHARED 02 659438 D FEDERAL HOME LN MTG CORP COM 31340030 445 7550 SH SHARED 05 600 6950 D FEDERAL HOME LN MTG CORP COM 31340030 4859 82282 SH SHARED 06 81182 1100 D FEDERAL HOME LN MTG CORP COM 31340030 59 1000 SH SHARED 07 1000 D FEDERAL HOME LN MTG CORP COM 31340030 499651 8460070 SH SHARED 10 8460070 D FEDERAL HOME LN MTG CORP COM 31340030 16179 273949 SH SHARED 14 273949 D FEDERAL NATL MTG ASSN COM 31358610 316862 4261770 SH SHARED 4188552 73218 D FEDERAL NATL MTG ASSN COM 31358610 152109 2045854 SH SHARED 01 771154 900 1273800 D FEDERAL NATL MTG ASSN COM 31358610 13881 186703 SH SHR/OTHR 01 4700 182003 D FEDERAL NATL MTG ASSN COM 31358610 34455 463417 SH SHARED 02 463417 D FEDERAL NATL MTG ASSN COM 31358610 4081 54900 SH SHARED 03 27900 27000 D FEDERAL NATL MTG ASSN COM 31358610 15085 202900 SH SHARED 04 202900 D FEDERAL NATL MTG ASSN COM 31358610 22712 305482 SH SHARED 05 250042 55440 D FEDERAL NATL MTG ASSN COM 31358610 8414 113179 SH SHARED 06 111879 1300 D FEDERAL NATL MTG ASSN COM 31358610 2172 29225 SH SHARED 07 29225 D FEDERAL NATL MTG ASSN COM 31358610 1316 17700 SH SHARED 09 17700 D FEDERAL NATL MTG ASSN COM 31358610 529824 7126082 SH SHARED 10 7126082 D FEDERAL NATL MTG ASSN COM 31358610 6745 90726 SH SHARED 14 90726 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 154 3344 SH SHARED 3344 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 762 16500 SH SHARED 01 16500 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 223 4828 SH SHARED 02 4828 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 2873 62200 SH SHARED 11 62200 D FEDERAL SIGNAL CORP COM 31385510 826 41652 SH SHARED 41652 D FEDERAL SIGNAL CORP COM 31385510 264 13300 SH SHARED 01 13300 D FEDERAL SIGNAL CORP COM 31385510 6 333 SH SHR/OTHR 01 333 D FEDERAL SIGNAL CORP COM 31385510 658 33183 SH SHARED 02 33183 D FEDERATED DEPT STORES INC DE COM 31410H10 27179 502852 SH SHARED 502852 D FEDERATED DEPT STORES INC DE COM 31410H10 2143 39649 SH SHARED 01 37044 2605 D FEDERATED DEPT STORES INC DE COM 31410H10 5484 101464 SH SHARED 02 101464 D FEDERATED DEPT STORES INC DE COM 31410H10 418 7745 SH SHARED 05 7745 D FEDERATED DEPT STORES INC DE COM 31410H10 788 14587 SH SHARED 06 14587 D FEDERATED DEPT STORES INC DE COM 31410H10 62905 1163837 SH SHARED 10 1163837 D FEDERATED DEPT STORES INC DE COM 31410H10 1557 28815 SH SHARED 14 28815 D FEDERATED INVS INC PA CL B 31421110 47 1500 SH SHARED 1500 D FEDERATED INVS INC PA CL B 31421110 21925 697590 SH SHARED 697590 D FEDERATED INVS INC PA CL B 31421110 5576 177438 SH SHARED 01 177438 D FEDERATED INVS INC PA CL B 31421110 3532 112388 SH SHARED 02 112388 D FEDERATED INVS INC PA CL B 31421110 1358 43235 SH SHARED 10 43235 D FEDERATED PREM INTR MUN INC COM 31423M10 7 500 SH SHARED 500 D FEDEX CORP COM 31428X10 134487 1789347 SH SHARED 1746982 42365 D FEDEX CORP COM 31428X10 28852 383884 SH SHARED 01 173593 210291 D FEDEX CORP COM 31428X10 2669 35520 SH SHR/OTHR 01 2070 33450 D FEDEX CORP COM 31428X10 14384 191381 SH SHARED 02 190261 1120 D FEDEX CORP COM 31428X10 610 8127 SH SHARED 05 200 7927 D FEDEX CORP COM 31428X10 1164 15492 SH SHARED 06 14992 500 D FEDEX CORP COM 31428X10 75633 1006295 SH SHARED 10 1006295 D FEDEX CORP COM 31428X10 172 2300 SH SHARED 14 2300 D FELCOR LODGING TR INC COM 31430F10 1258 120800 SH SHARED 120800 D FELCOR LODGING TR INC COM 31430F10 946 90871 SH SHARED 01 90871 D FELCOR LODGING TR INC COM 31430F10 250 24003 SH SHARED 02 24003 D FELCOR LODGING TR INC COM 31430F10 841 80800 SH SHARED 10 80800 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 958 40000 SH SHARED 01 40000 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 347 13722 SH SHARED 13722 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 4 178 SH SHARED 01 178 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 1 62 SH SHARED 02 62 D FERRO CORP COM 31540510 662 25352 SH SHARED 25352 D FERRO CORP COM 31540510 286 10968 SH SHARED 01 10968 D FERRO CORP COM 31540510 621 23782 SH SHARED 02 23782 D F5 NETWORKS INC COM 31561610 1142 33773 SH SHARED 33773 D F5 NETWORKS INC COM 31561610 7328 216700 SH SHARED 01 210500 6200 D F5 NETWORKS INC COM 31561610 540 15988 SH SHARED 02 15988 D F5 NETWORKS INC COM 31561610 922 27281 SH SHARED 10 27281 D FIAT S P A SP ADR ORD NEW 31562188 183 26559 SH SHARED 26559 D FIAT S P A SP ADR ORD NEW 31562188 35 5141 SH SHARED 01 5141 D FIAT S P A SP ADR ORD NEW 31562188 529 76645 SH SHARED 02 76645 D FIDELITY BANKSHARES INC NEW COM 31604Q10 130 3567 SH SHARED 3567 D FIDELITY BANKSHARES INC NEW COM 31604Q10 6329 172616 SH SHARED 01 81216 91400 D FIDELITY BANKSHARES INC NEW COM 31604Q10 246 6732 SH SHARED 02 6732 D FIDELITY BANKSHARES INC NEW COM 31604Q10 355 9700 SH SHARED 05 9700 D FIDELITY BANKSHARES INC NEW COM 31604Q10 198 5400 SH SHARED 10 5400 D FIDELITY NATL FINL INC COM 31632610 4951 125042 SH SHARED 125042 D FIDELITY NATL FINL INC COM 31632610 8521 215192 SH SHARED 01 215192 D FIDELITY NATL FINL INC COM 31632610 7112 179599 SH SHARED 02 179599 D FIDELITY NATL FINL INC COM 31632610 263 6661 SH SHARED 06 6661 D FIDELITY NATL FINL INC COM 31632610 43 1100 SH SHARED 14 1100 D FIFTH THIRD BANCORP COM 31677310 77284 1395785 SH SHARED 1305785 90000 D FIFTH THIRD BANCORP COM 31677310 13347 241052 SH SHARED 01 100589 140463 D FIFTH THIRD BANCORP COM 31677310 827 14945 SH SHR/OTHR 01 14945 D FIFTH THIRD BANCORP COM 31677310 16530 298540 SH SHARED 02 298540 D FIFTH THIRD BANCORP COM 31677310 1899 34300 SH SHARED 03 4100 30200 D FIFTH THIRD BANCORP COM 31677310 761 13747 SH SHARED 05 11400 2347 D FIFTH THIRD BANCORP COM 31677310 499 9019 SH SHARED 06 8219 800 D FIFTH THIRD BANCORP COM 31677310 44 800 SH SHARED 07 800 D FIFTH THIRD BANCORP COM 31677310 17439 314965 SH SHARED 10 314965 D FIFTH THIRD BANCORP COM 31677310 2898 52350 SH SHARED 14 52350 D FILENET CORP COM 31686910 239 9000 SH SHARED 9000 D FILENET CORP COM 31686910 1356 50900 SH SHARED 01 50900 D FILENET CORP COM 31686910 449 16866 SH SHARED 02 16866 D FILENET CORP COM 31686910 103 3900 SH SHARED 10 3900 D FINANCIAL FED CORP COM 31749210 127 3800 SH SHARED 3800 D FINANCIAL FED CORP COM 31749210 28 850 SH SHARED 01 850 D FINANCIAL FED CORP COM 31749210 278 8337 SH SHARED 02 8337 D FINANCIAL INDS CORP COM 31757410 29 2200 SH SHARED 2200 D FINANCIAL INDS CORP COM 31757410 53 3958 SH SHARED 02 3958 D FINANCIAL INSTNS INC COM 31758540 59 2586 SH SHARED 2586 D FINANCIAL INSTNS INC COM 31758540 2 120 SH SHARED 01 120 D FINANCIAL INSTNS INC COM 31758540 113 4940 SH SHARED 02 4940 D FINANCIAL INSTNS INC COM 31758540 13 600 SH SHARED 10 600 D FINDWHAT COM COM 31779410 840 38881 SH SHARED 38881 D FINDWHAT COM COM 31779410 2645 122413 SH SHARED 01 122413 D FINDWHAT COM COM 31779410 276 12778 SH SHARED 02 12778 D FINISAR NOTE 5.250%10/1 31787AAC 3006 3000000 PRN SHARED 3000000 D FINISAR COM 31787A10 625 289797 SH SHARED 289797 D FINISAR COM 31787A10 55 25812 SH SHARED 01 25812 D FINISAR COM 31787A10 160 74085 SH SHARED 02 74085 D FINLAY ENTERPRISES INC COM NEW 31788420 32 1800 SH SHARED 1800 D FINLAY ENTERPRISES INC COM NEW 31788420 54 3009 SH SHARED 02 3009 D FINISH LINE INC CL A 31792310 254 6900 SH SHARED 6900 D FINISH LINE INC CL A 31792310 1097 29806 SH SHARED 29806 D FINISH LINE INC CL A 31792310 32 885 SH SHARED 01 885 D FINISH LINE INC CL A 31792310 356 9688 SH SHARED 02 9688 D FINISH LINE INC CL A 31792310 29 800 SH SHARED 10 800 D FIRST ADVANTAGE CORP CL A 31845F10 40 2601 SH SHARED 02 2601 D FIRST ALBANY COS INC COM 31846510 25 1800 SH SHARED 1800 D FIRST ALBANY COS INC COM 31846510 47 3388 SH SHARED 02 3388 D FIRST AMERN CORP CALIF DBCV 4.500% 4/1 318522AD 6 6000 PRN SHARED 01 6000 D FIRST AMERN CORP CALIF COM 31852230 179 5900 SH SHARED 5900 D FIRST AMERN CORP CALIF COM 31852230 3320 109144 SH SHARED 109144 D FIRST AMERN CORP CALIF COM 31852230 8298 272794 SH SHARED 01 258794 14000 D FIRST AMERN CORP CALIF COM 31852230 2192 72058 SH SHARED 02 72058 D FIRST AMERN CORP CALIF COM 31852230 1225 40300 SH SHARED 10 40300 D FIRST BANCORP P R COM 31867210 14 360 SH SHARED 360 D FIRST BANCORP P R COM 31867210 116 2799 SH SHARED 01 2799 D FIRST BANCORP P R COM 31867210 375 9032 SH SHARED 02 9032 D FIRST BANCORP N C COM 31891010 56 1800 SH SHARED 1800 D FIRST BANCORP N C COM 31891010 134 4282 SH SHARED 02 4282 D FIRST BUSEY CORP COM 31938310 59 2200 SH SHARED 2200 D FIRST BUSEY CORP COM 31938310 126 4669 SH SHARED 02 4669 D FIRST CASH FINL SVCS INC COM 31942D10 302 8946 SH SHARED 8946 D FIRST CASH FINL SVCS INC COM 31942D10 14 444 SH SHARED 01 444 D FIRST CASH FINL SVCS INC COM 31942D10 200 5929 SH SHARED 02 5929 D FIRST CHARTER CORP COM 31943910 158 7500 SH SHARED 7500 D FIRST CHARTER CORP COM 31943910 35 1700 SH SHARED 01 1700 D FIRST CHARTER CORP COM 31943910 310 14687 SH SHARED 02 14687 D FIRST CHARTER CORP COM 31943910 33 1600 SH SHARED 10 1600 D FIRST CTZNS BANC CORP COM NO PAR 31945920 26 1000 SH SHARED 1000 D FIRST CTZNS BANC CORP COM NO PAR 31945920 58 2174 SH SHARED 02 2174 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 244 1987 SH SHARED 1987 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 24 200 SH SHARED 01 200 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 128 1044 SH SHR/OTHR 01 1044 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 358 2918 SH SHARED 02 2918 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 11 90 SH SHARED 10 90 D FIRST COMWLTH FINL CORP PA COM 31982910 220 14900 SH SHARED 14900 D FIRST COMWLTH FINL CORP PA COM 31982910 108 7350 SH SHARED 01 7350 D FIRST COMWLTH FINL CORP PA COM 31982910 425 28809 SH SHARED 02 28809 D FIRST COMWLTH FINL CORP PA COM 31982910 91 6200 SH SHARED 10 6200 D FIRST CMNTY BANCSHARES INC N COM 31983A10 70 2300 SH SHARED 2300 D FIRST CMNTY BANCSHARES INC N COM 31983A10 140 4598 SH SHARED 02 4598 D FIRST CMNTY BANCORP CALIF COM 31983B10 232 6228 SH SHARED 6228 D FIRST CMNTY BANCORP CALIF COM 31983B10 28 774 SH SHARED 01 774 D FIRST CMNTY BANCORP CALIF COM 31983B10 253 6781 SH SHARED 02 6781 D FIRST CONSULTING GROUP INC COM 31986R10 50 8005 SH SHARED 8005 D FIRST CONSULTING GROUP INC COM 31986R10 4 794 SH SHARED 01 794 D FIRST CONSULTING GROUP INC COM 31986R10 58 9325 SH SHARED 02 9325 D FIRST FED CAP CORP COM 31996010 159 7502 SH SHARED 7502 D FIRST FED CAP CORP COM 31996010 18 862 SH SHARED 01 862 D FIRST FED CAP CORP COM 31996010 200 9417 SH SHARED 02 9417 D FIRST FED CAP CORP COM 31996010 7010 328800 SH SHARED 10 328800 D FIRST FED FINL CORP KY COM 31996110 26 1000 SH SHARED 1000 D FIRST FED FINL CORP KY COM 31996110 39 1504 SH SHARED 02 1504 D FIRST DATA CORP COM 31996310 87918 2085357 SH SHARED 2069207 16150 D FIRST DATA CORP COM 31996310 110580 2622876 SH SHARED 01 1511904 3400 1107572 D FIRST DATA CORP COM 31996310 8282 196451 SH SHR/OTHR 01 5800 190651 D FIRST DATA CORP COM 31996310 19682 466854 SH SHARED 02 466854 D FIRST DATA CORP COM 31996310 1703 40400 SH SHARED 03 40400 D FIRST DATA CORP COM 31996310 11889 282000 SH SHARED 04 282000 D FIRST DATA CORP COM 31996310 2057 48793 SH SHARED 05 40960 7833 D FIRST DATA CORP COM 31996310 5200 123349 SH SHARED 06 121208 2141 D FIRST DATA CORP COM 31996310 116537 2764163 SH SHARED 10 2764163 D FIRST DATA CORP COM 31996310 739 17548 SH SHARED 14 17548 D FIRST DEFIANCE FINL CORP COM 32006W10 35 1300 SH SHARED 1300 D FIRST DEFIANCE FINL CORP COM 32006W10 63 2349 SH SHARED 02 2349 D FIRST FED BANCSHARES ARK INC COM 32020F10 13 642 SH SHARED 642 D FIRST FED BANCSHARES ARK INC COM 32020F10 3 158 SH SHARED 01 158 D FIRST FINL BANKSHARES COM 32020R10 140 3500 SH SHARED 3500 D FIRST FINL BANKSHARES COM 32020R10 92 2300 SH SHARED 01 2300 D FIRST FINL BANKSHARES COM 32020R10 268 6677 SH SHARED 02 6677 D FIRST FINL BANKSHARES COM 32020R10 92 2300 SH SHARED 10 2300 D FIRST FINL BANCORP OH COM 32020910 185 10045 SH SHARED 10045 D FIRST FINL BANCORP OH COM 32020910 27 1491 SH SHARED 01 1491 D FIRST FINL BANCORP OH COM 32020910 329 17817 SH SHARED 02 17817 D FIRST FINL CORP IND COM 32021810 102 3500 SH SHARED 3500 D FIRST FINL CORP IND COM 32021810 199 6822 SH SHARED 02 6822 D FIRST FINL CORP IND COM 32021810 26 900 SH SHARED 10 900 D FIRST FINL HLDGS INC COM 32023910 146 4884 SH SHARED 4884 D FIRST FINL HLDGS INC COM 32023910 36 1217 SH SHARED 01 1217 D FIRST FINL HLDGS INC COM 32023910 186 6216 SH SHARED 02 6216 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 28361 1799600 SH SHARED 1777600 22000 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 2713 172200 SH SHARED 01 172200 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 317 20115 SH SHARED 02 20115 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 527 33500 SH SHARED 10 33500 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 564 14282 SH SHARED 14282 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 2542 64375 SH SHARED 01 54225 10150 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 374 9490 SH SHR/OTHR 01 5100 4390 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 758 19200 SH SHARED 02 19200 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 12497 316400 SH SHARED 10 316400 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 56883 1440100 SH SHARED 11 1440100 D FIRST IND CORP COM 32054R10 121 6006 SH SHARED 6006 D FIRST IND CORP COM 32054R10 31 1540 SH SHARED 01 1540 D FIRST IND CORP COM 32054R10 115 5751 SH SHARED 02 5751 D FIRST ISRAEL FD INC COM 32063L10 46 3800 SH SHARED 3800 D FIRST LONG IS CORP COM 32073410 55 1100 SH SHARED 1100 D FIRST LONG IS CORP COM 32073410 90 1800 SH SHARED 02 1800 D FIRST M & F CORP COM 32074410 36 1100 SH SHARED 1100 D FIRST M & F CORP COM 32074410 56 1699 SH SHARED 02 1699 D FIRST MARBLEHEAD CORP COM 32077110 194 6600 SH SHARED 6600 D FIRST MARBLEHEAD CORP COM 32077110 26778 909300 SH SHARED 01 879300 5400 24600 D FIRST MARBLEHEAD CORP COM 32077110 199 6762 SH SHARED 02 6762 D FIRST MARBLEHEAD CORP COM 32077110 30452 1034035 SH SHARED 10 1034035 D FIRST MERCHANTS CORP COM 32081710 115 4800 SH SHARED 4800 D FIRST MERCHANTS CORP COM 32081710 6 259 SH SHARED 01 259 D FIRST MERCHANTS CORP COM 32081710 224 9345 SH SHARED 02 9345 D FIRST MIDWEST BANCORP DEL COM 32086710 108 3177 SH SHARED 3177 D FIRST MIDWEST BANCORP DEL COM 32086710 97 2853 SH SHARED 01 2853 D FIRST MIDWEST BANCORP DEL COM 32086710 333 9749 SH SHARED 02 9749 D FIRST MIDWEST FINL INC COM 32087810 2 100 SH SHARED 02 100 D FIRST HEALTH GROUP CORP COM 32096010 3254 148873 SH SHARED 148873 D FIRST HEALTH GROUP CORP COM 32096010 607 27800 SH SHARED 01 27800 D FIRST HEALTH GROUP CORP COM 32096010 807 36922 SH SHARED 02 36922 D FIRST NATL BANKSHRS FL INC N COM 32110010 42 2446 SH SHARED 01 1614 832 D FIRST NATL BANKSHRS FL INC N COM 32110010 164 9339 SH SHARED 02 9339 D FIRST NIAGARA FINL GP INC COM 33582V10 286 21000 SH SHARED 21000 D FIRST NIAGARA FINL GP INC COM 33582V10 10800 791843 SH SHARED 01 752943 38900 D FIRST NIAGARA FINL GP INC COM 33582V10 531 38985 SH SHARED 02 38985 D FIRST NIAGARA FINL GP INC COM 33582V10 9311 682638 SH SHARED 10 682638 D FIRST OAK BROOK BANCSHARES I COM 33584720 54 1800 SH SHARED 1800 D FIRST OAK BROOK BANCSHARES I COM 33584720 117 3844 SH SHARED 02 3844 D FIRST POTOMAC RLTY TR COM 33610F10 3553 170000 SH SHARED 11 170000 D FIRST PL FINL CORP COM 33610T10 50 2800 SH SHARED 2800 D FIRST PL FINL CORP COM 33610T10 104 5737 SH SHARED 02 5737 D FIRST REP BK SAN FRANCISCO COM 33615810 272 7055 SH SHARED 7055 D FIRST REP BK SAN FRANCISCO COM 33615810 705 18296 SH SHARED 01 18296 D FIRST REP BK SAN FRANCISCO COM 33615810 262 6816 SH SHARED 02 6816 D FIRST REP BK SAN FRANCISCO COM 33615810 682 17700 SH SHARED 10 17700 D FIRST SENTINEL BANCORP INC COM 33640T10 110 5242 SH SHARED 5242 D FIRST SENTINEL BANCORP INC COM 33640T10 1705 80652 SH SHARED 01 80652 D FIRST SENTINEL BANCORP INC COM 33640T10 247 11686 SH SHARED 02 11686 D FIRST SENTINEL BANCORP INC COM 33640T10 1689 79900 SH SHARED 10 79900 D FIRST ST BANCORPORATION COM 33645310 64 2100 SH SHARED 2100 D FIRST ST BANCORPORATION COM 33645310 112 3669 SH SHARED 02 3669 D FIRST SOUTH BANCORP INC VA COM 33646W10 38 1000 SH SHARED 1000 D FIRST SOUTH BANCORP INC VA COM 33646W10 54 1409 SH SHARED 02 1409 D 1ST SOURCE CORP COM 33690110 79 3200 SH SHARED 3200 D 1ST SOURCE CORP COM 33690110 227 9191 SH SHARED 02 9191 D 1ST SOURCE CORP COM 33690110 28 1170 SH SHARED 10 1170 D FIRST TENN NATL CORP COM 33716210 13465 282300 SH SHARED 282300 D FIRST TENN NATL CORP COM 33716210 1023 21456 SH SHARED 01 21456 D FIRST TENN NATL CORP COM 33716210 3943 82670 SH SHARED 02 82670 D FIRST TENN NATL CORP COM 33716210 15 335 SH SHARED 05 335 D FIRST TENN NATL CORP COM 33716210 47 1000 SH SHARED 06 1000 D FIRST TENN NATL CORP COM 33716210 2455 51474 SH SHARED 10 51474 D FIRST TENN NATL CORP COM 33716210 44 931 SH SHARED 14 931 D FIRST TR VALUE LINE 100 FD COM SHS 33735D10 331 19600 SH SHARED 19600 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 639 203523 SH SHARED 203523 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 42 13659 SH SHARED 01 13659 D FIRST UN REAL EST EQ&MTG INV PFD CONV SER A 33740030 1473 59400 SH SHARED 59400 D FIRST UTD CORP COM 33741H10 43 1900 SH SHARED 1900 D FIRST UTD CORP COM 33741H10 67 2914 SH SHARED 02 2914 D FIRSTBANK CORP MICH COM 33761G10 45 1700 SH SHARED 1700 D FIRSTBANK CORP MICH COM 33761G10 69 2624 SH SHARED 02 2624 D FIRST YRS INC COM 33761010 143 8400 SH SHARED 8400 D FISERV INC COM 33773810 25468 711995 SH SHARED 706395 5600 D FISERV INC COM 33773810 10805 302080 SH SHARED 01 198470 103610 D FISERV INC COM 33773810 171 4800 SH SHR/OTHR 01 4800 D FISERV INC COM 33773810 3838 107321 SH SHARED 02 107321 D FISERV INC COM 33773810 24 677 SH SHARED 05 200 477 D FISERV INC COM 33773810 59 1650 SH SHARED 06 1650 D FISERV INC COM 33773810 77885 2177384 SH SHARED 10 2177384 D FISERV INC COM 33773810 748 20918 SH SHARED 14 20918 D FISHER COMMUNICATIONS INC COM 33775620 63 1300 SH SHARED 1300 D FISHER COMMUNICATIONS INC COM 33775620 190 3893 SH SHARED 02 3893 D FIRSTFED FINL CORP COM 33790710 189 4100 SH SHARED 4100 D FIRSTFED FINL CORP COM 33790710 675 14642 SH SHARED 14642 D FIRSTFED FINL CORP COM 33790710 4640 100606 SH SHARED 01 100606 D FIRSTFED FINL CORP COM 33790710 382 8285 SH SHARED 02 8285 D FIRSTFED FINL CORP COM 33790710 12948 280690 SH SHARED 10 280690 D FIRSTMERIT CORP COM 33791510 6233 239305 SH SHARED 239305 D FIRSTMERIT CORP COM 33791510 1488 57141 SH SHARED 01 57141 D FIRSTMERIT CORP COM 33791510 516 19823 SH SHARED 02 19823 D FIRSTFED AMER BANCORP INC COM 33792910 23518 843854 SH SHARED 843854 D FIRSTFED AMER BANCORP INC COM 33792910 933 33500 SH SHARED 01 33500 D FIRSTFED AMER BANCORP INC COM 33792910 214 7700 SH SHARED 02 7700 D FIRSTFED AMER BANCORP INC COM 33792910 448 16100 SH SHARED 10 16100 D FLAGSTAR BANCORP INC COM 33793010 1256 49002 SH SHARED 49002 D FLAGSTAR BANCORP INC COM 33793010 7606 296546 SH SHARED 01 296546 D FLAGSTAR BANCORP INC COM 33793010 703 27445 SH SHARED 02 27445 D FLAGSTAR BANCORP INC COM 33793010 3913 152590 SH SHARED 10 152590 D FIRSTENERGY CORP COM 33793210 67832 1735731 SH SHARED 1735731 D FIRSTENERGY CORP COM 33793210 2601 66567 SH SHARED 01 58121 8446 D FIRSTENERGY CORP COM 33793210 112 2888 SH SHR/OTHR 01 2888 D FIRSTENERGY CORP COM 33793210 5929 151729 SH SHARED 02 151729 D FIRSTENERGY CORP COM 33793210 69 1785 SH SHARED 05 200 1585 D FIRSTENERGY CORP COM 33793210 123 3150 SH SHARED 06 3150 D FIRSTENERGY CORP COM 33793210 5286 135282 SH SHARED 10 135282 D FIRSTENERGY CORP COM 33793210 109 2800 SH SHARED 14 2800 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 4061 73792 SH SHARED 73792 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 7320 133000 SH SHARED 01 119700 13300 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 2426 44090 SH SHARED 02 44090 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 8863 161040 SH SHARED 10 161040 D FIVE STAR QUALITY CARE INC COM 33832D10 0 228 SH SHARED 228 D FIVE STAR QUALITY CARE INC COM 33832D10 0 1 SH SHARED 01 1 D FLAG FINL CORP COM 33832H10 23 1800 SH SHARED 1800 D FLAG FINL CORP COM 33832H10 41 3203 SH SHARED 02 3203 D FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 4 161 SH SHARED 161 D FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 1 39 SH SHARED 01 39 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 398 15400 SH SHR/OTHR 15400 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 31 1200 SH SHARED 1200 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 308 11900 SH SHARED 01 11900 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 30 1166 SH SHARED 02 1166 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 10647 411100 SH SHARED 10 411100 D FLEETBOSTON FINL CORP COM 33903010 1150025 25613030 SH SHARED 24982291 630739 D FLEETBOSTON FINL CORP COM 33903010 153717 3423561 SH SHARED 01 1972389 1451172 D FLEETBOSTON FINL CORP COM 33903010 3301 73525 SH SHR/OTHR 01 4200 69325 D FLEETBOSTON FINL CORP COM 33903010 70795 1576730 SH SHARED 02 1576730 D FLEETBOSTON FINL CORP COM 33903010 4144 92300 SH SHARED 04 92300 D FLEETBOSTON FINL CORP COM 33903010 233 5201 SH SHARED 05 955 4246 D FLEETBOSTON FINL CORP COM 33903010 1081 24087 SH SHARED 06 22087 2000 D FLEETBOSTON FINL CORP COM 33903010 67 1500 SH SHARED 07 1500 D FLEETBOSTON FINL CORP COM 33903010 200439 4464122 SH SHARED 10 4464122 D FLEETBOSTON FINL CORP COM 33903010 2417 53832 SH SHARED 14 53832 D FLEETWOOD ENTERPRISES INC COM 33909910 1950 158800 SH SHARED 84500 74300 D FLEETWOOD ENTERPRISES INC COM 33909910 0 1 SH SHARED 01 1 D FLEETWOOD ENTERPRISES INC COM 33909910 186 15176 SH SHARED 02 15176 D FLEETWOOD ENTERPRISES INC COM 33909910 9137 744100 SH SHARED 10 744100 D FLORIDA BANKS INC COM 34056010 44 2000 SH SHARED 01 2000 D FLORIDA EAST COAST INDS COM 34063210 136 3800 SH SHARED 3800 D FLORIDA EAST COAST INDS COM 34063210 674 18822 SH SHARED 01 1400 17422 D FLORIDA EAST COAST INDS COM 34063210 143 4000 SH SHR/OTHR 01 4000 D FLORIDA EAST COAST INDS COM 34063210 882 24634 SH SHARED 02 24634 D FLORIDA ROCK INDS INC COM 34114010 503 11955 SH SHARED 11955 D FLORIDA ROCK INDS INC COM 34114010 732 17370 SH SHARED 01 1650 15720 D FLORIDA ROCK INDS INC COM 34114010 189 4500 SH SHR/OTHR 01 1500 3000 D FLORIDA ROCK INDS INC COM 34114010 428 10171 SH SHARED 02 10171 D FLORIDA ROCK INDS INC COM 34114010 8326 197550 SH SHARED 10 197550 D FLORIDAFIRST BANCORP INC NEW COM 34325810 80 2986 SH SHARED 2986 D FLORIDAFIRST BANCORP INC NEW COM 34325810 8 318 SH SHARED 01 318 D FLORIDAFIRST BANCORP INC NEW COM 34325810 68 2534 SH SHARED 02 2534 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 566 560000 PRN SHARED 02 560000 D FLUOR CORP NEW COM 34341210 17467 451465 SH SHARED 319365 132100 D FLUOR CORP NEW COM 34341210 722 18663 SH SHARED 01 17663 1000 D FLUOR CORP NEW COM 34341210 1618 41827 SH SHARED 02 41827 D FLUOR CORP NEW COM 34341210 13 356 SH SHARED 05 356 D FLUOR CORP NEW COM 34341210 27 700 SH SHARED 06 700 D FLUOR CORP NEW COM 34341210 1408 36400 SH SHARED 10 36400 D FLOWERS FOODS INC COM 34349810 238 9100 SH SHARED 9100 D FLOWERS FOODS INC COM 34349810 5661 215767 SH SHARED 01 215767 D FLOWERS FOODS INC COM 34349810 857 32692 SH SHARED 02 32692 D FLOWERS FOODS INC COM 34349810 4832 184150 SH SHARED 10 184150 D FLOWSERVE CORP COM 34354P10 1272 60735 SH SHARED 60735 D FLOWSERVE CORP COM 34354P10 5308 253398 SH SHARED 01 253398 D FLOWSERVE CORP COM 34354P10 682 32586 SH SHARED 02 32586 D FLOWSERVE CORP COM 34354P10 34 1640 SH SHARED 06 1640 D FLOWSERVE CORP COM 34354P10 4456 212700 SH SHARED 10 212700 D FLUSHING FINL CORP COM 34387310 406 22449 SH SHARED 22449 D FLUSHING FINL CORP COM 34387310 70 3899 SH SHARED 01 3899 D FLUSHING FINL CORP COM 34387310 159 8817 SH SHARED 02 8817 D FOAMEX INTL INC COM 34412310 53 16083 SH SHARED 16083 D FOAMEX INTL INC COM 34412310 13 3987 SH SHARED 01 3987 D FOG CUTTER CAP GROUP INC COM 34416Q10 9 1500 SH SHARED 1500 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 5233 106213 SH SHARED 105563 650 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 14317 290594 SH SHARED 01 290594 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 886 18000 SH SHARED 04 18000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 4712 95652 SH SHARED 05 95652 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2766 56151 SH SHARED 09 56151 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 23447 475891 SH SHARED 10 475891 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2453 49791 SH SHARED 12 49791 D FOOT LOCKER INC COM 34484910 122 4758 SH SHARED 3758 1000 D FOOT LOCKER INC COM 34484910 2936 113800 SH SHARED 01 113800 D FOOT LOCKER INC COM 34484910 77 3000 SH SHR/OTHR 01 3000 D FOOT LOCKER INC COM 34484910 808 31336 SH SHARED 02 31336 D FOOT LOCKER INC COM 34484910 645 25000 SH SHARED 04 25000 D FOOT LOCKER INC COM 34484910 832 32260 SH SHARED 10 32260 D FOOTHILL INDPT BANCORP COM 34490510 28 1300 SH SHARED 1300 D FOOTHILL INDPT BANCORP COM 34490510 53 2444 SH SHARED 02 2444 D FORBES MEDI-TECH INC COM 34490710 182 25000 SH SHR/OTHR 25000 D FORD MTR CO DEL COM PAR $0.01 34537086 472 34800 SH SHARED 34800 D FORD MTR CO DEL COM PAR $0.01 34537086 124111 9145989 SH SHARED 7754906 1391083 D FORD MTR CO DEL COM PAR $0.01 34537086 3184 234678 SH SHARED 01 221861 12817 D FORD MTR CO DEL COM PAR $0.01 34537086 909 67039 SH SHR/OTHR 01 67039 D FORD MTR CO DEL COM PAR $0.01 34537086 12924 952413 SH SHARED 02 952413 D FORD MTR CO DEL COM PAR $0.01 34537086 550 40598 SH SHARED 05 1400 39198 D FORD MTR CO DEL COM PAR $0.01 34537086 572 42203 SH SHARED 06 38103 4100 D FORD MTR CO DEL COM PAR $0.01 34537086 50101 3692046 SH SHARED 10 3692046 D FORD MTR CO DEL COM PAR $0.01 34537086 173 12816 SH SHARED 14 12816 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 43048 811470 SH SHARED 200000 611470 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 31 600 SH SHARED 01 600 D FORDING CDN COAL TR TR UNIT 34542510 415 10300 SH SHARED 10300 D FORDING CDN COAL TR TR UNIT 34542510 47 1173 SH SHR/OTHR 01 1173 D FOREST CITY ENTERPRISES INC CL A 34555010 12 231 SH SHARED 231 D FOREST CITY ENTERPRISES INC CL A 34555010 51 957 SH SHARED 01 957 D FOREST CITY ENTERPRISES INC CL A 34555010 149 2778 SH SHARED 02 2778 D FOREST LABS INC COM 34583810 113926 1590711 SH SHARED 1576411 14300 D FOREST LABS INC COM 34583810 56356 786877 SH SHARED 01 222464 5440 558973 D FOREST LABS INC COM 34583810 8045 112340 SH SHR/OTHR 01 19121 93219 D FOREST LABS INC COM 34583810 13521 188792 SH SHARED 02 188792 D FOREST LABS INC COM 34583810 6589 92000 SH SHARED 04 92000 D FOREST LABS INC COM 34583810 1349 18849 SH SHARED 05 17200 1649 D FOREST LABS INC COM 34583810 4832 67470 SH SHARED 06 67470 D FOREST LABS INC COM 34583810 14505 202539 SH SHARED 10 202539 D FOREST LABS INC COM 34583810 10125 141378 SH SHARED 14 141378 D FOREST OIL CORP COM PAR $0.01 34609170 2913 115374 SH SHARED 110714 4660 D FOREST OIL CORP COM PAR $0.01 34609170 431 17100 SH SHARED 01 17100 D FOREST OIL CORP COM PAR $0.01 34609170 3190 126364 SH SHARED 02 126364 D FORMFACTOR INC COM 34637510 363 17392 SH SHARED 17392 D FORMFACTOR INC COM 34637510 387 18539 SH SHARED 02 18539 D FORMFACTOR INC COM 34637510 907 43420 SH SHARED 10 43420 D FORRESTER RESH INC COM 34656310 105 5577 SH SHARED 5577 D FORRESTER RESH INC COM 34656310 9 490 SH SHARED 01 490 D FORRESTER RESH INC COM 34656310 134 7085 SH SHARED 02 7085 D FORTUNE BRANDS INC COM 34963110 19 250 SH SHARED 250 D FORTUNE BRANDS INC COM 34963110 71812 937134 SH SHARED 937134 D FORTUNE BRANDS INC COM 34963110 70918 925464 SH SHARED 01 252284 673180 D FORTUNE BRANDS INC COM 34963110 13209 172378 SH SHR/OTHR 01 23105 149273 D FORTUNE BRANDS INC COM 34963110 6632 86553 SH SHARED 02 86553 D FORTUNE BRANDS INC COM 34963110 80 1048 SH SHARED 05 200 848 D FORTUNE BRANDS INC COM 34963110 615 8028 SH SHARED 06 7728 300 D FORTUNE BRANDS INC COM 34963110 5993 78219 SH SHARED 10 78219 D FORTUNE BRANDS INC COM 34963110 3090 40333 SH SHARED 14 40333 D FORWARD AIR CORP COM 34985310 447 13625 SH SHARED 13625 D FORWARD AIR CORP COM 34985310 22 680 SH SHARED 01 680 D FORWARD AIR CORP COM 34985310 5074 154394 SH SHARED 02 154394 D FOSSIL INC COM 34988210 143 4300 SH SHARED 4300 D FOSSIL INC COM 34988210 295 8871 SH SHARED 8871 D FOSSIL INC COM 34988210 146 4412 SH SHARED 01 4412 D FOSSIL INC COM 34988210 814 24489 SH SHARED 02 24489 D FOSSIL INC COM 34988210 65 1965 SH SHARED 10 1965 D FOUNDRY NETWORKS INC COM 35063R10 4920 286549 SH SHARED 286549 D FOUNDRY NETWORKS INC COM 35063R10 2273 132433 SH SHARED 01 132433 D FOUNDRY NETWORKS INC COM 35063R10 2752 160291 SH SHARED 02 160291 D FOUNDRY NETWORKS INC COM 35063R10 3434 200000 SH SHARED 04 200000 D FOUNDRY NETWORKS INC COM 35063R10 2144 124900 SH SHARED 10 124900 D FOUNDRY NETWORKS INC COM 35063R10 20 1200 SH SHARED 14 1200 D 4 KIDS ENTMT INC COM 35086510 174 7807 SH SHARED 7807 D 4 KIDS ENTMT INC COM 35086510 134 6028 SH SHARED 02 6028 D 4 KIDS ENTMT INC COM 35086510 29 1340 SH SHARED 10 1340 D FOUR SEASONS HOTEL INC NOTE 9/2 35100EAD 1144 3500000 PRN SHARED 3500000 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 3481 65566 SH SHARED 30409 35157 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 544 10246 SH SHARED 02 10246 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 1640 30900 SH SHARED 05 23300 7600 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 2049 38600 SH SHARED 06 38600 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 1239 23335 SH SHARED 10 23335 D FOX ENTMT GROUP INC CL A 35138T10 8847 326483 SH SHARED 255543 70940 D FOX ENTMT GROUP INC CL A 35138T10 1377 50848 SH SHARED 01 50848 D FOX ENTMT GROUP INC CL A 35138T10 1182 43650 SH SHARED 02 43650 D FOX ENTMT GROUP INC CL A 35138T10 374 13824 SH SHARED 06 13824 D FOX ENTMT GROUP INC CL A 35138T10 54 2000 SH SHARED 14 2000 D FRANCE GROWTH FD INC COM 35177K10 7854 1028100 SH SHARED 1028100 D FRANCE TELECOM SPONSORED ADR 35177Q10 1422 55475 SH SHARED 53875 1600 D FRANCE TELECOM SPONSORED ADR 35177Q10 565 22037 SH SHARED 01 10925 11112 D FRANCE TELECOM SPONSORED ADR 35177Q10 2360 92067 SH SHARED 02 92067 D FRANKLIN BANCORP INC MICH COM 35242V10 52 2525 SH SHARED 01 2525 D FRANKLIN BK CORP DEL COM 35245110 4525 244500 SH SHARED 01 213900 30600 D FRANKLIN BK CORP DEL COM 35245110 202 10931 SH SHARED 02 10931 D FRANKLIN BK CORP DEL COM 35245110 422 22800 SH SHARED 05 22800 D FRANKLIN ELEC INC COM 35351410 108 1700 SH SHARED 1700 D FRANKLIN ELEC INC COM 35351410 1914 30065 SH SHARED 01 30065 D FRANKLIN ELEC INC COM 35351410 379 5954 SH SHARED 02 5954 D FRANKLIN ELEC INC COM 35351410 1884 29600 SH SHARED 10 29600 D FRANKLIN FINL CORP TENN COM NEW 35352320 31 1000 SH SHARED 1000 D FRANKLIN FINL CORP TENN COM NEW 35352320 375 11912 SH SHARED 01 11912 D FRANKLIN FINL CORP TENN COM NEW 35352320 62 1996 SH SHARED 02 1996 D FRANKLIN RES INC NOTE 5/1 354613AC 68308105740000 PRN SHARED 105740000 D FRANKLIN RES INC NOTE 5/1 354613AC 93 145000 PRN SHARED 02 145000 D FRANKLIN RES INC COM 35461310 34274 615562 SH SHARED 613037 2525 D FRANKLIN RES INC COM 35461310 6993 125598 SH SHARED 01 73895 51703 D FRANKLIN RES INC COM 35461310 915 16445 SH SHR/OTHR 01 16445 D FRANKLIN RES INC COM 35461310 8520 153034 SH SHARED 02 153034 D FRANKLIN RES INC COM 35461310 52 949 SH SHARED 05 949 D FRANKLIN RES INC COM 35461310 66 1200 SH SHARED 06 1200 D FRANKLIN RES INC COM 35461310 8764 157403 SH SHARED 10 157403 D FRANKLIN RES INC COM 35461310 89 1600 SH SHARED 14 1600 D FRANKLIN UNVL TR SH BEN INT 35514510 191 32600 SH SHARED 32600 D FREDS INC CL A 35610810 718 29681 SH SHARED 29681 D FREDS INC CL A 35610810 9330 385241 SH SHARED 01 359288 25953 D FREDS INC CL A 35610810 470 19435 SH SHARED 02 19435 D FREDS INC CL A 35610810 3045 125755 SH SHARED 10 125755 D FREEMARKETS INC COM 35660210 403 49071 SH SHARED 49071 D FREEMARKETS INC COM 35660210 1009 122714 SH SHARED 01 122714 D FREEMARKETS INC COM 35660210 152 18475 SH SHARED 02 18475 D FREEPORT-MCMORAN COPPER & GO NOTE 8.250% 1/3 35671DAF 38055 12975000 PRN SHARED 12975000 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 716 560000 PRN SHARED 560000 D FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/1 35671DAK 5 4500 PRN SHARED 01 4500 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 63411 1622201 SH SHARED 1019359 602842 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 12355 316080 SH SHARED 01 185585 630 129865 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 495 12669 SH SHR/OTHR 01 1850 10819 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 7918 202579 SH SHARED 02 202379 200 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 1954 50000 SH SHARED 04 50000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 188 4827 SH SHARED 05 4000 827 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 10666 272876 SH SHARED 10 272876 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 48 1246 SH SHARED 14 1246 D FREMONT GEN CORP COM 35728810 498 16300 SH SHARED 16300 D FREMONT GEN CORP COM 35728810 936 30595 SH SHARED 02 30595 D FREMONT GEN CORP COM 35728810 8589 280700 SH SHARED 10 280700 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 31414 1437718 SH SHARED 1420418 17300 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 98 4497 SH SHARED 01 4497 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 10 472 SH SHR/OTHR 01 472 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 3124 143017 SH SHARED 02 143017 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 8928 330796 SH SHARED 155796 175000 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 15042 557330 SH SHARED 01 557330 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 80 3000 SH SHR/OTHR 01 3000 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 209 7780 SH SHARED 02 7780 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 1214 45000 SH SHARED 04 45000 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 26668 988075 SH SHARED 10 988075 D FRIEDMANS INC CL A 35843810 236 40860 SH SHARED 40860 D FRIEDMANS INC CL A 35843810 51 8916 SH SHARED 01 8916 D FRIEDMANS INC CL A 35843810 55 9591 SH SHARED 02 9591 D FRONTIER AIRLINES INC NEW COM 35906510 26 2500 SH SHARED 2500 D FRONTIER AIRLINES INC NEW COM 35906510 117 11268 SH SHARED 11268 D FRONTIER AIRLINES INC NEW COM 35906510 5377 516032 SH SHARED 01 499832 3100 13100 D FRONTIER AIRLINES INC NEW COM 35906510 196 18827 SH SHARED 02 18827 D FRONTIER AIRLINES INC NEW COM 35906510 4964 476410 SH SHARED 10 476410 D FRONTIER FINL CORP WASH COM 35907K10 134 3900 SH SHARED 3900 D FRONTIER FINL CORP WASH COM 35907K10 20 600 SH SHARED 01 600 D FRONTIER FINL CORP WASH COM 35907K10 274 7949 SH SHARED 02 7949 D FRONTIER FINL CORP WASH COM 35907K10 20 600 SH SHARED 10 600 D FRONTIER OIL CORP COM 35914P10 3423 176634 SH SHARED 176634 D FRONTIER OIL CORP COM 35914P10 463 23940 SH SHARED 01 23940 D FRONTIER OIL CORP COM 35914P10 249 12894 SH SHARED 02 12894 D FRONTIER OIL CORP COM 35914P10 5614 289700 SH SHARED 10 289700 D FUELCELL ENERGY INC COM 35952H10 667 49189 SH SHARED 49189 D FUELCELL ENERGY INC COM 35952H10 296 21884 SH SHARED 02 21884 D FUJI PHOTO FILM LTD ADR 35958630 383 12104 SH SHARED 01 12104 D FULLER H B CO COM 35969410 273 9605 SH SHARED 9605 D FULLER H B CO COM 35969410 2 95 SH SHARED 01 95 D FULLER H B CO COM 35969410 396 13944 SH SHARED 02 13944 D FULLER H B CO COM 35969410 23 810 SH SHARED 10 810 D FULTON FINL CORP PA COM 36027110 69 3143 SH SHARED 3143 D FULTON FINL CORP PA COM 36027110 70 3162 SH SHARED 01 2942 220 D FULTON FINL CORP PA COM 36027110 244 10976 SH SHARED 02 10976 D FULTON FINL CORP PA COM 36027110 7518 337595 SH SHARED 10 337595 D FURNITURE BRANDS INTL INC COM 36092110 376 11700 SH SHARED 11700 D FURNITURE BRANDS INTL INC COM 36092110 1131 35128 SH SHARED 35128 D FURNITURE BRANDS INTL INC COM 36092110 19690 611520 SH SHARED 01 444545 166975 D FURNITURE BRANDS INTL INC COM 36092110 421 13105 SH SHARED 02 13105 D FURNITURE BRANDS INTL INC COM 36092110 3880 120500 SH SHARED 10 120500 D G & K SVCS INC CL A 36126810 167 4500 SH SHARED 4500 D G & K SVCS INC CL A 36126810 344 9252 SH SHARED 01 900 8352 D G & K SVCS INC CL A 36126810 314 8455 SH SHARED 02 8455 D GA FINL INC COM 36143710 49 1401 SH SHARED 1401 D GA FINL INC COM 36143710 3 99 SH SHARED 01 99 D GA FINL INC COM 36143710 76 2172 SH SHARED 02 2172 D GATX CORP NOTE 7.500% 2/0 361448AC 2 2000 PRN SHARED 01 2000 D GATX CORP COM 36144810 305 13800 SH SHARED 13800 D GATX CORP COM 36144810 2862 129100 SH SHARED 01 129100 D GATX CORP COM 36144810 2222 100244 SH SHARED 02 100244 D GATX CORP COM 36144810 2804 126500 SH SHARED 10 126500 D G B & T BANCSHARES INC COM 36146210 47 1700 SH SHARED 1700 D G B & T BANCSHARES INC COM 36146210 80 2866 SH SHARED 02 2866 D GEO GROUP INC COM 36159R10 161 7005 SH SHARED 7005 D GEO GROUP INC COM 36159R10 26 1166 SH SHARED 01 1166 D GEO GROUP INC COM 36159R10 101 4418 SH SHARED 02 4418 D GP STRATEGIES CORP COM 36225V10 92 13453 SH SHARED 10000 3453 D GSI COMMERCE INC COM 36238G10 44 4410 SH SHARED 4410 D GSI COMMERCE INC COM 36238G10 24 2401 SH SHARED 01 2300 101 D GSI COMMERCE INC COM 36238G10 76 7531 SH SHARED 02 7531 D GTSI CORP COM 36238K10 95 7942 SH SHARED 7942 D GTC BIOTHERAPEUTICS INC COM 36238T10 1937 880616 SH SHARED 287845 592771 D GTC BIOTHERAPEUTICS INC COM 36238T10 35 16112 SH SHARED 02 16112 D GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 2597 278400 SH SHARED 278400 D GABELLI ASSET MGMT INC CL A 36239Y10 145 3602 SH SHARED 3602 D GABELLI ASSET MGMT INC CL A 36239Y10 144 3598 SH SHARED 01 3598 D GABELLI ASSET MGMT INC CL A 36239Y10 157 3900 SH SHARED 02 3900 D GABELLI ASSET MGMT INC CL A 36239Y10 136 3400 SH SHARED 10 3400 D GABELLI EQUITY TR INC COM 36239710 258 30000 SH SHR/OTHR 01 30000 D GABELLI UTIL TR COM 36240A10 29 3000 SH SHR/OTHR 01 3000 D GABELLI CONV & INCOME SECS F CONV SECS FD 36240B10 74 6666 SH SHR/OTHR 01 6666 D GABLES RESIDENTIAL TR SH BEN INT 36241810 261 7200 SH SHARED 7200 D GABLES RESIDENTIAL TR SH BEN INT 36241810 841 23200 SH SHARED 01 23200 D GABLES RESIDENTIAL TR SH BEN INT 36241810 29 815 SH SHR/OTHR 01 815 D GABLES RESIDENTIAL TR SH BEN INT 36241810 503 13900 SH SHARED 02 13900 D GABLES RESIDENTIAL TR SH BEN INT 36241810 18984 523700 SH SHARED 10 523700 D GABLES RESIDENTIAL TR SH BEN INT 36241810 61635 1700300 SH SHARED 11 1700300 D GAIAM INC CL A 36268Q10 8 1463 SH SHARED 1463 D GAIAM INC CL A 36268Q10 2 362 SH SHARED 01 362 D GALEN HLDGS PLC SPONSORED ADR 36324010 1 18 SH SHARED 18 D GALEN HLDGS PLC SPONSORED ADR 36324010 12149 197425 SH SHARED 02 197425 D GALLAGHER ARTHUR J & CO COM 36357610 2846 87392 SH SHARED 72292 15100 D GALLAGHER ARTHUR J & CO COM 36357610 968 29751 SH SHARED 01 29751 D GALLAGHER ARTHUR J & CO COM 36357610 1540 47283 SH SHARED 02 47283 D GALLAGHER ARTHUR J & CO COM 36357610 5774 177300 SH SHARED 10 177300 D GALLAHER GROUP PLC SPONSORED ADR 36359510 3505 72994 SH SHARED 72394 600 D GALLAHER GROUP PLC SPONSORED ADR 36359510 769 16026 SH SHARED 01 14526 1500 D GALLAHER GROUP PLC SPONSORED ADR 36359510 537 11185 SH SHR/OTHR 01 11185 D GALLAHER GROUP PLC SPONSORED ADR 36359510 11848 246682 SH SHARED 02 246682 D GALYANS TRADING INC COM 36458R10 349 34695 SH SHARED 34695 D GALYANS TRADING INC COM 36458R10 33 3302 SH SHARED 02 3302 D GAMESTOP CORP CL A 36466R10 555 30842 SH SHARED 30842 D GAMESTOP CORP CL A 36466R10 241 13415 SH SHARED 01 13415 D GAMESTOP CORP CL A 36466R10 190 10593 SH SHARED 02 10593 D GANNETT INC COM 36473010 153476 1741276 SH SHARED 1648358 92918 D GANNETT INC COM 36473010 102533 1163305 SH SHARED 01 170977 992328 D GANNETT INC COM 36473010 22978 260705 SH SHR/OTHR 01 15485 245220 D GANNETT INC COM 36473010 10840 122992 SH SHARED 02 122992 D GANNETT INC COM 36473010 9254 105000 SH SHARED 04 105000 D GANNETT INC COM 36473010 5689 64553 SH SHARED 05 17550 47003 D GANNETT INC COM 36473010 1226 13920 SH SHARED 06 13470 450 D GANNETT INC COM 36473010 18843 213789 SH SHARED 10 213789 D GANNETT INC COM 36473010 202 2300 SH SHARED 14 2300 D GAP INC DEL NOTE 5.750% 3/1 364760AJ 9689 6701000 PRN SHARED 3000000 3701000 D GAP INC DEL NOTE 5.750% 3/1 364760AJ 7 5410 PRN SHARED 01 5410 D GAP INC DEL NOTE 5.750% 3/1 364760AJ 7234 5003000 PRN SHARED 02 5003000 D GAP INC DEL COM 36476010 67454 3077321 SH SHARED 2798467 278854 D GAP INC DEL COM 36476010 38102 1738274 SH SHARED 01 195208 1543066 D GAP INC DEL COM 36476010 201 9200 SH SHR/OTHR 01 7850 1350 D GAP INC DEL COM 36476010 16148 736705 SH SHARED 02 736705 D GAP INC DEL COM 36476010 2849 130000 SH SHARED 04 130000 D GAP INC DEL COM 36476010 28425 1296780 SH SHARED 05 1215969 80811 D GAP INC DEL COM 36476010 5693 259750 SH SHARED 06 75750 184000 D GAP INC DEL COM 36476010 3530 161060 SH SHARED 07 161060 D GAP INC DEL COM 36476010 2316 105700 SH SHARED 09 105700 D GAP INC DEL COM 36476010 148322 6766521 SH SHARED 10 6766521 D GAP INC DEL COM 36476010 124 5700 SH SHARED 14 5700 D GAMMON LAKE RES INC COM 36491510 944 130100 SH SHARED 130100 D GAMMON LAKE RES INC COM 36491510 16516 2275000 SH SHARED 10 2275000 D GARDNER DENVER INC COM 36555810 113 4200 SH SHARED 4200 D GARDNER DENVER INC COM 36555810 209 7737 SH SHARED 01 7737 D GARDNER DENVER INC COM 36555810 313 11559 SH SHR/OTHR 01 11559 D GARDNER DENVER INC COM 36555810 363 13411 SH SHARED 02 13411 D GARDNER DENVER INC COM 36555810 154 5700 SH SHARED 10 5700 D GARTNER INC COM 36665110 1442 123831 SH SHARED 84931 38900 D GARTNER INC COM 36665110 156 13400 SH SHARED 01 13400 D GARTNER INC COM 36665110 1032 88629 SH SHARED 02 88629 D GARTNER INC CL B 36665120 354 30990 SH SHARED 30990 D GARTNER INC CL B 36665120 541 47321 SH SHARED 01 47321 D GARTNER INC CL B 36665120 371 32437 SH SHR/OTHR 01 32437 D GARTNER INC CL B 36665120 10622 927700 SH SHARED 02 927700 D GATEWAY INC COM 36762610 5104 966786 SH SHARED 965786 1000 D GATEWAY INC COM 36762610 203 38564 SH SHARED 01 38564 D GATEWAY INC COM 36762610 26 5000 SH SHR/OTHR 01 5000 D GATEWAY INC COM 36762610 1261 238899 SH SHARED 02 238899 D GATEWAY INC COM 36762610 6 1276 SH SHARED 05 1276 D GATEWAY INC COM 36762610 600 113717 SH SHARED 10 113717 D GAYLORD ENTMT CO NEW COM 36790510 95 3100 SH SHARED 3100 D GAYLORD ENTMT CO NEW COM 36790510 437 14144 SH SHARED 02 14144 D GEAC COMPUTER LTD COM 36828910 307 46733 SH SHARED 02 46733 D GEN-PROBE INC NEW COM 36866T10 1972 59156 SH SHARED 59156 D GEN-PROBE INC NEW COM 36866T10 4112 123320 SH SHARED 01 116920 6400 D GEN-PROBE INC NEW COM 36866T10 1298 38949 SH SHARED 02 38949 D GEN-PROBE INC NEW COM 36866T10 12839 385000 SH SHARED 04 385000 D GEN-PROBE INC NEW COM 36866T10 170 5101 SH SHARED 06 5101 D GEN-PROBE INC NEW COM 36866T10 3462 103821 SH SHARED 10 103821 D GEN-PROBE INC NEW COM 36866T10 200 6000 SH SHARED 14 6000 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 488 72851 SH SHARED 72851 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 86 12890 SH SHARED 01 12890 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 170 25375 SH SHARED 02 25375 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 532 79425 SH SHARED 10 79425 D GENAERA CORP COM 36867G10 126 28312 SH SHARED 28312 D GENAERA CORP COM 36867G10 108 24299 SH SHARED 02 24299 D GENAISSANCE PHARMACEUTICALS COM 36867W10 6 1725 SH SHARED 1725 D GENAISSANCE PHARMACEUTICALS COM 36867W10 1 427 SH SHARED 01 427 D GENCORP INC NOTE 5.750% 4/1 368682AE 5819 5750000 PRN SHARED 3750000 2000000 D GENCORP INC NOTE 5.750% 4/1 368682AE 2 2000 PRN SHARED 01 2000 D GENCORP INC NOTE 5.750% 4/1 368682AE 2553 2523000 PRN SHARED 02 2523000 D GENCORP INC COM 36868210 1178 108860 SH SHARED 56900 51960 D GENCORP INC COM 36868210 11 1100 SH SHARED 01 1100 D GENCORP INC COM 36868210 359 33233 SH SHARED 02 33233 D GENE LOGIC INC COM 36868910 584 115769 SH SHARED 115769 D GENE LOGIC INC COM 36868910 4 966 SH SHARED 01 966 D GENE LOGIC INC COM 36868910 80 15852 SH SHARED 02 15852 D GENELABS TECHNOLOGIES INC COM 36870610 130 48514 SH SHARED 02 48514 D GENENCOR INTL INC COM 36870910 90 6828 SH SHARED 6828 D GENENCOR INTL INC COM 36870910 150 11272 SH SHARED 01 11272 D GENENCOR INTL INC COM 36870910 56 4244 SH SHARED 02 4244 D GENENCOR INTL INC COM 36870910 134 10100 SH SHARED 10 10100 D GENENTECH INC COM NEW 36871040 233843 2209819 SH SHARED 2204795 5024 D GENENTECH INC COM NEW 36871040 88712 838334 SH SHARED 01 637421 6400 194513 D GENENTECH INC COM NEW 36871040 1061 10035 SH SHR/OTHR 01 2500 7535 D GENENTECH INC COM NEW 36871040 2581 24393 SH SHARED 02 24393 D GENENTECH INC COM NEW 36871040 2592 24500 SH SHARED 04 24500 D GENENTECH INC COM NEW 36871040 21 200 SH SHARED 05 200 D GENENTECH INC COM NEW 36871040 1073 10147 SH SHARED 06 9747 400 D GENENTECH INC COM NEW 36871040 179726 1698415 SH SHARED 10 1698415 D GENENTECH INC COM NEW 36871040 408 3856 SH SHARED 14 3856 D GENERAL AMERN INVS INC COM 36880210 24 817 SH SHARED 02 817 D GENERAL BINDING CORP COM 36915410 32 1900 SH SHARED 1900 D GENERAL BINDING CORP COM 36915410 47 2775 SH SHARED 01 2775 D GENERAL BINDING CORP COM 36915410 49 2914 SH SHARED 02 2914 D GENERAL CABLE CORP DEL NEW COM 36930010 73 9900 SH SHARED 9900 D GENERAL CABLE CORP DEL NEW COM 36930010 84 11384 SH SHARED 11384 D GENERAL CABLE CORP DEL NEW COM 36930010 16806 2277267 SH SHARED 01 1505167 9700 762400 D GENERAL CABLE CORP DEL NEW COM 36930010 160 21807 SH SHARED 02 21807 D GENERAL CABLE CORP DEL NEW COM 36930010 473 64100 SH SHARED 05 64100 D GENERAL CABLE CORP DEL NEW COM 36930010 6287 852000 SH SHARED 10 852000 D GENERAL COMMUNICATION INC CL A 36938510 102 11300 SH SHARED 11300 D GENERAL COMMUNICATION INC CL A 36938510 223 24527 SH SHARED 02 24527 D GENERAL DYNAMICS CORP COM 36955010 42038 470602 SH SHARED 467937 2665 D GENERAL DYNAMICS CORP COM 36955010 25045 280370 SH SHARED 01 92898 187472 D GENERAL DYNAMICS CORP COM 36955010 38201 427642 SH SHR/OTHR 01 349874 77768 D GENERAL DYNAMICS CORP COM 36955010 9253 103592 SH SHARED 02 103592 D GENERAL DYNAMICS CORP COM 36955010 2206 24700 SH SHARED 03 5500 19200 D GENERAL DYNAMICS CORP COM 36955010 303 3401 SH SHARED 05 2460 941 D GENERAL DYNAMICS CORP COM 36955010 379 4251 SH SHARED 06 3851 400 D GENERAL DYNAMICS CORP COM 36955010 7325 82002 SH SHARED 10 82002 D GENERAL DYNAMICS CORP COM 36955010 759 8500 SH SHARED 14 8500 D GENERAL ELEC CO COM 36960410 624 20466 SH SHARED 20466 D GENERAL ELEC CO COM 36960410 1526 50000 SH SHR/OTHR 50000 D GENERAL ELEC CO COM 36960410 1425563 46709154 SH SHARED 41632128 5077026 D GENERAL ELEC CO COM 36960410 624353 20457186 SH SHARED 01 7507980 28950 12920256 D GENERAL ELEC CO COM 36960410 161670 5297200 SH SHR/OTHR 01 577496 4719704 D GENERAL ELEC CO COM 36960410 446308 14623479 SH SHARED 02 14623479 D GENERAL ELEC CO COM 36960410 29879 979000 SH SHARED 03 844300 134700 D GENERAL ELEC CO COM 36960410 103920 3405000 SH SHARED 04 3405000 D GENERAL ELEC CO COM 36960410 109489 3587481 SH SHARED 05 2704535 882946 D GENERAL ELEC CO COM 36960410 25202 825780 SH SHARED 06 650280 175500 D GENERAL ELEC CO COM 36960410 11528 377721 SH SHARED 07 377721 D GENERAL ELEC CO COM 36960410 6345 207900 SH SHARED 09 207900 D GENERAL ELEC CO COM 36960410 682589 22365334 SH SHARED 10 22365334 D GENERAL ELEC CO COM 36960410 3258 106755 SH SHARED 14 106755 D GENERAL GROWTH PPTYS INC COM 37002110 42 1200 SH SHARED 1200 D GENERAL GROWTH PPTYS INC COM 37002110 717 20400 SH SHARED 01 18600 1800 D GENERAL GROWTH PPTYS INC COM 37002110 1797 51148 SH SHARED 02 51148 D GENERAL GROWTH PPTYS INC COM 37002110 34299 975800 SH SHARED 10 975800 D GENERAL GROWTH PPTYS INC COM 37002110 293500 8349947 SH SHARED 11 8349947 D GENERAL MLS INC DBCV 10/2 370334AU 6018 8500000 PRN SHARED 8500000 D GENERAL MLS INC DBCV 10/2 370334AU 13580 19181000 PRN SHARED 02 19181000 D GENERAL MLS INC COM 37033410 56554 1211529 SH SHARED 1016029 195500 D GENERAL MLS INC COM 37033410 47909 1026339 SH SHARED 01 578421 447918 D GENERAL MLS INC COM 37033410 3246 69540 SH SHR/OTHR 01 4500 65040 D GENERAL MLS INC COM 37033410 8756 187589 SH SHARED 02 187589 D GENERAL MLS INC COM 37033410 970 20800 SH SHARED 03 9100 11700 D GENERAL MLS INC COM 37033410 835 17906 SH SHARED 05 16200 1706 D GENERAL MLS INC COM 37033410 158 3400 SH SHARED 06 3000 400 D GENERAL MLS INC COM 37033410 55562 1190288 SH SHARED 10 1190288 D GENERAL MLS INC COM 37033410 140 3000 SH SHARED 14 3000 D GENERAL MTRS CORP COM 37044210 273 5800 SH SHARED 5800 D GENERAL MTRS CORP COM 37044210 483075 10256381 SH SHARED 9958906 297475 D GENERAL MTRS CORP COM 37044210 8289 176007 SH SHARED 01 129749 46258 D GENERAL MTRS CORP COM 37044210 1055 22401 SH SHR/OTHR 01 723 21678 D GENERAL MTRS CORP COM 37044210 32818 696784 SH SHARED 02 696784 D GENERAL MTRS CORP COM 37044210 1412 29979 SH SHARED 05 4375 25604 D GENERAL MTRS CORP COM 37044210 911 19342 SH SHARED 06 18442 900 D GENERAL MTRS CORP COM 37044210 12755 270825 SH SHARED 10 270825 D GENERAL MTRS CORP COM 37044210 2733 58029 SH SHARED 14 58029 D GENERAL MTRS CORP DEB SR CV C 33 37044271 819209 26762800 SH SHARED 25962800 800000 D GENERAL MTRS CORP DEB SR CV C 33 37044271 37770 1233930 SH SHARED 02 1233930 D GENERAL MTRS CORP DEB SR CONV B 37044273 231603 9082500 SH SHARED 9032500 50000 D GENERAL MTRS CORP DEB SR CONV B 37044273 29745 1166506 SH SHARED 01 1162474 4032 D GENERAL MTRS CORP DEB SR CONV B 37044273 14 550 SH SHR/OTHR 01 550 D GENERAL MTRS CORP DEB SR CONV B 37044273 21475 842195 SH SHARED 02 842195 D GENERAL MTRS CORP DEB SR CONV A 37044274 90339 3442800 SH SHARED 3442800 D GENERAL MTRS CORP DEB SR CONV A 37044274 6006 228900 SH SHARED 02 228900 D GENEREX BIOTECHNOLOGY CP DEL COM 37148510 109 78999 SH SHARED 78999 D GENESCO INC COM 37153210 62 2700 SH SHARED 2700 D GENESCO INC COM 37153210 1276 55069 SH SHARED 55069 D GENESCO INC COM 37153210 246 10630 SH SHARED 02 10630 D GENESCO INC COM 37153210 64 2790 SH SHARED 10 2790 D GENESEE & WYO INC CL A 37155910 128 5187 SH SHARED 5187 D GENESEE & WYO INC CL A 37155910 232 9393 SH SHARED 02 9393 D GENESEE & WYO INC CL A 37155910 8102 328050 SH SHARED 10 328050 D GENESIS MICROCHIP INC DEL COM 37184C10 3601 215038 SH SHARED 215038 D GENESIS MICROCHIP INC DEL COM 37184C10 314 18746 SH SHARED 01 18746 D GENESIS MICROCHIP INC DEL COM 37184C10 1278 76338 SH SHARED 02 76338 D GENESIS HEALTHCARE CORP COM 37184D10 15061 618544 SH SHARED 618544 D GENESIS HEALTHCARE CORP COM 37184D10 124 5100 SH SHARED 01 5100 D GENESIS HEALTHCARE CORP COM 37184D10 252 10366 SH SHARED 02 10366 D GENTEX CORP COM 37190110 5529 127506 SH SHARED 117706 9800 D GENTEX CORP COM 37190110 1156 26674 SH SHARED 01 26674 D GENTEX CORP COM 37190110 1250 28823 SH SHARED 02 28823 D GENITOPE CORP COM 37229P50 105 9239 SH SHARED 02 9239 D GENLYTE GROUP INC COM 37230210 171 3061 SH SHARED 3061 D GENLYTE GROUP INC COM 37230210 984 17527 SH SHARED 01 17527 D GENLYTE GROUP INC COM 37230210 336 5984 SH SHARED 02 5984 D GENLYTE GROUP INC COM 37230210 6260 111480 SH SHARED 10 111480 D GENOME THERAPEUTICS CORP COM 37243010 1405 250000 SH SHARED 250000 D GENOME THERAPEUTICS CORP COM 37243010 1 300 SH SHARED 01 300 D GENOME THERAPEUTICS CORP COM 37243010 281 50176 SH SHARED 02 50176 D GENTA INC COM NEW 37245M20 372 35469 SH SHARED 35469 D GENTA INC COM NEW 37245M20 105 10036 SH SHARED 01 8036 2000 D GENTA INC COM NEW 37245M20 504 48062 SH SHARED 02 48062 D GENTA INC COM NEW 37245M20 7224 688000 SH SHARED 04 688000 D GENTA INC COM NEW 37245M20 94 9000 SH SHARED 06 9000 D GENTA INC COM NEW 37245M20 94 9000 SH SHARED 10 9000 D GENTA INC COM NEW 37245M20 121 11600 SH SHARED 14 11600 D GENVEC INC COM 37246C10 150 43469 SH SHARED 43469 D GENVEC INC COM 37246C10 37 10779 SH SHARED 01 10779 D GENVEC INC COM 37246C10 95 27514 SH SHARED 02 27514 D GENUINE PARTS CO COM 37246010 14298 436990 SH SHARED 436990 D GENUINE PARTS CO COM 37246010 20995 641682 SH SHARED 01 91397 550285 D GENUINE PARTS CO COM 37246010 386 11814 SH SHR/OTHR 01 11814 D GENUINE PARTS CO COM 37246010 3764 115043 SH SHARED 02 115043 D GENUINE PARTS CO COM 37246010 26 817 SH SHARED 05 817 D GENUINE PARTS CO COM 37246010 175 5361 SH SHARED 06 4361 1000 D GENUINE PARTS CO COM 37246010 2284 69815 SH SHARED 10 69815 D GENUINE PARTS CO COM 37246010 55 1700 SH SHARED 14 1700 D GENUS INC COM 37246110 66 17459 SH SHARED 17459 D GENUS INC COM 37246110 14 3833 SH SHARED 01 3833 D GENUS INC COM 37246110 1 299 SH SHARED 02 299 D GENTIVA HEALTH SERVICES INC COM 37247A10 29146 1881600 SH SHARED 1881600 D GENTIVA HEALTH SERVICES INC COM 37247A10 3138 202600 SH SHARED 01 177700 24900 D GENTIVA HEALTH SERVICES INC COM 37247A10 198 12825 SH SHARED 02 12825 D GENTIVA HEALTH SERVICES INC COM 37247A10 334 21600 SH SHARED 05 21600 D GENTIVA HEALTH SERVICES INC COM 37247A10 44 2900 SH SHARED 10 2900 D GENZYME CORP SDCV 3.000% 5/1 372917AK 4032 4000000 PRN SHARED 4000000 D GENZYME CORP SDCV 3.000% 5/1 372917AK 8 8000 PRN SHARED 01 8000 D GENZYME CORP SDCV 3.000% 5/1 372917AK 6316 6266000 PRN SHARED 02 6266000 D GENZYME CORP COM GENL DIV 37291710 41014 876746 SH SHARED 850866 25880 D GENZYME CORP COM GENL DIV 37291710 24843 531077 SH SHARED 01 470111 13400 47566 D GENZYME CORP COM GENL DIV 37291710 505 10800 SH SHR/OTHR 01 10800 D GENZYME CORP COM GENL DIV 37291710 11232 240122 SH SHARED 02 240022 100 D GENZYME CORP COM GENL DIV 37291710 49020 1047900 SH SHARED 04 1047900 D GENZYME CORP COM GENL DIV 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COM 37427610 16303 302021 SH SHARED 118721 183300 D GETTY IMAGES INC COM 37427610 1117 20700 SH SHARED 01 20700 D GETTY IMAGES INC COM 37427610 9684 179406 SH SHARED 02 179306 100 D GETTY IMAGES INC COM 37427610 13495 250000 SH SHARED 04 250000 D GETTY IMAGES INC COM 37427610 1063 19700 SH SHARED 10 19700 D GETTY IMAGES INC COM 37427610 145 2700 SH SHARED 14 2700 D GETTY RLTY CORP NEW COM 37429710 122 4610 SH SHARED 4610 D GETTY RLTY CORP NEW COM 37429710 240 9042 SH SHARED 02 9042 D GEVITY HR INC COM 37439310 393 13481 SH SHARED 13481 D GEVITY HR INC COM 37439310 32 1105 SH SHARED 01 1105 D GEVITY HR INC COM 37439310 331 11356 SH SHARED 02 11356 D GIANT INDS INC COM 37450810 219 10600 SH SHARED 10600 D GIANT INDS INC COM 37450810 248 12018 SH SHARED 02 12018 D GIBRALTAR STL CORP COM 37476F10 136 5562 SH SHARED 5562 D GIBRALTAR STL CORP COM 37476F10 4 200 SH SHARED 01 200 D GIBRALTAR STL CORP COM 37476F10 268 10911 SH SHARED 02 10911 D GILEAD SCIENCES INC NOTE 2.000%12/1 375558AD 78871 59978000 PRN SHARED 59978000 D GILEAD SCIENCES INC NOTE 2.000%12/1 375558AD 24 19000 PRN SHARED 01 3000 16000 D GILEAD SCIENCES INC COM 37555810 18556 334646 SH SHARED 300376 34270 D GILEAD SCIENCES INC COM 37555810 37953 684461 SH SHARED 01 457732 12300 214429 D GILEAD SCIENCES INC COM 37555810 2555 46094 SH SHR/OTHR 01 5040 41054 D GILEAD SCIENCES INC COM 37555810 5795 104516 SH SHARED 02 104416 100 D GILEAD SCIENCES INC COM 37555810 47685 859975 SH SHARED 04 859975 D GILEAD SCIENCES INC COM 37555810 5 100 SH SHARED 05 100 D GILEAD SCIENCES INC COM 37555810 2378 42900 SH SHARED 06 42550 350 D GILEAD SCIENCES INC COM 37555810 95429 1721000 SH SHARED 10 1721000 D GILEAD SCIENCES INC COM 37555810 653 11780 SH SHARED 14 11780 D GILLETTE CO COM 37576610 152506 3900411 SH SHARED 3693376 207035 D GILLETTE CO COM 37576610 75915 1941582 SH SHARED 01 770854 1170728 D GILLETTE CO COM 37576610 14981 383151 SH SHR/OTHR 01 34900 348251 D GILLETTE CO COM 37576610 17515 447973 SH SHARED 02 447973 D GILLETTE CO COM 37576610 427 10930 SH SHARED 05 800 10130 D GILLETTE CO COM 37576610 1484 37966 SH SHARED 06 36166 1800 D GILLETTE CO COM 37576610 20817 532426 SH SHARED 10 532426 D GILLETTE CO COM 37576610 1176 30100 SH SHARED 14 30100 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 10548 336464 SH SHARED 01 318000 2464 16000 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 7494 239064 SH SHARED 10 239064 D GLACIER BANCORP INC NEW COM 37637Q10 181 5620 SH SHARED 5620 D GLACIER BANCORP INC NEW COM 37637Q10 4 146 SH SHARED 01 146 D GLACIER BANCORP INC NEW COM 37637Q10 282 8756 SH SHARED 02 8756 D GLACIER BANCORP INC NEW COM 37637Q10 9261 287185 SH SHARED 10 287185 D GLADSTONE CAPITAL CORP COM 37653510 252 11285 SH SHARED 11285 D GLADSTONE CAPITAL CORP COM 37653510 11 515 SH SHARED 01 515 D GLADSTONE CAPITAL CORP COM 37653510 97 4333 SH SHARED 02 4333 D GLADSTONE COML CORP COM 37653610 632 36994 SH SHARED 36994 D GLAMIS GOLD LTD COM 37677510 11769 653500 SH SHARED 446000 207500 D GLAMIS GOLD LTD COM 37677510 769 42738 SH SHARED 02 42738 D GLAMIS GOLD LTD COM 37677510 720 40000 SH SHARED 04 40000 D GLAMIS GOLD LTD COM 37677510 27 1500 SH SHARED 06 500 1000 D GLAMIS GOLD LTD COM 37677510 23773 1320000 SH SHARED 10 1320000 D GLATFELTER COM 37731610 182 16251 SH SHARED 16251 D GLATFELTER COM 37731610 161 14368 SH SHARED 01 11200 3168 D GLATFELTER COM 37731610 322 28661 SH SHARED 02 28661 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 72729 1820505 SH SHARED 1803629 16876 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 6080 152203 SH SHARED 01 28583 123620 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 5820 145685 SH SHR/OTHR 01 2262 143423 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 1530 38300 SH SHARED 02 38300 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 415 10400 SH SHARED 06 10400 D GLENAYRE TECHNOLOGIES INC COM 37789910 67 29939 SH SHARED 29939 D GLENAYRE TECHNOLOGIES INC COM 37789910 2 933 SH SHARED 01 933 D GLENBOROUGH RLTY TR INC COM 37803P10 820 36700 SH SHARED 36700 D GLENBOROUGH RLTY TR INC COM 37803P10 384 17205 SH SHARED 02 17205 D GLENBOROUGH RLTY TR INC COM 37803P10 7295 326400 SH SHARED 10 326400 D GLENBOROUGH RLTY TR INC COM 37803P10 99019 4430400 SH SHARED 11 4430400 D GLIMCHER RLTY TR SH BEN INT 37930210 205 7600 SH SHARED 7600 D GLIMCHER RLTY TR SH BEN INT 37930210 972 35900 SH SHARED 01 35900 D GLIMCHER RLTY TR SH BEN INT 37930210 450 16639 SH SHARED 02 16639 D GLIMCHER RLTY TR SH BEN INT 37930210 946 34900 SH SHARED 10 34900 D GLIMCHER RLTY TR SH BEN INT 37930210 87695 3236003 SH SHARED 11 3236003 D GLOBAL HIGH INCOME DLR FD IN COM 37933G10 1013 55800 SH SHARED 55800 D GLOBAL INDS LTD COM 37933610 425 72079 SH SHARED 72079 D GLOBAL INDS LTD COM 37933610 47 8066 SH SHARED 01 8066 D GLOBAL INDS LTD COM 37933610 234 39736 SH SHARED 02 39736 D GLOBAL INDS LTD COM 37933610 1180 200000 SH SHARED 10 200000 D GLOBAL IMAGING SYSTEMS COM 37934A10 782 23543 SH SHARED 23543 D GLOBAL IMAGING SYSTEMS COM 37934A10 12301 370306 SH SHARED 01 351126 19180 D GLOBAL IMAGING SYSTEMS COM 37934A10 426 12842 SH SHARED 02 12842 D GLOBAL IMAGING SYSTEMS COM 37934A10 4182 125892 SH SHARED 10 125892 D GLOBAL PMTS INC COM 37940X10 901 20007 SH SHARED 20007 D GLOBAL PMTS INC COM 37940X10 196 4358 SH SHARED 01 4358 D GLOBAL PMTS INC COM 37940X10 128 2852 SH SHARED 02 2752 100 D GLOBAL POWER EQUIPMENT INC COM 37941P10 1736 206261 SH SHARED 200054 6207 D GLOBAL POWER EQUIPMENT INC COM 37941P10 218 25996 SH SHARED 02 25996 D GLOBECOMM SYSTEMS INC COM 37956X10 121 21737 SH SHARED 21737 D GLOBECOMM SYSTEMS INC COM 37956X10 27 4888 SH SHARED 01 4888 D GLOBESPAN INC NOTE 5.250% 5/1 379571AB 11088 11000000 PRN SHARED 11000000 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 30 30000 SH SHARED 02 30000 D GOLD BANC CORP INC COM 37990710 193 11848 SH SHARED 11848 D GOLD BANC CORP INC COM 37990710 277 17034 SH SHARED 01 17034 D GOLD BANC CORP INC COM 37990710 300 18452 SH SHARED 02 18452 D GOLD BANC CORP INC COM 37990710 396 24300 SH SHARED 10 24300 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 1877 142751 SH SHARED 142751 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 212 16177 SH SHARED 01 13177 3000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 512 39000 SH SHR/OTHR 01 39000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 328 25000 SH SHARED 04 25000 D GOLDCORP INC NEW COM 38095640 1899 128281 SH SHARED 125481 2800 D GOLDCORP INC NEW COM 38095640 27751 1873819 SH SHARED 01 1870719 3100 D GOLDCORP INC NEW COM 38095640 1466 99013 SH SHARED 02 99013 D GOLDCORP INC NEW COM 38095640 1555 105000 SH SHARED 06 105000 D GOLDCORP INC NEW COM 38095640 8112 547800 SH SHARED 10 547800 D GOLDEN STAR RES LTD CDA COM 38119T10 468 65500 SH SHARED 65500 D GOLDEN STAR RES LTD CDA COM 38119T10 715 100000 SH SHARED 01 100000 D GOLDEN TELECOM INC COM 38122G10 394 11579 SH SHARED 11579 D GOLDEN TELECOM INC COM 38122G10 4219 124000 SH SHARED 01 124000 D GOLDEN TELECOM INC COM 38122G10 217 6397 SH SHARED 02 6397 D GOLDEN TELECOM INC COM 38122G10 2100 61721 SH SHARED 04 61721 D GOLDEN TELECOM INC COM 38122G10 775 22800 SH SHARED 10 22800 D GOLDEN WEST FINL CORP DEL COM 38131710 828 7400 SH SHARED 7400 D GOLDEN WEST FINL CORP DEL COM 38131710 51052 456030 SH SHARED 453730 2300 D GOLDEN WEST FINL CORP DEL COM 38131710 30156 269377 SH SHARED 01 256374 13003 D GOLDEN WEST FINL CORP DEL COM 38131710 38 344 SH SHR/OTHR 01 344 D GOLDEN WEST FINL CORP DEL COM 38131710 8711 77816 SH SHARED 02 77816 D GOLDEN WEST FINL CORP DEL COM 38131710 423 3779 SH SHARED 05 3779 D GOLDEN WEST FINL CORP DEL COM 38131710 890 7954 SH SHARED 06 7504 450 D GOLDEN WEST FINL CORP DEL COM 38131710 33135 295981 SH SHARED 10 295981 D GOLDEN WEST FINL CORP DEL COM 38131710 4555 40696 SH SHARED 14 40696 D GOLDMAN SACHS GROUP INC COM 38141G10 126724 1214420 SH SHARED 1175931 38489 D GOLDMAN SACHS GROUP INC COM 38141G10 81509 781116 SH SHARED 01 416660 720 363736 D GOLDMAN SACHS GROUP INC COM 38141G10 7911 75818 SH SHR/OTHR 01 11010 64808 D GOLDMAN SACHS GROUP INC COM 38141G10 20911 200401 SH SHARED 02 200401 D GOLDMAN SACHS GROUP INC COM 38141G10 128538 1231800 SH SHARED 04 1231800 D GOLDMAN SACHS GROUP INC COM 38141G10 48932 468926 SH SHARED 05 296170 172756 D GOLDMAN SACHS GROUP INC COM 38141G10 10166 97431 SH SHARED 06 87231 10200 D GOLDMAN SACHS GROUP INC COM 38141G10 667 6400 SH SHARED 07 6400 D GOLDMAN SACHS GROUP INC COM 38141G10 63887 612247 SH SHARED 10 612247 D GOLDMAN SACHS GROUP INC COM 38141G10 1473 14120 SH SHARED 14 14120 D GOLF TR AMER INC COM 38168B10 1391 632400 SH SHARED 632400 D GOODRICH CORP COM 38238810 33 1200 SH SHARED 1200 D GOODRICH CORP COM 38238810 21206 755493 SH SHARED 754243 1250 D GOODRICH CORP COM 38238810 5694 202853 SH SHARED 01 12368 190485 D GOODRICH CORP COM 38238810 23 829 SH SHR/OTHR 01 829 D GOODRICH CORP COM 38238810 1886 67216 SH SHARED 02 67216 D GOODRICH CORP COM 38238810 1490 53100 SH SHARED 05 53100 D GOODRICH CORP COM 38238810 132 4728 SH SHARED 06 4728 D GOODRICH CORP COM 38238810 1495 53269 SH SHARED 10 53269 D GOODRICH PETE CORP COM NEW 38241040 4 700 SH SHARED 700 D GOODYEAR TIRE & RUBR CO COM 38255010 6774 793304 SH SHARED 791404 1900 D GOODYEAR TIRE & RUBR CO COM 38255010 491 57501 SH SHARED 01 57501 D GOODYEAR TIRE & RUBR CO COM 38255010 24 2860 SH SHR/OTHR 01 2860 D GOODYEAR TIRE & RUBR CO COM 38255010 1402 164201 SH SHARED 02 159406 4795 D GOODYEAR TIRE & RUBR CO COM 38255010 4 583 SH SHARED 05 583 D GOODYEAR TIRE & RUBR CO COM 38255010 600 70288 SH SHARED 10 70288 D GOODYS FAMILY CLOTHING INC COM 38258810 224 15705 SH SHARED 15705 D GOODYS FAMILY CLOTHING INC COM 38258810 151 10620 SH SHARED 02 10620 D GORMAN RUPP CO COM 38308210 46 1800 SH SHARED 1800 D GORMAN RUPP CO COM 38308210 97 3778 SH SHARED 02 3778 D GOVERNMENT PPTYS TR INC COM 38374W10 230 17500 SH SHARED 17500 D GOVERNMENT PPTYS TR INC COM 38374W10 1104 83900 SH SHARED 01 73200 10700 D GOVERNMENT PPTYS TR INC COM 38374W10 121 9259 SH SHARED 02 9259 D GOVERNMENT PPTYS TR INC COM 38374W10 122 9300 SH SHARED 05 9300 D GOVERNMENT PPTYS TR INC COM 38374W10 483 36700 SH SHARED 10 36700 D GRACE W R & CO DEL NEW COM 38388F10 19 6300 SH SHARED 6300 D GRACE W R & CO DEL NEW COM 38388F10 188 60398 SH SHARED 60398 D GRACE W R & CO DEL NEW COM 38388F10 29 9503 SH SHARED 01 9503 D GRACE W R & CO DEL NEW COM 38388F10 1 450 SH SHR/OTHR 01 450 D GRACE W R & CO DEL NEW COM 38388F10 2598 832920 SH SHARED 02 832920 D GRACO INC COM 38410910 748 25724 SH SHARED 25724 D GRACO INC COM 38410910 1012 34765 SH SHARED 01 34765 D GRACO INC COM 38410910 1077 37021 SH SHARED 02 36821 200 D GRACO INC COM 38410910 218 7500 SH SHARED 10 7500 D GRAFTECH INTL LTD COM 38431310 896 59975 SH SHARED 59975 D GRAFTECH INTL LTD COM 38431310 636 42602 SH SHARED 02 42602 D GRAINGER W W INC COM 38480210 22254 463634 SH SHARED 431234 32400 D GRAINGER W W INC COM 38480210 13362 278390 SH SHARED 01 89504 188886 D GRAINGER W W INC COM 38480210 1609 33540 SH SHR/OTHR 01 33540 D GRAINGER W W INC COM 38480210 2273 47370 SH SHARED 02 47370 D GRAINGER W W INC COM 38480210 8160 170000 SH SHARED 04 170000 D GRAINGER W W INC COM 38480210 15 325 SH SHARED 05 325 D GRAINGER W W INC COM 38480210 2428 50600 SH SHARED 06 50600 D GRAINGER W W INC COM 38480210 20337 423691 SH SHARED 10 423691 D GRAINGER W W INC COM 38480210 52 1100 SH SHARED 14 1100 D GRAND TOYS INTL INC COM PAR $.001 38649230 0 5 SH SHARED 02 5 D GRANITE CONSTR INC COM 38732810 881 37092 SH SHARED 37092 D GRANITE CONSTR INC COM 38732810 975 41025 SH SHARED 01 41025 D GRANITE CONSTR INC COM 38732810 566 23821 SH SHARED 02 23821 D GRANITE CONSTR INC COM 38732810 477 20100 SH SHARED 10 20100 D GRANT PRIDECO INC COM 38821G10 679 43842 SH SHARED 43842 D GRANT PRIDECO INC COM 38821G10 550 35527 SH SHARED 01 35527 D GRANT PRIDECO INC COM 38821G10 1 79 SH SHR/OTHR 01 79 D GRANT PRIDECO INC COM 38821G10 841 54298 SH SHARED 02 54298 D GRAPHIC PACKAGING CORP DEL COM 38868810 36 7372 SH SHARED 7372 D GRAPHIC PACKAGING CORP DEL COM 38868810 8 1828 SH SHARED 01 1828 D GRAPHIC PACKAGING CORP DEL COM 38868810 534 109047 SH SHARED 02 109047 D GRAY TELEVISION INC COM 38937510 144 9900 SH SHARED 9900 D GRAY TELEVISION INC COM 38937510 303 20793 SH SHARED 02 20793 D GRAY TELEVISION INC COM 38937510 3181 217600 SH SHARED 04 217600 D GRAY TELEVISION INC COM 38937510 6633 453700 SH SHARED 10 453700 D GRAY TELEVISION INC COM 38937510 49 3400 SH SHARED 14 3400 D GRAY TELEVISION INC CL A 38937520 48 3418 SH SHARED 3418 D GRAY TELEVISION INC CL A 38937520 9 682 SH SHARED 01 682 D GREAT AMERN FINL RES INC COM 38991510 105 6669 SH SHARED 6669 D GREAT AMERN FINL RES INC COM 38991510 35 2256 SH SHARED 01 2256 D GREAT AMERN FINL RES INC COM 38991510 51 3298 SH SHARED 02 3298 D GREAT ATLANTIC & PAC TEA INC COM 39006410 422 54602 SH SHARED 54602 D GREAT ATLANTIC & PAC TEA INC COM 39006410 47 6182 SH SHARED 01 6182 D GREAT ATLANTIC & PAC TEA INC COM 39006410 320 41379 SH SHARED 02 41379 D GREAT BASIN GOLD LTD COM 39012410 9844 4600000 SH SHARED 10 4600000 D GREAT LAKES CHEM CORP COM 39056810 3878 162627 SH SHARED 162627 D GREAT LAKES CHEM CORP COM 39056810 83 3501 SH SHARED 01 3501 D GREAT LAKES CHEM CORP COM 39056810 26 1131 SH SHR/OTHR 01 1131 D GREAT LAKES CHEM CORP COM 39056810 1509 63286 SH SHARED 02 63286 D GREAT LAKES CHEM CORP COM 39056810 426 17886 SH SHARED 10 17886 D GREAT LAKES REIT INC COM 39075210 58 3800 SH SHARED 3800 D GREAT LAKES REIT INC COM 39075210 95 6200 SH SHARED 01 6200 D GREAT LAKES REIT INC COM 39075210 106 6867 SH SHARED 02 6867 D GREAT SOUTHN BANCORP INC COM 39090510 83 1700 SH SHARED 1700 D GREAT SOUTHN BANCORP INC COM 39090510 128 2624 SH SHARED 02 2624 D GREAT SOUTHN BANCORP INC COM 39090510 13 270 SH SHARED 10 270 D GREAT PLAINS ENERGY INC COM 39116410 30367 898705 SH SHARED 898705 D GREAT PLAINS ENERGY INC COM 39116410 2059 60964 SH SHARED 01 36957 24007 D GREAT PLAINS ENERGY INC COM 39116410 54 1600 SH SHR/OTHR 01 1600 D GREAT PLAINS ENERGY INC COM 39116410 1145 33902 SH SHARED 02 33902 D GREATER BAY BANCORP NOTE 4/2 391648AJ 23536 35340000 PRN SHARED 35340000 D GREATER BAY BANCORP NOTE 4/2 391648AJ 666 1000000 PRN SHARED 02 1000000 D GREATER BAY BANCORP COM 39164810 779 26636 SH SHARED 26636 D GREATER BAY BANCORP COM 39164810 1433 49019 SH SHARED 01 45519 3500 D GREATER BAY BANCORP COM 39164810 1049 35883 SH SHARED 02 35883 D GREATER BAY BANCORP COM 39164810 12197 417000 SH SHARED 10 417000 D GREATER COMMUNITY BANCORP COM 39167M10 20 1300 SH SHARED 1300 D GREATER COMMUNITY BANCORP COM 39167M10 41 2548 SH SHARED 02 2548 D GREEN MTN COFFEE ROASTERS IN COM 39312210 21 1049 SH SHARED 1049 D GREEN MTN COFFEE ROASTERS IN COM 39312210 58 2927 SH SHARED 02 2927 D GREENBRIER COS INC COM 39365710 57 3383 SH SHARED 3383 D GREENBRIER COS INC COM 39365710 7 417 SH SHARED 01 417 D GREENBRIER COS INC COM 39365710 42 2542 SH SHARED 02 2542 D GREENE CNTY BANCSHARES INC COM NEW 39436120 38 1700 SH SHARED 1700 D GREENE CNTY BANCSHARES INC COM NEW 39436120 63 2819 SH SHARED 02 2819 D GREENPOINT FINL CORP COM 39538410 1210 27700 SH SHARED 27700 D GREENPOINT FINL CORP COM 39538410 7941 181692 SH SHARED 181692 D GREENPOINT FINL CORP COM 39538410 7663 175333 SH SHARED 01 173833 1500 D GREENPOINT FINL CORP COM 39538410 4316 98748 SH SHARED 02 98748 D GREENPOINT FINL CORP COM 39538410 43 990 SH SHARED 06 990 D GREENPOINT FINL CORP COM 39538410 43 1000 SH SHARED 14 1000 D GREIF INC CL A 39762410 231 6636 SH SHARED 6636 D GREIF INC CL A 39762410 40 1154 SH SHARED 01 1154 D GREIF INC CL A 39762410 415 11895 SH SHARED 02 11895 D GREIF INC CL A 39762410 13 400 SH SHARED 10 400 D GREY GLOBAL GROUP INC COM 39787M10 68 100 SH SHARED 100 D GREY GLOBAL GROUP INC COM 39787M10 68 100 SH SHARED 01 100 D GREY GLOBAL GROUP INC COM 39787M10 323 470 SH SHARED 02 470 D GREY WOLF INC NOTE 3.750% 5/0 397888AD 31036 31350000 PRN SHARED 31350000 D GREY WOLF INC NOTE 3.750% 5/0 397888AD 8118 8200000 PRN SHARED 02 8200000 D GREY WOLF INC COM 39788810 320 77532 SH SHARED 77532 D GREY WOLF INC COM 39788810 24 5818 SH SHARED 01 5818 D GREY WOLF INC COM 39788810 341 82535 SH SHARED 02 82535 D GRIC COMMUNICATIONS INC COM 39808110 449 133021 SH SHARED 103021 30000 D GRIC COMMUNICATIONS INC COM 39808110 2691 796189 SH SHARED 01 698389 97800 D GRIC COMMUNICATIONS INC COM 39808110 285 84500 SH SHARED 05 84500 D GRIFFON CORP NOTE 4.000% 7/1 398433AB 361 300000 PRN SHARED 300000 D GRIFFON CORP NOTE 4.000% 7/1 398433AB 3657 3035000 PRN SHARED 02 3035000 D GRIFFON CORP COM 39843310 155 7182 SH SHARED 7182 D GRIFFON CORP COM 39843310 48 2251 SH SHARED 01 2251 D GRIFFON CORP COM 39843310 262 12136 SH SHARED 02 12136 D GRIFFON CORP COM 39843310 21 1000 SH SHARED 10 1000 D GROUP 1 AUTOMOTIVE INC COM 39890510 841 23249 SH SHARED 23249 D GROUP 1 AUTOMOTIVE INC COM 39890510 18 503 SH SHARED 01 503 D GROUP 1 AUTOMOTIVE INC COM 39890510 383 10584 SH SHARED 02 10584 D GROUP 1 AUTOMOTIVE INC COM 39890510 16 450 SH SHARED 10 450 D GROUP 1 SOFTWARE INC NEW COM 39943Y10 37 2300 SH SHARED 2300 D GROUP 1 SOFTWARE INC NEW COM 39943Y10 804 49200 SH SHARED 01 49200 D GROUP 1 SOFTWARE INC NEW COM 39943Y10 134 8198 SH SHARED 02 8198 D GROUPE DANONE SPONSORED ADR 39944910 265 8054 SH SHARED 8054 D GROUPE DANONE SPONSORED ADR 39944910 511 15499 SH SHARED 01 180 15319 D GROUPE DANONE SPONSORED ADR 39944910 366 11100 SH SHARED 02 11100 D GROUPE CGI INC CL A SUB VTG 39945C10 11 1757 SH SHARED 01 1757 D GROUPE CGI INC CL A SUB VTG 39945C10 652 99863 SH SHARED 02 99863 D GROUPE CGI INC CL A SUB VTG 39945C10 32 5000 SH SHARED 06 2000 3000 D GROUPE CGI INC CL A SUB VTG 39945C10 24 3700 SH SHARED 14 3700 D GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 39990910 3412 400505 SH SHARED 251400 149105 D GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 39990910 340 40000 SH SHARED 04 40000 D GRUPO RADIO CENTRO S A DE C SPONSORED ADR 40049C10 4 1000 SH SHARED 1000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 2389 50484 SH SHARED 43084 7400 D GRUPO TELEVISA SA DE CV SP 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3700 SH SHARED 3700 D GTECH HLDGS CORP COM 40051810 2876 48634 SH SHARED 48634 D GTECH HLDGS CORP COM 40051810 21540 364227 SH SHARED 01 364227 D GTECH HLDGS CORP COM 40051810 11398 192742 SH SHARED 02 192742 D GTECH HLDGS CORP COM 40051810 37891 640700 SH SHARED 10 640700 D GTX INC DEL COM 40052B10 140 13556 SH SHARED 02 13556 D GUANGSHEN RY LTD SPONSORED ADR 40065W10 105 6887 SH SHARED 6887 D GUCCI GROUP N V COM NY REG 40156610 170 2000 SH SHARED 2000 D GUCCI GROUP N V COM NY REG 40156610 162537 1901689 SH SHARED 1457666 444023 D GUCCI GROUP N V COM NY REG 40156610 24 282 SH SHARED 01 282 D GUCCI GROUP N V COM NY REG 40156610 1001 11712 SH SHARED 02 11712 D GUESS INC COM 40161710 360 20004 SH SHARED 20004 D GUESS INC COM 40161710 215 11970 SH SHARED 02 11970 D GUESS INC COM 40161710 87 4880 SH SHARED 10 4880 D GUIDANT CORP COM 40169810 112764 1779463 SH SHARED 1739613 39850 D GUIDANT CORP COM 40169810 87416 1379454 SH SHARED 01 504930 17530 856994 D GUIDANT CORP COM 40169810 6310 99589 SH SHR/OTHR 01 7925 91664 D GUIDANT CORP COM 40169810 9697 153032 SH SHARED 02 153032 D GUIDANT CORP COM 40169810 90422 1426900 SH SHARED 04 1426900 D GUIDANT CORP COM 40169810 34267 540745 SH SHARED 05 437586 103159 D GUIDANT CORP COM 40169810 4519 71317 SH SHARED 06 70817 500 D GUIDANT CORP COM 40169810 3587 56604 SH SHARED 07 56604 D GUIDANT CORP COM 40169810 2281 36000 SH SHARED 09 36000 D GUIDANT CORP COM 40169810 97547 1539334 SH SHARED 10 1539334 D GUIDANT CORP COM 40169810 1299 20500 SH SHARED 14 20500 D GUILFORD PHARMACEUTICALS INC COM 40182910 450 61896 SH SHARED 61896 D GUILFORD PHARMACEUTICALS INC COM 40182910 14 2000 SH SHR/OTHR 01 2000 D GUILFORD PHARMACEUTICALS INC COM 40182910 348 47813 SH SHARED 02 47813 D GUITAR CTR MGMT INC COM 40204010 547 14752 SH SHARED 14752 D GUITAR CTR MGMT INC COM 40204010 501 13500 SH SHARED 02 13500 D GULF ISLAND FABRICATION INC COM 40230710 213 10520 SH SHARED 10520 D GULF ISLAND FABRICATION INC COM 40230710 42 2112 SH SHARED 01 2112 D GULF ISLAND FABRICATION INC COM 40230710 145 7150 SH SHARED 02 7150 D GULFMARK OFFSHORE INC COM 40262910 1145 72933 SH SHARED 72933 D GULFMARK OFFSHORE INC COM 40262910 217 13867 SH SHARED 01 13867 D GULFMARK OFFSHORE INC COM 40262910 159 10175 SH SHARED 02 10175 D GULFTERRA ENERGY PARTNERS LP COM 40274U10 1877 44051 SH SHARED 44051 D GULFTERRA ENERGY PARTNERS LP COM 40274U10 456 10700 SH SHARED 01 4300 6400 D GULFTERRA ENERGY PARTNERS LP COM 40274U10 298 7000 SH SHR/OTHR 01 7000 D GULFTERRA ENERGY PARTNERS LP COM 40274U10 35 827 SH SHARED 02 827 D GUNDLE/SLT ENVIRONMENTAL INC COM 40280910 49 2662 SH SHARED 2662 D GUNDLE/SLT ENVIRONMENTAL INC COM 40280910 4 238 SH SHARED 01 238 D GUNDLE/SLT ENVIRONMENTAL INC COM 40280910 96 5223 SH SHARED 02 5223 D GYMBOREE CORP COM 40377710 1712 102126 SH SHARED 102126 D GYMBOREE CORP COM 40377710 660 39365 SH SHARED 01 39365 D GYMBOREE CORP COM 40377710 262 15657 SH SHARED 02 15657 D GYMBOREE CORP COM 40377710 664 39600 SH SHARED 10 39600 D HCA INC COM 40411910 796 19600 SH SHARED 19600 D HCA INC COM 40411910 4062 100000 SH SHR/OTHR 100000 D HCA INC COM 40411910 47018 1157529 SH SHARED 1157529 D HCA INC COM 40411910 5432 133737 SH SHARED 01 118619 13200 1918 D HCA INC COM 40411910 97 2400 SH SHR/OTHR 01 2400 D HCA INC COM 40411910 9599 236324 SH SHARED 02 236324 D HCA INC COM 40411910 15289 376400 SH SHARED 04 376400 D HCA INC COM 40411910 1021 25147 SH SHARED 05 23100 2047 D HCA INC COM 40411910 604 14875 SH SHARED 06 14275 600 D HCA INC COM 40411910 98710 2430095 SH SHARED 10 2430095 D HCA INC COM 40411910 1490 36704 SH SHARED 14 36704 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 24940 21820000 PRN SHARED 02 21820000 D HCC INS HLDGS INC COM 40413210 1346 41650 SH SHARED 38550 3100 D HCC INS HLDGS INC COM 40413210 3565 110279 SH SHARED 01 110279 D HCC INS HLDGS INC COM 40413210 601 18593 SH SHARED 02 18593 D HDFC BANK LTD ADR REPS 3 SHS 40415F10 2599 86416 SH SHARED 86416 D HDFC BANK LTD ADR REPS 3 SHS 40415F10 785 26100 SH SHARED 14 26100 D HNC SOFTWARE INC NOTE 5.250% 9/0 40425PAC 8 7540 PRN SHARED 01 7540 D HRPT PPTYS TR COM SH BEN INT 40426W10 593 52500 SH SHARED 52500 D HRPT PPTYS TR COM SH BEN INT 40426W10 1042 92300 SH SHARED 01 92300 D HRPT PPTYS TR COM SH BEN INT 40426W10 202 17932 SH SHARED 02 17932 D HRPT PPTYS TR COM SH BEN INT 40426W10 11351 1004495 SH SHARED 10 1004495 D HRPT PPTYS TR COM SH BEN INT 40426W10 124643 11030369 SH SHARED 11 11030369 D HSBC HLDGS PLC SPON ADR NEW 40428040 20732 277171 SH SHARED 277171 D HSBC HLDGS PLC SPON ADR NEW 40428040 5244 70111 SH SHARED 01 29551 40560 D HSBC HLDGS PLC SPON ADR NEW 40428040 887 11861 SH SHR/OTHR 01 1283 10578 D HSBC HLDGS PLC SPON ADR NEW 40428040 9260 123806 SH SHARED 02 123806 D HAEMONETICS CORP COM 40502410 1451 46149 SH SHARED 46149 D HAEMONETICS CORP COM 40502410 50 1594 SH SHARED 01 1594 D HAEMONETICS CORP COM 40502410 399 12689 SH SHARED 02 12689 D HAIN CELESTIAL GROUP INC COM 40521710 935 42358 SH SHARED 42358 D HAIN CELESTIAL GROUP INC COM 40521710 56 2575 SH SHARED 01 2575 D HAIN CELESTIAL GROUP INC COM 40521710 28 1301 SH SHR/OTHR 01 1301 D HAIN CELESTIAL GROUP INC COM 40521710 412 18661 SH SHARED 02 18661 D HALL KINION ASSOCIATES INC COM 40606910 1907 683800 SH SHARED 683800 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM 1596 1423000 PRN SHARED 958000 465000 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM 1606 1432000 PRN SHARED 02 1432000 D HALLIBURTON CO COM 40621610 64088 2108862 SH SHARED 1983562 125300 D HALLIBURTON CO COM 40621610 7392 243265 SH SHARED 01 128199 115066 D HALLIBURTON CO COM 40621610 896 29500 SH SHR/OTHR 01 29500 D HALLIBURTON CO COM 40621610 10019 329681 SH SHARED 02 329681 D HALLIBURTON CO COM 40621610 123196 4053850 SH SHARED 04 4053850 D HALLIBURTON CO COM 40621610 83 2742 SH SHARED 05 500 2242 D HALLIBURTON CO COM 40621610 8167 268750 SH SHARED 06 268150 600 D HALLIBURTON CO COM 40621610 6320 207986 SH SHARED 10 207986 D HALLIBURTON CO COM 40621610 2958 97362 SH SHARED 14 97362 D HAMPSHIRE GROUP LTD COM 40885910 6 200 SH SHARED 200 D HAMPSHIRE GROUP LTD COM 40885910 25 849 SH SHARED 02 849 D HANARO TELECOM INC SPONSORED ADR 40964920 2188 770645 SH SHARED 770645 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 35300 3491600 SH SHARED 3491600 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 74 7417 SH SHARED 01 7417 D HANCOCK FABRICS INC COM 40990010 100 6340 SH SHARED 6340 D HANCOCK FABRICS INC COM 40990010 6772 426229 SH SHARED 01 361329 7400 57500 D HANCOCK FABRICS INC COM 40990010 149 9408 SH SHARED 02 9408 D HANCOCK FABRICS INC COM 40990010 683 43000 SH SHARED 05 43000 D HANCOCK FABRICS INC COM 40990010 6046 380500 SH SHARED 10 380500 D HANCOCK HLDG CO COM 41012010 231 7476 SH SHARED 7476 D HANCOCK HLDG CO COM 41012010 2470 79800 SH SHARED 01 79800 D HANCOCK HLDG CO COM 41012010 454 14692 SH SHARED 02 14692 D HANCOCK HLDG CO COM 41012010 2436 78700 SH SHARED 10 78700 D HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T10 122 10400 SH SHARED 10400 D HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W10 3083 116001 SH SHARED 116001 D HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W10 2 99 SH SHARED 01 99 D HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W10 1 59 SH SHARED 02 59 D JOHN HANCOCK PREFERRED INC F COM 41013X10 26 962 SH SHARED 962 D JOHN HANCOCK PREFERRED INC F COM 41013X10 6 238 SH SHARED 01 238 D HANCOCK JOHN FINL SVCS INC COM 41014S10 100056 2290138 SH SHARED 1940138 350000 D HANCOCK JOHN FINL SVCS INC COM 41014S10 2771 63441 SH SHARED 01 61451 1990 D HANCOCK JOHN FINL SVCS INC COM 41014S10 12 288 SH SHR/OTHR 01 288 D HANCOCK JOHN FINL SVCS INC COM 41014S10 18586 425416 SH SHARED 02 425416 D HANCOCK JOHN FINL SVCS INC COM 41014S10 1845 42232 SH SHARED 05 40760 1472 D HANCOCK JOHN FINL SVCS INC COM 41014S10 218 4992 SH SHARED 06 4492 500 D HANCOCK JOHN FINL SVCS INC COM 41014S10 5484 125532 SH SHARED 10 125532 D HANCOCK JOHN FINL SVCS INC COM 41014S10 93 2149 SH SHARED 14 2149 D HANCOCK JOHN INVS TR COM 41014210 21 1000 SH SHR/OTHR 01 1000 D HANDLEMAN CO DEL COM 41025210 149 6233 SH SHARED 6233 D HANDLEMAN CO DEL COM 41025210 3930 164201 SH SHARED 01 164201 D HANDLEMAN CO DEL COM 41025210 325 13617 SH SHARED 02 13617 D HANDLEMAN CO DEL COM 41025210 3605 150600 SH SHARED 10 150600 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 232 12901 SH SHARED 12901 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 1 100 SH SHARED 01 100 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 190 10576 SH SHARED 02 10576 D HANMI FINL CORP COM 41049510 192 7207 SH SHARED 7207 D HANMI FINL CORP COM 41049510 32 1216 SH SHARED 01 1216 D HANMI FINL CORP COM 41049510 184 6918 SH SHARED 02 6918 D HANOVER CAP MTG HLDGS INC COM 41076110 38 2500 SH SHARED 2500 D HANOVER CAP MTG HLDGS INC COM 41076110 4 298 SH SHARED 02 298 D HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE 296 250000 PRN SHARED 02 250000 D HANOVER COMPRESSOR CO COM 41076810 588 48647 SH SHARED 48647 D HANOVER COMPRESSOR CO COM 41076810 185 15314 SH SHARED 01 15300 14 D HANOVER COMPRESSOR CO COM 41076810 797 65952 SH SHARED 02 65952 D HANOVER COMPRESSOR CO COM 41076810 9 800 SH SHARED 10 800 D HANSON PLC NEW SPONSORED ADR 41134910 20314 524250 SH SHARED 524250 D HANSON PLC NEW SPONSORED ADR 41134910 52267 1348850 SH SHARED 02 1348850 D HARBOR FLA BANCSHARES INC COM 41190110 184 6366 SH SHARED 6366 D HARBOR FLA BANCSHARES INC COM 41190110 6 224 SH SHARED 01 224 D HARBOR FLA BANCSHARES INC COM 41190110 302 10428 SH SHARED 02 10428 D HARKEN ENERGY CORP COM NEW 41255230 162 179100 SH SHARED 179100 D HARLAND JOHN H CO COM 41269310 171 5500 SH SHARED 5500 D HARLAND JOHN H CO COM 41269310 330 10636 SH SHARED 10636 D HARLAND JOHN H CO COM 41269310 17 560 SH SHARED 01 560 D HARLAND JOHN H CO COM 41269310 451 14497 SH SHARED 02 14497 D HARLAND JOHN H CO COM 41269310 6015 193300 SH SHARED 10 193300 D HARLEY DAVIDSON INC COM 41282210 40119 752144 SH SHARED 740545 11599 D HARLEY DAVIDSON INC COM 41282210 29098 545532 SH SHARED 01 268977 276555 D HARLEY DAVIDSON INC COM 41282210 1100 20625 SH SHR/OTHR 01 1800 18825 D HARLEY DAVIDSON INC COM 41282210 10094 189254 SH SHARED 02 189254 D HARLEY DAVIDSON INC COM 41282210 325 6100 SH SHARED 05 200 5900 D HARLEY DAVIDSON INC COM 41282210 391 7344 SH SHARED 06 6144 1200 D HARLEY DAVIDSON INC COM 41282210 37 700 SH SHARED 07 700 D HARLEY DAVIDSON INC COM 41282210 93870 1759858 SH SHARED 10 1759858 D HARLEY DAVIDSON INC COM 41282210 346 6500 SH SHARED 14 6500 D HARLEYSVILLE GROUP INC COM 41282410 1148 61387 SH SHARED 61387 D HARLEYSVILLE GROUP INC COM 41282410 227 12168 SH SHARED 01 12168 D HARLEYSVILLE GROUP INC COM 41282410 276 14773 SH SHARED 02 14773 D HARLEYSVILLE NATL CORP PA COM 41285010 176 6326 SH SHARED 6326 D HARLEYSVILLE NATL CORP PA COM 41285010 22 822 SH SHARED 01 822 D HARLEYSVILLE NATL CORP PA COM 41285010 323 11609 SH SHARED 02 11609 D HARMAN INTL INDS INC COM 41308610 1377 17300 SH SHARED 17300 D HARMAN INTL INDS INC COM 41308610 1659 20854 SH 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COM 41361910 15956 290698 SH SHARED 290698 D HARRAHS ENTMT INC COM 41361910 1925 35076 SH SHARED 01 35076 D HARRAHS ENTMT INC COM 41361910 2877 52425 SH SHARED 02 52425 D HARRAHS ENTMT INC COM 41361910 30 558 SH SHARED 05 200 358 D HARRAHS ENTMT INC COM 41361910 1981 36100 SH SHARED 06 36100 D HARRAHS ENTMT INC COM 41361910 4451 81095 SH SHARED 10 81095 D HARRAHS ENTMT INC COM 41361910 1409 25670 SH SHARED 14 25670 D HARRIS & HARRIS GROUP INC COM 41383310 538 32025 SH SHARED 32025 D HARRIS CORP DEL COM 41387510 677 14000 SH SHARED 14000 D HARRIS CORP DEL COM 41387510 1945 40194 SH SHARED 40194 D HARRIS CORP DEL COM 41387510 1353 27960 SH SHARED 01 27960 D HARRIS CORP DEL COM 41387510 145 3000 SH SHR/OTHR 01 3000 D HARRIS CORP DEL COM 41387510 788 16290 SH SHARED 02 16290 D HARRIS CORP DEL COM 41387510 184 3816 SH SHARED 06 3816 D HARRIS INTERACTIVE INC COM 41454910 680 81735 SH SHARED 81735 D HARRIS INTERACTIVE INC COM 41454910 22783 2735056 SH SHARED 01 2261356 473700 D HARRIS INTERACTIVE INC COM 41454910 216 26027 SH SHARED 02 26027 D HARRIS INTERACTIVE INC COM 41454910 862 103500 SH SHARED 05 103500 D HARRIS INTERACTIVE INC COM 41454910 4579 549727 SH SHARED 10 549727 D HARSCO CORP COM 41586410 610 13413 SH SHARED 13413 D HARSCO CORP COM 41586410 578 12719 SH SHARED 01 12719 D HARSCO CORP COM 41586410 544 11958 SH SHARED 02 11958 D HARSCO CORP COM 41586410 5014 110200 SH SHARED 10 110200 D HARTE-HANKS INC COM 41619610 121 5200 SH SHARED 5200 D HARTE-HANKS INC COM 41619610 1531 65380 SH SHARED 01 64630 750 D HARTE-HANKS INC COM 41619610 450 19221 SH SHARED 02 19221 D HARTFORD FINL SVCS GROUP INC COM 41651510 97468 1530113 SH SHARED 1077848 452265 D HARTFORD FINL SVCS GROUP INC COM 41651510 39724 623618 SH SHARED 01 85534 8600 529484 D HARTFORD FINL SVCS GROUP INC COM 41651510 1294 20326 SH SHR/OTHR 01 2910 17416 D HARTFORD FINL SVCS GROUP INC COM 41651510 8538 134050 SH SHARED 02 134050 D HARTFORD FINL SVCS GROUP INC COM 41651510 14842 233000 SH SHARED 03 216500 16500 D HARTFORD FINL SVCS GROUP INC COM 41651510 2363 37100 SH SHARED 04 37100 D HARTFORD FINL SVCS GROUP INC COM 41651510 44761 702699 SH SHARED 05 500657 202042 D HARTFORD FINL SVCS GROUP INC COM 41651510 4959 77850 SH SHARED 06 48950 28900 D HARTFORD FINL SVCS GROUP INC COM 41651510 3471 54490 SH SHARED 07 54490 D HARTFORD FINL SVCS GROUP INC COM 41651510 2204 34600 SH SHARED 09 34600 D HARTFORD FINL SVCS GROUP INC COM 41651510 80100 1257459 SH SHARED 10 1257459 D HARTFORD FINL SVCS GROUP INC COM 41651510 2029 31867 SH SHARED 14 31867 D HARVARD BIOSCIENCE INC COM 41690610 295 31867 SH SHARED 31867 D HARVARD BIOSCIENCE INC COM 41690610 52 5694 SH SHARED 01 5694 D HARVARD BIOSCIENCE INC COM 41690610 132 14267 SH SHARED 02 14267 D HARTMARX CORP COM 41711910 114 19051 SH SHARED 02 19051 D HARVEST NATURAL RESOURCES IN COM 41754V10 261 17928 SH SHARED 17928 D HARVEST NATURAL RESOURCES IN COM 41754V10 251 17217 SH SHARED 02 17217 D HARVEY ELECTRONICS INC COM 41766010 0 6 SH SHARED 6 D HASBRO INC DBCV 2.750%12/0 418056AN 18641 15665000 PRN SHARED 15665000 D HASBRO INC DBCV 2.750%12/0 418056AN 12 10500 PRN SHARED 01 10500 D HASBRO INC DBCV 2.750%12/0 418056AN 192 162000 PRN SHARED 02 162000 D HASBRO INC COM 41805610 9301 427643 SH SHARED 427643 D HASBRO INC COM 41805610 587 27000 SH SHARED 01 27000 D HASBRO INC COM 41805610 1671 76834 SH SHARED 02 76834 D HASBRO INC COM 41805610 1510 69445 SH SHARED 10 69445 D HAVAS SPONSORED ADR 41931310 0 16 SH SHARED 02 16 D HAVERTY FURNITURE INC COM 41959610 416 19586 SH SHARED 19586 D HAVERTY FURNITURE INC COM 41959610 2329 109467 SH SHARED 01 109467 D HAVERTY FURNITURE INC COM 41959610 320 15067 SH SHARED 02 15067 D HAVERTY FURNITURE INC COM 41959610 1704 80100 SH SHARED 10 80100 D HAWAIIAN ELEC INDUSTRIES COM 41987010 2042 39408 SH SHARED 39408 D HAWAIIAN ELEC INDUSTRIES COM 41987010 2155 41575 SH SHARED 01 39800 1775 D HAWAIIAN ELEC INDUSTRIES COM 41987010 963 18581 SH SHARED 02 18581 D HAWTHORNE FINL CORP COM 42054210 124 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CORP COM 42786610 1872 22600 SH SHARED 09 22600 D HERSHEY FOODS CORP COM 42786610 97877 1181381 SH SHARED 10 1181381 D HERSHEY FOODS CORP COM 42786610 74 900 SH SHARED 14 900 D HEWITT ASSOCS INC COM 42822Q10 1330 41572 SH SHARED 41572 D HEWITT ASSOCS INC COM 42822Q10 13559 423594 SH SHARED 01 423594 D HEWITT ASSOCS INC COM 42822Q10 54 1695 SH SHARED 02 1695 D HEWITT ASSOCS INC COM 42822Q10 9727 303900 SH SHARED 10 303900 D HEWLETT PACKARD CO NOTE 10/1 428236AC 397 750000 PRN SHARED 06 750000 D HEWLETT PACKARD CO COM 42823610 252 11055 SH SHARED 11055 D HEWLETT PACKARD CO COM 42823610 344779 15095407 SH SHARED 14329052 766355 D HEWLETT PACKARD CO COM 42823610 227254 9949835 SH SHARED 01 7144018 21000 2784817 D HEWLETT PACKARD CO COM 42823610 15627 684199 SH SHR/OTHR 01 43440 640759 D HEWLETT PACKARD CO COM 42823610 41009 1795521 SH SHARED 02 1795521 D HEWLETT PACKARD CO COM 42823610 9469 414600 SH SHARED 03 378600 36000 D HEWLETT PACKARD CO COM 42823610 30562 1338100 SH SHARED 04 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7857000 D HILB ROGAL & HAMILTON CO COM 43129410 6224 163381 SH SHARED 163381 D HILB ROGAL & HAMILTON CO COM 43129410 73 1916 SH SHARED 01 1916 D HILB ROGAL & HAMILTON CO COM 43129410 1006 26413 SH SHARED 02 26413 D HILB ROGAL & HAMILTON CO COM 43129410 7573 198770 SH SHARED 10 198770 D HILLENBRAND INDS INC COM 43157310 1774 26137 SH SHARED 23237 2900 D HILLENBRAND INDS INC COM 43157310 1215 17900 SH SHARED 01 15900 2000 D HILLENBRAND INDS INC COM 43157310 1053 15521 SH SHARED 02 15521 D HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ 5360 5000000 PRN SHARED 5000000 D HILTON HOTELS CORP COM 43284810 33383 2054369 SH SHARED 2054369 D HILTON HOTELS CORP COM 43284810 1466 90250 SH SHARED 01 90250 D HILTON HOTELS CORP COM 43284810 24 1500 SH SHR/OTHR 01 1500 D HILTON HOTELS CORP COM 43284810 3437 211555 SH SHARED 02 211555 D HILTON HOTELS CORP COM 43284810 302 18587 SH SHARED 05 18587 D HILTON HOTELS CORP COM 43284810 47 2950 SH SHARED 06 2950 D HILTON HOTELS CORP COM 43284810 32074 1973825 SH SHARED 10 1973825 D HILTON HOTELS CORP COM 43284810 228509 14062100 SH SHARED 11 14062100 D HILTON HOTELS CORP COM 43284810 45 2779 SH SHARED 14 2779 D HITACHI LIMITED ADR 10 COM 43357850 110 1420 SH SHARED 1420 D HITACHI LIMITED ADR 10 COM 43357850 51 660 SH SHARED 01 660 D HOLLINGER INTL INC CL A 43556910 996 50332 SH SHARED 50332 D HOLLINGER INTL INC CL A 43556910 31 1600 SH SHARED 01 1600 D HOLLINGER INTL INC CL A 43556910 451 22808 SH SHARED 02 22808 D HOLLINGER INTL INC CL A 43556910 31 1600 SH SHARED 10 1600 D HOLLY CORP COM PAR $0.01 43575830 95 3011 SH SHARED 3011 D HOLLY CORP COM PAR $0.01 43575830 31 1000 SH SHARED 01 1000 D HOLLY CORP COM PAR $0.01 43575830 266 8365 SH SHARED 02 8365 D HOLLY CORP COM PAR $0.01 43575830 25 800 SH SHARED 10 800 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 25 2600 SH SHARED 2600 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 109 11383 SH SHARED 02 11383 D HOLLYWOOD ENTMT CORP COM 43614110 924 68143 SH SHARED 68143 D HOLLYWOOD ENTMT CORP COM 43614110 3280 241939 SH SHARED 01 241939 D HOLLYWOOD ENTMT CORP COM 43614110 439 32407 SH SHARED 02 32407 D HOLOGIC INC COM 43644010 368 18202 SH SHARED 18202 D HOLOGIC INC COM 43644010 258 12749 SH SHARED 02 12749 D HOME DEPOT INC COM 43707610 429105 11485681 SH SHARED 11148992 336689 D HOME DEPOT INC COM 43707610 131672 3524412 SH SHARED 01 744273 2780139 D HOME DEPOT INC COM 43707610 35677 954955 SH SHR/OTHR 01 27469 927486 D HOME DEPOT INC COM 43707610 50372 1348289 SH SHARED 02 1348289 D HOME DEPOT INC COM 43707610 3555 95172 SH SHARED 05 47727 47445 D HOME DEPOT INC COM 43707610 7001 187414 SH SHARED 06 184014 3400 D HOME DEPOT INC COM 43707610 115 3102 SH SHARED 07 3102 D HOME DEPOT INC COM 43707610 202853 5429706 SH SHARED 10 5429706 D HOME DEPOT INC COM 43707610 6771 181262 SH SHARED 14 181262 D HOME PROPERTIES INC COM 43730610 519 12748 SH SHARED 12748 D HOME PROPERTIES INC COM 43730610 2161 53052 SH SHARED 01 53052 D HOME PROPERTIES INC COM 43730610 687 16862 SH SHARED 02 16862 D HOME PROPERTIES INC COM 43730610 1866 45800 SH SHARED 10 45800 D HOME PROPERTIES INC COM 43730610 3149 77300 SH SHARED 11 77300 D HOMESTORE INC COM 43785210 614 145354 SH SHARED 145354 D HOMESTORE INC COM 43785210 18 4428 SH SHARED 01 4428 D HOMESTORE INC COM 43785210 188 44542 SH SHARED 02 44542 D HON INDS INC COM 43809210 3455 92988 SH SHARED 92988 D HON INDS INC COM 43809210 1836 49420 SH SHARED 01 49420 D HON INDS INC COM 43809210 564 15187 SH SHARED 02 15187 D HONDA MOTOR LTD AMERN SHS 43812830 183 7915 SH SHARED 7915 D HONDA MOTOR LTD AMERN SHS 43812830 442 19127 SH SHARED 01 19127 D HONDA MOTOR LTD AMERN SHS 43812830 3 139 SH SHARED 02 139 D HONEYWELL INTL INC COM 43851610 185662 5484872 SH SHARED 4948264 536608 D HONEYWELL INTL INC COM 43851610 134177 3963889 SH SHARED 01 1525650 2000 2436239 D HONEYWELL INTL INC COM 43851610 12794 377971 SH SHR/OTHR 01 13590 364381 D HONEYWELL INTL INC COM 43851610 17972 530935 SH SHARED 02 530935 D HONEYWELL INTL INC COM 43851610 140362 4146600 SH SHARED 04 4146600 D HONEYWELL INTL INC COM 43851610 33972 1003618 SH SHARED 05 883540 120078 D HONEYWELL INTL INC COM 43851610 15043 444410 SH SHARED 06 373410 71000 D HONEYWELL INTL INC COM 43851610 3902 115293 SH SHARED 07 115293 D HONEYWELL INTL INC COM 43851610 2508 74100 SH SHARED 09 74100 D HONEYWELL INTL INC COM 43851610 156102 4611602 SH SHARED 10 4611602 D HONEYWELL INTL INC COM 43851610 1346 39769 SH SHARED 14 39769 D HOOKER FURNITURE CORP COM 43903810 46 2019 SH SHARED 2019 D HOOKER FURNITURE CORP COM 43903810 188 8107 SH SHARED 02 8107 D HOOPER HOLMES INC COM 43910410 112 17982 SH SHARED 17982 D HOOPER HOLMES INC COM 43910410 317 50874 SH SHARED 01 874 50000 D HOOPER HOLMES INC COM 43910410 172 27692 SH SHARED 02 27692 D HORACE MANN EDUCATORS CORP N NOTE 1.425% 5/1 440327AG 1856 3925000 PRN SHARED 02 3925000 D HORACE MANN EDUCATORS CORP N COM 44032710 310 19750 SH SHARED 19750 D HORACE MANN EDUCATORS CORP N COM 44032710 173 11010 SH SHARED 01 10500 510 D HORACE 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SH SHARED 01 1000 826326 D HOST MARRIOTT CORP NEW COM 44107P10 722 56527 SH SHR/OTHR 01 56527 D HOST MARRIOTT CORP NEW COM 44107P10 411 32230 SH SHARED 02 32230 D HOST MARRIOTT CORP NEW COM 44107P10 52 4100 SH SHARED 06 4100 D HOST MARRIOTT CORP NEW COM 44107P10 27547 2155500 SH SHARED 10 2155500 D HOST MARRIOTT CORP NEW COM 44107P10 239558 18744800 SH SHARED 11 18744800 D HOT TOPIC INC COM 44133910 2440 92280 SH SHARED 92280 D HOT TOPIC INC COM 44133910 6309 238539 SH SHARED 01 238349 190 D HOT TOPIC INC COM 44133910 688 26047 SH SHARED 02 26047 D HOT TOPIC INC COM 44133910 2909 110000 SH SHARED 04 110000 D HOT TOPIC INC COM 44133910 1101 41660 SH SHARED 10 41660 D HOUSTON EXPL CO COM 44212010 699 15630 SH SHARED 15630 D HOUSTON EXPL CO COM 44212010 1203 26910 SH SHARED 01 26910 D HOUSTON EXPL CO COM 44212010 411 9199 SH SHARED 02 9199 D HOUSTON EXPL CO COM 44212010 1001 22400 SH SHARED 10 22400 D HOVNANIAN ENTERPRISES INC CL A 44248720 12157 281761 SH SHARED 281761 D HOVNANIAN ENTERPRISES INC CL A 44248720 2730 63281 SH SHARED 01 63281 D HOVNANIAN ENTERPRISES INC CL A 44248720 1751 40584 SH SHARED 02 40584 D HUANENG PWR INTL INC SPON ADR N 44330410 422 5400 SH SHARED 5400 D HUANENG PWR INTL INC SPON ADR N 44330410 690 8811 SH SHARED 8811 D HUANENG PWR INTL INC SPON ADR N 44330410 103 1320 SH SHARED 02 1320 D HUB INTERNATIONAL LTD COM 44332P10 235 12832 SH SHARED 12832 D HUB INTERNATIONAL LTD COM 44332P10 9 500 SH SHARED 02 500 D HUB GROUP INC CL A 44332010 127 4259 SH SHARED 02 4259 D HUBBELL INC CL A 44351010 3 100 SH SHARED 02 100 D HUBBELL INC CL B 44351020 520 12961 SH SHARED 12961 D HUBBELL INC CL B 44351020 3042 75804 SH SHARED 01 58890 16914 D HUBBELL INC CL B 44351020 352 8772 SH SHR/OTHR 01 8772 D HUBBELL INC CL B 44351020 1124 28018 SH SHARED 02 28018 D HUDSON CITY BANCORP COM 44368310 1314 34905 SH SHARED 34905 D HUDSON CITY BANCORP COM 44368310 99 2630 SH SHARED 01 1830 800 D HUDSON CITY BANCORP COM 44368310 360 9557 SH SHARED 02 9557 D HUDSON HIGHLAND GROUP INC COM 44379210 163 5858 SH SHARED 5858 D HUDSON HIGHLAND GROUP INC COM 44379210 4 165 SH SHARED 01 165 D HUDSON HIGHLAND GROUP INC COM 44379210 132 4753 SH SHARED 02 4753 D HUDSON HIGHLAND GROUP INC COM 44379210 313 11250 SH SHARED 04 11250 D HUDSON RIV BANCORP INC COM 44412810 160 7803 SH SHARED 7803 D HUDSON RIV BANCORP INC COM 44412810 239 11619 SH SHARED 01 11619 D HUDSON RIV BANCORP INC COM 44412810 304 14768 SH SHARED 02 14768 D HUDSON UNITED BANCORP COM 44416510 247 6500 SH SHARED 6500 D HUDSON UNITED BANCORP COM 44416510 125 3306 SH SHARED 3306 D HUDSON UNITED BANCORP COM 44416510 108 2840 SH SHARED 01 2840 D HUDSON UNITED BANCORP COM 44416510 61 1622 SH SHR/OTHR 01 1622 D HUDSON UNITED BANCORP COM 44416510 163 4292 SH SHARED 02 4292 D HUGHES SUPPLY INC COM 44448210 204 3900 SH SHARED 3900 D HUGHES SUPPLY INC COM 44448210 954 18209 SH SHARED 18209 D HUGHES SUPPLY INC COM 44448210 15 300 SH SHARED 01 300 D HUGHES SUPPLY INC COM 44448210 795 15188 SH SHARED 02 15188 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 79 3597 SH SHARED 97 3500 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 65 3000 SH SHR/OTHR 01 3000 D HUMANA INC COM 44485910 174 9200 SH SHARED 9200 D HUMANA INC COM 44485910 9169 482086 SH SHARED 482086 D HUMANA INC COM 44485910 17050 896463 SH SHARED 01 894864 1599 D HUMANA INC COM 44485910 39 2100 SH SHR/OTHR 01 2100 D HUMANA INC COM 44485910 2078 109300 SH SHARED 02 109300 D HUMANA INC COM 44485910 187 9862 SH SHARED 06 9862 D HUMANA INC COM 44485910 30068 1580881 SH SHARED 10 1580881 D HUMAN GENOME SCIENCES INC NOTE 5.000% 2/0 444903AF 10 11000 PRN SHARED 01 11000 D HUMAN GENOME SCIENCES INC NOTE 3.750% 3/1 444903AH 7 7250 PRN SHARED 01 7250 D HUMAN GENOME SCIENCES INC NOTE 3.750% 3/1 444903AH 2898 3000000 PRN SHARED 02 3000000 D HUMAN GENOME SCIENCES INC COM 44490310 159 12702 SH SHARED 12702 D HUMAN GENOME SCIENCES INC COM 44490310 10003 798400 SH SHARED 01 798400 D HUMAN GENOME SCIENCES INC COM 44490310 554 44227 SH SHARED 02 44227 D HUMAN GENOME SCIENCES INC COM 44490310 7228 576900 SH SHARED 04 576900 D HUMAN GENOME SCIENCES INC COM 44490310 125 10000 SH SHARED 06 10000 D HUMAN GENOME SCIENCES INC COM 44490310 125 10000 SH SHARED 10 10000 D HUMAN GENOME SCIENCES INC COM 44490310 98 7900 SH SHARED 14 7900 D HUMBOLDT BANCORP COM 44506910 61 3100 SH SHARED 3100 D HUMBOLDT BANCORP COM 44506910 128 6474 SH SHARED 02 6474 D HUNGARIAN TEL & CABLE CORP COM 44554210 10 1100 SH SHARED 1100 D HUNGARIAN TEL & CABLE CORP COM 44554210 14 1626 SH SHARED 02 1626 D HUNT J B TRANS SVCS INC COM 44565810 690 24514 SH SHARED 24514 D HUNT J B TRANS SVCS INC COM 44565810 18167 645153 SH SHARED 01 645153 D HUNT J B TRANS SVCS INC COM 44565810 483 17157 SH SHARED 02 17157 D HUNT J B TRANS SVCS INC COM 44565810 7662 272100 SH SHARED 10 272100 D HUNTINGTON BANCSHARES INC COM 44615010 28112 1276078 SH SHARED 1076078 200000 D HUNTINGTON BANCSHARES INC COM 44615010 2275 103296 SH SHARED 01 101301 1995 D HUNTINGTON BANCSHARES INC COM 44615010 3671 166648 SH SHARED 02 166648 D HUNTINGTON BANCSHARES INC COM 44615010 22 1020 SH SHARED 05 300 720 D HUNTINGTON BANCSHARES INC COM 44615010 62 2850 SH SHARED 06 2850 D HUNTINGTON BANCSHARES INC COM 44615010 2043 92761 SH SHARED 10 92761 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 681 570000 PRN SHARED 02 570000 D HUTCHINSON TECHNOLOGY INC COM 44840710 1191 42466 SH SHARED 42466 D HUTCHINSON TECHNOLOGY INC COM 44840710 3923 139822 SH SHARED 01 139822 D HUTCHINSON TECHNOLOGY INC COM 44840710 715 25495 SH SHARED 02 25495 D HUTCHINSON TECHNOLOGY INC COM 44840710 774 27600 SH SHARED 10 27600 D HUTTIG BLDG PRODS INC COM 44845110 249 49900 SH SHARED 49900 D HYDRIL COM 44877410 94 3600 SH SHARED 3600 D HYDRIL COM 44877410 179 6850 SH SHARED 02 6850 D ICN PHARMACEUTICALS INC NEW NOTE 6.500% 7/1 448924AM 8197 7800000 PRN SHARED 7800000 D ICN PHARMACEUTICALS INC NEW NOTE 6.500% 7/1 448924AM 12 12000 PRN SHARED 01 12000 D IDT CORP COM 44894710 1279 64403 SH SHARED 43063 21340 D IDT CORP COM 44894710 69 3479 SH SHARED 01 3479 D IDT CORP COM 44894710 99 4985 SH SHARED 02 4985 D IDT CORP CL B 44894730 8095 401782 SH SHARED 381001 20781 D IDT CORP CL B 44894730 2 119 SH SHARED 01 119 D IDT CORP CL B 44894730 2 100 SH SHARED 02 100 D HYPERCOM CORP COM 44913M10 52 6600 SH SHARED 6600 D HYPERCOM CORP COM 44913M10 225 28410 SH SHARED 02 28410 D HYPERCOM CORP COM 44913M10 271 34200 SH SHARED 10 34200 D HYPERION SOLUTIONS CORP COM 44914M10 810 19542 SH SHARED 19542 D HYPERION SOLUTIONS CORP COM 44914M10 167 4050 SH SHARED 01 3480 570 D HYPERION SOLUTIONS CORP COM 44914M10 2276 54930 SH SHARED 02 54930 D HYPERION SOLUTIONS CORP COM 44914M10 4145 100000 SH SHARED 04 100000 D HYPERION SOLUTIONS CORP COM 44914M10 310 7500 SH SHARED 10 7500 D HYPERION TOTAL RETURN & INCO COM 44914510 621 60900 SH SHARED 60900 D IBT BANCORP INC COM 44923F10 38 800 SH SHARED 800 D IBT BANCORP INC COM 44923F10 58 1222 SH SHARED 02 1222 D ICT GROUP INC COM 44929Y10 108 8347 SH SHARED 8347 D ICT GROUP INC COM 44929Y10 17 1326 SH SHARED 01 1326 D ICT GROUP INC COM 44929Y10 35 2729 SH SHARED 02 2729 D ICOS CORP NOTE 2.000% 7/0 449295AB 2826 3000000 PRN SHARED 02 3000000 D ICOS CORP COM 44929510 2795 75685 SH SHARED 54095 21590 D ICOS CORP COM 44929510 386 10473 SH SHARED 01 10473 D ICOS CORP COM 44929510 484 13120 SH SHARED 02 13120 D ICOS CORP COM 44929510 10451 283000 SH SHARED 04 283000 D ICOS CORP COM 44929510 369 10000 SH SHARED 06 10000 D ICOS CORP COM 44929510 369 10000 SH SHARED 10 10000 D ICOS CORP COM 44929510 118 3200 SH SHARED 14 3200 D ICU MED INC COM 44930G10 85 2800 SH SHARED 2800 D ICU MED INC COM 44930G10 1977 65100 SH SHARED 01 60000 5100 D ICU MED INC COM 44930G10 213 7032 SH SHARED 02 7032 D ICU MED INC COM 44930G10 7939 261425 SH SHARED 10 261425 D ID BIOMEDICAL CORP COM 44936D10 60 5440 SH SHARED 5440 D ID BIOMEDICAL CORP COM 44936D10 42 3854 SH SHARED 02 3854 D IDEC PHARMACEUTICALS CORP NOTE 2/1 449370AC 169724 75500000 PRN SHARED 75500000 D IDEC PHARMACEUTICALS CORP NOTE 2/1 449370AC 674 300000 PRN SHARED 02 300000 D IDEC PHARMACEUTICALS CORP NOTE 4/2 449370AE 127957199000000 PRN SHARED 199000000 D IDEC PHARMACEUTICALS CORP NOTE 4/2 449370AE 2 4500 PRN SHARED 01 4500 D IDEC PHARMACEUTICALS CORP NOTE 4/2 449370AE 321 500000 PRN SHARED 02 500000 D IDX SYS CORP COM 44949110 203 5870 SH SHARED 5870 D IDX SYS CORP COM 44949110 1395 40325 SH SHARED 01 39325 1000 D IDX SYS CORP COM 44949110 596 17234 SH SHARED 02 17234 D IFC CAP TR III PFD CV TR SECS 44949820 4557 133000 SH SHARED 133000 D I-FLOW CORP COM NEW 44952030 243 17271 SH SHARED 17271 D I-FLOW CORP COM NEW 44952030 32 2273 SH SHARED 01 2273 D I-FLOW CORP COM NEW 44952030 137 9763 SH SHARED 02 9763 D IHOP CORP COM 44962310 3627 105332 SH SHARED 105332 D IHOP CORP COM 44962310 32 939 SH SHARED 01 939 D IHOP CORP COM 44962310 436 12686 SH SHARED 02 12686 D IMC GLOBAL INC COM 44966910 50622 3540000 SH SHARED 1782600 1757400 D IMC GLOBAL INC COM 44966910 1494 104500 SH SHARED 01 104500 D IMC GLOBAL INC COM 44966910 1051 73547 SH SHARED 02 73547 D IMC GLOBAL INC PFD CV 7.5% 44966920 69854 705600 SH SHARED 423000 282600 D IMC GLOBAL INC PFD CV 7.5% 44966920 544 5500 SH SHARED 02 5500 D ING PRIME RATE TR SH BEN INT 44977W10 23 2885 SH SHARED 2885 D ING PRIME RATE TR SH BEN INT 44977W10 5 715 SH SHARED 01 715 D IMS HEALTH INC COM 44993410 32616 1402245 SH SHARED 1402245 D IMS HEALTH INC COM 44993410 8770 377080 SH SHARED 01 305012 72068 D IMS HEALTH INC COM 44993410 3501 150554 SH SHR/OTHR 01 2000 148554 D IMS HEALTH INC COM 44993410 3390 145752 SH SHARED 02 145752 D IMS HEALTH INC COM 44993410 30 1292 SH SHARED 05 400 892 D IMS HEALTH INC COM 44993410 215 9277 SH SHARED 06 9277 D IMS HEALTH INC COM 44993410 2210 95032 SH SHARED 10 95032 D IMS HEALTH INC COM 44993410 74 3200 SH SHARED 14 3200 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 396 40000 SH SHARED 04 40000 D ITC DELTACOM INC COM NEW 45031T40 188 28572 SH SHARED 02 28572 D ISTAR FINL INC COM 45031U10 1546 36564 SH SHARED 36564 D ISTAR FINL INC COM 45031U10 2240 52970 SH SHARED 01 52970 D ISTAR FINL INC COM 45031U10 928 21962 SH SHARED 02 21962 D ISTAR FINL INC COM 45031U10 23929 565700 SH SHARED 10 565700 D ISTAR FINL INC COM 45031U10 45053 1065100 SH SHARED 11 1065100 D I-SECTOR CORP COM 45031W10 31 3606 SH SHARED 3606 D I-SECTOR CORP COM 45031W10 7 894 SH SHARED 01 894 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 120 9389 SH SHARED 02 9389 D ITLA CAP CORP COM 45056510 158 3216 SH SHARED 3216 D ITLA CAP CORP COM 45056510 363 7374 SH SHARED 01 7374 D ITLA CAP CORP COM 45056510 136 2764 SH SHARED 02 2764 D ITLA CAP CORP COM 45056510 44 900 SH SHARED 10 900 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1083 34729 SH SHARED 34729 D ITT EDUCATIONAL SERVICES INC COM 45068B10 18503 593058 SH SHARED 01 575558 17500 D ITT EDUCATIONAL SERVICES INC COM 45068B10 734 23539 SH SHARED 02 23439 100 D ITT EDUCATIONAL SERVICES INC COM 45068B10 6 200 SH SHARED 06 200 D ITT EDUCATIONAL SERVICES INC COM 45068B10 21025 673900 SH SHARED 10 673900 D ITXC CORP COM 45069F10 169 53574 SH SHARED 53574 D ITXC CORP COM 45069F10 2 636 SH SHARED 02 636 D IVAX DIAGNOSTICS INC COM 45070W10 106 14948 SH SHARED 02 14948 D IXIA COM 45071R10 145 13429 SH SHARED 13429 D IXIA COM 45071R10 18 1663 SH SHARED 01 1663 D IXIA COM 45071R10 493 45529 SH SHARED 02 45529 D IBERIABANK CORP COM 45082810 136 2326 SH SHARED 2326 D IBERIABANK CORP COM 45082810 1297 22055 SH SHARED 01 22055 D IBERIABANK CORP COM 45082810 194 3298 SH SHARED 02 3298 D IBERIABANK CORP COM 45082810 1159 19700 SH SHARED 10 19700 D IBIS TECHNOLOGY CORP COM 45090910 248 21329 SH SHARED 21329 D IBIS TECHNOLOGY CORP COM 45090910 61 5288 SH SHARED 01 5288 D ITT INDS INC IND COM 45091110 24126 316084 SH SHARED 312684 3400 D ITT INDS INC IND COM 45091110 8348 109378 SH SHARED 01 25151 84227 D ITT INDS INC IND COM 45091110 349 4581 SH SHR/OTHR 01 4581 D ITT INDS INC IND COM 45091110 6242 81788 SH SHARED 02 81788 D ITT INDS INC IND COM 45091110 55 728 SH SHARED 05 100 628 D ITT INDS INC IND COM 45091110 53 700 SH SHARED 06 700 D ITT INDS INC IND COM 45091110 2912 38152 SH SHARED 10 38152 D ITT INDS INC IND COM 45091110 45 600 SH SHARED 14 600 D IAMGOLD CORP COM 45091310 2273 348700 SH SHARED 40200 308500 D IAMGOLD CORP COM 45091310 3 500 SH SHARED 02 500 D IAMGOLD CORP COM 45091310 652 100000 SH SHARED 04 100000 D IAMGOLD CORP COM 45091310 16626 2550000 SH SHARED 10 2550000 D ICON PUB LTD CO SPONSORED ADR 45103T10 917 25876 SH SHARED 426 25450 D ICON PUB LTD CO SPONSORED ADR 45103T10 95 2700 SH SHARED 01 2700 D ICON PUB LTD CO SPONSORED ADR 45103T10 3544 100000 SH SHARED 10 100000 D ICICI BK LTD ADR 45104G10 2308 144712 SH SHARED 77712 67000 D ICICI BK LTD ADR 45104G10 23 1500 SH SHARED 01 1500 D IDACORP INC COM 45110710 604 20218 SH SHARED 20218 D IDACORP INC COM 45110710 296 9916 SH SHARED 01 9916 D IDACORP INC COM 45110710 733 24530 SH SHARED 02 24530 D IDEX CORP COM 45167R10 544 12514 SH SHARED 12514 D IDEX CORP COM 45167R10 84 1949 SH SHARED 01 1949 D IDEX CORP COM 45167R10 649 14936 SH SHARED 02 14936 D IDEXX LABS INC COM 45168D10 870 15298 SH SHARED 15298 D IDEXX LABS INC COM 45168D10 16337 287278 SH SHARED 01 287278 D IDEXX LABS INC COM 45168D10 782 13766 SH SHARED 02 13666 100 D IDEXX LABS INC COM 45168D10 5237 92100 SH SHARED 10 92100 D IGATE CORP COM 45169U10 34 5000 SH SHARED 5000 D IGATE CORP COM 45169U10 75 10877 SH SHARED 02 10877 D IKON OFFICE SOLUTIONS INC COM 45171310 1719 134339 SH SHARED 134339 D IKON OFFICE SOLUTIONS INC COM 45171310 1773 138533 SH SHARED 01 138533 D IKON OFFICE SOLUTIONS INC COM 45171310 187 14636 SH SHARED 02 14636 D IDENTIX INC COM 45190610 890 154397 SH SHARED 154397 D IDENTIX INC COM 45190610 4649 805778 SH SHARED 01 721030 24245 60503 D IDENTIX INC COM 45190610 241 41866 SH SHARED 02 41866 D IDENTIX INC COM 45190610 235 40804 SH SHARED 05 40804 D IDENTIX INC COM 45190610 6549 1135173 SH SHARED 10 1135173 D ILEX ONCOLOGY INC COM 45192310 461 19300 SH SHARED 19300 D ILEX ONCOLOGY INC COM 45192310 484 20252 SH SHARED 01 20252 D ILEX ONCOLOGY INC COM 45192310 556 23277 SH SHARED 02 23277 D ILEX ONCOLOGY INC COM 45192310 20951 875900 SH SHARED 04 875900 D ILEX ONCOLOGY INC COM 45192310 358 15000 SH SHARED 06 15000 D ILEX ONCOLOGY INC COM 45192310 377 15800 SH SHARED 10 15800 D ILLINOIS TOOL WKS INC COM 45230810 113454 1431964 SH SHARED 1428964 3000 D ILLINOIS TOOL WKS INC COM 45230810 24877 313993 SH SHARED 01 69045 244948 D ILLINOIS TOOL WKS INC COM 45230810 659 8330 SH SHR/OTHR 01 2630 5700 D ILLINOIS TOOL WKS INC COM 45230810 11272 142272 SH SHARED 02 142272 D ILLINOIS TOOL WKS INC COM 45230810 3153 39800 SH SHARED 03 7700 32100 D ILLINOIS TOOL WKS INC COM 45230810 2045 25814 SH SHARED 05 13200 12614 D ILLINOIS TOOL WKS INC COM 45230810 1121 14150 SH SHARED 06 5350 8800 D ILLINOIS TOOL WKS INC COM 45230810 10282 129782 SH SHARED 10 129782 D ILLINOIS TOOL WKS INC COM 45230810 269 3400 SH SHARED 14 3400 D ILLUMINA INC COM 45232710 148 19806 SH SHARED 02 19806 D IMAGE ENTMT INC COM NEW 45243920 12 3927 SH SHARED 3927 D IMAGE ENTMT INC COM NEW 45243920 3 973 SH SHARED 01 973 D IMATION CORP COM 45245A10 1548 41154 SH SHARED 41154 D IMATION CORP COM 45245A10 595 15840 SH SHARED 01 15840 D IMATION CORP COM 45245A10 477 12684 SH SHARED 02 12684 D IMCLONE SYS INC NOTE 5.500% 3/0 45245WAD 8840 8500000 PRN SHARED 8500000 D IMCLONE SYS INC NOTE 5.500% 3/0 45245WAD 624 600000 PRN SHARED 02 600000 D IMCLONE SYS INC COM 45245W10 13743 270807 SH SHARED 270807 D IMCLONE SYS INC COM 45245W10 496 9777 SH SHARED 01 9777 D IMCLONE SYS INC COM 45245W10 393 7755 SH SHARED 02 7755 D IMCLONE SYS INC COM 45245W10 11977 236000 SH SHARED 04 236000 D IMCLONE SYS INC COM 45245W10 279 5500 SH SHARED 06 5500 D IMCLONE SYS INC COM 45245W10 279 5500 SH SHARED 10 5500 D IMCLONE SYS INC COM 45245W10 152 3000 SH SHARED 14 3000 D IMAGISTICS INTERNATIONAL INC COM 45247T10 484 11005 SH SHARED 11005 D IMAGISTICS INTERNATIONAL INC COM 45247T10 3059 69450 SH SHARED 01 69450 D IMAGISTICS INTERNATIONAL INC COM 45247T10 103 2360 SH SHR/OTHR 01 2360 D IMAGISTICS INTERNATIONAL INC COM 45247T10 346 7872 SH SHARED 02 7872 D IMAGISTICS INTERNATIONAL INC COM 45247T10 2898 65800 SH SHARED 10 65800 D IMMUNE RESPONSE CORP DEL COM NEW 45252T20 278 177645 SH SHARED 177645 D IMMERSION CORP COM 45252110 157 20708 SH SHARED 20708 D IMMERSION CORP COM 45252110 39 5135 SH SHARED 01 5135 D IMMUCOR INC COM 45252610 156 8629 SH SHARED 8629 D IMMUCOR INC COM 45252610 903 49881 SH SHARED 01 49881 D IMMUCOR INC COM 45252610 176 9724 SH SHARED 02 9724 D IMMUNOGEN INC COM 45253H10 116 17335 SH SHARED 17335 D IMMUNOGEN INC COM 45253H10 11 1688 SH SHARED 01 1688 D IMMUNOGEN INC COM 45253H10 152 22631 SH SHARED 02 22631 D IMMUNOGEN INC COM 45253H10 403 60000 SH SHARED 04 60000 D IMPAC MTG HLDGS INC COM 45254P10 1555 57180 SH SHARED 57180 D IMPAC MTG HLDGS INC COM 45254P10 3552 130600 SH SHARED 01 130600 D IMPAC MTG HLDGS INC COM 45254P10 721 26513 SH SHARED 02 26513 D IMPAC MTG HLDGS INC COM 45254P10 2352 86500 SH SHARED 10 86500 D IMPAC MED SYS INC COM 45255A10 40 1800 SH SHARED 1800 D IMPAC MED SYS INC COM 45255A10 116 5169 SH SHARED 02 5169 D IMPCO TECHNOLOGIES INC COM 45255W10 187 33981 SH SHARED 33981 D IMPCO TECHNOLOGIES INC COM 45255W10 46 8414 SH SHARED 01 8414 D IMPAX LABORATORIES INC COM 45256B10 735 32857 SH SHARED 32857 D IMPAX LABORATORIES INC COM 45256B10 803 35900 SH SHARED 01 35900 D IMPAX LABORATORIES INC COM 45256B10 743 33236 SH SHARED 02 33236 D IMPAX LABORATORIES INC COM 45256B10 16330 730000 SH SHARED 04 730000 D IMPAX LABORATORIES INC COM 45256B10 100 4500 SH SHARED 06 4500 D IMPAX LABORATORIES INC COM 45256B10 787 35200 SH SHARED 10 35200 D IMPAX LABORATORIES INC COM 45256B10 252 11300 SH SHARED 14 11300 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 701 41832 SH SHARED 38652 3180 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 6047 360616 SH SHARED 02 360616 D IMMUNOMEDICS INC COM 45290710 235 58153 SH SHARED 58153 D IMMUNOMEDICS INC COM 45290710 8 2121 SH SHARED 01 2121 D IMMUNOMEDICS INC COM 45290710 99 24541 SH SHARED 02 24541 D IMPERIAL OIL LTD COM NEW 45303840 7688 171460 SH SHARED 170960 500 D IMPERIAL OIL LTD COM NEW 45303840 7461 166393 SH SHARED 01 3114 163279 D IMPERIAL OIL LTD COM NEW 45303840 1372 30600 SH SHR/OTHR 01 30600 D IMPERIAL OIL LTD COM NEW 45303840 3355 74823 SH SHARED 02 74823 D IMPERIAL OIL LTD COM NEW 45303840 9 219 SH SHARED 05 219 D IMPERIAL OIL LTD COM NEW 45303840 31 700 SH SHARED 06 700 D IMPERIAL OIL LTD COM NEW 45303840 26 600 SH SHARED 10 600 D IMPERIAL OIL LTD COM NEW 45303840 53 1200 SH SHARED 14 1200 D IMPERIAL SUGAR CO NEW *W EXP 08/29/200 45309611 10 5723 SH SHR/OTHR 01 5723 D IMPERIAL SUGAR CO NEW COM NEW 45309620 16 1391 SH SHR/OTHR 01 1391 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 687 15690 SH SHARED 15565 125 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 132 3035 SH SHARED 01 3035 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 34478 786995 SH SHARED 10 786995 D INAMED CORP COM 45323510 712 13375 SH SHARED 9375 4000 D INAMED CORP COM 45323510 778 14614 SH SHARED 01 14614 D INAMED CORP COM 45323510 1757 32981 SH SHARED 02 32981 D INAMED CORP COM 45323510 1294 24305 SH SHARED 10 24305 D INAMED CORP COM 45323510 924 17350 SH SHARED 14 17350 D INCO LTD NOTE 3/2 453258AM 60623 62370000 PRN SHARED 62370000 D INCO LTD NOTE 3/2 453258AM 19514 20077000 PRN SHARED 02 20077000 D INCO LTD SDCV 3.500% 3/1 453258AR 13 9000 PRN SHARED 01 9000 D INCO LTD COM 45325840 226060 6527884 SH SHARED 1727434 4800450 D INCO LTD COM 45325840 15046 434505 SH SHARED 01 347650 360 86495 D INCO LTD COM 45325840 332 9606 SH SHR/OTHR 01 9606 D INCO LTD COM 45325840 5033 145338 SH SHARED 02 145338 D INCO LTD COM 45325840 4155 120000 SH SHARED 04 120000 D INCO LTD COM 45325840 564 16300 SH SHARED 05 16300 D INCO LTD COM 45325840 526 15200 SH SHARED 06 12700 2500 D INCO LTD COM 45325840 51 1500 SH SHARED 10 1500 D INCO LTD COM 45325840 49 1435 SH SHARED 14 1435 D INCYTE CORP NOTE 5.500% 2/0 45337CAC 6406 6375000 PRN SHARED 6375000 D INCYTE CORP NOTE 5.500% 2/0 45337CAC 3 3000 PRN SHARED 01 3000 D INCYTE CORP NOTE 5.500% 2/0 45337CAC 3055 3040000 PRN SHARED 02 3040000 D INCYTE CORP COM 45337C10 1896 228266 SH SHARED 228266 D INCYTE CORP COM 45337C10 224 27035 SH SHARED 01 27035 D INCYTE CORP COM 45337C10 802 96567 SH SHARED 02 96567 D INCYTE CORP COM 45337C10 939 113000 SH SHARED 04 113000 D INCYTE CORP COM 45337C10 3751 451484 SH SHARED 06 451484 D INDEPENDENCE CMNTY BK CORP COM 45341410 1596 39174 SH SHARED 39174 D INDEPENDENCE CMNTY BK CORP COM 45341410 2129 52251 SH SHARED 01 52251 D INDEPENDENCE CMNTY BK CORP COM 45341410 1069 26241 SH SHARED 02 26241 D INDEPENDENCE CMNTY BK CORP COM 45341410 12449 305500 SH SHARED 10 305500 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 31 1000 SH SHARED 1000 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 46 1500 SH SHARED 02 1500 D INDEPENDENT BANK CORP MASS COM 45383610 131 4342 SH SHARED 4342 D INDEPENDENT BANK CORP MASS COM 45383610 7 238 SH SHARED 01 238 D INDEPENDENT BANK CORP MASS COM 45383610 198 6539 SH SHARED 02 6539 D INDEPENDENT BANK CORP MASS COM 45383610 65 2150 SH SHARED 10 2150 D INDEPENDENT BANK CORP MICH COM 45383810 163 5872 SH SHARED 5872 D INDEPENDENT BANK CORP MICH COM 45383810 1143 41059 SH SHARED 01 41059 D INDEPENDENT BANK CORP MICH COM 45383810 283 10186 SH SHARED 02 10186 D INDEVUS PHARMACEUTICALS INC COM 45407210 60 10000 SH SHARED 10000 D INDEVUS PHARMACEUTICALS INC COM 45407210 127 21038 SH SHARED 02 21038 D INDIA FD INC COM 45408910 549 20900 SH SHARED 20900 D INDIA FD INC COM 45408910 41 1589 SH SHARED 01 1589 D INDYMAC BANCORP INC COM 45660710 84910 2339776 SH SHARED 1193435 1146341 D INDYMAC BANCORP INC COM 45660710 765 21105 SH SHARED 01 21105 D INDYMAC BANCORP INC COM 45660710 648 17864 SH SHARED 02 17864 D INDYMAC BANCORP INC COM 45660710 10340 284950 SH SHARED 10 284950 D INERGY L P UNIT LTD PTNR 45661510 0 6 SH SHARED 6 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 5306 362184 SH SHARED 359384 2800 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 14401 983028 SH SHARED 01 977728 5300 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 14 1000 SH SHR/OTHR 01 1000 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 761 52000 SH SHARED 02 52000 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 14504 990100 SH SHARED 10 990100 D INET TECHNOLOGIES INC COM 45662V10 185 15057 SH SHARED 15057 D INET TECHNOLOGIES INC COM 45662V10 35 2915 SH SHARED 01 2915 D INET TECHNOLOGIES INC COM 45662V10 162 13190 SH SHARED 02 13190 D INFOCUS CORP COM 45665B10 120 12852 SH SHARED 12852 D INFOCUS CORP COM 45665B10 24 2648 SH SHARED 01 2648 D INFOCUS CORP COM 45665B10 169 18174 SH SHARED 02 18174 D INFOCUS CORP COM 45665B10 1028 110000 SH SHARED 04 110000 D INFINITY PPTY & CAS CORP COM 45665Q10 5452 173600 SH SHARED 173600 D INFINITY PPTY & CAS CORP COM 45665Q10 838 26693 SH SHARED 02 26693 D INFORMATICA CORP COM 45666Q10 1753 204107 SH SHARED 204107 D INFORMATICA CORP COM 45666Q10 1175 136881 SH SHARED 01 136881 D INFORMATICA CORP COM 45666Q10 450 52432 SH SHARED 02 52432 D INFONET SVCS CORP CL B 45666T10 34 17100 SH SHARED 17100 D INFONET SVCS CORP CL B 45666T10 66 33396 SH SHARED 02 33396 D INFORMATION HLDGS INC COM 45672710 128 6246 SH SHARED 6246 D INFORMATION HLDGS INC COM 45672710 93 4555 SH SHARED 01 4555 D INFORMATION HLDGS INC COM 45672710 232 11263 SH SHARED 02 11263 D INFORTE CORP COM 45677R10 51 5110 SH SHARED 5110 D INFORTE CORP COM 45677R10 12 1267 SH SHARED 01 1267 D INFORTE CORP COM 45677R10 14 1500 SH SHARED 02 1500 D INFOSPACE INC COM NEW 45678T20 272 7000 SH SHARED 7000 D INFOSPACE INC COM NEW 45678T20 1690 43500 SH SHARED 01 43500 D INFOSPACE INC COM NEW 45678T20 837 21536 SH SHARED 02 21536 D INFOSPACE INC COM NEW 45678T20 1480 38100 SH SHARED 10 38100 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 1836 22465 SH SHARED 21625 840 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 100 1234 SH SHARED 01 1215 19 D INFOUSA INC NEW COM 45681830 85 8162 SH SHARED 8162 D INFOUSA INC NEW COM 45681830 825 78500 SH SHARED 01 78500 D INFOUSA INC NEW COM 45681830 153 14602 SH SHARED 02 14602 D INFOUSA INC NEW COM 45681830 423 40300 SH SHARED 10 40300 D ING GROUP N V SPONSORED ADR 45683710 426 19356 SH SHARED 17752 1604 D ING GROUP N V SPONSORED ADR 45683710 1022 46366 SH SHARED 01 2348 44018 D ING GROUP N V SPONSORED ADR 45683710 72 3304 SH SHR/OTHR 01 3304 D INGLES MKTS INC CL A 45703010 22 2100 SH SHARED 2100 D INGLES MKTS INC CL A 45703010 5 461 SH SHARED 01 461 D INGLES MKTS INC CL A 45703010 164 15119 SH SHARED 02 15119 D INGRAM MICRO INC CL A 45715310 547 30246 SH SHARED 30246 D INGRAM MICRO INC CL A 45715310 4295 237304 SH SHARED 01 237304 D INGRAM MICRO INC CL A 45715310 184 10174 SH SHARED 02 10174 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 3128 3215000 PRN SHARED 02 3215000 D INKINE PHARMACEUTICALS INC COM 45721410 48 9365 SH SHARED 9365 D INKINE PHARMACEUTICALS INC COM 45721410 152 29460 SH SHARED 02 29460 D INNKEEPERS USA TR COM 4576J010 559 61182 SH SHARED 61182 D INNKEEPERS USA TR COM 4576J010 105 11511 SH SHARED 01 11511 D INNKEEPERS USA TR COM 4576J010 158 17375 SH SHARED 02 17375 D INNOVEX INC COM 45764710 206 30357 SH SHARED 30357 D INNOVEX INC COM 45764710 26 3890 SH SHARED 01 3890 D INNOVEX INC COM 45764710 60 8945 SH SHARED 02 8945 D INSIGHT ENTERPRISES INC COM 45765U10 1376 71559 SH SHARED 71559 D INSIGHT ENTERPRISES INC COM 45765U10 96 4990 SH SHARED 01 4990 D INSIGHT ENTERPRISES INC COM 45765U10 434 22598 SH SHARED 02 22598 D INPUT/OUTPUT INC COM 45765210 300 38781 SH SHARED 38781 D INPUT/OUTPUT INC COM 45765210 9 1200 SH SHARED 01 1200 D INPUT/OUTPUT INC COM 45765210 167 21662 SH SHARED 02 21662 D INSITUFORM TECHNOLOGIES INC CL A 45766710 90 5800 SH SHARED 5800 D INSITUFORM TECHNOLOGIES INC CL A 45766710 4 300 SH SHARED 01 300 D INSITUFORM TECHNOLOGIES INC CL A 45766710 176 11313 SH SHARED 02 11313 D INSITUFORM TECHNOLOGIES INC CL A 45766710 114 7300 SH SHARED 10 7300 D INSMED INC COM NEW 45766920 18 6027 SH SHARED 6027 D INSMED INC COM NEW 45766920 4 1494 SH SHARED 01 1494 D INSIGHT COMMUNICATIONS INC CL A 45768V10 1594 158773 SH SHARED 158773 D INSIGHT COMMUNICATIONS INC CL A 45768V10 837 83384 SH SHARED 01 83384 D INSIGHT COMMUNICATIONS INC CL A 45768V10 217 21649 SH SHARED 02 21649 D INSIGHT COMMUNICATIONS INC CL A 45768V10 522 52000 SH SHARED 10 52000 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 123 8957 SH SHARED 02 8957 D INSPIRE PHARMACEUTICALS INC COM 45773310 96 7500 SH SHARED 7500 D INSPIRE PHARMACEUTICALS INC COM 45773310 2 201 SH SHARED 01 201 D INSPIRE PHARMACEUTICALS INC COM 45773310 391 30414 SH SHARED 02 30414 D INSPIRE PHARMACEUTICALS INC COM 45773310 15814 1227800 SH SHARED 04 1227800 D INSPIRE PHARMACEUTICALS INC COM 45773310 167 13000 SH SHARED 06 13000 D INSPIRE PHARMACEUTICALS INC COM 45773310 167 13000 SH SHARED 10 13000 D INSPIRE PHARMACEUTICALS INC COM 45773310 181 14100 SH SHARED 14 14100 D INSTINET GROUP INC COM 45775010 78 11129 SH SHARED 11129 D INSTINET GROUP INC COM 45775010 35 5000 SH SHR/OTHR 01 5000 D INSTINET GROUP INC COM 45775010 97 13869 SH SHARED 02 13869 D INSURANCE AUTO AUCTIONS INC COM 45787510 29 2006 SH SHARED 2006 D INSURANCE AUTO AUCTIONS INC COM 45787510 1 100 SH SHARED 01 100 D INSURANCE AUTO AUCTIONS INC COM 45787510 61 4237 SH SHARED 02 4237 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 404 13250 SH SHARED 13250 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 3045 99848 SH SHARED 01 99848 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 303 9960 SH SHARED 02 9960 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 369 12100 SH SHARED 10 12100 D INSURED MUN INCOME FD COM 45809F10 492 34000 SH SHARED 01 34000 D INSURED MUN INCOME FD COM 45809F10 2 198 SH SHARED 02 198 D INTEGRAL SYS INC MD COM 45810H10 45 2400 SH SHARED 2400 D INTEGRAL SYS INC MD COM 45810H10 88 4703 SH SHARED 02 4703 D INTEGRATED ELECTRICAL SVC COM 45811E10 162 14459 SH SHARED 14459 D INTEGRATED ELECTRICAL SVC COM 45811E10 17 1576 SH SHARED 01 1576 D INTEGRATED ELECTRICAL SVC COM 45811E10 173 15473 SH SHARED 02 15473 D INTEGRATED ELECTRICAL SVC COM 45811E10 2396 213200 SH SHARED 10 213200 D INTEGRATED CIRCUIT SYS INC COM 45811K20 5508 220072 SH SHARED 220072 D INTEGRATED CIRCUIT SYS INC COM 45811K20 1563 62483 SH SHARED 01 54883 7600 D INTEGRATED CIRCUIT SYS INC COM 45811K20 597 23890 SH SHARED 02 23790 100 D INTAC INTL COM 45811T10 79 4449 SH SHARED 02 4449 D INTAC INTL COM 45811T10 18552 1039950 SH SHARED 04 1039950 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 2117 141169 SH SHARED 141169 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 2380 158678 SH SHARED 01 158678 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 2254 150292 SH SHARED 02 150292 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 922 61470 SH SHARED 10 61470 D INTEGRATED SILICON SOLUTION COM 45812P10 251 14170 SH SHARED 14170 D INTEGRATED SILICON SOLUTION COM 45812P10 665 37532 SH SHARED 01 37532 D INTEGRATED SILICON SOLUTION COM 45812P10 327 18443 SH SHARED 02 13913 4530 D INTEGRATED SILICON SOLUTION COM 45812P10 40 2260 SH SHARED 10 2260 D INTEGRA BK CORP COM 45814P10 336 14000 SH SHARED 14000 D INTEGRA BK CORP COM 45814P10 183 7636 SH SHARED 02 7636 D INTELIDATA TECHNOLOGIES CORP COM 45814T10 15 12500 SH SHARED 12500 D INTELIDATA TECHNOLOGIES CORP COM 45814T10 29 23985 SH SHARED 02 23985 D INTEL CORP COM 45814010 26 985 SH SHARED 985 D INTEL CORP COM 45814010 1060025 38971526 SH SHARED 37879152 1092374 D INTEL CORP COM 45814010 464835 17089533 SH SHARED 01 9663086 14100 7412347 D INTEL CORP COM 45814010 52415 1927053 SH SHR/OTHR 01 111240 1815813 D INTEL CORP COM 45814010 97207 3573817 SH SHARED 02 3573817 D INTEL CORP COM 45814010 19936 732970 SH SHARED 03 640970 92000 D INTEL CORP COM 45814010 52547 1931900 SH SHARED 04 1931900 D INTEL CORP COM 45814010 15117 555793 SH SHARED 05 138460 417333 D INTEL CORP COM 45814010 12814 471112 SH SHARED 06 461712 9400 D INTEL CORP COM 45814010 1378 50685 SH SHARED 07 50685 D INTEL CORP COM 45814010 468803 17235411 SH SHARED 10 17235411 D INTEL CORP COM 45814010 1393 51237 SH SHARED 14 51237 D INTELLIGROUP INC COM 45816A10 313 43181 SH SHARED 43181 D INTELLIGROUP INC COM 45816A10 77 10707 SH SHARED 01 10707 D INTELLISYNC CORP COM 45817610 843 256272 SH SHARED 256272 D INTELLISYNC CORP COM 45817610 10 3318 SH SHARED 01 3318 D INTELLISYNC CORP COM 45817610 57 17612 SH SHARED 02 17612 D INTER PARFUMS INC COM 45833410 414 18003 SH SHARED 18003 D INTER PARFUMS INC COM 45833410 95 4141 SH SHARED 01 4141 D INTER PARFUMS INC COM 45833410 168 7308 SH SHARED 02 7308 D INTER TEL INC COM 45837210 917 30449 SH SHARED 30449 D INTER TEL INC COM 45837210 48 1600 SH SHARED 01 1600 D INTER TEL INC COM 45837210 819 27213 SH SHARED 02 27213 D INTERACTIVE DATA CORP COM 45840J10 58 3311 SH SHARED 3311 D INTERACTIVE DATA CORP COM 45840J10 654 36800 SH SHARED 01 36800 D INTERACTIVE DATA CORP COM 45840J10 74 4208 SH SHARED 02 3908 300 D INTERACTIVECORP COM 45840Q10 80732 2552390 SH SHARED 2172575 379815 D INTERACTIVECORP COM 45840Q10 58224 1840803 SH SHARED 01 1093985 13410 733408 D INTERACTIVECORP COM 45840Q10 1221 38625 SH SHR/OTHR 01 3200 35425 D INTERACTIVECORP COM 45840Q10 2577 81497 SH SHARED 02 81497 D INTERACTIVECORP COM 45840Q10 17396 550000 SH SHARED 04 550000 D INTERACTIVECORP COM 45840Q10 13895 439308 SH SHARED 05 344758 94550 D INTERACTIVECORP COM 45840Q10 145 4600 SH SHARED 06 4100 500 D INTERACTIVECORP COM 45840Q10 1368 43260 SH SHARED 07 43260 D INTERACTIVECORP COM 45840Q10 872 27600 SH SHARED 09 27600 D INTERACTIVECORP COM 45840Q10 61143 1933100 SH SHARED 10 1933100 D INTERACTIVECORP COM 45840Q10 43 1363 SH SHARED 14 1363 D INTERACTIVECORP *W EXP 02/04/200 45840Q11 6 500 SH SHARED 500 D INTERACTIVECORP *W EXP 02/04/200 45840Q11 3 296 SH SHARED 01 296 D INTERACTIVECORP *W EXP 02/04/200 45840Q12 21091 545000 SH SHARED 545000 D INTERACTIVECORP *W EXP 02/04/200 45840Q12 3 78 SH SHARED 02 78 D INTERCHANGE FINL SVCS S B N COM 45844710 65 2700 SH SHARED 2700 D INTERCHANGE FINL SVCS S B N COM 45844710 135 5566 SH SHARED 02 5566 D INTERCEPT INC COM 45845L10 245 20183 SH SHARED 20183 D INTERCEPT INC COM 45845L10 20 1647 SH SHARED 01 1647 D INTERCEPT INC COM 45845L10 108 8886 SH SHARED 02 8886 D INTERCONTINENTAL HOTELS GP P SPONSORED ADR 45857310 251 27256 SH SHARED 21756 5500 D INTERCONTINENTAL HOTELS GP P SPONSORED ADR 45857310 29 3244 SH SHARED 01 3244 D INTERDIGITAL COMMUNICATIONS COM 45866A10 274 15709 SH SHARED 15709 D INTERDIGITAL COMMUNICATIONS COM 45866A10 258 14800 SH SHARED 01 14800 D INTERDIGITAL COMMUNICATIONS COM 45866A10 281 16105 SH SHARED 02 16105 D INTERFACE INC CL A 45866510 89 11300 SH SHARED 11300 D INTERFACE INC CL A 45866510 207 26148 SH SHARED 02 26148 D INTERGRAPH CORP COM 45868310 1614 66542 SH SHARED 66542 D INTERGRAPH CORP COM 45868310 4589 189200 SH SHARED 01 189200 D INTERGRAPH CORP COM 45868310 742 30601 SH SHARED 02 30601 D INTERGRAPH CORP COM 45868310 854 35240 SH SHARED 10 35240 D INTERGROUP CORP COM 45868510 43 3625 SH SHARED 01 3625 D INTERLAND INC COM NEW 45872720 161 39742 SH SHARED 39742 D INTERLAND INC COM NEW 45872720 61 15050 SH SHARED 01 15050 D INTERLAND INC COM NEW 45872720 26 6587 SH SHARED 02 6587 D INTERMAGNETICS GEN CORP COM 45877110 111 4200 SH SHARED 4200 D INTERMAGNETICS GEN CORP COM 45877110 13 500 SH SHARED 01 500 D INTERMAGNETICS GEN CORP COM 45877110 209 7887 SH SHARED 02 7887 D INTERMET CORP COM 45881K10 0 85 SH SHARED 85 D INTERMET CORP COM 45881K10 0 21 SH SHARED 01 21 D INTERMET CORP COM 45881K10 22 4997 SH SHARED 02 4997 D INTERMUNE INC NOTE 5.750% 7/1 45884XAA 309 302000 PRN SHARED 302000 D INTERMUNE INC COM 45884X10 1785 91570 SH SHARED 53571 37999 D INTERMUNE INC COM 45884X10 72 3729 SH SHARED 01 3729 D INTERMUNE INC COM 45884X10 330 16965 SH SHARED 02 16965 D INTERMUNE INC COM 45884X10 5469 280500 SH SHARED 04 280500 D INTERMUNE INC COM 45884X10 126 6500 SH SHARED 06 6500 D INTERMUNE INC COM 45884X10 126 6500 SH SHARED 10 6500 D INTERMUNE INC COM 45884X10 66 3400 SH SHARED 14 3400 D INTERNAP NETWORK SVCS CORP COM 45885A10 347 201868 SH SHARED 201868 D INTERNAP NETWORK SVCS CORP COM 45885A10 54 31779 SH SHARED 01 31747 32 D INTERNAP NETWORK SVCS CORP COM 45885A10 250 145408 SH SHARED 02 145408 D INTEGRATED ALARM SVCS GROUP COM 45890M10 128 13477 SH SHARED 02 13477 D INTERNATIONAL BANCSHARES COR COM 45904410 143 2719 SH SHARED 2719 D INTERNATIONAL BANCSHARES COR COM 45904410 35 673 SH SHARED 01 673 D INTERNATIONAL BANCSHARES COR COM 45904410 135 2578 SH SHARED 02 2578 D INTERNATIONAL BANCSHARES COR COM 45904410 7767 147426 SH SHARED 10 147426 D INTERNATIONAL BUSINESS MACHS COM 45920010 873 9515 SH SHARED 9200 315 D INTERNATIONAL BUSINESS MACHS COM 45920010 843422 9183607 SH SHARED 8799209 384398 D INTERNATIONAL BUSINESS MACHS COM 45920010 386906 4212830 SH SHARED 01 1937096 4300 2271434 D INTERNATIONAL BUSINESS MACHS COM 45920010 96214 1047631 SH SHR/OTHR 01 58710 988921 D INTERNATIONAL BUSINESS MACHS COM 45920010 88169 960029 SH SHARED 02 960029 D INTERNATIONAL BUSINESS MACHS COM 45920010 2401 26150 SH SHARED 03 10650 15500 D INTERNATIONAL BUSINESS MACHS COM 45920010 40933 445700 SH SHARED 04 445700 D INTERNATIONAL BUSINESS MACHS COM 45920010 45214 492316 SH SHARED 05 369832 122484 D INTERNATIONAL BUSINESS MACHS COM 45920010 16470 179343 SH SHARED 06 156943 22400 D INTERNATIONAL BUSINESS MACHS COM 45920010 4282 46631 SH SHARED 07 46631 D INTERNATIONAL BUSINESS MACHS COM 45920010 2580 28100 SH SHARED 09 28100 D INTERNATIONAL BUSINESS MACHS COM 45920010 366782 3993708 SH SHARED 10 3993708 D INTERNATIONAL BUSINESS MACHS COM 45920010 6982 76028 SH SHARED 14 76028 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 8350 235215 SH SHARED 235215 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 5260 148194 SH SHARED 01 116587 31607 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1088 30671 SH SHR/OTHR 01 30671 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 2667 75131 SH SHARED 02 75131 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 19 540 SH SHARED 05 540 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 24 700 SH SHARED 06 700 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 2407 67827 SH SHARED 10 67827 D INTERNATIONAL GAME TECHNOLOG COM 45990210 134 3000 SH SHARED 3000 D INTERNATIONAL GAME TECHNOLOG COM 45990210 49577 1102711 SH SHARED 986254 116457 D INTERNATIONAL GAME TECHNOLOG COM 45990210 58772 1307225 SH SHARED 01 493066 900 813259 D INTERNATIONAL GAME TECHNOLOG COM 45990210 3671 81655 SH SHR/OTHR 01 15740 65915 D INTERNATIONAL GAME TECHNOLOG COM 45990210 12243 272325 SH SHARED 02 272125 200 D INTERNATIONAL GAME TECHNOLOG COM 45990210 4774 106200 SH SHARED 04 106200 D INTERNATIONAL GAME TECHNOLOG COM 45990210 4443 98838 SH SHARED 05 35590 63248 D INTERNATIONAL GAME TECHNOLOG COM 45990210 265 5900 SH SHARED 06 5900 D INTERNATIONAL GAME TECHNOLOG COM 45990210 139002 3091700 SH SHARED 10 3091700 D INTERNATIONAL GAME TECHNOLOG COM 45990210 114 2552 SH SHARED 14 2552 D INTERNATIONAL MULTIFOODS COR COM 46004310 944 38210 SH SHARED 38210 D INTERNATIONAL MULTIFOODS COR COM 46004310 669 27098 SH SHARED 01 27098 D INTERNATIONAL MULTIFOODS COR COM 46004310 316 12801 SH SHARED 02 12801 D INTL PAPER CO DBCV 6/2 460146BM 90361162520000 PRN SHARED 162520000 D INTL PAPER CO DBCV 6/2 460146BM 8467 15230000 PRN SHARED 02 15230000 D INTL PAPER CO COM 46014610 81660 1932343 SH SHARED 1889758 42585 D INTL PAPER CO COM 46014610 25361 600124 SH SHARED 01 581531 18593 D INTL PAPER CO COM 46014610 2380 56321 SH SHR/OTHR 01 8080 48241 D INTL PAPER CO COM 46014610 9822 232420 SH SHARED 02 232420 D INTL PAPER CO COM 46014610 1884 44600 SH SHARED 03 9100 35500 D INTL PAPER CO COM 46014610 9276 219500 SH SHARED 04 219500 D INTL PAPER CO COM 46014610 2374 56178 SH SHARED 05 34098 22080 D INTL PAPER CO COM 46014610 329 7800 SH SHARED 06 7300 500 D INTL PAPER CO COM 46014610 29 692 SH SHARED 07 692 D INTL PAPER CO COM 46014610 9534 225624 SH SHARED 10 225624 D INTL PAPER CO COM 46014610 654 15482 SH SHARED 14 15482 D INTERNATIONAL PWR PLC SPONSORED ADR 46018M10 1650 61000 SH SHARED 61000 D INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE 14084 14000000 PRN SHARED 14000000 D INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE 9 9000 PRN SHARED 01 9000 D INTERNATIONAL RECTIFIER CORP COM 46025410 3131 68093 SH SHARED 68093 D INTERNATIONAL RECTIFIER CORP COM 46025410 4016 87336 SH SHARED 01 87336 D INTERNATIONAL RECTIFIER CORP COM 46025410 966 21022 SH SHARED 02 21022 D INTERNATIONAL RECTIFIER CORP COM 46025410 2621 57000 SH SHARED 04 57000 D INTERNATIONAL RECTIFIER CORP COM 46025410 2980 64800 SH SHARED 10 64800 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 622 13255 SH SHARED 13255 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 648 13800 SH SHARED 01 13800 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 520 11081 SH SHARED 02 11081 D INTERNATIONAL STL GROUP INC COM 46037710 2056 53132 SH SHARED 53132 D INTERNATIONAL STL GROUP INC COM 46037710 82 2128 SH SHARED 01 2128 D INTERNATIONAL STL GROUP INC COM 46037710 695 17969 SH SHARED 02 17969 D INTERNATIONAL STL GROUP INC COM 46037710 92 2400 SH SHARED 06 2400 D INTERNET CAP GROUP INC COM 46059C10 400 1000000 SH SHR/OTHR 1000000 D INTERNET CAP GROUP INC COM 46059C10 66 165927 SH SHARED 165927 D INTERNET CAP GROUP INC COM 46059C10 3 7910 SH SHARED 01 4110 3800 D INTERNET COMM CORP CL A 46059F10 9 4000 SH SHARED 4000 D INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T10 2107 455275 SH SHARED 455275 D INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T10 0 31 SH SHARED 01 31 D INTERNET INFRASTRUCTR HOLDS DEPOSTRY RCPT 46059V10 4981 1236108 SH SHARED 02 1236108 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 3020 59350 SH SHARED 01 59350 D INTERPHASE CORP COM 46059310 18 1523 SH SHARED 1523 D INTERPHASE CORP COM 46059310 4 377 SH SHARED 01 377 D INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A10 175 4919 SH SHARED 4919 D INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A10 34 981 SH SHARED 01 981 D INTERNET SEC SYS INC COM 46060X10 2996 169849 SH SHARED 169849 D INTERNET SEC SYS INC COM 46060X10 631 35795 SH SHARED 01 35795 D INTERNET SEC SYS INC COM 46060X10 1077 61077 SH SHARED 02 61077 D INTERPORE INTL COM 46062W10 274 19110 SH SHARED 19110 D INTERPORE INTL COM 46062W10 118 8260 SH SHARED 01 8260 D INTERPORE INTL COM 46062W10 153 10697 SH SHARED 02 10697 D INTERPORE INTL COM 46062W10 224 15600 SH SHARED 10 15600 D INTERSIL CORP CL A 46069S10 7445 333881 SH SHARED 333881 D INTERSIL CORP CL A 46069S10 5646 253200 SH SHARED 01 253200 D INTERSIL CORP CL A 46069S10 1570 70412 SH SHARED 02 70412 D INTERSIL CORP CL A 46069S10 3389 152000 SH SHARED 10 152000 D INTERPUBLIC GROUP COS INC NOTE 1.870% 6/0 460690AJ 4239 4500000 PRN SHARED 4500000 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 42099 27825000 PRN SHARED 27825000 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 15164 10023000 PRN SHARED 02 10023000 D INTERPUBLIC GROUP COS INC COM 46069010 113294 7366323 SH SHARED 7340946 25377 D INTERPUBLIC GROUP COS INC COM 46069010 29261 1902563 SH SHARED 01 88558 16100 1797905 D INTERPUBLIC GROUP COS INC COM 46069010 472 30700 SH SHR/OTHR 01 30700 D INTERPUBLIC GROUP COS INC COM 46069010 4187 272257 SH SHARED 02 272257 D INTERPUBLIC GROUP COS INC COM 46069010 664 43200 SH SHARED 03 43200 D INTERPUBLIC GROUP COS INC COM 46069010 22413 1457331 SH SHARED 05 1213100 244231 D INTERPUBLIC GROUP COS INC COM 46069010 16077 1045350 SH SHARED 06 671350 374000 D INTERPUBLIC GROUP COS INC COM 46069010 2426 157800 SH SHARED 07 157800 D INTERPUBLIC GROUP COS INC COM 46069010 1599 104000 SH SHARED 09 104000 D INTERPUBLIC GROUP COS INC COM 46069010 53726 3493290 SH SHARED 10 3493290 D INTERPUBLIC GROUP COS INC COM 46069010 1825 118705 SH SHARED 14 118705 D INTERPUBLIC GROUP COS INC PFD CONV SER A 46069030 24416 425900 SH SHARED 425900 D INTERSTATE BAKERIES CORP DEL COM 46072H10 393 34647 SH SHARED 34647 D INTERSTATE BAKERIES CORP DEL COM 46072H10 150 13197 SH SHARED 01 13197 D INTERSTATE BAKERIES CORP DEL COM 46072H10 344 30341 SH SHARED 02 30341 D INTERSTATE HOTELS & RESRTS I COM 46088S10 76 12954 SH SHARED 12954 D INTERSTATE HOTELS & RESRTS I COM 46088S10 12 2096 SH SHARED 01 2066 30 D INTERSTATE HOTELS & RESRTS I COM 46088S10 0 15 SH SHR/OTHR 01 15 D INTRAWEST CORPORATION COM NEW 46091520 21 1284 SH SHARED 1284 D INTRAWEST CORPORATION COM NEW 46091520 575 33841 SH SHARED 02 33841 D INTRAWEST CORPORATION COM NEW 46091520 56 3350 SH SHARED 06 2350 1000 D INTERTAN INC COM 46112010 157 11305 SH SHARED 11305 D INTERTAN INC COM 46112010 266 19111 SH SHARED 01 19111 D INTERTAN INC COM 46112010 147 10583 SH SHARED 02 10583 D INTERWOVEN INC COM NEW 46114T50 1276 128048 SH SHARED 128048 D INTERWOVEN INC COM NEW 46114T50 2882 289094 SH SHARED 01 264144 20950 4000 D INTERWOVEN INC COM NEW 46114T50 40 4018 SH SHR/OTHR 01 4018 D INTERWOVEN INC COM NEW 46114T50 196 19672 SH SHARED 02 19672 D INTERWOVEN INC COM NEW 46114T50 10985 1101875 SH SHARED 10 1101875 D INTERVOICE INC NEW COM 46114210 80 4800 SH SHARED 4800 D INTERVOICE INC NEW COM 46114210 484 28894 SH SHARED 28894 D INTERVOICE INC NEW COM 46114210 2708 161500 SH SHARED 01 161500 D INTERVOICE INC NEW COM 46114210 287 17147 SH SHARED 02 17147 D INTERVOICE INC NEW COM 46114210 117 7000 SH SHARED 10 7000 D INTEVAC INC COM 46114810 333 32351 SH SHARED 32351 D INTEVAC INC COM 46114810 82 8021 SH SHARED 01 8021 D INTEVAC INC COM 46114810 112 10879 SH SHARED 02 10879 D INTRABIOTICS PHARMACEUTICALS COM NEW 46116T50 8448 502915 SH SHARED 502915 D INTRADO INC COM 46117A10 75 3900 SH SHARED 3900 D INTRADO INC COM 46117A10 153 7900 SH SHARED 01 7900 D INTRADO INC COM 46117A10 168 8673 SH SHARED 02 8673 D INTRADO INC COM 46117A10 27 1400 SH SHARED 10 1400 D INTROGEN THERAPEUTICS INC COM 46119F10 103 12117 SH SHARED 12117 D INTROGEN THERAPEUTICS INC COM 46119F10 25 3004 SH SHARED 01 3004 D INTROGEN THERAPEUTICS INC COM 46119F10 102 12000 SH SHR/OTHR 01 12000 D INTROGEN THERAPEUTICS INC COM 46119F10 123 14370 SH SHARED 02 14370 D INTUITIVE SURGICAL INC COM NEW 46120E60 264 15599 SH SHARED 15599 D INTUITIVE SURGICAL INC COM NEW 46120E60 35 2107 SH SHARED 01 2107 D INTUITIVE SURGICAL INC COM NEW 46120E60 8 514 SH SHR/OTHR 01 514 D INTUITIVE SURGICAL INC COM NEW 46120E60 234 13840 SH SHARED 02 13840 D INTUIT COM 46120210 36490 817630 SH SHARED 790205 27425 D INTUIT COM 46120210 50355 1128296 SH SHARED 01 1020171 3700 104425 D INTUIT COM 46120210 161 3621 SH SHR/OTHR 01 500 3121 D INTUIT COM 46120210 5364 120208 SH SHARED 02 120208 D INTUIT COM 46120210 6248 140000 SH SHARED 04 140000 D INTUIT COM 46120210 533 11964 SH SHARED 05 9750 2214 D INTUIT COM 46120210 1108 24828 SH SHARED 06 24428 400 D INTUIT COM 46120210 49 1100 SH SHARED 07 1100 D INTUIT COM 46120210 80252 1798170 SH SHARED 10 1798170 D INTUIT COM 46120210 75 1700 SH SHARED 14 1700 D INVACARE CORP COM 46120310 81 1800 SH SHARED 1800 D INVACARE CORP COM 46120310 583 12927 SH SHARED 12927 D INVACARE CORP COM 46120310 27 600 SH SHARED 01 600 D INVACARE CORP COM 46120310 630 13958 SH SHARED 02 13958 D INVACARE CORP COM 46120310 52 1170 SH SHARED 10 1170 D INVERESK RESH GROUP INC COM 46123810 355 12521 SH SHARED 12521 D INVERESK RESH GROUP INC COM 46123810 14 500 SH SHARED 01 500 D INVERESK RESH GROUP INC COM 46123810 489 17209 SH SHARED 02 17209 D INVERNESS MED INNOVATIONS IN COM 46126P10 24758 1352900 SH SHARED 1352900 D INVERNESS MED INNOVATIONS IN COM 46126P10 163 8960 SH SHARED 02 8960 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 13 900 SH SHARED 900 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 1687 110300 SH SHARED 110300 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 19530 1276480 SH SHARED 01 1211616 64864 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 368 24059 SH SHARED 02 24059 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 9497 620738 SH SHARED 10 620738 D INVESTOOLS INC COM 46145P10 692 334500 SH SHARED 01 334500 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 90 9300 SH SHARED 9300 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 173 17778 SH SHARED 02 17778 D INVITROGEN CORP NOTE 2.250%12/1 46185RAD 33586 31099000 PRN SHARED 31099000 D INVITROGEN CORP NOTE 2.250%12/1 46185RAD 6208 5749000 PRN SHARED 02 5749000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 14 11250 PRN SHARED 01 11250 D INVITROGEN CORP COM 46185R10 7744 108024 SH SHARED 103353 4671 D INVITROGEN CORP COM 46185R10 3947 55059 SH SHARED 01 53209 1600 250 D INVITROGEN CORP COM 46185R10 24 340 SH SHR/OTHR 01 340 D INVITROGEN CORP COM 46185R10 953 13300 SH SHARED 02 13300 D INVITROGEN CORP COM 46185R10 10610 148000 SH SHARED 04 148000 D INVITROGEN CORP COM 46185R10 286 4000 SH SHARED 06 4000 D INVITROGEN CORP COM 46185R10 20476 285620 SH SHARED 10 285620 D INVITROGEN CORP COM 46185R10 136 1900 SH SHARED 14 1900 D INVISION TECHNOLOGIES INC COM 46185110 1343 27041 SH SHARED 27041 D INVISION TECHNOLOGIES INC COM 46185110 635 12799 SH SHARED 01 12799 D INVISION TECHNOLOGIES INC COM 46185110 658 13265 SH SHARED 02 13265 D INVESTORS FINL SERVICES CORP COM 46191510 321 7798 SH SHARED 7798 D INVESTORS FINL SERVICES CORP COM 46191510 17533 424645 SH SHARED 01 424445 200 D INVESTORS FINL SERVICES CORP COM 46191510 1136 27526 SH SHARED 02 27526 D INVESTORS FINL SERVICES CORP COM 46191510 31808 770370 SH SHARED 10 770370 D IOMEGA CORP COM NEW 46203030 185 33154 SH SHARED 33154 D IOMEGA CORP COM NEW 46203030 27 4846 SH SHARED 01 4766 80 D IOMEGA CORP COM NEW 46203030 140 25140 SH SHARED 02 25140 D IONA TECHNOLOGIES PLC SPONSORED ADR 46206P10 578 77103 SH SHARED 77103 D IONICS INC COM 46221810 127 4500 SH SHARED 4500 D IONICS INC COM 46221810 245 8656 SH SHARED 02 8656 D IPASS INC COM 46261V10 357 32683 SH SHARED 02 32683 D IPAYMENT INC COM 46262E10 1524 45874 SH SHARED 45874 D IPAYMENT INC COM 46262E10 245 7399 SH SHARED 01 7399 D IPAYMENT INC COM 46262E10 303 9128 SH SHARED 02 9128 D IRELAND BK SPONSORED ADR 46267Q10 1003 19856 SH SHARED 19856 D IRELAND BK SPONSORED ADR 46267Q10 864 17096 SH SHARED 01 3824 13272 D IRON MTN INC PA COM 46284610 172 3864 SH SHARED 3864 D IRON MTN INC PA COM 46284610 684 15326 SH SHARED 01 15326 D IRON MTN INC PA COM 46284610 293 6579 SH SHARED 02 6479 100 D IRWIN FINL CORP COM 46411910 305 11337 SH SHARED 11337 D IRWIN FINL CORP COM 46411910 2745 101751 SH SHARED 01 42719 59032 D IRWIN FINL CORP COM 46411910 221 8226 SH SHARED 02 8226 D IRWIN FINL CORP COM 46411910 1116 41400 SH SHARED 10 41400 D ISHARES INC MSCI AUSTRALIA 46428610 768 54611 SH SHARED 54611 D ISHARES INC MSCI AUSTRALIA 46428610 29 2112 SH SHARED 01 2112 D ISHARES INC MSCI BRAZIL 46428640 1441 85800 SH SHARED 85800 D ISHARES INC MSCI BRAZIL 46428640 320 19100 SH SHARED 02 19100 D ISHARES INC MSCI EMU INDEX 46428660 1010 16600 SH SHARED 02 16600 D ISHARES INC MSCI PAC J IDX 46428666 2644 34130 SH SHARED 32351 1779 D ISHARES INC MSCI SINGAPORE 46428667 59 9262 SH SHARED 9262 D ISHARES INC MSCI UTD KINGD 46428669 140 8837 SH SHARED 8837 D ISHARES INC MSCI UTD KINGD 46428669 27 1763 SH SHARED 01 1763 D ISHARES INC MSCI FRANCE 46428670 361 17732 SH SHARED 17732 D ISHARES INC MSCI FRANCE 46428670 46 2280 SH SHARED 01 2280 D ISHARES INC MSCI TAIWAN 46428673 10833 889467 SH SHARED 889467 D ISHARES INC MSCI TAIWAN 46428673 177 14580 SH SHARED 01 14580 D ISHARES INC MSCI TAIWAN 46428673 196 16100 SH SHARED 02 16100 D ISHARES INC MSCI TAIWAN 46428673 768 63100 SH SHARED 10 63100 D ISHARES INC MSCI SPAIN 46428676 123 4390 SH SHARED 4390 D ISHARES INC MSCI SPAIN 46428676 16 595 SH SHARED 01 595 D ISHARES INC MSCI S KOREA 46428677 2266 80391 SH SHARED 80391 D ISHARES INC MSCI GERMAN 46428680 50 3252 SH SHARED 3252 D ISHARES INC MSCI GERMAN 46428680 10 648 SH SHARED 01 648 D ISHARES INC MSCI MEXICO 46428682 211 10200 SH SHARED 10200 D ISHARES INC MSCI MALAYSIA 46428683 1046 143500 SH SHARED 78100 65400 D ISHARES INC MSCI MALAYSIA 46428683 1015 139300 SH SHARED 01 139300 D ISHARES INC MSCI MALAYSIA 46428683 3176 435800 SH SHARED 10 435800 D ISHARES INC MSCI JAPAN 46428684 33679 3098369 SH SHARED 2561569 536800 D ISHARES INC MSCI JAPAN 46428684 7 715 SH SHARED 01 715 D ISHARES INC MSCI JAPAN 46428684 25925 2385056 SH SHARED 02 2385056 D ISHARES INC MSCI ITALY 46428685 39 2002 SH SHARED 2002 D ISHARES INC MSCI ITALY 46428685 7 398 SH SHARED 01 398 D ISHARES INC MSCI HONG KONG 46428687 265 25090 SH SHARED 25090 D ISHARES INC MSCI HONG KONG 46428687 53 5010 SH SHARED 01 5010 D ISHARES INC MSCI HONG KONG 46428687 23850 2250000 SH SHARED 02 2250000 D ISHARES TR S&P 100 IDX FD 46428710 8602 155219 SH SHARED 02 155219 D ISHARES TR DJ SEL DIV INX 46428716 4307 77900 SH SHARED 77900 D ISHARES TR DJ SEL DIV INX 46428716 19 350 SH SHARED 01 350 D ISHARES TR US TIPS BD FD 46428717 12807 119800 SH SHARED 119800 D ISHARES TR S&P 500 INDEX 46428720 47 416 SH SHARED 01 416 D ISHARES TR S&P 500 INDEX 46428720 7158 63225 SH SHARED 02 63225 D ISHARES TR LEHMAN AGG BND 46428722 84 812 SH SHR/OTHR 01 812 D ISHARES TR MSCI EMERG MKT 46428723 7535 42936 SH SHARED 42936 D ISHARES TR MSCI EMERG MKT 46428723 3 18 SH SHARED 02 18 D ISHARES TR GS CORP BD FD 46428724 3028 26600 SH SHARED 26600 D ISHARES TR S&P500/BAR GRW 46428730 318 5729 SH SHR/OTHR 01 5729 D ISHARES TR S&P GBL HLTHCR 46428732 1 30 SH SHARED 02 30 D ISHARES TR S&P500/BAR VAL 46428740 4099 71819 SH SHARED 71819 D ISHARES TR S&P500/BAR VAL 46428740 417 7321 SH SHARED 01 7321 D ISHARES TR S&P500/BAR VAL 46428740 508 8915 SH SHR/OTHR 01 8915 D ISHARES TR S&P500/BAR VAL 46428740 22 400 SH SHARED 02 400 D ISHARES TR 20+ YR TRS BD 46428743 9092 101535 SH SHARED 91535 10000 D ISHARES TR 20+ YR TRS BD 46428743 148 1663 SH SHARED 02 1663 D ISHARES TR 1-3 YR TRS BD 46428745 328 3965 SH SHARED 01 600 3365 D ISHARES TR MSCI EAFE IDX 46428746 11228 79300 SH SHARED 01 46370 32930 D ISHARES TR MSCI EAFE IDX 46428746 6657 47019 SH SHR/OTHR 01 47019 D ISHARES TR MSCI EAFE IDX 46428746 4 30 SH SHARED 02 30 D ISHARES TR RUSSELL MCP VL 46428747 67 690 SH SHARED 02 690 D ISHARES TR RUSSELL MIDCAP 46428749 351 5000 SH SHARED 02 5000 D ISHARES TR S&P MIDCAP 400 46428750 28 238 SH SHR/OTHR 01 238 D ISHARES TR S&P MIDCAP 400 46428750 14 120 SH SHARED 02 120 D ISHARES TR GLMN SCHS SOFT 46428751 1514 40000 SH SHARED 02 40000 D ISHARES TR GLDM SCHS SEMI 46428752 3083 50000 SH SHARED 02 50000 D ISHARES TR GLDM SCHS NETW 46428753 12 400 SH SHARED 400 D ISHARES TR GLDM SACHS TEC 46428754 240 5300 SH SHARED 01 5300 D ISHARES TR NASDQ BIO INDX 46428755 6189 80082 SH SHARED 80082 D ISHARES TR NASDQ BIO INDX 46428755 193 2500 SH SHARED 01 2500 D ISHARES TR NASDQ BIO INDX 46428755 8818 114100 SH SHARED 10 114100 D ISHARES TR RUSSELL1000VAL 46428759 1288 21500 SH SHARED 21500 D ISHARES TR RUSSELL1000VAL 46428759 101 1700 SH SHARED 01 1700 D ISHARES TR RUSSELL1000VAL 46428759 8 143 SH SHARED 02 143 D ISHARES TR RUSSELL1000VAL 46428759 9070 151400 SH SHARED 10 151400 D ISHARES TR S&P MIDCP GROW 46428760 62 500 SH SHARED 500 D ISHARES TR RUSSELL 1000 46428762 42 700 SH SHARED 01 700 D ISHARES TR RUSL 2000 VALU 46428763 376 2200 SH SHARED 2200 D ISHARES TR RUSL 2000 VALU 46428763 690 4035 SH SHARED 02 4035 D ISHARES TR RUSL 2000 VALU 46428763 547 3200 SH SHARED 10 3200 D ISHARES TR RUSL 2000 GROW 46428764 10561 168981 SH SHARED 168981 D ISHARES TR RUSL 2000 GROW 46428764 3119 49910 SH SHARED 02 49910 D ISHARES TR RUSSELL 2000 46428765 147937 1257975 SH SHARED 1257975 D ISHARES TR RUSSELL 2000 46428765 19587 166559 SH SHARED 01 20200 146359 D ISHARES TR RUSSELL 2000 46428765 5947 50575 SH SHR/OTHR 01 4728 45847 D ISHARES TR RUSSELL 2000 46428765 96591 821353 SH SHARED 02 821353 D ISHARES TR RUSSELL 2000 46428765 2702 22980 SH SHARED 10 22980 D ISHARES TR RUSSELL 3000 46428768 96 1500 SH SHARED 01 1500 D ISHARES TR S&P MIDCP VALU 46428770 369 3200 SH SHARED 3200 D ISHARES TR S&P MIDCP VALU 46428770 133 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 23 490 SH SHARED 490 D ISHARES TR DJ US TECH SEC 46428772 353 7450 SH SHARED 01 7450 D ISHARES TR DJ US REAL EST 46428773 109 1000 SH SHARED 01 1000 D ISHARES TR DJ US REAL EST 46428773 259 2373 SH SHR/OTHR 01 200 2173 D ISHARES TR S&P SMLCAP 600 46428780 9468 66489 SH SHARED 62589 3900 D ISHARES TR S&P SMLCAP 600 46428780 10480 73600 SH SHARED 02 73600 D ISHARES TR S&P EURO PLUS 46428786 2313 35585 SH SHARED 35585 D ISHARES TR S&P EURO PLUS 46428786 322 4960 SH SHARED 01 3000 1960 D ISHARES TR S&P SMLCP VALU 46428787 374 3503 SH SHARED 3503 D ISHARES TR S&P SMLCP VALU 46428787 832 7779 SH SHR/OTHR 01 7779 D ISHARES TR S&P SMLCP GROW 46428788 46 500 SH SHARED 500 D ISIS PHARMACEUTICALS INC COM 46433010 576 74269 SH SHARED 74269 D ISIS PHARMACEUTICALS INC COM 46433010 43 5614 SH SHARED 01 5614 D ISIS PHARMACEUTICALS INC COM 46433010 225 29094 SH SHARED 02 29094 D ISIS PHARMACEUTICALS INC COM 46433010 6712 865000 SH SHARED 04 865000 D ISIS PHARMACEUTICALS INC COM 46433010 232 30000 SH SHARED 06 30000 D ISIS PHARMACEUTICALS INC COM 46433010 232 30000 SH SHARED 10 30000 D ISIS PHARMACEUTICALS INC COM 46433010 70 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 2506 2878000 PRN SHARED 02 2878000 D ISLE OF CAPRI CASINOS INC COM 46459210 1378 54848 SH SHARED 54848 D ISLE OF CAPRI CASINOS INC COM 46459210 4130 164285 SH SHARED 01 164285 D ISLE OF CAPRI CASINOS INC COM 46459210 229 9128 SH SHARED 02 9128 D ISLE OF CAPRI CASINOS INC COM 46459210 4381 174300 SH SHARED 10 174300 D ISOLAGEN INC COM 46488N10 407 34600 SH SHR/OTHR 34600 D ISOLAGEN INC COM 46488N10 173 14703 SH SHARED 02 14703 D ISPAT INTL N V NY REG SH CL A 46489910 2 259 SH SHARED 02 259 D ITRON INC COM 46574110 259 13928 SH SHARED 12928 1000 D ITRON INC COM 46574110 34 1841 SH SHARED 01 1841 D ITRON INC COM 46574110 195 10480 SH SHARED 02 10480 D IVANHOE MINES LTD COM 46579N10 518 92000 SH SHARED 92000 D IVANHOE MINES LTD COM 46579N10 141 25000 SH SHARED 02 25000 D IVANHOE MINES LTD COM 46579N10 7078 1255000 SH SHARED 04 1255000 D IVANHOE MINES LTD COM 46579N10 1522 270000 SH SHARED 10 270000 D IVAX CORP NOTE 5.500% 5/1 465823AD 6215 6088000 PRN SHARED 2000000 4088000 D IVAX CORP NOTE 4.500% 5/1 465823AG 6319 6251000 PRN SHARED 6251000 D IVAX CORP NOTE 4.500% 5/1 465823AG 2 2000 PRN SHARED 01 2000 D IVAX CORP COM 46582310 125 5500 SH SHR/OTHR 5500 D IVAX CORP COM 46582310 3508 154096 SH SHARED 80498 73598 D IVAX CORP COM 46582310 3440 151097 SH SHARED 01 130597 20500 D IVAX CORP COM 46582310 1448 63614 SH SHARED 02 63614 D IVAX CORP COM 46582310 5341 234590 SH SHARED 10 234590 D IVILLAGE INC COM 46588H10 325 47619 SH SHARED 47619 D IVILLAGE INC COM 46588H10 422 61716 SH SHARED 02 60416 1300 D IXYS CORP COM 46600W10 672 71549 SH SHARED 71549 D IXYS CORP COM 46600W10 0 79 SH SHARED 01 79 D IXYS CORP COM 46600W10 130 13893 SH SHARED 02 13893 D J & J SNACK FOODS CORP COM 46603210 219 4867 SH SHARED 4867 D J & J SNACK FOODS CORP COM 46603210 2293 50768 SH SHARED 01 50768 D J & J SNACK FOODS CORP COM 46603210 240 5313 SH SHARED 02 5313 D J & J SNACK FOODS CORP COM 46603210 9573 211900 SH SHARED 10 211900 D JDS UNIPHASE CORP NOTE 11/1 46612JAB 1420 1289000 PRN SHARED 1289000 D JDS UNIPHASE CORP NOTE 11/1 46612JAB 606 550000 PRN SHARED 02 550000 D JDS UNIPHASE CORP COM 46612J10 24465 6011223 SH SHARED 5809443 201780 D JDS UNIPHASE CORP COM 46612J10 8717 2142001 SH SHARED 01 2123801 16200 2000 D JDS UNIPHASE CORP COM 46612J10 23 5700 SH SHR/OTHR 01 5700 D JDS UNIPHASE CORP COM 46612J10 3135 770317 SH SHARED 02 770317 D JDS UNIPHASE CORP COM 46612J10 126 31160 SH SHARED 03 31160 D JDS UNIPHASE CORP COM 46612J10 20 5102 SH SHARED 05 1300 3802 D JDS UNIPHASE CORP COM 46612J10 42 10450 SH SHARED 06 10450 D JDS UNIPHASE CORP COM 46612J10 12641 3106098 SH SHARED 10 3106098 D JDS UNIPHASE CORP COM 46612J10 76 18770 SH SHARED 14 18770 D JDA SOFTWARE GROUP INC COM 46612K10 48 3300 SH SHARED 3300 D JDA SOFTWARE GROUP INC COM 46612K10 1104 75890 SH SHARED 75890 D JDA SOFTWARE GROUP INC COM 46612K10 86 5934 SH SHARED 01 5934 D JDA SOFTWARE GROUP INC COM 46612K10 230 15833 SH SHARED 02 15833 D JDA SOFTWARE GROUP INC COM 46612K10 29 2000 SH SHARED 10 2000 D J JILL GROUP INC COM 46618910 719 35027 SH SHARED 35027 D J JILL GROUP INC COM 46618910 1926 93834 SH SHARED 01 93834 D J JILL GROUP INC COM 46618910 420 20480 SH SHARED 02 20480 D J JILL GROUP INC COM 46618910 340 16600 SH SHARED 10 16600 D JLG INDS INC COM 46621010 128 9000 SH SHARED 9000 D JLG INDS INC COM 46621010 346 24261 SH SHARED 24261 D JLG INDS INC COM 46621010 34 2400 SH SHARED 01 2400 D JLG INDS INC COM 46621010 301 21084 SH SHARED 02 21084 D JPS INDUSTRIES INC COM 46624E40 65 22057 SH SHARED 02 22057 D J P MORGAN CHASE & CO COM 46625H10 176 4213 SH SHARED 4213 D J P MORGAN CHASE & CO COM 46625H10 566442 13502791 SH SHARED 13081682 421109 D J P MORGAN CHASE & CO COM 46625H10 207174 4938601 SH SHARED 01 2443919 9935 2484747 D J P MORGAN CHASE & CO COM 46625H10 46890 1117765 SH SHR/OTHR 01 67972 1049793 D J P MORGAN CHASE & CO COM 46625H10 61855 1474500 SH SHARED 02 1474500 D J P MORGAN CHASE & CO COM 46625H10 3509 83666 SH SHARED 03 8566 75100 D J P MORGAN CHASE & CO COM 46625H10 22636 539600 SH SHARED 04 539600 D J P MORGAN CHASE & CO COM 46625H10 30288 722015 SH SHARED 05 457960 264055 D J P MORGAN CHASE & CO COM 46625H10 21067 502208 SH SHARED 06 380458 121750 D J P MORGAN CHASE & CO COM 46625H10 3249 77459 SH SHARED 07 77459 D J P MORGAN CHASE & CO COM 46625H10 1489 35500 SH SHARED 09 35500 D J P MORGAN CHASE & CO COM 46625H10 200683 4783866 SH SHARED 10 4783866 D J P MORGAN CHASE & CO COM 46625H10 2972 70858 SH SHARED 14 70858 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 115 5100 SH SHARED 5100 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 365 16200 SH SHARED 01 16200 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 514 22800 SH SHARED 02 22800 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1354 60000 SH SHARED 04 60000 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 338 15000 SH SHARED 10 15000 D JABIL CIRCUIT INC NOTE 1.750% 5/1 466313AA 49846 49500000 PRN SHARED 49500000 D JABIL CIRCUIT INC COM 46631310 15755 535346 SH SHARED 534171 1175 D JABIL CIRCUIT INC COM 46631310 12440 422724 SH SHARED 01 380168 42556 D JABIL CIRCUIT INC COM 46631310 54 1868 SH SHR/OTHR 01 1868 D JABIL CIRCUIT INC COM 46631310 4074 138440 SH SHARED 02 138440 D JABIL CIRCUIT INC COM 46631310 588 20000 SH SHARED 03 20000 D JABIL CIRCUIT INC COM 46631310 2943 100000 SH SHARED 04 100000 D JABIL CIRCUIT INC COM 46631310 14 486 SH SHARED 05 486 D JABIL CIRCUIT INC COM 46631310 41 1400 SH SHARED 06 1400 D JABIL CIRCUIT INC COM 46631310 26057 885408 SH SHARED 10 885408 D JACK IN THE BOX INC COM 46636710 1457 58368 SH SHARED 58368 D JACK IN THE BOX INC COM 46636710 114 4585 SH SHARED 01 4585 D JACK IN THE BOX INC COM 46636710 431 17266 SH SHARED 02 17266 D JACOBS ENGR GROUP INC DEL COM 46981410 84 1900 SH SHARED 1900 D JACOBS ENGR GROUP INC DEL COM 46981410 2434 54582 SH SHARED 54582 D JACOBS ENGR GROUP INC DEL COM 46981410 1820 40818 SH SHARED 01 32918 7900 D JACOBS ENGR GROUP INC DEL COM 46981410 706 15842 SH SHARED 02 15842 D JACUZZI BRANDS INC COM 46986510 219 23400 SH SHARED 23400 D JACUZZI BRANDS INC COM 46986510 2018 215200 SH SHARED 01 215200 D JACUZZI BRANDS INC COM 46986510 343 36590 SH SHARED 02 36590 D JACUZZI BRANDS INC COM 46986510 2003 213600 SH SHARED 10 213600 D JAKKS PAC INC COM 47012E10 652 43548 SH SHARED 43548 D JAKKS PAC INC COM 47012E10 189 12654 SH SHARED 02 12654 D JAMESON INNS INC COM 47045710 261 90312 SH SHARED 90312 D JANUS CAP GROUP INC COM 47102X10 11046 674381 SH SHARED 674381 D JANUS CAP GROUP INC COM 47102X10 743 45396 SH SHARED 01 39796 5600 D JANUS CAP GROUP INC COM 47102X10 2180 133092 SH SHARED 02 133092 D JANUS CAP GROUP INC COM 47102X10 11 693 SH SHARED 05 693 D JANUS CAP GROUP INC COM 47102X10 3791 231478 SH SHARED 10 231478 D JANUS CAP GROUP INC COM 47102X10 40 2500 SH SHARED 14 2500 D JAPAN EQUITY FD INC COM 47105710 62 8199 SH SHARED 8199 D JAPAN SMALLER CAPTLZTN FD IN COM 47109U10 712 50000 SH SHARED 50000 D JARDEN CORP COM 47110910 505 14231 SH SHARED 14231 D JARDEN CORP COM 47110910 957 26962 SH SHARED 02 26962 D JEFFERIES GROUP INC NEW COM 47231910 81 2300 SH SHARED 2300 D JEFFERIES GROUP INC NEW COM 47231910 2747 77778 SH SHARED 77778 D JEFFERIES GROUP INC NEW COM 47231910 1816 51416 SH SHARED 01 46016 5400 D JEFFERIES GROUP INC NEW COM 47231910 888 25147 SH SHARED 02 25147 D JEFFERIES GROUP INC NEW COM 47231910 10372 293600 SH SHARED 10 293600 D JEFFERSON PILOT CORP COM 47507010 20151 366322 SH SHARED 321622 44700 D JEFFERSON PILOT CORP COM 47507010 45938 835096 SH SHARED 01 336464 498632 D JEFFERSON PILOT CORP COM 47507010 3242 58948 SH SHR/OTHR 01 58948 D JEFFERSON PILOT CORP COM 47507010 3959 71976 SH SHARED 02 71976 D JEFFERSON PILOT CORP COM 47507010 22 414 SH SHARED 05 414 D JEFFERSON PILOT CORP COM 47507010 74 1350 SH SHARED 06 1350 D JEFFERSON PILOT CORP COM 47507010 25449 462640 SH SHARED 10 462640 D JEFFERSON PILOT CORP COM 47507010 71 1300 SH SHARED 14 1300 D JETBLUE AWYS CORP NOTE 3.500% 7/1 477143AB 4696 4641000 PRN SHARED 4641000 D JETBLUE AWYS CORP COM 47714310 3835 151912 SH SHARED 90700 61212 D JETBLUE AWYS CORP COM 47714310 7354 291285 SH SHARED 01 290450 835 D JETBLUE AWYS CORP COM 47714310 1885 74673 SH SHARED 02 74673 D JETBLUE AWYS CORP COM 47714310 6666 264000 SH SHARED 10 264000 D JO-ANN STORES INC COM 47758P30 1099 39197 SH SHARED 39197 D JO-ANN STORES INC COM 47758P30 110 3944 SH SHARED 01 3944 D JO-ANN STORES INC COM 47758P30 266 9510 SH SHARED 02 9510 D JOHNSON & JOHNSON COM 47816010 694875 13700218 SH SHARED 13427999 272219 D JOHNSON & JOHNSON COM 47816010 348428 6869643 SH SHARED 01 3164087 10700 3694856 D JOHNSON & JOHNSON COM 47816010 97566 1923632 SH SHR/OTHR 01 139941 1783691 D JOHNSON & JOHNSON COM 47816010 76414 1506599 SH SHARED 02 1506599 D JOHNSON & JOHNSON COM 47816010 4004 78950 SH SHARED 03 13950 65000 D JOHNSON & JOHNSON COM 47816010 63252 1247100 SH SHARED 04 1247100 D JOHNSON & JOHNSON COM 47816010 54898 1082384 SH SHARED 05 824565 257819 D JOHNSON & JOHNSON COM 47816010 8341 164466 SH SHARED 06 137866 26600 D JOHNSON & JOHNSON COM 47816010 5459 107636 SH SHARED 07 107636 D JOHNSON & JOHNSON COM 47816010 3271 64500 SH SHARED 09 64500 D JOHNSON & JOHNSON COM 47816010 438570 8646899 SH SHARED 10 8646899 D JOHNSON & JOHNSON COM 47816010 12572 247873 SH SHARED 14 247873 D JOHNSON CTLS INC COM 47836610 27748 469113 SH SHARED 466113 3000 D JOHNSON CTLS INC COM 47836610 17144 289841 SH SHARED 01 48051 241790 D JOHNSON CTLS INC COM 47836610 1602 27100 SH SHR/OTHR 01 27100 D JOHNSON CTLS INC COM 47836610 5373 90839 SH SHARED 02 90839 D JOHNSON CTLS INC COM 47836610 56 954 SH SHARED 05 954 D JOHNSON CTLS INC COM 47836610 165 2800 SH SHARED 06 2000 800 D JOHNSON CTLS INC COM 47836610 4349 73525 SH SHARED 10 73525 D JOHNSON CTLS INC COM 47836610 82 1400 SH SHARED 14 1400 D JOHNSON OUTDOORS INC CL A 47916710 40 2085 SH SHARED 2085 D JOHNSON OUTDOORS INC CL A 47916710 10 516 SH SHARED 01 516 D JONES APPAREL GROUP INC COM 48007410 15568 430669 SH SHARED 430669 D JONES APPAREL GROUP INC COM 48007410 1108 30650 SH SHARED 01 30650 D JONES APPAREL GROUP INC COM 48007410 2903 80311 SH SHARED 02 80311 D JONES APPAREL GROUP INC COM 48007410 45 1270 SH SHARED 05 200 1070 D JONES APPAREL GROUP INC COM 48007410 211 5857 SH SHARED 06 5857 D JONES APPAREL GROUP INC COM 48007410 1828 50579 SH SHARED 10 50579 D JONES LANG LASALLE INC COM 48020Q10 372 14492 SH SHARED 14492 D JONES LANG LASALLE INC COM 48020Q10 338 13178 SH SHARED 01 12808 370 D JONES LANG LASALLE INC COM 48020Q10 387 15063 SH SHARED 02 15063 D JONES LANG LASALLE INC COM 48020Q10 41 1600 SH SHARED 10 1600 D JOS A BANK CLOTHIERS INC COM 48083810 1983 54734 SH SHARED 53460 1274 D JOS A BANK CLOTHIERS INC COM 48083810 41349 1140988 SH SHARED 01 1046560 7050 87378 D JOS A BANK CLOTHIERS INC COM 48083810 75 2076 SH SHR/OTHR 01 2076 D JOS A BANK CLOTHIERS INC COM 48083810 240 6649 SH SHARED 02 6649 D JOS A BANK CLOTHIERS INC COM 48083810 1277 35250 SH SHARED 05 35250 D JOS A BANK CLOTHIERS INC COM 48083810 15182 418946 SH SHARED 10 418946 D JOURNAL COMMUNICATIONS INC CL A 48113010 10820 541000 SH SHARED 01 514300 26700 D JOURNAL COMMUNICATIONS INC CL A 48113010 221 11064 SH SHARED 02 11064 D JOURNAL COMMUNICATIONS INC CL A 48113010 600 30000 SH SHARED 06 30000 D JOURNAL COMMUNICATIONS INC CL A 48113010 3321 166068 SH SHARED 10 166068 D JOURNAL REGISTER CO COM 48113810 444 21285 SH SHARED 21285 D JOURNAL REGISTER CO COM 48113810 99 4750 SH SHARED 01 4465 285 D JOURNAL REGISTER CO COM 48113810 381 18238 SH SHARED 02 18238 D JOY GLOBAL INC COM 48116510 581 20742 SH SHARED 20742 D JOY GLOBAL INC COM 48116510 29881 1065300 SH SHARED 01 793500 271800 D JOY GLOBAL INC COM 48116510 755 26951 SH SHARED 02 26951 D JOY GLOBAL INC COM 48116510 7991 284900 SH SHARED 10 284900 D JUNIPER NETWORKS INC NOTE 4.750% 3/1 48203RAA 529 524000 PRN SHARED 524000 D JUNIPER NETWORKS INC NOTE 4.750% 3/1 48203RAA 9 9000 PRN SHARED 01 9000 D JUNIPER NETWORKS INC NOTE 4.750% 3/1 48203RAA 16 16000 PRN SHR/OTHR 01 16000 D JUNIPER NETWORKS INC NOTE 4.750% 3/1 48203RAA 59 59000 PRN SHARED 02 59000 D JUNIPER NETWORKS INC NOTE 6/1 48203RAC 1799 1215000 PRN SHARED 02 1215000 D JUNIPER NETWORKS INC COM 48203R10 75093 2885976 SH SHARED 1628676 1257300 D JUNIPER NETWORKS INC COM 48203R10 21924 842614 SH SHARED 01 784700 6300 51614 D JUNIPER NETWORKS INC COM 48203R10 3 141 SH SHR/OTHR 01 141 D JUNIPER NETWORKS INC COM 48203R10 6134 235769 SH SHARED 02 235669 100 D JUNIPER NETWORKS INC COM 48203R10 4163 160000 SH SHARED 04 160000 D JUNIPER NETWORKS INC COM 48203R10 83 3200 SH SHARED 06 2700 500 D JUNIPER NETWORKS INC COM 48203R10 31532 1211873 SH SHARED 10 1211873 D JUNIPER NETWORKS INC COM 48203R10 1300 49989 SH SHARED 14 49989 D JUPITERMEDIA CORP COM 48207D10 162 14132 SH SHARED 02 14132 D KCS ENERGY INC COM 48243420 887 82917 SH SHARED 82917 D KCS ENERGY INC COM 48243420 5126 479157 SH SHARED 01 476657 2500 D KCS ENERGY INC COM 48243420 231 21611 SH SHARED 02 21611 D KCS ENERGY INC COM 48243420 1596 149200 SH SHARED 10 149200 D KFX INC COM 48245L10 88 8500 SH SHARED 8500 D KFX INC COM 48245L10 306 29457 SH SHARED 02 29457 D KLA-TENCOR CORP COM 48248010 68070 1353830 SH SHARED 1294930 58900 D KLA-TENCOR CORP COM 48248010 28938 575540 SH SHARED 01 176521 30 398989 D KLA-TENCOR CORP COM 48248010 2058 40931 SH SHR/OTHR 01 6890 34041 D KLA-TENCOR CORP COM 48248010 8499 169038 SH SHARED 02 168938 100 D KLA-TENCOR CORP COM 48248010 4525 90000 SH SHARED 04 90000 D KLA-TENCOR CORP COM 48248010 52 1048 SH SHARED 05 100 948 D KLA-TENCOR CORP COM 48248010 424 8450 SH SHARED 06 7750 700 D KLA-TENCOR CORP COM 48248010 5846 116288 SH SHARED 10 116288 D KLA-TENCOR CORP COM 48248010 4198 83500 SH SHARED 14 83500 D KLM ROYAL DUTCH AIRLS COM NY REG NEW 48251630 135 6500 SH SHARED 02 6500 D KT CORP SPONSORED ADR 48268K10 218 11490 SH SHARED 11490 D KT CORP SPONSORED ADR 48268K10 113747 5974140 SH SHARED 5720890 253250 D KT CORP SPONSORED ADR 48268K10 59 3126 SH SHARED 01 2676 450 D KT CORP SPONSORED ADR 48268K10 180 9500 SH SHARED 02 9500 D KT CORP SPONSORED ADR 48268K10 1602 84182 SH SHARED 14 84182 D K-SWISS INC CL A 48268610 1831 74844 SH SHARED 74844 D K-SWISS INC CL A 48268610 175 7187 SH SHARED 01 7187 D K-SWISS INC CL A 48268610 299 12255 SH SHARED 02 12255 D K-SWISS INC CL A 48268610 65 2660 SH SHARED 10 2660 D K2 INC COM 48273210 165 10305 SH SHARED 10305 D K2 INC COM 48273210 416 25995 SH SHARED 01 25995 D K2 INC COM 48273210 230 14408 SH SHARED 02 14408 D K2 INC COM 48273210 695 43400 SH SHARED 10 43400 D KVH INDS INC COM 48273810 216 15031 SH SHARED 15031 D KVH INDS INC COM 48273810 41 2859 SH SHARED 01 2859 D KVH INDS INC COM 48273810 69 4822 SH SHARED 02 4822 D K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC 2578 2095000 PRN SHARED 02 2095000 D K V PHARMACEUTICAL CO CL B CONV 48274010 4 161 SH SHARED 161 D K V PHARMACEUTICAL CO CL B CONV 48274010 38 1389 SH SHARED 01 1389 D K V PHARMACEUTICAL CO CL B CONV 48274010 2 99 SH SHARED 02 99 D K V PHARMACEUTICAL CO CL A 48274020 577 23506 SH SHARED 23506 D K V PHARMACEUTICAL CO CL A 48274020 93 3804 SH SHARED 01 2274 1530 D K V PHARMACEUTICAL CO CL A 48274020 556 22677 SH SHARED 02 22677 D KADANT INC COM 48282T10 116 5605 SH SHARED 5605 D KADANT INC COM 48282T10 21 1030 SH SHARED 01 1030 D KADANT INC COM 48282T10 14 680 SH SHR/OTHR 01 680 D KADANT INC COM 48282T10 119 5741 SH SHARED 02 5741 D KNBT BANCORP INC COM 48292110 296 16735 SH SHARED 02 16735 D KNBT BANCORP INC COM 48292110 1121 63400 SH SHARED 10 63400 D KAMAN CORP CL A 48354810 77 5200 SH SHARED 5200 D KAMAN CORP CL A 48354810 8 600 SH SHARED 01 600 D KAMAN CORP CL A 48354810 159 10743 SH SHARED 02 10743 D KAMAN CORP CL A 48354810 7475 502400 SH SHARED 10 502400 D KANA SOFTWARE INC COM NEW 48360030 92 20572 SH SHARED 20572 D KANA SOFTWARE INC COM NEW 48360030 46 10228 SH SHARED 01 10228 D KANA SOFTWARE INC COM NEW 48360030 60 13461 SH SHARED 02 13461 D KANEB PIPE LINE PARTNERS L P SR PREF UNIT 48416910 241 4503 SH SHARED 4503 D KANEB PIPE LINE PARTNERS L P SR PREF UNIT 48416910 53 1000 SH SHARED 01 1000 D KANEB PIPE LINE PARTNERS L P SR PREF UNIT 48416910 8 159 SH SHARED 02 159 D KANSAS CITY LIFE INS CO COM 48483610 42 1000 SH SHARED 1000 D KANSAS CITY LIFE INS CO COM 48483610 25 600 SH SHARED 01 600 D KANSAS CITY LIFE INS CO COM 48483610 243 5682 SH SHARED 02 5682 D KANSAS CITY SOUTHERN COM NEW 48517030 549 39496 SH SHARED 39496 D KANSAS CITY SOUTHERN COM NEW 48517030 73 5254 SH SHARED 01 5104 150 D KANSAS CITY SOUTHERN COM NEW 48517030 422 30420 SH SHARED 02 30420 D KAYDON CORP NOTE 4.000% 5/2 486587AB 19485 16900000 PRN SHARED 16900000 D KAYDON CORP NOTE 4.000% 5/2 486587AB 6997 6069000 PRN SHARED 02 6069000 D KAYDON CORP COM 48658710 603 21921 SH SHARED 21921 D KAYDON CORP COM 48658710 27 1000 SH SHARED 01 1000 D KAYDON CORP COM 48658710 359 13042 SH SHARED 02 13042 D KB HOME COM 48666K10 28897 357648 SH SHARED 357648 D KB HOME COM 48666K10 4089 50617 SH SHARED 01 50617 D KB HOME COM 48666K10 43932 543713 SH SHARED 02 543713 D KB HOME COM 48666K10 1504 18625 SH SHARED 10 18625 D KEANE INC COM 48666510 2478 157494 SH SHARED 157494 D KEANE INC COM 48666510 1695 107702 SH SHARED 01 107702 D KEANE INC COM 48666510 610 38803 SH SHARED 02 38803 D KEANE INC COM 48666510 1416 90000 SH SHARED 10 90000 D KEITH COMPANIES INC COM 48753910 62 4384 SH SHARED 4384 D KEITH COMPANIES INC COM 48753910 15 1086 SH SHARED 01 1086 D KEITHLEY INSTRS INC COM 48758410 592 28587 SH SHARED 28587 D KEITHLEY INSTRS INC COM 48758410 6335 305900 SH SHARED 01 266800 39100 D KEITHLEY INSTRS INC COM 48758410 158 7659 SH SHARED 02 7659 D KEITHLEY INSTRS INC COM 48758410 700 33800 SH SHARED 05 33800 D KELLOGG CO COM 48783610 40184 1024065 SH SHARED 1024065 D KELLOGG CO COM 48783610 5331 135857 SH SHARED 01 128500 7357 D KELLOGG CO COM 48783610 337 8596 SH SHR/OTHR 01 8596 D KELLOGG CO COM 48783610 8301 211562 SH SHARED 02 211562 D KELLOGG CO COM 48783610 71 1817 SH SHARED 05 1817 D KELLOGG CO COM 48783610 78 2000 SH SHARED 06 2000 D KELLOGG CO COM 48783610 6634 169084 SH SHARED 10 169084 D KELLOGG CO COM 48783610 94 2400 SH SHARED 14 2400 D KELLWOOD CO COM 48804410 346 8824 SH SHARED 8824 D KELLWOOD CO COM 48804410 1221 31126 SH SHARED 01 31126 D KELLWOOD CO COM 48804410 526 13403 SH SHARED 02 13403 D KELLWOOD CO COM 48804410 1169 29800 SH SHARED 10 29800 D KELLY SVCS INC CL A 48815220 23 800 SH SHARED 800 D KELLY SVCS INC CL A 48815220 340 11484 SH SHARED 11484 D KELLY SVCS INC CL A 48815220 275 9300 SH SHARED 01 9300 D KELLY SVCS INC CL A 48815220 407 13746 SH SHARED 02 13746 D KEMET CORP COM 48836010 20 1400 SH SHARED 1400 D KEMET CORP COM 48836010 2307 160889 SH SHARED 160889 D KEMET CORP COM 48836010 8731 608878 SH SHARED 01 588378 10800 9700 D KEMET CORP COM 48836010 788 54980 SH SHARED 02 54980 D KEMET CORP COM 48836010 4454 310648 SH SHARED 10 310648 D KENDLE INTERNATIONAL INC COM 48880L10 1 186 SH SHARED 186 D KENDLE INTERNATIONAL INC COM 48880L10 0 46 SH SHARED 01 46 D KENNAMETAL INC COM 48917010 2049 49668 SH SHARED 49668 D KENNAMETAL INC COM 48917010 477 11558 SH SHARED 01 9800 1758 D KENNAMETAL INC COM 48917010 926 22447 SH SHARED 02 22447 D KENSEY NASH CORP COM 49005710 488 19874 SH SHARED 19874 D KENSEY NASH CORP COM 49005710 3540 144150 SH SHARED 01 138650 5500 D KENSEY NASH CORP COM 49005710 326 13293 SH SHARED 02 13293 D KENSEY NASH CORP COM 49005710 447 18211 SH SHARED 10 18211 D KERR MCGEE CORP SDCV 5.250% 2/1 492386AP 9 9250 PRN SHARED 01 9250 D KERR MCGEE CORP SDCV 5.250% 2/1 492386AP 719 672000 PRN SHARED 02 672000 D KERR MCGEE CORP COM 49238610 17734 344364 SH SHARED 344364 D KERR MCGEE CORP COM 49238610 1049 20385 SH SHARED 01 18296 2089 D KERR MCGEE CORP COM 49238610 155 3010 SH SHR/OTHR 01 3010 D KERR MCGEE CORP COM 49238610 2897 56264 SH SHARED 02 56264 D KERR MCGEE CORP COM 49238610 21630 420000 SH SHARED 04 420000 D KERR MCGEE CORP COM 49238610 37 735 SH SHARED 05 200 535 D KERR MCGEE CORP COM 49238610 2662 51700 SH SHARED 06 51200 500 D KERR MCGEE CORP COM 49238610 56433 1095798 SH SHARED 10 1095798 D KERR MCGEE CORP COM 49238610 571 11100 SH SHARED 14 11100 D KERYX BIOPHARMACEUTICALS INC COM 49251510 1013 66300 SH SHARED 01 50500 15800 D KERYX BIOPHARMACEUTICALS INC COM 49251510 186 12180 SH SHARED 02 12180 D KERYX BIOPHARMACEUTICALS INC COM 49251510 2304 150800 SH SHARED 10 150800 D KEY ENERGY SVCS INC COM 49291410 218 19880 SH SHARED 19880 D KEY ENERGY SVCS INC COM 49291410 1967 178835 SH SHARED 01 178835 D KEY ENERGY SVCS INC COM 49291410 161 14688 SH SHARED 02 14688 D KEYCORP NEW COM 49326710 30586 1009787 SH SHARED 1009787 D KEYCORP NEW COM 49326710 5586 184423 SH SHARED 01 84553 99870 D KEYCORP NEW COM 49326710 746 24643 SH SHR/OTHR 01 24643 D KEYCORP NEW COM 49326710 7935 262000 SH SHARED 02 262000 D KEYCORP NEW COM 49326710 72 2387 SH SHARED 05 300 2087 D KEYCORP NEW COM 49326710 152 5050 SH SHARED 06 4350 700 D KEYCORP NEW COM 49326710 102650 3388927 SH SHARED 10 3388927 D KEYCORP NEW COM 49326710 106 3500 SH SHARED 14 3500 D KEYNOTE SYS INC COM 49330810 713 55281 SH SHARED 55281 D KEYNOTE SYS INC COM 49330810 6 500 SH SHARED 01 500 D KEYNOTE SYS INC COM 49330810 103 8048 SH SHARED 02 8048 D KEYSPAN CORP COM 49337W10 141 3700 SH SHARED 3700 D KEYSPAN CORP COM 49337W10 17244 451200 SH SHARED 451200 D KEYSPAN CORP COM 49337W10 3464 90640 SH SHARED 01 71634 19006 D KEYSPAN CORP COM 49337W10 85 2230 SH SHR/OTHR 01 2230 D KEYSPAN CORP COM 49337W10 3094 80961 SH SHARED 02 80961 D KEYSPAN CORP COM 49337W10 91 2400 SH SHARED 06 2400 D KEYSPAN CORP COM 49337W10 2425 63464 SH SHARED 10 63464 D KEYSPAN CORP COM 49337W10 45 1200 SH SHARED 14 1200 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 100 3675 SH SHARED 3675 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 13422 489875 SH SHARED 01 442975 8400 38500 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 198 7239 SH SHARED 02 7239 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 827 30200 SH SHARED 05 30200 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 9897 361223 SH SHARED 10 361223 D KEYSTONE PPTY TR CORP COM 49359610 136 5626 SH SHARED 5626 D KEYSTONE PPTY TR CORP COM 49359610 145 6000 SH SHARED 01 6000 D KEYSTONE PPTY TR CORP COM 49359610 372 15311 SH SHARED 02 15311 D KEYSTONE PPTY TR CORP COM 49359610 32782 1348500 SH SHARED 11 1348500 D KFORCE INC COM 49373210 47 4959 SH SHARED 4959 D KFORCE INC COM 49373210 11 1229 SH SHARED 01 1229 D KFORCE INC COM 49373210 141 14925 SH SHARED 02 14925 D KILROY RLTY CORP COM 49427F10 645 18188 SH SHARED 18188 D KILROY RLTY CORP COM 49427F10 1796 50600 SH SHARED 01 50600 D KILROY RLTY CORP COM 49427F10 38 1087 SH SHR/OTHR 01 1087 D KILROY RLTY CORP COM 49427F10 451 12718 SH SHARED 02 12718 D KILROY RLTY CORP COM 49427F10 22325 628900 SH SHARED 10 628900 D KILROY RLTY CORP COM 49427F10 28087 791200 SH SHARED 11 791200 D KIMBALL INTL INC CL B 49427410 90 5741 SH SHARED 5741 D KIMBALL INTL INC CL B 49427410 2 133 SH SHARED 01 133 D KIMBALL INTL INC CL B 49427410 325 20660 SH SHARED 02 20660 D KIMBERLY CLARK CORP COM 49436810 121805 1930354 SH SHARED 1888954 41400 D KIMBERLY CLARK CORP COM 49436810 73379 1162913 SH SHARED 01 754490 408423 D KIMBERLY CLARK CORP COM 49436810 9520 150885 SH SHR/OTHR 01 3953 146932 D KIMBERLY CLARK CORP COM 49436810 17396 275699 SH SHARED 02 275699 D KIMBERLY CLARK CORP COM 49436810 504 8000 SH SHARED 04 8000 D KIMBERLY CLARK CORP COM 49436810 259 4114 SH SHARED 05 400 3714 D KIMBERLY CLARK CORP COM 49436810 545 8645 SH SHARED 06 7745 900 D KIMBERLY CLARK CORP COM 49436810 47398 751171 SH SHARED 10 751171 D KIMBERLY CLARK CORP COM 49436810 265 4200 SH SHARED 14 4200 D KIMCO REALTY CORP COM 49446R10 601 11807 SH SHARED 11807 D KIMCO REALTY CORP COM 49446R10 1322 25943 SH SHARED 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49904010 3910 53383 SH SHARED 02 53383 D KNIGHT RIDDER INC COM 49904010 19 264 SH SHARED 05 264 D KNIGHT RIDDER INC COM 49904010 178 2440 SH SHARED 06 2140 300 D KNIGHT RIDDER INC COM 49904010 2347 32053 SH SHARED 10 32053 D KNIGHT RIDDER INC COM 49904010 65 900 SH SHARED 14 900 D KNIGHT TRADING GROUP INC COM 49906310 3091 244556 SH SHARED 244556 D KNIGHT TRADING GROUP INC COM 49906310 461 36509 SH SHARED 01 36509 D KNIGHT TRADING GROUP INC COM 49906310 844 66815 SH SHARED 02 66815 D KNIGHT TRADING GROUP INC COM 49906310 535 42370 SH SHARED 10 42370 D KNIGHT TRANSN INC COM 49906410 307 12859 SH SHARED 12859 D KNIGHT TRANSN INC COM 49906410 1208 50621 SH SHARED 01 50621 D KNIGHT TRANSN INC COM 49906410 903 37814 SH SHARED 02 37814 D KNIGHT TRANSN INC COM 49906410 42 1800 SH SHARED 10 1800 D KOGER EQUITY INC COM 50022810 2691 114692 SH SHARED 114692 D KOGER EQUITY INC COM 50022810 1150 49008 SH SHARED 01 49008 D KOGER EQUITY INC COM 50022810 298 12726 SH SHARED 02 12726 D KOGER EQUITY INC COM 50022810 7461 317900 SH SHARED 10 317900 D KOGER EQUITY INC COM 50022810 17456 743800 SH SHARED 11 743800 D KOHLS CORP COM 50025510 61611 1274818 SH SHARED 1246718 28100 D KOHLS CORP COM 50025510 24538 507731 SH SHARED 01 139346 368385 D KOHLS CORP COM 50025510 1596 33041 SH SHR/OTHR 01 7070 25971 D KOHLS CORP COM 50025510 11419 236291 SH SHARED 02 236291 D KOHLS CORP COM 50025510 836 17300 SH SHARED 03 17300 D KOHLS CORP COM 50025510 344 7134 SH SHARED 05 300 6834 D KOHLS CORP COM 50025510 200 4150 SH SHARED 06 3350 800 D KOHLS CORP COM 50025510 38 800 SH SHARED 07 800 D KOHLS CORP COM 50025510 44559 921985 SH SHARED 10 921985 D KOHLS CORP COM 50025510 1348 27898 SH SHARED 14 27898 D KOMAG INC NOTE 2.000% 2/0 500453AE 99 100000 PRN SHARED 100000 D KOMAG INC COM NEW 50045320 298 16204 SH SHARED 16204 D KOMAG INC COM NEW 50045320 3797 206396 SH SHARED 01 206396 D KOMAG INC COM NEW 50045320 560 30487 SH SHARED 02 30487 D KOMAG INC COM NEW 50045320 618 33600 SH SHARED 10 33600 D 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SH SHARED 10 122300 D KORN FERRY INTL COM NEW 50064320 318 19896 SH SHARED 19896 D KORN FERRY INTL COM NEW 50064320 558 34900 SH SHARED 01 34900 D KORN FERRY INTL COM NEW 50064320 616 38530 SH SHARED 02 38530 D KOS PHARMACEUTICALS INC COM 50064810 561 13775 SH SHARED 13775 D KOS PHARMACEUTICALS INC COM 50064810 3878 95192 SH SHARED 01 95192 D KOS PHARMACEUTICALS INC COM 50064810 435 10688 SH SHARED 02 10688 D KOS PHARMACEUTICALS INC COM 50064810 2077 51000 SH SHARED 04 51000 D KOS PHARMACEUTICALS INC COM 50064810 619 15200 SH SHARED 10 15200 D KRAFT FOODS INC CL A 50075N10 3698 115534 SH SHARED 104284 11250 D KRAFT FOODS INC CL A 50075N10 2796 87355 SH SHARED 01 47900 250 39205 D KRAFT FOODS INC CL A 50075N10 658 20565 SH SHR/OTHR 01 700 19865 D KRAFT FOODS INC CL A 50075N10 2223 69476 SH SHARED 02 57820 11656 D KRAFT FOODS INC CL A 50075N10 99 3100 SH SHARED 06 2700 400 D KRAFT FOODS INC CL A 50075N10 1366 42700 SH SHARED 10 42700 D KRAFT FOODS INC CL A 50075N10 358 11200 SH SHARED 14 11200 D KRAMONT RLTY TR COM SH BEN INT 50075Q10 130 6903 SH SHARED 6903 D KRAMONT RLTY TR COM SH BEN INT 50075Q10 665 35197 SH SHARED 01 35197 D KRAMONT RLTY TR COM SH BEN INT 50075Q10 197 10441 SH SHARED 02 10441 D KRAMONT RLTY TR COM SH BEN INT 50075Q10 696 36870 SH SHARED 10 36870 D KRISPY KREME DOUGHNUTS INC COM 50101410 5889 171500 SH SHARED 137900 33600 D KRISPY KREME DOUGHNUTS INC COM 50101410 1741 50700 SH SHARED 01 50700 D KRISPY KREME DOUGHNUTS INC COM 50101410 737 21466 SH SHARED 02 21466 D KRISPY KREME DOUGHNUTS INC COM 50101410 834 24300 SH SHARED 14 24300 D KROGER CO COM 50104410 51351 3086014 SH SHARED 3062014 24000 D KROGER CO COM 50104410 5889 353922 SH SHARED 01 143556 210366 D KROGER CO COM 50104410 11409 685650 SH SHARED 02 685650 D KROGER CO COM 50104410 76 4573 SH SHARED 05 600 3973 D KROGER CO COM 50104410 430 25862 SH SHARED 06 24562 1300 D KROGER CO COM 50104410 5555 333880 SH SHARED 10 333880 D KROGER CO COM 50104410 104 6300 SH SHARED 14 6300 D KROLL INC COM 50104910 2204 82122 SH SHARED 82122 D KROLL INC COM 50104910 117 4394 SH SHARED 01 4394 D KROLL INC COM 50104910 2214 82485 SH SHARED 02 82485 D KRONOS WORLDWIDE INC COM 50105F10 130 4292 SH SHARED 4292 D KRONOS WORLDWIDE INC COM 50105F10 9 304 SH SHARED 01 304 D KRONOS WORLDWIDE INC COM 50105F10 55 1822 SH SHARED 02 1822 D KRONOS INC COM 50105210 1656 50909 SH SHARED 50909 D KRONOS INC COM 50105210 7407 227720 SH SHARED 01 212229 9000 6491 D KRONOS INC COM 50105210 31 972 SH SHR/OTHR 01 972 D KRONOS INC COM 50105210 517 15897 SH SHARED 02 15897 D KRONOS INC COM 50105210 10263 315500 SH SHARED 10 315500 D KULICKE & SOFFA INDS INC NOTE 5.250% 8/1 501242AJ 7112 7000000 PRN SHARED 7000000 D KULICKE & SOFFA INDS INC NOTE 5.250% 8/1 501242AJ 9 9500 PRN SHARED 01 9500 D KULICKE & SOFFA INDS INC NOTE 5.250% 8/1 501242AJ 10510 10345000 PRN SHARED 02 10345000 D KULICKE & SOFFA INDS INC COM 50124210 5082 434423 SH SHARED 434423 D KULICKE & SOFFA INDS INC COM 50124210 384 32864 SH SHARED 01 32864 D KULICKE & SOFFA INDS INC COM 50124210 534 45682 SH SHARED 02 30682 15000 D KYOCERA CORP ADR 50155620 577 6885 SH SHARED 6885 D KYOCERA CORP ADR 50155620 4686 55831 SH SHARED 02 55831 D KYPHON INC COM 50157710 695 29106 SH SHARED 29106 D KYPHON INC COM 50157710 1055 44155 SH SHARED 01 23600 4600 15955 D KYPHON INC COM 50157710 270 11298 SH SHARED 02 11298 D KYPHON INC COM 50157710 14776 618000 SH SHARED 04 618000 D KYPHON INC COM 50157710 1128 47200 SH SHARED 10 47200 D LAN CHILE S A SPONSORED ADR 50172310 79 4400 SH SHARED 4400 D LAN CHILE S A SPONSORED ADR 50172310 724 40000 SH SHARED 04 40000 D LCA-VISION INC COM PAR $.001 50180330 145 6170 SH SHARED 6170 D LCA-VISION INC COM PAR $.001 50180330 179 7600 SH SHARED 02 7600 D LCC INTERNATIONAL INC CL A 50181010 150 25111 SH SHARED 25111 D LCC INTERNATIONAL INC CL A 50181010 37 6226 SH SHARED 01 6226 D LKQ CORP COM 50188920 183 10465 SH SHARED 02 10465 D LNR PPTY CORP NOTE 5.500% 3/0 501940AF 27820 20000000 PRN SHARED 20000000 D LNR 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1408100 SH SHARED 01 1347400 60700 D LTX CORP COM 50239210 574 38102 SH SHARED 02 38102 D LTX CORP COM 50239210 10832 718816 SH SHARED 10 718816 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 4272 71834 SH SHARED 68134 3700 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 4687 78806 SH SHARED 01 78706 100 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 2188 36802 SH SHARED 02 36802 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 5829 98000 SH SHARED 04 98000 D LA JOLLA PHARMACEUTICAL CO COM 50345910 37 13700 SH SHARED 13700 D LA JOLLA PHARMACEUTICAL CO COM 50345910 1053 381805 SH SHARED 02 381805 D LA JOLLA PHARMACEUTICAL CO COM 50345910 2978 1079000 SH SHARED 04 1079000 D LA JOLLA PHARMACEUTICAL CO COM 50345910 102 37000 SH SHARED 06 37000 D LA JOLLA PHARMACEUTICAL CO COM 50345910 102 37000 SH SHARED 10 37000 D LA QUINTA CORP PAIRED CTF 50419U20 309 41000 SH SHARED 41000 D LA QUINTA CORP PAIRED CTF 50419U20 641 85128 SH SHARED 02 85128 D LA QUINTA CORP PAIRED CTF 50419U20 4360 578300 SH SHARED 10 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50540R40 1127 28717 SH SHARED 02 28717 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 39 1000 SH SHARED 06 1000 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 93713 2387610 SH SHARED 10 2387610 D LABOR READY INC NOTE 6.250% 6/1 505401AB 20 10000 PRN SHARED 10000 D LABOR READY INC COM NEW 50540120 12648 935509 SH SHARED 935509 D LABOR READY INC COM NEW 50540120 113 8366 SH SHARED 01 8366 D LABOR READY INC COM NEW 50540120 266 19707 SH SHARED 02 19707 D LABRANCHE & CO INC COM 50544710 2604 232340 SH SHARED 232340 D LABRANCHE & CO INC COM 50544710 16304 1454500 SH SHARED 01 1401100 7200 46200 D LABRANCHE & CO INC COM 50544710 2560 228402 SH SHARED 02 228402 D LABRANCHE & CO INC COM 50544710 9178 818786 SH SHARED 10 818786 D LACLEDE GROUP INC COM 50559710 10837 357685 SH SHARED 357685 D LACLEDE GROUP INC COM 50559710 114 3765 SH SHARED 01 1415 2350 D LACLEDE GROUP INC COM 50559710 66 2200 SH SHR/OTHR 01 2200 D LACLEDE GROUP INC COM 50559710 291 9611 SH SHARED 02 9611 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 0 805 SH SHARED 805 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 0 20 SH SHARED 02 20 D LADISH INC COM NEW 50575420 13 1501 SH SHARED 1501 D LADISH INC COM NEW 50575420 2 299 SH SHARED 01 299 D LAFARGE COPPEE S A SPON ADR NEW 50586140 1122 54992 SH SHARED 31692 23300 D LAFARGE COPPEE S A SPON ADR NEW 50586140 108 5304 SH SHARED 01 3808 1496 D LAFARGE COPPEE S A SPON ADR NEW 50586140 157 7700 SH SHARED 02 7700 D LAFARGE NORTH AMERICA INC COM 50586210 382 9400 SH SHARED 9400 D LAFARGE NORTH AMERICA INC COM 50586210 458 11267 SH SHARED 11267 D LAFARGE NORTH AMERICA INC COM 50586210 143 3527 SH SHARED 01 3527 D LAFARGE NORTH AMERICA INC COM 50586210 212 5226 SH SHARED 02 5226 D LAFARGE NORTH AMERICA INC COM 50586210 25 621 SH SHARED 06 621 D LAIDLAW INTL INC COM 50730R10 832 57224 SH SHARED 02 57224 D LAKELAND BANCORP INC COM 51163710 52 3200 SH SHARED 3200 D LAKELAND BANCORP INC COM 51163710 113 6909 SH SHARED 02 6909 D LAKELAND FINL CORP COM 51165610 43 1300 SH SHARED 1300 D LAKELAND FINL CORP COM 51165610 85 2544 SH SHARED 02 2544 D LAKES ENTMNT INC COM 51206P10 230 9025 SH SHARED 9025 D LAKES ENTMNT INC COM 51206P10 35 1394 SH SHARED 01 1394 D LAKES ENTMNT INC COM 51206P10 150 5914 SH SHARED 02 5914 D LAM RESEARCH CORP COM 51280710 4400 175186 SH SHARED 175186 D LAM RESEARCH CORP COM 51280710 3718 148017 SH SHARED 01 132598 15419 D LAM RESEARCH CORP COM 51280710 1456 57966 SH SHARED 02 57966 D LAM RESEARCH CORP COM 51280710 2512 100000 SH SHARED 04 100000 D LAM RESEARCH CORP COM 51280710 7458 296910 SH SHARED 10 296910 D LAM RESEARCH CORP COM 51280710 1527 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 189 175000 PRN SHARED 10 175000 D LAMAR ADVERTISING CO CL A 51281510 15405 381800 SH SHARED 381800 D LAMAR ADVERTISING CO CL A 51281510 254 6300 SH SHARED 01 2300 4000 D LAMAR ADVERTISING CO CL A 51281510 417 10340 SH SHARED 02 10340 D LAMAR ADVERTISING CO CL A 51281510 964 23900 SH SHARED 06 23900 D LAMAR ADVERTISING CO CL A 51281510 5038 124865 SH SHARED 10 124865 D LANCASTER COLONY CORP COM 51384710 589 14602 SH SHARED 14602 D LANCASTER COLONY CORP COM 51384710 448 11090 SH SHARED 01 11090 D LANCASTER COLONY CORP COM 51384710 716 17742 SH SHARED 02 17742 D LANCE INC COM 51460610 269 16458 SH SHARED 16458 D LANCE INC COM 51460610 1108 67743 SH SHARED 01 67743 D LANCE INC COM 51460610 336 20553 SH SHARED 02 20553 D LANCE INC COM 51460610 739 45200 SH SHARED 10 45200 D LANCER CORP COM 51461410 0 13500 SH SHARED 01 13500 D LANDAUER INC COM 51476K10 88 2100 SH SHARED 2100 D LANDAUER INC COM 51476K10 130 3100 SH SHARED 01 3100 D LANDAUER INC COM 51476K10 170 4058 SH SHARED 02 4058 D LANDEC CORP COM 51476610 116 13547 SH SHARED 02 13547 D LANDAMERICA FINL GROUP INC COM 51493610 3114 68822 SH SHARED 68822 D LANDAMERICA FINL GROUP INC COM 51493610 6088 134527 SH SHARED 01 134527 D LANDAMERICA FINL GROUP INC COM 51493610 1020 22558 SH SHARED 02 22558 D LANDAMERICA FINL GROUP INC COM 51493610 4965 109700 SH SHARED 10 109700 D LANDRYS RESTAURANTS INC COM 51508L10 146 4900 SH SHARED 4900 D LANDRYS RESTAURANTS INC COM 51508L10 2023 67836 SH SHARED 67836 D LANDRYS RESTAURANTS INC COM 51508L10 268 8997 SH SHARED 01 8997 D LANDRYS RESTAURANTS INC COM 51508L10 588 19741 SH SHARED 02 19741 D LANDRYS RESTAURANTS INC COM 51508L10 14 500 SH SHARED 10 500 D LANDSTAR SYS INC COM 51509810 1135 27734 SH SHARED 27734 D LANDSTAR SYS INC COM 51509810 1423 34768 SH SHARED 01 22100 12668 D LANDSTAR SYS INC COM 51509810 581 14192 SH SHARED 02 14192 D LANDSTAR SYS INC COM 51509810 73 1800 SH SHARED 10 1800 D LANNET INC COM 51601210 66 4000 SH SHARED 4000 D LANNET INC COM 51601210 49 2935 SH SHARED 02 2935 D LANTRONIX INC COM 51654810 27 20000 SH SHR/OTHR 01 20000 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 134 5700 SH SHARED 5700 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 47 2000 SH SHR/OTHR 01 2000 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 260 11036 SH SHARED 02 11036 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 1500 63600 SH SHARED 11 63600 D LASERSCOPE COM 51808110 146 7385 SH SHARED 7385 D LASERSCOPE COM 51808110 166 8409 SH SHARED 02 8409 D LATIN AMER EQUITY FD INC NEW COM 51827Q10 2880 182884 SH SHARED 182884 D LATIN AMERN DISCOVERY FD INC COM 51828C10 7687 563168 SH SHARED 563168 D LATTICE SEMICONDUCTOR CORP NOTE 7/0 518415AE 14543 14500000 PRN SHARED 14500000 D LATTICE SEMICONDUCTOR CORP COM 51841510 467 53584 SH SHARED 53584 D LATTICE SEMICONDUCTOR CORP COM 51841510 352 40399 SH SHARED 01 40399 D LATTICE SEMICONDUCTOR CORP COM 51841510 2127 243655 SH SHARED 02 243655 D LATTICE SEMICONDUCTOR CORP COM 51841510 11 1300 SH SHARED 10 1300 D LAUDER ESTEE COS INC CL A 51843910 4318 97387 SH SHARED 48362 49025 D LAUDER ESTEE COS INC CL A 51843910 10063 226958 SH SHARED 01 9369 230 217359 D LAUDER ESTEE COS INC CL A 51843910 797 17990 SH SHR/OTHR 01 1460 16530 D LAUDER ESTEE COS INC CL A 51843910 1383 31192 SH SHARED 02 31192 D LAUDER ESTEE COS INC CL A 51843910 514 11600 SH SHARED 05 6900 4700 D LAUDER ESTEE COS INC CL A 51843910 7010 158100 SH SHARED 06 113100 45000 D LAWSON PRODS INC COM 52077610 42 1300 SH SHARED 1300 D LAWSON PRODS INC COM 52077610 76 2358 SH SHARED 02 2358 D LAWSON SOFTWARE INC COM 52078010 795 95882 SH SHARED 95882 D LAWSON SOFTWARE INC COM 52078010 367 44241 SH SHARED 01 44241 D LAWSON SOFTWARE INC COM 52078010 297 35879 SH SHARED 02 35879 D LAWSON SOFTWARE INC COM 52078010 25 3100 SH SHARED 10 3100 D LEAPFROG ENTERPRISES INC CL A 52186N10 318 16443 SH SHARED 16443 D LEAPFROG ENTERPRISES INC CL A 52186N10 62 3248 SH SHARED 01 3248 D LEAPFROG ENTERPRISES INC CL A 52186N10 368 19049 SH SHARED 02 19049 D LEAR CORP NOTE 2/2 521865AG 6729 12650000 PRN SHARED 12650000 D LEAR CORP NOTE 2/2 521865AG 1010 1900000 PRN SHARED 02 1900000 D LEAR CORP COM 52186510 130 2100 SH SHARED 2100 D LEAR CORP COM 52186510 6278 101339 SH SHARED 101339 D LEAR CORP COM 52186510 3958 63893 SH SHARED 01 63893 D LEAR CORP COM 52186510 1272 20536 SH SHARED 02 20536 D LEARNING TREE INTL INC COM 52201510 40 2541 SH SHARED 2541 D LEARNING TREE INTL INC COM 52201510 0 59 SH SHARED 01 59 D LEARNING TREE INTL INC COM 52201510 75 4690 SH SHARED 02 4690 D LECG CORP COM 52323410 227 11725 SH SHARED 02 11725 D LECROY CORP COM 52324W10 80 3887 SH SHARED 3887 D LECROY CORP COM 52324W10 14 692 SH SHARED 01 692 D LECROY CORP COM 52324W10 123 5924 SH SHARED 02 5924 D LEE ENTERPRISES INC COM 52376810 336 7455 SH SHARED 7455 D LEE ENTERPRISES INC COM 52376810 665 14731 SH SHARED 01 14731 D LEE ENTERPRISES INC COM 52376810 494 10956 SH SHARED 02 10956 D LEGGETT & PLATT INC COM 52466010 10466 441418 SH SHARED 432518 8900 D LEGGETT & PLATT INC COM 52466010 14939 630100 SH SHARED 01 630100 D LEGGETT & PLATT INC COM 52466010 2066 87166 SH SHARED 02 87166 D LEGGETT & PLATT INC COM 52466010 12439 524642 SH SHARED 10 524642 D LEGGETT & PLATT INC COM 52466010 61 2600 SH SHARED 14 2600 D LEGG MASON INC COM 52490110 1995 21509 SH SHARED 21509 D LEGG MASON INC COM 52490110 17735 191152 SH SHARED 01 190352 800 D LEGG MASON INC COM 52490110 33 363 SH SHR/OTHR 01 363 D LEGG MASON INC COM 52490110 4222 45506 SH SHARED 02 45406 100 D LEGG MASON INC COM 52490110 83 900 SH SHARED 06 500 400 D LEGG MASON INC COM 52490110 42873 462100 SH SHARED 10 462100 D LEGG MASON INC COM 52490110 44 480 SH SHARED 14 480 D LEHMAN BROS HLDGS INC FRNT 4/0 524908EC 8753 8780000 PRN SHARED 8780000 D LEHMAN BROS HLDGS INC FRNT 4/0 524908EC 41719 41845000 PRN SHARED 02 41845000 D LEHMAN BROS HLDGS INC COM 52490810 1193 14400 SH SHARED 14400 D LEHMAN BROS HLDGS INC COM 52490810 79411 958269 SH SHARED 729790 228479 D LEHMAN BROS HLDGS INC COM 52490810 79140 954990 SH SHARED 01 499555 455435 D LEHMAN BROS HLDGS INC COM 52490810 742 8965 SH SHR/OTHR 01 200 8765 D LEHMAN BROS HLDGS INC COM 52490810 12626 152364 SH SHARED 02 152364 D LEHMAN BROS HLDGS INC COM 52490810 23336 281600 SH SHARED 03 223100 58500 D LEHMAN BROS HLDGS INC COM 52490810 1077 13000 SH SHARED 04 13000 D LEHMAN BROS HLDGS INC COM 52490810 81104 978693 SH SHARED 05 733333 245360 D LEHMAN BROS HLDGS INC COM 52490810 12925 155974 SH SHARED 06 40724 115250 D LEHMAN BROS HLDGS INC COM 52490810 3834 46275 SH SHARED 07 46275 D LEHMAN BROS HLDGS INC COM 52490810 2345 28300 SH SHARED 09 28300 D LEHMAN BROS HLDGS INC COM 52490810 144868 1748142 SH SHARED 10 1748142 D LEHMAN BROS HLDGS INC COM 52490810 164 1979 SH SHARED 14 1979 D LENNAR CORP NOTE 4/0 526057AF 13755 17500000 PRN SHARED 17500000 D LENNAR CORP NOTE 4/0 526057AF 67 86000 PRN SHARED 02 86000 D LENNAR CORP CL A 52605710 3976 73606 SH SHARED 73606 D LENNAR CORP CL A 52605710 9856 182418 SH SHARED 01 181418 1000 D LENNAR CORP CL A 52605710 16 300 SH SHR/OTHR 01 300 D LENNAR CORP CL A 52605710 2570 47577 SH SHARED 02 47577 D LENNAR CORP CL A 52605710 70 1300 SH SHARED 06 1000 300 D LENNAR CORP CL A 52605710 1459 27010 SH SHARED 14 27010 D LENNAR CORP CL B 52605730 13698 269070 SH SHARED 269070 D LENNAR CORP CL B 52605730 638 12540 SH SHARED 01 12540 D LENNOX INTL INC NOTE 6.250% 6/0 526107AB 1053 800000 PRN SHARED 02 800000 D LENNOX INTL INC COM 52610710 1166 62909 SH SHARED 62909 D LENNOX INTL INC COM 52610710 95 5139 SH SHARED 01 5139 D LENNOX INTL INC COM 52610710 685 36948 SH SHARED 02 36948 D LEUCADIA NATL CORP COM 52728810 14759 277020 SH SHARED 277020 D LEUCADIA NATL CORP COM 52728810 1715 32206 SH SHARED 01 19806 12400 D LEUCADIA NATL CORP COM 52728810 839 15762 SH SHARED 02 15762 D LEUCADIA NATL CORP COM 52728810 5493 103100 SH SHARED 10 103100 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 9/1 52729NAG 1220 2000000 PRN SHARED 2000000 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 9/1 52729NAG 1 3250 PRN SHARED 01 3250 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS 597 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 2.875% 7/1 52729NBA 5 6000 PRN SHARED 01 6000 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 7357 1839453 SH SHARED 1804453 35000 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 87 21917 SH SHARED 01 18217 3700 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 486 121648 SH SHARED 02 121648 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 0 200 SH SHARED 05 200 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 936 234000 SH SHARED 06 234000 D LEVITT CORP CL A 52742P10 2442 99700 SH SHARED 99700 D LEVITT CORP CL A 52742P10 142 5801 SH SHARED 02 5801 D LEVITT CORP CL A 52742P10 4063 165862 SH SHARED 10 165862 D LEXAR MEDIA INC COM 52886P10 2213 133650 SH SHARED 133650 D LEXAR MEDIA INC COM 52886P10 545 32926 SH SHARED 01 32926 D LEXAR MEDIA INC COM 52886P10 933 56362 SH SHARED 02 56362 D LEXAR MEDIA INC COM 52886P10 43 2600 SH SHARED 10 2600 D LEXICON GENETICS INC COM 52887210 103 16579 SH SHARED 16579 D LEXICON GENETICS INC COM 52887210 209 33414 SH SHARED 02 33414 D LEXINGTON CORP PPTYS TR COM 52904310 449 20631 SH SHARED 20631 D LEXINGTON CORP PPTYS TR COM 52904310 996 45737 SH SHARED 01 45737 D LEXINGTON CORP PPTYS TR COM 52904310 460 21122 SH SHARED 02 21122 D LEXINGTON CORP PPTYS TR COM 52904310 3146 144400 SH SHARED 10 144400 D LEXINGTON CORP PPTYS TR COM 52904310 13488 619000 SH SHARED 11 619000 D LEXMARK INTL NEW CL A 52977110 47880 520443 SH SHARED 518143 2300 D LEXMARK INTL NEW CL A 52977110 36284 394393 SH SHARED 01 379293 1600 13500 D LEXMARK INTL NEW CL A 52977110 252 2740 SH SHR/OTHR 01 2740 D LEXMARK INTL NEW CL A 52977110 6633 72101 SH SHARED 02 72001 100 D LEXMARK INTL NEW CL A 52977110 4508 49000 SH SHARED 04 49000 D LEXMARK INTL NEW CL A 52977110 2669 29011 SH SHARED 05 12950 16061 D LEXMARK INTL NEW CL A 52977110 1363 14826 SH SHARED 06 14326 500 D LEXMARK INTL NEW CL A 52977110 294 3200 SH SHARED 07 3200 D LEXMARK INTL NEW CL A 52977110 52110 566417 SH SHARED 10 566417 D LEXMARK INTL NEW CL A 52977110 101 1100 SH SHARED 14 1100 D LIBBEY INC COM 52989810 258 9964 SH SHARED 9964 D LIBBEY INC COM 52989810 41 1589 SH SHARED 01 1589 D LIBBEY INC COM 52989810 156 6027 SH SHARED 02 6027 D LIBERTY ALL-STAR GROWTH FD I COM 52990010 19 2800 SH SHARED 2800 D LIBERTE INVS INC DEL COM 53015410 47 5770 SH SHARED 5770 D LIBERTE INVS INC DEL COM 53015410 11 1430 SH SHARED 01 1430 D LIBERTY ALL STAR EQUITY FD SH BEN INT 53015810 1013 100525 SH SHARED 100525 D LIBERTY CORP S C COM 53037010 914 19764 SH SHARED 19764 D LIBERTY CORP S C COM 53037010 40 867 SH SHARED 01 867 D LIBERTY CORP S C COM 53037010 366 7910 SH SHARED 02 7910 D LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG 11340 15000000 PRN SHARED 15000000 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 9461 12515000 PRN SHARED 02 12515000 D LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL 41785 59950000 PRN SHARED 59950000 D LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL 3485 5000000 PRN SHARED 01 5000000 D LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN 47019 51500000 PRN SHARED 51500000 D LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN 3 3500 PRN SHARED 01 3500 D LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN 3113 3410000 PRN SHARED 02 3410000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 1056 931000 PRN SHARED 931000 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 33778 3084752 SH SHARED 2374684 710068 D LIBERTY MEDIA CORP NEW COM SER A 53071810 34202 3123543 SH SHARED 01 1932723 1190820 D LIBERTY MEDIA CORP NEW COM SER A 53071810 2400 219212 SH SHR/OTHR 01 6240 212972 D LIBERTY MEDIA CORP NEW COM SER A 53071810 11341 1035767 SH SHARED 02 1035767 D LIBERTY MEDIA CORP NEW COM SER A 53071810 9296 849000 SH SHARED 04 849000 D LIBERTY MEDIA CORP NEW COM SER A 53071810 21 1966 SH SHARED 05 1966 D LIBERTY MEDIA CORP NEW COM SER A 53071810 2442 223019 SH SHARED 06 217619 5400 D LIBERTY MEDIA CORP NEW COM SER A 53071810 13142 1200229 SH SHARED 10 1200229 D LIBERTY MEDIA CORP NEW COM SER A 53071810 2986 272730 SH SHARED 14 272730 D LIBERTY MEDIA CORP NEW COM SER B 53071820 466 39600 SH SHARED 19800 19800 D LIBERTY MEDIA CORP NEW COM SER B 53071820 647 55000 SH SHARED 01 55000 D LIBERTY PPTY TR SH BEN INT 53117210 423 9419 SH SHARED 9419 D LIBERTY PPTY TR SH BEN INT 53117210 3087 68600 SH SHARED 01 53300 15300 D LIBERTY PPTY TR SH BEN INT 53117210 1874 41651 SH SHARED 02 41651 D LIBERTY PPTY TR SH BEN INT 53117210 37926 842800 SH SHARED 10 842800 D LIBERTY PPTY TR SH BEN INT 53117210 224964 4999200 SH SHARED 11 4999200 D LIEBERT CORP SDCV 8.000%11/1 531735AA 799 180000 PRN SHARED 01 180000 D LIFECELL CORP COM 53192710 115 14100 SH SHARED 14100 D LIFECELL CORP COM 53192710 113 13872 SH SHARED 02 13872 D LIFECORE BIOMEDICAL INC COM 53218710 39 5379 SH SHARED 5379 D LIFECORE BIOMEDICAL INC COM 53218710 9 1333 SH SHARED 01 1333 D LIFEPOINT HOSPITALS INC COM 53219L10 394 12200 SH SHARED 12200 D LIFEPOINT HOSPITALS INC COM 53219L10 347 10733 SH SHARED 01 10636 97 D LIFEPOINT HOSPITALS INC COM 53219L10 4 126 SH SHR/OTHR 01 126 D LIFEPOINT HOSPITALS INC COM 53219L10 902 27919 SH SHARED 02 27919 D LIFEPOINT HOSPITALS INC COM 53219L10 0 11 SH SHARED 05 11 D LIFELINE SYS INC COM 53219210 54 2892 SH SHARED 2892 D LIFELINE SYS INC COM 53219210 255 13446 SH SHARED 01 13446 D LIFELINE SYS INC COM 53219210 121 6371 SH SHARED 02 6371 D LIFELINE SYS INC COM 53219210 178 9400 SH SHARED 10 9400 D LIGAND PHARMACEUTICALS INC NOTE 6.000%11/1 53220KAB 6666 2000000 PRN SHARED 2000000 D LIGAND PHARMACEUTICALS INC CL B 53220K20 785 39100 SH SHR/OTHR 39100 D LIGAND PHARMACEUTICALS INC CL B 53220K20 1422 70770 SH SHARED 43800 26970 D LIGAND PHARMACEUTICALS INC CL B 53220K20 940 46800 SH SHARED 01 46800 D LIGAND PHARMACEUTICALS INC CL B 53220K20 944 47011 SH SHARED 02 47011 D LIGAND PHARMACEUTICALS INC CL B 53220K20 45815 2279374 SH SHARED 04 2279374 D LIGAND PHARMACEUTICALS INC CL B 53220K20 482 24000 SH SHARED 06 24000 D LIGAND PHARMACEUTICALS INC CL B 53220K20 544 27100 SH SHARED 10 27100 D LIGAND PHARMACEUTICALS INC CL B 53220K20 619 30800 SH SHARED 14 30800 D LIGHTBRIDGE INC COM 53222610 305 51848 SH SHARED 51848 D LIGHTBRIDGE INC COM 53222610 369 62571 SH SHARED 01 62571 D LIGHTBRIDGE INC COM 53222610 78 13378 SH SHARED 02 13378 D LIGHTBRIDGE INC COM 53222610 100 17000 SH SHARED 10 17000 D LILLY ELI & CO COM 53245710 284251 4248906 SH SHARED 4196828 52078 D LILLY ELI & CO COM 53245710 109133 1631286 SH SHARED 01 483149 19900 1128237 D LILLY ELI & CO COM 53245710 12723 190182 SH SHR/OTHR 01 11090 179092 D LILLY ELI & CO COM 53245710 35211 526336 SH SHARED 02 526336 D LILLY ELI & CO COM 53245710 1565 23400 SH SHARED 03 6400 17000 D LILLY ELI & CO COM 53245710 9366 140000 SH SHARED 04 140000 D LILLY ELI & CO COM 53245710 36930 552026 SH SHARED 05 423438 128588 D LILLY ELI & CO COM 53245710 5232 78208 SH SHARED 06 76808 1400 D LILLY ELI & CO COM 53245710 3703 55358 SH SHARED 07 55358 D LILLY ELI & CO COM 53245710 2241 33500 SH SHARED 09 33500 D LILLY ELI & CO COM 53245710 212079 3170090 SH SHARED 10 3170090 D LILLY ELI & CO COM 53245710 8399 125546 SH SHARED 14 125546 D LIMITED BRANDS INC COM 53271610 8472 423628 SH SHARED 233428 190200 D LIMITED BRANDS INC COM 53271610 80287 4014360 SH SHARED 01 2357455 3800 1653105 D LIMITED BRANDS INC COM 53271610 602 30104 SH SHR/OTHR 01 4000 26104 D LIMITED BRANDS INC COM 53271610 10599 529954 SH SHARED 02 529954 D LIMITED BRANDS INC COM 53271610 4682 234100 SH SHARED 04 234100 D LIMITED BRANDS INC COM 53271610 40 2029 SH SHARED 05 600 1429 D LIMITED BRANDS INC COM 53271610 78 3900 SH SHARED 06 3900 D LIMITED BRANDS INC COM 53271610 73982 3699129 SH SHARED 10 3699129 D LIMITED BRANDS INC COM 53271610 72 3600 SH SHARED 14 3600 D LIN TV CORP CL A 53277410 4321 181499 SH SHARED 181499 D LIN TV CORP CL A 53277410 254 10701 SH SHARED 01 10701 D LIN TV CORP CL A 53277410 328 13784 SH SHARED 02 13784 D LINCARE HLDGS INC DBCV 3.000% 6/1 532791AB 7590 7500000 PRN SHARED 02 7500000 D LINCARE HLDGS INC COM 53279110 4846 154360 SH SHARED 150560 3800 D LINCARE HLDGS INC COM 53279110 2286 72825 SH SHARED 01 72125 700 D LINCARE HLDGS INC COM 53279110 26 842 SH SHR/OTHR 01 842 D LINCARE HLDGS INC COM 53279110 1029 32795 SH SHARED 02 32695 100 D LINCARE HLDGS INC COM 53279110 244 7800 SH SHARED 10 7800 D LINCARE HLDGS INC COM 53279110 43 1395 SH SHARED 14 1395 D LINCOLN ELEC HLDGS INC COM 53390010 263 9352 SH SHARED 9352 D LINCOLN ELEC HLDGS INC COM 53390010 1 69 SH SHARED 01 69 D LINCOLN ELEC HLDGS INC COM 53390010 504 17917 SH SHARED 02 17917 D LINCOLN NATL CORP IND COM 53418710 397 8400 SH SHARED 8400 D LINCOLN NATL CORP IND COM 53418710 54008 1141340 SH SHARED 970640 170700 D LINCOLN NATL CORP IND COM 53418710 47549 1004847 SH SHARED 01 559834 1000 444013 D LINCOLN NATL CORP IND COM 53418710 3540 74824 SH SHR/OTHR 01 74824 D LINCOLN NATL CORP IND COM 53418710 8250 174352 SH SHARED 02 174352 D LINCOLN NATL CORP IND COM 53418710 804 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 147 3113 SH SHARED 06 3113 D LINCOLN NATL CORP IND COM 53418710 5414 114421 SH SHARED 10 114421 D LINCOLN NATL CORP IND COM 53418710 2215 46822 SH SHARED 14 46822 D LINDSAY MFG CO COM 53555510 68 2836 SH SHARED 2836 D LINDSAY MFG CO COM 53555510 16 675 SH SHARED 01 675 D LINDSAY MFG CO COM 53555510 138 5747 SH SHARED 02 5747 D LINEAR TECHNOLOGY CORP COM 53567810 71741 1934242 SH SHARED 1923382 10860 D LINEAR TECHNOLOGY CORP COM 53567810 78897 2127202 SH SHARED 01 1135043 3900 988259 D LINEAR TECHNOLOGY CORP COM 53567810 5059 136412 SH SHR/OTHR 01 16930 119482 D LINEAR TECHNOLOGY CORP COM 53567810 11858 319725 SH SHARED 02 319725 D LINEAR TECHNOLOGY CORP COM 53567810 2926 78900 SH SHARED 04 78900 D LINEAR TECHNOLOGY CORP COM 53567810 64 1733 SH SHARED 05 300 1433 D LINEAR TECHNOLOGY CORP COM 53567810 974 26270 SH SHARED 06 25870 400 D LINEAR TECHNOLOGY CORP COM 53567810 119239 3214870 SH SHARED 10 3214870 D LINEAR TECHNOLOGY CORP COM 53567810 84 2291 SH SHARED 14 2291 D LINENS N THINGS INC COM 53567910 1773 50073 SH SHARED 50073 D LINENS N THINGS INC COM 53567910 36 1033 SH SHARED 01 1033 D LINENS N THINGS INC COM 53567910 3358 94859 SH SHARED 02 94859 D LINENS N THINGS INC COM 53567910 6090 172000 SH SHARED 10 172000 D LIONS GATE ENTMNT CORP COM NEW 53591920 1875 300000 SH SHARED 300000 D LIONBRIDGE TECHNOLOGIES INC COM 53625210 229 23538 SH SHARED 23538 D LIONBRIDGE TECHNOLOGIES INC COM 53625210 227 23369 SH SHARED 02 23369 D LIQUIDMETAL TECHNOLOGIES INC COM 53634X10 15 4900 SH SHARED 4900 D LIQUIDMETAL TECHNOLOGIES INC COM 53634X10 72 22600 SH SHARED 01 22600 D LIQUIDMETAL TECHNOLOGIES INC COM 53634X10 26 8389 SH SHARED 02 8389 D LITHIA MTRS INC CL A 53679710 689 24925 SH SHARED 24925 D LITHIA MTRS INC CL A 53679710 236 8550 SH SHARED 01 8550 D LITHIA MTRS INC CL A 53679710 174 6302 SH SHARED 02 6302 D LITHIA MTRS INC CL A 53679710 356 12900 SH SHARED 10 12900 D LITTELFUSE INC COM 53700810 555 14941 SH SHARED 14941 D LITTELFUSE INC COM 53700810 1915 51488 SH SHARED 01 51488 D LITTELFUSE INC COM 53700810 391 10514 SH SHARED 02 10514 D LITTELFUSE INC COM 53700810 70 1900 SH SHARED 10 1900 D LIVEPERSON INC COM 53814610 8 1510 SH SHARED 1510 D LIVEPERSON INC COM 53814610 512 96747 SH SHARED 01 96747 D LIZ CLAIBORNE INC COM 53932010 11692 318692 SH SHARED 318692 D LIZ CLAIBORNE INC COM 53932010 2234 60910 SH SHARED 01 58210 2700 D LIZ CLAIBORNE INC COM 53932010 1809 49312 SH SHARED 02 49312 D LIZ CLAIBORNE INC COM 53932010 33 900 SH SHARED 06 900 D LIZ CLAIBORNE INC COM 53932010 2315 63104 SH SHARED 10 63104 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 6267 201595 SH SHARED 156195 45400 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 422 13595 SH SHARED 01 2000 11595 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 2154 69300 SH SHARED 10 69300 D LOCAL FINL CORP COM 53955310 248 11391 SH SHARED 11391 D LOCAL FINL CORP COM 53955310 2965 136031 SH SHARED 01 136031 D LOCAL FINL CORP COM 53955310 184 8475 SH SHARED 02 8475 D 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CORP COM 55590410 930 49262 SH SHARED 45362 3900 D MACROVISION CORP COM 55590410 648 34325 SH SHARED 01 34325 D MACROVISION CORP COM 55590410 585 31011 SH SHARED 02 31011 D MACROVISION CORP COM 55590410 52 2800 SH SHARED 10 2800 D MACROMEDIA INC COM 55610010 1676 83514 SH SHARED 83514 D MACROMEDIA INC COM 55610010 1864 92923 SH SHARED 01 82598 9800 525 D MACROMEDIA INC COM 55610010 28 1438 SH SHR/OTHR 01 1438 D MACROMEDIA INC COM 55610010 616 30713 SH SHARED 02 30713 D MACROMEDIA INC COM 55610010 3010 150000 SH SHARED 04 150000 D MACROMEDIA INC COM 55610010 9665 481600 SH SHARED 10 481600 D MACRONIX INTL LTD SPONSORED ADR 55610310 2011 561913 SH SHARED 304913 257000 D MACRONIX INTL LTD SPONSORED ADR 55610310 0 1 SH SHARED 05 1 D MADDEN STEVEN LTD COM 55626910 243 12221 SH SHARED 12221 D MADDEN STEVEN LTD COM 55626910 139 6972 SH SHARED 01 6972 D MADDEN STEVEN LTD COM 55626910 197 9872 SH SHARED 02 9872 D MADDEN STEVEN LTD COM 55626910 206 10370 SH SHARED 10 10370 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 20756 738677 SH SHARED 738677 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 546 19465 SH SHARED 02 19465 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 444 8089 SH SHARED 8089 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 88 1611 SH SHARED 01 1611 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 10 200 SH SHARED 02 200 D MAGMA DESIGN AUTOMATION COM 55918110 245 11761 SH SHARED 11761 D MAGMA DESIGN AUTOMATION COM 55918110 29 1389 SH SHARED 01 1389 D MAGMA DESIGN AUTOMATION COM 55918110 726 34808 SH SHARED 02 34808 D MAGNA ENTMT CORP CL A 55921110 2976 496100 SH SHARED 278100 218000 D MAGNA ENTMT CORP CL A 55921110 120 20140 SH SHARED 02 20140 D MAGNA INTL INC CL A 55922240 12231 154437 SH SHARED 154437 D MAGNA INTL INC CL A 55922240 95 1202 SH SHARED 01 1202 D MAGNA INTL INC CL A 55922240 3526 44522 SH SHARED 02 44522 D MAGNA INTL INC CL A 55922240 8 101 SH SHARED 05 101 D MAGNA INTL INC CL A 55922240 19 250 SH SHARED 06 250 D MAGNA INTL INC CL A 55922240 293 3700 SH SHARED 10 3700 D MAGNA INTL INC CL A 55922240 55 700 SH SHARED 14 700 D MAGNETEK INC COM 55942410 22 3025 SH SHARED 3025 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 760 74989 SH SHARED 74989 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 4241 418334 SH SHARED 01 418334 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 335 33083 SH SHARED 02 33083 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 3513 346500 SH SHARED 10 346500 D MAGUIRE PPTYS INC COM 55977510 939 36700 SH SHARED 36700 D MAGUIRE PPTYS INC COM 55977510 601 23505 SH SHARED 02 23505 D MAGUIRE PPTYS INC COM 55977510 1134 44300 SH SHARED 11 44300 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 3463 151430 SH SHARED 151430 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 1026 44900 SH SHARED 01 44900 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 13973 611000 SH SHARED 04 611000 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 361 15800 SH SHARED 05 14000 1800 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 7730 338000 SH SHARED 06 338000 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 2856 124900 SH SHARED 10 124900 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 106 13832 SH SHARED 13832 D MAIL-WELL INC COM 56032120 86 19399 SH SHARED 19399 D MAIL-WELL INC COM 56032120 12 2901 SH SHARED 01 2901 D MAIL-WELL INC COM 56032120 114 25534 SH SHARED 02 25534 D MAIN STR BKS INC NEW COM 56034R10 164 6000 SH SHARED 6000 D MAIN STR BKS INC NEW COM 56034R10 267 9767 SH SHARED 02 9767 D MAINE & MARITIMES CORP COM 56037710 37 1096 SH SHARED 01 1096 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 68 1900 SH SHARED 1900 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 107 2995 SH SHARED 02 2995 D MAIR HOLDINGS INC COM 56063510 61 6612 SH SHARED 6612 D MAIR HOLDINGS INC COM 56063510 70 7558 SH SHARED 02 7558 D MALAYSIA FD INC COM 56090510 3004 434830 SH SHARED 198450 236380 D MALAN RLTY INVS INC COM 56106310 969 192800 SH SHARED 192800 D MAMMA COM INC COM 56150Q10 326 23840 SH SHARED 23840 D MANAGED HIGH INCOME PORTFOLI COM 56166C10 83 12132 SH SHARED 12132 D MANAGED HIGH INCOME PORTFOLI COM 56166C10 12 1768 SH SHARED 01 1768 D MANAGED MUNS PORTFOLIO INC COM 56166210 59 5128 SH SHARED 01 5128 D MANAGED HIGH YIELD PLUS FD I COM 56191110 5 1000 SH SHARED 01 1000 D MANDALAY RESORT GROUP DBCV 3/2 562567AK 18049 13400000 PRN SHARED 13400000 D MANDALAY RESORT GROUP COM 56256710 28908 504859 SH SHARED 283359 221500 D MANDALAY RESORT GROUP COM 56256710 1359 23741 SH SHARED 01 23741 D MANDALAY RESORT GROUP COM 56256710 1354 23651 SH SHARED 02 23651 D MANDALAY RESORT GROUP COM 56256710 572 10000 SH SHARED 04 10000 D MANDALAY RESORT GROUP COM 56256710 303 5300 SH SHARED 10 5300 D MANHATTAN ASSOCS INC COM 56275010 746 26820 SH SHARED 26820 D MANHATTAN ASSOCS INC COM 56275010 319 11475 SH SHARED 01 11475 D MANHATTAN ASSOCS INC COM 56275010 915 32908 SH SHARED 02 32908 D MANHATTAN ASSOCS INC COM 56275010 11 400 SH SHARED 10 400 D MANITOWOC INC COM 56357110 917 31011 SH SHARED 31011 D MANITOWOC INC COM 56357110 2529 85530 SH SHARED 01 55530 30000 D MANITOWOC INC COM 56357110 402 13598 SH SHARED 02 13598 D MANITOWOC INC COM 56357110 928 31400 SH SHARED 10 31400 D MANNATECH INC COM 56377110 163 15412 SH SHARED 15412 D MANNATECH INC COM 56377110 27 2615 SH SHARED 01 2615 D MANNATECH INC COM 56377110 158 14999 SH SHARED 02 14999 D MANNING GREG AUCTIONS INC COM 56382310 215 15160 SH SHARED 02 15160 D MANOR CARE INC NEW COM 56405510 225 6400 SH SHARED 6400 D MANOR CARE INC NEW COM 56405510 8202 232442 SH SHARED 232442 D MANOR CARE INC NEW COM 56405510 2445 69305 SH SHARED 01 62905 6400 D MANOR CARE INC NEW COM 56405510 1440 40815 SH SHARED 02 40815 D MANOR CARE INC NEW COM 56405510 4758 134835 SH SHARED 10 134835 D MANPOWER INC COM 56418H10 6055 130217 SH SHARED 130217 D MANPOWER INC COM 56418H10 3220 69267 SH SHARED 01 67267 2000 D MANPOWER INC COM 56418H10 1291 27778 SH SHARED 02 27778 D MANPOWER INC COM 56418H10 30 650 SH SHARED 06 650 D MANPOWER INC COM 56418H10 2025 43550 SH SHARED 10 43550 D MANTECH INTL CORP CL A 56456310 955 46644 SH SHARED 46644 D MANTECH INTL CORP CL A 56456310 3095 151056 SH SHARED 01 133256 17800 D MANTECH INTL CORP CL A 56456310 198 9668 SH SHARED 02 9668 D MANTECH INTL CORP CL A 56456310 315 15400 SH SHARED 05 15400 D MANUFACTURED HOME CMNTYS INC COM 56468210 385 10917 SH SHARED 10917 D MANUFACTURED HOME CMNTYS INC COM 56468210 307 8715 SH SHARED 01 8715 D MANUFACTURED HOME CMNTYS INC COM 56468210 481 13653 SH SHARED 02 13653 D MANUFACTURED HOME CMNTYS INC COM 56468210 183 5200 SH SHARED 10 5200 D MAPICS INC COM 56491010 412 51271 SH SHARED 51271 D MAPICS INC COM 56491010 91 11325 SH SHARED 01 11325 D MAPICS INC COM 56491010 90 11248 SH SHARED 02 11248 D MANULIFE FINL CORP COM 56501R10 88170 2373360 SH SHARED 1802166 571194 D MANULIFE FINL CORP COM 56501R10 553 14886 SH SHARED 01 8915 5971 D MANULIFE FINL CORP COM 56501R10 11034 297035 SH SHARED 02 297035 D MANULIFE FINL CORP COM 56501R10 772 20800 SH SHARED 05 20800 D MANULIFE FINL CORP COM 56501R10 63 1700 SH SHARED 06 900 800 D MANULIFE FINL CORP COM 56501R10 263 7100 SH SHARED 10 7100 D MANULIFE FINL CORP COM 56501R10 143 3861 SH SHARED 14 3861 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 5799 5900000 PRN SHARED 5900000 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 8192 8334000 PRN SHARED 02 8234000 100000 D MANUGISTICS GROUP INC COM 56501110 738 107978 SH SHARED 107978 D MANUGISTICS GROUP INC COM 56501110 143 21000 SH SHARED 01 21000 D MANUGISTICS GROUP INC COM 56501110 384 56173 SH SHARED 02 56173 D MAPINFO CORP COM 56510510 226 17709 SH SHARED 17709 D MAPINFO CORP COM 56510510 54 4291 SH SHARED 01 4291 D MAPINFO CORP COM 56510510 107 8424 SH SHARED 02 8424 D MARATHON OIL CORP COM 56584910 64904 1927660 SH SHARED 1927410 250 D MARATHON OIL CORP COM 56584910 1578 46867 SH SHARED 01 45467 1400 D MARATHON OIL CORP COM 56584910 74 2201 SH SHR/OTHR 01 2201 D MARATHON OIL CORP COM 56584910 12258 364065 SH SHARED 02 364065 D MARATHON OIL CORP COM 56584910 59 1757 SH SHARED 05 400 1357 D MARATHON OIL CORP COM 56584910 680 20208 SH SHARED 06 20208 D MARATHON OIL CORP COM 56584910 4035 119859 SH SHARED 10 119859 D MARATHON OIL CORP COM 56584910 80 2400 SH SHARED 14 2400 D MARCUS CORP COM 56633010 84 4886 SH SHARED 4886 D MARCUS CORP COM 56633010 175 10130 SH SHARED 01 3212 6918 D MARCUS CORP COM 56633010 309 17821 SH SHARED 02 17821 D MARIMBA INC COM 56781Q10 85 14576 SH SHARED 14576 D MARIMBA INC COM 56781Q10 21 3614 SH SHARED 01 3614 D MARINEMAX INC COM 56790810 145 5491 SH SHARED 5491 D MARINEMAX INC COM 56790810 19 737 SH SHARED 01 737 D MARINEMAX INC COM 56790810 190 7173 SH SHARED 02 7173 D MARINE PRODS CORP COM 56842710 29 2100 SH SHARED 2100 D MARINE PRODS CORP COM 56842710 20 1440 SH SHARED 01 1440 D MARINE PRODS CORP COM 56842710 66 4739 SH SHARED 02 4739 D MARITRANS INC COM 57036310 28 1800 SH SHARED 1800 D MARITRANS INC COM 57036310 54 3488 SH SHARED 02 3488 D MARKEL CORP NOTE 6/0 570535AC 3 10000 PRN SHARED 01 10000 D MARKEL CORP COM 57053510 123 429 SH SHARED 429 D MARKEL CORP COM 57053510 547 1900 SH SHARED 01 1900 D MARKEL CORP COM 57053510 503 1748 SH SHARED 02 1748 D MARKEL CORP COM 57053510 374 1300 SH SHARED 10 1300 D MARKETWATCH COM INC COM 57061910 55 3961 SH SHARED 3961 D MARKETWATCH COM INC COM 57061910 161 11592 SH SHARED 02 11592 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 3 100 SH SHARED 02 100 D MARLIN BUSINESS SVCS CORP COM 57115710 4394 263800 SH SHARED 01 230800 33000 D MARLIN BUSINESS SVCS CORP COM 57115710 3261 195796 SH SHARED 02 195796 D MARLIN BUSINESS SVCS CORP COM 57115710 474 28500 SH SHARED 05 28500 D MARSH & MCLENNAN COS INC COM 57174810 102028 2203634 SH SHARED 2134130 69504 D MARSH & MCLENNAN COS INC COM 57174810 8829 190706 SH SHARED 01 137631 53075 D MARSH & MCLENNAN COS INC COM 57174810 2549 55055 SH SHR/OTHR 01 10200 44855 D MARSH & MCLENNAN COS INC COM 57174810 11661 251858 SH SHARED 02 251858 D MARSH & MCLENNAN COS INC COM 57174810 2389 51600 SH SHARED 03 18600 33000 D MARSH & MCLENNAN COS INC COM 57174810 1696 36641 SH SHARED 05 10940 25701 D MARSH & MCLENNAN COS INC COM 57174810 780 16855 SH SHARED 06 15755 1100 D MARSH & MCLENNAN COS INC COM 57174810 42 914 SH SHARED 07 914 D MARSH & MCLENNAN COS INC COM 57174810 13102 282989 SH SHARED 10 282989 D MARSH & MCLENNAN COS INC COM 57174810 995 21500 SH SHARED 14 21500 D MARSHALL & ILSLEY CORP COM 57183410 32421 857490 SH SHARED 857490 D MARSHALL & ILSLEY CORP COM 57183410 2436 64428 SH SHARED 01 49668 14760 D MARSHALL & ILSLEY CORP COM 57183410 4289 113440 SH SHARED 02 113440 D MARSHALL & ILSLEY CORP COM 57183410 48 1282 SH SHARED 05 1282 D MARSHALL & ILSLEY CORP COM 57183410 3482 92095 SH SHARED 10 92095 D MARSHALL & ILSLEY CORP COM 57183410 75 2000 SH SHARED 14 2000 D MARRIOTT INTL INC NEW CL A 57190320 28114 660731 SH SHARED 655331 5400 D MARRIOTT INTL INC NEW CL A 57190320 69172 1625665 SH SHARED 01 112002 1513663 D MARRIOTT INTL INC NEW CL A 57190320 6183 145330 SH SHR/OTHR 01 145330 D MARRIOTT INTL INC NEW CL A 57190320 5226 122829 SH SHARED 02 122829 D MARRIOTT INTL INC NEW CL A 57190320 1148 27000 SH SHARED 03 27000 D MARRIOTT INTL INC NEW CL A 57190320 54 1292 SH SHARED 05 100 1192 D MARRIOTT INTL INC NEW CL A 57190320 1162 27330 SH SHARED 06 27330 D MARRIOTT INTL INC NEW CL A 57190320 5788 136035 SH SHARED 10 136035 D MARRIOTT INTL INC NEW CL A 57190320 510 12000 SH SHARED 14 12000 D MARSHALL EDWARDS INC COM 57232230 376 31385 SH SHARED 02 31385 D MARTEK BIOSCIENCES CORP COM 57290110 2313 40613 SH SHARED 39988 625 D MARTEK BIOSCIENCES CORP COM 57290110 30368 533163 SH SHARED 01 501498 7000 24665 D MARTEK BIOSCIENCES CORP COM 57290110 138 2440 SH SHR/OTHR 01 500 1940 D MARTEK BIOSCIENCES CORP COM 57290110 1675 29418 SH SHARED 02 29418 D MARTEK BIOSCIENCES CORP COM 57290110 34123 599080 SH SHARED 10 599080 D MARTEN TRANS LTD COM 57307510 0 27 SH SHARED 27 D MARTEN TRANS LTD COM 57307510 2661 140100 SH SHARED 01 124200 15900 D MARTEN TRANS LTD COM 57307510 151 7952 SH SHARED 02 7952 D MARTEN TRANS LTD COM 57307510 253 13350 SH SHARED 05 13350 D MARTHA STEWART LIVING OMNIME CL A 57308310 483 43967 SH SHARED 43967 D MARTHA STEWART LIVING OMNIME CL A 57308310 103 9401 SH SHARED 02 9401 D MARTIN MARIETTA MATLS INC COM 57328410 245 5320 SH SHARED 5320 D MARTIN MARIETTA MATLS INC COM 57328410 1973 42746 SH SHARED 01 42746 D MARTIN MARIETTA MATLS INC COM 57328410 29 639 SH SHR/OTHR 01 639 D MARTIN MARIETTA MATLS INC COM 57328410 602 13046 SH SHARED 02 13046 D MARTIN MARIETTA MATLS INC COM 57328410 1851 40100 SH SHARED 10 40100 D MARVEL ENTERPRISES INC COM 57383M10 3300 171977 SH SHARED 171977 D MARVEL ENTERPRISES INC COM 57383M10 88 4619 SH SHARED 01 4619 D MARVEL ENTERPRISES INC COM 57383M10 469 24471 SH SHARED 02 24471 D MARVEL ENTERPRISES INC COM 57383M10 2276 118643 SH SHARED 10 118643 D MASCO CORP NOTE 7/2 574599AW 119462259700000 PRN SHARED 259700000 D MASCO CORP NOTE 7/2 574599AW 6125 13317000 PRN SHARED 02 13317000 D MASCO CORP COM 57459910 62510 2053570 SH SHARED 2000870 52700 D MASCO CORP COM 57459910 61133 2008329 SH SHARED 01 173425 1834904 D MASCO CORP COM 57459910 133 4380 SH SHR/OTHR 01 660 3720 D MASCO CORP COM 57459910 7773 255358 SH SHARED 02 255358 D MASCO CORP COM 57459910 14611 480000 SH SHARED 04 480000 D MASCO CORP COM 57459910 67 2228 SH SHARED 05 500 1728 D MASCO CORP COM 57459910 7240 237850 SH SHARED 06 237850 D MASCO CORP COM 57459910 5124 168344 SH SHARED 10 168344 D MASCO CORP COM 57459910 112 3700 SH SHARED 14 3700 D MASONITE INTL CORP COM 57538410 452 16171 SH SHARED 16171 D MASONITE INTL CORP COM 57538410 90 3229 SH SHARED 01 3229 D MASONITE INTL CORP COM 57538410 813 29063 SH SHARED 02 29063 D MASSBANK CORP READ MASS COM 57615210 39 1000 SH SHARED 1000 D MASSBANK CORP READ MASS COM 57615210 74 1884 SH SHARED 02 1884 D MASSEY ENERGY CORP COM 57620610 2188 99175 SH SHARED 99175 D MASSEY ENERGY CORP COM 57620610 375 17000 SH SHARED 01 8900 8100 D MASSEY ENERGY CORP COM 57620610 698 31655 SH SHARED 02 31655 D MASSEY ENERGY CORP COM 57620610 22 1000 SH SHARED 10 1000 D MASTEC INC COM 57632310 58 6200 SH SHARED 6200 D MASTEC INC COM 57632310 23 2500 SH SHARED 01 2500 D MASTEC INC COM 57632310 124 13116 SH SHARED 02 13116 D MATERIAL SCIENCES CORP COM 57667410 23 2100 SH SHARED 2100 D MATERIAL SCIENCES CORP COM 57667410 79 7262 SH SHARED 02 7262 D MATRIA HEALTHCARE INC COM NEW 57681720 275 10870 SH SHARED 10870 D MATRIA HEALTHCARE INC COM NEW 57681720 53 2124 SH SHARED 01 2124 D MATRIA HEALTHCARE INC COM NEW 57681720 112 4422 SH SHARED 02 4422 D MATRIXONE INC COM 57685P30 1228 169185 SH SHARED 169185 D MATRIXONE INC COM 57685P30 1310 180569 SH SHARED 01 180569 D MATRIXONE INC COM 57685P30 153 21108 SH SHARED 02 21108 D MATRIXONE INC COM 57685P30 48 6700 SH SHARED 10 6700 D MATRIX SVC CO COM 57685310 128 9481 SH SHARED 9481 D MATRIX SVC CO COM 57685310 17 1259 SH SHARED 01 1259 D MATRIX SVC CO COM 57685310 117 8672 SH SHARED 02 8672 D MATRIX SVC CO COM 57685310 5213 385300 SH SHARED 10 385300 D MATSUSHITA ELEC INDL ADR 57687920 486 31563 SH SHARED 31563 D MATSUSHITA ELEC INDL ADR 57687920 101 6570 SH SHARED 01 5630 940 D MATSUSHITA ELEC INDL ADR 57687920 695 45100 SH SHARED 02 45100 D MATTEL INC COM 57708110 42586 2309478 SH SHARED 2187278 122200 D MATTEL INC COM 57708110 2073 112444 SH SHARED 01 112215 229 D MATTEL INC COM 57708110 4786 259557 SH SHARED 02 259557 D MATTEL INC COM 57708110 32 1779 SH SHARED 05 300 1479 D MATTEL INC COM 57708110 2676 145140 SH SHARED 06 144540 600 D MATTEL INC COM 57708110 2908 157740 SH SHARED 10 157740 D MATTEL INC COM 57708110 287 15600 SH SHARED 14 15600 D MATTHEWS INTL CORP CL A 57712810 1995 60093 SH SHARED 60093 D MATTHEWS INTL CORP CL A 57712810 59 1800 SH SHARED 01 1800 D MATTHEWS INTL CORP CL A 57712810 634 19125 SH SHARED 02 19125 D MATTSON TECHNOLOGY INC COM 57722310 169 14178 SH SHARED 14178 D MATTSON TECHNOLOGY INC COM 57722310 2185 182722 SH SHARED 01 182722 D MATTSON TECHNOLOGY INC COM 57722310 353 29565 SH SHARED 02 29565 D MATTSON TECHNOLOGY INC COM 57722310 448 37500 SH SHARED 10 37500 D MAUI LD & PINEAPPLE INC COM 57734510 31 900 SH SHARED 900 D MAUI LD & PINEAPPLE INC COM 57734510 50 1445 SH SHARED 02 1445 D MAXIM INTEGRATED PRODS INC COM 57772K10 60799 1294439 SH SHARED 1294439 D MAXIM INTEGRATED PRODS INC COM 57772K10 42621 907417 SH SHARED 01 881368 1500 24549 D MAXIM INTEGRATED PRODS INC COM 57772K10 8228 175193 SH SHARED 02 175193 D MAXIM INTEGRATED PRODS INC COM 57772K10 88 1884 SH SHARED 05 300 1584 D MAXIM INTEGRATED PRODS INC COM 57772K10 747 15920 SH SHARED 06 15520 400 D MAXIM INTEGRATED PRODS INC COM 57772K10 48920 1041523 SH SHARED 10 1041523 D MAXIM INTEGRATED PRODS INC COM 57772K10 112 2390 SH SHARED 14 2390 D MAXIM PHARMACEUTICALS INC COM 57772M10 724 84600 SH SHARED 84600 D MAXIM PHARMACEUTICALS INC COM 57772M10 130 15240 SH SHARED 02 15240 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 2504 2000000 PRN SHARED 2000000 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 4 3500 PRN SHARED 01 3500 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 11435 9134000 PRN SHARED 02 9134000 D MAXTOR CORP COM NEW 57772920 1958 240333 SH SHARED 240333 D MAXTOR CORP COM NEW 57772920 185 22768 SH SHARED 01 21768 1000 D MAXTOR CORP COM NEW 57772920 1476 181143 SH SHARED 02 181143 D MAXWELL SHOE INC CL A 57776610 83 3700 SH SHARED 3700 D MAXWELL SHOE INC CL A 57776610 256 11402 SH SHARED 01 11402 D MAXWELL SHOE INC CL A 57776610 156 6975 SH SHARED 02 6975 D MAXYGEN INC COM 57777610 53 5600 SH SHARED 5600 D MAXYGEN INC COM 57777610 166 17551 SH SHARED 02 17551 D MAY DEPT STORES CO COM 57777810 25545 738746 SH SHARED 738746 D MAY DEPT STORES CO COM 57777810 6026 174287 SH SHARED 01 149423 24864 D MAY DEPT STORES CO COM 57777810 490 14184 SH SHR/OTHR 01 720 13464 D MAY DEPT STORES CO COM 57777810 4530 131020 SH SHARED 02 131020 D MAY DEPT STORES CO COM 57777810 67 1962 SH SHARED 05 300 1662 D MAY DEPT STORES CO COM 57777810 687 19879 SH SHARED 06 19879 D MAY DEPT STORES CO COM 57777810 5518 159575 SH SHARED 10 159575 D MAY DEPT STORES CO COM 57777810 86 2500 SH SHARED 14 2500 D MAVERICK TUBE CORP COM 57791410 394 16747 SH SHARED 16747 D MAVERICK TUBE CORP COM 57791410 33 1437 SH SHARED 01 1437 D MAVERICK TUBE CORP COM 57791410 648 27558 SH SHARED 02 27558 D MAVERICK TUBE CORP COM 57791410 32 1400 SH SHARED 10 1400 D MAXIMUS INC COM 57793310 253 7248 SH SHARED 7248 D MAXIMUS INC COM 57793310 26 752 SH SHARED 01 752 D MAXIMUS INC COM 57793310 297 8486 SH SHARED 02 8486 D MAYORS JEWELERS INC DEL COM 57846210 42 58800 SH SHARED 58800 D MAYTAG CORP COM 57859210 303 9600 SH SHARED 9600 D MAYTAG CORP COM 57859210 6825 216196 SH SHARED 216196 D MAYTAG CORP COM 57859210 703 22283 SH SHARED 01 21928 355 D MAYTAG CORP COM 57859210 4030 127673 SH SHR/OTHR 01 127673 D MAYTAG CORP COM 57859210 2066 65448 SH SHARED 02 65448 D MAYTAG CORP COM 57859210 224 7108 SH SHARED 05 100 7008 D MAYTAG CORP COM 57859210 33 1050 SH SHARED 06 650 400 D MAYTAG CORP COM 57859210 976 30923 SH SHARED 10 30923 D MBT FINL CORP COM 57887710 67 3900 SH SHARED 3900 D MBT FINL CORP COM 57887710 128 7420 SH SHARED 02 7420 D MCCLATCHY CO CL A 57948910 1427 20090 SH SHARED 20090 D MCCLATCHY CO CL A 57948910 352 4960 SH SHARED 01 4960 D MCCLATCHY CO CL A 57948910 405 5714 SH SHARED 02 5714 D MCCORMICK & CO INC COM NON VTG 57978020 11315 337570 SH SHARED 337570 D MCCORMICK & CO INC COM NON VTG 57978020 362 10820 SH SHARED 01 10600 220 D MCCORMICK & CO INC COM NON VTG 57978020 2449 73066 SH SHARED 02 73066 D MCCORMICK & CO INC COM NON VTG 57978020 2683 80064 SH SHARED 10 80064 D MCDATA CORP NOTE 2.250% 2/1 580031AD 7354 7065000 PRN SHARED 02 7065000 D MCDATA CORP CL B 58003110 634 92196 SH SHARED 92196 D MCDATA CORP CL B 58003110 88 12883 SH SHARED 01 12883 D MCDATA CORP CL A 58003120 1458 207179 SH SHARED 207118 61 D MCDATA CORP CL A 58003120 421 59874 SH SHARED 01 49142 10732 D MCDATA CORP CL A 58003120 8 1209 SH SHR/OTHR 01 14 1195 D MCDATA CORP CL A 58003120 313 44536 SH SHARED 02 44536 D MCDERMOTT INTL INC COM 58003710 299 35740 SH SHARED 35740 D MCDERMOTT INTL INC COM 58003710 73 8761 SH SHARED 01 8761 D MCDONALDS CORP COM 58013510 251956 8818912 SH SHARED 8545081 273831 D MCDONALDS CORP COM 58013510 90118 3154305 SH SHARED 01 2111822 2300 1040183 D MCDONALDS CORP COM 58013510 7174 251123 SH SHR/OTHR 01 8060 243063 D MCDONALDS CORP COM 58013510 18059 632098 SH SHARED 02 632098 D MCDONALDS CORP COM 58013510 399 14000 SH SHARED 03 14000 D MCDONALDS CORP COM 58013510 571 20000 SH SHARED 04 20000 D MCDONALDS CORP COM 58013510 1460 51125 SH SHARED 05 26400 24725 D MCDONALDS CORP COM 58013510 668 23407 SH SHARED 06 21907 1500 D MCDONALDS CORP COM 58013510 57419 2009795 SH SHARED 10 2009795 D MCDONALDS CORP COM 58013510 333 11680 SH SHARED 14 11680 D MCG CAPITAL CORP COM 58047P10 225 11168 SH SHARED 11168 D MCG CAPITAL CORP COM 58047P10 368 18260 SH SHARED 02 18260 D MCGRATH RENTCORP COM 58058910 110 3638 SH SHARED 3638 D MCGRATH RENTCORP COM 58058910 66 2181 SH SHARED 01 2181 D MCGRATH RENTCORP COM 58058910 146 4809 SH SHARED 02 4809 D MCGRAW HILL COS INC COM 58064510 55332 726720 SH SHARED 726720 D MCGRAW HILL COS INC COM 58064510 153436 2015187 SH SHARED 01 1059281 955906 D MCGRAW HILL COS INC COM 58064510 168754 2216367 SH SHR/OTHR 01 1910395 305972 D MCGRAW HILL COS INC COM 58064510 6956 91358 SH SHARED 02 91358 D MCGRAW HILL COS INC COM 58064510 1033 13569 SH SHARED 05 11890 1679 D MCGRAW HILL COS INC COM 58064510 3420 44920 SH SHARED 06 44420 500 D MCGRAW HILL COS INC COM 58064510 75900 996857 SH SHARED 10 996857 D MCGRAW HILL COS INC COM 58064510 3889 51077 SH SHARED 14 51077 D MCKESSON CORP COM 58155Q10 36036 1197633 SH SHARED 1194633 3000 D MCKESSON CORP COM 58155Q10 2666 88629 SH SHARED 01 81029 4800 2800 D MCKESSON CORP COM 58155Q10 24 800 SH SHR/OTHR 01 800 D MCKESSON CORP COM 58155Q10 5601 186148 SH SHARED 02 186148 D MCKESSON CORP COM 58155Q10 13555 450500 SH SHARED 04 450500 D MCKESSON CORP COM 58155Q10 43 1450 SH SHARED 05 348 1102 D MCKESSON CORP COM 58155Q10 2044 67950 SH SHARED 06 67950 D MCKESSON CORP COM 58155Q10 5364 178285 SH SHARED 10 178285 D MCKESSON CORP COM 58155Q10 174 5800 SH SHARED 14 5800 D MCLEODUSA INC CL A 58226670 34 22885 SH SHARED 16400 6485 D MCLEODUSA INC CL A 58226670 173 116489 SH SHARED 02 116489 D MCMORAN EXPLORATION CO COM 58241110 914 61792 SH SHARED 61792 D MCMORAN EXPLORATION CO COM 58241110 32 2179 SH SHARED 01 2179 D MCMORAN EXPLORATION CO COM 58241110 98 6683 SH SHARED 02 6683 D MEADOWBROOK INS GROUP INC COM 58319P10 3338 657100 SH SHARED 10 657100 D MEADWESTVACO CORP COM 58333410 19530 690363 SH SHARED 689520 843 D MEADWESTVACO CORP COM 58333410 4534 160288 SH SHARED 01 111530 48758 D MEADWESTVACO CORP COM 58333410 7601 268692 SH SHARED 02 268692 D MEADWESTVACO CORP COM 58333410 9901 350000 SH SHARED 04 350000 D MEADWESTVACO CORP COM 58333410 22 781 SH SHARED 05 200 581 D MEADWESTVACO CORP COM 58333410 49 1750 SH SHARED 06 1750 D MEADWESTVACO CORP COM 58333410 3305 116830 SH SHARED 10 116830 D MEADWESTVACO CORP COM 58333410 50 1800 SH SHARED 14 1800 D MEASUREMENT SPECIALTIES INC COM 58342110 132 6833 SH SHARED 02 6833 D MECHANICAL TECHNOLOGY INC COM 58353810 5 1049 SH SHARED 1049 D MECHANICAL TECHNOLOGY INC COM 58353810 1 260 SH SHARED 01 260 D MEDAREX INC NOTE 4.500% 7/0 583916AA 5015 5139000 PRN SHARED 5139000 D MEDAREX INC COM 58391610 363 40567 SH SHARED 40567 D MEDAREX INC COM 58391610 131 14700 SH SHARED 01 14700 D MEDAREX INC COM 58391610 388 43284 SH SHARED 02 43284 D MEDAREX INC COM 58391610 10856 1210300 SH SHARED 04 1210300 D MEDAREX INC COM 58391610 141 15800 SH SHARED 06 15800 D MEDAREX INC COM 58391610 141 15800 SH SHARED 10 15800 D MEDAREX INC COM 58391610 140 15700 SH SHARED 14 15700 D MED-DESIGN CORP COM 58392610 30 7939 SH SHARED 7939 D MED-DESIGN CORP COM 58392610 6 1791 SH SHARED 01 1791 D MEDALLION FINL CORP COM 58392810 35 4103 SH SHARED 4103 D MEDALLION FINL CORP COM 58392810 0 112 SH SHARED 01 112 D MEDALLION FINL CORP COM 58392810 64 7487 SH SHARED 02 7487 D MEDCATH CORP COM 58404W10 150 9680 SH SHARED 9680 D MEDCATH CORP COM 58404W10 153 9911 SH SHARED 02 9911 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 0 7 SH SHARED 7 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 69330 2039134 SH SHARED 2032798 6336 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 11646 342543 SH SHARED 01 247954 7647 86942 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 7459 219397 SH SHR/OTHR 01 6635 212762 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 4802 141249 SH SHARED 02 141249 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 169 4998 SH SHARED 05 3364 1634 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 110 3260 SH SHARED 06 2899 361 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 63070 1855020 SH SHARED 10 1855020 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1211 35625 SH SHARED 14 35625 D MEDIA GEN INC CL A 58440410 707 10510 SH SHARED 10510 D MEDIA GEN INC CL A 58440410 2225 33079 SH SHARED 01 33079 D MEDIA GEN INC CL A 58440410 564 8395 SH SHARED 02 8395 D MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA 2235 2300000 PRN SHARED 2300000 D MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA 2 3000 PRN SHARED 01 3000 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 497 62056 SH SHARED 62056 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 296 36914 SH SHARED 01 36914 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 473 59052 SH SHARED 02 59052 D MEDICAL ACTION INDS INC COM 58449L10 42 2100 SH SHARED 2100 D MEDICAL ACTION INDS INC COM 58449L10 96 4722 SH SHARED 02 4722 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 684 86981 SH SHARED 86981 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 72 9177 SH SHARED 02 9177 D MEDICINES CO COM 58468810 2175 67536 SH SHARED 61536 6000 D MEDICINES CO COM 58468810 16861 523500 SH SHARED 01 498700 17000 7800 D MEDICINES CO COM 58468810 772 23990 SH SHARED 02 23990 D MEDICINES CO COM 58468810 18923 587500 SH SHARED 04 587500 D MEDICINES CO COM 58468810 541 16800 SH SHARED 06 16800 D MEDICINES CO COM 58468810 13397 415955 SH SHARED 10 415955 D MEDICINES CO COM 58468810 280 8700 SH SHARED 14 8700 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 97869 81831000 PRN SHARED 81831000 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 2476 2071000 PRN SHARED 02 2071000 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 28 700 SH SHARED 700 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 117 2934 SH SHARED 2934 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1403 35095 SH SHARED 01 25695 6600 2800 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1508 37710 SH SHARED 02 37710 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 2680 67000 SH SHARED 10 67000 D MEDIMMUNE INC NOTE 1.000% 7/1 584699AE 9470 10000000 PRN SHARED 02 10000000 D MEDIMMUNE INC COM 58469910 20304 879741 SH SHARED 877741 2000 D MEDIMMUNE INC COM 58469910 1028 44559 SH SHARED 01 35184 9375 D MEDIMMUNE INC COM 58469910 41 1804 SH SHR/OTHR 01 1804 D MEDIMMUNE INC COM 58469910 3731 161685 SH SHARED 02 161685 D MEDIMMUNE INC COM 58469910 10938 473950 SH SHARED 04 473950 D MEDIMMUNE INC COM 58469910 36 1587 SH SHARED 05 1587 D MEDIMMUNE INC COM 58469910 216 9400 SH SHARED 06 8600 800 D MEDIMMUNE INC COM 58469910 10156 440067 SH SHARED 10 440067 D MEDIMMUNE INC COM 58469910 527 22837 SH SHARED 14 22837 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 9652 6535000 PRN SHARED 02 6535000 D MEDQUIST INC COM 58494910 120 7629 SH SHARED 7629 D MEDQUIST INC COM 58494910 18 1195 SH SHARED 01 1195 D MEDQUIST INC COM 58494910 426 27095 SH SHARED 02 27095 D MEDIS TECHNOLOGIES LTD COM 58500P10 176 13347 SH SHARED 13347 D MEDIS TECHNOLOGIES LTD COM 58500P10 3 238 SH SHARED 01 238 D MEDIS TECHNOLOGIES LTD COM 58500P10 84 6347 SH SHARED 02 6347 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 111426107867000 PRN SHARED 90278000 17589000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 8 8515 PRN SHARED 01 8515 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 2548 2467000 PRN SHARED 02 2467000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 5061 4900000 PRN SHARED 06 4900000 D MEDTRONIC INC COM 58505510 197521 4136569 SH SHARED 3922057 214512 D MEDTRONIC INC COM 58505510 79417 1663203 SH SHARED 01 615832 9700 1037671 D MEDTRONIC INC COM 58505510 13846 289973 SH SHR/OTHR 01 48350 241623 D MEDTRONIC INC COM 58505510 31695 663788 SH SHARED 02 580788 83000 D MEDTRONIC INC COM 58505510 8454 177050 SH SHARED 03 142050 35000 D MEDTRONIC INC COM 58505510 122001 2555000 SH SHARED 04 2555000 D MEDTRONIC INC COM 58505510 4541 95103 SH SHARED 05 90122 4981 D MEDTRONIC INC COM 58505510 15683 328457 SH SHARED 06 231757 96700 D MEDTRONIC INC COM 58505510 137786 2885577 SH SHARED 10 2885577 D MEDTRONIC INC COM 58505510 3171 66412 SH SHARED 14 66412 D MELLON FINL CORP COM 58551A10 65363 2088951 SH SHARED 2006802 82149 D MELLON FINL CORP COM 58551A10 33766 1079150 SH SHARED 01 488423 590727 D MELLON FINL CORP COM 58551A10 12449 397883 SH SHR/OTHR 01 78426 319457 D MELLON FINL CORP COM 58551A10 7361 235276 SH SHARED 02 235276 D MELLON FINL CORP COM 58551A10 2537 81100 SH SHARED 03 67000 14100 D MELLON FINL CORP COM 58551A10 1408 45000 SH SHARED 04 45000 D MELLON FINL CORP COM 58551A10 13112 419066 SH SHARED 05 374002 45064 D MELLON FINL CORP COM 58551A10 212 6800 SH SHARED 06 6200 600 D MELLON FINL CORP COM 58551A10 1372 43861 SH SHARED 07 43861 D MELLON FINL CORP COM 58551A10 863 27600 SH SHARED 09 27600 D MELLON FINL CORP COM 58551A10 33662 1075837 SH SHARED 10 1075837 D MELLON FINL CORP COM 58551A10 115 3700 SH SHARED 14 3700 D MEMBERWORKS INC COM 58600210 254 7258 SH SHARED 7258 D MEMBERWORKS INC COM 58600210 5369 153317 SH SHARED 02 153317 D MENS WEARHOUSE INC COM 58711810 2129 80152 SH SHARED 80152 D MENS WEARHOUSE INC COM 58711810 116 4389 SH SHARED 01 4389 D MENS WEARHOUSE INC COM 58711810 425 16011 SH SHARED 02 16011 D MENTOR CORP MINN COM 58718810 264 8800 SH SHR/OTHR 8800 D MENTOR CORP MINN COM 58718810 2704 89838 SH SHARED 89838 D MENTOR CORP MINN COM 58718810 57 1904 SH SHARED 01 1904 D MENTOR CORP MINN COM 58718810 648 21542 SH SHARED 02 21542 D MENTOR CORP MINN COM 58718810 54 1800 SH SHARED 10 1800 D MENTOR GRAPHICS CORP NOTE 6.875% 6/1 587200AB 1281 1141000 PRN SHARED 02 1141000 D MENTOR GRAPHICS CORP COM 58720010 40 2300 SH SHARED 2300 D MENTOR GRAPHICS CORP COM 58720010 678 38097 SH SHARED 38097 D MENTOR GRAPHICS CORP COM 58720010 363 20400 SH SHARED 01 20400 D MENTOR GRAPHICS CORP COM 58720010 836 46927 SH SHARED 02 46927 D MENTOR GRAPHICS CORP COM 58720010 35 2000 SH SHARED 10 2000 D MERCANTILE BANK CORP COM 58737610 96 2722 SH SHARED 2722 D MERCANTILE BANK CORP COM 58737610 2660 74944 SH SHARED 01 66444 8500 D MERCANTILE BANK CORP COM 58737610 100 2819 SH SHARED 02 2819 D MERCANTILE BANK CORP COM 58737610 252 7100 SH SHARED 05 7100 D MERCANTILE BANKSHARES CORP COM 58740510 401 9350 SH SHARED 9350 D MERCANTILE BANKSHARES CORP COM 58740510 1315 30649 SH SHARED 01 24852 5797 D MERCANTILE BANKSHARES CORP COM 58740510 927 21610 SH SHARED 02 21610 D MERCANTILE BANKSHARES CORP COM 58740510 3176 74000 SH SHARED 10 74000 D MERCER INTL INC SH BEN INT 58805610 18 1897 SH SHARED 1897 D MERCER INTL INC SH BEN INT 58805610 4 470 SH SHARED 01 470 D MERCHANTS BANCSHARES COM 58844810 26 900 SH SHARED 900 D MERCHANTS BANCSHARES COM 58844810 57 1979 SH SHARED 02 1979 D MERCK & CO INC COM 58933110 428 9700 SH SHARED 9700 D MERCK & CO INC COM 58933110 583585 13206272 SH SHARED 12933432 272840 D MERCK & CO INC COM 58933110 217438 4920546 SH SHARED 01 2257492 2663054 D MERCK & CO INC COM 58933110 124904 2826544 SH SHR/OTHR 01 132665 2693879 D MERCK & CO INC COM 58933110 55654 1259441 SH SHARED 02 1259441 D MERCK & CO INC COM 58933110 826 18700 SH SHARED 03 18700 D MERCK & CO INC COM 58933110 25784 583500 SH SHARED 04 583500 D MERCK & CO INC COM 58933110 2947 66695 SH SHARED 05 27900 38795 D MERCK & CO INC COM 58933110 4223 95582 SH SHARED 06 92582 3000 D MERCK & CO INC COM 58933110 294785 6670865 SH SHARED 10 6670865 D MERCK & CO INC COM 58933110 996 22548 SH SHARED 14 22548 D MERCURY COMPUTER SYS COM 58937810 278 10921 SH SHARED 10921 D MERCURY COMPUTER SYS COM 58937810 1930 75769 SH SHARED 01 75769 D MERCURY COMPUTER SYS COM 58937810 286 11259 SH SHARED 02 11259 D MERCURY COMPUTER SYS COM 58937810 410 16100 SH SHARED 10 16100 D MERCURY GENL CORP NEW COM 58940010 408 8173 SH SHARED 8173 D MERCURY GENL CORP NEW COM 58940010 2462 49320 SH SHARED 01 49320 D MERCURY GENL CORP NEW COM 58940010 178 3580 SH SHARED 02 3580 D MERCURY INTERACTIVE CORP NOTE 4.750% 7/0 589405AB 3024 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 5/0 589405AD 7 6750 PRN SHARED 01 6750 D MERCURY INTERACTIVE CORP NOTE 5/0 589405AD 2745 2500000 PRN SHARED 02 2500000 D MERCURY INTERACTIVE CORP COM 58940510 16441 366987 SH SHARED 349987 17000 D MERCURY INTERACTIVE CORP COM 58940510 1348 30099 SH SHARED 01 30099 D MERCURY INTERACTIVE CORP COM 58940510 2552 56969 SH SHARED 02 56869 100 D MERCURY INTERACTIVE CORP COM 58940510 2240 50000 SH SHARED 04 50000 D MERCURY INTERACTIVE CORP COM 58940510 17 393 SH SHARED 05 393 D MERCURY INTERACTIVE CORP COM 58940510 44 1000 SH SHARED 06 750 250 D MERCURY INTERACTIVE CORP COM 58940510 9537 212901 SH SHARED 10 212901 D MERCURY INTERACTIVE CORP COM 58940510 79 1782 SH SHARED 14 1782 D MEREDITH CORP COM 58943310 6263 123887 SH SHARED 123887 D MEREDITH CORP COM 58943310 3349 66240 SH SHARED 01 58172 8068 D MEREDITH CORP COM 58943310 1089 21555 SH SHARED 02 21555 D MEREDITH CORP COM 58943310 994 19669 SH SHARED 10 19669 D MERIDIAN BIOSCIENCE INC COM 58958410 85 8396 SH SHARED 8396 D MERIDIAN BIOSCIENCE INC COM 58958410 15 1486 SH SHARED 01 1486 D MERIDIAN BIOSCIENCE INC COM 58958410 10 1000 SH SHR/OTHR 01 1000 D MERIDIAN BIOSCIENCE INC COM 58958410 48 4802 SH SHARED 02 4802 D MERIDIAN RESOURCE CORP COM 58977Q10 260 43242 SH SHARED 43242 D MERIDIAN RESOURCE CORP COM 58977Q10 489 81382 SH SHARED 01 81382 D MERIDIAN RESOURCE CORP COM 58977Q10 206 34363 SH SHARED 02 34363 D MERIDIAN RESOURCE CORP COM 58977Q10 545 90600 SH SHARED 10 90600 D MERISTAR HOSPITALITY CORP NOTE 9.500% 4/0 58984YAJ 5160 4000000 PRN SHARED 10 4000000 D MERISTAR HOSPITALITY CORP NOTE 9.500% 4/0 58984YAJ 5160 4000000 PRN SHARED 11 4000000 D MERISTAR HOSPITALITY CORP COM 58984Y10 2125 305861 SH SHARED 305861 D MERISTAR HOSPITALITY CORP COM 58984Y10 309 44549 SH SHARED 01 44549 D MERISTAR HOSPITALITY CORP COM 58984Y10 251 36179 SH SHARED 02 36179 D MERISTAR HOSPITALITY CORP COM 58984Y10 189 27200 SH SHARED 10 27200 D MERIT MED SYS INC COM 58988910 534 24698 SH SHARED 24698 D MERIT MED SYS INC COM 58988910 4711 217718 SH SHARED 01 217718 D MERIT MED SYS INC COM 58988910 242 11217 SH SHARED 02 11217 D MERIT MED SYS INC COM 58988910 852 39377 SH SHARED 10 39377 D MERIDIAN GOLD INC COM 58997510 1694 138928 SH SHARED 138928 D MERIDIAN GOLD INC COM 58997510 18058 1480227 SH SHARED 01 1480227 D MERIDIAN GOLD INC COM 58997510 1453 119162 SH SHARED 02 119162 D MERIDIAN GOLD INC COM 58997510 6060 496800 SH SHARED 10 496800 D MERGE TECHNOLOGIES INC COM 58998110 66 4590 SH SHARED 4590 D MERGE TECHNOLOGIES INC COM 58998110 31 2138 SH SHARED 01 2138 D MERITAGE CORP COM 59001A10 598 8058 SH SHARED 8058 D MERITAGE CORP COM 59001A10 51 689 SH SHARED 01 689 D MERITAGE CORP COM 59001A10 620 8351 SH SHARED 02 8351 D MERITAGE CORP COM 59001A10 4486 60420 SH SHARED 10 60420 D MERIX CORP COM 59004910 225 12209 SH SHARED 12209 D MERIX CORP COM 59004910 55 3027 SH SHARED 01 3027 D MERIX CORP COM 59004910 212 11533 SH SHARED 02 11533 D MERRILL LYNCH & CO INC NOTE 5/2 590188A6 523710948750000 PRN SHARED 934250000 14500000 D MERRILL LYNCH & CO INC NOTE 5/2 590188A6 6554 11874000 PRN SHARED 02 11874000 D MERRILL LYNCH & CO INC FRNT 3/1 590188A7 208912200300000 PRN SHARED 193800000 6500000 D MERRILL LYNCH & CO INC FRNT 3/1 590188A7 7396 7092000 PRN SHARED 02 7092000 D MERRILL LYNCH & CO INC FRNT 3/1 590188A7 1355 1300000 PRN SHARED 06 1300000 D MERRILL LYNCH & CO INC COM 59018810 281762 4730732 SH SHARED 4503091 227641 D MERRILL LYNCH & CO INC COM 59018810 85546 1436316 SH SHARED 01 850130 586186 D MERRILL LYNCH & CO INC COM 59018810 3403 57150 SH SHR/OTHR 01 10085 47065 D MERRILL LYNCH & CO INC COM 59018810 28787 483342 SH SHARED 02 483342 D MERRILL LYNCH & CO INC COM 59018810 405 6800 SH SHARED 03 6800 D MERRILL LYNCH & CO INC COM 59018810 4502 75600 SH SHARED 04 75600 D MERRILL LYNCH & CO INC COM 59018810 3254 54635 SH SHARED 05 32720 21915 D MERRILL LYNCH & CO INC COM 59018810 1484 24919 SH SHARED 06 23519 1400 D MERRILL LYNCH & CO INC COM 59018810 71 1200 SH SHARED 07 1200 D MERRILL LYNCH & CO INC COM 59018810 67773 1137898 SH SHARED 10 1137898 D MERRILL LYNCH & CO INC COM 59018810 1884 31647 SH SHARED 14 31647 D MESA AIR GROUP INC NOTE 2.482% 6/1 590479AB 2346 4972000 PRN SHARED 4972000 D MESA AIR GROUP INC COM 59047910 411 49819 SH SHARED 49819 D MESA AIR GROUP INC COM 59047910 954 115724 SH SHARED 01 115724 D MESA AIR GROUP INC COM 59047910 111 13518 SH SHARED 02 13518 D MESA AIR GROUP INC COM 59047910 325 39500 SH SHARED 10 39500 D MESTEK INC COM 59082910 16 900 SH SHARED 900 D MESTEK INC COM 59082910 27 1509 SH SHARED 02 1509 D METAL MGMT INC COM NEW 59109720 0 1 SH SHARED 1 D METAL MGMT INC COM NEW 59109720 220 5999 SH SHARED 02 5999 D METAL MGMT INC COM NEW 59109720 2787 76000 SH SHARED 10 76000 D METALLICA RES INC COM 59125J10 150 72500 SH SHARED 72500 D METALLICA RES INC COM 59125J10 6942 3353700 SH SHARED 10 3353700 D METALS USA INC COM NEW 59132420 143 11106 SH SHARED 02 11106 D METASOLV INC COM 59139P10 40 12813 SH SHARED 12813 D METASOLV INC COM 59139P10 3 1000 SH SHARED 01 1000 D METHANEX CORP COM 59151K10 76 6840 SH SHARED 6840 D METHANEX CORP COM 59151K10 200 17935 SH SHARED 02 17935 D METHODE ELECTRS INC COM 59152020 216 16787 SH SHARED 16787 D METHODE ELECTRS INC COM 59152020 27 2100 SH SHARED 01 2100 D METHODE ELECTRS INC COM 59152020 220 17126 SH SHARED 02 17126 D METLIFE INC COM 59156R10 135774 3805332 SH SHARED 3763608 41724 D METLIFE INC COM 59156R10 38067 1066909 SH SHARED 01 116036 15100 935773 D METLIFE INC COM 59156R10 12261 343650 SH SHARED 02 343650 D METLIFE INC COM 59156R10 2319 65000 SH SHARED 04 65000 D METLIFE INC COM 59156R10 33346 934601 SH SHARED 05 711516 223085 D METLIFE INC COM 59156R10 2879 80700 SH SHARED 06 79800 900 D METLIFE INC COM 59156R10 3473 97359 SH SHARED 07 97359 D METLIFE INC COM 59156R10 2190 61400 SH SHARED 09 61400 D METLIFE INC COM 59156R10 80557 2257785 SH SHARED 10 2257785 D METLIFE INC COM 59156R10 214 6000 SH SHARED 14 6000 D METRIS COS INC COM 59159810 1518 188866 SH SHARED 183666 5200 D METRIS COS INC COM 59159810 37 4627 SH SHARED 01 4627 D METRIS COS INC COM 59159810 274 34131 SH SHARED 02 34131 D METRIS COS INC COM 59159810 4069 506218 SH SHARED 10 506218 D METRO GOLDWYN MAYER INC COM 59161010 812 46700 SH SHARED 46700 D METRO GOLDWYN MAYER INC COM 59161010 746 42900 SH SHARED 01 42900 D METRO GOLDWYN MAYER INC COM 59161010 140 8048 SH SHARED 02 8048 D METRO GOLDWYN MAYER INC COM 59161010 2610 150000 SH SHARED 04 150000 D METRO GOLDWYN MAYER INC COM 59161010 57 3319 SH SHARED 06 3319 D METRO GOLDWYN MAYER INC COM 59161010 34 2000 SH SHARED 14 2000 D METRO ONE TELECOMMUNICATIONS COM 59163F10 17 7580 SH SHARED 7580 D METRO ONE TELECOMMUNICATIONS COM 59163F10 1 614 SH SHARED 01 614 D METRO ONE TELECOMMUNICATIONS COM 59163F10 32 13932 SH SHARED 02 13932 D METROCALL HLDGS INC COM 59164X10 185 2680 SH SHARED 02 2680 D METROLOGIC INSTRS INC COM 59167610 1374 58749 SH SHARED 58749 D METROLOGIC INSTRS INC COM 59167610 50 2145 SH SHARED 01 2145 D METROLOGIC INSTRS INC COM 59167610 136 5812 SH SHARED 02 5812 D METTLER TOLEDO INTERNATIONAL COM 59268810 209 4716 SH SHARED 4716 D METTLER TOLEDO INTERNATIONAL COM 59268810 31 700 SH SHARED 01 700 D METTLER TOLEDO INTERNATIONAL COM 59268810 191 4306 SH SHARED 02 4306 D METTLER TOLEDO INTERNATIONAL COM 59268810 13359 300900 SH SHARED 10 300900 D MEXICO EQUITY & INCOME FD COM 59283410 4923 359650 SH SHARED 359650 D MEXICO FD INC COM 59283510 13 685 SH SHR/OTHR 01 685 D MICHAELS STORES INC COM 59408710 2331 47948 SH SHARED 47948 D MICHAELS STORES INC COM 59408710 2950 60684 SH SHARED 01 60684 D MICHAELS STORES INC COM 59408710 841 17306 SH SHARED 02 17306 D MICHAELS STORES INC COM 59408710 33 698 SH SHARED 06 698 D MICREL INC COM 59479310 1675 125213 SH SHARED 125213 D MICREL INC COM 59479310 16604 1240964 SH SHARED 01 1171089 13900 55975 D MICREL INC COM 59479310 32 2426 SH SHR/OTHR 01 2426 D MICREL INC COM 59479310 711 53149 SH SHARED 02 53149 D MICREL INC COM 59479310 13876 1037100 SH SHARED 10 1037100 D MICROS SYS INC COM 59490110 891 19740 SH SHARED 19740 D MICROS SYS INC COM 59490110 1659 36720 SH SHARED 01 36720 D MICROS SYS INC COM 59490110 458 10148 SH SHARED 02 10148 D MICROS SYS INC COM 59490110 772 17100 SH SHARED 10 17100 D MICROSOFT CORP COM 59491810 14 565 SH SHARED 565 D MICROSOFT CORP COM 59491810 1204033 48296584 SH SHARED 46934695 1361889 D MICROSOFT CORP COM 59491810 566912 22740176 SH SHARED 01 12458171 63360 10218645 D MICROSOFT CORP COM 59491810 45703 1833272 SH SHR/OTHR 01 159080 1674192 D MICROSOFT CORP COM 59491810 152741 6126819 SH SHARED 02 6126819 D MICROSOFT CORP COM 59491810 23778 953800 SH SHARED 03 761200 192600 D MICROSOFT CORP COM 59491810 336991 13517500 SH SHARED 04 13517500 D MICROSOFT CORP COM 59491810 111717 4481267 SH SHARED 05 3266854 1214413 D MICROSOFT CORP COM 59491810 21911 878908 SH SHARED 06 840708 38200 D MICROSOFT CORP COM 59491810 10815 433852 SH SHARED 07 433852 D MICROSOFT CORP COM 59491810 6152 246800 SH SHARED 09 246800 D MICROSOFT CORP COM 59491810 769736 30875900 SH SHARED 10 30875900 D MICROSOFT CORP COM 59491810 17513 702523 SH SHARED 14 702523 D MICROVISION INC WASH COM 59496010 42 4815 SH SHARED 4815 D MICROVISION INC WASH COM 59496010 65 7500 SH SHARED 01 7500 D MICROVISION INC WASH COM 59496010 101 11586 SH SHARED 02 11586 D MICROVISION INC WASH COM 59496010 874 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 340 6381 SH SHARED 6381 D MICROSTRATEGY INC CL A NEW 59497240 3939 73914 SH SHARED 01 73914 D MICROSTRATEGY INC CL A NEW 59497240 282 5291 SH SHARED 02 5291 D MICROSTRATEGY INC CL A NEW 59497240 583 10946 SH SHARED 10 10946 D MICRO THERAPEUTICS INC COM 59500W10 10 2500 SH SHARED 2500 D MICRO THERAPEUTICS INC COM 59500W10 20 4900 SH SHARED 02 4900 D MICROCHIP TECHNOLOGY INC COM 59501710 9288 351552 SH SHARED 351552 D MICROCHIP TECHNOLOGY INC COM 59501710 21934 830237 SH SHARED 01 826437 3800 D MICROCHIP TECHNOLOGY INC COM 59501710 2031 76911 SH SHARED 02 76911 D MICROCHIP TECHNOLOGY INC COM 59501710 26 1000 SH SHARED 06 1000 D MICROCHIP TECHNOLOGY INC COM 59501710 29182 1104550 SH SHARED 10 1104550 D MICROCHIP TECHNOLOGY INC COM 59501710 78 2960 SH SHARED 14 2960 D MICROMUSE INC COM 59509410 1012 129803 SH SHARED 129803 D MICROMUSE INC COM 59509410 2161 277055 SH SHARED 01 277055 D MICROMUSE INC COM 59509410 325 41711 SH SHARED 02 41711 D MICROMUSE INC COM 59509410 8314 1066000 SH SHARED 10 1066000 D MICRON TECHNOLOGY INC NOTE 2.500% 2/0 595112AG 8486 5518000 PRN SHARED 02 5518000 D MICRON TECHNOLOGY INC COM 59511210 24330 1456035 SH SHARED 1400924 55111 D MICRON TECHNOLOGY INC COM 59511210 2859 171100 SH SHARED 01 158300 12800 D MICRON TECHNOLOGY INC COM 59511210 5276 315781 SH SHARED 02 315781 D MICRON TECHNOLOGY INC COM 59511210 693 41520 SH SHARED 03 9020 32500 D MICRON TECHNOLOGY INC COM 59511210 3759 225000 SH SHARED 04 225000 D MICRON TECHNOLOGY INC COM 59511210 45 2725 SH SHARED 05 900 1825 D MICRON TECHNOLOGY INC COM 59511210 129 7750 SH SHARED 06 6200 1550 D MICRON TECHNOLOGY INC COM 59511210 4249 254279 SH SHARED 10 254279 D MICRON TECHNOLOGY INC COM 59511210 75 4500 SH SHARED 14 4500 D MICROSEMI CORP COM 59513710 775 56694 SH SHARED 56694 D MICROSEMI CORP COM 59513710 23378 1708921 SH SHARED 01 1614896 94025 D MICROSEMI CORP COM 59513710 103 7600 SH SHR/OTHR 01 7600 D MICROSEMI CORP COM 59513710 394 28827 SH SHARED 02 28827 D MICROSEMI CORP COM 59513710 6288 459695 SH SHARED 10 459695 D MICROTEK MEDICAL HLDGS INC COM 59515B10 233 50783 SH SHARED 50783 D MICROTEK MEDICAL HLDGS INC COM 59515B10 57 12592 SH SHARED 01 12592 D MICROTEK MEDICAL HLDGS INC COM 59515B10 106 23147 SH SHARED 02 23147 D MID-AMER APT CMNTYS INC COM 59522J10 149 4036 SH SHARED 4036 D MID-AMER APT CMNTYS INC COM 59522J10 118 3200 SH SHARED 01 3200 D MID-AMER APT CMNTYS INC COM 59522J10 342 9227 SH SHARED 02 9227 D MID-AMER APT CMNTYS INC COM 59522J10 1143 30800 SH SHARED 10 30800 D MID-AMER APT CMNTYS INC COM 59522J10 19634 528800 SH SHARED 11 528800 D MID-STATE BANCSHARES COM 59544010 165 6878 SH SHARED 6878 D MID-STATE BANCSHARES COM 59544010 142 5951 SH SHARED 01 5951 D MID-STATE BANCSHARES COM 59544010 273 11375 SH SHARED 02 11375 D MID-STATE BANCSHARES COM 59544010 14 600 SH SHARED 10 600 D MIDAS GROUP INC COM 59562610 71 3700 SH SHARED 3700 D MIDAS GROUP INC COM 59562610 137 7058 SH SHARED 02 7058 D MIDCAP SPDR TR UNIT SER 1 59563510 2928 26505 SH SHARED 26505 D MIDCAP SPDR TR UNIT SER 1 59563510 10866 98340 SH SHARED 01 5765 92575 D MIDCAP SPDR TR UNIT SER 1 59563510 701 6350 SH SHR/OTHR 01 6350 D MIDCAP SPDR TR UNIT SER 1 59563510 6853 62021 SH SHARED 02 62021 D MIDDLEBURG FINANCIAL CORP COM 59609410 226 6400 SH SHARED 01 6400 D MIDDLEBURG FINANCIAL CORP COM 59609410 1557 44000 SH SHR/OTHR 01 44000 D MIDDLEBY CORP COM 59627810 166 3656 SH SHARED 02 3656 D MIDDLESEX WATER CO COM 59668010 55 2700 SH SHARED 2700 D MIDDLESEX WATER CO COM 59668010 147 7134 SH SHARED 01 200 6934 D MIDDLESEX WATER CO COM 59668010 107 5185 SH SHARED 02 5185 D MIDLAND CO COM 59748610 52 2100 SH SHARED 2100 D MIDLAND CO COM 59748610 1172 47000 SH SHARED 01 47000 D MIDLAND CO COM 59748610 209 8393 SH SHARED 02 8393 D MIDLAND CO COM 59748610 1256 50360 SH SHARED 10 50360 D MIDWEST AIR GROUP INC COM 59791110 437 99399 SH SHARED 99399 D MIDWEST AIR GROUP INC COM 59791110 3 794 SH SHARED 01 794 D MIDWAY GAMES INC COM 59814810 1260 173137 SH SHARED 173137 D MIDWAY GAMES INC COM 59814810 110 15147 SH SHARED 02 15147 D MIDWEST BANC HOLDINGS INC COM 59825110 63 2700 SH SHARED 2700 D MIDWEST BANC HOLDINGS INC COM 59825110 185 7830 SH SHARED 02 7830 D MIDWEST BANC HOLDINGS INC COM 59825110 4393 185700 SH SHARED 10 185700 D MILACRON INC COM 59870910 29 8500 SH SHARED 8500 D MILACRON INC COM 59870910 0 1 SH SHARED 01 1 D MILACRON INC COM 59870910 57 16585 SH SHARED 02 16585 D MILLENNIUM PHARMACEUTICALS I NOTE 5.500% 1/1 599902AB 6 6000 PRN SHARED 01 6000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 8880 525474 SH SHARED 524474 1000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 2417 143058 SH SHARED 01 128108 12900 2050 D MILLENNIUM PHARMACEUTICALS I COM 59990210 34 2062 SH SHR/OTHR 01 2062 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1972 116721 SH SHARED 02 116721 D MILLENNIUM PHARMACEUTICALS I COM 59990210 26921 1593000 SH SHARED 04 1593000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1830 108300 SH SHARED 06 108300 D MILLENNIUM PHARMACEUTICALS I COM 59990210 5504 325700 SH SHARED 10 325700 D MILLENNIUM PHARMACEUTICALS I COM 59990210 232 13743 SH SHARED 14 13743 D MILLENNIUM CHEMICALS INC COM 59990310 3357 224760 SH SHARED 210660 14100 D MILLENNIUM CHEMICALS INC COM 59990310 276 18482 SH SHARED 01 18482 D MILLENNIUM CHEMICALS INC COM 59990310 543 36377 SH SHARED 02 36377 D MILLEA HOLDINGS INC ADR 60032R10 239 3079 SH SHARED 3079 D MILLEA HOLDINGS INC ADR 60032R10 134 1736 SH SHARED 01 1736 D MILLENNIUM CELL INC COM 60038B10 0 177 SH SHARED 177 D MILLENNIUM CELL INC COM 60038B10 0 43 SH SHARED 01 43 D MILLER HERMAN INC COM 60054410 730 27451 SH SHARED 27451 D MILLER HERMAN INC COM 60054410 603 22670 SH SHARED 01 22400 270 D MILLER HERMAN INC COM 60054410 991 37279 SH SHARED 02 37279 D MILLER HERMAN INC COM 60054410 281 10600 SH SHARED 06 10600 D MILLIPORE CORP COM 60107310 6823 132812 SH SHARED 131012 1800 D MILLIPORE CORP COM 60107310 965 18788 SH SHARED 01 15988 2800 D MILLIPORE CORP COM 60107310 123 2400 SH SHR/OTHR 01 2400 D MILLIPORE CORP COM 60107310 2011 39149 SH SHARED 02 39149 D MILLIPORE CORP COM 60107310 990 19269 SH SHARED 10 19269 D MILLS CORP COM 60114810 743 13951 SH SHARED 13951 D MILLS CORP COM 60114810 1081 20300 SH SHARED 01 15300 5000 D MILLS CORP COM 60114810 227 4278 SH SHARED 02 4278 D MINDSPEED TECHNOLOGIES INC COM 60268210 169 25900 SH SHARED 25900 D MINDSPEED TECHNOLOGIES INC COM 60268210 31 4864 SH SHARED 01 4864 D MINDSPEED TECHNOLOGIES INC COM 60268210 26 4000 SH SHR/OTHR 01 4000 D MINDSPEED TECHNOLOGIES INC COM 60268210 687 105351 SH SHARED 02 105351 D MINDSPEED TECHNOLOGIES INC COM 60268210 217 33315 SH SHARED 06 33315 D MINE SAFETY APPLIANCES CO COM 60272010 143 5069 SH SHARED 5069 D MINE SAFETY APPLIANCES CO COM 60272010 34 1200 SH SHARED 01 1200 D MINE SAFETY APPLIANCES CO COM 60272010 604 21319 SH SHARED 02 21319 D MINE SAFETY APPLIANCES CO COM 60272010 68 2430 SH SHARED 10 2430 D MINEFINDERS LTD COM 60290010 69 7000 SH SHARED 7000 D MINEFINDERS LTD COM 60290010 9330 942500 SH SHARED 10 942500 D MINERALS TECHNOLOGIES INC COM 60315810 762 13362 SH SHARED 13362 D MINERALS TECHNOLOGIES INC COM 60315810 336 5900 SH SHARED 01 5900 D MINERALS TECHNOLOGIES INC COM 60315810 668 11712 SH SHARED 02 11712 D MINERALS TECHNOLOGIES INC COM 60315810 46 810 SH SHARED 10 810 D MIPS TECHNOLOGIES INC COM 60456710 295 51419 SH SHARED 45142 6277 D MIPS TECHNOLOGIES INC COM 60456710 128 22317 SH SHARED 02 22317 D MIRAMAR MINING CORP COM 60466E10 53 30000 SH SHARED 30000 D MIRAMAR MINING CORP COM 60466E10 447 250000 SH SHARED 04 250000 D MISSION RESOURCES CORP COM 60510910 23 7292 SH SHARED 7292 D MISSION RESOURCES CORP COM 60510910 5 1808 SH SHARED 01 1808 D MISSION WEST PPTYS INC COM 60520310 51 3900 SH SHARED 3900 D MISSION WEST PPTYS INC COM 60520310 100 7549 SH SHARED 02 7549 D MITCHELLS & BUTLERS SPONS ADR NEW 60668M20 29 6000 SH SHARED 02 6000 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 25 2609 SH SHARED 01 2609 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 677 68200 SH SHARED 02 68200 D MITSUI & CO LTD ADR 60682720 658 3627 SH SHARED 01 3627 D MOBIUS MGMT SYSTEMS INC COM 60692510 109 11988 SH SHARED 11988 D MOBIUS MGMT SYSTEMS INC COM 60692510 5 599 SH SHARED 01 599 D MOBIUS MGMT SYSTEMS INC COM 60692510 33 3691 SH SHARED 02 3691 D MOBILE MINI INC COM 60740F10 65 3764 SH SHARED 3764 D MOBILE MINI INC COM 60740F10 69 4000 SH SHARED 01 4000 D MOBILE MINI INC COM 60740F10 145 8401 SH SHARED 02 8401 D MOBILE MINI INC COM 60740F10 126 7300 SH SHARED 10 7300 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 33016 251073 SH SHARED 204239 46834 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 486 3700 SH SHARED 01 3700 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 3103 23600 SH SHARED 02 23600 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 8310 63200 SH SHARED 04 63200 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 4332 32946 SH SHARED 05 32946 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 12879 97944 SH SHARED 10 97944 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 2618 19909 SH SHARED 12 19909 D MOBILITY ELECTRONICS INC COM 60741U10 225 24775 SH SHARED 24775 D MOBILITY ELECTRONICS INC COM 60741U10 1787 196500 SH SHARED 01 180000 16500 D MOBILITY ELECTRONICS INC COM 60741U10 136 14954 SH SHARED 02 14954 D MOBILITY ELECTRONICS INC COM 60741U10 7461 820000 SH SHARED 10 820000 D MODEM MEDIA INC CL A 60753310 169 26132 SH SHARED 26132 D MODEM MEDIA INC CL A 60753310 8052 1240679 SH SHARED 01 478379 762300 D MODEM MEDIA INC CL A 60753310 141 21732 SH SHARED 02 21732 D MODEM MEDIA INC CL A 60753310 380 58600 SH SHARED 05 58600 D MODINE MFG CO COM 60782810 536 20577 SH SHARED 20577 D MODINE MFG CO COM 60782810 275 10564 SH SHARED 01 10564 D MODINE MFG CO COM 60782810 698 26789 SH SHARED 02 26789 D MODTECH HLDGS INC COM 60783C10 35 4851 SH SHARED 4851 D MODTECH HLDGS INC COM 60783C10 5 681 SH SHARED 01 681 D MODTECH HLDGS INC COM 60783C10 28 3863 SH SHARED 02 3863 D MOHAWK INDS INC COM 60819010 3284 39880 SH SHARED 39880 D MOHAWK INDS INC COM 60819010 6087 73919 SH SHARED 01 73819 100 D MOHAWK INDS INC COM 60819010 1737 21102 SH SHARED 02 21102 D MOLDFLOW CORP COM 60850710 57 5677 SH SHARED 5677 D MOLDFLOW CORP COM 60850710 14 1407 SH SHARED 01 1407 D MOLECULAR DEVICES CORP COM 60851C10 1187 63053 SH SHARED 63053 D MOLECULAR DEVICES CORP COM 60851C10 122 6496 SH SHARED 01 6496 D MOLECULAR DEVICES CORP COM 60851C10 127 6786 SH SHARED 02 6786 D MOLINA HEALTHCARE INC COM 60855R10 407 13895 SH SHARED 02 13895 D MOLEX INC COM 60855410 35761 1176754 SH SHARED 1176754 D MOLEX INC COM 60855410 4789 157602 SH SHARED 01 142394 15208 D MOLEX INC COM 60855410 151 5000 SH SHR/OTHR 01 5000 D MOLEX INC COM 60855410 3213 105735 SH SHARED 02 105735 D MOLEX INC COM 60855410 24 816 SH SHARED 05 816 D MOLEX INC COM 60855410 3420 112557 SH SHARED 10 112557 D MOLEX INC CL A 60855420 25493 978630 SH SHARED 978630 D MOLEX INC CL A 60855420 608 23342 SH SHARED 01 2000 21342 D MOLEX INC CL A 60855420 21 823 SH SHR/OTHR 01 823 D MOLEX INC CL A 60855420 15 600 SH SHARED 02 600 D MONACO COACH CORP COM 60886R10 587 21911 SH SHARED 21911 D MONACO COACH CORP COM 60886R10 1594 59488 SH SHARED 01 59488 D MONACO COACH CORP COM 60886R10 335 12528 SH SHARED 02 12528 D MONACO COACH CORP COM 60886R10 758 28307 SH SHARED 10 28307 D MONDAVI ROBERT CORP CL A 60920010 623 16460 SH SHARED 16460 D MONDAVI ROBERT CORP CL A 60920010 34 907 SH SHARED 01 907 D MONDAVI ROBERT CORP CL A 60920010 174 4617 SH SHARED 02 4617 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 223 16700 SH SHARED 16700 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 162 12138 SH SHARED 02 12138 D MONRO MUFFLER BRAKE INC COM 61023610 57 2300 SH SHARED 2300 D MONRO MUFFLER BRAKE INC COM 61023610 3 150 SH SHARED 01 150 D MONRO MUFFLER BRAKE INC COM 61023610 117 4718 SH SHARED 02 4718 D MONSANTO CO NEW COM 61166W10 37661 1027031 SH SHARED 799343 227688 D MONSANTO CO NEW COM 61166W10 70166 1913448 SH SHARED 01 1254850 6300 652298 D MONSANTO CO NEW COM 61166W10 764 20856 SH SHR/OTHR 01 423 20433 D MONSANTO CO NEW COM 61166W10 6279 171239 SH SHARED 02 171239 D MONSANTO CO NEW COM 61166W10 28245 770268 SH SHARED 05 534788 235480 D MONSANTO CO NEW COM 61166W10 475 12955 SH SHARED 06 12231 724 D MONSANTO CO NEW COM 61166W10 2387 65100 SH SHARED 07 65100 D MONSANTO CO NEW COM 61166W10 1569 42800 SH SHARED 09 42800 D MONSANTO CO NEW COM 61166W10 73952 2016692 SH SHARED 10 2016692 D MONSTER WORLDWIDE INC COM 61174210 6888 262907 SH SHARED 259707 3200 D MONSTER WORLDWIDE INC COM 61174210 301 11500 SH SHARED 01 11500 D MONSTER WORLDWIDE INC COM 61174210 3323 126842 SH SHARED 02 126842 D MONSTER WORLDWIDE INC COM 61174210 3275 125000 SH SHARED 04 125000 D MONSTER WORLDWIDE INC COM 61174210 178 6800 SH SHARED 06 6800 D MONSTER WORLDWIDE INC COM 61174210 2599 99207 SH SHARED 10 99207 D MONSTER WORLDWIDE INC COM 61174210 1134 43300 SH SHARED 14 43300 D MONTEREY PASTA CO COM 61257010 34 10029 SH SHARED 10029 D MONTEREY PASTA CO COM 61257010 8 2486 SH SHARED 01 2486 D MONTGOMERY STR INCOME SECS I COM 61411510 1226 64070 SH SHARED 01 18500 45570 D MONTGOMERY STR INCOME SECS I COM 61411510 162 8500 SH SHR/OTHR 01 8500 D MONY GROUP INC COM 61533710 44 1400 SH SHARED 1400 D MONY GROUP INC COM 61533710 113818 3620181 SH SHARED 3257181 363000 D MONY GROUP INC COM 61533710 484 15395 SH SHARED 01 15395 D MONY GROUP INC COM 61533710 17637 560980 SH SHARED 02 560980 D MOODYS CORP COM 61536910 44891 634055 SH SHARED 460705 173350 D MOODYS CORP COM 61536910 10684 150916 SH SHARED 01 123394 27522 D MOODYS CORP COM 61536910 5780 81649 SH SHR/OTHR 01 81649 D MOODYS CORP COM 61536910 5155 72818 SH SHARED 02 72818 D MOODYS CORP COM 61536910 46 659 SH SHARED 05 200 459 D MOODYS CORP COM 61536910 5221 73750 SH SHARED 06 73750 D MOODYS CORP COM 61536910 7779 109885 SH SHARED 10 109885 D MOODYS CORP COM 61536910 106 1500 SH SHARED 14 1500 D MOOG INC CL A 61539420 354 10394 SH SHARED 10394 D MOOG INC CL A 61539420 738 21639 SH SHARED 01 21639 D MOOG INC CL A 61539420 433 12709 SH SHARED 02 12709 D MOOG INC CL A 61539420 14666 429850 SH SHARED 10 429850 D MORGAN STANLEY EASTN EUR FD COM 61698810 40 1200 SH SHARED 1200 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 158 16100 SH SHARED 16100 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 98 10000 SH SHR/OTHR 01 10000 D MORGAN STANLEY HIGH YIELD FD COM 61744M10 640 99500 SH SHARED 99500 D MORGAN STANLEY ASIA PAC FD I COM 61744U10 10 900 SH SHARED 900 D MORGAN STANLEY COM NEW 61744644 309688 5404687 SH SHARED 5271631 133056 D MORGAN STANLEY COM NEW 61744644 118103 2061149 SH SHARED 01 449786 17900 1593463 D MORGAN STANLEY COM NEW 61744644 6624 115603 SH SHR/OTHR 01 6955 108648 D MORGAN STANLEY COM NEW 61744644 31128 543256 SH SHARED 02 543256 D MORGAN STANLEY COM NEW 61744644 2108 36800 SH SHARED 03 36800 D MORGAN STANLEY COM NEW 61744644 140929 2459500 SH SHARED 04 2459500 D MORGAN STANLEY COM NEW 61744644 83907 1464358 SH SHARED 05 1136541 327817 D MORGAN STANLEY COM NEW 61744644 12772 222908 SH SHARED 06 159008 63900 D MORGAN STANLEY COM NEW 61744644 8262 144190 SH SHARED 07 144190 D MORGAN STANLEY COM NEW 61744644 5466 95400 SH SHARED 09 95400 D MORGAN STANLEY COM NEW 61744644 295141 5150804 SH SHARED 10 5150804 D MORGAN STANLEY COM NEW 61744644 1669 29139 SH SHARED 14 29139 D MORGAN STANLEY INDIA INVS FD COM 61745C10 417 16469 SH SHARED 16469 D MORGAN STANLEY INDIA INVS FD COM 61745C10 5 231 SH SHARED 01 231 D MORGAN STANLEY MUN INC OPP II 61745P44 80 10000 SH SHARED 10000 D MORGAN STANLEY MUN INCM OPPTN 61745P45 76 10000 SH SHARED 10000 D MORGAN STANLEY CA INSD MUN TR 61745P50 129 9000 SH SHARED 9000 D MORGAN STANLEY QULTY MUN SECS 61745P58 144 9808 SH SHARED 9808 D MORGAN STANLEY QULTY MUN SECS 61745P58 16 1092 SH SHARED 01 1092 D MORGAN STANLEY QLT MUN INV TR 61745P66 132 9000 SH SHARED 9000 D MORGAN STANLEY QUALT MUN INCM 61745P73 437 30000 SH SHARED 01 30000 D MORGAN STANLEY INSD MUN INCM 61745P79 15 1042 SH SHARED 1042 D MORGAN STANLEY INSD MUN INCM 61745P79 3 258 SH SHARED 01 258 D MOTHERS WK INC COM 61990310 89 3355 SH SHARED 3355 D MOTHERS WK INC COM 61990310 15 564 SH SHARED 01 564 D MOTHERS WK INC COM 61990310 55 2074 SH SHARED 02 2074 D MOTOROLA INC COM 62007610 22 1288 SH SHARED 1288 D MOTOROLA INC COM 62007610 282489 16050557 SH SHARED 15430861 619696 D MOTOROLA INC COM 62007610 77168 4384593 SH SHARED 01 3110462 13000 1261131 D MOTOROLA INC COM 62007610 2758 156724 SH SHR/OTHR 01 5100 151624 D MOTOROLA INC COM 62007610 27564 1566168 SH SHARED 02 1566168 D MOTOROLA INC COM 62007610 1228 69800 SH SHARED 03 18300 51500 D MOTOROLA INC COM 62007610 23672 1345000 SH SHARED 04 1345000 D MOTOROLA INC COM 62007610 20127 1143585 SH SHARED 05 906440 237145 D MOTOROLA INC COM 62007610 2919 165859 SH SHARED 06 161659 4200 D MOTOROLA INC COM 62007610 2511 142700 SH SHARED 07 142700 D MOTOROLA INC COM 62007610 1302 74000 SH SHARED 09 74000 D MOTOROLA INC COM 62007610 71107 4040184 SH SHARED 10 4040184 D MOTOROLA INC COM 62007610 1548 87960 SH SHARED 14 87960 D MOTOROLA INC EQTY UNIT 7% 62007620 6729 138590 SH SHARED 138590 D MOTOROLA INC EQTY UNIT 7% 62007620 607 12500 SH SHARED 01 12500 D MOTOROLA INC EQTY UNIT 7% 62007620 17 360 SH SHARED 02 360 D MOVADO GROUP INC COM 62458010 63 2109 SH SHARED 2109 D MOVADO GROUP INC COM 62458010 26 900 SH SHARED 01 900 D MOVADO GROUP INC COM 62458010 206 6882 SH SHARED 02 6882 D MOVIE GALLERY INC COM 62458110 1065 54382 SH SHARED 54382 D MOVIE GALLERY INC COM 62458110 4721 241020 SH SHARED 01 241020 D MOVIE GALLERY INC COM 62458110 286 14624 SH SHARED 02 14624 D MOVIE GALLERY INC COM 62458110 715 36500 SH SHARED 10 36500 D MUELLER INDS INC COM 62475610 572 16856 SH SHARED 16856 D MUELLER INDS INC COM 62475610 133 3918 SH SHARED 01 1418 2500 D MUELLER INDS INC COM 62475610 569 16747 SH SHARED 02 16747 D MUELLER INDS INC COM 62475610 27 810 SH SHARED 10 810 D MULTIMEDIA GAMES INC COM 62545310 2449 98997 SH SHARED 98997 D MULTIMEDIA GAMES INC COM 62545310 2324 93960 SH SHARED 01 93960 D MULTIMEDIA GAMES INC COM 62545310 877 35482 SH SHARED 02 35482 D MULTIMEDIA GAMES INC COM 62545310 174 7040 SH SHARED 05 7040 D MUNIHOLDINGS INSD FD INC COM 62593010 2 178 SH SHARED 01 178 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 541 36262 SH SHARED 36262 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 3 245 SH SHARED 01 238 7 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 272 18181 SH SHARED 18181 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 0 19 SH SHARED 01 19 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 44 3000 SH SHR/OTHR 01 3000 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 5 397 SH SHARED 02 397 D MUNIASSETS FD INC COM 62618Q10 463 38200 SH SHARED 38200 D MUNI INTER DURATION FD INC COM 62618U10 73 5000 SH SHARED 5000 D MUNICIPAL ADVANTAGE FD INC COM 62618910 110 7600 SH SHARED 02 7600 D MUNICIPAL HIGH INCOME FD INC COM 62621410 63 8000 SH SHARED 8000 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 6 259 SH SHARED 259 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 0 19 SH SHARED 01 19 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 7 300 SH SHARED 02 300 D MUNIHOLDINGS FLA INSD FD COM 62624W10 581 38102 SH SHARED 38102 D MUNIHOLDINGS FLA INSD FD COM 62624W10 4 298 SH SHARED 01 298 D MUNIENHANCED FD INC COM 62624310 105 9400 SH SHARED 9400 D MUNIINSURED FD INC COM 62624510 48 5000 SH SHR/OTHR 01 5000 D MUNIHOLDINGS INSD FD II INC COM 62625A10 195 14200 SH SHARED 14200 D MUNIHOLDINGS INSD FD II INC COM 62625A10 2 158 SH SHARED 01 158 D MUNIYIELD CALIF INS FD COM 62629L10 818 57283 SH SHARED 57283 D MUNIYIELD CALIF INS FD COM 62629L10 5 417 SH SHARED 01 417 D MUNIYIELD CALIF INS FD COM 62629L10 42 3000 SH SHR/OTHR 01 3000 D MUNIVEST FD II INC COM 62629P10 15 1000 SH SHARED 01 1000 D MUNIVEST FD INC COM 62629510 707 73400 SH SHARED 73400 D MUNIVEST FD INC COM 62629510 22 2300 SH SHARED 01 2300 D MUNIYIELD FD INC COM 62629910 630 45503 SH SHARED 45503 D MUNIYIELD FD INC COM 62629910 5 397 SH SHARED 01 397 D MUNIYIELD INSD FD INC COM 62630E10 675 44164 SH SHARED 44164 D MUNIYIELD INSD FD INC COM 62630E10 10 662 SH SHARED 01 536 126 D MUNIYIELD MICH INSD FD INC COM 62630J10 13 882 SH SHARED 882 D MUNIYIELD MICH INSD FD INC COM 62630J10 3 218 SH SHARED 01 218 D MUNIYIELD QUALITY FD II COM 62630T10 351 27000 SH SHARED 27000 D MUNIYIELD N Y INSD FD INC COM 62630110 116 8348 SH SHARED 8348 D MUNIYIELD N Y INSD FD INC COM 62630110 16 1152 SH SHARED 01 1152 D MUNIYIELD N Y INSD FD INC COM 62630110 418 30043 SH SHR/OTHR 01 4831 25212 D MUNIYIELD N Y INSD FD INC COM 62630110 3 238 SH SHARED 02 238 D MURPHY OIL CORP COM 62671710 62 1000 SH SHARED 1000 D MURPHY OIL CORP COM 62671710 5682 90238 SH SHARED 90238 D MURPHY OIL CORP COM 62671710 13887 220543 SH SHARED 01 71743 148800 D MURPHY OIL CORP COM 62671710 23531 373700 SH SHR/OTHR 01 373700 D MURPHY OIL CORP COM 62671710 1318 20933 SH SHARED 02 20933 D MURPHY OIL CORP COM 62671710 201 3200 SH SHARED 05 3200 D MURPHY OIL CORP COM 62671710 409 6500 SH SHARED 10 6500 D MURPHY OIL CORP COM 62671710 42 678 SH SHARED 14 678 D MUTUALFIRST FINL INC COM 62845B10 26 1100 SH SHARED 1100 D MUTUALFIRST FINL INC COM 62845B10 52 2164 SH SHARED 02 2164 D MYERS INDS INC COM 62846410 60 4900 SH SHARED 4900 D MYERS INDS INC COM 62846410 852 69342 SH SHARED 01 69342 D MYERS INDS INC COM 62846410 20 1668 SH SHR/OTHR 01 1668 D MYERS INDS INC COM 62846410 135 10996 SH SHARED 02 10996 D MYERS INDS INC COM 62846410 844 68653 SH SHARED 10 68653 D MYKROLIS CORP COM 62852P10 121 8500 SH SHARED 8500 D MYKROLIS CORP COM 62852P10 2600 182380 SH SHARED 01 180487 1893 D MYKROLIS CORP COM 62852P10 382 26838 SH SHARED 02 26838 D MYKROLIS CORP COM 62852P10 630 44200 SH SHARED 10 44200 D MYLAN LABS INC COM 62853010 815 35892 SH SHARED 35892 D MYLAN LABS INC COM 62853010 4791 210795 SH SHARED 01 192795 17800 200 D MYLAN LABS INC COM 62853010 179 7875 SH SHR/OTHR 01 450 7425 D MYLAN LABS INC COM 62853010 2198 96725 SH SHARED 02 96725 D MYLAN LABS INC COM 62853010 4625 203500 SH SHARED 04 203500 D MYLAN LABS INC COM 62853010 159 7000 SH SHARED 06 7000 D MYLAN LABS INC COM 62853010 5675 249697 SH SHARED 10 249697 D MYLAN LABS INC COM 62853010 124 5484 SH SHARED 14 5484 D MYRIAD GENETICS INC COM 62855J10 854 52820 SH SHARED 52820 D MYRIAD GENETICS INC COM 62855J10 20 1298 SH SHARED 01 1298 D MYRIAD GENETICS INC COM 62855J10 6 400 SH SHR/OTHR 01 400 D MYRIAD GENETICS INC COM 62855J10 263 16267 SH SHARED 02 16267 D MYOGEN INC COM 62856E10 156 14304 SH SHARED 02 14304 D NBC CAP CORP COM 62872910 44 1700 SH SHARED 1700 D NBC CAP CORP COM 62872910 92 3542 SH SHARED 02 3542 D NBT BANCORP INC COM 62877810 185 8223 SH SHARED 8223 D NBT BANCORP INC COM 62877810 144 6400 SH SHARED 01 6400 D NBT BANCORP INC COM 62877810 358 15916 SH SHARED 02 15916 D NBTY INC COM 62878210 182 4900 SH SHARED 4900 D NBTY INC COM 62878210 1565 42106 SH SHARED 42106 D NBTY INC COM 62878210 2574 69250 SH SHARED 01 68500 750 D NBTY INC COM 62878210 1652 44440 SH SHARED 02 44440 D NBTY INC COM 62878210 1130 30410 SH SHARED 10 30410 D NCI BUILDING SYS INC COM 62885210 49 2100 SH SHARED 2100 D NCI BUILDING SYS INC COM 62885210 284 12125 SH SHARED 12125 D NCI BUILDING SYS INC COM 62885210 57 2440 SH SHARED 01 2440 D NCI BUILDING SYS INC COM 62885210 216 9221 SH SHARED 02 9221 D NCI BUILDING SYS INC COM 62885210 3580 152600 SH SHARED 10 152600 D NCO GROUP INC NOTE 4.750% 4/1 628858AB 2 2000 PRN SHARED 01 2000 D NCO GROUP INC NOTE 4.750% 4/1 628858AB 510 487000 PRN SHARED 02 487000 D NCO GROUP INC COM 62885810 147 6296 SH SHARED 6296 D NCO GROUP INC COM 62885810 1053 45121 SH SHARED 01 45121 D NCO GROUP INC COM 62885810 309 13237 SH SHARED 02 13237 D NCO GROUP INC COM 62885810 1260 54000 SH SHARED 10 54000 D NCR CORP NEW COM 62886E10 638 14500 SH SHARED 14500 D NCR CORP NEW COM 62886E10 9849 223544 SH SHARED 223543 1 D NCR CORP NEW COM 62886E10 14948 339287 SH SHARED 01 339286 1 D NCR CORP NEW COM 62886E10 18 418 SH SHR/OTHR 01 418 D NCR CORP NEW COM 62886E10 1949 44240 SH SHARED 02 44240 D NCR CORP NEW COM 62886E10 2203 50000 SH SHARED 04 50000 D NCR CORP NEW COM 62886E10 14 322 SH SHARED 05 322 D NCR CORP NEW COM 62886E10 7837 177876 SH SHARED 10 177876 D NDS GROUP PLC SPONSORED ADR 62889110 3446 125138 SH SHARED 125138 D NDS GROUP PLC SPONSORED ADR 62889110 743 27000 SH SHARED 02 27000 D NS GROUP INC COM 62891610 114 8808 SH SHARED 8808 D NS GROUP INC COM 62891610 6757 519792 SH SHARED 01 455392 64400 D NS GROUP INC COM 62891610 296 22786 SH SHARED 02 22786 D NS GROUP INC COM 62891610 725 55800 SH SHARED 05 55800 D NASB FINL INC COM 62896810 35 900 SH SHARED 900 D NASB FINL INC COM 62896810 60 1509 SH SHARED 02 1509 D NEC CORP ADR 62905020 137 16672 SH SHARED 16672 D NEC CORP ADR 62905020 295 35942 SH SHARED 01 3328 32614 D NII HLDGS INC CL B NEW 62913F20 1985 56600 SH SHARED 36600 20000 D NII HLDGS INC CL B NEW 62913F20 1613 46000 SH SHARED 01 46000 D NII HLDGS INC CL B NEW 62913F20 1854 52877 SH SHARED 02 19877 33000 D NII HLDGS INC CL B NEW 62913F20 63 1800 SH SHARED 10 1800 D NIC INC COM 62914B10 46 7700 SH SHARED 7700 D NIC INC COM 62914B10 87 14522 SH SHARED 02 14522 D NL INDS INC COM NEW 62915640 774 55704 SH SHARED 55704 D NL INDS INC COM NEW 62915640 17 1235 SH SHARED 01 1235 D NL INDS INC COM NEW 62915640 99 7178 SH SHARED 02 7178 D NMS COMMUNICATIONS CORP COM 62924810 141 19782 SH SHARED 02 19782 D NN INC COM 62933710 32 2790 SH SHARED 2790 D NN INC COM 62933710 0 22 SH SHARED 01 22 D NN INC COM 62933710 117 10019 SH SHARED 02 10019 D NPS PHARMACEUTICALS INC COM 62936P10 2011 70546 SH SHARED 70021 525 D NPS PHARMACEUTICALS INC COM 62936P10 19831 695370 SH SHARED 01 655679 6191 33500 D NPS PHARMACEUTICALS INC COM 62936P10 10 377 SH SHR/OTHR 01 377 D NPS PHARMACEUTICALS INC COM 62936P10 680 23865 SH SHARED 02 23865 D NPS PHARMACEUTICALS INC COM 62936P10 15258 535000 SH SHARED 04 535000 D NPS PHARMACEUTICALS INC COM 62936P10 185 6500 SH SHARED 06 6500 D NPS PHARMACEUTICALS INC COM 62936P10 21013 736791 SH SHARED 10 736791 D NPS PHARMACEUTICALS INC COM 62936P10 213 7500 SH SHARED 14 7500 D NTL INC DEL COM 62940M10 29079 488492 SH SHARED 84188 404304 D NTL INC DEL COM 62940M10 892 15000 SH SHARED 01 15000 D NTL INC DEL COM 62940M10 766 12881 SH SHARED 02 12681 200 D NTL INC DEL COM 62940M10 41 700 SH SHARED 06 700 D NTL INC DEL COM 62940M10 452 7600 SH SHARED 14 7600 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 481 21722 SH SHARED 21722 D NTT DOCOMO INC SPONS ADR 62942M20 357 16133 SH SHARED 01 3462 12671 D NUI CORP COM 62943110 128 7621 SH SHARED 7621 D NUI CORP COM 62943110 25 1500 SH SHR/OTHR 01 1500 D NUI CORP COM 62943110 130 7715 SH SHARED 02 7715 D NUI CORP COM 62943110 4090 241900 SH SHARED 10 241900 D NVR INC COM 62944T10 644 1400 SH SHARED 1400 D NVR INC COM 62944T10 23011 50026 SH SHARED 50026 D NVR INC COM 62944T10 1627 3538 SH SHARED 01 3538 D NVR INC COM 62944T10 253 552 SH SHARED 02 542 10 D NVR INC COM 62944T10 254 554 SH SHARED 06 554 D NVE CORP COM NEW 62944520 157 3293 SH SHARED 3293 D NVE CORP COM NEW 62944520 111 2335 SH SHARED 02 2335 D NYMAGIC INC COM 62948410 76 3024 SH SHARED 3024 D NYMAGIC INC COM 62948410 14 576 SH SHARED 01 576 D NYMAGIC INC COM 62948410 127 5036 SH SHARED 02 5036 D NABI BIOPHARMACEUTICALS COM 62951910 397 25531 SH SHARED 25531 D NABI BIOPHARMACEUTICALS COM 62951910 76 4900 SH SHARED 01 4900 D NABI BIOPHARMACEUTICALS COM 62951910 699 44958 SH SHARED 02 44958 D NABI BIOPHARMACEUTICALS COM 62951910 10700 687700 SH SHARED 04 687700 D NABI BIOPHARMACEUTICALS COM 62951910 129 8300 SH SHARED 10 8300 D NABI BIOPHARMACEUTICALS COM 62951910 140 9000 SH SHARED 14 9000 D NABORS INDS INC DBCV 2/0 629568AF 70900107100000 PRN SHARED 107100000 D NACCO INDS INC CL A 62957910 280 3400 SH SHARED 3400 D NACCO INDS INC CL A 62957910 1532 18595 SH SHARED 18595 D NACCO INDS INC CL A 62957910 248 3015 SH SHARED 01 3015 D NACCO INDS INC CL A 62957910 280 3407 SH SHARED 02 3407 D NACCO INDS INC CL A 62957910 29 360 SH SHARED 10 360 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 765 30124 SH SHARED 30124 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 398 15700 SH SHARED 02 15700 D NANOGEN INC COM 63007510 925 122917 SH SHARED 122917 D NANOGEN INC COM 63007510 116 15491 SH SHARED 01 15491 D NANOGEN INC COM 63007510 99 13180 SH SHARED 02 13180 D NANOMETRICS INC COM 63007710 362 23698 SH SHARED 23698 D NANOMETRICS INC COM 63007710 18 1223 SH SHARED 01 1223 D NANOMETRICS INC COM 63007710 121 7936 SH SHARED 02 7936 D NANOPHASE TCHNOLOGIES CORP COM 63007910 526 53067 SH SHARED 53067 D NANOPHASE TCHNOLOGIES CORP COM 63007910 45 4552 SH SHARED 01 4552 D NAPCO SEC SYS INC COM 63040210 100 6000 SH SHARED 6000 D NAPRO BIOTHERAPUTICS INC COM 63079510 1 401 SH SHARED 401 D NAPRO BIOTHERAPUTICS INC COM 63079510 0 99 SH SHARED 01 99 D NARA BANCORP INC COM 63080P10 149 5025 SH SHARED 5025 D NARA BANCORP INC COM 63080P10 61 2075 SH SHARED 01 2075 D NARA BANCORP INC COM 63080P10 145 4888 SH SHARED 02 4888 D NARA BANCORP INC COM 63080P10 41 1400 SH SHARED 10 1400 D NASDAQ 100 TR UNIT SER 1 63110010 349129 9741326 SH SHARED 9305754 435572 D NASDAQ 100 TR UNIT SER 1 63110010 898 25075 SH SHARED 01 8400 16675 D NASDAQ 100 TR UNIT SER 1 63110010 10 300 SH SHR/OTHR 01 300 D NASDAQ 100 TR UNIT SER 1 63110010 71068 1982930 SH SHARED 02 1982930 D NASDAQ 100 TR UNIT SER 1 63110010 2965 82750 SH SHARED 10 82750 D NASH FINCH CO COM 63115810 68 2900 SH SHARED 2900 D NASH FINCH CO COM 63115810 59 2500 SH SHARED 01 2500 D NASH FINCH CO COM 63115810 143 6038 SH SHARED 02 6038 D NASH FINCH CO COM 63115810 19 810 SH SHARED 10 810 D NASSDA CORP COM 63172M10 24 3500 SH SHARED 3500 D NASSDA CORP COM 63172M10 36 5200 SH SHARED 01 5200 D NASSDA CORP COM 63172M10 45 6596 SH SHARED 02 6596 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 50 3800 SH SHARED 3800 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 9 695 SH SHARED 02 695 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 63252530 78825 2005750 SH SHARED 2005750 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 63252530 37493 954022 SH SHARED 02 954022 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 502 4241 SH SHARED 4241 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 23 199 SH SHARED 02 199 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 657 120706 SH SHARED 120706 D NATIONAL BANKSHARES INC VA COM 63486510 51 1000 SH SHARED 1000 D NATIONAL BANKSHARES INC VA COM 63486510 86 1694 SH SHARED 02 1694 D NATIONAL BEVERAGE CORP COM 63501710 19 2100 SH SHARED 2100 D NATIONAL BEVERAGE CORP COM 63501710 119 12513 SH SHARED 02 12513 D NATIONAL BEVERAGE CORP COM 63501710 123 13020 SH SHARED 10 13020 D NATIONAL CITY CORP COM 63540510 104152 2927290 SH SHARED 2848815 78475 D NATIONAL CITY CORP COM 63540510 43517 1223077 SH SHARED 01 795432 900 426745 D NATIONAL CITY CORP COM 63540510 532 14963 SH SHR/OTHR 01 500 14463 D NATIONAL CITY CORP COM 63540510 12036 338294 SH SHARED 02 338294 D NATIONAL CITY CORP COM 63540510 116 3284 SH SHARED 05 600 2684 D NATIONAL CITY CORP COM 63540510 382 10750 SH SHARED 06 9950 800 D NATIONAL CITY CORP COM 63540510 50818 1428286 SH SHARED 10 1428286 D NATIONAL CITY CORP COM 63540510 174 4900 SH SHARED 14 4900 D NATIONAL COMMERCE FINL CORP COM 63545P10 1452 50785 SH SHARED 50785 D NATIONAL COMMERCE FINL CORP COM 63545P10 1846 64534 SH SHARED 01 63534 1000 D NATIONAL COMMERCE FINL CORP COM 63545P10 1555 54368 SH SHARED 02 54368 D NATIONAL COMMERCE FINL CORP COM 63545P10 8 300 SH SHARED 05 300 D NATIONAL COMMERCE FINL CORP COM 63545P10 50 1750 SH SHARED 06 1750 D NATIONAL COMMERCE FINL CORP COM 63545P10 43 1519 SH SHARED 14 1519 D NATIONAL HEALTH REALTY INC COM 63590510 35 1900 SH SHARED 1900 D NATIONAL HEALTH REALTY INC COM 63590510 70 3799 SH SHARED 02 3799 D NATIONAL HEALTHCARE CORP COM 63590610 180 6955 SH SHARED 6955 D NATIONAL HEALTHCARE CORP COM 63590610 24 945 SH SHARED 01 945 D NATIONAL HEALTHCARE CORP COM 63590610 178 6878 SH SHARED 02 6878 D NATIONAL FINL PARTNERS CORP COM 63607P20 1178 36555 SH SHARED 36555 D NATIONAL FINL PARTNERS CORP COM 63607P20 18309 567745 SH SHARED 01 539545 3200 25000 D NATIONAL FINL PARTNERS CORP COM 63607P20 581 18037 SH SHARED 02 18037 D NATIONAL FINL PARTNERS CORP COM 63607P20 10356 321120 SH SHARED 10 321120 D NATIONAL FUEL GAS CO N J COM 63618010 495 20127 SH SHARED 20127 D NATIONAL FUEL GAS CO N J COM 63618010 1092 44395 SH SHARED 01 25139 19256 D NATIONAL FUEL GAS CO N J COM 63618010 689 28024 SH SHR/OTHR 01 28024 D NATIONAL FUEL GAS CO N J COM 63618010 494 20116 SH SHARED 02 20116 D NATIONAL GRID TRANSCO PLC SPONSORED ADR 63627410 11101 275943 SH SHARED 254149 21794 D NATIONAL GRID TRANSCO PLC SPONSORED ADR 63627410 663 16492 SH SHARED 01 16492 D NATIONAL HEALTH INVS INC COM 63633D10 169 5505 SH SHARED 5505 D NATIONAL HEALTH INVS INC COM 63633D10 40 1300 SH SHARED 01 1300 D NATIONAL HEALTH INVS INC COM 63633D10 383 12465 SH SHARED 02 12465 D NATIONAL HEALTH INVS INC COM 63633D10 7877 255750 SH SHARED 10 255750 D NATIONAL HEALTH INVS INC COM 63633D10 4928 160000 SH SHARED 11 160000 D NATIONAL INSTRS CORP COM 63651810 1053 33487 SH SHARED 31087 2400 D NATIONAL INSTRS CORP COM 63651810 722 22950 SH SHARED 01 22950 D NATIONAL INSTRS CORP COM 63651810 599 19048 SH SHARED 02 19048 D NATIONAL MED HEALTH CARD SYS COM NEW 63691830 46 1837 SH SHARED 1837 D NATIONAL MED HEALTH CARD SYS COM NEW 63691830 11 455 SH SHARED 01 455 D NATIONAL MED HEALTH CARD SYS COM NEW 63691830 109 4302 SH SHARED 02 4302 D NATIONAL-OILWELL INC COM 63707110 1467 51874 SH SHARED 51874 D NATIONAL-OILWELL INC COM 63707110 1258 44496 SH SHARED 01 44496 D NATIONAL-OILWELL INC COM 63707110 9 338 SH SHR/OTHR 01 338 D NATIONAL-OILWELL INC COM 63707110 1448 51210 SH SHARED 02 51210 D NATIONAL PENN BANCSHARES INC COM 63713810 165 5260 SH SHARED 5260 D NATIONAL PENN BANCSHARES INC COM 63713810 61 1936 SH SHARED 01 1936 D NATIONAL PENN BANCSHARES INC COM 63713810 344 10938 SH SHARED 02 10938 D NATIONAL PENN BANCSHARES INC COM 63713810 9 300 SH SHARED 10 300 D NATIONAL PRESTO INDS INC COM 63721510 50 1300 SH SHARED 1300 D NATIONAL PRESTO INDS INC COM 63721510 87 2259 SH SHARED 02 2259 D NATIONAL PROCESSING INC COM 63722910 379 19964 SH SHARED 19964 D NATIONAL PROCESSING INC COM 63722910 79 4195 SH SHARED 01 4195 D NATIONAL PROCESSING INC COM 63722910 94 4968 SH SHARED 02 4968 D NATIONAL SEMICONDUCTOR CORP COM 63764010 17901 402924 SH SHARED 402924 D NATIONAL SEMICONDUCTOR CORP COM 63764010 46091 1037400 SH SHARED 01 1034500 2900 D NATIONAL SEMICONDUCTOR CORP COM 63764010 13277 298848 SH SHARED 02 298748 100 D NATIONAL SEMICONDUCTOR CORP COM 63764010 5775 130000 SH SHARED 04 130000 D NATIONAL SEMICONDUCTOR CORP COM 63764010 18 424 SH SHARED 05 424 D NATIONAL SEMICONDUCTOR CORP COM 63764010 408 9200 SH SHARED 06 9200 D NATIONAL SEMICONDUCTOR CORP COM 63764010 49898 1123086 SH SHARED 10 1123086 D NATIONAL SEMICONDUCTOR CORP COM 63764010 61 1385 SH SHARED 14 1385 D NATIONAL VISION INC COM 63845P10 350 219191 SH SHARED 219191 D NATIONAL VISION INC COM 63845P10 350 219191 SH SHARED 10 219191 D NATIONAL WESTN LIFE INS CO CL A 63852210 104 700 SH SHARED 700 D NATIONAL WESTN LIFE INS CO CL A 63852210 14 100 SH SHARED 01 100 D NATIONAL WESTN LIFE INS CO CL A 63852210 144 965 SH SHARED 02 965 D NATIONWIDE FINL SVCS INC CL A 63861210 1810 50210 SH SHARED 50210 D NATIONWIDE FINL SVCS INC CL A 63861210 2619 72674 SH SHARED 01 71974 700 D NATIONWIDE FINL SVCS INC CL A 63861210 81 2253 SH SHR/OTHR 01 2253 D NATIONWIDE FINL SVCS INC CL A 63861210 194 5390 SH SHARED 02 5390 D NATIONWIDE HEALTH PPTYS INC COM 63862010 516 23172 SH SHARED 23172 D NATIONWIDE HEALTH PPTYS INC COM 63862010 2728 122500 SH SHARED 01 96300 26200 D NATIONWIDE HEALTH PPTYS INC COM 63862010 67 3040 SH SHR/OTHR 01 3040 D NATIONWIDE HEALTH PPTYS INC COM 63862010 714 32091 SH SHARED 02 32091 D NATIONWIDE HEALTH PPTYS INC COM 63862010 1886 84700 SH SHARED 10 84700 D NATIONWIDE HEALTH PPTYS INC COM 63862010 19486 875000 SH SHARED 11 875000 D NAVISTAR FINL CORP NOTE 4.750% 4/0 638902AM 28798 26965000 PRN SHARED 26965000 D NAVISTAR FINL CORP NOTE 4.750% 4/0 638902AM 2880 2697000 PRN SHARED 02 2697000 D NAVIGATORS GROUP INC COM 63890410 138 4811 SH SHARED 4811 D NAVIGATORS GROUP INC COM 63890410 2428 84393 SH SHARED 01 74793 9600 D NAVIGATORS GROUP INC COM 63890410 146 5107 SH SHARED 02 5107 D NAVIGATORS GROUP INC COM 63890410 233 8100 SH SHARED 05 8100 D NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P10 357 9297 SH SHARED 9297 D NATURES SUNSHINE PRODUCTS IN COM 63902710 34 2300 SH SHARED 2300 D NATURES SUNSHINE PRODUCTS IN COM 63902710 64 4322 SH SHARED 02 4322 D NATUZZI S P A ADR 63905A10 0 53 SH SHARED 53 D NATUS MEDICAL INC DEL COM 63905010 22 5697 SH SHARED 5697 D NATUS MEDICAL INC DEL COM 63905010 5 1412 SH SHARED 01 1412 D NAUTILUS GROUP INC COM 63910B10 974 61843 SH SHARED 61843 D NAUTILUS GROUP INC COM 63910B10 69 4417 SH SHARED 01 4417 D NAUTILUS GROUP INC COM 63910B10 31 2000 SH SHR/OTHR 01 2000 D NAUTILUS GROUP INC COM 63910B10 319 20272 SH SHARED 02 20272 D NAVARRE CORP COM 63920810 213 35988 SH SHARED 35988 D NAVARRE CORP COM 63920810 52 8923 SH SHARED 01 8923 D NAVISTAR INTL CORP NEW NOTE 2.500%12/1 63934EAG 52294 34840000 PRN SHARED 34840000 D NAVISTAR INTL CORP NEW NOTE 2.500%12/1 63934EAG 6 4000 PRN SHARED 01 4000 D NAVISTAR INTL CORP NEW NOTE 2.500%12/1 63934EAG 3515 2342000 PRN SHARED 02 2342000 D NAVISTAR INTL CORP NEW COM 63934E10 178 3900 SH SHARED 3900 D NAVISTAR INTL CORP NEW COM 63934E10 9337 203656 SH SHARED 201056 2600 D NAVISTAR INTL CORP NEW COM 63934E10 783 17088 SH SHARED 01 17088 D NAVISTAR INTL CORP NEW COM 63934E10 2050 44714 SH SHARED 02 44714 D NAVISTAR INTL CORP NEW COM 63934E10 2139 46669 SH SHARED 10 46669 D NAVISTAR INTL CORP NEW COM 63934E10 1767 38546 SH SHARED 14 38546 D NAVIGANT CONSULTING INC COM 63935N10 355 17576 SH SHARED 17576 D NAVIGANT CONSULTING INC COM 63935N10 277 13700 SH SHARED 01 13700 D NAVIGANT CONSULTING INC COM 63935N10 810 40043 SH SHARED 02 40043 D NAVIGANT INTL INC COM 63935R10 270 15025 SH SHARED 15025 D NAVIGANT INTL INC COM 63935R10 9 500 SH SHARED 01 500 D NAVIGANT INTL INC COM 63935R10 109 6103 SH SHARED 02 6103 D NAVIGANT INTL INC COM 63935R10 5174 287160 SH SHARED 10 287160 D NDCHEALTH CORP COM 63948010 2391 88087 SH SHARED 88087 D NDCHEALTH CORP COM 63948010 2211 81468 SH SHARED 01 79968 1500 D NDCHEALTH CORP COM 63948010 32 1200 SH SHR/OTHR 01 1200 D NDCHEALTH CORP COM 63948010 490 18078 SH SHARED 02 18078 D NDCHEALTH CORP COM 63948010 215 7950 SH SHARED 10 7950 D NEIGHBORCARE INC COM 64015Y10 31274 1283844 SH SHARED 1283844 D NEIGHBORCARE INC COM 64015Y10 9222 378600 SH SHARED 01 343400 35200 D NEIGHBORCARE INC COM 64015Y10 554 22775 SH SHARED 02 22775 D NEIGHBORCARE INC COM 64015Y10 258 10600 SH SHARED 10 10600 D NEIMAN MARCUS GROUP INC CL A 64020420 70 1300 SH SHARED 1300 D NEIMAN MARCUS GROUP INC CL A 64020420 3315 61462 SH SHARED 61462 D NEIMAN MARCUS GROUP INC CL A 64020420 2016 37387 SH SHARED 01 37117 270 D NEIMAN MARCUS GROUP INC CL A 64020420 623 11556 SH SHARED 02 11556 D NEIMAN MARCUS GROUP INC CL B 64020430 1137 22674 SH SHARED 22674 D NEIMAN MARCUS GROUP INC CL B 64020430 5096 101622 SH SHARED 01 417 101205 D NEKTAR THERAPEUTICS COM 64026810 274 12760 SH SHARED 12500 260 D NEKTAR THERAPEUTICS COM 64026810 2134 99200 SH SHARED 01 99200 D NEKTAR THERAPEUTICS COM 64026810 1192 55420 SH SHARED 02 55420 D NEKTAR THERAPEUTICS COM 64026810 8790 408500 SH SHARED 04 408500 D NEKTAR THERAPEUTICS COM 64026810 398 18500 SH SHARED 06 18500 D NEKTAR THERAPEUTICS COM 64026810 447 20800 SH SHARED 10 20800 D NEKTAR THERAPEUTICS COM 64026810 92 4300 SH SHARED 14 4300 D NELNET INC CL A 64031N10 543 21411 SH SHARED 02 21411 D NELSON THOMAS INC COM 64037610 54 2000 SH SHARED 2000 D NELSON THOMAS INC COM 64037610 634 23300 SH SHARED 01 23300 D NELSON THOMAS INC COM 64037610 232 8557 SH SHARED 02 8557 D NELSON THOMAS INC COM 64037610 672 24700 SH SHARED 10 24700 D NEOFORMA COM INC COM NEW 64047550 5834 536794 SH SHARED 536794 D NEOFORMA COM INC COM NEW 64047550 1471 135345 SH SHARED 02 135345 D NEOMAGIC CORP COM 64049710 162 34892 SH SHARED 34892 D NEOMAGIC CORP COM 64049710 40 8651 SH SHARED 01 8651 D NEORX CORP COM PAR $0.02 64052030 0 125 SH SHARED 01 125 D NEOSE TECHNOLOGIES INC COM 64052210 45 4791 SH SHARED 4791 D NEOSE TECHNOLOGIES INC COM 64052210 1 196 SH SHARED 01 196 D NEOSE TECHNOLOGIES INC COM 64052210 101 10755 SH SHARED 02 10755 D NEOWARE SYS INC COM 64065P10 379 36827 SH SHARED 36827 D NEOWARE SYS INC COM 64065P10 78 7621 SH SHARED 02 7621 D NEOPHARM INC COM 64091910 76 4100 SH SHARED 4100 D NEOPHARM INC COM 64091910 250 13342 SH SHARED 02 13342 D NETBANK INC COM 64093310 1318 107968 SH SHARED 107968 D NETBANK INC COM 64093310 1481 121369 SH SHARED 01 121369 D NETBANK INC COM 64093310 579 47489 SH SHARED 02 47489 D NETBANK INC COM 64093310 22 1830 SH SHARED 05 1830 D NETBANK INC COM 64093310 213 17500 SH SHARED 10 17500 D NETWORKS ASSOCS INC COM 64093810 95 5300 SH SHARED 5300 D NETWORKS ASSOCS INC COM 64093810 3219 178868 SH SHARED 167668 11200 D NETWORKS ASSOCS INC COM 64093810 4649 258324 SH SHARED 01 258324 D NETWORKS ASSOCS INC COM 64093810 1300 72260 SH SHARED 02 72260 D NETWORKS ASSOCS INC COM 64093810 249 13840 SH SHARED 10 13840 D NET2PHONE COM 64108N10 2011 391328 SH SHARED 391328 D NET2PHONE COM 64108N10 64 12498 SH SHARED 01 12498 D NET2PHONE COM 64108N10 1787 347715 SH SHARED 02 347715 D NETFLIX COM INC COM 64110L10 255 7500 SH SHARED 7500 D NETFLIX COM INC COM 64110L10 327 9600 SH SHARED 01 9600 D NETFLIX COM INC COM 64110L10 1601 46943 SH 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YORK CMNTY BANCORP INC COM 64944510 9984 291272 SH SHARED 02 291272 D NEW YORK CMNTY BANCORP INC COM 64944510 857 25000 SH SHARED 04 25000 D NEW YORK CMNTY BANCORP INC COM 64944510 126 3700 SH SHARED 06 3700 D NEW YORK CMNTY BANCORP INC COM 64944510 994 29010 SH SHARED 10 29010 D NEW YORK CMNTY BANCORP INC COM 64944510 66 1940 SH SHARED 14 1940 D NEW YORK TIMES CO CL A 65011110 28034 634265 SH SHARED 633265 1000 D NEW YORK TIMES CO CL A 65011110 2392 54122 SH SHARED 01 34181 19941 D NEW YORK TIMES CO CL A 65011110 121 2760 SH SHR/OTHR 01 2760 D NEW YORK TIMES CO CL A 65011110 4126 93360 SH SHARED 02 93360 D NEW YORK TIMES CO CL A 65011110 28 645 SH SHARED 05 645 D NEW YORK TIMES CO CL A 65011110 158 3590 SH SHARED 06 2590 1000 D NEW YORK TIMES CO CL A 65011110 11513 260496 SH SHARED 10 260496 D NEW YORK TIMES CO CL A 65011110 61 1400 SH SHARED 14 1400 D NEWCASTLE INVT CORP COM 65105M10 12506 371111 SH SHARED 371111 D NEWCASTLE INVT CORP COM 65105M10 50 1500 SH SHARED 01 1500 D NEWCASTLE INVT CORP COM 65105M10 498 14780 SH SHARED 02 14780 D NEWCASTLE INVT CORP COM 65105M10 21051 624659 SH SHARED 10 624659 D NEWELL RUBBERMAID INC COM 65122910 19682 848404 SH SHARED 848404 D NEWELL RUBBERMAID INC COM 65122910 1180 50887 SH SHARED 01 49648 1239 D NEWELL RUBBERMAID INC COM 65122910 81 3500 SH SHR/OTHR 01 3500 D NEWELL RUBBERMAID INC COM 65122910 3345 144199 SH SHARED 02 144199 D NEWELL RUBBERMAID INC COM 65122910 25 1106 SH SHARED 05 400 706 D NEWELL RUBBERMAID INC COM 65122910 54 2350 SH SHARED 06 2350 D NEWELL RUBBERMAID INC COM 65122910 2866 123537 SH SHARED 10 123537 D NEWELL RUBBERMAID INC COM 65122910 53 2300 SH SHARED 14 2300 D NEWFIELD EXPL CO COM 65129010 970 20247 SH SHARED 20247 D NEWFIELD EXPL CO COM 65129010 4002 83506 SH SHARED 01 83506 D NEWFIELD EXPL CO COM 65129010 225 4715 SH SHARED 02 4715 D NEWFIELD EXPL CO COM 65129010 134 2800 SH SHARED 05 2800 D NEWFIELD EXPL CO COM 65129010 134 2800 SH SHARED 10 2800 D NEWMONT MINING CORP COM 65163910 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65332V10 1462 59300 SH SHARED 14 59300 D NEXTEL PARTNERS INC CL A 65333F10 2456 194002 SH SHARED 95002 99000 D NEXTEL PARTNERS INC CL A 65333F10 11230 887107 SH SHARED 01 887107 D NEXTEL PARTNERS INC CL A 65333F10 98 7764 SH SHARED 02 7764 D NEXTEL PARTNERS INC CL A 65333F10 19238 1519600 SH SHARED 10 1519600 D NEXEN INC COM 65334H10 4724 121504 SH SHARED 121504 D NEXEN INC COM 65334H10 78 2011 SH SHARED 01 2011 D NEXEN INC COM 65334H10 2356 60600 SH SHARED 02 60600 D NEXEN INC COM 65334H10 6609 170000 SH SHARED 04 170000 D NEXEN INC COM 65334H10 19 500 SH SHARED 10 500 D NEXSTAR BROADCASTING GROUP I CL A 65336K10 65 5572 SH SHARED 02 5572 D NICE SYS LTD SPONSORED ADR 65365610 668 28385 SH SHARED 28385 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 230 14000 SH SHR/OTHR 01 14000 D NICHOLAS APPLEGATE CV&INC FD COM 65370G10 1586 101800 SH SHARED 101800 D NICOR INC COM 65408610 25673 728751 SH SHARED 728751 D NICOR INC COM 65408610 325 9245 SH SHARED 01 9133 112 D NICOR INC COM 65408610 1273 36141 SH SHARED 02 36141 D NICOR INC COM 65408610 615 17472 SH SHARED 10 17472 D NIKE INC CL B 65410610 194250 2494545 SH SHARED 2493360 1185 D NIKE INC CL B 65410610 10383 133346 SH SHARED 01 131546 1800 D NIKE INC CL B 65410610 186 2400 SH SHR/OTHR 01 2400 D NIKE INC CL B 65410610 10051 129084 SH SHARED 02 129084 D NIKE INC CL B 65410610 34652 445000 SH SHARED 04 445000 D NIKE INC CL B 65410610 648 8332 SH SHARED 05 200 8132 D NIKE INC CL B 65410610 5210 66915 SH SHARED 06 53515 13400 D NIKE INC CL B 65410610 11695 150187 SH SHARED 10 150187 D NIKE INC CL B 65410610 1191 15300 SH SHARED 14 15300 D 99 CENTS ONLY STORES COM 65440K10 1473 60323 SH SHARED 60323 D 99 CENTS ONLY STORES COM 65440K10 475 19471 SH SHARED 01 19471 D 99 CENTS ONLY STORES COM 65440K10 20 823 SH SHR/OTHR 01 823 D 99 CENTS ONLY STORES COM 65440K10 591 24217 SH SHARED 02 24217 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 160 5678 SH SHARED 5678 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 78 2775 SH SHARED 01 2775 D NISOURCE INC COM 65473P10 112343 5286736 SH SHARED 5286306 430 D NISOURCE INC COM 65473P10 2057 96821 SH SHARED 01 49631 47190 D NISOURCE INC COM 65473P10 190 8957 SH SHR/OTHR 01 8957 D NISOURCE INC COM 65473P10 2527 118943 SH SHARED 02 118943 D NISOURCE INC COM 65473P10 12750 600000 SH SHARED 04 600000 D NISOURCE INC COM 65473P10 39 1849 SH SHARED 05 1849 D NISOURCE INC COM 65473P10 59 2800 SH SHARED 06 2800 D NISOURCE INC COM 65473P10 2237 105309 SH SHARED 10 105309 D NISOURCE INC COM 65473P10 65 3100 SH SHARED 14 3100 D NISSAN MOTORS SPONSORED ADR 65474440 2668 121247 SH SHARED 121247 D NISSAN MOTORS SPONSORED ADR 65474440 572 26026 SH SHARED 01 26026 D NISSAN MOTORS SPONSORED ADR 65474440 4370 198551 SH SHARED 02 198551 D NITROMED INC COM 65479850 3231 411595 SH SHARED 02 411595 D NOKIA CORP SPONSORED ADR 65490220 152653 7527294 SH SHARED 7504894 22400 D NOKIA CORP SPONSORED ADR 65490220 140548 6930399 SH SHARED 01 2138443 4900 4787056 D NOKIA CORP SPONSORED ADR 65490220 9938 490050 SH SHR/OTHR 01 1400 488650 D NOKIA CORP SPONSORED ADR 65490220 4648 229225 SH SHARED 02 229225 D NOKIA CORP SPONSORED ADR 65490220 136161 6714081 SH SHARED 10 6714081 D NOKIA CORP SPONSORED ADR 65490220 12553 619011 SH SHARED 12 619011 D NOKIA CORP SPONSORED ADR 65490220 2129 105004 SH SHARED 14 105004 D NOBLE ENERGY INC COM 65504410 2090 44374 SH SHARED 44374 D NOBLE ENERGY INC COM 65504410 2225 47240 SH SHARED 01 46917 323 D NOBLE ENERGY INC COM 65504410 382 8130 SH SHR/OTHR 01 8130 D NOBLE ENERGY INC COM 65504410 747 15874 SH SHARED 02 15874 D NOBLE INTL LTD COM 65505310 164 6316 SH SHARED 02 6316 D NOBLE INTL LTD COM 65505310 6035 231500 SH SHARED 10 231500 D NOLAND CO COM 65528610 9 200 SH SHARED 200 D NOLAND CO COM 65528610 30 680 SH SHARED 02 680 D NOMURA HLDGS INC SPONSORED ADR 65535H20 644 35316 SH SHARED 35316 D NOMURA HLDGS INC SPONSORED ADR 65535H20 1365 74851 SH SHARED 01 2300 72551 D NOMURA HLDGS INC SPONSORED ADR 65535H20 238 13100 SH SHARED 02 13100 D NORANDA INC COM 65542210 4266 237562 SH SHARED 237562 D NORANDA INC COM 65542210 32 1817 SH SHARED 01 1817 D NORANDA INC COM 65542210 1308 72870 SH SHARED 02 72870 D NORANDA INC COM 65542210 25 1400 SH SHARED 10 1400 D NORANDA INC COM 65542210 44 2500 SH SHARED 14 2500 D NORDSON CORP COM 65566310 354 9469 SH SHARED 9469 D NORDSON CORP COM 65566310 6514 173900 SH SHARED 01 173900 D NORDSON CORP COM 65566310 823 21972 SH SHARED 02 21972 D NORDSON CORP COM 65566310 4558 121700 SH SHARED 10 121700 D NORDSTROM INC COM 65566410 13711 343659 SH SHARED 343659 D NORDSTROM INC COM 65566410 2812 70500 SH SHARED 01 68750 1750 D NORDSTROM INC COM 65566410 3501 87758 SH SHARED 02 87758 D NORDSTROM INC COM 65566410 598 15000 SH SHARED 04 15000 D NORDSTROM INC COM 65566410 29 737 SH SHARED 05 737 D NORDSTROM INC COM 65566410 2581 64687 SH SHARED 10 64687 D NORFOLK SOUTHERN CORP COM 65584410 39850 1803991 SH SHARED 1803991 D NORFOLK SOUTHERN CORP COM 65584410 6500 294276 SH SHARED 01 189876 104400 D NORFOLK SOUTHERN CORP COM 65584410 2029 91866 SH SHR/OTHR 01 20390 71476 D NORFOLK SOUTHERN CORP COM 65584410 4101 185664 SH SHARED 02 185664 D NORFOLK SOUTHERN CORP COM 65584410 55 2510 SH SHARED 05 300 2210 D NORFOLK SOUTHERN CORP COM 65584410 76 3450 SH SHARED 06 3450 D NORFOLK SOUTHERN CORP COM 65584410 3421 154901 SH SHARED 10 154901 D NORFOLK SOUTHERN CORP COM 65584410 70 3200 SH SHARED 14 3200 D NORSK HYDRO A S SPONSORED ADR 65653160 150 2141 SH SHARED 2141 D NORSK HYDRO A S SPONSORED ADR 65653160 10 150 SH SHARED 01 150 D NORSK HYDRO A S SPONSORED ADR 65653160 4943 70153 SH SHARED 02 70153 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 22310 4400500 SH SHARED 1831670 2568830 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 13023 2568830 SH SHARED 01 2568830 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 147 29100 SH SHARED 02 29100 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 30319 29871000 PRN SHARED 29871000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 6 6000 PRN SHARED 01 6000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 410 404000 PRN SHARED 02 404000 D NORTEL NETWORKS CORP NEW COM 65656810 26234 4416650 SH SHARED 4336230 80420 D NORTEL NETWORKS CORP NEW COM 65656810 23378 3935801 SH SHARED 01 3894629 20100 21072 D NORTEL NETWORKS CORP NEW COM 65656810 26 4500 SH SHR/OTHR 01 1000 3500 D NORTEL NETWORKS CORP NEW COM 65656810 13461 2266271 SH SHARED 02 2266271 D NORTEL NETWORKS CORP NEW COM 65656810 1018 171408 SH SHARED 05 171408 D NORTEL NETWORKS CORP NEW COM 65656810 888 149500 SH SHARED 06 142500 7000 D NORTEL NETWORKS CORP NEW COM 65656810 25542 4300114 SH SHARED 10 4300114 D NORTEL NETWORKS CORP NEW COM 65656810 208 35135 SH SHARED 14 35135 D NORTH AMERN PALLADIUM LTD COM 65691210 246 20900 SH SHARED 20900 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 107 4300 SH SHARED 01 4300 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 107 4300 SH SHR/OTHR 01 4300 D NORTH FORK BANCORPORATION NY COM 65942410 22184 524217 SH SHARED 389217 135000 D NORTH FORK BANCORPORATION NY COM 65942410 6561 155054 SH SHARED 01 118948 36106 D NORTH FORK BANCORPORATION NY COM 65942410 120 2841 SH SHR/OTHR 01 2841 D NORTH FORK BANCORPORATION NY COM 65942410 4217 99662 SH SHARED 02 99662 D NORTH FORK BANCORPORATION NY COM 65942410 2327 55000 SH SHARED 04 55000 D NORTH FORK BANCORPORATION NY COM 65942410 30 714 SH SHARED 05 714 D NORTH FORK BANCORPORATION NY COM 65942410 61 1450 SH SHARED 06 1450 D NORTH FORK BANCORPORATION NY COM 65942410 3792 89607 SH SHARED 10 89607 D NORTH FORK BANCORPORATION NY COM 65942410 47 1126 SH SHARED 14 1126 D NORTH PITTSBURGH SYS INC COM 66156210 78 3900 SH SHARED 3900 D NORTH PITTSBURGH SYS INC COM 66156210 58 2900 SH SHARED 01 2900 D NORTH PITTSBURGH SYS INC COM 66156210 174 8646 SH SHARED 02 8646 D NORTH PITTSBURGH SYS INC COM 66156210 30 1500 SH SHARED 10 1500 D NORTH VALLEY BANCORP COM 66304M10 15 893 SH SHARED 893 D NORTH VALLEY BANCORP COM 66304M10 3 221 SH SHARED 01 221 D NORTHEAST UTILS COM 66439710 3542 189946 SH SHARED 189946 D NORTHEAST UTILS COM 66439710 727 39009 SH SHARED 01 37414 1595 D NORTHEAST UTILS COM 66439710 1183 63433 SH SHARED 02 63433 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 1518 36060 SH SHARED 36060 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 143 3408 SH SHARED 01 2896 512 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 71 1700 SH SHR/OTHR 01 1700 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 29 700 SH SHARED 02 700 D NORTHERN STS FINL CORP COM 66575110 18 700 SH SHARED 700 D NORTHERN STS FINL CORP COM 66575110 37 1414 SH SHARED 02 1414 D NORTHERN TR CORP COM 66585910 38849 833865 SH SHARED 833865 D NORTHERN TR CORP COM 66585910 4035 86627 SH SHARED 01 27427 59200 D NORTHERN TR CORP COM 66585910 3332 71536 SH SHR/OTHR 01 16300 55236 D NORTHERN TR CORP COM 66585910 5579 119758 SH SHARED 02 119758 D NORTHERN TR CORP COM 66585910 1416 30400 SH SHARED 03 6100 24300 D NORTHERN TR CORP COM 66585910 1108 23792 SH SHARED 05 22310 1482 D NORTHERN TR CORP COM 66585910 211 4550 SH SHARED 06 3550 1000 D NORTHERN TR CORP COM 66585910 4421 94910 SH SHARED 10 94910 D NORTHERN TR CORP COM 66585910 83 1800 SH SHARED 14 1800 D NORTHFIELD LABS INC COM 66613510 140 8741 SH SHARED 02 8741 D NORTHGATE EXPL LTD COM 66641610 126 51300 SH SHARED 51300 D NORTHGATE EXPL LTD COM 66641610 1033 418400 SH SHARED 04 418400 D NORTHROP GRUMMAN CORP COM 66680710 108690 1104357 SH SHARED 1065097 39260 D NORTHROP GRUMMAN CORP COM 66680710 8303 84367 SH SHARED 01 37782 46585 D NORTHROP GRUMMAN CORP COM 66680710 784 7966 SH SHR/OTHR 01 7966 D NORTHROP GRUMMAN CORP COM 66680710 19583 198976 SH SHARED 02 198976 D NORTHROP GRUMMAN CORP COM 66680710 78 801 SH SHARED 05 100 701 D NORTHROP GRUMMAN CORP COM 66680710 603 6130 SH SHARED 06 5830 300 D NORTHROP GRUMMAN CORP COM 66680710 7179 72951 SH SHARED 10 72951 D NORTHROP GRUMMAN CORP COM 66680710 1323 13449 SH SHARED 14 13449 D NORTHWEST AIRLS CORP FRNT 6.625% 5/1 667280AC 13133 12965000 PRN SHARED 02 12965000 D NORTHWEST AIRLS CORP CL A 66728010 15292 1512626 SH SHARED 1512626 D NORTHWEST AIRLS CORP CL A 66728010 2245 222058 SH SHARED 01 222058 D NORTHWEST AIRLS CORP CL A 66728010 20 2000 SH SHR/OTHR 01 2000 D NORTHWEST AIRLS CORP CL A 66728010 347 34368 SH SHARED 02 34368 D NORTHWEST AIRLS CORP CL A 66728010 2035 201300 SH SHARED 10 201300 D NORTHWEST BANCORP INC PA COM 66732810 68 2700 SH SHARED 2700 D NORTHWEST BANCORP INC PA COM 66732810 425 16730 SH SHARED 02 16730 D NORTHWEST NAT GAS CO COM 66765510 289 9277 SH SHARED 9277 D NORTHWEST NAT GAS CO COM 66765510 474 15182 SH SHARED 01 14995 187 D NORTHWEST NAT GAS CO COM 66765510 395 12662 SH SHARED 02 12662 D NORTHWEST NAT GAS CO COM 66765510 472 15110 SH SHARED 10 15110 D NOVA CHEMICALS CORP COM 66977W10 2966 118250 SH SHARED 118250 D NOVA CHEMICALS CORP COM 66977W10 71 2830 SH SHARED 01 2830 D NOVA CHEMICALS CORP COM 66977W10 1 66 SH SHR/OTHR 01 66 D NOVA CHEMICALS CORP COM 66977W10 1202 47914 SH SHARED 02 47914 D NOVA CHEMICALS CORP COM 66977W10 17 700 SH SHARED 10 700 D NOVAMED EYECARE INC COM 66986W10 51 12180 SH SHARED 12180 D NOVAMED EYECARE INC COM 66986W10 12 3020 SH SHARED 01 3020 D NOVAGOLD RES INC COM NEW 66987E20 220 44000 SH SHARED 44000 D NOVATEL WIRELESS INC COM NEW 66987M60 461 21450 SH SHARED 21450 D NOVARTIS A G SPONSORED ADR 66987V10 1800906 42274800 SH SHARED 42268400 6400 D NOVARTIS A G SPONSORED ADR 66987V10 1560 36624 SH SHARED 01 900 35724 D NOVARTIS A G SPONSORED ADR 66987V10 127 3000 SH SHR/OTHR 01 3000 D NOVARTIS A G SPONSORED ADR 66987V10 14140 331939 SH SHARED 02 331939 D NU HORIZONS ELECTRS CORP COM 66990810 112 10700 SH SHARED 10700 D NU HORIZONS ELECTRS CORP COM 66990810 47 4500 SH SHARED 02 4500 D NOVADIGM INC COM 66993710 86 14159 SH SHARED 02 14159 D NOVASTAR FINL INC COM 66994740 3989 60500 SH SHARED 60500 D NOVASTAR FINL INC COM 66994740 1648 25000 SH SHARED 01 25000 D NOVASTAR FINL INC COM 66994740 1057 16042 SH SHARED 02 16042 D NOVASTAR FINL INC COM 66994740 92 1400 SH SHARED 10 1400 D NOVATEL INC COM 66995410 71 6701 SH SHARED 6701 D NOVATEL INC COM 66995410 17 1661 SH SHARED 01 1661 D NUANCE COMMUNICATIONS INC COM 66996710 498 75779 SH SHARED 75779 D NUANCE COMMUNICATIONS INC COM 66996710 40 6177 SH SHARED 01 6177 D NUANCE COMMUNICATIONS INC COM 66996710 166 25263 SH SHARED 02 25263 D NOVAVAX INC COM 67000210 124 21186 SH SHARED 02 21186 D NOVELL INC COM 67000610 10882 956292 SH SHARED 951292 5000 D NOVELL INC COM 67000610 157 13819 SH SHARED 01 12819 1000 D NOVELL INC COM 67000610 409 36000 SH SHR/OTHR 01 36000 D NOVELL INC COM 67000610 1978 173891 SH SHARED 02 173891 D NOVELL INC COM 67000610 4552 400000 SH SHARED 04 400000 D NOVELL INC COM 67000610 14 1263 SH SHARED 05 1263 D NOVELL INC COM 67000610 3376 296662 SH SHARED 10 296662 D NOVELLUS SYS INC COM 67000810 29881 943516 SH SHARED 755017 188499 D NOVELLUS SYS INC COM 67000810 41778 1319173 SH SHARED 01 846050 4080 469043 D NOVELLUS SYS INC COM 67000810 3036 95869 SH SHR/OTHR 01 11390 84479 D NOVELLUS SYS INC COM 67000810 3799 119960 SH SHARED 02 119960 D NOVELLUS SYS INC COM 67000810 2929 92500 SH SHARED 04 92500 D NOVELLUS SYS INC COM 67000810 132 4169 SH SHARED 05 4169 D NOVELLUS SYS INC COM 67000810 171 5400 SH SHARED 06 5000 400 D NOVELLUS SYS INC COM 67000810 28035 885241 SH SHARED 10 885241 D NOVELLUS SYS INC COM 67000810 1215 38388 SH SHARED 14 38388 D NOVEN PHARMACEUTICALS INC COM 67000910 644 29998 SH SHARED 29998 D NOVEN PHARMACEUTICALS INC COM 67000910 253 11803 SH SHARED 01 11803 D NOVEN PHARMACEUTICALS INC COM 67000910 396 18489 SH SHARED 02 18489 D NOVOSTE CORP COM 67010C10 21 6437 SH SHARED 6437 D NOVOSTE CORP COM 67010C10 2 604 SH SHARED 01 604 D NOVOSTE CORP COM 67010C10 27 8106 SH SHARED 02 8106 D NOVO-NORDISK A S ADR 67010020 25443 548000 SH SHARED 274000 274000 D NOVO-NORDISK A S ADR 67010020 348 7500 SH SHARED 01 7500 D NOVO-NORDISK A S ADR 67010020 9 200 SH SHR/OTHR 01 200 D NOVO-NORDISK A S ADR 67010020 3397 73175 SH SHARED 02 73175 D NU SKIN ENTERPRISES INC CL A 67018T10 867 43051 SH SHARED 43051 D NU SKIN ENTERPRISES INC CL A 67018T10 3649 181126 SH SHARED 01 181126 D NU SKIN ENTERPRISES INC CL A 67018T10 750 37244 SH SHARED 02 37244 D NU SKIN ENTERPRISES INC CL A 67018T10 1271 63100 SH SHARED 10 63100 D NPTEST HLDG CORP COM 67019A10 326 21594 SH SHARED 02 21594 D NSTAR COM 67019E10 1179 23264 SH SHARED 23264 D NSTAR COM 67019E10 883 17414 SH SHARED 01 17414 D NSTAR COM 67019E10 37 738 SH SHR/OTHR 01 738 D NSTAR COM 67019E10 662 13055 SH SHARED 02 13055 D NUCOR CORP COM 67034610 92 1500 SH SHARED 1500 D NUCOR CORP COM 67034610 31793 517132 SH SHARED 516932 200 D NUCOR CORP COM 67034610 1488 24210 SH SHARED 01 24110 100 D NUCOR CORP COM 67034610 2212 35981 SH SHARED 02 35981 D NUCOR CORP COM 67034610 4303 70000 SH SHARED 04 70000 D NUCOR CORP COM 67034610 14 238 SH SHARED 05 238 D NUCOR CORP COM 67034610 43 700 SH SHARED 06 700 D NUCOR CORP COM 67034610 2280 37088 SH SHARED 10 37088 D NUCOR CORP COM 67034610 67 1100 SH SHARED 14 1100 D NUEVO ENERGY CO COM 67050910 159 4901 SH SHARED 4901 D NUEVO ENERGY CO COM 67050910 2005 61584 SH SHARED 01 61584 D NUEVO ENERGY CO COM 67050910 881 27071 SH SHARED 02 27071 D NUEVO ENERGY CO COM 67050910 1367 42000 SH SHARED 10 42000 D NUVEEN INSD PREM INCOME MUN COM 6706D810 26 1804 SH SHARED 01 1804 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 74 5500 SH SHR/OTHR 01 5500 D NUVEEN CALIF PREM INCOME MUN COM 6706L010 35 2500 SH SHR/OTHR 01 2500 D NUTRACEUTICAL INTL CORP COM 67060Y10 33 1550 SH SHARED 1550 D NUTRACEUTICAL INTL CORP COM 67060Y10 8 384 SH SHARED 01 384 D NUTRACEUTICAL INTL CORP COM 67060Y10 130 6032 SH SHARED 02 6032 D NUVEEN INSD CALIF PREM INCOM COM 67061X10 16 1000 SH SHARED 01 1000 D NUVEEN CA INVT QUALITY MUN F COM 67062A10 91 6000 SH SHR/OTHR 01 6000 D NUVEEN CALIF MUN VALUE FD COM 67062C10 5 580 SH SHARED 01 580 D NUVEEN INVT QUALITY MUN FD I COM 67062E10 6 401 SH SHARED 401 D NUVEEN INVT QUALITY MUN FD I COM 67062E10 1 99 SH SHARED 01 99 D NUVEEN INSD QUALITY MUN FD I COM 67062N10 3 179 SH SHARED 01 179 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 47 3045 SH SHARED 3045 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 11 755 SH SHARED 01 755 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 46 3000 SH SHR/OTHR 01 3000 D NUVEEN PREM INCOME MUN FD COM 67062T10 67 4488 SH SHARED 4488 D NUVEEN PREM INCOME MUN FD COM 67062T10 16 1112 SH SHARED 01 1112 D NUVEEN N Y INVT QUALITY MUN COM 67062X10 13 802 SH SHARED 802 D NUVEEN N Y INVT QUALITY MUN COM 67062X10 3 198 SH SHARED 01 198 D NUVEEN PREM INCOME MUN FD 2 COM 67063W10 38 2565 SH SHARED 2565 D NUVEEN PREM INCOME MUN FD 2 COM 67063W10 9 635 SH SHARED 01 635 D NVIDIA CORP COM 67066G10 14935 565753 SH SHARED 565753 D NVIDIA CORP COM 67066G10 1000 37900 SH SHARED 01 37700 200 D NVIDIA CORP COM 67066G10 4314 163427 SH SHARED 02 163427 D NVIDIA CORP COM 67066G10 16104 610000 SH SHARED 04 610000 D NVIDIA CORP COM 67066G10 9 373 SH SHARED 05 373 D NVIDIA CORP COM 67066G10 2112 80000 SH SHARED 06 80000 D NVIDIA CORP COM 67066G10 4097 155192 SH SHARED 10 155192 D NVIDIA CORP COM 67066G10 435 16500 SH SHARED 14 16500 D NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 38 2404 SH SHARED 2404 D NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 21 1377 SH SHARED 01 1377 D NUVEEN NY DIVID ADVNTG MUN F COM 67066X10 25 1600 SH SHARED 01 1600 D NUVEEN CT DIVID ADVANTAGE MU COM SH BEN INT 67069T10 8 500 SH SHARED 500 D NUTRITION 21 INC COM 67069V10 1 1725 SH SHARED 01 1725 D NUVEEN CA DIV ADVANTG MUN FD COM 67069X10 71 5000 SH SHR/OTHR 01 5000 D NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y10 175 12700 SH SHARED 12700 D NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y10 68 5000 SH SHR/OTHR 01 5000 D NYFIX INC COM 67071210 34 6600 SH SHARED 6600 D NYFIX INC COM 67071210 31 6172 SH SHARED 01 2250 3922 D NYFIX INC COM 67071210 72 13984 SH SHARED 02 13984 D NYFIX INC COM 67071210 5 1100 SH SHARED 10 1100 D NUVEEN QUALITY PFD INCOME FD COM 67072C10 88 5369 SH SHARED 5369 D NUVEEN QUALITY PFD INCOME FD COM 67072C10 22 1331 SH SHARED 01 1331 D NUVELO INC COM NEW 67072M30 77 6165 SH SHARED 6165 D NUVELO INC COM NEW 67072M30 21 1712 SH SHARED 01 1712 D NUVELO INC COM NEW 67072M30 227 18170 SH SHARED 02 18170 D O CHARLEYS INC COM 67082310 1355 74271 SH SHARED 74271 D O CHARLEYS INC COM 67082310 173 9499 SH SHARED 01 9499 D O CHARLEYS INC COM 67082310 5358 293640 SH SHARED 02 293640 D OGE ENERGY CORP COM 67083710 396 15000 SH SHARED 15000 D OGE ENERGY CORP COM 67083710 137 5200 SH SHARED 5200 D OGE ENERGY CORP COM 67083710 2181 82500 SH SHARED 01 77300 5200 D OGE ENERGY CORP COM 67083710 118 4480 SH SHR/OTHR 01 4480 D OGE ENERGY CORP COM 67083710 1417 53627 SH SHARED 02 53627 D OM GROUP INC COM 67087210 317 10431 SH SHARED 10431 D OM GROUP INC COM 67087210 4453 146500 SH SHARED 01 146500 D OM GROUP INC COM 67087210 746 24542 SH SHARED 02 24542 D OM GROUP INC COM 67087210 3277 107800 SH SHARED 10 107800 D NUVEEN INVTS INC CL A 67090F10 283 10164 SH SHARED 10164 D NUVEEN INVTS INC CL A 67090F10 35 1274 SH SHARED 01 974 300 D NUVEEN INVTS INC CL A 67090F10 164 5916 SH SHARED 02 5916 D NUVEEN MUN VALUE FD INC COM 67092810 93 9850 SH SHARED 9850 D NUVEEN MUN VALUE FD INC COM 67092810 13 1450 SH SHARED 01 1450 D NUVEEN PA INVT QUALITY MUN F COM 67097210 9 600 SH SHARED 01 600 D NUVEEN NY SELECT QUALITY MUN COM 67097610 114 7000 SH SHR/OTHR 01 7000 D NUVEEN QUALITY INCOME MUN FD COM 67097710 60 3927 SH SHARED 3927 D NUVEEN QUALITY INCOME MUN FD COM 67097710 14 973 SH SHARED 01 973 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 38 2324 SH SHARED 2324 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 96 5876 SH SHARED 01 576 5300 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 166 10204 SH SHR/OTHR 01 10204 D NUVEEN CALIF QUALITY INCM MU COM 67098510 241 15450 SH SHR/OTHR 01 15450 D NUVEEN NY QUALITY INCM MUN F COM 67098610 113 7200 SH SHR/OTHR 01 7200 D NUVEEN PREMIER INSD MUN INCO COM 67098710 18 1122 SH SHARED 1122 D NUVEEN PREMIER INSD MUN INCO COM 67098710 4 278 SH SHARED 01 278 D OSI PHARMACEUTICALS INC NOTE 4.000% 2/0 671040AB 438 400000 PRN SHARED 400000 D OSI PHARMACEUTICALS INC NOTE 4.000% 2/0 671040AB 3 3500 PRN SHARED 01 3500 D OSI PHARMACEUTICALS INC NOTE 4.000% 2/0 671040AB 5545 5060000 PRN SHARED 02 5060000 D OSI PHARMACEUTICALS INC COM 67104010 973 25358 SH SHARED 25358 D OSI PHARMACEUTICALS INC COM 67104010 468 12210 SH SHARED 01 12210 D OSI PHARMACEUTICALS INC COM 67104010 974 25370 SH SHARED 02 25370 D OSI PHARMACEUTICALS INC COM 67104010 14181 369300 SH SHARED 04 369300 D OSI PHARMACEUTICALS INC COM 67104010 460 12000 SH SHARED 06 12000 D OSI PHARMACEUTICALS INC COM 67104010 3359 87475 SH SHARED 10 87475 D OSI PHARMACEUTICALS INC COM 67104010 192 5000 SH SHARED 14 5000 D OSI SYSTEMS INC COM 67104410 963 48171 SH SHARED 48171 D OSI SYSTEMS INC COM 67104410 3125 156262 SH SHARED 01 137762 18500 D OSI SYSTEMS INC COM 67104410 196 9814 SH SHARED 02 9814 D OSI SYSTEMS INC COM 67104410 316 15800 SH SHARED 05 15800 D OAK HILL FINL INC COM 67133710 29 900 SH SHARED 900 D OAK HILL FINL INC COM 67133710 72 2219 SH SHARED 02 2219 D OAK HILL FINL INC COM 67133710 1277 39000 SH SHARED 10 39000 D OAKLEY INC COM 67366210 51 3500 SH SHARED 3500 D OAKLEY INC COM 67366210 605 40806 SH SHARED 40806 D OAKLEY INC COM 67366210 143 9675 SH SHARED 01 9675 D OAKLEY INC COM 67366210 23 1594 SH SHR/OTHR 01 1594 D OAKLEY INC COM 67366210 223 15028 SH SHARED 02 15028 D OCCIDENTAL PETE CORP DEL COM 67459910 1160 25200 SH SHARED 25200 D OCCIDENTAL PETE CORP DEL COM 67459910 82960 1801536 SH SHARED 1801536 D OCCIDENTAL PETE CORP DEL COM 67459910 28112 610468 SH SHARED 01 609268 1200 D OCCIDENTAL PETE CORP DEL COM 67459910 215 4676 SH SHR/OTHR 01 4676 D OCCIDENTAL PETE CORP DEL COM 67459910 8383 182046 SH SHARED 02 180146 1900 D OCCIDENTAL PETE CORP DEL COM 67459910 7368 160000 SH SHARED 04 160000 D OCCIDENTAL PETE CORP DEL COM 67459910 117 2543 SH SHARED 05 400 2143 D OCCIDENTAL PETE CORP DEL COM 67459910 951 20664 SH SHARED 06 20264 400 D OCCIDENTAL PETE CORP DEL COM 67459910 21292 462371 SH SHARED 10 462371 D OCCIDENTAL PETE CORP DEL COM 67459910 138 3000 SH SHARED 14 3000 D OCEANEERING INTL INC COM 67523210 115 3800 SH SHARED 3800 D OCEANEERING INTL INC COM 67523210 300 9878 SH SHARED 9878 D OCEANEERING INTL INC COM 67523210 28 922 SH SHARED 01 922 D OCEANEERING INTL INC COM 67523210 338 11105 SH SHARED 02 11105 D OCEANFIRST FINL CORP COM 67523410 116 4685 SH SHARED 4685 D OCEANFIRST FINL CORP COM 67523410 196 7915 SH SHARED 01 7915 D OCEANFIRST FINL CORP COM 67523410 115 4643 SH SHARED 02 4643 D OCEANFIRST FINL CORP COM 67523410 178 7200 SH SHARED 10 7200 D OCTEL CORP COM 67572710 93 3146 SH SHARED 3146 D OCTEL CORP COM 67572710 4 139 SH SHARED 01 139 D OCTEL CORP COM 67572710 226 7580 SH SHARED 02 7580 D OCULAR SCIENCES INC COM 67574410 675 23161 SH SHARED 22586 575 D OCULAR SCIENCES INC COM 67574410 4855 166560 SH SHARED 01 156900 4300 5360 D OCULAR SCIENCES INC COM 67574410 33 1154 SH SHR/OTHR 01 1154 D OCULAR SCIENCES INC COM 67574410 266 9131 SH SHARED 02 9131 D OCULAR SCIENCES INC COM 67574410 8926 306230 SH SHARED 10 306230 D OCWEN FINL CORP COM 67574610 266 27559 SH SHARED 27559 D OCWEN FINL CORP COM 67574610 50 5253 SH SHARED 01 4453 800 D OCWEN FINL CORP COM 67574610 184 19115 SH SHARED 02 19115 D ODYSSEY HEALTHCARE INC COM 67611V10 421 22355 SH SHARED 22355 D ODYSSEY HEALTHCARE INC COM 67611V10 94 5000 SH SHARED 01 5000 D ODYSSEY HEALTHCARE INC COM 67611V10 310 16447 SH SHARED 02 15727 720 D ODYSSEY HEALTHCARE INC COM 67611V10 54 2900 SH SHARED 10 2900 D ODYSSEY RE HLDGS CORP DBCV 4.375% 6/1 67612WAB 1337 1000000 PRN SHARED 1000000 D ODYSSEY RE HLDGS CORP COM 67612W10 618 22900 SH SHARED 22900 D ODYSSEY RE HLDGS CORP COM 67612W10 120 4476 SH SHARED 01 4476 D ODYSSEY RE HLDGS CORP COM 67612W10 73 2718 SH SHARED 02 2718 D ODYSSEY RE HLDGS CORP COM 67612W10 116 4300 SH SHARED 10 4300 D OFFICE DEPOT INC COM 67622010 14167 752793 SH SHARED 723272 29521 D OFFICE DEPOT INC COM 67622010 1422 75578 SH SHARED 01 73687 1891 D OFFICE DEPOT INC COM 67622010 677 36000 SH SHR/OTHR 01 36000 D OFFICE DEPOT INC COM 67622010 4086 217124 SH SHARED 02 217124 D OFFICE DEPOT INC COM 67622010 3856 204900 SH SHARED 03 204900 D OFFICE DEPOT INC COM 67622010 12294 653272 SH SHARED 04 653272 D OFFICE DEPOT INC COM 67622010 3056 162395 SH SHARED 05 113450 48945 D OFFICE DEPOT INC COM 67622010 1934 102800 SH SHARED 06 102800 D OFFICE DEPOT INC COM 67622010 2316 123076 SH SHARED 10 123076 D OFFICE DEPOT INC COM 67622010 71 3800 SH SHARED 14 3800 D OFFSHORE LOGISTICS INC COM 67625510 334 14517 SH SHARED 14517 D OFFSHORE LOGISTICS INC COM 67625510 83 3609 SH SHARED 01 3609 D OFFSHORE LOGISTICS INC COM 67625510 213 9250 SH SHARED 02 9250 D OHIO CAS CORP NOTE 5.000% 3/1 677240AC 2 2180 PRN SHARED 01 2180 D OHIO CAS CORP NOTE 5.000% 3/1 677240AC 852 800000 PRN SHARED 02 800000 D OHIO CAS CORP COM 67724010 1371 68592 SH SHARED 68592 D OHIO CAS CORP COM 67724010 311 15600 SH SHARED 01 15600 D OHIO CAS CORP COM 67724010 666 33328 SH SHR/OTHR 01 33328 D OHIO CAS CORP COM 67724010 893 44677 SH SHARED 02 44677 D OHIO CAS CORP COM 67724010 6809 340655 SH SHARED 10 340655 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 393 5600 SH SHARED 5000 600 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 6570 93550 SH SHARED 02 93550 D OIL STS INTL INC COM 67802610 554 41294 SH SHARED 41294 D OIL STS INTL INC COM 67802610 94 7006 SH SHARED 01 7006 D OIL STS INTL INC COM 67802610 391 29166 SH SHARED 02 29166 D OIL STS INTL INC COM 67802610 7253 539700 SH SHARED 10 539700 D OLD DOMINION FGHT LINES INC COM 67958010 109 3236 SH SHARED 3236 D OLD DOMINION FGHT LINES INC COM 67958010 274 8129 SH SHARED 02 8129 D OLD NATL BANCORP IND COM 68003310 1427 63142 SH SHARED 63142 D OLD NATL BANCORP IND COM 68003310 338 14989 SH SHARED 01 14989 D OLD NATL BANCORP IND COM 68003310 341 15126 SH SHARED 02 15126 D OLD POINT FINL CORP COM 68019410 18 600 SH SHARED 600 D OLD POINT FINL CORP COM 68019410 31 1034 SH SHARED 02 1034 D OLD REP INTL CORP COM 68022310 454 18500 SH SHARED 18500 D OLD REP INTL CORP COM 68022310 2300 93677 SH SHARED 93677 D OLD REP INTL CORP COM 68022310 2807 114292 SH SHARED 01 113092 1200 D OLD REP INTL CORP COM 68022310 3087 125705 SH SHARED 02 125705 D OLD REP INTL CORP COM 68022310 36 1500 SH SHARED 06 1500 D OLD SECOND BANCORP INC ILL COM 68027710 87 1700 SH SHARED 1700 D OLD SECOND BANCORP INC ILL COM 68027710 169 3298 SH SHARED 02 3298 D OLIN CORP COM PAR $1 68066520 198 11100 SH SHARED 11100 D OLIN CORP COM PAR $1 68066520 2231 124992 SH SHARED 124992 D OLIN CORP COM PAR $1 68066520 521 29210 SH SHARED 01 29210 D OLIN CORP COM PAR $1 68066520 53 3000 SH SHR/OTHR 01 3000 D OLIN CORP COM PAR $1 68066520 620 34748 SH SHARED 02 34748 D OLIN CORP COM PAR $1 68066520 135 7600 SH SHARED 10 7600 D OMNICARE INC COM 68190410 14468 326390 SH SHARED 326390 D OMNICARE INC COM 68190410 2471 55759 SH SHARED 01 49059 6700 D OMNICARE INC COM 68190410 1175 26525 SH SHARED 02 26425 100 D OMNICARE INC COM 68190410 3768 85000 SH SHARED 10 85000 D OMNICOM GROUP INC NOTE 2/0 681919AK 27855 27662000 PRN SHARED 26500000 1162000 D OMNICOM GROUP INC NOTE 2/0 681919AK 2517 2500000 PRN SHARED 02 2500000 D OMNICOM GROUP INC NOTE 7/3 681919AM 50504 49709000 PRN SHARED 46339000 3370000 D OMNICOM GROUP INC NOTE 7/3 681919AM 21566 21227000 PRN SHARED 02 21227000 D OMNICOM GROUP INC NOTE 6/1 681919AP 3087 3033000 PRN SHARED 02 3033000 D OMNICOM GROUP INC COM 68191910 83918 1045717 SH SHARED 1032619 13098 D OMNICOM GROUP INC COM 68191910 29749 370713 SH SHARED 01 249697 121016 D OMNICOM GROUP INC COM 68191910 3691 46000 SH SHR/OTHR 01 1300 44700 D OMNICOM GROUP INC COM 68191910 11379 141803 SH SHARED 02 141803 D OMNICOM GROUP INC COM 68191910 644 8028 SH SHARED 05 3800 4228 D OMNICOM GROUP INC COM 68191910 300 3750 SH SHARED 06 3050 700 D OMNICOM GROUP INC COM 68191910 97442 1214237 SH SHARED 10 1214237 D OMNICOM GROUP INC COM 68191910 2845 35462 SH SHARED 14 35462 D OMEGA HEALTHCARE INVS INC COM 68193610 134 12393 SH SHARED 12393 D OMEGA HEALTHCARE INVS INC COM 68193610 20 1907 SH SHARED 01 1907 D OMEGA HEALTHCARE INVS INC COM 68193610 165 15222 SH SHARED 02 14222 1000 D 1-800 CONTACTS INC COM 68197710 29 1700 SH SHARED 1700 D 1-800 CONTACTS INC COM 68197710 80 4548 SH SHARED 02 4548 D OMEGA FINL CORP COM 68209210 76 2100 SH SHARED 2100 D OMEGA FINL CORP COM 68209210 144 3953 SH SHARED 02 3953 D OMEGA PROTEIN CORP COM 68210P10 17 2395 SH SHARED 2395 D OMEGA PROTEIN CORP COM 68210P10 21 2917 SH SHARED 02 2917 D OMNI ENERGY SERVICES COM NEW 68210T20 122 15868 SH SHARED 15868 D OMNI ENERGY SERVICES COM NEW 68210T20 11 1454 SH SHARED 01 1454 D OMNIVISION TECHNOLOGIES INC COM 68212810 1310 47982 SH SHARED 47982 D OMNIVISION TECHNOLOGIES INC COM 68212810 977 35800 SH SHARED 01 35800 D OMNIVISION TECHNOLOGIES INC COM 68212810 1613 59089 SH SHARED 02 59089 D OMNIVISION TECHNOLOGIES INC COM 68212810 32 1200 SH SHARED 10 1200 D OMNOVA SOLUTIONS INC COM 68212910 45 8600 SH SHARED 8600 D OMNOVA SOLUTIONS INC COM 68212910 85 16204 SH SHARED 02 16204 D OMNICELL INC COM 68213N10 79 4000 SH SHARED 4000 D OMNICELL INC COM 68213N10 3480 175700 SH SHARED 01 175700 D OMNICELL INC COM 68213N10 296 14977 SH SHARED 02 14977 D OMNICELL INC COM 68213N10 578 29200 SH SHARED 10 29200 D OMNICARE CAP TR I PIERS 68214L20 28774 439300 SH SHARED 439300 D ON ASSIGNMENT INC COM 68215910 183 32891 SH SHARED 32891 D ON ASSIGNMENT INC COM 68215910 28 5049 SH SHARED 01 5049 D ON SEMICONDUCTOR CORP COM 68218910 95 12700 SH SHARED 12700 D ON SEMICONDUCTOR CORP COM 68218910 2290 303425 SH SHARED 01 255600 47825 D ON SEMICONDUCTOR CORP COM 68218910 195 25885 SH SHARED 02 25885 D ONE LIBERTY PPTYS INC COM 68240610 34 1523 SH SHARED 1523 D ONE LIBERTY PPTYS INC COM 68240610 8 377 SH SHARED 01 377 D ONE LIBERTY PPTYS INC COM 68240610 111 4965 SH SHARED 02 4965 D ONE LIBERTY PPTYS INC COM 68240610 3382 150000 SH SHARED 11 150000 D 1 800 FLOWERS COM CL A 68243Q10 303 31752 SH SHARED 31752 D 1 800 FLOWERS COM CL A 68243Q10 36 3775 SH SHARED 01 3775 D 1 800 FLOWERS COM CL A 68243Q10 209 21887 SH SHARED 02 21887 D ONEIDA FINL CORP COM 68247810 8 600 SH SHARED 600 D ONEIDA FINL CORP COM 68247810 17 1226 SH SHARED 02 1226 D ONEIDA LTD COM 68250510 10 4100 SH SHARED 4100 D ONEIDA LTD COM 68250510 17 7156 SH SHARED 02 7156 D ONEOK INC NEW COM 68268010 1872 83035 SH SHARED 83035 D ONEOK INC NEW COM 68268010 2752 122064 SH SHARED 01 120314 1750 D ONEOK INC NEW COM 68268010 27 1200 SH SHR/OTHR 01 1200 D ONEOK INC NEW COM 68268010 602 26704 SH SHARED 02 26704 D ONYX PHARMACEUTICALS INC COM 68339910 415 10254 SH SHARED 10254 D ONYX PHARMACEUTICALS INC COM 68339910 1172 28961 SH SHARED 01 22261 6700 D ONYX PHARMACEUTICALS INC COM 68339910 161 4000 SH SHR/OTHR 01 4000 D ONYX PHARMACEUTICALS INC COM 68339910 1475 36441 SH SHARED 02 36441 D ONYX PHARMACEUTICALS INC COM 68339910 25589 632000 SH SHARED 04 632000 D ONYX PHARMACEUTICALS INC COM 68339910 445 11000 SH SHARED 06 11000 D ONYX PHARMACEUTICALS INC COM 68339910 3069 75800 SH SHARED 10 75800 D ONYX PHARMACEUTICALS INC COM 68339910 332 8200 SH SHARED 14 8200 D ONYX SOFTWARE CORP COM NEW 68340220 23 7423 SH SHARED 7423 D ONYX SOFTWARE CORP COM NEW 68340220 5 1840 SH SHARED 01 1840 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 16350 157231 SH SHARED 157231 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 517 4979 SH SHARED 01 4979 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 2370 22799 SH SHARED 02 22599 200 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 17527 168550 SH SHARED 04 168550 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 488 4700 SH SHARED 05 4700 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 363 3500 SH SHARED 06 3500 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 1843 17730 SH SHARED 10 17730 D OPEN SOLUTIONS INC COM 68371P10 263 11940 SH SHARED 11940 D OPEN SOLUTIONS INC COM 68371P10 6657 301660 SH SHARED 01 260860 40800 D OPEN SOLUTIONS INC COM 68371P10 200 9074 SH SHARED 02 9074 D OPEN SOLUTIONS INC COM 68371P10 783 35500 SH SHARED 05 35500 D OPEN TEXT CORP COM 68371510 4828 162014 SH SHARED 13610 148404 D OPEN TEXT CORP COM 68371510 41 1400 SH SHARED 02 1400 D OPENWAVE SYS INC COM NEW 68371830 905 67847 SH SHARED 67847 D OPENWAVE SYS INC COM NEW 68371830 893 66967 SH SHARED 01 66967 D OPENWAVE SYS INC COM NEW 68371830 458 34387 SH SHARED 02 34387 D OPENWAVE SYS INC COM NEW 68371830 1094 82020 SH SHARED 10 82020 D OPLINK COMMUNICATIONS INC COM 68375Q10 243 97906 SH SHARED 97906 D OPLINK COMMUNICATIONS INC COM 68375Q10 0 3 SH SHARED 01 3 D OPLINK COMMUNICATIONS INC COM 68375Q10 342 137744 SH SHARED 02 137744 D OPNET TECHNOLOGIES INC COM 68375710 277 18578 SH SHARED 18578 D OPNET TECHNOLOGIES INC COM 68375710 57 3862 SH SHARED 01 3862 D OPNET TECHNOLOGIES INC COM 68375710 79 5363 SH SHARED 02 5363 D OPTICAL COMMUNICATION PRODS CL A 68382T10 266 81060 SH SHARED 81060 D OPTICAL COMMUNICATION PRODS CL A 68382T10 41 12493 SH SHARED 01 12493 D OPTICAL COMMUNICATION PRODS CL A 68382T10 107 32703 SH SHARED 02 32703 D OPTICAL CABLE CORP COM NEW 68382720 22 3715 SH SHARED 3715 D OPTICAL CABLE CORP COM NEW 68382720 5 920 SH SHARED 01 920 D OPSWARE INC COM 68383A10 210 27819 SH SHARED 27819 D OPSWARE INC COM 68383A10 20 2700 SH SHARED 01 2700 D OPSWARE INC COM 68383A10 284 37685 SH SHARED 02 37685 D OPTICARE HEALTH SYS INC COM 68386P10 0 3 SH SHARED 02 3 D OPTIMAL ROBOTICS CORP CL A NEW 68388R20 38 5316 SH SHARED 5316 D OPTIMAL ROBOTICS CORP CL A NEW 68388R20 9 1318 SH SHARED 01 1318 D OPTIMAL ROBOTICS CORP CL A NEW 68388R20 9 1301 SH SHARED 02 1301 D ORACLE CORP COM 68389X10 15 1283 SH SHARED 1283 D ORACLE CORP COM 68389X10 323051 26920928 SH SHARED 26396331 524597 D ORACLE CORP COM 68389X10 136758 11396537 SH SHARED 01 6888137 55200 4453200 D ORACLE CORP COM 68389X10 2869 239158 SH SHR/OTHR 01 66490 172668 D ORACLE CORP COM 68389X10 27284 2273676 SH SHARED 02 2273676 D ORACLE CORP COM 68389X10 1621 135100 SH SHARED 03 20900 114200 D ORACLE CORP COM 68389X10 28260 2355000 SH SHARED 04 2355000 D ORACLE CORP COM 68389X10 39247 3270608 SH SHARED 05 2500518 770090 D ORACLE CORP COM 68389X10 19703 1641943 SH SHARED 06 1211243 430700 D ORACLE CORP COM 68389X10 4414 367904 SH SHARED 07 367904 D ORACLE CORP COM 68389X10 2436 203024 SH SHARED 09 203024 D ORACLE CORP COM 68389X10 221931 18494327 SH SHARED 10 18494327 D ORACLE CORP COM 68389X10 2458 204841 SH SHARED 14 204841 D OPTION CARE INC COM 68394810 308 26853 SH SHARED 26853 D OPTION CARE INC COM 68394810 131 11422 SH SHARED 01 11422 D OPTION CARE INC COM 68394810 129 11275 SH SHARED 02 11275 D ORASURE TECHNOLOGIES INC COM 68554V10 378 36444 SH SHARED 36444 D ORASURE TECHNOLOGIES INC COM 68554V10 196 18899 SH SHARED 02 18899 D ORBITZ INC CL A 68556Y10 3281 137814 SH SHARED 88412 49402 D ORBITZ INC CL A 68556Y10 60 2525 SH SHARED 01 2525 D ORBITZ INC CL A 68556Y10 598 25139 SH SHARED 02 25139 D ORBITZ INC CL A 68556Y10 952 40000 SH SHARED 04 40000 D ORBITAL SCIENCES CORP COM 68556410 740 59087 SH SHARED 59087 D ORBITAL SCIENCES CORP COM 68556410 98 7873 SH SHARED 01 7873 D ORBITAL SCIENCES CORP COM 68556410 284 22671 SH SHARED 02 22671 D ORBITAL SCIENCES CORP COM 68556410 12 1000 SH SHARED 10 1000 D ORBITAL SCIENCES CORP *W EXP 08/31/200 68556413 78 10000 SH SHARED 10000 D ORCHID BIOSCIENCES INC COM 68571P10 0 27360 SH SHR/OTHR 27360 D ORCHID BIOSCIENCES INC COM 68571P10 0 161028 SH SHARED 161028 D OREGON STL MLS INC COM 68607910 220 29127 SH SHARED 29127 D OREGON STL MLS INC COM 68607910 16 2225 SH SHARED 01 2225 D OREGON STL MLS INC COM 68607910 109 14547 SH SHARED 02 14547 D O REILLY AUTOMOTIVE INC COM 68609110 5916 147773 SH SHARED 147773 D O REILLY AUTOMOTIVE INC COM 68609110 1227 30658 SH SHARED 01 30658 D O REILLY AUTOMOTIVE INC COM 68609110 64 1600 SH SHR/OTHR 01 1600 D O REILLY AUTOMOTIVE INC COM 68609110 534 13337 SH SHARED 02 13337 D ORIENTAL FINL GROUP INC COM 68618W10 124 3914 SH SHARED 3914 D ORIENTAL FINL GROUP INC COM 68618W10 523 16448 SH SHARED 01 16448 D ORIENTAL FINL GROUP INC COM 68618W10 425 13367 SH SHARED 02 13367 D ORIENTAL FINL GROUP INC COM 68618W10 4443 139502 SH SHARED 10 139502 D ORLEANS HOMEBUILDERS INC COM 68658810 393 16365 SH SHARED 16365 D ORLEANS HOMEBUILDERS INC COM 68658810 48 2035 SH SHARED 01 2035 D ORLEANS HOMEBUILDERS INC COM 68658810 109 4566 SH SHARED 02 4566 D ORTHOLOGIC CORP COM 68750J10 194 25088 SH SHARED 25088 D ORTHOLOGIC CORP COM 68750J10 46 6000 SH SHR/OTHR 01 6000 D ORTHOLOGIC CORP COM 68750J10 257 33288 SH SHARED 02 33288 D ORTHODONTIC CTRS AMER INC COM 68750P10 521 65952 SH SHARED 65952 D ORTHODONTIC CTRS AMER INC COM 68750P10 146 18500 SH SHARED 01 18500 D ORTHODONTIC CTRS AMER INC COM 68750P10 194 24668 SH SHARED 02 24668 D ORTHOVITA INC COM 68750U10 170 42343 SH SHARED 42343 D ORTHOVITA INC COM 68750U10 42 10499 SH SHARED 01 10499 D OSHKOSH B GOSH INC CL A 68822220 409 17501 SH SHARED 17501 D OSHKOSH B GOSH INC CL A 68822220 114 4902 SH SHARED 01 3902 1000 D OSHKOSH B GOSH INC CL A 68822220 146 6244 SH SHARED 02 6244 D OSHKOSH TRUCK CORP COM 68823920 740 13297 SH SHARED 13297 D OSHKOSH TRUCK CORP COM 68823920 2935 52700 SH SHARED 01 52700 D OSHKOSH TRUCK CORP COM 68823920 1224 21982 SH SHARED 02 21982 D OSHKOSH TRUCK CORP COM 68823920 7196 129200 SH SHARED 10 129200 D OSTEOTECH INC COM 68858210 239 36977 SH SHARED 36977 D OSTEOTECH INC COM 68858210 62 9602 SH SHARED 01 9602 D OSTEOTECH INC COM 68858210 49 7627 SH SHARED 02 7627 D OTTER TAIL CORP COM 68964810 167 6358 SH SHARED 6358 D OTTER TAIL CORP COM 68964810 21 800 SH SHARED 01 800 D OTTER TAIL CORP COM 68964810 333 12609 SH SHARED 02 12609 D OUTBACK STEAKHOUSE INC COM 68989910 1495 30713 SH SHARED 30713 D OUTBACK STEAKHOUSE INC COM 68989910 1347 27674 SH SHARED 01 24674 3000 D OUTBACK STEAKHOUSE INC COM 68989910 335 6882 SH SHR/OTHR 01 6882 D OUTBACK STEAKHOUSE INC COM 68989910 963 19785 SH SHARED 02 19785 D OUTBACK STEAKHOUSE INC COM 68989910 282 5800 SH SHARED 06 5800 D OVERLAND STORAGE INC COM 69031010 143 8464 SH SHARED 8464 D OVERLAND STORAGE INC COM 69031010 62 3687 SH SHARED 01 1478 2209 D OVERLAND STORAGE INC COM 69031010 37 2209 SH SHR/OTHR 01 2209 D OVERLAND STORAGE INC COM 69031010 107 6323 SH SHARED 02 6323 D OVERNITE CORP COM 69032210 72 3144 SH SHARED 3144 D OVERNITE CORP COM 69032210 11406 495916 SH SHARED 01 466116 3900 25900 D OVERNITE CORP COM 69032210 351 15302 SH SHARED 02 15302 D OVERNITE CORP COM 69032210 54 2370 SH SHARED 05 2370 D OVERNITE CORP COM 69032210 7904 343665 SH SHARED 10 343665 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 1164 31896 SH SHARED 31896 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 6745 184800 SH SHARED 01 184800 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 1136 31129 SH SHARED 02 31129 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 5606 153600 SH SHARED 10 153600 D OVERSTOCK COM INC DEL COM 69037010 373 12111 SH SHARED 12111 D OVERSTOCK COM INC DEL COM 69037010 151 4900 SH SHARED 01 4900 D OVERSTOCK COM INC DEL COM 69037010 165 5359 SH SHARED 02 5359 D OWENS & MINOR INC NEW COM 69073210 1110 43910 SH SHARED 43910 D OWENS & MINOR INC NEW COM 69073210 5 225 SH SHARED 01 225 D OWENS & MINOR INC NEW COM 69073210 467 18491 SH SHARED 02 18491 D OWENS ILL INC COM NEW 69076840 560 40000 SH SHR/OTHR 40000 D OWENS ILL INC COM NEW 69076840 1017 72550 SH SHARED 72550 D OWENS ILL INC COM NEW 69076840 103 7395 SH SHARED 01 7395 D OWENS ILL INC COM NEW 69076840 1771 126367 SH SHARED 02 126367 D OWENS ILL INC COM NEW 69076840 487 34800 SH SHARED 10 34800 D OWENS ILL INC PFD CONV $.01 69076850 1858 54650 SH SHARED 54650 D OXFORD HEALTH PLANS INC COM 69147110 2263 46331 SH SHARED 46331 D OXFORD HEALTH PLANS INC COM 69147110 1073 21981 SH SHARED 01 21981 D OXFORD HEALTH PLANS INC COM 69147110 1504 30800 SH SHARED 02 30800 D OXFORD HEALTH PLANS INC COM 69147110 2198 45000 SH SHARED 04 45000 D OXFORD HEALTH PLANS INC COM 69147110 16354 334800 SH SHARED 10 334800 D OXFORD INDS INC COM 69149730 296 6412 SH SHARED 6412 D OXFORD INDS INC COM 69149730 560 12135 SH SHARED 02 12135 D PAB BANKSHARES INC COM 69313P10 22 1800 SH SHARED 1800 D PAB BANKSHARES INC COM 69313P10 43 3386 SH SHARED 02 3386 D P A M TRANSN SVCS INC COM 69314910 29 1700 SH SHARED 1700 D P A M TRANSN SVCS INC COM 69314910 50 2942 SH SHARED 02 2942 D P C CONNECTION COM 69318J10 519 65460 SH SHARED 65460 D P C CONNECTION COM 69318J10 107 13495 SH SHARED 01 13495 D P C CONNECTION COM 69318J10 26 3298 SH SHARED 02 3298 D PC MALL INC COM 69323K10 4 258 SH SHARED 02 258 D PC-TEL INC COM 69325Q10 251 24369 SH SHARED 24369 D PC-TEL INC COM 69325Q10 127 12377 SH SHARED 01 12377 D PC-TEL INC COM 69325Q10 98 9500 SH SHARED 02 9500 D PC-TEL INC COM 69325Q10 7290 705800 SH SHARED 10 705800 D PDF SOLUTIONS INC COM 69328210 46 4000 SH SHARED 4000 D PDF SOLUTIONS INC COM 69328210 348 30184 SH SHARED 02 30184 D PDI INC COM 69329V10 544 21534 SH SHARED 21534 D PDI INC COM 69329V10 487 19291 SH SHARED 01 19291 D PDI INC COM 69329V10 143 5678 SH SHARED 02 5678 D PDI INC COM 69329V10 450 17800 SH SHARED 10 17800 D PG&E CORP COM 69331C10 805 27800 SH SHARED 27800 D PG&E CORP COM 69331C10 2897 100000 SH SHR/OTHR 100000 D PG&E CORP COM 69331C10 38951 1344560 SH SHARED 1341560 3000 D PG&E CORP COM 69331C10 2246 77541 SH SHARED 01 77541 D PG&E CORP COM 69331C10 139 4800 SH SHR/OTHR 01 4800 D PG&E CORP COM 69331C10 8235 284273 SH SHARED 02 284273 D PG&E CORP COM 69331C10 218 7552 SH SHARED 05 300 7252 D PG&E CORP COM 69331C10 212 7340 SH SHARED 06 6340 1000 D PG&E CORP COM 69331C10 63 2200 SH SHARED 07 2200 D PG&E CORP COM 69331C10 5229 180508 SH SHARED 10 180508 D PG&E CORP COM 69331C10 89 3100 SH SHARED 14 3100 D PFF BANCORP INC COM 69331W10 146 3842 SH SHARED 3842 D PFF BANCORP INC COM 69331W10 433 11358 SH SHARED 01 11358 D PFF BANCORP INC COM 69331W10 285 7479 SH SHARED 02 7479 D PFF BANCORP INC COM 69331W10 10698 280574 SH SHARED 10 280574 D P F CHANGS CHINA BISTRO INC COM 69333Y10 1746 34692 SH SHARED 34692 D P F CHANGS CHINA BISTRO INC COM 69333Y10 3975 78969 SH SHARED 01 78719 250 D P F CHANGS CHINA BISTRO INC COM 69333Y10 34 676 SH SHR/OTHR 01 676 D P F CHANGS CHINA BISTRO INC COM 69333Y10 677 13455 SH SHARED 02 13355 100 D P F CHANGS CHINA BISTRO INC COM 69333Y10 3876 77000 SH SHARED 04 77000 D P F CHANGS CHINA BISTRO INC COM 69333Y10 85 1700 SH SHARED 10 1700 D PICO HLDGS INC COM NEW 69336620 29 1800 SH SHARED 1800 D PICO HLDGS INC COM NEW 69336620 117 7149 SH SHARED 02 7149 D PLX TECHNOLOGY INC COM 69341710 149 13855 SH SHARED 02 13855 D PMA CAP CORP DBCV 4.250% 9/3 693419AA 1670 2000000 PRN SHARED 2000000 D PMA CAP CORP CL A 69341920 53 8826 SH SHARED 8826 D PMA CAP CORP CL A 69341920 50 8300 SH SHARED 01 8300 D PMA CAP CORP CL A 69341920 350 57709 SH SHARED 02 57709 D PMC-SIERRA INC NOTE 3.750% 8/1 69344FAB 993 1000000 PRN SHARED 1000000 D PMC-SIERRA INC COM 69344F10 7982 470360 SH SHARED 465660 4700 D PMC-SIERRA INC COM 69344F10 664 39179 SH SHARED 01 38879 300 D PMC-SIERRA INC COM 69344F10 26 1538 SH SHR/OTHR 01 1538 D PMC-SIERRA INC COM 69344F10 2202 129788 SH SHARED 02 129788 D PMC-SIERRA INC COM 69344F10 18 1093 SH SHARED 05 1093 D PMC-SIERRA INC COM 69344F10 4013 236481 SH SHARED 10 236481 D PMI GROUP INC DBCV 2.500% 7/1 69344MAE 27375 25000000 PRN SHARED 25000000 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 12324 11255000 PRN SHARED 02 11255000 D PMI GROUP INC COM 69344M10 582 15600 SH SHARED 15600 D PMI GROUP INC COM 69344M10 5413 144901 SH SHARED 142501 2400 D PMI GROUP INC COM 69344M10 997 26700 SH SHARED 01 26700 D PMI GROUP INC COM 69344M10 1288 34496 SH SHARED 02 34496 D PMI GROUP INC COM 69344M10 149 4000 SH SHARED 05 4000 D PMI GROUP INC COM 69344M10 194 5200 SH SHARED 10 5200 D PNC FINL SVCS GROUP INC COM 69347510 371 6700 SH SHARED 6700 D PNC FINL SVCS GROUP INC COM 69347510 70092 1264744 SH SHARED 1197644 67100 D PNC FINL SVCS GROUP INC COM 69347510 78718 1420401 SH SHARED 01 876818 1500 542083 D PNC FINL SVCS GROUP INC COM 69347510 786 14187 SH SHR/OTHR 01 14187 D PNC FINL SVCS GROUP INC COM 69347510 8143 146946 SH SHARED 02 146946 D PNC FINL SVCS GROUP INC COM 69347510 5059 91300 SH SHARED 04 91300 D PNC FINL SVCS GROUP INC COM 69347510 66 1208 SH SHARED 05 300 908 D PNC FINL SVCS GROUP INC COM 69347510 280 5070 SH SHARED 06 4770 300 D PNC FINL SVCS GROUP INC COM 69347510 200475 3617383 SH SHARED 10 3617383 D PNC FINL SVCS GROUP INC COM 69347510 124 2239 SH SHARED 14 2239 D POSCO SPONSORED ADR 69348310 69619 1967203 SH SHARED 1796415 170788 D POSCO SPONSORED ADR 69348310 9735 275088 SH SHARED 01 246268 28820 D POSCO SPONSORED ADR 69348310 102 2900 SH SHARED 02 2900 D POSCO SPONSORED ADR 69348310 16215 458200 SH SHARED 04 458200 D POSCO SPONSORED ADR 69348310 2265 64004 SH SHARED 05 64004 D POSCO SPONSORED ADR 69348310 5904 166850 SH SHARED 06 163100 3750 D POSCO SPONSORED ADR 69348310 20732 585836 SH SHARED 10 585836 D POSCO SPONSORED ADR 69348310 45221 1277800 SH SHARED 12 1277800 D POSCO SPONSORED ADR 69348310 1427 40346 SH SHARED 14 40346 D PNM RES INC COM 69349H10 522 17403 SH SHARED 17403 D PNM RES INC COM 69349H10 3248 108100 SH SHARED 01 108100 D PNM RES INC COM 69349H10 756 25182 SH SHARED 02 25182 D PNM RES INC COM 69349H10 2782 92610 SH SHARED 10 92610 D PPG INDS INC COM 69350610 64591 1107924 SH SHARED 1107924 D PPG INDS INC COM 69350610 9338 160181 SH SHARED 01 120810 39371 D PPG INDS INC COM 69350610 944 16200 SH SHR/OTHR 01 16200 D PPG INDS INC COM 69350610 4598 78878 SH SHARED 02 78878 D PPG INDS INC COM 69350610 64 1108 SH SHARED 05 200 908 D PPG INDS INC COM 69350610 164 2814 SH SHARED 06 2314 500 D PPG INDS INC COM 69350610 4518 77510 SH SHARED 10 77510 D PPG INDS INC COM 69350610 77 1330 SH SHARED 14 1330 D PPL CORP COM 69351T10 497 10900 SH SHARED 10900 D PPL CORP COM 69351T10 44374 973134 SH SHARED 891134 82000 D PPL CORP COM 69351T10 3290 72166 SH SHARED 01 60766 11400 D PPL CORP COM 69351T10 27 600 SH SHR/OTHR 01 600 D PPL CORP COM 69351T10 3629 79586 SH SHARED 02 79586 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 3147 69034 SH SHARED 10 69034 D PPL CORP COM 69351T10 59 1295 SH SHARED 14 1295 D PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE 7875 7500000 PRN SHARED 7500000 D PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE 945 900000 PRN SHARED 02 900000 D PRG-SCHULTZ INTERNATIONAL IN NOTE 4.750%11/2 69357CAA 5212 5850000 PRN SHARED 5850000 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 60 13867 SH SHARED 13867 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 7 1633 SH SHARED 01 1033 600 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 238 54663 SH SHARED 02 54663 D PS BUSINESS PKS INC CALIF COM 69360J10 148 3200 SH SHARED 3200 D PS BUSINESS PKS INC CALIF COM 69360J10 245 5300 SH SHARED 01 5300 D PS BUSINESS PKS INC CALIF COM 69360J10 525 11330 SH SHARED 02 11330 D PS BUSINESS PKS INC CALIF COM 69360J10 171 3700 SH SHARED 10 3700 D PS BUSINESS PKS INC CALIF COM 69360J10 333 7200 SH SHARED 11 7200 D PSS WORLD MED INC COM 69366A10 1663 148654 SH SHARED 148654 D PSS WORLD MED INC COM 69366A10 1529 136682 SH SHARED 01 126282 10400 D PSS WORLD MED INC COM 69366A10 4489 401195 SH SHARED 02 401195 D PSS WORLD MED INC COM 69366A10 5700 509400 SH SHARED 10 509400 D PTEK HLDGS INC COM 69366M10 310 33810 SH SHARED 33810 D PTEK HLDGS INC COM 69366M10 4 500 SH SHARED 01 500 D PTEK HLDGS INC COM 69366M10 256 27933 SH SHARED 02 27933 D PAC-WEST TELECOM INC COM 69371Y10 1 700 SH SHARED 01 700 D PACCAR INC COM 69371810 41386 738387 SH SHARED 738387 D PACCAR INC COM 69371810 66379 1184285 SH SHARED 01 141212 1043073 D PACCAR INC COM 69371810 5209 92944 SH SHR/OTHR 01 5595 87349 D PACCAR INC COM 69371810 4998 89176 SH SHARED 02 89176 D PACCAR INC COM 69371810 55 996 SH SHARED 05 996 D PACCAR INC COM 69371810 105 1875 SH SHARED 06 1500 375 D PACCAR INC COM 69371810 4494 80192 SH SHARED 10 80192 D PACCAR INC COM 69371810 77 1374 SH SHARED 14 1374 D PACER INTL INC TENN COM 69373H10 822 37366 SH SHARED 37366 D PACER INTL INC TENN COM 69373H10 78 3574 SH SHARED 01 3574 D PACER INTL INC TENN COM 69373H10 455 20678 SH SHARED 02 20678 D PACIFIC CAP BANCORP NEW COM 69404P10 353 8900 SH SHARED 8900 D PACIFIC CAP BANCORP NEW COM 69404P10 4999 126033 SH SHARED 01 126033 D PACIFIC CAP BANCORP NEW COM 69404P10 674 16995 SH SHARED 02 16995 D PACIFIC CAP BANCORP NEW COM 69404P10 2924 73733 SH SHARED 10 73733 D PACIFIC MERCANTILE BANCORP COM 69455210 3 318 SH SHARED 02 318 D PACIFIC PREMIER BANCORP COM 69478X10 1345 100000 SH SHARED 10 100000 D PACIFIC SUNWEAR CALIF INC COM 69487310 1479 59873 SH SHARED 59873 D PACIFIC SUNWEAR CALIF INC COM 69487310 6875 278235 SH SHARED 01 265235 13000 D PACIFIC SUNWEAR CALIF INC COM 69487310 31 1264 SH SHR/OTHR 01 1264 D PACIFIC SUNWEAR CALIF INC COM 69487310 858 34756 SH SHARED 02 34756 D PACIFIC SUNWEAR CALIF INC COM 69487310 617 25000 SH SHARED 04 25000 D PACIFIC SUNWEAR CALIF INC COM 69487310 1913 77440 SH SHARED 10 77440 D PACIFIC UN BK CALIF COM 69502510 507 17347 SH SHARED 17347 D PACIFIC UN BK CALIF COM 69502510 3 136 SH SHARED 01 136 D PACIFIC UN BK CALIF COM 69502510 199 6825 SH SHARED 02 6825 D PACIFICARE HEALTH SYS DEL DBCV 3.000%10/1 695112AG 7 3500 PRN SHARED 01 3500 D PACIFICARE HEALTH SYS DEL COM 69511210 415 10500 SH SHARED 10500 D PACIFICARE HEALTH SYS DEL COM 69511210 5904 149301 SH SHARED 149301 D PACIFICARE HEALTH SYS DEL COM 69511210 3907 98798 SH SHARED 01 98798 D PACIFICARE HEALTH SYS DEL COM 69511210 914 23111 SH SHARED 02 22911 200 D PACIFICARE HEALTH SYS DEL COM 69511210 35903 907800 SH SHARED 04 907800 D PACIFICARE HEALTH SYS DEL COM 69511210 221 5600 SH SHARED 05 5600 D PACIFICARE HEALTH SYS DEL COM 69511210 75 1900 SH SHARED 06 1900 D PACIFICARE HEALTH SYS DEL COM 69511210 1436 36310 SH SHARED 10 36310 D PACIFICARE HEALTH SYS DEL COM 69511210 225 5700 SH SHARED 14 5700 D PACKAGING CORP AMER COM 69515610 1633 72389 SH SHARED 71314 1075 D PACKAGING CORP AMER COM 69515610 47109 2088200 SH SHARED 01 1837800 3700 246700 D PACKAGING CORP AMER COM 69515610 43 1932 SH SHR/OTHR 01 1932 D PACKAGING CORP AMER COM 69515610 532 23586 SH SHARED 02 23586 D PACKAGING CORP AMER COM 69515610 42886 1901000 SH SHARED 10 1901000 D PACKAGING DYNAMICS CORP COM 69516010 225 17000 SH SHARED 17000 D PACKETEER INC COM 69521010 696 52740 SH SHARED 52740 D PACKETEER INC COM 69521010 2610 197791 SH SHARED 01 189591 8200 D PACKETEER INC COM 69521010 321 24380 SH SHARED 02 24380 D PACKETEER INC COM 69521010 1449 109829 SH SHARED 10 109829 D PACTIV CORP COM 69525710 19216 863659 SH SHARED 863659 D PACTIV CORP COM 69525710 3066 137842 SH SHARED 01 135842 2000 D PACTIV CORP COM 69525710 2070 93041 SH SHARED 02 93041 D PACTIV CORP COM 69525710 15 689 SH SHARED 05 689 D PACTIV CORP COM 69525710 92 4172 SH SHARED 06 4172 D PACTIV CORP COM 69525710 1400 62942 SH SHARED 10 62942 D PACTIV CORP COM 69525710 1769 79541 SH SHARED 14 79541 D PAIN THERAPEUTICS INC COM 69562K10 40 5900 SH SHARED 5900 D PAIN THERAPEUTICS INC COM 69562K10 79 11519 SH SHARED 02 11519 D PALATIN TECHNOLOGIES INC COM NEW 69607730 1584 380000 SH SHARED 380000 D PALATIN TECHNOLOGIES INC COM NEW 69607730 85 20612 SH SHARED 02 20612 D PALL CORP COM 69642930 15499 683102 SH SHARED 683102 D PALL CORP COM 69642930 606 26739 SH SHARED 01 26739 D PALL CORP COM 69642930 313 13797 SH SHR/OTHR 01 2700 11097 D PALL CORP COM 69642930 1695 74735 SH SHARED 02 74735 D PALL CORP COM 69642930 11 499 SH SHARED 05 499 D PALL CORP COM 69642930 993 43770 SH SHARED 10 43770 D PALM HARBOR HOMES COM 69663910 285 13566 SH SHARED 13566 D PALM HARBOR HOMES COM 69663910 120 5700 SH SHARED 01 5700 D PALM HARBOR HOMES COM 69663910 176 8380 SH SHARED 02 8380 D PALMONE INC COM 69713P10 1351 63137 SH SHARED 62137 1000 D PALMONE INC COM 69713P10 435 20348 SH SHARED 01 19697 651 D PALMONE INC COM 69713P10 1159 54197 SH SHARED 02 54197 D PALMONE INC COM 69713P10 17 800 SH SHARED 10 800 D PALMSOURCE INC COM 69715410 1353 74474 SH SHARED 43512 30962 D PALMSOURCE INC COM 69715410 226 12460 SH SHARED 01 12260 200 D PALMSOURCE INC COM 69715410 106 5843 SH SHARED 02 5843 D PALMSOURCE INC COM 69715410 4 247 SH SHARED 10 247 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 150 8369 SH SHARED 02 8369 D PAMRAPO BANCORP INC COM 69773810 117 4000 SH SHARED 01 2000 2000 D PAN AMERICAN SILVER CORP COM 69790010 1033 58000 SH SHARED 01 55000 3000 D PAN AMERICAN SILVER CORP COM 69790010 873 49000 SH SHARED 02 49000 D PANAMSAT CORP NEW COM 69793310 5922 241926 SH SHARED 241926 D PANAMSAT CORP NEW COM 69793310 1399 57174 SH SHARED 01 57174 D PANAMSAT CORP NEW COM 69793310 275 11273 SH SHARED 02 11273 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 148 2842 SH SHARED 2842 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 117 2258 SH SHARED 01 2258 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 456 8770 SH SHARED 02 8770 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 24783 475700 SH SHARED 10 475700 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 214180 4110942 SH SHARED 11 4110942 D PANERA BREAD CO CL A 69840W10 5631 144731 SH SHARED 144731 D PANERA BREAD CO CL A 69840W10 18157 466666 SH SHARED 01 441566 3200 21900 D PANERA BREAD CO CL A 69840W10 964 24800 SH SHARED 02 24800 D PANERA BREAD CO CL A 69840W10 10952 281488 SH SHARED 10 281488 D PANTRY INC COM 69865710 227 11416 SH SHARED 11416 D PANTRY INC COM 69865710 587 29457 SH SHARED 01 29457 D PANTRY INC COM 69865710 146 7327 SH SHARED 02 7327 D PANTRY INC COM 69865710 750 37600 SH SHARED 10 37600 D PAPA JOHNS INTL INC COM 69881310 145 4315 SH SHARED 4315 D PAPA JOHNS INTL INC COM 69881310 33 1000 SH SHARED 01 1000 D PAPA JOHNS INTL INC COM 69881310 3291 97538 SH SHARED 02 97538 D PARADYNE NETWORKS INC COM 69911G10 256 68774 SH SHARED 68774 D PARADYNE NETWORKS INC COM 69911G10 10 2787 SH SHARED 01 2787 D PARALLEL PETE CORP DEL COM 69915710 187 41934 SH SHARED 41934 D PARALLEL PETE CORP DEL COM 69915710 86 19398 SH SHARED 01 10398 9000 D PARAMETRIC TECHNOLOGY CORP COM 69917310 3586 793441 SH SHARED 793441 D PARAMETRIC TECHNOLOGY CORP COM 69917310 89 19886 SH SHARED 01 17100 2786 D PARAMETRIC TECHNOLOGY CORP COM 69917310 960 212427 SH SHARED 02 212427 D PARAMETRIC TECHNOLOGY CORP COM 69917310 5 1132 SH SHARED 05 1132 D PARAMETRIC TECHNOLOGY CORP COM 69917310 434 96056 SH SHARED 10 96056 D PAREXEL INTL CORP COM 69946210 120 6744 SH SHARED 6744 D PAREXEL INTL CORP COM 69946210 8 500 SH SHARED 01 500 D PAREXEL INTL CORP COM 69946210 285 15944 SH SHARED 02 15944 D PAREXEL INTL CORP COM 69946210 66 3730 SH SHARED 10 3730 D PARK ELECTROCHEMICAL CORP COM 70041620 49 1950 SH SHARED 1950 D PARK ELECTROCHEMICAL CORP COM 70041620 197 7817 SH SHARED 7817 D PARK ELECTROCHEMICAL CORP COM 70041620 1489 58883 SH SHARED 01 58883 D PARK ELECTROCHEMICAL CORP COM 70041620 212 8396 SH SHARED 02 8396 D PARK ELECTROCHEMICAL CORP COM 70041620 1606 63500 SH SHARED 10 63500 D PARK NATL CORP COM 70065810 13 115 SH SHARED 115 D PARK NATL CORP COM 70065810 26 238 SH SHARED 01 238 D PARK NATL CORP COM 70065810 618 5461 SH SHR/OTHR 01 5461 D PARK NATL CORP COM 70065810 310 2742 SH SHARED 02 2742 D PARKER DRILLING CO NOTE 5.500% 8/0 701081AD 43824 44000000 PRN SHARED 02 44000000 D PARKER DRILLING CO COM 70108110 472 113400 SH SHARED 113400 D PARKER DRILLING CO COM 70108110 176 42434 SH SHARED 02 42434 D PARKER HANNIFIN CORP COM 70109410 28310 501074 SH SHARED 389893 111181 D PARKER HANNIFIN CORP COM 70109410 94306 1669137 SH SHARED 01 32291 9400 1627446 D PARKER HANNIFIN CORP COM 70109410 4661 82509 SH SHR/OTHR 01 82509 D PARKER HANNIFIN CORP COM 70109410 3107 55003 SH SHARED 02 55003 D PARKER HANNIFIN CORP COM 70109410 19523 345550 SH SHARED 03 295100 50450 D PARKER HANNIFIN CORP COM 70109410 61318 1085289 SH SHARED 05 851346 233943 D PARKER HANNIFIN CORP COM 70109410 4720 83555 SH SHARED 06 83555 D PARKER HANNIFIN CORP COM 70109410 5828 103166 SH SHARED 07 103166 D PARKER HANNIFIN CORP COM 70109410 3791 67100 SH SHARED 09 67100 D PARKER HANNIFIN CORP COM 70109410 122211 2163039 SH SHARED 10 2163039 D PARKER HANNIFIN CORP COM 70109410 49 871 SH SHARED 14 871 D PARKVALE FINL CORP COM 70149210 28 1000 SH SHARED 1000 D PARKVALE FINL CORP COM 70149210 143 4974 SH SHARED 02 4974 D PARKVALE FINL CORP COM 70149210 59 2070 SH SHARED 10 2070 D PARKWAY PPTYS INC COM 70159Q10 139 2989 SH SHARED 2989 D PARKWAY PPTYS INC COM 70159Q10 51 1099 SH SHARED 01 1099 D PARKWAY PPTYS INC COM 70159Q10 256 5489 SH SHARED 02 5489 D PARKWAY PPTYS INC COM 70159Q10 144 3100 SH SHARED 11 3100 D PARTNER COMMUNICATIONS CO LT ADR 70211M10 11 1500 SH SHARED 1500 D PARTNERS TRUST FINCL GROUP I COM 70213A10 61 1800 SH SHARED 1800 D PARTNERS TRUST FINCL GROUP I COM 70213A10 109 3189 SH SHARED 02 3189 D PARTY CITY CORP COM 70214510 81 5476 SH SHARED 5476 D PARTY CITY CORP COM 70214510 10 688 SH SHARED 01 688 D PARTY CITY CORP COM 70214510 230 15460 SH SHARED 02 15460 D PATHMARK STORES INC NEW COM 70322A10 870 109101 SH SHARED 64756 44345 D PATHMARK STORES INC NEW COM 70322A10 21 2644 SH SHARED 01 2644 D PATHMARK STORES INC NEW COM 70322A10 105 13182 SH SHARED 02 13182 D PATHMARK STORES INC NEW *W EXP 09/10/201 70322A11 844 889446 SH SHARED 735200 154246 D PATHMARK STORES INC NEW *W EXP 09/10/201 70322A11 30 32560 SH SHARED 02 32560 D PATINA OIL & GAS CORP COM 70322410 6862 261433 SH SHARED 261433 D PATINA OIL & GAS CORP COM 70322410 11995 456986 SH SHARED 01 456986 D PATINA OIL & GAS CORP COM 70322410 52 2000 SH SHR/OTHR 01 2000 D PATINA OIL & GAS CORP COM 70322410 746 28423 SH SHARED 02 28423 D PATINA OIL & GAS CORP COM 70322410 2625 100000 SH SHARED 04 100000 D PATINA OIL & GAS CORP COM 70322410 5451 207666 SH SHARED 10 207666 D PATRIOT BANK CORP PA COM 70335P10 63 2181 SH SHARED 2181 D PATRIOT BANK CORP PA COM 70335P10 3 119 SH SHARED 01 119 D PATRIOT BANK CORP PA COM 70335P10 96 3298 SH SHARED 02 3298 D PATTERSON DENTAL CO COM 70341210 5549 80997 SH SHARED 80997 D PATTERSON DENTAL CO COM 70341210 1325 19350 SH SHARED 01 19350 D PATTERSON DENTAL CO COM 70341210 1347 19673 SH SHARED 02 19573 100 D PATTERSON DENTAL CO COM 70341210 681 9940 SH SHARED 10 9940 D PATTERSON UTI ENERGY INC COM 70348110 11472 323988 SH SHARED 323988 D PATTERSON UTI ENERGY INC COM 70348110 2103 59405 SH SHARED 01 58405 1000 D PATTERSON UTI ENERGY INC COM 70348110 1483 41897 SH SHARED 02 41897 D PAXAR CORP COM 70422710 66 4500 SH SHARED 4500 D PAXAR CORP COM 70422710 862 58471 SH SHARED 58471 D PAXAR CORP COM 70422710 158 10748 SH SHARED 01 10748 D PAXAR CORP COM 70422710 268 18177 SH SHARED 02 18177 D PAXSON COMMUNICATIONS CORP COM 70423110 339 87106 SH SHARED 87106 D PAXSON COMMUNICATIONS CORP COM 70423110 42 10976 SH SHARED 01 10976 D PAXSON COMMUNICATIONS CORP COM 70423110 109 28106 SH SHARED 02 28106 D PAYCHEX INC COM 70432610 45569 1280028 SH SHARED 1270739 9289 D PAYCHEX INC COM 70432610 47076 1322379 SH SHARED 01 951214 4800 366365 D PAYCHEX INC COM 70432610 92 2599 SH SHR/OTHR 01 2599 D PAYCHEX INC COM 70432610 7583 213020 SH SHARED 02 213020 D PAYCHEX INC COM 70432610 1224 34400 SH SHARED 03 15200 19200 D PAYCHEX INC COM 70432610 6379 179192 SH SHARED 05 153830 25362 D PAYCHEX INC COM 70432610 2285 64200 SH SHARED 06 63600 600 D PAYCHEX INC COM 70432610 78 2200 SH SHARED 07 2200 D PAYCHEX INC COM 70432610 87717 2463979 SH SHARED 10 2463979 D PAYCHEX INC COM 70432610 459 12900 SH SHARED 14 12900 D PAYLESS SHOESOURCE INC COM 70437910 33 2400 SH SHARED 2400 D PAYLESS SHOESOURCE INC COM 70437910 2027 145259 SH SHARED 145259 D PAYLESS SHOESOURCE INC COM 70437910 516 37019 SH SHARED 01 37019 D PAYLESS SHOESOURCE INC COM 70437910 605 43390 SH SHARED 02 43390 D PCCW LTD SPONS ADR NEW 70454G20 6 968 SH SHARED 968 D PEABODY ENERGY CORP COM 70454910 1362 29292 SH SHARED 29292 D PEABODY ENERGY CORP COM 70454910 33831 727400 SH SHARED 01 704500 22900 D PEABODY ENERGY CORP COM 70454910 38 830 SH SHR/OTHR 01 830 D PEABODY ENERGY CORP COM 70454910 621 13365 SH SHARED 02 13365 D PEABODY ENERGY CORP COM 70454910 251 5400 SH SHARED 06 5400 D PEABODY ENERGY CORP COM 70454910 17275 371427 SH SHARED 10 371427 D PEAPACK-GLADSTONE FINL CORP COM 70469910 59 1760 SH SHARED 1760 D PEAPACK-GLADSTONE FINL CORP COM 70469910 114 3382 SH SHARED 02 3382 D PEARSON PLC SPONSORED ADR 70501510 149 12968 SH SHARED 12968 D PEARSON PLC SPONSORED ADR 70501510 25 2199 SH SHARED 01 2199 D PEARSON PLC SPONSORED ADR 70501510 121 10600 SH SHARED 02 10600 D PEC SOLUTIONS INC COM 70510710 221 16770 SH SHARED 16770 D PEC SOLUTIONS INC COM 70510710 24 1865 SH SHARED 01 1865 D PEC SOLUTIONS INC COM 70510710 312 23655 SH SHARED 02 23655 D PEDIATRIX MED GROUP COM 70532410 470 7461 SH SHARED 7461 D PEDIATRIX MED GROUP COM 70532410 94 1500 SH SHARED 01 1500 D PEDIATRIX MED GROUP COM 70532410 736 11684 SH SHARED 02 11684 D PEDIATRIX MED GROUP COM 70532410 7704 122300 SH SHARED 10 122300 D PEETS COFFEE & TEA INC COM 70556010 57 2719 SH SHARED 2719 D PEETS COFFEE & TEA INC COM 70556010 117 5522 SH SHARED 02 5522 D PEGASYSTEMS INC COM 70557310 184 22477 SH SHARED 22477 D PEGASYSTEMS INC COM 70557310 20 2523 SH SHARED 01 2523 D PEGASYSTEMS INC COM 70557310 53 6481 SH SHARED 02 6481 D PEGASUS COMMUNICATIONS CORP CL A NEW 70590460 234 6135 SH SHARED 6135 D PEGASUS COMMUNICATIONS CORP CL A NEW 70590460 367 9600 SH SHARED 01 9600 D PEGASUS COMMUNICATIONS CORP CL A NEW 70590460 107 2814 SH SHARED 02 2814 D PEGASUS SOLUTIONS INC COM 70590610 574 49194 SH SHARED 49194 D PEGASUS SOLUTIONS INC COM 70590610 326 27939 SH SHARED 01 27939 D PEGASUS SOLUTIONS INC COM 70590610 141 12148 SH SHARED 02 12148 D PEGASUS SOLUTIONS INC COM 70590610 23 2000 SH SHARED 10 2000 D PEMSTAR INC COM 70655210 177 48737 SH SHARED 48737 D PEMSTAR INC COM 70655210 37 10250 SH SHARED 01 10250 D PEMSTAR INC COM 70655210 52 14299 SH SHARED 02 14299 D PENGROWTH ENERGY TR COM 70690210 95 7000 SH SHARED 7000 D PENGROWTH ENERGY TR COM 70690210 23 1750 SH SHR/OTHR 01 1750 D PENN-AMER GROUP INC COM 70724710 87 5986 SH SHARED 5986 D PENN-AMER GROUP INC COM 70724710 13 914 SH SHARED 01 914 D PENN-AMER GROUP INC COM 70724710 109 7502 SH SHARED 02 7502 D PENN ENGR & MFG CORP COM NON VTG 70738930 66 3900 SH SHARED 3900 D PENN ENGR & MFG CORP COM NON VTG 70738930 136 8053 SH SHARED 02 8053 D PENN NATL GAMING INC COM 70756910 2258 78512 SH SHARED 78512 D PENN NATL GAMING INC COM 70756910 305 10607 SH SHARED 01 10607 D PENN NATL GAMING INC COM 70756910 671 23341 SH SHARED 02 23341 D PENN NATL GAMING INC COM 70756910 41 1440 SH SHARED 10 1440 D PENN VA CORP COM 70788210 127 2100 SH SHARED 2100 D PENN VA CORP COM 70788210 57 956 SH SHARED 01 200 756 D PENN VA CORP COM 70788210 250 4140 SH SHARED 02 4140 D PENN VA CORP COM 70788210 12962 213900 SH SHARED 10 213900 D PENNEY J C INC NOTE 5.000%10/1 708160BV 11690 9227000 PRN SHARED 2000000 7227000 D PENNEY J C INC NOTE 5.000%10/1 708160BV 10 8500 PRN SHARED 01 8500 D PENNEY J C INC NOTE 5.000%10/1 708160BV 5136 4054000 PRN SHARED 02 4054000 D PENNEY J C INC COM 70816010 38017 1093097 SH SHARED 1001907 91190 D PENNEY J C INC COM 70816010 1361 39140 SH SHARED 01 36135 3005 D PENNEY J C INC COM 70816010 542 15600 SH SHR/OTHR 01 15600 D PENNEY J C INC COM 70816010 7353 211440 SH SHARED 02 211440 D PENNEY J C INC COM 70816010 521 15000 SH SHARED 04 15000 D PENNEY J C INC COM 70816010 62 1784 SH SHARED 05 1784 D PENNEY J C INC COM 70816010 86 2500 SH SHARED 06 2500 D PENNEY J C INC COM 70816010 3760 108109 SH SHARED 10 108109 D PENNEY J C INC COM 70816010 69 2007 SH SHARED 14 2007 D PENNFED FINL SVCS INC COM 70816710 42 1211 SH SHARED 1211 D PENNFED FINL SVCS INC COM 70816710 1 52 SH SHARED 01 52 D PENNFED FINL SVCS INC COM 70816710 134 3832 SH SHARED 02 3832 D PENNICHUCK CORP COM NEW 70825420 9 321 SH SHARED 321 D PENNICHUCK CORP COM NEW 70825420 2 79 SH SHARED 01 79 D PENNROCK FINL SVCS CORP COM 70835210 53 1900 SH SHARED 1900 D PENNROCK FINL SVCS CORP COM 70835210 107 3768 SH SHARED 02 3768 D PENNS WOODS BANCORP INC COM 70843010 49 1100 SH SHARED 1100 D PENNS WOODS BANCORP INC COM 70843010 72 1599 SH SHARED 02 1599 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 691 18349 SH SHARED 18349 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 395 10512 SH SHARED 01 6412 4100 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 539 14318 SH SHARED 02 14318 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 18344 487105 SH SHARED 10 487105 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 180153 4783682 SH SHARED 11 4783682 D PENTAIR INC COM 70963110 2767 46909 SH SHARED 46909 D PENTAIR INC COM 70963110 1092 18524 SH SHARED 01 18524 D PENTAIR INC COM 70963110 2010 34083 SH SHARED 02 34083 D PENTAIR INC COM 70963110 988 16760 SH SHARED 10 16760 D PENWEST PHARMACEUTICALS CO COM 70975410 802 54900 SH SHR/OTHR 54900 D PENWEST PHARMACEUTICALS CO COM 70975410 207 14235 SH SHARED 14235 D PENWEST PHARMACEUTICALS CO COM 70975410 21 1478 SH SHARED 01 1478 D PENWEST PHARMACEUTICALS CO COM 70975410 318 21767 SH SHARED 02 21767 D PEOPLES BANCORP INC COM 70978910 84 3019 SH SHARED 3019 D PEOPLES BANCORP INC COM 70978910 2 79 SH SHARED 01 79 D PEOPLES BANCORP INC COM 70978910 144 5177 SH SHARED 02 5177 D PEOPLES BK BRIDGEPORT CONN COM 71019810 125 2709 SH SHARED 2709 D PEOPLES BK BRIDGEPORT CONN COM 71019810 83 1800 SH SHARED 01 1600 200 D PEOPLES BK BRIDGEPORT CONN COM 71019810 115 2480 SH SHARED 02 2480 D PEOPLES ENERGY CORP COM 71103010 4017 89972 SH SHARED 89972 D PEOPLES ENERGY CORP COM 71103010 331 7432 SH SHARED 01 6732 700 D PEOPLES ENERGY CORP COM 71103010 258 5800 SH SHR/OTHR 01 5800 D PEOPLES ENERGY CORP COM 71103010 1137 25474 SH SHARED 02 25474 D PEOPLES ENERGY CORP COM 71103010 7701 172497 SH SHARED 10 172497 D PEOPLES HLDG CO COM 71114810 70 2100 SH SHARED 2100 D PEOPLES HLDG CO COM 71114810 136 4052 SH SHARED 02 4052 D PEOPLES HLDG CO COM 71114810 13 405 SH SHARED 10 405 D PEOPLESOFT INC COM 71271310 30145 1630383 SH SHARED 1467283 163100 D PEOPLESOFT INC COM 71271310 10890 589007 SH SHARED 01 562557 26450 D PEOPLESOFT INC COM 71271310 8201 443562 SH SHARED 02 443562 D PEOPLESOFT INC COM 71271310 2311 125000 SH SHARED 04 125000 D PEOPLESOFT INC COM 71271310 375 20303 SH SHARED 05 18810 1493 D PEOPLESOFT INC COM 71271310 517 28000 SH SHARED 06 28000 D PEOPLESOFT INC COM 71271310 2964 160322 SH SHARED 10 160322 D PEOPLESOFT INC COM 71271310 1562 84500 SH SHARED 14 84500 D PEP BOYS MANNY MOE & JACK COM 71327810 370 13336 SH SHARED 13336 D PEP BOYS MANNY MOE & JACK COM 71327810 212 7665 SH SHARED 01 7665 D PEP BOYS MANNY MOE & JACK COM 71327810 2428 87515 SH SHARED 02 87515 D PEPCO HOLDINGS INC COM 71329110 21011 1027954 SH SHARED 1027954 D PEPCO HOLDINGS INC COM 71329110 1313 64278 SH SHARED 01 62278 2000 D PEPCO HOLDINGS INC COM 71329110 16 800 SH SHR/OTHR 01 800 D PEPCO HOLDINGS INC COM 71329110 1626 79589 SH SHARED 02 79589 D PEPCO HOLDINGS INC COM 71329110 59 2900 SH SHARED 06 2900 D PEPSI BOTTLING GROUP INC COM 71340910 18686 628124 SH SHARED 616124 12000 D PEPSI BOTTLING GROUP INC COM 71340910 4731 159050 SH SHARED 01 159050 D PEPSI BOTTLING GROUP INC COM 71340910 3378 113575 SH SHARED 02 113575 D PEPSI BOTTLING GROUP INC COM 71340910 25 870 SH SHARED 05 870 D PEPSI BOTTLING GROUP INC COM 71340910 499 16794 SH SHARED 06 16794 D PEPSI BOTTLING GROUP INC COM 71340910 3327 111865 SH SHARED 10 111865 D PEPSI BOTTLING GROUP INC COM 71340910 2028 68200 SH SHARED 14 68200 D PEPSIAMERICAS INC COM 71343P20 1201 58850 SH SHARED 58850 D PEPSIAMERICAS INC COM 71343P20 2060 100897 SH SHARED 01 98400 2497 D PEPSIAMERICAS INC COM 71343P20 816 39984 SH SHARED 02 39984 D PEPSICO INC COM 71344810 332545 6175412 SH SHARED 5888302 287110 D PEPSICO INC COM 71344810 170693 3169801 SH SHARED 01 1032524 2137277 D PEPSICO INC COM 71344810 42060 781063 SH SHR/OTHR 01 77969 703094 D PEPSICO INC COM 71344810 43596 809597 SH SHARED 02 809597 D PEPSICO INC COM 71344810 3047 56600 SH SHARED 03 12800 43800 D PEPSICO INC COM 71344810 61658 1145000 SH SHARED 04 1145000 D PEPSICO INC COM 71344810 56132 1042383 SH SHARED 05 794689 247694 D PEPSICO INC COM 71344810 19477 361693 SH SHARED 06 291893 69800 D PEPSICO INC COM 71344810 4449 82626 SH SHARED 07 82626 D PEPSICO INC COM 71344810 2482 46100 SH SHARED 09 46100 D PEPSICO INC COM 71344810 260739 4841950 SH SHARED 10 4841950 D PEPSICO INC COM 71344810 2093 38881 SH SHARED 14 38881 D PER-SE TECHNOLOGIES INC COM NEW 71356930 593 53000 SH SHARED 53000 D PER-SE TECHNOLOGIES INC COM NEW 71356930 223 19956 SH SHARED 01 19956 D PER-SE TECHNOLOGIES INC COM NEW 71356930 246 21992 SH SHARED 02 21992 D PER-SE TECHNOLOGIES INC COM NEW 71356930 1326 118400 SH SHARED 10 118400 D PEREGRINE PHARMACEUTICALS IN COM 71366110 144 58831 SH SHARED 58831 D PEREGRINE PHARMACEUTICALS IN COM 71366110 1 500 SH SHARED 01 500 D PEREGRINE PHARMACEUTICALS IN COM 71366110 161 65758 SH SHARED 02 65758 D PERFORMANCE FOOD GROUP CO NOTE 5.500%10/1 713755AA 1753 1541000 PRN SHARED 02 1541000 D PERFORMANCE FOOD GROUP CO COM 71375510 1212 35310 SH SHARED 35310 D PERFORMANCE FOOD GROUP CO COM 71375510 4665 135832 SH SHARED 01 135832 D PERFORMANCE FOOD GROUP CO COM 71375510 637 18565 SH SHARED 02 18565 D PERFORMANCE TECHNOLOGIES INC COM 71376K10 644 38104 SH SHARED 38104 D PERFORMANCE TECHNOLOGIES INC COM 71376K10 83 4919 SH SHARED 01 4919 D PERFORMANCE TECHNOLOGIES INC COM 71376K10 112 6675 SH SHARED 02 6675 D PERICOM SEMICONDUCTOR CORP COM 71383110 66 5800 SH SHARED 5800 D PERICOM SEMICONDUCTOR CORP COM 71383110 171 15057 SH SHARED 02 15057 D PERINI CORP COM 71383910 66 4200 SH SHARED 4200 D PERINI CORP COM 71383910 125 7940 SH SHARED 02 7940 D PERKINELMER INC COM 71404610 8 400 SH SHARED 400 D PERKINELMER INC COM 71404610 6743 325923 SH SHARED 325923 D PERKINELMER INC COM 71404610 626 30301 SH SHARED 01 26301 4000 D PERKINELMER INC COM 71404610 20 1000 SH SHR/OTHR 01 1000 D PERKINELMER INC COM 71404610 1165 56310 SH SHARED 02 56310 D PERKINELMER INC COM 71404610 2295 110926 SH SHARED 10 110926 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 36 4000 SH SHARED 01 4000 D PEROT SYS CORP CL A 71426510 1448 108937 SH SHARED 108937 D PEROT SYS CORP CL A 71426510 208 15697 SH SHARED 01 15697 D PEROT SYS CORP CL A 71426510 715 53781 SH SHARED 02 53781 D PEROT SYS CORP CL A 71426510 6022 452800 SH SHARED 10 452800 D PERRIGO CO COM 71429010 1336 66682 SH SHARED 66682 D PERRIGO CO COM 71429010 7008 349549 SH SHARED 01 349549 D PERRIGO CO COM 71429010 1117 55746 SH SHARED 02 55746 D PERRIGO CO COM 71429010 3364 167800 SH SHARED 10 167800 D PERUSAHAAN PERS INDO SATELLI SPONSORED ADR 71568010 27 1253 SH SHARED 1253 D PERUSAHAAN PERS INDO SATELLI SPONSORED ADR 71568010 5 247 SH SHARED 01 247 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 182 10805 SH SHARED 10805 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 358 21247 SH SHARED 01 21247 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 338 20100 SH SHARED 10 20100 D PETCO ANIMAL SUPPLIES COM NEW 71601620 1411 50090 SH SHARED 47890 2200 D PETCO ANIMAL SUPPLIES COM NEW 71601620 6073 215541 SH SHARED 01 215541 D PETCO ANIMAL SUPPLIES COM NEW 71601620 507 18015 SH SHARED 02 18015 D PETCO ANIMAL SUPPLIES COM NEW 71601620 834 29600 SH SHARED 10 29600 D PETMED EXPRESS INC COM 71638210 116 10612 SH SHARED 02 10612 D PETRO-CDA COM 71644E10 10526 240057 SH SHARED 237857 2200 D PETRO-CDA COM 71644E10 267 6111 SH SHARED 01 6111 D PETRO-CDA COM 71644E10 131 3000 SH SHR/OTHR 01 3000 D PETRO-CDA COM 71644E10 4150 94652 SH SHARED 02 94652 D PETRO-CDA COM 71644E10 7016 160000 SH SHARED 04 160000 D PETRO-CDA COM 71644E10 486 11100 SH SHARED 05 11100 D PETRO-CDA COM 71644E10 35 800 SH SHARED 06 300 500 D PETRO-CDA COM 71644E10 43 1000 SH SHARED 10 1000 D PETRO-CDA COM 71644E10 92 2113 SH SHARED 14 2113 D PETROCHINA CO LTD SPONSORED ADR 71646E10 12734 249203 SH SHARED 249203 D PETROCHINA CO LTD SPONSORED ADR 71646E10 281 5500 SH SHR/OTHR 01 5500 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 3928 282646 SH SHARED 177430 105216 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 486 35000 SH SHARED 04 35000 D PETROKAZAKHSTAN INC COM 71649P10 329 11700 SH SHARED 11700 D PETROKAZAKHSTAN INC COM 71649P10 523 18575 SH SHARED 01 18575 D PETROKAZAKHSTAN INC COM 71649P10 2927 103933 SH SHARED 02 103933 D PETROKAZAKHSTAN INC COM 71649P10 2817 100000 SH SHARED 04 100000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 440 14905 SH SHARED 12705 2200 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 57058 1931569 SH SHARED 01 1930999 570 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 868 29400 SH SHARED 02 29400 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 5128 173600 SH SHARED 10 173600 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 6798 202938 SH SHARED 151334 51604 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 51001 1522446 SH SHARED 01 1522446 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 21048 628302 SH SHARED 05 614043 14259 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 4020 120000 SH SHARED 06 120000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 10301 307500 SH SHARED 09 307500 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 19182 572600 SH SHARED 10 572600 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 14106 421100 SH SHARED 12 421100 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 1139 34000 SH SHARED 14 34000 D PETROLEUM DEV CORP COM 71657810 640 22363 SH SHARED 22363 D PETROLEUM DEV CORP COM 71657810 44 1558 SH SHARED 01 1558 D PETROLEUM DEV CORP COM 71657810 217 7608 SH SHARED 02 7608 D PETROLEUM HELICOPTERS INC COM VTG 71660410 24 1000 SH SHARED 1000 D PETROLEUM HELICOPTERS INC COM VTG 71660410 44 1789 SH SHARED 02 1789 D PETROQUEST ENERGY INC COM 71674810 182 51123 SH SHARED 51123 D PETROQUEST ENERGY INC COM 71674810 52 14677 SH SHARED 01 12677 2000 D PETSMART INC COM 71676810 4335 160274 SH SHARED 160274 D PETSMART INC COM 71676810 2842 105100 SH SHARED 01 105100 D PETSMART INC COM 71676810 1102 40759 SH SHARED 02 40559 200 D PETSMART INC COM 71676810 1085 40145 SH SHARED 10 40145 D PHARMACYCLICS INC COM 71693310 7 536 SH SHARED 536 D PHARMACYCLICS INC COM 71693310 1 132 SH SHARED 01 132 D PHARMACYCLICS INC COM 71693310 121 9051 SH SHARED 02 9051 D PHARMACYCLICS INC COM 71693310 780 58000 SH SHARED 04 58000 D PHARMACYCLICS INC COM 71693310 161 12000 SH SHARED 06 12000 D PHARMACYCLICS INC COM 71693310 161 12000 SH SHARED 10 12000 D PFEIFFER VACUUM TECH AG SPONSORED ADR 71706710 230 6418 SH SHARED 6418 D PFIZER INC COM 71708110 1244 35505 SH SHARED 35505 D PFIZER INC COM 71708110 2800 79900 SH SHR/OTHR 9900 70000 D PFIZER INC COM 71708110 1575105 44938808 SH SHARED 42748002 2190806 D PFIZER INC COM 71708110 484711 13829144 SH SHARED 01 5824272 96670 7908202 D PFIZER INC COM 71708110 83179 2373162 SH SHR/OTHR 01 229113 2144049 D PFIZER INC COM 71708110 150462 4292803 SH SHARED 02 4292803 D PFIZER INC COM 71708110 16244 463480 SH SHARED 03 231550 231930 D PFIZER INC COM 71708110 258316 7369952 SH SHARED 04 7369952 D PFIZER INC COM 71708110 123296 3517735 SH SHARED 05 2515398 1002337 D PFIZER INC COM 71708110 36682 1046577 SH SHARED 06 829417 217160 D PFIZER INC COM 71708110 10551 301054 SH SHARED 07 301054 D PFIZER INC COM 71708110 5783 165000 SH SHARED 09 165000 D PFIZER INC COM 71708110 797977 22766847 SH SHARED 10 22766847 D PFIZER INC COM 71708110 18162 518178 SH SHARED 14 518178 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 1009 13218 SH SHARED 11918 1300 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 113 1482 SH SHARED 01 582 900 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 7867 103000 SH SHARED 02 103000 D PHARMACEUTICAL PROD DEV INC COM 71712410 59 2000 SH SHARED 2000 D PHARMACEUTICAL PROD DEV INC COM 71712410 331 11145 SH SHARED 11145 D PHARMACEUTICAL PROD DEV INC COM 71712410 133 4508 SH SHARED 01 4508 D PHARMACEUTICAL PROD DEV INC COM 71712410 168 5662 SH SHARED 02 5662 D PHARMACEUTICAL PROD DEV INC COM 71712410 1063 35800 SH SHARED 10 35800 D PHARMACEUTICAL RES INC COM 71712510 1726 30363 SH SHARED 30363 D PHARMACEUTICAL RES INC COM 71712510 19749 347328 SH SHARED 01 341363 4250 1715 D PHARMACEUTICAL RES INC COM 71712510 68 1203 SH SHR/OTHR 01 1203 D PHARMACEUTICAL RES INC COM 71712510 828 14575 SH SHARED 02 14575 D PHARMACEUTICAL RES INC COM 71712510 18900 332400 SH SHARED 10 332400 D PHARMACOPEIA INC COM 71713B10 419 20837 SH SHARED 20837 D PHARMACOPEIA INC COM 71713B10 297 14771 SH SHARED 02 14771 D PHARMOS CORP COM NEW 71713920 197 48954 SH SHARED 48954 D PHARMOS CORP COM NEW 71713920 184 45664 SH SHARED 02 45664 D PHARMION CORP COM 71715B40 19 855 SH SHARED 855 D PHARMION CORP COM 71715B40 297 13201 SH SHARED 02 13201 D PHELPS DODGE CORP COM 71726510 20027 245254 SH SHARED 242129 3125 D PHELPS DODGE CORP COM 71726510 7819 95752 SH SHARED 01 95699 53 D PHELPS DODGE CORP COM 71726510 59 727 SH SHR/OTHR 01 727 D PHELPS DODGE CORP COM 71726510 3957 48458 SH SHARED 02 48458 D PHELPS DODGE CORP COM 71726510 2270 27800 SH SHARED 04 27800 D PHELPS DODGE CORP COM 71726510 27 331 SH SHARED 05 331 D PHELPS DODGE CORP COM 71726510 441 5410 SH SHARED 06 2260 3150 D PHELPS DODGE CORP COM 71726510 6019 73709 SH SHARED 10 73709 D PHELPS DODGE CORP COM 71726510 53 655 SH SHARED 14 655 D PHILADELPHIA CONS HLDG CORP COM 71752810 459 7930 SH SHARED 7930 D PHILADELPHIA CONS HLDG CORP COM 71752810 6052 104346 SH SHARED 01 104346 D PHILADELPHIA CONS HLDG CORP COM 71752810 459 7926 SH SHARED 02 7926 D PHILADELPHIA CONS HLDG CORP COM 71752810 4002 69000 SH SHARED 10 69000 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 17976 1051241 SH SHARED 991359 59882 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 497 29100 SH SHARED 01 29100 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 4784 279817 SH SHARED 02 279817 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 2079 121600 SH SHARED 10 121600 D PHILIPPINE LONG DISTANCE TEL SPON GDR PFD 71825270 26111 567640 SH SHARED 528640 39000 D PHILLIPS VAN HEUSEN CORP COM 71859210 744 40229 SH SHARED 40229 D PHILLIPS VAN HEUSEN CORP COM 71859210 912 49339 SH SHARED 01 49339 D PHILLIPS VAN HEUSEN CORP COM 71859210 228 12334 SH SHARED 02 12334 D PHILLIPS VAN HEUSEN CORP COM 71859210 8630 466500 SH SHARED 10 466500 D PHOENIX COS INC NEW COM 71902E10 751 56027 SH SHARED 56027 D PHOENIX COS INC NEW COM 71902E10 26 2012 SH SHARED 01 2012 D PHOENIX COS INC NEW COM 71902E10 640 47739 SH SHARED 02 47739 D PHOENIX TECHNOLOGY LTD COM 71915310 41 7719 SH SHARED 7719 D PHOENIX TECHNOLOGY LTD COM 71915310 10 1913 SH SHARED 01 1913 D PHOTOMEDEX INC COM 71935810 125 46500 SH SHARED 01 46500 D PHOTON DYNAMICS INC COM 71936410 286 8771 SH SHARED 8771 D PHOTON DYNAMICS INC COM 71936410 252 7740 SH SHARED 01 7740 D PHOTON DYNAMICS INC COM 71936410 267 8206 SH SHARED 02 8206 D PHOTON DYNAMICS INC COM 71936410 39 1200 SH SHARED 10 1200 D PHOTRONICS INC NOTE 4.750%12/1 719405AC 2006 2000000 PRN SHARED 2000000 D PHOTRONICS INC NOTE 4.750%12/1 719405AC 6954 6934000 PRN SHARED 02 6934000 D PHOTRONICS INC NOTE 2.250% 4/1 719405AE 1551 1140000 PRN SHARED 02 1140000 D PHOTRONICS INC COM 71940510 794 44869 SH SHARED 44869 D PHOTRONICS INC COM 71940510 5552 313686 SH SHARED 01 313686 D PHOTRONICS INC COM 71940510 248 14023 SH SHARED 02 14023 D PHOTRONICS INC COM 71940510 2463 139200 SH SHARED 10 139200 D PIEDMONT NAT GAS INC COM 72018610 748 17717 SH SHARED 17717 D PIEDMONT NAT GAS INC COM 72018610 193 4576 SH SHARED 01 1476 3100 D PIEDMONT NAT GAS INC COM 72018610 103 2442 SH SHR/OTHR 01 2442 D PIEDMONT NAT GAS INC COM 72018610 333 7893 SH SHARED 02 7893 D PIER 1 IMPORTS INC COM 72027910 346 14600 SH SHARED 14600 D PIER 1 IMPORTS INC COM 72027910 1684 71086 SH SHARED 71086 D PIER 1 IMPORTS INC COM 72027910 660 27879 SH SHARED 01 27879 D PIER 1 IMPORTS INC COM 72027910 1172 49452 SH SHARED 02 49452 D PIER 1 IMPORTS INC COM 72027910 474 20000 SH SHARED 04 20000 D PILGRIMS PRIDE CORP COM 72146710 518 23100 SH SHARED 23100 D PILGRIMS PRIDE CORP COM 72146710 22 1000 SH SHARED 01 1000 D PILGRIMS PRIDE CORP COM 72146710 1021 45553 SH SHARED 02 45553 D PIMCO CA MUNICIPAL INCOME FD COM 72200N10 89 6300 SH SHARED 6300 D PIMCO CA MUNICIPAL INCOME FD COM 72200N10 56 4000 SH SHARED 01 4000 D PIMCO MUN INCOME FD II COM 72200W10 2007 134660 SH SHR/OTHR 01 134660 D PIMCO STRATEGIC GBL GOV FD I COM 72200X10 50 4000 SH SHR/OTHR 01 4000 D PIMCO CALIF MUN INCOME FD II COM 72201C10 56 4000 SH SHR/OTHR 01 4000 D PIMCO NEW YORK MUN INCM FD 1 COM 72201E10 73 5000 SH SHARED 5000 D PIMCO HIGH INCOME FD COM SHS 72201410 22948 1552650 SH SHARED 1552650 D PINNACLE AIRL CORP COM 72344310 157 11835 SH SHARED 02 11835 D PINNACLE ENTMT INC COM 72345610 97 7100 SH SHARED 7100 D PINNACLE ENTMT INC COM 72345610 130 9430 SH SHARED 02 9430 D PINNACLE SYS INC COM 72348110 610 68066 SH SHARED 68066 D PINNACLE SYS INC COM 72348110 32 3630 SH SHARED 01 3630 D PINNACLE SYS INC COM 72348110 294 32807 SH SHARED 02 32807 D PINNACLE WEST CAP CORP COM 72348410 39582 1005900 SH SHARED 1002100 3800 D PINNACLE WEST CAP CORP COM 72348410 613 15600 SH SHARED 01 15600 D PINNACLE WEST CAP CORP COM 72348410 515 13100 SH SHR/OTHR 01 13100 D PINNACLE WEST CAP CORP COM 72348410 1941 49338 SH SHARED 02 49338 D PINNACLE WEST CAP CORP COM 72348410 1370 34833 SH SHARED 10 34833 D PIONEER MUN HIGH INCOME TR COM SHS 72376310 270 18000 SH SHARED 01 18000 D PIONEER NAT RES CO COM 72378710 2009 62205 SH SHARED 62205 D PIONEER NAT RES CO COM 72378710 1143 35400 SH SHARED 01 34400 1000 D PIONEER NAT RES CO COM 72378710 1118 34624 SH SHARED 02 34624 D PIPER JAFFRAY COS COM 72407810 1423 26279 SH SHARED 26279 D PIPER JAFFRAY COS COM 72407810 22149 409044 SH SHARED 01 386898 3100 19046 D PIPER JAFFRAY COS COM 72407810 54 1009 SH SHR/OTHR 01 119 890 D PIPER JAFFRAY COS COM 72407810 280 5185 SH SHARED 02 5185 D PIPER JAFFRAY COS COM 72407810 89 1653 SH SHARED 03 976 677 D PIPER JAFFRAY COS COM 72407810 75 1396 SH SHARED 05 1296 100 D PIPER JAFFRAY COS COM 72407810 39 731 SH SHARED 06 731 D PIPER JAFFRAY COS COM 72407810 16056 296510 SH SHARED 10 296510 D PIPER JAFFRAY COS COM 72407810 7 141 SH SHARED 14 141 D PITNEY BOWES INC COM 72447910 43506 1021036 SH SHARED 979436 41600 D PITNEY BOWES INC COM 72447910 34654 813285 SH SHARED 01 473953 800 338532 D PITNEY BOWES INC COM 72447910 4239 99484 SH SHR/OTHR 01 99484 D PITNEY BOWES INC COM 72447910 4567 107192 SH SHARED 02 107192 D PITNEY BOWES INC COM 72447910 51 1215 SH SHARED 05 300 915 D PITNEY BOWES INC COM 72447910 129 3050 SH SHARED 06 3050 D PITNEY BOWES INC COM 72447910 22856 536404 SH SHARED 10 536404 D PITNEY BOWES INC COM 72447910 85 2000 SH SHARED 14 2000 D PIXELWORKS INC COM 72581M10 440 25736 SH SHARED 25736 D PIXELWORKS INC COM 72581M10 59 3500 SH SHARED 01 3500 D PIXELWORKS INC COM 72581M10 369 21558 SH SHARED 02 21558 D PIXAR COM 72581110 3940 61138 SH SHARED 61138 D PIXAR COM 72581110 197 3062 SH SHARED 01 2862 200 D PIXAR COM 72581110 3442 53408 SH SHARED 02 53408 D PLACER DOME INC COM 72590610 3002 167058 SH SHARED 165558 1500 D PLACER DOME INC COM 72590610 46560 2591012 SH SHARED 01 2585012 6000 D PLACER DOME INC COM 72590610 2157 120080 SH SHARED 02 119780 300 D PLACER DOME INC COM 72590610 1290 71835 SH SHARED 05 71835 D PLACER DOME INC COM 72590610 35 2000 SH SHARED 06 2000 D PLACER DOME INC COM 72590610 41981 2336200 SH SHARED 10 2336200 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 426 12211 SH SHARED 12211 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 404 11600 SH SHARED 01 3600 8000 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 78 2250 SH SHR/OTHR 01 2250 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 672 19275 SH SHARED 02 19275 D PLAINS EXPL& PRODTN CO COM 72650510 904 48518 SH SHARED 48518 D PLAINS EXPL& PRODTN CO COM 72650510 1859 99737 SH SHARED 01 99737 D PLAINS EXPL& PRODTN CO COM 72650510 366 19671 SH SHARED 02 19671 D PLAINS RES INC COM PAR $0.10 72654050 138 7624 SH SHARED 7624 D PLAINS RES INC COM PAR $0.10 72654050 19 1076 SH SHARED 01 1076 D PLAINS RES INC COM PAR $0.10 72654050 213 11755 SH SHARED 02 11755 D PLANAR SYS INC COM 72690010 585 41098 SH SHARED 41098 D PLANAR SYS INC COM 72690010 85 6025 SH SHARED 01 6025 D PLANAR SYS INC COM 72690010 210 14772 SH SHARED 02 14772 D PLANTRONICS INC NEW COM 72749310 32 900 SH SHARED 900 D PLANTRONICS INC NEW COM 72749310 558 15263 SH SHARED 15263 D PLANTRONICS INC NEW COM 72749310 2559 69900 SH SHARED 01 69300 600 D PLANTRONICS INC NEW COM 72749310 1557 42544 SH SHARED 02 42544 D PLANTRONICS INC NEW COM 72749310 176 4830 SH SHARED 10 4830 D PLATO LEARNING INC COM 72764Y10 204 20309 SH SHARED 20309 D PLATO LEARNING INC COM 72764Y10 50 5037 SH SHARED 01 5037 D PLATO LEARNING INC COM 72764Y10 126 12512 SH SHARED 02 12512 D PLAYBOY ENTERPRISES INC CL B 72811730 206 14712 SH SHARED 14712 D PLAYBOY ENTERPRISES INC CL B 72811730 157 11247 SH SHARED 02 11247 D PLAYTEX PRODS INC COM 72813P10 53 7800 SH SHARED 7800 D PLAYTEX PRODS INC COM 72813P10 136 19728 SH SHARED 02 19728 D PLEXUS CORP COM 72913210 1053 59217 SH SHARED 59217 D PLEXUS CORP COM 72913210 199 11205 SH SHARED 01 11205 D PLEXUS CORP COM 72913210 465 26171 SH SHARED 02 26171 D PLUG POWER INC COM 72919P10 140 18259 SH SHARED 18259 D PLUG POWER INC COM 72919P10 181 23460 SH SHARED 02 23460 D PLUM CREEK TIMBER CO INC COM 72925110 14528 447292 SH SHARED 447292 D PLUM CREEK TIMBER CO INC COM 72925110 5889 181317 SH SHARED 01 150473 30844 D PLUM CREEK TIMBER CO INC COM 72925110 1161 35753 SH SHR/OTHR 01 925 34828 D PLUM CREEK TIMBER CO INC COM 72925110 3455 106381 SH SHARED 02 106181 200 D PLUM CREEK TIMBER CO INC COM 72925110 2581 79482 SH SHARED 10 79482 D POGO PRODUCING CO COM 73044810 2624 57212 SH SHARED 57212 D POGO PRODUCING CO COM 73044810 5926 129210 SH SHARED 01 129210 D POGO PRODUCING CO COM 73044810 1446 31544 SH SHARED 02 31544 D POGO PRODUCING CO COM 73044810 2357 51400 SH SHARED 10 51400 D POLARIS INDS INC COM 73106810 1229 27059 SH SHARED 27059 D POLARIS INDS INC COM 73106810 81 1800 SH SHARED 01 1800 D POLARIS INDS INC COM 73106810 45 1000 SH SHR/OTHR 01 1000 D POLARIS INDS INC COM 73106810 193 4256 SH SHARED 02 4256 D POLO RALPH LAUREN CORP CL A 73157210 829 24204 SH SHARED 24204 D POLO RALPH LAUREN CORP CL A 73157210 140 4108 SH SHARED 01 4008 100 D POLO RALPH LAUREN CORP CL A 73157210 29 850 SH SHR/OTHR 01 850 D POLO RALPH LAUREN CORP CL A 73157210 146 4279 SH SHARED 02 4279 D POLO RALPH LAUREN CORP CL A 73157210 479 14000 SH SHARED 10 14000 D POLYCOM INC COM 73172K10 1523 71789 SH SHARED 57689 14100 D POLYCOM INC COM 73172K10 3254 153361 SH SHARED 01 153361 D POLYCOM INC COM 73172K10 774 36519 SH SHARED 02 36519 D POLYCOM INC COM 73172K10 1580 74480 SH SHARED 10 74480 D POLYMEDICA CORP COM 73173810 80 3000 SH SHARED 3000 D POLYMEDICA CORP COM 73173810 495 18494 SH SHARED 18494 D POLYMEDICA CORP COM 73173810 350 13063 SH SHARED 02 13063 D POLYMEDICA CORP COM 73173810 62 2320 SH SHARED 10 2320 D POLYONE CORP COM 73179P10 430 64730 SH SHARED 64730 D POLYONE CORP COM 73179P10 50 7544 SH SHARED 01 7544 D POLYONE CORP COM 73179P10 299 44980 SH SHARED 02 44980 D POLYONE CORP COM 73179P10 51 7700 SH SHARED 06 7700 D POMEROY IT SOLUTIONS INC COM 73182210 44 3100 SH SHARED 3100 D POMEROY IT SOLUTIONS INC COM 73182210 65 4544 SH SHARED 4544 D POMEROY IT SOLUTIONS INC COM 73182210 74 5156 SH SHARED 01 5156 D POMEROY IT SOLUTIONS INC COM 73182210 66 4607 SH SHARED 02 4607 D POMEROY IT SOLUTIONS INC COM 73182210 66 4600 SH SHARED 10 4600 D POPE & TALBOT INC COM 73282710 1531 89082 SH SHARED 89082 D POPE & TALBOT INC COM 73282710 201 11733 SH SHARED 01 11733 D POPE & TALBOT INC COM 73282710 131 7621 SH SHARED 02 7621 D POPULAR INC COM 73317410 302 7013 SH SHARED 7013 D POPULAR INC COM 73317410 312 7239 SH SHARED 01 5839 1400 D POPULAR INC COM 73317410 631 14650 SH SHR/OTHR 01 150 14500 D POPULAR INC COM 73317410 1365 31685 SH SHARED 02 31685 D POPULAR INC COM 73317410 4088 94850 SH SHARED 10 94850 D POPULAR INC COM 73317410 42 980 SH SHARED 14 980 D PORTAL SOFTWARE INC COM NEW 73612630 254 37733 SH SHARED 37733 D PORTAL SOFTWARE INC COM NEW 73612630 719 106811 SH SHARED 01 104871 1940 D PORTAL SOFTWARE INC COM NEW 73612630 102 15186 SH SHARED 02 15186 D PORTAL SOFTWARE INC COM NEW 73612630 117 17500 SH SHARED 10 17500 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 513 19071 SH SHARED 19071 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 47 1780 SH SHARED 01 1780 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 196 7293 SH SHARED 02 7293 D PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 97 8718 SH SHARED 8718 D PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 10 918 SH SHARED 01 918 D PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 5 499 SH SHARED 02 499 D POSSIS MEDICAL INC COM 73740710 715 25425 SH SHARED 25425 D POSSIS MEDICAL INC COM 73740710 69 2479 SH SHARED 01 2479 D POSSIS MEDICAL INC COM 73740710 214 7630 SH SHARED 02 7630 D POST PPTYS INC COM 73746410 230 8000 SH SHARED 8000 D POST PPTYS INC COM 73746410 4647 161386 SH SHARED 01 111250 50136 D POST PPTYS INC COM 73746410 18 650 SH SHR/OTHR 01 650 D POST PPTYS INC COM 73746410 444 15432 SH SHARED 02 15432 D POST PPTYS INC COM 73746410 2751 95535 SH SHARED 10 95535 D POST PPTYS INC COM 73746410 1362 47300 SH SHARED 11 47300 D POTASH CORP SASK INC COM 73755L10 133 1600 SH SHARED 1600 D POTASH CORP SASK INC COM 73755L10 7962 95739 SH SHARED 95739 D POTASH CORP SASK INC COM 73755L10 458 5515 SH SHARED 01 5032 483 D POTASH CORP SASK INC COM 73755L10 2305 27722 SH SHARED 02 27722 D POTASH CORP SASK INC COM 73755L10 0 1 SH SHARED 05 1 D POTASH CORP SASK INC COM 73755L10 33 400 SH SHARED 10 400 D POTASH CORP SASK INC COM 73755L10 33 400 SH SHARED 14 400 D POTLATCH CORP COM 73762810 3434 84290 SH SHARED 84290 D POTLATCH CORP COM 73762810 4877 119701 SH SHARED 01 119701 D POTLATCH CORP COM 73762810 1031 25325 SH SHARED 02 25325 D POTLATCH CORP COM 73762810 3626 89000 SH SHARED 10 89000 D POWELL INDS INC COM 73912810 31 1800 SH SHARED 1800 D POWELL INDS INC COM 73912810 56 3203 SH SHARED 02 3203 D POWER INTEGRATIONS INC COM 73927610 437 14977 SH SHARED 14977 D POWER INTEGRATIONS INC COM 73927610 79 2735 SH SHARED 01 1735 1000 D POWER INTEGRATIONS INC COM 73927610 433 14835 SH SHARED 02 14835 D POWER INTEGRATIONS INC COM 73927610 36 1260 SH SHARED 10 1260 D POWER-ONE INC COM 73930810 3647 329758 SH SHARED 329758 D POWER-ONE INC COM 73930810 112 10201 SH SHARED 01 10201 D POWER-ONE INC COM 73930810 995 90027 SH SHARED 02 90027 D POWER-ONE INC COM 73930810 1006 90995 SH SHARED 10 90995 D POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB 6378 6000000 PRN SHARED 02 6000000 D POWERWAVE TECHNOLOGIES INC COM 73936310 12414 1591481 SH SHARED 1591481 D POWERWAVE TECHNOLOGIES INC COM 73936310 2909 373021 SH SHARED 01 373021 D POWERWAVE TECHNOLOGIES INC COM 73936310 19 2543 SH SHR/OTHR 01 2543 D POWERWAVE TECHNOLOGIES INC COM 73936310 772 99084 SH SHARED 02 99084 D POWERWAVE TECHNOLOGIES INC COM 73936310 97 12500 SH SHARED 10 12500 D POZEN INC COM 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2030 SH SHARED 05 400 1630 D PRAXAIR INC COM 74005P10 148 4000 SH SHARED 06 3500 500 D PRAXAIR INC COM 74005P10 5029 135503 SH SHARED 10 135503 D PRAXAIR INC COM 74005P10 89 2400 SH SHARED 14 2400 D PRE PAID LEGAL SVCS INC COM 74006510 75 3100 SH SHARED 3100 D PRE PAID LEGAL SVCS INC COM 74006510 99 4081 SH SHARED 4081 D PRE PAID LEGAL SVCS INC COM 74006510 972 39719 SH SHARED 01 39719 D PRE PAID LEGAL SVCS INC COM 74006510 225 9193 SH SHARED 02 9193 D PRE PAID LEGAL SVCS INC COM 74006510 24 1000 SH SHARED 10 1000 D PRECISION CASTPARTS CORP COM 74018910 167 3800 SH SHARED 3800 D PRECISION CASTPARTS CORP COM 74018910 1806 41030 SH SHARED 41030 D PRECISION CASTPARTS CORP COM 74018910 1534 34843 SH SHARED 01 16843 18000 D PRECISION CASTPARTS CORP COM 74018910 668 15182 SH SHARED 02 15182 D PRECISION CASTPARTS CORP COM 74018910 13015 295600 SH SHARED 10 295600 D PRECISION DRILLING CORP COM 74022D10 6858 147236 SH SHARED 146436 800 D PRECISION DRILLING CORP COM 74022D10 288 6186 SH SHARED 01 5961 225 D PRECISION DRILLING CORP COM 74022D10 27 598 SH SHR/OTHR 01 598 D PRECISION DRILLING CORP COM 74022D10 1299 27889 SH SHARED 02 27889 D PRECISION DRILLING CORP COM 74022D10 13 300 SH SHARED 10 300 D PREMCOR INC COM 74045Q10 224 7239 SH SHARED 7239 D PREMCOR INC COM 74045Q10 595 19219 SH SHARED 01 19219 D PREMCOR INC COM 74045Q10 104 3366 SH SHARED 02 3366 D PREMIER FARNELL PLC SPONSORED ADR 74050U10 2120 237500 SH SHARED 237500 D PRENTISS PPTYS TR SH BEN INT 74070610 1106 29974 SH SHARED 29974 D PRENTISS PPTYS TR SH BEN INT 74070610 2228 60400 SH SHARED 01 60400 D PRENTISS PPTYS TR SH BEN INT 74070610 693 18792 SH SHARED 02 18792 D PRENTISS PPTYS TR SH BEN INT 74070610 1848 50100 SH SHARED 10 50100 D PRENTISS PPTYS TR SH BEN INT 74070610 1553 42100 SH SHARED 11 42100 D PRESIDENTIAL LIFE CORP COM 74088410 98 6603 SH SHARED 6603 D PRESIDENTIAL LIFE CORP COM 74088410 5 397 SH SHARED 01 397 D PRESIDENTIAL LIFE CORP COM 74088410 150 10074 SH SHARED 02 10074 D PRESSTEK INC COM 74111310 123 11265 SH SHARED 11265 D PRESSTEK INC COM 74111310 132 12079 SH SHARED 01 12079 D PRESSTEK INC COM 74111310 338 30972 SH SHARED 02 30972 D PRICE COMMUNICATIONS CORP COM NEW 74143730 374 23837 SH SHARED 23837 D PRICE COMMUNICATIONS CORP COM NEW 74143730 196 12495 SH SHARED 01 12495 D PRICE COMMUNICATIONS CORP COM NEW 74143730 19193 1223272 SH SHARED 02 1223272 D PRICE LEGACY CORP COM NEW 74144P50 15 900 SH SHARED 900 D PRICE LEGACY CORP COM NEW 74144P50 485 28535 SH SHARED 02 28535 D PRICE T ROWE GROUP INC COM 74144T10 15443 286900 SH SHARED 285000 1900 D PRICE T ROWE GROUP INC COM 74144T10 1144 21260 SH SHARED 01 21260 D PRICE T ROWE GROUP INC COM 74144T10 2090 38826 SH SHR/OTHR 01 3700 35126 D PRICE T ROWE GROUP INC COM 74144T10 2967 55131 SH SHARED 02 55131 D PRICE T ROWE GROUP INC COM 74144T10 21 404 SH SHARED 05 404 D PRICE T ROWE GROUP INC COM 74144T10 53 1000 SH SHARED 06 1000 D PRICE T ROWE GROUP INC COM 74144T10 4507 83744 SH SHARED 10 83744 D PRICE T ROWE GROUP INC COM 74144T10 48 900 SH SHARED 14 900 D PRICELINE COM INC COM NEW 74150340 268 9962 SH SHARED 9962 D PRICELINE COM INC COM NEW 74150340 1674 62116 SH SHARED 01 62116 D PRICELINE COM INC COM NEW 74150340 927 34388 SH SHARED 02 34388 D PRICELINE COM INC COM NEW 74150340 2022 75000 SH SHARED 04 75000 D PRICELINE COM INC COM NEW 74150340 507 18833 SH SHARED 10 18833 D PRICESMART INC COM 74151110 11 1738 SH SHARED 1738 D PRICESMART INC COM 74151110 2 430 SH SHARED 01 430 D PRIDE INTL INC DEL FRNT 2.500% 3/0 74153QAB 7 6690 PRN SHARED 01 6690 D PRIDE INTL INC DEL COM 74153Q10 4438 260160 SH SHARED 260160 D PRIDE INTL INC DEL COM 74153Q10 1226 71875 SH SHARED 01 71875 D PRIDE INTL INC DEL COM 74153Q10 823 48243 SH SHARED 02 48243 D PRIME MED SVCS INC NEW COM 74156D10 137 25015 SH SHARED 25015 D PRIME MED SVCS INC NEW COM 74156D10 34 6203 SH SHARED 01 6203 D PRIMEDIA INC COM 74157K10 179 66391 SH SHARED 66391 D PRIMEDIA INC COM 74157K10 15 5809 SH SHARED 01 5809 D PRIMEDIA INC COM 74157K10 1371 508006 SH SHARED 02 508006 D PRIME GROUP REALTY TRUST SH BEN INT 74158J10 0 21 SH SHARED 02 21 D PRIMA ENERGY CORP COM PAR $0.015 74190120 195 5659 SH SHARED 5659 D PRIMA ENERGY CORP COM PAR $0.015 74190120 231 6694 SH SHARED 01 6694 D PRIMA ENERGY CORP COM PAR $0.015 74190120 163 4720 SH SHARED 02 4720 D PRIMA ENERGY CORP COM PAR $0.015 74190120 110 3200 SH SHARED 10 3200 D PRIME HOSPITALITY CORP COM 74191710 55 4900 SH SHARED 4900 D PRIME HOSPITALITY CORP COM 74191710 895 78669 SH SHARED 78669 D PRIME HOSPITALITY CORP COM 74191710 257 22595 SH SHARED 02 22595 D PRIME HOSPITALITY CORP COM 74191710 1041 91500 SH SHARED 11 91500 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 171 20169 SH SHARED 20169 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 948 111593 SH SHARED 01 111593 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 368 43312 SH SHARED 02 43312 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 1145 134800 SH SHARED 10 134800 D PRINCETON REVIEW INC COM 74235210 34 4000 SH SHARED 4000 D PRINCETON REVIEW INC COM 74235210 66 7712 SH SHARED 02 7712 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 53390 1498466 SH SHARED 1498466 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 4895 137410 SH SHARED 01 134422 2988 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 5642 158374 SH SHARED 02 158374 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 34 965 SH SHARED 05 965 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 7015 196889 SH SHARED 10 196889 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 93 2634 SH SHARED 14 2634 D PRIORITY HEALTHCARE CORP CL B 74264T10 595 27953 SH SHARED 27953 D PRIORITY HEALTHCARE CORP CL B 74264T10 124 5861 SH SHARED 01 5861 D PRIORITY HEALTHCARE CORP CL B 74264T10 17 833 SH SHR/OTHR 01 833 D PRIORITY HEALTHCARE CORP CL B 74264T10 898 42201 SH SHARED 02 42201 D PROASSURANCE CORP COM 74267C10 301 8611 SH SHARED 8611 D PROASSURANCE CORP COM 74267C10 262 7497 SH SHARED 01 7497 D PROASSURANCE CORP COM 74267C10 473 13530 SH SHARED 02 13530 D PROCTER & GAMBLE CO COM 74271810 748248 7134326 SH SHARED 7054936 79390 D PROCTER & GAMBLE CO COM 74271810 192132 1831930 SH SHARED 01 739304 1092626 D PROCTER & GAMBLE CO COM 74271810 64214 612270 SH SHR/OTHR 01 55351 556919 D PROCTER & GAMBLE CO COM 74271810 69201 659819 SH SHARED 02 659819 D PROCTER & GAMBLE CO COM 74271810 22344 213050 SH SHARED 03 179600 33450 D PROCTER & GAMBLE CO COM 74271810 4719 45000 SH SHARED 04 45000 D PROCTER & GAMBLE CO COM 74271810 12509 119278 SH SHARED 05 72850 46428 D PROCTER & GAMBLE CO COM 74271810 8208 78267 SH SHARED 06 64967 13300 D PROCTER & GAMBLE CO COM 74271810 576 5496 SH SHARED 07 5496 D PROCTER & GAMBLE CO COM 74271810 190646 1817755 SH SHARED 10 1817755 D PROCTER & GAMBLE CO COM 74271810 1077 10273 SH SHARED 14 10273 D PRIVATEBANCORP INC COM 74296210 98 1900 SH SHARED 1900 D PRIVATEBANCORP INC COM 74296210 278 5389 SH SHARED 02 5389 D PRIVATEBANCORP INC COM 74296210 165 3200 SH SHARED 06 3200 D PROGENICS PHARMACEUTICALS IN COM 74318710 67 3536 SH SHARED 3536 D PROGENICS PHARMACEUTICALS IN COM 74318710 3 207 SH SHARED 01 207 D PROGENICS PHARMACEUTICALS IN COM 74318710 179 9431 SH SHARED 02 9431 D PROGRESS ENERGY INC COM 74326310 45013 956114 SH SHARED 956114 D PROGRESS ENERGY INC COM 74326310 3931 83513 SH SHARED 01 74983 8530 D PROGRESS ENERGY INC COM 74326310 427 9074 SH SHR/OTHR 01 4357 4717 D PROGRESS ENERGY INC COM 74326310 5195 110360 SH SHARED 02 110360 D PROGRESS ENERGY INC COM 74326310 65 1387 SH SHARED 05 200 1187 D PROGRESS ENERGY INC COM 74326310 204 4350 SH SHARED 06 4350 D PROGRESS ENERGY INC COM 74326310 4460 94746 SH SHARED 10 94746 D PROGRESS ENERGY INC COM 74326310 75 1600 SH SHARED 14 1600 D PROGRESS SOFTWARE CORP COM 74331210 913 38063 SH SHARED 38063 D PROGRESS SOFTWARE CORP COM 74331210 6080 253476 SH SHARED 01 244676 8800 D PROGRESS SOFTWARE CORP COM 74331210 403 16839 SH SHARED 02 16839 D PROGRESS SOFTWARE CORP COM 74331210 509 21231 SH SHARED 10 21231 D PROGRESSIVE CORP OHIO COM 74331510 45052 514299 SH SHARED 514299 D PROGRESSIVE CORP OHIO COM 74331510 34105 389337 SH SHARED 01 388837 500 D PROGRESSIVE CORP OHIO COM 74331510 8678 99075 SH SHARED 02 99075 D PROGRESSIVE CORP OHIO COM 74331510 96 1100 SH SHARED 05 200 900 D PROGRESSIVE CORP OHIO COM 74331510 311 3557 SH SHARED 06 3107 450 D PROGRESSIVE CORP OHIO COM 74331510 29821 340430 SH SHARED 10 340430 D PROGRESSIVE CORP OHIO COM 74331510 157 1800 SH SHARED 14 1800 D PROLOGIS SH BEN INT 74341010 15004 418297 SH SHARED 418297 D PROLOGIS SH BEN INT 74341010 20617 574779 SH SHARED 01 546113 28666 D PROLOGIS SH BEN INT 74341010 57 1600 SH SHR/OTHR 01 1600 D PROLOGIS SH BEN INT 74341010 3260 90891 SH SHARED 02 90891 D PROLOGIS SH BEN INT 74341010 51640 1439657 SH SHARED 10 1439657 D PROLOGIS SH BEN INT 74341010 430400 11998912 SH SHARED 11 11998912 D PROLOGIS SH BEN INT 74341010 47 1318 SH SHARED 14 1318 D PROQUEST COMPANY COM 74346P10 804 27592 SH SHARED 27592 D PROQUEST COMPANY COM 74346P10 152 5233 SH SHARED 01 5233 D PROQUEST COMPANY COM 74346P10 389 13336 SH SHARED 02 13336 D PROQUEST COMPANY COM 74346P10 43 1500 SH SHARED 10 1500 D PROSPERITY BANCSHARES INC COM 74360610 180 7646 SH SHARED 7646 D PROSPERITY BANCSHARES INC COM 74360610 20 869 SH SHARED 01 869 D PROSPERITY BANCSHARES INC COM 74360610 254 10734 SH SHARED 02 10734 D PROTECTIVE LIFE CORP COM 74367410 4514 120540 SH SHARED 120540 D PROTECTIVE LIFE CORP COM 74367410 2678 71512 SH SHARED 01 71512 D PROTECTIVE LIFE CORP COM 74367410 826 22062 SH SHARED 02 22062 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 13449 9525000 PRN SHARED 02 9525000 D PROTEIN DESIGN LABS INC COM 74369L10 962 40402 SH SHARED 40402 D PROTEIN DESIGN LABS INC COM 74369L10 24617 1033500 SH SHARED 01 1024900 8600 D PROTEIN DESIGN LABS INC COM 74369L10 758 31839 SH SHARED 02 31839 D PROTEIN DESIGN LABS INC COM 74369L10 39403 1654200 SH SHARED 04 1654200 D PROTEIN DESIGN LABS INC COM 74369L10 571 24000 SH SHARED 06 24000 D PROTEIN DESIGN LABS INC COM 74369L10 19665 825608 SH SHARED 10 825608 D PROTEIN DESIGN LABS INC COM 74369L10 397 16700 SH SHARED 14 16700 D PROVIDE COMM INC COM 74373W10 139 6141 SH SHARED 02 6141 D PROVIDENT BANCORP INC DEL COM 74383A10 53 4500 SH SHARED 4500 D PROVIDENT BANCORP INC DEL COM 74383A10 90 7603 SH SHARED 02 7603 D PROVIDENT BANKSHARES CORP COM 74385910 366 11677 SH SHARED 11677 D PROVIDENT BANKSHARES CORP COM 74385910 1755 55949 SH SHARED 01 55949 D PROVIDENT BANKSHARES CORP COM 74385910 351 11208 SH SHARED 02 11208 D PROVIDENT BANKSHARES CORP COM 74385910 8816 280950 SH SHARED 10 280950 D PROVIDENT ENERGY TR TR UNIT 74386K10 10 1250 SH SHR/OTHR 01 1250 D PROVIDENT FINL SVCS INC COM 74386T10 226 12100 SH SHARED 12100 D PROVIDENT FINL SVCS INC COM 74386T10 500 26788 SH SHARED 02 26788 D PROVIDENT FINL SVCS INC COM 74386T10 1461 78200 SH SHARED 10 78200 D PROVIDENT FINL GROUP INC COM 74386610 93266 2321216 SH SHARED 1174024 1147192 D PROVIDENT FINL GROUP INC COM 74386610 6110 152076 SH SHARED 01 152076 D PROVIDENT FINL GROUP INC COM 74386610 986 24540 SH SHARED 02 24540 D PROVIDENT FINL GROUP INC COM 74386610 2785 69315 SH SHARED 10 69315 D PROVIDENT FINL HLDGS INC COM 74386810 33 1300 SH SHARED 1300 D PROVIDENT FINL HLDGS INC COM 74386810 86 3340 SH SHARED 02 3340 D PROVINCE HEALTHCARE CO NOTE 4.500%11/2 743977AC 1507 1500000 PRN SHARED 1500000 D PROVINCE HEALTHCARE CO COM 74397710 1052 66218 SH SHARED 66218 D PROVINCE HEALTHCARE CO COM 74397710 5160 324532 SH SHARED 01 324532 D PROVINCE HEALTHCARE CO COM 74397710 433 27240 SH SHARED 02 27240 D PROVINCE HEALTHCARE CO COM 74397710 9718 611200 SH SHARED 10 611200 D PROVIDIAN FINL CORP NOTE 3.250% 8/1 74406AAA 7856 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 982 1000000 PRN SHARED 02 1000000 D PROVIDIAN FINL CORP NOTE 2/1 74406AAB 10416 21000000 PRN SHARED 21000000 D PROVIDIAN FINL CORP NOTE 2/1 74406AAB 1 3000 PRN SHARED 01 3000 D PROVIDIAN FINL CORP COM 74406A10 27110 2069524 SH SHARED 1432324 637200 D PROVIDIAN FINL CORP COM 74406A10 8295 633206 SH SHARED 01 611606 21600 D PROVIDIAN FINL CORP COM 74406A10 62 4800 SH SHR/OTHR 01 4800 D PROVIDIAN FINL CORP COM 74406A10 4770 364125 SH SHARED 02 364125 D PROVIDIAN FINL CORP COM 74406A10 16 1256 SH SHARED 05 1256 D PROVIDIAN FINL CORP COM 74406A10 32 2500 SH SHARED 06 2500 D PROVIDIAN FINL CORP COM 74406A10 16127 1231125 SH SHARED 10 1231125 D PROXIM CORP CL A 74428310 516 291970 SH SHARED 291970 D PROXIM CORP CL A 74428310 17 9727 SH SHARED 01 9727 D PROXIM CORP CL A 74428310 124 70361 SH SHARED 02 70361 D PROXYMED PHARMACY INC COM NEW 74429030 175 9240 SH SHARED 02 9240 D PRUDENTIAL FINL INC COM 74432010 114960 2567233 SH SHARED 2477346 89887 D PRUDENTIAL FINL INC COM 74432010 3604 80489 SH SHARED 01 77407 3082 D PRUDENTIAL FINL INC COM 74432010 317 7100 SH SHR/OTHR 01 5400 1700 D PRUDENTIAL FINL INC COM 74432010 21121 471677 SH SHARED 02 471677 D PRUDENTIAL FINL INC COM 74432010 3192 71300 SH SHARED 03 71300 D PRUDENTIAL FINL INC COM 74432010 2686 60000 SH SHARED 04 60000 D PRUDENTIAL FINL INC COM 74432010 3627 81013 SH SHARED 05 45700 35313 D PRUDENTIAL FINL INC COM 74432010 439 9825 SH SHARED 06 8825 1000 D PRUDENTIAL FINL INC COM 74432010 32690 730018 SH SHARED 10 730018 D PRUDENTIAL PLC ADR 74435K20 65 3909 SH SHARED 3309 600 D PRUDENTIAL PLC ADR 74435K20 1258 75012 SH SHARED 02 75012 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 118 6303 SH SHARED 02 6303 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 413 8800 SH SHARED 8800 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 72766 1548879 SH SHARED 1548879 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 1974 42022 SH SHARED 01 39800 2222 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 35 750 SH SHR/OTHR 01 750 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 5085 108252 SH SHARED 02 108252 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 68 1465 SH SHARED 05 200 1265 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 108 2300 SH SHARED 06 2300 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 4378 93207 SH SHARED 10 93207 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 79 1700 SH SHARED 14 1700 D PUBLIC STORAGE INC COM 74460D10 3 78 SH SHARED 78 D PUBLIC STORAGE INC COM 74460D10 363 7462 SH SHARED 01 4100 3362 D PUBLIC STORAGE INC COM 74460D10 614 12627 SH SHARED 02 12627 D PUBLIC STORAGE INC COM 74460D10 13104 269300 SH SHARED 10 269300 D PUBLIC STORAGE INC COM 74460D10 101932 2094786 SH SHARED 11 2094786 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 152 5000 SH SHR/OTHR 01 5000 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 389 12800 SH SHARED 10 12800 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 1939 63743 SH SHARED 11 63743 D PUBLICIS S A NEW SPONSORED ADR 74463M10 216 7099 SH SHARED 3099 4000 D PUBLICIS S A NEW SPONSORED ADR 74463M10 107 3517 SH SHARED 01 619 2898 D PUGET ENERGY INC NEW COM 74531010 125 5600 SH SHARED 5600 D PUGET ENERGY INC NEW COM 74531010 619 27700 SH SHARED 01 25600 2100 D PUGET ENERGY INC NEW COM 74531010 14 645 SH SHR/OTHR 01 645 D PUGET ENERGY INC NEW COM 74531010 1268 56708 SH SHARED 02 56708 D PULITZER INC COM 74576910 287 5955 SH SHARED 5955 D PULITZER INC COM 74576910 95 1987 SH SHARED 01 1987 D PULITZER INC COM 74576910 854 17714 SH SHARED 02 17714 D PULTE HOMES INC COM 74586710 817 14700 SH SHARED 14700 D PULTE HOMES INC COM 74586710 22689 408079 SH SHARED 408079 D PULTE HOMES INC COM 74586710 1037 18662 SH SHARED 01 18662 D PULTE HOMES INC COM 74586710 4740 85256 SH SHARED 02 85256 D PULTE HOMES INC COM 74586710 3713 66785 SH SHARED 10 66785 D PULTE HOMES INC COM 74586710 50 900 SH SHARED 14 900 D PUTNAM CALIF INVT GRADE MUN SH BEN INT 74644610 15 1100 SH SHARED 1100 D PUTNAM CALIF INVT GRADE MUN SH BEN INT 74644610 70 5000 SH SHR/OTHR 01 5000 D PUTNAM HIGH INCOME BOND FD SH BEN INT 74677910 63 8000 SH SHARED 8000 D PUTNAM HIGH INCOME BOND FD SH BEN INT 74677910 39 5000 SH SHR/OTHR 01 5000 D PUTNAM HIGH YIELD MUN TR SH BEN INT 74678110 625 88800 SH SHARED 88800 D PUTNAM HIGH YIELD MUN TR SH BEN INT 74678110 35 5000 SH SHARED 01 5000 D PUTNAM MANAGED MUN INCOM TR COM 74682310 837 110400 SH SHARED 110400 D PUTNAM MUN BD FD INC SH BEN INT 74683V10 275 20300 SH SHARED 20300 D PUTNAM PREMIER INCOME TR SH BEN INT 74685310 405 60449 SH SHARED 60449 D PUTNAM PREMIER INCOME TR SH BEN INT 74685310 9 1351 SH SHARED 01 1351 D PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 783 113904 SH SHARED 113904 D PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 4 596 SH SHARED 01 596 D PUTNAM TAX FREE HEALTH CARE SH BEN INT 74692010 573 45500 SH SHARED 45500 D QLT INC COM 74692710 174 6845 SH SHARED 6845 D QLT INC COM 74692710 948 37157 SH SHARED 02 37157 D QLT INC COM 74692710 76 3000 SH SHARED 06 3000 D QLT INC COM 74692710 76 3000 SH SHARED 10 3000 D QRS CORP COM 74726X10 521 92549 SH SHARED 92549 D QRS CORP COM 74726X10 33 5964 SH SHARED 01 5964 D QRS CORP COM 74726X10 1009 179250 SH SHARED 02 179250 D QAD INC COM 74727D10 124 9366 SH SHARED 9366 D QAD INC COM 74727D10 21 1627 SH SHARED 01 1627 D QAD INC COM 74727D10 97 7338 SH SHARED 02 7338 D QLOGIC CORP COM 74727710 14773 447670 SH SHARED 447670 D QLOGIC CORP COM 74727710 979 29669 SH SHARED 01 28669 1000 D QLOGIC CORP COM 74727710 10320 312736 SH SHARED 02 312636 100 D QLOGIC CORP COM 74727710 9 300 SH SHARED 05 300 D QLOGIC CORP COM 74727710 36 1100 SH SHARED 06 800 300 D QLOGIC CORP COM 74727710 11177 338705 SH SHARED 10 338705 D QLOGIC CORP COM 74727710 34 1046 SH SHARED 14 1046 D QUAKER CITY BANCORP INC COM 74731K10 81 1500 SH SHARED 1500 D QUAKER CITY BANCORP INC COM 74731K10 141 2607 SH SHARED 02 2607 D QUAKER CHEM CORP COM 74731610 53 2100 SH SHARED 2100 D QUAKER CHEM CORP COM 74731610 5 200 SH SHARED 01 200 D QUAKER CHEM CORP COM 74731610 106 4207 SH SHARED 02 4207 D QUAKER FABRIC CORP NEW COM 74739910 7 856 SH SHARED 02 856 D QUALCOMM INC COM 74752510 349138 5266830 SH SHARED 5085220 181610 D QUALCOMM INC COM 74752510 93462 1409898 SH SHARED 01 1137911 2300 269687 D QUALCOMM INC COM 74752510 5343 80611 SH SHR/OTHR 01 7530 73081 D QUALCOMM INC COM 74752510 33877 511053 SH SHARED 02 511053 D QUALCOMM INC COM 74752510 5104 77000 SH SHARED 03 66000 11000 D QUALCOMM INC COM 74752510 17832 269000 SH SHARED 04 269000 D QUALCOMM INC COM 74752510 4735 71433 SH SHARED 05 18460 52973 D QUALCOMM INC COM 74752510 8833 133251 SH SHARED 06 132001 1250 D QUALCOMM INC COM 74752510 616 9300 SH SHARED 07 9300 D QUALCOMM INC COM 74752510 81684 1232232 SH SHARED 10 1232232 D QUALCOMM INC COM 74752510 13069 197149 SH SHARED 14 197149 D QUALITY DISTR INC FLA COM 74756M10 3374 240200 SH SHARED 01 210100 30100 D QUALITY DISTR INC FLA COM 74756M10 136 9735 SH SHARED 02 9735 D QUALITY DISTR INC FLA COM 74756M10 365 26000 SH SHARED 05 26000 D QUALITY SYS INC COM 74758210 295 6505 SH SHARED 6505 D QUALITY SYS INC COM 74758210 79 1759 SH SHARED 02 1759 D QUANTA SVCS INC NOTE 4.000% 7/0 74762EAA 5558 5895000 PRN SHARED 02 5895000 D QUANTA SVCS INC COM 74762E10 234 33175 SH SHARED 33175 D QUANTA SVCS INC COM 74762E10 11570 1634239 SH SHARED 01 1568139 66100 D QUANTA SVCS INC COM 74762E10 612 86468 SH SHARED 02 86468 D QUANTA SVCS INC COM 74762E10 5172 730631 SH SHARED 10 730631 D QUANEX CORP COM 74762010 532 12538 SH SHARED 12538 D QUANEX CORP COM 74762010 2181 51353 SH SHARED 01 51353 D QUANEX CORP COM 74762010 369 8706 SH SHARED 02 8706 D QUANEX CORP COM 74762010 1784 42000 SH SHARED 10 42000 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 131 16678 SH SHARED 02 16678 D QUANTUM CORP COM DSSG 74790620 28 7600 SH SHARED 7600 D QUANTUM CORP COM DSSG 74790620 383 103641 SH SHARED 103641 D QUANTUM CORP COM DSSG 74790620 168 45500 SH SHARED 01 45500 D QUANTUM CORP COM DSSG 74790620 391 105679 SH SHARED 02 105679 D QUEBECOR WORLD INC COM NON-VTG 74820310 3993 216939 SH SHARED 126939 90000 D QUEBECOR WORLD INC COM NON-VTG 74820310 7 400 SH SHARED 01 400 D QUEBECOR WORLD INC COM NON-VTG 74820310 718 39007 SH SHARED 02 39007 D QUEBECOR WORLD INC COM NON-VTG 74820310 7 400 SH SHARED 10 400 D QUEST DIAGNOSTICS INC DBCV 1.750%11/3 74834LAF 5 4800 PRN SHARED 01 4800 D QUEST DIAGNOSTICS INC COM 74834L10 49 600 SH SHARED 600 D QUEST DIAGNOSTICS INC COM 74834L10 61225 739168 SH SHARED 737291 1877 D QUEST DIAGNOSTICS INC COM 74834L10 38167 460788 SH SHARED 01 103512 357276 D QUEST DIAGNOSTICS INC COM 74834L10 5104 61630 SH SHR/OTHR 01 4950 56680 D QUEST DIAGNOSTICS INC COM 74834L10 5801 70035 SH SHARED 02 70035 D QUEST DIAGNOSTICS INC COM 74834L10 33 400 SH SHARED 05 400 D QUEST DIAGNOSTICS INC COM 74834L10 74 900 SH SHARED 06 700 200 D QUEST DIAGNOSTICS INC COM 74834L10 89974 1086254 SH SHARED 10 1086254 D QUEST DIAGNOSTICS INC COM 74834L10 48 580 SH SHARED 14 580 D QUEST SOFTWARE INC COM 74834T10 173 10600 SH SHARED 10600 D QUEST SOFTWARE INC COM 74834T10 1440 88130 SH SHARED 02 88130 D QUESTAR CORP COM 74835610 574 15769 SH SHARED 15769 D QUESTAR CORP COM 74835610 2479 68050 SH SHARED 01 67500 550 D QUESTAR CORP COM 74835610 900 24718 SH SHARED 02 24618 100 D QUICKLOGIC CORP COM 74837P10 3 884 SH SHARED 02 884 D QUICKSILVER RESOURCES INC COM 74837R10 131 3400 SH SHARED 3400 D QUICKSILVER RESOURCES INC COM 74837R10 1108 28600 SH SHARED 01 24700 3900 D QUICKSILVER RESOURCES INC COM 74837R10 559 14442 SH SHARED 02 14442 D QUIKSILVER INC COM 74838C10 1095 50128 SH SHARED 50128 D QUIKSILVER INC COM 74838C10 52 2419 SH SHARED 01 2419 D QUIKSILVER INC COM 74838C10 582 26651 SH SHARED 02 26651 D QUIDEL CORP COM 74838J10 561 85263 SH SHARED 85263 D QUIDEL CORP COM 74838J10 2101 318958 SH SHARED 01 318958 D QUIDEL CORP COM 74838J10 368 55965 SH SHARED 02 55965 D QUIDEL CORP COM 74838J10 336 51000 SH SHARED 10 51000 D QUIGLEY CORP COM NEW 74838L30 4 481 SH SHARED 481 D QUIGLEY CORP COM NEW 74838L30 1 119 SH SHARED 01 119 D QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y20 0 32 SH SHARED 32 D QUIXOTE CORP COM 74905610 35 1700 SH SHARED 1700 D QUIXOTE CORP COM 74905610 86 4127 SH SHARED 02 4127 D QWEST COMMUNICATIONS INTL IN COM 74912110 96 22401 SH SHARED 22401 D QWEST COMMUNICATIONS INTL IN COM 74912110 25077 5818439 SH SHARED 5648439 170000 D QWEST COMMUNICATIONS INTL IN COM 74912110 1227 284812 SH SHARED 01 283103 1709 D QWEST COMMUNICATIONS INTL IN COM 74912110 7023 1629646 SH SHARED 02 1629646 D QWEST COMMUNICATIONS INTL IN COM 74912110 24 5688 SH SHARED 05 800 4888 D QWEST COMMUNICATIONS INTL IN COM 74912110 54 12550 SH SHARED 06 12550 D QWEST COMMUNICATIONS INTL IN COM 74912110 21903 5081918 SH SHARED 10 5081918 D QWEST COMMUNICATIONS INTL IN COM 74912110 60 14100 SH SHARED 14 14100 D R & G FINANCIAL CORP CL B 74913610 277 8034 SH SHARED 8034 D R & G FINANCIAL CORP CL B 74913610 11456 331700 SH SHARED 01 331700 D R & G FINANCIAL CORP CL B 74913610 465 13465 SH SHARED 02 13465 D R & G FINANCIAL CORP CL B 74913610 19647 568825 SH SHARED 10 568825 D RAIT INVT TR COM 74922710 1026 34728 SH SHARED 34728 D RAIT INVT TR COM 74922710 171 5800 SH SHARED 01 5800 D RAIT INVT TR COM 74922710 12 413 SH SHR/OTHR 01 413 D RAIT INVT TR COM 74922710 319 10816 SH SHARED 02 10816 D RAIT INVT TR COM 74922710 38 1300 SH SHARED 10 1300 D RCN CORP COM 74936110 29 103419 SH SHARED 103419 D RCN CORP COM 74936110 5 17281 SH SHARED 01 17281 D RCN CORP COM 74936110 7 26534 SH SHARED 02 26534 D RC2 CORP COM 74938810 412 14991 SH SHARED 14991 D RC2 CORP COM 74938810 157 5725 SH SHARED 01 5725 D RC2 CORP COM 74938810 210 7639 SH SHARED 02 7639 D RF MONOLITHICS INC COM 74955F10 7 682 SH SHARED 682 D RF MONOLITHICS INC COM 74955F10 1 168 SH SHARED 01 168 D R H DONNELLEY CORP COM NEW 74955W30 468 10037 SH SHARED 10037 D R H DONNELLEY CORP COM NEW 74955W30 1258 26939 SH SHARED 01 21739 5200 D R H DONNELLEY CORP COM NEW 74955W30 147 3152 SH SHR/OTHR 01 3152 D R H DONNELLEY CORP COM NEW 74955W30 755 16175 SH SHARED 02 16075 100 D R H DONNELLEY CORP COM NEW 74955W30 17414 372900 SH SHARED 10 372900 D RLI CORP COM 74960710 271 7024 SH SHARED 7024 D RLI CORP COM 74960710 94 2450 SH SHARED 01 2450 D RLI CORP COM 74960710 447 11581 SH SHARED 02 11581 D RPC INC COM 74966010 25 2300 SH SHARED 2300 D RPC INC COM 74966010 17 1600 SH SHARED 01 1600 D RPC INC COM 74966010 56 5099 SH SHARED 02 5099 D RPM INTL INC COM 74968510 1242 75114 SH SHARED 75114 D RPM INTL INC COM 74968510 1629 98536 SH SHARED 01 98536 D RPM INTL INC COM 74968510 905 54731 SH SHARED 02 54731 D RSA SEC INC COM 74971910 1043 55524 SH SHARED 55524 D RSA SEC INC COM 74971910 12632 672300 SH SHARED 01 351500 320800 D RSA SEC INC COM 74971910 5039 268198 SH SHARED 02 268198 D RSA SEC INC COM 74971910 559 29786 SH SHARED 10 29786 D RTI INTL METALS INC COM 74973W10 223 14098 SH SHARED 14098 D RTI INTL METALS INC COM 74973W10 36 2280 SH SHARED 01 2280 D RTI INTL METALS INC COM 74973W10 149 9424 SH SHARED 02 9424 D RF MICRODEVICES INC NOTE 3.750% 8/1 749941AB 8982 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 249 250000 PRN SHARED 02 250000 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 15142 11200000 PRN SHARED 11200000 D RF MICRODEVICES INC COM 74994110 4878 576644 SH SHARED 426644 150000 D RF MICRODEVICES INC COM 74994110 2638 311836 SH SHARED 01 310886 950 D RF MICRODEVICES INC COM 74994110 16 2000 SH SHR/OTHR 01 2000 D RF MICRODEVICES INC COM 74994110 1804 213323 SH SHARED 02 213323 D RF MICRODEVICES INC COM 74994110 178 21100 SH SHARED 05 21100 D RF MICRODEVICES INC COM 74994110 66 7900 SH SHARED 10 7900 D RADIAN GROUP INC DBCV 2.250% 1/0 750236AF 12021 11832000 PRN SHARED 02 11832000 D RADIAN GROUP INC COM 75023610 14556 341698 SH SHARED 241698 100000 D RADIAN GROUP INC COM 75023610 4559 107038 SH SHARED 01 107038 D RADIAN GROUP INC COM 75023610 971 22796 SH SHARED 02 22796 D RADIANT SYSTEMS INC COM 75025N10 55 9103 SH SHARED 9103 D RADIANT SYSTEMS INC COM 75025N10 7 1215 SH SHARED 01 1215 D RADIANT SYSTEMS INC COM 75025N10 49 8186 SH SHARED 02 8186 D RADIO ONE INC CL A 75040P10 1002 53997 SH SHARED 197 53800 D RADIO ONE INC CL A 75040P10 0 39 SH SHARED 02 39 D RADIO ONE INC CL D NON VTG 75040P40 13081 707100 SH SHARED 653200 53900 D RADIO ONE INC CL D NON VTG 75040P40 1074 58100 SH SHARED 01 53100 5000 D RADIO ONE INC CL D NON VTG 75040P40 206 11183 SH SHARED 02 10583 600 D RADIOSHACK CORP COM 75043810 12723 383709 SH SHARED 383009 700 D RADIOSHACK CORP COM 75043810 6969 210169 SH SHARED 01 209469 700 D RADIOSHACK CORP COM 75043810 2728 82268 SH SHARED 02 82268 D RADIOSHACK CORP COM 75043810 1459 44000 SH SHARED 03 44000 D RADIOSHACK CORP COM 75043810 17 535 SH SHARED 05 535 D RADIOSHACK CORP COM 75043810 494 14915 SH SHARED 06 14915 D RADIOSHACK CORP COM 75043810 2183 65859 SH SHARED 10 65859 D RADIOSHACK CORP COM 75043810 72 2200 SH SHARED 14 2200 D RADISYS CORP COM 75045910 138 6622 SH SHARED 6622 D RADISYS CORP COM 75045910 10 525 SH SHARED 01 525 D RADISYS CORP COM 75045910 197 9460 SH SHARED 02 9460 D RAE SYS INC COM 75061P10 118 29088 SH SHARED 29088 D RAE SYS INC COM 75061P10 29 7212 SH SHARED 01 7212 D RAE SYS INC COM 75061P10 597 147147 SH SHARED 02 147147 D RADYNE COMSTREAM INC COM NEW 75061140 142 14960 SH SHARED 14960 D RADYNE COMSTREAM INC COM NEW 75061140 35 3709 SH SHARED 01 3709 D RAILAMERICA INC COM 75075310 163 13553 SH SHARED 13553 D RAILAMERICA INC COM 75075310 18 1497 SH SHARED 01 1497 D RAILAMERICA INC COM 75075310 180 14941 SH SHARED 02 14941 D RAILAMERICA INC COM 75075310 5112 424300 SH SHARED 10 424300 D RAINDANCE COMM COM 75086X10 93 32938 SH SHARED 32938 D RAINDANCE COMM COM 75086X10 5 2006 SH SHARED 01 2006 D RAINDANCE COMM COM 75086X10 66 23441 SH SHARED 02 23441 D RAMBUS INC DEL COM 75091710 1787 63804 SH SHARED 63804 D RAMBUS INC DEL COM 75091710 2325 82994 SH SHARED 01 81994 1000 D RAMBUS INC DEL COM 75091710 812 28999 SH SHARED 02 28899 100 D RALCORP HLDGS INC NEW COM 75102810 325 10700 SH SHARED 10700 D RALCORP HLDGS INC NEW COM 75102810 262 8612 SH SHARED 8612 D RALCORP HLDGS INC NEW COM 75102810 2084 68498 SH SHARED 01 68498 D RALCORP HLDGS INC NEW COM 75102810 4 133 SH SHR/OTHR 01 133 D RALCORP HLDGS INC NEW COM 75102810 444 14622 SH SHARED 02 14622 D RALCORP HLDGS INC NEW COM 75102810 11980 393700 SH SHARED 10 393700 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 182 6473 SH SHARED 6473 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 26 935 SH SHARED 01 935 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 244 8670 SH SHARED 02 8670 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 21285 754800 SH SHARED 11 754800 D RANDGOLD RES LTD ADR 75234430 14 731 SH SHARED 731 D RANDGOLD RES LTD ADR 75234430 43 2200 SH SHARED 01 2200 D RANGE RES CORP COM 75281A10 179 14800 SH SHARED 14800 D RANGE RES CORP COM 75281A10 2217 182800 SH SHARED 01 182800 D RANGE RES CORP COM 75281A10 311 25697 SH SHARED 02 25697 D RANGE RES CORP COM 75281A10 5815 479466 SH SHARED 10 479466 D RANDGOLD & EXPL LTD SPON ADR NEW 75300930 14 1309 SH SHARED 1309 D RARE HOSPITALITY INTL INC COM 75382010 4180 150663 SH SHARED 150663 D RARE HOSPITALITY INTL INC COM 75382010 11579 417267 SH SHARED 01 388317 3900 25050 D RARE HOSPITALITY INTL INC COM 75382010 47 1729 SH SHR/OTHR 01 1729 D RARE HOSPITALITY INTL INC COM 75382010 1037 37379 SH SHARED 02 37379 D RARE HOSPITALITY INTL INC COM 75382010 9538 343727 SH SHARED 10 343727 D RAVEN INDS INC COM 75421210 51 1700 SH SHARED 1700 D RAVEN INDS INC COM 75421210 130 4269 SH SHARED 02 4269 D RAYMOND JAMES FINANCIAL INC COM 75473010 121 4900 SH SHARED 4900 D RAYMOND JAMES FINANCIAL INC COM 75473010 2529 101787 SH SHARED 101787 D RAYMOND JAMES FINANCIAL INC COM 75473010 761 30627 SH SHARED 01 30627 D RAYMOND JAMES FINANCIAL INC COM 75473010 424 17077 SH SHARED 02 17077 D RAYONIER INC COM 75490710 31403 718444 SH SHARED 718444 D RAYONIER INC COM 75490710 3564 81547 SH SHARED 01 81547 D RAYONIER INC COM 75490710 535 12247 SH SHARED 02 12247 D RAYONIER INC COM 75490710 1197 27400 SH SHARED 10 27400 D RAYOVAC CORP COM 75508110 520 18213 SH SHARED 18213 D RAYOVAC CORP COM 75508110 758 26510 SH SHARED 02 26510 D RAYOVAC CORP COM 75508110 14 500 SH SHARED 10 500 D RAYTECH CORP DEL COM 75510310 5 1800 SH SHARED 1800 D RAYTECH CORP DEL COM 75510310 10 3474 SH SHARED 02 3474 D RAYTHEON CO COM NEW 75511150 29845 952300 SH SHARED 941100 11200 D RAYTHEON CO COM NEW 75511150 4119 131453 SH SHARED 01 125961 5492 D RAYTHEON CO COM NEW 75511150 749 23920 SH SHR/OTHR 01 3203 20717 D RAYTHEON CO COM NEW 75511150 6810 217310 SH SHARED 02 217310 D RAYTHEON CO COM NEW 75511150 42 1366 SH SHARED 05 1366 D RAYTHEON CO COM NEW 75511150 3296 105200 SH SHARED 06 104700 500 D RAYTHEON CO COM NEW 75511150 5474 174680 SH SHARED 10 174680 D RAYTHEON CO COM NEW 75511150 97 3100 SH SHARED 14 3100 D READERS DIGEST ASSN INC COM 75526710 3159 224428 SH SHARED 224428 D READERS DIGEST ASSN INC COM 75526710 171 12212 SH SHARED 01 12212 D READERS DIGEST ASSN INC COM 75526710 486 34528 SH SHARED 02 34528 D READING INTERNATIONAL INC CL A 75540810 19 2800 SH SHARED 2800 D READING INTERNATIONAL INC CL A 75540810 51 7470 SH SHARED 02 7470 D REALNETWORKS INC COM 75605L10 1065 177544 SH SHARED 177544 D REALNETWORKS INC COM 75605L10 49 8273 SH SHARED 01 6273 2000 D REALNETWORKS INC COM 75605L10 158 26336 SH SHARED 02 26336 D REALTY INCOME CORP COM 75610910 123 2761 SH SHARED 2761 D REALTY INCOME CORP COM 75610910 604 13539 SH SHARED 01 13539 D REALTY INCOME CORP COM 75610910 199 4476 SH SHARED 02 4476 D RECKSON ASSOCS RLTY CORP COM 75621K10 4667 165864 SH SHARED 93273 72591 D RECKSON ASSOCS RLTY CORP COM 75621K10 1758 62500 SH SHARED 01 62500 D RECKSON ASSOCS RLTY CORP COM 75621K10 1286 45723 SH SHARED 02 45723 D RECKSON ASSOCS RLTY CORP COM 75621K10 1482 52700 SH SHARED 10 52700 D RECKSON ASSOCS RLTY CORP COM 75621K10 3382 120200 SH SHARED 11 120200 D RECKSON ASSOCS RLTY CORP PFD CV SER A% 75621K20 22343 843150 SH SHARED 644350 198800 D RED HAT INC COM 75657710 7761 336740 SH SHARED 273775 62965 D RED HAT INC COM 75657710 337 14658 SH SHARED 01 7058 7600 D RED HAT INC COM 75657710 807 35027 SH SHARED 02 34727 300 D RED HAT INC COM 75657710 1269 55069 SH SHARED 10 55069 D RED ROBIN GOURMET BURGERS IN COM 75689M10 65 2300 SH SHARED 2300 D RED ROBIN GOURMET BURGERS IN COM 75689M10 2982 105100 SH SHARED 01 92800 12300 D RED ROBIN GOURMET BURGERS IN COM 75689M10 248 8743 SH SHARED 02 8743 D RED ROBIN GOURMET BURGERS IN COM 75689M10 300 10600 SH SHARED 05 10600 D REDBACK NETWORKS INC COM NEW 75720950 207 32984 SH SHARED 32984 D REDBACK NETWORKS INC COM NEW 75720950 28 4450 SH SHARED 01 4450 D REDBACK NETWORKS INC COM NEW 75720950 280 44565 SH SHARED 02 44565 D REDIFF COM INDIA LTD SPONSORED ADR 75747910 239 20658 SH SHARED 20658 D REDIFF COM INDIA LTD SPONSORED ADR 75747910 18 1566 SH SHARED 01 1566 D REDIFF COM INDIA LTD SPONSORED ADR 75747910 6 584 SH SHARED 02 584 D REDWOOD TR INC COM 75807540 1157 18621 SH SHARED 18621 D REDWOOD TR INC COM 75807540 1772 28515 SH SHARED 01 28515 D REDWOOD TR INC COM 75807540 523 8419 SH SHARED 02 8419 D REDWOOD TR INC COM 75807540 1330 21400 SH SHARED 10 21400 D REEBOK INTL LTD DBCV 4.250% 3/0 758110AE 218 206000 PRN SHARED 02 206000 D REEBOK INTL LTD COM 75811010 620 15000 SH SHR/OTHR 15000 D REEBOK INTL LTD COM 75811010 8449 204334 SH SHARED 204334 D REEBOK INTL LTD COM 75811010 1973 47721 SH SHARED 01 47721 D REEBOK INTL LTD COM 75811010 1075 26014 SH SHARED 02 26014 D REEBOK INTL LTD COM 75811010 975 23587 SH SHARED 10 23587 D REED ELSEVIER N V SPONSORED ADR 75820410 3975 150000 SH SHARED 150000 D REED ELSEVIER N V SPONSORED ADR 75820410 19 730 SH SHARED 01 730 D REED ELSEVIER P L C SPONSORED ADR 75820510 11833 333325 SH SHARED 333325 D REED ELSEVIER P L C SPONSORED ADR 75820510 501 14119 SH SHARED 01 1564 12555 D REGAL BELOIT CORP COM 75875010 151 7575 SH SHARED 7575 D REGAL BELOIT CORP COM 75875010 11 600 SH SHARED 01 600 D REGAL BELOIT CORP COM 75875010 230 11550 SH SHARED 02 11550 D REGAL ENTMT GROUP CL A 75876610 17404 791848 SH SHARED 791848 D REGAL ENTMT GROUP CL A 75876610 916 41698 SH SHARED 02 41698 D REGENCY CTRS CORP COM 75884910 353 7562 SH SHARED 7562 D REGENCY CTRS CORP COM 75884910 644 13800 SH SHARED 01 13800 D REGENCY CTRS CORP COM 75884910 125 2684 SH SHARED 02 2684 D REGENCY CTRS CORP COM 75884910 31556 675300 SH SHARED 10 675300 D REGENCY CTRS CORP COM 75884910 175800 3762055 SH SHARED 11 3762055 D REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB 3384 3500000 PRN SHARED 3500000 D REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB 16020 16567000 PRN SHARED 02 16567000 D REGENERON PHARMACEUTICALS COM 75886F10 1064 78421 SH SHARED 78421 D REGENERON PHARMACEUTICALS COM 75886F10 2258 166316 SH SHARED 01 166316 D REGENERON PHARMACEUTICALS COM 75886F10 446 32903 SH SHARED 02 32903 D REGENERON PHARMACEUTICALS COM 75886F10 3726 274400 SH SHARED 04 274400 D REGENERON PHARMACEUTICALS COM 75886F10 115 8500 SH SHARED 10 8500 D REGENERON PHARMACEUTICALS COM 75886F10 65 4800 SH SHARED 14 4800 D REGENERATION TECH INC DEL COM 75886N10 881 77653 SH SHARED 77653 D REGENERATION TECH INC DEL COM 75886N10 1848 162843 SH SHARED 01 162843 D REGENERATION TECH INC DEL COM 75886N10 275 24289 SH SHARED 02 24289 D REGENT COMMUNICATIONS INC DE COM 75886510 148 22717 SH SHARED 22717 D REGENT COMMUNICATIONS INC DE COM 75886510 20 3101 SH SHARED 01 3101 D REGENT COMMUNICATIONS INC DE COM 75886510 143 21869 SH SHARED 02 21869 D REGIS CORP MINN COM 75893210 775 17442 SH SHARED 17442 D REGIS CORP MINN COM 75893210 11401 256550 SH SHARED 01 256550 D REGIS CORP MINN COM 75893210 501 11295 SH SHARED 02 11295 D REGIS CORP MINN COM 75893210 9474 213200 SH SHARED 10 213200 D REGIONS FINL CORP COM 75894010 69315 1898022 SH SHARED 1898022 D REGIONS FINL CORP COM 75894010 5323 145773 SH SHARED 01 145615 158 D REGIONS FINL CORP COM 75894010 5312 145464 SH SHARED 02 145464 D REGIONS FINL CORP COM 75894010 47 1310 SH SHARED 05 1310 D REGIONS FINL CORP COM 75894010 3392 92893 SH SHARED 10 92893 D REGIONS FINL CORP COM 75894010 69 1900 SH SHARED 14 1900 D REGISTER COM INC COM 75914G10 6717 1134658 SH SHARED 1134658 D REGISTER COM INC COM 75914G10 54 9248 SH SHARED 02 9248 D REHABCARE GROUP INC COM 75914810 712 35858 SH SHARED 35858 D REHABCARE GROUP INC COM 75914810 345 17397 SH SHARED 01 17397 D REHABCARE GROUP INC COM 75914810 153 7720 SH SHARED 02 7720 D REHABCARE GROUP INC COM 75914810 29 1500 SH SHARED 10 1500 D REINSURANCE GROUP AMER INC COM 75935110 467 11415 SH SHARED 11415 D REINSURANCE GROUP AMER INC COM 75935110 742 18134 SH SHARED 01 2134 16000 D REINSURANCE GROUP AMER INC COM 75935110 120 2929 SH SHARED 02 2929 D REINSURANCE GROUP AMER INC PFD TR INC EQ 75935130 57684 977698 SH SHARED 977698 D RELIANCE STEEL & ALUMINUM CO COM 75950910 636 18096 SH SHARED 18096 D RELIANCE STEEL & ALUMINUM CO COM 75950910 1788 50882 SH SHARED 01 50882 D RELIANCE STEEL & ALUMINUM CO COM 75950910 482 13722 SH SHARED 02 13722 D RELIANCE STEEL & ALUMINUM CO COM 75950910 1641 46700 SH SHARED 10 46700 D RELIANT RES INC NOTE 5.000% 8/1 75952BAD 44822 36830000 PRN SHARED 02 36830000 D RELIANT RES INC COM 75952B10 977 119105 SH SHARED 119105 D RELIANT RES INC COM 75952B10 639 77882 SH SHARED 01 76936 946 D RELIANT RES INC COM 75952B10 23 2838 SH SHR/OTHR 01 2838 D RELIANT RES INC COM 75952B10 211 25748 SH SHARED 02 25748 D RELIANT RES INC COM 75952B10 15741 1917350 SH SHARED 10 1917350 D RELIV INTL INC COM 75952R10 0 75 SH SHARED 75 D REMEC INC COM 75954310 537 70766 SH SHARED 70766 D REMEC INC COM 75954310 114 15127 SH SHARED 01 15127 D REMEC INC COM 75954310 3 400 SH SHR/OTHR 01 400 D REMEC INC COM 75954310 212 27965 SH SHARED 02 27965 D REMINGTON OIL & GAS CORP COM 75959430 455 23057 SH SHARED 23057 D REMINGTON OIL & GAS CORP COM 75959430 522 26443 SH SHARED 01 26443 D REMINGTON OIL & GAS CORP COM 75959430 248 12571 SH SHARED 02 12571 D REMINGTON OIL & GAS CORP COM 75959430 3823 193600 SH SHARED 10 193600 D RENAISSANCE CAP GRWTH INCM I COM 75966V10 204 11890 SH SHARED 11890 D RENAISSANCE LEARNING INC COM 75968L10 441 16740 SH SHARED 16740 D RENAISSANCE LEARNING INC COM 75968L10 227 8642 SH SHARED 01 3642 5000 D RENAISSANCE LEARNING INC COM 75968L10 130 4948 SH SHARED 02 4948 D RENOVIS INC COM 75988510 132 13041 SH SHARED 02 13041 D REPLIGEN CORP COM 75991610 93 30762 SH SHARED 30762 D REPLIGEN CORP COM 75991610 17 5644 SH SHARED 01 5644 D REPLIGEN CORP COM 75991610 44 14784 SH SHARED 02 14784 D REPUBLIC BANCSHARES INC COM 75992910 272 9058 SH SHARED 9058 D REPUBLIC BANCSHARES INC COM 75992910 51 1725 SH SHARED 01 1725 D REPUBLIC BANCSHARES INC COM 75992910 127 4238 SH SHARED 02 4238 D RENAL CARE GROUP INC COM 75993010 8427 184173 SH SHARED 184173 D RENAL CARE GROUP INC COM 75993010 2595 56727 SH SHARED 01 56727 D RENAL CARE GROUP INC COM 75993010 408 8930 SH SHARED 02 8930 D RENT A CTR INC NEW COM 76009N10 164 5000 SH SHARED 5000 D RENT A CTR INC NEW COM 76009N10 1307 39683 SH SHARED 39683 D RENT A CTR INC NEW COM 76009N10 2668 80950 SH SHARED 01 80950 D RENT A CTR INC NEW COM 76009N10 628 19057 SH SHARED 02 19057 D RENT A CTR INC NEW COM 76009N10 721 21900 SH SHARED 14 21900 D RENT WAY INC COM 76009U10 115 13153 SH SHARED 13153 D RENT WAY INC COM 76009U10 17 1947 SH SHARED 01 1947 D RENT WAY INC COM 76009U10 94 10712 SH SHARED 02 10712 D REPSOL YPF S A SPONSORED ADR 76026T20 10450 502165 SH SHARED 462365 39800 D REPSOL YPF S A SPONSORED ADR 76026T20 413 19863 SH SHARED 01 1994 17869 D REPUBLIC BANCORP KY CL A 76028120 35 1840 SH SHARED 1840 D REPUBLIC BANCORP KY CL A 76028120 77 3976 SH SHARED 02 3976 D REPUBLIC BANCORP INC COM 76028210 516 36793 SH SHARED 36793 D REPUBLIC BANCORP INC COM 76028210 2430 172972 SH SHARED 01 172972 D REPUBLIC BANCORP INC COM 76028210 701 49927 SH SHARED 02 49927 D REPUBLIC BANCORP INC COM 76028210 216 15403 SH SHARED 10 15403 D REPUBLIC SVCS INC COM 76075910 1766 65267 SH SHARED 65267 D REPUBLIC SVCS INC COM 76075910 1298 47969 SH SHARED 01 47969 D REPUBLIC SVCS INC COM 76075910 2154 79586 SH SHARED 02 79586 D REPUBLIC SVCS INC COM 76075910 46 1700 SH SHARED 06 1700 D REPUBLIC SVCS INC COM 76075910 500 18500 SH SHARED 10 18500 D RESEARCH FRONTIERS INC COM 76091110 24 2500 SH SHARED 2500 D RESEARCH FRONTIERS INC COM 76091110 10 1125 SH SHARED 01 1125 D RESEARCH FRONTIERS INC COM 76091110 47 4902 SH SHARED 02 4902 D RES-CARE INC COM 76094310 176 13776 SH SHARED 02 13776 D RESEARCH IN MOTION LTD COM 76097510 8707 93301 SH SHARED 93301 D RESEARCH IN MOTION LTD COM 76097510 65 699 SH SHARED 01 699 D RESEARCH IN MOTION LTD COM 76097510 906 9716 SH SHARED 02 9716 D RESTORATION HARDWARE INC DEL COM 76098110 456 91535 SH SHARED 91535 D RESTORATION HARDWARE INC DEL COM 76098110 58 11652 SH SHARED 02 11652 D RESMED INC NOTE 4.000% 6/2 761152AB 6206 5900000 PRN SHARED 5900000 D RESMED INC NOTE 4.000% 6/2 761152AB 6787 6452000 PRN SHARED 02 6452000 D RESMED INC COM 76115210 3415 75573 SH SHARED 75573 D RESMED INC COM 76115210 2208 48879 SH SHARED 01 48879 D RESMED INC COM 76115210 554 12279 SH SHARED 02 8354 3925 D RESOURCE AMERICA INC CL A 76119520 75 4111 SH SHARED 4111 D RESOURCE AMERICA INC CL A 76119520 10 550 SH SHARED 01 550 D RESOURCE AMERICA INC CL A 76119520 133 7251 SH SHARED 02 7251 D RESOURCES BANKSHARES CORP COM 76121R10 35 1100 SH SHARED 1100 D RESOURCES BANKSHARES CORP COM 76121R10 281 8639 SH SHARED 01 8639 D RESOURCES BANKSHARES CORP COM 76121R10 86 2638 SH SHARED 02 2638 D RESOURCES CONNECTION INC COM 76122Q10 409 9286 SH SHARED 9286 D RESOURCES CONNECTION INC COM 76122Q10 35 814 SH SHARED 01 814 D RESOURCES CONNECTION INC COM 76122Q10 457 10374 SH SHARED 02 10374 D RESPIRONICS INC COM 76123010 10572 195712 SH SHARED 195712 D RESPIRONICS INC COM 76123010 2360 43700 SH SHARED 01 43700 D RESPIRONICS INC COM 76123010 223 4134 SH SHARED 02 4134 D RESPIRONICS INC COM 76123010 27 500 SH SHARED 10 500 D RETAIL HOLDRS TR DEP RCPT 76127U10 4621 49300 SH SHARED 02 49300 D RETEK INC COM 76128Q10 1130 149527 SH SHARED 149527 D RETEK INC COM 76128Q10 2408 318648 SH SHARED 01 318648 D RETEK INC COM 76128Q10 499 66114 SH SHARED 02 66114 D RETEK INC COM 76128Q10 74 9800 SH SHARED 10 9800 D RETAIL VENTURES INC COM 76128Y10 133 18727 SH SHARED 02 18727 D RETRACTABLE TECHNOLOGIES INC COM 76129W10 11 1800 SH SHARED 1800 D RETRACTABLE TECHNOLOGIES INC COM 76129W10 20 3282 SH SHARED 02 3282 D REUNION INDS INC COM 76131210 0 90 SH SHR/OTHR 01 90 D REUTERS GROUP PLC SPONSORED ADR 76132M10 99063 2317278 SH SHARED 2316734 544 D REUTERS GROUP PLC SPONSORED ADR 76132M10 1130 26444 SH SHARED 01 1272 25172 D REUTERS GROUP PLC SPONSORED ADR 76132M10 164 3859 SH SHR/OTHR 01 3859 D REVLON INC CL A 76152550 112 40725 SH SHARED 40725 D REVLON INC CL A 76152550 3324 1200000 SH SHARED 01 1200000 D REVLON INC CL A 76152550 75 27102 SH SHARED 02 27102 D REWARDS NETWORK INC COM 76155710 147 14755 SH SHARED 14755 D REWARDS NETWORK INC COM 76155710 21 2145 SH SHARED 01 2145 D REWARDS NETWORK INC COM 76155710 117 11740 SH SHARED 02 11740 D REX STORES CORP COM 76162410 51 3300 SH SHARED 3300 D REX STORES CORP COM 76162410 26 1700 SH SHARED 1700 D REX STORES CORP COM 76162410 53 3393 SH SHARED 02 3393 D REX STORES CORP COM 76162410 15 1015 SH SHARED 10 1015 D REYNOLDS & REYNOLDS CO CL A 76169510 122 4300 SH SHARED 4300 D REYNOLDS & REYNOLDS CO CL A 76169510 630 22200 SH SHARED 01 22200 D REYNOLDS & REYNOLDS CO CL A 76169510 490 17278 SH SHARED 02 17278 D REYNOLDS R J TOB HLDGS INC COM 76182K10 248 4100 SH SHARED 4100 D REYNOLDS R J TOB HLDGS INC COM 76182K10 54720 904470 SH SHARED 899270 5200 D REYNOLDS R J TOB HLDGS INC COM 76182K10 727 12030 SH SHARED 01 12030 D REYNOLDS R J TOB HLDGS INC COM 76182K10 2418 39972 SH SHARED 02 39972 D REYNOLDS R J TOB HLDGS INC COM 76182K10 158756 2624081 SH SHARED 10 2624081 D RICHARDSON ELECTRS LTD COM 76316510 35 2946 SH SHARED 2946 D RICHARDSON ELECTRS LTD COM 76316510 3 284 SH SHARED 01 284 D RICHARDSON ELECTRS LTD COM 76316510 36 3013 SH SHARED 02 3013 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 211 9552 SH SHARED 02 9552 D RIGGS NATL CORP WASH DC COM 76657010 377 21917 SH SHARED 21917 D RIGGS NATL CORP WASH DC COM 76657010 13 800 SH SHARED 01 800 D RIGGS NATL CORP WASH DC COM 76657010 140 8157 SH SHARED 02 8157 D RINKER GROUP LTD SPONSORED ADR 76687M10 10 200 SH SHARED 02 200 D RIO NARCEA GOLD MINES INC COM 76690910 144 62462 SH SHARED 02 62462 D RIO TINTO PLC SPONSORED ADR 76720410 100 1000 SH SHARED 1000 D RIO TINTO PLC SPONSORED ADR 76720410 45924 456597 SH SHARED 456397 200 D RIO TINTO PLC SPONSORED ADR 76720410 266 2645 SH SHARED 01 2645 D RIO TINTO PLC SPONSORED ADR 76720410 58 579 SH SHARED 02 579 D RIO TINTO PLC SPONSORED ADR 76720410 1875 18645 SH SHARED 10 18645 D RITE AID CORP NOTE 4.750%12/0 767754BA 52578 46000000 PRN SHARED 46000000 D RITE AID CORP COM 76775410 9 1763 SH SHARED 1763 D RITE AID CORP COM 76775410 17 3137 SH SHARED 01 437 2700 D RITE AID CORP COM 76775410 292 53717 SH SHARED 02 53717 D RITE AID CORP COM 76775410 270 49780 SH SHARED 10 49780 D RIVIANA FOODS INC COM 76953610 47 1700 SH SHARED 1700 D RIVIANA FOODS INC COM 76953610 116 4158 SH SHARED 02 4158 D ROBBINS & MYERS INC COM 77019610 59 2776 SH SHARED 2776 D ROBBINS & MYERS INC COM 77019610 8 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3419 98632 SH SHARED 01 79682 18950 D ROCKWELL AUTOMATION INC COM 77390310 402 11600 SH SHR/OTHR 01 11600 D ROCKWELL AUTOMATION INC COM 77390310 2933 84624 SH SHARED 02 84624 D ROCKWELL AUTOMATION INC COM 77390310 495 14305 SH SHARED 05 200 14105 D ROCKWELL AUTOMATION INC COM 77390310 56 1629 SH SHARED 06 1629 D ROCKWELL AUTOMATION INC COM 77390310 2696 77766 SH SHARED 10 77766 D ROCKWELL AUTOMATION INC COM 77390310 47 1370 SH SHARED 14 1370 D ROCKWELL COLLINS INC COM 77434110 18384 581593 SH SHARED 538593 43000 D ROCKWELL COLLINS INC COM 77434110 4090 129395 SH SHARED 01 112345 17050 D ROCKWELL COLLINS INC COM 77434110 467 14800 SH SHR/OTHR 01 14800 D ROCKWELL COLLINS INC COM 77434110 2705 85592 SH SHARED 02 85592 D ROCKWELL COLLINS INC COM 77434110 27 882 SH SHARED 05 200 682 D ROCKWELL COLLINS INC COM 77434110 213 6743 SH SHARED 06 6743 D ROCKWELL COLLINS INC COM 77434110 2035 64393 SH SHARED 10 64393 D ROCKY SHOES & BOOTS INC COM 77483010 273 11333 SH SHARED 11333 D ROCKY SHOES & 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SHARED 01 3960 D ROPER INDS INC NEW COM 77669610 1478 30648 SH SHARED 02 30648 D ROSS STORES INC COM 77829610 5682 185514 SH SHARED 185514 D ROSS STORES INC COM 77829610 1286 42000 SH SHARED 01 42000 D ROSS STORES INC COM 77829610 1349 44044 SH SHARED 02 44044 D ROSS STORES INC COM 77829610 3675 120000 SH SHARED 04 120000 D ROSS STORES INC COM 77829610 447 14600 SH SHARED 10 14600 D ROSS SYS INC COM NEW 77830320 2347 125380 SH SHARED 125380 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 1049 70418 SH SHARED 59918 10500 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 2352 157877 SH SHARED 04 157877 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 1490 100000 SH SHARED 06 100000 D ROTO ROOTER INC NEW COM 77878710 555 10996 SH SHARED 10631 365 D ROTO ROOTER INC NEW COM 77878710 143 2841 SH SHARED 01 2841 D ROTO ROOTER INC NEW COM 77878710 259 5125 SH SHARED 02 5125 D ROUSE CO COM 77927310 144 2700 SH SHARED 2700 D ROUSE CO COM 77927310 892 16658 SH SHARED 16658 D ROUSE CO COM 77927310 804 15000 SH SHARED 01 15000 D ROUSE CO COM 77927310 26 500 SH SHR/OTHR 01 500 D ROUSE CO COM 77927310 2448 45680 SH SHARED 02 45680 D ROUSE CO COM 77927310 53 1000 SH SHARED 06 1000 D ROUSE CO COM 77927310 20234 377500 SH SHARED 10 377500 D ROUSE CO COM 77927310 177324 3308300 SH SHARED 11 3308300 D ROWAN COS INC COM 77938210 21 1000 SH SHARED 1000 D ROWAN COS INC COM 77938210 11187 530460 SH SHARED 530460 D ROWAN COS INC COM 77938210 13534 641746 SH SHARED 01 637746 4000 D ROWAN COS INC COM 77938210 2269 107621 SH SHARED 02 107621 D ROWAN COS INC COM 77938210 8 403 SH SHARED 05 403 D ROWAN COS INC COM 77938210 32604 1545967 SH SHARED 10 1545967 D ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 77991510 388 35261 SH SHARED 35261 D ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 77991510 77 7039 SH SHARED 01 7039 D ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 77991510 413 37516 SH SHARED 02 37516 D ROXIO INC COM 78000810 402 90088 SH SHARED 90088 D ROXIO INC COM 78000810 58 13151 SH SHARED 01 13151 D ROXIO INC COM 78000810 56 12749 SH SHARED 02 12749 D ROXIO INC COM 78000810 12 2700 SH SHARED 10 2700 D ROYAL & SUN ALLIANCE INS SPON ADR NEW 78004V20 22 2920 SH SHARED 2920 D ROYAL & SUN ALLIANCE INS SPON ADR NEW 78004V20 9 1169 SH SHARED 01 580 589 D ROYAL BANCSHARES PA INC CL A 78008110 28 1100 SH SHARED 1100 D ROYAL BANCSHARES PA INC CL A 78008110 55 2164 SH SHARED 02 2164 D ROYAL BK CDA MONTREAL QUE COM 78008710 96210 2016989 SH SHARED 2014996 1993 D ROYAL BK CDA MONTREAL QUE COM 78008710 896 18801 SH SHARED 01 5232 13569 D ROYAL BK CDA MONTREAL QUE COM 78008710 28 600 SH SHR/OTHR 01 600 D ROYAL BK CDA MONTREAL QUE COM 78008710 15998 335402 SH SHARED 02 335402 D ROYAL BK CDA MONTREAL QUE COM 78008710 1383 29000 SH SHARED 05 29000 D ROYAL BK CDA MONTREAL QUE COM 78008710 133 2800 SH SHARED 06 1500 1300 D ROYAL BK CDA MONTREAL QUE COM 78008710 90 1900 SH SHARED 10 1900 D ROYAL BK CDA MONTREAL QUE COM 78008710 271 5701 SH SHARED 14 5701 D ROYAL BK SCOTLAND GROUP PLC SP ADR 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ROYAL GOLD INC COM 78028710 1064 60099 SH SHARED 02 60099 D ROYAL KPN NV SPONSORED ADR 78064120 405 51521 SH SHARED 51521 D ROYAL KPN NV SPONSORED ADR 78064120 34 4347 SH SHARED 01 4347 D ROYAL KPN NV SPONSORED ADR 78064120 228 29000 SH SHARED 02 29000 D ROYALE ENERGY INC COM NEW 78074G20 14 1109 SH SHARED 1109 D ROYALE ENERGY INC COM NEW 78074G20 3 284 SH SHARED 01 284 D RUBIOS RESTAURANTS INC COM 78116B10 14 2124 SH SHARED 2124 D RUBIOS RESTAURANTS INC COM 78116B10 13 2026 SH SHARED 01 2026 D RUBY TUESDAY INC COM 78118210 7010 218050 SH SHARED 218050 D RUBY TUESDAY INC COM 78118210 1547 48147 SH SHARED 01 48147 D RUBY TUESDAY INC COM 78118210 509 15834 SH SHARED 02 15834 D RUBY TUESDAY INC COM 78118210 721 22430 SH SHARED 10 22430 D RUDDICK CORP COM 78125810 425 21007 SH SHARED 21007 D RUDDICK CORP COM 78125810 277 13700 SH SHARED 01 13700 D RUDDICK CORP COM 78125810 594 29353 SH SHARED 02 29353 D RUDOLPH TECHNOLOGIES INC COM 78127010 543 29009 SH SHARED 29009 D RUDOLPH TECHNOLOGIES INC COM 78127010 151 8062 SH SHARED 01 8062 D RUDOLPH TECHNOLOGIES INC COM 78127010 155 8291 SH SHARED 02 8291 D RURAL CELLULAR CORP CL A 78190410 906 95000 SH SHARED 95000 D RURAL CELLULAR CORP CL A 78190410 8 892 SH SHARED 01 892 D RUSS BERRIE & CO COM 78223310 198 5674 SH SHARED 5674 D RUSS BERRIE & CO COM 78223310 74 2134 SH SHARED 01 2134 D RUSS BERRIE & CO COM 78223310 154 4427 SH SHARED 02 4427 D RUSSELL CORP COM 78235210 132 7242 SH SHARED 7242 D RUSSELL CORP COM 78235210 55 3059 SH SHARED 01 3059 D RUSSELL CORP COM 78235210 235 12899 SH SHARED 02 12899 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 236960 6930691 SH SHARED 5935205 995486 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 251 7345 SH SHARED 01 4845 2500 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 80 2345 SH SHARED 02 2345 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 437 12800 SH SHARED 06 12800 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 745 21800 SH SHARED 14 21800 D RYANS FAMILY STEAK HOUSE INC COM 78351910 1359 79139 SH 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COMMUNICATIONS INC COM 78387G10 76 3100 SH SHARED 07 3100 D SBC COMMUNICATIONS INC COM 78387G10 66531 2711138 SH SHARED 10 2711138 D SBC COMMUNICATIONS INC COM 78387G10 1520 61954 SH SHARED 14 61954 D SBS TECHNOLOGIES INC COM 78387P10 58 3800 SH SHARED 3800 D SBS TECHNOLOGIES INC COM 78387P10 757 49000 SH SHARED 01 49000 D SBS TECHNOLOGIES INC COM 78387P10 110 7156 SH SHARED 02 7156 D SBS TECHNOLOGIES INC COM 78387P10 433 28040 SH SHARED 10 28040 D SBA COMMUNICATIONS CORP COM 78388J10 1267 326770 SH SHARED 326770 D SBA COMMUNICATIONS CORP COM 78388J10 32 8305 SH SHARED 01 8305 D SBA COMMUNICATIONS CORP COM 78388J10 683 176139 SH SHARED 02 176139 D SCI SYS INC NOTE 3.000% 3/1 783890AF 1914 2000000 PRN SHARED 2000000 D SCBT FINANCIAL CORP COM 78401V10 63 2000 SH SHARED 2000 D SCBT FINANCIAL CORP COM 78401V10 121 3868 SH SHARED 02 3868 D SCM MICROSYSTEMS INC COM 78401810 1093 162998 SH SHARED 162248 750 D SCM MICROSYSTEMS INC COM 78401810 13 2032 SH SHR/OTHR 01 2032 D SCM MICROSYSTEMS INC COM 78401810 201 30000 SH SHARED 06 30000 D SCP POOL CORP COM 78402810 488 13099 SH SHARED 13099 D SCP POOL CORP COM 78402810 2076 55725 SH SHARED 01 55725 D SCP POOL CORP COM 78402810 573 15385 SH SHARED 02 15385 D SCP POOL CORP COM 78402810 282 7585 SH SHARED 10 7585 D SCO GROUP INC COM 78403A10 134 15673 SH SHARED 15673 D SCO GROUP INC COM 78403A10 26 3127 SH SHARED 01 3127 D SCO GROUP INC COM 78403A10 2126 247500 SH SHARED 02 247500 D SEI INVESTMENTS CO COM 78411710 49 1500 SH SHARED 1500 D SEI INVESTMENTS CO COM 78411710 955 28944 SH SHARED 28944 D SEI INVESTMENTS CO COM 78411710 3957 119922 SH SHARED 01 87222 32700 D SEI INVESTMENTS CO COM 78411710 792 24000 SH SHARED 02 24000 D SEI INVESTMENTS CO COM 78411710 7729 234240 SH SHARED 10 234240 D SEMCO ENERGY INC COM 78412D10 40 7100 SH SHARED 7100 D SEMCO ENERGY INC COM 78412D10 77 13640 SH SHARED 02 13640 D SFBC INTL INC COM 78412110 59 2000 SH SHARED 2000 D SFBC INTL INC COM 78412110 2130 71300 SH SHARED 01 71300 D SFBC INTL INC COM 78412110 162 5426 SH SHARED 02 5426 D SFBC INTL INC COM 78412110 89 3000 SH SHARED 10 3000 D SI INTL INC COM 78427V10 416 18021 SH SHARED 18021 D SI INTL INC COM 78427V10 13 598 SH SHARED 01 598 D SI INTL INC COM 78427V10 12 549 SH SHARED 02 549 D SJW CORP COM 78430510 62 1800 SH SHARED 1800 D SJW CORP COM 78430510 124 3603 SH SHARED 02 3603 D SK TELECOM LTD SPONSORED ADR 78440P10 8 400 SH SHARED 400 D SK TELECOM LTD SPONSORED ADR 78440P10 188816 8864608 SH SHARED 7234103 1630505 D SK TELECOM LTD SPONSORED ADR 78440P10 7349 345056 SH SHARED 01 344556 500 D SK TELECOM LTD SPONSORED ADR 78440P10 18 870 SH SHR/OTHR 01 870 D SK TELECOM LTD SPONSORED ADR 78440P10 211 9921 SH SHARED 02 9921 D SK TELECOM LTD SPONSORED ADR 78440P10 6719 315491 SH SHARED 05 251980 63511 D SK TELECOM LTD SPONSORED ADR 78440P10 3718 174583 SH SHARED 10 174583 D SL GREEN RLTY CORP COM 78440X10 786 16490 SH SHARED 16490 D SL GREEN RLTY CORP COM 78440X10 2474 51879 SH SHARED 01 51879 D SL GREEN RLTY CORP COM 78440X10 850 17822 SH SHARED 02 17822 D SL GREEN RLTY CORP COM 78440X10 10400 218040 SH SHARED 10 218040 D SL GREEN RLTY CORP COM 78440X10 69127 1449220 SH SHARED 11 1449220 D S L INDS INC COM 78441310 2 263 SH SHARED 02 263 D SLM CORP COM 78442P10 470012 11230895 SH SHARED 11219795 11100 D SLM CORP COM 78442P10 36067 861817 SH SHARED 01 762320 99497 D SLM CORP COM 78442P10 2883 68911 SH SHR/OTHR 01 11800 57111 D SLM CORP COM 78442P10 9258 221230 SH SHARED 02 221230 D SLM CORP COM 78442P10 1046 25000 SH SHARED 04 25000 D SLM CORP COM 78442P10 87 2095 SH SHARED 05 2095 D SLM CORP COM 78442P10 403 9650 SH SHARED 06 9150 500 D SLM CORP COM 78442P10 13682 326951 SH SHARED 10 326951 D SLM CORP COM 78442P10 652 15600 SH SHARED 14 15600 D SPDR TR UNIT SER 1 78462F10 1342719 11871971 SH SHARED 11645885 226086 D SPDR TR UNIT SER 1 78462F10 41426 366282 SH SHARED 01 55273 311009 D SPDR TR UNIT SER 1 78462F10 2386 21100 SH SHR/OTHR 01 21100 D SPDR TR UNIT SER 1 78462F10 904 8000 SH SHARED 02 8000 D SPDR TR UNIT SER 1 78462F10 2827 25000 SH SHARED 05 25000 D SPDR TR UNIT SER 1 78462F10 47700 421757 SH SHARED 10 421757 D SPSS INC COM 78462K10 55 3000 SH SHARED 3000 D SPSS INC COM 78462K10 156 8514 SH SHARED 02 8514 D S1 CORPORATION COM 78463B10 456 60083 SH SHARED 60083 D S1 CORPORATION COM 78463B10 642 84509 SH SHARED 01 84409 100 D S1 CORPORATION COM 78463B10 386 50835 SH SHARED 02 50835 D S1 CORPORATION COM 78463B10 598 78700 SH SHARED 10 78700 D SPX CORP NOTE 2/0 784635AD 118614184471000 PRN SHARED 184471000 D SPX CORP NOTE 2/0 784635AD 6 9500 PRN SHARED 01 9500 D SPX CORP NOTE 2/0 784635AD 3398 5285000 PRN SHARED 02 5285000 D SPX CORP COM 78463510 1273 27999 SH SHARED 24799 3200 D SPX CORP COM 78463510 1764 38789 SH SHARED 01 28423 10366 D SPX CORP COM 78463510 2600 57168 SH SHR/OTHR 01 57168 D SPX CORP COM 78463510 1818 39982 SH SHARED 02 39982 D SPX CORP COM 78463510 45 1000 SH SHARED 07 1000 D SPX CORP COM 78463510 10815 237800 SH SHARED 10 237800 D SPX CORP COM 78463510 1311 28840 SH SHARED 14 28840 D SRS LABS INC COM 78464M10 87 14487 SH SHARED 14487 D SRS LABS INC COM 78464M10 21 3592 SH SHARED 01 3592 D S R TELECOM INC COM NEW 78464P20 4 791 SH SHARED 791 D SRA INTL INC CL A 78464R10 169 4598 SH SHARED 4598 D SRA INTL INC CL A 78464R10 132 3600 SH SHARED 01 3600 D SRA INTL INC CL A 78464R10 372 10075 SH SHARED 02 10075 D SRI/SURGICAL EXPRESS INC COM 78464W10 159 19871 SH SHARED 19871 D SRI/SURGICAL EXPRESS INC COM 78464W10 32 4029 SH SHARED 01 4029 D SM&A COM 78465D10 136 12356 SH SHARED 12356 D SM&A COM 78465D10 25 2320 SH SHARED 01 2320 D SM&A COM 78465D10 67 6132 SH SHARED 02 6132 D SABA SOFTWARE INC COM NEW 78493260 231 57764 SH SHARED 57764 D SABA SOFTWARE INC COM NEW 78493260 46 11535 SH SHARED 01 11535 D SWS GROUP INC COM 78503N10 72 4023 SH SHARED 4023 D SWS GROUP INC COM 78503N10 1791 100000 SH SHARED 01 100000 D SWS GROUP INC COM 78503N10 128 7196 SH SHARED 02 7196 D SWS GROUP INC COM 78503N10 35 1976 SH SHARED 10 1976 D S Y BANCORP INC COM 78506010 60 2700 SH SHARED 2700 D S Y BANCORP INC COM 78506010 150 6732 SH SHARED 02 6732 D SABINE ROYALTY TR UNIT BEN INT 78568810 97 3000 SH SHARED 01 3000 D SABINE ROYALTY TR UNIT BEN INT 78568810 16 500 SH SHR/OTHR 01 500 D SABRE HLDGS CORP CL A 78590510 11067 446084 SH SHARED 442184 3900 D SABRE HLDGS CORP CL A 78590510 601 24261 SH SHARED 01 24261 D SABRE HLDGS CORP CL A 78590510 35 1445 SH SHR/OTHR 01 1445 D SABRE HLDGS CORP CL A 78590510 4328 174470 SH SHARED 02 174470 D SABRE HLDGS CORP CL A 78590510 498 20100 SH SHARED 03 20100 D SABRE HLDGS CORP CL A 78590510 582 23484 SH SHARED 05 23020 464 D SABRE HLDGS CORP CL A 78590510 1077 43450 SH SHARED 06 43450 D SABRE HLDGS CORP CL A 78590510 1826 73621 SH SHARED 10 73621 D SAFECO CORP COM 78642910 14181 328895 SH SHARED 328895 D SAFECO CORP COM 78642910 2601 60335 SH SHARED 01 58000 2335 D SAFECO CORP COM 78642910 4757 110333 SH SHARED 02 110333 D SAFECO CORP COM 78642910 20 482 SH SHARED 05 482 D SAFECO CORP COM 78642910 49 1150 SH SHARED 06 1150 D SAFECO CORP COM 78642910 36221 840007 SH SHARED 10 840007 D SAFECO CORP COM 78642910 43 1000 SH SHARED 14 1000 D SAFEGUARD SCIENTIFICS INC COM 78644910 536 144344 SH SHARED 144344 D SAFEGUARD SCIENTIFICS INC COM 78644910 935 251456 SH SHARED 01 203456 48000 D SAFEGUARD SCIENTIFICS INC COM 78644910 224 60232 SH SHARED 02 60232 D SAFEGUARD SCIENTIFICS INC COM 78644910 614 165300 SH SHARED 10 165300 D SAFENET INC COM 78645R10 1772 47211 SH SHARED 44737 2474 D SAFENET INC COM 78645R10 124 3307 SH SHARED 01 3307 D SAFENET INC COM 78645R10 487 12990 SH SHARED 02 12990 D SAFENET INC COM 78645R10 1126 30000 SH SHARED 04 30000 D SAFETY INS GROUP INC COM 78648T10 43 2300 SH SHARED 2300 D SAFETY INS GROUP INC COM 78648T10 154 8143 SH SHARED 02 8143 D SAFEWAY INC COM NEW 78651420 67916 3300141 SH SHARED 3283752 16389 D SAFEWAY INC COM NEW 78651420 22453 1091019 SH SHARED 01 129944 7900 953175 D SAFEWAY INC COM NEW 78651420 24 1200 SH SHR/OTHR 01 200 1000 D SAFEWAY INC COM NEW 78651420 21632 1051142 SH SHARED 02 1051142 D SAFEWAY INC COM NEW 78651420 17819 865883 SH SHARED 05 741100 124783 D SAFEWAY INC COM NEW 78651420 12510 607900 SH SHARED 06 351600 256300 D SAFEWAY INC COM NEW 78651420 1994 96900 SH SHARED 07 96900 D SAFEWAY INC COM NEW 78651420 1280 62200 SH SHARED 09 62200 D SAFEWAY INC COM NEW 78651420 71815 3489590 SH SHARED 10 3489590 D SAFEWAY INC COM NEW 78651420 181 8800 SH SHARED 14 8800 D SAFFRON FD INC COM 78657R10 5307 568300 SH SHARED 568300 D SAFLINK CORP COM NEW 78657830 265 86065 SH SHARED 86065 D SAFLINK CORP COM NEW 78657830 40 13106 SH SHARED 02 13106 D SAGA COMMUNICATIONS CL A 78659810 1251 67083 SH SHARED 67083 D SAGA COMMUNICATIONS CL A 78659810 259 13896 SH SHARED 01 13896 D SAGA COMMUNICATIONS CL A 78659810 165 8883 SH SHARED 02 8883 D ST JOE CO COM 79014810 2386 58641 SH SHARED 58641 D ST JOE CO COM 79014810 3304 81222 SH SHARED 01 61500 19722 D ST JOE CO COM 79014810 305 7500 SH SHR/OTHR 01 7500 D ST JOE CO COM 79014810 179 4411 SH SHARED 02 4411 D ST JUDE MED INC COM 79084910 43439 602486 SH SHARED 544153 58333 D ST JUDE MED INC COM 79084910 60680 841618 SH SHARED 01 370543 8780 462295 D ST JUDE MED INC COM 79084910 6193 85900 SH SHR/OTHR 01 9380 76520 D ST JUDE MED INC COM 79084910 9292 128880 SH SHARED 02 128880 D ST JUDE MED INC COM 79084910 29128 404000 SH SHARED 03 361600 42400 D ST JUDE MED INC COM 79084910 14564 202000 SH SHARED 04 202000 D ST JUDE MED INC COM 79084910 66009 915533 SH SHARED 05 573405 342128 D ST JUDE MED INC COM 79084910 14077 195250 SH SHARED 06 39250 156000 D ST JUDE MED INC COM 79084910 804 11160 SH SHARED 07 11160 D ST JUDE MED INC COM 79084910 31473 436519 SH SHARED 10 436519 D ST JUDE MED INC COM 79084910 292 4055 SH SHARED 14 4055 D ST MARY LD & EXPL CO NOTE 5.750% 3/1 792228AC 10362 6950000 PRN SHARED 6950000 D ST MARY LD & EXPL CO COM 79222810 1458 43627 SH SHARED 43627 D ST MARY LD & EXPL CO COM 79222810 3416 102205 SH SHARED 01 88205 14000 D ST MARY LD & EXPL CO COM 79222810 489 14647 SH SHARED 02 14647 D ST MARY LD & EXPL CO COM 79222810 1250 37400 SH SHARED 10 37400 D ST PAUL COS INC COM 79286010 312 7800 SH SHARED 7800 D ST PAUL COS INC COM 79286010 122356 3058147 SH SHARED 2814977 243170 D ST PAUL COS INC COM 79286010 1970 49262 SH SHARED 01 47563 1699 D ST PAUL COS INC COM 79286010 5477 136896 SH SHARED 02 136896 D ST PAUL COS INC COM 79286010 41 1048 SH SHARED 05 200 848 D ST PAUL COS INC COM 79286010 90 2250 SH SHARED 06 1850 400 D ST PAUL COS INC COM 79286010 36130 903042 SH SHARED 10 903042 D ST PAUL COS INC COM 79286010 60 1500 SH SHARED 14 1500 D ST PAUL COS INC EQUITY UNIT 79286030 5518 74600 SH SHARED 74600 D ST PAUL COS INC EQUITY UNIT 79286030 5410 73150 SH SHARED 02 73150 D SAKS INC COM 79377W10 2164 122983 SH SHARED 122983 D SAKS INC COM 79377W10 9022 512653 SH SHARED 01 509653 3000 D SAKS INC COM 79377W10 3794 215586 SH SHARED 02 215586 D SAKS INC COM 79377W10 2888 164100 SH SHARED 10 164100 D SALEM COMMUNICATIONS CORP DE CL A 79409310 60 2203 SH SHARED 2203 D SALEM COMMUNICATIONS CORP DE CL A 79409310 16 600 SH SHARED 01 600 D SALEM COMMUNICATIONS CORP DE CL A 79409310 121 4433 SH SHARED 02 4433 D SALOMON BROS HIGH INCOME FD COM 79490710 16 1283 SH SHARED 1283 D SALOMON BROS HIGH INCOME FD COM 79490710 4 317 SH SHARED 01 317 D SALOMON BR EMRG MKT FLT RTE COM 79491210 75 5500 SH SHARED 5500 D SALOMON BR GLBL PRTNRS INC F COM 79491410 29 1980 SH SHARED 01 1980 D SALOMON BR GLBL PRTNRS INC F COM 79491410 30 2000 SH SHR/OTHR 01 2000 D SALIX PHARMACEUTICALS INC COM 79543510 133 4600 SH SHARED 4600 D SALIX PHARMACEUTICALS INC COM 79543510 331 11427 SH SHARED 02 11427 D SALOMON BROTHERS FD INC COM 79547710 2134 175800 SH SHARED 175800 D SALOMON BROTHERS FD INC COM 79547710 23 1974 SH SHARED 01 1974 D SALOMON BROS WORLDWIDE INCOM COM 79548T10 504 31000 SH SHARED 31000 D SALTON INC COM 79575710 20 2200 SH SHARED 2200 D SALTON INC COM 79575710 198 21235 SH SHARED 21235 D SALTON INC COM 79575710 38 4102 SH SHARED 01 4102 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 160 8000 SH SHARED 8000 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 421 21000 SH SHARED 01 21000 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 220 11000 SH SHR/OTHR 01 11000 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 12 608 SH SHARED 02 608 D SAN PAOLO-IMI S P A SPONSORED ADR 79917510 92 4016 SH SHARED 2616 1400 D SAN PAOLO-IMI S P A SPONSORED ADR 79917510 348 15214 SH SHARED 01 284 14930 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 23 3600 SH SHARED 3600 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 12 1900 SH SHARED 01 1900 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 44 6781 SH SHARED 02 6781 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 32 2700 SH SHARED 2700 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 87 7305 SH SHARED 02 7305 D SANDERSON FARMS INC COM 80001310 498 13585 SH SHARED 13585 D SANDERSON FARMS INC COM 80001310 176 4800 SH SHARED 01 4800 D SANDERSON FARMS INC COM 80001310 642 17480 SH SHARED 02 17480 D SANDERSON FARMS INC COM 80001310 297 8100 SH SHARED 10 8100 D SANDISK CORP COM 80004C10 8169 288050 SH SHARED 288050 D SANDISK CORP COM 80004C10 4261 150277 SH SHARED 01 150277 D SANDISK CORP COM 80004C10 4549 160408 SH SHARED 02 160408 D SANDISK CORP COM 80004C10 493 17400 SH SHARED 06 17400 D SANDISK CORP COM 80004C10 2132 75200 SH SHARED 14 75200 D SANDY SPRING BANCORP INC COM 80036310 188 5200 SH SHARED 5200 D SANDY SPRING BANCORP INC COM 80036310 821 22662 SH SHARED 01 22662 D SANDY SPRING BANCORP INC COM 80036310 270 7447 SH SHARED 02 7447 D SANDY SPRING BANCORP INC COM 80036310 810 22350 SH SHARED 10 22350 D SANFILIPPO JOHN B & SON INC COM 80042210 359 9804 SH SHARED 9804 D SANFILIPPO JOHN B & SON INC COM 80042210 128 3497 SH SHARED 02 3497 D SANGAMO BIOSCIENCES INC COM 80067710 66 10802 SH SHARED 10802 D SANGAMO BIOSCIENCES INC COM 80067710 16 2678 SH SHARED 01 2678 D SANMINA SCI CORP SDCV 9/1 800907AD 21219 40728700 PRN SHARED 40728700 D SANMINA SCI CORP COM 80090710 20790 1883197 SH SHARED 1883197 D SANMINA SCI CORP COM 80090710 24102 2183202 SH SHARED 01 1733002 14500 435700 D SANMINA SCI CORP COM 80090710 4723 427889 SH SHARED 02 427889 D SANMINA SCI CORP COM 80090710 308 27922 SH SHARED 05 27922 D SANMINA SCI CORP COM 80090710 178 16160 SH SHARED 06 16160 D SANMINA SCI CORP COM 80090710 25 2300 SH SHARED 07 2300 D SANMINA SCI CORP COM 80090710 24211 2193033 SH SHARED 10 2193033 D SANMINA SCI CORP COM 80090710 52 4800 SH SHARED 14 4800 D SANOFI-SYNTHELABO SPONSORED ADR 80105N10 1166 35708 SH SHARED 9608 26100 D SANOFI-SYNTHELABO SPONSORED ADR 80105N10 206 6307 SH SHARED 01 6307 D SANOFI-SYNTHELABO SPONSORED ADR 80105N10 46 1410 SH SHR/OTHR 01 1410 D SANOFI-SYNTHELABO SPONSORED ADR 80105N10 91 2800 SH SHARED 02 2800 D SANTANDER BANCORP COM 80280910 35 1300 SH SHARED 1300 D SANTANDER BANCORP COM 80280910 73 2658 SH SHARED 02 2658 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 4470 113723 SH SHARED 87723 26000 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 14927 379741 SH SHARED 01 353400 1900 24441 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 190 4853 SH SHARED 02 4853 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 15244 387800 SH SHARED 10 387800 D SAPIENT CORP COM 80306210 532 88362 SH SHARED 88362 D SAPIENT CORP COM 80306210 3 514 SH SHARED 01 514 D SAPIENT CORP COM 80306210 235 39008 SH SHARED 02 39008 D SAPPI LTD SPON ADR NEW 80306920 1038 76103 SH SHARED 76103 D SAPPI LTD SPON ADR NEW 80306920 656 48097 SH SHARED 01 48097 D SAPPI LTD SPON ADR NEW 80306920 1545 113200 SH SHARED 10 113200 D SARA LEE CORP COM 80311110 76917 3518654 SH SHARED 3293354 225300 D SARA LEE CORP COM 80311110 74338 3400665 SH SHARED 01 1503604 2800 1894261 D SARA LEE CORP COM 80311110 5870 268540 SH SHR/OTHR 01 5720 262820 D SARA LEE CORP COM 80311110 8349 381960 SH SHARED 02 381960 D SARA LEE CORP COM 80311110 25510 1167000 SH SHARED 04 1167000 D SARA LEE CORP COM 80311110 94 4311 SH SHARED 05 600 3711 D SARA LEE CORP COM 80311110 5669 259371 SH SHARED 06 258371 1000 D SARA LEE CORP COM 80311110 51769 2368239 SH SHARED 10 2368239 D SARA LEE CORP COM 80311110 133 6100 SH SHARED 14 6100 D SASOL LTD SPONSORED ADR 80386630 6 400 SH SHARED 400 D SASOL LTD SPONSORED ADR 80386630 116 7500 SH SHARED 02 7500 D SATCON TECHNOLOGY CORP COM 80389310 284 109187 SH SHARED 109187 D SATCON TECHNOLOGY CORP COM 80389310 0 1 SH SHARED 01 1 D SATYAM COMPUTER SERVICES LTD ADR 80409810 4907 239139 SH SHARED 239139 D SAUER-DANFOSS INC COM 80413710 34 2500 SH SHARED 2500 D SAUER-DANFOSS INC COM 80413710 69 5097 SH SHARED 02 5097 D SAUL CTRS INC COM 80439510 85 2800 SH SHARED 2800 D SAUL CTRS INC COM 80439510 21 700 SH SHARED 01 700 D SAUL CTRS INC COM 80439510 450 14750 SH SHR/OTHR 01 14750 D SAUL CTRS INC COM 80439510 232 7595 SH SHARED 02 7595 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 202 52844 SH SHARED 52844 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 36 9656 SH SHARED 01 9656 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 201 52733 SH SHARED 02 52733 D SAVVIS COMMUNICATIONS CORP COM 80542310 116 55906 SH SHARED 02 55906 D SAXON CAPITAL INC COM 80556P30 1023 36021 SH SHARED 36021 D SAXON CAPITAL INC COM 80556P30 1167 41100 SH SHARED 01 41100 D SAXON CAPITAL INC COM 80556P30 382 13464 SH SHARED 02 13464 D SAXON CAPITAL INC COM 80556P30 1113 39200 SH SHARED 10 39200 D SCANA CORP NEW COM 80589M10 1265 35810 SH SHARED 35810 D SCANA CORP NEW COM 80589M10 2571 72730 SH SHARED 01 70644 2086 D SCANA CORP NEW COM 80589M10 473 13400 SH SHR/OTHR 01 13400 D SCANA CORP NEW COM 80589M10 971 27477 SH SHARED 02 27477 D SCANSOFT INC COM 80603P10 492 88741 SH SHARED 88741 D SCANSOFT INC COM 80603P10 249 45039 SH SHARED 02 45039 D SCANSOURCE INC COM 80603710 43 900 SH SHARED 900 D SCANSOURCE INC COM 80603710 247 5168 SH SHARED 5168 D SCANSOURCE INC COM 80603710 271 5661 SH SHARED 02 5661 D SCANSOURCE INC COM 80603710 4065 84820 SH SHARED 10 84820 D SCHAWK INC CL A 80637310 28 2100 SH SHARED 2100 D SCHAWK INC CL A 80637310 38 2900 SH SHARED 01 2900 D SCHAWK INC CL A 80637310 83 6223 SH SHARED 02 6223 D SCHEIN HENRY INC COM 80640710 292 4100 SH SHARED 4100 D SCHEIN HENRY INC COM 80640710 4156 58307 SH SHARED 58307 D SCHEIN HENRY INC COM 80640710 894 12545 SH SHARED 01 12545 D SCHEIN HENRY INC COM 80640710 1018 14283 SH SHARED 02 14283 D SCHEIN HENRY INC COM 80640710 1595 22380 SH SHARED 10 22380 D SCHERING A G SPONSORED ADR 80658520 1260 26348 SH SHARED 15948 10400 D SCHERING A G SPONSORED ADR 80658520 251 5254 SH SHARED 01 5254 D SCHERING A G SPONSORED ADR 80658520 20 433 SH SHARED 02 433 D SCHERING PLOUGH CORP COM 80660510 123556 7617520 SH SHARED 7534920 82600 D SCHERING PLOUGH CORP COM 80660510 79182 4881793 SH SHARED 01 2152277 2729516 D SCHERING PLOUGH CORP COM 80660510 3920 241710 SH SHR/OTHR 01 241710 D SCHERING PLOUGH CORP COM 80660510 20104 1239462 SH SHARED 02 1239462 D SCHERING PLOUGH CORP COM 80660510 284 17531 SH SHARED 05 10970 6561 D SCHERING PLOUGH CORP COM 80660510 102 6300 SH SHARED 06 6300 D SCHERING PLOUGH CORP COM 80660510 64485 3975678 SH SHARED 10 3975678 D SCHERING PLOUGH CORP COM 80660510 172 10642 SH SHARED 14 10642 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 3441 3129000 PRN SHARED 629000 2500000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 8969 8154000 PRN SHARED 02 8154000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 1100 1000000 PRN SHARED 06 1000000 D SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD 2702 2500000 PRN SHARED 2500000 D SCHLUMBERGER LTD COM 80685710 161412 2528002 SH SHARED 2243345 284657 D SCHLUMBERGER LTD COM 80685710 35746 559858 SH SHARED 01 265819 294039 D SCHLUMBERGER LTD COM 80685710 9660 151301 SH SHR/OTHR 01 12442 138859 D SCHLUMBERGER LTD COM 80685710 20616 322892 SH SHARED 02 322892 D SCHLUMBERGER LTD COM 80685710 1577 24700 SH SHARED 03 24700 D SCHLUMBERGER LTD COM 80685710 335499 5254500 SH SHARED 04 5254500 D SCHLUMBERGER LTD COM 80685710 171 2689 SH SHARED 05 400 2289 D SCHLUMBERGER LTD COM 80685710 19067 298622 SH SHARED 06 250222 48400 D SCHLUMBERGER LTD COM 80685710 91458 1432394 SH SHARED 10 1432394 D SCHLUMBERGER LTD COM 80685710 6704 105009 SH SHARED 14 105009 D SCHNITZER STL INDS CL A 80688210 1977 62041 SH SHARED 62041 D SCHNITZER STL INDS CL A 80688210 43 1361 SH SHARED 01 1361 D SCHNITZER STL INDS CL A 80688210 500 15707 SH SHARED 02 15707 D SCHOLASTIC CORP COM 80706610 35 1300 SH SHARED 1300 D SCHOLASTIC CORP COM 80706610 1439 52840 SH SHARED 52840 D SCHOLASTIC CORP COM 80706610 757 27800 SH SHARED 01 27800 D SCHOLASTIC CORP COM 80706610 1418 52038 SH SHARED 02 52038 D SCHOOL SPECIALTY INC COM 80786310 314 8839 SH SHARED 8839 D SCHOOL SPECIALTY INC COM 80786310 299 8411 SH SHARED 02 8411 D SCHULMAN A INC COM 80819410 203 10365 SH SHARED 10365 D SCHULMAN A INC COM 80819410 9 500 SH SHARED 01 500 D SCHULMAN A INC COM 80819410 3 200 SH SHR/OTHR 01 200 D SCHULMAN A INC COM 80819410 294 14993 SH SHARED 02 14993 D SCHULMAN A INC COM 80819410 13 700 SH SHARED 10 700 D SCHWAB CHARLES CORP NEW COM 80851310 81472 7017405 SH SHARED 7017405 D SCHWAB CHARLES CORP NEW COM 80851310 3613 311269 SH SHARED 01 257369 53900 D SCHWAB CHARLES CORP NEW COM 80851310 34 3000 SH SHR/OTHR 01 3000 D SCHWAB CHARLES CORP NEW COM 80851310 13991 1205136 SH SHARED 02 1205136 D SCHWAB CHARLES CORP NEW COM 80851310 81 7018 SH SHARED 05 900 6118 D SCHWAB CHARLES CORP NEW COM 80851310 2699 232500 SH SHARED 06 231000 1500 D SCHWAB CHARLES CORP NEW COM 80851310 12862 1107902 SH SHARED 10 1107902 D SCHWAB CHARLES CORP NEW COM 80851310 1058 91200 SH SHARED 14 91200 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 291 9028 SH SHARED 9028 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 72 2232 SH SHARED 01 2232 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 0 20 SH SHR/OTHR 01 20 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 353 10951 SH SHARED 02 10951 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 61 1900 SH SHARED 10 1900 D SCICLONE PHARMACEUTICALS INC COM 80862K10 305 56487 SH SHARED 56487 D SCICLONE PHARMACEUTICALS INC COM 80862K10 60 11130 SH SHARED 01 11130 D SCICLONE PHARMACEUTICALS INC COM 80862K10 237 44000 SH SHR/OTHR 01 44000 D SCICLONE PHARMACEUTICALS INC COM 80862K10 151 28137 SH SHARED 02 28137 D SCIENTIFIC ATLANTA INC COM 80865510 12857 397562 SH SHARED 394662 2900 D SCIENTIFIC ATLANTA INC COM 80865510 3993 123473 SH SHARED 01 123473 D SCIENTIFIC ATLANTA INC COM 80865510 95 2960 SH SHR/OTHR 01 2960 D SCIENTIFIC ATLANTA INC COM 80865510 2298 71082 SH SHARED 02 71082 D SCIENTIFIC ATLANTA INC COM 80865510 13 422 SH SHARED 05 422 D SCIENTIFIC ATLANTA INC COM 80865510 345 10679 SH SHARED 06 10679 D SCIENTIFIC ATLANTA INC COM 80865510 2092 64707 SH SHARED 10 64707 D SCIENTIFIC ATLANTA INC COM 80865510 78 2412 SH SHARED 14 2412 D SCIENTIFIC GAMES CORP CL A 80874P10 1210 64682 SH SHARED 64682 D SCIENTIFIC GAMES CORP CL A 80874P10 544 29090 SH SHARED 02 29090 D SCIENTIFIC GAMES CORP CL A 80874P10 33 1800 SH SHARED 10 1800 D SCIQUEST INC COM NEW 80908Q40 7 1955 SH SHARED 1955 D SCOR SPONSORED ADR 80917Q10 14 8356 SH SHARED 8356 D SCOR SPONSORED ADR 80917Q10 0 81 SH SHARED 01 81 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 6703 235872 SH SHARED 209672 26200 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 447 15757 SH SHARED 01 2772 12985 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 42 1500 SH SHR/OTHR 01 1500 D SCOTTS CO CL A 81018610 905 14108 SH SHARED 14108 D SCOTTS CO CL A 81018610 2333 36379 SH SHARED 01 36379 D SCOTTS CO CL A 81018610 439 6850 SH SHARED 02 6850 D SCRIPPS E W CO OHIO CL A 81105420 151 1500 SH SHARED 1500 D SCRIPPS E W CO OHIO CL A 81105420 592 5855 SH SHARED 01 4380 1475 D SCRIPPS E W CO OHIO CL A 81105420 316 3135 SH SHARED 02 3135 D SCRIPPS E W CO OHIO CL A 81105420 222 2200 SH SHARED 10 2200 D SCRIPPS E W CO OHIO CL A 81105420 80 800 SH SHARED 14 800 D SCS TRANSN INC COM 81111T10 384 17643 SH SHARED 17643 D SCS TRANSN INC COM 81111T10 152 7006 SH SHARED 01 7006 D SCS TRANSN INC COM 81111T10 158 7281 SH SHARED 02 7281 D SCS TRANSN INC COM 81111T10 85 3900 SH SHARED 10 3900 D SCUDDER GLOBAL HIGH INCOME F COM 81115E10 140 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 183 26666 SH SHR/OTHR 01 26666 D SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 8 1000 SH SHARED 01 1000 D SCUDDER NEW ASIA FD INC COM 81118310 1483 99955 SH SHARED 01 66422 33533 D SCUDDER NEW ASIA FD INC COM 81118310 466 31428 SH SHR/OTHR 01 31428 D SCUDDER RREEF REAL ESTATE FD COM 81119Q10 78 3800 SH SHARED 01 3800 D SCUDDER RREEF REAL ESTATE FD COM 81119Q10 207 10000 SH SHARED 05 10000 D SCUDDER RREEF REAL EST FD II COM 81119R10 46 3000 SH SHARED 01 3000 D SCUDDER RREEF REAL EST FD II COM 81119R10 23 1500 SH SHR/OTHR 01 1500 D SCUDDER STRATEGIC MUN INCOME COM SH BEN INT 81123410 98 7500 SH SHR/OTHR 01 7500 D SEA CONTAINERS LTD CL A 81137170 115 5607 SH SHARED 5607 D SEA CONTAINERS LTD CL A 81137170 18 900 SH SHARED 01 900 D SEA CONTAINERS LTD CL A 81137170 0 25 SH SHARED 02 25 D SEABOARD CORP COM 81154310 33 100 SH SHARED 100 D SEABOARD CORP COM 81154310 33 100 SH SHARED 01 100 D SEABOARD CORP COM 81154310 94 283 SH SHARED 02 283 D SEABULK INTL INC COM 81169P10 24 2800 SH SHARED 2800 D SEABULK INTL INC COM 81169P10 120 13703 SH SHARED 02 13703 D SEACHANGE INTL INC COM 81169910 781 51092 SH SHARED 51092 D SEACHANGE INTL INC COM 81169910 204 13349 SH SHARED 01 13349 D SEACHANGE INTL INC COM 81169910 227 14885 SH SHARED 02 14885 D SEACHANGE INTL INC COM 81169910 78 5100 SH SHARED 10 5100 D SEACOAST FINL SVCS CORP COM 81170Q10 1562 46627 SH SHARED 46627 D SEACOAST FINL SVCS CORP COM 81170Q10 143 4277 SH SHARED 01 1277 3000 D SEACOAST FINL SVCS CORP COM 81170Q10 438 13080 SH SHARED 02 13080 D SEACOAST BKG CORP FLA COM 81170730 57 2800 SH SHARED 2800 D SEACOAST BKG CORP FLA COM 81170730 177 8580 SH SHARED 01 8580 D SEACOAST BKG CORP FLA COM 81170730 151 7309 SH SHARED 02 7309 D SEACOAST BKG CORP FLA COM 81170730 177 8580 SH SHARED 10 8580 D SEACOR HOLDINGS INC COM 81190410 261 6362 SH SHARED 6362 D SEACOR HOLDINGS INC COM 81190410 28 693 SH SHARED 01 693 D SEACOR HOLDINGS INC COM 81190410 463 11286 SH SHARED 02 11286 D SEALED AIR CORP NEW COM 81211K10 11049 222189 SH SHARED 222189 D SEALED AIR CORP NEW COM 81211K10 544 10953 SH SHARED 01 10953 D SEALED AIR CORP NEW COM 81211K10 1934 38893 SH SHARED 02 38893 D SEALED AIR CORP NEW COM 81211K10 14 285 SH SHARED 05 285 D SEALED AIR CORP NEW COM 81211K10 34 700 SH SHARED 06 700 D SEALED AIR CORP NEW COM 81211K10 9929 199660 SH SHARED 10 199660 D SEARS ROEBUCK & CO COM 81238710 734 17100 SH SHARED 17100 D SEARS ROEBUCK & CO COM 81238710 51772 1205133 SH SHARED 1205133 D SEARS ROEBUCK & CO COM 81238710 12358 287669 SH SHARED 01 279609 8060 D SEARS ROEBUCK & CO COM 81238710 481 11200 SH SHR/OTHR 01 11200 D SEARS ROEBUCK & CO COM 81238710 9582 223063 SH SHARED 02 223063 D SEARS ROEBUCK & CO COM 81238710 46 1088 SH SHARED 05 300 788 D SEARS ROEBUCK & CO COM 81238710 165 3850 SH SHARED 06 3150 700 D SEARS ROEBUCK & CO COM 81238710 11245 261756 SH SHARED 10 261756 D SEARS ROEBUCK & CO COM 81238710 79 1850 SH SHARED 14 1850 D SEATTLE GENETICS INC COM 81257810 509 61869 SH SHARED 61869 D SEATTLE GENETICS INC COM 81257810 800 97232 SH SHARED 02 97232 D SECOND BANCORP INC COM 81311410 178 5505 SH SHARED 5505 D SECOND BANCORP INC COM 81311410 27 844 SH SHARED 01 844 D SECOND BANCORP INC COM 81311410 128 3953 SH SHARED 02 3953 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 52 2000 SH SHR/OTHR 01 2000 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 2613 100000 SH SHARED 02 100000 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 598 20000 SH SHARED 01 20000 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 4489 150000 SH SHARED 02 150000 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 5726 250300 SH SHARED 02 250300 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 10708 364986 SH SHARED 364986 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 23 798 SH SHARED 01 798 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 16459 560984 SH SHARED 02 560984 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 13230 450000 SH SHARED 275000 175000 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 2940 100001 SH SHARED 02 100001 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 2287 113443 SH SHARED 113443 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 631 31347 SH SHARED 01 26657 4690 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 1013 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 401 24612 SH SHARED 24612 D SECURE COMPUTING CORP COM 81370510 314 19300 SH SHARED 01 19300 D SECURE COMPUTING CORP COM 81370510 279 17147 SH SHARED 02 17147 D SECURE COMPUTING CORP COM 81370510 32 2000 SH SHARED 10 2000 D SECURITY BANK CORP COM 81404710 27 900 SH SHARED 900 D SECURITY BANK CORP COM 81404710 56 1884 SH SHARED 02 1884 D SECURITY CAP CORP DEL CL A NEW 81413140 0 25 SH SHARED 02 25 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 431 106546 SH SHARED 106546 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 17 4359 SH SHARED 01 4359 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 104 25733 SH SHARED 02 25733 D SELECT COMFORT CORP COM 81616X10 364 13194 SH SHARED 13194 D SELECT COMFORT CORP COM 81616X10 477 17300 SH SHARED 01 17300 D SELECT COMFORT CORP COM 81616X10 481 17449 SH SHARED 02 17449 D SELECT COMFORT CORP COM 81616X10 74 2700 SH SHARED 10 2700 D SELECT MEDICAL CORP COM 81619610 225 13500 SH SHARED 13500 D SELECT MEDICAL CORP COM 81619610 6086 364445 SH SHARED 01 363500 945 D SELECT MEDICAL CORP COM 81619610 959 57454 SH SHARED 02 57454 D SELECT MEDICAL CORP COM 81619610 1050 62900 SH SHARED 10 62900 D SELECTIVE INS GROUP INC NOTE 1.616% 9/2 816300AB 4 8750 PRN SHARED 01 8750 D SELECTIVE INS GROUP INC NOTE 1.616% 9/2 816300AB 717 1406000 PRN SHARED 02 1406000 D SELECTIVE INS GROUP INC COM 81630010 360 10276 SH SHARED 10276 D SELECTIVE INS GROUP INC COM 81630010 78 2238 SH SHARED 01 2238 D SELECTIVE INS GROUP INC COM 81630010 606 17283 SH SHARED 02 17283 D SELECTIVE INS GROUP INC COM 81630010 12432 354500 SH SHARED 10 354500 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 13574 343655 SH SHARED 172355 171300 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 2409 61000 SH SHARED 01 61000 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 22722 575247 SH SHARED 02 575247 D SEMTECH CORP COM 81685010 3632 159097 SH SHARED 159097 D SEMTECH CORP COM 81685010 1673 73300 SH SHARED 01 60300 3100 9900 D SEMTECH CORP COM 81685010 1245 54557 SH SHARED 02 54557 D SEMTECH CORP COM 81685010 3374 147800 SH SHARED 10 147800 D SEMPRA ENERGY COM 81685110 1402 44100 SH SHARED 44100 D SEMPRA ENERGY COM 81685110 16562 520840 SH SHARED 519678 1162 D SEMPRA ENERGY COM 81685110 1132 35602 SH SHARED 01 35402 200 D SEMPRA ENERGY COM 81685110 119 3751 SH SHR/OTHR 01 3751 D SEMPRA ENERGY COM 81685110 5785 181933 SH SHARED 02 181933 D SEMPRA ENERGY COM 81685110 386 12159 SH SHARED 05 300 11859 D SEMPRA ENERGY COM 81685110 52 1650 SH SHARED 06 1650 D SEMPRA ENERGY COM 81685110 2916 91707 SH SHARED 10 91707 D SEMPRA ENERGY COM 81685110 82 2600 SH SHARED 14 2600 D SEMPRA ENERGY INCOME EQTY UT 81685120 39136 1340300 SH SHARED 1340300 D SEMPRA ENERGY INCOME EQTY UT 81685120 13379 458200 SH SHARED 02 458200 D SEMITOOL INC COM 81690910 53 4200 SH SHARED 4200 D SEMITOOL INC COM 81690910 248 19610 SH SHARED 02 19610 D SEMITOOL INC COM 81690910 58 4600 SH SHARED 10 4600 D SENECA FOODS CORP NEW CL A 81707050 182 10000 SH SHARED 01 10000 D SENETEK PLC SPONSORED ADR 81720930 10 10000 SH SHARED 10000 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 251 12900 SH SHARED 12900 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 97 5000 SH SHARED 01 5000 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 586 30065 SH SHARED 02 30065 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 17419 893300 SH SHARED 10 893300 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 46905 2405400 SH SHARED 11 2405400 D SENSIENT TECHNOLOGIES CORP COM 81725T10 2041 109363 SH SHARED 109363 D SENSIENT TECHNOLOGIES CORP COM 81725T10 653 35007 SH SHARED 01 33037 1970 D SENSIENT TECHNOLOGIES CORP COM 81725T10 36 1938 SH SHR/OTHR 01 1938 D SENSIENT TECHNOLOGIES CORP COM 81725T10 623 33394 SH SHARED 02 33394 D SENSIENT TECHNOLOGIES CORP COM 81725T10 7258 388800 SH SHARED 10 388800 D SENSYTECH INC COM 81726S10 1 119 SH SHARED 02 119 D SEPRACOR INC SDCV 5.000% 2/1 817315AL 2269 2225000 PRN SHARED 02 2225000 D SEPRACOR INC COM 81731510 3943 81980 SH SHARED 65800 16180 D SEPRACOR INC COM 81731510 1380 28700 SH SHARED 01 28700 D SEPRACOR INC COM 81731510 1227 25521 SH SHARED 02 25521 D SEPRACOR INC COM 81731510 15993 332500 SH SHARED 04 332500 D SEPRACOR INC COM 81731510 384 8000 SH SHARED 06 8000 D SEPRACOR INC COM 81731510 384 8000 SH SHARED 10 8000 D SEPRACOR INC COM 81731510 341 7100 SH SHARED 14 7100 D SEQUA CORPORATION CL A 81732010 848 17180 SH SHARED 10140 7040 D SEQUA CORPORATION CL A 81732010 167 3400 SH SHARED 01 3400 D SEQUA CORPORATION CL A 81732010 295 5974 SH SHARED 02 5974 D SEQUA CORPORATION PFD CONV $5 81732030 6624 73200 SH SHARED 65100 8100 D SEQUENOM INC COM 81733710 275 96158 SH SHARED 96158 D SEQUENOM INC COM 81733710 11 3949 SH SHARED 01 3949 D SERENA SOFTWARE INC COM 81749210 15322 752965 SH SHARED 410339 342626 D SERENA SOFTWARE INC COM 81749210 111 5500 SH SHARED 01 5500 D SERENA SOFTWARE INC COM 81749210 264 13006 SH SHARED 02 13006 D SERENA SOFTWARE INC COM 81749210 12 600 SH SHARED 10 600 D SERONO S A SPONSORED ADR 81752M10 85 5568 SH SHARED 5568 D SERONO S A SPONSORED ADR 81752M10 25 1632 SH SHARED 01 1132 500 D SERONO S A SPONSORED ADR 81752M10 4314 280340 SH SHARED 02 280340 D SEROLOGICALS CORP COM 81752310 489 23997 SH SHARED 23997 D SEROLOGICALS CORP COM 81752310 1767 86618 SH SHARED 01 86618 D SEROLOGICALS CORP COM 81752310 263 12900 SH SHARED 02 12900 D SEROLOGICALS CORP COM 81752310 11007 539600 SH SHARED 10 539600 D SERVICE CORP INTL COM 81756510 918 122927 SH SHARED 122927 D SERVICE CORP INTL COM 81756510 95 12728 SH SHARED 01 12728 D SERVICE CORP INTL COM 81756510 47 6309 SH SHR/OTHR 01 6309 D SERVICE CORP INTL COM 81756510 213 28586 SH SHARED 02 28586 D SERVICEMASTER CO COM 81760N10 60 5000 SH SHARED 5000 D SERVICEMASTER CO COM 81760N10 1667 138854 SH SHARED 01 128055 10799 D SERVICEMASTER CO COM 81760N10 308 25694 SH SHR/OTHR 01 12487 13207 D SERVICEMASTER CO COM 81760N10 343 28598 SH SHARED 02 28598 D SERVICEMASTER CO COM 81760N10 30 2550 SH SHARED 06 2550 D SERVICEMASTER CO COM 81760N10 51 4300 SH SHARED 14 4300 D 7-ELEVEN INC COM NEW 81782620 197 13000 SH SHARED 13000 D 7-ELEVEN INC COM NEW 81782620 5669 373728 SH SHARED 01 373728 D 7-ELEVEN INC COM NEW 81782620 270 17802 SH SHARED 02 17802 D 7-ELEVEN INC COM NEW 81782620 920 60700 SH SHARED 10 60700 D 724 SOLUTIONS INC COM NEW 81788Q20 132 36940 SH SHARED 36940 D 724 SOLUTIONS INC COM NEW 81788Q20 26 7379 SH SHARED 01 7379 D SHARPER IMAGE CORP COM 82001310 231 7100 SH SHARED 7100 D SHARPER IMAGE CORP COM 82001310 1229 37738 SH SHARED 37738 D SHARPER IMAGE CORP COM 82001310 9860 302670 SH SHARED 01 282570 20100 D SHARPER IMAGE CORP COM 82001310 348 10704 SH SHARED 02 10704 D SHARPER IMAGE CORP COM 82001310 3167 97236 SH SHARED 10 97236 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 37 2288 SH SHARED 2288 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 48 3000 SH SHARED 01 3000 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 1584 97031 SH SHARED 02 97031 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 17 1100 SH SHARED 10 1100 D SHAW GROUP INC NOTE 5/0 820280AC 2680 4000000 PRN SHARED 4000000 D SHAW GROUP INC COM 82028010 827 76298 SH SHARED 76298 D SHAW GROUP INC COM 82028010 214 19810 SH SHARED 01 19810 D SHAW GROUP INC COM 82028010 323 29865 SH SHARED 02 29865 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 75594 1894134 SH SHARED 1874134 20000 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 3270 81951 SH SHARED 01 45253 36698 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 167 4200 SH SHR/OTHR 01 4200 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 51 1300 SH SHARED 02 1300 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 3 100 SH SHARED 06 100 D SHENANDOAH TELECOMMUNICATION COM 82312B10 40 1800 SH SHARED 1800 D SHENANDOAH TELECOMMUNICATION COM 82312B10 74 3303 SH SHARED 02 3303 D SHERWIN WILLIAMS CO COM 82434810 44900 1168363 SH SHARED 1115163 53200 D SHERWIN WILLIAMS CO COM 82434810 51606 1342866 SH SHARED 01 792484 800 549582 D SHERWIN WILLIAMS CO COM 82434810 1942 50542 SH SHR/OTHR 01 450 50092 D SHERWIN WILLIAMS CO COM 82434810 2824 73502 SH SHARED 02 73502 D SHERWIN WILLIAMS CO COM 82434810 23 620 SH SHARED 05 200 420 D SHERWIN WILLIAMS CO COM 82434810 186 4861 SH SHARED 06 4861 D SHERWIN WILLIAMS CO COM 82434810 36746 956184 SH SHARED 10 956184 D SHINHAN FINL GROUP CO LTD SPN ADR RESTRD 82459610 4389 120600 SH SHARED 120600 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 4037 137699 SH SHARED 135999 1700 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 160 5460 SH SHARED 01 3060 2400 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 785 26782 SH SHARED 02 26682 100 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 580 19800 SH SHARED 10 19800 D SHIRE FIN LTD NOTE 2.000% 8/2 82481UAB 45776 45960000 PRN SHARED 45960000 D SHOE CARNIVAL INC COM 82488910 141 9104 SH SHARED 9104 D SHOE CARNIVAL INC COM 82488910 21 1396 SH SHARED 01 1396 D SHOE CARNIVAL INC COM 82488910 70 4558 SH SHARED 02 4558 D SHOPKO STORES INC COM 82491110 381 26114 SH SHARED 26114 D SHOPKO STORES INC COM 82491110 59 4093 SH SHARED 01 4093 D SHOPKO STORES INC COM 82491110 195 13368 SH SHARED 02 13368 D SHORE BANCSHARES INC COM 82510710 48 1500 SH SHARED 1500 D SHORE BANCSHARES INC COM 82510710 86 2638 SH SHARED 02 2638 D SHUFFLE MASTER INC COM 82554910 218 4700 SH SHARED 4700 D SHUFFLE MASTER INC COM 82554910 32324 695300 SH SHARED 01 650900 4000 40400 D SHUFFLE MASTER INC COM 82554910 1006 21654 SH SHARED 02 21654 D SHUFFLE MASTER INC COM 82554910 627 13500 SH SHARED 05 13500 D SHUFFLE MASTER INC COM 82554910 15083 324444 SH SHARED 10 324444 D SHURGARD STORAGE CTRS INC COM 82567D10 328 8223 SH SHARED 8223 D SHURGARD STORAGE CTRS INC COM 82567D10 1815 45499 SH SHARED 01 45499 D SHURGARD STORAGE CTRS INC COM 82567D10 170 4272 SH SHARED 02 4272 D SIEBEL SYS INC COM 82617010 30031 2604672 SH SHARED 2333807 270865 D SIEBEL SYS INC COM 82617010 2453 212805 SH SHARED 01 65590 147215 D SIEBEL SYS INC COM 82617010 11 1000 SH SHR/OTHR 01 1000 D SIEBEL SYS INC COM 82617010 5168 448275 SH SHARED 02 448275 D SIEBEL SYS INC COM 82617010 4035 350000 SH SHARED 04 350000 D SIEBEL SYS INC COM 82617010 40 3496 SH SHARED 05 400 3096 D SIEBEL SYS INC COM 82617010 90 7830 SH SHARED 06 7830 D SIEBEL SYS INC COM 82617010 2461 213524 SH SHARED 10 213524 D SIEBEL SYS INC COM 82617010 41 3600 SH SHARED 14 3600 D SIEMENS A G SPONSORED ADR 82619750 5521 74569 SH SHARED 54469 20100 D SIEMENS A G SPONSORED ADR 82619750 1572 21241 SH SHARED 01 2926 18315 D SIEMENS A G SPONSORED ADR 82619750 488 6600 SH SHR/OTHR 01 6600 D SIEMENS A G SPONSORED ADR 82619750 703 9500 SH SHARED 02 9500 D SIERRA BANCORP COM 82620P10 19 1300 SH SHARED 1300 D SIERRA BANCORP COM 82620P10 37 2448 SH SHARED 02 2448 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 9 4500 PRN SHARED 01 4500 D SIERRA HEALTH SVCS INC COM 82632210 299 8235 SH SHARED 8235 D SIERRA HEALTH SVCS INC COM 82632210 4603 126465 SH SHARED 01 110865 15600 D SIERRA HEALTH SVCS INC COM 82632210 466 12827 SH SHARED 02 12827 D SIERRA HEALTH SVCS INC COM 82632210 491 13500 SH SHARED 05 13500 D SIERRA PAC RES NEW COM 82642810 1098 148444 SH SHARED 148444 D SIERRA PAC RES NEW COM 82642810 1465 198086 SH SHARED 01 198086 D SIERRA PAC RES NEW COM 82642810 8 1152 SH SHR/OTHR 01 1152 D SIERRA PAC RES NEW COM 82642810 2204 297904 SH SHARED 02 297904 D SIERRA PAC RES NEW COM 82642810 4114 556000 SH SHARED 10 556000 D SIERRA WIRELESS INC COM 82651610 10 299 SH SHARED 02 299 D SIFY LTD SPONSORED ADR 82655M10 880 125137 SH SHARED 125137 D SIFY LTD SPONSORED ADR 82655M10 11 1630 SH SHARED 01 1630 D SIGMA ALDRICH CORP COM 82655210 1212 21900 SH SHARED 21900 D SIGMA ALDRICH CORP COM 82655210 13016 235033 SH SHARED 235033 D SIGMA ALDRICH CORP COM 82655210 30254 546307 SH SHARED 01 58037 488270 D SIGMA ALDRICH CORP COM 82655210 2989 53975 SH SHR/OTHR 01 600 53375 D SIGMA ALDRICH CORP COM 82655210 3656 66022 SH SHARED 02 66022 D SIGMA ALDRICH CORP COM 82655210 101 1834 SH SHARED 06 1834 D SIGMA ALDRICH CORP COM 82655210 1773 32016 SH SHARED 10 32016 D SIGMA DESIGNS INC COM 82656510 158 22124 SH SHARED 22124 D SIGMA DESIGNS INC COM 82656510 30 4246 SH SHARED 01 4246 D SIGMA DESIGNS INC COM 82656510 64 8957 SH SHARED 02 8957 D SIGMATRON INTL INC COM 82661L10 9 750 SH SHARED 750 D SIGMATEL INC COM 82661W10 419 18851 SH SHARED 02 18851 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 1883765 30383311 SH SHARED 30325111 58200 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 6237 100605 SH SHARED 01 100605 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 4083 65860 SH SHARED 02 65860 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 310000 5000000 SH SHARED 04 5000000 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 4281567 69057542 SH SHARED 05 49578995 19478547 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 6194 99915 SH SHARED 06 99915 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 40936 660268 SH SHARED 07 660268 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 2992 48272 SH SHARED 10 48272 D SILICON LABORATORIES INC COM 82691910 2785 52675 SH SHARED 52675 D SILICON LABORATORIES INC COM 82691910 1639 31012 SH SHARED 01 31012 D SILICON LABORATORIES INC COM 82691910 1700 32157 SH SHARED 02 32157 D SILICON LABORATORIES INC COM 82691910 1378 26060 SH SHARED 10 26060 D SILGAN HOLDINGS INC COM 82704810 378 8269 SH SHARED 8269 D SILGAN HOLDINGS INC COM 82704810 8730 190917 SH SHARED 01 190917 D SILGAN HOLDINGS INC COM 82704810 462 10123 SH SHARED 02 10123 D SILGAN HOLDINGS INC COM 82704810 4255 93050 SH SHARED 10 93050 D SILICON IMAGE INC COM 82705T10 862 83389 SH SHARED 83389 D SILICON IMAGE INC COM 82705T10 80 7800 SH SHARED 01 7800 D SILICON IMAGE INC COM 82705T10 381 36884 SH SHARED 02 36884 D SILICON GRAPHICS INC NOTE 6.500% 6/0 827056AE 36095 16333000 PRN SHARED 16333000 D SILICON GRAPHICS INC COM 82705610 191 75400 SH SHARED 58900 16500 D SILICON GRAPHICS INC COM 82705610 278 109591 SH SHARED 02 109591 D SILICON STORAGE TECHNOLOGY I COM 82705710 530 41012 SH SHARED 41012 D SILICON STORAGE TECHNOLOGY I COM 82705710 346 26800 SH SHARED 01 26800 D SILICON STORAGE TECHNOLOGY I COM 82705710 766 59235 SH SHARED 02 59235 D SILICON STORAGE TECHNOLOGY I COM 82705710 87 6800 SH SHARED 10 6800 D SILICON VY BANCSHARES COM 82706410 2073 63909 SH SHARED 63909 D SILICON VY BANCSHARES COM 82706410 297 9178 SH SHARED 01 9178 D SILICON VY BANCSHARES COM 82706410 667 20583 SH SHARED 02 20583 D SILICON VY BANCSHARES COM 82706410 35 1100 SH SHARED 10 1100 D SILICONIX INC COM NEW 82707920 97 2092 SH SHARED 2092 D SILICONIX INC COM NEW 82707920 324 6991 SH SHARED 01 6991 D SILICONIX INC COM NEW 82707920 130 2823 SH SHARED 02 2823 D SILICONIX INC COM NEW 82707920 306 6600 SH SHARED 10 6600 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 23357 4553160 SH SHARED 3210160 1343000 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 708 44107 SH SHARED 31607 12500 D SILVER STD RES INC COM 82823L10 674 42000 SH SHARED 01 41000 1000 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 99 3600 SH SHARED 3600 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 63 2300 SH SHARED 01 2300 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 197 7171 SH SHARED 02 7171 D SIMON PPTY GROUP INC NEW COM 82880610 32402 554465 SH SHARED 554465 D SIMON PPTY GROUP INC NEW COM 82880610 7203 123259 SH SHARED 01 94416 28843 D SIMON PPTY GROUP INC NEW COM 82880610 226 3875 SH SHR/OTHR 01 575 3300 D SIMON PPTY GROUP INC NEW COM 82880610 5099 87260 SH SHARED 02 87260 D SIMON PPTY GROUP INC NEW COM 82880610 53 913 SH SHARED 05 100 813 D SIMON PPTY GROUP INC NEW COM 82880610 86300 1476744 SH SHARED 10 1476744 D SIMON PPTY GROUP INC NEW COM 82880610 556324 9519589 SH SHARED 11 9519589 D SIMON PPTY GROUP INC NEW COM 82880610 61 1049 SH SHARED 14 1049 D SIMPLETECH INC COM 82882310 66 13922 SH SHARED 13922 D SIMPLETECH INC COM 82882310 13 2856 SH SHARED 01 2856 D SIMPLETECH INC COM 82882310 58 12341 SH SHARED 02 12341 D SIMPSON MANUFACTURING CO INC COM 82907310 207 4243 SH SHARED 4243 D SIMPSON MANUFACTURING CO INC COM 82907310 82 1679 SH SHARED 01 1679 D SIMPSON MANUFACTURING CO INC COM 82907310 448 9154 SH SHARED 02 9154 D SINCLAIR BROADCAST GROUP INC NOTE 4.875% 7/1 829226AU 4068 4000000 PRN SHARED 4000000 D SINCLAIR BROADCAST GROUP INC NOTE 4.875% 7/1 829226AU 1 1000 PRN SHARED 01 1000 D SINCLAIR BROADCAST GROUP INC CL A 82922610 3166 253280 SH SHARED 162880 90400 D SINCLAIR BROADCAST GROUP INC CL A 82922610 124 9988 SH SHARED 01 9988 D SINCLAIR BROADCAST GROUP INC CL A 82922610 243 19485 SH SHARED 02 19485 D SINCLAIR BROADCAST GROUP INC PFD CV EXCH D 82922650 10251 220459 SH SHARED 220459 D SINGAPORE FD INC COM 82929L10 2244 283400 SH SHARED 283400 D SINGAPORE FD INC COM 82929L10 233 29478 SH SHR/OTHR 01 29478 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 49 1100 SH SHARED 1100 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 4 100 SH SHARED 02 100 D SINOPEC BEIJING YANHUA PETRO SPON ADR H SHS 82935N10 105 5621 SH SHARED 5621 D SIRENZA MICRODEVICES INC COM 82966T10 74 16670 SH SHARED 16670 D SIRENZA MICRODEVICES INC COM 82966T10 222 50000 SH SHARED 02 50000 D SIRIUS SATELLITE RADIO INC COM 82966U10 527 155245 SH SHARED 155245 D SIRIUS SATELLITE RADIO INC COM 82966U10 48 14300 SH SHARED 01 7700 6600 D SIRIUS SATELLITE RADIO INC COM 82966U10 3 1000 SH SHR/OTHR 01 1000 D SIRIUS SATELLITE RADIO INC COM 82966U10 1217 357982 SH SHARED 02 357982 D SIRNA THERAPEUTICS INC COM 82966910 7 1900 SH SHARED 1900 D SIRNA THERAPEUTICS INC COM 82966910 14 3487 SH SHARED 02 3487 D SIRVA INC COM 82967Y10 634 26303 SH SHARED 02 26303 D SITEL CORP COM 82980K10 88 35380 SH SHARED 02 35380 D SIPEX CORP COM 82990910 116 18413 SH SHARED 18413 D SIPEX CORP COM 82990910 19 3028 SH SHARED 01 3028 D SIPEX CORP COM 82990910 1533 243398 SH SHARED 02 243398 D SIX FLAGS INC COM 83001P10 1047 133482 SH SHARED 133482 D SIX FLAGS INC COM 83001P10 197 25124 SH SHARED 01 25124 D SIX FLAGS INC COM 83001P10 463 59069 SH SHARED 02 59069 D SIZELER PPTY INVS INC COM 83013710 32 2800 SH SHARED 2800 D SIZELER PPTY INVS INC COM 83013710 66 5748 SH SHARED 02 5748 D SIZELER PPTY INVS INC COM 83013710 1882 161700 SH SHARED 11 161700 D SKECHERS U S A INC CL A 83056610 489 37359 SH SHARED 37359 D SKECHERS U S A INC CL A 83056610 123 9431 SH SHARED 02 9431 D SKY FINL GROUP INC COM 83080P10 860 33150 SH SHARED 33150 D SKY FINL GROUP INC COM 83080P10 208 8042 SH SHARED 01 2678 5364 D SKY FINL GROUP INC COM 83080P10 227 8752 SH SHARED 02 8752 D SKYLINE CORP COM 83083010 86 2242 SH SHARED 2242 D SKYLINE CORP COM 83083010 198 5158 SH SHARED 01 5158 D SKYLINE CORP COM 83083010 116 3018 SH SHARED 02 3018 D SKYWEST INC COM 83087910 407 21105 SH SHARED 21105 D SKYWEST INC COM 83087910 23373 1209803 SH SHARED 01 934895 10808 264100 D SKYWEST INC COM 83087910 547 28340 SH SHARED 02 28340 D SKYWEST INC COM 83087910 24769 1282047 SH SHARED 10 1282047 D SKYWORKS SOLUTIONS INC NOTE 4.750%11/1 83088MAB 24949 16790000 PRN SHARED 16790000 D SKYWORKS SOLUTIONS INC COM 83088M10 1528 131014 SH SHARED 111514 19500 D SKYWORKS SOLUTIONS INC COM 83088M10 23244 1991800 SH SHARED 01 1873100 118700 D SKYWORKS SOLUTIONS INC COM 83088M10 849 72771 SH SHARED 02 72771 D SKYWORKS SOLUTIONS INC COM 83088M10 6854 587357 SH SHARED 10 587357 D SKILLSOFT PLC SPONSORED ADR 83092810 60 4748 SH SHARED 4748 D SKILLSOFT PLC SPONSORED ADR 83092810 139 10950 SH SHARED 01 10950 D SKILLSOFT PLC SPONSORED ADR 83092810 9 710 SH SHARED 02 710 D SMART & FINAL INC COM 83168310 53 4623 SH SHARED 4623 D SMART & FINAL INC COM 83168310 377 32877 SH SHARED 01 32877 D SMART & FINAL INC COM 83168310 71 6222 SH SHARED 02 6222 D SMART & FINAL INC COM 83168310 373 32500 SH SHARED 10 32500 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 2288 45289 SH SHARED 30189 15100 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 613 12141 SH SHARED 01 3011 9130 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 815 16140 SH SHARED 02 16140 D SMITH A O COM 83186520 1300 44929 SH SHARED 44929 D SMITH A O COM 83186520 252 8705 SH SHARED 01 8705 D SMITH A O COM 83186520 507 17517 SH SHARED 02 17517 D SMITH A O COM 83186520 46 1600 SH SHARED 10 1600 D SMITH INTL INC COM 83211010 1560 29172 SH SHARED 29172 D SMITH INTL INC COM 83211010 15238 284780 SH SHARED 01 281300 3480 D SMITH INTL INC COM 83211010 2608 48747 SH SHARED 02 48647 100 D SMITH INTL INC COM 83211010 4013 75000 SH SHARED 04 75000 D SMITH INTL INC COM 83211010 48 900 SH SHARED 06 900 D SMITH INTL INC COM 83211010 14386 268850 SH SHARED 10 268850 D SMITHFIELD FOODS INC COM 83224810 4294 158344 SH SHARED 158344 D SMITHFIELD FOODS INC COM 83224810 2035 75043 SH SHARED 01 75043 D SMITHFIELD FOODS INC COM 83224810 658 24269 SH SHARED 02 24269 D SMUCKER J M CO COM NEW 83269640 188 3566 SH SHARED 3559 7 D SMUCKER J M CO COM NEW 83269640 1002 18996 SH SHARED 01 16443 2553 D SMUCKER J M CO COM NEW 83269640 304 5766 SH SHR/OTHR 01 1281 4485 D SMUCKER J M CO COM NEW 83269640 657 12464 SH SHARED 02 12464 D SMUCKER J M CO COM NEW 83269640 527 10000 SH SHARED 04 10000 D SMURFIT-STONE CONTAINER CORP COM 83272710 5278 300233 SH SHARED 286571 13662 D SMURFIT-STONE CONTAINER CORP COM 83272710 792 45056 SH SHARED 01 45056 D SMURFIT-STONE CONTAINER CORP COM 83272710 701 39925 SH SHARED 02 39925 D SMURFIT-STONE CONTAINER CORP COM 83272710 1293 73600 SH SHARED 05 73600 D SMURFIT-STONE CONTAINER CORP COM 83272710 35 2000 SH SHARED 06 2000 D SMURFIT-STONE CONTAINER CORP COM 83272710 298 17000 SH SHARED 07 17000 D SMURFIT-STONE CONTAINER CORP COM 83272710 188 10710 SH SHARED 10 10710 D SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 83272720 6204 250571 SH SHARED 250571 D SNAP ON INC COM 83303410 5321 164547 SH SHARED 164547 D SNAP ON INC COM 83303410 2410 74549 SH SHARED 01 74549 D SNAP ON INC COM 83303410 97 3000 SH SHR/OTHR 01 3000 D SNAP ON INC COM 83303410 963 29797 SH SHARED 02 29797 D SNAP ON INC COM 83303410 748 23158 SH SHARED 10 23158 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 2067 50500 SH SHARED 01 50500 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 941 23000 SH SHARED 09 23000 D SOCKET COMMUNICATIONS INC COM 83367210 120 39368 SH SHARED 39368 D SOCKET COMMUNICATIONS INC COM 83367210 29 9762 SH SHARED 01 9762 D SODEXHO ALLIANCE SA SPONSORED ADR 83379210 2476 82000 SH SHARED 82000 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 133 3800 SH SHARED 02 3800 D SOHU COM INC COM 83408W10 3885 156122 SH SHARED 156122 D SOHU COM INC COM 83408W10 3876 155745 SH SHARED 01 155595 150 D SOHU COM INC COM 83408W10 865 34757 SH SHARED 02 34757 D SOHU COM INC COM 83408W10 430 17300 SH SHARED 10 17300 D SOLA INTL INC COM 83409210 192 8264 SH SHARED 8264 D SOLA INTL INC COM 83409210 129 5560 SH SHARED 01 5560 D SOLA INTL INC COM 83409210 356 15314 SH SHARED 02 15314 D SOLECTRON CORP NOTE 11/2 834182AL 16203 27937000 PRN SHARED 27937000 D SOLECTRON CORP NOTE 11/2 834182AL 59 102000 PRN SHARED 02 102000 D SOLECTRON CORP COM 83418210 11513 2082071 SH SHARED 2082071 D SOLECTRON CORP COM 83418210 543 98341 SH SHARED 01 98341 D SOLECTRON CORP COM 83418210 3 620 SH SHR/OTHR 01 220 400 D SOLECTRON CORP COM 83418210 2935 530845 SH SHARED 02 530845 D SOLECTRON CORP COM 83418210 20 3711 SH SHARED 05 1200 2511 D SOLECTRON CORP COM 83418210 1757 317800 SH SHARED 06 317800 D SOLECTRON CORP COM 83418210 1964 355199 SH SHARED 10 355199 D SOLECTRON CORP COM 83418210 40 7300 SH SHARED 14 7300 D SOMERA COMMUNICATION COM 83445810 12 7988 SH SHARED 7988 D SOMERA COMMUNICATION COM 83445810 0 61 SH SHARED 01 61 D SONIC AUTOMOTIVE INC CL A 83545G10 1006 40169 SH SHARED 40169 D SONIC AUTOMOTIVE INC CL A 83545G10 110 4408 SH SHARED 01 4408 D SONIC AUTOMOTIVE INC CL A 83545G10 339 13559 SH SHARED 02 13559 D SONIC INNOVATIONS INC COM 83545M10 150 12409 SH SHARED 12409 D SONIC INNOVATIONS INC COM 83545M10 134 11088 SH SHARED 02 11088 D SONIC FDRY INC COM 83545R10 19 9000 SH SHARED 9000 D SONIC CORP COM 83545110 9436 274474 SH SHARED 274474 D SONIC CORP COM 83545110 89 2610 SH SHARED 01 2610 D SONIC CORP COM 83545110 727 21158 SH SHARED 02 21158 D SONIC CORP COM 83545110 65 1902 SH SHARED 10 1902 D SONIC SOLUTIONS COM 83546010 80 4200 SH SHARED 4200 D SONIC SOLUTIONS COM 83546010 885 46000 SH SHARED 01 46000 D SONIC SOLUTIONS COM 83546010 216 11246 SH SHARED 02 11246 D SONICWALL INC COM 83547010 3905 432929 SH SHARED 432929 D SONICWALL INC COM 83547010 14 1600 SH SHARED 01 1600 D SONICWALL INC COM 83547010 317 35175 SH SHARED 02 35175 D SONICWALL INC COM 83547010 18 2100 SH SHARED 10 2100 D SONOCO PRODS CO COM 83549510 3798 156436 SH SHARED 31536 124900 D SONOCO PRODS CO COM 83549510 66482 2738154 SH SHARED 01 1535345 3500 1199309 D SONOCO PRODS CO COM 83549510 724 29837 SH SHR/OTHR 01 700 29137 D SONOCO PRODS CO COM 83549510 581 23963 SH SHARED 02 23963 D SONOCO PRODS CO COM 83549510 7888 324900 SH SHARED 04 324900 D SONOCO PRODS CO COM 83549510 57156 2354048 SH SHARED 10 2354048 D SONOSITE INC COM 83568G10 80 3800 SH SHARED 3800 D SONOSITE INC COM 83568G10 12 608 SH SHARED 01 600 8 D SONOSITE INC COM 83568G10 150 7071 SH SHARED 02 7071 D SONUS PHARMACEUTICALS INC COM 83569210 811 117600 SH SHR/OTHR 117600 D SONY CORP ADR NEW 83569930 11567 276676 SH SHARED 268517 8159 D SONY CORP ADR NEW 83569930 2616 62572 SH SHARED 01 48650 13922 D SONY CORP ADR NEW 83569930 335 8020 SH SHR/OTHR 01 8020 D SONY CORP ADR NEW 83569930 3369 80582 SH SHARED 02 80582 D SORRENTO NETWORKS CORP COM NEW 83586Q20 514 163312 SH SHARED 163312 D SORRENTO NETWORKS CORP COM NEW 83586Q20 105 33477 SH SHARED 01 33477 D SOTHEBYS HLDGS INC CL A 83589810 800 62283 SH SHARED 62283 D SOTHEBYS HLDGS INC CL A 83589810 227 17688 SH SHARED 01 16163 1525 D SOTHEBYS HLDGS INC CL A 83589810 511 39831 SH SHARED 02 39831 D SONUS NETWORKS INC COM 83591610 790 208657 SH SHARED 208657 D SONUS NETWORKS INC COM 83591610 474 125322 SH SHARED 01 125322 D SONUS NETWORKS INC COM 83591610 950 250791 SH SHARED 02 250791 D SONUS NETWORKS INC COM 83591610 47 12600 SH SHARED 10 12600 D SOUND FED BANCORP INC COM 83607V10 63 4302 SH SHARED 4302 D SOUND FED BANCORP INC COM 83607V10 2 198 SH SHARED 01 198 D SOUND FED BANCORP INC COM 83607V10 96 6593 SH SHARED 02 6593 D SOURCE INTERLINK COS INC COM NEW 83615120 110 8806 SH SHARED 8806 D SOURCE INTERLINK COS INC COM NEW 83615120 17 1414 SH SHARED 01 1414 D SOURCE INTERLINK COS INC COM NEW 83615120 142 11409 SH SHARED 02 11409 D SOURCECORP COM 83616710 124 4701 SH SHARED 4701 D SOURCECORP COM 83616710 2428 91648 SH SHARED 01 91648 D SOURCECORP COM 83616710 205 7736 SH SHARED 02 7736 D SOURCECORP COM 83616710 1802 68000 SH SHARED 10 68000 D SOUTH FINL GROUP INC COM 83784110 514 17397 SH SHARED 17397 D SOUTH FINL GROUP INC COM 83784110 4122 139316 SH SHARED 01 139316 D SOUTH FINL GROUP INC COM 83784110 844 28540 SH SHARED 02 28540 D SOUTH FINL GROUP INC COM 83784110 94 3190 SH SHARED 05 3190 D SOUTH FINL GROUP INC COM 83784110 3325 112400 SH SHARED 10 112400 D SOUTH JERSEY INDS INC COM 83851810 257 6306 SH SHARED 6306 D SOUTH JERSEY INDS INC COM 83851810 71 1744 SH SHARED 01 1294 450 D SOUTH JERSEY INDS INC COM 83851810 258 6322 SH SHARED 02 6322 D SOUTH JERSEY INDS INC COM 83851810 16 400 SH SHARED 10 400 D SOUTHCOAST FINANCIAL CORP COM 84129R10 35 1537 SH SHARED 01 1537 D SOUTHERN AFRICA FD INC COM 84215710 5793 328405 SH SHARED 328405 D SOUTHERN CO COM 84258710 185573 6084366 SH SHARED 6084366 D SOUTHERN CO COM 84258710 18131 594478 SH SHARED 01 254936 339542 D SOUTHERN CO COM 84258710 2857 93702 SH SHR/OTHR 01 93702 D SOUTHERN CO COM 84258710 11813 387325 SH SHARED 02 387325 D SOUTHERN CO COM 84258710 109 3601 SH SHARED 05 600 3001 D SOUTHERN CO COM 84258710 407 13350 SH SHARED 06 12350 1000 D SOUTHERN CO COM 84258710 11236 368394 SH SHARED 10 368394 D SOUTHERN CO COM 84258710 158 5200 SH SHARED 14 5200 D SOUTHERN FINL BANCORP INC COM 84287010 86 1942 SH SHARED 1942 D SOUTHERN FINL BANCORP INC COM 84287010 288 6472 SH SHARED 01 6472 D SOUTHERN FINL BANCORP INC COM 84287010 141 3178 SH SHARED 02 3178 D SOUTHERN PAC PETE NL SPONS ADR NEW 84358140 0 300 SH SHARED 01 300 D SOUTHERN PERU COPPER CORP COM 84361110 528 13071 SH SHARED 13071 D SOUTHERN PERU COPPER CORP COM 84361110 17 436 SH SHARED 01 436 D SOUTHERN PERU COPPER CORP COM 84361110 103 2550 SH SHARED 02 2550 D SOUTHERN UN CO NEW COM 84403010 1747 92223 SH SHARED 92223 D SOUTHERN UN CO NEW COM 84403010 761 40172 SH SHARED 01 40172 D SOUTHERN UN CO NEW COM 84403010 629 33226 SH SHARED 02 33226 D SOUTHERN UN CO NEW COM 84403010 11069 584150 SH SHARED 10 584150 D SOUTHSIDE BANCSHARES INC COM 84470P10 50 2700 SH SHARED 2700 D SOUTHSIDE BANCSHARES INC COM 84470P10 94 5083 SH SHARED 02 5083 D SOUTHTRUST CORP COM 84473010 62069 1871260 SH SHARED 1871260 D SOUTHTRUST CORP COM 84473010 4802 144798 SH SHARED 01 141998 2800 D SOUTHTRUST CORP COM 84473010 6572 198146 SH SHARED 02 198146 D SOUTHTRUST CORP COM 84473010 253 7647 SH SHARED 05 7647 D SOUTHTRUST CORP COM 84473010 116 3500 SH SHARED 06 3500 D SOUTHTRUST CORP COM 84473010 4746 143102 SH SHARED 10 143102 D SOUTHTRUST CORP COM 84473010 92 2800 SH SHARED 14 2800 D SOUTHWEST AIRLS CO COM 84474110 54189 3813469 SH SHARED 3786469 27000 D SOUTHWEST AIRLS CO COM 84474110 3584 252261 SH SHARED 01 243663 8598 D SOUTHWEST AIRLS CO COM 84474110 298 21000 SH SHR/OTHR 01 21000 D SOUTHWEST AIRLS CO COM 84474110 25345 1783641 SH SHARED 02 1783641 D SOUTHWEST AIRLS CO COM 84474110 52 3673 SH SHARED 05 300 3373 D SOUTHWEST AIRLS CO COM 84474110 138 9777 SH SHARED 06 9777 D SOUTHWEST AIRLS CO COM 84474110 4549 320159 SH SHARED 10 320159 D SOUTHWEST AIRLS CO COM 84474110 1857 130700 SH SHARED 14 130700 D SOUTHWEST BANCORPORATION TEX COM 84476R10 851 22558 SH SHARED 22558 D SOUTHWEST BANCORPORATION TEX COM 84476R10 9 249 SH SHARED 01 249 D SOUTHWEST BANCORPORATION TEX COM 84476R10 605 16040 SH SHARED 02 16040 D SOUTHWEST BANCORP INC OKLA COM 84476710 46 2700 SH SHARED 2700 D SOUTHWEST BANCORP INC OKLA COM 84476710 89 5173 SH SHARED 02 5173 D SOUTHWEST GAS CORP COM 84489510 184 7884 SH SHARED 7884 D SOUTHWEST GAS CORP COM 84489510 82 3516 SH SHARED 01 1716 1800 D SOUTHWEST GAS CORP COM 84489510 448 19167 SH SHARED 02 19167 D SOUTHWALL TECHNOLOGIES INC COM 84490910 0 300 SH SHARED 300 D SOUTHWEST WTR CO COM 84533110 51 3800 SH SHARED 3800 D SOUTHWEST WTR CO COM 84533110 100 7349 SH SHARED 02 7349 D SOUTHWESTERN ENERGY CO COM 84546710 816 33834 SH SHARED 33834 D SOUTHWESTERN ENERGY CO COM 84546710 7409 307196 SH SHARED 01 271296 35900 D SOUTHWESTERN ENERGY CO COM 84546710 434 18025 SH SHARED 02 18025 D SOUTHWESTERN ENERGY CO COM 84546710 706 29300 SH SHARED 05 29300 D SOUTHWESTERN ENERGY CO COM 84546710 1068 44300 SH SHARED 10 44300 D SOVEREIGN BANCORP INC COM 84590510 28234 1318148 SH SHARED 778148 540000 D SOVEREIGN BANCORP INC COM 84590510 2307 107708 SH SHARED 01 107418 290 D SOVEREIGN BANCORP INC COM 84590510 101 4737 SH SHR/OTHR 01 4737 D SOVEREIGN BANCORP INC COM 84590510 2008 93776 SH SHARED 02 93776 D SOVEREIGN BANCORP INC COM 84590510 42 2000 SH SHARED 06 2000 D SOVEREIGN BANCORP INC COM 84590510 94921 4431445 SH SHARED 10 4431445 D SOVEREIGN BANCORP INC COM 84590510 46 2158 SH SHARED 14 2158 D SOVRAN SELF STORAGE INC COM 84610H10 357 8568 SH SHARED 8568 D SOVRAN SELF STORAGE INC COM 84610H10 1223 29300 SH SHARED 01 29300 D SOVRAN SELF STORAGE INC COM 84610H10 284 6821 SH SHARED 02 6821 D SOVRAN SELF STORAGE INC COM 84610H10 1144 27400 SH SHARED 10 27400 D SOVRAN SELF STORAGE INC COM 84610H10 1712 41000 SH SHARED 11 41000 D SPACEHAB INC NOTE 8.000%10/1 846243AC 452 500000 PRN SHARED 500000 D SPANISH BROADCASTING SYS INC CL A 84642588 841 80537 SH SHARED 80537 D SPANISH BROADCASTING SYS INC CL A 84642588 149 14283 SH SHARED 01 14283 D SPANISH BROADCASTING SYS INC CL A 84642588 161 15449 SH SHARED 02 15449 D SPANISH BROADCASTING SYS INC CL A 84642588 43 4200 SH SHARED 10 4200 D SPARTAN MTRS INC COM 84681910 13 1284 SH SHARED 1284 D SPARTAN MTRS INC COM 84681910 3 314 SH SHARED 01 314 D SPARTAN STORES INC COM 84682210 21 4716 SH SHARED 4716 D SPARTAN STORES INC COM 84682210 5 1169 SH SHARED 01 1169 D SPARTECH CORP COM NEW 84722020 160 6458 SH SHARED 6458 D SPARTECH CORP COM NEW 84722020 14 600 SH SHARED 01 600 D SPARTECH CORP COM NEW 84722020 275 11049 SH SHARED 02 11049 D SPARTECH CORP COM NEW 84722020 46 1870 SH SHARED 10 1870 D SPECIALTY LABORATORIES INC COM 84749R10 360 33390 SH SHARED 33390 D SPECIALTY LABORATORIES INC COM 84749R10 84 7810 SH SHARED 01 7810 D SPECIALTY LABORATORIES INC COM 84749R10 41 3825 SH SHARED 02 3825 D SPECTRALINK CORP COM 84758010 1439 84357 SH SHARED 84357 D SPECTRALINK CORP COM 84758010 1210 70976 SH SHARED 01 70976 D SPECTRALINK CORP COM 84758010 145 8528 SH SHARED 02 8528 D SPECTRALINK CORP COM 84758010 39 2300 SH SHARED 10 2300 D SPECTRASITE INC COM 84761M10 102 2754 SH SHARED 2754 D SPECTRASITE INC COM 84761M10 20 546 SH SHARED 01 546 D SPECTRASITE INC COM 84761M10 645 17412 SH SHARED 02 17412 D SPECTRASITE INC COM 84761M10 63 1700 SH SHARED 10 1700 D SPEEDWAY MOTORSPORTS INC COM 84778810 131 4342 SH SHARED 4342 D SPEEDWAY MOTORSPORTS INC COM 84778810 53 1758 SH SHARED 01 1758 D SPEEDWAY MOTORSPORTS INC COM 84778810 214 7076 SH SHARED 02 7076 D SPHERION CORP COM 84842010 55 5400 SH SHARED 5400 D SPHERION CORP COM 84842010 339 33156 SH SHARED 33156 D SPHERION CORP COM 84842010 37 3644 SH SHARED 01 3644 D SPHERION CORP COM 84842010 305 29872 SH SHARED 02 29872 D SPINNAKER EXPL CO COM 84855W10 1165 32444 SH SHARED 32444 D SPINNAKER EXPL CO COM 84855W10 1272 35424 SH SHARED 01 35424 D SPINNAKER EXPL CO COM 84855W10 565 15755 SH SHARED 02 15755 D SPINNAKER EXPL CO COM 84855W10 3753 104500 SH SHARED 10 104500 D SPORTSMANS GUIDE INC COM NEW 84890720 60 2935 SH SHARED 2935 D SPORTSMANS GUIDE INC COM NEW 84890720 14 726 SH SHARED 01 726 D SPORTSMANS GUIDE INC COM NEW 84890720 194 9500 SH SHARED 14 9500 D SPORTSLINE COM INC COM 84893410 6 4627 SH SHARED 4627 D SPORTS AUTH INC NEW COM 84917U10 2475 61774 SH SHARED 61774 D SPORTS AUTH INC NEW COM 84917U10 250 6249 SH SHARED 01 6249 D SPORTS AUTH INC NEW COM 84917U10 711 17747 SH SHARED 02 17747 D SPORTS AUTH INC NEW COM 84917U10 574 14330 SH SHARED 10 14330 D SPORTS RESORTS INTL INC COM 84918U10 0 100 SH SHARED 100 D SPORTS RESORTS INTL INC COM 84918U10 2 654 SH SHARED 02 654 D SPRINT CORP COM FON GROUP 85206110 211 11500 SH SHARED 11500 D SPRINT CORP COM FON GROUP 85206110 45324 2459290 SH SHARED 2437790 21500 D SPRINT CORP COM FON GROUP 85206110 19850 1077092 SH SHARED 01 1067492 9600 D SPRINT CORP COM FON GROUP 85206110 18 1000 SH SHR/OTHR 01 1000 D SPRINT CORP COM FON GROUP 85206110 22556 1223898 SH SHARED 02 1223898 D SPRINT CORP COM FON GROUP 85206110 6450 350000 SH SHARED 04 350000 D SPRINT CORP COM FON GROUP 85206110 82 4480 SH SHARED 05 4480 D SPRINT CORP COM FON GROUP 85206110 582 31587 SH SHARED 06 31587 D SPRINT CORP COM FON GROUP 85206110 16029 869728 SH SHARED 10 869728 D SPRINT CORP COM FON GROUP 85206110 186 10100 SH SHARED 14 10100 D SPRINT CORP PCS COM SER 1 85206150 2300 250000 SH SHR/OTHR 250000 D SPRINT CORP PCS COM SER 1 85206150 106661 11593682 SH SHARED 11448462 145220 D SPRINT CORP PCS COM SER 1 85206150 1914 208148 SH SHARED 01 203948 4200 D SPRINT CORP PCS COM SER 1 85206150 4 500 SH SHR/OTHR 01 500 D SPRINT CORP PCS COM SER 1 85206150 33145 3602748 SH SHARED 02 3602748 D SPRINT CORP PCS COM SER 1 85206150 25 2726 SH SHARED 05 2726 D SPRINT CORP PCS COM SER 1 85206150 45 4950 SH SHARED 06 4950 D SPRINT CORP PCS COM SER 1 85206150 3776 410506 SH SHARED 10 410506 D SPRINT CORP PCS COM SER 1 85206150 50 5500 SH SHARED 14 5500 D ST ASSEMBLY TEST SVSC LTD ADR 85227G10 184 18474 SH SHARED 18474 D ST ASSEMBLY TEST SVSC LTD ADR 85227G10 31 3207 SH SHARED 01 3207 D SS&C TECHNOLOGIES INC COM 85227Q10 239 9812 SH SHARED 9812 D SS&C TECHNOLOGIES INC COM 85227Q10 2220 91089 SH SHARED 01 91089 D SS&C TECHNOLOGIES INC COM 85227Q10 446 18317 SH SHARED 02 18317 D SS&C TECHNOLOGIES INC COM 85227Q10 757 31050 SH SHARED 10 31050 D STAAR SURGICAL CO COM PAR $0.01 85231230 125 14000 SH SHR/OTHR 14000 D STAAR SURGICAL CO COM PAR $0.01 85231230 86 9648 SH SHARED 9648 D STAAR SURGICAL CO COM PAR $0.01 85231230 2504 279209 SH SHARED 02 279209 D STAGE STORES INC *W EXP 08/23/200 85254C12 5895 250000 SH SHARED 250000 D STAGE STORES INC *W EXP 08/23/200 85254C13 465 25000 SH SHARED 25000 D STAGE STORES INC COM NEW 85254C30 857 22138 SH SHARED 22138 D STAGE STORES INC COM NEW 85254C30 3766 97251 SH SHARED 01 97251 D STAGE STORES INC COM NEW 85254C30 1673 43214 SH SHARED 02 43214 D STAGE STORES INC COM NEW 85254C30 3323 85800 SH SHARED 10 85800 D STAKTEK HLDGS INC COM 85256P10 49 4000 SH SHARED 01 4000 D STAKTEK HLDGS INC COM 85256P10 340 27772 SH SHARED 02 27772 D STAKTEK HLDGS INC COM 85256P10 1079 88100 SH SHARED 10 88100 D STAMPS COM INC COM 85285710 472 78938 SH SHARED 78938 D STAMPS COM INC COM 85285710 27 4544 SH SHARED 01 4544 D STAMPS COM INC COM 85285710 112 18725 SH SHARED 02 18725 D STANCORP FINL GROUP INC COM 85289110 182 2800 SH SHARED 2800 D STANCORP FINL GROUP INC COM 85289110 2092 32075 SH SHARED 32075 D STANCORP FINL GROUP INC COM 85289110 695 10656 SH SHARED 01 10344 312 D STANCORP FINL GROUP INC COM 85289110 487 7474 SH SHARED 02 7474 D STANDARD COML CORP SDCV 7.250% 3/3 853258AA 49 50000 PRN SHARED 01 50000 D STANDARD COML CORP COM 85325810 117 6351 SH SHARED 6351 D STANDARD COML CORP COM 85325810 18 979 SH SHARED 01 979 D STANDARD COML CORP COM 85325810 125 6746 SH SHARED 02 6746 D STANDARD COML CORP COM 85325810 44 2390 SH SHARED 10 2390 D STANDARD MANAGEMENT CORP COM 85361210 958 256887 SH SHARED 01 256887 D STANDARD MICROSYSTEMS CORP COM 85362610 205 7685 SH SHARED 7685 D STANDARD MICROSYSTEMS CORP COM 85362610 1933 72325 SH SHARED 01 72325 D STANDARD MICROSYSTEMS CORP COM 85362610 239 8942 SH SHARED 02 8942 D STANDARD MICROSYSTEMS CORP COM 85362610 171 6420 SH SHARED 10 6420 D STANDARD MTR PRODS INC COM 85366610 146 9330 SH SHARED 9330 D STANDARD MTR PRODS INC COM 85366610 100 6436 SH SHARED 02 6436 D STANDARD PAC CORP NEW COM 85375C10 300 5000 SH SHARED 5000 D STANDARD PAC CORP NEW COM 85375C10 2822 47043 SH SHARED 47043 D STANDARD PAC CORP NEW COM 85375C10 4443 74057 SH SHARED 01 74057 D STANDARD PAC CORP NEW COM 85375C10 1411 23526 SH SHARED 02 23526 D STANDARD PAC CORP NEW COM 85375C10 10672 177870 SH SHARED 10 177870 D STANDARD REGISTER CO COM 85388710 206 12873 SH SHARED 12873 D STANDARD REGISTER CO COM 85388710 69 4343 SH SHARED 01 4343 D STANDARD REGISTER CO COM 85388710 153 9572 SH SHARED 02 9572 D STANDEX INTL CORP COM 85423110 131 4884 SH SHARED 4884 D STANDEX INTL CORP COM 85423110 175 6516 SH SHARED 01 4516 2000 D STANDEX INTL CORP COM 85423110 150 5574 SH SHARED 02 5574 D STANDEX INTL CORP COM 85423110 29 1080 SH SHARED 10 1080 D STANLEY FURNITURE INC COM NEW 85430520 88 2268 SH SHARED 2268 D STANLEY FURNITURE INC COM NEW 85430520 10 264 SH SHARED 01 264 D STANLEY FURNITURE INC COM NEW 85430520 121 3111 SH SHARED 02 3111 D STANLEY WKS COM 85461610 8027 188096 SH SHARED 188096 D STANLEY WKS COM 85461610 6438 150845 SH SHARED 01 80800 70045 D STANLEY WKS COM 85461610 81 1900 SH SHR/OTHR 01 1900 D STANLEY WKS COM 85461610 4347 101852 SH SHARED 02 101852 D STANLEY WKS COM 85461610 15 357 SH SHARED 05 357 D STANLEY WKS COM 85461610 32 750 SH SHARED 06 750 D STANLEY WKS COM 85461610 4427 103748 SH SHARED 10 103748 D STAPLES INC COM 85503010 52929 2090409 SH SHARED 1979495 110914 D STAPLES INC COM 85503010 87937 3473044 SH SHARED 01 1279121 23000 2170923 D STAPLES INC COM 85503010 2412 95275 SH SHR/OTHR 01 4400 90875 D STAPLES INC COM 85503010 6895 272315 SH SHARED 02 272315 D STAPLES INC COM 85503010 15607 616400 SH SHARED 03 498700 117700 D STAPLES INC COM 85503010 379 15000 SH SHARED 04 15000 D STAPLES INC COM 85503010 88559 3497619 SH SHARED 05 2644662 852957 D STAPLES INC COM 85503010 11344 448050 SH SHARED 06 125650 322400 D STAPLES INC COM 85503010 4498 177646 SH SHARED 07 177646 D STAPLES INC COM 85503010 2851 112600 SH SHARED 09 112600 D STAPLES INC COM 85503010 270799 10695098 SH SHARED 10 10695098 D STAPLES INC COM 85503010 200 7900 SH SHARED 14 7900 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 251 9862 SH SHARED 9862 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 7 300 SH SHARED 02 300 D STAR SCIENTIFIC INC COM 85517P10 26 6500 SH SHARED 6500 D STAR SCIENTIFIC INC COM 85517P10 51 12380 SH SHARED 02 12380 D STARBUCKS CORP COM 85524410 58412 1542449 SH SHARED 1540999 1450 D STARBUCKS CORP COM 85524410 8006 211433 SH SHARED 01 184362 27071 D STARBUCKS CORP COM 85524410 36 966 SH SHR/OTHR 01 966 D STARBUCKS CORP COM 85524410 24665 651320 SH SHARED 02 651320 D STARBUCKS CORP COM 85524410 88 2327 SH SHARED 05 500 1827 D STARBUCKS CORP COM 85524410 266 7050 SH SHARED 06 6350 700 D STARBUCKS CORP COM 85524410 17474 461424 SH SHARED 10 461424 D STARBUCKS CORP COM 85524410 114 3036 SH SHARED 14 3036 D STARTEK INC COM 85569C10 236 6497 SH SHARED 6497 D STARTEK INC COM 85569C10 58 1603 SH SHARED 01 1603 D STARTEK INC COM 85569C10 194 5345 SH SHARED 02 5345 D STATE AUTO FINL CORP COM 85570710 1767 68479 SH SHARED 68479 D STATE AUTO FINL CORP COM 85570710 54 2100 SH SHARED 01 2100 D STATE AUTO FINL CORP COM 85570710 0 16 SH SHARED 02 16 D STATE BANCORP INC N.Y COM 85571610 40 1700 SH SHARED 1700 D STATE BANCORP INC N.Y COM 85571610 94 3911 SH SHARED 02 3911 D STARWOOD HOTELS&RESORTS WRLD NOTE 3.500% 5/1 85590AAJ 10117 9500000 PRN SHARED 9500000 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 19708 486619 SH SHARED 480019 6600 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 899 22221 SH SHARED 01 21881 340 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 16 400 SH SHR/OTHR 01 400 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 4238 104663 SH SHARED 02 104663 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 46 1150 SH SHARED 05 200 950 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 749 18500 SH SHARED 06 18500 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 36374 898130 SH SHARED 10 898130 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 246060 6075577 SH SHARED 11 6075577 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 76 1900 SH SHARED 14 1900 D STATE FINL SVCS CORP CL A 85685510 36 1300 SH SHARED 1300 D STATE FINL SVCS CORP CL A 85685510 80 2844 SH SHARED 02 2844 D STATE STR CORP COM 85747710 44098 845941 SH SHARED 831641 14300 D STATE STR CORP COM 85747710 59552 1142390 SH SHARED 01 233082 909308 D STATE STR CORP COM 85747710 12758 244753 SH SHR/OTHR 01 244753 D STATE STR CORP COM 85747710 9121 174977 SH SHARED 02 174977 D STATE STR CORP COM 85747710 246 4738 SH SHARED 05 300 4438 D STATE STR CORP COM 85747710 766 14710 SH SHARED 06 14410 300 D STATE STR CORP COM 85747710 45120 865536 SH SHARED 10 865536 D STATE STR CORP COM 85747710 3122 59900 SH SHARED 14 59900 D STATE STR CORP UNIT 99/99/9999 85747720 19019 77000 SH SHARED 77000 D STATE STR CORP UNIT 99/99/9999 85747720 12 50 SH SHARED 01 50 D STATE STR CORP UNIT 99/99/9999 85747720 11658 47200 SH SHARED 02 47200 D STATEN IS BANCORP INC COM 85755010 4114 165377 SH SHARED 165377 D STATEN IS BANCORP INC COM 85755010 489 19683 SH SHARED 01 19683 D STATEN IS BANCORP INC COM 85755010 669 26916 SH SHARED 02 26916 D STATEN IS BANCORP INC COM 85755010 17 700 SH SHARED 10 700 D STATION CASINOS INC COM 85768910 412 9334 SH SHARED 9334 D STATION CASINOS INC COM 85768910 259 5866 SH SHARED 01 5866 D STATION CASINOS INC COM 85768910 169 3843 SH SHARED 02 3643 200 D STATION CASINOS INC COM 85768910 6759 153031 SH SHARED 10 153031 D STATOIL ASA SPONSORED ADR 85771P10 275 22352 SH SHARED 22352 D STATOIL ASA SPONSORED ADR 85771P10 15 1216 SH SHARED 01 1216 D STATOIL ASA SPONSORED ADR 85771P10 314 25500 SH SHARED 02 25500 D STEAK N SHAKE CO COM 85787310 307 15959 SH SHARED 15959 D STEAK N SHAKE CO COM 85787310 112 5849 SH SHARED 01 5849 D STEAK N SHAKE CO COM 85787310 229 11932 SH SHARED 02 11932 D STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD 8915 5410000 PRN SHARED 02 5410000 D STEEL DYNAMICS INC COM 85811910 1526 61592 SH SHARED 61592 D STEEL DYNAMICS INC COM 85811910 24219 977379 SH SHARED 01 719779 257600 D STEEL DYNAMICS INC COM 85811910 1064 42947 SH SHARED 02 42947 D STEEL DYNAMICS INC COM 85811910 6257 252526 SH SHARED 10 252526 D STEEL TECHNOLOGIES INC COM 85814710 984 50961 SH SHARED 50961 D STEEL TECHNOLOGIES INC COM 85814710 201 10411 SH SHARED 01 10411 D STEELCASE INC CL A 85815520 37 2900 SH SHARED 2900 D STEELCASE INC CL A 85815520 513 39508 SH SHARED 39508 D STEELCASE INC CL A 85815520 49 3840 SH SHARED 01 3460 380 D STEELCASE INC CL A 85815520 51 3968 SH SHARED 02 3968 D STEIN MART INC COM 85837510 130 9496 SH SHARED 9496 D STEIN MART INC COM 85837510 13 966 SH SHARED 01 966 D STEIN MART INC COM 85837510 147 10722 SH SHARED 02 10722 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 125 3925 SH SHARED 3925 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 82 2575 SH SHARED 01 2575 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 9 300 SH SHR/OTHR 01 300 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 141 4419 SH SHARED 02 4419 D STELLENT INC COM 85856W10 269 36068 SH SHARED 36068 D STELLENT INC COM 85856W10 49 6651 SH SHARED 01 6651 D STELLENT INC COM 85856W10 64 8670 SH SHARED 02 8670 D STEMCELLS INC COM 85857R10 19 11330 SH SHARED 11330 D STEPAN CO COM 85858610 29 1300 SH SHARED 1300 D STEPAN CO COM 85858610 835 36600 SH SHARED 01 36600 D STEPAN CO COM 85858610 73 3208 SH SHARED 02 3208 D STEPAN CO COM 85858610 826 36200 SH SHARED 10 36200 D STERLING BANCSHARES INC COM 85890710 133 10000 SH SHARED 10000 D STERLING BANCSHARES INC COM 85890710 260 19481 SH SHARED 02 19481 D STERICYCLE INC COM 85891210 1583 33022 SH SHARED 32622 400 D STERICYCLE INC COM 85891210 26545 553493 SH SHARED 01 387545 80 165868 D STERICYCLE INC COM 85891210 1865 38897 SH SHR/OTHR 01 1700 37197 D STERICYCLE INC COM 85891210 838 17473 SH SHARED 02 17273 200 D STERICYCLE INC COM 85891210 20143 420000 SH SHARED 10 420000 D STERIS CORP COM 85915210 252 9800 SH SHARED 9800 D STERIS CORP COM 85915210 1425 55244 SH SHARED 55244 D STERIS CORP COM 85915210 3874 150174 SH SHARED 01 140374 9800 D STERIS CORP COM 85915210 64 2500 SH SHR/OTHR 01 2500 D STERIS CORP COM 85915210 489 18977 SH SHARED 02 18977 D STERLING BANCORP COM 85915810 154 5309 SH SHARED 5309 D STERLING BANCORP COM 85915810 12 432 SH SHARED 01 432 D STERLING BANCORP COM 85915810 198 6822 SH SHARED 02 6822 D STERLING FINL CORP COM 85931710 201 7824 SH SHARED 7824 D STERLING FINL CORP COM 85931710 16 625 SH SHARED 01 625 D STERLING FINL CORP COM 85931710 194 7580 SH SHARED 02 7580 D STERLING FINL CORP COM 85931710 70 2733 SH SHARED 10 2733 D STERLING FINL CORP WASH COM 85931910 339 9249 SH SHARED 9249 D STERLING FINL CORP WASH COM 85931910 736 20050 SH SHARED 01 20050 D STERLING FINL CORP WASH COM 85931910 3842 104563 SH SHARED 02 104563 D STERLING FINL CORP WASH COM 85931910 4563 124180 SH SHARED 10 124180 D STET HELLAS COMMUNICATIONS S ADR 85982310 3 172 SH SHARED 172 D STEWART & STEVENSON SVCS INC COM 86034210 284 19430 SH SHARED 19430 D STEWART & STEVENSON SVCS INC COM 86034210 221 15134 SH SHARED 02 15134 D STEWART & STEVENSON SVCS INC COM 86034210 43 2950 SH SHARED 10 2950 D STEWART ENTERPRISES INC CL A 86037010 509 70100 SH SHARED 70100 D STEWART ENTERPRISES INC CL A 86037010 344 47416 SH SHARED 02 47416 D STEWART INFORMATION SVCS COR COM 86037210 918 23368 SH SHARED 23368 D STEWART INFORMATION SVCS COR COM 86037210 5659 144013 SH SHARED 01 144013 D STEWART INFORMATION SVCS COR COM 86037210 334 8509 SH SHARED 02 8509 D STEWART INFORMATION SVCS COR COM 86037210 5171 131600 SH SHARED 10 131600 D STILLWATER MNG CO COM 86074Q10 533 33976 SH SHARED 33976 D STILLWATER MNG CO COM 86074Q10 3364 214308 SH SHARED 01 214308 D STILLWATER MNG CO COM 86074Q10 449 28620 SH SHARED 02 28620 D STILLWATER MNG CO COM 86074Q10 12025 765930 SH SHARED 10 765930 D STILWELL FINL INC NOTE 4/3 860831AC 25460 33500000 PRN SHARED 33500000 D STMICROELECTRONICS N V NOTE 9/2 861012AB 102080116000000 PRN SHARED 77000000 39000000 D STMICROELECTRONICS N V NOTE 9/2 861012AB 4 5000 PRN SHARED 01 5000 D STMICROELECTRONICS N V NY REGISTRY 86101210 14568 617299 SH SHARED 588705 28594 D STMICROELECTRONICS N V NY REGISTRY 86101210 782 33162 SH SHARED 01 33002 160 D STMICROELECTRONICS N V NY REGISTRY 86101210 7209 305496 SH SHARED 02 305496 D STMICROELECTRONICS N V NY REGISTRY 86101210 5664 240000 SH SHARED 04 240000 D STMICROELECTRONICS N V NY REGISTRY 86101210 28 1200 SH SHARED 14 1200 D STONE ENERGY CORP COM 86164210 298 6041 SH SHARED 6041 D STONE ENERGY CORP COM 86164210 4335 87659 SH SHARED 01 87659 D STONE ENERGY CORP COM 86164210 615 12447 SH SHARED 02 12447 D STONE ENERGY CORP COM 86164210 2913 58900 SH SHARED 10 58900 D STONERIDGE INC COM 86183P10 152 10572 SH SHARED 10572 D STONERIDGE INC COM 86183P10 587 40728 SH SHARED 01 40728 D STONERIDGE INC COM 86183P10 116 8079 SH SHARED 02 8079 D STONERIDGE INC COM 86183P10 555 38500 SH SHARED 10 38500 D STORA ENSO CORP SPON ADR REP R 86210M10 16132 1275300 SH SHARED 1275300 D STORA ENSO CORP SPON ADR REP R 86210M10 334 26460 SH SHARED 01 2685 23775 D STORA ENSO CORP SPON ADR REP R 86210M10 4880 385779 SH SHARED 02 385779 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 781 28079 SH SHARED 28079 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 8526 306371 SH SHARED 01 306371 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 1820 65421 SH SHARED 02 65421 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 78 2829 SH SHARED 06 2829 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 2064 74200 SH SHARED 10 74200 D STRATASYS INC COM 86268510 47 2500 SH SHARED 2500 D STRATASYS INC COM 86268510 85 4474 SH SHARED 02 4474 D STRATEGIC DIAGNOSTICS INC COM 86270010 97 24789 SH SHARED 24789 D STRATEGIC DIAGNOSTICS INC COM 86270010 24 6146 SH SHARED 01 6146 D STRATEGIC DIAGNOSTICS INC COM 86270010 6 1723 SH SHARED 05 1723 D STRATEGIC GLOBAL INCOME FD COM 86271910 136 9000 SH SHR/OTHR 01 9000 D STRATEX NETWORKS INC COM 86279T10 589 124049 SH SHARED 124049 D STRATEX NETWORKS INC COM 86279T10 53 11281 SH SHARED 01 11281 D STRATEX NETWORKS INC COM 86279T10 214 45108 SH SHARED 02 45108 D STRATOS INTERNATIONAL INC COM NEW 86310020 95 16518 SH SHARED 16518 D STRATOS INTERNATIONAL INC COM NEW 86310020 18 3264 SH SHARED 01 3264 D STRATTEC SEC CORP COM 86311110 63 1000 SH SHARED 1000 D STRATTEC SEC CORP COM 86311110 12 200 SH SHARED 01 200 D STRATTEC SEC CORP COM 86311110 101 1604 SH SHARED 02 1604 D STRATTEC SEC CORP COM 86311110 60 950 SH SHARED 10 950 D STRAYER ED INC COM 86323610 1505 12871 SH SHARED 12871 D STRAYER ED INC COM 86323610 947 8097 SH SHARED 01 8097 D STRAYER ED INC COM 86323610 605 5177 SH SHARED 02 5177 D STRAYER ED INC COM 86323610 5263 45000 SH SHARED 04 45000 D STRAYER ED INC COM 86323610 35 300 SH SHARED 10 300 D STRIDE RITE CORP COM 86331410 168 15851 SH SHARED 15851 D STRIDE RITE CORP COM 86331410 243 22949 SH SHARED 01 22949 D STRIDE RITE CORP COM 86331410 208 19649 SH SHARED 02 19649 D STRIDE RITE CORP COM 86331410 56 5310 SH SHARED 10 5310 D STRYKER CORP COM 86366710 96869 1094198 SH SHARED 1094198 D STRYKER CORP COM 86366710 6681 75471 SH SHARED 01 65571 3100 6800 D STRYKER CORP COM 86366710 49 555 SH SHR/OTHR 01 555 D STRYKER CORP COM 86366710 7343 82944 SH SHARED 02 82944 D STRYKER CORP COM 86366710 94 1063 SH SHARED 05 100 963 D STRYKER CORP COM 86366710 209 2367 SH SHARED 06 1967 400 D STRYKER CORP COM 86366710 11775 133016 SH SHARED 10 133016 D STRYKER CORP COM 86366710 97 1100 SH SHARED 14 1100 D STUDENT LN CORP COM 86390210 353 2282 SH SHARED 2282 D STUDENT LN CORP COM 86390210 139 900 SH SHARED 01 900 D STUDENT LN CORP COM 86390210 62 406 SH SHARED 02 406 D STURM RUGER & CO INC COM 86415910 77 5716 SH SHARED 5716 D STURM RUGER & CO INC COM 86415910 12 902 SH SHARED 01 902 D STURM RUGER & CO INC COM 86415910 141 10454 SH SHARED 02 10454 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 169 5000 SH SHARED 5000 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 169 5000 SH SHR/OTHR 01 5000 D SUEZ SPONSORED ADR 86468610 2170 105516 SH SHARED 02 105516 D SUFFOLK BANCORP COM 86473910 92 2700 SH SHARED 2700 D SUFFOLK BANCORP COM 86473910 1233 36000 SH SHARED 01 33000 3000 D SUFFOLK BANCORP COM 86473910 187 5467 SH SHARED 02 5467 D SUMMIT AMER TELEVISION INC COM 86600T10 42 10595 SH SHARED 10595 D SUMMIT AMER TELEVISION INC COM 86600T10 1 370 SH SHARED 01 370 D SUMMIT AMER TELEVISION INC COM 86600T10 81 20062 SH SHARED 02 20062 D SUMMIT BANCSHARES INC TEX COM 86601110 42 1406 SH SHARED 1406 D SUMMIT BANCSHARES INC TEX COM 86601110 0 26 SH SHARED 01 26 D SUMMIT BANCSHARES INC TEX COM 86601110 76 2539 SH SHARED 02 2539 D SUMMIT PPTYS INC COM 86623910 171 7200 SH SHARED 7200 D SUMMIT PPTYS INC COM 86623910 364 15300 SH SHARED 01 15300 D SUMMIT PPTYS INC COM 86623910 348 14631 SH SHARED 02 14631 D SUMMIT PPTYS INC COM 86623910 7689 322400 SH SHARED 10 322400 D SUMMIT PPTYS INC COM 86623910 63238 2651500 SH SHARED 11 2651500 D SUN BANCORP INC COM 86663B10 63 2524 SH SHARED 2524 D SUN BANCORP INC COM 86663B10 2 99 SH SHARED 01 99 D SUN BANCORP INC COM 86663B10 132 5239 SH SHARED 02 5239 D SUN BANCORP INC COM 86663410 33 1700 SH SHARED 1700 D SUN BANCORP INC COM 86663410 55 2834 SH SHARED 02 2834 D SUN COMMUNITIES INC COM 86667410 635 14831 SH SHARED 14831 D SUN COMMUNITIES INC COM 86667410 1492 34850 SH SHARED 01 34850 D SUN COMMUNITIES INC COM 86667410 397 9289 SH SHARED 02 9289 D SUN COMMUNITIES INC COM 86667410 1156 27000 SH SHARED 10 27000 D SUN LIFE FINL INC COM 86679610 426 15881 SH SHARED 15881 D SUN LIFE FINL INC COM 86679610 767 28561 SH SHARED 01 12947 15614 D SUN LIFE FINL INC COM 86679610 8673 322930 SH SHARED 02 322930 D SUN LIFE FINL INC COM 86679610 698 26000 SH SHARED 05 26000 D SUN LIFE FINL INC COM 86679610 107 4000 SH SHARED 06 1000 3000 D SUN LIFE FINL INC COM 86679610 701 26118 SH SHARED 10 26118 D SUN MICROSYSTEMS INC COM 86681010 0 130 SH SHARED 130 D SUN MICROSYSTEMS INC COM 86681010 68369 16395630 SH SHARED 16313298 82332 D SUN MICROSYSTEMS INC COM 86681010 2090 501342 SH SHARED 01 357191 144151 D SUN MICROSYSTEMS INC COM 86681010 332 79644 SH SHR/OTHR 01 3340 76304 D SUN MICROSYSTEMS INC COM 86681010 16916 4056742 SH SHARED 02 4056742 D SUN MICROSYSTEMS INC COM 86681010 75 18206 SH SHARED 05 3400 14806 D SUN MICROSYSTEMS INC COM 86681010 907 217554 SH SHARED 06 211554 6000 D SUN MICROSYSTEMS INC COM 86681010 5559 1333195 SH SHARED 10 1333195 D SUN MICROSYSTEMS INC COM 86681010 1392 333876 SH SHARED 14 333876 D SUNCOR ENERGY INC COM 86722910 15863 580034 SH SHARED 550484 29550 D SUNCOR ENERGY INC COM 86722910 204 7461 SH SHARED 01 7461 D SUNCOR ENERGY INC COM 86722910 20 750 SH SHR/OTHR 01 750 D SUNCOR ENERGY INC COM 86722910 5580 204041 SH SHARED 02 203841 200 D SUNCOR ENERGY INC COM 86722910 49588 1813100 SH SHARED 04 1813100 D SUNCOR ENERGY INC COM 86722910 1058 38700 SH SHARED 05 38700 D SUNCOR ENERGY INC COM 86722910 2398 87700 SH SHARED 06 86700 1000 D SUNCOR ENERGY INC COM 86722910 54 2000 SH SHARED 10 2000 D SUNCOR ENERGY INC COM 86722910 243 8900 SH SHARED 14 8900 D SUNGARD DATA SYS INC COM 86736310 42178 1539355 SH SHARED 1509805 29550 D SUNGARD DATA SYS INC COM 86736310 32038 1169272 SH SHARED 01 313897 855375 D SUNGARD DATA SYS INC COM 86736310 4124 150529 SH SHR/OTHR 01 12200 138329 D SUNGARD DATA SYS INC COM 86736310 3639 132821 SH SHARED 02 132721 100 D SUNGARD DATA SYS INC COM 86736310 39 1431 SH SHARED 05 300 1131 D SUNGARD DATA SYS INC COM 86736310 422 15404 SH SHARED 06 15404 D SUNGARD DATA SYS INC COM 86736310 3266 119199 SH SHARED 10 119199 D SUNGARD DATA SYS INC COM 86736310 57 2094 SH SHARED 14 2094 D SUNOPTA INC COM 8676EP10 82 8295 SH SHARED 8295 D SUNOPTA INC COM 8676EP10 1612 163034 SH SHARED 05 163034 D SUNOCO INC COM 86764P10 286 4600 SH SHARED 4600 D SUNOCO INC COM 86764P10 10941 175405 SH SHARED 174530 875 D SUNOCO INC COM 86764P10 17042 273197 SH SHARED 01 272364 833 D SUNOCO INC COM 86764P10 12 205 SH SHR/OTHR 01 205 D SUNOCO INC COM 86764P10 2694 43187 SH SHARED 02 43187 D SUNOCO INC COM 86764P10 8992 144161 SH SHARED 10 144161 D SUNRISE SENIOR LIVING INC COM 86768K10 150 4200 SH SHARED 4200 D SUNRISE SENIOR LIVING INC COM 86768K10 613 17100 SH SHARED 01 17100 D SUNRISE SENIOR LIVING INC COM 86768K10 10840 302397 SH SHARED 02 302397 D SUNRISE TELECOM INC COM 86769Y10 42 11100 SH SHARED 02 11100 D SUNTERRA CORP COM NEW 86787D20 114 8442 SH SHARED 02 8442 D SUNTRUST BKS INC COM 86791410 74163 1063881 SH SHARED 1043681 20200 D SUNTRUST BKS INC COM 86791410 37903 543724 SH SHARED 01 367760 175964 D SUNTRUST BKS INC COM 86791410 1594 22880 SH SHR/OTHR 01 22880 D SUNTRUST BKS INC COM 86791410 10982 157550 SH SHARED 02 157550 D SUNTRUST BKS INC COM 86791410 99 1434 SH SHARED 05 200 1234 D SUNTRUST BKS INC COM 86791410 337 4840 SH SHARED 06 4290 550 D SUNTRUST BKS INC COM 86791410 34047 488415 SH SHARED 10 488415 D SUNTRUST BKS INC COM 86791410 160 2300 SH SHARED 14 2300 D SUPERCONDUCTOR TECHNOLOGIES COM 86793110 310 134993 SH SHARED 134993 D SUPERCONDUCTOR TECHNOLOGIES COM 86793110 68 29853 SH SHARED 01 29853 D SUPERCONDUCTOR TECHNOLOGIES COM 86793110 65 28263 SH SHARED 02 28263 D SUPERGEN INC COM 86805910 172 13453 SH SHARED 13453 D SUPERGEN INC COM 86805910 26 2100 SH SHARED 01 2100 D SUPERGEN INC COM 86805910 255 19935 SH SHARED 02 19935 D SUPERGEN INC COM 86805910 1920 150000 SH SHARED 04 150000 D SUPERGEN INC COM 86805910 70 5500 SH SHARED 06 5500 D SUPERGEN INC COM 86805910 70 5500 SH SHARED 10 5500 D SUPERIOR ENERGY SVCS INC COM 86815710 400 39695 SH SHARED 39695 D SUPERIOR ENERGY SVCS INC COM 86815710 65 6450 SH SHARED 01 5950 500 D SUPERIOR ENERGY SVCS INC COM 86815710 401 39828 SH SHARED 02 39828 D SUPERIOR INDS INTL INC COM 86816810 731 20652 SH SHARED 20652 D SUPERIOR INDS INTL INC COM 86816810 276 7800 SH SHARED 01 7800 D SUPERIOR INDS INTL INC COM 86816810 10 300 SH SHR/OTHR 01 300 D SUPERIOR INDS INTL INC COM 86816810 528 14925 SH SHARED 02 14925 D SUPERTEX INC COM 86853210 83 4998 SH SHARED 4998 D SUPERTEX INC COM 86853210 41 2469 SH SHARED 01 2469 D SUPERTEX INC COM 86853210 85 5122 SH SHARED 02 5122 D SUPERVALU INC NOTE 11/0 868536AN 852 2500000 PRN SHARED 2500000 D SUPERVALU INC NOTE 11/0 868536AP 29502 86518000 PRN SHARED 86518000 D SUPERVALU INC COM 86853610 207 6800 SH SHARED 6800 D SUPERVALU INC COM 86853610 10113 331168 SH SHARED 331168 D SUPERVALU INC COM 86853610 2960 96948 SH SHARED 01 96948 D SUPERVALU INC COM 86853610 2007 65718 SH SHARED 02 65718 D SUPERVALU INC COM 86853610 216 7083 SH SHARED 06 7083 D SUPERVALU INC COM 86853610 2349 76948 SH SHARED 10 76948 D SUPPORTSOFT INC COM 86858710 1056 95956 SH SHARED 95956 D SUPPORTSOFT INC COM 86858710 88 8013 SH SHARED 01 8013 D SUPPORTSOFT INC COM 86858710 228 20767 SH SHARED 02 20767 D SUREWEST COMMUNICATIONS COM 86873310 101 3800 SH SHARED 3800 D SUREWEST COMMUNICATIONS COM 86873310 229 8574 SH SHARED 02 8574 D SURMODICS INC COM 86887310 581 29220 SH SHARED 29220 D SURMODICS INC COM 86887310 88 4443 SH SHARED 01 4443 D SURMODICS INC COM 86887310 160 8043 SH SHARED 02 8043 D SUSQUEHANNA BANCSHARES INC P COM 86909910 522 20349 SH SHARED 20349 D SUSQUEHANNA BANCSHARES INC P COM 86909910 250 9773 SH SHARED 01 9773 D SUSQUEHANNA BANCSHARES INC P COM 86909910 500 19501 SH SHARED 02 19501 D SUSQUEHANNA BANCSHARES INC P COM 86909910 41 1600 SH SHARED 10 1600 D SWIFT ENERGY CO COM 87073810 546 29018 SH SHARED 29018 D SWIFT ENERGY CO COM 87073810 229 12201 SH SHARED 01 12201 D SWIFT ENERGY CO COM 87073810 245 13009 SH SHARED 02 13009 D SWIFT TRANSN CO COM 87075610 2502 144709 SH SHARED 144709 D SWIFT TRANSN CO COM 87075610 24101 1393969 SH SHARED 01 1393969 D SWIFT TRANSN CO COM 87075610 1254 72533 SH SHARED 02 72533 D SWIFT TRANSN CO COM 87075610 18 1062 SH SHARED 06 1062 D SWIFT TRANSN CO COM 87075610 21745 1257700 SH SHARED 10 1257700 D SWISS HELVETIA FD INC COM 87087510 21 1600 SH SHARED 1600 D SWISSCOM AG SPONSORED ADR 87101310 141 4300 SH SHARED 4300 D SWISSCOM AG SPONSORED ADR 87101310 0 1 SH SHARED 01 1 D SWISSCOM AG SPONSORED ADR 87101310 5564 168710 SH SHARED 02 168710 D SYBASE INC COM 87113010 2846 135614 SH SHARED 135614 D SYBASE INC COM 87113010 9615 458079 SH SHARED 01 458079 D SYBASE INC COM 87113010 1196 57025 SH SHARED 02 57025 D SYBASE INC COM 87113010 3503 166900 SH SHARED 10 166900 D SYBRON DENTAL SPECIALTIES IN COM 87114210 504 18502 SH SHARED 18502 D SYBRON DENTAL SPECIALTIES IN COM 87114210 8165 299633 SH SHARED 01 299633 D SYBRON DENTAL SPECIALTIES IN COM 87114210 516 18940 SH SHARED 02 18940 D SYBRON DENTAL SPECIALTIES IN COM 87114210 2722 99920 SH SHARED 10 99920 D SYCAMORE NETWORKS INC COM 87120610 945 231837 SH SHARED 231837 D SYCAMORE NETWORKS INC COM 87120610 51 12501 SH SHARED 01 12501 D SYCAMORE NETWORKS INC COM 87120610 521 127713 SH SHARED 02 127713 D SYKES ENTERPRISES INC COM 87123710 197 33179 SH SHARED 33179 D SYKES ENTERPRISES INC COM 87123710 39 6640 SH SHARED 01 6640 D SYKES ENTERPRISES INC COM 87123710 68 11569 SH SHARED 02 11569 D SYKES ENTERPRISES INC COM 87123710 25 4280 SH SHARED 10 4280 D SYLVAN LEARNING SYS INC COM 87139910 1421 40473 SH SHARED 40473 D SYLVAN LEARNING SYS INC COM 87139910 2616 74527 SH SHARED 01 74527 D SYLVAN LEARNING SYS INC COM 87139910 9693 276080 SH SHARED 02 276080 D SYMANTEC CORP NOTE 3.000%11/0 871503AB 139030 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 10444 3840000 PRN SHARED 02 3840000 D SYMANTEC CORP COM 87150310 173272 3742389 SH SHARED 3650171 92218 D SYMANTEC CORP COM 87150310 97374 2103127 SH SHARED 01 1293886 10100 799141 D SYMANTEC CORP COM 87150310 634 13700 SH SHR/OTHR 01 13700 D SYMANTEC CORP COM 87150310 8190 176891 SH SHARED 02 176891 D SYMANTEC CORP COM 87150310 34797 751560 SH SHARED 05 560384 191176 D SYMANTEC CORP COM 87150310 3350 72372 SH SHARED 07 72372 D SYMANTEC CORP COM 87150310 2148 46400 SH SHARED 09 46400 D SYMANTEC CORP COM 87150310 180967 3908579 SH SHARED 10 3908579 D SYMANTEC CORP COM 87150310 1213 26218 SH SHARED 14 26218 D SYMBION INC DEL COM 87150710 196 10806 SH SHARED 02 10806 D SYMBOL TECHNOLOGIES INC COM 87150810 15024 1088720 SH SHARED 1088720 D SYMBOL TECHNOLOGIES INC COM 87150810 4363 316168 SH SHARED 01 316168 D SYMBOL TECHNOLOGIES INC COM 87150810 27 1987 SH SHR/OTHR 01 1987 D SYMBOL TECHNOLOGIES INC COM 87150810 2656 192528 SH SHARED 02 192528 D SYMBOL TECHNOLOGIES INC COM 87150810 18 1322 SH SHARED 05 1322 D SYMBOL TECHNOLOGIES INC COM 87150810 125 9117 SH SHARED 06 9117 D SYMBOL TECHNOLOGIES INC COM 87150810 6970 505138 SH SHARED 10 505138 D SYMMETRICOM INC COM 87154310 92 10300 SH SHARED 10300 D SYMMETRICOM INC COM 87154310 377 42100 SH SHARED 01 42100 D SYMMETRICOM INC COM 87154310 334 37299 SH SHARED 02 37299 D SYMYX TECHNOLOGIES COM 87155S10 172 6000 SH SHARED 6000 D SYMYX TECHNOLOGIES COM 87155S10 644 22452 SH SHARED 02 22452 D SYNAPTICS INC COM 87157D10 158 9044 SH SHARED 9044 D SYNAPTICS INC COM 87157D10 10424 594351 SH SHARED 01 473181 10300 110870 D SYNAPTICS INC COM 87157D10 26 1530 SH SHR/OTHR 01 1530 D SYNAPTICS INC COM 87157D10 230 13157 SH SHARED 02 13157 D SYNAPTICS INC COM 87157D10 636 36300 SH SHARED 05 36300 D SYNAPTICS INC COM 87157D10 9364 533900 SH SHARED 10 533900 D SYNGENTA AG SPONSORED ADR 87160A10 1578 109407 SH SHARED 105507 3900 D SYNGENTA AG SPONSORED ADR 87160A10 754 52273 SH SHARED 01 20193 32080 D SYNGENTA AG SPONSORED ADR 87160A10 9 657 SH SHARED 02 657 D SYNPLICITY INC COM 87160Y10 67 9412 SH SHARED 9412 D SYNPLICITY INC COM 87160Y10 9 1345 SH SHARED 01 1345 D SYNPLICITY INC COM 87160Y10 43 6032 SH SHARED 02 6032 D SYNOPSYS INC COM 87160710 6550 228002 SH SHARED 228002 D SYNOPSYS INC COM 87160710 6699 233188 SH SHARED 01 233188 D SYNOPSYS INC COM 87160710 6238 217152 SH SHARED 02 216952 200 D SYNOPSYS INC COM 87160710 126 4410 SH SHARED 06 4410 D SYNOVUS FINL CORP COM 87161C10 17489 715299 SH SHARED 715299 D SYNOVUS FINL CORP COM 87161C10 1227 50204 SH SHARED 01 50204 D SYNOVUS FINL CORP COM 87161C10 4739 193837 SH SHARED 02 193837 D SYNOVUS FINL CORP COM 87161C10 30 1242 SH SHARED 05 1242 D SYNOVUS FINL CORP COM 87161C10 48 2000 SH SHARED 06 2000 D SYNOVUS FINL CORP COM 87161C10 2979 121872 SH SHARED 10 121872 D SYNOVUS FINL CORP COM 87161C10 56 2300 SH SHARED 14 2300 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 104 7342 SH SHARED 7342 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 16 1150 SH SHARED 01 1150 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 79 5590 SH SHARED 02 5590 D SYNTEL INC COM 87162H10 97 3524 SH SHARED 3524 D SYNTEL INC COM 87162H10 22 800 SH SHARED 01 800 D SYNTEL INC COM 87162H10 240 8704 SH SHARED 02 8704 D SYNNEX CORP COM 87162W10 264 14293 SH SHARED 02 14293 D SYNTROLEUM CORP COM 87163010 66 9239 SH SHARED 9239 D SYNTROLEUM CORP COM 87163010 157 22057 SH SHARED 02 22057 D SYPRIS SOLUTIONS INC COM 87165510 80 4758 SH SHARED 4758 D SYPRIS SOLUTIONS INC COM 87165510 13 783 SH SHARED 01 783 D SYPRIS SOLUTIONS INC COM 87165510 114 6762 SH SHARED 02 6762 D SYSCO CORP COM 87182910 69478 1779218 SH SHARED 1727718 51500 D SYSCO CORP COM 87182910 117646 3012720 SH SHARED 01 609539 2403181 D SYSCO CORP COM 87182910 24801 635132 SH SHR/OTHR 01 30370 604762 D SYSCO CORP COM 87182910 13703 350910 SH SHARED 02 350910 D SYSCO CORP COM 87182910 3276 83900 SH SHARED 04 83900 D SYSCO CORP COM 87182910 127 3258 SH SHARED 05 500 2758 D SYSCO CORP COM 87182910 543 13920 SH SHARED 06 12920 1000 D SYSCO CORP COM 87182910 14702 376497 SH SHARED 10 376497 D SYSCO CORP COM 87182910 199 5100 SH SHARED 14 5100 D SYSTEMAX INC COM 87185110 11 2200 SH SHARED 2200 D SYSTEMAX INC COM 87185110 23 4530 SH SHARED 02 4530 D TBC CORP COM 87218010 176 6015 SH SHARED 6015 D TBC CORP COM 87218010 282 9622 SH SHARED 02 9622 D TCF FINL CORP COM 87227510 906 17758 SH SHARED 17758 D TCF FINL CORP COM 87227510 1245 24385 SH SHARED 01 24385 D TCF FINL CORP COM 87227510 3421 66987 SH SHARED 02 66987 D TCW CONV SECS FD INC COM 87234010 29 5900 SH SHARED 5900 D TCW CONV SECS FD INC COM 87234010 102 20650 SH SHR/OTHR 01 20650 D TDK CORP AMERN DEP SH 87235140 587 7760 SH SHARED 01 7760 D TDK CORP AMERN DEP SH 87235140 462 6100 SH SHARED 02 6100 D TDC A/S SPONSORED ADR 87236N10 7631 414768 SH SHARED 211768 203000 D TDC A/S SPONSORED ADR 87236N10 11 600 SH SHARED 01 600 D TDC A/S SPONSORED ADR 87236N10 59 3215 SH SHARED 02 3215 D TECO ENERGY INC COM 87237510 11469 783974 SH SHARED 783974 D TECO ENERGY INC COM 87237510 1017 69564 SH SHARED 01 26745 42819 D TECO ENERGY INC COM 87237510 178 12200 SH SHR/OTHR 01 2400 9800 D TECO ENERGY INC COM 87237510 1236 84484 SH SHARED 02 84484 D TECO ENERGY INC COM 87237510 1128 77127 SH SHARED 10 77127 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 166 3978 SH SHARED 3978 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 516 12300 SH SHARED 01 3100 9200 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 163 3900 SH SHR/OTHR 01 3900 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 4 117 SH SHARED 02 117 D THQ INC COM NEW 87244340 2616 129313 SH SHARED 129313 D THQ INC COM NEW 87244340 12420 613949 SH SHARED 01 565449 11700 36800 D THQ INC COM NEW 87244340 376 18635 SH SHARED 02 18635 D THQ INC COM NEW 87244340 17136 847063 SH SHARED 10 847063 D TJX COS INC NEW NOTE 2/1 872540AL 57253 64840000 PRN SHARED 59840000 5000000 D TJX COS INC NEW NOTE 2/1 872540AL 5677 6430000 PRN SHARED 02 6430000 D TJX COS INC NEW COM 87254010 45820 1865652 SH SHARED 1751352 114300 D TJX COS INC NEW COM 87254010 5827 237279 SH SHARED 01 230279 7000 D TJX COS INC NEW COM 87254010 6462 263144 SH SHARED 02 263144 D TJX COS INC NEW COM 87254010 72 2937 SH SHARED 05 400 2537 D TJX COS INC NEW COM 87254010 163 6650 SH SHARED 06 5750 900 D TJX COS INC NEW COM 87254010 20625 839797 SH SHARED 10 839797 D TJX COS INC NEW COM 87254010 962 39200 SH SHARED 14 39200 D TRC COS INC COM 87262510 192 10306 SH SHARED 10306 D TRC COS INC COM 87262510 34 1861 SH SHARED 01 1861 D TRC COS INC COM 87262510 127 6804 SH SHARED 02 6804 D TRC COS INC COM 87262510 11 600 SH SHARED 10 600 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 722 33171 SH SHARED 02 33171 D TTM TECHNOLOGIES INC COM 87305R10 517 41452 SH SHARED 41452 D TTM TECHNOLOGIES INC COM 87305R10 151 12166 SH SHARED 01 12166 D TTM TECHNOLOGIES INC COM 87305R10 474 38026 SH SHARED 02 38026 D TXU CORP FRNT 7/1 873168AE 26381 23000000 PRN SHARED 23000000 D TXU CORP FRNT 7/1 873168AE 4014 3500000 PRN SHARED 02 3500000 D TXU CORP COM 87316810 79088 2759529 SH SHARED 2703429 56100 D TXU CORP COM 87316810 2327 81221 SH SHARED 01 68841 12380 D TXU CORP COM 87316810 300 10500 SH SHR/OTHR 01 10500 D TXU CORP COM 87316810 6781 236630 SH SHARED 02 236630 D TXU CORP COM 87316810 51 1790 SH SHARED 05 500 1290 D TXU CORP COM 87316810 93 3250 SH SHARED 06 3250 D TXU CORP COM 87316810 4549 158740 SH SHARED 10 158740 D TXU CORP COM 87316810 57 2000 SH SHARED 14 2000 D TAIWAN FD INC COM 87403610 115 8500 SH SHARED 8500 D TAIWAN FD INC COM 87403610 136 10000 SH SHR/OTHR 01 10000 D TAIWAN GREATER CHINA FD SH BEN INT 87403710 916 192600 SH SHARED 192600 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 5 548 SH SHARED 548 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 47018 4503655 SH SHARED 3614426 889229 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 14372 1376703 SH SHARED 01 1362133 4800 9770 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 5924 567495 SH SHARED 02 342995 224500 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 78 7550 SH SHARED 05 7550 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 132 12700 SH SHARED 06 12700 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 20460 1959855 SH SHARED 10 1959855 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 3066 293740 SH SHARED 14 293740 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 2663 72393 SH SHARED 72393 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 409 11125 SH SHARED 01 11125 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 2972 80787 SH SHARED 02 80787 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 72 1970 SH SHARED 10 1970 D TALBOTS INC COM 87416110 1522 42562 SH SHARED 41262 1300 D TALBOTS INC COM 87416110 220 6175 SH SHARED 01 6175 D TALBOTS INC COM 87416110 60 1698 SH SHR/OTHR 01 1698 D TALBOTS INC COM 87416110 244 6826 SH SHARED 02 6826 D TALISMAN ENERGY INC COM 87425E10 14712 249486 SH SHARED 248486 1000 D TALISMAN ENERGY INC COM 87425E10 117 2000 SH SHARED 01 2000 D TALISMAN ENERGY INC COM 87425E10 4256 72182 SH SHARED 02 72182 D TALISMAN ENERGY INC COM 87425E10 7282 123500 SH SHARED 04 123500 D TALISMAN ENERGY INC COM 87425E10 324 5500 SH SHARED 05 5500 D TALISMAN ENERGY INC COM 87425E10 424 7200 SH SHARED 10 7200 D TALISMAN ENERGY INC COM 87425E10 760 12900 SH SHARED 14 12900 D TALK AMERICA HLDGS INC COM NEW 87426R20 387 46049 SH SHARED 46049 D TALK AMERICA HLDGS INC COM NEW 87426R20 356 42307 SH SHARED 01 42307 D TALK AMERICA HLDGS INC COM NEW 87426R20 112 13303 SH SHARED 02 13303 D TALK AMERICA HLDGS INC COM NEW 87426R20 274 32600 SH SHARED 10 32600 D TALX CORP COM 87491810 273 12445 SH SHARED 12445 D TALX CORP COM 87491810 148 6787 SH SHARED 02 6787 D TANGER FACTORY OUTLET CTRS I COM 87546510 104 2300 SH SHARED 2300 D TANGER FACTORY OUTLET CTRS I COM 87546510 226 5000 SH SHARED 01 5000 D TANGER FACTORY OUTLET CTRS I COM 87546510 324 7159 SH SHARED 02 7159 D TANGER FACTORY OUTLET CTRS I COM 87546510 3172 70000 SH SHARED 11 70000 D TANOX INC COM 87588Q10 381 25593 SH SHARED 25593 D TANOX INC COM 87588Q10 1628 109400 SH SHARED 01 109400 D TANOX INC COM 87588Q10 276 18552 SH SHARED 02 18552 D TANOX INC COM 87588Q10 12879 865000 SH SHARED 04 865000 D TANOX INC COM 87588Q10 253 17000 SH SHARED 06 17000 D TANOX INC COM 87588Q10 810 54400 SH SHARED 10 54400 D TANOX INC COM 87588Q10 165 11100 SH SHARED 14 11100 D TARGET CORP COM 87612E10 147891 3283549 SH SHARED 3060893 222656 D TARGET CORP COM 87612E10 121321 2693642 SH SHARED 01 805398 13300 1874944 D TARGET CORP COM 87612E10 10540 234026 SH SHR/OTHR 01 32100 201926 D TARGET CORP COM 87612E10 20045 445050 SH SHARED 02 445050 D TARGET CORP COM 87612E10 28140 624800 SH SHARED 03 569500 55300 D TARGET CORP COM 87612E10 13277 294800 SH SHARED 04 294800 D TARGET CORP COM 87612E10 92707 2058348 SH SHARED 05 1476090 582258 D TARGET CORP COM 87612E10 9011 200083 SH SHARED 06 29083 171000 D TARGET CORP COM 87612E10 3905 86705 SH SHARED 07 86705 D TARGET CORP COM 87612E10 2472 54900 SH SHARED 09 54900 D TARGET CORP COM 87612E10 226891 5037560 SH SHARED 10 5037560 D TARGET CORP COM 87612E10 5419 120317 SH SHARED 14 120317 D TARGETED GENETICS CORP COM 87612M10 1890 870969 SH SHARED 870969 D TARAGON RLTY INVS INC COM 87628710 24 1700 SH SHARED 1700 D TARAGON RLTY INVS INC COM 87628710 81 5709 SH SHARED 02 5709 D TASER INTL INC COM 87651B10 497 6350 SH SHARED 6350 D TASER INTL INC COM 87651B10 536 6851 SH SHARED 02 6851 D TAUBMAN CTRS INC COM 87666410 302 12000 SH SHARED 12000 D TAUBMAN CTRS INC COM 87666410 7 300 SH SHARED 01 300 D TAUBMAN CTRS INC COM 87666410 40 1600 SH SHR/OTHR 01 1600 D TAUBMAN CTRS INC COM 87666410 615 24450 SH SHARED 02 24450 D TAUBMAN CTRS INC COM 87666410 7435 295400 SH SHARED 10 295400 D TAUBMAN CTRS INC COM 87666410 66013 2622700 SH SHARED 11 2622700 D TAYLOR CAP GROUP INC COM 87685110 20 900 SH SHARED 900 D TAYLOR CAP GROUP INC COM 87685110 45 1984 SH SHARED 02 1984 D TAYLOR CAP GROUP INC COM 87685110 1272 55200 SH SHARED 10 55200 D TECH DATA CORP SDCV 2.000%12/1 878237AC 6072 6000000 PRN SHARED 6000000 D TECH DATA CORP SDCV 2.000%12/1 878237AC 5 5000 PRN SHARED 01 5000 D TECH DATA CORP COM 87823710 69 1700 SH SHARED 1700 D TECH DATA CORP COM 87823710 4397 107407 SH SHARED 107407 D TECH DATA CORP COM 87823710 17628 430583 SH SHARED 01 430583 D TECH DATA CORP COM 87823710 718 17541 SH SHARED 02 17541 D TECH DATA CORP COM 87823710 16871 412100 SH SHARED 10 412100 D TECHNE CORP COM 87837710 428 10500 SH SHARED 10500 D TECHNE CORP COM 87837710 16 400 SH SHARED 01 400 D TECHNE CORP COM 87837710 851 20879 SH SHARED 02 20879 D TECHNE CORP COM 87837710 33 810 SH SHARED 10 810 D TECHNICAL OLYMPIC USA INC COM 87848310 163 5119 SH SHARED 5119 D TECHNICAL OLYMPIC USA INC COM 87848310 2 93 SH SHARED 01 93 D TECHNICAL OLYMPIC USA INC COM 87848310 190 5964 SH SHARED 02 5964 D TECHNITROL INC COM 87855510 15 800 SH SHARED 800 D TECHNITROL INC COM 87855510 188 10000 SH SHARED 10000 D TECHNITROL INC COM 87855510 869 46273 SH SHARED 02 46273 D TECHNOLOGY INVT CAP CORP COM 87871730 1094 75000 SH SHARED 75000 D TECHNOLOGY RESH CORP COM NEW 87872730 3 258 SH SHARED 02 258 D TECUMSEH PRODS CO CL A 87889520 185 4400 SH SHARED 4400 D TECUMSEH PRODS CO CL A 87889520 499 11863 SH SHARED 11863 D TECUMSEH PRODS CO CL A 87889520 228 5437 SH SHARED 01 5437 D TECUMSEH PRODS CO CL A 87889520 651 15486 SH SHARED 02 15486 D TEJON RANCH CO DEL COM 87908010 103 2800 SH SHARED 2700 100 D TEJON RANCH CO DEL COM 87908010 147 4000 SH SHARED 01 4000 D TEJON RANCH CO DEL COM 87908010 128 3488 SH SHARED 02 3488 D TEKELEC COM 87910110 1452 87569 SH SHARED 87569 D TEKELEC COM 87910110 231 13961 SH SHARED 01 13961 D TEKELEC COM 87910110 451 27208 SH SHARED 02 27208 D TEKTRONIX INC COM 87913110 4 150 SH SHARED 150 D TEKTRONIX INC COM 87913110 7577 231656 SH SHARED 231656 D TEKTRONIX INC COM 87913110 1318 40306 SH SHARED 01 38806 1500 D TEKTRONIX INC COM 87913110 1220 37310 SH SHARED 02 37310 D TEKTRONIX INC COM 87913110 1332 40730 SH SHARED 10 40730 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 12223 1063826 SH SHARED 450894 612932 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 7043 612988 SH SHARED 01 612932 56 D TELE CELULAR SUL PART S A SPON ADR PFD 87923810 2 150 SH SHARED 150 D TELE NORDESTE CELULAR PART S SPON ADR PFD 87924W10 2 75 SH SHARED 75 D TELE NORTE CELULAR PART S A SPON ADR PFD 87924Y10 21 1964 SH SHARED 1964 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 23684 1824658 SH SHARED 1270556 554102 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 22742 1752103 SH SHARED 01 1752103 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 3744 288471 SH SHARED 05 288471 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 1379 106301 SH SHARED 09 106301 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 15461 1191190 SH SHARED 10 1191190 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 2700 208028 SH SHARED 12 208028 D TELE SUDESTE CELULAR PART S SPON ADR PFD 87925210 192 18000 SH SHARED 18000 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 2 100 SH SHARED 100 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 3460 125050 SH SHARED 02 125050 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 1305 41348 SH SHARED 35348 6000 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 31 1010 SH SHARED 01 1010 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 2659 84230 SH SHARED 02 84230 D TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 87927320 22047 2070217 SH SHARED 1335070 735147 D TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 87927320 2 245 SH SHARED 01 245 D TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 87927320 852 80000 SH SHARED 02 80000 D TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 87927320 1065 100000 SH SHARED 04 100000 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 221 7074 SH SHARED 7074 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 42 1350 SH SHARED 01 1350 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 421 13466 SH SHARED 02 13466 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 657 20645 SH SHARED 20645 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 5 170 SH SHARED 01 170 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 4205 248103 SH SHARED 248103 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 44 2613 SH SHARED 01 2613 D TELECOMMUNICATION SYS INC CL A 87929J10 60 8357 SH SHARED 8357 D TELECOMMUNICATION SYS INC CL A 87929J10 14 2072 SH SHARED 01 2072 D TELECOMMUNICATION SYS INC CL A 87929J10 83 11607 SH SHARED 02 11607 D TELEDYNE TECHNOLOGIES INC COM 87936010 590 31590 SH SHARED 31590 D TELEDYNE TECHNOLOGIES INC COM 87936010 3225 172495 SH SHARED 01 172495 D TELEDYNE TECHNOLOGIES INC COM 87936010 38 2067 SH SHR/OTHR 01 2067 D TELEDYNE TECHNOLOGIES INC COM 87936010 568 30420 SH SHARED 02 30420 D TELEDYNE TECHNOLOGIES INC COM 87936010 110 5900 SH SHARED 10 5900 D TELEFLEX INC COM 87936910 2255 45819 SH SHARED 45219 600 D TELEFLEX INC COM 87936910 2482 50430 SH SHARED 01 45870 4560 D TELEFLEX INC COM 87936910 19 396 SH SHR/OTHR 01 396 D TELEFLEX INC COM 87936910 483 9815 SH SHARED 02 9815 D TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 6 593 SH SHARED 593 D TELEFONICA MOVILES S A SPONSORED ADR 87938V10 5 500 SH SHARED 02 500 D TELEFONICA S A SPONSORED ADR 87938220 331 7283 SH SHARED 7283 D TELEFONICA S A SPONSORED ADR 87938220 12933 284001 SH SHARED 01 21418 262583 D TELEFONICA S A SPONSORED ADR 87938220 1701 37362 SH SHR/OTHR 01 37362 D TELEFONICA S A SPONSORED ADR 87938220 2 49 SH SHARED 02 49 D TELEFONICA S A SPONSORED ADR 87938220 41 905 SH SHARED 06 905 D TELEFONICA S A SPONSORED ADR 87938220 21135 464100 SH SHARED 10 464100 D TELEFONOS DE MEXICO S A DBCV 4.250% 6/1 879403AD 15 13000 PRN SHARED 01 13000 D TELEFONOS DE MEXICO S A DBCV 4.250% 6/1 879403AD 5368 4577000 PRN SHARED 02 4577000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 2409 69018 SH SHARED 41904 27114 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 79750 2284448 SH SHARED 01 2217673 66775 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 41 1200 SH SHR/OTHR 01 1200 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 1283 36770 SH SHARED 02 36770 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 3316 95000 SH SHARED 04 95000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 10002 286530 SH SHARED 05 283030 3500 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 4817 138000 SH SHARED 09 138000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 90545 2593687 SH SHARED 10 2593687 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 24702 707616 SH SHARED 12 707616 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 1686 48300 SH SHARED 14 48300 D TELELESTE CELULAR PART S A SPON ADR PFD 87943B10 10787 960595 SH SHARED 390885 569710 D TELELESTE CELULAR PART S A SPON ADR PFD 87943B10 6397 569710 SH SHARED 01 569710 D TELEPHONE & DATA SYS INC COM 87943310 881 12440 SH SHARED 12440 D TELEPHONE & DATA SYS INC COM 87943310 2462 34750 SH SHARED 01 32650 2100 D TELEPHONE & DATA SYS INC COM 87943310 978 13807 SH SHARED 02 13807 D TELEPHONE & DATA SYS INC COM 87943310 2586 36500 SH SHARED 04 36500 D TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 2 75 SH SHARED 75 D TELENOR ASA SPONSORED ADR 87944W10 146 6900 SH SHARED 02 6900 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 39420 4317724 SH SHARED 2827092 1490632 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 15275 1673143 SH SHARED 01 1673143 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 153 16810 SH SHARED 02 16810 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 4890 535600 SH SHARED 05 535600 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 1186 130000 SH SHARED 09 130000 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 7567 828900 SH SHARED 10 828900 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 2965 324800 SH SHARED 12 324800 D TELEWEST COMMUNICATIONS PLC SPON ADR NEW 87956P20 11 1957 SH SHARED 1957 D TELIK INC COM 87959M10 487 18147 SH SHARED 18147 D TELIK INC COM 87959M10 0 19 SH SHARED 01 19 D TELIK INC COM 87959M10 650 24237 SH SHARED 02 24237 D TELIK INC COM 87959M10 20414 760600 SH SHARED 04 760600 D TELIK INC COM 87959M10 375 14000 SH SHARED 06 14000 D TELIK INC COM 87959M10 375 14000 SH SHARED 10 14000 D TELIK INC COM 87959M10 220 8200 SH SHARED 14 8200 D TELIASONERA A B SPONSORED ADR 87960M10 208 9700 SH SHARED 02 9700 D TELKOM SA LTD SPONSORED ADR 87960310 39 800 SH SHARED 02 800 D TELKONET INC COM 87960410 10 2000 SH SHARED 02 2000 D TELLABS INC COM 87966410 10954 1264933 SH SHARED 1264933 D TELLABS INC COM 87966410 505 58371 SH SHARED 01 58371 D TELLABS INC COM 87966410 2219 256288 SH SHARED 02 256288 D TELLABS INC COM 87966410 9 1070 SH SHARED 05 1070 D TELLABS INC COM 87966410 59 6890 SH SHARED 06 6890 D TELLABS INC COM 87966410 1610 185983 SH SHARED 10 185983 D TELLABS INC COM 87966410 38 4400 SH SHARED 14 4400 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 113 6500 SH SHARED 6500 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 312 17850 SH SHARED 01 17850 D TELULAR CORP COM NEW 87970T20 315 21783 SH SHARED 21783 D TELULAR CORP COM NEW 87970T20 49 3417 SH SHARED 01 3417 D TELULAR CORP COM NEW 87970T20 101 7006 SH SHARED 02 7006 D TELUS CORP NON-VTG SHS 87971M20 21215 1263558 SH SHARED 1252958 10600 D TELUS CORP NON-VTG SHS 87971M20 13 812 SH SHARED 01 812 D TELUS CORP NON-VTG SHS 87971M20 2135 127189 SH SHARED 02 127189 D TELUS CORP NON-VTG SHS 87971M20 13 812 SH SHARED 10 812 D TEMPLE INLAND INC COM 87986810 9190 145104 SH SHARED 145104 D TEMPLE INLAND INC COM 87986810 4825 76190 SH SHARED 01 48710 27480 D TEMPLE INLAND INC COM 87986810 552 8730 SH SHR/OTHR 01 8730 D TEMPLE INLAND INC COM 87986810 1641 25910 SH SHARED 02 25910 D TEMPLE INLAND INC COM 87986810 3167 50000 SH SHARED 04 50000 D TEMPLE INLAND INC COM 87986810 70 1120 SH SHARED 05 860 260 D TEMPLE INLAND INC COM 87986810 28 450 SH SHARED 06 450 D TEMPLE INLAND INC COM 87986810 2418 38183 SH SHARED 10 38183 D TELETECH HOLDINGS INC COM 87993910 120 19193 SH SHARED 19193 D TELETECH HOLDINGS INC COM 87993910 2206 352459 SH SHARED 01 352459 D TELETECH HOLDINGS INC COM 87993910 126 20160 SH SHARED 02 20160 D TELETECH HOLDINGS INC COM 87993910 2023 323300 SH SHARED 10 323300 D TELESYSTEM INTL WIRELESS INC COM NEW 87994660 993 87400 SH SHARED 02 87400 D TEMPLETON DRAGON FD INC COM 88018T10 1777 115100 SH SHARED 115100 D TEMPLETON DRAGON FD INC COM 88018T10 296 19183 SH SHR/OTHR 01 19183 D TEMPLETON EMERGING MKTS FD I COM 88019110 171 12000 SH SHR/OTHR 01 12000 D TEMPLETON EMERG MKTS INCOME COM 88019210 69 5000 SH SHARED 5000 D TEMPLETON EMERG MKTS INCOME COM 88019210 1398 100000 SH SHR/OTHR 01 100000 D TEMPLETON GLOBAL INCOME FD I COM 88019810 804 88600 SH SHARED 88600 D TEMPLETON GLOBAL INCOME FD I COM 88019810 160 17700 SH SHARED 01 17700 D TEMPLETON GLOBAL INCOME FD I COM 88019810 45 5000 SH SHR/OTHR 01 5000 D TEMPLETON RUS AND EAST EUR F COM 88022F10 1282 28100 SH SHARED 28100 D TEMPUR PEDIC INTL INC COM 88023U10 112 7175 SH SHARED 5150 2025 D TEMPUR PEDIC INTL INC COM 88023U10 14025 896750 SH SHARED 01 894900 1850 D TEMPUR PEDIC INTL INC COM 88023U10 21 1382 SH SHR/OTHR 01 1382 D TEMPUR PEDIC INTL INC COM 88023U10 822 52590 SH SHARED 02 52590 D TEMPUR PEDIC INTL INC COM 88023U10 30842 1972000 SH SHARED 10 1972000 D TENARIS S A SPONSORED ADR 88031M10 1691 51596 SH SHARED 24492 27104 D TENARIS S A SPONSORED ADR 88031M10 835 25470 SH SHARED 01 25470 D TENARIS S A SPONSORED ADR 88031M10 1180 36000 SH SHARED 04 36000 D TENARIS S A SPONSORED ADR 88031M10 327 10000 SH SHARED 09 10000 D TENARIS S A SPONSORED ADR 88031M10 2055 62700 SH SHARED 10 62700 D TENET HEALTHCARE CORP COM 88033G10 22360 2003600 SH SHARED 1996500 7100 D TENET HEALTHCARE CORP COM 88033G10 702 62954 SH SHARED 01 54504 8450 D TENET HEALTHCARE CORP COM 88033G10 3312 296813 SH SHARED 02 296813 D TENET HEALTHCARE CORP COM 88033G10 16 1486 SH SHARED 05 450 1036 D TENET HEALTHCARE CORP COM 88033G10 83 7475 SH SHARED 06 6350 1125 D TENET HEALTHCARE CORP COM 88033G10 2675 239727 SH SHARED 10 239727 D TENET HEALTHCARE CORP COM 88033G10 41 3750 SH SHARED 14 3750 D TENNANT CO COM 88034510 137 3463 SH SHARED 3463 D TENNANT CO COM 88034510 21 537 SH SHARED 01 537 D TENNANT CO COM 88034510 168 4247 SH SHARED 02 4247 D TENNECO AUTOMOTIVE INC COM 88034910 274 21600 SH SHARED 21600 D TENNECO AUTOMOTIVE INC COM 88034910 3136 247200 SH SHARED 01 247200 D TENNECO AUTOMOTIVE INC COM 88034910 258 20407 SH SHARED 02 20407 D TENNECO AUTOMOTIVE INC COM 88034910 2895 228200 SH SHARED 10 228200 D TERADYNE INC SDCV 3.750%10/1 880770AD 44917 40105000 PRN SHARED 40105000 D TERADYNE INC SDCV 3.750%10/1 880770AD 8396 7497000 PRN SHARED 02 7497000 D TERADYNE INC COM 88077010 14095 591486 SH SHARED 470523 120963 D TERADYNE INC COM 88077010 14449 606369 SH SHARED 01 589000 17369 D TERADYNE INC COM 88077010 551 23138 SH SHR/OTHR 01 23138 D TERADYNE INC COM 88077010 2035 85410 SH SHARED 02 85410 D TERADYNE INC COM 88077010 2144 90000 SH SHARED 04 90000 D TERADYNE INC COM 88077010 12 515 SH SHARED 05 515 D TERADYNE INC COM 88077010 300 12608 SH SHARED 06 12608 D TERADYNE INC COM 88077010 29367 1232393 SH SHARED 10 1232393 D TERADYNE INC COM 88077010 3062 128500 SH SHARED 14 128500 D TERAYON COMMUNICATION SYS COM 88077510 773 226043 SH SHARED 226043 D TERAYON COMMUNICATION SYS COM 88077510 141 41461 SH SHARED 01 41461 D TERAYON COMMUNICATION SYS COM 88077510 408 119528 SH SHARED 02 119528 D TEREX CORP NEW COM 88077910 25873 699859 SH SHARED 699859 D TEREX CORP NEW COM 88077910 6340 171500 SH SHARED 01 171500 D TEREX CORP NEW COM 88077910 808 21864 SH SHARED 02 21864 D TEREX CORP NEW COM 88077910 5399 146050 SH SHARED 10 146050 D TERRA INDS INC COM 88091510 262 42454 SH SHARED 02 42454 D TERRA NETWORKS S A SPONSORED ADR 88100W10 174 28508 SH SHARED 28508 D TERRA NETWORKS S A SPONSORED ADR 88100W10 44 7262 SH SHARED 01 7262 D TERRA NETWORKS S A SPONSORED ADR 88100W10 307 50300 SH SHARED 02 50300 D TERREMARK WORLDWIDE INC COM 88144810 7 10000 SH SHARED 01 10000 D TESORO PETE CORP COM 88160910 813 43291 SH SHARED 43291 D TESORO PETE CORP COM 88160910 804 42800 SH SHARED 01 42800 D TESORO PETE CORP COM 88160910 532 28353 SH SHARED 02 28353 D TESORO PETE CORP COM 88160910 12472 663800 SH SHARED 10 663800 D TETRA TECHNOLOGIES INC DEL COM 88162F10 327 12547 SH SHARED 12547 D TETRA TECHNOLOGIES INC DEL COM 88162F10 27 1042 SH SHARED 01 1042 D TETRA TECHNOLOGIES INC DEL COM 88162F10 255 9785 SH SHARED 02 9785 D TETRA TECH INC NEW COM 88162G10 278 13000 SH SHARED 13000 D TETRA TECH INC NEW COM 88162G10 674 31450 SH SHARED 01 31450 D TETRA TECH INC NEW COM 88162G10 1127 52544 SH SHARED 02 52544 D TETRA TECH INC NEW COM 88162G10 953 44420 SH SHARED 10 44420 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 107 1700 SH SHR/OTHR 1700 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 121511 1917488 SH SHARED 1862471 55017 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 5032 79411 SH SHARED 01 52871 9900 16640 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 133 2100 SH SHR/OTHR 01 2100 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1681 26527 SH SHARED 02 26527 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 21685 342200 SH SHARED 04 342200 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 57 900 SH SHARED 05 900 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 9055 142900 SH SHARED 06 23900 119000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 48441 764430 SH SHARED 10 764430 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 437 6900 SH SHARED 14 6900 D TEVA PHARMACEUTICAL FIN NV NOTE 0.750% 8/1 88163XAB 12563 8500000 PRN SHARED 8500000 D TESSERA TECHNOLOGIES INC COM 88164L10 11 640 SH SHARED 640 D TESSERA TECHNOLOGIES INC COM 88164L10 416 22798 SH SHARED 02 22798 D TEVA PHARMACEUTICALS FIN B V DBCV 0.375%11/1 88164MAB 21271 14106000 PRN SHARED 02 14106000 D TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA 2072 2000000 PRN SHARED 02 2000000 D TESMA INTL INC CL A SUB VTG 88190810 41 1755 SH SHARED 02 1755 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 220 13545 SH SHARED 02 13545 D TEXAS GENCO HLDGS INC COM 88244310 221 6200 SH SHR/OTHR 6200 D TEXAS GENCO HLDGS INC COM 88244310 148 4163 SH SHARED 4163 D TEXAS GENCO HLDGS INC COM 88244310 2 60 SH SHARED 01 60 D TEXAS GENCO HLDGS INC COM 88244310 50 1420 SH SHARED 02 1420 D TEXAS INDS INC COM 88249110 879 24317 SH SHARED 24317 D TEXAS INDS INC COM 88249110 80 2217 SH SHARED 01 1641 576 D TEXAS INDS INC COM 88249110 381 10550 SH SHARED 02 10550 D TEXAS INSTRS INC COM 88250810 20 697 SH SHARED 697 D TEXAS INSTRS INC COM 88250810 219401 7508598 SH SHARED 7371788 136810 D TEXAS INSTRS INC COM 88250810 218720 7485304 SH SHARED 01 4175564 29600 3280140 D TEXAS INSTRS INC COM 88250810 8407 287746 SH SHR/OTHR 01 18300 269446 D TEXAS INSTRS INC COM 88250810 39731 1359730 SH SHARED 02 1359730 D TEXAS INSTRS INC COM 88250810 11287 386280 SH SHARED 03 354380 31900 D TEXAS INSTRS INC COM 88250810 16217 555000 SH SHARED 04 555000 D TEXAS INSTRS INC COM 88250810 63124 2160319 SH SHARED 05 1763542 396777 D TEXAS INSTRS INC COM 88250810 4766 163118 SH SHARED 06 135318 27800 D TEXAS INSTRS INC COM 88250810 6307 215870 SH SHARED 07 215870 D TEXAS INSTRS INC COM 88250810 3956 135400 SH SHARED 09 135400 D TEXAS INSTRS INC COM 88250810 368505 12611414 SH SHARED 10 12611414 D TEXAS INSTRS INC COM 88250810 409 14008 SH SHARED 14 14008 D TEXAS PAC LD TR SUB CTF PROP I T 88261010 355 5654 SH SHR/OTHR 01 5654 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 492 11570 SH SHARED 11570 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 4243 99720 SH SHARED 01 99720 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 46 1100 SH SHR/OTHR 01 1100 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 585 13764 SH SHARED 02 13764 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 2113 49670 SH SHARED 10 49670 D THAI FD INC COM 88290410 1015 108500 SH SHARED 108500 D TEXTRON INC COM 88320310 25401 477924 SH SHARED 399124 78800 D TEXTRON INC COM 88320310 43670 821648 SH SHARED 01 489915 900 330833 D TEXTRON INC COM 88320310 545 10272 SH SHR/OTHR 01 10272 D TEXTRON INC COM 88320310 6993 131575 SH SHARED 02 131575 D TEXTRON INC COM 88320310 27 520 SH SHARED 05 100 420 D TEXTRON INC COM 88320310 58 1100 SH SHARED 06 1100 D TEXTRON INC COM 88320310 41956 789389 SH SHARED 10 789389 D TEXTRON INC COM 88320310 74 1400 SH SHARED 14 1400 D THERAGENICS CORP COM 88337510 148 27653 SH SHARED 27653 D THERAGENICS CORP COM 88337510 26 4947 SH SHARED 01 4947 D THERAGENICS CORP COM 88337510 81 15187 SH SHARED 02 15187 D THERASENSE INC COM 88338110 164 6100 SH SHARED 6100 D THERASENSE INC COM 88338110 242 9009 SH SHARED 01 8859 150 D THERASENSE INC COM 88338110 638 23693 SH SHARED 02 23693 D THERASENSE INC COM 88338110 163 6059 SH SHARED 10 6059 D THERMA-WAVE INC COM 88343A10 237 60936 SH SHARED 60936 D THERMA-WAVE INC COM 88343A10 58 15110 SH SHARED 01 15110 D THERMO ELECTRON CORP COM 88355610 15708 555466 SH SHARED 555466 D THERMO ELECTRON CORP COM 88355610 1557 55070 SH SHARED 01 49679 5391 D THERMO ELECTRON CORP COM 88355610 174 6169 SH SHR/OTHR 01 6169 D THERMO ELECTRON CORP COM 88355610 3592 127018 SH SHARED 02 127018 D THERMO ELECTRON CORP COM 88355610 16 574 SH SHARED 05 574 D THERMO ELECTRON CORP COM 88355610 45 1600 SH SHARED 06 1600 D THERMO ELECTRON CORP COM 88355610 2081 73608 SH SHARED 10 73608 D THERMOGENESIS CORP COM NEW 88362320 89 22534 SH SHARED 02 22534 D THESTREET COM COM 88368Q10 15 3400 SH SHARED 3400 D THESTREET COM COM 88368Q10 28 6329 SH SHARED 02 6329 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 29 6200 SH SHARED 6200 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 100 21462 SH SHARED 02 21462 D THOMAS & BETTS CORP COM 88431510 3205 146925 SH SHARED 146925 D THOMAS & BETTS CORP COM 88431510 585 26814 SH SHARED 01 24179 2635 D THOMAS & BETTS CORP COM 88431510 1099 50373 SH SHARED 02 50373 D THOMAS & BETTS CORP COM 88431510 511 23455 SH SHARED 10 23455 D THOMAS INDS INC COM 88442510 160 5103 SH SHARED 5103 D THOMAS INDS INC COM 88442510 37 1206 SH SHARED 01 1006 200 D THOMAS INDS INC COM 88442510 255 8098 SH SHARED 02 8098 D THOMSON CORP COM 88490310 219 7120 SH SHARED 2020 5100 D THOMSON CORP COM 88490310 119 3878 SH SHARED 01 3878 D THOMSON CORP COM 88490310 4829 156507 SH SHARED 02 156507 D THOMSON CORP COM 88490310 401 13000 SH SHARED 05 13000 D THOMSON CORP COM 88490310 40 1300 SH SHARED 06 600 700 D THOMSON CORP COM 88490310 40 1300 SH SHARED 10 1300 D THOMSON SPONSORED ADR 88511810 382 20485 SH SHARED 20485 D THOMSON SPONSORED ADR 88511810 71 3815 SH SHARED 01 3815 D THOR INDS INC COM 88516010 696 25927 SH SHARED 25927 D THOR INDS INC COM 88516010 26460 985132 SH SHARED 01 951432 5300 28400 D THOR INDS INC COM 88516010 483 18015 SH SHARED 02 18015 D THOR INDS INC COM 88516010 31528 1173807 SH SHARED 10 1173807 D THORATEC CORP COM NEW 88517530 223 17901 SH SHARED 17901 D THORATEC CORP COM NEW 88517530 2612 209695 SH SHARED 01 195151 14544 D THORATEC CORP COM NEW 88517530 306 24626 SH SHARED 02 24626 D THORATEC CORP COM NEW 88517530 5187 416301 SH SHARED 10 416301 D THORNBURG MTG INC COM 88521810 596 19173 SH SHARED 19173 D THORNBURG MTG INC COM 88521810 213 6855 SH SHARED 02 6855 D 3COM CORP COM 88553510 39 5600 SH SHARED 5600 D 3COM CORP COM 88553510 747 105912 SH SHARED 76412 29500 D 3COM CORP COM 88553510 14410 2041100 SH SHARED 01 2029500 10600 1000 D 3COM CORP COM 88553510 36 5174 SH SHR/OTHR 01 5174 D 3COM CORP COM 88553510 707 100266 SH SHARED 02 100266 D 3COM CORP COM 88553510 103 14654 SH SHARED 06 14654 D 3COM CORP COM 88553510 15161 2147500 SH SHARED 10 2147500 D 3-D SYS CORP DEL COM NEW 88554D20 25 2000 SH SHARED 02 2000 D THREE FIVE SYS INC COM 88554L10 610 93167 SH SHARED 93167 D THREE FIVE SYS INC COM 88554L10 54 8357 SH SHARED 01 8357 D THREE FIVE SYS INC COM 88554L10 74 11331 SH SHARED 02 11331 D 3M CO NOTE 11/2 88579YAB 813 889000 PRN SHARED 889000 D 3M CO NOTE 11/2 88579YAB 75 82000 PRN SHARED 02 82000 D 3M CO NOTE 11/2 88579YAB 2196 2400000 PRN SHARED 06 2400000 D 3M CO COM 88579Y10 305187 3727707 SH SHARED 3550416 177291 D 3M CO COM 88579Y10 182276 2226417 SH SHARED 01 908361 7000 1311056 D 3M CO COM 88579Y10 25683 313710 SH SHR/OTHR 01 29354 284356 D 3M CO COM 88579Y10 31418 383757 SH SHARED 02 383757 D 3M CO COM 88579Y10 40624 496208 SH SHARED 05 332898 163310 D 3M CO COM 88579Y10 1983 24229 SH SHARED 06 23229 1000 D 3M CO COM 88579Y10 3895 47586 SH SHARED 07 47586 D 3M CO COM 88579Y10 2194 26800 SH SHARED 09 26800 D 3M CO COM 88579Y10 175980 2149508 SH SHARED 10 2149508 D 3M CO COM 88579Y10 465 5685 SH SHARED 14 5685 D TIBCO SOFTWARE INC COM 88632Q10 4180 511748 SH SHARED 511748 D TIBCO SOFTWARE INC COM 88632Q10 42698 5226300 SH SHARED 01 5198700 27600 D TIBCO SOFTWARE INC COM 88632Q10 791 96831 SH SHARED 02 96831 D TIBCO SOFTWARE INC COM 88632Q10 1634 200000 SH SHARED 04 200000 D TIBCO SOFTWARE INC COM 88632Q10 46917 5742700 SH SHARED 10 5742700 D TIDEWATER INC COM 88642310 11162 396827 SH SHARED 324627 72200 D TIDEWATER INC COM 88642310 2391 85000 SH SHARED 01 85000 D TIDEWATER INC COM 88642310 1238 44040 SH SHARED 02 44040 D TIER TECHNOLOGIES INC CL B 88650Q10 105 9846 SH SHARED 9846 D TIER TECHNOLOGIES INC CL B 88650Q10 6 564 SH SHARED 01 564 D TIER TECHNOLOGIES INC CL B 88650Q10 230 21608 SH SHARED 02 21608 D TIERONE CORP COM 88650R10 136 5811 SH SHARED 5811 D TIERONE CORP COM 88650R10 273 11675 SH SHARED 02 11675 D TIERONE CORP COM 88650R10 1384 59000 SH SHARED 10 59000 D TIFFANY & CO NEW COM 88654710 17310 453523 SH SHARED 447298 6225 D TIFFANY & CO NEW COM 88654710 11106 290984 SH SHARED 01 61507 229477 D TIFFANY & CO NEW COM 88654710 1255 32887 SH SHR/OTHR 01 2700 30187 D TIFFANY & CO NEW COM 88654710 3135 82138 SH SHARED 02 82138 D TIFFANY & CO NEW COM 88654710 44 1170 SH SHARED 05 200 970 D TIFFANY & CO NEW COM 88654710 1805 47300 SH SHARED 06 47300 D TIFFANY & CO NEW COM 88654710 7728 202465 SH SHARED 10 202465 D TIFFANY & CO NEW COM 88654710 40 1074 SH SHARED 14 1074 D TIMBERLAND CO CL A 88710010 83 1400 SH SHARED 1400 D TIMBERLAND CO CL A 88710010 1842 30988 SH SHARED 30988 D TIMBERLAND CO CL A 88710010 535 9000 SH SHARED 01 9000 D TIMBERLAND CO CL A 88710010 475 7991 SH SHARED 02 7991 D TIME WARNER INC COM 88731710 468099 27763923 SH SHARED 26652808 1111115 D TIME WARNER INC COM 88731710 109730 6508332 SH SHARED 01 2424939 39575 4043818 D TIME WARNER INC COM 88731710 6523 386947 SH SHR/OTHR 01 3970 382977 D TIME WARNER INC COM 88731710 48247 2861649 SH SHARED 02 2861649 D TIME WARNER INC COM 88731710 22236 1318910 SH SHARED 03 1129110 189800 D TIME WARNER INC COM 88731710 183947 10910300 SH SHARED 04 10910300 D TIME WARNER INC COM 88731710 103438 6135123 SH SHARED 05 4516280 1618843 D TIME WARNER INC COM 88731710 42646 2529457 SH SHARED 06 1569457 960000 D TIME WARNER INC COM 88731710 5246 311155 SH SHARED 07 311155 D TIME WARNER INC COM 88731710 3312 196500 SH SHARED 09 196500 D TIME WARNER INC COM 88731710 187576 11125551 SH SHARED 10 11125551 D TIME WARNER INC COM 88731710 7709 457292 SH SHARED 14 457292 D TIME WARNER TELECOM INC CL A 88731910 69 10700 SH SHARED 10700 D TIME WARNER TELECOM INC CL A 88731910 97 14900 SH SHARED 01 14900 D TIME WARNER TELECOM INC CL A 88731910 141 21643 SH SHARED 02 21643 D TIME WARNER TELECOM INC CL A 88731910 5347 818896 SH SHARED 10 818896 D TIMKEN CO COM 88738910 246 10600 SH SHARED 10600 D TIMKEN CO COM 88738910 491 21147 SH SHARED 21147 D TIMKEN CO COM 88738910 81 3500 SH SHARED 01 3500 D TIMKEN CO COM 88738910 131 5652 SH SHARED 02 5652 D TITAN CORP COM 88826610 32800 1624598 SH SHARED 1624598 D TITAN CORP COM 88826610 327 16200 SH SHARED 01 16200 D TITAN CORP COM 88826610 1432 70961 SH SHARED 02 70961 D TITAN PHARMACEUTICALS INC DE COM 88831410 3 700 SH SHARED 700 D TITANIUM METALS CORP COM NEW 88833920 173 1745 SH SHARED 02 1745 D TIVO INC COM 88870610 113 12800 SH SHARED 12800 D TIVO INC COM 88870610 141 15950 SH SHARED 01 15950 D TIVO INC COM 88870610 339 38134 SH SHARED 02 38134 D TODCO CL A 88889T10 96 6613 SH SHARED 02 6613 D TOLL BROTHERS INC COM 88947810 190 4200 SH SHARED 4200 D TOLL BROTHERS INC COM 88947810 1328 29252 SH SHARED 29252 D TOLL BROTHERS INC COM 88947810 1517 33400 SH SHARED 01 33400 D TOLL BROTHERS INC COM 88947810 1362 29982 SH SHARED 02 29982 D TOLL BROTHERS INC COM 88947810 422 9300 SH SHARED 10 9300 D TOLLGRADE COMMUNICATIONS INC COM 88954210 91 5712 SH SHARED 5712 D TOLLGRADE COMMUNICATIONS INC COM 88954210 8 548 SH SHARED 01 548 D TOLLGRADE COMMUNICATIONS INC COM 88954210 108 6787 SH SHARED 02 6787 D TOM ONLINE INC ADR REG S 88972820 13 1100 SH SHARED 1100 D TOM ONLINE INC ADR REG S 88972820 8 700 SH SHARED 01 700 D TOM ONLINE INC ADR REG S 88972820 85 7000 SH SHARED 02 7000 D TOM ONLINE INC ADR REG S 88972820 189 15600 SH SHARED 10 15600 D TOMKINS PLC SPONSORED ADR 89003020 3036 154600 SH SHARED 02 154600 D TOMPKINSTRUSTCO INC COM 89011010 100 2200 SH SHARED 2200 D TOMPKINSTRUSTCO INC COM 89011010 186 4109 SH SHARED 02 4109 D TOO INC COM 89033310 1665 79496 SH SHARED 79496 D TOO INC COM 89033310 243 11631 SH SHARED 01 11631 D TOO INC COM 89033310 537 25656 SH SHARED 02 25656 D TOOTSIE ROLL INDS INC COM 89051610 454 12435 SH SHARED 12435 D TOOTSIE ROLL INDS INC COM 89051610 519 14203 SH SHARED 01 14203 D TOOTSIE ROLL INDS INC COM 89051610 376 10306 SH SHARED 02 10306 D TOPPS INC COM 89078610 58 6100 SH SHARED 6100 D TOPPS INC COM 89078610 73 7700 SH SHARED 7700 D TOPPS INC COM 89078610 166 17452 SH SHARED 02 17452 D TOPPS INC COM 89078610 36 3780 SH SHARED 10 3780 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 73 10401 SH SHARED 10401 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 0 99 SH SHARED 01 99 D TORCHMARK CORP COM 89102710 13694 254600 SH SHARED 254600 D TORCHMARK CORP COM 89102710 1966 36568 SH SHARED 01 18900 17668 D TORCHMARK CORP COM 89102710 3244 60320 SH SHARED 02 60320 D TORCHMARK CORP COM 89102710 19 370 SH SHARED 05 370 D TORCHMARK CORP COM 89102710 4566 84894 SH SHARED 10 84894 D TORCHMARK CORP COM 89102710 86 1600 SH SHARED 14 1600 D TOREADOR RES CORP COM 89105010 44 8844 SH SHARED 8844 D TOREADOR RES CORP COM 89105010 10 2193 SH SHARED 01 2193 D TORO CO COM 89109210 99 1600 SH SHARED 1600 D TORO CO COM 89109210 412 6661 SH SHARED 6661 D TORO CO COM 89109210 9166 147839 SH SHARED 01 147839 D TORO CO COM 89109210 741 11958 SH SHARED 02 11958 D TORO CO COM 89109210 6393 103120 SH SHARED 10 103120 D TORONTO DOMINION BK ONT COM NEW 89116050 49800 1416794 SH SHARED 1416794 D TORONTO DOMINION BK ONT COM NEW 89116050 95 2713 SH SHARED 01 1713 1000 D TORONTO DOMINION BK ONT COM NEW 89116050 733 20859 SH SHARED 02 20859 D TORONTO DOMINION BK ONT COM NEW 89116050 1054 30000 SH SHARED 04 30000 D TORONTO DOMINION BK ONT COM NEW 89116050 977 27800 SH SHARED 05 27800 D TORONTO DOMINION BK ONT COM NEW 89116050 179 5107 SH SHARED 14 5107 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 7717 308100 SH SHARED 10 308100 D TOTAL ENTMT RESTAURANT CORP COM 89150E10 73 5273 SH SHARED 5273 D TOTAL ENTMT RESTAURANT CORP COM 89150E10 18 1307 SH SHARED 01 1307 D TOTAL S A SPONSORED ADR 89151E10 11406 123985 SH SHARED 99285 24700 D TOTAL S A SPONSORED ADR 89151E10 8976 97572 SH SHARED 01 8551 89021 D TOTAL S A SPONSORED ADR 89151E10 27 300 SH SHR/OTHR 01 300 D TOTAL S A SPONSORED ADR 89151E10 930 10119 SH SHARED 02 10119 D TOTAL S A SPONSORED ADR 89151E10 1701 18490 SH SHARED 10 18490 D TOWER AUTOMOTIVE INC NOTE 5.000% 8/0 891707AE 20453 21306000 PRN SHARED 21075000 231000 D TOWER AUTOMOTIVE INC COM 89170710 309 61347 SH SHARED 61347 D TOWER AUTOMOTIVE INC COM 89170710 1769 351000 SH SHARED 01 351000 D TOWER AUTOMOTIVE INC COM 89170710 329 65299 SH SHARED 02 65299 D TOWER AUTOMOTIVE INC COM 89170710 1651 327700 SH SHARED 10 327700 D TOTAL SYS SVCS INC COM 89190610 112 5338 SH SHARED 5338 D TOTAL SYS SVCS INC COM 89190610 178 8462 SH SHARED 01 8462 D TOTAL SYS SVCS INC COM 89190610 85 4060 SH SHARED 02 4060 D TOWN & CTRY TR SH BEN INT 89208110 106 3900 SH SHARED 3900 D TOWN & CTRY TR SH BEN INT 89208110 408 15000 SH SHR/OTHR 01 15000 D TOWN & CTRY TR SH BEN INT 89208110 190 6991 SH SHARED 02 6991 D TOWN & CTRY TR SH BEN INT 89208110 7208 265000 SH SHARED 10 265000 D TOWN & CTRY TR SH BEN INT 89208110 16861 619900 SH SHARED 11 619900 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 1862 25000 SH SHARED 25000 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 1180 15851 SH SHARED 01 15851 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 0 12 SH SHR/OTHR 01 12 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 12 167 SH SHARED 02 167 D TOYS R US INC COM 89233510 17714 1054430 SH SHARED 833018 221412 D TOYS R US INC COM 89233510 498 29691 SH SHARED 01 29691 D TOYS R US INC COM 89233510 71 4250 SH SHR/OTHR 01 4250 D TOYS R US INC COM 89233510 1736 103348 SH SHARED 02 103348 D TOYS R US INC COM 89233510 9 558 SH SHARED 05 558 D TOYS R US INC COM 89233510 31 1850 SH SHARED 06 1850 D TOYS R US INC COM 89233510 1800 107164 SH SHARED 10 107164 D TPG N V SPONSORED ADR 89233910 263 12421 SH SHARED 12421 D TPG N V SPONSORED ADR 89233910 708 33455 SH SHARED 01 2479 30976 D TRACTOR SUPPLY CO COM 89235610 828 21403 SH SHARED 21403 D TRACTOR SUPPLY CO COM 89235610 67 1748 SH SHARED 01 1748 D TRACTOR SUPPLY CO COM 89235610 710 18343 SH SHARED 02 18343 D TRADESTATION GROUP INC COM 89267P10 538 80310 SH SHARED 80310 D TRADESTATION GROUP INC COM 89267P10 3995 596289 SH SHARED 01 552069 44220 D TRADESTATION GROUP INC COM 89267P10 58 8762 SH SHARED 02 8762 D TRADESTATION GROUP INC COM 89267P10 247 36900 SH SHARED 05 36900 D TRADESTATION GROUP INC COM 89267P10 200 29900 SH SHARED 10 29900 D TRAFFIX INC COM 89272110 38 7491 SH SHARED 7491 D TRAFFIX INC COM 89272110 9 1857 SH SHARED 01 1857 D TRAMMELL CROW CO COM 89288R10 126 9043 SH SHARED 9043 D TRAMMELL CROW CO COM 89288R10 5 357 SH SHARED 01 357 D TRAMMELL CROW CO COM 89288R10 219 15658 SH SHARED 02 15658 D TRANSACT TECHNOLOGIES INC COM 89291810 3972 102000 SH SHARED 01 89400 12600 D TRANSACT TECHNOLOGIES INC COM 89291810 123 3182 SH SHARED 02 3182 D TRANSACT TECHNOLOGIES INC COM 89291810 424 10900 SH SHARED 05 10900 D TRANS WORLD ENTMT CORP COM 89336Q10 30 3200 SH SHARED 3200 D TRANS WORLD ENTMT CORP COM 89336Q10 135 14273 SH SHARED 02 14273 D TRANSACTION SYS ARCHITECTS CL A 89341610 1056 45639 SH SHARED 36239 9400 D TRANSACTION SYS ARCHITECTS CL A 89341610 1807 78128 SH SHARED 01 78128 D TRANSACTION SYS ARCHITECTS CL A 89341610 526 22745 SH SHARED 02 22745 D TRANSACTION SYS ARCHITECTS CL A 89341610 627 27100 SH SHARED 10 27100 D TRANSALTA CORP COM 89346D10 2194 162226 SH SHARED 162226 D TRANSALTA CORP COM 89346D10 117 8700 SH SHARED 01 8700 D TRANSALTA CORP COM 89346D10 1380 102050 SH SHARED 02 102050 D TRANSALTA CORP COM 89346D10 16912 1250000 SH SHARED 04 1250000 D TRANSALTA CORP COM 89346D10 44 3300 SH SHARED 10 3300 D TRANSALTA CORP COM 89346D10 24 1800 SH SHARED 14 1800 D TRANSATLANTIC HLDGS INC COM 89352110 47 548 SH SHARED 548 D TRANSATLANTIC HLDGS INC COM 89352110 11186 128273 SH SHARED 01 5825 122448 D TRANSATLANTIC HLDGS INC COM 89352110 599 6875 SH SHR/OTHR 01 6875 D TRANSATLANTIC HLDGS INC COM 89352110 178 2044 SH SHARED 02 2044 D TRANSATLANTIC HLDGS INC COM 89352110 4984 57150 SH SHARED 10 57150 D TRANSATLANTIC HLDGS INC COM 89352110 61 700 SH SHARED 14 700 D TRANSCANADA CORP COM 89353D10 357 16635 SH SHARED 16635 D TRANSCANADA CORP COM 89353D10 469 21834 SH SHARED 01 21644 190 D TRANSCANADA CORP COM 89353D10 7 333 SH SHR/OTHR 01 333 D TRANSCANADA CORP COM 89353D10 2687 125019 SH SHARED 02 125019 D TRANSCANADA CORP COM 89353D10 595 27700 SH SHARED 05 27700 D TRANSCANADA CORP COM 89353D10 40 1900 SH SHARED 06 700 1200 D TRANSCANADA CORP COM 89353D10 180 8400 SH SHARED 10 8400 D TRANSCONTINENTAL RLTY INVS COM NEW 89361720 2 200 SH SHARED 200 D TRANSCONTINENTAL RLTY INVS COM NEW 89361720 12 854 SH SHARED 02 854 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 555 32297 SH SHARED 32297 D TRANSKARYOTIC THERAPIES INC COM 89373510 43 2511 SH SHARED 01 2511 D TRANSKARYOTIC THERAPIES INC COM 89373510 437 25432 SH SHARED 02 25432 D TRANSKARYOTIC THERAPIES INC COM 89373510 15830 920395 SH SHARED 04 920395 D TRANSKARYOTIC THERAPIES INC COM 89373510 111 6500 SH SHARED 06 6500 D TRANSKARYOTIC THERAPIES INC COM 89373510 111 6500 SH SHARED 10 6500 D TRANSKARYOTIC THERAPIES INC COM 89373510 34 2000 SH SHARED 14 2000 D TRANSMETA CORP DEL COM 89376R10 1081 273088 SH SHARED 273088 D TRANSMETA CORP DEL COM 89376R10 36 9217 SH SHARED 01 9217 D TRANSMETA CORP DEL COM 89376R10 360 91063 SH SHARED 02 91063 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 147450150000000 PRN SHARED 150000000 D TRANSPORT CORP OF AMER INC COM 89385P10 42 6000 SH SHARED 01 6000 D TRANSPORTADORA DE GAS SUR SPON ADR B 89387020 3475 647206 SH SHARED 252804 394402 D TRANSPORTADORA DE GAS SUR SPON ADR B 89387020 1676 312141 SH SHARED 01 312141 D TRANSTECHNOLOGY CORP DEL COM 89388910 19 2565 SH SHARED 2565 D TRANSTECHNOLOGY CORP DEL COM 89388910 4 635 SH SHARED 01 635 D TRANSMONTAIGNE INC COM 89393410 26 4400 SH SHARED 4400 D TRANSMONTAIGNE INC COM 89393410 70 11483 SH SHARED 02 11483 D TRANSWITCH CORP NOTE 4.500% 9/1 894065AB 1559 1750000 PRN SHARED 1750000 D TRANSWITCH CORP COM 89406510 386 167253 SH SHARED 167253 D TRANSWITCH CORP COM 89406510 24 10590 SH SHARED 01 10590 D TRANSWITCH CORP COM 89406510 113 49223 SH SHARED 02 49223 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 89537 5220846 SH SHARED 4707028 513818 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 770 44907 SH SHARED 01 42775 2132 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 72 4218 SH SHR/OTHR 01 437 3781 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 1458 85059 SH SHARED 02 85059 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 31 1851 SH SHARED 05 1851 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 107 6256 SH SHARED 06 5352 904 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 39 2300 SH SHARED 07 2300 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 398 23230 SH SHARED 10 23230 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 67 3937 SH SHARED 14 3937 D TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G30 8190 335000 SH SHARED 235000 100000 D TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G30 782 32000 SH SHARED 01 32000 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 192808 11164348 SH SHARED 10095919 1068429 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 2903 168136 SH SHARED 01 163848 4288 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 151 8756 SH SHR/OTHR 01 888 7868 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 8913 516126 SH SHARED 02 516126 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 145 8453 SH SHARED 05 3804 4649 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 223 12956 SH SHARED 06 11783 1173 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 7409 429016 SH SHARED 10 429016 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 62 3621 SH SHARED 14 3621 D TREDEGAR CORP COM 89465010 191 13094 SH SHARED 13094 D TREDEGAR CORP COM 89465010 3655 249863 SH SHARED 01 249863 D TREDEGAR CORP COM 89465010 241 16532 SH SHARED 02 16532 D TREDEGAR CORP COM 89465010 2858 195400 SH SHARED 10 195400 D TREX INC COM 89531P10 582 17090 SH SHARED 17090 D TREX INC COM 89531P10 105 3080 SH SHARED 01 3010 70 D TREX INC COM 89531P10 1539 45120 SH SHARED 02 45120 D TRI CONTL CORP COM 89543610 29 1700 SH SHARED 1700 D TRI CONTL CORP COM 89543610 17 1004 SH SHARED 01 1004 D TRI CONTL CORP COM 89543610 273 15896 SH SHR/OTHR 01 15896 D TRIAD HOSPITALS INC COM 89579K10 1503 48790 SH SHARED 45790 3000 D TRIAD HOSPITALS INC COM 89579K10 4728 153434 SH SHARED 01 153337 97 D TRIAD HOSPITALS INC COM 89579K10 3 126 SH SHR/OTHR 01 126 D TRIAD HOSPITALS INC COM 89579K10 798 25910 SH SHARED 02 25910 D TRIAD HOSPITALS INC COM 89579K10 12728 413000 SH SHARED 10 413000 D TRIDENT MICROSYSTEMS INC COM 89591910 16 1048 SH SHARED 1048 D TRIDENT MICROSYSTEMS INC COM 89591910 4 259 SH SHARED 01 259 D TRIDENT MICROSYSTEMS INC COM 89591910 290 18240 SH SHARED 02 18240 D TRIAD GTY INC COM 89592510 107 2040 SH SHARED 2040 D TRIAD GTY INC COM 89592510 2579 48900 SH SHARED 01 44900 1900 2100 D TRIAD GTY INC COM 89592510 431 8175 SH SHARED 02 8175 D TRIAD GTY INC COM 89592510 4986 94530 SH SHARED 10 94530 D TRIARC COS INC NOTE 5.000% 5/1 895927AD 5732 5555000 PRN SHARED 02 5555000 D TRIARC COS INC CL A 89592710 8 810 SH SHARED 01 810 D TRIARC COS INC CL B SER 1 89592730 93 8500 SH SHARED 8500 D TRIARC COS INC CL B SER 1 89592730 50 4620 SH SHARED 01 4620 D TRIARC COS INC CL B SER 1 89592730 356 32553 SH SHARED 02 32553 D TRIBUNE CO NEW COM 89604710 88916 1762823 SH SHARED 1762823 D TRIBUNE CO NEW COM 89604710 77859 1543600 SH SHARED 01 81516 1462084 D TRIBUNE CO NEW COM 89604710 3155 62554 SH SHR/OTHR 01 2490 60064 D TRIBUNE CO NEW COM 89604710 6941 137628 SH SHARED 02 137628 D TRIBUNE CO NEW COM 89604710 4539 90000 SH SHARED 04 90000 D TRIBUNE CO NEW COM 89604710 301 5976 SH SHARED 05 200 5776 D TRIBUNE CO NEW COM 89604710 1783 35350 SH SHARED 06 34950 400 D TRIBUNE CO NEW COM 89604710 6242 123755 SH SHARED 10 123755 D TRIBUNE CO NEW COM 89604710 85 1700 SH SHARED 14 1700 D TRIBUNE CO NEW SB DB EXCH2%29 89604730 148669 1699079 SH SHARED 1699079 D TRIBUNE CO NEW SB DB EXCH2%29 89604730 2406 27500 SH SHARED 01 27500 D TRICO BANCSHARES COM 89609510 48 1300 SH SHARED 1300 D TRICO BANCSHARES COM 89609510 144 3858 SH SHARED 02 3858 D TRICO MARINE SERVICES INC COM 89610610 179 151076 SH SHARED 151076 D TRICO MARINE SERVICES INC COM 89610610 27 22885 SH SHARED 01 22885 D TRIKON TECHNOLOGIES INC COM NEW 89618740 150 46887 SH SHARED 46887 D TRIKON TECHNOLOGIES INC COM NEW 89618740 33 10513 SH SHARED 01 10513 D TRIKON TECHNOLOGIES INC COM NEW 89618740 23 7325 SH SHARED 02 7325 D TRIMBLE NAVIGATION LTD COM 89623910 646 28127 SH SHARED 28127 D TRIMBLE NAVIGATION LTD COM 89623910 17 750 SH SHARED 01 750 D TRIMBLE NAVIGATION LTD COM 89623910 548 23867 SH SHARED 02 23867 D TRIMBLE NAVIGATION LTD COM 89623910 37 1650 SH SHARED 10 1650 D TRIMERIS INC COM 89626310 1704 115536 SH SHARED 115536 D TRIMERIS INC COM 89626310 63 4310 SH SHARED 01 4310 D TRIMERIS INC COM 89626310 197 13358 SH SHARED 02 13358 D TRINITY BIOTECH PLC SPONSORED ADR 89643810 13 3600 SH SHARED 01 3600 D TRINITY INDS INC COM 89652210 61 2200 SH SHARED 2200 D TRINITY INDS INC COM 89652210 1153 41506 SH SHARED 41506 D TRINITY INDS INC COM 89652210 482 17340 SH SHARED 01 13500 3840 D TRINITY INDS INC COM 89652210 797 28698 SH SHARED 02 28698 D TRINTECH GROUP PLC SPONS ADR NEW 89668220 32 6000 SH SHARED 6000 D TRIPATH TECHNOLOGY INC COM 89672P10 599 147375 SH SHARED 147375 D TRIPATH TECHNOLOGY INC COM 89672P10 65 16128 SH SHARED 01 13128 3000 D TRIPATH TECHNOLOGY INC COM 89672P10 103 25519 SH SHARED 02 25519 D TRIQUINT SEMICONDUCTOR INC NOTE 4.000% 3/0 89674KAB 16555 16622000 PRN SHARED 15750000 872000 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 1474 201964 SH SHARED 182714 19250 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 385 52830 SH SHARED 01 52830 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 700 95995 SH SHARED 02 95995 D TRITON PCS HLDGS INC CL A 89677M10 323 58860 SH SHARED 58860 D TRITON PCS HLDGS INC CL A 89677M10 330 60127 SH SHARED 01 60127 D TRITON PCS HLDGS INC CL A 89677M10 89 16315 SH SHARED 02 16315 D TRITON PCS HLDGS INC CL A 89677M10 304 55500 SH SHARED 10 55500 D TRIUMPH GROUP INC NEW COM 89681810 276 8357 SH SHARED 8357 D TRIUMPH GROUP INC NEW COM 89681810 36 1118 SH SHARED 01 1118 D TRIUMPH GROUP INC NEW COM 89681810 47 1423 SH SHR/OTHR 01 1423 D TRIUMPH GROUP INC NEW COM 89681810 234 7110 SH SHARED 02 7110 D TRIUMPH GROUP INC NEW COM 89681810 9 300 SH SHARED 10 300 D TRIZEC PROPERTIES INC COM 89687P10 158 9266 SH SHARED 9266 D TRIZEC PROPERTIES INC COM 89687P10 170 9950 SH SHARED 02 9950 D TRIZEC PROPERTIES INC COM 89687P10 2627 153200 SH SHARED 11 153200 D TRIZETTO GROUP INC COM 89688210 355 45853 SH SHARED 45853 D TRIZETTO GROUP INC COM 89688210 13 1739 SH SHARED 01 1739 D TRIZETTO GROUP INC COM 89688210 116 15058 SH SHARED 02 15058 D TRIPOS INC COM 89692810 20 3858 SH SHARED 3858 D TRIPOS INC COM 89692810 5 956 SH SHARED 01 956 D TRIPATH IMAGING INC COM 89694210 61 6744 SH SHARED 6744 D TRIPATH IMAGING INC COM 89694210 2 283 SH SHARED 01 283 D TRIPATH IMAGING INC COM 89694210 180 19696 SH SHARED 02 19696 D TRUST CO NJ JERSEY CITY NEW COM 89830410 210 5068 SH SHARED 5068 D TRUST CO NJ JERSEY CITY NEW COM 89830410 20 498 SH SHARED 01 66 432 D TRUST CO NJ JERSEY CITY NEW COM 89830410 391 9440 SH SHARED 02 9440 D TRUST CO NJ JERSEY CITY NEW COM 89830410 22 540 SH SHARED 10 540 D TRUSTCO BK CORP N Y COM 89834910 267 19891 SH SHARED 19891 D TRUSTCO BK CORP N Y COM 89834910 164 12214 SH SHARED 01 12214 D TRUSTCO BK CORP N Y COM 89834910 490 36431 SH SHARED 02 36431 D TRUSTCO BK CORP N Y COM 89834910 39 2900 SH SHARED 10 2900 D TRUSTMARK CORP COM 89840210 284 9793 SH SHARED 9793 D TRUSTMARK CORP COM 89840210 133 4585 SH SHARED 01 4585 D TRUSTMARK CORP COM 89840210 135 4680 SH SHARED 02 4680 D TUESDAY MORNING CORP COM NEW 89903550 271 7874 SH SHARED 7874 D TUESDAY MORNING CORP COM NEW 89903550 15010 435600 SH SHARED 01 301100 134500 D TUESDAY MORNING CORP COM NEW 89903550 516 14984 SH SHARED 02 14984 D TUESDAY MORNING CORP COM NEW 89903550 10375 301100 SH SHARED 10 301100 D TULARIK INC COM 89916510 306 12500 SH SHARED 12500 D TULARIK INC COM 89916510 370 15087 SH SHARED 01 15087 D TULARIK INC COM 89916510 2891 117764 SH SHARED 02 117764 D TULARIK INC COM 89916510 11317 461000 SH SHARED 04 461000 D TULARIK INC COM 89916510 748 30500 SH SHARED 10 30500 D TUMBLEWEED COMMUNICATIONS CO COM 89969010 5 765 SH SHARED 765 D TUMBLEWEED COMMUNICATIONS CO COM 89969010 168 24010 SH SHARED 02 24010 D TUPPERWARE CORP COM 89989610 19398 1089194 SH SHARED 1076894 12300 D TUPPERWARE CORP COM 89989610 1170 65716 SH SHARED 01 65716 D TUPPERWARE CORP COM 89989610 919 51605 SH SHARED 02 51605 D TUPPERWARE CORP COM 89989610 194 10918 SH SHARED 10 10918 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 49199 1376219 SH SHARED 1376000 219 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 17 500 SH SHR/OTHR 01 500 D TUT SYSTEMS COM 90110310 326 74687 SH SHARED 74687 D TUT SYSTEMS COM 90110310 31 7255 SH SHARED 01 7255 D TV AZTECA S A DE C V SPONSORED ADR 90114510 8622 915351 SH SHARED 915351 D TWEETER HOME ENTMT GROUP INC COM 90116710 586 62111 SH SHARED 62111 D TWEETER HOME ENTMT GROUP INC COM 90116710 23 2436 SH SHARED 01 2436 D TWEETER HOME ENTMT GROUP INC COM 90116710 104 11067 SH SHARED 02 11067 D 21ST CENTY INS GROUP COM 90130N10 121 8445 SH SHARED 8445 D 21ST CENTY INS GROUP COM 90130N10 9 655 SH SHARED 01 655 D 21ST CENTY INS GROUP COM 90130N10 161 11203 SH SHARED 02 11203 D 24/7 REAL MEDIA INC COM NEW 90131420 498 68786 SH SHARED 68786 D 24/7 REAL MEDIA INC COM NEW 90131420 82 11327 SH SHARED 02 11327 D II VI INC COM 90210410 327 13361 SH SHARED 13361 D II VI INC COM 90210410 370 15123 SH SHARED 01 15123 D II VI INC COM 90210410 131 5367 SH SHARED 02 5367 D II VI INC COM 90210410 95 3900 SH SHARED 10 3900 D TYCO INTL GROUP S A DBCV 2/1 902118AW 22 30000 PRN SHARED 02 30000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE 299551205032000 PRN SHARED 205032000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE 10 7500 PRN SHARED 01 7500 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE 365 250000 PRN SHARED 02 250000 D TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF 85179 62632000 PRN SHARED 60034000 2598000 D TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF 170 125000 PRN SHARED 01 125000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 127837 87500000 PRN SHARED 87500000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 9 6500 PRN SHARED 01 6500 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 30939 21177000 PRN SHARED 02 21177000 D TYCO INTL LTD NEW COM 90212410 561682 19604964 SH SHARED 18587402 1017562 D TYCO INTL LTD NEW COM 90212410 83488 2914085 SH SHARED 01 480994 2433091 D TYCO INTL LTD NEW COM 90212410 959 33500 SH SHR/OTHR 01 3225 30275 D TYCO INTL LTD NEW COM 90212410 20934 730711 SH SHARED 02 730711 D TYCO INTL LTD NEW COM 90212410 35600 1242600 SH SHARED 03 1084800 157800 D TYCO INTL LTD NEW COM 90212410 108308 3780400 SH SHARED 04 3780400 D TYCO INTL LTD NEW COM 90212410 103130 3599671 SH SHARED 05 2513621 1086050 D TYCO INTL LTD NEW COM 90212410 34186 1193250 SH SHARED 06 433550 759700 D TYCO INTL LTD NEW COM 90212410 4543 158600 SH SHARED 07 158600 D TYCO INTL LTD NEW COM 90212410 2343 81800 SH SHARED 09 81800 D TYCO INTL LTD NEW COM 90212410 256372 8948430 SH SHARED 10 8948430 D TYCO INTL LTD NEW COM 90212410 4802 167631 SH SHARED 14 167631 D TYLER TECHNOLOGIES INC COM 90225210 149 15400 SH SHARED 15400 D TYLER TECHNOLOGIES INC COM 90225210 191 19765 SH SHARED 02 19765 D TYSON FOODS INC CL A 90249410 2495 138246 SH SHARED 138246 D TYSON FOODS INC CL A 90249410 17239 955079 SH SHARED 01 955079 D TYSON FOODS INC CL A 90249410 36 1996 SH SHR/OTHR 01 1996 D TYSON FOODS INC CL A 90249410 1425 78978 SH SHARED 02 78978 D TYSON FOODS INC CL A 90249410 158 8754 SH SHARED 06 8754 D TYSON FOODS INC CL A 90249410 6541 362400 SH SHARED 10 362400 D UCBH HOLDINGS INC COM 90262T30 428 10700 SH SHARED 10700 D UCBH HOLDINGS INC COM 90262T30 3772 94220 SH SHARED 01 94000 220 D UCBH HOLDINGS INC COM 90262T30 72 1800 SH SHR/OTHR 01 1800 D UCBH HOLDINGS INC COM 90262T30 866 21629 SH SHARED 02 21429 200 D UCBH HOLDINGS INC COM 90262T30 1960 48970 SH SHARED 10 48970 D UGI CORP NEW COM 90268110 10 321 SH SHARED 321 D UGI CORP NEW COM 90268110 37 1129 SH SHARED 01 1129 D UGI CORP NEW COM 90268110 1607 48830 SH SHARED 02 48830 D UICI COM 90273710 455 30842 SH SHARED 30842 D UICI COM 90273710 504 34200 SH SHARED 01 34200 D UICI COM 90273710 272 18456 SH SHARED 02 18456 D UICI COM 90273710 30 2080 SH SHARED 10 2080 D UIL HLDG CORP COM 90274810 134 2800 SH SHARED 2800 D UIL HLDG CORP COM 90274810 57 1200 SH SHARED 01 600 600 D UIL HLDG CORP COM 90274810 287 5964 SH SHARED 02 5964 D UIL HLDG CORP COM 90274810 31 660 SH SHARED 10 660 D UMB FINL CORP COM 90278810 206 4068 SH SHARED 4068 D UMB FINL CORP COM 90278810 1193 23535 SH SHARED 01 23535 D UMB FINL CORP COM 90278810 573 11305 SH SHARED 02 11305 D UMB FINL CORP COM 90278810 960 18935 SH SHARED 10 18935 D U S B HLDG INC COM 90291010 71 2930 SH SHARED 2930 D U S B HLDG INC COM 90291010 203 8309 SH SHARED 02 8309 D UST INC COM 90291110 127270 3525508 SH SHARED 3525508 D UST INC COM 90291110 4721 130786 SH SHARED 01 120286 10500 D UST INC COM 90291110 2429 67300 SH SHR/OTHR 01 67300 D UST INC COM 90291110 3119 86419 SH SHARED 02 86419 D UST INC COM 90291110 31 862 SH SHARED 05 862 D UST INC COM 90291110 80 2218 SH SHARED 06 2218 D UST INC COM 90291110 249006 6897700 SH SHARED 10 6897700 D UST INC COM 90291110 64 1800 SH SHARED 14 1800 D U S RESTAURANT PPTYS INC COM 90297110 3893 207751 SH SHARED 109129 98622 D U S RESTAURANT PPTYS INC COM 90297110 21 1166 SH SHARED 01 1166 D U S RESTAURANT PPTYS INC COM 90297110 56 3000 SH SHR/OTHR 01 3000 D U S RESTAURANT PPTYS INC COM 90297110 235 12573 SH SHARED 02 12573 D U S RESTAURANT PPTYS INC PFD CV SER A 90297120 7146 289800 SH SHARED 30000 259800 D U S RESTAURANT PPTYS INC PFD CV SER A 90297120 369 15000 SH SHR/OTHR 01 15000 D US BANCORP DEL COM NEW 90297330 251359 9090777 SH SHARED 8859002 231775 D US BANCORP DEL COM NEW 90297330 136887 4950720 SH SHARED 01 2429887 9680 2511153 D US BANCORP DEL COM NEW 90297330 5511 199327 SH SHR/OTHR 01 33546 165781 D US BANCORP DEL COM NEW 90297330 36475 1319173 SH SHARED 02 1319173 D US BANCORP DEL COM NEW 90297330 26355 953200 SH SHARED 03 842300 110900 D US BANCORP DEL COM NEW 90297330 25261 913600 SH SHARED 04 913600 D US BANCORP DEL COM NEW 90297330 64794 2343369 SH SHARED 05 1724412 618957 D US BANCORP DEL COM NEW 90297330 14183 512951 SH SHARED 06 168951 344000 D US BANCORP DEL COM NEW 90297330 2070 74900 SH SHARED 07 74900 D US BANCORP DEL COM NEW 90297330 1305 47200 SH SHARED 09 47200 D US BANCORP DEL COM NEW 90297330 206223 7458347 SH SHARED 10 7458347 D US BANCORP DEL COM NEW 90297330 3118 112790 SH SHARED 14 112790 D URS CORP NEW COM 90323610 364 12676 SH SHARED 12676 D URS CORP NEW COM 90323610 359 12499 SH SHARED 01 12499 D URS CORP NEW COM 90323610 547 19032 SH SHARED 02 19032 D URS CORP NEW COM 90323610 11244 390700 SH SHARED 10 390700 D USANA HEALTH SCIENCES INC COM 90328M10 514 22050 SH SHARED 22050 D USANA HEALTH SCIENCES INC COM 90328M10 89 3841 SH SHARED 01 3841 D USANA HEALTH SCIENCES INC COM 90328M10 173 7427 SH SHARED 02 7427 D USF&G CORP NOTE 3/0 903290AD 7747 9600000 PRN SHARED 9600000 D U S G CORP COM NEW 90329340 1205 68915 SH SHARED 68915 D U S G CORP COM NEW 90329340 821 46981 SH SHARED 01 46981 D U S G CORP COM NEW 90329340 643 36777 SH SHARED 02 36777 D US LEC CORP CL A 90331S10 52 9070 SH SHARED 9070 D US LEC CORP CL A 90331S10 12 2249 SH SHARED 01 2249 D USEC INC COM 90333E10 502 59500 SH SHARED 59500 D USEC INC COM 90333E10 59 7000 SH SHARED 01 7000 D USEC INC COM 90333E10 10 1200 SH SHR/OTHR 01 1200 D USEC INC COM 90333E10 379 44948 SH SHARED 02 44948 D U S I HLDGS COM 90333H10 206 13886 SH SHARED 13886 D U S I HLDGS COM 90333H10 24 1614 SH SHARED 01 1614 D U S I HLDGS COM 90333H10 291 19561 SH SHARED 02 19561 D U S CONCRETE INC COM 90333L10 72 11841 SH SHARED 11841 D U S CONCRETE INC COM 90333L10 18 2936 SH SHARED 01 2936 D U S PHYSICAL THERAPY INC COM 90337L10 37 2700 SH SHARED 2700 D U S PHYSICAL THERAPY INC COM 90337L10 79 5753 SH SHARED 02 5753 D U S 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SHARED 06 1950 D UNUMPROVIDENT CORP COM 91529Y10 1579 107937 SH SHARED 10 107937 D UNUMPROVIDENT CORP COM 91529Y10 32 2200 SH SHARED 14 2200 D UPM KYMMENE CORP SPONSORED ADR 91543610 3155 170750 SH SHARED 170750 D UPM KYMMENE CORP SPONSORED ADR 91543610 2 130 SH SHARED 01 130 D UPM KYMMENE CORP SPONSORED ADR 91543610 443 24000 SH SHARED 02 24000 D URBAN OUTFITTERS INC COM 91704710 964 20067 SH SHARED 20067 D URBAN OUTFITTERS INC COM 91704710 126 2633 SH SHARED 01 2633 D URBAN OUTFITTERS INC COM 91704710 631 13146 SH SHARED 02 13146 D UROLOGIX INC COM 91727310 5 715 SH SHARED 02 715 D URSTADT BIDDLE PPTYS INS CL A 91728620 87 5300 SH SHARED 5300 D URSTADT BIDDLE PPTYS INS CL A 91728620 66 4000 SH SHARED 01 4000 D URSTADT BIDDLE PPTYS INS CL A 91728620 176 10694 SH SHARED 02 10694 D USF CORP COM 91729Q10 393 11478 SH SHARED 11478 D USF CORP COM 91729Q10 13200 384745 SH SHARED 01 368445 16300 D USF CORP COM 91729Q10 453 13228 SH SHARED 02 13228 D USF CORP COM 91729Q10 4320 125934 SH SHARED 10 125934 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 912 11069 SH SHARED 11069 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 19 231 SH SHARED 01 231 D UTSTARCOM INC NOTE 0.875% 3/0 918076AB 1522 1085000 PRN SHARED 02 1085000 D UTSTARCOM INC COM 91807610 18617 647548 SH SHARED 380068 267480 D UTSTARCOM INC COM 91807610 584 20315 SH SHARED 01 14765 5550 D UTSTARCOM INC COM 91807610 1180 41058 SH SHARED 02 41058 D VA SOFTWARE CORP COM 91819B10 47 16594 SH SHARED 16344 250 D VA SOFTWARE CORP COM 91819B10 11 4052 SH SHARED 01 4052 D VA SOFTWARE CORP COM 91819B10 93 32715 SH SHARED 02 32715 D VCA ANTECH INC COM 91819410 292 8200 SH SHARED 8200 D VCA ANTECH INC COM 91819410 4076 114400 SH SHARED 01 114400 D VCA ANTECH INC COM 91819410 565 15882 SH SHARED 02 15782 100 D VCA ANTECH INC COM 91819410 965 27100 SH SHARED 10 27100 D V F CORP COM 91820410 32798 702314 SH SHARED 702314 D V F CORP COM 91820410 1514 32425 SH SHARED 01 29025 3400 D V F CORP COM 91820410 4708 100834 SH SHARED 02 100834 D V F CORP COM 91820410 43 933 SH SHARED 05 933 D V F CORP COM 91820410 37 800 SH SHARED 06 800 D V F CORP COM 91820410 2006 42962 SH SHARED 10 42962 D V F CORP COM 91820410 70 1500 SH SHARED 14 1500 D VYYO INC COM NEW 91845820 12 1924 SH SHARED 1924 D VYYO INC COM NEW 91845820 3 476 SH SHARED 01 476 D VAIL RESORTS INC COM 91879Q10 136 8647 SH SHARED 8647 D VAIL RESORTS INC COM 91879Q10 174 11053 SH SHARED 01 11053 D VAIL RESORTS INC COM 91879Q10 215 13690 SH SHARED 02 13690 D VAIL RESORTS INC COM 91879Q10 69 4400 SH SHARED 10 4400 D VALASSIS COMMUNICATIONS INC NOTE 6/0 918866AH 1204 2000000 PRN SHARED 2000000 D VALASSIS COMMUNICATIONS INC NOTE 1.625% 5/2 918866AK 10020 15000000 PRN SHARED 15000000 D VALASSIS COMMUNICATIONS INC COM 91886610 529 17429 SH SHARED 17429 D VALASSIS COMMUNICATIONS INC COM 91886610 556 18316 SH SHARED 01 18266 50 D VALASSIS COMMUNICATIONS INC COM 91886610 350 11540 SH SHARED 02 11540 D VALASSIS COMMUNICATIONS INC COM 91886610 750 24700 SH SHARED 06 24700 D VALHI INC NEW COM 91890510 84 6700 SH SHARED 6700 D VALHI INC NEW COM 91890510 168 13384 SH SHARED 02 13384 D VALENCE TECHNOLOGY INC COM 91891410 80 18025 SH SHARED 18025 D VALENCE TECHNOLOGY INC COM 91891410 108 24270 SH SHARED 02 24270 D VALEANT PHARMACEUTICALS INTL COM 91911X10 921 38610 SH SHARED 38610 D VALEANT PHARMACEUTICALS INTL COM 91911X10 11683 489484 SH SHARED 01 478684 10700 100 D VALEANT PHARMACEUTICALS INTL COM 91911X10 1990 83381 SH SHARED 02 83381 D VALEANT PHARMACEUTICALS INTL COM 91911X10 8650 362400 SH SHARED 10 362400 D VALENTIS INC COM NEW 91913E30 0 23 SH SHARED 23 D VALENTIS INC COM NEW 91913E30 188 32083 SH SHARED 02 32083 D VALERO L P COM UT LTD PRT 91913W10 1 28 SH SHARED 28 D VALERO L P COM UT LTD PRT 91913W10 76 1400 SH SHR/OTHR 01 1400 D VALERO L P COM UT LTD PRT 91913W10 10 200 SH SHARED 02 200 D VALERO ENERGY CORP NEW COM 91913Y10 275 4600 SH SHARED 4600 D VALERO ENERGY CORP NEW COM 91913Y10 5645 94154 SH SHARED 94154 D VALERO ENERGY CORP NEW COM 91913Y10 5388 89867 SH SHARED 01 89167 700 D VALERO ENERGY CORP NEW COM 91913Y10 2757 45983 SH SHARED 02 45983 D VALERO ENERGY CORP NEW COM 91913Y10 2374 39603 SH SHARED 06 39603 D VALERO ENERGY CORP NEW COM 91913Y10 55 925 SH SHARED 14 925 D VALLEY NATL BANCORP COM 91979410 308 11016 SH SHARED 11016 D VALLEY NATL BANCORP COM 91979410 307 10976 SH SHARED 01 5814 5162 D VALLEY NATL BANCORP COM 91979410 252 9042 SH SHARED 02 9042 D VALMONT INDS INC COM 92025310 81 4061 SH SHARED 4061 D VALMONT INDS INC COM 92025310 20 1039 SH SHARED 01 1039 D VALMONT INDS INC COM 92025310 153 7673 SH SHARED 02 7673 D VALMONT INDS INC COM 92025310 5704 285500 SH SHARED 10 285500 D VALSPAR CORP COM 92035510 1167 23705 SH SHARED 23705 D VALSPAR CORP COM 92035510 1914 38896 SH SHARED 01 38896 D VALSPAR CORP COM 92035510 618 12564 SH SHARED 02 12564 D VALUE LINE INC COM 92043710 10 200 SH SHARED 200 D VALUE LINE INC COM 92043710 36 700 SH SHARED 01 700 D VALUE LINE INC COM 92043710 50 960 SH SHARED 02 960 D VALUECLICK INC COM 92046N10 435 40339 SH SHARED 40339 D VALUECLICK INC COM 92046N10 4227 391429 SH SHARED 01 391429 D VALUECLICK INC COM 92046N10 572 52966 SH SHARED 02 52966 D VALUECLICK INC COM 92046N10 1080 100000 SH SHARED 04 100000 D VALUEVISION MEDIA INC CL A 92047K10 286 18657 SH SHARED 18657 D VALUEVISION MEDIA INC CL A 92047K10 787 51284 SH SHARED 01 51284 D VALUEVISION MEDIA INC CL A 92047K10 201 13117 SH SHARED 02 13117 D VAN KAMPEN CALIF MUN TR SH BEN INT 92091010 5 500 SH SHARED 01 500 D VAN KAMPEN HIGH INCOME TR II SH BEN INT 92091310 68 13500 SH SHARED 13500 D VAN KAMPEN MUN TR SH BEN INT 92091910 35 2324 SH SHARED 2324 D VAN KAMPEN MUN TR SH BEN INT 92091910 9 626 SH SHARED 01 576 50 D VAN KAMPEN TR INVT GRADE MUN COM 92092910 17 1043 SH SHARED 01 1043 D VAN KAMPEN TR INVT GRADE CAL COM 92093010 11 700 SH SHARED 01 700 D VAN KAMPEN TR INVT GRADE CAL COM 92093010 116 7000 SH SHR/OTHR 01 7000 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 52 3000 SH SHR/OTHR 01 3000 D VAN KAMPEN SENIOR INCOME TR COM 92096110 2 321 SH SHARED 321 D VAN KAMPEN SENIOR INCOME TR COM 92096110 0 79 SH SHARED 01 79 D VAN DER MOOLEN HLDG N.V. SPONSORED ADR 92102010 399 43216 SH SHARED 43216 D VAN DER MOOLEN HLDG N.V. SPONSORED ADR 92102010 51 5541 SH SHARED 01 5541 D VAN DER MOOLEN HLDG N.V. SPONSORED ADR 92102010 140 15200 SH SHARED 02 15200 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 101 6000 SH SHR/OTHR 01 6000 D VAN KAMPEN SELECT SECTOR MUN COM 92112M10 47 3500 SH SHR/OTHR 01 3500 D VAN KAMPEN ADVANTAGE MUN INC SH BEN INT 92112410 5 338 SH SHARED 01 338 D VANS INC COM 92193010 567 38362 SH SHARED 38362 D VANS INC COM 92193010 23 1562 SH SHARED 01 1562 D VANS INC COM 92193010 147 9948 SH SHARED 02 9948 D VANS INC COM 92193010 13 940 SH SHARED 10 940 D VARCO INTL INC DEL COM 92212210 2876 159726 SH SHARED 149326 10400 D VARCO INTL INC DEL COM 92212210 3297 183093 SH SHARED 01 183093 D VARCO INTL INC DEL COM 92212210 574 31909 SH SHARED 02 31909 D VARIAN MED SYS INC COM 92220P10 3026 35060 SH SHARED 35060 D VARIAN MED SYS INC COM 92220P10 4245 49185 SH SHARED 01 45675 2100 1410 D VARIAN MED SYS INC COM 92220P10 86 1000 SH SHR/OTHR 01 1000 D VARIAN MED SYS INC COM 92220P10 1706 19773 SH SHARED 02 19773 D VARIAN MED SYS INC COM 92220P10 341 3959 SH SHARED 06 3959 D VARIAN MED SYS INC COM 92220P10 3335 38650 SH SHARED 10 38650 D VARIAN INC COM 92220610 1304 32467 SH SHARED 32467 D VARIAN INC COM 92220610 5818 144841 SH SHARED 01 144691 150 D VARIAN INC COM 92220610 838 20863 SH SHARED 02 20863 D VARIAN INC COM 92220610 1066 26540 SH SHARED 10 26540 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 50 1200 SH SHARED 1200 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 2128 50737 SH SHARED 50737 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 1493 35604 SH SHARED 01 33254 2200 150 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 602 14354 SH SHARED 02 14354 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 9621 229290 SH SHARED 10 229290 D VASOGEN INC COM 92232F10 28 4700 SH SHARED 02 4700 D VASO ACTIVE PHARMACEUTICAL I CL A 92232R10 227 30000 SH SHARED 02 30000 D VASOMEDICAL INC COM 92232110 68 45000 SH SHARED 45000 D VASOMEDICAL INC COM 92232110 190 125000 SH SHARED 01 125000 D VASOMEDICAL INC COM 92232110 5 3500 SH SHR/OTHR 01 3500 D VASTERA INC COM 92239N10 191 49409 SH SHARED 49409 D VASTERA INC COM 92239N10 32 8420 SH SHARED 01 8420 D VASTERA INC COM 92239N10 50 13124 SH SHARED 02 13124 D VAXGEN INC COM NEW 92239020 411 36300 SH SHR/OTHR 36300 D VAXGEN INC COM NEW 92239020 172 15209 SH SHARED 15209 D VAXGEN INC COM NEW 92239020 13 1175 SH SHARED 01 1175 D VAXGEN INC COM NEW 92239020 166 14654 SH SHARED 02 14654 D VECTREN CORP COM 92240G10 875 35499 SH SHARED 35499 D VECTREN CORP COM 92240G10 927 37596 SH SHARED 01 21600 15996 D VECTREN CORP COM 92240G10 474 19219 SH SHARED 02 19219 D VECTOR GROUP LTD COM 92240M10 148 8750 SH SHARED 8750 D VECTOR GROUP LTD COM 92240M10 205 12079 SH SHARED 02 12079 D VECTOR GROUP LTD COM 92240M10 9701 570650 SH SHARED 10 570650 D VEECO INSTRS INC DEL COM 92241710 491 17504 SH SHARED 17504 D VEECO INSTRS INC DEL COM 92241710 349 12462 SH SHARED 01 12462 D VEECO INSTRS INC DEL COM 92241710 28 1000 SH SHR/OTHR 01 1000 D VEECO INSTRS INC DEL COM 92241710 328 11695 SH SHARED 02 11695 D VENTAS INC COM 92276F10 522 19000 SH SHARED 19000 D VENTAS INC COM 92276F10 1714 62400 SH SHARED 01 62400 D VENTAS INC COM 92276F10 1001 36446 SH SHARED 02 36446 D VENTAS INC COM 92276F10 29590 1076800 SH SHARED 10 1076800 D VENTAS INC COM 92276F10 57815 2103900 SH SHARED 11 2103900 D VENTANA MED SYS INC COM 92276H10 126 3100 SH SHARED 3100 D VENTANA MED SYS INC COM 92276H10 2386 58268 SH SHARED 01 58268 D VENTANA MED SYS INC COM 92276H10 344 8411 SH SHARED 02 8411 D VENTANA MED SYS INC COM 92276H10 434 10600 SH SHARED 10 10600 D VENTIV HEALTH INC COM 92279310 174 12500 SH SHARED 02 12500 D VANGUARD INDEX TR STK MRK VIPERS 92290876 743 6800 SH SHR/OTHR 01 6800 D VENATOR GROUP INC NOTE 5.500% 6/0 922944AB 11096 6725000 PRN SHARED 02 6725000 D VERITY INC COM 92343C10 1084 79365 SH SHARED 79365 D VERITY INC COM 92343C10 362 26550 SH SHARED 01 26550 D VERITY INC COM 92343C10 307 22479 SH SHARED 02 22479 D VERITY INC COM 92343C10 198 14500 SH SHARED 10 14500 D VERISIGN INC COM 92343E10 8442 508919 SH SHARED 504349 4570 D VERISIGN INC COM 92343E10 5531 333405 SH SHARED 01 332905 500 D VERISIGN INC COM 92343E10 3 206 SH SHR/OTHR 01 206 D VERISIGN INC COM 92343E10 1161 70030 SH SHARED 02 70030 D VERISIGN INC COM 92343E10 55165 3325200 SH SHARED 04 3325200 D VERISIGN INC COM 92343E10 3 200 SH SHARED 05 200 D VERISIGN INC COM 92343E10 544 32846 SH SHARED 06 30096 2750 D VERISIGN INC COM 92343E10 1487 89650 SH SHARED 10 89650 D VERISIGN INC COM 92343E10 49 3000 SH SHARED 14 3000 D VERITAS DGC INC FRNT 3/1 92343PAD 280 250000 PRN SHARED 250000 D VERITAS DGC INC COM 92343P10 730 35306 SH SHARED 35306 D VERITAS DGC INC COM 92343P10 1184 57220 SH SHARED 01 57220 D VERITAS DGC INC COM 92343P10 2959 142971 SH SHARED 02 142971 D VERITAS DGC INC COM 92343P10 64 3100 SH SHARED 10 3100 D VERIZON COMMUNICATIONS COM 92343V10 149 4100 SH SHARED 4100 D VERIZON COMMUNICATIONS COM 92343V10 810942 22193283 SH SHARED 21778395 414888 D VERIZON COMMUNICATIONS COM 92343V10 117172 3206678 SH SHARED 01 1395183 12400 1799095 D VERIZON COMMUNICATIONS COM 92343V10 12695 347436 SH SHR/OTHR 01 17198 330238 D VERIZON COMMUNICATIONS COM 92343V10 45593 1247768 SH SHARED 02 1247768 D VERIZON COMMUNICATIONS COM 92343V10 21759 595500 SH SHARED 03 574800 20700 D VERIZON COMMUNICATIONS COM 92343V10 211530 5789000 SH SHARED 04 5789000 D VERIZON COMMUNICATIONS COM 92343V10 45719 1251230 SH SHARED 05 921698 329532 D VERIZON COMMUNICATIONS COM 92343V10 7584 207559 SH SHARED 06 203759 3800 D VERIZON COMMUNICATIONS COM 92343V10 3592 98304 SH SHARED 07 98304 D VERIZON COMMUNICATIONS COM 92343V10 2188 59900 SH SHARED 09 59900 D VERIZON COMMUNICATIONS COM 92343V10 139882 3828214 SH SHARED 10 3828214 D VERIZON COMMUNICATIONS COM 92343V10 2206 60379 SH SHARED 14 60379 D VERINT SYS INC COM 92343X10 842 27266 SH SHARED 27266 D VERINT SYS INC COM 92343X10 160 5200 SH SHARED 01 5200 D VERINT SYS INC COM 92343X10 214 6955 SH SHARED 02 6955 D VERILINK CORP COM 92343210 38 7548 SH SHARED 7548 D VERILINK CORP COM 92343210 0 137 SH SHARED 01 137 D VERITAS SOFTWARE CO COM 92343610 45182 1679031 SH SHARED 1649268 29763 D VERITAS SOFTWARE CO COM 92343610 135811 5046861 SH SHARED 01 3306144 8400 1732317 D VERITAS SOFTWARE CO COM 92343610 3509 130434 SH SHR/OTHR 01 11375 119059 D VERITAS SOFTWARE CO COM 92343610 5852 217498 SH SHARED 02 217498 D VERITAS SOFTWARE CO COM 92343610 15583 579100 SH SHARED 04 579100 D VERITAS SOFTWARE CO COM 92343610 23004 854866 SH SHARED 05 773900 80966 D VERITAS SOFTWARE CO COM 92343610 14459 537343 SH SHARED 06 496143 41200 D VERITAS SOFTWARE CO COM 92343610 2241 83300 SH SHARED 07 83300 D VERITAS SOFTWARE CO COM 92343610 1461 54300 SH SHARED 09 54300 D VERITAS SOFTWARE CO COM 92343610 157810 5864390 SH SHARED 10 5864390 D VERITAS SOFTWARE CO COM 92343610 191 7106 SH SHARED 14 7106 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 1349290208332000 PRN SHARED 208332000 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 0 1000 PRN SHARED 01 1000 D VERMONT PURE HLDGS LTD NEW COM 92423710 0 200 SH SHR/OTHR 01 200 D VERSO TECHNOLOGIES INC COM 92531710 198 120375 SH SHARED 120375 D VERSO TECHNOLOGIES INC COM 92531710 29 18025 SH SHARED 01 18025 D VERSO TECHNOLOGIES INC COM 92531710 96 58214 SH SHARED 02 58214 D VERTEX PHARMACEUTICALS INC NOTE 5.000% 9/1 92532FAD 2 2500 PRN SHARED 01 2500 D VERTEX PHARMACEUTICALS INC COM 92532F10 1429 151710 SH SHARED 151710 D VERTEX PHARMACEUTICALS INC COM 92532F10 248 26344 SH SHARED 01 26344 D VERTEX PHARMACEUTICALS INC COM 92532F10 511 54256 SH SHARED 02 54256 D VERTEX PHARMACEUTICALS INC COM 92532F10 5474 581200 SH SHARED 04 581200 D VERTEX PHARMACEUTICALS INC COM 92532F10 32 3500 SH SHARED 06 3500 D VERTEX PHARMACEUTICALS INC COM 92532F10 32 3500 SH SHARED 10 3500 D VERTEX PHARMACEUTICALS INC COM 92532F10 101 10800 SH SHARED 14 10800 D VERTICALNET INC COM NEW 92532L20 15 7800 SH SHARED 7800 D VERTICALNET INC COM NEW 92532L20 1 760 SH SHARED 01 760 D VESTA INS GROUP INC COM 92539110 59 13623 SH SHARED 13623 D VESTA INS GROUP INC COM 92539110 14 3377 SH SHARED 01 3377 D VIAD CORP COM 92552R10 2430 100573 SH SHARED 100573 D VIAD CORP COM 92552R10 3193 132130 SH SHARED 01 132130 D VIAD CORP COM 92552R10 48 2000 SH SHR/OTHR 01 2000 D VIAD CORP COM 92552R10 523 21643 SH SHARED 02 21643 D VIASAT INC COM 92552V10 549 22079 SH SHARED 22079 D VIASAT INC COM 92552V10 1635 65725 SH SHARED 01 65725 D VIASAT INC COM 92552V10 336 13521 SH SHARED 02 13521 D VIASAT INC COM 92552V10 12 500 SH SHARED 10 500 D VIACOM INC CL A 92552410 2498 63194 SH SHARED 63194 D VIACOM INC CL A 92552410 236 5979 SH SHARED 01 2469 3510 D VIACOM INC CL A 92552410 7 200 SH SHR/OTHR 01 200 D VIACOM INC CL A 92552410 486 12300 SH SHARED 02 12300 D VIACOM INC CL A 92552410 80 2048 SH SHARED 05 2048 D VIACOM INC CL B 92552430 8 216 SH SHARED 216 D VIACOM INC CL B 92552430 313321 7990854 SH SHARED 7916229 74625 D VIACOM INC CL B 92552430 142327 3629883 SH SHARED 01 1865604 16600 1747679 D VIACOM INC CL B 92552430 8611 219627 SH SHR/OTHR 01 35548 184079 D VIACOM INC CL B 92552430 34185 871850 SH SHARED 02 871850 D VIACOM INC CL B 92552430 24282 619300 SH SHARED 03 521600 97700 D VIACOM INC CL B 92552430 141665 3613000 SH SHARED 04 3613000 D VIACOM INC CL B 92552430 52345 1335006 SH SHARED 05 1070941 264065 D VIACOM INC CL B 92552430 28796 734409 SH SHARED 06 522309 212100 D VIACOM INC CL B 92552430 4945 126126 SH SHARED 07 126126 D VIACOM INC CL B 92552430 3136 80000 SH SHARED 09 80000 D VIACOM INC CL B 92552430 223475 5699457 SH SHARED 10 5699457 D VIACOM INC CL B 92552430 4233 107973 SH SHARED 14 107973 D VIASYS HEALTHCARE INC COM NEW 92553Q20 173 7684 SH SHARED 7684 D VIASYS HEALTHCARE INC COM NEW 92553Q20 20 904 SH SHARED 01 817 87 D VIASYS HEALTHCARE INC COM NEW 92553Q20 20 900 SH SHR/OTHR 01 900 D VIASYS HEALTHCARE INC COM NEW 92553Q20 361 15979 SH SHARED 02 15979 D VICAL INC COM 92560210 2436 396864 SH SHARED 396864 D VICAL INC COM 92560210 37 6119 SH SHARED 01 6119 D VICOR CORP COM 92581510 167 13635 SH SHARED 13635 D VICOR CORP COM 92581510 815 66477 SH SHARED 01 66477 D VICOR CORP COM 92581510 118 9619 SH SHARED 02 9619 D VICOR CORP COM 92581510 357 29100 SH SHARED 10 29100 D VIA NET WRKS INC COM 92591210 59 50118 SH SHARED 50118 D VICURON PHARMACEUTICALS INC COM 92647110 925 40676 SH SHARED 40676 D VICURON PHARMACEUTICALS INC COM 92647110 680 29891 SH SHARED 01 23091 6800 D VICURON PHARMACEUTICALS INC COM 92647110 557 24506 SH SHARED 02 24506 D VICURON PHARMACEUTICALS INC COM 92647110 28096 1235000 SH SHARED 04 1235000 D VICURON PHARMACEUTICALS INC COM 92647110 534 23500 SH SHARED 06 23500 D VICURON PHARMACEUTICALS INC COM 92647110 2088 91800 SH SHARED 10 91800 D VICURON PHARMACEUTICALS INC COM 92647110 373 16400 SH SHARED 14 16400 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 1216 131641 SH SHARED 31641 100000 D VIEWPOINT CORP COM 92672P10 40 12100 SH SHARED 12100 D VIEWPOINT CORP COM 92672P10 10 3000 SH SHARED 01 3000 D VIGNETTE CORP COM 92673410 393 190267 SH SHARED 190267 D VIGNETTE CORP COM 92673410 6 3127 SH SHARED 01 3127 D VIGNETTE CORP COM 92673410 286 138191 SH SHARED 02 138191 D VIISAGE TECHNOLOGY INC COM 92675K10 455 57264 SH SHARED 57264 D VINEYARD NATL BANCORP COM 92742610 3249 73889 SH SHARED 34245 39644 D VINTAGE PETE INC COM 92746010 1228 83802 SH SHARED 83802 D VINTAGE PETE INC COM 92746010 396 27057 SH SHARED 01 27057 D VINTAGE PETE INC COM 92746010 789 53839 SH SHARED 02 53839 D VIRAGE LOGIC CORP COM 92763R10 40 4402 SH SHARED 4402 D VIRAGE LOGIC CORP COM 92763R10 2 298 SH SHARED 01 298 D VIRAGE LOGIC CORP COM 92763R10 205 22241 SH SHARED 02 22241 D VIRGINIA COMM BANCORP INC COM 92778Q10 38 1300 SH SHARED 1300 D VIRGINIA COMM BANCORP INC COM 92778Q10 109 3673 SH SHARED 02 3673 D VIRGINIA FINL GROUP INC COM 92781010 62 1800 SH SHARED 1800 D VIRGINIA FINL GROUP INC COM 92781010 124 3583 SH SHARED 02 3583 D VIRGINIA FINL GROUP INC COM 92781010 309 8900 SH SHARED 10 8900 D VIROPHARMA INC NOTE 6.000% 3/0 928241AC 13597 17300000 PRN SHARED 17300000 D VIROPHARMA INC COM 92824110 1 499 SH SHARED 499 D VIROPHARMA INC COM 92824110 0 123 SH SHARED 01 123 D VISHAY INTERTECHNOLOGY INC NOTE 6/0 928298AD 71770116700200 PRN SHARED 116700200 D VISHAY INTERTECHNOLOGY INC COM 92829810 89 4200 SH SHARED 4200 D VISHAY INTERTECHNOLOGY INC COM 92829810 11484 538152 SH SHARED 535902 2250 D VISHAY INTERTECHNOLOGY INC COM 92829810 3493 163693 SH SHARED 01 136587 9600 17506 D VISHAY INTERTECHNOLOGY INC COM 92829810 37 1756 SH SHR/OTHR 01 1756 D VISHAY INTERTECHNOLOGY INC COM 92829810 853 39992 SH SHARED 02 39992 D VISHAY INTERTECHNOLOGY INC COM 92829810 35133 1646350 SH SHARED 10 1646350 D VISTEON CORP COM 92839U10 10 1060 SH SHARED 1060 D VISTEON CORP COM 92839U10 4028 420935 SH SHARED 420935 D VISTEON CORP COM 92839U10 463 48381 SH SHARED 01 48250 131 D VISTEON CORP COM 92839U10 38 4010 SH SHR/OTHR 01 4010 D VISTEON CORP COM 92839U10 2103 219788 SH SHARED 02 219788 D VISTEON CORP COM 92839U10 7 793 SH SHARED 05 793 D VISTEON CORP COM 92839U10 391 40906 SH SHARED 10 40906 D VISTACARE INC CL A 92839Y10 95 3533 SH SHARED 3533 D VISTACARE INC CL A 92839Y10 29 1100 SH SHARED 01 1100 D VISTACARE INC CL A 92839Y10 1182 43724 SH SHARED 02 43724 D VISX INC DEL COM 92844S10 1899 97293 SH SHARED 97293 D VISX INC DEL COM 92844S10 462 23687 SH SHARED 01 23687 D VISX INC DEL COM 92844S10 751 38488 SH SHARED 02 38488 D VISUAL NETWORKS INC COM 92844410 43 13164 SH SHARED 13164 D VISUAL NETWORKS INC COM 92844410 10 3264 SH SHARED 01 3264 D VITAL IMAGES INC COM 92846N10 133 13269 SH SHARED 13269 D VITAL IMAGES INC COM 92846N10 27 2719 SH SHARED 01 2719 D VITAL IMAGES INC COM 92846N10 44 4424 SH SHARED 02 4424 D VITAL SIGNS INC COM 92846910 57 1700 SH SHARED 1700 D VITAL SIGNS INC COM 92846910 188 5620 SH SHARED 02 5620 D VITAL SIGNS INC COM 92846910 53 1590 SH SHARED 10 1590 D VITALWORKS INC COM 92848310 36 9600 SH SHARED 9600 D VITALWORKS INC COM 92848310 78 20714 SH SHARED 02 20714 D VITRIA TECHNOLOGY COM NEW 92849Q40 132 22538 SH SHARED 22538 D VITRIA TECHNOLOGY COM NEW 92849Q40 23 4063 SH SHARED 01 4063 D VITRIA TECHNOLOGY COM NEW 92849Q40 64 10975 SH SHARED 02 10975 D VITESSE SEMICONDUCTOR CORP SDCV 4.000% 3/1 928497AB 6930 7000000 PRN SHARED 7000000 D VITESSE SEMICONDUCTOR CORP COM 92849710 616 86794 SH SHARED 86794 D VITESSE SEMICONDUCTOR CORP COM 92849710 1662 234091 SH SHARED 01 208691 25400 D VITESSE SEMICONDUCTOR CORP COM 92849710 797 112256 SH SHARED 02 112256 D VITESSE SEMICONDUCTOR CORP COM 92849710 120 17000 SH SHARED 10 17000 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 3354 126382 SH SHARED 102262 24120 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 396 14952 SH SHARED 01 3812 11140 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 5 200 SH SHARED 02 200 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 6 240 SH SHARED 05 240 D VIVUS INC COM 92855110 287 46735 SH SHARED 46735 D VIVUS INC COM 92855110 265 43150 SH SHARED 01 43150 D VIVUS INC COM 92855110 126 20543 SH SHARED 02 20543 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 91513 3828998 SH SHARED 3828998 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 36451 1525162 SH SHARED 01 269823 1255339 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 7637 319547 SH SHR/OTHR 01 7175 312372 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 6970 291665 SH SHARED 02 291665 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 239 10020 SH SHARED 05 10020 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 703 29426 SH SHARED 06 29426 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 19063 797620 SH SHARED 10 797620 D VOLT INFORMATION SCIENCES IN COM 92870310 17 700 SH SHARED 700 D VOLT INFORMATION SCIENCES IN COM 92870310 51 2100 SH SHARED 2100 D VOLT INFORMATION SCIENCES IN COM 92870310 36 1500 SH SHARED 01 1500 D VOLT INFORMATION SCIENCES IN COM 92870310 99 4062 SH SHARED 02 4062 D VOLVO AKTIEBOLAGET ADR B 92885640 28135 851309 SH SHARED 851309 D VOLVO AKTIEBOLAGET ADR B 92885640 1 49 SH SHARED 02 49 D VORNADO RLTY TR SH BEN INT 92904210 177 2940 SH SHARED 2940 D VORNADO RLTY TR SH BEN INT 92904210 8031 132800 SH SHARED 01 130900 1900 D VORNADO RLTY TR SH BEN INT 92904210 2128 35196 SH SHARED 02 35196 D VORNADO RLTY TR SH BEN INT 92904210 350 5800 SH SHARED 10 5800 D VORNADO RLTY TR SH BEN INT 92904210 1306 21600 SH SHARED 11 21600 D VORNADO RLTY TR PFD CONV SER A 92904220 5055 60438 SH SHARED 60438 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 787 22626 SH SHARED 15626 7000 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 10450 300400 SH SHARED 01 300400 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 1304 37500 SH SHARED 09 37500 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 12505 359450 SH SHARED 10 359450 D VULCAN MATLS CO COM 92916010 31264 659023 SH SHARED 659023 D VULCAN MATLS CO COM 92916010 3339 70392 SH SHARED 01 70192 200 D VULCAN MATLS CO COM 92916010 5026 105948 SH SHARED 02 105948 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 3828 80694 SH SHARED 10 80694 D VULCAN MATLS CO COM 92916010 61 1300 SH SHARED 14 1300 D WFS FINL INC COM 92923B10 140 3249 SH SHARED 3249 D WFS FINL INC COM 92923B10 873 20163 SH SHARED 01 20163 D WFS FINL INC COM 92923B10 263 6071 SH SHARED 02 6071 D WFS FINL INC COM 92923B10 240 5560 SH SHARED 10 5560 D WCI CMNTYS INC COM 92923C10 1330 53155 SH SHARED 53155 D WCI CMNTYS INC COM 92923C10 1304 52100 SH SHARED 01 52100 D WCI CMNTYS INC COM 92923C10 3164 126424 SH SHARED 02 126424 D WCI CMNTYS INC COM 92923C10 1208 48300 SH SHARED 10 48300 D WD-40 CO COM 92923610 243 6952 SH SHARED 4852 2100 D WD-40 CO COM 92923610 154 4400 SH SHR/OTHR 01 4400 D WD-40 CO COM 92923610 314 8996 SH SHARED 02 8996 D WGL HLDGS INC COM 92924F10 817 27169 SH SHARED 27169 D WGL HLDGS INC COM 92924F10 424 14100 SH SHARED 01 14100 D WGL HLDGS INC COM 92924F10 543 18061 SH SHARED 02 18061 D W-H ENERGY SVCS INC COM 92925E10 982 67925 SH SHARED 67925 D W-H ENERGY SVCS INC COM 92925E10 68 4715 SH SHARED 01 4715 D W-H ENERGY SVCS INC COM 92925E10 183 12699 SH SHARED 02 12699 D W HLDG CO INC COM 92925110 370 19824 SH SHARED 19824 D W HLDG CO INC COM 92925110 1003 53678 SH SHARED 01 53678 D W HLDG CO INC COM 92925110 1111 59478 SH SHARED 02 59478 D WJ COMMUNICATIONS INC COM 92928410 216 58557 SH SHARED 58557 D WJ COMMUNICATIONS INC COM 92928410 33 9144 SH SHARED 01 9144 D WJ COMMUNICATIONS INC COM 92928410 118 32120 SH SHARED 02 32120 D WMS INDS INC NOTE 2.750% 7/1 929297AE 3062 1750000 PRN SHARED 02 1750000 D WMS INDS INC COM 92929710 581 18743 SH SHARED 18743 D WMS INDS INC COM 92929710 1206 38927 SH SHARED 02 38927 D W P CAREY & CO LLC COM 92930Y10 14 481 SH SHARED 481 D W P CAREY & CO LLC COM 92930Y10 251 8119 SH SHARED 01 119 8000 D WPP GROUP PLC SPON ADR NEW 92930930 14044 275869 SH SHARED 275869 D WPP GROUP PLC SPON ADR NEW 92930930 370 7277 SH SHARED 01 7277 D WPP GROUP PLC SPON ADR NEW 92930930 18023 354022 SH SHARED 02 354022 D WPP GROUP PLC SPON ADR NEW 92930930 977 19200 SH SHARED 10 19200 D WPS RESOURCES CORP COM 92931B10 528 11046 SH SHARED 11046 D WPS RESOURCES CORP COM 92931B10 1156 24200 SH SHARED 01 23200 1000 D WPS RESOURCES CORP COM 92931B10 547 11453 SH SHARED 02 11453 D WPS RESOURCES CORP COM 92931B10 7848 164200 SH SHARED 10 164200 D WSFS FINL CORP COM 92932810 464 9249 SH SHARED 9249 D WSFS FINL CORP COM 92932810 421 8398 SH SHARED 01 8398 D WSFS FINL CORP COM 92932810 259 5173 SH SHARED 02 5173 D WSFS FINL CORP COM 92932810 471 9400 SH SHARED 10 9400 D WABASH NATL CORP COM 92956610 168 7152 SH SHARED 7152 D WABASH NATL CORP COM 92956610 6274 265848 SH SHARED 01 232848 33000 D WABASH NATL CORP COM 92956610 437 18553 SH SHARED 02 18553 D WABASH NATL CORP COM 92956610 674 28600 SH SHARED 05 28600 D WABTEC CORP COM 92974010 316 22211 SH SHARED 22211 D WABTEC CORP COM 92974010 82 5797 SH SHARED 01 5797 D WABTEC CORP COM 92974010 299 20997 SH SHARED 02 20997 D WACHOVIA CORP 2ND NEW COM 92990310 308395 6561612 SH SHARED 6469932 91680 D WACHOVIA CORP 2ND NEW COM 92990310 150423 3200502 SH SHARED 01 1839829 1360673 D WACHOVIA CORP 2ND NEW COM 92990310 6386 135877 SH SHR/OTHR 01 9188 126689 D WACHOVIA CORP 2ND NEW COM 92990310 31237 664629 SH SHARED 02 664629 D WACHOVIA CORP 2ND NEW COM 92990310 4267 90800 SH SHARED 04 90800 D WACHOVIA CORP 2ND NEW COM 92990310 23255 494806 SH SHARED 05 461900 32906 D WACHOVIA CORP 2ND NEW COM 92990310 1471 31298 SH SHARED 06 29298 2000 D WACHOVIA CORP 2ND NEW COM 92990310 2942 62600 SH SHARED 07 62600 D WACHOVIA CORP 2ND NEW COM 92990310 1875 39900 SH SHARED 09 39900 D WACHOVIA CORP 2ND NEW COM 92990310 223382 4752814 SH SHARED 10 4752814 D WACHOVIA CORP 2ND NEW COM 92990310 450 9592 SH SHARED 14 9592 D WADDELL & REED FINL INC CL A 93005910 58 2400 SH SHARED 2400 D WADDELL & REED FINL INC CL A 93005910 1034 42185 SH SHARED 42185 D WADDELL & REED FINL INC CL A 93005910 594 24230 SH SHARED 01 23610 620 D WADDELL & REED FINL INC CL A 93005910 689 28137 SH SHARED 02 28137 D WAL MART STORES INC COM 93114210 22 370 SH SHARED 370 D WAL MART STORES INC COM 93114210 1133904 18996556 SH SHARED 18754781 241775 D WAL MART STORES INC COM 93114210 224526 3761551 SH SHARED 01 1517793 2243758 D WAL MART STORES INC COM 93114210 47437 794735 SH SHR/OTHR 01 113600 681135 D WAL MART STORES INC COM 93114210 112387 1882848 SH SHARED 02 1882848 D WAL MART STORES INC COM 93114210 7965 133450 SH SHARED 03 113450 20000 D WAL MART STORES INC COM 93114210 10744 180000 SH SHARED 04 180000 D WAL MART STORES INC COM 93114210 41048 687697 SH SHARED 05 606786 80911 D WAL MART STORES INC COM 93114210 11347 190102 SH SHARED 06 186002 4100 D WAL MART STORES INC COM 93114210 4477 75007 SH SHARED 07 75007 D WAL MART STORES INC COM 93114210 2733 45800 SH SHARED 09 45800 D WAL MART STORES INC COM 93114210 385293 6454909 SH SHARED 10 6454909 D WAL MART STORES INC COM 93114210 1540 25813 SH SHARED 14 25813 D WALGREEN CO COM 93142210 133785 4060270 SH SHARED 3989270 71000 D WALGREEN CO COM 93142210 47568 1443655 SH SHARED 01 502442 941213 D WALGREEN CO COM 93142210 13080 396991 SH SHR/OTHR 01 11900 385091 D WALGREEN CO COM 93142210 17889 542929 SH SHARED 02 542929 D WALGREEN CO COM 93142210 633 19241 SH SHARED 05 11790 7451 D WALGREEN CO COM 93142210 592 17970 SH SHARED 06 16170 1800 D WALGREEN CO COM 93142210 80230 2434908 SH SHARED 10 2434908 D WALGREEN CO COM 93142210 249 7557 SH SHARED 14 7557 D WALTER INDS INC COM 93317Q10 229 19254 SH SHARED 19254 D WALTER INDS INC COM 93317Q10 381 31988 SH SHARED 01 31988 D WALTER INDS INC COM 93317Q10 204 17152 SH SHARED 02 17152 D WARNACO GROUP INC COM NEW 93439040 471 23492 SH SHARED 23492 D WARNACO GROUP INC COM NEW 93439040 399 19868 SH SHARED 02 19868 D WARWICK CMNTY BANCORP INC COM 93655910 28 859 SH SHARED 859 D WARWICK CMNTY BANCORP INC COM 93655910 1 39 SH SHARED 01 39 D WARWICK CMNTY BANCORP INC COM 93655910 50 1489 SH SHARED 02 1489 D WARWICK VALLEY TEL CO COM 93675010 472 18502 SH SHARED 18502 D WARWICK VALLEY TEL CO COM 93675010 67 2634 SH SHARED 02 2634 D WASHINGTON FED INC COM 93882410 1298 50869 SH SHARED 50869 D WASHINGTON FED INC COM 93882410 552 21650 SH SHARED 01 21650 D WASHINGTON FED INC COM 93882410 513 20105 SH SHARED 02 20105 D WASHINGTON FED INC COM 93882410 1136 44513 SH SHARED 14 44513 D WASHINGTON GROUP INTL INC COM NEW 93886220 238 6500 SH SHARED 6500 D WASHINGTON GROUP INTL INC COM NEW 93886220 500 13643 SH SHARED 02 13643 D WASHINGTON MUT INC COM 93932210 696 16300 SH SHARED 16300 D WASHINGTON MUT INC COM 93932210 174863 4094195 SH SHARED 4010139 84056 D WASHINGTON MUT INC COM 93932210 31696 742139 SH SHARED 01 314750 427389 D WASHINGTON MUT INC COM 93932210 5422 126960 SH SHR/OTHR 01 12750 114210 D WASHINGTON MUT INC COM 93932210 20372 476997 SH SHARED 02 476997 D WASHINGTON MUT INC COM 93932210 187 4396 SH SHARED 05 850 3546 D WASHINGTON MUT INC COM 93932210 4072 95350 SH SHARED 06 93650 1700 D WASHINGTON MUT INC COM 93932210 55 1300 SH SHARED 07 1300 D WASHINGTON MUT INC COM 93932210 339922 7958843 SH SHARED 10 7958843 D WASHINGTON MUT INC COM 93932210 5472 128139 SH SHARED 14 128139 D WASHINGTON POST CO CL B 93964010 2038 2305 SH SHARED 2305 D WASHINGTON POST CO CL B 93964010 6381 7215 SH SHARED 01 2857 4358 D WASHINGTON POST CO CL B 93964010 2034 2300 SH SHR/OTHR 01 500 1800 D WASHINGTON POST CO CL B 93964010 1626 1839 SH SHARED 02 1839 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 557 17187 SH SHARED 17187 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 2503 77150 SH SHARED 01 72900 4250 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 649 20021 SH SHARED 02 20021 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 885 27300 SH SHARED 10 27300 D WASHINGTON TR BANCORP COM 94061010 84 3200 SH SHARED 3200 D WASHINGTON TR BANCORP COM 94061010 657 24898 SH SHARED 01 24898 D WASHINGTON TR BANCORP COM 94061010 166 6306 SH SHARED 02 6306 D WASTE CONNECTIONS INC NOTE 5.500% 4/1 941053AB 17279 16348000 PRN SHARED 02 16348000 D WASTE CONNECTIONS INC FRNT 5/0 941053AD 60898 58556000 PRN SHARED 58556000 D WASTE CONNECTIONS INC COM 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13966 341991 SH SHARED 279991 62000 D WATERS CORP COM 94184810 53326 1305744 SH SHARED 01 726060 1500 578184 D WATERS CORP COM 94184810 459 11239 SH SHR/OTHR 01 11239 D WATERS CORP COM 94184810 2510 61475 SH SHARED 02 61475 D WATERS CORP COM 94184810 1923 47100 SH SHARED 04 47100 D WATERS CORP COM 94184810 16 410 SH SHARED 05 410 D WATERS CORP COM 94184810 46 1150 SH SHARED 06 1150 D WATERS CORP COM 94184810 57604 1410485 SH SHARED 10 1410485 D WATSCO INC COM 94262220 139 4795 SH SHARED 4795 D WATSCO INC COM 94262220 462 15937 SH SHARED 01 15937 D WATSCO INC COM 94262220 366 12646 SH SHARED 02 12646 D WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC 7625 6110000 PRN SHARED 6110000 D WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC 6 5500 PRN SHARED 01 5500 D WATSON PHARMACEUTICALS INC COM 94268310 119 2800 SH SHR/OTHR 2800 D WATSON PHARMACEUTICALS INC COM 94268310 12782 298728 SH SHARED 298728 D WATSON PHARMACEUTICALS INC COM 94268310 6830 159637 SH SHARED 01 143537 11100 5000 D WATSON PHARMACEUTICALS INC COM 94268310 4657 108848 SH SHARED 02 108848 D WATSON PHARMACEUTICALS INC COM 94268310 142 3332 SH SHARED 05 3332 D WATSON PHARMACEUTICALS INC COM 94268310 7913 184944 SH SHARED 10 184944 D WATSON WYATT & CO HLDGS CL A 94271210 1803 71452 SH SHARED 71452 D WATSON WYATT & CO HLDGS CL A 94271210 210 8348 SH SHARED 01 8348 D WATSON WYATT & CO HLDGS CL A 94271210 414 16437 SH SHARED 02 16437 D WATTS WATER TECHNOLOGIES INC CL A 94274910 114 4893 SH SHARED 4893 D WATTS WATER TECHNOLOGIES INC CL A 94274910 6 278 SH SHARED 01 278 D WATTS WATER TECHNOLOGIES INC CL A 94274910 321 13734 SH SHARED 02 13734 D WATTS WATER TECHNOLOGIES INC CL A 94274910 39 1700 SH SHARED 10 1700 D WAUSAU-MOSINEE PAPER CORP COM 94331510 305 21672 SH SHARED 21672 D WAUSAU-MOSINEE PAPER CORP COM 94331510 48 3428 SH SHARED 01 3428 D WAUSAU-MOSINEE PAPER CORP COM 94331510 263 18675 SH SHARED 02 18675 D WAVECOM S A SPONSORED ADR 94353110 299 25968 SH SHARED 25968 D WAYNE BANCORP INC OHIO COM 94429310 44 1900 SH SHARED 1900 D WAYNE BANCORP INC OHIO COM 94429310 75 3204 SH SHARED 02 3204 D WAYPOINT FINL CORP COM 94675610 237 8850 SH SHARED 8850 D WAYPOINT FINL CORP COM 94675610 2635 98248 SH SHARED 01 98248 D WAYPOINT FINL CORP COM 94675610 415 15476 SH SHARED 02 15476 D WAYPOINT FINL CORP COM 94675610 2651 98876 SH SHARED 10 98876 D WEATHERFORD INTL INC DBCV 6/3 947074AB 35473 55776500 PRN SHARED 55776500 D WEATHERFORD INTL INC DBCV 6/3 947074AB 4015 6314000 PRN SHARED 02 6314000 D WEBEX COMMUNICATIONS INC COM 94767L10 1006 33863 SH SHARED 33863 D WEBEX COMMUNICATIONS INC COM 94767L10 2577 86700 SH SHARED 01 86700 D WEBEX COMMUNICATIONS INC COM 94767L10 708 23837 SH SHARED 02 23837 D WEBEX COMMUNICATIONS INC COM 94767L10 517 17400 SH SHARED 10 17400 D WEBMETHODS INC COM 94768C10 1133 121148 SH SHARED 121148 D WEBMETHODS INC COM 94768C10 9775 1044402 SH SHARED 01 957002 87400 D WEBMETHODS INC COM 94768C10 208 22299 SH SHARED 02 22299 D WEBMETHODS INC COM 94768C10 500 53500 SH SHARED 05 53500 D WEBMETHODS INC COM 94768C10 359 38410 SH SHARED 10 38410 D WEBSENSE INC COM 94768410 829 28019 SH SHARED 28019 D WEBSENSE INC COM 94768410 2110 71263 SH SHARED 01 71263 D WEBSENSE INC COM 94768410 363 12285 SH SHARED 02 12285 D WEBSENSE INC COM 94768410 1924 65000 SH SHARED 04 65000 D WEBSENSE INC COM 94768410 290 9800 SH SHARED 10 9800 D WEBMD CORP NOTE 3.250% 4/0 94769MAC 0 500 PRN SHARED 01 500 D WEBMD CORP COM 94769M10 2213 248938 SH SHARED 213838 35100 D WEBMD CORP COM 94769M10 545 61411 SH SHARED 01 40911 20500 D WEBMD CORP COM 94769M10 302 34073 SH SHARED 02 34073 D WEBMD CORP COM 94769M10 1778 200000 SH SHARED 04 200000 D WEBSTER FINL CORP CONN COM 94789010 984 19415 SH SHARED 19415 D WEBSTER FINL CORP CONN COM 94789010 737 14543 SH SHARED 01 14543 D WEBSTER FINL CORP CONN COM 94789010 559 11030 SH SHARED 02 11030 D WEBSTER FINL CORP CONN COM 94789010 11637 229500 SH SHARED 10 229500 D WEBZEN INC SPONSORED ADR 94846M10 3922 417710 SH SHARED 417710 D WEIGHT WATCHERS INTL INC NEW COM 94862610 112 2660 SH SHARED 2660 D WEIGHT WATCHERS INTL INC NEW COM 94862610 538 12742 SH SHARED 02 12742 D WEIGHT WATCHERS INTL INC NEW COM 94862610 3804 90000 SH SHARED 04 90000 D WEINGARTEN RLTY INVS SH BEN INT 94874110 423 12242 SH SHARED 12242 D WEINGARTEN RLTY INVS SH BEN INT 94874110 668 19323 SH SHARED 01 18873 450 D WEINGARTEN RLTY INVS SH BEN INT 94874110 67 1950 SH SHR/OTHR 01 1950 D WEINGARTEN RLTY INVS SH BEN INT 94874110 1503 43441 SH SHARED 02 43441 D WEINGARTEN RLTY INVS SH BEN INT 94874110 190 5500 SH SHARED 11 5500 D WEIS MKTS INC COM 94884910 91 2700 SH SHARED 2700 D WEIS MKTS INC COM 94884910 13 400 SH SHARED 01 400 D WEIS MKTS INC COM 94884910 197 5862 SH SHARED 02 5862 D WELLCHOICE INC COM 94947510 1137 30833 SH SHARED 30833 D WELLCHOICE INC COM 94947510 597 16200 SH SHARED 01 16200 D WELLCHOICE INC COM 94947510 80 2194 SH SHARED 02 2194 D WELLMAN INC COM 94970210 515 61764 SH SHARED 61764 D WELLMAN INC COM 94970210 164 19653 SH SHARED 02 19653 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 164370 1445393 SH SHARED 1337644 107749 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 55017 483797 SH SHARED 01 274361 5605 203831 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 987 8680 SH SHR/OTHR 01 8680 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 13569 119328 SH SHARED 02 119328 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 12988 114213 SH SHARED 05 108751 5462 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 311 2741 SH SHARED 06 2391 350 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 1628 14320 SH SHARED 07 14320 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 1057 9300 SH SHARED 09 9300 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 116260 1022342 SH SHARED 10 1022342 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 1497 13164 SH SHARED 14 13164 D WELLS FARGO & CO NEW COM 94974610 473768 8360123 SH SHARED 8212977 147146 D WELLS FARGO & CO NEW COM 94974610 89980 1587799 SH SHARED 01 825437 762362 D WELLS FARGO & CO NEW COM 94974610 25459 449256 SH SHR/OTHR 01 46820 402436 D WELLS FARGO & CO NEW COM 94974610 70006 1235331 SH SHARED 02 1235331 D WELLS FARGO & CO NEW COM 94974610 15244 269000 SH SHARED 03 211800 57200 D WELLS FARGO & CO NEW COM 94974610 9807 173071 SH SHARED 05 98270 74801 D WELLS FARGO & CO NEW COM 94974610 3673 64830 SH SHARED 06 62530 2300 D WELLS FARGO & CO NEW COM 94974610 130 2300 SH SHARED 07 2300 D WELLS FARGO & CO NEW COM 94974610 72739 1283570 SH SHARED 10 1283570 D WELLS FARGO & CO NEW COM 94974610 6189 109227 SH SHARED 14 109227 D WELLSFORD REAL PPTYS INC COM NEW 95024020 1444 79300 SH SHARED 79300 D WENDYS INTL INC COM 95059010 14911 366475 SH SHARED 366475 D WENDYS INTL INC COM 95059010 5707 140274 SH SHARED 01 131174 9100 D WENDYS INTL INC COM 95059010 3678 90396 SH SHARED 02 90396 D WENDYS INTL INC COM 95059010 16 417 SH SHARED 05 417 D WENDYS INTL INC COM 95059010 40 1000 SH SHARED 06 1000 D WENDYS INTL INC COM 95059010 1641 40348 SH SHARED 10 40348 D WERNER ENTERPRISES INC COM 95075510 1016 53660 SH SHARED 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98389B10 62 3500 SH SHARED 06 3500 D XCEL ENERGY INC COM 98389B10 3019 169536 SH SHARED 10 169536 D XCEL ENERGY INC COM 98389B10 53 3000 SH SHARED 14 3000 D XILINX INC COM 98391910 49685 1315821 SH SHARED 1304346 11475 D XILINX INC COM 98391910 30409 805324 SH SHARED 01 715182 3900 86242 D XILINX INC COM 98391910 618 16389 SH SHR/OTHR 01 3920 12469 D XILINX INC COM 98391910 9515 252010 SH SHARED 02 252010 D XILINX INC COM 98391910 5950 157600 SH SHARED 03 120000 37600 D XILINX INC COM 98391910 4720 125000 SH SHARED 04 125000 D XILINX INC COM 98391910 2456 65046 SH SHARED 05 63400 1646 D XILINX INC COM 98391910 243 6450 SH SHARED 06 5950 500 D XILINX INC COM 98391910 57655 1526899 SH SHARED 10 1526899 D XILINX INC COM 98391910 1085 28737 SH SHARED 14 28737 D XEROX CORP COM 98412110 69891 4796939 SH SHARED 4788139 8800 D XEROX CORP COM 98412110 2260 155115 SH SHARED 01 154115 1000 D XEROX CORP COM 98412110 26 1800 SH SHR/OTHR 01 1800 D XEROX CORP COM 98412110 8732 599355 SH SHARED 02 599355 D XEROX CORP COM 98412110 151163 10375000 SH SHARED 04 10375000 D XEROX CORP COM 98412110 115 7944 SH SHARED 05 5460 2484 D XEROX CORP COM 98412110 13434 922050 SH SHARED 06 600550 321500 D XEROX CORP COM 98412110 4746 325779 SH SHARED 10 325779 D XEROX CORP COM 98412110 2501 171713 SH SHARED 14 171713 D XEROX CORP PFD CONV SER C 98412150 30150 225000 SH SHARED 225000 D XEROX CORP PFD CONV SER C 98412150 33983 253605 SH SHARED 02 253605 D XYBERNAUT CORP COM 98414910 16 14181 SH SHARED 14181 D XYBERNAUT CORP COM 98414910 108 90802 SH SHARED 02 90802 D YPF SOCIEDAD ANONIMA SPON ADR CL D 98424510 49 1256 SH SHARED 1256 D YPF SOCIEDAD ANONIMA SPON ADR CL D 98424510 7 200 SH SHARED 02 200 D YADKIN VY BK&TR CO ELKIN N C COM 98430810 37 2200 SH SHARED 2200 D YADKIN VY BK&TR CO ELKIN N C COM 98430810 66 3963 SH SHARED 02 3963 D YAHOO INC FRNT 4/0 984332AB 10784 8000000 PRN SHARED 02 8000000 D YAHOO INC COM 98433210 15 320 SH SHARED 320 D YAHOO INC COM 98433210 98769 2037742 SH SHARED 1994791 42951 D YAHOO INC COM 98433210 26911 555219 SH SHARED 01 266359 288860 D YAHOO INC COM 98433210 221 4560 SH SHR/OTHR 01 4210 350 D YAHOO INC COM 98433210 35483 732077 SH SHARED 02 732077 D YAHOO INC COM 98433210 27385 565000 SH SHARED 04 565000 D YAHOO INC COM 98433210 11897 245456 SH SHARED 05 226200 19256 D YAHOO INC COM 98433210 1540 31785 SH SHARED 06 30885 900 D YAHOO INC COM 98433210 1429 29500 SH SHARED 07 29500 D YAHOO INC COM 98433210 945 19500 SH SHARED 09 19500 D YAHOO INC COM 98433210 49630 1023949 SH SHARED 10 1023949 D YAHOO INC COM 98433210 922 19030 SH SHARED 14 19030 D YAMANA GOLD INC COM 98462Y10 779 230000 SH SHARED 01 230000 D YANKEE CANDLE INC COM 98475710 280 10176 SH SHARED 10176 D YANKEE CANDLE INC COM 98475710 2616 94879 SH SHARED 01 94879 D YANKEE CANDLE INC COM 98475710 819 29714 SH SHARED 02 29714 D YANKEE CANDLE INC COM 98475710 71 2600 SH SHARED 10 2600 D XICOR INC COM 98490310 427 28070 SH SHARED 28070 D XICOR INC COM 98490310 160 10518 SH SHARED 01 10518 D XICOR INC COM 98490310 255 16812 SH SHARED 02 16812 D YARDVILLE NATL BANCORP COM 98502110 96 3907 SH SHARED 3907 D YARDVILLE NATL BANCORP COM 98502110 114 4647 SH SHARED 01 4647 D YARDVILLE NATL BANCORP COM 98502110 107 4372 SH SHARED 02 4372 D YARDVILLE NATL BANCORP COM 98502110 39 1600 SH SHARED 10 1600 D YELLOW ROADWAY CORP COM 98557710 6945 206086 SH SHARED 200686 5400 D YELLOW ROADWAY CORP COM 98557710 374 11100 SH SHARED 01 11100 D YELLOW ROADWAY CORP COM 98557710 690 20493 SH SHARED 02 20493 D YELLOW ROADWAY CORP COM 98557710 5513 163599 SH SHARED 10 163599 D YORK INTL CORP NEW COM 98667010 2877 73193 SH SHARED 73193 D YORK INTL CORP NEW COM 98667010 781 19892 SH SHARED 01 19892 D YORK INTL CORP NEW COM 98667010 1490 37928 SH SHARED 02 37928 D YORK INTL CORP NEW COM 98667010 47 1214 SH SHARED 06 1214 D YORK INTL CORP NEW COM 98667010 4949 125900 SH SHARED 10 125900 D YORK WTR CO COM 98718410 455 22393 SH SHARED 01 22393 D YOUNG & RUBICAM INC NOTE 3.000% 1/1 987425AC 10060 10000000 PRN SHARED 10000000 D YOUNG BROADCASTING INC CL A 98743410 159 8807 SH SHARED 8807 D YOUNG BROADCASTING INC CL A 98743410 49 2716 SH SHARED 01 2716 D YOUNG BROADCASTING INC CL A 98743410 151 8380 SH SHARED 02 8380 D YOUNG INNOVATIONS INC COM 98752010 59 1674 SH SHARED 1674 D YOUNG INNOVATIONS INC COM 98752010 6 191 SH SHARED 01 191 D YOUNG INNOVATIONS INC COM 98752010 105 2976 SH SHARED 02 2976 D YUM BRANDS INC COM 98849810 47784 1257809 SH SHARED 1247769 10040 D YUM BRANDS INC COM 98849810 31523 829774 SH SHARED 01 597869 480 231425 D YUM BRANDS INC COM 98849810 1328 34962 SH SHR/OTHR 01 4332 30630 D YUM BRANDS INC COM 98849810 5551 146143 SH SHARED 02 146143 D YUM BRANDS INC COM 98849810 18333 482600 SH SHARED 03 423700 58900 D YUM BRANDS INC COM 98849810 6006 158120 SH SHARED 05 126780 31340 D YUM BRANDS INC COM 98849810 161 4250 SH SHARED 06 3250 1000 D YUM BRANDS INC COM 98849810 48081 1265627 SH SHARED 10 1265627 D YUM BRANDS INC COM 98849810 91 2400 SH SHARED 14 2400 D Z TEL TECHNOLOGIES INC COM 98879210 58 26765 SH SHARED 26765 D ZALE CORP NEW COM 98885810 853 13869 SH SHARED 13869 D ZALE CORP NEW COM 98885810 5846 94995 SH SHARED 01 94800 195 D ZALE CORP NEW COM 98885810 43 707 SH SHR/OTHR 01 707 D ZALE CORP NEW COM 98885810 788 12817 SH SHARED 02 12817 D ZALE CORP NEW COM 98885810 5767 93700 SH SHARED 10 93700 D ZARLINK SEMICONDUCTOR INC COM 98913910 97 24781 SH SHARED 24781 D ZARLINK SEMICONDUCTOR INC COM 98913910 196 50000 SH SHARED 02 50000 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1860 26814 SH SHARED 23914 2900 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1037 14950 SH SHARED 01 14950 D ZEBRA TECHNOLOGIES CORP CL A 98920710 20 300 SH SHR/OTHR 01 300 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1871 26974 SH SHARED 02 26974 D ZEBRA TECHNOLOGIES CORP CL A 98920710 797 11490 SH SHARED 10 11490 D ZENITH NATL INS CORP COM 98939010 169 4324 SH SHARED 4324 D ZENITH NATL INS CORP COM 98939010 517 13201 SH SHARED 01 13201 D ZENITH NATL INS CORP COM 98939010 169 4332 SH SHARED 02 4332 D ZENITH NATL INS CORP COM 98939010 333 8500 SH SHARED 10 8500 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 427 110017 SH SHARED 110017 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 75 19502 SH SHARED 01 19502 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 180 46329 SH SHARED 02 46329 D ZILA INC COM PAR $0.01 98951320 116 24448 SH SHARED 02 24448 D ZILOG INC COM PAR $0.01 98952430 47 3800 SH SHARED 3800 D ZILOG INC COM PAR $0.01 98952430 92 7330 SH SHARED 02 7330 D ZIMMER HLDGS INC COM 98956P10 158940 2154255 SH SHARED 2153552 703 D ZIMMER HLDGS INC COM 98956P10 38429 520865 SH SHARED 01 225899 6000 288966 D ZIMMER HLDGS INC COM 98956P10 25492 345526 SH SHR/OTHR 01 37665 307861 D ZIMMER HLDGS INC COM 98956P10 8435 114332 SH SHARED 02 114232 100 D ZIMMER HLDGS INC COM 98956P10 1881 25500 SH SHARED 04 25500 D ZIMMER HLDGS INC COM 98956P10 523 7095 SH SHARED 05 1090 6005 D ZIMMER HLDGS INC COM 98956P10 225 3050 SH SHARED 06 2650 400 D ZIMMER HLDGS INC COM 98956P10 94877 1285958 SH SHARED 10 1285958 D ZIMMER HLDGS INC COM 98956P10 190 2580 SH SHARED 14 2580 D ZINDART LTD SPONSORED ADR 98959710 181 31035 SH SHARED 31035 D ZIONS BANCORPORATION COM 98970110 48321 846256 SH SHARED 846256 D ZIONS BANCORPORATION COM 98970110 1340 23478 SH SHARED 01 23378 100 D ZIONS BANCORPORATION COM 98970110 3640 63753 SH SHARED 02 63753 D ZIONS BANCORPORATION COM 98970110 39 700 SH SHARED 06 700 D ZIONS BANCORPORATION COM 98970110 15294 267862 SH SHARED 10 267862 D ZIONS BANCORPORATION COM 98970110 1281 22448 SH SHARED 14 22448 D ZIX CORP COM 98974P10 184 12688 SH SHARED 02 12688 D ZORAN CORP COM 98975F10 814 46939 SH SHARED 46939 D ZORAN CORP COM 98975F10 4349 250700 SH SHARED 01 250700 D ZORAN CORP COM 98975F10 487 28069 SH SHARED 02 28069 D ZORAN CORP COM 98975F10 959 55300 SH SHARED 10 55300 D ZOLTEK COS INC COM 98975W10 42 4500 SH SHR/OTHR 01 4500 D ZYMOGENETICS INC COM 98985T10 58 3800 SH SHARED 3800 D ZYMOGENETICS INC COM 98985T10 174 11280 SH SHARED 02 11280 D ZYGO CORP COM 98985510 179 11487 SH SHARED 11487 D ZYGO CORP COM 98985510 2600 166356 SH SHARED 01 166356 D ZYGO CORP COM 98985510 130 8323 SH SHARED 02 8323 D ZYGO CORP COM 98985510 2224 142300 SH SHARED 10 142300 D ZOLL MED CORP COM 98992210 265 6670 SH SHARED 6670 D ZOLL MED CORP COM 98992210 4536 114100 SH SHARED 01 100900 13200 D ZOLL MED CORP COM 98992210 182 4582 SH SHARED 02 4582 D ZOLL MED CORP COM 98992210 441 11100 SH SHARED 05 11100 D ZOLL MED CORP COM 98992210 44 1130 SH SHARED 10 1130 D ZOMAX INC MINN COM 98992910 10 2529 SH SHARED 2529 D ZOMAX INC MINN COM 98992910 2 627 SH SHARED 01 627 S REPORT SUMMARY 17405 DATA RECORDS 205056660 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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