-----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, NnKd16OHbUR4y797g8jmj7Vgr0IxVVM1D0fp4qIjwrW/YVMkuYm6O8ip3/byYPn7 Bl1Djs6sN/nJw4FIhgcl8A== 0000948046-04-000130.txt : 20040325 0000948046-04-000130.hdr.sgml : 20040325 20040325165750 ACCESSION NUMBER: 0000948046-04-000130 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20031231 FILED AS OF DATE: 20040325 EFFECTIVENESS DATE: 20040325 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: 04690284 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 tapereptrev032504.txt 13F 12/31/03 REVISION 2 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: DECEMBER 31, 2003 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 March 25, 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: 13 Form 13F Information Table Entry Total: 16457 Form 13F Information Table Value Total: 156456651 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 Unit Trust Managers Limited 08 Deutsche Investment Trust Managers Limited 09 Deutsche Investment Management Americas Inc. 10 ROPRO US Holding, Inc. 11 Deutsche Asset Management Investment Services Limited 12 DB Capital Partners, Inc. 13 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 0 11 SH SHARED 11 D CELANESE AG ORD D1497A10 22185 545243 SH SHARED 542653 2590 D CELANESE AG ORD D1497A10 120 2958 SH SHARED 01 1958 1000 D CELANESE AG ORD D1497A10 911 22400 SH SHARED 02 22400 D CELANESE AG ORD D1497A10 1167 28700 SH SHARED 04 28700 D CELANESE AG ORD D1497A10 5097 125280 SH SHARED 06 8380 116900 D CELANESE AG ORD D1497A10 493 12130 SH SHARED 14 12130 D DAIMLERCHRYSLER AG ORD D1668R12 5826818126067038 SH SHARED 122400336 2175139 D DAIMLERCHRYSLER AG ORD D1668R12 4868 105328 SH SHARED 01 90850 14478 D DAIMLERCHRYSLER AG ORD D1668R12 12 274 SH SHR/OTHR 01 274 D DAIMLERCHRYSLER AG ORD D1668R12 27328 591278 SH SHARED 02 591278 D DAIMLERCHRYSLER AG ORD D1668R12 223885 4843919 SH SHARED 04 4843919 D DAIMLERCHRYSLER AG ORD D1668R12 1683 36425 SH SHARED 05 26805 9620 D DAIMLERCHRYSLER AG ORD D1668R12 200419 4336197 SH SHARED 06 4025597 310600 D DAIMLERCHRYSLER AG ORD D1668R12 2623 56760 SH SHARED 10 33750 23010 D DAIMLERCHRYSLER AG ORD D1668R12 4921 106490 SH SHARED 14 106490 D DEUTSCHE BANK AG NAMEN ORD D1819089 4456 54203 SH SHARED 28119 26084 D DEUTSCHE BANK AG NAMEN ORD D1819089 2222100 27029567 SH SHARED 25279979 1749588 D DEUTSCHE BANK AG NAMEN ORD D1819089 3743 45533 SH SHARED 01 33100 12433 D DEUTSCHE BANK AG NAMEN ORD D1819089 6248 76012 SH SHARED 02 76012 D DEUTSCHE BANK AG NAMEN ORD D1819089 824080 10024095 SH SHARED 04 10024095 D DEUTSCHE BANK AG NAMEN ORD D1819089 2391 29095 SH SHARED 05 21411 7684 D DEUTSCHE BANK AG NAMEN ORD D1819089 332260 4041607 SH SHARED 06 3854507 187100 D DEUTSCHE BANK AG NAMEN ORD D1819089 3967 48255 SH SHARED 10 34450 13805 D DEUTSCHE BANK AG NAMEN ORD D1819089 8900 108264 SH SHARED 14 108264 D ACE LTD ORD G0070K10 36351 877635 SH SHARED 877635 D ACE LTD ORD G0070K10 2223 53671 SH SHARED 01 17403 36268 D ACE LTD ORD G0070K10 3245 78366 SH SHARED 02 78366 D ACE LTD ORD G0070K10 57 1385 SH SHARED 05 1385 D ACE LTD ORD G0070K10 380 9191 SH SHARED 06 9191 D ACE LTD ORD G0070K10 4602 111122 SH SHARED 10 98828 12294 D AMDOCS LTD ORD G0260210 949 42226 SH SHARED 42226 D AMDOCS LTD ORD G0260210 120 5364 SH SHARED 01 5364 D AMDOCS LTD ORD G0260210 1737 77305 SH SHARED 02 77305 D ANNUITY AND LIFE RE HLDGS ORD G0391010 50 36908 SH SHARED 36908 D ANNUITY AND LIFE RE HLDGS ORD G0391010 182 132400 SH SHARED 02 132400 D APEX SILVER MINES LTD ORD G0407410 234 11212 SH SHARED 11212 D APEX SILVER MINES LTD ORD G0407410 35 1688 SH SHARED 01 1688 D ARCH CAP GROUP LTD ORD G0450A10 334 8391 SH SHARED 8391 D ARCH CAP GROUP LTD ORD G0450A10 39 988 SH SHARED 01 988 D ARCH CAP GROUP LTD ORD G0450A10 470 11800 SH SHARED 02 11800 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 2 100 SH SHARED 100 D AXIS CAPITAL HOLDINGS SHS G0692U10 5601 191300 SH SHARED 01 191300 D AXIS CAPITAL HOLDINGS SHS G0692U10 88 3020 SH SHARED 05 3020 D AXIS CAPITAL HOLDINGS SHS G0692U10 7439 254070 SH SHARED 08 254070 D AXIS CAPITAL HOLDINGS SHS G0692U10 541 18480 SH SHARED 10 18480 D BANK OF BERMUDA LTD SHS G0764410 8168 181689 SH SHARED 181689 D BANK OF BERMUDA LTD SHS G0764410 147 3275 SH SHARED 01 3275 D ACCENTURE LTD BERMUDA CL A G1150G11 111 4247 SH SHARED 4247 D ACCENTURE LTD BERMUDA CL A G1150G11 57604 2188613 SH SHARED 01 2173388 10100 5125 D ACCENTURE LTD BERMUDA CL A G1150G11 946 35970 SH SHARED 02 35970 D BUNGE LIMITED COM G1696210 5376 163329 SH SHARED 163329 D BUNGE LIMITED COM G1696210 40 1230 SH SHARED 01 1230 D BUNGE LIMITED COM G1696210 3 100 SH SHARED 02 100 D CHINADOTCOM CORP CL A G2108N10 515 63842 SH SHARED 63842 D CHINADOTCOM CORP CL A G2108N10 4 500 SH SHR/OTHR 01 500 D CHINA YUCHAI INTL LTD COM G2108210 617 20188 SH SHARED 20188 D CHINA YUCHAI INTL LTD COM G2108210 1147 37500 SH SHR/OTHR 01 37500 D CHIPMOS TECH BERMUDA LTD SHS G2110R10 87 9322 SH SHARED 9322 D CHIPMOS TECH BERMUDA LTD SHS G2110R10 214 22800 SH SHARED 02 22800 D COOPER INDS LTD CL A G2418210 14305 246948 SH SHARED 246948 D COOPER INDS LTD CL A G2418210 9440 162958 SH SHARED 01 8380 154578 D COOPER INDS LTD CL A G2418210 115 2000 SH SHR/OTHR 01 2000 D COOPER INDS LTD CL A G2418210 2980 51450 SH SHARED 02 51450 D COOPER INDS LTD CL A G2418210 233 4030 SH SHARED 10 4030 D ELAN CORP PLC *W EXP 08/31/200 G2953916 21 106920 SH SHARED 106920 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 758 22602 SH SHARED 22602 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 137 4098 SH SHARED 01 4098 D XCELERA INC COM G3161110 23 11467 SH SHARED 11467 D XCELERA INC COM G3161110 0 233 SH SHARED 01 233 D XCELERA INC COM G3161110 0 400 SH SHARED 04 400 D EVEREST RE GROUP LTD COM G3223R10 186 2200 SH SHARED 2200 D EVEREST RE GROUP LTD COM G3223R10 1840 21755 SH SHARED 21755 D EVEREST RE GROUP LTD COM G3223R10 1142 13500 SH SHARED 01 13500 D EVEREST RE GROUP LTD COM G3223R10 1880 22230 SH SHARED 02 22230 D FRESH DEL MONTE PRODUCE INC ORD G3673810 1388 58281 SH SHARED 58281 D FRESH DEL MONTE PRODUCE INC ORD G3673810 221 9285 SH SHARED 01 9285 D FRESH DEL MONTE PRODUCE INC ORD G3673810 37 1573 SH SHARED 02 1573 D FRONTLINE LTD ORD G3682E12 318 12520 SH SHARED 12520 D FRONTLINE LTD ORD G3682E12 12 496 SH SHARED 02 496 D GARMIN LTD ORD G3726010 4215 77371 SH SHARED 77371 D GARMIN LTD ORD G3726010 202 3718 SH SHARED 01 3718 D GARMIN LTD ORD G3726010 718 13195 SH SHARED 02 13195 D GLOBALSANTAFE CORP SHS G3930E10 4 200 SH SHARED 200 D GLOBALSANTAFE CORP SHS G3930E10 598 24108 SH SHARED 24108 D GLOBALSANTAFE CORP SHS G3930E10 18 765 SH SHARED 01 765 D GLOBALSANTAFE CORP SHS G3930E10 749 30182 SH SHARED 02 30182 D GLOBALSANTAFE CORP SHS G3930E10 11024 444010 SH SHARED 03 444010 D GLOBALSANTAFE CORP SHS G3930E10 18076 728000 SH SHARED 04 728000 D GLOBALSANTAFE CORP SHS G3930E10 270 10880 SH SHARED 05 6350 4530 D GLOBALSANTAFE CORP SHS G3930E10 1781 71750 SH SHARED 06 71750 D GLOBALSANTAFE CORP SHS G3930E10 547 22040 SH SHARED 10 22040 D GLOBALSANTAFE CORP SHS G3930E10 54 2200 SH SHARED 14 2200 D GLOBAL SOURCES LTD ORD G3930010 0 95 SH SHARED 02 95 D HELEN OF TROY CORP LTD COM G4388N10 151 6540 SH SHARED 6540 D HELEN OF TROY CORP LTD COM G4388N10 55 2417 SH SHARED 02 2417 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 30115 443662 SH SHARED 443662 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 3077 45330 SH SHARED 01 19159 26171 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 2224 32775 SH SHR/OTHR 01 32775 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 5587 82317 SH SHARED 02 82317 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 513 7558 SH SHARED 10 7558 D IPC HLDGS LTD ORD G4933P10 351 9033 SH SHARED 9033 D IPC HLDGS LTD ORD G4933P10 72 1861 SH SHARED 01 1861 D IPC HLDGS LTD ORD G4933P10 11 300 SH SHARED 02 300 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 51 4132 SH SHARED 4132 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 176 14099 SH SHARED 01 99 14000 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 125 10000 SH SHR/OTHR 01 10000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 8275 218183 SH SHARED 218183 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 2237 58991 SH SHARED 01 28317 2800 27874 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 25 674 SH SHR/OTHR 01 674 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1003 26452 SH SHARED 02 26452 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 509 13440 SH SHARED 10 13440 D MAX RE CAPITAL LTD HAMILTON SHS G6052F10 119 5295 SH SHARED 5295 D MAX RE CAPITAL LTD HAMILTON SHS G6052F10 218 9700 SH SHARED 02 9700 D MONTPELIER RE HOLDINGS LTD SHS G6218510 22 618 SH SHARED 618 D NABORS INDUSTRIES LTD SHS G6359F10 15008 361656 SH SHARED 361656 D NABORS INDUSTRIES LTD SHS G6359F10 12342 297404 SH SHARED 01 181063 116341 D NABORS INDUSTRIES LTD SHS G6359F10 82 1997 SH SHR/OTHR 01 1997 D NABORS INDUSTRIES LTD SHS G6359F10 1703 41046 SH SHARED 02 41046 D NABORS INDUSTRIES LTD SHS G6359F10 22172 534268 SH SHARED 10 524021 10247 D NOBLE CORPORATION SHS G6542210 11359 317489 SH SHARED 317489 D NOBLE CORPORATION SHS G6542210 8990 251285 SH SHARED 01 132567 118718 D NOBLE CORPORATION SHS G6542210 1091 30495 SH SHR/OTHR 01 2400 28095 D NOBLE CORPORATION SHS G6542210 5211 145643 SH SHARED 02 145643 D NOBLE CORPORATION SHS G6542210 6411 179203 SH SHARED 10 172460 6743 D NORDIC AMERICAN TANKER SHIPP COM G6577310 435 28935 SH SHARED 28935 D OPENTV CORP CL A G6754310 139 41665 SH SHARED 41665 D OPENTV CORP CL A G6754310 8 2581 SH SHARED 01 2581 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 54 3346 SH SHARED 3346 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 13 829 SH SHARED 01 829 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 95 4248 SH SHARED 4248 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 23 1053 SH SHARED 01 1053 D PARTNERRE LTD COM G6852T10 1664 28675 SH SHARED 28675 D PARTNERRE LTD COM G6852T10 657 11325 SH SHARED 01 5725 5600 D PARTNERRE LTD COM G6852T10 34 600 SH SHR/OTHR 01 600 D PARTNERRE LTD COM G6852T10 56 978 SH SHARED 02 978 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 575 19181 SH SHARED 19181 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 12988 432955 SH SHARED 01 416655 16300 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 87 2917 SH SHARED 02 2917 D PXRE GROUP LTD COM G7301810 118 5025 SH SHARED 5025 D PXRE GROUP LTD COM G7301810 29 1246 SH SHARED 01 1246 D PXRE GROUP LTD COM G7301810 103 4400 SH SHARED 02 4400 D QIAO XING UNIVERSAL TELEPHON ORD G7303A10 158 18024 SH SHARED 18024 D QIAO XING UNIVERSAL TELEPHON ORD G7303A10 35 4000 SH SHARED 02 4000 D RENAISSANCE RE HLDGS LTD COM G7496G10 58 1200 SH SHARED 1200 D RENAISSANCE RE HLDGS LTD COM G7496G10 183 3748 SH SHARED 3748 D RENAISSANCE RE HLDGS LTD COM G7496G10 603 12300 SH SHARED 01 12300 D RENAISSANCE RE HLDGS LTD COM G7496G10 44 900 SH SHR/OTHR 01 900 D RENAISSANCE RE HLDGS LTD COM G7496G10 220 4500 SH SHARED 02 4500 D SCOTTISH RE GROUP LTD ORD G7885T10 7593 365400 SH SHARED 01 341700 4200 19500 D SCOTTISH RE GROUP LTD ORD G7885T10 62 3000 SH SHR/OTHR 01 3000 D SEAGATE TECHNOLOGY SHS G7945J10 13806 730517 SH SHARED 730517 D SEAGATE TECHNOLOGY SHS G7945J10 283 15013 SH SHARED 01 15013 D SEAGATE TECHNOLOGY SHS G7945J10 4543 240378 SH SHARED 02 240378 D SINA CORP ORD G8147710 8437 250000 SH SHARED 250000 D STEWART W P & CO LTD COM G8492210 18 872 SH SHARED 872 D STEWART W P & CO LTD COM G8492210 39 1825 SH SHARED 01 1825 D STEWART W P & CO LTD COM G8492210 90 4214 SH SHR/OTHR 01 4214 D UTI WORLDWIDE INC ORD G8721010 133 3526 SH SHARED 3526 D UTI WORLDWIDE INC ORD G8721010 33 874 SH SHARED 01 874 D HILFIGER TOMMY CORP ORD G8915Z10 3027 204400 SH SHARED 204400 D HILFIGER TOMMY CORP ORD G8915Z10 118 7974 SH SHARED 01 7974 D HILFIGER TOMMY CORP ORD G8915Z10 2034 137400 SH SHARED 02 137400 D TRANSOCEAN INC ORD G9007810 43703 1820200 SH SHARED 1820200 D TRANSOCEAN INC ORD G9007810 970 40432 SH SHARED 01 29885 10547 D TRANSOCEAN INC ORD G9007810 286 11936 SH SHR/OTHR 01 1248 10688 D TRANSOCEAN INC ORD G9007810 14106 587543 SH SHARED 02 587543 D TRANSOCEAN INC ORD G9007810 341 14203 SH SHARED 10 14203 D TSAKOS ENERGY NAVIGATION LTD SHS G9108L10 36 1980 SH SHARED 1980 D GOLAR LNG LTD BERMUDA SHS G9456A10 8 600 SH SHARED 02 600 D WEATHERFORD INTERNATIONAL LT COM G9508910 2737 76032 SH SHARED 76032 D WEATHERFORD INTERNATIONAL LT COM G9508910 55 1549 SH SHARED 01 1549 D WEATHERFORD INTERNATIONAL LT COM G9508910 2 79 SH SHR/OTHR 01 79 D WEATHERFORD INTERNATIONAL LT COM G9508910 1080 30000 SH SHARED 02 30000 D WHITE MTNS INS GROUP LTD COM G9618E10 221 481 SH SHARED 481 D WHITE MTNS INS GROUP LTD COM G9618E10 944 2053 SH SHARED 01 119 1934 D WILLIS GROUP HOLDINGS LTD SHS G9665510 37140 1090119 SH SHARED 1090119 D WILLIS GROUP HOLDINGS LTD SHS G9665510 65 1934 SH SHARED 01 1934 D WILLIS GROUP HOLDINGS LTD SHS G9665510 413 12138 SH SHARED 02 12138 D XOMA LTD ORD G9825R10 0 81 SH SHARED 81 D XOMA LTD ORD G9825R10 0 19 SH SHARED 01 19 D XOMA LTD ORD G9825R10 341 51727 SH SHARED 02 51727 D XOMA LTD ORD G9825R10 9470 1434900 SH SHARED 04 1434900 D XOMA LTD ORD G9825R10 99 15000 SH SHARED 10 15000 D XOMA LTD ORD G9825R10 72 11000 SH SHARED 14 11000 D XL CAP LTD CL A G9825510 50689 653640 SH SHARED 653640 D XL CAP LTD CL A G9825510 65789 848347 SH SHARED 01 174078 674269 D XL CAP LTD CL A G9825510 11214 144606 SH SHR/OTHR 01 5840 138766 D XL CAP LTD CL A G9825510 3269 42161 SH SHARED 02 42161 D XL CAP LTD CL A G9825510 468 6047 SH SHARED 10 6047 D ALCON INC COM SHS H0130110 1894 31300 SH SHARED 01 23200 7900 200 D UBS AG NAMEN AKT H8920M85 2483 36526 SH SHARED 36526 D UBS AG NAMEN AKT H8920M85 1141 16786 SH SHARED 01 16786 D UBS AG NAMEN AKT H8920M85 5053 74334 SH SHARED 02 74334 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 44 642 SH SHARED 642 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 11 158 SH SHARED 01 158 D SBS BROADCASTING SA ORD L8137F10 323 9926 SH SHARED 9926 D SBS BROADCASTING SA ORD L8137F10 7 220 SH SHARED 02 220 D ALVARION LTD SHS M0861T10 260 22595 SH SHARED 22595 D ALVARION LTD SHS M0861T10 770 66704 SH SHARED 02 66704 D AUDIOCODES LTD ORD M1534210 128 12326 SH SHARED 12326 D AUDIOCODES LTD ORD M1534210 8 855 SH SHARED 02 855 D BACKWEB TECHNOLOGIES LTD ORD M1563310 141 108700 SH SHARED 108700 D ROBO GROUP TEK LTD SHS M2033010 1 2000 SH SHARED 01 2000 D CERAGON NETWORKS LTD ORD M2201310 73 10400 SH SHARED 10400 D CHECK POINT SOFTWARE TECH LT ORD M2246510 5971 354167 SH SHARED 354167 D CHECK POINT SOFTWARE TECH LT ORD M2246510 3854 228593 SH SHARED 01 39221 8600 180772 D CHECK POINT SOFTWARE TECH LT ORD M2246510 155 9230 SH SHR/OTHR 01 9230 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1880 111536 SH SHARED 02 111536 D CHECK POINT SOFTWARE TECH LT ORD M2246510 3436 203832 SH SHARED 05 180903 22929 D CHECK POINT SOFTWARE TECH LT ORD M2246510 3194 189500 SH SHARED 10 189500 D CHECK POINT SOFTWARE TECH LT ORD M2246510 2520 149520 SH SHARED 12 149520 D COMMTOUCH SOFTWARE LTD ORD M2559610 38 46212 SH SHARED 46212 D COMPUGEN LTD ORD M2572210 23 4622 SH SHARED 4622 D COMPUGEN LTD ORD M2572210 1 278 SH SHARED 01 278 D ELBIT SYS LTD ORD M3760D10 3 170 SH SHARED 170 D ELBIT SYS LTD ORD M3760D10 2 156 SH SHARED 14 156 D GIVEN IMAGING ORD SHS M5202010 64 3572 SH SHARED 3572 D INTERNET GOLD-GOLDEN LINES L ORD M5659510 59 17388 SH SHARED 17388 D INTERNET GOLD-GOLDEN LINES L ORD M5659510 2 797 SH SHARED 01 797 D LANOPTICS LTD ORD M6706C10 72 7500 SH SHARED 7500 D LUMENIS LTD SHS M6778Q10 59 43900 SH SHARED 43900 D MAGAL SECURITY SYS LTD ORD M6786D10 0 1 SH SHARED 01 1 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 288 16740 SH SHARED 16740 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 44 2585 SH SHARED 02 2585 D ORBOTECH LTD ORD M7525310 336 14097 SH SHARED 14097 D RADVISION LTD ORD M8186910 84 7420 SH SHARED 7420 D RADWARE LTD ORD M8187310 125 4600 SH SHARED 4600 D RADWARE LTD ORD M8187310 49 1800 SH SHARED 02 1800 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 675 10474 SH SHARED 10474 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 871 13509 SH SHARED 01 10009 2700 800 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 380 5900 SH SHARED 02 5900 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 6450 100000 SH SHARED 04 100000 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 807 12520 SH SHARED 10 12520 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 90 1400 SH SHARED 14 1400 D VERISITY LTD ORD M9738511 225 17676 SH SHARED 17676 D VERISITY LTD ORD M9738511 44 3524 SH SHARED 01 3524 D VOCALTEC COMMUNICATIONS LTD ORD M9760110 128 28300 SH SHARED 28300 D ASM INTL N V COM N0704510 5689 281109 SH SHARED 281109 D ASM INTL N V COM N0704510 16 835 SH SHARED 02 835 D ASM INTL N V COM N0704510 2024 100000 SH SHARED 06 100000 D ASM INTL N V COM N0704510 607 30000 SH SHARED 10 30000 D ASML HLDG NV N Y SHS N0705911 12810 638915 SH SHARED 638915 D ASML HLDG NV N Y SHS N0705911 603 30115 SH SHARED 01 30115 D ASML HLDG NV N Y SHS N0705911 1162 57975 SH SHARED 02 57975 D ASML HLDG NV N Y SHS N0705911 2005 100000 SH SHARED 04 100000 D ASML HLDG NV N Y SHS N0705911 220 11000 SH SHARED 10 11000 D ASML HLDG NV N Y SHS N0705911 1658 82700 SH SHARED 14 82700 D CNH GLOBAL N V SHS NEW N2093520 1791 107931 SH SHARED 107931 D CNH GLOBAL N V SHS NEW N2093520 1622 97715 SH SHARED 02 97715 D CORE LABORATORIES N V COM N2271710 16 962 SH SHARED 962 D CORE LABORATORIES N V COM N2271710 114 6859 SH SHARED 02 6859 D ORTHOFIX INTL N V COM N6748L10 6 129 SH SHARED 129 D QIAGEN N V ORD N7248210 273 22900 SH SHARED 22400 500 D QIAGEN N V ORD N7248210 42205 3528897 SH SHARED 3048947 479950 D QIAGEN N V ORD N7248210 146 12282 SH SHARED 01 5282 7000 D QIAGEN N V ORD N7248210 664 55549 SH SHARED 02 55549 D QIAGEN N V ORD N7248210 7965 666035 SH SHARED 04 666035 D QIAGEN N V ORD N7248210 1541 128890 SH SHARED 05 18300 110590 D QIAGEN N V ORD N7248210 7990 668100 SH SHARED 06 306450 361650 D QIAGEN N V ORD N7248210 275 23029 SH SHARED 10 20000 3029 D QIAGEN N V ORD N7248210 78 6600 SH SHARED 14 6600 D BANCO LATINOAMERICANO DE EXP CL E P1699413 55 2900 SH SHARED 2900 D BANCO LATINOAMERICANO DE EXP CL E P1699413 4 233 SH SHARED 233 D BANCO LATINOAMERICANO DE EXP CL E P1699413 14964 778188 SH SHARED 01 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COM 00105510 5160 142639 SH SHR/OTHR 01 14360 128279 D AFLAC INC COM 00105510 10823 299165 SH SHARED 02 299165 D AFLAC INC COM 00105510 1085 30000 SH SHARED 04 30000 D AFLAC INC COM 00105510 3682 101785 SH SHARED 05 52200 49585 D AFLAC INC COM 00105510 308 8530 SH SHARED 06 7930 600 D AFLAC INC COM 00105510 19378 535609 SH SHARED 10 512034 23575 D AFLAC INC COM 00105510 568 15700 SH SHARED 14 15700 D AGCO CORP COM 00108410 4531 224984 SH SHARED 224984 D AGCO CORP COM 00108410 986 48999 SH SHARED 01 48999 D AGCO CORP COM 00108410 504 25046 SH SHARED 02 25046 D AGCO CORP COM 00108410 1711 85000 SH SHARED 06 85000 D AGL RES INC COM 00120410 1697 58341 SH SHARED 58341 D AGL RES INC COM 00120410 516 17752 SH SHARED 01 17752 D AGL RES INC COM 00120410 1291 44397 SH SHARED 02 44397 D AES CORP COM 00130H10 13012 1378449 SH SHARED 1378449 D AES CORP COM 00130H10 1962 207901 SH SHARED 01 203401 4500 D AES CORP COM 00130H10 123 13034 SH SHR/OTHR 01 13034 D AES CORP COM 00130H10 1965 208261 SH 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277966 SH SHARED 277966 D ATI TECHNOLOGIES INC COM 00194110 237 15703 SH SHARED 01 14153 1550 D ATI TECHNOLOGIES INC COM 00194110 19 1291 SH SHR/OTHR 01 1291 D ATI TECHNOLOGIES INC COM 00194110 2144 141826 SH SHARED 02 141826 D ATI TECHNOLOGIES INC COM 00194110 71 4700 SH SHARED 10 4700 D AT&T CORP COM NEW 00195750 12 606 SH SHARED 606 D AT&T CORP COM NEW 00195750 120883 5954838 SH SHARED 5925848 28990 D AT&T CORP COM NEW 00195750 4776 235274 SH SHARED 01 220519 14755 D AT&T CORP COM NEW 00195750 61 3008 SH SHR/OTHR 01 330 2678 D AT&T CORP COM NEW 00195750 20371 1003500 SH SHARED 02 1003500 D AT&T CORP COM NEW 00195750 477 23546 SH SHARED 05 23546 D AT&T CORP COM NEW 00195750 555 27360 SH SHARED 06 26160 1200 D AT&T CORP COM NEW 00195750 7126 351070 SH SHARED 10 316302 34768 D AT&T CORP COM NEW 00195750 1733 85393 SH SHARED 14 85393 D A S V INC COM 00196310 11 300 SH SHARED 300 D A S V INC COM 00196310 167 4508 SH SHARED 02 4508 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 640 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24179 SH SHARED 24179 D ADVANCED NEUROMODULATION SYS COM 00757T10 6162 134025 SH SHARED 01 117150 16875 D ADVANCED NEUROMODULATION SYS COM 00757T10 90 1978 SH SHR/OTHR 01 1978 D ADVANCED NEUROMODULATION SYS COM 00757T10 592 12879 SH SHARED 02 12879 D ADVANCED NEUROMODULATION SYS COM 00757T10 606 13200 SH SHARED 05 13200 D ADVO INC COM 00758510 95 3000 SH SHARED 3000 D ADVO INC COM 00758510 51 1637 SH SHARED 1637 D ADVO INC COM 00758510 1857 58478 SH SHARED 01 58478 D ADVO INC COM 00758510 1418 44671 SH SHARED 02 44671 D ADVO INC COM 00758510 95 3000 SH SHARED 10 3000 D ADVANTEST CORP SPONSORED ADR 00762U10 67 3416 SH SHARED 3416 D ADVANTEST CORP SPONSORED ADR 00762U10 13 684 SH SHARED 01 684 D ADVANTEST CORP SPONSORED ADR 00762U10 182 9200 SH SHARED 02 9200 D ADVISORY BRD CO COM 00762W10 17 500 SH SHARED 500 D ADVISORY BRD CO COM 00762W10 3 100 SH SHARED 01 100 D ADVISORY BRD CO COM 00762W10 225 6482 SH SHARED 02 6482 D ADVANCED MEDICAL OPTICS INC NOTE 3.500% 4/1 00763MAE 3 3000 PRN 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COM 01310410 5573 246053 SH SHARED 01 75353 170700 D ALBERTSONS INC COM 01310410 181 8000 SH SHR/OTHR 01 8000 D ALBERTSONS INC COM 01310410 21514 949873 SH SHARED 02 949873 D ALBERTSONS INC COM 01310410 1386 61200 SH SHARED 03 21200 40000 D ALBERTSONS INC COM 01310410 384 16955 SH SHARED 05 16955 D ALBERTSONS INC COM 01310410 2013 88900 SH SHARED 06 88400 500 D ALBERTSONS INC COM 01310410 2943 129963 SH SHARED 10 129963 D ALBERTSONS INC COM 01310410 296 13100 SH SHARED 14 13100 D ALCAN INC COM 01371610 17 379 SH SHARED 379 D ALCAN INC COM 01371610 458098 9757159 SH SHARED 9754159 3000 D ALCAN INC COM 01371610 13073 278461 SH SHARED 01 276685 1776 D ALCAN INC COM 01371610 9 200 SH SHR/OTHR 01 200 D ALCAN INC COM 01371610 8257 175875 SH SHARED 02 175875 D ALCAN INC COM 01371610 8920 190000 SH SHARED 04 190000 D ALCAN INC COM 01371610 858 18291 SH SHARED 05 14700 3591 D ALCAN INC COM 01371610 397 8470 SH SHARED 06 6970 1500 D ALCAN INC COM 01371610 155 3304 SH SHARED 10 3304 D ALCAN INC COM 01371610 111 2375 SH SHARED 14 2375 D ALCOA INC COM 01381710 26 700 SH SHARED 700 D ALCOA INC COM 01381710 116394 3063021 SH SHARED 2914841 148180 D ALCOA INC COM 01381710 88024 2316445 SH SHARED 01 1740669 575776 D ALCOA INC COM 01381710 410 10800 SH SHR/OTHR 01 10800 D ALCOA INC COM 01381710 12259 322607 SH SHARED 02 322607 D ALCOA INC COM 01381710 908 23900 SH SHARED 03 9800 14100 D ALCOA INC COM 01381710 26410 695000 SH SHARED 04 695000 D ALCOA INC COM 01381710 227 5994 SH SHARED 05 5994 D ALCOA INC COM 01381710 5362 141117 SH SHARED 06 139417 1700 D ALCOA INC COM 01381710 19139 503677 SH SHARED 10 484731 18946 D ALCOA INC COM 01381710 238 6286 SH SHARED 14 6286 D ALCATEL SPONSORED ADR 01390430 53 4179 SH SHARED 01 2563 1616 D ALCATEL SPONSORED ADR 01390430 2858 222423 SH SHARED 02 222423 D ALCATEL SPONSORED ADR 01390430 127 9900 SH SHARED 10 9900 D ALDERWOODS GROUP INC COM 01438310 130 13852 SH SHARED 13852 D ALDERWOODS GROUP INC COM 01438310 232 24684 SH SHARED 02 24684 D 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INC COM 01977710 71 20000 SH SHARED 02 20000 D ALLOY INC COM 01985510 343 65973 SH SHARED 65973 D ALLOY INC COM 01985510 66 12686 SH SHARED 01 12686 D ALLOY INC COM 01985510 126 24317 SH SHARED 02 24317 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 16 3145 SH SHARED 3145 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 60 11455 SH SHARED 01 11455 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 90 17004 SH SHARED 02 17004 D ALLSTATE CORP COM 02000210 881 20500 SH SHARED 20500 D ALLSTATE CORP COM 02000210 95316 2215629 SH SHARED 2173329 42300 D ALLSTATE CORP COM 02000210 43788 1017867 SH SHARED 01 640377 377490 D ALLSTATE CORP COM 02000210 2570 59756 SH SHR/OTHR 01 350 59406 D ALLSTATE CORP COM 02000210 11462 266435 SH SHARED 02 266435 D ALLSTATE CORP COM 02000210 2280 53000 SH SHARED 04 53000 D ALLSTATE CORP COM 02000210 113 2649 SH SHARED 05 2649 D ALLSTATE CORP COM 02000210 2182 50743 SH SHARED 06 49443 1300 D ALLSTATE CORP COM 02000210 202 4700 SH SHARED 07 4700 D ALLSTATE CORP COM 02000210 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167172 D ALPHARMA INC CL A 02081310 1177 58569 SH SHARED 02 58569 D ALPHARMA INC CL A 02081310 68 3400 SH SHARED 10 3400 D ALSTOM SPONSORED ADR 02124410 26 15686 SH SHARED 15686 D ALSTOM SPONSORED ADR 02124410 5 3184 SH SHARED 01 2914 270 D ALTAIR NANOTECHNOLOGIES INC COM 02137310 23 9100 SH SHARED 9100 D ALTANA AKTIENGESELLSCHAFT SPONSORED ADR 02143N10 270 4480 SH SHARED 01 4480 D ALTEON INC COM 02144G10 1 800 SH SHARED 800 D ALTEON INC COM 02144G10 39 25120 SH SHARED 02 25120 D ALTERA CORP COM 02144110 33597 1483354 SH SHARED 1391532 91822 D ALTERA CORP COM 02144110 45469 2007480 SH SHARED 01 215510 26000 1765970 D ALTERA CORP COM 02144110 58 2576 SH SHR/OTHR 01 2576 D ALTERA CORP COM 02144110 5111 225677 SH SHARED 02 225677 D ALTERA CORP COM 02144110 49314 2177238 SH SHARED 05 1726532 450706 D ALTERA CORP COM 02144110 5628 248501 SH SHARED 06 148501 100000 D ALTERA CORP COM 02144110 3286 145115 SH SHARED 07 145115 D ALTERA CORP COM 02144110 2276 100500 SH SHARED 09 100500 D ALTERA 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176543 SH SHARED 14 176543 D ALUMINUM CORP CHINA LTD SPON ADR H SHS 02227610 1057 13729 SH SHARED 13729 D ALZA CORP DEL NOTE 7/1 022615AC 11900 10000000 PRN SHARED 10000000 D AMAZON COM INC NOTE 4.750% 2/0 023135AF 73449 72650000 PRN SHARED 72650000 D AMAZON COM INC NOTE 4.750% 2/0 023135AF 40986 40541000 PRN SHARED 02 40541000 D AMAZON COM INC COM 02313510 10 200 SH SHARED 200 D AMAZON COM INC COM 02313510 14671 278821 SH SHARED 257398 21423 D AMAZON COM INC COM 02313510 19855 377338 SH SHARED 01 14105 363233 D AMAZON COM INC COM 02313510 5 100 SH SHR/OTHR 01 100 D AMAZON COM INC COM 02313510 6704 127420 SH SHARED 02 127420 D AMAZON COM INC COM 02313510 21048 400000 SH SHARED 04 400000 D AMAZON COM INC COM 02313510 16667 316756 SH SHARED 05 306356 10400 D AMAZON COM INC COM 02313510 352 6700 SH SHARED 06 6300 400 D AMAZON COM INC COM 02313510 1745 33177 SH SHARED 07 33177 D AMAZON COM INC COM 02313510 1115 21200 SH SHARED 09 21200 D AMAZON COM INC COM 02313510 797 15155 SH SHARED 10 15155 D AMAZON COM INC COM 02313510 253 4821 SH SHARED 14 4821 D AMBAC FINL GROUP INC COM 02313910 6 100 SH SHARED 100 D AMBAC FINL GROUP INC COM 02313910 20418 294256 SH SHARED 278545 15711 D AMBAC FINL GROUP INC COM 02313910 26566 382859 SH SHARED 01 35489 347370 D AMBAC FINL GROUP INC COM 02313910 650 9375 SH SHR/OTHR 01 9375 D AMBAC FINL GROUP INC COM 02313910 2675 38557 SH SHARED 02 38557 D AMBAC FINL GROUP INC COM 02313910 21137 304624 SH SHARED 05 255330 49294 D AMBAC FINL GROUP INC COM 02313910 1089 15700 SH SHARED 06 15700 D AMBAC FINL GROUP INC COM 02313910 2014 29038 SH SHARED 07 29038 D AMBAC FINL GROUP INC COM 02313910 1318 19000 SH SHARED 09 19000 D AMBAC FINL GROUP INC COM 02313910 3673 52946 SH SHARED 10 48212 4734 D AMBAC FINL GROUP INC COM 02313910 69 1000 SH SHARED 14 1000 D AMBASSADORS GROUP INC COM 02317710 5 227 SH SHARED 227 D AMBASSADORS GROUP INC COM 02317710 82 3504 SH SHARED 02 3504 D AMBASSADORS INTL INC COM 02317810 1 100 SH SHARED 100 D AMBASSADORS INTL INC COM 02317810 52 4208 SH SHARED 02 4208 D AMCOL INTL CORP COM 02341W10 231 11400 SH SHARED 11400 D AMCOL INTL CORP COM 02341W10 4309 212300 SH SHARED 01 212300 D AMCOL INTL CORP COM 02341W10 337 16644 SH SHARED 02 16644 D AMCOL INTL CORP COM 02341W10 115 5700 SH SHARED 10 5700 D AMDOCS LTD NOTE 2.000% 6/0 02342TAB 27789 27901000 PRN SHARED 27901000 D AMERADA HESS CORP COM 02355110 627 11800 SH SHARED 11800 D AMERADA HESS CORP COM 02355110 15711 295503 SH SHARED 295503 D AMERADA HESS CORP COM 02355110 1700 31988 SH SHARED 01 28200 3788 D AMERADA HESS CORP COM 02355110 379 7138 SH SHR/OTHR 01 7138 D AMERADA HESS CORP COM 02355110 2199 41366 SH SHARED 02 41366 D AMERADA HESS CORP COM 02355110 60 1144 SH SHARED 05 1144 D AMERADA HESS CORP COM 02355110 44 831 SH SHARED 06 831 D AMERADA HESS CORP COM 02355110 90 1700 SH SHARED 07 1700 D AMERADA HESS CORP COM 02355110 1740 32734 SH SHARED 10 32734 D AMERADA HESS CORP COM 02355110 26 500 SH SHARED 14 500 D AMERADA HESS CORP PFD CV ACES 7% 02355140 32185 586800 SH SHARED 586800 D AMERADA HESS CORP PFD CV ACES 7% 02355140 19323 352300 SH SHARED 02 352300 D AMERCO COM 02358610 256 11928 SH SHARED 11928 D AMERCO COM 02358610 62 2892 SH SHARED 01 2892 D AMEREN CORP COM 02360810 9 200 SH SHARED 200 D AMEREN CORP COM 02360810 38560 838263 SH SHARED 838263 D AMEREN CORP COM 02360810 2955 64248 SH SHARED 01 48969 15279 D AMEREN CORP COM 02360810 276 6020 SH SHR/OTHR 01 6020 D AMEREN CORP COM 02360810 2873 62471 SH SHARED 02 62471 D AMEREN CORP COM 02360810 13800 300000 SH SHARED 04 300000 D AMEREN CORP COM 02360810 45 985 SH SHARED 05 985 D AMEREN CORP COM 02360810 80 1750 SH SHARED 06 1750 D AMEREN CORP COM 02360810 3055 66432 SH SHARED 10 59280 7152 D AMEREN CORP COM 02360810 64 1400 SH SHARED 14 1400 D AMERICA ONLINE INC DEL NOTE 12/0 02364JAC 118866189882000 PRN SHARED 189882000 D AMERICA ONLINE INC DEL NOTE 12/0 02364JAC 1 2000 PRN SHARED 01 2000 D AMERICA ONLINE INC DEL NOTE 12/0 02364JAC 36345 58060000 PRN SHARED 02 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40200 D AMERICA WEST HLDG CORP CL B 02365720 3 300 SH SHARED 300 D AMERICA WEST HLDG CORP CL B 02365720 1949 157200 SH SHARED 01 157200 D AMERICA WEST HLDG CORP CL B 02365720 244 19732 SH SHARED 02 19732 D AMCORE FINL INC COM 02391210 124 4595 SH SHARED 4595 D AMCORE FINL INC COM 02391210 35 1307 SH SHARED 01 1307 D AMCORE FINL INC COM 02391210 445 16427 SH SHARED 02 16427 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 3876 95897 SH SHARED 95897 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 16700 413163 SH SHARED 01 413163 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 358 8879 SH SHARED 02 8879 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 47 1182 SH SHARED 06 1182 D AMERICAN CAPITAL STRATEGIES COM 02493710 1004 33778 SH SHARED 33778 D AMERICAN CAPITAL STRATEGIES COM 02493710 82 2762 SH SHARED 01 2762 D AMERICAN CAPITAL STRATEGIES COM 02493710 27 913 SH SHR/OTHR 01 913 D AMERICAN CAPITAL STRATEGIES COM 02493710 184 6190 SH SHARED 02 6190 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 995 60723 SH SHARED 60723 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 314 19150 SH SHARED 01 19150 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 861 52538 SH SHARED 02 52538 D AMERICAN ELEC PWR INC COM 02553710 6 220 SH SHARED 220 D AMERICAN ELEC PWR INC COM 02553710 39892 1307529 SH SHARED 1307529 D AMERICAN ELEC PWR INC COM 02553710 5367 175933 SH SHARED 01 130522 45411 D AMERICAN ELEC PWR INC COM 02553710 561 18403 SH SHR/OTHR 01 4730 13673 D AMERICAN ELEC PWR INC COM 02553710 6838 224138 SH SHARED 02 224138 D AMERICAN ELEC PWR INC COM 02553710 64 2102 SH SHARED 05 2102 D AMERICAN ELEC PWR INC COM 02553710 271 8900 SH SHARED 06 7700 1200 D AMERICAN ELEC PWR INC COM 02553710 4218 138259 SH SHARED 10 138259 D AMERICAN ELEC PWR INC COM 02553710 1978 64849 SH SHARED 14 64849 D AMERICAN EXPRESS CO COM 02581610 43 900 SH SHARED 900 D AMERICAN EXPRESS CO COM 02581610 159055 3297857 SH SHARED 3074733 223124 D AMERICAN EXPRESS CO COM 02581610 102692 2129216 SH SHARED 01 839266 1289950 D AMERICAN EXPRESS CO COM 02581610 21165 438841 SH SHR/OTHR 01 30875 407966 D AMERICAN EXPRESS CO COM 02581610 26842 556561 SH SHARED 02 556561 D AMERICAN EXPRESS CO COM 02581610 95919 1988800 SH SHARED 04 1988800 D AMERICAN EXPRESS CO COM 02581610 1626 33722 SH SHARED 05 20400 13322 D AMERICAN EXPRESS CO COM 02581610 3514 72860 SH SHARED 06 70860 2000 D AMERICAN EXPRESS CO COM 02581610 279 5800 SH SHARED 07 5800 D AMERICAN EXPRESS CO COM 02581610 96450 1999809 SH SHARED 10 1939272 60537 D AMERICAN EXPRESS CO COM 02581610 6856 142169 SH SHARED 14 142169 D AMERICAN FINL GROUP INC OHIO COM 02593210 715 27058 SH SHARED 27058 D AMERICAN FINL GROUP INC OHIO COM 02593210 1678 63442 SH SHARED 01 63442 D AMERICAN FINL GROUP INC OHIO COM 02593210 644 24370 SH SHARED 02 24370 D AMERICAN FINL RLTY TR COM 02607P30 2291 134400 SH SHARED 134400 D AMERICAN FINL RLTY TR COM 02607P30 329 19300 SH SHARED 02 19300 D AMERICAN FINL RLTY TR COM 02607P30 54057 3170500 SH SHARED 10 2948000 222500 D AMERICAN FINL RLTY TR COM 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2060 D AMYLIN PHARMACEUTICALS INC COM 03234610 4108 184890 SH SHARED 08 184890 D AMYLIN PHARMACEUTICALS INC COM 03234610 44 2000 SH SHARED 10 2000 D AMYLIN PHARMACEUTICALS INC COM 03234610 155 7000 SH SHARED 14 7000 D AMVESCAP PLC SPONSORED ADR 03235E10 819 55579 SH SHARED 55579 D AMVESCAP PLC SPONSORED ADR 03235E10 143 9707 SH SHARED 01 9707 D AMVESCAP PLC SPONSORED ADR 03235E10 1905 129301 SH SHARED 02 129301 D ANADARKO PETE CORP COM 03251110 10 200 SH SHARED 200 D ANADARKO PETE CORP COM 03251110 47700 935115 SH SHARED 871374 63741 D ANADARKO PETE CORP COM 03251110 79371 1555996 SH SHARED 01 1369727 186269 D ANADARKO PETE CORP COM 03251110 2051 40212 SH SHR/OTHR 01 7800 32412 D ANADARKO PETE CORP COM 03251110 5152 101014 SH SHARED 02 101014 D ANADARKO PETE CORP COM 03251110 9332 182950 SH SHARED 03 182950 D ANADARKO PETE CORP COM 03251110 45909 900000 SH SHARED 04 900000 D ANADARKO PETE CORP COM 03251110 498 9767 SH SHARED 05 2560 7207 D ANADARKO PETE CORP COM 03251110 311 6109 SH 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COM 04517410 2344 129373 SH SHARED 01 129373 D ASK JEEVES INC COM 04517410 658 36368 SH SHARED 02 36368 D ASK JEEVES INC COM 04517410 906 50000 SH SHARED 04 50000 D ASK JEEVES INC COM 04517410 86 4800 SH SHARED 10 4800 D ASIAINFO HLDGS INC COM 04518A10 450 67463 SH SHARED 67463 D ASIAINFO HLDGS INC COM 04518A10 101 15144 SH SHARED 01 15144 D ASIAINFO HLDGS INC COM 04518A10 132 19848 SH SHARED 02 19848 D ASIAINFO HLDGS INC COM 04518A10 36 5500 SH SHARED 10 5500 D ASPECT COMMUNICATIONS CORP COM 04523Q10 3 200 SH SHARED 200 D ASPECT COMMUNICATIONS CORP COM 04523Q10 2705 171800 SH SHARED 01 171800 D ASPECT COMMUNICATIONS CORP COM 04523Q10 335 21276 SH SHARED 02 21276 D ASPECT MED SYS INC COM 04523510 3 300 SH SHARED 300 D ASPECT MED SYS INC COM 04523510 70 6181 SH SHARED 02 6181 D ASPEN TECHNOLOGY INC SDCV 5.250% 6/1 045327AB 7840 8000000 PRN SHARED 8000000 D ASPEN TECHNOLOGY INC SDCV 5.250% 6/1 045327AB 300 306900 PRN SHARED 01 306900 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 1401 1430000 PRN SHARED 10 710000 720000 D ASPEN TECHNOLOGY INC COM 04532710 81 7912 SH SHARED 7912 D ASPEN TECHNOLOGY INC COM 04532710 1 183 SH SHARED 01 183 D ASPEN TECHNOLOGY INC COM 04532710 240 23404 SH SHARED 02 23404 D ASSOCIATED BANC CORP COM 04548710 718 16776 SH SHARED 16776 D ASSOCIATED BANC CORP COM 04548710 1081 25273 SH SHARED 01 25273 D ASSOCIATED BANC CORP COM 04548710 2008 46933 SH SHARED 02 46933 D ASSOCIATED ESTATES RLTY CORP COM 04560410 2 300 SH SHARED 300 D ASSOCIATED ESTATES RLTY CORP COM 04560410 79 10865 SH SHARED 02 10865 D ASTA FDG INC COM 04622010 140 4100 SH SHARED 4100 D ASTEC INDS INC COM 04622410 5 411 SH SHARED 411 D ASTEC INDS INC COM 04622410 9 800 SH SHARED 01 800 D ASTEC INDS INC COM 04622410 122 9980 SH SHARED 02 9980 D ASTORIA FINL CORP COM 04626510 736 19800 SH SHARED 19800 D ASTORIA FINL CORP COM 04626510 2693 72396 SH SHARED 72396 D ASTORIA FINL CORP COM 04626510 909 24454 SH SHARED 01 24454 D ASTORIA FINL CORP COM 04626510 3796 102046 SH SHARED 02 102046 D ASTRAZENECA PLC SPONSORED ADR 04635310 12124 250600 SH SHARED 250600 D ASTRAZENECA PLC SPONSORED ADR 04635310 1390 28737 SH SHARED 01 28737 D ASTRAZENECA PLC SPONSORED ADR 04635310 14686 303557 SH SHARED 02 303557 D ASTRAZENECA PLC SPONSORED ADR 04635310 406 8400 SH SHARED 06 8400 D ASTRAZENECA PLC SPONSORED ADR 04635310 1664 34400 SH SHARED 14 34400 D AT RD INC COM 04648K10 6 500 SH SHARED 500 D AT RD INC COM 04648K10 377 28400 SH SHARED 01 8400 20000 D AT RD INC COM 04648K10 267 20142 SH SHARED 02 20142 D AT RD INC COM 04648K10 4655 350000 SH SHARED 04 350000 D AT RD INC COM 04648K10 54 4100 SH SHARED 14 4100 D ASYST TECHNOLOGY CORP NOTE 5.750% 7/0 04648XAB 1293 1000000 PRN SHARED 1000000 D ASYST TECHNOLOGY CORP COM 04648X10 83 4819 SH SHARED 4819 D ASYST TECHNOLOGY CORP COM 04648X10 70 4081 SH SHARED 01 4081 D ASYST TECHNOLOGY CORP COM 04648X10 644 37394 SH SHARED 02 37394 D ATARI INC COM 04651M10 0 100 SH SHARED 100 D ATARI INC COM 04651M10 190 45317 SH SHARED 02 45317 D ATHEROGENICS INC COM 04743910 161 10854 SH SHARED 10854 D ATHEROGENICS INC COM 04743910 5605 377200 SH SHARED 01 354000 13000 10200 D ATHEROGENICS INC COM 04743910 579 38983 SH SHARED 02 38983 D ATHEROGENICS INC COM 04743910 15974 1075000 SH SHARED 04 1075000 D ATHEROGENICS INC COM 04743910 606 40800 SH SHARED 10 30800 10000 D ATHEROGENICS INC COM 04743910 237 16000 SH SHARED 14 16000 D ATLANTIC COAST AIRLINES HLDG COM 04839610 1046 106250 SH SHARED 106250 D ATLANTIC COAST AIRLINES HLDG COM 04839610 1343 136425 SH SHARED 136425 D ATLANTIC COAST AIRLINES HLDG COM 04839610 3079 312662 SH SHARED 01 312662 D ATLANTIC COAST AIRLINES HLDG COM 04839610 319 32417 SH SHARED 02 32417 D ATLANTIC COAST AIRLINES HLDG COM 04839610 54 5500 SH SHARED 10 5500 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 380 9500 SH SHR/OTHR 01 9500 D ATMEL CORP SDCV 5/2 049513AE 2562 6000000 PRN SHARED 6000000 D ATMEL CORP COM 04951310 1050 174797 SH SHARED 174797 D ATMEL CORP COM 04951310 784 130503 SH SHARED 01 128503 2000 D ATMEL CORP COM 04951310 270 45000 SH SHR/OTHR 01 45000 D ATMEL CORP COM 04951310 1390 231328 SH SHARED 02 231328 D ATMOS ENERGY CORP COM 04956010 78 3236 SH SHARED 3236 D ATMOS ENERGY CORP COM 04956010 34 1436 SH SHARED 01 1436 D ATMOS ENERGY CORP COM 04956010 4 200 SH SHR/OTHR 01 200 D ATMOS ENERGY CORP COM 04956010 806 33172 SH SHARED 02 33172 D ATRIX LABS INC COM 04962L10 121 5066 SH SHARED 5066 D ATRIX LABS INC COM 04962L10 1024 42600 SH SHARED 01 31600 11000 D ATRIX LABS INC COM 04962L10 479 19964 SH SHARED 02 19964 D ATRIX LABS INC COM 04962L10 9616 400000 SH SHARED 04 400000 D ATRIX LABS INC COM 04962L10 139 5800 SH SHARED 14 5800 D ATWOOD OCEANICS INC COM 05009510 1843 57717 SH SHARED 57717 D ATWOOD OCEANICS INC COM 05009510 398 12483 SH SHARED 01 12483 D ATWOOD OCEANICS INC COM 05009510 1313 41137 SH SHARED 02 41137 D AUDIOVOX CORP CL A 05075710 410 31956 SH SHARED 31956 D AUDIOVOX CORP CL A 05075710 535 41705 SH SHARED 01 41705 D AUDIOVOX CORP CL A 05075710 142 11062 SH SHARED 02 11062 D AUDIOVOX CORP CL A 05075710 43 3400 SH SHARED 10 3400 D AUGUST TECHNOLOGY CORP COM 05106U10 19 1069 SH SHARED 1069 D AUGUST TECHNOLOGY CORP COM 05106U10 1 100 SH SHARED 02 100 D AURIZON MINES LTD COM 05155P10 0 75 SH SHARED 02 75 D AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 05252830 147 2200 SH SHARED 2200 D AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 05252830 483 7232 SH SHARED 01 7232 D AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 05252830 39 590 SH SHARED 02 590 D AUTHENTIDATE HLDG CORP COM 05266610 191 16100 SH SHARED 16100 D AUTHENTIDATE HLDG CORP COM 05266610 59 5000 SH SHR/OTHR 01 5000 D AUTOBYTEL INC COM 05275N10 472 51837 SH SHARED 51837 D AUTOBYTEL INC COM 05275N10 461 50693 SH SHARED 01 50693 D AUTOBYTEL INC COM 05275N10 203 22369 SH SHARED 02 22369 D AUTOBYTEL INC COM 05275N10 84 9300 SH SHARED 10 9300 D AUTODESK INC COM 05276910 154 6300 SH SHARED 6300 D AUTODESK INC COM 05276910 6434 261795 SH SHARED 261795 D AUTODESK INC COM 05276910 914 37221 SH SHARED 01 27221 10000 D AUTODESK INC COM 05276910 31 1300 SH SHR/OTHR 01 1300 D AUTODESK INC COM 05276910 927 37720 SH SHARED 02 37720 D AUTODESK INC COM 05276910 1430 58189 SH SHARED 10 38744 19445 D AUTOLIV INC COM 05280010 745 19809 SH SHARED 19809 D AUTOLIV INC COM 05280010 12971 344516 SH SHARED 01 344266 250 D AUTOLIV INC COM 05280010 5 153 SH SHR/OTHR 01 153 D AUTOLIV INC COM 05280010 1347 35794 SH SHARED 02 35794 D AUTOLIV INC COM 05280010 278 7390 SH SHARED 06 7390 D AUTOMATIC DATA PROCESSING IN COM 05301510 19 500 SH SHARED 500 D AUTOMATIC DATA PROCESSING IN COM 05301510 103540 2613991 SH SHARED 2555667 58324 D AUTOMATIC DATA PROCESSING IN COM 05301510 71331 1800836 SH SHARED 01 816699 984137 D AUTOMATIC DATA PROCESSING IN COM 05301510 5731 144693 SH SHR/OTHR 01 4500 140193 D AUTOMATIC DATA PROCESSING IN COM 05301510 8773 221509 SH SHARED 02 221509 D AUTOMATIC DATA PROCESSING IN COM 05301510 87411 2206800 SH SHARED 04 2206800 D AUTOMATIC DATA PROCESSING IN COM 05301510 100 2549 SH SHARED 05 2549 D AUTOMATIC DATA PROCESSING IN COM 05301510 8142 205559 SH SHARED 06 204759 800 D AUTOMATIC DATA PROCESSING IN COM 05301510 11424 288424 SH SHARED 10 262121 26303 D AUTOMATIC DATA PROCESSING IN COM 05301510 8811 222468 SH SHARED 14 222468 D AUTONOMY CORP PLC ADR NEW 05329Q20 1630 78555 SH SHARED 78555 D AUTONATION INC COM 05329W10 187 10200 SH SHARED 10200 D AUTONATION INC COM 05329W10 11488 625385 SH SHARED 625385 D AUTONATION INC COM 05329W10 1069 58200 SH SHARED 01 58200 D AUTONATION INC COM 05329W10 2389 130062 SH SHARED 02 130062 D AUTONATION INC COM 05329W10 2046 111388 SH SHARED 10 99200 12188 D AUTOZONE INC COM 05333210 2172 25500 SH SHARED 25500 D AUTOZONE INC COM 05333210 19162 224890 SH SHARED 221890 3000 D AUTOZONE INC COM 05333210 18045 211775 SH SHARED 01 211675 100 D AUTOZONE INC COM 05333210 2748 32257 SH SHARED 02 32257 D AUTOZONE INC COM 05333210 47 555 SH SHARED 05 555 D AUTOZONE INC COM 05333210 51 600 SH SHARED 06 600 D AUTOZONE INC COM 05333210 13999 164292 SH SHARED 10 155928 8364 D AUTOZONE INC COM 05333210 1761 20676 SH SHARED 14 20676 D AVANEX CORP COM 05348W10 88 17720 SH SHARED 17720 D AVANEX CORP COM 05348W10 42 8600 SH SHARED 01 8600 D AVANEX CORP COM 05348W10 191 38391 SH SHARED 02 38391 D AVALONBAY CMNTYS INC COM 05348410 293 6141 SH SHARED 6141 D AVALONBAY CMNTYS INC COM 05348410 1226 25653 SH SHARED 01 23973 1680 D AVALONBAY CMNTYS INC COM 05348410 38 800 SH SHR/OTHR 01 800 D AVALONBAY CMNTYS INC COM 05348410 1562 32698 SH SHARED 02 32698 D AVALONBAY CMNTYS INC COM 05348410 47 1000 SH SHARED 06 1000 D AVALONBAY CMNTYS INC COM 05348410 8723 182500 SH SHARED 10 182500 D AVALONBAY CMNTYS INC COM 05348410 133474 2792352 SH SHARED 11 2792352 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 132 48400 SH SHARED 48400 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 2 1000 SH SHARED 01 1000 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 119 43625 SH SHARED 02 43625 D AVATAR HLDGS INC COM 05349410 67 1831 SH SHARED 1831 D AVATAR HLDGS INC COM 05349410 2 58 SH SHARED 01 58 D AVATAR HLDGS INC COM 05349410 139 3772 SH SHARED 02 3772 D AVAYA INC NOTE 10/3 053499AA 11070 20500000 PRN SHARED 20500000 D AVAYA INC COM 05349910 15565 1202910 SH SHARED 1087358 115552 D AVAYA INC COM 05349910 3605 278642 SH SHARED 01 275916 2726 D AVAYA INC COM 05349910 156 12116 SH SHR/OTHR 01 7151 4965 D AVAYA INC COM 05349910 2231 172474 SH SHARED 02 172474 D AVAYA INC COM 05349910 23 1843 SH SHARED 05 1843 D AVAYA INC COM 05349910 197 15283 SH SHARED 06 15283 D AVAYA INC COM 05349910 2799 216381 SH SHARED 10 197947 18434 D AVENTIS SPONSORED ADR 05356110 243 3672 SH SHARED 3672 D AVENTIS SPONSORED ADR 05356110 800 12082 SH SHARED 01 1788 10294 D AVENTIS SPONSORED ADR 05356110 241 3648 SH SHARED 02 3648 D AVERY DENNISON CORP COM 05361110 16846 300731 SH SHARED 271431 29300 D AVERY DENNISON CORP COM 05361110 48353 863152 SH SHARED 01 371860 491292 D AVERY DENNISON CORP COM 05361110 6848 122244 SH SHR/OTHR 01 16540 105704 D AVERY DENNISON CORP COM 05361110 4287 76528 SH SHARED 02 76528 D AVERY DENNISON CORP COM 05361110 45 806 SH SHARED 05 806 D AVERY DENNISON CORP COM 05361110 95 1700 SH SHARED 06 1200 500 D AVERY DENNISON CORP COM 05361110 3732 66622 SH SHARED 10 66622 D AVERY DENNISON CORP COM 05361110 56 1000 SH SHARED 14 1000 D AVIALL INC NEW COM 05366B10 37 2448 SH SHARED 2448 D AVIALL INC NEW COM 05366B10 0 59 SH SHARED 01 59 D AVIALL INC NEW COM 05366B10 326 21039 SH SHARED 02 21039 D AVIALL INC NEW COM 05366B10 22 1450 SH SHARED 10 1450 D AVICI SYS INC COM NEW 05367L80 171 21513 SH SHARED 21513 D AVID TECHNOLOGY INC COM 05367P10 148 3100 SH SHARED 3100 D AVID TECHNOLOGY INC COM 05367P10 171 3582 SH SHARED 3582 D AVID TECHNOLOGY INC COM 05367P10 4845 100938 SH SHARED 01 47338 53600 D AVID TECHNOLOGY INC COM 05367P10 966 20136 SH SHARED 02 20136 D AVID TECHNOLOGY INC COM 05367P10 172 3600 SH SHARED 10 3600 D AVIGEN INC COM 05369010 60 10257 SH SHARED 10257 D AVIGEN INC COM 05369010 14 2543 SH SHARED 01 2543 D AVIGEN INC COM 05369010 9 1560 SH SHARED 02 1560 D AVIRON NOTE 5.250% 2/0 053762AD 51729 49980000 PRN SHARED 49980000 D AVISTA CORP COM 05379B10 64 3536 SH SHARED 3536 D AVISTA CORP COM 05379B10 4310 237900 SH SHARED 01 237900 D AVISTA CORP COM 05379B10 823 45431 SH SHARED 02 45431 D AVISTA CORP COM 05379B10 355 19600 SH SHARED 04 19600 D AVISTA CORP COM 05379B10 96 5300 SH SHARED 10 5300 D AVNET INC COM 05380710 25 1200 SH SHARED 1200 D AVNET INC COM 05380710 893 41271 SH SHARED 41271 D AVNET INC COM 05380710 7093 327512 SH SHARED 01 327512 D AVNET INC COM 05380710 43 2000 SH SHR/OTHR 01 2000 D AVNET INC COM 05380710 1377 63584 SH SHARED 02 63584 D AVOCENT CORP COM 05389310 810 22185 SH SHARED 22185 D AVOCENT CORP COM 05389310 30771 842605 SH SHARED 01 713505 129100 D AVOCENT CORP COM 05389310 572 15674 SH SHARED 02 15674 D AVOCENT CORP COM 05389310 21 600 SH SHARED 05 600 D AVOCENT CORP COM 05389310 8617 235979 SH SHARED 10 235979 D AVON PRODS INC COM 05430310 1559 23100 SH SHARED 23100 D AVON PRODS INC COM 05430310 55350 820133 SH SHARED 668465 151668 D AVON PRODS INC COM 05430310 75520 1118986 SH SHARED 01 104480 6300 1008206 D AVON PRODS INC COM 05430310 3666 54327 SH SHR/OTHR 01 4280 50047 D AVON PRODS INC COM 05430310 8235 122021 SH SHARED 02 122021 D AVON PRODS INC COM 05430310 31902 472700 SH SHARED 03 434800 37900 D AVON PRODS INC COM 05430310 674 10000 SH SHARED 04 10000 D AVON PRODS INC COM 05430310 111910 1658174 SH SHARED 05 1195079 463095 D AVON PRODS INC COM 05430310 6100 90388 SH SHARED 06 18488 71900 D AVON PRODS INC COM 05430310 6476 95964 SH SHARED 07 95964 D AVON PRODS INC COM 05430310 8726 129300 SH SHARED 08 129300 D AVON PRODS INC COM 05430310 3381 50100 SH SHARED 09 50100 D AVON PRODS INC COM 05430310 7435 110171 SH SHARED 10 99691 10480 D AVON PRODS INC COM 05430310 128 1900 SH SHARED 14 1900 D AWARE INC MASS COM 05453N10 222 76473 SH SHARED 76473 D AWARE INC MASS COM 05453N10 68 23598 SH SHARED 01 13598 10000 D AXA SPONSORED ADR 05453610 247 11539 SH SHARED 11539 D AXA SPONSORED ADR 05453610 85 4000 SH SHARED 01 4000 D AXA SPONSORED ADR 05453610 7712 359223 SH SHARED 02 359223 D AXCELIS TECHNOLOGIES INC NOTE 4.250% 1/1 054540AB 1789 1870000 PRN SHARED 1870000 D AXCELIS TECHNOLOGIES INC COM 05454010 331 32244 SH SHARED 32244 D AXCELIS TECHNOLOGIES INC COM 05454010 177 17265 SH SHARED 01 17030 235 D AXCELIS TECHNOLOGIES INC COM 05454010 719 70048 SH SHARED 02 70048 D AXCELIS TECHNOLOGIES INC COM 05454010 16 1600 SH SHARED 10 1600 D AXONYX INC COM 05461R10 125 25800 SH SHARED 25800 D AZTAR CORP COM 05480210 249 11100 SH SHARED 11100 D AZTAR CORP COM 05480210 18 800 SH SHARED 800 D AZTAR CORP COM 05480210 49 2200 SH SHARED 01 2200 D AZTAR CORP COM 05480210 424 18859 SH SHARED 02 18859 D AZTAR CORP COM 05480210 32 1450 SH SHARED 10 1450 D AXCAN PHARMA INC COM 05492310 3 252 SH SHARED 252 D BB&T CORP COM 05493710 78023 2019244 SH SHARED 1974944 44300 D BB&T CORP COM 05493710 38475 995734 SH SHARED 01 572867 422867 D BB&T CORP COM 05493710 279 7235 SH SHR/OTHR 01 7235 D BB&T CORP COM 05493710 10476 271128 SH SHARED 02 271128 D BB&T CORP COM 05493710 79 2045 SH SHARED 05 2045 D BB&T CORP COM 05493710 116 3025 SH SHARED 06 3025 D BB&T CORP COM 05493710 10143 262517 SH SHARED 10 238634 23883 D BB&T CORP COM 05493710 170 4400 SH SHARED 14 4400 D B A S F A G SPONSORED ADR 05526250 23165 415525 SH SHARED 415375 150 D B A S F A G SPONSORED ADR 05526250 620 11129 SH SHARED 01 2000 9129 D B A S F A G SPONSORED ADR 05526250 6756 121200 SH SHARED 02 121200 D BCE INC COM 05534B10 11 520 SH SHARED 520 D BCE INC COM 05534B10 3811 170453 SH SHARED 150553 19900 D BCE INC COM 05534B10 132 5941 SH SHARED 01 5941 D BCE INC COM 05534B10 156 7000 SH SHR/OTHR 01 7000 D BCE INC COM 05534B10 3223 144180 SH SHARED 02 144180 D BCE INC COM 05534B10 22360 1000000 SH SHARED 04 1000000 D BCE INC COM 05534B10 337 15100 SH SHARED 05 15100 D BCE INC COM 05534B10 1694 75800 SH SHARED 06 75000 800 D BCE INC COM 05534B10 13750 614974 SH SHARED 10 614974 D BCE INC COM 05534B10 76 3410 SH SHARED 14 3410 D BEI TECHNOLOGIES INC COM 05538P10 6 300 SH SHARED 300 D BEI TECHNOLOGIES INC COM 05538P10 148 7408 SH SHARED 02 7408 D BG PLC ADR FIN INST N 05543420 81 3136 SH SHARED 01 3136 D BG PLC ADR FIN INST N 05543420 265 10192 SH SHR/OTHR 01 10192 D BHA GROUP HLDGS INC COM 05544610 62 2504 SH SHARED 02 2504 D BHP BILLITON PLC SPONSORED ADR 05545E20 182 10440 SH SHARED 01 10440 D BISYS GROUP INC NOTE 4.000% 3/1 055472AB 3968 4000000 PRN SHARED 4000000 D BISYS GROUP INC NOTE 4.000% 3/1 055472AB 1 2000 PRN SHARED 01 2000 D BISYS GROUP INC COM 05547210 5485 368617 SH SHARED 368617 D BISYS GROUP INC COM 05547210 537 36100 SH SHARED 01 36100 D BISYS GROUP INC COM 05547210 537 36098 SH SHARED 02 36098 D BJS WHOLESALE CLUB INC COM 05548J10 3520 153325 SH SHARED 153325 D BJS WHOLESALE CLUB INC COM 05548J10 1333 58068 SH SHARED 01 56793 1275 D BJS WHOLESALE CLUB INC COM 05548J10 12 543 SH SHR/OTHR 01 543 D BJS WHOLESALE CLUB INC COM 05548J10 1578 68761 SH SHARED 02 68761 D BJS WHOLESALE CLUB INC COM 05548J10 3147 137100 SH SHARED 10 137100 D BJ SVCS CO COM 05548210 13447 374587 SH SHARED 359587 15000 D BJ SVCS CO COM 05548210 17200 479135 SH SHARED 01 478935 200 D BJ SVCS CO COM 05548210 2727 75967 SH SHARED 02 75967 D BJ SVCS CO COM 05548210 2872 80000 SH SHARED 04 80000 D BJ SVCS CO COM 05548210 42 1188 SH SHARED 05 1188 D BJ SVCS CO COM 05548210 50 1400 SH SHARED 06 1400 D BJ SVCS CO COM 05548210 8774 244404 SH SHARED 10 237453 6951 D BJ SVCS CO COM 05548210 41 1166 SH SHARED 14 1166 D BOK FINL CORP COM NEW 05561Q20 344 8909 SH SHARED 8909 D BOK FINL CORP COM NEW 05561Q20 94 2437 SH SHARED 01 2437 D BOK FINL CORP COM NEW 05561Q20 63 1628 SH SHARED 02 1628 D BOC GROUP PLC SPONSORED ADR 05561760 108 3500 SH SHARED 3500 D BOC GROUP PLC SPONSORED ADR 05561760 31 1000 SH SHR/OTHR 01 1000 D BP PLC SPONSORED ADR 05562210 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SHR/OTHR 01 1522 D BEBE STORES INC COM 07557110 83 3204 SH SHARED 02 3204 D BECKMAN COULTER INC COM 07581110 1006 19800 SH SHARED 19800 D BECKMAN COULTER INC COM 07581110 3915 77022 SH SHARED 77022 D BECKMAN COULTER INC COM 07581110 1712 33681 SH SHARED 01 33207 474 D BECKMAN COULTER INC COM 07581110 2742 53950 SH SHARED 02 53950 D BECTON DICKINSON & CO COM 07588710 12 300 SH SHARED 300 D BECTON DICKINSON & CO COM 07588710 35848 871374 SH SHARED 871374 D BECTON DICKINSON & CO COM 07588710 38830 943860 SH SHARED 01 226188 10200 707472 D BECTON DICKINSON & CO COM 07588710 5818 141420 SH SHR/OTHR 01 17800 123620 D BECTON DICKINSON & CO COM 07588710 8095 196783 SH SHARED 02 196783 D BECTON DICKINSON & CO COM 07588710 1439 35000 SH SHARED 04 35000 D BECTON DICKINSON & CO COM 07588710 56 1375 SH SHARED 05 1375 D BECTON DICKINSON & CO COM 07588710 192 4671 SH SHARED 06 4671 D BECTON DICKINSON & CO COM 07588710 72150 1753772 SH SHARED 10 1742586 11186 D BECTON DICKINSON & CO COM 07588710 82 2000 SH SHARED 14 2000 D BED BATH & BEYOND INC COM 07589610 8 200 SH SHARED 200 D BED BATH & BEYOND INC COM 07589610 43396 1001077 SH SHARED 999627 1450 D BED BATH & BEYOND INC COM 07589610 24891 574195 SH SHARED 01 180630 540 393025 D BED BATH & BEYOND INC COM 07589610 2123 48977 SH SHR/OTHR 01 5170 43807 D BED BATH & BEYOND INC COM 07589610 7132 164531 SH SHARED 02 164531 D BED BATH & BEYOND INC COM 07589610 2830 65300 SH SHARED 04 65300 D BED BATH & BEYOND INC COM 07589610 108 2497 SH SHARED 05 2497 D BED BATH & BEYOND INC COM 07589610 223 5150 SH SHARED 06 4650 500 D BED BATH & BEYOND INC COM 07589610 11483 264891 SH SHARED 10 241026 23865 D BED BATH & BEYOND INC COM 07589610 99 2287 SH SHARED 14 2287 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 32 1131 SH SHARED 1131 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 116 4059 SH SHARED 01 59 4000 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 271 9491 SH SHARED 02 9491 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 237 8300 SH SHARED 11 8300 D BEL FUSE INC CL B 07734730 19 600 SH SHARED 600 D BEL FUSE INC CL B 07734730 9 300 SH SHARED 01 300 D BEL FUSE INC CL B 07734730 335 10291 SH SHARED 02 10291 D BELDEN INC COM 07745910 56 2700 SH SHARED 2700 D BELDEN INC COM 07745910 10 500 SH SHARED 500 D BELDEN INC COM 07745910 175 8300 SH SHARED 01 8300 D BELDEN INC COM 07745910 313 14859 SH SHARED 02 14859 D BELL MICROPRODUCTS INC COM 07813710 19 2111 SH SHARED 2111 D BELL MICROPRODUCTS INC COM 07813710 4 523 SH SHARED 01 523 D BELL MICROPRODUCTS INC COM 07813710 659 72779 SH SHARED 02 72779 D BELLSOUTH CORP COM 07986010 342 12100 SH SHARED 12100 D BELLSOUTH CORP COM 07986010 132814 4693077 SH SHARED 4693077 D BELLSOUTH CORP COM 07986010 38179 1349112 SH SHARED 01 1014142 334970 D BELLSOUTH CORP COM 07986010 5134 181420 SH SHR/OTHR 01 11710 169710 D BELLSOUTH CORP COM 07986010 19695 695967 SH SHARED 02 691912 4055 D BELLSOUTH CORP COM 07986010 566 20000 SH SHARED 03 20000 D BELLSOUTH CORP COM 07986010 5660 200000 SH 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D BEMIS INC COM 08143710 934 18686 SH SHARED 10 18686 D BENCHMARK ELECTRS INC COM 08160H10 191 5500 SH SHARED 5500 D BENCHMARK ELECTRS INC COM 08160H10 341 9805 SH SHARED 9805 D BENCHMARK ELECTRS INC COM 08160H10 6499 186703 SH SHARED 01 186703 D BENCHMARK ELECTRS INC COM 08160H10 2006 57654 SH SHARED 02 57654 D BENCHMARK ELECTRS INC COM 08160H10 277 7975 SH SHARED 10 7975 D BENETTON GROUP SPA ADR NEW 08179540 128 5588 SH SHARED 5588 D BENETTON GROUP SPA ADR NEW 08179540 25 1112 SH SHARED 01 1112 D BENTLEY PHARMACEUTICALS INC COM 08265710 3 300 SH SHARED 300 D BENTLEY PHARMACEUTICALS INC COM 08265710 470 35400 SH SHARED 01 35400 D BENTLEY PHARMACEUTICALS INC COM 08265710 129 9765 SH SHARED 02 9765 D BERKLEY W R CORP COM 08442310 2571 73588 SH SHARED 73588 D BERKLEY W R CORP COM 08442310 27684 792116 SH SHARED 01 792116 D BERKLEY W R CORP COM 08442310 3487 99795 SH SHARED 02 99795 D BERKLEY W R CORP COM 08442310 66 1896 SH SHARED 06 1896 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 400 SH SHARED 400 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 397 SH SHARED 01 29 368 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 18 SH SHR/OTHR 01 1 17 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 7 SH SHARED 14 7 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1596 567 SH SHARED 567 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 23401 8313 SH SHARED 01 594 7719 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 6961 2473 SH SHR/OTHR 01 102 2371 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 140 50 SH SHARED 05 50 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 36482 12960 SH SHARED 10 12960 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1106 393 SH SHARED 14 393 D BERKSHIRE HILLS BANCORP INC COM 08468010 3 100 SH SHARED 100 D BERKSHIRE HILLS BANCORP INC COM 08468010 126 3500 SH SHARED 02 3500 D BERRY PETE CO CL A 08578910 4 200 SH SHARED 200 D BERRY PETE CO CL A 08578910 12 600 SH SHARED 01 600 D BERRY PETE CO CL A 08578910 216 10670 SH SHARED 02 10670 D BERRY PETE CO CL A 08578910 25 1260 SH SHARED 10 1260 D BEST 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BINDVIEW DEV CORP COM 09032710 50 13514 SH SHARED 02 13514 D BIO RAD LABS INC CL A 09057220 323 5611 SH SHARED 5611 D BIO RAD LABS INC CL A 09057220 683 11857 SH SHARED 01 11857 D BIO RAD LABS INC CL A 09057220 105 1824 SH SHARED 02 1824 D BIOENVISION INC COM 09059N10 1068 255100 SH SHARED 04 255100 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 74 9648 SH SHARED 9648 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 16 2094 SH SHARED 01 2094 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 1205 155387 SH SHARED 02 155387 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 7187 926200 SH SHARED 04 926200 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 77 10000 SH SHARED 10 10000 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 61 7900 SH SHARED 14 7900 D BIOMET INC COM 09061310 33295 919264 SH SHARED 873855 45409 D BIOMET INC COM 09061310 59147 1633011 SH SHARED 01 126533 14800 1491678 D BIOMET INC COM 09061310 3001 82871 SH SHR/OTHR 01 1600 81271 D BIOMET INC COM 09061310 5501 151902 SH SHARED 02 151902 D BIOMET INC COM 09061310 35045 967577 SH SHARED 05 839844 127733 D BIOMET INC COM 09061310 81 2250 SH SHARED 06 2250 D BIOMET INC COM 09061310 3060 84499 SH SHARED 07 84499 D BIOMET INC COM 09061310 1934 53400 SH SHARED 09 53400 D BIOMET INC COM 09061310 4731 130635 SH SHARED 10 119348 11287 D BIOMET INC COM 09061310 69 1915 SH SHARED 14 1915 D BIOGEN IDEC INC COM 09062X10 46238 1259906 SH SHARED 1208909 50997 D BIOGEN IDEC INC COM 09062X10 3217 87669 SH SHARED 01 60198 9975 17496 D BIOGEN IDEC INC COM 09062X10 884 24100 SH SHR/OTHR 01 4900 19200 D BIOGEN IDEC INC COM 09062X10 7694 209652 SH SHARED 02 209652 D BIOGEN IDEC INC COM 09062X10 212348 5786064 SH SHARED 04 5786064 D BIOGEN IDEC INC COM 09062X10 52 1429 SH SHARED 05 1429 D BIOGEN IDEC INC COM 09062X10 3962 107965 SH SHARED 06 107665 300 D BIOGEN IDEC INC COM 09062X10 143 3900 SH SHARED 07 3900 D BIOGEN IDEC INC COM 09062X10 6601 179890 SH SHARED 10 156479 23411 D BIOGEN IDEC INC COM 09062X10 3443 93826 SH SHARED 14 93826 D BIOPURE CORP CL A 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20700 SH SHARED 05 20700 D BIOVAIL CORP COM 09067J10 6 300 SH SHARED 06 300 D BIOVAIL CORP COM 09067J10 10 500 SH SHARED 10 500 D BIOVAIL CORP COM 09067J10 27 1300 SH SHARED 14 1300 D BIOLASE TECHNOLOGY INC COM 09091110 242 14600 SH SHARED 14600 D BIOLASE TECHNOLOGY INC COM 09091110 262 15788 SH SHARED 02 15788 D BIOSITE INC COM 09094510 508 17549 SH SHARED 17549 D BIOSITE INC COM 09094510 26 900 SH SHARED 01 900 D BIOSITE INC COM 09094510 21 735 SH SHR/OTHR 01 735 D BIOSITE INC COM 09094510 3917 135308 SH SHARED 02 135308 D BIOSITE INC COM 09094510 17 600 SH SHARED 10 600 D BIORELIANCE CORP COM 09095110 4 100 SH SHARED 100 D BIORELIANCE CORP COM 09095110 2280 47700 SH SHARED 01 47700 D BIORELIANCE CORP COM 09095110 172 3608 SH SHARED 02 3608 D BLACK & DECKER CORP COM 09179710 76710 1555357 SH SHARED 1555357 D BLACK & DECKER CORP COM 09179710 1606 32582 SH SHARED 01 32582 D BLACK & DECKER CORP COM 09179710 2001 40582 SH SHARED 02 40582 D BLACK & DECKER CORP COM 09179710 14 301 SH 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BLOCK H & R INC COM 09367110 6813 123051 SH SHARED 10 115193 7858 D BLOCK H & R INC COM 09367110 71 1298 SH SHARED 14 1298 D BLOCKBUSTER INC CL A 09367910 1236 68877 SH SHARED 68877 D BLOCKBUSTER INC CL A 09367910 16911 942124 SH SHARED 01 942124 D BLOCKBUSTER INC CL A 09367910 601 33482 SH SHARED 02 33482 D BLOUNT INTL INC NEW COM 09518010 0 100 SH SHARED 100 D BLOUNT INTL INC NEW COM 09518010 21 2708 SH SHARED 02 2708 D BLUE CHIP VALUE FD INC COM 09533310 6 1000 SH SHARED 1000 D BLUE COAT SYSTEMS INC COM NEW 09534T50 17 800 SH SHARED 02 800 D BLUE RHINO CORP COM 09581110 33 2420 SH SHARED 2420 D BLUE RHINO CORP COM 09581110 128 9275 SH SHARED 02 9275 D BLYTH INC COM 09643P10 470 14590 SH SHARED 14590 D BLYTH INC COM 09643P10 425 13210 SH SHARED 01 13210 D BLYTH INC COM 09643P10 1656 51416 SH SHARED 02 51416 D BLYTH INC COM 09643P10 29887 927600 SH SHARED 10 927600 D BOARDWALK EQUITIES INC COM 09661310 2698 195100 SH SHARED 02 195100 D BOARDWALK EQUITIES INC COM 09661310 22137 1600700 SH SHARED 11 1600700 D BOB EVANS FARMS INC COM 09676110 622 19185 SH SHARED 19185 D BOB EVANS FARMS INC COM 09676110 3095 95365 SH SHARED 01 95100 265 D BOB EVANS FARMS INC COM 09676110 47 1466 SH SHR/OTHR 01 1466 D BOB EVANS FARMS INC COM 09676110 1451 44702 SH SHARED 02 44702 D BOB EVANS FARMS INC COM 09676110 29 900 SH SHARED 10 900 D BOCA RESORTS INC CL A 09688T10 48 3221 SH SHARED 3221 D BOCA RESORTS INC CL A 09688T10 44 2976 SH SHARED 01 2976 D BOCA RESORTS INC CL A 09688T10 247 16530 SH SHARED 02 16530 D BOCA RESORTS INC CL A 09688T10 1834 122600 SH SHARED 11 122600 D BOEING CO COM 09702310 745 17700 SH SHARED 17700 D BOEING CO COM 09702310 205673 4880715 SH SHARED 4854141 26574 D BOEING CO COM 09702310 16572 393263 SH SHARED 01 143911 249352 D BOEING CO COM 09702310 2252 53462 SH SHR/OTHR 01 700 52762 D BOEING CO COM 09702310 25492 604950 SH SHARED 02 604950 D BOEING CO COM 09702310 45300 1075000 SH SHARED 04 1075000 D BOEING CO COM 09702310 153 3631 SH SHARED 05 3631 D BOEING 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SCIENTIFIC CORP COM 10113710 187 5100 SH SHR/OTHR 01 2600 2500 D BOSTON SCIENTIFIC CORP COM 10113710 26710 726618 SH SHARED 02 726618 D BOSTON SCIENTIFIC CORP COM 10113710 12542 341200 SH SHARED 04 341200 D BOSTON SCIENTIFIC CORP COM 10113710 1116 30385 SH SHARED 05 26600 3785 D BOSTON SCIENTIFIC CORP COM 10113710 1085 29526 SH SHARED 06 28526 1000 D BOSTON SCIENTIFIC CORP COM 10113710 19904 541462 SH SHARED 10 502683 38779 D BOSTON SCIENTIFIC CORP COM 10113710 351 9564 SH SHARED 14 9564 D BOULDER TOTAL RETURN FD INC COM 10154110 13 876 SH SHARED 876 D BOWATER INC COM 10218310 1229 26555 SH SHARED 19555 7000 D BOWATER INC COM 10218310 740 16000 SH SHARED 01 16000 D BOWATER INC COM 10218310 2606 56284 SH SHARED 02 56284 D BOWATER INC COM 10218310 2315 50000 SH SHARED 04 50000 D BOWATER INC COM 10218310 241 5210 SH SHARED 10 5210 D BOWNE & CO INC COM 10304310 59 4400 SH SHARED 4400 D BOWNE & CO INC COM 10304310 109 8070 SH SHARED 8070 D BOWNE & CO INC COM 10304310 21668 1598000 SH SHARED 01 685400 912600 D BOWNE & CO INC COM 10304310 301 22212 SH SHARED 02 22212 D BOYD GAMING CORP COM 10330410 2793 173056 SH SHARED 173056 D BOYD GAMING CORP COM 10330410 335 20757 SH SHARED 01 20757 D BOYD GAMING CORP COM 10330410 2061 127735 SH SHARED 02 127735 D BOYD GAMING CORP COM 10330410 12 800 SH SHARED 10 800 D BOYDS COLLECTION LTD COM 10335410 1 400 SH SHARED 400 D BOYDS COLLECTION LTD COM 10335410 52 12439 SH SHARED 02 12439 D BOYKIN LODGING CO COM 10343010 4 466 SH SHARED 466 D BOYKIN LODGING CO COM 10343010 7 816 SH SHARED 01 816 D BOYKIN LODGING CO COM 10343010 104 11456 SH SHARED 02 11456 D BOYKIN LODGING CO COM 10343010 7 800 SH SHARED 10 800 D BRADLEY PHARMACEUTICALS INC COM 10457610 3532 138900 SH SHARED 01 138900 D BRADLEY PHARMACEUTICALS INC COM 10457610 163 6411 SH SHARED 02 6411 D BRADLEY PHARMACEUTICALS INC COM 10457610 109 4300 SH SHARED 10 4300 D BRADY CORP CL A 10467410 74 1831 SH SHARED 1831 D BRADY CORP CL A 10467410 142 3498 SH SHARED 01 1098 2400 D BRADY CORP CL A 10467410 621 15252 SH SHARED 02 15252 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 17 641 SH SHARED 641 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 456 17059 SH SHARED 01 17059 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 629 23513 SH SHARED 02 23513 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 29 1100 SH SHARED 10 1100 D BRASCAN CORP CL A LTD VT SH 10549P60 7 242 SH SHARED 242 D BRASCAN CORP CL A LTD VT SH 10549P60 152 5000 SH SHARED 01 5000 D BRASCAN CORP CL A LTD VT SH 10549P60 2110 69107 SH SHARED 02 69107 D BRASCAN CORP CL A LTD VT SH 10549P60 116 3800 SH SHARED 10 3800 D BRASCAN CORP CL A LTD VT SH 10549P60 69 2265 SH SHARED 14 2265 D BRANTLEY CAP CORP COM 10549410 2531 248209 SH SHARED 248209 D BRASIL TELECOM PARTICIPACOES SPON ADR PFD 10553010 2273 60138 SH SHARED 60138 D BRASIL TELECOM PARTICIPACOES SPON ADR PFD 10553010 15220 402661 SH SHARED 01 402661 D BRASIL TELECOM PARTICIPACOES SPON ADR PFD 10553010 3600 95241 SH SHARED 05 84830 10411 D BRASIL TELECOM PARTICIPACOES SPON ADR PFD 10553010 1201 31792 SH SHARED 09 31792 D BRASIL TELECOM PARTICIPACOES SPON ADR PFD 10553010 9922 262500 SH SHARED 10 262500 D BRASIL TELECOM PARTICIPACOES SPON ADR PFD 10553010 2566 67885 SH SHARED 12 67885 D BRAZIL FD INC COM 10575910 296 12383 SH SHARED 01 4583 7800 D BRAZILIAN EQUITY FD INC COM 10588410 5544 782000 SH SHARED 782000 D BRIGGS & STRATTON CORP NOTE 5.000% 5/1 109043AE 7 5500 PRN SHARED 01 5500 D BRIGGS & STRATTON CORP COM 10904310 343 5100 SH SHARED 5100 D BRIGGS & STRATTON CORP COM 10904310 472 7010 SH SHARED 7010 D BRIGGS & STRATTON CORP COM 10904310 7489 111117 SH SHARED 01 101117 10000 D BRIGGS & STRATTON CORP COM 10904310 1214 18014 SH SHARED 02 18014 D BRIGGS & STRATTON CORP COM 10904310 188 2800 SH SHARED 10 2800 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 2343 55800 SH SHARED 55800 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 8 212 SH SHARED 212 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 6791 161700 SH SHARED 01 142000 19700 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 443 10553 SH SHARED 02 10553 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 638 15200 SH SHARED 05 15200 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 88 2100 SH SHARED 10 2100 D BRIGHTPOINT INC COM NEW 10947340 147 8534 SH SHARED 8534 D BRIGHTPOINT INC COM NEW 10947340 2 168 SH SHARED 01 168 D BRILLIANCE CHINA AUTO HLDG L SPONSORED ADR 10949Q10 1387 24465 SH SHARED 24465 D BRINKER INTL INC DBCV 10/1 109641AC 5384 8000000 PRN SHARED 8000000 D BRINKER INTL INC COM 10964110 1640 49481 SH SHARED 49481 D BRINKER INTL INC COM 10964110 20727 625068 SH SHARED 01 614968 10100 D BRINKER INTL INC COM 10964110 1204 36338 SH SHARED 02 36338 D BRINKER INTL INC COM 10964110 331 10000 SH SHARED 04 10000 D BRINKER INTL INC COM 10964110 232 7000 SH SHARED 07 7000 D BRINKER INTL INC COM 10964110 12876 388300 SH SHARED 10 386500 1800 D BRINKS CO COM 10969610 312 13823 SH SHARED 13823 D BRINKS CO COM 10969610 469 20763 SH SHARED 01 20763 D BRINKS CO COM 10969610 3152 139437 SH SHARED 02 139437 D BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AM 80211 77800000 PRN SHARED 77800000 D BRISTOL MYERS SQUIBB CO COM 11012210 42 1500 SH SHARED 1500 D BRISTOL MYERS SQUIBB CO COM 11012210 188351 6585708 SH SHARED 6415563 170145 D BRISTOL MYERS SQUIBB CO COM 11012210 114159 3991598 SH SHARED 01 2494760 1496838 D BRISTOL MYERS SQUIBB CO COM 11012210 78118 2731408 SH SHR/OTHR 01 508004 2223404 D BRISTOL MYERS SQUIBB CO COM 11012210 29279 1023763 SH SHARED 02 1023763 D BRISTOL MYERS SQUIBB CO COM 11012210 1083 37900 SH SHARED 03 17100 20800 D BRISTOL MYERS SQUIBB CO COM 11012210 50075 1750900 SH SHARED 04 1750900 D BRISTOL MYERS SQUIBB CO COM 11012210 2100 73439 SH SHARED 05 73439 D BRISTOL MYERS SQUIBB CO COM 11012210 7070 247209 SH SHARED 06 244309 2900 D BRISTOL MYERS SQUIBB CO COM 11012210 263482 9212670 SH SHARED 10 9127112 85558 D BRISTOL MYERS SQUIBB CO COM 11012210 922 32272 SH SHARED 14 32272 D BRITISH AWYS PLC ADR 2ND INSTAL 11041930 50 1200 SH SHARED 1200 D BRITISH AWYS PLC ADR 2ND INSTAL 11041930 33 800 SH SHR/OTHR 01 800 D BRITISH AWYS PLC ADR 2ND INSTAL 11041930 14892 356792 SH SHARED 02 356792 D BRITISH AMERN TOB PLC SPONSORED ADR 11044810 1749 63226 SH SHARED 63226 D BRITISH AMERN TOB PLC SPONSORED ADR 11044810 25 905 SH SHARED 01 685 220 D BRITISH AMERN TOB PLC SPONSORED ADR 11044810 19609 708700 SH SHARED 02 708700 D BRITISH SKY BROADCASTING GRO SPONSORED ADR 11101310 9950 195344 SH SHARED 195344 D BRITISH SKY BROADCASTING GRO SPONSORED ADR 11101310 436 8576 SH SHARED 01 756 7820 D BROADBAND HOLDRS TR DEPOSITRY RCPT 11130P10 0 10 SH SHARED 02 10 D BROADCOM CORP CL A 11132010 6 200 SH SHARED 200 D BROADCOM CORP CL A 11132010 28749 845082 SH SHARED 844842 240 D BROADCOM CORP CL A 11132010 16005 470460 SH SHARED 01 334459 4200 131801 D BROADCOM CORP CL A 11132010 588 17290 SH SHR/OTHR 01 1940 15350 D BROADCOM CORP CL A 11132010 14202 417477 SH SHARED 02 417477 D BROADCOM CORP CL A 11132010 14458 425000 SH SHARED 04 425000 D BROADCOM CORP CL A 11132010 48 1421 SH SHARED 05 1421 D BROADCOM CORP CL A 11132010 119 3525 SH SHARED 06 3525 D BROADCOM CORP CL A 11132010 4127 121311 SH SHARED 10 108110 13201 D BROADCOM CORP CL A 11132010 142 4176 SH SHARED 14 4176 D BROADVISION INC COM NEW 11141260 481 113000 SH SHARED 112912 88 D BROADVISION INC COM NEW 11141260 266 62468 SH SHARED 01 62468 D BROADVISION INC COM NEW 11141260 75 17769 SH SHARED 02 17769 D BROADVISION INC COM NEW 11141260 20 4800 SH SHARED 10 4800 D BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/0 111621AB 7021 7793000 PRN SHARED 7793000 D BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/0 111621AB 1 2000 PRN SHARED 01 2000 D BROCADE COMMUNICATIONS SYS I COM 11162110 2764 478352 SH SHARED 478352 D BROCADE COMMUNICATIONS SYS I COM 11162110 461 79924 SH SHARED 01 61024 8900 10000 D BROCADE COMMUNICATIONS SYS I COM 11162110 2323 401944 SH SHARED 02 401944 D BROOKFIELD HOMES CORP COM 11272310 22 877 SH SHARED 877 D BROOKFIELD HOMES CORP COM 11272310 290 11267 SH SHARED 02 11267 D BROOKFIELD PPTYS CORP COM 11290010 25 882 SH SHARED 882 D BROOKFIELD PPTYS CORP COM 11290010 80 2818 SH SHARED 01 2818 D BROOKFIELD PPTYS CORP COM 11290010 1605 55931 SH SHARED 02 55931 D BROOKFIELD PPTYS CORP COM 11290010 66 2300 SH SHARED 10 2300 D BROOKFIELD PPTYS CORP COM 11290010 188004 6550688 SH SHARED 11 6550688 D BROOKFIELD PPTYS CORP COM 11290010 34 1200 SH SHARED 14 1200 D BROOKLINE BANCORP INC DEL COM 11373M10 52 3422 SH SHARED 3422 D BROOKLINE BANCORP INC DEL COM 11373M10 12 800 SH SHARED 01 800 D BROOKLINE BANCORP INC DEL COM 11373M10 40 2624 SH SHR/OTHR 01 2624 D BROOKLINE BANCORP INC DEL COM 11373M10 588 38385 SH SHARED 02 38385 D BROOKS AUTOMATION INC COM 11434010 1656 69776 SH SHARED 69776 D BROOKS AUTOMATION INC COM 11434010 347 14653 SH SHARED 01 14653 D BROOKS AUTOMATION INC COM 11434010 1378 58079 SH SHARED 02 58079 D BROOKS AUTOMATION INC COM 11434010 4154 175000 SH SHARED 04 175000 D BROOKSTONE INC COM 11453710 140 6589 SH SHARED 6589 D BROOKSTONE INC COM 11453710 31 1501 SH SHARED 01 1501 D BROOKSTONE INC COM 11453710 170 7998 SH SHARED 02 7998 D BROWN & BROWN INC COM 11523610 1579 48432 SH SHARED 48432 D BROWN & BROWN INC COM 11523610 730 22413 SH SHARED 01 22413 D BROWN & BROWN INC COM 11523610 633 19422 SH SHARED 02 19422 D BROWN FORMAN CORP CL B 11563720 12690 135795 SH SHARED 135795 D BROWN FORMAN CORP CL B 11563720 697 7469 SH SHARED 01 6469 1000 D BROWN FORMAN CORP CL B 11563720 1654 17703 SH SHARED 02 17703 D BROWN FORMAN CORP CL B 11563720 20 223 SH SHARED 05 223 D BROWN FORMAN CORP CL B 11563720 1999 21401 SH SHARED 10 21401 D BROWN FORMAN CORP CL B 11563720 40 438 SH SHARED 14 438 D BROWN TOM INC COM NEW 11566020 279 8671 SH SHARED 8671 D BROWN TOM INC COM NEW 11566020 69 2169 SH SHARED 01 2169 D BROWN TOM INC COM NEW 11566020 899 27882 SH SHARED 02 27882 D BROWN TOM INC COM NEW 11566020 29 900 SH SHARED 10 900 D BROWN SHOE INC NEW COM 11573610 110 2925 SH SHARED 2925 D BROWN SHOE INC NEW COM 11573610 4050 106801 SH SHARED 01 105801 1000 D BROWN SHOE INC NEW COM 11573610 2275 60000 SH SHR/OTHR 01 60000 D BROWN SHOE INC NEW COM 11573610 586 15452 SH SHARED 02 15452 D BROWN SHOE INC NEW COM 11573610 56 1500 SH SHARED 10 1500 D BRUKER BIOSCIENCES CORP COM 11679410 57 12560 SH SHARED 12560 D BRUKER BIOSCIENCES CORP COM 11679410 13 3040 SH SHARED 01 3040 D BRUKER BIOSCIENCES CORP COM 11679410 60 13326 SH SHARED 02 13326 D BRUNSWICK CORP COM 11704310 111 3500 SH SHARED 3500 D BRUNSWICK CORP COM 11704310 7242 227532 SH SHARED 202532 25000 D BRUNSWICK CORP COM 11704310 1524 47881 SH SHARED 01 47881 D BRUNSWICK CORP COM 11704310 1333 41902 SH SHARED 02 41902 D BRUNSWICK CORP COM 11704310 111 3500 SH SHARED 06 3500 D BRUNSWICK CORP COM 11704310 1136 35690 SH SHARED 10 31661 4029 D BRUSH ENGINEERED MATLS INC COM 11742110 4 300 SH SHARED 300 D BRUSH ENGINEERED MATLS INC COM 11742110 137 8998 SH SHARED 02 8998 D BRYN MAWR BK CORP COM 11766510 116 4830 SH SHARED 02 4830 D BUCA INC COM 11776910 34 5100 SH SHARED 5100 D BUCA INC COM 11776910 4 716 SH SHARED 02 716 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 81 1793 SH SHARED 1793 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 127 2815 SH SHARED 01 315 2500 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 154 3400 SH SHR/OTHR 01 900 2500 D BUCKEYE TECHNOLOGIES INC COM 11825510 5 508 SH SHARED 508 D BUCKEYE TECHNOLOGIES INC COM 11825510 178 17768 SH SHARED 02 17768 D BUCKLE INC COM 11844010 4 200 SH SHARED 200 D BUCKLE INC COM 11844010 26 1200 SH SHARED 01 1200 D BUCKLE INC COM 11844010 106 4819 SH SHARED 02 4819 D BUILDING MATLS HLDG CORP COM 12011310 113 7331 SH SHARED 7331 D BUILDING MATLS HLDG CORP COM 12011310 25 1669 SH SHARED 01 1669 D BUILDING MATLS HLDG CORP COM 12011310 128 8268 SH SHARED 02 8268 D BURLINGTON COAT FACTORY COM 12157910 212 10052 SH SHARED 10052 D BURLINGTON COAT FACTORY COM 12157910 67 3171 SH SHARED 01 3171 D BURLINGTON COAT FACTORY COM 12157910 264 12485 SH SHARED 02 12485 D BURLINGTON NORTHN SANTA FE C COM 12189T10 9 300 SH SHARED 300 D BURLINGTON NORTHN SANTA FE C COM 12189T10 27345 845287 SH SHARED 845287 D BURLINGTON NORTHN SANTA FE C COM 12189T10 6798 210163 SH SHARED 01 191368 18795 D BURLINGTON NORTHN SANTA FE C COM 12189T10 5309 164138 SH SHR/OTHR 01 117477 46661 D BURLINGTON NORTHN SANTA FE C COM 12189T10 5451 168516 SH SHARED 02 168516 D BURLINGTON NORTHN SANTA FE C COM 12189T10 59 1850 SH SHARED 05 1850 D BURLINGTON NORTHN SANTA FE C COM 12189T10 470 14552 SH SHARED 06 13052 1500 D BURLINGTON NORTHN SANTA FE C COM 12189T10 4790 148069 SH SHARED 10 131642 16427 D BURLINGTON NORTHN SANTA FE C COM 12189T10 1607 49698 SH SHARED 14 49698 D BURLINGTON RES INC COM 12201410 11 200 SH SHARED 200 D BURLINGTON RES INC COM 12201410 30067 542929 SH SHARED 542929 D BURLINGTON RES INC COM 12201410 7443 134411 SH SHARED 01 108673 25738 D BURLINGTON RES INC COM 12201410 1488 26869 SH SHR/OTHR 01 26869 D BURLINGTON RES INC COM 12201410 5754 103908 SH SHARED 02 103908 D BURLINGTON RES INC COM 12201410 10632 192000 SH SHARED 04 192000 D BURLINGTON RES INC COM 12201410 70 1264 SH SHARED 05 1264 D BURLINGTON RES INC COM 12201410 332 6000 SH SHARED 06 6000 D BURLINGTON RES INC COM 12201410 17103 308835 SH SHARED 10 293721 15114 D BURLINGTON RES INC COM 12201410 99 1800 SH SHARED 14 1800 D BUSH INDS INC CL A 12316410 29 7000 SH SHARED 7000 D BUSH INDS INC CL A 12316410 0 80 SH SHARED 01 80 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 2143 61817 SH SHARED 02 61817 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 903 26042 SH SHARED 04 26042 D C & F FINL CORP COM 12466Q10 3 100 SH SHARED 100 D C & F FINL CORP COM 12466Q10 91 2304 SH SHARED 02 2304 D C&D TECHNOLOGIES INC COM 12466110 47 2500 SH SHARED 2500 D C&D TECHNOLOGIES INC COM 12466110 563 29415 SH SHARED 29415 D C&D TECHNOLOGIES INC COM 12466110 100 5245 SH SHARED 01 5245 D C&D TECHNOLOGIES INC COM 12466110 259 13524 SH SHARED 02 13524 D C&D TECHNOLOGIES INC COM 12466110 41 2160 SH SHARED 10 2160 D CAE INC COM 12476510 471 103807 SH SHARED 02 103807 D CB BANCSHARES INC HAWAII COM 12478510 6 100 SH SHARED 100 D CB BANCSHARES INC HAWAII COM 12478510 175 2804 SH SHARED 02 2804 D CBL & ASSOC PPTYS INC COM 12483010 202 3583 SH SHARED 3583 D CBL & ASSOC PPTYS INC COM 12483010 469 8317 SH SHARED 01 8317 D CBL & ASSOC PPTYS INC COM 12483010 2045 36206 SH SHARED 02 36206 D CBL & ASSOC PPTYS INC COM 12483010 1101 19500 SH SHARED 11 19500 D CCA INDS INC COM 12486710 42 5000 SH SHARED 02 5000 D CCC INFORMATION SVCS GROUP I COM 12487Q10 6 400 SH SHARED 400 D CCC INFORMATION SVCS GROUP I COM 12487Q10 353 20900 SH SHARED 01 20900 D CCC INFORMATION SVCS GROUP I COM 12487Q10 138 8195 SH SHARED 02 8195 D CBRL GROUP INC NOTE 4/0 12489VAB 10535 21500000 PRN SHARED 21500000 D CBRL GROUP INC NOTE 4/0 12489VAB 2719 5550000 PRN SHARED 02 5550000 D CBRL GROUP INC COM 12489V10 336 8800 SH SHARED 8800 D CBRL GROUP INC COM 12489V10 1752 45793 SH SHARED 45793 D CBRL GROUP INC COM 12489V10 12356 322789 SH SHARED 01 322789 D CBRL GROUP INC COM 12489V10 2987 78048 SH SHARED 02 78048 D CBRL GROUP INC COM 12489V10 436 11400 SH SHARED 10 11400 D CCBT FINL COS INC COM 12500Q10 6 200 SH SHARED 200 D CCBT FINL COS INC COM 12500Q10 197 5650 SH SHARED 02 5650 D C COR NET CORP COM 12501010 156 14097 SH SHARED 14097 D C COR NET CORP COM 12501010 8 800 SH SHARED 01 800 D C COR NET CORP COM 12501010 238 21440 SH SHARED 02 21440 D C D I CORP COM 12507110 80 2451 SH SHARED 2451 D C D I CORP COM 12507110 45 1376 SH SHARED 01 1376 D C D I CORP COM 12507110 304 9295 SH SHARED 02 9295 D C D W CORP COM 12512N10 9511 164667 SH SHARED 164667 D C D W CORP COM 12512N10 1948 33727 SH SHARED 01 33727 D C D W CORP COM 12512N10 2797 48434 SH SHARED 02 48434 D C D W CORP COM 12512N10 46 800 SH SHARED 05 800 D C D W CORP COM 12512N10 4158 71995 SH SHARED 08 71995 D C D W CORP COM 12512N10 2171 37590 SH SHARED 10 37590 D C D W CORP COM 12512N10 40 709 SH SHARED 14 709 D CEC ENTMT INC COM 12513710 36 761 SH SHARED 761 D CEC ENTMT INC COM 12513710 1111 23464 SH SHARED 01 23464 D CEC ENTMT INC COM 12513710 738 15583 SH SHARED 02 15583 D CEC ENTMT INC COM 12513710 175 3700 SH SHARED 10 3700 D CFS BANCORP INC COM 12525D10 8 600 SH SHARED 600 D CFS BANCORP INC COM 12525D10 97 6598 SH SHARED 02 6598 D CH ENERGY GROUP INC COM 12541M10 73 1573 SH SHARED 1573 D CH ENERGY GROUP INC COM 12541M10 41 878 SH SHARED 01 878 D CH ENERGY GROUP INC COM 12541M10 9 200 SH SHR/OTHR 01 200 D CH ENERGY GROUP INC COM 12541M10 596 12729 SH SHARED 02 12729 D C H ROBINSON WORLDWIDE INC COM 12541W10 3781 99739 SH SHARED 99739 D C H ROBINSON WORLDWIDE INC COM 12541W10 1060 27980 SH SHARED 01 21980 6000 D C H ROBINSON WORLDWIDE INC COM 12541W10 3113 82124 SH SHARED 02 82124 D C H ROBINSON WORLDWIDE INC COM 12541W10 989 26100 SH SHARED 10 26100 D CIGNA CORP COM 12550910 391 6800 SH SHARED 6800 D CIGNA CORP COM 12550910 37858 658402 SH SHARED 658402 D CIGNA CORP COM 12550910 3667 63783 SH SHARED 01 49368 14415 D CIGNA CORP COM 12550910 172 3000 SH SHR/OTHR 01 3000 D CIGNA CORP COM 12550910 9926 172639 SH SHARED 02 172639 D CIGNA CORP COM 12550910 23 400 SH SHARED 04 400 D CIGNA CORP COM 12550910 956 16643 SH SHARED 05 16643 D CIGNA CORP COM 12550910 379 6606 SH SHARED 06 6006 600 D CIGNA CORP COM 12550910 3216 55931 SH SHARED 10 49786 6145 D CIGNA CORP COM 12550910 69 1200 SH SHARED 14 1200 D CIT GROUP INC COM 12558110 4157 115641 SH SHARED 115641 D CIT GROUP INC COM 12558110 3419 95112 SH SHARED 01 94732 380 D CIT GROUP INC COM 12558110 2412 67106 SH SHARED 02 67106 D CIT GROUP INC COM 12558110 6650 185000 SH SHARED 04 185000 D CIT GROUP INC COM 12558110 2185 60800 SH SHARED 06 60800 D CIT GROUP INC COM 12558110 33141 921870 SH SHARED 10 921870 D CIT GROUP INC COM 12558110 56 1565 SH SHARED 14 1565 D CKE RESTAURANTS INC COM 12561E10 311 48729 SH SHARED 48729 D CKE RESTAURANTS INC COM 12561E10 61 9571 SH SHARED 01 9571 D CKE RESTAURANTS INC COM 12561E10 1630 255144 SH SHARED 02 255144 D CLECO CORP NEW COM 12561W10 78 4355 SH SHARED 4355 D CLECO CORP NEW COM 12561W10 30 1700 SH SHARED 01 1700 D CLECO CORP NEW COM 12561W10 71 4000 SH SHR/OTHR 01 4000 D CLECO CORP NEW COM 12561W10 527 29341 SH SHARED 02 29341 D CMGI INC COM 12575010 163 91810 SH SHARED 50060 41750 D CMGI INC COM 12575010 6 3640 SH SHARED 01 2940 700 D CMGI INC COM 12575010 474 266696 SH SHARED 02 266696 D CMGI INC COM 12575010 50 28500 SH SHARED 04 28500 D CMS ENERGY CORP COM 12589610 15 1800 SH SHARED 1800 D CMS ENERGY CORP COM 12589610 3481 408666 SH SHARED 408666 D CMS ENERGY CORP COM 12589610 169 19936 SH SHARED 01 15636 4300 D CMS ENERGY CORP COM 12589610 62 7305 SH SHR/OTHR 01 7305 D CMS ENERGY CORP COM 12589610 1537 180476 SH SHARED 02 180476 D CMS ENERGY CORP COM 12589610 499 58619 SH SHARED 10 51367 7252 D CPI CORP COM 12590210 111 5537 SH SHARED 02 5537 D CSS INDS INC COM 12590610 27 900 SH SHARED 01 900 D CSS INDS INC COM 12590610 96 3108 SH SHARED 02 3108 D CNET INC NOTE 5.000% 3/0 125945AC 177 185000 PRN SHARED 02 185000 D CSK AUTO CORP COM 12596510 1518 80910 SH SHARED 80910 D CSK AUTO CORP COM 12596510 305 16290 SH SHARED 01 16290 D CSK AUTO CORP COM 12596510 413 22009 SH SHARED 02 22009 D CNA FINL CORP COM 12611710 7029 291672 SH SHARED 291672 D CNA FINL CORP COM 12611710 240 9978 SH SHARED 01 9978 D CNA FINL CORP COM 12611710 6434 266982 SH SHARED 02 266982 D CNA SURETY CORP COM 12612L10 1 200 SH SHARED 200 D CNA SURETY CORP COM 12612L10 98 10368 SH SHARED 02 10368 D CNF TR I TECONS SER A 12612V20 15672 306100 SH SHARED 306100 D CNF INC COM 12612W10 3291 97107 SH SHARED 97107 D CNF INC COM 12612W10 1298 38298 SH SHARED 01 28563 9735 D CNF INC COM 12612W10 10 300 SH SHR/OTHR 01 300 D CNF INC COM 12612W10 958 28278 SH SHARED 02 28278 D CNB FINL CORP PA COM 12612810 4 100 SH SHARED 100 D CNB FINL CORP PA COM 12612810 96 2304 SH SHARED 02 2304 D CNET NETWORKS INC COM 12613R10 466 68341 SH SHARED 68341 D CNET NETWORKS INC COM 12613R10 1109 162716 SH SHARED 01 158716 4000 D CNET NETWORKS INC COM 12613R10 459 67337 SH SHARED 02 67337 D CNET NETWORKS INC COM 12613R10 981 143910 SH SHARED 10 143910 D CNOOC LTD SPONSORED ADR 12613210 206 5179 SH SHARED 5179 D CP HOLDRS DEP RCPTS CP 12616K10 11 200 SH SHR/OTHR 01 200 D CSG SYS INTL INC COM 12634910 1299 104074 SH SHARED 104074 D CSG SYS INTL INC COM 12634910 231 18534 SH SHARED 01 18534 D CSG SYS INTL INC COM 12634910 991 79394 SH SHARED 02 79394 D CSX CORP DBCV 10/3 126408GA 94505111052000 PRN SHARED 111052000 D CSX CORP DBCV 10/3 126408GA 2693 3165000 PRN SHARED 02 3165000 D CSX CORP COM 12640810 7 200 SH SHARED 200 D CSX CORP COM 12640810 27477 764541 SH SHARED 764541 D CSX CORP COM 12640810 1415 39396 SH SHARED 01 33640 5756 D CSX CORP COM 12640810 1413 39320 SH SHR/OTHR 01 3706 35614 D CSX CORP COM 12640810 5133 142833 SH SHARED 02 142833 D CSX CORP COM 12640810 337 9387 SH SHARED 05 9387 D CSX CORP COM 12640810 68 1900 SH SHARED 06 1900 D CSX CORP COM 12640810 3058 85101 SH SHARED 10 75732 9369 D CSX CORP COM 12640810 628 17500 SH SHARED 14 17500 D CT COMMUNICATIONS INC COM NEW 12642640 83 6150 SH SHARED 6150 D CT COMMUNICATIONS INC COM NEW 12642640 19 1450 SH SHARED 01 1450 D CT COMMUNICATIONS INC COM NEW 12642640 155 11548 SH SHARED 02 11548 D CT COMMUNICATIONS INC COM NEW 12642640 31 2350 SH SHARED 10 2350 D CTS CORP COM 12650110 254 22097 SH SHARED 22097 D CTS CORP COM 12650110 83 7259 SH SHARED 01 7259 D CTS CORP COM 12650110 419 36504 SH SHARED 02 36504 D CUNO INC COM 12658310 9 200 SH SHARED 200 D CUNO INC COM 12658310 27 600 SH SHARED 01 600 D CUNO INC COM 12658310 923 20498 SH SHARED 02 20498 D CVB FINL CORP COM 12660010 47 2483 SH SHARED 2483 D CVB FINL CORP COM 12660010 214 11109 SH SHARED 01 11109 D CVB FINL CORP COM 12660010 428 22208 SH SHARED 02 22208 D CVB FINL CORP COM 12660010 25 1320 SH SHARED 10 1320 D CVS CORP COM 12665010 10 300 SH SHARED 300 D CVS CORP COM 12665010 54846 1518466 SH SHARED 1516017 2449 D CVS CORP COM 12665010 40325 1116441 SH SHARED 01 198644 917797 D CVS CORP COM 12665010 29593 819315 SH SHR/OTHR 01 61200 758115 D CVS CORP COM 12665010 5320 147299 SH SHARED 02 147299 D CVS CORP COM 12665010 1043 28900 SH SHARED 03 28900 D CVS CORP COM 12665010 112116 3104000 SH SHARED 04 3104000 D CVS CORP COM 12665010 5960 165026 SH SHARED 05 88100 76926 D CVS CORP COM 12665010 7974 220770 SH SHARED 06 220070 700 D CVS CORP COM 12665010 310 8600 SH SHARED 07 8600 D CVS CORP COM 12665010 5862 162301 SH SHARED 10 144767 17534 D CVS CORP COM 12665010 1928 53400 SH SHARED 14 53400 D CV THERAPEUTICS INC COM 12666710 7 500 SH SHARED 500 D CV THERAPEUTICS INC COM 12666710 198 13500 SH SHARED 01 6500 7000 D CV THERAPEUTICS INC COM 12666710 813 55284 SH SHARED 02 55284 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 364 52023 SH SHARED 52023 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 6 933 SH SHARED 01 933 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 920 131307 SH SHARED 02 131307 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 2142 91600 SH SHARED 91600 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 28 1214 SH SHARED 01 1214 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 274 11729 SH SHARED 02 11729 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 9356 400000 SH SHARED 04 400000 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 11468 490317 SH SHARED 10 490317 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 149 6400 SH SHARED 14 6400 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 18 2100 SH SHARED 2100 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 371 41304 SH SHARED 41304 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 47 5305 SH SHARED 01 5305 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 235 26230 SH SHARED 02 26230 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 24 2740 SH SHARED 10 2740 D CABOT CORP COM 12705510 904 28396 SH SHARED 28396 D CABOT CORP COM 12705510 1061 33324 SH SHARED 01 33224 100 D CABOT CORP COM 12705510 1060 33293 SH SHARED 02 33293 D CABOT MICROELECTRONICS CORP COM 12709P10 3052 62301 SH SHARED 62301 D CABOT MICROELECTRONICS CORP COM 12709P10 697 14236 SH SHARED 01 14236 D CABOT MICROELECTRONICS CORP COM 12709P10 942 19238 SH SHARED 02 19238 D CABOT OIL & GAS CORP COM 12709710 529 18035 SH SHARED 18035 D CABOT OIL & GAS CORP COM 12709710 231 7889 SH SHARED 01 7889 D CABOT OIL & GAS CORP COM 12709710 720 24540 SH SHARED 02 24540 D CABOT OIL & GAS CORP COM 12709710 79 2700 SH SHARED 10 2700 D CACI INTL INC CL A 12719030 597 12283 SH SHARED 12283 D CACI INTL INC CL A 12719030 32000 658181 SH SHARED 01 628081 30100 D CACI INTL INC CL A 12719030 994 20455 SH SHARED 02 20455 D CACI INTL INC CL A 12719030 29 600 SH SHARED 05 600 D CACI INTL INC CL A 12719030 9112 187426 SH SHARED 10 187426 D CADBURY SCHWEPPES PLC ADR 12720930 69 2324 SH SHARED 2324 D CADBURY SCHWEPPES PLC ADR 12720930 156 5246 SH SHARED 01 576 4670 D CADBURY SCHWEPPES PLC ADR 12720930 11 400 SH SHR/OTHR 01 400 D CADBURY SCHWEPPES PLC ADR 12720930 11816 395332 SH SHARED 02 395332 D CADENCE DESIGN SYSTEM INC COM 12738710 4119 229113 SH SHARED 229113 D CADENCE DESIGN SYSTEM INC COM 12738710 3758 209017 SH SHARED 01 209017 D CADENCE DESIGN SYSTEM INC COM 12738710 1632 90784 SH SHARED 02 90784 D CADENCE DESIGN SYSTEM INC COM 12738710 1283 71400 SH SHARED 03 29500 41900 D CADENCE DESIGN SYSTEM INC COM 12738710 1640 91260 SH SHARED 05 91260 D CADENCE DESIGN SYSTEM INC COM 12738710 400 22300 SH SHARED 06 22300 D CADENCE DESIGN SYSTEM INC COM 12738710 1605 89300 SH SHARED 14 89300 D CAL DIVE INTL INC COM 12791410 110 4579 SH SHARED 4579 D CAL DIVE INTL INC COM 12791410 10 430 SH SHARED 01 430 D CAL DIVE INTL INC COM 12791410 2204 91385 SH SHARED 02 91385 D CAL MAINE FOODS INC COM NEW 12803020 117 3200 SH SHARED 3200 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 3 218 SH SHARED 02 218 D CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 2093 99700 SH SHARED 99700 D CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 127 6048 SH SHARED 01 6048 D CALGON CARBON CORP COM 12960310 4 700 SH SHARED 700 D CALGON CARBON CORP COM 12960310 139 22509 SH SHARED 02 22509 D CALIFORNIA AMPLIFIER INC COM 12990010 26 1911 SH SHARED 1911 D CALIFORNIA MICRO DEVICES COR COM 13043910 139 15300 SH SHARED 15300 D CALIFORNIA MICRO DEVICES COR COM 13043910 0 60 SH SHARED 01 60 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 667 33171 SH SHARED 33171 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 1070 53179 SH SHARED 01 53179 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 25 1264 SH SHR/OTHR 01 1264 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 229 11424 SH SHARED 02 11424 D CALIFORNIA WTR SVC GROUP COM 13078810 8 325 SH SHARED 325 D CALIFORNIA WTR SVC GROUP COM 13078810 10 400 SH SHARED 01 400 D CALIFORNIA WTR SVC GROUP COM 13078810 289 10567 SH SHARED 02 10567 D CALIPER TECHNOLOGIES CORP COM 13087610 81 12270 SH SHARED 12270 D CALIPER TECHNOLOGIES CORP COM 13087610 17 2560 SH SHARED 02 2560 D CALLAWAY GOLF CO COM 13119310 57 3400 SH SHARED 3400 D CALLAWAY GOLF CO COM 13119310 933 55374 SH SHARED 55374 D CALLAWAY GOLF CO COM 13119310 3577 212300 SH SHARED 01 211300 1000 D CALLAWAY GOLF CO COM 13119310 1316 78127 SH SHARED 02 78127 D CALLAWAY GOLF CO COM 13119310 57 3400 SH SHARED 10 3400 D CALLIDUS SOFTWARE INC COM 13123E50 58 3300 SH SHARED 01 3300 D CALLON PETE CO DEL COM 13123X10 1 100 SH SHARED 100 D CALPINE CORP NOTE 4.000%12/2 131347BA 7327 7500000 PRN SHARED 7500000 D CALPINE CORP NOTE 4.000%12/2 131347BA 13286 13599000 PRN SHARED 02 13599000 D CALPINE CORP COM 13134710 4617 960077 SH SHARED 960077 D CALPINE CORP COM 13134710 2254 468670 SH SHARED 01 24735 443935 D CALPINE CORP COM 13134710 312 65000 SH SHR/OTHR 01 65000 D CALPINE CORP COM 13134710 1657 344541 SH SHARED 02 344541 D CALPINE CORP COM 13134710 1077 223957 SH SHARED 10 205724 18233 D CAMBIOR INC COM 13201L10 155 50200 SH SHARED 50200 D CAMBIOR INC COM 13201L10 25249 8145000 SH SHARED 10 8145000 D CAMBREX CORP COM 13201110 34 1366 SH SHARED 1366 D CAMBREX CORP COM 13201110 3794 150200 SH SHARED 01 150200 D CAMBREX CORP COM 13201110 321 12729 SH SHARED 02 12729 D CAMBREX CORP COM 13201110 75 3000 SH SHARED 10 3000 D CAMCO FINL CORP COM 13261810 3 200 SH SHARED 200 D CAMCO FINL CORP COM 13261810 87 5024 SH SHARED 02 5024 D CAMDEN NATL CORP COM 13303410 6 200 SH SHARED 200 D CAMDEN NATL CORP COM 13303410 184 6081 SH SHARED 01 6081 D CAMDEN NATL CORP COM 13303410 163 5400 SH SHARED 02 5400 D CAMDEN PPTY TR SH BEN INT 13313110 123 2784 SH SHARED 2784 D CAMDEN PPTY TR SH BEN INT 13313110 527 11916 SH SHARED 01 10816 1100 D CAMDEN PPTY TR SH BEN INT 13313110 145 3274 SH SHARED 02 3274 D CAMDEN PPTY TR SH BEN INT 13313110 2144 48400 SH SHARED 11 48400 D CAMECO CORP COM 13321L10 119 2068 SH SHARED 2068 D CAMECO CORP COM 13321L10 34 600 SH SHARED 01 600 D CAMECO CORP COM 13321L10 1490 25878 SH SHARED 02 25878 D CAMECO CORP COM 13321L10 5184 90000 SH SHARED 04 90000 D CAMECO CORP COM 13321L10 34 600 SH SHARED 10 600 D CAMPBELL SOUP CO COM 13442910 10 400 SH SHARED 400 D CAMPBELL SOUP CO COM 13442910 24833 926608 SH SHARED 923308 3300 D CAMPBELL SOUP CO COM 13442910 4835 180412 SH SHARED 01 178412 2000 D CAMPBELL SOUP CO COM 13442910 391 14600 SH SHR/OTHR 01 14600 D CAMPBELL SOUP CO COM 13442910 3357 125295 SH SHARED 02 125295 D CAMPBELL SOUP CO COM 13442910 54 2049 SH SHARED 05 2049 D CAMPBELL SOUP CO COM 13442910 261 9750 SH SHARED 06 9750 D CAMPBELL SOUP CO COM 13442910 4378 163394 SH SHARED 10 145355 18039 D CAMPBELL SOUP CO COM 13442910 1230 45900 SH SHARED 14 45900 D CANADA SOUTHN PETE LTD LTD VTG SH 13523110 52 10265 SH SHARED 01 10265 D CDN IMPERIAL BK OF COMMERCE COM 13606910 283 5677 SH SHARED 5677 D CDN IMPERIAL BK OF COMMERCE COM 13606910 116 2320 SH SHARED 01 2320 D CDN IMPERIAL BK OF COMMERCE COM 13606910 8084 161694 SH SHARED 02 161694 D CDN IMPERIAL BK OF COMMERCE COM 13606910 915 18300 SH SHARED 05 18300 D CDN IMPERIAL BK OF COMMERCE COM 13606910 207 4140 SH SHARED 06 2240 1900 D CDN IMPERIAL BK OF COMMERCE COM 13606910 55 1100 SH SHARED 10 1100 D CANADIAN NATL RY CO COM 13637510 1727 27300 SH SHARED 27300 D CANADIAN NATL RY CO COM 13637510 1350 21345 SH SHARED 4390 16955 D CANADIAN NATL RY CO COM 13637510 41440 654879 SH SHARED 01 654879 D CANADIAN NATL RY CO COM 13637510 7889 124674 SH SHARED 02 124674 D CANADIAN NATL RY CO COM 13637510 36917 583400 SH SHARED 03 540700 42700 D CANADIAN NATL RY CO COM 13637510 44470 702751 SH SHARED 05 521082 181669 D CANADIAN NATL RY CO COM 13637510 7353 116200 SH SHARED 06 16000 100200 D CANADIAN NATL RY CO COM 13637510 27895 440825 SH SHARED 10 440825 D CANADIAN NATL RY CO COM 13637510 3891 61500 SH SHARED 12 61500 D CANADIAN NATL RY CO COM 13637510 759 12010 SH SHARED 14 12010 D CANADIAN NAT RES LTD COM 13638510 239 4742 SH SHARED 4742 D CANADIAN NAT RES LTD COM 13638510 123 2458 SH SHARED 01 2458 D CANADIAN NAT RES LTD COM 13638510 4914 97424 SH SHARED 02 97424 D CANADIAN NAT RES LTD COM 13638510 1992 39500 SH SHARED 06 39500 D CANADIAN NAT RES LTD COM 13638510 30 600 SH SHARED 10 600 D CANADIAN PAC RY LTD COM 13645T10 4 155 SH SHARED 155 D CANADIAN PAC RY LTD COM 13645T10 1015 36081 SH SHARED 36081 D CANADIAN PAC RY LTD COM 13645T10 522 18566 SH SHARED 01 7191 11375 D CANADIAN PAC RY LTD COM 13645T10 37 1325 SH SHR/OTHR 01 1325 D CANADIAN PAC RY LTD COM 13645T10 5750 204284 SH SHARED 02 204284 D CANADIAN PAC RY LTD COM 13645T10 42 1500 SH SHARED 10 1500 D CANADIAN PAC RY LTD COM 13645T10 33 1175 SH SHARED 14 1175 D CANDELA CORP COM 13690710 35 1979 SH SHARED 1979 D CANDELA CORP COM 13690710 93 5131 SH SHARED 02 5131 D CANCERVAX CORP COM 13738Y10 0 39 SH SHARED 39 D CANON INC ADR 13800630 656 13770 SH SHARED 13770 D CANON INC ADR 13800630 963 20228 SH SHARED 01 750 19478 D CANON INC ADR 13800630 25 539 SH SHARED 02 539 D CANTEL MEDICAL CORP COM 13809810 11 681 SH SHARED 681 D CANTEL MEDICAL CORP COM 13809810 1 119 SH SHARED 01 119 D CANTEL MEDICAL CORP COM 13809810 77 4808 SH SHARED 02 4808 D CAPITAL CITY BK GROUP INC COM 13967410 18 400 SH SHARED 400 D CAPITAL CITY BK GROUP INC COM 13967410 87 1900 SH SHARED 01 1900 D CAPITAL CITY BK GROUP INC COM 13967410 269 5854 SH SHARED 02 5854 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 117 3666 SH SHARED 3666 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 475 14854 SH SHARED 01 14634 220 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 1316 41139 SH SHARED 02 41139 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 25 800 SH SHARED 10 800 D CAPITAL CORP OF THE WEST COM 14006510 130 3304 SH SHARED 02 3304 D CAPITAL ONE FINL CORP COM 14040H10 48826 796650 SH SHARED 796050 600 D CAPITAL ONE FINL CORP COM 14040H10 4575 74654 SH SHARED 01 74559 95 D CAPITAL ONE FINL CORP COM 14040H10 5688 92818 SH SHARED 02 92818 D CAPITAL ONE FINL CORP COM 14040H10 14427 235400 SH SHARED 04 235400 D CAPITAL ONE FINL CORP COM 14040H10 62 1015 SH SHARED 05 1015 D CAPITAL ONE FINL CORP COM 14040H10 65 1065 SH SHARED 06 1065 D CAPITAL ONE FINL CORP COM 14040H10 25634 418246 SH SHARED 10 408169 10077 D CAPITAL ONE FINL CORP COM 14040H10 1590 25950 SH SHARED 14 25950 D CAPITALSOURCE INC COM 14055X10 7195 331900 SH SHARED 01 331900 D CAPITALSOURCE INC COM 14055X10 34 1600 SH SHARED 02 1600 D CAPITOL BANCORP LTD COM 14056D10 17 600 SH SHARED 600 D CAPITOL BANCORP LTD COM 14056D10 186 6582 SH SHARED 02 6582 D CAPITOL FED FINL COM 14057C10 3 100 SH SHARED 01 100 D CAPITOL FED FINL COM 14057C10 73 2036 SH SHARED 02 2036 D CAPSTONE TURBINE CORP COM 14067D10 11 6423 SH SHARED 6419 4 D CAPSTONE TURBINE CORP COM 14067D10 2 1281 SH SHARED 01 1281 D CAPSTONE TURBINE CORP COM 14067D10 416 223850 SH SHARED 04 223850 D CAPSTEAD MTG CORP COM NO PAR 14067E50 105 6285 SH SHARED 6285 D CAPSTEAD MTG CORP COM NO PAR 14067E50 241 14400 SH SHARED 01 14400 D CAPSTEAD MTG CORP COM NO PAR 14067E50 136 8142 SH SHARED 02 8142 D CAPSTEAD MTG CORP COM NO PAR 14067E50 12 720 SH SHARED 10 720 D CARBO CERAMICS INC COM 14078110 7 139 SH SHARED 139 D CARBO CERAMICS INC COM 14078110 620 12100 SH SHARED 02 12100 D CARAUSTAR INDS INC COM 14090910 11 824 SH SHARED 824 D CARAUSTAR INDS INC COM 14090910 239 17370 SH SHARED 02 17370 D CARDIAC SCIENCE INC COM NEW 14141020 163 40881 SH SHARED 40881 D CARDIAC SCIENCE INC COM NEW 14141020 407 102176 SH SHARED 01 102176 D CARDIAC SCIENCE INC COM NEW 14141020 139 34936 SH SHARED 02 34936 D CARDINAL HEALTH INC COM 14149Y10 24 400 SH SHARED 400 D CARDINAL HEALTH INC COM 14149Y10 62648 1024332 SH SHARED 1024332 D CARDINAL HEALTH INC COM 14149Y10 45553 744829 SH SHARED 01 245712 12500 486617 D CARDINAL HEALTH INC COM 14149Y10 7913 129386 SH SHR/OTHR 01 12168 117218 D CARDINAL HEALTH INC COM 14149Y10 10462 171062 SH SHARED 02 171062 D CARDINAL HEALTH INC COM 14149Y10 1651 27000 SH SHARED 03 3600 23400 D CARDINAL HEALTH INC COM 14149Y10 4587 75000 SH SHARED 04 75000 D CARDINAL HEALTH INC COM 14149Y10 2113 34552 SH SHARED 05 19953 14599 D CARDINAL HEALTH INC COM 14149Y10 472 7725 SH SHARED 06 6825 900 D CARDINAL HEALTH INC COM 14149Y10 55 900 SH SHARED 07 900 D CARDINAL HEALTH INC COM 14149Y10 34432 562996 SH SHARED 10 543345 19651 D CARDINAL HEALTH INC COM 14149Y10 1525 24950 SH SHARED 14 24950 D CARDIODYNAMICS INTL CORP COM 14159710 85 14283 SH SHARED 14283 D CARDIODYNAMICS INTL CORP COM 14159710 20 3417 SH SHARED 01 3417 D CARDIODYNAMICS INTL CORP COM 14159710 132 22117 SH SHARED 02 22117 D CAREER EDUCATION CORP COM 14166510 7522 186889 SH SHARED 186889 D CAREER EDUCATION CORP COM 14166510 5482 136200 SH SHARED 01 134200 2000 D CAREER EDUCATION CORP COM 14166510 1672 41564 SH SHARED 02 41564 D CAREER EDUCATION CORP COM 14166510 313 7800 SH SHARED 10 7800 D CAREER EDUCATION CORP COM 14166510 44 1096 SH SHARED 14 1096 D CAREMARK RX INC COM 14170510 1051 41500 SH SHARED 41500 D CAREMARK RX INC COM 14170510 31387 1239128 SH SHARED 1035176 203952 D CAREMARK RX INC COM 14170510 69060 2726427 SH SHARED 01 1757862 44800 923765 D CAREMARK RX INC COM 14170510 3725 147093 SH SHARED 02 147093 D CAREMARK RX INC COM 14170510 22776 899200 SH SHARED 03 853800 45400 D CAREMARK RX INC COM 14170510 18820 743000 SH SHARED 04 743000 D CAREMARK RX INC COM 14170510 55788 2202476 SH SHARED 05 1701896 500580 D CAREMARK RX INC COM 14170510 12900 509300 SH SHARED 06 164300 345000 D CAREMARK RX INC COM 14170510 2154 85049 SH SHARED 07 85049 D CAREMARK RX INC COM 14170510 7195 284070 SH SHARED 08 284070 D CAREMARK RX INC COM 14170510 1390 54900 SH SHARED 09 54900 D CAREMARK RX INC COM 14170510 29049 1146840 SH SHARED 10 1146840 D CAREMARK RX INC COM 14170510 290 11467 SH SHARED 14 11467 D CARLISLE COS INC COM 14233910 675 11104 SH SHARED 11104 D CARLISLE COS INC COM 14233910 8307 136500 SH SHARED 01 136000 500 D CARLISLE COS INC COM 14233910 1432 23533 SH SHARED 02 23533 D CARMAX INC COM 14313010 1519 49136 SH SHARED 49136 D CARMAX INC COM 14313010 1288 41651 SH SHARED 01 41651 D CARMAX INC COM 14313010 1112 35975 SH SHARED 02 35975 D CARMAX INC COM 14313010 618 20000 SH SHARED 04 20000 D CARMAX INC COM 14313010 17 581 SH SHARED 06 581 D CARMIKE CINEMAS INC COM 14343640 3 100 SH SHARED 100 D CARMIKE CINEMAS INC COM 14343640 31 900 SH SHARED 02 900 D CARNIVAL PLC ADR 14365C10 5 127 SH SHARED 127 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 70560 60000000 PRN SHARED 60000000 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 18293 15556000 PRN SHARED 02 15556000 D CARNIVAL CORP NOTE 10/2 143658AS 47119 66647000 PRN SHARED 66647000 D CARNIVAL CORP PAIRED CTF 14365830 62463 1572192 SH SHARED 1572192 D CARNIVAL CORP PAIRED CTF 14365830 3768 94864 SH SHARED 01 72879 21985 D CARNIVAL CORP PAIRED CTF 14365830 606 15260 SH SHR/OTHR 01 3260 12000 D CARNIVAL CORP PAIRED CTF 14365830 8510 214216 SH SHARED 02 214216 D CARNIVAL CORP PAIRED CTF 14365830 1156 29097 SH SHARED 05 26300 2797 D CARNIVAL CORP PAIRED CTF 14365830 299 7550 SH SHARED 06 6950 600 D CARNIVAL CORP PAIRED CTF 14365830 11391 286733 SH SHARED 10 258919 27814 D CARPENTER TECHNOLOGY CORP COM 14428510 676 22871 SH SHARED 22871 D CARPENTER TECHNOLOGY CORP COM 14428510 1059 35841 SH SHARED 01 35841 D CARPENTER TECHNOLOGY CORP COM 14428510 1055 35702 SH SHARED 02 35702 D CARRAMERICA RLTY CORP COM 14441810 351 11790 SH SHARED 11790 D CARRAMERICA RLTY CORP COM 14441810 557 18710 SH SHARED 01 18710 D CARRAMERICA RLTY CORP COM 14441810 318 10686 SH SHARED 02 10686 D CARRAMERICA RLTY CORP COM 14441810 5953 199900 SH SHARED 10 199900 D CARRAMERICA RLTY CORP COM 14441810 88237 2962984 SH SHARED 11 2962984 D CARREKER CORP COM 14443310 485 34673 SH SHARED 01 34673 D CARREKER CORP COM 14443310 4 315 SH SHARED 02 315 D CARRIER ACCESS CORP COM 14446010 117 9368 SH SHARED 9368 D CARTER INC COM 14622910 143 5635 SH SHARED 5635 D CARTER INC COM 14622910 6644 261065 SH SHARED 01 244665 16400 D CARTER INC COM 14622910 10 400 SH SHARED 05 400 D CARTER INC COM 14622910 5896 231700 SH SHARED 10 231700 D CASCADE BANCORP COM 14715410 9 500 SH SHARED 500 D CASCADE BANCORP COM 14715410 161 8393 SH SHARED 02 8393 D CASCADE CORP COM 14719510 17 800 SH SHARED 800 D CASCADE CORP COM 14719510 151 6799 SH SHARED 02 6799 D CASCADE NAT GAS CORP COM 14733910 4 200 SH SHARED 200 D CASCADE NAT GAS CORP COM 14733910 3 150 SH SHARED 01 150 D CASCADE NAT GAS CORP COM 14733910 63 3000 SH SHR/OTHR 01 3000 D CASCADE NAT GAS CORP COM 14733910 310 14707 SH SHARED 02 14707 D CASELLA WASTE SYS INC CL A 14744810 58 4263 SH SHARED 4263 D CASELLA WASTE SYS INC CL A 14744810 1057 77233 SH SHARED 01 77233 D CASELLA WASTE SYS INC CL A 14744810 115 8400 SH SHARED 02 8400 D CASELLA WASTE SYS INC CL A 14744810 62 4600 SH SHARED 10 4600 D CASEYS GEN STORES INC COM 14752810 56 3214 SH SHARED 3214 D CASEYS GEN STORES INC COM 14752810 63 3600 SH SHARED 01 3600 D CASEYS GEN STORES INC COM 14752810 517 29311 SH SHARED 02 29311 D CASH AMER INTL INC COM 14754D10 173 8183 SH SHARED 8183 D CASH AMER INTL INC COM 14754D10 193 9117 SH SHARED 01 9117 D CASH AMER INTL INC COM 14754D10 397 18763 SH SHARED 02 18763 D CASH AMER INTL INC COM 14754D10 72 3400 SH SHARED 10 3400 D CASUAL MALE RETAIL GRP INC COM 14871110 361 52153 SH SHARED 52153 D CASUAL MALE RETAIL GRP INC COM 14871110 89 12857 SH SHARED 01 12857 D CASUAL MALE RETAIL GRP INC COM 14871110 139 20143 SH SHARED 02 20143 D CATALINA MARKETING CORP COM 14886710 518 25719 SH SHARED 25719 D CATALINA MARKETING CORP COM 14886710 469 23300 SH SHARED 01 14300 9000 D CATALINA MARKETING CORP COM 14886710 854 42365 SH SHARED 02 42365 D CATAPULT COMMUNICATIONS CORP COM 14901610 1 100 SH SHARED 100 D CATAPULT COMMUNICATIONS CORP COM 14901610 55 3804 SH SHARED 02 3804 D CATELLUS DEV CORP NEW COM 14911310 310 12870 SH SHARED 12870 D CATELLUS DEV CORP NEW COM 14911310 1070 44400 SH SHARED 01 44400 D CATELLUS DEV CORP NEW COM 14911310 1560 64698 SH SHARED 02 64698 D CATELLUS DEV CORP NEW COM 14911310 212545 8811983 SH SHARED 11 8811983 D CATERPILLAR INC DEL COM 14912310 444 5360 SH SHARED 5360 D CATERPILLAR INC DEL COM 14912310 81610 983025 SH SHARED 983025 D CATERPILLAR INC DEL COM 14912310 76524 921763 SH SHARED 01 230216 691547 D CATERPILLAR INC DEL COM 14912310 8936 107645 SH SHR/OTHR 01 275 107370 D CATERPILLAR INC DEL COM 14912310 15372 185166 SH SHARED 02 185166 D CATERPILLAR INC DEL COM 14912310 12397 149330 SH SHARED 03 144380 4950 D CATERPILLAR INC DEL COM 14912310 4973 59911 SH SHARED 05 5606 54305 D CATERPILLAR INC DEL COM 14912310 6245 75225 SH SHARED 06 56475 18750 D CATERPILLAR INC DEL COM 14912310 1367 16473 SH SHARED 07 16473 D CATERPILLAR INC DEL COM 14912310 5537 66700 SH SHARED 08 66700 D CATERPILLAR INC DEL COM 14912310 13586 163655 SH SHARED 10 159019 4636 D CATERPILLAR INC DEL COM 14912310 587 7082 SH SHARED 14 7082 D CATHAY GENERAL BANCORP COM 14915010 5 100 SH SHARED 100 D CATHAY GENERAL BANCORP COM 14915010 364 6500 SH SHARED 01 6500 D CATHAY GENERAL BANCORP COM 14915010 742 13252 SH SHARED 02 13252 D CATO CORP NEW CL A 14920510 27 1329 SH SHARED 1329 D CATO CORP NEW CL A 14920510 2 100 SH SHARED 01 100 D CATO CORP NEW CL A 14920510 236 11555 SH SHARED 02 11555 D CATO CORP NEW CL A 14920510 56 2760 SH SHARED 10 2760 D CAVALRY BANCORP INC COM 14954710 3 200 SH SHARED 200 D CAVALRY BANCORP INC COM 14954710 60 3425 SH SHARED 02 3425 D CAVCO INDS INC DEL COM 14956810 6 269 SH SHARED 01 269 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 11 377 SH SHARED 377 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 187 6100 SH SHARED 01 6100 D CEDAR SHOPPING CTRS INC COM NEW 15060220 312 25200 SH SHARED 02 25200 D CEDAR SHOPPING CTRS INC COM NEW 15060220 3105 250000 SH SHARED 11 250000 D CELADON GROUP INC COM 15083810 3242 226900 SH SHARED 01 201600 25300 D CELADON GROUP INC COM 15083810 302 21200 SH SHARED 05 21200 D CELL GENESYS INC COM 15092110 190 14866 SH SHARED 14866 D CELL GENESYS INC COM 15092110 45 3587 SH SHARED 01 3587 D CELL GENESYS INC COM 15092110 12 1000 SH SHR/OTHR 01 1000 D CELL GENESYS INC COM 15092110 469 36725 SH SHARED 02 36725 D CELL GENESYS INC COM 15092110 7777 608121 SH SHARED 04 608121 D CELL GENESYS INC COM 15092110 57 4500 SH SHARED 10 4500 D CELL GENESYS INC COM 15092110 124 9700 SH SHARED 14 9700 D CELLSTAR CORP COM NEW 15092520 117 9277 SH SHARED 9277 D CELERITEK INC COM 15092610 28 3847 SH SHARED 3847 D CELERITEK INC COM 15092610 7 953 SH SHARED 01 953 D CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AC 7620 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 30 3534 SH SHARED 3534 D CELL THERAPEUTICS INC COM 15093410 425 49076 SH SHARED 01 49076 D CELL THERAPEUTICS INC COM 15093410 266 30759 SH SHARED 02 30759 D CELL THERAPEUTICS INC COM 15093410 4230 488000 SH SHARED 04 488000 D CELL THERAPEUTICS INC COM 15093410 17 2000 SH SHARED 10 2000 D CELL THERAPEUTICS INC COM 15093410 58 6700 SH SHARED 14 6700 D CELESTICA INC NOTE 8/0 15101QAA 34829 67630000 PRN SHARED 67630000 D CELESTICA INC SUB VTG SHS 15101Q10 1286 85336 SH SHARED 85336 D CELESTICA INC SUB VTG SHS 15101Q10 250 16618 SH SHARED 01 16618 D CELESTICA INC SUB VTG SHS 15101Q10 390 25900 SH SHARED 02 25900 D CELESTICA INC SUB VTG SHS 15101Q10 385 25600 SH SHARED 06 25000 600 D CELESTICA INC SUB VTG SHS 15101Q10 3907 259300 SH SHARED 10 259300 D CELGENE CORP COM 15102010 299 6670 SH SHARED 6670 D CELGENE CORP COM 15102010 18931 421830 SH SHARED 01 327430 6200 88200 D CELGENE CORP COM 15102010 832 18546 SH SHARED 02 18546 D CELGENE CORP COM 15102010 7391 164700 SH SHARED 04 164700 D CELGENE CORP COM 15102010 7898 175990 SH SHARED 10 174240 1750 D CELGENE CORP COM 15102010 89 2000 SH SHARED 14 2000 D CELLTECH GROUP PLC SPONSORED ADR 15115810 24 1867 SH SHARED 1867 D CELLTECH GROUP PLC SPONSORED ADR 15115810 1 133 SH SHARED 01 133 D CELLTECH GROUP PLC SPONSORED ADR 15115810 301 22600 SH SHARED 02 22600 D CEMEX S A SPON ADR 5 ORD 15129088 119101 4545868 SH SHARED 4545868 D CEMEX S A SPON ADR 5 ORD 15129088 35296 1347199 SH SHARED 01 1347007 192 D CEMEX S A SPON ADR 5 ORD 15129088 1650 63000 SH SHARED 04 63000 D CEMEX S A SPON ADR 5 ORD 15129088 7424 283395 SH SHARED 05 251106 32289 D CEMEX S A SPON ADR 5 ORD 15129088 2828 107939 SH SHARED 09 107939 D CEMEX S A SPON ADR 5 ORD 15129088 15998 610624 SH SHARED 10 610624 D CEMEX S A SPON ADR 5 ORD 15129088 5119 195391 SH SHARED 12 195391 D CEMEX S A SPON ADR 5 ORD 15129088 576 22000 SH SHARED 14 22000 D CENDANT CORP DBCV 3.875%11/2 151313AN 2 2500 PRN SHARED 01 2500 D CENDANT CORP DBCV 3.875%11/2 151313AN 3962 3669000 PRN SHARED 02 3669000 D CENDANT CORP COM 15131310 17 800 SH SHARED 800 D CENDANT CORP COM 15131310 77386 3474937 SH SHARED 3474937 D CENDANT CORP COM 15131310 3763 168978 SH SHARED 01 168978 D CENDANT CORP COM 15131310 297 13344 SH SHR/OTHR 01 13344 D CENDANT CORP COM 15131310 16310 732419 SH SHARED 02 732419 D CENDANT CORP COM 15131310 7460 335000 SH SHARED 04 335000 D CENDANT CORP COM 15131310 103 4666 SH SHARED 05 4666 D CENDANT CORP COM 15131310 3538 158872 SH SHARED 06 157872 1000 D CENDANT CORP COM 15131310 100 4500 SH SHARED 07 4500 D CENDANT CORP COM 15131310 84927 3813555 SH SHARED 10 3752183 61372 D CENDANT CORP COM 15131310 175 7900 SH SHARED 14 7900 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 10 2000 SH SHARED 2000 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 41 7811 SH SHARED 02 7811 D CENTENE CORP DEL COM 15135B10 2344 83700 SH SHARED 83700 D CENTENE CORP DEL COM 15135B10 8506 303700 SH SHARED 01 269800 33900 D CENTENE CORP DEL COM 15135B10 727 25965 SH SHARED 02 25965 D CENTENE CORP DEL COM 15135B10 717 25600 SH SHARED 05 25600 D CENTENNIAL SPECIALTY FOODS C COM 15136810 352 100700 SH SHARED 100700 D CENTER BANCORP INC COM 15140810 3 200 SH SHARED 200 D CENTER BANCORP INC COM 15140810 98 5023 SH SHARED 02 5023 D CENTER FINL CORP CALIF COM 15146E10 84 3101 SH SHARED 02 3101 D CENTERPOINT ENERGY INC COM 15189T10 2 300 SH SHARED 300 D CENTERPOINT ENERGY INC COM 15189T10 16305 1682700 SH SHARED 1682700 D CENTERPOINT ENERGY INC COM 15189T10 655 67601 SH SHARED 01 64601 3000 D CENTERPOINT ENERGY INC COM 15189T10 66 6849 SH SHR/OTHR 01 6849 D CENTERPOINT ENERGY INC COM 15189T10 1602 165403 SH SHARED 02 165403 D CENTERPOINT ENERGY INC COM 15189T10 14 1457 SH SHARED 05 1457 D CENTERPOINT ENERGY INC COM 15189T10 23 2400 SH SHARED 06 2400 D CENTERPOINT ENERGY INC COM 15189T10 1630 168233 SH SHARED 10 117140 51093 D CENTERPOINT ENERGY INC COM 15189T10 26 2700 SH SHARED 14 2700 D CENTERPOINT PPTYS TR COM 15189510 112 1500 SH SHARED 1500 D CENTERPOINT PPTYS TR COM 15189510 112 1500 SH SHARED 01 1300 200 D CENTERPOINT PPTYS TR COM 15189510 4589 61280 SH SHARED 02 61280 D CENTERPOINT PPTYS TR COM 15189510 4553 60800 SH SHARED 10 60800 D CENTERPOINT PPTYS TR COM 15189510 111683 1491100 SH SHARED 11 1491100 D CENTERPOINT PPTYS TR PFD CV SER B 15189530 1519 17360 SH SHARED 17360 D CENTEX CONSTRUCTION PRODUCTS COM 15231R10 177 2939 SH SHARED 2939 D CENTEX CONSTRUCTION PRODUCTS COM 15231R10 795 13200 SH SHARED 01 13200 D CENTEX CONSTRUCTION PRODUCTS COM 15231R10 410 6808 SH SHARED 02 6808 D CENTEX CONSTRUCTION PRODUCTS COM 15231R10 54 900 SH SHARED 10 900 D CENTEX CORP COM 15231210 1485 13800 SH SHARED 13800 D CENTEX CORP COM 15231210 18105 168185 SH SHARED 168185 D CENTEX CORP COM 15231210 5664 52617 SH SHARED 01 52617 D CENTEX CORP COM 15231210 4122 38292 SH SHARED 02 38292 D CENTEX CORP COM 15231210 26 245 SH SHARED 05 245 D CENTEX CORP COM 15231210 229 2133 SH SHARED 06 2133 D CENTEX CORP COM 15231210 3027 28126 SH SHARED 10 22180 5946 D CENTEX CORP COM 15231210 49 460 SH SHARED 14 460 D CENTILLIUM COMMUNICATIONS IN COM 15231910 79 14199 SH SHARED 14199 D CENTILLIUM COMMUNICATIONS IN COM 15231910 58 10421 SH SHARED 01 10421 D CENTILLIUM COMMUNICATIONS IN COM 15231910 116 20662 SH SHARED 02 20662 D CENTRAL COAST BANCORP COM 15314510 1 100 SH SHARED 100 D CENTRAL COAST BANCORP COM 15314510 98 5441 SH SHARED 02 5441 D CENTRAL EUROPEAN DIST CORP COM 15343510 292 9250 SH SHARED 9250 D CENTRAL EUROPEAN DIST CORP COM 15343510 192 6077 SH SHARED 02 6077 D CENTRAL FGHT LINES INC NEV COM 15349110 227 12800 SH SHARED 01 12500 300 D CENTRAL FGHT LINES INC NEV COM 15349110 15 900 SH SHARED 10 900 D CENTRAL GARDEN & PET CO COM 15352710 133 4769 SH SHARED 4769 D CENTRAL GARDEN & PET CO COM 15352710 5 200 SH SHARED 01 200 D CENTRAL GARDEN & PET CO COM 15352710 319 11398 SH SHARED 02 11398 D CENTRAL PAC FINL CORP COM 15476010 12 400 SH SHARED 400 D CENTRAL PAC FINL CORP COM 15476010 287 9574 SH SHARED 02 9574 D CENTRAL PKG CORP COM 15478510 67 4553 SH SHARED 4553 D CENTRAL PKG CORP COM 15478510 190 12743 SH SHARED 02 12743 D CENTRAL SECS CORP COM 15512310 530 25386 SH SHARED 25386 D CENTRAL VT PUB SVC CORP COM 15577110 4 200 SH SHARED 200 D CENTRAL VT PUB SVC CORP COM 15577110 185 7898 SH SHARED 02 7898 D CENTURY ALUM CO COM 15643110 549 28910 SH SHARED 28910 D CENTURY ALUM CO COM 15643110 2012 105840 SH SHARED 01 105840 D CENTURY ALUM CO COM 15643110 172 9094 SH SHARED 02 9094 D CENTURY ALUM CO COM 15643110 62 3300 SH SHARED 10 3300 D CENTURY BANCORP INC CL A NON VTG 15643210 10 300 SH SHARED 300 D CENTURY BANCORP INC CL A NON VTG 15643210 81 2304 SH SHARED 02 2304 D CENTURY BUSINESS SVCS INC COM 15649010 100 22442 SH SHARED 22442 D CENTURY BUSINESS SVCS INC COM 15649010 20 4491 SH SHARED 01 4491 D CENTURY BUSINESS SVCS INC COM 15649010 377 84346 SH SHARED 02 84346 D CEPHEID COM 15670R10 350 36604 SH SHARED 36604 D CEPHEID COM 15670R10 4 500 SH SHARED 01 500 D CEPHEID COM 15670R10 195 20431 SH SHARED 02 20431 D CENTURYTEL INC COM 15670010 10518 322463 SH SHARED 322463 D CENTURYTEL INC COM 15670010 6958 213325 SH SHARED 01 112092 101233 D CENTURYTEL INC COM 15670010 909 27880 SH SHR/OTHR 01 27880 D CENTURYTEL INC COM 15670010 2010 61620 SH SHARED 02 61620 D CENTURYTEL INC COM 15670010 36 1128 SH SHARED 05 1128 D CENTURYTEL INC COM 15670010 5753 176387 SH SHARED 10 169941 6446 D CEPHALON INC NOTE 2.500%12/1 156708AE 16201 17000000 PRN SHARED 17000000 D CEPHALON INC NOTE 2.500%12/1 156708AE 10366 10878000 PRN SHARED 02 10878000 D CEPHALON INC COM 15670810 3461 71500 SH SHARED 71500 D CEPHALON INC COM 15670810 755 15600 SH SHARED 01 10300 2650 2650 D CEPHALON INC COM 15670810 31 644 SH SHR/OTHR 01 644 D CEPHALON INC COM 15670810 673 13902 SH SHARED 02 13902 D CEPHALON INC COM 15670810 11618 240000 SH SHARED 04 240000 D CEPHALON INC COM 15670810 1597 33000 SH SHARED 06 33000 D CEPHALON INC COM 15670810 2435 50300 SH SHARED 10 43300 7000 D CEPHALON INC COM 15670810 116 2400 SH SHARED 14 2400 D CERADYNE INC COM 15671010 1747 51300 SH SHARED 01 51300 D CERADYNE INC COM 15671010 188 5542 SH SHARED 02 5542 D CERADYNE INC COM 15671010 81 2400 SH SHARED 10 2400 D CERES GROUP INC COM 15677210 5 920 SH SHARED 02 920 D CERIDIAN CORP NEW COM 15677910 1476 70523 SH SHARED 70523 D CERIDIAN CORP NEW COM 15677910 1856 88646 SH SHARED 01 81926 6720 D CERIDIAN CORP NEW COM 15677910 239 11450 SH SHR/OTHR 01 11450 D CERIDIAN CORP NEW COM 15677910 933 44580 SH SHARED 02 44580 D CERIDIAN CORP NEW COM 15677910 27 1300 SH SHARED 06 1300 D CERIDIAN CORP NEW COM 15677910 1595 76170 SH SHARED 10 76170 D CERNER CORP COM 15678210 1378 36417 SH SHARED 36417 D CERNER CORP COM 15678210 227 6000 SH SHARED 01 6000 D CERNER CORP COM 15678210 756 19990 SH SHARED 02 19990 D CERNER CORP COM 15678210 98 2600 SH SHARED 10 2600 D CERTEGY INC COM 15688010 1605 48938 SH SHARED 48938 D CERTEGY INC COM 15688010 2700 82347 SH SHARED 01 61797 20550 D CERTEGY INC COM 15688010 713 21750 SH SHR/OTHR 01 8450 13300 D CERTEGY INC COM 15688010 991 30240 SH SHARED 02 30240 D CERTEGY INC COM 15688010 19 600 SH SHARED 06 600 D CERUS CORP COM 15708510 224 49415 SH SHARED 49415 D CERUS CORP COM 15708510 55 12179 SH SHARED 01 12179 D CERUS CORP COM 15708510 173 38275 SH SHARED 02 38275 D CERUS CORP COM 15708510 34 7500 SH SHARED 10 7500 D CEVA INC COM 15721010 3 300 SH SHARED 300 D CEVA INC COM 15721010 105 10172 SH SHARED 02 10172 D CHAMPION ENTERPRISES INC COM 15849610 25 3685 SH SHARED 3685 D CHAMPION ENTERPRISES INC COM 15849610 2088 298415 SH SHARED 01 298415 D CHAMPION ENTERPRISES INC COM 15849610 352 50329 SH SHARED 02 50329 D CHAMPION ENTERPRISES INC COM 15849610 5830 832900 SH SHARED 10 832900 D CHARLES RIVER ASSOCIATES COM 15985210 3 100 SH SHARED 100 D CHARLES RIVER ASSOCIATES COM 15985210 170 5328 SH SHARED 02 5328 D CHARLES RIV LABS INTL INC COM 15986410 488 14224 SH SHARED 14224 D CHARLES RIV LABS INTL INC COM 15986410 8455 246300 SH SHARED 01 237500 8800 D CHARLES RIV LABS INTL INC COM 15986410 484 14114 SH SHARED 02 14114 D CHARTER ONE FINL INC COM 16090310 33308 964057 SH SHARED 934057 30000 D CHARTER ONE FINL INC COM 16090310 6834 197815 SH SHARED 01 193295 4520 D CHARTER ONE FINL INC COM 16090310 3596 104100 SH SHARED 02 104100 D CHARTER ONE FINL INC COM 16090310 33 971 SH SHARED 05 971 D CHARTER ONE FINL INC COM 16090310 69 2000 SH SHARED 06 2000 D CHARTER ONE FINL INC COM 16090310 3068 88827 SH SHARED 10 78953 9874 D CHARTER ONE FINL INC COM 16090310 57 1672 SH SHARED 14 1672 D CHARTERMAC SH BEN INT 16090810 63506 3005515 SH SHARED 3005515 D CHARTERMAC SH BEN INT 16090810 95 4500 SH SHARED 01 4500 D CHARTERMAC SH BEN INT 16090810 825 39060 SH SHARED 02 39060 D CHARLOTTE RUSSE HLDG INC COM 16104810 169 12275 SH SHARED 12275 D CHARLOTTE RUSSE HLDG INC COM 16104810 41 2994 SH SHARED 01 2994 D CHARLOTTE RUSSE HLDG INC COM 16104810 107 7769 SH SHARED 02 7769 D CHARMING SHOPPES INC NOTE 4.750% 6/0 161133AC 958 1000000 PRN SHARED 02 1000000 D CHARMING SHOPPES INC COM 16113310 141 25789 SH SHARED 25789 D CHARMING SHOPPES INC COM 16113310 3828 698649 SH SHARED 01 698649 D CHARMING SHOPPES INC COM 16113310 372 67988 SH SHARED 02 67988 D CHARMING SHOPPES INC COM 16113310 83 15200 SH SHARED 10 15200 D CHARTER COMMUNICATIONS INC D NOTE 5.750%10/1 16117MAB 5 5500 PRN SHARED 01 5500 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC 2655 3000000 PRN SHARED 3000000 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC 8562 9675000 PRN SHARED 02 9675000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 219 54556 SH SHARED 54556 D CHARTER COMMUNICATIONS INC D CL A 16117M10 2632 654843 SH SHARED 01 654843 D CHARTER 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COM 16282510 278 14747 SH SHARED 14747 D CHECKPOINT SYS INC COM 16282510 4682 247645 SH SHARED 01 247645 D CHECKPOINT SYS INC COM 16282510 642 33958 SH SHARED 02 33958 D CHECKPOINT SYS INC COM 16282510 111 5900 SH SHARED 10 5900 D CHEESECAKE FACTORY INC COM 16307210 708 16080 SH SHARED 16080 D CHEESECAKE FACTORY INC COM 16307210 30498 692518 SH SHARED 01 662625 5100 24793 D CHEESECAKE FACTORY INC COM 16307210 17 399 SH SHR/OTHR 01 399 D CHEESECAKE FACTORY INC COM 16307210 687 15618 SH SHARED 02 15618 D CHEESECAKE FACTORY INC COM 16307210 17 400 SH SHARED 05 400 D CHEESECAKE FACTORY INC COM 16307210 334 7600 SH SHARED 06 7600 D CHEESECAKE FACTORY INC COM 16307210 5766 130940 SH SHARED 10 130940 D CHELSEA PPTY GROUP INC COM 16342110 50 916 SH SHARED 916 D CHELSEA PPTY GROUP INC COM 16342110 2732 49860 SH SHARED 01 39300 10560 D CHELSEA PPTY GROUP INC COM 16342110 293 5360 SH SHR/OTHR 01 3060 2300 D CHELSEA PPTY GROUP INC COM 16342110 190 3484 SH SHARED 02 3484 D CHELSEA PPTY GROUP INC COM 16342110 5228 95400 SH SHARED 10 95400 D CHELSEA PPTY GROUP INC COM 16342110 233062 4252186 SH SHARED 11 4252186 D CHEMICAL FINL CORP COM 16373110 92 2529 SH SHARED 2529 D CHEMICAL FINL CORP COM 16373110 51 1420 SH SHARED 01 1420 D CHEMICAL FINL CORP COM 16373110 578 15886 SH SHARED 02 15886 D CHEROKEE INC DEL NEW COM 16444H10 4 200 SH SHARED 200 D CHEROKEE INC DEL NEW COM 16444H10 96 4253 SH SHARED 02 4253 D CHESAPEAKE CORP COM 16515910 53 2027 SH SHARED 2027 D CHESAPEAKE CORP COM 16515910 253 9581 SH SHARED 02 9581 D CHESAPEAKE CORP COM 16515910 39 1480 SH SHARED 10 1480 D CHESAPEAKE ENERGY CORP COM 16516710 363 26764 SH SHARED 26764 D CHESAPEAKE ENERGY CORP COM 16516710 4538 334236 SH SHARED 01 334236 D CHESAPEAKE ENERGY CORP COM 16516710 591 43552 SH SHARED 02 43552 D CHESAPEAKE ENERGY CORP COM 16516710 4074 300000 SH SHARED 04 300000 D CHESAPEAKE ENERGY CORP COM 16516710 666 49080 SH SHARED 10 49080 D CHESAPEAKE ENERGY CORP PFD CONV 6.75% 16516750 15814 171900 SH SHARED 171900 D CHESAPEAKE UTILS CORP COM 16530310 96 3704 SH SHARED 02 3704 D CHEVRONTEXACO CORP COM 16676410 69 800 SH SHARED 800 D CHEVRONTEXACO CORP COM 16676410 382176 4423846 SH SHARED 4343570 80276 D CHEVRONTEXACO CORP COM 16676410 184200 2132199 SH SHARED 01 916055 1216144 D CHEVRONTEXACO CORP COM 16676410 18836 218044 SH SHR/OTHR 01 16163 201881 D CHEVRONTEXACO CORP COM 16676410 41816 484044 SH SHARED 02 484044 D CHEVRONTEXACO CORP COM 16676410 2919 33800 SH SHARED 03 18400 15400 D CHEVRONTEXACO CORP COM 16676410 80748 934700 SH SHARED 04 934700 D CHEVRONTEXACO CORP COM 16676410 38635 447225 SH SHARED 05 323805 123420 D CHEVRONTEXACO CORP COM 16676410 2463 28521 SH SHARED 06 27021 1500 D CHEVRONTEXACO CORP COM 16676410 4141 47937 SH SHARED 07 47937 D CHEVRONTEXACO CORP COM 16676410 2073 24000 SH SHARED 09 24000 D CHEVRONTEXACO CORP COM 16676410 202073 2339089 SH SHARED 10 2291926 47163 D CHEVRONTEXACO CORP COM 16676410 8202 94943 SH SHARED 14 94943 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 229 7958 SH SHARED 7958 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 201 6957 SH SHARED 01 6957 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 6791 235000 SH SHARED 10 235000 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 2163 29900 SH SHARED 1900 28000 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 4204 58100 SH SHARED 01 58100 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 65 910 SH SHARED 02 910 D CHICAGO PIZZA & BREWERY INC COM 16788910 1 100 SH SHARED 100 D CHICAGO PIZZA & BREWERY INC COM 16788910 106 7106 SH SHARED 02 7106 D CHICOS FAS INC COM 16861510 4950 133982 SH SHARED 133982 D CHICOS FAS INC COM 16861510 24612 666100 SH SHARED 01 666100 D CHICOS FAS INC COM 16861510 380 10300 SH SHR/OTHR 01 10000 300 D CHICOS FAS INC COM 16861510 1035 28012 SH SHARED 02 28012 D CHICOS FAS INC COM 16861510 7119 192680 SH SHARED 10 192680 D CHILDRENS PL RETAIL STORES I COM 16890510 10 400 SH SHARED 400 D CHILDRENS PL RETAIL STORES I COM 16890510 139 5200 SH SHARED 01 5200 D CHILDRENS PL RETAIL STORES I COM 16890510 232 8695 SH SHARED 02 8695 D CHILDRENS PL RETAIL STORES I COM 16890510 58 2200 SH SHARED 10 2200 D CHINA EASTN AIRLS LTD SPON ADR CL H 16937R10 17 1000 SH SHARED 1000 D CHINA FD INC COM 16937310 281 6900 SH SHARED 6900 D CHINA SOUTHN AIRLS LTD SPON ADR CL H 16940910 20 970 SH SHARED 970 D CHINA MOBILE HONG KONG LTD NOTE 2.250%11/0 16941MAA 17195 17230000 PRN SHARED 17230000 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 5321 342633 SH SHARED 342633 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 5938 382361 SH SHARED 01 379211 3150 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 310 20000 SH SHARED 02 20000 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 1108 71400 SH SHARED 10 71400 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 656 14774 SH SHARED 14774 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 14 317 SH SHARED 01 317 D CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 3882 95133 SH SHARED 95133 D CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 204 5000 SH SHARED 02 5000 D CHINA UNICOM LTD SPONSORED ADR 16945R10 1099 117685 SH SHARED 117185 500 D CHINA UNICOM LTD SPONSORED ADR 16945R10 151 16184 SH SHARED 01 16184 D CHINDEX INTERNATIONAL INC COM 16946710 2 76 SH SHARED 76 D CHIPPAC INC CL A 16965710 288 38055 SH SHARED 38055 D CHIPPAC INC CL A 16965710 17995 2370929 SH SHARED 01 2214029 156900 D CHIPPAC INC CL A 16965710 240 31686 SH SHARED 02 31686 D CHIPPAC INC CL A 16965710 823 108500 SH SHARED 05 108500 D CHIPPAC INC CL A 16965710 705 92900 SH SHARED 10 92900 D CHOICE HOTELS INTL INC COM 16990510 118 3361 SH SHARED 3361 D CHOICE HOTELS INTL INC COM 16990510 6760 191801 SH SHARED 01 191801 D CHOICE HOTELS INTL INC COM 16990510 1374 38984 SH SHARED 02 38984 D CHOICE HOTELS INTL INC COM 16990510 197 5600 SH SHARED 10 5600 D CHIQUITA BRANDS INTL INC *W EXP 01/01/200 17003211 957 127873 SH SHARED 124367 3506 D CHIQUITA BRANDS INTL INC COM 17003280 272 12090 SH SHARED 11880 210 D CHIQUITA BRANDS INTL INC COM 17003280 17 780 SH SHARED 01 99 681 D CHIQUITA BRANDS INTL INC COM 17003280 513 22799 SH SHARED 02 22799 D CHIQUITA BRANDS INTL INC COM 17003280 18 800 SH SHARED 10 800 D CHIRON CORP NOTE 6/1 170040AE 64112107391500 PRN SHARED 107391500 D CHIRON CORP COM 17004010 34929 613010 SH SHARED 613010 D CHIRON CORP COM 17004010 2170 38100 SH SHARED 01 30748 7352 D CHIRON CORP COM 17004010 71 1248 SH SHR/OTHR 01 1248 D CHIRON CORP COM 17004010 11107 194935 SH SHARED 02 194935 D CHIRON CORP COM 17004010 28603 502000 SH SHARED 04 502000 D CHIRON CORP COM 17004010 42 747 SH SHARED 05 747 D CHIRON CORP COM 17004010 51 900 SH SHARED 06 900 D CHIRON CORP COM 17004010 5949 104409 SH SHARED 10 90249 14160 D CHIRON CORP COM 17004010 478 8400 SH SHARED 14 8400 D CHITTENDEN CORP COM 17022810 205 6100 SH SHARED 6100 D CHITTENDEN CORP COM 17022810 72 2144 SH SHARED 01 1646 498 D CHITTENDEN CORP COM 17022810 760 22606 SH SHARED 02 22606 D CHOICEPOINT INC COM 17038810 1380 36241 SH SHARED 36241 D CHOICEPOINT INC COM 17038810 3232 84872 SH SHARED 01 83672 1200 D CHOICEPOINT INC COM 17038810 367 9638 SH SHR/OTHR 01 2039 7599 D CHOICEPOINT INC COM 17038810 1438 37772 SH SHARED 02 37772 D CHOICEPOINT INC COM 17038810 19 500 SH SHARED 06 500 D CHOLESTECH CORP COM 17039310 1 200 SH SHARED 200 D CHOLESTECH CORP COM 17039310 69 9075 SH SHARED 02 9075 D CHORDIANT SOFTWARE INC COM 17040410 33 6200 SH SHARED 6200 D CHORDIANT SOFTWARE INC COM 17040410 1611 295600 SH SHARED 02 295600 D CHORDIANT SOFTWARE INC COM 17040410 285 52300 SH SHARED 06 52300 D CHRISTOPHER & BANKS CORP COM 17104610 66 3400 SH SHARED 3400 D CHRISTOPHER & BANKS CORP COM 17104610 42 2170 SH SHARED 2170 D CHRISTOPHER & BANKS CORP COM 17104610 312 15998 SH SHARED 01 15998 D CHRISTOPHER & BANKS CORP COM 17104610 476 24395 SH SHARED 02 24395 D CHROMAVISION MED SYS INC COM 17111P10 5 1800 SH SHARED 01 1800 D CHRONIMED INC COM 17116410 5 600 SH SHARED 600 D CHRONIMED INC COM 17116410 70 8293 SH SHARED 02 8293 D CHUBB CORP COM 17123210 13 200 SH SHARED 200 D CHUBB CORP COM 17123210 32584 478473 SH SHARED 478473 D CHUBB CORP COM 17123210 15699 230533 SH SHARED 01 32150 198383 D CHUBB CORP COM 17123210 2620 38487 SH SHR/OTHR 01 38487 D CHUBB CORP COM 17123210 4542 66702 SH SHARED 02 66702 D CHUBB CORP COM 17123210 64 947 SH SHARED 05 947 D CHUBB CORP COM 17123210 119 1750 SH SHARED 06 1750 D CHUBB CORP COM 17123210 9074 133248 SH SHARED 10 124884 8364 D CHUBB CORP COM 17123210 1573 23100 SH SHARED 14 23100 D CHUBB CORP CORP UNIT % 17123230 1427 49980 SH SHARED 49980 D CHUBB CORP CORP UNIT % 17123230 1439 50395 SH SHARED 02 50395 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 103 7150 SH SHARED 01 7150 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 14500 1000000 SH SHARED 04 1000000 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 2 155 SH SHARED 05 155 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 19038 1313020 SH SHARED 10 1313020 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 13373 922321 SH SHARED 12 922321 D CHURCH & DWIGHT INC COM 17134010 522 13200 SH SHARED 13200 D CHURCH & DWIGHT INC COM 17134010 1180 29800 SH SHARED 01 10200 19600 D CHURCH & DWIGHT INC COM 17134010 159 4020 SH SHR/OTHR 01 4020 D CHURCH & DWIGHT INC COM 17134010 504 12752 SH SHARED 02 12752 D CHURCHILL DOWNS INC COM 17148410 41 1143 SH SHARED 1143 D CHURCHILL DOWNS INC COM 17148410 38 1058 SH SHARED 01 858 200 D CHURCHILL DOWNS INC COM 17148410 145 4008 SH SHARED 02 4008 D CIBA SPECIALTY CHEMICALS HLD SPONSORED ADR 17162W20 7 200 SH SHARED 200 D CIBER INC COM 17163B10 90 10396 SH SHARED 10396 D CIBER INC COM 17163B10 20 2404 SH SHARED 01 2404 D CIBER INC COM 17163B10 8 1000 SH SHR/OTHR 01 1000 D CIBER INC COM 17163B10 289 33466 SH SHARED 02 33466 D CIENA CORP NOTE 3.750% 2/0 171779AA 14260 15500000 PRN SHARED 15500000 D CIENA CORP NOTE 3.750% 2/0 171779AA 6 7500 PRN SHARED 01 7500 D CIENA CORP NOTE 3.750% 2/0 171779AA 6209 6749000 PRN SHARED 02 6749000 D CIENA CORP COM 17177910 7617 1161276 SH SHARED 1161276 D CIENA CORP COM 17177910 1162 177227 SH SHARED 01 176827 400 D CIENA CORP COM 17177910 1 233 SH SHR/OTHR 01 233 D CIENA CORP COM 17177910 2325 354477 SH SHARED 02 354477 D CIENA CORP COM 17177910 8 1285 SH SHARED 05 1285 D CIENA CORP COM 17177910 42 6500 SH SHARED 06 6500 D CIENA CORP COM 17177910 1893 288678 SH SHARED 10 267926 20752 D CIENA CORP COM 17177910 41 6400 SH SHARED 14 6400 D CIMA LABS INC COM 17179610 9 300 SH SHARED 300 D CIMA LABS INC COM 17179610 505 15488 SH SHARED 01 15488 D CIMA LABS INC COM 17179610 307 9416 SH SHARED 02 9416 D CIMA LABS INC COM 17179610 18 570 SH SHARED 10 570 D CIMAREX ENERGY CO COM 17179810 309 11605 SH SHARED 11605 D CIMAREX ENERGY CO COM 17179810 272 10198 SH SHARED 01 10198 D CIMAREX ENERGY CO COM 17179810 42 1594 SH SHR/OTHR 01 1594 D CIMAREX ENERGY CO COM 17179810 751 28170 SH SHARED 02 28170 D CINCINNATI BELL INC NEW COM 17187110 599 118644 SH SHARED 118644 D CINCINNATI BELL INC NEW COM 17187110 2732 541156 SH SHARED 01 541156 D CINCINNATI BELL INC NEW COM 17187110 928 183843 SH SHARED 02 183843 D CINCINNATI BELL INC NEW COM 17187110 17707 3506500 SH SHARED 10 3506500 D CINCINNATI FINL CORP COM 17206210 16276 389850 SH SHARED 389850 D CINCINNATI FINL CORP COM 17206210 4552 109032 SH SHARED 01 28975 80057 D CINCINNATI FINL CORP COM 17206210 1628 39013 SH SHR/OTHR 01 39013 D CINCINNATI FINL CORP COM 17206210 2229 53400 SH SHARED 02 53400 D CINCINNATI FINL CORP COM 17206210 42 1017 SH SHARED 05 1017 D CINCINNATI FINL CORP COM 17206210 50 1200 SH SHARED 06 1200 D CINCINNATI FINL CORP COM 17206210 2604 62375 SH SHARED 10 55223 7152 D CINCINNATI FINL CORP COM 17206210 66 1600 SH SHARED 14 1600 D CINERGY CORP COM 17247410 15644 403107 SH SHARED 403107 D CINERGY CORP COM 17247410 3165 81575 SH SHARED 01 71625 9950 D CINERGY CORP COM 17247410 205 5300 SH SHR/OTHR 01 5300 D CINERGY CORP COM 17247410 2676 68964 SH SHARED 02 68964 D CINERGY CORP COM 17247410 46 1200 SH SHARED 05 1200 D CINERGY CORP COM 17247410 54 1400 SH SHARED 06 1400 D CINERGY CORP COM 17247410 2702 69630 SH SHARED 10 61873 7757 D CINERGY CORP COM 17247410 73 1900 SH SHARED 14 1900 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 40 3537 SH SHARED 3537 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 3 300 SH SHARED 01 300 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 171 14963 SH SHARED 02 14963 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 457 40000 SH SHARED 04 40000 D CIRCOR INTL INC COM 17273K10 61 2564 SH SHARED 2564 D CIRCOR INTL INC COM 17273K10 12 536 SH SHARED 01 536 D CIRCOR INTL INC COM 17273K10 200 8314 SH SHARED 02 8314 D CIRCOR INTL INC COM 17273K10 21 900 SH SHARED 10 900 D CIRCUIT CITY STORE INC COM 17273710 7605 750791 SH SHARED 750791 D CIRCUIT CITY STORE INC COM 17273710 521 51453 SH SHARED 01 51453 D CIRCUIT CITY STORE INC COM 17273710 10 1000 SH SHR/OTHR 01 1000 D CIRCUIT CITY STORE INC COM 17273710 1805 178250 SH SHARED 02 178250 D CIRCUIT CITY STORE INC COM 17273710 547 54000 SH SHARED 04 54000 D CIRCUIT CITY STORE INC COM 17273710 7 691 SH SHARED 05 691 D CIRCUIT CITY STORE INC COM 17273710 852 84200 SH SHARED 10 74932 9268 D CISCO SYS INC COM 17275R10 2412 99547 SH SHARED 95460 4087 D CISCO SYS INC COM 17275R10 680083 28067818 SH SHARED 26422097 1645721 D CISCO SYS INC COM 17275R10 405114 16719553 SH SHARED 01 5058349 79650 11581554 D CISCO SYS INC COM 17275R10 54777 2260721 SH SHR/OTHR 01 246118 2014603 D CISCO SYS INC COM 17275R10 78003 3219311 SH SHARED 02 3219311 D CISCO SYS INC COM 17275R10 54163 2235410 SH SHARED 03 1972960 262450 D CISCO SYS INC COM 17275R10 228762 9441300 SH SHARED 04 9441300 D CISCO SYS INC COM 17275R10 200968 8294220 SH SHARED 05 5815319 2478901 D CISCO SYS INC COM 17275R10 25924 1069943 SH SHARED 06 604093 465850 D CISCO SYS INC COM 17275R10 12863 530896 SH SHARED 07 530896 D CISCO SYS INC COM 17275R10 18191 750795 SH SHARED 08 750795 D CISCO SYS INC COM 17275R10 6466 266900 SH SHARED 09 266900 D CISCO SYS INC COM 17275R10 137383 5669962 SH SHARED 10 5345455 324507 D CISCO SYS INC COM 17275R10 5480 226186 SH SHARED 14 226186 D CIRRUS LOGIC INC COM 17275510 467 60825 SH SHARED 60825 D CIRRUS LOGIC INC COM 17275510 101 13259 SH SHARED 01 13259 D CIRRUS LOGIC INC COM 17275510 353 45931 SH SHARED 02 45931 D CIRRUS LOGIC INC COM 17275510 13 1800 SH SHARED 10 1800 D CITADEL BROADCASTING CORP COM 17285T10 205 9200 SH SHARED 9200 D CITADEL BROADCASTING CORP COM 17285T10 5592 250000 SH SHARED 04 250000 D CITADEL BROADCASTING CORP COM 17285T10 67 3000 SH SHARED 14 3000 D CINTAS CORP COM 17290810 5 100 SH SHARED 100 D CINTAS CORP COM 17290810 26122 521409 SH SHARED 521409 D CINTAS CORP COM 17290810 13979 279024 SH SHARED 01 22225 256799 D CINTAS CORP COM 17290810 1407 28100 SH SHR/OTHR 01 28100 D CINTAS CORP COM 17290810 4030 80455 SH SHARED 02 80455 D CINTAS CORP COM 17290810 51 1033 SH SHARED 05 1033 D CINTAS CORP COM 17290810 52 1050 SH SHARED 06 1050 D CINTAS CORP COM 17290810 60 1200 SH SHARED 07 1200 D CINTAS CORP COM 17290810 4366 87156 SH SHARED 10 79699 7457 D CINTAS CORP COM 17290810 47 945 SH SHARED 14 945 D CITIGROUP INC COM 17296710 5243 108018 SH SHARED 86880 21138 D CITIGROUP INC COM 17296710 857632 17668568 SH SHARED 16588473 1080095 D CITIGROUP INC COM 17296710 420075 8654219 SH SHARED 01 3390460 20967 5242792 D CITIGROUP INC COM 17296710 34300 706640 SH SHR/OTHR 01 94033 612607 D CITIGROUP INC COM 17296710 97459 2007823 SH SHARED 02 2004437 3386 D CITIGROUP INC COM 17296710 72514 1493921 SH SHARED 03 1329688 164233 D CITIGROUP INC COM 17296710 79498 1637800 SH SHARED 04 1637800 D CITIGROUP INC COM 17296710 206810 4260630 SH SHARED 05 3057200 1203430 D CITIGROUP INC COM 17296710 45125 929648 SH SHARED 06 606948 322700 D CITIGROUP INC COM 17296710 12342 254265 SH SHARED 07 254265 D CITIGROUP INC COM 17296710 20626 424939 SH SHARED 08 424939 D CITIGROUP INC COM 17296710 6955 143300 SH SHARED 09 143300 D CITIGROUP INC COM 17296710 234881 4838929 SH SHARED 10 4607281 231648 D CITIGROUP INC COM 17296710 8485 174805 SH SHARED 14 174805 D CITIGROUP INC *W EXP 99/99/999 17296712 10131 9557740 SH SHARED 9557740 D CITIGROUP INC *W EXP 99/99/999 17296712 3 3000 SH SHARED 01 3000 D CITIBANK WEST FSB SAN FRAN C CONT LITIG REC 17306J20 469 573000 SH SHARED 573000 D CITIZENS BKG CORP MICH COM 17442010 226 6924 SH SHARED 6924 D CITIZENS BKG CORP MICH COM 17442010 19 600 SH SHARED 01 600 D CITIZENS BKG CORP MICH COM 17442010 962 29427 SH SHARED 02 29427 D CITIZENS COMMUNICATIONS CO COM 17453B10 8173 658108 SH SHARED 658108 D CITIZENS COMMUNICATIONS CO COM 17453B10 2629 211730 SH SHARED 01 176769 34961 D CITIZENS COMMUNICATIONS CO COM 17453B10 1199 96557 SH SHARED 02 96557 D CITIZENS COMMUNICATIONS CO COM 17453B10 1414 113896 SH SHARED 10 101205 12691 D CITIZENS FIRST BANCORP INC D COM 17461R10 2 100 SH SHARED 100 D CITIZENS FIRST BANCORP INC D COM 17461R10 131 5751 SH SHARED 02 5751 D CITIZENS INC CL A 17474010 8 900 SH SHARED 900 D CITIZENS INC CL A 17474010 177 18778 SH SHARED 02 18778 D CITIZENS SOUTH BKG CP DEL COM 17668210 5 400 SH SHARED 400 D CITIZENS SOUTH BKG CP DEL COM 17668210 81 5864 SH SHARED 02 5864 D CITRIX SYS INC SDCV 3/2 177376AB 77127168770000 PRN SHARED 168770000 D CITRIX SYS INC COM 17737610 11382 537948 SH SHARED 537948 D CITRIX SYS INC COM 17737610 4053 191575 SH SHARED 01 191575 D CITRIX SYS INC COM 17737610 40 1900 SH SHR/OTHR 01 1900 D CITRIX SYS INC COM 17737610 1976 93419 SH SHARED 02 93419 D CITRIX SYS INC COM 17737610 1375 65000 SH SHARED 04 65000 D CITRIX SYS INC COM 17737610 10 504 SH SHARED 05 504 D CITRIX SYS INC COM 17737610 31 1500 SH SHARED 06 1500 D CITRIX SYS INC COM 17737610 2436 115167 SH SHARED 10 91687 23480 D CITY BK LYNNWOOD WASH COM 17770A10 6 200 SH SHARED 200 D CITY BK LYNNWOOD WASH COM 17770A10 174 5336 SH SHARED 02 5336 D CITY HLDG CO COM 17783510 58 1663 SH SHARED 1663 D CITY HLDG CO COM 17783510 909 25937 SH SHARED 01 25937 D CITY HLDG CO COM 17783510 584 16666 SH SHARED 02 16666 D CITY INVESTING CO LIQ TR UNIT BEN INT 17790010 327 170500 SH SHARED 170500 D CITY NATL CORP COM 17856610 935 15052 SH SHARED 15052 D CITY NATL CORP COM 17856610 889 14318 SH SHARED 01 14318 D CITY NATL CORP COM 17856610 1519 24468 SH SHARED 02 24468 D CITY TELECOM H K LTD SPONSORED ADR 17867720 27 3767 SH SHARED 3767 D CLAIRES STORES INC COM 17958410 1051 55797 SH SHARED 55797 D CLAIRES STORES INC COM 17958410 18590 986765 SH SHARED 01 986765 D CLAIRES STORES INC COM 17958410 2272 120598 SH SHARED 02 120598 D CLAIRES STORES INC COM 17958410 33 1760 SH SHARED 06 1760 D CLARCOR INC COM 17989510 315 7147 SH SHARED 7147 D CLARCOR INC COM 17989510 80 1822 SH SHARED 01 1822 D CLARCOR INC COM 17989510 865 19632 SH SHARED 02 19632 D CLARK INC COM 18145710 97 5052 SH SHARED 5052 D CLARK INC COM 18145710 16 848 SH SHARED 01 848 D CLARK INC COM 18145710 213 11082 SH SHARED 02 11082 D CLARK INC COM 18145710 21 1100 SH SHARED 10 1100 D CLEAN HARBORS INC COM 18449610 0 100 SH SHARED 100 D CLEAN HARBORS INC COM 18449610 46 5232 SH SHARED 02 5232 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 18 388 SH SHARED 388 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 74699 1595113 SH SHARED 1594833 280 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 10225 218354 SH SHARED 01 202229 16125 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 19458 415505 SH SHARED 02 415505 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 270255 5771000 SH SHARED 04 5771000 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 130 2784 SH SHARED 05 2784 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 11675 249310 SH SHARED 06 248110 1200 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 51071 1090570 SH SHARED 10 1063361 27209 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 1729 36934 SH SHARED 14 36934 D CLEVELAND CLIFFS INC COM 18589610 16 323 SH SHARED 323 D CLEVELAND CLIFFS INC COM 18589610 346 6800 SH SHARED 01 6800 D CLEVELAND CLIFFS INC COM 18589610 386 7577 SH SHARED 02 7577 D CLICK2LEARN INC COM 18681S10 115 55000 SH SHARED 02 55000 D CLOROX CO DEL COM 18905410 29762 612897 SH SHARED 584074 28823 D CLOROX CO DEL COM 18905410 42200 869029 SH SHARED 01 51564 6700 810765 D CLOROX CO DEL COM 18905410 1697 34950 SH SHR/OTHR 01 400 34550 D CLOROX CO DEL COM 18905410 3243 66784 SH SHARED 02 66784 D CLOROX CO DEL COM 18905410 485 10000 SH SHARED 03 10000 D CLOROX CO DEL COM 18905410 32513 669559 SH SHARED 05 481081 188478 D CLOROX CO DEL COM 18905410 75 1550 SH SHARED 06 1550 D CLOROX CO DEL COM 18905410 2162 44542 SH SHARED 07 44542 D CLOROX CO DEL COM 18905410 1320 27200 SH SHARED 09 27200 D CLOROX CO DEL COM 18905410 4639 95543 SH SHARED 10 86073 9470 D CLOROX CO DEL COM 18905410 87 1800 SH SHARED 14 1800 D CLOSURE MED CORP COM 18909310 6 200 SH SHARED 200 D CLOSURE MED CORP COM 18909310 153 4508 SH SHARED 02 4508 D COACH INC COM 18975410 1836 48642 SH SHARED 48642 D COACH INC COM 18975410 17663 467897 SH SHARED 01 370064 97833 D COACH INC COM 18975410 1269 33622 SH SHR/OTHR 01 33622 D COACH INC COM 18975410 2236 59240 SH SHARED 02 59240 D COACH INC COM 18975410 1736 46000 SH SHARED 04 46000 D COACH INC COM 18975410 570 15100 SH SHARED 06 15100 D COACH INC COM 18975410 1164 30850 SH SHARED 10 30850 D COACH INC COM 18975410 50 1330 SH SHARED 14 1330 D COACHMEN INDS INC COM 18987310 41 2277 SH SHARED 2277 D COACHMEN INDS INC COM 18987310 13 719 SH SHARED 01 719 D COACHMEN INDS INC COM 18987310 166 9185 SH SHARED 02 9185 D COASTAL BANCORP INC COM 19041P10 82 2000 SH SHARED 2000 D COASTAL BANCORP INC COM 19041P10 103 2527 SH SHARED 02 2527 D COASTAL FINL CORP DEL COM 19046E10 5 300 SH SHARED 300 D COASTAL FINL CORP DEL COM 19046E10 123 7000 SH SHARED 02 7000 D COBIZ INC COM 19089710 492 26724 SH SHR/OTHR 01 26724 D COBIZ INC COM 19089710 100 5441 SH SHARED 02 5441 D COCA COLA BOTTLING CO CONS COM 19109810 25 481 SH SHARED 481 D COCA COLA BOTTLING CO CONS COM 19109810 38 719 SH SHARED 01 719 D COCA COLA BOTTLING CO CONS COM 19109810 169 3204 SH SHARED 02 3204 D COCA COLA HELLENIC BTTLG CO SPONSORED ADR 1912EP10 84 4000 SH SHR/OTHR 01 4000 D COCA COLA CO COM 19121610 326 6435 SH SHARED 1800 4635 D COCA COLA CO COM 19121610 546856 10775494 SH SHARED 10372712 402782 D COCA COLA CO COM 19121610 93692 1846160 SH SHARED 01 540057 1306103 D COCA COLA CO COM 19121610 24648 485682 SH SHR/OTHR 01 138900 346782 D COCA COLA CO COM 19121610 44308 873080 SH SHARED 02 873080 D COCA COLA CO COM 19121610 4415 87000 SH SHARED 04 87000 D COCA COLA CO COM 19121610 3052 60149 SH SHARED 05 60149 D COCA COLA CO COM 19121610 5823 114743 SH SHARED 06 111943 2800 D COCA COLA CO COM 19121610 1071 21107 SH SHARED 07 21107 D COCA COLA CO COM 19121610 66559 1311515 SH SHARED 10 1202981 108534 D COCA COLA CO COM 19121610 913 17993 SH SHARED 14 17993 D COCA COLA ENTERPRISES INC COM 19121910 27929 1277047 SH SHARED 1277047 D COCA COLA ENTERPRISES INC COM 19121910 3775 172638 SH SHARED 01 172638 D COCA COLA ENTERPRISES INC COM 19121910 3624 165735 SH SHARED 02 165735 D COCA COLA ENTERPRISES INC COM 19121910 52 2420 SH SHARED 05 2420 D COCA COLA ENTERPRISES INC COM 19121910 41 1880 SH SHARED 06 1880 D COCA COLA ENTERPRISES INC COM 19121910 5401 246974 SH SHARED 10 226920 20054 D COCA COLA ENTERPRISES INC COM 19121910 80 3700 SH SHARED 14 3700 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 566 26668 SH SHARED 26668 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 8719 410506 SH SHARED 01 410506 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 118 5600 SH SHARED 05 5600 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 552 26000 SH SHARED 09 26000 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 2790 131400 SH SHARED 10 131400 D COEUR D ALENE MINES CORP IDA SDCV 7.250%10/3 192108AG 10 10000 PRN SHARED 01 10000 D COEUR D ALENE MINES CORP IDA COM 19210810 10 1800 SH SHARED 1800 D COEUR D ALENE MINES CORP IDA COM 19210810 790 136793 SH SHARED 02 136793 D COGENT COMM GROUP INC COM 19239V10 0 97 SH SHR/OTHR 01 97 D COGNEX CORP COM 19242210 174 6170 SH SHARED 6170 D COGNEX CORP COM 19242210 14 500 SH SHARED 01 500 D COGNEX CORP COM 19242210 642 22727 SH SHARED 02 22727 D COGNOS INC COM 19244C10 1208 39477 SH SHARED 39477 D COGNOS INC COM 19244C10 292 9544 SH SHARED 01 9544 D COGNOS INC COM 19244C10 42 1393 SH SHR/OTHR 01 1393 D COGNOS INC COM 19244C10 1130 36920 SH SHARED 02 36920 D COGNOS INC COM 19244C10 309 10100 SH SHARED 10 10100 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 3804 83365 SH SHARED 83365 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 1794 39317 SH SHARED 01 37841 1476 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 13 291 SH SHR/OTHR 01 291 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 280 6156 SH SHARED 02 6156 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 41 900 SH SHARED 10 900 D COHEN & STEERS QUALITY RLTY COM 19247L10 17 1000 SH SHARED 01 1000 D COHERENT INC COM 19247910 216 9109 SH SHARED 9109 D COHERENT INC COM 19247910 19 800 SH SHARED 01 800 D COHERENT INC COM 19247910 462 19447 SH SHARED 02 19447 D COHU INC COM 19257610 183 9573 SH SHARED 9573 D COHU INC COM 19257610 68 3576 SH SHARED 01 3576 D COHU INC COM 19257610 266 13864 SH SHARED 02 13864 D COINSTAR INC COM 19259P30 272 15042 SH SHARED 15042 D COINSTAR INC COM 19259P30 253 14000 SH SHARED 01 14000 D COINSTAR INC COM 19259P30 1351 74635 SH SHARED 02 74635 D COLDWATER CREEK INC COM 19306810 111 10133 SH SHARED 10133 D COLDWATER CREEK INC COM 19306810 27 2463 SH SHARED 01 2463 D COLDWATER CREEK INC COM 19306810 85 7795 SH SHARED 02 7795 D COLE NATIONAL CORP NEW CL A 19329010 9 462 SH SHARED 462 D COLE NATIONAL CORP NEW CL A 19329010 42 2100 SH SHARED 01 2100 D COLE NATIONAL CORP NEW CL A 19329010 159 7991 SH SHARED 02 7991 D COLE KENNETH PRODTNS INC CL A 19329410 120 4097 SH SHARED 4097 D COLE KENNETH PRODTNS INC CL A 19329410 29 1003 SH SHARED 01 1003 D COLE KENNETH PRODTNS INC CL A 19329410 127 4341 SH SHARED 02 4341 D COLGATE PALMOLIVE CO COM 19416210 154270 3082322 SH SHARED 3041972 40350 D COLGATE PALMOLIVE CO COM 19416210 37204 743347 SH SHARED 01 329350 413997 D COLGATE PALMOLIVE CO COM 19416210 9461 189040 SH SHR/OTHR 01 54325 134715 D COLGATE PALMOLIVE CO COM 19416210 11074 221269 SH SHARED 02 221269 D COLGATE PALMOLIVE CO COM 19416210 400 8000 SH SHARED 03 8000 D COLGATE PALMOLIVE CO COM 19416210 148998 2977000 SH SHARED 04 2977000 D COLGATE PALMOLIVE CO COM 19416210 1671 33405 SH SHARED 05 27900 5505 D COLGATE PALMOLIVE CO COM 19416210 6620 132275 SH SHARED 06 115275 17000 D COLGATE PALMOLIVE CO COM 19416210 41700 833180 SH SHARED 10 805997 27183 D COLGATE PALMOLIVE CO COM 19416210 2707 54100 SH SHARED 14 54100 D COLLAGENEX PHARMACEUTICALS I COM 19419B10 507 45600 SH SHARED 45600 D COLLAGENEX PHARMACEUTICALS I COM 19419B10 3 300 SH SHARED 300 D COLLAGENEX PHARMACEUTICALS I COM 19419B10 69 6251 SH SHARED 02 6251 D COLLINS & AIKMAN CORP NEW COM NEW 19483020 214 49534 SH SHARED 49534 D COLLINS & AIKMAN CORP NEW COM NEW 19483020 5 1266 SH SHARED 01 1266 D COLLINS & AIKMAN CORP NEW COM NEW 19483020 112 25906 SH SHARED 02 25906 D COLONIAL BANCGROUP INC COM 19549330 459 26543 SH SHARED 26543 D COLONIAL BANCGROUP INC COM 19549330 600 34661 SH SHARED 01 34661 D COLONIAL BANCGROUP INC COM 19549330 809 46754 SH SHARED 02 46754 D COLONIAL BANCGROUP INC COM 19549330 2315 133680 SH SHARED 10 133680 D COLONIAL INTER HIGH INCOME F SH BEN INT 19576310 1 500 SH SHARED 500 D COLONIAL INVT GRADE MUN TR SH BEN INT 19576810 5 500 SH SHARED 01 500 D COLONIAL PPTYS TR COM SH BEN INT 19587210 149 3785 SH SHARED 3785 D COLONIAL PPTYS TR COM SH BEN INT 19587210 616 15580 SH SHARED 01 15580 D COLONIAL PPTYS TR COM SH BEN INT 19587210 457 11547 SH SHARED 02 11547 D COLONIAL PPTYS TR COM SH BEN INT 19587210 27 700 SH SHARED 10 700 D COLONIAL PPTYS TR COM SH BEN INT 19587210 28084 709200 SH SHARED 11 709200 D COLT TELECOM GROUP PLC SPONSORED ADR 19687710 77 11526 SH SHARED 11526 D COLT TELECOM GROUP PLC SPONSORED ADR 19687710 5 799 SH SHARED 01 799 D COLT TELECOM GROUP PLC SPONSORED ADR 19687710 6 947 SH SHARED 02 947 D COLUMBIA BANCORP COM 19722710 121 3804 SH SHARED 02 3804 D COLUMBIA BANCORP ORE COM 19723110 3 200 SH SHARED 200 D COLUMBIA BANCORP ORE COM 19723110 86 5023 SH SHARED 02 5023 D COLUMBIA BKG SYS INC COM 19723610 13 618 SH SHARED 618 D COLUMBIA BKG SYS INC COM 19723610 1 78 SH SHARED 01 78 D COLUMBIA BKG SYS INC COM 19723610 194 8982 SH SHARED 02 8982 D COLUMBIA LABS INC COM 19777910 12077 1917000 SH SHARED 1917000 D COLUMBIA LABS INC COM 19777910 138 22000 SH SHARED 02 22000 D COLUMBIA SPORTSWEAR CO COM 19851610 880 16165 SH SHARED 16165 D COLUMBIA SPORTSWEAR CO COM 19851610 16341 299842 SH SHARED 01 299842 D COLUMBIA SPORTSWEAR CO COM 19851610 203 3732 SH SHARED 02 3732 D COMFORT SYS USA INC COM 19990810 20 3686 SH SHARED 3686 D COMFORT SYS USA INC COM 19990810 5 914 SH SHARED 01 914 D COMFORT SYS USA INC COM 19990810 3 570 SH SHARED 02 570 D COMCAST CORP NEW CL A 20030N10 1607 49027 SH SHARED 49027 D COMCAST CORP NEW CL A 20030N10 305619 9320518 SH SHARED 9221535 98983 D COMCAST CORP NEW CL A 20030N10 28136 858079 SH SHARED 01 812738 45341 D COMCAST CORP NEW CL A 20030N10 637 19452 SH SHR/OTHR 01 3800 15652 D COMCAST CORP NEW CL A 20030N10 28863 880263 SH SHARED 02 880263 D COMCAST CORP NEW CL A 20030N10 25952 791480 SH SHARED 03 743380 48100 D COMCAST CORP NEW CL A 20030N10 121182 3695725 SH SHARED 04 3695725 D COMCAST CORP NEW CL A 20030N10 34625 1055974 SH SHARED 05 799890 256084 D COMCAST CORP NEW CL A 20030N10 11781 359311 SH SHARED 06 87370 271941 D COMCAST CORP NEW CL A 20030N10 262 8000 SH SHARED 07 8000 D COMCAST CORP NEW CL A 20030N10 8269 252200 SH SHARED 08 252200 D COMCAST CORP NEW CL A 20030N10 33736 1028867 SH SHARED 10 929403 99464 D COMCAST CORP NEW CL A 20030N10 2645 80670 SH SHARED 14 80670 D COMCAST CORP NEW CL A SPL 20030N20 21 700 SH SHARED 700 D COMCAST CORP NEW CL A SPL 20030N20 10104 322927 SH SHARED 316727 6200 D COMCAST CORP NEW CL A SPL 20030N20 121284 3876146 SH SHARED 01 1536258 2339888 D COMCAST CORP NEW CL A SPL 20030N20 11308 361395 SH SHR/OTHR 01 40260 321135 D COMCAST CORP NEW CL A SPL 20030N20 4468 142800 SH SHARED 02 142800 D COMCAST CORP NEW CL A SPL 20030N20 2302 73600 SH SHARED 03 41200 32400 D COMCAST CORP NEW CL A SPL 20030N20 29096 929898 SH SHARED 05 868948 60950 D COMCAST CORP NEW CL A SPL 20030N20 7677 245350 SH SHARED 06 183250 62100 D COMCAST CORP NEW CL A SPL 20030N20 3087 98685 SH SHARED 07 98685 D COMCAST CORP NEW CL A SPL 20030N20 2055 65700 SH SHARED 09 65700 D COMCAST CORP NEW CL A SPL 20030N20 38876 1242470 SH SHARED 10 1238970 3500 D COMCAST CORP NEW CL A SPL 20030N20 1074 34336 SH SHARED 14 34336 D COMCAST HOLDINGS CORP DBCV 12/1 200300BH 15733 19716000 PRN SHARED 19716000 D COMCAST HOLDINGS CORP ZONES CV2% PCS 20030050 162770 4717997 SH SHARED 4717997 D COMERICA INC COM 20034010 11 200 SH SHARED 200 D COMERICA INC COM 20034010 21679 386726 SH SHARED 386726 D COMERICA INC COM 20034010 7544 134586 SH SHARED 01 37087 97499 D COMERICA INC COM 20034010 1300 23202 SH SHR/OTHR 01 23202 D COMERICA INC COM 20034010 4817 85928 SH SHARED 02 85928 D COMERICA INC COM 20034010 1208 21562 SH SHARED 05 21562 D COMERICA INC COM 20034010 86 1550 SH SHARED 06 1550 D COMERICA INC COM 20034010 3918 69897 SH SHARED 10 62137 7760 D COMERICA INC COM 20034010 733 13080 SH SHARED 14 13080 D COMMERCE BANCORP INC NJ COM 20051910 2114 40135 SH SHARED 40135 D COMMERCE BANCORP INC NJ COM 20051910 1745 33133 SH SHARED 01 21446 11687 D COMMERCE BANCORP INC NJ COM 20051910 27 527 SH SHR/OTHR 01 527 D COMMERCE BANCORP INC NJ COM 20051910 1575 29913 SH SHARED 02 29913 D COMMERCE BANCORP INC NJ COM 20051910 1604 30450 SH SHARED 14 30450 D COMMERCE BANCSHARES INC COM 20052510 90 1852 SH SHARED 01 1852 D COMMERCE BANCSHARES INC COM 20052510 48 990 SH SHR/OTHR 01 990 D COMMERCE BANCSHARES INC COM 20052510 289 5902 SH SHARED 02 5902 D COMMERCE GROUP INC MASS COM 20064110 49605 1255825 SH SHARED 1255825 D COMMERCE GROUP INC MASS COM 20064110 83 2111 SH SHARED 01 2111 D COMMERCE GROUP INC MASS COM 20064110 611 15479 SH SHARED 02 15479 D COMMERCE GROUP INC MASS COM 20064110 32 810 SH SHARED 10 810 D COMMERCE ONE INC DEL COM NEW 20069320 43 34195 SH SHARED 34164 31 D COMMERCIAL BANKSHARES INC COM 20160710 3 100 SH SHARED 100 D COMMERCIAL BANKSHARES INC COM 20160710 78 2335 SH SHARED 02 2335 D COMMERCIAL CAP BANCORP INC COM 20162L10 131 6131 SH SHARED 6131 D COMMERCIAL CAP BANCORP INC COM 20162L10 109 5117 SH SHARED 02 5117 D COMMERCIAL FEDERAL CORPORATI COM 20164710 125 4690 SH SHARED 4690 D COMMERCIAL FEDERAL CORPORATI COM 20164710 2152 80570 SH SHARED 01 80570 D COMMERCIAL FEDERAL CORPORATI COM 20164710 22 824 SH SHR/OTHR 01 824 D COMMERCIAL FEDERAL CORPORATI COM 20164710 959 35914 SH SHARED 02 35914 D COMMERCIAL METALS CO COM 20172310 100 3300 SH SHARED 3300 D COMMERCIAL METALS CO COM 20172310 740 24351 SH SHARED 24351 D COMMERCIAL METALS CO COM 20172310 97 3211 SH SHARED 01 3211 D COMMERCIAL METALS CO COM 20172310 520 17132 SH SHARED 02 17132 D COMMERCIAL NET LEASE RLTY IN COM 20221810 154 8674 SH SHARED 8674 D COMMERCIAL NET LEASE RLTY IN COM 20221810 1148 64526 SH SHARED 01 64526 D COMMERCIAL NET LEASE RLTY IN COM 20221810 489 27505 SH SHARED 02 27505 D COMMERCIAL NET LEASE RLTY IN COM 20221810 26 1500 SH SHARED 10 1500 D COMMONWEALTH TEL ENTERPRISES COM 20334910 18 500 SH SHARED 500 D COMMONWEALTH TEL ENTERPRISES COM 20334910 21 566 SH SHARED 01 566 D COMMONWEALTH TEL ENTERPRISES COM 20334910 593 15733 SH SHARED 02 15733 D COMMSCOPE INC COM 20337210 239 14673 SH SHARED 14673 D COMMSCOPE INC COM 20337210 248 15233 SH SHARED 01 15233 D COMMSCOPE INC COM 20337210 919 56310 SH SHARED 02 56310 D COMMUNITY BK NORTHN VA COM 20356610 3 200 SH SHARED 200 D COMMUNITY BK NORTHN VA COM 20356610 50 2712 SH SHARED 02 2712 D COMMUNITY BK SYS INC COM 20360710 45 922 SH SHARED 922 D COMMUNITY BK SYS INC COM 20360710 454 9278 SH SHARED 01 9278 D COMMUNITY BK SYS INC COM 20360710 381 7778 SH SHARED 02 7778 D COMMUNITY BK SYS INC COM 20360710 112 2300 SH SHARED 10 2300 D COMMUNITY BKS INC MILLERSBUR COM 20362810 3 100 SH SHARED 100 D COMMUNITY BKS INC MILLERSBUR COM 20362810 213 5437 SH SHARED 02 5437 D COMMUNITY HEALTH SYS INC NEW COM 20366810 686 25837 SH SHARED 25837 D COMMUNITY HEALTH SYS INC NEW COM 20366810 712 26810 SH SHARED 01 26810 D COMMUNITY HEALTH SYS INC NEW COM 20366810 791 29787 SH SHARED 02 29787 D COMMUNITY HEALTH SYS INC NEW COM 20366810 14230 535389 SH SHARED 10 535389 D COMMUNITY FIRST BANKSHARES I COM 20390210 132 4567 SH SHARED 4567 D COMMUNITY FIRST BANKSHARES I COM 20390210 191 6633 SH SHARED 01 6633 D COMMUNITY FIRST BANKSHARES I COM 20390210 697 24091 SH SHARED 02 24091 D COMMUNITY TR BANCORP INC COM 20414910 9 300 SH SHARED 300 D COMMUNITY TR BANCORP INC COM 20414910 53 1760 SH SHARED 01 1760 D COMMUNITY TR BANCORP INC COM 20414910 295 9798 SH SHARED 02 9798 D COMMUNITY TR BANCORP INC COM 20414910 13 436 SH SHARED 10 436 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 344 13700 SH SHARED 13700 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 14610 580951 SH SHARED 01 580951 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 3197 127131 SH SHARED 05 113531 13600 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 915 36400 SH SHARED 09 36400 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 8732 347200 SH SHARED 10 347200 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 2243 89200 SH SHARED 12 89200 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 520 9706 SH SHARED 9706 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 18979 354100 SH SHARED 01 354100 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 2304 43000 SH SHARED 04 43000 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 2696 50300 SH SHARED 05 44800 5500 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 2680 50000 SH SHARED 06 50000 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 1742 32500 SH SHARED 09 32500 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 10907 203500 SH SHARED 10 203500 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 1945 36300 SH SHARED 12 36300 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 191 10400 SH SHARED 10400 D COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B40 50 10500 SH SHARED 10500 D COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B40 67 14150 SH SHARED 14150 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 1170 45900 SH SHARED 45900 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 36517 1431480 SH SHARED 01 1422140 9340 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 10034 393359 SH SHARED 05 349824 43535 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 29078 1139900 SH SHARED 10 1139900 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 5852 229431 SH SHARED 12 229431 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 992 38890 SH SHARED 14 38890 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 1019 19784 SH SHARED 5874 13910 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 78948 1532679 SH SHARED 01 1532679 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 54444 1056970 SH SHARED 05 816099 240871 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 9410 182700 SH SHARED 06 52000 130700 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 978 19000 SH SHARED 07 19000 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 2575 50000 SH SHARED 09 50000 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 39122 759510 SH SHARED 10 759510 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 10935 212300 SH SHARED 12 212300 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 1993 34076 SH SHARED 34076 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 19942 340901 SH SHARED 01 334337 6564 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 5 100 SH SHARED 02 100 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 2392 40900 SH SHARED 06 40900 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 1170 20000 SH SHARED 09 20000 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 61252 1047059 SH SHARED 10 959272 87787 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 46751 799172 SH SHARED 12 799172 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 1309 22380 SH SHARED 14 22380 D COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 693 45414 SH SHARED 45414 D COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 590 38700 SH SHARED 01 38700 D COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 20442910 258 12000 SH SHARED 04 12000 D COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 20442910 3250 151200 SH SHARED 10 151200 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 858 30368 SH SHARED 30368 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 34596 1223362 SH SHARED 01 1223362 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 1 39 SH SHARED 02 39 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 8851 313000 SH SHARED 04 313000 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 3416 120800 SH SHARED 05 107600 13200 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 2828 100000 SH SHARED 06 100000 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 1979 70000 SH SHARED 09 70000 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 42363 1498000 SH SHARED 10 1498000 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 2432 86000 SH SHARED 12 86000 D COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 20444930 2195 146877 SH SHARED 146877 D COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 20444930 8364 559515 SH SHARED 01 559515 D COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 20444930 403 27000 SH SHARED 04 27000 D COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 20444930 130 8715 SH SHARED 05 8715 D COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 20444930 1314 87900 SH SHARED 09 87900 D COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 20444930 7347 491500 SH SHARED 10 491500 D COMPASS BANCSHARES INC COM 20449H10 7 200 SH SHARED 200 D COMPASS BANCSHARES INC COM 20449H10 1907 48471 SH SHARED 48471 D COMPASS BANCSHARES INC COM 20449H10 1435 36469 SH SHARED 01 36469 D COMPASS BANCSHARES INC COM 20449H10 1778 45190 SH SHARED 02 45190 D COMPASS MINERALS INTL INC COM 20451N10 7114 498200 SH SHARED 01 434200 5800 58200 D COMPASS MINERALS INTL INC COM 20451N10 412 28900 SH SHARED 05 28900 D COMPASS MINERALS INTL INC COM 20451N10 199 14000 SH SHARED 10 14000 D COMPUCREDIT CORP COM 20478N10 47 2220 SH SHARED 2220 D COMPUCREDIT CORP COM 20478N10 529 24882 SH SHARED 01 24882 D COMPUCREDIT CORP COM 20478N10 195 9204 SH SHARED 02 9204 D COMPUCOM SYS INC COM 20478010 27 5269 SH SHARED 5269 D COMPUCOM SYS INC COM 20478010 6 1231 SH SHARED 01 1231 D COMPUCOM SYS INC COM 20478010 85 16396 SH SHARED 02 16396 D COMPUDYNE CORP COM PAR $0.75 20479530 115 11379 SH SHARED 11379 D COMPUDYNE CORP COM PAR $0.75 20479530 28 2821 SH SHARED 01 2821 D COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ 6 4000 PRN SHARED 01 4000 D COMPUTER ASSOC INTL INC NOTE 5.000% 3/1 204912AR 7 6000 PRN SHARED 6000 D COMPUTER ASSOC INTL INC NOTE 5.000% 3/1 204912AR 4 3500 PRN SHARED 01 3500 D COMPUTER ASSOC INTL INC NOTE 5.000% 3/1 204912AR 6433 4987000 PRN SHARED 02 4987000 D COMPUTER ASSOC INTL INC COM 20491210 13 500 SH SHARED 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4208 D COMPUTER SCIENCES CORP COM 20536310 13 300 SH SHARED 300 D COMPUTER SCIENCES CORP COM 20536310 37930 857584 SH SHARED 857584 D COMPUTER SCIENCES CORP COM 20536310 3296 74520 SH SHARED 01 67770 6750 D COMPUTER SCIENCES CORP COM 20536310 6903 156080 SH SHARED 02 156080 D COMPUTER SCIENCES CORP COM 20536310 45 1030 SH SHARED 05 1030 D COMPUTER SCIENCES CORP COM 20536310 64 1450 SH SHARED 06 1450 D COMPUTER SCIENCES CORP COM 20536310 3989 90189 SH SHARED 10 73360 16829 D COMPUTER SCIENCES CORP COM 20536310 57 1300 SH SHARED 14 1300 D COMPUWARE CORP COM 20563810 6205 1027401 SH SHARED 1027401 D COMPUWARE CORP COM 20563810 1051 174127 SH SHARED 01 174127 D COMPUWARE CORP COM 20563810 1963 325073 SH SHARED 02 325073 D COMPUWARE CORP COM 20563810 8 1405 SH SHARED 05 1405 D COMPUWARE CORP COM 20563810 57 9600 SH SHARED 06 9600 D COMPUWARE CORP COM 20563810 1000 165658 SH SHARED 10 148735 16923 D COMSTOCK RES INC COM NEW 20576820 287 14893 SH SHARED 14893 D COMSTOCK RES INC COM NEW 20576820 2594 134446 SH SHARED 01 134446 D COMSTOCK RES INC COM NEW 20576820 418 21691 SH SHARED 02 21691 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 2 100 SH SHARED 100 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 4260 148000 SH SHARED 01 148000 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 299 10405 SH SHARED 02 10405 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 118 4100 SH SHARED 10 4100 D COMVERSE TECHNOLOGY INC DBCV 1.500%12/0 205862AJ 10670 11000000 PRN SHARED 11000000 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 13266 754214 SH SHARED 754214 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 2285 129913 SH SHARED 01 129913 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 17 974 SH SHR/OTHR 01 974 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 3851 218935 SH SHARED 02 218935 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 267 15200 SH SHARED 03 15200 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 15 864 SH SHARED 05 864 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 141 8061 SH SHARED 06 8061 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 3317 188577 SH SHARED 10 180217 8360 D CONAGRA FOODS INC COM 20588710 13 500 SH SHARED 500 D CONAGRA FOODS INC COM 20588710 36488 1382675 SH SHARED 1307875 74800 D CONAGRA FOODS INC COM 20588710 44482 1685587 SH SHARED 01 971102 714485 D CONAGRA FOODS INC COM 20588710 5835 221124 SH SHR/OTHR 01 221124 D CONAGRA FOODS INC COM 20588710 8665 328345 SH SHARED 02 328345 D CONAGRA FOODS INC COM 20588710 832 31534 SH SHARED 05 31534 D CONAGRA FOODS INC COM 20588710 143 5450 SH SHARED 06 4750 700 D CONAGRA FOODS INC COM 20588710 7652 289989 SH SHARED 10 266307 23682 D CONAGRA FOODS INC COM 20588710 113 4300 SH SHARED 14 4300 D COMPUTER HORIZONS CORP COM 20590810 3 1000 SH SHARED 1000 D COMPUTER HORIZONS CORP COM 20590810 8 2277 SH SHARED 01 2277 D COMPUTER HORIZONS CORP COM 20590810 79 20264 SH SHARED 02 20264 D CONCEPTUS INC COM 20601610 2 200 SH SHARED 200 D CONCEPTUS INC COM 20601610 121 11452 SH SHARED 02 11452 D CONCORD CAMERA CORP COM 20615610 344 37244 SH SHARED 37244 D CONCORD CAMERA CORP COM 20615610 83 9036 SH SHARED 01 9036 D CONCORD CAMERA CORP COM 20615610 162 17553 SH SHARED 02 17553 D CONCORD COMMUNICATIONS INC COM 20618610 31 1602 SH SHARED 1602 D CONCORD COMMUNICATIONS INC COM 20618610 5 298 SH SHARED 01 298 D CONCORD COMMUNICATIONS INC COM 20618610 243 12356 SH SHARED 02 12356 D CONCORD EFS INC COM 20619710 8 600 SH SHARED 600 D CONCORD EFS INC COM 20619710 53259 3588921 SH SHARED 3588921 D CONCORD EFS INC COM 20619710 1778 119877 SH SHARED 01 93627 26250 D CONCORD EFS INC COM 20619710 26 1776 SH SHR/OTHR 01 1776 D CONCORD EFS INC COM 20619710 10416 701937 SH SHARED 02 701937 D CONCORD EFS INC COM 20619710 1343 90544 SH SHARED 05 89100 1444 D CONCORD EFS INC COM 20619710 510 34387 SH SHARED 06 30987 3400 D CONCORD EFS INC COM 20619710 26179 1764091 SH SHARED 10 1742535 21556 D CONCORD EFS INC COM 20619710 105 7132 SH SHARED 14 7132 D CONCUR TECHNOLOGIES INC COM 20670810 5 600 SH SHARED 600 D CONCUR TECHNOLOGIES INC COM 20670810 1809 186400 SH SHARED 01 186400 D CONCUR TECHNOLOGIES INC COM 20670810 148 15274 SH SHARED 02 15274 D CONCUR TECHNOLOGIES INC COM 20670810 82 8500 SH SHARED 10 8500 D CONCURRENT COMPUTER CORP NEW COM 20671020 233 53329 SH SHARED 53329 D CONCURRENT COMPUTER CORP NEW COM 20671020 188 43022 SH SHARED 02 43022 D CONEXANT SYSTEMS INC NOTE 4.250% 5/0 207142AB 7 8000 PRN SHARED 01 8000 D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF 19 20000 PRN SHARED 02 20000 D CONEXANT SYSTEMS INC COM 20714210 310 62511 SH SHARED 61711 800 D CONEXANT SYSTEMS INC COM 20714210 546 110004 SH SHARED 01 109504 500 D CONEXANT SYSTEMS INC COM 20714210 59 12000 SH SHR/OTHR 01 12000 D CONEXANT SYSTEMS INC COM 20714210 983 197858 SH SHARED 02 197858 D CONEXANT SYSTEMS INC COM 20714210 22 4500 SH SHARED 10 4500 D CONMED CORP COM 20741010 511 21471 SH SHARED 21471 D CONMED CORP COM 20741010 21 900 SH SHARED 01 900 D CONMED CORP COM 20741010 23 1000 SH SHR/OTHR 01 1000 D CONMED CORP COM 20741010 477 20046 SH SHARED 02 20046 D CONMED CORP COM 20741010 67 2850 SH SHARED 10 2850 D CONNECTICUT BANCSHARES INC COM 20754010 15 300 SH SHARED 300 D CONNECTICUT BANCSHARES INC COM 20754010 159 3101 SH SHARED 01 3101 D CONNECTICUT BANCSHARES INC COM 20754010 376 7308 SH SHARED 02 7308 D CONNECTICUT WTR SVC INC COM 20779710 5 200 SH SHARED 200 D CONNECTICUT WTR SVC INC COM 20779710 146 5287 SH SHARED 02 5287 D CONNETICS CORP COM 20819210 7 400 SH SHARED 400 D CONNETICS CORP COM 20819210 14602 804115 SH SHARED 01 515900 17000 271215 D CONNETICS CORP COM 20819210 31 1730 SH SHR/OTHR 01 1730 D CONNETICS CORP COM 20819210 373 20589 SH SHARED 02 20589 D CONNETICS CORP COM 20819210 608 33500 SH SHARED 05 33500 D CONNETICS CORP COM 20819210 29 1630 SH SHARED 10 1630 D CONOCOPHILLIPS COM 20825C10 1435 21900 SH SHARED 21900 D CONOCOPHILLIPS COM 20825C10 188233 2870727 SH SHARED 2666931 203796 D CONOCOPHILLIPS COM 20825C10 142496 2173189 SH SHARED 01 1589160 584029 D CONOCOPHILLIPS COM 20825C10 3170 48352 SH SHR/OTHR 01 9843 38509 D CONOCOPHILLIPS COM 20825C10 17892 272881 SH SHARED 02 272881 D CONOCOPHILLIPS COM 20825C10 31086 474100 SH SHARED 03 450700 23400 D CONOCOPHILLIPS COM 20825C10 77480 1181653 SH SHARED 04 1181653 D CONOCOPHILLIPS COM 20825C10 41049 626042 SH SHARED 05 449770 176272 D CONOCOPHILLIPS COM 20825C10 21263 324294 SH SHARED 06 136794 187500 D CONOCOPHILLIPS COM 20825C10 321 4900 SH SHARED 07 4900 D CONOCOPHILLIPS COM 20825C10 12047 183740 SH SHARED 08 183740 D CONOCOPHILLIPS COM 20825C10 296177 4516966 SH SHARED 10 4485234 31732 D CONOCOPHILLIPS COM 20825C10 644 9833 SH SHARED 14 9833 D CONSECO INC COM NEW 20846488 7468 342595 SH SHARED 342595 D CONSECO INC COM NEW 20846488 317 14567 SH SHARED 01 14567 D CONSOL ENERGY INC COM 20854P10 1166 45051 SH SHARED 45051 D CONSOL ENERGY INC COM 20854P10 2807 108386 SH SHARED 01 108386 D CONSOL ENERGY INC COM 20854P10 1143 44151 SH SHARED 02 44151 D CONSOL ENERGY INC COM 20854P10 19425 750000 SH SHARED 10 750000 D CONSOLIDATED EDISON INC COM 20911510 8 200 SH SHARED 200 D CONSOLIDATED EDISON INC COM 20911510 58644 1363507 SH SHARED 1363507 D CONSOLIDATED EDISON INC COM 20911510 1500 34892 SH SHARED 01 33612 1280 D CONSOLIDATED EDISON INC COM 20911510 223 5194 SH SHR/OTHR 01 5194 D CONSOLIDATED EDISON INC COM 20911510 5337 124100 SH SHARED 02 124100 D CONSOLIDATED EDISON INC COM 20911510 52 1215 SH SHARED 05 1215 D CONSOLIDATED EDISON INC COM 20911510 124 2900 SH SHARED 06 1900 1000 D CONSOLIDATED EDISON INC COM 20911510 3775 87792 SH SHARED 10 77920 9872 D CONSOLIDATED EDISON INC COM 20911510 68 1600 SH SHARED 14 1600 D CONSOLIDATED GRAPHICS INC COM 20934110 9 300 SH SHARED 300 D CONSOLIDATED GRAPHICS INC COM 20934110 2583 81800 SH SHARED 01 81800 D CONSOLIDATED GRAPHICS INC COM 20934110 474 15027 SH SHARED 02 15027 D CONSOLIDATED GRAPHICS INC COM 20934110 128 4060 SH SHARED 10 4060 D CONSOLIDATED TOMOKA LD CO COM 21022610 1891 57848 SH SHARED 57848 D CONSOLIDATED TOMOKA LD CO COM 21022610 19 600 SH SHARED 01 600 D CONSOLIDATED TOMOKA LD CO COM 21022610 122 3740 SH SHARED 02 3740 D CONSOLIDATED TOMOKA LD CO COM 21022610 19 600 SH SHARED 10 600 D CONSTELLATION BRANDS INC CL A 21036P10 739 22450 SH SHARED 22450 D CONSTELLATION BRANDS INC CL A 21036P10 7504 227900 SH SHARED 01 227900 D CONSTELLATION BRANDS INC CL A 21036P10 1030 31294 SH SHARED 02 31294 D CONSTELLATION BRANDS INC CL A 21036P10 135 4100 SH SHARED 10 4100 D CONSTELLATION BRANDS INC CL B 21036P20 52 1600 SH SHARED 01 1600 D CONSTAR INTL INC NEW COM 21036U10 460 85400 SH SHARED 02 85400 D CONSTELLATION ENERGY GROUP I COM 21037110 15885 405648 SH SHARED 405648 D CONSTELLATION ENERGY GROUP I COM 21037110 1012 25861 SH SHARED 01 24961 900 D CONSTELLATION ENERGY GROUP I COM 21037110 58 1500 SH SHR/OTHR 01 1500 D CONSTELLATION ENERGY GROUP I COM 21037110 3022 77178 SH SHARED 02 77178 D CONSTELLATION ENERGY GROUP I COM 21037110 46 1186 SH SHARED 05 1186 D CONSTELLATION ENERGY GROUP I COM 21037110 112 2866 SH SHARED 06 2866 D CONSTELLATION ENERGY GROUP I COM 21037110 2631 67186 SH SHARED 10 59832 7354 D CONSTELLATION ENERGY GROUP I COM 21037110 82 2100 SH SHARED 14 2100 D CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD 1766 2000000 PRN SHARED 2000000 D CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD 0 1000 PRN SHARED 01 1000 D CONTINENTAL AIRLS INC CL B 21079530 37 2300 SH SHARED 2300 D CONTINENTAL AIRLS INC CL B 21079530 163 10033 SH SHARED 10033 D CONTINENTAL AIRLS INC CL B 21079530 71 4419 SH SHARED 01 4419 D CONTINENTAL AIRLS INC CL B 21079530 16 1000 SH SHR/OTHR 01 1000 D CONTINENTAL AIRLS INC CL B 21079530 1038 63815 SH SHARED 02 63815 D CONVERA CORP CL A 21191910 1 400 SH SHARED 400 D CONVERA CORP CL A 21191910 29 8701 SH SHARED 02 8701 D CONTROLADORA COML MEX SA DE GDR 21238A20 0 1 SH SHARED 02 1 D CONVERIUM HLDG AG SPONSORED ADR 21248N10 7804 296300 SH SHARED 02 296300 D CONVERGYS CORP COM 21248510 7991 457728 SH SHARED 457728 D CONVERGYS CORP COM 21248510 1842 105546 SH SHARED 01 105546 D CONVERGYS CORP COM 21248510 17 1000 SH SHR/OTHR 01 1000 D CONVERGYS CORP COM 21248510 1745 99973 SH SHARED 02 99973 D CONVERGYS CORP COM 21248510 8 507 SH SHARED 05 507 D CONVERGYS CORP COM 21248510 147 8462 SH SHARED 06 8462 D CONVERGYS CORP COM 21248510 1374 78711 SH SHARED 10 50500 28211 D COOPER CAMERON CORP DBCV 5/1 216640AA 33828 42180000 PRN SHARED 42180000 D COOPER CAMERON CORP DBCV 5/1 216640AA 24 30000 PRN SHARED 02 30000 D COOPER CAMERON CORP DBCV 1.750% 5/1 216640AB 21071 21545000 PRN SHARED 21545000 D COOPER CAMERON CORP COM 21664010 8943 191922 SH SHARED 191922 D COOPER CAMERON CORP COM 21664010 7298 156621 SH SHARED 01 44121 112500 D COOPER CAMERON CORP COM 21664010 904 19416 SH SHARED 02 19416 D COOPER CAMERON CORP COM 21664010 1542 33100 SH SHARED 05 33100 D COOPER CAMERON CORP COM 21664010 13 300 SH SHARED 06 300 D COOPER CAMERON CORP COM 21664010 238 5110 SH SHARED 10 5110 D COOPER COS INC DBCV 2.625% 7/0 216648AG 5084 4000000 PRN SHARED 4000000 D COOPER COS INC COM NEW 21664840 61 1300 SH SHARED 1300 D COOPER COS INC COM NEW 21664840 306 6512 SH SHARED 6512 D COOPER COS INC COM NEW 21664840 24972 529863 SH SHARED 01 433763 96100 D COOPER COS INC COM NEW 21664840 1113 23634 SH SHARED 02 23634 D COOPER COS INC COM NEW 21664840 28 600 SH SHARED 05 600 D COOPER COS INC COM NEW 21664840 8303 176180 SH SHARED 10 176180 D COOPER TIRE & RUBR CO COM 21683110 209 9800 SH SHARED 9800 D COOPER TIRE & RUBR CO COM 21683110 7945 371624 SH SHARED 371624 D COOPER TIRE & RUBR CO COM 21683110 1900 88885 SH SHARED 01 88885 D COOPER TIRE & RUBR CO COM 21683110 5105 238814 SH SHARED 02 238814 D COOPER TIRE & RUBR CO COM 21683110 638 29874 SH SHARED 10 26551 3323 D COORS ADOLPH CO CL B 21701610 5944 105956 SH SHARED 105956 D COORS ADOLPH CO CL B 21701610 1613 28761 SH SHARED 01 28761 D COORS ADOLPH CO CL B 21701610 1248 22262 SH SHARED 02 22262 D COORS ADOLPH CO CL B 21701610 818 14590 SH SHARED 10 12978 1612 D COPART INC COM 21720410 1297 78139 SH SHARED 78139 D COPART INC COM 21720410 393 23700 SH SHARED 01 23700 D COPART INC COM 21720410 1188 71615 SH SHARED 02 71615 D CORINTHIAN COLLEGES INC COM 21886810 2033 36627 SH SHARED 36627 D CORINTHIAN COLLEGES INC COM 21886810 16050 289142 SH SHARED 01 288292 850 D CORINTHIAN COLLEGES INC COM 21886810 87 1568 SH SHR/OTHR 01 1568 D CORINTHIAN COLLEGES INC COM 21886810 844 15210 SH SHARED 02 15210 D CORIXA CORP COM 21887F10 34 5738 SH SHARED 5738 D CORIXA CORP COM 21887F10 16 2674 SH SHARED 01 2674 D CORIXA CORP COM 21887F10 452 74916 SH SHARED 02 74916 D CORIXA CORP COM 21887F10 60 10000 SH SHARED 10 10000 D CORN PRODS INTL INC COM 21902310 1177 34186 SH SHARED 34186 D CORN PRODS INTL INC COM 21902310 337 9792 SH SHARED 01 9534 258 D CORN PRODS INTL INC COM 21902310 229 6675 SH SHR/OTHR 01 6675 D CORN PRODS INTL INC COM 21902310 1120 32520 SH SHARED 02 32520 D CORN PRODS INTL INC COM 21902310 71 2070 SH SHARED 10 2070 D CORNELL COMPANIES INC COM 21914110 6 500 SH SHARED 500 D CORNELL COMPANIES INC COM 21914110 820 60100 SH SHARED 01 60100 D CORNELL COMPANIES INC COM 21914110 111 8195 SH SHARED 02 8195 D CORNERSTONE RLTY INCOME TR I COM 21922V10 144 16526 SH SHARED 16526 D CORNERSTONE RLTY INCOME TR I COM 21922V10 33 3874 SH SHARED 01 3874 D CORNERSTONE RLTY INCOME TR I COM 21922V10 335 38253 SH SHARED 02 38253 D CORNERSTONE RLTY INCOME TR I COM 21922V10 275 31400 SH SHARED 11 31400 D CORNERSTONE STRATEGIC VALUE COM 21924B10 8 900 SH SHARED 900 D CORNING INC DBCV 11/0 219350AJ 94414123096000 PRN SHARED 123096000 D CORNING INC DBCV 11/0 219350AJ 308 402000 PRN SHARED 02 402000 D CORNING INC NOTE 3.500%11/0 219350AK 2 2000 PRN SHARED 01 2000 D CORNING INC NOTE 3.500%11/0 219350AK 1038 839000 PRN SHARED 02 839000 D CORNING INC COM 21935010 14 1400 SH SHARED 1400 D CORNING INC COM 21935010 35521 3405708 SH SHARED 3405708 D CORNING INC COM 21935010 26786 2568193 SH SHARED 01 2277076 15600 275517 D CORNING INC COM 21935010 10924 1047429 SH SHR/OTHR 01 600 1046829 D CORNING INC COM 21935010 9517 912486 SH SHARED 02 912486 D CORNING INC COM 21935010 16740 1605000 SH SHARED 04 1605000 D CORNING INC COM 21935010 898 86178 SH SHARED 05 79800 6378 D CORNING INC COM 21935010 377 36180 SH SHARED 06 34680 1500 D CORNING INC COM 21935010 7025 673609 SH SHARED 10 614757 58852 D CORNING INC COM 21935010 985 94500 SH SHARED 14 94500 D CORPORATE EXECUTIVE BRD CO COM 21988R10 697 14955 SH SHARED 14955 D CORPORATE EXECUTIVE BRD CO COM 21988R10 2588 55467 SH SHARED 01 54542 925 D CORPORATE EXECUTIVE BRD CO COM 21988R10 68 1465 SH SHR/OTHR 01 1465 D CORPORATE EXECUTIVE BRD CO COM 21988R10 196 4200 SH SHARED 02 4200 D CORPORATE HIGH YIELD FD V IN COM 21993110 137 8569 SH SHARED 8569 D CORPORATE HIGH YIELD FD V IN COM 21993110 19 1231 SH SHARED 01 1231 D CORPORATE HIGH YIELD FD VI I COM 21993210 2392 161200 SH SHARED 161200 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 29 1418 SH SHARED 1418 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 37 1800 SH SHARED 01 1800 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 534 25430 SH SHARED 02 25430 D CORRECTIONAL PPTYS TR COM 22025E10 62 2164 SH SHARED 2164 D CORRECTIONAL PPTYS TR COM 22025E10 154 5376 SH SHARED 01 5376 D CORRECTIONAL PPTYS TR COM 22025E10 656 22804 SH SHARED 02 22804 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 23 800 SH SHARED 800 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 2 77 SH SHARED 01 77 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 675 23437 SH SHARED 02 23437 D CORTEX PHARMACEUTICALS INC COM NEW 22052430 26 10000 SH SHR/OTHR 01 10000 D CORUS GROUP PLC SPONSORED ADR 22087M10 462 87300 SH SHARED 02 87300 D CORUS BANKSHARES INC COM 22087310 52 1680 SH SHARED 1680 D CORUS BANKSHARES INC COM 22087310 412 13291 SH SHARED 01 13291 D CORUS BANKSHARES INC COM 22087310 321 10356 SH SHARED 02 10356 D CORVEL CORP COM 22100610 7 200 SH SHARED 200 D CORVEL CORP COM 22100610 90 2400 SH SHARED 01 2400 D CORVEL CORP COM 22100610 165 4408 SH SHARED 02 4408 D CORVEL CORP COM 22100610 54 1450 SH SHARED 10 1450 D CORVIS CORP COM 22100910 174 102480 SH SHARED 102480 D CORVIS CORP COM 22100910 20 11820 SH SHARED 01 11820 D CORVIS CORP COM 22100910 66 39000 SH SHR/OTHR 01 39000 D CORVIS CORP COM 22100910 432 254580 SH SHARED 02 254580 D COSI INC COM 22122P10 44 16100 SH SHARED 16100 D COSINE COMMUNICATIONS INC COM NEW 22122260 10 1470 SH SHARED 1470 D COST PLUS INC CALIF COM 22148510 208 5076 SH SHARED 5076 D COST PLUS INC CALIF COM 22148510 14575 355500 SH SHARED 01 334000 3100 18400 D COST PLUS INC CALIF COM 22148510 1122 27379 SH SHARED 02 27379 D COST PLUS INC CALIF COM 22148510 12 300 SH SHARED 05 300 D COST PLUS INC CALIF COM 22148510 5111 124660 SH SHARED 10 124660 D COSTCO WHSL CORP NEW COM 22160K10 14 400 SH SHARED 400 D COSTCO WHSL CORP NEW COM 22160K10 64024 1722001 SH SHARED 1717801 4200 D COSTCO WHSL CORP NEW COM 22160K10 10646 286349 SH SHARED 01 165452 120897 D COSTCO WHSL CORP NEW COM 22160K10 877 23595 SH SHR/OTHR 01 3995 19600 D COSTCO WHSL CORP NEW COM 22160K10 7594 204265 SH SHARED 02 204265 D COSTCO WHSL CORP NEW COM 22160K10 516 13900 SH SHARED 03 6200 7700 D COSTCO WHSL CORP NEW COM 22160K10 260 6995 SH SHARED 05 6995 D COSTCO WHSL CORP NEW COM 22160K10 307 8280 SH SHARED 06 7080 1200 D COSTCO WHSL CORP NEW COM 22160K10 17169 461787 SH SHARED 10 431957 29830 D COSTCO WHSL CORP NEW COM 22160K10 123 3321 SH SHARED 14 3321 D COSTAR GROUP INC COM 22160N10 8 200 SH SHARED 200 D COSTAR GROUP INC COM 22160N10 14790 354700 SH SHARED 01 326288 6912 21500 D COSTAR GROUP INC COM 22160N10 422 10128 SH SHARED 02 10128 D COSTAR GROUP INC COM 22160N10 763 18300 SH SHARED 05 18300 D COSTAR GROUP INC COM 22160N10 662 15884 SH SHARED 10 15884 D COSTCO COMPANIES INC NOTE 8/1 22160QAC 7 9000 PRN SHARED 02 9000 D COTT CORP QUE COM 22163N10 188 6716 SH SHARED 6716 D COTT CORP QUE COM 22163N10 16 594 SH SHARED 01 594 D COTT CORP QUE COM 22163N10 226 8100 SH SHARED 02 8100 D COTTON STS LIFE INS CO COM 22177410 180 9162 SH SHARED 01 9162 D COUNTRYWIDE FINANCIAL CORP NOTE 2/0 222372AE 42706 35500000 PRN SHARED 35500000 D COUNTRYWIDE FINANCIAL CORP NOTE 2/0 222372AE 2994 2489000 PRN SHARED 02 2489000 D COUNTRYWIDE FINANCIAL CORP COM 22237210 852 11233 SH SHARED 11233 D COUNTRYWIDE FINANCIAL CORP COM 22237210 45083 594374 SH SHARED 594374 D COUNTRYWIDE FINANCIAL CORP COM 22237210 10432 137545 SH SHARED 01 137378 167 D COUNTRYWIDE FINANCIAL CORP COM 22237210 6129 80807 SH SHARED 02 80807 D COUNTRYWIDE FINANCIAL CORP COM 22237210 9809 129332 SH SHARED 04 129332 D COUNTRYWIDE FINANCIAL CORP COM 22237210 60 800 SH SHARED 05 800 D COUNTRYWIDE FINANCIAL CORP COM 22237210 111 1466 SH SHARED 06 1466 D COUNTRYWIDE FINANCIAL CORP COM 22237210 141 1866 SH SHARED 07 1866 D COUNTRYWIDE FINANCIAL CORP COM 22237210 8315 109636 SH SHARED 10 97037 12599 D COUNTRYWIDE FINANCIAL CORP COM 22237210 172 2270 SH SHARED 14 2270 D COURIER CORP COM 22266010 2306 59954 SH SHARED 01 3200 56754 D COURIER CORP COM 22266010 141 3687 SH SHARED 02 3687 D COUSINS PPTYS INC COM 22279510 114 3733 SH SHARED 3733 D COUSINS PPTYS INC COM 22279510 694 22709 SH SHARED 01 22709 D COUSINS PPTYS INC COM 22279510 85 2782 SH SHR/OTHR 01 2782 D COUSINS PPTYS INC COM 22279510 725 23711 SH SHARED 02 23711 D COUSINS PPTYS INC COM 22279510 1003 32800 SH SHARED 11 32800 D COVANCE INC COM 22281610 1182 44120 SH SHARED 44120 D COVANCE INC COM 22281610 887 33132 SH SHARED 01 18127 15005 D COVANCE INC COM 22281610 21 800 SH SHR/OTHR 01 800 D COVANCE INC COM 22281610 3662 136673 SH SHARED 02 136673 D COVANCE INC COM 22281610 24 900 SH SHARED 10 900 D COVENANT TRANS INC CL A 22284P10 31 1661 SH SHARED 1661 D COVENANT TRANS INC CL A 22284P10 655 34500 SH SHARED 01 34500 D COVENANT TRANS INC CL A 22284P10 93 4915 SH SHARED 02 4915 D COVENTRY HEALTH CARE INC COM 22286210 1126 17468 SH SHARED 17468 D COVENTRY HEALTH CARE INC COM 22286210 14877 230700 SH SHARED 01 230700 D COVENTRY HEALTH CARE INC COM 22286210 4093 63480 SH SHARED 02 63480 D COVENTRY HEALTH CARE INC COM 22286210 94 1468 SH SHARED 06 1468 D COVENTRY HEALTH CARE INC COM 22286210 564 8750 SH SHARED 10 8750 D COX COMMUNICATIONS INC NEW SDEB 0.426% 4/1 224044AX 54941107728000 PRN SHARED 107728000 D COX COMMUNICATIONS INC NEW NOTE 0.348% 2/2 224044BC 6329 8730000 PRN SHARED 8730000 D COX COMMUNICATIONS INC NEW CL A 22404410 6 200 SH SHARED 200 D COX COMMUNICATIONS INC NEW CL A 22404410 234 6819 SH SHARED 6819 D COX COMMUNICATIONS INC NEW CL A 22404410 17204 499410 SH SHARED 01 476950 22460 D COX COMMUNICATIONS INC NEW CL A 22404410 613 17814 SH SHR/OTHR 01 17814 D COX COMMUNICATIONS INC NEW CL A 22404410 3263 94730 SH SHARED 02 94730 D COX COMMUNICATIONS INC NEW CL A 22404410 3445 100000 SH SHARED 04 100000 D COX COMMUNICATIONS INC NEW CL A 22404410 1083 31464 SH SHARED 06 31464 D COX COMMUNICATIONS INC NEW CL A 22404410 3417 99190 SH SHARED 10 99190 D COX COMMUNICATIONS INC NEW CL A 22404410 113 3300 SH SHARED 14 3300 D COX RADIO INC CL A 22405110 3201 126903 SH SHARED 126903 D COX RADIO INC CL A 22405110 3506 138985 SH SHARED 01 138985 D COX RADIO INC CL A 22405110 156 6214 SH SHARED 02 6214 D COX RADIO INC CL A 22405110 408 16200 SH SHARED 10 16200 D CP SHIPS LTD COM 22409V10 1 77 SH SHARED 77 D CP SHIPS LTD COM 22409V10 6 292 SH SHARED 292 D CP SHIPS LTD COM 22409V10 108 5221 SH SHARED 01 900 4321 D CP SHIPS LTD COM 22409V10 11 562 SH SHR/OTHR 01 562 D CP SHIPS LTD COM 22409V10 716 34480 SH SHARED 02 34480 D CP SHIPS LTD COM 22409V10 20 1000 SH SHARED 06 1000 D CP SHIPS LTD COM 22409V10 18 900 SH SHARED 10 900 D CRAFTMADE INTL INC COM 22413E10 33 1283 SH SHARED 1283 D CRAFTMADE INTL INC COM 22413E10 4102 156817 SH SHARED 01 136617 20200 D CRAFTMADE INTL INC COM 22413E10 457 17500 SH SHARED 05 17500 D CRANE CO COM 22439910 5903 192035 SH SHARED 192035 D CRANE CO COM 22439910 853 27765 SH SHARED 01 19260 8505 D CRANE CO COM 22439910 459 14932 SH SHR/OTHR 01 14932 D CRANE CO COM 22439910 2745 89327 SH SHARED 02 89327 D CRANE CO COM 22439910 724 23557 SH SHARED 10 21038 2519 D CRAWFORD & CO CL B 22463310 2 300 SH SHARED 300 D CRAWFORD & CO CL B 22463310 52 7504 SH SHARED 02 7504 D CREATIVE COMPUTER APPLICATIO COM NEW 22490130 0 20 SH SHARED 02 20 D CRAY INC COM 22522310 121 12259 SH SHARED 12259 D CRAY INC COM 22522310 723 72840 SH SHARED 02 72840 D CREDENCE SYS CORP COM 22530210 629 47806 SH SHARED 47806 D CREDENCE SYS CORP COM 22530210 395 30018 SH SHARED 01 26318 3700 D CREDENCE SYS CORP COM 22530210 42 3235 SH SHR/OTHR 01 3235 D CREDENCE SYS CORP COM 22530210 773 58746 SH SHARED 02 58746 D CREDENCE SYS CORP COM 22530210 392 29800 SH SHARED 14 29800 D CREDIT ACCEP CORP MICH COM 22531010 87 5727 SH SHARED 5727 D CREDIT ACCEP CORP MICH COM 22531010 29 1945 SH SHARED 01 1945 D CREDIT ACCEP CORP MICH COM 22531010 133 8694 SH SHARED 02 8694 D CREDIT ACCEP CORP MICH COM 22531010 62 4100 SH SHARED 10 4100 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 1130 31123 SH SHARED 31123 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 914 25185 SH SHARED 01 377 24808 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 727 20030 SH SHARED 02 20030 D CREE INC COM 22544710 792 44818 SH SHARED 44818 D CREE INC COM 22544710 20553 1161873 SH SHARED 01 1101700 60173 D CREE INC COM 22544710 1195 67597 SH SHARED 02 67597 D CREE INC COM 22544710 19 1100 SH SHARED 05 1100 D CREE INC COM 22544710 6255 353600 SH SHARED 10 353600 D CREO INC COM 22560610 80 7768 SH SHARED 7768 D CREO INC COM 22560610 13 1332 SH SHARED 01 1332 D CRESCENT REAL ESTATE EQUITIE COM 22575610 111 6491 SH SHARED 6491 D CRESCENT REAL ESTATE EQUITIE COM 22575610 27 1609 SH SHARED 01 1609 D CRESCENT REAL ESTATE EQUITIE COM 22575610 163 9530 SH SHARED 02 9530 D CRESCENT REAL ESTATE EQUITIE COM 22575610 49 2900 SH SHARED 06 1900 1000 D CRESCENT REAL ESTATE EQUITIE COM 22575610 1411 82400 SH SHARED 11 82400 D CRESCENT REAL ESTATE EQUITIE PFD CV A 6.75% 22575620 14740 630200 SH SHARED 630200 D CRESUD S A C I F Y A SPONSORED ADR 22640610 10 820 SH SHARED 820 D CRIIMI MAE INC COM NEW 22660350 87 8400 SH SHARED 8400 D CRIIMI MAE INC COM NEW 22660350 85 8186 SH SHARED 02 8186 D CROMPTON CORP COM 22711610 9401 1311256 SH SHARED 1311256 D CROMPTON CORP COM 22711610 1436 200333 SH SHARED 01 200333 D CROMPTON CORP COM 22711610 69 9689 SH SHR/OTHR 01 9689 D CROMPTON CORP COM 22711610 9708 1354089 SH SHARED 02 1354089 D CROSS CTRY HEALTHCARE INC COM 22748310 359 24029 SH SHARED 24029 D CROSS CTRY HEALTHCARE INC COM 22748310 70 4716 SH SHARED 01 4716 D CROSS CTRY HEALTHCARE INC COM 22748310 190 12734 SH SHARED 02 12734 D CROSS TIMBERS RTY TR TR UNIT 22757R10 21 749 SH SHARED 749 D CROSS TIMBERS RTY TR TR UNIT 22757R10 8 298 SH SHARED 01 298 D CROSS TIMBERS RTY TR TR UNIT 22757R10 57 2000 SH SHR/OTHR 01 2000 D CROSS TIMBERS RTY TR TR UNIT 22757R10 0 2 SH SHARED 02 2 D CROWN CASTLE INTL CORP COM 22822710 59 5369 SH SHARED 5369 D CROWN CASTLE INTL CORP COM 22822710 830 75331 SH SHARED 01 75331 D CROWN CASTLE INTL CORP COM 22822710 2956 268076 SH SHARED 02 268076 D CROWN CASTLE INTL CORP COM 22822710 810 73500 SH SHARED 06 73500 D CROWN CASTLE INTL CORP COM 22822710 16789 1522200 SH SHARED 10 1522200 D CROWN HOLDINGS INC COM 22836810 905 99926 SH SHARED 99926 D CROWN HOLDINGS INC COM 22836810 725 80074 SH SHARED 01 80074 D CROWN HOLDINGS INC COM 22836810 2507 276812 SH SHARED 02 276812 D CROWN HOLDINGS INC COM 22836810 643 71010 SH SHARED 10 71010 D CROWN MEDIA HLDGS INC CL A 22841110 4 600 SH SHARED 600 D CROWN MEDIA HLDGS INC CL A 22841110 68 8288 SH SHARED 02 8288 D CRYOLIFE INC COM 22890310 12 2200 SH SHARED 2200 D CRYOLIFE INC COM 22890310 17 3000 SH SHARED 01 3000 D CRYOLIFE INC COM 22890310 62 10867 SH SHARED 02 10867 D CRYSTALLEX INTL CORP COM 22942F10 56 20400 SH SHARED 20400 D CRYSTALLEX INTL CORP COM 22942F10 82 30000 SH SHARED 02 30000 D CRYSTALLEX INTL CORP COM 22942F10 15180 5500000 SH SHARED 10 5500000 D CTI MOLECULAR IMAGING INC COM 22943D10 3 200 SH SHARED 200 D CTI MOLECULAR IMAGING INC COM 22943D10 272 16103 SH SHARED 02 16103 D CTRIP COM INTL LTD ADR 22943F10 21 620 SH SHARED 620 D CTRIP COM INTL LTD ADR 22943F10 265 7800 SH SHARED 05 7800 D CUBIC CORP COM 22966910 232 10099 SH SHARED 10099 D CUBIC CORP COM 22966910 222 9673 SH SHARED 01 9673 D CUBIC CORP COM 22966910 237 10337 SH SHARED 02 10337 D CUBIST PHARMACEUTICALS INC COM 22967810 102 8441 SH SHARED 8441 D CUBIST PHARMACEUTICALS INC COM 22967810 51 4244 SH SHARED 01 4244 D CUBIST PHARMACEUTICALS INC COM 22967810 745 61103 SH SHARED 02 61103 D CUBIST PHARMACEUTICALS INC COM 22967810 2479 203200 SH SHARED 04 203200 D CUBIST PHARMACEUTICALS INC COM 22967810 146 12000 SH SHARED 10 12000 D CULLEN FROST BANKERS INC COM 22989910 1113 27437 SH SHARED 27437 D CULLEN FROST BANKERS INC COM 22989910 922 22732 SH SHARED 01 16952 5780 D CULLEN FROST BANKERS INC COM 22989910 1037 25584 SH SHARED 02 25584 D CULP INC COM 23021510 34 3206 SH SHARED 3206 D CULP INC COM 23021510 8 794 SH SHARED 01 794 D CUMMINS INC COM 23102110 391 8000 SH SHARED 8000 D CUMMINS INC COM 23102110 6836 139696 SH SHARED 139696 D CUMMINS INC COM 23102110 2368 48401 SH SHARED 01 7806 40595 D CUMMINS INC COM 23102110 1749 35746 SH SHARED 02 35746 D CUMMINS INC COM 23102110 1733 35413 SH SHARED 10 33599 1814 D CUMULUS MEDIA INC CL A 23108210 48 2200 SH SHARED 2200 D CUMULUS MEDIA INC CL A 23108210 399 18149 SH SHARED 18149 D CUMULUS MEDIA INC CL A 23108210 356 16204 SH SHARED 01 16204 D CUMULUS MEDIA INC CL A 23108210 1727 78518 SH SHARED 02 78518 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 4488 5100000 PRN SHARED 5100000 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 2 3000 PRN SHARED 01 3000 D CURAGEN CORP COM 23126R10 219 29957 SH SHARED 29957 D CURAGEN CORP COM 23126R10 5 800 SH SHARED 01 800 D CURAGEN CORP COM 23126R10 288 39302 SH SHARED 02 39302 D CURAGEN CORP COM 23126R10 733 100000 SH SHARED 04 100000 D CURAGEN CORP COM 23126R10 13 1900 SH SHARED 10 1900 D CURATIVE HEALTH SRVCS INC COM 23126W10 85 6204 SH SHARED 6204 D CURATIVE HEALTH SRVCS INC COM 23126W10 96 7011 SH SHARED 02 7011 D CURIS INC COM 23126910 388 86372 SH SHARED 86372 D CURIS INC COM 23126910 76 17028 SH SHARED 01 17028 D CURTISS WRIGHT CORP COM 23156110 36 810 SH SHARED 810 D CURTISS WRIGHT CORP COM 23156110 54 1200 SH SHARED 01 1200 D CURTISS WRIGHT CORP COM 23156110 525 11684 SH SHARED 02 11684 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 47 5500 SH SHARED 5500 D CYBERGUARD CORP COM 23191010 62 7122 SH SHARED 02 7122 D CYBERONICS INC COM 23251P10 459 14351 SH SHARED 14351 D CYBERONICS INC COM 23251P10 53 1660 SH SHARED 01 1660 D CYBERONICS INC COM 23251P10 432 13528 SH SHARED 02 13528 D CYBEROPTICS CORP COM 23251710 66 6175 SH SHARED 01 6175 D CYBEROPTICS CORP COM 23251710 110 10275 SH SHR/OTHR 01 10275 D CYMER INC NOTE 3.500% 2/1 232572AE 1 1635 PRN SHARED 01 1635 D CYMER INC COM 23257210 13 300 SH SHARED 300 D CYMER INC COM 23257210 5690 123200 SH SHARED 01 118500 4700 D CYMER INC COM 23257210 1184 25643 SH SHARED 02 25643 D CYMER INC COM 23257210 7852 170000 SH SHARED 04 170000 D CYMER INC COM 23257210 1398 30287 SH SHARED 10 30287 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 37 2500 SH SHARED 2500 D CYPRESS SEMICONDUCTOR CORP NOTE 3.750% 7/0 232806AF 4841 4991000 PRN SHARED 4991000 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 20246 13250000 PRN SHARED 13250000 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 30662 20067000 PRN SHARED 02 20067000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 15039 704093 SH SHARED 704093 D CYPRESS SEMICONDUCTOR CORP COM 23280610 2058 96384 SH SHARED 01 85784 10600 D CYPRESS SEMICONDUCTOR CORP COM 23280610 791 37074 SH SHARED 02 37074 D CYPRESS SEMICONDUCTOR CORP COM 23280610 1388 65000 SH SHARED 04 65000 D CYTEC INDS INC COM 23282010 57 1500 SH SHARED 1500 D CYTEC INDS INC COM 23282010 684 17824 SH SHARED 17824 D CYTEC INDS INC COM 23282010 2025 52768 SH SHARED 01 52768 D CYTEC INDS INC COM 23282010 2505 65270 SH SHARED 02 65270 D CYTEC INDS INC COM 23282010 34 900 SH SHARED 10 900 D CYTOGEN CORP COM NEW 23282430 174 16024 SH SHARED 16024 D D & E COMMUNICATIONS INC COM 23286010 5 400 SH SHARED 400 D D & E COMMUNICATIONS INC COM 23286010 131 9089 SH SHARED 02 9089 D D & K HEALTHCARE RES INC COM 23286110 116 8593 SH SHARED 8593 D D & K HEALTHCARE RES INC COM 23286110 345 25497 SH SHARED 01 25497 D D & K HEALTHCARE RES INC COM 23286110 114 8433 SH SHARED 02 8433 D CYTYC CORP COM 23294610 1008 72842 SH SHARED 72842 D CYTYC CORP COM 23294610 1929 139438 SH SHARED 01 136438 3000 D CYTYC CORP COM 23294610 13 1000 SH SHR/OTHR 01 1000 D CYTYC CORP COM 23294610 2399 173387 SH SHARED 02 173387 D CYTYC CORP COM 23294610 85 6200 SH SHARED 10 6200 D DHB INDS INC COM 23321E10 1 200 SH SHARED 200 D DHB INDS INC COM 23321E10 94 13446 SH SHARED 02 13446 D DJ ORTHOPEDICS INC COM 23325G10 25 954 SH SHARED 954 D DJ ORTHOPEDICS INC COM 23325G10 653 24400 SH SHARED 01 24400 D DJ ORTHOPEDICS INC COM 23325G10 118 4404 SH SHARED 02 4404 D DNP SELECT INCOME FD COM 23325P10 306 28000 SH SHARED 28000 D DNP SELECT INCOME FD COM 23325P10 219 20000 SH SHARED 01 13500 6500 D DPL INC COM 23329310 24180 1158047 SH SHARED 1158047 D DPL INC COM 23329310 768 36824 SH SHARED 01 35812 1012 D DPL INC COM 23329310 51 2475 SH SHR/OTHR 01 2475 D DPL INC COM 23329310 1869 89519 SH SHARED 02 89519 D DRS TECHNOLOGIES INC COM 23330X10 1685 60681 SH SHARED 60681 D DRS TECHNOLOGIES INC COM 23330X10 141 5104 SH SHARED 01 5104 D DRS TECHNOLOGIES INC COM 23330X10 482 17366 SH SHARED 02 17366 D D R HORTON INC COM 23331A10 307 7100 SH SHARED 7100 D D R HORTON INC COM 23331A10 3303 76358 SH SHARED 76358 D D R HORTON INC COM 23331A10 3893 90003 SH SHARED 01 90003 D D R HORTON INC COM 23331A10 2103 48618 SH SHARED 02 48618 D D R HORTON INC COM 23331A10 116 2700 SH SHARED 10 2700 D D R HORTON INC COM 23331A10 46 1085 SH SHARED 14 1085 D DSP GROUP INC COM 23332B10 187 7515 SH SHARED 7515 D DSP GROUP INC COM 23332B10 28253 1132417 SH SHARED 01 1080217 52200 D DSP GROUP INC COM 23332B10 1860 74585 SH SHARED 02 74585 D DSP GROUP INC COM 23332B10 24 1000 SH SHARED 05 1000 D DSP GROUP INC COM 23332B10 9906 397040 SH SHARED 10 397040 D DST SYS INC DEL COM 23332610 1249 29910 SH SHARED 29910 D DST SYS INC DEL COM 23332610 2154 51600 SH SHARED 01 51600 D DST SYS INC DEL COM 23332610 3168 75868 SH SHARED 02 75868 D DST SYS INC DEL COM 23332610 27 650 SH SHARED 06 650 D DST SYS INC DEL COM 23332610 350 8400 SH SHARED 10 8400 D DTE ENERGY CO COM 23333110 216 5500 SH SHARED 5500 D DTE ENERGY CO COM 23333110 255571 6486579 SH SHARED 6486579 D DTE ENERGY CO COM 23333110 3358 85234 SH SHARED 01 35086 50148 D DTE ENERGY CO COM 23333110 14 359 SH SHR/OTHR 01 359 D DTE ENERGY CO COM 23333110 3497 88763 SH SHARED 02 88763 D DTE ENERGY CO COM 23333110 47 1203 SH SHARED 05 1203 D DTE ENERGY CO COM 23333110 80 2050 SH SHARED 06 2050 D DTE ENERGY CO COM 23333110 2699 68509 SH SHARED 10 61155 7354 D DTE ENERGY CO COM 23333110 59 1500 SH SHARED 14 1500 D DADE BEHRING HLDGS INC COM 23342J20 8471 237040 SH SHARED 237040 D DADE BEHRING HLDGS INC COM 23342J20 4077 114100 SH SHARED 01 110600 3500 D DADE BEHRING HLDGS INC COM 23342J20 957 26785 SH SHARED 02 26785 D DADE BEHRING HLDGS INC COM 23342J20 182 5100 SH SHARED 10 5100 D DAKTRONICS INC COM 23426410 5 200 SH SHARED 200 D DAKTRONICS INC COM 23426410 2829 112500 SH SHARED 01 112500 D DAKTRONICS INC COM 23426410 246 9793 SH SHARED 02 9793 D DAN RIV INC GA CL A 23577410 547 750000 SH SHARED 750000 D DANA CORP COM 23581110 10757 586242 SH SHARED 586242 D DANA CORP COM 23581110 867 47276 SH SHARED 01 37532 9744 D DANA CORP COM 23581110 2579 140558 SH SHARED 02 140558 D DANA CORP COM 23581110 13 739 SH SHARED 05 739 D DANA CORP COM 23581110 1051 57287 SH SHARED 10 50640 6647 D DANAHER CORP DEL COM 23585110 32371 352818 SH SHARED 352818 D DANAHER CORP DEL COM 23585110 5404 58903 SH SHARED 01 54453 4450 D DANAHER CORP DEL COM 23585110 36 400 SH SHR/OTHR 01 400 D DANAHER CORP DEL COM 23585110 5963 64999 SH SHARED 02 64999 D DANAHER CORP DEL COM 23585110 642 7000 SH SHARED 04 7000 D DANAHER CORP DEL COM 23585110 75 826 SH SHARED 05 826 D DANAHER CORP DEL COM 23585110 188 2050 SH SHARED 06 2050 D DANAHER CORP DEL COM 23585110 5718 62331 SH SHARED 10 55479 6852 D DANAHER CORP DEL COM 23585110 2075 22617 SH SHARED 14 22617 D DARDEN RESTAURANTS INC COM 23719410 620 29500 SH SHARED 29500 D DARDEN RESTAURANTS INC COM 23719410 8615 409474 SH SHARED 409474 D DARDEN RESTAURANTS INC COM 23719410 827 39339 SH SHARED 01 39114 225 D DARDEN RESTAURANTS INC COM 23719410 239 11400 SH SHR/OTHR 01 11400 D DARDEN RESTAURANTS INC COM 23719410 1561 74227 SH SHARED 02 74227 D DARDEN RESTAURANTS INC COM 23719410 226 10771 SH SHARED 06 10771 D DARDEN RESTAURANTS INC COM 23719410 1406 66834 SH SHARED 10 59581 7253 D DARDEN RESTAURANTS INC COM 23719410 47 2250 SH SHARED 14 2250 D DARLING INTL INC COM 23726610 2 1000 SH SHARED 1000 D DARLING INTL INC COM 23726610 102 37140 SH SHARED 02 37140 D DASSAULT SYS S A SPONSORED ADR 23754510 113 2500 SH SHARED 2500 D DASSAULT SYS S A SPONSORED ADR 23754510 422 9262 SH SHARED 01 9262 D DASSAULT SYS S A SPONSORED ADR 23754510 2662 58433 SH SHARED 02 58433 D DATASCOPE CORP COM 23811310 248 6921 SH SHARED 6921 D DATASCOPE CORP COM 23811310 57 1614 SH SHARED 01 1614 D DATASCOPE CORP COM 23811310 251 7009 SH SHARED 02 7009 D DATASCOPE CORP COM 23811310 64 1800 SH SHARED 10 1800 D DATASTREAM SYS INC COM 23812410 3 500 SH SHARED 500 D DATASTREAM SYS INC COM 23812410 89 11353 SH SHARED 02 11353 D DAVE & BUSTERS INC COM 23833N10 46 3705 SH SHARED 3705 D DAVE & BUSTERS INC COM 23833N10 96 7603 SH SHARED 02 7603 D DAVITA INC COM 23918K10 444 11400 SH SHARED 11400 D DAVITA INC COM 23918K10 2182 55973 SH SHARED 55973 D DAVITA INC COM 23918K10 3180 81558 SH SHARED 01 81558 D DAVITA INC COM 23918K10 458 11748 SH SHARED 02 11748 D DAVITA INC COM 23918K10 38 988 SH SHARED 06 988 D DEAN FOODS CO NEW COM 24237010 1348 41016 SH SHARED 41016 D DEAN FOODS CO NEW COM 24237010 13305 404801 SH SHARED 01 372146 32655 D DEAN FOODS CO NEW COM 24237010 1906 58002 SH SHARED 02 58002 D DEAN FOODS CO NEW COM 24237010 745 22670 SH SHARED 10 22670 D DEB SHOPS INC COM 24272810 2 100 SH SHARED 100 D DEB SHOPS INC COM 24272810 62 2904 SH SHARED 02 2904 D DEB SHOPS INC COM 24272810 40 1890 SH SHARED 10 1890 D DEBT STRATEGIES FD INC NEW COM 24276Q10 977 139600 SH SHARED 139600 D DECODE GENETICS INC COM 24358610 122 14959 SH SHARED 14959 D DECODE GENETICS INC COM 24358610 181 22200 SH SHARED 01 22200 D DECODE GENETICS INC COM 24358610 276 33796 SH SHARED 02 33796 D DECOMA INTERNATIONAL INC CL A SUB VTG 24359C10 2 200 SH SHARED 200 D DEERE & CO COM 24419910 13 200 SH SHARED 200 D DEERE & CO COM 24419910 39247 603344 SH SHARED 579137 24207 D DEERE & CO COM 24419910 46269 711285 SH SHARED 01 110415 8700 592170 D DEERE & CO COM 24419910 537 8260 SH SHR/OTHR 01 3160 5100 D DEERE & CO COM 24419910 8254 126890 SH SHARED 02 125242 1648 D DEERE & CO COM 24419910 49127 755228 SH SHARED 05 579833 175395 D DEERE & CO COM 24419910 4989 76700 SH SHARED 06 61550 15150 D DEERE & CO COM 24419910 3366 51747 SH SHARED 07 51747 D DEERE & CO COM 24419910 6622 101800 SH SHARED 08 101800 D DEERE & CO COM 24419910 2068 31800 SH SHARED 09 31800 D DEERE & CO COM 24419910 7189 110530 SH SHARED 10 99949 10581 D DEERE & CO COM 24419910 240 3700 SH SHARED 14 3700 D DEL LABS INC COM 24509110 3 145 SH SHARED 145 D DEL LABS INC COM 24509110 91 3650 SH SHARED 02 3650 D DEL MONTE FOODS CO COM 24522P10 1685 162056 SH SHARED 161610 446 D DEL MONTE FOODS CO COM 24522P10 629 60537 SH SHARED 01 41718 18819 D DEL MONTE FOODS CO COM 24522P10 280 26973 SH SHR/OTHR 01 2477 24496 D DEL MONTE FOODS CO COM 24522P10 343 32989 SH SHARED 02 32989 D DEL MONTE FOODS CO COM 24522P10 13 1250 SH SHARED 14 1250 D DE RIGO S P A SPONSORED ADR 24533410 850 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 270 7954 SH SHARED 7370 584 D DELL INC COM 24702R10 299295 8807980 SH SHARED 8405157 402823 D DELL INC COM 24702R10 61548 1811308 SH SHARED 01 673328 16834 1121146 D DELL INC COM 24702R10 1046 30790 SH SHR/OTHR 01 12190 18600 D DELL INC COM 24702R10 46408 1365764 SH SHARED 02 1364464 1300 D DELL INC COM 24702R10 8343 245550 SH SHARED 03 240700 4850 D DELL INC COM 24702R10 60654 1785000 SH SHARED 04 1785000 D DELL INC COM 24702R10 46344 1363866 SH SHARED 05 918898 444968 D DELL INC COM 24702R10 5871 172792 SH SHARED 06 158592 14200 D DELL INC COM 24702R10 4208 123866 SH SHARED 07 123866 D DELL INC COM 24702R10 9581 281983 SH SHARED 08 281983 D DELL INC COM 24702R10 1977 58200 SH SHARED 09 58200 D DELL INC COM 24702R10 53697 1580270 SH SHARED 10 1464998 115272 D DELL INC COM 24702R10 1250 36792 SH SHARED 14 36792 D DELPHI CORP COM 24712610 176 17319 SH SHARED 17319 D DELPHI CORP COM 24712610 30679 3004888 SH SHARED 3004888 D DELPHI CORP COM 24712610 7874 771243 SH SHARED 01 771242 1 D DELPHI CORP COM 24712610 146 14383 SH SHR/OTHR 01 190 14193 D DELPHI CORP COM 24712610 18965 1857518 SH SHARED 02 1857518 D DELPHI CORP COM 24712610 44 4380 SH SHARED 05 4380 D DELPHI CORP COM 24712610 190 18684 SH SHARED 06 18684 D DELPHI CORP COM 24712610 2244 219790 SH SHARED 10 194910 24880 D DELPHI CORP COM 24712610 540 52900 SH SHARED 14 52900 D DELPHI FINL GROUP INC CL A 24713110 46 1293 SH SHARED 1293 D DELPHI FINL GROUP INC CL A 24713110 644 17895 SH SHARED 01 17895 D DELPHI FINL GROUP INC CL A 24713110 591 16431 SH SHARED 02 16431 D DELPHI FINL GROUP INC CL A 24713110 32 900 SH SHARED 10 900 D DELTA & PINE LD CO COM 24735710 79 3120 SH SHARED 3120 D DELTA & PINE LD CO COM 24735710 1902 74885 SH SHARED 01 74885 D DELTA & PINE LD CO COM 24735710 645 25413 SH SHARED 02 25413 D DELTA AIR LINES INC DEL COM 24736110 196 16600 SH SHARED 16600 D DELTA AIR LINES INC DEL COM 24736110 22891 1938317 SH SHARED 1938317 D DELTA AIR LINES INC DEL COM 24736110 2113 178920 SH SHARED 01 176920 2000 D DELTA AIR LINES INC DEL COM 24736110 625 52942 SH SHARED 02 52942 D DELTA AIR LINES INC DEL COM 24736110 6 515 SH SHARED 05 515 D DELTA AIR LINES INC DEL COM 24736110 600 50830 SH SHARED 10 45291 5539 D DELTATHREE INC COM 24783N10 136 46600 SH SHARED 46600 D DELTIC TIMBER CORP COM 24785010 30 990 SH SHARED 990 D DELTIC TIMBER CORP COM 24785010 962 31668 SH SHARED 01 13097 18571 D DELTIC TIMBER CORP COM 24785010 1595 52499 SH SHR/OTHR 01 52499 D DELTIC TIMBER CORP COM 24785010 197 6486 SH SHARED 02 6486 D DENBURY RES INC COM NEW 24791620 455 32727 SH SHARED 32727 D DENBURY RES INC COM NEW 24791620 2600 186976 SH SHARED 01 186976 D DENBURY RES INC COM NEW 24791620 315 22702 SH SHARED 02 22702 D DELTA FINANCIAL CORP COM 24791810 37 5300 SH SHR/OTHR 01 5300 D DELUXE CORP COM 24801910 157 3800 SH SHARED 3800 D DELUXE CORP COM 24801910 22614 547164 SH SHARED 547164 D DELUXE CORP COM 24801910 786 19018 SH SHARED 01 17265 1753 D DELUXE CORP COM 24801910 789 19109 SH SHARED 02 19109 D DELUXE CORP COM 24801910 880 21293 SH SHARED 10 18976 2317 D DENDREON CORP COM 24823Q10 2 300 SH SHARED 300 D DENDREON CORP COM 24823Q10 43 5400 SH SHARED 01 5400 D DENDREON CORP COM 24823Q10 66 8303 SH SHARED 02 8303 D DENDRITE INTL INC COM 24823910 175 11187 SH SHARED 11187 D DENDRITE INTL INC COM 24823910 12 765 SH SHARED 01 765 D DENDRITE INTL INC COM 24823910 318 20258 SH SHARED 02 20258 D DENTSPLY INTL INC NEW COM 24903010 58 1300 SH SHARED 1300 D DENTSPLY INTL INC NEW COM 24903010 3469 76800 SH SHARED 76800 D DENTSPLY INTL INC NEW COM 24903010 12719 281595 SH SHARED 01 281595 D DENTSPLY INTL INC NEW COM 24903010 1521 33692 SH SHARED 02 33692 D DENTSPLY INTL INC NEW COM 24903010 447 9900 SH SHARED 10 9900 D DEPARTMENT 56 INC COM 24950910 48 3703 SH SHARED 3703 D DEPARTMENT 56 INC COM 24950910 108 8300 SH SHARED 02 8300 D DESCARTES SYS GROUP INC COM 24990610 116 41142 SH SHARED 41142 D DESCARTES SYS GROUP INC COM 24990610 21 7658 SH SHARED 01 7658 D DESWELL INDS INC COM 25063910 70 2700 SH SHARED 2700 D DEUTSCHE BK AG N Y BRH NOTE 0.250%11/1 251526BF 10332 12000000 PRN SHARED 12000000 D DEUTSCHE BK FINL INC MTNS BE MTNF 1.000% 1/1 25153EBG 22148 23120000 PRN SHARED 23120000 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 10835 597665 SH SHARED 597665 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 1021 56343 SH SHARED 01 437 55906 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 21312 1175518 SH SHARED 02 1175518 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 3438 102418 SH SHARED 01 92018 10400 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1471 43838 SH SHARED 02 43838 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 128139 3817069 SH SHARED 11 3817069 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 6594 6402000 PRN SHARED 6402000 D DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB 618 600000 PRN SHARED 06 600000 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 21658 39960000 PRN SHARED 39960000 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 116 215000 PRN SHARED 10 215000 D DEVON ENERGY CORP NEW COM 25179M10 1070 18700 SH SHARED 18700 D DEVON ENERGY CORP NEW COM 25179M10 40095 700236 SH SHARED 682035 18201 D DEVON ENERGY CORP NEW COM 25179M10 22134 386568 SH SHARED 01 80368 306200 D DEVON ENERGY CORP NEW COM 25179M10 4497 78547 SH SHARED 02 78547 D DEVON ENERGY CORP NEW COM 25179M10 19680 343700 SH SHARED 03 308300 35400 D DEVON ENERGY CORP NEW COM 25179M10 3435 60000 SH SHARED 04 60000 D DEVON ENERGY CORP NEW COM 25179M10 18928 330574 SH SHARED 05 276460 54114 D DEVON ENERGY CORP NEW COM 25179M10 1929 33700 SH SHARED 06 33700 D DEVON ENERGY CORP NEW COM 25179M10 1523 26600 SH SHARED 07 26600 D DEVON ENERGY CORP NEW COM 25179M10 996 17400 SH SHARED 09 17400 D DEVON ENERGY CORP NEW COM 25179M10 72196 1260854 SH SHARED 10 1250575 10279 D DEVON ENERGY CORP NEW COM 25179M10 96 1692 SH SHARED 14 1692 D DEVRY INC DEL COM 25189310 354 14100 SH SHARED 14100 D DEVRY INC DEL COM 25189310 655 26100 SH SHARED 01 21100 5000 D DEVRY INC DEL COM 25189310 1169 46546 SH SHARED 02 46546 D DIAGEO P L C SPON ADR NEW 25243Q20 9922 187713 SH SHARED 187713 D DIAGEO P L C SPON ADR NEW 25243Q20 758 14347 SH SHARED 01 11702 2645 D DIAGEO P L C SPON ADR NEW 25243Q20 11679 220954 SH SHARED 02 220954 D DIAGEO P L C SPON ADR NEW 25243Q20 3927 74300 SH SHARED 10 74300 D DIAGNOSTIC PRODS CORP COM 25245010 13 300 SH SHARED 300 D DIAGNOSTIC PRODS CORP COM 25245010 36 800 SH SHARED 01 800 D DIAGNOSTIC PRODS CORP COM 25245010 748 16294 SH SHARED 02 16294 D DIAL CORP NEW COM 25247D10 1063 37344 SH SHARED 37344 D DIAL CORP NEW COM 25247D10 1257 44159 SH SHARED 01 43914 245 D DIAL CORP NEW COM 25247D10 31 1103 SH SHR/OTHR 01 1103 D DIAL CORP NEW COM 25247D10 9633 338386 SH SHARED 02 338386 D DIAL CORP NEW COM 25247D10 99 3490 SH SHARED 06 3490 D DIALOG SEMICONDUCTOR PLC SPONSORED ADR 25250P10 8 2000 SH SHARED 05 2000 D DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC 39274 68304000 PRN SHARED 68304000 D DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC 2751 4785000 PRN SHARED 02 4785000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 29510 32252000 PRN SHARED 32252000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 3 4000 PRN SHARED 01 4000 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1392 67900 SH SHARED 67900 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1018 49662 SH SHARED 02 49662 D DIAMONDCLUSTER INTL INC COM 25278P10 40 4000 SH SHARED 01 4000 D DIAMONDCLUSTER INTL INC COM 25278P10 19 1937 SH SHARED 02 1937 D DIAMONDS TR UNIT SER 1 25278710 23916 228715 SH SHARED 228000 715 D DIAMONDS TR UNIT SER 1 25278710 503 4812 SH SHARED 01 2400 2412 D DIAMONDS TR UNIT SER 1 25278710 471 4505 SH SHR/OTHR 01 4505 D DIAMONDS TR UNIT SER 1 25278710 502 4808 SH SHARED 02 4808 D DIAMONDS TR UNIT SER 1 25278710 773 7400 SH SHARED 04 7400 D DICKS SPORTING GOODS INC COM 25339310 106 2194 SH SHARED 2194 D DICKS SPORTING GOODS INC COM 25339310 414 8523 SH SHARED 02 8523 D DIEBOLD INC COM 25365110 118 2200 SH SHARED 2200 D DIEBOLD INC COM 25365110 1241 23046 SH SHARED 23046 D DIEBOLD INC COM 25365110 17651 327663 SH SHARED 01 196898 130765 D DIEBOLD INC COM 25365110 171 3175 SH SHR/OTHR 01 3175 D DIEBOLD INC COM 25365110 1650 30636 SH SHARED 02 30636 D DIEBOLD INC COM 25365110 1309 24300 SH SHARED 04 24300 D DIEBOLD INC COM 25365110 109 2027 SH SHARED 06 2027 D DIEBOLD INC COM 25365110 8382 155600 SH SHARED 10 155600 D DIGENE CORP COM 25375210 39 986 SH SHARED 986 D DIGENE CORP COM 25375210 5690 141900 SH SHARED 01 135500 6400 D DIGENE CORP COM 25375210 110 2750 SH SHR/OTHR 01 2750 D DIGENE CORP COM 25375210 332 8287 SH SHARED 02 8287 D DIGENE CORP COM 25375210 802 20000 SH SHARED 04 20000 D DIGI INTL INC COM 25379810 3 320 SH SHARED 02 320 D DIGIMARC CORP COM 25380710 137 10351 SH SHARED 10351 D DIGIMARC CORP COM 25380710 57 4316 SH SHARED 01 4316 D DIGIMARC CORP COM 25380710 93 6994 SH SHARED 02 6994 D DIGITAL INSIGHT CORP COM 25385P10 4 200 SH SHARED 200 D DIGITAL INSIGHT CORP COM 25385P10 1856 74600 SH SHARED 01 74600 D DIGITAL INSIGHT CORP COM 25385P10 894 35932 SH SHARED 02 35932 D DIGITAL INSIGHT CORP COM 25385P10 497 20000 SH SHARED 04 20000 D DIGITAL INSIGHT CORP COM 25385P10 15 630 SH SHARED 10 630 D DIGITAL LIGHTWAVE INC COM 25385510 113 140272 SH SHARED 140272 D DIGITAL LIGHTWAVE INC COM 25385510 12 14849 SH SHARED 01 14849 D DIGITAL RIV INC COM 25388B10 546 24747 SH SHARED 24747 D DIGITAL RIV INC COM 25388B10 4201 190103 SH SHARED 01 185003 5100 D DIGITAL RIV INC COM 25388B10 507 22962 SH SHARED 02 22962 D DIGITAL RIV INC COM 25388B10 1989 90000 SH SHARED 04 90000 D DIGITAL RIV INC COM 25388B10 209 9500 SH SHARED 10 9500 D DIGITAS INC COM 25388K10 0 100 SH SHARED 100 D DIGITAS INC COM 25388K10 10341 1109600 SH SHARED 01 676800 432800 D DIGITAS INC COM 25388K10 105 11289 SH SHARED 02 11289 D DIGITAS INC COM 25388K10 664 71300 SH SHARED 05 71300 D DIGITALTHINK INC COM 25388M10 29 10615 SH SHARED 10615 D DIGITALTHINK INC COM 25388M10 34 12220 SH SHARED 01 12220 D DIGITALTHINK INC COM 25388M10 74 26676 SH SHARED 02 26676 D DIGITALTHINK INC COM 25388M10 28 10300 SH SHARED 10 10300 D DIGITALNET HLDGS INC COM 25389B10 493 25300 SH SHARED 02 25300 D DIGITAL GENERATION SYS INC COM 25392110 1 700 SH SHARED 700 D DIGITAL GENERATION SYS INC COM 25392110 42 19185 SH SHARED 02 19185 D DIME CMNTY BANCSHARES COM 25392210 90 2932 SH SHARED 2932 D DIME CMNTY BANCSHARES COM 25392210 6365 206948 SH SHARED 01 186398 20550 D DIME CMNTY BANCSHARES COM 25392210 13 450 SH SHR/OTHR 01 450 D DIME CMNTY BANCSHARES COM 25392210 837 27232 SH SHARED 02 27232 D DIME CMNTY BANCSHARES COM 25392210 396 12900 SH SHARED 05 12900 D DIME CMNTY BANCSHARES COM 25392210 118 3865 SH SHARED 10 3865 D DILLARDS INC CL A 25406710 8341 506757 SH SHARED 506757 D DILLARDS INC CL A 25406710 205 12461 SH SHARED 01 12461 D DILLARDS INC CL A 25406710 6236 378867 SH SHARED 02 378867 D DILLARDS INC CL A 25406710 900 54737 SH SHARED 10 28434 26303 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 697 4103062 SH SHARED 4103062 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 3 22639 SH SHARED 01 21939 700 D DIMON INC COM 25439410 86 12861 SH SHARED 12861 D DIMON INC COM 25439410 21 3139 SH SHARED 01 3139 D DIMON INC COM 25439410 184 27312 SH SHARED 02 27312 D DIODES INC COM 25454310 6 363 SH SHARED 363 D DIODES INC COM 25454310 79 4206 SH SHARED 02 4206 D DIONEX CORP COM 25454610 56 1236 SH SHARED 1236 D DIONEX CORP COM 25454610 2147 46672 SH SHARED 01 46672 D DIONEX CORP COM 25454610 515 11207 SH SHARED 02 11207 D DIONEX CORP COM 25454610 73 1600 SH SHARED 10 1600 D DIRECT GEN CORP COM 25456W20 69 2100 SH SHARED 2100 D DIRECT GEN CORP COM 25456W20 10678 322600 SH SHARED 01 305000 17600 D DIRECT GEN CORP COM 25456W20 1208 36500 SH SHARED 02 36500 D DIRECT GEN CORP COM 25456W20 13 400 SH SHARED 05 400 D DIRECT GEN CORP COM 25456W20 4028 121700 SH SHARED 10 121700 D DISCOVERY LABORATORIES INC N COM 25466810 4 400 SH SHARED 400 D DISCOVERY LABORATORIES INC N COM 25466810 60 5800 SH SHARED 01 5800 D DISCOVERY LABORATORIES INC N COM 25466810 1198 114287 SH SHARED 02 114287 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 37404 35354000 PRN SHARED 35354000 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 10 9650 PRN SHARED 01 9650 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 5711 5398000 PRN SHARED 02 5398000 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 529 500000 PRN SHARED 06 500000 D DISNEY WALT CO COM DISNEY 25468710 37 1600 SH SHARED 1600 D DISNEY WALT CO COM DISNEY 25468710 154349 6615913 SH SHARED 6475854 140059 D DISNEY WALT CO COM DISNEY 25468710 19906 853267 SH SHARED 01 380908 472359 D DISNEY WALT CO COM DISNEY 25468710 10448 447842 SH SHR/OTHR 01 19610 428232 D DISNEY WALT CO COM DISNEY 25468710 17188 736767 SH SHARED 02 736767 D DISNEY WALT CO COM DISNEY 25468710 1549 66400 SH SHARED 03 15300 51100 D DISNEY WALT CO COM DISNEY 25468710 195738 8390000 SH SHARED 04 8390000 D DISNEY WALT CO COM DISNEY 25468710 1111 47632 SH SHARED 05 47632 D DISNEY WALT CO COM DISNEY 25468710 4950 212180 SH SHARED 06 208480 3700 D DISNEY WALT CO COM DISNEY 25468710 23790 1019749 SH SHARED 10 929455 90294 D DISNEY WALT CO COM DISNEY 25468710 4931 211376 SH SHARED 14 211376 D DISTRIBUTED ENERGY SYS CORP COM 25475V10 7 2700 SH SHARED 2700 D DITECH COMMUNICATIONS CORP COM 25500M10 1 100 SH SHARED 100 D DITECH COMMUNICATIONS CORP COM 25500M10 15 800 SH SHARED 01 800 D DITECH COMMUNICATIONS CORP COM 25500M10 331 17365 SH SHARED 02 17365 D DIVERSA CORP COM 25506410 2 300 SH SHARED 300 D DIVERSA CORP COM 25506410 372 40265 SH SHARED 02 40265 D DIXIE GROUP INC CL A 25551910 121 15786 SH SHARED 15786 D DIXIE GROUP INC CL A 25551910 30 3914 SH SHARED 01 3914 D DOCUCORP INTL INC COM 25591110 30 3000 SH SHARED 01 3000 D DOBSON COMMUNICATIONS CORP CL A 25606910 165 25203 SH SHARED 25203 D DOBSON COMMUNICATIONS CORP CL A 25606910 1737 264425 SH SHARED 01 264425 D DOBSON COMMUNICATIONS CORP CL A 25606910 127 19432 SH SHARED 02 19432 D DOBSON COMMUNICATIONS CORP CL A 25606910 36 5600 SH SHARED 10 5600 D DOCENT INC COM NEW 25608L50 90 20000 SH SHARED 02 20000 D DR REDDYS LABS LTD ADR 25613520 757 23948 SH SHARED 23948 D DR REDDYS LABS LTD ADR 25613520 7 238 SH SHARED 01 238 D DR REDDYS LABS LTD ADR 25613520 1003 31700 SH SHARED 02 31700 D DR REDDYS LABS LTD ADR 25613520 7770 245500 SH SHARED 04 245500 D DR REDDYS LABS LTD ADR 25613520 3165 100000 SH SHARED 06 100000 D DR REDDYS LABS LTD ADR 25613520 167 5300 SH SHARED 14 5300 D DOCUMENT SCIENCES CORP COM 25614R10 24 5566 SH SHARED 01 5566 D DOCUMENTUM INC COM 25615910 0 90750 SH SHARED 90750 D DOLLAR GEN CORP COM 25666910 15636 744944 SH SHARED 744944 D DOLLAR GEN CORP COM 25666910 4274 203668 SH SHARED 01 202703 965 D DOLLAR GEN CORP COM 25666910 3590 171080 SH SHARED 02 171080 D DOLLAR GEN CORP COM 25666910 42 2047 SH SHARED 05 2047 D DOLLAR GEN CORP COM 25666910 331 15770 SH SHARED 06 15770 D DOLLAR GEN CORP COM 25666910 3155 150336 SH SHARED 10 118088 32248 D DOLLAR GEN CORP COM 25666910 41 2000 SH SHARED 14 2000 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 379 14621 SH SHARED 14621 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 1449 55881 SH SHARED 01 55881 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 390 15071 SH SHARED 02 15071 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 23 900 SH SHARED 10 900 D DOLLAR TREE STORES INC COM 25674710 8020 266730 SH SHARED 266730 D DOLLAR TREE STORES INC COM 25674710 2600 86488 SH SHARED 01 79019 7469 D DOLLAR TREE STORES INC COM 25674710 29 969 SH SHR/OTHR 01 969 D DOLLAR TREE STORES INC COM 25674710 2696 89665 SH SHARED 02 89665 D DOLLAR TREE STORES INC COM 25674710 4059 135000 SH SHARED 04 135000 D DOLLAR TREE STORES INC COM 25674710 430 14300 SH SHARED 06 14300 D DOMINION HOMES INC COM 25738610 8 293 SH SHARED 293 D DOMINION HOMES INC COM 25738610 72 2404 SH SHARED 02 2404 D DOMINION RES INC VA NEW COM 25746U10 14 221 SH SHARED 221 D DOMINION RES INC VA NEW COM 25746U10 356154 5579728 SH SHARED 5579728 D DOMINION RES INC VA NEW COM 25746U10 11177 175107 SH SHARED 01 136835 38272 D DOMINION RES INC VA NEW COM 25746U10 3961 62063 SH SHR/OTHR 01 13861 48202 D DOMINION RES INC VA NEW COM 25746U10 7161 112203 SH SHARED 02 112203 D DOMINION RES INC VA NEW COM 25746U10 765 12000 SH SHARED 03 12000 D DOMINION RES INC VA NEW COM 25746U10 660 10347 SH SHARED 05 10347 D DOMINION RES INC VA NEW COM 25746U10 464 7270 SH SHARED 06 6370 900 D DOMINION RES INC VA NEW COM 25746U10 146 2300 SH SHARED 07 2300 D DOMINION RES INC VA NEW COM 25746U10 8616 134992 SH SHARED 10 120682 14310 D DOMINION RES INC VA NEW COM 25746U10 134 2100 SH SHARED 14 2100 D DOMTAR INC COM 25756110 54 4337 SH SHARED 4337 D DOMTAR INC COM 25756110 60 4863 SH SHARED 01 4863 D DOMTAR INC COM 25756110 1146 91829 SH SHARED 02 91829 D DOMTAR INC COM 25756110 474 38000 SH SHARED 05 38000 D DOMTAR INC COM 25756110 21 1700 SH SHARED 10 1700 D DOMTAR INC COM 25756110 28 2300 SH SHARED 14 2300 D DONALDSON INC COM 25765110 27661 467575 SH SHARED 467575 D DONALDSON INC COM 25765110 1591 26894 SH SHARED 01 26894 D DONALDSON INC COM 25765110 1151 19472 SH SHARED 02 19472 D DONALDSON INC COM 25765110 41 700 SH SHARED 10 700 D DONEGAL GROUP INC CL A 25770120 6 300 SH SHARED 300 D DONEGAL GROUP INC CL A 25770120 6782 308000 SH SHARED 01 241500 66500 D DONEGAL GROUP INC CL A 25770120 48 2200 SH SHARED 02 2200 D DONEGAL GROUP INC CL A 25770120 1354 61500 SH SHARED 05 61500 D DONNELLEY R R & SONS CO COM 25786710 521 17300 SH SHARED 17300 D DONNELLEY R R & SONS CO COM 25786710 10666 353779 SH SHARED 353779 D DONNELLEY R R & SONS CO COM 25786710 4067 134900 SH SHARED 01 117100 17800 D DONNELLEY R R & SONS CO COM 25786710 216 7166 SH SHR/OTHR 01 7166 D DONNELLEY R R & SONS CO COM 25786710 2523 83689 SH SHARED 02 83689 D DONNELLEY R R & SONS CO COM 25786710 14 480 SH SHARED 05 480 D DONNELLEY R R & SONS CO COM 25786710 27 900 SH SHARED 06 900 D DONNELLEY R R & SONS CO COM 25786710 1932 64097 SH SHARED 10 46361 17736 D DORAL FINL CORP COM 25811P10 196 6100 SH SHARED 6100 D DORAL FINL CORP COM 25811P10 456 14140 SH SHARED 14140 D DORAL FINL CORP COM 25811P10 1961 60766 SH SHARED 01 59266 1500 D DORAL FINL CORP COM 25811P10 1452 44987 SH SHARED 02 44987 D DORAL FINL CORP COM 25811P10 40 1260 SH SHARED 06 1260 D DOT HILL SYS CORP COM 25848T10 2596 171400 SH SHARED 171400 D DOT HILL SYS CORP COM 25848T10 2772 183000 SH SHARED 01 160600 22400 D DOT HILL SYS CORP COM 25848T10 363 23988 SH SHARED 02 23988 D DOT HILL SYS CORP COM 25848T10 80 5300 SH SHARED 10 5300 D DOUBLECLICK INC COM 25860930 2026 196734 SH SHARED 196734 D DOUBLECLICK INC COM 25860930 366 35538 SH SHARED 01 35458 80 D DOUBLECLICK INC COM 25860930 1255 121899 SH SHARED 02 121899 D DOV PHARMACEUTICAL INC COM 25985810 2 200 SH SHARED 200 D DOV PHARMACEUTICAL INC COM 25985810 105 7901 SH SHARED 02 7901 D DOV PHARMACEUTICAL INC COM 25985810 12347 923500 SH SHARED 04 923500 D DOV PHARMACEUTICAL INC COM 25985810 127 9500 SH SHARED 10 9500 D DOV PHARMACEUTICAL INC COM 25985810 128 9600 SH SHARED 14 9600 D DOVER CORP COM 26000310 11 300 SH SHARED 300 D DOVER CORP COM 26000310 49720 1250833 SH SHARED 1250833 D DOVER CORP COM 26000310 10428 262361 SH SHARED 01 97963 164398 D DOVER CORP COM 26000310 2339 58855 SH SHR/OTHR 01 58855 D DOVER CORP COM 26000310 4871 122556 SH SHARED 02 122556 D DOVER CORP COM 26000310 47 1190 SH SHARED 05 1190 D DOVER CORP COM 26000310 111 2800 SH SHARED 06 1800 1000 D DOVER CORP COM 26000310 3240 81520 SH SHARED 10 72655 8865 D DOVER CORP COM 26000310 63 1600 SH SHARED 14 1600 D DOVER DOWNS GAMING & ENTMT I COM 26009510 3 400 SH SHARED 01 400 D DOVER DOWNS GAMING & ENTMT I COM 26009510 53 5650 SH SHARED 02 5650 D DOVER MOTORSPORTS INC COM 26017410 1 400 SH SHARED 400 D DOVER MOTORSPORTS INC COM 26017410 34 9782 SH SHARED 02 9782 D DOW CHEM CO COM 26054310 1361 32740 SH SHARED 32740 D DOW CHEM CO COM 26054310 104384 2511046 SH SHARED 2369928 141118 D DOW CHEM CO COM 26054310 99578 2395443 SH SHARED 01 1553031 842412 D DOW CHEM CO COM 26054310 5562 133810 SH SHR/OTHR 01 10166 123644 D DOW CHEM CO COM 26054310 23287 560196 SH SHARED 02 555351 4845 D DOW CHEM CO COM 26054310 27318 657180 SH SHARED 03 606080 51100 D DOW CHEM CO COM 26054310 7021 168900 SH SHARED 04 168900 D DOW CHEM CO COM 26054310 12709 305747 SH SHARED 05 101565 204182 D DOW CHEM CO COM 26054310 680 16375 SH SHARED 06 14475 1900 D DOW CHEM CO COM 26054310 1795 43200 SH SHARED 07 43200 D DOW CHEM CO COM 26054310 8035 193300 SH SHARED 08 193300 D DOW CHEM CO COM 26054310 19688 473626 SH SHARED 10 433014 40612 D DOW CHEM CO COM 26054310 282 6790 SH SHARED 14 6790 D DOW JONES & CO INC COM 26056110 10334 207302 SH SHARED 207302 D DOW JONES & CO INC COM 26056110 3033 60854 SH SHARED 01 13438 47416 D DOW JONES & CO INC COM 26056110 39 800 SH SHR/OTHR 01 800 D DOW JONES & CO INC COM 26056110 1542 30937 SH SHARED 02 30937 D DOW JONES & CO INC COM 26056110 1844 37000 SH SHARED 04 37000 D DOW JONES & CO INC COM 26056110 37 745 SH SHARED 05 745 D DOW JONES & CO INC COM 26056110 19 400 SH SHARED 06 400 D DOW JONES & CO INC COM 26056110 1626 32628 SH SHARED 10 29102 3526 D DOW JONES & CO INC COM 26056110 54 1100 SH SHARED 14 1100 D DOWNEY FINL CORP COM 26101810 152 3100 SH SHARED 3100 D DOWNEY FINL CORP COM 26101810 105 2130 SH SHARED 2130 D DOWNEY FINL CORP COM 26101810 9 200 SH SHARED 01 200 D DOWNEY FINL CORP COM 26101810 115 2336 SH SHARED 02 2336 D DRESS BARN INC COM 26157010 6 400 SH SHARED 400 D DRESS BARN INC COM 26157010 6 400 SH SHARED 01 400 D DRESS BARN INC COM 26157010 188 12604 SH SHARED 02 12604 D DREW INDS INC COM NEW 26168L20 5 200 SH SHARED 200 D DREW INDS INC COM NEW 26168L20 116 4200 SH SHARED 02 4200 D DREXLER TECHNOLOGY CORP COM 26187610 347 25846 SH SHARED 25846 D DREXLER TECHNOLOGY CORP COM 26187610 46 3494 SH SHARED 01 3494 D DREXLER TECHNOLOGY CORP COM 26187610 97 7265 SH SHARED 02 7265 D DREYERS GRAND ICE CREAM HL I COM A CALL PUT 26187710 2397 30833 SH SHARED 30833 D DREYERS GRAND ICE CREAM HL I COM A CALL PUT 26187710 101 1302 SH SHARED 01 1302 D DREYFUS STRATEGIC MUNS INC COM 26193210 152 15500 SH SHARED 01 15500 D DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S10 108 20000 SH SHARED 20000 D DRIL-QUIP INC COM 26203710 1 100 SH SHARED 100 D DRIL-QUIP INC COM 26203710 2081 127700 SH SHARED 01 111300 16400 D DRIL-QUIP INC COM 26203710 68 4208 SH SHARED 02 4208 D DRIL-QUIP INC COM 26203710 221 13600 SH SHARED 05 13600 D DRUGSTORE COM INC COM 26224110 160 29085 SH SHARED 29085 D DRUGSTORE COM INC COM 26224110 276 49913 SH SHARED 01 49913 D DRUGSTORE COM INC COM 26224110 116 21036 SH SHARED 02 21036 D DSL NET INC COM 26250610 17 29200 SH SHARED 29200 D DU PONT E I DE NEMOURS & CO COM 26353410 36 800 SH SHARED 800 D DU PONT E I DE NEMOURS & CO COM 26353410 144742 3154127 SH SHARED 2975137 178990 D DU PONT E I DE NEMOURS & CO COM 26353410 61566 1341615 SH SHARED 01 399579 5200 936836 D DU PONT E I DE NEMOURS & CO COM 26353410 15355 334626 SH SHR/OTHR 01 32816 301810 D DU PONT E I DE NEMOURS & CO COM 26353410 16218 353431 SH SHARED 02 353431 D DU PONT E I DE NEMOURS & CO COM 26353410 3464 75500 SH SHARED 03 22300 53200 D DU PONT E I DE NEMOURS & CO COM 26353410 91 2000 SH SHARED 04 2000 D DU PONT E I DE NEMOURS & CO COM 26353410 38916 848042 SH SHARED 05 540368 307674 D DU PONT E I DE NEMOURS & CO COM 26353410 1068 23274 SH SHARED 06 21574 1700 D DU PONT E I DE NEMOURS & CO COM 26353410 2124 46302 SH SHARED 07 46302 D DU PONT E I DE NEMOURS & CO COM 26353410 1440 31400 SH SHARED 09 31400 D DU PONT E I DE NEMOURS & CO COM 26353410 18884 411521 SH SHARED 10 382498 29023 D DU PONT E I DE NEMOURS & CO COM 26353410 475 10351 SH SHARED 14 10351 D DUANE READE INC NOTE 2.148% 4/1 263578AC 3933 6938000 PRN SHARED 6938000 D DUANE READE INC COM 26357810 2239 132344 SH SHARED 132344 D DUANE READE INC COM 26357810 394 23317 SH SHARED 01 23317 D DUANE READE INC COM 26357810 261 15435 SH SHARED 02 15435 D DUCOMMUN INC DEL COM 26414710 20 922 SH SHARED 922 D DUCOMMUN INC DEL COM 26414710 3 178 SH SHARED 01 178 D DUCOMMUN INC DEL COM 26414710 109 4908 SH SHARED 02 4908 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 8256 8000000 PRN SHARED 8000000 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 9 9400 PRN SHARED 01 9400 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 5516 5345000 PRN SHARED 02 5345000 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 3096 3000000 PRN SHARED 06 3000000 D DUKE ENERGY CORP COM 26439910 14 700 SH SHARED 700 D DUKE ENERGY CORP COM 26439910 74303 3633410 SH SHARED 3608410 25000 D DUKE ENERGY CORP COM 26439910 8551 418175 SH SHARED 01 143589 274586 D DUKE ENERGY CORP COM 26439910 1368 66901 SH SHR/OTHR 01 2700 64201 D DUKE ENERGY CORP COM 26439910 11985 586076 SH SHARED 02 586076 D DUKE ENERGY CORP COM 26439910 2368 115800 SH SHARED 03 57800 58000 D DUKE ENERGY CORP COM 26439910 542 26535 SH SHARED 05 26535 D DUKE ENERGY CORP COM 26439910 327 16030 SH SHARED 06 14430 1600 D DUKE ENERGY CORP COM 26439910 6834 334215 SH SHARED 10 328370 5845 D DUKE ENERGY CORP COM 26439910 1598 78159 SH SHARED 14 78159 D DUKE REALTY CORP COM NEW 26441150 756 24389 SH SHARED 24389 D DUKE REALTY CORP COM NEW 26441150 4549 146763 SH SHARED 01 61013 85750 D DUKE REALTY CORP COM NEW 26441150 186 6000 SH SHR/OTHR 01 6000 D DUKE REALTY CORP COM NEW 26441150 2840 91618 SH SHARED 02 91618 D DUKE REALTY CORP COM NEW 26441150 15149 488701 SH SHARED 11 488701 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2507 49453 SH SHARED 49453 D DUN & BRADSTREET CORP DEL NE COM 26483E10 4703 92753 SH SHARED 01 82911 9842 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2664 52542 SH SHR/OTHR 01 800 51742 D DUN & BRADSTREET CORP DEL NE COM 26483E10 1354 26706 SH SHARED 02 26706 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2530 49900 SH SHARED 10 49900 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 42 3300 SH SHARED 3300 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 80 6219 SH SHARED 6219 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 1078 83081 SH SHARED 01 83081 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 134 10348 SH SHARED 02 10348 D DUPONT PHOTOMASKS INC NOTE 7/2 26613XAC 25365 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 585 500000 PRN SHARED 02 500000 D DUPONT PHOTOMASKS INC COM 26613X10 1817 75306 SH SHARED 75306 D DUPONT PHOTOMASKS INC COM 26613X10 449 18623 SH SHARED 01 17173 1450 D DUPONT PHOTOMASKS INC COM 26613X10 27 1124 SH SHR/OTHR 01 1124 D DUPONT PHOTOMASKS INC COM 26613X10 195 8090 SH SHARED 02 8090 D DUQUESNE LT HLDGS INC COM 26623310 517 28233 SH SHARED 28233 D DUQUESNE LT HLDGS INC COM 26623310 340 18542 SH SHARED 01 18355 187 D DUQUESNE LT HLDGS INC COM 26623310 13 750 SH SHR/OTHR 01 750 D DUQUESNE LT HLDGS INC COM 26623310 791 43134 SH SHARED 02 43134 D DURATEK INC COM 26658Q10 2 200 SH SHARED 200 D DURATEK INC COM 26658Q10 65 5030 SH SHARED 02 5030 D DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 26659730 235 74200 SH SHARED 74200 D DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 26659730 31 10000 SH SHARED 01 10000 D DURECT CORP COM 26660510 2 810 SH SHARED 810 D DURECT CORP COM 26660510 0 2 SH SHARED 01 2 D DURECT CORP COM 26660510 48 19441 SH SHARED 02 19441 D DYAX CORP COM 26746E10 855 105000 SH SHARED 04 105000 D DYAX CORP COM 26746E10 122 15000 SH SHARED 10 15000 D DYCOM INDS INC COM 26747510 3232 120537 SH SHARED 120537 D DYCOM INDS INC COM 26747510 329 12300 SH SHARED 01 12300 D DYCOM INDS INC COM 26747510 1136 42383 SH SHARED 02 42383 D DYCOM INDS INC COM 26747510 78 2915 SH SHARED 10 2915 D DYNACQ HEALTHCARE INC COM 26779V10 332 43344 SH SHARED 43344 D DYNACQ HEALTHCARE INC COM 26779V10 82 10713 SH SHARED 01 10713 D DYNACQ HEALTHCARE INC COM 26779V10 28 3704 SH SHARED 02 3704 D DYNEGY INC NEW CL A 26816Q10 4451 1040035 SH SHARED 1040035 D DYNEGY INC NEW CL A 26816Q10 752 175700 SH SHARED 01 175700 D DYNEGY INC NEW CL A 26816Q10 678 158446 SH SHARED 02 158446 D DYNEGY INC NEW CL A 26816Q10 4 1155 SH SHARED 05 1155 D DYNEGY INC NEW CL A 26816Q10 635 148589 SH SHARED 10 131968 16621 D DYNEX CAP INC COM NEW 26817Q50 16 2700 SH SHARED 2700 D ECI TELECOM LTD ORD 26825810 475 83205 SH SHARED 83205 D ECI TELECOM LTD ORD 26825810 48 8563 SH SHARED 01 8563 D ECI TELECOM LTD ORD 26825810 4 774 SH SHARED 02 774 D EDP-ELECTRICIDADE DE PORTUGA SPONSORED ADR 26835310 6 244 SH SHARED 01 244 D EGL INC NOTE 5.000%12/1 268484AB 352 300000 PRN SHARED 300000 D EGL INC NOTE 5.000%12/1 268484AB 2 2000 PRN SHARED 01 2000 D EGL INC COM 26848410 818 46581 SH SHARED 46581 D EGL INC COM 26848410 292 16624 SH SHARED 01 16624 D EGL INC COM 26848410 549 31231 SH SHARED 02 31231 D E-LOAN INC COM 26861P10 157 52791 SH SHARED 52791 D E-LOAN INC COM 26861P10 73 24701 SH SHARED 01 24701 D E-LOAN INC COM 26861P10 88 29607 SH SHARED 02 29607 D E M C CORP MASS COM 26864810 1876 145245 SH SHARED 145200 45 D E M C CORP MASS COM 26864810 124964 9672178 SH SHARED 8967555 704623 D E M C CORP MASS COM 26864810 171845 13300753 SH SHARED 01 7356384 68200 5876169 D E M C CORP MASS COM 26864810 5257 406924 SH SHR/OTHR 01 24320 382604 D E M C CORP MASS COM 26864810 16777 1298564 SH SHARED 02 1284455 14109 D E M C CORP MASS COM 26864810 41950 3246910 SH SHARED 03 3024810 222100 D E M C CORP MASS COM 26864810 128489 9945000 SH SHARED 04 9945000 D E M C CORP MASS COM 26864810 108873 8426776 SH SHARED 05 6173417 2253359 D E M C CORP MASS COM 26864810 25307 1958794 SH SHARED 06 1167794 791000 D E M C CORP MASS COM 26864810 5923 458493 SH SHARED 07 458493 D E M C CORP MASS COM 26864810 8764 678400 SH SHARED 08 678400 D E M C CORP MASS COM 26864810 3038 235200 SH SHARED 09 235200 D E M C CORP MASS COM 26864810 39752 3076816 SH SHARED 10 2966971 109845 D E M C CORP MASS COM 26864810 937 72558 SH SHARED 14 72558 D EMC INS GROUP INC COM 26866410 2 100 SH SHARED 100 D EMC INS GROUP INC COM 26866410 31 1504 SH SHARED 02 1504 D EMS TECHNOLOGIES INC COM 26873N10 491 23953 SH SHARED 23953 D EMS TECHNOLOGIES INC COM 26873N10 68 3318 SH SHARED 01 3318 D EMS TECHNOLOGIES INC COM 26873N10 146 7111 SH SHARED 02 7111 D EMS TECHNOLOGIES INC COM 26873N10 44 2150 SH SHARED 10 2150 D ENSCO INTL INC COM 26874Q10 4109 151233 SH SHARED 151233 D ENSCO INTL INC COM 26874Q10 2030 74731 SH SHARED 01 55347 19384 D ENSCO INTL INC COM 26874Q10 43 1600 SH SHR/OTHR 01 1600 D ENSCO INTL INC COM 26874Q10 3553 130792 SH SHARED 02 130792 D ENSCO INTL INC COM 26874Q10 40 1500 SH SHARED 06 1500 D ENI S P A SPONSORED ADR 26874R10 393 4139 SH SHARED 4139 D ENI S P A SPONSORED ADR 26874R10 865 9111 SH SHARED 01 9111 D ENI S P A SPONSORED ADR 26874R10 675 7112 SH SHARED 02 7112 D EOG RES INC COM 26875P10 55 1200 SH SHARED 1200 D EOG RES INC COM 26875P10 28121 609085 SH SHARED 609085 D EOG RES INC COM 26875P10 17702 383421 SH SHARED 01 227321 156100 D EOG RES INC COM 26875P10 6212 134549 SH SHARED 02 134549 D EOG RES INC COM 26875P10 46 1000 SH SHARED 06 1000 D EOG RES INC COM 26875P10 10939 236935 SH SHARED 10 221140 15795 D E ON AG SPONSORED ADR 26878010 21174 323569 SH SHARED 323429 140 D E ON AG SPONSORED ADR 26878010 1074 16424 SH SHARED 01 16424 D EPIX MEDICAL INC COM 26881Q10 163 10072 SH SHARED 10072 D EPIX MEDICAL INC COM 26881Q10 39 2423 SH SHARED 01 2423 D EPIX MEDICAL INC COM 26881Q10 184 11321 SH SHARED 02 11321 D EPIX MEDICAL INC COM 26881Q10 1139 70000 SH SHARED 04 70000 D EPIX MEDICAL INC COM 26881Q10 113 7000 SH SHARED 10 7000 D E PIPHANY INC COM 26881V10 283 39360 SH SHARED 39360 D E PIPHANY INC COM 26881V10 344 47840 SH SHARED 01 47840 D E PIPHANY INC COM 26881V10 267 37039 SH SHARED 02 37039 D EPIQ SYS INC COM 26882D10 8 500 SH SHARED 500 D EPIQ SYS INC COM 26882D10 8 500 SH SHARED 01 500 D EPIQ SYS INC COM 26882D10 181 10582 SH SHARED 02 10582 D ESB FINL CORP COM 26884F10 3 200 SH SHARED 200 D ESB FINL CORP COM 26884F10 77 4816 SH SHARED 02 4816 D ESS TECHNOLOGY INC COM 26915110 34067 2000463 SH SHARED 2000463 D ESS TECHNOLOGY INC COM 26915110 56 3315 SH SHARED 01 3315 D ESS TECHNOLOGY INC COM 26915110 346 20332 SH SHARED 02 20332 D ESS TECHNOLOGY INC COM 26915110 52 3070 SH SHARED 10 3070 D E TRADE FINANCIAL CORP NOTE 6.000% 2/0 269246AB 5621 5500000 PRN SHARED 5500000 D E TRADE FINANCIAL CORP NOTE 6.000% 2/0 269246AB 5488 5370000 PRN SHARED 02 5370000 D E TRADE FINANCIAL CORP NOTE 6.750% 5/1 269246AD 17 14500 PRN SHARED 01 14500 D E TRADE FINANCIAL CORP COM 26924610 2412 190690 SH SHARED 190690 D E TRADE FINANCIAL CORP COM 26924610 2855 225700 SH SHARED 01 225700 D E TRADE FINANCIAL CORP COM 26924610 3885 307176 SH SHARED 02 307176 D E TRADE FINANCIAL CORP COM 26924610 35673 2820000 SH SHARED 04 2820000 D EAGLE BROADBAND INC COM 26943710 15 12300 SH SHARED 12300 D EARTHLINK INC COM 27032110 193 19332 SH SHARED 19332 D EARTHLINK INC COM 27032110 3324 332400 SH SHARED 01 332400 D EARTHLINK INC COM 27032110 1047 104749 SH SHARED 02 104749 D EARTHLINK INC COM 27032110 3000 300000 SH SHARED 04 300000 D EARTHLINK INC COM 27032110 98 9800 SH SHARED 10 9800 D EAST WEST BANCORP INC COM 27579R10 16 300 SH SHARED 300 D EAST WEST BANCORP INC COM 27579R10 3129 58300 SH SHARED 01 58300 D EAST WEST BANCORP INC COM 27579R10 803 14960 SH SHARED 02 14960 D EAST WEST BANCORP INC COM 27579R10 42 800 SH SHARED 10 800 D EASTERN VA BANKSHARES INC COM 27719610 8 300 SH SHARED 300 D EASTERN VA BANKSHARES INC COM 27719610 103 3574 SH SHARED 02 3574 D EASTGROUP PPTY INC COM 27727610 105 3245 SH SHARED 3245 D EASTGROUP PPTY INC COM 27727610 56 1755 SH SHARED 01 1755 D EASTGROUP PPTY INC COM 27727610 406 12546 SH SHARED 02 12546 D EASTGROUP PPTY INC COM 27727610 4536 140100 SH SHARED 10 140100 D EASTGROUP PPTY INC COM 27727610 17122 528800 SH SHARED 11 528800 D EASTMAN CHEM CO COM 27743210 446 11300 SH SHARED 11300 D EASTMAN CHEM CO COM 27743210 16271 411622 SH SHARED 411622 D EASTMAN CHEM CO COM 27743210 770 19495 SH SHARED 01 19125 370 D EASTMAN CHEM CO COM 27743210 14 356 SH SHR/OTHR 01 356 D EASTMAN CHEM CO COM 27743210 6560 165955 SH SHARED 02 165955 D EASTMAN CHEM CO COM 27743210 12 315 SH SHARED 05 315 D EASTMAN CHEM CO COM 27743210 1590 40235 SH SHARED 10 27438 12797 D EASTMAN KODAK CO COM 27746110 533 20800 SH SHARED 20800 D EASTMAN KODAK CO COM 27746110 56686 2208260 SH SHARED 2192815 15445 D EASTMAN KODAK CO COM 27746110 8290 322954 SH SHARED 01 320544 2410 D EASTMAN KODAK CO COM 27746110 306 11951 SH SHR/OTHR 01 3996 7955 D EASTMAN KODAK CO COM 27746110 13648 531676 SH SHARED 02 531676 D EASTMAN KODAK CO COM 27746110 27 1053 SH SHARED 05 1053 D EASTMAN KODAK CO COM 27746110 79 3100 SH SHARED 06 2600 500 D EASTMAN KODAK CO COM 27746110 3020 117653 SH SHARED 10 104961 12692 D EASTMAN KODAK CO COM 27746110 54 2114 SH SHARED 14 2114 D EATON CORP COM 27805810 19712 182558 SH SHARED 182558 D EATON CORP COM 27805810 21997 203719 SH SHARED 01 202689 1030 D EATON CORP COM 27805810 2850 26397 SH SHARED 02 26397 D EATON CORP COM 27805810 49 455 SH SHARED 05 455 D EATON CORP COM 27805810 59 550 SH SHARED 06 550 D EATON CORP COM 27805810 4508 41753 SH SHARED 10 38429 3324 D EATON CORP COM 27805810 86 800 SH SHARED 14 800 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 211 13850 SH SHARED 01 3850 10000 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 45 3000 SH SHR/OTHR 01 3000 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 2512 68567 SH SHARED 68567 D EATON VANCE CORP COM NON VTG 27826510 1065 29070 SH SHARED 01 29070 D EATON VANCE CORP COM NON VTG 27826510 802 21908 SH SHARED 02 21908 D EBAY INC COM 27864210 25 400 SH SHARED 400 D EBAY INC COM 27864210 123155 1906143 SH SHARED 1895660 10483 D EBAY INC COM 27864210 51646 799364 SH SHARED 01 772990 5600 20774 D EBAY INC COM 27864210 75 1176 SH SHR/OTHR 01 1176 D EBAY INC COM 27864210 27930 432291 SH SHARED 02 432291 D EBAY INC COM 27864210 81150 1256000 SH SHARED 04 1256000 D EBAY INC COM 27864210 5523 85494 SH SHARED 05 39020 46474 D EBAY INC COM 27864210 4908 75974 SH SHARED 06 75574 400 D EBAY INC COM 27864210 8476 131200 SH SHARED 08 131200 D EBAY INC COM 27864210 30464 471517 SH SHARED 10 443099 28418 D EBAY INC COM 27864210 2699 41782 SH SHARED 14 41782 D ECHELON CORP COM 27874N10 44 4039 SH SHARED 4039 D ECHELON CORP COM 27874N10 1420 127503 SH SHARED 01 127503 D ECHELON CORP COM 27874N10 210 18857 SH SHARED 02 18857 D ECHELON CORP COM 27874N10 14 1300 SH SHARED 10 1300 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 3930 3736000 PRN SHARED 3736000 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 489 465000 PRN SHARED 02 465000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 14378 423020 SH SHARED 420120 2900 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 312 9190 SH SHARED 01 8890 300 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 3064 90166 SH SHARED 02 90166 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 1692 49800 SH SHARED 06 49800 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 1847 54350 SH SHARED 10 54350 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 124 3660 SH SHARED 14 3660 D ECLIPSYS CORP COM 27885610 2661 228687 SH SHARED 228687 D ECLIPSYS CORP COM 27885610 218 18771 SH SHARED 18771 D ECLIPSYS CORP COM 27885610 1287 110577 SH SHARED 02 110577 D ECLIPSYS CORP COM 27885610 24 2100 SH SHARED 10 2100 D ECOLAB INC COM 27886510 18331 669777 SH SHARED 669777 D ECOLAB INC COM 27886510 19659 718270 SH SHARED 01 291515 426755 D ECOLAB INC COM 27886510 1643 60035 SH SHR/OTHR 01 900 59135 D ECOLAB INC COM 27886510 2921 106745 SH SHARED 02 106745 D ECOLAB INC COM 27886510 46 1692 SH SHARED 05 1692 D ECOLAB INC COM 27886510 49 1800 SH SHARED 06 1800 D ECOLAB INC COM 27886510 14412 526589 SH SHARED 10 512306 14283 D ECOLAB INC COM 27886510 52 1921 SH SHARED 14 1921 D ECOLLEGE COM COM 27887E10 1 100 SH SHARED 100 D ECOLLEGE COM COM 27887E10 3751 203200 SH SHARED 01 203200 D ECOLLEGE COM COM 27887E10 174 9466 SH SHARED 02 9466 D ECOLLEGE COM COM 27887E10 33 1800 SH SHARED 10 1800 D EDISON INTL COM 28102010 1228 56000 SH SHARED 56000 D EDISON INTL COM 28102010 17935 817834 SH SHARED 817834 D EDISON INTL COM 28102010 12545 572067 SH SHARED 01 553967 18100 D EDISON INTL COM 28102010 195 8900 SH SHR/OTHR 01 8900 D EDISON INTL COM 28102010 3698 168637 SH SHARED 02 168637 D EDISON INTL COM 28102010 1113 50786 SH SHARED 05 49400 1386 D EDISON INTL COM 28102010 82 3750 SH SHARED 06 2750 1000 D EDISON INTL COM 28102010 3310 150944 SH SHARED 10 120006 30938 D EDISON INTL COM 28102010 87 4000 SH SHARED 14 4000 D EDO CORP NOTE 5.250% 4/1 281347AD 3 3000 PRN SHARED 3000 D EDO CORP COM 28134710 731 29675 SH SHARED 29675 D EDO CORP COM 28134710 5846 237171 SH SHARED 01 216771 20400 D EDO CORP COM 28134710 1078 43763 SH SHARED 02 43763 D EDO CORP COM 28134710 421 17100 SH SHARED 05 17100 D EDUCATION MGMT CORP COM 28139T10 2255 72656 SH SHARED 72656 D EDUCATION MGMT CORP COM 28139T10 968 31204 SH SHARED 01 31004 200 D EDUCATION MGMT CORP COM 28139T10 729 23509 SH SHARED 02 23509 D EDUCATION MGMT CORP COM 28139T10 584 18840 SH SHARED 10 18840 D EDUCATION LENDING GROUP INC COM 28140A10 6609 493600 SH SHARED 01 387000 106600 D EDUCATION LENDING GROUP INC COM 28140A10 1097 82000 SH SHARED 02 82000 D EDUCATION LENDING GROUP INC COM 28140A10 1321 98700 SH SHARED 05 98700 D EDWARDS LIFESCIENCES CORP COM 28176E10 1254 41706 SH SHARED 41706 D EDWARDS LIFESCIENCES CORP COM 28176E10 26085 867202 SH SHARED 01 826717 40485 D EDWARDS LIFESCIENCES CORP COM 28176E10 393 13092 SH SHR/OTHR 01 80 13012 D EDWARDS LIFESCIENCES CORP COM 28176E10 618 20554 SH SHARED 02 20554 D EDWARDS LIFESCIENCES CORP COM 28176E10 21 700 SH SHARED 05 700 D EDWARDS LIFESCIENCES CORP COM 28176E10 3808 126622 SH SHARED 10 126622 D EDWARDS AG INC COM 28176010 81 2250 SH SHARED 2250 D EDWARDS AG INC COM 28176010 1931 53323 SH SHARED 53323 D EDWARDS AG INC COM 28176010 6664 183952 SH SHARED 01 183952 D EDWARDS AG INC COM 28176010 2104 58074 SH SHARED 02 58074 D EFUNDS CORP COM 28224R10 36 2095 SH SHARED 2095 D EFUNDS CORP COM 28224R10 186 10733 SH SHARED 10733 D EFUNDS CORP COM 28224R10 3876 223420 SH SHARED 01 222454 966 D EFUNDS CORP COM 28224R10 546 31504 SH SHARED 02 31504 D EFUNDS CORP COM 28224R10 111 6400 SH SHARED 10 6400 D 8X8 INC NEW COM 28291410 237 53292 SH SHARED 53292 D 8X8 INC NEW COM 28291410 30 6908 SH SHARED 01 6908 D EL PASO CORP DBCV 2/2 28336LAC 39092 84984000 PRN SHARED 84984000 D EL PASO CORP COM 28336L10 5 646 SH SHARED 646 D EL PASO CORP COM 28336L10 11269 1376025 SH SHARED 1366025 10000 D EL PASO CORP COM 28336L10 1014 123881 SH SHARED 01 111547 12334 D EL PASO CORP COM 28336L10 223 27247 SH SHR/OTHR 01 27247 D EL PASO CORP COM 28336L10 4096 500155 SH SHARED 02 500155 D EL PASO CORP COM 28336L10 20 2499 SH SHARED 05 2499 D EL PASO CORP COM 28336L10 49 6000 SH SHARED 06 4700 1300 D EL PASO CORP COM 28336L10 58261 7113747 SH SHARED 10 7113747 D EL PASO CORP COM 28336L10 1751 213900 SH SHARED 14 213900 D EL PASO ELEC CO COM NEW 28367785 53 4000 SH SHARED 4000 D EL PASO ELEC CO COM NEW 28367785 18168 1360915 SH SHARED 1360915 D EL PASO ELEC CO COM NEW 28367785 681 51074 SH SHARED 02 51074 D ELAN FIN CORP LTD NOTE 12/1 284129AC 5861 9500000 PRN SHARED 9500000 D ELAN PLC ADR 28413120 974 141409 SH SHARED 141409 D ELAN PLC ADR 28413120 162 23600 SH SHARED 01 23600 D ELAN PLC ADR 28413120 1180 171400 SH SHARED 02 171400 D ELAN PLC ADR 28413120 10335 1500000 SH SHARED 04 1500000 D ELAN PLC ADR 28413120 1 260 SH SHARED 05 260 D ELAN PLC ADR 28413120 187 27179 SH SHARED 06 27179 D ELDERTRUST COM SH BEN INT 28456010 1138 90828 SH SHARED 90828 D ELDORADO GOLD CORP NEW COM 28490210 185 57800 SH SHARED 57800 D ELECTRO RENT CORP COM 28521810 4 300 SH SHARED 300 D ELECTRO RENT CORP COM 28521810 28 2100 SH SHARED 01 2100 D ELECTRO RENT CORP COM 28521810 179 13458 SH SHARED 02 13458 D ELECTRO RENT CORP COM 28521810 42 3220 SH SHARED 10 3220 D ELECTRO SCIENTIFIC INDS NOTE 4.250%12/2 285229AC 20400 20967000 PRN SHARED 20967000 D ELECTRO SCIENTIFIC INDS COM 28522910 256 10779 SH SHARED 10779 D ELECTRO SCIENTIFIC INDS COM 28522910 107 4504 SH SHARED 01 4504 D ELECTRO SCIENTIFIC INDS COM 28522910 38 1600 SH SHR/OTHR 01 1600 D ELECTRO SCIENTIFIC INDS COM 28522910 466 19588 SH SHARED 02 19588 D ELECTROGLAS INC COM 28532410 322 88232 SH SHARED 88232 D ELECTROGLAS INC COM 28532410 61 16787 SH SHARED 01 16787 D ELECTRONIC ARTS INC COM 28551210 190 4000 SH SHARED 4000 D ELECTRONIC ARTS INC COM 28551210 55145 1156573 SH SHARED 1138223 18350 D ELECTRONIC ARTS INC COM 28551210 33552 703695 SH SHARED 01 513820 189875 D ELECTRONIC ARTS INC COM 28551210 801 16820 SH SHR/OTHR 01 1960 14860 D ELECTRONIC ARTS INC COM 28551210 7792 163435 SH SHARED 02 163435 D ELECTRONIC ARTS INC COM 28551210 6174 129500 SH SHARED 03 124600 4900 D ELECTRONIC ARTS INC COM 28551210 7628 160000 SH SHARED 04 160000 D ELECTRONIC ARTS INC COM 28551210 1835 38500 SH SHARED 05 5220 33280 D ELECTRONIC ARTS INC COM 28551210 801 16800 SH SHARED 06 16200 600 D ELECTRONIC ARTS INC COM 28551210 29940 627937 SH SHARED 10 604276 23661 D ELECTRONIC ARTS INC COM 28551210 103 2176 SH SHARED 14 2176 D ELECTRONIC DATA SYS NEW COM 28566110 18 740 SH SHARED 600 140 D ELECTRONIC DATA SYS NEW COM 28566110 32079 1307231 SH SHARED 1145731 161500 D ELECTRONIC DATA SYS NEW COM 28566110 2550 103941 SH SHARED 01 93288 10653 D ELECTRONIC DATA SYS NEW COM 28566110 590 24060 SH SHR/OTHR 01 48 24012 D ELECTRONIC DATA SYS NEW COM 28566110 8731 355823 SH SHARED 02 355823 D ELECTRONIC DATA SYS NEW COM 28566110 706 28800 SH SHARED 03 28800 D ELECTRONIC DATA SYS NEW COM 28566110 58 2404 SH SHARED 05 2404 D ELECTRONIC DATA SYS NEW COM 28566110 119 4850 SH SHARED 06 4250 600 D ELECTRONIC DATA SYS NEW COM 28566110 201162 8197320 SH SHARED 10 8197320 D ELECTRONIC DATA SYS NEW COM 28566110 95 3900 SH SHARED 14 3900 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 2 100 SH SHARED 100 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 201 8800 SH SHARED 01 8800 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 240 10519 SH SHARED 02 10519 D ELECTRONICS FOR IMAGING INC COM 28608210 854 32832 SH SHARED 32832 D ELECTRONICS FOR IMAGING INC COM 28608210 252 9696 SH SHARED 01 9696 D ELECTRONICS FOR IMAGING INC COM 28608210 1024 39372 SH SHARED 02 39372 D ELITE PHARMACEUTICALS INC CL A NEW 28659T20 60 20000 SH SHARED 01 12000 8000 D ELIZABETH ARDEN INC COM 28660G10 83 4177 SH SHARED 4177 D ELIZABETH ARDEN INC COM 28660G10 10 529 SH SHARED 01 529 D ELIZABETH ARDEN INC COM 28660G10 223 11225 SH SHARED 02 11225 D ELKCORP COM 28745610 22 847 SH SHARED 847 D ELKCORP COM 28745610 92 3450 SH SHARED 01 2450 1000 D ELKCORP COM 28745610 95 3590 SH SHR/OTHR 01 3590 D ELKCORP COM 28745610 345 12939 SH SHARED 02 12939 D ELKCORP COM 28745610 53 2000 SH SHARED 10 2000 D ELLIS PERRY INTL INC COM 28885310 3 151 SH SHARED 151 D ELLIS PERRY INTL INC COM 28885310 61 2404 SH SHARED 02 2404 D ELLSWORTH CONV GROWTH & INCO COM 28907410 7 900 SH SHARED 900 D EMAGIN CORP COM 29076N10 2026 1468382 SH SHARED 01 1468382 D EMBARCADERO TECHNOLOGIES INC COM 29078710 332 20841 SH SHARED 20841 D EMBARCADERO TECHNOLOGIES INC COM 29078710 188 11801 SH SHARED 02 11801 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 1333 38060 SH SHARED 38060 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 10812 308650 SH SHARED 01 308650 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 2399 68500 SH SHARED 05 61000 7500 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 1436 41000 SH SHARED 09 41000 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 10499 299730 SH SHARED 10 299730 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 1712 48900 SH SHARED 12 48900 D EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N20 68 4152 SH SHARED 4152 D EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N20 3 200 SH SHARED 02 200 D EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 8 800 SH SHARED 02 800 D EMCOR GROUP INC COM 29084Q10 88 2009 SH SHARED 2009 D EMCOR GROUP INC COM 29084Q10 8 200 SH SHARED 01 200 D EMCOR GROUP INC COM 29084Q10 982 22386 SH SHARED 02 22386 D EMCORE CORP COM 29084610 6 1330 SH SHARED 1330 D EMCORE CORP COM 29084610 1 329 SH SHARED 01 329 D EMERGING MKTS TELECOMNC FD N COM 29089010 14 1998 SH SHARED 01 1998 D EMERSON ELEC CO COM 29101110 25 400 SH SHARED 400 D EMERSON ELEC CO COM 29101110 105496 1629296 SH SHARED 1551232 78064 D EMERSON ELEC CO COM 29101110 109358 1688934 SH SHARED 01 845639 843295 D EMERSON ELEC CO COM 29101110 18176 280722 SH SHR/OTHR 01 28247 252475 D EMERSON ELEC CO COM 29101110 11089 171259 SH SHARED 02 171259 D EMERSON ELEC CO COM 29101110 38791 599100 SH SHARED 04 599100 D EMERSON ELEC CO COM 29101110 110 1711 SH SHARED 05 1711 D EMERSON ELEC CO COM 29101110 3860 59620 SH SHARED 06 59020 600 D EMERSON ELEC CO COM 29101110 102734 1586634 SH SHARED 10 1568091 18543 D EMERSON ELEC CO COM 29101110 5133 79275 SH SHARED 14 79275 D EMERSON RADIO CORP COM NEW 29108720 179 47672 SH SHARED 47672 D EMERSON RADIO CORP COM NEW 29108720 41 10945 SH SHARED 02 10945 D EMISPHERE TECHNOLOGIES INC COM 29134510 223 41187 SH SHARED 41187 D EMISPHERE TECHNOLOGIES INC COM 29134510 66 12213 SH SHARED 01 10213 2000 D EMMIS COMMUNICATIONS CORP CL A 29152510 795 29426 SH SHARED 29426 D EMMIS COMMUNICATIONS CORP CL A 29152510 506 18726 SH SHARED 01 18726 D EMMIS COMMUNICATIONS CORP CL A 29152510 3912 144654 SH SHARED 02 144654 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 550 11000 SH SHARED 11000 D EMPIRE DIST ELEC CO COM 29164110 1136 51810 SH SHARED 51810 D EMPIRE DIST ELEC CO COM 29164110 32 1473 SH SHARED 01 1473 D EMPIRE DIST ELEC CO COM 29164110 817 37267 SH SHARED 02 37267 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 1556 133000 SH SHARED 133000 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 468 40000 SH SHARED 04 40000 D EMULEX CORP NOTE 1.750% 2/0 292475AB 970 1006000 PRN SHARED 02 1006000 D EMULEX CORP COM NEW 29247520 3045 114147 SH SHARED 114147 D EMULEX CORP COM NEW 29247520 1174 44022 SH SHARED 01 25383 18639 D EMULEX CORP COM NEW 29247520 68 2561 SH SHR/OTHR 01 2561 D EMULEX CORP COM NEW 29247520 685 25708 SH SHARED 02 25708 D EMULEX CORP COM NEW 29247520 1067 40000 SH SHARED 04 40000 D EMULEX CORP COM NEW 29247520 1587 59500 SH SHARED 06 59500 D EMULEX CORP COM NEW 29247520 381 14300 SH SHARED 10 14300 D ENBRIDGE INC COM 29250N10 12 300 SH SHARED 300 D ENBRIDGE INC COM 29250N10 312 7554 SH SHARED 01 7554 D ENBRIDGE INC COM 29250N10 2891 69866 SH SHARED 02 69866 D ENBRIDGE INC COM 29250N10 8278 200000 SH SHARED 04 200000 D ENBRIDGE INC COM 29250N10 115 2800 SH SHARED 10 2800 D ENBRIDGE INC COM 29250N10 79 1909 SH SHARED 14 1909 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 208 4172 SH SHARED 4172 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 176 3534 SH SHARED 01 834 2700 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 85 1774 SH SHARED 1774 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 15 317 SH SHARED 01 317 D ENCANA CORP COM 29250510 162 4126 SH SHARED 4126 D ENCANA CORP COM 29250510 65004 1648182 SH SHARED 01 1630534 17648 D ENCANA CORP COM 29250510 236 6001 SH SHR/OTHR 01 6001 D ENCANA CORP COM 29250510 2054 52091 SH SHARED 02 52091 D ENCANA CORP COM 29250510 2048 51928 SH SHARED 05 51928 D ENCANA CORP COM 29250510 8716 221000 SH SHARED 06 220000 1000 D ENCANA CORP COM 29250510 17506 443872 SH SHARED 10 443872 D ENCORE ACQUISITION CO COM 29255W10 29 1212 SH SHARED 1212 D ENCORE ACQUISITION CO COM 29255W10 144 5855 SH SHARED 02 5855 D ENCORE CAP GROUP INC COM 29255410 3617 239600 SH SHARED 01 186900 52700 D ENCORE CAP GROUP INC COM 29255410 736 48800 SH SHARED 05 48800 D ENCORE MED CORP COM 29256E10 816 100000 SH SHARED 04 100000 D ENCORE MED CORP COM 29256E10 40 5000 SH SHARED 14 5000 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 220 24600 SH SHARED 24600 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 262 29325 SH SHARED 02 29325 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 6300 704000 SH SHARED 04 704000 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 76 8500 SH SHARED 14 8500 D ENCORE WIRE CORP COM 29256210 58 3300 SH SHARED 300 3000 D ENCORE WIRE CORP COM 29256210 119 6708 SH SHARED 02 6708 D ENCORE WIRE CORP COM 29256210 21 1200 SH SHARED 10 1200 D ENDESA S A SPONSORED ADR 29258N10 278 14603 SH SHARED 14603 D ENDESA S A SPONSORED ADR 29258N10 3520 184320 SH SHARED 01 6000 178320 D ENDESA S A SPONSORED ADR 29258N10 1528 80000 SH SHR/OTHR 01 80000 D ENDESA S A SPONSORED ADR 29258N10 3583 187600 SH SHARED 02 187600 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 183 9486 SH SHARED 9486 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 12117 625893 SH SHARED 01 625893 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 499 25807 SH SHARED 02 25807 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 13068 675000 SH SHARED 04 675000 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 8 463 SH SHARED 06 463 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 209 10800 SH SHARED 14 10800 D ENERGEN CORP COM 29265N10 131 3200 SH SHARED 3200 D ENERGEN CORP COM 29265N10 293 7150 SH SHARED 7150 D ENERGEN CORP COM 29265N10 6695 163182 SH SHARED 01 163182 D ENERGEN CORP COM 29265N10 1305 31822 SH SHARED 02 31822 D ENERGEN CORP COM 29265N10 94 2300 SH SHARED 10 2300 D ENERGY CONVERSION DEVICES IN COM 29265910 226 25100 SH SHARED 25100 D ENERGY CONVERSION DEVICES IN COM 29265910 61 6771 SH SHARED 01 5721 1050 D ENERGY CONVERSION DEVICES IN COM 29265910 105 11697 SH SHARED 02 11697 D ENERGY CONVERSION DEVICES IN COM 29265910 150 16700 SH SHARED 04 16700 D ENERGY EAST CORP COM 29266M10 2706 120817 SH SHARED 120817 D ENERGY EAST CORP COM 29266M10 1577 70444 SH SHARED 01 66224 4220 D ENERGY EAST CORP COM 29266M10 30 1373 SH SHR/OTHR 01 1373 D ENERGY EAST CORP COM 29266M10 1073 47936 SH SHARED 02 47936 D ENERGY EAST CORP COM 29266M10 9175 409600 SH SHARED 10 409600 D ENERGIZER HLDGS INC COM 29266R10 4116 109587 SH SHARED 109587 D ENERGIZER HLDGS INC COM 29266R10 3911 104140 SH SHARED 01 99225 4915 D ENERGIZER HLDGS INC COM 29266R10 59 1576 SH SHR/OTHR 01 400 1176 D ENERGIZER HLDGS INC COM 29266R10 1187 31622 SH SHARED 02 31622 D ENERGIZER HLDGS INC COM 29266R10 548 14600 SH SHARED 06 14600 D ENDOLOGIX INC COM 29266S10 12 3060 SH SHARED 01 3060 D ENERGY PARTNERS LTD COM 29270U10 1 100 SH SHARED 100 D ENERGY PARTNERS LTD COM 29270U10 368 26524 SH SHARED 02 26524 D ENERPLUS RES FD UNIT TR G NEW 29274D60 109 3600 SH SHARED 3600 D ENERPLUS RES FD UNIT TR G NEW 29274D60 45 1504 SH SHARED 01 1504 D ENERSIS S A SPONSORED ADR 29274F10 1106 150394 SH SHARED 150394 D ENERSIS S A SPONSORED ADR 29274F10 16331 2218900 SH SHARED 01 2218900 D ENERSIS S A SPONSORED ADR 29274F10 1104 150000 SH SHARED 02 150000 D ENERSIS S A SPONSORED ADR 29274F10 1656 225000 SH SHARED 04 225000 D ENERSIS S A SPONSORED ADR 29274F10 4076 553900 SH SHARED 05 492500 61400 D ENERSIS S A SPONSORED ADR 29274F10 1803 245000 SH SHARED 09 245000 D ENERSIS S A SPONSORED ADR 29274F10 5124 696300 SH SHARED 10 696300 D ENERSIS S A SPONSORED ADR 29274F10 2994 406800 SH SHARED 12 406800 D ENGELHARD CORP COM 29284510 9219 307834 SH SHARED 307834 D ENGELHARD CORP COM 29284510 10151 338945 SH SHARED 01 338945 D ENGELHARD CORP COM 29284510 1672 55833 SH SHARED 02 55833 D ENGELHARD CORP COM 29284510 1501 50148 SH SHARED 10 44607 5541 D ENGINEERED SUPPORT SYS INC COM 29286610 324 5886 SH SHARED 5886 D ENGINEERED SUPPORT SYS INC COM 29286610 5987 108741 SH SHARED 01 108741 D ENGINEERED SUPPORT SYS INC COM 29286610 698 12680 SH SHARED 02 12680 D ENGINEERED SUPPORT SYS INC COM 29286610 214 3897 SH SHARED 10 3897 D ENDOCARDIAL SOLUTIONS INC COM 29296210 51 7142 SH SHARED 7142 D ENDOCARDIAL SOLUTIONS INC COM 29296210 0 60 SH SHARED 01 60 D ENERGYSOUTH INC COM 29297010 3 100 SH SHARED 100 D ENERGYSOUTH INC COM 29297010 106 3041 SH SHARED 02 3041 D ENESCO GROUP INC COM 29297310 57 5567 SH SHARED 01 5567 D ENNIS BUSINESS FORMS INC COM 29338910 3 200 SH SHARED 200 D ENNIS BUSINESS FORMS INC COM 29338910 166 10861 SH SHARED 02 10861 D ENPRO INDS INC COM 29355X10 154 11071 SH SHARED 11071 D ENPRO INDS INC COM 29355X10 12 917 SH SHARED 01 327 590 D ENPRO INDS INC COM 29355X10 2 165 SH SHR/OTHR 01 165 D ENPRO INDS INC COM 29355X10 338 24285 SH SHARED 02 24285 D ENSTAR GROUP INC GA COM 29358R10 4 100 SH SHARED 100 D ENSTAR GROUP INC GA COM 29358R10 259 5519 SH SHARED 02 5519 D ENTEGRIS INC COM 29362U10 248 19333 SH SHARED 19333 D ENTEGRIS INC COM 29362U10 46 3626 SH SHARED 01 3626 D ENTEGRIS INC COM 29362U10 450 35095 SH SHARED 02 35095 D ENTERASYS NETWORKS INC COM 29363710 340 90693 SH SHARED 90693 D ENTERASYS NETWORKS INC COM 29363710 26312 7016607 SH SHARED 01 6048207 968400 D ENTERASYS NETWORKS INC COM 29363710 911 243118 SH SHARED 02 243118 D ENTERASYS NETWORKS INC COM 29363710 20 5400 SH SHARED 05 5400 D ENTERASYS NETWORKS INC COM 29363710 6730 1794800 SH SHARED 10 1794800 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 1950 36825 SH SHARED 36825 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 1010 19075 SH SHARED 01 19075 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 778 14700 SH SHARED 02 14700 D ENTERGY CORP NEW COM 29364G10 11 200 SH SHARED 200 D ENTERGY CORP NEW COM 29364G10 78586 1375581 SH SHARED 1366929 8652 D ENTERGY CORP NEW COM 29364G10 107306 1878280 SH SHARED 01 1309793 568487 D ENTERGY CORP NEW COM 29364G10 7004 122599 SH SHR/OTHR 01 19910 102689 D ENTERGY CORP NEW COM 29364G10 4414 77271 SH SHARED 02 77271 D ENTERGY CORP NEW COM 29364G10 4684 82000 SH SHARED 04 82000 D ENTERGY CORP NEW COM 29364G10 1066 18668 SH SHARED 05 10700 7968 D ENTERGY CORP NEW COM 29364G10 615 10782 SH SHARED 06 10782 D ENTERGY CORP NEW COM 29364G10 239 4200 SH SHARED 07 4200 D ENTERGY CORP NEW COM 29364G10 17551 307222 SH SHARED 10 297145 10077 D ENTERGY CORP NEW COM 29364G10 97 1700 SH SHARED 14 1700 D ENTERPRISE PRODS PARTNERS L COM 29379210 347 14162 SH SHARED 14162 D ENTERPRISE PRODS PARTNERS L COM 29379210 21 881 SH SHARED 01 881 D ENTERPRISE PRODS PARTNERS L COM 29379210 6 278 SH SHARED 02 278 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 60 1741 SH SHARED 1741 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 9 278 SH SHARED 01 278 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 479 13828 SH SHARED 02 13828 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 2818 81200 SH SHARED 10 81200 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 3210 92500 SH SHARED 11 92500 D ENTERRA ENERGY TR TR UNIT 29381P10 23 2160 SH SHARED 2160 D ENTREMED INC COM 29382F10 381 114856 SH SHARED 114856 D ENTREMED INC COM 29382F10 128 38830 SH SHARED 01 28480 10350 D ENTREMED INC COM 29382F10 1 500 SH SHARED 02 500 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 786 70848 SH SHARED 70848 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 148 13398 SH SHARED 01 13398 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 48 4384 SH SHARED 02 4384 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 582 52500 SH SHARED 04 52500 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 11 1000 SH SHARED 14 1000 D ENTRUST INC COM 29384810 250 61303 SH SHARED 61303 D ENTRUST INC COM 29384810 51 12729 SH SHARED 01 12729 D ENTRUST INC COM 29384810 131 32187 SH SHARED 02 32187 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 13005 14830000 PRN SHARED 14830000 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 1 2000 PRN SHARED 01 2000 D ENZON PHARMACEUTICALS INC COM 29390410 850 71070 SH SHARED 71070 D ENZON PHARMACEUTICALS INC COM 29390410 4334 362101 SH SHARED 01 362101 D ENZON PHARMACEUTICALS INC COM 29390410 850 71056 SH SHARED 02 71056 D ENZON PHARMACEUTICALS INC COM 29390410 1017 85000 SH SHARED 04 85000 D ENZON PHARMACEUTICALS INC COM 29390410 104 8700 SH SHARED 10 8700 D ENZO BIOCHEM INC COM 29410010 3 200 SH SHARED 200 D ENZO BIOCHEM INC COM 29410010 2234 124780 SH SHARED 01 124780 D ENZO BIOCHEM INC COM 29410010 266 14866 SH SHARED 02 14866 D EON LABS INC COM 29412E10 147 2900 SH SHARED 01 2900 D EON LABS INC COM 29412E10 57 1128 SH SHARED 02 1128 D EPICOR SOFTWARE CORP COM 29426L10 5 400 SH SHARED 400 D EPICOR SOFTWARE CORP COM 29426L10 3219 252300 SH SHARED 01 252300 D EPICOR SOFTWARE CORP COM 29426L10 471 36984 SH SHARED 02 36984 D EPICOR SOFTWARE CORP COM 29426L10 118 9300 SH SHARED 10 9300 D EQUIFAX INC COM 29442910 8296 338649 SH SHARED 338649 D EQUIFAX INC COM 29442910 7120 290632 SH SHARED 01 130332 160300 D EQUIFAX INC COM 29442910 1350 55119 SH SHR/OTHR 01 16408 38711 D EQUIFAX INC COM 29442910 1240 50617 SH SHARED 02 50617 D EQUIFAX INC COM 29442910 30 1250 SH SHARED 06 1250 D EQUIFAX INC COM 29442910 1368 55838 SH SHARED 10 49691 6147 D EQUINIX INC COM NEW 29444U50 22 800 SH SHARED 800 D EQUINIX INC COM NEW 29444U50 8448 299500 SH SHARED 01 156100 143400 D EQUINIX INC COM NEW 29444U50 110 3900 SH SHARED 05 3900 D EQUINIX INC COM NEW 29444U50 1345 47700 SH SHARED 10 47700 D EQUITABLE RES INC COM 29454910 98 2300 SH SHARED 2300 D EQUITABLE RES INC COM 29454910 2110 49184 SH SHARED 49184 D EQUITABLE RES INC COM 29454910 977 22785 SH SHARED 01 18435 4350 D EQUITABLE RES INC COM 29454910 519 12100 SH SHR/OTHR 01 12100 D EQUITABLE RES INC COM 29454910 828 19302 SH SHARED 02 19302 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 108 1300 SH SHARED 01 1300 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 125 1500 SH SHR/OTHR 01 1500 D EQUITY INNS INC COM 29470310 45 4981 SH SHARED 4981 D EQUITY INNS INC COM 29470310 3 400 SH SHARED 01 400 D EQUITY INNS INC COM 29470310 244 26989 SH SHARED 02 26989 D EQUITY INNS INC COM 29470310 381 42200 SH SHARED 11 42200 D EQUITY OFFICE PROPERTIES TRU COM 29474110 8 300 SH SHARED 300 D EQUITY OFFICE PROPERTIES TRU COM 29474110 70516 2461306 SH SHARED 2458455 2851 D EQUITY OFFICE PROPERTIES TRU COM 29474110 6669 232781 SH SHARED 01 194282 38499 D EQUITY OFFICE PROPERTIES TRU COM 29474110 306 10700 SH SHR/OTHR 01 10700 D EQUITY OFFICE PROPERTIES TRU COM 29474110 5201 181565 SH SHARED 02 181565 D EQUITY OFFICE PROPERTIES TRU COM 29474110 73 2557 SH SHARED 05 2557 D EQUITY OFFICE PROPERTIES TRU COM 29474110 120 4200 SH SHARED 06 4200 D EQUITY OFFICE PROPERTIES TRU COM 29474110 4596 160447 SH SHARED 10 142811 17636 D EQUITY OFFICE PROPERTIES TRU COM 29474110 29406 1026400 SH SHARED 11 1026400 D EQUITY OFFICE PROPERTIES TRU COM 29474110 94 3300 SH SHARED 14 3300 D EQUITY OFFICE PROPERTIES TRU PFD CV B 5.25% 29474150 47397 947753 SH SHARED 947753 D EQUITY ONE COM 29475210 86 5137 SH SHARED 5137 D EQUITY ONE COM 29475210 16 993 SH SHARED 01 993 D EQUITY ONE COM 29475210 334 19844 SH SHARED 02 19844 D EQUITY RESIDENTIAL SH BEN INT 29476L10 8 300 SH SHARED 300 D EQUITY RESIDENTIAL SH BEN INT 29476L10 138342 4687978 SH SHARED 4678296 9682 D EQUITY RESIDENTIAL SH BEN INT 29476L10 39818 1349328 SH SHARED 01 1250910 98418 D EQUITY RESIDENTIAL SH BEN INT 29476L10 1067 36160 SH SHR/OTHR 01 1200 34960 D EQUITY RESIDENTIAL SH BEN INT 29476L10 4763 161430 SH SHARED 02 161430 D EQUITY RESIDENTIAL SH BEN INT 29476L10 65 2204 SH SHARED 05 2204 D EQUITY RESIDENTIAL SH BEN INT 29476L10 14160 479848 SH SHARED 10 467660 12188 D EQUITY RESIDENTIAL SH BEN INT 29476L10 361951 12265376 SH SHARED 11 12265376 D EQUITY RESIDENTIAL SH BEN INT 29476L10 59 2005 SH SHARED 14 2005 D EQUITY RESIDENTIAL PFD CONV E 7% 29476L88 158 4800 SH SHARED 4800 D EQUUS II INC COM 29476610 659 81910 SH SHARED 81910 D ERESEARCHTECHNOLOGY INC COM 29481V10 2 100 SH SHARED 100 D ERESEARCHTECHNOLOGY INC COM 29481V10 510 20100 SH SHARED 01 20100 D ERESEARCHTECHNOLOGY INC COM 29481V10 484 19072 SH SHARED 02 19072 D ERICSSON L M TEL CO ADR B SEK 10 29482160 21106 1192459 SH SHARED 1191959 500 D ERICSSON L M TEL CO ADR B SEK 10 29482160 15740 889268 SH SHARED 01 866532 4500 18236 D ERICSSON L M TEL CO ADR B SEK 10 29482160 39 2240 SH SHR/OTHR 01 2240 D ERICSSON L M TEL CO ADR B SEK 10 29482160 2926 165350 SH SHARED 02 165350 D ERICSSON L M TEL CO ADR B SEK 10 29482160 2655 150000 SH SHARED 04 150000 D ERIE INDTY CO CL A 29530P10 42 1003 SH SHARED 1003 D ERIE INDTY CO CL A 29530P10 57 1350 SH SHARED 01 1350 D ERIE INDTY CO CL A 29530P10 127 3017 SH SHARED 02 3017 D ERIE INDTY CO CL A 29530P10 753 17787 SH SHARED 10 17787 D ESCO TECHNOLOGIES INC COM 29631510 126 2899 SH SHARED 2899 D ESCO TECHNOLOGIES INC COM 29631510 26 602 SH SHARED 01 377 225 D ESCO TECHNOLOGIES INC COM 29631510 357 8192 SH SHARED 02 8192 D ESCO TECHNOLOGIES INC COM 29631510 48 1110 SH SHARED 10 1110 D ESPERION THERAPEUTICS INC COM 29664R10 126 3667 SH SHARED 3667 D ESPERION THERAPEUTICS INC COM 29664R10 1682 48634 SH SHARED 01 48634 D ESPERION THERAPEUTICS INC COM 29664R10 768 22206 SH SHARED 02 22206 D ESPERION THERAPEUTICS INC COM 29664R10 11840 342200 SH SHARED 04 342200 D ESPERION THERAPEUTICS INC COM 29664R10 245 7100 SH SHARED 10 2100 5000 D ESPERION THERAPEUTICS INC COM 29664R10 134 3900 SH SHARED 14 3900 D ESPEED INC CL A 29664310 113 4827 SH SHARED 4827 D ESPEED INC CL A 29664310 1953 83200 SH SHARED 01 83200 D ESPEED INC CL A 29664310 3300 140587 SH SHARED 02 67387 73200 D ESPEED INC CL A 29664310 122 5220 SH SHARED 10 5220 D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F20 81 3800 SH SHARED 3800 D ESSEX PPTY TR INC COM 29717810 106 1662 SH SHARED 1662 D ESSEX PPTY TR INC COM 29717810 3168 49338 SH SHARED 01 49338 D ESSEX PPTY TR INC COM 29717810 781 12167 SH SHARED 02 12167 D ESSEX PPTY TR INC COM 29717810 70 1100 SH SHARED 10 1100 D ESSEX PPTY TR INC COM 29717810 39529 615538 SH SHARED 11 615538 D ESTERLINE TECHNOLOGIES CORP COM 29742510 41 1538 SH SHARED 1538 D ESTERLINE TECHNOLOGIES CORP COM 29742510 29 1100 SH SHARED 01 1100 D ESTERLINE TECHNOLOGIES CORP COM 29742510 505 18965 SH SHARED 02 18965 D ETHAN ALLEN INTERIORS INC COM 29760210 703 16803 SH SHARED 16803 D ETHAN ALLEN INTERIORS INC COM 29760210 749 17899 SH SHARED 01 3299 14600 D ETHAN ALLEN INTERIORS INC COM 29760210 178 4254 SH SHARED 02 4254 D ETHYL CORP COM NEW 29765960 92 4245 SH SHARED 4245 D ETHYL CORP COM NEW 29765960 213 9773 SH SHARED 02 9773 D EURONET WORLDWIDE INC COM 29873610 173 9591 SH SHARED 9591 D EURONET WORLDWIDE INC COM 29873610 194 10774 SH SHARED 02 10774 D EUROPE FD INC COM 29874M10 91 9300 SH SHARED 9300 D EUROPE FD INC COM 29874M10 59 6000 SH SHARED 01 6000 D EUROPEAN WT FD INC COM 29879210 71 30000 SH SHARED 30000 D EVERGREEN RES INC NOTE 4.750%12/1 299900AB 52291 35500000 PRN SHARED 35500000 D EVERGREEN RES INC COM NO PAR 29990030 174 5373 SH SHARED 5373 D EVERGREEN RES INC COM NO PAR 29990030 4339 133478 SH SHARED 01 133478 D EVERGREEN RES INC COM NO PAR 29990030 1860 57228 SH SHARED 02 57228 D EVERGREEN RES INC COM NO PAR 29990030 97 3000 SH SHARED 10 3000 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 2888 183400 SH SHARED 183400 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 31 2018 SH SHARED 01 2018 D EVERGREEN SOLAR INC COM 30033R10 6 3900 SH SHARED 3900 D EVERTRUST FINL GROUP INC COM 30041210 13 421 SH SHARED 421 D EVERTRUST FINL GROUP INC COM 30041210 2 79 SH SHARED 01 79 D EVERTRUST FINL GROUP INC COM 30041210 85 2704 SH SHARED 02 2704 D EVOLVING SYS INC COM 30049R10 14 1100 SH SHARED 1100 D EXACT SCIENCES CORP COM 30063P10 2 200 SH SHARED 200 D EXACT SCIENCES CORP COM 30063P10 1480 146250 SH SHARED 01 120000 23700 2550 D EXACT SCIENCES CORP COM 30063P10 23 2295 SH SHR/OTHR 01 2295 D EXACT SCIENCES CORP COM 30063P10 1152 113870 SH SHARED 02 113870 D EXACTECH INC COM 30064E10 57 3908 SH SHARED 02 3908 D EXAR CORP COM 30064510 259 15112 SH SHARED 15112 D EXAR CORP COM 30064510 264 15448 SH SHARED 01 6273 7400 1775 D EXAR CORP COM 30064510 40 2361 SH SHR/OTHR 01 2361 D EXAR CORP COM 30064510 1454 84789 SH SHARED 02 84789 D EXAR CORP COM 30064510 46 2700 SH SHARED 10 2700 D EXCEL TECHNOLOGY INC COM 30067T10 8 268 SH SHARED 268 D EXCEL TECHNOLOGY INC COM 30067T10 6 200 SH SHARED 01 200 D EXCEL TECHNOLOGY INC COM 30067T10 202 6168 SH SHARED 02 6168 D EXCHANGE NATL BANCSHARES INC COM 30130910 3 100 SH SHARED 100 D EXCHANGE NATL BANCSHARES INC COM 30130910 97 2695 SH SHARED 02 2695 D EXELON CORP COM 30161N10 1532 23100 SH SHARED 23100 D EXELON CORP COM 30161N10 102103 1538630 SH SHARED 1504803 33827 D EXELON CORP COM 30161N10 139188 2097480 SH SHARED 01 1171218 926262 D EXELON CORP COM 30161N10 2881 43425 SH SHR/OTHR 01 100 43325 D EXELON CORP COM 30161N10 11853 178625 SH SHARED 02 178625 D EXELON CORP COM 30161N10 33100 498800 SH SHARED 03 461100 37700 D EXELON CORP COM 30161N10 42627 642369 SH SHARED 05 527446 114923 D EXELON CORP COM 30161N10 771 11619 SH SHARED 06 11219 400 D EXELON CORP COM 30161N10 3169 47766 SH SHARED 07 47766 D EXELON CORP COM 30161N10 2136 32200 SH SHARED 09 32200 D EXELON CORP COM 30161N10 9621 144996 SH SHARED 10 130585 14411 D EXELON CORP COM 30161N10 1227 18500 SH SHARED 14 18500 D EXELIXIS INC COM 30161Q10 142 20171 SH SHARED 20171 D EXELIXIS INC COM 30161Q10 33 4803 SH SHARED 01 4803 D EXELIXIS INC COM 30161Q10 546 77561 SH SHARED 02 77561 D EXELIXIS INC COM 30161Q10 9288 1317500 SH SHARED 04 1317500 D EXELIXIS INC COM 30161Q10 77 11000 SH SHARED 10 11000 D EXELIXIS INC COM 30161Q10 105 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 62 16691 SH SHARED 16691 D EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 30204310 11 3109 SH SHARED 01 3109 D EXPEDITORS INTL WASH INC COM 30213010 3761 99893 SH SHARED 99893 D EXPEDITORS INTL WASH INC COM 30213010 1142 30350 SH SHARED 01 29750 600 D EXPEDITORS INTL WASH INC COM 30213010 1673 44432 SH SHARED 02 44432 D EXPEDITORS INTL WASH INC COM 30213010 489 13010 SH SHARED 10 13010 D EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB 3 3000 PRN SHARED 01 3000 D EXPRESSJET HOLDINGS INC CL A 30218U10 373 24867 SH SHARED 24867 D EXPRESSJET HOLDINGS INC CL A 30218U10 1374 91613 SH SHARED 01 91613 D EXPRESSJET HOLDINGS INC CL A 30218U10 303 20260 SH SHARED 02 20260 D EXPRESSJET HOLDINGS INC CL A 30218U10 85 5700 SH SHARED 10 5700 D EXPRESS SCRIPTS INC COM 30218210 46 700 SH SHARED 700 D EXPRESS SCRIPTS INC COM 30218210 18717 281768 SH SHARED 281768 D EXPRESS SCRIPTS INC COM 30218210 4808 72387 SH SHARED 01 72287 100 D EXPRESS SCRIPTS INC COM 30218210 39 600 SH SHR/OTHR 01 600 D EXPRESS SCRIPTS INC COM 30218210 2218 33393 SH SHARED 02 33393 D EXPRESS SCRIPTS INC COM 30218210 3985 60000 SH SHARED 04 60000 D EXPRESS SCRIPTS INC COM 30218210 24 375 SH SHARED 05 375 D EXPRESS SCRIPTS INC COM 30218210 5236 78820 SH SHARED 10 69750 9070 D EXPRESS SCRIPTS INC COM 30218210 546 8233 SH SHARED 14 8233 D EXTENDED STAY AMER INC COM 30224P10 919 63491 SH SHARED 63491 D EXTENDED STAY AMER INC COM 30224P10 393 27159 SH SHARED 01 27159 D EXTENDED STAY AMER INC COM 30224P10 993 68586 SH SHARED 02 68586 D EXTREME NETWORKS INC NOTE 3.500%12/0 30226DAB 10984 11550000 PRN SHARED 11550000 D EXTREME NETWORKS INC COM 30226D10 309 42881 SH SHARED 42881 D EXTREME NETWORKS INC COM 30226D10 245 33994 SH SHARED 01 33594 400 D EXTREME NETWORKS INC COM 30226D10 1089 151174 SH SHARED 02 151174 D EXTREME NETWORKS INC COM 30226D10 2018 280000 SH SHARED 04 280000 D EXTREME NETWORKS INC COM 30226D10 113 15700 SH SHARED 06 15700 D EXTREME NETWORKS INC COM 30226D10 11 1600 SH SHARED 10 1600 D EXULT INC DEL COM 30228410 984 137049 SH SHARED 137049 D EXULT INC DEL COM 30228410 3099 431615 SH SHARED 01 431615 D EXULT INC DEL COM 30228410 158 22106 SH SHARED 02 22106 D EXULT INC DEL COM 30228410 66 9300 SH SHARED 10 9300 D EZCORP INC CL A NON VTG 30230110 144 17000 SH SHARED 17000 D EXXON MOBIL CORP COM 30231G10 1056 25774 SH SHARED 25584 190 D EXXON MOBIL CORP COM 30231G10 894779 21823885 SH SHARED 20939220 884665 D EXXON MOBIL CORP COM 30231G10 676413 16497900 SH SHARED 01 6951135 25818 9520947 D EXXON MOBIL CORP COM 30231G10 162742 3969329 SH SHR/OTHR 01 355721 3613608 D EXXON MOBIL CORP COM 30231G10 93748 2286545 SH SHARED 02 2286545 D EXXON MOBIL CORP COM 30231G10 26139 637554 SH SHARED 03 513746 123808 D EXXON MOBIL CORP COM 30231G10 32499 792670 SH SHARED 04 792670 D EXXON MOBIL CORP COM 30231G10 166013 4049117 SH SHARED 05 2737548 1311569 D EXXON MOBIL CORP COM 30231G10 13420 327330 SH SHARED 06 286730 40600 D EXXON MOBIL CORP COM 30231G10 13485 328906 SH SHARED 07 328906 D EXXON MOBIL CORP COM 30231G10 18177 443360 SH SHARED 08 443360 D EXXON MOBIL CORP COM 30231G10 6592 160800 SH SHARED 09 160800 D EXXON MOBIL CORP COM 30231G10 153510 3744155 SH SHARED 10 3448902 295253 D EXXON MOBIL CORP COM 30231G10 7915 193066 SH SHARED 14 193066 D FBL FINL GROUP INC CL A 30239F10 5 200 SH SHARED 200 D FBL FINL GROUP INC CL A 30239F10 206 7995 SH SHARED 02 7995 D FBL FINL GROUP INC CL A 30239F10 18 700 SH SHARED 10 700 D FEI CO COM 30241L10 37 1667 SH SHARED 1667 D FEI CO COM 30241L10 250 11113 SH SHARED 01 11113 D FEI CO COM 30241L10 364 16211 SH SHARED 02 16211 D FFLC BANCORP INC COM 30242W10 2 100 SH SHARED 100 D FFLC BANCORP INC COM 30242W10 77 2683 SH SHARED 02 2683 D FLIR SYS INC COM 30244510 159 4364 SH SHARED 4364 D FLIR SYS INC COM 30244510 65 1800 SH SHARED 01 1800 D FLIR SYS INC COM 30244510 799 21908 SH SHARED 02 21908 D FMC TECHNOLOGIES INC COM 30249U10 3708 159181 SH SHARED 159181 D FMC TECHNOLOGIES INC COM 30249U10 24936 1070246 SH SHARED 01 1021146 9100 40000 D FMC TECHNOLOGIES INC COM 30249U10 459 19742 SH SHARED 02 19742 D FMC TECHNOLOGIES INC COM 30249U10 16 700 SH SHARED 05 700 D FMC TECHNOLOGIES INC COM 30249U10 5998 257439 SH SHARED 10 257439 D F M C CORP COM NEW 30249130 430 12600 SH SHARED 12600 D F M C CORP COM NEW 30249130 939 27526 SH SHARED 27526 D F M C CORP COM NEW 30249130 2109 61801 SH SHARED 01 61801 D F M C CORP COM NEW 30249130 1523 44625 SH SHARED 02 44625 D F M C CORP COM NEW 30249130 122 3600 SH SHARED 10 3600 D FMS FINL CORP COM 30250910 48 2714 SH SHARED 02 2714 D F N B CORP N C COM 30251910 72 3423 SH SHARED 02 3423 D FNB CORP PA COM 30252010 86 2446 SH SHARED 01 1614 832 D FNB CORP PA COM 30252010 155 4378 SH SHARED 02 4378 D FNX MNG CO INC COM 30253R10 79 11700 SH SHARED 02 11700 D FNX MNG CO INC COM 30253R10 9248 1360000 SH SHARED 10 1360000 D FPL GROUP INC COM 30257110 215 3300 SH SHARED 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4727 D FTI CONSULTING INC COM 30294110 2601 111300 SH SHARED 01 111300 D FTI CONSULTING INC COM 30294110 1005 43023 SH SHARED 02 43023 D FTI CONSULTING INC COM 30294110 7049 301650 SH SHARED 10 301650 D FACTORY 2-U INC COM 30307210 84 61398 SH SHARED 61398 D FACTORY 2-U INC COM 30307210 17 12632 SH SHARED 01 12632 D FACTSET RESH SYS INC COM 30307510 1267 33174 SH SHARED 33174 D FACTSET RESH SYS INC COM 30307510 1120 29326 SH SHARED 01 29326 D FACTSET RESH SYS INC COM 30307510 651 17046 SH SHARED 02 17046 D FACTSET RESH SYS INC COM 30307510 38 1000 SH SHARED 10 1000 D FAIR ISAAC CORP COM 30325010 93 1900 SH SHARED 1900 D FAIR ISAAC CORP COM 30325010 17827 362646 SH SHARED 362646 D FAIR ISAAC CORP COM 30325010 1300 26447 SH SHARED 01 25810 637 D FAIR ISAAC CORP COM 30325010 95 1942 SH SHR/OTHR 01 1942 D FAIR ISAAC CORP COM 30325010 836 17010 SH SHARED 02 17010 D FAIR ISAAC CORP COM 30325010 186 3800 SH SHARED 10 3800 D FAIRCHILD CORP CL A 30369810 2 400 SH SHARED 400 D FAIRCHILD CORP CL 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RESORTS INC COM 30520410 29 1100 SH SHARED 01 1100 D FAIRMONT HOTELS RESORTS INC COM 30520410 15 562 SH SHR/OTHR 01 562 D FAIRMONT HOTELS RESORTS INC COM 30520410 1757 64767 SH SHARED 02 64767 D FAIRMONT HOTELS RESORTS INC COM 30520410 2073 76401 SH SHARED 10 76401 D FALCONSTOR SOFTWARE INC COM 30613710 5 600 SH SHARED 600 D FALCONSTOR SOFTWARE INC COM 30613710 195 22423 SH SHARED 02 22423 D FAMILY DLR STORES INC COM 30700010 18957 528371 SH SHARED 528371 D FAMILY DLR STORES INC COM 30700010 4495 125300 SH SHARED 01 125300 D FAMILY DLR STORES INC COM 30700010 4608 128429 SH SHARED 02 128429 D FAMILY DLR STORES INC COM 30700010 278 7763 SH SHARED 05 7763 D FAMILY DLR STORES INC COM 30700010 4071 113472 SH SHARED 06 113472 D FAMILY DLR STORES INC COM 30700010 2455 68430 SH SHARED 10 60875 7555 D FAMILY DLR STORES INC COM 30700010 45 1272 SH SHARED 14 1272 D FARGO ELECTRONICS INC COM 30744P10 377 29864 SH SHARED 29864 D FARGO ELECTRONICS INC COM 30744P10 60 4744 SH SHARED 01 4744 D FARGO ELECTRONICS INC COM 30744P10 98 7802 SH SHARED 02 7802 D FARMER BROS CO COM 30767510 31 100 SH SHARED 01 100 D FARMER BROS CO COM 30767510 157 500 SH SHARED 02 500 D FARMERS CAP BK CORP COM 30956210 6 200 SH SHARED 01 200 D FARMERS CAP BK CORP COM 30956210 139 4108 SH SHARED 02 4108 D FARO TECHNOLOGIES INC COM 31164210 59 2400 SH SHARED 02 2400 D FASTENAL CO COM 31190010 3597 72320 SH SHARED 72320 D FASTENAL CO COM 31190010 1044 21000 SH SHARED 01 21000 D FASTENAL CO COM 31190010 1526 30676 SH SHARED 02 30676 D FASTENAL CO COM 31190010 348 7000 SH SHARED 10 7000 D FEDDERS CORP COM NEW 31313550 15 2190 SH SHARED 2190 D FEDERAL AGRIC MTG CORP CL C 31314830 171 5378 SH SHARED 5378 D FEDERAL AGRIC MTG CORP CL C 31314830 12 377 SH SHARED 01 377 D FEDERAL AGRIC MTG CORP CL C 31314830 201 6320 SH SHARED 02 6320 D FEDERAL HOME LN MTG CORP COM 31340030 34 600 SH SHARED 600 D FEDERAL HOME LN MTG CORP COM 31340030 108417 1859010 SH SHARED 1832410 26600 D FEDERAL HOME LN MTG CORP COM 31340030 42331 725857 SH SHARED 01 434718 291139 D FEDERAL HOME LN MTG CORP COM 31340030 1539 26400 SH SHR/OTHR 01 3100 23300 D FEDERAL HOME LN MTG CORP COM 31340030 36574 627136 SH SHARED 02 624546 2590 D FEDERAL HOME LN MTG CORP COM 31340030 178 3065 SH SHARED 05 3065 D FEDERAL HOME LN MTG CORP COM 31340030 5086 87220 SH SHARED 06 86120 1100 D FEDERAL HOME LN MTG CORP COM 31340030 448237 7685835 SH SHARED 10 7655099 30736 D FEDERAL HOME LN MTG CORP COM 31340030 14256 244449 SH SHARED 14 244449 D FEDERAL NATL MTG ASSN COM 31358610 60 800 SH SHARED 800 D FEDERAL NATL MTG ASSN COM 31358610 239099 3185445 SH SHARED 3138725 46720 D FEDERAL NATL MTG ASSN COM 31358610 160170 2133906 SH SHARED 01 727376 1406530 D FEDERAL NATL MTG ASSN COM 31358610 14625 194847 SH SHR/OTHR 01 8000 186847 D FEDERAL NATL MTG ASSN COM 31358610 28232 376137 SH SHARED 02 376137 D FEDERAL NATL MTG ASSN COM 31358610 7851 104600 SH SHARED 03 77600 27000 D FEDERAL NATL MTG ASSN COM 31358610 16618 221400 SH SHARED 04 221400 D FEDERAL NATL MTG ASSN COM 31358610 27074 360699 SH SHARED 05 253645 107054 D FEDERAL NATL MTG ASSN COM 31358610 9469 126159 SH SHARED 06 124859 1300 D FEDERAL NATL MTG ASSN COM 31358610 2223 29625 SH SHARED 07 29625 D FEDERAL NATL MTG ASSN COM 31358610 1291 17200 SH SHARED 09 17200 D FEDERAL NATL MTG ASSN COM 31358610 368948 4915380 SH SHARED 10 4870449 44931 D FEDERAL NATL MTG ASSN COM 31358610 6724 89591 SH SHARED 14 89591 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 95 2485 SH SHARED 2485 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 564 14715 SH SHARED 01 14715 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 1196 31172 SH SHARED 02 31172 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 568 14800 SH SHARED 11 14800 D FEDERAL SIGNAL CORP COM 31385510 708 40443 SH SHARED 40443 D FEDERAL SIGNAL CORP COM 31385510 259 14790 SH SHARED 01 14790 D FEDERAL SIGNAL CORP COM 31385510 5 333 SH SHR/OTHR 01 333 D FEDERAL SIGNAL CORP COM 31385510 1003 57284 SH SHARED 02 57284 D FEDERATED DEPT STORES INC DE COM 31410H10 21515 456513 SH SHARED 456513 D FEDERATED DEPT STORES INC DE COM 31410H10 3913 83041 SH SHARED 01 82171 870 D FEDERATED DEPT STORES INC DE COM 31410H10 4748 100743 SH SHARED 02 100743 D FEDERATED DEPT STORES INC DE COM 31410H10 50 1080 SH SHARED 05 1080 D FEDERATED DEPT STORES INC DE COM 31410H10 687 14590 SH SHARED 06 14590 D FEDERATED DEPT STORES INC DE COM 31410H10 54685 1160320 SH SHARED 10 1152160 8160 D FEDERATED DEPT STORES INC DE COM 31410H10 120 2554 SH SHARED 14 2554 D FEDERATED INVS INC PA CL B 31421110 44 1500 SH SHARED 1500 D FEDERATED INVS INC PA CL B 31421110 7999 272472 SH SHARED 272472 D FEDERATED INVS INC PA CL B 31421110 4044 137756 SH SHARED 01 137756 D FEDERATED INVS INC PA CL B 31421110 2323 79148 SH SHARED 02 79148 D FEDERATED INVS INC PA CL B 31421110 1269 43235 SH SHARED 10 38400 4835 D FEDEX CORP COM 31428X10 13 200 SH SHARED 200 D FEDEX CORP COM 31428X10 63587 942041 SH SHARED 942041 D FEDEX CORP COM 31428X10 34648 513306 SH SHARED 01 262041 251265 D FEDEX CORP COM 31428X10 2769 41025 SH SHR/OTHR 01 5450 35575 D FEDEX CORP COM 31428X10 15536 230173 SH SHARED 02 230173 D FEDEX CORP COM 31428X10 5400 80000 SH SHARED 04 80000 D FEDEX CORP COM 31428X10 89 1327 SH SHARED 05 1327 D FEDEX CORP COM 31428X10 753 11158 SH SHARED 06 10758 400 D FEDEX CORP COM 31428X10 22370 331409 SH SHARED 10 316808 14601 D FEDEX CORP COM 31428X10 155 2300 SH SHARED 14 2300 D FELCOR LODGING TR INC COM 31430F10 437 39470 SH SHARED 39470 D FELCOR LODGING TR INC COM 31430F10 954 86112 SH SHARED 01 86112 D FELCOR LODGING TR INC COM 31430F10 356 32184 SH SHARED 02 32184 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 140 5851 SH SHARED 5851 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 34 1450 SH SHARED 01 1450 D FERRO CORP COM 31540510 723 26588 SH SHARED 26588 D FERRO CORP COM 31540510 287 10550 SH SHARED 01 10550 D FERRO CORP COM 31540510 878 32284 SH SHARED 02 32284 D F5 NETWORKS INC COM 31561610 629 25096 SH SHARED 25096 D F5 NETWORKS INC COM 31561610 2130 84894 SH SHARED 01 84894 D F5 NETWORKS INC COM 31561610 482 19236 SH SHARED 02 19236 D F5 NETWORKS INC COM 31561610 55 2200 SH SHARED 10 2200 D FIAT S P A SP ADR ORD NEW 31562188 189 24509 SH SHARED 24509 D FIAT S P A SP ADR ORD NEW 31562188 34 4491 SH SHARED 01 4491 D FIAT S P A SP ADR ORD NEW 31562188 758 98045 SH SHARED 02 98045 D FIDELITY BANKSHARES INC NEW COM 31604Q10 12 400 SH SHARED 400 D FIDELITY BANKSHARES INC NEW COM 31604Q10 5460 173900 SH SHARED 01 82500 91400 D FIDELITY BANKSHARES INC NEW COM 31604Q10 279 8888 SH SHARED 02 8888 D FIDELITY BANKSHARES INC NEW COM 31604Q10 304 9700 SH SHARED 05 9700 D FIDELITY NATL FINL INC COM 31632610 3494 90112 SH SHARED 90112 D FIDELITY NATL FINL INC COM 31632610 11391 293736 SH SHARED 01 293736 D FIDELITY NATL FINL INC COM 31632610 3149 81209 SH SHARED 02 81209 D FIDELITY NATL FINL INC COM 31632610 384 9919 SH SHARED 06 9919 D FIFTH THIRD BANCORP COM 31677310 378 6400 SH SHARED 6400 D FIFTH THIRD BANCORP COM 31677310 75881 1283958 SH SHARED 1283958 D FIFTH THIRD BANCORP COM 31677310 14569 246518 SH SHARED 01 76254 170264 D FIFTH THIRD BANCORP COM 31677310 976 16520 SH SHR/OTHR 01 16520 D FIFTH THIRD BANCORP COM 31677310 13719 232140 SH SHARED 02 232140 D FIFTH THIRD BANCORP COM 31677310 3480 58900 SH SHARED 03 21700 37200 D FIFTH THIRD BANCORP COM 31677310 788 13347 SH SHARED 05 13347 D FIFTH THIRD BANCORP COM 31677310 544 9219 SH SHARED 06 8419 800 D FIFTH THIRD BANCORP COM 31677310 206 3500 SH SHARED 07 3500 D FIFTH THIRD BANCORP COM 31677310 5908 99982 SH SHARED 08 99982 D FIFTH THIRD BANCORP COM 31677310 17350 293585 SH SHARED 10 267092 26493 D FIFTH THIRD BANCORP COM 31677310 4414 74691 SH SHARED 14 74691 D FILENET CORP COM 31686910 74 2764 SH SHARED 2764 D FILENET CORP COM 31686910 779 28800 SH SHARED 01 28800 D FILENET CORP COM 31686910 1961 72442 SH SHARED 02 72442 D FILENET CORP COM 31686910 241 8900 SH SHARED 10 8900 D FINANCIAL FED CORP COM 31749210 185 6070 SH SHARED 6070 D FINANCIAL FED CORP COM 31749210 69 2280 SH SHARED 01 2280 D FINANCIAL FED CORP COM 31749210 307 10072 SH SHARED 02 10072 D FINANCIAL INDS CORP COM 31757410 2 200 SH SHARED 200 D FINANCIAL INDS CORP COM 31757410 72 5243 SH SHARED 02 5243 D FINANCIAL INSTNS INC COM 31758540 156 5546 SH SHARED 02 5546 D FINANCIAL INSTNS INC COM 31758540 16 600 SH SHARED 10 600 D FINDWHAT COM COM 31779410 422 22531 SH SHARED 22531 D FINDWHAT COM COM 31779410 5062 269978 SH SHARED 01 269978 D FINDWHAT COM COM 31779410 168 8984 SH SHARED 02 8984 D FINDWHAT COM COM 31779410 125 6700 SH SHARED 10 6700 D FINISAR NOTE 5.250%10/1 31787AAC 2994 3000000 PRN SHARED 3000000 D FINISAR COM 31787A10 498 159145 SH SHARED 159145 D FINISAR COM 31787A10 89 28438 SH SHARED 01 28438 D FINISAR COM 31787A10 286 91413 SH SHARED 02 91413 D FINLAY ENTERPRISES INC COM NEW 31788420 2 200 SH SHARED 200 D FINLAY ENTERPRISES INC COM NEW 31788420 64 4591 SH SHARED 02 4591 D FINISH LINE INC CL A 31792310 206 6900 SH SHARED 6900 D FINISH LINE INC CL A 31792310 282 9430 SH SHARED 9430 D FINISH LINE INC CL A 31792310 18 608 SH SHARED 01 608 D FINISH LINE INC CL A 31792310 404 13508 SH SHARED 02 13508 D FINISH LINE INC CL A 31792310 23 800 SH SHARED 10 800 D FIRST ALBANY COS INC COM 31846510 1 100 SH SHARED 100 D FIRST ALBANY COS INC COM 31846510 65 4708 SH SHARED 02 4708 D FIRST AMERN CORP CALIF DBCV 4.500% 4/1 318522AD 6 6000 PRN SHARED 01 6000 D FIRST AMERN CORP CALIF COM 31852230 175 5900 SH SHARED 5900 D FIRST AMERN CORP CALIF COM 31852230 3096 104007 SH SHARED 104007 D FIRST AMERN CORP CALIF COM 31852230 3920 131693 SH SHARED 01 117693 14000 D FIRST AMERN CORP CALIF COM 31852230 3285 110350 SH SHARED 02 110350 D FIRST BANCORP P R COM 31867210 6 158 SH SHARED 158 D FIRST BANCORP P R COM 31867210 110 2799 SH SHARED 01 2799 D FIRST BANCORP P R COM 31867210 532 13452 SH SHARED 02 13452 D FIRST BANCORP P R COM 31867210 16 405 SH SHARED 10 405 D FIRST BANCORP N C COM 31891010 6 200 SH SHARED 200 D FIRST BANCORP N C COM 31891010 156 5019 SH SHARED 02 5019 D FIRST BUSEY CORP COM 31938310 8 300 SH SHARED 300 D FIRST BUSEY CORP COM 31938310 158 5863 SH SHARED 02 5863 D FIRST CASH FINL SVCS INC COM 31942D10 35 1400 SH SHARED 1400 D FIRST CHARTER CORP COM 31943910 9 500 SH SHARED 500 D FIRST CHARTER CORP COM 31943910 310 15900 SH SHARED 01 15900 D FIRST CHARTER CORP COM 31943910 382 19548 SH SHARED 02 19548 D FIRST CTZNS BANC CORP COM NO PAR 31945920 2 100 SH SHARED 100 D FIRST CTZNS BANC CORP COM NO PAR 31945920 76 2696 SH SHARED 02 2696 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 14 124 SH SHARED 124 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 24 200 SH SHARED 01 200 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 125 1044 SH SHR/OTHR 01 1044 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 495 4108 SH SHARED 02 4108 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 10 90 SH SHARED 10 90 D FIRST COMWLTH FINL CORP PA COM 31982910 109 7637 SH SHARED 7637 D FIRST COMWLTH FINL CORP PA COM 31982910 78 5479 SH SHARED 01 5479 D FIRST COMWLTH FINL CORP PA COM 31982910 557 39089 SH SHARED 02 39089 D FIRST CMNTY BANCSHARES INC N COM 31983A10 16 500 SH SHARED 500 D FIRST CMNTY BANCSHARES INC N COM 31983A10 211 6385 SH SHARED 02 6385 D FIRST CMNTY BANCORP CALIF COM 31983B10 14 400 SH SHARED 400 D FIRST CMNTY BANCORP CALIF COM 31983B10 295 8190 SH SHARED 02 8190 D FIRST CONSULTING GROUP INC COM 31986R10 1 300 SH SHARED 300 D FIRST CONSULTING GROUP INC COM 31986R10 70 12538 SH SHARED 02 12538 D FIRST FED CAP CORP COM 31996010 132 5856 SH SHARED 5856 D FIRST FED CAP CORP COM 31996010 74 3295 SH SHARED 01 3295 D FIRST FED CAP CORP COM 31996010 390 17316 SH SHARED 02 17316 D FIRST FED FINL CORP KY COM 31996110 7 300 SH SHARED 300 D FIRST FED FINL CORP KY COM 31996110 52 2104 SH SHARED 02 2104 D FIRST DATA CORP DEBT 2.000% 3/0 319963AD 966 903000 PRN SHARED 01 675000 228000 D FIRST DATA CORP DEBT 2.000% 3/0 319963AD 1996 1866000 PRN SHR/OTHR 01 1866000 D FIRST DATA CORP DEBT 2.000% 3/0 319963AD 2996 2800000 PRN SHARED 06 2800000 D FIRST DATA CORP COM 31996310 28 700 SH SHARED 700 D FIRST DATA CORP COM 31996310 77269 1880498 SH SHARED 1876351 4147 D FIRST DATA CORP COM 31996310 74695 1817856 SH SHARED 01 519299 2800 1295757 D FIRST DATA CORP COM 31996310 8995 218917 SH SHR/OTHR 01 6200 212717 D FIRST DATA CORP COM 31996310 18858 458951 SH SHARED 02 458951 D FIRST DATA CORP COM 31996310 1660 40400 SH SHARED 03 40400 D FIRST DATA CORP COM 31996310 7375 179500 SH SHARED 04 179500 D FIRST DATA CORP COM 31996310 609 14826 SH SHARED 05 14826 D FIRST DATA CORP COM 31996310 5775 140546 SH SHARED 06 140546 D FIRST DATA CORP COM 31996310 38387 934239 SH SHARED 10 901588 32651 D FIRST DATA CORP COM 31996310 680 16558 SH SHARED 14 16558 D FIRST DEFIANCE FINL CORP COM 32006W10 85 3304 SH SHARED 02 3304 D FIRST ESSEX BANCORP INC COM 32010310 101 1743 SH SHARED 1743 D FIRST ESSEX BANCORP INC COM 32010310 400 6884 SH SHARED 01 6884 D FIRST ESSEX BANCORP INC COM 32010310 262 4508 SH SHARED 02 4508 D FIRST FINL BANKSHARES COM 32020R10 8 200 SH SHARED 200 D FIRST FINL BANKSHARES COM 32020R10 127 3100 SH SHARED 01 3100 D FIRST FINL BANKSHARES COM 32020R10 410 9981 SH SHARED 02 9981 D FIRST FINL BANCORP OH COM 32020910 128 8066 SH SHARED 8066 D FIRST FINL BANCORP OH COM 32020910 38 2425 SH SHARED 01 2425 D FIRST FINL BANCORP OH COM 32020910 343 21528 SH SHARED 02 21528 D FIRST FINL CORP IND COM 32021810 6 200 SH SHARED 200 D FIRST FINL CORP IND COM 32021810 273 9122 SH SHARED 02 9122 D FIRST FINL CORP IND COM 32021810 27 900 SH SHARED 10 900 D FIRST FINL FD INC COM 32022810 689 39000 SH SHARED 39000 D FIRST FINL HLDGS INC COM 32023910 76 2444 SH SHARED 2444 D FIRST FINL HLDGS INC COM 32023910 39 1257 SH SHARED 01 1257 D FIRST FINL HLDGS INC COM 32023910 265 8496 SH SHARED 02 8496 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 4565 405860 SH SHARED 405860 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 343 30537 SH SHARED 01 30537 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 316 28127 SH SHARED 02 28127 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 109 3236 SH SHARED 3236 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 1911 56625 SH SHARED 01 46325 10300 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 325 9640 SH SHR/OTHR 01 5250 4390 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 944 27989 SH SHARED 02 27989 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 9250 274100 SH SHARED 10 1200 272900 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 48552 1438600 SH SHARED 11 1438600 D FIRST IND CORP COM 32054R10 26 1402 SH SHARED 1402 D FIRST IND CORP COM 32054R10 87 4644 SH SHARED 01 4644 D FIRST IND CORP COM 32054R10 145 7771 SH SHARED 02 7771 D FIRST ISRAEL FD INC COM 32063L10 2173 176400 SH SHARED 176400 D FIRST LONG IS CORP COM 32073410 4 100 SH SHARED 100 D FIRST LONG IS CORP COM 32073410 99 2304 SH SHARED 02 2304 D FIRST M & F CORP COM 32074410 3 100 SH SHARED 100 D FIRST M & F CORP COM 32074410 83 2204 SH SHARED 02 2204 D FIRST MARBLEHEAD CORP COM 32077110 19597 895700 SH SHARED 01 861600 8400 25700 D FIRST MARBLEHEAD CORP COM 32077110 24 1100 SH SHARED 05 1100 D FIRST MARBLEHEAD CORP COM 32077110 11598 530100 SH SHARED 10 530100 D FIRST MERCHANTS CORP COM 32081710 10 400 SH SHARED 400 D FIRST MERCHANTS CORP COM 32081710 6 259 SH SHARED 01 259 D FIRST MERCHANTS CORP COM 32081710 309 12141 SH SHARED 02 12141 D FIRST MIDWEST BANCORP DEL COM 32086710 155 4787 SH SHARED 4787 D FIRST MIDWEST BANCORP DEL COM 32086710 100 3091 SH SHARED 01 3091 D FIRST MIDWEST BANCORP DEL COM 32086710 145 4478 SH SHARED 02 4478 D FIRST NATL CORP ORANGEBURG S COM 32094210 6 200 SH SHARED 200 D FIRST NATL CORP ORANGEBURG S COM 32094210 153 5124 SH SHARED 02 5124 D FIRST HEALTH GROUP CORP COM 32096010 2832 145112 SH SHARED 145112 D FIRST HEALTH GROUP CORP COM 32096010 9102 466318 SH SHARED 01 466318 D FIRST HEALTH GROUP CORP COM 32096010 2566 131504 SH SHARED 02 131504 D FIRST NIAGARA FINL GP INC COM 33582V10 129 8654 SH SHARED 8654 D FIRST NIAGARA FINL GP INC COM 33582V10 13252 885265 SH SHARED 01 845665 39600 D FIRST NIAGARA FINL GP INC COM 33582V10 703 46968 SH SHARED 02 46968 D FIRST NIAGARA FINL GP INC COM 33582V10 10 700 SH SHARED 05 700 D FIRST NIAGARA FINL GP INC COM 33582V10 5396 360482 SH SHARED 10 360482 D FIRST OAK BROOK BANCSHARES I COM 33584720 6 200 SH SHARED 200 D FIRST OAK BROOK BANCSHARES I COM 33584720 129 4304 SH SHARED 02 4304 D FIRST POTOMAC RLTY TR COM 33610F10 3185 170000 SH SHARED 11 170000 D FIRST PL FINL CORP COM 33610T10 5 300 SH SHARED 300 D FIRST PL FINL CORP COM 33610T10 154 7915 SH SHARED 02 7915 D FIRST REP BK SAN FRANCISCO COM 33615810 13 364 SH SHARED 364 D FIRST REP BK SAN FRANCISCO COM 33615810 658 18400 SH SHARED 01 18400 D FIRST REP BK SAN FRANCISCO COM 33615810 251 7023 SH SHARED 02 7023 D FIRST REP BK SAN FRANCISCO COM 33615810 25 700 SH SHARED 10 700 D FIRST SENTINEL BANCORP INC COM 33640T10 127 6031 SH SHARED 6031 D FIRST SENTINEL BANCORP INC COM 33640T10 1969 93132 SH SHARED 01 93132 D FIRST SENTINEL BANCORP INC COM 33640T10 311 14744 SH SHARED 02 14744 D FIRST SENTINEL BANCORP INC COM 33640T10 23 1100 SH SHARED 10 1100 D FIRST ST BANCORPORATION COM 33645310 6 200 SH SHARED 200 D FIRST ST BANCORPORATION COM 33645310 170 4915 SH SHARED 02 4915 D FIRST SOUTH BANCORP INC VA COM 33646W10 10 300 SH SHARED 300 D FIRST SOUTH BANCORP INC VA COM 33646W10 80 2204 SH SHARED 02 2204 D 1ST SOURCE CORP COM 33690110 12 600 SH SHARED 600 D 1ST SOURCE CORP COM 33690110 180 8396 SH SHARED 02 8396 D 1ST SOURCE CORP COM 33690110 25 1170 SH SHARED 10 1170 D FIRST TENN NATL CORP COM 33716210 13275 301023 SH SHARED 301023 D FIRST TENN NATL CORP COM 33716210 2051 46512 SH SHARED 01 46062 450 D FIRST TENN NATL CORP COM 33716210 4021 91192 SH SHARED 02 91192 D FIRST TENN NATL CORP COM 33716210 40 927 SH SHARED 05 927 D FIRST TENN NATL CORP COM 33716210 44 1000 SH SHARED 06 1000 D FIRST TENN NATL CORP COM 33716210 2272 51532 SH SHARED 10 45991 5541 D FIRST TENN NATL CORP COM 33716210 41 931 SH SHARED 14 931 D FIRST TR VALUE LINE DIV FD COM SHS 33735A10 1505 104400 SH SHARED 104400 D FIRST TR VALUE LINE 100 FD COM SHS 33735D10 448 27200 SH SHARED 27200 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 43 20000 SH SHARED 01 20000 D FIRST UN REAL EST EQ&MTG INV PFD CONV SER A 33740030 1740 76350 SH SHARED 76350 D FIRST UTD CORP COM 33741H10 2 100 SH SHARED 100 D FIRST UTD CORP COM 33741H10 100 4104 SH SHARED 02 4104 D FIRSTBANK CORP MICH COM 33761G10 1 44 SH SHARED 44 D FIRSTBANK CORP MICH COM 33761G10 121 3913 SH SHARED 02 3913 D FIRST YRS INC COM 33761010 125 8400 SH SHARED 8400 D FISERV INC COM 33773810 7 200 SH SHARED 200 D FISERV INC COM 33773810 23925 605105 SH SHARED 605105 D FISERV INC COM 33773810 16924 428045 SH SHARED 01 261735 166310 D FISERV INC COM 33773810 363 9200 SH SHR/OTHR 01 9200 D FISERV INC COM 33773810 3850 97391 SH SHARED 02 97391 D FISERV INC COM 33773810 47 1196 SH SHARED 05 1196 D FISERV INC COM 33773810 65 1650 SH SHARED 06 1650 D FISERV INC COM 33773810 34692 877404 SH SHARED 10 857167 20237 D FISERV INC COM 33773810 56 1418 SH SHARED 14 1418 D FISHER COMMUNICATIONS INC COM 33775620 166 3304 SH SHARED 02 3304 D FIRSTFED FINL CORP COM 33790710 178 4100 SH SHARED 4100 D FIRSTFED FINL CORP COM 33790710 65 1502 SH SHARED 1502 D FIRSTFED FINL CORP COM 33790710 1983 45598 SH SHARED 01 45598 D FIRSTFED FINL CORP COM 33790710 490 11269 SH SHARED 02 11269 D FIRSTFED FINL CORP COM 33790710 127 2940 SH SHARED 10 2940 D FIRSTMERIT CORP COM 33791510 1176 43396 SH SHARED 43396 D FIRSTMERIT CORP COM 33791510 1544 56963 SH SHARED 01 56963 D FIRSTMERIT CORP COM 33791510 724 26728 SH SHARED 02 26728 D FIRSTFED AMER BANCORP INC COM 33792910 5467 210054 SH SHARED 210054 D FIRSTFED AMER BANCORP INC COM 33792910 913 35100 SH SHARED 01 35100 D FIRSTFED AMER BANCORP INC COM 33792910 277 10653 SH SHARED 02 10653 D FLAGSTAR BANCORP INC COM 33793010 87 4101 SH SHARED 4101 D FLAGSTAR BANCORP INC COM 33793010 7828 365498 SH SHARED 01 365498 D FLAGSTAR BANCORP INC COM 33793010 431 20153 SH SHARED 02 20153 D FLAGSTAR BANCORP INC COM 33793010 83 3890 SH SHARED 10 3890 D FIRSTENERGY CORP COM 33793210 7 200 SH SHARED 200 D FIRSTENERGY CORP COM 33793210 66058 1876674 SH SHARED 1876674 D FIRSTENERGY CORP COM 33793210 2151 61129 SH SHARED 01 52843 8286 D FIRSTENERGY CORP COM 33793210 80 2288 SH SHR/OTHR 01 2288 D FIRSTENERGY CORP COM 33793210 3902 110879 SH SHARED 02 110879 D FIRSTENERGY CORP COM 33793210 55 1585 SH SHARED 05 1585 D FIRSTENERGY CORP COM 33793210 93 2650 SH SHARED 06 2650 D FIRSTENERGY CORP COM 33793210 4563 129653 SH SHARED 10 115348 14305 D FIRSTENERGY CORP COM 33793210 98 2800 SH SHARED 14 2800 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 12 298 SH SHARED 298 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 3359 81200 SH SHARED 01 66200 15000 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 1173 28364 SH SHARED 02 28364 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 1049 25380 SH SHARED 10 25380 D FIVE STAR QUALITY CARE INC COM 33832D10 1 228 SH SHARED 228 D FIVE STAR QUALITY CARE INC COM 33832D10 0 1 SH SHARED 01 1 D FLAG FINL CORP COM 33832H10 3 300 SH SHARED 300 D FLAG FINL CORP COM 33832H10 57 4408 SH SHARED 02 4408 D FLAHERTY & CRUMRINE PFD INC COM 33848E10 43 3000 SH SHARED 3000 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 195 7300 SH SHARED 01 7300 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 0 30 SH SHARED 02 30 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 7083 264400 SH SHARED 10 264400 D FLEETBOSTON FINL CORP COM 33903010 41 955 SH SHARED 955 D FLEETBOSTON FINL CORP COM 33903010 670208 15354146 SH SHARED 15250146 104000 D FLEETBOSTON FINL CORP COM 33903010 149384 3422329 SH SHARED 01 1985517 1436812 D FLEETBOSTON FINL CORP COM 33903010 3218 73734 SH SHR/OTHR 01 4200 69534 D FLEETBOSTON FINL CORP COM 33903010 41110 941815 SH SHARED 02 941815 D FLEETBOSTON FINL CORP COM 33903010 7280 166800 SH SHARED 04 166800 D FLEETBOSTON FINL CORP COM 33903010 210 4829 SH SHARED 05 4829 D FLEETBOSTON FINL CORP COM 33903010 1051 24087 SH SHARED 06 22087 2000 D FLEETBOSTON FINL CORP COM 33903010 107786 2469328 SH SHARED 10 2401183 68145 D FLEETBOSTON FINL CORP COM 33903010 2746 62932 SH SHARED 14 62932 D FLEETWOOD ENTERPRISES INC COM 33909910 10 1000 SH SHARED 1000 D FLEETWOOD ENTERPRISES INC COM 33909910 0 1 SH SHARED 01 1 D FLEETWOOD ENTERPRISES INC COM 33909910 241 23500 SH SHARED 02 23500 D FLORIDA BANKS INC COM 34056010 28 2000 SH SHARED 01 2000 D FLORIDA EAST COAST INDS COM 34063210 13 400 SH SHARED 400 D FLORIDA EAST COAST INDS COM 34063210 627 18960 SH SHARED 01 1400 17560 D FLORIDA EAST COAST INDS COM 34063210 132 4000 SH SHR/OTHR 01 4000 D FLORIDA EAST COAST INDS COM 34063210 328 9917 SH SHARED 02 9917 D FLORIDA ROCK INDS INC COM 34114010 1365 24887 SH SHARED 24887 D FLORIDA ROCK INDS INC COM 34114010 2571 46881 SH SHARED 01 43481 3400 D FLORIDA ROCK INDS INC COM 34114010 164 3000 SH SHR/OTHR 01 1000 2000 D FLORIDA ROCK INDS INC COM 34114010 106 1934 SH SHARED 02 1934 D FLORIDAFIRST BANCORP INC NEW COM 34325810 3 100 SH SHARED 100 D FLORIDAFIRST BANCORP INC NEW COM 34325810 115 3504 SH SHARED 02 3504 D FLUOR CORP NEW COM 34341210 7850 198052 SH SHARED 198052 D FLUOR CORP NEW COM 34341210 598 15100 SH SHARED 01 14100 1000 D FLUOR CORP NEW COM 34341210 1724 43512 SH SHARED 02 43512 D FLUOR CORP NEW COM 34341210 2973 75000 SH SHARED 04 75000 D FLUOR CORP NEW COM 34341210 14 356 SH SHARED 05 356 D FLUOR CORP NEW COM 34341210 305 7700 SH SHARED 06 7700 D FLUOR CORP NEW COM 34341210 1288 32508 SH SHARED 10 28882 3626 D FLOWERS FOODS INC COM 34349810 138 5354 SH SHARED 5354 D FLOWERS FOODS INC COM 34349810 5252 203567 SH SHARED 01 203567 D FLOWERS FOODS INC COM 34349810 836 32430 SH SHARED 02 32430 D FLOWERS FOODS INC COM 34349810 666 25840 SH SHARED 10 25840 D FLOWSERVE CORP COM 34354P10 771 36949 SH SHARED 36949 D FLOWSERVE CORP COM 34354P10 4503 215700 SH SHARED 01 215700 D FLOWSERVE CORP COM 34354P10 897 42994 SH SHARED 02 42994 D FLOWSERVE CORP COM 34354P10 34 1640 SH SHARED 06 1640 D FLOWSERVE CORP COM 34354P10 116 5600 SH SHARED 10 5600 D FLUSHING FINL CORP COM 34387310 253 13893 SH SHARED 13893 D FLUSHING FINL CORP COM 34387310 88 4859 SH SHARED 01 4859 D FLUSHING FINL CORP COM 34387310 174 9523 SH SHARED 02 9523 D FLUSHING FINL CORP COM 34387310 34 1900 SH SHARED 10 1900 D FOAMEX INTL INC COM 34412310 0 31 SH SHARED 31 D FOAMEX INTL INC COM 34412310 0 7 SH SHARED 01 7 D FOCUS ENHANCEMENTS INC COM 34415910 39 18100 SH SHARED 02 18100 D FOG CUTTER CAP GROUP INC COM 34416Q10 7 1500 SH SHARED 1500 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 187 5094 SH SHARED 5094 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 9310 252445 SH SHARED 01 252445 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 737 20000 SH SHARED 04 20000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2264 61403 SH SHARED 05 61403 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1517 41151 SH SHARED 09 41151 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 13379 362791 SH SHARED 10 362791 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1839 49891 SH SHARED 12 49891 D FOOT LOCKER INC COM 34484910 114 4900 SH SHARED 3900 1000 D FOOT LOCKER INC COM 34484910 1683 71800 SH SHARED 01 71800 D FOOT LOCKER INC COM 34484910 70 3000 SH SHR/OTHR 01 3000 D FOOT LOCKER INC COM 34484910 3078 131295 SH SHARED 02 131295 D FOOT LOCKER INC COM 34484910 703 30000 SH SHARED 04 30000 D FOOTHILL INDPT BANCORP COM 34490510 71 3004 SH SHARED 02 3004 D FOOTSTAR INC COM 34491210 5 1400 SH SHARED 1400 D FOOTSTAR INC COM 34491210 339 88251 SH SHARED 88251 D FOOTSTAR INC COM 34491210 0 1 SH SHARED 01 1 D FOOTSTAR INC COM 34491210 150 39200 SH SHR/OTHR 01 39200 D FOOTSTAR INC COM 34491210 48 12640 SH SHARED 02 12640 D FORD MTR CO DEL COM PAR $0.01 34537086 579 36200 SH SHARED 36200 D FORD MTR CO DEL COM PAR $0.01 34537086 97013 6063322 SH SHARED 6060122 3200 D FORD MTR CO DEL COM PAR $0.01 34537086 2918 182401 SH SHARED 01 162289 20112 D FORD MTR CO DEL COM PAR $0.01 34537086 1140 71268 SH SHR/OTHR 01 71268 D FORD MTR CO DEL COM PAR $0.01 34537086 20219 1263707 SH SHARED 02 1263707 D FORD MTR CO DEL COM PAR $0.01 34537086 134 8398 SH SHARED 05 8398 D FORD MTR CO DEL COM PAR $0.01 34537086 675 42203 SH SHARED 06 38103 4100 D FORD MTR CO DEL COM PAR $0.01 34537086 58339 3646220 SH SHARED 10 3541414 104806 D FORD MTR CO DEL COM PAR $0.01 34537086 205 12816 SH SHARED 14 12816 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 39013 697300 SH SHARED 697300 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 33 600 SH SHARED 01 600 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 7715 137895 SH SHARED 02 137895 D FORDING CDN COAL TR TR UNIT 34542510 454 12800 SH SHARED 12800 D FORDING CDN COAL TR TR UNIT 34542510 13 373 SH SHR/OTHR 01 373 D FOREST CITY ENTERPRISES INC CL A 34555010 42 900 SH SHARED 01 900 D FOREST CITY ENTERPRISES INC CL A 34555010 773 16278 SH SHARED 02 16278 D FOREST LABS INC COM 34583810 102850 1664241 SH SHARED 1664241 D FOREST LABS INC COM 34583810 56038 906777 SH SHARED 01 272809 7070 626898 D FOREST LABS INC COM 34583810 7568 122465 SH SHR/OTHR 01 18646 103819 D FOREST LABS INC COM 34583810 19284 312047 SH SHARED 02 312047 D FOREST LABS INC COM 34583810 1359 22000 SH SHARED 04 22000 D FOREST LABS INC COM 34583810 1164 18849 SH SHARED 05 17200 1649 D FOREST LABS INC COM 34583810 4537 73420 SH SHARED 06 73420 D FOREST LABS INC COM 34583810 74 1200 SH SHARED 07 1200 D FOREST LABS INC COM 34583810 10262 166053 SH SHARED 10 147379 18674 D FOREST LABS INC COM 34583810 9175 148478 SH SHARED 14 148478 D FOREST OIL CORP COM PAR $0.01 34609170 1149 40218 SH SHARED 40218 D FOREST OIL CORP COM PAR $0.01 34609170 507 17763 SH SHARED 01 17763 D FOREST OIL CORP COM PAR $0.01 34609170 2807 98265 SH SHARED 02 98265 D FORMFACTOR INC COM 34637510 594 30000 SH SHARED 04 30000 D FORMFACTOR INC COM 34637510 717 36260 SH SHARED 10 36260 D FORRESTER RESH INC COM 34656310 208 11720 SH SHARED 11720 D FORRESTER RESH INC COM 34656310 49 2806 SH SHARED 01 2806 D FORRESTER RESH INC COM 34656310 163 9221 SH SHARED 02 9221 D FORTUNE BRANDS INC COM 34963110 14 200 SH SHARED 200 D FORTUNE BRANDS INC COM 34963110 24283 339670 SH SHARED 339670 D FORTUNE BRANDS INC COM 34963110 63185 883842 SH SHARED 01 200722 683120 D FORTUNE BRANDS INC COM 34963110 11915 166678 SH SHR/OTHR 01 22315 144363 D FORTUNE BRANDS INC COM 34963110 5965 83440 SH SHARED 02 83440 D FORTUNE BRANDS INC COM 34963110 60 848 SH SHARED 05 848 D FORTUNE BRANDS INC COM 34963110 559 7828 SH SHARED 06 7528 300 D FORTUNE BRANDS INC COM 34963110 4155 58120 SH SHARED 10 51673 6447 D FORTUNE BRANDS INC COM 34963110 3332 46614 SH SHARED 14 46614 D FORWARD AIR CORP COM 34985310 3609 131250 SH SHARED 131250 D FORWARD AIR CORP COM 34985310 304 11058 SH SHARED 11058 D FORWARD AIR CORP COM 34985310 72 2642 SH SHARED 01 2642 D FORWARD AIR CORP COM 34985310 1627 59195 SH SHARED 02 59195 D FOSSIL INC COM 34988210 120 4300 SH SHARED 4300 D FOSSIL INC COM 34988210 42 1526 SH SHARED 1526 D FOSSIL INC COM 34988210 105 3750 SH SHARED 01 3750 D FOSSIL INC COM 34988210 464 16508 SH SHARED 02 16508 D FOSSIL INC COM 34988210 66 2365 SH SHARED 10 2365 D FOUNDRY NETWORKS INC COM 35063R10 2793 102200 SH SHARED 102200 D FOUNDRY NETWORKS INC COM 35063R10 6829 249899 SH SHARED 01 249399 500 D FOUNDRY NETWORKS INC COM 35063R10 2015 73738 SH SHARED 02 73738 D FOUNDRY NETWORKS INC COM 35063R10 1366 50000 SH SHARED 04 50000 D FOUNDRY NETWORKS INC COM 35063R10 366 13400 SH SHARED 10 13400 D FOUNDRY NETWORKS INC COM 35063R10 273 10000 SH SHARED 14 10000 D 4 KIDS ENTMT INC COM 35086510 196 7569 SH SHARED 7569 D 4 KIDS ENTMT INC COM 35086510 42 1646 SH SHARED 01 1646 D 4 KIDS ENTMT INC COM 35086510 210 8087 SH SHARED 02 8087 D 4 KIDS ENTMT INC COM 35086510 34 1340 SH SHARED 10 1340 D FOUR SEASONS HOTEL INC NOTE 9/2 35100EAD 1120 3500000 PRN SHARED 3500000 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 1501 29347 SH SHARED 02 29347 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 61 1200 SH SHARED 05 1200 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 30 600 SH SHARED 06 600 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 5779 113000 SH SHARED 08 113000 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 677 13240 SH SHARED 10 13240 D FOX ENTMT GROUP INC CL A 35138T10 3569 122442 SH SHARED 122442 D FOX ENTMT GROUP INC CL A 35138T10 2979 102225 SH SHARED 01 102225 D FOX ENTMT GROUP INC CL A 35138T10 590 20250 SH SHARED 02 20250 D FOX ENTMT GROUP INC CL A 35138T10 402 13824 SH SHARED 06 13824 D FOX ENTMT GROUP INC CL A 35138T10 58 2000 SH SHARED 14 2000 D FRANCE GROWTH FD INC COM 35177K10 7734 1035400 SH SHARED 1035400 D FRANCE TELECOM SPONSORED ADR 35177Q10 751 26272 SH SHARED 26272 D FRANCE TELECOM SPONSORED ADR 35177Q10 409 14325 SH SHARED 01 370 13955 D FRANCE TELECOM SPONSORED ADR 35177Q10 3238 113270 SH SHARED 02 113270 D FRANKLIN BANCORP INC MICH COM 35242V10 54 2525 SH SHARED 01 2525 D FRANKLIN ELEC INC COM 35351410 114 1896 SH SHARED 1896 D FRANKLIN ELEC INC COM 35351410 2358 38997 SH SHARED 01 38997 D FRANKLIN ELEC INC COM 35351410 382 6319 SH SHARED 02 6319 D FRANKLIN ELEC INC COM 35351410 90 1500 SH SHARED 10 1500 D FRANKLIN FINL CORP TENN COM NEW 35352320 3 100 SH SHARED 100 D FRANKLIN FINL CORP TENN COM NEW 35352320 364 11912 SH SHARED 01 11912 D FRANKLIN FINL CORP TENN COM NEW 35352320 67 2204 SH SHARED 02 2204 D FRANKLIN RES INC NOTE 5/1 354613AC 164691266491000 PRN SHARED 266491000 D FRANKLIN RES INC COM 35461310 34214 657204 SH SHARED 657204 D FRANKLIN RES INC COM 35461310 6237 119804 SH SHARED 01 58276 61528 D FRANKLIN RES INC COM 35461310 856 16445 SH SHR/OTHR 01 16445 D FRANKLIN RES INC COM 35461310 5106 98087 SH SHARED 02 98087 D FRANKLIN RES INC COM 35461310 72 1401 SH SHARED 05 1401 D FRANKLIN RES INC COM 35461310 62 1200 SH SHARED 06 1200 D FRANKLIN RES INC COM 35461310 8286 159175 SH SHARED 10 148090 11085 D FRANKLIN RES INC COM 35461310 83 1600 SH SHARED 14 1600 D FRANKLIN UNVL TR SH BEN INT 35514510 190 32600 SH SHARED 32600 D FREDS INC CL A 35610810 272 8800 SH SHARED 8800 D FREDS INC CL A 35610810 3535 114077 SH SHARED 01 111424 2653 D FREDS INC CL A 35610810 794 25634 SH SHARED 02 25634 D FREDS INC CL A 35610810 252 8142 SH SHARED 10 8142 D FREEMARKETS INC COM 35660210 405 60550 SH SHARED 60550 D FREEMARKETS INC COM 35660210 632 94361 SH SHARED 01 94361 D FREEMARKETS INC COM 35660210 465 69491 SH SHARED 02 69491 D FREEPORT-MCMORAN COPPER & GO NOTE 8.250% 1/3 35671DAF 26988 12975000 PRN SHARED 12975000 D FREEPORT-MCMORAN COPPER & GO NOTE 8.250% 1/3 35671DAF 11 5500 PRN SHARED 01 5500 D FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/1 35671DAK 789 560000 PRN SHARED 560000 D FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/1 35671DAK 20853 14790000 PRN SHARED 02 14790000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 23787 564613 SH SHARED 509613 55000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 5269 125069 SH SHARED 01 121544 3525 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 11588 275054 SH SHARED 02 275054 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 5519 131000 SH SHARED 04 131000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 34 827 SH SHARED 05 827 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 5394 128036 SH SHARED 10 120682 7354 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 52 1246 SH SHARED 14 1246 D FREMONT GEN CORP COM 35728810 60 3568 SH SHARED 3568 D FREMONT GEN CORP COM 35728810 682 40372 SH SHARED 02 40372 D FREMONT GEN CORP COM 35728810 21 1300 SH SHARED 10 1300 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 32690 1400000 SH SHARED 1400000 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 68 2915 SH SHARED 01 2915 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 11 472 SH SHR/OTHR 01 472 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 3943 168868 SH SHARED 02 168868 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 2969 128653 SH SHARED 128653 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 7942 344128 SH SHARED 01 344128 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 197 8543 SH SHARED 02 8543 D FRIEDMANS INC CL A 35843810 36 5469 SH SHARED 5469 D FRIEDMANS INC CL A 35843810 8 1231 SH SHARED 01 1231 D FRIEDMANS INC CL A 35843810 131 19665 SH SHARED 02 19665 D FRONTIER AIRLINES INC NEW COM 35906510 35 2500 SH SHARED 2500 D FRONTIER AIRLINES INC NEW COM 35906510 744 52070 SH SHARED 52070 D FRONTIER AIRLINES INC NEW COM 35906510 7478 523328 SH SHARED 01 485828 9800 27700 D FRONTIER AIRLINES INC NEW COM 35906510 342 23993 SH SHARED 02 23993 D FRONTIER AIRLINES INC NEW COM 35906510 8 600 SH SHARED 05 600 D FRONTIER AIRLINES INC NEW COM 35906510 2786 195010 SH SHARED 10 195010 D FRONTIER FINL CORP WASH COM 35907K10 16 500 SH SHARED 500 D FRONTIER FINL CORP WASH COM 35907K10 19 600 SH SHARED 01 600 D FRONTIER FINL CORP WASH COM 35907K10 344 10370 SH SHARED 02 10370 D FRONTIER FINL CORP WASH COM 35907K10 19 600 SH SHARED 10 600 D FRONTIER OIL CORP COM 35914P10 1654 96072 SH SHARED 96072 D FRONTIER OIL CORP COM 35914P10 297 17298 SH SHARED 01 17298 D FRONTIER OIL CORP COM 35914P10 1123 65265 SH SHARED 02 65265 D FUELCELL ENERGY INC COM 35952H10 217 16684 SH SHARED 16684 D FUELCELL ENERGY INC COM 35952H10 11 900 SH SHARED 01 900 D FUELCELL ENERGY INC COM 35952H10 293 22510 SH SHARED 02 22510 D FUELCELL ENERGY INC COM 35952H10 429 33010 SH SHARED 04 33010 D FUJI PHOTO FILM LTD ADR 35958630 75 2300 SH SHARED 2300 D FUJI PHOTO FILM LTD ADR 35958630 452 13804 SH SHARED 01 13804 D FULLER H B CO COM 35969410 413 13888 SH SHARED 13888 D FULLER H B CO COM 35969410 11 400 SH SHARED 01 400 D FULLER H B CO COM 35969410 562 18909 SH SHARED 02 18909 D FULLER H B CO COM 35969410 24 810 SH SHARED 10 810 D FULTON FINL CORP PA COM 36027110 197 9027 SH SHARED 9027 D FULTON FINL CORP PA COM 36027110 69 3162 SH SHARED 01 2942 220 D FULTON FINL CORP PA COM 36027110 222 10156 SH SHARED 02 10156 D FURNITURE BRANDS INTL INC COM 36092110 343 11700 SH SHARED 11700 D FURNITURE BRANDS INTL INC COM 36092110 4400 150024 SH SHARED 150024 D FURNITURE BRANDS INTL INC COM 36092110 14919 508678 SH SHARED 01 485403 23275 D FURNITURE BRANDS INTL INC COM 36092110 483 16497 SH SHARED 02 16497 D FURNITURE BRANDS INTL INC COM 36092110 11 400 SH SHARED 05 400 D FURNITURE BRANDS INTL INC COM 36092110 3751 127900 SH SHARED 10 127900 D G & K SVCS INC CL A 36126810 75 2050 SH SHARED 2050 D G & K SVCS INC CL A 36126810 351 9552 SH SHARED 01 1200 8352 D G & K SVCS INC CL A 36126810 410 11159 SH SHARED 02 11159 D GA FINL INC COM 36143710 3 100 SH SHARED 100 D GA FINL INC COM 36143710 94 2720 SH SHARED 02 2720 D GATX CORP NOTE 7.500% 2/0 361448AC 2 2000 PRN SHARED 2000 D GATX CORP NOTE 7.500% 2/0 361448AC 2 2000 PRN SHARED 01 2000 D GATX CORP COM 36144810 45786 1636418 SH SHARED 1636418 D GATX CORP COM 36144810 415 14834 SH SHARED 01 14834 D GATX CORP COM 36144810 55 2000 SH SHR/OTHR 01 2000 D GATX CORP COM 36144810 4870 174065 SH SHARED 02 174065 D GATX CORP COM 36144810 624 22310 SH SHARED 10 22310 D G B & T BANCSHARES INC COM 36146210 87 3704 SH SHARED 02 3704 D GP STRATEGIES CORP COM 36225V10 80 10000 SH SHARED 10000 D GSI LUMONICS INC COM 36229U10 83 7080 SH SHARED 7080 D GSI COMMERCE INC COM 36238G10 3 400 SH SHARED 400 D GSI COMMERCE INC COM 36238G10 0 101 SH SHARED 01 101 D GSI COMMERCE INC COM 36238G10 101 10370 SH SHARED 02 10370 D GTSI CORP COM 36238K10 44 3200 SH SHARED 3200 D GTC BIOTHERAPEUTICS INC COM 36238T10 1 500 SH SHARED 500 D GTC BIOTHERAPEUTICS INC COM 36238T10 52 17498 SH SHARED 02 17498 D GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 2466 271900 SH SHARED 271900 D GABELLI ASSET MGMT INC CL A 36239Y10 43 1100 SH SHARED 1100 D GABELLI ASSET MGMT INC CL A 36239Y10 178 4487 SH SHARED 02 4487 D GABELLI EQUITY TR INC COM 36239710 80 10000 SH SHR/OTHR 01 10000 D GABELLI UTIL TR COM 36240A10 9 1000 SH SHR/OTHR 01 1000 D GABELLI CONV & INCOME SECS F CONV SECS FD 36240B10 14 1400 SH SHARED 1400 D GABELLI CONV & INCOME SECS F CONV SECS FD 36240B10 70 6666 SH SHR/OTHR 01 6666 D GABLES RESIDENTIAL TR SH BEN INT 36241810 82 2384 SH SHARED 2384 D GABLES RESIDENTIAL TR SH BEN INT 36241810 188 5416 SH SHARED 01 5416 D GABLES RESIDENTIAL TR SH BEN INT 36241810 28 815 SH SHR/OTHR 01 815 D GABLES RESIDENTIAL TR SH BEN INT 36241810 773 22277 SH SHARED 02 22277 D GABLES RESIDENTIAL TR SH BEN INT 36241810 4689 135000 SH SHARED 10 800 134200 D GABLES RESIDENTIAL TR SH BEN INT 36241810 30598 880800 SH SHARED 11 880800 D GALEN HLDGS PLC SPONSORED ADR 36324010 7 137 SH SHARED 137 D GALEN HLDGS PLC SPONSORED ADR 36324010 10129 197425 SH SHARED 02 197425 D GALLAGHER ARTHUR J & CO COM 36357610 1378 42438 SH SHARED 29438 13000 D GALLAGHER ARTHUR J & CO COM 36357610 12554 386396 SH SHARED 01 386396 D GALLAGHER ARTHUR J & CO COM 36357610 1216 37438 SH SHARED 02 37438 D GALLAGHER ARTHUR J & CO COM 36357610 5880 181000 SH SHARED 10 181000 D GALLAHER GROUP PLC SPONSORED ADR 36359510 4343 102112 SH SHARED 102112 D GALLAHER GROUP PLC SPONSORED ADR 36359510 921 21660 SH SHARED 01 20160 1500 D GALLAHER GROUP PLC SPONSORED ADR 36359510 488 11485 SH SHR/OTHR 01 11485 D GALLAHER GROUP PLC SPONSORED ADR 36359510 10493 246682 SH SHARED 02 246682 D GALYANS TRADING INC COM 36458R10 66 5492 SH SHARED 5492 D GALYANS TRADING INC COM 36458R10 53 4412 SH SHARED 02 4412 D GAMESTOP CORP CL A 36466R10 559 36289 SH SHARED 36289 D GAMESTOP CORP CL A 36466R10 299 19409 SH SHARED 01 19409 D GAMESTOP CORP CL A 36466R10 214 13920 SH SHARED 02 13920 D GANNETT INC COM 36473010 446 5010 SH SHARED 5010 D GANNETT INC COM 36473010 54334 609402 SH SHARED 599127 10275 D GANNETT INC COM 36473010 102521 1149858 SH SHARED 01 137642 1012216 D GANNETT INC COM 36473010 22899 256839 SH SHR/OTHR 01 13605 243234 D GANNETT INC COM 36473010 8458 94870 SH SHARED 02 94870 D GANNETT INC COM 36473010 14163 158850 SH SHARED 03 131300 27550 D GANNETT INC COM 36473010 1337 15000 SH SHARED 04 15000 D GANNETT INC COM 36473010 7918 88813 SH SHARED 05 18800 70013 D GANNETT INC COM 36473010 1227 13770 SH SHARED 06 13470 300 D GANNETT INC COM 36473010 6481 72700 SH SHARED 08 72700 D GANNETT INC COM 36473010 22773 255423 SH SHARED 10 243431 11992 D GANNETT INC COM 36473010 169 1900 SH SHARED 14 1900 D GAP INC DEL NOTE 5.750% 3/1 364760AJ 8048 5250000 PRN SHARED 5250000 D GAP INC DEL NOTE 5.750% 3/1 364760AJ 14 9250 PRN SHARED 01 9250 D GAP INC DEL NOTE 5.750% 3/1 364760AJ 4599 3000000 PRN SHARED 02 3000000 D GAP INC DEL COM 36476010 19 825 SH SHARED 825 D GAP INC DEL COM 36476010 53074 2286692 SH SHARED 2191425 95267 D GAP INC DEL COM 36476010 51179 2205068 SH SHARED 01 261356 1943712 D GAP INC DEL COM 36476010 182 7850 SH SHR/OTHR 01 7850 D GAP INC DEL COM 36476010 15567 670714 SH SHARED 02 670714 D GAP INC DEL COM 36476010 37789 1628169 SH SHARED 05 1567644 60525 D GAP INC DEL COM 36476010 1166 50250 SH SHARED 06 10250 40000 D GAP INC DEL COM 36476010 4135 178160 SH SHARED 07 178160 D GAP INC DEL COM 36476010 2673 115200 SH SHARED 09 115200 D GAP INC DEL COM 36476010 80585 3472017 SH SHARED 10 3432514 39503 D GAP INC DEL COM 36476010 1004 43300 SH SHARED 14 43300 D GAMMON LAKE RES INC COM 36491510 8400 1725000 SH SHARED 10 1725000 D GARDEN FRESH RESTAURANT CORP COM 36523510 75 4728 SH SHARED 4728 D GARDEN FRESH RESTAURANT CORP COM 36523510 18 1172 SH SHARED 01 1172 D GARDNER DENVER INC COM 36555810 168 7051 SH SHARED 7051 D GARDNER DENVER INC COM 36555810 86 3639 SH SHARED 01 3639 D GARDNER DENVER INC COM 36555810 275 11559 SH SHR/OTHR 01 11559 D GARDNER DENVER INC COM 36555810 361 15137 SH SHARED 02 15137 D GARTNER INC COM 36665110 698 61734 SH SHARED 61734 D GARTNER INC COM 36665110 67 5966 SH SHARED 01 5966 D GARTNER INC COM 36665110 954 84425 SH SHARED 02 84425 D GARTNER INC CL B 36665120 0 30 SH SHARED 30 D GARTNER INC CL B 36665120 522 48036 SH SHARED 01 48036 D GARTNER INC CL B 36665120 352 32437 SH SHR/OTHR 01 32437 D GARTNER INC CL B 36665120 10439 959500 SH SHARED 02 959500 D GATEWAY INC COM 36762610 3717 808203 SH SHARED 807203 1000 D GATEWAY INC COM 36762610 114 24850 SH SHARED 01 24850 D GATEWAY INC COM 36762610 1040 226208 SH SHARED 02 226208 D GATEWAY INC COM 36762610 5 1276 SH SHARED 05 1276 D GATEWAY INC COM 36762610 15 3375 SH SHARED 06 3375 D GATEWAY INC COM 36762610 515 112003 SH SHARED 10 97698 14305 D GAYLORD ENTMT CO NEW COM 36790510 64 2163 SH SHARED 2163 D GAYLORD ENTMT CO NEW COM 36790510 13 440 SH SHARED 01 440 D GAYLORD ENTMT CO NEW COM 36790510 260 8716 SH SHARED 02 8716 D GEN-PROBE INC NEW COM 36866T10 683 18744 SH SHARED 18744 D GEN-PROBE INC NEW COM 36866T10 4150 113800 SH SHARED 01 108000 5800 D GEN-PROBE INC NEW COM 36866T10 1188 32578 SH SHARED 02 32578 D GEN-PROBE INC NEW COM 36866T10 14588 400000 SH SHARED 04 400000 D GEN-PROBE INC NEW COM 36866T10 1258 34521 SH SHARED 10 29420 5101 D GEN-PROBE INC NEW COM 36866T10 218 6000 SH SHARED 14 6000 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 618 121999 SH SHARED 121999 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 104 20518 SH SHARED 01 20518 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 180 35523 SH SHARED 02 35523 D GENCORP INC NOTE 5.750% 4/1 368682AE 1751 1750000 PRN SHARED 1750000 D GENCORP INC NOTE 5.750% 4/1 368682AE 2 2000 PRN SHARED 01 2000 D GENCORP INC NOTE 5.750% 4/1 368682AE 1759 1758000 PRN SHARED 02 1758000 D GENCORP INC COM 36868210 409 38010 SH SHARED 38010 D GENCORP INC COM 36868210 11 1100 SH SHARED 01 1100 D GENCORP INC COM 36868210 244 22705 SH SHARED 02 22705 D GENE LOGIC INC COM 36868910 179 34549 SH SHARED 34549 D GENE LOGIC INC COM 36868910 31 6118 SH SHARED 01 6118 D GENE LOGIC INC COM 36868910 128 24738 SH SHARED 02 24738 D GENELABS TECHNOLOGIES INC COM 36870610 0 70 SH SHARED 02 70 D GENENCOR INTL INC COM 36870910 15 1002 SH SHARED 1002 D GENENCOR INTL INC COM 36870910 251 15998 SH SHARED 01 15998 D GENENCOR INTL INC COM 36870910 259 16525 SH SHARED 02 16525 D GENENTECH INC COM NEW 36871040 18 200 SH SHARED 200 D GENENTECH INC COM NEW 36871040 1572 16804 SH SHARED 13980 2824 D GENENTECH INC COM NEW 36871040 86398 923358 SH SHARED 01 697855 9500 216003 D GENENTECH INC COM NEW 36871040 1034 11060 SH SHR/OTHR 01 2500 8560 D GENENTECH INC COM NEW 36871040 15433 164941 SH SHARED 02 164941 D GENENTECH INC COM NEW 36871040 14784 158000 SH SHARED 04 158000 D GENENTECH INC COM NEW 36871040 806 8623 SH SHARED 06 8223 400 D GENENTECH INC COM NEW 36871040 55953 597985 SH SHARED 10 594985 3000 D GENENTECH INC COM NEW 36871040 186 1996 SH SHARED 14 1996 D GENERAL AMERN INVS INC COM 36880210 26 882 SH SHARED 882 D GENERAL AMERN INVS INC COM 36880210 6 218 SH SHARED 01 218 D GENERAL BINDING CORP COM 36915410 1 100 SH SHARED 100 D GENERAL BINDING CORP COM 36915410 49 2775 SH SHARED 01 2775 D GENERAL BINDING CORP COM 36915410 72 4004 SH SHARED 02 4004 D GENERAL CABLE CORP DEL NEW COM 36930010 80 9900 SH SHARED 9900 D GENERAL CABLE CORP DEL NEW COM 36930010 129 15936 SH SHARED 15936 D GENERAL CABLE CORP DEL NEW COM 36930010 14334 1758797 SH SHARED 01 1614997 15400 128400 D GENERAL CABLE CORP DEL NEW COM 36930010 209 25705 SH SHARED 02 25705 D GENERAL CABLE CORP DEL NEW COM 36930010 532 65300 SH SHARED 05 65300 D GENERAL CABLE CORP DEL NEW COM 36930010 2944 361300 SH SHARED 10 361300 D GENERAL COMMUNICATION INC CL A 36938510 55 6397 SH SHARED 6397 D GENERAL COMMUNICATION INC CL A 36938510 10 1154 SH SHARED 01 1154 D GENERAL COMMUNICATION INC CL A 36938510 254 29246 SH SHARED 02 29246 D GENERAL DYNAMICS CORP COM 36955010 9 100 SH SHARED 100 D GENERAL DYNAMICS CORP COM 36955010 42294 467909 SH SHARED 466244 1665 D GENERAL DYNAMICS CORP COM 36955010 18582 205579 SH SHARED 01 64974 140605 D GENERAL DYNAMICS CORP COM 36955010 38903 430392 SH SHR/OTHR 01 350774 79618 D GENERAL DYNAMICS CORP COM 36955010 6102 67509 SH SHARED 02 67509 D GENERAL DYNAMICS CORP COM 36955010 3660 40500 SH SHARED 03 21300 19200 D GENERAL DYNAMICS CORP COM 36955010 298 3301 SH SHARED 05 3301 D GENERAL DYNAMICS CORP COM 36955010 563 6229 SH SHARED 06 5829 400 D GENERAL DYNAMICS CORP COM 36955010 7093 78474 SH SHARED 10 69707 8767 D GENERAL DYNAMICS CORP COM 36955010 1084 12000 SH SHARED 14 12000 D GENERAL ELEC CO COM 36960410 2357 76106 SH SHARED 54730 21376 D GENERAL ELEC CO COM 36960410 832995 26888173 SH SHARED 25066986 1821187 D GENERAL ELEC CO COM 36960410 614621 19839292 SH SHARED 01 6516407 28650 13294235 D GENERAL ELEC CO COM 36960410 169706 5477929 SH SHR/OTHR 01 581926 4896003 D GENERAL ELEC CO COM 36960410 111133 3587280 SH SHARED 02 3581785 5495 D GENERAL ELEC CO COM 36960410 42612 1375500 SH SHARED 03 1247500 128000 D GENERAL ELEC CO COM 36960410 103937 3355000 SH SHARED 04 3355000 D GENERAL ELEC CO COM 36960410 150398 4854681 SH SHARED 05 3437462 1417219 D GENERAL ELEC CO COM 36960410 30991 1000380 SH SHARED 06 743680 256700 D GENERAL ELEC CO COM 36960410 13071 421921 SH SHARED 07 421921 D GENERAL ELEC CO COM 36960410 17405 561822 SH SHARED 08 561822 D GENERAL ELEC CO COM 36960410 6254 201900 SH SHARED 09 201900 D GENERAL ELEC CO COM 36960410 246388 7953145 SH SHARED 10 7501544 451601 D GENERAL ELEC CO COM 36960410 3327 107410 SH SHARED 14 107410 D GENERAL GROWTH PPTYS INC COM 37002110 141 5100 SH SHARED 5100 D GENERAL GROWTH PPTYS INC COM 37002110 616 22200 SH SHARED 01 20400 1800 D GENERAL GROWTH PPTYS INC COM 37002110 1911 68879 SH SHARED 02 68879 D GENERAL GROWTH PPTYS INC COM 37002110 298577 10759547 SH SHARED 11 10759547 D GENERAL MLS INC DBCV 10/2 370334AU 8540 12200000 PRN SHARED 12200000 D GENERAL MLS INC DBCV 10/2 370334AU 9120 13029000 PRN SHARED 02 13029000 D GENERAL MLS INC COM 37033410 9 200 SH SHARED 200 D GENERAL MLS INC COM 37033410 57017 1258667 SH SHARED 1243567 15100 D GENERAL MLS INC COM 37033410 26704 589506 SH SHARED 01 344123 245383 D GENERAL MLS INC COM 37033410 3176 70130 SH SHR/OTHR 01 7090 63040 D GENERAL MLS INC COM 37033410 6200 136878 SH SHARED 02 136878 D GENERAL MLS INC COM 37033410 77 1706 SH SHARED 05 1706 D GENERAL MLS INC COM 37033410 135 3000 SH SHARED 06 2600 400 D GENERAL MLS INC COM 37033410 7548 166623 SH SHARED 10 163510 3113 D GENERAL MLS INC COM 37033410 135 3000 SH SHARED 14 3000 D GENERAL MTRS CORP COM 37044210 329 6175 SH SHARED 6175 D GENERAL MTRS CORP COM 37044210 292129 5470597 SH SHARED 5453622 16975 D GENERAL MTRS CORP COM 37044210 7206 134956 SH SHARED 01 107223 27733 D GENERAL MTRS CORP COM 37044210 1279 23957 SH SHR/OTHR 01 723 23234 D GENERAL MTRS CORP COM 37044210 28745 538307 SH SHARED 02 538307 D GENERAL MTRS CORP COM 37044210 2136 40000 SH SHARED 04 40000 D GENERAL MTRS CORP COM 37044210 1017 19054 SH SHARED 05 19054 D GENERAL MTRS CORP COM 37044210 1043 19542 SH SHARED 06 18442 1100 D GENERAL MTRS CORP COM 37044210 12083 226289 SH SHARED 10 201499 24790 D GENERAL MTRS CORP COM 37044210 3147 58946 SH SHARED 14 58946 D GENERAL MTRS CORP DEB SR CV C 33 37044271 973114 30155390 SH SHARED 30155390 D GENERAL MTRS CORP DEB SR CV C 33 37044271 18422 570900 SH SHARED 02 570900 D GENERAL MTRS CORP DEB SR CONV B 37044273 369406 13747900 SH SHARED 13747900 D GENERAL MTRS CORP DEB SR CONV B 37044273 29140 1084508 SH SHARED 01 1082308 2200 D GENERAL MTRS CORP DEB SR CONV B 37044273 68 2550 SH SHR/OTHR 01 550 2000 D GENERAL MTRS CORP DEB SR CONV B 37044273 11318 421215 SH SHARED 02 421215 D GENERAL MTRS CORP DEB SR CONV A 37044274 111571 4163100 SH SHARED 4163100 D GENERAL MTRS CORP DEB SR CONV A 37044274 11631 434000 SH SHARED 02 434000 D GENERAL MTRS CORP CL H NEW 37044283 130 8200 SH SHARED 01 8200 D GENERAL MTRS CORP CL H NEW 37044283 503 31500 SH SHARED 06 31500 D GENERAL MTRS CORP CL H NEW 37044283 1710 107100 SH SHARED 14 107100 D GENEREX BIOTECHNOLOGY CP DEL COM 37148510 19 14600 SH SHARED 14600 D GENESCO INC COM 37153210 40 2700 SH SHARED 2700 D GENESCO INC COM 37153210 355 23471 SH SHARED 23471 D GENESCO INC COM 37153210 57 3827 SH SHARED 01 3827 D GENESCO INC COM 37153210 475 31417 SH SHARED 02 31417 D GENESCO INC COM 37153210 42 2790 SH SHARED 10 2790 D GENESEE & WYO INC CL A 37155910 57 1816 SH SHARED 1816 D GENESEE & WYO INC CL A 37155910 265 8433 SH SHARED 02 8433 D GENESIS MICROCHIP INC DEL COM 37184C10 3539 196101 SH SHARED 196101 D GENESIS MICROCHIP INC DEL COM 37184C10 415 23007 SH SHARED 01 23007 D GENESIS MICROCHIP INC DEL COM 37184C10 372 20631 SH SHARED 02 20631 D GENESIS HEALTHCARE CORP COM 37184D10 13842 607657 SH SHARED 607657 D GENESIS HEALTHCARE CORP COM 37184D10 413 18150 SH SHARED 02 18150 D GENTEX CORP COM 37190110 3647 82605 SH SHARED 82605 D GENTEX CORP COM 37190110 2766 62647 SH SHARED 01 62647 D GENTEX CORP COM 37190110 1480 33533 SH SHARED 02 33533 D GENLYTE GROUP INC COM 37230210 29 500 SH SHARED 500 D GENLYTE GROUP INC COM 37230210 603 10337 SH SHARED 02 10337 D GENLYTE GROUP INC COM 37230210 68 1180 SH SHARED 10 1180 D GENOME THERAPEUTICS CORP COM 37243010 0 300 SH SHARED 01 300 D GENTA INC COM NEW 37245M20 222 21374 SH SHARED 21374 D GENTA INC COM NEW 37245M20 1 100 SH SHARED 01 100 D GENTA INC COM NEW 37245M20 481 46193 SH SHARED 02 46193 D GENTA INC COM NEW 37245M20 9679 928000 SH SHARED 04 928000 D GENTA INC COM NEW 37245M20 146 14000 SH SHARED 10 14000 D GENTA INC COM NEW 37245M20 120 11600 SH SHARED 14 11600 D GENUINE PARTS CO COM 37246010 12852 387123 SH SHARED 387123 D GENUINE PARTS CO COM 37246010 19112 575691 SH SHARED 01 23541 552150 D GENUINE PARTS CO COM 37246010 535 16117 SH SHR/OTHR 01 1350 14767 D GENUINE PARTS CO COM 37246010 2007 60464 SH SHARED 02 60464 D GENUINE PARTS CO COM 37246010 27 817 SH SHARED 05 817 D GENUINE PARTS CO COM 37246010 187 5661 SH SHARED 06 4661 1000 D GENUINE PARTS CO COM 37246010 2264 68216 SH SHARED 10 60560 7656 D GENUINE PARTS CO COM 37246010 56 1700 SH SHARED 14 1700 D GENUS INC COM 37246110 380 63379 SH SHARED 63379 D GENUS INC COM 37246110 94 15716 SH SHARED 01 15716 D GENTIVA HEALTH SERVICES INC COM 37247A10 45080 3566461 SH SHARED 3566461 D GENTIVA HEALTH SERVICES INC COM 37247A10 1524 120639 SH SHARED 01 116939 3700 D GENTIVA HEALTH SERVICES INC COM 37247A10 213 16924 SH SHARED 02 16924 D GENTIVA HEALTH SERVICES INC COM 37247A10 178 14100 SH SHARED 10 14100 D GENZYME CORP SDCV 3.000% 5/1 372917AK 4048 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 4088 4040000 PRN SHARED 02 4040000 D GENZYME CORP COM GENL DIV 37291710 9 200 SH SHARED 200 D GENZYME CORP COM GENL DIV 37291710 36606 742670 SH SHARED 740170 2500 D GENZYME CORP COM GENL DIV 37291710 25691 521222 SH SHARED 01 460928 13200 47094 D GENZYME CORP COM GENL DIV 37291710 532 10800 SH SHR/OTHR 01 10800 D GENZYME CORP COM GENL DIV 37291710 5908 119875 SH SHARED 02 119875 D GENZYME CORP COM GENL DIV 37291710 16758 340000 SH SHARED 04 340000 D GENZYME CORP COM GENL DIV 37291710 55 1121 SH SHARED 05 1121 D GENZYME CORP COM GENL DIV 37291710 133 2700 SH SHARED 06 2300 400 D GENZYME CORP COM GENL DIV 37291710 5169 104885 SH SHARED 10 84753 20132 D GENZYME CORP COM GENL DIV 37291710 1604 32559 SH SHARED 14 32559 D GEORGIA GULF CORP COM PAR $0.01 37320020 11 400 SH SHARED 400 D GEORGIA GULF CORP COM PAR $0.01 37320020 9725 336750 SH SHARED 01 336750 D GEORGIA GULF CORP COM PAR $0.01 37320020 824 28566 SH SHARED 02 28566 D GEORGIA GULF CORP COM PAR $0.01 37320020 106 3700 SH SHARED 10 3700 D GEORGIA PAC CORP COM 37329810 297 9700 SH SHARED 9700 D GEORGIA PAC CORP COM 37329810 18389 599600 SH SHARED 599600 D GEORGIA PAC CORP COM 37329810 1154 37655 SH SHARED 01 34002 3653 D GEORGIA PAC CORP COM 37329810 247 8066 SH SHR/OTHR 01 8066 D GEORGIA PAC CORP COM 37329810 8279 269942 SH SHARED 02 269942 D GEORGIA PAC CORP COM 37329810 3680 120000 SH SHARED 04 120000 D GEORGIA PAC CORP COM 37329810 51 1675 SH SHARED 05 1675 D GEORGIA PAC CORP COM 37329810 237 7740 SH SHARED 06 7740 D GEORGIA PAC CORP COM 37329810 3083 100532 SH SHARED 10 89351 11181 D GEORGIA PAC CORP COM 37329810 79 2600 SH SHARED 14 2600 D GERBER SCIENTIFIC INC COM 37373010 4 600 SH SHARED 600 D GERBER SCIENTIFIC INC COM 37373010 109 13816 SH SHARED 02 13816 D GERDAU S A SPONSORED ADR 37373710 7859 388690 SH SHARED 388690 D GERDAU S A SPONSORED ADR 37373710 11416 564619 SH SHARED 01 564619 D GERDAU S A SPONSORED ADR 37373710 28 1410 SH SHARED 05 1410 D GERMAN AMERN BANCORP COM 37386510 7 400 SH SHARED 400 D GERMAN AMERN BANCORP COM 37386510 109 6263 SH SHARED 02 6263 D GERMANY FD INC COM 37414310 0 2 SH SHARED 02 2 D GERON CORP COM 37416310 3 400 SH SHARED 400 D GERON CORP COM 37416310 102 10250 SH SHARED 01 9800 450 D GERON CORP COM 37416310 312 31298 SH SHARED 02 31298 D GETTY IMAGES INC COM 37427610 7960 158800 SH SHARED 158800 D GETTY IMAGES INC COM 37427610 105 2108 SH SHARED 2108 D GETTY IMAGES INC COM 37427610 1884 37600 SH SHARED 01 37600 D GETTY IMAGES INC COM 37427610 165 3300 SH SHARED 02 3300 D GETTY IMAGES INC COM 37427610 12532 250000 SH SHARED 04 250000 D GETTY IMAGES INC COM 37427610 155 3100 SH SHARED 14 3100 D GETTY RLTY CORP NEW COM 37429710 10 400 SH SHARED 400 D GETTY RLTY CORP NEW COM 37429710 339 12974 SH SHARED 02 12974 D GEVITY HR INC COM 37439310 129 5832 SH SHARED 5832 D GEVITY HR INC COM 37439310 3614 162500 SH SHARED 01 162500 D GEVITY HR INC COM 37439310 195 8793 SH SHARED 02 8793 D GEVITY HR INC COM 37439310 46 2100 SH SHARED 10 2100 D GIBRALTAR STL CORP COM 37476F10 10 400 SH SHARED 400 D GIBRALTAR STL CORP COM 37476F10 5 200 SH SHARED 01 200 D GIBRALTAR STL CORP COM 37476F10 171 6806 SH SHARED 02 6806 D GILEAD SCIENCES INC NOTE 2.000%12/1 375558AD 14275 10458000 PRN SHARED 10458000 D GILEAD SCIENCES INC NOTE 2.000%12/1 375558AD 25 19000 PRN SHARED 01 3000 16000 D GILEAD SCIENCES INC COM 37555810 5 100 SH SHARED 100 D GILEAD SCIENCES INC COM 37555810 13005 223147 SH SHARED 223147 D GILEAD SCIENCES INC COM 37555810 53386 916032 SH SHARED 01 664355 9600 242077 D GILEAD SCIENCES INC COM 37555810 2935 50374 SH SHR/OTHR 01 4200 46174 D GILEAD SCIENCES INC COM 37555810 16606 284950 SH SHARED 02 284950 D GILEAD SCIENCES INC COM 37555810 37905 650400 SH SHARED 04 650400 D GILEAD SCIENCES INC COM 37555810 1285 22050 SH SHARED 06 22050 D GILEAD SCIENCES INC COM 37555810 17242 295850 SH SHARED 10 288550 7300 D GILEAD SCIENCES INC COM 37555810 581 9980 SH SHARED 14 9980 D GILLETTE CO COM 37576610 29 800 SH SHARED 800 D GILLETTE CO COM 37576610 136564 3718057 SH SHARED 3528287 189770 D GILLETTE CO COM 37576610 60225 1639671 SH SHARED 01 405629 1234042 D GILLETTE CO COM 37576610 13656 371813 SH SHR/OTHR 01 34900 336913 D GILLETTE CO COM 37576610 13057 355486 SH SHARED 02 355486 D GILLETTE CO COM 37576610 167 4556 SH SHARED 05 4556 D GILLETTE CO COM 37576610 1435 39086 SH SHARED 06 37286 1800 D GILLETTE CO COM 37576610 15024 409052 SH SHARED 10 364006 45046 D GILLETTE CO COM 37576610 1105 30100 SH SHARED 14 30100 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 10640 344564 SH SHARED 01 324300 3864 16400 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 12 400 SH SHARED 05 400 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 3338 108100 SH SHARED 10 108100 D GLACIER BANCORP INC NEW COM 37637Q10 16 500 SH SHARED 500 D GLACIER BANCORP INC NEW COM 37637Q10 384 11841 SH SHARED 02 11841 D GLADSTONE CAPITAL CORP COM 37653510 176 7918 SH SHARED 7918 D GLADSTONE CAPITAL CORP COM 37653510 4 182 SH SHARED 01 182 D GLADSTONE CAPITAL CORP COM 37653510 133 5955 SH SHARED 02 5955 D GLADSTONE COML CORP COM 37653610 50 3000 SH SHARED 3000 D GLAMIS GOLD LTD COM 37677510 2041 119263 SH SHARED 119263 D GLAMIS GOLD LTD COM 37677510 5 337 SH SHARED 01 337 D GLAMIS GOLD LTD COM 37677510 490 28638 SH SHARED 02 28638 D GLAMIS GOLD LTD COM 37677510 1119 65400 SH SHARED 04 65400 D GLAMIS GOLD LTD COM 37677510 17 1000 SH SHARED 06 1000 D GLAMIS GOLD LTD COM 37677510 17976 1050000 SH SHARED 10 1050000 D GLATFELTER COM 37731610 249 20040 SH SHARED 20040 D GLATFELTER COM 37731610 185 14868 SH SHARED 01 11700 3168 D GLATFELTER COM 37731610 385 30932 SH SHARED 02 30932 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 6059 129986 SH SHARED 126710 3276 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 9821 210674 SH SHARED 01 66606 11700 132368 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 6670 143085 SH SHR/OTHR 01 2262 140823 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 2431 52145 SH SHARED 02 52145 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 13 300 SH SHARED 05 300 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 484 10400 SH SHARED 06 10400 D GLENAYRE TECHNOLOGIES INC COM 37789910 86 32100 SH SHARED 32100 D GLENBOROUGH RLTY TR INC COM 37803P10 663 33240 SH SHARED 33240 D GLENBOROUGH RLTY TR INC COM 37803P10 42 2119 SH SHARED 01 119 2000 D GLENBOROUGH RLTY TR INC COM 37803P10 537 26956 SH SHARED 02 26956 D GLENBOROUGH RLTY TR INC COM 37803P10 1895 95000 SH SHARED 10 95000 D GLENBOROUGH RLTY TR INC COM 37803P10 55395 2776700 SH SHARED 11 2776700 D GLIMCHER RLTY TR SH BEN INT 37930210 25 1161 SH SHARED 1161 D GLIMCHER RLTY TR SH BEN INT 37930210 806 36039 SH SHARED 01 36039 D GLIMCHER RLTY TR SH BEN INT 37930210 491 21950 SH SHARED 02 21950 D GLIMCHER RLTY TR SH BEN INT 37930210 23835 1065050 SH SHARED 10 900 1064150 D GLIMCHER RLTY TR SH BEN INT 37930210 65002 2904503 SH SHARED 11 2904503 D GLOBAL HIGH INCOME DLR FD IN COM 37933G10 1015 55800 SH SHARED 55800 D GLOBAL INDS LTD COM 37933610 9 1900 SH SHARED 1900 D GLOBAL INDS LTD COM 37933610 16 3200 SH SHARED 01 3200 D GLOBAL INDS LTD COM 37933610 241 47033 SH SHARED 02 47033 D GLOBAL IMAGING SYSTEMS COM 37934A10 227 7167 SH SHARED 7167 D GLOBAL IMAGING SYSTEMS COM 37934A10 15 480 SH SHARED 01 400 80 D GLOBAL IMAGING SYSTEMS COM 37934A10 320 10103 SH SHARED 02 10103 D GLOBAL PMTS INC COM 37940X10 47 1000 SH SHARED 1000 D GLOBAL PMTS INC COM 37940X10 78 1660 SH SHARED 01 1660 D GLOBAL PMTS INC COM 37940X10 271 5766 SH SHARED 02 5766 D GLOBAL POWER EQUIPMENT INC COM 37941P10 1293 193654 SH SHARED 193654 D GLOBAL POWER EQUIPMENT INC COM 37941P10 298 44660 SH SHARED 02 44660 D GLOBECOMM SYSTEMS INC COM 37956X10 0 200 SH SHARED 200 D GLOBESPANVIRATA INC COM 37957V10 479 81928 SH SHARED 81928 D GLOBESPANVIRATA INC COM 37957V10 163 27918 SH SHARED 01 27918 D GLOBESPANVIRATA INC COM 37957V10 1055 180451 SH SHARED 02 180451 D GLYCOGENESYS INC COM 37989P10 28 18700 SH SHARED 18700 D GOLD BANC CORP INC COM 37990710 454 32360 SH SHARED 32360 D GOLD BANC CORP INC COM 37990710 341 24300 SH SHARED 01 24300 D GOLD BANC CORP INC COM 37990710 449 31997 SH SHARED 02 31997 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 25 1850 SH SHARED 1850 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 17090 1226000 SH SHARED 1226000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 178 12800 SH SHARED 01 12800 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 543 39000 SH SHR/OTHR 01 39000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 209 15000 SH SHARED 04 15000 D GOLDCORP INC NEW COM 38095640 191 12000 SH SHARED 12000 D GOLDCORP INC NEW COM 38095640 4858 304627 SH SHARED 285490 19137 D GOLDCORP INC NEW COM 38095640 67 4250 SH SHARED 01 1900 2350 D GOLDCORP INC NEW COM 38095640 2070 129800 SH SHARED 02 129800 D GOLDCORP INC NEW COM 38095640 478 30000 SH SHARED 04 30000 D GOLDCORP INC NEW COM 38095640 24275 1522000 SH SHARED 10 1522000 D GOLDEN STAR RES LTD CDA COM 38119T10 187 26900 SH SHARED 26900 D GOLDEN STAR RES LTD CDA COM 38119T10 334 48000 SH SHARED 01 48000 D GOLDEN TELECOM INC COM 38122G10 38 1400 SH SHARED 1400 D GOLDEN TELECOM INC COM 38122G10 16 600 SH SHARED 600 D GOLDEN TELECOM INC COM 38122G10 1024 36800 SH SHARED 01 36800 D GOLDEN TELECOM INC COM 38122G10 230 8293 SH SHARED 02 8293 D GOLDEN TELECOM INC COM 38122G10 2197 78900 SH SHARED 04 78900 D GOLDEN WEST FINL CORP DEL COM 38131710 763 7400 SH SHARED 7400 D GOLDEN WEST FINL CORP DEL COM 38131710 34571 335028 SH SHARED 335028 D GOLDEN WEST FINL CORP DEL COM 38131710 20575 199391 SH SHARED 01 180798 18593 D GOLDEN WEST FINL CORP DEL COM 38131710 87 844 SH SHR/OTHR 01 844 D GOLDEN WEST FINL CORP DEL COM 38131710 5457 52890 SH SHARED 02 52890 D GOLDEN WEST FINL CORP DEL COM 38131710 70 679 SH SHARED 05 679 D GOLDEN WEST FINL CORP DEL COM 38131710 846 8204 SH SHARED 06 8204 D GOLDEN WEST FINL CORP DEL COM 38131710 17359 168229 SH SHARED 10 161478 6751 D GOLDEN WEST FINL CORP DEL COM 38131710 3043 29496 SH SHARED 14 29496 D GOLDMAN SACHS GROUP INC COM 38141G10 19 200 SH SHARED 200 D GOLDMAN SACHS GROUP INC COM 38141G10 131121 1328082 SH SHARED 1322980 5102 D GOLDMAN SACHS GROUP INC COM 38141G10 73077 740176 SH SHARED 01 378695 480 361001 D GOLDMAN SACHS GROUP INC COM 38141G10 6272 63527 SH SHR/OTHR 01 5790 57737 D GOLDMAN SACHS GROUP INC COM 38141G10 20200 204606 SH SHARED 02 204606 D GOLDMAN SACHS GROUP INC COM 38141G10 21226 215000 SH SHARED 04 215000 D GOLDMAN SACHS GROUP INC COM 38141G10 8512 86223 SH SHARED 05 27300 58923 D GOLDMAN SACHS GROUP INC COM 38141G10 7284 73781 SH SHARED 06 63581 10200 D GOLDMAN SACHS GROUP INC COM 38141G10 1293 13100 SH SHARED 07 13100 D GOLDMAN SACHS GROUP INC COM 38141G10 11758 119100 SH SHARED 08 119100 D GOLDMAN SACHS GROUP INC COM 38141G10 40093 406094 SH SHARED 10 381005 25089 D GOLDMAN SACHS GROUP INC COM 38141G10 4825 48871 SH SHARED 14 48871 D GOLF TR AMER INC COM 38168B10 1600 645300 SH SHARED 645300 D GOODRICH CORP COM 38238810 35 1200 SH SHARED 1200 D GOODRICH CORP COM 38238810 10999 370484 SH SHARED 370484 D GOODRICH CORP COM 38238810 14921 502567 SH SHARED 01 301611 200956 D GOODRICH CORP COM 38238810 24 829 SH SHR/OTHR 01 829 D GOODRICH CORP COM 38238810 1503 50639 SH SHARED 02 50639 D GOODRICH CORP COM 38238810 1576 53100 SH SHARED 05 53100 D GOODRICH CORP COM 38238810 140 4728 SH SHARED 06 4728 D GOODRICH CORP COM 38238810 1379 46475 SH SHARED 10 41237 5238 D GOODYEAR TIRE & RUBR CO COM 38255010 4112 523167 SH SHARED 521267 1900 D GOODYEAR TIRE & RUBR CO COM 38255010 217 27648 SH SHARED 01 27648 D GOODYEAR TIRE & RUBR CO COM 38255010 22 2860 SH SHR/OTHR 01 2860 D GOODYEAR TIRE & RUBR CO COM 38255010 1511 192252 SH SHARED 02 192252 D GOODYEAR TIRE & RUBR CO COM 38255010 4 583 SH SHARED 05 583 D GOODYEAR TIRE & RUBR CO COM 38255010 551 70153 SH SHARED 10 62396 7757 D GOODYS FAMILY CLOTHING INC COM 38258810 73 7848 SH SHARED 7848 D GOODYS FAMILY CLOTHING INC COM 38258810 17 1896 SH SHARED 01 1896 D GOODYS FAMILY CLOTHING INC COM 38258810 115 12345 SH SHARED 02 12345 D GORMAN RUPP CO COM 38308210 5 200 SH SHARED 200 D GORMAN RUPP CO COM 38308210 127 4815 SH SHARED 02 4815 D GRACE W R & CO DEL NEW COM 38388F10 16 6300 SH SHARED 6300 D GRACE W R & CO DEL NEW COM 38388F10 47 18356 SH SHARED 18356 D GRACE W R & CO DEL NEW COM 38388F10 8 3445 SH SHARED 01 3445 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 1449 564103 SH SHARED 02 564103 D GRACO INC COM 38410910 636 15867 SH SHARED 15867 D GRACO INC COM 38410910 563 14056 SH SHARED 01 14056 D GRACO INC COM 38410910 594 14818 SH SHARED 02 14818 D GRAFTECH INTL LTD COM 38431310 13 1000 SH SHARED 1000 D GRAFTECH INTL LTD COM 38431310 1659 122902 SH SHARED 02 122902 D GRAINGER W W INC COM 38480210 35867 756850 SH SHARED 756850 D GRAINGER W W INC COM 38480210 5425 114495 SH SHARED 01 15550 98945 D GRAINGER W W INC COM 38480210 1779 37540 SH SHR/OTHR 01 37540 D GRAINGER W W INC COM 38480210 1553 32777 SH SHARED 02 32777 D GRAINGER W W INC COM 38480210 4265 90000 SH SHARED 04 90000 D GRAINGER W W INC COM 38480210 15 325 SH SHARED 05 325 D GRAINGER W W INC COM 38480210 33 700 SH SHARED 06 700 D GRAINGER W W INC COM 38480210 1538 32462 SH SHARED 10 32462 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 870 37074 SH SHARED 37074 D GRANITE CONSTR INC COM 38732810 579 24674 SH SHARED 01 24674 D GRANITE CONSTR INC COM 38732810 946 40307 SH SHARED 02 40307 D GRANT PRIDECO INC COM 38821G10 632 48560 SH SHARED 48560 D GRANT PRIDECO INC COM 38821G10 1049 80627 SH SHARED 01 80627 D GRANT PRIDECO INC COM 38821G10 1 79 SH SHR/OTHR 01 79 D GRANT PRIDECO INC COM 38821G10 974 74845 SH SHARED 02 74845 D GRAPHIC PACKAGING CORP DEL COM 38868810 32 7933 SH SHARED 7933 D GRAPHIC PACKAGING CORP DEL COM 38868810 7 1967 SH SHARED 01 1967 D GRAY TELEVISION INC COM 38937510 28 1911 SH SHARED 1911 D GRAY TELEVISION INC COM 38937510 1048 69330 SH SHARED 02 69330 D GRAY TELEVISION INC COM 38937510 3290 217600 SH SHARED 04 217600 D GRAY TELEVISION INC COM 38937510 51 3400 SH SHARED 14 3400 D GRAY TELEVISION INC CL A 38937520 35 2337 SH SHARED 2337 D GRAY TELEVISION INC CL A 38937520 7 463 SH SHARED 01 463 D GREAT AMERN FINL RES INC COM 38991510 9 600 SH SHARED 600 D GREAT AMERN FINL RES INC COM 38991510 16 1025 SH SHARED 01 1025 D GREAT AMERN FINL RES INC COM 38991510 73 4508 SH SHARED 02 4508 D GREAT ATLANTIC & PAC TEA INC COM 39006410 456 54373 SH SHARED 54373 D GREAT ATLANTIC & PAC TEA INC COM 39006410 140 16737 SH SHARED 01 16737 D GREAT ATLANTIC & PAC TEA INC COM 39006410 283 33742 SH SHARED 02 33742 D GREAT BASIN GOLD LTD COM 39012410 11139 4251800 SH SHARED 10 4251800 D GREAT LAKES CHEM CORP COM 39056810 3602 132508 SH SHARED 132508 D GREAT LAKES CHEM CORP COM 39056810 126 4643 SH SHARED 01 4643 D GREAT LAKES CHEM CORP COM 39056810 30 1131 SH SHR/OTHR 01 1131 D GREAT LAKES CHEM CORP COM 39056810 4421 162626 SH SHARED 02 162626 D GREAT LAKES CHEM CORP COM 39056810 546 20102 SH SHARED 10 17886 2216 D GREAT LAKES REIT INC COM 39075210 6 427 SH SHARED 427 D GREAT LAKES REIT INC COM 39075210 138 8800 SH SHARED 01 2600 6200 D GREAT LAKES REIT INC COM 39075210 167 10676 SH SHARED 02 10676 D GREAT SOUTHN BANCORP INC COM 39090510 167 3604 SH SHARED 02 3604 D GREAT SOUTHN BANCORP INC COM 39090510 12 270 SH SHARED 10 270 D GREAT PLAINS ENERGY INC COM 39116410 6700 210590 SH SHARED 210590 D GREAT PLAINS ENERGY INC COM 39116410 1863 58577 SH SHARED 01 34458 24119 D GREAT PLAINS ENERGY INC COM 39116410 50 1600 SH SHR/OTHR 01 1600 D GREAT PLAINS ENERGY INC COM 39116410 3142 98768 SH SHARED 02 98768 D GREATER BAY BANCORP NOTE 4/2 391648AJ 23395 35340000 PRN SHARED 35340000 D GREATER BAY BANCORP COM 39164810 683 24010 SH SHARED 24010 D GREATER BAY BANCORP COM 39164810 694 24400 SH SHARED 01 20900 3500 D GREATER BAY BANCORP COM 39164810 2060 72344 SH SHARED 02 72344 D GREATER COMMUNITY BANCORP COM 39167M10 3 200 SH SHARED 200 D GREATER COMMUNITY BANCORP COM 39167M10 63 3780 SH SHARED 02 3780 D GREEN MTN COFFEE ROASTERS IN COM 39312210 2 100 SH SHARED 100 D GREEN MTN COFFEE ROASTERS IN COM 39312210 52 2304 SH SHARED 02 2304 D GREENBRIER COS INC COM 39365710 1 100 SH SHARED 100 D GREENBRIER COS INC COM 39365710 58 3512 SH SHARED 02 3512 D GREENE CNTY BANCSHARES INC COM NEW 39436120 2 100 SH SHARED 100 D GREENE CNTY BANCSHARES INC COM NEW 39436120 92 3953 SH SHARED 02 3953 D GREENPOINT FINL CORP COM 39538410 978 27700 SH SHARED 27700 D GREENPOINT FINL CORP COM 39538410 4224 119605 SH SHARED 119605 D GREENPOINT FINL CORP COM 39538410 5435 153880 SH SHARED 01 152380 1500 D GREENPOINT FINL CORP COM 39538410 1426 40400 SH SHARED 02 40400 D GREENPOINT FINL CORP COM 39538410 34 990 SH SHARED 06 990 D GREENPOINT FINL CORP COM 39538410 74 2100 SH SHARED 14 2100 D GREIF INC CL A 39762410 116 3285 SH SHARED 3285 D GREIF INC CL A 39762410 46 1315 SH SHARED 01 1315 D GREIF INC CL A 39762410 308 8691 SH SHARED 02 8691 D GREIF INC CL A 39762410 14 400 SH SHARED 10 400 D GREY GLOBAL GROUP INC COM 39787M10 341 500 SH SHARED 500 D GREY GLOBAL GROUP INC COM 39787M10 68 100 SH SHARED 01 100 D GREY GLOBAL GROUP INC COM 39787M10 478 700 SH SHARED 02 700 D GREY WOLF INC COM 39788810 157 42121 SH SHARED 42121 D GREY WOLF INC COM 39788810 15 4229 SH SHARED 01 4229 D GREY WOLF INC COM 39788810 1283 343156 SH SHARED 02 343156 D GRIC COMMUNICATIONS INC COM 39808110 94 17640 SH SHARED 17640 D GRIC COMMUNICATIONS INC COM 39808110 30 5600 SH SHARED 01 5600 D GRIFFON CORP NOTE 4.000% 7/1 398433AB 5229 4500000 PRN SHARED 4500000 D GRIFFON CORP COM 39843310 55 2744 SH SHARED 2744 D GRIFFON CORP COM 39843310 52 2589 SH SHARED 01 2589 D GRIFFON CORP COM 39843310 837 41352 SH SHARED 02 41352 D GRIFFON CORP COM 39843310 20 1000 SH SHARED 10 1000 D GROUP 1 AUTOMOTIVE INC COM 39890510 1754 48478 SH SHARED 48478 D GROUP 1 AUTOMOTIVE INC COM 39890510 284 7855 SH SHARED 01 7855 D GROUP 1 AUTOMOTIVE INC COM 39890510 407 11254 SH SHARED 02 11254 D GROUP 1 AUTOMOTIVE INC COM 39890510 16 450 SH SHARED 10 450 D GROUP 1 SOFTWARE INC NEW COM 39943Y10 7 400 SH SHARED 400 D GROUP 1 SOFTWARE INC NEW COM 39943Y10 6853 389200 SH SHARED 01 355000 34200 D GROUP 1 SOFTWARE INC NEW COM 39943Y10 106 6064 SH SHARED 02 6064 D GROUP 1 SOFTWARE INC NEW COM 39943Y10 505 28700 SH SHARED 05 28700 D GROUPE DANONE SPONSORED ADR 39944910 159 4901 SH SHARED 4901 D GROUPE DANONE SPONSORED ADR 39944910 578 17819 SH SHARED 01 17819 D GROUPE DANONE SPONSORED ADR 39944910 120 3700 SH SHARED 02 3700 D GROUPE CGI INC CL A SUB VTG 39945C10 10 1757 SH SHARED 01 1757 D GROUPE CGI INC CL A SUB VTG 39945C10 555 88809 SH SHARED 02 88809 D GROUPE CGI INC CL A SUB VTG 39945C10 31 5000 SH SHARED 06 2000 3000 D GROUPE CGI INC CL A SUB VTG 39945C10 23 3700 SH SHARED 14 3700 D GRUPO RADIO CENTRO S A DE C SPONSORED ADR 40049C10 6 1000 SH SHARED 1000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 5333 133794 SH SHARED 126794 7000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 45272 1135782 SH SHARED 01 1135782 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 597 15000 SH SHARED 02 15000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 2670 67000 SH SHARED 04 67000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 4350 109153 SH SHARED 05 97415 11738 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 3359 84294 SH SHARED 09 84294 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 27695 694827 SH SHARED 10 694827 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 3087 77464 SH SHARED 12 77464 D GRUPO IUSACELL S A DE C V NE SP ADR V NEW 40050B20 8 900 SH SHARED 900 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 1320 75000 SH SHARED 75000 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 702 39900 SH SHARED 01 39900 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 228 13000 SH SHARED 04 13000 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 1196 68000 SH SHARED 10 68000 D GTECH HLDGS CORP DBCV 1.750%12/1 400518AB 423 230000 PRN SHARED 230000 D GTECH HLDGS CORP DBCV 1.750%12/1 400518AB 4605 2500000 PRN SHARED 02 2500000 D GTECH HLDGS CORP COM 40051810 183 3700 SH SHARED 3700 D GTECH HLDGS CORP COM 40051810 1924 38877 SH SHARED 38877 D GTECH HLDGS CORP COM 40051810 27528 556241 SH SHARED 01 556241 D GTECH HLDGS CORP COM 40051810 1788 36141 SH SHARED 02 36141 D GTECH HLDGS CORP COM 40051810 6884 139100 SH SHARED 10 139100 D GUANGSHEN RY LTD SPONSORED ADR 40065W10 22 1530 SH SHARED 1530 D GUCCI GROUP N V COM NY REG 40156610 171 2000 SH SHARED 2000 D GUCCI GROUP N V COM NY REG 40156610 66113 772807 SH SHARED 772807 D GUCCI GROUP N V COM NY REG 40156610 171 2003 SH SHARED 01 2003 D GUCCI GROUP N V COM NY REG 40156610 992 11600 SH SHARED 02 11600 D GUESS INC COM 40161710 2 200 SH SHARED 200 D GUESS INC COM 40161710 60 5024 SH SHARED 02 5024 D GUESS INC COM 40161710 58 4880 SH SHARED 10 4880 D GUIDANT CORP COM 40169810 12 200 SH SHARED 200 D GUIDANT CORP COM 40169810 54368 903124 SH SHARED 863668 39456 D GUIDANT CORP COM 40169810 83817 1392316 SH SHARED 01 377280 12860 1002176 D GUIDANT CORP COM 40169810 5293 87936 SH SHR/OTHR 01 1700 86236 D GUIDANT CORP COM 40169810 14899 247506 SH SHARED 02 247506 D GUIDANT CORP COM 40169810 4009 66600 SH SHARED 04 66600 D GUIDANT CORP COM 40169810 50757 843153 SH SHARED 05 682866 160287 D GUIDANT CORP COM 40169810 2355 39124 SH SHARED 06 38624 500 D GUIDANT CORP COM 40169810 4142 68804 SH SHARED 07 68804 D GUIDANT CORP COM 40169810 2618 43500 SH SHARED 09 43500 D GUIDANT CORP COM 40169810 8206 136317 SH SHARED 10 122712 13605 D GUIDANT CORP COM 40169810 1210 20100 SH SHARED 14 20100 D GUILFORD PHARMACEUTICALS INC COM 40182910 225 33200 SH SHARED 33200 D GUILFORD PHARMACEUTICALS INC COM 40182910 2 300 SH SHARED 300 D GUILFORD PHARMACEUTICALS INC COM 40182910 101 14971 SH SHARED 02 14971 D GUITAR CTR MGMT INC NOTE 4.000% 7/1 402040AC 11362 9500000 PRN SHARED 9500000 D GUITAR CTR MGMT INC COM 40204010 499 15300 SH SHARED 15300 D GUITAR CTR MGMT INC COM 40204010 340 10444 SH SHARED 02 10444 D GULF ISLAND FABRICATION INC COM 40230710 46 2712 SH SHARED 2712 D GULF ISLAND FABRICATION INC COM 40230710 10 622 SH SHARED 01 622 D GULF ISLAND FABRICATION INC COM 40230710 80 4709 SH SHARED 02 4709 D GULFMARK OFFSHORE INC COM 40262910 742 53045 SH SHARED 53045 D GULFMARK OFFSHORE INC COM 40262910 140 10055 SH SHARED 01 10055 D GULFMARK OFFSHORE INC COM 40262910 127 9084 SH SHARED 02 9084 D GULFTERRA ENERGY PARTNERS LP COM 40274U10 4570 107600 SH SHARED 107600 D GULFTERRA ENERGY PARTNERS LP COM 40274U10 539 12700 SH SHARED 01 2000 10700 D GULFTERRA ENERGY PARTNERS LP COM 40274U10 297 7000 SH SHR/OTHR 01 7000 D GULFTERRA ENERGY PARTNERS LP COM 40274U10 250 5900 SH SHARED 02 5900 D GUNDLE/SLT ENVIRONMENTAL INC COM 40280910 2 100 SH SHARED 100 D GUNDLE/SLT ENVIRONMENTAL INC COM 40280910 70 3408 SH SHARED 02 3408 D GYMBOREE CORP COM 40377710 1049 60937 SH SHARED 60937 D GYMBOREE CORP COM 40377710 823 47787 SH SHARED 01 47787 D GYMBOREE CORP COM 40377710 577 33541 SH SHARED 02 33541 D GYMBOREE CORP COM 40377710 74 4300 SH SHARED 10 4300 D H & Q HEALTHCARE FD SH BEN INT 40405210 13 759 SH SHARED 01 759 D HCA INC COM 40411910 859 20000 SH SHARED 20000 D HCA INC COM 40411910 52642 1225386 SH SHARED 1225386 D HCA INC COM 40411910 5101 118749 SH SHARED 01 101031 15800 1918 D HCA INC COM 40411910 103 2400 SH SHR/OTHR 01 2400 D HCA INC COM 40411910 11252 261938 SH SHARED 02 261938 D HCA INC COM 40411910 3243 75500 SH SHARED 04 75500 D HCA INC COM 40411910 1063 24747 SH SHARED 05 22700 2047 D HCA INC COM 40411910 639 14875 SH SHARED 06 14275 600 D HCA INC COM 40411910 95984 2234275 SH SHARED 10 2228228 6047 D HCA INC COM 40411910 1508 35104 SH SHARED 14 35104 D HCC INS HLDGS INC NOTE 2.000% 9/0 404132AA 22 20360 PRN SHARED 01 20360 D HCC INS HLDGS INC NOTE 2.000% 9/0 404132AA 3906 3500000 PRN SHARED 02 3500000 D HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB 5260 5000000 PRN SHARED 5000000 D HCC INS HLDGS INC COM 40413210 1205 37900 SH SHARED 37900 D HCC INS HLDGS INC COM 40413210 1839 57850 SH SHARED 01 57850 D HCC INS HLDGS INC COM 40413210 852 26805 SH SHARED 02 26805 D HDFC BANK LTD ADR REPS 3 SHS 40415F10 192 6319 SH SHARED 6319 D HDFC BANK LTD ADR REPS 3 SHS 40415F10 797 26100 SH SHARED 14 26100 D HRPT PPTYS TR COM SH BEN INT 40426W10 963 95505 SH SHARED 95505 D HRPT PPTYS TR COM SH BEN INT 40426W10 53 5280 SH SHARED 01 5280 D HRPT PPTYS TR COM SH BEN INT 40426W10 137 13632 SH SHARED 02 13632 D HRPT PPTYS TR COM SH BEN INT 40426W10 9162 908069 SH SHARED 10 908069 D HRPT PPTYS TR COM SH BEN INT 40426W10 34538 3423069 SH SHARED 11 3423069 D HSBC HLDGS PLC SPON ADR NEW 40428040 13850 175723 SH SHARED 175723 D HSBC HLDGS PLC SPON ADR NEW 40428040 5604 71105 SH SHARED 01 29725 41380 D HSBC HLDGS PLC SPON ADR NEW 40428040 934 11861 SH SHR/OTHR 01 1283 10578 D HSBC HLDGS PLC SPON ADR NEW 40428040 9889 125469 SH SHARED 02 125469 D HAEMONETICS CORP COM 40502410 577 24191 SH SHARED 24191 D HAEMONETICS CORP COM 40502410 33 1415 SH SHARED 01 1415 D HAEMONETICS CORP COM 40502410 514 21538 SH SHARED 02 21538 D HAGGAR CORP COM 40517310 7 400 SH SHARED 02 400 D HAIN CELESTIAL GROUP INC COM 40521710 423 18234 SH SHARED 18234 D HAIN CELESTIAL GROUP INC COM 40521710 3 165 SH SHARED 01 165 D HAIN CELESTIAL GROUP INC COM 40521710 30 1301 SH SHR/OTHR 01 1301 D HAIN CELESTIAL GROUP INC COM 40521710 366 15788 SH SHARED 02 15788 D HALL KINION ASSOCIATES INC COM 40606910 3030 600000 SH SHARED 600000 D HALLIBURTON CO COM 40621610 13 500 SH SHARED 500 D HALLIBURTON CO COM 40621610 50207 1931072 SH SHARED 1863972 67100 D HALLIBURTON CO COM 40621610 4284 164772 SH SHARED 01 154606 10166 D HALLIBURTON CO COM 40621610 767 29500 SH SHR/OTHR 01 29500 D HALLIBURTON CO COM 40621610 5680 218480 SH SHARED 02 218480 D HALLIBURTON CO COM 40621610 137744 5297850 SH SHARED 04 5297850 D HALLIBURTON CO COM 40621610 58 2242 SH SHARED 05 2242 D HALLIBURTON CO COM 40621610 8277 318350 SH SHARED 06 317750 600 D HALLIBURTON CO COM 40621610 5609 215746 SH SHARED 10 215746 D HALLIBURTON CO COM 40621610 2650 101940 SH SHARED 14 101940 D HAMPSHIRE GROUP LTD COM 40885910 3 100 SH SHARED 100 D HAMPSHIRE GROUP LTD COM 40885910 37 1197 SH SHARED 02 1197 D HANARO TELECOM INC SPONSORED ADR 40964920 39 13200 SH SHARED 13200 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 60227 5830300 SH SHARED 5830300 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 86 8417 SH SHARED 01 8417 D HANCOCK FABRICS INC COM 40990010 8 564 SH SHARED 564 D HANCOCK FABRICS INC COM 40990010 6960 480700 SH SHARED 01 411500 11700 57500 D HANCOCK FABRICS INC COM 40990010 158 10975 SH SHARED 02 10975 D HANCOCK FABRICS INC COM 40990010 622 43000 SH SHARED 05 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HEWITT ASSOCS INC COM 42822Q10 8797 294243 SH SHARED 01 294243 D HEWITT ASSOCS INC COM 42822Q10 104 3497 SH SHARED 02 3497 D HEWITT ASSOCS INC COM 42822Q10 230 7700 SH SHARED 10 7700 D HEWLETT PACKARD CO NOTE 10/1 428236AC 394 750000 PRN SHARED 06 750000 D HEWLETT PACKARD CO COM 42823610 50 2200 SH SHARED 2200 D HEWLETT PACKARD CO COM 42823610 261886 11401237 SH SHARED 11018893 382344 D HEWLETT PACKARD CO COM 42823610 86274 3755944 SH SHARED 01 2152528 5200 1598216 D HEWLETT PACKARD CO COM 42823610 15930 693519 SH SHR/OTHR 01 43440 650079 D HEWLETT PACKARD CO COM 42823610 33554 1460798 SH SHARED 02 1460798 D HEWLETT PACKARD CO COM 42823610 30389 1323000 SH SHARED 04 1323000 D HEWLETT PACKARD CO COM 42823610 5858 255071 SH SHARED 05 57500 197571 D HEWLETT PACKARD CO COM 42823610 7728 336480 SH SHARED 06 258080 78400 D HEWLETT PACKARD CO COM 42823610 1376 59944 SH SHARED 07 59944 D HEWLETT PACKARD CO COM 42823610 34144 1486476 SH SHARED 10 1351639 134837 D HEWLETT PACKARD CO COM 42823610 3796 165278 SH SHARED 14 165278 D HEXCEL CORP NEW COM 42829110 2 400 SH SHARED 400 D HEXCEL CORP NEW COM 42829110 110 14954 SH SHARED 02 14954 D HI-TECH PHARMACAL INC COM 42840B10 77 3304 SH SHARED 02 3304 D HIBBETT SPORTING GOODS INC COM 42856510 306 10283 SH SHARED 10283 D HIBBETT SPORTING GOODS INC COM 42856510 677 22718 SH SHARED 01 22718 D HIBBETT SPORTING GOODS INC COM 42856510 238 8007 SH SHARED 02 8007 D HIBERNIA CORP CL A 42865610 312 13300 SH SHARED 13300 D HIBERNIA CORP CL A 42865610 2548 108409 SH SHARED 108409 D HIBERNIA CORP CL A 42865610 1349 57397 SH SHARED 01 57397 D HIBERNIA CORP CL A 42865610 1973 83940 SH SHARED 02 83940 D HICKORY TECH CORP COM 42906010 4 400 SH SHARED 400 D HICKORY TECH CORP COM 42906010 99 8694 SH SHARED 02 8694 D HIGH INCOME OPPORTUNITY FD I COM 42967Q10 217 30400 SH SHARED 30400 D HIGHWOODS PPTYS INC COM 43128410 1498 59015 SH SHARED 59015 D HIGHWOODS PPTYS INC COM 43128410 3208 126307 SH SHARED 01 94488 31819 D HIGHWOODS PPTYS INC COM 43128410 1203 47369 SH SHARED 02 47369 D HIGHWOODS PPTYS INC COM 43128410 23431 922500 SH SHARED 10 1600 920900 D HIGHWOODS PPTYS INC COM 43128410 181274 7136800 SH SHARED 11 7136800 D HILB ROGAL & HAMILTON CO COM 43129410 660 20580 SH SHARED 20580 D HILB ROGAL & HAMILTON CO COM 43129410 113 3531 SH SHARED 01 3531 D HILB ROGAL & HAMILTON CO COM 43129410 1401 43703 SH SHARED 02 43703 D HILB ROGAL & HAMILTON CO COM 43129410 6374 198770 SH SHARED 10 198770 D HILLENBRAND INDS INC COM 43157310 1539 24800 SH SHARED 24800 D HILLENBRAND INDS INC COM 43157310 1042 16800 SH SHARED 01 14800 2000 D HILLENBRAND INDS INC COM 43157310 1129 18198 SH SHARED 02 18198 D HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ 5405 5000000 PRN SHARED 5000000 D HILTON HOTELS CORP COM 43284810 16374 955874 SH SHARED 955874 D HILTON HOTELS CORP COM 43284810 1002 58528 SH SHARED 01 58528 D HILTON HOTELS CORP COM 43284810 25 1500 SH SHR/OTHR 01 1500 D HILTON HOTELS CORP COM 43284810 4130 241115 SH SHARED 02 241115 D HILTON HOTELS CORP COM 43284810 342 20000 SH SHARED 04 20000 D HILTON HOTELS CORP COM 43284810 43 2511 SH SHARED 05 2511 D HILTON HOTELS CORP COM 43284810 50 2950 SH SHARED 06 2950 D HILTON HOTELS CORP COM 43284810 6489 378846 SH SHARED 10 362225 16621 D HILTON HOTELS CORP COM 43284810 168622 9843700 SH SHARED 11 9843700 D HILTON HOTELS CORP COM 43284810 47 2779 SH SHARED 14 2779 D HITACHI LIMITED ADR 10 COM 43357850 68 1147 SH SHARED 1147 D HITACHI LIMITED ADR 10 COM 43357850 32 540 SH SHARED 01 540 D HOLLINGER INTL INC CL A 43556910 10 700 SH SHARED 700 D HOLLINGER INTL INC CL A 43556910 934 59800 SH SHARED 01 59800 D HOLLINGER INTL INC CL A 43556910 502 32176 SH SHARED 02 32176 D HOLLINGER INTL INC CL A 43556910 115 7400 SH SHARED 10 7400 D HOLLY CORP COM PAR $0.01 43575830 15361 558587 SH SHARED 558587 D HOLLY CORP COM PAR $0.01 43575830 27 1000 SH SHARED 01 1000 D HOLLY CORP COM PAR $0.01 43575830 181 6589 SH SHARED 02 6589 D HOLLY CORP COM PAR $0.01 43575830 22 800 SH SHARED 10 800 D 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3758 105909 SH SHARED 06 102909 3000 D HOME DEPOT INC COM 43707610 2617 73765 SH SHARED 07 73765 D HOME DEPOT INC COM 43707610 1589 44800 SH SHARED 09 44800 D HOME DEPOT INC COM 43707610 162914 4590424 SH SHARED 10 4478866 111558 D HOME DEPOT INC COM 43707610 3173 89432 SH SHARED 14 89432 D HOME PROPERTIES INC COM 43730610 24 600 SH SHARED 600 D HOME PROPERTIES INC COM 43730610 1813 44900 SH SHARED 01 44900 D HOME PROPERTIES INC COM 43730610 1490 36896 SH SHARED 02 36896 D HOME PROPERTIES INC COM 43730610 32 800 SH SHARED 10 800 D HOME PROPERTIES INC COM 43730610 139389 3451100 SH SHARED 11 3451100 D HOMESTORE INC COM 43785210 339 71700 SH SHARED 71700 D HOMESTORE INC COM 43785210 310 65689 SH SHARED 02 65689 D HON INDS INC COM 43809210 1836 42390 SH SHARED 42390 D HON INDS INC COM 43809210 3781 87286 SH SHARED 01 87286 D HON INDS INC COM 43809210 1335 30818 SH SHARED 02 30818 D HONDA MOTOR LTD AMERN SHS 43812830 923 41033 SH SHARED 41033 D HONDA MOTOR LTD AMERN SHS 43812830 430 19127 SH SHARED 01 19127 D HONDA MOTOR LTD AMERN SHS 43812830 3 139 SH SHARED 02 139 D HONEYWELL INTL INC COM 43851610 20 600 SH SHARED 600 D HONEYWELL INTL INC COM 43851610 153547 4593091 SH SHARED 3997412 595679 D HONEYWELL INTL INC COM 43851610 117728 3521648 SH SHARED 01 1066098 2455550 D HONEYWELL INTL INC COM 43851610 12557 375635 SH SHR/OTHR 01 12225 363410 D HONEYWELL INTL INC COM 43851610 29532 883403 SH SHARED 02 883403 D HONEYWELL INTL INC COM 43851610 179973 5383600 SH SHARED 04 5383600 D HONEYWELL INTL INC COM 43851610 32222 963884 SH SHARED 05 829340 134544 D HONEYWELL INTL INC COM 43851610 16728 500410 SH SHARED 06 429410 71000 D HONEYWELL INTL INC COM 43851610 3112 93093 SH SHARED 07 93093 D HONEYWELL INTL INC COM 43851610 1982 59300 SH SHARED 09 59300 D HONEYWELL INTL INC COM 43851610 16468 492636 SH SHARED 10 454644 37992 D HONEYWELL INTL INC COM 43851610 4112 123008 SH SHARED 14 123008 D HOOKER FURNITURE CORP COM 43903810 12 300 SH SHARED 300 D HOOKER FURNITURE CORP COM 43903810 89 2204 SH SHARED 02 2204 D HOOPER HOLMES INC COM 43910410 7 1200 SH SHARED 1200 D HOOPER HOLMES INC COM 43910410 6274 1015224 SH SHARED 01 400 1014824 D HOOPER HOLMES INC COM 43910410 660 106909 SH SHARED 02 106909 D HORACE MANN EDUCATORS CORP N NOTE 1.425% 5/1 440327AG 3192 6925000 PRN SHARED 02 6925000 D HORACE MANN EDUCATORS CORP N COM 44032710 451 32311 SH SHARED 32311 D HORACE MANN EDUCATORS CORP N COM 44032710 153 11010 SH SHARED 01 10500 510 D HORACE MANN EDUCATORS CORP N COM 44032710 490 35144 SH SHARED 02 35144 D HORIZON FINL CORP WASH COM 44041F10 5 300 SH SHARED 300 D HORIZON FINL CORP WASH COM 44041F10 121 6922 SH SHARED 02 6922 D HORIZON OFFSHORE INC COM 44043J10 1 300 SH SHARED 300 D HORIZON OFFSHORE INC COM 44043J10 90 20655 SH SHARED 02 20655 D HORIZON ORGANIC HOLDING COM 44043T10 2 100 SH SHARED 100 D HORIZON ORGANIC HOLDING COM 44043T10 101 4220 SH SHARED 02 4220 D HORMEL FOODS CORP COM 44045210 877 33979 SH SHARED 33979 D HORMEL FOODS CORP COM 44045210 1273 49360 SH SHARED 01 39300 10060 D HORMEL FOODS CORP COM 44045210 39 1516 SH SHR/OTHR 01 1516 D HORMEL FOODS CORP COM 44045210 971 37642 SH SHARED 02 37642 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 883 21413 SH SHARED 21413 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 1602 38814 SH SHARED 01 38814 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 853 20676 SH SHARED 02 20676 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 26588 644100 SH SHARED 11 644100 D HOST MARRIOTT CORP NEW COM 44107P10 10193 827426 SH SHARED 01 1100 826326 D HOST MARRIOTT CORP NEW COM 44107P10 696 56527 SH SHR/OTHR 01 56527 D HOST MARRIOTT CORP NEW COM 44107P10 711 57748 SH SHARED 02 57748 D HOST MARRIOTT CORP NEW COM 44107P10 50 4100 SH SHARED 06 4100 D HOST MARRIOTT CORP NEW COM 44107P10 200033 16236500 SH SHARED 11 16236500 D HOT TOPIC INC COM 44133910 177 6021 SH SHARED 6021 D HOT TOPIC INC COM 44133910 5589 189795 SH SHARED 01 189605 190 D HOT TOPIC INC COM 44133910 1118 37993 SH SHARED 02 37993 D HOT TOPIC INC COM 44133910 275 9360 SH SHARED 10 9360 D HOUSTON EXPL CO COM 44212010 122 3345 SH SHARED 3345 D HOUSTON EXPL CO COM 44212010 2781 76155 SH SHARED 01 76155 D HOUSTON EXPL CO COM 44212010 934 25601 SH SHARED 02 25601 D HOUSTON EXPL CO COM 44212010 69 1900 SH SHARED 10 1900 D HOVNANIAN ENTERPRISES INC CL A 44248720 1598 18363 SH SHARED 18363 D HOVNANIAN ENTERPRISES INC CL A 44248720 1059 12171 SH SHARED 01 12171 D HOVNANIAN ENTERPRISES INC CL A 44248720 690 7930 SH SHARED 02 7930 D HUANENG PWR INTL INC SPON ADR N 44330410 374 5400 SH SHARED 5400 D HUANENG PWR INTL INC SPON ADR N 44330410 206 2976 SH SHARED 2976 D HUBBELL INC CL B 44351020 1016 23042 SH SHARED 23042 D HUBBELL INC CL B 44351020 2717 61616 SH SHARED 01 44702 16914 D HUBBELL INC CL B 44351020 386 8772 SH SHR/OTHR 01 8772 D HUBBELL INC CL B 44351020 1618 36704 SH SHARED 02 36704 D HUDSON CITY BANCORP COM 44368310 3386 88700 SH SHARED 88700 D HUDSON CITY BANCORP COM 44368310 64 1700 SH SHARED 01 900 800 D HUDSON CITY BANCORP COM 44368310 254 6670 SH SHARED 02 6670 D HUDSON HIGHLAND GROUP INC COM 44379210 76 3215 SH SHARED 3215 D HUDSON HIGHLAND GROUP INC COM 44379210 16 715 SH SHARED 01 715 D HUDSON HIGHLAND GROUP INC COM 44379210 157 6633 SH SHARED 02 6633 D HUDSON HIGHLAND GROUP INC COM 44379210 266 11250 SH SHARED 04 11250 D HUDSON RIV BANCORP INC COM 44412810 22 580 SH SHARED 580 D HUDSON RIV BANCORP INC COM 44412810 171 4400 SH SHARED 01 4400 D HUDSON RIV BANCORP INC COM 44412810 470 12066 SH SHARED 02 12066 D HUDSON UNITED BANCORP COM 44416510 240 6500 SH SHARED 6500 D HUDSON UNITED BANCORP COM 44416510 2673 72366 SH SHARED 01 72366 D HUDSON UNITED BANCORP COM 44416510 59 1622 SH SHR/OTHR 01 1622 D HUDSON UNITED BANCORP COM 44416510 546 14778 SH SHARED 02 14778 D HUGHES SUPPLY INC COM 44448210 193 3900 SH SHARED 3900 D HUGHES SUPPLY INC COM 44448210 142 2865 SH SHARED 2865 D HUGHES SUPPLY INC COM 44448210 269 5435 SH SHARED 01 5435 D HUGHES SUPPLY INC COM 44448210 803 16186 SH SHARED 02 16186 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 355 16259 SH SHARED 16259 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 83 3815 SH SHARED 01 3815 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 65 3000 SH SHR/OTHR 01 3000 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 15 700 SH SHARED 02 700 D HUMANA INC COM 44485910 210 9200 SH SHARED 9200 D HUMANA INC COM 44485910 8185 358227 SH SHARED 358227 D HUMANA INC COM 44485910 15934 697373 SH SHARED 01 695774 1599 D HUMANA INC COM 44485910 47 2100 SH SHR/OTHR 01 2100 D HUMANA INC COM 44485910 2410 105481 SH SHARED 02 105481 D HUMANA INC COM 44485910 3450 151000 SH SHARED 04 151000 D HUMANA INC COM 44485910 125 5500 SH SHARED 06 5500 D HUMANA INC COM 44485910 26818 1173682 SH SHARED 10 1166530 7152 D HUMAN GENOME SCIENCES INC NOTE 5.000% 2/0 444903AF 5 6000 PRN SHARED 01 6000 D HUMAN GENOME SCIENCES INC NOTE 5.000% 2/0 444903AF 856 900000 PRN SHARED 02 900000 D HUMAN GENOME SCIENCES INC NOTE 3.750% 3/1 444903AH 11934 13000000 PRN SHARED 13000000 D HUMAN GENOME SCIENCES INC NOTE 3.750% 3/1 444903AH 6 7250 PRN SHARED 01 7250 D HUMAN GENOME SCIENCES INC COM 44490310 1068 80629 SH SHARED 80629 D HUMAN GENOME SCIENCES INC COM 44490310 10716 808763 SH SHARED 01 808763 D HUMAN GENOME SCIENCES INC COM 44490310 828 62537 SH SHARED 02 62537 D HUMAN GENOME SCIENCES INC COM 44490310 15792 1191900 SH SHARED 04 1191900 D HUMAN GENOME SCIENCES INC COM 44490310 106 8000 SH SHARED 10 8000 D HUMAN GENOME SCIENCES INC COM 44490310 194 14700 SH SHARED 14 14700 D HUMBOLDT BANCORP COM 44506910 7 400 SH SHARED 400 D HUMBOLDT BANCORP COM 44506910 147 8431 SH SHARED 02 8431 D HUNGARIAN TEL & CABLE CORP COM 44554210 0 100 SH SHARED 100 D HUNGARIAN TEL & CABLE CORP COM 44554210 22 2308 SH SHARED 02 2308 D HUNT J B TRANS SVCS INC COM 44565810 1465 54265 SH SHARED 54265 D HUNT J B TRANS SVCS INC COM 44565810 11114 411500 SH SHARED 01 411500 D HUNT J B TRANS SVCS INC COM 44565810 1402 51922 SH SHARED 02 51922 D HUNTINGTON BANCSHARES INC COM 44615010 6 300 SH SHARED 300 D HUNTINGTON BANCSHARES INC COM 44615010 180166 8007410 SH SHARED 8007410 D HUNTINGTON BANCSHARES INC COM 44615010 3401 151165 SH SHARED 01 149170 1995 D HUNTINGTON BANCSHARES INC COM 44615010 2709 120423 SH SHARED 02 120423 D HUNTINGTON BANCSHARES INC COM 44615010 42 1883 SH SHARED 05 1883 D HUNTINGTON BANCSHARES INC COM 44615010 64 2850 SH SHARED 06 2850 D HUNTINGTON BANCSHARES INC COM 44615010 2093 93061 SH SHARED 10 82888 10173 D HUTCHINSON TECHNOLOGY INC COM 44840710 236 7699 SH SHARED 7699 D HUTCHINSON TECHNOLOGY INC COM 44840710 4271 138900 SH SHARED 01 138900 D HUTCHINSON TECHNOLOGY INC COM 44840710 1396 45407 SH SHARED 02 45407 D HUTCHINSON TECHNOLOGY INC COM 44840710 159 5200 SH SHARED 10 5200 D HUTTIG BLDG PRODS INC COM 44845110 149 49900 SH SHARED 49900 D HYDRIL COM 44877410 4 200 SH SHARED 200 D HYDRIL COM 44877410 241 10061 SH SHARED 02 10061 D HYDROGENICS CORP COM 44888210 184 30000 SH SHARED 04 30000 D ICN PHARMACEUTICALS INC NEW NOTE 6.500% 7/1 448924AM 4118 3900000 PRN 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3604 SH SHARED 02 3604 D ICOS CORP COM 44929510 461 11169 SH SHARED 11169 D ICOS CORP COM 44929510 287 6967 SH SHARED 01 6967 D ICOS CORP COM 44929510 1456 35284 SH SHARED 02 35284 D ICOS CORP COM 44929510 4664 113000 SH SHARED 04 113000 D ICOS CORP COM 44929510 247 6000 SH SHARED 10 6000 D ICU MED INC COM 44930G10 3 100 SH SHARED 100 D ICU MED INC COM 44930G10 2328 67900 SH SHARED 01 60000 7900 D ICU MED INC COM 44930G10 271 7931 SH SHARED 02 7931 D ICU MED INC COM 44930G10 52 1525 SH SHARED 10 1525 D ID BIOMEDICAL CORP COM 44936D10 97 8200 SH SHARED 02 8200 D IDEC PHARMACEUTICALS CORP NOTE 2/1 449370AC 111740 75500000 PRN SHARED 75500000 D IDEC PHARMACEUTICALS CORP NOTE 4/2 449370AE 125840208000000 PRN SHARED 208000000 D IDX SYS CORP COM 44949110 30 1137 SH SHARED 1137 D IDX SYS CORP COM 44949110 1936 72257 SH SHARED 01 71257 1000 D IDX SYS CORP COM 44949110 320 11949 SH SHARED 02 11949 D IDX SYS CORP COM 44949110 56 2100 SH SHARED 10 2100 D IFC CAP TR III PFD CV TR SECS 44949820 5317 133000 SH SHARED 133000 D I-FLOW CORP COM NEW 44952030 6 500 SH SHARED 500 D IGEN INC COM 44953610 70644 1200000 SH SHARED 1200000 D IGEN INC COM 44953610 164 2800 SH SHARED 01 2800 D IGEN INC COM 44953610 3071 52171 SH SHARED 02 52171 D IHOP CORP COM 44962310 11 300 SH SHARED 300 D IHOP CORP COM 44962310 34 900 SH SHARED 01 900 D IHOP CORP COM 44962310 505 13127 SH SHARED 02 13127 D IMC GLOBAL INC COM 44966910 909 91586 SH SHARED 91586 D IMC GLOBAL INC COM 44966910 369 37224 SH SHARED 01 37224 D IMC GLOBAL INC COM 44966910 1093 110075 SH SHARED 02 110075 D IMC GLOBAL INC PFD CV 7.5% 44966920 33140 447000 SH SHARED 447000 D IMC GLOBAL INC PFD CV 7.5% 44966920 407 5500 SH SHARED 02 5500 D IMS HEALTH INC COM 44993410 9 400 SH SHARED 400 D IMS HEALTH INC COM 44993410 13550 545064 SH SHARED 545064 D IMS HEALTH INC COM 44993410 8415 338515 SH SHARED 01 291560 46955 D IMS HEALTH INC COM 44993410 4351 175054 SH SHR/OTHR 01 2000 173054 D IMS HEALTH INC COM 44993410 3763 151398 SH SHARED 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01 700737 21000 D ITT EDUCATIONAL SERVICES INC COM 45068B10 430 9172 SH SHARED 02 9172 D ITT EDUCATIONAL SERVICES INC COM 45068B10 18 400 SH SHARED 05 400 D ITT EDUCATIONAL SERVICES INC COM 45068B10 70 1509 SH SHARED 06 1509 D ITT EDUCATIONAL SERVICES INC COM 45068B10 6230 132640 SH SHARED 10 132640 D ITXC CORP COM 45069F10 221 51410 SH SHARED 51410 D ITXC CORP COM 45069F10 29 6945 SH SHARED 01 6945 D IXIA COM 45071R10 5 500 SH SHARED 500 D IXIA COM 45071R10 221 18956 SH SHARED 02 18956 D IBERIABANK CORP COM 45082810 12 206 SH SHARED 206 D IBERIABANK CORP COM 45082810 1292 21900 SH SHARED 01 21900 D IBERIABANK CORP COM 45082810 268 4558 SH SHARED 02 4558 D IBIS TECHNOLOGY CORP COM 45090910 5 500 SH SHARED 02 500 D ITT INDS INC IND COM 45091110 7 100 SH SHARED 100 D ITT INDS INC IND COM 45091110 53734 724091 SH SHARED 724091 D ITT INDS INC IND COM 45091110 10833 145985 SH SHARED 01 53299 92686 D ITT INDS INC IND COM 45091110 2017 27181 SH SHR/OTHR 01 27181 D ITT INDS INC IND COM 45091110 2329 31391 SH SHARED 02 31391 D ITT INDS INC IND COM 45091110 46 628 SH SHARED 05 628 D ITT INDS INC IND COM 45091110 2241 30200 SH SHARED 06 30200 D ITT INDS INC IND COM 45091110 2733 36838 SH SHARED 10 32807 4031 D ITT INDS INC IND COM 45091110 44 600 SH SHARED 14 600 D IAMGOLD CORP COM 45091310 104 15000 SH SHARED 15000 D IAMGOLD CORP COM 45091310 14053 2025000 SH SHARED 10 2025000 D ICON PUB LTD CO SPONSORED ADR 45103T10 117 2700 SH SHARED 01 2700 D ICON PUB LTD CO SPONSORED ADR 45103T10 649 14900 SH SHARED 06 14900 D ICON PUB LTD CO SPONSORED ADR 45103T10 1656 38000 SH SHARED 08 38000 D ICON PUB LTD CO SPONSORED ADR 45103T10 4360 100000 SH SHARED 10 100000 D ICICI BK LTD ADR 45104G10 2556 148800 SH SHARED 28800 120000 D ICICI BK LTD ADR 45104G10 515 30000 SH SHARED 02 30000 D IDACORP INC COM 45110710 725 24255 SH SHARED 24255 D IDACORP INC COM 45110710 281 9400 SH SHARED 01 9400 D IDACORP INC COM 45110710 1038 34715 SH SHARED 02 34715 D IDACORP INC COM 45110710 233 7800 SH SHARED 04 7800 D IDEX CORP COM 45167R10 183 4402 SH SHARED 4402 D IDEX CORP COM 45167R10 60 1449 SH SHARED 01 1449 D IDEX CORP COM 45167R10 772 18565 SH SHARED 02 18565 D IDEXX LABS INC COM 45168D10 4 100 SH SHARED 100 D IDEXX LABS INC COM 45168D10 20932 452300 SH SHARED 01 452300 D IDEXX LABS INC COM 45168D10 142 3082 SH SHARED 02 3082 D IGATE CORP COM 45169U10 2 300 SH SHARED 300 D IGATE CORP COM 45169U10 104 13324 SH SHARED 02 13324 D IKON OFFICE SOLUTIONS INC COM 45171310 545 45967 SH SHARED 45967 D IKON OFFICE SOLUTIONS INC COM 45171310 1514 127694 SH SHARED 01 127694 D IKON OFFICE SOLUTIONS INC COM 45171310 652 55045 SH SHARED 02 55045 D IDENTIX INC COM 45190610 48 10954 SH SHARED 10954 D IDENTIX INC COM 45190610 4166 936334 SH SHARED 01 837786 38045 60503 D IDENTIX INC COM 45190610 434 97610 SH SHARED 02 97610 D IDENTIX INC COM 45190610 181 40804 SH SHARED 05 40804 D IDENTIX INC COM 45190610 124 27984 SH SHARED 10 27984 D ILEX ONCOLOGY INC COM 45192310 10 500 SH SHARED 500 D ILEX ONCOLOGY INC COM 45192310 2074 97600 SH SHARED 01 72300 25300 D ILEX ONCOLOGY INC COM 45192310 1071 50431 SH SHARED 02 50431 D ILEX ONCOLOGY INC COM 45192310 28096 1322200 SH SHARED 04 1322200 D ILEX ONCOLOGY INC COM 45192310 144 6800 SH SHARED 10 800 6000 D ILEX ONCOLOGY INC COM 45192310 257 12100 SH SHARED 14 12100 D ILLINOIS TOOL WKS INC COM 45230810 16 200 SH SHARED 200 D ILLINOIS TOOL WKS INC COM 45230810 61123 728443 SH SHARED 728443 D ILLINOIS TOOL WKS INC COM 45230810 25005 298004 SH SHARED 01 49841 248163 D ILLINOIS TOOL WKS INC COM 45230810 657 7830 SH SHR/OTHR 01 2130 5700 D ILLINOIS TOOL WKS INC COM 45230810 9281 110607 SH SHARED 02 110607 D ILLINOIS TOOL WKS INC COM 45230810 4547 54200 SH SHARED 03 22100 32100 D ILLINOIS TOOL WKS INC COM 45230810 9758 116294 SH SHARED 05 4620 111674 D ILLINOIS TOOL WKS INC COM 45230810 1187 14150 SH SHARED 06 5350 8800 D ILLINOIS TOOL WKS INC COM 45230810 1051 12534 SH SHARED 07 12534 D ILLINOIS TOOL WKS INC COM 45230810 4975 59300 SH SHARED 08 59300 D ILLINOIS TOOL WKS INC COM 45230810 10821 128968 SH SHARED 10 115363 13605 D ILLINOIS TOOL WKS INC COM 45230810 285 3400 SH SHARED 14 3400 D ILLUMINA INC COM 45232710 111 15845 SH SHARED 15845 D ILLUMINA INC COM 45232710 26 3755 SH SHARED 01 3755 D IMATION CORP COM 45245A10 457 13004 SH SHARED 13004 D IMATION CORP COM 45245A10 598 17036 SH SHARED 01 17036 D IMATION CORP COM 45245A10 1 40 SH SHR/OTHR 01 40 D IMATION CORP COM 45245A10 733 20870 SH SHARED 02 20870 D IMCLONE SYS INC NOTE 5.500% 3/0 45245WAD 8508 8500000 PRN SHARED 8500000 D IMCLONE SYS INC NOTE 5.500% 3/0 45245WAD 600 600000 PRN SHARED 02 600000 D IMCLONE SYS INC COM 45245W10 10830 273091 SH SHARED 273091 D IMCLONE SYS INC COM 45245W10 389 9820 SH SHARED 01 9820 D IMCLONE SYS INC COM 45245W10 2059 51928 SH SHARED 02 51928 D IMCLONE SYS INC COM 45245W10 15606 393500 SH SHARED 04 393500 D IMCLONE SYS INC COM 45245W10 194 4900 SH SHARED 10 1200 3700 D IMCLONE SYS INC COM 45245W10 182 4600 SH SHARED 14 4600 D IMAGISTICS INTERNATIONAL INC COM 45247T10 226 6053 SH SHARED 6053 D IMAGISTICS INTERNATIONAL INC COM 45247T10 2657 70870 SH SHARED 01 70397 473 D IMAGISTICS INTERNATIONAL INC COM 45247T10 95 2544 SH SHR/OTHR 01 2544 D IMAGISTICS INTERNATIONAL INC COM 45247T10 411 10967 SH SHARED 02 10967 D IMMUCOR INC COM 45252610 83 4075 SH SHARED 4075 D IMMUCOR INC COM 45252610 13 665 SH SHARED 01 665 D IMMUCOR INC COM 45252610 1028 50433 SH SHARED 02 50433 D IMMUNOGEN INC COM 45253H10 3 600 SH SHARED 600 D IMMUNOGEN INC COM 45253H10 168 33355 SH SHARED 02 33355 D IMPAC MTG HLDGS INC COM 45254P10 5472 300500 SH SHARED 300500 D IMPAC MTG HLDGS INC COM 45254P10 2596 142600 SH SHARED 01 142600 D IMPAC MTG HLDGS INC COM 45254P10 645 35428 SH SHARED 02 35428 D IMPAC MTG HLDGS INC COM 45254P10 29 1600 SH SHARED 10 1600 D IMPAC MED SYS INC COM 45255A10 1 68 SH SHARED 68 D IMPAC MED SYS INC COM 45255A10 104 4104 SH SHARED 02 4104 D IMPAX LABORATORIES INC COM 45256B10 7 500 SH SHARED 500 D IMPAX LABORATORIES INC COM 45256B10 94 6600 SH SHARED 01 6600 D IMPAX LABORATORIES INC COM 45256B10 289 20131 SH SHARED 02 20131 D IMPAX LABORATORIES INC COM 45256B10 13382 930000 SH SHARED 04 930000 D IMPAX LABORATORIES INC COM 45256B10 64 4500 SH SHARED 10 4500 D IMPAX LABORATORIES INC COM 45256B10 214 14900 SH SHARED 14 14900 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 705 49274 SH SHARED 49274 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 84 5924 SH SHARED 01 5924 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 5320 371517 SH SHARED 02 371517 D IMMUNOMEDICS INC COM 45290710 1 300 SH SHARED 300 D IMMUNOMEDICS INC COM 45290710 43 9500 SH SHARED 01 9500 D IMMUNOMEDICS INC COM 45290710 153 33732 SH SHARED 02 33732 D IMPERIAL OIL LTD COM NEW 45303840 9 219 SH SHARED 219 D IMPERIAL OIL LTD COM NEW 45303840 6 140 SH SHARED 140 D IMPERIAL OIL LTD COM NEW 45303840 7521 169326 SH SHARED 01 2433 166893 D IMPERIAL OIL LTD COM NEW 45303840 1248 28100 SH SHR/OTHR 01 28100 D IMPERIAL OIL LTD COM NEW 45303840 2518 56699 SH SHARED 02 56699 D IMPERIAL OIL LTD COM NEW 45303840 2456 55300 SH SHARED 04 55300 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 15 5723 SH SHR/OTHR 01 5723 D IMPERIAL SUGAR CO NEW COM NEW 45309620 19 1391 SH SHR/OTHR 01 1391 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 608 15300 SH SHARED 15300 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 103 2600 SH SHARED 01 2600 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 31286 786895 SH SHARED 10 786895 D INAMED CORP COM 45323510 391 8153 SH SHARED 8153 D INAMED CORP COM 45323510 2229 46400 SH SHARED 01 46400 D INAMED CORP COM 45323510 50 1050 SH SHR/OTHR 01 1050 D INAMED CORP COM 45323510 5637 117318 SH SHARED 02 117318 D INAMED CORP COM 45323510 1175 24473 SH SHARED 10 24473 D INAMED CORP COM 45323510 410 8550 SH SHARED 14 8550 D INCO LTD NOTE 3/2 453258AM 6490 5993000 PRN SHARED 02 5993000 D INCO LTD SDCV 3.500% 3/1 453258AR 15 9000 PRN SHARED 01 9000 D INCO LTD COM 45325840 11 300 SH SHARED 300 D INCO LTD COM 45325840 24013 603054 SH SHARED 508458 94596 D INCO LTD COM 45325840 21778 546924 SH SHARED 01 546924 D INCO LTD COM 45325840 29 750 SH SHR/OTHR 01 750 D INCO LTD COM 45325840 8587 215661 SH SHARED 02 215661 D INCO LTD COM 45325840 7964 200000 SH SHARED 04 200000 D INCO LTD COM 45325840 931 23400 SH SHARED 05 23400 D INCO LTD COM 45325840 4567 114700 SH SHARED 06 112700 2000 D INCO LTD COM 45325840 5531 138900 SH SHARED 10 138900 D INCO LTD COM 45325840 111 2800 SH SHARED 12 2800 D INCO LTD COM 45325840 1430 35935 SH SHARED 14 35935 D INCYTE CORP NOTE 5.500% 2/0 45337CAC 4730 5375000 PRN SHARED 5375000 D INCYTE CORP NOTE 5.500% 2/0 45337CAC 1445 1643000 PRN SHARED 02 1643000 D INCYTE CORP COM 45337C10 306 44850 SH SHARED 44850 D INCYTE CORP COM 45337C10 193 28275 SH SHARED 28275 D INCYTE CORP COM 45337C10 33 4907 SH SHARED 01 4907 D INCYTE CORP COM 45337C10 446 65214 SH SHARED 02 65214 D INCYTE CORP COM 45337C10 1114 163000 SH SHARED 04 163000 D INCYTE CORP COM 45337C10 3088 451484 SH SHARED 06 451484 D INDEPENDENCE CMNTY BK CORP COM 45341410 1531 42565 SH SHARED 42565 D INDEPENDENCE CMNTY BK CORP COM 45341410 1019 28349 SH SHARED 01 28349 D INDEPENDENCE CMNTY BK CORP COM 45341410 1687 46902 SH SHARED 02 46902 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 525 21902 SH SHARED 21902 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 52 2200 SH SHARED 02 2200 D INDEPENDENT BANK CORP MASS COM 45383610 46 1643 SH SHARED 1643 D INDEPENDENT BANK CORP MASS COM 45383610 10 357 SH SHARED 01 357 D INDEPENDENT BANK CORP MASS COM 45383610 220 7783 SH SHARED 02 7783 D INDEPENDENT BANK CORP MASS COM 45383610 60 2150 SH SHARED 10 2150 D INDEPENDENT BANK CORP MICH COM 45383810 54 1916 SH SHARED 1916 D INDEPENDENT BANK CORP MICH COM 45383810 1267 44679 SH SHARED 01 44679 D INDEPENDENT BANK CORP MICH COM 45383810 379 13387 SH SHARED 02 13387 D INDEVUS PHARMACEUTICALS INC COM 45407210 5 1006 SH SHARED 1006 D INDEVUS PHARMACEUTICALS INC COM 45407210 1 300 SH SHARED 01 300 D INDEVUS PHARMACEUTICALS INC COM 45407210 147 25006 SH SHARED 02 25006 D INDIA FD INC COM 45408910 274 10900 SH SHARED 10900 D INDIA FD INC COM 45408910 40 1589 SH SHARED 01 1589 D INDYMAC BANCORP INC COM 45660710 3022 101476 SH SHARED 101476 D INDYMAC BANCORP INC COM 45660710 1971 66185 SH SHARED 01 66185 D INDYMAC BANCORP INC COM 45660710 675 22673 SH SHARED 02 22673 D INDYMAC BANCORP INC WIRES 2031 45660720 2180 40000 SH SHARED 40000 D INDYMAC BANCORP INC WIRES 2031 45660720 272 5000 SH SHARED 01 5000 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 596 43500 SH SHARED 43500 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 13 1000 SH SHR/OTHR 01 1000 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 1968 143587 SH SHARED 02 143587 D INET TECHNOLOGIES INC COM 45662V10 255 21252 SH SHARED 21252 D INET TECHNOLOGIES INC COM 45662V10 54 4536 SH SHARED 01 4536 D INET TECHNOLOGIES INC COM 45662V10 105 8789 SH SHARED 02 8789 D INFOCUS CORP COM 45665B10 249 25766 SH SHARED 25766 D INFOCUS CORP COM 45665B10 46 4813 SH SHARED 01 4813 D INFOCUS CORP COM 45665B10 240 24795 SH SHARED 02 24795 D INFINITY PPTY & CAS CORP COM 45665Q10 5096 154200 SH SHARED 154200 D INFINITY PPTY & CAS CORP COM 45665Q10 861 26073 SH SHARED 02 26073 D INFORMATICA CORP COM 45666Q10 148 14437 SH SHARED 14437 D INFORMATICA CORP COM 45666Q10 1267 123100 SH SHARED 01 123100 D INFORMATICA CORP COM 45666Q10 553 53701 SH SHARED 02 53701 D INFONET SVCS CORP CL B 45666T10 1 1100 SH SHARED 1100 D INFONET SVCS CORP CL B 45666T10 75 44308 SH SHARED 02 44308 D INFORMATION HLDGS INC COM 45672710 112 5089 SH SHARED 5089 D INFORMATION HLDGS INC COM 45672710 199 9012 SH SHARED 01 9012 D INFORMATION HLDGS INC COM 45672710 185 8391 SH SHARED 02 8391 D INFORTE CORP COM 45677R10 27 3286 SH SHARED 3286 D INFORTE CORP COM 45677R10 6 814 SH SHARED 01 814 D INFOSPACE INC COM NEW 45678T20 142 6169 SH SHARED 6169 D INFOSPACE INC COM NEW 45678T20 1044 45304 SH SHARED 01 45304 D INFOSPACE INC COM NEW 45678T20 475 20609 SH SHARED 02 20609 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 915 9594 SH SHARED 9594 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 60 634 SH SHARED 01 615 19 D INFOUSA INC NEW COM 45681830 27 3715 SH SHARED 3715 D INFOUSA INC NEW COM 45681830 585 78996 SH SHARED 01 78996 D INFOUSA INC NEW COM 45681830 145 19649 SH SHARED 02 19649 D INFOUSA INC NEW COM 45681830 28 3900 SH SHARED 10 3900 D ING GROUP N V SPONSORED ADR 45683710 570 24366 SH SHARED 24162 204 D ING GROUP N V SPONSORED ADR 45683710 838 35810 SH SHARED 01 881 34929 D ING GROUP N V SPONSORED ADR 45683710 77 3304 SH SHR/OTHR 01 3304 D ING GROUP N V SPONSORED ADR 45683710 3698 158002 SH SHARED 02 158002 D INGLES MKTS INC CL A 45703010 2 200 SH SHARED 200 D INGLES MKTS INC CL A 45703010 8 855 SH SHARED 01 400 455 D INGLES MKTS INC CL A 45703010 58 5705 SH SHARED 02 5705 D INGRAM MICRO INC CL A 45715310 1850 116373 SH SHARED 116373 D INGRAM MICRO INC CL A 45715310 1847 116196 SH SHARED 01 116196 D INGRAM MICRO INC CL A 45715310 171 10774 SH SHARED 02 10774 D INHALE THERAPEUTIC SYS INC NOTE 5.000% 2/0 457191AF 1620 1750000 PRN SHARED 1750000 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 5305 5875000 PRN SHARED 5875000 D INHALE THERAPEUTIC SYS INC NOTE 3.500%10/1 457191AH 2248 2490000 PRN SHARED 02 2490000 D INNKEEPERS USA TR COM 4576J010 208 24924 SH SHARED 24924 D INNKEEPERS USA TR COM 4576J010 40 4876 SH SHARED 01 4876 D INNKEEPERS USA TR COM 4576J010 152 18167 SH SHARED 02 18167 D INNOVEX INC COM 45764710 0 100 SH SHARED 100 D INNOVEX INC COM 45764710 223 26647 SH SHARED 02 26647 D INSIGHT ENTERPRISES INC COM 45765U10 470 25052 SH SHARED 25052 D INSIGHT ENTERPRISES INC COM 45765U10 61 3285 SH SHARED 01 3285 D INSIGHT ENTERPRISES INC COM 45765U10 1233 65593 SH SHARED 02 65593 D INPUT/OUTPUT INC COM 45765210 119 26400 SH SHARED 26400 D INPUT/OUTPUT INC COM 45765210 5 1200 SH SHARED 01 1200 D INPUT/OUTPUT INC COM 45765210 131 29235 SH SHARED 02 29235 D INSITUFORM TECHNOLOGIES INC CL A 45766710 66 4050 SH SHARED 4050 D INSITUFORM TECHNOLOGIES INC CL A 45766710 14 900 SH SHARED 01 600 300 D INSITUFORM TECHNOLOGIES INC CL A 45766710 277 16834 SH SHARED 02 16834 D INSIGHT COMMUNICATIONS INC CL A 45768V10 859 83129 SH SHARED 83129 D INSIGHT COMMUNICATIONS INC CL A 45768V10 124 12020 SH SHARED 01 12020 D INSIGHT COMMUNICATIONS INC CL A 45768V10 318 30818 SH SHARED 02 30818 D INSPIRE PHARMACEUTICALS INC COM 45773310 9 700 SH SHARED 700 D INSPIRE PHARMACEUTICALS INC COM 45773310 1264 89351 SH SHARED 01 68450 20700 201 D INSPIRE PHARMACEUTICALS INC COM 45773310 477 33761 SH SHARED 02 33761 D INSPIRE PHARMACEUTICALS INC COM 45773310 17373 1227800 SH SHARED 04 1227800 D INSPIRE PHARMACEUTICALS INC COM 45773310 183 13000 SH SHARED 10 13000 D INSPIRE PHARMACEUTICALS INC COM 45773310 199 14100 SH SHARED 14 14100 D INSTINET GROUP INC COM 45775010 213 41437 SH SHARED 41437 D INSTINET GROUP INC COM 45775010 23 4506 SH SHARED 01 4506 D INSTINET GROUP INC COM 45775010 25 5000 SH SHR/OTHR 01 5000 D INSTINET GROUP INC COM 45775010 60 11800 SH SHARED 02 11800 D INSURANCE AUTO AUCTIONS INC COM 45787510 2 200 SH SHARED 200 D INSURANCE AUTO AUCTIONS INC COM 45787510 1 100 SH SHARED 01 100 D INSURANCE AUTO AUCTIONS INC COM 45787510 76 5859 SH SHARED 02 5859 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 382 13335 SH SHARED 13335 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 7584 264622 SH SHARED 01 260422 4200 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 349 12202 SH SHARED 02 12202 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 71 2500 SH SHARED 10 2500 D INSURED MUN INCOME FD COM 45809F10 482 34000 SH SHARED 01 34000 D INTEGRAL SYS INC MD COM 45810H10 14 681 SH SHARED 681 D INTEGRAL SYS INC MD COM 45810H10 4 219 SH SHARED 01 219 D INTEGRAL SYS INC MD COM 45810H10 139 6597 SH SHARED 02 6597 D INTEGRATED ELECTRICAL SVC COM 45811E10 41 4465 SH SHARED 4465 D INTEGRATED ELECTRICAL SVC COM 45811E10 167 18100 SH SHARED 01 18100 D INTEGRATED ELECTRICAL SVC COM 45811E10 194 21037 SH SHARED 02 21037 D INTEGRATED ELECTRICAL SVC COM 45811E10 37 4000 SH SHARED 10 4000 D INTEGRATED CIRCUIT SYS INC COM 45811K20 1993 69950 SH SHARED 69950 D INTEGRATED CIRCUIT SYS INC COM 45811K20 13148 461365 SH SHARED 01 365565 95800 D INTEGRATED CIRCUIT SYS INC COM 45811K20 608 21350 SH SHARED 02 21350 D INTAC INTL COM 45811T10 10789 987150 SH SHARED 04 987150 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 3797 221145 SH SHARED 221145 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 1914 111476 SH SHARED 01 111476 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 2642 153922 SH SHARED 02 153922 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 980 57080 SH SHARED 10 57080 D INTEGRATED SILICON SOLUTION COM 45812P10 3 200 SH SHARED 200 D INTEGRATED SILICON SOLUTION COM 45812P10 288 18464 SH SHARED 02 18464 D INTEGRATED SILICON SOLUTION COM 45812P10 35 2260 SH SHARED 10 2260 D INTEGRA BK CORP COM 45814P10 231 10500 SH SHARED 10500 D INTEGRA BK CORP COM 45814P10 225 10265 SH SHARED 02 10265 D INTELIDATA TECHNOLOGIES CORP COM 45814T10 1 1100 SH SHARED 1100 D INTELIDATA TECHNOLOGIES CORP COM 45814T10 50 32473 SH SHARED 02 32473 D INTEL CORP COM 45814010 1966 61360 SH SHARED 60300 1060 D INTEL CORP COM 45814010 834034 26022913 SH SHARED 25073835 949078 D INTEL CORP COM 45814010 554314 17295295 SH SHARED 01 8211705 30400 9053190 D INTEL CORP COM 45814010 65974 2058491 SH SHR/OTHR 01 103975 1954516 D INTEL CORP COM 45814010 91273 2847844 SH SHARED 02 2847844 D INTEL CORP COM 45814010 45247 1411770 SH SHARED 03 1255570 156200 D INTEL CORP COM 45814010 64891 2024700 SH SHARED 04 2024700 D INTEL CORP COM 45814010 58329 1819965 SH SHARED 05 1121130 698835 D INTEL CORP COM 45814010 17832 556382 SH SHARED 06 548182 8200 D INTEL CORP COM 45814010 6149 191884 SH SHARED 07 191884 D INTEL CORP COM 45814010 17223 537405 SH SHARED 08 537405 D INTEL CORP COM 45814010 1929 60200 SH SHARED 09 60200 D INTEL CORP COM 45814010 178379 5565649 SH SHARED 10 5265839 299810 D INTEL CORP COM 45814010 3484 108710 SH SHARED 14 108710 D INTER PARFUMS INC COM 45833410 4 216 SH SHARED 216 D INTER PARFUMS INC COM 45833410 49 2208 SH SHARED 02 2208 D INTER TEL INC COM 45837210 37 1511 SH SHARED 1511 D INTER TEL INC COM 45837210 39 1600 SH SHARED 01 1600 D INTER TEL INC COM 45837210 667 26736 SH SHARED 02 26736 D INTERACTIVE DATA CORP COM 45840J10 434 26246 SH SHARED 26246 D INTERACTIVE DATA CORP COM 45840J10 553 33400 SH SHARED 01 33400 D INTERACTIVE DATA CORP COM 45840J10 56 3386 SH SHARED 02 3386 D INTERACTIVECORP COM 45840Q10 10 300 SH SHARED 300 D INTERACTIVECORP COM 45840Q10 50941 1501383 SH SHARED 1421181 80202 D INTERACTIVECORP COM 45840Q10 40385 1190265 SH SHARED 01 789272 11500 389493 D INTERACTIVECORP COM 45840Q10 40 1200 SH SHR/OTHR 01 1200 D INTERACTIVECORP COM 45840Q10 4613 135962 SH SHARED 02 135962 D INTERACTIVECORP COM 45840Q10 20697 610000 SH SHARED 04 610000 D INTERACTIVECORP COM 45840Q10 18043 531778 SH SHARED 05 375618 156160 D INTERACTIVECORP COM 45840Q10 139 4100 SH SHARED 06 4100 D INTERACTIVECORP COM 45840Q10 1179 34760 SH SHARED 07 34760 D INTERACTIVECORP COM 45840Q10 719 21200 SH SHARED 09 21200 D INTERACTIVECORP COM 45840Q10 244 7200 SH SHARED 10 7200 D INTERACTIVECORP COM 45840Q10 1019 30034 SH SHARED 14 30034 D INTERACTIVECORP *W EXP 02/04/200 45840Q11 3 296 SH SHARED 01 296 D INTERACTIVECORP *W EXP 02/04/200 45840Q12 23271 545000 SH SHARED 545000 D INTERACTIVECORP *W EXP 02/04/200 45840Q12 3205 75078 SH SHARED 02 75078 D INTERCHANGE FINL SVCS S B N COM 45844710 10 400 SH SHARED 400 D INTERCHANGE FINL SVCS S B N COM 45844710 184 7304 SH SHARED 02 7304 D INTERCEPT INC COM 45845L10 358 31818 SH SHARED 31818 D INTERCEPT INC COM 45845L10 78 6930 SH SHARED 01 6930 D INTERCEPT INC COM 45845L10 139 12345 SH SHARED 02 12345 D INTERDIGITAL COMMUNICATIONS COM 45866A10 349 16961 SH SHARED 16961 D INTERDIGITAL COMMUNICATIONS COM 45866A10 529 25700 SH SHARED 01 25500 200 D INTERDIGITAL COMMUNICATIONS COM 45866A10 177 8608 SH SHARED 02 8608 D INTERFACE INC CL A 45866510 4 800 SH SHARED 800 D INTERFACE INC CL A 45866510 157 28541 SH SHARED 02 28541 D INTERGRAPH CORP COM 45868310 2105 87981 SH SHARED 87981 D INTERGRAPH CORP COM 45868310 3110 129989 SH SHARED 01 129989 D INTERGRAPH CORP COM 45868310 739 30900 SH SHARED 02 30900 D INTERGRAPH CORP COM 45868310 82 3440 SH SHARED 10 3440 D INTERGROUP CORP COM 45868510 44 3625 SH SHARED 01 3625 D INTERLAND INC COM NEW 45872720 30 4731 SH SHARED 4731 D INTERLAND INC COM NEW 45872720 39 6100 SH SHARED 01 6100 D INTERLAND INC COM NEW 45872720 59 9084 SH SHARED 02 9084 D INTERMAGNETICS GEN CORP COM 45877110 97 4399 SH SHARED 4399 D INTERMAGNETICS GEN CORP COM 45877110 611 27597 SH SHARED 01 27597 D INTERMAGNETICS GEN CORP COM 45877110 242 10959 SH SHARED 02 10959 D INTERMUNE INC NOTE 5.750% 7/1 45884XAA 200 200000 PRN SHARED 200000 D INTERMUNE INC NOTE 5.750% 7/1 45884XAA 3 3000 PRN SHARED 01 3000 D INTERMUNE INC NOTE 5.750% 7/1 45884XAA 4208 4208000 PRN SHARED 02 4208000 D INTERMUNE INC COM 45884X10 460 19903 SH SHARED 19903 D INTERMUNE INC COM 45884X10 1520 65670 SH SHARED 01 50970 14700 D INTERMUNE INC COM 45884X10 1049 45332 SH SHARED 02 45332 D INTERMUNE INC COM 45884X10 7816 337500 SH SHARED 04 337500 D INTERMUNE INC COM 45884X10 34 1500 SH SHARED 10 1500 D INTERMUNE INC COM 45884X10 78 3400 SH SHARED 14 3400 D INTERNAP NETWORK SVCS CORP COM 45885A10 486 198553 SH SHARED 198553 D INTERNAP NETWORK SVCS CORP COM 45885A10 19 8069 SH SHARED 01 8037 32 D INTERNATIONAL BANCSHARES COR COM 45904410 0 13 SH SHARED 13 D INTERNATIONAL BANCSHARES COR COM 45904410 121 2578 SH SHARED 02 2578 D INTERNATIONAL BUSINESS MACHS COM 45920010 1262 13625 SH SHARED 13160 465 D INTERNATIONAL BUSINESS MACHS COM 45920010 619836 6687917 SH SHARED 6320601 367316 D INTERNATIONAL BUSINESS MACHS COM 45920010 468891 5059249 SH SHARED 01 2580124 13300 2465825 D INTERNATIONAL BUSINESS MACHS COM 45920010 98771 1065724 SH SHR/OTHR 01 57080 1008644 D INTERNATIONAL BUSINESS MACHS COM 45920010 69498 749881 SH SHARED 02 749881 D INTERNATIONAL BUSINESS MACHS COM 45920010 20333 219400 SH SHARED 03 201400 18000 D INTERNATIONAL BUSINESS MACHS COM 45920010 66006 712200 SH SHARED 04 712200 D INTERNATIONAL BUSINESS MACHS COM 45920010 74636 805309 SH SHARED 05 585442 219867 D INTERNATIONAL BUSINESS MACHS COM 45920010 15060 162500 SH SHARED 06 131200 31300 D INTERNATIONAL BUSINESS MACHS COM 45920010 6054 65331 SH SHARED 07 65331 D INTERNATIONAL BUSINESS MACHS COM 45920010 3503 37800 SH SHARED 09 37800 D INTERNATIONAL BUSINESS MACHS COM 45920010 135397 1460912 SH SHARED 10 1382225 78687 D INTERNATIONAL BUSINESS MACHS COM 45920010 7765 83783 SH SHARED 14 83783 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 7484 214344 SH SHARED 214344 D INTERNATIONAL 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INTL PAPER CO COM 46014610 23676 549207 SH SHARED 05 439587 109620 D INTL PAPER CO COM 46014610 327 7600 SH SHARED 06 7100 500 D INTL PAPER CO COM 46014610 2211 51295 SH SHARED 07 51295 D INTL PAPER CO COM 46014610 1405 32600 SH SHARED 09 32600 D INTL PAPER CO COM 46014610 13964 323935 SH SHARED 10 302672 21263 D INTL PAPER CO COM 46014610 627 14550 SH SHARED 14 14550 D INTERNATIONAL PWR PLC SPONSORED ADR 46018M10 1299 60000 SH SHARED 60000 D INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE 8000 8000000 PRN SHARED 8000000 D INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE 5 5000 PRN SHARED 01 5000 D INTERNATIONAL RECTIFIER CORP COM 46025410 1218 24652 SH SHARED 24652 D INTERNATIONAL RECTIFIER CORP COM 46025410 15597 315682 SH SHARED 01 310582 5100 D INTERNATIONAL RECTIFIER CORP COM 46025410 974 19732 SH SHARED 02 19732 D INTERNATIONAL RECTIFIER CORP COM 46025410 3780 76509 SH SHARED 10 76509 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 874 19688 SH SHARED 19688 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 626 14098 SH SHARED 01 14098 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 657 14796 SH SHARED 02 14796 D INTERNATIONAL STL GROUP INC COM 46037710 54 1400 SH SHARED 1400 D INTERNATIONAL STL GROUP INC COM 46037710 1110 28500 SH SHARED 02 28500 D INTERNET CAP GROUP INC COM 46059C10 31 91623 SH SHARED 91623 D INTERNET CAP GROUP INC COM 46059C10 2 6777 SH SHARED 01 2977 3800 D INTERNET CAP GROUP INC COM 46059C10 52 152000 SH SHARED 04 152000 D INTERNET COMM CORP CL A 46059F10 4 4000 SH SHARED 4000 D INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T10 77 18797 SH SHARED 18797 D INTERNET INFRASTRUCTR HOLDS DEPOSTRY RCPT 46059V10 4686 1239708 SH SHARED 02 1239708 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 2386 47550 SH SHARED 01 47550 D INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A10 24 669 SH SHARED 669 D INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A10 4 131 SH SHARED 01 131 D INTERNET SEC SYS INC COM 46060X10 2597 137918 SH SHARED 137918 D INTERNET SEC SYS INC COM 46060X10 742 39412 SH SHARED 01 39412 D INTERNET SEC SYS INC COM 46060X10 1405 74652 SH SHARED 02 74652 D INTERNET SEC SYS INC COM 46060X10 56 3000 SH SHARED 10 3000 D INTERPOOL INC COM 46062R10 21 1500 SH SHARED 01 1500 D INTERPOOL INC COM 46062R10 65 4508 SH SHARED 02 4508 D INTERPORE INTL COM 46062W10 130 10072 SH SHARED 10072 D INTERPORE INTL COM 46062W10 671 51669 SH SHARED 01 38369 13300 D INTERPORE INTL COM 46062W10 148 11451 SH SHARED 02 11451 D INTERPORE INTL COM 46062W10 910 70000 SH SHARED 04 70000 D INTERPORE INTL COM 46062W10 45 3500 SH SHARED 14 3500 D INTERSIL CORP CL A 46069S10 7835 315315 SH SHARED 315315 D INTERSIL CORP CL A 46069S10 2751 110715 SH SHARED 01 110715 D INTERSIL CORP CL A 46069S10 2591 104278 SH SHARED 02 104278 D INTERPUBLIC GROUP COS INC NOTE 1.800% 9/1 460690AF 13781 14106000 PRN SHARED 14106000 D INTERPUBLIC GROUP COS INC NOTE 1.870% 6/0 460690AJ 4149 4500000 PRN SHARED 4500000 D INTERPUBLIC GROUP COS INC NOTE 1.870% 6/0 460690AJ 4612 5003000 PRN SHARED 02 5003000 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 45542 29825000 PRN SHARED 29825000 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 1527 1000000 PRN SHARED 02 1000000 D INTERPUBLIC GROUP COS INC COM 46069010 6 400 SH SHARED 400 D INTERPUBLIC GROUP COS INC COM 46069010 23872 1530286 SH SHARED 1402251 128035 D INTERPUBLIC GROUP COS INC COM 46069010 44026 2822196 SH SHARED 01 775756 16000 2030440 D INTERPUBLIC GROUP COS INC COM 46069010 795 51000 SH SHR/OTHR 01 51000 D INTERPUBLIC GROUP COS INC COM 46069010 2284 146464 SH SHARED 02 146464 D INTERPUBLIC GROUP COS INC COM 46069010 1079 69200 SH SHARED 03 26000 43200 D INTERPUBLIC GROUP COS INC COM 46069010 30003 1923329 SH SHARED 05 1636200 287129 D INTERPUBLIC GROUP COS INC COM 46069010 15967 1023550 SH SHARED 06 656550 367000 D INTERPUBLIC GROUP COS INC COM 46069010 2311 148200 SH SHARED 07 148200 D INTERPUBLIC GROUP COS INC COM 46069010 1575 101000 SH SHARED 09 101000 D INTERPUBLIC GROUP COS INC COM 46069010 10243 656659 SH SHARED 10 638419 18240 D INTERPUBLIC GROUP COS INC COM 46069010 1851 118705 SH SHARED 14 118705 D INTERSTATE BAKERIES CORP DEL COM 46072H10 136 9600 SH SHARED 9600 D INTERSTATE BAKERIES CORP DEL COM 46072H10 183 12900 SH SHARED 01 12900 D INTERSTATE BAKERIES CORP DEL COM 46072H10 873 61408 SH SHARED 02 61408 D INTERSTATE BAKERIES CORP DEL COM 46072H10 15 1100 SH SHARED 06 1100 D INTERSTATE HOTELS & RESRTS I COM 46088S10 24 4620 SH SHARED 4620 D INTERSTATE HOTELS & RESRTS I COM 46088S10 0 30 SH SHARED 01 30 D INTERSTATE HOTELS & RESRTS I COM 46088S10 0 15 SH SHR/OTHR 01 15 D INTRAWEST CORPORATION COM NEW 46091520 36 1975 SH SHARED 1975 D INTRAWEST CORPORATION COM NEW 46091520 346 18741 SH SHARED 02 18741 D INTRAWEST CORPORATION COM NEW 46091520 61 3350 SH SHARED 06 2350 1000 D INTERTAN INC COM 46112010 4 466 SH SHARED 466 D INTERTAN INC COM 46112010 136 13534 SH SHARED 02 13534 D INTERWOVEN INC COM NEW 46114T50 3474 268912 SH SHARED 268912 D INTERWOVEN INC COM NEW 46114T50 3726 288450 SH SHARED 01 233100 32950 22400 D INTERWOVEN INC COM NEW 46114T50 51 4018 SH SHR/OTHR 01 4018 D INTERWOVEN INC COM NEW 46114T50 219 17005 SH SHARED 02 17005 D INTERVOICE INC NEW COM 46114210 56 4800 SH SHARED 4800 D INTERVOICE INC NEW COM 46114210 156 13190 SH SHARED 13190 D INTERVOICE INC NEW COM 46114210 1760 148343 SH SHARED 01 148343 D INTERVOICE INC NEW COM 46114210 277 23413 SH SHARED 02 23413 D INTERVOICE INC NEW COM 46114210 97 8200 SH SHARED 10 8200 D INTRABIOTICS PHARMACEUTICALS COM NEW 46116T50 7378 458315 SH SHARED 458315 D INTRABIOTICS PHARMACEUTICALS COM NEW 46116T50 11 700 SH SHARED 02 700 D INTRADO INC COM 46117A10 623 28422 SH SHARED 28422 D INTRADO INC COM 46117A10 1489 67878 SH SHARED 01 67878 D INTRADO INC COM 46117A10 216 9859 SH SHARED 02 9859 D INTRADO INC COM 46117A10 90 4100 SH SHARED 10 4100 D INTROGEN THERAPEUTICS INC COM 46119F10 1425 168100 SH SHARED 168100 D INTROGEN THERAPEUTICS INC COM 46119F10 67 8000 SH SHR/OTHR 01 8000 D INTUITIVE SURGICAL INC COM NEW 46120E60 3 200 SH SHARED 200 D INTUITIVE SURGICAL INC COM NEW 46120E60 8 514 SH SHR/OTHR 01 514 D INTUITIVE SURGICAL INC COM NEW 46120E60 314 18416 SH SHARED 02 18416 D INTUIT COM 46120210 5 100 SH SHARED 100 D INTUIT COM 46120210 35319 668166 SH SHARED 642566 25600 D INTUIT COM 46120210 46389 877589 SH SHARED 01 807900 3100 66589 D INTUIT COM 46120210 163 3100 SH SHR/OTHR 01 500 2600 D INTUIT COM 46120210 10121 191475 SH SHARED 02 191475 D INTUIT COM 46120210 8986 170000 SH SHARED 04 170000 D INTUIT COM 46120210 2181 41274 SH SHARED 05 41274 D INTUIT COM 46120210 1714 32429 SH SHARED 06 32029 400 D INTUIT COM 46120210 12228 231336 SH SHARED 10 222266 9070 D INTUIT COM 46120210 89 1700 SH SHARED 14 1700 D INVACARE CORP COM 46120310 72 1800 SH SHARED 1800 D INVACARE CORP COM 46120310 32 811 SH SHARED 811 D INVACARE CORP COM 46120310 24 600 SH SHARED 01 600 D INVACARE CORP COM 46120310 893 22128 SH SHARED 02 22128 D INVACARE CORP COM 46120310 47 1170 SH SHARED 10 1170 D INVERESK RESH GROUP INC COM 46123810 79 3205 SH SHARED 3205 D INVERESK RESH GROUP INC COM 46123810 665 26900 SH SHARED 01 26900 D INVERESK RESH GROUP INC COM 46123810 495 20046 SH SHARED 02 20046 D INVERNESS MED INNOVATIONS IN COM 46126P10 15259 700600 SH SHARED 700600 D INVERNESS MED INNOVATIONS IN COM 46126P10 0 20 SH SHARED 01 20 D INVERNESS MED INNOVATIONS IN COM 46126P10 176 8100 SH SHARED 02 8100 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 14 900 SH SHARED 900 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 1150 71260 SH SHARED 71260 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 22870 1416154 SH SHARED 01 1350190 65964 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 1110 68789 SH SHARED 02 68789 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 17 1100 SH SHARED 05 1100 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 5725 354501 SH SHARED 10 354501 D INVESTOOLS INC COM 46145P10 538 334500 SH SHARED 01 334500 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 8 900 SH SHARED 900 D 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46191510 885 23058 SH SHARED 23058 D INVESTORS FINL SERVICES CORP COM 46191510 15837 412328 SH SHARED 01 412128 200 D INVESTORS FINL SERVICES CORP COM 46191510 991 25806 SH SHARED 02 25806 D INVESTORS FINL SERVICES CORP COM 46191510 1216 31670 SH SHARED 10 31670 D IOMEGA CORP COM NEW 46203030 343 57433 SH SHARED 57433 D IOMEGA CORP COM NEW 46203030 91 15367 SH SHARED 01 15367 D IOMEGA CORP COM NEW 46203030 203 33971 SH SHARED 02 33971 D IONA TECHNOLOGIES PLC SPONSORED ADR 46206P10 149 29850 SH SHARED 29850 D IONA TECHNOLOGIES PLC SPONSORED ADR 46206P10 74 14800 SH SHARED 02 14800 D IONICS INC COM 46221810 10 325 SH SHARED 325 D IONICS INC COM 46221810 386 12148 SH SHARED 02 12148 D IPASS INC COM 46261V10 49 3100 SH SHARED 3100 D IPASS INC COM 46261V10 5901 368600 SH SHARED 01 347200 13100 8300 D IPASS INC COM 46261V10 337 21100 SH SHARED 10 21100 D IPAYMENT INC COM 46262E10 1162 34292 SH SHARED 34292 D IPAYMENT INC COM 46262E10 220 6508 SH SHARED 01 6508 D IPAYMENT INC COM 46262E10 122 3604 SH SHARED 02 3604 D IRELAND BK SPONSORED ADR 46267Q10 1351 24601 SH SHARED 24601 D IRELAND BK SPONSORED ADR 46267Q10 971 17681 SH SHARED 01 4559 13122 D IRON MTN INC PA COM 46284610 79 2000 SH SHARED 2000 D IRON MTN INC PA COM 46284610 640 16200 SH SHARED 01 16200 D IRON MTN INC PA COM 46284610 380 9618 SH SHARED 02 9618 D IRWIN FINL CORP COM 46411910 9 300 SH SHARED 300 D IRWIN FINL CORP COM 46411910 4459 142032 SH SHARED 01 83000 59032 D IRWIN FINL CORP COM 46411910 333 10609 SH SHARED 02 10609 D IRWIN FINL CORP COM 46411910 128 4100 SH SHARED 10 4100 D ISHARES INC MSCI AUSTRALIA 46428610 144 10837 SH SHARED 10837 D ISHARES INC MSCI AUSTRALIA 46428610 28 2163 SH SHARED 01 2163 D ISHARES INC MSCI BRAZIL 46428640 1059 62300 SH SHARED 62300 D ISHARES INC MSCI BRAZIL 46428640 21 1265 SH SHARED 02 1265 D ISHARES INC MSCI EMU INDEX 46428660 226 3700 SH SHARED 3700 D ISHARES INC MSCI SINGAPORE 46428667 106 17700 SH SHARED 17700 D ISHARES INC MSCI UTD KINGD 46428669 1282 82323 SH SHARED 25423 56900 D ISHARES INC MSCI UTD KINGD 46428669 79 5077 SH SHARED 01 5077 D ISHARES INC MSCI FRANCE 46428670 199 9769 SH SHARED 9769 D ISHARES INC MSCI FRANCE 46428670 12 631 SH SHARED 01 631 D ISHARES INC MSCI TAIWAN 46428673 72 6484 SH SHARED 6484 D ISHARES INC MSCI TAIWAN 46428673 151 13516 SH SHARED 01 13516 D ISHARES INC MSCI SPAIN 46428676 193 7004 SH SHARED 7004 D ISHARES INC MSCI SPAIN 46428676 10 381 SH SHARED 01 381 D ISHARES INC MSCI S KOREA 46428677 6705 267773 SH SHARED 267773 D ISHARES INC MSCI S KOREA 46428677 32 1281 SH SHARED 01 1281 D ISHARES INC MSCI GERMAN 46428680 527 32600 SH SHARED 32600 D ISHARES INC MSCI MEXICO 46428682 71 4168 SH SHARED 4168 D ISHARES INC MSCI MEXICO 46428682 14 832 SH SHARED 01 832 D ISHARES INC MSCI MALAYSIA 46428683 41 6419 SH SHARED 6419 D ISHARES INC MSCI MALAYSIA 46428683 8 1281 SH SHARED 01 1281 D ISHARES INC MSCI JAPAN 46428684 2358 244705 SH SHARED 121905 122800 D ISHARES INC MSCI JAPAN 46428684 21 2279 SH SHARED 01 2279 D ISHARES INC MSCI JAPAN 46428684 8001 830000 SH SHARED 02 830000 D ISHARES INC MSCI ITALY 46428685 157 8000 SH SHARED 8000 D ISHARES INC MSCI HONG KONG 46428687 101 10170 SH SHARED 10170 D ISHARES INC MSCI HONG KONG 46428687 20 2030 SH SHARED 01 2030 D ISHARES INC MSCI HONG KONG 46428687 22500 2250000 SH SHARED 02 2250000 D ISHARES TR S&P 100 IDX FD 46428710 8562 155319 SH SHARED 02 155319 D ISHARES TR DJ SEL DIV INX 46428716 969 18000 SH SHARED 18000 D ISHARES TR S&P 500 INDEX 46428720 46 416 SH SHARED 01 416 D ISHARES TR S&P 500 INDEX 46428720 3823 34378 SH SHARED 02 34378 D ISHARES TR MSCI EMERG MKT 46428723 883 5390 SH SHARED 5390 D ISHARES TR GS CORP BD FD 46428724 3715 33600 SH SHARED 33600 D ISHARES TR S&P500/BAR GRW 46428730 277 4999 SH SHR/OTHR 01 4999 D ISHARES TR S&P GBL HLTHCR 46428732 1 30 SH SHARED 02 30 D ISHARES TR S&P LTN AM 40 46428739 147 2502 SH SHARED 2502 D ISHARES TR S&P LTN AM 40 46428739 29 498 SH SHARED 01 498 D ISHARES TR S&P500/BAR VAL 46428740 5 100 SH SHARED 100 D ISHARES TR S&P500/BAR VAL 46428740 437 7915 SH SHR/OTHR 01 7915 D ISHARES TR S&P500/BAR VAL 46428740 22 400 SH SHARED 02 400 D ISHARES TR 20+ YR TRS BD 46428743 15201 177900 SH SHARED 177900 D ISHARES TR 7-10 YR TRS BD 46428744 3760 44400 SH SHARED 44400 D ISHARES TR 1-3 YR TRS BD 46428745 467 5665 SH SHARED 01 600 5065 D ISHARES TR 1-3 YR TRS BD 46428745 49 600 SH SHARED 02 600 D ISHARES TR MSCI EAFE IDX 46428746 8058 58915 SH SHARED 01 46570 12345 D ISHARES TR MSCI EAFE IDX 46428746 6126 44793 SH SHR/OTHR 01 44793 D ISHARES TR RUSSELL MIDCAP 46428749 335 5000 SH SHARED 02 5000 D ISHARES TR GLMN SCHS SOFT 46428751 1510 40000 SH SHARED 02 40000 D ISHARES TR GLDM SCHS SEMI 46428752 3137 50000 SH SHARED 02 50000 D ISHARES TR GLDM SACHS TEC 46428754 3108 67800 SH SHARED 01 61400 1100 5300 D ISHARES TR NASDQ BIO INDX 46428755 50 700 SH SHARED 700 D ISHARES TR NASDQ BIO INDX 46428755 179 2500 SH SHARED 01 2500 D ISHARES TR NASDQ BIO INDX 46428755 14 200 SH SHARED 02 200 D ISHARES TR NASDQ BIO INDX 46428755 129 1800 SH SHARED 10 1800 D ISHARES TR RUSSELL1000VAL 46428759 7 132 SH SHARED 02 132 D ISHARES TR RUSSELL 1000 46428762 41 700 SH SHARED 01 700 D ISHARES TR RUSL 2000 VALU 46428763 807 5035 SH SHARED 02 5035 D ISHARES TR RUSSELL 2000 46428765 7376 66577 SH SHARED 66577 D ISHARES TR RUSSELL 2000 46428765 17838 160995 SH SHARED 01 29213 131782 D ISHARES TR RUSSELL 2000 46428765 4175 37683 SH SHR/OTHR 01 4728 32955 D ISHARES TR RUSSELL 2000 46428765 18304 165200 SH SHARED 02 165200 D ISHARES TR RUSSELL 2000 46428765 19 180 SH SHARED 10 180 D ISHARES TR RUSSELL 3000 46428768 94 1500 SH SHARED 01 1500 D ISHARES TR S&P MIDCP VALU 46428770 127 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 361 7450 SH SHARED 01 7450 D ISHARES TR DJ US REAL EST 46428773 29 300 SH SHARED 01 300 D ISHARES TR DJ US REAL EST 46428773 235 2373 SH SHR/OTHR 01 200 2173 D ISHARES TR S&P SMLCAP 600 46428780 6566 49000 SH SHARED 02 49000 D ISHARES TR S&P EURO PLUS 46428786 333 5200 SH SHARED 01 3000 2200 D ISHARES TR S&P SMLCP VALU 46428787 0 3 SH SHARED 3 D ISHARES TR S&P SMLCP VALU 46428787 540 5379 SH SHR/OTHR 01 5379 D ISIS PHARMACEUTICALS INC COM 46433010 49 7604 SH SHARED 7604 D ISIS PHARMACEUTICALS INC COM 46433010 35 5500 SH SHARED 01 5500 D ISIS PHARMACEUTICALS INC COM 46433010 283 43625 SH SHARED 02 43625 D ISIS PHARMACEUTICALS INC COM 46433010 6285 967000 SH SHARED 04 967000 D ISIS PHARMACEUTICALS INC COM 46433010 26 4000 SH SHARED 10 4000 D ISIS PHARMACEUTICALS INC COM 46433010 59 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 1961 2378000 PRN SHARED 02 2378000 D ISLE OF CAPRI CASINOS INC COM 46459210 6 300 SH SHARED 300 D ISLE OF CAPRI CASINOS INC COM 46459210 3387 157800 SH SHARED 01 157800 D ISLE OF CAPRI CASINOS INC COM 46459210 219 10231 SH SHARED 02 10231 D ITRON INC COM 46574110 5 300 SH SHARED 300 D ITRON INC COM 46574110 956 52100 SH SHARED 01 52100 D ITRON INC COM 46574110 258 14082 SH SHARED 02 14082 D ITRON INC COM 46574110 36 2000 SH SHARED 10 2000 D IVANHOE MINES LTD COM 46579N10 891 112000 SH SHARED 01 112000 D IVANHOE MINES LTD COM 46579N10 9552 1200000 SH SHARED 04 1200000 D IVANHOE MINES LTD COM 46579N10 19303 2425100 SH SHARED 10 2425100 D IVAX CORP NOTE 5.500% 5/1 465823AD 2072 2000000 PRN SHARED 2000000 D IVAX CORP NOTE 5.500% 5/1 465823AD 5 5500 PRN SHARED 01 5500 D IVAX CORP NOTE 4.500% 5/1 465823AG 2 2000 PRN SHARED 01 2000 D IVAX CORP COM 46582310 3701 155024 SH SHARED 100024 55000 D IVAX CORP COM 46582310 3049 127704 SH SHARED 01 115604 12100 D IVAX CORP COM 46582310 1963 82242 SH SHARED 02 82242 D IVAX CORP COM 46582310 1043 43690 SH SHARED 10 43690 D IVILLAGE INC COM 46588H10 64 18078 SH SHARED 18078 D IVILLAGE INC COM 46588H10 105 29358 SH SHARED 02 29358 D IXYS CORP COM 46600W10 1 200 SH SHARED 200 D IXYS CORP COM 46600W10 106 11348 SH SHARED 02 11348 D J & J SNACK FOODS CORP COM 46603210 366 9711 SH SHARED 9711 D J & J SNACK FOODS CORP COM 46603210 1292 34233 SH SHARED 01 34233 D J & J SNACK FOODS CORP COM 46603210 283 7498 SH SHARED 02 7498 D J & J SNACK FOODS CORP COM 46603210 52 1400 SH SHARED 10 1400 D JDS UNIPHASE CORP COM 46612J10 4 1300 SH SHARED 1300 D JDS UNIPHASE CORP COM 46612J10 18329 5035702 SH SHARED 5031222 4480 D JDS UNIPHASE CORP COM 46612J10 387 106370 SH SHARED 01 104870 1500 D JDS UNIPHASE CORP COM 46612J10 20 5700 SH SHR/OTHR 01 5700 D JDS UNIPHASE CORP COM 46612J10 5057 1389483 SH SHARED 02 1389483 D JDS UNIPHASE CORP COM 46612J10 113 31160 SH SHARED 03 31160 D JDS UNIPHASE CORP COM 46612J10 13 3802 SH SHARED 05 3802 D JDS UNIPHASE CORP COM 46612J10 38 10450 SH SHARED 06 10450 D JDS UNIPHASE CORP COM 46612J10 4344 1193604 SH SHARED 10 1130344 63260 D JDS UNIPHASE CORP COM 46612J10 34 9600 SH SHARED 14 9600 D JDA SOFTWARE GROUP INC COM 46612K10 54 3300 SH SHARED 3300 D JDA SOFTWARE GROUP INC COM 46612K10 321 19497 SH SHARED 19497 D JDA SOFTWARE GROUP INC COM 46612K10 2813 170390 SH SHARED 01 170390 D JDA SOFTWARE GROUP INC COM 46612K10 874 52952 SH SHARED 02 52952 D JDA SOFTWARE GROUP INC COM 46612K10 84 5100 SH SHARED 10 5100 D J JILL GROUP INC COM 46618910 5 400 SH SHARED 400 D J JILL GROUP INC COM 46618910 837 65900 SH SHARED 01 65900 D J JILL GROUP INC COM 46618910 144 11358 SH SHARED 02 11358 D JLG INDS INC COM 46621010 137 9000 SH SHARED 9000 D JLG INDS INC COM 46621010 288 18921 SH SHARED 18921 D JLG INDS INC COM 46621010 36 2400 SH SHARED 01 2400 D JLG INDS INC COM 46621010 436 28636 SH SHARED 02 28636 D JPS INDUSTRIES INC COM 46624E40 55 22057 SH SHARED 02 22057 D J P MORGAN CHASE & CO COM 46625H10 212 5783 SH SHARED 1570 4213 D J P MORGAN CHASE & CO COM 46625H10 335332 9129653 SH SHARED 8838048 291605 D J P MORGAN CHASE & CO COM 46625H10 156042 4248365 SH SHARED 01 2308948 1939417 D J P MORGAN CHASE 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SH SHARED 01 48250 637 D JETBLUE AWYS CORP COM 47714310 1603 60449 SH SHARED 02 60449 D JO-ANN STORES INC COM 47758P30 92 4510 SH SHARED 4510 D JO-ANN STORES INC COM 47758P30 5982 293243 SH SHARED 01 274999 18244 D JO-ANN STORES INC COM 47758P30 235 11551 SH SHARED 02 11551 D JO-ANN STORES INC COM 47758P30 8 420 SH SHARED 05 420 D JO-ANN STORES INC COM 47758P30 2550 125005 SH SHARED 10 125005 D JOHNSON & JOHNSON COM 47816010 303 5880 SH SHARED 5880 D JOHNSON & JOHNSON COM 47816010 613953 11884505 SH SHARED 11618167 266338 D JOHNSON & JOHNSON COM 47816010 326358 6317423 SH SHARED 01 2345300 20400 3951723 D JOHNSON & JOHNSON COM 47816010 99431 1924730 SH SHR/OTHR 01 143911 1780819 D JOHNSON & JOHNSON COM 47816010 76434 1479567 SH SHARED 02 1479567 D JOHNSON & JOHNSON COM 47816010 8603 166550 SH SHARED 03 98350 68200 D JOHNSON & JOHNSON COM 47816010 64058 1240000 SH SHARED 04 1240000 D JOHNSON & JOHNSON COM 47816010 76855 1487726 SH SHARED 05 1028493 459233 D JOHNSON & JOHNSON COM 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48815220 25 900 SH SHARED 10 900 D KEMET CORP COM 48836010 19 1400 SH SHARED 1400 D KEMET CORP COM 48836010 671 49085 SH SHARED 49085 D KEMET CORP COM 48836010 4329 316276 SH SHARED 01 299176 17100 D KEMET CORP COM 48836010 1042 76144 SH SHARED 02 76144 D KEMET CORP COM 48836010 87 6400 SH SHARED 10 6400 D KENDLE INTERNATIONAL INC COM 48880L10 7 1202 SH SHARED 1202 D KENDLE INTERNATIONAL INC COM 48880L10 1 298 SH SHARED 01 298 D KENNAMETAL INC COM 48917010 3178 79953 SH SHARED 79953 D KENNAMETAL INC COM 48917010 724 18236 SH SHARED 01 16478 1758 D KENNAMETAL INC COM 48917010 1338 33673 SH SHARED 02 33673 D KENSEY NASH CORP COM 49005710 106 4594 SH SHARED 4594 D KENSEY NASH CORP COM 49005710 8676 373176 SH SHARED 01 346276 26900 D KENSEY NASH CORP COM 49005710 167 7213 SH SHARED 02 7213 D KENSEY NASH CORP COM 49005710 418 18000 SH SHARED 05 18000 D KENSEY NASH CORP COM 49005710 386 16630 SH SHARED 10 16630 D KERR MCGEE CORP SDCV 5.250% 2/1 492386AP 9 9250 PRN SHARED 01 9250 D KERR MCGEE 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SPON ADR NEW 50586140 143 6424 SH SHARED 01 5142 1282 D LAFARGE NORTH AMERICA INC COM 50586210 380 9400 SH SHARED 9400 D LAFARGE NORTH AMERICA INC COM 50586210 866 21386 SH SHARED 21386 D LAFARGE NORTH AMERICA INC COM 50586210 181 4475 SH SHARED 01 4475 D LAFARGE NORTH AMERICA INC COM 50586210 134 3314 SH SHARED 02 3314 D LAFARGE NORTH AMERICA INC COM 50586210 25 621 SH SHARED 06 621 D LAKELAND BANCORP INC COM 51163710 6 400 SH SHARED 400 D LAKELAND BANCORP INC COM 51163710 137 8607 SH SHARED 02 8607 D LAKELAND FINL CORP COM 51165610 7 200 SH SHARED 200 D LAKELAND FINL CORP COM 51165610 126 3594 SH SHARED 02 3594 D LAKES ENTMNT INC COM 51206P10 486 30100 SH SHARED 30100 D LAM RESEARCH CORP COM 51280710 4191 129770 SH SHARED 129770 D LAM RESEARCH CORP COM 51280710 15695 485919 SH SHARED 01 466900 19019 D LAM RESEARCH CORP COM 51280710 4778 147954 SH SHARED 02 147954 D LAM RESEARCH CORP COM 51280710 8075 250000 SH SHARED 04 250000 D LAM RESEARCH CORP COM 51280710 9798 303360 SH SHARED 10 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COM 51460610 39 2600 SH SHARED 10 2600 D LANCER CORP COM 51461410 91 13500 SH SHARED 01 13500 D LANDAUER INC COM 51476K10 4 100 SH SHARED 100 D LANDAUER INC COM 51476K10 358 8800 SH SHARED 01 8800 D LANDAUER INC COM 51476K10 217 5333 SH SHARED 02 5333 D LANDAMERICA FINL GROUP INC COM 51493610 1372 26263 SH SHARED 26263 D LANDAMERICA FINL GROUP INC COM 51493610 6030 115395 SH SHARED 01 115395 D LANDAMERICA FINL GROUP INC COM 51493610 2609 49937 SH SHARED 02 49937 D LANDAMERICA FINL GROUP INC COM 51493610 109 2100 SH SHARED 10 2100 D LANDRYS RESTAURANTS INC COM 51508L10 126 4900 SH SHARED 4900 D LANDRYS RESTAURANTS INC COM 51508L10 811 31549 SH SHARED 31549 D LANDRYS RESTAURANTS INC COM 51508L10 217 8451 SH SHARED 01 8451 D LANDRYS RESTAURANTS INC COM 51508L10 389 15136 SH SHARED 02 15136 D LANDRYS RESTAURANTS INC COM 51508L10 12 500 SH SHARED 10 500 D LANDSTAR SYS INC COM 51509810 11 300 SH SHARED 300 D LANDSTAR SYS INC COM 51509810 542 14268 SH SHARED 01 800 13468 D LANDSTAR SYS INC COM 51509810 903 23752 SH SHARED 02 23752 D LANDSTAR SYS INC COM 51509810 68 1800 SH SHARED 10 1800 D LANNET INC COM 51601210 65 3900 SH SHARED 02 3900 D LANTRONIX INC COM 51654810 23 20000 SH SHR/OTHR 01 20000 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 109 5927 SH SHARED 5927 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 12 695 SH SHARED 01 695 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 293 15826 SH SHARED 02 15826 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 769 41500 SH SHARED 11 41500 D LASERSCOPE COM 51808110 4 300 SH SHARED 300 D LASERSCOPE COM 51808110 137 8790 SH SHARED 02 8790 D LATIN AMER EQUITY FD INC NEW COM 51827Q10 4547 297984 SH SHARED 297984 D LATIN AMERN DISCOVERY FD INC COM 51828C10 11101 868000 SH SHARED 868000 D LATTICE SEMICONDUCTOR CORP NOTE 7/0 518415AE 1047 1000000 PRN SHARED 02 1000000 D LATTICE SEMICONDUCTOR CORP COM 51841510 722 74617 SH SHARED 74617 D LATTICE SEMICONDUCTOR CORP COM 51841510 1112 114962 SH SHARED 01 114962 D LATTICE SEMICONDUCTOR CORP COM 51841510 926 95753 SH SHARED 02 95753 D LATTICE SEMICONDUCTOR CORP COM 51841510 12 1300 SH SHARED 10 1300 D LAUDER ESTEE COS INC CL A 51843910 2102 53561 SH SHARED 17886 35675 D LAUDER ESTEE COS INC CL A 51843910 5279 134484 SH SHARED 01 105094 29390 D LAUDER ESTEE COS INC CL A 51843910 399 10183 SH SHR/OTHR 01 400 9783 D LAUDER ESTEE COS INC CL A 51843910 876 22324 SH SHARED 02 22324 D LAUDER ESTEE COS INC CL A 51843910 270 6900 SH SHARED 05 6900 D LAUDER ESTEE COS INC CL A 51843910 6273 159800 SH SHARED 06 114800 45000 D LAWSON PRODS INC COM 52077610 107 3237 SH SHARED 02 3237 D LAWSON SOFTWARE INC COM 52078010 5 700 SH SHARED 700 D LAWSON SOFTWARE INC COM 52078010 237 28605 SH SHARED 02 28605 D LEAPFROG ENTERPRISES INC CL A 52186N10 727 27434 SH SHARED 27434 D LEAPFROG ENTERPRISES INC CL A 52186N10 45 1728 SH SHARED 01 1728 D LEAPFROG ENTERPRISES INC CL A 52186N10 306 11546 SH SHARED 02 11546 D LEAPFROG ENTERPRISES INC CL A 52186N10 486 18350 SH SHARED 10 18350 D LEAR CORP NOTE 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INC COM 52466010 56 2600 SH SHARED 14 2600 D LEGG MASON INC NOTE 6/0 524901AG 25400 40000000 PRN SHARED 40000000 D LEGG MASON INC COM 52490110 4292 55613 SH SHARED 55613 D LEGG MASON INC COM 52490110 15380 199282 SH SHARED 01 198657 625 D LEGG MASON INC COM 52490110 34 450 SH SHR/OTHR 01 450 D LEGG MASON INC COM 52490110 6089 78898 SH SHARED 02 78898 D LEGG MASON INC COM 52490110 26920 348800 SH SHARED 10 348800 D LEHMAN BROS HLDGS INC FRNT 4/0 524908EC 54102 53780000 PRN SHARED 53780000 D LEHMAN BROS HLDGS INC FRNT 4/0 524908EC 8294 8245000 PRN SHARED 02 8245000 D LEHMAN BROS HLDGS INC COM 52490810 2602 33700 SH SHARED 33700 D LEHMAN BROS HLDGS INC COM 52490810 69406 898821 SH SHARED 849302 49519 D LEHMAN BROS HLDGS INC COM 52490810 78321 1014264 SH SHARED 01 503526 510738 D LEHMAN BROS HLDGS INC COM 52490810 661 8565 SH SHR/OTHR 01 200 8365 D LEHMAN BROS HLDGS INC COM 52490810 9482 122796 SH SHARED 02 122796 D LEHMAN BROS HLDGS INC COM 52490810 26772 346700 SH SHARED 03 315600 31100 D LEHMAN BROS HLDGS INC COM 52490810 1235 16000 SH SHARED 04 16000 D LEHMAN BROS HLDGS INC COM 52490810 67007 867753 SH SHARED 05 740633 127120 D LEHMAN BROS HLDGS INC COM 52490810 14472 187424 SH SHARED 06 44674 142750 D LEHMAN BROS HLDGS INC COM 52490810 3125 40475 SH SHARED 07 40475 D LEHMAN BROS HLDGS INC COM 52490810 2123 27500 SH SHARED 09 27500 D LEHMAN BROS HLDGS INC COM 52490810 26482 342950 SH SHARED 10 330057 12893 D LEHMAN BROS HLDGS INC COM 52490810 152 1975 SH SHARED 14 1975 D LENNAR CORP NOTE 4/0 526057AF 12372 17500000 PRN SHARED 17500000 D LENNAR CORP CL A 52605710 2082 21689 SH SHARED 21689 D LENNAR CORP CL A 52605710 2281 23761 SH SHARED 01 23261 500 D LENNAR CORP CL A 52605710 14 150 SH SHR/OTHR 01 150 D LENNAR CORP CL A 52605710 2744 28584 SH SHARED 02 28584 D LENNAR CORP CL A 52605710 48 500 SH SHARED 06 500 D LENNAR CORP CL A 52605710 638 6655 SH SHARED 14 6655 D LENNAR CORP CL B 52605730 11961 130865 SH SHARED 130865 D LENNAR CORP CL B 52605730 473 5181 SH 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COMMUNICATIONS INC COM 52729N10 1091 191552 SH SHARED 02 191552 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 478 84000 SH SHARED 06 84000 D LEXAR MEDIA INC COM 52886P10 2779 159565 SH SHARED 159565 D LEXAR MEDIA INC COM 52886P10 4007 230028 SH SHARED 01 230028 D LEXAR MEDIA INC COM 52886P10 706 40550 SH SHARED 02 40550 D LEXAR MEDIA INC COM 52886P10 885 50860 SH SHARED 10 50860 D LEXICON GENETICS INC COM 52887210 337 57223 SH SHARED 57223 D LEXICON GENETICS INC COM 52887210 82 14015 SH SHARED 01 14015 D LEXICON GENETICS INC COM 52887210 145 24698 SH SHARED 02 24698 D LEXINGTON CORP PPTYS TR COM 52904310 171 8477 SH SHARED 8477 D LEXINGTON CORP PPTYS TR COM 52904310 921 45653 SH SHARED 01 45653 D LEXINGTON CORP PPTYS TR COM 52904310 640 31744 SH SHARED 02 31744 D LEXINGTON CORP PPTYS TR COM 52904310 2061 102100 SH SHARED 10 2100 100000 D LEXINGTON CORP PPTYS TR COM 52904310 11889 588900 SH SHARED 11 588900 D LEXMARK INTL NEW CL A 52977110 7 100 SH SHARED 100 D LEXMARK INTL NEW CL A 52977110 35909 456628 SH SHARED 445667 10961 D LEXMARK INTL NEW CL A 52977110 36766 467526 SH SHARED 01 238583 1100 227843 D LEXMARK INTL NEW CL A 52977110 105 1340 SH SHR/OTHR 01 1340 D LEXMARK INTL NEW CL A 52977110 4990 63466 SH SHARED 02 63466 D LEXMARK INTL NEW CL A 52977110 16099 204721 SH SHARED 05 187720 17001 D LEXMARK INTL NEW CL A 52977110 770 9796 SH SHARED 06 9596 200 D LEXMARK INTL NEW CL A 52977110 1839 23393 SH SHARED 07 23393 D LEXMARK INTL NEW CL A 52977110 4388 55800 SH SHARED 08 55800 D LEXMARK INTL NEW CL A 52977110 998 12700 SH SHARED 09 12700 D LEXMARK INTL NEW CL A 52977110 13978 177750 SH SHARED 10 167371 10379 D LEXMARK INTL NEW CL A 52977110 86 1100 SH SHARED 14 1100 D LIBBEY INC COM 52989810 35 1248 SH SHARED 1248 D LIBBEY INC COM 52989810 3 119 SH SHARED 01 119 D LIBBEY INC COM 52989810 253 8889 SH SHARED 02 8889 D LIBERTY ALL-STAR GROWTH FD I COM 52990010 18 2664 SH SHARED 2664 D LIBERTY ALL STAR EQUITY FD SH BEN INT 53015810 743 78597 SH SHARED 78597 D 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COM 53219210 66 3500 SH SHARED 10 3500 D LIGAND PHARMACEUTICALS INC NOTE 6.000%11/1 53220KAB 4996 2000000 PRN SHARED 2000000 D LIGAND PHARMACEUTICALS INC CL B 53220K20 219 14938 SH SHARED 14938 D LIGAND PHARMACEUTICALS INC CL B 53220K20 94 6400 SH SHARED 01 4900 1500 D LIGAND PHARMACEUTICALS INC CL B 53220K20 587 39973 SH SHARED 02 39973 D LIGAND PHARMACEUTICALS INC CL B 53220K20 41343 2814374 SH SHARED 04 2814374 D LIGAND PHARMACEUTICALS INC CL B 53220K20 146 10000 SH SHARED 10 10000 D LIGAND PHARMACEUTICALS INC CL B 53220K20 633 43100 SH SHARED 14 43100 D LIGHTBRIDGE INC COM 53222610 134 14803 SH SHARED 14803 D LIGHTBRIDGE INC COM 53222610 343 37797 SH SHARED 01 37797 D LIGHTBRIDGE INC COM 53222610 166 18257 SH SHARED 02 18257 D LIGHTBRIDGE INC COM 53222610 114 12590 SH SHARED 10 12590 D LILLY ELI & CO COM 53245710 56 800 SH SHARED 800 D LILLY ELI & CO COM 53245710 289337 4114004 SH SHARED 4065788 48216 D LILLY ELI & CO COM 53245710 119234 1695353 SH SHARED 01 421790 19000 1254563 D 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COM 53271610 3854 213806 SH SHARED 02 213806 D LIMITED BRANDS INC COM 53271610 2273 126100 SH SHARED 04 126100 D LIMITED BRANDS INC COM 53271610 50 2795 SH SHARED 05 2795 D LIMITED BRANDS INC COM 53271610 70 3900 SH SHARED 06 3900 D LIMITED BRANDS INC COM 53271610 7299 404838 SH SHARED 10 381770 23068 D LIMITED BRANDS INC COM 53271610 64 3600 SH SHARED 14 3600 D LIN TV CORP CL A 53277410 355 13764 SH SHARED 13764 D LIN TV CORP CL A 53277410 24 950 SH SHARED 01 950 D LIN TV CORP CL A 53277410 470 18221 SH SHARED 02 18221 D LINCARE HLDGS INC COM 53279110 4320 143641 SH SHARED 143641 D LINCARE HLDGS INC COM 53279110 2963 98537 SH SHARED 01 95412 3125 D LINCARE HLDGS INC COM 53279110 37 1261 SH SHR/OTHR 01 1261 D LINCARE HLDGS INC COM 53279110 3105 103255 SH SHARED 02 103255 D LINCARE HLDGS INC COM 53279110 41 1395 SH SHARED 14 1395 D LINCOLN ELEC HLDGS INC COM 53390010 259 10492 SH SHARED 10492 D LINCOLN ELEC HLDGS INC COM 53390010 50 2046 SH SHARED 01 2046 D LINCOLN ELEC HLDGS INC COM 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SH SHARED 300 D LINEAR TECHNOLOGY CORP COM 53567810 41031 975309 SH SHARED 973369 1940 D LINEAR TECHNOLOGY CORP COM 53567810 61829 1469680 SH SHARED 01 571330 898350 D LINEAR TECHNOLOGY CORP COM 53567810 4349 103387 SH SHR/OTHR 01 16090 87297 D LINEAR TECHNOLOGY CORP COM 53567810 8832 209943 SH SHARED 02 209943 D LINEAR TECHNOLOGY CORP COM 53567810 5528 131400 SH SHARED 04 131400 D LINEAR TECHNOLOGY CORP COM 53567810 144 3433 SH SHARED 05 3433 D LINEAR TECHNOLOGY CORP COM 53567810 257 6120 SH SHARED 06 5720 400 D LINEAR TECHNOLOGY CORP COM 53567810 31132 740016 SH SHARED 10 726210 13806 D LINEAR TECHNOLOGY CORP COM 53567810 180 4284 SH SHARED 14 4284 D LINENS N THINGS INC COM 53567910 3850 127992 SH SHARED 127992 D LINENS N THINGS INC COM 53567910 47 1565 SH SHARED 01 1565 D LINENS N THINGS INC COM 53567910 3143 104492 SH SHARED 02 104492 D LIONBRIDGE TECHNOLOGIES INC COM 53625210 53 5600 SH SHARED 5600 D LIONBRIDGE TECHNOLOGIES INC COM 53625210 201 20939 SH SHARED 02 20939 D LIQUIDMETAL TECHNOLOGIES INC COM 53634X10 23 8247 SH SHARED 8247 D LIQUIDMETAL TECHNOLOGIES INC COM 53634X10 66 23263 SH SHARED 02 23263 D LITHIA MTRS INC CL A 53679710 512 20315 SH SHARED 20315 D LITHIA MTRS INC CL A 53679710 285 11312 SH SHARED 01 11312 D LITHIA MTRS INC CL A 53679710 235 9353 SH SHARED 02 9353 D LITTELFUSE INC COM 53700810 373 12973 SH SHARED 12973 D LITTELFUSE INC COM 53700810 548 19033 SH SHARED 01 19033 D LITTELFUSE INC COM 53700810 364 12638 SH SHARED 02 12638 D LITTELFUSE INC COM 53700810 83 2900 SH SHARED 10 2900 D LIVEPERSON INC COM 53814610 0 50 SH SHARED 50 D LIVEPERSON INC COM 53814610 483 96747 SH SHARED 01 96747 D LIZ CLAIBORNE INC COM 53932010 10374 292571 SH SHARED 292571 D LIZ CLAIBORNE INC COM 53932010 3742 105536 SH SHARED 01 102836 2700 D LIZ CLAIBORNE INC COM 53932010 1500 42310 SH SHARED 02 42310 D LIZ CLAIBORNE INC COM 53932010 31 900 SH SHARED 06 900 D LIZ CLAIBORNE INC COM 53932010 2244 63305 SH SHARED 10 58370 4935 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 2581 79322 SH SHARED 79322 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 714 21940 SH SHARED 01 10505 11435 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 2255 69300 SH SHARED 10 69300 D LOCAL FINL CORP COM 53955310 131 6327 SH SHARED 6327 D LOCAL FINL CORP COM 53955310 2827 135853 SH SHARED 01 135853 D LOCAL FINL CORP COM 53955310 392 18856 SH SHARED 02 18856 D LOCAL FINL CORP COM 53955310 14 700 SH SHARED 10 700 D LOCKHEED MARTIN CORP COM 53983010 15 300 SH SHARED 300 D LOCKHEED MARTIN CORP COM 53983010 54493 1060186 SH SHARED 1017686 42500 D LOCKHEED MARTIN CORP COM 53983010 51577 1003452 SH SHARED 01 780757 222695 D LOCKHEED MARTIN CORP COM 53983010 836 16280 SH SHR/OTHR 01 1000 15280 D LOCKHEED MARTIN CORP COM 53983010 8542 166195 SH SHARED 02 166195 D LOCKHEED MARTIN CORP COM 53983010 702 13662 SH SHARED 05 13662 D LOCKHEED MARTIN CORP COM 53983010 1752 34100 SH SHARED 06 33600 500 D LOCKHEED MARTIN CORP COM 53983010 11515 224029 SH SHARED 10 217378 6651 D LOCKHEED MARTIN CORP COM 53983010 1154 22470 SH SHARED 14 22470 D LODGIAN INC COM NEW 54021P20 820 156291 SH SHARED 156291 D LODGENET ENTMT CORP COM 54021110 5 300 SH SHARED 300 D LODGENET ENTMT CORP COM 54021110 131 7188 SH SHARED 02 7188 D LODGENET ENTMT CORP COM 54021110 15640 855590 SH SHARED 10 855590 D LOEWS CORP NOTE 3.125% 9/1 540424AL 19987 20820000 PRN SHARED 20820000 D LOEWS CORP NOTE 3.125% 9/1 540424AL 11 11900 PRN SHARED 01 11900 D LOEWS CORP COM 54042410 360 7300 SH SHARED 7300 D LOEWS CORP COM 54042410 25004 505642 SH SHARED 505642 D LOEWS CORP COM 54042410 613 12398 SH SHARED 01 11398 1000 D LOEWS CORP COM 54042410 2950 59669 SH SHARED 02 59669 D LOEWS CORP COM 54042410 55 1127 SH SHARED 05 1127 D LOEWS CORP COM 54042410 7422 150096 SH SHARED 10 150096 D LOEWS CORP COM 54042410 59 1200 SH SHARED 14 1200 D LOEWS CORP CAROLNA GP STK 54042420 1874 74251 SH SHARED 74251 D LOEWS CORP CAROLNA GP STK 54042420 492 19518 SH SHARED 01 19518 D LOEWS CORP CAROLNA GP STK 54042420 97 3864 SH SHARED 02 3864 D LOGITECH INTERNATIONAL S A SPONSORED ADR 54141910 187 4402 SH SHARED 4402 D LOGITECH INTERNATIONAL S A SPONSORED ADR 54141910 28 665 SH SHARED 01 665 D LOGITECH INTERNATIONAL S A SPONSORED ADR 54141910 1807 42500 SH SHARED 02 42500 D LONE STAR STEAKHOUSE SALOON COM 54230710 139 6000 SH SHARED 6000 D LONE STAR STEAKHOUSE SALOON COM 54230710 85 3688 SH SHARED 3688 D LONE STAR STEAKHOUSE SALOON COM 54230710 83 3600 SH SHARED 01 3600 D LONE STAR STEAKHOUSE SALOON COM 54230710 435 18761 SH SHARED 02 18761 D LONE STAR TECHNOLOGIES INC COM 54231210 142 8915 SH SHARED 8915 D LONE STAR TECHNOLOGIES INC COM 54231210 47 2985 SH SHARED 01 2985 D LONE STAR TECHNOLOGIES INC COM 54231210 295 18492 SH SHARED 02 18492 D LONGS DRUG STORES CORP COM 54316210 1333 53911 SH SHARED 53911 D LONGS DRUG STORES CORP COM 54316210 490 19845 SH SHARED 01 19845 D LONGS DRUG STORES CORP COM 54316210 1478 59748 SH SHARED 02 59748 D LONGS DRUG STORES CORP COM 54316210 24 990 SH SHARED 10 990 D LONGVIEW FIBRE CO COM 54321310 320 25958 SH SHARED 25958 D LONGVIEW FIBRE CO COM 54321310 180 14615 SH SHARED 01 14615 D LONGVIEW FIBRE CO COM 54321310 679 55024 SH SHARED 02 55024 D LOOKSMART LTD COM 54344210 0 610 SH SHARED 610 D LOOKSMART LTD COM 54344210 0 2 SH SHARED 01 2 D LOOKSMART LTD COM 54344210 78 50648 SH SHARED 02 50648 D LOUDEYE CORP COM 54575410 85 43800 SH SHARED 43800 D LOUISIANA PAC CORP COM 54634710 5305 296725 SH SHARED 296225 500 D LOUISIANA PAC CORP COM 54634710 570 31901 SH SHARED 01 31901 D LOUISIANA PAC CORP COM 54634710 23 1300 SH SHR/OTHR 01 1300 D LOUISIANA PAC CORP COM 54634710 3582 200336 SH SHARED 02 200336 D LOUISIANA PAC CORP COM 54634710 50 2820 SH SHARED 06 2820 D LOUISIANA PAC CORP COM 54634710 1141 63852 SH SHARED 10 38256 25596 D LOWES COS INC NOTE 2/1 548661CF 48850 53389000 PRN SHARED 53389000 D LOWES COS INC NOTE 0.861%10/1 548661CG 61065 57500000 PRN SHARED 57500000 D LOWES COS INC NOTE 0.861%10/1 548661CG 5647 5318000 PRN SHARED 02 5318000 D LOWES COS INC COM 54866110 33 600 SH SHARED 600 D LOWES COS INC COM 54866110 106614 1924804 SH SHARED 1893904 30900 D LOWES COS INC COM 54866110 19769 356910 SH SHARED 01 226690 130220 D LOWES COS INC COM 54866110 924 16688 SH SHR/OTHR 01 16688 D LOWES COS INC COM 54866110 23568 425495 SH SHARED 02 425495 D LOWES COS INC COM 54866110 1290 23292 SH SHARED 05 15700 7592 D LOWES COS INC COM 54866110 1822 32910 SH SHARED 06 31410 1500 D LOWES COS INC COM 54866110 55771 1006894 SH SHARED 10 964179 42715 D LOWES COS INC COM 54866110 2991 54005 SH SHARED 14 54005 D LUBRIZOL CORP COM 54927110 1115 34294 SH SHARED 34294 D LUBRIZOL CORP COM 54927110 2362 72650 SH SHARED 01 71300 1350 D LUBRIZOL CORP COM 54927110 1272 39142 SH SHARED 02 39142 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG 57484 49900000 PRN SHARED 49900000 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH 205334173865000 PRN SHARED 173865000 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH 1470 1245000 PRN SHARED 02 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DEL COM 55027E10 2 300 SH SHARED 300 D LUMINEX CORP DEL COM 55027E10 184 19703 SH SHARED 02 19703 D LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 291 16731 SH SHARED 15931 800 D LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 407 23414 SH SHARED 01 1814 21600 D LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 8414 483609 SH SHARED 02 483609 D LYDALL INC DEL COM 55081910 4 400 SH SHARED 400 D LYDALL INC DEL COM 55081910 100 9875 SH SHARED 02 9875 D LYNCH INTERACTIVE CORP COM 55114610 0 10 SH SHARED 02 10 D LYON WILLIAM HOMES COM 55207410 55 880 SH SHARED 880 D LYON WILLIAM HOMES COM 55207410 169 2704 SH SHARED 02 2704 D LYONDELL CHEMICAL CO COM 55207810 8813 519978 SH SHARED 519978 D LYONDELL CHEMICAL CO COM 55207810 1002 59122 SH SHARED 01 59122 D LYONDELL CHEMICAL CO COM 55207810 936 55226 SH SHARED 02 55226 D LYONDELL CHEMICAL CO COM 55207810 147 8690 SH SHARED 10 8690 D M & F WORLDWIDE CORP COM 55254110 4 300 SH SHARED 300 D M & F WORLDWIDE CORP COM 55254110 90 6807 SH SHARED 02 6807 D M & 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MBIA INC COM 55262C10 106 1800 SH SHARED 07 1800 D MBIA INC COM 55262C10 13685 231059 SH SHARED 10 224612 6447 D MBIA INC COM 55262C10 841 14200 SH SHARED 14 14200 D MBNA CORP COM 55262L10 22 900 SH SHARED 900 D MBNA CORP COM 55262L10 91365 3676676 SH SHARED 3675326 1350 D MBNA CORP COM 55262L10 11731 472095 SH SHARED 01 346406 125689 D MBNA CORP COM 55262L10 9 400 SH SHR/OTHR 01 400 D MBNA CORP COM 55262L10 14890 599205 SH SHARED 02 586896 12309 D MBNA CORP COM 55262L10 142 5728 SH SHARED 05 5728 D MBNA CORP COM 55262L10 2293 92274 SH SHARED 06 89874 2400 D MBNA CORP COM 55262L10 28951 1165041 SH SHARED 10 1094095 70946 D MBNA CORP COM 55262L10 3279 131975 SH SHARED 14 131975 D MB FINANCIAL INC NEW COM 55264U10 21 593 SH SHARED 593 D MB FINANCIAL INC NEW COM 55264U10 420 11550 SH SHARED 01 11550 D MB FINANCIAL INC NEW COM 55264U10 420 11542 SH SHARED 02 11542 D MB FINANCIAL INC NEW COM 55264U10 184 5055 SH SHARED 10 5055 D M D C HLDGS INC COM 55267610 225 3500 SH SHARED 3500 D M D C HLDGS INC COM 55267610 192 2981 SH SHARED 2981 D M D C HLDGS INC COM 55267610 643 9983 SH SHARED 01 9983 D M D C HLDGS INC COM 55267610 105 1630 SH SHARED 02 1630 D M D C HLDGS INC COM 55267610 14 220 SH SHARED 10 220 D MDS INC COM 55269P30 24 1601 SH SHARED 01 1601 D MDS INC COM 55269P30 935 60891 SH SHARED 02 60891 D MDS INC COM 55269P30 4 301 SH SHARED 10 301 D MDU RES GROUP INC COM 55269010 1362 57240 SH SHARED 57240 D MDU RES GROUP INC COM 55269010 1121 47110 SH SHARED 01 44020 3090 D MDU RES GROUP INC COM 55269010 1283 53908 SH SHARED 02 53908 D MEMC ELECTR MATLS INC COM 55271510 75 7843 SH SHARED 7843 D MEMC ELECTR MATLS INC COM 55271510 5935 616957 SH SHARED 01 616957 D MEMC ELECTR MATLS INC COM 55271510 20 2150 SH SHARED 02 2150 D MFA MTG INVTS INC COM 55272X10 39010 4001100 SH SHARED 4001100 D MFA MTG INVTS INC COM 55272X10 778 79800 SH SHARED 01 79800 D MFA MTG INVTS INC COM 55272X10 385 39576 SH SHARED 02 39576 D MFS CHARTER INCOME TR SH BEN INT 55272710 421 47800 SH SHARED 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PHARMA INC COM 55288010 15348 373000 SH SHARED 04 373000 D MGI PHARMA INC COM 55288010 94 2300 SH SHARED 10 2300 D MGI PHARMA INC COM 55288010 275 6700 SH SHARED 14 6700 D MFS GOVT MKTS INCOME TR SH BEN INT 55293910 1827 269600 SH SHARED 269600 D MGM MIRAGE COM 55295310 1131 30093 SH SHARED 30093 D MGM MIRAGE COM 55295310 593 15777 SH SHARED 01 15777 D MGM MIRAGE COM 55295310 1145 30464 SH SHARED 02 30464 D MGM MIRAGE COM 55295310 3285 87350 SH SHARED 05 87350 D MGM MIRAGE COM 55295310 2631 69970 SH SHARED 10 69970 D MI DEVS INC CL A SUB VTG 55304X10 1 50 SH SHARED 50 D MI DEVS INC CL A SUB VTG 55304X10 117 4205 SH SHARED 02 4205 D MI DEVS INC CL A SUB VTG 55304X10 9 350 SH SHARED 14 350 D MIM CORP COM 55304410 1728 245861 SH SHARED 245861 D MIM CORP COM 55304410 321 45782 SH SHARED 01 45782 D MIM CORP COM 55304410 123 17552 SH SHARED 02 17552 D M/I SCHOTTENSTEIN HOMES INC COM 55305B10 4528 115957 SH SHARED 115957 D M/I SCHOTTENSTEIN HOMES INC COM 55305B10 860 22036 SH SHARED 01 22036 D M/I SCHOTTENSTEIN HOMES INC COM 55305B10 265 6804 SH SHARED 02 6804 D MKS INSTRUMENT INC COM 55306N10 2225 76742 SH SHARED 76742 D MKS INSTRUMENT INC COM 55306N10 1828 63058 SH SHARED 01 61058 2000 D MKS INSTRUMENT INC COM 55306N10 520 17965 SH SHARED 02 17965 D MMO2 PLC ADR 55309W10 4238 310250 SH SHARED 310250 D MMO2 PLC ADR 55309W10 1 84 SH SHARED 01 84 D MMO2 PLC ADR 55309W10 6 500 SH SHR/OTHR 01 500 D MMO2 PLC ADR 55309W10 2150 157400 SH SHARED 02 157400 D MPS GROUP INC COM 55340910 1833 196098 SH SHARED 76098 120000 D MPS GROUP INC COM 55340910 2723 291327 SH SHARED 01 291327 D MPS GROUP INC COM 55340910 1384 148097 SH SHARED 02 148097 D MPS GROUP INC COM 55340910 12 1291 SH SHARED 06 1291 D MPS GROUP INC COM 55340910 111 11930 SH SHARED 10 11930 D MRO SOFTWARE INC COM 55347W10 64 4768 SH SHARED 4768 D MRO SOFTWARE INC COM 55347W10 622 46132 SH SHARED 01 46132 D MRO SOFTWARE INC COM 55347W10 170 12637 SH SHARED 02 12637 D MRV COMMUNICATIONS INC COM 55347710 520 138471 SH SHARED 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179200 D MTS SYS CORP COM 55377710 301 15698 SH SHARED 02 15698 D MTS SYS CORP COM 55377710 78 4100 SH SHARED 10 4100 D MVC CAP COM 55382910 7446 932000 SH SHARED 932000 D MACATAWA BK CORP COM 55422510 161 5683 SH SHARED 02 5683 D MACDERMID INC COM 55427310 260 7622 SH SHARED 7622 D MACDERMID INC COM 55427310 4123 120443 SH SHARED 01 119278 1165 D MACDERMID INC COM 55427310 29 865 SH SHR/OTHR 01 865 D MACDERMID INC COM 55427310 984 28751 SH SHARED 02 28751 D MACDERMID INC COM 55427310 198 5800 SH SHARED 10 5800 D MACERICH CO COM 55438210 73 1642 SH SHARED 1642 D MACERICH CO COM 55438210 1379 31000 SH SHARED 01 31000 D MACERICH CO COM 55438210 261 5884 SH SHARED 02 5884 D MACERICH CO COM 55438210 9447 212300 SH SHARED 10 212300 D MACERICH CO COM 55438210 11044 248200 SH SHARED 11 248200 D MACK CALI RLTY CORP COM 55448910 887 21318 SH SHARED 21318 D MACK CALI RLTY CORP COM 55448910 817 19650 SH SHARED 01 15650 4000 D MACK CALI RLTY CORP COM 55448910 239 5750 SH SHR/OTHR 01 2750 3000 D MACK CALI RLTY CORP COM 55448910 744 17896 SH SHARED 02 17896 D MACK CALI RLTY CORP COM 55448910 19511 468800 SH SHARED 10 468800 D MACK CALI RLTY CORP COM 55448910 264610 6357784 SH SHARED 11 6357784 D MACROVISION CORP COM 55590410 854 37830 SH SHARED 37830 D MACROVISION CORP COM 55590410 2053 90895 SH SHARED 01 90895 D MACROVISION CORP COM 55590410 1053 46646 SH SHARED 02 46646 D MACROVISION CORP COM 55590410 476 21100 SH SHARED 06 20350 750 D MACROVISION CORP COM 55590410 18 800 SH SHARED 10 800 D MACROMEDIA INC COM 55610010 840 47342 SH SHARED 47342 D MACROMEDIA INC COM 55610010 2217 124919 SH SHARED 01 116169 7000 1750 D MACROMEDIA INC COM 55610010 25 1438 SH SHR/OTHR 01 1438 D MACROMEDIA INC COM 55610010 994 56036 SH SHARED 02 56036 D MACROMEDIA INC COM 55610010 2662 150000 SH SHARED 04 150000 D MACROMEDIA INC COM 55610010 507 28600 SH SHARED 10 28600 D MACRONIX INTL LTD SPONSORED ADR 55610310 444 200883 SH SHARED 200883 D MACRONIX INTL LTD SPONSORED ADR 55610310 0 1 SH SHARED 05 1 D MADDEN STEVEN LTD COM 55626910 273 13427 SH SHARED 13427 D MADDEN STEVEN LTD COM 55626910 1090 53449 SH SHARED 01 53449 D MADDEN STEVEN LTD COM 55626910 154 7595 SH SHARED 02 7595 D MADDEN STEVEN LTD COM 55626910 103 5070 SH SHARED 10 5070 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 189 3790 SH SHARED 3790 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 33 663 SH SHARED 01 663 D MAGMA DESIGN AUTOMATION COM 55918110 1 85 SH SHARED 85 D MAGMA DESIGN AUTOMATION COM 55918110 7 300 SH SHARED 01 300 D MAGMA DESIGN AUTOMATION COM 55918110 370 15853 SH SHARED 02 15853 D MAGNA ENTMT CORP CL A 55921110 1 200 SH SHARED 200 D MAGNA ENTMT CORP CL A 55921110 132 26160 SH SHARED 02 26160 D MAGNA INTL INC CL A 55922240 8 101 SH SHARED 101 D MAGNA INTL INC CL A 55922240 1843 23032 SH SHARED 23032 D MAGNA INTL INC CL A 55922240 289 3616 SH SHARED 01 3616 D MAGNA INTL INC CL A 55922240 3185 39798 SH SHARED 02 39798 D MAGNA INTL INC CL A 55922240 40 500 SH SHARED 10 500 D MAGNA INTL INC CL A 55922240 56 700 SH SHARED 14 700 D MAGNETEK INC COM 55942410 78 11970 SH SHARED 11970 D MAGNETEK INC COM 55942410 3 530 SH SHARED 01 530 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 4 7742 SH SHARED 02 7742 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 284 29906 SH SHARED 29906 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 969 101977 SH SHARED 01 101977 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 1739 182906 SH SHARED 02 68106 114800 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 30 3200 SH SHARED 10 3200 D MAGUIRE PPTYS INC COM 55977510 656 27000 SH SHARED 02 27000 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 1299 69430 SH SHARED 69430 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 980 52400 SH SHARED 01 52400 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 9560 511000 SH SHARED 04 511000 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 7072 378000 SH SHARED 06 40000 338000 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 1700 90900 SH SHARED 10 90900 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 70 11500 SH SHARED 11500 D MAIL-WELL INC COM 56032120 3 800 SH SHARED 800 D MAIL-WELL INC COM 56032120 93 20248 SH SHARED 02 20248 D MAIN STR BKS INC NEW COM 56034R10 10 400 SH SHARED 400 D MAIN STR BKS INC NEW COM 56034R10 238 8986 SH SHARED 02 8986 D MAINE & MARITIMES CORP COM 56037710 38 1096 SH SHARED 01 1096 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 3 115 SH SHARED 115 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 126 4110 SH SHARED 02 4110 D MAIR HOLDINGS INC COM 56063510 3 500 SH SHARED 500 D MAIR HOLDINGS INC COM 56063510 46 6384 SH SHARED 02 6384 D MALAYSIA FD INC COM 56090510 38 6450 SH SHARED 6450 D MALAN RLTY INVS INC COM 56106310 935 192800 SH SHARED 192800 D MANAGED MUNS PORTFOLIO INC COM 56166210 58 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 12067 10990000 PRN SHARED 02 10990000 D MANDALAY RESORT GROUP COM 56256710 1906 42622 SH SHARED 42622 D MANDALAY RESORT GROUP COM 56256710 941 21058 SH SHARED 01 21058 D MANDALAY RESORT GROUP COM 56256710 1175 26282 SH SHARED 02 26282 D MANDALAY RESORT GROUP COM 56256710 670 15000 SH SHARED 04 15000 D MANDALAY RESORT GROUP COM 56256710 518 11600 SH SHARED 10 11600 D MANHATTAN ASSOCS INC COM 56275010 861 31176 SH SHARED 31176 D MANHATTAN ASSOCS INC COM 56275010 380 13775 SH SHARED 01 13775 D MANHATTAN ASSOCS INC COM 56275010 1189 43038 SH SHARED 02 43038 D MANHATTAN ASSOCS INC COM 56275010 11 400 SH SHARED 10 400 D MANITOWOC INC COM 56357110 15748 504761 SH SHARED 504761 D MANITOWOC INC COM 56357110 1279 41012 SH SHARED 01 1012 40000 D MANITOWOC INC COM 56357110 557 17872 SH SHARED 02 17872 D MANITOWOC INC COM 56357110 12 400 SH SHARED 10 400 D MANNATECH INC COM 56377110 25 2300 SH SHARED 2300 D MANNING GREG AUCTIONS INC COM 56382310 121 10300 SH SHARED 10300 D MANOR CARE INC NEW COM 56405510 221 6400 SH SHARED 6400 D MANOR CARE INC NEW COM 56405510 6952 201105 SH SHARED 201105 D MANOR CARE INC NEW COM 56405510 2220 64239 SH SHARED 01 64239 D MANOR CARE INC NEW COM 56405510 1069 30940 SH SHARED 02 30940 D MANOR CARE INC NEW COM 56405510 1227 35505 SH SHARED 10 31577 3928 D MANPOWER INC DBCV 8/1 56418HAC 154 223000 PRN SHARED 02 223000 D MANPOWER INC COM 56418H10 3469 73702 SH SHARED 73702 D MANPOWER INC COM 56418H10 1283 27267 SH SHARED 01 25267 2000 D MANPOWER INC COM 56418H10 1242 26388 SH SHARED 02 26388 D MANPOWER INC COM 56418H10 3797 80650 SH SHARED 06 80650 D MANPOWER INC COM 56418H10 1556 33060 SH SHARED 10 33060 D MANTECH INTL CORP CL A 56456310 538 21564 SH SHARED 21564 D MANTECH INTL CORP CL A 56456310 7034 281943 SH SHARED 01 249943 32000 D MANTECH INTL CORP CL A 56456310 221 8889 SH SHARED 02 8889 D MANTECH INTL CORP CL A 56456310 666 26700 SH SHARED 05 26700 D MANUFACTURED HOME CMNTYS INC COM 56468210 47 1262 SH SHARED 1262 D MANUFACTURED HOME CMNTYS INC COM 56468210 313 8338 SH SHARED 01 8338 D MANUFACTURED HOME CMNTYS INC COM 56468210 1114 29594 SH SHARED 02 29594 D MANUFACTURED HOME CMNTYS INC COM 56468210 15 400 SH SHARED 10 400 D MAPICS INC COM 56491010 5 400 SH SHARED 400 D MAPICS INC COM 56491010 151 11555 SH SHARED 02 11555 D MANUFACTURERS SVCS LTD COM 56500510 1 200 SH SHARED 200 D MANUFACTURERS SVCS LTD COM 56500510 664 109341 SH SHARED 01 109341 D MANUFACTURERS SVCS LTD COM 56500510 66 10961 SH SHARED 02 10961 D MANULIFE FINL CORP COM 56501R10 9 300 SH SHARED 300 D MANULIFE FINL CORP COM 56501R10 1082 33507 SH SHARED 33507 D MANULIFE FINL CORP COM 56501R10 552 17102 SH SHARED 01 11131 5971 D MANULIFE FINL CORP COM 56501R10 6706 207639 SH SHARED 02 207639 D MANULIFE FINL CORP COM 56501R10 1615 50000 SH SHARED 04 50000 D MANULIFE FINL CORP COM 56501R10 762 23600 SH SHARED 05 23600 D MANULIFE FINL CORP COM 56501R10 48 1500 SH SHARED 06 700 800 D MANULIFE FINL CORP COM 56501R10 226 7000 SH SHARED 10 7000 D MANULIFE FINL CORP COM 56501R10 124 3861 SH SHARED 14 3861 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 7110 7720000 PRN SHARED 7720000 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 752 817000 PRN SHARED 02 817000 D MANUGISTICS GROUP INC COM 56501110 219 35116 SH SHARED 35116 D MANUGISTICS GROUP INC COM 56501110 252 40363 SH SHARED 01 40363 D MANUGISTICS GROUP INC COM 56501110 257 41170 SH SHARED 02 41170 D MARATHON OIL CORP COM 56584910 13 400 SH SHARED 400 D MARATHON OIL CORP COM 56584910 31180 942296 SH SHARED 942046 250 D MARATHON OIL CORP COM 56584910 2782 84076 SH SHARED 01 82376 1700 D MARATHON OIL CORP COM 56584910 72 2201 SH SHR/OTHR 01 2201 D MARATHON OIL CORP COM 56584910 6157 186077 SH SHARED 02 186077 D MARATHON OIL CORP COM 56584910 71 2150 SH SHARED 05 2150 D MARATHON OIL CORP COM 56584910 652 19708 SH SHARED 06 19708 D MARATHON OIL CORP COM 56584910 4095 123759 SH SHARED 10 109959 13800 D MARATHON OIL CORP COM 56584910 79 2400 SH SHARED 14 2400 D MARCUS CORP COM 56633010 152 9270 SH SHARED 9270 D MARCUS CORP COM 56633010 224 13674 SH SHARED 01 6756 6918 D MARCUS CORP COM 56633010 339 20731 SH SHARED 02 20731 D MARCUS CORP COM 56633010 21 1300 SH SHARED 10 1300 D MARINEMAX INC COM 56790810 1 100 SH SHARED 100 D MARINEMAX INC COM 56790810 105 5433 SH SHARED 02 5433 D MARINE PRODS CORP COM 56842710 18 960 SH SHARED 01 960 D MARINE PRODS CORP COM 56842710 70 3739 SH SHARED 02 3739 D MARITRANS INC COM 57036310 3 200 SH SHARED 200 D MARITRANS INC COM 57036310 80 4808 SH SHARED 02 4808 D MARKEL CORP NOTE 6/0 570535AC 3 10000 PRN SHARED 01 10000 D MARKEL CORP COM 57053510 103 408 SH SHARED 408 D MARKEL CORP COM 57053510 2611 10300 SH SHARED 01 10300 D MARKEL CORP COM 57053510 206 814 SH SHARED 02 814 D MARKEL CORP COM 57053510 329 1300 SH SHARED 10 1300 D MARKETWATCH COM INC COM 57061910 34 4012 SH SHARED 02 4012 D MARLIN BUSINESS SVCS CORP COM 57115710 3149 181000 SH SHARED 01 160300 20700 D MARLIN BUSINESS SVCS CORP COM 57115710 3300 189684 SH SHARED 02 189684 D MARLIN BUSINESS SVCS CORP COM 57115710 302 17400 SH SHARED 05 17400 D MARSH & MCLENNAN COS INC COM 57174810 23 500 SH SHARED 500 D MARSH & MCLENNAN COS INC COM 57174810 60225 1257581 SH SHARED 1221639 35942 D MARSH & MCLENNAN COS INC COM 57174810 23747 495877 SH SHARED 01 121831 374046 D MARSH & MCLENNAN COS INC COM 57174810 2813 58755 SH SHR/OTHR 01 11800 46955 D MARSH & MCLENNAN COS INC COM 57174810 8851 184821 SH SHARED 02 184821 D MARSH & MCLENNAN COS INC COM 57174810 4674 97600 SH SHARED 03 64600 33000 D MARSH & MCLENNAN COS INC COM 57174810 15973 333554 SH SHARED 05 272121 61433 D MARSH & MCLENNAN COS INC COM 57174810 783 16370 SH SHARED 06 15270 1100 D MARSH & MCLENNAN COS INC COM 57174810 1438 30043 SH SHARED 07 30043 D MARSH & MCLENNAN COS INC COM 57174810 905 18900 SH SHARED 09 18900 D MARSH & MCLENNAN COS INC COM 57174810 13842 289041 SH SHARED 10 265560 23481 D MARSH & MCLENNAN COS INC COM 57174810 1029 21500 SH SHARED 14 21500 D MARSHALL & ILSLEY CORP COM 57183410 20447 534570 SH SHARED 534570 D MARSHALL & ILSLEY CORP COM 57183410 2260 59096 SH SHARED 01 39536 19560 D MARSHALL & ILSLEY CORP COM 57183410 3467 90659 SH SHARED 02 90659 D MARSHALL & ILSLEY CORP COM 57183410 49 1282 SH SHARED 05 1282 D MARSHALL & ILSLEY CORP COM 57183410 3430 89696 SH SHARED 10 79623 10073 D MARSHALL & ILSLEY CORP COM 57183410 76 2000 SH SHARED 14 2000 D MARRIOTT INTL INC NEW CL A 57190320 4 100 SH SHARED 100 D MARRIOTT INTL INC NEW CL A 57190320 28890 625338 SH SHARED 625338 D MARRIOTT INTL INC NEW CL A 57190320 73541 1591811 SH SHARED 01 70848 1520963 D MARRIOTT INTL INC NEW CL A 57190320 6714 145330 SH SHR/OTHR 01 145330 D MARRIOTT INTL INC NEW CL A 57190320 4768 103219 SH SHARED 02 103219 D MARRIOTT INTL INC NEW CL A 57190320 1247 27000 SH SHARED 03 27000 D MARRIOTT INTL INC NEW CL A 57190320 55 1192 SH SHARED 05 1192 D MARRIOTT INTL INC NEW CL A 57190320 1368 29630 SH SHARED 06 29630 D MARRIOTT INTL INC NEW CL A 57190320 7163 155050 SH SHARED 10 144771 10279 D MARRIOTT INTL INC NEW CL A 57190320 554 12000 SH SHARED 14 12000 D MARTEK BIOSCIENCES CORP COM 57290110 113 1745 SH SHARED 1745 D MARTEK BIOSCIENCES CORP COM 57290110 36806 565465 SH SHARED 01 532600 6600 26265 D MARTEK BIOSCIENCES CORP COM 57290110 122 1879 SH SHR/OTHR 01 1879 D MARTEK BIOSCIENCES CORP COM 57290110 1516 23299 SH SHARED 02 23299 D MARTEK BIOSCIENCES CORP COM 57290110 19 300 SH SHARED 05 300 D MARTEK BIOSCIENCES CORP COM 57290110 7127 109500 SH SHARED 10 109500 D MARTEN TRANS LTD COM 57307510 2 150 SH SHARED 150 D MARTEN TRANS LTD COM 57307510 2164 140100 SH SHARED 01 124200 15900 D MARTEN TRANS LTD COM 57307510 206 13350 SH SHARED 05 13350 D MARTHA STEWART LIVING OMNIME CL A 57308310 182 18518 SH SHARED 18518 D MARTHA STEWART LIVING OMNIME CL A 57308310 38 3891 SH SHARED 01 3891 D MARTHA STEWART LIVING OMNIME CL A 57308310 84 8592 SH SHARED 02 8592 D MARTIN MARIETTA MATLS INC COM 57328410 469 10000 SH SHARED 10000 D MARTIN MARIETTA MATLS INC COM 57328410 1094 23306 SH SHARED 01 23306 D MARTIN MARIETTA MATLS INC COM 57328410 30 639 SH SHR/OTHR 01 639 D MARTIN MARIETTA MATLS INC COM 57328410 1487 31679 SH SHARED 02 31679 D MARTIN MARIETTA MATLS INC COM 57328410 1883 40100 SH SHARED 10 40100 D MARVEL ENTERPRISES INC COM 57383M10 12691 436000 SH SHARED 01 436000 D MARVEL ENTERPRISES INC COM 57383M10 118 4085 SH SHARED 02 4085 D MARVEL ENTERPRISES INC COM 57383M10 186 6400 SH SHARED 06 6400 D MARVEL ENTERPRISES INC COM 57383M10 1316 45220 SH SHARED 10 45220 D MASCO CORP NOTE 7/2 574599AW 134810317200000 PRN SHARED 317200000 D MASCO CORP NOTE 7/2 574599AW 3529 8304000 PRN SHARED 02 8304000 D MASCO CORP COM 57459910 13 500 SH SHARED 500 D MASCO CORP COM 57459910 34073 1243092 SH SHARED 1243092 D MASCO CORP COM 57459910 53047 1935351 SH SHARED 01 99347 1836004 D MASCO CORP COM 57459910 120 4380 SH SHR/OTHR 01 660 3720 D MASCO CORP COM 57459910 4888 178358 SH SHARED 02 178358 D MASCO CORP COM 57459910 7948 290000 SH SHARED 04 290000 D MASCO CORP COM 57459910 74 2715 SH SHARED 05 2715 D MASCO CORP COM 57459910 8059 294050 SH SHARED 06 294050 D MASCO CORP COM 57459910 5120 186803 SH SHARED 10 166144 20659 D MASCO CORP COM 57459910 693 25300 SH SHARED 14 25300 D MASONITE INTL CORP COM 57538410 412 15470 SH SHARED 15470 D MASONITE INTL CORP COM 57538410 327 12284 SH SHARED 02 12284 D MASSBANK CORP READ MASS COM 57615210 8 200 SH SHARED 200 D MASSBANK CORP READ MASS COM 57615210 108 2515 SH SHARED 02 2515 D MASSEY ENERGY CORP COM 57620610 267 12867 SH SHARED 12867 D MASSEY ENERGY CORP COM 57620610 287 13844 SH SHARED 01 12844 1000 D MASSEY ENERGY CORP COM 57620610 1045 50261 SH SHARED 02 50261 D MASSEY ENERGY CORP COM 57620610 20 1000 SH SHARED 10 1000 D MASTEC INC COM 57632310 16 1118 SH SHARED 1118 D MASTEC INC COM 57632310 62 4200 SH SHARED 01 4200 D MASTEC INC COM 57632310 249 16837 SH SHARED 02 16837 D MATERIAL SCIENCES CORP COM 57667410 1 100 SH SHARED 100 D MATERIAL SCIENCES CORP COM 57667410 52 5237 SH SHARED 02 5237 D MATRIA HEALTHCARE INC COM NEW 57681720 8 400 SH SHARED 400 D MATRIA HEALTHCARE INC COM NEW 57681720 128 6076 SH SHARED 02 6076 D MATRIXX INITIATIVES INC COM 57685L10 123 6965 SH SHARED 6965 D MATRIXONE INC COM 57685P30 345 56137 SH SHARED 56137 D MATRIXONE INC COM 57685P30 1058 171798 SH SHARED 01 171798 D MATRIXONE INC COM 57685P30 175 28539 SH SHARED 02 28539 D MATRIXONE INC COM 57685P30 41 6700 SH SHARED 10 6700 D MATRIX SVC CO COM 57685310 197 10900 SH SHARED 10900 D MATRIX SVC CO COM 57685310 193 10664 SH SHARED 02 10664 D MATSUSHITA ELEC INDL ADR 57687920 88 6349 SH SHARED 6349 D MATSUSHITA ELEC INDL ADR 57687920 86 6232 SH SHARED 01 5932 300 D MATSUSHITA ELEC INDL ADR 57687920 354 25400 SH SHARED 02 25400 D MATTEL INC COM 57708110 5 300 SH SHARED 300 D MATTEL INC COM 57708110 27879 1446775 SH SHARED 1367775 79000 D MATTEL INC COM 57708110 2132 110656 SH SHARED 01 110427 229 D MATTEL INC COM 57708110 5 297 SH SHR/OTHR 01 297 D MATTEL INC COM 57708110 3864 200528 SH SHARED 02 200528 D MATTEL INC COM 57708110 74233 3852300 SH SHARED 04 3852300 D MATTEL INC COM 57708110 54 2814 SH SHARED 05 2814 D MATTEL INC COM 57708110 3359 174356 SH SHARED 06 173756 600 D MATTEL INC COM 57708110 4989 258937 SH SHARED 10 258937 D MATTEL INC COM 57708110 940 48800 SH SHARED 14 48800 D MATTHEWS INTL CORP CL A 57712810 52 1782 SH SHARED 1782 D MATTHEWS INTL CORP CL A 57712810 59 2018 SH SHARED 01 2018 D MATTHEWS INTL CORP CL A 57712810 667 22550 SH SHARED 02 22550 D MATTSON TECHNOLOGY INC COM 57722310 153 12701 SH SHARED 12701 D MATTSON TECHNOLOGY INC COM 57722310 2391 197674 SH SHARED 01 197674 D MATTSON TECHNOLOGY INC COM 57722310 224 18567 SH SHARED 02 18567 D MATTSON TECHNOLOGY INC COM 57722310 88 7300 SH SHARED 10 7300 D MAUI LD & PINEAPPLE INC COM 57734510 10 300 SH SHARED 300 D MAUI LD & PINEAPPLE INC COM 57734510 76 2200 SH SHARED 02 2200 D MAXIM INTEGRATED PRODS INC COM 57772K10 14 300 SH SHARED 300 D MAXIM INTEGRATED PRODS INC COM 57772K10 58200 1173871 SH SHARED 1173871 D MAXIM INTEGRATED PRODS INC COM 57772K10 14873 299990 SH SHARED 01 285090 3300 11600 D MAXIM INTEGRATED PRODS INC COM 57772K10 10342 208596 SH SHARED 02 207996 600 D MAXIM INTEGRATED PRODS INC COM 57772K10 78 1584 SH SHARED 05 1584 D MAXIM INTEGRATED PRODS INC COM 57772K10 916 18481 SH SHARED 06 18081 400 D MAXIM INTEGRATED PRODS INC COM 57772K10 14839 299301 SH SHARED 10 284991 14310 D MAXIM INTEGRATED PRODS INC COM 57772K10 160 3240 SH SHARED 14 3240 D MAXIM PHARMACEUTICALS INC COM 57772M10 926 104100 SH SHARED 19500 84600 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 5 3500 PRN SHARED 01 3500 D MAXTOR CORP COM NEW 57772920 17036 1534800 SH SHARED 01 1533800 1000 D MAXTOR CORP COM NEW 57772920 2670 240604 SH SHARED 02 240604 D MAXTOR CORP COM NEW 57772920 20757 1870000 SH SHARED 04 1870000 D MAXTOR CORP COM NEW 57772920 27 2500 SH SHARED 10 2500 D MAXWELL SHOE INC CL A 57776610 5 300 SH SHARED 300 D MAXWELL SHOE INC CL A 57776610 156 9233 SH SHARED 02 9233 D MAXYGEN INC COM 57777610 60 5729 SH SHARED 5729 D MAXYGEN INC COM 57777610 13 1271 SH SHARED 01 1271 D MAXYGEN INC COM 57777610 162 15256 SH SHARED 02 15256 D MAXYGEN INC COM 57777610 14 1360 SH SHARED 10 1360 D MAY DEPT STORES CO COM 57777810 8 300 SH SHARED 300 D MAY DEPT STORES CO COM 57777810 94274 3243007 SH SHARED 3216007 27000 D MAY DEPT STORES CO COM 57777810 3805 130912 SH SHARED 01 104243 26669 D MAY DEPT STORES CO COM 57777810 476 16384 SH SHR/OTHR 01 920 15464 D MAY DEPT STORES CO COM 57777810 3950 135892 SH SHARED 02 135892 D MAY DEPT STORES CO COM 57777810 48 1662 SH SHARED 05 1662 D MAY DEPT STORES CO COM 57777810 568 19542 SH SHARED 06 19542 D MAY DEPT STORES CO COM 57777810 3348 115175 SH SHARED 10 102483 12692 D MAY DEPT STORES CO COM 57777810 72 2500 SH SHARED 14 2500 D MAVERICK TUBE CORP NOTE 4.000% 6/1 577914AA 6186 6000000 PRN SHARED 6000000 D MAVERICK TUBE CORP COM 57791410 43 2262 SH SHARED 2262 D MAVERICK TUBE CORP COM 57791410 14 748 SH SHARED 01 748 D MAVERICK TUBE CORP COM 57791410 551 28627 SH SHARED 02 28627 D MAVERICK TUBE CORP COM 57791410 26 1400 SH SHARED 10 1400 D MAXIMUS INC COM 57793310 15 400 SH SHARED 400 D MAXIMUS INC COM 57793310 629 16088 SH SHARED 02 16088 D MAYORS JEWELERS INC DEL COM 57846210 43 58800 SH SHARED 58800 D MAYTAG CORP COM 57859210 270 9700 SH SHARED 9700 D MAYTAG CORP COM 57859210 28396 1019629 SH SHARED 1019629 D MAYTAG CORP COM 57859210 534 19203 SH SHARED 01 18848 355 D MAYTAG CORP COM 57859210 3555 127673 SH SHR/OTHR 01 127673 D MAYTAG CORP COM 57859210 13892 498830 SH SHARED 02 498830 D MAYTAG CORP COM 57859210 8 308 SH SHARED 05 308 D MAYTAG CORP COM 57859210 29 1050 SH SHARED 06 650 400 D MAYTAG CORP COM 57859210 765 27498 SH SHARED 10 27498 D MBT FINL CORP COM 57887710 129 7860 SH SHARED 7860 D MBT FINL CORP COM 57887710 179 10860 SH SHARED 02 10860 D MCCLATCHY CO CL A 57948910 2451 35631 SH SHARED 35631 D MCCLATCHY CO CL A 57948910 518 7538 SH SHARED 01 7538 D MCCLATCHY CO CL A 57948910 123 1789 SH SHARED 02 1789 D MCCORMICK & CO INC COM NON VTG 57978020 9848 327206 SH SHARED 327206 D MCCORMICK & CO INC COM NON VTG 57978020 2611 86755 SH SHARED 01 86535 220 D MCCORMICK & CO INC COM NON VTG 57978020 2800 93029 SH SHARED 02 93029 D MCCORMICK & CO INC COM NON VTG 57978020 1674 55647 SH SHARED 10 49500 6147 D MCDATA CORP CL B 58003110 281 29440 SH SHARED 29440 D MCDATA CORP CL B 58003110 18 1947 SH SHARED 02 1947 D MCDATA CORP CL A 58003120 2414 253323 SH SHARED 253248 75 D MCDATA CORP CL A 58003120 2676 280866 SH SHARED 01 270656 10210 D MCDATA CORP CL A 58003120 11 1231 SH SHR/OTHR 01 14 1217 D MCDATA CORP CL A 58003120 329 34550 SH SHARED 02 34550 D MCDATA CORP CL A 58003120 14 1500 SH SHARED 10 1500 D MCDERMOTT INTL INC COM 58003710 71 6017 SH SHARED 6017 D MCDERMOTT INTL INC COM 58003710 8 716 SH SHARED 01 716 D MCDERMOTT INTL INC COM 58003710 21 1768 SH SHARED 02 1768 D MCDONALDS CORP COM 58013510 29 1200 SH SHARED 1200 D MCDONALDS CORP COM 58013510 131353 5290125 SH SHARED 5035638 254487 D MCDONALDS CORP COM 58013510 61631 2482128 SH SHARED 01 1434241 1047887 D MCDONALDS CORP COM 58013510 6020 242487 SH SHR/OTHR 01 2250 240237 D MCDONALDS CORP COM 58013510 14285 575318 SH SHARED 02 575078 240 D MCDONALDS CORP COM 58013510 347 14000 SH SHARED 03 14000 D MCDONALDS CORP COM 58013510 4404 177400 SH SHARED 04 177400 D MCDONALDS CORP COM 58013510 762 30725 SH SHARED 05 30725 D MCDONALDS CORP COM 58013510 697 28107 SH SHARED 06 26607 1500 D MCDONALDS CORP COM 58013510 17021 685515 SH SHARED 10 629283 56232 D MCDONALDS CORP COM 58013510 253 10200 SH SHARED 14 10200 D MCG CAPITAL CORP COM 58047P10 62 3213 SH SHARED 3213 D MCG CAPITAL CORP COM 58047P10 373 19066 SH SHARED 02 19066 D MCGRATH RENTCORP COM 58058910 122 4482 SH SHARED 4482 D MCGRATH RENTCORP COM 58058910 77 2837 SH SHARED 01 2837 D MCGRATH RENTCORP COM 58058910 191 7024 SH SHARED 02 7024 D MCGRAW HILL COS INC COM 58064510 13 200 SH SHARED 200 D MCGRAW HILL COS INC COM 58064510 48641 695671 SH SHARED 690087 5584 D MCGRAW HILL COS INC COM 58064510 158338 2264566 SH SHARED 01 1171767 1092799 D MCGRAW HILL COS INC COM 58064510 157541 2253171 SH SHR/OTHR 01 1938925 314246 D MCGRAW HILL COS INC COM 58064510 4468 63907 SH SHARED 02 63907 D MCGRAW HILL COS INC COM 58064510 2488 35589 SH SHARED 05 800 34789 D MCGRAW HILL COS INC COM 58064510 3694 52841 SH SHARED 06 52341 500 D MCGRAW HILL COS INC COM 58064510 118 1700 SH SHARED 07 1700 D MCGRAW HILL COS INC COM 58064510 19690 281614 SH SHARED 10 271749 9865 D MCGRAW HILL COS INC COM 58064510 3571 51077 SH SHARED 14 51077 D MCKESSON CORP COM 58155Q10 11 348 SH SHARED 348 D MCKESSON CORP COM 58155Q10 35033 1089352 SH SHARED 1089352 D MCKESSON CORP COM 58155Q10 7578 235661 SH SHARED 01 216676 16000 2985 D MCKESSON CORP COM 58155Q10 25 800 SH SHR/OTHR 01 800 D MCKESSON CORP COM 58155Q10 5925 184265 SH SHARED 02 184265 D MCKESSON CORP COM 58155Q10 7107 221000 SH SHARED 04 221000 D MCKESSON CORP COM 58155Q10 35 1102 SH SHARED 05 1102 D MCKESSON CORP COM 58155Q10 6173 191950 SH SHARED 06 62950 129000 D MCKESSON CORP COM 58155Q10 3739 116292 SH SHARED 10 103493 12799 D MCKESSON CORP COM 58155Q10 73 2300 SH SHARED 14 2300 D MCLEODUSA INC CL A 58226670 0 303 SH SHARED 303 D MCLEODUSA INC CL A 58226670 1 1000 SH SHARED 01 1000 D MCLEODUSA INC CL A 58226670 59 40511 SH SHARED 02 40511 D MCMORAN EXPLORATION CO COM 58241110 5 300 SH SHARED 300 D MCMORAN EXPLORATION CO COM 58241110 0 38 SH SHARED 01 38 D MCMORAN EXPLORATION CO COM 58241110 146 7790 SH SHARED 02 7790 D MEADWESTVACO CORP COM 58333410 5 200 SH SHARED 200 D MEADWESTVACO CORP COM 58333410 33546 1127609 SH SHARED 1126766 843 D MEADWESTVACO CORP COM 58333410 1658 55752 SH SHARED 01 26275 29477 D MEADWESTVACO CORP COM 58333410 8184 275103 SH SHARED 02 275103 D MEADWESTVACO CORP COM 58333410 10412 350000 SH SHARED 04 350000 D MEADWESTVACO CORP COM 58333410 46 1552 SH SHARED 05 1552 D MEADWESTVACO CORP COM 58333410 52 1750 SH SHARED 06 1750 D MEADWESTVACO CORP COM 58333410 68 2300 SH SHARED 07 2300 D MEADWESTVACO CORP COM 58333410 2112 71016 SH SHARED 10 71016 D MEADWESTVACO CORP COM 58333410 53 1800 SH SHARED 14 1800 D MEDAREX INC NOTE 4.500% 7/0 583916AA 4743 5139000 PRN SHARED 5139000 D MEDAREX INC COM 58391610 319 51279 SH SHARED 51279 D MEDAREX INC COM 58391610 151 24384 SH SHARED 01 24384 D MEDAREX INC COM 58391610 433 69601 SH SHARED 02 69601 D MEDAREX INC COM 58391610 8163 1310300 SH SHARED 04 1310300 D MEDAREX INC COM 58391610 48 7800 SH SHARED 10 7800 D MEDAREX INC COM 58391610 97 15700 SH SHARED 14 15700 D MEDALLION FINL CORP COM 58392810 3 350 SH SHARED 350 D MEDALLION FINL CORP COM 58392810 88 9280 SH SHARED 02 9280 D MEDCATH CORP COM 58404W10 2 200 SH SHARED 02 200 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 7 212 SH SHARED 205 7 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 33059 972619 SH SHARED 970103 2516 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 7670 225676 SH SHARED 01 103096 4847 117733 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 6897 202919 SH SHR/OTHR 01 7537 195382 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 3708 109107 SH SHARED 02 109107 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 76 2255 SH SHARED 03 2255 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 162 4793 SH SHARED 05 4793 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 304 8960 SH SHARED 06 8599 361 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 19672 578776 SH SHARED 10 566784 11992 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 884 26025 SH SHARED 14 26025 D MEDIA ARTS GROUP INC COM 58439C10 11 3000 SH SHARED 3000 D MEDIA GEN INC CL A 58440410 763 11733 SH SHARED 11733 D MEDIA GEN INC CL A 58440410 520 8000 SH SHARED 01 8000 D MEDIA GEN INC CL A 58440410 1615 24810 SH SHARED 02 24810 D MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA 2224 2300000 PRN SHARED 2300000 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 1767 204330 SH SHARED 204330 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 47 5486 SH SHARED 01 5486 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 1974 228297 SH SHARED 02 228297 D MEDICAL ACTION INDS INC COM 58449L10 3 200 SH SHARED 200 D MEDICAL ACTION INDS INC COM 58449L10 96 5147 SH SHARED 02 5147 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 4 400 SH SHARED 400 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 79 7301 SH SHARED 02 7301 D MEDICINES CO COM 58468810 11 400 SH SHARED 400 D MEDICINES CO COM 58468810 17039 578400 SH SHARED 01 553700 16900 7800 D MEDICINES CO COM 58468810 1254 42579 SH SHARED 02 42579 D MEDICINES CO COM 58468810 18957 643500 SH SHARED 04 643500 D MEDICINES CO COM 58468810 6484 220100 SH SHARED 10 211300 8800 D MEDICINES CO COM 58468810 256 8700 SH SHARED 14 8700 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 115494104331000 PRN SHARED 104331000 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 861 778000 PRN SHARED 02 778000 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 49 700 SH SHARED 700 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 106 1491 SH SHARED 1491 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 114 1600 SH SHARED 01 1600 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1082 15180 SH SHARED 02 15180 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 918 12880 SH SHARED 10 12880 D MEDIMMUNE INC COM 58469910 20215 796530 SH SHARED 794630 1900 D MEDIMMUNE INC COM 58469910 3602 141954 SH SHARED 01 108545 9800 23609 D MEDIMMUNE INC COM 58469910 34 1341 SH SHR/OTHR 01 1341 D MEDIMMUNE INC COM 58469910 5631 221902 SH SHARED 02 221902 D MEDIMMUNE INC COM 58469910 4389 172950 SH SHARED 04 172950 D MEDIMMUNE INC COM 58469910 40 1587 SH SHARED 05 1587 D MEDIMMUNE INC COM 58469910 63 2500 SH SHARED 06 2100 400 D MEDIMMUNE INC COM 58469910 3481 137168 SH SHARED 10 119587 17581 D MEDIMMUNE INC COM 58469910 579 22837 SH SHARED 14 22837 D MEDIFAST INC COM 58470H10 1 100 SH SHARED 100 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 19857 14580000 PRN SHARED 02 14580000 D MEDQUIST INC COM 58494910 19 1240 SH SHARED 1240 D MEDQUIST INC COM 58494910 5 333 SH SHARED 01 333 D MEDQUIST INC COM 58494910 145 9045 SH SHARED 02 9045 D MEDIS TECHNOLOGIES LTD COM 58500P10 14 1400 SH SHARED 1400 D MEDIS TECHNOLOGIES LTD COM 58500P10 83 7797 SH SHARED 02 7797 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 191355187053000 PRN SHARED 187053000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 3 3500 PRN SHARED 01 3500 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 10238 10008000 PRN SHARED 02 10008000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 6035 5900000 PRN SHARED 06 5900000 D MEDTRONIC INC COM 58505510 260 5350 SH SHARED 5350 D MEDTRONIC INC COM 58505510 154345 3175184 SH SHARED 2916327 258857 D MEDTRONIC INC COM 58505510 85547 1759868 SH SHARED 01 570685 9800 1179383 D MEDTRONIC INC COM 58505510 14799 304463 SH SHR/OTHR 01 54820 249643 D MEDTRONIC INC COM 58505510 29547 607855 SH SHARED 02 607855 D MEDTRONIC INC COM 58505510 13596 279700 SH SHARED 03 235050 44650 D MEDTRONIC INC COM 58505510 149184 3069000 SH SHARED 04 3069000 D MEDTRONIC INC COM 58505510 5435 111817 SH SHARED 05 42437 69380 D MEDTRONIC INC COM 58505510 13076 269002 SH SHARED 06 256302 12700 D MEDTRONIC INC COM 58505510 7772 159900 SH SHARED 08 159900 D MEDTRONIC INC COM 58505510 59301 1219951 SH SHARED 10 1176343 43608 D MEDTRONIC INC COM 58505510 3801 78197 SH SHARED 14 78197 D MELLON FINL CORP COM 58551A10 385 12000 SH SHARED 12000 D MELLON FINL CORP COM 58551A10 92332 2875501 SH SHARED 2809210 66291 D MELLON FINL CORP COM 58551A10 43387 1351219 SH SHARED 01 432657 10200 908362 D MELLON FINL CORP COM 58551A10 12893 401553 SH SHR/OTHR 01 77296 324257 D MELLON FINL CORP COM 58551A10 8346 259923 SH SHARED 02 259923 D MELLON FINL CORP COM 58551A10 5070 157900 SH SHARED 03 131700 26200 D MELLON FINL CORP COM 58551A10 2247 70000 SH SHARED 04 70000 D MELLON FINL CORP COM 58551A10 40917 1274287 SH SHARED 05 833392 440895 D MELLON FINL CORP COM 58551A10 218 6800 SH SHARED 06 6200 600 D MELLON FINL CORP COM 58551A10 2159 67261 SH SHARED 07 67261 D MELLON FINL CORP COM 58551A10 1329 41400 SH SHARED 09 41400 D MELLON FINL CORP COM 58551A10 6534 203517 SH SHARED 10 184571 18946 D MELLON FINL CORP COM 58551A10 118 3700 SH SHARED 14 3700 D MEMBERWORKS INC COM 58600210 4013 147700 SH SHARED 147700 D MEMBERWORKS INC COM 58600210 8 300 SH SHARED 300 D MEMBERWORKS INC COM 58600210 125 4608 SH SHARED 02 4608 D MENS WEARHOUSE INC COM 58711810 3020 120764 SH SHARED 120764 D MENS WEARHOUSE INC COM 58711810 646 25855 SH SHARED 01 25855 D MENS WEARHOUSE INC COM 58711810 575 22992 SH SHARED 02 22992 D MENTOR CORP MINN COM 58718810 1162 48310 SH SHARED 48310 D MENTOR CORP MINN COM 58718810 38 1600 SH SHARED 01 1600 D MENTOR CORP MINN COM 58718810 651 27087 SH SHARED 02 27087 D MENTOR CORP MINN COM 58718810 43 1800 SH SHARED 10 1800 D MENTOR GRAPHICS CORP NOTE 6.875% 6/1 587200AB 1106 1041000 PRN SHARED 02 1041000 D MENTOR GRAPHICS CORP COM 58720010 33 2300 SH SHARED 2300 D MENTOR GRAPHICS CORP COM 58720010 2137 147038 SH SHARED 147038 D MENTOR GRAPHICS CORP COM 58720010 7431 511094 SH SHARED 01 511094 D MENTOR GRAPHICS CORP COM 58720010 890 61213 SH SHARED 02 61213 D MENTOR GRAPHICS CORP COM 58720010 29 2000 SH SHARED 10 2000 D MERCANTILE BANK CORP COM 58737610 2726 74700 SH SHARED 01 66200 8500 D MERCANTILE BANK CORP COM 58737610 149 4103 SH SHARED 02 4103 D MERCANTILE BANK CORP COM 58737610 259 7100 SH SHARED 05 7100 D MERCANTILE BANKSHARES CORP COM 58740510 729 16000 SH SHARED 16000 D MERCANTILE BANKSHARES CORP COM 58740510 2706 59385 SH SHARED 01 53588 5797 D MERCANTILE BANKSHARES CORP COM 58740510 1145 25142 SH SHARED 02 25142 D MERCANTILE BANKSHARES CORP COM 58740510 3409 74800 SH SHARED 10 74800 D MERCHANTS BANCSHARES COM 58844810 82 2723 SH SHARED 02 2723 D MERCK & CO INC COM 58933110 529 11460 SH SHARED 11400 60 D MERCK & CO INC COM 58933110 432844 9368926 SH SHARED 9143676 225250 D MERCK & CO INC COM 58933110 252088 5456457 SH SHARED 01 2887415 2569042 D MERCK & CO INC COM 58933110 125045 2706605 SH SHR/OTHR 01 137125 2569480 D MERCK & CO INC COM 58933110 38877 841495 SH SHARED 02 841495 D MERCK & CO INC COM 58933110 863 18700 SH SHARED 03 18700 D MERCK & CO INC COM 58933110 47978 1038500 SH SHARED 04 1038500 D MERCK & CO INC COM 58933110 3317 71818 SH SHARED 05 71818 D MERCK & CO INC COM 58933110 4771 103286 SH SHARED 06 100286 3000 D MERCK & CO INC COM 58933110 52 1131 SH SHARED 07 1131 D MERCK & CO INC COM 58933110 218983 4739908 SH SHARED 10 4654263 85645 D MERCK & CO INC COM 58933110 943 20412 SH SHARED 14 20412 D MERCURY COMPUTER SYS COM 58937810 64 2592 SH SHARED 2592 D MERCURY COMPUTER SYS COM 58937810 1348 54142 SH SHARED 01 54142 D MERCURY COMPUTER SYS COM 58937810 356 14324 SH SHARED 02 14324 D MERCURY COMPUTER SYS COM 58937810 79 3200 SH SHARED 10 3200 D MERCURY GENL CORP NEW COM 58940010 832 17881 SH SHARED 17881 D MERCURY GENL CORP NEW COM 58940010 490 10535 SH SHARED 01 10535 D MERCURY GENL CORP NEW COM 58940010 115 2480 SH SHARED 02 2480 D MERCURY INTERACTIVE CORP NOTE 4.750% 7/0 589405AB 1982 2000000 PRN SHARED 2000000 D MERCURY INTERACTIVE CORP COM 58940510 17272 355107 SH SHARED 355107 D MERCURY INTERACTIVE CORP COM 58940510 12971 266686 SH SHARED 01 266686 D MERCURY INTERACTIVE CORP COM 58940510 3089 63516 SH SHARED 02 63516 D MERCURY INTERACTIVE CORP COM 58940510 1216 25000 SH SHARED 04 25000 D MERCURY INTERACTIVE CORP COM 58940510 19 393 SH SHARED 05 393 D MERCURY INTERACTIVE CORP COM 58940510 36 750 SH SHARED 06 750 D MERCURY INTERACTIVE CORP COM 58940510 11464 235711 SH SHARED 10 231883 3828 D MERCURY INTERACTIVE CORP COM 58940510 43 890 SH SHARED 14 890 D MEREDITH CORP COM 58943310 6105 125089 SH SHARED 125089 D MEREDITH CORP COM 58943310 1033 21170 SH SHARED 01 12170 9000 D MEREDITH CORP COM 58943310 1166 23894 SH SHARED 02 23894 D MEREDITH CORP COM 58943310 964 19769 SH SHARED 10 17553 2216 D MERIDIAN BIOSCIENCE INC COM 58958410 5 500 SH SHARED 500 D MERIDIAN BIOSCIENCE INC COM 58958410 10 1000 SH SHR/OTHR 01 1000 D MERIDIAN BIOSCIENCE INC COM 58958410 68 6589 SH SHARED 02 6589 D MERIDIAN RESOURCE CORP COM 58977Q10 2 400 SH SHARED 400 D MERIDIAN RESOURCE CORP COM 58977Q10 16 2700 SH SHARED 01 2700 D MERIDIAN RESOURCE CORP COM 58977Q10 139 23401 SH SHARED 02 23401 D MERISTAR HOSPITALITY CORP NOTE 9.500% 4/0 58984YAJ 4820 4000000 PRN SHARED 10 4000000 D MERISTAR HOSPITALITY CORP NOTE 9.500% 4/0 58984YAJ 4820 4000000 PRN SHARED 11 4000000 D MERISTAR HOSPITALITY CORP COM 58984Y10 677 104097 SH SHARED 104097 D MERISTAR HOSPITALITY CORP COM 58984Y10 281 43283 SH SHARED 01 43283 D MERISTAR HOSPITALITY CORP COM 58984Y10 251 38686 SH SHARED 02 38686 D MERIT MED SYS INC COM 58988910 32 1447 SH SHARED 1447 D MERIT MED SYS INC COM 58988910 4638 208372 SH SHARED 01 208372 D MERIT MED SYS INC COM 58988910 326 14670 SH SHARED 02 14670 D MERIT MED SYS INC COM 58988910 111 5000 SH SHARED 10 5000 D MERIDIAN GOLD INC COM 58997510 442 30296 SH SHARED 30296 D MERIDIAN GOLD INC COM 58997510 21675 1483630 SH SHARED 01 1483630 D MERIDIAN GOLD INC COM 58997510 371 25421 SH SHARED 02 25421 D MERIDIAN GOLD INC COM 58997510 6188 423600 SH SHARED 10 423600 D MERGE TECHNOLOGIES INC COM 58998110 17 1000 SH SHARED 01 1000 D MERITAGE CORP COM 59001A10 433 6537 SH SHARED 6537 D MERITAGE CORP COM 59001A10 19 300 SH SHARED 01 300 D MERITAGE CORP COM 59001A10 478 7218 SH SHARED 02 7218 D MERITAGE CORP COM 59001A10 54 820 SH SHARED 10 820 D MERIX CORP COM 59004910 259 10560 SH SHARED 10560 D MERIX CORP COM 59004910 36 1498 SH SHARED 01 1498 D MERIX CORP COM 59004910 29 1200 SH SHARED 02 1200 D MERRILL LYNCH & CO INC NOTE 5/2 590188A6 505790926356000 PRN SHARED 926356000 D MERRILL LYNCH & CO INC NOTE 5/2 590188A6 3480 6374000 PRN SHARED 02 6374000 D MERRILL LYNCH & CO INC FRNT 3/1 590188A7 562214545310000 PRN SHARED 545310000 D MERRILL LYNCH & CO INC FRNT 3/1 590188A7 17271 16752000 PRN SHARED 02 16752000 D MERRILL LYNCH & CO INC FRNT 3/1 590188A7 1340 1300000 PRN SHARED 06 1300000 D MERRILL LYNCH & CO INC COM 59018810 41 700 SH SHARED 700 D MERRILL LYNCH & CO INC COM 59018810 144992 2472163 SH SHARED 2438867 33296 D MERRILL LYNCH & CO INC COM 59018810 32182 548715 SH SHARED 01 392635 156080 D MERRILL LYNCH & CO INC COM 59018810 1245 21235 SH SHR/OTHR 01 2700 18535 D MERRILL LYNCH & CO INC COM 59018810 19017 324258 SH SHARED 02 324258 D MERRILL LYNCH & CO INC COM 59018810 439 7500 SH SHARED 03 7500 D MERRILL LYNCH & CO INC COM 59018810 2867 48885 SH SHARED 05 3300 45585 D MERRILL LYNCH & CO INC COM 59018810 1491 25425 SH SHARED 06 24025 1400 D MERRILL LYNCH & CO INC COM 59018810 32478 553773 SH SHARED 10 512455 41318 D MERRILL LYNCH & CO INC COM 59018810 1864 31792 SH SHARED 14 31792 D MESA AIR GROUP INC COM 59047910 76 6047 SH SHARED 6047 D MESA AIR GROUP INC COM 59047910 2116 168381 SH SHARED 01 168381 D MESA AIR GROUP INC COM 59047910 325 25900 SH SHARED 02 25900 D MESA AIR GROUP INC COM 59047910 111 8900 SH SHARED 10 8900 D MESTEK INC COM 59082910 1 100 SH SHARED 100 D MESTEK INC COM 59082910 40 2104 SH SHARED 02 2104 D METAL MGMT INC COM NEW 59109720 0 1 SH SHARED 1 D METALLICA RES INC COM 59125J10 2610 1500000 SH SHARED 10 1500000 D METASOLV INC COM 59139P10 23 9720 SH SHARED 9720 D METASOLV INC COM 59139P10 2 1000 SH SHARED 01 1000 D METHANEX CORP COM 59151K10 58 5181 SH SHARED 5181 D METHANEX CORP COM 59151K10 417 37200 SH SHARED 04 37200 D METHODE ELECTRS INC CL A 59152020 109 8969 SH SHARED 8969 D METHODE ELECTRS INC CL A 59152020 37 3032 SH SHARED 01 3032 D METHODE ELECTRS INC CL A 59152020 269 22016 SH SHARED 02 22016 D METLIFE INC COM 59156R10 23 700 SH SHARED 700 D METLIFE INC COM 59156R10 111313 3306028 SH SHARED 3261403 44625 D METLIFE INC COM 59156R10 38774 1151605 SH SHARED 01 88732 15000 1047873 D METLIFE INC COM 59156R10 7608 225975 SH SHARED 02 225975 D METLIFE INC COM 59156R10 673 20000 SH SHARED 04 20000 D METLIFE INC COM 59156R10 44582 1324111 SH SHARED 05 1057926 266185 D METLIFE INC COM 59156R10 512 15210 SH SHARED 06 14310 900 D METLIFE INC COM 59156R10 3278 97359 SH SHARED 07 97359 D METLIFE INC COM 59156R10 2006 59600 SH SHARED 09 59600 D METLIFE INC COM 59156R10 10918 324282 SH SHARED 10 290724 33558 D METLIFE INC COM 59156R10 202 6000 SH SHARED 14 6000 D METRIS COS INC COM 59159810 627 141292 SH SHARED 141292 D METRIS COS INC COM 59159810 32 7408 SH SHARED 01 7408 D METRIS COS INC COM 59159810 233 52583 SH SHARED 02 52583 D METRIS COS INC COM 59159810 2436 548810 SH SHARED 10 548810 D METRO GOLDWYN MAYER INC COM 59161010 4881 285625 SH SHARED 285625 D METRO GOLDWYN MAYER INC COM 59161010 461 27000 SH SHARED 01 27000 D METRO GOLDWYN MAYER INC COM 59161010 127 7440 SH SHARED 02 7440 D METRO GOLDWYN MAYER INC COM 59161010 466 27319 SH SHARED 06 27319 D METRO ONE TELECOMMUNICATIONS COM 59163F10 35 13878 SH SHARED 13878 D METRO ONE TELECOMMUNICATIONS COM 59163F10 8 3416 SH SHARED 01 3416 D METRO ONE TELECOMMUNICATIONS COM 59163F10 31 12344 SH SHARED 02 12344 D METROLOGIC INSTRS INC COM 59167610 159 5900 SH SHARED 5900 D METROLOGIC INSTRS INC COM 59167610 545 20200 SH SHARED 01 20200 D METROLOGIC INSTRS INC COM 59167610 176 6538 SH SHARED 02 6538 D METTLER TOLEDO INTERNATIONAL COM 59268810 293 6960 SH SHARED 2244 4716 D METTLER TOLEDO INTERNATIONAL COM 59268810 2433 57656 SH SHARED 01 57656 D METTLER TOLEDO INTERNATIONAL COM 59268810 143 3404 SH SHARED 02 3404 D MEXICO EQUITY & INCOME FD COM 59283410 3722 359650 SH SHARED 359650 D MEXICO FD INC COM 59283510 11 685 SH SHR/OTHR 01 685 D MICHAELS STORES INC COM 59408710 1026 23227 SH SHARED 23227 D MICHAELS STORES INC COM 59408710 912 20638 SH SHARED 01 20638 D MICHAELS STORES INC COM 59408710 1335 30226 SH SHARED 02 30226 D MICREL INC COM 59479310 754 48492 SH SHARED 48492 D MICREL INC COM 59479310 2357 151518 SH SHARED 01 142093 8300 1125 D MICREL INC COM 59479310 15 990 SH SHR/OTHR 01 990 D MICREL INC COM 59479310 1124 72245 SH SHARED 02 72245 D MICREL INC COM 59479310 49 3200 SH SHARED 10 3200 D MICROS SYS INC COM 59490110 338 7799 SH SHARED 7799 D MICROS SYS INC COM 59490110 1486 34290 SH SHARED 01 34290 D MICROS SYS INC COM 59490110 509 11758 SH SHARED 02 11758 D MICROS SYS INC COM 59490110 86 2000 SH SHARED 10 2000 D MICROSOFT CORP COM 59491810 1535 56105 SH SHARED 55460 645 D MICROSOFT CORP COM 59491810 891154 32559530 SH SHARED 31270078 1289452 D MICROSOFT CORP COM 59491810 579402 21169269 SH SHARED 01 10095172 61660 11012437 D MICROSOFT CORP COM 59491810 50302 1837858 SH SHR/OTHR 01 154990 1682868 D MICROSOFT CORP COM 59491810 117717 4300985 SH SHARED 02 4300985 D MICROSOFT CORP COM 59491810 46496 1698800 SH SHARED 03 1505900 192900 D MICROSOFT CORP COM 59491810 382580 13978100 SH SHARED 04 13978100 D MICROSOFT CORP COM 59491810 163024 5956329 SH SHARED 05 4148806 1807523 D MICROSOFT CORP COM 59491810 45016 1644731 SH SHARED 06 1261331 383400 D MICROSOFT CORP COM 59491810 13070 477552 SH SHARED 07 477552 D MICROSOFT CORP COM 59491810 12996 474842 SH SHARED 08 474842 D MICROSOFT CORP COM 59491810 6557 239600 SH SHARED 09 239600 D MICROSOFT CORP COM 59491810 223961 8182727 SH SHARED 10 7715843 466884 D MICROSOFT CORP COM 59491810 18978 693423 SH SHARED 14 693423 D MICROVISION INC WASH COM 59496010 107 14103 SH SHARED 14103 D MICROVISION INC WASH COM 59496010 83 10997 SH SHARED 01 3497 7500 D MICROVISION INC WASH COM 59496010 762 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 0 106 SH SHARED 10 106 D MICROSTRATEGY INC CL A NEW 59497240 5 100 SH SHARED 100 D MICROSTRATEGY INC CL A NEW 59497240 873 16637 SH SHARED 01 16637 D MICROSTRATEGY INC CL A NEW 59497240 388 7411 SH SHARED 02 7411 D MICROSTRATEGY INC CL A NEW 59497240 69 1324 SH SHARED 10 1324 D MICRO THERAPEUTICS INC COM 59500W10 1 500 SH SHARED 500 D MICRO THERAPEUTICS INC COM 59500W10 22 6855 SH SHARED 02 6855 D MICROCHIP TECHNOLOGY INC COM 59501710 6614 198209 SH SHARED 198209 D MICROCHIP TECHNOLOGY INC COM 59501710 17002 509519 SH SHARED 01 509519 D MICROCHIP TECHNOLOGY INC COM 59501710 20659 619108 SH SHARED 02 619108 D MICROCHIP TECHNOLOGY INC COM 59501710 33 1000 SH SHARED 06 1000 D MICROCHIP TECHNOLOGY INC COM 59501710 515 15450 SH SHARED 10 15450 D MICROCHIP TECHNOLOGY INC COM 59501710 50 1500 SH SHARED 14 1500 D MICROMUSE INC COM 59509410 828 120072 SH SHARED 120072 D MICROMUSE INC COM 59509410 2150 311601 SH SHARED 01 311601 D MICROMUSE INC COM 59509410 277 40218 SH SHARED 02 40218 D MICROMUSE INC COM 59509410 6953 1007700 SH SHARED 10 1007700 D MICRON TECHNOLOGY INC NOTE 2.500% 2/0 595112AG 1345 1018000 PRN SHARED 02 1018000 D MICRON TECHNOLOGY INC COM 59511210 12 900 SH SHARED 900 D MICRON TECHNOLOGY INC COM 59511210 23154 1718986 SH SHARED 1625276 93710 D MICRON TECHNOLOGY INC COM 59511210 2570 190821 SH SHARED 01 178021 12800 D MICRON TECHNOLOGY INC COM 59511210 4629 343655 SH SHARED 02 343655 D MICRON TECHNOLOGY INC COM 59511210 859 63820 SH SHARED 03 31320 32500 D MICRON TECHNOLOGY INC COM 59511210 4377 325000 SH SHARED 04 325000 D MICRON TECHNOLOGY INC COM 59511210 46 3456 SH SHARED 05 3456 D MICRON TECHNOLOGY INC COM 59511210 87 6500 SH SHARED 06 5800 700 D MICRON TECHNOLOGY INC COM 59511210 3263 242282 SH SHARED 10 215286 26996 D MICRON TECHNOLOGY INC COM 59511210 60 4500 SH SHARED 14 4500 D MICROSEMI CORP COM 59513710 24 1002 SH SHARED 1002 D MICROSEMI CORP COM 59513710 16799 685400 SH SHARED 01 641700 43700 D MICROSEMI CORP COM 59513710 126 5176 SH SHR/OTHR 01 5176 D MICROSEMI CORP COM 59513710 772 31532 SH SHARED 02 31532 D MICROSEMI CORP COM 59513710 22 900 SH SHARED 05 900 D MICROSEMI CORP COM 59513710 3330 135900 SH SHARED 10 135900 D MICROTEK MEDICAL HLDGS INC COM 59515B10 0 100 SH SHARED 100 D MID-AMER APT CMNTYS INC COM 59522J10 34 1022 SH SHARED 1022 D MID-AMER APT CMNTYS INC COM 59522J10 39 1178 SH SHARED 01 1178 D MID-AMER APT CMNTYS INC COM 59522J10 1197 35655 SH SHARED 02 35655 D MID-AMER APT CMNTYS INC COM 59522J10 4009 119400 SH SHARED 10 119400 D MID-AMER APT CMNTYS INC COM 59522J10 31440 936300 SH SHARED 11 936300 D MID ATLANTIC MED SVCS INC COM 59523C10 194 3000 SH SHARED 3000 D MID ATLANTIC MED SVCS INC COM 59523C10 60924 940200 SH SHARED 940200 D MID ATLANTIC MED SVCS INC COM 59523C10 22309 344288 SH SHARED 01 344288 D MID ATLANTIC MED SVCS INC COM 59523C10 14095 217518 SH SHARED 02 217518 D MID ATLANTIC MED SVCS INC COM 59523C10 1215 18750 SH SHARED 10 18750 D MID-STATE BANCSHARES COM 59544010 147 5816 SH SHARED 5816 D MID-STATE BANCSHARES COM 59544010 180 7111 SH SHARED 01 7111 D MID-STATE BANCSHARES COM 59544010 454 17884 SH SHARED 02 17884 D MID-STATE BANCSHARES COM 59544010 15 600 SH SHARED 10 600 D MIDAS GROUP INC COM 59562610 4 300 SH SHARED 300 D MIDAS GROUP INC COM 59562610 9 633 SH SHARED 01 633 D MIDAS GROUP INC COM 59562610 131 9177 SH SHARED 02 9177 D MIDCAP SPDR TR UNIT SER 1 59563510 4789 45441 SH SHARED 45441 D MIDCAP SPDR TR UNIT SER 1 59563510 9070 86060 SH SHARED 01 10470 75590 D MIDCAP SPDR TR UNIT SER 1 59563510 421 4000 SH SHR/OTHR 01 4000 D MIDCAP SPDR TR UNIT SER 1 59563510 53104 503837 SH SHARED 02 503837 D MIDDLEBURG FINANCIAL CORP COM 59609410 256 6400 SH SHARED 01 6400 D MIDDLEBURG FINANCIAL CORP COM 59609410 1760 44000 SH SHR/OTHR 01 44000 D MIDDLEBY CORP COM 59627810 77 1909 SH SHARED 1909 D MIDDLESEX WATER CO COM 59668010 6 300 SH SHARED 300 D MIDDLESEX WATER CO COM 59668010 4 200 SH SHARED 01 200 D MIDDLESEX WATER CO COM 59668010 138 6842 SH SHARED 02 6842 D MIDLAND CO COM 59748610 7 300 SH SHARED 300 D MIDLAND CO COM 59748610 1202 50900 SH SHARED 01 50900 D MIDLAND CO COM 59748610 111 4710 SH SHARED 02 4710 D MIDLAND CO COM 59748610 53 2260 SH SHARED 10 2260 D MIDWEST EXPRESS HLDGS INC COM 59791110 115 27537 SH SHARED 27537 D MIDWEST EXPRESS HLDGS INC COM 59791110 10 2563 SH SHARED 01 2563 D MIDWAY GAMES INC COM 59814810 763 196668 SH SHARED 196668 D MIDWAY GAMES INC COM 59814810 122 31632 SH SHARED 01 31632 D MIDWAY GAMES INC COM 59814810 67 17270 SH SHARED 02 17270 D MIDWEST BANC HOLDINGS INC COM 59825110 6 300 SH SHARED 300 D MIDWEST BANC HOLDINGS INC COM 59825110 35 1600 SH SHARED 01 1600 D MIDWEST BANC HOLDINGS INC COM 59825110 160 7217 SH SHARED 02 7217 D MIDWEST BANC HOLDINGS INC COM 59825110 35 1600 SH SHARED 10 1600 D MILACRON INC COM 59870910 7 1843 SH SHARED 1843 D MILACRON INC COM 59870910 1 358 SH SHARED 01 358 D MILACRON INC COM 59870910 93 22423 SH SHARED 02 22423 D MILLENNIUM PHARMACEUTICALS I NOTE 5.500% 1/1 599902AB 5 6000 PRN SHARED 01 6000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 8521 456936 SH SHARED 398936 58000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1585 85000 SH SHARED 01 82300 2700 D MILLENNIUM PHARMACEUTICALS I COM 59990210 142 7662 SH SHR/OTHR 01 7662 D MILLENNIUM PHARMACEUTICALS I COM 59990210 4749 254674 SH SHARED 02 254674 D MILLENNIUM PHARMACEUTICALS I COM 59990210 36348 1949000 SH SHARED 04 1949000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1161 62300 SH SHARED 06 62300 D MILLENNIUM PHARMACEUTICALS I COM 59990210 317 17000 SH SHARED 10 17000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 414 22243 SH SHARED 14 22243 D MILLENNIUM CHEMICALS INC COM 59990310 164 13000 SH SHARED 13000 D MILLENNIUM CHEMICALS INC COM 59990310 1096 86486 SH SHARED 86486 D MILLENNIUM CHEMICALS INC COM 59990310 217 17114 SH SHARED 01 17114 D MILLENNIUM CHEMICALS INC COM 59990310 533 42047 SH SHARED 02 42047 D MILLEA HOLDINGS INC ADR 60032R10 6 104 SH SHARED 01 104 D MILLEA HOLDINGS INC ADR 60032R10 295 4400 SH SHR/OTHR 01 4400 D MILLENNIUM CELL INC COM 60038B10 326 140000 SH SHARED 04 140000 D MILLER HERMAN INC COM 60054410 715 29503 SH SHARED 29503 D MILLER HERMAN INC COM 60054410 596 24604 SH SHARED 01 24334 270 D MILLER HERMAN INC COM 60054410 1668 68808 SH SHARED 02 68808 D MILLER HERMAN INC COM 60054410 257 10600 SH SHARED 06 10600 D MILLIPORE CORP COM 60107310 5656 131396 SH SHARED 131396 D MILLIPORE CORP COM 60107310 1085 25226 SH SHARED 01 16626 8600 D MILLIPORE CORP COM 60107310 103 2400 SH SHR/OTHR 01 2400 D MILLIPORE CORP COM 60107310 703 16350 SH SHARED 02 16350 D MILLIPORE CORP COM 60107310 833 19369 SH SHARED 10 17254 2115 D MILLS CORP COM 60114810 1368 31100 SH SHARED 01 26100 5000 D MILLS CORP COM 60114810 598 13602 SH SHARED 02 13602 D MILLS CORP COM 60114810 27 630 SH SHARED 10 630 D MILLS CORP COM 60114810 1047 23800 SH SHARED 11 23800 D MINDSPEED TECHNOLOGIES INC COM 60268210 53 7868 SH SHARED 7868 D MINDSPEED TECHNOLOGIES INC COM 60268210 75 10964 SH SHARED 01 10964 D MINDSPEED TECHNOLOGIES INC COM 60268210 27 4000 SH SHR/OTHR 01 4000 D MINDSPEED TECHNOLOGIES INC COM 60268210 483 70615 SH SHARED 02 70615 D MINDSPEED TECHNOLOGIES INC COM 60268210 345 50415 SH SHARED 06 50415 D MINE SAFETY APPLIANCES CO COM 60272010 31 400 SH SHARED 01 400 D MINE SAFETY APPLIANCES CO COM 60272010 333 4200 SH SHARED 02 4200 D MINE SAFETY APPLIANCES CO COM 60272010 64 810 SH SHARED 10 810 D MINEFINDERS LTD COM 60290010 7775 942500 SH SHARED 10 942500 D MINERALS TECHNOLOGIES INC COM 60315810 584 9864 SH SHARED 9864 D MINERALS TECHNOLOGIES INC COM 60315810 357 6039 SH SHARED 01 6039 D MINERALS TECHNOLOGIES INC COM 60315810 933 15747 SH SHARED 02 15747 D MINERALS TECHNOLOGIES INC COM 60315810 47 810 SH SHARED 10 810 D MIPS TECHNOLOGIES INC COM 60456710 89 16291 SH SHARED 10014 6277 D MIPS TECHNOLOGIES INC COM 60456710 13 2482 SH SHARED 01 2482 D MIRAMAR MINING CORP COM 60466E10 642 250000 SH SHARED 04 250000 D MISSION WEST PPTYS INC COM 60520310 6 500 SH SHARED 500 D MISSION WEST PPTYS INC COM 60520310 136 10558 SH SHARED 02 10558 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 93 11941 SH SHARED 11941 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 12 1619 SH SHARED 01 1619 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 11 1414 SH SHARED 02 1414 D MITSUI & CO LTD ADR 60682720 760 4793 SH SHARED 01 4793 D MOBIUS MGMT SYSTEMS INC COM 60692510 2 200 SH SHARED 200 D MOBIUS MGMT SYSTEMS INC COM 60692510 62 4917 SH SHARED 02 4917 D MOBILE MINI INC COM 60740F10 102 5214 SH SHARED 5214 D MOBILE MINI INC COM 60740F10 358 18192 SH SHARED 01 18192 D MOBILE MINI INC COM 60740F10 177 8989 SH SHARED 02 8989 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 8013 96784 SH SHARED 95084 1700 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 10288 124258 SH SHARED 01 124258 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 1092 13200 SH SHARED 04 13200 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 3160 38165 SH SHARED 05 34446 3719 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 8474 102344 SH SHARED 10 102344 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 2029 24509 SH SHARED 12 24509 D MOBILITY ELECTRONICS INC COM 60741U10 146 16400 SH SHARED 16400 D MODINE MFG CO COM 60782810 303 11246 SH SHARED 11246 D MODINE MFG CO COM 60782810 267 9900 SH SHARED 01 9900 D MODINE MFG CO COM 60782810 624 23156 SH SHARED 02 23156 D MODTECH HLDGS INC COM 60783C10 1 200 SH SHARED 200 D MODTECH HLDGS INC COM 60783C10 43 5228 SH SHARED 02 5228 D MOHAWK INDS INC COM 60819010 2321 32915 SH SHARED 32915 D MOHAWK INDS INC COM 60819010 3059 43371 SH SHARED 01 43271 100 D MOHAWK INDS INC COM 60819010 2405 34098 SH SHARED 02 34098 D MOLDFLOW CORP COM 60850710 37 3286 SH SHARED 3286 D MOLDFLOW CORP COM 60850710 9 814 SH SHARED 01 814 D MOLECULAR DEVICES CORP COM 60851C10 425 22422 SH SHARED 22422 D MOLECULAR DEVICES CORP COM 60851C10 598 31541 SH SHARED 01 31541 D MOLECULAR DEVICES CORP COM 60851C10 176 9279 SH SHARED 02 9279 D MOLEX INC COM 60855410 17338 496947 SH SHARED 496947 D MOLEX INC COM 60855410 3800 108941 SH SHARED 01 93733 15208 D MOLEX INC COM 60855410 174 5000 SH SHR/OTHR 01 5000 D MOLEX INC COM 60855410 2629 75353 SH SHARED 02 75353 D MOLEX INC COM 60855410 28 816 SH SHARED 05 816 D MOLEX INC COM 60855410 4228 121199 SH SHARED 10 112737 8462 D MOLEX INC CL A 60855420 24330 830105 SH SHARED 830105 D MOLEX INC CL A 60855420 1094 37342 SH SHARED 01 2000 35342 D MOLEX INC CL A 60855420 24 823 SH SHR/OTHR 01 823 D MONACO COACH CORP COM 60886R10 852 35805 SH SHARED 35805 D MONACO COACH CORP COM 60886R10 402 16907 SH SHARED 01 16907 D MONACO COACH CORP COM 60886R10 417 17547 SH SHARED 02 17547 D MONACO COACH CORP COM 60886R10 62 2607 SH SHARED 10 2607 D MONDAVI ROBERT CORP CL A 60920010 7 200 SH SHARED 200 D MONDAVI ROBERT CORP CL A 60920010 249 6435 SH SHARED 02 6435 D MONDAVI ROBERT CORP CL A 60920010 582 15000 SH SHARED 04 15000 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 102 11981 SH SHARED 11981 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 133 15555 SH SHARED 02 15555 D MONRO MUFFLER BRAKE INC COM 61023610 55 2805 SH SHARED 2805 D MONRO MUFFLER BRAKE INC COM 61023610 14 746 SH SHARED 01 746 D MONRO MUFFLER BRAKE INC COM 61023610 129 6508 SH SHARED 02 6508 D MONSANTO CO NEW COM 61166W10 6 238 SH SHARED 238 D MONSANTO CO NEW COM 61166W10 19174 666249 SH SHARED 592542 73707 D MONSANTO CO NEW COM 61166W10 58044 2016842 SH SHARED 01 1282692 6200 727950 D MONSANTO CO NEW COM 61166W10 610 21221 SH SHR/OTHR 01 423 20798 D MONSANTO CO NEW COM 61166W10 3872 134552 SH SHARED 02 134552 D MONSANTO CO NEW COM 61166W10 22371 777337 SH SHARED 05 667790 109547 D MONSANTO CO NEW COM 61166W10 3451 119915 SH SHARED 06 96591 23324 D MONSANTO CO NEW COM 61166W10 1758 61100 SH SHARED 07 61100 D MONSANTO CO NEW COM 61166W10 1197 41600 SH SHARED 09 41600 D MONSANTO CO NEW COM 61166W10 14180 492727 SH SHARED 10 467735 24992 D MONSTER WORLDWIDE INC COM 61174210 7686 350020 SH SHARED 350020 D MONSTER WORLDWIDE INC COM 61174210 549 25023 SH SHARED 01 25023 D MONSTER WORLDWIDE INC COM 61174210 3003 136781 SH SHARED 02 136781 D MONSTER WORLDWIDE INC COM 61174210 2745 125000 SH SHARED 04 125000 D MONSTER WORLDWIDE INC COM 61174210 149 6800 SH SHARED 06 6800 D MONSTER WORLDWIDE INC COM 61174210 1727 78667 SH SHARED 10 73631 5036 D MONSTER WORLDWIDE INC COM 61174210 950 43300 SH SHARED 14 43300 D MONTEREY PASTA CO COM 61257010 0 6 SH SHARED 6 D MONTEREY PASTA CO COM 61257010 0 1 SH SHARED 01 1 D MONTGOMERY STR INCOME SECS I COM 61411510 1188 64070 SH SHARED 01 18500 45570 D MONTGOMERY STR INCOME SECS I COM 61411510 157 8500 SH SHR/OTHR 01 8500 D MONY GROUP INC COM 61533710 43 1400 SH SHARED 1400 D MONY GROUP INC COM 61533710 6057 193597 SH SHARED 193597 D MONY GROUP INC COM 61533710 388 12417 SH SHARED 01 12417 D MONY GROUP INC COM 61533710 697 22289 SH SHARED 02 22289 D MOODYS CORP COM 61536910 12 200 SH SHARED 200 D MOODYS CORP COM 61536910 20705 341962 SH SHARED 331962 10000 D MOODYS CORP COM 61536910 6776 111920 SH SHARED 01 84846 27074 D MOODYS CORP COM 61536910 4943 81649 SH SHR/OTHR 01 81649 D MOODYS CORP COM 61536910 3078 50841 SH SHARED 02 50841 D MOODYS CORP COM 61536910 52 870 SH SHARED 05 870 D MOODYS CORP COM 61536910 5149 85049 SH SHARED 06 85049 D MOODYS CORP COM 61536910 6514 107586 SH SHARED 10 100938 6648 D MOODYS CORP COM 61536910 90 1500 SH SHARED 14 1500 D MOOG INC CL A 61539420 265 5369 SH SHARED 5369 D MOOG INC CL A 61539420 29 600 SH SHARED 01 600 D MOOG INC CL A 61539420 1397 28286 SH SHARED 02 28286 D MOOG INC CL A 61539420 14 300 SH SHARED 10 300 D MOORE WALLACE INC COM 61585710 2745 146582 SH SHARED 146582 D MOORE WALLACE INC COM 61585710 461 24657 SH SHARED 01 24657 D MORGAN STANLEY EASTN EUR FD COM 61698810 2026 79500 SH SHARED 79500 D MORGAN STANLEY EMER MKTS FD COM 61744G10 77 5300 SH SHARED 5300 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 8840 905800 SH SHARED 905800 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 97 10000 SH SHR/OTHR 01 10000 D MORGAN STANLEY HIGH YIELD FD COM 61744M10 632 96500 SH SHARED 96500 D MORGAN STANLEY ASIA PAC FD I COM 61744U10 758 69900 SH SHARED 69900 D MORGAN STANLEY COM NEW 61744644 46 800 SH SHARED 800 D MORGAN STANLEY COM NEW 61744644 211018 3646428 SH SHARED 3534858 111570 D MORGAN STANLEY COM NEW 61744644 135272 2337528 SH SHARED 01 368961 17700 1950867 D MORGAN STANLEY COM NEW 61744644 6726 116233 SH SHR/OTHR 01 5985 110248 D MORGAN STANLEY COM NEW 61744644 27236 470644 SH SHARED 02 464821 5823 D MORGAN STANLEY COM NEW 61744644 4583 79200 SH SHARED 03 79200 D MORGAN STANLEY COM NEW 61744644 119212 2060000 SH SHARED 04 2060000 D MORGAN STANLEY COM NEW 61744644 124224 2146619 SH SHARED 05 1677121 469498 D MORGAN STANLEY COM NEW 61744644 4621 79852 SH SHARED 06 75952 3900 D MORGAN STANLEY COM NEW 61744644 9322 161090 SH SHARED 07 161090 D MORGAN STANLEY COM NEW 61744644 5833 100800 SH SHARED 09 100800 D MORGAN STANLEY COM NEW 61744644 62702 1083504 SH SHARED 10 1033435 50069 D MORGAN STANLEY COM NEW 61744644 1385 23939 SH SHARED 14 23939 D MORGAN STANLEY INDIA INVS FD COM 61745C10 2 100 SH SHARED 100 D MORGAN STANLEY INDIA INVS FD COM 61745C10 1 66 SH SHARED 02 66 D MORGAN STANLEY QULTY MUN SECS 61745P58 65 4568 SH SHARED 4568 D MORGAN STANLEY QULTY MUN SECS 61745P58 16 1132 SH SHARED 01 1132 D MORGAN STANLEY QUALT MUN INCM 61745P73 34 2404 SH SHARED 2404 D MORGAN STANLEY QUALT MUN INCM 61745P73 435 30596 SH SHARED 01 596 30000 D MORGAN STANLEY INSD MUN INCM 61745P79 34 2324 SH SHARED 2324 D MORGAN STANLEY INSD MUN INCM 61745P79 8 576 SH SHARED 01 576 D MOTHERS WK INC COM 61990310 132 5407 SH SHARED 5407 D MOTHERS WK INC COM 61990310 31 1299 SH SHARED 01 1299 D MOTHERS WK INC COM 61990310 66 2704 SH SHARED 02 2704 D MOTOROLA INC COM 62007610 44 3188 SH SHARED 1800 1388 D MOTOROLA INC COM 62007610 183104 13078880 SH SHARED 12903205 175675 D MOTOROLA INC COM 62007610 6996 499748 SH SHARED 01 318323 181425 D MOTOROLA INC COM 62007610 2209 157824 SH SHR/OTHR 01 5100 152724 D MOTOROLA INC COM 62007610 18063 1290229 SH SHARED 02 1290229 D MOTOROLA INC COM 62007610 1225 87500 SH SHARED 03 36000 51500 D MOTOROLA INC COM 62007610 6860 490000 SH SHARED 04 490000 D MOTOROLA INC COM 62007610 1243 88805 SH SHARED 05 88805 D MOTOROLA INC COM 62007610 3456 246861 SH SHARED 06 242661 4200 D MOTOROLA INC COM 62007610 13039 931367 SH SHARED 10 828677 102690 D MOTOROLA INC COM 62007610 1168 83435 SH SHARED 14 83435 D MOTOROLA INC EQTY UNIT 7% 62007620 542 12500 SH SHARED 01 12500 D MOTOROLA INC EQTY UNIT 7% 62007620 34 800 SH SHARED 02 800 D MOVADO GROUP INC COM 62458010 5 200 SH SHARED 200 D MOVADO GROUP INC COM 62458010 25 900 SH SHARED 01 900 D MOVADO GROUP INC COM 62458010 138 4919 SH SHARED 02 4919 D MOVIE GALLERY INC COM 62458110 712 38125 SH SHARED 38125 D MOVIE GALLERY INC COM 62458110 4556 243900 SH SHARED 01 242975 925 D MOVIE GALLERY INC COM 62458110 28 1503 SH SHR/OTHR 01 1503 D MOVIE GALLERY INC COM 62458110 302 16205 SH SHARED 02 16205 D MOVIE GALLERY INC COM 62458110 136 7300 SH SHARED 10 7300 D MUELLER INDS INC COM 62475610 277 8089 SH SHARED 8089 D MUELLER INDS INC COM 62475610 127 3700 SH SHARED 01 1200 2500 D MUELLER INDS INC COM 62475610 773 22498 SH SHARED 02 22498 D MUELLER INDS INC COM 62475610 27 810 SH SHARED 10 810 D MULTIMEDIA GAMES INC COM 62545310 937 22823 SH SHARED 22823 D MULTIMEDIA GAMES INC COM 62545310 13297 323607 SH SHARED 01 306007 3300 14300 D MULTIMEDIA GAMES INC COM 62545310 292 7111 SH SHARED 02 7111 D MULTIMEDIA GAMES INC COM 62545310 12 300 SH SHARED 05 300 D MULTIMEDIA GAMES INC COM 62545310 3422 83300 SH SHARED 10 83300 D MUNIHOLDINGS INSD FD INC COM 62593010 2 178 SH SHARED 01 178 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 23 1683 SH SHARED 1683 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 6 424 SH SHARED 01 417 7 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 53 3686 SH SHARED 3686 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 13 914 SH SHARED 01 914 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 43 3000 SH SHR/OTHR 01 3000 D MUNIHOLDINGS N J INSD FD INC COM 62593610 64 4408 SH SHARED 4408 D MUNIHOLDINGS N J INSD FD INC COM 62593610 15 1092 SH SHARED 01 1092 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 97 3945 SH SHARED 3945 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 98 3975 SH SHARED 01 1175 2800 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 6 258 SH SHARED 02 258 D MUNIHOLDINGS FLA INSD FD COM 62624W10 49 3366 SH SHARED 3366 D MUNIHOLDINGS FLA INSD FD COM 62624W10 12 834 SH SHARED 01 834 D MUNIINSURED FD INC COM 62624510 49 5000 SH SHR/OTHR 01 5000 D MUNIHOLDINGS INSD FD II INC COM 62625A10 2 158 SH SHARED 01 158 D MUNIYIELD CALIF INS FD COM 62629L10 87 6270 SH SHARED 6270 D MUNIYIELD CALIF INS FD COM 62629L10 19 1430 SH SHARED 01 1430 D MUNIYIELD CALIF INS FD COM 62629L10 41 3000 SH SHR/OTHR 01 3000 D MUNIVEST FD II INC COM 62629P10 14 1000 SH SHARED 01 1000 D MUNIVEST FD INC COM 62629510 21 2300 SH SHARED 01 2300 D MUNIYIELD FD INC COM 62629910 88 6731 SH SHARED 6731 D MUNIYIELD FD INC COM 62629910 21 1669 SH SHARED 01 1669 D MUNIYIELD INSD FD INC COM 62630E10 1 126 SH SHARED 01 126 D MUNIYIELD MICH INSD FD INC COM 62630J10 63 4247 SH SHARED 4247 D MUNIYIELD MICH INSD FD INC COM 62630J10 15 1053 SH SHARED 01 1053 D MUNIYIELD N Y INSD FD INC COM 62630110 71 5303 SH SHARED 5303 D MUNIYIELD N Y INSD FD INC COM 62630110 5 397 SH SHARED 01 397 D MUNIYIELD N Y INSD FD INC COM 62630110 404 30043 SH SHR/OTHR 01 4831 25212 D MURPHY OIL CORP COM 62671710 65 1000 SH SHARED 1000 D MURPHY OIL CORP COM 62671710 1491 22840 SH SHARED 22840 D MURPHY OIL CORP COM 62671710 16405 251200 SH SHARED 01 102400 148800 D MURPHY OIL CORP COM 62671710 24393 373500 SH SHR/OTHR 01 373500 D MURPHY OIL CORP COM 62671710 2973 45528 SH SHARED 02 32428 13100 D MURPHY OIL CORP COM 62671710 2102 32200 SH SHARED 04 32200 D MURPHY OIL CORP COM 62671710 424 6500 SH SHARED 10 6500 D MURPHY OIL CORP COM 62671710 44 678 SH SHARED 14 678 D MUTUALFIRST FINL INC COM 62845B10 2 100 SH SHARED 100 D MUTUALFIRST FINL INC COM 62845B10 75 3004 SH SHARED 02 3004 D MYERS INDS INC COM 62846410 41 3406 SH SHARED 3406 D MYERS INDS INC COM 62846410 1081 89212 SH SHARED 01 89212 D MYERS INDS INC COM 62846410 20 1668 SH SHR/OTHR 01 1668 D MYERS INDS INC COM 62846410 153 12631 SH SHARED 02 12631 D MYKROLIS CORP COM 62852P10 61 3818 SH SHARED 3818 D MYKROLIS CORP COM 62852P10 1873 116502 SH SHARED 01 110687 5815 D MYKROLIS CORP COM 62852P10 97 6091 SH SHR/OTHR 01 6091 D MYKROLIS CORP COM 62852P10 346 21519 SH SHARED 02 21519 D MYKROLIS CORP COM 62852P10 99 6200 SH SHARED 10 6200 D MYLAN LABS INC COM 62853010 2517 99646 SH SHARED 99646 D MYLAN LABS INC COM 62853010 19567 774636 SH SHARED 01 759836 14800 D MYLAN LABS INC COM 62853010 198 7875 SH SHR/OTHR 01 450 7425 D MYLAN LABS INC COM 62853010 4260 168684 SH SHARED 02 168684 D MYLAN LABS INC COM 62853010 2526 100000 SH SHARED 04 100000 D MYLAN LABS INC COM 62853010 1500 59392 SH SHARED 10 59392 D MYLAN LABS INC COM 62853010 176 6984 SH SHARED 14 6984 D MYRIAD GENETICS INC COM 62855J10 514 39996 SH SHARED 39996 D MYRIAD GENETICS INC COM 62855J10 62 4893 SH SHARED 01 4893 D MYRIAD GENETICS INC COM 62855J10 5 400 SH SHR/OTHR 01 400 D MYRIAD GENETICS INC COM 62855J10 345 26886 SH SHARED 02 26886 D MYOGEN INC COM 62856E10 28 2000 SH SHARED 2000 D NBC CAP CORP COM 62872910 5344 200400 SH SHARED 200400 D NBC CAP CORP COM 62872910 120 4500 SH SHARED 02 4500 D NBT BANCORP INC COM 62877810 19 900 SH SHARED 900 D NBT BANCORP INC COM 62877810 137 6400 SH SHARED 01 6400 D NBT BANCORP INC COM 62877810 463 21621 SH SHARED 02 21621 D NBTY INC COM 62878210 131 4900 SH SHARED 4900 D NBTY INC COM 62878210 886 33000 SH SHARED 33000 D NBTY INC COM 62878210 2113 78700 SH SHARED 01 78700 D NBTY INC COM 62878210 918 34211 SH SHARED 02 34211 D NBTY INC COM 62878210 839 31260 SH SHARED 10 31260 D NCI BUILDING SYS INC COM 62885210 50 2100 SH SHARED 2100 D NCI BUILDING SYS INC COM 62885210 23 967 SH SHARED 967 D NCI BUILDING SYS INC COM 62885210 16 684 SH SHARED 01 684 D NCI BUILDING SYS INC COM 62885210 295 12343 SH SHARED 02 12343 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 855 843000 PRN SHARED 02 843000 D NCO GROUP INC COM 62885810 45 1996 SH SHARED 1996 D NCO GROUP INC COM 62885810 282 12429 SH SHARED 02 12429 D NCR CORP NEW COM 62886E10 562 14500 SH SHARED 14500 D NCR CORP NEW COM 62886E10 9519 245346 SH SHARED 245345 1 D NCR CORP NEW COM 62886E10 447 11545 SH SHARED 01 11544 1 D NCR CORP NEW COM 62886E10 16 418 SH SHR/OTHR 01 418 D NCR CORP NEW COM 62886E10 1356 34956 SH SHARED 02 34956 D NCR CORP NEW COM 62886E10 1940 50000 SH SHARED 04 50000 D NCR CORP NEW COM 62886E10 12 322 SH SHARED 05 322 D NCR CORP NEW COM 62886E10 1461 37676 SH SHARED 10 33546 4130 D NDS GROUP PLC SPONSORED ADR 62889110 7 344 SH SHARED 344 D NS GROUP INC COM 62891610 3 361 SH SHARED 361 D NS GROUP INC COM 62891610 0 39 SH SHARED 01 39 D NS GROUP INC COM 62891610 241 24882 SH SHARED 02 24882 D NASB FINL INC COM 62896810 12 300 SH SHARED 300 D NASB FINL INC COM 62896810 96 2304 SH SHARED 02 2304 D NEC CORP ADR 62905020 112 15008 SH SHARED 15008 D NEC CORP ADR 62905020 297 39606 SH SHARED 01 2992 36614 D NII HLDGS INC CL B NEW 62913F20 22 300 SH SHARED 300 D NII HLDGS INC CL B NEW 62913F20 22 300 SH SHARED 01 300 D NII HLDGS INC CL B NEW 62913F20 667 8939 SH SHARED 02 8939 D NII HLDGS INC CL B NEW 62913F20 22 300 SH SHARED 10 300 D NIC INC COM 62914B10 46 5789 SH SHARED 5789 D NIC INC COM 62914B10 157 19576 SH SHARED 02 19576 D NL INDS INC COM NEW 62915640 55 4748 SH SHARED 4748 D NL INDS INC COM NEW 62915640 20 1752 SH SHARED 01 1752 D NL INDS INC COM NEW 62915640 57 4915 SH SHARED 02 4915 D NN INC COM 62933710 2 200 SH SHARED 200 D NN INC COM 62933710 86 6911 SH SHARED 02 6911 D NPS PHARMACEUTICALS INC COM 62936P10 1513 49322 SH SHARED 49322 D NPS PHARMACEUTICALS INC COM 62936P10 23331 760486 SH SHARED 01 704995 21491 34000 D NPS PHARMACEUTICALS INC COM 62936P10 1458 47547 SH SHARED 02 47547 D NPS PHARMACEUTICALS INC COM 62936P10 17027 555000 SH SHARED 04 555000 D NPS PHARMACEUTICALS INC COM 62936P10 24 800 SH SHARED 05 800 D NPS PHARMACEUTICALS INC COM 62936P10 10879 354600 SH SHARED 10 350100 4500 D NPS PHARMACEUTICALS INC COM 62936P10 230 7500 SH SHARED 14 7500 D NTL INC DEL COM 62940M10 1185 17000 SH SHARED 17000 D NTL INC DEL COM 62940M10 2040 29248 SH SHARED 02 29248 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 1129 49337 SH SHARED 49337 D NTT DOCOMO INC SPONS ADR 62942M20 506 22121 SH SHARED 01 8690 13431 D NUI CORP COM 62943110 139 8637 SH SHARED 8637 D NUI CORP COM 62943110 24 1500 SH SHR/OTHR 01 1500 D NUI CORP COM 62943110 213 13270 SH SHARED 02 13270 D NVR INC COM 62944T10 652 1400 SH SHARED 1400 D NVR INC COM 62944T10 25461 54639 SH SHARED 54639 D NVR INC COM 62944T10 8776 18834 SH SHARED 01 18834 D NVR INC COM 62944T10 2131 4574 SH SHARED 02 4574 D NVR INC COM 62944T10 300 644 SH SHARED 06 644 D NVE CORP COM NEW 62944520 30 600 SH SHARED 600 D NVE CORP COM NEW 62944520 15 300 SH SHARED 02 300 D NYMAGIC INC COM 62948410 5 200 SH SHARED 200 D NYMAGIC INC COM 62948410 38 1404 SH SHARED 02 1404 D NABI BIOPHARMACEUTICALS COM 62951910 83 6572 SH SHARED 6572 D NABI BIOPHARMACEUTICALS COM 62951910 620 48800 SH SHARED 01 48800 D NABI BIOPHARMACEUTICALS COM 62951910 375 29517 SH SHARED 02 29517 D NABI BIOPHARMACEUTICALS COM 62951910 156 12300 SH SHARED 10 12300 D NABORS INDS INC DBCV 2/0 629568AF 58540 90341000 PRN SHARED 90341000 D NABORS INDS INC DBCV 2/0 629568AF 793 1225000 PRN SHARED 02 1225000 D NACCO INDS INC CL A 62957910 304 3400 SH SHARED 3400 D NACCO INDS INC CL A 62957910 2 23 SH SHARED 23 D NACCO INDS INC CL A 62957910 45 505 SH SHARED 01 505 D NACCO INDS INC CL A 62957910 277 3104 SH SHARED 02 3104 D NACCO INDS INC CL A 62957910 32 360 SH SHARED 10 360 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 819 29180 SH SHARED 29180 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 3 110 SH SHARED 02 110 D NANOGEN INC COM 63007510 350 38900 SH SHARED 38900 D NANOMETRICS INC COM 63007710 19 1300 SH SHARED 02 1300 D NANOPHASE TCHNOLOGIES CORP COM 63007910 2 250 SH SHARED 250 D NARA BANCORP INC COM 63080P10 13 478 SH SHARED 478 D NARA BANCORP INC COM 63080P10 38 1400 SH SHARED 01 1400 D NARA BANCORP INC COM 63080P10 179 6495 SH SHARED 02 6495 D NARA BANCORP INC COM 63080P10 38 1400 SH SHARED 10 1400 D NASDAQ 100 TR UNIT SER 1 63110010 167970 4606972 SH SHARED 4604900 2072 D NASDAQ 100 TR UNIT SER 1 63110010 968 26550 SH SHARED 01 8400 18150 D NASDAQ 100 TR UNIT SER 1 63110010 10 300 SH 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NATIONAL BK GREECE S A SPONSORED ADR 63364340 107 20000 SH SHARED 02 20000 D NATIONAL BANKSHARES INC VA COM 63486510 4 100 SH SHARED 100 D NATIONAL BANKSHARES INC VA COM 63486510 108 2204 SH SHARED 02 2204 D NATIONAL BEVERAGE CORP COM 63501710 1 100 SH SHARED 100 D NATIONAL BEVERAGE CORP COM 63501710 37 2300 SH SHARED 02 2300 D NATIONAL BEVERAGE CORP COM 63501710 106 6510 SH SHARED 10 6510 D NATIONAL CITY CORP COM 63540510 20 600 SH SHARED 600 D NATIONAL CITY CORP COM 63540510 58965 1737339 SH SHARED 1686399 50940 D NATIONAL CITY CORP COM 63540510 53495 1576174 SH SHARED 01 1175394 400780 D NATIONAL CITY CORP COM 63540510 595 17559 SH SHR/OTHR 01 500 17059 D NATIONAL CITY CORP COM 63540510 8737 257438 SH SHARED 02 257438 D NATIONAL CITY CORP COM 63540510 3604 106200 SH SHARED 04 106200 D NATIONAL CITY CORP COM 63540510 91 2684 SH SHARED 05 2684 D NATIONAL CITY CORP COM 63540510 364 10750 SH SHARED 06 9950 800 D NATIONAL CITY CORP COM 63540510 9927 292488 SH SHARED 10 265380 27108 D NATIONAL CITY CORP COM 63540510 166 4900 SH SHARED 14 4900 D NATIONAL COMMERCE FINL CORP COM 63545P10 8 300 SH SHARED 300 D NATIONAL COMMERCE FINL CORP COM 63545P10 3391 124339 SH SHARED 124339 D NATIONAL COMMERCE FINL CORP COM 63545P10 1794 65787 SH SHARED 01 64787 1000 D NATIONAL COMMERCE FINL CORP COM 63545P10 4468 163784 SH SHARED 02 163784 D NATIONAL COMMERCE FINL CORP COM 63545P10 47 1750 SH SHARED 06 1750 D NATIONAL COMMERCE FINL CORP COM 63545P10 41 1519 SH SHARED 14 1519 D NATIONAL HEALTH REALTY INC COM 63590510 1 100 SH SHARED 100 D NATIONAL HEALTH REALTY INC COM 63590510 86 4400 SH SHARED 02 4400 D NATIONAL HEALTHCARE CORP COM 63590610 389 19559 SH SHARED 19559 D NATIONAL HEALTHCARE CORP COM 63590610 76 3841 SH SHARED 01 3841 D NATIONAL HEALTHCARE CORP COM 63590610 91 4600 SH SHARED 02 4600 D NATIONAL FINL PARTNERS CORP COM 63607P20 13033 473100 SH SHARED 01 449000 5100 19000 D NATIONAL FINL PARTNERS CORP COM 63607P20 11 400 SH SHARED 05 400 D NATIONAL FINL PARTNERS CORP COM 63607P20 3617 131300 SH SHARED 10 131300 D NATIONAL FUEL GAS CO N J COM 63618010 74725 3057489 SH SHARED 3057489 D NATIONAL FUEL GAS CO N J COM 63618010 1049 42956 SH SHARED 01 23700 19256 D NATIONAL FUEL GAS CO N J COM 63618010 684 28024 SH SHR/OTHR 01 28024 D NATIONAL FUEL GAS CO N J COM 63618010 1061 43452 SH SHARED 02 43452 D NATIONAL GRID TRANSCO PLC SPONSORED ADR 63627410 9270 255728 SH SHARED 255728 D NATIONAL GRID TRANSCO PLC SPONSORED ADR 63627410 659 18202 SH SHARED 01 18202 D NATIONAL HEALTH INVS INC COM 63633D10 20 805 SH SHARED 805 D NATIONAL HEALTH INVS INC COM 63633D10 32 1300 SH SHARED 01 1300 D NATIONAL HEALTH INVS INC COM 63633D10 405 16284 SH SHARED 02 16284 D NATIONAL HEALTH INVS INC COM 63633D10 123 4950 SH SHARED 10 1150 3800 D NATIONAL HEALTH INVS INC COM 63633D10 1186 47700 SH SHARED 11 47700 D NATIONAL INSTRS CORP COM 63651810 835 18384 SH SHARED 18384 D NATIONAL INSTRS CORP COM 63651810 710 15636 SH SHARED 01 15636 D NATIONAL INSTRS CORP COM 63651810 654 14400 SH SHARED 02 14400 D NATIONAL-OILWELL INC COM 63707110 3501 156593 SH SHARED 156593 D NATIONAL-OILWELL INC COM 63707110 1018 45557 SH SHARED 01 45557 D NATIONAL-OILWELL INC COM 63707110 7 338 SH SHR/OTHR 01 338 D NATIONAL-OILWELL INC COM 63707110 1330 59516 SH SHARED 02 59516 D NATIONAL PENN BANCSHARES INC COM 63713810 24 760 SH SHARED 760 D NATIONAL PENN BANCSHARES INC COM 63713810 26 836 SH SHARED 01 836 D NATIONAL PENN BANCSHARES INC COM 63713810 463 14440 SH SHARED 02 14440 D NATIONAL PENN BANCSHARES INC COM 63713810 9 300 SH SHARED 10 300 D NATIONAL PRESTO INDS INC COM 63721510 3 107 SH SHARED 107 D NATIONAL PRESTO INDS INC COM 63721510 0 26 SH SHARED 01 26 D NATIONAL PRESTO INDS INC COM 63721510 115 3204 SH SHARED 02 3204 D NATIONAL PROCESSING INC COM 63722910 152 6484 SH SHARED 6484 D NATIONAL PROCESSING INC COM 63722910 37 1582 SH SHARED 01 1582 D NATIONAL PROCESSING INC COM 63722910 243 10327 SH SHARED 02 10327 D NATIONAL R V HLDGS INC COM 63727710 44 4473 SH SHARED 4473 D NATIONAL R V HLDGS INC COM 63727710 11 1108 SH SHARED 01 1108 D NATIONAL R V HLDGS INC COM 63727710 0 3 SH SHARED 02 3 D NATIONAL SEMICONDUCTOR CORP COM 63764010 18294 464209 SH SHARED 464209 D NATIONAL SEMICONDUCTOR CORP COM 63764010 1969 49962 SH SHARED 01 49962 D NATIONAL SEMICONDUCTOR CORP COM 63764010 5413 137374 SH SHARED 02 137374 D NATIONAL SEMICONDUCTOR CORP COM 63764010 15764 400000 SH SHARED 04 400000 D NATIONAL SEMICONDUCTOR CORP COM 63764010 43 1112 SH SHARED 05 1112 D NATIONAL SEMICONDUCTOR CORP COM 63764010 3823 97006 SH SHARED 10 88947 8059 D NATIONAL SEMICONDUCTOR CORP COM 63764010 157 3985 SH SHARED 14 3985 D NATIONAL VISION INC COM 63845P10 567 219191 SH SHARED 219191 D NATIONAL WESTN LIFE INS CO CL A 63852210 46 300 SH SHARED 300 D NATIONAL WESTN LIFE INS CO CL A 63852210 263 1700 SH SHARED 01 1700 D NATIONAL WESTN LIFE INS CO CL A 63852210 245 1583 SH SHARED 02 1583 D NATIONAL WESTMINSTER BK PLC ADR REP PREF B 63853970 12 500 SH SHARED 01 500 D NATIONWIDE FINL SVCS INC CL A 63861210 2776 83988 SH SHARED 83988 D NATIONWIDE FINL SVCS INC CL A 63861210 5327 161141 SH SHARED 01 160741 400 D NATIONWIDE FINL SVCS INC CL A 63861210 74 2253 SH SHR/OTHR 01 2253 D NATIONWIDE FINL SVCS INC CL A 63861210 198 5990 SH SHARED 02 5990 D NATIONWIDE HEALTH PPTYS INC COM 63862010 566 28956 SH SHARED 28956 D NATIONWIDE HEALTH PPTYS INC COM 63862010 2328 119100 SH SHARED 01 92900 26200 D NATIONWIDE HEALTH PPTYS INC COM 63862010 59 3040 SH SHR/OTHR 01 3040 D NATIONWIDE HEALTH PPTYS INC COM 63862010 763 39042 SH SHARED 02 39042 D NATIONWIDE HEALTH PPTYS INC COM 63862010 12355 632000 SH SHARED 11 632000 D NAVISTAR FINL CORP NOTE 4.750% 4/0 638902AM 23634 21965000 PRN SHARED 21965000 D NAVIGATORS GROUP INC COM 63890410 3 124 SH SHARED 124 D NAVIGATORS GROUP INC COM 63890410 2583 83700 SH SHARED 01 74100 9600 D NAVIGATORS GROUP INC COM 63890410 123 4014 SH SHARED 02 4014 D NAVIGATORS GROUP INC COM 63890410 250 8100 SH SHARED 05 8100 D NATURES SUNSHINE PRODUCTS IN COM 63902710 2 300 SH SHARED 300 D NATURES SUNSHINE PRODUCTS IN COM 63902710 52 6258 SH SHARED 02 6258 D NATUZZI S P A ADR 63905A10 4 449 SH SHARED 449 D NATUZZI S P A ADR 63905A10 1 134 SH SHARED 02 134 D NAUTILUS GROUP INC COM 63910B10 348 24791 SH SHARED 24791 D NAUTILUS GROUP INC COM 63910B10 10 748 SH SHARED 01 748 D NAUTILUS GROUP INC COM 63910B10 28 2000 SH SHR/OTHR 01 2000 D NAUTILUS GROUP INC COM 63910B10 708 50394 SH SHARED 02 50394 D NAVISTAR INTL CORP NEW NOTE 2.500%12/1 63934EAG 52852 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 5452 3594000 PRN SHARED 02 3594000 D NAVISTAR INTL CORP NEW COM 63934E10 186 3900 SH SHARED 3900 D NAVISTAR INTL CORP NEW COM 63934E10 7512 156867 SH SHARED 156867 D NAVISTAR INTL CORP NEW COM 63934E10 656 13700 SH SHARED 01 13700 D NAVISTAR INTL CORP NEW COM 63934E10 1423 29715 SH SHARED 02 29715 D NAVISTAR INTL CORP NEW COM 63934E10 2507 52369 SH SHARED 10 49347 3022 D NAVISTAR INTL CORP NEW COM 63934E10 1845 38546 SH SHARED 14 38546 D NAVIGANT CONSULTING INC COM 63935N10 29 1550 SH SHARED 1550 D NAVIGANT CONSULTING INC COM 63935N10 588 31207 SH SHARED 02 31207 D NAVIGANT INTL INC COM 63935R10 26 1913 SH SHARED 1913 D NAVIGANT INTL INC COM 63935R10 11 829 SH SHARED 01 829 D NAVIGANT INTL INC COM 63935R10 116 8391 SH SHARED 02 8391 D NAVIGANT INTL INC COM 63935R10 17 1260 SH SHARED 10 1260 D NDCHEALTH CORP COM 63948010 1405 54868 SH SHARED 54868 D NDCHEALTH CORP COM 63948010 362 14142 SH SHARED 01 12642 1500 D NDCHEALTH CORP COM 63948010 30 1200 SH SHR/OTHR 01 1200 D NDCHEALTH CORP COM 63948010 625 24398 SH SHARED 02 24398 D NDCHEALTH CORP COM 63948010 116 4550 SH SHARED 10 4550 D NEIGHBORCARE INC COM 64015Y10 23988 1214614 SH SHARED 1214614 D NEIGHBORCARE INC COM 64015Y10 316 16010 SH SHARED 02 16010 D NEIMAN MARCUS GROUP INC CL A 64020420 69 1300 SH SHARED 1300 D NEIMAN MARCUS GROUP INC CL A 64020420 2645 49283 SH SHARED 49283 D NEIMAN MARCUS GROUP INC CL A 64020420 2555 47624 SH SHARED 01 47354 270 D NEIMAN MARCUS GROUP INC CL A 64020420 830 15474 SH SHARED 02 15474 D NEIMAN MARCUS GROUP INC CL B 64020430 5110 102214 SH SHARED 01 1009 101205 D NEKTAR THERAPEUTICS COM 64026810 8 600 SH SHARED 600 D NEKTAR THERAPEUTICS COM 64026810 84 6200 SH SHARED 01 6200 D NEKTAR THERAPEUTICS COM 64026810 678 49867 SH SHARED 02 49867 D NEKTAR THERAPEUTICS COM 64026810 12 900 SH SHARED 10 900 D NELSON THOMAS INC COM 64037610 3 206 SH SHARED 206 D NELSON THOMAS INC COM 64037610 477 24700 SH SHARED 01 24700 D NELSON THOMAS INC COM 64037610 103 5331 SH SHARED 02 5331 D NEOFORMA COM INC COM NEW 64047550 3089 290348 SH SHARED 290348 D NEOFORMA COM INC COM NEW 64047550 1194 112304 SH SHARED 02 112304 D NEORX CORP COM PAR $0.02 64052030 0 9 SH SHARED 9 D NEORX CORP COM PAR $0.02 64052030 0 125 SH SHARED 01 125 D NEOSE TECHNOLOGIES INC COM 64052210 2 300 SH SHARED 300 D NEOSE TECHNOLOGIES INC COM 64052210 105 11514 SH SHARED 02 11514 D NEOWARE SYS INC COM 64065P10 61 4500 SH SHARED 4500 D NEOWARE SYS INC COM 64065P10 23 1700 SH SHARED 01 1700 D NEOWARE SYS INC COM 64065P10 166 12085 SH SHARED 02 12085 D NEOWARE SYS INC COM 64065P10 23 1700 SH SHARED 10 1700 D NEOPHARM INC COM 64091910 17 937 SH SHARED 937 D NEOPHARM INC COM 64091910 2 133 SH SHARED 01 133 D NEOPHARM INC COM 64091910 241 13265 SH SHARED 02 13265 D NETBANK INC COM 64093310 460 34484 SH SHARED 34484 D NETBANK INC COM 64093310 1609 120527 SH SHARED 01 120527 D NETBANK INC COM 64093310 425 31886 SH SHARED 02 31886 D NETBANK INC COM 64093310 48 3600 SH SHARED 05 3600 D NETBANK INC COM 64093310 4365 327000 SH SHARED 08 327000 D NETBANK INC COM 64093310 22 1700 SH SHARED 10 1700 D NETWORKS ASSOCS INC COM 64093810 79 5300 SH SHARED 5300 D NETWORKS ASSOCS INC COM 64093810 2569 170861 SH SHARED 170861 D NETWORKS ASSOCS INC COM 64093810 910 60570 SH SHARED 01 60570 D NETWORKS ASSOCS INC COM 64093810 780 51896 SH SHARED 02 51896 D NETWORKS ASSOCS INC COM 64093810 157 10440 SH SHARED 10 10440 D NET2PHONE COM 64108N10 4555 669946 SH SHARED 669946 D NET2PHONE COM 64108N10 184 27151 SH SHARED 01 27151 D NET2PHONE COM 64108N10 2348 345322 SH SHARED 02 345322 D NETFLIX COM INC COM 64110L10 5 100 SH SHARED 100 D NETFLIX COM INC COM 64110L10 339 6200 SH SHARED 01 5600 600 D NETFLIX COM INC COM 64110L10 540 9878 SH SHARED 02 9878 D NETFLIX COM INC COM 64110L10 43 800 SH SHARED 10 800 D NETEGRITY INC COM 64110P10 57 5700 SH SHARED 5700 D NETEGRITY INC COM 64110P10 678 66800 SH SHARED 01 66800 D NETEGRITY INC COM 64110P10 178 17552 SH SHARED 02 17552 D NETEGRITY INC COM 64110P10 55 5500 SH SHARED 10 5500 D NETEASE COM INC SPONSORED ADR 64110W10 1646 44597 SH SHARED 44597 D NETEASE COM INC SPONSORED ADR 64110W10 328 8903 SH SHARED 01 8903 D NETEASE COM INC SPONSORED ADR 64110W10 1107 30000 SH SHARED 04 30000 D NETGEAR INC COM 64111Q10 195 12200 SH SHARED 12200 D NETOPIA INC COM 64114K10 136 9343 SH SHARED 9343 D NETOPIA INC COM 64114K10 208 14313 SH SHARED 01 14313 D NETIQ CORP COM 64115P10 529 39929 SH SHARED 39929 D NETIQ CORP COM 64115P10 4397 331891 SH SHARED 01 261071 36500 34320 D NETIQ CORP COM 64115P10 115 8746 SH SHR/OTHR 01 8746 D NETIQ CORP COM 64115P10 521 39326 SH SHARED 02 39326 D NETSCOUT SYS INC COM 64115T10 2 300 SH SHARED 300 D NETSCOUT SYS INC COM 64115T10 98 12931 SH SHARED 02 12931 D NETRATINGS INC COM 64116M10 25 2200 SH SHARED 2200 D NETRATINGS INC COM 64116M10 77 6795 SH SHARED 02 6795 D NETSCREEN TECHNOLOGIES INC COM 64117V10 1932 78097 SH SHARED 78097 D NETSCREEN TECHNOLOGIES INC COM 64117V10 19292 779513 SH SHARED 01 615483 13430 150600 D NETSCREEN TECHNOLOGIES INC COM 64117V10 129 5232 SH SHARED 02 5232 D NETSCREEN TECHNOLOGIES INC COM 64117V10 2475 100000 SH SHARED 04 100000 D NETSCREEN TECHNOLOGIES INC COM 64117V10 3885 156990 SH SHARED 10 156990 D NETWORK APPLIANCE INC COM 64120L10 22480 1099849 SH SHARED 1098849 1000 D NETWORK APPLIANCE INC COM 64120L10 9433 461545 SH SHARED 01 136684 2400 322461 D NETWORK APPLIANCE INC COM 64120L10 983 48100 SH SHR/OTHR 01 48100 D NETWORK APPLIANCE INC COM 64120L10 6271 306825 SH SHARED 02 306825 D NETWORK APPLIANCE INC COM 64120L10 1022 50000 SH SHARED 04 50000 D NETWORK APPLIANCE INC COM 64120L10 38 1900 SH SHARED 05 1900 D NETWORK APPLIANCE INC COM 64120L10 67 3300 SH SHARED 06 3300 D NETWORK APPLIANCE INC COM 64120L10 3042 148838 SH SHARED 10 133828 15010 D NETWORK APPLIANCE INC COM 64120L10 921 45092 SH SHARED 14 45092 D NETWORK EQUIP TECHNOLOGIES COM 64120810 6 600 SH SHARED 600 D NETWORK EQUIP TECHNOLOGIES COM 64120810 164 14962 SH SHARED 02 14962 D NEUBERGER BERMAN CA INT MUN COM 64123C10 43 3300 SH SHARED 3300 D NETWORKS ASSOCS INC NOTE 5.250% 8/1 64123LAB 1 1000 PRN SHARED 01 1000 D NETWORKS ASSOCS INC NOTE 5.250% 8/1 64123LAB 1627 1500000 PRN SHARED 02 1500000 D NEUROGEN CORP COM 64124E10 13 1600 SH SHARED 1600 D NEUBERGER BERMAN NY INT MUN COM 64124K10 13 1000 SH SHARED 1000 D NEUROBIOLOGICAL TECHNOLOGIES COM 64124W10 1440 247110 SH SHARED 01 247110 D NEUROCRINE BIOSCIENCES INC COM 64125C10 405 7438 SH SHARED 7438 D NEUROCRINE BIOSCIENCES INC COM 64125C10 27586 505801 SH SHARED 01 472301 13500 20000 D NEUROCRINE BIOSCIENCES INC COM 64125C10 1787 32768 SH SHARED 02 32768 D NEUROCRINE BIOSCIENCES INC COM 64125C10 18189 333500 SH SHARED 04 333500 D NEUROCRINE BIOSCIENCES INC COM 64125C10 10 200 SH SHARED 05 200 D NEUROCRINE BIOSCIENCES INC COM 64125C10 8661 158813 SH SHARED 10 157813 1000 D NEUROCRINE BIOSCIENCES INC COM 64125C10 261 4800 SH SHARED 14 4800 D NEUBERGER BERMAN REAL INCM F COM 64126D10 56 3000 SH SHARED 3000 D NEUBERGER BERMAN RLTY INC FD COM 64126G10 10 600 SH SHARED 600 D NEW AMER HIGH INCOME FD INC COM 64187610 972 450088 SH SHARED 450088 D NEW CENTURY FINANCIAL CORP NOTE 3.500% 7/0 64352DAB 1 1000 PRN SHARED 01 1000 D NEW CENTURY FINANCIAL CORP COM 64352D10 882 22258 SH SHARED 22258 D NEW CENTURY FINANCIAL CORP COM 64352D10 3469 87450 SH SHARED 01 87450 D NEW CENTURY FINANCIAL CORP COM 64352D10 1027 25907 SH SHARED 02 25907 D NEW CENTURY FINANCIAL CORP COM 64352D10 47 1200 SH SHARED 10 1200 D NEW ENGLAND BUSINESS SVC INC COM 64387210 78 2659 SH SHARED 2659 D NEW ENGLAND BUSINESS SVC INC COM 64387210 86 2916 SH SHARED 01 2916 D NEW ENGLAND BUSINESS SVC INC COM 64387210 200 6799 SH SHARED 02 6799 D NEW FOCUS INC COM 64438310 4258 848246 SH SHARED 848246 D NEW FOCUS INC COM 64438310 13 2744 SH SHARED 01 2744 D NEW FOCUS INC COM 64438310 187 37346 SH SHARED 02 37346 D NEW FRONTIER MEDIA INC COM 64439810 156 16800 SH SHARED 16800 D NEW IRELAND FUND INC COM 64567310 101 6800 SH SHARED 6800 D NEW JERSEY RES COM 64602510 61 1604 SH SHARED 1604 D NEW JERSEY RES COM 64602510 2286 59372 SH SHARED 01 45248 14124 D NEW JERSEY RES COM 64602510 346 9000 SH SHR/OTHR 01 9000 D NEW JERSEY RES COM 64602510 695 18062 SH SHARED 02 18062 D NEW JERSEY RES COM 64602510 84 2200 SH SHARED 10 2200 D NEW PLAN EXCEL RLTY TR INC COM 64805310 2128 86270 SH SHARED 86270 D NEW PLAN EXCEL RLTY TR INC COM 64805310 979 39700 SH SHARED 01 25200 14500 D NEW PLAN EXCEL RLTY TR INC COM 64805310 830 33658 SH SHARED 02 33658 D NEW PLAN EXCEL RLTY TR INC COM 64805310 22891 927900 SH SHARED 10 927900 D NEW PLAN EXCEL RLTY TR INC COM 64805310 36370 1474300 SH SHARED 11 1474300 D NEW VY CORP *W EXP 06/14/200 64908011 0 150 SH SHARED 01 150 D NEW VY CORP *W EXP 06/14/200 64908011 0 4 SH SHARED 02 4 D NEW VY CORP COM PAR $.01 64908050 0 50 SH SHARED 01 50 D NEW VY CORP COM PAR $.01 64908050 0 21 SH SHARED 02 21 D NEW YORK CMNTY BANCORP INC COM 64944510 5027 132126 SH SHARED 132126 D NEW YORK CMNTY BANCORP INC COM 64944510 3703 97324 SH SHARED 01 97212 112 D NEW YORK CMNTY BANCORP INC COM 64944510 42 1125 SH SHR/OTHR 01 1125 D NEW YORK CMNTY BANCORP INC COM 64944510 2888 75922 SH SHARED 02 75922 D NEW YORK CMNTY BANCORP INC COM 64944510 55 1455 SH SHARED 14 1455 D NEW YORK HEALTH CARE INC COM NEW 64948720 96 35000 SH SHARED 01 35000 D NEW YORK TIMES CO CL A 65011110 17759 371608 SH SHARED 370608 1000 D NEW YORK TIMES CO CL A 65011110 3965 82986 SH SHARED 01 60245 22741 D NEW YORK TIMES CO CL A 65011110 148 3110 SH SHR/OTHR 01 3110 D NEW YORK TIMES CO CL A 65011110 2410 50445 SH SHARED 02 50445 D NEW YORK TIMES CO CL A 65011110 30 645 SH SHARED 05 645 D NEW YORK TIMES CO CL A 65011110 202 4230 SH SHARED 06 3230 1000 D NEW YORK TIMES CO CL A 65011110 2781 58196 SH SHARED 10 58196 D NEW YORK TIMES CO CL A 65011110 66 1400 SH SHARED 14 1400 D NEWCASTLE INVT CORP COM 65105M10 11734 433000 SH SHARED 433000 D NEWCASTLE INVT CORP COM 65105M10 40 1500 SH SHARED 01 1500 D NEWCASTLE INVT CORP COM 65105M10 1371 50601 SH SHARED 02 50601 D NEWELL RUBBERMAID INC COM 65122910 9 400 SH SHARED 400 D NEWELL RUBBERMAID INC COM 65122910 24242 1064650 SH SHARED 1064650 D NEWELL RUBBERMAID INC COM 65122910 876 38506 SH SHARED 01 37267 1239 D NEWELL RUBBERMAID INC COM 65122910 79 3500 SH SHR/OTHR 01 3500 D NEWELL RUBBERMAID INC COM 65122910 5210 228819 SH SHARED 02 228819 D NEWELL RUBBERMAID INC COM 65122910 40 1784 SH SHARED 05 1784 D NEWELL RUBBERMAID INC COM 65122910 249 10950 SH SHARED 06 10950 D NEWELL RUBBERMAID INC COM 65122910 2679 117657 SH SHARED 10 117657 D NEWELL RUBBERMAID INC COM 65122910 52 2300 SH SHARED 14 2300 D NEWFIELD EXPL CO COM 65129010 693 15580 SH SHARED 15580 D NEWFIELD EXPL CO COM 65129010 6216 139573 SH SHARED 01 139573 D NEWFIELD EXPL CO COM 65129010 821 18439 SH SHARED 02 18439 D NEWHALL LAND & FARMING CO CA DEPOSITARY REC 65142610 4 100 SH SHARED 100 D NEWHALL LAND & FARMING CO CA DEPOSITARY REC 65142610 356 8829 SH SHARED 01 8829 D NEWMONT MINING CORP COM 65163910 14 300 SH SHARED 300 D NEWMONT MINING CORP COM 65163910 78277 1610320 SH SHARED 1445934 164386 D NEWMONT MINING CORP COM 65163910 95273 1959954 SH SHARED 01 1828327 840 130787 D NEWMONT MINING CORP COM 65163910 453 9327 SH SHR/OTHR 01 370 8957 D NEWMONT MINING CORP COM 65163910 8296 170670 SH SHARED 02 170670 D NEWMONT MINING CORP COM 65163910 39933 821500 SH SHARED 04 821500 D NEWMONT MINING CORP COM 65163910 103 2131 SH SHARED 05 2131 D NEWMONT MINING CORP COM 65163910 6846 140850 SH SHARED 06 140350 500 D NEWMONT MINING CORP COM 65163910 23072 474639 SH SHARED 10 469702 4937 D NEWMONT MINING CORP COM 65163910 556 11443 SH SHARED 14 11443 D NEWPARK RES INC COM PAR $.01NEW 65171850 5 1200 SH SHARED 1200 D NEWPARK RES INC COM PAR $.01NEW 65171850 235 49087 SH SHARED 02 49087 D NEWPORT CORP COM 65182410 745 44874 SH SHARED 44874 D NEWPORT CORP COM 65182410 132 8001 SH SHARED 01 8001 D NEWPORT CORP COM 65182410 590 35500 SH SHARED 02 35500 D NEWS AMER INC NOTE 2/2 652482AZ 113487200155000 PRN SHARED 200155000 D NEWS CORP LTD ADR NEW 65248770 108072 2993705 SH SHARED 2993705 D NEWS CORP LTD ADR NEW 65248770 134 3733 SH SHARED 01 1193 2540 D NEWS CORP LTD ADR NEW 65248770 133 3700 SH SHR/OTHR 01 200 3500 D NEWS CORP LTD ADR NEW 65248770 7901 218872 SH SHARED 02 216500 2372 D NEWS CORP LTD ADR NEW 65248770 324 9000 SH SHARED 14 9000 D NEWS CORP LTD SP ADR PFD 65248780 1 53 SH SHARED 53 D NEWS CORP LTD SP ADR PFD 65248780 82896 2740393 SH SHARED 2740393 D NEWS CORP LTD SP ADR PFD 65248780 3311 109476 SH SHARED 01 108607 869 D NEWS CORP LTD SP ADR PFD 65248780 32 1087 SH SHR/OTHR 01 3 1084 D NEWS CORP LTD SP ADR PFD 65248780 7108 234992 SH SHARED 02 234992 D NEWTEK BUSINESS SVCS INC COM 65252610 0 100 SH SHARED 100 D NEWTEK BUSINESS SVCS INC COM 65252610 39 5620 SH SHARED 02 5620 D NEXMED INC COM 65290310 10 2700 SH SHARED 2700 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 133 132000 PRN SHARED 02 132000 D NEXTEL COMMUNICATIONS INC NOTE 6.000% 6/0 65332VBC 2 2000 PRN SHARED 01 2000 D NEXTEL COMMUNICATIONS INC NOTE 6.000% 6/0 65332VBC 5800 4678000 PRN SHARED 02 4678000 D NEXTEL COMMUNICATIONS INC CL A 65332V10 14 500 SH SHARED 500 D NEXTEL COMMUNICATIONS INC CL A 65332V10 102890 3666820 SH SHARED 3666820 D NEXTEL COMMUNICATIONS INC CL A 65332V10 9418 335638 SH SHARED 01 292688 42950 D NEXTEL COMMUNICATIONS INC CL A 65332V10 28 1000 SH SHR/OTHR 01 1000 D NEXTEL COMMUNICATIONS INC CL A 65332V10 19072 679705 SH SHARED 02 679705 D NEXTEL COMMUNICATIONS INC CL A 65332V10 2806 100000 SH SHARED 04 100000 D NEXTEL COMMUNICATIONS INC CL A 65332V10 136 4874 SH SHARED 05 4874 D NEXTEL COMMUNICATIONS INC CL A 65332V10 374 13331 SH SHARED 06 12331 1000 D NEXTEL COMMUNICATIONS INC CL A 65332V10 31301 1115524 SH SHARED 10 1053245 62279 D NEXTEL COMMUNICATIONS INC CL A 65332V10 1732 61755 SH SHARED 14 61755 D NEXTEL PARTNERS INC CL A 65333F10 3923 291697 SH SHARED 291697 D NEXTEL PARTNERS INC CL A 65333F10 10607 788625 SH SHARED 01 788625 D NEXTEL PARTNERS INC CL A 65333F10 113 8439 SH SHARED 02 8439 D NEXTEL PARTNERS INC CL A 65333F10 247 18400 SH SHARED 10 18400 D NEXEN INC COM 65334H10 32 890 SH SHARED 890 D NEXEN INC COM 65334H10 77 2150 SH SHARED 01 2150 D NEXEN INC COM 65334H10 1973 54659 SH SHARED 02 54659 D NEXEN INC COM 65334H10 2888 80000 SH SHARED 04 80000 D NEXEN INC COM 65334H10 18 500 SH SHARED 10 500 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 14 882 SH SHARED 882 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 3 218 SH SHARED 01 218 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 231 14000 SH SHR/OTHR 01 14000 D NICHOLAS APPLEGATE CV&INC FD COM 65370G10 262 17049 SH SHARED 01 17049 D NICOR INC COM 65408610 4715 138526 SH SHARED 138526 D NICOR INC COM 65408610 217 6400 SH SHARED 01 6400 D NICOR INC COM 65408610 584 17185 SH SHARED 02 17185 D NICOR INC COM 65408610 526 15458 SH SHARED 10 15458 D NIKE INC CL B 65410610 13 200 SH SHARED 200 D NIKE INC CL B 65410610 71207 1040128 SH SHARED 1039328 800 D NIKE INC CL B 65410610 10580 154546 SH SHARED 01 152946 1600 D NIKE INC CL B 65410610 184 2700 SH SHR/OTHR 01 2700 D NIKE INC CL B 65410610 8405 122776 SH SHARED 02 122776 D NIKE INC CL B 65410610 46689 682000 SH SHARED 04 682000 D NIKE INC CL B 65410610 89 1304 SH SHARED 05 1304 D NIKE INC CL B 65410610 5205 76040 SH SHARED 06 62640 13400 D NIKE INC CL B 65410610 7522 109886 SH SHARED 10 98296 11590 D NIKE INC CL B 65410610 424 6200 SH SHARED 14 6200 D 99 CENTS ONLY STORES COM 65440K10 1096 40283 SH SHARED 40283 D 99 CENTS ONLY STORES COM 65440K10 622 22863 SH SHARED 01 22863 D 99 CENTS ONLY STORES COM 65440K10 22 823 SH SHR/OTHR 01 823 D 99 CENTS ONLY STORES COM 65440K10 601 22106 SH SHARED 02 22106 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 138 5644 SH SHARED 5644 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 156 6360 SH SHARED 01 6360 D NISOURCE INC COM 65473P10 81465 3713101 SH SHARED 3713101 D NISOURCE INC COM 65473P10 2378 108399 SH SHARED 01 56009 52390 D NISOURCE INC COM 65473P10 196 8957 SH SHR/OTHR 01 8957 D NISOURCE INC COM 65473P10 1950 88886 SH SHARED 02 88886 D NISOURCE INC COM 65473P10 40 1849 SH SHARED 05 1849 D NISOURCE INC COM 65473P10 61 2800 SH SHARED 06 2800 D NISOURCE INC COM 65473P10 2511 114470 SH SHARED 10 102886 11584 D NISOURCE INC COM 65473P10 68 3100 SH SHARED 14 3100 D NISSAN MOTORS SPONSORED ADR 65474440 3367 149928 SH SHARED 149928 D NISSAN MOTORS SPONSORED ADR 65474440 763 33998 SH SHARED 01 8222 25776 D NITROMED INC COM 65479850 5463 760468 SH SHARED 02 760468 D NOKIA CORP SPONSORED ADR 65490220 12800 752957 SH SHARED 734057 18900 D NOKIA CORP SPONSORED ADR 65490220 78517 4618699 SH SHARED 01 284611 4334088 D NOKIA CORP SPONSORED ADR 65490220 8226 483917 SH SHR/OTHR 01 900 483017 D NOKIA CORP SPONSORED ADR 65490220 3633 213714 SH SHARED 02 213714 D NOKIA CORP SPONSORED ADR 65490220 25950 1526491 SH SHARED 10 1526491 D NOKIA CORP SPONSORED ADR 65490220 11043 649591 SH SHARED 12 649591 D NOKIA CORP SPONSORED ADR 65490220 1635 96204 SH SHARED 14 96204 D NOBLE ENERGY INC COM 65504410 1970 44347 SH SHARED 44347 D NOBLE ENERGY INC COM 65504410 3433 77278 SH SHARED 01 75303 1975 D NOBLE ENERGY INC COM 65504410 361 8130 SH SHR/OTHR 01 8130 D NOBLE ENERGY INC COM 65504410 1520 34213 SH SHARED 02 34213 D NOBLE INTL LTD COM 65505310 6 289 SH SHARED 289 D NOLAND CO COM 65528610 16 400 SH SHARED 02 400 D NOMURA HLDGS INC SPONSORED ADR 65535H20 1128 66681 SH SHARED 01 66681 D NORANDA INC COM 65542210 29 1856 SH SHARED 01 1856 D NORANDA INC COM 65542210 1124 70876 SH SHARED 02 70876 D NORANDA INC COM 65542210 25 1600 SH SHARED 10 1600 D NORANDA INC COM 65542210 39 2500 SH SHARED 14 2500 D NORDSON CORP COM 65566310 602 17411 SH SHARED 17411 D NORDSON CORP COM 65566310 6016 173846 SH SHARED 01 173846 D NORDSON CORP COM 65566310 856 24745 SH SHARED 02 24745 D NORDSTROM INC COM 65566410 10839 316026 SH SHARED 316026 D NORDSTROM INC COM 65566410 3125 91108 SH SHARED 01 85450 5658 D NORDSTROM INC COM 65566410 2836 82710 SH SHARED 02 82710 D NORDSTROM INC COM 65566410 25 737 SH SHARED 05 737 D NORDSTROM INC COM 65566410 2236 65203 SH SHARED 10 48374 16829 D NORFOLK SOUTHERN CORP COM 65584410 7 300 SH SHARED 300 D NORFOLK SOUTHERN CORP COM 65584410 38349 1621536 SH SHARED 1621536 D NORFOLK SOUTHERN CORP COM 65584410 6928 292951 SH SHARED 01 183880 109071 D NORFOLK SOUTHERN CORP COM 65584410 2188 92556 SH SHR/OTHR 01 22190 70366 D NORFOLK SOUTHERN CORP COM 65584410 4480 189437 SH SHARED 02 189437 D NORFOLK SOUTHERN CORP COM 65584410 52 2210 SH SHARED 05 2210 D NORFOLK SOUTHERN CORP COM 65584410 81 3450 SH SHARED 06 3450 D NORFOLK SOUTHERN CORP COM 65584410 3675 155410 SH SHARED 10 138278 17132 D NORFOLK SOUTHERN CORP COM 65584410 75 3200 SH SHARED 14 3200 D NORSK HYDRO A S SPONSORED ADR 65653160 98 1590 SH SHARED 1590 D NORSK HYDRO A S SPONSORED ADR 65653160 5299 85759 SH SHARED 02 85759 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 10994 1879452 SH SHARED 1879452 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 15613 2668948 SH SHARED 01 2668948 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 44576 47371000 PRN SHARED 47371000 D NORTEL NETWORKS CORP NEW COM 65656810 17 4108 SH SHARED 4108 D NORTEL NETWORKS CORP NEW COM 65656810 5081 1201371 SH SHARED 1107561 93810 D NORTEL NETWORKS CORP NEW COM 65656810 4025 951737 SH SHARED 01 918265 12400 21072 D NORTEL NETWORKS CORP NEW COM 65656810 19 4500 SH SHR/OTHR 01 1000 3500 D NORTEL NETWORKS CORP NEW COM 65656810 9211 2177678 SH SHARED 02 2177678 D NORTEL NETWORKS CORP NEW COM 65656810 1692 400000 SH SHARED 04 400000 D NORTEL NETWORKS CORP NEW COM 65656810 815 192900 SH SHARED 05 192900 D NORTEL NETWORKS CORP NEW COM 65656810 1548 366000 SH SHARED 06 361000 5000 D NORTEL NETWORKS CORP NEW COM 65656810 319 75500 SH SHARED 10 75500 D NORTEL NETWORKS CORP NEW COM 65656810 128 30260 SH SHARED 14 30260 D NORTH AMERN PALLADIUM LTD COM 65691210 49 6300 SH SHARED 6300 D NORTH COAST ENERGY INC COM NEW 65864970 1 100 SH SHARED 100 D NORTH COAST ENERGY INC COM NEW 65864970 15 1404 SH SHARED 02 1404 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 109 4300 SH SHARED 01 4300 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 109 4300 SH SHR/OTHR 01 4300 D NORTH FORK BANCORPORATION NY COM 65942410 20709 511729 SH SHARED 511729 D NORTH FORK BANCORPORATION NY COM 65942410 5321 131494 SH SHARED 01 16713 114781 D NORTH FORK BANCORPORATION NY COM 65942410 114 2841 SH SHR/OTHR 01 800 2041 D NORTH FORK BANCORPORATION NY COM 65942410 10343 255587 SH SHARED 02 255587 D NORTH FORK BANCORPORATION NY COM 65942410 28 714 SH SHARED 05 714 D NORTH FORK BANCORPORATION NY COM 65942410 58 1450 SH SHARED 06 1450 D NORTH FORK BANCORPORATION NY COM 65942410 2480 61281 SH SHARED 10 54532 6749 D NORTH FORK BANCORPORATION NY COM 65942410 45 1126 SH SHARED 14 1126 D NORTH PITTSBURGH SYS INC COM 66156210 7 400 SH SHARED 400 D NORTH PITTSBURGH SYS INC COM 66156210 27 1400 SH SHARED 01 1400 D NORTH PITTSBURGH SYS INC COM 66156210 194 9975 SH SHARED 02 9975 D NORTHEAST UTILS COM 66439710 81915 4061268 SH SHARED 4061268 D NORTHEAST UTILS COM 66439710 1096 54358 SH SHARED 01 52863 1495 D NORTHEAST UTILS COM 66439710 1756 87078 SH SHARED 02 87078 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 371 9453 SH SHARED 9453 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 68 1747 SH SHARED 01 1347 400 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 66 1700 SH SHR/OTHR 01 1700 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 261 6657 SH SHARED 02 6657 D NORTHERN STS FINL CORP COM 66575110 2 100 SH SHARED 100 D NORTHERN STS FINL CORP COM 66575110 62 2195 SH SHARED 02 2195 D NORTHERN TR CORP COM 66585910 59182 1278792 SH SHARED 1278792 D NORTHERN TR CORP COM 66585910 3631 78472 SH SHARED 01 15800 62672 D NORTHERN TR CORP COM 66585910 3356 72536 SH SHR/OTHR 01 16300 56236 D NORTHERN TR CORP COM 66585910 7739 167223 SH SHARED 02 167223 D NORTHERN TR CORP COM 66585910 1985 42900 SH SHARED 03 18600 24300 D NORTHERN TR CORP COM 66585910 1689 36500 SH SHARED 04 36500 D NORTHERN TR CORP COM 66585910 1126 24342 SH SHARED 05 24342 D NORTHERN TR CORP COM 66585910 210 4550 SH SHARED 06 3550 1000 D NORTHERN TR CORP COM 66585910 3693 79810 SH SHARED 10 79810 D NORTHERN TR CORP COM 66585910 83 1800 SH SHARED 14 1800 D NORTHGATE EXPL LTD COM 66641610 15 7600 SH SHARED 7600 D NORTHGATE EXPL LTD COM 66641610 960 468400 SH SHARED 04 468400 D NORTHROP GRUMMAN CORP COM 66680710 9 100 SH SHARED 100 D NORTHROP GRUMMAN CORP COM 66680710 157713 1649725 SH SHARED 1630725 19000 D NORTHROP GRUMMAN CORP COM 66680710 7414 77555 SH SHARED 01 38445 39110 D NORTHROP GRUMMAN CORP COM 66680710 762 7973 SH SHR/OTHR 01 307 7666 D NORTHROP GRUMMAN CORP COM 66680710 33925 354870 SH SHARED 02 354870 D NORTHROP GRUMMAN CORP COM 66680710 92 967 SH SHARED 05 967 D NORTHROP GRUMMAN CORP COM 66680710 442 4630 SH SHARED 06 4630 D NORTHROP GRUMMAN CORP COM 66680710 6955 72760 SH SHARED 10 64698 8062 D NORTHROP GRUMMAN CORP COM 66680710 1285 13449 SH SHARED 14 13449 D NORTHWEST AIRLS CORP CL A 66728010 642 50843 SH SHARED 50843 D NORTHWEST AIRLS CORP CL A 66728010 106 8406 SH SHARED 01 8406 D NORTHWEST AIRLS CORP CL A 66728010 25 2000 SH SHR/OTHR 01 2000 D NORTHWEST AIRLS CORP CL A 66728010 801 63412 SH SHARED 02 63412 D NORTHWEST BANCORP INC PA COM 66732810 6 300 SH SHARED 300 D NORTHWEST BANCORP INC PA COM 66732810 236 11100 SH SHARED 02 11100 D NORTHWEST NAT GAS CO COM 66765510 15 500 SH SHARED 500 D NORTHWEST NAT GAS CO COM 66765510 1011 32887 SH SHARED 01 32700 187 D NORTHWEST NAT GAS CO COM 66765510 524 17049 SH SHARED 02 17049 D NORTHWEST NAT GAS CO COM 66765510 64 2110 SH SHARED 10 2110 D NOVA CHEMICALS CORP COM 66977W10 129 4807 SH SHARED 4807 D NOVA CHEMICALS CORP COM 66977W10 18 700 SH SHARED 01 700 D NOVA CHEMICALS CORP COM 66977W10 1 66 SH SHR/OTHR 01 66 D NOVA CHEMICALS CORP COM 66977W10 1141 42343 SH SHARED 02 42343 D NOVA CHEMICALS CORP COM 66977W10 18 700 SH SHARED 10 700 D NOVARTIS A G SPONSORED ADR 66987V10 1458 31774 SH SHARED 01 31774 D NOVARTIS A G SPONSORED ADR 66987V10 137 3000 SH SHR/OTHR 01 3000 D NOVARTIS A G SPONSORED ADR 66987V10 7 160 SH SHARED 02 160 D NU HORIZONS ELECTRS CORP COM 66990810 104 10700 SH SHARED 10700 D NOVADIGM INC COM 66993710 54 14100 SH SHARED 14100 D NOVASTAR FINL INC COM 66994740 1541 35888 SH SHARED 35888 D NOVASTAR FINL INC COM 66994740 988 23000 SH SHARED 01 23000 D NOVASTAR FINL INC COM 66994740 807 18803 SH SHARED 02 18803 D NOVASTAR FINL INC COM 66994740 60 1400 SH SHARED 10 1400 D NUANCE COMMUNICATIONS INC COM 66996710 132 17335 SH SHARED 17335 D NUANCE COMMUNICATIONS INC COM 66996710 32 4273 SH SHARED 01 4273 D NUANCE COMMUNICATIONS INC COM 66996710 43 5704 SH SHARED 02 5704 D NOVAVAX INC COM 67000210 237 39526 SH SHARED 39526 D NOVAVAX INC COM 67000210 58 9801 SH SHARED 01 9801 D NOVAVAX INC COM 67000210 22 3820 SH SHARED 02 3820 D NOVELL INC COM 67000610 8894 844652 SH SHARED 839652 5000 D NOVELL INC COM 67000610 100 9500 SH SHARED 01 8500 1000 D NOVELL INC COM 67000610 442 42000 SH SHR/OTHR 01 42000 D NOVELL INC COM 67000610 1344 127635 SH SHARED 02 127635 D NOVELL INC COM 67000610 13 1263 SH SHARED 05 1263 D NOVELL INC COM 67000610 1540 146264 SH SHARED 10 129844 16420 D NOVELLUS SYS INC COM 67000810 27514 654335 SH SHARED 495070 159265 D NOVELLUS SYS INC COM 67000810 51116 1215611 SH SHARED 01 839785 3800 372026 D NOVELLUS SYS INC COM 67000810 3131 74480 SH SHR/OTHR 01 8940 65540 D NOVELLUS SYS INC COM 67000810 5243 124690 SH SHARED 02 124690 D NOVELLUS SYS INC COM 67000810 4205 100000 SH SHARED 04 100000 D NOVELLUS SYS INC COM 67000810 40 969 SH SHARED 05 969 D NOVELLUS SYS INC COM 67000810 210 5000 SH SHARED 06 5000 D NOVELLUS SYS INC COM 67000810 4145 98581 SH SHARED 10 91832 6749 D NOVELLUS SYS INC COM 67000810 1698 40388 SH SHARED 14 40388 D NOVEN PHARMACEUTICALS INC COM 67000910 15 1004 SH SHARED 1004 D NOVEN PHARMACEUTICALS INC COM 67000910 204 13433 SH SHARED 02 13433 D NOVOSTE CORP COM 67010C10 38 7956 SH SHARED 7956 D NOVOSTE CORP COM 67010C10 9 1898 SH SHARED 01 1898 D NOVOSTE CORP COM 67010C10 52 10863 SH SHARED 02 10863 D NOVO-NORDISK A S ADR 67010020 307 7500 SH SHARED 01 7500 D NOVO-NORDISK A S ADR 67010020 8 200 SH SHR/OTHR 01 200 D NOVO-NORDISK A S ADR 67010020 2997 73175 SH SHARED 02 73175 D NU SKIN ENTERPRISES INC CL A 67018T10 131 7717 SH SHARED 7717 D NU SKIN ENTERPRISES INC CL A 67018T10 27 1600 SH SHARED 01 1600 D NU SKIN ENTERPRISES INC CL A 67018T10 313 18336 SH SHARED 02 18336 D NPTEST HLDG CORP COM 67019A10 22 2000 SH SHARED 01 2000 D NPTEST HLDG CORP COM 67019A10 772 70000 SH SHARED 04 70000 D NSTAR COM 67019E10 2054 42354 SH SHARED 42354 D NSTAR COM 67019E10 853 17591 SH SHARED 01 17591 D NSTAR COM 67019E10 35 738 SH SHR/OTHR 01 738 D NSTAR COM 67019E10 1383 28520 SH SHARED 02 28520 D NUCOR CORP COM 67034610 84 1500 SH SHARED 1500 D NUCOR CORP COM 67034610 10620 189649 SH SHARED 189449 200 D NUCOR CORP COM 67034610 8020 143224 SH SHARED 01 143224 D NUCOR CORP COM 67034610 1499 26783 SH SHARED 02 26783 D NUCOR CORP COM 67034610 39 710 SH SHARED 05 710 D NUCOR CORP COM 67034610 39 700 SH SHARED 06 700 D NUCOR CORP COM 67034610 1749 31243 SH SHARED 10 27718 3525 D NUCOR CORP COM 67034610 61 1100 SH SHARED 14 1100 D NUEVO ENERGY CO COM 67050910 139 5773 SH SHARED 5773 D NUEVO ENERGY CO COM 67050910 3922 162291 SH SHARED 01 162291 D NUEVO ENERGY CO COM 67050910 282 11684 SH SHARED 02 11684 D NUEVO ENERGY CO COM 67050910 108 4500 SH SHARED 10 4500 D NUVEEN INSD PREM INCOME MUN COM 6706D810 26 1804 SH SHARED 01 1804 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 69 5500 SH SHR/OTHR 01 5500 D NUVEEN CALIF PREM INCOME MUN COM 6706L010 34 2500 SH SHR/OTHR 01 2500 D NUVEEN INSD CALIF PREM INCOM COM 67061X10 16 1000 SH SHARED 01 1000 D NUVEEN CA INVT QUALITY MUN F COM 67062A10 88 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 35 2324 SH SHARED 2324 D NUVEEN INVT QUALITY MUN FD I COM 67062E10 8 576 SH SHARED 01 576 D NUVEEN INSD QUALITY MUN FD I COM 67062N10 2 179 SH SHARED 01 179 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 45 3000 SH SHR/OTHR 01 3000 D NUVEEN PREM INCOME MUN FD COM 67062T10 1 81 SH SHARED 81 D NUVEEN PREM INCOME MUN FD COM 67062T10 0 19 SH SHARED 01 19 D NUVEEN N Y INVT QUALITY MUN COM 67062X10 110 6972 SH SHARED 6972 D NUVEEN N Y INVT QUALITY MUN COM 67062X10 27 1728 SH SHARED 01 1728 D NVIDIA CORP COM 67066G10 12027 518422 SH SHARED 518422 D NVIDIA CORP COM 67066G10 660 28483 SH SHARED 01 28283 200 D NVIDIA CORP COM 67066G10 3445 148515 SH SHARED 02 148515 D NVIDIA CORP COM 67066G10 6960 300000 SH SHARED 04 300000 D NVIDIA CORP COM 67066G10 8 373 SH SHARED 05 373 D NVIDIA CORP COM 67066G10 2436 105000 SH SHARED 06 105000 D NVIDIA CORP COM 67066G10 2040 87942 SH SHARED 10 80891 7051 D NVIDIA CORP COM 67066G10 348 15000 SH SHARED 14 15000 D NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 21 1363 SH SHARED 1363 D NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 17 1118 SH SHARED 01 1118 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 NUVEEN CA DIV ADVANTG MUN FD COM 67069X10 70 5000 SH SHR/OTHR 01 5000 D NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y10 66 5000 SH SHR/OTHR 01 5000 D NYFIX INC COM 67071210 3 400 SH SHARED 400 D NYFIX INC COM 67071210 17 2250 SH SHARED 01 2250 D NYFIX INC COM 67071210 148 18772 SH SHARED 02 18772 D NYFIX INC COM 67071210 32 4100 SH SHARED 10 4100 D NUVEEN QUALITY PFD INCOME FD COM 67072C10 2 161 SH SHARED 161 D NUVEEN QUALITY PFD INCOME FD COM 67072C10 0 39 SH SHARED 01 39 D NUVELO INC COM 67072M10 214 61290 SH SHARED 61290 D NUVELO INC COM 67072M10 52 14974 SH SHARED 01 14974 D NUVELO INC COM 67072M10 112 32187 SH SHARED 02 32187 D O CHARLEYS INC COM 67082310 5096 283912 SH SHARED 283912 D O CHARLEYS INC COM 67082310 588 32759 SH SHARED 32759 D O CHARLEYS INC COM 67082310 103 5768 SH SHARED 01 5768 D O CHARLEYS INC COM 67082310 248 13838 SH SHARED 02 13838 D OGE ENERGY CORP COM 67083710 362 15000 SH SHARED 15000 D OGE ENERGY CORP COM 67083710 1702 70397 SH SHARED 70397 D OGE ENERGY CORP COM 67083710 1257 52000 SH SHARED 01 46800 5200 D OGE ENERGY CORP COM 67083710 108 4480 SH SHR/OTHR 01 4480 D OGE ENERGY CORP COM 67083710 1200 49637 SH SHARED 02 49637 D OM GROUP INC COM 67087210 13 500 SH SHARED 500 D OM GROUP INC COM 67087210 591 22600 SH SHARED 01 22600 D OM GROUP INC COM 67087210 496 18952 SH SHARED 02 18952 D NUVEEN INVTS INC CL A 67090F10 51 1932 SH SHARED 1932 D NUVEEN INVTS INC CL A 67090F10 2 100 SH SHARED 01 100 D NUVEEN INVTS INC CL A 67090F10 49 1852 SH SHARED 02 1852 D NUVEEN MUN VALUE FD INC COM 67092810 37 4000 SH SHARED 4000 D NUVEEN PA INVT QUALITY MUN F COM 67097210 9 600 SH SHARED 01 600 D NUVEEN NY SELECT QUALITY MUN COM 67097610 111 7000 SH SHR/OTHR 01 7000 D NUVEEN QUALITY INCOME MUN FD COM 67097710 65 4488 SH SHARED 4488 D NUVEEN QUALITY INCOME MUN FD COM 67097710 16 1112 SH SHARED 01 1112 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 85 5300 SH SHARED 01 5300 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 165 10204 SH SHR/OTHR 01 10204 D NUVEEN CALIF QUALITY INCM MU COM 67098510 239 15450 SH SHR/OTHR 01 15450 D NUVEEN NY QUALITY INCM MUN F COM 67098610 111 7200 SH SHR/OTHR 01 7200 D NUVEEN PREMIER INSD MUN INCO COM 67098710 161 9937 SH SHARED 9937 D NUVEEN PREMIER INSD MUN INCO COM 67098710 39 2463 SH SHARED 01 2463 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 2143 2150000 PRN SHARED 02 2150000 D OSI PHARMACEUTICALS INC COM 67104010 366 11376 SH SHARED 11376 D OSI PHARMACEUTICALS INC COM 67104010 328 10176 SH SHARED 01 10176 D OSI PHARMACEUTICALS INC COM 67104010 1248 38716 SH SHARED 02 38716 D OSI PHARMACEUTICALS INC COM 67104010 45969 1425400 SH SHARED 04 1425400 D OSI PHARMACEUTICALS INC COM 67104010 2776 86095 SH SHARED 10 77095 9000 D OSI PHARMACEUTICALS INC COM 67104010 583 18100 SH SHARED 14 18100 D OSI SYSTEMS INC COM 67104410 223 11648 SH SHARED 11648 D OSI SYSTEMS INC COM 67104410 2976 154952 SH SHARED 01 136452 18500 D OSI SYSTEMS INC COM 67104410 166 8692 SH SHARED 02 8692 D OSI SYSTEMS INC COM 67104410 303 15800 SH SHARED 05 15800 D OAK HILL FINL INC COM 67133710 3 100 SH SHARED 100 D OAK HILL FINL INC COM 67133710 69 2292 SH SHARED 02 2292 D OAKLEY INC COM 67366210 48 3500 SH SHARED 3500 D OAKLEY INC COM 67366210 193 13980 SH SHARED 13980 D OAKLEY INC COM 67366210 22 1594 SH SHR/OTHR 01 1594 D OAKLEY INC COM 67366210 227 16428 SH SHARED 02 16428 D OCCIDENTAL PETE CORP DEL COM 67459910 1081 25600 SH SHARED 25600 D OCCIDENTAL PETE CORP DEL COM 67459910 43032 1018772 SH SHARED 1018772 D OCCIDENTAL PETE CORP DEL COM 67459910 30484 721690 SH SHARED 01 718690 3000 D OCCIDENTAL PETE CORP DEL COM 67459910 203 4826 SH SHR/OTHR 01 4826 D OCCIDENTAL PETE CORP DEL COM 67459910 8108 191969 SH SHARED 02 191969 D OCCIDENTAL PETE CORP DEL COM 67459910 6758 160000 SH SHARED 04 160000 D OCCIDENTAL PETE CORP DEL COM 67459910 90 2143 SH SHARED 05 2143 D OCCIDENTAL PETE CORP DEL COM 67459910 966 22878 SH SHARED 06 22878 D OCCIDENTAL PETE CORP DEL COM 67459910 9081 214991 SH SHARED 10 198061 16930 D OCCIDENTAL PETE CORP DEL COM 67459910 126 3000 SH SHARED 14 3000 D OCEANEERING INTL INC COM 67523210 106 3800 SH SHARED 3800 D OCEANEERING INTL INC COM 67523210 306 10937 SH SHARED 10937 D OCEANEERING INTL INC COM 67523210 2074 74098 SH SHARED 01 74098 D OCEANEERING INTL INC COM 67523210 628 22457 SH SHARED 02 22457 D OCEANFIRST FINL CORP COM 67523410 55 2028 SH SHARED 2028 D OCEANFIRST FINL CORP COM 67523410 620 22858 SH SHARED 01 22858 D OCEANFIRST FINL CORP COM 67523410 116 4285 SH SHARED 02 4285 D OCTEL CORP COM 67572710 9 500 SH SHARED 500 D OCTEL CORP COM 67572710 131 6695 SH SHARED 02 6695 D OCULAR SCIENCES INC COM 67574410 1089 37958 SH SHARED 37958 D OCULAR SCIENCES INC COM 67574410 1488 51852 SH SHARED 01 46127 5100 625 D OCULAR SCIENCES INC COM 67574410 15 542 SH SHR/OTHR 01 542 D OCULAR SCIENCES INC COM 67574410 356 12400 SH SHARED 02 12400 D OCULAR SCIENCES INC COM 67574410 18 630 SH SHARED 10 630 D OCWEN FINL CORP COM 67574610 5 600 SH SHARED 600 D OCWEN FINL CORP COM 67574610 7 800 SH SHARED 01 800 D OCWEN FINL CORP COM 67574610 241 27233 SH SHARED 02 27233 D ODYSSEY HEALTHCARE INC COM 67611V10 116 3942 SH SHARED 3942 D ODYSSEY HEALTHCARE INC COM 67611V10 85 2900 SH SHARED 01 2900 D ODYSSEY HEALTHCARE INC COM 67611V10 692 23521 SH SHARED 02 23521 D ODYSSEY HEALTHCARE INC COM 67611V10 85 2900 SH SHARED 10 2900 D ODYSSEY RE HLDGS CORP DBCV 4.375% 6/1 67612WAB 1178 1000000 PRN SHARED 1000000 D ODYSSEY RE HLDGS CORP COM 67612W10 175 7799 SH SHARED 02 7799 D OFFICE DEPOT INC COM 67622010 807 48300 SH SHARED 48300 D OFFICE DEPOT INC COM 67622010 12527 749710 SH SHARED 749710 D OFFICE DEPOT INC COM 67622010 4895 292978 SH SHARED 01 290287 2691 D OFFICE DEPOT INC COM 67622010 601 36000 SH SHR/OTHR 01 36000 D OFFICE DEPOT INC COM 67622010 3298 197392 SH SHARED 02 197392 D OFFICE DEPOT INC COM 67622010 18168 1087300 SH SHARED 03 1036900 50400 D OFFICE DEPOT INC COM 67622010 10861 650000 SH SHARED 04 650000 D OFFICE DEPOT INC COM 67622010 1804 108015 SH SHARED 05 66770 41245 D OFFICE DEPOT INC COM 67622010 50 3000 SH SHARED 06 3000 D OFFICE DEPOT INC COM 67622010 2417 144647 SH SHARED 10 109577 35070 D OFFICE DEPOT INC COM 67622010 63 3800 SH SHARED 14 3800 D OFFSHORE LOGISTICS INC COM 67625510 7 300 SH SHARED 300 D OFFSHORE LOGISTICS INC COM 67625510 29 1200 SH SHARED 01 1200 D OFFSHORE LOGISTICS INC COM 67625510 300 12237 SH SHARED 02 12237 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 1047 1000000 PRN SHARED 02 1000000 D OHIO CAS CORP COM 67724010 441 25422 SH SHARED 25422 D OHIO CAS CORP COM 67724010 272 15673 SH SHARED 01 15673 D OHIO CAS CORP COM 67724010 578 33328 SH SHR/OTHR 01 33328 D OHIO CAS CORP COM 67724010 881 50785 SH SHARED 02 50785 D OHIO CAS CORP COM 67724010 5847 336855 SH SHARED 10 336855 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 6237 100600 SH SHARED 100000 600 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 24 400 SH SHARED 01 400 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 2114 34100 SH SHARED 02 34100 D OIL STS INTL INC COM 67802610 52 3777 SH SHARED 3777 D OIL STS INTL INC COM 67802610 234 16843 SH SHARED 02 16843 D OLD DOMINION FGHT LINES INC COM 67958010 13 400 SH SHARED 400 D OLD DOMINION FGHT LINES INC COM 67958010 255 7499 SH SHARED 02 7499 D OLD NATL BANCORP IND COM 68003310 1528 66913 SH SHARED 66913 D OLD NATL BANCORP IND COM 68003310 351 15362 SH SHARED 01 15362 D OLD NATL BANCORP IND COM 68003310 2 100 SH SHR/OTHR 01 100 D OLD NATL BANCORP IND COM 68003310 143 6267 SH SHARED 02 6267 D OLD POINT FINL CORP COM 68019410 3 100 SH SHARED 100 D OLD POINT FINL CORP COM 68019410 50 1604 SH SHARED 02 1604 D OLD REP INTL CORP COM 68022310 469 18500 SH SHARED 18500 D OLD REP INTL CORP COM 68022310 3239 127748 SH SHARED 127748 D OLD REP INTL CORP COM 68022310 1547 61035 SH SHARED 01 60235 800 D OLD REP INTL CORP COM 68022310 1613 63606 SH SHARED 02 63606 D OLD REP INTL CORP COM 68022310 75 2966 SH SHARED 06 2966 D OLD SECOND BANCORP INC ILL COM 68027710 19 400 SH SHARED 400 D OLD SECOND BANCORP INC ILL COM 68027710 282 5708 SH SHARED 02 5708 D OLIN CORP COM PAR $1 68066520 222 11100 SH SHARED 11100 D OLIN CORP COM PAR $1 68066520 794 39588 SH SHARED 39588 D OLIN CORP COM PAR $1 68066520 333 16614 SH SHARED 01 16614 D OLIN CORP COM PAR $1 68066520 60 3000 SH SHR/OTHR 01 3000 D OLIN CORP COM PAR $1 68066520 1147 57226 SH SHARED 02 57226 D OMNICARE INC COM 68190410 4076 100931 SH SHARED 100931 D OMNICARE INC COM 68190410 2213 54800 SH SHARED 01 47700 7100 D OMNICARE INC COM 68190410 1287 31874 SH SHARED 02 31874 D OMNICARE INC COM 68190410 807 20000 SH SHARED 10 20000 D OMNICOM GROUP INC NOTE 2/0 681919AK 118287117000000 PRN SHARED 117000000 D OMNICOM GROUP INC NOTE 2/0 681919AK 222 220000 PRN SHARED 02 220000 D OMNICOM GROUP INC NOTE 7/3 681919AM 157170154089000 PRN SHARED 154089000 D OMNICOM GROUP INC NOTE 7/3 681919AM 26394 25877000 PRN SHARED 02 25877000 D OMNICOM GROUP INC COM 68191910 8 100 SH SHARED 100 D OMNICOM GROUP INC COM 68191910 37043 424175 SH SHARED 424175 D OMNICOM GROUP INC COM 68191910 27182 311266 SH SHARED 01 172115 139151 D OMNICOM GROUP INC COM 68191910 4163 47680 SH SHR/OTHR 01 2980 44700 D OMNICOM GROUP INC COM 68191910 14245 163119 SH SHARED 02 163119 D OMNICOM GROUP INC COM 68191910 231 2650 SH SHARED 03 2650 D OMNICOM GROUP INC COM 68191910 405 4642 SH SHARED 05 4642 D OMNICOM GROUP INC COM 68191910 340 3900 SH SHARED 06 3200 700 D OMNICOM GROUP INC COM 68191910 28410 325320 SH SHARED 10 315156 10164 D OMNICOM GROUP INC COM 68191910 3096 35462 SH SHARED 14 35462 D OMEGA HEALTHCARE INVS INC COM 68193610 20 2147 SH SHARED 2147 D OMEGA HEALTHCARE INVS INC COM 68193610 5 600 SH SHARED 01 600 D OMEGA HEALTHCARE INVS INC COM 68193610 344 36958 SH SHARED 02 10558 26400 D 1-800 CONTACTS INC COM 68197710 4 200 SH SHARED 200 D 1-800 CONTACTS INC COM 68197710 81 3897 SH SHARED 02 3897 D OMEGA FINL CORP COM 68209210 3 100 SH SHARED 100 D OMEGA FINL CORP COM 68209210 237 6237 SH SHARED 02 6237 D OMEGA PROTEIN CORP COM 68210P10 51 6700 SH SHARED 6700 D OMEGA PROTEIN CORP COM 68210P10 31 4112 SH SHARED 02 4112 D OMNIVISION TECHNOLOGIES INC COM 68212810 126 2282 SH SHARED 2282 D OMNIVISION TECHNOLOGIES INC COM 68212810 988 17900 SH SHARED 01 17900 D OMNIVISION TECHNOLOGIES INC COM 68212810 1010 18292 SH SHARED 02 18292 D OMNIVISION TECHNOLOGIES INC COM 68212810 33 600 SH SHARED 10 600 D OMNOVA SOLUTIONS INC COM 68212910 3 700 SH SHARED 700 D OMNOVA SOLUTIONS INC COM 68212910 105 21932 SH SHARED 02 21932 D OMNICELL INC COM 68213N10 35 2200 SH SHARED 2200 D OMNICELL INC COM 68213N10 1704 105200 SH SHARED 01 105200 D OMNICELL INC COM 68213N10 156 9681 SH SHARED 02 9681 D OMNICELL INC COM 68213N10 90 5600 SH SHARED 10 5600 D ON ASSIGNMENT INC COM 68215910 556 106727 SH SHARED 106727 D ON ASSIGNMENT INC COM 68215910 93 18000 SH SHARED 01 18000 D ON SEMICONDUCTOR CORP COM 68218910 71 11005 SH SHARED 11005 D ON SEMICONDUCTOR CORP COM 68218910 17 2629 SH SHARED 01 2629 D ON SEMICONDUCTOR CORP COM 68218910 156 24125 SH SHARED 02 24125 D ONE LIBERTY PPTYS INC COM 68240610 2992 150000 SH SHARED 11 150000 D 1 800 FLOWERS COM CL A 68243Q10 122 11092 SH SHARED 11092 D 1 800 FLOWERS COM CL A 68243Q10 136 12344 SH SHARED 02 12344 D ONEIDA FINL CORP COM 68247810 8 400 SH SHARED 400 D ONEIDA FINL CORP COM 68247810 52 2359 SH SHARED 02 2359 D ONEIDA LTD COM 68250510 129 22037 SH SHARED 22037 D ONEIDA LTD COM 68250510 21 3658 SH SHARED 01 3658 D ONEIDA LTD COM 68250510 57 9778 SH SHARED 02 9778 D ONEOK INC NEW COM 68268010 1070 48500 SH SHARED 48500 D ONEOK INC NEW COM 68268010 858 38890 SH SHARED 01 37140 1750 D ONEOK INC NEW COM 68268010 2566 116248 SH SHARED 02 116248 D ONEOK INC NEW COM 68268010 28 1300 SH SHARED 10 1300 D ONYX PHARMACEUTICALS INC COM 68339910 16 600 SH SHARED 600 D ONYX PHARMACEUTICALS INC COM 68339910 3379 119700 SH SHARED 01 109500 10200 D ONYX PHARMACEUTICALS INC COM 68339910 112 4000 SH SHR/OTHR 01 4000 D ONYX PHARMACEUTICALS INC COM 68339910 598 21188 SH SHARED 02 21188 D ONYX PHARMACEUTICALS INC COM 68339910 19732 699000 SH SHARED 04 699000 D ONYX PHARMACEUTICALS INC COM 68339910 333 11800 SH SHARED 10 3800 8000 D ONYX PHARMACEUTICALS INC COM 68339910 239 8500 SH SHARED 14 8500 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 4063 55284 SH SHARED 55284 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 904 12300 SH SHARED 01 12300 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 6471 88050 SH SHARED 04 88050 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 558 7600 SH SHARED 05 7600 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 257 3500 SH SHARED 06 3500 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 1543 21000 SH SHARED 10 21000 D OPEN SOLUTIONS INC COM 68371P10 5267 299300 SH SHARED 01 258500 40800 D OPEN SOLUTIONS INC COM 68371P10 624 35500 SH SHARED 05 35500 D OPEN SOLUTIONS INC COM 68371P10 353 20100 SH SHARED 10 20100 D OPEN TEXT CORP COM 68371510 187 9793 SH SHARED 9793 D OPEN TEXT CORP COM 68371510 3 165 SH SHARED 01 165 D OPEN TEXT CORP COM 68371510 23 1200 SH SHARED 02 1200 D OPENWAVE SYS INC COM NEW 68371830 1563 142152 SH SHARED 142152 D OPENWAVE SYS INC COM NEW 68371830 686 62433 SH SHARED 01 62433 D OPENWAVE SYS INC COM NEW 68371830 967 87997 SH SHARED 02 87997 D OPLINK COMMUNICATIONS INC COM 68375Q10 169 70920 SH SHARED 70920 D OPLINK COMMUNICATIONS INC COM 68375Q10 0 109 SH SHARED 01 109 D OPLINK COMMUNICATIONS INC COM 68375Q10 161 67690 SH SHARED 02 67690 D OPNET TECHNOLOGIES INC COM 68375710 9 556 SH SHARED 556 D OPNET TECHNOLOGIES INC COM 68375710 141 8593 SH SHARED 02 8593 D OPTICAL COMMUNICATION PRODS CL A 68382T10 455 123087 SH SHARED 123087 D OPTICAL COMMUNICATION PRODS CL A 68382T10 48 13051 SH SHARED 01 13051 D OPTICAL COMMUNICATION PRODS CL A 68382T10 39 10655 SH SHARED 02 10655 D OPSWARE INC COM 68383A10 3 500 SH SHARED 500 D OPSWARE INC COM 68383A10 235 31797 SH SHARED 02 31797 D OPTICARE HEALTH SYS INC COM 68386P10 0 3 SH SHARED 02 3 D OPTIMAL ROBOTICS CORP CL A NEW 68388R20 116 14510 SH SHARED 14510 D OPTIMAL ROBOTICS CORP CL A NEW 68388R20 28 3597 SH SHARED 01 3597 D ORACLE CORP COM 68389X10 65 4988 SH SHARED 3200 1788 D ORACLE CORP COM 68389X10 352071 26611629 SH SHARED 26317522 294107 D ORACLE CORP COM 68389X10 107832 8150641 SH SHARED 01 2490298 60300 5600043 D ORACLE CORP COM 68389X10 4541 343258 SH SHR/OTHR 01 66490 276768 D ORACLE CORP COM 68389X10 29489 2228963 SH SHARED 02 2228963 D ORACLE CORP COM 68389X10 2016 152400 SH SHARED 03 38200 114200 D ORACLE CORP COM 68389X10 46966 3550000 SH SHARED 04 3550000 D ORACLE CORP COM 68389X10 63265 4781977 SH SHARED 05 3751074 1030903 D ORACLE CORP COM 68389X10 20608 1557693 SH SHARED 06 1165893 391800 D ORACLE CORP COM 68389X10 5897 445804 SH SHARED 07 445804 D ORACLE CORP COM 68389X10 8190 619090 SH SHARED 08 619090 D ORACLE CORP COM 68389X10 3003 227024 SH SHARED 09 227024 D ORACLE CORP COM 68389X10 47109 3560823 SH SHARED 10 3323446 237377 D ORACLE CORP COM 68389X10 2749 207841 SH SHARED 14 207841 D OPTION CARE INC COM 68394810 9 900 SH SHARED 900 D OPTION CARE INC COM 68394810 91 8590 SH SHARED 02 8590 D ORASURE TECHNOLOGIES INC COM 68554V10 4 600 SH SHARED 600 D ORASURE TECHNOLOGIES INC COM 68554V10 487 61300 SH SHARED 01 61300 D ORASURE TECHNOLOGIES INC COM 68554V10 205 25774 SH SHARED 02 25774 D ORBITAL SCIENCES CORP COM 68556410 486 40436 SH SHARED 40436 D ORBITAL SCIENCES CORP COM 68556410 37 3112 SH SHARED 01 3112 D ORBITAL SCIENCES CORP COM 68556410 398 33160 SH SHARED 02 33160 D ORBITAL SCIENCES CORP *W EXP 08/31/200 68556413 74 10000 SH SHARED 10000 D ORCHID BIOSCIENCES INC COM 68571P10 188 101800 SH SHARED 101800 D O REILLY AUTOMOTIVE INC COM 68609110 1467 38055 SH SHARED 38055 D O REILLY AUTOMOTIVE INC COM 68609110 2032 52721 SH SHARED 01 52721 D O REILLY AUTOMOTIVE INC COM 68609110 61 1600 SH SHR/OTHR 01 1600 D O REILLY AUTOMOTIVE INC COM 68609110 597 15496 SH SHARED 02 15496 D ORIENTAL FINL GROUP INC COM 68618W10 17 690 SH SHARED 690 D ORIENTAL FINL GROUP INC COM 68618W10 273 10648 SH SHARED 01 10648 D ORIENTAL FINL GROUP INC COM 68618W10 223 8687 SH SHARED 02 8687 D ORIENTAL FINL GROUP INC COM 68618W10 92 3603 SH SHARED 10 3603 D ORIX CORP SPONSORED ADR 68633010 4 100 SH SHARED 100 D ORLEANS HOMEBUILDERS INC COM 68658810 11 400 SH SHARED 400 D ORLEANS HOMEBUILDERS INC COM 68658810 277 9800 SH SHARED 01 9800 D ORLEANS HOMEBUILDERS INC COM 68658810 32 1137 SH SHARED 02 1137 D ORPHAN MED INC COM 68730310 35 3500 SH SHARED 04 3500 D ORTHOLOGIC CORP COM 68750J10 117 19245 SH SHARED 19245 D ORTHOLOGIC CORP COM 68750J10 28 4598 SH SHARED 01 4598 D ORTHOLOGIC CORP COM 68750J10 36 6000 SH SHR/OTHR 01 6000 D ORTHOLOGIC CORP COM 68750J10 133 21814 SH SHARED 02 21814 D ORTHODONTIC CTRS AMER INC COM 68750P10 254 31648 SH SHARED 31648 D ORTHODONTIC CTRS AMER INC COM 68750P10 38 4776 SH SHARED 01 4776 D ORTHODONTIC CTRS AMER INC COM 68750P10 350 43522 SH SHARED 02 43522 D OSHKOSH B GOSH INC CL A 68822220 405 18893 SH SHARED 18893 D OSHKOSH B GOSH INC CL A 68822220 158 7378 SH SHARED 01 6378 1000 D OSHKOSH B GOSH INC CL A 68822220 112 5237 SH SHARED 02 5237 D OSHKOSH TRUCK CORP COM 68823920 270 5304 SH SHARED 5304 D OSHKOSH TRUCK CORP COM 68823920 6782 132915 SH SHARED 01 132915 D OSHKOSH TRUCK CORP COM 68823920 1538 30140 SH SHARED 02 30140 D OSHKOSH TRUCK CORP COM 68823920 204 4000 SH SHARED 10 4000 D OSTEOTECH INC COM 68858210 76 8747 SH SHARED 8747 D OSTEOTECH INC COM 68858210 31 3569 SH SHARED 01 3569 D OSTEOTECH INC COM 68858210 89 10166 SH SHARED 02 10166 D OTTER TAIL CORP COM 68964810 64 2427 SH SHARED 2427 D OTTER TAIL CORP COM 68964810 34 1276 SH SHARED 01 1276 D OTTER TAIL CORP COM 68964810 455 17051 SH SHARED 02 17051 D OUTBACK STEAKHOUSE INC COM 68989910 680 15400 SH SHARED 15400 D OUTBACK STEAKHOUSE INC COM 68989910 1189 26900 SH SHARED 01 23900 3000 D OUTBACK STEAKHOUSE INC COM 68989910 351 7952 SH SHR/OTHR 01 7952 D OUTBACK STEAKHOUSE INC COM 68989910 1005 22742 SH SHARED 02 22042 700 D OUTBACK STEAKHOUSE INC COM 68989910 318 7200 SH SHARED 06 7200 D OVERLAND STORAGE INC COM 69031010 200 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& MINOR INC NEW COM 69073210 75 3442 SH SHARED 3442 D OWENS & MINOR INC NEW COM 69073210 8 383 SH SHARED 01 383 D OWENS & MINOR INC NEW COM 69073210 545 24889 SH SHARED 02 24889 D OWENS ILL INC COM NEW 69076840 1595 134178 SH SHARED 134178 D OWENS ILL INC COM NEW 69076840 1531 128840 SH SHARED 01 128840 D OWENS ILL INC COM NEW 69076840 2380 200186 SH SHARED 02 200186 D OWENS ILL INC COM NEW 69076840 272 22900 SH SHARED 10 22900 D OWENS ILL INC PFD CONV $.01 69076850 2949 92600 SH SHARED 92600 D OXFORD HEALTH PLANS INC COM 69147110 2490 57249 SH SHARED 57249 D OXFORD HEALTH PLANS INC COM 69147110 1151 26462 SH SHARED 01 26462 D OXFORD HEALTH PLANS INC COM 69147110 1501 34506 SH SHARED 02 34506 D OXFORD HEALTH PLANS INC COM 69147110 1957 45000 SH SHARED 04 45000 D OXFORD HEALTH PLANS INC COM 69147110 14563 334800 SH SHARED 10 334800 D OXFORD INDS INC COM 69149730 245 7235 SH SHARED 7235 D OXFORD INDS INC COM 69149730 285 8416 SH SHARED 02 8416 D PAB BANKSHARES INC COM 69313P10 74 4800 SH SHARED 02 4800 D P A M TRANSN SVCS INC COM 69314910 2 100 SH SHARED 100 D P A M TRANSN SVCS INC COM 69314910 80 3746 SH SHARED 02 3746 D P C CONNECTION COM 69318J10 45 5509 SH SHARED 5509 D P C CONNECTION COM 69318J10 10 1291 SH SHARED 01 1291 D P C CONNECTION COM 69318J10 37 4508 SH SHARED 02 4508 D PC-TEL INC COM 69325Q10 100 9343 SH SHARED 9343 D PC-TEL INC COM 69325Q10 106 9866 SH SHARED 01 9866 D PC-TEL INC COM 69325Q10 140 13030 SH SHARED 02 13030 D PDF SOLUTIONS INC COM 69328210 7 490 SH SHARED 490 D PDF SOLUTIONS INC COM 69328210 144 9674 SH SHARED 02 9674 D PDI INC COM 69329V10 8 300 SH SHARED 300 D PDI INC COM 69329V10 26 1000 SH SHARED 01 1000 D PDI INC COM 69329V10 992 37029 SH SHARED 02 37029 D PG&E CORP COM 69331C10 780 28100 SH SHARED 28100 D PG&E CORP COM 69331C10 25509 918603 SH SHARED 915603 3000 D PG&E CORP COM 69331C10 1004 36156 SH SHARED 01 35358 798 D PG&E CORP COM 69331C10 133 4800 SH SHR/OTHR 01 4800 D PG&E CORP COM 69331C10 4010 144422 SH SHARED 02 144422 D PG&E CORP COM 69331C10 64 2314 SH SHARED 05 2314 D PG&E CORP COM 69331C10 264 9540 SH SHARED 06 8540 1000 D PG&E CORP COM 69331C10 149 5400 SH SHARED 07 5400 D PG&E CORP COM 69331C10 4659 167794 SH SHARED 10 149654 18140 D PG&E CORP COM 69331C10 86 3100 SH SHARED 14 3100 D PFF BANCORP INC COM 69331W10 146 4045 SH SHARED 4045 D PFF BANCORP INC COM 69331W10 436 12034 SH SHARED 01 12034 D PFF BANCORP INC COM 69331W10 322 8897 SH SHARED 02 8897 D PFF BANCORP INC COM 69331W10 41 1134 SH SHARED 10 1134 D P F CHANGS CHINA BISTRO INC COM 69333Y10 238 4686 SH SHARED 4686 D P F CHANGS CHINA BISTRO INC COM 69333Y10 4935 97000 SH SHARED 01 96100 900 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 912 17937 SH SHARED 02 17937 D P F CHANGS CHINA BISTRO INC COM 69333Y10 91 1800 SH SHARED 10 1800 D PICO HLDGS INC COM NEW 69336620 3 200 SH SHARED 200 D PICO HLDGS INC COM NEW 69336620 1 100 SH SHARED 01 100 D PICO HLDGS INC COM NEW 69336620 64 4136 SH SHARED 02 4136 D PMA CAP CORP CL A 69341920 1 300 SH SHARED 300 D PMA CAP CORP CL A 69341920 5 1000 SH SHARED 01 1000 D PMA CAP CORP CL A 69341920 72 14228 SH SHARED 02 14228 D PMC-SIERRA INC COM 69344F10 7773 386720 SH SHARED 386720 D PMC-SIERRA INC COM 69344F10 460 22900 SH SHARED 01 22600 300 D PMC-SIERRA INC COM 69344F10 30 1538 SH SHR/OTHR 01 1538 D PMC-SIERRA INC COM 69344F10 1757 87427 SH SHARED 02 87427 D PMC-SIERRA INC COM 69344F10 21 1093 SH SHARED 05 1093 D PMC-SIERRA INC COM 69344F10 60 3000 SH SHARED 06 3000 D PMC-SIERRA INC COM 69344F10 3998 198921 SH SHARED 10 191366 7555 D PMC-SIERRA INC COM 69344F10 986 49100 SH SHARED 14 49100 D PMI GROUP INC DBCV 2.500% 7/1 69344MAE 27275 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 1056 968000 PRN SHARED 02 968000 D PMI GROUP INC COM 69344M10 580 15600 SH SHARED 15600 D PMI GROUP INC COM 69344M10 4154 111598 SH SHARED 111598 D PMI GROUP INC COM 69344M10 1594 42839 SH SHARED 01 42839 D PMI GROUP INC COM 69344M10 1070 28750 SH SHARED 02 28750 D PMI GROUP INC COM 69344M10 242 6500 SH SHARED 10 6500 D PNC FINL SVCS GROUP INC COM 69347510 383 7000 SH SHARED 7000 D PNC FINL SVCS GROUP INC COM 69347510 38245 698800 SH SHARED 633400 65400 D PNC FINL SVCS GROUP INC COM 69347510 65968 1205341 SH SHARED 01 692239 513102 D PNC FINL SVCS GROUP INC COM 69347510 748 13677 SH SHR/OTHR 01 13677 D PNC FINL SVCS GROUP INC COM 69347510 7474 136578 SH SHARED 02 136578 D PNC FINL SVCS GROUP INC COM 69347510 3907 71400 SH SHARED 04 71400 D PNC FINL SVCS GROUP INC COM 69347510 75 1375 SH SHARED 05 1375 D PNC FINL SVCS GROUP INC COM 69347510 333 6085 SH SHARED 06 6085 D PNC FINL SVCS GROUP INC COM 69347510 121780 2225118 SH SHARED 10 2212723 12395 D PNC FINL SVCS GROUP INC COM 69347510 122 2239 SH SHARED 14 2239 D POSCO SPONSORED ADR 69348310 18100 532824 SH SHARED 532824 D POSCO SPONSORED ADR 69348310 4318 127140 SH SHARED 01 101380 25760 D POSCO SPONSORED ADR 69348310 15 457 SH SHARED 02 457 D POSCO SPONSORED ADR 69348310 17093 503200 SH SHARED 04 503200 D POSCO SPONSORED ADR 69348310 220 6494 SH SHARED 05 6492 2 D POSCO SPONSORED ADR 69348310 7813 230000 SH SHARED 06 230000 D POSCO SPONSORED ADR 69348310 5428 159808 SH SHARED 10 159808 D POSCO SPONSORED ADR 69348310 740 21800 SH SHARED 12 21800 D PNM RES INC COM 69349H10 1474 52478 SH SHARED 52478 D PNM RES INC COM 69349H10 2860 101792 SH SHARED 01 101792 D PNM RES INC COM 69349H10 1485 52864 SH SHARED 02 52864 D PNM RES INC COM 69349H10 93 3310 SH SHARED 10 3310 D PPG INDS INC COM 69350610 12 200 SH SHARED 200 D PPG INDS INC COM 69350610 44058 688193 SH SHARED 688193 D PPG INDS INC COM 69350610 6808 106349 SH SHARED 01 74224 32125 D PPG INDS INC COM 69350610 1037 16200 SH SHR/OTHR 01 16200 D PPG INDS INC COM 69350610 6377 99616 SH SHARED 02 99616 D PPG INDS INC COM 69350610 58 908 SH SHARED 05 908 D PPG INDS INC COM 69350610 180 2814 SH SHARED 06 2314 500 D PPG INDS INC COM 69350610 5694 88950 SH SHARED 10 81495 7455 D PPG INDS INC COM 69350610 85 1330 SH SHARED 14 1330 D PPL CORP COM 69351T10 481 11000 SH SHARED 11000 D PPL CORP COM 69351T10 49934 1141371 SH SHARED 1141371 D PPL CORP COM 69351T10 1967 44961 SH SHARED 01 33561 11400 D PPL CORP COM 69351T10 26 600 SH SHR/OTHR 01 600 D PPL CORP COM 69351T10 2784 63647 SH SHARED 02 63647 D PPL CORP COM 69351T10 32 738 SH SHARED 05 738 D PPL CORP COM 69351T10 78 1800 SH SHARED 06 1800 D PPL CORP COM 69351T10 2911 66551 SH SHARED 10 58794 7757 D PPL CORP COM 69351T10 56 1295 SH SHARED 14 1295 D PRG-SCHULTZ INTERNATIONAL IN NOTE 4.750%11/2 69357CAA 7386 7850000 PRN SHARED 7850000 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 104 21393 SH SHARED 21393 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 29 6031 SH SHARED 01 5431 600 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 130 26658 SH SHARED 02 26658 D PS BUSINESS PKS INC CALIF COM 69360J10 16 400 SH SHARED 400 D PS BUSINESS PKS INC CALIF COM 69360J10 210 5100 SH SHARED 01 5100 D PS BUSINESS PKS INC CALIF COM 69360J10 358 8695 SH SHARED 02 8695 D PS BUSINESS PKS INC CALIF COM 69360J10 24 600 SH SHARED 10 600 D PSS WORLD MED INC COM 69366A10 4437 367950 SH SHARED 367950 D PSS WORLD MED INC COM 69366A10 607 50352 SH SHARED 50352 D PSS WORLD MED INC COM 69366A10 69 5745 SH SHARED 01 5745 D PSS WORLD MED INC COM 69366A10 602 49995 SH SHARED 02 49995 D PTEK HLDGS INC COM 69366M10 131 14874 SH SHARED 14874 D PTEK HLDGS INC COM 69366M10 15 1708 SH SHARED 01 1208 500 D PTEK HLDGS INC COM 69366M10 312 35462 SH SHARED 02 35462 D PAC-WEST TELECOM INC COM 69371Y10 1 700 SH SHARED 01 700 D PACCAR INC COM 69371810 52259 613952 SH SHARED 613952 D PACCAR INC COM 69371810 70114 823718 SH SHARED 01 80931 742787 D PACCAR INC COM 69371810 5668 66595 SH SHR/OTHR 01 1580 65015 D PACCAR INC COM 69371810 5724 67252 SH SHARED 02 67252 D PACCAR INC COM 69371810 56 664 SH SHARED 05 664 D PACCAR INC COM 69371810 105 1240 SH SHARED 06 1240 D PACCAR INC COM 69371810 4376 51418 SH SHARED 10 46280 5138 D PACCAR INC COM 69371810 77 916 SH SHARED 14 916 D PACER INTL INC TENN COM 69373H10 590 29210 SH SHARED 29210 D PACER INTL INC TENN COM 69373H10 117 5790 SH SHARED 01 5790 D PACER INTL INC TENN COM 69373H10 304 15047 SH SHARED 02 15047 D PACIFIC CAP BANCORP NEW COM 69404P10 31 849 SH SHARED 849 D PACIFIC CAP BANCORP NEW COM 69404P10 4283 116344 SH SHARED 01 116344 D PACIFIC CAP BANCORP NEW COM 69404P10 850 23094 SH SHARED 02 23094 D PACIFIC CAP BANCORP NEW COM 69404P10 163 4433 SH SHARED 10 4433 D PACIFIC SUNWEAR CALIF INC COM 69487310 4159 197153 SH SHARED 197153 D PACIFIC SUNWEAR CALIF INC COM 69487310 7285 345288 SH SHARED 01 331788 13500 D PACIFIC SUNWEAR CALIF INC COM 69487310 26 1264 SH SHR/OTHR 01 1264 D PACIFIC SUNWEAR CALIF INC COM 69487310 1165 55232 SH SHARED 02 55232 D PACIFIC SUNWEAR CALIF INC COM 69487310 200 9500 SH SHARED 10 9500 D PACIFIC UN BK CALIF COM 69502510 66 2604 SH SHARED 02 2604 D PACIFICARE HEALTH SYS DEL DBCV 3.000%10/1 695112AG 6 3500 PRN SHARED 01 3500 D PACIFICARE HEALTH SYS DEL COM 69511210 709 10500 SH SHARED 10500 D PACIFICARE HEALTH SYS DEL COM 69511210 3470 51346 SH SHARED 51346 D PACIFICARE HEALTH SYS DEL COM 69511210 8291 122654 SH SHARED 01 122654 D PACIFICARE HEALTH SYS DEL COM 69511210 1385 20497 SH SHARED 02 20497 D PACIFICARE HEALTH SYS DEL COM 69511210 20604 304800 SH SHARED 04 304800 D PACIFICARE HEALTH SYS DEL COM 69511210 767 11350 SH SHARED 10 11350 D PACIFICARE HEALTH SYS DEL COM 69511210 135 2000 SH SHARED 14 2000 D PACKAGING CORP AMER COM 69515610 1836 84030 SH SHARED 84030 D PACKAGING CORP AMER COM 69515610 43299 1980750 SH SHARED 01 1923700 5800 51250 D PACKAGING CORP AMER COM 69515610 42 1932 SH SHR/OTHR 01 1932 D PACKAGING CORP AMER COM 69515610 873 39947 SH SHARED 02 39947 D PACKAGING CORP AMER COM 69515610 26 1200 SH SHARED 05 1200 D PACKAGING CORP AMER COM 69515610 7314 334600 SH SHARED 10 334600 D PACKAGING DYNAMICS CORP COM 69516010 0 60 SH SHARED 01 60 D PACKETEER INC COM 69521010 115 6818 SH SHARED 6818 D PACKETEER INC COM 69521010 20870 1229151 SH SHARED 01 1166751 62400 D PACKETEER INC COM 69521010 303 17875 SH SHARED 02 17875 D PACKETEER INC COM 69521010 22 1300 SH SHARED 05 1300 D PACKETEER INC COM 69521010 6644 391300 SH SHARED 10 391300 D PACTIV CORP COM 69525710 9865 412800 SH SHARED 412800 D PACTIV CORP COM 69525710 1328 55576 SH SHARED 01 53576 2000 D PACTIV CORP COM 69525710 1295 54185 SH SHARED 02 54185 D PACTIV CORP COM 69525710 16 689 SH SHARED 05 689 D PACTIV CORP COM 69525710 150 6308 SH SHARED 06 6308 D PACTIV CORP COM 69525710 1509 63146 SH SHARED 10 56193 6953 D PACTIV CORP COM 69525710 1901 79541 SH SHARED 14 79541 D PAIN THERAPEUTICS INC COM 69562K10 0 139 SH SHARED 139 D PAIN THERAPEUTICS INC COM 69562K10 106 15377 SH SHARED 02 15377 D PALATIN TECHNOLOGIES INC COM NEW 69607730 6 2600 SH SHARED 2600 D PALATIN TECHNOLOGIES INC COM NEW 69607730 74 29660 SH SHARED 02 29660 D PALL CORP COM 69642930 7408 276124 SH SHARED 276124 D PALL CORP COM 69642930 3890 144987 SH SHARED 01 144987 D PALL CORP COM 69642930 370 13797 SH SHR/OTHR 01 2700 11097 D PALL CORP COM 69642930 1508 56217 SH SHARED 02 56217 D PALL CORP COM 69642930 13 499 SH SHARED 05 499 D PALL CORP COM 69642930 1168 43570 SH SHARED 10 43570 D PALM HARBOR HOMES COM 69663910 61 3500 SH SHARED 3500 D PALM HARBOR HOMES COM 69663910 1 78 SH SHARED 01 78 D PALM HARBOR HOMES COM 69663910 198 11351 SH SHARED 02 11351 D PALMONE INC COM 69713P10 817 69546 SH SHARED 68546 1000 D PALMONE INC COM 69713P10 355 30217 SH SHARED 01 29566 651 D PALMONE INC COM 69713P10 690 58770 SH SHARED 02 58770 D PALMONE INC COM 69713P10 9 800 SH SHARED 10 800 D PALMSOURCE INC COM 69715410 537 24673 SH SHARED 24581 92 D PALMSOURCE INC COM 69715410 202 9309 SH SHARED 01 9108 201 D PALMSOURCE INC COM 69715410 143 6571 SH SHARED 02 6571 D PALMSOURCE INC COM 69715410 5 247 SH SHARED 10 247 D PAMRAPO BANCORP INC COM 69773810 101 4000 SH SHARED 01 2000 2000 D PAN AMERICAN SILVER CORP COM 69790010 235 16500 SH SHARED 16500 D PAN AMERICAN SILVER CORP COM 69790010 14 1000 SH SHARED 01 1000 D PANAMSAT CORP NEW COM 69793310 3124 144918 SH SHARED 144918 D PANAMSAT CORP NEW COM 69793310 16 777 SH SHARED 01 777 D PANAMSAT CORP NEW COM 69793310 1364 63294 SH SHARED 02 63294 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 112 2361 SH SHARED 2361 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 101 2139 SH SHARED 01 2139 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 446 9370 SH SHARED 02 9370 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 234940 4930542 SH SHARED 11 4930542 D PANERA BREAD CO CL A 69840W10 1337 33840 SH SHARED 33840 D PANERA BREAD CO CL A 69840W10 23182 586591 SH SHARED 01 559191 5100 22300 D PANERA BREAD CO CL A 69840W10 763 19319 SH SHARED 02 19319 D PANERA BREAD CO CL A 69840W10 15 400 SH SHARED 05 400 D PANERA BREAD CO CL A 69840W10 205 5200 SH SHARED 06 5200 D PANERA BREAD CO CL A 69840W10 5213 131925 SH SHARED 10 131925 D PANTRY INC COM 69865710 2 100 SH SHARED 100 D PANTRY INC COM 69865710 81 3612 SH SHARED 02 3612 D PAPA JOHNS INTL INC COM 69881310 3055 91525 SH SHARED 91525 D PAPA JOHNS INTL INC COM 69881310 447 13399 SH SHARED 13399 D PAPA JOHNS INTL INC COM 69881310 33 1000 SH SHARED 01 1000 D PAPA JOHNS INTL INC COM 69881310 1605 48089 SH SHARED 02 48089 D PARADYNE NETWORKS INC COM 69911G10 198 57769 SH SHARED 57769 D PARADYNE NETWORKS INC COM 69911G10 49 14324 SH SHARED 01 14324 D PARAMETRIC TECHNOLOGY CORP COM 69917310 2523 640439 SH SHARED 640439 D PARAMETRIC TECHNOLOGY CORP COM 69917310 42 10669 SH SHARED 01 7883 2786 D PARAMETRIC TECHNOLOGY CORP COM 69917310 866 219982 SH SHARED 02 219982 D PARAMETRIC TECHNOLOGY CORP COM 69917310 4 1132 SH SHARED 05 1132 D PARAMETRIC TECHNOLOGY CORP COM 69917310 379 96358 SH SHARED 10 84672 11686 D PAREXEL INTL CORP COM 69946210 172 10600 SH SHARED 10600 D PAREXEL INTL CORP COM 69946210 1878 115554 SH SHARED 01 115554 D PAREXEL INTL CORP COM 69946210 295 18156 SH SHARED 02 18156 D PAREXEL INTL CORP COM 69946210 120 7430 SH SHARED 10 7430 D PARK ELECTROCHEMICAL CORP COM 70041620 51 1950 SH SHARED 1950 D PARK ELECTROCHEMICAL CORP COM 70041620 222 8408 SH SHARED 8408 D PARK ELECTROCHEMICAL CORP COM 70041620 344 13010 SH SHARED 01 13010 D PARK ELECTROCHEMICAL CORP COM 70041620 319 12051 SH SHARED 02 12051 D PARK NATL CORP COM 70065810 56687 500997 SH SHARED 500997 D PARK NATL CORP COM 70065810 51 456 SH SHARED 01 456 D PARK NATL CORP COM 70065810 617 5461 SH SHR/OTHR 01 5461 D PARK NATL CORP COM 70065810 125 1106 SH SHARED 02 1106 D PARK PL ENTMT CORP COM 70069010 8293 765762 SH SHARED 765762 D PARK PL ENTMT CORP COM 70069010 1645 151946 SH SHARED 01 151066 880 D PARK PL ENTMT CORP COM 70069010 5422 500648 SH SHARED 02 500648 D PARK PL ENTMT CORP COM 70069010 51 4790 SH SHARED 06 4790 D PARKER DRILLING CO NOTE 5.500% 8/0 701081AD 49667 50018000 PRN SHARED 50018000 D PARKER DRILLING CO NOTE 5.500% 8/0 701081AD 1866 1880000 PRN SHARED 01 1880000 D PARKER DRILLING CO NOTE 5.500% 8/0 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78050 SH SHARED 06 78050 D PARKER HANNIFIN CORP COM 70109410 5311 89266 SH SHARED 07 89266 D PARKER HANNIFIN CORP COM 70109410 10698 179814 SH SHARED 08 179814 D PARKER HANNIFIN CORP COM 70109410 3391 57000 SH SHARED 09 57000 D PARKER HANNIFIN CORP COM 70109410 4283 71985 SH SHARED 10 60701 11284 D PARKER HANNIFIN CORP COM 70109410 51 871 SH SHARED 14 871 D PARKVALE FINL CORP COM 70149210 2 100 SH SHARED 100 D PARKVALE FINL CORP COM 70149210 72 2704 SH SHARED 02 2704 D PARKVALE FINL CORP COM 70149210 55 2070 SH SHARED 10 2070 D PARKWAY PPTYS INC COM 70159Q10 166 3995 SH SHARED 3995 D PARKWAY PPTYS INC COM 70159Q10 76 1834 SH SHARED 01 1834 D PARKWAY PPTYS INC COM 70159Q10 278 6684 SH SHARED 02 6684 D PARTNER COMMUNICATIONS CO LT ADR 70211M10 14 1900 SH SHARED 1900 D PARTNERS TRUST FINCL GROUP I COM 70213A10 10 300 SH SHARED 300 D PARTNERS TRUST FINCL GROUP I COM 70213A10 149 4408 SH SHARED 02 4408 D PARTY CITY CORP COM 70214510 123 9556 SH SHARED 9556 D PARTY CITY CORP COM 70214510 30 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01 30471 D PATTERSON DENTAL CO COM 70341210 4100 64079 SH SHARED 02 64079 D PATTERSON DENTAL CO COM 70341210 790 12360 SH SHARED 10 12360 D PATTERSON UTI ENERGY INC COM 70348110 6832 207481 SH SHARED 207481 D PATTERSON UTI ENERGY INC COM 70348110 1486 45132 SH SHARED 01 44132 1000 D PATTERSON UTI ENERGY INC COM 70348110 1943 59018 SH SHARED 02 59018 D PAXAR CORP COM 70422710 60 4500 SH SHARED 4500 D PAXAR CORP COM 70422710 590 44065 SH SHARED 44065 D PAXAR CORP COM 70422710 144 10747 SH SHARED 01 10747 D PAXAR CORP COM 70422710 247 18466 SH SHARED 02 18466 D PAXSON COMMUNICATIONS CORP COM 70423110 343 89344 SH SHARED 89344 D PAXSON COMMUNICATIONS CORP COM 70423110 66 17385 SH SHARED 01 17385 D PAXSON COMMUNICATIONS CORP COM 70423110 75 19621 SH SHARED 02 19621 D PAYCHEX INC COM 70432610 11 300 SH SHARED 300 D PAYCHEX INC COM 70432610 40975 1101492 SH SHARED 1092614 8878 D PAYCHEX INC COM 70432610 15201 408653 SH SHARED 01 76041 332612 D PAYCHEX INC COM 70432610 96 2599 SH SHR/OTHR 01 2599 D PAYCHEX INC COM 70432610 6552 176143 SH SHARED 02 176143 D PAYCHEX INC COM 70432610 4703 126442 SH SHARED 05 61100 65342 D PAYCHEX INC COM 70432610 156 4200 SH SHARED 06 3600 600 D PAYCHEX INC COM 70432610 204 5500 SH SHARED 07 5500 D PAYCHEX INC COM 70432610 9217 247782 SH SHARED 10 228254 19528 D PAYCHEX INC COM 70432610 479 12900 SH SHARED 14 12900 D PAYLESS SHOESOURCE INC COM 70437910 32 2400 SH SHARED 2400 D PAYLESS SHOESOURCE INC COM 70437910 519 38751 SH SHARED 38751 D PAYLESS SHOESOURCE INC COM 70437910 465 34724 SH SHARED 01 34724 D PAYLESS SHOESOURCE INC COM 70437910 843 62947 SH SHARED 02 62947 D PCCW LTD SPONS ADR NEW 70454G20 6 968 SH SHARED 968 D PEABODY ENERGY CORP COM 70454910 800 19190 SH SHARED 19190 D PEABODY ENERGY CORP COM 70454910 37655 902800 SH SHARED 01 871600 31200 D PEABODY ENERGY CORP COM 70454910 34 830 SH SHR/OTHR 01 830 D PEABODY ENERGY CORP COM 70454910 678 16273 SH SHARED 02 16273 D PEABODY ENERGY CORP COM 70454910 6256 150000 SH SHARED 04 150000 D PEABODY ENERGY CORP COM 70454910 25 600 SH SHARED 05 600 D PEABODY ENERGY CORP COM 70454910 275 6600 SH SHARED 06 6600 D PEABODY ENERGY CORP COM 70454910 9070 217477 SH SHARED 10 217477 D PEAPACK-GLADSTONE FINL CORP COM 70469910 14 460 SH SHARED 460 D PEAPACK-GLADSTONE FINL CORP COM 70469910 139 4500 SH SHARED 02 4500 D PEARSON PLC SPONSORED ADR 70501510 59 5280 SH SHARED 5280 D PEARSON PLC SPONSORED ADR 70501510 595 53100 SH SHARED 02 53100 D PEC SOLUTIONS INC COM 70510710 672 39663 SH SHARED 39663 D PEC SOLUTIONS INC COM 70510710 283 16752 SH SHARED 01 16752 D PEC SOLUTIONS INC COM 70510710 104 6151 SH SHARED 02 6151 D PEDIATRIX MED GROUP COM 70532410 213 3884 SH SHARED 3884 D PEDIATRIX MED GROUP COM 70532410 118 2155 SH SHARED 01 2155 D PEDIATRIX MED GROUP COM 70532410 869 15787 SH SHARED 02 15787 D PEDIATRIX MED GROUP COM 70532410 27 500 SH SHARED 10 500 D PEETS COFFEE & TEA INC COM 70556010 365 20939 SH SHARED 20939 D PEETS COFFEE & TEA INC COM 70556010 72 4161 SH SHARED 01 4161 D PEETS COFFEE & TEA INC COM 70556010 122 7007 SH SHARED 02 7007 D PEGASYSTEMS INC COM 70557310 4 500 SH SHARED 500 D PEGASYSTEMS INC COM 70557310 56 6490 SH SHARED 02 6490 D PEGASUS COMMUNICATIONS CORP CL A NEW 70590460 9 343 SH SHARED 343 D PEGASUS COMMUNICATIONS CORP CL A NEW 70590460 227 8100 SH SHARED 01 8100 D PEGASUS COMMUNICATIONS CORP CL A NEW 70590460 2869 102204 SH SHARED 02 102204 D PEGASUS SOLUTIONS INC COM 70590610 603 57617 SH SHARED 57617 D PEGASUS SOLUTIONS INC COM 70590610 815 77883 SH SHARED 01 77883 D PEGASUS SOLUTIONS INC COM 70590610 180 17243 SH SHARED 02 17243 D PEMSTAR INC COM 70655210 12 3707 SH SHARED 3707 D PEMSTAR INC COM 70655210 2 770 SH SHARED 01 770 D PEMSTAR INC COM 70655210 63 19446 SH SHARED 02 19446 D PENGROWTH ENERGY TR COM 70690210 20 1250 SH SHR/OTHR 01 1250 D PENGROWTH ENERGY TR COM 70690210 19 1200 SH SHARED 02 1200 D PENN-AMER GROUP INC COM 70724710 3 300 SH SHARED 300 D PENN-AMER GROUP INC COM 70724710 86 6555 SH SHARED 02 6555 D PENN ENGR & MFG CORP COM NON VTG 70738930 5 300 SH SHARED 300 D PENN ENGR & MFG CORP COM NON VTG 70738930 3 200 SH SHARED 01 200 D PENN ENGR & MFG CORP COM NON VTG 70738930 129 6804 SH SHARED 02 6804 D PENN NATL GAMING INC COM 70756910 944 40862 SH SHARED 40862 D PENN NATL GAMING INC COM 70756910 193 8360 SH SHARED 01 8360 D PENN NATL GAMING INC COM 70756910 1258 54433 SH SHARED 02 54433 D PENN NATL GAMING INC COM 70756910 33 1440 SH SHARED 10 1440 D PENN VA CORP COM 70788210 180 3249 SH SHARED 3249 D PENN VA CORP COM 70788210 67 1214 SH SHARED 01 458 756 D PENN VA CORP COM 70788210 429 7714 SH SHARED 02 7714 D PENNEY J C INC NOTE 5.000%10/1 708160BV 2591 2362000 PRN SHARED 2362000 D PENNEY J C INC NOTE 5.000%10/1 708160BV 9 8500 PRN SHARED 01 8500 D PENNEY J C INC NOTE 5.000%10/1 708160BV 29 27000 PRN SHARED 02 27000 D PENNEY J C INC COM 70816010 22564 858606 SH SHARED 858606 D PENNEY J C INC COM 70816010 3693 140543 SH SHARED 01 133438 7105 D PENNEY J C INC COM 70816010 409 15600 SH SHR/OTHR 01 15600 D PENNEY J C INC COM 70816010 8532 324687 SH SHARED 02 324687 D PENNEY J C INC COM 70816010 46 1784 SH SHARED 05 1784 D PENNEY J C INC COM 70816010 65 2500 SH SHARED 06 2500 D PENNEY J C INC COM 70816010 2849 108410 SH SHARED 10 96323 12087 D PENNEY J C INC COM 70816010 52 2007 SH SHARED 14 2007 D PENNFED FINL SVCS INC COM 70816710 81 2429 SH SHARED 02 2429 D PENNROCK FINL SVCS CORP COM 70835210 9 300 SH SHARED 300 D PENNROCK FINL SVCS CORP COM 70835210 149 4824 SH SHARED 02 4824 D PENNS WOODS BANCORP INC COM 70843010 4 100 SH SHARED 100 D PENNS WOODS BANCORP INC COM 70843010 97 2104 SH SHARED 02 2104 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 74 2052 SH SHARED 2052 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 149 4119 SH SHARED 01 19 4100 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 697 19224 SH SHARED 02 19224 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 49 1350 SH SHARED 10 1350 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 136636 3764082 SH SHARED 11 3764082 D PENTAIR INC COM 70963110 1094 23948 SH SHARED 23948 D PENTAIR INC COM 70963110 2177 47653 SH SHARED 01 47653 D PENTAIR INC COM 70963110 1210 26494 SH SHARED 02 26494 D PENWEST PHARMACEUTICALS CO COM 70975410 25 1478 SH SHARED 01 1478 D PENWEST PHARMACEUTICALS CO COM 70975410 185 10763 SH SHARED 02 10763 D PEOPLES BANCORP INC COM 70978910 8 300 SH SHARED 300 D PEOPLES BANCORP INC COM 70978910 209 7103 SH SHARED 02 7103 D PEOPLES BK BRIDGEPORT CONN COM 71019810 142 4368 SH SHARED 4368 D PEOPLES BK BRIDGEPORT CONN COM 71019810 98 3018 SH SHARED 01 2818 200 D PEOPLES BK BRIDGEPORT CONN COM 71019810 93 2857 SH SHARED 02 2857 D PEOPLES ENERGY CORP COM 71103010 57030 1356587 SH SHARED 1356587 D PEOPLES ENERGY CORP COM 71103010 749 17837 SH SHARED 01 17137 700 D PEOPLES ENERGY CORP COM 71103010 243 5800 SH SHR/OTHR 01 5800 D PEOPLES ENERGY CORP COM 71103010 1059 25204 SH SHARED 02 25204 D PEOPLES ENERGY CORP COM 71103010 575 13697 SH SHARED 10 12085 1612 D PEOPLES HLDG CO COM 71114810 178 5412 SH SHARED 02 5412 D PEOPLES HLDG CO COM 71114810 13 405 SH SHARED 10 405 D PEOPLESOFT INC COM 71271310 6 300 SH SHARED 300 D PEOPLESOFT INC COM 71271310 33088 1451900 SH SHARED 1438687 13213 D PEOPLESOFT INC COM 71271310 34276 1504005 SH SHARED 01 1471780 7000 25225 D PEOPLESOFT INC COM 71271310 14236 624672 SH SHARED 02 624672 D PEOPLESOFT INC COM 71271310 3646 160000 SH SHARED 04 160000 D PEOPLESOFT INC COM 71271310 5096 223634 SH SHARED 05 90300 133334 D PEOPLESOFT INC COM 71271310 323 14200 SH SHARED 06 14200 D PEOPLESOFT INC COM 71271310 109 4800 SH SHARED 07 4800 D PEOPLESOFT INC COM 71271310 3866 169645 SH SHARED 10 137397 32248 D PEOPLESOFT INC COM 71271310 970 42600 SH SHARED 14 42600 D PEP BOYS MANNY MOE & JACK COM 71327810 13 600 SH SHARED 600 D PEP BOYS MANNY MOE & JACK COM 71327810 3995 174701 SH SHARED 01 174701 D PEP BOYS MANNY MOE & JACK COM 71327810 1045 45712 SH SHARED 02 45712 D PEPCO HOLDINGS INC COM 71329110 6731 344485 SH SHARED 344485 D PEPCO HOLDINGS INC COM 71329110 1397 71535 SH SHARED 01 69535 2000 D PEPCO HOLDINGS INC COM 71329110 15 800 SH SHR/OTHR 01 800 D PEPCO HOLDINGS INC COM 71329110 2141 109574 SH SHARED 02 109574 D PEPCO HOLDINGS INC COM 71329110 56 2900 SH SHARED 06 2900 D PEPSI BOTTLING GROUP INC COM 71340910 18917 782362 SH SHARED 782362 D PEPSI BOTTLING GROUP INC COM 71340910 1244 51486 SH SHARED 01 51486 D PEPSI BOTTLING GROUP INC COM 71340910 2214 91593 SH SHARED 02 91593 D PEPSI BOTTLING GROUP INC COM 71340910 44 1835 SH SHARED 05 1835 D PEPSI BOTTLING GROUP INC COM 71340910 406 16794 SH SHARED 06 16794 D PEPSI BOTTLING GROUP INC COM 71340910 2576 106568 SH SHARED 10 94682 11886 D PEPSI BOTTLING GROUP INC COM 71340910 1649 68200 SH SHARED 14 68200 D PEPSIAMERICAS INC COM 71343P20 1751 102321 SH SHARED 102321 D PEPSIAMERICAS INC COM 71343P20 1157 67638 SH SHARED 01 65141 2497 D PEPSIAMERICAS INC COM 71343P20 1257 73433 SH SHARED 02 73433 D PEPSICO INC COM 71344810 65 1400 SH SHARED 1400 D PEPSICO INC COM 71344810 319358 6850250 SH SHARED 6757428 92822 D PEPSICO INC COM 71344810 173876 3729645 SH SHARED 01 1538621 2191024 D PEPSICO INC COM 71344810 36515 783253 SH SHR/OTHR 01 78869 704384 D PEPSICO INC COM 71344810 30058 644759 SH SHARED 02 644759 D PEPSICO INC COM 71344810 2568 55100 SH SHARED 03 20100 35000 D PEPSICO INC COM 71344810 48951 1050000 SH SHARED 04 1050000 D PEPSICO INC COM 71344810 31747 680989 SH SHARED 05 508539 172450 D PEPSICO INC COM 71344810 9915 212686 SH SHARED 06 141586 71100 D PEPSICO INC COM 71344810 2952 63326 SH SHARED 07 63326 D PEPSICO INC COM 71344810 1659 35600 SH SHARED 09 35600 D PEPSICO INC COM 71344810 63346 1358786 SH SHARED 10 1278100 80686 D PEPSICO INC COM 71344810 1814 38926 SH SHARED 14 38926 D PER-SE TECHNOLOGIES INC COM NEW 71356930 3 200 SH SHARED 200 D PER-SE TECHNOLOGIES INC COM NEW 71356930 1351 88300 SH SHARED 01 88300 D PER-SE TECHNOLOGIES INC COM NEW 71356930 484 31671 SH SHARED 02 31671 D PER-SE TECHNOLOGIES INC COM NEW 71356930 81 5300 SH SHARED 10 5300 D PEREGRINE PHARMACEUTICALS IN COM 71366110 101 46132 SH SHARED 46132 D PEREGRINE PHARMACEUTICALS IN COM 71366110 1 500 SH SHARED 01 500 D PEREGRINE PHARMACEUTICALS IN COM 71366110 173 78708 SH SHARED 02 78708 D PERFORMANCE FOOD GROUP CO NOTE 5.500%10/1 713755AA 381 317000 PRN SHARED 02 317000 D PERFORMANCE FOOD GROUP CO COM 71375510 1092 30205 SH SHARED 22670 7535 D PERFORMANCE FOOD GROUP CO COM 71375510 30501 843291 SH SHARED 01 813541 6000 23750 D PERFORMANCE FOOD GROUP CO COM 71375510 27 758 SH SHR/OTHR 01 758 D PERFORMANCE FOOD GROUP CO COM 71375510 257 7132 SH SHARED 02 7132 D PERFORMANCE FOOD GROUP CO COM 71375510 14 400 SH SHARED 05 400 D PERFORMANCE FOOD GROUP CO COM 71375510 5063 140000 SH SHARED 10 140000 D PERICOM SEMICONDUCTOR CORP COM 71383110 118 10866 SH SHARED 10866 D PERICOM SEMICONDUCTOR CORP COM 71383110 27 2545 SH SHARED 01 2545 D PERICOM SEMICONDUCTOR CORP COM 71383110 149 13726 SH SHARED 02 13726 D PERINI CORP COM 71383910 2 300 SH SHARED 300 D PERINI CORP COM 71383910 97 10642 SH SHARED 02 10642 D PERKINELMER INC COM 71404610 6 400 SH SHARED 400 D PERKINELMER INC COM 71404610 4940 289419 SH SHARED 289419 D PERKINELMER INC COM 71404610 1430 83801 SH SHARED 01 79801 4000 D PERKINELMER INC COM 71404610 17 1000 SH SHR/OTHR 01 1000 D PERKINELMER INC COM 71404610 832 48773 SH SHARED 02 48773 D PERKINELMER INC COM 71404610 865 50714 SH SHARED 10 45073 5641 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 33 4000 SH SHARED 01 4000 D PEROT SYS CORP CL A 71426510 2399 178038 SH SHARED 178038 D PEROT SYS CORP CL A 71426510 403 29962 SH SHARED 01 29962 D PEROT SYS CORP CL A 71426510 675 50135 SH SHARED 02 50135 D PERRIGO CO COM 71429010 643 40941 SH SHARED 40941 D PERRIGO CO COM 71429010 5739 365129 SH SHARED 01 365129 D PERRIGO CO COM 71429010 1453 92444 SH SHARED 02 92444 D PERRIGO CO COM 71429010 55 3500 SH SHARED 10 3500 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 372 22682 SH SHARED 22682 D PETCO ANIMAL SUPPLIES COM NEW 71601620 15 500 SH SHARED 500 D PETCO ANIMAL SUPPLIES COM NEW 71601620 5666 186100 SH SHARED 01 186100 D PETCO ANIMAL SUPPLIES COM NEW 71601620 721 23693 SH SHARED 02 23693 D PETCO ANIMAL SUPPLIES COM NEW 71601620 200 6600 SH SHARED 10 6600 D PETRO-CDA COM 71644E10 14 300 SH SHARED 300 D PETRO-CDA COM 71644E10 355 7217 SH SHARED 7217 D PETRO-CDA COM 71644E10 260 5280 SH SHARED 01 5280 D PETRO-CDA COM 71644E10 4702 95350 SH SHARED 02 95350 D PETRO-CDA COM 71644E10 4438 90000 SH SHARED 04 90000 D PETRO-CDA COM 71644E10 616 12500 SH SHARED 05 12500 D PETRO-CDA COM 71644E10 49 1000 SH SHARED 10 1000 D PETRO-CDA COM 71644E10 104 2113 SH SHARED 14 2113 D PETROCORP INC COM 71645N10 2 200 SH SHARED 200 D PETROCORP INC COM 71645N10 49 3700 SH SHARED 02 3700 D PETROCHINA CO LTD SPONSORED ADR 71646E10 1668 29248 SH SHARED 29248 D PETROCHINA CO LTD SPONSORED ADR 71646E10 313 5500 SH SHR/OTHR 01 5500 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 0 30 SH SHARED 30 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 659 60000 SH SHARED 04 60000 D PETROKAZAKHSTAN INC COM 71649P10 265 11800 SH SHARED 11800 D PETROKAZAKHSTAN INC COM 71649P10 481 21400 SH SHARED 01 21400 D PETROKAZAKHSTAN INC COM 71649P10 13 578 SH SHARED 02 578 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 3836 143903 SH SHARED 143903 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 50610 1898375 SH SHARED 01 1898115 260 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 1548 58100 SH SHARED 02 58100 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 4449 166900 SH SHARED 10 166900 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 5421 185400 SH SHARED 185400 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 47254 1616101 SH SHARED 01 1616101 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 7 259 SH SHARED 02 259 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 22845 781302 SH SHARED 05 666643 114659 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 4970 170000 SH SHARED 06 170000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 9429 322500 SH SHARED 09 322500 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 14356 491000 SH SHARED 10 491000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 15505 530300 SH SHARED 12 530300 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 1400 47900 SH SHARED 14 47900 D PETROLEUM DEV CORP COM 71657810 53 2246 SH SHARED 2246 D PETROLEUM DEV CORP COM 71657810 250 10562 SH SHARED 02 10562 D PETROLEUM HELICOPTERS INC COM VTG 71660410 2 100 SH SHARED 100 D PETROLEUM HELICOPTERS INC COM VTG 71660410 58 2394 SH SHARED 02 2394 D PETROQUEST ENERGY INC COM 71674810 102 32213 SH SHARED 32213 D PETROQUEST ENERGY INC COM 71674810 31 9987 SH SHARED 01 7987 2000 D PETSMART INC COM 71676810 3284 137985 SH SHARED 137985 D PETSMART INC COM 71676810 6473 271978 SH SHARED 01 271978 D PETSMART INC COM 71676810 5372 225719 SH SHARED 02 225719 D PETSMART INC COM 71676810 48 2030 SH SHARED 06 2030 D PETSMART INC COM 71676810 513 21575 SH SHARED 10 21575 D PHARMACYCLICS INC COM 71693310 370 50000 SH SHARED 04 50000 D PFEIFFER VACUUM TECH AG SPONSORED ADR 71706710 223 6418 SH SHARED 6418 D PFIZER INC COM 71708110 1853 52465 SH SHARED 15940 36525 D PFIZER INC COM 71708110 1020336 28880178 SH SHARED 26887777 1992401 D PFIZER INC COM 71708110 471468 13344712 SH SHARED 01 5048796 85170 8210746 D PFIZER INC COM 71708110 82155 2325361 SH SHR/OTHR 01 223078 2102283 D PFIZER INC COM 71708110 116506 3297676 SH SHARED 02 3297676 D PFIZER INC COM 71708110 19090 540360 SH SHARED 03 349530 190830 D PFIZER INC COM 71708110 235267 6659152 SH SHARED 04 6659152 D PFIZER INC COM 71708110 147503 4175028 SH SHARED 05 2753376 1421652 D PFIZER INC COM 71708110 43580 1233538 SH SHARED 06 893878 339660 D PFIZER INC COM 71708110 11918 337354 SH SHARED 07 337354 D PFIZER INC COM 71708110 9762 276316 SH SHARED 08 276316 D PFIZER INC COM 71708110 5659 160200 SH SHARED 09 160200 D PFIZER INC COM 71708110 262523 7430602 SH SHARED 10 7077257 353345 D PFIZER INC COM 71708110 17170 486013 SH SHARED 14 486013 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 715 9002 SH SHARED 9002 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 87 1098 SH SHARED 01 198 900 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 4770 60000 SH SHARED 02 60000 D PHARMACEUTICAL PROD DEV INC COM 71712410 53 2000 SH SHARED 2000 D PHARMACEUTICAL PROD DEV INC COM 71712410 87 3247 SH SHARED 3247 D PHARMACEUTICAL PROD DEV INC COM 71712410 59 2200 SH SHARED 01 2200 D PHARMACEUTICAL PROD DEV INC COM 71712410 222 8236 SH SHARED 02 8236 D PHARMACEUTICAL RES INC COM 71712510 1890 29010 SH SHARED 29010 D PHARMACEUTICAL RES INC COM 71712510 6217 95427 SH SHARED 01 85562 8150 1715 D PHARMACEUTICAL RES INC COM 71712510 78 1203 SH SHR/OTHR 01 1203 D PHARMACEUTICAL RES INC COM 71712510 1019 15652 SH SHARED 02 15652 D PHARMACEUTICAL RES INC COM 71712510 13361 205090 SH SHARED 10 205090 D PHARMACOPEIA INC COM 71713B10 11 800 SH SHARED 800 D PHARMACOPEIA INC COM 71713B10 299 21032 SH SHARED 02 21032 D PHARMOS CORP COM NEW 71713920 1562 446512 SH SHARED 446512 D PHARMION CORP COM 71715B40 93 6125 SH SHARED 6125 D PHELPS DODGE CORP COM 71726510 15842 208202 SH SHARED 206602 1600 D PHELPS DODGE CORP COM 71726510 1614 21223 SH SHARED 01 21170 53 D PHELPS DODGE CORP COM 71726510 55 727 SH SHR/OTHR 01 727 D PHELPS DODGE CORP COM 71726510 3075 40415 SH SHARED 02 40415 D PHELPS DODGE CORP COM 71726510 10652 140000 SH SHARED 04 140000 D PHELPS DODGE CORP COM 71726510 25 331 SH SHARED 05 331 D PHELPS DODGE CORP COM 71726510 243 3200 SH SHARED 06 1200 2000 D PHELPS DODGE CORP COM 71726510 3859 50729 SH SHARED 10 46801 3928 D PHELPS DODGE CORP COM 71726510 49 655 SH SHARED 14 655 D PHILADELPHIA CONS HLDG CORP COM 71752810 362 7427 SH SHARED 7427 D PHILADELPHIA CONS HLDG CORP COM 71752810 2177 44591 SH SHARED 01 44591 D PHILADELPHIA CONS HLDG CORP COM 71752810 530 10861 SH SHARED 02 10861 D PHILADELPHIA CONS HLDG CORP COM 71752810 78 1600 SH SHARED 10 1600 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 582 26337 SH SHARED 26337 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 1756 79493 SH SHARED 01 77930 1563 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 32 1480 SH SHR/OTHR 01 1480 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 642 29079 SH SHARED 02 29079 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 317 18238 SH SHARED 18238 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 24 1416 SH SHARED 02 1416 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 1916 110000 SH SHARED 06 110000 D PHILIPPINE LONG DISTANCE TEL SPON GDR PFD 71825270 25282 531140 SH SHARED 531140 D PHILLIPS VAN HEUSEN CORP COM 71859210 36 2074 SH SHARED 2074 D PHILLIPS VAN HEUSEN CORP COM 71859210 1692 95400 SH SHARED 01 95400 D PHILLIPS VAN HEUSEN CORP COM 71859210 475 26800 SH SHARED 02 26800 D PHILLIPS VAN HEUSEN CORP COM 71859210 37 2100 SH SHARED 10 2100 D PHOENIX COS INC NEW COM 71902E10 331 27570 SH SHARED 27570 D PHOENIX COS INC NEW COM 71902E10 22 1844 SH SHARED 01 1844 D PHOENIX COS INC NEW COM 71902E10 745 61888 SH SHARED 02 61888 D PHOENIX COS INC NEW CORPORATE UNIT 71902E40 1898 50300 SH SHARED 50300 D PHOENIX TECHNOLOGY LTD COM 71915310 72 8975 SH SHARED 8975 D PHOENIX TECHNOLOGY LTD COM 71915310 17 2225 SH SHARED 01 2225 D PHOTOMEDEX INC COM 71935810 115 46500 SH SHARED 01 46500 D PHOTON DYNAMICS INC COM 71936410 133 3320 SH SHARED 3320 D PHOTON DYNAMICS INC COM 71936410 370 9200 SH SHARED 01 9200 D PHOTON DYNAMICS INC COM 71936410 473 11763 SH SHARED 02 11763 D PHOTON DYNAMICS INC COM 71936410 60 1500 SH SHARED 10 1500 D PHOTRONICS INC NOTE 4.750%12/1 719405AC 1782 1800000 PRN SHARED 1800000 D PHOTRONICS INC NOTE 4.750%12/1 719405AC 3106 3138000 PRN SHARED 02 3138000 D PHOTRONICS INC COM 71940510 800 40191 SH SHARED 40191 D PHOTRONICS INC COM 71940510 5647 283497 SH SHARED 01 283497 D PHOTRONICS INC COM 71940510 572 28741 SH SHARED 02 28741 D PHOTRONICS INC COM 71940510 141 7100 SH SHARED 10 7100 D PIEDMONT NAT GAS INC COM 72018610 260 5993 SH SHARED 5993 D PIEDMONT NAT GAS INC COM 72018610 191 4400 SH SHARED 01 1300 3100 D PIEDMONT NAT GAS INC COM 72018610 106 2442 SH SHR/OTHR 01 2442 D PIEDMONT NAT GAS INC COM 72018610 930 21409 SH SHARED 02 21409 D PIER 1 IMPORTS INC COM 72027910 319 14600 SH SHARED 14600 D PIER 1 IMPORTS INC COM 72027910 2455 112331 SH SHARED 112331 D PIER 1 IMPORTS INC COM 72027910 890 40725 SH SHARED 01 40725 D PIER 1 IMPORTS INC COM 72027910 913 41784 SH SHARED 02 41784 D PILGRIMS PRIDE CORP COM 72146710 309 18946 SH SHARED 18946 D PILGRIMS PRIDE CORP COM 72146710 71 4358 SH SHARED 01 4358 D PILGRIMS PRIDE CORP COM 72146710 185 11374 SH SHARED 02 11374 D PIMCO CA MUNICIPAL INCOME FD COM 72200N10 53 4000 SH SHARED 01 4000 D PIMCO MUN INCOME FD II COM 72200W10 1387 99498 SH SHR/OTHR 01 99498 D PIMCO STRATEGIC GBL GOV FD I COM 72200X10 49 4000 SH SHR/OTHR 01 4000 D PIMCO CALIF MUN INCOME FD II COM 72201C10 53 4000 SH SHR/OTHR 01 4000 D PIMCO HIGH INCOME FD COM SHS 72201410 3330 221600 SH SHARED 221600 D PIMCO HIGH INCOME FD COM SHS 72201410 22 1500 SH SHARED 01 1500 D PINNACLE ENTMT INC COM 72345610 5 600 SH SHARED 600 D PINNACLE ENTMT INC COM 72345610 1467 157441 SH SHARED 02 14331 143110 D PINNACLE SYS INC COM 72348110 64 7587 SH SHARED 7587 D PINNACLE SYS INC COM 72348110 198 23313 SH SHARED 01 23113 200 D PINNACLE SYS INC COM 72348110 399 46892 SH SHARED 02 46892 D PINNACLE WEST CAP CORP COM 72348410 8951 223679 SH SHARED 223679 D PINNACLE WEST CAP CORP COM 72348410 468 11700 SH SHARED 01 11700 D PINNACLE WEST CAP CORP COM 72348410 564 14100 SH SHR/OTHR 01 14100 D PINNACLE WEST CAP CORP COM 72348410 1212 30286 SH SHARED 02 30286 D PINNACLE WEST CAP CORP COM 72348410 1394 34834 SH SHARED 10 30804 4030 D PINNACOR INC COM 72348710 6 3025 SH SHARED 01 3025 D PIONEER MUN HIGH INC ADV TR COM 72376210 146 10000 SH SHARED 01 10000 D PIONEER MUN HIGH INCOME TR COM SHS 72376310 940 64000 SH SHARED 01 64000 D PIONEER NAT RES CO COM 72378710 756 23700 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SHARED 700 D PIXAR COM 72581110 2452 35400 SH SHARED 35400 D PIXAR COM 72581110 110 1600 SH SHARED 01 1500 100 D PIXAR COM 72581110 703 10146 SH SHARED 02 10146 D PIXAR COM 72581110 566 8170 SH SHARED 10 8170 D PLACER DOME INC COM 72590610 1462 81680 SH SHARED 81680 D PLACER DOME INC COM 72590610 35615 1988577 SH SHARED 01 1983177 5400 D PLACER DOME INC COM 72590610 2447 136680 SH SHARED 02 136680 D PLACER DOME INC COM 72590610 2040 113935 SH SHARED 05 113935 D PLACER DOME INC COM 72590610 644 36000 SH SHARED 06 34000 2000 D PLACER DOME INC COM 72590610 27830 1553900 SH SHARED 10 1553900 D PLACER DOME INC COM 72590610 103 5800 SH SHARED 12 5800 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 295 9107 SH SHARED 9107 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 402 12394 SH SHARED 01 794 11600 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 73 2250 SH SHR/OTHR 01 2250 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 35 1079 SH SHARED 02 1079 D PLAINS EXPL& PRODTN CO COM 72650510 534 34762 SH SHARED 34762 D PLAINS EXPL& PRODTN CO COM 72650510 387 25164 SH SHARED 01 25164 D PLAINS EXPL& PRODTN CO COM 72650510 395 25696 SH SHARED 02 25696 D PLAINS RES INC COM PAR $0.10 72654050 85 5311 SH SHARED 5311 D PLAINS RES INC COM PAR $0.10 72654050 232 14457 SH SHARED 01 14457 D PLAINS RES INC COM PAR $0.10 72654050 213 13327 SH SHARED 02 13327 D PLANAR SYS INC COM 72690010 788 32451 SH SHARED 32451 D PLANAR SYS INC COM 72690010 4214 173359 SH SHARED 01 173359 D PLANAR SYS INC COM 72690010 694 28570 SH SHARED 02 28570 D PLANAR SYS INC COM 72690010 116 4800 SH SHARED 10 4800 D PLANTRONICS INC NEW COM 72749310 29 900 SH SHARED 900 D PLANTRONICS INC NEW COM 72749310 608 18640 SH SHARED 18640 D PLANTRONICS INC NEW COM 72749310 2899 88800 SH SHARED 01 88800 D PLANTRONICS INC NEW COM 72749310 1183 36263 SH SHARED 02 36263 D PLANTRONICS INC NEW COM 72749310 141 4330 SH SHARED 10 4330 D PLATO LEARNING INC COM 72764Y10 22 2110 SH SHARED 2110 D PLATO LEARNING INC COM 72764Y10 5 523 SH SHARED 01 523 D PLAYBOY ENTERPRISES INC CL B 72811730 8 500 SH SHARED 500 D PLAYBOY ENTERPRISES INC CL B 72811730 158 9777 SH SHARED 02 9777 D PLAYTEX PRODS INC COM 72813P10 6 800 SH SHARED 800 D PLAYTEX PRODS INC COM 72813P10 249 32216 SH SHARED 02 32216 D PLEXUS CORP COM 72913210 920 53624 SH SHARED 53624 D PLEXUS CORP COM 72913210 311 18159 SH SHARED 01 18159 D PLEXUS CORP COM 72913210 617 35940 SH SHARED 02 35940 D PLEXUS CORP COM 72913210 32 1900 SH SHARED 10 1900 D PLUG POWER INC COM 72919P10 75 10379 SH SHARED 10379 D PLUG POWER INC COM 72919P10 136 18787 SH SHARED 02 18787 D PLUG POWER INC COM 72919P10 528 72957 SH SHARED 04 72957 D PLUM CREEK TIMBER CO INC COM 72925110 15536 510237 SH SHARED 510237 D PLUM CREEK TIMBER CO INC COM 72925110 6937 227836 SH SHARED 01 193993 33843 D PLUM CREEK TIMBER CO INC COM 72925110 1140 37446 SH SHR/OTHR 01 925 36521 D PLUM CREEK TIMBER CO INC COM 72925110 2835 93116 SH SHARED 02 93116 D PLUM CREEK TIMBER CO INC COM 72925110 2231 73283 SH SHARED 10 65224 8059 D POGO PRODUCING CO COM 73044810 4599 95224 SH SHARED 95224 D POGO PRODUCING CO COM 73044810 24940 516357 SH SHARED 01 516357 D POGO PRODUCING CO COM 73044810 4946 102404 SH SHARED 02 102404 D POLARIS INDS INC COM 73106810 363 4108 SH SHARED 4108 D POLARIS INDS INC COM 73106810 79 900 SH SHARED 01 900 D POLARIS INDS INC COM 73106810 44 500 SH SHR/OTHR 01 500 D POLARIS INDS INC COM 73106810 182 2055 SH SHARED 02 2055 D POLO RALPH LAUREN CORP CL A 73157210 567 19689 SH SHARED 19689 D POLO RALPH LAUREN CORP CL A 73157210 627 21779 SH SHARED 01 21679 100 D POLO RALPH LAUREN CORP CL A 73157210 24 850 SH SHR/OTHR 01 850 D POLO RALPH LAUREN CORP CL A 73157210 121 4206 SH SHARED 02 4206 D POLO RALPH LAUREN CORP CL A 73157210 273 9500 SH SHARED 10 9500 D POLYCOM INC COM 73172K10 1322 67761 SH SHARED 67761 D POLYCOM INC COM 73172K10 4290 219794 SH SHARED 01 219494 300 D POLYCOM INC COM 73172K10 2449 125508 SH SHARED 02 125508 D POLYCOM INC COM 73172K10 840 43070 SH SHARED 10 43070 D POLYMEDICA CORP COM 73173810 78 3000 SH SHARED 3000 D POLYMEDICA CORP COM 73173810 791 30108 SH SHARED 30108 D POLYMEDICA CORP COM 73173810 104 3974 SH SHARED 01 3974 D POLYMEDICA CORP COM 73173810 319 12143 SH SHARED 02 12143 D POLYMEDICA CORP COM 73173810 61 2320 SH SHARED 10 2320 D POLYONE CORP COM 73179P10 737 115444 SH SHARED 115444 D POLYONE CORP COM 73179P10 89 14064 SH SHARED 01 14064 D POLYONE CORP COM 73179P10 388 60810 SH SHARED 02 60810 D POMEROY IT SOLUTIONS INC COM 73182210 45 3100 SH SHARED 3100 D POMEROY IT SOLUTIONS INC COM 73182210 66 4527 SH SHARED 4527 D POMEROY IT SOLUTIONS INC COM 73182210 14 973 SH SHARED 01 973 D POMEROY IT SOLUTIONS INC COM 73182210 95 6486 SH SHARED 02 6486 D POPE & TALBOT INC COM 73282710 816 46361 SH SHARED 46361 D POPE & TALBOT INC COM 73282710 100 5681 SH SHARED 01 5681 D POPE & TALBOT INC COM 73282710 203 11567 SH SHARED 02 11567 D POPULAR INC COM 73317410 188 4210 SH SHARED 4210 D POPULAR INC COM 73317410 2730 60885 SH SHARED 01 59485 1400 D POPULAR INC COM 73317410 657 14650 SH SHR/OTHR 01 150 14500 D POPULAR INC COM 73317410 1339 29856 SH SHARED 02 29856 D POPULAR INC COM 73317410 4150 92550 SH SHARED 10 92550 D POPULAR INC COM 73317410 43 980 SH SHARED 14 980 D PORTAL SOFTWARE INC COM NEW 73612630 18 2740 SH SHARED 2740 D PORTAL SOFTWARE INC COM NEW 73612630 686 102060 SH SHARED 01 100120 1940 D PORTAL SOFTWARE INC COM NEW 73612630 141 20951 SH SHARED 02 20951 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 53 2006 SH SHARED 2006 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 214 8096 SH SHARED 02 8096 D PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 43 4300 SH SHARED 4300 D POSSIS MEDICAL INC COM 73740710 6 348 SH SHARED 348 D POSSIS MEDICAL INC COM 73740710 227 11519 SH SHARED 02 11519 D POST PPTYS INC COM 73746410 600 21493 SH SHARED 21493 D POST PPTYS INC COM 73746410 4563 163452 SH SHARED 01 110444 53008 D POST PPTYS INC COM 73746410 18 650 SH SHR/OTHR 01 650 D POST PPTYS INC COM 73746410 617 22132 SH SHARED 02 22132 D POST PPTYS INC COM 73746410 3420 122500 SH SHARED 04 122500 D POST PPTYS INC COM 73746410 30 1100 SH SHARED 10 1100 D POST PPTYS INC COM 73746410 1370 49100 SH SHARED 11 49100 D POTASH CORP SASK INC COM 73755L10 138 1601 SH SHARED 1601 D POTASH CORP SASK INC COM 73755L10 460 5324 SH SHARED 5324 D POTASH CORP SASK INC COM 73755L10 89 1030 SH SHARED 01 1030 D POTASH CORP SASK INC COM 73755L10 2027 23447 SH SHARED 02 23447 D POTASH CORP SASK INC COM 73755L10 43 500 SH SHARED 10 500 D POTASH CORP SASK INC COM 73755L10 34 400 SH SHARED 14 400 D POTLATCH CORP COM 73762810 1292 37166 SH SHARED 37166 D POTLATCH CORP COM 73762810 289 8335 SH SHARED 01 8335 D POTLATCH CORP COM 73762810 1403 40373 SH SHARED 02 40373 D POWELL INDS INC COM 73912810 84 4408 SH SHARED 02 4408 D POWER INTEGRATIONS INC COM 73927610 346 10359 SH SHARED 10359 D POWER INTEGRATIONS INC COM 73927610 11561 345540 SH SHARED 01 319740 25800 D POWER INTEGRATIONS INC COM 73927610 614 18351 SH SHARED 02 18351 D POWER INTEGRATIONS INC COM 73927610 20 600 SH SHARED 05 600 D POWER INTEGRATIONS INC COM 73927610 3040 90860 SH SHARED 10 90860 D POWER-ONE INC COM 73930810 2004 185081 SH SHARED 185081 D POWER-ONE INC COM 73930810 112 10400 SH SHARED 01 10400 D POWER-ONE INC COM 73930810 736 68023 SH SHARED 02 68023 D POWER-ONE INC COM 73930810 368 34046 SH SHARED 10 30419 3627 D POWERWAVE TECHNOLOGIES INC COM 73936310 988 127688 SH SHARED 127688 D POWERWAVE TECHNOLOGIES INC COM 73936310 147 19015 SH SHARED 01 19015 D POWERWAVE TECHNOLOGIES INC COM 73936310 19 2543 SH SHR/OTHR 01 2543 D POWERWAVE TECHNOLOGIES INC COM 73936310 636 82264 SH SHARED 02 82264 D POZEN INC COM 73941U10 251 24670 SH SHARED 24670 D POZEN INC COM 73941U10 100 9893 SH SHARED 01 9893 D POZEN INC COM 73941U10 152 14963 SH SHARED 02 14963 D PRAECIS PHARMACEUTICALS INC COM 73942110 342 53165 SH SHARED 53165 D PRAECIS PHARMACEUTICALS INC COM 73942110 83 12935 SH SHARED 01 12935 D PRAECIS PHARMACEUTICALS INC COM 73942110 252 39217 SH SHARED 02 39217 D PRAXAIR INC COM 74005P10 15 400 SH SHARED 400 D PRAXAIR INC COM 74005P10 66604 1743573 SH SHARED 1743573 D PRAXAIR INC COM 74005P10 48436 1267964 SH SHARED 01 345734 922230 D PRAXAIR INC COM 74005P10 5436 142305 SH SHR/OTHR 01 11210 131095 D PRAXAIR INC COM 74005P10 6798 177984 SH SHARED 02 177984 D PRAXAIR INC COM 74005P10 62 1630 SH SHARED 05 1630 D PRAXAIR INC COM 74005P10 152 4000 SH SHARED 06 3500 500 D PRAXAIR INC COM 74005P10 5215 136519 SH SHARED 10 122108 14411 D PRAXAIR INC COM 74005P10 91 2400 SH SHARED 14 2400 D PRE PAID LEGAL SVCS INC COM 74006510 80 3100 SH SHARED 3100 D PRE PAID LEGAL SVCS INC COM 74006510 39 1522 SH SHARED 1522 D PRE PAID LEGAL SVCS INC COM 74006510 1381 52878 SH SHARED 01 52878 D PRE PAID LEGAL SVCS INC COM 74006510 276 10586 SH SHARED 02 10586 D PRECISION CASTPARTS CORP COM 74018910 172 3800 SH SHARED 3800 D PRECISION CASTPARTS CORP COM 74018910 1780 39218 SH SHARED 39218 D PRECISION CASTPARTS CORP COM 74018910 3357 73927 SH SHARED 01 55927 18000 D PRECISION CASTPARTS CORP COM 74018910 1602 35290 SH SHARED 02 35290 D PRECISION DRILLING CORP COM 74022D10 2664 61000 SH SHARED 61000 D PRECISION DRILLING CORP COM 74022D10 78 1800 SH SHARED 01 1000 800 D PRECISION DRILLING CORP COM 74022D10 26 598 SH SHR/OTHR 01 598 D PRECISION DRILLING CORP COM 74022D10 1216 27849 SH SHARED 02 27849 D PRECISION DRILLING CORP COM 74022D10 414 9500 SH SHARED 04 9500 D PRECISION DRILLING CORP COM 74022D10 13 300 SH SHARED 10 300 D PREMCOR INC COM 74045Q10 82 3174 SH SHARED 02 3174 D PRENTISS PPTYS TR SH BEN INT 74070610 264 8021 SH SHARED 8021 D PRENTISS PPTYS TR SH BEN INT 74070610 1764 53500 SH SHARED 01 53500 D PRENTISS PPTYS TR SH BEN INT 74070610 726 22007 SH SHARED 02 22007 D PRENTISS PPTYS TR SH BEN INT 74070610 32 1000 SH SHARED 10 1000 D PRENTISS PPTYS TR SH BEN INT 74070610 669 20300 SH SHARED 11 20300 D PRESIDENTIAL LIFE CORP COM 74088410 81 6170 SH SHARED 6170 D PRESIDENTIAL LIFE CORP COM 74088410 18 1430 SH SHARED 01 1430 D PRESIDENTIAL LIFE CORP COM 74088410 179 13629 SH SHARED 02 13629 D PRESSTEK INC COM 74111310 34 4827 SH SHARED 4827 D PRESSTEK INC COM 74111310 114 15873 SH SHARED 01 15873 D PRESSTEK INC COM 74111310 146 20344 SH SHARED 02 20344 D PRESSTEK INC COM 74111310 25 3600 SH SHARED 10 3600 D PRICE COMMUNICATIONS CORP COM NEW 74143730 460 33528 SH SHARED 33528 D PRICE COMMUNICATIONS CORP COM NEW 74143730 191 13914 SH SHARED 01 13914 D PRICE COMMUNICATIONS CORP COM NEW 74143730 17204 1253032 SH SHARED 02 1253032 D PRICE LEGACY CORP COM 74144P10 1 300 SH SHARED 300 D PRICE LEGACY CORP COM 74144P10 256 67370 SH SHARED 02 67370 D PRICE T ROWE GROUP INC COM 74144T10 13019 274611 SH SHARED 274611 D PRICE T ROWE GROUP INC COM 74144T10 756 15960 SH SHARED 01 15960 D PRICE T ROWE GROUP INC COM 74144T10 1840 38826 SH SHR/OTHR 01 3700 35126 D PRICE T ROWE GROUP INC COM 74144T10 2188 46165 SH SHARED 02 46165 D PRICE T ROWE GROUP INC COM 74144T10 42 901 SH SHARED 05 901 D PRICE T ROWE GROUP INC COM 74144T10 3693 77903 SH SHARED 10 72464 5439 D PRICELINE COM INC COM NEW 74150340 28 1580 SH SHARED 1580 D PRICELINE COM INC COM NEW 74150340 1156 64616 SH SHARED 01 64616 D PRICELINE COM INC COM NEW 74150340 309 17298 SH SHARED 02 17298 D PRICELINE COM INC COM NEW 74150340 1342 75000 SH SHARED 04 75000 D PRICELINE COM INC COM NEW 74150340 45 2533 SH SHARED 10 2533 D PRICESMART INC COM 74151110 12 2004 SH SHARED 2004 D PRICESMART INC COM 74151110 3 496 SH SHARED 01 496 D PRIDE INTL INC DEL COM 74153Q10 2266 121572 SH SHARED 121572 D PRIDE INTL INC DEL COM 74153Q10 798 42828 SH SHARED 01 42828 D PRIDE INTL INC DEL COM 74153Q10 9769 524094 SH SHARED 02 524094 D PRIME MED SVCS INC NEW COM 74156D10 6 1352 SH SHARED 1352 D PRIME MED SVCS INC NEW COM 74156D10 1 335 SH SHARED 01 335 D PRIMEDIA INC COM 74157K10 20 7350 SH SHARED 7350 D PRIMEDIA INC COM 74157K10 2 950 SH SHARED 01 950 D PRIMEDIA INC COM 74157K10 1883 665457 SH SHARED 02 665457 D PRIME GROUP REALTY TRUST SH BEN 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74912110 19946 4617206 SH SHARED 4447206 170000 D QWEST COMMUNICATIONS INTL IN COM 74912110 831 192447 SH SHARED 01 191150 1297 D QWEST COMMUNICATIONS INTL IN COM 74912110 5844 1352901 SH SHARED 02 1352901 D QWEST COMMUNICATIONS INTL IN COM 74912110 48 11238 SH SHARED 05 11238 D QWEST COMMUNICATIONS INTL IN COM 74912110 54 12550 SH SHARED 06 12550 D QWEST COMMUNICATIONS INTL IN COM 74912110 21729 5030004 SH SHARED 10 4955159 74845 D QWEST COMMUNICATIONS INTL IN COM 74912110 60 14100 SH SHARED 14 14100 D R & G FINANCIAL CORP CL B 74913610 97 2461 SH SHARED 2461 D R & G FINANCIAL CORP CL B 74913610 9384 235800 SH SHARED 01 235800 D R & G FINANCIAL CORP CL B 74913610 917 23048 SH SHARED 02 23048 D R & G FINANCIAL CORP CL B 74913610 151 3800 SH SHARED 10 3800 D RAIT INVT TR COM 74922710 38643 1509498 SH SHARED 1509498 D RAIT INVT TR COM 74922710 150 5894 SH SHARED 01 5894 D RAIT INVT TR COM 74922710 10 413 SH SHR/OTHR 01 413 D RAIT INVT TR COM 74922710 377 14750 SH SHARED 02 14750 D RAIT INVT TR COM 74922710 12 500 SH SHARED 10 500 D RCN CORP COM 74936110 72 106808 SH SHARED 106808 D RCN CORP COM 74936110 14 21192 SH SHARED 01 21192 D RCN CORP COM 74936110 24 35983 SH SHARED 02 35983 D RC2 CORP COM 74938810 10 500 SH SHARED 500 D RC2 CORP COM 74938810 189 9105 SH SHARED 02 9105 D R H DONNELLEY CORP COM NEW 74955W30 168 4227 SH SHARED 4227 D R H DONNELLEY CORP COM NEW 74955W30 1146 28772 SH SHARED 01 23572 5200 D R H DONNELLEY CORP COM NEW 74955W30 125 3152 SH SHR/OTHR 01 3152 D R H DONNELLEY CORP COM NEW 74955W30 534 13427 SH SHARED 02 13427 D R H DONNELLEY CORP COM NEW 74955W30 14856 372900 SH SHARED 10 372900 D RLI CORP COM 74960710 11 300 SH SHARED 300 D RLI CORP COM 74960710 70 1874 SH SHARED 01 1874 D RLI CORP COM 74960710 447 11949 SH SHARED 02 11949 D R O C TAIWAN FD SH BEN INT 74965110 3201 674100 SH SHARED 674100 D RPC INC COM 74966010 6 600 SH SHARED 600 D RPC INC COM 74966010 17 1600 SH SHARED 01 1600 D RPC INC COM 74966010 70 6386 SH SHARED 02 6386 D RPM INTL INC COM 74968510 988 60050 SH SHARED 60050 D RPM INTL INC COM 74968510 2035 123650 SH SHARED 01 123650 D RPM INTL INC COM 74968510 1636 99448 SH SHARED 02 99448 D RSA SEC INC COM 74971910 3173 222700 SH SHARED 222700 D RSA SEC INC COM 74971910 395 27769 SH SHARED 27769 D RSA SEC INC COM 74971910 14151 993085 SH SHARED 01 711285 281800 D RSA SEC INC COM 74971910 966 67803 SH SHARED 02 67803 D RSA SEC INC COM 74971910 411 28900 SH SHARED 05 28900 D RSA SEC INC COM 74971910 722 50693 SH SHARED 10 50693 D RTI INTL METALS INC COM 74973W10 3 202 SH SHARED 202 D RTI INTL METALS INC COM 74973W10 331 19644 SH SHARED 02 19644 D RMH TELESERVICES INC COM 74993810 75 14744 SH SHARED 14744 D RMH TELESERVICES INC COM 74993810 18 3656 SH SHARED 01 3656 D RMH TELESERVICES INC COM 74993810 0 99 SH SHARED 02 99 D RF MICRODEVICES INC NOTE 3.750% 8/1 749941AB 8973 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 99 100000 PRN SHARED 02 100000 D RF MICRODEVICES INC COM 74994110 3606 358509 SH SHARED 358509 D RF MICRODEVICES INC COM 74994110 5344 531216 SH SHARED 01 530266 950 D RF MICRODEVICES INC COM 74994110 2446 243201 SH SHARED 02 243201 D RF MICRODEVICES INC COM 74994110 79 7900 SH SHARED 10 7900 D RADIAN GROUP INC DBCV 2.250% 1/0 750236AF 1273 1219000 PRN SHARED 02 1219000 D RADIAN GROUP INC COM 75023610 5633 115557 SH SHARED 115557 D RADIAN GROUP INC COM 75023610 3146 64553 SH SHARED 01 64553 D RADIAN GROUP INC COM 75023610 4240 86981 SH SHARED 02 86981 D RADIAN GROUP INC COM 75023610 752 15430 SH SHARED 10 15430 D RADIANT SYSTEMS INC COM 75025N10 3 400 SH SHARED 400 D RADIANT SYSTEMS INC COM 75025N10 94 11257 SH SHARED 02 11257 D RADIOLOGIX INC COM 75040K10 33 9870 SH SHARED 9870 D RADIOLOGIX INC COM 75040K10 5 1630 SH SHARED 01 1630 D RADIO ONE INC CL D NON VTG 75040P40 3199 165780 SH SHARED 01 165780 D RADIO ONE INC CL D NON VTG 75040P40 223 11564 SH SHARED 02 11564 D RADIOSHACK CORP COM 75043810 11460 373557 SH SHARED 373557 D RADIOSHACK CORP COM 75043810 7993 260543 SH SHARED 01 259843 700 D RADIOSHACK CORP COM 75043810 3295 107410 SH SHARED 02 107410 D RADIOSHACK CORP COM 75043810 1349 44000 SH SHARED 03 44000 D RADIOSHACK CORP COM 75043810 133 4335 SH SHARED 05 4335 D RADIOSHACK CORP COM 75043810 479 15616 SH SHARED 06 15616 D RADIOSHACK CORP COM 75043810 2026 66060 SH SHARED 10 58807 7253 D RADIOSHACK CORP COM 75043810 67 2200 SH SHARED 14 2200 D RADISYS CORP COM 75045910 424 25161 SH SHARED 25161 D RADISYS CORP COM 75045910 105 6239 SH SHARED 01 6239 D RADISYS CORP COM 75045910 196 11651 SH SHARED 02 11651 D RAILAMERICA INC COM 75075310 7 622 SH SHARED 622 D RAILAMERICA INC COM 75075310 177 15000 SH SHARED 01 15000 D RAILAMERICA INC COM 75075310 232 19745 SH SHARED 02 19745 D RAINDANCE COMM COM 75086X10 51 18700 SH SHARED 18700 D RAINDANCE COMM COM 75086X10 87 31781 SH SHARED 02 31781 D RAINBOW TECHNOLOGIES INC COM 75086210 142 12689 SH SHARED 12689 D RAINBOW TECHNOLOGIES INC COM 75086210 2131 189327 SH SHARED 01 189327 D RAINBOW TECHNOLOGIES INC COM 75086210 181 16134 SH SHARED 02 16134 D RAINBOW TECHNOLOGIES INC COM 75086210 85 7600 SH SHARED 10 7600 D RAMBUS INC DEL COM 75091710 814 26520 SH SHARED 26520 D RAMBUS INC DEL COM 75091710 639 20819 SH SHARED 01 19819 1000 D RAMBUS INC DEL COM 75091710 813 26497 SH SHARED 02 26497 D RALCORP HLDGS INC NEW COM 75102810 335 10700 SH SHARED 10700 D RALCORP HLDGS INC NEW COM 75102810 189 6034 SH SHARED 6034 D RALCORP HLDGS INC NEW COM 75102810 2178 69480 SH SHARED 01 69480 D RALCORP HLDGS INC NEW COM 75102810 4 133 SH SHR/OTHR 01 133 D RALCORP HLDGS INC NEW COM 75102810 736 23471 SH SHARED 02 23471 D RALCORP HLDGS INC NEW COM 75102810 50 1600 SH SHARED 10 1600 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 7 276 SH SHARED 276 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 201 7105 SH SHARED 02 7105 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 22348 789700 SH SHARED 11 789700 D RANDGOLD RES LTD ADR 75234430 205 7500 SH SHARED 7500 D RANDGOLD RES LTD ADR 75234430 403 14771 SH SHARED 14771 D RANDGOLD RES LTD ADR 75234430 60 2200 SH SHARED 01 2200 D RANDGOLD RES LTD ADR 75234430 5880 215000 SH SHARED 04 215000 D RANGE RES CORP COM 75281A10 8 900 SH SHARED 900 D RANGE RES CORP COM 75281A10 854 90400 SH SHARED 01 90400 D RANGE RES CORP COM 75281A10 338 35780 SH SHARED 02 35780 D RANGE RES CORP COM 75281A10 3728 394578 SH SHARED 10 394578 D RANDGOLD & EXPL LTD SPON ADR NEW 75300930 0 43 SH SHARED 43 D RARE HOSPITALITY INTL INC COM 75382010 533 21810 SH SHARED 21810 D RARE HOSPITALITY INTL INC COM 75382010 3771 154308 SH SHARED 01 144158 6100 4050 D RARE HOSPITALITY INTL INC COM 75382010 42 1729 SH SHR/OTHR 01 1729 D RARE HOSPITALITY INTL INC COM 75382010 479 19639 SH SHARED 02 19639 D RARE HOSPITALITY INTL INC COM 75382010 839 34330 SH SHARED 10 34330 D RAVEN INDS INC COM 75421210 5 200 SH SHARED 200 D RAVEN INDS INC COM 75421210 129 4404 SH SHARED 02 4404 D RAYMOND JAMES FINANCIAL INC COM 75473010 184 4900 SH SHARED 4900 D RAYMOND JAMES FINANCIAL INC COM 75473010 834 22137 SH SHARED 22137 D RAYMOND JAMES FINANCIAL INC COM 75473010 597 15840 SH SHARED 01 15840 D RAYMOND JAMES FINANCIAL INC COM 75473010 551 14639 SH SHARED 02 14639 D RAYONIER INC COM 75490710 57810 1392682 SH SHARED 1392682 D RAYONIER INC COM 75490710 5188 124987 SH SHARED 01 124987 D RAYONIER INC COM 75490710 3557 85694 SH SHARED 02 85694 D RAYOVAC CORP COM 75508110 1087 51897 SH SHARED 51897 D RAYOVAC CORP COM 75508110 158 7588 SH SHARED 01 7588 D RAYOVAC CORP COM 75508110 622 29712 SH SHARED 02 29712 D RAYTECH CORP DEL COM 75510310 1 300 SH SHARED 300 D RAYTECH CORP DEL COM 75510310 15 4711 SH SHARED 02 4711 D RAYTHEON CO COM NEW 75511150 31872 1060997 SH SHARED 1060997 D RAYTHEON CO COM NEW 75511150 4077 135742 SH SHARED 01 128788 6954 D RAYTHEON CO COM NEW 75511150 733 24420 SH SHR/OTHR 01 3203 21217 D RAYTHEON CO COM NEW 75511150 4670 155486 SH SHARED 02 155486 D RAYTHEON CO COM NEW 75511150 66 2207 SH SHARED 05 2207 D RAYTHEON CO COM NEW 75511150 3819 127150 SH SHARED 06 126650 500 D RAYTHEON CO COM NEW 75511150 4366 145348 SH SHARED 10 145348 D RAYTHEON CO COM NEW 75511150 93 3100 SH SHARED 14 3100 D READERS DIGEST ASSN INC COM 75526710 3219 219620 SH SHARED 219620 D READERS DIGEST ASSN INC COM 75526710 362 24732 SH SHARED 01 24732 D READERS DIGEST ASSN INC COM 75526710 419 28640 SH SHARED 02 28640 D READING INTERNATIONAL INC CL A 75540810 1 300 SH SHARED 300 D READING INTERNATIONAL INC CL A 75540810 55 9301 SH SHARED 02 9301 D REALNETWORKS INC COM 75605L10 167 29344 SH SHARED 29344 D REALNETWORKS INC COM 75605L10 44 7856 SH SHARED 01 5856 2000 D REALNETWORKS INC COM 75605L10 43 7694 SH SHARED 02 7694 D REALTY INCOME CORP COM 75610910 99 2485 SH SHARED 2485 D REALTY INCOME CORP COM 75610910 1240 31015 SH SHARED 01 31015 D REALTY INCOME CORP COM 75610910 143 3576 SH SHARED 02 3576 D RECKSON ASSOCS RLTY CORP COM 75621K10 1006 41427 SH SHARED 41427 D RECKSON ASSOCS RLTY CORP COM 75621K10 892 36739 SH SHARED 01 36739 D RECKSON ASSOCS RLTY CORP COM 75621K10 2499 102845 SH SHARED 02 102845 D RECKSON ASSOCS RLTY CORP COM 75621K10 33441 1376200 SH SHARED 11 1376200 D RECKSON ASSOCS RLTY CORP PFD CV SER A% 75621K20 16345 647350 SH SHARED 647350 D RED HAT INC COM 75657710 2472 131700 SH SHARED 01 131000 700 D RED HAT INC COM 75657710 266 14210 SH SHARED 02 14210 D RED HAT INC COM 75657710 640 34139 SH SHARED 10 34139 D RED ROBIN GOURMET BURGERS IN COM 75689M10 34 1127 SH SHARED 1127 D RED ROBIN GOURMET BURGERS IN COM 75689M10 3010 98800 SH SHARED 01 86500 12300 D RED ROBIN GOURMET BURGERS IN COM 75689M10 187 6161 SH SHARED 02 6161 D RED ROBIN GOURMET BURGERS IN COM 75689M10 322 10600 SH SHARED 05 10600 D REDBACK NETWORKS INC COM 75720910 99 432594 SH SHARED 432594 D REDBACK NETWORKS INC COM 75720910 4 20106 SH SHARED 01 20106 D REDBACK NETWORKS INC COM 75720910 26 112900 SH SHARED 02 112900 D REDIFF COM INDIA LTD SPONSORED ADR 75747910 52 9950 SH SHARED 9950 D REDWOOD TR INC COM 75807540 83 1638 SH SHARED 1638 D REDWOOD TR INC COM 75807540 1230 24200 SH SHARED 01 24200 D REDWOOD TR INC COM 75807540 1041 20476 SH SHARED 02 20476 D REDWOOD TR INC COM 75807540 50 1000 SH SHARED 10 1000 D REEBOK INTL LTD DBCV 4.250% 3/0 758110AE 225 206000 PRN SHARED 02 206000 D REEBOK INTL LTD COM 75811010 7043 179136 SH SHARED 179136 D REEBOK INTL LTD COM 75811010 402 10240 SH SHARED 01 10240 D REEBOK INTL LTD COM 75811010 830 21111 SH SHARED 02 21111 D REEBOK INTL LTD COM 75811010 931 23688 SH SHARED 10 21169 2519 D REED ELSEVIER N V SPONSORED ADR 75820410 14 600 SH SHARED 600 D REED ELSEVIER N V SPONSORED ADR 75820410 9 400 SH SHARED 01 400 D REED ELSEVIER P L C SPONSORED ADR 75820510 703 20886 SH SHARED 20886 D REED ELSEVIER P L C SPONSORED ADR 75820510 575 17078 SH SHARED 01 4143 12935 D REED ELSEVIER P L C SPONSORED ADR 75820510 2210 65600 SH SHARED 02 65600 D REGAL BELOIT CORP COM 75875010 65 2990 SH SHARED 2990 D REGAL BELOIT CORP COM 75875010 19 898 SH SHARED 01 898 D REGAL BELOIT CORP COM 75875010 344 15666 SH SHARED 02 15666 D REGAL ENTMT GROUP CL A 75876610 18439 898635 SH SHARED 898635 D REGAL ENTMT GROUP CL A 75876610 1687 82217 SH SHARED 01 82217 D REGAL ENTMT GROUP CL A 75876610 59 2890 SH SHARED 02 2890 D REGENCY CTRS CORP COM 75884910 478 12000 SH SHARED 01 12000 D REGENCY CTRS CORP COM 75884910 1545 38784 SH SHARED 02 38784 D REGENCY CTRS CORP COM 75884910 10918 274000 SH SHARED 10 274000 D REGENCY CTRS CORP COM 75884910 150790 3783955 SH SHARED 11 3783955 D REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB 3300 3500000 PRN SHARED 3500000 D REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB 1845 1957000 PRN SHARED 02 1957000 D REGENERON PHARMACEUTICALS COM 75886F10 469 31900 SH SHARED 31900 D REGENERON PHARMACEUTICALS COM 75886F10 119 8100 SH SHARED 01 8100 D REGENERON PHARMACEUTICALS COM 75886F10 444 30208 SH SHARED 02 30208 D REGENERON PHARMACEUTICALS COM 75886F10 4036 274400 SH SHARED 04 274400 D REGENERON PHARMACEUTICALS COM 75886F10 70 4800 SH SHARED 14 4800 D REGENERATION TECH INC DEL COM 75886N10 2 200 SH SHARED 200 D REGENERATION TECH INC DEL COM 75886N10 1729 157800 SH SHARED 01 157800 D REGENERATION TECH INC DEL COM 75886N10 175 16056 SH SHARED 02 16056 D REGENT COMMUNICATIONS INC DE COM 75886510 53 8434 SH SHARED 8434 D REGENT COMMUNICATIONS INC DE COM 75886510 7 1128 SH SHARED 01 1128 D REGENT COMMUNICATIONS INC DE COM 75886510 149 23507 SH SHARED 02 23507 D REGIS CORP MINN COM 75893210 335 8501 SH SHARED 8501 D REGIS CORP MINN COM 75893210 7343 185805 SH SHARED 01 185805 D REGIS CORP MINN COM 75893210 177 4492 SH SHARED 02 4492 D REGIONS FINL CORP COM 75894010 47249 1270161 SH SHARED 1270161 D REGIONS FINL CORP COM 75894010 4984 134005 SH SHARED 01 133305 700 D REGIONS FINL CORP COM 75894010 5240 140873 SH SHARED 02 140873 D REGIONS FINL CORP COM 75894010 48 1310 SH SHARED 05 1310 D REGIONS FINL CORP COM 75894010 3262 87693 SH SHARED 10 77922 9771 D REGIONS FINL CORP COM 75894010 70 1900 SH SHARED 14 1900 D REGISTER COM INC COM 75914G10 5999 1174082 SH SHARED 1174082 D REGISTER COM INC COM 75914G10 110 21628 SH SHARED 02 21628 D REHABCARE GROUP INC COM 75914810 744 35003 SH SHARED 35003 D REHABCARE GROUP INC COM 75914810 64 3012 SH SHARED 01 3012 D REHABCARE GROUP INC COM 75914810 352 16562 SH SHARED 02 16562 D REHABCARE GROUP INC COM 75914810 1063 50000 SH SHARED 04 50000 D REHABCARE GROUP INC COM 75914810 31 1500 SH SHARED 10 1500 D REINSURANCE GROUP AMER INC COM 75935110 661 17125 SH SHARED 01 1125 16000 D REINSURANCE GROUP AMER INC COM 75935110 86 2230 SH SHARED 02 2230 D REINSURANCE GROUP AMER INC PFD TR INC EQ 75935130 47447 804198 SH SHARED 804198 D RELIANCE STEEL & ALUMINUM CO COM 75950910 413 12460 SH SHARED 12460 D RELIANCE STEEL & ALUMINUM CO COM 75950910 1303 39250 SH SHARED 01 39250 D RELIANCE STEEL & ALUMINUM CO COM 75950910 771 23222 SH SHARED 02 23222 D RELIANCE STEEL & ALUMINUM CO COM 75950910 63 1900 SH SHARED 10 1900 D RELIANT RES INC COM 75952B10 1314 178634 SH SHARED 178634 D RELIANT RES INC COM 75952B10 1468 199585 SH SHARED 01 198639 946 D RELIANT RES INC COM 75952B10 20 2838 SH SHR/OTHR 01 2838 D RELIANT RES INC COM 75952B10 267 36348 SH SHARED 02 36348 D RELIV INTL INC COM 75952R10 0 75 SH SHARED 75 D REMEC INC COM 75954310 46 5487 SH SHARED 5487 D REMEC INC COM 75954310 7 913 SH SHARED 01 913 D REMEC INC COM 75954310 3 400 SH SHR/OTHR 01 400 D REMEC INC COM 75954310 344 40344 SH SHARED 02 40344 D REMINGTON OIL & GAS CORP COM 75959430 212 10800 SH SHARED 10800 D REMINGTON OIL & GAS CORP COM 75959430 2792 141848 SH SHARED 01 141848 D REMINGTON OIL & GAS CORP COM 75959430 272 13821 SH SHARED 02 13821 D REMINGTON OIL & GAS CORP COM 75959430 96 4900 SH SHARED 10 4900 D RENAISSANCE CAP GRWTH INCM I COM 75966V10 321 23990 SH SHARED 23990 D RENAISSANCE LEARNING INC COM 75968L10 4 200 SH SHARED 200 D RENAISSANCE LEARNING INC COM 75968L10 137 5700 SH SHARED 01 700 5000 D RENAISSANCE LEARNING INC COM 75968L10 186 7728 SH SHARED 02 7728 D REPLIGEN CORP COM 75991610 1 300 SH SHARED 300 D REPLIGEN CORP COM 75991610 87 19942 SH SHARED 02 19942 D REPUBLIC BANCSHARES INC COM 75992910 7 239 SH SHARED 239 D REPUBLIC BANCSHARES INC COM 75992910 180 5751 SH SHARED 02 5751 D RENAL CARE GROUP INC COM 75993010 242 5897 SH SHARED 5897 D RENAL CARE GROUP INC COM 75993010 1032 25050 SH SHARED 01 25050 D RENAL CARE GROUP INC COM 75993010 272 6608 SH SHARED 02 6608 D RENT A CTR INC NEW COM 76009N10 150 5000 SH SHARED 5000 D RENT A CTR INC NEW COM 76009N10 1636 54563 SH SHARED 54563 D RENT A CTR INC NEW COM 76009N10 3120 104008 SH SHARED 01 104008 D RENT A CTR INC NEW COM 76009N10 874 29146 SH SHARED 02 29146 D RENT A CTR INC NEW COM 76009N10 480 16000 SH SHARED 14 16000 D RENT WAY INC COM 76009U10 2 300 SH SHARED 300 D RENT WAY INC COM 76009U10 114 13928 SH SHARED 02 13928 D REPSOL YPF S A SPONSORED ADR 76026T20 2702 138237 SH SHARED 138237 D REPSOL YPF S A SPONSORED ADR 76026T20 1114 57006 SH SHARED 01 23872 33134 D REPSOL YPF S A SPONSORED ADR 76026T20 160 8200 SH SHARED 02 8200 D REPUBLIC BANCORP KY CL A 76028120 5 300 SH SHARED 300 D REPUBLIC BANCORP KY CL A 76028120 94 4811 SH SHARED 02 4811 D REPUBLIC BANCORP INC COM 76028210 258 19162 SH SHARED 19162 D REPUBLIC BANCORP INC COM 76028210 2343 173716 SH SHARED 01 173716 D REPUBLIC BANCORP INC COM 76028210 516 38271 SH SHARED 02 38271 D REPUBLIC BANCORP INC COM 76028210 49 3700 SH SHARED 10 3700 D REPUBLIC SVCS INC COM 76075910 3290 128385 SH SHARED 128385 D REPUBLIC SVCS INC COM 76075910 2855 111397 SH SHARED 01 111397 D REPUBLIC SVCS INC COM 76075910 1566 61110 SH SHARED 02 61110 D REPUBLIC SVCS INC COM 76075910 43 1700 SH SHARED 06 1700 D REPUBLIC SVCS INC COM 76075910 433 16900 SH SHARED 10 16900 D RESEARCH FRONTIERS INC COM 76091110 4 500 SH SHARED 500 D RESEARCH FRONTIERS INC COM 76091110 10 1125 SH SHARED 01 1125 D RESEARCH FRONTIERS INC COM 76091110 62 6695 SH SHARED 02 6695 D RES-CARE INC NOTE 6.000%12/0 760943AC 10342 10140000 PRN SHARED 10140000 D RES-CARE INC COM 76094310 5224 645000 SH SHARED 645000 D RESEARCH IN MOTION LTD COM 76097510 3933 58852 SH SHARED 58852 D RESEARCH IN MOTION LTD COM 76097510 123 1848 SH SHARED 01 1848 D RESEARCH IN MOTION LTD COM 76097510 690 10334 SH SHARED 02 10334 D RESTORATION HARDWARE INC DEL COM 76098110 358 76106 SH SHARED 76106 D RESTORATION HARDWARE INC DEL COM 76098110 87 18487 SH SHARED 01 18487 D RESTORATION HARDWARE INC DEL COM 76098110 59 12629 SH SHARED 02 12629 D RESMED INC NOTE 4.000% 6/2 761152AB 15956 15522000 PRN SHARED 15522000 D RESMED INC COM 76115210 569 13720 SH SHARED 13720 D RESMED INC COM 76115210 48 1177 SH SHARED 01 1177 D RESMED INC COM 76115210 495 11932 SH SHARED 02 11932 D RESOURCE AMERICA INC CL A 76119520 6 400 SH SHARED 400 D RESOURCE AMERICA INC CL A 76119520 8 550 SH SHARED 01 550 D RESOURCE AMERICA INC CL A 76119520 149 9976 SH SHARED 02 9976 D RESOURCES BANKSHARES CORP COM 76121R10 3 100 SH SHARED 100 D RESOURCES BANKSHARES CORP COM 76121R10 238 7554 SH SHARED 01 7554 D RESOURCES BANKSHARES CORP COM 76121R10 94 3004 SH SHARED 02 3004 D RESOURCES CONNECTION INC COM 76122Q10 147 5408 SH SHARED 5408 D RESOURCES CONNECTION INC COM 76122Q10 13 496 SH SHARED 01 496 D RESOURCES CONNECTION INC COM 76122Q10 389 14255 SH SHARED 02 14255 D RESPIRONICS INC COM 76123010 50 1114 SH SHARED 1114 D RESPIRONICS INC COM 76123010 4781 105770 SH SHARED 01 105770 D RESPIRONICS INC COM 76123010 581 12852 SH SHARED 02 12852 D RETAIL HOLDRS TR DEP RCPT 76127U10 69 770 SH SHARED 770 D RETAIL HOLDRS TR DEP RCPT 76127U10 903 10000 SH SHARED 02 10000 D RETEK INC COM 76128Q10 259 27959 SH SHARED 27959 D RETEK INC COM 76128Q10 164 17731 SH SHARED 01 17731 D RETEK INC COM 76128Q10 528 56904 SH SHARED 02 56904 D RETEK INC COM 76128Q10 13 1500 SH SHARED 10 1500 D RETRACTABLE TECHNOLOGIES INC COM 76129W10 1 300 SH SHARED 300 D RETRACTABLE TECHNOLOGIES INC COM 76129W10 25 4300 SH SHARED 02 4300 D REUNION INDS INC COM 76131210 0 90 SH SHR/OTHR 01 90 D REUTERS GROUP PLC SPONSORED ADR 76132M10 1394 55000 SH SHARED 55000 D REUTERS GROUP PLC SPONSORED ADR 76132M10 752 29692 SH SHARED 01 1272 28420 D REUTERS GROUP PLC SPONSORED ADR 76132M10 106 4205 SH SHR/OTHR 01 4205 D REUTERS GROUP PLC SPONSORED ADR 76132M10 1147 45277 SH SHARED 02 45277 D REVLON INC CL A 76152550 31 13900 SH SHARED 13900 D REVLON INC CL A 76152550 15 6791 SH SHARED 02 6791 D REWARDS NETWORK INC COM 76155710 2 200 SH SHARED 200 D REWARDS NETWORK INC COM 76155710 171 16067 SH SHARED 02 16067 D REX STORES CORP COM 76162410 46 3300 SH SHARED 3300 D REX STORES CORP COM 76162410 4 300 SH SHARED 300 D REX STORES CORP COM 76162410 65 4608 SH SHARED 02 4608 D REX STORES CORP COM 76162410 14 1015 SH SHARED 10 1015 D REYNOLDS & REYNOLDS CO CL A 76169510 616 21226 SH SHARED 21226 D REYNOLDS & REYNOLDS CO CL A 76169510 664 22875 SH SHARED 01 22875 D REYNOLDS & REYNOLDS CO CL A 76169510 1127 38806 SH SHARED 02 38806 D REYNOLDS R J TOB HLDGS INC COM 76182K10 238 4100 SH SHARED 4100 D REYNOLDS R J TOB HLDGS INC COM 76182K10 145653 2504794 SH SHARED 2504794 D REYNOLDS R J TOB HLDGS INC COM 76182K10 238 4100 SH SHARED 01 4100 D REYNOLDS R J TOB HLDGS INC COM 76182K10 5818 100053 SH SHARED 02 100053 D REYNOLDS R J TOB HLDGS INC COM 76182K10 150081 2580941 SH SHARED 10 2571166 9775 D REYNOLDS R J TOB HLDGS INC COM 76182K10 1122 19300 SH SHARED 14 19300 D RICHARDSON ELECTRS LTD COM 76316510 34 2825 SH SHARED 2825 D RICHARDSON ELECTRS LTD COM 76316510 8 675 SH SHARED 01 675 D RICHARDSON ELECTRS LTD COM 76316510 50 4108 SH SHARED 02 4108 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 0 45 SH SHARED 45 D RIGGS NATL CORP WASH DC COM 76657010 58 3543 SH SHARED 3543 D RIGGS NATL CORP WASH DC COM 76657010 25 1535 SH SHARED 01 1535 D RIGGS NATL CORP WASH DC COM 76657010 174 10566 SH SHARED 02 10566 D RIGHT MGMT CONSULTANTS INC COM 76657310 126 6794 SH SHARED 6794 D RIGHT MGMT CONSULTANTS INC COM 76657310 1879 100709 SH SHARED 01 100709 D RIGHT MGMT 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SM&A COM 78465D10 98 8405 SH SHARED 02 8405 D SABA SOFTWARE INC COM NEW 78493260 142 41043 SH SHARED 41043 D SABA SOFTWARE INC COM NEW 78493260 26 7656 SH SHARED 01 7656 D SWS GROUP INC COM 78503N10 54 3051 SH SHARED 3051 D SWS GROUP INC COM 78503N10 1793 100750 SH SHARED 01 750 100000 D SWS GROUP INC COM 78503N10 165 9284 SH SHARED 02 9284 D SWS GROUP INC COM 78503N10 35 1976 SH SHARED 10 1976 D S Y BANCORP INC COM 78506010 6 300 SH SHARED 300 D S Y BANCORP INC COM 78506010 143 6997 SH SHARED 02 6997 D SABINE ROYALTY TR UNIT BEN INT 78568810 4 140 SH SHARED 140 D SABINE ROYALTY TR UNIT BEN INT 78568810 87 3000 SH SHARED 01 3000 D SABINE ROYALTY TR UNIT BEN INT 78568810 14 500 SH SHR/OTHR 01 500 D SABRE HLDGS CORP CL A 78590510 9787 453348 SH SHARED 453348 D SABRE HLDGS CORP CL A 78590510 1499 69445 SH SHARED 01 69445 D SABRE HLDGS CORP CL A 78590510 31 1445 SH SHR/OTHR 01 1445 D SABRE HLDGS CORP CL A 78590510 3518 162956 SH SHARED 02 162956 D SABRE HLDGS CORP CL A 78590510 649 30100 SH SHARED 03 10000 20100 D SABRE HLDGS CORP CL A 78590510 1328 61554 SH SHARED 05 61554 D SABRE HLDGS CORP CL A 78590510 26 1250 SH SHARED 06 1250 D SABRE HLDGS CORP CL A 78590510 5003 231767 SH SHARED 10 225321 6446 D SAFECO CORP COM 78642910 15565 399823 SH SHARED 399823 D SAFECO CORP COM 78642910 2065 53048 SH SHARED 01 50713 2335 D SAFECO CORP COM 78642910 2361 60648 SH SHARED 02 60648 D SAFECO CORP COM 78642910 41 1055 SH SHARED 05 1055 D SAFECO CORP COM 78642910 44 1150 SH SHARED 06 1150 D SAFECO CORP COM 78642910 31961 820998 SH SHARED 10 814853 6145 D SAFEGUARD SCIENTIFICS INC COM 78644910 275 68300 SH SHARED 68300 D SAFEGUARD SCIENTIFICS INC COM 78644910 953 236000 SH SHARED 01 188000 48000 D SAFEGUARD SCIENTIFICS INC COM 78644910 319 78994 SH SHARED 02 78994 D SAFEGUARD SCIENTIFICS INC COM 78644910 537 133000 SH SHARED 04 133000 D SAFEGUARD SCIENTIFICS INC COM 78644910 16 4100 SH SHARED 10 4100 D SAFENET INC COM 78645R10 385 12582 SH SHARED 12582 D SAFENET INC COM 78645R10 827 26973 SH SHARED 01 26973 D SAFENET INC COM 78645R10 218 7112 SH SHARED 02 7112 D SAFENET INC COM 78645R10 42 1400 SH SHARED 10 1400 D SAFETY INS GROUP INC COM 78648T10 6 400 SH SHARED 400 D SAFETY INS GROUP INC COM 78648T10 107 6277 SH SHARED 02 6277 D SAFEWAY INC COM NEW 78651420 8 400 SH SHARED 400 D SAFEWAY INC COM NEW 78651420 55638 2539409 SH SHARED 2539409 D SAFEWAY INC COM NEW 78651420 3550 162046 SH SHARED 01 142471 19575 D SAFEWAY INC COM NEW 78651420 90 4110 SH SHR/OTHR 01 200 3910 D SAFEWAY INC COM NEW 78651420 12333 562913 SH SHARED 02 562913 D SAFEWAY INC COM NEW 78651420 355 16227 SH SHARED 05 16227 D SAFEWAY INC COM NEW 78651420 140 6400 SH SHARED 06 5100 1300 D SAFEWAY INC COM NEW 78651420 34919 1593778 SH SHARED 10 1574236 19542 D SAFEWAY INC COM NEW 78651420 83 3800 SH SHARED 14 3800 D SAFFRON FD INC COM 78657R10 5114 568300 SH SHARED 568300 D SAFLINK CORP COM NEW 78657830 1 400 SH SHARED 400 D SAFLINK CORP COM NEW 78657830 45 17145 SH SHARED 02 17145 D SAGA COMMUNICATIONS CL A 78659810 1722 92983 SH SHARED 92983 D SAGA COMMUNICATIONS CL A 78659810 376 20325 SH SHARED 01 20325 D SAGA COMMUNICATIONS CL A 78659810 168 9080 SH SHARED 02 9080 D ST JOE CO COM 79014810 1249 33500 SH SHARED 33500 D ST JOE CO COM 79014810 1185 31782 SH SHARED 01 12060 19722 D ST JOE CO COM 79014810 279 7500 SH SHR/OTHR 01 7500 D ST JOE CO COM 79014810 3057 82004 SH SHARED 02 82004 D ST JUDE MED INC COM 79084910 1662 27100 SH SHARED 27100 D ST JUDE MED INC COM 79084910 38150 621854 SH SHARED 605772 16082 D ST JUDE MED INC COM 79084910 55112 898325 SH SHARED 01 442371 10860 445094 D ST JUDE MED INC COM 79084910 4143 67536 SH SHR/OTHR 01 7880 59656 D ST JUDE MED INC COM 79084910 4008 65346 SH SHARED 02 65346 D ST JUDE MED INC COM 79084910 34785 567000 SH SHARED 03 520000 47000 D ST JUDE MED INC COM 79084910 2454 40000 SH SHARED 04 40000 D ST JUDE MED INC COM 79084910 45651 744120 SH SHARED 05 499000 245120 D ST JUDE MED INC COM 79084910 15174 247344 SH SHARED 06 77844 169500 D ST JUDE MED INC COM 79084910 1396 22760 SH SHARED 07 22760 D ST JUDE MED INC COM 79084910 6012 98000 SH SHARED 08 98000 D ST JUDE MED INC COM 79084910 27700 451522 SH SHARED 10 438119 13403 D ST JUDE MED INC COM 79084910 199 3255 SH SHARED 14 3255 D ST MARY LD & EXPL CO NOTE 5.750% 3/1 792228AC 9319 6950000 PRN SHARED 6950000 D ST MARY LD & EXPL CO COM 79222810 483 16967 SH SHARED 16967 D ST MARY LD & EXPL CO COM 79222810 7984 280166 SH SHARED 01 142166 138000 D ST MARY LD & EXPL CO COM 79222810 534 18758 SH SHARED 02 18758 D ST PAUL COS INC COM 79286010 317 8000 SH SHARED 8000 D ST PAUL COS INC COM 79286010 342003 8625567 SH SHARED 8625567 D ST PAUL COS INC COM 79286010 4367 110161 SH SHARED 01 108936 1225 D ST PAUL COS INC COM 79286010 4305 108589 SH SHARED 02 108589 D ST PAUL COS INC COM 79286010 33 848 SH SHARED 05 848 D ST PAUL COS INC COM 79286010 89 2250 SH SHARED 06 1850 400 D ST PAUL COS INC COM 79286010 35470 894600 SH SHARED 10 884527 10073 D ST PAUL COS INC COM 79286010 59 1500 SH SHARED 14 1500 D ST PAUL COS INC EQUITY UNIT 79286030 5516 74600 SH SHARED 74600 D ST PAUL COS INC EQUITY UNIT 79286030 5431 73450 SH SHARED 02 73450 D SAKS INC COM 79377W10 1658 110290 SH SHARED 110290 D SAKS INC COM 79377W10 1602 106540 SH SHARED 01 98540 8000 D SAKS INC COM 79377W10 900 59900 SH SHARED 02 59900 D SALEM COMMUNICATIONS CORP DE CL A 79409310 5 200 SH SHARED 200 D SALEM COMMUNICATIONS CORP DE CL A 79409310 16 600 SH SHARED 01 600 D SALEM COMMUNICATIONS CORP DE CL A 79409310 176 6521 SH SHARED 02 6521 D SALOMON BR EMRG MKT FLT RTE COM 79491210 72 5500 SH SHARED 5500 D SALOMON BR GLBL PRTNRS INC F COM 79491410 30 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 11 501 SH SHARED 501 D SALIX PHARMACEUTICALS INC COM 79543510 2 99 SH SHARED 01 99 D SALIX PHARMACEUTICALS INC COM 79543510 268 11849 SH SHARED 02 11849 D SALOMON BROTHERS FD INC COM 79547710 10333 859000 SH SHARED 859000 D SALOMON BROTHERS FD INC COM 79547710 23 1974 SH SHARED 01 1974 D SALOMON BROS WORLDWIDE INCOM COM 79548T10 516 31000 SH SHARED 31000 D SALTON INC COM 79575710 28 2200 SH SHARED 2200 D SALTON INC COM 79575710 47 3617 SH SHARED 3617 D SALTON INC COM 79575710 185 14227 SH SHARED 01 14227 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 17 799 SH SHARED 799 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 455 21000 SH SHARED 01 21000 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 238 11000 SH SHR/OTHR 01 11000 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 6 300 SH SHARED 02 300 D SAN PAOLO-IMI S P A SPONSORED ADR 79917510 53 2050 SH SHARED 2050 D SAN PAOLO-IMI S P A SPONSORED ADR 79917510 555 21406 SH SHARED 01 21406 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 1 300 SH SHARED 300 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 7 1800 SH SHARED 01 1800 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 38 9334 SH SHARED 02 9334 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 3 300 SH SHARED 300 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 86 7010 SH SHARED 02 7010 D SANDERSON FARMS INC COM 80001310 121 3004 SH SHARED 3004 D SANDERSON FARMS INC COM 80001310 217 5400 SH SHARED 01 5400 D SANDERSON FARMS INC COM 80001310 141 3504 SH SHARED 02 3504 D SANDISK CORP COM 80004C10 6594 107748 SH SHARED 107748 D SANDISK CORP COM 80004C10 12501 204272 SH SHARED 01 204272 D SANDISK CORP COM 80004C10 3623 59202 SH SHARED 02 59202 D SANDISK CORP COM 80004C10 1836 30000 SH SHARED 04 30000 D SANDISK CORP COM 80004C10 1162 19000 SH SHARED 14 19000 D SANDY SPRING BANCORP INC COM 80036310 14 400 SH SHARED 400 D SANDY SPRING BANCORP INC COM 80036310 1527 40900 SH SHARED 01 40900 D SANDY SPRING BANCORP INC COM 80036310 484 12971 SH SHARED 02 12971 D SANDY SPRING BANCORP INC COM 80036310 20 550 SH SHARED 10 550 D SANFILIPPO JOHN B & SON INC COM 80042210 514 10090 SH SHARED 10090 D SANFILIPPO JOHN B & SON INC COM 80042210 959 18800 SH SHARED 01 18800 D SANFILIPPO JOHN B & SON INC COM 80042210 179 3508 SH SHARED 02 3508 D SANMINA SCI CORP SDCV 9/1 800907AD 19128 37728700 PRN SHARED 37728700 D SANMINA SCI CORP COM 80090710 19120 1517527 SH SHARED 1517527 D SANMINA SCI CORP COM 80090710 12662 1004984 SH SHARED 01 569284 435700 D SANMINA SCI CORP COM 80090710 3356 266411 SH SHARED 02 266411 D SANMINA SCI CORP COM 80090710 31 2522 SH SHARED 05 2522 D SANMINA SCI CORP COM 80090710 580 46099 SH SHARED 06 46099 D SANMINA SCI CORP COM 80090710 71 5700 SH SHARED 07 5700 D SANMINA SCI CORP COM 80090710 4216 334633 SH SHARED 10 312169 22464 D SANMINA SCI CORP COM 80090710 60 4800 SH SHARED 14 4800 D SANOFI-SYNTHELABO SPONSORED ADR 80105N10 142 3786 SH SHARED 3786 D SANOFI-SYNTHELABO SPONSORED ADR 80105N10 209 5547 SH SHARED 01 5547 D SANOFI-SYNTHELABO SPONSORED ADR 80105N10 398 10556 SH SHARED 02 10556 D SANTANDER BANCORP COM 80280910 4 200 SH SHARED 200 D SANTANDER BANCORP COM 80280910 87 3608 SH SHARED 02 3608 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1614 38837 SH SHARED 38837 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 2091 50329 SH SHARED 01 27738 22591 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 2814 67732 SH SHARED 02 67732 D SAPIENT CORP COM 80306210 437 77629 SH SHARED 77629 D SAPIENT CORP COM 80306210 64 11371 SH SHARED 01 11371 D SAPIENT CORP COM 80306210 323 57432 SH SHARED 02 57432 D SAPPI LTD SPON ADR NEW 80306920 1513 110708 SH SHARED 110708 D SAPPI LTD SPON ADR NEW 80306920 245 17925 SH SHARED 01 17925 D SAPPI LTD SPON ADR NEW 80306920 21 1600 SH SHARED 02 1600 D SARA LEE CORP COM 80311110 13 600 SH SHARED 600 D SARA LEE CORP COM 80311110 492489 22684905 SH SHARED 22511605 173300 D SARA LEE CORP COM 80311110 73106 3367424 SH SHARED 01 1436988 1930436 D SARA LEE CORP COM 80311110 5932 273273 SH SHR/OTHR 01 5720 267553 D SARA LEE CORP COM 80311110 6128 282309 SH SHARED 02 276152 6157 D SARA LEE CORP COM 80311110 16651 767000 SH SHARED 04 767000 D SARA LEE CORP COM 80311110 80 3711 SH SHARED 05 3711 D SARA LEE CORP COM 80311110 4094 188600 SH SHARED 06 187600 1000 D SARA LEE CORP COM 80311110 9140 421014 SH SHARED 10 386650 34364 D SARA LEE CORP COM 80311110 132 6100 SH SHARED 14 6100 D SASOL LTD SPONSORED ADR 80386630 5 400 SH SHARED 400 D SATCON TECHNOLOGY CORP COM 80389310 26 13141 SH SHARED 13141 D SATCON TECHNOLOGY CORP COM 80389310 0 9 SH SHARED 01 9 D SATCON TECHNOLOGY CORP COM 80389310 2 1241 SH SHARED 02 1241 D SATCON TECHNOLOGY CORP COM 80389310 205 100000 SH SHARED 04 100000 D SATYAM COMPUTER SERVICES LTD ADR 80409810 478 16300 SH SHARED 16300 D SATYAM COMPUTER SERVICES LTD ADR 80409810 1613 55000 SH SHARED 04 55000 D SAUER-DANFOSS INC COM 80413710 8 500 SH SHARED 500 D SAUER-DANFOSS INC COM 80413710 111 6895 SH SHARED 02 6895 D SAUL CTRS INC COM 80439510 14 500 SH SHARED 500 D SAUL CTRS INC COM 80439510 22 800 SH SHARED 01 700 100 D SAUL CTRS INC COM 80439510 422 14750 SH SHR/OTHR 01 14750 D SAUL CTRS INC COM 80439510 206 7208 SH SHARED 02 7208 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 262 56908 SH SHARED 56908 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 314 68319 SH SHARED 01 13888 54431 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 172 37357 SH SHARED 02 37357 D SAXON CAPITAL INC COM 80556P30 139 6641 SH SHARED 6641 D SAXON CAPITAL INC COM 80556P30 2530 120800 SH SHARED 01 120800 D SAXON CAPITAL INC COM 80556P30 376 17966 SH SHARED 02 17966 D SAXON CAPITAL INC COM 80556P30 52 2500 SH SHARED 10 2500 D SCANA CORP NEW COM 80589M10 128393 3748708 SH SHARED 3748708 D SCANA CORP NEW COM 80589M10 1318 38487 SH SHARED 01 36472 2015 D SCANA CORP NEW COM 80589M10 458 13400 SH SHR/OTHR 01 13400 D SCANA CORP NEW COM 80589M10 1219 35614 SH SHARED 02 35614 D SCANSOFT INC COM 80603P10 174 32812 SH SHARED 32812 D SCANSOFT INC COM 80603P10 40 7625 SH SHARED 01 7625 D SCANSOFT INC COM 80603P10 262 49257 SH SHARED 02 49257 D SCANSOURCE INC COM 80603710 41 900 SH SHARED 900 D SCANSOURCE INC COM 80603710 35 784 SH SHARED 784 D SCANSOURCE INC COM 80603710 354 7761 SH SHARED 02 7761 D SCANSOURCE INC COM 80603710 69 1520 SH SHARED 10 1520 D SCHAWK INC CL A 80637310 2 200 SH SHARED 200 D SCHAWK INC CL A 80637310 39 2900 SH SHARED 01 2900 D SCHAWK INC CL A 80637310 67 4928 SH SHARED 02 4928 D SCHEIN HENRY INC COM 80640710 277 4100 SH SHARED 4100 D SCHEIN HENRY INC COM 80640710 3211 47514 SH SHARED 47514 D SCHEIN HENRY INC COM 80640710 1966 29101 SH SHARED 01 29101 D SCHEIN HENRY INC COM 80640710 1524 22555 SH SHARED 02 22555 D SCHEIN HENRY INC COM 80640710 1512 22380 SH SHARED 10 22380 D SCHERING A G SPONSORED ADR 80658520 537 10512 SH SHARED 10512 D SCHERING A G SPONSORED ADR 80658520 411 8062 SH SHARED 01 1993 6069 D SCHERING A G SPONSORED ADR 80658520 168 3300 SH SHARED 02 3300 D SCHERING PLOUGH CORP COM 80660510 104077 5984933 SH SHARED 5929433 55500 D SCHERING PLOUGH CORP COM 80660510 87426 5027386 SH SHARED 01 2109816 2917570 D SCHERING PLOUGH CORP COM 80660510 4355 250460 SH SHR/OTHR 01 250460 D SCHERING PLOUGH CORP COM 80660510 20112 1156564 SH SHARED 02 1156564 D SCHERING PLOUGH CORP COM 80660510 304 17531 SH SHARED 05 17531 D SCHERING PLOUGH CORP COM 80660510 109 6300 SH SHARED 06 6300 D SCHERING PLOUGH CORP COM 80660510 67106 3858919 SH SHARED 10 3847028 11891 D SCHERING PLOUGH CORP COM 80660510 185 10642 SH SHARED 14 10642 D SCHLUMBERGER LTD COM 80685710 21 400 SH SHARED 400 D SCHLUMBERGER LTD COM 80685710 97937 1789785 SH SHARED 1563582 226203 D SCHLUMBERGER LTD COM 80685710 29887 546194 SH SHARED 01 227101 319093 D SCHLUMBERGER LTD COM 80685710 8631 157737 SH SHR/OTHR 01 14442 143295 D SCHLUMBERGER LTD COM 80685710 21572 394242 SH SHARED 02 394242 D SCHLUMBERGER LTD COM 80685710 2681 49000 SH SHARED 03 24300 24700 D SCHLUMBERGER LTD COM 80685710 320675 5860300 SH SHARED 04 5860300 D SCHLUMBERGER LTD COM 80685710 125 2289 SH SHARED 05 2289 D SCHLUMBERGER LTD COM 80685710 20353 371964 SH SHARED 06 271164 100800 D SCHLUMBERGER LTD COM 80685710 28866 527527 SH SHARED 10 499829 27698 D SCHLUMBERGER LTD COM 80685710 5449 99589 SH SHARED 14 99589 D SCHNITZER STL INDS CL A 80688210 1159 19171 SH SHARED 19171 D SCHNITZER STL INDS CL A 80688210 366 6064 SH SHARED 02 6064 D SCHOLASTIC CORP COM 80706610 44 1300 SH SHARED 1300 D SCHOLASTIC CORP COM 80706610 1556 45711 SH SHARED 45711 D SCHOLASTIC CORP COM 80706610 546 16069 SH SHARED 01 16069 D SCHOLASTIC CORP COM 80706610 380 11180 SH SHARED 02 11180 D SCHOOL SPECIALTY INC COM 80786310 315 9280 SH SHARED 9280 D SCHOOL SPECIALTY INC COM 80786310 414 12202 SH SHARED 02 12202 D SCHULMAN A INC COM 80819410 255 11975 SH SHARED 11975 D SCHULMAN A INC COM 80819410 10 500 SH SHARED 01 500 D SCHULMAN A INC COM 80819410 4 200 SH SHR/OTHR 01 200 D SCHULMAN A INC COM 80819410 431 20243 SH SHARED 02 20243 D SCHULMAN A INC COM 80819410 14 700 SH SHARED 10 700 D SCHWAB CHARLES CORP NEW COM 80851310 10 900 SH SHARED 900 D SCHWAB CHARLES CORP NEW COM 80851310 64902 5481666 SH SHARED 5481666 D SCHWAB CHARLES CORP NEW COM 80851310 3034 256295 SH SHARED 01 202620 53675 D SCHWAB CHARLES CORP NEW COM 80851310 35 3000 SH SHR/OTHR 01 3000 D SCHWAB CHARLES CORP NEW COM 80851310 9734 822143 SH SHARED 02 822143 D SCHWAB CHARLES CORP NEW COM 80851310 828 70000 SH SHARED 04 70000 D SCHWAB CHARLES CORP NEW COM 80851310 72 6118 SH SHARED 05 6118 D SCHWAB CHARLES CORP NEW COM 80851310 2949 249100 SH SHARED 06 247600 1500 D SCHWAB CHARLES CORP NEW COM 80851310 12527 1058041 SH SHARED 10 998181 59860 D SCHWAB CHARLES CORP NEW COM 80851310 1079 91200 SH SHARED 14 91200 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 87 2922 SH SHARED 2922 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 43 1477 SH SHARED 01 1477 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 0 20 SH SHR/OTHR 01 20 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 297 9976 SH SHARED 02 9976 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 62 2100 SH SHARED 10 2100 D SCICLONE PHARMACEUTICALS INC COM 80862K10 5 800 SH SHARED 800 D SCICLONE PHARMACEUTICALS INC COM 80862K10 897 132400 SH SHARED 01 132400 D SCICLONE PHARMACEUTICALS INC COM 80862K10 298 44000 SH SHR/OTHR 01 44000 D SCICLONE PHARMACEUTICALS INC COM 80862K10 257 38029 SH SHARED 02 38029 D SCICLONE PHARMACEUTICALS INC COM 80862K10 60 8900 SH SHARED 10 8900 D SCIENTIFIC ATLANTA INC COM 80865510 15893 582197 SH SHARED 582197 D SCIENTIFIC ATLANTA INC COM 80865510 3040 111377 SH SHARED 01 110877 500 D SCIENTIFIC ATLANTA INC COM 80865510 80 2960 SH SHR/OTHR 01 2960 D SCIENTIFIC ATLANTA INC COM 80865510 1998 73206 SH SHARED 02 73206 D SCIENTIFIC ATLANTA INC COM 80865510 11 422 SH SHARED 05 422 D SCIENTIFIC ATLANTA INC COM 80865510 291 10679 SH SHARED 06 10679 D SCIENTIFIC ATLANTA INC COM 80865510 1443 52859 SH SHARED 10 52859 D SCIENTIFIC ATLANTA INC COM 80865510 33 1212 SH SHARED 14 1212 D SCIENTIFIC GAMES CORP CL A 80874P10 154 9100 SH SHARED 9100 D SCIENTIFIC GAMES CORP CL A 80874P10 229 13500 SH SHARED 01 13500 D SCIENTIFIC GAMES CORP CL A 80874P10 588 34694 SH SHARED 02 34694 D SCIENTIFIC GAMES CORP CL A 80874P10 30 1800 SH SHARED 10 1800 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 5774 212470 SH SHARED 212470 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 452 16644 SH SHARED 01 1959 14685 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 40 1500 SH SHR/OTHR 01 1500 D SCOTTS CO CL A 81018610 694 11734 SH SHARED 11734 D SCOTTS CO CL A 81018610 2041 34500 SH SHARED 01 34500 D SCOTTS CO CL A 81018610 812 13740 SH SHARED 02 13740 D SCRIPPS E W CO OHIO CL A 81105420 1063 11301 SH SHARED 11301 D SCRIPPS E W CO OHIO CL A 81105420 1971 20946 SH SHARED 01 19035 1911 D SCRIPPS E W CO OHIO CL A 81105420 1835 19502 SH SHARED 02 19502 D SCRIPPS E W CO OHIO CL A 81105420 75 800 SH SHARED 14 800 D SCS TRANSN INC COM 81111T10 531 30226 SH SHARED 30226 D SCS TRANSN INC COM 81111T10 119 6784 SH SHARED 01 6784 D SCS TRANSN INC COM 81111T10 166 9495 SH SHARED 02 9495 D SCS TRANSN INC COM 81111T10 19 1100 SH SHARED 10 1100 D SCUDDER GLOBAL HIGH INCOME F COM 81115E10 137 18146 SH SHARED 01 13631 4515 D SCUDDER HIGH INCOME TR SH BEN INT 81115310 7 1000 SH SHARED 01 1000 D SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 8 1000 SH SHARED 01 1000 D SCUDDER NEW ASIA FD INC COM 81118310 1432 99955 SH SHARED 01 66422 33533 D SCUDDER NEW ASIA FD INC COM 81118310 453 31658 SH SHR/OTHR 01 31658 D SCUDDER RREEF REAL EST FD II COM 81119R10 45 3000 SH SHARED 01 3000 D SCUDDER RREEF REAL EST FD II COM 81119R10 22 1500 SH SHR/OTHR 01 1500 D SCUDDER STRATEGIC MUN INCOME COM SH BEN INT 81123410 97 7500 SH SHR/OTHR 01 7500 D SEA CONTAINERS LTD CL A 81137170 27 1525 SH SHARED 1525 D SEABOARD CORP COM 81154310 28 100 SH SHARED 100 D SEABOARD CORP COM 81154310 28 100 SH SHARED 01 100 D SEABOARD CORP COM 81154310 56 200 SH SHARED 02 200 D SEABULK INTL INC COM 81169P10 1 200 SH SHARED 200 D SEABULK INTL INC COM 81169P10 64 7905 SH SHARED 02 7905 D SEACHANGE INTL INC COM 81169910 173 11237 SH SHARED 11237 D SEACHANGE INTL INC COM 81169910 41 2663 SH SHARED 01 2663 D SEACHANGE INTL INC COM 81169910 109 7100 SH SHR/OTHR 01 7100 D SEACHANGE INTL INC COM 81169910 291 18910 SH SHARED 02 18910 D SEACHANGE INTL INC COM 81169910 32 2100 SH SHARED 10 2100 D SEACOAST FINL SVCS CORP COM 81170Q10 269 9838 SH SHARED 9838 D SEACOAST FINL SVCS CORP COM 81170Q10 802 29324 SH SHARED 01 26324 3000 D SEACOAST FINL SVCS CORP COM 81170Q10 483 17672 SH SHARED 02 17672 D SEACOAST BKG CORP FLA COM 81170730 3 200 SH SHARED 200 D SEACOAST BKG CORP FLA COM 81170730 270 15604 SH SHARED 01 8580 7024 D SEACOAST BKG CORP FLA COM 81170730 131 7604 SH SHARED 02 7604 D SEACOR SMIT INC COM 81190410 12 300 SH SHARED 300 D SEACOR SMIT INC COM 81190410 12 300 SH SHARED 01 300 D SEACOR SMIT INC COM 81190410 939 22354 SH SHARED 02 22354 D SEALED AIR CORP NEW COM 81211K10 10247 189276 SH SHARED 189276 D SEALED AIR CORP NEW COM 81211K10 1183 21853 SH SHARED 01 21853 D SEALED AIR CORP NEW COM 81211K10 3352 61920 SH SHARED 02 61920 D SEALED AIR CORP NEW COM 81211K10 15 285 SH SHARED 05 285 D SEALED AIR CORP NEW COM 81211K10 37 700 SH SHARED 06 700 D SEALED AIR CORP NEW COM 81211K10 10663 196968 SH SHARED 10 193241 3727 D SEARS ROEBUCK & CO COM 81238710 791 17400 SH SHARED 17400 D SEARS ROEBUCK & CO COM 81238710 40238 884565 SH SHARED 884565 D SEARS ROEBUCK & CO COM 81238710 2154 47354 SH SHARED 01 40319 7035 D SEARS ROEBUCK & CO COM 81238710 509 11200 SH SHR/OTHR 01 11200 D SEARS ROEBUCK & CO COM 81238710 5712 125586 SH SHARED 02 125586 D SEARS ROEBUCK & CO COM 81238710 62 1373 SH SHARED 05 1373 D SEARS ROEBUCK & CO COM 81238710 175 3850 SH SHARED 06 3150 700 D SEARS ROEBUCK & CO COM 81238710 5097 112053 SH SHARED 10 100867 11186 D SEARS ROEBUCK & CO COM 81238710 127 2807 SH SHARED 14 2807 D SEATTLE GENETICS INC COM 81257810 1 200 SH SHARED 200 D SEATTLE GENETICS INC COM 81257810 119 13933 SH SHARED 02 13933 D SECOND BANCORP INC COM 81311410 19 742 SH SHARED 742 D SECOND BANCORP INC COM 81311410 4 158 SH SHARED 01 158 D SECOND BANCORP INC COM 81311410 146 5537 SH SHARED 02 5537 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 130 4900 SH SHARED 4900 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 603 20000 SH SHARED 01 20000 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 12 585 SH SHARED 585 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 2 115 SH SHARED 01 115 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 5521 253500 SH SHARED 02 253500 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 2 100 SH SHARED 100 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 60 2136 SH SHARED 2136 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 10 364 SH SHARED 01 364 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 2813 100000 SH SHARED 02 100000 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 608 29867 SH SHARED 29867 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 477 23453 SH SHARED 01 8363 15090 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 126 6200 SH SHR/OTHR 01 6200 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 4 180 SH SHARED 02 180 D SECURE COMPUTING CORP COM 81370510 462 25826 SH SHARED 25826 D SECURE COMPUTING CORP COM 81370510 934 52200 SH SHARED 01 52200 D SECURE COMPUTING CORP COM 81370510 445 24901 SH SHARED 02 24901 D SECURITY BANK CORP COM 81404710 3 100 SH SHARED 100 D SECURITY BANK CORP COM 81404710 78 2492 SH SHARED 02 2492 D SECURITY CAP CORP DEL CL A NEW 81413140 0 25 SH SHARED 02 25 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 456 106351 SH SHARED 106351 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 97 22754 SH SHARED 01 22754 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 138 32393 SH SHARED 02 32393 D SELECT COMFORT CORP COM 81616X10 246 9963 SH SHARED 9963 D SELECT COMFORT CORP COM 81616X10 363 14681 SH SHARED 02 14681 D SELECT MEDICAL CORP COM 81619610 67 4147 SH SHARED 4147 D SELECT MEDICAL CORP COM 81619610 5726 351753 SH SHARED 01 351753 D SELECT MEDICAL CORP COM 81619610 653 40150 SH SHARED 02 40150 D SELECT MEDICAL CORP COM 81619610 133 8200 SH SHARED 10 8200 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 1987 4211000 PRN SHARED 02 4211000 D SELECTIVE INS GROUP INC COM 81630010 152 4704 SH SHARED 4704 D SELECTIVE INS GROUP INC COM 81630010 76 2357 SH SHARED 01 2357 D SELECTIVE INS GROUP INC COM 81630010 578 17865 SH SHARED 02 17865 D SELECTIVE INS GROUP INC COM 81630010 71 2200 SH SHARED 10 2200 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 5683 136996 SH SHARED 136996 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 2887 69604 SH SHARED 01 69604 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 21097 508504 SH SHARED 02 508504 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 145 3500 SH SHARED 10 3500 D SEMTECH CORP COM 81685010 2620 115126 SH SHARED 115126 D SEMTECH CORP COM 81685010 705 31000 SH SHARED 01 24400 6600 D SEMTECH CORP COM 81685010 1400 61528 SH SHARED 02 61528 D SEMPRA ENERGY COM 81685110 1334 44400 SH SHARED 44400 D SEMPRA ENERGY COM 81685110 257247 8557814 SH SHARED 8556652 1162 D SEMPRA ENERGY COM 81685110 2067 68770 SH SHARED 01 68570 200 D SEMPRA ENERGY COM 81685110 112 3751 SH SHR/OTHR 01 3751 D SEMPRA ENERGY COM 81685110 2884 95950 SH SHARED 02 95950 D SEMPRA ENERGY COM 81685110 46 1559 SH SHARED 05 1559 D SEMPRA ENERGY COM 81685110 49 1650 SH SHARED 06 1650 D SEMPRA ENERGY COM 81685110 69 2300 SH SHARED 07 2300 D SEMPRA ENERGY COM 81685110 3114 103606 SH SHARED 10 81536 22070 D SEMPRA ENERGY COM 81685110 78 2600 SH SHARED 14 2600 D SEMPRA ENERGY INCOME EQTY UT 81685120 38144 1340300 SH SHARED 1340300 D SEMPRA ENERGY INCOME EQTY UT 81685120 11304 397200 SH SHARED 02 397200 D SEMITOOL INC COM 81690910 161 15001 SH SHARED 15001 D SEMITOOL INC COM 81690910 6 576 SH SHARED 01 576 D SEMITOOL INC COM 81690910 115 10767 SH SHARED 02 10767 D SEMITOOL INC COM 81690910 49 4600 SH SHARED 10 4600 D SENECA FOODS CORP NEW CL A 81707050 215 10000 SH SHARED 01 10000 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 60 3525 SH SHARED 3525 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 97 5675 SH SHARED 01 5675 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 520 30202 SH SHARED 02 30202 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 15391 893300 SH SHARED 10 893300 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 23978 1391700 SH SHARED 11 1391700 D SENSIENT TECHNOLOGIES CORP COM 81725T10 2766 139922 SH SHARED 139922 D SENSIENT TECHNOLOGIES CORP COM 81725T10 773 39113 SH SHARED 01 37143 1970 D SENSIENT TECHNOLOGIES CORP COM 81725T10 38 1938 SH SHR/OTHR 01 1938 D SENSIENT TECHNOLOGIES CORP COM 81725T10 714 36159 SH SHARED 02 36159 D SENSYTECH INC COM 81726S10 0 46 SH SHARED 46 D SEPRACOR INC SDCV 5.000% 2/1 817315AL 1 1500 PRN SHARED 01 1500 D SEPRACOR INC SDCV 5.000% 2/1 817315AL 10088 10531000 PRN SHARED 02 10531000 D SEPRACOR INC NOTE 5.750%11/1 817315AQ 48463 48415000 PRN SHARED 48415000 D SEPRACOR INC NOTE 5.750%11/1 817315AQ 55 55000 PRN SHARED 01 55000 D SEPRACOR INC COM 81731510 1685 70455 SH SHARED 70455 D SEPRACOR INC COM 81731510 707 29545 SH SHARED 01 29045 500 D SEPRACOR INC COM 81731510 3032 126704 SH SHARED 02 126704 D SEPRACOR INC COM 81731510 35 1500 SH SHARED 10 1500 D SEQUA CORPORATION CL A 81732010 171 3502 SH SHARED 3502 D SEQUA CORPORATION CL A 81732010 166 3400 SH SHARED 01 3400 D SEQUA CORPORATION CL A 81732010 220 4504 SH SHARED 02 4504 D SEQUA CORPORATION PFD CONV $5 81732030 5696 64400 SH SHARED 64400 D SEQUENOM INC COM 81733710 154 48403 SH SHARED 48403 D SEQUENOM INC COM 81733710 19 5976 SH SHARED 01 5976 D SERENA SOFTWARE INC COM 81749210 5 300 SH SHARED 300 D SERENA SOFTWARE INC COM 81749210 100 5500 SH SHARED 01 5500 D SERENA SOFTWARE INC COM 81749210 535 29166 SH SHARED 02 29166 D SERENA SOFTWARE INC COM 81749210 11 600 SH SHARED 10 600 D SERONO S A SPONSORED ADR 81752M10 88 5065 SH SHARED 5065 D SERONO S A SPONSORED ADR 81752M10 20 1155 SH SHARED 01 655 500 D SERONO S A SPONSORED ADR 81752M10 5381 306655 SH SHARED 02 306655 D SEROLOGICALS CORP COM 81752310 141 7618 SH SHARED 7618 D SEROLOGICALS CORP COM 81752310 2721 146300 SH SHARED 01 146300 D SEROLOGICALS CORP COM 81752310 282 15196 SH SHARED 02 15196 D SERVICE CORP INTL COM 81756510 712 132119 SH SHARED 132119 D SERVICE CORP INTL COM 81756510 22 4233 SH SHARED 01 4233 D SERVICE CORP INTL COM 81756510 34 6309 SH SHR/OTHR 01 6309 D SERVICE CORP INTL COM 81756510 570 105886 SH SHARED 02 105886 D SERVICEMASTER CO COM 81760N10 117 10097 SH SHARED 10097 D SERVICEMASTER CO COM 81760N10 1052 90357 SH SHARED 01 79558 10799 D SERVICEMASTER CO COM 81760N10 299 25694 SH SHR/OTHR 01 12487 13207 D SERVICEMASTER CO COM 81760N10 446 38344 SH SHARED 02 38344 D SERVICEMASTER CO COM 81760N10 48 4187 SH SHARED 06 4187 D SERVICEMASTER CO COM 81760N10 50 4300 SH SHARED 14 4300 D 7-ELEVEN INC COM NEW 81782620 17 1108 SH SHARED 1108 D 7-ELEVEN INC COM NEW 81782620 4063 253200 SH SHARED 01 253200 D 7-ELEVEN INC COM NEW 81782620 380 23684 SH SHARED 02 23684 D 7-ELEVEN INC COM NEW 81782620 160 10000 SH SHARED 10 10000 D 724 SOLUTIONS INC COM NEW 81788Q20 157 51517 SH SHARED 51517 D 724 SOLUTIONS INC COM NEW 81788Q20 28 9392 SH SHARED 01 9392 D SHARPER IMAGE CORP COM 82001310 231 7100 SH SHARED 7100 D SHARPER IMAGE CORP COM 82001310 866 26616 SH SHARED 26616 D SHARPER IMAGE CORP COM 82001310 335 10310 SH SHARED 01 10310 D SHARPER IMAGE CORP COM 82001310 261 8048 SH SHARED 02 8048 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 46 3000 SH SHARED 01 3000 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 1381 89012 SH SHARED 02 89012 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 1499 110100 SH SHARED 110100 D SHAW GROUP INC COM 82028010 296 21796 SH SHARED 01 21796 D SHAW GROUP INC COM 82028010 531 39051 SH SHARED 02 39051 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 11579 257142 SH SHARED 257142 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 3590 79730 SH SHARED 01 47502 32228 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 189 4200 SH SHR/OTHR 01 4200 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 5755 127822 SH SHARED 02 127822 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 4 100 SH SHARED 06 100 D SHENANDOAH TELECOMMUNICATION COM 82312B10 15 300 SH SHARED 300 D SHENANDOAH TELECOMMUNICATION COM 82312B10 118 2304 SH SHARED 02 2304 D SHERWIN WILLIAMS CO COM 82434810 6 200 SH SHARED 200 D SHERWIN WILLIAMS CO COM 82434810 13820 397834 SH SHARED 356034 41800 D SHERWIN WILLIAMS CO COM 82434810 33928 976627 SH SHARED 01 578439 398188 D SHERWIN WILLIAMS CO COM 82434810 1850 53277 SH SHR/OTHR 01 450 52827 D SHERWIN WILLIAMS CO COM 82434810 4018 115670 SH SHARED 02 115670 D SHERWIN WILLIAMS CO COM 82434810 41 1207 SH SHARED 05 1207 D SHERWIN WILLIAMS CO COM 82434810 306 8826 SH SHARED 06 8826 D SHERWIN WILLIAMS CO COM 82434810 3543 101989 SH SHARED 10 95542 6447 D SHINHAN FINL GROUP CO LTD SPN ADR RESTRD 82459610 2553 79676 SH SHARED 79676 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 2230 76743 SH SHARED 76743 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 408 14067 SH SHARED 01 11667 2400 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 8375 288219 SH SHARED 02 288219 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 520 17900 SH SHARED 10 17900 D SHIRE FIN LTD NOTE 2.000% 8/2 82481UAB 40967 41050000 PRN SHARED 41050000 D SHOE CARNIVAL INC COM 82488910 89 5053 SH SHARED 5053 D SHOE CARNIVAL INC COM 82488910 16 947 SH SHARED 01 947 D SHOE CARNIVAL INC COM 82488910 87 4915 SH SHARED 02 4915 D SHOPKO STORES INC COM 82491110 141 9259 SH SHARED 9259 D SHOPKO STORES INC COM 82491110 21 1403 SH SHARED 01 1403 D SHOPKO STORES INC COM 82491110 434 28463 SH SHARED 02 28463 D SHORE BANCSHARES INC COM 82510710 3 100 SH SHARED 100 D SHORE BANCSHARES INC COM 82510710 135 3559 SH SHARED 02 3559 D SHUFFLE MASTER INC COM 82554910 417 12099 SH SHARED 12099 D SHUFFLE MASTER INC COM 82554910 34899 1010996 SH SHARED 01 940196 9700 61100 D SHUFFLE MASTER INC COM 82554910 563 16333 SH SHARED 02 16333 D SHUFFLE MASTER INC COM 82554910 721 20900 SH SHARED 05 20900 D SHUFFLE MASTER INC COM 82554910 8069 233768 SH SHARED 10 233768 D SHURGARD STORAGE CTRS INC COM 82567D10 204 5441 SH SHARED 5441 D SHURGARD STORAGE CTRS INC COM 82567D10 1318 35019 SH SHARED 01 35019 D SHURGARD STORAGE CTRS INC COM 82567D10 665 17672 SH SHARED 02 17672 D SHURGARD STORAGE CTRS INC COM 82567D10 1377 36600 SH SHARED 11 36600 D SICOR INC COM 82584610 23158 851433 SH SHARED 851433 D SICOR INC COM 82584610 2571 94554 SH SHARED 01 94554 D SICOR INC COM 82584610 7912 290916 SH SHARED 02 290916 D SIEBEL SYS INC COM 82617010 5 400 SH SHARED 400 D SIEBEL SYS INC COM 82617010 27384 1967264 SH SHARED 1923444 43820 D SIEBEL SYS INC COM 82617010 2421 173979 SH SHARED 01 28017 145962 D SIEBEL SYS INC COM 82617010 14 1053 SH SHR/OTHR 01 1053 D SIEBEL SYS INC COM 82617010 6605 474550 SH SHARED 02 474550 D SIEBEL SYS INC COM 82617010 7656 550000 SH SHARED 04 550000 D SIEBEL SYS INC COM 82617010 43 3096 SH SHARED 05 3096 D SIEBEL SYS INC COM 82617010 52 3750 SH SHARED 06 3750 D SIEBEL SYS INC COM 82617010 4297 308756 SH SHARED 10 286897 21859 D SIEBEL SYS INC COM 82617010 835 60000 SH SHARED 14 60000 D SIEMENS A G SPONSORED ADR 82619750 7 100 SH SHARED 100 D SIEMENS A G SPONSORED ADR 82619750 1312 16415 SH SHARED 01 16415 D SIEMENS A G SPONSORED ADR 82619750 527 6600 SH SHR/OTHR 01 6600 D SIEMENS A G SPONSORED ADR 82619750 2622 32800 SH SHARED 02 32800 D SIERRA BANCORP COM 82620P10 1 100 SH SHARED 100 D SIERRA BANCORP COM 82620P10 58 3735 SH SHARED 02 3735 D SIERRA HEALTH SVCS INC COM 82632210 2366 86222 SH SHARED 86222 D SIERRA HEALTH SVCS INC COM 82632210 5972 217562 SH SHARED 01 193962 23600 D SIERRA HEALTH SVCS INC COM 82632210 427 15584 SH SHARED 02 15584 D SIERRA HEALTH SVCS INC COM 82632210 543 19800 SH SHARED 05 19800 D SIERRA PAC RES NEW COM 82642810 515 70190 SH SHARED 70190 D SIERRA PAC RES NEW COM 82642810 192 26200 SH SHARED 01 26200 D SIERRA PAC RES NEW COM 82642810 8 1152 SH SHR/OTHR 01 1152 D SIERRA PAC RES NEW COM 82642810 2635 359037 SH SHARED 02 359037 D SIERRA WIRELESS INC COM 82651610 3 233 SH SHARED 02 233 D SIFY LTD SPONSORED ADR 82655M10 617 119136 SH SHARED 119136 D SIFY LTD SPONSORED ADR 82655M10 118 22805 SH SHARED 01 22805 D SIFY LTD SPONSORED ADR 82655M10 129 25000 SH SHARED 02 25000 D SIGMA ALDRICH CORP COM 82655210 1252 21900 SH SHARED 21900 D SIGMA ALDRICH CORP COM 82655210 13605 237937 SH SHARED 237937 D SIGMA ALDRICH CORP COM 82655210 31159 544939 SH SHARED 01 68379 476560 D SIGMA ALDRICH CORP COM 82655210 2857 49975 SH SHR/OTHR 01 600 49375 D SIGMA ALDRICH CORP COM 82655210 3119 54554 SH SHARED 02 54554 D SIGMA ALDRICH CORP COM 82655210 148 2600 SH SHARED 06 2600 D SIGMA ALDRICH CORP COM 82655210 1619 28317 SH SHARED 10 25194 3123 D SIGMA DESIGNS INC COM 82656510 0 100 SH SHARED 100 D SIGMA DESIGNS INC COM 82656510 87 11645 SH SHARED 02 11645 D SIGMATRON INTL INC COM 82661L10 86 3300 SH SHARED 3300 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 17210 307600 SH SHARED 307600 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 3614770 64607165 SH SHARED 05 45482133 19125032 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 49139 878268 SH SHARED 07 878268 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 118774 2122861 SH SHARED 08 2122861 D SILICON LABORATORIES INC COM 82691910 2366 54687 SH SHARED 54687 D SILICON LABORATORIES INC COM 82691910 12701 293473 SH SHARED 01 289373 4100 D SILICON LABORATORIES INC COM 82691910 580 13404 SH SHARED 02 13404 D SILICON LABORATORIES INC COM 82691910 1056 24411 SH SHARED 10 24411 D SILGAN HOLDINGS INC COM 82704810 255 6011 SH SHARED 6011 D SILGAN HOLDINGS INC COM 82704810 3374 79400 SH SHARED 01 79400 D SILGAN HOLDINGS INC COM 82704810 310 7310 SH SHARED 02 7310 D SILGAN HOLDINGS INC COM 82704810 19 450 SH SHARED 10 450 D SILICON IMAGE INC COM 82705T10 218 30518 SH SHARED 30518 D SILICON IMAGE INC COM 82705T10 8 1182 SH SHARED 01 1182 D SILICON IMAGE INC COM 82705T10 328 45924 SH SHARED 02 45924 D SILICON GRAPHICS INC COM 82705610 9063 6615480 SH SHARED 6598980 16500 D SILICON GRAPHICS INC COM 82705610 0 353 SH SHARED 01 353 D SILICON GRAPHICS INC COM 82705610 229 167270 SH SHARED 02 167270 D SILICON STORAGE TECHNOLOGY I COM 82705710 810 73653 SH SHARED 73653 D SILICON STORAGE TECHNOLOGY I COM 82705710 2874 261347 SH SHARED 01 261347 D SILICON STORAGE TECHNOLOGY I COM 82705710 826 75103 SH SHARED 02 75103 D SILICON STORAGE TECHNOLOGY I COM 82705710 124 11300 SH SHARED 10 11300 D SILICON VY BANCSHARES COM 82706410 865 23999 SH SHARED 23999 D SILICON VY BANCSHARES COM 82706410 292 8100 SH SHARED 01 8100 D SILICON VY BANCSHARES COM 82706410 1843 51117 SH SHARED 02 51117 D SILICON VY BANCSHARES COM 82706410 582 16150 SH SHARED 10 16150 D SILICONIX INC COM NEW 82707920 191 4198 SH SHARED 4198 D SILICONIX INC COM NEW 82707920 361 7905 SH SHARED 01 7905 D SILICONIX INC COM NEW 82707920 174 3808 SH SHARED 02 3808 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 4889 949507 SH SHARED 949507 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 65 5824 SH SHARED 5824 D SILVER STD RES INC COM 82823L10 11 1000 SH SHARED 01 1000 D SIMMONS 1ST NATL CORP CL A $5 PAR 82873020 8 300 SH SHARED 300 D SIMMONS 1ST NATL CORP CL A $5 PAR 82873020 88 3200 SH SHARED 01 3200 D SIMMONS 1ST NATL CORP CL A $5 PAR 82873020 252 9175 SH SHARED 02 9175 D SIMON PPTY GROUP INC NEW COM 82880610 4 100 SH SHARED 100 D SIMON PPTY GROUP INC NEW COM 82880610 62529 1349355 SH SHARED 1349355 D SIMON PPTY GROUP INC NEW COM 82880610 2952 63707 SH SHARED 01 46604 17103 D SIMON PPTY GROUP INC NEW COM 82880610 68 1475 SH SHR/OTHR 01 475 1000 D SIMON PPTY GROUP INC NEW COM 82880610 6402 138167 SH SHARED 02 138167 D SIMON PPTY GROUP INC NEW COM 82880610 37 813 SH SHARED 05 813 D SIMON PPTY GROUP INC NEW COM 82880610 22945 495146 SH SHARED 10 67087 428059 D SIMON PPTY GROUP INC NEW COM 82880610 467968 10098589 SH SHARED 11 10098589 D SIMON PPTY GROUP INC NEW COM 82880610 48 1049 SH SHARED 14 1049 D SIMPLETECH INC COM 82882310 79 13207 SH SHARED 13207 D SIMPLETECH INC COM 82882310 19 3249 SH SHARED 01 3249 D SIMPLETECH INC COM 82882310 39 6625 SH SHARED 02 6625 D SIMPSON MANUFACTURING CO INC COM 82907310 79 1564 SH SHARED 1564 D SIMPSON MANUFACTURING CO INC COM 82907310 339 6678 SH SHARED 01 6678 D SIMPSON MANUFACTURING CO INC COM 82907310 507 9969 SH SHARED 02 9969 D SINCLAIR BROADCAST GROUP INC CL A 82922610 1826 121930 SH SHARED 121930 D SINCLAIR BROADCAST GROUP INC CL A 82922610 312 20830 SH SHARED 01 20830 D SINCLAIR BROADCAST GROUP INC CL A 82922610 413 27580 SH SHARED 02 27580 D SINCLAIR BROADCAST GROUP INC PFD CV EXCH D 82922650 10879 220459 SH SHARED 220459 D SINGAPORE FD INC COM 82929L10 2123 281300 SH SHARED 281300 D SINGAPORE FD INC COM 82929L10 222 29478 SH SHR/OTHR 01 29478 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 4 100 SH SHARED 100 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 4 100 SH SHARED 02 100 D SINOPEC BEIJING YANHUA PETRO SPON ADR H SHS 82935N10 49 2400 SH SHARED 2400 D SIRIUS SATELLITE RADIO INC COM 82966U10 752 238275 SH SHARED 238275 D SIRIUS SATELLITE RADIO INC COM 82966U10 26 8380 SH SHARED 01 1780 6600 D SIRIUS SATELLITE RADIO INC COM 82966U10 66 21000 SH SHR/OTHR 01 21000 D SIRIUS SATELLITE RADIO INC COM 82966U10 287 90834 SH SHARED 02 90834 D SIRNA THERAPEUTICS INC COM 82966910 0 100 SH SHARED 100 D SIRNA THERAPEUTICS INC COM 82966910 25 4914 SH SHARED 02 4914 D SIPEX CORP COM 82990910 1777 230550 SH SHARED 230550 D SIPEX CORP COM 82990910 85 11058 SH SHARED 11058 D SIPEX CORP COM 82990910 20 2667 SH SHARED 01 2667 D SIPEX CORP COM 82990910 126 16430 SH SHARED 02 16430 D SIX FLAGS INC COM 83001P10 461 61310 SH SHARED 61310 D SIX FLAGS INC COM 83001P10 150 20000 SH SHARED 01 20000 D SIX FLAGS INC COM 83001P10 897 119359 SH SHARED 02 119359 D SIZELER PPTY INVS INC COM 83013710 2 200 SH SHARED 200 D SIZELER PPTY INVS INC COM 83013710 81 7598 SH SHARED 02 7598 D SIZELER PPTY INVS INC COM 83013710 1603 149700 SH SHARED 11 149700 D SKECHERS U S A INC CL A 83056610 544 66842 SH SHARED 66842 D SKECHERS U S A INC CL A 83056610 85 10503 SH SHARED 01 10503 D SKECHERS U S A INC CL A 83056610 99 12239 SH SHARED 02 12239 D SKY FINL GROUP INC COM 83080P10 152 5892 SH SHARED 01 528 5364 D SKY FINL GROUP INC COM 83080P10 227 8752 SH SHARED 02 8752 D SKYLINE CORP COM 83083010 6 181 SH SHARED 181 D SKYLINE CORP COM 83083010 175 5019 SH SHARED 01 5019 D SKYLINE CORP COM 83083010 143 4108 SH SHARED 02 4108 D SKYWEST INC COM 83087910 221 12237 SH SHARED 12237 D SKYWEST INC COM 83087910 27583 1526463 SH SHARED 01 1244255 17108 265100 D SKYWEST INC COM 83087910 1554 86023 SH SHARED 02 86023 D SKYWEST INC COM 83087910 18 1000 SH SHARED 05 1000 D SKYWEST INC COM 83087910 5211 288428 SH SHARED 10 288428 D SKYWORKS SOLUTIONS INC NOTE 4.750%11/1 83088MAB 15764 12765000 PRN SHARED 12765000 D SKYWORKS SOLUTIONS INC COM 83088M10 1434 164841 SH SHARED 164841 D SKYWORKS SOLUTIONS INC COM 83088M10 23976 2755937 SH SHARED 01 2613637 142300 D SKYWORKS SOLUTIONS INC COM 83088M10 1006 115692 SH SHARED 02 115692 D SKYWORKS SOLUTIONS INC COM 83088M10 19 2200 SH SHARED 05 2200 D SKYWORKS SOLUTIONS INC COM 83088M10 6005 690295 SH SHARED 10 690295 D SKILLSOFT PLC SPONSORED ADR 83092810 25 2916 SH SHARED 2916 D SKILLSOFT PLC SPONSORED ADR 83092810 91 10582 SH SHARED 01 10582 D SKILLSOFT PLC SPONSORED ADR 83092810 6 710 SH SHARED 02 710 D SMART & FINAL INC COM 83168310 6 600 SH SHARED 600 D SMART & FINAL INC COM 83168310 82 8195 SH SHARED 02 8195 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 2802 66861 SH SHARED 66861 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 731 17454 SH SHARED 01 12764 4690 D SMITH A O COM 83186520 282 8054 SH SHARED 8054 D SMITH A O COM 83186520 96 2746 SH SHARED 01 2746 D SMITH A O COM 83186520 394 11258 SH SHARED 02 11258 D SMITH A O COM 83186520 56 1600 SH SHARED 10 1600 D SMITH INTL INC COM 83211010 842 20300 SH SHARED 20300 D SMITH INTL INC COM 83211010 11750 283000 SH SHARED 01 283000 D SMITH INTL INC COM 83211010 2252 54246 SH SHARED 02 54246 D SMITH INTL INC COM 83211010 37 900 SH SHARED 06 900 D SMITH INTL INC COM 83211010 1669 40200 SH SHARED 10 40200 D SMITHFIELD FOODS INC COM 83224810 1453 70227 SH SHARED 70227 D SMITHFIELD FOODS INC COM 83224810 1051 50791 SH SHARED 01 50791 D SMITHFIELD FOODS INC COM 83224810 995 48110 SH SHARED 02 48110 D SMUCKER J M CO COM NEW 83269640 3459 76385 SH SHARED 76382 3 D SMUCKER J M CO COM NEW 83269640 1353 29887 SH SHARED 01 26794 3093 D SMUCKER J M CO COM NEW 83269640 275 6081 SH SHR/OTHR 01 1281 4800 D SMUCKER J M CO COM NEW 83269640 1408 31106 SH SHARED 02 31106 D SMURFIT-STONE CONTAINER CORP COM 83272710 3450 185801 SH SHARED 185801 D SMURFIT-STONE CONTAINER CORP COM 83272710 152 8194 SH SHARED 01 8194 D SMURFIT-STONE CONTAINER CORP COM 83272710 999 53838 SH SHARED 02 53838 D SMURFIT-STONE CONTAINER CORP COM 83272710 37 2000 SH SHARED 06 2000 D SMURFIT-STONE CONTAINER CORP COM 83272710 77 4200 SH SHARED 07 4200 D SMURFIT-STONE CONTAINER CORP COM 83272710 174 9410 SH SHARED 10 9410 D SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 83272720 7642 310671 SH SHARED 310671 D SNAP ON INC COM 83303410 4471 138679 SH SHARED 138679 D SNAP ON INC COM 83303410 2677 83049 SH SHARED 01 83049 D SNAP ON INC COM 83303410 96 3000 SH SHR/OTHR 01 3000 D SNAP ON INC COM 83303410 651 20200 SH SHARED 02 20200 D SNAP ON INC COM 83303410 749 23258 SH SHARED 10 20740 2518 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 1579 38000 SH SHARED 01 38000 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 748 18000 SH SHARED 09 18000 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 54 1434 SH SHARED 1434 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 10 266 SH SHARED 01 266 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 353 9300 SH SHARED 10 9300 D SOHU COM INC COM 83408W10 1476 49369 SH SHARED 49369 D SOHU COM INC COM 83408W10 1109 37091 SH SHARED 01 36941 150 D SOHU COM INC COM 83408W10 582 19479 SH SHARED 02 19479 D SOHU COM INC COM 83408W10 1196 40000 SH SHARED 04 40000 D SOHU COM INC COM 83408W10 29 1000 SH SHARED 10 1000 D SOLA INTL INC COM 83409210 257 13702 SH SHARED 13702 D SOLA INTL INC COM 83409210 84 4477 SH SHARED 01 4477 D SOLA INTL INC COM 83409210 364 19363 SH SHARED 02 19363 D SOLA INTL INC COM 83409210 26 1400 SH SHARED 10 1400 D SOLECTRON CORP NOTE 5/0 834182AK 2863 7955000 PRN SHARED 7955000 D SOLECTRON CORP NOTE 11/2 834182AL 97826171025000 PRN SHARED 171025000 D SOLECTRON CORP NOTE 11/2 834182AL 58 102000 PRN SHARED 02 102000 D SOLECTRON CORP COM 83418210 7 1200 SH SHARED 1200 D SOLECTRON CORP COM 83418210 15402 2606096 SH SHARED 2606096 D SOLECTRON CORP COM 83418210 1625 275099 SH SHARED 01 275099 D SOLECTRON CORP COM 83418210 3 620 SH SHR/OTHR 01 220 400 D SOLECTRON CORP COM 83418210 6187 1046953 SH SHARED 02 1046953 D SOLECTRON CORP COM 83418210 14 2511 SH SHARED 05 2511 D SOLECTRON CORP COM 83418210 40 6800 SH SHARED 06 6800 D SOLECTRON CORP COM 83418210 2170 367202 SH SHARED 10 330535 36667 D SOLECTRON CORP COM 83418210 43 7300 SH SHARED 14 7300 D SOLUTIA INC COM 83437610 316 867519 SH SHARED 867519 D SOLUTIA INC COM 83437610 4 12641 SH SHARED 01 2881 9760 D SOLUTIA INC COM 83437610 317 871165 SH SHARED 02 871165 D SONIC AUTOMOTIVE INC CL A 83545G10 1535 66978 SH SHARED 66978 D SONIC AUTOMOTIVE INC CL A 83545G10 185 8088 SH SHARED 01 8088 D SONIC AUTOMOTIVE INC CL A 83545G10 414 18064 SH SHARED 02 18064 D SONIC FDRY INC COM 83545R10 31 16375 SH SHARED 16375 D SONIC CORP COM 83545110 13 431 SH SHARED 431 D SONIC CORP COM 83545110 59 1950 SH SHARED 01 1950 D SONIC CORP COM 83545110 836 27230 SH SHARED 02 27230 D SONIC CORP COM 83545110 58 1902 SH SHARED 10 1902 D SONIC SOLUTIONS COM 83546010 115 7572 SH SHARED 7572 D SONIC SOLUTIONS COM 83546010 94 6152 SH SHARED 01 6152 D SONIC SOLUTIONS COM 83546010 158 10379 SH SHARED 02 10379 D SONICWALL INC COM 83547010 3850 493621 SH SHARED 493621 D SONICWALL INC COM 83547010 70 9014 SH SHARED 01 9014 D SONICWALL INC COM 83547010 265 34051 SH SHARED 02 34051 D SONICWALL INC COM 83547010 16 2100 SH SHARED 10 2100 D SONOCO PRODS CO COM 83549510 5974 242651 SH SHARED 117751 124900 D SONOCO PRODS CO COM 83549510 64438 2617334 SH SHARED 01 1533686 1083648 D SONOCO PRODS CO COM 83549510 563 22889 SH SHR/OTHR 01 700 22189 D SONOCO PRODS CO COM 83549510 722 29356 SH SHARED 02 29356 D SONOCO PRODS CO COM 83549510 5052 205200 SH SHARED 04 205200 D SONOCO PRODS CO COM 83549510 3535 143600 SH SHARED 10 143600 D SONOSITE INC COM 83568G10 4 200 SH SHARED 200 D SONOSITE INC COM 83568G10 14 694 SH SHARED 01 694 D SONOSITE INC COM 83568G10 203 9474 SH SHARED 02 9474 D SONY CORP ADR NEW 83569930 7077 204152 SH SHARED 186993 17159 D SONY CORP ADR NEW 83569930 2859 82489 SH SHARED 01 70517 11972 D SONY CORP ADR NEW 83569930 278 8020 SH SHR/OTHR 01 8020 D SONY CORP ADR NEW 83569930 3418 98600 SH SHARED 02 98600 D SORRENTO NETWORKS CORP COM NEW 83586Q20 297 100449 SH SHARED 100449 D SOTHEBYS HLDGS INC CL A 83589810 764 55973 SH SHARED 55973 D SOTHEBYS HLDGS INC CL A 83589810 231 16931 SH SHARED 01 15406 1525 D SOTHEBYS HLDGS INC CL A 83589810 0 6 SH SHR/OTHR 01 6 D SOTHEBYS HLDGS INC CL A 83589810 1353 99053 SH SHARED 02 99053 D SONUS NETWORKS INC COM 83591610 167 22160 SH SHARED 22160 D SONUS NETWORKS INC COM 83591610 10089 1338099 SH SHARED 01 1337399 700 D SONUS NETWORKS INC COM 83591610 1467 194643 SH SHARED 02 194643 D SONUS NETWORKS INC COM 83591610 1150 152570 SH SHARED 10 152570 D SOUND FED BANCORP INC COM 83607V10 4 300 SH SHARED 300 D SOUND FED BANCORP INC COM 83607V10 138 8881 SH SHARED 02 8881 D SOUNDVIEW TECHNOLOGY GROUP N COM NEW 83611Q40 45 2945 SH SHARED 2945 D SOUNDVIEW TECHNOLOGY GROUP N COM NEW 83611Q40 10 655 SH SHARED 01 655 D SOUNDVIEW TECHNOLOGY GROUP N COM NEW 83611Q40 192 12427 SH SHARED 02 12427 D SOURCE INTERLINK COS INC COM NEW 83615120 2 200 SH SHARED 200 D SOURCE INTERLINK COS INC COM NEW 83615120 82 7806 SH SHARED 02 7806 D SOURCECORP COM 83616710 35 1397 SH SHARED 1397 D SOURCECORP COM 83616710 1806 71000 SH SHARED 01 71000 D SOURCECORP COM 83616710 279 10972 SH SHARED 02 10972 D SOURCECORP COM 83616710 43 1700 SH SHARED 10 1700 D SOUTH FINL GROUP INC COM 83784110 127 4609 SH SHARED 4609 D SOUTH FINL GROUP INC COM 83784110 3378 121755 SH SHARED 01 121755 D SOUTH FINL GROUP INC COM 83784110 1113 40120 SH SHARED 02 40120 D SOUTH FINL GROUP INC COM 83784110 96 3460 SH SHARED 05 3460 D SOUTH FINL GROUP INC COM 83784110 8559 308465 SH SHARED 08 308465 D SOUTH FINL GROUP INC COM 83784110 49 1800 SH SHARED 10 1800 D SOUTH JERSEY INDS INC COM 83851810 36 906 SH SHARED 906 D SOUTH JERSEY INDS INC COM 83851810 52 1300 SH SHARED 01 500 800 D SOUTH JERSEY INDS INC COM 83851810 336 8305 SH SHARED 02 8305 D SOUTH JERSEY INDS INC COM 83851810 16 400 SH SHARED 10 400 D SOUTHCOAST FINANCIAL CORP COM 84129R10 32 1537 SH SHARED 01 1537 D SOUTHERN AFRICA FD INC COM 84215710 5474 328405 SH SHARED 328405 D SOUTHERN CO COM 84258710 18 600 SH SHARED 600 D SOUTHERN CO COM 84258710 114027 3769491 SH SHARED 3769491 D SOUTHERN CO COM 84258710 16351 540538 SH SHARED 01 216426 324112 D SOUTHERN CO COM 84258710 2888 95500 SH SHR/OTHR 01 95500 D SOUTHERN CO COM 84258710 9505 314245 SH SHARED 02 314245 D SOUTHERN CO COM 84258710 12100 400000 SH SHARED 04 400000 D SOUTHERN CO COM 84258710 90 3001 SH SHARED 05 3001 D SOUTHERN CO COM 84258710 403 13350 SH SHARED 06 12350 1000 D SOUTHERN CO COM 84258710 8844 292375 SH SHARED 10 260228 32147 D SOUTHERN CO COM 84258710 157 5200 SH SHARED 14 5200 D SOUTHERN FINL BANCORP INC COM 84287010 8 200 SH SHARED 200 D SOUTHERN FINL BANCORP INC COM 84287010 98 2298 SH SHARED 01 2298 D SOUTHERN FINL BANCORP INC COM 84287010 176 4108 SH SHARED 02 4108 D SOUTHERN PAC PETE NL SPONS ADR NEW 84358140 2 300 SH SHARED 01 300 D SOUTHERN PERU COPPER CORP COM 84361110 492 10437 SH SHARED 10437 D SOUTHERN PERU COPPER CORP COM 84361110 62 1330 SH SHARED 02 1330 D SOUTHERN PERU COPPER CORP COM 84361110 1179 25000 SH SHARED 04 25000 D SOUTHERN PERU COPPER CORP COM 84361110 2358 50000 SH SHARED 06 50000 D SOUTHERN UN CO NEW COM 84403010 13064 710053 SH SHARED 710053 D SOUTHERN UN CO NEW COM 84403010 665 36162 SH SHARED 01 36162 D SOUTHERN UN CO NEW COM 84403010 679 36921 SH SHARED 02 36921 D SOUTHERN UN CO NEW COM 84403010 63 3460 SH SHARED 10 3460 D SOUTHSIDE BANCSHARES INC COM 84470P10 7 400 SH SHARED 400 D SOUTHSIDE BANCSHARES INC COM 84470P10 106 5760 SH SHARED 02 5760 D SOUTHTRUST CORP COM 84473010 51083 1560293 SH SHARED 1560293 D SOUTHTRUST CORP COM 84473010 1846 56402 SH SHARED 01 54602 1800 D SOUTHTRUST CORP COM 84473010 5681 173528 SH SHARED 02 173528 D SOUTHTRUST CORP COM 84473010 57 1747 SH SHARED 05 1747 D SOUTHTRUST CORP COM 84473010 120 3672 SH SHARED 06 3672 D SOUTHTRUST CORP COM 84473010 4449 135910 SH SHARED 10 121096 14814 D SOUTHTRUST CORP COM 84473010 91 2800 SH SHARED 14 2800 D SOUTHWEST AIRLS CO COM 84474110 4 300 SH SHARED 300 D SOUTHWEST AIRLS CO COM 84474110 39218 2429919 SH SHARED 2429919 D SOUTHWEST AIRLS CO COM 84474110 18554 1149598 SH SHARED 01 1143009 6589 D SOUTHWEST AIRLS CO COM 84474110 461 28590 SH SHR/OTHR 01 7590 21000 D SOUTHWEST AIRLS CO COM 84474110 5561 344560 SH SHARED 02 344560 D SOUTHWEST AIRLS CO COM 84474110 54 3373 SH SHARED 05 3373 D SOUTHWEST AIRLS CO COM 84474110 157 9777 SH SHARED 06 9777 D SOUTHWEST AIRLS CO COM 84474110 7597 470731 SH SHARED 10 436165 34566 D SOUTHWEST AIRLS CO COM 84474110 1541 95500 SH SHARED 14 95500 D SOUTHWEST BANCORPORATION TEX COM 84476R10 310 8003 SH SHARED 8003 D SOUTHWEST BANCORPORATION TEX COM 84476R10 732 18857 SH SHARED 02 18857 D SOUTHWEST BANCORP INC OKLA COM 84476710 5 300 SH SHARED 300 D SOUTHWEST BANCORP INC OKLA COM 84476710 126 7107 SH SHARED 02 7107 D SOUTHWEST GAS CORP COM 84489510 31 1404 SH SHARED 1404 D SOUTHWEST GAS CORP COM 84489510 78 3500 SH SHARED 01 1700 1800 D SOUTHWEST GAS CORP COM 84489510 475 21174 SH SHARED 02 21174 D SOUTHWALL TECHNOLOGIES INC COM 84490910 0 300 SH SHARED 300 D SOUTHWEST WTR CO COM 84533110 4 300 SH SHARED 300 D SOUTHWEST WTR CO COM 84533110 113 7128 SH SHARED 02 7128 D SOUTHWESTERN ENERGY CO COM 84546710 286 11986 SH SHARED 11986 D SOUTHWESTERN ENERGY CO COM 84546710 9314 389714 SH SHARED 01 354314 35400 D SOUTHWESTERN ENERGY CO COM 84546710 719 30100 SH SHARED 02 30100 D SOUTHWESTERN ENERGY CO COM 84546710 700 29300 SH SHARED 05 29300 D SOUTHWESTERN ENERGY CO COM 84546710 74 3100 SH SHARED 10 3100 D SOVEREIGN BANCORP INC COM 84590510 4536 191020 SH SHARED 191020 D SOVEREIGN BANCORP INC COM 84590510 1950 82132 SH SHARED 01 81842 290 D SOVEREIGN BANCORP INC COM 84590510 112 4737 SH SHR/OTHR 01 4737 D SOVEREIGN BANCORP INC COM 84590510 2540 106978 SH SHARED 02 106978 D SOVEREIGN BANCORP INC COM 84590510 712 30000 SH SHARED 04 30000 D SOVEREIGN BANCORP INC COM 84590510 47 2000 SH SHARED 06 2000 D SOVEREIGN BANCORP INC COM 84590510 102969 4335575 SH SHARED 10 4335575 D SOVEREIGN BANCORP INC COM 84590510 51 2158 SH SHARED 14 2158 D SOVRAN SELF STORAGE INC COM 84610H10 333 8964 SH SHARED 8964 D SOVRAN SELF STORAGE INC COM 84610H10 1097 29538 SH SHARED 01 29538 D SOVRAN SELF STORAGE INC COM 84610H10 345 9309 SH SHARED 02 9309 D SOVRAN SELF STORAGE INC COM 84610H10 22 600 SH SHARED 10 600 D SOVRAN SELF STORAGE INC COM 84610H10 419 11300 SH SHARED 11 11300 D SPACEHAB INC NOTE 8.000%10/1 846243AC 417 500000 PRN SHARED 500000 D SPACEHAB INC COM 84624310 64 42007 SH SHARED 42007 D SPACEHAB INC COM 84624310 6 4393 SH SHARED 01 4393 D SPANISH BROADCASTING SYS INC CL A 84642588 792 75088 SH SHARED 75088 D SPANISH BROADCASTING SYS INC CL A 84642588 115 10987 SH SHARED 01 10987 D SPANISH BROADCASTING SYS INC CL A 84642588 221 21037 SH SHARED 02 21037 D SPARTAN MTRS INC COM 84681910 0 26 SH SHARED 26 D SPARTECH CORP COM NEW 84722020 98 4013 SH SHARED 4013 D SPARTECH CORP COM NEW 84722020 14 600 SH SHARED 01 600 D SPARTECH CORP COM NEW 84722020 401 16293 SH SHARED 02 16293 D SPARTECH CORP COM NEW 84722020 46 1870 SH SHARED 10 1870 D SPECIALTY LABORATORIES INC COM 84749R10 33 1983 SH SHARED 1983 D SPECIALTY LABORATORIES INC COM 84749R10 7 417 SH SHARED 01 417 D SPECIALTY LABORATORIES INC COM 84749R10 79 4708 SH SHARED 02 4708 D SPECTRALINK CORP COM 84758010 1 100 SH SHARED 100 D SPECTRALINK CORP COM 84758010 2101 109600 SH SHARED 01 109600 D SPECTRALINK CORP COM 84758010 227 11864 SH SHARED 02 11864 D SPECTRALINK CORP COM 84758010 88 4600 SH SHARED 10 4600 D SPECTRASITE INC COM 84761M10 177 5100 SH SHARED 5100 D SPECTRASITE INC COM 84761M10 500 14400 SH SHARED 02 14400 D SPEEDWAY MOTORSPORTS INC COM 84778810 193 6707 SH SHARED 6707 D SPEEDWAY MOTORSPORTS INC COM 84778810 89 3090 SH SHARED 01 3090 D SPEEDWAY MOTORSPORTS INC COM 84778810 265 9177 SH SHARED 02 9177 D SPHERION CORP COM 84842010 52 5400 SH SHARED 5400 D SPHERION CORP COM 84842010 5677 579956 SH SHARED 17956 562000 D SPHERION CORP COM 84842010 32 3344 SH SHARED 01 3344 D SPHERION CORP COM 84842010 404 41275 SH SHARED 02 41275 D SPINNAKER EXPL CO COM 84855W10 374 11603 SH SHARED 11603 D SPINNAKER EXPL CO COM 84855W10 1293 40096 SH SHARED 01 40096 D SPINNAKER EXPL CO COM 84855W10 2075 64330 SH SHARED 02 64330 D SPINNAKER EXPL CO COM 84855W10 3372 104500 SH SHARED 10 104500 D SPORTSMANS GUIDE INC COM NEW 84890720 162 9500 SH SHARED 14 9500 D SPORTS AUTH INC NEW COM 84917U10 854 22254 SH SHARED 22254 D SPORTS AUTH INC NEW COM 84917U10 202 5284 SH SHARED 01 5284 D SPORTS AUTH INC NEW COM 84917U10 553 14425 SH SHARED 02 14425 D SPORTS AUTH INC NEW COM 84917U10 65 1700 SH SHARED 10 1700 D SPORTS RESORTS INTL INC COM 84918U10 0 100 SH SHARED 100 D SPORTS RESORTS INTL INC COM 84918U10 4 804 SH SHARED 02 804 D SPRINT CORP COM FON GROUP 85206110 188 11500 SH SHARED 11500 D SPRINT CORP COM FON GROUP 85206110 40378 2459105 SH SHARED 2459105 D SPRINT CORP COM FON GROUP 85206110 18568 1130841 SH SHARED 01 1121641 9200 D SPRINT CORP COM FON GROUP 85206110 16 1000 SH SHR/OTHR 01 1000 D SPRINT CORP COM FON GROUP 85206110 6669 406202 SH SHARED 02 406202 D SPRINT CORP COM FON GROUP 85206110 73 4480 SH SHARED 05 4480 D SPRINT CORP COM FON GROUP 85206110 569 34676 SH SHARED 06 34676 D SPRINT CORP COM FON GROUP 85206110 5862 357016 SH SHARED 10 317109 39907 D SPRINT CORP COM FON GROUP 85206110 103 6300 SH SHARED 14 6300 D SPRINT CORP PCS COM SER 1 85206150 18063 3214079 SH SHARED 3214079 D SPRINT CORP PCS COM SER 1 85206150 2092 372357 SH SHARED 01 368357 4000 D SPRINT CORP PCS COM SER 1 85206150 2 500 SH SHR/OTHR 01 500 D SPRINT CORP PCS COM SER 1 85206150 4836 860595 SH SHARED 02 860595 D SPRINT CORP PCS COM SER 1 85206150 15 2726 SH SHARED 05 2726 D SPRINT CORP PCS COM SER 1 85206150 27 4950 SH SHARED 06 4950 D SPRINT CORP PCS COM SER 1 85206150 18664 3321011 SH SHARED 10 3275378 45633 D ST ASSEMBLY TEST SVSC LTD ADR 85227G10 3 267 SH SHARED 02 267 D SS&C TECHNOLOGIES INC COM 85227Q10 213 7652 SH SHARED 7652 D SS&C TECHNOLOGIES INC COM 85227Q10 323 11571 SH SHARED 01 11571 D SS&C TECHNOLOGIES INC COM 85227Q10 151 5411 SH SHARED 02 5411 D STAAR SURGICAL CO COM PAR $0.01 85231230 2 200 SH SHARED 200 D STAAR SURGICAL CO COM PAR $0.01 85231230 3584 318344 SH SHARED 02 318344 D STAGE STORES INC *W EXP 08/23/200 85254C12 3377 250000 SH SHARED 250000 D STAGE STORES INC *W EXP 08/23/200 85254C13 250 25000 SH SHARED 25000 D STAGE STORES INC COM NEW 85254C30 5 200 SH SHARED 200 D STAGE STORES INC COM NEW 85254C30 3961 142000 SH SHARED 01 142000 D STAGE STORES INC COM NEW 85254C30 299 10731 SH SHARED 02 10731 D STAGE STORES INC COM NEW 85254C30 78 2800 SH SHARED 10 2800 D STAMPS COM INC COM 85285710 15 2496 SH SHARED 2496 D STAMPS COM INC COM 85285710 150 24289 SH SHARED 02 24289 D STANCORP FINL GROUP INC COM 85289110 176 2800 SH SHARED 2800 D STANCORP FINL GROUP INC COM 85289110 989 15742 SH SHARED 15742 D STANCORP FINL GROUP INC COM 85289110 556 8844 SH SHARED 01 8532 312 D STANCORP FINL GROUP INC COM 85289110 1411 22447 SH SHARED 02 22447 D STANDARD COML CORP SDCV 7.250% 3/3 853258AA 50 50000 PRN SHARED 01 50000 D STANDARD COML CORP COM 85325810 90 4511 SH SHARED 4511 D STANDARD COML CORP COM 85325810 20 1019 SH SHARED 01 1019 D STANDARD COML CORP COM 85325810 130 6491 SH SHARED 02 6491 D STANDARD COML CORP COM 85325810 47 2390 SH SHARED 10 2390 D STANDARD MANAGEMENT CORP COM 85361210 865 256887 SH SHARED 01 256887 D STANDARD MICROSYSTEMS CORP COM 85362610 10 400 SH SHARED 400 D STANDARD MICROSYSTEMS CORP COM 85362610 50 2000 SH SHARED 01 2000 D STANDARD MICROSYSTEMS CORP COM 85362610 231 9141 SH SHARED 02 9141 D STANDARD MICROSYSTEMS CORP COM 85362610 43 1720 SH SHARED 10 1720 D STANDARD MTR PRODS INC SDCV 6.750% 7/1 853666AB 800 872000 PRN SHARED 872000 D STANDARD MTR PRODS INC COM 85366610 1 100 SH SHARED 100 D STANDARD MTR PRODS INC COM 85366610 55 4597 SH SHARED 02 4597 D STANDARD PAC CORP NEW COM 85375C10 242 5000 SH SHARED 5000 D STANDARD PAC CORP NEW COM 85375C10 2297 47322 SH SHARED 47322 D STANDARD PAC CORP NEW COM 85375C10 212 4378 SH SHARED 01 4378 D STANDARD PAC CORP NEW COM 85375C10 1124 23165 SH SHARED 02 23165 D STANDARD PAC CORP NEW COM 85375C10 56 1170 SH SHARED 10 1170 D STANDARD REGISTER CO COM 85388710 5 300 SH SHARED 300 D STANDARD REGISTER CO COM 85388710 33 2000 SH SHARED 01 2000 D STANDARD REGISTER CO COM 85388710 131 7805 SH SHARED 02 7805 D STANDEX INTL CORP COM 85423110 14 500 SH SHARED 500 D STANDEX INTL CORP COM 85423110 182 6500 SH SHARED 01 4000 2500 D STANDEX INTL CORP COM 85423110 347 12408 SH SHARED 02 12408 D STANDEX INTL CORP COM 85423110 30 1080 SH SHARED 10 1080 D STANLEY FURNITURE INC COM NEW 85430520 113 3606 SH SHARED 3606 D STANLEY FURNITURE INC COM NEW 85430520 28 894 SH SHARED 01 894 D STANLEY FURNITURE INC COM NEW 85430520 97 3108 SH SHARED 02 3108 D STANLEY WKS COM 85461610 11120 293647 SH SHARED 293647 D STANLEY WKS COM 85461610 3295 87034 SH SHARED 01 45389 41645 D STANLEY WKS COM 85461610 71 1900 SH SHR/OTHR 01 1900 D STANLEY WKS COM 85461610 1569 41450 SH SHARED 02 41450 D STANLEY WKS COM 85461610 13 357 SH SHARED 05 357 D STANLEY WKS COM 85461610 28 750 SH SHARED 06 750 D STANLEY WKS COM 85461610 1283 33904 SH SHARED 10 30177 3727 D STAPLES INC COM 85503010 1927 70610 SH SHARED 70610 D STAPLES INC COM 85503010 46740 1712097 SH SHARED 1598844 113253 D STAPLES INC COM 85503010 74582 2731969 SH SHARED 01 310761 22800 2398408 D STAPLES INC COM 85503010 2601 95275 SH SHR/OTHR 01 4400 90875 D STAPLES INC COM 85503010 12053 441519 SH SHARED 02 441519 D STAPLES INC COM 85503010 23360 855700 SH SHARED 03 731000 124700 D STAPLES INC COM 85503010 2757 101000 SH SHARED 04 101000 D STAPLES INC COM 85503010 102843 3767143 SH SHARED 05 2934598 832545 D STAPLES INC COM 85503010 12821 469650 SH SHARED 06 137050 332600 D STAPLES INC COM 85503010 4811 176246 SH SHARED 07 176246 D STAPLES INC COM 85503010 6494 237880 SH SHARED 08 237880 D STAPLES INC COM 85503010 2983 109300 SH SHARED 09 109300 D STAPLES INC COM 85503010 148928 5455265 SH SHARED 10 5417194 38071 D STAPLES INC COM 85503010 106 3900 SH SHARED 14 3900 D STAR SCIENTIFIC INC COM 85517P10 0 100 SH SHARED 100 D STAR SCIENTIFIC INC COM 85517P10 30 16324 SH SHARED 02 16324 D STARBUCKS CORP COM 85524410 3843 115900 SH SHARED 115900 D STARBUCKS CORP COM 85524410 44936 1355155 SH SHARED 1353555 1600 D STARBUCKS CORP COM 85524410 16266 490552 SH SHARED 01 462131 28421 D STARBUCKS CORP COM 85524410 32 966 SH SHR/OTHR 01 966 D STARBUCKS CORP COM 85524410 6787 204691 SH SHARED 02 204691 D STARBUCKS CORP COM 85524410 60 1827 SH SHARED 05 1827 D STARBUCKS CORP COM 85524410 227 6850 SH SHARED 06 6150 700 D STARBUCKS CORP COM 85524410 12790 385722 SH SHARED 10 368489 17233 D STARBUCKS CORP COM 85524410 100 3036 SH SHARED 14 3036 D STARTEK INC COM 85569C10 30 756 SH SHARED 756 D STARTEK INC COM 85569C10 28 700 SH SHARED 01 700 D STARTEK INC COM 85569C10 298 7327 SH SHARED 02 7327 D STATE AUTO FINL CORP COM 85570710 170 7321 SH SHARED 7321 D STATE AUTO FINL CORP COM 85570710 84 3631 SH SHARED 01 3631 D STATE AUTO FINL CORP COM 85570710 2 94 SH SHARED 02 94 D STATE BANCORP INC N.Y COM 85571610 9 400 SH SHARED 400 D STATE BANCORP INC N.Y COM 85571610 109 4511 SH SHARED 02 4511 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 7 200 SH SHARED 200 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 519985 14456091 SH SHARED 14456091 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 481 13379 SH SHARED 01 12917 462 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 14 400 SH SHR/OTHR 01 400 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 3857 107235 SH SHARED 02 107235 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 34 950 SH SHARED 05 950 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 665 18500 SH SHARED 06 18500 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 6287 174811 SH SHARED 10 165946 8865 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 116063 3226677 SH SHARED 11 3226677 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 68 1900 SH SHARED 14 1900 D STATE FINL SVCS CORP CL A 85685510 5 200 SH SHARED 200 D STATE FINL SVCS CORP CL A 85685510 88 3344 SH SHARED 02 3344 D STATE STR CORP COM 85747710 15 300 SH SHARED 300 D STATE STR CORP COM 85747710 40447 776643 SH SHARED 776643 D STATE STR CORP COM 85747710 61919 1188922 SH SHARED 01 221749 967173 D STATE STR CORP COM 85747710 13051 250604 SH SHR/OTHR 01 250604 D STATE STR CORP COM 85747710 7603 145991 SH SHARED 02 145991 D STATE STR CORP COM 85747710 1614 31000 SH SHARED 04 31000 D STATE STR CORP COM 85747710 80 1538 SH SHARED 05 1538 D STATE STR CORP COM 85747710 828 15910 SH SHARED 06 15910 D STATE STR CORP COM 85747710 22555 433097 SH SHARED 10 411330 21767 D STATE STR CORP COM 85747710 4454 85523 SH SHARED 14 85523 D STATE STR CORP UNIT 99/99/9999 85747720 37942 155900 SH SHARED 155900 D STATE STR CORP UNIT 99/99/9999 85747720 12 50 SH SHARED 01 50 D STATE STR CORP UNIT 99/99/9999 85747720 17571 72200 SH SHARED 02 72200 D STATEN IS BANCORP INC COM 85755010 1040 46258 SH SHARED 46258 D STATEN IS BANCORP INC COM 85755010 495 22044 SH SHARED 01 22044 D STATEN IS BANCORP INC COM 85755010 788 35054 SH SHARED 02 35054 D STATEN IS BANCORP INC COM 85755010 78 3500 SH SHARED 10 3500 D STATION CASINOS INC COM 85768910 160 5254 SH SHARED 5254 D STATION CASINOS INC COM 85768910 1023 33400 SH SHARED 01 33400 D STATION CASINOS INC COM 85768910 110 3604 SH SHARED 02 3604 D STATION CASINOS INC COM 85768910 4157 135748 SH SHARED 10 135748 D STATOIL ASA SPONSORED ADR 85771P10 264 23365 SH SHARED 23365 D STATOIL ASA SPONSORED ADR 85771P10 8 735 SH SHARED 01 735 D STATOIL ASA SPONSORED ADR 85771P10 1631 144400 SH SHARED 02 144400 D STEAK N SHAKE CO COM 85787310 144 8077 SH SHARED 8077 D STEAK N SHAKE CO COM 85787310 99 5576 SH SHARED 01 5576 D STEAK N SHAKE CO COM 85787310 263 14747 SH SHARED 02 14747 D STEEL DYNAMICS INC COM 85811910 370 16120 SH SHARED 16120 D STEEL DYNAMICS INC COM 85811910 17224 748900 SH SHARED 01 692800 56100 D STEEL DYNAMICS INC COM 85811910 746 32463 SH SHARED 02 32463 D STEEL DYNAMICS INC COM 85811910 16 700 SH SHARED 05 700 D STEEL DYNAMICS INC COM 85811910 5019 218230 SH SHARED 10 218230 D STEEL TECHNOLOGIES INC COM 85814710 394 22324 SH SHARED 22324 D STEEL TECHNOLOGIES INC COM 85814710 75 4276 SH SHARED 01 4276 D STEELCASE INC CL A 85815520 41 2900 SH SHARED 2900 D STEELCASE INC CL A 85815520 596 41529 SH SHARED 41529 D STEELCASE INC CL A 85815520 133 9305 SH SHARED 01 8925 380 D STEELCASE INC CL A 85815520 56 3968 SH SHARED 02 3968 D STEIN MART INC COM 85837510 199 24184 SH SHARED 24184 D STEIN MART INC COM 85837510 48 5865 SH SHARED 01 5865 D STEIN MART INC COM 85837510 110 13436 SH SHARED 02 13436 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 2 100 SH SHARED 100 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 46 1900 SH SHARED 01 1900 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 7 300 SH SHR/OTHR 01 300 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 74 3008 SH SHARED 02 3008 D STELLENT INC COM 85856W10 53 5374 SH SHARED 5374 D STELLENT INC COM 85856W10 51 5157 SH SHARED 01 5157 D STELLENT INC COM 85856W10 122 12343 SH SHARED 02 12343 D STEMCELLS INC COM 85857R10 64 32550 SH SHARED 32550 D STEPAN CO COM 85858610 5 200 SH SHARED 200 D STEPAN CO COM 85858610 1102 43000 SH SHARED 01 43000 D STEPAN CO COM 85858610 92 3608 SH SHARED 02 3608 D STEPAN CO COM 85858610 25 1000 SH SHARED 10 1000 D STERLING BANCSHARES INC COM 85890710 5 400 SH SHARED 400 D STERLING BANCSHARES INC COM 85890710 30 2300 SH SHARED 01 2300 D STERLING BANCSHARES INC COM 85890710 472 35529 SH SHARED 02 35529 D STERLING BANCSHARES INC COM 85890710 30 2300 SH SHARED 10 2300 D STERICYCLE INC COM 85891210 635 13599 SH SHARED 13599 D STERICYCLE INC COM 85891210 10631 227655 SH SHARED 01 158245 69410 D STERICYCLE INC COM 85891210 521 11174 SH SHR/OTHR 01 1200 9974 D STERICYCLE INC COM 85891210 693 14856 SH SHARED 02 14856 D STERICYCLE INC COM 85891210 573 12279 SH SHARED 10 12279 D STERIS CORP COM 85915210 221 9800 SH SHARED 9800 D STERIS CORP COM 85915210 911 40310 SH SHARED 40310 D STERIS CORP COM 85915210 944 41790 SH SHARED 01 31790 10000 D STERIS CORP COM 85915210 56 2500 SH SHR/OTHR 01 2500 D STERIS CORP COM 85915210 1036 45864 SH SHARED 02 45864 D STERLING BANCORP COM 85915810 66 2321 SH SHARED 2321 D STERLING BANCORP COM 85915810 30 1076 SH SHARED 01 1076 D STERLING BANCORP COM 85915810 244 8581 SH SHARED 02 8581 D STERLING BANCORP COM 85915810 17 600 SH SHARED 10 600 D STERLING FINL CORP COM 85931710 11 400 SH SHARED 400 D STERLING FINL CORP COM 85931710 312 11250 SH SHARED 02 11250 D STERLING FINL CORP COM 85931710 60 2187 SH SHARED 10 2187 D STERLING FINL CORP WASH COM 85931910 57 1678 SH SHARED 1678 D STERLING FINL CORP WASH COM 85931910 347 10150 SH SHARED 01 10150 D STERLING FINL CORP WASH COM 85931910 356 10423 SH SHARED 02 10423 D STERLING FINL CORP WASH COM 85931910 61 1810 SH SHARED 10 1810 D STET HELLAS COMMUNICATIONS S ADR 85982310 6 500 SH SHARED 500 D STEWART & STEVENSON SVCS INC COM 86034210 417 29708 SH SHARED 29708 D STEWART & STEVENSON SVCS INC COM 86034210 931 66284 SH SHARED 01 66284 D STEWART & STEVENSON SVCS INC COM 86034210 267 19057 SH SHARED 02 19057 D STEWART & STEVENSON SVCS INC COM 86034210 72 5150 SH SHARED 10 5150 D STEWART ENTERPRISES INC CL A 86037010 2189 385494 SH SHARED 385494 D STEWART ENTERPRISES INC CL A 86037010 35 6218 SH SHARED 01 6218 D STEWART ENTERPRISES INC CL A 86037010 367 64781 SH SHARED 02 64781 D STEWART INFORMATION SVCS COR COM 86037210 158 3920 SH SHARED 3920 D STEWART INFORMATION SVCS COR COM 86037210 4355 107420 SH SHARED 01 107420 D STEWART INFORMATION SVCS COR COM 86037210 618 15243 SH SHARED 02 15243 D STEWART INFORMATION SVCS COR COM 86037210 174 4300 SH SHARED 10 4300 D STILLWATER MNG CO COM 86074Q10 919 96119 SH SHARED 76119 20000 D STILLWATER MNG CO COM 86074Q10 1938 202604 SH SHARED 01 202604 D STILLWATER MNG CO COM 86074Q10 308 32220 SH SHARED 02 32220 D STILLWATER MNG CO COM 86074Q10 4339 453471 SH SHARED 10 453471 D STILWELL FINL INC NOTE 4/3 860831AC 25125 33500000 PRN SHARED 33500000 D STMICROELECTRONICS N V NOTE 9/2 861012AB 78664 87697000 PRN SHARED 87697000 D STMICROELECTRONICS N V NOTE 9/2 861012AB 4 5000 PRN SHARED 01 5000 D STMICROELECTRONICS N V NY REGISTRY 86101210 2620 97023 SH SHARED 96573 450 D STMICROELECTRONICS N V NY REGISTRY 86101210 670 24812 SH SHARED 01 24652 160 D STMICROELECTRONICS N V NY REGISTRY 86101210 8778 325000 SH SHARED 02 325000 D STMICROELECTRONICS N V NY REGISTRY 86101210 3781 140000 SH SHARED 04 140000 D STOLT OFFSHORE S A SP ADR REG COM 86156710 159 65000 SH SHARED 65000 D STONE ENERGY CORP COM 86164210 515 12155 SH SHARED 12155 D STONE ENERGY CORP COM 86164210 1769 41691 SH SHARED 01 41091 600 D STONE ENERGY CORP COM 86164210 1322 31160 SH SHARED 02 31160 D STONERIDGE INC COM 86183P10 17 1142 SH SHARED 1142 D STONERIDGE INC COM 86183P10 395 26258 SH SHARED 01 26258 D STONERIDGE INC COM 86183P10 128 8554 SH SHARED 02 8554 D STONERIDGE INC COM 86183P10 72 4800 SH SHARED 10 4800 D STORA ENSO CORP SPON ADR REP R 86210M10 358 26460 SH SHARED 01 2685 23775 D STORA ENSO CORP SPON ADR REP R 86210M10 5278 389270 SH SHARED 02 389270 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 2191 85110 SH SHARED 85110 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 3730 144872 SH SHARED 01 144872 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 1326 51500 SH SHARED 02 51500 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 72 2829 SH SHARED 06 2829 D STRATASYS INC COM 86268510 2255 83400 SH SHARED 01 83400 D STRATASYS INC COM 86268510 146 5408 SH SHARED 02 5408 D STRATEGIC DIAGNOSTICS INC COM 86270010 1 241 SH SHARED 241 D STRATEGIC DIAGNOSTICS INC COM 86270010 0 59 SH SHARED 01 59 D STRATEGIC DIAGNOSTICS INC COM 86270010 8 1723 SH SHARED 05 1723 D STRATEGIC GLOBAL INCOME FD COM 86271910 135 9000 SH SHR/OTHR 01 9000 D STRATEX NETWORKS INC COM 86279T10 95 22183 SH SHARED 22183 D STRATEX NETWORKS INC COM 86279T10 242 56481 SH SHARED 02 56481 D STRATOS INTERNATIONAL INC COM NEW 86310020 231 34090 SH SHARED 34090 D STRATOS INTERNATIONAL INC COM NEW 86310020 30 4478 SH SHARED 01 4478 D STRATTEC SEC CORP COM 86311110 18 300 SH SHARED 300 D STRATTEC SEC CORP COM 86311110 29 480 SH SHARED 01 480 D STRATTEC SEC CORP COM 86311110 134 2204 SH SHARED 02 2204 D STRATTEC SEC CORP COM 86311110 63 1050 SH SHARED 10 1050 D STRAYER ED INC COM 86323610 43 400 SH SHARED 400 D STRAYER ED INC COM 86323610 1295 11900 SH SHARED 01 11900 D STRAYER ED INC COM 86323610 1388 12760 SH SHARED 02 12760 D STRIDE RITE CORP COM 86331410 64 5669 SH SHARED 5669 D STRIDE RITE CORP COM 86331410 306 26931 SH SHARED 01 26931 D STRIDE RITE CORP COM 86331410 458 40301 SH SHARED 02 40301 D STRIDE RITE CORP COM 86331410 60 5310 SH SHARED 10 5310 D STRYKER CORP COM 86366710 8 100 SH SHARED 100 D STRYKER CORP COM 86366710 38179 449117 SH SHARED 449117 D STRYKER CORP COM 86366710 3599 42346 SH SHARED 01 35946 6400 D STRYKER CORP COM 86366710 6920 81407 SH SHARED 02 81407 D STRYKER CORP COM 86366710 81 963 SH SHARED 05 963 D STRYKER CORP COM 86366710 102 1201 SH SHARED 06 1201 D STRYKER CORP COM 86366710 6904 81221 SH SHARED 10 71753 9468 D STRYKER CORP COM 86366710 93 1100 SH SHARED 14 1100 D STUDENT LN CORP COM 86390210 13 95 SH SHARED 95 D STUDENT LN CORP COM 86390210 131 900 SH SHARED 01 900 D STUDENT LN CORP COM 86390210 3 25 SH SHR/OTHR 01 25 D STUDENT LN CORP COM 86390210 59 406 SH SHARED 02 406 D STURM RUGER & CO INC COM 86415910 7396 650515 SH SHARED 650515 D STURM RUGER & CO INC COM 86415910 9 803 SH SHARED 01 803 D STURM RUGER & CO INC COM 86415910 160 14126 SH SHARED 02 14126 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 341 10677 SH SHARED 10677 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 62 1947 SH SHARED 01 1947 D SUEZ SPONSORED ADR 86468610 2092 103516 SH SHARED 02 103516 D SUFFOLK BANCORP COM 86473910 17 500 SH SHARED 500 D SUFFOLK BANCORP COM 86473910 1254 36000 SH SHARED 01 33000 3000 D SUFFOLK BANCORP COM 86473910 289 8301 SH SHARED 02 8301 D SUMMIT AMER TELEVISION INC COM 86600T10 2 700 SH SHARED 700 D SUMMIT AMER TELEVISION INC COM 86600T10 92 23597 SH SHARED 02 23597 D SUMMIT BANCSHARES INC TEX COM 86601110 5 200 SH SHARED 200 D SUMMIT BANCSHARES INC TEX COM 86601110 98 3552 SH SHARED 02 3552 D SUMMIT PPTYS INC COM 86623910 7 300 SH SHARED 300 D SUMMIT PPTYS INC COM 86623910 367 15300 SH SHARED 01 15300 D SUMMIT PPTYS INC COM 86623910 421 17542 SH SHARED 02 17542 D SUMMIT PPTYS INC COM 86623910 51787 2156000 SH SHARED 11 2156000 D SUN BANCORP INC COM 86663B10 114 4304 SH SHARED 02 4304 D SUN BANCORP INC COM 86663410 1 100 SH SHARED 100 D SUN BANCORP INC COM 86663410 68 3604 SH SHARED 02 3604 D SUN COMMUNITIES INC COM 86667410 1342 34693 SH SHARED 34693 D SUN COMMUNITIES INC COM 86667410 1521 39315 SH SHARED 01 39315 D SUN COMMUNITIES INC COM 86667410 355 9180 SH SHARED 02 9180 D SUN COMMUNITIES INC COM 86667410 11 300 SH SHARED 10 300 D SUN COMMUNITIES INC COM 86667410 1381 35700 SH SHARED 11 35700 D SUN LIFE FINL INC COM 86679610 39 1591 SH SHARED 1591 D SUN LIFE FINL INC COM 86679610 671 26853 SH SHARED 01 11239 15614 D SUN LIFE FINL INC COM 86679610 8009 320128 SH SHARED 02 320128 D SUN LIFE FINL INC COM 86679610 750 30000 SH SHARED 05 30000 D SUN LIFE FINL INC COM 86679610 75 3000 SH SHARED 06 3000 D SUN LIFE FINL INC COM 86679610 653 26118 SH SHARED 10 26118 D SUN MICROSYSTEMS INC COM 86681010 17 3830 SH SHARED 3400 430 D SUN MICROSYSTEMS INC COM 86681010 69199 15480930 SH SHARED 15327438 153492 D SUN MICROSYSTEMS INC COM 86681010 2664 596160 SH SHARED 01 410559 185601 D SUN MICROSYSTEMS INC COM 86681010 436 97644 SH SHR/OTHR 01 3340 94304 D SUN MICROSYSTEMS INC COM 86681010 16135 3609827 SH SHARED 02 3581737 28090 D SUN MICROSYSTEMS INC COM 86681010 5587 1250000 SH SHARED 04 1250000 D SUN MICROSYSTEMS INC COM 86681010 101 22806 SH SHARED 05 22806 D SUN MICROSYSTEMS INC COM 86681010 544 121800 SH SHARED 06 115800 6000 D SUN MICROSYSTEMS INC COM 86681010 5755 1287556 SH SHARED 10 1144960 142596 D SUN MICROSYSTEMS INC COM 86681010 862 192876 SH SHARED 14 192876 D SUNCOR ENERGY INC COM 86722910 10 400 SH SHARED 400 D SUNCOR ENERGY INC COM 86722910 7160 285715 SH SHARED 285715 D SUNCOR ENERGY INC COM 86722910 202 8061 SH SHARED 01 8061 D SUNCOR ENERGY INC COM 86722910 18 750 SH SHR/OTHR 01 750 D SUNCOR ENERGY INC COM 86722910 4884 194900 SH SHARED 02 194900 D SUNCOR ENERGY INC COM 86722910 63780 2545100 SH SHARED 04 2545100 D SUNCOR ENERGY INC COM 86722910 2518 100500 SH SHARED 05 100500 D SUNCOR ENERGY INC COM 86722910 3583 143000 SH SHARED 06 143000 D SUNCOR ENERGY INC COM 86722910 50 2000 SH SHARED 10 2000 D SUNCOR ENERGY INC COM 86722910 218 8700 SH SHARED 14 8700 D SUNGARD DATA SYS INC COM 86736310 8 300 SH SHARED 300 D SUNGARD DATA SYS INC COM 86736310 25158 907907 SH SHARED 877557 30350 D SUNGARD DATA SYS INC COM 86736310 24143 871301 SH SHARED 01 244121 627180 D SUNGARD DATA SYS INC COM 86736310 3105 112079 SH SHR/OTHR 01 11250 100829 D SUNGARD DATA SYS INC COM 86736310 3768 135990 SH SHARED 02 135990 D SUNGARD DATA SYS INC COM 86736310 380 13731 SH SHARED 05 13731 D SUNGARD DATA SYS INC COM 86736310 426 15404 SH SHARED 06 15404 D SUNGARD DATA SYS INC COM 86736310 5007 180725 SH SHARED 10 155128 25597 D SUNGARD DATA SYS INC COM 86736310 58 2094 SH SHARED 14 2094 D SUNOPTA INC COM 8676EP10 1504 163034 SH SHARED 05 163034 D SUNOCO INC COM 86764P10 235 4600 SH SHARED 4600 D SUNOCO INC COM 86764P10 9188 179642 SH SHARED 178767 875 D SUNOCO INC COM 86764P10 625 12233 SH SHARED 01 11400 833 D SUNOCO INC COM 86764P10 10 205 SH SHR/OTHR 01 205 D SUNOCO INC COM 86764P10 1656 32392 SH SHARED 02 32392 D SUNOCO INC COM 86764P10 1582 30943 SH SHARED 10 27518 3425 D SUNRISE SENIOR LIVING INC COM 86768K10 10814 279150 SH SHARED 279150 D SUNRISE SENIOR LIVING INC COM 86768K10 389 10057 SH SHARED 10057 D SUNRISE SENIOR LIVING INC COM 86768K10 662 17100 SH SHARED 01 17100 D SUNRISE SENIOR LIVING INC COM 86768K10 1201 31018 SH SHARED 02 31018 D SUNTRUST BKS INC COM 86791410 14 200 SH SHARED 200 D SUNTRUST BKS INC COM 86791410 83982 1174576 SH SHARED 1139076 35500 D SUNTRUST BKS INC COM 86791410 54615 763850 SH SHARED 01 461225 302625 D SUNTRUST BKS INC COM 86791410 1600 22380 SH SHR/OTHR 01 22380 D SUNTRUST BKS INC COM 86791410 8681 121420 SH SHARED 02 121420 D SUNTRUST BKS INC COM 86791410 715 10000 SH SHARED 04 10000 D SUNTRUST BKS INC COM 86791410 88 1234 SH SHARED 05 1234 D SUNTRUST BKS INC COM 86791410 335 4690 SH SHARED 06 4290 400 D SUNTRUST BKS INC COM 86791410 10955 153220 SH SHARED 10 140724 12496 D SUNTRUST BKS INC COM 86791410 164 2300 SH SHARED 14 2300 D SUPERCONDUCTOR TECHNOLOGIES COM 86793110 145 26189 SH SHARED 26189 D SUPERCONDUCTOR TECHNOLOGIES COM 86793110 35 6370 SH SHARED 01 6370 D SUPERCONDUCTOR TECHNOLOGIES COM 86793110 197 35562 SH SHARED 02 35562 D SUPERGEN INC COM 86805910 6 600 SH SHARED 600 D SUPERGEN INC COM 86805910 231 21036 SH SHARED 02 21036 D SUPERIOR ENERGY SVCS INC COM 86815710 318 33881 SH SHARED 33881 D SUPERIOR ENERGY SVCS INC COM 86815710 107 11418 SH SHARED 01 10918 500 D SUPERIOR ENERGY SVCS INC COM 86815710 299 31891 SH SHARED 02 31891 D SUPERIOR ENERGY SVCS INC COM 86815710 47 5000 SH SHARED 10 5000 D SUPERIOR INDS INTL INC COM 86816810 2486 57128 SH SHARED 57128 D SUPERIOR INDS INTL INC COM 86816810 764 17561 SH SHARED 01 17561 D SUPERIOR INDS INTL INC COM 86816810 13 300 SH SHR/OTHR 01 300 D SUPERIOR INDS INTL INC COM 86816810 3353 77053 SH SHARED 02 77053 D SUPERTEX INC COM 86853210 10 561 SH SHARED 561 D SUPERTEX INC COM 86853210 35 1839 SH SHARED 01 1839 D SUPERTEX INC COM 86853210 112 5864 SH SHARED 02 5864 D SUPERVALU INC NOTE 11/0 868536AP 37023111518000 PRN SHARED 111518000 D SUPERVALU INC COM 86853610 194 6800 SH SHARED 6800 D SUPERVALU INC COM 86853610 8806 308016 SH SHARED 308016 D SUPERVALU INC COM 86853610 1846 64579 SH SHARED 01 64579 D SUPERVALU INC COM 86853610 1958 68503 SH SHARED 02 68503 D SUPERVALU INC COM 86853610 202 7083 SH SHARED 06 7083 D SUPERVALU INC COM 86853610 1520 53192 SH SHARED 10 47348 5844 D SUPPORTSOFT INC COM 86858710 138 10505 SH SHARED 10505 D SUPPORTSOFT INC COM 86858710 260 19773 SH SHARED 02 19773 D SUREWEST COMMUNICATIONS COM 86873310 20 500 SH SHARED 500 D SUREWEST COMMUNICATIONS COM 86873310 394 9768 SH SHARED 02 9768 D SURMODICS INC COM 86887310 593 24989 SH SHARED 24989 D SURMODICS INC COM 86887310 4033 169909 SH SHARED 01 167809 2100 D SURMODICS INC COM 86887310 868 36584 SH SHARED 02 36584 D SURMODICS INC COM 86887310 222 9388 SH SHARED 10 9388 D SUSQUEHANNA BANCSHARES INC P COM 86909910 321 12862 SH SHARED 12862 D SUSQUEHANNA BANCSHARES INC P COM 86909910 359 14389 SH SHARED 01 14389 D SUSQUEHANNA BANCSHARES INC P COM 86909910 666 26661 SH SHARED 02 26661 D SUSQUEHANNA BANCSHARES INC P COM 86909910 40 1600 SH SHARED 10 1600 D SWIFT ENERGY CO COM 87073810 34 2057 SH SHARED 2057 D SWIFT ENERGY CO COM 87073810 23 1377 SH SHARED 01 1377 D SWIFT ENERGY CO COM 87073810 377 22376 SH SHARED 02 22376 D SWIFT TRANSN CO COM 87075610 3649 173643 SH SHARED 173643 D SWIFT TRANSN CO COM 87075610 37477 1782962 SH SHARED 01 1762362 20600 D SWIFT TRANSN CO COM 87075610 1405 66874 SH SHARED 02 66874 D SWIFT TRANSN CO COM 87075610 10 500 SH SHARED 05 500 D SWIFT TRANSN CO COM 87075610 2862 136200 SH SHARED 10 136200 D SWISS HELVETIA FD INC COM 87087510 11936 923900 SH SHARED 923900 D SWISSCOM AG SPONSORED ADR 87101310 147 4500 SH SHARED 4500 D SWISSCOM AG SPONSORED ADR 87101310 7514 228834 SH SHARED 02 228834 D SYBASE INC COM 87113010 2085 101336 SH SHARED 101336 D SYBASE INC COM 87113010 6226 302550 SH SHARED 01 302550 D SYBASE INC COM 87113010 4625 224749 SH SHARED 02 224749 D SYBASE INC COM 87113010 113 5500 SH SHARED 10 5500 D SYBRON DENTAL SPECIALTIES IN COM 87114210 61 2200 SH SHARED 2200 D SYBRON DENTAL SPECIALTIES IN COM 87114210 3825 136133 SH SHARED 01 136133 D SYBRON DENTAL SPECIALTIES IN COM 87114210 832 29617 SH SHARED 02 29617 D SYBRON DENTAL SPECIALTIES IN COM 87114210 146 5220 SH SHARED 10 5220 D SYCAMORE NETWORKS INC COM 87120610 1853 355129 SH SHARED 355129 D SYCAMORE NETWORKS INC COM 87120610 776 148843 SH SHARED 01 147843 1000 D SYCAMORE NETWORKS INC COM 87120610 575 110257 SH SHARED 02 110257 D SYKES ENTERPRISES INC COM 87123710 82 9608 SH SHARED 9608 D SYKES ENTERPRISES INC COM 87123710 395 46005 SH SHARED 01 46005 D SYKES ENTERPRISES INC COM 87123710 136 15903 SH SHARED 02 15903 D SYKES ENTERPRISES INC COM 87123710 59 6880 SH SHARED 10 6880 D SYLVAN LEARNING SYS INC COM 87139910 7083 246025 SH SHARED 246025 D SYLVAN LEARNING SYS INC COM 87139910 2125 73819 SH SHARED 73819 D SYLVAN LEARNING SYS INC COM 87139910 6282 218231 SH SHARED 01 218231 D SYLVAN LEARNING SYS INC COM 87139910 935 32492 SH SHARED 02 32492 D SYLVAN LEARNING SYS INC COM 87139910 95 3300 SH SHARED 10 3300 D SYMANTEC CORP NOTE 3.000%11/0 871503AB 104851 51122000 PRN SHARED 51122000 D SYMANTEC CORP NOTE 3.000%11/0 871503AB 2 1215 PRN SHARED 01 1215 D SYMANTEC CORP COM 87150310 34118 988941 SH SHARED 898279 90662 D SYMANTEC CORP COM 87150310 91146 2641933 SH SHARED 01 1486617 11800 1143516 D SYMANTEC CORP COM 87150310 834 24200 SH SHR/OTHR 01 24200 D SYMANTEC CORP COM 87150310 14074 407961 SH SHARED 02 407961 D SYMANTEC CORP COM 87150310 3105 90000 SH SHARED 04 90000 D SYMANTEC CORP COM 87150310 39664 1149702 SH SHARED 05 956934 192768 D SYMANTEC CORP COM 87150310 51 1500 SH SHARED 06 1500 D SYMANTEC CORP COM 87150310 3238 93872 SH SHARED 07 93872 D SYMANTEC CORP COM 87150310 5402 156600 SH SHARED 08 156600 D SYMANTEC CORP COM 87150310 2080 60300 SH SHARED 09 60300 D SYMANTEC CORP COM 87150310 12531 363240 SH SHARED 10 337860 25380 D SYMANTEC CORP COM 87150310 1028 29818 SH SHARED 14 29818 D SYMBOL TECHNOLOGIES INC COM 87150810 9181 543584 SH SHARED 543584 D SYMBOL TECHNOLOGIES INC COM 87150810 900 53290 SH SHARED 01 53290 D SYMBOL TECHNOLOGIES INC COM 87150810 47 2787 SH SHR/OTHR 01 2787 D SYMBOL TECHNOLOGIES INC COM 87150810 1323 78351 SH SHARED 02 78351 D SYMBOL TECHNOLOGIES INC COM 87150810 22 1322 SH SHARED 05 1322 D SYMBOL TECHNOLOGIES INC COM 87150810 321 19017 SH SHARED 06 19017 D SYMBOL TECHNOLOGIES INC COM 87150810 8774 519512 SH SHARED 10 509338 10174 D SYMMETRICOM INC COM 87154310 5 700 SH SHARED 700 D SYMMETRICOM INC COM 87154310 180 24802 SH SHARED 02 24802 D SYMYX TECHNOLOGIES COM 87155S10 11 570 SH SHARED 570 D SYMYX TECHNOLOGIES COM 87155S10 0 41 SH SHARED 01 41 D SYMYX TECHNOLOGIES COM 87155S10 318 15475 SH SHARED 02 15475 D SYMYX TECHNOLOGIES COM 87155S10 271 13200 SH SHARED 04 13200 D SYNAPTICS INC COM 87157D10 66 4419 SH SHARED 4419 D SYNAPTICS INC COM 87157D10 4544 303376 SH SHARED 01 218881 16200 68295 D SYNAPTICS INC COM 87157D10 162 10856 SH SHARED 02 10856 D SYNAPTICS INC COM 87157D10 61 4100 SH SHARED 10 4100 D SYNGENTA AG SPONSORED ADR 87160A10 502 37248 SH SHARED 37248 D SYNGENTA AG SPONSORED ADR 87160A10 508 37714 SH SHARED 01 6824 30890 D SYNGENTA AG SPONSORED ADR 87160A10 276 20518 SH SHARED 02 20518 D SYNPLICITY INC COM 87160Y10 390 49795 SH SHARED 49795 D SYNPLICITY INC COM 87160Y10 76 9805 SH SHARED 01 9805 D SYNPLICITY INC COM 87160Y10 63 8056 SH SHARED 02 8056 D SYNOPSYS INC COM 87160710 4010 118446 SH SHARED 118446 D SYNOPSYS INC COM 87160710 7702 227471 SH SHARED 227471 D SYNOPSYS INC COM 87160710 4233 125035 SH SHARED 01 125035 D SYNOPSYS INC COM 87160710 5378 158836 SH SHARED 02 158836 D SYNOPSYS INC COM 87160710 40 1200 SH SHARED 06 1200 D SYNOVUS FINL CORP COM 87161C10 20277 701162 SH SHARED 701162 D SYNOVUS FINL CORP COM 87161C10 1083 37454 SH SHARED 01 37454 D SYNOVUS FINL CORP COM 87161C10 3359 116170 SH SHARED 02 116170 D SYNOVUS FINL CORP COM 87161C10 35 1242 SH SHARED 05 1242 D SYNOVUS FINL CORP COM 87161C10 57 2000 SH SHARED 06 2000 D SYNOVUS FINL CORP COM 87161C10 3611 124873 SH SHARED 10 111676 13197 D SYNOVUS FINL CORP COM 87161C10 66 2300 SH SHARED 14 2300 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 6 300 SH SHARED 300 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 1283 63400 SH SHARED 01 63400 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 135 6691 SH SHARED 02 6691 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 72 3600 SH SHARED 10 3600 D SYNTEL INC COM 87162H10 44 1800 SH SHARED 1800 D SYNTEL INC COM 87162H10 19 800 SH SHARED 01 800 D SYNTEL INC COM 87162H10 106 4304 SH SHARED 02 4304 D SYNTROLEUM CORP COM 87163010 36 8414 SH SHARED 8414 D SYNTROLEUM CORP COM 87163010 9 2086 SH SHARED 01 2086 D SYNTROLEUM CORP COM 87163010 320 74200 SH SHARED 04 74200 D SYPRIS SOLUTIONS INC COM 87165510 1 100 SH SHARED 100 D SYPRIS SOLUTIONS INC COM 87165510 65 3904 SH SHARED 02 3904 D SYSCO CORP COM 87182910 18 500 SH SHARED 500 D SYSCO CORP COM 87182910 55699 1496087 SH SHARED 1444587 51500 D SYSCO CORP COM 87182910 121598 3266154 SH SHARED 01 797119 2469035 D SYSCO CORP COM 87182910 23785 638876 SH SHR/OTHR 01 26500 612376 D SYSCO CORP COM 87182910 12590 338179 SH SHARED 02 338179 D SYSCO CORP COM 87182910 4717 126700 SH SHARED 04 126700 D SYSCO CORP COM 87182910 102 2758 SH SHARED 05 2758 D SYSCO CORP COM 87182910 758 20382 SH SHARED 06 19382 1000 D SYSCO CORP COM 87182910 9627 258604 SH SHARED 10 229884 28720 D SYSCO CORP COM 87182910 189 5100 SH SHARED 14 5100 D SYSTEMAX INC COM 87185110 2 300 SH SHARED 300 D SYSTEMAX INC COM 87185110 41 6181 SH SHARED 02 6181 D SYSTEMS & COMPUTER TECHNOLOG COM 87187310 477 29166 SH SHARED 29166 D SYSTEMS & COMPUTER TECHNOLOG COM 87187310 56 3450 SH SHARED 01 3450 D SYSTEMS & COMPUTER TECHNOLOG COM 87187310 369 22599 SH SHARED 02 22599 D TBC CORP COM 87218010 346 13427 SH SHARED 13427 D TBC CORP COM 87218010 87 3379 SH SHARED 01 3379 D TBC CORP COM 87218010 288 11161 SH SHARED 02 11161 D TCF FINL CORP COM 87227510 3045 59308 SH SHARED 59308 D TCF FINL CORP COM 87227510 1380 26876 SH SHARED 01 26876 D TCF FINL CORP COM 87227510 2068 40282 SH SHARED 02 40282 D TC PIPELINES LP UT COM LTD PRT 87233Q10 55 1690 SH SHARED 1690 D TC PIPELINES LP UT COM LTD PRT 87233Q10 13 418 SH SHARED 01 418 D TC PIPELINES LP UT COM LTD PRT 87233Q10 22 700 SH SHARED 02 700 D TCW CONV SECS FD INC COM 87234010 29 5900 SH SHARED 5900 D TCW CONV SECS FD INC COM 87234010 61 12250 SH SHR/OTHR 01 12250 D TDK CORP AMERN DEP SH 87235140 547 7635 SH SHARED 01 7635 D TDC A/S SPONSORED ADR 87236N10 65 3600 SH SHARED 01 3600 D TECO ENERGY INC COM 87237510 10688 741733 SH SHARED 741733 D TECO ENERGY INC COM 87237510 961 66692 SH SHARED 01 20413 46279 D TECO ENERGY INC COM 87237510 175 12200 SH SHR/OTHR 01 2400 9800 D TECO ENERGY INC COM 87237510 902 62623 SH SHARED 02 62623 D TECO ENERGY INC COM 87237510 995 69067 SH SHARED 10 69067 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 93 2322 SH SHARED 2322 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 495 12300 SH SHARED 01 12300 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 157 3900 SH SHR/OTHR 01 3900 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 9 239 SH SHARED 02 239 D THQ INC COM NEW 87244340 590 34947 SH SHARED 34947 D THQ INC COM NEW 87244340 10991 650013 SH SHARED 01 608813 3800 37400 D THQ INC COM NEW 87244340 665 39334 SH SHARED 02 39334 D THQ INC COM NEW 87244340 10 600 SH SHARED 05 600 D THQ INC COM NEW 87244340 8923 527686 SH SHARED 10 527686 D TJX COS INC NEW NOTE 2/1 872540AL 68006 81250000 PRN SHARED 81250000 D TJX COS INC NEW COM 87254010 8 400 SH SHARED 400 D TJX COS INC NEW COM 87254010 26448 1199478 SH SHARED 1199478 D TJX COS INC NEW COM 87254010 2377 107838 SH SHARED 01 100838 7000 D TJX COS INC NEW COM 87254010 6025 273252 SH SHARED 02 273252 D TJX COS INC NEW COM 87254010 55 2537 SH SHARED 05 2537 D TJX COS INC NEW COM 87254010 146 6650 SH SHARED 06 5750 900 D TJX COS INC NEW COM 87254010 20210 916586 SH SHARED 10 894012 22574 D TJX COS INC NEW COM 87254010 1115 50600 SH SHARED 14 50600 D TMBR/SHARP DRILLING INC COM 87257P10 166 8683 SH SHARED 01 8683 D TRC COS INC COM 87262510 209 9940 SH SHARED 9940 D TRC COS INC COM 87262510 183 8711 SH SHARED 02 8711 D TTM TECHNOLOGIES INC COM 87305R10 261 15500 SH SHARED 15500 D TTM TECHNOLOGIES INC COM 87305R10 3 200 SH SHARED 01 200 D TTM TECHNOLOGIES INC COM 87305R10 225 13336 SH SHARED 02 13336 D TXU CORP COM 87316810 11 500 SH SHARED 500 D TXU CORP COM 87316810 54330 2290499 SH SHARED 2290499 D TXU CORP COM 87316810 1345 56715 SH SHARED 01 45311 11404 D TXU CORP COM 87316810 377 15900 SH SHR/OTHR 01 15900 D TXU CORP COM 87316810 3858 162673 SH SHARED 02 162673 D TXU CORP COM 87316810 30 1290 SH SHARED 05 1290 D TXU CORP COM 87316810 77 3250 SH SHARED 06 3250 D TXU CORP COM 87316810 3429 144580 SH SHARED 10 130277 14303 D TXU CORP COM 87316810 47 2000 SH SHARED 14 2000 D TAIWAN FD INC COM 87403610 66 5600 SH SHARED 5600 D TAIWAN FD INC COM 87403610 119 10000 SH SHR/OTHR 01 10000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 5 548 SH SHARED 548 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 16723 1633105 SH SHARED 1632894 211 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 533 52070 SH SHARED 01 42600 9470 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 2698 263519 SH SHARED 02 263519 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 4116 402000 SH SHARED 04 402000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 362 35401 SH SHARED 05 20891 14510 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 322 31500 SH SHARED 06 31500 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 2449 239255 SH SHARED 10 239255 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1043 101952 SH SHARED 14 101952 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 1940 67335 SH SHARED 67335 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 259 8992 SH SHARED 01 8992 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 882 30608 SH SHARED 02 30608 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 56 1970 SH SHARED 10 1970 D TALBOTS INC COM 87416110 2351 76381 SH SHARED 76381 D TALBOTS INC COM 87416110 6953 225923 SH SHARED 01 217248 8675 D TALBOTS INC COM 87416110 52 1698 SH SHR/OTHR 01 1698 D TALBOTS INC COM 87416110 101 3302 SH SHARED 02 3302 D TALBOTS INC COM 87416110 43 1424 SH SHARED 06 1424 D TALISMAN ENERGY INC COM 87425E10 962 17011 SH SHARED 17011 D TALISMAN ENERGY INC COM 87425E10 276 4889 SH SHARED 01 4889 D TALISMAN ENERGY INC COM 87425E10 3687 65149 SH SHARED 02 65149 D TALISMAN ENERGY INC COM 87425E10 17942 317000 SH SHARED 04 317000 D TALISMAN ENERGY INC COM 87425E10 362 6400 SH SHARED 05 6400 D TALISMAN ENERGY INC COM 87425E10 283 5000 SH SHARED 06 5000 D TALISMAN ENERGY INC COM 87425E10 350 6200 SH SHARED 10 6200 D TALISMAN ENERGY INC COM 87425E10 996 17600 SH SHARED 14 17600 D TALK AMERICA HLDGS INC COM NEW 87426R20 133 11592 SH SHARED 11592 D TALK AMERICA HLDGS INC COM NEW 87426R20 2329 202200 SH SHARED 01 202200 D TALK AMERICA HLDGS INC COM NEW 87426R20 982 85270 SH SHARED 02 85270 D TALK AMERICA HLDGS INC COM NEW 87426R20 74 6500 SH SHARED 10 6500 D TALX CORP COM 87491810 130 5668 SH SHARED 5668 D TALX CORP COM 87491810 30 1330 SH SHARED 01 1330 D TALX CORP COM 87491810 220 9579 SH SHARED 02 9579 D TALX CORP COM 87491810 18 800 SH SHARED 10 800 D TANGER FACTORY OUTLET CTRS I COM 87546510 220 5409 SH SHARED 5409 D TANGER FACTORY OUTLET CTRS I COM 87546510 174 4291 SH SHARED 01 1291 3000 D TANGER FACTORY OUTLET CTRS I COM 87546510 198 4889 SH SHARED 02 4889 D TANGER FACTORY OUTLET CTRS I COM 87546510 4269 104900 SH SHARED 11 104900 D TANOX INC COM 87588Q10 260 17550 SH SHARED 17550 D TANOX INC COM 87588Q10 63 4252 SH SHARED 01 4252 D TANOX INC COM 87588Q10 374 25196 SH SHARED 02 25196 D TANOX INC COM 87588Q10 12577 847000 SH SHARED 04 847000 D TANOX INC COM 87588Q10 37 2500 SH SHARED 10 2500 D TANOX INC COM 87588Q10 164 11100 SH SHARED 14 11100 D TARGET CORP COM 87612E10 1689 43990 SH SHARED 43990 D TARGET CORP COM 87612E10 169688 4418979 SH SHARED 4217387 201592 D TARGET CORP COM 87612E10 127971 3332595 SH SHARED 01 1021673 12300 2298622 D TARGET CORP COM 87612E10 8935 232698 SH SHR/OTHR 01 33950 198748 D TARGET CORP COM 87612E10 13003 338629 SH SHARED 02 338629 D TARGET CORP COM 87612E10 33592 874800 SH SHARED 03 819200 55600 D TARGET CORP COM 87612E10 6923 180300 SH SHARED 04 180300 D TARGET CORP COM 87612E10 86638 2256207 SH SHARED 05 1628637 627570 D TARGET CORP COM 87612E10 13861 360983 SH SHARED 06 117483 243500 D TARGET CORP COM 87612E10 3306 86105 SH SHARED 07 86105 D TARGET CORP COM 87612E10 10508 273649 SH SHARED 08 273649 D TARGET CORP COM 87612E10 2046 53300 SH SHARED 09 53300 D TARGET CORP COM 87612E10 44283 1153226 SH SHARED 10 1108117 45109 D TARGET CORP COM 87612E10 4743 123517 SH SHARED 14 123517 D TARAGON RLTY INVS INC COM 87628710 3 200 SH SHARED 200 D TARAGON RLTY INVS INC COM 87628710 60 3637 SH SHARED 02 3637 D TASTY BAKING CO COM 87655330 372 36842 SH SHARED 36842 D TASTY BAKING CO COM 87655330 72 7158 SH SHARED 01 7158 D TAUBMAN CTRS INC COM 87666410 24 1200 SH SHARED 1200 D TAUBMAN CTRS INC COM 87666410 6 300 SH SHARED 01 300 D TAUBMAN CTRS INC COM 87666410 32 1600 SH SHR/OTHR 01 1600 D TAUBMAN CTRS INC COM 87666410 665 32314 SH SHARED 02 32314 D TAUBMAN CTRS INC COM 87666410 54796 2660000 SH SHARED 11 2660000 D TAYLOR CAP GROUP INC COM 87685110 64 2504 SH SHARED 02 2504 D TECH DATA CORP SDCV 2.000%12/1 878237AC 14392 14450000 PRN SHARED 14450000 D TECH DATA CORP SDCV 2.000%12/1 878237AC 4 5000 PRN SHARED 01 5000 D TECH DATA CORP COM 87823710 67 1700 SH SHARED 1700 D TECH DATA CORP COM 87823710 1141 28760 SH SHARED 28760 D TECH DATA CORP COM 87823710 1338 33713 SH SHARED 01 33713 D TECH DATA CORP COM 87823710 694 17486 SH SHARED 02 17486 D TECHNE CORP COM 87837710 135 3585 SH SHARED 3585 D TECHNE CORP COM 87837710 42 1115 SH SHARED 01 1115 D TECHNE CORP COM 87837710 1221 32278 SH SHARED 02 32278 D TECHNE CORP COM 87837710 30 810 SH SHARED 10 810 D TECHNICAL OLYMPIC USA INC COM 87848310 2 100 SH SHARED 100 D TECHNICAL OLYMPIC USA INC COM 87848310 46 1704 SH SHARED 02 1704 D TECHNITROL INC COM 87855510 16 800 SH SHARED 800 D TECHNITROL INC COM 87855510 340 16398 SH SHARED 16398 D TECHNITROL INC COM 87855510 31 1511 SH SHARED 01 1511 D TECHNITROL INC COM 87855510 1017 49074 SH SHARED 02 49074 D TECHNOLOGY RESH CORP COM NEW 87872730 17 1000 SH SHARED 02 1000 D TECUMSEH PRODS CO CL A 87889520 213 4400 SH SHARED 4400 D TECUMSEH PRODS CO CL A 87889520 548 11316 SH SHARED 11316 D TECUMSEH PRODS CO CL A 87889520 242 5000 SH SHARED 01 5000 D TECUMSEH PRODS CO CL A 87889520 713 14736 SH SHARED 02 14736 D TEJON RANCH CO DEL COM 87908010 57 1400 SH SHARED 1300 100 D TEJON RANCH CO DEL COM 87908010 168 4100 SH SHARED 01 100 4000 D TEJON RANCH CO DEL COM 87908010 193 4708 SH SHARED 02 4708 D TEKELEC COM 87910110 2141 137743 SH SHARED 137743 D TEKELEC COM 87910110 617 39733 SH SHARED 01 39533 200 D TEKELEC COM 87910110 526 33855 SH SHARED 02 33855 D TEKTRONIX INC COM 87913110 4 150 SH SHARED 150 D TEKTRONIX INC COM 87913110 8421 266491 SH SHARED 266491 D TEKTRONIX INC COM 87913110 1473 46629 SH SHARED 01 44629 2000 D TEKTRONIX INC COM 87913110 997 31575 SH SHARED 02 31575 D TEKTRONIX INC COM 87913110 23 728 SH SHARED 06 728 D TEKTRONIX INC COM 87913110 960 30404 SH SHARED 10 30404 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 2914 295888 SH SHARED 295888 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 4173 423682 SH SHARED 01 423682 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 3 333 SH SHARED 02 333 D TELE NORTE CELULAR PART S A SPON ADR PFD 87924Y10 3 350 SH SHARED 350 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 10483 679411 SH SHARED 679411 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 32733 2121389 SH SHARED 01 2121389 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 6087 394543 SH SHARED 05 350898 43645 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 2257 146301 SH SHARED 09 146301 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 18819 1219690 SH SHARED 10 1219690 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 4387 284328 SH SHARED 12 284328 D TELE SUDESTE CELULAR PART S SPON ADR PFD 87925210 204 18000 SH SHARED 18000 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 18 667 SH SHARED 667 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 0 33 SH SHARED 01 33 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 1139 38383 SH SHARED 38383 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 19 659 SH SHARED 01 659 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 2225 74930 SH SHARED 02 74930 D TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 87927320 262 30000 SH SHARED 30000 D TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 87927320 262 30000 SH SHARED 02 30000 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 382 13531 SH SHARED 13531 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 59 2100 SH SHARED 01 1100 1000 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 6437 227867 SH SHARED 02 227867 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 620 18353 SH SHARED 18353 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 12 357 SH SHARED 01 357 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 3903 248125 SH SHARED 248125 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 40 2544 SH SHARED 01 2544 D TELEDYNE TECHNOLOGIES INC COM 87936010 374 19848 SH SHARED 19848 D TELEDYNE TECHNOLOGIES INC COM 87936010 2234 118524 SH SHARED 01 118524 D TELEDYNE TECHNOLOGIES INC COM 87936010 38 2067 SH SHR/OTHR 01 2067 D TELEDYNE TECHNOLOGIES INC COM 87936010 428 22706 SH SHARED 02 22706 D TELEFLEX INC COM 87936910 2528 52318 SH SHARED 52318 D TELEFLEX INC COM 87936910 1000 20704 SH SHARED 01 15144 5560 D TELEFLEX INC COM 87936910 19 396 SH SHR/OTHR 01 396 D TELEFLEX INC COM 87936910 622 12886 SH SHARED 02 12886 D TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 21 2611 SH SHARED 2611 D TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 2 349 SH SHARED 01 349 D TELEFONICA MOVILES S A SPONSORED ADR 87938V10 14 1400 SH SHARED 1400 D TELEFONICA S A SPONSORED ADR 87938220 182 4121 SH SHARED 4121 D TELEFONICA S A SPONSORED ADR 87938220 13650 308914 SH SHARED 01 20280 288634 D TELEFONICA S A SPONSORED ADR 87938220 1704 38583 SH SHR/OTHR 01 38583 D TELEFONICA S A SPONSORED ADR 87938220 61 1397 SH SHARED 02 1397 D TELEFONICA S A SPONSORED ADR 87938220 39 905 SH SHARED 06 905 D TELEFONICA S A SPONSORED ADR 87938220 20508 464100 SH SHARED 10 464100 D TELEFONICA DEL PERU S A SP ADR NEW B 87938420 2 600 SH SHARED 600 D TELEFONOS DE MEXICO S A DBCV 4.250% 6/1 879403AD 41488 36393000 PRN SHARED 36393000 D TELEFONOS DE MEXICO S A DBCV 4.250% 6/1 879403AD 14 13000 PRN SHARED 01 13000 D TELEFONOS DE MEXICO S A DBCV 4.250% 6/1 879403AD 52316 45892000 PRN SHARED 02 45892000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 2801 84820 SH SHARED 61480 23340 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 86128 2607597 SH SHARED 01 2543187 64410 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 39 1200 SH SHR/OTHR 01 1200 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 4850 146848 SH SHARED 02 146848 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 4128 125000 SH SHARED 04 125000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 13318 403231 SH SHARED 05 355756 47475 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 4062 123000 SH SHARED 09 123000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 91514 2770657 SH SHARED 10 2710257 60400 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 28109 851026 SH SHARED 12 851026 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 1945 58900 SH SHARED 14 58900 D TELELESTE CELULAR PART S A SPON ADR PFD 87943B10 5220 376409 SH SHARED 376409 D TELELESTE CELULAR PART S A SPON ADR PFD 87943B10 7609 548656 SH SHARED 01 548656 D TELEPHONE & DATA SYS INC COM 87943310 1420 22713 SH SHARED 22713 D TELEPHONE & DATA SYS INC COM 87943310 3492 55831 SH SHARED 01 53731 2100 D TELEPHONE & DATA SYS INC COM 87943310 1574 25165 SH SHARED 02 25165 D TELEPHONE & DATA SYS INC COM 87943310 365 5850 SH SHARED 10 5850 D TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 55 1719 SH SHARED 1719 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 1554 236249 SH SHARED 233835 2414 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 12664 1924628 SH SHARED 01 1924628 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 4330 658200 SH SHARED 05 585400 72800 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 789 120000 SH SHARED 09 120000 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 5817 884100 SH SHARED 10 884100 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 3162 480600 SH SHARED 12 480600 D TELEWEST COMMUNICATIONS PLC SPON ADR NEW 87956P20 18 2613 SH SHARED 2613 D TELIK INC COM 87959M10 11 500 SH SHARED 500 D TELIK INC COM 87959M10 0 19 SH SHARED 01 19 D TELIK INC COM 87959M10 781 33984 SH SHARED 02 33984 D TELIK INC COM 87959M10 13827 601200 SH SHARED 04 601200 D TELIK INC COM 87959M10 184 8000 SH SHARED 10 8000 D TELIK INC COM 87959M10 193 8400 SH SHARED 14 8400 D TELLABS INC COM 87966410 9262 1101327 SH SHARED 1101327 D TELLABS INC COM 87966410 904 107550 SH SHARED 01 104900 1300 1350 D TELLABS INC COM 87966410 4894 581963 SH SHARED 02 566963 15000 D TELLABS INC COM 87966410 9 1070 SH SHARED 05 1070 D TELLABS INC COM 87966410 57 6890 SH SHARED 06 6890 D TELLABS INC COM 87966410 1387 165030 SH SHARED 10 146797 18233 D TELLABS INC COM 87966410 37 4400 SH SHARED 14 4400 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 118 6500 SH SHARED 6500 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 517 28269 SH SHARED 01 28269 D TELUS CORP NON-VTG SHS 87971M20 23317 1252958 SH SHARED 1252958 D TELUS CORP NON-VTG SHS 87971M20 15 812 SH SHARED 01 812 D TELUS CORP NON-VTG SHS 87971M20 878 47227 SH SHARED 02 47227 D TELUS CORP NON-VTG SHS 87971M20 15 812 SH SHARED 10 812 D TEMPLE INLAND INC COM 87986810 7551 120494 SH SHARED 120494 D TEMPLE INLAND INC COM 87986810 2199 35090 SH SHARED 01 7610 27480 D TEMPLE INLAND INC COM 87986810 547 8730 SH SHR/OTHR 01 8730 D TEMPLE INLAND INC COM 87986810 1298 20724 SH SHARED 02 20724 D TEMPLE INLAND INC COM 87986810 78 1260 SH SHARED 05 1000 260 D TEMPLE INLAND INC COM 87986810 28 450 SH SHARED 06 450 D TEMPLE INLAND INC COM 87986810 5751 91770 SH SHARED 08 91770 D TEMPLE INLAND INC COM 87986810 1352 21583 SH SHARED 10 19166 2417 D TELETECH HOLDINGS INC COM 87993910 248 21990 SH SHARED 21990 D TELETECH HOLDINGS INC COM 87993910 720 63778 SH SHARED 01 63778 D TELETECH HOLDINGS INC COM 87993910 271 24021 SH SHARED 02 24021 D TELETECH HOLDINGS INC COM 87993910 62 5500 SH SHARED 10 5500 D TELESYSTEM INTL WIRELESS INC COM NEW 87994660 2 300 SH SHARED 300 D TEMPLETON DRAGON FD INC COM 88018T10 212 11800 SH SHARED 11800 D TEMPLETON DRAGON FD INC COM 88018T10 345 19183 SH SHR/OTHR 01 19183 D TEMPLETON EMERGING MKTS FD I COM 88019110 173 12000 SH SHR/OTHR 01 12000 D TEMPLETON EMERG MKTS INCOME COM 88019210 1344 100000 SH SHR/OTHR 01 100000 D TEMPLETON GLOBAL INCOME FD I COM 88019810 843 88600 SH SHARED 88600 D TEMPLETON GLOBAL INCOME FD I COM 88019810 168 17700 SH SHARED 01 17700 D TEMPLETON GLOBAL INCOME FD I COM 88019810 47 5000 SH SHR/OTHR 01 5000 D TEMPLETON RUS AND EAST EUR F COM 88022F10 258 8400 SH SHARED 8400 D TENARIS S A SPONSORED ADR 88031M10 8236 247192 SH SHARED 247192 D TENARIS S A SPONSORED ADR 88031M10 11740 352344 SH SHARED 01 352344 D TENARIS S A SPONSORED ADR 88031M10 866 26000 SH SHARED 04 26000 D TENET HEALTHCARE CORP COM 88033G10 7 450 SH SHARED 450 D TENET HEALTHCARE CORP COM 88033G10 125778 7836652 SH SHARED 7820152 16500 D TENET HEALTHCARE CORP COM 88033G10 1069 66651 SH SHARED 01 58201 8450 D TENET HEALTHCARE CORP COM 88033G10 10064 627070 SH SHARED 02 627070 D TENET HEALTHCARE CORP COM 88033G10 86 5419 SH SHARED 05 5419 D TENET HEALTHCARE CORP COM 88033G10 119 7475 SH SHARED 06 6350 1125 D TENET HEALTHCARE CORP COM 88033G10 3179 198125 SH SHARED 10 177676 20449 D TENET HEALTHCARE CORP COM 88033G10 60 3750 SH SHARED 14 3750 D TENNANT CO COM 88034510 4 100 SH SHARED 100 D TENNANT CO COM 88034510 8 200 SH SHARED 01 200 D TENNANT CO COM 88034510 309 7149 SH SHARED 02 7149 D TENNECO AUTOMOTIVE INC COM 88034910 177 26516 SH SHARED 26516 D TENNECO AUTOMOTIVE INC COM 88034910 883 132000 SH SHARED 01 132000 D TENNECO AUTOMOTIVE INC COM 88034910 195 29255 SH SHARED 02 29255 D TENNECO AUTOMOTIVE INC COM 88034910 37 5600 SH SHARED 10 5600 D TERADYNE INC SDCV 3.750%10/1 880770AD 101780 88505000 PRN SHARED 88505000 D TERADYNE INC SDCV 3.750%10/1 880770AD 3186 2771000 PRN SHARED 02 2771000 D TERADYNE INC COM 88077010 10800 424382 SH SHARED 424232 150 D TERADYNE INC COM 88077010 9566 375896 SH SHARED 01 120902 254994 D TERADYNE INC COM 88077010 588 23138 SH SHR/OTHR 01 23138 D TERADYNE INC COM 88077010 1941 76298 SH SHARED 02 69698 6600 D TERADYNE INC COM 88077010 13 515 SH SHARED 05 515 D TERADYNE INC COM 88077010 537 21100 SH SHARED 06 21100 D TERADYNE INC COM 88077010 2264 88997 SH SHARED 10 65618 23379 D TERADYNE INC COM 88077010 3639 143000 SH SHARED 14 143000 D TERAYON COMMUNICATION SYS COM 88077510 777 172738 SH SHARED 172738 D TERAYON COMMUNICATION SYS COM 88077510 154 34362 SH SHARED 01 34362 D TERAYON COMMUNICATION SYS COM 88077510 195 43335 SH SHARED 02 43335 D TEREX CORP NEW COM 88077910 637 22401 SH SHARED 22401 D TEREX CORP NEW COM 88077910 5763 202385 SH SHARED 01 202385 D TEREX CORP NEW COM 88077910 905 31787 SH SHARED 02 31787 D TEREX CORP NEW COM 88077910 146 5150 SH SHARED 10 5150 D TERRA NETWORKS S A SPONSORED ADR 88100W10 127 21638 SH SHARED 21638 D TERRA NETWORKS S A SPONSORED ADR 88100W10 37 6362 SH SHARED 01 6362 D TERRA NETWORKS S A SPONSORED ADR 88100W10 296 50300 SH SHARED 02 50300 D TERREMARK WORLDWIDE INC COM 88144810 6 10000 SH SHARED 01 10000 D TESORO PETE CORP COM 88160910 208 14300 SH SHARED 14300 D TESORO PETE CORP COM 88160910 4426 303800 SH SHARED 01 303800 D TESORO PETE CORP COM 88160910 765 52526 SH SHARED 02 52526 D TESORO PETE CORP COM 88160910 77 5300 SH SHARED 10 5300 D TETRA TECHNOLOGIES INC DEL COM 88162F10 152 6292 SH SHARED 6292 D TETRA TECHNOLOGIES INC DEL COM 88162F10 2121 87509 SH SHARED 02 87509 D TETRA TECH INC NEW COM 88162G10 47 1900 SH SHARED 1900 D TETRA TECH INC NEW COM 88162G10 1192 47950 SH SHARED 01 47950 D TETRA TECH INC NEW COM 88162G10 853 34327 SH SHARED 02 34327 D TETRA TECH INC NEW COM 88162G10 985 39640 SH SHARED 10 39640 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 9068 159914 SH SHARED 159914 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 5434 95830 SH SHARED 01 66530 11300 18000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 119 2100 SH SHR/OTHR 01 2100 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 3550 62614 SH SHARED 02 62614 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1134 20000 SH SHARED 04 20000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 62 1100 SH SHARED 05 1100 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 5625 99200 SH SHARED 06 4200 95000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 5682 100200 SH SHARED 08 100200 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 3659 64530 SH SHARED 10 64530 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 56 1000 SH SHARED 14 1000 D TEVA PHARMACEUTICAL FIN NV NOTE 0.750% 8/1 88163XAB 13400 10000000 PRN SHARED 10000000 D TESMA INTL INC CL A SUB VTG 88190810 2 100 SH SHARED 02 100 D TEXAS GENCO HLDGS INC COM 88244310 265 8167 SH SHARED 8167 D TEXAS GENCO HLDGS INC COM 88244310 12 375 SH SHARED 01 315 60 D TEXAS GENCO HLDGS INC COM 88244310 49 1520 SH SHARED 02 1520 D TEXAS INDS INC COM 88249110 301 8145 SH SHARED 8145 D TEXAS INDS INC COM 88249110 102 2765 SH SHARED 01 2189 576 D TEXAS INDS INC COM 88249110 644 17424 SH SHARED 02 17424 D TEXAS INSTRS INC COM 88250810 619 21072 SH SHARED 20300 772 D TEXAS INSTRS INC COM 88250810 182364 6207112 SH SHARED 6027363 179749 D TEXAS INSTRS INC COM 88250810 179043 6094075 SH SHARED 01 2378309 25700 3690066 D TEXAS INSTRS INC COM 88250810 8546 290901 SH SHR/OTHR 01 17400 273501 D TEXAS INSTRS INC COM 88250810 24536 835131 SH SHARED 02 820472 14659 D TEXAS INSTRS INC COM 88250810 17595 598880 SH SHARED 03 579480 19400 D TEXAS INSTRS INC COM 88250810 15365 523000 SH SHARED 04 523000 D TEXAS INSTRS INC COM 88250810 79148 2693963 SH SHARED 05 2143492 550471 D TEXAS INSTRS INC COM 88250810 12715 432806 SH SHARED 06 176006 256800 D TEXAS INSTRS INC COM 88250810 6210 211370 SH SHARED 07 211370 D TEXAS INSTRS INC COM 88250810 3863 131500 SH SHARED 09 131500 D TEXAS INSTRS INC COM 88250810 65036 2213634 SH SHARED 10 2130446 83188 D TEXAS INSTRS INC COM 88250810 418 14248 SH SHARED 14 14248 D TEXAS PAC LD TR SUB CTF PROP I T 88261010 318 5654 SH SHR/OTHR 01 5654 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 78 2127 SH SHARED 2127 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 4199 113491 SH SHARED 01 113491 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 40 1100 SH SHR/OTHR 01 1100 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 598 16188 SH SHARED 02 16188 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 28 765 SH SHARED 10 765 D THAI FD INC COM 88290410 60 5800 SH SHARED 5800 D TEXTRON INC COM 88320310 5 100 SH SHARED 100 D TEXTRON INC COM 88320310 30210 529448 SH SHARED 437348 92100 D TEXTRON INC COM 88320310 67608 1184868 SH SHARED 01 671156 513712 D TEXTRON INC COM 88320310 503 8820 SH SHR/OTHR 01 8820 D TEXTRON INC COM 88320310 6795 119094 SH SHARED 02 119094 D TEXTRON INC COM 88320310 51 907 SH SHARED 05 907 D TEXTRON INC COM 88320310 62 1100 SH SHARED 06 1100 D TEXTRON INC COM 88320310 6144 107681 SH SHARED 10 101737 5944 D TEXTRON INC COM 88320310 79 1400 SH SHARED 14 1400 D THERAGENICS CORP COM 88337510 5 1001 SH SHARED 1001 D THERAGENICS CORP COM 88337510 0 99 SH SHARED 01 99 D THERAGENICS CORP COM 88337510 109 19948 SH SHARED 02 19948 D THERASENSE INC COM 88338110 2338 115878 SH SHARED 115878 D THERASENSE INC COM 88338110 181 9009 SH SHARED 01 8859 150 D THERASENSE INC COM 88338110 338 16797 SH SHARED 02 16797 D THERMA-WAVE INC COM 88343A10 86 14649 SH SHARED 14649 D THERMA-WAVE INC COM 88343A10 21 3632 SH SHARED 01 3632 D THERMO ELECTRON CORP COM 88355610 9812 389372 SH SHARED 389372 D THERMO ELECTRON CORP COM 88355610 888 35276 SH SHARED 01 29885 5391 D THERMO ELECTRON CORP COM 88355610 140 5569 SH SHR/OTHR 01 5569 D THERMO ELECTRON CORP COM 88355610 1613 64024 SH SHARED 02 64024 D THERMO ELECTRON CORP COM 88355610 14 574 SH SHARED 05 574 D THERMO ELECTRON CORP COM 88355610 40 1600 SH SHARED 06 1600 D THERMO ELECTRON CORP COM 88355610 1628 64612 SH SHARED 10 57457 7155 D THESTREET COM COM 88368Q10 2 500 SH SHARED 500 D THESTREET COM COM 88368Q10 34 8605 SH SHARED 02 8605 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 1 300 SH SHARED 300 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 72 15895 SH SHARED 02 15895 D THOMAS & BETTS CORP COM 88431510 3905 170599 SH SHARED 170599 D THOMAS & BETTS CORP COM 88431510 748 32710 SH SHARED 01 29123 3587 D THOMAS & BETTS CORP COM 88431510 1159 50656 SH SHARED 02 50656 D THOMAS & BETTS CORP COM 88431510 536 23455 SH SHARED 10 20937 2518 D THOMAS INDS INC COM 88442510 24 694 SH SHARED 694 D THOMAS INDS INC COM 88442510 22 650 SH SHARED 01 450 200 D THOMAS INDS INC COM 88442510 237 6859 SH SHARED 02 6859 D THOMSON CORP COM 88490310 31 882 SH SHARED 882 D THOMSON CORP COM 88490310 131 3626 SH SHARED 01 3626 D THOMSON CORP COM 88490310 3653 100781 SH SHARED 02 100781 D THOMSON CORP COM 88490310 47 1300 SH SHARED 06 600 700 D THOMSON CORP COM 88490310 47 1300 SH SHARED 10 1300 D THOMSON SPONSORED ADR 88511810 329 15450 SH SHARED 15450 D THOMSON SPONSORED ADR 88511810 39 1850 SH SHARED 01 1850 D THOR INDS INC COM 88516010 1107 19708 SH SHARED 19708 D THOR INDS INC COM 88516010 18748 333487 SH SHARED 01 321387 2200 9900 D THOR INDS INC COM 88516010 665 11843 SH SHARED 02 11843 D THOR INDS INC COM 88516010 11 200 SH SHARED 05 200 D THOR INDS INC COM 88516010 3316 59000 SH SHARED 10 59000 D THORATEC CORP COM NEW 88517530 491 38029 SH SHARED 38029 D THORATEC CORP COM NEW 88517530 5489 424569 SH SHARED 01 406125 18444 D THORATEC CORP COM NEW 88517530 424 32859 SH SHARED 02 32859 D THORATEC CORP COM NEW 88517530 2786 215500 SH SHARED 10 215500 D THORNBURG MTG INC COM 88521810 897 33000 SH SHARED 01 33000 D THORNBURG MTG INC COM 88521810 280 10294 SH SHARED 02 10294 D 3COM CORP COM 88553510 45 5600 SH SHARED 5600 D 3COM CORP COM 88553510 1761 215631 SH SHARED 215631 D 3COM CORP COM 88553510 1096 134181 SH SHARED 01 133181 1000 D 3COM CORP COM 88553510 42 5174 SH SHR/OTHR 01 5174 D 3COM CORP COM 88553510 941 115202 SH SHARED 02 115202 D 3COM CORP COM 88553510 78 9567 SH SHARED 06 9567 D 3-D SYS CORP DEL COM NEW 88554D20 20 2000 SH SHARED 10 2000 D THREE FIVE SYS INC COM 88554L10 185 35484 SH SHARED 35484 D THREE FIVE SYS INC COM 88554L10 42 8015 SH SHARED 01 8015 D THREE FIVE SYS INC COM 88554L10 74 14127 SH SHARED 02 14127 D 3M CO COM 88579Y10 51 600 SH SHARED 600 D 3M CO COM 88579Y10 246606 2900226 SH SHARED 2686552 213674 D 3M CO COM 88579Y10 227892 2680139 SH SHARED 01 827013 7100 1846026 D 3M CO COM 88579Y10 29017 341256 SH SHR/OTHR 01 29464 311792 D 3M CO COM 88579Y10 33797 397477 SH SHARED 02 397477 D 3M CO COM 88579Y10 92721 1090458 SH SHARED 05 815028 275430 D 3M CO COM 88579Y10 2712 31904 SH SHARED 06 30904 1000 D 3M CO COM 88579Y10 7608 89486 SH SHARED 07 89486 D 3M CO COM 88579Y10 7839 92200 SH SHARED 08 92200 D 3M CO COM 88579Y10 4328 50900 SH SHARED 09 50900 D 3M CO COM 88579Y10 47421 557702 SH SHARED 10 521836 35866 D 3M CO COM 88579Y10 483 5685 SH SHARED 14 5685 D TIBCO SOFTWARE INC COM 88632Q10 44 6639 SH SHARED 6639 D TIBCO SOFTWARE INC COM 88632Q10 12275 1813248 SH SHARED 01 1794048 19200 D TIBCO SOFTWARE INC COM 88632Q10 495 73176 SH SHARED 02 73176 D TIBCO SOFTWARE INC COM 88632Q10 64 9600 SH SHARED 10 9600 D TIDEWATER INC COM 88642310 2197 73530 SH SHARED 73530 D TIDEWATER INC COM 88642310 1186 39702 SH SHARED 01 39702 D TIDEWATER INC COM 88642310 65 2200 SH SHR/OTHR 01 2200 D TIDEWATER INC COM 88642310 1452 48611 SH SHARED 02 48611 D TIER TECHNOLOGIES INC CL B 88650Q10 236 28902 SH SHARED 28902 D TIER TECHNOLOGIES INC CL B 88650Q10 57 7092 SH SHARED 01 7092 D TIER TECHNOLOGIES INC CL B 88650Q10 147 17995 SH SHARED 02 17995 D TIERONE CORP COM 88650R10 31 1368 SH SHARED 1368 D TIERONE CORP COM 88650R10 350 15260 SH SHARED 02 15260 D TIFFANY & CO NEW COM 88654710 9 200 SH SHARED 200 D TIFFANY & CO NEW COM 88654710 15444 341690 SH SHARED 341190 500 D TIFFANY & CO NEW COM 88654710 13696 303023 SH SHARED 01 60776 242247 D TIFFANY & CO NEW COM 88654710 1719 38037 SH SHR/OTHR 01 2700 35337 D TIFFANY & CO NEW COM 88654710 2882 63782 SH SHARED 02 63782 D TIFFANY & CO NEW COM 88654710 43 970 SH SHARED 05 970 D TIFFANY & CO NEW COM 88654710 58 1300 SH SHARED 06 1300 D TIFFANY & CO NEW COM 88654710 9740 215497 SH SHARED 10 209050 6447 D TIFFANY & CO NEW COM 88654710 48 1074 SH SHARED 14 1074 D TIMBERLAND CO CL A 88710010 72 1400 SH SHARED 1400 D TIMBERLAND CO CL A 88710010 743 14280 SH SHARED 14280 D TIMBERLAND CO CL A 88710010 2196 42179 SH SHARED 01 42179 D TIMBERLAND CO CL A 88710010 517 9946 SH SHARED 02 9946 D TIME WARNER INC COM 88731710 1883 104680 SH SHARED 104480 200 D TIME WARNER INC COM 88731710 294098 16347913 SH SHARED 15769973 577940 D TIME WARNER INC COM 88731710 106634 5927449 SH SHARED 01 1458756 39175 4429518 D TIME WARNER INC COM 88731710 7022 390347 SH SHR/OTHR 01 3970 386377 D TIME WARNER INC COM 88731710 39538 2197821 SH SHARED 02 2197821 D TIME WARNER INC COM 88731710 35627 1980410 SH SHARED 03 1787010 193400 D TIME WARNER INC COM 88731710 152110 8455300 SH SHARED 04 8455300 D TIME WARNER INC COM 88731710 119958 6668067 SH SHARED 05 4859078 1808989 D TIME WARNER INC COM 88731710 42114 2341020 SH SHARED 06 1419520 921500 D TIME WARNER INC COM 88731710 5610 311855 SH SHARED 07 311855 D TIME WARNER INC COM 88731710 10883 605000 SH SHARED 08 605000 D TIME WARNER INC COM 88731710 3432 190800 SH SHARED 09 190800 D TIME WARNER INC COM 88731710 71551 3977317 SH SHARED 10 3758132 219185 D TIME WARNER INC COM 88731710 8062 448192 SH SHARED 14 448192 D TIME WARNER TELECOM INC CL A 88731910 1017 100400 SH SHARED 100400 D TIME WARNER TELECOM INC CL A 88731910 49 4900 SH SHARED 01 4900 D TIME WARNER TELECOM INC CL A 88731910 328 32403 SH SHARED 02 32403 D TIME WARNER TELECOM INC CL A 88731910 8797 868490 SH SHARED 10 868490 D TIMKEN CO COM 88738910 212 10600 SH SHARED 10600 D TIMKEN CO COM 88738910 434 21651 SH SHARED 21651 D TIMKEN CO COM 88738910 70 3500 SH SHARED 01 3500 D TIMKEN CO COM 88738910 216 10792 SH SHARED 02 10792 D TITAN CORP COM 88826610 2808 128764 SH SHARED 128764 D TITAN CORP COM 88826610 5687 260775 SH SHARED 01 260775 D TITAN CORP COM 88826610 1531 70215 SH SHARED 02 70215 D TITAN CORP COM 88826610 148 6800 SH SHARED 10 6800 D TITANIUM METALS CORP COM NEW 88833920 16 321 SH SHARED 321 D TIVO INC COM 88870610 3 450 SH SHARED 300 150 D TIVO INC COM 88870610 835 112915 SH SHARED 02 112915 D TOLL BROTHERS INC COM 88947810 166 4200 SH SHARED 4200 D TOLL BROTHERS INC COM 88947810 7747 194867 SH SHARED 194867 D TOLL BROTHERS INC COM 88947810 3042 76525 SH SHARED 01 76525 D TOLL BROTHERS INC COM 88947810 790 19874 SH SHARED 02 19874 D TOLLGRADE COMMUNICATIONS INC COM 88954210 9 543 SH SHARED 543 D TOLLGRADE COMMUNICATIONS INC COM 88954210 1 85 SH SHARED 01 85 D TOLLGRADE COMMUNICATIONS INC COM 88954210 166 9473 SH SHARED 02 9473 D TOMKINS PLC SPONSORED ADR 89003020 2960 154600 SH SHARED 02 154600 D TOMPKINSTRUSTCO INC COM 89011010 4 100 SH SHARED 100 D TOMPKINSTRUSTCO INC COM 89011010 248 5387 SH SHARED 02 5387 D TOO INC COM 89033310 1480 87696 SH SHARED 87696 D TOO INC COM 89033310 271 16093 SH SHARED 01 16093 D TOO INC COM 89033310 432 25612 SH SHARED 02 25612 D TOOTSIE ROLL INDS INC COM 89051610 649 18054 SH SHARED 18054 D TOOTSIE ROLL INDS INC COM 89051610 511 14213 SH SHARED 01 14213 D TOOTSIE ROLL INDS INC COM 89051610 485 13484 SH SHARED 02 13484 D TOPPS INC COM 89078610 62 6100 SH SHARED 6100 D TOPPS INC COM 89078610 46 4500 SH SHARED 4500 D TOPPS INC COM 89078610 211 20642 SH SHARED 02 20642 D TOPPS INC COM 89078610 38 3780 SH SHARED 10 3780 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 58 10161 SH SHARED 10161 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 0 39 SH SHARED 01 39 D TORCHMARK CORP COM 89102710 12762 280243 SH SHARED 280243 D TORCHMARK CORP COM 89102710 1643 36085 SH SHARED 01 19987 16098 D TORCHMARK CORP COM 89102710 1790 39324 SH SHARED 02 39324 D TORCHMARK CORP COM 89102710 16 370 SH SHARED 05 370 D TORCHMARK CORP COM 89102710 3674 80694 SH SHARED 10 75558 5136 D TORCHMARK CORP COM 89102710 72 1600 SH SHARED 14 1600 D TORO CO COM 89109210 74 1600 SH SHARED 1600 D TORO CO COM 89109210 124 2685 SH SHARED 2685 D TORO CO COM 89109210 8793 189515 SH SHARED 01 189515 D TORO CO COM 89109210 779 16809 SH SHARED 02 16809 D TORO CO COM 89109210 251 5420 SH SHARED 10 5420 D TORONTO DOMINION BK ONT COM NEW 89116050 843 25240 SH SHARED 25240 D TORONTO DOMINION BK ONT COM NEW 89116050 151 4544 SH SHARED 01 3544 1000 D TORONTO DOMINION BK ONT COM NEW 89116050 31 928 SH SHARED 02 928 D TORONTO DOMINION BK ONT COM NEW 89116050 1072 32100 SH SHARED 05 32100 D TORONTO DOMINION BK ONT COM NEW 89116050 170 5107 SH SHARED 14 5107 D TOTAL ENTMT RESTAURANT CORP COM 89150E10 0 21 SH SHARED 02 21 D TOTAL S A SPONSORED ADR 89151E10 38 417 SH SHARED 417 D TOTAL S A SPONSORED ADR 89151E10 8699 94040 SH SHARED 01 569 93471 D TOTAL S A SPONSORED ADR 89151E10 27 300 SH SHR/OTHR 01 300 D TOTAL S A SPONSORED ADR 89151E10 1089 11774 SH SHARED 02 11774 D TOWER AUTOMOTIVE INC NOTE 5.000% 8/0 891707AE 19568 19375000 PRN SHARED 19375000 D TOWER AUTOMOTIVE INC COM 89170710 770 112833 SH SHARED 112833 D TOWER AUTOMOTIVE INC COM 89170710 81 11875 SH SHARED 01 11875 D TOWER AUTOMOTIVE INC COM 89170710 283 41446 SH SHARED 02 41446 D TOTAL SYS SVCS INC COM 89190610 1410 45300 SH SHARED 01 45300 D TOTAL SYS SVCS INC COM 89190610 117 3769 SH SHARED 02 3769 D TOWN & CTRY TR SH BEN INT 89208110 10 400 SH SHARED 400 D TOWN & CTRY TR SH BEN INT 89208110 2 100 SH SHARED 01 100 D TOWN & CTRY TR SH BEN INT 89208110 380 15000 SH SHR/OTHR 01 15000 D TOWN & CTRY TR SH BEN INT 89208110 247 9773 SH SHARED 02 9773 D TOWN & CTRY TR SH BEN INT 89208110 6717 265000 SH SHARED 10 265000 D TOWN & CTRY TR SH BEN INT 89208110 15397 607400 SH SHARED 11 607400 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 1248 18159 SH SHARED 18159 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 1085 15783 SH SHARED 01 1382 14401 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 0 12 SH SHR/OTHR 01 12 D TOYS R US INC COM 89233510 9835 778148 SH SHARED 777548 600 D TOYS R US INC COM 89233510 815 64501 SH SHARED 01 64501 D TOYS R US INC COM 89233510 53 4250 SH SHR/OTHR 01 4250 D TOYS R US INC COM 89233510 3118 246692 SH SHARED 02 246692 D TOYS R US INC COM 89233510 7 558 SH SHARED 05 558 D TOYS R US INC COM 89233510 23 1850 SH SHARED 06 1850 D TOYS R US INC COM 89233510 1073 84937 SH SHARED 10 75568 9369 D TPG N V SPONSORED ADR 89233910 124 5287 SH SHARED 5287 D TPG N V SPONSORED ADR 89233910 598 25379 SH SHARED 01 1013 24366 D TPG N V SPONSORED ADR 89233910 1488 63100 SH SHARED 02 63100 D TRACTOR SUPPLY CO COM 89235610 276 7079 SH SHARED 7079 D TRACTOR SUPPLY CO COM 89235610 773 19824 SH SHARED 01 19824 D TRACTOR SUPPLY CO COM 89235610 771 19775 SH SHARED 02 19775 D TRADESTATION GROUP INC COM 89267P10 1 200 SH SHARED 200 D TRADESTATION GROUP INC COM 89267P10 6078 686020 SH SHARED 01 641800 44220 D TRADESTATION GROUP INC COM 89267P10 101 11445 SH SHARED 02 11445 D TRADESTATION GROUP INC COM 89267P10 326 36900 SH SHARED 05 36900 D TRADESTATION GROUP INC COM 89267P10 81 9200 SH SHARED 10 9200 D TRAMMELL CROW CO COM 89288R10 46 3505 SH SHARED 3505 D TRAMMELL CROW CO COM 89288R10 9 695 SH SHARED 01 695 D TRAMMELL CROW CO COM 89288R10 272 20530 SH SHARED 02 20530 D TRANS WORLD ENTMT CORP COM 89336Q10 2 400 SH SHARED 400 D TRANS WORLD ENTMT CORP COM 89336Q10 61 8703 SH SHARED 02 8703 D TRANSACTION SYS ARCHITECTS CL A 89341610 550 24700 SH SHARED 24700 D TRANSACTION SYS ARCHITECTS CL A 89341610 3734 167700 SH SHARED 01 167700 D TRANSACTION SYS ARCHITECTS CL A 89341610 861 38702 SH SHARED 02 38702 D TRANSACTION SYS ARCHITECTS CL A 89341610 102 4600 SH SHARED 10 4600 D TRANSALTA CORP COM 89346D10 123 8701 SH SHARED 01 8701 D TRANSALTA CORP COM 89346D10 1156 81359 SH SHARED 02 81359 D TRANSALTA CORP COM 89346D10 11376 800000 SH SHARED 04 800000 D TRANSALTA CORP COM 89346D10 46 3300 SH SHARED 10 3300 D TRANSALTA CORP COM 89346D10 25 1800 SH SHARED 14 1800 D TRANSATLANTIC HLDGS INC COM 89352110 11041 136653 SH SHARED 01 4925 131728 D TRANSATLANTIC HLDGS INC COM 89352110 723 8950 SH SHR/OTHR 01 8950 D TRANSATLANTIC HLDGS INC COM 89352110 164 2038 SH SHARED 02 2038 D TRANSATLANTIC HLDGS INC COM 89352110 4019 49750 SH SHARED 10 49750 D TRANSATLANTIC HLDGS INC COM 89352110 56 700 SH SHARED 14 700 D TRANSCANADA CORP COM 89353D10 87 4060 SH SHARED 4060 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 2467 114704 SH SHARED 02 114704 D TRANSCANADA CORP COM 89353D10 473 22000 SH SHARED 05 22000 D TRANSCANADA CORP COM 89353D10 348 16200 SH SHARED 06 15000 1200 D TRANSCANADA CORP COM 89353D10 180 8400 SH SHARED 10 8400 D TRANSCONTINENTAL RLTY INVS COM NEW 89361720 5 300 SH SHARED 300 D TRANSCONTINENTAL RLTY INVS COM NEW 89361720 16 1004 SH SHARED 02 1004 D TRANSGENOMIC INC COM 89365K20 24 12000 SH SHARED 02 12000 D TRANSKARYOTIC THERAPIES INC COM 89373510 289 18563 SH SHARED 18563 D TRANSKARYOTIC THERAPIES INC COM 89373510 4 282 SH SHARED 01 282 D TRANSKARYOTIC THERAPIES INC COM 89373510 436 27933 SH SHARED 02 27933 D TRANSKARYOTIC THERAPIES INC COM 89373510 38597 2472600 SH SHARED 04 2472600 D TRANSKARYOTIC THERAPIES INC COM 89373510 39 2500 SH SHARED 10 2500 D TRANSKARYOTIC THERAPIES INC COM 89373510 171 11000 SH SHARED 14 11000 D TRANSMETA CORP DEL COM 89376R10 177 52244 SH SHARED 52244 D TRANSMETA CORP DEL COM 89376R10 11 3376 SH SHARED 01 3376 D TRANSMETA CORP DEL COM 89376R10 1219 358815 SH SHARED 02 358815 D TRANSOCEAN SEDCO FOREX INC DBCV 5/2 893830AA 5873 9773000 PRN SHARED 9773000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 87750 90000000 PRN SHARED 90000000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 9750 10000000 PRN SHARED 02 10000000 D TRANSPORT CORP OF AMER INC COM 89385P10 43 6000 SH SHARED 01 6000 D TRANSPORTADORA DE GAS SUR SPON ADR B 89387020 4472 951533 SH SHARED 951533 D TRANSPORTADORA DE GAS SUR SPON ADR B 89387020 6518 1386956 SH SHARED 01 1386956 D TRANSMONTAIGNE INC COM 89393410 3 500 SH SHARED 500 D TRANSMONTAIGNE INC COM 89393410 73 11336 SH SHARED 02 11336 D TRANSWITCH CORP COM 89406510 335 145918 SH SHARED 145918 D TRANSWITCH CORP COM 89406510 41 18182 SH SHARED 01 18182 D TRANSWITCH CORP COM 89406510 7 3140 SH SHARED 02 3140 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 3734 222563 SH SHARED 205618 16945 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 694 41397 SH SHARED 01 38607 2790 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 73 4364 SH SHR/OTHR 01 437 3927 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 191 11392 SH SHARED 03 11392 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 31 1851 SH SHARED 05 1851 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 94 5606 SH SHARED 06 5352 254 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 93 5600 SH SHARED 07 5600 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 345 20570 SH SHARED 10 20570 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 66 3937 SH SHARED 14 3937 D TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G30 7031 287000 SH SHARED 287000 D TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G30 784 32000 SH SHARED 01 32000 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 46360 2731902 SH SHARED 2715819 16083 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 2061 121474 SH SHARED 01 115804 5670 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 153 9040 SH SHR/OTHR 01 888 8152 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 8523 502291 SH SHARED 02 502291 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 144 8521 SH SHARED 03 8521 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 143 8453 SH SHARED 05 8453 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 225 13306 SH SHARED 06 12783 523 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 6773 399118 SH SHARED 10 354675 44443 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 61 3621 SH SHARED 14 3621 D TREDEGAR CORP COM 89465010 7 500 SH SHARED 500 D TREDEGAR CORP COM 89465010 1344 86586 SH SHARED 01 86586 D TREDEGAR CORP COM 89465010 319 20571 SH SHARED 02 20571 D TREDEGAR CORP COM 89465010 72 4700 SH SHARED 10 4700 D TREX INC COM 89531P10 1429 37650 SH SHARED 37650 D TREX INC COM 89531P10 339 8935 SH SHARED 8935 D TREX INC COM 89531P10 88 2335 SH SHARED 01 2265 70 D TREX INC COM 89531P10 190 5019 SH SHARED 02 5019 D TRI CONTL CORP COM 89543610 257 15700 SH SHARED 15700 D TRI CONTL CORP COM 89543610 16 1004 SH SHARED 01 1004 D TRI CONTL CORP COM 89543610 260 15896 SH SHR/OTHR 01 15896 D TRIAD HOSPITALS INC COM 89579K10 3125 93930 SH SHARED 93930 D TRIAD HOSPITALS INC COM 89579K10 1109 33356 SH SHARED 01 33259 97 D TRIAD HOSPITALS INC COM 89579K10 4 126 SH SHR/OTHR 01 126 D TRIAD HOSPITALS INC COM 89579K10 797 23972 SH SHARED 02 23972 D TRIAD GTY INC COM 89592510 11 220 SH SHARED 220 D TRIAD GTY INC COM 89592510 3297 65500 SH SHARED 01 60400 3000 2100 D TRIAD GTY INC COM 89592510 256 5094 SH SHARED 02 5094 D TRIAD GTY INC COM 89592510 353 7024 SH SHARED 10 7024 D TRIARC COS INC CL A 89592710 6 549 SH SHARED 549 D TRIARC COS INC CL A 89592710 27 2310 SH SHARED 01 2310 D TRIARC COS INC CL A 89592710 113 9600 SH SHARED 02 9600 D TRIARC COS INC CL B SER 1 89592730 7 700 SH SHARED 700 D TRIARC COS INC CL B SER 1 89592730 49 4620 SH SHARED 01 4620 D TRIARC COS INC CL B SER 1 89592730 431 40010 SH SHARED 02 40010 D TRIBUNE CO NEW COM 89604710 10 200 SH SHARED 200 D TRIBUNE CO NEW COM 89604710 63018 1221283 SH SHARED 1221283 D TRIBUNE CO NEW COM 89604710 83112 1610712 SH SHARED 01 137629 1473083 D TRIBUNE CO NEW COM 89604710 2986 57882 SH SHR/OTHR 01 1790 56092 D TRIBUNE CO NEW COM 89604710 4966 96250 SH SHARED 02 96250 D TRIBUNE CO NEW COM 89604710 3096 60000 SH SHARED 04 60000 D TRIBUNE CO NEW COM 89604710 71 1376 SH SHARED 05 1376 D TRIBUNE CO NEW COM 89604710 621 12050 SH SHARED 06 11650 400 D TRIBUNE CO NEW COM 89604710 6365 123357 SH SHARED 10 109551 13806 D TRIBUNE CO NEW COM 89604710 87 1700 SH SHARED 14 1700 D TRICO BANCSHARES COM 89609510 6 200 SH SHARED 200 D TRICO BANCSHARES COM 89609510 114 3634 SH SHARED 02 3634 D TRICO MARINE SERVICES INC COM 89610610 290 162343 SH SHARED 162343 D TRICO MARINE SERVICES INC COM 89610610 42 23918 SH SHARED 01 23918 D TRICO MARINE SERVICES INC COM 89610610 649 362584 SH SHARED 02 362584 D TRICOM SA SPON ADR REP A 89612A10 0 500 SH SHARED 500 D TRIKON TECHNOLOGIES INC COM NEW 89618740 250 44078 SH SHARED 44078 D TRIKON TECHNOLOGIES INC COM NEW 89618740 55 9822 SH SHARED 01 9822 D TRIMBLE NAVIGATION LTD COM 89623910 235 6330 SH SHARED 6330 D TRIMBLE NAVIGATION LTD COM 89623910 18 500 SH SHARED 01 500 D TRIMBLE NAVIGATION LTD COM 89623910 812 21824 SH SHARED 02 21824 D TRIMBLE NAVIGATION LTD COM 89623910 40 1100 SH SHARED 10 1100 D TRIMERIS INC COM 89626310 342 16345 SH SHARED 16345 D TRIMERIS INC COM 89626310 80 3855 SH SHARED 01 3855 D TRIMERIS INC COM 89626310 919 43926 SH SHARED 02 43926 D TRIMERIS INC COM 89626310 554 26500 SH SHARED 04 26500 D TRIMERIS INC COM 89626310 14 700 SH SHARED 14 700 D TRINITY BIOTECH PLC SPONSORED ADR 89643810 78 14150 SH SHARED 14150 D TRINITY BIOTECH PLC SPONSORED ADR 89643810 20 3600 SH SHARED 01 3600 D TRINITY INDS INC COM 89652210 67 2200 SH SHARED 2200 D TRINITY INDS INC COM 89652210 744 24153 SH SHARED 24153 D TRINITY INDS INC COM 89652210 519 16840 SH SHARED 01 13000 3840 D TRINITY INDS INC COM 89652210 1023 33191 SH SHARED 02 33191 D TRINTECH GROUP PLC SPONS ADR NEW 89668220 39 8010 SH SHARED 8010 D TRIPATH TECHNOLOGY INC COM 89672P10 215 30800 SH SHARED 30800 D TRIPATH TECHNOLOGY INC COM 89672P10 20 3000 SH SHARED 01 3000 D TRIQUINT SEMICONDUCTOR INC NOTE 4.000% 3/0 89674KAB 1920 2000000 PRN SHARED 2000000 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 1145 162087 SH SHARED 162087 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 402 56943 SH SHARED 01 56943 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 1292 182781 SH SHARED 02 182781 D TRITON PCS HLDGS INC CL A 89677M10 2 400 SH SHARED 400 D TRITON PCS HLDGS INC CL A 89677M10 309 55500 SH SHARED 01 55500 D TRITON PCS HLDGS INC CL A 89677M10 84 15089 SH SHARED 02 15089 D TRIUMPH GROUP INC NEW COM 89681810 118 3259 SH SHARED 3259 D TRIUMPH GROUP INC NEW COM 89681810 35 980 SH SHARED 01 980 D TRIUMPH GROUP INC NEW COM 89681810 51 1423 SH SHR/OTHR 01 1423 D TRIUMPH GROUP INC NEW COM 89681810 363 9981 SH SHARED 02 9981 D TRIUMPH GROUP INC NEW COM 89681810 10 300 SH SHARED 10 300 D TRIZEC PROPERTIES INC COM 89687P10 291 18921 SH SHARED 18921 D TRIZEC PROPERTIES INC COM 89687P10 120 7850 SH SHARED 02 7850 D TRIZEC PROPERTIES INC COM 89687P10 1855 120500 SH SHARED 11 120500 D TRIZETTO GROUP INC COM 89688210 35 5428 SH SHARED 5428 D TRIZETTO GROUP INC COM 89688210 7 1172 SH SHARED 01 1172 D TRIZETTO GROUP INC COM 89688210 136 21232 SH SHARED 02 21232 D TRIPATH IMAGING INC COM 89694210 228 29289 SH SHARED 29289 D TRIPATH IMAGING INC COM 89694210 56 7238 SH SHARED 01 7238 D TRIPATH IMAGING INC COM 89694210 115 14752 SH SHARED 02 14752 D TROY FINL CORP COM 89732910 153 4408 SH SHARED 02 4408 D TRUST CO NJ JERSEY CITY NEW COM 89830410 11 300 SH SHARED 300 D TRUST CO NJ JERSEY CITY NEW COM 89830410 17 432 SH SHARED 01 432 D TRUST CO NJ JERSEY CITY NEW COM 89830410 485 12239 SH SHARED 02 12239 D TRUST CO NJ JERSEY CITY NEW COM 89830410 21 540 SH SHARED 10 540 D TRUSTCO BK CORP N Y COM 89834910 136 10344 SH SHARED 10344 D TRUSTCO BK CORP N Y COM 89834910 157 11944 SH SHARED 01 11944 D TRUSTCO BK CORP N Y COM 89834910 650 49454 SH SHARED 02 49454 D TRUSTCO BK CORP N Y COM 89834910 38 2900 SH SHARED 10 2900 D TRUSTMARK CORP COM 89840210 127 4351 SH SHARED 4351 D TRUSTMARK CORP COM 89840210 89 3055 SH SHARED 01 3055 D TRUSTMARK CORP COM 89840210 192 6580 SH SHARED 02 6580 D TUESDAY MORNING CORP COM NEW 89903550 323 10681 SH SHARED 10681 D TUESDAY MORNING CORP COM NEW 89903550 5036 166500 SH SHARED 01 74600 91900 D TUESDAY MORNING CORP COM NEW 89903550 277 9179 SH SHARED 02 9179 D TUESDAY MORNING CORP COM NEW 89903550 87 2900 SH SHARED 10 2900 D TULARIK INC COM 89916510 269 16718 SH SHARED 16718 D TULARIK INC COM 89916510 862 53521 SH SHARED 02 53521 D TULARIK INC COM 89916510 17675 1096500 SH SHARED 04 1096500 D TULARIK INC COM 89916510 257 16000 SH SHARED 10 16000 D TULARIK INC COM 89916510 190 11800 SH SHARED 14 11800 D TUMBLEWEED COMMUNICATIONS CO COM 89969010 167 19943 SH SHARED 19943 D TUPPERWARE CORP COM 89989610 20790 1199011 SH SHARED 1199011 D TUPPERWARE CORP COM 89989610 174 10044 SH SHARED 01 10044 D TUPPERWARE CORP COM 89989610 859 49561 SH SHARED 02 49561 D TUPPERWARE CORP COM 89989610 400 23085 SH SHARED 10 20466 2619 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 62 2370 SH SHARED 2151 219 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 13 500 SH SHR/OTHR 01 500 D TV AZTECA S A DE C V SPONSORED ADR 90114510 8257 907440 SH SHARED 907440 D TWEETER HOME ENTMT GROUP INC COM 90116710 1 200 SH SHARED 200 D TWEETER HOME ENTMT GROUP INC COM 90116710 125 13227 SH SHARED 02 13227 D 21ST CENTY INS GROUP COM 90130N10 5 400 SH SHARED 400 D 21ST CENTY INS GROUP COM 90130N10 15 1100 SH SHARED 01 1100 D 21ST CENTY INS GROUP COM 90130N10 210 15284 SH SHARED 02 15284 D 24/7 REAL MEDIA INC COM 90131410 32 24200 SH SHARED 24200 D II VI INC COM 90210410 9 370 SH SHARED 370 D II VI INC COM 90210410 518 20100 SH SHARED 01 20100 D II VI INC COM 90210410 188 7308 SH SHARED 02 7308 D II VI INC COM 90210410 126 4900 SH SHARED 10 4900 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 291214213032000 PRN SHARED 213032000 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 2.750% 1/1 902118BF 87194 68334000 PRN SHARED 68334000 D TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF 8463 6633000 PRN SHARED 02 6633000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 119612 87500000 PRN SHARED 87500000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 8 6500 PRN SHARED 01 6500 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 17534 12827000 PRN SHARED 02 12827000 D TYCO INTL LTD NEW NOTE 11/1 902124AC 20139 26054000 PRN SHARED 26054000 D TYCO INTL LTD NEW COM 90212410 1950 73600 SH SHARED 73600 D TYCO INTL LTD NEW COM 90212410 301430 11374728 SH SHARED 11251148 123580 D TYCO INTL LTD NEW COM 90212410 35198 1328259 SH SHARED 01 305239 1023020 D TYCO INTL LTD NEW COM 90212410 209 7900 SH SHR/OTHR 01 7900 D TYCO INTL LTD NEW COM 90212410 16637 627831 SH SHARED 02 627831 D TYCO INTL LTD NEW COM 90212410 44249 1669800 SH SHARED 03 1548500 121300 D TYCO INTL LTD NEW COM 90212410 96815 3653400 SH SHARED 04 3653400 D TYCO INTL LTD NEW COM 90212410 55656 2100237 SH SHARED 05 1378340 721897 D TYCO INTL LTD NEW COM 90212410 30630 1155850 SH SHARED 06 450650 705200 D TYCO INTL LTD NEW COM 90212410 1886 71200 SH SHARED 07 71200 D TYCO INTL LTD NEW COM 90212410 14412 543870 SH SHARED 08 543870 D TYCO INTL LTD NEW COM 90212410 164736 6216455 SH SHARED 10 6128277 88178 D TYCO INTL LTD NEW COM 90212410 3558 134284 SH SHARED 14 134284 D TYLER TECHNOLOGIES INC COM 90225210 55 5800 SH SHARED 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SH SHARED 01 1676 D UNITED BANKSHARES INC WEST V COM 90990710 117 3760 SH SHARED 02 3760 D UNITED CAPITAL CORP COM 90991210 2 100 SH SHARED 100 D UNITED CAPITAL CORP COM 90991210 41 2012 SH SHARED 02 2012 D UNITED DEFENSE INDS INC COM 91018B10 751 23565 SH SHARED 23565 D UNITED DEFENSE INDS INC COM 91018B10 1790 56159 SH SHARED 01 56159 D UNITED DEFENSE INDS INC COM 91018B10 76 2402 SH SHARED 02 2402 D UNITED DOMINION REALTY TR IN COM 91019710 606 31585 SH SHARED 31585 D UNITED DOMINION REALTY TR IN COM 91019710 1052 54815 SH SHARED 01 54815 D UNITED DOMINION REALTY TR IN COM 91019710 741 38622 SH SHARED 02 38622 D UNITED DOMINION REALTY TR IN COM 91019710 130765 6810681 SH SHARED 11 6810681 D UNITED FIRE & CAS CO COM 91033110 12 300 SH SHARED 300 D UNITED FIRE & CAS CO COM 91033110 64 1600 SH SHARED 01 1600 D UNITED FIRE & CAS CO COM 91033110 194 4808 SH SHARED 02 4808 D UNITED FIRE & CAS CO COM 91033110 65 1620 SH SHARED 10 1620 D UNITED INDL CORP COM 91067110 5 300 SH SHARED 300 D 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UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 9 300 SH SHARED 300 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 219 7308 SH SHARED 02 7308 D UNIVERSAL HLTH SVCS INC DBCV 0.426% 6/2 913903AL 240 365000 PRN SHARED 02 365000 D UNIVERSAL HLTH SVCS INC CL B 91390310 80 1500 SH SHARED 1500 D UNIVERSAL HLTH SVCS INC CL B 91390310 1074 19998 SH SHARED 19998 D UNIVERSAL HLTH SVCS INC CL B 91390310 1606 29900 SH SHARED 01 26400 3500 D UNIVERSAL HLTH SVCS INC CL B 91390310 1885 35100 SH SHARED 02 35100 D UNIVERSAL HLTH SVCS INC CL B 91390310 6462 120300 SH SHARED 04 120300 D UNIVERSAL HLTH SVCS INC CL B 91390310 585 10890 SH SHARED 10 10890 D UNIVISION COMMUNICATIONS INC CL A 91490610 33468 843241 SH SHARED 843241 D UNIVISION COMMUNICATIONS INC CL A 91490610 2945 74223 SH SHARED 01 65170 9053 D UNIVISION COMMUNICATIONS INC CL A 91490610 25 649 SH SHR/OTHR 01 649 D UNIVISION COMMUNICATIONS INC CL A 91490610 6135 154577 SH SHARED 02 154577 D UNIVISION COMMUNICATIONS INC CL A 91490610 62 1569 SH SHARED 05 1569 D UNIVISION COMMUNICATIONS INC CL A 91490610 3528 88900 SH SHARED 06 88900 D UNIVISION COMMUNICATIONS INC CL A 91490610 13134 330930 SH SHARED 10 316620 14310 D UNIVISION COMMUNICATIONS INC CL A 91490610 54 1379 SH SHARED 14 1379 D UNIZAN FINANCIAL CORP COM 91528W10 10 500 SH SHARED 500 D UNIZAN FINANCIAL CORP COM 91528W10 292 14436 SH SHARED 02 14436 D UNOCAL CORP COM 91528910 11 300 SH SHARED 300 D UNOCAL CORP COM 91528910 27554 748160 SH SHARED 739769 8391 D UNOCAL CORP COM 91528910 48555 1318366 SH SHARED 01 1307302 11064 D UNOCAL CORP COM 91528910 64 1740 SH SHR/OTHR 01 1740 D UNOCAL CORP COM 91528910 3260 88536 SH SHARED 02 88536 D UNOCAL CORP COM 91528910 30 824 SH SHARED 05 824 D UNOCAL CORP COM 91528910 950 25800 SH SHARED 06 25000 800 D UNOCAL CORP COM 91528910 15971 433666 SH SHARED 10 422178 11488 D UNOCAL CORP COM 91528910 1958 53185 SH SHARED 14 53185 D UNOVA INC COM 91529B10 18 800 SH SHARED 800 D UNOVA INC COM 91529B10 3353 146101 SH SHARED 01 146101 D UNOVA INC COM 91529B10 723 31519 SH SHARED 02 31519 D UNOVA INC COM 91529B10 732 31930 SH SHARED 10 31930 D UNUMPROVIDENT CORP COM 91529Y10 10801 684912 SH SHARED 684912 D UNUMPROVIDENT CORP COM 91529Y10 2088 132442 SH SHARED 01 117000 15442 D UNUMPROVIDENT CORP COM 91529Y10 7 500 SH SHR/OTHR 01 500 D UNUMPROVIDENT CORP COM 91529Y10 2411 152946 SH SHARED 02 152946 D UNUMPROVIDENT CORP COM 91529Y10 35 2278 SH SHARED 05 2278 D UNUMPROVIDENT CORP COM 91529Y10 30 1950 SH SHARED 06 1950 D UNUMPROVIDENT CORP COM 91529Y10 1853 117532 SH SHARED 10 104437 13095 D UNUMPROVIDENT CORP COM 91529Y10 34 2200 SH SHARED 14 2200 D UPM KYMMENE CORP SPONSORED ADR 91543610 1437 74651 SH SHARED 74651 D UPM KYMMENE CORP SPONSORED ADR 91543610 277 14397 SH SHARED 01 14267 130 D UPM KYMMENE CORP SPONSORED ADR 91543610 469 24400 SH SHARED 02 24400 D URBAN OUTFITTERS INC COM 91704710 7 200 SH SHARED 200 D URBAN OUTFITTERS INC COM 91704710 837 22598 SH SHARED 02 22598 D URSTADT BIDDLE PPTYS INS CL A 91728620 2 200 SH SHARED 200 D URSTADT BIDDLE PPTYS INS CL A 91728620 56 4000 SH SHARED 01 4000 D URSTADT BIDDLE PPTYS INS CL A 91728620 195 13821 SH SHARED 02 13821 D USF CORP COM 91729Q10 268 7862 SH SHARED 7862 D USF CORP COM 91729Q10 16790 491100 SH SHARED 01 474500 16600 D USF CORP COM 91729Q10 742 21718 SH SHARED 02 21718 D USF CORP COM 91729Q10 10 300 SH SHARED 05 300 D USF CORP COM 91729Q10 3435 100486 SH SHARED 10 100486 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 2268 28935 SH SHARED 28935 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 5 65 SH SHARED 01 65 D UTSTARCOM INC COM 91807610 1343 36254 SH SHARED 36254 D UTSTARCOM INC COM 91807610 866 23365 SH SHARED 01 22815 300 250 D UTSTARCOM INC COM 91807610 1319 35596 SH SHARED 02 35596 D UTSTARCOM INC COM 91807610 418 11300 SH SHARED 06 11300 D UTSTARCOM INC COM 91807610 18 500 SH SHARED 14 500 D VA SOFTWARE CORP COM 91819B10 88 22692 SH SHARED 22442 250 D VCA ANTECH INC COM 91819410 58 1900 SH SHARED 1900 D VCA ANTECH INC COM 91819410 3968 128100 SH SHARED 01 128100 D VCA ANTECH INC COM 91819410 632 20418 SH SHARED 02 20418 D VCA ANTECH INC COM 91819410 111 3600 SH SHARED 10 3600 D V F CORP COM 91820410 10454 241777 SH SHARED 241777 D V F CORP COM 91820410 670 15500 SH SHARED 01 12100 3400 D V F CORP COM 91820410 1523 35240 SH SHARED 02 35240 D V F CORP COM 91820410 40 933 SH SHARED 05 933 D V F CORP COM 91820410 34 800 SH SHARED 06 800 D V F CORP COM 91820410 1862 43062 SH SHARED 10 38328 4734 D V F CORP COM 91820410 64 1500 SH SHARED 14 1500 D VYYO INC COM NEW 91845820 0 10 SH SHARED 10 D VAIL RESORTS INC COM 91879Q10 3 200 SH SHARED 200 D VAIL RESORTS INC COM 91879Q10 328 19300 SH SHARED 01 19300 D VAIL RESORTS INC COM 91879Q10 209 12338 SH SHARED 02 12338 D VALASSIS COMMUNICATIONS INC COM 91886610 1022 34849 SH SHARED 34849 D VALASSIS COMMUNICATIONS INC COM 91886610 1143 38975 SH SHARED 01 38925 50 D VALASSIS COMMUNICATIONS INC COM 91886610 458 15626 SH SHARED 02 15626 D VALASSIS COMMUNICATIONS INC COM 91886610 818 27900 SH SHARED 06 27900 D VALHI INC NEW COM 91890510 10 700 SH SHARED 700 D VALHI INC NEW COM 91890510 265 17765 SH SHARED 02 17765 D VALENCE TECHNOLOGY INC COM 91891410 38 9800 SH SHARED 9800 D VALENCE TECHNOLOGY INC COM 91891410 129 32870 SH SHARED 02 32870 D VALEANT PHARMACEUTICALS INTL COM 91911X10 903 35920 SH SHARED 35920 D VALEANT PHARMACEUTICALS INTL COM 91911X10 2559 101784 SH SHARED 01 90384 11400 D VALEANT PHARMACEUTICALS INTL COM 91911X10 1156 45989 SH SHARED 02 45989 D VALEANT PHARMACEUTICALS INTL COM 91911X10 29 1190 SH SHARED 06 1190 D VALEANT PHARMACEUTICALS INTL COM 91911X10 311 12400 SH SHARED 10 12400 D VALENTIS INC COM NEW 91913E30 0 23 SH SHARED 23 D VALERO L P COM UT LTD PRT 91913W10 81 1635 SH SHARED 1635 D VALERO L P COM UT LTD PRT 91913W10 11 230 SH SHARED 01 230 D VALERO L P COM UT LTD PRT 91913W10 69 1400 SH SHR/OTHR 01 1400 D VALERO ENERGY CORP NEW COM 91913Y10 213 4600 SH SHARED 4600 D VALERO ENERGY CORP NEW COM 91913Y10 5259 113505 SH SHARED 113505 D VALERO ENERGY CORP NEW COM 91913Y10 2678 57797 SH SHARED 01 57097 700 D VALERO ENERGY CORP NEW COM 91913Y10 2164 46708 SH SHARED 02 46708 D VALERO ENERGY CORP NEW COM 91913Y10 685 14800 SH SHARED 05 9300 5500 D VALERO ENERGY CORP NEW COM 91913Y10 118 2562 SH SHARED 06 2562 D VALLEY NATL BANCORP COM 91979410 984 33700 SH SHARED 33700 D VALLEY NATL BANCORP COM 91979410 274 9410 SH SHARED 01 4248 5162 D VALLEY NATL BANCORP COM 91979410 478 16400 SH SHARED 02 16400 D VALMONT INDS INC COM 92025310 12 561 SH SHARED 561 D VALMONT INDS INC COM 92025310 24 1039 SH SHARED 01 1039 D VALMONT INDS INC COM 92025310 230 9977 SH SHARED 02 9977 D VALMONT INDS INC COM 92025310 20 900 SH SHARED 10 900 D VALSPAR CORP COM 92035510 1845 37340 SH SHARED 37340 D VALSPAR CORP COM 92035510 1692 34255 SH SHARED 01 34255 D VALSPAR CORP COM 92035510 797 16136 SH SHARED 02 16136 D VALUE LINE INC COM 92043710 4 100 SH SHARED 100 D VALUE LINE INC COM 92043710 34 700 SH SHARED 01 700 D VALUE LINE INC COM 92043710 39 800 SH SHARED 02 800 D VALUECLICK INC COM 92046N10 410 45212 SH SHARED 45212 D VALUECLICK INC COM 92046N10 10466 1153943 SH SHARED 01 679803 474140 D VALUECLICK INC COM 92046N10 397 43823 SH SHARED 02 43823 D VALUECLICK INC COM 92046N10 907 100000 SH SHARED 04 100000 D VALUECLICK INC COM 92046N10 682 75300 SH SHARED 05 75300 D VALUEVISION MEDIA INC CL A 92047K10 6 400 SH SHARED 400 D VALUEVISION MEDIA INC CL A 92047K10 190 11396 SH SHARED 02 11396 D VAN KAMPEN CALIF MUN TR SH BEN INT 92091010 4 500 SH SHARED 01 500 D VAN KAMPEN HIGH INCOME TR II SH BEN INT 92091310 68 13500 SH SHARED 13500 D VAN KAMPEN MUN TR SH BEN INT 92091910 0 50 SH SHARED 01 50 D VAN KAMPEN TR INVT GRADE MUN COM 92092910 16 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 114 7000 SH SHR/OTHR 01 7000 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 49 3000 SH SHR/OTHR 01 3000 D VAN KAMPEN SENIOR INCOME TR COM 92096110 2298 266290 SH SHARED 266290 D VAN DER MOOLEN HLDG N.V. SPONSORED ADR 92102010 493 56834 SH SHARED 56834 D VAN DER MOOLEN HLDG N.V. SPONSORED ADR 92102010 51 5943 SH SHARED 01 5943 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 101 6000 SH SHR/OTHR 01 6000 D VAN KAMPEN SELECT SECTOR MUN COM 92112M10 45 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 269 23616 SH SHARED 23616 D VANS INC COM 92193010 93 8206 SH SHARED 01 8206 D VANS INC COM 92193010 136 11950 SH SHARED 02 11950 D VANS INC COM 92193010 38 3340 SH SHARED 10 3340 D VARCO INTL INC DEL COM 92212210 544 26388 SH SHARED 26388 D VARCO INTL INC DEL COM 92212210 1286 62371 SH SHARED 01 62371 D VARCO INTL INC DEL COM 92212210 1773 85964 SH SHARED 02 85964 D VARIAN MED SYS INC COM 92220P10 1687 24426 SH SHARED 24426 D VARIAN MED SYS INC COM 92220P10 3179 46014 SH SHARED 01 44914 1100 D VARIAN MED SYS INC COM 92220P10 69 1000 SH SHR/OTHR 01 1000 D VARIAN MED SYS INC COM 92220P10 3718 53807 SH SHARED 02 53807 D VARIAN MED SYS INC COM 92220P10 232 3359 SH SHARED 06 3359 D VARIAN MED SYS INC COM 92220P10 1114 16130 SH SHARED 10 16130 D VARIAN MED SYS INC COM 92220P10 449 6500 SH SHARED 14 6500 D VARIAN INC COM 92220610 626 15043 SH SHARED 15043 D VARIAN INC COM 92220610 3210 77057 SH SHARED 01 76907 150 D VARIAN INC COM 92220610 1940 46577 SH SHARED 02 46577 D VARIAN INC COM 92220610 20 490 SH SHARED 06 490 D VARIAN INC COM 92220610 22 540 SH SHARED 10 540 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 52 1200 SH SHARED 1200 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 1990 45438 SH SHARED 45438 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 859 19629 SH SHARED 01 14379 5100 150 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 970 22155 SH SHARED 02 22155 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 30 690 SH SHARED 10 690 D VASOMEDICAL INC COM 92232110 138 125000 SH SHARED 01 125000 D VASOMEDICAL INC COM 92232110 3 3500 SH SHR/OTHR 01 3500 D VASTERA INC COM 92239N10 59 14894 SH SHARED 14894 D VASTERA INC COM 92239N10 14 3618 SH SHARED 01 3618 D VASTERA INC COM 92239N10 71 17778 SH SHARED 02 17778 D VASTERA INC COM 92239N10 9 2300 SH SHARED 10 2300 D VAXGEN INC COM NEW 92239020 8 1122 SH SHARED 1122 D VAXGEN INC COM NEW 92239020 2 278 SH SHARED 01 278 D VAXGEN INC COM NEW 92239020 11 1500 SH SHARED 02 1500 D VAXGEN INC COM NEW 92239020 79 10000 SH SHARED 04 10000 D VECTREN CORP COM 92240G10 1198 48616 SH SHARED 48616 D VECTREN CORP COM 92240G10 929 37689 SH SHARED 01 21693 15996 D VECTREN CORP COM 92240G10 729 29595 SH SHARED 02 29595 D VECTOR GROUP LTD NOTE 6.250% 7/1 92240MAC 2796 3196000 PRN SHARED 3196000 D VECTOR GROUP LTD COM 92240M10 291 17864 SH SHARED 17864 D VECTOR GROUP LTD COM 92240M10 8 492 SH SHARED 01 492 D VECTOR GROUP LTD COM 92240M10 259 15877 SH SHARED 02 15877 D VEECO INSTRS INC DEL NOTE 4.125%12/2 922417AB 20560 20000000 PRN SHARED 20000000 D VEECO INSTRS INC DEL COM 92241710 60 2157 SH SHARED 2157 D VEECO INSTRS INC DEL COM 92241710 306 10900 SH SHARED 01 10900 D VEECO INSTRS INC DEL COM 92241710 28 1000 SH SHR/OTHR 01 1000 D VEECO INSTRS INC DEL COM 92241710 442 15711 SH SHARED 02 15711 D VENTAS INC COM 92276F10 26 1200 SH SHARED 1200 D VENTAS INC COM 92276F10 1322 60100 SH SHARED 01 60100 D VENTAS INC COM 92276F10 1763 80177 SH SHARED 02 79377 800 D VENTAS INC COM 92276F10 23225 1055700 SH SHARED 10 500 1055200 D VENTAS INC COM 92276F10 39252 1784200 SH SHARED 11 1784200 D VENTANA MED SYS INC COM 92276H10 133 3399 SH SHARED 3399 D VENTANA MED SYS INC COM 92276H10 3412 86606 SH SHARED 01 86606 D VENTANA MED SYS INC COM 92276H10 598 15193 SH SHARED 02 15193 D VENTANA MED SYS INC COM 92276H10 153 3900 SH SHARED 10 3900 D VENTIV HEALTH INC COM 92279310 62 6812 SH SHARED 6812 D VENTIV HEALTH INC COM 92279310 15 1688 SH SHARED 01 1688 D VERITY INC COM 92343C10 948 56809 SH SHARED 56809 D VERITY INC COM 92343C10 308 18479 SH SHARED 01 18479 D VERITY INC COM 92343C10 481 28828 SH SHARED 02 28828 D VERISIGN INC COM 92343E10 3 200 SH SHARED 200 D VERISIGN INC COM 92343E10 7379 452721 SH SHARED 452551 170 D VERISIGN INC COM 92343E10 3255 199722 SH SHARED 01 199222 500 D VERISIGN INC COM 92343E10 3 206 SH SHR/OTHR 01 206 D VERISIGN INC COM 92343E10 2771 170030 SH SHARED 02 170030 D VERISIGN INC COM 92343E10 27302 1675000 SH SHARED 04 1675000 D VERISIGN INC COM 92343E10 432 26550 SH SHARED 06 23800 2750 D VERISIGN INC COM 92343E10 1769 108540 SH SHARED 10 108540 D VERISIGN INC COM 92343E10 81 5000 SH SHARED 14 5000 D VERITAS DGC INC COM 92343P10 239 22818 SH SHARED 22818 D VERITAS DGC INC COM 92343P10 511 48845 SH SHARED 01 48845 D VERITAS DGC INC COM 92343P10 269 25695 SH SHARED 02 25695 D VERIZON COMMUNICATIONS COM 92343V10 986 28130 SH SHARED 28130 D VERIZON COMMUNICATIONS COM 92343V10 488093 13913732 SH SHARED 13748517 165215 D VERIZON COMMUNICATIONS COM 92343V10 135566 3864493 SH SHARED 01 1875953 12300 1976240 D VERIZON COMMUNICATIONS COM 92343V10 12415 353920 SH SHR/OTHR 01 17198 336722 D VERIZON COMMUNICATIONS COM 92343V10 35093 1000392 SH SHARED 02 1000392 D VERIZON COMMUNICATIONS COM 92343V10 31091 886300 SH SHARED 03 862700 23600 D VERIZON COMMUNICATIONS COM 92343V10 183994 5245000 SH SHARED 04 5245000 D VERIZON COMMUNICATIONS COM 92343V10 57627 1642751 SH SHARED 05 1130746 512005 D VERIZON COMMUNICATIONS COM 92343V10 8214 234171 SH SHARED 06 230371 3800 D VERIZON COMMUNICATIONS COM 92343V10 3518 100304 SH SHARED 07 100304 D VERIZON COMMUNICATIONS COM 92343V10 2041 58200 SH SHARED 09 58200 D VERIZON COMMUNICATIONS COM 92343V10 47474 1353310 SH SHARED 10 1231574 121736 D VERIZON COMMUNICATIONS COM 92343V10 2426 69179 SH SHARED 14 69179 D VERINT SYS INC COM 92343X10 117 5200 SH SHARED 01 5200 D VERINT SYS INC COM 92343X10 97 4304 SH SHARED 02 4304 D VERITAS SOFTWARE CO COM 92343610 18 500 SH SHARED 500 D VERITAS SOFTWARE CO COM 92343610 64231 1735043 SH SHARED 1722343 12700 D VERITAS SOFTWARE CO COM 92343610 102366 2765176 SH SHARED 01 1971376 7600 786200 D VERITAS SOFTWARE CO COM 92343610 3679 99404 SH SHR/OTHR 01 9445 89959 D VERITAS SOFTWARE CO COM 92343610 15262 412270 SH SHARED 02 412270 D VERITAS SOFTWARE CO COM 92343610 1839 49700 SH SHARED 03 24900 24800 D VERITAS SOFTWARE CO COM 92343610 22582 610000 SH SHARED 04 610000 D VERITAS SOFTWARE CO COM 92343610 6530 176398 SH SHARED 05 77150 99248 D VERITAS SOFTWARE CO COM 92343610 1941 52450 SH SHARED 06 49150 3300 D VERITAS SOFTWARE CO COM 92343610 96 2600 SH SHARED 07 2600 D VERITAS SOFTWARE CO COM 92343610 8129 219600 SH SHARED 08 219600 D VERITAS SOFTWARE CO COM 92343610 35778 966477 SH SHARED 10 935758 30719 D VERITAS SOFTWARE CO COM 92343610 200 5406 SH SHARED 14 5406 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 1374122278810000 PRN SHARED 278810000 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 127 39329 SH SHARED 39329 D VERSO TECHNOLOGIES INC COM 92531710 24 7571 SH SHARED 01 7571 D VERSO TECHNOLOGIES INC COM 92531710 411 127511 SH SHARED 02 127511 D VERTEX PHARMACEUTICALS INC NOTE 5.000% 9/1 92532FAD 2 2500 PRN SHARED 01 2500 D VERTEX PHARMACEUTICALS INC COM 92532F10 332 32114 SH SHARED 32114 D VERTEX PHARMACEUTICALS INC COM 92532F10 205 19842 SH SHARED 01 19842 D VERTEX PHARMACEUTICALS INC COM 92532F10 829 80170 SH SHARED 02 80170 D VERTEX PHARMACEUTICALS INC COM 92532F10 8238 795970 SH SHARED 04 795970 D VERTEX PHARMACEUTICALS INC COM 92532F10 36 3500 SH SHARED 10 3500 D VERTEX PHARMACEUTICALS INC COM 92532F10 111 10800 SH SHARED 14 10800 D VERTICALNET INC COM NEW 92532L20 0 731 SH SHARED 731 D VERTICALNET INC COM NEW 92532L20 0 760 SH SHARED 01 760 D VESTA INS GROUP INC COM 92539110 11 3000 SH SHARED 10 3000 D VIAD CORP COM 92552R10 2885 115431 SH SHARED 115431 D VIAD CORP COM 92552R10 3557 142315 SH SHARED 01 142315 D VIAD CORP COM 92552R10 50 2000 SH SHR/OTHR 01 2000 D VIAD CORP COM 92552R10 1249 49984 SH SHARED 02 49984 D VIASAT INC COM 92552V10 298 15615 SH SHARED 15615 D VIASAT INC COM 92552V10 1324 69201 SH SHARED 01 69201 D VIASAT INC COM 92552V10 262 13723 SH SHARED 02 13723 D VIASAT INC COM 92552V10 86 4500 SH SHARED 10 4500 D VIACOM INC CL A 92552410 1719 38842 SH SHARED 38842 D VIACOM INC CL A 92552410 293 6636 SH SHARED 01 2476 4160 D VIACOM INC CL A 92552410 8 200 SH SHR/OTHR 01 200 D VIACOM INC CL A 92552410 26 600 SH SHARED 02 600 D VIACOM INC CL A 92552410 90 2048 SH SHARED 05 2048 D VIACOM INC CL B 92552430 970 21861 SH SHARED 21861 D VIACOM INC CL B 92552430 190133 4284218 SH SHARED 4163206 121012 D VIACOM INC CL B 92552430 161796 3645712 SH SHARED 01 1629733 16400 1999579 D VIACOM INC CL B 92552430 10264 231296 SH SHR/OTHR 01 35198 196098 D VIACOM INC CL B 92552430 27413 617703 SH SHARED 02 616382 1321 D VIACOM INC CL B 92552430 38703 872100 SH SHARED 03 773300 98800 D VIACOM INC CL B 92552430 120793 2721802 SH SHARED 04 2721802 D VIACOM INC CL B 92552430 79801 1798143 SH SHARED 05 1339105 459038 D VIACOM INC CL B 92552430 31551 710940 SH SHARED 06 480640 230300 D VIACOM INC CL B 92552430 5535 124726 SH SHARED 07 124726 D VIACOM INC CL B 92552430 3448 77700 SH SHARED 09 77700 D VIACOM INC CL B 92552430 87753 1977323 SH SHARED 10 1913249 64074 D VIACOM INC CL B 92552430 3540 79773 SH SHARED 14 79773 D VIASYS HEALTHCARE INC COM NEW 92553Q20 27 1325 SH SHARED 1325 D VIASYS HEALTHCARE INC COM NEW 92553Q20 18 917 SH SHARED 01 801 116 D VIASYS HEALTHCARE INC COM NEW 92553Q20 16 813 SH SHR/OTHR 01 813 D VIASYS HEALTHCARE INC COM NEW 92553Q20 410 19935 SH SHARED 02 19935 D VICAL INC COM 92560210 65 13222 SH SHARED 13222 D VICAL INC COM 92560210 16 3278 SH SHARED 01 3278 D VICOR CORP COM 92581510 3 300 SH SHARED 300 D VICOR CORP COM 92581510 39 3500 SH SHARED 01 3500 D VICOR CORP COM 92581510 146 12842 SH SHARED 02 12842 D VICOR CORP COM 92581510 39 3500 SH SHARED 10 3500 D VICURON PHARMACEUTICALS INC COM 92647110 261 14000 SH SHARED 14000 D VICURON PHARMACEUTICALS INC COM 92647110 680 36500 SH SHARED 01 27100 9400 D VICURON PHARMACEUTICALS INC COM 92647110 594 31899 SH SHARED 02 31899 D VICURON 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SHARED 04 65000 D WEBSENSE INC COM 94768410 79 2700 SH SHARED 10 2700 D WEBMD CORP NOTE 3.250% 4/0 94769MAC 5815 5000000 PRN SHARED 5000000 D WEBMD CORP NOTE 3.250% 4/0 94769MAC 0 500 PRN SHARED 01 500 D WEBMD CORP COM 94769M10 803 89332 SH SHARED 89332 D WEBMD CORP COM 94769M10 402 44771 SH SHARED 01 21321 23450 D WEBMD CORP COM 94769M10 359 40012 SH SHARED 02 40012 D WEBMD CORP COM 94769M10 1798 200000 SH SHARED 04 200000 D WEBSTER FINL CORP CONN COM 94789010 936 20414 SH SHARED 20414 D WEBSTER FINL CORP CONN COM 94789010 666 14543 SH SHARED 01 14543 D WEBSTER FINL CORP CONN COM 94789010 645 14078 SH SHARED 02 14078 D WEIGHT WATCHERS INTL INC NEW COM 94862610 371 9676 SH SHARED 9676 D WEIGHT WATCHERS INTL INC NEW COM 94862610 1653 43101 SH SHARED 02 43101 D WEINGARTEN RLTY INVS SH BEN INT 94874110 300 6769 SH SHARED 6769 D WEINGARTEN RLTY INVS SH BEN INT 94874110 551 12431 SH SHARED 01 11981 450 D WEINGARTEN RLTY INVS SH BEN INT 94874110 86 1950 SH SHR/OTHR 01 1950 D WEINGARTEN RLTY 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PHARMACEUTICAL SVSC INC COM 95530610 35 1047 SH SHARED 1047 D WEST PHARMACEUTICAL SVSC INC COM 95530610 111 3278 SH SHARED 01 3278 D WEST PHARMACEUTICAL SVSC INC COM 95530610 262 7747 SH SHARED 02 7747 D WEST PHARMACEUTICAL SVSC INC COM 95530610 47 1400 SH SHARED 10 1400 D WESTAR ENERGY INC COM 95709T10 653 32258 SH SHARED 32258 D WESTAR ENERGY INC COM 95709T10 1596 78846 SH SHARED 01 77700 1146 D WESTAR ENERGY INC COM 95709T10 15 745 SH SHR/OTHR 01 745 D WESTAR ENERGY INC COM 95709T10 1396 68966 SH SHARED 02 68966 D WESTAMERICA BANCORPORATION COM 95709010 658 13228 SH SHARED 13228 D WESTAMERICA BANCORPORATION COM 95709010 1045 21007 SH SHARED 01 21007 D WESTAMERICA BANCORPORATION COM 95709010 546 10979 SH SHARED 02 10979 D WESTELL TECHNOLOGIES INC CL A 95754110 3 600 SH SHARED 600 D WESTELL TECHNOLOGIES INC CL A 95754110 3599 570500 SH SHARED 01 570500 D WESTELL TECHNOLOGIES INC CL A 95754110 185 29417 SH SHARED 02 29417 D WESTELL TECHNOLOGIES INC CL A 95754110 96 15300 SH SHARED 10 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CORP COM 96332010 43 594 SH SHARED 05 594 D WHIRLPOOL CORP COM 96332010 472 6499 SH SHARED 06 6499 D WHIRLPOOL CORP COM 96332010 1986 27347 SH SHARED 10 24325 3022 D WHITE ELECTR DESIGNS CORP COM 96380110 1 200 SH SHARED 200 D WHITE ELECTR DESIGNS CORP COM 96380110 1324 150500 SH SHARED 01 150500 D WHITE ELECTR DESIGNS CORP COM 96380110 118 13522 SH SHARED 02 13522 D WHITE ELECTR DESIGNS CORP COM 96380110 49 5600 SH SHARED 10 5600 D WHITEHALL JEWELLERS INC COM 96506310 1 120 SH SHARED 120 D WHITEHALL JEWELLERS INC COM 96506310 70 7107 SH SHARED 02 7107 D WHITNEY HLDG CORP COM 96661210 35 861 SH SHARED 861 D WHITNEY HLDG CORP COM 96661210 1347 32875 SH SHARED 01 29500 3375 D WHITNEY HLDG CORP COM 96661210 158 3866 SH SHARED 02 3866 D WHOLE FOODS MKT INC SDCV 3/0 966837AC 23302 32500000 PRN SHARED 32500000 D WHOLE FOODS MKT INC COM 96683710 3717 55378 SH SHARED 55378 D WHOLE FOODS MKT INC COM 96683710 6030 89830 SH SHARED 01 38920 50910 D WHOLE FOODS MKT INC COM 96683710 537 8010 SH 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WILLIAMS COS INC DEL COM 96945710 64 6550 SH SHARED 06 4550 2000 D WILLIAMS COS INC DEL COM 96945710 12685 1291848 SH SHARED 10 1268881 22967 D WILLIAMS CLAYTON ENERGY INC COM 96949010 2 100 SH SHARED 100 D WILLIAMS CLAYTON ENERGY INC COM 96949010 11 400 SH SHARED 01 400 D WILLIAMS CLAYTON ENERGY INC COM 96949010 63 2204 SH SHARED 02 2204 D WILLIAMS SONOMA INC COM 96990410 1116 32120 SH SHARED 32120 D WILLIAMS SONOMA INC COM 96990410 1157 33300 SH SHARED 01 33300 D WILLIAMS SONOMA INC COM 96990410 566 16300 SH SHR/OTHR 01 16300 D WILLIAMS SONOMA INC COM 96990410 1206 34710 SH SHARED 02 34710 D WILLIAMS SONOMA INC COM 96990410 874 25160 SH SHARED 10 25160 D WILLOW GROVE BANCORP INC NEW COM 97111W10 128 7222 SH SHARED 7222 D WILLOW GROVE BANCORP INC NEW COM 97111W10 4 278 SH SHARED 01 278 D WILLOW GROVE BANCORP INC NEW COM 97111W10 123 6972 SH SHARED 02 6972 D WILMINGTON TRUST CORP COM 97180710 831 23086 SH SHARED 23086 D WILMINGTON TRUST CORP COM 97180710 789 21920 SH SHARED 01 16800 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29 1500 SH SHARED 10 1500 D WORLD FUEL SVCS CORP COM 98147510 171 5053 SH SHARED 5053 D WORLD FUEL SVCS CORP COM 98147510 31 933 SH SHARED 01 933 D WORLD FUEL SVCS CORP COM 98147510 212 6272 SH SHARED 02 6272 D WORLD WRESTLING ENTMT INC CL A 98156Q10 13 1000 SH SHARED 1000 D WORLD WRESTLING ENTMT INC CL A 98156Q10 106 8095 SH SHARED 02 8095 D WORTHINGTON INDS INC COM 98181110 58698 3255581 SH SHARED 3255581 D WORTHINGTON INDS INC COM 98181110 309 17156 SH SHARED 01 17156 D WORTHINGTON INDS INC COM 98181110 500 27759 SH SHARED 02 27759 D WORTHINGTON INDS INC COM 98181110 618 34319 SH SHARED 10 30491 3828 D WRIGHT MED GROUP INC COM 98235T10 34 1130 SH SHARED 1130 D WRIGHT MED GROUP INC COM 98235T10 321 10563 SH SHARED 02 10563 D WRIGLEY WM JR CO COM 98252610 5 100 SH SHARED 100 D WRIGLEY WM JR CO COM 98252610 53556 952787 SH SHARED 950577 2210 D WRIGLEY WM JR CO COM 98252610 2292 40791 SH SHARED 01 32791 8000 D WRIGLEY WM JR CO COM 98252610 89 1600 SH SHR/OTHR 01 1600 D WRIGLEY WM JR CO COM 98252610 5260 93589 SH SHARED 02 93589 D WRIGLEY WM JR CO COM 98252610 58 1043 SH SHARED 05 1043 D WRIGLEY WM JR CO COM 98252610 2265 40300 SH SHARED 06 40300 D WRIGLEY WM JR CO COM 98252610 5028 89465 SH SHARED 10 79588 9877 D WRIGLEY WM JR CO COM 98252610 61 1100 SH SHARED 14 1100 D WYETH COM 98302410 963 22700 SH SHARED 22700 D WYETH COM 98302410 280755 6613794 SH SHARED 6492271 121523 D WYETH COM 98302410 149764 3528017 SH SHARED 01 1589425 47800 1890792 D WYETH COM 98302410 25298 595965 SH SHR/OTHR 01 34916 561049 D WYETH COM 98302410 26652 627863 SH SHARED 02 627863 D WYETH COM 98302410 17990 423800 SH SHARED 03 396600 27200 D WYETH COM 98302410 212300 5001200 SH SHARED 04 5001200 D WYETH COM 98302410 36496 859744 SH SHARED 05 617680 242064 D WYETH COM 98302410 13841 326065 SH SHARED 06 268265 57800 D WYETH COM 98302410 3455 81399 SH SHARED 07 81399 D WYETH COM 98302410 7717 181800 SH SHARED 08 181800 D WYETH COM 98302410 1545 36400 SH SHARED 09 36400 D WYETH COM 98302410 31685 746420 SH SHARED 10 687668 58752 D WYETH COM 98302410 5901 139019 SH SHARED 14 139019 D WYNDHAM INTL INC CL A 98310110 0 991 SH SHARED 01 991 D WYNDHAM INTL INC CL A 98310110 0 536 SH SHR/OTHR 01 536 D WYNN RESORTS LTD COM 98313410 24968 891429 SH SHARED 891429 D WYNN RESORTS LTD COM 98313410 75 2690 SH SHARED 02 2690 D XL CAP LTD DBCV 5/2 98372PAB 29402 46085000 PRN SHARED 46085000 D XL CAP LTD DBCV 5/2 98372PAB 1 2000 PRN SHARED 01 2000 D XL CAP LTD NOTE 9/0 98372PAD 37561 61075000 PRN SHARED 61075000 D XL CAP LTD NOTE 9/0 98372PAD 5638 9169000 PRN SHARED 02 9169000 D XL CAP LTD NOTE 9/0 98372PAD 1845 3000000 PRN SHARED 06 3000000 D XM SATELLITE RADIO HLDGS INC CL A 98375910 160 6094 SH SHARED 6094 D XM SATELLITE RADIO HLDGS INC CL A 98375910 1341 51030 SH SHARED 01 41530 9500 D XM SATELLITE RADIO HLDGS INC CL A 98375910 52 2000 SH SHR/OTHR 01 2000 D XM SATELLITE RADIO HLDGS INC CL A 98375910 532 20262 SH SHARED 02 20262 D XM SATELLITE RADIO HLDGS INC CL A 98375910 977 37170 SH SHARED 10 37170 D XTO ENERGY INC COM 98385X10 1645 58132 SH SHARED 58132 D XTO ENERGY INC COM 98385X10 7021 248100 SH SHARED 01 248100 D XTO ENERGY INC COM 98385X10 198 7000 SH SHR/OTHR 01 7000 D XTO ENERGY INC COM 98385X10 1708 60369 SH SHARED 02 60369 D XTO ENERGY INC COM 98385X10 42 1500 SH SHARED 06 1500 D XTO ENERGY INC COM 98385X10 897 31730 SH SHARED 10 31730 D X-RITE INC COM 98385710 3 300 SH SHARED 300 D X-RITE INC COM 98385710 151 13427 SH SHARED 02 13427 D XCEL ENERGY INC COM 98389B10 146491 8627282 SH SHARED 8626452 830 D XCEL ENERGY INC COM 98389B10 2039 120110 SH SHARED 01 97716 22394 D XCEL ENERGY INC COM 98389B10 129 7615 SH SHR/OTHR 01 7615 D XCEL ENERGY INC COM 98389B10 2565 151117 SH SHARED 02 151117 D XCEL ENERGY INC COM 98389B10 44 2593 SH SHARED 05 2593 D XCEL ENERGY INC COM 98389B10 59 3500 SH SHARED 06 3500 D XCEL ENERGY INC COM 98389B10 2778 163639 SH SHARED 10 146010 17629 D XCEL ENERGY INC COM 98389B10 50 3000 SH SHARED 14 3000 D XILINX INC COM 98391910 15 400 SH SHARED 400 D XILINX INC COM 98391910 41100 1063964 SH SHARED 1063964 D XILINX INC COM 98391910 14797 383050 SH SHARED 01 263575 2700 116775 D XILINX INC COM 98391910 677 17547 SH SHR/OTHR 01 3930 13617 D XILINX INC COM 98391910 12082 312775 SH SHARED 02 312775 D XILINX INC COM 98391910 9657 250000 SH SHARED 04 250000 D XILINX INC COM 98391910 63 1646 SH SHARED 05 1646 D XILINX INC COM 98391910 621 16080 SH SHARED 06 15580 500 D XILINX INC COM 98391910 10567 273565 SH SHARED 10 258549 15016 D XILINX INC COM 98391910 2330 60337 SH SHARED 14 60337 D XEROX CORP COM 98412110 8 600 SH SHARED 600 D XEROX CORP COM 98412110 28820 2088445 SH SHARED 2086145 2300 D XEROX CORP COM 98412110 15729 1139803 SH SHARED 01 1139403 400 D XEROX CORP COM 98412110 24 1800 SH SHR/OTHR 01 1800 D XEROX CORP COM 98412110 8320 602905 SH SHARED 02 602905 D XEROX CORP COM 98412110 144555 10475000 SH SHARED 04 10475000 D XEROX CORP COM 98412110 59 4300 SH SHARED 05 4300 D XEROX CORP COM 98412110 12025 871425 SH SHARED 06 549925 321500 D XEROX CORP COM 98412110 4360 315996 SH SHARED 10 281128 34868 D XEROX CORP COM 98412110 1758 127450 SH SHARED 14 127450 D XEROX CORP PFD CONV SER C 98412150 63565 489910 SH SHARED 489910 D XEROX CORP PFD CONV SER C 98412150 54426 419475 SH SHARED 02 419475 D XYBERNAUT CORP COM 98414910 23 14900 SH SHARED 14900 D YPF SOCIEDAD ANONIMA SPON ADR CL D 98424510 7 200 SH SHARED 200 D YADKIN VY BK&TR CO ELKIN N C COM 98430810 3 200 SH SHARED 200 D YADKIN VY BK&TR CO ELKIN N C COM 98430810 87 5133 SH SHARED 02 5133 D YAHOO INC COM 98433210 32 720 SH SHARED 400 320 D YAHOO INC COM 98433210 89031 1977165 SH SHARED 1952367 24798 D YAHOO INC COM 98433210 10194 226399 SH SHARED 01 223289 3110 D YAHOO INC COM 98433210 118 2630 SH SHR/OTHR 01 2280 350 D YAHOO INC COM 98433210 31878 707930 SH SHARED 02 707930 D YAHOO INC COM 98433210 36699 815000 SH SHARED 04 815000 D YAHOO INC COM 98433210 136 3028 SH SHARED 05 3028 D YAHOO INC COM 98433210 377 8385 SH SHARED 06 7785 600 D YAHOO INC COM 98433210 14873 330291 SH SHARED 10 301571 28720 D YAHOO INC COM 98433210 1109 24630 SH SHARED 14 24630 D YANKEE CANDLE INC COM 98475710 702 25698 SH SHARED 25698 D YANKEE CANDLE INC COM 98475710 2680 98089 SH SHARED 01 98089 D YANKEE CANDLE INC COM 98475710 1557 56987 SH SHARED 02 56987 D YANKEE CANDLE INC COM 98475710 54 2000 SH SHARED 10 2000 D XICOR INC COM 98490310 48 4206 SH SHARED 4206 D XICOR INC COM 98490310 9 804 SH SHARED 01 804 D XICOR INC COM 98490310 203 17762 SH SHARED 02 17762 D YARDVILLE NATL BANCORP COM 98502110 149 5803 SH SHARED 02 5803 D YELLOW ROADWAY CORP COM 98557710 450 12457 SH SHARED 12457 D YELLOW ROADWAY CORP COM 98557710 162 4495 SH SHARED 01 4495 D YELLOW ROADWAY CORP COM 98557710 795 21988 SH SHARED 02 21988 D YELLOW ROADWAY CORP COM 98557710 47 1304 SH SHARED 10 1304 D YORK INTL CORP NEW COM 98667010 1272 34583 SH SHARED 34583 D YORK INTL CORP NEW COM 98667010 375 10200 SH SHARED 01 10200 D YORK INTL CORP NEW COM 98667010 1906 51797 SH SHARED 02 51797 D YORK INTL CORP NEW COM 98667010 80 2190 SH SHARED 06 2190 D YOUNG & RUBICAM INC NOTE 3.000% 1/1 987425AC 10020 10000000 PRN SHARED 10000000 D YOUNG BROADCASTING INC CL A 98743410 10 500 SH SHARED 500 D YOUNG BROADCASTING INC CL A 98743410 46 2300 SH SHARED 01 2300 D YOUNG BROADCASTING INC CL A 98743410 166 8297 SH SHARED 02 8297 D YOUNG INNOVATIONS INC COM 98752010 93 2604 SH SHARED 02 2604 D YUM BRANDS INC COM 98849810 1118 32500 SH SHARED 32500 D YUM BRANDS INC COM 98849810 36328 1056050 SH SHARED 1047011 9039 D YUM BRANDS INC COM 98849810 13496 392343 SH SHARED 01 179331 213012 D YUM BRANDS INC COM 98849810 1114 32402 SH SHR/OTHR 01 4332 28070 D YUM BRANDS INC COM 98849810 7467 217083 SH SHARED 02 217083 D YUM BRANDS INC COM 98849810 23725 689700 SH SHARED 03 627100 62600 D YUM BRANDS INC COM 98849810 6542 190198 SH SHARED 05 97250 92948 D YUM BRANDS INC COM 98849810 146 4250 SH SHARED 06 3250 1000 D YUM BRANDS INC COM 98849810 6130 178200 SH SHARED 08 178200 D YUM BRANDS INC COM 98849810 15664 455354 SH SHARED 10 429271 26083 D YUM BRANDS INC COM 98849810 82 2400 SH SHARED 14 2400 D ZALE CORP NEW COM 98885810 2110 39679 SH SHARED 39679 D ZALE CORP NEW COM 98885810 5319 99990 SH SHARED 01 99795 195 D ZALE CORP NEW COM 98885810 37 707 SH SHR/OTHR 01 707 D ZALE CORP NEW COM 98885810 1257 23632 SH SHARED 02 23632 D ZALE CORP NEW COM 98885810 111 2100 SH SHARED 10 2100 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1259 18975 SH SHARED 18975 D ZEBRA TECHNOLOGIES CORP CL A 98920710 950 14320 SH SHARED 01 14320 D ZEBRA TECHNOLOGIES CORP CL A 98920710 19 300 SH SHR/OTHR 01 300 D ZEBRA TECHNOLOGIES CORP CL A 98920710 912 13752 SH SHARED 02 13752 D ZEBRA TECHNOLOGIES CORP CL A 98920710 983 14820 SH SHARED 10 14820 D ZENITH NATL INS CORP COM 98939010 1946 59793 SH SHARED 59793 D ZENITH NATL INS CORP COM 98939010 511 15700 SH SHARED 01 15700 D ZENITH NATL INS CORP COM 98939010 321 9863 SH SHARED 02 9863 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 129 26172 SH SHARED 26172 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 64 13052 SH SHARED 01 13052 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 130 26347 SH SHARED 02 26347 D ZIMMER HLDGS INC COM 98956P10 11 160 SH SHARED 160 D ZIMMER HLDGS INC COM 98956P10 117762 1672759 SH SHARED 1672136 623 D ZIMMER HLDGS INC COM 98956P10 35937 510482 SH SHARED 01 172021 6300 332161 D ZIMMER HLDGS INC COM 98956P10 24253 344505 SH SHR/OTHR 01 37460 307045 D ZIMMER HLDGS INC COM 98956P10 6511 92491 SH SHARED 02 92491 D ZIMMER HLDGS INC COM 98956P10 1760 25000 SH SHARED 04 25000 D ZIMMER HLDGS INC COM 98956P10 134 1905 SH SHARED 05 900 1005 D ZIMMER HLDGS INC COM 98956P10 165 2350 SH SHARED 06 1950 400 D ZIMMER HLDGS INC COM 98956P10 5843 83000 SH SHARED 08 83000 D ZIMMER HLDGS INC COM 98956P10 24657 350247 SH SHARED 10 339470 10777 D ZIMMER HLDGS INC COM 98956P10 216 3080 SH SHARED 14 3080 D ZINDART LTD SPONSORED ADR 98959710 61 8960 SH SHARED 8960 D ZIONS BANCORPORATION COM 98970110 13576 221333 SH SHARED 221333 D ZIONS BANCORPORATION COM 98970110 1749 28521 SH SHARED 01 28421 100 D ZIONS BANCORPORATION COM 98970110 2850 46466 SH SHARED 02 46466 D ZIONS BANCORPORATION COM 98970110 42 700 SH SHARED 06 700 D ZIONS BANCORPORATION COM 98970110 16255 265014 SH SHARED 10 261085 3929 D ZIONS BANCORPORATION COM 98970110 1376 22448 SH SHARED 14 22448 D ZIX CORP COM 98974P10 103 11878 SH SHARED 11878 D ZIX CORP COM 98974P10 3 349 SH SHARED 01 349 D ZORAN CORP COM 98975F10 1387 79814 SH SHARED 79814 D ZORAN CORP COM 98975F10 13521 777521 SH SHARED 01 742921 34600 D ZORAN CORP COM 98975F10 1267 72888 SH SHARED 02 72888 D ZORAN CORP COM 98975F10 13 800 SH SHARED 05 800 D ZORAN CORP COM 98975F10 3956 227500 SH SHARED 10 227500 D ZWEIG FD COM 98983410 98 20000 SH SHR/OTHR 01 20000 D ZYMOGENETICS INC COM 98985T10 6 400 SH SHARED 400 D ZYMOGENETICS INC COM 98985T10 97 6300 SH SHARED 01 6300 D ZYMOGENETICS INC COM 98985T10 149 9659 SH SHARED 02 9659 D ZYGO CORP COM 98985510 4 300 SH SHARED 300 D ZYGO CORP COM 98985510 2334 141600 SH SHARED 01 141600 D ZYGO CORP COM 98985510 206 12494 SH SHARED 02 12494 D ZYGO CORP COM 98985510 64 3900 SH SHARED 10 3900 D ZOLL MED CORP COM 98992210 133 3763 SH SHARED 3763 D ZOLL MED CORP COM 98992210 4039 114100 SH SHARED 01 100900 13200 D ZOLL MED CORP COM 98992210 199 5645 SH SHARED 02 5645 D ZOLL MED CORP COM 98992210 392 11100 SH SHARED 05 11100 D ZOLL MED CORP COM 98992210 40 1130 SH SHARED 10 1130 D ZOMAX INC MINN COM 98992910 253 50724 SH SHARED 50724 D ZOMAX INC MINN COM 98992910 62 12577 SH SHARED 01 12577 D ZOMAX INC MINN COM 98992910 2 500 SH SHARED 02 500 S REPORT SUMMARY 16457 DATA RECORDS 156456651 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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