-----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, MQaMhYQt7+cJCpzTXh2Z5EK5gPNaAEEBMFsXz88YhAhFePhAOt/As0dRRC47Z+ie dr76rTRO8O0+H0iKe1qHLg== 0001092307-03-000186.txt : 20030613 0001092307-03-000186.hdr.sgml : 20030613 20030613151847 ACCESSION NUMBER: 0001092307-03-000186 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030331 FILED AS OF DATE: 20030613 EFFECTIVENESS DATE: 20030613 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: 03743672 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 mar200313fd.txt 13F AMENDMENT 3 MARCH 2003 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: MARCH 31, 2003 Check here if Amendment {X}; Amendment Number: 3 This Amendment (Check only one.): {X} is a restatement. {} adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Deutsche Bank Aktiengesellschaft Address: Taunusanlage 12 60325 Frankfurt am Main, Germany 13F File Number: The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Jeffrey Ruiz Title: Vice President Phone: 212-469-3667 Signature, Place, and Date of Signing: Jeffrey Ruiz New York, New York JUNE 13, 2003 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: 16955 Form 13F Information Table Value Total: 121611547 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 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 14040 809261 SH SHARED 807051 2210 D CELANESE AG ORD D1497A10 474 27360 SH SHARED 01 27360 D CELANESE AG ORD D1497A10 60 3500 SH SHARED 02 3500 D CELANESE AG ORD D1497A10 2632 151700 SH SHARED 04 151700 D CELANESE AG ORD D1497A10 2290 132000 SH SHARED 06 132000 D CELANESE AG ORD D1497A10 107 6200 SH SHARED 14 6200 D DAIMLERCHRYSLER AG ORD D1668R12 1061 36230 SH SHARED 36230 D DAIMLERCHRYSLER AG ORD D1668R12 5510799188017716 SH SHARED 184466154 3551562 D DAIMLERCHRYSLER AG ORD D1668R12 10406 355061 SH SHARED 01 355061 D DAIMLERCHRYSLER AG ORD D1668R12 8 274 SH SHR/OTHR 01 274 D DAIMLERCHRYSLER AG ORD D1668R12 6834 233196 SH SHARED 02 233196 D DAIMLERCHRYSLER AG ORD D1668R12 1829 62420 SH SHARED 03 62420 D DAIMLERCHRYSLER AG ORD D1668R12 146383 4994335 SH SHARED 04 4994335 D DAIMLERCHRYSLER AG ORD D1668R12 1648 56246 SH SHARED 05 56246 D DAIMLERCHRYSLER AG ORD D1668R12 113529 3873400 SH SHARED 06 3873400 D DAIMLERCHRYSLER AG ORD D1668R12 4750 162090 SH SHARED 10 10000 152090 D DAIMLERCHRYSLER AG ORD D1668R12 675 23060 SH SHR/OTHR 10 23060 D DAIMLERCHRYSLER AG ORD D1668R12 2578 87977 SH SHARED 14 87977 D DEUTSCHE BANK AG NAMEN ORD D1819089 1936 45996 SH SHARED 39776 6220 D DEUTSCHE BANK AG NAMEN ORD D1819089 1961263 46574769 SH SHARED 44160405 2414364 D DEUTSCHE BANK AG NAMEN ORD D1819089 7448 176891 SH SHARED 01 176891 D DEUTSCHE BANK AG NAMEN ORD D1819089 3166 75190 SH SHARED 02 75190 D DEUTSCHE BANK AG NAMEN ORD D1819089 1962 46600 SH SHARED 03 46600 D DEUTSCHE BANK AG NAMEN ORD D1819089 374637 8896635 SH SHARED 04 8896635 D DEUTSCHE BANK AG NAMEN ORD D1819089 10825 257069 SH SHARED 05 257069 D DEUTSCHE BANK AG NAMEN ORD D1819089 172805 4103672 SH SHARED 06 4103672 D DEUTSCHE BANK AG NAMEN ORD D1819089 4975 118153 SH SHARED 10 76743 41410 D DEUTSCHE BANK AG NAMEN ORD D1819089 631 15005 SH SHR/OTHR 10 15005 D DEUTSCHE BANK AG NAMEN ORD D1819089 509 12100 SH SHARED 12 12100 D DEUTSCHE BANK AG NAMEN ORD D1819089 3242 77010 SH SHARED 14 77010 D ACE LTD ORD G0070K10 17756 613354 SH SHARED 603364 9990 D ACE LTD ORD G0070K10 120 4154 SH SHARED 01 4154 D ACE LTD ORD G0070K10 3005 103815 SH SHARED 02 103815 D ACE LTD ORD G0070K10 35 1223 SH SHARED 05 1223 D ACE LTD ORD G0070K10 154 5343 SH SHARED 06 5343 D ACE LTD ORD G0070K10 4658 160908 SH SHR/OTHR 10 160908 D AMDOCS LTD ORD G0260210 1849 139265 SH SHARED 139265 D AMDOCS LTD ORD G0260210 138 10423 SH SHARED 01 10423 D AMDOCS LTD ORD G0260210 1394 105000 SH SHARED 02 105000 D AMDOCS LTD ORD G0260210 193 14600 SH SHR/OTHR 10 14600 D ANNUITY AND LIFE RE HLDGS ORD G0391010 9 16168 SH SHARED 16168 D APEX SILVER MINES LTD ORD G0407410 38 2850 SH SHARED 2850 D APEX SILVER MINES LTD ORD G0407410 6 485 SH SHARED 01 485 D APEX SILVER MINES LTD ORD G0407410 0 16 SH SHARED 02 16 D ARCH CAP GROUP LTD ORD G0450A10 2 81 SH SHARED 81 D ARCH CAP GROUP LTD ORD G0450A10 31 937 SH SHARED 01 937 D ACCENTURE LTD BERMUDA CL A G1150G11 6682 431129 SH SHARED 422869 8200 60 D ACCENTURE LTD BERMUDA CL A G1150G11 23158 1494100 SH SHARED 01 1494100 D ACCENTURE LTD BERMUDA CL A G1150G11 50 3230 SH SHARED 02 3230 D ACCENTURE LTD BERMUDA CL A G1150G11 12514 807400 SH SHARED 10 807400 D ACCENTURE LTD BERMUDA CL A G1150G11 6245 402950 SH SHR/OTHR 10 402950 D BUNGE LIMITED COM G1696210 9020 358529 SH SHARED 358529 D BUNGE LIMITED COM G1696210 28 1116 SH SHARED 01 1116 D BUNGE LIMITED COM G1696210 20 800 SH SHR/OTHR 01 800 D BUNGE LIMITED COM G1696210 40 1600 SH SHR/OTHR 10 1600 D CHINADOTCOM CORP CL A G2108N10 1 500 SH SHR/OTHR 01 500 D COOPER INDS LTD CL A G2418210 6116 171288 SH SHARED 171100 188 D COOPER INDS LTD CL A G2418210 105 2954 SH SHARED 01 2954 D COOPER INDS LTD CL A G2418210 207 5800 SH SHR/OTHR 01 5800 D COOPER INDS LTD CL A G2418210 4178 117024 SH SHARED 02 117024 D COOPER INDS LTD CL A G2418210 1963 54984 SH SHR/OTHR 10 54984 D ELAN CORP PLC *W EXP 08/31/200 G2953916 36 245120 SH SHARED 245120 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 319 13210 SH SHR/OTHR 10 13210 D XCELERA INC COM G3161110 0 400 SH SHARED 04 400 D EVEREST RE GROUP LTD COM G3223R10 125 2200 SH SHARED 2200 D EVEREST RE GROUP LTD COM G3223R10 780 13641 SH SHARED 8741 4900 D EVEREST RE GROUP LTD COM G3223R10 492 8600 SH SHR/OTHR 8600 D EVEREST RE GROUP LTD COM G3223R10 1250 21862 SH SHARED 02 21862 D FOSTER WHEELER LTD SHS G3653510 0 129 SH SHARED 02 129 D FRESH DEL MONTE PRODUCE INC ORD G3673810 177 11619 SH SHARED 11619 D FRESH DEL MONTE PRODUCE INC ORD G3673810 42 2768 SH SHARED 01 2768 D FRESH DEL MONTE PRODUCE INC ORD G3673810 149 9804 SH SHARED 02 9804 D FRONTLINE LTD ORD G3682E12 265 24680 SH SHARED 24680 D FRONTLINE LTD ORD G3682E12 5 550 SH SHARED 01 550 D GARMIN LTD ORD G3726010 122 3408 SH SHARED 3408 D GARMIN LTD ORD G3726010 1204 33635 SH SHARED 01 33635 D GARMIN LTD ORD G3726010 48 1348 SH SHARED 02 1348 D GARMIN LTD ORD G3726010 4474 124980 SH SHR/OTHR 10 124980 D GLOBALSANTAFE CORP SHS G3930E10 4050 196153 SH SHARED 189270 6883 D GLOBALSANTAFE CORP SHS G3930E10 355 17198 SH SHARED 01 17198 D GLOBALSANTAFE CORP SHS G3930E10 4091 198113 SH SHARED 02 198113 D GLOBALSANTAFE CORP SHS G3930E10 2884 139700 SH SHARED 03 69200 70500 D GLOBALSANTAFE CORP SHS G3930E10 13897 673000 SH SHARED 04 673000 D GLOBALSANTAFE CORP SHS G3930E10 9927 480731 SH SHARED 05 480731 D GLOBALSANTAFE CORP SHS G3930E10 593 28750 SH SHARED 06 28750 D GLOBALSANTAFE CORP SHS G3930E10 114 5530 SH SHR/OTHR 10 5530 D GLOBALSANTAFE CORP SHS G3930E10 45 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 30 2324 SH SHARED 2324 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 16308 422601 SH SHARED 380263 42338 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 1250 32400 SH SHR/OTHR 32400 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 429 11117 SH SHARED 01 9728 1389 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 579 15012 SH SHR/OTHR 01 42 14970 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 2759 71505 SH SHARED 02 71505 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 4232 109672 SH SHR/OTHR 10 109672 D IPC HLDGS LTD ORD G4933P10 395 13135 SH SHARED 13135 D IPC HLDGS LTD ORD G4933P10 99 3295 SH SHARED 01 3295 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 306 22574 SH SHARED 8574 14000 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 0 10 SH SHARED 01 10 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 135 10000 SH SHR/OTHR 01 10000 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 408 30022 SH SHARED 02 30022 D LORAL SPACE & COMMUNICATIONS COM G5646210 8 25098 SH SHARED 24898 200 D LORAL SPACE & COMMUNICATIONS COM G5646210 0 2082 SH SHARED 01 2082 D LORAL SPACE & COMMUNICATIONS COM G5646210 1 5500 SH SHR/OTHR 01 5500 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 799 37711 SH SHARED 33111 4600 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 83 3963 SH SHARED 01 3289 674 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 14 674 SH SHR/OTHR 01 674 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 157 7428 SH SHARED 02 7428 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 44 2100 SH SHARED 05 2100 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1519 71700 SH SHARED 10 71700 D MAX RE CAPITAL LTD HAMILTON SHS G6052F10 22 1800 SH SHARED 02 1800 D MONTPELIER RE HOLDINGS LTD SHS G6218510 15 552 SH SHARED 552 D MONTPELIER RE HOLDINGS LTD SHS G6218510 5 186 SH SHARED 01 186 D NABORS INDUSTRIES LTD SHS G6359F10 34529 866044 SH SHARED 693807 172237 D NABORS INDUSTRIES LTD SHS G6359F10 7 200 SH SHR/OTHR 200 D NABORS INDUSTRIES LTD SHS G6359F10 878 22042 SH SHARED 01 22042 D NABORS INDUSTRIES LTD SHS G6359F10 23 597 SH SHR/OTHR 01 597 D NABORS INDUSTRIES LTD SHS G6359F10 6082 152565 SH SHARED 02 89865 62700 D NABORS INDUSTRIES LTD SHS G6359F10 64964 1629400 SH SHARED 10 455300 1174100 D NABORS INDUSTRIES LTD SHS G6359F10 3746 93964 SH SHR/OTHR 10 93964 D NOBLE CORPORATION SHS G6542210 14987 477017 SH SHARED 321090 155927 D NOBLE CORPORATION SHS G6542210 15 500 SH SHR/OTHR 500 D NOBLE CORPORATION SHS G6542210 10387 330602 SH SHARED 01 107302 223300 D NOBLE CORPORATION SHS G6542210 2968 94486 SH SHR/OTHR 01 44510 49976 D NOBLE CORPORATION SHS G6542210 4266 135781 SH SHARED 02 135781 D NOBLE CORPORATION SHS G6542210 25302 805300 SH SHARED 10 410100 395200 D NOBLE CORPORATION SHS G6542210 2889 91963 SH SHR/OTHR 10 91963 D NORDIC AMERICAN TANKER SHIPP COM G6577310 1159 82500 SH SHARED 82500 D OPENTV CORP CL A G6754310 0 723 SH SHARED 723 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 273 28010 SH SHARED 28010 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 26 2690 SH SHARED 01 2690 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 63 5900 SH SHARED 5900 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 1 96 SH SHARED 02 96 D PARTNERRE LTD COM G6852T10 509 10141 SH SHARED 241 9900 D PARTNERRE LTD COM G6852T10 643 12800 SH SHR/OTHR 12800 D PARTNERRE LTD COM G6852T10 119 2385 SH SHARED 02 2385 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 9463 373300 SH SHARED 227200 4300 141800 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 945 37300 SH SHARED 01 37300 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 3845 151700 SH SHARED 10 151700 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 3341 131800 SH SHR/OTHR 10 131800 D PXRE GROUP LTD COM G7301810 169 7910 SH SHARED 7910 D PXRE GROUP LTD COM G7301810 21 1000 SH SHARED 02 1000 D RENAISSANCE RE HLDGS LTD COM G7496G10 48 1200 SH SHARED 1200 D RENAISSANCE RE HLDGS LTD COM G7496G10 3771 94162 SH SHARED 81862 12300 D RENAISSANCE RE HLDGS LTD COM G7496G10 351 8774 SH SHARED 01 8774 D RENAISSANCE RE HLDGS LTD COM G7496G10 36 900 SH SHR/OTHR 01 900 D RENAISSANCE RE HLDGS LTD COM G7496G10 156 3900 SH SHARED 02 3900 D RENAISSANCE RE HLDGS LTD COM G7496G10 3300 82400 SH SHARED 10 36900 45500 D SEAGATE TECHNOLOGY SHS G7945J10 60 5826 SH SHARED 02 5826 D SINA CORP ORD G8147710 21 2666 SH SHARED 2666 D SINA CORP ORD G8147710 9 1200 SH SHARED 02 1200 D STEWART W P & CO LTD COM G8492210 45 2649 SH SHARED 2649 D STEWART W P & CO LTD COM G8492210 96 5650 SH SHARED 01 4275 1375 D STEWART W P & CO LTD COM G8492210 65 3839 SH SHR/OTHR 01 1500 2339 D UTI WORLDWIDE INC ORD G8721010 143 5129 SH SHARED 5129 D UTI WORLDWIDE INC ORD G8721010 4 158 SH SHARED 02 158 D HILFIGER TOMMY CORP ORD G8915Z10 2329 322180 SH SHARED 322180 D HILFIGER TOMMY CORP ORD G8915Z10 46 6436 SH SHARED 01 6436 D HILFIGER TOMMY CORP ORD G8915Z10 2458 340100 SH SHARED 02 340100 D HILFIGER TOMMY CORP ORD G8915Z10 148 20600 SH SHARED 03 20600 D TRANSOCEAN INC ORD G9007810 33833 1654454 SH SHARED 1646597 7857 D TRANSOCEAN INC ORD G9007810 44 2166 SH SHR/OTHR 2166 D TRANSOCEAN INC ORD G9007810 221 10821 SH SHARED 01 8550 2271 D TRANSOCEAN INC ORD G9007810 271 13262 SH SHR/OTHR 01 8926 4336 D TRANSOCEAN INC ORD G9007810 11461 560457 SH SHARED 02 560457 D TRANSOCEAN INC ORD G9007810 36910 1804905 SH SHR/OTHR 10 1804905 D WEATHERFORD INTERNATIONAL LT COM G9508910 1754 46442 SH SHARED 46442 D WEATHERFORD INTERNATIONAL LT COM G9508910 2 79 SH SHR/OTHR 79 D WEATHERFORD INTERNATIONAL LT COM G9508910 61 1630 SH SHARED 01 1630 D WEATHERFORD INTERNATIONAL LT COM G9508910 2642 69963 SH SHARED 02 69963 D WHITE MTNS INS GROUP LTD COM G9618E10 699 2057 SH SHARED 66 1991 D WHITE MTNS INS GROUP LTD COM G9618E10 1 5 SH SHARED 01 5 D WHITE MTNS INS GROUP LTD COM G9618E10 10 32 SH SHARED 02 32 D WILLIS GROUP HOLDINGS LTD SHS G9665510 490 17702 SH SHARED 17702 D WILLIS GROUP HOLDINGS LTD SHS G9665510 45 1630 SH SHARED 01 1630 D WILLIS GROUP HOLDINGS LTD SHS G9665510 686 24790 SH SHARED 02 24790 D WILLIS GROUP HOLDINGS LTD SHS G9665510 5936 214300 SH SHARED 10 143000 71300 D XOMA LTD ORD G9825R10 100 25276 SH SHARED 25276 D XOMA LTD ORD G9825R10 8 2224 SH SHARED 01 2224 D XOMA LTD ORD G9825R10 13361 3374000 SH SHARED 04 3374000 D XOMA LTD ORD G9825R10 63 16000 SH SHR/OTHR 10 16000 D XOMA LTD ORD G9825R10 140 35400 SH SHARED 14 35400 D XL CAP LTD CL A G9825510 52391 740206 SH SHARED 270349 469857 D XL CAP LTD CL A G9825510 6434 90915 SH SHR/OTHR 90915 D XL CAP LTD CL A G9825510 282 3998 SH SHARED 01 3998 D XL CAP LTD CL A G9825510 35 500 SH SHR/OTHR 01 500 D XL CAP LTD CL A G9825510 4214 59547 SH SHARED 02 59547 D XL CAP LTD CL A G9825510 31911 450854 SH SHR/OTHR 10 450854 D ALCON INC COM SHS H0130110 566 13800 SH SHARED 13800 D ALCON INC COM SHS H0130110 385 9395 SH SHARED 02 9395 D ALCON INC COM SHS H0130110 2440 59500 SH SHARED 10 59500 D ALCON INC COM SHS H0130110 1489 36300 SH SHR/OTHR 10 36300 D UBS AG NAMEN AKT H8920M85 1681 39381 SH SHARED 24256 15125 D UBS AG NAMEN AKT H8920M85 85 2000 SH SHARED 02 2000 D ALVARION LTD SHS M0861T10 179 80000 SH SHARED 80000 D ALVARION LTD SHS M0861T10 149 66704 SH SHARED 02 66704 D AUDIOCODES LTD ORD M1534210 0 92 SH SHARED 92 D ROBO GROUP TEK LTD SHS M2033010 1 2000 SH SHARED 01 2000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 7205 497957 SH SHARED 208379 289578 D CHECK POINT SOFTWARE TECH LT ORD M2246510 277 19180 SH SHR/OTHR 19180 D CHECK POINT SOFTWARE TECH LT ORD M2246510 509 35214 SH SHARED 01 35214 D CHECK POINT SOFTWARE TECH LT ORD M2246510 2 200 SH SHR/OTHR 01 200 D CHECK POINT SOFTWARE TECH LT ORD M2246510 988 68305 SH SHARED 02 68305 D CHECK POINT SOFTWARE TECH LT ORD M2246510 6480 447827 SH SHARED 05 447827 D CHECK POINT SOFTWARE TECH LT ORD M2246510 578 40000 SH SHARED 06 40000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 801 55400 SH SHR/OTHR 10 55400 D CHECK POINT SOFTWARE TECH LT ORD M2246510 3999 276431 SH SHARED 12 276431 D ELBIT SYS LTD ORD M3760D10 2 156 SH SHARED 14 156 D PRECISE SOFTWARE SOLUTIONS L ORD M4145010 55 3323 SH SHARED 3323 D PRECISE SOFTWARE SOLUTIONS L ORD M4145010 1 113 SH SHARED 01 113 D PRECISE SOFTWARE SOLUTIONS L ORD M4145010 1217 73219 SH SHARED 02 73219 D LANOPTICS LTD ORD M6706C10 34 7500 SH SHARED 7500 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 71 11615 SH SHARED 11615 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 0 49 SH SHARED 01 49 D ORBOTECH LTD ORD M7525310 9 894 SH SHARED 894 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 139 3649 SH SHARED 3649 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 11 312 SH SHARED 01 312 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 84 2200 SH SHARED 02 2200 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 957 25000 SH SHARED 04 25000 D VERISITY LTD ORD M9738511 535 57927 SH SHARED 57927 D VERISITY LTD ORD M9738511 50 5441 SH SHARED 01 5441 D ASM INTL N V COM N0704510 1780 178428 SH SHARED 178428 D ASM INTL N V COM N0704510 3 322 SH SHARED 01 322 D ASM INTL N V COM N0704510 19 1979 SH SHARED 02 1979 D ASM INTL N V COM N0704510 299 30000 SH SHARED 10 30000 D ASML HLDG NV N Y SHS N0705911 9421 1434013 SH SHARED 1431168 2845 D ASML HLDG NV N Y SHS N0705911 62 9547 SH SHARED 01 4547 5000 D ASML HLDG NV N Y SHS N0705911 1603 244023 SH SHARED 02 244023 D ASML HLDG NV N Y SHS N0705911 985 150000 SH SHARED 04 150000 D ASML HLDG NV N Y SHS N0705911 10542 1604700 SH SHARED 10 1604700 D ASML HLDG NV N Y SHS N0705911 543 82700 SH SHARED 14 82700 D CNH GLOBAL N V SHS N2093510 104 66665 SH SHARED 66665 D CNH GLOBAL N V SHS N2093510 7 4922 SH SHARED 01 4922 D CNH GLOBAL N V SHS N2093510 2398 1537600 SH SHARED 02 1537600 D CORE LABORATORIES N V COM N2271710 45 4400 SH SHARED 4400 D CORE LABORATORIES N V COM N2271710 48 4700 SH SHARED 02 4700 D ORTHOFIX INTL N V COM N6748L10 58 2164 SH SHARED 2164 D QIAGEN N V ORD N7248210 532 91623 SH SHARED 91623 D QIAGEN N V ORD N7248210 24159 4158217 SH SHARED 3738737 419480 D QIAGEN N V ORD N7248210 293 50528 SH SHARED 01 43528 7000 D QIAGEN N V ORD N7248210 4 800 SH SHARED 02 800 D QIAGEN N V ORD N7248210 6565 1130028 SH SHARED 04 1130028 D QIAGEN N V ORD N7248210 555 95600 SH SHARED 05 95600 D QIAGEN N V ORD N7248210 6990 1203146 SH SHARED 06 1203146 D QIAGEN N V ORD N7248210 116 20000 SH SHARED 10 20000 D QIAGEN N V ORD N7248210 17 3029 SH SHR/OTHR 10 3029 D QIAGEN N V ORD N7248210 29 5079 SH SHARED 14 5079 D BANCO LATINOAMERICANO DE EXP CL E P1699413 15 2900 SH SHARED 2900 D BANCO LATINOAMERICANO DE EXP CL E P1699413 0 19 SH SHARED 19 D KERZNER INTERNATIONAL LTD SHS P6065Y10 1 45 SH SHARED 02 45 D PANAMERICAN BEVERAGES INC CL A P7482310 217 10017 SH SHARED 01 10017 D PANAMERICAN BEVERAGES INC CL A P7482310 37 1721 SH SHR/OTHR 01 1721 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 6403 426023 SH SHARED 425523 500 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 428 28522 SH SHARED 01 28522 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 25 1729 SH SHARED 02 1729 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 165 27311 SH SHARED 27311 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 127 21002 SH SHARED 01 21002 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 27 4540 SH SHARED 02 4540 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 1 300 SH SHARED 05 300 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 6 1000 SH SHR/OTHR 10 1000 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 4 700 SH SHARED 14 700 D FLEXTRONICS INTL LTD ORD Y2573F10 4423 507337 SH SHARED 500772 6565 D FLEXTRONICS INTL LTD ORD Y2573F10 21708 2489510 SH SHARED 01 2489510 D FLEXTRONICS INTL LTD ORD Y2573F10 9 1100 SH SHR/OTHR 01 100 1000 D FLEXTRONICS INTL LTD ORD Y2573F10 629 72202 SH SHARED 02 72202 D FLEXTRONICS INTL LTD ORD Y2573F10 76045 8720842 SH SHARED 04 8720842 D FLEXTRONICS INTL LTD ORD Y2573F10 1613 185000 SH SHARED 06 185000 D FLEXTRONICS INTL LTD ORD Y2573F10 6516 747310 SH SHR/OTHR 10 747310 D FLEXTRONICS INTL LTD ORD Y2573F10 771 88480 SH SHARED 14 88480 D PACIFIC INTERNET LTD ORD Y6618310 14 2900 SH SHARED 2900 D PACIFIC INTERNET LTD ORD Y6618310 0 16 SH SHARED 02 16 D TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 143 3700 SH SHARED 3700 D TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 31 799 SH SHARED 01 799 D AAON INC COM PAR $0.004 00036020 16 1265 SH SHARED 1265 D AAON INC COM PAR $0.004 00036020 21 1700 SH SHARED 01 1700 D AAON INC COM PAR $0.004 00036020 72 5700 SH SHARED 02 5700 D AAR CORP COM 00036110 19 5245 SH SHARED 5245 D AAR CORP COM 00036110 28 7550 SH SHARED 01 7550 D AAR CORP COM 00036110 59 15811 SH SHARED 02 15811 D ABB LTD SPONSORED ADR 00037520 1 460 SH SHARED 460 D ABB LTD SPONSORED ADR 00037520 0 40 SH SHARED 01 40 D ABC BANCORP COM 00040010 8 587 SH SHARED 587 D ABC BANCORP COM 00040010 9 700 SH SHARED 01 700 D ABC BANCORP COM 00040010 82 6000 SH SHARED 02 6000 D A C MOORE ARTS & CRAFTS INC COM 00086T10 9 688 SH SHARED 688 D A C MOORE ARTS & CRAFTS INC COM 00086T10 38 2800 SH SHARED 01 2800 D A C MOORE ARTS & CRAFTS INC COM 00086T10 120 8711 SH SHARED 02 8711 D A D A M INC COM 00088U10 0 1000 SH SHARED 1000 D A D C TELECOMMUNICATIONS COM 00088610 4721 2292147 SH SHARED 2288647 3500 D A D C TELECOMMUNICATIONS COM 00088610 492 239250 SH SHARED 01 238800 450 D A D C TELECOMMUNICATIONS COM 00088610 1409 684066 SH SHARED 02 684066 D A D C TELECOMMUNICATIONS COM 00088610 10 5046 SH SHARED 05 5046 D A D C TELECOMMUNICATIONS COM 00088610 14 7000 SH SHARED 06 7000 D A D C TELECOMMUNICATIONS COM 00088610 944 458337 SH SHR/OTHR 10 458337 D ADE CORP MASS COM 00089C10 3 539 SH SHARED 539 D ADE CORP MASS COM 00089C10 9 1667 SH SHARED 01 1667 D ADE CORP MASS COM 00089C10 33 5700 SH SHARED 02 5700 D ACM INCOME FUND INC COM 00091210 139 15899 SH SHARED 01 13674 2225 D ACM GOVT OPPORTUNITY FD INC COM 00091810 5 600 SH SHARED 600 D ABN AMRO HLDG NV SPONSORED ADR 00093710 84 5775 SH SHARED 5775 D ABN AMRO HLDG NV SPONSORED ADR 00093710 0 23 SH SHARED 01 23 D ABN AMRO HLDG NV SPONSORED ADR 00093710 4039 275705 SH SHARED 02 275705 D ACM MANAGED DLR INCOME FD COM 00094910 3 521 SH SHARED 521 D ACT TELECONFERENCING INC COM 00095510 14 8493 SH SHARED 8493 D ACT TELECONFERENCING INC COM 00095510 1 747 SH SHARED 01 747 D ABM INDS INC COM 00095710 12540 954383 SH SHARED 593483 7400 353500 D ABM INDS INC COM 00095710 1840 140079 SH SHARED 01 140079 D ABM INDS INC COM 00095710 1037 78991 SH SHARED 02 78991 D ABM INDS INC COM 00095710 216 16500 SH SHARED 05 16500 D ABM INDS INC COM 00095710 5893 448500 SH SHARED 10 448500 D ABM INDS INC COM 00095710 11454 871700 SH SHR/OTHR 10 871700 D ABM INDS INC COM 00095710 53 4100 SH SHARED 12 4100 D AEP INDS INC COM 00103110 2 263 SH SHARED 263 D AEP INDS INC COM 00103110 6 700 SH SHARED 01 700 D AEP INDS INC COM 00103110 21 2500 SH SHARED 02 2500 D AFC ENTERPRISES INC COM 00104Q10 10 778 SH SHARED 778 D AFC ENTERPRISES INC COM 00104Q10 51 3800 SH SHARED 01 3800 D AFC ENTERPRISES INC COM 00104Q10 117 8721 SH SHARED 02 8721 D AFLAC INC COM 00105510 78663 2454397 SH SHARED 1611292 843105 D AFLAC INC COM 00105510 3346 104430 SH SHR/OTHR 104430 D AFLAC INC COM 00105510 21429 668623 SH SHARED 01 531368 137255 D AFLAC INC COM 00105510 1090 34039 SH SHR/OTHR 01 7115 26924 D AFLAC INC COM 00105510 7144 222902 SH SHARED 02 222902 D AFLAC INC COM 00105510 7208 224900 SH SHARED 04 224900 D AFLAC INC COM 00105510 511 15967 SH SHARED 05 15967 D AFLAC INC COM 00105510 237 7400 SH SHARED 06 7400 D AFLAC INC COM 00105510 11699 365032 SH SHR/OTHR 10 365032 D AFLAC INC COM 00105510 615 19200 SH SHARED 14 19200 D AGCO CORP COM 00108410 3424 212712 SH SHARED 212712 D AGCO CORP COM 00108410 739 45912 SH SHARED 01 45912 D AGCO CORP COM 00108410 416 25873 SH SHARED 02 25873 D AGL RES INC COM 00120410 496 21000 SH SHARED 21000 D AGL RES INC COM 00120410 1074 45480 SH SHARED 01 45480 D AGL RES INC COM 00120410 1241 52531 SH SHARED 02 52531 D AHL SVCS INC COM 00129610 173 133200 SH SHARED 133200 D AHL SVCS INC COM 00129610 6 5000 SH SHARED 5000 D AHL SVCS INC COM 00129610 6 5000 SH SHARED 02 5000 D AES CORP COM 00130H10 4746 1311096 SH SHARED 1306796 4300 D AES CORP COM 00130H10 47 13034 SH SHR/OTHR 13034 D AES CORP COM 00130H10 478 132301 SH SHARED 01 126501 5800 D AES CORP COM 00130H10 1320 364812 SH SHARED 02 364812 D AES CORP COM 00130H10 1300 359138 SH SHR/OTHR 10 359138 D AES CORP COM 00130H10 21 6000 SH SHARED 14 6000 D AK STL HLDG CORP COM 00154710 219 67656 SH SHARED 67656 D AK STL HLDG CORP COM 00154710 1887 580738 SH SHARED 01 580738 D AK STL HLDG CORP COM 00154710 4434 1364377 SH SHARED 02 1364377 D AMB PROPERTY CORP COM 00163T10 440 15603 SH SHARED 15603 D AMB PROPERTY CORP COM 00163T10 672 23800 SH SHARED 01 23800 D AMB PROPERTY CORP COM 00163T10 672 23807 SH SHARED 02 23807 D AMB PROPERTY CORP COM 00163T10 1 36 SH SHARED 11 36 D AMC ENTMT INC COM 00166910 50 5798 SH SHARED 5798 D AMC ENTMT INC COM 00166910 259 29905 SH SHARED 01 29905 D AMC ENTMT INC COM 00166910 163 18873 SH SHARED 02 18873 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 25 1203 SH SHARED 1203 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 115 5500 SH SHARED 01 5500 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 173 8225 SH SHARED 02 8225 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 41 1990 SH SHARED 10 1990 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 6965 330900 SH SHR/OTHR 10 330900 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 7335 348500 SH SHARED 11 348500 D AMN HEALTHCARE SERVICES INC COM 00174410 60 5500 SH SHARED 01 5500 D AMN HEALTHCARE SERVICES INC COM 00174410 14 1324 SH SHARED 02 1324 D AMR CORP COM 00176510 32 15400 SH SHARED 15400 D AMR CORP COM 00176510 0 200 SH SHARED 200 D AMR CORP COM 00176510 0 1 SH SHARED 01 1 D AMR CORP COM 00176510 4 2000 SH SHR/OTHR 01 2000 D AMR CORP COM 00176510 212 101365 SH SHARED 02 101365 D AOL TIME WARNER INC COM 00184A10 77 7115 SH SHARED 6590 525 D AOL TIME WARNER INC COM 00184A10 218259 20097515 SH SHARED 13797182 71200 6229133 D AOL TIME WARNER INC COM 00184A10 2487 229085 SH SHR/OTHR 229085 D AOL TIME WARNER INC COM 00184A10 25729 2369217 SH SHARED 01 2320440 375 48402 D AOL TIME WARNER INC COM 00184A10 2703 248974 SH SHR/OTHR 01 134747 114227 D AOL TIME WARNER INC COM 00184A10 31812 2929318 SH SHARED 02 2929318 D AOL TIME WARNER INC COM 00184A10 16063 1479160 SH SHARED 03 1016110 463050 D AOL TIME WARNER INC COM 00184A10 107441 9893300 SH SHARED 04 9893300 D AOL TIME WARNER INC COM 00184A10 74577 6867142 SH SHARED 05 6867142 D AOL TIME WARNER INC COM 00184A10 10889 1002723 SH SHARED 06 1002723 D AOL TIME WARNER INC COM 00184A10 4289 395017 SH SHARED 07 395017 D AOL TIME WARNER INC COM 00184A10 7125 656100 SH SHARED 08 656100 D AOL TIME WARNER INC COM 00184A10 1879 173100 SH SHARED 09 173100 D AOL TIME WARNER INC COM 00184A10 152678 14058810 SH SHARED 10 4438400 9385800 234610 D AOL TIME WARNER INC COM 00184A10 48203 4438592 SH SHR/OTHR 10 4438592 D AOL TIME WARNER INC COM 00184A10 3516 323772 SH SHARED 14 323772 D APAC CUSTOMER SERVICES INC COM 00185E10 3 1717 SH SHARED 1717 D APAC CUSTOMER SERVICES INC COM 00185E10 18 8002 SH SHARED 01 8002 D APAC CUSTOMER SERVICES INC COM 00185E10 36 15700 SH SHARED 02 15700 D ATI TECHNOLOGIES INC COM 00194110 1340 260702 SH SHARED 260702 D ATI TECHNOLOGIES INC COM 00194110 136 26503 SH SHARED 01 22253 4250 D ATI TECHNOLOGIES INC COM 00194110 15 3111 SH SHR/OTHR 01 3111 D ATI TECHNOLOGIES INC COM 00194110 874 170039 SH SHARED 02 170039 D AT&T CORP COM NEW 00195750 33954 2095930 SH SHARED 1998253 97677 D AT&T CORP COM NEW 00195750 76 4732 SH SHR/OTHR 4732 D AT&T CORP COM NEW 00195750 8572 529181 SH SHARED 01 513272 15909 D AT&T CORP COM NEW 00195750 60 3709 SH SHR/OTHR 01 1491 2218 D AT&T CORP COM NEW 00195750 9699 598705 SH SHARED 02 598705 D AT&T CORP COM NEW 00195750 1208 74611 SH SHARED 03 73991 620 D AT&T CORP COM NEW 00195750 3498 215930 SH SHARED 04 215930 D AT&T CORP COM NEW 00195750 589 36369 SH SHARED 05 36369 D AT&T CORP COM NEW 00195750 592 36580 SH SHARED 06 36580 D AT&T CORP COM NEW 00195750 6001 370440 SH SHARED 10 75000 270440 25000 D AT&T CORP COM NEW 00195750 7995 493524 SH SHR/OTHR 10 493524 D AT&T CORP COM NEW 00195750 1029 63560 SH SHARED 14 63560 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 338 211735 SH SHARED 211735 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 0 65 SH SHARED 01 65 D ASA LTD COM 00205010 34 1002 SH SHARED 1002 D ASA LTD COM 00205010 3 98 SH SHARED 01 98 D ASA LTD COM 00205010 8 233 SH SHARED 02 233 D ATMI INC NOTE 5.250%11/1 00207RAC 16102 13330000 PRN SHARED 13330000 D ATMI INC COM 00207R10 2249 116800 SH SHARED 116800 D ATMI INC COM 00207R10 366 19034 SH SHARED 9707 9327 D ATMI INC COM 00207R10 229 11932 SH SHARED 01 11932 D ATMI INC COM 00207R10 375 19501 SH SHARED 02 19501 D ATMI INC COM 00207R10 5344 277500 SH SHARED 10 277500 D AT&T WIRELESS SVCS INC COM 00209A10 107638 16308905 SH SHARED 7893960 38500 8376445 D AT&T WIRELESS SVCS INC COM 00209A10 76 11516 SH SHR/OTHR 11516 D AT&T WIRELESS SVCS INC COM 00209A10 13238 2005824 SH SHARED 01 1947115 58709 D AT&T WIRELESS SVCS INC COM 00209A10 210 31956 SH SHR/OTHR 01 26560 5396 D AT&T WIRELESS SVCS INC COM 00209A10 16966 2570700 SH SHARED 02 2570700 D AT&T WIRELESS SVCS INC COM 00209A10 2173 329314 SH SHARED 03 256151 73163 D AT&T WIRELESS SVCS INC COM 00209A10 187733 28444410 SH SHARED 04 28444410 D AT&T WIRELESS SVCS INC COM 00209A10 43139 6536241 SH SHARED 05 6536241 D AT&T WIRELESS SVCS INC COM 00209A10 13517 2048092 SH SHARED 06 2048092 D AT&T WIRELESS SVCS INC COM 00209A10 3531 535004 SH SHARED 07 535004 D AT&T WIRELESS SVCS INC COM 00209A10 5161 782000 SH SHARED 08 782000 D AT&T WIRELESS SVCS INC COM 00209A10 1794 271900 SH SHARED 09 271900 D AT&T WIRELESS SVCS INC COM 00209A10 76577 11602600 SH SHARED 10 276300 11096300 230000 D AT&T WIRELESS SVCS INC COM 00209A10 11867 1798181 SH SHR/OTHR 10 1798181 D AT&T WIRELESS SVCS INC COM 00209A10 1890 286514 SH SHARED 14 286514 D ATA HOLDINGS CORP COM 00209H10 10 2738 SH SHARED 2738 D ATA HOLDINGS CORP COM 00209H10 12 3333 SH SHARED 01 3333 D ATA HOLDINGS CORP COM 00209H10 8 2200 SH SHARED 02 2200 D AU OPTRONICS CORP SPONSORED ADR 00225510 6318 1118300 SH SHARED 1118300 D AU OPTRONICS CORP SPONSORED ADR 00225510 4175 739100 SH SHARED 04 739100 D AU OPTRONICS CORP SPONSORED ADR 00225510 565 100000 SH SHARED 06 100000 D AU OPTRONICS CORP SPONSORED ADR 00225510 18 3300 SH SHARED 14 3300 D AVI BIOPHARMA INC COM 00234610 11 3377 SH SHARED 02 3377 D AVX CORP NEW COM 00244410 274 30480 SH SHARED 30480 D AVX CORP NEW COM 00244410 100 11117 SH SHARED 01 11117 D AVX CORP NEW COM 00244410 43 4787 SH SHARED 02 4787 D AXT INC COM 00246W10 0 974 SH SHARED 974 D AXT INC COM 00246W10 3 5883 SH SHARED 01 5883 D AXT INC COM 00246W10 7 11300 SH SHARED 02 11300 D AAIPHARMA INC COM 00252W10 28 3339 SH SHARED 339 3000 D AAIPHARMA INC COM 00252W10 1715 199000 SH SHARED 01 199000 D AAIPHARMA INC COM 00252W10 87 10100 SH SHARED 02 10100 D AASTROM BIOSCIENCES INC COM 00253U10 6 20000 SH SHARED 20000 D AASTROM BIOSCIENCES INC COM 00253U10 1 6000 SH SHARED 01 6000 D AARON RENTS INC COM 00253520 19 972 SH SHARED 972 D AARON RENTS INC COM 00253520 1163 57100 SH SHARED 01 57100 D AARON RENTS INC COM 00253520 191 9412 SH SHARED 02 9412 D ABBOTT LABS COM 00282410 320853 8531068 SH SHARED 6394069 18635 2118364 D ABBOTT LABS COM 00282410 9302 247345 SH SHR/OTHR 247345 D ABBOTT LABS COM 00282410 53516 1422932 SH SHARED 01 1242827 27304 152801 D ABBOTT LABS COM 00282410 19061 506819 SH SHR/OTHR 01 287608 219211 D ABBOTT LABS COM 00282410 32390 861231 SH SHARED 02 861231 D ABBOTT LABS COM 00282410 6867 182600 SH SHARED 03 155200 27400 D ABBOTT LABS COM 00282410 143002 3802250 SH SHARED 04 3802250 D ABBOTT LABS COM 00282410 2892 76897 SH SHARED 05 76897 D ABBOTT LABS COM 00282410 2922 77700 SH SHARED 06 77700 D ABBOTT LABS COM 00282410 52134 1386200 SH SHARED 10 303300 976400 106500 D ABBOTT LABS COM 00282410 43337 1152289 SH SHR/OTHR 10 1152289 D ABBOTT LABS COM 00282410 3580 95209 SH SHARED 14 95209 D ABER DIAMOND CORP COM 00289310 18 1000 SH SHARED 1000 D ABER DIAMOND CORP COM 00289310 68 3700 SH SHARED 01 3700 D ABER DIAMOND CORP COM 00289310 81 4400 SH SHARED 02 4400 D ABER DIAMOND CORP COM 00289310 925 50000 SH SHARED 04 50000 D ABER DIAMOND CORP COM 00289310 3516 190000 SH SHR/OTHR 10 190000 D ABERCROMBIE & FITCH CO CL A 00289620 684 22786 SH SHARED 22786 D ABERCROMBIE & FITCH CO CL A 00289620 5455 181657 SH SHARED 01 181657 D ABERCROMBIE & FITCH CO CL A 00289620 1223 40742 SH SHARED 02 40742 D ABERCROMBIE & FITCH CO CL A 00289620 300 10000 SH SHARED 04 10000 D ABERCROMBIE & 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D ABINGTON BANCORP INC NEW COM 00350P10 2 100 SH SHARED 100 D ABIOMED INC COM 00365410 3 813 SH SHARED 813 D ABIOMED INC COM 00365410 24 6242 SH SHARED 01 6242 D ABIOMED INC COM 00365410 29 7600 SH SHARED 02 7600 D ABLE LABORATORIES INC COM NEW 00371N40 20 1480 SH SHARED 02 1480 D ACACIA RESH CORP COMBIMTRX COM 00388120 6 3412 SH SHARED 2296 1116 D ACACIA RESH CORP COMBIMTRX COM 00388120 9 5106 SH SHARED 01 5106 D ACACIA RESH CORP COMBIMTRX COM 00388120 12 6600 SH SHARED 02 6600 D ACACIA RESH CORP COMBIMTRX COM 00388120 9 4912 SH SHARED 04 4912 D ACACIA RESH CORP ACACIA TCH COM 00388130 6 5676 SH SHARED 3676 2000 D ACACIA RESH CORP ACACIA TCH COM 00388130 4 3952 SH SHARED 01 3952 D ACACIA RESH CORP ACACIA TCH COM 00388130 14 11900 SH SHARED 02 11900 D ACACIA RESH CORP ACACIA TCH COM 00388130 10 8800 SH SHARED 04 8800 D ABITIBI-CONSOLIDATED INC COM 00392410 7615 1095722 SH SHARED 1095722 D ABITIBI-CONSOLIDATED INC COM 00392410 982 141383 SH SHARED 01 141383 D ABITIBI-CONSOLIDATED INC COM 00392410 2354 338834 SH SHARED 02 338834 D ABITIBI-CONSOLIDATED INC COM 00392410 1390 200000 SH SHARED 04 200000 D ABITIBI-CONSOLIDATED INC COM 00392410 413 59500 SH SHARED 05 59500 D ABITIBI-CONSOLIDATED INC COM 00392410 173 25000 SH SHARED 06 25000 D ABITIBI-CONSOLIDATED INC COM 00392410 865 124500 SH SHARED 14 124500 D ACADIA RLTY TR COM SH BEN INT 00423910 40 5000 SH SHARED 5000 D ACADIA RLTY TR COM SH BEN INT 00423910 28 3600 SH SHARED 01 3600 D ACADIA RLTY TR COM SH BEN INT 00423910 64 8100 SH SHARED 02 8100 D ACAMBIS PLC SPONSORED ADR 00428610 672 17692 SH SHARED 17692 D ACAMBIS PLC SPONSORED ADR 00428610 0 8 SH SHARED 01 8 D ACAMBIS PLC SPONSORED ADR 00428610 1801 47420 SH SHARED 02 47420 D ACCLAIM ENTMT INC COM PAR $0.02 00432520 1 3993 SH SHARED 3993 D ACCLAIM ENTMT INC COM PAR $0.02 00432520 6 15988 SH SHARED 01 15988 D ACCLAIM ENTMT INC COM PAR $0.02 00432520 16 42500 SH SHARED 02 42500 D ACCREDO HEALTH INC COM 00437V10 9846 404575 SH SHARED 289126 115449 D ACCREDO HEALTH INC COM 00437V10 2761 113461 SH SHARED 01 113461 D ACCREDO HEALTH INC COM 00437V10 901 37020 SH SHARED 02 37020 D ACCREDO HEALTH INC COM 00437V10 164 6775 SH SHARED 05 6775 D ACCREDO HEALTH INC COM 00437V10 5247 215600 SH SHR/OTHR 10 215600 D ACCREDO HEALTH INC COM 00437V10 47 1950 SH SHARED 12 1950 D ACE CASH EXPRESS INC COM 00440310 12 1300 SH SHARED 02 1300 D ACETO CORP COM 00444610 328 25600 SH SHARED 01 25600 D ACETO CORP COM 00444610 16 1261 SH SHARED 02 1261 D ACLARA BIOSCIENCES INC COM 00461P10 643 321500 SH SHARED 321500 D ACLARA BIOSCIENCES INC COM 00461P10 0 300 SH SHARED 02 300 D ACMAT CORP CL A 00461620 130 15700 SH SHARED 01 15700 D ACME COMMUNICATION INC COM 00463110 3 529 SH SHARED 529 D ACME COMMUNICATION INC COM 00463110 36 5600 SH SHARED 02 5600 D ACTIVISION INC NEW COM NEW 00493020 4519 312768 SH SHARED 309168 3600 D ACTIVISION INC NEW COM NEW 00493020 184 12800 SH SHARED 01 12800 D ACTIVISION INC NEW COM NEW 00493020 772 53463 SH SHARED 02 53463 D ACTIVISION INC NEW COM NEW 00493020 5450 377200 SH SHARED 10 377200 D ACTION PERFORMANCE COS INC NOTE 4.750% 4/0 004933AB 2405 2500000 PRN SHARED 2500000 D ACTION PERFORMANCE COS INC COM 00493310 118 5599 SH SHARED 5599 D ACTION PERFORMANCE COS INC COM 00493310 86 4100 SH SHARED 01 4100 D ACTION PERFORMANCE COS INC COM 00493310 219 10373 SH SHARED 02 10373 D ACTEL CORP COM 00493410 84 4943 SH SHARED 4943 D ACTEL CORP COM 00493410 181 10658 SH SHARED 01 10658 D ACTEL CORP COM 00493410 222 13035 SH SHARED 02 13035 D ACTIVE POWER INC COM 00504W10 7 6579 SH SHARED 6579 D ACTIVE POWER INC COM 00504W10 12 11228 SH SHARED 01 11228 D ACTIVE POWER INC COM 00504W10 22 20308 SH SHARED 02 20308 D ACTIVE POWER INC COM 00504W10 96 86500 SH SHARED 04 86500 D ACTUATE CORP COM 00508B10 649 467952 SH SHARED 467952 D ACTUATE CORP COM 00508B10 13 9907 SH SHARED 01 9907 D ACTUATE CORP COM 00508B10 76 54900 SH SHARED 02 54900 D ACTUANT CORP CL A NEW 00508X20 564 16056 SH SHARED 16056 D ACTUANT CORP CL A NEW 00508X20 160 4577 SH SHARED 01 4577 D ACTUANT CORP CL A NEW 00508X20 228 6514 SH SHARED 02 6514 D ACUITY BRANDS INC COM 00508Y10 36 2726 SH SHARED 2726 D ACUITY BRANDS INC COM 00508Y10 531 39541 SH SHARED 01 39541 D ACUITY BRANDS INC COM 00508Y10 343 25504 SH SHARED 02 25504 D ACXIOM CORP NOTE 3.750% 2/1 005125AB 2100 1750000 PRN SHARED 02 1750000 D ACXIOM CORP COM 00512510 2813 167200 SH SHARED 164700 2500 D ACXIOM CORP COM 00512510 4594 273000 SH SHARED 01 273000 D ACXIOM CORP COM 00512510 688 40916 SH SHARED 02 40916 D ADAMS EXPRESS CO COM 00621210 21 2079 SH SHARED 1500 579 D ADAMS EXPRESS CO COM 00621210 20 2011 SH SHARED 01 2011 D ADAMS EXPRESS CO COM 00621210 272 26829 SH SHR/OTHR 01 26829 D ADAPTEC INC COM 00651F10 407 67580 SH SHARED 32280 35300 D ADAPTEC INC COM 00651F10 316 52484 SH SHARED 01 12404 40080 D ADAPTEC INC COM 00651F10 59 9800 SH SHR/OTHR 01 9800 D ADAPTEC INC COM 00651F10 125 20736 SH SHARED 02 20736 D ADAPTEC INC COM 00651F10 15809 2621800 SH SHARED 10 2122400 499400 D 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4366667 SH SHARED 02 4366667 D AGERE SYS INC CL B 00845V20 60 40495 SH SHARED 05 40495 D AGERE SYS INC CL B 00845V20 12 8050 SH SHARED 06 8050 D AGERE SYS INC CL B 00845V20 1101 734210 SH SHARED 10 734210 D AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB 4 5000 PRN SHARED 01 5000 D AGILENT TECHNOLOGIES INC COM 00846U10 12349 939094 SH SHARED 883875 55219 D AGILENT TECHNOLOGIES INC COM 00846U10 343 26125 SH SHR/OTHR 26125 D AGILENT TECHNOLOGIES INC COM 00846U10 2930 222831 SH SHARED 01 216241 6590 D AGILENT TECHNOLOGIES INC COM 00846U10 963 73298 SH SHR/OTHR 01 60465 12833 D AGILENT TECHNOLOGIES INC COM 00846U10 7780 591693 SH SHARED 02 591693 D AGILENT TECHNOLOGIES INC COM 00846U10 3287 250000 SH SHARED 04 250000 D AGILENT TECHNOLOGIES INC COM 00846U10 6083 462586 SH SHARED 05 462586 D AGILENT TECHNOLOGIES INC COM 00846U10 330 25137 SH SHARED 06 25137 D AGILENT TECHNOLOGIES INC COM 00846U10 5959 453200 SH SHARED 10 453200 D AGILENT TECHNOLOGIES INC COM 00846U10 3999 304181 SH 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11916 SH SHR/OTHR 01 7116 4800 D AIR PRODS & CHEMS INC COM 00915810 3599 86893 SH SHARED 02 86893 D AIR PRODS & CHEMS INC COM 00915810 347 8378 SH SHARED 05 8378 D AIR PRODS & CHEMS INC COM 00915810 480 11600 SH SHARED 06 11600 D AIR PRODS & CHEMS INC COM 00915810 1532 37000 SH SHARED 10 37000 D AIR PRODS & CHEMS INC COM 00915810 6009 145044 SH SHR/OTHR 10 145044 D AIR PRODS & CHEMS INC COM 00915810 1189 28700 SH SHARED 14 28700 D AIRBORNE INC COM 00926910 19901 1014858 SH SHARED 1014858 D AIRBORNE INC COM 00926910 496 25307 SH SHARED 01 25307 D AIRBORNE INC COM 00926910 1009 51498 SH SHARED 02 51498 D AIRGAS INC COM 00936310 124 6700 SH SHARED 6700 D AIRGAS INC COM 00936310 1544 83441 SH SHARED 83441 D AIRGAS INC COM 00936310 2214 119613 SH SHARED 01 119613 D AIRGAS INC COM 00936310 948 51244 SH SHARED 02 51244 D AIRGAS INC COM 00936310 151 8200 SH SHARED 06 8200 D AIRGATE PCS INC COM 00936710 1 4420 SH SHARED 4420 D AIRGATE PCS INC COM 00936710 1 5876 SH SHARED 01 5876 D AIRGATE PCS 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D ALCAN INC COM 01371610 42 1530 SH SHR/OTHR 01 1530 D ALCAN INC COM 01371610 5936 212792 SH SHARED 02 212792 D ALCAN INC COM 01371610 4743 170000 SH SHARED 04 170000 D ALCAN INC COM 01371610 569 20400 SH SHARED 05 20400 D ALCAN INC COM 01371610 303 10870 SH SHARED 06 10870 D ALCAN INC COM 01371610 147 5300 SH SHARED 10 5300 D ALCAN INC COM 01371610 739 26497 SH SHR/OTHR 10 26497 D ALCAN INC COM 01371610 71 2547 SH SHARED 14 2547 D ALCOA INC COM 01381710 77366 3992077 SH SHARED 3202508 789569 D ALCOA INC COM 01381710 7590 391675 SH SHARED 01 384386 7289 D ALCOA INC COM 01381710 529 27300 SH SHR/OTHR 01 8900 18400 D ALCOA INC COM 01381710 9393 484715 SH SHARED 02 484715 D ALCOA INC COM 01381710 5955 307280 SH SHARED 03 293180 14100 D ALCOA INC COM 01381710 4562 235440 SH SHARED 04 235440 D ALCOA INC COM 01381710 528 27277 SH SHARED 05 27277 D ALCOA INC COM 01381710 256 13220 SH SHARED 06 13220 D ALCOA INC COM 01381710 12629 651700 SH SHARED 10 487500 164200 D ALCOA INC COM 01381710 10010 516542 SH SHR/OTHR 10 516542 D ALCOA INC COM 01381710 1051 54247 SH SHARED 14 54247 D ALCATEL SPONSORED ADR 01390430 1084 157452 SH SHARED 128917 28535 D ALCATEL SPONSORED ADR 01390430 61 8961 SH SHARED 01 8961 D ALCATEL SPONSORED ADR 01390430 931 135178 SH SHARED 02 135178 D ALCATEL SPONSORED ADR 01390430 83 12100 SH SHR/OTHR 10 12100 D ALDERWOODS GROUP INC COM 01438310 8 2483 SH SHARED 2483 D ALDERWOODS GROUP INC COM 01438310 45 12900 SH SHARED 01 12900 D ALDERWOODS GROUP INC COM 01438310 84 24200 SH SHARED 02 24200 D ALEXANDER & BALDWIN INC COM 01448210 265 10669 SH SHARED 10669 D ALEXANDER & BALDWIN INC COM 01448210 495 19933 SH SHARED 01 19933 D ALEXANDER & BALDWIN INC COM 01448210 848 34141 SH SHARED 02 34141 D ALEXANDERS INC COM 01475210 30 477 SH SHARED 477 D ALEXANDERS INC COM 01475210 44 700 SH SHARED 01 700 D ALEXANDERS INC COM 01475210 76 1200 SH SHARED 02 1200 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 202 4825 SH SHARED 4825 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 2131 50700 SH SHARED 01 50700 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 454 10800 SH SHARED 02 10800 D ALEXION PHARMACEUTICALS INC NOTE 5.750% 3/1 015351AB 3828 5500000 PRN SHARED 5500000 D ALEXION PHARMACEUTICALS INC COM 01535110 75 6212 SH SHARED 6212 D ALEXION PHARMACEUTICALS INC COM 01535110 241 19883 SH SHARED 01 19883 D ALEXION PHARMACEUTICALS INC COM 01535110 2 200 SH SHR/OTHR 01 200 D ALEXION PHARMACEUTICALS INC COM 01535110 153 12630 SH SHARED 02 12630 D ALEXION PHARMACEUTICALS INC COM 01535110 506 41690 SH SHR/OTHR 10 41690 D ALFA CORP COM 01538510 9 827 SH SHARED 827 D ALFA CORP COM 01538510 228 19701 SH SHARED 01 19701 D ALFA CORP COM 01538510 283 24388 SH SHARED 02 24388 D ALICO INC COM 01623010 4696 193838 SH SHARED 193838 D ALICO INC COM 01623010 24 1000 SH SHARED 01 1000 D ALICO INC COM 01623010 50 2100 SH SHARED 02 2100 D ALIGN TECHNOLOGY INC COM 01625510 43 7267 SH SHARED 2167 5100 D ALIGN TECHNOLOGY INC COM 01625510 56 9400 SH SHARED 01 9400 D ALIGN TECHNOLOGY INC COM 01625510 121 20100 SH SHARED 02 20100 D ALKERMES INC NOTE 6.520%12/3 01642TAC 18257 13327000 PRN SHARED 13327000 D ALKERMES INC NOTE 6.520%12/3 01642TAC 13747 10035000 PRN SHARED 02 10035000 D ALKERMES INC COM 01642T10 273 30143 SH SHARED 30143 D ALKERMES INC COM 01642T10 668 73753 SH SHARED 01 73753 D ALKERMES INC COM 01642T10 839 92601 SH SHARED 02 55301 37300 D ALKERMES INC COM 01642T10 10 1200 SH SHARED 10 1200 D ALKERMES INC COM 01642T10 2010 221700 SH SHR/OTHR 10 221700 D ALLEGHANY CORP DEL COM 01717510 118 724 SH SHARED 724 D ALLEGHANY CORP DEL COM 01717510 103 632 SH SHARED 01 632 D ALLEGHANY CORP DEL COM 01717510 50 309 SH SHARED 02 309 D ALLEGHENY ENERGY INC COM 01736110 1917 308838 SH SHARED 305838 3000 D ALLEGHENY ENERGY INC COM 01736110 6455 1039534 SH SHARED 01 1039334 200 D ALLEGHENY ENERGY INC COM 01736110 553 89195 SH SHARED 02 89195 D ALLEGHENY ENERGY INC COM 01736110 6 1029 SH SHARED 05 1029 D ALLEGHENY ENERGY INC COM 01736110 1520 244894 SH SHR/OTHR 10 244894 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 555 191595 SH SHARED 191595 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 13 4707 SH SHARED 01 4707 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 13 4550 SH SHR/OTHR 01 4550 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 97 33727 SH SHARED 02 33727 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 91 31400 SH SHARED 06 31400 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 130 45086 SH SHR/OTHR 10 45086 D ALLEGIANCE TELECOM INC COM 01747T10 6 21348 SH SHARED 21348 D ALLEGIANCE TELECOM INC COM 01747T10 0 1311 SH SHARED 01 1311 D ALLEGIANCE TELECOM INC COM 01747T10 19 66400 SH SHARED 02 66400 D ALLEGIANT BANCORP INC COM 01747610 14 860 SH SHARED 860 D ALLEGIANT BANCORP INC COM 01747610 69 4100 SH SHARED 01 4100 D ALLEGIANT BANCORP INC COM 01747610 121 7200 SH SHARED 02 7200 D ALLEN TELECOM INC COM 01809110 42 4334 SH SHARED 4334 D ALLEN TELECOM INC COM 01809110 73 7541 SH SHARED 01 7541 D ALLEN TELECOM INC COM 01809110 302 30979 SH SHARED 02 30979 D ALLEN TELECOM INC COM 01809110 5 600 SH SHARED 10 600 D ALLEN TELECOM INC PFD CONV SER D 01809120 5566 75000 SH SHARED 75000 D ALLERGAN INC COM 01849010 48204 706705 SH SHARED 277900 9800 419005 D ALLERGAN INC COM 01849010 93 1364 SH SHR/OTHR 1364 D ALLERGAN INC COM 01849010 2121 31102 SH SHARED 01 28302 2800 D ALLERGAN INC COM 01849010 4416 64745 SH SHARED 02 64745 D ALLERGAN INC COM 01849010 4024 59000 SH SHARED 03 59000 D ALLERGAN INC COM 01849010 19414 284629 SH SHARED 05 284629 D ALLERGAN INC COM 01849010 613 9000 SH SHARED 06 9000 D ALLERGAN INC COM 01849010 1541 22600 SH SHARED 07 22600 D ALLERGAN INC COM 01849010 1009 14800 SH SHARED 09 14800 D ALLERGAN INC COM 01849010 39063 572700 SH SHARED 10 55000 517700 D ALLERGAN INC COM 01849010 7712 113067 SH SHR/OTHR 10 113067 D ALLERGAN INC COM 01849010 3581 52500 SH SHARED 14 52500 D ALLETE INC COM 01852210 494 23806 SH SHARED 23806 D ALLETE INC COM 01852210 585 28210 SH SHARED 01 28210 D ALLETE INC COM 01852210 930 44835 SH SHARED 02 44835 D ALLIANCE ATLANTIS COMMUNICAT CL B NON-VTG 01853E20 31 3800 SH SHARED 01 3800 D ALLIANCE CALIF MUN INCOME FD COM 01854610 1097 79927 SH SHARED 79927 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 941 32683 SH SHARED 29883 2800 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 76 2662 SH SHARED 01 2662 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 296 10300 SH SHR/OTHR 01 7700 2600 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 26 920 SH SHARED 02 920 D ALLIANCE DATA SYSTEMS CORP COM 01858110 168 9927 SH SHARED 9927 D ALLIANCE DATA SYSTEMS CORP COM 01858110 138 8173 SH SHARED 01 8173 D ALLIANCE DATA SYSTEMS CORP COM 01858110 74 4392 SH SHARED 02 4392 D ALLIANCE GAMING CORP COM NEW 01859P60 936 62423 SH SHARED 62423 D ALLIANCE GAMING CORP COM NEW 01859P60 778 51931 SH SHARED 01 51931 D ALLIANCE GAMING CORP COM NEW 01859P60 750 50028 SH SHARED 02 29028 21000 D ALLIANCE IMAGING INC COM NEW 01860620 2 846 SH SHARED 846 D ALLIANCE IMAGING INC COM NEW 01860620 5 1700 SH SHARED 01 1700 D ALLIANCE IMAGING INC COM NEW 01860620 22 7100 SH SHARED 02 7100 D ALLIANCE SEMICONDUCTOR CORP COM 01877H10 10 3124 SH SHARED 3124 D ALLIANCE SEMICONDUCTOR CORP COM 01877H10 30 9519 SH SHARED 01 9519 D ALLIANCE SEMICONDUCTOR CORP COM 01877H10 44 13852 SH SHARED 02 13852 D ALLIANCE RES PARTNER L P UT LTD PART 01877R10 32 1443 SH SHARED 1443 D ALLIANCE RES PARTNER L P UT LTD PART 01877R10 1 89 SH SHARED 02 89 D ALLIANCE WORLD DLR GV FD II COM 01879R10 917 83800 SH SHARED 80800 3000 D ALLIANCE WORLD DLR GV FD II COM 01879R10 10 1000 SH SHARED 01 1000 D ALLIANCE WORLD DLR GV FD INC COM 01879610 125 11000 SH SHARED 11000 D ALLIANT ENERGY CORP COM 01880210 249 15500 SH SHARED 15500 D ALLIANT ENERGY CORP COM 01880210 447 27846 SH SHARED 01 27846 D ALLIANT ENERGY CORP COM 01880210 424 26429 SH SHARED 02 26429 D ALLIANT TECHSYSTEMS INC COM 01880410 183 3400 SH SHARED 3400 D ALLIANT TECHSYSTEMS INC COM 01880410 2373 43948 SH SHARED 42055 1893 D ALLIANT TECHSYSTEMS INC COM 01880410 996 18459 SH SHR/OTHR 18459 D ALLIANT TECHSYSTEMS INC COM 01880410 374 6929 SH SHARED 01 6929 D ALLIANT TECHSYSTEMS INC COM 01880410 122 2272 SH SHARED 02 2272 D ALLIANT TECHSYSTEMS INC COM 01880410 8884 164500 SH SHARED 10 85000 79500 D ALLIANT TECHSYSTEMS INC COM 01880410 4337 80300 SH SHR/OTHR 10 80300 D ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 01880510 7597 1534914 SH SHARED 1532364 2550 D ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 01880510 15 3086 SH SHARED 01 3086 D ALLIED CAP CORP NEW COM 01903Q10 63 3200 SH SHARED 3200 D ALLIED CAP CORP NEW COM 01903Q10 225 11280 SH SHARED 01 11280 D ALLIED CAP CORP NEW COM 01903Q10 49 2454 SH SHR/OTHR 01 2454 D ALLIED CAP CORP NEW COM 01903Q10 138 6913 SH SHARED 02 6913 D ALLIED CAP CORP NEW COM 01903Q10 507 25425 SH SHARED 04 25425 D ALLIED CAP CORP NEW COM 01903Q10 2741 137210 SH SHR/OTHR 10 137210 D ALLIED DEFENSE GROUP INC COM 01911810 32 2022 SH SHARED 2022 D ALLIED DEFENSE GROUP INC COM 01911810 2 178 SH SHARED 01 178 D ALLIED DOMECQ PLC SPON ADR NEW 01912120 981 50000 SH SHARED 50000 D ALLIANCE FINANCIAL CORP NY COM 01920510 15 441 SH SHARED 02 441 D ALLIED IRISH BKS P L C SPON ADR ORD 01922840 476 17354 SH SHARED 5454 11900 D ALLIED IRISH BKS P L C SPON ADR ORD 01922840 15 546 SH SHARED 01 546 D ALLIED IRISH BKS P L C SPON ADR ORD 01922840 7 286 SH SHARED 02 286 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 3807 476498 SH SHARED 476498 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 276 34598 SH SHARED 01 34598 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 7491 937638 SH SHARED 02 937638 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 17 2206 SH SHARED 06 2206 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 24463 3061721 SH SHR/OTHR 10 3061721 D ALLMERICA FINL CORP COM 01975410 9423 671657 SH SHARED 671657 D ALLMERICA FINL CORP COM 01975410 390 27805 SH SHARED 01 27805 D ALLMERICA FINL CORP COM 01975410 573 40866 SH SHARED 02 40866 D ALLOS THERAPEUTICS INC COM 01977710 5 1262 SH SHARED 1262 D ALLOS THERAPEUTICS INC COM 01977710 26 6600 SH SHARED 01 6600 D ALLOS THERAPEUTICS INC COM 01977710 55 13900 SH SHARED 02 13900 D ALLOS THERAPEUTICS INC COM 01977710 1096 274000 SH SHARED 04 274000 D ALLOS THERAPEUTICS INC COM 01977710 16 4000 SH SHR/OTHR 10 4000 D ALLOY INC COM 01985510 141 28192 SH SHARED 28192 D ALLOY INC COM 01985510 640 127908 SH SHARED 01 127908 D ALLOY INC COM 01985510 94 18900 SH SHARED 02 18900 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 4 1561 SH SHARED 1561 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 16 6000 SH SHARED 01 6000 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 39 14200 SH SHARED 02 14200 D ALLSTATE CORP COM 02000210 660 19900 SH SHARED 19900 D ALLSTATE CORP COM 02000210 105825 3190385 SH SHARED 3109097 81288 D ALLSTATE CORP COM 02000210 995 30000 SH SHR/OTHR 30000 D ALLSTATE CORP COM 02000210 11721 353363 SH SHARED 01 348955 4408 D ALLSTATE CORP COM 02000210 953 28756 SH SHR/OTHR 01 1350 27406 D ALLSTATE CORP COM 02000210 12550 378356 SH SHARED 02 378356 D ALLSTATE CORP COM 02000210 630 19000 SH SHARED 04 19000 D ALLSTATE CORP COM 02000210 594 17927 SH SHARED 05 17927 D ALLSTATE CORP COM 02000210 1430 43130 SH SHARED 06 43130 D ALLSTATE CORP COM 02000210 2447 73800 SH SHARED 10 65800 8000 D ALLSTATE CORP COM 02000210 20449 616494 SH SHR/OTHR 10 616494 D ALLSTATE CORP COM 02000210 175 5300 SH SHARED 14 5300 D ALLTEL CORP COM 02003910 139445 3115397 SH SHARED 1532106 1583291 D ALLTEL CORP COM 02003910 5401 120686 SH SHR/OTHR 120686 D ALLTEL CORP COM 02003910 7096 158556 SH SHARED 01 105486 600 52470 D ALLTEL CORP COM 02003910 2312 51675 SH SHR/OTHR 01 43925 7750 D ALLTEL CORP COM 02003910 10057 224695 SH SHARED 02 224695 D ALLTEL CORP COM 02003910 31133 695570 SH SHARED 05 695570 D ALLTEL CORP COM 02003910 83 1868 SH SHARED 06 1868 D ALLTEL CORP COM 02003910 2904 64900 SH SHARED 07 64900 D ALLTEL CORP COM 02003910 1620 36200 SH SHARED 09 36200 D ALLTEL CORP COM 02003910 58649 1310300 SH SHARED 10 34300 1276000 D ALLTEL CORP COM 02003910 41295 922595 SH SHR/OTHR 10 922595 D ALLTEL CORP COM 02003910 107 2400 SH SHARED 14 2400 D ALLTEL CORP CORP UNT 7.75% 02003982 7060 150200 SH SHARED 150200 D ALPHARMA INC NOTE 3.000% 6/0 020813AD 80 79000 PRN SHARED 02 79000 D ALPHARMA INC CL A 02081310 489 27308 SH SHARED 14208 13100 D ALPHARMA INC CL A 02081310 652 36412 SH SHARED 01 36412 D ALPHARMA INC CL A 02081310 511 28525 SH SHARED 02 28525 D ALPHARMA INC CL A 02081310 1013 56500 SH SHARED 10 56500 D ALPHARMA INC CL A 02081310 426 23800 SH SHR/OTHR 10 23800 D ALSTOM SPONSORED ADR 02124410 42 27053 SH SHARED 26263 790 D ALSTOM SPONSORED ADR 02124410 4 2601 SH SHARED 01 2601 D ALSTOM SPONSORED ADR 02124410 8 5460 SH SHR/OTHR 10 5460 D ALTEON INC COM 02144G10 13 3491 SH SHARED 02 3491 D ALTERA CORP COM 02144110 27968 2065619 SH SHARED 2027619 7300 30700 D ALTERA CORP COM 02144110 25 1900 SH SHR/OTHR 1900 D ALTERA CORP COM 02144110 3243 239563 SH SHARED 01 219400 20163 D ALTERA CORP COM 02144110 15 1176 SH SHR/OTHR 01 1176 D ALTERA CORP COM 02144110 4259 314615 SH SHARED 02 314615 D ALTERA CORP COM 02144110 72 5379 SH SHARED 05 5379 D ALTERA CORP COM 02144110 717 53010 SH SHARED 06 53010 D ALTERA CORP COM 02144110 21493 1587400 SH SHARED 10 1587400 D ALTERA CORP COM 02144110 3543 261726 SH SHR/OTHR 10 261726 D ALTERA CORP COM 02144110 2064 152500 SH SHARED 14 152500 D ALTIRIS INC COM 02148M10 8 709 SH SHARED 709 D ALTIRIS INC COM 02148M10 66 5341 SH SHARED 01 5341 D ALTIRIS INC COM 02148M10 41 3300 SH SHARED 02 3300 D ALTRIA GROUP INC COM 02209S10 3 120 SH SHARED 120 D ALTRIA GROUP INC COM 02209S10 321559 10732946 SH SHARED 10086384 646562 D ALTRIA GROUP INC COM 02209S10 3069 102451 SH SHR/OTHR 102451 D ALTRIA GROUP INC COM 02209S10 39476 1317637 SH SHARED 01 1166268 151369 D ALTRIA GROUP INC COM 02209S10 73239 2444584 SH SHR/OTHR 01 49943 2394641 D ALTRIA GROUP INC COM 02209S10 86947 2902134 SH SHARED 02 2902134 D ALTRIA GROUP INC COM 02209S10 16145 538900 SH SHARED 03 417650 121250 D ALTRIA GROUP INC COM 02209S10 118671 3961000 SH SHARED 04 3961000 D ALTRIA GROUP INC COM 02209S10 8805 293907 SH SHARED 05 293907 D ALTRIA GROUP INC COM 02209S10 11981 399905 SH SHARED 06 399905 D ALTRIA GROUP INC COM 02209S10 4717 157474 SH SHARED 07 157474 D ALTRIA GROUP INC COM 02209S10 3090 103156 SH SHARED 08 103156 D ALTRIA GROUP INC COM 02209S10 4835 161410 SH SHARED 10 76100 85310 D ALTRIA GROUP INC COM 02209S10 370073 12352268 SH SHR/OTHR 10 12352268 D ALTRIA GROUP INC COM 02209S10 7343 245118 SH SHARED 14 245118 D ALUMINA LTD SPONSORED ADR 02220510 3 400 SH SHARED 400 D ALUMINA LTD SPONSORED ADR 02220510 3 400 SH SHARED 02 400 D ALUMINUM CORP CHINA LTD SPON ADR H SHS 02227610 580 32600 SH SHARED 32600 D ALZA CORP DEL NOTE 7/1 022615AC 14720 10000000 PRN SHARED 10000000 D AMAZON COM INC NOTE 4.750% 2/0 023135AF 9739 11650000 PRN SHARED 02 11650000 D AMAZON COM INC NOTE 4.750% 2/0 023135AF 418 500000 PRN SHARED 06 500000 D AMAZON COM INC COM 02313510 37063 1423895 SH SHARED 454061 969834 D AMAZON COM INC COM 02313510 3554 136547 SH SHARED 01 136547 D AMAZON COM INC COM 02313510 11423 438871 SH SHARED 02 438871 D AMAZON COM INC COM 02313510 7028 270000 SH SHARED 04 270000 D AMAZON COM INC COM 02313510 20675 794285 SH SHARED 05 794285 D AMAZON COM INC COM 02313510 210 8100 SH SHARED 06 8100 D AMAZON COM INC COM 02313510 2045 78600 SH SHARED 07 78600 D AMAZON COM INC COM 02313510 1085 41700 SH SHARED 09 41700 D AMAZON COM INC COM 02313510 53116 2040600 SH SHARED 10 547700 1492900 D AMAZON COM INC COM 02313510 653 25100 SH SHR/OTHR 10 25100 D AMAZON COM INC COM 02313510 62 2400 SH SHARED 14 2400 D AMBAC FINL GROUP INC COM 02313910 33613 665343 SH SHARED 221533 443810 D AMBAC FINL GROUP INC COM 02313910 454 9000 SH SHR/OTHR 9000 D AMBAC FINL GROUP INC COM 02313910 1104 21868 SH SHARED 01 19268 2600 D AMBAC FINL GROUP INC COM 02313910 28 555 SH SHR/OTHR 01 555 D AMBAC FINL GROUP INC COM 02313910 2763 54710 SH SHARED 02 54710 D AMBAC FINL GROUP INC COM 02313910 30293 599627 SH SHARED 05 599627 D AMBAC FINL GROUP INC COM 02313910 1586 31400 SH SHARED 07 31400 D AMBAC FINL GROUP INC COM 02313910 868 17200 SH SHARED 09 17200 D AMBAC FINL GROUP INC COM 02313910 30256 598900 SH SHARED 10 16900 582000 D AMBAC FINL GROUP INC COM 02313910 3664 72544 SH SHR/OTHR 10 72544 D AMBAC FINL GROUP INC COM 02313910 50 1000 SH SHARED 14 1000 D AMBASSADORS GROUP INC COM 02317710 2 200 SH SHARED 200 D AMBASSADORS GROUP INC COM 02317710 32 2700 SH SHARED 01 2700 D AMBASSADORS GROUP INC COM 02317710 41 3400 SH SHARED 02 3400 D AMBASSADORS INTL INC COM 02317810 13 1400 SH SHARED 01 1400 D AMCOL INTL CORP COM 02341W10 7 1280 SH SHARED 1280 D AMCOL INTL CORP COM 02341W10 54 9550 SH SHARED 01 9550 D AMCOL INTL CORP COM 02341W10 68 12000 SH SHARED 02 12000 D AMERADA HESS CORP COM 02355110 522 11800 SH SHARED 11800 D AMERADA HESS CORP COM 02355110 7931 179204 SH SHARED 166764 12440 D AMERADA HESS CORP COM 02355110 727 16429 SH SHARED 01 16429 D AMERADA HESS CORP COM 02355110 315 7138 SH SHR/OTHR 01 4472 2666 D AMERADA HESS CORP COM 02355110 6933 156663 SH SHARED 02 156663 D AMERADA HESS CORP COM 02355110 23 540 SH SHARED 05 540 D AMERADA HESS CORP COM 02355110 149 3370 SH SHARED 06 3370 D AMERADA HESS CORP COM 02355110 2526 57080 SH SHR/OTHR 10 57080 D AMERADA HESS CORP COM 02355110 22 500 SH SHARED 14 500 D AMERCO COM 02358610 2 593 SH SHARED 593 D AMERCO COM 02358610 18 4500 SH SHARED 01 4500 D AMERCO COM 02358610 24 6000 SH SHARED 02 6000 D AMEREN CORP COM 02360810 46537 1191752 SH SHARED 1176873 14879 D AMEREN CORP COM 02360810 250 6420 SH SHR/OTHR 6420 D AMEREN CORP COM 02360810 3313 84847 SH SHARED 01 84647 200 D AMEREN CORP COM 02360810 3515 90035 SH SHARED 02 90035 D AMEREN CORP COM 02360810 30 781 SH SHARED 05 781 D AMEREN CORP COM 02360810 164 4200 SH SHARED 06 4200 D AMEREN CORP COM 02360810 3624 92827 SH SHR/OTHR 10 92827 D AMEREN CORP COM 02360810 54 1400 SH SHARED 14 1400 D AMERICA ONLINE INC DEL NOTE 12/0 02364JAC 62919108296000 PRN SHARED 108296000 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 2551 190861 SH SHARED 127000 63861 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 16 1200 SH SHR/OTHR 1200 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 30330 2268584 SH SHARED 01 2268584 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 16 1200 SH SHR/OTHR 01 1200 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 0 9 SH SHARED 02 9 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 2740 205000 SH SHARED 04 205000 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 6960 520603 SH SHARED 05 520603 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 401 30000 SH SHARED 06 30000 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 1724 129000 SH SHARED 09 129000 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 12381 926030 SH SHR/OTHR 10 926030 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 3794 283830 SH SHARED 12 283830 D AMERICA ONLINE LATIN AMERICA CL A 02365B10 0 100 SH SHARED 02 100 D AMERICA WEST HLDG CORP CL B 02365720 41 20128 SH SHARED 20128 D AMERICA WEST HLDG CORP CL B 02365720 2 1069 SH SHARED 01 1069 D AMCORE FINL INC COM 02391210 225 10351 SH SHARED 10351 D AMCORE FINL INC COM 02391210 226 10385 SH SHARED 01 10385 D AMCORE FINL INC COM 02391210 326 15000 SH SHARED 02 15000 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 2906 138156 SH SHARED 138156 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 6461 307101 SH SHARED 01 307101 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 38 1836 SH SHARED 02 1836 D AMERICAN CAPITAL STRATEGIES COM 02493710 78 3522 SH SHARED 3522 D AMERICAN CAPITAL STRATEGIES COM 02493710 356 15934 SH SHARED 01 15934 D AMERICAN CAPITAL STRATEGIES COM 02493710 20 913 SH SHR/OTHR 01 913 D AMERICAN CAPITAL STRATEGIES COM 02493710 659 29455 SH SHARED 02 29455 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 912 62848 SH SHARED 62848 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 2702 186143 SH SHARED 01 186143 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 355 24489 SH SHARED 02 24489 D AMERICAN ELEC PWR INC COM 02553710 23820 1042458 SH SHARED 915803 126655 D AMERICAN ELEC PWR INC COM 02553710 510 22360 SH SHR/OTHR 22360 D AMERICAN ELEC PWR INC COM 02553710 5592 244733 SH SHARED 01 240733 4000 D AMERICAN ELEC PWR INC COM 02553710 402 17603 SH SHR/OTHR 01 14378 3225 D AMERICAN ELEC PWR INC COM 02553710 5479 239805 SH SHARED 02 239805 D AMERICAN ELEC PWR INC COM 02553710 47 2098 SH SHARED 05 2098 D AMERICAN ELEC PWR INC COM 02553710 122 5376 SH SHARED 06 5376 D AMERICAN ELEC PWR INC COM 02553710 5213 228159 SH SHR/OTHR 10 228159 D AMERICAN ELEC PWR INC COM 02553710 59 2600 SH SHARED 14 2600 D AMERICAN EXPRESS CO COM 02581610 278 8388 SH SHARED 8388 D AMERICAN EXPRESS CO COM 02581610 160909 4842304 SH SHARED 3225609 1616695 D AMERICAN EXPRESS CO COM 02581610 5472 164690 SH SHR/OTHR 164690 D AMERICAN EXPRESS CO COM 02581610 50669 1524825 SH SHARED 01 1122329 1360 401136 D AMERICAN EXPRESS CO COM 02581610 10881 327465 SH SHR/OTHR 01 192294 135171 D AMERICAN EXPRESS CO COM 02581610 19338 581945 SH SHARED 02 581945 D AMERICAN EXPRESS CO COM 02581610 3671 110500 SH SHARED 03 105000 5500 D AMERICAN EXPRESS CO COM 02581610 110888 3337000 SH SHARED 04 3337000 D AMERICAN EXPRESS CO COM 02581610 851 25611 SH SHARED 05 25611 D AMERICAN EXPRESS CO COM 02581610 2660 80063 SH SHARED 06 80063 D AMERICAN EXPRESS CO COM 02581610 57268 1723400 SH SHARED 10 129800 1593600 D AMERICAN EXPRESS CO COM 02581610 48062 1446354 SH SHR/OTHR 10 1446354 D AMERICAN EXPRESS CO COM 02581610 3294 99145 SH SHARED 14 99145 D AMERICAN FINL GROUP INC OHIO COM 02593210 267 13464 SH SHARED 13464 D AMERICAN FINL GROUP INC OHIO COM 02593210 1165 58700 SH SHARED 01 58700 D AMERICAN FINL GROUP INC OHIO COM 02593210 343 17289 SH SHARED 02 17289 D AMERICAN GREETINGS CORP NOTE 7.000% 7/1 026375AJ 5 4550 PRN SHARED 01 4550 D AMERICAN GREETINGS CORP NOTE 7.000% 7/1 026375AJ 2158 1650000 PRN SHARED 02 1650000 D AMERICAN GREETINGS CORP CL A 02637510 1720 131371 SH SHARED 122871 8500 D AMERICAN GREETINGS CORP CL A 02637510 295 22535 SH SHARED 01 20135 2400 D AMERICAN GREETINGS CORP CL A 02637510 397 30373 SH SHARED 02 30373 D AMERICAN GREETINGS CORP CL A 02637510 327 25000 SH SHARED 06 25000 D AMERICAN GREETINGS CORP CL A 02637510 486 37175 SH SHR/OTHR 10 37175 D AMERICAN GREETINGS CORP CL A 02637510 632 48300 SH SHARED 14 48300 D AMERICAN HEALTHWAYS INC COM 02649V10 54 2889 SH SHARED 2889 D AMERICAN HEALTHWAYS INC COM 02649V10 1047 55154 SH SHARED 01 53654 1500 D AMERICAN HEALTHWAYS INC COM 02649V10 125 6599 SH SHARED 02 6599 D AMERICAN HOME MTG HLDGS INC COM 02660M10 132 13205 SH SHARED 13205 D AMERICAN HOME MTG HLDGS INC COM 02660M10 274 27418 SH SHARED 01 27418 D AMERICAN HOME MTG HLDGS INC COM 02660M10 52 5200 SH SHARED 02 5200 D AMERICAN INDEPENDENCE CORP COM NEW 02676040 0 33 SH SHARED 33 D AMERICAN INDEPENDENCE CORP COM NEW 02676040 14 1766 SH SHARED 01 1766 D AMERICAN INSD MTG INVS DEPOST UNIT LP 02686210 1 1300 SH SHARED 1300 D AMERICAN INTL GROUP INC NOTE 0.500% 5/1 026874AN 18 20000 PRN SHARED 01 20000 D AMERICAN INTL GROUP INC DBCV 11/0 026874AP 19260 30000000 PRN SHARED 30000000 D AMERICAN INTL GROUP INC COM 02687410 2 50 SH SHARED 50 D AMERICAN INTL GROUP INC COM 02687410 604909 12232754 SH SHARED 9137393 9000 3086361 D AMERICAN INTL GROUP INC COM 02687410 44412 898139 SH SHR/OTHR 898139 D AMERICAN INTL GROUP INC COM 02687410 98462 1991146 SH SHARED 01 1533438 400 457308 D AMERICAN INTL GROUP INC COM 02687410 32894 665209 SH SHR/OTHR 01 375238 289971 D AMERICAN INTL GROUP INC COM 02687410 55816 1128742 SH SHARED 02 1128742 D AMERICAN INTL GROUP INC COM 02687410 23664 478556 SH SHARED 03 455440 23116 D AMERICAN INTL GROUP INC COM 02687410 4697 95000 SH SHARED 04 95000 D AMERICAN INTL GROUP INC COM 02687410 61710 1247946 SH SHARED 05 1247946 D AMERICAN INTL GROUP INC COM 02687410 5943 120199 SH SHARED 06 120199 D AMERICAN INTL GROUP INC COM 02687410 10141 205091 SH SHARED 07 205091 D AMERICAN INTL GROUP INC COM 02687410 4773 96537 SH SHARED 08 96537 D AMERICAN INTL GROUP INC COM 02687410 2126 43000 SH SHARED 09 43000 D AMERICAN INTL GROUP INC COM 02687410 119413 2414842 SH SHARED 10 344723 2065119 5000 D AMERICAN INTL GROUP INC COM 02687410 118854 2403528 SH SHR/OTHR 10 2403528 D AMERICAN INTL GROUP INC COM 02687410 4703 95126 SH SHARED 14 95126 D AMERICAN ITALIAN PASTA CO CL A 02707010 38 888 SH SHARED 888 D AMERICAN ITALIAN PASTA CO CL A 02707010 86 2000 SH SHR/OTHR 2000 D AMERICAN ITALIAN PASTA CO CL A 02707010 214 4960 SH SHARED 01 4960 D AMERICAN ITALIAN PASTA CO CL A 02707010 51 1200 SH SHR/OTHR 01 1200 D AMERICAN ITALIAN PASTA CO CL A 02707010 897 20752 SH SHARED 02 20752 D AMERICAN ITALIAN PASTA CO CL A 02707010 15 360 SH SHARED 10 360 D AMERICAN LD LEASE INC COM 02711810 8 600 SH SHARED 02 600 D AMERICAN MGMT SYS INC COM 02735210 54 4500 SH SHARED 4500 D AMERICAN MGMT SYS INC COM 02735210 29 2415 SH SHARED 2415 D AMERICAN MGMT SYS INC COM 02735210 1874 155174 SH SHARED 01 155174 D AMERICAN MGMT SYS INC COM 02735210 591 48993 SH SHARED 02 48993 D AMERICAN MGMT SYS INC COM 02735210 16 1400 SH SHARED 10 1400 D AMERICAN MED SYS HLDGS INC COM 02744M10 400 27711 SH SHARED 27711 D AMERICAN MED SYS HLDGS INC COM 02744M10 102 7098 SH SHARED 01 7098 D AMERICAN MED SYS HLDGS INC COM 02744M10 192 13300 SH SHARED 02 13300 D AMERICAN MED SEC GROUP INC COM 02744P10 64 4902 SH SHARED 4902 D AMERICAN MED SEC GROUP INC COM 02744P10 411 31100 SH SHARED 01 31100 D AMERICAN MED SEC GROUP INC COM 02744P10 48 3700 SH SHARED 02 3700 D AMERICAN MTG ACCEP CO SH BEN INT 02756810 13 860 SH SHARED 02 860 D AMERICAN NATL BANKSHARES INC COM 02774510 5 222 SH SHARED 222 D AMERICAN NATL BANKSHARES INC COM 02774510 14 600 SH SHARED 01 600 D AMERICAN NATL BANKSHARES INC COM 02774510 86 3500 SH SHARED 02 3500 D AMERICAN NATL INS CO COM 02859110 142 1830 SH SHARED 1330 500 D AMERICAN NATL INS CO COM 02859110 122 1572 SH SHARED 01 1572 D AMERICAN NATL INS CO COM 02859110 48 617 SH SHARED 02 617 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 10 565 SH SHARED 565 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 1647 86046 SH SHARED 01 86046 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 207 10860 SH SHARED 02 10860 D AMERICAN PHYSICIANS CAPITAL COM 02888410 213 10067 SH SHARED 10067 D AMERICAN PHYSICIANS CAPITAL COM 02888410 69 3300 SH SHARED 01 3300 D AMERICAN PHYSICIANS CAPITAL COM 02888410 112 5300 SH SHARED 02 5300 D AMERICAN PWR CONVERSION CORP COM 02906610 7613 534667 SH SHARED 534667 D AMERICAN PWR CONVERSION CORP COM 02906610 3888 273093 SH SHARED 01 250579 22514 D AMERICAN PWR CONVERSION CORP COM 02906610 184 12960 SH SHR/OTHR 01 3000 9960 D AMERICAN PWR CONVERSION CORP COM 02906610 1682 118144 SH SHARED 02 118144 D AMERICAN PWR CONVERSION CORP COM 02906610 22 1580 SH SHARED 05 1580 D AMERICAN PWR CONVERSION CORP COM 02906610 39 2800 SH SHARED 06 2800 D AMERICAN PWR CONVERSION CORP COM 02906610 1792 125872 SH SHR/OTHR 10 125872 D AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 02916910 3981 384700 SH SHARED 384700 D AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 02916910 1 161 SH SHARED 01 161 D AMERICAN RLTY INVS INC COM 02917410 119 14400 SH SHARED 14400 D AMERICAN RLTY INVS INC COM 02917410 2 300 SH SHARED 02 300 D AMERICAN SELECT PORTFOLIO IN COM 02957010 133 10100 SH SHARED 10100 D AMERICAN SOFTWARE INC CL A 02968310 6 2000 SH SHARED 2000 D AMERICAN STD COS INC DEL COM 02971210 9805 142586 SH SHARED 142586 D AMERICAN STD COS INC DEL COM 02971210 614 8936 SH SHARED 01 8236 700 D AMERICAN STD COS INC DEL COM 02971210 2267 32965 SH SHARED 02 32965 D AMERICAN STD COS INC DEL COM 02971210 27 404 SH SHARED 05 404 D AMERICAN STD COS INC DEL COM 02971210 15619 227126 SH SHR/OTHR 10 227126 D AMERICAN STS WTR CO COM 02989910 20 859 SH SHARED 859 D AMERICAN STS WTR CO COM 02989910 145 6100 SH SHARED 01 6100 D AMERICAN STS WTR CO COM 02989910 223 9348 SH SHARED 02 9348 D AMERICAN TOWER CORP NOTE 6.250%10/1 029912AB 818 1000000 PRN SHARED 1000000 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 9456 12000000 PRN SHARED 12000000 D AMERICAN TOWER CORP CL A 02991220 208 37840 SH SHARED 37640 200 D AMERICAN TOWER CORP CL A 02991220 645 116972 SH SHARED 01 116972 D AMERICAN TOWER CORP CL A 02991220 1533 277852 SH SHARED 02 277852 D AMERICAN TOWER CORP CL A 02991220 17 3100 SH SHARED 10 3100 D AMERICAN STRATEGIC INCOME II COM 03009T10 347 28000 SH SHARED 28000 D AMERICAN STRATEGIC INCM PTFL COM 03009810 86 7000 SH SHARED 7000 D AMERN STRATEGIC INCOME PTFL COM 03009910 322 24400 SH SHARED 24400 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 40 11237 SH SHARED 1237 10000 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 15 4283 SH SHARED 01 4283 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 44 12400 SH SHARED 02 12400 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 210 58400 SH SHARED 04 58400 D AMERICAN TECHNICNAL CERAMICS COM 03013710 0 182 SH SHARED 02 182 D AMERICAN WOODMARK CORP COM 03050610 158 3597 SH SHARED 3597 D AMERICAN WOODMARK CORP COM 03050610 1892 42900 SH SHARED 01 42900 D AMERICAN WOODMARK CORP COM 03050610 123 2800 SH SHARED 02 2800 D AMERICAN WOODMARK CORP COM 03050610 42 970 SH SHARED 10 970 D AMERICANWEST BANCORPORATION COM 03058P10 18 1132 SH SHARED 02 1132 D AMERICANWEST BANCORPORATION COM 03058P10 117 7253 SH SHR/OTHR 10 7253 D AMERICREDIT CORP COM 03060R10 12 3800 SH SHARED 3800 D AMERICREDIT CORP COM 03060R10 3441 1042878 SH SHARED 1042878 D AMERICREDIT CORP COM 03060R10 121 36924 SH SHARED 01 36924 D AMERICREDIT CORP COM 03060R10 2663 807017 SH SHARED 02 807017 D AMERICREDIT CORP COM 03060R10 2975 901700 SH SHR/OTHR 10 901700 D AMERISTAR CASINOS INC COM 03070Q10 357 33324 SH SHARED 33324 D AMERISTAR CASINOS INC COM 03070Q10 64 6032 SH SHARED 01 6032 D AMERISTAR CASINOS INC COM 03070Q10 67 6300 SH SHARED 02 6300 D AMERIPATH INC COM 03071D10 0 12989 SH SHARED 12989 D AMERIPATH INC COM 03071D10 0 1238 SH SHARED 01 1238 D AMERIPATH INC COM 03071D10 0 18599 SH SHARED 02 18599 D AMERISOURCE HEALTH CORP NOTE 5.000%12/0 03071PAD 79 63350 PRN SHARED 01 63350 D AMERISOURCE HEALTH CORP NOTE 5.000%12/0 03071PAD 1288 1030000 PRN SHARED 02 1030000 D AMERON INTL INC COM 03071010 50 843 SH SHARED 843 D AMERON INTL INC COM 03071010 47 800 SH SHR/OTHR 800 D AMERON INTL INC COM 03071010 47 800 SH SHARED 01 800 D AMERON INTL INC COM 03071010 131 2200 SH SHARED 02 2200 D AMERSHAM PLC SPONSORED ADR 03071910 5 175 SH SHARED 01 175 D AMERSHAM PLC SPONSORED ADR 03071910 0 15 SH SHARED 02 15 D AMERUS GROUP CO COM 03072M10 26 1100 SH SHARED 1100 D AMERUS GROUP CO COM 03072M10 352 14374 SH SHARED 14374 D AMERUS GROUP CO COM 03072M10 461 18809 SH SHARED 01 18809 D AMERUS GROUP CO COM 03072M10 958 39055 SH SHARED 02 39055 D AMERISOURCEBERGEN CORP COM 03073E10 20572 391853 SH SHARED 359523 14700 17630 D AMERISOURCEBERGEN CORP COM 03073E10 970 18491 SH SHARED 01 18191 300 D AMERISOURCEBERGEN CORP COM 03073E10 2551 48592 SH SHARED 02 48592 D AMERISOURCEBERGEN CORP COM 03073E10 6037 115000 SH SHARED 04 115000 D AMERISOURCEBERGEN CORP COM 03073E10 95 1815 SH SHARED 05 1815 D AMERISOURCEBERGEN CORP COM 03073E10 451 8600 SH SHARED 07 8600 D AMERISOURCEBERGEN CORP COM 03073E10 3260 62100 SH SHARED 10 62100 D AMERISOURCEBERGEN CORP COM 03073E10 5199 99034 SH SHR/OTHR 10 99034 D AMERISOURCEBERGEN CORP COM 03073E10 262 5000 SH SHARED 14 5000 D AMERIGROUP CORP COM 03073T10 632 21611 SH SHARED 21611 D AMERIGROUP CORP COM 03073T10 2871 98149 SH SHARED 01 98149 D AMERIGROUP CORP COM 03073T10 175 5999 SH SHARED 02 5999 D AMERITRADE HLDG CORP NEW COM 03074K10 111 22438 SH SHARED 22438 D AMERITRADE HLDG CORP NEW COM 03074K10 1298 261862 SH SHARED 01 261862 D AMERITRADE HLDG CORP NEW COM 03074K10 1709 344597 SH SHARED 02 344597 D AMERITRADE HLDG CORP NEW COM 03074K10 2480 500000 SH SHARED 04 500000 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 166 6945 SH SHARED 6945 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 70 2917 SH SHARED 01 2917 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 4 200 SH SHR/OTHR 01 200 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 61 2550 SH SHARED 02 2550 D AMETEK INC NEW COM 03110010 874 26494 SH SHARED 26224 270 D AMETEK INC NEW COM 03110010 1879 56946 SH SHARED 01 56946 D AMETEK INC NEW COM 03110010 1064 32236 SH SHARED 02 32236 D AMGEN INC NOTE 3/0 031162AE 245213322226000 PRN SHARED 322226000 D AMGEN INC NOTE 3/0 031162AE 5 6875 PRN SHARED 01 6875 D AMGEN INC NOTE 3/0 031162AE 23262 30568000 PRN SHARED 02 30568000 D AMGEN INC COM 03116210 133 2325 SH SHARED 2325 D AMGEN INC COM 03116210 323855 5627378 SH SHARED 4302071 31000 1294307 D AMGEN INC COM 03116210 2046 35560 SH SHR/OTHR 35560 D AMGEN INC COM 03116210 90853 1578684 SH SHARED 01 1396215 182469 D AMGEN INC COM 03116210 5045 87679 SH SHR/OTHR 01 53177 34502 D AMGEN INC COM 03116210 38465 668378 SH SHARED 02 668378 D AMGEN INC COM 03116210 9208 160000 SH SHARED 03 84500 75500 D AMGEN INC COM 03116210 43136 749550 SH SHARED 04 749550 D AMGEN INC COM 03116210 96575 1678118 SH SHARED 05 1678118 D AMGEN INC COM 03116210 5704 99118 SH SHARED 06 99118 D AMGEN INC COM 03116210 8741 151900 SH SHARED 07 151900 D AMGEN INC COM 03116210 9466 164500 SH SHARED 08 164500 D AMGEN INC COM 03116210 2451 42600 SH SHARED 09 42600 D AMGEN INC COM 03116210 149359 2595300 SH SHARED 10 770600 1820500 4200 D AMGEN INC COM 03116210 67053 1165143 SH SHR/OTHR 10 1165143 D AMGEN INC COM 03116210 3106 53983 SH SHARED 14 53983 D AMKOR TECHNOLOGY INC NOTE 5.000% 3/1 031652AH 2418 3500000 PRN SHARED 3500000 D AMKOR TECHNOLOGY INC NOTE 5.750% 6/0 031652AN 1126 1500000 PRN SHARED 1500000 D AMKOR TECHNOLOGY INC COM 03165210 330 64015 SH SHARED 64015 D AMKOR TECHNOLOGY INC COM 03165210 1 271 SH SHARED 01 271 D AMKOR TECHNOLOGY INC COM 03165210 152 29404 SH SHARED 02 29404 D AMPAL AMERN ISRAEL CORP CL A 03201510 47 22100 SH SHARED 22100 D AMPAL AMERN ISRAEL CORP PFD CV 6.50% 03201530 2 396 SH SHARED 01 396 D AMPCO-PITTSBURGH CORP COM 03203710 15 1230 SH SHARED 02 1230 D AMPHENOL CORP NEW CL A 03209510 337 8292 SH SHARED 8292 D AMPHENOL CORP NEW CL A 03209510 330 8108 SH SHARED 01 6908 1200 D AMPHENOL CORP NEW CL A 03209510 73 1800 SH SHARED 02 1800 D AMREP CORP NEW COM 03215910 570 65600 SH SHARED 01 65600 D AMSOUTH BANCORPORATION COM 03216510 48351 2432153 SH SHARED 1590102 842051 D AMSOUTH BANCORPORATION COM 03216510 1705 85811 SH SHARED 01 83002 2809 D AMSOUTH BANCORPORATION COM 03216510 3556 178896 SH SHARED 02 178896 D AMSOUTH BANCORPORATION COM 03216510 4810 242000 SH SHARED 04 242000 D AMSOUTH BANCORPORATION COM 03216510 36 1835 SH SHARED 05 1835 D AMSOUTH BANCORPORATION COM 03216510 11840 595600 SH SHARED 10 483400 112200 D AMSOUTH BANCORPORATION COM 03216510 4149 208737 SH SHR/OTHR 10 208737 D AMSOUTH BANCORPORATION COM 03216510 59 3000 SH SHARED 14 3000 D AMSURG CORP COM 03232P40 31 1233 SH SHARED 1233 D AMSURG CORP COM 03232P40 2466 97886 SH SHARED 01 97886 D AMSURG CORP COM 03232P40 380 15100 SH SHARED 02 15100 D AMYLIN PHARMACEUTICALS INC COM 03234610 582 35929 SH SHARED 10469 25300 160 D AMYLIN PHARMACEUTICALS INC COM 03234610 678 41873 SH SHARED 01 41873 D AMYLIN PHARMACEUTICALS INC COM 03234610 686 42400 SH SHARED 02 42400 D AMYLIN PHARMACEUTICALS INC COM 03234610 4936 304700 SH SHARED 04 304700 D AMYLIN PHARMACEUTICALS INC COM 03234610 1801 111200 SH SHARED 10 111200 D AMYLIN PHARMACEUTICALS INC COM 03234610 801 49500 SH SHR/OTHR 10 49500 D AMYLIN PHARMACEUTICALS INC COM 03234610 85 5300 SH SHARED 14 5300 D AMVESCAP PLC SPONSORED ADR 03235E10 41 4496 SH SHARED 4496 D AMVESCAP PLC SPONSORED ADR 03235E10 9 1043 SH SHARED 01 1043 D AMVESCAP PLC SPONSORED ADR 03235E10 1 204 SH SHARED 02 204 D ANADARKO PETE CORP DBCV 3/0 032511AP 3580 6100000 PRN SHARED 6100000 D ANADARKO PETE CORP DBCV 3/0 032511AP 59 102000 PRN SHARED 02 102000 D ANADARKO PETE CORP COM 03251110 216 4763 SH SHR/OTHR 4763 D ANADARKO PETE CORP COM 03251110 70288 1544801 SH SHARED 01 1510086 34715 D ANADARKO PETE CORP COM 03251110 1256 27605 SH SHR/OTHR 01 9360 18245 D ANADARKO PETE CORP COM 03251110 7448 163711 SH SHARED 02 139711 24000 D ANADARKO PETE CORP COM 03251110 3817 83900 SH SHARED 03 43400 40500 D ANADARKO PETE CORP COM 03251110 54190 1191000 SH SHARED 04 1191000 D ANADARKO PETE CORP COM 03251110 58309 1281525 SH SHARED 05 1281525 D ANADARKO PETE CORP COM 03251110 3185 70000 SH SHARED 06 70000 D ANADARKO PETE CORP COM 03251110 2980 65500 SH SHARED 07 65500 D ANADARKO PETE CORP COM 03251110 6003 131940 SH SHARED 08 131940 D ANADARKO PETE CORP COM 03251110 1365 30000 SH SHARED 09 30000 D ANADARKO PETE CORP COM 03251110 78642 1728400 SH SHARED 10 35400 1670300 22700 D ANADARKO PETE CORP COM 03251110 23980 527035 SH SHR/OTHR 10 527035 D ANADARKO PETE CORP COM 03251110 359 7892 SH SHARED 14 7892 D ANADIGICS INC COM 03251510 100 47631 SH SHARED 47631 D ANADIGICS INC COM 03251510 29 13829 SH SHARED 01 13829 D ANADIGICS INC COM 03251510 39 18600 SH SHARED 02 18600 D ANALOG DEVICES INC NOTE 4.750%10/0 032654AD 59428 58840000 PRN SHARED 58840000 D ANALOG DEVICES INC COM 03265410 50497 1836278 SH SHARED 1667977 2100 166201 D ANALOG DEVICES INC COM 03265410 118 4300 SH SHR/OTHR 4300 D ANALOG DEVICES INC COM 03265410 6174 224518 SH SHARED 01 209959 14559 D ANALOG DEVICES INC COM 03265410 92 3351 SH SHR/OTHR 01 1000 2351 D ANALOG DEVICES INC COM 03265410 7462 271358 SH SHARED 02 271358 D ANALOG DEVICES INC COM 03265410 2750 100000 SH SHARED 04 100000 D ANALOG DEVICES INC COM 03265410 693 25206 SH SHARED 05 25206 D ANALOG DEVICES INC COM 03265410 286 10430 SH SHARED 06 10430 D ANALOG DEVICES INC COM 03265410 53017 1927900 SH SHARED 10 1639400 288500 D ANALOG DEVICES INC COM 03265410 6240 226944 SH SHR/OTHR 10 226944 D ANALOG DEVICES INC COM 03265410 88 3200 SH SHARED 14 3200 D ANALOGIC CORP COM PAR $0.05 03265720 603 13235 SH SHARED 13235 D ANALOGIC CORP COM PAR $0.05 03265720 716 15732 SH SHARED 01 15732 D ANALOGIC CORP COM PAR $0.05 03265720 210 4629 SH SHARED 02 4629 D ANAREN INC COM 03274410 10 1217 SH SHARED 1217 D ANAREN INC COM 03274410 66 7670 SH SHARED 01 7670 D ANAREN INC COM 03274410 117 13632 SH SHARED 02 13632 D ANCHOR BANCORP WIS INC COM 03283910 169 7703 SH SHARED 7703 D ANCHOR BANCORP WIS INC COM 03283910 408 18600 SH SHARED 01 18600 D ANCHOR BANCORP WIS INC COM 03283910 308 14039 SH SHARED 02 14039 D ANDERSONS INC COM 03416410 11 920 SH SHARED 02 920 D ANDREW CORP COM 03442510 2105 382777 SH SHARED 382777 D ANDREW CORP COM 03442510 2690 489090 SH SHARED 01 486373 2717 D ANDREW CORP COM 03442510 20 3645 SH SHR/OTHR 01 3645 D ANDREW CORP COM 03442510 274 49973 SH SHARED 02 49973 D ANDREW CORP COM 03442510 588 107059 SH SHR/OTHR 10 107059 D ANDRX CORP DEL ANDRX GROUP 03455310 1667 141287 SH SHARED 141287 D ANDRX CORP DEL ANDRX GROUP 03455310 4 400 SH SHR/OTHR 400 D ANDRX CORP DEL ANDRX GROUP 03455310 135 11488 SH SHARED 01 11488 D ANDRX CORP DEL ANDRX GROUP 03455310 630 53448 SH SHARED 02 53448 D ANDRX CORP DEL ANDRX GROUP 03455310 35 3000 SH SHR/OTHR 10 3000 D ANGELICA CORP COM 03466310 9 575 SH SHARED 575 D ANGELICA CORP COM 03466310 51 3044 SH SHARED 01 3044 D ANGELICA CORP COM 03466310 90 5285 SH SHARED 02 5285 D ANGLO AMERN PLC ADR 03485P10 352 24666 SH SHARED 14264 10402 D ANGLO AMERN PLC ADR 03485P10 9 676 SH SHARED 01 676 D ANGLO AMERN PLC ADR 03485P10 1378 96400 SH SHARED 02 96400 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 94 4734 SH SHARED 4734 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 32 1608 SH SHARED 01 1608 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 1 100 SH SHARED 02 100 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 7689 386000 SH SHARED 04 386000 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 67 3400 SH SHR/OTHR 10 3400 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 250 12600 SH SHARED 14 12600 D ANGLOGOLD LTD SPONSORED ADR 03512820 474 15736 SH SHARED 8946 6790 D ANGLOGOLD LTD SPONSORED ADR 03512820 29 961 SH SHARED 01 961 D ANGLOGOLD LTD SPONSORED ADR 03512820 336 11151 SH SHARED 02 11151 D ANGLOGOLD LTD SPONSORED ADR 03512820 1810 60000 SH SHARED 04 60000 D ANHEUSER BUSCH COS INC COM 03522910 266145 5710047 SH SHARED 3052835 10600 2646612 D ANHEUSER BUSCH COS INC COM 03522910 14804 317615 SH SHR/OTHR 317615 D ANHEUSER BUSCH COS INC COM 03522910 45682 980096 SH SHARED 01 750173 300 229623 D ANHEUSER BUSCH COS INC COM 03522910 7084 152002 SH SHR/OTHR 01 84952 67050 D ANHEUSER BUSCH COS INC COM 03522910 17100 366879 SH SHARED 02 366879 D ANHEUSER BUSCH COS INC COM 03522910 9541 204700 SH SHARED 03 133350 71350 D ANHEUSER BUSCH COS INC COM 03522910 6590 141400 SH SHARED 04 141400 D ANHEUSER BUSCH COS INC COM 03522910 91497 1963047 SH SHARED 05 1963047 D ANHEUSER BUSCH COS INC COM 03522910 4503 96614 SH SHARED 06 96614 D ANHEUSER BUSCH COS INC COM 03522910 7957 170732 SH SHARED 07 170732 D ANHEUSER BUSCH COS INC COM 03522910 6063 130097 SH SHARED 08 130097 D ANHEUSER BUSCH COS INC COM 03522910 2610 56000 SH SHARED 09 56000 D ANHEUSER BUSCH COS INC COM 03522910 110442 2369500 SH SHARED 10 366400 1996600 6500 D ANHEUSER BUSCH COS INC COM 03522910 33225 712851 SH SHR/OTHR 10 712851 D ANHEUSER BUSCH COS INC COM 03522910 2546 54635 SH SHARED 14 54635 D ANIXTER INTL INC NOTE 6/2 035290AC 179 640000 PRN SHARED 02 640000 D ANIXTER INTL INC COM 03529010 68 3000 SH SHARED 3000 D ANIXTER INTL INC COM 03529010 43 1903 SH SHARED 1903 D ANIXTER INTL INC COM 03529010 886 39117 SH SHARED 01 39117 D ANIXTER INTL INC COM 03529010 438 19363 SH SHARED 02 19363 D ANIXTER INTL INC COM 03529010 21 930 SH SHARED 10 930 D ANNALY MTG MGMT INC COM 03571040 351 20134 SH SHARED 8134 12000 D ANNALY MTG MGMT INC COM 03571040 960 55000 SH SHR/OTHR 55000 D ANNALY MTG MGMT INC COM 03571040 447 25615 SH SHARED 01 22615 3000 D ANNALY MTG MGMT INC COM 03571040 226 12938 SH SHARED 02 12938 D ANNTAYLOR STORES CORP COM 03611510 58 2849 SH SHARED 2849 D ANNTAYLOR STORES CORP COM 03611510 281 13690 SH SHARED 01 13690 D ANNTAYLOR STORES CORP COM 03611510 1022 49783 SH SHARED 02 49783 D ANNTAYLOR STORES CORP COM 03611510 25 1245 SH SHARED 10 1245 D ANSELL LTD ADR 03634M10 14 1074 SH SHARED 01 1074 D ANSOFT CORP COM 03638410 11 1462 SH SHARED 1462 D ANSOFT CORP COM 03638410 73 9738 SH SHARED 01 9738 D ANSOFT CORP COM 03638410 0 127 SH SHARED 02 127 D ANSYS INC COM 03662Q10 4558 190343 SH SHARED 106543 83800 D ANSYS INC COM 03662Q10 1017 42488 SH SHARED 01 42488 D ANSYS INC COM 03662Q10 216 9042 SH SHARED 02 9042 D ANSYS INC COM 03662Q10 1755 73300 SH SHARED 05 73300 D ANSYS INC COM 03662Q10 60 2530 SH SHARED 10 2530 D ANSYS INC COM 03662Q10 2536 105900 SH SHR/OTHR 10 105900 D ANTHEM INC COM 03674B10 18797 283736 SH SHARED 271536 12200 D ANTHEM INC COM 03674B10 3747 56565 SH SHARED 01 56165 400 D ANTHEM INC COM 03674B10 4421 66744 SH SHARED 02 66744 D ANTHEM INC COM 03674B10 16 250 SH SHARED 04 250 D ANTHEM INC COM 03674B10 49 750 SH SHARED 05 750 D ANTHEM INC COM 03674B10 79 1200 SH SHARED 06 1200 D ANTHEM INC COM 03674B10 3425 51700 SH SHARED 10 51700 D ANTHEM INC COM 03674B10 8571 129388 SH SHR/OTHR 10 129388 D ANTHEM INC COM 03674B10 73 1106 SH SHARED 14 1106 D ANTEON INTL CORP COM 03674E10 311 13861 SH SHARED 13861 D ANTEON INTL CORP COM 03674E10 198 8828 SH SHARED 01 8828 D ANTEON INTL CORP COM 03674E10 207 9263 SH SHARED 02 9263 D ANTEON INTL CORP COM 03674E10 3367 150000 SH SHARED 04 150000 D ANSWERTHINK INC COM 03691610 7 3275 SH SHARED 3275 D ANSWERTHINK INC COM 03691610 28 13137 SH SHARED 01 13137 D ANSWERTHINK INC COM 03691610 62 28400 SH SHARED 02 28400 D ANSWERTHINK INC COM 03691610 13 6000 SH SHARED 10 6000 D ANTHRACITE CAP INC COM 03702310 34 3027 SH SHARED 3027 D ANTHRACITE CAP INC COM 03702310 178 15600 SH SHARED 01 15600 D ANTHRACITE CAP INC COM 03702310 333 29192 SH SHARED 02 29192 D ANTIGENICS INC DEL COM 03703210 3 420 SH SHARED 420 D ANTIGENICS INC DEL COM 03703210 49 5957 SH SHARED 5957 D ANTIGENICS INC DEL COM 03703210 46 5564 SH SHARED 01 5564 D ANTIGENICS INC DEL COM 03703210 115 13942 SH SHARED 02 13942 D ANWORTH MORTGAGE ASSET CP COM 03734710 19 1476 SH SHARED 1476 D ANWORTH MORTGAGE ASSET CP COM 03734710 564 43200 SH SHARED 01 43200 D ANWORTH MORTGAGE ASSET CP COM 03734710 191 14700 SH SHARED 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CORP COM 03741110 72 1174 SH SHARED 14 1174 D APARTMENT INVT & MGMT CO CL A 03748R10 8254 226286 SH SHARED 226286 D APARTMENT INVT & MGMT CO CL A 03748R10 723 19832 SH SHARED 01 19232 600 D APARTMENT INVT & MGMT CO CL A 03748R10 3000 82247 SH SHARED 02 82247 D APARTMENT INVT & MGMT CO CL A 03748R10 12036 329950 SH SHR/OTHR 10 329950 D APARTMENT INVT & MGMT CO CL A 03748R10 9663 264900 SH SHARED 11 264900 D APARTMENT INVT & MGMT CO PFD CV P $.01 03748R86 885 35269 SH SHARED 35269 D APCO ARGENTINA INC CAYMAN IS ORD 03748910 81 4000 SH SHARED 4000 D APEX MORTGAGE CAPITAL COM 03756410 3300 549222 SH SHARED 549222 D APEX MORTGAGE CAPITAL COM 03756410 40 6700 SH SHARED 01 4700 2000 D APEX MORTGAGE CAPITAL COM 03756410 106 17700 SH SHARED 02 17700 D APHTON CORP COM 03759P10 39 15856 SH SHARED 15856 D APHTON CORP COM 03759P10 35 14235 SH SHARED 01 14235 D APHTON CORP COM 03759P10 33 13200 SH SHARED 02 13200 D APOGEE ENTERPRISES INC COM 03759810 15 1937 SH SHARED 1937 D APOGEE ENTERPRISES INC COM 03759810 80 9824 SH SHARED 01 9824 D APOGEE ENTERPRISES INC COM 03759810 565 68741 SH SHARED 02 68741 D APOGENT TECHNOLOGIES INC COM 03760A10 576 39550 SH SHARED 39050 500 D APOGENT TECHNOLOGIES INC COM 03760A10 631 43317 SH SHARED 01 43317 D APOGENT TECHNOLOGIES INC COM 03760A10 626 42993 SH SHARED 02 42993 D APOLLO GROUP INC CL A 03760410 10740 215237 SH SHARED 215237 D APOLLO GROUP INC CL A 03760410 32971 660759 SH SHARED 627672 33087 D APOLLO GROUP INC CL A 03760410 179 3600 SH SHR/OTHR 3600 D APOLLO GROUP INC CL A 03760410 1287 25811 SH SHARED 01 20261 5550 D APOLLO GROUP INC CL A 03760410 24 496 SH SHR/OTHR 01 496 D APOLLO GROUP INC CL A 03760410 9521 190810 SH SHARED 02 104210 86600 D APOLLO GROUP INC CL A 03760410 248 4977 SH SHARED 05 4977 D APOLLO GROUP INC CL A 03760410 119 2400 SH SHARED 06 2400 D APOLLO GROUP INC CL A 03760410 6648 133231 SH SHR/OTHR 10 133231 D APOLLO GROUP INC CL A 03760410 54 1100 SH SHARED 14 1100 D APOLLO GROUP INC COM UNV PHOENX 03760420 135 3178 SH SHARED 3178 D APOLLO GROUP INC COM UNV PHOENX 03760420 5560 130366 SH SHARED 01 130366 D APOLLO GROUP INC COM UNV PHOENX 03760420 263 6174 SH SHARED 02 6174 D APOLLO GROUP INC COM UNV PHOENX 03760420 1066 25000 SH SHARED 04 25000 D APPLE COMPUTER INC COM 03783310 1 100 SH SHARED 100 D APPLE COMPUTER INC COM 03783310 15645 1106501 SH SHARED 1104001 2500 D APPLE COMPUTER INC COM 03783310 39 2800 SH SHR/OTHR 2800 D APPLE COMPUTER INC COM 03783310 2222 157202 SH SHARED 01 154602 2600 D APPLE COMPUTER INC COM 03783310 11 800 SH SHR/OTHR 01 300 500 D APPLE COMPUTER INC COM 03783310 3908 276447 SH SHARED 02 276447 D APPLE COMPUTER INC COM 03783310 2828 200000 SH SHARED 04 200000 D APPLE COMPUTER INC COM 03783310 135 9549 SH SHARED 05 9549 D APPLE COMPUTER INC COM 03783310 44 3150 SH SHARED 06 3150 D APPLE COMPUTER INC COM 03783310 35725 2526576 SH SHR/OTHR 10 2526576 D APPLE COMPUTER INC COM 03783310 39 2800 SH SHARED 14 2800 D APPLEBEES INTL INC COM 03789910 75 2700 SH SHARED 2700 D APPLEBEES INTL INC COM 03789910 872 31100 SH SHARED 31100 D APPLEBEES INTL INC COM 03789910 665 23733 SH SHARED 01 23733 D APPLEBEES INTL INC COM 03789910 485 17312 SH SHARED 02 17312 D APRIA HEALTHCARE GROUP INC COM 03793310 503 21544 SH SHARED 12144 9400 D APRIA HEALTHCARE GROUP INC COM 03793310 771 33030 SH SHARED 01 33030 D APRIA HEALTHCARE GROUP INC COM 03793310 976 41811 SH SHARED 02 41811 D APRIA HEALTHCARE GROUP INC COM 03793310 6844 292980 SH SHARED 10 292980 D APPLERA CORP COM AP BIO GRP 03802010 9793 618651 SH SHARED 418932 199719 D APPLERA CORP COM AP BIO GRP 03802010 1041 65801 SH SHR/OTHR 65801 D APPLERA CORP COM AP BIO GRP 03802010 1820 114974 SH SHARED 01 114274 700 D APPLERA CORP COM AP BIO GRP 03802010 1690 106763 SH SHARED 02 106763 D APPLERA CORP COM AP BIO GRP 03802010 149 9436 SH SHARED 05 9436 D APPLERA CORP COM AP BIO GRP 03802010 527 33300 SH SHARED 06 33300 D APPLERA CORP COM AP BIO GRP 03802010 2017 127459 SH SHR/OTHR 10 127459 D APPLERA CORP COM AP BIO GRP 03802010 1393 88000 SH SHARED 14 88000 D APPLERA CORP COM CE GEN GRP 03802020 1086 126090 SH SHARED 114090 12000 D APPLERA CORP COM CE GEN GRP 03802020 103 12000 SH SHR/OTHR 12000 D APPLERA CORP COM CE GEN GRP 03802020 867 100647 SH SHARED 01 100647 D APPLERA CORP COM CE GEN GRP 03802020 370 42972 SH SHARED 02 42972 D APPLERA CORP COM CE GEN GRP 03802020 431 50000 SH SHARED 04 50000 D APPLERA CORP COM CE GEN GRP 03802020 8 1000 SH SHARED 10 1000 D APPLICA INC COM 03815A10 4 951 SH SHARED 951 D APPLICA INC COM 03815A10 24 5000 SH SHARED 01 5000 D APPLICA INC COM 03815A10 49 10029 SH SHARED 02 10029 D APPLICA INC COM 03815A10 8 1720 SH SHARED 10 1720 D APPLIED DIGITAL SOLUTIONS COM 03818810 1 2000 SH SHARED 01 2000 D APPLIED EXTRUSION TECHNOLOGI COM 03819610 9 4964 SH SHARED 4964 D APPLIED EXTRUSION TECHNOLOGI COM 03819610 0 436 SH SHARED 01 436 D APPLIED FILMS CORP COM 03819710 8755 542151 SH SHARED 290851 251300 D APPLIED FILMS CORP COM 03819710 1198 74200 SH SHARED 01 74200 D APPLIED FILMS CORP COM 03819710 110 6827 SH SHARED 02 6827 D APPLIED FILMS CORP COM 03819710 1298 80400 SH SHARED 05 80400 D APPLIED FILMS CORP COM 03819710 5238 324400 SH SHR/OTHR 10 324400 D APPLIED FILMS CORP COM 03819710 30 1900 SH SHARED 12 1900 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 3 223 SH SHARED 223 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 86 5150 SH SHARED 01 5150 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 196 11786 SH SHARED 02 11786 D APPLIED IMAGING CORP COM 03820G10 9 9700 SH SHARED 9700 D APPLIED MICRO CIRCUITS CORP COM 03822W10 1967 603454 SH SHARED 602954 500 D APPLIED MICRO CIRCUITS CORP COM 03822W10 327 100373 SH SHARED 01 84987 15386 D APPLIED MICRO CIRCUITS CORP COM 03822W10 483 148163 SH SHARED 02 146663 1500 D APPLIED MICRO CIRCUITS CORP COM 03822W10 7 2186 SH SHARED 05 2186 D APPLIED MICRO CIRCUITS CORP COM 03822W10 140 43000 SH SHARED 06 43000 D APPLIED MICRO CIRCUITS CORP COM 03822W10 549 168493 SH SHR/OTHR 10 168493 D APPLIED MICRO CIRCUITS CORP COM 03822W10 603 185100 SH SHARED 14 185100 D APPLIED MATLS INC COM 03822210 145628 11576155 SH SHARED 9297689 4200 2274266 D APPLIED MATLS INC COM 03822210 3244 257900 SH SHR/OTHR 257900 D APPLIED MATLS INC COM 03822210 34491 2741780 SH SHARED 01 2575650 166130 D APPLIED MATLS INC COM 03822210 1805 143556 SH SHR/OTHR 01 118556 25000 D APPLIED MATLS INC COM 03822210 15979 1270194 SH SHARED 02 1270194 D APPLIED MATLS INC COM 03822210 9930 789350 SH SHARED 03 612550 176800 D APPLIED MATLS INC COM 03822210 8655 688000 SH SHARED 04 688000 D APPLIED MATLS INC COM 03822210 13779 1095367 SH SHARED 05 1095367 D APPLIED MATLS INC COM 03822210 1488 118300 SH SHARED 06 118300 D APPLIED MATLS INC COM 03822210 3479 276578 SH SHARED 07 276578 D APPLIED MATLS INC COM 03822210 3374 268248 SH SHARED 08 268248 D APPLIED MATLS INC COM 03822210 84669 6730460 SH SHARED 10 3988900 2514860 226700 D APPLIED MATLS INC COM 03822210 24284 1930425 SH SHR/OTHR 10 1930425 D APPLIED MATLS INC COM 03822210 4841 384872 SH SHARED 14 384872 D APPLIED MOLECULAR EVOLUTION COM 03823E10 907 327678 SH SHARED 327678 D APPLIED MOLECULAR EVOLUTION COM 03823E10 15 5600 SH SHARED 01 5600 D APPLIED MOLECULAR EVOLUTION COM 03823E10 22 8100 SH SHARED 02 8100 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 41 2965 SH SHARED 2965 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 18 1314 SH SHARED 02 1314 D APTARGROUP INC COM 03833610 4760 147145 SH SHARED 1117 146028 D APTARGROUP INC COM 03833610 139 4313 SH SHARED 01 4313 D APTARGROUP INC COM 03833610 84 2611 SH SHARED 02 2611 D AQUILA INC COM 03840P10 99 47800 SH SHARED 46300 1500 D AQUILA INC COM 03840P10 147 71103 SH SHARED 01 71103 D AQUILA INC COM 03840P10 9 4361 SH SHR/OTHR 01 2378 1983 D AQUILA INC COM 03840P10 108 52004 SH SHARED 02 52004 D ARACRUZ CELULOSE S A SPON ADR CL B 03849620 35869 1792602 SH SHARED 01 1792602 D ARACRUZ CELULOSE S A SPON ADR CL B 03849620 0 32 SH SHARED 02 32 D ARACRUZ CELULOSE S A SPON ADR CL B 03849620 1200 60000 SH SHARED 06 60000 D ARACRUZ CELULOSE 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INC COM 03938010 575 30278 SH SHARED 30278 D ARCH COAL INC COM 03938010 518 27259 SH SHARED 01 27161 98 D ARCH COAL INC COM 03938010 953 50166 SH SHARED 02 50166 D ARCHER DANIELS MIDLAND CO COM 03948310 14274 1321721 SH SHARED 1321721 D ARCHER DANIELS MIDLAND CO COM 03948310 37887 3508128 SH SHARED 01 3506728 1400 D ARCHER DANIELS MIDLAND CO COM 03948310 188 17464 SH SHR/OTHR 01 7358 10106 D ARCHER DANIELS MIDLAND CO COM 03948310 3009 278619 SH SHARED 02 278619 D ARCHER DANIELS MIDLAND CO COM 03948310 34 3201 SH SHARED 05 3201 D ARCHER DANIELS MIDLAND CO COM 03948310 55 5150 SH SHARED 06 5150 D ARCHER DANIELS MIDLAND CO COM 03948310 4272 395643 SH SHR/OTHR 10 395643 D ARCHER DANIELS MIDLAND CO COM 03948310 58 5400 SH SHARED 14 5400 D ARCHSTONE SMITH TR COM 03958310 852 38840 SH SHARED 22815 16025 D ARCHSTONE SMITH TR COM 03958310 499 22747 SH SHARED 01 22747 D ARCHSTONE SMITH TR COM 03958310 72 3300 SH SHR/OTHR 01 3300 D ARCHSTONE SMITH TR COM 03958310 1397 63621 SH SHARED 02 63621 D ARCHSTONE SMITH TR COM 03958310 22647 1031328 SH SHR/OTHR 10 1031328 D ARCHSTONE SMITH TR COM 03958310 162360 7393452 SH SHARED 11 5660055 1733397 D ARCHSTONE SMITH TR COM 03958310 54 2500 SH SHARED 14 2500 D ARCTIC CAT INC COM 03967010 13 857 SH SHARED 857 D ARCTIC CAT INC COM 03967010 144 9275 SH SHARED 01 9275 D ARCTIC CAT INC COM 03967010 156 10016 SH SHARED 02 10016 D ARDEN GROUP INC CL A 03976210 6 122 SH SHARED 122 D ARDEN GROUP INC CL A 03976210 10 200 SH SHARED 01 200 D ARDEN GROUP INC CL A 03976210 42 800 SH SHARED 02 800 D ARDEN RLTY INC COM 03979310 379 16727 SH SHARED 16727 D ARDEN RLTY INC COM 03979310 146 6446 SH SHARED 01 6446 D ARDEN RLTY INC COM 03979310 260 11473 SH SHARED 02 11473 D ARDEN RLTY INC COM 03979310 16678 735400 SH SHR/OTHR 10 735400 D ARDEN RLTY INC COM 03979310 79771 3517250 SH SHARED 11 2781150 736100 D ARENA PHARMACEUTICALS INC COM 04004710 9 1415 SH SHARED 1415 D ARENA PHARMACEUTICALS INC COM 04004710 89 13533 SH SHARED 01 13533 D ARENA PHARMACEUTICALS INC COM 04004710 77 11800 SH SHARED 02 11800 D ARGONAUT GROUP INC COM 04015710 8 937 SH SHARED 937 D ARGONAUT GROUP INC COM 04015710 47 5600 SH SHARED 01 5600 D ARGONAUT GROUP INC COM 04015710 141 16500 SH SHARED 02 16500 D ARGONAUT GROUP INC COM 04015710 7 900 SH SHARED 10 900 D ARGONAUT TECHNOLOGIES INC COM 04017510 114 121600 SH SHARED 121600 D ARGOSY GAMING CO COM 04022810 241 12091 SH SHARED 12091 D ARGOSY GAMING CO COM 04022810 387 19376 SH SHARED 01 19376 D ARGOSY GAMING CO COM 04022810 313 15701 SH SHARED 02 15701 D ARIAD PHARMACEUTICALS INC COM 04033A10 3 2900 SH SHARED 2900 D ARIAD PHARMACEUTICALS INC COM 04033A10 12 9889 SH SHARED 01 9889 D ARIAD PHARMACEUTICALS INC COM 04033A10 23 18800 SH SHARED 02 18800 D ARIBA INC COM 04033V10 4 1500 SH SHARED 1500 D ARIBA INC COM 04033V10 5654 2005053 SH SHARED 2005053 D ARIBA INC COM 04033V10 174 62023 SH SHARED 01 62023 D ARIBA INC COM 04033V10 472 167498 SH SHARED 02 167498 D ARIBA INC COM 04033V10 14 5100 SH SHARED 10 5100 D ARKANSAS BEST CORP DEL COM 04079010 83 3300 SH SHARED 3300 D ARKANSAS BEST CORP DEL COM 04079010 28 1125 SH SHARED 1125 D ARKANSAS BEST CORP DEL COM 04079010 172 6789 SH SHARED 01 6789 D ARKANSAS BEST CORP DEL COM 04079010 486 19153 SH SHARED 02 19153 D ARKANSAS BEST CORP DEL COM 04079010 157 6200 SH SHR/OTHR 10 6200 D ARM HLDGS PLC SPONSORED ADR 04206810 33 13826 SH SHARED 13826 D ARM HLDGS PLC SPONSORED ADR 04206810 0 356 SH SHARED 01 356 D ARMOR HOLDINGS INC COM 04226010 5 512 SH SHARED 512 D ARMOR HOLDINGS INC COM 04226010 58 5865 SH SHARED 01 5865 D ARMOR HOLDINGS INC COM 04226010 145 14587 SH SHARED 02 14587 D ARQULE INC COM 04269E10 63 26416 SH SHARED 26416 D ARQULE INC COM 04269E10 38 16066 SH SHARED 01 16066 D ARQULE INC COM 04269E10 31 13108 SH SHARED 02 13108 D ARRIS GROUP INC COM 04269Q10 706 190836 SH SHARED 190836 D ARRIS GROUP INC COM 04269Q10 324 87741 SH SHARED 01 87741 D ARRIS GROUP INC COM 04269Q10 146 39700 SH SHARED 02 39700 D ARRAY BIOPHARMA INC COM 04269X10 32 7501 SH SHARED 7501 D ARRAY BIOPHARMA INC COM 04269X10 269 63205 SH SHARED 01 63205 D ARRAY BIOPHARMA INC COM 04269X10 49 11700 SH SHARED 02 11700 D ARRAY BIOPHARMA INC COM 04269X10 3399 796100 SH SHARED 04 796100 D ARRAY BIOPHARMA INC COM 04269X10 29 7000 SH SHR/OTHR 10 7000 D ARRAY BIOPHARMA INC COM 04269X10 18 4300 SH SHARED 14 4300 D ARROW ELECTRS INC DBCV 2/2 042735AY 29697 63865000 PRN SHARED 63865000 D ARROW ELECTRS INC COM 04273510 39 2700 SH SHARED 2700 D ARROW ELECTRS INC COM 04273510 292 19885 SH SHARED 19885 D ARROW ELECTRS INC COM 04273510 364 24825 SH SHARED 01 24825 D ARROW ELECTRS INC COM 04273510 1535 104474 SH SHARED 02 104474 D ARROW FINL CORP COM 04274410 7 268 SH SHARED 268 D ARROW FINL CORP COM 04274410 81 2856 SH SHARED 01 2856 D ARROW FINL CORP COM 04274410 108 3800 SH SHARED 02 3800 D ARROW INTL INC COM 04276410 103 2544 SH SHARED 1852 692 D ARROW INTL INC COM 04276410 190 4696 SH SHARED 01 4696 D ARROW INTL INC COM 04276410 280 6900 SH SHARED 02 6900 D ARROW MAGNOLIA INTL INC COM 04276810 0 217 SH SHARED 02 217 D ART TECHNOLOGY GROUP INC COM 04289L10 4 5939 SH SHARED 5939 D ART TECHNOLOGY GROUP INC COM 04289L10 0 561 SH SHARED 01 561 D ARTISAN COMPONENTS INC COM 04292310 81 5018 SH SHARED 5018 D ARTISAN COMPONENTS INC COM 04292310 2126 131577 SH SHARED 01 131577 D ARTISAN COMPONENTS INC COM 04292310 219 13600 SH SHARED 02 13600 D ARTESYN TECHNOLOGIES INC COM 04312710 7 2506 SH SHARED 2506 D ARTESYN TECHNOLOGIES INC COM 04312710 81 26315 SH SHARED 01 26315 D ARTESYN TECHNOLOGIES INC COM 04312710 56 18274 SH SHARED 02 18274 D ARTHROCARE CORP COM 04313610 1294 103800 SH SHARED 103800 D ARTHROCARE CORP COM 04313610 214 17162 SH SHARED 17162 D ARTHROCARE CORP COM 04313610 106 8500 SH SHARED 01 8500 D ARTHROCARE CORP COM 04313610 170 13694 SH SHARED 02 13694 D ARTHROCARE CORP COM 04313610 14 1170 SH SHARED 10 1170 D ARVINMERITOR INC COM 04335310 1123 80294 SH SHARED 77294 3000 D ARVINMERITOR INC COM 04335310 41 3000 SH SHR/OTHR 3000 D ARVINMERITOR INC COM 04335310 390 27941 SH SHARED 01 27941 D ARVINMERITOR INC COM 04335310 2845 203404 SH SHARED 02 203404 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 3 390 SH SHARED 390 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 114 14300 SH SHARED 01 14300 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 37 4700 SH SHARED 02 4700 D ASCENTIAL SOFTWARE CORP COM 04362P10 155 55427 SH SHARED 55365 62 D ASCENTIAL SOFTWARE CORP COM 04362P10 294 105287 SH SHARED 01 105287 D ASCENTIAL SOFTWARE CORP COM 04362P10 561 200488 SH SHARED 02 200488 D ASCENTIAL SOFTWARE CORP COM 04362P10 27 9900 SH SHARED 10 9900 D ASCENT MEDIA GROUP INC COM 04363410 0 262 SH SHARED 262 D ASCENT MEDIA GROUP INC COM 04363410 0 200 SH SHARED 01 200 D ASCENT MEDIA GROUP INC COM 04363410 4 3800 SH SHARED 02 3800 D ASHANTI GOLDFIELDS LTD GLOB DEP RCPT 04374320 377 66470 SH SHARED 66470 D ASHANTI GOLDFIELDS LTD GLOB DEP RCPT 04374320 0 49 SH SHARED 01 49 D ASHANTI GOLDFIELDS LTD GLOB DEP RCPT 04374320 5 994 SH SHARED 02 994 D ASHANTI GOLDFIELDS LTD GLOB DEP RCPT 04374320 1136 200000 SH SHARED 04 200000 D ASHLAND INC COM 04420410 442 14900 SH SHARED 14900 D ASHLAND INC COM 04420410 4926 166058 SH SHARED 164245 1813 D ASHLAND INC COM 04420410 410 13819 SH SHARED 01 13719 100 D ASHLAND INC COM 04420410 1488 50155 SH SHARED 02 50155 D ASHLAND INC COM 04420410 1086 36634 SH SHR/OTHR 10 36634 D ASIA PAC FD INC COM 04490110 121 15000 SH SHR/OTHR 01 15000 D ASHWORTH INC COM 04516H10 0 129 SH SHARED 02 129 D ASIA TIGERS FD INC COM 04516T10 5906 930223 SH SHARED 930223 D ASK JEEVES INC COM 04517410 88 12541 SH SHARED 12541 D ASK JEEVES INC COM 04517410 7 1086 SH SHARED 01 1086 D ASK JEEVES INC COM 04517410 38 5490 SH SHARED 02 5490 D ASIAINFO HLDGS INC COM 04518A10 49 12265 SH SHARED 12265 D ASIAINFO HLDGS INC COM 04518A10 102 25532 SH SHARED 01 25532 D ASIAINFO HLDGS INC COM 04518A10 70 17500 SH SHARED 02 17500 D ASIAINFO HLDGS INC COM 04518A10 8 2200 SH SHARED 10 2200 D ASPECT COMMUNICATIONS CORP COM 04523Q10 49 15922 SH SHARED 15922 D ASPECT COMMUNICATIONS CORP COM 04523Q10 41 13418 SH SHARED 01 13418 D ASPECT COMMUNICATIONS CORP COM 04523Q10 98 31900 SH SHARED 02 31900 D ASPECT MED SYS INC COM 04523510 0 100 SH SHARED 02 100 D ASPECT TELECOMMUNICATIONS CO SDCV 8/1 045237AE 104104259611000 PRN SHARED 259611000 D ASPEN TECHNOLOGY INC SDCV 5.250% 6/1 045327AB 2 3000 PRN SHARED 01 3000 D ASPEN TECHNOLOGY INC COM 04532710 86 35983 SH SHARED 35983 D ASPEN TECHNOLOGY INC COM 04532710 33 13865 SH SHARED 01 13865 D ASPEN TECHNOLOGY INC COM 04532710 55 23200 SH SHARED 02 23200 D ASSOCIATED BANC CORP COM 04548710 637 19729 SH SHARED 19179 550 D ASSOCIATED BANC CORP COM 04548710 940 29098 SH SHARED 01 29098 D ASSOCIATED BANC CORP COM 04548710 716 22165 SH SHARED 02 22165 D ASSOCIATED ESTATES RLTY CORP COM 04560410 5 959 SH SHARED 959 D ASSOCIATED ESTATES RLTY CORP COM 04560410 14 2700 SH SHARED 01 2700 D ASSOCIATED ESTATES RLTY CORP COM 04560410 54 9900 SH SHARED 02 9900 D ASTEC INDS INC COM 04622410 12 2076 SH SHARED 2076 D ASTEC INDS INC COM 04622410 35 6091 SH SHARED 01 6091 D ASTEC INDS INC COM 04622410 54 9392 SH SHARED 02 9392 D ASTEC INDS INC COM 04622410 4 780 SH SHARED 10 780 D ASTORIA FINL CORP COM 04626510 459 19800 SH SHARED 19800 D ASTORIA FINL CORP COM 04626510 1028 44265 SH SHARED 44265 D ASTORIA FINL CORP COM 04626510 1714 73819 SH SHARED 01 73819 D ASTORIA FINL CORP COM 04626510 864 37231 SH SHARED 02 37231 D ASTRAZENECA PLC SPONSORED ADR 04635310 22060 642989 SH SHARED 626420 16569 D ASTRAZENECA PLC SPONSORED ADR 04635310 24 700 SH SHARED 01 700 D ASTRAZENECA PLC SPONSORED ADR 04635310 11764 342900 SH SHARED 02 342900 D ASTRAZENECA PLC SPONSORED ADR 04635310 607 17700 SH SHARED 14 17700 D ASTROPOWER INC COM 04644A10 434 104050 SH SHARED 104050 D ASTROPOWER INC COM 04644A10 52 12480 SH SHARED 980 11500 D ASTROPOWER INC COM 04644A10 15 3700 SH SHARED 01 3700 D ASTROPOWER INC COM 04644A10 48 11613 SH SHARED 02 11613 D ASTROPOWER INC COM 04644A10 104 25000 SH SHARED 04 25000 D AT RD INC COM 04648K10 143 21283 SH SHARED 1283 20000 D AT RD INC COM 04648K10 25 3800 SH SHARED 01 3800 D AT RD INC COM 04648K10 85 12700 SH SHARED 02 12700 D ASYST TECHNOLOGY CORP NOTE 5.750% 7/0 04648XAB 811 1000000 PRN SHARED 1000000 D ASYST TECHNOLOGY CORP COM 04648X10 12 2330 SH SHARED 2330 D ASYST TECHNOLOGY CORP COM 04648X10 49 9100 SH SHARED 01 9100 D ASYST TECHNOLOGY CORP COM 04648X10 250 46216 SH SHARED 02 46216 D ATHEROGENICS INC COM 04743910 18 1930 SH SHARED 1930 D ATHEROGENICS INC COM 04743910 58 6200 SH SHARED 01 6200 D ATHEROGENICS INC COM 04743910 198 21167 SH SHARED 02 21167 D ATLANTIC COAST AIRLINES HLDG COM 04839610 659 106250 SH SHARED 106250 D ATLANTIC COAST AIRLINES HLDG COM 04839610 87 14159 SH SHARED 14159 D ATLANTIC COAST AIRLINES HLDG COM 04839610 200 32335 SH SHARED 01 32335 D ATLANTIC COAST AIRLINES HLDG COM 04839610 233 37541 SH SHARED 02 37541 D ATLAS AIR WORLDWIDE HLDGS IN COM 04916410 20 25813 SH SHARED 25813 D ATLAS AIR WORLDWIDE HLDGS IN COM 04916410 7 9174 SH SHARED 01 9174 D ATLAS AIR WORLDWIDE HLDGS IN COM 04916410 1 2250 SH SHR/OTHR 01 2250 D ATLAS AIR WORLDWIDE HLDGS IN COM 04916410 8 10000 SH SHARED 02 10000 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 258 9500 SH SHR/OTHR 01 9500 D ATMEL CORP COM 04951310 431 269634 SH SHARED 267634 2000 D ATMEL CORP COM 04951310 56 35000 SH SHR/OTHR 35000 D ATMEL CORP COM 04951310 189 118442 SH SHARED 01 118442 D ATMEL CORP COM 04951310 304 190137 SH SHARED 02 190137 D ATMOS ENERGY CORP COM 04956010 263 12379 SH SHARED 12379 D ATMOS ENERGY CORP COM 04956010 472 22225 SH SHARED 01 22225 D ATMOS ENERGY CORP COM 04956010 1319 62074 SH SHARED 02 62074 D ATRIX LABS INC COM 04962L10 3202 227933 SH SHARED 127333 100600 D ATRIX LABS INC COM 04962L10 793 56500 SH SHARED 01 56500 D ATRIX LABS INC COM 04962L10 262 18700 SH SHARED 02 18700 D ATRIX LABS INC COM 04962L10 1236 88000 SH SHARED 05 88000 D ATRIX LABS INC COM 04962L10 1819 129500 SH SHR/OTHR 10 129500 D ATWOOD OCEANICS INC COM 05009510 745 29541 SH SHARED 29541 D ATWOOD OCEANICS INC COM 05009510 117 4636 SH SHARED 01 4636 D ATWOOD OCEANICS INC COM 05009510 181 7197 SH SHARED 02 7197 D AUDIOVOX CORP CL A 05075710 5 704 SH SHARED 704 D AUDIOVOX CORP CL A 05075710 395 53700 SH SHARED 01 53700 D AUDIOVOX CORP CL A 05075710 76 10423 SH SHARED 02 10423 D AUDIOVOX CORP CL A 05075710 25 3400 SH SHARED 10 3400 D AUGUST TECHNOLOGY CORP COM 05106U10 2 543 SH SHARED 543 D AUGUST TECHNOLOGY CORP COM 05106U10 18 4747 SH SHARED 01 4747 D AUGUST TECHNOLOGY CORP COM 05106U10 25 6629 SH SHARED 02 6629 D AURORA FOODS INC COM 05164B10 0 1679 SH SHARED 1679 D AURORA FOODS INC COM 05164B10 1 2871 SH SHARED 01 2871 D AURORA FOODS INC COM 05164B10 5 15400 SH SHARED 02 15400 D AUSPEX SYS INC COM 05211610 1 11500 SH SHARED 11500 D AUTHENTIDATE HLDG CORP COM 05266610 9 5000 SH SHR/OTHR 01 5000 D AUTOBYTEL INC COM 05275N10 44 11088 SH SHARED 11088 D AUTOBYTEL INC COM 05275N10 3 960 SH SHARED 01 960 D AUTODESK INC COM 05276910 96 6300 SH SHARED 6300 D AUTODESK INC COM 05276910 3345 219208 SH SHARED 208408 10800 D AUTODESK INC COM 05276910 19 1300 SH SHR/OTHR 1300 D AUTODESK INC COM 05276910 408 26780 SH SHARED 01 26780 D AUTODESK INC COM 05276910 1400 91790 SH SHARED 02 91790 D AUTODESK INC COM 05276910 3052 200000 SH SHARED 04 200000 D AUTODESK INC COM 05276910 960 62938 SH SHR/OTHR 10 62938 D AUTOLIV INC COM 05280010 257 12917 SH SHARED 10360 2557 D AUTOLIV INC COM 05280010 275 13810 SH SHARED 01 13810 D AUTOLIV INC COM 05280010 3 153 SH SHR/OTHR 01 153 D AUTOLIV INC COM 05280010 405 20298 SH SHARED 02 20298 D AUTOMATIC DATA PROCESSING IN COM 05301510 74658 2424766 SH SHARED 1459918 964848 D AUTOMATIC DATA PROCESSING IN COM 05301510 3747 121708 SH SHR/OTHR 121708 D AUTOMATIC DATA PROCESSING IN COM 05301510 24692 801952 SH SHARED 01 723206 78746 D AUTOMATIC DATA PROCESSING IN COM 05301510 1149 37326 SH SHR/OTHR 01 32226 5100 D AUTOMATIC DATA PROCESSING IN COM 05301510 12810 416055 SH SHARED 02 416055 D AUTOMATIC DATA PROCESSING IN COM 05301510 5388 175000 SH SHARED 04 175000 D AUTOMATIC DATA PROCESSING IN COM 05301510 894 29051 SH SHARED 05 29051 D AUTOMATIC DATA PROCESSING IN COM 05301510 1516 49250 SH SHARED 06 49250 D AUTOMATIC DATA PROCESSING IN COM 05301510 22495 730600 SH SHARED 10 685300 45300 D AUTOMATIC DATA PROCESSING IN COM 05301510 14086 457512 SH SHR/OTHR 10 457512 D AUTOMATIC DATA PROCESSING IN COM 05301510 2816 91466 SH SHARED 14 91466 D AUTONOMY CORP PLC ADR NEW 05329Q20 978 78555 SH SHARED 78555 D AUTONATION INC COM 05329W10 130 10200 SH SHARED 10200 D AUTONATION INC COM 05329W10 6880 539623 SH SHARED 539623 D AUTONATION INC COM 05329W10 717 56305 SH SHARED 01 54605 1700 D AUTONATION INC COM 05329W10 1296 101699 SH SHARED 02 101699 D AUTONATION INC COM 05329W10 2517 197489 SH SHR/OTHR 10 197489 D AUTOZONE INC COM 05333210 1752 25500 SH SHARED 25500 D AUTOZONE INC COM 05333210 32041 466333 SH SHARED 466333 D AUTOZONE INC COM 05333210 1249 18188 SH SHARED 01 17788 400 D AUTOZONE INC COM 05333210 68 1000 SH SHR/OTHR 01 1000 D AUTOZONE INC COM 05333210 3117 45372 SH SHARED 02 45372 D AUTOZONE INC COM 05333210 549 8000 SH SHARED 04 8000 D AUTOZONE INC COM 05333210 131 1910 SH SHARED 05 1910 D AUTOZONE INC COM 05333210 535 7800 SH SHARED 07 7800 D AUTOZONE INC COM 05333210 4211 61290 SH SHR/OTHR 10 61290 D AUTOZONE INC COM 05333210 1303 18970 SH SHARED 14 18970 D AVANIR PHARMACEUTICALS CL A 05348P10 3 3433 SH SHARED 3433 D AVANIR PHARMACEUTICALS CL A 05348P10 37 35400 SH SHARED 02 35400 D AVANEX CORP COM 05348W10 9 12263 SH SHARED 12263 D AVANEX CORP COM 05348W10 27 35000 SH SHARED 01 34700 300 D AVANEX CORP COM 05348W10 27 35500 SH SHARED 02 35500 D AVALONBAY CMNTYS INC COM 05348410 2813 76238 SH SHARED 9693 66545 D AVALONBAY CMNTYS INC COM 05348410 3937 106699 SH SHARED 01 93739 12960 D AVALONBAY CMNTYS INC COM 05348410 180 4900 SH SHR/OTHR 01 2750 2150 D AVALONBAY CMNTYS INC COM 05348410 424 11499 SH SHARED 02 11499 D AVALONBAY CMNTYS INC COM 05348410 258 6995 SH SHARED 05 6995 D AVALONBAY CMNTYS INC COM 05348410 22 600 SH SHARED 06 600 D AVALONBAY CMNTYS INC COM 05348410 12368 335192 SH SHR/OTHR 10 335192 D AVALONBAY CMNTYS INC COM 05348410 73189 1983452 SH SHARED 11 1541843 441609 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 2 2011 SH SHARED 1011 1000 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 0 49 SH SHARED 01 49 D AVATAR HLDGS INC NOTE 7.000% 4/0 053494AD 1012 1000000 PRN SHARED 1000000 D AVATAR HLDGS INC COM 05349410 50 1976 SH SHARED 1918 58 D AVATAR HLDGS INC COM 05349410 17 700 SH SHARED 01 700 D AVATAR HLDGS INC COM 05349410 66 2600 SH SHARED 02 2600 D AVAYA INC NOTE 10/3 053499AA 4693 10500000 PRN SHARED 10500000 D AVAYA INC NOTE 10/3 053499AA 261 585000 PRN SHARED 01 585000 D AVAYA INC NOTE 10/3 053499AA 174 390000 PRN SHARED 05 390000 D AVAYA INC NOTE 10/3 053499AA 22 50000 PRN SHARED 08 50000 D AVAYA INC COM 05349910 2414 1183704 SH SHARED 1179639 4065 D AVAYA INC COM 05349910 1 526 SH SHR/OTHR 526 D AVAYA INC COM 05349910 71 34930 SH SHARED 01 33957 973 D AVAYA INC COM 05349910 10 5042 SH SHR/OTHR 01 2875 2167 D AVAYA INC COM 05349910 277 136083 SH SHARED 02 136083 D AVAYA INC COM 05349910 6 3036 SH SHARED 05 3036 D AVAYA INC COM 05349910 391 191777 SH SHR/OTHR 10 191777 D AVENTIS SPONSORED ADR 05356110 611 13857 SH SHARED 5927 7930 D AVENTIS SPONSORED ADR 05356110 15 345 SH SHARED 01 345 D AVENTIS SPONSORED ADR 05356110 64 1460 SH SHARED 02 1460 D AVERY DENNISON CORP COM 05361110 68194 1162348 SH SHARED 769658 392690 D AVERY DENNISON CORP COM 05361110 3993 68060 SH SHR/OTHR 68060 D AVERY DENNISON CORP COM 05361110 25227 429984 SH SHARED 01 217145 400 212439 D AVERY DENNISON CORP COM 05361110 8469 144354 SH SHR/OTHR 01 74307 70047 D AVERY DENNISON CORP COM 05361110 3906 66589 SH SHARED 02 66589 D AVERY DENNISON CORP COM 05361110 5943 101300 SH SHARED 04 101300 D AVERY DENNISON CORP COM 05361110 509 8680 SH SHARED 05 8680 D AVERY DENNISON CORP COM 05361110 146 2500 SH SHARED 06 2500 D AVERY DENNISON CORP COM 05361110 4676 79705 SH SHR/OTHR 10 79705 D AVERY DENNISON CORP COM 05361110 58 1000 SH SHARED 14 1000 D AVIALL INC NEW COM 05366B10 7 971 SH SHARED 971 D AVIALL INC NEW COM 05366B10 42 5500 SH SHARED 01 5500 D AVIALL INC NEW COM 05366B10 87 11300 SH SHARED 02 11300 D AVIALL INC NEW COM 05366B10 11 1450 SH SHARED 10 1450 D AVICI SYS INC COM NEW 05367L80 56 16123 SH SHARED 16123 D AVICI SYS INC COM NEW 05367L80 0 50 SH SHARED 02 50 D AVID TECHNOLOGY INC COM 05367P10 68 3100 SH SHARED 3100 D AVID TECHNOLOGY INC COM 05367P10 5022 226358 SH SHARED 108158 118200 D AVID TECHNOLOGY INC COM 05367P10 3786 170624 SH SHARED 01 170624 D AVID TECHNOLOGY INC COM 05367P10 558 25159 SH SHARED 02 25159 D AVID TECHNOLOGY INC COM 05367P10 1253 56500 SH SHARED 05 56500 D AVID TECHNOLOGY INC COM 05367P10 1877 84600 SH SHR/OTHR 10 84600 D AVIGEN INC COM 05369010 4 1552 SH SHARED 1552 D AVIGEN INC COM 05369010 35 12313 SH SHARED 01 12313 D AVIGEN INC COM 05369010 35 12200 SH SHARED 02 12200 D AVIRON NOTE 5.250% 2/0 053762AD 39826 38480000 PRN SHARED 38480000 D AVISTA CORP COM 05379B10 31 2988 SH SHARED 2988 D AVISTA CORP COM 05379B10 253 23971 SH SHARED 01 23971 D AVISTA CORP COM 05379B10 312 29484 SH SHARED 02 29484 D AVISTA CORP COM 05379B10 175 16600 SH SHARED 04 16600 D AVNET INC COM 05380710 12 1200 SH SHARED 1200 D AVNET INC COM 05380710 1478 141064 SH SHARED 140914 150 D AVNET INC COM 05380710 20 2000 SH SHR/OTHR 2000 D AVNET INC COM 05380710 2704 258091 SH SHARED 01 258091 D AVNET INC COM 05380710 1 165 SH SHR/OTHR 01 165 D AVNET INC COM 05380710 417 39829 SH SHARED 02 39829 D AVOCENT CORP COM 05389310 8950 383484 SH SHARED 248884 134600 D AVOCENT CORP COM 05389310 4018 172182 SH SHARED 01 172182 D AVOCENT CORP COM 05389310 856 36693 SH SHARED 02 36693 D AVOCENT CORP COM 05389310 186 8000 SH SHARED 05 8000 D AVOCENT CORP COM 05389310 5863 251200 SH SHR/OTHR 10 251200 D AVOCENT CORP COM 05389310 53 2300 SH SHARED 12 2300 D AVON PRODS INC COM 05430310 117494 2059498 SH SHARED 467919 12500 1579079 D AVON PRODS INC COM 05430310 1603 28100 SH SHR/OTHR 28100 D AVON PRODS INC COM 05430310 11092 194441 SH SHARED 01 136415 58026 D AVON PRODS INC COM 05430310 3881 68033 SH SHR/OTHR 01 23766 44267 D AVON PRODS INC COM 05430310 9035 158386 SH SHARED 02 158386 D AVON PRODS INC COM 05430310 10423 182700 SH SHARED 03 102000 80700 D AVON PRODS INC COM 05430310 855 15000 SH SHARED 04 15000 D AVON PRODS INC COM 05430310 133462 2339398 SH SHARED 05 2339398 D AVON PRODS INC COM 05430310 5876 103000 SH SHARED 06 103000 D AVON PRODS INC COM 05430310 11113 194800 SH SHARED 07 194800 D AVON PRODS INC COM 05430310 6235 109300 SH SHARED 08 109300 D AVON PRODS INC COM 05430310 3502 61400 SH SHARED 09 61400 D AVON PRODS INC COM 05430310 120866 2118600 SH SHARED 10 58900 2059700 D AVON PRODS INC COM 05430310 8600 150762 SH SHR/OTHR 10 150762 D AVON PRODS INC COM 05430310 108 1900 SH SHARED 14 1900 D AWARE INC MASS COM 05453N10 84 46172 SH SHARED 36172 10000 D AWARE INC MASS COM 05453N10 6 3499 SH SHARED 01 3499 D AWARE INC MASS COM 05453N10 0 221 SH SHARED 02 221 D AXA SPONSORED ADR 05453610 782 66400 SH SHARED 50000 16400 D AXA SPONSORED ADR 05453610 2106 178637 SH SHARED 02 178637 D AXCELIS TECHNOLOGIES INC NOTE 4.250% 1/1 054540AB 2055 2500000 PRN SHARED 2500000 D AXCELIS TECHNOLOGIES INC COM 05454010 86 18321 SH SHARED 18086 235 D AXCELIS TECHNOLOGIES INC COM 05454010 225 47587 SH SHARED 01 47587 D AXCELIS TECHNOLOGIES INC COM 05454010 382 80860 SH SHARED 02 80860 D AXCELIS TECHNOLOGIES INC COM 05454010 7 1600 SH SHARED 10 1600 D AXONYX INC COM 05461R10 9 10000 SH SHARED 01 10000 D AZTAR CORP COM 05480210 149 11100 SH SHARED 11100 D AZTAR CORP COM 05480210 535 39864 SH SHARED 39864 D AZTAR CORP COM 05480210 233 17384 SH SHARED 01 17384 D AZTAR CORP COM 05480210 284 21164 SH SHARED 02 21164 D AZTAR CORP COM 05480210 19 1450 SH SHARED 10 1450 D BB&T CORP COM 05493710 40840 1299398 SH SHARED 1107798 191600 D BB&T CORP COM 05493710 3170 100875 SH SHARED 01 99960 915 D BB&T CORP COM 05493710 138 4400 SH SHR/OTHR 01 4400 D BB&T CORP COM 05493710 6337 201626 SH SHARED 02 201626 D BB&T CORP COM 05493710 69 2222 SH SHARED 05 2222 D BB&T CORP COM 05493710 2457 78200 SH SHARED 10 62300 15900 D BB&T CORP COM 05493710 9425 299885 SH SHR/OTHR 10 299885 D BB&T CORP COM 05493710 110 3500 SH SHARED 14 3500 D B A S F A G SPONSORED ADR 05526250 16350 437650 SH SHARED 431455 6195 D B A S F A G SPONSORED ADR 05526250 112 3021 SH SHARED 01 3021 D B A S F A G SPONSORED ADR 05526250 44 1200 SH SHARED 02 1200 D BCE INC COM 05534B10 38673 2111007 SH SHARED 2090107 20900 D BCE INC COM 05534B10 2542 138791 SH SHARED 01 138791 D BCE INC COM 05534B10 128 7000 SH SHR/OTHR 01 5000 2000 D BCE INC COM 05534B10 4486 244911 SH SHARED 02 244911 D BCE INC COM 05534B10 278 15200 SH SHARED 05 15200 D BCE INC COM 05534B10 23967 1308274 SH SHR/OTHR 10 1308274 D BCE INC COM 05534B10 43 2357 SH SHARED 14 2357 D BEI TECHNOLOGIES INC COM 05538P10 63 6553 SH SHARED 6553 D BEI TECHNOLOGIES INC COM 05538P10 33 3416 SH SHARED 01 3416 D BEI TECHNOLOGIES INC COM 05538P10 171 17640 SH SHARED 02 17640 D BG PLC ADR FIN INST N 05543420 60 3136 SH SHARED 01 3136 D BG PLC ADR FIN INST N 05543420 196 10192 SH SHR/OTHR 01 1567 8625 D BHA GROUP HLDGS INC COM 05544610 17 780 SH SHARED 02 780 D BISYS GROUP INC NOTE 4.000% 3/1 055472AB 6273 6481000 PRN SHARED 6481000 D BISYS GROUP INC COM 05547210 331 20300 SH SHARED 20300 D BISYS GROUP INC COM 05547210 621 38070 SH SHARED 01 38070 D BISYS GROUP INC COM 05547210 737 45193 SH SHARED 02 45193 D BISYS GROUP INC COM 05547210 373 22870 SH SHR/OTHR 10 22870 D BKF CAP GROUP INC COM 05548G10 3 224 SH SHARED 224 D BKF CAP GROUP INC COM 05548G10 19 1200 SH SHARED 01 1200 D BKF CAP GROUP INC COM 05548G10 56 3500 SH SHARED 02 3500 D BJS WHOLESALE CLUB INC COM 05548J10 1036 91699 SH SHARED 91590 109 D BJS WHOLESALE CLUB INC COM 05548J10 949 83997 SH SHARED 01 82722 1275 D BJS WHOLESALE CLUB INC COM 05548J10 6 543 SH SHR/OTHR 01 543 D BJS WHOLESALE CLUB INC COM 05548J10 235 20855 SH SHARED 02 20855 D BJS WHOLESALE CLUB INC COM 05548J10 2666 236000 SH SHR/OTHR 10 236000 D BJ SVCS CO COM 05548210 18877 548920 SH SHARED 548535 385 D BJ SVCS CO COM 05548210 3034 88248 SH SHARED 01 87948 300 D BJ SVCS CO COM 05548210 4165 121123 SH SHARED 02 121123 D BJ SVCS CO COM 05548210 138 4037 SH SHARED 05 4037 D BJ SVCS CO COM 05548210 48 1400 SH SHARED 06 1400 D BJ SVCS CO COM 05548210 13319 387300 SH SHARED 10 260100 127200 D BJ SVCS CO COM 05548210 26875 781492 SH SHR/OTHR 10 781492 D BOK FINL CORP COM NEW 05561Q20 15 460 SH SHARED 460 D BOK FINL CORP COM NEW 05561Q20 73 2263 SH SHARED 01 2263 D BOK FINL CORP COM NEW 05561Q20 30 923 SH SHARED 02 923 D BOC GROUP PLC SPONSORED ADR 05561760 1050 43023 SH SHARED 43023 D BOC GROUP PLC SPONSORED ADR 05561760 20 843 SH SHARED 01 843 D BOC GROUP PLC SPONSORED ADR 05561760 0 8 SH SHARED 02 8 D BP PLC SPONSORED ADR 05562210 93224 2415767 SH SHARED 747477 1668290 D BP PLC SPONSORED ADR 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INC NEW COM 06646R10 13 610 SH SHR/OTHR 01 610 D BANKNORTH GROUP INC NEW COM 06646R10 1462 67051 SH SHARED 02 67051 D BANKNORTH GROUP INC NEW COM 06646R10 2338 107235 SH SHR/OTHR 10 107235 D BANKUNITED FINL CORP CL A 06652B10 1357 76915 SH SHARED 42915 34000 D BANKUNITED FINL CORP CL A 06652B10 132 7486 SH SHARED 01 7486 D BANKUNITED FINL CORP CL A 06652B10 269 15279 SH SHARED 02 15279 D BANKUNITED FINL CORP CL A 06652B10 524 29700 SH SHARED 05 29700 D BANKUNITED FINL CORP CL A 06652B10 758 43000 SH SHR/OTHR 10 43000 D BANNER CORP COM 06652V10 9 626 SH SHARED 626 D BANNER CORP COM 06652V10 58 3700 SH SHARED 01 3700 D BANNER CORP COM 06652V10 100 6300 SH SHARED 02 6300 D BANTA CORP COM 06682110 135 4600 SH SHARED 4600 D BANTA CORP COM 06682110 385 13060 SH SHARED 13060 D BANTA CORP COM 06682110 2998 101721 SH SHARED 01 101721 D BANTA CORP COM 06682110 750 25462 SH SHARED 02 25462 D BANTA CORP COM 06682110 18 630 SH SHARED 10 630 D BARCLAYS PLC ADR 06738E20 455 19530 SH SHARED 4650 14880 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48 1650 SH SHARED 1650 D BARRA INC COM 06831310 693 23364 SH SHARED 23364 D BARRA INC COM 06831310 219 7388 SH SHARED 01 6538 850 D BARRA INC COM 06831310 19 651 SH SHR/OTHR 01 651 D BARRA INC COM 06831310 410 13814 SH SHARED 02 13814 D BASSETT FURNITURE INDS INC COM 07020310 6 603 SH SHARED 603 D BASSETT FURNITURE INDS INC COM 07020310 31 3001 SH SHARED 01 3001 D BASSETT FURNITURE INDS INC COM 07020310 65 6214 SH SHARED 02 6214 D BAUSCH & LOMB INC COM 07170710 723 22000 SH SHARED 22000 D BAUSCH & LOMB INC COM 07170710 4136 125771 SH SHARED 122511 3260 D BAUSCH & LOMB INC COM 07170710 372 11321 SH SHARED 01 11221 100 D BAUSCH & LOMB INC COM 07170710 763 23212 SH SHARED 02 23212 D BAUSCH & LOMB INC COM 07170710 328 10000 SH SHARED 10 10000 D BAUSCH & LOMB INC COM 07170710 1081 32881 SH SHR/OTHR 10 32881 D BAXTER INTL INC DBCV 1.250% 6/0 071813AR 109378110150000 PRN SHARED 110150000 D BAXTER INTL INC COM 07181310 68455 3672488 SH SHARED 1980030 1692458 D BAXTER INTL INC COM 07181310 1021 54800 SH SHR/OTHR 54800 D BAXTER INTL INC COM 07181310 5502 295187 SH SHARED 01 286755 8432 D BAXTER INTL INC COM 07181310 2816 151075 SH SHR/OTHR 01 148575 2500 D BAXTER INTL INC COM 07181310 7499 402320 SH SHARED 02 402320 D BAXTER INTL INC COM 07181310 109044 5850000 SH SHARED 04 5850000 D BAXTER INTL INC COM 07181310 337 18097 SH SHARED 05 18097 D BAXTER INTL INC COM 07181310 2406 129100 SH SHARED 06 129100 D BAXTER INTL INC COM 07181310 35303 1893980 SH SHARED 10 895650 819200 179130 D BAXTER INTL INC COM 07181310 14544 780292 SH SHR/OTHR 10 780292 D BAXTER INTL INC COM 07181310 1897 101800 SH SHARED 14 101800 D BAXTER INTL INC CORP UNITS 7% 07181340 2487 64600 SH SHARED 02 64600 D BAY ST BANCORP INC COM 07261110 34 1384 SH SHARED 01 1384 D BAY ST BANCORP INC COM 07261110 15 635 SH SHARED 02 635 D BAY VIEW CAP CORP DEL COM 07262L10 100 18404 SH SHARED 18404 D BAY VIEW CAP CORP DEL COM 07262L10 122 22469 SH SHARED 01 22469 D BAY VIEW CAP CORP DEL COM 07262L10 207 38000 SH SHARED 02 38000 D BAYCORP HLDGS CORP COM 07272810 11 879 SH SHARED 02 879 D BAYER A G SPONSORED ADR 07273030 5794 424497 SH SHARED 418797 5700 D BAYER A G SPONSORED ADR 07273030 47 3492 SH SHARED 01 2642 850 D BAYER A G SPONSORED ADR 07273030 2 190 SH SHARED 02 190 D BBVA BANCO FRANCES S A SPONSORED ADR 07329M10 0 16 SH SHARED 02 16 D BBVA BANCO FRANCES S A SPONSORED ADR 07329M10 89 18500 SH SHARED 04 18500 D BE AEROSPACE INC COM 07330210 35 18634 SH SHARED 18634 D BE AEROSPACE INC COM 07330210 25 13246 SH SHARED 01 13246 D BE AEROSPACE INC COM 07330210 63 33350 SH SHARED 02 33350 D BEA SYS INC COM 07332510 17510 1726898 SH SHARED 1713984 10300 2614 D BEA SYS INC COM 07332510 1841 181600 SH SHARED 01 178600 3000 D BEA SYS INC COM 07332510 2536 250193 SH SHARED 02 250193 D BEA SYS INC COM 07332510 4056 400000 SH SHARED 04 400000 D BEA SYS INC COM 07332510 153 15148 SH SHARED 05 15148 D BEA SYS INC COM 07332510 223 22000 SH SHARED 06 22000 D BEA SYS INC COM 07332510 21778 2147767 SH SHARED 10 2147767 D BEA SYS INC COM 07332510 740 73020 SH SHR/OTHR 10 73020 D BEA SYS INC COM 07332510 37 3700 SH SHARED 14 3700 D BEAR STEARNS COS INC COM 07390210 492 7500 SH SHARED 7500 D BEAR STEARNS COS INC COM 07390210 18692 284940 SH SHARED 278242 6698 D BEAR STEARNS COS INC COM 07390210 19 300 SH SHR/OTHR 300 D BEAR STEARNS COS INC COM 07390210 2108 32138 SH SHARED 01 31638 500 D BEAR STEARNS COS INC COM 07390210 26 400 SH SHR/OTHR 01 400 D BEAR STEARNS COS INC COM 07390210 3253 49601 SH SHARED 02 49601 D BEAR STEARNS COS INC COM 07390210 31 482 SH SHARED 05 482 D BEAR STEARNS COS INC COM 07390210 7915 120663 SH SHR/OTHR 10 120663 D BEAR STEARNS COS INC COM 07390210 65 1000 SH SHARED 14 1000 D BEARINGPOINT INC COM 07400210 215 33823 SH SHARED 33823 D BEARINGPOINT INC COM 07400210 423 66477 SH SHARED 01 66477 D BEARINGPOINT INC COM 07400210 605 95000 SH SHARED 02 95000 D BEARINGPOINT INC COM 07400210 403 63300 SH SHARED 14 63300 D BEASLEY BROADCAST GROUP INC CL A 07401410 2 226 SH SHARED 226 D BEASLEY BROADCAST GROUP INC CL A 07401410 43 4500 SH SHARED 01 4500 D BEASLEY BROADCAST GROUP INC CL A 07401410 33 3500 SH SHARED 02 3500 D BEAZER HOMES USA INC COM 07556Q10 96 1634 SH SHARED 1634 D BEAZER HOMES USA INC COM 07556Q10 653 11109 SH SHARED 01 11109 D BEAZER HOMES USA INC COM 07556Q10 429 7300 SH SHARED 02 7300 D BEAZER HOMES USA INC COM 07556Q10 40 690 SH SHARED 10 690 D BEBE STORES INC COM 07557110 3 292 SH SHARED 292 D BEBE STORES INC COM 07557110 284 24086 SH SHARED 01 22761 1325 D BEBE STORES INC COM 07557110 11 957 SH SHR/OTHR 01 957 D BEBE STORES INC COM 07557110 289 24531 SH SHARED 02 24531 D BECKMAN COULTER INC COM 07581110 673 19800 SH SHARED 19800 D BECKMAN COULTER INC COM 07581110 1327 38996 SH SHARED 38814 182 D BECKMAN COULTER INC COM 07581110 714 21010 SH SHARED 01 20718 292 D BECKMAN COULTER INC COM 07581110 685 20143 SH SHARED 02 20143 D BECTON DICKINSON & CO COM 07588710 76107 2209871 SH SHARED 1280158 929713 D BECTON DICKINSON & CO COM 07588710 4071 118210 SH SHR/OTHR 118210 D BECTON DICKINSON & CO COM 07588710 6715 194987 SH SHARED 01 185287 6600 3100 D BECTON DICKINSON & CO COM 07588710 1871 54333 SH SHR/OTHR 01 22633 31700 D BECTON DICKINSON & CO COM 07588710 3812 110692 SH SHARED 02 110692 D BECTON DICKINSON & CO COM 07588710 2410 70000 SH SHARED 04 70000 D BECTON DICKINSON & CO COM 07588710 161 4675 SH SHARED 05 4675 D BECTON DICKINSON & CO COM 07588710 218 6331 SH SHARED 06 6331 D BECTON DICKINSON & CO COM 07588710 6429 186700 SH SHARED 10 156100 30600 D BECTON DICKINSON & CO COM 07588710 5488 159362 SH SHR/OTHR 10 159362 D BECTON DICKINSON & CO COM 07588710 68 2000 SH SHARED 14 2000 D BED BATH & BEYOND INC COM 07589610 35582 1030189 SH SHARED 876764 153425 D BED BATH & BEYOND INC COM 07589610 9887 286255 SH SHARED 01 204390 81865 D BED BATH & BEYOND INC COM 07589610 724 20981 SH SHR/OTHR 01 5250 15731 D BED BATH & BEYOND INC COM 07589610 6365 184281 SH SHARED 02 184281 D BED BATH & BEYOND INC COM 07589610 3260 94400 SH SHARED 04 94400 D BED BATH & BEYOND INC COM 07589610 261 7581 SH SHARED 05 7581 D BED BATH & BEYOND INC COM 07589610 302 8750 SH SHARED 06 8750 D BED BATH & BEYOND INC COM 07589610 476 13800 SH SHARED 07 13800 D BED BATH & BEYOND INC COM 07589610 8458 244900 SH SHARED 10 175400 69500 D BED BATH & BEYOND INC COM 07589610 11029 319315 SH SHR/OTHR 10 319315 D BED BATH & BEYOND INC COM 07589610 78 2287 SH SHARED 14 2287 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 157 6006 SH SHARED 2006 4000 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 124 4756 SH SHARED 01 4756 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 240 9200 SH SHARED 02 9200 D BEL FUSE INC CL B 07734730 11 578 SH SHARED 578 D BEL FUSE INC CL B 07734730 50 2535 SH SHARED 01 2535 D BEL FUSE INC CL B 07734730 120 6006 SH SHARED 02 6006 D BEL FUSE INC CL B 07734730 46 2330 SH SHARED 10 2330 D BELDEN INC COM 07745910 29 2700 SH SHARED 2700 D BELDEN INC COM 07745910 112 10448 SH SHARED 10448 D BELDEN INC COM 07745910 59 5533 SH SHARED 01 5533 D BELDEN INC COM 07745910 149 13951 SH SHARED 02 13951 D BELL MICROPRODUCTS INC COM 07813710 47 9281 SH SHARED 9281 D BELL MICROPRODUCTS INC COM 07813710 31 6177 SH SHARED 01 6177 D BELL MICROPRODUCTS INC COM 07813710 57 11158 SH SHARED 02 11158 D BELLSOUTH CORP COM 07986010 229 10600 SH SHARED 10600 D BELLSOUTH CORP COM 07986010 108743 5018169 SH SHARED 4398389 619780 D BELLSOUTH CORP COM 07986010 2574 118794 SH SHR/OTHR 118794 D BELLSOUTH CORP COM 07986010 753843 34787439 SH SHARED 01 1146107 33641332 D BELLSOUTH CORP COM 07986010 3517 162326 SH SHR/OTHR 01 79504 82822 D BELLSOUTH CORP COM 07986010 21694 1001146 SH SHARED 02 1001146 D BELLSOUTH CORP COM 07986010 2825 130400 SH SHARED 03 120000 10400 D BELLSOUTH CORP COM 07986010 933 43058 SH SHARED 05 43058 D BELLSOUTH CORP COM 07986010 669 30901 SH SHARED 06 30901 D BELLSOUTH CORP COM 07986010 15905 734000 SH SHARED 10 52800 681200 D BELLSOUTH CORP COM 07986010 25697 1185852 SH SHR/OTHR 10 1185852 D BELLSOUTH CORP COM 07986010 980 45265 SH SHARED 14 45265 D BELO CORP COM SER A 08055510 586 28926 SH SHARED 19100 9826 D BELO CORP COM SER A 08055510 3653 180336 SH SHARED 01 35336 145000 D BELO CORP COM SER A 08055510 735 36316 SH SHARED 02 36316 D BEMA GOLD CORP COM 08135F10 4 4000 SH SHR/OTHR 01 4000 D BEMA GOLD CORP COM 08135F10 3600 3131000 SH SHR/OTHR 10 3131000 D BEMIS INC COM 08143710 36477 867266 SH SHARED 551582 315684 D BEMIS INC COM 08143710 525 12496 SH SHARED 01 12096 400 D BEMIS INC COM 08143710 853 20297 SH SHARED 02 20297 D BEMIS INC COM 08143710 27 650 SH SHARED 06 650 D BEMIS INC COM 08143710 1518 36102 SH SHR/OTHR 10 36102 D BENCHMARK ELECTRS INC COM 08160H10 155 5500 SH SHARED 5500 D BENCHMARK ELECTRS INC COM 08160H10 216 7654 SH SHARED 7654 D BENCHMARK ELECTRS INC COM 08160H10 3180 112283 SH SHARED 01 112283 D BENCHMARK ELECTRS INC COM 08160H10 448 15815 SH SHARED 02 15815 D BENCHMARK ELECTRS INC COM 08160H10 38 1350 SH SHARED 10 1350 D BENETTON GROUP SPA ADR NEW 08179540 5 391 SH SHARED 01 391 D BENETTON GROUP SPA ADR NEW 08179540 30 2180 SH SHARED 02 2180 D BENIHANA INC CL A 08204720 3 322 SH SHARED 322 D BENIHANA INC CL A 08204720 29 2900 SH SHARED 02 2900 D BENTLEY PHARMACEUTICALS INC COM 08265710 5 738 SH SHARED 738 D BENTLEY PHARMACEUTICALS INC COM 08265710 59 7400 SH SHARED 02 7400 D BERGSTROM CAP CORP COM 08409310 1065 8700 SH SHARED 8700 D BERKLEY W R CORP COM 08442310 1258 29362 SH SHARED 29362 D BERKLEY W R CORP COM 08442310 8013 187005 SH SHARED 01 187005 D BERKLEY W R CORP COM 08442310 262 6125 SH SHARED 02 6125 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 230 SH SHARED 2 228 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 3 SH SHR/OTHR 3 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 147 SH SHARED 01 4 143 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 36 SH SHR/OTHR 01 28 8 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 8 SH SHARED 14 8 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 20899 9780 SH SHARED 1587 8193 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 5135 2403 SH SHR/OTHR 2403 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1064 498 SH SHARED 01 391 107 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1850 866 SH SHR/OTHR 01 699 167 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 2137 1000 SH SHARED 04 1000 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 128 60 SH SHARED 05 60 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 25490 11928 SH SHR/OTHR 10 11928 D BERKSHIRE HILLS BANCORP INC COM 08468010 13 600 SH SHARED 01 600 D BERKSHIRE HILLS BANCORP INC COM 08468010 87 3800 SH SHARED 02 3800 D BERRY PETE CO CL A 08578910 13 883 SH SHARED 883 D BERRY PETE CO CL A 08578910 130 8700 SH SHARED 01 8700 D BERRY PETE CO CL A 08578910 150 10000 SH SHARED 02 10000 D BERRY PETE CO CL A 08578910 18 1260 SH SHARED 10 1260 D BEST BUY INC DBCV 0.684% 6/2 086516AD 12162 17500000 PRN SHARED 17500000 D BEST BUY INC SDCV 2.250% 1/1 086516AF 57033 63371000 PRN SHARED 63371000 D BEST BUY INC SDCV 2.250% 1/1 086516AF 5 6500 PRN SHARED 01 6500 D BEST BUY INC COM 08651610 17519 649607 SH SHARED 649203 404 D BEST BUY INC COM 08651610 3433 127302 SH SHARED 01 124902 2400 D BEST BUY INC COM 08651610 53 2000 SH SHR/OTHR 01 2000 D BEST BUY INC COM 08651610 8443 313077 SH SHARED 02 313077 D BEST BUY INC COM 08651610 1726 64000 SH SHARED 04 64000 D BEST BUY INC COM 08651610 379 14078 SH SHARED 05 14078 D BEST BUY INC COM 08651610 64 2400 SH SHARED 06 2400 D BEST BUY INC COM 08651610 152550 5656291 SH SHR/OTHR 10 5656291 D BEST BUY INC COM 08651610 68 2550 SH SHARED 14 2550 D BEVERLY ENTERPRISES INC COM NEW 08785130 35 17400 SH SHARED 17400 D BEVERLY ENTERPRISES INC COM NEW 08785130 22 10936 SH SHARED 10936 D BEVERLY ENTERPRISES INC COM NEW 08785130 321 158943 SH SHARED 01 158943 D BEVERLY ENTERPRISES INC COM NEW 08785130 119 59400 SH SHARED 02 59400 D BHP BILLITON LTD SPONSORED ADR 08860610 1183 106634 SH SHARED 67717 38917 D BHP BILLITON LTD SPONSORED ADR 08860610 181 16322 SH SHR/OTHR 16322 D BHP BILLITON LTD SPONSORED ADR 08860610 0 24 SH SHARED 01 24 D BIG 5 SPORTING GOODS CORP COM 08915P10 31 2832 SH SHARED 02 2832 D BIG 5 SPORTING GOODS CORP COM 08915P10 185 16794 SH SHR/OTHR 10 16794 D BIG LOTS INC COM 08930210 2953 262563 SH SHARED 262563 D BIG LOTS INC COM 08930210 194 17288 SH SHARED 01 17288 D BIG LOTS INC COM 08930210 701 62363 SH SHARED 02 62363 D BIG LOTS INC COM 08930210 744 66154 SH SHR/OTHR 10 66154 D BINDVIEW DEV CORP COM 09032710 17 13514 SH SHARED 02 13514 D BIO-REFERENCE LABS INC COM $.01 NEW 09057G60 1 357 SH SHARED 357 D BIO-REFERENCE LABS INC COM $.01 NEW 09057G60 18 4400 SH SHARED 02 4400 D BIO RAD LABS INC CL A 09057220 213 5963 SH SHARED 5963 D BIO RAD LABS INC CL A 09057220 2414 67526 SH SHARED 01 67526 D BIO RAD LABS INC CL A 09057220 364 10200 SH SHARED 02 10200 D BIO RAD LABS INC CL A 09057220 52 1470 SH SHARED 10 1470 D BIO TECHNOLOGY GEN CORP COM 09057810 11 4091 SH SHARED 4091 D BIO TECHNOLOGY GEN CORP COM 09057810 42 15597 SH SHARED 01 15597 D BIO TECHNOLOGY GEN CORP COM 09057810 97 36073 SH SHARED 02 36073 D BIOJECT MED TECH INC COM NEW 09059T20 19 5000 SH SHARED 5000 D BIOGEN INC COM 09059710 15332 511780 SH SHARED 501030 9000 1750 D BIOGEN INC COM 09059710 179 6000 SH SHR/OTHR 6000 D BIOGEN INC COM 09059710 2148 71708 SH SHARED 01 70708 1000 D BIOGEN INC COM 09059710 434 14500 SH SHR/OTHR 01 3000 11500 D BIOGEN INC COM 09059710 4710 157222 SH SHARED 02 157222 D BIOGEN INC COM 09059710 148426 4954160 SH SHARED 04 4954160 D BIOGEN INC COM 09059710 175 5870 SH SHARED 05 5870 D BIOGEN INC COM 09059710 3616 120700 SH SHARED 06 120700 D BIOGEN INC COM 09059710 1195 39900 SH SHARED 10 39900 D BIOGEN INC COM 09059710 3464 115624 SH SHR/OTHR 10 115624 D BIOGEN INC COM 09059710 916 30600 SH SHARED 14 30600 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 181 15963 SH SHARED 15963 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 155 13728 SH SHARED 01 13728 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 385 34002 SH SHARED 02 34002 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 25971 2288200 SH SHARED 04 2288200 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 170 15000 SH SHR/OTHR 10 15000 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 371 32700 SH SHARED 14 32700 D BIOMET INC COM 09061310 79527 2594701 SH SHARED 757706 18400 1818595 D BIOMET INC COM 09061310 3257 106275 SH SHR/OTHR 106275 D BIOMET INC COM 09061310 4175 136216 SH SHARED 01 135091 1125 D BIOMET INC COM 09061310 104 3393 SH SHR/OTHR 01 1600 1793 D BIOMET INC COM 09061310 5061 165151 SH SHARED 02 165151 D BIOMET INC COM 09061310 29718 969616 SH SHARED 05 969616 D BIOMET INC COM 09061310 68 2250 SH SHARED 06 2250 D BIOMET INC COM 09061310 2154 70300 SH SHARED 07 70300 D BIOMET INC COM 09061310 1412 46100 SH SHARED 09 46100 D BIOMET INC COM 09061310 52850 1724325 SH SHARED 10 122675 1601650 D BIOMET INC COM 09061310 7044 229837 SH SHR/OTHR 10 229837 D BIOPURE CORP CL A 09065H10 13 4105 SH SHARED 4105 D BIOPURE CORP CL A 09065H10 35 10517 SH SHARED 01 10517 D BIOPURE CORP CL A 09065H10 39 11900 SH SHARED 02 11900 D BIOPURE CORP CL A 09065H10 226 67912 SH SHR/OTHR 10 67912 D BIOSPHERE MEDICAL INC COM 09066V10 0 3 SH SHARED 02 3 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 1182 12683 SH SHARED 12683 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 38 409 SH SHARED 01 409 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 9 100 SH SHR/OTHR 01 100 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 14213 152422 SH SHARED 02 152422 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 242 2600 SH SHR/OTHR 10 2600 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 466 5000 SH SHARED 14 5000 D BIOVAIL CORP COM 09067J10 15224 381844 SH SHARED 366444 15400 D BIOVAIL CORP COM 09067J10 1877 47102 SH SHARED 01 45602 1500 D BIOVAIL CORP COM 09067J10 15 381 SH SHR/OTHR 01 381 D BIOVAIL CORP COM 09067J10 3535 88672 SH SHARED 02 88672 D BIOVAIL CORP COM 09067J10 7974 200000 SH SHARED 04 200000 D BIOVAIL CORP COM 09067J10 746 18724 SH SHARED 05 18724 D BIOVAIL CORP COM 09067J10 24460 613500 SH SHARED 10 443500 170000 D BIOVAIL CORP COM 09067J10 1411 35400 SH SHR/OTHR 10 35400 D BIOVAIL CORP COM 09067J10 478 12000 SH SHARED 14 12000 D BIOLASE TECHNOLOGY INC COM 09091110 7 882 SH SHARED 882 D BIOLASE TECHNOLOGY INC COM 09091110 21 2617 SH SHARED 02 2617 D BIOSITE INC COM 09094510 31 830 SH SHARED 830 D BIOSITE INC COM 09094510 871 22685 SH SHARED 01 21785 900 D BIOSITE INC COM 09094510 28 735 SH SHR/OTHR 01 735 D BIOSITE INC COM 09094510 274 7144 SH SHARED 02 7144 D BIOSITE INC COM 09094510 23 600 SH SHARED 10 600 D BIORELIANCE CORP COM 09095110 2 108 SH SHARED 108 D BIORELIANCE CORP COM 09095110 25 1300 SH SHARED 01 1300 D BIORELIANCE CORP COM 09095110 40 2100 SH SHARED 02 2100 D BITSTREAM INC CL A 09173610 49 28669 SH SHR/OTHR 01 28669 D BLACK & DECKER CORP COM 09179710 6642 190546 SH SHARED 187396 3150 D BLACK & DECKER CORP COM 09179710 1626 46662 SH SHARED 01 45562 1100 D BLACK & DECKER CORP COM 09179710 240 6900 SH SHR/OTHR 01 6900 D BLACK & DECKER CORP COM 09179710 1138 32662 SH SHARED 02 32662 D BLACK & DECKER CORP COM 09179710 17 495 SH SHARED 05 495 D BLACK & DECKER CORP COM 09179710 32 927 SH SHARED 06 927 D BLACK & DECKER CORP COM 09179710 1815 52070 SH SHR/OTHR 10 52070 D BLACK BOX CORP DEL COM 09182610 26 900 SH SHARED 900 D BLACK BOX CORP DEL COM 09182610 49 1686 SH SHARED 1686 D BLACK BOX CORP DEL COM 09182610 190 6423 SH SHARED 01 6423 D BLACK BOX CORP DEL COM 09182610 371 12549 SH SHARED 02 12549 D BLACK BOX CORP DEL COM 09182610 17138 578428 SH SHR/OTHR 10 578428 D BLACK HILLS CORP COM 09211310 209 7604 SH SHARED 7604 D BLACK HILLS CORP COM 09211310 561 20431 SH SHARED 01 20431 D BLACK HILLS CORP COM 09211310 25 910 SH SHR/OTHR 01 660 250 D BLACK HILLS CORP COM 09211310 835 30392 SH SHARED 02 30392 D BLACK HILLS CORP COM 09211310 58 2140 SH SHARED 10 2140 D BLACKROCK INVT QUALITY MUN T COM 09247D10 2 200 SH SHARED 200 D BLACKROCK CA INSD MUN 2008 T COM 09247G10 11 700 SH SHARED 700 D BLACKROCK MUN TARGET TERM TR COM 09247M10 70 6500 SH SHR/OTHR 01 6500 D BLACKROCK CALIF INVT QUALITY COM 09247U10 4 300 SH SHARED 300 D BLACKROCK INC CL A 09247X10 40 925 SH SHARED 925 D BLACKROCK INC CL A 09247X10 125 2886 SH SHARED 01 2886 D BLACKROCK INC CL A 09247X10 47 1100 SH SHARED 02 1100 D BLACKROCK INCOME OPP TRUST I COM 09247510 5132 471700 SH SHARED 471700 D BLACKROCK NY MUNI 2018 TERM COM 09248K10 136 9800 SH SHARED 9800 D BLACKROCK STRATEGIC MUN TR COM 09248T10 68 5000 SH SHR/OTHR 01 5000 D BLAIR CORP COM 09282810 9 417 SH SHARED 417 D BLAIR CORP COM 09282810 30 1300 SH SHARED 01 1300 D BLAIR CORP COM 09282810 112 4800 SH SHARED 02 4800 D BLOCK H & R INC COM 09367110 59 1400 SH SHARED 1400 D BLOCK H & R INC COM 09367110 29480 690572 SH SHARED 328600 361972 D BLOCK H & R INC COM 09367110 1771 41498 SH SHR/OTHR 41498 D BLOCK H & R INC COM 09367110 3963 92845 SH SHARED 01 89045 3800 D BLOCK H & R INC COM 09367110 97 2295 SH SHR/OTHR 01 1458 837 D BLOCK H & R INC COM 09367110 5222 122344 SH SHARED 02 122344 D BLOCK H & R INC COM 09367110 204 4797 SH SHARED 05 4797 D BLOCK H & R INC COM 09367110 146 3441 SH SHARED 06 3441 D BLOCK H & R INC COM 09367110 5150 120648 SH SHR/OTHR 10 120648 D BLOCK H & R INC COM 09367110 59 1400 SH SHARED 14 1400 D BLOCKBUSTER INC CL A 09367910 1951 114133 SH SHARED 114133 D BLOCKBUSTER INC CL A 09367910 1129 66062 SH SHARED 01 66062 D BLOCKBUSTER INC CL A 09367910 1125 65839 SH SHARED 02 65839 D BLOUNT INTL INC NEW COM 09518010 25 3932 SH SHARED 02 3932 D BLUE CHIP VALUE FD INC COM 09533310 4 1000 SH SHARED 1000 D BLUE COAT SYSTEMS INC COM NEW 09534T50 13 2242 SH SHARED 2242 D BLUE COAT SYSTEMS INC COM NEW 09534T50 0 87 SH SHARED 02 87 D BLUE RHINO CORP COM 09581110 10 1017 SH SHARED 1017 D BLUE RHINO CORP COM 09581110 1 104 SH SHARED 01 104 D BLUE RHINO CORP COM 09581110 23 2264 SH SHARED 02 2264 D BLUEGREEN CORP COM 09623110 9 2800 SH SHARED 02 2800 D BLYTH INC COM 09643P10 244 9601 SH SHARED 9601 D BLYTH INC COM 09643P10 694 27316 SH SHARED 01 27316 D BLYTH INC COM 09643P10 827 32544 SH SHARED 02 32544 D BLYTH INC COM 09643P10 29 1164 SH SHARED 06 1164 D BLYTH INC COM 09643P10 26131 1027600 SH SHR/OTHR 10 1027600 D BOARDWALK EQUITIES INC COM 09661310 446 45000 SH SHR/OTHR 10 45000 D BOARDWALK EQUITIES INC COM 09661310 5222 526500 SH SHARED 11 354600 171900 D BOB EVANS FARMS INC COM 09676110 1044 43372 SH SHARED 43372 D BOB EVANS FARMS INC COM 09676110 35 1466 SH SHR/OTHR 1466 D BOB EVANS FARMS INC COM 09676110 695 28853 SH SHARED 01 28853 D BOB EVANS FARMS INC COM 09676110 735 30531 SH SHARED 02 30531 D BOCA RESORTS INC CL A 09688T10 71 6509 SH SHARED 6509 D BOCA RESORTS INC CL A 09688T10 157 14300 SH SHARED 01 14300 D BOCA RESORTS INC CL A 09688T10 190 17300 SH SHARED 02 17300 D BOEING CO COM 09702310 428 17100 SH SHARED 17100 D BOEING CO COM 09702310 105736 4219337 SH SHARED 4066725 152612 D BOEING CO COM 09702310 548 21898 SH SHR/OTHR 21898 D BOEING CO COM 09702310 8960 357552 SH SHARED 01 339668 17884 D BOEING CO COM 09702310 947 37824 SH SHR/OTHR 01 18800 19024 D BOEING CO COM 09702310 16509 658813 SH SHARED 02 658813 D BOEING CO 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103 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 425 26042 SH SHARED 04 26042 D BUTLER MFG CO DEL COM 12365510 3 200 SH SHARED 200 D BUTLER MFG CO DEL COM 12365510 11 700 SH SHARED 01 700 D BUTLER MFG CO DEL COM 12365510 56 3461 SH SHARED 02 3461 D C & F FINL CORP COM 12466Q10 15 457 SH SHARED 02 457 D C&D TECHNOLOGIES INC COM 12466110 29 2500 SH SHARED 2500 D C&D TECHNOLOGIES INC COM 12466110 2 231 SH SHARED 231 D C&D TECHNOLOGIES INC COM 12466110 68 5720 SH SHARED 01 5720 D C&D TECHNOLOGIES INC COM 12466110 193 16150 SH SHARED 02 16150 D C&D TECHNOLOGIES INC COM 12466110 25 2160 SH SHARED 10 2160 D CAE INC COM 12476510 790 379986 SH SHARED 379986 D CAE INC COM 12476510 178 85809 SH SHARED 01 85809 D CAE INC COM 12476510 328 157833 SH SHARED 02 157833 D CB BANCSHARES INC HAWAII COM 12478510 43 899 SH SHARED 899 D CB BANCSHARES INC HAWAII COM 12478510 63 1300 SH SHARED 01 1300 D CB BANCSHARES INC HAWAII COM 12478510 97 2000 SH SHARED 02 2000 D CBL & ASSOC PPTYS INC COM 12483010 433 10686 SH SHARED 10686 D CBL & ASSOC PPTYS INC COM 12483010 645 15893 SH SHARED 01 15893 D CBL & ASSOC PPTYS INC COM 12483010 525 12956 SH SHARED 02 12956 D CBL & ASSOC PPTYS INC COM 12483010 55 1360 SH SHARED 10 1360 D CCC INFORMATION SVCS GROUP I COM 12487Q10 15 976 SH SHARED 976 D CCC INFORMATION SVCS GROUP I COM 12487Q10 1055 65224 SH SHARED 01 65224 D CCC INFORMATION SVCS GROUP I COM 12487Q10 167 10356 SH SHARED 02 10356 D CCF HLDG CO COM 12487X10 36 2000 SH SHARED 2000 D CBRL GROUP INC NOTE 4/0 12489VAB 3136 7000000 PRN SHARED 7000000 D CBRL GROUP INC NOTE 4/0 12489VAB 4480 10000000 PRN SHARED 02 10000000 D CBRL GROUP INC COM 12489V10 241 8800 SH SHARED 8800 D CBRL GROUP INC COM 12489V10 815 29696 SH SHARED 29696 D CBRL GROUP INC COM 12489V10 641 23363 SH SHARED 01 23363 D CBRL GROUP INC COM 12489V10 404 14752 SH SHARED 02 14752 D CBRL GROUP INC COM 12489V10 153 5600 SH SHARED 06 5600 D CBRL GROUP INC COM 12489V10 263 9600 SH SHR/OTHR 10 9600 D CCBT FINL COS INC COM 12500Q10 12 574 SH SHARED 574 D CCBT FINL COS INC COM 12500Q10 55 2500 SH SHARED 01 2500 D CCBT FINL COS INC COM 12500Q10 114 5200 SH SHARED 02 5200 D C COR NET CORP COM 12501010 6 1925 SH SHARED 1925 D C COR NET CORP COM 12501010 30 9266 SH SHARED 01 9266 D C COR NET CORP COM 12501010 129 39362 SH SHARED 02 39362 D C D I CORP COM 12507110 45 1966 SH SHARED 1966 D C D I CORP COM 12507110 523 22488 SH SHARED 01 22488 D C D I CORP COM 12507110 230 9888 SH SHARED 02 9888 D CDW COMPUTER CTRS INC COM 12512910 10382 254462 SH SHARED 254462 D CDW COMPUTER CTRS INC COM 12512910 862 21132 SH SHARED 01 21132 D CDW COMPUTER CTRS INC COM 12512910 1385 33950 SH SHARED 02 33950 D CDW COMPUTER CTRS INC COM 12512910 61 1500 SH SHARED 05 1500 D CDW COMPUTER CTRS INC COM 12512910 3871 94895 SH SHARED 08 94895 D CDW COMPUTER CTRS INC COM 12512910 994 24380 SH SHR/OTHR 10 24380 D CEC ENTMT INC COM 12513710 15 561 SH SHARED 561 D CEC ENTMT INC COM 12513710 719 26425 SH SHARED 01 26425 D CEC ENTMT INC COM 12513710 503 18508 SH SHARED 02 18508 D CFS BANCORP INC COM 12525D10 8 597 SH SHARED 597 D CFS BANCORP INC COM 12525D10 63 4624 SH SHARED 01 4624 D CFS BANCORP INC COM 12525D10 112 8200 SH SHARED 02 8200 D CH ENERGY GROUP INC COM 12541M10 106 2550 SH SHARED 2550 D CH ENERGY GROUP INC COM 12541M10 283 6800 SH SHARED 01 6800 D CH ENERGY GROUP INC COM 12541M10 8 200 SH SHR/OTHR 01 200 D CH ENERGY GROUP INC COM 12541M10 419 10066 SH SHARED 02 10066 D CH ENERGY GROUP INC COM 12541M10 51 1230 SH SHARED 10 1230 D C H ROBINSON WORLDWIDE INC COM 12541W10 2525 77218 SH SHARED 77218 D C H ROBINSON WORLDWIDE INC COM 12541W10 882 27000 SH SHARED 01 21000 6000 D C H ROBINSON WORLDWIDE INC COM 12541W10 1051 32155 SH SHARED 02 32155 D C H ROBINSON WORLDWIDE INC COM 12541W10 679 20765 SH SHR/OTHR 10 20765 D CIGNA CORP COM 12550910 301 6600 SH SHARED 6600 D CIGNA CORP COM 12550910 12490 273185 SH SHARED 256300 16885 D CIGNA CORP COM 12550910 4916 107544 SH SHARED 01 105344 2200 D CIGNA CORP COM 12550910 137 3000 SH SHR/OTHR 01 196 2804 D CIGNA CORP COM 12550910 10636 232654 SH SHARED 02 232654 D CIGNA CORP COM 12550910 8943 195609 SH SHARED 05 195609 D CIGNA CORP COM 12550910 368 8061 SH SHARED 06 8061 D CIGNA CORP COM 12550910 3878 84825 SH SHR/OTHR 10 84825 D CIGNA CORP COM 12550910 726 15900 SH SHARED 14 15900 D CIT GROUP INC COM 12558110 136 8088 SH SHARED 8088 D CIT GROUP INC COM 12558110 1628 96615 SH SHARED 02 96615 D CIT GROUP INC COM 12558110 16380 971577 SH SHR/OTHR 10 971577 D CKE RESTAURANTS INC COM 12561E10 86 19619 SH SHARED 19619 D CKE RESTAURANTS INC COM 12561E10 69 15836 SH SHARED 01 15836 D CKE RESTAURANTS INC COM 12561E10 135 30800 SH SHARED 02 30800 D CLECO CORP NEW COM 12561W10 30 2424 SH SHARED 2424 D CLECO CORP NEW COM 12561W10 456 36360 SH SHARED 01 36360 D CLECO CORP NEW COM 12561W10 50 4000 SH SHR/OTHR 01 4000 D CLECO CORP NEW COM 12561W10 314 25075 SH SHARED 02 25075 D CMGI INC COM 12575010 1 1500 SH SHARED 1500 D CMGI INC COM 12575010 43 55900 SH SHARED 2600 53300 D CMGI INC COM 12575010 4 5200 SH SHARED 02 5200 D CMGI INC COM 12575010 22 28500 SH SHARED 04 28500 D CMS ENERGY CORP COM 12589610 7 1800 SH SHARED 1800 D CMS ENERGY CORP COM 12589610 1258 285260 SH SHARED 273648 11612 D CMS ENERGY CORP COM 12589610 26 5975 SH SHARED 01 5975 D CMS ENERGY CORP COM 12589610 14 3305 SH SHR/OTHR 01 2305 1000 D CMS ENERGY CORP COM 12589610 587 133181 SH SHARED 02 133181 D CMS ENERGY CORP COM 12589610 433 98211 SH SHR/OTHR 10 98211 D CPI CORP COM 12590210 7 535 SH SHARED 535 D CPI CORP COM 12590210 12 988 SH SHARED 01 988 D CPI CORP COM 12590210 57 4378 SH SHARED 02 4378 D CPB INC COM 12590310 6 265 SH SHARED 265 D CPB INC COM 12590310 358 14100 SH SHARED 01 14100 D CPB INC COM 12590310 216 8500 SH SHARED 02 8500 D CSS INDS INC COM 12590610 3 101 SH SHARED 101 D CSS INDS INC COM 12590610 74 2300 SH SHARED 01 2300 D CSS INDS INC COM 12590610 64 2000 SH SHARED 02 2000 D CSK AUTO CORP COM 12596510 1016 111690 SH SHARED 111690 D CSK AUTO CORP COM 12596510 151 16614 SH SHARED 01 16614 D CSK AUTO CORP COM 12596510 157 17300 SH SHARED 02 17300 D CNA FINL CORP COM 12611710 50 2275 SH SHARED 2275 D CNA FINL CORP COM 12611710 225 10072 SH SHARED 01 10072 D CNA FINL CORP COM 12611710 3079 137492 SH SHARED 02 137492 D CNB FLORIDA BANCSHARES INC COM 12612H10 14 782 SH SHARED 02 782 D CNA SURETY CORP COM 12612L10 2 287 SH SHARED 287 D CNA SURETY CORP COM 12612L10 23 2900 SH SHARED 01 2900 D CNA SURETY CORP COM 12612L10 179 22400 SH SHARED 02 22400 D CNF TR I TECONS SER A 12612V20 14386 306100 SH SHARED 306100 D CNF INC COM 12612W10 3248 106696 SH SHARED 96961 9735 D CNF INC COM 12612W10 699 22963 SH SHARED 01 22963 D CNF INC COM 12612W10 9 300 SH SHR/OTHR 01 300 D CNF INC COM 12612W10 538 17693 SH SHARED 02 17693 D CNB FINL CORP PA COM 12612810 17 400 SH SHARED 02 400 D CNET NETWORKS INC COM 12613R10 56 22500 SH SHARED 18433 4067 D CNET NETWORKS INC COM 12613R10 86 34607 SH SHARED 01 34607 D CNET NETWORKS INC COM 12613R10 189 75300 SH SHARED 02 75300 D CNOOC LTD SPONSORED ADR 12613210 5979 224300 SH SHARED 224300 D CNOOC LTD SPONSORED ADR 12613210 16 610 SH SHARED 01 610 D CNOOC LTD SPONSORED ADR 12613210 130 4900 SH SHARED 12 4900 D CP HOLDRS DEP RCPTS CP 12616K10 8 200 SH SHR/OTHR 01 200 D CSG SYS INTL INC COM 12634910 214 24739 SH SHARED 24654 85 D CSG SYS INTL INC COM 12634910 110 12776 SH SHARED 01 12776 D CSG SYS INTL INC COM 12634910 4071 469627 SH SHARED 02 469627 D CSK CORP SPONSORED ADR 12637530 5 350 SH SHARED 01 350 D CSK CORP SPONSORED ADR 12637530 31 1890 SH SHARED 02 1890 D CSX CORP DBCV 10/3 126408GA 67700 80500000 PRN SHARED 80500000 D CSX CORP DBCV 10/3 126408GA 884 1052000 PRN SHARED 02 1052000 D CSX CORP COM 12640810 11456 401706 SH SHARED 394300 7406 D CSX CORP COM 12640810 40 1414 SH SHR/OTHR 1414 D CSX CORP COM 12640810 3078 107942 SH SHARED 01 107942 D CSX CORP COM 12640810 1105 38757 SH SHR/OTHR 01 14857 23900 D CSX CORP COM 12640810 8053 282364 SH SHARED 02 282364 D CSX CORP COM 12640810 242 8500 SH SHARED 03 8500 D CSX CORP COM 12640810 58 2061 SH SHARED 05 2061 D CSX CORP COM 12640810 54 1900 SH SHARED 06 1900 D CSX CORP COM 12640810 3927 137697 SH SHR/OTHR 10 137697 D CSX CORP COM 12640810 51 1800 SH SHARED 14 1800 D CT COMMUNICATIONS INC COM NEW 12642640 6 709 SH SHARED 709 D CT COMMUNICATIONS INC COM NEW 12642640 90 9400 SH SHARED 01 9400 D CT COMMUNICATIONS INC COM NEW 12642640 97 10200 SH SHARED 02 10200 D CT COMMUNICATIONS INC COM NEW 12642640 30 3150 SH SHARED 10 3150 D CTS CORP COM 12650110 39 6437 SH SHARED 6437 D CTS CORP COM 12650110 143 23464 SH SHARED 01 23464 D CTS CORP COM 12650110 112 18430 SH SHARED 02 18430 D CTS CORP COM 12650110 6 990 SH SHARED 10 990 D CUNO INC COM 12658310 67 2004 SH SHARED 2004 D CUNO INC COM 12658310 181 5400 SH SHARED 01 5400 D CUNO INC COM 12658310 324 9661 SH SHARED 02 9661 D CVB FINL CORP COM 12660010 41 2157 SH SHARED 2157 D CVB FINL CORP COM 12660010 436 22529 SH SHARED 01 22529 D CVB FINL CORP COM 12660010 398 20556 SH SHARED 02 20556 D CVS CORP COM 12665010 35200 1475926 SH SHARED 1470921 5005 D CVS CORP COM 12665010 29515 1237539 SH SHARED 01 308770 928769 D CVS CORP COM 12665010 22326 936131 SH SHR/OTHR 01 882031 54100 D CVS CORP COM 12665010 4411 184971 SH SHARED 02 184971 D CVS CORP COM 12665010 11321 474700 SH SHARED 03 435600 39100 D CVS CORP COM 12665010 64094 2687400 SH SHARED 04 2687400 D CVS CORP COM 12665010 382 16038 SH SHARED 05 16038 D CVS CORP COM 12665010 3659 153450 SH SHARED 06 153450 D CVS CORP COM 12665010 238 10000 SH SHARED 10 10000 D CVS CORP COM 12665010 5952 249587 SH SHR/OTHR 10 249587 D CVS CORP COM 12665010 608 25500 SH SHARED 14 25500 D CV THERAPEUTICS INC COM 12666710 55 3076 SH SHARED 3076 D CV THERAPEUTICS INC COM 12666710 2284 126692 SH SHARED 01 126092 600 D CV THERAPEUTICS INC COM 12666710 356 19800 SH SHARED 02 19800 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 122 36982 SH SHARED 36982 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 3 1000 SH SHR/OTHR 1000 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 4 1474 SH SHARED 01 1474 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 417 126200 SH SHARED 02 126200 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 588 31003 SH SHARED 31003 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 284 14984 SH SHARED 01 14984 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 2934 154548 SH SHARED 02 154548 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 2438 128392 SH SHR/OTHR 10 128392 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 28 1500 SH SHARED 14 1500 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 13 2100 SH SHARED 2100 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 104 15643 SH SHARED 15643 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 97 14710 SH SHARED 01 14710 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 181 27334 SH SHARED 02 27334 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 32 4840 SH SHARED 10 4840 D CABOT CORP COM 12705510 924 38751 SH SHARED 38501 250 D CABOT CORP COM 12705510 556 23319 SH SHARED 01 23319 D CABOT CORP COM 12705510 670 28114 SH SHARED 02 28114 D CABOT MICROELECTRONICS CORP COM 12709P10 340 8118 SH SHARED 8118 D CABOT MICROELECTRONICS CORP COM 12709P10 652 15553 SH SHARED 01 15553 D CABOT MICROELECTRONICS CORP COM 12709P10 858 20470 SH SHARED 02 20470 D CABOT MICROELECTRONICS CORP COM 12709P10 329 7850 SH SHR/OTHR 10 7850 D CABOT OIL & GAS CORP COM 12709710 91 3816 SH SHARED 3816 D CABOT OIL & GAS CORP COM 12709710 618 25769 SH SHARED 01 25769 D CABOT OIL & GAS CORP COM 12709710 452 18849 SH SHARED 02 18849 D CACHE INC COM NEW 12715030 2 233 SH SHARED 233 D CACHE INC COM NEW 12715030 16 1600 SH SHARED 02 1600 D CACI INTL INC CL A 12719030 19486 584125 SH SHARED 368025 216100 D CACI INTL INC CL A 12719030 2412 72312 SH SHARED 01 72312 D CACI INTL INC CL A 12719030 847 25412 SH SHARED 02 25412 D CACI INTL INC CL A 12719030 216 6500 SH SHARED 05 6500 D CACI INTL INC CL A 12719030 1154 34610 SH SHARED 10 34610 D CACI INTL INC CL A 12719030 6471 194000 SH SHR/OTHR 10 194000 D CACI INTL INC CL A 12719030 60 1800 SH SHARED 12 1800 D CADBURY SCHWEPPES PLC ADR 12720930 497 22888 SH SHARED 80 22808 D CADBURY SCHWEPPES PLC ADR 12720930 8 400 SH SHR/OTHR 400 D CADBURY SCHWEPPES PLC ADR 12720930 57 2632 SH SHARED 01 132 2500 D CADBURY SCHWEPPES PLC ADR 12720930 6757 310965 SH SHARED 02 310965 D CADENCE DESIGN SYSTEM INC COM 12738710 1311 131121 SH SHARED 131121 D CADENCE DESIGN SYSTEM INC COM 12738710 1587 158729 SH SHARED 01 158729 D CADENCE DESIGN SYSTEM INC COM 12738710 986 98612 SH SHARED 02 98612 D CADENCE DESIGN SYSTEM INC COM 12738710 2780 278000 SH SHARED 03 228100 49900 D CADENCE DESIGN SYSTEM INC COM 12738710 915 91560 SH SHARED 05 91560 D CADENCE DESIGN SYSTEM INC COM 12738710 333 33300 SH SHARED 06 33300 D CADENCE DESIGN SYSTEM INC COM 12738710 606 60600 SH SHARED 14 60600 D CADIZ INC COM 12753710 0 2554 SH SHARED 2554 D CADIZ INC COM 12753710 2 22000 SH SHARED 02 22000 D CADIZ INC COM 12753710 7 71500 SH SHARED 05 71500 D CAL DIVE INTL INC COM 12791410 772 42865 SH SHARED 42865 D CAL DIVE INTL INC COM 12791410 295 16402 SH SHARED 01 16402 D CAL DIVE INTL INC COM 12791410 413 22964 SH SHARED 02 22964 D CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 97 6048 SH SHARED 6048 D CALDERA INTL INC COM NEW 12877Q20 0 3 SH SHARED 01 3 D CALGON CARBON CORP COM 12960310 11 2305 SH SHARED 2305 D CALGON CARBON CORP COM 12960310 48 9800 SH SHARED 01 9800 D CALGON CARBON CORP COM 12960310 99 20300 SH SHARED 02 20300 D CALIFORNIA AMPLIFIER INC COM 12990010 0 56 SH SHARED 56 D CALIFORNIA AMPLIFIER INC COM 12990010 0 4 SH SHARED 01 4 D CALIFORNIA FIRST NTNL BANCOR COM 13022210 1 111 SH SHARED 111 D CALIFORNIA FIRST NTNL BANCOR COM 13022210 21 2100 SH SHARED 02 2100 D CALIFORNIA MICRO DEVICES COR COM 13043910 0 60 SH SHARED 01 60 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 256 11141 SH SHARED 6341 4800 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 1606 69850 SH SHARED 01 68900 950 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 46 2001 SH SHR/OTHR 01 2001 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 203 8839 SH SHARED 02 8839 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 3433 149300 SH SHARED 10 149300 D CALIFORNIA WTR SVC GROUP COM 13078810 22 864 SH SHARED 864 D CALIFORNIA WTR SVC GROUP COM 13078810 139 5400 SH SHARED 01 5400 D CALIFORNIA WTR SVC GROUP COM 13078810 221 8619 SH SHARED 02 8619 D CALIPER TECHNOLOGIES CORP COM 13087610 68 19519 SH SHARED 19519 D CALIPER TECHNOLOGIES CORP COM 13087610 54 15496 SH SHARED 01 15496 D CALIPER TECHNOLOGIES CORP COM 13087610 51 14700 SH SHARED 02 14700 D CALLAWAY GOLF CO COM 13119310 40 3400 SH SHARED 3400 D CALLAWAY GOLF CO COM 13119310 4388 369441 SH SHARED 369441 D CALLAWAY GOLF CO COM 13119310 378 31846 SH SHARED 01 30846 1000 D CALLAWAY GOLF CO COM 13119310 251 21139 SH SHARED 02 21139 D CALLON PETE CO DEL COM 13123X10 681 160000 SH SHARED 04 160000 D CALPINE CORP NOTE 4.000%12/2 131347BA 58887 89905000 PRN SHARED 89905000 D CALPINE CORP COM 13134710 12910 3912341 SH SHARED 3117521 794820 D CALPINE CORP COM 13134710 233 70700 SH SHR/OTHR 70700 D CALPINE CORP COM 13134710 10410 3154697 SH SHARED 01 3153697 1000 D CALPINE CORP COM 13134710 1033 313159 SH SHARED 02 313159 D CALPINE CORP COM 13134710 75 23000 SH SHARED 05 23000 D CALPINE CORP COM 13134710 10 3300 SH SHARED 06 3300 D CALPINE CORP COM 13134710 82 25000 SH SHARED 10 25000 D CALPINE CORP COM 13134710 2029 615069 SH SHR/OTHR 10 615069 D CAMBREX CORP COM 13201110 144 6011 SH SHARED 5861 150 D CAMBREX CORP COM 13201110 3675 153035 SH SHARED 01 153035 D CAMBREX CORP COM 13201110 332 13854 SH SHARED 02 13854 D CAMBRIDGE ANTIBODY TECH GP SPONSORED ADR 13214810 14 2712 SH SHARED 2712 D CAMCO FINL CORP COM 13261810 15 981 SH SHARED 02 981 D CAMCO FINL CORP COM 13261810 108 6778 SH SHR/OTHR 10 6778 D CAMDEN NATL CORP COM 13303410 298 11883 SH SHARED 423 11460 D CAMDEN NATL CORP COM 13303410 27 1100 SH SHARED 01 1100 D CAMDEN NATL CORP COM 13303410 133 5300 SH SHARED 02 5300 D CAMDEN PPTY TR SH BEN INT 13313110 3510 108362 SH SHARED 5562 102800 D CAMDEN PPTY TR SH BEN INT 13313110 3411 105285 SH SHARED 01 105285 D CAMDEN PPTY TR SH BEN INT 13313110 118 3660 SH SHARED 02 3660 D CAMDEN PPTY TR SH BEN INT 13313110 10504 324200 SH SHR/OTHR 10 324200 D CAMDEN PPTY TR SH BEN INT 13313110 10886 336000 SH SHARED 11 336000 D CAMECO CORP COM 13321L10 2664 96871 SH SHARED 96871 D CAMECO CORP COM 13321L10 524 19049 SH SHARED 01 19049 D CAMECO CORP COM 13321L10 1096 39842 SH SHARED 02 39842 D CAMINUS CORP COM 13376610 56 6361 SH SHARED 6361 D CAMINUS CORP COM 13376610 38 4282 SH SHARED 01 4282 D CAMINUS CORP COM 13376610 47 5300 SH SHARED 02 5300 D CAMPBELL SOUP CO COM 13442910 18293 871140 SH SHARED 817665 53475 D CAMPBELL SOUP CO COM 13442910 3538 168508 SH SHARED 01 162408 4000 2100 D CAMPBELL SOUP CO COM 13442910 306 14600 SH SHR/OTHR 01 2000 12600 D CAMPBELL SOUP CO COM 13442910 4889 232848 SH SHARED 02 232848 D CAMPBELL SOUP CO COM 13442910 41 1964 SH SHARED 05 1964 D CAMPBELL SOUP CO COM 13442910 45 2150 SH SHARED 06 2150 D CAMPBELL SOUP CO COM 13442910 1776 84600 SH SHARED 10 84600 D CAMPBELL SOUP CO COM 13442910 5530 263380 SH SHR/OTHR 10 263380 D CAMPBELL SOUP CO COM 13442910 52 2500 SH SHARED 14 2500 D CANADA LIFE FINL CORP COM 13511310 1606 54375 SH SHARED 01 54375 D CANADA LIFE FINL CORP COM 13511310 23 800 SH SHARED 02 800 D CANADA LIFE FINL CORP COM 13511310 325 11023 SH SHR/OTHR 10 11023 D CANADA LIFE FINL CORP COM 13511310 37 1285 SH SHARED 14 1285 D CANADA SOUTHN PETE LTD LTD VTG SH 13523110 28 10265 SH SHARED 10265 D CDN IMPERIAL BK OF COMMERCE COM 13606910 803 25000 SH SHARED 25000 D CDN IMPERIAL BK OF COMMERCE COM 13606910 8061 250987 SH SHARED 02 250987 D CDN IMPERIAL BK OF COMMERCE COM 13606910 404 12600 SH SHARED 05 12600 D CANADIAN NATL RY CO COM 13637510 19731 461021 SH SHARED 405599 55422 D CANADIAN NATL RY CO COM 13637510 38297 894809 SH SHARED 01 894809 D CANADIAN NATL RY CO COM 13637510 5836 136377 SH SHARED 02 136377 D CANADIAN NATL RY CO COM 13637510 11594 270900 SH SHARED 03 169800 101100 D CANADIAN NATL RY CO COM 13637510 13610 318012 SH SHARED 05 318012 D CANADIAN NATL RY CO COM 13637510 725 16960 SH SHARED 06 16960 D CANADIAN NATL RY CO COM 13637510 8260 193000 SH SHARED 10 187600 5400 D CANADIAN NATL RY CO COM 13637510 20303 474385 SH SHR/OTHR 10 474385 D CANADIAN NATL RY CO COM 13637510 526 12300 SH SHARED 14 12300 D CANADIAN NAT RES LTD COM 13638510 3001 88288 SH SHARED 02 88288 D CANADIAN NAT RES LTD COM 13638510 217 6400 SH SHARED 05 6400 D CANADIAN PAC RY LTD COM 13645T10 6116 290015 SH SHARED 274190 15825 D CANADIAN PAC RY LTD COM 13645T10 1223 58023 SH SHARED 01 58023 D CANADIAN PAC RY LTD COM 13645T10 27 1325 SH SHR/OTHR 01 1325 D CANADIAN PAC RY LTD COM 13645T10 2860 135629 SH SHARED 02 135629 D CANADIAN PAC RY LTD COM 13645T10 1444 68500 SH SHARED 05 68500 D CANADIAN PAC RY LTD COM 13645T10 965 45800 SH SHARED 12 45800 D CANADIAN PAC RY LTD COM 13645T10 27 1300 SH SHARED 14 1300 D CANON INC ADR 13800630 924 26344 SH SHARED 5539 20805 D CANON INC ADR 13800630 22 636 SH SHARED 01 636 D CANON INC ADR 13800630 350 10000 SH SHARED 02 10000 D CANTEL MEDICAL CORP COM 13809810 12 979 SH SHARED 979 D CANTEL MEDICAL CORP COM 13809810 51 4000 SH SHARED 02 4000 D CAPITAL CITY BK GROUP INC COM 13967410 20 530 SH SHARED 530 D CAPITAL CITY BK GROUP INC COM 13967410 62 1600 SH SHARED 01 1600 D CAPITAL CITY BK GROUP INC COM 13967410 168 4300 SH SHARED 02 4300 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 195 7830 SH SHARED 7610 220 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 461 18500 SH SHARED 01 18500 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 331 13273 SH SHARED 02 13273 D CAPITAL BK CORP COM 13979310 11 844 SH SHARED 02 844 D CAPITAL CORP OF THE WEST COM 14006510 16 678 SH SHARED 02 678 D CAPITAL CROSSING BK COM 14007110 41 1472 SH SHARED 1472 D CAPITAL CROSSING BK COM 14007110 13 483 SH SHARED 02 483 D CAPITAL ONE FINL CORP COM 14040H10 15245 508017 SH SHARED 436317 71700 D CAPITAL ONE FINL CORP COM 14040H10 1254 41801 SH SHARED 01 39601 2200 D CAPITAL ONE FINL CORP COM 14040H10 4968 165556 SH SHARED 02 165556 D CAPITAL ONE FINL CORP COM 14040H10 4501 150000 SH SHARED 04 150000 D CAPITAL ONE FINL CORP COM 14040H10 31 1048 SH SHARED 05 1048 D CAPITAL ONE FINL CORP COM 14040H10 9940 331237 SH SHR/OTHR 10 331237 D CAPITAL ONE FINL CORP COM 14040H10 798 26600 SH SHARED 14 26600 D CAPITOL BANCORP LTD COM 14056D10 8 391 SH SHARED 391 D CAPITOL BANCORP LTD COM 14056D10 42 2000 SH SHARED 01 2000 D CAPITOL BANCORP LTD COM 14056D10 99 4700 SH SHARED 02 4700 D CAPITOL FED FINL COM 14057C10 88 2965 SH SHARED 2965 D CAPITOL FED FINL COM 14057C10 86 2900 SH SHARED 01 2900 D CAPITOL FED FINL COM 14057C10 673 22444 SH SHARED 02 22444 D CAPSTONE TURBINE CORP COM 14067D10 7 10977 SH SHARED 10973 4 D CAPSTONE TURBINE CORP COM 14067D10 0 578 SH SHARED 01 578 D CAPSTONE TURBINE CORP COM 14067D10 34 47500 SH SHARED 02 47500 D CAPSTONE TURBINE CORP COM 14067D10 89 123850 SH SHARED 04 123850 D CAPSTEAD MTG CORP COM NO PAR 14067E50 1815 159071 SH SHARED 159071 D CAPSTEAD MTG CORP COM NO PAR 14067E50 70 6172 SH SHARED 01 6172 D CAPSTEAD MTG CORP COM NO PAR 14067E50 67 5900 SH SHARED 02 5900 D CAPSTEAD MTG CORP COM NO PAR 14067E50 8 720 SH SHARED 10 720 D CAPTARIS INC COM 14071N10 0 311 SH SHARED 02 311 D CARBO CERAMICS INC COM 14078110 17 527 SH SHARED 527 D CARBO CERAMICS INC COM 14078110 108 3300 SH SHARED 01 3300 D CARBO CERAMICS INC COM 14078110 188 5750 SH SHARED 02 5750 D CARAUSTAR INDS INC COM 14090910 11 1670 SH SHARED 1670 D CARAUSTAR INDS INC COM 14090910 265 39162 SH SHARED 01 39162 D CARAUSTAR INDS INC COM 14090910 2165 319938 SH SHARED 02 319938 D CARDIAC SCIENCE INC COM NEW 14141020 334 146626 SH SHARED 146626 D CARDIAC SCIENCE INC COM NEW 14141020 36 16200 SH SHARED 01 16200 D CARDIAC SCIENCE INC COM NEW 14141020 75 33300 SH SHARED 02 33300 D CARDIAC SCIENCE INC COM NEW 14141020 326 143302 SH SHARED 10 143302 D CARDINAL HEALTH INC COM 14149Y10 72194 1267231 SH SHARED 835987 431244 D CARDINAL HEALTH INC COM 14149Y10 2988 52452 SH SHR/OTHR 52452 D CARDINAL HEALTH INC COM 14149Y10 26653 467846 SH SHARED 01 337691 130155 D CARDINAL HEALTH INC COM 14149Y10 4054 71172 SH SHR/OTHR 01 35768 35404 D CARDINAL HEALTH INC COM 14149Y10 12151 213291 SH SHARED 02 213291 D CARDINAL HEALTH INC COM 14149Y10 5534 97150 SH SHARED 03 45200 51950 D CARDINAL HEALTH INC COM 14149Y10 5540 97250 SH SHARED 04 97250 D CARDINAL HEALTH INC COM 14149Y10 6551 114994 SH SHARED 05 114994 D CARDINAL HEALTH INC COM 14149Y10 838 14720 SH SHARED 06 14720 D CARDINAL HEALTH INC COM 14149Y10 558 9800 SH SHARED 07 9800 D CARDINAL HEALTH INC COM 14149Y10 1608 28233 SH SHARED 08 28233 D CARDINAL HEALTH INC COM 14149Y10 37359 655774 SH SHR/OTHR 10 655774 D CARDINAL HEALTH INC COM 14149Y10 1999 35100 SH SHARED 14 35100 D CARDIODYNAMICS INTL CORP COM 14159710 5 1769 SH SHARED 1769 D CARDIODYNAMICS INTL CORP COM 14159710 20 6879 SH SHARED 01 6879 D CARDIODYNAMICS INTL CORP COM 14159710 58 19400 SH SHARED 02 19400 D CAREER EDUCATION CORP COM 14166510 4826 98654 SH SHARED 62854 35800 D CAREER EDUCATION CORP COM 14166510 724 14800 SH SHARED 01 14800 D CAREER EDUCATION CORP COM 14166510 753 15393 SH SHARED 02 15393 D CAREER EDUCATION CORP COM 14166510 528 10800 SH SHARED 10 10800 D CAREER EDUCATION CORP COM 14166510 210 4300 SH SHR/OTHR 10 4300 D CAREMARK RX INC COM 14170510 1697 93502 SH SHARED 21902 71600 D CAREMARK RX INC COM 14170510 3315 182658 SH SHARED 01 182658 D CAREMARK RX INC COM 14170510 610 33621 SH SHARED 02 33621 D CAREMARK RX INC COM 14170510 2740 151000 SH SHARED 04 151000 D CAREMARK RX INC COM 14170510 41 2300 SH SHARED 05 2300 D CAREMARK RX INC COM 14170510 61 3390 SH SHARED 06 3390 D CAREMARK RX INC COM 14170510 10174 560600 SH SHARED 10 560600 D CAREMARK RX INC COM 14170510 13587 748600 SH SHR/OTHR 10 748600 D CAREMARK RX INC COM 14170510 49 2700 SH SHARED 14 2700 D CARLISLE COS INC COM 14233910 316 7826 SH SHARED 7326 500 D CARLISLE COS INC COM 14233910 4868 120239 SH SHARED 01 120239 D CARLISLE COS INC COM 14233910 1192 29441 SH SHARED 02 29441 D CARLISLE COS INC COM 14233910 50 1249 SH SHARED 06 1249 D CARLTON COMMUNICATIONS PLC ADR 14287220 19 2737 SH SHARED 2737 D CARLTON COMMUNICATIONS PLC ADR 14287220 1 263 SH SHARED 01 263 D CARMAX INC COM 14313010 266 18315 SH SHARED 18315 D CARMAX INC COM 14313010 973 66805 SH SHARED 01 66429 376 D CARMAX INC COM 14313010 503 34581 SH SHARED 02 34581 D CARMAX INC COM 14313010 8 581 SH SHARED 06 581 D CARMIKE CINEMAS INC COM 14343640 5 299 SH SHARED 299 D CARMIKE CINEMAS INC COM 14343640 25 1300 SH SHARED 02 1300 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 14560 14000000 PRN SHARED 14000000 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 477 459000 PRN SHARED 02 459000 D CARNIVAL CORP NOTE 10/2 143658AS 62432109147000 PRN SHARED 109147000 D CARNIVAL CORP NOTE 10/2 143658AS 6678 11675000 PRN SHARED 02 11675000 D CARNIVAL CORP COM 14365810 138405 5740566 SH SHARED 5698681 41885 D CARNIVAL CORP COM 14365810 3039 126076 SH SHARED 01 122276 3800 D CARNIVAL CORP COM 14365810 289 12000 SH SHR/OTHR 01 12000 D CARNIVAL CORP COM 14365810 6129 254251 SH SHARED 02 252751 1500 D CARNIVAL CORP COM 14365810 240 9973 SH SHARED 05 9973 D CARNIVAL CORP COM 14365810 68 2850 SH SHARED 06 2850 D CARNIVAL CORP COM 14365810 9574 397105 SH SHR/OTHR 10 397105 D CARNIVAL CORP COM 14365810 2025 84005 SH SHARED 14 84005 D CARPENTER TECHNOLOGY CORP COM 14428510 47 4722 SH SHARED 4722 D CARPENTER TECHNOLOGY CORP COM 14428510 96 9498 SH SHARED 01 9498 D CARPENTER TECHNOLOGY CORP COM 14428510 168 16645 SH SHARED 02 16645 D CARRAMERICA RLTY CORP COM 14441810 921 36346 SH SHARED 36346 D CARRAMERICA RLTY CORP COM 14441810 217 8577 SH SHARED 01 8577 D CARRAMERICA RLTY CORP COM 14441810 83 3289 SH SHARED 02 3289 D CARRAMERICA RLTY CORP COM 14441810 17514 690904 SH SHR/OTHR 10 690904 D CARRAMERICA RLTY CORP COM 14441810 107282 4232034 SH SHARED 11 3294234 937800 D CARREKER CORP COM 14443310 2 1035 SH SHARED 1035 D CARREKER CORP COM 14443310 82 40073 SH SHARED 01 5400 34673 D CARREKER CORP COM 14443310 24 11929 SH SHARED 02 11929 D CARRIER ACCESS CORP COM 14446010 36 37593 SH SHARED 37593 D CARRIER ACCESS CORP COM 14446010 3 3307 SH SHARED 01 3307 D CARRIER ACCESS CORP COM 14446010 0 20 SH SHARED 02 20 D CASCADE BANCORP COM 14715410 10 720 SH SHARED 720 D CASCADE BANCORP COM 14715410 208 14200 SH SHARED 01 14200 D CASCADE BANCORP COM 14715410 111 7600 SH SHARED 02 7600 D CASCADE CORP COM 14719510 7 541 SH SHARED 541 D CASCADE CORP COM 14719510 50 3500 SH SHARED 01 3500 D CASCADE CORP COM 14719510 82 5700 SH SHARED 02 5700 D CASCADE NAT GAS CORP COM 14733910 17 894 SH SHARED 894 D CASCADE NAT GAS CORP COM 14733910 84 4350 SH SHARED 01 4350 D CASCADE NAT GAS CORP COM 14733910 58 3000 SH SHR/OTHR 01 3000 D CASCADE NAT GAS CORP COM 14733910 132 6807 SH SHARED 02 6807 D CASELLA WASTE SYS INC CL A 14744810 40 4954 SH SHARED 4954 D CASELLA WASTE SYS INC CL A 14744810 106 12900 SH SHARED 01 12900 D CASELLA WASTE SYS INC CL A 14744810 83 10100 SH SHARED 02 10100 D CASEYS GEN STORES INC COM 14752810 28 2393 SH SHARED 2393 D CASEYS GEN STORES INC COM 14752810 303 25468 SH SHARED 01 25468 D CASEYS GEN STORES INC COM 14752810 288 24231 SH SHARED 02 24231 D CASH AMER INTL INC COM 14754D10 54 5757 SH SHARED 5757 D CASH AMER INTL INC COM 14754D10 157 16600 SH SHARED 01 16600 D CASH AMER INTL INC COM 14754D10 128 13538 SH SHARED 02 13538 D CASH AMER INTL INC COM 14754D10 35 3700 SH SHARED 10 3700 D CASTLE A M & CO COM 14841110 2 427 SH SHARED 427 D CASTLE A M & CO COM 14841110 4 900 SH SHARED 01 900 D CASTLE A M & CO COM 14841110 35 7547 SH SHARED 02 7547 D CATALINA MARKETING CORP COM 14886710 1332 69295 SH SHARED 60295 9000 D CATALINA MARKETING CORP COM 14886710 1716 89280 SH SHARED 01 89280 D CATALINA MARKETING CORP COM 14886710 444 23110 SH SHARED 02 23110 D CATAPULT COMMUNICATIONS CORP COM 14901610 13 2181 SH SHARED 2181 D CATAPULT COMMUNICATIONS CORP COM 14901610 18 2931 SH SHARED 01 2931 D CATAPULT COMMUNICATIONS CORP COM 14901610 21 3427 SH SHARED 02 3427 D CATELLUS DEV CORP COM 14911110 163 7800 SH SHARED 7800 D CATELLUS DEV CORP COM 14911110 165 7900 SH SHARED 01 7900 D CATELLUS DEV CORP COM 14911110 106 5049 SH SHARED 02 5049 D CATELLUS DEV CORP COM 14911110 10955 521680 SH SHR/OTHR 10 521680 D CATELLUS DEV CORP COM 14911110 124819 5943780 SH SHARED 11 4533780 1410000 D CATERPILLAR INC DEL COM 14912310 185 3768 SH SHARED 3768 D CATERPILLAR INC DEL COM 14912310 131718 2677196 SH SHARED 2083350 593846 D CATERPILLAR INC DEL COM 14912310 3776 76750 SH SHR/OTHR 76750 D CATERPILLAR INC DEL COM 14912310 8445 171650 SH SHARED 01 167850 3800 D CATERPILLAR INC DEL COM 14912310 920 18700 SH SHR/OTHR 01 18700 D CATERPILLAR INC DEL COM 14912310 10406 211524 SH SHARED 02 211524 D CATERPILLAR INC DEL COM 14912310 26501 538650 SH SHARED 03 414500 124150 D CATERPILLAR INC DEL COM 14912310 5313 108000 SH SHARED 04 108000 D CATERPILLAR INC DEL COM 14912310 32081 652063 SH SHARED 05 652063 D CATERPILLAR INC DEL COM 14912310 3451 70160 SH SHARED 06 70160 D CATERPILLAR INC DEL COM 14912310 4687 95273 SH SHARED 07 95273 D CATERPILLAR INC DEL COM 14912310 4974 101100 SH SHARED 08 101100 D CATERPILLAR INC DEL COM 14912310 3365 68400 SH SHARED 10 68400 D CATERPILLAR INC DEL COM 14912310 10781 219131 SH SHR/OTHR 10 219131 D CATERPILLAR INC DEL COM 14912310 811 16500 SH SHARED 14 16500 D CATHAY BANCORP INC COM 14915010 128 3297 SH SHARED 3297 D CATHAY BANCORP INC COM 14915010 681 17448 SH SHARED 01 17448 D CATHAY BANCORP INC COM 14915010 367 9400 SH SHARED 02 9400 D CATO CORP NEW CL A 14920510 1746 91711 SH SHARED 50611 41100 D CATO CORP NEW CL A 14920510 171 9000 SH SHARED 01 9000 D CATO CORP NEW CL A 14920510 185 9749 SH SHARED 02 9749 D CATO CORP NEW CL A 14920510 685 36000 SH SHARED 05 36000 D CATO CORP NEW CL A 14920510 52 2760 SH SHARED 10 2760 D CATO CORP NEW CL A 14920510 1026 53900 SH SHR/OTHR 10 53900 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 209 8396 SH SHARED 3296 5100 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 4 177 SH SHARED 01 177 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 176 7060 SH SHARED 02 7060 D CELADON GROUP INC COM 15083810 58 7372 SH SHARED 7372 D CELL GENESYS INC COM 15092110 1718 232606 SH SHARED 158806 73800 D CELL GENESYS INC COM 15092110 72 9791 SH SHARED 01 9791 D CELL GENESYS INC COM 15092110 7 1000 SH SHR/OTHR 01 1000 D CELL GENESYS INC COM 15092110 147 19900 SH SHARED 02 19900 D CELL GENESYS INC COM 15092110 477 64600 SH SHARED 05 64600 D CELL GENESYS INC COM 15092110 688 93200 SH SHR/OTHR 10 93200 D CELLSTAR CORP COM NEW 15092520 19 2624 SH SHARED 02 2624 D CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AC 6380 10000000 PRN SHARED 10000000 D CELL THERAPEUTICS INC COM 15093410 111 13479 SH SHARED 13479 D CELL THERAPEUTICS INC COM 15093410 72 8750 SH SHARED 01 8750 D CELL THERAPEUTICS INC COM 15093410 166 20100 SH SHARED 02 20100 D CELL THERAPEUTICS INC COM 15093410 580 70000 SH SHARED 04 70000 D CELESTICA INC NOTE 8/0 15101QAA 30222 62963300 PRN SHARED 62963300 D CELESTICA INC SUB VTG SHS 15101Q10 20 1776 SH SHARED 376 1400 D CELESTICA INC SUB VTG SHS 15101Q10 378 33099 SH SHARED 02 33099 D CELESTICA INC SUB VTG SHS 15101Q10 31 2753 SH SHARED 05 2753 D CELESTICA INC SUB VTG SHS 15101Q10 11567 1012000 SH SHR/OTHR 10 1012000 D CELGENE CORP COM 15102010 5633 216000 SH SHARED 115868 24932 75200 D CELGENE CORP COM 15102010 1658 63600 SH SHARED 01 52600 11000 D CELGENE CORP COM 15102010 133 5103 SH SHARED 02 5103 D CELGENE CORP COM 15102010 12419 476200 SH SHARED 04 476200 D CELGENE CORP COM 15102010 14479 555200 SH SHARED 10 555200 D CELGENE CORP COM 15102010 18932 725930 SH SHR/OTHR 10 725930 D CELGENE CORP COM 15102010 159 6100 SH SHARED 14 6100 D CELL PATHWAYS INC NEW COM 15114R10 2 2400 SH SHARED 02 2400 D CELLTECH GROUP PLC SPONSORED ADR 15115810 325 37545 SH SHARED 37545 D CELLTECH GROUP PLC SPONSORED ADR 15115810 8 973 SH SHARED 01 973 D CEMEX S A ADR WT 122104 15129086 7 8400 SH SHARED 8400 D CEMEX S A SPON ADR 5 ORD 15129088 79131 4537355 SH SHARED 4519597 17758 D CEMEX S A SPON ADR 5 ORD 15129088 16704 957807 SH SHARED 01 957807 D CEMEX S A SPON ADR 5 ORD 15129088 4123 236411 SH SHARED 05 236411 D CEMEX S A SPON ADR 5 ORD 15129088 1169 67080 SH SHARED 09 67080 D CEMEX S A SPON ADR 5 ORD 15129088 6989 400752 SH SHR/OTHR 10 400752 D CEMEX S A SPON ADR 5 ORD 15129088 1465 84011 SH SHARED 12 84011 D CEMEX S A SPON ADR 5 ORD 15129088 609 34971 SH SHARED 14 34971 D CENDANT CORP DEBT 2/1 151313AF 36943 57100000 PRN SHARED 57100000 D CENDANT CORP DEBT 2/1 151313AF 1207 1866000 PRN SHARED 02 1866000 D CENDANT CORP DBCV 5/0 151313AH 61367 61800000 PRN SHARED 61800000 D CENDANT CORP DBCV 3.875%11/2 151313AN 9444 9250000 PRN SHARED 9250000 D CENDANT CORP DBCV 3.875%11/2 151313AN 328 322000 PRN SHARED 02 322000 D CENDANT CORP COM 15131310 28713 2260919 SH SHARED 2260919 D CENDANT CORP COM 15131310 6423 505771 SH SHARED 01 502471 3300 D CENDANT CORP COM 15131310 42 3344 SH SHR/OTHR 01 1000 2344 D CENDANT CORP COM 15131310 9031 711121 SH SHARED 02 711121 D CENDANT CORP COM 15131310 297 23432 SH SHARED 05 23432 D CENDANT CORP COM 15131310 109 8650 SH SHARED 06 8650 D CENDANT CORP COM 15131310 56060 4414226 SH SHR/OTHR 10 4414226 D CENDANT CORP COM 15131310 100 7900 SH SHARED 14 7900 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 7 3976 SH SHARED 3976 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 2 1397 SH SHARED 01 1397 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 11 6100 SH SHARED 02 6100 D CENTENE CORP DEL COM 15135B10 15 525 SH SHARED 525 D CENTENE CORP DEL COM 15135B10 35 1224 SH SHARED 01 1224 D CENTENE CORP DEL COM 15135B10 87 3000 SH SHARED 02 3000 D CENTER BANCORP INC COM 15140810 14 539 SH SHARED 02 539 D CENTER FINL CORP CALIF COM 15146E10 14 977 SH SHARED 02 977 D CENTERPOINT ENERGY INC COM 15189T10 4354 617599 SH SHARED 614599 3000 D CENTERPOINT ENERGY INC COM 15189T10 60 8547 SH SHR/OTHR 8547 D CENTERPOINT ENERGY INC COM 15189T10 825 117041 SH SHARED 01 116240 801 D CENTERPOINT ENERGY INC COM 15189T10 21 3000 SH SHR/OTHR 01 3000 D CENTERPOINT ENERGY INC COM 15189T10 1471 208738 SH SHARED 02 208738 D CENTERPOINT ENERGY INC COM 15189T10 16 2400 SH SHARED 05 2400 D CENTERPOINT ENERGY INC COM 15189T10 56 8007 SH SHARED 06 8007 D CENTERPOINT ENERGY INC COM 15189T10 19 2700 SH SHARED 14 2700 D CENTERPOINT PPTYS TR COM 15189510 98 1700 SH SHARED 1500 200 D CENTERPOINT PPTYS TR COM 15189510 184 3200 SH SHARED 01 3200 D CENTERPOINT PPTYS TR COM 15189510 86 1498 SH SHARED 02 1498 D CENTERPOINT PPTYS TR COM 15189510 8831 152800 SH SHR/OTHR 10 152800 D CENTERPOINT PPTYS TR COM 15189510 65204 1128100 SH SHARED 11 842600 285500 D CENTERPOINT PPTYS TR PFD CV SER B 15189530 1808 27000 SH SHARED 27000 D CENTERPULSE LTD SPONSORED ADR 15200510 3 180 SH SHARED 01 180 D CENTEX CONSTRUCTION PRODUCTS COM 15231R10 9 274 SH SHARED 274 D CENTEX CONSTRUCTION PRODUCTS COM 15231R10 176 4900 SH SHARED 01 4900 D CENTEX CONSTRUCTION PRODUCTS COM 15231R10 140 3900 SH SHARED 02 3900 D CENTEX CORP COM 15231210 750 13800 SH SHARED 13800 D CENTEX CORP COM 15231210 13566 249572 SH SHARED 249572 D CENTEX CORP COM 15231210 2644 48646 SH SHARED 01 47946 700 D CENTEX CORP COM 15231210 97 1800 SH SHR/OTHR 01 1800 D CENTEX CORP COM 15231210 1958 36026 SH SHARED 02 36026 D CENTEX CORP COM 15231210 24244 446000 SH SHARED 04 446000 D CENTEX CORP COM 15231210 192 3550 SH SHARED 05 3550 D CENTEX CORP COM 15231210 171 3150 SH SHARED 06 3150 D CENTEX CORP COM 15231210 2551 46945 SH SHR/OTHR 10 46945 D CENTILLIUM COMMUNICATIONS IN COM 15231910 138 34093 SH SHARED 34093 D CENTILLIUM COMMUNICATIONS IN COM 15231910 44 10987 SH SHARED 01 10987 D CENTILLIUM COMMUNICATIONS IN COM 15231910 68 16800 SH SHARED 02 16800 D CENTRAL COAST BANCORP COM 15314510 6 433 SH SHARED 433 D CENTRAL COAST BANCORP COM 15314510 26 1650 SH SHARED 01 1650 D CENTRAL COAST BANCORP COM 15314510 79 5000 SH SHARED 02 5000 D CENTRAL EUROPEAN DIST CORP COM 15343510 319 14103 SH SHARED 14103 D CENTRAL EUROPEAN DIST CORP COM 15343510 17 771 SH SHARED 02 771 D CENTRAL GARDEN & PET CO COM 15352710 182 8416 SH SHARED 8416 D CENTRAL GARDEN & PET CO COM 15352710 129 5969 SH SHARED 01 5969 D CENTRAL GARDEN & PET CO COM 15352710 245 11367 SH SHARED 02 11367 D CENTRAL PKG CORP COM 15478510 7 708 SH SHARED 708 D CENTRAL PKG CORP COM 15478510 34 3482 SH SHARED 01 3482 D CENTRAL PKG CORP COM 15478510 109 10951 SH SHARED 02 10951 D CENTRAL SECS CORP COM 15512310 35 2300 SH SHARED 2300 D CENTRAL SECS CORP COM 15512310 0 2 SH SHARED 01 2 D CENTRAL VT PUB SVC CORP COM 15577110 14 846 SH SHARED 846 D CENTRAL VT PUB SVC CORP COM 15577110 122 7100 SH SHARED 01 7100 D CENTRAL VT PUB SVC CORP COM 15577110 227 13214 SH SHARED 02 13214 D CENTURY ALUM CO COM 15643110 117 18674 SH SHARED 18674 D CENTURY ALUM CO COM 15643110 49 7812 SH SHARED 01 7812 D CENTURY ALUM CO COM 15643110 60 9600 SH SHARED 02 9600 D CENTURY BANCORP INC CL A NON VTG 15643210 51 1900 SH SHARED 02 1900 D CENTURY BUSINESS SVCS INC COM 15649010 12 4768 SH SHARED 4768 D CENTURY BUSINESS SVCS INC COM 15649010 39 15328 SH SHARED 01 15328 D CENTURY BUSINESS SVCS INC COM 15649010 122 47800 SH SHARED 02 47800 D CEPHEID COM 15670R10 8 2057 SH SHARED 1557 500 D CEPHEID COM 15670R10 32 7800 SH SHARED 01 7800 D CEPHEID COM 15670R10 76 18182 SH SHARED 02 18182 D CENTURYTEL INC COM 15670010 13103 474752 SH SHARED 274689 200063 D CENTURYTEL INC COM 15670010 844 30580 SH SHR/OTHR 30580 D CENTURYTEL INC COM 15670010 1737 62953 SH SHARED 01 62953 D CENTURYTEL INC COM 15670010 13 500 SH SHR/OTHR 01 500 D CENTURYTEL INC COM 15670010 2835 102721 SH SHARED 02 102721 D CENTURYTEL INC COM 15670010 20 737 SH SHARED 05 737 D CENTURYTEL INC COM 15670010 9799 355055 SH SHR/OTHR 10 355055 D CEPHALON INC NOTE 5.250% 5/0 156708AC 3978 4140000 PRN SHARED 02 4140000 D CEPHALON INC NOTE 2.500%12/1 156708AE 4482 4975000 PRN SHARED 02 4975000 D CEPHALON INC COM 15670810 4109 102885 SH SHARED 97135 3950 1800 D CEPHALON INC COM 15670810 858 21499 SH SHARED 01 20924 575 D CEPHALON INC COM 15670810 17 427 SH SHR/OTHR 01 427 D CEPHALON INC COM 15670810 2124 53187 SH SHARED 02 53187 D CEPHALON INC COM 15670810 16355 409500 SH SHARED 04 409500 D CEPHALON INC COM 15670810 686 17200 SH SHARED 10 17200 D CEPHALON INC COM 15670810 8572 214640 SH SHR/OTHR 10 214640 D CEPHALON INC COM 15670810 219 5500 SH SHARED 14 5500 D CERES GROUP INC COM 15677210 10 6104 SH SHARED 6104 D CERES GROUP INC COM 15677210 13 8400 SH SHARED 01 8400 D CERES GROUP INC COM 15677210 18 11500 SH SHARED 02 11500 D CERIDIAN CORP NEW COM 15677910 392 28100 SH SHARED 24500 3600 D CERIDIAN CORP NEW COM 15677910 39 2800 SH SHR/OTHR 2800 D CERIDIAN CORP NEW COM 15677910 1559 111534 SH SHARED 01 105414 6120 D CERIDIAN CORP NEW COM 15677910 158 11350 SH SHR/OTHR 01 1600 9750 D CERIDIAN CORP NEW COM 15677910 982 70279 SH SHARED 02 70279 D CERIDIAN CORP NEW COM 15677910 18 1300 SH SHARED 06 1300 D CERIDIAN CORP NEW COM 15677910 1301 93110 SH SHR/OTHR 10 93110 D CERNER CORP COM 15678210 541 16717 SH SHARED 16486 231 D CERNER CORP COM 15678210 180 5563 SH SHARED 01 5563 D CERNER CORP COM 15678210 759 23467 SH SHARED 02 23467 D CERTEGY INC COM 15688010 1155 45847 SH SHARED 29757 16090 D CERTEGY INC COM 15688010 15 600 SH SHR/OTHR 600 D CERTEGY INC COM 15688010 2268 90018 SH SHARED 01 85868 4150 D CERTEGY INC COM 15688010 548 21750 SH SHR/OTHR 01 18400 3350 D CERTEGY INC COM 15688010 473 18804 SH SHARED 02 18804 D CERTEGY INC COM 15688010 15 600 SH SHARED 06 600 D CERUS CORP COM 15708510 8 910 SH SHARED 910 D CERUS CORP COM 15708510 37 4261 SH SHARED 01 4261 D CERUS CORP COM 15708510 96 10909 SH SHARED 02 10909 D CERUS CORP COM 15708510 484 55000 SH SHARED 04 55000 D CERUS CORP COM 15708510 17 2000 SH SHR/OTHR 10 2000 D CERUS CORP COM 15708510 1 200 SH SHARED 14 200 D CHALONE WINE GROUP LTD COM 15763910 12 1541 SH SHARED 02 1541 D CHAMPION ENTERPRISES INC COM 15849610 397 215909 SH SHARED 215909 D CHAMPION ENTERPRISES INC COM 15849610 49 26679 SH SHARED 01 26679 D CHAMPION ENTERPRISES INC COM 15849610 74 40497 SH SHARED 02 40497 D CHAMPION ENTERPRISES INC COM 15849610 1503 816900 SH SHR/OTHR 10 816900 D CHAMPIONSHIP AUTO RACING TEA COM 15871110 2 567 SH SHARED 567 D CHAMPIONSHIP AUTO RACING TEA COM 15871110 14 4000 SH SHARED 01 4000 D CHAMPIONSHIP AUTO RACING TEA COM 15871110 23 6500 SH SHARED 02 6500 D CHAMPS ENTMT INC DEL COM 15878710 1 144 SH SHARED 144 D CHAMPS ENTMT INC DEL COM 15878710 41 5000 SH SHARED 02 5000 D CHARLES RIVER ASSOCIATES COM 15985210 6 361 SH SHARED 361 D CHARLES RIVER ASSOCIATES COM 15985210 51 2994 SH SHARED 01 2994 D CHARLES RIVER ASSOCIATES COM 15985210 34 2000 SH SHR/OTHR 01 2000 D CHARLES RIVER ASSOCIATES COM 15985210 76 4500 SH SHARED 02 4500 D CHARLES RIV LABORATORIES INC DBCV 3.500% 2/0 159863AL 19 20000 PRN SHARED 02 20000 D CHARLES RIV LABS INTL INC COM 15986410 1156 45333 SH SHARED 45333 D CHARLES RIV LABS INTL INC COM 15986410 6740 264126 SH SHARED 01 264126 D CHARLES RIV LABS INTL INC COM 15986410 326 12791 SH SHARED 02 12791 D CHARTER ONE FINL INC COM 16090310 18272 660600 SH SHARED 549730 110870 D CHARTER ONE FINL INC COM 16090310 4241 153336 SH SHARED 01 152496 840 D CHARTER ONE FINL INC COM 16090310 3023 109308 SH SHARED 02 109308 D CHARTER ONE FINL INC COM 16090310 77 2799 SH SHARED 05 2799 D CHARTER ONE FINL INC COM 16090310 15370 555700 SH SHARED 10 555700 D CHARTER ONE FINL INC COM 16090310 3673 132807 SH SHR/OTHR 10 132807 D CHARTER MUN MTG ACCEP CO SH BEN INT 16090810 258 14711 SH SHARED 14711 D CHARTER MUN MTG ACCEP CO SH BEN INT 16090810 357 20369 SH SHARED 01 20369 D CHARTER MUN MTG ACCEP CO SH BEN INT 16090810 512 29150 SH SHARED 02 29150 D CHARLOTTE RUSSE HLDG INC COM 16104810 0 75 SH SHARED 75 D CHARLOTTE RUSSE HLDG INC COM 16104810 27 3400 SH SHARED 01 3400 D CHARLOTTE RUSSE HLDG INC COM 16104810 37 4600 SH SHARED 02 4600 D CHARMING SHOPPES INC COM 16113310 88 25318 SH SHARED 25318 D CHARMING SHOPPES INC COM 16113310 113 32401 SH SHARED 01 32401 D CHARMING SHOPPES INC COM 16113310 227 65000 SH SHARED 02 65000 D CHARMING SHOPPES INC COM 16113310 9 2700 SH SHARED 10 2700 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC 4675 27500000 PRN SHARED 27500000 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC 11 68000 PRN SHARED 02 68000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 1 2230 SH SHARED 2230 D CHARTER COMMUNICATIONS INC D CL A 16117M10 1421 1712790 SH SHARED 1712790 D CHARTER COMMUNICATIONS INC D CL A 16117M10 162 196130 SH SHARED 01 196130 D CHARTER COMMUNICATIONS INC D CL A 16117M10 6 7810 SH SHARED 02 7810 D CHARTER FINL CORP WEST PT GA COM 16122M10 13 456 SH SHARED 456 D CHARTER FINL CORP WEST PT GA COM 16122M10 3 100 SH SHARED 01 100 D CHARTER FINL CORP WEST PT GA COM 16122M10 72 2400 SH SHARED 02 2400 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 629 180851 SH SHARED 180851 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 9 2723 SH SHARED 01 2723 D CHATEAU CMNTYS INC COM 16172610 144 7641 SH SHARED 7641 D CHATEAU CMNTYS INC COM 16172610 982 52100 SH SHARED 01 52100 D CHATEAU CMNTYS INC COM 16172610 256 13600 SH SHARED 02 13600 D CHATTEM INC COM 16245610 543 35342 SH SHARED 35342 D CHATTEM INC COM 16245610 2559 166289 SH SHARED 01 166289 D CHATTEM INC COM 16245610 109 7100 SH SHARED 02 7100 D CHECKERS DRIVE-IN RESTAURANT COM NEW 16280930 3 539 SH SHARED 539 D CHECKERS DRIVE-IN RESTAURANT COM NEW 16280930 15 2800 SH SHARED 01 2800 D CHECKERS DRIVE-IN RESTAURANT COM NEW 16280930 28 5000 SH SHARED 02 5000 D CHECKFREE CORP NEW COM 16281310 289 12900 SH SHARED 12900 D CHECKFREE CORP NEW COM 16281310 595 26508 SH SHARED 01 26508 D CHECKFREE CORP NEW COM 16281310 753 33515 SH SHARED 02 33515 D CHECKFREE CORP NEW COM 16281310 1686 75000 SH SHARED 04 75000 D CHECKPOINT SYS INC COM 16282510 24 2487 SH SHARED 487 2000 D CHECKPOINT SYS INC COM 16282510 238 24216 SH SHARED 01 24216 D CHECKPOINT SYS INC COM 16282510 4 500 SH SHR/OTHR 01 500 D CHECKPOINT SYS INC COM 16282510 198 20155 SH SHARED 02 20155 D CHEESECAKE FACTORY INC COM 16307210 5346 165687 SH SHARED 107987 57700 D CHEESECAKE FACTORY INC COM 16307210 1836 56905 SH SHARED 01 43016 13889 D CHEESECAKE FACTORY INC COM 16307210 25 789 SH SHR/OTHR 01 789 D CHEESECAKE FACTORY INC COM 16307210 745 23089 SH SHARED 02 23089 D CHEESECAKE FACTORY INC COM 16307210 103 3200 SH SHARED 05 3200 D CHEESECAKE FACTORY INC COM 16307210 9790 303400 SH SHARED 10 196900 106500 D CHEESECAKE FACTORY INC COM 16307210 10722 332280 SH SHR/OTHR 10 332280 D CHEESECAKE FACTORY INC COM 16307210 29 900 SH SHARED 12 900 D CHELSEA PPTY GROUP INC COM 16342110 167 4503 SH SHARED 4503 D CHELSEA PPTY GROUP INC COM 16342110 4524 121464 SH SHARED 01 110704 10760 D CHELSEA PPTY GROUP INC COM 16342110 486 13060 SH SHR/OTHR 01 9260 3800 D CHELSEA PPTY GROUP INC COM 16342110 692 18579 SH SHARED 02 18579 D CHELSEA PPTY GROUP INC COM 16342110 171345 4599886 SH SHARED 11 3471686 1128200 D CHEMED CORP COM 16359610 98 3100 SH SHARED 3100 D CHEMED CORP COM 16359610 69 2182 SH SHARED 2182 D CHEMED CORP COM 16359610 142 4500 SH SHARED 01 4500 D CHEMED CORP COM 16359610 189 5995 SH SHARED 02 5995 D CHEMED CORP COM 16359610 126 4000 SH SHARED 05 4000 D CHEMICAL FINL CORP COM 16373110 101 3838 SH SHARED 3838 D CHEMICAL FINL CORP COM 16373110 280 10577 SH SHARED 01 10577 D CHEMICAL FINL CORP COM 16373110 427 16120 SH SHARED 02 16120 D CHEROKEE INC DEL NEW COM 16444H10 4 327 SH SHARED 327 D CHEROKEE INC DEL NEW COM 16444H10 43 2900 SH SHARED 02 2900 D CHESAPEAKE CORP COM 16515910 14 856 SH SHARED 856 D CHESAPEAKE CORP COM 16515910 91 5437 SH SHARED 01 5437 D CHESAPEAKE CORP COM 16515910 146 8648 SH SHARED 02 8648 D CHESAPEAKE CORP COM 16515910 25 1480 SH SHARED 10 1480 D CHESAPEAKE ENERGY CORP COM 16516710 126 16134 SH SHARED 16134 D CHESAPEAKE ENERGY CORP COM 16516710 2649 337104 SH SHARED 01 337104 D CHESAPEAKE ENERGY CORP COM 16516710 797 101524 SH SHARED 02 101524 D CHESAPEAKE ENERGY CORP COM 16516710 24 3100 SH SHARED 10 3100 D CHESAPEAKE ENERGY CORP PFD CONV 6.75% 16516750 12766 200700 SH SHARED 200700 D CHESAPEAKE UTILS CORP COM 16530310 11 603 SH SHARED 02 603 D CHESTER VALLEY BANCORP COM 16633510 13 580 SH SHARED 02 580 D CHESTERFIELD FINL CORP COM 16643510 14 700 SH SHARED 700 D CHEVRONTEXACO CORP COM 16676410 441440 6828165 SH SHARED 5397881 1430284 D CHEVRONTEXACO CORP COM 16676410 8025 124131 SH SHR/OTHR 124131 D CHEVRONTEXACO CORP COM 16676410 55056 851604 SH SHARED 01 771484 80120 D CHEVRONTEXACO CORP COM 16676410 8240 127456 SH SHR/OTHR 01 55362 72094 D CHEVRONTEXACO CORP COM 16676410 50264 777483 SH SHARED 02 777483 D CHEVRONTEXACO CORP COM 16676410 16543 255900 SH SHARED 03 183450 72450 D CHEVRONTEXACO CORP COM 16676410 70070 1083850 SH SHARED 04 1083850 D CHEVRONTEXACO CORP COM 16676410 71904 1112212 SH SHARED 05 1112212 D CHEVRONTEXACO CORP COM 16676410 4690 72556 SH SHARED 06 72556 D CHEVRONTEXACO CORP COM 16676410 6691 103500 SH SHARED 07 103500 D CHEVRONTEXACO CORP COM 16676410 1280 19800 SH SHARED 09 19800 D CHEVRONTEXACO CORP COM 16676410 92163 1425575 SH SHARED 10 192400 1184475 48700 D CHEVRONTEXACO CORP COM 16676410 163734 2532636 SH SHR/OTHR 10 2532636 D CHEVRONTEXACO CORP COM 16676410 4799 74236 SH SHARED 14 74236 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 36 2245 SH SHARED 02 2245 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 9 200 SH SHARED 200 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 249 5180 SH SHARED 01 5180 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 437 9090 SH SHARED 02 9090 D CHICAGO PIZZA & BREWERY INC COM 16788910 4 646 SH SHARED 646 D CHICAGO PIZZA & BREWERY INC COM 16788910 29 4200 SH SHARED 01 4200 D CHICAGO PIZZA & BREWERY INC COM 16788910 440 62800 SH SHARED 02 62800 D CHICOS FAS INC COM 16861510 595 29756 SH SHARED 29756 D CHICOS FAS INC COM 16861510 6175 308761 SH SHARED 01 308761 D CHICOS FAS INC COM 16861510 542 27141 SH SHARED 02 27141 D CHICOS FAS INC COM 16861510 584 29240 SH SHR/OTHR 10 29240 D CHILE FD INC COM 16883410 5236 731401 SH SHARED 731401 D CHILDRENS PL RETAIL STORES I COM 16890510 69 7555 SH SHARED 7555 D CHILDRENS PL RETAIL STORES I COM 16890510 377 40971 SH SHARED 01 40971 D CHILDRENS PL RETAIL STORES I COM 16890510 70 7609 SH SHARED 02 7609 D CHINA EASTN AIRLS LTD SPON ADR CL H 16937R10 11 1000 SH SHARED 1000 D CHINA FD INC COM 16937310 127 7600 SH SHARED 7600 D CHINA FD INC COM 16937310 21 1300 SH SHR/OTHR 01 1300 D CHINA SOUTHN AIRLS LTD SPON ADR CL H 16940910 11 970 SH SHARED 970 D CHINA SOUTHN AIRLS LTD SPON ADR CL H 16940910 2 217 SH SHARED 01 217 D CHINA MOBILE HONG KONG LTD NOTE 2.250%11/0 16941MAA 91001 92200000 PRN SHARED 92200000 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 17 1800 SH SHARED 1800 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 4261 430405 SH SHARED 426605 3800 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 6560 662632 SH SHARED 01 659482 3150 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 2 295 SH SHARED 02 295 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 3052 308300 SH SHR/OTHR 10 308300 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 1620 81700 SH SHARED 81700 D CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 359 20000 SH SHARED 20000 D CHINA UNICOM LTD SPONSORED ADR 16945R10 6 1250 SH SHARED 1250 D CHINA UNICOM LTD SPONSORED ADR 16945R10 1422 257318 SH SHARED 256817 501 D CHINA UNICOM LTD SPONSORED ADR 16945R10 0 49 SH SHARED 01 49 D CHINA UNICOM LTD SPONSORED ADR 16945R10 16 3024 SH SHARED 02 3024 D CHIPPAC INC CL A 16965710 982 272948 SH SHARED 259848 13100 D CHIPPAC INC CL A 16965710 637 177100 SH SHARED 01 177100 D CHIPPAC INC CL A 16965710 113 31426 SH SHARED 02 31426 D CHIPPAC INC CL A 16965710 8 2300 SH SHARED 10 2300 D CHIPPAC INC CL A 16965710 1063 295400 SH SHR/OTHR 10 295400 D CHOICE HOTELS INTL INC COM 16990510 29 1225 SH SHARED 1225 D CHOICE HOTELS INTL INC COM 16990510 886 36348 SH SHARED 01 36348 D CHOICE HOTELS INTL INC COM 16990510 303 12460 SH SHARED 02 12460 D CHIQUITA BRANDS INTL INC *W EXP 01/01/200 17003211 243 74367 SH SHARED 74367 D CHIQUITA BRANDS INTL INC COM 17003280 274 25000 SH SHARED 25000 D CHIQUITA BRANDS INTL INC COM 17003280 901 82178 SH SHARED 82178 D CHIQUITA BRANDS INTL INC COM 17003280 763 69616 SH SHARED 01 68935 681 D CHIQUITA BRANDS INTL INC COM 17003280 239 21800 SH SHARED 02 21800 D CHIQUITA BRANDS INTL INC COM 17003280 8 800 SH SHARED 10 800 D CHIRON CORP NOTE 6/1 170040AE 22557 38891500 PRN SHARED 38891500 D CHIRON CORP NOTE 6/1 170040AE 217 375000 PRN SHARED 02 375000 D CHIRON CORP COM 17004010 24258 646905 SH SHARED 641061 5844 D CHIRON CORP COM 17004010 188 5036 SH SHR/OTHR 5036 D CHIRON CORP COM 17004010 1992 53131 SH SHARED 01 50331 2800 D CHIRON CORP COM 17004010 24 648 SH SHR/OTHR 01 648 D CHIRON CORP COM 17004010 5774 153997 SH SHARED 02 153997 D CHIRON CORP COM 17004010 262 7000 SH SHARED 04 7000 D CHIRON CORP COM 17004010 46 1230 SH SHARED 05 1230 D CHIRON CORP COM 17004010 52 1410 SH SHARED 06 1410 D CHIRON CORP COM 17004010 4597 122600 SH SHR/OTHR 10 122600 D CHIRON CORP COM 17004010 56 1500 SH SHARED 14 1500 D CHITTENDEN CORP COM 17022810 74 2831 SH SHARED 2831 D CHITTENDEN CORP COM 17022810 901 34500 SH SHARED 01 34500 D CHITTENDEN CORP COM 17022810 598 22883 SH SHARED 02 22883 D CHOICEPOINT INC COM 17038810 569 16813 SH SHARED 14000 2813 D CHOICEPOINT INC COM 17038810 1566 46216 SH SHARED 01 46216 D CHOICEPOINT INC COM 17038810 326 9638 SH SHR/OTHR 01 5959 3679 D CHOICEPOINT INC COM 17038810 1170 34537 SH SHARED 02 34537 D CHOICEPOINT INC COM 17038810 138 4100 SH SHR/OTHR 10 4100 D CHOLESTECH CORP COM 17039310 6 854 SH SHARED 854 D CHOLESTECH CORP COM 17039310 30 3800 SH SHARED 01 3800 D CHOLESTECH CORP COM 17039310 58 7159 SH SHARED 02 7159 D CHORDIANT SOFTWARE INC COM 17040410 0 706 SH SHARED 706 D CHORDIANT SOFTWARE INC COM 17040410 13 11800 SH SHARED 01 11800 D CHORDIANT SOFTWARE INC COM 17040410 24 21700 SH SHARED 02 21700 D CHRISTOPHER & BANKS CORP COM 17104610 60 3400 SH SHARED 3400 D CHRISTOPHER & BANKS CORP COM 17104610 185 10501 SH SHARED 10501 D CHRISTOPHER & BANKS CORP COM 17104610 227 12850 SH SHARED 01 12850 D CHRISTOPHER & BANKS CORP COM 17104610 255 14451 SH SHARED 02 14451 D CHROMAVISION MED SYS INC COM 17111P10 1 1800 SH SHARED 1800 D CHRONIMED INC COM 17116410 443 49300 SH SHARED 49300 D CHUBB CORP COM 17123210 39754 896995 SH SHARED 533059 363936 D CHUBB CORP COM 17123210 1178 26597 SH SHR/OTHR 26597 D CHUBB CORP COM 17123210 4042 91216 SH SHARED 01 81170 10046 D CHUBB CORP COM 17123210 832 18790 SH SHR/OTHR 01 9290 9500 D CHUBB CORP COM 17123210 3825 86322 SH SHARED 02 86322 D CHUBB CORP COM 17123210 43 981 SH SHARED 05 981 D CHUBB CORP COM 17123210 64 1450 SH SHARED 06 1450 D CHUBB CORP COM 17123210 6297 142100 SH SHARED 10 118100 24000 D CHUBB CORP COM 17123210 7347 165794 SH SHR/OTHR 10 165794 D CHUBB CORP COM 17123210 57 1300 SH SHARED 14 1300 D CHUBB CORP CORP UNIT % 17123230 2223 103900 SH SHARED 02 103900 D CHURCH & DWIGHT INC COM 17134010 1024 33757 SH SHARED 24557 9200 D CHURCH & DWIGHT INC COM 17134010 127 4200 SH SHR/OTHR 4200 D CHURCH & DWIGHT INC COM 17134010 783 25815 SH SHARED 01 14415 11400 D CHURCH & DWIGHT INC COM 17134010 567 18684 SH SHARED 02 18684 D CHURCHILL DOWNS INC COM 17148410 14 440 SH SHARED 240 200 D CHURCHILL DOWNS INC COM 17148410 106 3119 SH SHARED 01 3119 D CHURCHILL DOWNS INC COM 17148410 125 3677 SH SHARED 02 3677 D CIBER INC COM 17163B10 67 14079 SH SHARED 14079 D CIBER INC COM 17163B10 110 23161 SH SHARED 01 23161 D CIBER INC COM 17163B10 4 1000 SH SHR/OTHR 01 1000 D CIBER INC COM 17163B10 185 39029 SH SHARED 02 39029 D CIENA CORP NOTE 3.750% 2/0 171779AA 17625 23500000 PRN SHARED 23500000 D CIENA CORP NOTE 3.750% 2/0 171779AA 1307 1743000 PRN SHARED 02 1743000 D CIENA CORP COM 17177910 5415 1239203 SH SHARED 1238686 517 D CIENA CORP COM 17177910 0 30 SH SHR/OTHR 30 D CIENA CORP COM 17177910 1299 297323 SH SHARED 01 296723 600 D CIENA CORP COM 17177910 26 6000 SH SHR/OTHR 01 6000 D CIENA CORP COM 17177910 1063 243350 SH SHARED 02 243350 D CIENA CORP COM 17177910 9 2116 SH SHARED 05 2116 D CIENA CORP COM 17177910 28 6500 SH SHARED 06 6500 D CIENA CORP COM 17177910 1599 366006 SH SHR/OTHR 10 366006 D CIENA CORP COM 17177910 27 6400 SH SHARED 14 6400 D CIMA LABS INC COM 17179610 107 4939 SH SHARED 4939 D CIMA LABS INC COM 17179610 2165 99784 SH SHARED 01 99784 D CIMA LABS INC COM 17179610 269 12439 SH SHARED 02 12439 D CIMA LABS INC COM 17179610 12 570 SH SHARED 10 570 D CIMAREX ENERGY CO COM 17179810 266 13705 SH SHARED 13174 531 D CIMAREX ENERGY CO COM 17179810 31 1594 SH SHR/OTHR 1594 D CIMAREX ENERGY CO COM 17179810 259 13324 SH SHARED 01 13324 D CIMAREX ENERGY CO COM 17179810 140 7211 SH SHARED 02 7211 D CINCINNATI FINL CORP COM 17206210 14081 401518 SH SHARED 310845 90673 D CINCINNATI FINL CORP COM 17206210 1740 49618 SH SHR/OTHR 49618 D CINCINNATI FINL CORP COM 17206210 2346 66901 SH SHARED 01 66510 391 D CINCINNATI FINL CORP COM 17206210 2055 58623 SH SHARED 02 58623 D CINCINNATI FINL CORP COM 17206210 26 756 SH SHARED 05 756 D CINCINNATI FINL CORP COM 17206210 42 1200 SH SHARED 06 1200 D CINCINNATI FINL CORP COM 17206210 3532 100726 SH SHR/OTHR 10 100726 D CINCINNATI FINL CORP COM 17206210 56 1600 SH SHARED 14 1600 D CINERGY CORP COM 17247410 11041 328139 SH SHARED 317064 11075 D CINERGY CORP COM 17247410 2972 88349 SH SHARED 01 86649 1700 D CINERGY CORP COM 17247410 178 5300 SH SHR/OTHR 01 5300 D CINERGY CORP COM 17247410 2797 83125 SH SHARED 02 83125 D CINERGY CORP COM 17247410 32 962 SH SHARED 05 962 D CINERGY CORP COM 17247410 47 1400 SH SHARED 06 1400 D CINERGY CORP COM 17247410 3739 111124 SH SHR/OTHR 10 111124 D CINERGY CORP COM 17247410 63 1900 SH SHARED 14 1900 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 1 337 SH SHARED 337 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 69 12400 SH SHARED 02 12400 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 1115 197800 SH SHARED 04 197800 D CIRCOR INTL INC COM 17273K10 1353 99592 SH SHARED 60592 39000 D CIRCOR INTL INC COM 17273K10 27 2000 SH SHARED 01 2000 D CIRCOR INTL INC COM 17273K10 83 6159 SH SHARED 02 6159 D CIRCOR INTL INC COM 17273K10 428 31500 SH SHARED 05 31500 D CIRCOR INTL INC COM 17273K10 939 69100 SH SHR/OTHR 10 69100 D CIRCUIT CITY STORE INC COM 17273710 2576 495498 SH SHARED 495363 135 D CIRCUIT CITY STORE INC COM 17273710 613 117959 SH SHARED 01 117959 D CIRCUIT CITY STORE INC COM 17273710 5 1000 SH SHR/OTHR 01 1000 D CIRCUIT CITY STORE INC COM 17273710 529 101908 SH SHARED 02 101908 D CIRCUIT CITY STORE INC COM 17273710 5 1137 SH SHARED 05 1137 D CIRCUIT CITY STORE INC COM 17273710 9 1850 SH SHARED 06 1850 D CIRCUIT CITY STORE INC COM 17273710 903 173696 SH SHR/OTHR 10 173696 D CIRCUIT CITY STORE INC COM 17273710 10 2100 SH SHARED 14 2100 D CISCO SYS INC COM 17275R10 268 20702 SH SHARED 1600 19102 D CISCO SYS INC COM 17275R10 549576 42340274 SH SHARED 29523463 76750 12740061 D CISCO SYS INC COM 17275R10 12090 931446 SH SHR/OTHR 931446 D CISCO SYS INC COM 17275R10 81897 6309494 SH SHARED 01 4870067 1439427 D CISCO SYS INC COM 17275R10 16962 1306847 SH SHR/OTHR 01 759037 547810 D CISCO SYS INC COM 17275R10 52446 4040586 SH SHARED 02 4040586 D CISCO SYS INC COM 17275R10 31161 2400750 SH SHARED 03 1870900 529850 D CISCO SYS INC COM 17275R10 83518 6434400 SH SHARED 04 6434400 D CISCO SYS INC COM 17275R10 118677 9143084 SH SHARED 05 9143084 D CISCO SYS INC COM 17275R10 11744 904791 SH SHARED 06 904791 D CISCO SYS INC COM 17275R10 14238 1096985 SH SHARED 07 1096985 D CISCO SYS INC COM 17275R10 9588 738695 SH SHARED 08 738695 D CISCO SYS INC COM 17275R10 3139 241900 SH SHARED 09 241900 D CISCO SYS INC COM 17275R10 248912 19176627 SH SHARED 10 9790637 9236990 149000 D CISCO SYS INC COM 17275R10 71296 5492768 SH SHR/OTHR 10 5492768 D CISCO SYS INC COM 17275R10 3525 271595 SH SHARED 14 271595 D CIRRUS LOGIC INC COM 17275510 113 56391 SH SHARED 56391 D CIRRUS LOGIC INC COM 17275510 41 20870 SH SHARED 01 20870 D CIRRUS LOGIC INC COM 17275510 90 44969 SH SHARED 02 44969 D CIRRUS LOGIC INC COM 17275510 3 1800 SH SHARED 10 1800 D CINTAS CORP COM 17290810 29762 904636 SH SHARED 517417 387219 D CINTAS CORP COM 17290810 1095 33300 SH SHR/OTHR 33300 D CINTAS CORP COM 17290810 2063 62731 SH SHARED 01 62231 500 D CINTAS CORP COM 17290810 2917 88681 SH SHARED 02 88681 D CINTAS CORP COM 17290810 75 2282 SH SHARED 05 2282 D CINTAS CORP COM 17290810 34 1050 SH SHARED 06 1050 D CINTAS CORP COM 17290810 3643 110731 SH SHR/OTHR 10 110731 D CITIGROUP INC COM 17296710 609 17700 SH SHARED 17700 D CITIGROUP INC COM 17296710 855887 24844325 SH SHARED 18335569 32067 6476689 D CITIGROUP INC COM 17296710 3296 95703 SH SHR/OTHR 95703 D CITIGROUP INC COM 17296710 140955 4091594 SH SHARED 01 3376353 12841 702400 D CITIGROUP INC COM 17296710 19395 562992 SH SHR/OTHR 01 255542 307450 D CITIGROUP INC COM 17296710 82370 2391005 SH SHARED 02 2391005 D CITIGROUP INC COM 17296710 52251 1516747 SH SHARED 03 1181414 335333 D CITIGROUP INC COM 17296710 64125 1861400 SH SHARED 04 1861400 D CITIGROUP INC COM 17296710 189367 5496871 SH SHARED 05 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21664010 899 18160 SH SHR/OTHR 10 18160 D COOPER COS INC COM NEW 21664840 38 1300 SH SHARED 1300 D COOPER COS INC COM NEW 21664840 61 2050 SH SHARED 1908 142 D COOPER COS INC COM NEW 21664840 307 10286 SH SHARED 01 10286 D COOPER COS INC COM NEW 21664840 564 18889 SH SHARED 02 18889 D COOPER COS INC COM NEW 21664840 68 2280 SH SHARED 10 2280 D COOPER TIRE & RUBR CO COM 21683110 119 9800 SH SHARED 9800 D COOPER TIRE & RUBR CO COM 21683110 1632 133800 SH SHARED 133800 D COOPER TIRE & RUBR CO COM 21683110 3409 279500 SH SHARED 01 279500 D COOPER TIRE & RUBR CO COM 21683110 8152 668257 SH SHARED 02 668257 D COOPER TIRE & RUBR CO COM 21683110 16 1314 SH SHARED 06 1314 D COOPER TIRE & RUBR CO COM 21683110 494 40573 SH SHR/OTHR 10 40573 D COORS ADOLPH CO CL B 21701610 33971 700443 SH SHARED 700443 D COORS ADOLPH CO CL B 21701610 616 12704 SH SHARED 01 12404 300 D COORS ADOLPH CO CL B 21701610 1250 25775 SH SHARED 02 25775 D COORS ADOLPH CO CL B 21701610 1167 24078 SH SHR/OTHR 10 24078 D COPART INC COM 21720410 3702 482126 SH SHARED 303511 10765 167850 D COPART INC COM 21720410 1408 183412 SH SHARED 01 183412 D COPART INC COM 21720410 190 24786 SH SHARED 02 24786 D COPART INC COM 21720410 2966 386300 SH SHARED 10 386300 D COPART INC COM 21720410 4380 570430 SH SHR/OTHR 10 570430 D COPPER MTN NETWORKS INC COM NEW 21751020 3 547 SH SHARED 02 547 D COR THERAPEUTICS INC NOTE 5.000% 3/0 217753AD 12165 11110000 PRN SHARED 11110000 D COR THERAPEUTICS INC NOTE 4.500% 6/1 217753AG 34638 31150000 PRN SHARED 31150000 D CORINTHIAN COLLEGES INC COM 21886810 2279 57697 SH SHARED 57697 D CORINTHIAN COLLEGES INC COM 21886810 4473 113250 SH SHARED 01 111800 1450 D CORINTHIAN COLLEGES INC COM 21886810 74 1880 SH SHR/OTHR 01 1880 D CORINTHIAN COLLEGES INC COM 21886810 1538 38953 SH SHARED 02 38953 D CORINTHIAN COLLEGES INC COM 21886810 4096 103700 SH SHR/OTHR 10 103700 D CORIXA CORP COM 21887F10 151 22134 SH SHARED 22134 D CORIXA CORP COM 21887F10 177 25971 SH SHARED 01 25971 D CORIXA CORP COM 21887F10 190 27900 SH SHARED 02 27900 D CORN PRODS INTL INC COM 21902310 663 22751 SH SHARED 22593 158 D CORN PRODS INTL INC COM 21902310 16 575 SH SHR/OTHR 575 D CORN PRODS INTL INC COM 21902310 975 33449 SH SHARED 01 33074 375 D CORN PRODS INTL INC COM 21902310 183 6300 SH SHR/OTHR 01 6300 D CORN PRODS INTL INC COM 21902310 709 24328 SH SHARED 02 24328 D CORN PRODS INTL INC COM 21902310 60 2070 SH SHARED 10 2070 D CORNELL COMPANIES INC COM 21914110 6 776 SH SHARED 776 D CORNELL COMPANIES INC COM 21914110 41 4964 SH SHARED 01 4964 D CORNELL COMPANIES INC COM 21914110 66 7900 SH SHARED 02 7900 D CORNERSTONE RLTY INCOME TR I COM 21922V10 20 3008 SH SHARED 3008 D CORNERSTONE RLTY INCOME TR I COM 21922V10 89 12800 SH SHARED 01 12800 D CORNERSTONE RLTY INCOME TR I COM 21922V10 203 29200 SH SHARED 02 29200 D CORNERSTONE STRATEGIC VALUE COM 21924B10 5 900 SH SHARED 900 D CORNERSTONE TOTAL RTRN FD IN COM 21924U10 864 76311 SH SHARED 76311 D CORNING INC DBCV 11/0 219350AJ 44147 65210000 PRN SHARED 65210000 D CORNING INC DBCV 11/0 219350AJ 2772 4096000 PRN SHARED 02 4096000 D CORNING INC NOTE 3.500%11/0 219350AK 79 81000 PRN SHARED 02 81000 D CORNING INC COM 21935010 1 280 SH SHARED 280 D CORNING INC COM 21935010 16732 2865112 SH SHARED 2422377 442735 D CORNING INC COM 21935010 473 81100 SH SHR/OTHR 81100 D CORNING INC COM 21935010 9964 1706331 SH SHARED 01 593631 1112700 D CORNING INC COM 21935010 5853 1002329 SH SHR/OTHR 01 10400 991929 D CORNING INC COM 21935010 4621 791280 SH SHARED 02 791280 D CORNING INC COM 21935010 1079 184900 SH SHARED 03 184900 D CORNING INC COM 21935010 137 23557 SH SHARED 05 23557 D CORNING INC COM 21935010 49 8400 SH SHARED 06 8400 D CORNING INC COM 21935010 5238 897018 SH SHR/OTHR 10 897018 D CORNING INC COM 21935010 46 8000 SH SHARED 14 8000 D CORPORATE EXECUTIVE BRD CO COM 21988R10 82 2320 SH SHARED 2320 D CORPORATE EXECUTIVE BRD CO COM 21988R10 1122 31525 SH SHARED 01 30600 925 D CORPORATE EXECUTIVE BRD CO COM 21988R10 52 1465 SH SHR/OTHR 01 1465 D CORPORATE EXECUTIVE BRD CO COM 21988R10 1050 29493 SH SHARED 02 29493 D CORPORATE EXECUTIVE BRD CO COM 21988R10 305 8580 SH SHR/OTHR 10 8580 D CORPORATE HIGH YIELD FD V IN COM 21993110 51 3600 SH SHARED 3600 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 21 1420 SH SHARED 1420 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 47 3200 SH SHARED 01 3200 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 154 10400 SH SHARED 02 10400 D CORRECTIONAL PPTYS TR COM 22025E10 49 2417 SH SHARED 2417 D CORRECTIONAL PPTYS TR COM 22025E10 70 3400 SH SHARED 01 3400 D CORRECTIONAL PPTYS TR COM 22025E10 90 4400 SH SHARED 02 4400 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 108 6235 SH SHARED 6235 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 350 20082 SH SHARED 01 20082 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 299 17139 SH SHARED 02 17139 D CORTEX PHARMACEUTICALS INC COM NEW 22052430 7 10000 SH SHR/OTHR 01 10000 D CORUS GROUP PLC SPONSORED ADR 22087M10 0 740 SH SHARED 740 D CORUS GROUP PLC SPONSORED ADR 22087M10 92 93200 SH SHARED 02 93200 D CORUS BANKSHARES INC COM 22087310 224 5618 SH SHARED 5618 D CORUS BANKSHARES INC COM 22087310 440 11032 SH SHARED 01 11032 D CORUS BANKSHARES INC COM 22087310 215 5400 SH SHARED 02 5400 D CORUS ENTERTAINMENT INC COM CL B NON VTG 22087410 24 1800 SH SHARED 01 1800 D CORUS ENTERTAINMENT INC COM CL B NON VTG 22087410 27 2000 SH SHARED 02 2000 D CORVEL CORP COM 22100610 16 492 SH SHARED 492 D CORVEL CORP COM 22100610 169 5200 SH SHARED 01 5200 D CORVEL CORP COM 22100610 130 4000 SH SHARED 02 4000 D CORVEL CORP COM 22100610 47 1450 SH SHARED 10 1450 D CORVIS CORP COM 22100910 91 140046 SH SHARED 140046 D CORVIS CORP COM 22100910 16 25000 SH SHR/OTHR 25000 D CORVIS CORP COM 22100910 1 2765 SH SHARED 01 2765 D CORVIS CORP COM 22100910 644 991500 SH SHARED 02 991500 D COSI INC COM 22122P10 4 2298 SH SHARED 2298 D COSI INC COM 22122P10 0 202 SH SHARED 01 202 D COSINE COMMUNICATIONS INC COM NEW 22122260 143 31788 SH SHARED 31788 D COSINE COMMUNICATIONS INC COM NEW 22122260 50 11200 SH SHARED 02 11200 D COST PLUS INC CALIF COM 22148510 13 507 SH SHARED 507 D COST PLUS INC CALIF COM 22148510 143 5450 SH SHARED 01 5450 D COST PLUS INC CALIF COM 22148510 373 14209 SH SHARED 02 14209 D COST PLUS INC CALIF COM 22148510 21 800 SH SHARED 10 800 D COSTCO WHSL CORP NEW COM 22160K10 37778 1258020 SH SHARED 1196478 61542 D COSTCO WHSL CORP NEW COM 22160K10 11934 397406 SH SHARED 01 237216 150 160040 D COSTCO WHSL CORP NEW COM 22160K10 1602 53370 SH SHR/OTHR 01 25166 28204 D COSTCO WHSL CORP NEW COM 22160K10 5984 199276 SH SHARED 02 199276 D COSTCO WHSL CORP NEW COM 22160K10 3234 107700 SH SHARED 03 95200 12500 D COSTCO WHSL CORP NEW COM 22160K10 360 12017 SH SHARED 05 12017 D COSTCO WHSL CORP NEW COM 22160K10 207 6900 SH SHARED 06 6900 D COSTCO WHSL CORP NEW COM 22160K10 16211 539831 SH SHR/OTHR 10 539831 D COSTCO WHSL CORP NEW COM 22160K10 107 3577 SH SHARED 14 3577 D COSTAR GROUP INC COM 22160N10 12450 564670 SH SHARED 334158 9512 221000 D COSTAR GROUP INC COM 22160N10 145 6610 SH SHARED 01 6610 D COSTAR GROUP INC COM 22160N10 174 7900 SH SHARED 02 7900 D COSTAR GROUP INC COM 22160N10 1100 49900 SH SHARED 05 49900 D COSTAR GROUP INC COM 22160N10 7914 358950 SH SHARED 10 358950 D COSTAR GROUP INC COM 22160N10 1691 76700 SH SHR/OTHR 10 76700 D COTT CORP QUE COM 22163N10 55 3189 SH SHARED 3189 D COTT CORP QUE COM 22163N10 2 140 SH SHARED 01 140 D COTT CORP QUE COM 22163N10 41 2340 SH SHARED 02 2340 D COTTON STS LIFE INS CO COM 22177410 437 45525 SH SHARED 01 45525 D COUNTRYWIDE FINANCIAL CORP NOTE 2/0 222372AE 37095 44640000 PRN SHARED 44640000 D COUNTRYWIDE FINANCIAL CORP NOTE 2/0 222372AE 354 427000 PRN SHARED 02 427000 D COUNTRYWIDE FINANCIAL CORP COM 22237210 638 11100 SH SHARED 11100 D COUNTRYWIDE FINANCIAL CORP COM 22237210 16412 285430 SH SHARED 285430 D COUNTRYWIDE FINANCIAL CORP COM 22237210 11488 199796 SH SHARED 01 199596 200 D COUNTRYWIDE FINANCIAL CORP COM 22237210 4708 81882 SH SHARED 02 81882 D COUNTRYWIDE FINANCIAL CORP COM 22237210 35 620 SH SHARED 05 620 D COUNTRYWIDE FINANCIAL CORP COM 22237210 63 1100 SH SHARED 06 1100 D COUNTRYWIDE FINANCIAL CORP COM 22237210 15018 261192 SH SHR/OTHR 10 261192 D COUNTRYWIDE FINANCIAL CORP COM 22237210 57 1000 SH SHARED 14 1000 D COURIER CORP COM 22266010 1870 37967 SH SHARED 131 37836 D COURIER CORP COM 22266010 147 3000 SH SHARED 01 3000 D COURIER CORP COM 22266010 108 2200 SH SHARED 02 2200 D COUSINS PPTYS INC COM 22279510 146 5657 SH SHARED 5657 D COUSINS PPTYS INC COM 22279510 108 4202 SH SHARED 01 4202 D COUSINS PPTYS INC COM 22279510 71 2782 SH SHR/OTHR 01 2782 D COUSINS PPTYS INC COM 22279510 58 2260 SH SHARED 02 2260 D COVANSYS CORP COM 22281W10 2 1025 SH SHARED 1025 D COVANSYS CORP COM 22281W10 8 3683 SH SHARED 01 3683 D COVANSYS CORP COM 22281W10 27 11700 SH SHARED 02 11700 D COVANCE INC COM 22281610 1090 47155 SH SHARED 32150 15005 D COVANCE INC COM 22281610 4927 213143 SH SHARED 01 213143 D COVANCE INC COM 22281610 24 1050 SH SHR/OTHR 01 250 800 D COVANCE INC COM 22281610 1284 55552 SH SHARED 02 55552 D COVANCE INC COM 22281610 20 900 SH SHARED 10 900 D COVENANT TRANS INC CL A 22284P10 3 230 SH SHARED 230 D COVENANT TRANS INC CL A 22284P10 485 28600 SH SHARED 01 28600 D COVENANT TRANS INC CL A 22284P10 61 3600 SH SHARED 02 3600 D COVENTRY HEALTH CARE INC COM 22286210 2547 77432 SH SHARED 77432 D COVENTRY HEALTH CARE INC COM 22286210 2672 81246 SH SHARED 01 81246 D COVENTRY HEALTH CARE INC COM 22286210 771 23464 SH SHARED 02 23464 D COVENTRY HEALTH CARE INC COM 22286210 7208 219100 SH SHR/OTHR 10 219100 D COVEST BANCSHARES INC COM 22303210 14 562 SH SHARED 02 562 D COX COMMUNICATIONS INC NEW NOTE 3.000% 3/1 224044AW 24651 74700000 PRN SHARED 74700000 D COX COMMUNICATIONS INC NEW NOTE 3.000% 3/1 224044AW 0 3000 PRN SHARED 02 3000 D COX COMMUNICATIONS INC NEW SDEB 0.426% 4/1 224044AX 60687127228000 PRN SHARED 127228000 D COX COMMUNICATIONS INC NEW NOTE 0.348% 2/2 224044BC 6224 8730000 PRN SHARED 8730000 D COX COMMUNICATIONS INC NEW CL A 22404410 1159 37259 SH SHARED 28111 9148 D COX COMMUNICATIONS INC NEW CL A 22404410 333 10714 SH SHR/OTHR 10714 D COX COMMUNICATIONS INC NEW CL A 22404410 2594 83404 SH SHARED 01 79666 3738 D COX COMMUNICATIONS INC NEW CL A 22404410 3 100 SH SHR/OTHR 01 100 D COX COMMUNICATIONS INC NEW CL A 22404410 1296 41673 SH SHARED 02 41673 D COX COMMUNICATIONS INC NEW CL A 22404410 5008 161000 SH SHARED 04 161000 D COX COMMUNICATIONS INC NEW CL A 22404410 155 4984 SH SHARED 05 4984 D COX COMMUNICATIONS INC NEW CL A 22404410 215 6932 SH SHARED 06 6932 D COX COMMUNICATIONS INC NEW CL A 22404410 2956 95030 SH SHR/OTHR 10 95030 D COX COMMUNICATIONS INC NEW CL A 22404410 105 3400 SH SHARED 14 3400 D COX RADIO INC CL A 22405110 31 1537 SH SHARED 1537 D COX RADIO INC CL A 22405110 84 4102 SH SHARED 01 4102 D COX RADIO INC CL A 22405110 52 2520 SH SHARED 02 2520 D COX RADIO INC CL A 22405110 111 5400 SH SHR/OTHR 10 5400 D CP SHIPS LTD COM 22409V10 2054 160766 SH SHARED 155079 5687 D CP SHIPS LTD COM 22409V10 296 23234 SH SHARED 01 23234 D CP SHIPS LTD COM 22409V10 7 562 SH SHR/OTHR 01 562 D CP SHIPS LTD COM 22409V10 702 54934 SH SHARED 02 54934 D CRAFTMADE INTL INC COM 22413E10 3496 245400 SH SHARED 103000 142400 D CRAFTMADE INTL INC COM 22413E10 977 68600 SH SHARED 05 68600 D CRAFTMADE INTL INC COM 22413E10 1668 117100 SH SHR/OTHR 10 117100 D CRANE CO COM 22439910 2053 117905 SH SHARED 109400 8505 D CRANE CO COM 22439910 268 15391 SH SHARED 01 13691 1700 D CRANE CO COM 22439910 260 14932 SH SHR/OTHR 01 14932 D CRANE CO COM 22439910 998 57300 SH SHARED 02 57300 D CRANE CO COM 22439910 593 34056 SH SHR/OTHR 10 34056 D CRAWFORD & CO CL B 22463310 6 1585 SH SHARED 1585 D CRAWFORD & CO CL B 22463310 35 8600 SH SHARED 01 8600 D CRAWFORD & CO CL B 22463310 66 16100 SH SHARED 02 16100 D CREATIVE COMPUTER APPLICATIO COM NEW 22490130 0 60 SH SHARED 01 60 D CREATIVE COMPUTER APPLICATIO COM NEW 22490130 0 20 SH SHARED 02 20 D CREDIT SUISSE ASSET MGMT INC COM 22491610 43 10000 SH SHR/OTHR 01 10000 D CRAY INC COM 22522310 23 3506 SH SHARED 3506 D CRAY INC COM 22522310 1475 223200 SH SHARED 01 223200 D CRAY INC COM 22522310 234 35474 SH SHARED 02 35474 D CREDENCE SYS CORP COM 22530210 81 11932 SH SHARED 11932 D CREDENCE SYS CORP COM 22530210 192 28255 SH SHARED 01 25580 2675 D CREDENCE SYS CORP COM 22530210 14 2145 SH SHR/OTHR 01 2145 D CREDENCE SYS CORP COM 22530210 347 51139 SH SHARED 02 51139 D CREDENCE SYS CORP COM 22530210 24 3610 SH SHARED 10 3610 D CREDENCE SYS CORP COM 22530210 202 29800 SH SHARED 14 29800 D CREDIT ACCEP CORP MICH COM 22531010 3 799 SH SHARED 799 D CREDIT ACCEP CORP MICH COM 22531010 40 8300 SH SHARED 01 8300 D CREDIT ACCEP CORP MICH COM 22531010 39 8100 SH SHARED 02 8100 D CREDIT ACCEP CORP MICH COM 22531010 27 5600 SH SHARED 10 5600 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 663 38170 SH SHARED 25820 12350 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 48 2792 SH SHARED 01 2792 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 596 34300 SH SHARED 02 34300 D CREE INC COM 22544710 11150 602089 SH SHARED 335589 12000 254500 D CREE INC COM 22544710 1488 80380 SH SHARED 01 61700 18680 D CREE INC COM 22544710 72 3923 SH SHR/OTHR 01 3923 D CREE INC COM 22544710 1199 64747 SH SHARED 02 64747 D CREE INC COM 22544710 11717 632700 SH SHARED 10 632700 D CREE INC COM 22544710 335 18100 SH SHR/OTHR 10 18100 D CREO INC COM 22560610 73 12955 SH SHARED 12955 D CREO INC COM 22560610 7 1245 SH SHARED 01 1245 D CRESCENT REAL ESTATE EQUITIE COM 22575610 23 1646 SH SHARED 1646 D CRESCENT REAL ESTATE EQUITIE COM 22575610 528 36747 SH SHARED 01 36747 D CRESCENT REAL ESTATE EQUITIE COM 22575610 227 15815 SH SHARED 02 15815 D CRESCENT REAL ESTATE EQUITIE COM 22575610 230 16000 SH SHARED 05 16000 D CRESCENT REAL ESTATE EQUITIE COM 22575610 27 1900 SH SHARED 06 1900 D CRESCENT REAL ESTATE EQUITIE PFD CV A 6.75% 22575620 12247 640200 SH SHARED 640200 D CRIIMI MAE INC COM NEW 22660350 70 8000 SH SHARED 8000 D CRIIMI MAE INC COM NEW 22660350 12 1480 SH SHARED 02 1480 D CRITICAL PATH INC COM 22674V10 6 6894 SH SHARED 6894 D CRITICAL PATH INC COM 22674V10 0 606 SH SHARED 01 606 D CROMPTON CORP COM 22711610 466 115086 SH SHARED 115086 D CROMPTON CORP COM 22711610 801 197897 SH SHARED 01 197897 D CROMPTON CORP COM 22711610 39 9689 SH SHR/OTHR 01 9689 D CROMPTON CORP COM 22711610 7261 1793030 SH SHARED 02 1793030 D CROSS A T CO CL A 22747810 509 107000 SH SHARED 66000 41000 D CROSS A T CO CL A 22747810 0 153 SH SHARED 02 153 D CROSS A T CO CL A 22747810 181 38100 SH SHARED 05 38100 D CROSS A T CO CL A 22747810 441 92700 SH SHR/OTHR 10 92700 D CROSS CTRY INC COM 22748P10 62 5442 SH SHARED 5442 D CROSS CTRY INC COM 22748P10 144 12553 SH SHARED 01 12553 D CROSS CTRY INC COM 22748P10 225 19600 SH SHARED 02 19600 D CROSS CTRY INC COM 22748P10 4 400 SH SHARED 10 400 D CROSS MEDIA MARKETING CORP COM NEW 22754R20 328 937758 SH SHARED 937758 D CROSS MEDIA MARKETING CORP COM NEW 22754R20 1 3051 SH SHARED 3051 D CROSS MEDIA MARKETING CORP COM NEW 22754R20 1 3101 SH SHARED 01 3101 D CROSS MEDIA MARKETING CORP COM NEW 22754R20 1 5100 SH SHARED 02 5100 D CROWN AMERN RLTY TR SH BEN INT 22818610 198 20252 SH SHARED 20252 D CROWN AMERN RLTY TR SH BEN INT 22818610 96 9787 SH SHARED 01 9787 D CROWN AMERN RLTY TR SH BEN INT 22818610 150 15300 SH SHARED 02 15300 D CROWN CASTLE INTL CORP COM 22822710 140 25501 SH SHARED 25501 D CROWN CASTLE INTL CORP COM 22822710 328 59644 SH SHARED 01 59644 D CROWN CASTLE INTL CORP COM 22822710 682 124100 SH SHARED 02 124100 D CROWN CASTLE INTL CORP COM 22822710 21 3900 SH SHARED 10 3900 D CROWN HOLDINGS INC COM 22836810 144 25716 SH SHARED 10716 15000 D CROWN HOLDINGS INC COM 22836810 828 147412 SH SHARED 01 147412 D CROWN HOLDINGS INC COM 22836810 1190 211800 SH SHARED 02 211800 D CROWN HOLDINGS INC COM 22836810 8 1500 SH SHARED 10 1500 D CROWN MEDIA HLDGS INC CL A 22841110 4 1648 SH SHARED 1648 D CROWN MEDIA HLDGS INC CL A 22841110 20 7400 SH SHARED 01 7400 D CROWN MEDIA HLDGS INC CL A 22841110 41 15200 SH SHARED 02 15200 D CRYOLIFE INC COM 22890310 362 52967 SH SHARED 49967 3000 D CRYOLIFE INC COM 22890310 49 7187 SH SHARED 01 7187 D CRYOLIFE INC COM 22890310 69 10091 SH SHARED 02 10091 D CTI MOLECULAR IMAGING INC COM 22943D10 139 7095 SH SHARED 01 7095 D CTI MOLECULAR IMAGING INC COM 22943D10 225 11519 SH SHARED 02 11519 D CUBIC CORP COM 22966910 111 6833 SH SHARED 6833 D CUBIC CORP COM 22966910 225 13800 SH SHARED 01 13800 D CUBIC CORP COM 22966910 164 10073 SH SHARED 02 10073 D CUBIST PHARMACEUTICALS INC COM 22967810 114 14279 SH SHARED 14279 D CUBIST PHARMACEUTICALS INC COM 22967810 84 10503 SH SHARED 01 10503 D CUBIST PHARMACEUTICALS INC COM 22967810 131 16400 SH SHARED 02 16400 D CUBIST PHARMACEUTICALS INC COM 22967810 7118 888700 SH SHARED 04 888700 D CUBIST PHARMACEUTICALS INC COM 22967810 32 4000 SH SHR/OTHR 10 4000 D CUBIST PHARMACEUTICALS INC COM 22967810 59 7376 SH SHARED 14 7376 D CULLEN FROST BANKERS INC COM 22989910 362 11944 SH SHARED 4264 7680 D CULLEN FROST BANKERS INC COM 22989910 208 6861 SH SHARED 01 6861 D CULLEN FROST BANKERS INC COM 22989910 123 4052 SH SHARED 02 4052 D CULP INC COM 23021510 1 242 SH SHARED 242 D CULP INC COM 23021510 10 2300 SH SHARED 01 2300 D CULP INC COM 23021510 16 3700 SH SHARED 02 3700 D CUMMINS INC COM 23102110 196 8000 SH SHARED 8000 D CUMMINS INC COM 23102110 3410 138627 SH SHARED 98032 40595 D CUMMINS INC COM 23102110 133 5437 SH SHARED 01 5437 D CUMMINS INC COM 23102110 415 16886 SH SHARED 02 16886 D CUMMINS INC COM 23102110 759 30862 SH SHR/OTHR 10 30862 D CUMULUS MEDIA INC CL A 23108210 32 2200 SH SHARED 2200 D CUMULUS MEDIA INC CL A 23108210 2894 198784 SH SHARED 119484 79300 D CUMULUS MEDIA INC CL A 23108210 1284 88200 SH SHARED 01 88200 D CUMULUS MEDIA INC CL A 23108210 203 13991 SH SHARED 02 13991 D CUMULUS MEDIA INC CL A 23108210 873 60000 SH SHARED 04 60000 D CUMULUS MEDIA INC CL A 23108210 362 24900 SH SHARED 10 24900 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 3468 5100000 PRN SHARED 5100000 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 340 500000 PRN SHARED 02 500000 D CURAGEN CORP COM 23126R10 181 44216 SH SHARED 44216 D CURAGEN CORP COM 23126R10 91 22326 SH SHARED 01 22326 D CURAGEN CORP COM 23126R10 110 27000 SH SHARED 02 27000 D CURAGEN CORP COM 23126R10 7 1900 SH SHARED 10 1900 D CURATIVE HEALTH SVCS INC COM 23126410 34 2015 SH SHARED 2015 D CURATIVE HEALTH SVCS INC COM 23126410 52 3100 SH SHARED 01 3100 D CURATIVE HEALTH SVCS INC COM 23126410 437 25623 SH SHARED 02 25623 D CURIS INC COM 23126910 0 50 SH SHARED 01 50 D CURTISS WRIGHT CORP COM 23156110 169 2796 SH SHARED 2796 D CURTISS WRIGHT CORP COM 23156110 217 3600 SH SHARED 01 3600 D CURTISS WRIGHT CORP COM 23156110 387 6400 SH SHARED 02 6400 D CURTISS WRIGHT CORP CL B 23156140 12 207 SH SHARED 01 207 D CURTISS WRIGHT CORP CL B 23156140 1 23 SH SHARED 02 23 D CYBERGUARD CORP COM 23191010 11 2051 SH SHARED 02 2051 D CYBERONICS INC COM 23251P10 184 8623 SH SHARED 8623 D CYBERONICS INC COM 23251P10 176 8251 SH SHARED 01 8251 D CYBERONICS INC COM 23251P10 348 16308 SH SHARED 02 16308 D CYBERONICS INC COM 23251P10 438 20500 SH SHARED 04 20500 D CYBEROPTICS CORP COM 23251710 53 13850 SH SHARED 01 13850 D CYBEROPTICS CORP COM 23251710 60 15568 SH SHR/OTHR 01 15568 D CYMER INC NOTE 3.500% 2/1 232572AE 1 1560 PRN SHARED 01 1560 D CYMER INC COM 23257210 21171 894429 SH SHARED 626129 268300 D CYMER INC COM 23257210 2046 86458 SH SHARED 01 86458 D CYMER INC COM 23257210 140 5933 SH SHARED 02 5933 D CYMER INC COM 23257210 156 6600 SH SHARED 05 6600 D CYMER INC COM 23257210 134 5700 SH SHARED 06 5700 D CYMER INC COM 23257210 991 41900 SH SHARED 10 41900 D CYMER INC COM 23257210 5823 246010 SH SHR/OTHR 10 246010 D CYMER INC COM 23257210 52 2200 SH SHARED 12 2200 D CYPRESS SEMICONDUCTOR CORP NOTE 4.000% 2/0 232806AE 1321 1500000 PRN SHARED 1500000 D CYPRESS SEMICONDUCTOR CORP NOTE 3.750% 7/0 232806AF 1724 2000000 PRN SHARED 2000000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 1402 203266 SH SHARED 203266 D CYPRESS SEMICONDUCTOR CORP COM 23280610 295 42866 SH SHARED 01 42866 D CYPRESS SEMICONDUCTOR CORP COM 23280610 243 35297 SH SHARED 02 35297 D CYPRESS SEMICONDUCTOR CORP COM 23280610 386 56020 SH SHR/OTHR 10 56020 D CYTEC INDS INC COM 23282010 41 1500 SH SHARED 1500 D CYTEC INDS INC COM 23282010 533 19169 SH SHARED 19169 D CYTEC INDS INC COM 23282010 1574 56532 SH SHARED 01 56532 D CYTEC INDS INC COM 23282010 2271 81558 SH SHARED 02 81558 D CYTEC INDS INC COM 23282010 25 900 SH SHARED 10 900 D D & E COMMUNICATIONS INC COM 23286010 22 1969 SH SHARED 02 1969 D D & K HEALTHCARE RES INC COM 23286110 168 16441 SH SHARED 16441 D D & K HEALTHCARE RES INC COM 23286110 58 5719 SH SHARED 01 5719 D D & K HEALTHCARE RES INC COM 23286110 159 15600 SH SHARED 02 7800 7800 D CYTYC CORP COM 23294610 527 40400 SH SHARED 22800 14600 3000 D CYTYC CORP COM 23294610 545 41781 SH SHARED 01 41781 D CYTYC CORP COM 23294610 26 2000 SH SHR/OTHR 01 2000 D CYTYC CORP COM 23294610 506 38825 SH SHARED 02 38825 D CYTYC CORP COM 23294610 6162 472200 SH SHARED 10 472200 D CYTYC CORP COM 23294610 482 37000 SH SHR/OTHR 10 37000 D DDI CORP COM 23316210 0 3010 SH SHARED 3010 D DDI CORP COM 23316210 6 45815 SH SHARED 01 45815 D DDI CORP COM 23316210 149 999200 SH SHARED 02 999200 D DHB INDS INC COM 23321E10 1 695 SH SHARED 695 D DHB INDS INC COM 23321E10 22 10100 SH SHARED 02 10100 D DJ ORTHOPEDICS INC COM 23325G10 1 357 SH SHARED 357 D DJ ORTHOPEDICS INC COM 23325G10 17 4400 SH SHARED 02 4400 D DNP SELECT INCOME FD COM 23325P10 65 6586 SH SHARED 86 6500 D DQE INC COM 23329J10 352 28948 SH SHARED 28761 187 D DQE INC COM 23329J10 501 41119 SH SHARED 01 41119 D DQE INC COM 23329J10 9 750 SH SHR/OTHR 01 750 D DQE INC COM 23329J10 733 60150 SH SHARED 02 60150 D DPL INC COM 23329310 7184 576627 SH SHARED 575615 1012 D DPL INC COM 23329310 422 33936 SH SHARED 01 33936 D DPL INC COM 23329310 30 2475 SH SHR/OTHR 01 2475 D DPL INC COM 23329310 1282 102966 SH SHARED 02 102966 D DPL INC COM 23329310 186 15000 SH SHARED 14 15000 D DRS TECHNOLOGIES INC COM 23330X10 716 28659 SH SHARED 28659 D DRS TECHNOLOGIES INC COM 23330X10 177 7092 SH SHARED 01 7092 D DRS TECHNOLOGIES INC COM 23330X10 340 13611 SH SHARED 02 13611 D D R HORTON INC NOTE 5/1 23331AAH 11560 20000000 PRN SHARED 20000000 D D R HORTON INC COM 23331A10 136 7100 SH SHARED 7100 D D R HORTON INC COM 23331A10 5708 297328 SH SHARED 297328 D D R HORTON INC COM 23331A10 1150 59903 SH SHARED 01 59903 D D R HORTON INC COM 23331A10 3206 167002 SH SHARED 02 167002 D D R HORTON INC COM 23331A10 768 40000 SH SHARED 04 40000 D DSP GROUP INC COM 23332B10 12656 698079 SH SHARED 444779 253300 D DSP GROUP INC COM 23332B10 4082 225164 SH SHARED 01 225164 D DSP GROUP INC COM 23332B10 302 16665 SH SHARED 02 16665 D DSP GROUP INC COM 23332B10 255 14100 SH SHARED 05 14100 D DSP GROUP INC COM 23332B10 46 2540 SH SHARED 10 2540 D DSP GROUP INC COM 23332B10 8678 478700 SH SHR/OTHR 10 478700 D DSP GROUP INC COM 23332B10 94 5200 SH SHARED 12 5200 D DST SYS INC DEL COM 23332610 1994 73323 SH SHARED 72991 332 D DST SYS INC DEL COM 23332610 1673 61513 SH SHARED 01 61513 D DST SYS INC DEL COM 23332610 1096 40302 SH SHARED 02 40302 D DST SYS INC DEL COM 23332610 63 2320 SH SHARED 06 2320 D DST SYS INC DEL COM 23332610 62 2300 SH SHR/OTHR 10 2300 D DTE ENERGY CO COM 23333110 204 5300 SH SHARED 5300 D DTE ENERGY CO COM 23333110 15686 405869 SH SHARED 392600 13269 D DTE ENERGY CO COM 23333110 13 359 SH SHR/OTHR 359 D DTE ENERGY CO COM 23333110 3624 93777 SH SHARED 01 92277 1500 D DTE ENERGY CO COM 23333110 3694 95578 SH SHARED 02 95578 D DTE ENERGY CO COM 23333110 75 1945 SH SHARED 05 1945 D DTE ENERGY CO COM 23333110 54 1400 SH SHARED 06 1400 D DTE ENERGY CO COM 23333110 347 9000 SH SHARED 07 9000 D DTE ENERGY CO COM 23333110 12928 334500 SH SHARED 10 334500 D DTE ENERGY CO COM 23333110 4097 106006 SH SHR/OTHR 10 106006 D DTE ENERGY CO COM 23333110 57 1500 SH SHARED 14 1500 D DVI INC COM 23334310 6 720 SH SHARED 720 D DVI INC COM 23334310 21 2500 SH SHARED 01 2500 D DVI INC COM 23334310 64 7600 SH SHARED 02 7600 D DVI INC COM 23334310 5 630 SH SHARED 10 630 D DADE BEHRING HLDGS INC COM 23342J20 6786 361924 SH SHARED 361924 D DADE BEHRING HLDGS INC COM 23342J20 533 28455 SH SHARED 02 28455 D DADE BEHRING HLDGS INC COM 23342J20 106 5655 SH SHR/OTHR 10 5655 D DAISYTEK INTL CORP COM 23405310 3 1858 SH SHARED 1858 D DAISYTEK INTL CORP COM 23405310 8 4284 SH SHARED 01 4284 D DAISYTEK INTL CORP COM 23405310 20 10700 SH SHARED 02 10700 D DAKTRONICS INC COM 23426410 113 7268 SH SHARED 7268 D DAKTRONICS INC COM 23426410 2190 140846 SH SHARED 01 140846 D DAKTRONICS INC COM 23426410 185 11900 SH SHARED 02 11900 D DANA CORP COM 23581110 2763 391388 SH SHARED 365363 26025 D DANA CORP COM 23581110 2560 362703 SH SHARED 01 362703 D DANA CORP COM 23581110 509 72234 SH SHARED 02 72234 D DANA CORP COM 23581110 8 1217 SH SHARED 05 1217 D DANA CORP COM 23581110 9 1300 SH SHARED 06 1300 D DANA CORP COM 23581110 181 25700 SH SHARED 10 25700 D DANA CORP COM 23581110 591 83785 SH SHR/OTHR 10 83785 D DANAHER CORP DEL COM 23585110 18669 283911 SH SHARED 280261 3650 D DANAHER CORP DEL COM 23585110 3280 49880 SH SHARED 01 48580 1300 D DANAHER CORP DEL COM 23585110 52 800 SH SHR/OTHR 01 800 D DANAHER CORP DEL COM 23585110 4336 65943 SH SHARED 02 65943 D DANAHER CORP DEL COM 23585110 7910 120299 SH SHARED 05 120299 D DANAHER CORP DEL COM 23585110 62 950 SH SHARED 06 950 D DANAHER CORP DEL COM 23585110 716 10900 SH SHARED 07 10900 D DANAHER CORP DEL COM 23585110 7029 106895 SH SHR/OTHR 10 106895 D DANAHER CORP DEL COM 23585110 974 14812 SH SHARED 14 14812 D DANKA BUSINESS SYS PLC SPONSORED ADR 23627710 20 5791 SH SHARED 5791 D DANKA BUSINESS SYS PLC SPONSORED ADR 23627710 1 509 SH SHARED 01 509 D DARDEN RESTAURANTS INC COM 23719410 526 29500 SH SHARED 29500 D DARDEN RESTAURANTS INC COM 23719410 5750 322142 SH SHARED 321917 225 D DARDEN RESTAURANTS INC COM 23719410 929 52077 SH SHARED 01 50577 1500 D DARDEN RESTAURANTS INC COM 23719410 302 16950 SH SHR/OTHR 01 8400 8550 D DARDEN RESTAURANTS INC COM 23719410 1333 74722 SH SHARED 02 74722 D DARDEN RESTAURANTS INC COM 23719410 121 6791 SH SHARED 06 6791 D DARDEN RESTAURANTS INC COM 23719410 1943 108883 SH SHR/OTHR 10 108883 D DARDEN RESTAURANTS INC COM 23719410 40 2250 SH SHARED 14 2250 D DARLING INTL INC COM 23726610 9 4600 SH SHARED 02 4600 D DASSAULT SYS S A SPONSORED ADR 23754510 502 22323 SH SHARED 02 22323 D DATAWATCH CORP COM NEW 23791720 0 1 SH SHARED 01 1 D DATASCOPE CORP COM 23811310 175 6485 SH SHARED 6485 D DATASCOPE CORP COM 23811310 152 5636 SH SHARED 01 5636 D DATASCOPE CORP COM 23811310 209 7744 SH SHARED 02 7744 D DATASCOPE CORP COM 23811310 48 1800 SH SHARED 10 1800 D DATASTREAM SYS INC COM 23812410 5 801 SH SHARED 801 D DATASTREAM SYS INC COM 23812410 21 3174 SH SHARED 01 3174 D DATASTREAM SYS INC COM 23812410 65 9595 SH SHARED 02 9595 D DAVE & BUSTERS INC COM 23833N10 17 1974 SH SHARED 1974 D DAVE & BUSTERS INC COM 23833N10 35 3928 SH SHARED 01 3928 D DAVE & BUSTERS INC COM 23833N10 60 6700 SH SHARED 02 6700 D DAVITA INC COM 23918K10 236 11400 SH SHARED 11400 D DAVITA INC COM 23918K10 91 4437 SH SHARED 4437 D DAVITA INC COM 23918K10 2476 119473 SH SHARED 01 119473 D DAVITA INC COM 23918K10 488 23587 SH SHARED 02 23587 D DEAN FOODS CO NEW COM 24237010 1579 36812 SH SHARED 15042 21770 D DEAN FOODS CO NEW COM 24237010 1136 26492 SH SHARED 01 26492 D DEAN FOODS CO NEW COM 24237010 1748 40754 SH SHARED 02 40754 D DEAN FOODS CO NEW COM 24237010 19768 460700 SH SHARED 10 306700 154000 D DEAN FOODS CO NEW COM 24237010 13550 315800 SH SHR/OTHR 10 315800 D DEB SHOPS INC COM 24272810 5 277 SH SHARED 277 D DEB SHOPS INC COM 24272810 22 1200 SH SHARED 01 1200 D DEB SHOPS INC COM 24272810 48 2600 SH SHARED 02 2600 D DEB SHOPS INC COM 24272810 35 1890 SH SHARED 10 1890 D DEBT STRATEGIES FD INC NEW COM 24276Q10 604 97400 SH SHARED 97400 D DECODE GENETICS INC COM 24358610 4 2254 SH SHARED 2254 D DECODE GENETICS INC COM 24358610 20 10900 SH SHARED 01 10900 D DECODE GENETICS INC COM 24358610 40 22000 SH SHARED 02 22000 D DEERE & CO COM 24419910 65421 1666353 SH SHARED 841359 5800 819194 D DEERE & CO COM 24419910 6005 152979 SH SHARED 01 151779 1200 D DEERE & CO COM 24419910 519 13242 SH SHR/OTHR 01 4542 8700 D DEERE & CO COM 24419910 3983 101477 SH SHARED 02 101477 D DEERE & CO COM 24419910 34526 879437 SH SHARED 05 879437 D DEERE & CO COM 24419910 5028 128072 SH SHARED 06 128072 D DEERE & CO COM 24419910 2445 62300 SH SHARED 07 62300 D DEERE & CO COM 24419910 4978 126800 SH SHARED 08 126800 D DEERE & CO COM 24419910 1252 31900 SH SHARED 09 31900 D DEERE & CO COM 24419910 44838 1142100 SH SHARED 10 30500 1111600 D DEERE & CO COM 24419910 5500 140092 SH SHR/OTHR 10 140092 D DEERE & CO COM 24419910 145 3700 SH SHARED 14 3700 D DEL LABS INC COM 24509110 5 273 SH SHARED 273 D DEL LABS INC COM 24509110 0 5 SH SHARED 01 5 D DEL LABS INC COM 24509110 47 2500 SH SHARED 02 2500 D DEL MONTE FOODS CO COM 24522P10 2012 269757 SH SHARED 197709 72048 D DEL MONTE FOODS CO COM 24522P10 176 23653 SH SHR/OTHR 23653 D DEL MONTE FOODS CO COM 24522P10 1158 155308 SH SHARED 01 153232 314 1762 D DEL MONTE FOODS CO COM 24522P10 193 25915 SH SHR/OTHR 01 16793 9122 D DEL MONTE FOODS CO COM 24522P10 981 131540 SH SHARED 02 131540 D DEL MONTE FOODS CO COM 24522P10 671 90000 SH SHARED 04 90000 D DEL MONTE FOODS CO COM 24522P10 9 1250 SH SHARED 14 1250 D DE RIGO S P A SPONSORED ADR 24533410 572 170000 SH SHARED 10 170000 D DELAWARE INV FL INS MUN INC SH BEN INT 24610T10 1 100 SH SHARED 100 D DELIAS CORP CL A 24688Q10 0 1907 SH SHARED 1907 D DELIAS CORP CL A 24688Q10 3 9800 SH SHARED 01 9800 D DELIAS CORP CL A 24688Q10 6 19600 SH SHARED 02 19600 D DELL COMPUTER CORP COM 24702510 411 15080 SH SHARED 8274 6806 D DELL COMPUTER CORP COM 24702510 209141 7658042 SH SHARED 5825315 20834 1811893 D DELL COMPUTER CORP COM 24702510 32902 1204762 SH SHARED 01 1176985 27777 D DELL COMPUTER CORP COM 24702510 792 29003 SH SHR/OTHR 01 18903 10100 D DELL COMPUTER CORP COM 24702510 31923 1168918 SH SHARED 02 1168918 D DELL COMPUTER CORP COM 24702510 20158 738150 SH SHARED 03 650200 87950 D DELL COMPUTER CORP COM 24702510 30450 1115000 SH SHARED 04 1115000 D DELL COMPUTER CORP COM 24702510 69030 2527656 SH SHARED 05 2527656 D DELL COMPUTER CORP COM 24702510 7533 275850 SH SHARED 06 275850 D DELL COMPUTER CORP COM 24702510 7204 263805 SH SHARED 07 263805 D DELL COMPUTER CORP COM 24702510 3751 137383 SH SHARED 08 137383 D DELL COMPUTER CORP COM 24702510 1441 52800 SH SHARED 09 52800 D DELL COMPUTER CORP COM 24702510 121889 4463175 SH SHARED 10 2469775 1973400 20000 D DELL COMPUTER CORP COM 24702510 56524 2069733 SH SHR/OTHR 10 2069733 D DELL COMPUTER CORP COM 24702510 4351 159336 SH SHARED 14 159336 D DELPHI CORP COM 24712610 115 16900 SH SHARED 16900 D DELPHI CORP COM 24712610 7209 1055580 SH SHARED 1052961 2619 D DELPHI CORP COM 24712610 1 196 SH SHR/OTHR 196 D DELPHI CORP COM 24712610 2094 306598 SH SHARED 01 305900 698 D DELPHI CORP COM 24712610 99 14606 SH SHR/OTHR 01 7528 7078 D DELPHI CORP COM 24712610 10550 1544710 SH SHARED 02 1544710 D DELPHI CORP COM 24712610 145 21294 SH SHARED 05 21294 D DELPHI CORP COM 24712610 165 24200 SH SHARED 06 24200 D DELPHI CORP COM 24712610 2136 312810 SH SHR/OTHR 10 312810 D DELPHI CORP COM 24712610 30 4500 SH SHARED 14 4500 D DELPHI FINL GROUP INC CL A 24713110 30 779 SH SHARED 779 D DELPHI FINL GROUP INC CL A 24713110 288 7366 SH SHARED 01 7366 D DELPHI FINL GROUP INC CL A 24713110 330 8443 SH SHARED 02 8443 D DELTA & PINE LD CO COM 24735710 138 6142 SH SHARED 6142 D DELTA & PINE LD CO COM 24735710 310 13739 SH SHARED 01 13739 D DELTA & PINE LD CO COM 24735710 541 23965 SH SHARED 02 23965 D DELTA AIR LINES INC DEL COM 24736110 147 16600 SH SHARED 16600 D DELTA AIR LINES INC DEL COM 24736110 3630 407925 SH SHARED 407925 D DELTA AIR LINES INC DEL COM 24736110 488 54881 SH SHARED 01 49481 5400 D DELTA AIR LINES INC DEL COM 24736110 515 57901 SH SHARED 02 57901 D DELTA AIR LINES INC DEL COM 24736110 7 848 SH SHARED 05 848 D DELTA AIR LINES INC DEL COM 24736110 769 86480 SH SHR/OTHR 10 86480 D DELTAGEN INC COM 24783R10 0 409 SH SHARED 409 D DELTAGEN INC COM 24783R10 0 2200 SH SHARED 01 2200 D DELTAGEN INC COM 24783R10 1 4800 SH SHARED 02 4800 D DELTIC TIMBER CORP COM 24785010 32 1362 SH SHARED 1362 D DELTIC TIMBER CORP COM 24785010 297 12436 SH SHARED 01 12436 D DELTIC TIMBER CORP COM 24785010 1254 52499 SH SHR/OTHR 01 52499 D DELTIC TIMBER CORP COM 24785010 148 6196 SH SHARED 02 6196 D DELTA PETE CORP COM NEW 24790720 0 7 SH SHARED 02 7 D DENBURY RES INC COM NEW 24791620 234 21643 SH SHARED 21643 D DENBURY RES INC COM NEW 24791620 371 34324 SH SHARED 01 34324 D DENBURY RES INC COM NEW 24791620 154 14300 SH SHARED 02 14300 D DELUXE CORP COM 24801910 152 3800 SH SHARED 3800 D DELUXE CORP COM 24801910 27146 676453 SH SHARED 674700 1753 D DELUXE CORP COM 24801910 873 21772 SH SHARED 01 20672 1100 D DELUXE CORP COM 24801910 1085 27055 SH SHARED 02 27055 D DELUXE CORP COM 24801910 1500 37395 SH SHR/OTHR 10 37395 D DENDREON CORP COM 24823Q10 0 92 SH SHARED 92 D DENDREON CORP COM 24823Q10 0 8 SH SHARED 01 8 D DENDREON CORP COM 24823Q10 16 3423 SH SHARED 02 3423 D DENDRITE INTL INC COM 24823910 20 2390 SH SHARED 2390 D DENDRITE INTL INC COM 24823910 1248 146879 SH SHARED 01 146879 D DENDRITE INTL INC COM 24823910 179 21160 SH SHARED 02 21160 D DENTSPLY INTL INC NEW COM 24903010 45 1300 SH SHARED 1300 D DENTSPLY INTL INC NEW COM 24903010 2315 66550 SH SHARED 66386 164 D DENTSPLY INTL INC NEW COM 24903010 823 23664 SH SHARED 01 23664 D DENTSPLY INTL INC NEW COM 24903010 1029 29580 SH SHARED 02 29580 D DENTSPLY INTL INC NEW COM 24903010 8829 253800 SH SHR/OTHR 10 253800 D DEPARTMENT 56 INC COM 24950910 53 5419 SH SHARED 5419 D DEPARTMENT 56 INC COM 24950910 15 1600 SH SHARED 01 1600 D DEPARTMENT 56 INC COM 24950910 67 6827 SH SHARED 02 6827 D DESCARTES SYS GROUP INC COM 24990610 40 17881 SH SHARED 17881 D DESCARTES SYS GROUP INC COM 24990610 3 1719 SH SHARED 01 1719 D DEUTSCHE BK FINL INC MTNS BE MTNF 1.000% 1/1 25153EBG 18349 20120000 PRN SHARED 20120000 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 7809 708702 SH SHARED 674297 34405 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 67 6083 SH SHARED 01 6083 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 11 1000 SH SHR/OTHR 01 1000 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 6220 564500 SH SHARED 02 564500 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 449 18632 SH SHARED 8232 10400 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 194 8034 SH SHARED 01 8034 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 294 12190 SH SHARED 02 12190 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 15741 651822 SH SHR/OTHR 10 651822 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 110583 4579020 SH SHARED 11 3507457 1071563 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 80 79000 PRN SHARED 01 79000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 52 52000 PRN SHR/OTHR 01 32000 20000 D DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB 5140 5000000 PRN SHARED 5000000 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 23430 43960000 PRN SHARED 43960000 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 31 60000 PRN SHARED 02 60000 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 114 215000 PRN SHR/OTHR 10 215000 D DEVON ENERGY CORP NEW COM 25179M10 19361 401528 SH SHARED 391178 10350 D DEVON ENERGY CORP NEW COM 25179M10 9037 187414 SH SHARED 01 185914 1500 D DEVON ENERGY CORP NEW COM 25179M10 3708 76906 SH SHARED 02 76906 D DEVON ENERGY CORP NEW COM 25179M10 3114 64585 SH SHARED 05 64585 D DEVON ENERGY CORP NEW COM 25179M10 55 1150 SH SHARED 06 1150 D DEVON ENERGY CORP NEW COM 25179M10 20782 431000 SH SHARED 10 314000 117000 D DEVON ENERGY CORP NEW COM 25179M10 62068 1287193 SH SHR/OTHR 10 1287193 D DEVON ENERGY CORP NEW COM 25179M10 59 1225 SH SHARED 14 1225 D DEVRY INC DEL COM 25189310 268 14371 SH SHARED 9371 5000 D DEVRY INC DEL COM 25189310 411 22053 SH SHARED 01 22053 D DEVRY INC DEL COM 25189310 486 26068 SH SHARED 02 26068 D DIAGEO P L C SPON ADR NEW 25243Q20 7250 176326 SH SHARED 164468 11858 D DIAGEO P L C SPON ADR NEW 25243Q20 26 647 SH SHARED 01 647 D DIAGEO P L C SPON ADR NEW 25243Q20 11680 284070 SH SHARED 02 284070 D DIAGEO P L C SPON ADR NEW 25243Q20 2726 66300 SH SHR/OTHR 10 66300 D DIAGNOSTIC PRODS CORP COM 25245010 705 18884 SH SHARED 184 18700 D DIAGNOSTIC PRODS CORP COM 25245010 113 3044 SH SHARED 01 3044 D DIAGNOSTIC PRODS CORP COM 25245010 58 1578 SH SHARED 02 1578 D DIAGNOSTIC PRODS CORP COM 25245010 2946 78900 SH SHARED 10 78900 D DIAGNOSTIC PRODS CORP COM 25245010 1314 35200 SH SHR/OTHR 10 35200 D DIAL CORP NEW COM 25247D10 2916 150352 SH SHARED 150352 D DIAL CORP NEW COM 25247D10 25 1320 SH SHR/OTHR 1320 D DIAL CORP NEW COM 25247D10 1793 92464 SH SHARED 01 92164 300 D DIAL CORP NEW COM 25247D10 44 2311 SH SHR/OTHR 01 2311 D DIAL CORP NEW COM 25247D10 905 46678 SH SHARED 02 46678 D DIAL CORP NEW COM 25247D10 45 2350 SH SHARED 06 2350 D DIAL CORP NEW COM 25247D10 166 8600 SH SHR/OTHR 10 8600 D DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC 13861 24976000 PRN SHARED 24976000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 19694 21500000 PRN SHARED 21500000 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1523 78510 SH SHARED 77600 910 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 948 48843 SH SHARED 01 48643 200 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1139 58695 SH SHARED 02 58695 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 2118 109144 SH SHR/OTHR 10 109144 D DIAMONDCLUSTER INTL INC CL A 25278P10 7 5223 SH SHARED 1223 4000 D DIAMONDCLUSTER INTL INC CL A 25278P10 21 15692 SH SHARED 01 15692 D DIAMONDCLUSTER INTL INC CL A 25278P10 17 12400 SH SHARED 02 12400 D DIAMONDS TR UNIT SER 1 25278710 3213 40256 SH SHARED 38956 1300 D DIAMONDS TR UNIT SER 1 25278710 359 4505 SH SHR/OTHR 4505 D DIAMONDS TR UNIT SER 1 25278710 619 7767 SH SHARED 01 7755 12 D DIAMONDS TR UNIT SER 1 25278710 265 3329 SH SHARED 02 3329 D DIAMONDS TR UNIT SER 1 25278710 3112 39000 SH SHARED 10 39000 D DICKS SPORTING GOODS INC COM 25339310 35 1533 SH SHARED 02 1533 D DIEBOLD INC COM 25365110 74 2200 SH SHARED 2200 D DIEBOLD INC COM 25365110 24002 707204 SH SHARED 345173 362031 D DIEBOLD INC COM 25365110 2418 71265 SH SHARED 01 70177 1088 D DIEBOLD INC COM 25365110 317 9367 SH SHR/OTHR 01 9367 D DIEBOLD INC COM 25365110 4077 120138 SH SHARED 02 120138 D DIEBOLD INC COM 25365110 5858 172600 SH SHARED 10 172600 D DIEBOLD INC COM 25365110 4934 145380 SH SHR/OTHR 10 145380 D DIGENE CORP COM 25375210 80 4880 SH SHARED 4880 D DIGENE CORP COM 25375210 45 2750 SH SHR/OTHR 2750 D DIGENE CORP COM 25375210 51 3114 SH SHARED 01 3114 D DIGENE CORP COM 25375210 127 7700 SH SHARED 02 7700 D DIGI INTL INC COM 25379810 135 41817 SH SHARED 02 41817 D DIGIMARC CORP COM 25380710 9 788 SH SHARED 788 D DIGIMARC CORP COM 25380710 43 3759 SH SHARED 01 3759 D DIGIMARC CORP COM 25380710 63 5400 SH SHARED 02 5400 D DIGITAL INSIGHT CORP COM 25385P10 39 2800 SH SHARED 2800 D DIGITAL INSIGHT CORP COM 25385P10 1242 89044 SH SHARED 01 89044 D DIGITAL INSIGHT CORP COM 25385P10 255 18300 SH SHARED 02 18300 D DIGITAL INSIGHT CORP COM 25385P10 418 30000 SH SHARED 04 30000 D DIGITAL INSIGHT CORP COM 25385P10 8 630 SH SHARED 10 630 D DIGITAL LIGHTWAVE INC COM 25385510 33 44944 SH SHARED 44944 D DIGITAL LIGHTWAVE INC COM 25385510 3 4717 SH SHARED 01 4717 D DIGITAL RIV INC COM 25388B10 130 9505 SH SHARED 9505 D DIGITAL RIV INC COM 25388B10 424 31014 SH SHARED 01 31014 D DIGITAL RIV INC COM 25388B10 224 16422 SH SHARED 02 16422 D DIGITAL RIV INC COM 25388B10 1026 75000 SH SHARED 04 75000 D DIGITAL RIV INC COM 25388B10 9 700 SH SHARED 10 700 D DIGITAS INC COM 25388K10 3 999 SH SHARED 999 D DIGITAS INC COM 25388K10 9 2848 SH SHARED 01 2848 D DIGITAS INC COM 25388K10 18 5800 SH SHARED 02 5800 D DIGITALTHINK INC COM 25388M10 3 1286 SH SHARED 1286 D DIGITALTHINK INC COM 25388M10 0 114 SH SHARED 01 114 D DIGITALTHINK INC COM 25388M10 3 1200 SH SHARED 02 1200 D DIGITAL GENERATION SYS INC COM 25392110 22 9041 SH SHARED 02 9041 D DIME CMNTY BANCSHARES COM 25392210 2679 117360 SH SHARED 72060 45300 D DIME CMNTY BANCSHARES COM 25392210 1697 74335 SH SHARED 01 74335 D DIME CMNTY BANCSHARES COM 25392210 10 450 SH SHR/OTHR 01 450 D DIME CMNTY BANCSHARES COM 25392210 461 20226 SH SHARED 02 20226 D DIME CMNTY BANCSHARES COM 25392210 801 35100 SH SHARED 05 35100 D DIME CMNTY BANCSHARES COM 25392210 56 2465 SH SHARED 10 2465 D DIME CMNTY BANCSHARES COM 25392210 801 35100 SH SHR/OTHR 10 35100 D DIME CMNTY BANCSHARES COM 25392210 54 2400 SH SHARED 12 2400 D DILLARDS INC CL A 25406710 2375 183874 SH SHARED 183874 D DILLARDS INC CL A 25406710 191 14845 SH SHARED 01 14845 D DILLARDS INC CL A 25406710 2303 178318 SH SHARED 02 178318 D DILLARDS INC CL A 25406710 590 45734 SH SHR/OTHR 10 45734 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 649 4329438 SH SHARED 4328738 700 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 4 29931 SH SHARED 01 29931 D DIMON INC COM 25439410 34 5999 SH SHARED 5999 D DIMON INC COM 25439410 162 28403 SH SHARED 01 28403 D DIMON INC COM 25439410 145 25436 SH SHARED 02 25436 D DIONEX CORP COM 25454610 68 2065 SH SHARED 2065 D DIONEX CORP COM 25454610 1696 51360 SH SHARED 01 51360 D DIONEX CORP COM 25454610 440 13347 SH SHARED 02 13347 D DISCOVERY PARTNERS INTL INC COM 25467510 1 719 SH SHARED 719 D DISCOVERY PARTNERS INTL INC COM 25467510 28 10300 SH SHARED 02 10300 D DISNEY WALT CO COM DISNEY 25468710 86877 5104414 SH SHARED 4351367 753047 D DISNEY WALT CO COM DISNEY 25468710 2926 171931 SH SHR/OTHR 171931 D DISNEY WALT CO COM DISNEY 25468710 23833 1400340 SH SHARED 01 1232852 167488 D DISNEY WALT CO COM DISNEY 25468710 6615 388702 SH SHR/OTHR 01 152003 236699 D DISNEY WALT CO COM DISNEY 25468710 15225 894583 SH SHARED 02 894583 D DISNEY WALT CO COM DISNEY 25468710 8589 504700 SH SHARED 03 433900 70800 D DISNEY WALT CO COM DISNEY 25468710 41358 2430000 SH SHARED 04 2430000 D DISNEY WALT CO COM DISNEY 25468710 1097 64465 SH SHARED 05 64465 D DISNEY WALT CO COM DISNEY 25468710 2398 140944 SH SHARED 06 140944 D DISNEY WALT CO COM DISNEY 25468710 21771 1279200 SH SHARED 10 1264200 15000 D DISNEY WALT CO COM DISNEY 25468710 24706 1451642 SH SHR/OTHR 10 1451642 D DISNEY WALT CO COM DISNEY 25468710 2290 134551 SH SHARED 14 134551 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 189 22700 SH SHARED 22700 D DIVERSA CORP COM 25506410 20 2205 SH SHARED 2205 D DIVERSA CORP COM 25506410 62 6700 SH SHARED 01 6700 D DIVERSA CORP COM 25506410 160 17100 SH SHARED 02 17100 D DOCUCORP INTL INC COM 25591110 11 3408 SH SHARED 408 3000 D DOCUCORP INTL INC COM 25591110 10 3200 SH SHARED 01 3200 D DOCUCORP INTL INC COM 25591110 15 4800 SH SHARED 02 4800 D DOBSON COMMUNICATIONS CORP CL A 25606910 14 4486 SH SHARED 02 4486 D DOCENT INC COM NEW 25608L50 1 434 SH SHARED 02 434 D DR REDDYS LABS LTD ADR 25613520 345 17769 SH SHARED 17769 D DR REDDYS LABS LTD ADR 25613520 33 1731 SH SHARED 01 1731 D DR REDDYS LABS LTD ADR 25613520 4276 220000 SH SHARED 04 220000 D DR REDDYS LABS LTD ADR 25613520 583 30000 SH SHARED 06 30000 D DR REDDYS LABS LTD ADR 25613520 103 5300 SH SHARED 14 5300 D DOCUMENT SCIENCES CORP COM 25614R10 29 5566 SH SHARED 01 5566 D DOCUMENTUM INC COM 25615910 1190 90750 SH SHARED 90750 D DOCUMENTUM INC COM 25615910 24120 1838473 SH SHARED 1195873 642600 D DOCUMENTUM INC COM 25615910 3618 275795 SH SHARED 01 275795 D DOCUMENTUM INC COM 25615910 380 29000 SH SHARED 02 29000 D DOCUMENTUM INC COM 25615910 330 25200 SH SHARED 05 25200 D DOCUMENTUM INC COM 25615910 1277 97400 SH SHARED 10 97400 D DOCUMENTUM INC COM 25615910 11113 847070 SH SHR/OTHR 10 847070 D DOCUMENTUM INC COM 25615910 70 5400 SH SHARED 12 5400 D DOLE FOOD INC COM 25660510 0 3926 SH SHARED 3926 D DOLE FOOD INC COM 25660510 0 566 SH SHARED 01 566 D DOLE FOOD INC COM 25660510 0 3926 SH SHARED 02 3926 D DOLLAR GEN CORP COM 25666910 8203 671873 SH SHARED 671873 D DOLLAR GEN CORP COM 25666910 638 52269 SH SHARED 01 51347 922 D DOLLAR GEN CORP COM 25666910 1953 160025 SH SHARED 02 160025 D DOLLAR GEN CORP COM 25666910 2136 175000 SH SHARED 04 175000 D DOLLAR GEN CORP COM 25666910 69 5663 SH SHARED 05 5663 D DOLLAR GEN CORP COM 25666910 16 1380 SH SHARED 06 1380 D DOLLAR GEN CORP COM 25666910 2649 216989 SH SHR/OTHR 10 216989 D DOLLAR GEN CORP COM 25666910 24 2000 SH SHARED 14 2000 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 281 16897 SH SHARED 16897 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 202 12179 SH SHARED 01 12179 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 266 15997 SH SHARED 02 15997 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 14 900 SH SHARED 10 900 D DOLLAR TREE STORES INC COM 25674710 2724 136923 SH SHARED 136923 D DOLLAR TREE STORES INC COM 25674710 859 43176 SH SHARED 01 35707 7469 D DOLLAR TREE STORES INC COM 25674710 19 969 SH SHR/OTHR 01 969 D DOLLAR TREE STORES INC COM 25674710 968 48669 SH SHARED 02 48669 D DOMINION HOMES INC COM 25738610 4 317 SH SHARED 317 D DOMINION HOMES INC COM 25738610 16 1208 SH SHARED 01 1208 D DOMINION HOMES INC COM 25738610 20 1500 SH SHARED 02 1500 D DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q10 124 5610 SH SHARED 5610 D DOMINION RES INC VA NEW COM 25746U10 36767 664036 SH SHARED 645956 18080 D DOMINION RES INC VA NEW COM 25746U10 424 7658 SH SHR/OTHR 7658 D DOMINION RES INC VA NEW COM 25746U10 12631 228122 SH SHARED 01 219890 3999 4233 D DOMINION RES INC VA NEW COM 25746U10 1630 29445 SH SHR/OTHR 01 19050 10395 D DOMINION RES INC VA NEW COM 25746U10 8800 158938 SH SHARED 02 158938 D DOMINION RES INC VA NEW COM 25746U10 1373 24800 SH SHARED 03 19000 5800 D DOMINION RES INC VA NEW COM 25746U10 110 2000 SH SHARED 04 2000 D DOMINION RES INC VA NEW COM 25746U10 1198 21653 SH SHARED 05 21653 D DOMINION RES INC VA NEW COM 25746U10 294 5324 SH SHARED 06 5324 D DOMINION RES INC VA NEW COM 25746U10 10597 191388 SH SHR/OTHR 10 191388 D DOMINION RES INC VA NEW COM 25746U10 116 2100 SH SHARED 14 2100 D DOMTAR INC COM 25756110 3009 305501 SH SHARED 305501 D DOMTAR INC COM 25756110 711 72279 SH SHARED 01 72279 D DOMTAR INC COM 25756110 1325 134531 SH SHARED 02 134531 D DOMTAR INC COM 25756110 295 30000 SH SHARED 04 30000 D DOMTAR INC COM 25756110 393 39900 SH SHARED 05 39900 D DOMTAR INC COM 25756110 22 2300 SH SHARED 14 2300 D DONALDSON INC COM 25765110 419 11471 SH SHARED 11421 50 D DONALDSON INC COM 25765110 533 14574 SH SHARED 01 14574 D DONALDSON INC COM 25765110 453 12389 SH SHARED 02 12389 D DONEGAL GROUP INC CL A 25770120 0 2 SH SHARED 01 2 D DONEGAL GROUP INC CL A 25770120 8 790 SH SHARED 02 790 D DONNELLEY R R & SONS CO COM 25786710 313 17100 SH SHARED 17100 D DONNELLEY R R & SONS CO COM 25786710 4227 230759 SH SHARED 219771 10988 D DONNELLEY R R & SONS CO COM 25786710 42 2300 SH SHR/OTHR 2300 D DONNELLEY R R & SONS CO COM 25786710 1306 71329 SH SHARED 01 64329 7000 D DONNELLEY R R & SONS CO COM 25786710 186 10166 SH SHR/OTHR 01 4300 5866 D DONNELLEY R R & SONS CO COM 25786710 959 52387 SH SHARED 02 52387 D DONNELLEY R R & SONS CO COM 25786710 14 790 SH SHARED 05 790 D DONNELLEY R R & SONS CO COM 25786710 16 900 SH SHARED 06 900 D DONNELLEY R R & SONS CO COM 25786710 1483 81002 SH SHR/OTHR 10 81002 D DORAL FINL CORP COM 25811P10 215 6100 SH SHARED 6100 D DORAL FINL CORP COM 25811P10 672 19025 SH SHARED 01 19025 D DORAL FINL CORP COM 25811P10 253 7161 SH SHARED 02 7161 D DOREL INDS INC CL B SUB VTG 25822C20 34 1300 SH SHARED 02 1300 D DOUBLECLICK INC COM 25860930 263 33856 SH SHARED 33372 484 D DOUBLECLICK INC COM 25860930 931 119907 SH SHARED 01 119907 D DOUBLECLICK INC COM 25860930 562 72431 SH SHARED 02 72431 D DOUBLECLICK INC COM 25860930 1165 150000 SH SHARED 04 150000 D DOVER CORP COM 26000310 15109 623848 SH SHARED 378409 245439 D DOVER CORP COM 26000310 1837 75880 SH SHR/OTHR 75880 D DOVER CORP COM 26000310 2833 117004 SH SHARED 01 112704 4300 D DOVER CORP COM 26000310 290 12000 SH SHR/OTHR 01 12000 D DOVER CORP COM 26000310 2490 102848 SH SHARED 02 102848 D DOVER CORP COM 26000310 24 999 SH SHARED 05 999 D DOVER CORP COM 26000310 125 5200 SH SHARED 06 5200 D DOVER CORP COM 26000310 4578 189055 SH SHR/OTHR 10 189055 D DOVER CORP COM 26000310 38 1600 SH SHARED 14 1600 D DOVER DOWNS GAMING & ENTMT I COM 26009510 5 597 SH SHARED 597 D DOVER DOWNS GAMING & ENTMT I COM 26009510 40 4130 SH SHARED 01 4130 D DOVER DOWNS GAMING & ENTMT I COM 26009510 60 6100 SH SHARED 02 6100 D DOVER MOTORSPORTS INC COM 26017410 2 801 SH SHARED 801 D DOVER MOTORSPORTS INC COM 26017410 10 3200 SH SHARED 01 3200 D DOVER MOTORSPORTS INC COM 26017410 30 9500 SH SHARED 02 9500 D DOW CHEM CO COM 26054310 127429 4615340 SH SHARED 3051118 1564222 D DOW CHEM CO COM 26054310 491 17802 SH SHR/OTHR 17802 D DOW CHEM CO COM 26054310 36363 1317037 SH SHARED 01 1296828 20209 D DOW CHEM CO COM 26054310 2971 107609 SH SHR/OTHR 01 24876 82733 D DOW CHEM CO COM 26054310 21599 782319 SH SHARED 02 782319 D DOW CHEM CO COM 26054310 10390 376330 SH SHARED 03 284130 92200 D DOW CHEM CO COM 26054310 36230 1312236 SH SHARED 05 1312236 D DOW CHEM CO COM 26054310 2904 105200 SH SHARED 06 105200 D DOW CHEM CO COM 26054310 3351 121400 SH SHARED 07 121400 D DOW CHEM CO COM 26054310 1998 72400 SH SHARED 08 72400 D DOW CHEM CO COM 26054310 582 21100 SH SHARED 09 21100 D DOW CHEM CO COM 26054310 64557 2338200 SH SHARED 10 474100 1755000 109100 D DOW CHEM CO COM 26054310 16952 613994 SH SHR/OTHR 10 613994 D DOW CHEM CO COM 26054310 190 6900 SH SHARED 14 6900 D DOW JONES & CO INC COM 26056110 7219 203697 SH SHARED 150561 53136 D DOW JONES & CO INC COM 26056110 845 23863 SH SHARED 01 23463 400 D DOW JONES & CO INC COM 26056110 28 800 SH SHR/OTHR 01 500 300 D DOW JONES & CO INC COM 26056110 1119 31582 SH SHARED 02 31582 D DOW JONES & CO INC COM 26056110 18 512 SH SHARED 05 512 D DOW JONES & CO INC COM 26056110 14 400 SH SHARED 06 400 D DOW JONES & CO INC COM 26056110 1889 53302 SH SHR/OTHR 10 53302 D DOW JONES & CO INC COM 26056110 38 1100 SH SHARED 14 1100 D DOWNEY FINL CORP COM 26101810 122 3100 SH SHARED 3100 D DOWNEY FINL CORP COM 26101810 86 2200 SH SHARED 2200 D DOWNEY FINL CORP COM 26101810 62 1586 SH SHARED 01 1586 D DOWNEY FINL CORP COM 26101810 235 5971 SH SHARED 02 5971 D DRESS BARN INC COM 26157010 51 3850 SH SHARED 1850 2000 D DRESS BARN INC COM 26157010 128 9572 SH SHARED 01 9572 D DRESS BARN INC COM 26157010 186 13884 SH SHARED 02 13884 D DREW INDS INC COM NEW 26168L20 2 169 SH SHARED 169 D DREW INDS INC COM NEW 26168L20 48 3200 SH SHARED 02 3200 D DREXLER TECHNOLOGY CORP COM 26187610 8 557 SH SHARED 557 D DREXLER TECHNOLOGY CORP COM 26187610 40 2800 SH SHARED 01 2800 D DREXLER TECHNOLOGY CORP COM 26187610 21 1500 SH SHR/OTHR 01 1500 D DREXLER TECHNOLOGY CORP COM 26187610 73 5100 SH SHARED 02 5100 D DREYERS GRAND ICE CREAM INC COM 26187810 35149 507061 SH SHARED 507061 D DREYERS GRAND ICE CREAM INC COM 26187810 1592 22976 SH SHARED 01 22976 D DREYERS GRAND ICE CREAM INC COM 26187810 7214 104072 SH SHARED 02 104072 D DREYFUS STRATEGIC MUNS INC COM 26193210 148 15500 SH SHARED 15500 D DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S10 103 20000 SH SHARED 20000 D DRIL-QUIP INC COM 26203710 1296 94872 SH SHARED 52172 42700 D DRIL-QUIP INC COM 26203710 31 2300 SH SHARED 01 2300 D DRIL-QUIP INC COM 26203710 55 4068 SH SHARED 02 4068 D DRIL-QUIP INC COM 26203710 507 37100 SH SHARED 05 37100 D DRIL-QUIP INC COM 26203710 812 59400 SH SHR/OTHR 10 59400 D DRUGSTORE COM INC COM 26224110 32 8421 SH SHARED 8421 D DRUGSTORE COM INC COM 26224110 2 679 SH SHARED 01 679 D DRUGSTORE COM INC COM 26224110 60 15800 SH SHARED 02 15800 D DU PONT E I DE NEMOURS & CO COM 26353410 189337 4872296 SH SHARED 3927543 944753 D DU PONT E I DE NEMOURS & CO COM 26353410 2898 74580 SH SHR/OTHR 74580 D DU PONT E I DE NEMOURS & CO COM 26353410 32525 837002 SH SHARED 01 759599 10467 66936 D DU PONT E I DE NEMOURS & CO COM 26353410 11474 295276 SH SHR/OTHR 01 182458 112818 D DU PONT E I DE NEMOURS & CO COM 26353410 18784 483399 SH SHARED 02 483399 D DU PONT E I DE NEMOURS & CO COM 26353410 23226 597700 SH SHARED 03 523100 74600 D DU PONT E I DE NEMOURS & CO COM 26353410 3586 92300 SH SHARED 04 92300 D DU PONT E I DE NEMOURS & CO COM 26353410 24119 620685 SH SHARED 05 620685 D DU PONT E I DE NEMOURS & CO COM 26353410 755 19450 SH SHARED 06 19450 D DU PONT E I DE NEMOURS & CO COM 26353410 6934 178450 SH SHARED 07 178450 D DU PONT E I DE NEMOURS & CO COM 26353410 7493 192833 SH SHARED 08 192833 D DU PONT E I DE NEMOURS & CO COM 26353410 672 17300 SH SHARED 09 17300 D DU PONT E I DE NEMOURS & CO COM 26353410 29710 764540 SH SHARED 10 68200 602400 93940 D DU PONT E I DE NEMOURS & CO COM 26353410 27918 718429 SH SHR/OTHR 10 718429 D DU PONT E I DE NEMOURS & CO COM 26353410 435 11200 SH SHARED 14 11200 D DUANE READE INC NOTE 2.147% 4/1 263578AC 11137 23106000 PRN SHARED 23106000 D DUANE READE INC NOTE 2.147% 4/1 263578AC 65 135000 PRN SHARED 02 135000 D DUANE READE INC COM 26357810 551 43503 SH SHARED 43503 D DUANE READE INC COM 26357810 100 7951 SH SHARED 01 7951 D DUANE READE INC COM 26357810 170 13433 SH SHARED 02 13433 D DUANE READE INC COM 26357810 12 1000 SH SHARED 10 1000 D DUCOMMUN INC DEL COM 26414710 5 519 SH SHARED 519 D DUCOMMUN INC DEL COM 26414710 55 5400 SH SHARED 01 5400 D DUCOMMUN INC DEL COM 26414710 42 4200 SH SHARED 02 4200 D DUKE ENERGY CORP COM 26439910 75958 5224116 SH SHARED 4713860 510256 D DUKE ENERGY CORP COM 26439910 1338 92077 SH SHR/OTHR 92077 D DUKE ENERGY CORP COM 26439910 6636 456429 SH SHARED 01 437019 19410 D DUKE ENERGY CORP COM 26439910 397 27330 SH SHR/OTHR 01 15420 11910 D DUKE ENERGY CORP COM 26439910 14957 1028713 SH SHARED 02 1028713 D DUKE ENERGY CORP COM 26439910 5958 409800 SH SHARED 03 334000 75800 D DUKE ENERGY CORP COM 26439910 2908 200000 SH SHARED 04 200000 D DUKE ENERGY CORP COM 26439910 405 27859 SH SHARED 05 27859 D DUKE ENERGY CORP COM 26439910 120 8300 SH SHARED 06 8300 D DUKE ENERGY CORP COM 26439910 436 30000 SH SHARED 10 30000 D DUKE ENERGY CORP COM 26439910 8296 570621 SH SHR/OTHR 10 570621 D DUKE ENERGY CORP COM 26439910 91 6314 SH SHARED 14 6314 D DUKE REALTY CORP COM NEW 26441150 3035 112507 SH SHARED 5957 106550 D DUKE REALTY CORP COM NEW 26441150 161 6000 SH SHR/OTHR 6000 D DUKE REALTY CORP COM NEW 26441150 437 16229 SH SHARED 01 15804 425 D DUKE REALTY CORP COM NEW 26441150 13 500 SH SHR/OTHR 01 500 D DUKE REALTY CORP COM NEW 26441150 1009 37404 SH SHARED 02 37404 D DUKE REALTY CORP COM NEW 26441150 607 22501 SH SHARED 11 22500 1 D DUN & BRADSTREET CORP DEL NE COM 26483E10 1232 32210 SH SHARED 22118 10092 D DUN & BRADSTREET CORP DEL NE COM 26483E10 227 5950 SH SHR/OTHR 5950 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2741 71664 SH SHARED 01 69964 1700 D DUN & BRADSTREET CORP DEL NE COM 26483E10 1961 51292 SH SHR/OTHR 01 42887 8405 D DUN & BRADSTREET CORP DEL NE COM 26483E10 813 21274 SH SHARED 02 21274 D DUN & BRADSTREET CORP DEL NE COM 26483E10 1602 41900 SH SHR/OTHR 10 41900 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 18 3300 SH SHARED 3300 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 63 11379 SH SHARED 11379 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 34 6079 SH SHARED 01 6079 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 157 28200 SH SHARED 02 28200 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 3 600 SH SHARED 10 600 D DUPONT PHOTOMASKS INC NOTE 7/2 26613XAC 19 20000 PRN SHARED 20000 D DUPONT PHOTOMASKS INC COM 26613X10 84 4195 SH SHARED 4195 D DUPONT PHOTOMASKS INC COM 26613X10 111 5561 SH SHARED 01 4461 1100 D DUPONT PHOTOMASKS INC COM 26613X10 17 858 SH SHR/OTHR 01 858 D DUPONT PHOTOMASKS INC COM 26613X10 174 8675 SH SHARED 02 8675 D DURATEK INC COM 26658Q10 17 1724 SH SHARED 02 1724 D DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 26659730 178 70000 SH SHARED 70000 D DURECT CORP COM 26660510 2 1626 SH SHARED 1626 D DURECT CORP COM 26660510 5 4200 SH SHARED 01 4200 D DURECT CORP COM 26660510 21 15000 SH SHARED 02 15000 D DYCOM INDS INC COM 26747510 112 10892 SH SHARED 10892 D DYCOM INDS INC COM 26747510 249 24166 SH SHARED 01 24166 D DYCOM INDS INC COM 26747510 411 39796 SH SHARED 02 39796 D DYCOM INDS INC COM 26747510 30 2915 SH SHARED 10 2915 D DYNAMEX INC COM 26784F10 0 103 SH SHR/OTHR 10 103 D DYNACQ INTL INC COM PAR $.001 26791930 38 2845 SH SHARED 2845 D DYNACQ INTL INC COM PAR $.001 26791930 28 2121 SH SHARED 01 2121 D DYNACQ INTL INC COM PAR $.001 26791930 46 3459 SH SHARED 02 3459 D DYNAMICS RESH CORP COM 26805710 7 602 SH SHARED 602 D DYNAMICS RESH CORP COM 26805710 33 2600 SH SHARED 01 2600 D DYNAMICS RESH CORP COM 26805710 53 4100 SH SHARED 02 4100 D DYNEGY INC NEW CL A 26816Q10 2018 773486 SH SHARED 773486 D DYNEGY INC NEW CL A 26816Q10 380 145941 SH SHARED 01 145941 D DYNEGY INC NEW CL A 26816Q10 629 241069 SH SHARED 02 241069 D DYNEGY INC NEW CL A 26816Q10 4 1903 SH SHARED 05 1903 D DYNEGY INC NEW CL A 26816Q10 477 183003 SH SHR/OTHR 10 183003 D DYNEX CAP INC COM NEW 26817Q50 9 2000 SH SHARED 2000 D EDP-ELECTRICIDADE DE PORTUGA SPONSORED ADR 26835310 21 1246 SH SHARED 1001 245 D EDP-ELECTRICIDADE DE PORTUGA SPONSORED ADR 26835310 1 99 SH SHARED 01 99 D EGL INC NOTE 5.000%12/1 268484AB 1142 1000000 PRN SHARED 1000000 D EGL INC NOTE 5.000%12/1 268484AB 2 2000 PRN SHARED 01 2000 D EGL INC COM 26848410 647 43578 SH SHARED 43578 D EGL INC COM 26848410 1179 79366 SH SHARED 01 79366 D EGL INC COM 26848410 468 31495 SH SHARED 02 31495 D E-LOAN INC COM 26861P10 17 6800 SH SHARED 01 6800 D E-LOAN INC COM 26861P10 19 7575 SH SHARED 02 7575 D E-LOAN INC COM 26861P10 188 73209 SH SHR/OTHR 10 73209 D E M C CORP MASS COM 26864810 122134 16892779 SH SHARED 11221124 25800 5645855 D E M C CORP MASS COM 26864810 980 135590 SH SHR/OTHR 135590 D E M C CORP MASS COM 26864810 16811 2325207 SH SHARED 01 1963700 1350 360157 D E M C CORP MASS COM 26864810 2317 320512 SH SHR/OTHR 01 135335 185177 D E M C CORP MASS COM 26864810 6923 957554 SH SHARED 02 927554 30000 D E M C CORP MASS COM 26864810 4596 635800 SH SHARED 03 470100 165700 D E M C CORP MASS COM 26864810 33944 4695000 SH SHARED 04 4695000 D E M C CORP MASS COM 26864810 22013 3044701 SH SHARED 05 3044701 D E M C CORP MASS COM 26864810 2256 312034 SH SHARED 06 312034 D E M C CORP MASS COM 26864810 4580 633600 SH SHARED 07 633600 D E M C CORP MASS COM 26864810 4531 626700 SH SHARED 08 626700 D E M C CORP MASS COM 26864810 647 89600 SH SHARED 09 89600 D E M C CORP MASS COM 26864810 116424 16103000 SH SHARED 10 8624800 7291000 187200 D E M C CORP MASS COM 26864810 12446 1721459 SH SHR/OTHR 10 1721459 D E M C CORP MASS COM 26864810 1783 246623 SH SHARED 14 246623 D EMC INS GROUP INC COM 26866410 7 411 SH SHARED 411 D EMC INS GROUP INC COM 26866410 26 1400 SH SHARED 02 1400 D EMS TECHNOLOGIES INC COM 26873N10 47 3431 SH SHARED 3431 D EMS TECHNOLOGIES INC COM 26873N10 68 4920 SH SHARED 01 4920 D EMS TECHNOLOGIES INC COM 26873N10 89 6400 SH SHARED 02 6400 D EMS TECHNOLOGIES INC COM 26873N10 11 850 SH SHARED 10 850 D ENSCO INTL INC COM 26874Q10 5813 227873 SH SHARED 227793 80 D ENSCO INTL INC COM 26874Q10 1631 63937 SH SHARED 01 62153 1784 D ENSCO INTL INC COM 26874Q10 40 1600 SH SHR/OTHR 01 1600 D ENSCO INTL INC COM 26874Q10 4158 163006 SH SHARED 02 73206 89800 D ENSCO INTL INC COM 26874Q10 2500 98038 SH SHARED 05 98038 D ENSCO INTL INC COM 26874Q10 264 10370 SH SHR/OTHR 10 10370 D ENI S P A SPONSORED ADR 26874R10 1477 22128 SH SHARED 22018 110 D ENI S P A SPONSORED ADR 26874R10 131 1973 SH SHARED 01 1973 D ENI S P A SPONSORED ADR 26874R10 6193 92766 SH SHARED 02 92766 D EOG RES INC COM 26875P10 47 1200 SH SHARED 1200 D EOG RES INC COM 26875P10 21378 540407 SH SHARED 395682 144725 D EOG RES INC COM 26875P10 7273 183872 SH SHARED 01 183872 D EOG RES INC COM 26875P10 3253 82245 SH SHARED 02 82245 D EOG RES INC COM 26875P10 57860 1462600 SH SHARED 10 565100 897500 D EOG RES INC COM 26875P10 10665 269596 SH SHR/OTHR 10 269596 D E ON AG SPONSORED ADR 26878010 13310 321436 SH SHARED 320736 700 D E ON AG SPONSORED ADR 26878010 2 72 SH SHARED 01 72 D E ON AG SPONSORED ADR 26878010 256 6192 SH SHARED 02 6192 D EPIX MEDICAL INC COM 26881Q10 5 722 SH SHARED 722 D EPIX MEDICAL INC COM 26881Q10 33 4214 SH SHARED 01 4214 D EPIX MEDICAL INC COM 26881Q10 60 7600 SH SHARED 02 7600 D EPIX MEDICAL INC COM 26881Q10 2120 265000 SH SHARED 04 265000 D EPIX MEDICAL INC COM 26881Q10 56 7000 SH SHR/OTHR 10 7000 D EPIX MEDICAL INC COM 26881Q10 48 6000 SH SHARED 14 6000 D E PIPHANY INC COM 26881V10 1 250 SH SHARED 250 D E PIPHANY INC COM 26881V10 160 40367 SH SHARED 40367 D E PIPHANY INC COM 26881V10 169 42584 SH SHARED 01 42584 D E PIPHANY INC COM 26881V10 151 38000 SH SHARED 02 38000 D EPIQ SYS INC COM 26882D10 8735 454968 SH SHARED 271478 10390 173100 D EPIQ SYS INC COM 26882D10 284 14800 SH SHARED 01 14800 D EPIQ SYS INC COM 26882D10 178 9300 SH SHARED 02 9300 D EPIQ SYS INC COM 26882D10 7572 394400 SH SHARED 10 394400 D ESB FINL CORP COM 26884F10 19 1118 SH SHARED 02 1118 D ESS TECHNOLOGY INC COM 26915110 11931 2001920 SH SHARED 2001920 D ESS TECHNOLOGY INC COM 26915110 757 127019 SH SHARED 01 127019 D ESS TECHNOLOGY INC COM 26915110 757 127086 SH SHARED 02 127086 D ESS TECHNOLOGY INC COM 26915110 18 3070 SH SHARED 10 3070 D E TRADE GROUP INC NOTE 6.000% 2/0 269246AB 3950 5000000 PRN SHARED 5000000 D E TRADE GROUP INC NOTE 6.000% 2/0 269246AB 3275 4146000 PRN SHARED 02 4146000 D E TRADE GROUP INC NOTE 6.750% 5/1 269246AD 188 222000 PRN SHARED 02 222000 D E TRADE GROUP INC COM 26924610 982 233277 SH SHARED 233277 D E TRADE GROUP INC COM 26924610 320 76123 SH SHARED 01 76123 D E TRADE GROUP INC COM 26924610 484 115032 SH SHARED 02 115032 D E TRADE GROUP INC COM 26924610 2947 700000 SH SHARED 04 700000 D EXCO RESOURCES INC COM NEW 26927920 15 897 SH SHARED 02 897 D EARTHSHELL CORP COM 27032B10 2 4095 SH SHARED 4095 D EARTHSHELL CORP COM 27032B10 4 8600 SH SHARED 01 8600 D EARTHSHELL CORP COM 27032B10 20 42500 SH SHARED 02 42500 D EARTHLINK INC COM 27032110 242 42099 SH SHARED 42099 D EARTHLINK INC COM 27032110 347 60500 SH SHARED 01 60500 D EARTHLINK INC COM 27032110 846 147291 SH SHARED 02 147291 D EARTHLINK INC COM 27032110 1150 200000 SH SHARED 04 200000 D EARTHLINK INC COM 27032110 13 2300 SH SHARED 10 2300 D EAST WEST BANCORP INC COM 27579R10 511 16581 SH SHARED 16581 D EAST WEST BANCORP INC COM 27579R10 1528 49542 SH SHARED 01 49542 D EAST WEST BANCORP INC COM 27579R10 448 14533 SH SHARED 02 14533 D EASTERN VA BANKSHARES INC COM 27719610 15 619 SH SHARED 02 619 D EASTGROUP PPTY INC COM 27727610 47 1843 SH SHARED 1843 D EASTGROUP PPTY INC COM 27727610 148 5800 SH SHARED 01 5800 D EASTGROUP PPTY INC COM 27727610 224 8800 SH SHARED 02 8800 D EASTGROUP PPTY INC COM 27727610 3580 140100 SH SHR/OTHR 10 140100 D EASTGROUP PPTY INC COM 27727610 3897 152500 SH SHARED 11 152500 D EASTMAN CHEM CO COM 27743210 327 11300 SH SHARED 11300 D EASTMAN CHEM CO COM 27743210 4512 155668 SH SHARED 155298 370 D EASTMAN CHEM CO COM 27743210 246 8495 SH SHARED 01 8195 300 D EASTMAN CHEM CO COM 27743210 10 356 SH SHR/OTHR 01 356 D EASTMAN CHEM CO COM 27743210 10799 372514 SH SHARED 02 372514 D EASTMAN CHEM CO COM 27743210 15 518 SH SHARED 05 518 D EASTMAN CHEM CO COM 27743210 1563 53927 SH SHR/OTHR 10 53927 D EASTMAN KODAK CO COM 27746110 606 20500 SH SHARED 20500 D EASTMAN KODAK CO COM 27746110 44021 1487216 SH SHARED 1465891 21325 D EASTMAN KODAK CO COM 27746110 130 4400 SH SHR/OTHR 4400 D EASTMAN KODAK CO COM 27746110 12983 438636 SH SHARED 01 437184 1452 D EASTMAN KODAK CO COM 27746110 360 12188 SH SHR/OTHR 01 6533 5655 D EASTMAN KODAK CO COM 27746110 15017 507358 SH SHARED 02 507358 D EASTMAN KODAK CO COM 27746110 13576 458656 SH SHARED 04 458656 D EASTMAN KODAK CO COM 27746110 256 8664 SH SHARED 05 8664 D EASTMAN KODAK CO COM 27746110 76 2600 SH SHARED 06 2600 D EASTMAN KODAK CO COM 27746110 5569 188150 SH SHR/OTHR 10 188150 D EASTMAN KODAK CO COM 27746110 103 3500 SH SHARED 14 3500 D EATON CORP COM 27805810 29876 427118 SH SHARED 426273 845 D EATON CORP COM 27805810 10100 144389 SH SHARED 01 143139 1250 D EATON CORP COM 27805810 2264 32373 SH SHARED 02 32373 D EATON CORP COM 27805810 26 380 SH SHARED 05 380 D EATON CORP COM 27805810 203 2910 SH SHARED 06 2910 D EATON CORP COM 27805810 3321 47481 SH SHR/OTHR 10 47481 D EATON CORP COM 27805810 55 800 SH SHARED 14 800 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 475 33850 SH SHARED 3850 30000 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 42 3000 SH SHR/OTHR 01 3000 D EATON VANCE CORP COM NON VTG 27826510 315 11800 SH SHARED 11800 D EATON VANCE CORP COM NON VTG 27826510 593 22200 SH SHARED 01 22200 D EATON VANCE CORP COM NON VTG 27826510 1038 38850 SH SHARED 02 38850 D EATON VANCE CORP COM NON VTG 27826510 104 3900 SH SHR/OTHR 10 3900 D EBAY INC COM 27864210 130478 1529462 SH SHARED 1521335 5400 2727 D EBAY INC COM 27864210 36105 423225 SH SHARED 01 415688 7537 D EBAY INC COM 27864210 41 488 SH SHR/OTHR 01 488 D EBAY INC COM 27864210 37454 439037 SH SHARED 02 439037 D EBAY INC COM 27864210 14502 170000 SH SHARED 04 170000 D EBAY INC COM 27864210 751 8804 SH SHARED 05 8804 D EBAY INC COM 27864210 827 9700 SH SHARED 06 9700 D EBAY INC COM 27864210 50379 590550 SH SHARED 10 588550 2000 D EBAY INC COM 27864210 22980 269375 SH SHR/OTHR 10 269375 D EBAY INC COM 27864210 1333 15637 SH SHARED 14 15637 D ECHELON CORP COM 27874N10 64 6148 SH SHARED 6148 D ECHELON CORP COM 27874N10 96 9161 SH SHARED 01 9161 D ECHELON CORP COM 27874N10 160 15200 SH SHARED 02 15200 D ECHELON CORP COM 27874N10 13 1300 SH SHARED 10 1300 D ECHOSTAR COMMUNICATIONS NEW NOTE 4.875% 1/0 278762AD 9563 9880000 PRN SHARED 9880000 D ECHOSTAR COMMUNICATIONS NEW NOTE 4.875% 1/0 278762AD 2300 2377000 PRN SHARED 02 2377000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 8872 307209 SH SHARED 303803 3406 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 316 10966 SH SHARED 01 10966 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 150 5200 SH SHR/OTHR 01 5200 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 2613 90481 SH SHARED 02 90481 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 339 11750 SH SHR/OTHR 10 11750 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 66 2300 SH SHARED 14 2300 D ECLIPSYS CORP COM 27885610 1822 228687 SH SHARED 228687 D ECLIPSYS CORP COM 27885610 18 2302 SH SHARED 2302 D ECLIPSYS CORP COM 27885610 132 16626 SH SHARED 01 16626 D ECLIPSYS CORP COM 27885610 168 21134 SH SHARED 02 21134 D ECLIPSYS CORP COM 27885610 16 2100 SH SHARED 10 2100 D ECOLAB INC COM 27886510 25252 511909 SH SHARED 354859 157050 D ECOLAB INC COM 27886510 118 2400 SH SHR/OTHR 2400 D ECOLAB INC COM 27886510 2077 42120 SH SHARED 01 35135 6985 D ECOLAB INC COM 27886510 906 18384 SH SHR/OTHR 01 11240 7144 D ECOLAB INC COM 27886510 2629 53310 SH SHARED 02 53310 D ECOLAB INC COM 27886510 2609 52900 SH SHARED 04 52900 D ECOLAB INC COM 27886510 369 7488 SH SHARED 05 7488 D ECOLAB INC COM 27886510 27619 559900 SH SHARED 10 205800 354100 D ECOLAB INC COM 27886510 4290 86983 SH SHR/OTHR 10 86983 D EDISON INTL COM 28102010 762 55700 SH SHARED 55700 D EDISON INTL COM 28102010 9068 662406 SH SHARED 623642 38764 D EDISON INTL COM 28102010 54 4000 SH SHR/OTHR 4000 D EDISON INTL COM 28102010 2728 199321 SH SHARED 01 198321 1000 D EDISON INTL COM 28102010 366 26750 SH SHR/OTHR 01 20350 6400 D EDISON INTL COM 28102010 3412 249259 SH SHARED 02 249259 D EDISON INTL COM 28102010 90 6583 SH SHARED 05 6583 D EDISON INTL COM 28102010 59 4380 SH SHARED 06 4380 D EDISON INTL COM 28102010 454 33200 SH SHARED 07 33200 D EDISON INTL COM 28102010 2960 216252 SH SHR/OTHR 10 216252 D EDISON INTL COM 28102010 444 32500 SH SHARED 14 32500 D EDISON SCHOOLS INC CL A 28103310 2 3242 SH SHARED 3242 D EDISON SCHOOLS INC CL A 28103310 0 283 SH SHARED 01 283 D EDISON SCHOOLS INC CL A 28103310 0 100 SH SHARED 02 100 D EDO CORP NOTE 5.250% 4/1 281347AD 4508 4451000 PRN SHARED 4451000 D EDO CORP COM 28134710 6004 331713 SH SHARED 200213 131500 D EDO CORP COM 28134710 76 4220 SH SHARED 01 4220 D EDO CORP COM 28134710 171 9492 SH SHARED 02 9492 D EDO CORP COM 28134710 727 40200 SH SHARED 10 40200 D EDUCATION MGMT CORP COM 28139T10 1835 46145 SH SHARED 46145 D EDUCATION MGMT CORP COM 28139T10 494 12430 SH SHARED 01 12330 100 D EDUCATION MGMT CORP COM 28139T10 631 15871 SH SHARED 02 15871 D J D EDWARDS & CO COM 28166710 144 13142 SH SHARED 13142 D J D EDWARDS & CO COM 28166710 228 20735 SH SHARED 01 20735 D J D EDWARDS & CO COM 28166710 452 40996 SH SHARED 02 40996 D EDWARDS LIFESCIENCES CORP COM 28176E10 22212 810676 SH SHARED 511391 7300 291985 D EDWARDS LIFESCIENCES CORP COM 28176E10 16 600 SH SHR/OTHR 600 D EDWARDS LIFESCIENCES CORP COM 28176E10 3058 111617 SH SHARED 01 111397 220 D EDWARDS LIFESCIENCES CORP COM 28176E10 330 12052 SH SHR/OTHR 01 11653 399 D EDWARDS LIFESCIENCES CORP COM 28176E10 613 22383 SH SHARED 02 22383 D EDWARDS LIFESCIENCES CORP COM 28176E10 265 9700 SH SHARED 05 9700 D EDWARDS LIFESCIENCES CORP COM 28176E10 7088 258700 SH SHARED 10 258700 D EDWARDS LIFESCIENCES CORP COM 28176E10 15324 559300 SH SHR/OTHR 10 559300 D EDWARDS LIFESCIENCES CORP COM 28176E10 79 2900 SH SHARED 12 2900 D EDWARDS AG INC COM 28176010 58 2250 SH SHARED 2250 D EDWARDS AG INC COM 28176010 553 21369 SH SHARED 20807 562 D EDWARDS AG INC COM 28176010 697 26925 SH SHARED 01 26925 D EDWARDS AG INC COM 28176010 1454 56143 SH SHARED 02 56143 D EFUNDS CORP COM 28224R10 14 2095 SH SHARED 2095 D EFUNDS CORP COM 28224R10 96 14067 SH SHARED 13101 966 D EFUNDS CORP COM 28224R10 2224 323868 SH SHARED 01 323868 D EFUNDS CORP COM 28224R10 197 28755 SH SHARED 02 28755 D EFUNDS CORP COM 28224R10 13 1900 SH SHARED 10 1900 D EIDOS PLC SPONSORED ADR 28248510 198 100000 SH SHARED 02 100000 D EL PASO CORP DBCV 2/2 28336LAC 51572139384000 PRN SHARED 139384000 D EL PASO CORP COM 28336L10 7863 1299795 SH SHARED 1264345 35450 D EL PASO CORP COM 28336L10 17 2952 SH SHR/OTHR 2952 D EL PASO CORP COM 28336L10 1706 281993 SH SHARED 01 281393 600 D EL PASO CORP COM 28336L10 339 56149 SH SHR/OTHR 01 33454 22695 D EL PASO CORP COM 28336L10 6969 1151974 SH SHARED 02 1151974 D EL PASO CORP COM 28336L10 83 13777 SH SHARED 05 13777 D EL PASO CORP COM 28336L10 28 4700 SH SHARED 06 4700 D EL PASO CORP COM 28336L10 245 40600 SH SHARED 10 40600 D EL PASO CORP COM 28336L10 45335 7493447 SH SHR/OTHR 10 7493447 D EL PASO CORP COM 28336L10 25 4200 SH SHARED 14 4200 D EL PASO ELEC CO COM NEW 28367785 43 4000 SH SHARED 4000 D EL PASO ELEC CO COM NEW 28367785 14711 1362203 SH SHARED 1362203 D EL PASO ELEC CO COM NEW 28367785 239 22200 SH SHARED 01 22200 D EL PASO ELEC CO COM NEW 28367785 311 28887 SH SHARED 02 28887 D EL PASO ENERGY PARTNERS L P COM 28368B10 266 8600 SH SHARED 8600 D EL PASO ENERGY PARTNERS L P COM 28368B10 0 6 SH SHARED 01 6 D EL PASO ENERGY PARTNERS L P COM 28368B10 217 7000 SH SHR/OTHR 01 7000 D EL PASO ENERGY PARTNERS L P COM 28368B10 7 229 SH SHARED 02 229 D ELAN FIN CORP LTD NOTE 12/1 284129AC 13920 29000000 PRN SHARED 29000000 D ELAN FIN CORP LTD NOTE 12/1 284129AC 1 3000 PRN SHARED 01 3000 D ELAN PLC ADR 28413120 5502 1972323 SH SHARED 1965473 6850 D ELAN PLC ADR 28413120 84 30374 SH SHARED 01 29374 1000 D ELDORADO GOLD CORP NEW COM 28490210 1048 800000 SH SHARED 04 800000 D ELECTRO RENT CORP COM 28521810 8 857 SH SHARED 857 D ELECTRO RENT CORP COM 28521810 59 6224 SH SHARED 01 6224 D ELECTRO RENT CORP COM 28521810 80 8500 SH SHARED 02 8500 D ELECTRO RENT CORP COM 28521810 42 4520 SH SHARED 10 4520 D ELECTRO SCIENTIFIC INDS NOTE 4.250%12/2 285229AC 5178 6000000 PRN SHARED 6000000 D ELECTRO SCIENTIFIC INDS COM 28522910 20 1669 SH SHARED 1669 D ELECTRO SCIENTIFIC INDS COM 28522910 161 12856 SH SHARED 01 12856 D ELECTRO SCIENTIFIC INDS COM 28522910 20 1600 SH SHR/OTHR 01 1600 D ELECTRO SCIENTIFIC INDS COM 28522910 219 17479 SH SHARED 02 17479 D ELECTROGLAS INC COM 28532410 30 34244 SH SHARED 34244 D ELECTROGLAS INC COM 28532410 8 9392 SH SHARED 01 9392 D ELECTROGLAS INC COM 28532410 11 12800 SH SHARED 02 12800 D ELECTRONIC ARTS INC COM 28551210 73597 1255081 SH SHARED 657447 1100 596534 D ELECTRONIC ARTS INC COM 28551210 234 4000 SH SHR/OTHR 4000 D ELECTRONIC ARTS INC COM 28551210 19233 328000 SH SHARED 01 314730 13270 D ELECTRONIC ARTS INC COM 28551210 317 5422 SH SHR/OTHR 01 550 4872 D ELECTRONIC ARTS INC COM 28551210 4457 76008 SH SHARED 02 76008 D ELECTRONIC ARTS INC COM 28551210 5655 96450 SH SHARED 03 51300 45150 D ELECTRONIC ARTS INC COM 28551210 22007 375300 SH SHARED 04 375300 D ELECTRONIC ARTS INC COM 28551210 37164 633769 SH SHARED 05 633769 D ELECTRONIC ARTS INC COM 28551210 310 5300 SH SHARED 06 5300 D ELECTRONIC ARTS INC COM 28551210 1741 29700 SH SHARED 07 29700 D ELECTRONIC ARTS INC COM 28551210 4551 77610 SH SHARED 08 77610 D ELECTRONIC ARTS INC COM 28551210 1137 19400 SH SHARED 09 19400 D ELECTRONIC ARTS INC COM 28551210 96920 1652800 SH SHARED 10 680900 956600 15300 D ELECTRONIC ARTS INC COM 28551210 11881 202626 SH SHR/OTHR 10 202626 D ELECTRONIC ARTS INC COM 28551210 64 1105 SH SHARED 14 1105 D ELECTRONIC DATA SYS NEW NOTE 10/1 285661AB 39471 50800000 PRN SHARED 50800000 D ELECTRONIC DATA SYS NEW COM 28566110 19002 1079697 SH SHARED 1029299 50398 D ELECTRONIC DATA SYS NEW COM 28566110 22 1300 SH SHR/OTHR 1300 D ELECTRONIC DATA SYS NEW COM 28566110 4035 229281 SH SHARED 01 222881 6400 D ELECTRONIC DATA SYS NEW COM 28566110 393 22360 SH SHR/OTHR 01 22360 D ELECTRONIC DATA SYS NEW COM 28566110 5541 314880 SH SHARED 02 314880 D ELECTRONIC DATA SYS NEW COM 28566110 5739 326100 SH SHARED 03 284400 41700 D ELECTRONIC DATA SYS NEW COM 28566110 48968 2782306 SH SHARED 04 2782306 D ELECTRONIC DATA SYS NEW COM 28566110 1041 59194 SH SHARED 05 59194 D ELECTRONIC DATA SYS NEW COM 28566110 998 56750 SH SHARED 06 56750 D ELECTRONIC DATA SYS NEW COM 28566110 7518 427200 SH SHARED 10 356700 70500 D ELECTRONIC DATA SYS NEW COM 28566110 151821 8626197 SH SHR/OTHR 10 8626197 D ELECTRONIC DATA SYS NEW COM 28566110 394 22400 SH SHARED 14 22400 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 1063 63356 SH SHARED 63356 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 299 17838 SH SHARED 01 17838 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 110 6600 SH SHARED 02 6600 D ELECTRONICS FOR IMAGING INC COM 28608210 61 3468 SH SHARED 3468 D ELECTRONICS FOR IMAGING INC COM 28608210 573 32439 SH SHARED 01 32439 D ELECTRONICS FOR IMAGING INC COM 28608210 612 34620 SH SHARED 02 34620 D ELECTRONICS FOR IMAGING INC COM 28608210 65 3700 SH SHR/OTHR 10 3700 D ELITE PHARMACEUTICALS INC CL A NEW 28659T20 30 20000 SH SHARED 01 20000 D ELIZABETH ARDEN INC COM 28660G10 7 768 SH SHARED 768 D ELIZABETH ARDEN INC COM 28660G10 38 3900 SH SHARED 01 3900 D ELIZABETH ARDEN INC COM 28660G10 82 8383 SH SHARED 02 8383 D ELKCORP COM 28745610 188 9941 SH SHARED 9941 D ELKCORP COM 28745610 198 10456 SH SHARED 01 7806 2650 D ELKCORP COM 28745610 103 5472 SH SHR/OTHR 01 5472 D ELKCORP COM 28745610 239 12590 SH SHARED 02 12590 D ELLIS PERRY INTL INC COM 28885310 41 2164 SH SHARED 2164 D ELLIS PERRY INTL INC COM 28885310 15 820 SH SHARED 02 820 D ELLSWORTH CONV GROWTH & INCO COM 28907410 6 900 SH SHARED 900 D EMBARCADERO TECHNOLOGIES INC COM 29078710 66 10473 SH SHARED 10473 D EMBARCADERO TECHNOLOGIES INC COM 29078710 23 3669 SH SHARED 01 3669 D EMBARCADERO TECHNOLOGIES INC COM 29078710 30 4900 SH SHARED 02 4900 D EMBREX INC COM 29081710 2 347 SH SHARED 347 D EMBREX INC COM 29081710 20 2600 SH SHARED 01 2600 D EMBREX INC COM 29081710 34 4400 SH SHARED 02 4400 D EMCOR GROUP INC COM 29084Q10 1104 22889 SH SHARED 22889 D EMCOR GROUP INC COM 29084Q10 332 6899 SH SHARED 01 6899 D EMCOR GROUP INC COM 29084Q10 471 9763 SH SHARED 02 9763 D EMCORE CORP COM 29084610 2 1564 SH SHARED 1564 D EMCORE CORP COM 29084610 12 7700 SH SHARED 01 7700 D EMCORE CORP COM 29084610 24 14603 SH SHARED 02 14603 D EMERGING MKTS FLOATING RATE COM 29088510 65 5500 SH SHARED 5500 D EMERGING MKTS TELECOMNC FD N COM 29089010 10 1998 SH SHARED 1998 D EMERGING MKTS TELECOMNC FD N COM 29089010 79 15000 SH SHR/OTHR 01 15000 D EMERSON ELEC CO COM 29101110 111369 2455786 SH SHARED 1670056 785730 D EMERSON ELEC CO COM 29101110 7069 155879 SH SHR/OTHR 155879 D EMERSON ELEC CO COM 29101110 16216 357578 SH SHARED 01 343705 1550 12323 D EMERSON ELEC CO COM 29101110 7884 173851 SH SHR/OTHR 01 107426 66425 D EMERSON ELEC CO COM 29101110 8847 195090 SH SHARED 02 195090 D EMERSON ELEC CO COM 29101110 5965 131540 SH SHARED 05 131540 D EMERSON ELEC CO COM 29101110 326 7200 SH SHARED 06 7200 D EMERSON ELEC CO COM 29101110 16199 357200 SH SHARED 10 289900 67300 D EMERSON ELEC CO COM 29101110 76367 1683965 SH SHR/OTHR 10 1683965 D EMERSON ELEC CO COM 29101110 930 20512 SH SHARED 14 20512 D EMERSON RADIO CORP COM NEW 29108720 4177 607172 SH SHARED 607172 D EMERSON RADIO CORP COM NEW 29108720 23 3481 SH SHARED 02 3481 D EMISPHERE TECHNOLOGIES INC COM 29134510 5 2000 SH SHARED 2000 D EMISPHERE TECHNOLOGIES INC COM 29134510 5 2299 SH SHARED 02 2299 D EMMIS COMMUNICATIONS CORP CL A 29152510 1373 81340 SH SHARED 81340 D EMMIS COMMUNICATIONS CORP CL A 29152510 775 45961 SH SHARED 01 45961 D EMMIS COMMUNICATIONS CORP CL A 29152510 276 16385 SH SHARED 02 16385 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 440 11000 SH SHARED 11000 D EMPIRE DIST ELEC CO COM 29164110 2352 133682 SH SHARED 79282 54400 D EMPIRE DIST ELEC CO COM 29164110 225 12800 SH SHARED 01 12800 D EMPIRE DIST ELEC CO COM 29164110 237 13517 SH SHARED 02 13517 D EMPIRE DIST ELEC CO COM 29164110 823 46800 SH SHARED 05 46800 D EMPIRE DIST ELEC CO COM 29164110 1541 87600 SH SHR/OTHR 10 87600 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 0 78 SH SHARED 78 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 0 7 SH SHARED 01 7 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 245 35000 SH SHARED 04 35000 D EMULEX CORP NOTE 1.750% 2/0 292475AB 32523 37950000 PRN SHARED 37950000 D EMULEX CORP COM NEW 29247520 6098 318455 SH SHARED 304355 14100 D EMULEX CORP COM NEW 29247520 1045 54576 SH SHARED 01 50587 3989 D EMULEX CORP COM NEW 29247520 37 1980 SH SHR/OTHR 01 1980 D EMULEX CORP COM NEW 29247520 1697 88649 SH SHARED 02 88649 D EMULEX CORP COM NEW 29247520 208 10900 SH SHR/OTHR 10 10900 D ENBRIDGE INC COM 29250N10 8751 293669 SH SHARED 293669 D ENBRIDGE INC COM 29250N10 1804 60548 SH SHARED 01 60548 D ENBRIDGE INC COM 29250N10 3204 107534 SH SHARED 02 107534 D ENBRIDGE INC COM 29250N10 2980 100000 SH SHARED 04 100000 D ENBRIDGE INC COM 29250N10 56 1909 SH SHARED 14 1909 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 108 2365 SH SHARED 165 2200 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 0 8 SH SHARED 01 8 D ENCANA CORP COM 29250510 906 28002 SH SHARED 10731 17271 D ENCANA CORP COM 29250510 79 2462 SH SHR/OTHR 2462 D ENCANA CORP COM 29250510 107 3307 SH SHARED 01 3307 D ENCANA CORP COM 29250510 123 3812 SH SHR/OTHR 01 3812 D ENCANA CORP COM 29250510 358 11079 SH SHARED 02 11079 D ENCANA CORP COM 29250510 771 23828 SH SHARED 05 23828 D ENCORE ACQUISITION CO COM 29255W10 9 490 SH SHARED 490 D ENCORE ACQUISITION CO COM 29255W10 90 4900 SH SHARED 01 4900 D ENCORE ACQUISITION CO COM 29255W10 97 5300 SH SHARED 02 5300 D ENCORE WIRE CORP COM 29256210 6 793 SH SHARED 793 D ENCORE WIRE CORP COM 29256210 24 2900 SH SHARED 01 2900 D ENCORE WIRE CORP COM 29256210 68 8100 SH SHARED 02 8100 D ENDESA S A SPONSORED ADR 29258N10 3235 266271 SH SHARED 69736 196535 D ENDESA S A SPONSORED ADR 29258N10 1048 86325 SH SHR/OTHR 86325 D ENDESA S A SPONSORED ADR 29258N10 0 64 SH SHARED 01 64 D ENDO PHARMACEUTICALS HLDGS I *W EXP 03/31/200 29264F11 0 700 SH SHARED 700 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 292 21653 SH SHARED 21653 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 3874 287227 SH SHARED 01 287227 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 172 12800 SH SHARED 02 12800 D ENERGEN CORP COM 29265N10 102 3200 SH SHARED 3200 D ENERGEN CORP COM 29265N10 250 7816 SH SHARED 7816 D ENERGEN CORP COM 29265N10 965 30100 SH SHARED 01 30100 D ENERGEN CORP COM 29265N10 1325 41353 SH SHARED 02 41353 D ENERGY CONVERSION DEVICES IN COM 29265910 81 9597 SH SHARED 2847 6750 D ENERGY CONVERSION DEVICES IN COM 29265910 36 4309 SH SHARED 01 4309 D ENERGY CONVERSION DEVICES IN COM 29265910 77 9100 SH SHARED 02 9100 D ENERGY CONVERSION DEVICES IN COM 29265910 141 16700 SH SHARED 04 16700 D ENERGY EAST CORP COM 29266M10 660 37084 SH SHARED 32214 4870 D ENERGY EAST CORP COM 29266M10 3740 210134 SH SHARED 01 210134 D ENERGY EAST CORP COM 29266M10 24 1373 SH SHR/OTHR 01 1373 D ENERGY EAST CORP COM 29266M10 844 47433 SH SHARED 02 47433 D ENERGY EAST CORP COM 29266M10 7485 420550 SH SHR/OTHR 10 420550 D ENERGIZER HLDGS INC COM 29266R10 1715 67297 SH SHARED 62380 4917 D ENERGIZER HLDGS INC COM 29266R10 1110 43577 SH SHARED 01 42877 700 D ENERGIZER HLDGS INC COM 29266R10 73 2902 SH SHR/OTHR 01 1726 1176 D ENERGIZER HLDGS INC COM 29266R10 1189 46673 SH SHARED 02 46673 D ENERGY PARTNERS LTD COM 29270U10 10 1021 SH SHARED 1021 D ENERGY PARTNERS LTD COM 29270U10 127 12500 SH SHARED 01 12500 D ENERGY PARTNERS LTD COM 29270U10 118 11600 SH SHARED 02 11600 D ENERPLUS RES FD UNIT TR G NEW 29274D60 28 1504 SH SHARED 1504 D ENERSIS S A SPONSORED ADR 29274F10 1 262 SH SHARED 262 D ENGELHARD CORP COM 29284510 14803 691118 SH SHARED 490373 200745 D ENGELHARD CORP COM 29284510 4560 212885 SH SHARED 01 212385 500 D ENGELHARD CORP COM 29284510 3 145 SH SHR/OTHR 01 145 D ENGELHARD CORP COM 29284510 1146 53511 SH SHARED 02 53511 D ENGELHARD CORP COM 29284510 23 1100 SH SHARED 05 1100 D ENGELHARD CORP COM 29284510 22420 1046700 SH SHARED 10 1046700 D ENGELHARD CORP COM 29284510 1588 74146 SH SHR/OTHR 10 74146 D ENGINEERED SUPPORT SYS INC COM 29286610 127 3244 SH SHARED 3244 D ENGINEERED SUPPORT SYS INC COM 29286610 2441 62355 SH SHARED 01 62355 D ENGINEERED SUPPORT SYS INC COM 29286610 307 7854 SH SHARED 02 7854 D ENGINEERED SUPPORT SYS INC COM 29286610 57 1465 SH SHARED 10 1465 D ENDOCARDIAL SOLUTIONS INC COM 29296210 2 839 SH SHARED 839 D ENDOCARDIAL SOLUTIONS INC COM 29296210 23 8400 SH SHARED 02 8400 D ENERGYSOUTH INC COM 29297010 7 277 SH SHARED 277 D ENERGYSOUTH INC COM 29297010 66 2500 SH SHARED 02 2500 D ENESCO GROUP INC COM 29297310 39 5567 SH SHARED 5567 D ENESCO GROUP INC COM 29297310 13 1913 SH SHARED 02 1913 D ENNIS BUSINESS FORMS INC COM 29338910 42 3766 SH SHARED 3766 D ENNIS BUSINESS FORMS INC COM 29338910 40 3600 SH SHARED 01 3600 D ENNIS BUSINESS FORMS INC COM 29338910 112 9900 SH SHARED 02 9900 D ENPRO INDS INC COM 29355X10 17 4299 SH SHARED 4299 D ENPRO INDS INC COM 29355X10 5 1408 SH SHARED 01 568 840 D ENPRO INDS INC COM 29355X10 0 165 SH SHR/OTHR 01 165 D ENSTAR GROUP INC GA COM 29358R10 152 4128 SH SHARED 02 4128 D ENTEGRIS INC COM 29362U10 89 9005 SH SHARED 9005 D ENTEGRIS INC COM 29362U10 2322 233190 SH SHARED 01 233190 D ENTEGRIS INC COM 29362U10 358 36040 SH SHARED 02 36040 D ENTERASYS NETWORKS INC COM 29363710 173 93986 SH SHARED 93986 D ENTERASYS NETWORKS INC COM 29363710 21 11514 SH SHARED 01 11514 D ENTERASYS NETWORKS INC COM 29363710 299 161667 SH SHARED 02 161667 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 468 10664 SH SHARED 10664 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 572 13040 SH SHARED 01 13040 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 588 13405 SH SHARED 02 13405 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 2006 45700 SH SHARED 10 45700 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 184 4200 SH SHR/OTHR 10 4200 D ENTERGY CORP NEW COM 29364G10 25814 536120 SH SHARED 411323 124797 D ENTERGY CORP NEW COM 29364G10 287 5970 SH SHR/OTHR 5970 D ENTERGY CORP NEW COM 29364G10 74344 1544026 SH SHARED 01 1286326 2625 255075 D ENTERGY CORP NEW COM 29364G10 4361 90572 SH SHR/OTHR 01 41345 49227 D ENTERGY CORP NEW COM 29364G10 7737 160694 SH SHARED 02 160694 D ENTERGY CORP NEW COM 29364G10 8797 182700 SH SHARED 04 182700 D ENTERGY CORP NEW COM 29364G10 108 2243 SH SHARED 05 2243 D ENTERGY CORP NEW COM 29364G10 372 7741 SH SHARED 06 7741 D ENTERGY CORP NEW COM 29364G10 476 9900 SH SHARED 07 9900 D ENTERGY CORP NEW COM 29364G10 279 5800 SH SHARED 10 5800 D ENTERGY CORP NEW COM 29364G10 17279 358866 SH SHR/OTHR 10 358866 D ENTERGY CORP NEW COM 29364G10 2147 44605 SH SHARED 14 44605 D ENTERPRISE PRODS PARTNERS L COM 29379210 245 11787 SH SHARED 02 11787 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 39 1480 SH SHARED 1480 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 173 6531 SH SHARED 01 6531 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 292 11039 SH SHARED 02 11039 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 3969 149800 SH SHR/OTHR 10 149800 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 4269 161100 SH SHARED 11 161100 D ENTREMED INC COM 29382F10 10 10150 SH SHARED 10150 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 76 14121 SH SHARED 14121 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 9 1835 SH SHARED 01 1835 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 19 3546 SH SHARED 02 3546 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 1309 242500 SH SHARED 04 242500 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 14 2750 SH SHARED 14 2750 D ENTRUST INC COM 29384810 196 78576 SH SHARED 78576 D ENTRUST INC COM 29384810 48 19522 SH SHARED 01 19522 D ENTRUST INC COM 29384810 72 29100 SH SHARED 02 29100 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 11324 14500000 PRN SHARED 14500000 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 2622 3358000 PRN SHARED 02 3358000 D ENZON PHARMACEUTICALS INC COM 29390410 278 24533 SH SHARED 24533 D ENZON PHARMACEUTICALS INC COM 29390410 137 12138 SH SHARED 01 12138 D ENZON PHARMACEUTICALS INC COM 29390410 1313 115694 SH SHARED 02 115694 D ENZON PHARMACEUTICALS INC COM 29390410 9 800 SH SHARED 04 800 D ENZON PHARMACEUTICALS INC COM 29390410 2 200 SH SHARED 10 200 D EPCOS AG ADR 29410P10 2 254 SH SHARED 01 254 D ENZO BIOCHEM INC COM 29410010 25 1923 SH SHARED 1923 D ENZO BIOCHEM INC COM 29410010 631 48291 SH SHARED 01 48291 D ENZO BIOCHEM INC COM 29410010 581 44521 SH SHARED 02 44521 D ENZO BIOCHEM INC COM 29410010 17 1345 SH SHARED 10 1345 D EON LABS INC COM 29412E10 15 583 SH SHARED 583 D EON LABS INC COM 29412E10 1257 47100 SH SHARED 01 47100 D EON LABS INC COM 29412E10 160 6000 SH SHARED 02 6000 D EPICOR SOFTWARE CORP COM 29426L10 11 5450 SH SHARED 02 5450 D EPRESENCE INC COM 29434810 3 1702 SH SHARED 1702 D EQUIFAX INC COM 29442910 8455 423011 SH SHARED 281776 141235 D EQUIFAX INC COM 29442910 98 4911 SH SHR/OTHR 4911 D EQUIFAX INC COM 29442910 3594 179816 SH SHARED 01 169766 10050 D EQUIFAX INC COM 29442910 1063 53208 SH SHR/OTHR 01 36908 16300 D EQUIFAX INC COM 29442910 1776 88864 SH SHARED 02 88864 D EQUIFAX INC COM 29442910 24 1250 SH SHARED 06 1250 D EQUIFAX INC COM 29442910 1523 76191 SH SHR/OTHR 10 76191 D EQUITABLE RES INC COM 29454910 86 2300 SH SHARED 2300 D EQUITABLE RES INC COM 29454910 834 22243 SH SHARED 17893 4350 D EQUITABLE RES INC COM 29454910 780 20800 SH SHARED 01 20800 D EQUITABLE RES INC COM 29454910 605 16150 SH SHR/OTHR 01 8250 7900 D EQUITABLE RES INC COM 29454910 1040 27731 SH SHARED 02 27731 D EQUITABLE RES INC COM 29454910 82 2200 SH SHARED 05 2200 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 68 1000 SH SHARED 1000 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 103 1500 SH SHR/OTHR 1500 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 20 300 SH SHARED 01 300 D EQUITY INNS INC COM 29470310 53 9146 SH SHARED 9146 D EQUITY INNS INC COM 29470310 92 15800 SH SHARED 01 15800 D EQUITY INNS INC COM 29470310 183 31400 SH SHARED 02 31400 D EQUITY INNS INC COM 29470310 136 23300 SH SHARED 11 23300 D EQUITY OFFICE PROPERTIES TRU COM 29474110 20415 802198 SH SHARED 777567 24631 D EQUITY OFFICE PROPERTIES TRU COM 29474110 115 4550 SH SHR/OTHR 4550 D EQUITY OFFICE PROPERTIES TRU COM 29474110 5554 218250 SH SHARED 01 218250 D EQUITY OFFICE PROPERTIES TRU COM 29474110 136 5350 SH SHR/OTHR 01 5350 D EQUITY OFFICE PROPERTIES TRU COM 29474110 4426 173920 SH SHARED 02 173920 D EQUITY OFFICE PROPERTIES TRU COM 29474110 304 11973 SH SHARED 05 11973 D EQUITY OFFICE PROPERTIES TRU COM 29474110 89 3500 SH SHARED 06 3500 D EQUITY OFFICE PROPERTIES TRU COM 29474110 6648 261237 SH SHR/OTHR 10 261237 D EQUITY OFFICE PROPERTIES TRU COM 29474110 83 3300 SH SHARED 14 3300 D EQUITY OFFICE PROPERTIES TRU PFD CV B 5.25% 29474150 9134 190692 SH SHARED 190692 D EQUITY ONE COM 29475210 18 1242 SH SHARED 1242 D EQUITY ONE COM 29475210 116 7650 SH SHARED 01 7650 D EQUITY ONE COM 29475210 211 13800 SH SHARED 02 13800 D EQUITY RESIDENTIAL SH BEN INT 29476L10 14756 613070 SH SHARED 543240 69830 D EQUITY RESIDENTIAL SH BEN INT 29476L10 503 20900 SH SHR/OTHR 20900 D EQUITY RESIDENTIAL SH BEN INT 29476L10 38105 1583104 SH SHARED 01 1554754 28350 D EQUITY RESIDENTIAL SH BEN INT 29476L10 510 21210 SH SHR/OTHR 01 7860 13350 D EQUITY RESIDENTIAL SH BEN INT 29476L10 2561 106429 SH SHARED 02 106429 D EQUITY RESIDENTIAL SH BEN INT 29476L10 56 2331 SH SHARED 05 2331 D EQUITY RESIDENTIAL SH BEN INT 29476L10 55 2300 SH SHARED 06 2300 D EQUITY RESIDENTIAL SH BEN INT 29476L10 577 24000 SH SHARED 10 24000 D EQUITY RESIDENTIAL SH BEN INT 29476L10 29668 1232572 SH SHR/OTHR 10 1232572 D EQUITY RESIDENTIAL SH BEN INT 29476L10 186294 7739690 SH SHARED 11 5863324 1876366 D EQUITY RESIDENTIAL PFD CV 1/10 G 29476L85 2446 97900 SH SHARED 97900 D EQUITY RESIDENTIAL PFD CONV E 7% 29476L88 116 4300 SH SHARED 4300 D EQUUS II INC COM 29476610 566 81910 SH SHARED 81910 D ERESEARCHTECHNOLOGY INC COM 29481V10 8734 325428 SH SHARED 325428 D ERESEARCHTECHNOLOGY INC COM 29481V10 244 9100 SH SHARED 01 9100 D ERESEARCHTECHNOLOGY INC COM 29481V10 131 4900 SH SHARED 02 4900 D ERICSSON L M TEL CO ADR B SEK 10 29482160 1701 267510 SH SHARED 259375 8135 D ERICSSON L M TEL CO ADR B SEK 10 29482160 4 640 SH SHR/OTHR 640 D ERICSSON L M TEL CO ADR B SEK 10 29482160 16 2600 SH SHR/OTHR 01 800 1800 D ERICSSON L M TEL CO ADR B SEK 10 29482160 8476 1332742 SH SHARED 02 1332742 D ERIE INDTY CO CL A 29530P10 117 3250 SH SHARED 01 3250 D ERIE INDTY CO CL A 29530P10 64 1767 SH SHARED 02 1767 D ESCALADE INC COM 29605610 1 123 SH SHARED 123 D ESCALADE INC COM 29605610 30 2200 SH SHARED 02 2200 D ESCO TECHNOLOGIES INC COM 29631510 129 3938 SH SHARED 3471 467 D ESCO TECHNOLOGIES INC COM 29631510 117 3575 SH SHARED 01 3575 D ESCO TECHNOLOGIES INC COM 29631510 236 7200 SH SHARED 02 7200 D ESCO TECHNOLOGIES INC COM 29631510 49 1510 SH SHARED 10 1510 D ESPERION THERAPEUTICS INC COM 29664R10 36 3704 SH SHARED 2407 1297 D ESPERION THERAPEUTICS INC COM 29664R10 161 16200 SH SHARED 01 16200 D ESPERION THERAPEUTICS INC COM 29664R10 176 17700 SH SHARED 02 17700 D ESPEED INC CL A 29664310 128 11077 SH SHARED 11077 D ESPEED INC CL A 29664310 285 24551 SH SHARED 01 24551 D ESPEED INC CL A 29664310 174 15000 SH SHARED 02 15000 D ESPEED INC CL A 29664310 33 2920 SH SHARED 10 2920 D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F20 60 3800 SH SHARED 3800 D ESSEX PPTY TR INC COM 29717810 78 1493 SH SHARED 1493 D ESSEX PPTY TR INC COM 29717810 1886 36100 SH SHARED 01 36100 D ESSEX PPTY TR INC COM 29717810 474 9077 SH SHARED 02 9077 D ESSEX PPTY TR INC COM 29717810 5496 105188 SH SHR/OTHR 10 105188 D ESSEX PPTY TR INC COM 29717810 60408 1156138 SH SHARED 11 889388 266750 D ESTERLINE TECHNOLOGIES CORP COM 29742510 21 1262 SH SHARED 1262 D ESTERLINE TECHNOLOGIES CORP COM 29742510 135 8000 SH SHARED 01 8000 D ESTERLINE TECHNOLOGIES CORP COM 29742510 527 31177 SH SHARED 02 31177 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 6 346 SH SHARED 01 346 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 395 21586 SH SHARED 02 21586 D ETHAN ALLEN INTERIORS INC COM 29760210 129 4400 SH SHARED 4400 D ETHAN ALLEN INTERIORS INC COM 29760210 447 15200 SH SHR/OTHR 15200 D ETHAN ALLEN INTERIORS INC COM 29760210 145 4959 SH SHARED 01 4959 D ETHAN ALLEN INTERIORS INC COM 29760210 111 3798 SH SHARED 02 3798 D ETHYL CORP COM NEW 29765960 9 1012 SH SHARED 1012 D ETHYL CORP COM NEW 29765960 0 88 SH SHARED 01 88 D ETHYL CORP COM NEW 29765960 20 2031 SH SHARED 02 2031 D EUNIVERSE INC COM 29841210 77 15131 SH SHARED 15131 D EUNIVERSE INC COM 29841210 23 4600 SH SHARED 01 4600 D EUNIVERSE INC COM 29841210 38 7600 SH SHARED 02 7600 D EURONET WORLDWIDE INC COM 29873610 7 980 SH SHARED 980 D EURONET WORLDWIDE INC COM 29873610 227 28400 SH SHARED 01 28400 D EURONET WORLDWIDE INC COM 29873610 68 8600 SH SHARED 02 8600 D EUROPE FD INC COM 29874M10 53 8100 SH SHARED 8100 D EUROPE FD INC COM 29874M10 39 6000 SH SHARED 01 6000 D EVERGREEN RES INC NOTE 4.750%12/1 299900AB 578 500000 PRN SHARED 500000 D EVERGREEN RES INC COM NO PAR 29990030 276 6110 SH SHARED 6110 D EVERGREEN RES INC COM NO PAR 29990030 726 16039 SH SHARED 01 16039 D EVERGREEN RES INC COM NO PAR 29990030 733 16185 SH SHARED 02 16185 D EVERTRUST FINL GROUP INC COM 30041210 15 626 SH SHARED 02 626 D EXACT SCIENCES CORP COM 30063P10 8 824 SH SHARED 824 D EXACT SCIENCES CORP COM 30063P10 67 6500 SH SHARED 01 6500 D EXACT SCIENCES CORP COM 30063P10 71 6900 SH SHARED 02 6900 D EXACTECH INC COM 30064E10 15 1388 SH SHARED 02 1388 D EXAR CORP COM 30064510 325 25641 SH SHARED 9841 15800 D EXAR CORP COM 30064510 161 12693 SH SHARED 01 10593 2100 D EXAR CORP COM 30064510 32 2540 SH SHR/OTHR 01 2540 D EXAR CORP COM 30064510 314 24735 SH SHARED 02 24735 D EXAR CORP COM 30064510 6493 510930 SH SHARED 10 510930 D EXCEL TECHNOLOGY INC COM 30067T10 20 1022 SH SHARED 1022 D EXCEL TECHNOLOGY INC COM 30067T10 77 3835 SH SHARED 01 3835 D EXCEL TECHNOLOGY INC COM 30067T10 107 5300 SH SHARED 02 5300 D EXCHANGE NATL BANCSHARES INC COM 30130910 17 361 SH SHARED 02 361 D EXELON CORP COM 30161N10 88194 1749542 SH SHARED 1398052 351490 D EXELON CORP COM 30161N10 1060 21038 SH SHR/OTHR 21038 D EXELON CORP COM 30161N10 93042 1845714 SH SHARED 01 1842414 3300 D EXELON CORP COM 30161N10 96 1912 SH SHR/OTHR 01 1300 612 D EXELON CORP COM 30161N10 8901 176582 SH SHARED 02 176582 D EXELON CORP COM 30161N10 20577 408200 SH SHARED 03 408200 D EXELON CORP COM 30161N10 571 11328 SH SHARED 05 11328 D EXELON CORP COM 30161N10 396 7868 SH SHARED 06 7868 D EXELON CORP COM 30161N10 917 18200 SH SHARED 07 18200 D EXELON CORP COM 30161N10 24077 477637 SH SHARED 10 455637 22000 D EXELON CORP COM 30161N10 25431 504488 SH SHR/OTHR 10 504488 D EXELON CORP COM 30161N10 120 2400 SH SHARED 14 2400 D EXELIXIS INC COM 30161Q10 42 6355 SH SHARED 6355 D EXELIXIS INC COM 30161Q10 132 19984 SH SHARED 01 19984 D EXELIXIS INC COM 30161Q10 182 27400 SH SHARED 02 27400 D EXELIXIS INC COM 30161Q10 9712 1460500 SH SHARED 04 1460500 D EXELIXIS INC COM 30161Q10 59 9000 SH SHR/OTHR 10 9000 D EXELIXIS INC COM 30161Q10 95 14400 SH SHARED 14 14400 D EXEGENICS INC COM 30161010 0 2000 SH SHARED 2000 D EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 30204310 139 69204 SH SHARED 69204 D EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 30204310 13 6696 SH SHARED 01 6696 D EXPEDIA INC CL A 30212510 3 60 SH SHARED 60 D EXPEDIA INC CL A 30212510 211 4100 SH SHARED 01 4100 D EXPEDIA INC CL A 30212510 2172 42058 SH SHARED 02 42058 D EXPEDIA INC CL A 30212510 5940 115000 SH SHARED 04 115000 D EXPEDIA INC CL A 30212510 215 4172 SH SHARED 06 4172 D EXPEDIA INC CL A 30212510 82 1600 SH SHR/OTHR 10 1600 D EXPEDIA INC *W EXP 02/04/200 30212512 9957 299800 SH SHARED 299800 D EXPEDIA INC *W EXP 02/04/200 30212512 0 2 SH SHARED 01 2 D EXPEDIA INC *W EXP 02/04/200 30212512 2 78 SH SHARED 02 78 D EXPEDIA INC *W EXP 02/04/200 30212512 40 1220 SH SHR/OTHR 10 1220 D EXPEDITORS INTL WASH INC COM 30213010 12960 360516 SH SHARED 233416 127100 D EXPEDITORS INTL WASH INC COM 30213010 1136 31620 SH SHARED 01 31620 D EXPEDITORS INTL WASH INC COM 30213010 1423 39602 SH SHARED 02 39602 D EXPEDITORS INTL WASH INC COM 30213010 8412 234000 SH SHARED 10 166200 67800 D EXPEDITORS INTL WASH INC COM 30213010 261 7280 SH SHR/OTHR 10 7280 D EXPLORATION CO COM NEW 30213320 3 997 SH SHARED 997 D EXPLORATION CO COM NEW 30213320 15 5300 SH SHARED 01 5300 D EXPLORATION CO COM NEW 30213320 28 9400 SH SHARED 02 9400 D EXPONENT INC COM 30214U10 11 900 SH SHARED 02 900 D EXPRESSJET HOLDINGS INC CL A 30218U10 43 5352 SH SHARED 5352 D EXPRESSJET HOLDINGS INC CL A 30218U10 670 81815 SH SHARED 01 81815 D EXPRESSJET HOLDINGS INC CL A 30218U10 207 25259 SH SHARED 02 25259 D EXPRESS SCRIPTS INC COM 30218210 38 700 SH SHARED 700 D EXPRESS SCRIPTS INC COM 30218210 3790 68046 SH SHARED 66846 1200 D EXPRESS SCRIPTS INC COM 30218210 1186 21300 SH SHARED 01 21300 D EXPRESS SCRIPTS INC COM 30218210 22 400 SH SHR/OTHR 01 400 D EXPRESS SCRIPTS INC COM 30218210 2149 38596 SH SHARED 02 38196 400 D EXPRESS SCRIPTS INC COM 30218210 835 15000 SH SHARED 04 15000 D EXPRESS SCRIPTS INC COM 30218210 105 1900 SH SHARED 06 1900 D EXPRESS SCRIPTS INC COM 30218210 2311 41500 SH SHR/OTHR 10 41500 D EXTENDED STAY AMER INC COM 30224P10 221 21936 SH SHARED 21936 D EXTENDED STAY AMER INC COM 30224P10 270 26809 SH SHARED 01 26809 D EXTENDED STAY AMER INC COM 30224P10 262 25979 SH SHARED 02 25979 D EXTENDICARE INC CDA SUB VTG SH 30224T87 13 7200 SH SHARED 01 7200 D EXTREME NETWORKS INC NOTE 3.500%12/0 30226DAB 3078 3700000 PRN SHARED 02 3700000 D EXTREME NETWORKS INC COM 30226D10 427 98792 SH SHARED 98792 D EXTREME NETWORKS INC COM 30226D10 147 34130 SH SHARED 01 34130 D EXTREME NETWORKS INC COM 30226D10 270 62500 SH SHARED 02 62500 D EXTREME NETWORKS INC COM 30226D10 6 1600 SH SHARED 10 1600 D EXULT INC DEL COM 30228410 22 3044 SH SHARED 3044 D EXULT INC DEL COM 30228410 120 16500 SH SHARED 01 16500 D EXULT INC DEL COM 30228410 213 29135 SH SHARED 02 29135 D EXULT INC DEL COM 30228410 11 1500 SH SHARED 10 1500 D EXXON MOBIL CORP COM 30231G10 466 13355 SH SHARED 8200 5155 D EXXON MOBIL CORP COM 30231G10 1085849 31068660 SH SHARED 19992644 26718 11049298 D EXXON MOBIL CORP COM 30231G10 56132 1606075 SH SHR/OTHR 1606075 D EXXON MOBIL CORP COM 30231G10 290297 8306071 SH SHARED 01 7343889 680 961502 D EXXON MOBIL CORP COM 30231G10 95111 2721349 SH SHR/OTHR 01 1639431 1081918 D EXXON MOBIL CORP COM 30231G10 128761 3684167 SH SHARED 02 3684167 D EXXON MOBIL CORP COM 30231G10 45813 1310820 SH SHARED 03 979686 331134 D EXXON MOBIL CORP COM 30231G10 110028 3148170 SH SHARED 04 3148170 D EXXON MOBIL CORP COM 30231G10 229812 6575463 SH SHARED 05 6575463 D EXXON MOBIL CORP COM 30231G10 21858 625417 SH SHARED 06 625417 D EXXON MOBIL CORP COM 30231G10 26649 762509 SH SHARED 07 762509 D EXXON MOBIL CORP COM 30231G10 12580 359960 SH SHARED 08 359960 D EXXON MOBIL CORP COM 30231G10 5092 145700 SH SHARED 09 145700 D EXXON MOBIL CORP COM 30231G10 254488 7281496 SH SHARED 10 829604 6247682 204210 D EXXON MOBIL CORP COM 30231G10 171413 4904527 SH SHR/OTHR 10 4904527 D EXXON MOBIL CORP COM 30231G10 10212 292216 SH SHARED 14 292216 D F&M BANCORP MD COM 30236710 25 568 SH SHARED 568 D F&M BANCORP MD COM 30236710 577 13120 SH SHARED 01 13120 D F&M BANCORP MD COM 30236710 286 6500 SH SHARED 02 6500 D FBL FINL GROUP INC CL A 30239F10 16 825 SH SHARED 825 D FBL FINL GROUP INC CL A 30239F10 89 4516 SH SHARED 01 4516 D FBL FINL GROUP INC CL A 30239F10 136 6900 SH SHARED 02 6900 D FBL FINL GROUP INC CL A 30239F10 9 500 SH SHARED 10 500 D F A O INC COM 30240S10 0 946 SH SHARED 946 D F A O INC COM 30240S10 1 5200 SH SHARED 01 5200 D F A O INC COM 30240S10 2 11100 SH SHARED 02 11100 D FBR ASSET INVT CORP COM 30241E30 0 3933 SH SHARED 3933 D FBR ASSET INVT CORP COM 30241E30 0 16746 SH SHARED 01 16746 D FBR ASSET INVT CORP COM 30241E30 0 12400 SH SHARED 02 12400 D FEI CO COM 30241L10 24 1564 SH SHARED 1564 D FEI CO COM 30241L10 284 17802 SH SHARED 01 17802 D FEI CO COM 30241L10 372 23335 SH SHARED 02 23335 D FFLC BANCORP INC COM 30242W10 17 686 SH SHARED 02 686 D FLIR SYS INC COM 30244510 39 843 SH SHARED 843 D FLIR SYS INC COM 30244510 335 7074 SH SHARED 01 7074 D FLIR SYS INC COM 30244510 439 9265 SH SHARED 02 9265 D FMC TECHNOLOGIES INC COM 30249U10 20307 1057693 SH SHARED 676893 8600 372200 D FMC TECHNOLOGIES INC COM 30249U10 2352 122549 SH SHARED 01 122549 D FMC TECHNOLOGIES INC COM 30249U10 427 22282 SH SHARED 02 22282 D FMC TECHNOLOGIES INC COM 30249U10 218 11400 SH SHARED 05 11400 D FMC TECHNOLOGIES INC COM 30249U10 65 3400 SH SHARED 12 3400 D F M C CORP COM NEW 30249130 197 12600 SH SHARED 12600 D F M C CORP COM NEW 30249130 1025 65430 SH SHARED 65430 D F M C CORP COM NEW 30249130 352 22457 SH SHARED 01 22457 D F M C CORP COM NEW 30249130 414 26461 SH SHARED 02 26461 D F N B CORP N C COM 30251910 17 700 SH SHARED 700 D F N B CORP N C COM 30251910 17 691 SH SHARED 02 691 D FNB CORP PA COM 30252010 58 2054 SH SHARED 1261 793 D FNB CORP PA COM 30252010 150 5262 SH SHARED 01 5262 D FNB CORP PA COM 30252010 135 4742 SH SHARED 02 4742 D FPIC INS GROUP INC COM 30256310 3 489 SH SHARED 489 D FPIC INS GROUP INC COM 30256310 24 3300 SH SHARED 01 3300 D FPIC INS GROUP INC COM 30256310 39 5300 SH SHARED 02 5300 D FPL GROUP INC COM 30257110 188 3200 SH SHARED 3200 D FPL GROUP INC COM 30257110 54545 925605 SH SHARED 341871 7200 576534 D FPL GROUP INC COM 30257110 3096 52550 SH SHR/OTHR 52550 D FPL GROUP INC COM 30257110 10361 175825 SH SHARED 01 158436 800 16589 D FPL GROUP INC COM 30257110 1533 26015 SH SHR/OTHR 01 12804 13211 D FPL GROUP INC COM 30257110 9825 166736 SH SHARED 02 166736 D FPL GROUP INC COM 30257110 47817 811436 SH SHARED 05 811436 D FPL GROUP INC COM 30257110 2197 37290 SH SHARED 06 37290 D FPL GROUP INC COM 30257110 1915 32500 SH SHARED 07 32500 D FPL GROUP INC COM 30257110 830 14100 SH SHARED 09 14100 D FPL GROUP INC COM 30257110 29056 493060 SH SHARED 10 13600 479460 D FPL GROUP INC COM 30257110 6713 113916 SH SHR/OTHR 10 113916 D FPL GROUP INC COM 30257110 82 1400 SH SHARED 14 1400 D FSI INTL INC COM 30263310 5 2308 SH SHARED 2308 D FSI INTL INC COM 30263310 20 8973 SH SHARED 01 8973 D FSI INTL INC COM 30263310 41 17800 SH SHARED 02 17800 D FSI INTL INC COM 30263310 5 2200 SH SHARED 10 2200 D FTD INC CL A 30265Q10 38 1894 SH SHARED 02 1894 D FAHNESTOCK VINER HLDGS INC CL A 30292110 100 4400 SH SHARED 01 4400 D F N B CORP VA COM 30293010 6 224 SH SHARED 224 D F N B CORP VA COM 30293010 16 600 SH SHARED 01 600 D F N B CORP VA COM 30293010 97 3500 SH SHARED 02 3500 D FTI CONSULTING INC COM 30294110 344 7457 SH SHARED 7457 D FTI CONSULTING INC COM 30294110 798 17283 SH SHARED 01 17283 D FTI CONSULTING INC COM 30294110 684 14800 SH SHARED 02 14800 D FTI CONSULTING INC COM 30294110 5572 120570 SH SHR/OTHR 10 120570 D FACTORY 2-U INC COM 30307210 52 13168 SH SHARED 13168 D FACTORY 2-U INC COM 30307210 25 6377 SH SHARED 01 6377 D FACTORY 2-U INC COM 30307210 31 7900 SH SHARED 02 7900 D FACTSET RESH SYS INC COM 30307510 565 17417 SH SHARED 17417 D FACTSET RESH SYS INC COM 30307510 2063 63583 SH SHARED 01 63583 D FACTSET RESH SYS INC COM 30307510 449 13860 SH SHARED 02 13860 D FACTSET RESH SYS INC COM 30307510 32 1000 SH SHARED 10 1000 D FAIR ISAAC & CO INC COM 30325010 96 1900 SH SHARED 1900 D FAIR ISAAC & CO INC COM 30325010 915 18012 SH SHARED 18012 D FAIR ISAAC & CO INC COM 30325010 881 17355 SH SHARED 01 16718 637 D FAIR ISAAC & CO INC COM 30325010 22 442 SH SHR/OTHR 01 442 D FAIR ISAAC & CO INC COM 30325010 10777 212069 SH SHARED 02 35469 176600 D FAIRCHILD CORP CL A 30369810 4 1100 SH SHARED 02 1100 D FAIRCHILD SEMICONDUCTOR INTL CL A 30372610 26 2500 SH SHARED 2500 D FAIRCHILD SEMICONDUCTOR INTL CL A 30372610 11606 1109634 SH SHARED 728234 381400 D FAIRCHILD SEMICONDUCTOR INTL CL A 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9783 SH SHARED 01 9783 D FALCONSTOR SOFTWARE INC COM 30613710 79 20600 SH SHARED 02 20600 D FAMILY DLR STORES INC COM 30700010 9761 316100 SH SHARED 316100 D FAMILY DLR STORES INC COM 30700010 1067 34566 SH SHARED 01 33066 1500 D FAMILY DLR STORES INC COM 30700010 366 11860 SH SHARED 02 11860 D FAMILY DLR STORES INC COM 30700010 9449 306000 SH SHARED 03 290000 16000 D FAMILY DLR STORES INC COM 30700010 356 11552 SH SHARED 05 11552 D FAMILY DLR STORES INC COM 30700010 267 8665 SH SHARED 06 8665 D FAMILY DLR STORES INC COM 30700010 3536 114528 SH SHR/OTHR 10 114528 D FARGO ELECTRONICS INC COM 30744P10 21 2135 SH SHARED 02 2135 D FARMER BROS CO COM 30767510 55 180 SH SHARED 180 D FARMER BROS CO COM 30767510 61 200 SH SHARED 01 200 D FARMER BROS CO COM 30767510 153 500 SH SHARED 02 500 D FARMERS CAP BK CORP COM 30956210 8 252 SH SHARED 252 D FARMERS CAP BK CORP COM 30956210 70 2200 SH SHARED 01 2200 D FARMERS CAP BK CORP COM 30956210 118 3700 SH SHARED 02 3700 D FASTENAL CO COM 31190010 2178 77273 SH SHARED 76931 342 D FASTENAL CO COM 31190010 715 25384 SH SHARED 01 25384 D FASTENAL CO COM 31190010 824 29256 SH SHARED 02 29256 D FASTENAL CO COM 31190010 90 3200 SH SHR/OTHR 10 3200 D FEDDERS CORP COM NEW 31313550 11 3379 SH SHARED 02 3379 D FEDERAL AGRIC MTG CORP CL C 31314830 157 7215 SH SHARED 7215 D FEDERAL AGRIC MTG CORP CL C 31314830 66 3068 SH SHARED 01 3068 D FEDERAL AGRIC MTG CORP CL C 31314830 118 5425 SH SHARED 02 5425 D FEDERAL HOME LN MTG CORP COM 31340030 197977 3728390 SH SHARED 3310041 418349 D FEDERAL HOME LN MTG CORP COM 31340030 1056 19900 SH SHR/OTHR 19900 D FEDERAL HOME LN MTG CORP COM 31340030 22040 415069 SH SHARED 01 393952 21117 D FEDERAL HOME LN MTG CORP COM 31340030 1040 19591 SH SHR/OTHR 01 17191 2400 D FEDERAL HOME LN MTG CORP COM 31340030 16866 317640 SH SHARED 02 317640 D FEDERAL HOME LN MTG CORP COM 31340030 584 11000 SH SHARED 04 11000 D FEDERAL HOME LN MTG CORP COM 31340030 1170 22038 SH SHARED 05 22038 D FEDERAL HOME LN MTG CORP COM 31340030 884 16650 SH SHARED 06 16650 D FEDERAL HOME LN MTG CORP COM 31340030 677 12761 SH SHARED 07 12761 D FEDERAL HOME LN MTG CORP COM 31340030 34711 653700 SH SHARED 10 479100 135000 39600 D FEDERAL HOME LN MTG CORP COM 31340030 305398 5751381 SH SHR/OTHR 10 5751381 D FEDERAL HOME LN MTG CORP COM 31340030 6369 119945 SH SHARED 14 119945 D FEDERAL NATL MTG ASSN COM 31358610 394377 6034849 SH SHARED 3929047 2105802 D FEDERAL NATL MTG ASSN COM 31358610 11802 180605 SH SHR/OTHR 180605 D FEDERAL NATL MTG ASSN COM 31358610 55829 854320 SH SHARED 01 717448 50 136822 D FEDERAL NATL MTG ASSN COM 31358610 7787 119159 SH SHR/OTHR 01 56452 62707 D FEDERAL NATL MTG ASSN COM 31358610 26966 412640 SH SHARED 02 412640 D FEDERAL NATL MTG ASSN COM 31358610 22232 340200 SH SHARED 03 259900 80300 D FEDERAL NATL MTG ASSN COM 31358610 95437 1460400 SH SHARED 04 1460400 D FEDERAL NATL MTG ASSN COM 31358610 67096 1026720 SH SHARED 05 1026720 D FEDERAL NATL MTG ASSN COM 31358610 4620 70699 SH SHARED 06 70699 D FEDERAL NATL MTG ASSN COM 31358610 3847 58882 SH SHARED 07 58882 D FEDERAL NATL MTG ASSN COM 31358610 7660 117230 SH SHARED 08 117230 D FEDERAL NATL MTG ASSN COM 31358610 1725 26400 SH SHARED 09 26400 D FEDERAL NATL MTG ASSN COM 31358610 141990 2172775 SH SHARED 10 447100 1664875 60800 D FEDERAL NATL MTG ASSN COM 31358610 305193 4670137 SH SHR/OTHR 10 4670137 D FEDERAL NATL MTG ASSN COM 31358610 3718 56900 SH SHARED 14 56900 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 204 6742 SH SHARED 6742 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 2506 82542 SH SHARED 01 82542 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 716 23600 SH SHARED 02 23600 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 522 17202 SH SHARED 11 17202 D FEDERAL SIGNAL CORP COM 31385510 576 40596 SH SHARED 40596 D FEDERAL SIGNAL CORP COM 31385510 4 333 SH SHR/OTHR 333 D FEDERAL SIGNAL CORP COM 31385510 424 29925 SH SHARED 01 29925 D FEDERAL SIGNAL CORP COM 31385510 563 39696 SH SHARED 02 39696 D FEDERATED DEPT STORES INC DE COM 31410H10 26107 931732 SH SHARED 931732 D FEDERATED DEPT STORES INC DE COM 31410H10 2771 98915 SH SHARED 01 98815 100 D FEDERATED DEPT STORES INC DE COM 31410H10 19353 690705 SH SHARED 02 690705 D FEDERATED DEPT STORES INC DE COM 31410H10 919 32800 SH SHARED 03 32800 D FEDERATED DEPT STORES INC DE COM 31410H10 28 1016 SH SHARED 05 1016 D FEDERATED DEPT STORES INC DE COM 31410H10 275 9840 SH SHARED 06 9840 D FEDERATED DEPT STORES INC DE COM 31410H10 33813 1206776 SH SHR/OTHR 10 1206776 D FEDERATED DEPT STORES INC DE COM 31410H10 44 1600 SH SHARED 14 1600 D FEDERATED INVS INC PA CL B 31421110 38 1500 SH SHARED 1500 D FEDERATED INVS INC PA CL B 31421110 274 10801 SH SHARED 10801 D FEDERATED INVS INC PA CL B 31421110 368 14465 SH SHARED 01 14465 D FEDERATED INVS INC PA CL B 31421110 287 11309 SH SHARED 02 11309 D FEDERATED INVS INC PA CL B 31421110 153 6050 SH SHARED 06 6050 D FEDERATED INVS INC PA CL B 31421110 45 1800 SH SHR/OTHR 10 1800 D FEDERATED INVS INC PA CL B 31421110 203 8000 SH SHARED 14 8000 D FEDEX CORP COM 31428X10 41215 748423 SH SHARED 694655 53768 D FEDEX CORP COM 31428X10 853 15500 SH SHR/OTHR 15500 D FEDEX CORP COM 31428X10 14706 267047 SH SHARED 01 264647 2400 D FEDEX CORP COM 31428X10 539 9800 SH SHR/OTHR 01 9800 D FEDEX CORP COM 31428X10 2875 52207 SH SHARED 02 52207 D FEDEX CORP COM 31428X10 595 10821 SH SHARED 05 10821 D FEDEX CORP COM 31428X10 2367 42998 SH SHARED 06 42998 D FEDEX CORP COM 31428X10 9059 164500 SH SHARED 10 1500 163000 D FEDEX CORP COM 31428X10 10466 190064 SH SHR/OTHR 10 190064 D FEDEX CORP COM 31428X10 126 2300 SH SHARED 14 2300 D FELCOR LODGING TR INC COM 31430F10 1127 180899 SH SHARED 180899 D FELCOR LODGING TR INC COM 31430F10 190 30644 SH SHARED 01 30644 D FELCOR LODGING TR INC COM 31430F10 186 29900 SH SHARED 02 29900 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 183 8816 SH SHARED 8816 D FERRO CORP COM 31540510 188 8809 SH SHARED 8809 D FERRO CORP COM 31540510 906 42397 SH SHARED 01 42397 D FERRO CORP COM 31540510 1166 54581 SH SHARED 02 54581 D F5 NETWORKS INC COM 31561610 9 790 SH SHARED 790 D F5 NETWORKS INC COM 31561610 614 48663 SH SHARED 48663 D F5 NETWORKS INC COM 31561610 1424 112777 SH SHARED 01 112777 D F5 NETWORKS INC COM 31561610 195 15500 SH SHARED 02 15500 D FIAT S P A SP ADR ORD NEW 31562188 26 4200 SH SHARED 4200 D FIAT S P A SP ADR ORD NEW 31562188 2 400 SH SHARED 01 400 D FIDELITY BANCORP INC DEL COM 31583B10 11 403 SH SHARED 02 403 D FIDELITY FED BANCORP COM 31592110 1 800 SH SHARED 800 D FIDELITY BANKSHARES INC NEW COM 31604Q10 3402 185718 SH SHARED 73818 111900 D FIDELITY BANKSHARES INC NEW COM 31604Q10 93 5100 SH SHARED 01 5100 D FIDELITY BANKSHARES INC NEW COM 31604Q10 175 9600 SH SHARED 02 9600 D FIDELITY BANKSHARES INC NEW COM 31604Q10 930 50800 SH SHARED 05 50800 D FIDELITY BANKSHARES INC NEW COM 31604Q10 1454 79400 SH SHR/OTHR 10 79400 D FIDELITY NATIONAL SOLTNS INC COM 31620P10 14 803 SH SHARED 803 D FIDELITY NATIONAL SOLTNS INC COM 31620P10 166 9415 SH SHARED 01 9415 D FIDELITY NATIONAL SOLTNS INC COM 31620P10 184 10437 SH SHARED 02 10437 D FIDELITY NATL FINL INC COM 31632610 1345 39392 SH SHARED 39392 D FIDELITY NATL FINL INC COM 31632610 9454 276848 SH SHARED 01 276848 D FIDELITY NATL FINL INC COM 31632610 1452 42539 SH SHARED 02 42539 D FIFTH THIRD BANCORP COM 31677310 65708 1308132 SH SHARED 1095671 212461 D FIFTH THIRD BANCORP COM 31677310 1671 33280 SH SHR/OTHR 33280 D FIFTH THIRD BANCORP COM 31677310 13599 270743 SH SHARED 01 252853 17890 D FIFTH THIRD BANCORP COM 31677310 394 7850 SH SHR/OTHR 01 7125 725 D FIFTH THIRD BANCORP COM 31677310 11842 235753 SH SHARED 02 235753 D FIFTH THIRD BANCORP COM 31677310 12452 247900 SH SHARED 03 206700 41200 D FIFTH THIRD BANCORP COM 31677310 100 2000 SH SHARED 04 2000 D FIFTH THIRD BANCORP COM 31677310 520 10358 SH SHARED 05 10358 D FIFTH THIRD BANCORP COM 31677310 334 6650 SH SHARED 06 6650 D FIFTH THIRD BANCORP COM 31677310 7076 140882 SH SHARED 08 140882 D FIFTH THIRD BANCORP COM 31677310 22488 447700 SH SHARED 10 325700 122000 D FIFTH THIRD BANCORP COM 31677310 18805 374386 SH SHR/OTHR 10 374386 D FIFTH THIRD BANCORP COM 31677310 1127 22450 SH SHARED 14 22450 D FILENET CORP COM 31686910 260 24805 SH SHARED 24805 D FILENET CORP COM 31686910 229 21897 SH SHARED 01 21897 D FILENET CORP COM 31686910 216 20615 SH SHARED 02 20615 D FILENET CORP COM 31686910 29 2800 SH SHARED 10 2800 D FINANCIAL FED CORP COM 31749210 126 6610 SH SHARED 6610 D FINANCIAL FED CORP COM 31749210 95 4981 SH SHARED 01 4981 D FINANCIAL FED CORP COM 31749210 170 8909 SH SHARED 02 8909 D FINANCIAL INDS CORP COM 31757410 5 403 SH SHARED 403 D FINANCIAL INDS CORP COM 31757410 20 1394 SH SHARED 01 800 594 D FINANCIAL INDS CORP COM 31757410 69 4800 SH SHARED 02 4800 D FINANCIAL INSTNS INC COM 31758540 7 397 SH SHARED 397 D FINANCIAL INSTNS INC COM 31758540 27 1400 SH SHARED 01 1400 D FINANCIAL INSTNS INC COM 31758540 93 4700 SH SHARED 02 4700 D FINANCIAL INSTNS INC COM 31758540 11 600 SH SHARED 10 600 D FINDWHAT COM COM 31779410 24 2320 SH SHARED 02 2320 D FINISAR COM 31787A10 53 68991 SH SHARED 68991 D FINISAR COM 31787A10 4 5214 SH SHARED 01 5214 D FINISAR COM 31787A10 106 136322 SH SHARED 02 136322 D FINLAY ENTERPRISES INC COM NEW 31788420 2 178 SH SHARED 178 D FINLAY ENTERPRISES INC COM NEW 31788420 26 2100 SH SHARED 01 2100 D FINLAY ENTERPRISES INC COM NEW 31788420 40 3200 SH SHARED 02 3200 D FINISH LINE INC CL A 31792310 103 6900 SH SHARED 6900 D FINISH LINE INC CL A 31792310 298 19883 SH SHARED 19883 D FINISH LINE INC CL A 31792310 88 5900 SH SHARED 01 5900 D FINISH LINE INC CL A 31792310 160 10700 SH SHARED 02 10700 D FIRST AMERN CORP CALIF COM 31852230 143 5900 SH SHARED 5900 D FIRST AMERN CORP CALIF COM 31852230 1973 80889 SH SHARED 66389 14500 D FIRST AMERN CORP CALIF COM 31852230 1584 64958 SH SHARED 01 64958 D FIRST AMERN CORP CALIF COM 31852230 1890 77463 SH SHARED 02 77463 D FIRST BANCORP P R COM 31867210 59 2189 SH SHARED 2189 D FIRST BANCORP P R COM 31867210 2504 92827 SH SHARED 01 92827 D FIRST BANCORP P R COM 31867210 557 20668 SH SHARED 02 20668 D FIRST BANCORP P R COM 31867210 10 405 SH SHARED 10 405 D FIRST BANCORP N C COM 31891010 8 350 SH SHARED 350 D FIRST BANCORP N C COM 31891010 55 2200 SH SHARED 01 2200 D FIRST BANCORP N C COM 31891010 110 4400 SH SHARED 02 4400 D FIRST BELL BANCORP INC COM 31930110 7 300 SH SHARED 300 D FIRST BELL BANCORP INC COM 31930110 664 25342 SH SHARED 01 25342 D FIRST BELL BANCORP INC COM 31930110 15 593 SH SHARED 02 593 D FIRST BUSEY CORP COM 31938310 11 511 SH SHARED 511 D FIRST BUSEY CORP COM 31938310 63 2700 SH SHARED 01 2700 D FIRST BUSEY CORP COM 31938310 128 5500 SH SHARED 02 5500 D FIRST CHARTER CORP COM 31943910 34 1966 SH SHARED 1966 D FIRST CHARTER CORP COM 31943910 206 11900 SH SHARED 01 11900 D FIRST CHARTER CORP COM 31943910 326 18859 SH SHARED 02 18859 D FIRST CTZNS BANC CORP COM NO PAR 31945920 18 605 SH SHARED 02 605 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 113 1201 SH SHARED 1201 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 188 2002 SH SHARED 01 2002 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 98 1044 SH SHR/OTHR 01 1044 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 429 4560 SH SHARED 02 4560 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 8 90 SH SHARED 10 90 D FIRST COMWLTH FINL CORP PA COM 31982910 62 5354 SH SHARED 5354 D FIRST COMWLTH FINL CORP PA COM 31982910 220 18930 SH SHARED 01 18930 D FIRST COMWLTH FINL CORP PA COM 31982910 414 35600 SH SHARED 02 35600 D FIRST CMNTY BANCSHARES INC N COM 31983A10 16 493 SH SHARED 493 D FIRST CMNTY BANCSHARES INC N COM 31983A10 72 2190 SH SHARED 01 2190 D FIRST CMNTY BANCSHARES INC N COM 31983A10 178 5400 SH SHARED 02 5400 D FIRST CMNTY BANCORP CALIF COM 31983B10 48 1685 SH SHARED 1685 D FIRST CMNTY BANCORP CALIF COM 31983B10 86 3000 SH SHARED 01 3000 D FIRST CMNTY BANCORP CALIF COM 31983B10 173 6000 SH SHARED 02 6000 D FIRST CONSULTING GROUP INC COM 31986R10 6 928 SH SHARED 928 D FIRST CONSULTING GROUP INC COM 31986R10 102 15800 SH SHARED 01 15800 D FIRST CONSULTING GROUP INC COM 31986R10 71 11000 SH SHARED 02 11000 D FIRST FED CAP CORP COM 31996010 17 844 SH SHARED 844 D FIRST FED CAP CORP COM 31996010 95 4660 SH SHARED 01 4660 D FIRST FED CAP CORP COM 31996010 212 10400 SH SHARED 02 10400 D FIRST FED FINL CORP KY COM 31996110 14 467 SH SHARED 02 467 D FIRST DATA CORP DEBT 2.000% 3/0 319963AD 1364 1293000 PRN SHARED 01 965000 328000 D FIRST DATA CORP DEBT 2.000% 3/0 319963AD 2005 1901000 PRN SHR/OTHR 01 875000 1026000 D FIRST DATA CORP COM 31996310 102013 2756381 SH SHARED 1438481 4000 1313900 D FIRST DATA CORP COM 31996310 7177 193924 SH SHR/OTHR 193924 D FIRST DATA CORP COM 31996310 32096 867246 SH SHARED 01 632434 125 234687 D FIRST DATA CORP COM 31996310 3919 105902 SH SHR/OTHR 01 39168 66734 D FIRST DATA CORP COM 31996310 11948 322839 SH SHARED 02 322839 D FIRST DATA CORP COM 31996310 11339 306400 SH SHARED 03 250400 56000 D FIRST DATA CORP COM 31996310 63845 1725100 SH SHARED 04 1725100 D FIRST DATA CORP COM 31996310 1234 33350 SH SHARED 05 33350 D FIRST DATA CORP COM 31996310 2145 57966 SH SHARED 06 57966 D FIRST DATA CORP COM 31996310 27431 741200 SH SHARED 10 641200 100000 D FIRST DATA CORP COM 31996310 35303 953896 SH SHR/OTHR 10 953896 D FIRST DATA CORP COM 31996310 1036 28000 SH SHARED 14 28000 D FIRST DEFIANCE FINL CORP COM 32006W10 3 177 SH SHARED 177 D FIRST DEFIANCE FINL CORP COM 32006W10 59 3200 SH SHARED 02 3200 D FIRST ESSEX BANCORP INC COM 32010310 97 3143 SH SHARED 3143 D FIRST ESSEX BANCORP INC COM 32010310 102 3300 SH SHARED 01 3300 D FIRST ESSEX BANCORP INC COM 32010310 124 4000 SH SHARED 02 4000 D FIRST FINL BANKSHARES COM 32020R10 25 708 SH SHARED 708 D FIRST FINL BANKSHARES COM 32020R10 130 3687 SH SHARED 01 3687 D FIRST FINL BANKSHARES COM 32020R10 266 7500 SH SHARED 02 7500 D FIRST FINL BANCORP OH COM 32020910 35 2234 SH SHARED 2234 D FIRST FINL BANCORP OH COM 32020910 190 12026 SH SHARED 01 12026 D FIRST FINL BANCORP OH COM 32020910 474 29900 SH SHARED 02 29900 D FIRST FED BANCSHARES INC DEL COM 32021B10 33 1600 SH SHARED 1600 D FIRST FINL CORP IND COM 32021810 24 514 SH SHARED 514 D FIRST FINL CORP IND COM 32021810 99 2105 SH SHARED 01 2105 D FIRST FINL CORP IND COM 32021810 212 4500 SH SHARED 02 4500 D FIRST FINL CORP IND COM 32021810 21 450 SH SHARED 10 450 D FIRST FINL HLDGS INC COM 32023910 138 5616 SH SHARED 5616 D FIRST FINL HLDGS INC COM 32023910 268 10900 SH SHARED 01 10900 D FIRST FINL HLDGS INC COM 32023910 209 8500 SH SHARED 02 8500 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 3 1432 SH SHARED 1432 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 13 5270 SH SHARED 01 5270 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 50 19975 SH SHARED 02 19975 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 137 4843 SH SHARED 2743 2100 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 818 28907 SH SHARED 01 15757 13150 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 465 16440 SH SHR/OTHR 01 9640 6800 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 182 6444 SH SHARED 02 6444 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 14590 515200 SH SHR/OTHR 10 515200 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 15760 556500 SH SHARED 11 550900 5600 D FIRST IND CORP COM 32054R10 13 842 SH SHARED 842 D FIRST IND CORP COM 32054R10 56 3546 SH SHARED 01 3546 D FIRST IND CORP COM 32054R10 131 8300 SH SHARED 02 8300 D FIRST ISRAEL FD INC COM 32063L10 1743 208600 SH SHARED 208600 D FIRST LONG IS CORP COM 32073410 3 113 SH SHARED 113 D FIRST LONG IS CORP COM 32073410 3 100 SH SHARED 01 100 D FIRST LONG IS CORP COM 32073410 72 2100 SH SHARED 02 2100 D FIRST M & F CORP COM 32074410 21 589 SH SHARED 02 589 D FIRST MERCHANTS CORP COM 32081710 49 2149 SH SHARED 2149 D FIRST MERCHANTS CORP COM 32081710 96 4249 SH SHARED 01 4249 D FIRST MERCHANTS CORP COM 32081710 200 8800 SH SHARED 02 8800 D FIRST MIDWEST BANCORP DEL COM 32086710 107 4167 SH SHARED 4167 D FIRST MIDWEST BANCORP DEL COM 32086710 171 6653 SH SHARED 01 6653 D FIRST MIDWEST BANCORP DEL COM 32086710 88 3414 SH SHARED 02 3414 D FIRST NATL CORP ORANGEBURG S COM 32094210 9 387 SH SHARED 387 D FIRST NATL CORP ORANGEBURG S COM 32094210 27 1090 SH SHARED 01 1090 D FIRST NATL CORP ORANGEBURG S COM 32094210 116 4600 SH SHARED 02 4600 D FIRST HEALTH GROUP CORP COM 32096010 2534 99613 SH SHARED 99488 125 D FIRST HEALTH GROUP CORP COM 32096010 2304 90589 SH SHARED 01 90589 D FIRST HEALTH GROUP CORP COM 32096010 25 1000 SH SHR/OTHR 01 1000 D FIRST HEALTH GROUP CORP COM 32096010 1038 40811 SH SHARED 02 40811 D FIRST HEALTH GROUP CORP COM 32096010 262 10300 SH SHR/OTHR 10 10300 D FIRST NIAGARA FINL GP INC COM 33582V10 11970 1018663 SH SHARED 620836 18447 379380 D FIRST NIAGARA FINL GP INC COM 33582V10 1134 96533 SH SHARED 01 96533 D FIRST NIAGARA FINL GP INC COM 33582V10 175 14917 SH SHARED 02 14917 D FIRST NIAGARA FINL GP INC COM 33582V10 118 10100 SH SHARED 05 10100 D FIRST NIAGARA FINL GP INC COM 33582V10 7479 636490 SH SHARED 10 636490 D FIRST NIAGARA FINL GP INC COM 33582V10 4773 406200 SH SHR/OTHR 10 406200 D FIRST NIAGARA FINL GP INC COM 33582V10 38 3276 SH SHARED 12 3276 D FIRST OAK BROOK BANCSHARES I COM 33584720 8 287 SH SHARED 287 D FIRST OAK BROOK BANCSHARES I COM 33584720 51 1700 SH SHARED 01 1700 D FIRST OAK BROOK BANCSHARES I COM 33584720 79 2600 SH SHARED 02 2600 D FIRST PACTRUST BANCORP INC COM 33589V10 1 100 SH SHARED 100 D FIRST PL FINL CORP COM 33610T10 10 682 SH SHARED 682 D FIRST PL FINL CORP COM 33610T10 74 4900 SH SHARED 01 4900 D FIRST PL FINL CORP COM 33610T10 115 7600 SH SHARED 02 7600 D FIRST PHILIPPINE FD INC COM 33610010 64 28000 SH SHARED 28000 D FIRST REP BK SAN FRANCISCO COM 33615810 286 13276 SH SHARED 13276 D FIRST REP BK SAN FRANCISCO COM 33615810 82 3817 SH SHARED 01 3817 D FIRST REP BK SAN FRANCISCO COM 33615810 188 8743 SH SHARED 02 8743 D FIRST SECURITYFED FINL INC COM 33639210 13 504 SH SHARED 02 504 D FIRST SENTINEL BANCORP INC COM 33640T10 22 1624 SH SHARED 1624 D FIRST SENTINEL BANCORP INC COM 33640T10 109 7934 SH SHARED 01 7934 D FIRST SENTINEL BANCORP INC COM 33640T10 207 15000 SH SHARED 02 15000 D FIRST ST BANCORPORATION COM 33645310 4 230 SH SHARED 230 D FIRST ST BANCORPORATION COM 33645310 51 2400 SH SHARED 01 2400 D FIRST ST BANCORPORATION COM 33645310 42 2000 SH SHR/OTHR 01 2000 D FIRST ST BANCORPORATION COM 33645310 77 3600 SH SHARED 02 3600 D FIRST SOUTH BANCORP INC VA COM 33646W10 8 253 SH SHARED 253 D FIRST SOUTH BANCORP INC VA COM 33646W10 55 1700 SH SHARED 02 1700 D 1ST SOURCE CORP COM 33690110 11 899 SH SHARED 899 D 1ST SOURCE CORP COM 33690110 51 4056 SH SHARED 01 4056 D 1ST SOURCE CORP COM 33690110 112 8800 SH SHARED 02 8800 D 1ST SOURCE CORP COM 33690110 14 1170 SH SHARED 10 1170 D FIRST TENN NATL CORP COM 33716210 12195 307108 SH SHARED 306658 450 D FIRST TENN NATL CORP COM 33716210 1945 49002 SH SHARED 01 49002 D FIRST TENN NATL CORP COM 33716210 3175 79967 SH SHARED 02 79967 D FIRST TENN NATL CORP COM 33716210 27 687 SH SHARED 05 687 D FIRST TENN NATL CORP COM 33716210 3376 85030 SH SHR/OTHR 10 85030 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 33 20000 SH SHARED 01 20000 D FIRST UN REAL EST EQ&MTG INV PFD CONV SER A 33740030 1498 76350 SH SHARED 76350 D FIRST UTD CORP COM 33741H10 16 776 SH SHARED 02 776 D FIRST VA BANKS INC COM 33747710 470 12000 SH SHARED 12000 D FIRST VA BANKS INC COM 33747710 833 21250 SH SHARED 01 21250 D FIRST VA BANKS INC COM 33747710 88 2250 SH SHR/OTHR 01 2250 D FIRST VA BANKS INC COM 33747710 944 24069 SH SHARED 02 24069 D FIRST VA BANKS INC COM 33747710 263 6714 SH SHR/OTHR 10 6714 D FIRSTBANK CORP MICH COM 33761G10 19 685 SH SHARED 02 685 D FIRSTBANK CORP MICH COM 33761G10 142 4984 SH SHR/OTHR 10 4984 D FIRSTSERVICE CORP SUB VTG SH 33761N10 25 2300 SH SHARED 01 2300 D FIRSTFED BANCORP INC COM 33761Q10 14 2291 SH SHARED 2291 D FIRST YRS INC COM 33761010 96 8400 SH SHARED 8400 D FISERV INC COM 33773810 25834 820650 SH SHARED 668650 152000 D FISERV INC COM 33773810 258 8200 SH SHR/OTHR 8200 D FISERV INC COM 33773810 6184 196457 SH SHARED 01 195557 900 D FISERV INC COM 33773810 31 1000 SH SHR/OTHR 01 1000 D FISERV INC COM 33773810 4221 134103 SH SHARED 02 134103 D FISERV INC COM 33773810 30 969 SH SHARED 05 969 D FISERV INC COM 33773810 51 1650 SH SHARED 06 1650 D FISERV INC COM 33773810 42076 1336600 SH SHARED 10 510250 826350 D FISERV INC COM 33773810 17050 541634 SH SHR/OTHR 10 541634 D FISHER COMMUNICATIONS INC COM 33775620 10 244 SH SHARED 244 D FISHER COMMUNICATIONS INC COM 33775620 40 900 SH SHARED 01 900 D FISHER COMMUNICATIONS INC COM 33775620 133 3000 SH SHARED 02 3000 D FIRSTFED FINL CORP COM 33790710 123 4100 SH SHARED 4100 D FIRSTFED FINL CORP COM 33790710 98 3254 SH SHARED 3254 D FIRSTFED FINL CORP COM 33790710 344 11400 SH SHARED 01 11400 D FIRSTFED FINL CORP COM 33790710 328 10887 SH SHARED 02 10887 D FIRSTFED FINL CORP COM 33790710 61 2040 SH SHARED 10 2040 D FIRSTMERIT CORP COM 33791510 488 26517 SH SHARED 26517 D FIRSTMERIT CORP COM 33791510 529 28734 SH SHARED 01 28734 D FIRSTMERIT CORP COM 33791510 448 24312 SH SHARED 02 24312 D FIRSTFED AMER BANCORP INC COM 33792910 68 2454 SH SHARED 2454 D FIRSTFED AMER BANCORP INC COM 33792910 95 3400 SH SHARED 01 3400 D FIRSTFED AMER BANCORP INC COM 33792910 123 4400 SH SHARED 02 4400 D FLAGSTAR BANCORP INC COM 33793010 21 809 SH SHARED 809 D FLAGSTAR BANCORP INC COM 33793010 1407 53375 SH SHARED 01 53375 D FLAGSTAR BANCORP INC COM 33793010 223 8486 SH SHARED 02 8486 D FLAGSTAR BANCORP INC COM 33793010 24 945 SH SHARED 10 945 D FIRSTENERGY CORP COM 33793210 41914 1330619 SH SHARED 662118 668501 D FIRSTENERGY CORP COM 33793210 63 2022 SH SHR/OTHR 2022 D FIRSTENERGY CORP COM 33793210 6861 217837 SH SHARED 01 217037 800 D FIRSTENERGY CORP COM 33793210 74 2366 SH SHR/OTHR 01 266 2100 D FIRSTENERGY CORP COM 33793210 4888 155187 SH SHARED 02 155187 D FIRSTENERGY CORP COM 33793210 14906 473237 SH SHARED 05 473237 D FIRSTENERGY CORP COM 33793210 378 12020 SH SHARED 06 12020 D FIRSTENERGY CORP COM 33793210 1527 48500 SH SHARED 07 48500 D FIRSTENERGY CORP COM 33793210 774 24600 SH SHARED 09 24600 D FIRSTENERGY CORP COM 33793210 42021 1334000 SH SHARED 10 23400 1310600 D FIRSTENERGY CORP COM 33793210 6175 196049 SH SHR/OTHR 10 196049 D FIRSTENERGY CORP COM 33793210 88 2800 SH SHARED 14 2800 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 355 12710 SH SHARED 12710 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 233 8355 SH SHARED 01 8355 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 142 5100 SH SHARED 02 5100 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 14 520 SH SHARED 06 520 D FIVE STAR QUALITY CARE INC COM 33832D10 0 228 SH SHARED 228 D FIVE STAR QUALITY CARE INC COM 33832D10 0 1 SH SHARED 01 1 D FLAG FINL CORP COM 33832H10 13 1071 SH SHARED 02 1071 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 3 500 SH SHARED 02 500 D FLEETBOSTON FINL CORP COM 33903010 183477 7683318 SH SHARED 6080258 1603060 D FLEETBOSTON FINL CORP COM 33903010 1254 52539 SH SHR/OTHR 52539 D FLEETBOSTON FINL CORP COM 33903010 17995 753560 SH SHARED 01 742816 10744 D FLEETBOSTON FINL CORP COM 33903010 351 14708 SH SHR/OTHR 01 4813 9895 D FLEETBOSTON FINL CORP COM 33903010 11552 483786 SH SHARED 02 483786 D FLEETBOSTON FINL CORP COM 33903010 604 25300 SH SHARED 03 25300 D FLEETBOSTON FINL CORP COM 33903010 518 21702 SH SHARED 05 21702 D FLEETBOSTON FINL CORP COM 33903010 591 24782 SH SHARED 06 24782 D FLEETBOSTON FINL CORP COM 33903010 42643 1785754 SH SHARED 10 503700 1178054 104000 D FLEETBOSTON FINL CORP COM 33903010 56868 2381416 SH SHR/OTHR 10 2381416 D FLEETBOSTON FINL CORP COM 33903010 1549 64900 SH SHARED 14 64900 D FLEETWOOD ENTERPRISES INC COM 33909910 7 1800 SH SHARED 1800 D FLEETWOOD ENTERPRISES INC COM 33909910 40 10078 SH SHARED 01 10078 D FLEETWOOD ENTERPRISES INC COM 33909910 131 32458 SH SHARED 02 32458 D FLEMING COS INC NOTE 5.250% 3/1 339130AR 0 2560 PRN SHARED 01 2560 D FLEMING COS INC NOTE 5.250% 3/1 339130AR 9 105000 PRN SHARED 02 105000 D FLEMING COS INC COM 33913010 2 5600 SH SHARED 5600 D FLEMING COS INC COM 33913010 18 36041 SH SHARED 36041 D FLEMING COS INC COM 33913010 7 14235 SH SHARED 01 14235 D FLEMING COS INC COM 33913010 14 28632 SH SHARED 02 28632 D FLEXSTEEL INDS INC COM 33938210 10 800 SH SHARED 02 800 D FLORIDA EAST COAST INDS CL A 34063210 47 1936 SH SHARED 1244 692 D FLORIDA EAST COAST INDS CL A 34063210 151 6200 SH SHARED 01 6200 D FLORIDA EAST COAST INDS CL A 34063210 341 13978 SH SHARED 02 13978 D FLORIDA EAST COAST INDS CL B 34063220 412 17118 SH SHARED 17118 D FLORIDA EAST COAST INDS CL B 34063220 96 4000 SH SHR/OTHR 01 4000 D FLORIDA ROCK INDS INC COM 34114010 124 3670 SH SHARED 1270 2400 D FLORIDA ROCK INDS INC COM 34114010 1338 39535 SH SHARED 01 39535 D FLORIDA ROCK INDS INC COM 34114010 33 1000 SH SHR/OTHR 01 1000 D FLORIDA ROCK INDS INC COM 34114010 425 12580 SH SHARED 02 12580 D FLORIDAFIRST BANCORP INC NEW COM 34325810 45 2100 SH SHARED 2100 D FLORIDAFIRST BANCORP INC NEW COM 34325810 446 20618 SH SHARED 01 20618 D FLORIDAFIRST BANCORP INC NEW COM 34325810 14 686 SH SHARED 02 686 D FLUOR CORP NEW COM 34341210 6746 200305 SH SHARED 198905 1400 D FLUOR CORP NEW COM 34341210 1784 52987 SH SHARED 01 52987 D FLUOR CORP NEW COM 34341210 1243 36926 SH SHARED 02 36926 D FLUOR CORP NEW COM 34341210 19 585 SH SHARED 05 585 D FLUOR CORP NEW COM 34341210 44 1310 SH SHARED 06 1310 D FLUOR CORP NEW COM 34341210 1835 54507 SH SHR/OTHR 10 54507 D FLOW INTL CORP COM 34346810 1 882 SH SHARED 882 D FLOW INTL CORP COM 34346810 6 3200 SH SHARED 01 3200 D FLOW INTL CORP COM 34346810 16 8150 SH SHARED 02 8150 D FLOWERS FOODS INC COM 34349810 35 1283 SH SHARED 1283 D FLOWERS FOODS INC COM 34349810 762 27835 SH SHARED 01 27835 D FLOWERS FOODS INC COM 34349810 390 14270 SH SHARED 02 14270 D FLOWSERVE CORP COM 34354P10 16 1400 SH SHARED 1400 D FLOWSERVE CORP COM 34354P10 164 14130 SH SHARED 01 14130 D FLOWSERVE CORP COM 34354P10 184 15846 SH SHARED 02 15846 D FLUSHING FINL CORP COM 34387310 10 595 SH SHARED 595 D FLUSHING FINL CORP COM 34387310 74 4300 SH SHARED 01 4300 D FLUSHING FINL CORP COM 34387310 104 6000 SH SHARED 02 6000 D FOAMEX INTL INC COM 34412310 1 1166 SH SHARED 1166 D FOAMEX INTL INC COM 34412310 7 6400 SH SHARED 01 6400 D FOAMEX INTL INC COM 34412310 15 13100 SH SHARED 02 13100 D FOG CUTTER CAP GROUP INC COM 34416Q10 8 1500 SH SHARED 1500 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 9433 283545 SH SHARED 01 283545 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 731 22000 SH SHARED 04 22000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 4617 138803 SH SHARED 05 138803 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1285 38651 SH SHARED 09 38651 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 9315 280000 SH SHR/OTHR 10 280000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1829 54991 SH SHARED 12 54991 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 801 24100 SH SHARED 14 24100 D FONAR CORP COM 34443710 0 118 SH SHARED 02 118 D FOOT LOCKER INC COM 34484910 10 1000 SH SHARED 1000 D FOOT LOCKER INC COM 34484910 157 14747 SH SHARED 01 14747 D FOOT LOCKER INC COM 34484910 32 3000 SH SHR/OTHR 01 3000 D FOOT LOCKER INC COM 34484910 91 8544 SH SHARED 02 8544 D FOOTHILL INDPT BANCORP COM 34490510 14 769 SH SHARED 02 769 D FOOTSTAR INC COM 34491210 11 1400 SH SHARED 1400 D FOOTSTAR INC COM 34491210 50 6033 SH SHARED 6033 D FOOTSTAR INC COM 34491210 585 69719 SH SHARED 01 5919 63800 D FOOTSTAR INC COM 34491210 386 45975 SH SHR/OTHR 01 43500 2475 D FOOTSTAR INC COM 34491210 106 12647 SH SHARED 02 12647 D FORD MTR CO DEL COM PAR $0.01 34537086 263 35040 SH SHARED 34800 240 D FORD MTR CO DEL COM PAR $0.01 34537086 31914 4243900 SH SHARED 4208536 35364 D FORD MTR CO DEL COM PAR $0.01 34537086 16 2200 SH SHR/OTHR 2200 D FORD MTR CO DEL COM PAR $0.01 34537086 6170 820516 SH SHARED 01 800049 20467 D FORD MTR CO DEL COM PAR $0.01 34537086 546 72613 SH SHR/OTHR 01 5978 66635 D FORD MTR CO DEL COM PAR $0.01 34537086 13099 1741971 SH SHARED 02 1741971 D FORD MTR CO DEL COM PAR $0.01 34537086 327 43612 SH SHARED 05 43612 D FORD MTR CO DEL COM PAR $0.01 34537086 289 38550 SH SHARED 06 38550 D FORD MTR CO DEL COM PAR $0.01 34537086 30634 4073723 SH SHR/OTHR 10 4073723 D FORD MTR CO DEL COM PAR $0.01 34537086 109 14600 SH SHARED 14 14600 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 4927 139860 SH SHARED 139860 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 28 800 SH SHARED 01 800 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 5601 159000 SH SHARED 02 159000 D FORDING CDN COAL TR TR UNIT 34542510 0 32 SH SHARED 32 D FORDING CDN COAL TR TR UNIT 34542510 31 1640 SH SHARED 01 1640 D FORDING CDN COAL TR TR UNIT 34542510 7 373 SH SHR/OTHR 01 373 D FORDING CDN COAL TR TR UNIT 34542510 20 1070 SH SHARED 14 1070 D FOREST CITY ENTERPRISES INC CL A 34555010 58 1674 SH SHARED 1674 D FOREST CITY ENTERPRISES INC CL A 34555010 93 2700 SH SHARED 01 2700 D FOREST CITY ENTERPRISES INC CL A 34555010 84 2426 SH SHARED 02 2426 D FOREST LABS INC COM 34583810 80674 1494806 SH SHARED 1182035 19450 293321 D FOREST LABS INC COM 34583810 1867 34600 SH SHR/OTHR 34600 D FOREST LABS INC COM 34583810 12979 240501 SH SHARED 01 144151 96350 D FOREST LABS INC COM 34583810 2383 44165 SH SHR/OTHR 01 19150 25015 D FOREST LABS INC COM 34583810 8196 151868 SH SHARED 02 151868 D FOREST LABS INC COM 34583810 9514 176300 SH SHARED 04 176300 D FOREST LABS INC COM 34583810 568 10535 SH SHARED 05 10535 D FOREST LABS INC COM 34583810 1257 23301 SH SHARED 06 23301 D FOREST LABS INC COM 34583810 4452 82500 SH SHARED 10 82500 D FOREST LABS INC COM 34583810 16229 300713 SH SHR/OTHR 10 300713 D FOREST LABS INC COM 34583810 3031 56170 SH SHARED 14 56170 D FOREST OIL CORP COM PAR $0.01 34609170 179 8040 SH SHARED 8040 D FOREST OIL CORP COM PAR $0.01 34609170 2893 129737 SH SHARED 01 129737 D FOREST OIL CORP COM PAR $0.01 34609170 372 16703 SH SHARED 02 16703 D FOREST OIL CORP COM PAR $0.01 34609170 2230 100000 SH SHARED 04 100000 D FORRESTER RESH INC COM 34656310 68 4864 SH SHARED 4864 D FORRESTER RESH INC COM 34656310 98 6974 SH SHARED 01 6974 D FORRESTER RESH INC COM 34656310 121 8605 SH SHARED 02 8605 D FORTUNE BRANDS INC COM 34963110 26969 629108 SH SHARED 302645 326463 D FORTUNE BRANDS INC COM 34963110 1805 42125 SH SHR/OTHR 42125 D FORTUNE BRANDS INC COM 34963110 11262 262714 SH SHARED 01 197945 300 64469 D FORTUNE BRANDS INC COM 34963110 2299 53634 SH SHR/OTHR 01 32420 21214 D FORTUNE BRANDS INC COM 34963110 3286 76670 SH SHARED 02 76670 D FORTUNE BRANDS INC COM 34963110 2730 63700 SH SHARED 04 63700 D FORTUNE BRANDS INC COM 34963110 35 839 SH SHARED 05 839 D FORTUNE BRANDS INC COM 34963110 55 1300 SH SHARED 06 1300 D FORTUNE BRANDS INC COM 34963110 3717 86718 SH SHR/OTHR 10 86718 D FORTUNE BRANDS INC COM 34963110 677 15794 SH SHARED 14 15794 D FORWARD AIR CORP COM 34985310 2856 131250 SH SHARED 131250 D FORWARD AIR CORP COM 34985310 26 1210 SH SHARED 1210 D FORWARD AIR CORP COM 34985310 90 4166 SH SHARED 01 4166 D FORWARD AIR CORP COM 34985310 165 7626 SH SHARED 02 7626 D FOSSIL INC COM 34988210 74 4300 SH SHARED 4300 D FOSSIL INC COM 34988210 80 4678 SH SHARED 4678 D FOSSIL INC COM 34988210 238 13874 SH SHARED 01 13874 D FOSSIL INC COM 34988210 292 16962 SH SHARED 02 16962 D FOSSIL INC COM 34988210 49 2865 SH SHARED 10 2865 D FOUNDRY NETWORKS INC COM 35063R10 2959 368077 SH SHARED 345277 22800 D FOUNDRY NETWORKS INC COM 35063R10 1875 233209 SH SHARED 01 230434 2775 D FOUNDRY NETWORKS INC COM 35063R10 29 3641 SH SHR/OTHR 01 3641 D FOUNDRY NETWORKS INC COM 35063R10 458 57000 SH SHARED 02 57000 D FOUNDRY NETWORKS INC COM 35063R10 104 13000 SH SHARED 05 13000 D FOUNDRY NETWORKS INC COM 35063R10 5680 706500 SH SHARED 10 706500 D 4 KIDS ENTMT INC COM 35086510 288 24473 SH SHARED 24473 D 4 KIDS ENTMT INC COM 35086510 78 6627 SH SHARED 01 6627 D 4 KIDS ENTMT INC COM 35086510 69 5927 SH SHARED 02 5927 D 4 KIDS ENTMT INC COM 35086510 15 1340 SH SHARED 10 1340 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 80 2967 SH SHARED 2967 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 310 11436 SH SHARED 01 11436 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 578 21303 SH SHARED 02 21303 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 320 11795 SH SHR/OTHR 10 11795 D FOX ENTMT GROUP INC CL A 35138T10 2938 110192 SH SHARED 110192 D FOX ENTMT GROUP INC CL A 35138T10 898 33702 SH SHARED 01 33702 D FOX ENTMT GROUP INC CL A 35138T10 564 21154 SH SHARED 02 21154 D FOX ENTMT GROUP INC CL A 35138T10 11468 430000 SH SHARED 04 430000 D FOX ENTMT GROUP INC CL A 35138T10 181 6800 SH SHARED 14 6800 D FRANCE GROWTH FD INC COM 35177K10 5106 1023400 SH SHARED 1023400 D FRANCE TELECOM SPONSORED ADR 35177Q10 3215 140979 SH SHARED 140979 D FRANCE TELECOM SPONSORED ADR 35177Q10 5 226 SH SHARED 01 226 D FRANCE TELECOM SPONSORED ADR 35177Q10 1380 60500 SH SHARED 02 60500 D FRANCE TELECOM SPONSORED ADR 35177Q10 280 12280 SH SHR/OTHR 10 12280 D FRANKLIN BANCORP INC MICH COM 35242V10 40 2525 SH SHARED 2525 D FRANKLIN ELEC INC COM 35351410 3731 79418 SH SHARED 47918 31500 D FRANKLIN ELEC INC COM 35351410 305 6500 SH SHARED 01 6500 D FRANKLIN ELEC INC COM 35351410 183 3900 SH SHARED 02 3900 D FRANKLIN ELEC INC COM 35351410 479 10200 SH SHARED 10 10200 D FRANKLIN FINL CORP TENN COM NEW 35352320 7 245 SH SHARED 245 D FRANKLIN FINL CORP TENN COM NEW 35352320 249 8581 SH SHARED 01 8581 D FRANKLIN FINL CORP TENN COM NEW 35352320 46 1600 SH SHARED 02 1600 D FRANKLIN RES INC NOTE 5/1 354613AC 58321 97527000 PRN SHARED 97527000 D FRANKLIN RES INC COM 35461310 18206 553221 SH SHARED 475598 77623 D FRANKLIN RES INC COM 35461310 478 14550 SH SHR/OTHR 14550 D FRANKLIN RES INC COM 35461310 1513 46000 SH SHARED 01 39900 6100 D FRANKLIN RES INC COM 35461310 85 2595 SH SHR/OTHR 01 2595 D FRANKLIN RES INC COM 35461310 3357 102029 SH SHARED 02 102029 D FRANKLIN RES INC COM 35461310 50 1537 SH SHARED 05 1537 D FRANKLIN RES INC COM 35461310 6992 212482 SH SHR/OTHR 10 212482 D FRANKLIN RES INC COM 35461310 52 1600 SH SHARED 14 1600 D FRANKLIN UNVL TR SH BEN INT 35514510 161 30600 SH SHARED 30600 D FREDS INC CL A 35610810 4334 155639 SH SHARED 94339 61300 D FREDS INC CL A 35610810 231 8311 SH SHARED 01 8311 D FREDS INC CL A 35610810 371 13350 SH SHARED 02 13350 D FREDS INC CL A 35610810 526 18900 SH SHARED 10 18900 D FREEMARKETS INC COM 35660210 128 23495 SH SHARED 23495 D FREEMARKETS INC COM 35660210 900 164544 SH SHARED 01 164544 D FREEMARKETS INC COM 35660210 130 23800 SH SHARED 02 23800 D FREEPORT-MCMORAN COPPER & GO NOTE 8.250% 1/3 35671DAF 15340 13000000 PRN SHARED 13000000 D FREEPORT-MCMORAN COPPER & GO PFD CV 0.05SH 35671D50 1397 67000 SH SHARED 67000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 5511 323229 SH SHARED 289019 34210 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 241 14165 SH SHARED 01 13565 600 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 1 80 SH SHR/OTHR 01 80 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 1562 91630 SH SHARED 02 91630 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 2131 125000 SH SHARED 04 125000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 2633 154480 SH SHR/OTHR 10 154480 D FREMONT GEN CORP COM 35728810 42 6106 SH SHARED 6106 D FREMONT GEN CORP COM 35728810 113 16381 SH SHARED 01 16381 D FREMONT GEN CORP COM 35728810 328 47235 SH SHARED 02 47235 D FRESCO INDEX SHS FDS DJ EURO STX 50 35802T20 132 6000 SH SHARED 02 6000 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 23898 1400000 SH SHARED 1400000 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 57 3353 SH SHARED 01 2934 419 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 8 472 SH SHR/OTHR 01 472 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 257 15100 SH SHARED 02 15100 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843310 26 2971 SH SHARED 2971 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843310 811 89700 SH SHARED 01 89700 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843310 91 10158 SH SHARED 02 10158 D FRIEDMANS INC CL A 35843810 8 888 SH SHARED 888 D FRIEDMANS INC CL A 35843810 48 5000 SH SHARED 01 5000 D FRIEDMANS INC CL A 35843810 96 10100 SH SHARED 02 10100 D FRISCHS RESTAURANTS INC COM 35874810 3 200 SH SHARED 02 200 D FRONTIER AIRLINES INC NEW COM 35906510 12 2500 SH SHARED 2500 D FRONTIER AIRLINES INC NEW COM 35906510 9 1950 SH SHARED 1950 D FRONTIER AIRLINES INC NEW COM 35906510 41 8429 SH SHARED 01 8429 D FRONTIER AIRLINES INC NEW COM 35906510 90 18189 SH SHARED 02 18189 D FRONTIER AIRLINES INC NEW COM 35906510 15 3210 SH SHARED 10 3210 D FRONTIER FINL CORP WASH COM 35907K10 23 948 SH SHARED 948 D FRONTIER FINL CORP WASH COM 35907K10 310 12600 SH SHARED 01 12600 D FRONTIER FINL CORP WASH COM 35907K10 241 9800 SH SHARED 02 9800 D FRONTIER OIL CORP COM 35914P10 1670 97715 SH SHARED 97465 250 D FRONTIER OIL CORP COM 35914P10 293 17159 SH SHARED 01 17159 D FRONTIER OIL CORP COM 35914P10 274 16055 SH SHARED 02 16055 D FUELCELL ENERGY INC COM 35952H10 113 22476 SH SHARED 22476 D FUELCELL ENERGY INC COM 35952H10 65 13028 SH SHARED 01 13028 D FUELCELL ENERGY INC COM 35952H10 117 23243 SH SHARED 02 23243 D FUELCELL ENERGY INC COM 35952H10 171 34000 SH SHARED 04 34000 D FUJI PHOTO FILM LTD ADR 35958630 636 20988 SH SHARED 4818 16170 D FUJI PHOTO FILM LTD ADR 35958630 14 482 SH SHARED 01 482 D FULLER H B CO COM 35969410 172 7478 SH SHARED 7478 D FULLER H B CO COM 35969410 264 11455 SH SHARED 01 11455 D FULLER H B CO COM 35969410 411 17777 SH SHARED 02 17777 D FULLER H B CO COM 35969410 18 810 SH SHARED 10 810 D FULTON FINL CORP PA COM 36027110 3 210 SH SHARED 210 D FULTON FINL CORP PA COM 36027110 157 8395 SH SHARED 01 8395 D FULTON FINL CORP PA COM 36027110 127 6808 SH SHARED 02 6808 D FURNITURE BRANDS INTL INC COM 36092110 228 11700 SH SHARED 11700 D FURNITURE BRANDS INTL INC COM 36092110 10248 523975 SH SHARED 332800 191175 D FURNITURE BRANDS INTL INC COM 36092110 2355 120400 SH SHARED 01 120400 D FURNITURE BRANDS INTL INC COM 36092110 551 28202 SH SHARED 02 28202 D FURNITURE BRANDS INTL INC COM 36092110 170 8700 SH SHARED 05 8700 D FURNITURE BRANDS INTL INC COM 36092110 6767 346000 SH SHR/OTHR 10 346000 D FURNITURE BRANDS INTL INC COM 36092110 62 3200 SH SHARED 12 3200 D G & K SVCS INC CL A 36126810 228 9504 SH SHARED 1152 8352 D G & K SVCS INC CL A 36126810 174 7272 SH SHARED 01 7272 D G & K SVCS INC CL A 36126810 426 17765 SH SHARED 02 17765 D GA FINL INC COM 36143710 16 650 SH SHARED 02 650 D GATX CORP COM 36144810 153 10599 SH SHARED 10599 D GATX CORP COM 36144810 227 15716 SH SHARED 01 13716 2000 D GATX CORP COM 36144810 28 2000 SH SHR/OTHR 01 2000 D GATX CORP COM 36144810 1181 81568 SH SHARED 02 81568 D GBC BANCORP CALIF COM 36147510 9 394 SH SHARED 394 D GBC BANCORP CALIF COM 36147510 136 5640 SH SHARED 01 5640 D GBC BANCORP CALIF COM 36147510 116 4828 SH SHARED 02 4828 D GBC BANCORP CALIF COM 36147510 50 2080 SH SHARED 10 2080 D GP STRATEGIES CORP COM 36225V10 50 10000 SH SHARED 10000 D GSI LUMONICS INC COM 36229U10 11 2647 SH SHARED 2647 D GSI LUMONICS INC COM 36229U10 0 233 SH SHARED 01 233 D G-III APPAREL GROUP LTD COM 36237H10 143 23800 SH SHARED 01 23800 D GSI COMMERCE INC COM 36238G10 1 1077 SH SHARED 976 101 D GSI COMMERCE INC COM 36238G10 5 3300 SH SHARED 01 3300 D GSI COMMERCE INC COM 36238G10 19 11300 SH SHARED 02 11300 D GTSI CORP COM 36238K10 0 77 SH SHARED 02 77 D GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 1380 224400 SH SHARED 224400 D GABELLI ASSET MGMT INC CL A 36239Y10 1525 55366 SH SHARED 55366 D GABELLI ASSET MGMT INC CL A 36239Y10 126 4603 SH SHARED 01 4603 D GABELLI ASSET MGMT INC CL A 36239Y10 105 3829 SH SHARED 02 3829 D GABELLI EQUITY TR INC COM 36239710 68 10000 SH SHR/OTHR 01 10000 D GABELLI UTIL TR COM 36240A10 8 1000 SH SHR/OTHR 01 1000 D GABELLI CONV & INCOME SECS F CONV SECS FD 36240B10 13 1400 SH SHARED 1400 D GABELLI CONV & INCOME SECS F CONV SECS FD 36240B10 62 6666 SH SHR/OTHR 01 6666 D GABLES RESIDENTIAL TR SH BEN INT 36241810 43 1626 SH SHARED 1626 D GABLES RESIDENTIAL TR SH BEN INT 36241810 304 11382 SH SHARED 01 11382 D GABLES RESIDENTIAL TR SH BEN INT 36241810 21 815 SH SHR/OTHR 01 815 D GABLES RESIDENTIAL TR SH BEN INT 36241810 454 17000 SH SHARED 02 17000 D GABLES RESIDENTIAL TR SH BEN INT 36241810 5095 190400 SH SHR/OTHR 10 190400 D GABLES RESIDENTIAL TR SH BEN INT 36241810 5095 190400 SH SHARED 11 190400 D GADZOOKS INC COM 36255310 23 9547 SH SHARED 9547 D GADZOOKS INC COM 36255310 2 953 SH SHARED 01 953 D GADZOOKS INC COM 36255310 0 254 SH SHARED 02 254 D GAIAM INC CL A 36268Q10 30 5592 SH SHARED 192 5400 D GAIAM INC CL A 36268Q10 27 5100 SH SHARED 01 5100 D GAIAM INC CL A 36268Q10 17 3300 SH SHARED 02 3300 D GALEN HLDGS PLC SPONSORED ADR 36324010 132 5147 SH SHARED 5147 D GALEN HLDGS PLC SPONSORED ADR 36324010 11 453 SH SHARED 01 453 D GALEN HLDGS PLC SPONSORED ADR 36324010 4736 183376 SH SHARED 02 183376 D GALLAGHER ARTHUR J & CO COM 36357610 1059 43158 SH SHARED 43158 D GALLAGHER ARTHUR J & CO COM 36357610 2017 82162 SH SHARED 01 82162 D GALLAGHER ARTHUR J & CO COM 36357610 672 27396 SH SHARED 02 27396 D GALLAGHER ARTHUR J & CO COM 36357610 206 8400 SH SHARED 05 8400 D GALLAGHER ARTHUR J & CO COM 36357610 4560 185770 SH SHR/OTHR 10 185770 D GALLAHER GROUP PLC SPONSORED ADR 36359510 1526 39839 SH SHARED 38239 1600 D GALLAHER GROUP PLC SPONSORED ADR 36359510 439 11485 SH SHR/OTHR 11485 D GALLAHER GROUP PLC SPONSORED ADR 36359510 326 8513 SH SHARED 01 7113 1400 D GALLAHER GROUP PLC SPONSORED ADR 36359510 9009 235182 SH SHARED 02 235182 D GALYANS TRADING INC COM 36458R10 7 632 SH SHARED 632 D GALYANS TRADING INC COM 36458R10 37 3000 SH SHARED 01 3000 D GALYANS TRADING INC COM 36458R10 78 6300 SH SHARED 02 6300 D GAMESTOP CORP CL A 36466R10 146 12200 SH SHARED 01 12200 D GAMESTOP CORP CL A 36466R10 14 1172 SH SHARED 02 1172 D GAMESTOP CORP CL A 36466R10 120 10000 SH SHARED 04 10000 D GANNETT INC COM 36473010 157950 2242656 SH SHARED 779079 5100 1458477 D GANNETT INC COM 36473010 13397 190222 SH SHR/OTHR 190222 D GANNETT INC COM 36473010 18358 260658 SH SHARED 01 208936 100 51622 D GANNETT INC COM 36473010 4695 66665 SH SHR/OTHR 01 54816 11849 D GANNETT INC COM 36473010 7880 111885 SH SHARED 02 111885 D GANNETT INC COM 36473010 21217 301250 SH SHARED 03 237300 63950 D GANNETT INC COM 36473010 10310 146400 SH SHARED 04 146400 D GANNETT INC COM 36473010 67707 961348 SH SHARED 05 961348 D GANNETT INC COM 36473010 2031 28850 SH SHARED 06 28850 D GANNETT INC COM 36473010 3937 55900 SH SHARED 07 55900 D GANNETT INC COM 36473010 6704 95200 SH SHARED 08 95200 D GANNETT INC COM 36473010 1887 26800 SH SHARED 09 26800 D GANNETT INC COM 36473010 69176 982200 SH SHARED 10 64700 917500 D GANNETT INC COM 36473010 25664 364396 SH SHR/OTHR 10 364396 D GANNETT INC COM 36473010 133 1900 SH SHARED 14 1900 D GAP INC DEL NOTE 5.750% 3/1 364760AJ 2751 2250000 PRN SHARED 2250000 D GAP INC DEL NOTE 5.750% 3/1 364760AJ 3 3050 PRN SHARED 01 3050 D GAP INC DEL NOTE 5.750% 3/1 364760AJ 3341 2732000 PRN SHARED 02 2732000 D GAP INC DEL COM 36476010 50173 3462609 SH SHARED 1722771 1739838 D GAP INC DEL COM 36476010 6269 432679 SH SHARED 01 426679 6000 D GAP INC DEL COM 36476010 7895 544884 SH SHARED 02 544884 D GAP INC DEL COM 36476010 21019 1450613 SH SHARED 05 1450613 D GAP INC DEL COM 36476010 4596 317200 SH SHARED 06 317200 D GAP INC DEL COM 36476010 1967 135800 SH SHARED 07 135800 D GAP INC DEL COM 36476010 1079 74500 SH SHARED 09 74500 D GAP INC DEL COM 36476010 38407 2650600 SH SHARED 10 71800 2578800 D GAP INC DEL COM 36476010 60338 4164150 SH SHR/OTHR 10 4164150 D GAP INC DEL COM 36476010 82 5700 SH SHARED 14 5700 D GARDNER DENVER INC COM 36555810 38 2096 SH SHARED 2096 D GARDNER DENVER INC COM 36555810 112 6087 SH SHARED 01 6087 D GARDNER DENVER INC COM 36555810 212 11559 SH SHR/OTHR 01 11559 D GARDNER DENVER INC COM 36555810 179 9755 SH SHARED 02 9755 D GART SPORTS CO COM 36663010 27 1425 SH SHARED 1425 D GART SPORTS CO COM 36663010 38 2000 SH SHARED 01 2000 D GART SPORTS CO COM 36663010 211 11100 SH SHARED 02 11100 D GARTNER INC COM 36665110 3 500 SH SHARED 500 D GARTNER INC COM 36665110 138 19947 SH SHARED 19947 D GARTNER INC COM 36665110 204 29439 SH SHARED 01 29439 D GARTNER INC COM 36665110 348 50200 SH SHARED 02 50200 D GARTNER INC CL B 36665120 102 13600 SH SHARED 13600 D GARTNER INC CL B 36665120 7 1014 SH SHR/OTHR 1014 D GARTNER INC CL B 36665120 322 42836 SH SHARED 01 42836 D GARTNER INC CL B 36665120 236 31423 SH SHR/OTHR 01 30497 926 D GARTNER INC CL B 36665120 139 18467 SH SHARED 02 18467 D GATEWAY INC COM 36762610 2139 906559 SH SHARED 906559 D GATEWAY INC COM 36762610 28 12221 SH SHARED 01 12221 D GATEWAY INC COM 36762610 325 137911 SH SHARED 02 137911 D GATEWAY INC COM 36762610 4 2101 SH SHARED 05 2101 D GATEWAY INC COM 36762610 427 181198 SH SHR/OTHR 10 181198 D GAYLORD ENTMT CO NEW COM 36790510 47 2629 SH SHARED 2629 D GAYLORD ENTMT CO NEW COM 36790510 127 7116 SH SHARED 01 7116 D GAYLORD ENTMT CO NEW COM 36790510 248 13830 SH SHARED 02 13830 D GEN-PROBE INC NEW COM 36866T10 3615 159682 SH SHARED 159682 D GEN-PROBE INC NEW COM 36866T10 0 2 SH SHARED 01 2 D GEN-PROBE INC NEW COM 36866T10 68 3039 SH SHARED 02 3039 D GEN-PROBE INC NEW COM 36866T10 1390 61404 SH SHARED 03 61404 D GEN-PROBE INC NEW COM 36866T10 11 500 SH SHARED 14 500 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 52 14333 SH SHARED 14333 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 0 144 SH SHARED 01 144 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 51 13944 SH SHARED 02 13944 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 56 15500 SH SHARED 05 15500 D GENCORP INC NOTE 5.750% 4/1 368682AE 7279 8646000 PRN SHARED 8646000 D GENCORP INC NOTE 5.750% 4/1 368682AE 1337 1588000 PRN SHARED 02 1588000 D GENCORP INC COM 36868210 12 1983 SH SHARED 1983 D GENCORP INC COM 36868210 127 20440 SH SHARED 01 20440 D GENCORP INC COM 36868210 120 19322 SH SHARED 02 19322 D GENE LOGIC INC COM 36868910 86 17137 SH SHARED 17137 D GENE LOGIC INC COM 36868910 46 9166 SH SHARED 01 9166 D GENE LOGIC INC COM 36868910 82 16300 SH SHARED 02 16300 D GENENCOR INTL INC COM 36870910 5 568 SH SHARED 568 D GENENCOR INTL INC COM 36870910 138 13600 SH SHARED 01 13600 D GENENCOR INTL INC COM 36870910 59 5900 SH SHARED 02 5900 D GENENTECH INC COM NEW 36871040 19209 548685 SH SHARED 216151 5400 327134 D GENENTECH INC COM NEW 36871040 891 25475 SH SHR/OTHR 25475 D GENENTECH INC COM NEW 36871040 32589 930865 SH SHARED 01 930865 D GENENTECH INC COM NEW 36871040 70 2000 SH SHR/OTHR 01 1800 200 D GENENTECH INC COM NEW 36871040 631 18035 SH SHARED 02 18035 D GENENTECH INC COM NEW 36871040 2676 76450 SH SHARED 04 76450 D GENENTECH INC COM NEW 36871040 87 2500 SH SHARED 05 2500 D GENENTECH INC COM NEW 36871040 133 3821 SH SHARED 06 3821 D GENENTECH INC COM NEW 36871040 23085 659400 SH SHARED 10 27900 573600 57900 D GENENTECH INC COM NEW 36871040 6106 174435 SH SHR/OTHR 10 174435 D GENENTECH INC COM NEW 36871040 59 1700 SH SHARED 14 1700 D GENERAL BINDING CORP COM 36915410 23 3009 SH SHARED 234 2775 D GENERAL BINDING CORP COM 36915410 28 3600 SH SHARED 02 3600 D GENERAL CABLE CORP DEL NEW COM 36930010 36 9900 SH SHARED 9900 D GENERAL CABLE CORP DEL NEW COM 36930010 8 2171 SH SHARED 2171 D GENERAL CABLE CORP DEL NEW COM 36930010 23 6450 SH SHARED 01 6450 D GENERAL CABLE CORP DEL NEW COM 36930010 74 20100 SH SHARED 02 20100 D GENERAL COMMUNICATION INC CL A 36938510 71 11988 SH SHARED 11988 D GENERAL COMMUNICATION INC CL A 36938510 340 56869 SH SHARED 01 56869 D GENERAL COMMUNICATION INC CL A 36938510 153 25644 SH SHARED 02 25644 D GENERAL COMMUNICATION INC CL A 36938510 1815 303600 SH SHR/OTHR 10 303600 D GENERAL DYNAMICS CORP COM 36955010 30634 556278 SH SHARED 418727 137551 D GENERAL DYNAMICS CORP COM 36955010 1155 20990 SH SHR/OTHR 20990 D GENERAL DYNAMICS CORP COM 36955010 20800 377710 SH SHARED 01 215796 161914 D GENERAL DYNAMICS CORP COM 36955010 24410 443269 SH SHR/OTHR 01 388999 54270 D GENERAL DYNAMICS CORP COM 36955010 4874 88519 SH SHARED 02 88519 D GENERAL DYNAMICS CORP COM 36955010 16149 293250 SH SHARED 03 229000 64250 D GENERAL DYNAMICS CORP COM 36955010 2753 50000 SH SHARED 04 50000 D GENERAL DYNAMICS CORP COM 36955010 8247 149770 SH SHARED 05 149770 D GENERAL DYNAMICS CORP COM 36955010 82 1500 SH SHARED 06 1500 D GENERAL DYNAMICS CORP COM 36955010 1910 34700 SH SHARED 07 34700 D GENERAL DYNAMICS CORP COM 36955010 3425 62200 SH SHARED 08 62200 D GENERAL DYNAMICS CORP COM 36955010 7175 130300 SH SHARED 10 130300 D GENERAL DYNAMICS CORP COM 36955010 8184 148614 SH SHR/OTHR 10 148614 D GENERAL DYNAMICS CORP COM 36955010 107 1950 SH SHARED 14 1950 D GENERAL ELEC CO COM 36960410 371 14561 SH SHARED 5091 9470 D GENERAL ELEC CO COM 36960410 1035186 40595548 SH SHARED 28401330 32250 12161968 D GENERAL ELEC CO COM 36960410 35011 1373001 SH SHR/OTHR 1373001 D GENERAL ELEC CO COM 36960410 254176 9967716 SH SHARED 01 8335604 1632112 D GENERAL ELEC CO COM 36960410 122506 4804158 SH SHR/OTHR 01 2811662 1992496 D GENERAL ELEC CO COM 36960410 117611 4612206 SH SHARED 02 4612206 D GENERAL ELEC CO COM 36960410 36023 1412700 SH SHARED 03 1149600 263100 D GENERAL ELEC CO COM 36960410 2295 90000 SH SHARED 04 90000 D GENERAL ELEC CO COM 36960410 240034 9413102 SH SHARED 05 9413102 D GENERAL ELEC CO COM 36960410 11999 470557 SH SHARED 06 470557 D GENERAL ELEC CO COM 36960410 21423 840151 SH SHARED 07 840151 D GENERAL ELEC CO COM 36960410 7617 298722 SH SHARED 08 298722 D GENERAL ELEC CO COM 36960410 4286 168100 SH SHARED 09 168100 D GENERAL ELEC CO COM 36960410 277655 10888460 SH SHARED 10 2190000 8375850 322610 D GENERAL ELEC CO COM 36960410 211580 8297270 SH SHR/OTHR 10 8297270 D GENERAL ELEC CO COM 36960410 7374 289179 SH SHARED 14 289179 D GENERAL GROWTH PPTYS INC COM 37002110 140 2600 SH SHARED 1700 900 D GENERAL GROWTH PPTYS INC COM 37002110 393 7300 SH SHARED 01 7300 D GENERAL GROWTH PPTYS INC COM 37002110 444 8234 SH SHARED 02 8234 D GENERAL GROWTH PPTYS INC COM 37002110 23826 441642 SH SHR/OTHR 10 441642 D GENERAL GROWTH PPTYS INC COM 37002110 209776 3888349 SH SHARED 11 2975118 913231 D GENERAL MLS INC COM 37033410 44520 977403 SH SHARED 910976 66427 D GENERAL MLS INC COM 37033410 341 7500 SH SHR/OTHR 7500 D GENERAL MLS INC COM 37033410 8398 184388 SH SHARED 01 175236 9152 D GENERAL MLS INC COM 37033410 3299 72440 SH SHR/OTHR 01 49840 22600 D GENERAL MLS INC COM 37033410 10466 229776 SH SHARED 02 229776 D GENERAL MLS INC COM 37033410 364 8000 SH SHARED 04 8000 D GENERAL MLS INC COM 37033410 272 5981 SH SHARED 05 5981 D GENERAL MLS INC COM 37033410 118 2600 SH SHARED 06 2600 D GENERAL MLS INC COM 37033410 16684 366300 SH SHARED 10 262300 104000 D GENERAL MLS INC COM 37033410 10906 239441 SH SHR/OTHR 10 239441 D GENERAL MLS INC COM 37033410 136 3000 SH SHARED 14 3000 D GENERAL MTRS CORP COM 37044210 195 5800 SH SHARED 5800 D GENERAL MTRS CORP COM 37044210 79844 2374916 SH SHARED 2360363 14553 D GENERAL MTRS CORP COM 37044210 16 480 SH SHR/OTHR 480 D GENERAL MTRS CORP COM 37044210 14445 429656 SH SHARED 01 424556 5100 D GENERAL MTRS CORP COM 37044210 874 26013 SH SHR/OTHR 01 14637 11376 D GENERAL MTRS CORP COM 37044210 17398 517491 SH SHARED 02 517491 D GENERAL MTRS CORP COM 37044210 238 7100 SH SHARED 03 3100 4000 D GENERAL MTRS CORP COM 37044210 840 25000 SH SHARED 04 25000 D GENERAL MTRS CORP COM 37044210 7052 209784 SH SHARED 05 209784 D GENERAL MTRS CORP COM 37044210 791 23550 SH SHARED 06 23550 D GENERAL MTRS CORP COM 37044210 470 14000 SH SHARED 10 14000 D GENERAL MTRS CORP COM 37044210 12217 363413 SH SHR/OTHR 10 363413 D GENERAL MTRS CORP COM 37044210 1348 40100 SH SHARED 14 40100 D GENERAL MTRS CORP DEB SR CONV B 37044273 146453 6451700 SH SHARED 6451700 D GENERAL MTRS CORP DEB SR CONV B 37044273 4298 189350 SH SHARED 01 187750 1600 D GENERAL MTRS CORP DEB SR CONV B 37044273 57 2550 SH SHR/OTHR 01 2550 D GENERAL MTRS CORP DEB SR CONV B 37044273 1604 70670 SH SHR/OTHR 10 70670 D GENERAL MTRS CORP DEB SR CONV A 37044274 54677 2283000 SH SHARED 2283000 D GENERAL MTRS CORP CL H NEW 37044283 1050 93834 SH SHARED 64061 29773 D GENERAL MTRS CORP CL H NEW 37044283 3012 268964 SH SHARED 01 266889 2075 D GENERAL MTRS CORP CL H NEW 37044283 156 13940 SH SHR/OTHR 01 13785 155 D GENERAL MTRS CORP CL H NEW 37044283 2163 193202 SH SHARED 02 193202 D GENERAL MTRS CORP CL H NEW 37044283 144 12907 SH SHARED 05 12907 D GENERAL MTRS CORP CL H NEW 37044283 394 35200 SH SHARED 06 35200 D GENERAL MTRS CORP CL H NEW 37044283 89 8000 SH SHR/OTHR 10 8000 D GENERAL MTRS CORP CL H NEW 37044283 899 80300 SH SHARED 14 80300 D GENESCO INC NOTE 5.500% 4/1 371532AL 4852 4800000 PRN SHARED 4800000 D GENESCO INC COM 37153210 38 2700 SH SHARED 2700 D GENESCO INC COM 37153210 5086 357699 SH SHARED 236999 120700 D GENESCO INC COM 37153210 987 69454 SH SHARED 01 69454 D GENESCO INC COM 37153210 347 24413 SH SHARED 02 24413 D GENESCO INC COM 37153210 100 7100 SH SHARED 05 7100 D GENESCO INC COM 37153210 39 2790 SH SHARED 10 2790 D GENESCO INC COM 37153210 3206 225500 SH SHR/OTHR 10 225500 D GENESCO INC COM 37153210 28 2000 SH SHARED 12 2000 D GENESEE & WYO INC CL A 37155910 27 1804 SH SHARED 1804 D GENESEE & WYO INC CL A 37155910 54 3500 SH SHARED 01 3500 D GENESEE & WYO INC CL A 37155910 108 7000 SH SHARED 02 7000 D GENESIS HEALTH VENTURE INC N COM 37183F10 18074 1216325 SH SHARED 1216325 D GENESIS HEALTH VENTURE INC N COM 37183F10 311 20988 SH SHARED 01 20988 D GENESIS HEALTH VENTURE INC N COM 37183F10 251 16951 SH SHARED 02 16933 18 D GENESIS MICROCHIP INC DEL COM 37184C10 2355 188725 SH SHARED 188725 D GENESIS MICROCHIP INC DEL COM 37184C10 244 19621 SH SHARED 01 19621 D GENESIS MICROCHIP INC DEL COM 37184C10 390 31300 SH SHARED 02 31300 D GENESIS MICROCHIP INC DEL COM 37184C10 16 1300 SH SHARED 10 1300 D GENTEX CORP COM 37190110 3189 125340 SH SHARED 125340 D GENTEX CORP COM 37190110 674 26492 SH SHARED 01 26492 D GENTEX CORP COM 37190110 2113 83064 SH SHARED 02 83064 D GENLYTE GROUP INC COM 37230210 167 5080 SH SHARED 5080 D GENLYTE GROUP INC COM 37230210 397 12075 SH SHARED 01 12075 D GENLYTE GROUP INC COM 37230210 240 7300 SH SHARED 02 7300 D GENLYTE GROUP INC COM 37230210 48 1480 SH SHARED 10 1480 D GENOME THERAPEUTICS CORP COM 37243010 0 300 SH SHARED 300 D GENTA INC COM NEW 37245M20 8242 1154838 SH SHARED 699246 25292 430300 D GENTA INC COM NEW 37245M20 828 116052 SH SHARED 01 116052 D GENTA INC COM NEW 37245M20 574 80500 SH SHARED 02 80500 D GENTA INC COM NEW 37245M20 6929 970900 SH SHARED 10 970900 D GENUINE PARTS CO COM 37246010 18752 614629 SH SHARED 399604 215025 D GENUINE PARTS CO COM 37246010 19 654 SH SHR/OTHR 654 D GENUINE PARTS CO COM 37246010 2434 79788 SH SHARED 01 79788 D GENUINE PARTS CO COM 37246010 96 3150 SH SHR/OTHR 01 2025 1125 D GENUINE PARTS CO COM 37246010 2431 79687 SH SHARED 02 79687 D GENUINE PARTS CO COM 37246010 193 6345 SH SHARED 05 6345 D GENUINE PARTS CO COM 37246010 169 5550 SH SHARED 06 5550 D GENUINE PARTS CO COM 37246010 3027 99214 SH SHR/OTHR 10 99214 D GENUINE PARTS CO COM 37246010 51 1700 SH SHARED 14 1700 D GENTIVA HEALTH SERVICES INC COM 37247A10 15797 1882838 SH SHARED 1882838 D GENTIVA HEALTH SERVICES INC COM 37247A10 76 9100 SH SHARED 01 9100 D GENTIVA HEALTH SERVICES INC COM 37247A10 145 17387 SH SHARED 02 17387 D GENZYME CORP SDCV 3.000% 5/1 372917AK 7410 7600000 PRN SHARED 7600000 D GENZYME CORP SDCV 3.000% 5/1 372917AK 39 40000 PRN SHARED 02 40000 D GENZYME CORP COM GENL DIV 37291710 24222 664541 SH SHARED 649761 14780 D GENZYME CORP COM GENL DIV 37291710 36 1000 SH SHR/OTHR 1000 D GENZYME CORP COM GENL DIV 37291710 24541 673299 SH SHARED 01 585331 87968 D GENZYME CORP COM GENL DIV 37291710 729 20000 SH SHR/OTHR 01 4800 15200 D GENZYME CORP COM GENL DIV 37291710 5444 149366 SH SHARED 02 149366 D GENZYME CORP COM GENL DIV 37291710 9655 264900 SH SHARED 04 264900 D GENZYME CORP COM GENL DIV 37291710 285 7840 SH SHARED 05 7840 D GENZYME CORP COM GENL DIV 37291710 69 1900 SH SHARED 06 1900 D GENZYME CORP COM GENL DIV 37291710 156 4300 SH SHARED 10 4300 D GENZYME CORP COM GENL DIV 37291710 21935 601792 SH SHR/OTHR 10 601792 D GENZYME CORP COM GENL DIV 37291710 215 5900 SH SHARED 14 5900 D GENZYME CORP COM-MOLECULAR 37291750 3 2160 SH SHARED 01 2160 D GENZYME CORP COM BIOSURGERY 37291770 2 2268 SH SHARED 2268 D GENZYME CORP COM BIOSURGERY 37291770 12 10220 SH SHARED 01 7400 2820 D GENZYME CORP COM BIOSURGERY 37291770 26 22800 SH SHARED 02 22800 D GEORGIA GULF CORP COM PAR $0.01 37320020 207 10316 SH SHARED 10316 D GEORGIA GULF CORP COM PAR $0.01 37320020 1117 55490 SH SHARED 01 55490 D GEORGIA GULF CORP COM PAR $0.01 37320020 399 19844 SH SHARED 02 19844 D GEORGIA PAC CORP COM 37329810 132 9500 SH SHARED 9500 D GEORGIA PAC CORP COM 37329810 7787 560217 SH SHARED 554994 5223 D GEORGIA PAC CORP COM 37329810 1479 106450 SH SHARED 01 105320 1130 D GEORGIA PAC CORP COM 37329810 112 8066 SH SHR/OTHR 01 5525 2541 D GEORGIA PAC CORP COM 37329810 8810 633859 SH SHARED 02 633859 D GEORGIA PAC CORP COM 37329810 18 1307 SH SHARED 05 1307 D GEORGIA PAC CORP COM 37329810 46 3360 SH SHARED 06 3360 D GEORGIA PAC CORP COM 37329810 2139 153928 SH SHR/OTHR 10 153928 D GEORGIA PAC CORP COM 37329810 36 2600 SH SHARED 14 2600 D GERBER SCIENTIFIC INC COM 37373010 20 3044 SH SHARED 02 3044 D GERDAU S A SPONSORED ADR 37373710 2609 285148 SH SHARED 285148 D GERDAU S A SPONSORED ADR 37373710 834 91177 SH SHARED 01 91177 D GERDAU S A SPONSORED ADR 37373710 14 1600 SH SHARED 05 1600 D GERMAN AMERN BANCORP COM 37386510 162 9259 SH SHARED 9259 D GERMAN AMERN BANCORP COM 37386510 30 1711 SH SHARED 01 1711 D GERMAN AMERN BANCORP COM 37386510 63 3636 SH SHARED 02 3636 D GERMANY FD INC COM 37414310 0 2 SH SHARED 02 2 D GERON CORP COM 37416310 10 2068 SH SHARED 1618 450 D GERON CORP COM 37416310 41 7800 SH SHARED 01 7800 D GERON CORP COM 37416310 79 15000 SH SHARED 02 15000 D GETTY IMAGES INC NOTE 5.000% 3/1 374276AE 1894 2000000 PRN SHARED 2000000 D GETTY IMAGES INC COM 37427610 4360 158800 SH SHARED 158800 D GETTY IMAGES INC COM 37427610 1713 62393 SH SHARED 01 62393 D GETTY IMAGES INC COM 37427610 99 3621 SH SHARED 02 3621 D GETTY IMAGES INC COM 37427610 8238 300000 SH SHARED 04 300000 D GETTY IMAGES INC COM 37427610 364 13280 SH SHR/OTHR 10 13280 D GETTY IMAGES INC COM 37427610 79 2900 SH SHARED 14 2900 D GETTY RLTY CORP NEW COM 37429710 102 5473 SH SHARED 5473 D GETTY RLTY CORP NEW COM 37429710 120 6400 SH SHARED 01 6400 D GETTY RLTY CORP NEW COM 37429710 176 9400 SH SHARED 02 9400 D GEVITY HR INC COM 37439310 252 36300 SH SHARED 36300 D GEVITY HR INC COM 37439310 1509 217224 SH SHR/OTHR 01 217224 D GEVITY HR INC COM 37439310 18 2651 SH SHARED 02 2651 D GIBRALTAR STL CORP COM 37476F10 49 2643 SH SHARED 2643 D GIBRALTAR STL CORP COM 37476F10 74 4000 SH SHARED 01 4000 D GIBRALTAR STL CORP COM 37476F10 95 5100 SH SHARED 02 5100 D GILEAD SCIENCES INC NOTE 5.000%12/1 375558AB 3560 2000000 PRN SHARED 2000000 D GILEAD SCIENCES INC COM 37555810 20103 478780 SH SHARED 377080 22200 79500 D GILEAD SCIENCES INC COM 37555810 8307 197847 SH SHARED 01 193847 4000 D GILEAD SCIENCES INC COM 37555810 755 18000 SH SHR/OTHR 01 18000 D GILEAD SCIENCES INC COM 37555810 3225 76826 SH SHARED 02 76826 D GILEAD SCIENCES INC COM 37555810 10997 261900 SH SHARED 04 261900 D GILEAD SCIENCES INC COM 37555810 125 3000 SH SHARED 05 3000 D GILEAD SCIENCES INC COM 37555810 138 3300 SH SHARED 06 3300 D GILEAD SCIENCES INC COM 37555810 19844 472600 SH SHARED 10 97000 375600 D GILEAD SCIENCES INC COM 37555810 3534 84170 SH SHR/OTHR 10 84170 D GILEAD SCIENCES INC COM 37555810 125 3000 SH SHARED 14 3000 D GILLETTE CO COM 37576610 132199 4272755 SH SHARED 2918933 1353822 D GILLETTE CO COM 37576610 7401 239214 SH SHR/OTHR 239214 D GILLETTE CO COM 37576610 25632 828457 SH SHARED 01 644569 183888 D GILLETTE CO COM 37576610 5671 183311 SH SHR/OTHR 01 87269 96042 D GILLETTE CO COM 37576610 15298 494453 SH SHARED 02 494453 D GILLETTE CO COM 37576610 50122 1620000 SH SHARED 04 1620000 D GILLETTE CO COM 37576610 971 31386 SH SHARED 05 31386 D GILLETTE CO COM 37576610 499 16150 SH SHARED 06 16150 D GILLETTE CO COM 37576610 2165 70000 SH SHARED 10 70000 D GILLETTE CO COM 37576610 20928 676429 SH SHR/OTHR 10 676429 D GILLETTE CO COM 37576610 659 21300 SH SHARED 14 21300 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 12096 486409 SH SHARED 269145 4464 212800 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 1096 44100 SH SHARED 01 44100 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 124 5000 SH SHARED 05 5000 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 4344 174700 SH SHARED 10 174700 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 3807 153100 SH SHR/OTHR 10 153100 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 34 1400 SH SHARED 12 1400 D GLACIER BANCORP INC NEW COM 37637Q10 29 1084 SH SHARED 1084 D GLACIER BANCORP INC NEW COM 37637Q10 80 3000 SH SHARED 01 3000 D GLACIER BANCORP INC NEW COM 37637Q10 256 9600 SH SHARED 02 9600 D GLADSTONE CAPITAL CORP COM 37653510 137 8468 SH SHARED 8468 D GLADSTONE CAPITAL CORP COM 37653510 50 3127 SH SHARED 01 3127 D GLADSTONE CAPITAL CORP COM 37653510 97 6000 SH SHARED 02 6000 D GLAMIS GOLD LTD COM 37677510 8 850 SH SHARED 850 D GLAMIS GOLD LTD COM 37677510 0 54 SH SHARED 01 54 D GLAMIS GOLD LTD COM 37677510 27 2700 SH SHARED 02 2700 D GLAMIS GOLD LTD COM 37677510 1551 150000 SH SHARED 04 150000 D GLAMIS GOLD LTD COM 37677510 7651 740000 SH SHR/OTHR 10 740000 D GLATFELTER COM 37731610 118 11151 SH SHARED 7983 3168 D GLATFELTER COM 37731610 148 13900 SH SHARED 01 13900 D GLATFELTER COM 37731610 233 21918 SH SHARED 02 21918 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 53389 1517175 SH SHARED 1381291 20000 115884 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 580 16482 SH SHR/OTHR 16482 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 1335 37951 SH SHARED 01 12462 25489 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 4430 125903 SH SHR/OTHR 01 123755 2148 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 12439 353500 SH SHARED 02 353500 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 10 300 SH SHARED 05 300 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 2973 84500 SH SHARED 10 84500 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 1312 37300 SH SHR/OTHR 10 37300 D GLENBOROUGH RLTY TR INC COM 37803P10 606 39199 SH SHARED 37199 2000 D GLENBOROUGH RLTY TR INC COM 37803P10 122 7951 SH SHARED 01 7951 D GLENBOROUGH RLTY TR INC COM 37803P10 151 9778 SH SHARED 02 9778 D GLENBOROUGH RLTY TR INC COM 37803P10 2677 173200 SH SHR/OTHR 10 173200 D GLENBOROUGH RLTY TR INC COM 37803P10 2677 173200 SH SHARED 11 173200 D GLIMCHER RLTY TR SH BEN INT 37930210 232 12111 SH SHARED 12111 D GLIMCHER RLTY TR SH BEN INT 37930210 165 8595 SH SHARED 01 8595 D GLIMCHER RLTY TR SH BEN INT 37930210 531 27677 SH SHARED 02 27677 D GLIMCHER RLTY TR SH BEN INT 37930210 15535 809150 SH SHR/OTHR 10 809150 D GLIMCHER RLTY TR SH BEN INT 37930210 16039 835400 SH SHARED 11 835400 D GLOBAL HIGH INCOME DLR FD IN COM 37933G10 602 38600 SH SHARED 38600 D GLOBAL INDS LTD COM 37933610 163 35029 SH SHARED 35029 D GLOBAL INDS LTD COM 37933610 115 24700 SH SHARED 01 24700 D GLOBAL INDS LTD COM 37933610 255 54728 SH SHARED 02 54728 D GLOBAL IMAGING SYSTEMS COM 37934A10 293 15874 SH SHARED 15714 160 D GLOBAL IMAGING SYSTEMS COM 37934A10 804 43493 SH SHARED 01 43493 D GLOBAL IMAGING SYSTEMS COM 37934A10 178 9652 SH SHARED 02 9652 D GLOBAL PARTNERS INCOME FD IN COM 37935R10 47 3960 SH SHARED 3960 D GLOBAL PARTNERS INCOME FD IN COM 37935R10 24 2000 SH SHR/OTHR 01 2000 D GLOBAL PMTS INC COM 37940X10 405 13274 SH SHARED 13274 D GLOBAL PMTS INC COM 37940X10 481 15762 SH SHARED 01 15762 D GLOBAL PMTS INC COM 37940X10 90 2963 SH SHARED 02 2963 D GLOBAL PMTS INC COM 37940X10 42 1391 SH SHARED 05 1391 D GLOBAL POWER EQUIPMENT INC COM 37941P10 6 1201 SH SHARED 1201 D GLOBAL POWER EQUIPMENT INC COM 37941P10 41 8100 SH SHARED 01 8100 D GLOBAL POWER EQUIPMENT INC COM 37941P10 68 13500 SH SHARED 02 13500 D GLOBECOMM SYSTEMS INC COM 37956X10 3 1000 SH SHARED 1000 D GLOBESPANVIRATA INC COM 37957V10 150 33506 SH SHARED 33506 D GLOBESPANVIRATA INC COM 37957V10 122 27198 SH SHARED 01 27198 D GLOBESPANVIRATA INC COM 37957V10 317 70600 SH SHARED 02 70600 D GLOBESPAN INC NOTE 5.250% 5/1 379571AB 9505 10355000 PRN SHARED 10355000 D GLYCOGENESYS INC COM 37989P10 0 2000 SH SHARED 01 2000 D GOLD BANC CORP INC COM 37990710 39 4893 SH SHARED 4893 D GOLD BANC CORP INC COM 37990710 456 56700 SH SHARED 01 56700 D GOLD BANC CORP INC COM 37990710 171 21294 SH SHARED 02 21294 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 526 50129 SH SHARED 50129 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 22 2119 SH SHARED 01 2119 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 262 25000 SH SHARED 02 25000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 7350 700000 SH SHR/OTHR 10 700000 D GOLDCORP INC NEW COM 38095640 2525 238000 SH SHARED 238000 D GOLDCORP INC NEW COM 38095640 32226 3037400 SH SHARED 01 3037400 D GOLDCORP INC NEW COM 38095640 63 5945 SH SHARED 02 5945 D GOLDCORP INC NEW COM 38095640 2652 250000 SH SHARED 04 250000 D GOLDCORP INC NEW COM 38095640 36 3400 SH SHARED 05 3400 D GOLDCORP INC NEW COM 38095640 15645 1474600 SH SHR/OTHR 10 1474600 D GOLDEN TELECOM INC COM 38122G10 47 3162 SH SHARED 3162 D GOLDEN TELECOM INC COM 38122G10 210 14121 SH SHARED 01 14121 D GOLDEN TELECOM INC COM 38122G10 126 8500 SH SHARED 02 8500 D GOLDEN TELECOM INC COM 38122G10 947 63600 SH SHARED 04 63600 D GOLDEN WEST FINL CORP DEL COM 38131710 532 7400 SH SHARED 7400 D GOLDEN WEST FINL CORP DEL COM 38131710 46434 645547 SH SHARED 637457 8090 D GOLDEN WEST FINL CORP DEL COM 38131710 1078 15000 SH SHR/OTHR 15000 D GOLDEN WEST FINL CORP DEL COM 38131710 10045 139658 SH SHARED 01 138233 1425 D GOLDEN WEST FINL CORP DEL COM 38131710 24 344 SH SHR/OTHR 01 344 D GOLDEN WEST FINL CORP DEL COM 38131710 4121 57296 SH SHARED 02 57296 D GOLDEN WEST FINL CORP DEL COM 38131710 719 10000 SH SHARED 04 10000 D GOLDEN WEST FINL CORP DEL COM 38131710 246 3428 SH SHARED 05 3428 D GOLDEN WEST FINL CORP DEL COM 38131710 82 1150 SH SHARED 06 1150 D GOLDEN WEST FINL CORP DEL COM 38131710 417 5800 SH SHARED 07 5800 D GOLDEN WEST FINL CORP DEL COM 38131710 14588 202820 SH SHR/OTHR 10 202820 D GOLDEN WEST FINL CORP DEL COM 38131710 172 2400 SH SHARED 14 2400 D GOLDMAN SACHS GROUP INC COM 38141G10 59821 878695 SH SHARED 871650 7045 D GOLDMAN SACHS GROUP INC COM 38141G10 170 2500 SH SHR/OTHR 2500 D GOLDMAN SACHS GROUP INC COM 38141G10 9074 133296 SH SHARED 01 126600 6696 D GOLDMAN SACHS GROUP INC COM 38141G10 123 1817 SH SHR/OTHR 01 1728 89 D GOLDMAN SACHS GROUP INC COM 38141G10 12786 187814 SH SHARED 02 187814 D GOLDMAN SACHS GROUP INC COM 38141G10 6808 100000 SH SHARED 03 100000 D GOLDMAN SACHS GROUP INC COM 38141G10 1293 19000 SH SHARED 04 19000 D GOLDMAN SACHS GROUP INC COM 38141G10 2101 30864 SH SHARED 05 30864 D GOLDMAN SACHS GROUP INC COM 38141G10 234 3450 SH SHARED 06 3450 D GOLDMAN SACHS GROUP INC COM 38141G10 3689 54200 SH SHARED 07 54200 D GOLDMAN SACHS GROUP INC COM 38141G10 5391 79200 SH SHARED 08 79200 D GOLDMAN SACHS GROUP INC COM 38141G10 115 1700 SH SHARED 10 1700 D GOLDMAN SACHS GROUP INC COM 38141G10 23379 343410 SH SHR/OTHR 10 343410 D GOLDMAN SACHS GROUP INC COM 38141G10 1316 19333 SH SHARED 14 19333 D GOLF TR AMER INC COM 38168B10 1951 786800 SH SHARED 786800 D GOOD GUYS INC COM 38209110 11 7382 SH SHARED 7382 D GOOD GUYS INC COM 38209110 1 718 SH SHARED 01 718 D GOODRICH CORP COM 38238810 16 1200 SH SHARED 1200 D GOODRICH CORP COM 38238810 20528 1460051 SH SHARED 1460051 D GOODRICH CORP COM 38238810 8722 620396 SH SHARED 01 615796 4600 D GOODRICH CORP COM 38238810 11 829 SH SHR/OTHR 01 829 D GOODRICH CORP COM 38238810 1298 92355 SH SHARED 02 92355 D GOODRICH CORP COM 38238810 102 7308 SH SHARED 06 7308 D GOODRICH CORP COM 38238810 1162 82705 SH SHR/OTHR 10 82705 D GOODYEAR TIRE & RUBR CO COM 38255010 1863 360473 SH SHARED 360073 400 D GOODYEAR TIRE & RUBR CO COM 38255010 257 49816 SH SHARED 01 49816 D GOODYEAR TIRE & RUBR CO COM 38255010 14 2860 SH SHR/OTHR 01 2860 D GOODYEAR TIRE & RUBR CO COM 38255010 2832 547872 SH SHARED 02 547872 D GOODYEAR TIRE & RUBR CO COM 38255010 4 960 SH SHARED 05 960 D GOODYEAR TIRE & RUBR CO COM 38255010 6 1300 SH SHARED 06 1300 D GOODYEAR TIRE & RUBR CO COM 38255010 514 99450 SH SHR/OTHR 10 99450 D GOODYS FAMILY CLOTHING INC COM 38258810 3 921 SH SHARED 921 D GOODYS FAMILY CLOTHING INC COM 38258810 19 4900 SH SHARED 01 4900 D GOODYS FAMILY CLOTHING INC COM 38258810 39 9918 SH SHARED 02 9918 D GORMAN RUPP CO COM 38308210 7 360 SH SHARED 360 D GORMAN RUPP CO COM 38308210 35 1800 SH SHARED 01 1800 D GORMAN RUPP CO COM 38308210 88 4500 SH SHARED 02 4500 D GRACE W R & CO DEL NEW COM 38388F10 9 6300 SH SHARED 6300 D GRACE W R & CO DEL NEW COM 38388F10 6 4080 SH SHARED 4080 D GRACE W R & CO DEL NEW COM 38388F10 28 19001 SH SHARED 01 19001 D GRACE W R & CO DEL NEW COM 38388F10 0 450 SH SHR/OTHR 01 450 D GRACE W R & CO DEL NEW COM 38388F10 58 39700 SH SHARED 02 39700 D GRACO INC COM 38410910 6 223 SH SHARED 223 D GRACO INC COM 38410910 207 7386 SH SHARED 01 7386 D GRACO INC COM 38410910 126 4493 SH SHARED 02 4493 D GRAFTECH INTL LTD COM 38431310 10 3529 SH SHARED 3529 D GRAFTECH INTL LTD COM 38431310 34 12098 SH SHARED 01 12098 D GRAFTECH INTL LTD COM 38431310 98 34613 SH SHARED 02 34613 D GRAINGER W W INC COM 38480210 13344 311071 SH SHARED 170597 140474 D GRAINGER W W INC COM 38480210 1589 37040 SH SHR/OTHR 37040 D GRAINGER W W INC COM 38480210 1826 42568 SH SHARED 01 40768 1800 D GRAINGER W W INC COM 38480210 51 1200 SH SHR/OTHR 01 1200 D GRAINGER W W INC COM 38480210 1738 40535 SH SHARED 02 40535 D GRAINGER W W INC COM 38480210 22 534 SH SHARED 05 534 D GRAINGER W W INC COM 38480210 30 700 SH SHARED 06 700 D GRAINGER W W INC COM 38480210 2410 56190 SH SHR/OTHR 10 56190 D GRAINGER W W INC COM 38480210 47 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 171 10904 SH SHARED 10904 D GRANITE CONSTR INC COM 38732810 329 21016 SH SHARED 01 21016 D GRANITE CONSTR INC COM 38732810 501 31913 SH SHARED 02 31913 D GRANT PRIDECO INC COM 38821G10 686 56948 SH SHARED 56948 D GRANT PRIDECO INC COM 38821G10 0 79 SH SHR/OTHR 79 D GRANT PRIDECO INC COM 38821G10 517 42905 SH SHARED 01 42905 D GRANT PRIDECO INC COM 38821G10 705 58474 SH SHARED 02 58474 D GRAPHIC PACKAGING INTL CORP COM 38869010 6 1232 SH SHARED 1232 D GRAPHIC PACKAGING INTL CORP COM 38869010 25 4700 SH SHARED 01 4700 D GRAPHIC PACKAGING INTL CORP COM 38869010 75 13700 SH SHARED 02 13700 D GRAY TELEVISION INC COM 38937510 1350 150000 SH SHARED 150000 D GRAY TELEVISION INC COM 38937510 44 4969 SH SHARED 02 4969 D GRAY TELEVISION INC COM 38937510 3938 437600 SH SHARED 04 437600 D GRAY TELEVISION INC COM 38937510 165 18333 SH SHR/OTHR 10 18333 D GRAY TELEVISION INC COM 38937510 42 4700 SH SHARED 14 4700 D GRAY TELEVISION INC CL A 38937520 4 399 SH SHARED 399 D GRAY TELEVISION INC CL A 38937520 15 1500 SH SHARED 01 1500 D GRAY TELEVISION INC CL A 38937520 57 5400 SH SHARED 02 5400 D GREAT AMERN FINL RES INC COM 38991510 5 356 SH SHARED 356 D GREAT AMERN FINL RES INC COM 38991510 68 4491 SH SHARED 01 4491 D GREAT AMERN FINL RES INC COM 38991510 66 4400 SH SHARED 02 4400 D GREAT ATLANTIC & PAC TEA INC COM 39006410 168 39135 SH SHARED 39135 D GREAT ATLANTIC & PAC TEA INC COM 39006410 166 38560 SH SHARED 01 38560 D GREAT ATLANTIC & PAC TEA INC COM 39006410 109 25476 SH SHARED 02 25476 D GREAT ATLANTIC & PAC TEA INC COM 39006410 6 1400 SH SHARED 10 1400 D GREAT LAKES CHEM CORP COM 39056810 2329 104930 SH SHARED 104930 D GREAT LAKES CHEM CORP COM 39056810 714 32201 SH SHARED 01 32201 D GREAT LAKES CHEM CORP COM 39056810 25 1131 SH SHR/OTHR 01 1131 D GREAT LAKES CHEM CORP COM 39056810 886 39926 SH SHARED 02 39926 D GREAT LAKES CHEM CORP COM 39056810 639 28802 SH SHR/OTHR 10 28802 D GREAT LAKES REIT INC COM 39075210 11 779 SH SHARED 779 D GREAT LAKES REIT INC COM 39075210 119 8400 SH SHARED 01 8400 D GREAT LAKES REIT INC COM 39075210 120 8500 SH SHARED 02 8500 D GREAT SOUTHN BANCORP INC COM 39090510 7 210 SH SHARED 210 D GREAT SOUTHN BANCORP INC COM 39090510 40 1100 SH SHARED 01 1100 D GREAT SOUTHN BANCORP INC COM 39090510 125 3400 SH SHARED 02 3400 D GREAT SOUTHN BANCORP INC COM 39090510 9 270 SH SHARED 10 270 D GREAT NORTHN IRON ORE PPTYS CTFS BEN INT 39106410 6 100 SH SHARED 02 100 D GREAT PLAINS ENERGY INC COM 39116410 940 39411 SH SHARED 11492 27919 D GREAT PLAINS ENERGY INC COM 39116410 114 4800 SH SHR/OTHR 4800 D GREAT PLAINS ENERGY INC COM 39116410 420 17617 SH SHARED 01 17617 D GREAT PLAINS ENERGY INC COM 39116410 471 19740 SH SHARED 02 19740 D GREATER BAY BANCORP NOTE 4/2 391648AJ 7319 11655000 PRN SHARED 02 11655000 D GREATER BAY BANCORP COM 39164810 146 10200 SH SHARED 8700 1500 D GREATER BAY BANCORP COM 39164810 167 11705 SH SHARED 01 11705 D GREATER BAY BANCORP COM 39164810 219 15323 SH SHARED 02 15323 D GREATER CHINA FD INC COM 39167B10 131 14900 SH SHARED 14900 D GREATER COMMUNITY BANCORP COM 39167M10 15 896 SH SHARED 02 896 D GREATER DEL VY HLDGS COM 39168810 19 583 SH SHARED 02 583 D GREEN MTN COFFEE ROASTERS IN COM 39312210 1 81 SH SHARED 81 D GREEN MTN COFFEE ROASTERS IN COM 39312210 31 1700 SH SHARED 01 1700 D GREEN MTN COFFEE ROASTERS IN COM 39312210 34 1900 SH SHARED 02 1900 D GREEN MOUNTAIN PWR CORP COM 39315410 13 676 SH SHARED 02 676 D GREENE CNTY BANCSHARES INC COM NEW 39436120 21 870 SH SHARED 02 870 D GREENPOINT FINL CORP COM 39538410 1241 27700 SH SHARED 27700 D GREENPOINT FINL CORP COM 39538410 4760 106229 SH SHARED 106229 D GREENPOINT FINL CORP COM 39538410 3817 85193 SH SHARED 01 85193 D GREENPOINT FINL CORP COM 39538410 1413 31538 SH SHARED 02 31538 D GREENPOINT FINL CORP COM 39538410 62 1400 SH SHARED 14 1400 D GREIF BROS CORP CL A 39762410 13 759 SH SHARED 759 D GREIF BROS CORP CL A 39762410 89 5000 SH SHARED 01 5000 D GREIF BROS CORP CL A 39762410 140 7800 SH SHARED 02 7800 D GREIF BROS CORP CL A 39762410 7 400 SH SHARED 10 400 D GREY GLOBAL GROUP INC COM 39787M10 10361 16793 SH SHARED 16793 D GREY GLOBAL GROUP INC COM 39787M10 215 350 SH SHARED 01 350 D GREY GLOBAL GROUP INC COM 39787M10 308 500 SH SHARED 02 500 D GREY WOLF INC COM 39788810 547 138932 SH SHARED 138932 D GREY WOLF INC COM 39788810 890 226121 SH SHARED 01 226121 D GREY WOLF INC COM 39788810 428 108800 SH SHARED 02 108800 D GREY WOLF INC COM 39788810 26 6800 SH SHARED 10 6800 D GRIC COMMUNICATIONS INC COM 39808110 12 5600 SH SHARED 01 5600 D GRIFFON CORP COM 39843310 60 4688 SH SHARED 4688 D GRIFFON CORP COM 39843310 282 21924 SH SHARED 01 21924 D GRIFFON CORP COM 39843310 211 16424 SH SHARED 02 16424 D GRIFFON CORP COM 39843310 12 1000 SH SHARED 10 1000 D GROUP 1 AUTOMOTIVE INC COM 39890510 58 2745 SH SHARED 2745 D GROUP 1 AUTOMOTIVE INC COM 39890510 121 5700 SH SHARED 01 5700 D GROUP 1 AUTOMOTIVE INC COM 39890510 248 11619 SH SHARED 02 11619 D GROUP 1 AUTOMOTIVE INC COM 39890510 9 450 SH SHARED 10 450 D GROUP 1 SOFTWARE INC NEW COM 39943Y10 3551 197300 SH SHARED 107500 89800 D GROUP 1 SOFTWARE INC NEW COM 39943Y10 33 1868 SH SHARED 02 1868 D GROUP 1 SOFTWARE INC NEW COM 39943Y10 1425 79200 SH SHARED 05 79200 D GROUP 1 SOFTWARE INC NEW COM 39943Y10 2143 119100 SH SHR/OTHR 10 119100 D GROUPE DANONE SPONSORED ADR 39944910 900 35861 SH SHARED 3021 32840 D GROUPE DANONE SPONSORED ADR 39944910 6 241 SH SHARED 01 241 D GROUPE DANONE SPONSORED ADR 39944910 53 2134 SH SHARED 02 2134 D GROUPE CGI INC CL A SUB VTG 39945C10 396 84279 SH SHARED 01 84279 D GROUPE CGI INC CL A SUB VTG 39945C10 671 142786 SH SHARED 02 142786 D GROUPE CGI INC CL A SUB VTG 39945C10 1175 250000 SH SHARED 04 250000 D GROUPE CGI INC CL A SUB VTG 39945C10 17 3700 SH SHARED 14 3700 D GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 39990910 4639 1819513 SH SHARED 1819513 D GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 39990910 1462 573575 SH SHARED 01 573575 D GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 39990910 86 34000 SH SHARED 04 34000 D GRUPO RADIO CENTRO S A DE C SPONSORED ADR 40049C10 2 1000 SH SHARED 1000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 1775 70598 SH SHARED 70238 360 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 19444 773142 SH SHARED 01 773142 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 31 1240 SH SHARED 02 1240 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 955 38000 SH SHARED 04 38000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 4587 182408 SH SHARED 05 182408 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 1868 74294 SH SHARED 09 74294 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 6259 248900 SH SHR/OTHR 10 248900 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 1893 75296 SH SHARED 12 75296 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 1393 125000 SH SHARED 125000 D GTECH HLDGS CORP COM 40051810 120 3700 SH SHARED 3700 D GTECH HLDGS CORP COM 40051810 310 9500 SH SHARED 9500 D GTECH HLDGS CORP COM 40051810 3279 100400 SH SHARED 01 100400 D GTECH HLDGS CORP COM 40051810 906 27742 SH SHARED 02 27742 D GTECH HLDGS CORP COM 40051810 6453 197600 SH SHARED 10 128200 69400 D GTECH HLDGS CORP COM 40051810 326 10000 SH SHR/OTHR 10 10000 D GUCCI GROUP N V COM NY REG 40156610 190 2000 SH SHARED 2000 D GUCCI GROUP N V COM NY REG 40156610 72165 757170 SH SHARED 757170 D GUCCI GROUP N V COM NY REG 40156610 454 4770 SH SHARED 01 4770 D GUCCI GROUP N V COM NY REG 40156610 12 136 SH SHARED 02 136 D GUESS INC COM 40161710 1 374 SH SHARED 374 D GUESS INC COM 40161710 8 2300 SH SHARED 01 2300 D GUESS INC COM 40161710 16 4600 SH SHARED 02 4600 D GUESS INC COM 40161710 17 4880 SH SHARED 10 4880 D GUIDANT CORP COM 40169810 83552 2308079 SH SHARED 990692 11700 1305687 D GUIDANT CORP COM 40169810 1520 42000 SH SHR/OTHR 42000 D GUIDANT CORP COM 40169810 9638 266248 SH SHARED 01 263748 2500 D GUIDANT CORP COM 40169810 41 1150 SH SHR/OTHR 01 1150 D GUIDANT CORP COM 40169810 11207 309590 SH SHARED 02 309590 D GUIDANT CORP COM 40169810 60930 1683161 SH SHARED 05 1683161 D GUIDANT CORP COM 40169810 2918 80617 SH SHARED 06 80617 D GUIDANT CORP COM 40169810 3959 109369 SH SHARED 07 109369 D GUIDANT CORP COM 40169810 1940 53600 SH SHARED 09 53600 D GUIDANT CORP COM 40169810 92795 2563400 SH SHARED 10 50700 2512700 D GUIDANT CORP COM 40169810 7319 202197 SH SHR/OTHR 10 202197 D GUIDANT CORP COM 40169810 83 2300 SH SHARED 14 2300 D GUILFORD PHARMACEUTICALS INC COM 40182910 122 33200 SH SHARED 33200 D GUILFORD PHARMACEUTICALS INC COM 40182910 40 11028 SH SHARED 11028 D GUILFORD PHARMACEUTICALS INC COM 40182910 57 15478 SH SHARED 01 15478 D GUILFORD PHARMACEUTICALS INC COM 40182910 54 14700 SH SHARED 02 14700 D GUITAR CTR MGMT INC COM 40204010 101 4961 SH SHARED 4961 D GUITAR CTR MGMT INC COM 40204010 113 5571 SH SHARED 01 5571 D GUITAR CTR MGMT INC COM 40204010 169 8300 SH SHARED 02 8300 D GULF ISLAND FABRICATION INC COM 40230710 44 2479 SH SHARED 2479 D GULF ISLAND FABRICATION INC COM 40230710 48 2700 SH SHARED 01 2700 D GULF ISLAND FABRICATION INC COM 40230710 75 4200 SH SHARED 02 4200 D GULFMARK OFFSHORE INC COM 40262910 10 805 SH SHARED 805 D GULFMARK OFFSHORE INC COM 40262910 114 8500 SH SHARED 01 8500 D GULFMARK OFFSHORE INC COM 40262910 112 8358 SH SHARED 02 8358 D GUNDLE/SLT ENVIRONMENTAL INC COM 40280910 8 900 SH SHARED 02 900 D GYMBOREE CORP COM 40377710 182 12110 SH SHARED 12110 D GYMBOREE CORP COM 40377710 1433 95309 SH SHARED 01 95309 D GYMBOREE CORP COM 40377710 222 14783 SH SHARED 02 14783 D H & Q HEALTHCARE FD SH BEN INT 40405210 10 759 SH SHARED 759 D HCA INC COM 40411910 810 19600 SH SHARED 19600 D HCA INC COM 40411910 45822 1107899 SH SHARED 1046691 42700 18508 D HCA INC COM 40411910 99 2400 SH SHR/OTHR 2400 D HCA INC COM 40411910 13517 326820 SH SHARED 01 324120 2700 D HCA INC COM 40411910 1 39 SH SHR/OTHR 01 39 D HCA INC COM 40411910 10159 245642 SH SHARED 02 245642 D HCA INC COM 40411910 5376 130000 SH SHARED 04 130000 D HCA INC COM 40411910 710 17179 SH SHARED 05 17179 D HCA INC COM 40411910 624 15100 SH SHARED 06 15100 D HCA INC COM 40411910 678 16400 SH SHARED 07 16400 D HCA INC COM 40411910 8768 212000 SH SHARED 10 188000 24000 D HCA INC COM 40411910 17140 414432 SH SHR/OTHR 10 414432 D HCA INC COM 40411910 677 16370 SH SHARED 14 16370 D HCC INS HLDGS INC NOTE 2.000% 9/0 404132AA 10 9400 PRN SHARED 01 9400 D HCC INS HLDGS INC COM 40413210 330 12916 SH SHARED 8716 4200 D HCC INS HLDGS INC COM 40413210 473 18534 SH SHARED 01 18534 D HCC INS HLDGS INC COM 40413210 499 19549 SH SHARED 02 19549 D HFB FINL CORP COM 40417C10 3 200 SH SHARED 200 D HMN FINL INC COM 40424G10 14 900 SH SHARED 900 D HNC SOFTWARE INC NOTE 5.250% 9/0 40425PAC 9336 7793000 PRN SHARED 7793000 D HRPT PPTYS TR COM SH BEN INT 40426W10 497 58504 SH SHARED 58504 D HRPT PPTYS TR COM SH BEN INT 40426W10 793 93253 SH SHARED 01 93248 5 D HRPT PPTYS TR COM SH BEN INT 40426W10 32 3800 SH SHR/OTHR 01 3800 D HRPT PPTYS TR COM SH BEN INT 40426W10 672 79056 SH SHARED 02 79056 D HRPT PPTYS TR COM SH BEN INT 40426W10 16568 1946969 SH SHR/OTHR 10 1946969 D HRPT PPTYS TR COM SH BEN INT 40426W10 16568 1946969 SH SHARED 11 1946969 D HSBC HLDGS PLC SPON ADR NEW 40428040 62194 1216647 SH SHARED 1202275 14372 D HSBC HLDGS PLC SPON ADR NEW 40428040 595 11640 SH SHARED 01 9040 2600 D HSBC HLDGS PLC SPON ADR NEW 40428040 117 2300 SH SHR/OTHR 01 1300 1000 D HSBC HLDGS PLC SPON ADR NEW 40428040 7668 150000 SH SHARED 02 150000 D HAEMONETICS CORP COM 40502410 82 3759 SH SHARED 3759 D HAEMONETICS CORP COM 40502410 145 6667 SH SHARED 01 6667 D HAEMONETICS CORP COM 40502410 241 11038 SH SHARED 02 11038 D HAEMONETICS CORP COM 40502410 80 3700 SH SHARED 05 3700 D HAGGAR CORP COM 40517310 0 62 SH SHARED 02 62 D HAIN CELESTIAL GROUP INC COM 40521710 371 24599 SH SHARED 24599 D HAIN CELESTIAL GROUP INC COM 40521710 160 10594 SH SHARED 01 10594 D HAIN CELESTIAL GROUP INC COM 40521710 19 1301 SH SHR/OTHR 01 1301 D HAIN CELESTIAL GROUP INC COM 40521710 233 15428 SH SHARED 02 15428 D HALL KINION ASSOCIATES INC COM 40606910 0 606 SH SHARED 606 D HALL KINION ASSOCIATES INC COM 40606910 9 6100 SH SHARED 02 6100 D HALLIBURTON CO COM 40621610 19495 940448 SH SHARED 927682 12766 D HALLIBURTON CO COM 40621610 7371 355591 SH SHARED 01 353191 2400 D HALLIBURTON CO COM 40621610 611 29500 SH SHR/OTHR 01 28200 1300 D HALLIBURTON CO COM 40621610 4451 214716 SH SHARED 02 214716 D HALLIBURTON CO COM 40621610 116955 5641850 SH SHARED 04 5641850 D HALLIBURTON CO COM 40621610 297 14356 SH SHARED 05 14356 D HALLIBURTON CO COM 40621610 6346 306140 SH SHARED 06 306140 D HALLIBURTON CO COM 40621610 1529 73800 SH SHARED 10 73800 D HALLIBURTON CO COM 40621610 7119 343434 SH SHR/OTHR 10 343434 D HALLIBURTON CO COM 40621610 771 37200 SH SHARED 14 37200 D HAMPSHIRE GROUP LTD COM 40885910 12 600 SH SHARED 02 600 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 52882 7554700 SH SHARED 7553700 1000 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 51 7417 SH SHARED 01 7417 D HANCOCK FABRICS INC COM 40990010 6351 456921 SH SHARED 233121 12100 211700 D HANCOCK FABRICS INC COM 40990010 59 4300 SH SHARED 01 4300 D HANCOCK FABRICS INC COM 40990010 148 10703 SH SHARED 02 10703 D HANCOCK FABRICS INC COM 40990010 1591 114500 SH SHARED 05 114500 D HANCOCK FABRICS INC COM 40990010 5256 378200 SH SHARED 10 378200 D HANCOCK FABRICS INC COM 40990010 2866 206200 SH SHR/OTHR 10 206200 D HANCOCK HLDG CO COM 41012010 144 3359 SH SHARED 3359 D HANCOCK HLDG CO COM 41012010 648 15059 SH SHARED 01 15059 D HANCOCK HLDG CO COM 41012010 348 8100 SH SHARED 02 8100 D HANCOCK HLDG CO COM 41012010 19 450 SH SHARED 10 450 D HANCOCK JOHN INCOME SECS TR COM 41012310 27 1800 SH SHARED 01 1800 D HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T10 106 10400 SH SHARED 10400 D HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W10 1577 63600 SH SHARED 63600 D HANCOCK JOHN FINL SVCS INC COM 41014S10 17297 622644 SH SHARED 618865 3779 D HANCOCK JOHN FINL SVCS INC COM 41014S10 8 288 SH SHR/OTHR 288 D HANCOCK JOHN FINL SVCS INC COM 41014S10 3592 129321 SH SHARED 01 129321 D HANCOCK JOHN FINL SVCS INC COM 41014S10 4422 159194 SH SHARED 02 159194 D HANCOCK JOHN FINL SVCS INC COM 41014S10 416 15000 SH SHARED 04 15000 D HANCOCK JOHN FINL SVCS INC COM 41014S10 2726 98159 SH SHARED 05 98159 D HANCOCK JOHN FINL SVCS INC COM 41014S10 191 6900 SH SHARED 06 6900 D HANCOCK JOHN FINL SVCS INC COM 41014S10 6473 233014 SH SHR/OTHR 10 233014 D HANCOCK JOHN FINL SVCS INC COM 41014S10 66 2400 SH SHARED 14 2400 D HANCOCK JOHN INVS TR COM 41014210 20 1000 SH SHR/OTHR 01 1000 D HANDLEMAN CO DEL COM 41025210 263 17896 SH SHARED 17896 D HANDLEMAN CO DEL COM 41025210 867 59038 SH SHARED 01 59038 D HANDLEMAN CO DEL COM 41025210 221 15100 SH SHARED 02 15100 D HANDSPRING INC COM 41029310 24 39935 SH SHARED 39935 D HANDSPRING INC COM 41029310 4 6991 SH SHARED 01 6991 D HANDSPRING INC COM 41029310 16 26100 SH SHARED 02 26100 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 177 15518 SH SHARED 15518 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 437 38315 SH SHARED 01 38315 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 133 11700 SH SHARED 02 11700 D HANMI FINL CORP COM 41049510 13 784 SH SHARED 784 D HANMI FINL CORP COM 41049510 49 2900 SH SHARED 01 2900 D HANMI FINL CORP COM 41049510 90 5300 SH SHARED 02 5300 D HANOVER CAP MTG HLDGS INC COM 41076110 19 2500 SH SHARED 2500 D HANOVER COMPRESSOR CO COM 41076810 751 115625 SH SHARED 115611 14 D HANOVER COMPRESSOR CO COM 41076810 233 35886 SH SHARED 01 35886 D HANOVER COMPRESSOR CO COM 41076810 375 57845 SH SHARED 02 57845 D HANOVER COMPRESSOR CO COM 41076810 5 800 SH SHARED 10 800 D HANSON PLC SPON ADR NEW 41135240 1254 51096 SH SHARED 51096 D HANSON PLC SPON ADR NEW 41135240 4 180 SH SHARED 01 180 D HANSON PLC SPON ADR NEW 41135240 1629 66382 SH SHARED 02 66382 D HARBOR FLA BANCSHARES INC COM 41190110 173 7442 SH SHARED 7442 D HARBOR FLA BANCSHARES INC COM 41190110 224 9623 SH SHARED 01 9623 D HARBOR FLA BANCSHARES INC COM 41190110 301 12900 SH SHARED 02 12900 D HARLAND JOHN H CO COM 41269310 133 5500 SH SHARED 5500 D HARLAND JOHN H CO COM 41269310 204 8412 SH SHARED 8412 D HARLAND JOHN H CO COM 41269310 1870 76952 SH SHARED 01 76952 D HARLAND JOHN H CO COM 41269310 454 18711 SH SHARED 02 18711 D HARLAND JOHN H CO COM 41269310 7 300 SH SHARED 10 300 D HARLEY DAVIDSON INC COM 41282210 44712 1125973 SH SHARED 859778 266195 D HARLEY DAVIDSON INC COM 41282210 202 5100 SH SHR/OTHR 5100 D HARLEY DAVIDSON INC COM 41282210 13314 335294 SH SHARED 01 232910 102384 D HARLEY DAVIDSON INC COM 41282210 1695 42694 SH SHR/OTHR 01 18450 24244 D HARLEY DAVIDSON INC COM 41282210 5043 127004 SH SHARED 02 127004 D HARLEY DAVIDSON INC COM 41282210 509 12824 SH SHARED 05 12824 D HARLEY DAVIDSON INC COM 41282210 212 5350 SH SHARED 06 5350 D HARLEY DAVIDSON INC COM 41282210 46349 1167200 SH SHARED 10 443300 723900 D HARLEY DAVIDSON INC COM 41282210 8831 222391 SH SHR/OTHR 10 222391 D HARLEY DAVIDSON INC COM 41282210 416 10500 SH SHARED 14 10500 D HARLEYSVILLE GROUP INC COM 41282410 48 1958 SH SHARED 1958 D HARLEYSVILLE GROUP INC COM 41282410 263 10560 SH SHARED 01 10560 D HARLEYSVILLE GROUP INC COM 41282410 451 18108 SH SHARED 02 18108 D HARLEYSVILLE NATL CORP PA COM 41285010 45 1874 SH SHARED 1874 D HARLEYSVILLE NATL CORP PA COM 41285010 154 6333 SH SHARED 01 6333 D HARLEYSVILLE NATL CORP PA COM 41285010 282 11601 SH SHARED 02 11601 D HARMAN INTL INDS INC COM 41308610 1013 17300 SH SHARED 17300 D HARMAN INTL INDS INC COM 41308610 424 7254 SH SHARED 01 7254 D HARMAN INTL INDS INC COM 41308610 21 375 SH SHR/OTHR 01 375 D HARMAN INTL INDS INC COM 41308610 2491 42531 SH SHARED 02 42531 D HARMAN INTL INDS INC COM 41308610 234 4000 SH SHARED 04 4000 D HARMAN INTL INDS INC COM 41308610 158 2700 SH SHARED 06 2700 D HARMONIC INC COM 41316010 154 46333 SH SHARED 46333 D HARMONIC INC COM 41316010 82 24698 SH SHARED 01 24698 D HARMONIC INC COM 41316010 122 36686 SH SHARED 02 36686 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 76386 6245791 SH SHARED 6245791 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 61 5005 SH SHARED 01 5005 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 91 7500 SH SHARED 02 7500 D HARRAHS ENTMT INC COM 41361910 9741 272880 SH SHARED 272880 D HARRAHS ENTMT INC COM 41361910 2750 77051 SH SHARED 01 75751 1300 D HARRAHS ENTMT INC COM 41361910 2106 58996 SH SHARED 02 58996 D HARRAHS ENTMT INC COM 41361910 21 589 SH SHARED 05 589 D HARRAHS ENTMT INC COM 41361910 175 4902 SH SHARED 06 4902 D HARRAHS ENTMT INC COM 41361910 3045 85299 SH SHR/OTHR 10 85299 D HARRAHS ENTMT INC COM 41361910 955 26770 SH SHARED 14 26770 D HARRIS CORP DEL COM 41387510 388 14000 SH SHARED 14000 D HARRIS CORP DEL COM 41387510 9290 334559 SH SHARED 187209 8000 139350 D HARRIS CORP DEL COM 41387510 83 3000 SH SHR/OTHR 3000 D HARRIS CORP DEL COM 41387510 4135 148902 SH SHARED 01 148702 200 D HARRIS CORP DEL COM 41387510 672 24232 SH SHARED 02 24232 D HARRIS CORP DEL COM 41387510 120 4350 SH SHARED 06 4350 D HARRIS CORP DEL COM 41387510 27250 981300 SH SHARED 10 259200 722100 D HARRIS INTERACTIVE INC COM 41454910 12 2322 SH SHARED 2322 D HARRIS INTERACTIVE INC COM 41454910 60 11000 SH SHARED 01 11000 D HARRIS INTERACTIVE INC COM 41454910 122 22400 SH SHARED 02 22400 D HARSCO CORP COM 41586410 216 7113 SH SHARED 7113 D HARSCO CORP COM 41586410 427 14008 SH SHARED 01 14008 D HARSCO CORP COM 41586410 352 11548 SH SHARED 02 11548 D HARTE-HANKS INC COM 41619610 405 21218 SH SHARED 20468 750 D HARTE-HANKS INC COM 41619610 520 27230 SH SHARED 01 27230 D HARTE-HANKS INC COM 41619610 530 27760 SH SHARED 02 27760 D HARTFORD FINL SVCS GROUP INC COM 41651510 28420 805341 SH SHARED 704237 101104 D HARTFORD FINL SVCS GROUP INC COM 41651510 6787 192334 SH SHARED 01 189376 2958 D HARTFORD FINL SVCS GROUP INC COM 41651510 601 17055 SH SHR/OTHR 01 11561 5494 D HARTFORD FINL SVCS GROUP INC COM 41651510 3735 105846 SH SHARED 02 105846 D HARTFORD FINL SVCS GROUP INC COM 41651510 146 4139 SH SHARED 05 4139 D HARTFORD FINL SVCS GROUP INC COM 41651510 144 4090 SH SHARED 06 4090 D HARTFORD FINL SVCS GROUP INC COM 41651510 28782 815600 SH SHARED 10 41200 774400 D HARTFORD FINL SVCS GROUP INC COM 41651510 6717 190351 SH SHR/OTHR 10 190351 D HARTFORD FINL SVCS GROUP INC COM 41651510 67 1900 SH SHARED 14 1900 D HARVARD BIOSCIENCE INC COM 41690610 52 13960 SH SHARED 13960 D HARVARD BIOSCIENCE INC COM 41690610 43 11500 SH SHARED 01 11500 D HARVARD BIOSCIENCE INC COM 41690610 44 11900 SH SHARED 02 11900 D HARVARD BIOSCIENCE INC COM 41690610 890 237500 SH SHARED 04 237500 D HARVEST NATURAL RESOURCES IN COM 41754V10 11 2313 SH SHARED 2313 D HARVEST NATURAL RESOURCES IN COM 41754V10 32 6600 SH SHARED 01 6600 D HARVEST NATURAL RESOURCES IN COM 41754V10 102 21000 SH SHARED 02 21000 D HARVEY ELECTRONICS INC COM 41766010 0 6 SH SHARED 6 D HASBRO INC DBCV 2.750%12/0 418056AN 50 50000 PRN SHARED 50000 D HASBRO INC DBCV 2.750%12/0 418056AN 147 146000 PRN SHARED 02 146000 D HASBRO INC COM 41805610 5715 411518 SH SHARED 411518 D HASBRO INC COM 41805610 473 34068 SH SHARED 01 34068 D HASBRO INC COM 41805610 123 8900 SH SHR/OTHR 01 8900 D HASBRO INC COM 41805610 975 70207 SH SHARED 02 70207 D HASBRO INC COM 41805610 1582 113943 SH SHR/OTHR 10 113943 D HAVAS SPONSORED ADR 41931310 43 16841 SH SHARED 16841 D HAVAS SPONSORED ADR 41931310 4 1619 SH SHARED 01 1619 D HAVAS SPONSORED ADR 41931310 0 155 SH SHARED 02 155 D HAVERTY FURNITURE INC COM 41959610 10 969 SH SHARED 969 D HAVERTY FURNITURE INC COM 41959610 53 5000 SH SHARED 01 5000 D HAVERTY FURNITURE INC COM 41959610 102 9512 SH SHARED 02 9512 D HAWAIIAN ELEC INDUSTRIES COM 41987010 563 13823 SH SHARED 12298 1525 D HAWAIIAN ELEC INDUSTRIES COM 41987010 555 13621 SH SHARED 01 13371 250 D HAWAIIAN ELEC INDUSTRIES COM 41987010 565 13874 SH SHARED 02 13874 D HAWTHORNE FINL CORP COM 42054210 160 5439 SH SHARED 5439 D HAWTHORNE FINL CORP COM 42054210 73 2500 SH SHARED 01 2500 D HAWTHORNE FINL CORP COM 42054210 135 4600 SH SHARED 02 4600 D HEALTHCARE SVCS GRP INC COM 42190610 6 533 SH SHARED 533 D HEALTHCARE SVCS GRP INC COM 42190610 22 1900 SH SHARED 01 1900 D HEALTHCARE SVCS GRP INC COM 42190610 67 5719 SH SHARED 02 5719 D HEALTH CARE PPTY INVS INC COM 42191510 877 26305 SH SHARED 5886 20419 D HEALTH CARE PPTY INVS INC COM 42191510 20 600 SH SHR/OTHR 600 D HEALTH CARE PPTY INVS INC COM 42191510 281 8435 SH SHARED 01 8435 D HEALTH CARE PPTY INVS INC COM 42191510 133 4000 SH SHR/OTHR 01 4000 D HEALTH CARE PPTY INVS INC COM 42191510 676 20295 SH SHARED 02 20295 D HEALTHSOUTH CORP SDCV 3.250% 4/0 421924AF 370 2960000 PRN SHARED 2960000 D HEALTHSOUTH CORP SDCV 3.250% 4/0 421924AF 3697 29580000 PRN SHARED 29580000 D HEALTHSOUTH CORP SDCV 3.250% 4/0 421924AF 0 1500 PRN SHARED 01 1500 D HEALTHSOUTH CORP COM 42192410 0 5600 SH SHARED 5600 D HEALTHSOUTH CORP COM 42192410 29 421288 SH SHARED 416598 4690 D HEALTHSOUTH CORP COM 42192410 0 8702 SH SHARED 01 8702 D HEALTHSOUTH CORP COM 42192410 246 3528045 SH SHARED 02 3528045 D HEALTH MGMT ASSOC INC NEW NOTE 1/2 421933AD 8700 10000000 PRN SHARED 10000000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 8992 473271 SH SHARED 451971 18300 3000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 2140 112657 SH SHARED 01 111657 1000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 2574 135494 SH SHARED 02 135494 D HEALTH MGMT ASSOC INC NEW CL A 42193310 67 3543 SH SHARED 05 3543 D HEALTH MGMT ASSOC INC NEW CL A 42193310 40 2150 SH SHARED 06 2150 D HEALTH MGMT ASSOC INC NEW CL A 42193310 1512 79600 SH SHARED 10 79600 D HEALTH MGMT ASSOC INC NEW CL A 42193310 3537 186206 SH SHR/OTHR 10 186206 D HEALTHCARE RLTY TR COM 42194610 1377 56411 SH SHARED 14861 41550 D HEALTHCARE RLTY TR COM 42194610 707 28964 SH SHARED 01 28964 D HEALTHCARE RLTY TR COM 42194610 620 25416 SH SHARED 02 25416 D HEALTHCARE RLTY TR COM 42194610 39 1620 SH SHARED 10 1620 D HEADWATERS INC COM 42210P10 122 8705 SH SHARED 8705 D HEADWATERS INC COM 42210P10 174 12400 SH SHARED 01 12400 D HEADWATERS INC COM 42210P10 233 16600 SH SHARED 02 16600 D HEALTH CARE REIT INC COM 42217K10 155 5927 SH SHARED 5927 D HEALTH CARE REIT INC COM 42217K10 587 22438 SH SHARED 01 22438 D HEALTH CARE REIT INC COM 42217K10 621 23708 SH SHARED 02 23708 D HEALTH CARE REIT INC COM 42217K10 30 1170 SH SHARED 10 1170 D HEALTHEXTRAS INC COM 42221110 3 969 SH SHARED 969 D HEALTHEXTRAS INC COM 42221110 19 5000 SH SHARED 01 5000 D HEALTHEXTRAS INC COM 42221110 35 9200 SH SHARED 02 9200 D HEALTHEXTRAS INC COM 42221110 3 1000 SH SHARED 10 1000 D HEALTH NET INC COM 42222G10 179 6700 SH SHARED 6700 D HEALTH NET INC COM 42222G10 3636 135848 SH SHARED 130048 5800 D HEALTH NET INC COM 42222G10 433 16200 SH SHR/OTHR 16200 D HEALTH NET INC COM 42222G10 1201 44891 SH SHARED 01 44891 D HEALTH NET INC COM 42222G10 1132 42302 SH SHARED 02 42302 D HEALTHTRONICS SURGICAL SVS I COM 42222L10 3 412 SH SHARED 412 D HEALTHTRONICS SURGICAL SVS I COM 42222L10 29 3600 SH SHARED 01 3600 D HEALTHTRONICS SURGICAL SVS I COM 42222L10 40 4998 SH SHARED 02 4998 D HEARST-ARGYLE TELEVISION INC COM 42231710 202 9766 SH SHARED 01 9766 D HEARST-ARGYLE TELEVISION INC COM 42231710 53 2577 SH SHARED 02 2577 D HEARST-ARGYLE TELEVISION INC COM 42231710 48 2350 SH SHARED 06 2350 D HEARTLAND EXPRESS INC COM 42234710 11947 622938 SH SHARED 384315 5500 233123 D HEARTLAND EXPRESS INC COM 42234710 2008 104732 SH SHARED 01 104732 D HEARTLAND EXPRESS INC COM 42234710 379 19777 SH SHARED 02 19777 D HEARTLAND EXPRESS INC COM 42234710 247 12922 SH SHARED 05 12922 D HEARTLAND EXPRESS INC COM 42234710 5316 277190 SH SHARED 10 277190 D HEARTLAND EXPRESS INC COM 42234710 6261 326458 SH SHR/OTHR 10 326458 D HEARTLAND EXPRESS INC COM 42234710 57 3000 SH SHARED 12 3000 D HECLA MNG CO COM 42270410 84 25720 SH SHARED 25720 D HECLA MNG CO COM 42270410 245 74500 SH SHARED 01 74500 D HECLA MNG CO COM 42270410 171 52200 SH SHARED 02 52200 D HEICO CORP NEW COM 42280610 8 941 SH SHARED 941 D HEICO CORP NEW COM 42280610 45 5127 SH SHARED 01 3127 2000 D HEICO CORP NEW COM 42280610 76 8600 SH SHARED 02 8600 D HEICO CORP NEW CL A 42280620 0 83 SH SHARED 83 D HEICO CORP NEW CL A 42280620 3 505 SH SHARED 01 85 420 D HEIDRICK & STRUGGLES INTL IN COM 42281910 326 28138 SH SHARED 28138 D HEIDRICK & STRUGGLES INTL IN COM 42281910 86 7491 SH SHARED 01 7491 D HEIDRICK & STRUGGLES INTL IN COM 42281910 129 11177 SH SHARED 02 11177 D HEINZ H J CO COM 42307410 37392 1280559 SH SHARED 878839 401720 D HEINZ H J CO COM 42307410 2622 89808 SH SHR/OTHR 89808 D HEINZ H J CO COM 42307410 7026 240620 SH SHARED 01 234695 700 5225 D HEINZ H J CO COM 42307410 1860 63700 SH SHR/OTHR 01 40950 22750 D HEINZ H J CO COM 42307410 4627 158487 SH SHARED 02 158487 D HEINZ H J CO COM 42307410 50589 1732500 SH SHARED 04 1732500 D HEINZ H J CO COM 42307410 293 10054 SH SHARED 05 10054 D HEINZ H J CO COM 42307410 254 8700 SH SHARED 06 8700 D HEINZ H J CO COM 42307410 6627 226974 SH SHR/OTHR 10 226974 D HEINZ H J CO COM 42307410 1166 39947 SH SHARED 14 39947 D HELIX TECHNOLOGY CORP COM 42331910 19 2301 SH SHARED 2301 D HELIX TECHNOLOGY CORP COM 42331910 70 8245 SH SHARED 01 8245 D HELIX TECHNOLOGY CORP COM 42331910 145 16855 SH SHARED 02 16855 D HELLENIC TELECOM ORGANIZATN SPONSORED ADR 42332530 8061 1704304 SH SHARED 1704304 D HELLENIC TELECOM ORGANIZATN SPONSORED ADR 42332530 34 7300 SH SHARED 02 7300 D HELLENIC TELECOM ORGANIZATN SPONSORED ADR 42332530 2838 600000 SH SHARED 04 600000 D HELMERICH & PAYNE INC COM 42345210 1420 55461 SH SHARED 54461 1000 D HELMERICH & PAYNE INC COM 42345210 76 3000 SH SHR/OTHR 3000 D HELMERICH & PAYNE INC COM 42345210 715 27927 SH SHARED 01 27927 D HELMERICH & PAYNE INC COM 42345210 386 15084 SH SHARED 02 15084 D HENLEY LTD PARTNERSHIP UNIT LTD PTNR 42551C10 0 25 SH SHR/OTHR 25 D HENRY JACK & ASSOC INC COM 42628110 1079 101962 SH SHARED 101962 D HENRY JACK & ASSOC INC COM 42628110 440 41621 SH SHARED 01 41621 D HENRY JACK & ASSOC INC COM 42628110 25 2400 SH SHR/OTHR 01 800 1600 D HENRY JACK & ASSOC INC COM 42628110 288 27277 SH SHARED 02 27277 D HERITAGE PROPANE PARTNERS L UNIT LTD PARTN 42691810 36 1277 SH SHARED 1277 D HERITAGE COMMERCE CORP COM 42692710 12 1432 SH SHARED 02 1432 D HERCULES INC SDCV 8.000% 8/1 427056AK 8 10000 PRN SHR/OTHR 10000 D HERCULES INC SDCV 8.000% 8/1 427056AK 15 18750 PRN SHARED 01 18750 D HERCULES INC SDCV 8.000% 8/1 427056AK 1 1500 PRN SHR/OTHR 01 1500 D HERCULES INC COM 42705610 3138 360731 SH SHARED 348024 12707 D HERCULES INC COM 42705610 171 19707 SH SHARED 01 19707 D HERCULES INC COM 42705610 26 3000 SH SHR/OTHR 01 3000 D HERCULES INC COM 42705610 555 63872 SH SHARED 02 63872 D HERCULES INC COM 42705610 538 61870 SH SHR/OTHR 10 61870 D HERITAGE FINL CORP WASH COM 42722X10 18 853 SH SHARED 02 853 D HERITAGE PPTY INVT TR INC COM 42725M10 22 916 SH SHARED 916 D HERITAGE PPTY INVT TR INC COM 42725M10 145 5825 SH SHARED 01 5825 D HERITAGE PPTY INVT TR INC COM 42725M10 278 11100 SH SHARED 02 11100 D HERITAGE PPTY INVT TR INC COM 42725M10 14606 583100 SH SHR/OTHR 10 583100 D HERITAGE PPTY INVT TR INC COM 42725M10 14982 598100 SH SHARED 11 598100 D HERLEY INDS INC DEL COM 42739810 90 5236 SH SHARED 5236 D HERLEY INDS INC DEL COM 42739810 59 3459 SH SHARED 01 3459 D HERLEY INDS INC DEL COM 42739810 123 7200 SH SHARED 02 7200 D HERSHEY FOODS CORP COM 42786610 19593 312691 SH SHARED 259254 53437 D HERSHEY FOODS CORP COM 42786610 766 12240 SH SHR/OTHR 12240 D HERSHEY FOODS CORP COM 42786610 1685 26900 SH SHARED 01 25000 1900 D HERSHEY FOODS CORP COM 42786610 3535 56430 SH SHARED 02 56430 D HERSHEY FOODS CORP COM 42786610 39 638 SH SHARED 05 638 D HERSHEY FOODS CORP COM 42786610 6978 111377 SH SHR/OTHR 10 111377 D HERSHEY FOODS CORP COM 42786610 56 900 SH SHARED 14 900 D HEWITT ASSOCS INC COM 42822Q10 40 1388 SH SHARED 1388 D HEWITT ASSOCS INC COM 42822Q10 4 154 SH SHARED 01 154 D HEWITT ASSOCS INC COM 42822Q10 161 5484 SH SHARED 02 5484 D HEWITT ASSOCS INC COM 42822Q10 7291 248000 SH SHR/OTHR 10 248000 D HEWLETT PACKARD CO COM 42823610 23 1529 SH SHARED 1529 D HEWLETT PACKARD CO COM 42823610 155110 9974963 SH SHARED 7929999 14000 2030964 D HEWLETT PACKARD CO COM 42823610 4730 304241 SH SHR/OTHR 304241 D HEWLETT PACKARD CO COM 42823610 33829 2175531 SH SHARED 01 2093498 82033 D HEWLETT PACKARD CO COM 42823610 8381 538994 SH SHR/OTHR 01 389906 149088 D HEWLETT PACKARD CO COM 42823610 31070 1998077 SH SHARED 02 1998077 D HEWLETT PACKARD CO COM 42823610 2248 144600 SH SHARED 03 144600 D HEWLETT PACKARD CO COM 42823610 78756 5064700 SH SHARED 04 5064700 D HEWLETT PACKARD CO COM 42823610 3801 244465 SH SHARED 05 244465 D HEWLETT PACKARD CO COM 42823610 3324 213824 SH SHARED 06 213824 D HEWLETT PACKARD CO COM 42823610 3836 246744 SH SHARED 07 246744 D HEWLETT PACKARD CO COM 42823610 56841 3655410 SH SHARED 10 3509708 145702 D HEWLETT PACKARD CO COM 42823610 30569 1965904 SH SHR/OTHR 10 1965904 D HEWLETT PACKARD CO COM 42823610 2735 175927 SH SHARED 14 175927 D HEXCEL CORP NEW COM 42829110 4 1540 SH SHARED 1540 D HEXCEL CORP NEW COM 42829110 13 4700 SH SHARED 01 4700 D HEXCEL CORP NEW COM 42829110 42 14500 SH SHARED 02 14500 D HI / FN INC COM 42835810 19 4167 SH SHARED 4167 D HI-TECH PHARMACAL INC COM 42840B10 19 924 SH SHARED 02 924 D HIBBETT SPORTING GOODS INC COM 42856510 43 1766 SH SHARED 1766 D HIBBETT SPORTING GOODS INC COM 42856510 56 2282 SH SHARED 01 2282 D HIBBETT SPORTING GOODS INC COM 42856510 103 4200 SH SHARED 02 4200 D HIBERNIA CORP CL A 42865610 225 13300 SH SHARED 13300 D HIBERNIA CORP CL A 42865610 553 32612 SH SHARED 32612 D HIBERNIA CORP CL A 42865610 888 52415 SH SHARED 01 52415 D HIBERNIA CORP CL A 42865610 910 53668 SH SHARED 02 53668 D HICKORY TECH CORP COM 42906010 7 855 SH SHARED 855 D HICKORY TECH CORP COM 42906010 97 10865 SH SHARED 01 10865 D HICKORY TECH CORP COM 42906010 76 8500 SH SHARED 02 8500 D HICKORY TECH CORP COM 42906010 29 3340 SH SHARED 10 3340 D HIGH INCOME OPPORTUNITY FD I COM 42967Q10 6 1000 SH SHARED 1000 D HIGHWOODS PPTYS INC COM 43128410 1192 58345 SH SHARED 26526 31819 D HIGHWOODS PPTYS INC COM 43128410 175 8605 SH SHARED 01 8605 D HIGHWOODS PPTYS INC COM 43128410 114 5603 SH SHARED 02 5603 D HIGHWOODS PPTYS INC COM 43128410 21695 1061400 SH SHR/OTHR 10 1061400 D HIGHWOODS PPTYS INC COM 43128410 82557 4039000 SH SHARED 11 3215900 823100 D HILB ROGAL & HAMILTON CO COM 43129410 126 4035 SH SHARED 4035 D HILB ROGAL & HAMILTON CO COM 43129410 1217 38986 SH SHARED 01 38986 D HILB ROGAL & HAMILTON CO COM 43129410 952 30487 SH SHARED 02 30487 D HILB ROGAL & HAMILTON CO COM 43129410 49 1570 SH SHARED 10 1570 D HILLENBRAND INDS INC COM 43157310 1633 32041 SH SHARED 32041 D HILLENBRAND INDS INC COM 43157310 843 16545 SH SHARED 01 16545 D HILLENBRAND INDS INC COM 43157310 1130 22180 SH SHARED 02 22180 D HILTON HOTELS CORP NOTE 5.000% 5/1 432848AL 9 10000 PRN SHARED 01 10000 D HILTON HOTELS CORP COM 43284810 16719 1440057 SH SHARED 1431067 8990 D HILTON HOTELS CORP COM 43284810 1509 130057 SH SHARED 01 127847 2210 D HILTON HOTELS CORP COM 43284810 17 1500 SH SHR/OTHR 01 1500 D HILTON HOTELS CORP COM 43284810 2802 241363 SH SHARED 02 241363 D HILTON HOTELS CORP COM 43284810 232 20000 SH SHARED 04 20000 D HILTON HOTELS CORP COM 43284810 22 1914 SH SHARED 05 1914 D HILTON HOTELS CORP COM 43284810 34 2950 SH SHARED 06 2950 D HILTON HOTELS CORP COM 43284810 15683 1350900 SH SHARED 10 1350900 D HILTON HOTELS CORP COM 43284810 10157 874850 SH SHR/OTHR 10 874850 D HILTON HOTELS CORP COM 43284810 63859 5500400 SH SHARED 11 4049600 1450800 D HISPANIC BROADCASTING CORP CL A 43357B10 1516 73385 SH SHARED 73385 D HISPANIC BROADCASTING CORP CL A 43357B10 1005 48664 SH SHARED 01 32847 15817 D HISPANIC BROADCASTING CORP CL A 43357B10 42 2062 SH SHR/OTHR 01 1000 1062 D HISPANIC BROADCASTING CORP CL A 43357B10 7829 378953 SH SHARED 02 378953 D HISPANIC BROADCASTING CORP CL A 43357B10 747 36200 SH SHR/OTHR 10 36200 D HITACHI LIMITED ADR 10 COM 43357850 393 11185 SH SHARED 3455 7730 D HITACHI LIMITED ADR 10 COM 43357850 14 422 SH SHARED 01 422 D HOLLINGER INTL INC CL A 43556910 95 12100 SH SHARED 12100 D HOLLINGER INTL INC CL A 43556910 154 19610 SH SHARED 01 19610 D HOLLINGER INTL INC CL A 43556910 271 34360 SH SHARED 02 34360 D HOLLY CORP COM PAR $0.01 43575830 54 1906 SH SHARED 1906 D HOLLY CORP COM PAR $0.01 43575830 171 6000 SH SHARED 01 6000 D HOLLY CORP COM PAR $0.01 43575830 171 6000 SH SHARED 02 6000 D HOLLYWOOD ENTMT CORP COM 43614110 1204 75329 SH SHARED 75329 D HOLLYWOOD ENTMT CORP COM 43614110 3746 234310 SH SHARED 01 234310 D HOLLYWOOD ENTMT CORP COM 43614110 511 32000 SH SHARED 02 32000 D HOLOGIC INC COM 43644010 88 10326 SH SHARED 10326 D HOLOGIC INC COM 43644010 599 69676 SH SHARED 01 69676 D HOLOGIC INC COM 43644010 102 11890 SH SHARED 02 11890 D HOME FED BANCORP COM 43692610 13 541 SH SHARED 02 541 D HOME DEPOT INC COM 43707610 132 5457 SH SHARED 5457 D HOME DEPOT INC COM 43707610 298951 12272235 SH SHARED 8777787 3494448 D HOME DEPOT INC COM 43707610 15889 652261 SH SHR/OTHR 652261 D HOME DEPOT INC COM 43707610 56412 2315784 SH SHARED 01 1262031 1053753 D HOME DEPOT INC COM 43707610 12728 522519 SH SHR/OTHR 01 120960 401559 D HOME DEPOT INC COM 43707610 29987 1231029 SH SHARED 02 1231029 D HOME DEPOT INC COM 43707610 842 34600 SH SHARED 03 28000 6600 D HOME DEPOT INC COM 43707610 7624 313000 SH SHARED 04 313000 D HOME DEPOT INC COM 43707610 21332 875718 SH SHARED 05 875718 D HOME DEPOT INC COM 43707610 3231 132651 SH SHARED 06 132651 D HOME DEPOT INC COM 43707610 2426 99602 SH SHARED 07 99602 D HOME DEPOT INC COM 43707610 991 40700 SH SHARED 09 40700 D HOME DEPOT INC COM 43707610 59007 2422327 SH SHARED 10 175247 2109250 137830 D HOME DEPOT INC COM 43707610 125881 5167551 SH SHR/OTHR 10 5167551 D HOME DEPOT INC COM 43707610 2742 112590 SH SHARED 14 112590 D HOME PPTYS N Y INC COM 43730610 44 1331 SH SHARED 1331 D HOME PPTYS N Y INC COM 43730610 400 12068 SH SHARED 01 12068 D HOME PPTYS N Y INC COM 43730610 571 17200 SH SHARED 02 17200 D HOME PPTYS N Y INC COM 43730610 4538 136700 SH SHR/OTHR 10 136700 D HOME PPTYS N Y INC COM 43730610 50224 1512800 SH SHARED 11 1166800 346000 D HOMESTORE INC COM 43785210 1200 2144140 SH SHARED 2144140 D HOMESTORE INC COM 43785210 0 605 SH SHARED 01 605 D HOMESTORE INC COM 43785210 26 46900 SH SHARED 02 46900 D HON INDS INC COM 43809210 294 10342 SH SHARED 10342 D HON INDS INC COM 43809210 480 16875 SH SHARED 01 16875 D HON INDS INC COM 43809210 114 4000 SH SHR/OTHR 01 4000 D HON INDS INC COM 43809210 566 19884 SH SHARED 02 19884 D HONDA MOTOR LTD AMERN SHS 43812830 958 57750 SH SHARED 29940 27810 D HONDA MOTOR LTD AMERN SHS 43812830 66 4002 SH SHARED 01 2752 1250 D HONEYWELL INTL INC COM 43851610 123060 5761259 SH SHARED 4117068 1644191 D HONEYWELL INTL INC COM 43851610 6525 305506 SH SHR/OTHR 305506 D HONEYWELL INTL INC COM 43851610 9984 467461 SH SHARED 01 418477 900 48084 D HONEYWELL INTL INC COM 43851610 2027 94914 SH SHR/OTHR 01 35754 59160 D HONEYWELL INTL INC COM 43851610 24688 1155818 SH SHARED 02 1155818 D HONEYWELL INTL INC COM 43851610 1087 50900 SH SHARED 03 50900 D HONEYWELL INTL INC COM 43851610 93300 4368000 SH SHARED 04 4368000 D HONEYWELL INTL INC COM 43851610 17451 817026 SH SHARED 05 817026 D HONEYWELL INTL INC COM 43851610 3042 142449 SH SHARED 06 142449 D HONEYWELL INTL INC COM 43851610 1180 55250 SH SHARED 07 55250 D HONEYWELL INTL INC COM 43851610 572 26800 SH SHARED 09 26800 D HONEYWELL INTL INC COM 43851610 31339 1467200 SH SHARED 10 424100 934200 108900 D HONEYWELL INTL INC COM 43851610 12760 597409 SH SHR/OTHR 10 597409 D HONEYWELL INTL INC COM 43851610 1868 87457 SH SHARED 14 87457 D HOOKER FURNITURE CORP COM 43903810 25 924 SH SHARED 02 924 D HOOPER HOLMES INC COM 43910410 5090 1018161 SH SHARED 3337 1014824 D HOOPER HOLMES INC COM 43910410 80 16000 SH SHARED 01 16000 D HOOPER HOLMES INC COM 43910410 165 33128 SH SHARED 02 33128 D HORACE MANN EDUCATORS CORP N COM 44032710 196 14966 SH SHARED 14610 356 D HORACE MANN EDUCATORS CORP N COM 44032710 253 19311 SH SHARED 01 19311 D HORACE MANN EDUCATORS CORP N COM 44032710 402 30682 SH SHARED 02 30682 D HORIZON FINL CORP WASH COM 44041F10 20 1360 SH SHARED 02 1360 D HORIZON FINL CORP WASH COM 44041F10 169 11340 SH SHR/OTHR 10 11340 D HORIZON OFFSHORE INC COM 44043J10 1453 427448 SH SHARED 244848 182600 D HORIZON 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SH SHARED 81034 D HOVNANIAN ENTERPRISES INC CL A 44248720 3331 96436 SH SHARED 01 96436 D HOVNANIAN ENTERPRISES INC CL A 44248720 326 9463 SH SHARED 02 9463 D HUANENG PWR INTL INC SPON ADR N 44330410 203 5400 SH SHARED 5400 D HUANENG PWR INTL INC SPON ADR N 44330410 334 8884 SH SHARED 8884 D HUANENG PWR INTL INC SPON ADR N 44330410 0 16 SH SHARED 01 16 D HUBBELL INC CL B 44351020 1055 33736 SH SHARED 9700 24036 D HUBBELL INC CL B 44351020 452 14442 SH SHR/OTHR 14442 D HUBBELL INC CL B 44351020 1403 44834 SH SHARED 01 43774 1060 D HUBBELL INC CL B 44351020 507 16200 SH SHARED 02 16200 D HUDSON CITY BANCORP COM 44368310 111 5500 SH SHARED 5500 D HUDSON CITY BANCORP COM 44368310 159 7900 SH SHARED 01 7300 600 D HUDSON CITY BANCORP COM 44368310 98 4843 SH SHARED 02 4843 D HUDSON RIV BANCORP INC COM 44412810 22 967 SH SHARED 967 D HUDSON RIV BANCORP INC COM 44412810 64 2800 SH SHARED 01 2800 D HUDSON RIV BANCORP INC COM 44412810 219 9559 SH SHARED 02 9559 D HUDSON UNITED BANCORP COM 44416510 200 6500 SH SHARED 6500 D HUDSON UNITED BANCORP COM 44416510 155 5049 SH SHARED 5049 D HUDSON UNITED BANCORP COM 44416510 301 9805 SH SHARED 01 7828 1977 D HUDSON UNITED BANCORP COM 44416510 49 1622 SH SHR/OTHR 01 1622 D HUDSON UNITED BANCORP COM 44416510 286 9307 SH SHARED 02 9307 D HUFFY CORP COM 44435610 9 2024 SH SHARED 02 2024 D HUGHES SUPPLY INC COM 44448210 90 3900 SH SHARED 3900 D HUGHES SUPPLY INC COM 44448210 35 1542 SH SHARED 1542 D HUGHES SUPPLY INC COM 44448210 179 7700 SH SHARED 01 7700 D HUGHES SUPPLY INC COM 44448210 343 14733 SH SHARED 02 14733 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 140 10080 SH SHARED 10080 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 41 3000 SH SHR/OTHR 01 3000 D HUMANA INC COM 44485910 88 9200 SH SHARED 9200 D HUMANA INC COM 44485910 4259 443737 SH SHARED 442138 1599 D HUMANA INC COM 44485910 14 1500 SH SHR/OTHR 1500 D HUMANA INC COM 44485910 384 40044 SH SHARED 01 40044 D HUMANA INC COM 44485910 5 600 SH SHR/OTHR 01 600 D HUMANA INC COM 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HUMBOLDT BANCORP COM 44506910 49 3840 SH SHARED 01 3840 D HUMBOLDT BANCORP COM 44506910 83 6500 SH SHARED 02 6500 D HUMMINGBIRD INC COM 44544R10 10 644 SH SHARED 644 D HUMMINGBIRD INC COM 44544R10 0 56 SH SHARED 01 56 D HUNT J B TRANS SVCS INC COM 44565810 619 23001 SH SHARED 23001 D HUNT J B TRANS SVCS INC COM 44565810 1029 38259 SH SHARED 01 38259 D HUNT J B TRANS SVCS INC COM 44565810 846 31428 SH SHARED 02 31428 D HUNTINGTON BANCSHARES INC COM 44615010 8115 436541 SH SHARED 434341 2200 D HUNTINGTON BANCSHARES INC COM 44615010 2339 125847 SH SHARED 01 125047 800 D HUNTINGTON BANCSHARES INC COM 44615010 1955 105169 SH SHARED 02 105169 D HUNTINGTON BANCSHARES INC COM 44615010 25 1398 SH SHARED 05 1398 D HUNTINGTON BANCSHARES INC COM 44615010 37 2000 SH SHARED 06 2000 D HUNTINGTON BANCSHARES INC COM 44615010 3053 164260 SH SHR/OTHR 10 164260 D HUTCHINSON TECHNOLOGY INC COM 44840710 535 21653 SH SHARED 21653 D HUTCHINSON TECHNOLOGY INC COM 44840710 881 35655 SH SHARED 01 35655 D 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SHARED 02 6947 D I-MANY INC COM 44973Q10 23 31321 SH SHARED 31321 D I-MANY INC COM 44973Q10 9 12500 SH SHARED 01 12500 D I-MANY INC COM 44973Q10 18 24500 SH SHARED 02 24500 D IMS HEALTH INC COM 44993410 7871 504229 SH SHARED 450394 53835 D IMS HEALTH INC COM 44993410 468 29983 SH SHR/OTHR 29983 D IMS HEALTH INC COM 44993410 4442 284610 SH SHARED 01 280610 4000 D IMS HEALTH INC COM 44993410 2326 149021 SH SHR/OTHR 01 106350 42671 D IMS HEALTH INC COM 44993410 1576 100979 SH SHARED 02 100979 D IMS HEALTH INC COM 44993410 22 1469 SH SHARED 05 1469 D IMS HEALTH INC COM 44993410 39 2550 SH SHARED 06 2550 D IMS HEALTH INC COM 44993410 2671 171131 SH SHR/OTHR 10 171131 D IMS HEALTH INC COM 44993410 49 3200 SH SHARED 14 3200 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 79 10000 SH SHARED 04 10000 D ISTAR FINL INC COM 45031U10 21892 750522 SH SHARED 750522 D ISTAR FINL INC COM 45031U10 290 9948 SH SHARED 01 9948 D ISTAR FINL INC COM 45031U10 14 500 SH SHR/OTHR 01 500 D ISTAR FINL INC COM 45031U10 404 13875 SH SHARED 02 13875 D ISTAR FINL INC COM 45031U10 17939 615000 SH SHR/OTHR 10 615000 D ISTAR FINL INC COM 45031U10 19345 663200 SH SHARED 11 663200 D I-STAT CORP COM 45031210 0 92 SH SHARED 92 D I-STAT CORP COM 45031210 0 8 SH SHARED 01 8 D ITLA CAP CORP COM 45056510 63 1918 SH SHARED 1918 D ITLA CAP CORP COM 45056510 66 2000 SH SHARED 01 2000 D ITLA CAP CORP COM 45056510 92 2800 SH SHARED 02 2800 D ITT EDUCATIONAL SERVICES INC COM 45068B10 7044 251573 SH SHARED 159973 91600 D ITT EDUCATIONAL SERVICES INC COM 45068B10 4957 177067 SH SHARED 01 177067 D ITT EDUCATIONAL SERVICES INC COM 45068B10 865 30919 SH SHARED 02 30919 D ITT EDUCATIONAL SERVICES INC COM 45068B10 196 7000 SH SHARED 05 7000 D ITT EDUCATIONAL SERVICES INC COM 45068B10 15 540 SH SHARED 10 540 D ITT EDUCATIONAL SERVICES INC COM 45068B10 4793 171200 SH SHR/OTHR 10 171200 D ITT EDUCATIONAL SERVICES INC COM 45068B10 42 1500 SH SHARED 12 1500 D ITXC CORP COM 45069F10 2 1718 SH SHARED 1718 D ITXC CORP COM 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265120 D IAMGOLD CORP COM 45091310 3277 750000 SH SHR/OTHR 10 750000 D ICICI BK LTD ADR 45104G10 430 68270 SH SHARED 05 68270 D ICICI BK LTD ADR 45104G10 1450 230210 SH SHARED 12 230210 D IDACORP INC COM 45110710 163 7167 SH SHARED 7167 D IDACORP INC COM 45110710 220 9679 SH SHARED 01 9679 D IDACORP INC COM 45110710 114 5000 SH SHR/OTHR 01 5000 D IDACORP INC COM 45110710 262 11525 SH SHARED 02 11525 D IDACORP INC COM 45110710 177 7800 SH SHARED 04 7800 D IDEX CORP COM 45167R10 51 1785 SH SHARED 1785 D IDEX CORP COM 45167R10 620 21400 SH SHARED 01 21400 D IDEX CORP COM 45167R10 595 20535 SH SHARED 02 20535 D IDINE REWARDS NETWORK INC COM 45168A10 7 1010 SH SHARED 1010 D IDINE REWARDS NETWORK INC COM 45168A10 32 4400 SH SHARED 01 4400 D IDINE REWARDS NETWORK INC COM 45168A10 86 11600 SH SHARED 02 11600 D IDEXX LABS INC COM 45168D10 350 10013 SH SHARED 10013 D IDEXX LABS INC COM 45168D10 4989 142670 SH SHARED 01 142670 D IDEXX LABS INC COM 45168D10 899 25726 SH SHARED 02 25726 D IDEXX LABS INC COM 45168D10 70 2020 SH SHARED 10 2020 D IGATE CORP COM 45169U10 4 1407 SH SHARED 1407 D IGATE CORP COM 45169U10 35 12200 SH SHARED 02 12200 D IKON OFFICE SOLUTIONS INC COM 45171310 455 64156 SH SHARED 64156 D IKON OFFICE SOLUTIONS INC COM 45171310 1630 229615 SH SHARED 01 229615 D IKON OFFICE SOLUTIONS INC COM 45171310 4962 698962 SH SHARED 02 698962 D IDENTIX INC COM 45190610 3295 732238 SH SHARED 445318 35545 251375 D IDENTIX INC COM 45190610 113 25208 SH SHARED 01 25208 D IDENTIX INC COM 45190610 238 53093 SH SHARED 02 53093 D IDENTIX INC COM 45190610 191 42604 SH SHARED 05 42604 D IDENTIX INC COM 45190610 5498 1221854 SH SHARED 10 1221854 D IDENTIX INC COM 45190610 321 71345 SH SHR/OTHR 10 71345 D ILEX ONCOLOGY INC COM 45192310 418 45238 SH SHARED 7338 37900 D ILEX ONCOLOGY INC COM 45192310 85 9191 SH SHARED 01 9191 D ILEX ONCOLOGY INC COM 45192310 217 23500 SH SHARED 02 23500 D ILEX ONCOLOGY INC COM 45192310 23952 2586700 SH SHARED 04 2586700 D ILEX ONCOLOGY INC COM 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802700 D ILLINOIS TOOL WKS INC COM 45230810 11609 199652 SH SHR/OTHR 10 199652 D ILLINOIS TOOL WKS INC COM 45230810 1326 22817 SH SHARED 14 22817 D ILLUMINA INC COM 45232710 3 1430 SH SHARED 1430 D ILLUMINA INC COM 45232710 25 11310 SH SHARED 01 11310 D ILLUMINA INC COM 45232710 32 14400 SH SHARED 02 14400 D IMATION CORP COM 45245A10 380 10214 SH SHARED 10034 180 D IMATION CORP COM 45245A10 1 40 SH SHR/OTHR 40 D IMATION CORP COM 45245A10 1137 30550 SH SHARED 01 30550 D IMATION CORP COM 45245A10 8 240 SH SHR/OTHR 01 240 D IMATION CORP COM 45245A10 1325 35623 SH SHARED 02 35623 D IMATION CORP COM 45245A10 53 1450 SH SHARED 10 1450 D IMCLONE SYS INC NOTE 5.500% 3/0 45245WAD 7437 8500000 PRN SHARED 8500000 D IMCLONE SYS INC NOTE 5.500% 3/0 45245WAD 875 1000000 PRN SHARED 02 1000000 D IMCLONE SYS INC COM 45245W10 11359 686816 SH SHARED 686816 D IMCLONE SYS INC COM 45245W10 72 4400 SH SHR/OTHR 4400 D IMCLONE SYS INC COM 45245W10 624 37744 SH SHARED 01 37744 D IMCLONE SYS INC COM 45245W10 587 35511 SH SHARED 02 35511 D IMCLONE SYS INC COM 45245W10 24 1500 SH SHARED 04 1500 D IMCLONE SYS INC COM 45245W10 23 1400 SH SHARED 10 1400 D IMAGISTICS INTERNATIONAL INC COM 45247T10 118 6361 SH SHARED 5882 479 D IMAGISTICS INTERNATIONAL INC COM 45247T10 266 14308 SH SHARED 01 14124 184 D IMAGISTICS INTERNATIONAL INC COM 45247T10 56 3024 SH SHR/OTHR 01 3024 D IMAGISTICS INTERNATIONAL INC COM 45247T10 191 10277 SH SHARED 02 10277 D IMMUCOR INC COM 45252610 3 139 SH SHARED 139 D IMMUCOR INC COM 45252610 653 29900 SH SHARED 01 29900 D IMMUCOR INC COM 45252610 188 8605 SH SHARED 02 8605 D IMMUNOGEN INC COM 45253H10 6 2632 SH SHARED 2632 D IMMUNOGEN INC COM 45253H10 26 11387 SH SHARED 01 11387 D IMMUNOGEN INC COM 45253H10 58 25300 SH SHARED 02 25300 D IMPAC MTG HLDGS INC COM 45254P10 6535 503098 SH SHARED 503098 D IMPAC MTG HLDGS INC COM 45254P10 218 16800 SH SHARED 01 16800 D IMPAC MTG HLDGS INC COM 45254P10 384 29600 SH SHARED 02 29600 D IMPAC MED SYS INC COM 45255A10 26 1192 SH SHARED 02 1192 D IMPATH INC COM 45255G10 12 900 SH SHARED 900 D IMPATH INC COM 45255G10 134 10013 SH SHARED 10013 D IMPATH INC COM 45255G10 3 250 SH SHR/OTHR 250 D IMPATH INC COM 45255G10 138 10308 SH SHARED 01 10308 D IMPATH INC COM 45255G10 144 10701 SH SHARED 02 10701 D IMPATH INC COM 45255G10 13 1000 SH SHARED 10 1000 D IMPCO TECHNOLOGIES INC COM 45255W10 1 740 SH SHARED 740 D IMPCO TECHNOLOGIES INC COM 45255W10 6 3200 SH SHARED 01 3200 D IMPCO TECHNOLOGIES INC COM 45255W10 15 7700 SH SHARED 02 7700 D IMPAX LABORATORIES INC COM 45256B10 7 1740 SH SHARED 1740 D IMPAX LABORATORIES INC COM 45256B10 324 72200 SH SHARED 01 72200 D IMPAX LABORATORIES INC COM 45256B10 70 15800 SH SHARED 02 15800 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 202 33748 SH SHARED 33748 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 21 3635 SH SHARED 01 3635 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 59 9909 SH SHR/OTHR 01 9909 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 2453 408900 SH SHARED 02 408900 D IMMUNOMEDICS INC COM 45290710 6 2371 SH SHARED 2371 D IMMUNOMEDICS INC COM 45290710 23 8800 SH SHARED 01 8800 D IMMUNOMEDICS INC COM 45290710 66 24832 SH SHARED 02 24832 D IMMUNOMEDICS INC COM 45290710 168 63300 SH SHARED 04 63300 D IMPERIAL OIL LTD COM NEW 45303840 13112 407741 SH SHARED 200327 207414 D IMPERIAL OIL LTD COM NEW 45303840 900 28000 SH SHR/OTHR 28000 D IMPERIAL OIL LTD COM NEW 45303840 1411 43875 SH SHARED 01 43875 D IMPERIAL OIL LTD COM NEW 45303840 2942 91495 SH SHARED 02 91495 D IMPERIAL OIL LTD COM NEW 45303840 504 15690 SH SHARED 05 15690 D IMPERIAL OIL LTD COM NEW 45303840 38 1200 SH SHARED 14 1200 D IMPERIAL PKG CORP COM 45307710 553 26925 SH SHARED 26925 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 338 10643 SH SHARED 10643 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 35 1121 SH SHARED 01 1033 88 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 25054 786895 SH SHR/OTHR 10 786895 D INAMED CORP COM 45323510 52 1456 SH SHARED 1456 D INAMED CORP COM 45323510 586 16397 SH SHARED 01 16397 D INAMED CORP COM 45323510 279 7813 SH SHARED 02 7813 D INAMED CORP COM 45323510 59 1650 SH SHARED 10 1650 D INCO LTD COM 45325840 22225 1193616 SH SHARED 1051636 141980 D INCO LTD COM 45325840 16833 904059 SH SHARED 01 903959 100 D INCO LTD COM 45325840 13 750 SH SHR/OTHR 01 750 D INCO LTD COM 45325840 2923 156998 SH SHARED 02 156998 D INCO LTD COM 45325840 45646 2451500 SH SHARED 04 2451500 D INCO LTD COM 45325840 571 30700 SH SHARED 05 30700 D INCO LTD COM 45325840 3258 175000 SH SHARED 06 175000 D INCO LTD COM 45325840 13315 715100 SH SHARED 10 701100 14000 D INCO LTD COM 45325840 2653 142500 SH SHR/OTHR 10 142500 D INCO LTD COM 45325840 228 12256 SH SHARED 14 12256 D INCYTE GENOMICS INC NOTE 5.500% 2/0 45337CAC 6766 9850000 PRN SHARED 9850000 D INCYTE GENOMICS INC NOTE 5.500% 2/0 45337CAC 2663 3877000 PRN SHARED 02 3877000 D INCYTE GENOMICS INC COM 45337C10 134 44850 SH SHARED 44850 D INCYTE GENOMICS INC COM 45337C10 179 59874 SH SHARED 53874 6000 D INCYTE GENOMICS INC COM 45337C10 99 33341 SH SHARED 01 33041 300 D INCYTE GENOMICS INC COM 45337C10 122 40937 SH SHARED 02 40937 D INCYTE GENOMICS INC COM 45337C10 648 217000 SH SHARED 04 217000 D INDEPENDENCE CMNTY BK CORP COM 45341410 562 21266 SH SHARED 21266 D INDEPENDENCE CMNTY BK CORP COM 45341410 459 17382 SH SHARED 01 17382 D INDEPENDENCE CMNTY BK CORP COM 45341410 428 16201 SH SHARED 02 16201 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 1 93 SH SHARED 93 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 38 2000 SH SHARED 02 2000 D INDEPENDENT BANK CORP MASS COM 45383610 36 1804 SH SHARED 1804 D INDEPENDENT BANK CORP MASS COM 45383610 110 5500 SH SHARED 01 5500 D INDEPENDENT BANK CORP MASS COM 45383610 146 7300 SH SHARED 02 7300 D INDEPENDENT BANK CORP MASS COM 45383610 47 2350 SH SHARED 10 2350 D INDEPENDENT BANK CORP MICH COM 45383810 54 2722 SH SHARED 2722 D INDEPENDENT BANK CORP MICH COM 45383810 953 47417 SH SHARED 01 47417 D INDEPENDENT BANK CORP MICH COM 45383810 225 11200 SH SHARED 02 11200 D INDEVUS PHARMACEUTICALS INC COM 45407210 5 2470 SH SHARED 2470 D INDEVUS PHARMACEUTICALS INC COM 45407210 19 8024 SH SHARED 01 8024 D INDEVUS PHARMACEUTICALS INC COM 45407210 54 22900 SH SHARED 02 22900 D INDIA FD INC COM 45408910 22384 2183876 SH SHARED 2183876 D INDIA GROWTH FD INC COM 45409010 1525 154200 SH SHARED 154200 D INDYMAC BANCORP INC COM 45660710 401 20635 SH SHARED 20635 D INDYMAC BANCORP INC COM 45660710 395 20354 SH SHARED 01 20354 D INDYMAC BANCORP INC COM 45660710 309 15912 SH SHARED 02 15912 D INDYMAC BANCORP INC WIRES 2031 45660720 1747 40000 SH SHARED 40000 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 607 90621 SH SHARED 90621 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 33 5049 SH SHARED 01 5049 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 6 1000 SH SHR/OTHR 01 1000 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 868 129700 SH SHARED 02 129700 D INET TECHNOLOGIES INC COM 45662V10 7 1319 SH SHARED 1319 D INET TECHNOLOGIES INC COM 45662V10 13 2341 SH SHARED 01 2341 D INET TECHNOLOGIES INC COM 45662V10 42 7264 SH SHARED 02 7264 D INFOCUS CORP COM 45665B10 223 45298 SH SHARED 45298 D INFOCUS CORP COM 45665B10 112 22672 SH SHARED 01 22672 D INFOCUS CORP COM 45665B10 181 36719 SH SHARED 02 36719 D INFOCUS CORP COM 45665B10 10 2070 SH SHARED 10 2070 D INFINITY PPTY & CAS CORP COM 45665Q10 47 2598 SH SHARED 02 2598 D INFOGRAMES INC COM 45665T10 0 202 SH SHARED 202 D INFOGRAMES INC COM 45665T10 5 3040 SH SHARED 01 3040 D INFOGRAMES INC COM 45665T10 6 3400 SH SHARED 02 3400 D INFORMATICA CORP COM 45666Q10 4769 739423 SH SHARED 438323 301100 D INFORMATICA CORP COM 45666Q10 230 35800 SH SHARED 01 35800 D INFORMATICA CORP COM 45666Q10 230 35800 SH SHARED 02 35800 D INFORMATICA CORP COM 45666Q10 1660 257500 SH SHARED 05 257500 D INFORMATICA CORP COM 45666Q10 2815 436500 SH SHR/OTHR 10 436500 D INFONET SVCS CORP CL B 45666T10 11 8833 SH SHARED 3833 5000 D INFONET SVCS CORP CL B 45666T10 13 10200 SH SHARED 01 10200 D INFONET SVCS CORP CL B 45666T10 48 38100 SH SHARED 02 38100 D INFORMATION HLDGS INC COM 45672710 9 615 SH SHARED 615 D INFORMATION HLDGS INC COM 45672710 51 3200 SH SHARED 01 3200 D INFORMATION HLDGS INC COM 45672710 103 6430 SH SHARED 02 6430 D INFORTE CORP COM 45677R10 1 294 SH SHARED 294 D INFORTE CORP COM 45677R10 28 4744 SH SHARED 01 4744 D INFORTE CORP COM 45677R10 20 3500 SH SHARED 02 3500 D INFOSPACE INC COM NEW 45678T20 628 58007 SH SHARED 58007 D INFOSPACE INC COM NEW 45678T20 44 4151 SH SHARED 02 4151 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 468 7638 SH SHARED 7638 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 427 6962 SH SHARED 01 6962 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 16 270 SH SHARED 02 270 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 981 16000 SH SHARED 04 16000 D INFOUSA INC NEW COM 45681830 8 1700 SH SHARED 1700 D INFOUSA INC NEW COM 45681830 227 47400 SH SHARED 01 47400 D INFOUSA INC NEW COM 45681830 74 15500 SH SHARED 02 15500 D INFOUSA INC NEW COM 45681830 18 3900 SH SHARED 10 3900 D ING GROUP N V SPONSORED ADR 45683710 361 30965 SH SHARED 12300 18665 D ING GROUP N V SPONSORED ADR 45683710 7 677 SH SHARED 01 677 D ING GROUP N V SPONSORED ADR 45683710 751 64400 SH SHARED 02 64400 D INFORMATION RES INC COM 45690510 2 1663 SH SHARED 1663 D INFORMATION RES INC COM 45690510 10 8000 SH SHARED 01 8000 D INFORMATION RES INC COM 45690510 21 16600 SH SHARED 02 16600 D INGLES MKTS INC CL A 45703010 5 593 SH SHARED 593 D INGLES MKTS INC CL A 45703010 32 3400 SH SHARED 01 3400 D INGLES MKTS INC CL A 45703010 57 6000 SH SHARED 02 6000 D INGRAM MICRO INC CL A 45715310 700 63493 SH SHARED 63493 D INGRAM MICRO INC CL A 45715310 178 16166 SH SHARED 01 16166 D INGRAM MICRO INC CL A 45715310 206 18698 SH SHARED 02 18698 D INGRAM MICRO INC CL A 45715310 58 5268 SH SHARED 06 5268 D INHALE THERAPEUTIC SYS INC NOTE 5.000% 2/0 457191AF 1869 3050000 PRN SHARED 3050000 D INHALE THERAPEUTIC SYS INC NOTE 3.500%10/1 457191AH 6614 11875000 PRN SHARED 11875000 D INHALE THERAPEUTIC SYS INC NOTE 3.500%10/1 457191AH 1882 3380000 PRN SHARED 02 3380000 D INKTOMI CORP COM 45727710 0 600 SH SHARED 600 D INNKEEPERS USA TR COM 4576J010 182 28113 SH SHARED 26513 1600 D INNKEEPERS USA TR COM 4576J010 73 11369 SH SHARED 01 11369 D INNKEEPERS USA TR COM 4576J010 99 15300 SH SHARED 02 15300 D INNOVEX INC COM 45764710 37 5773 SH SHARED 5773 D INNOVEX INC COM 45764710 3 483 SH SHARED 01 483 D INNOVEX INC COM 45764710 12 1935 SH SHARED 02 1935 D INSIGHT ENTERPRISES INC COM 45765U10 788 111876 SH SHARED 111876 D INSIGHT ENTERPRISES INC COM 45765U10 153 21841 SH SHARED 01 21841 D INSIGHT ENTERPRISES INC COM 45765U10 428 60850 SH SHARED 02 60850 D INPUT/OUTPUT INC COM 45765210 21 5921 SH SHARED 2921 3000 D INPUT/OUTPUT INC COM 45765210 37 10300 SH SHARED 01 10300 D INPUT/OUTPUT INC COM 45765210 99 27699 SH SHARED 02 27699 D INSITUFORM TECHNOLOGIES INC CL A 45766710 8779 652734 SH SHARED 406534 9300 236900 D INSITUFORM TECHNOLOGIES INC CL A 45766710 1800 133890 SH SHARED 01 133890 D INSITUFORM TECHNOLOGIES INC CL A 45766710 187 13959 SH SHARED 02 13959 D INSITUFORM TECHNOLOGIES INC CL A 45766710 219 16300 SH SHARED 05 16300 D INSITUFORM TECHNOLOGIES INC CL A 45766710 3919 291400 SH SHARED 10 291400 D INSITUFORM TECHNOLOGIES INC CL A 45766710 5942 441800 SH SHR/OTHR 10 441800 D INSITUFORM TECHNOLOGIES INC CL A 45766710 73 5500 SH SHARED 12 5500 D INSMED INC COM NEW 45766920 0 1250 SH SHR/OTHR 01 1250 D INSIGNIA FINL GROUP INC NEW COM 45767A10 26 2448 SH SHARED 1048 1400 D INSIGNIA FINL GROUP INC NEW COM 45767A10 618 56520 SH SHARED 01 56520 D INSIGNIA FINL GROUP INC NEW COM 45767A10 130 11933 SH SHARED 02 11933 D INSIGHT COMMUNICATIONS INC CL A 45768V10 145 12176 SH SHARED 12176 D INSIGHT COMMUNICATIONS INC CL A 45768V10 279 23429 SH SHARED 01 23429 D INSIGHT COMMUNICATIONS INC CL A 45768V10 304 25444 SH SHARED 02 25444 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 7 1300 SH SHARED 01 1300 D INRANGE TECHNOLOGIES CORP CL B 45769V20 58 32120 SH SHARED 32120 D INRANGE TECHNOLOGIES CORP CL B 45769V20 13 7160 SH SHARED 01 7160 D INRANGE TECHNOLOGIES CORP CL B 45769V20 10 5783 SH SHARED 02 5783 D INSPIRE PHARMACEUTICALS INC COM 45773310 942 60128 SH SHARED 15426 44300 402 D INSPIRE PHARMACEUTICALS INC COM 45773310 90 5790 SH SHARED 02 5790 D INSPIRE PHARMACEUTICALS INC COM 45773310 15221 971400 SH SHARED 04 971400 D INSPIRE PHARMACEUTICALS INC COM 45773310 2955 188600 SH SHARED 10 188600 D INSPIRE PHARMACEUTICALS INC COM 45773310 1378 87950 SH SHR/OTHR 10 87950 D INSPIRE PHARMACEUTICALS INC COM 45773310 305 19500 SH SHARED 14 19500 D INSTINET GROUP INC COM 45775010 38 10990 SH SHARED 10990 D INSTINET GROUP INC COM 45775010 2 740 SH SHARED 01 740 D INSTINET GROUP INC COM 45775010 14 4169 SH SHARED 02 4169 D INSURANCE AUTO AUCTIONS INC COM 45787510 6 592 SH SHARED 592 D INSURANCE AUTO AUCTIONS INC COM 45787510 49 4522 SH SHARED 01 4522 D INSURANCE AUTO AUCTIONS INC COM 45787510 67 6119 SH SHARED 02 6119 D INSURANCE AUTO AUCTIONS INC COM 45787510 15 1450 SH SHARED 10 1450 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 381 16606 SH SHARED 8006 8600 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 2253 97976 SH SHARED 01 97976 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 314 13680 SH SHARED 02 13680 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 6442 280100 SH SHARED 10 280100 D INSURED MUN INCOME FD COM 45809F10 475 34000 SH SHARED 34000 D INTEGRAL SYS INC MD COM 45810H10 14 672 SH SHARED 672 D INTEGRAL SYS INC MD COM 45810H10 72 3400 SH SHARED 01 3400 D INTEGRAL SYS INC MD COM 45810H10 125 5900 SH SHARED 02 5900 D INTEGRATED ELECTRICAL SVC COM 45811E10 9 2122 SH SHARED 2122 D INTEGRATED ELECTRICAL SVC COM 45811E10 72 17000 SH SHARED 01 17000 D INTEGRATED ELECTRICAL SVC COM 45811E10 84 19700 SH SHARED 02 19700 D INTEGRATED ELECTRICAL SVC COM 45811E10 8 1900 SH SHARED 10 1900 D INTEGRATED CIRCUIT SYS INC COM 45811K20 11305 520995 SH SHARED 303395 217600 D INTEGRATED CIRCUIT SYS INC COM 45811K20 3552 163703 SH SHARED 01 163703 D INTEGRATED CIRCUIT SYS INC COM 45811K20 219 10100 SH SHARED 02 10100 D INTEGRATED CIRCUIT SYS INC COM 45811K20 221 10200 SH SHARED 05 10200 D INTEGRATED CIRCUIT SYS INC COM 45811K20 6831 314800 SH SHR/OTHR 10 314800 D INTEGRATED CIRCUIT SYS INC COM 45811K20 62 2900 SH SHARED 12 2900 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 6330 797261 SH SHARED 789561 7700 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 260 32774 SH SHARED 01 32774 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 285 36002 SH SHARED 02 36002 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 6080 765800 SH SHARED 10 765800 D INTEGRATED SILICON SOLUTION COM 45812P10 120 51407 SH SHARED 51407 D INTEGRATED SILICON SOLUTION COM 45812P10 32 13624 SH SHARED 01 13624 D INTEGRATED SILICON SOLUTION COM 45812P10 38 16200 SH SHARED 02 16200 D INTEGRATED SILICON SOLUTION COM 45812P10 6 2860 SH SHARED 10 2860 D INTEGRA BK CORP COM 45814P10 19 1147 SH SHARED 1147 D INTEGRA BK CORP COM 45814P10 104 6122 SH SHARED 01 6122 D INTEGRA BK CORP COM 45814P10 180 10500 SH SHARED 02 10500 D INTEL CORP COM 45814010 180 11112 SH SHARED 11112 D INTEL CORP COM 45814010 652960 40108147 SH SHARED 28970003 31300 11106844 D INTEL CORP COM 45814010 32213 1978705 SH SHR/OTHR 1978705 D INTEL CORP COM 45814010 104837 6439674 SH SHARED 01 6175431 264243 D INTEL CORP COM 45814010 9555 586927 SH SHR/OTHR 01 398829 188098 D INTEL CORP COM 45814010 63821 3920218 SH SHARED 02 3920218 D INTEL CORP COM 45814010 22988 1412100 SH SHARED 03 1078200 333900 D INTEL CORP COM 45814010 42388 2603700 SH SHARED 04 2603700 D INTEL CORP COM 45814010 34925 2145285 SH SHARED 05 2145285 D INTEL CORP COM 45814010 8830 542412 SH SHARED 06 542412 D INTEL CORP COM 45814010 9508 584085 SH SHARED 07 584085 D INTEL CORP COM 45814010 5416 332705 SH SHARED 08 332705 D INTEL CORP COM 45814010 888 54600 SH SHARED 09 54600 D INTEL CORP COM 45814010 221375 13598000 SH SHARED 10 8079250 5117490 401260 D INTEL CORP COM 45814010 80657 4954382 SH SHR/OTHR 10 4954382 D INTEL CORP COM 45814010 3506 215375 SH SHARED 14 215375 D INTEGRATED DEFENSE TECHNOLOG COM 45819B10 426 30041 SH SHARED 30041 D INTEGRATED DEFENSE TECHNOLOG COM 45819B10 58 4107 SH SHARED 01 4107 D INTEGRATED DEFENSE TECHNOLOG COM 45819B10 65 4600 SH SHARED 02 4600 D INTER PARFUMS INC COM 45833410 0 95 SH SHARED 95 D INTER PARFUMS INC COM 45833410 14 2000 SH SHARED 02 2000 D INTER TEL INC COM 45837210 530 35316 SH SHARED 35316 D INTER TEL INC COM 45837210 2053 136809 SH SHARED 01 136809 D INTER TEL INC COM 45837210 168 11240 SH SHARED 02 11240 D INTERACTIVE DATA CORP COM 45840J10 105 7544 SH SHARED 01 7544 D INTERACTIVE DATA CORP COM 45840J10 30 2157 SH SHARED 02 2157 D INTERCHANGE FINL SVCS S B N COM 45844710 9 571 SH SHARED 571 D INTERCHANGE FINL SVCS S B N COM 45844710 15 900 SH SHARED 01 900 D INTERCHANGE FINL SVCS S B N COM 45844710 88 5200 SH SHARED 02 5200 D INTERCEPT INC COM 45845L10 171 41765 SH SHARED 38065 3700 D INTERCEPT INC COM 45845L10 30 7375 SH SHARED 01 7375 D INTERCEPT INC COM 45845L10 39 9500 SH SHARED 02 9500 D INTERDIGITAL COMMUNICATIONS COM 45866A10 658 29089 SH SHARED 29039 50 D INTERDIGITAL COMMUNICATIONS COM 45866A10 4836 213679 SH SHARED 01 213679 D INTERDIGITAL COMMUNICATIONS COM 45866A10 746 33000 SH SHARED 02 33000 D INTERFACE INC CL A 45866510 68 20716 SH SHARED 2716 18000 D INTERFACE INC CL A 45866510 38 11741 SH SHARED 01 11741 D INTERFACE INC CL A 45866510 89 27000 SH SHARED 02 27000 D INTERGRAPH CORP COM 45868310 315 18205 SH SHARED 18205 D INTERGRAPH CORP COM 45868310 451 26029 SH SHARED 01 26029 D INTERGRAPH CORP COM 45868310 525 30290 SH SHARED 02 30290 D INTERGRAPH CORP COM 45868310 26 1540 SH SHARED 10 1540 D INTERGROUP CORP COM 45868510 46 3830 SH SHARED 3830 D INTERLAND INC COM 45872710 4 7390 SH SHARED 7390 D INTERLAND INC COM 45872710 31 47400 SH SHARED 01 47400 D INTERLAND INC COM 45872710 49 74300 SH SHARED 02 74300 D INTERMAGNETICS GEN CORP COM 45877110 14 825 SH SHARED 825 D INTERMAGNETICS GEN CORP COM 45877110 98 5536 SH SHARED 01 5536 D INTERMAGNETICS GEN CORP COM 45877110 26 1500 SH SHR/OTHR 01 1500 D INTERMAGNETICS GEN CORP COM 45877110 163 9160 SH SHARED 02 9160 D INTERMET CORP COM 45881K10 21 5827 SH SHARED 5827 D INTERMET CORP COM 45881K10 22 6232 SH SHARED 01 6232 D INTERMET CORP COM 45881K10 48 13349 SH SHARED 02 13349 D INTERMUNE INC NOTE 5.750% 7/1 45884XAA 1946 2000000 PRN SHARED 2000000 D INTERMUNE INC NOTE 5.750% 7/1 45884XAA 4468 4593000 PRN SHARED 02 4593000 D INTERMUNE INC COM 45884X10 6323 296065 SH SHARED 181065 22800 92200 D INTERMUNE INC COM 45884X10 1361 63752 SH SHARED 01 63752 D INTERMUNE INC COM 45884X10 343 16059 SH SHARED 02 16059 D INTERMUNE INC COM 45884X10 119 5600 SH SHARED 05 5600 D INTERMUNE INC COM 45884X10 2101 98400 SH SHARED 10 98400 D INTERMUNE INC COM 45884X10 4660 218200 SH SHR/OTHR 10 218200 D INTERMUNE INC COM 45884X10 34 1600 SH SHARED 12 1600 D INTERMUNE INC COM 45884X10 51 2400 SH SHARED 14 2400 D INTERNAP NETWORK SVCS CORP COM 45885A10 5 13819 SH SHARED 13787 32 D INTERNAP NETWORK SVCS CORP COM 45885A10 0 1213 SH SHARED 01 1213 D INTERNATIONAL BANCSHARES COR COM 45904410 51 1329 SH SHARED 1329 D INTERNATIONAL BANCSHARES COR COM 45904410 1178 30355 SH SHARED 01 30355 D INTERNATIONAL BANCSHARES COR COM 45904410 535 13800 SH SHARED 02 13800 D INTERNATIONAL BUSINESS MACHS COM 45920010 1029 13120 SH SHARED 11200 1920 D INTERNATIONAL BUSINESS MACHS COM 45920010 737891 9408280 SH SHARED 6601531 14500 2792249 D INTERNATIONAL BUSINESS MACHS COM 45920010 43506 554717 SH SHR/OTHR 554717 D INTERNATIONAL BUSINESS MACHS COM 45920010 191022 2435583 SH SHARED 01 2168596 875 266112 D INTERNATIONAL BUSINESS MACHS COM 45920010 48345 616413 SH SHR/OTHR 01 425308 191105 D INTERNATIONAL BUSINESS MACHS COM 45920010 71925 917063 SH SHARED 02 917063 D INTERNATIONAL BUSINESS MACHS COM 45920010 23152 295200 SH SHARED 03 199000 96200 D INTERNATIONAL BUSINESS MACHS COM 45920010 196459 2504900 SH SHARED 04 2504900 D INTERNATIONAL BUSINESS MACHS COM 45920010 109068 1390648 SH SHARED 05 1390648 D INTERNATIONAL BUSINESS MACHS COM 45920010 14844 189267 SH SHARED 06 189267 D INTERNATIONAL BUSINESS MACHS COM 45920010 15023 191551 SH SHARED 07 191551 D INTERNATIONAL BUSINESS MACHS COM 45920010 7392 94259 SH SHARED 08 94259 D INTERNATIONAL BUSINESS MACHS COM 45920010 2313 29500 SH SHARED 09 29500 D INTERNATIONAL BUSINESS MACHS COM 45920010 371793 4740450 SH SHARED 10 2346450 2331900 62100 D INTERNATIONAL BUSINESS MACHS COM 45920010 112412 1433289 SH SHR/OTHR 10 1433289 D INTERNATIONAL BUSINESS MACHS COM 45920010 6567 83743 SH SHARED 14 83743 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 7209 231907 SH SHARED 194307 37600 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 46 1500 SH SHR/OTHR 1500 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 3329 107099 SH SHARED 01 107099 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 906 29171 SH SHR/OTHR 01 8612 20559 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1363 43871 SH SHARED 02 43871 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 27 889 SH SHARED 05 889 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 21 700 SH SHARED 06 700 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 2086 67101 SH SHR/OTHR 10 67101 D INTERNATIONAL GAME TECHNOLOG COM 45990210 245 3000 SH SHARED 3000 D INTERNATIONAL GAME TECHNOLOG COM 45990210 65380 798300 SH SHARED 745800 52500 D INTERNATIONAL GAME TECHNOLOG COM 45990210 5607 68465 SH SHARED 01 67765 700 D INTERNATIONAL GAME TECHNOLOG COM 45990210 3475 42434 SH SHARED 02 41622 812 D INTERNATIONAL GAME TECHNOLOG COM 45990210 36 448 SH SHARED 05 448 D INTERNATIONAL GAME TECHNOLOG COM 45990210 65 800 SH SHARED 06 800 D INTERNATIONAL GAME TECHNOLOG COM 45990210 40810 498300 SH SHARED 10 197900 300400 D INTERNATIONAL GAME TECHNOLOG COM 45990210 5271 64363 SH SHR/OTHR 10 64363 D INTERNATIONAL MULTIFOODS COR COM 46004310 102 5283 SH SHARED 5283 D INTERNATIONAL MULTIFOODS COR COM 46004310 91 4734 SH SHARED 01 4734 D INTERNATIONAL MULTIFOODS COR COM 46004310 324 16786 SH SHARED 02 16786 D INTL PAPER CO DBCV 6/2 460146BM 40117 77000000 PRN SHARED 77000000 D INTL PAPER CO COM 46014610 111423 3296567 SH SHARED 1932552 12325 1351690 D INTL PAPER CO COM 46014610 46625 1379460 SH SHARED 01 1367711 1000 10749 D INTL PAPER CO COM 46014610 2112 62497 SH SHR/OTHR 01 29586 32911 D INTL PAPER CO COM 46014610 8326 246349 SH SHARED 02 246349 D INTL PAPER CO COM 46014610 13661 404200 SH SHARED 03 362700 41500 D INTL PAPER CO COM 46014610 45369 1342300 SH SHARED 04 1342300 D INTL PAPER CO COM 46014610 60655 1794556 SH SHARED 05 1794556 D INTL PAPER CO COM 46014610 6552 193850 SH SHARED 06 193850 D INTL PAPER CO COM 46014610 4072 120492 SH SHARED 07 120492 D INTL PAPER CO COM 46014610 1842 54500 SH SHARED 09 54500 D INTL PAPER CO COM 46014610 99121 2932600 SH SHARED 10 116600 2809000 7000 D INTL PAPER CO COM 46014610 18460 546181 SH SHR/OTHR 10 546181 D INTL PAPER CO COM 46014610 1086 32157 SH SHARED 14 32157 D INTERNATIONAL PWR PLC SPONSORED ADR 46018M10 2359 174800 SH SHARED 174800 D INTERNATIONAL RECTIFIER CORP COM 46025410 7819 397528 SH SHARED 248628 148900 D INTERNATIONAL RECTIFIER CORP COM 46025410 789 40122 SH SHARED 01 40122 D INTERNATIONAL RECTIFIER CORP COM 46025410 441 22443 SH SHARED 02 22443 D INTERNATIONAL RECTIFIER CORP COM 46025410 853 43400 SH SHARED 10 43400 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 356 8900 SH SHARED 8900 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 504 12600 SH SHARED 01 12600 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 1070 26730 SH SHARED 02 26730 D INTERNET CAP GROUP INC COM 46059C10 152 525742 SH SHARED 521942 3800 D INTERNET CAP GROUP INC COM 46059C10 0 1358 SH SHARED 01 1358 D INTERNET CAP GROUP INC COM 46059C10 44 152000 SH SHARED 04 152000 D INTERNET COMM CORP CL A 46059F10 4 4000 SH SHARED 4000 D INTERNET INFRASTRUCTR HOLDS DEPOSTRY RCPT 46059V10 2801 1239708 SH SHARED 02 1239708 D INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A10 3324 128700 SH SHARED 02 128700 D INTERNET SEC SYS INC COM 46060X10 330 33292 SH SHARED 33292 D INTERNET SEC SYS INC COM 46060X10 237 23886 SH SHARED 01 23886 D INTERNET SEC SYS INC COM 46060X10 340 34300 SH SHARED 02 34300 D INTERNET SEC SYS INC COM 46060X10 248 25000 SH SHARED 04 25000 D INTERNET SEC SYS INC COM 46060X10 6 700 SH SHARED 10 700 D INTERPOOL INC COM 46062R10 2 204 SH SHARED 204 D INTERPOOL INC COM 46062R10 59 4400 SH SHARED 01 4400 D INTERPOOL INC COM 46062R10 45 3400 SH SHARED 02 3400 D INTERPORE INTL COM 46062W10 16 2050 SH SHARED 2050 D INTERPORE INTL COM 46062W10 60 7590 SH SHARED 01 7590 D INTERPORE INTL COM 46062W10 84 10500 SH SHARED 02 10500 D INTERSIL CORP CL A 46069S10 569 36599 SH SHARED 36599 D INTERSIL CORP CL A 46069S10 747 48029 SH SHARED 01 48029 D INTERSIL CORP CL A 46069S10 1651 106108 SH SHARED 02 106108 D INTERSIL CORP CL A 46069S10 1711 110000 SH SHARED 04 110000 D INTERPUBLIC GROUP COS INC NOTE 1.800% 9/1 460690AF 4745 5075000 PRN SHARED 5075000 D INTERPUBLIC GROUP COS INC NOTE 1.870% 6/0 460690AJ 3726 4500000 PRN SHARED 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INTERSTATE BAKERIES CORP DEL COM 46072H10 955 90971 SH SHARED 90971 D INTERSTATE BAKERIES CORP DEL COM 46072H10 888 84641 SH SHARED 01 84641 D INTERSTATE BAKERIES CORP DEL COM 46072H10 670 63851 SH SHARED 02 63851 D INTERSTATE HOTELS & RESRTS I COM 46088S10 20 4650 SH SHARED 4620 30 D INTERSTATE HOTELS & RESRTS I COM 46088S10 0 15 SH SHR/OTHR 01 15 D INTRAWEST CORPORATION COM NEW 46091520 332 31861 SH SHARED 02 31861 D INTERVEST BANCSHARES CORP CL A 46092710 33 3000 SH SHARED 01 3000 D INTERTAN INC COM 46112010 7 1556 SH SHARED 1556 D INTERTAN INC COM 46112010 22 4787 SH SHARED 01 4787 D INTERTAN INC COM 46112010 60 12900 SH SHARED 02 12900 D INTERWOVEN INC COM 46114T10 27 15062 SH SHARED 15062 D INTERWOVEN INC COM 46114T10 45 25026 SH SHARED 01 25026 D INTERWOVEN INC COM 46114T10 117 64300 SH SHARED 02 64300 D INTERVOICE INC NEW COM 46114210 8 4800 SH SHARED 4800 D INTERVOICE INC NEW COM 46114210 1 827 SH SHARED 827 D INTERVOICE INC NEW COM 46114210 0 453 SH SHARED 01 453 D INTIER AUTOMOTIVE INC CL A 46115N10 28 2400 SH SHARED 2400 D INTRADO INC COM 46117A10 43 5535 SH SHARED 5535 D INTRADO INC COM 46117A10 1533 194124 SH SHARED 01 194124 D INTRADO INC COM 46117A10 72 9200 SH SHARED 02 9200 D INTUITIVE SURGICAL INC COM 46120E10 12 1902 SH SHARED 1902 D INTUITIVE SURGICAL INC COM 46120E10 60 9300 SH SHARED 01 9300 D INTUITIVE SURGICAL INC COM 46120E10 118 18300 SH SHARED 02 18300 D INTUIT COM 46120210 56878 1529001 SH SHARED 788385 7800 732816 D INTUIT COM 46120210 200 5400 SH SHR/OTHR 5400 D INTUIT COM 46120210 31385 843697 SH SHARED 01 841862 1835 D INTUIT COM 46120210 18 500 SH SHR/OTHR 01 500 D INTUIT COM 46120210 7287 195896 SH SHARED 02 195896 D INTUIT COM 46120210 13730 369100 SH SHARED 04 369100 D INTUIT COM 46120210 35980 967228 SH SHARED 05 967228 D INTUIT COM 46120210 1406 37818 SH SHARED 06 37818 D INTUIT COM 46120210 2146 57700 SH SHARED 07 57700 D INTUIT COM 46120210 1015 27300 SH SHARED 09 27300 D INTUIT COM 46120210 44504 1196370 SH SHARED 10 238170 933800 24400 D INTUIT COM 46120210 9039 243001 SH SHR/OTHR 10 243001 D INTUIT COM 46120210 63 1700 SH SHARED 14 1700 D INVACARE CORP COM 46120310 56 1800 SH SHARED 1800 D INVACARE CORP COM 46120310 49 1563 SH SHARED 1563 D INVACARE CORP COM 46120310 303 9647 SH SHARED 01 9647 D INVACARE CORP COM 46120310 727 23102 SH SHARED 02 23102 D INVACARE CORP COM 46120310 36 1170 SH SHARED 10 1170 D INVERESK RESH GROUP INC COM 46123810 6 429 SH SHARED 01 429 D INVERESK RESH GROUP INC COM 46123810 74 5124 SH SHARED 02 5124 D INVERESK RESH GROUP INC COM 46123810 115 7911 SH SHR/OTHR 10 7911 D INVERNESS MED INNOVATIONS IN COM 46126P10 14017 700529 SH SHARED 700529 D INVERNESS MED INNOVATIONS IN COM 46126P10 42 2120 SH SHARED 01 2120 D INVERNESS MED INNOVATIONS IN COM 46126P10 80 4000 SH SHARED 02 4000 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 12 900 SH SHARED 900 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 11100 794593 SH SHARED 490629 303964 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 1284 91963 SH SHARED 01 91963 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 365 26148 SH SHARED 02 26148 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 141 10100 SH SHARED 05 10100 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 9741 697300 SH SHARED 10 480600 216700 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 7211 516200 SH SHR/OTHR 10 516200 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 29 2100 SH SHARED 12 2100 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 17 1854 SH SHARED 1854 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 65 7000 SH SHARED 01 7000 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 179 19300 SH SHARED 02 19300 D INVITROGEN CORP NOTE 5.500% 3/0 46185RAB 950 1000000 PRN SHARED 1000000 D INVITROGEN CORP NOTE 2.250%12/1 46185RAD 1262 1450000 PRN SHARED 1450000 D INVITROGEN CORP COM 46185R10 1276 41673 SH SHARED 41673 D INVITROGEN CORP COM 46185R10 1261 41193 SH SHARED 01 41193 D INVITROGEN CORP COM 46185R10 637 20809 SH SHARED 02 20809 D INVITROGEN CORP COM 46185R10 4324 141200 SH SHARED 10 141200 D INVITROGEN CORP COM 46185R10 4370 142680 SH SHR/OTHR 10 142680 D INVISION TECHNOLOGIES INC COM 46185110 5973 265845 SH SHARED 168145 97700 D INVISION TECHNOLOGIES INC COM 46185110 660 29393 SH SHARED 01 28893 500 D INVISION TECHNOLOGIES INC COM 46185110 187 8365 SH SHARED 02 8365 D INVISION TECHNOLOGIES INC COM 46185110 671 29900 SH SHARED 10 29900 D INVESTORS FINL SERVICES CORP COM 46191510 308 12700 SH SHARED 6700 5800 200 D INVESTORS FINL SERVICES CORP COM 46191510 544 22371 SH SHARED 01 22371 D INVESTORS FINL SERVICES CORP COM 46191510 767 31530 SH SHARED 02 31530 D INVESTORS FINL SERVICES CORP COM 46191510 14067 578200 SH SHARED 10 447900 130300 D INVESTORS FINL SERVICES CORP COM 46191510 8323 342120 SH SHR/OTHR 10 342120 D IOMEGA CORP COM NEW 46203030 46 4185 SH SHARED 4185 D IOMEGA CORP COM NEW 46203030 274 24737 SH SHARED 01 24737 D IOMEGA CORP COM NEW 46203030 345 31100 SH SHARED 02 31100 D IONICS INC COM 46221810 16 1014 SH SHARED 1014 D IONICS INC COM 46221810 95 5800 SH SHARED 01 5800 D IONICS INC COM 46221810 1013 61243 SH SHARED 02 61243 D IPSCO INC COM 46262210 8 900 SH SHARED 01 900 D IPSCO INC COM 46262210 23 2500 SH SHARED 02 2500 D IRELAND BK SPONSORED ADR 46267Q10 459 10811 SH SHARED 10811 D IRELAND BK SPONSORED ADR 46267Q10 44 1049 SH SHARED 01 1049 D IRON MTN INC PA COM 46284610 1473 38512 SH SHARED 38512 D IRON MTN INC PA COM 46284610 288 7530 SH SHARED 01 7530 D IRON MTN INC PA COM 46284610 214 5605 SH SHARED 02 5605 D IRWIN FINL CORP COM 46411910 1207 61976 SH SHARED 2944 59032 D IRWIN FINL CORP COM 46411910 126 6472 SH SHARED 01 6472 D IRWIN FINL CORP COM 46411910 186 9571 SH SHARED 02 9571 D IRWIN FINL CORP COM 46411910 62 3200 SH SHARED 10 3200 D ISHARES INC MSCI CDA INDEX 46428650 5390 552300 SH SHARED 02 552300 D ISHARES INC MSCI CDA INDEX 46428650 370 38000 SH SHARED 10 38000 D ISHARES INC MSCI PAC J IDX 46428666 746 14500 SH SHARED 10 14500 D ISHARES INC MSCI TAIWAN 46428673 1098 141000 SH SHARED 141000 D ISHARES INC MSCI S KOREA 46428677 462 30800 SH SHARED 30800 D ISHARES INC MSCI S KOREA 46428677 374 24900 SH SHARED 02 24900 D ISHARES INC MSCI GERMAN 46428680 464 53500 SH SHARED 53500 D ISHARES INC MSCI JAPAN 46428684 274 42462 SH SHARED 42462 D ISHARES INC MSCI JAPAN 46428684 24 3738 SH SHARED 01 3738 D ISHARES INC MSCI JAPAN 46428684 969 150000 SH SHARED 10 150000 D ISHARES INC MSCI HONG KONG 46428687 15367 2250000 SH SHARED 02 2250000 D ISHARES TR S&P 100 IDX FD 46428710 6729 155419 SH SHARED 02 155419 D ISHARES TR S&P 500 INDEX 46428720 34 412 SH SHARED 412 D ISHARES TR S&P 500 INDEX 46428720 661 7800 SH SHARED 05 7800 D ISHARES TR GS CORP BD FD 46428724 100282 910000 SH SHARED 910000 D ISHARES TR S&P500/BAR GRW 46428730 138 3130 SH SHR/OTHR 3130 D ISHARES TR S&P500/BAR VAL 46428740 264 6563 SH SHR/OTHR 6563 D ISHARES TR 20+ YR TRS BD 46428743 5458 61396 SH SHARED 61396 D ISHARES TR 20+ YR TRS BD 46428743 481 5412 SH SHARED 01 5412 D ISHARES TR 1-3 YR TRS BD 46428745 140 1700 SH SHARED 1700 D ISHARES TR 1-3 YR TRS BD 46428745 791 9600 SH SHARED 01 4100 5500 D ISHARES TR MSCI EAFE IDX 46428746 1644 18150 SH SHARED 17550 600 D ISHARES TR MSCI EAFE IDX 46428746 90 1000 SH SHR/OTHR 1000 D ISHARES TR MSCI EAFE IDX 46428746 2570 28367 SH SHARED 01 21830 6537 D ISHARES TR RUSSELL MCP GR 46428748 5 100 SH SHR/OTHR 10 100 D ISHARES TR RUSSELL MIDCAP 46428749 4 100 SH SHARED 02 100 D ISHARES TR GLDM SACHS TEC 46428754 158 5300 SH SHARED 5300 D ISHARES TR GLDM SACHS TEC 46428754 3054 102400 SH SHARED 02 102400 D ISHARES TR GLDM SACHS TEC 46428754 2469 82800 SH SHARED 10 82800 D ISHARES TR NASDQ BIO INDX 46428755 5762 112550 SH SHARED 02 112550 D ISHARES TR S&P MIDCP GROW 46428760 35 400 SH SHR/OTHR 10 400 D ISHARES TR RUSSELL1000GRW 46428761 408 11400 SH SHARED 02 11400 D ISHARES TR RUSSELL 1000 46428762 22 500 SH SHARED 500 D ISHARES TR RUSL 2000 VALU 46428763 106 1000 SH SHARED 1000 D ISHARES TR RUSL 2000 VALU 46428763 4459 42075 SH SHARED 02 42075 D ISHARES TR RUSL 2000 GROW 46428764 1690 44200 SH SHARED 40600 3600 D ISHARES TR RUSSELL 2000 46428765 10253 142409 SH SHARED 142409 D ISHARES TR RUSSELL 2000 46428765 1295 17996 SH SHARED 01 12793 5203 D ISHARES TR RUSSELL 2000 46428765 446 6200 SH SHR/OTHR 01 6200 D ISHARES TR RUSSELL 2000 46428765 18257 253572 SH SHARED 02 253572 D ISHARES TR RUSSELL 2000 46428765 12 180 SH SHARED 10 180 D ISHARES TR RUSL 3000 VALU 46428766 11 200 SH SHARED 02 200 D ISHARES TR RUSL 3000 GROW 46428767 5 200 SH SHARED 02 200 D ISHARES TR RUSSELL 3000 46428768 47 1000 SH SHARED 1000 D ISHARES TR S&P MIDCP VALU 46428770 86 1154 SH SHR/OTHR 1154 D ISHARES TR DJ US TELECOMM 46428771 522 31000 SH SHARED 02 31000 D ISHARES TR DJ US TECH SEC 46428772 89 2751 SH SHARED 2751 D ISHARES TR DJ US TECH SEC 46428772 168 5200 SH SHARED 01 5200 D ISHARES TR DJ US REAL EST 46428773 42 550 SH SHARED 550 D ISHARES TR DJ US REAL EST 46428773 89 1173 SH SHR/OTHR 1173 D ISHARES TR DJ US REAL EST 46428773 38 500 SH SHARED 01 200 300 D ISHARES TR DJ US REAL EST 46428773 91 1200 SH SHR/OTHR 01 200 1000 D ISHARES TR S&P SMLCAP 600 46428780 672 7353 SH SHARED 7063 290 D ISHARES TR S&P SMLCAP 600 46428780 52 577 SH SHARED 01 577 D ISHARES TR S&P EURO PLUS 46428786 223 5200 SH SHARED 3000 2200 D ISHARES TR S&P SMLCP VALU 46428787 78 1180 SH SHR/OTHR 1180 D ISHARES TR S&P SMLCP GROW 46428788 6244 100000 SH SHARED 02 100000 D ISIS PHARMACEUTICALS INC COM 46433010 75 20987 SH SHARED 10887 10100 D ISIS PHARMACEUTICALS INC COM 46433010 70 19768 SH SHARED 01 19768 D ISIS PHARMACEUTICALS INC COM 46433010 102 28494 SH SHARED 02 28494 D ISIS PHARMACEUTICALS INC COM 46433010 3824 1068400 SH SHARED 04 1068400 D ISIS PHARMACEUTICALS INC COM 46433010 21 6000 SH SHR/OTHR 10 6000 D ISIS PHARMACEUTICALS INC COM 46433010 32 9140 SH SHARED 14 9140 D ISLE OF CAPRI CASINOS INC COM 46459210 44 3750 SH SHARED 3750 D ISLE OF CAPRI CASINOS INC COM 46459210 2293 195200 SH SHARED 01 195200 D ISLE OF CAPRI CASINOS INC COM 46459210 103 8828 SH SHARED 02 8828 D ITO YOKADO LTD ADR NEW 46571430 402 15020 SH SHARED 15020 D ITRON INC COM 46574110 3890 232824 SH SHARED 122724 110100 D ITRON INC COM 46574110 2681 160500 SH SHARED 01 160500 D ITRON INC COM 46574110 215 12897 SH SHARED 02 12897 D ITRON INC COM 46574110 1640 98200 SH SHARED 05 98200 D ITRON INC COM 46574110 2160 129300 SH SHR/OTHR 10 129300 D I2 TECHNOLOGIES INC NOTE 5.250%12/1 465754AF 26706 40588000 PRN SHARED 40588000 D I2 TECHNOLOGIES INC NOTE 5.250%12/1 465754AF 2 3200 PRN SHARED 01 3200 D I2 TECHNOLOGIES INC COM 46575410 155 196418 SH SHARED 195858 560 D I2 TECHNOLOGIES INC COM 46575410 96 121842 SH SHARED 01 121842 D I2 TECHNOLOGIES INC COM 46575410 0 1100 SH SHR/OTHR 01 1100 D I2 TECHNOLOGIES INC COM 46575410 42 53474 SH SHARED 02 53474 D IVAX CORP NOTE 5.500% 5/1 465823AD 47 50000 PRN SHARED 50000 D IVAX CORP COM 46582310 667 54521 SH SHARED 54521 D IVAX CORP COM 46582310 554 45226 SH SHARED 01 45226 D IVAX CORP COM 46582310 1114 90994 SH SHARED 02 90994 D IVAX CORP COM 46582310 673 55000 SH SHARED 10 55000 D IVAX CORP COM 46582310 46 3800 SH SHARED 14 3800 D IVILLAGE INC COM 46588H10 18 29358 SH SHARED 02 29358 D IXYS CORP COM 46600W10 3 710 SH SHARED 710 D IXYS CORP COM 46600W10 34 6608 SH SHARED 01 6608 D IXYS CORP COM 46600W10 39 7500 SH SHARED 02 7500 D J & J SNACK FOODS CORP COM 46603210 98 3258 SH SHARED 3258 D J & J SNACK FOODS CORP COM 46603210 827 27288 SH SHARED 01 27288 D J & J SNACK FOODS CORP COM 46603210 114 3786 SH SHARED 02 3786 D JDS UNIPHASE CORP COM 46612J10 12768 4480219 SH SHARED 4459645 20574 D JDS UNIPHASE CORP COM 46612J10 14 5000 SH SHR/OTHR 5000 D JDS UNIPHASE CORP COM 46612J10 1427 500760 SH SHARED 01 495060 5700 D JDS UNIPHASE CORP COM 46612J10 25 8900 SH SHR/OTHR 01 2800 6100 D JDS UNIPHASE CORP COM 46612J10 2494 875403 SH SHARED 02 875403 D JDS UNIPHASE CORP COM 46612J10 420 147440 SH SHARED 03 116280 31160 D JDS UNIPHASE CORP COM 46612J10 78 27514 SH SHARED 05 27514 D JDS UNIPHASE CORP COM 46612J10 29 10450 SH SHARED 06 10450 D JDS UNIPHASE CORP COM 46612J10 2792 979782 SH SHR/OTHR 10 979782 D JDS UNIPHASE CORP COM 46612J10 27 9600 SH SHARED 14 9600 D JDA SOFTWARE GROUP INC COM 46612K10 33 3300 SH SHARED 3300 D JDA SOFTWARE GROUP INC COM 46612K10 498 49319 SH SHARED 49319 D JDA SOFTWARE GROUP INC COM 46612K10 1109 109726 SH SHARED 01 109726 D JDA SOFTWARE GROUP INC COM 46612K10 174 17277 SH SHARED 02 17277 D JDA SOFTWARE GROUP INC COM 46612K10 11 1100 SH SHARED 10 1100 D J JILL GROUP INC COM 46618910 10 916 SH SHARED 916 D J JILL GROUP INC COM 46618910 1871 161350 SH SHARED 01 161350 D J JILL GROUP INC COM 46618910 453 39090 SH SHARED 02 39090 D JLG INDS INC COM 46621010 42 9000 SH SHARED 9000 D JLG INDS INC COM 46621010 268 56851 SH SHARED 56851 D JLG INDS INC COM 46621010 74 15769 SH SHARED 01 15769 D JLG INDS INC COM 46621010 122 26019 SH SHARED 02 26019 D JPS INDUSTRIES INC COM 46624E40 30 22057 SH SHARED 02 22057 D J P MORGAN CHASE & CO COM 46625H10 513627 21662908 SH SHARED 19499647 2163261 D J P MORGAN CHASE & CO COM 46625H10 13121 553424 SH SHR/OTHR 553424 D J P MORGAN CHASE & CO COM 46625H10 44760 1887819 SH SHARED 01 1710443 3840 173536 D J P MORGAN CHASE & CO COM 46625H10 14480 610725 SH SHR/OTHR 01 365915 244810 D J P MORGAN CHASE & CO COM 46625H10 39097 1648996 SH SHARED 02 1648996 D J P MORGAN CHASE & CO COM 46625H10 12398 522916 SH SHARED 03 419566 103350 D J P MORGAN CHASE & CO COM 46625H10 4451 187733 SH SHARED 05 187733 D J P MORGAN CHASE & CO COM 46625H10 1616 68180 SH SHARED 06 68180 D J P MORGAN CHASE & CO COM 46625H10 1573 66359 SH SHARED 07 66359 D J P MORGAN CHASE & CO COM 46625H10 41538 1751950 SH SHARED 10 607290 1043260 101400 D J P MORGAN CHASE & CO COM 46625H10 130771 5515447 SH SHR/OTHR 10 5515447 D J P MORGAN CHASE & CO COM 46625H10 2918 123099 SH SHARED 14 123099 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 7 248 SH SHARED 248 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 62 2200 SH SHARED 01 2200 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 117 4159 SH SHARED 02 4159 D JABIL CIRCUIT INC NOTE 1.750% 5/1 466313AA 43031 44500000 PRN SHARED 44500000 D JABIL CIRCUIT INC COM 46631310 10221 584066 SH SHARED 522060 62006 D JABIL CIRCUIT INC COM 46631310 6301 360071 SH SHARED 01 351465 8606 D JABIL CIRCUIT INC COM 46631310 35 2044 SH SHR/OTHR 01 2044 D JABIL CIRCUIT INC COM 46631310 3167 181028 SH SHARED 02 181028 D JABIL CIRCUIT INC COM 46631310 2493 142500 SH SHARED 03 122500 20000 D JABIL CIRCUIT INC COM 46631310 17 983 SH SHARED 05 983 D JABIL CIRCUIT INC COM 46631310 167 9598 SH SHARED 06 9598 D JABIL CIRCUIT INC COM 46631310 18289 1045100 SH SHARED 10 781500 263600 D JABIL CIRCUIT INC COM 46631310 2525 144318 SH SHR/OTHR 10 144318 D JACK IN THE BOX INC COM 46636710 68 3755 SH SHARED 3755 D JACK IN THE BOX INC COM 46636710 174 9644 SH SHARED 01 9644 D JACK IN THE BOX INC COM 46636710 386 21360 SH SHARED 02 21360 D JACOBS ENGR GROUP INC DEL COM 46981410 79 1900 SH SHARED 1900 D JACOBS ENGR GROUP INC DEL COM 46981410 774 18439 SH SHARED 9100 9339 D JACOBS ENGR GROUP INC DEL COM 46981410 655 15600 SH SHARED 01 15600 D JACOBS ENGR GROUP INC DEL COM 46981410 711 16931 SH SHARED 02 16931 D JACOBS ENGR GROUP INC DEL COM 46981410 9456 225100 SH SHR/OTHR 10 225100 D JACOR COMMUNUNICATIONS INC FRNT 2/0 469858AB 2351 4770000 PRN SHARED 02 4770000 D JAKKS PAC INC COM 47012E10 225 21793 SH SHARED 21793 D JAKKS PAC INC COM 47012E10 89 8617 SH SHARED 01 8617 D JAKKS PAC INC COM 47012E10 155 15038 SH SHARED 02 15038 D JAKKS PAC INC COM 47012E10 19 1900 SH SHARED 10 1900 D JANUS CAP GROUP INC COM 47102X10 5551 487422 SH SHARED 487122 300 D JANUS CAP GROUP INC COM 47102X10 593 52078 SH SHARED 01 52078 D JANUS CAP GROUP INC COM 47102X10 1117 98149 SH SHARED 02 98149 D JANUS CAP GROUP INC COM 47102X10 13 1141 SH SHARED 05 1141 D JANUS CAP GROUP INC COM 47102X10 2199 193070 SH SHR/OTHR 10 193070 D JANUS CAP GROUP INC COM 47102X10 28 2500 SH SHARED 14 2500 D JARDEN CORP COM 47110910 21 834 SH SHARED 834 D 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51601210 0 70 SH SHARED 70 D LANNET INC COM 51601210 24 2250 SH SHARED 01 2250 D LANNET INC COM 51601210 38 3450 SH SHARED 02 3450 D LANTRONIX INC COM 51654810 15 20000 SH SHR/OTHR 01 20000 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 8 711 SH SHARED 711 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 41 3500 SH SHARED 01 3500 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 131 10997 SH SHARED 02 10997 D LATIN AMER EQUITY FD INC NEW COM 51827Q10 2809 298584 SH SHARED 298584 D LATIN AMERN DISCOVERY FD INC COM 51828C10 6174 816700 SH SHARED 816700 D LATTICE SEMICONDUCTOR CORP NOTE 4.750%11/0 518415AC 928 1000000 PRN SHARED 1000000 D LATTICE SEMICONDUCTOR CORP COM 51841510 787 104440 SH SHARED 104440 D LATTICE SEMICONDUCTOR CORP COM 51841510 477 63390 SH SHARED 01 63390 D LATTICE SEMICONDUCTOR CORP COM 51841510 710 94227 SH SHARED 02 94227 D LATTICE SEMICONDUCTOR CORP COM 51841510 9 1300 SH SHARED 10 1300 D LAUDER ESTEE COS INC CL A 51843910 731 24098 SH SHARED 9319 14779 D LAUDER ESTEE COS 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LEGATO SYS INC COM 52465110 236 46146 SH SHARED 01 46146 D LEGATO SYS INC COM 52465110 404 78934 SH SHARED 02 78934 D LEGGETT & PLATT INC COM 52466010 6533 357400 SH SHARED 357400 D LEGGETT & PLATT INC COM 52466010 612 33514 SH SHARED 01 32714 800 D LEGGETT & PLATT INC COM 52466010 2116 115806 SH SHARED 02 115806 D LEGGETT & PLATT INC COM 52466010 9628 526741 SH SHR/OTHR 10 526741 D LEGGETT & PLATT INC COM 52466010 47 2600 SH SHARED 14 2600 D LEGG MASON INC NOTE 6/0 524901AG 2530 5000000 PRN SHARED 5000000 D LEGG MASON INC COM 52490110 997 20475 SH SHARED 20475 D LEGG MASON INC COM 52490110 6690 137273 SH SHARED 01 135348 1925 D LEGG MASON INC COM 52490110 143 2950 SH SHR/OTHR 01 2500 450 D LEGG MASON INC COM 52490110 1505 30896 SH SHARED 02 30896 D LEGG MASON INC COM 52490110 229 4700 SH SHARED 06 4700 D LEGG MASON INC COM 52490110 33102 679160 SH SHR/OTHR 10 679160 D LEHMAN BROS HLDGS INC FRNT 4/0 524908EC 53165 52380000 PRN SHARED 52380000 D LEHMAN BROS HLDGS INC COM 52490810 831 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LENDINGTREE INC COM 52602Q10 55 4795 SH SHARED 01 4795 D LENDINGTREE INC COM 52602Q10 50 4300 SH SHARED 02 4300 D LENNAR CORP DBCV 7/2 526057AA 29106 42000000 PRN SHARED 42000000 D LENNAR CORP DBCV 7/2 526057AA 277 400000 PRN SHARED 02 400000 D LENNAR CORP COM 52605710 4675 87317 SH SHARED 87317 D LENNAR CORP COM 52605710 1500 28015 SH SHARED 01 28015 D LENNAR CORP COM 52605710 959 17914 SH SHARED 02 17914 D LENNAR CORP COM 52605710 321 6000 SH SHARED 04 6000 D LENNOX INTL INC COM 52610710 79 5491 SH SHARED 5491 D LENNOX INTL INC COM 52610710 290 20176 SH SHARED 01 20176 D LENNOX INTL INC COM 52610710 648 45041 SH SHARED 02 45041 D LESCO INC OHIO COM 52687210 11 1088 SH SHARED 02 1088 D LEUCADIA NATL CORP COM 52728810 377 10574 SH SHARED 10174 400 D LEUCADIA NATL CORP COM 52728810 973 27248 SH SHARED 01 15248 12000 D LEUCADIA NATL CORP COM 52728810 710 19872 SH SHARED 02 19872 D LEUCADIA NATL CORP COM 52728810 3684 103100 SH SHR/OTHR 10 103100 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 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D LIFESTREAM TECHNOLOGIES INC COM 53219K10 0 1000 SH SHARED 1000 D LIFEPOINT HOSPITALS INC COM 53219L10 1749 69684 SH SHARED 35587 13200 20897 D LIFEPOINT HOSPITALS INC COM 53219L10 3 126 SH SHR/OTHR 126 D LIFEPOINT HOSPITALS INC COM 53219L10 256 10202 SH SHARED 01 10202 D LIFEPOINT HOSPITALS INC COM 53219L10 540 21509 SH SHARED 02 21509 D LIFEPOINT HOSPITALS INC COM 53219L10 1489 59300 SH SHARED 10 59300 D LIFEPOINT HOSPITALS INC COM 53219L10 1112 44300 SH SHR/OTHR 10 44300 D LIFELINE SYS INC COM 53219210 5 259 SH SHARED 259 D LIFELINE SYS INC COM 53219210 49 2400 SH SHARED 02 2400 D LIGAND PHARMACEUTICALS INC CL B 53220K20 409 63082 SH SHARED 57082 6000 D LIGAND PHARMACEUTICALS INC CL B 53220K20 109 16915 SH SHARED 01 16915 D LIGAND PHARMACEUTICALS INC CL B 53220K20 218 33700 SH SHARED 02 33700 D LIGAND PHARMACEUTICALS INC CL B 53220K20 15850 2442274 SH SHARED 04 2442274 D LIGAND PHARMACEUTICALS INC CL B 53220K20 97 15000 SH SHR/OTHR 10 15000 D LIGAND PHARMACEUTICALS INC CL B 53220K20 158 24400 SH SHARED 14 24400 D LIGHTBRIDGE INC COM 53222610 11 1837 SH SHARED 1837 D LIGHTBRIDGE INC COM 53222610 89 13985 SH SHARED 01 13985 D LIGHTBRIDGE INC COM 53222610 109 17100 SH SHARED 02 17100 D LIGHTBRIDGE INC COM 53222610 30 4790 SH SHARED 10 4790 D LILLY ELI & CO COM 53245710 320586 5609568 SH SHARED 4461295 17200 1131073 D LILLY ELI & CO COM 53245710 4576 80087 SH SHR/OTHR 80087 D LILLY ELI & CO COM 53245710 48491 848500 SH SHARED 01 694766 153734 D LILLY ELI & CO COM 53245710 5142 89975 SH SHR/OTHR 01 48627 41348 D LILLY ELI & CO COM 53245710 22962 401789 SH SHARED 02 401789 D LILLY ELI & CO COM 53245710 10212 178700 SH SHARED 03 127300 51400 D LILLY ELI & CO COM 53245710 16013 280200 SH SHARED 04 280200 D LILLY ELI & CO COM 53245710 39020 682774 SH SHARED 05 682774 D LILLY ELI & CO COM 53245710 2445 42790 SH SHARED 06 42790 D LILLY ELI & CO COM 53245710 8488 148525 SH SHARED 07 148525 D LILLY ELI & CO COM 53245710 9109 159400 SH SHARED 08 159400 D LILLY ELI & CO 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12141 300 D LINCARE HLDGS INC COM 53279110 3120 101664 SH SHARED 101664 D LINCARE HLDGS INC COM 53279110 1106 36042 SH SHARED 01 32767 3275 D LINCARE HLDGS INC COM 53279110 31 1019 SH SHR/OTHR 01 1019 D LINCARE HLDGS INC COM 53279110 1245 40598 SH SHARED 02 40598 D LINCOLN BANCORP IND COM 53287910 17 1000 SH SHARED 1000 D LINCOLN ELEC HLDGS INC COM 53390010 33 1852 SH SHARED 1852 D LINCOLN ELEC HLDGS INC COM 53390010 215 11930 SH SHARED 01 11930 D LINCOLN ELEC HLDGS INC COM 53390010 348 19308 SH SHARED 02 19308 D LINCOLN ELEC HLDGS INC COM 53390010 7 400 SH SHARED 10 400 D LINCOLN NATL CORP IND COM 53418710 235 8400 SH SHARED 8400 D LINCOLN NATL CORP IND COM 53418710 34090 1217519 SH SHARED 660545 556974 D LINCOLN NATL CORP IND COM 53418710 1409 50356 SH SHR/OTHR 50356 D LINCOLN NATL CORP IND COM 53418710 2776 99153 SH SHARED 01 93753 2000 3400 D LINCOLN NATL CORP IND COM 53418710 333 11900 SH SHR/OTHR 01 7900 4000 D LINCOLN NATL CORP IND COM 53418710 2856 102025 SH SHARED 02 102025 D LINCOLN NATL CORP IND COM 53418710 156 5589 SH SHARED 05 5589 D LINCOLN NATL CORP IND COM 53418710 91 3279 SH SHARED 06 3279 D LINCOLN NATL CORP IND COM 53418710 2721 97200 SH SHARED 10 56500 40700 D LINCOLN NATL CORP IND COM 53418710 3301 117918 SH SHR/OTHR 10 117918 D LINCOLN NATL CORP IND COM 53418710 42 1500 SH SHARED 14 1500 D LINDSAY MFG CO COM 53555510 7751 360539 SH SHARED 191839 168700 D LINDSAY MFG CO COM 53555510 97 4525 SH SHARED 01 4525 D LINDSAY MFG CO COM 53555510 131 6114 SH SHARED 02 6114 D LINDSAY MFG CO COM 53555510 1143 53200 SH SHARED 05 53200 D LINDSAY MFG CO COM 53555510 369 17200 SH SHARED 10 17200 D LINDSAY MFG CO COM 53555510 2085 97000 SH SHR/OTHR 10 97000 D LINEAR TECHNOLOGY CORP COM 53567810 41862 1356083 SH SHARED 1144921 1600 209562 D LINEAR TECHNOLOGY CORP COM 53567810 10842 351215 SH SHARED 01 239035 112180 D LINEAR TECHNOLOGY CORP COM 53567810 562 18220 SH SHR/OTHR 01 500 17720 D LINEAR TECHNOLOGY CORP COM 53567810 5577 180668 SH SHARED 02 180668 D LINEAR TECHNOLOGY CORP COM 53567810 6998 226700 SH SHARED 04 226700 D LINEAR TECHNOLOGY CORP COM 53567810 359 11639 SH SHARED 05 11639 D LINEAR TECHNOLOGY CORP COM 53567810 86 2800 SH SHARED 06 2800 D LINEAR TECHNOLOGY CORP COM 53567810 299 9700 SH SHARED 07 9700 D LINEAR TECHNOLOGY CORP COM 53567810 71356 2311520 SH SHARED 10 1297360 1014160 D LINEAR TECHNOLOGY CORP COM 53567810 21433 694314 SH SHR/OTHR 10 694314 D LINEAR TECHNOLOGY CORP COM 53567810 1400 45366 SH SHARED 14 45366 D LINENS N THINGS INC COM 53567910 789 38863 SH SHARED 38863 D LINENS N THINGS INC COM 53567910 451 22235 SH SHARED 01 22235 D LINENS N THINGS INC COM 53567910 496 24430 SH SHARED 02 24430 D LIQUIDMETAL TECHNOLOGIES COM 53634X10 1 250 SH SHARED 250 D LIQUIDMETAL TECHNOLOGIES COM 53634X10 13 2500 SH SHARED 01 2500 D LIQUIDMETAL TECHNOLOGIES COM 53634X10 16 3000 SH SHARED 02 3000 D LIQUIDMETAL TECHNOLOGIES COM 53634X10 36 6800 SH SHARED 06 6800 D LITHIA MTRS INC CL A 53679710 384 31286 SH SHARED 31286 D LITHIA MTRS INC CL A 53679710 60 4938 SH SHARED 01 4938 D LITHIA MTRS INC CL A 53679710 81 6600 SH SHARED 02 6600 D LITTELFUSE INC COM 53700810 47 2648 SH SHARED 2648 D LITTELFUSE INC COM 53700810 280 15686 SH SHARED 01 15686 D LITTELFUSE INC COM 53700810 17 1000 SH SHR/OTHR 01 1000 D LITTELFUSE INC COM 53700810 213 11908 SH SHARED 02 11908 D LIVEPERSON INC COM 53814610 83 96747 SH SHARED 01 96747 D LIZ CLAIBORNE INC COM 53932010 6559 212133 SH SHARED 209383 2750 D LIZ CLAIBORNE INC COM 53932010 6022 194790 SH SHARED 01 193590 1200 D LIZ CLAIBORNE INC COM 53932010 1476 47760 SH SHARED 02 47760 D LIZ CLAIBORNE INC COM 53932010 63 2050 SH SHARED 06 2050 D LIZ CLAIBORNE INC COM 53932010 2370 76670 SH SHR/OTHR 10 76670 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 1207 58067 SH SHARED 54797 3270 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 33 1594 SH SHARED 01 1594 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 316 15200 SH SHARED 02 15200 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 1208 58100 SH SHR/OTHR 10 58100 D LOCAL FINL CORP COM 53955310 21 1501 SH SHARED 1501 D LOCAL FINL CORP COM 53955310 135 9400 SH SHARED 01 9400 D LOCAL FINL CORP COM 53955310 175 12200 SH SHARED 02 12200 D LOCAL FINL CORP COM 53955310 10 700 SH SHARED 10 700 D LOCKHEED MARTIN CORP COM 53983010 97985 2060673 SH SHARED 2044626 16047 D LOCKHEED MARTIN CORP COM 53983010 152 3200 SH SHR/OTHR 3200 D LOCKHEED MARTIN CORP COM 53983010 82434 1733647 SH SHARED 01 1701917 400 31330 D LOCKHEED MARTIN CORP COM 53983010 1320 27780 SH SHR/OTHR 01 15500 12280 D LOCKHEED MARTIN CORP COM 53983010 12499 262879 SH SHARED 02 262879 D LOCKHEED MARTIN CORP COM 53983010 21468 451500 SH SHARED 04 451500 D LOCKHEED MARTIN CORP COM 53983010 10039 211142 SH SHARED 05 211142 D LOCKHEED MARTIN CORP COM 53983010 2534 53300 SH SHARED 06 53300 D LOCKHEED MARTIN CORP COM 53983010 1640 34500 SH SHARED 10 34500 D LOCKHEED MARTIN CORP COM 53983010 30493 641284 SH SHR/OTHR 10 641284 D LOCKHEED MARTIN CORP COM 53983010 228 4800 SH SHARED 14 4800 D LODGIAN INC COM NEW 54021P20 498 156291 SH SHARED 156291 D LODGENET ENTMT CORP COM 54021110 5 689 SH SHARED 689 D LODGENET ENTMT CORP COM 54021110 29 3454 SH SHARED 01 3454 D LODGENET ENTMT CORP COM 54021110 56 6700 SH SHARED 02 6700 D LODGENET ENTMT CORP COM 54021110 7425 873600 SH SHR/OTHR 10 873600 D LOEHMANNS HOLDINGS INC COM 54041150 3 200 SH SHARED 02 200 D LOEWS CORP NOTE 3.125% 9/1 540424AL 8070 8820000 PRN SHARED 8820000 D LOEWS CORP COM 54042410 290 7300 SH SHARED 7300 D LOEWS CORP COM 54042410 15740 395101 SH SHARED 395101 D LOEWS CORP COM 54042410 1057 26547 SH SHARED 01 23547 3000 D LOEWS CORP COM 54042410 3246 81490 SH SHARED 02 81490 D LOEWS CORP COM 54042410 39 979 SH SHARED 05 979 D LOEWS CORP COM 54042410 144 3630 SH SHARED 06 3630 D LOEWS CORP COM 54042410 6938 174153 SH SHR/OTHR 10 174153 D LOEWS CORP COM 54042410 47 1200 SH SHARED 14 1200 D LOEWS CORP CAROLNA GP STK 54042420 7869 425354 SH SHARED 425354 D LOEWS CORP CAROLNA GP STK 54042420 106 5742 SH SHARED 01 5742 D LOEWS CORP CAROLNA GP STK 54042420 30 1644 SH SHARED 02 1644 D LOGITECH INTERNATIONAL S A SPONSORED ADR 54141910 76 2557 SH SHARED 2557 D LOGITECH INTERNATIONAL S A SPONSORED ADR 54141910 7 243 SH SHARED 01 243 D LOGITECH INTERNATIONAL S A SPONSORED ADR 54141910 1621 54532 SH SHARED 02 54532 D LONE STAR STEAKHOUSE SALOON COM 54230710 127 6000 SH SHARED 6000 D LONE STAR STEAKHOUSE SALOON COM 54230710 15 720 SH SHARED 720 D LONE STAR STEAKHOUSE SALOON COM 54230710 188 8900 SH SHARED 01 8900 D LONE STAR STEAKHOUSE SALOON COM 54230710 233 11004 SH SHARED 02 11004 D LONE STAR TECHNOLOGIES INC COM 54231210 66 3149 SH SHARED 3149 D LONE STAR TECHNOLOGIES INC COM 54231210 212 10049 SH SHARED 01 10049 D LONE STAR TECHNOLOGIES INC COM 54231210 377 17878 SH SHARED 02 17878 D LONGS DRUG STORES CORP COM 54316210 128 8566 SH SHARED 8566 D LONGS DRUG STORES CORP COM 54316210 334 22283 SH SHARED 01 21483 800 D LONGS DRUG STORES CORP COM 54316210 450 30042 SH SHARED 02 30042 D LONGS DRUG STORES CORP COM 54316210 60 4000 SH SHARED 05 4000 D LONGS DRUG STORES CORP COM 54316210 14 990 SH SHARED 10 990 D LONGVIEW FIBRE CO COM 54321310 77 11587 SH SHARED 11587 D LONGVIEW FIBRE CO COM 54321310 171 25791 SH SHARED 01 25791 D LONGVIEW FIBRE CO COM 54321310 282 42408 SH SHARED 02 42408 D LOOKSMART LTD COM 54344210 11 4138 SH SHARED 4138 D LOOKSMART LTD COM 54344210 50 18300 SH SHARED 01 18300 D LOOKSMART LTD COM 54344210 115 41694 SH SHARED 02 41694 D LOUISIANA PAC CORP COM 54634710 2985 376426 SH SHARED 375926 500 D LOUISIANA PAC CORP COM 54634710 395 49879 SH SHARED 01 49879 D LOUISIANA PAC CORP COM 54634710 10 1300 SH SHR/OTHR 01 1300 D LOUISIANA PAC CORP COM 54634710 792 99922 SH SHARED 02 99922 D LOUISIANA PAC CORP COM 54634710 12 1590 SH SHARED 06 1590 D LOUISIANA PAC CORP COM 54634710 9 1170 SH SHARED 10 1170 D LOUISIANA PAC CORP COM 54634710 475 59918 SH SHR/OTHR 10 59918 D LOWES COS INC NOTE 2/1 548661CF 50756 67050000 PRN SHARED 67050000 D LOWES COS INC NOTE 2/1 548661CF 7876 10405000 PRN SHARED 02 10405000 D LOWES COS INC NOTE 0.861%10/1 548661CG 16765 17500000 PRN SHARED 17500000 D LOWES COS INC NOTE 0.861%10/1 548661CG 373 390000 PRN SHARED 02 390000 D LOWES COS INC COM 54866110 2367 58000 SH SHARED 58000 D LOWES COS INC COM 54866110 63213 1548589 SH SHARED 1471563 77026 D LOWES COS INC COM 54866110 183 4500 SH SHR/OTHR 4500 D LOWES COS INC COM 54866110 16120 394909 SH SHARED 01 385384 9525 D LOWES COS INC COM 54866110 311 7631 SH SHR/OTHR 01 2693 4938 D LOWES COS INC COM 54866110 16001 392008 SH SHARED 02 392008 D LOWES COS INC COM 54866110 408 10000 SH SHARED 04 10000 D LOWES COS INC COM 54866110 969 23758 SH SHARED 05 23758 D LOWES COS INC COM 54866110 846 20747 SH SHARED 06 20747 D LOWES COS INC COM 54866110 20426 500392 SH SHR/OTHR 10 500392 D LOWES COS INC COM 54866110 2379 58300 SH SHARED 14 58300 D LUBRIZOL CORP COM 54927110 549 18300 SH SHARED 17100 1200 D LUBRIZOL CORP COM 54927110 534 17816 SH SHARED 01 17816 D LUBRIZOL CORP COM 54927110 554 18468 SH SHARED 02 18468 D LUBYS INC COM 54928210 1 1214 SH SHARED 1214 D LUBYS INC COM 54928210 5 4200 SH SHARED 01 4200 D LUBYS INC COM 54928210 17 13600 SH SHARED 02 13600 D LUCENT TECHNOLOGIES INC COM 54946310 1 1000 SH SHARED 1000 D LUCENT TECHNOLOGIES INC COM 54946310 11545 7854186 SH SHARED 7507251 346935 D LUCENT TECHNOLOGIES INC COM 54946310 67 45748 SH SHR/OTHR 45748 D LUCENT TECHNOLOGIES INC COM 54946310 2614 1778241 SH SHARED 01 1757639 20602 D LUCENT TECHNOLOGIES INC COM 54946310 55 37645 SH SHR/OTHR 01 7301 30344 D LUCENT TECHNOLOGIES INC COM 54946310 6182 4205783 SH SHARED 02 4205783 D LUCENT TECHNOLOGIES INC COM 54946310 94 63984 SH SHARED 05 63984 D LUCENT TECHNOLOGIES INC COM 54946310 44 30250 SH SHARED 06 30250 D LUCENT TECHNOLOGIES INC COM 54946310 64 44000 SH SHARED 10 44000 D LUCENT TECHNOLOGIES INC COM 54946310 3022 2056348 SH SHR/OTHR 10 2056348 D LUCENT TECHNOLOGIES INC COM 54946310 42 28600 SH SHARED 14 28600 D LUFKIN INDS INC COM 54976410 3 206 SH SHARED 206 D LUFKIN INDS INC COM 54976410 26 1400 SH SHARED 01 1400 D LUFKIN INDS INC COM 54976410 65 3400 SH SHARED 02 3400 D LUFKIN INDS INC COM 54976410 34 1810 SH SHARED 10 1810 D LUMINEX CORP DEL COM 55027E10 6 1304 SH SHARED 1304 D LUMINEX CORP DEL COM 55027E10 35 7624 SH SHARED 01 7624 D LUMINEX CORP DEL COM 55027E10 54 11700 SH SHARED 02 11700 D LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 88 8188 SH SHARED 7388 800 D LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 86 8000 SH SHR/OTHR 8000 D LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 154 14378 SH SHARED 01 678 13700 D LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 4707 436650 SH SHARED 02 436650 D LYDALL INC DEL COM 55081910 7 819 SH SHARED 819 D LYDALL INC DEL COM 55081910 23 2700 SH SHARED 01 2700 D LYDALL INC DEL COM 55081910 79 9056 SH SHARED 02 9056 D LYON WILLIAM HOMES COM 55207410 8 322 SH SHARED 322 D LYON WILLIAM HOMES COM 55207410 73 2900 SH SHARED 02 2900 D LYONDELL CHEMICAL CO COM 55207810 1795 128702 SH SHARED 128702 D LYONDELL CHEMICAL CO COM 55207810 797 57192 SH SHARED 01 57192 D LYONDELL CHEMICAL CO COM 55207810 636 45618 SH SHARED 02 45618 D LYONDELL CHEMICAL CO COM 55207810 35 2530 SH SHR/OTHR 10 2530 D M & F WORLDWIDE CORP COM 55254110 13 2005 SH SHARED 02 2005 D M & T BK CORP COM 55261F10 1429 18190 SH SHARED 16790 1400 D M & T BK CORP COM 55261F10 18 240 SH SHR/OTHR 240 D M & T BK CORP COM 55261F10 2015 25646 SH SHARED 01 25646 D M & T BK CORP COM 55261F10 39 500 SH SHR/OTHR 01 500 D M & T BK CORP COM 55261F10 2028 25817 SH SHARED 02 25817 D M & T BK CORP COM 55261F10 157 2000 SH SHR/OTHR 10 2000 D M & T BK CORP COM 55261F10 872 11100 SH SHARED 14 11100 D MAF BANCORP INC COM 55261R10 95 2845 SH SHARED 2845 D MAF BANCORP INC COM 55261R10 2590 76970 SH SHARED 01 76970 D MAF BANCORP INC COM 55261R10 394 11727 SH SHARED 02 11727 D MAF BANCORP INC COM 55261R10 55 1660 SH SHARED 10 1660 D MBIA INC COM 55262C10 50399 1304323 SH SHARED 274411 1029912 D MBIA INC COM 55262C10 7679 198754 SH SHR/OTHR 198754 D MBIA INC COM 55262C10 4011 103820 SH SHARED 01 92986 10834 D MBIA INC COM 55262C10 1068 27644 SH SHR/OTHR 01 20444 7200 D MBIA INC COM 55262C10 2741 70937 SH SHARED 02 70937 D MBIA INC COM 55262C10 192 4985 SH SHARED 05 4985 D MBIA INC COM 55262C10 50 1300 SH SHARED 06 1300 D MBIA INC COM 55262C10 270 7000 SH SHARED 07 7000 D MBIA INC COM 55262C10 10380 268656 SH SHR/OTHR 10 268656 D MBIA INC COM 55262C10 42 1100 SH SHARED 14 1100 D MBNA CORP COM 55262L10 83562 5552325 SH SHARED 5406335 145990 D MBNA CORP COM 55262L10 6 400 SH SHR/OTHR 400 D MBNA CORP COM 55262L10 10366 688826 SH SHARED 01 674479 14347 D MBNA CORP COM 55262L10 2 135 SH SHR/OTHR 01 135 D MBNA CORP COM 55262L10 12283 816157 SH SHARED 02 816157 D MBNA CORP COM 55262L10 451 30000 SH SHARED 04 30000 D MBNA CORP COM 55262L10 350 23278 SH SHARED 05 23278 D MBNA CORP COM 55262L10 270 18005 SH SHARED 06 18005 D MBNA CORP COM 55262L10 21519 1429896 SH SHR/OTHR 10 1429896 D MBNA CORP COM 55262L10 2114 140475 SH SHARED 14 140475 D MB FINANCIAL INC NEW COM 55264U10 29 814 SH SHARED 814 D MB FINANCIAL INC NEW COM 55264U10 157 4400 SH SHARED 01 4400 D MB FINANCIAL INC NEW COM 55264U10 251 7030 SH SHARED 02 7030 D MB FINANCIAL INC NEW COM 55264U10 56 1570 SH SHARED 10 1570 D M D C HLDGS INC COM 55267610 134 3500 SH SHARED 3500 D M D C HLDGS INC COM 55267610 1170 30499 SH SHARED 30499 D M D C HLDGS INC COM 55267610 546 14249 SH SHARED 01 14249 D M D C HLDGS INC COM 55267610 534 13932 SH SHARED 02 13932 D M D C HLDGS INC COM 55267610 7 200 SH SHARED 10 200 D MDS INC COM 55269P30 49 3989 SH SHARED 01 3989 D MDS INC COM 55269P30 922 73762 SH SHARED 02 73762 D MDU RES GROUP INC COM 55269010 763 27343 SH SHARED 25283 2060 D MDU RES GROUP INC COM 55269010 669 23964 SH SHARED 01 23964 D MDU RES GROUP INC COM 55269010 579 20762 SH SHARED 02 20762 D MCSI INC COM 55270M10 25 73712 SH SHARED 73712 D MCSI INC COM 55270M10 4 12062 SH SHARED 01 12062 D MCSI INC COM 55270M10 6 18300 SH SHARED 02 18300 D MCSI INC COM 55270M10 0 2100 SH SHARED 10 2100 D MEMC ELECTR MATLS INC COM 55271510 80 7151 SH SHARED 7151 D MEMC ELECTR MATLS INC COM 55271510 1356 120607 SH SHARED 01 120607 D MEMC ELECTR MATLS INC COM 55271510 385 34300 SH SHARED 02 34300 D MFA MTG INVTS INC COM 55272X10 190 22006 SH SHARED 22006 D MFA MTG INVTS INC COM 55272X10 148 17214 SH SHARED 01 17214 D MFA MTG INVTS INC COM 55272X10 232 26900 SH SHARED 02 26900 D MFS CHARTER INCOME TR SH BEN INT 55272710 81 9500 SH SHARED 9500 D MFS INTER INCOME TR SH BEN INT 55273C10 22 3078 SH SHARED 3078 D MFS MULTIMARKET INCOME TR SH BEN INT 55273710 133 21800 SH SHARED 21800 D MFS MULTIMARKET INCOME TR SH BEN INT 55273710 9 1500 SH SHARED 01 1500 D MGE ENERGY INC COM 55277P10 25 956 SH SHARED 956 D MGE ENERGY INC COM 55277P10 230 8700 SH SHARED 01 8700 D MGE ENERGY INC COM 55277P10 261 9879 SH SHARED 02 9879 D MGIC INVT CORP WIS COM 55284810 7480 190500 SH SHARED 190300 200 D MGIC INVT CORP WIS COM 55284810 2528 64393 SH SHARED 01 61393 3000 D MGIC INVT CORP WIS COM 55284810 2001 50974 SH SHARED 02 50974 D MGIC INVT CORP WIS COM 55284810 164 4197 SH SHARED 05 4197 D MGIC INVT CORP WIS COM 55284810 35 900 SH SHARED 06 900 D MGIC INVT CORP WIS COM 55284810 274 7000 SH SHARED 07 7000 D MGIC INVT CORP WIS COM 55284810 3712 94533 SH SHR/OTHR 10 94533 D MGIC INVT CORP WIS COM 55284810 35 900 SH SHARED 14 900 D MGI PHARMA INC COM 55288010 64 5150 SH SHARED 5150 D MGI PHARMA INC COM 55288010 182 14466 SH SHARED 01 14466 D MGI PHARMA INC COM 55288010 205 16301 SH SHARED 02 16301 D MFS GOVT MKTS INCOME TR SH BEN INT 55293910 1400 203300 SH SHARED 203300 D MGM MIRAGE COM 55295310 29195 998138 SH SHARED 5498 8300 984340 D MGM MIRAGE COM 55295310 247 8478 SH SHARED 01 8478 D MGM MIRAGE COM 55295310 192 6597 SH SHARED 02 6547 50 D MGM MIRAGE COM 55295310 45957 1571200 SH SHARED 05 1571200 D MGM MIRAGE COM 55295310 947 32400 SH SHARED 06 32400 D MGM MIRAGE COM 55295310 1822 62300 SH SHARED 07 62300 D MGM MIRAGE COM 55295310 1143 39100 SH SHARED 09 39100 D MGM MIRAGE COM 55295310 43433 1484900 SH SHARED 10 39500 1445400 D MGM MIRAGE COM 55295310 1895 64800 SH SHR/OTHR 10 64800 D MIM CORP COM 55304410 177 23876 SH SHARED 23876 D MIM CORP COM 55304410 72 9748 SH SHARED 01 9748 D MIM CORP COM 55304410 144 19500 SH SHARED 02 19500 D M/I SCHOTTENSTEIN HOMES INC COM 55305B10 19 684 SH SHARED 684 D M/I SCHOTTENSTEIN HOMES INC COM 55305B10 97 3400 SH SHARED 01 3400 D M/I SCHOTTENSTEIN HOMES INC COM 55305B10 220 7700 SH SHARED 02 7700 D MKS INSTRUMENT INC COM 55306N10 60 4863 SH SHARED 2863 2000 D MKS INSTRUMENT INC COM 55306N10 109 8754 SH SHARED 01 8754 D MKS INSTRUMENT INC COM 55306N10 85 6802 SH SHARED 02 6802 D MMO2 PLC ADR 55309W10 2163 307729 SH SHARED 307450 279 D MMO2 PLC ADR 55309W10 3 500 SH SHR/OTHR 500 D MMO2 PLC ADR 55309W10 1415 201300 SH SHARED 02 201300 D MPS GROUP INC COM 55340910 810 155361 SH SHARED 35361 120000 D MPS GROUP INC COM 55340910 329 63035 SH SHARED 01 63035 D MPS GROUP INC COM 55340910 417 80007 SH SHARED 02 80007 D MPS GROUP INC COM 55340910 46 8830 SH SHARED 10 8830 D MRO SOFTWARE INC COM 55347W10 52 7592 SH SHARED 7592 D MRO SOFTWARE INC COM 55347W10 1036 151061 SH SHARED 01 151061 D MRO SOFTWARE INC COM 55347W10 131 19137 SH SHARED 02 19137 D MRV COMMUNICATIONS INC NOTE 5.000% 6/1 553477AB 8143 8135000 PRN SHARED 8135000 D MRV COMMUNICATIONS INC COM 55347710 83 74203 SH SHARED 65603 8600 D MRV COMMUNICATIONS INC COM 55347710 32 28661 SH SHARED 01 28661 D MRV COMMUNICATIONS INC COM 55347710 75 66600 SH SHARED 02 66600 D MSC INDL DIRECT INC CL A 55353010 128 8028 SH SHARED 8028 D MSC INDL DIRECT INC CL A 55353010 101 6351 SH SHARED 01 6351 D MSC INDL DIRECT INC CL A 55353010 61 3815 SH SHARED 02 3815 D MSC SOFTWARE CORP COM 55353110 65 8420 SH SHARED 8420 D MSC SOFTWARE CORP COM 55353110 626 80810 SH SHARED 01 80810 D MSC SOFTWARE CORP COM 55353110 51 6600 SH SHR/OTHR 01 6600 D MSC SOFTWARE CORP COM 55353110 119 15400 SH SHARED 02 15400 D MSC SOFTWARE CORP COM 55353110 18 2440 SH SHARED 10 2440 D MTR GAMING GROUP INC COM 55376910 464 69992 SH SHARED 69992 D MTR GAMING GROUP INC COM 55376910 406 61295 SH SHARED 01 61295 D MTR GAMING GROUP INC COM 55376910 84 12700 SH SHARED 02 12700 D MTC TECHNOLOGIES INC COM 55377A10 31 1652 SH SHARED 02 1652 D MTC TECHNOLOGIES INC COM 55377A10 146 7570 SH SHR/OTHR 10 7570 D MTS SYS CORP COM 55377710 34 3215 SH SHARED 3215 D MTS SYS CORP COM 55377710 272 25200 SH SHARED 01 25200 D MTS SYS CORP COM 55377710 138 12800 SH SHARED 02 12800 D MVC CAP COM 55382910 7898 967900 SH SHARED 967900 D MACATAWA BK CORP COM 55422510 10 500 SH SHARED 500 D MACATAWA BK CORP COM 55422510 12 600 SH SHARED 01 600 D MACATAWA BK CORP COM 55422510 88 4100 SH SHARED 02 4100 D MACDERMID INC COM 55427310 368 18008 SH SHARED 18008 D MACDERMID INC COM 55427310 925 45269 SH SHARED 01 44144 1125 D MACDERMID INC COM 55427310 17 865 SH SHR/OTHR 01 865 D MACDERMID INC COM 55427310 583 28514 SH SHARED 02 28514 D MACERICH CO COM 55438210 323 10219 SH SHARED 10219 D MACERICH CO COM 55438210 1389 43858 SH SHARED 01 43858 D MACERICH CO COM 55438210 979 30903 SH SHARED 02 30903 D MACERICH CO COM 55438210 7232 228300 SH SHR/OTHR 10 228300 D MACERICH CO COM 55438210 7232 228300 SH SHARED 11 228300 D MACK CALI RLTY CORP COM 55448910 686 22163 SH SHARED 22163 D MACK CALI RLTY CORP COM 55448910 596 19269 SH SHARED 01 16594 2675 D MACK CALI RLTY CORP COM 55448910 178 5750 SH SHR/OTHR 01 5750 D MACK CALI RLTY CORP COM 55448910 810 26171 SH SHARED 02 26171 D MACK CALI RLTY CORP COM 55448910 25070 809500 SH SHR/OTHR 10 809500 D MACK CALI RLTY CORP COM 55448910 151610 4895384 SH SHARED 11 3805584 1089800 D MACROVISION CORP COM 55590410 193 16151 SH SHARED 16151 D MACROVISION CORP COM 55590410 461 38509 SH SHARED 01 38509 D MACROVISION CORP COM 55590410 498 41617 SH SHARED 02 41617 D MACROVISION CORP COM 55590410 401 33450 SH SHARED 06 33450 D MACROVISION CORP COM 55590410 9 800 SH SHARED 10 800 D MACROMEDIA INC COM 55610010 554 45849 SH SHARED 45849 D MACROMEDIA INC COM 55610010 339 28092 SH SHARED 01 25242 2850 D MACROMEDIA INC COM 55610010 26 2205 SH SHR/OTHR 01 2205 D MACROMEDIA INC COM 55610010 359 29764 SH SHARED 02 29764 D MACROMEDIA INC COM 55610010 1209 100000 SH SHARED 04 100000 D MACRONIX INTL LTD SPONSORED ADR 55610310 709 278098 SH SHARED 278098 D MACRONIX INTL LTD SPONSORED ADR 55610310 0 1 SH SHARED 05 1 D MADDEN STEVEN LTD COM 55626910 175 11188 SH SHARED 11188 D MADDEN STEVEN LTD COM 55626910 46 2964 SH SHARED 01 2964 D MADDEN STEVEN LTD COM 55626910 87 5600 SH SHARED 02 5600 D MADDEN STEVEN LTD COM 55626910 41 2670 SH SHARED 10 2670 D MAGMA DESIGN AUTOMATION COM 55918110 9 1225 SH SHARED 1225 D MAGMA DESIGN AUTOMATION COM 55918110 75 9769 SH SHARED 01 9769 D MAGMA DESIGN AUTOMATION COM 55918110 87 11256 SH SHARED 02 11256 D MAGNA ENTMT CORP CL A 55921110 118 27427 SH SHARED 27427 D MAGNA ENTMT CORP CL A 55921110 63 14800 SH SHARED 01 14800 D MAGNA ENTMT CORP CL A 55921110 221 51355 SH SHARED 02 51355 D MAGNA INTL INC CL A 55922240 9540 182485 SH SHARED 182485 D MAGNA INTL INC CL A 55922240 1686 32268 SH SHARED 01 32268 D MAGNA INTL INC CL A 55922240 3119 59670 SH SHARED 02 59670 D MAGNA INTL INC CL A 55922240 151 2900 SH SHARED 05 2900 D MAGNA INTL INC CL A 55922240 36 700 SH SHARED 14 700 D MAGNETEK INC COM 55942410 3 1286 SH SHARED 1286 D MAGNETEK INC COM 55942410 9 4000 SH SHARED 01 4000 D MAGNETEK INC COM 55942410 29 12129 SH SHARED 02 12129 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 0 1824 SH SHARED 01 1824 D MAGNUM HUNTER RES INC *W EXP 03/21/200 55972F13 1 7822 SH SHARED 02 7822 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 89 16020 SH SHARED 16020 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 145 26235 SH SHARED 01 26235 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 163 29400 SH SHARED 02 29400 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 1465 87355 SH SHARED 87355 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 469 28000 SH SHARED 01 28000 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 9774 582500 SH SHARED 04 582500 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 899 53600 SH SHR/OTHR 10 53600 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 20 5000 SH SHARED 5000 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 751 181010 SH SHARED 12 181010 D MAIL-WELL INC COM 56032120 3 1852 SH SHARED 1852 D MAIL-WELL INC COM 56032120 10 5400 SH SHARED 01 5400 D MAIL-WELL INC COM 56032120 34 17200 SH SHARED 02 17200 D MAIN STR BKS INC NEW COM 56034R10 12 684 SH SHARED 684 D MAIN STR BKS INC NEW COM 56034R10 38 2100 SH SHARED 01 2100 D MAIN STR BKS INC NEW COM 56034R10 121 6600 SH SHARED 02 6600 D MAINE PUB SVC CO COM 56048310 30 1096 SH SHARED 1096 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 5 226 SH SHARED 226 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 26 1110 SH SHARED 01 1110 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 84 3600 SH SHARED 02 3600 D MALAYSIA FD INC COM 56090510 23 6450 SH SHARED 6450 D MALAN RLTY INVS INC COM 56106310 790 192700 SH SHARED 192700 D MANAGED HIGH INCOME PORTFOLI COM 56166C10 35 5100 SH SHARED 5100 D MANAGED MUNS PORTFOLIO INC COM 56166210 219 20784 SH SHARED 19804 980 D MANAGED HIGH YIELD PLUS FD I COM 56191110 4 1000 SH SHARED 1000 D MANAGED HIGH YIELD PLUS FD I COM 56191110 3424 696000 SH SHR/OTHR 10 696000 D MANDALAY RESORT GROUP COM 56256710 3145 114132 SH SHARED 114132 D MANDALAY RESORT GROUP COM 56256710 818 29694 SH SHARED 01 29694 D MANDALAY RESORT GROUP COM 56256710 2651 96199 SH SHARED 02 96199 D MANDALAY RESORT GROUP COM 56256710 79 2900 SH SHARED 06 2900 D MANHATTAN ASSOCS INC COM 56275010 144 8266 SH SHARED 8266 D MANHATTAN ASSOCS INC COM 56275010 1301 74227 SH SHARED 01 74227 D MANHATTAN ASSOCS INC COM 56275010 245 14024 SH SHARED 02 14024 D MANHATTAN ASSOCS INC COM 56275010 7 400 SH SHARED 10 400 D MANITOWOC INC COM 56357110 744 44268 SH SHARED 1569 42699 D MANITOWOC INC COM 56357110 140 8381 SH SHARED 01 8381 D MANITOWOC INC COM 56357110 437 26013 SH SHARED 02 26013 D MANITOWOC INC COM 56357110 13 800 SH SHARED 10 800 D MANOR CARE INC NEW COM 56405510 123 6400 SH SHARED 6400 D MANOR CARE INC NEW COM 56405510 3805 197882 SH SHARED 197332 550 D MANOR CARE INC NEW COM 56405510 309 16089 SH SHARED 01 15889 200 D MANOR CARE INC NEW COM 56405510 911 47376 SH SHARED 02 47376 D MANOR CARE INC NEW COM 56405510 1151 59906 SH SHR/OTHR 10 59906 D MANPOWER INC DBCV 8/1 56418HAC 2364 3940000 PRN SHARED 3940000 D MANPOWER INC COM 56418H10 2072 69345 SH SHARED 65345 4000 D MANPOWER INC COM 56418H10 1475 49396 SH SHARED 01 49396 D MANPOWER INC COM 56418H10 2563 85784 SH SHARED 02 85784 D MANPOWER INC COM 56418H10 1195 40000 SH SHARED 04 40000 D MANPOWER INC COM 56418H10 19 650 SH SHARED 06 650 D MANPOWER INC COM 56418H10 509 17040 SH SHR/OTHR 10 17040 D MANTECH INTL CORP CL A 56456310 1306 88165 SH SHARED 84365 3800 D MANTECH INTL CORP CL A 56456310 76 5174 SH SHARED 01 5174 D MANTECH INTL CORP CL A 56456310 203 13700 SH SHARED 02 13700 D MANTECH INTL CORP CL A 56456310 1056 71300 SH SHR/OTHR 10 71300 D MANUFACTURED HOME CMNTYS INC COM 56468210 22 752 SH SHARED 752 D MANUFACTURED HOME CMNTYS INC COM 56468210 322 10900 SH SHARED 01 10900 D MANUFACTURED HOME CMNTYS INC COM 56468210 460 15546 SH SHARED 02 15546 D MANUFACTURED HOME CMNTYS INC COM 56468210 1172 39600 SH SHARED 11 39600 D MAPICS INC COM 56491010 7 1074 SH SHARED 1074 D MAPICS INC COM 56491010 71 10806 SH SHARED 01 10806 D MAPICS INC COM 56491010 70 10700 SH SHARED 02 10700 D MANUFACTURERS SVCS LTD COM 56500510 4 991 SH SHARED 991 D MANUFACTURERS SVCS LTD COM 56500510 12 2700 SH SHARED 01 2700 D MANUFACTURERS SVCS LTD COM 56500510 40 8700 SH SHARED 02 8700 D MANULIFE FINL CORP COM 56501R10 22006 919616 SH SHARED 913645 5971 D MANULIFE FINL CORP COM 56501R10 3875 161932 SH SHARED 01 161932 D MANULIFE FINL CORP COM 56501R10 7924 331155 SH SHARED 02 331155 D MANULIFE FINL CORP COM 56501R10 717 30000 SH SHARED 04 30000 D MANULIFE FINL CORP COM 56501R10 564 23600 SH SHARED 05 23600 D MANULIFE FINL CORP COM 56501R10 92 3861 SH SHARED 14 3861 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 1536 3000000 PRN SHARED 3000000 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 0 1350 PRN SHARED 01 1350 D MANUGISTICS GROUP INC COM 56501110 24 10797 SH SHARED 10797 D MANUGISTICS GROUP INC COM 56501110 36 15833 SH SHARED 01 15833 D MANUGISTICS GROUP INC COM 56501110 108 47560 SH SHARED 02 47560 D MANUGISTICS GROUP INC COM 56501110 2 1100 SH SHARED 10 1100 D MAPINFO CORP COM 56510510 3 857 SH SHARED 857 D MAPINFO CORP COM 56510510 47 12352 SH SHARED 01 12352 D MAPINFO CORP COM 56510510 36 9347 SH SHARED 02 9347 D MAPINFO CORP COM 56510510 14 3800 SH SHARED 10 3800 D MARATHON OIL CORP COM 56584910 55077 2297782 SH SHARED 2289182 8600 D MARATHON OIL CORP COM 56584910 3479 145163 SH SHARED 01 144063 1100 D MARATHON OIL CORP COM 56584910 124 5200 SH SHR/OTHR 01 5200 D MARATHON OIL CORP COM 56584910 3147 131304 SH SHARED 02 131304 D MARATHON OIL CORP COM 56584910 3595 150000 SH SHARED 04 150000 D MARATHON OIL CORP COM 56584910 188 7877 SH SHARED 05 7877 D MARATHON OIL CORP COM 56584910 519 21669 SH SHARED 06 21669 D MARATHON OIL CORP COM 56584910 4946 206354 SH SHR/OTHR 10 206354 D MARATHON OIL CORP COM 56584910 57 2400 SH SHARED 14 2400 D MARCUS CORP COM 56633010 111 8187 SH SHARED 1269 6918 D MARCUS CORP COM 56633010 381 28062 SH SHARED 01 28062 D MARCUS CORP COM 56633010 167 12287 SH SHARED 02 12287 D MARIMBA INC COM 56781Q10 1 978 SH SHARED 02 978 D MARINEMAX INC COM 56790810 53 5966 SH SHARED 5966 D MARINEMAX INC COM 56790810 39 4400 SH SHARED 02 4400 D MARINE PRODS CORP COM 56842710 4 492 SH SHARED 492 D MARINE PRODS CORP COM 56842710 8 960 SH SHARED 01 960 D MARINE PRODS CORP COM 56842710 37 4000 SH SHARED 02 4000 D MARITRANS INC COM 57036310 14 1044 SH SHARED 02 1044 D MARKEL CORP COM 57053510 156 700 SH SHARED 01 700 D MARKEL CORP COM 57053510 852 3812 SH SHARED 02 3812 D MARKEL CORP COM 57053510 290 1300 SH SHR/OTHR 10 1300 D MARKETWATCH COM INC COM 57061910 16 2178 SH SHARED 02 2178 D MARSH & MCLENNAN COS INC COM 57174810 129508 3037960 SH SHARED 1887342 1150618 D MARSH & MCLENNAN COS INC COM 57174810 1764 41400 SH SHR/OTHR 41400 D MARSH & MCLENNAN COS INC COM 57174810 15825 371238 SH SHARED 01 366938 800 3500 D MARSH & MCLENNAN COS INC COM 57174810 1101 25844 SH SHR/OTHR 01 18100 7744 D MARSH & MCLENNAN COS INC COM 57174810 9651 226412 SH SHARED 02 226412 D MARSH & MCLENNAN COS INC COM 57174810 16625 390000 SH SHARED 03 282900 107100 D MARSH & MCLENNAN COS INC COM 57174810 426 10000 SH SHARED 04 10000 D MARSH & MCLENNAN COS INC COM 57174810 41525 974081 SH SHARED 05 974081 D MARSH & MCLENNAN COS INC COM 57174810 957 22470 SH SHARED 06 22470 D MARSH & MCLENNAN COS INC COM 57174810 3018 70814 SH SHARED 07 70814 D MARSH & MCLENNAN COS INC COM 57174810 5171 121320 SH SHARED 08 121320 D MARSH & MCLENNAN COS INC COM 57174810 1615 37900 SH SHARED 09 37900 D MARSH & MCLENNAN COS INC COM 57174810 75126 1762300 SH SHARED 10 40000 1722300 D MARSH & MCLENNAN COS INC COM 57174810 23732 556698 SH SHR/OTHR 10 556698 D MARSH & MCLENNAN COS INC COM 57174810 179 4200 SH SHARED 14 4200 D MARSHALL & ILSLEY CORP COM 57183410 13037 510060 SH SHARED 490500 19560 D MARSHALL & ILSLEY CORP COM 57183410 1178 46093 SH SHARED 01 45893 200 D MARSHALL & ILSLEY CORP COM 57183410 3224 126143 SH SHARED 02 126143 D MARSHALL & ILSLEY CORP COM 57183410 27 1090 SH SHARED 05 1090 D MARSHALL & ILSLEY CORP COM 57183410 3161 123690 SH SHR/OTHR 10 123690 D MARSHALL & ILSLEY CORP COM 57183410 51 2000 SH SHARED 14 2000 D MARRIOTT INTL INC NEW CL A 57190320 14862 467233 SH SHARED 463567 3666 D MARRIOTT INTL INC NEW CL A 57190320 53621 1685694 SH SHARED 01 101386 1584308 D MARRIOTT INTL INC NEW CL A 57190320 1775 55811 SH SHR/OTHR 01 55811 D MARRIOTT INTL INC NEW CL A 57190320 3868 121624 SH SHARED 02 121624 D MARRIOTT INTL INC NEW CL A 57190320 986 31000 SH SHARED 03 4000 27000 D MARRIOTT INTL INC NEW CL A 57190320 36 1158 SH SHARED 05 1158 D MARRIOTT INTL INC NEW CL A 57190320 162 5100 SH SHARED 06 5100 D MARRIOTT INTL INC NEW CL A 57190320 10535 331193 SH SHR/OTHR 10 331193 D MARRIOTT INTL INC NEW CL A 57190320 63 2000 SH SHARED 14 2000 D MARTEK BIOSCIENCES CORP COM 57290110 423 14844 SH SHARED 14844 D MARTEK BIOSCIENCES CORP COM 57290110 153 5368 SH SHARED 01 5368 D MARTEK BIOSCIENCES CORP COM 57290110 491 17245 SH SHARED 02 17245 D MARTHA STEWART LIVING OMNIME CL A 57308310 4 596 SH SHARED 596 D MARTHA STEWART LIVING OMNIME CL A 57308310 105 12822 SH SHARED 01 12822 D MARTHA STEWART LIVING OMNIME CL A 57308310 50 6100 SH SHARED 02 6100 D MARTIN MARIETTA MATLS INC COM 57328410 869 31490 SH SHARED 31490 D MARTIN MARIETTA MATLS INC COM 57328410 777 28169 SH SHARED 01 26801 1368 D MARTIN MARIETTA MATLS INC COM 57328410 17 639 SH SHR/OTHR 01 639 D MARTIN MARIETTA MATLS INC COM 57328410 397 14380 SH SHARED 02 14380 D MARTIN MARIETTA MATLS INC COM 57328410 1024 37100 SH SHR/OTHR 10 37100 D MARVEL ENTERPRISES INC COM 57383M10 27 1964 SH SHARED 1964 D MARVEL ENTERPRISES INC COM 57383M10 1661 120200 SH SHARED 01 120200 D MARVEL ENTERPRISES INC COM 57383M10 135 9800 SH SHR/OTHR 01 9800 D MARVEL ENTERPRISES INC COM 57383M10 1706 123490 SH SHARED 02 123490 D MASCO CORP NOTE 7/2 574599AW 55888151051000 PRN SHARED 151051000 D MASCO CORP COM 57459910 53634 2880492 SH SHARED 1049438 1831054 D MASCO CORP COM 57459910 4014 215602 SH SHARED 01 209602 6000 D MASCO CORP COM 57459910 307 16500 SH SHR/OTHR 01 3800 12700 D MASCO CORP COM 57459910 3999 214784 SH SHARED 02 214784 D MASCO CORP COM 57459910 11544 620000 SH SHARED 04 620000 D MASCO CORP COM 57459910 382 20551 SH SHARED 05 20551 D MASCO CORP COM 57459910 75 4050 SH SHARED 06 4050 D MASCO CORP COM 57459910 5536 297344 SH SHR/OTHR 10 297344 D MASCO CORP COM 57459910 135 7300 SH SHARED 14 7300 D MASONITE INTL CORP COM 57538410 106 7660 SH SHARED 7660 D MASONITE INTL CORP COM 57538410 9 704 SH SHARED 01 704 D MASONITE INTL CORP COM 57538410 12 900 SH SHARED 02 900 D MASSBANK CORP READ MASS COM 57615210 6 242 SH SHARED 242 D MASSBANK CORP READ MASS COM 57615210 46 1700 SH SHARED 01 1700 D MASSBANK CORP READ MASS COM 57615210 63 2300 SH SHARED 02 2300 D MASSEY ENERGY CORP COM 57620610 197 20983 SH SHARED 19983 1000 D MASSEY ENERGY CORP COM 57620610 296 31571 SH SHARED 01 31571 D MASSEY ENERGY CORP COM 57620610 365 38835 SH SHARED 02 38835 D MASSEY ENERGY CORP COM 57620610 9 1000 SH SHARED 10 1000 D MASTEC INC COM 57632310 2 1318 SH SHARED 1318 D MASTEC INC COM 57632310 14 6500 SH SHARED 01 6500 D MASTEC INC COM 57632310 27 12200 SH SHARED 02 12200 D MATERIAL SCIENCES CORP COM 57667410 6 617 SH SHARED 617 D MATERIAL SCIENCES CORP COM 57667410 15 1500 SH SHARED 01 1500 D MATERIAL SCIENCES CORP COM 57667410 63 6337 SH SHARED 02 6337 D MATRIA HEALTHCARE INC COM NEW 57681720 30 3121 SH SHARED 3121 D MATRIA HEALTHCARE INC COM NEW 57681720 39 4000 SH SHARED 01 4000 D MATRIA HEALTHCARE INC COM NEW 57681720 40 4200 SH SHARED 02 4200 D MATRIXONE INC COM 57685P30 19 5837 SH SHARED 5837 D MATRIXONE INC COM 57685P30 76 22779 SH SHARED 01 22779 D MATRIXONE INC COM 57685P30 96 28500 SH SHARED 02 28500 D MATSUSHITA ELEC INDL ADR 57687920 381 44740 SH SHARED 8184 36556 D MATSUSHITA ELEC INDL ADR 57687920 11 1342 SH SHARED 01 1342 D MATSUSHITA ELEC INDL ADR 57687920 1 150 SH SHARED 02 150 D MATTEL INC COM 57708110 18524 823297 SH SHARED 819355 3942 D MATTEL INC COM 57708110 8987 399430 SH SHARED 01 396129 3301 D MATTEL INC COM 57708110 46 2087 SH SHR/OTHR 01 2087 D MATTEL INC COM 57708110 6470 287594 SH SHARED 02 287594 D MATTEL INC COM 57708110 93116 4138500 SH SHARED 04 4138500 D MATTEL INC COM 57708110 188 8363 SH SHARED 05 8363 D MATTEL INC COM 57708110 2199 97761 SH SHARED 06 97761 D MATTEL INC COM 57708110 9547 424314 SH SHR/OTHR 10 424314 D MATTEL INC COM 57708110 1156 51400 SH SHARED 14 51400 D MATTHEWS INTL CORP CL A 57712810 42 1820 SH SHARED 1820 D MATTHEWS INTL CORP CL A 57712810 302 13100 SH SHARED 01 13100 D MATTHEWS INTL CORP CL A 57712810 383 16600 SH SHARED 02 16600 D MATTSON TECHNOLOGY INC COM 57722310 4 2227 SH SHARED 2227 D MATTSON TECHNOLOGY INC COM 57722310 13 7483 SH SHARED 01 7483 D MATTSON TECHNOLOGY INC COM 57722310 23 12700 SH SHARED 02 12700 D MAUI LD & PINEAPPLE INC COM 57734510 1 65 SH SHARED 65 D MAUI LD & PINEAPPLE INC COM 57734510 5 300 SH SHARED 01 300 D MAUI LD & PINEAPPLE INC COM 57734510 35 1800 SH SHARED 02 1800 D MAXIM INTEGRATED PRODS INC COM 57772K10 44635 1235760 SH SHARED 1231660 1300 2800 D MAXIM INTEGRATED PRODS INC COM 57772K10 6432 178084 SH SHARED 01 174784 3300 D MAXIM INTEGRATED PRODS INC COM 57772K10 11689 323625 SH SHARED 02 323625 D MAXIM INTEGRATED PRODS INC COM 57772K10 3250 90000 SH SHARED 04 90000 D MAXIM INTEGRATED PRODS INC COM 57772K10 426 11799 SH SHARED 05 11799 D MAXIM INTEGRATED PRODS INC COM 57772K10 275 7620 SH SHARED 06 7620 D MAXIM INTEGRATED PRODS INC COM 57772K10 14466 400510 SH SHARED 10 400510 D MAXIM INTEGRATED PRODS INC COM 57772K10 12227 338531 SH SHR/OTHR 10 338531 D MAXIM INTEGRATED PRODS INC COM 57772K10 97 2700 SH SHARED 14 2700 D MAXIM PHARMACEUTICALS INC COM 57772M10 268 84600 SH SHARED 84600 D MAXIM PHARMACEUTICALS INC COM 57772M10 3 1000 SH SHR/OTHR 01 1000 D MAXTOR CORP COM NEW 57772920 274 48689 SH SHARED 48689 D MAXTOR CORP COM NEW 57772920 285 50699 SH SHARED 01 50699 D MAXTOR CORP COM NEW 57772920 683 121400 SH SHARED 02 121400 D MAXTOR CORP COM NEW 57772920 14 2500 SH SHARED 10 2500 D MAXWELL SHOE INC CL A 57776610 10 897 SH SHARED 897 D MAXWELL SHOE INC CL A 57776610 22 2000 SH SHARED 01 2000 D MAXWELL SHOE INC CL A 57776610 98 8800 SH SHARED 02 8800 D MAXWELL TECHNOLOGIES INC COM 57776710 30 4900 SH SHARED 01 4900 D MAXYGEN INC COM 57777610 21 2910 SH SHARED 2910 D MAXYGEN INC COM 57777610 85 11748 SH SHARED 01 11748 D MAXYGEN INC COM 57777610 126 17400 SH SHARED 02 17400 D MAXYGEN INC COM 57777610 9 1360 SH SHARED 10 1360 D MAY DEPT STORES CO COM 57777810 26835 1349184 SH SHARED 1202450 146734 D MAY DEPT STORES CO COM 57777810 89 4500 SH SHR/OTHR 4500 D MAY DEPT STORES CO COM 57777810 3970 199647 SH SHARED 01 190701 8946 D MAY DEPT STORES CO COM 57777810 411 20684 SH SHR/OTHR 01 11420 9264 D MAY DEPT STORES CO COM 57777810 3119 156861 SH SHARED 02 156861 D MAY DEPT STORES CO COM 57777810 28 1450 SH SHARED 05 1450 D MAY DEPT STORES CO COM 57777810 270 13588 SH SHARED 06 13588 D MAY DEPT STORES CO COM 57777810 914 46000 SH SHARED 10 23700 22300 D MAY DEPT STORES CO COM 57777810 3691 185571 SH SHR/OTHR 10 185571 D MAY DEPT STORES CO COM 57777810 49 2500 SH SHARED 14 2500 D MAVERICK TUBE CORP COM 57791410 124 6685 SH SHARED 6685 D MAVERICK TUBE CORP COM 57791410 1536 82583 SH SHARED 01 82583 D MAVERICK TUBE CORP COM 57791410 431 23200 SH SHARED 02 23200 D MAXIMUS INC COM 57793310 75 3572 SH SHARED 3572 D MAXIMUS INC COM 57793310 84 3961 SH SHARED 01 3961 D MAXIMUS INC COM 57793310 250 11811 SH SHARED 02 11811 D MAYORS JEWELERS INC DEL COM 57846210 14 58800 SH SHARED 58800 D MAYTAG CORP COM 57859210 182 9600 SH SHARED 9600 D MAYTAG CORP COM 57859210 2865 150552 SH SHARED 150552 D MAYTAG CORP COM 57859210 942 49529 SH SHARED 01 49129 400 D MAYTAG CORP COM 57859210 2429 127673 SH SHR/OTHR 01 127673 D MAYTAG CORP COM 57859210 10677 561086 SH SHARED 02 561086 D MAYTAG CORP COM 57859210 9 507 SH SHARED 05 507 D MAYTAG CORP COM 57859210 12 650 SH SHARED 06 650 D MAYTAG CORP COM 57859210 841 44222 SH SHR/OTHR 10 44222 D MCCLATCHY CO CL A 57948910 425 7948 SH SHARED 7948 D MCCLATCHY CO CL A 57948910 162 3037 SH SHARED 01 3037 D MCCLATCHY CO CL A 57948910 176 3296 SH SHARED 02 3296 D MCCORMICK & CO INC COM NON VTG 57978020 6267 259646 SH SHARED 259646 D MCCORMICK & CO INC COM NON VTG 57978020 330 13700 SH SHARED 01 13700 D MCCORMICK & CO INC COM NON VTG 57978020 1325 54893 SH SHARED 02 54893 D MCCORMICK & CO INC COM NON VTG 57978020 1904 78900 SH SHR/OTHR 10 78900 D MCDATA CORP CL B 58003110 378 43548 SH SHARED 43548 D MCDATA CORP CL B 58003110 37 4347 SH SHARED 01 4347 D MCDATA CORP CL B 58003110 4 573 SH SHARED 02 573 D MCDATA CORP CL A 58003120 779 90704 SH SHARED 90477 227 D MCDATA CORP CL A 58003120 0 93 SH SHR/OTHR 93 D MCDATA CORP CL A 58003120 535 62287 SH SHARED 01 61818 469 D MCDATA CORP CL A 58003120 12 1464 SH SHR/OTHR 01 373 1091 D MCDATA CORP CL A 58003120 824 96009 SH SHARED 02 96009 D MCDATA CORP CL A 58003120 107 12500 SH SHARED 06 12500 D MCDATA CORP CL A 58003120 12 1500 SH SHARED 10 1500 D MCDERMOTT INTL INC COM 58003710 464 160259 SH SHARED 160259 D MCDERMOTT INTL INC COM 58003710 7 2653 SH SHARED 01 2653 D MCDERMOTT INTL INC COM 58003710 67 23153 SH SHARED 02 23153 D MCDERMOTT INTL INC COM 58003710 161 55750 SH SHR/OTHR 10 55750 D MCDONALDS CORP COM 58013510 1 100 SH SHARED 100 D MCDONALDS CORP COM 58013510 100476 6948583 SH SHARED 5624188 1324395 D MCDONALDS CORP COM 58013510 1317 91112 SH SHR/OTHR 91112 D MCDONALDS CORP COM 58013510 8873 613664 SH SHARED 01 601358 12306 D MCDONALDS CORP COM 58013510 2946 203782 SH SHR/OTHR 01 166957 36825 D MCDONALDS CORP COM 58013510 7592 525077 SH SHARED 02 525077 D MCDONALDS CORP COM 58013510 4595 317800 SH SHARED 03 278600 39200 D MCDONALDS CORP COM 58013510 4627 320000 SH SHARED 04 320000 D MCDONALDS CORP COM 58013510 476 32946 SH SHARED 05 32946 D MCDONALDS CORP COM 58013510 1255 86800 SH SHARED 06 86800 D MCDONALDS CORP COM 58013510 7992 552700 SH SHARED 10 392700 160000 D MCDONALDS CORP COM 58013510 11173 772727 SH SHR/OTHR 10 772727 D MCDONALDS CORP COM 58013510 147 10200 SH SHARED 14 10200 D MCG CAPITAL CORP COM 58047P10 12 1206 SH SHARED 1206 D MCG CAPITAL CORP COM 58047P10 55 5600 SH SHARED 01 5600 D MCG CAPITAL CORP COM 58047P10 135 13600 SH SHARED 02 13600 D MCGRATH RENTCORP COM 58058910 84 3742 SH SHARED 3742 D MCGRATH RENTCORP COM 58058910 126 5600 SH SHARED 01 5600 D MCGRATH RENTCORP COM 58058910 126 5600 SH SHARED 02 5600 D MCGRAW HILL COS INC COM 58064510 102776 1848829 SH SHARED 1074247 3200 771382 D MCGRAW HILL COS INC COM 58064510 4399 79141 SH SHR/OTHR 79141 D MCGRAW HILL COS INC COM 58064510 115019 2069066 SH SHARED 01 1333460 875 734731 D MCGRAW HILL COS INC COM 58064510 129745 2333964 SH SHR/OTHR 01 2215405 118559 D MCGRAW HILL COS INC COM 58064510 5816 104638 SH SHARED 02 104638 D MCGRAW HILL COS INC COM 58064510 9917 178400 SH SHARED 04 178400 D MCGRAW HILL COS INC COM 58064510 31929 574378 SH SHARED 05 574378 D MCGRAW HILL COS INC COM 58064510 3558 64005 SH SHARED 06 64005 D MCGRAW HILL COS INC COM 58064510 2051 36900 SH SHARED 07 36900 D MCGRAW HILL COS INC COM 58064510 961 17300 SH SHARED 09 17300 D MCGRAW HILL COS INC COM 58064510 52556 945430 SH SHARED 10 19300 896100 30030 D MCGRAW HILL COS INC COM 58064510 15653 281587 SH SHR/OTHR 10 281587 D MCGRAW HILL COS INC COM 58064510 1454 26163 SH SHARED 14 26163 D MCKESSON CORP COM 58155Q10 31361 1257984 SH SHARED 625413 30700 601871 D MCKESSON CORP COM 58155Q10 3338 133916 SH SHARED 01 132516 1400 D MCKESSON CORP COM 58155Q10 19 800 SH SHR/OTHR 01 800 D MCKESSON CORP COM 58155Q10 4165 167098 SH SHARED 02 167098 D MCKESSON CORP COM 58155Q10 9722 390000 SH SHARED 04 390000 D MCKESSON CORP COM 58155Q10 11854 475503 SH SHARED 05 475503 D MCKESSON CORP COM 58155Q10 59 2400 SH SHARED 06 2400 D MCKESSON CORP COM 58155Q10 1255 50362 SH SHARED 07 50362 D MCKESSON CORP COM 58155Q10 619 24844 SH SHARED 09 24844 D MCKESSON CORP COM 58155Q10 25480 1022100 SH SHARED 10 162100 860000 D MCKESSON CORP COM 58155Q10 7375 295865 SH SHR/OTHR 10 295865 D MCKESSON CORP COM 58155Q10 393 15800 SH SHARED 14 15800 D MCLEODUSA INC CL A 58226670 459 836207 SH SHARED 836207 D MCLEODUSA INC CL A 58226670 0 1 SH SHARED 01 1 D MCMORAN EXPLORATION CO COM 58241110 24 2087 SH SHARED 02 2087 D MEADE INSTRUMENTS CORP COM 58306210 0 193 SH SHARED 02 193 D MEADOWBROOK INS GROUP INC COM 58319P10 28 11500 SH SHARED 11500 D MEADWESTVACO CORP COM 58333410 9086 398887 SH SHARED 395682 3205 D MEADWESTVACO CORP COM 58333410 2491 109386 SH SHARED 01 109386 D MEADWESTVACO CORP COM 58333410 45 2000 SH SHR/OTHR 01 2000 D MEADWESTVACO CORP COM 58333410 10898 478423 SH SHARED 02 478423 D MEADWESTVACO CORP COM 58333410 569 25000 SH SHARED 04 25000 D MEADWESTVACO CORP COM 58333410 108 4755 SH SHARED 05 4755 D MEADWESTVACO CORP COM 58333410 39 1750 SH SHARED 06 1750 D MEADWESTVACO CORP COM 58333410 3046 133750 SH SHR/OTHR 10 133750 D MEADWESTVACO CORP COM 58333410 41 1800 SH SHARED 14 1800 D MEASUREMENT SPECIALTIES INC COM 58342110 28 10000 SH SHARED 01 10000 D MEDAREX INC NOTE 4.500% 7/0 583916AA 5890 8650000 PRN SHARED 8650000 D MEDAREX INC NOTE 4.500% 7/0 583916AA 561 825000 PRN SHARED 02 825000 D MEDAREX INC COM 58391610 90 27923 SH SHARED 27923 D MEDAREX INC COM 58391610 54 16997 SH SHARED 01 16997 D MEDAREX INC COM 58391610 143 44400 SH SHARED 02 44400 D MEDAREX INC COM 58391610 2092 647900 SH SHARED 04 647900 D MEDAREX INC COM 58391610 4 1300 SH SHARED 10 1300 D MEDAREX INC COM 58391610 20 6300 SH SHR/OTHR 10 6300 D MEDAREX INC COM 58391610 26 8133 SH SHARED 14 8133 D MED-DESIGN CORP COM 58392610 1 564 SH SHARED 564 D MED-DESIGN CORP COM 58392610 13 4332 SH SHARED 01 4332 D MED-DESIGN CORP COM 58392610 16 5200 SH SHARED 02 5200 D MEDALLION FINL CORP COM 58392810 2022 499350 SH SHARED 499350 D MEDCATH CORP COM 58404W10 1 271 SH SHARED 271 D MEDCATH CORP COM 58404W10 21 4084 SH SHARED 02 4084 D MEDIA ARTS GROUP INC COM 58439C10 8 3000 SH SHARED 3000 D MEDIA GEN INC CL A 58440410 239 4873 SH SHARED 4873 D MEDIA GEN INC CL A 58440410 509 10338 SH SHARED 01 10338 D MEDIA GEN INC CL A 58440410 396 8060 SH SHARED 02 8060 D MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA 2766 3000000 PRN SHARED 3000000 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 1641 186525 SH SHARED 186525 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 177 20151 SH SHARED 01 20151 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 309 35200 SH SHARED 02 35200 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 10 1200 SH SHARED 10 1200 D MEDICAL ACTION INDS INC COM 58449L10 5 481 SH SHARED 481 D MEDICAL ACTION INDS INC COM 58449L10 13 1231 SH SHARED 02 1231 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 2248 212101 SH SHARED 115801 96300 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 12 1200 SH SHARED 01 1200 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 118 11200 SH SHARED 02 11200 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 899 84900 SH SHARED 05 84900 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 1359 128300 SH SHR/OTHR 10 128300 D MEDICINES CO COM 58468810 204 10966 SH SHARED 10966 D MEDICINES CO COM 58468810 229 12318 SH SHARED 01 12318 D MEDICINES CO COM 58468810 270 14500 SH SHARED 02 14500 D MEDICINES CO COM 58468810 31805 1706300 SH SHARED 04 1706300 D MEDICINES CO COM 58468810 93 5000 SH SHR/OTHR 10 5000 D MEDICINES CO COM 58468810 367 19700 SH SHARED 14 19700 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 38 700 SH SHARED 700 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 203 3664 SH SHARED 01 3664 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 248 4464 SH SHARED 02 4464 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 722 12990 SH SHR/OTHR 10 12990 D MEDIMMUNE INC COM 58469910 22381 681748 SH SHARED 630448 10300 41000 D MEDIMMUNE INC COM 58469910 4278 130333 SH SHARED 01 108796 21537 D MEDIMMUNE INC COM 58469910 72 2198 SH SHR/OTHR 01 2198 D MEDIMMUNE INC COM 58469910 4332 131953 SH SHARED 02 131953 D MEDIMMUNE INC COM 58469910 70137 2136395 SH SHARED 04 2136395 D MEDIMMUNE INC COM 58469910 262 8002 SH SHARED 05 8002 D MEDIMMUNE INC COM 58469910 462 14100 SH SHARED 06 14100 D MEDIMMUNE INC COM 58469910 14970 456000 SH SHARED 10 317200 130800 8000 D MEDIMMUNE INC COM 58469910 17629 536985 SH SHR/OTHR 10 536985 D MEDIMMUNE INC COM 58469910 814 24800 SH SHARED 14 24800 D MEDQUIST INC COM 58494910 30 1778 SH SHARED 1778 D MEDQUIST INC COM 58494910 87 5138 SH SHARED 01 5138 D MEDQUIST INC COM 58494910 136 8002 SH SHARED 02 8002 D MEDIS TECHNOLOGIES LTD COM 58500P10 2 570 SH SHARED 570 D MEDIS TECHNOLOGIES LTD COM 58500P10 37 7231 SH SHARED 01 7231 D MEDIS TECHNOLOGIES LTD COM 58500P10 33 6600 SH SHARED 02 6600 D MEDSOURCE TECHNOLOGIES INC COM 58505Y10 0 548 SH SHARED 548 D MEDSOURCE TECHNOLOGIES INC COM 58505Y10 9 5100 SH SHARED 02 5100 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 222965213978000 PRN SHARED 213978000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 6 6250 PRN SHARED 01 6250 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 14539 13953000 PRN SHARED 02 13953000 D MEDTRONIC INC COM 58505510 186728 4138483 SH SHARED 3154988 14300 969195 D MEDTRONIC INC COM 58505510 1942 43050 SH SHR/OTHR 43050 D MEDTRONIC INC COM 58505510 55823 1237226 SH SHARED 01 789690 300 447236 D MEDTRONIC INC COM 58505510 12314 272918 SH SHR/OTHR 01 147706 125212 D MEDTRONIC INC COM 58505510 27219 603279 SH SHARED 02 603279 D MEDTRONIC INC COM 58505510 26216 581050 SH SHARED 03 457300 123750 D MEDTRONIC INC COM 58505510 177127 3925700 SH SHARED 04 3925700 D MEDTRONIC INC COM 58505510 17470 387208 SH SHARED 05 387208 D MEDTRONIC INC COM 58505510 8943 198224 SH SHARED 06 198224 D MEDTRONIC INC COM 58505510 8629 191264 SH SHARED 07 191264 D MEDTRONIC INC COM 58505510 8331 184663 SH SHARED 08 184663 D MEDTRONIC INC COM 58505510 102519 2272157 SH SHARED 10 1078603 1193554 D MEDTRONIC INC COM 58505510 41520 920214 SH SHR/OTHR 10 920214 D MEDTRONIC INC COM 58505510 1770 39230 SH SHARED 14 39230 D MELLON FINL CORP COM 58551A10 38779 1824069 SH SHARED 1461091 362978 D MELLON FINL CORP COM 58551A10 722 34000 SH SHR/OTHR 34000 D MELLON FINL CORP COM 58551A10 15500 729106 SH SHARED 01 636468 92638 D MELLON FINL CORP COM 58551A10 9441 444077 SH SHR/OTHR 01 263667 180410 D MELLON FINL CORP COM 58551A10 4544 213739 SH SHARED 02 213739 D MELLON FINL CORP COM 58551A10 1345 63300 SH SHARED 03 44400 18900 D MELLON FINL CORP COM 58551A10 247 11657 SH SHARED 05 11657 D MELLON FINL CORP COM 58551A10 182 8600 SH SHARED 06 8600 D MELLON FINL CORP COM 58551A10 28518 1341400 SH SHARED 10 1341400 D MELLON FINL CORP COM 58551A10 5617 264215 SH SHR/OTHR 10 264215 D MELLON FINL CORP COM 58551A10 803 37800 SH SHARED 14 37800 D MEMBERWORKS INC COM 58600210 3058 147700 SH SHARED 147700 D MEMBERWORKS INC COM 58600210 55 2686 SH SHARED 2686 D MEMBERWORKS INC COM 58600210 65 3149 SH SHARED 01 3149 D MEMBERWORKS INC COM 58600210 110 5324 SH SHARED 02 5324 D MENS WEARHOUSE INC COM 58711810 596 39887 SH SHARED 39887 D MENS WEARHOUSE INC COM 58711810 1226 81953 SH SHARED 01 81953 D MENS WEARHOUSE INC COM 58711810 266 17799 SH SHARED 02 17799 D MENTOR CORP MINN COM 58718810 79 4627 SH SHARED 4627 D MENTOR CORP MINN COM 58718810 1384 80890 SH SHARED 01 80890 D MENTOR CORP MINN COM 58718810 417 24360 SH SHARED 02 24360 D MENTOR CORP MINN COM 58718810 30 1800 SH SHARED 10 1800 D MENTOR GRAPHICS CORP COM 58720010 20 2300 SH SHARED 2300 D MENTOR GRAPHICS CORP COM 58720010 1051 117647 SH SHARED 117647 D MENTOR GRAPHICS CORP COM 58720010 370 41489 SH SHARED 01 41489 D MENTOR GRAPHICS CORP COM 58720010 553 61874 SH SHARED 02 61874 D MENTOR GRAPHICS CORP COM 58720010 17 2000 SH SHARED 10 2000 D MERCANTILE BANK CORP COM 58737610 16 690 SH SHARED 02 690 D MERCANTILE BANK CORP COM 58737610 163 6862 SH SHR/OTHR 10 6862 D MERCANTILE BANKSHARES CORP COM 58740510 3372 99376 SH SHARED 93579 5797 D MERCANTILE BANKSHARES CORP COM 58740510 1111 32745 SH SHARED 01 32745 D MERCANTILE BANKSHARES CORP COM 58740510 1154 34015 SH SHARED 02 34015 D MERCHANTS BANCSHARES COM 58844810 6 258 SH SHARED 258 D MERCHANTS BANCSHARES COM 58844810 58 2400 SH SHARED 02 2400 D MERCK & CO INC COM 58933110 891 16276 SH SHARED 9700 6576 D MERCK & CO INC COM 58933110 672283 12272422 SH SHARED 8991761 4300 3276361 D MERCK & CO INC COM 58933110 94065 1717146 SH SHR/OTHR 1717146 D MERCK & CO INC COM 58933110 180225 3289993 SH SHARED 01 3038978 600 250415 D MERCK & CO INC COM 58933110 80725 1473626 SH SHR/OTHR 01 598992 874634 D MERCK & CO INC COM 58933110 53232 971756 SH SHARED 02 971756 D MERCK & CO INC COM 58933110 21101 385200 SH SHARED 03 344300 40900 D MERCK & CO INC COM 58933110 35113 641000 SH SHARED 04 641000 D MERCK & CO INC COM 58933110 33307 608023 SH SHARED 05 608023 D MERCK & CO INC COM 58933110 2582 47135 SH SHARED 06 47135 D MERCK & CO INC COM 58933110 3902 71231 SH SHARED 07 71231 D MERCK & CO INC COM 58933110 1342 24500 SH SHARED 09 24500 D MERCK & CO INC COM 58933110 107587 1964000 SH SHARED 10 600900 1291100 72000 D MERCK & CO INC COM 58933110 278718 5087964 SH SHR/OTHR 10 5087964 D MERCK & CO INC COM 58933110 1010 18452 SH SHARED 14 18452 D MERCURY COMPUTER SYS COM 58937810 13849 509174 SH SHARED 322474 186700 D MERCURY COMPUTER SYS COM 58937810 1816 66787 SH SHARED 01 66787 D MERCURY COMPUTER SYS COM 58937810 878 32306 SH SHARED 02 32306 D MERCURY COMPUTER SYS COM 58937810 924 34000 SH SHARED 10 34000 D MERCURY COMPUTER SYS COM 58937810 4060 149300 SH SHR/OTHR 10 149300 D MERCURY GENL CORP NEW COM 58940010 126 3343 SH SHARED 3343 D MERCURY GENL CORP NEW COM 58940010 129 3400 SH SHARED 01 3400 D MERCURY GENL CORP NEW COM 58940010 263 6942 SH SHARED 02 6942 D MERCURY INTERACTIVE CORP COM 58940510 12382 417206 SH SHARED 415806 1400 D MERCURY INTERACTIVE CORP COM 58940510 3313 111640 SH SHARED 01 110940 700 D MERCURY INTERACTIVE CORP COM 58940510 2689 90626 SH SHARED 02 90626 D MERCURY INTERACTIVE CORP COM 58940510 742 25000 SH SHARED 04 25000 D MERCURY INTERACTIVE CORP COM 58940510 54 1847 SH SHARED 05 1847 D MERCURY INTERACTIVE CORP COM 58940510 22 750 SH SHARED 06 750 D MERCURY INTERACTIVE CORP COM 58940510 937 31600 SH SHARED 10 31600 D MERCURY INTERACTIVE CORP COM 58940510 18852 635203 SH SHR/OTHR 10 635203 D MEREDITH CORP COM 58943310 3680 96394 SH SHARED 95867 527 D MEREDITH CORP COM 58943310 1007 26399 SH SHARED 01 16399 10000 D MEREDITH CORP COM 58943310 802 21031 SH SHARED 02 21031 D MEREDITH CORP COM 58943310 1075 28168 SH SHR/OTHR 10 28168 D MERIDIAN BIOSCIENCE INC COM 58958410 7 1000 SH SHR/OTHR 01 1000 D MERIDIAN BIOSCIENCE INC COM 58958410 14 1871 SH SHARED 02 1871 D MERIDIAN RESOURCE CORP COM 58977Q10 8 7164 SH SHARED 7164 D MERIDIAN RESOURCE CORP COM 58977Q10 13 11756 SH SHARED 01 11756 D MERIDIAN RESOURCE CORP COM 58977Q10 22 19835 SH SHARED 02 19835 D MERISTAR HOSPITALITY CORP COM 58984Y10 732 214731 SH SHARED 214731 D MERISTAR HOSPITALITY CORP COM 58984Y10 75 22148 SH SHARED 01 22148 D MERISTAR HOSPITALITY CORP COM 58984Y10 86 25500 SH SHARED 02 25500 D MERIT MED SYS INC COM 58988910 15 832 SH SHARED 832 D MERIT MED SYS INC COM 58988910 3035 159360 SH SHARED 01 159360 D MERIT MED SYS INC COM 58988910 133 7000 SH SHARED 02 7000 D MERIDIAN GOLD INC COM 58997510 578 61193 SH SHARED 61193 D MERIDIAN GOLD INC COM 58997510 126 13400 SH SHARED 01 13400 D MERIDIAN GOLD INC COM 58997510 3 320 SH SHARED 02 320 D MERITAGE CORP COM 59001A10 637 19008 SH SHARED 19008 D MERITAGE CORP COM 59001A10 150 4483 SH SHARED 01 4483 D MERITAGE CORP COM 59001A10 194 5800 SH SHARED 02 5800 D MERITAGE CORP COM 59001A10 27 820 SH SHARED 10 820 D MERIX CORP COM 59004910 5 1387 SH SHARED 1387 D MERIX CORP COM 59004910 16 4049 SH SHARED 01 4049 D MERIX CORP COM 59004910 32 8200 SH SHARED 02 8200 D MERIX CORP COM 59004910 0 200 SH SHARED 10 200 D MERRILL LYNCH & CO INC NOTE 5/2 590188A6 101025190256000 PRN SHARED 190256000 D MERRILL LYNCH & CO INC NOTE 5/2 590188A6 823 1550000 PRN SHARED 02 1550000 D MERRILL LYNCH & CO INC FRNT 3/1 590188A7 106656109616000 PRN SHARED 109616000 D MERRILL LYNCH & CO INC FRNT 3/1 590188A7 2237 2300000 PRN SHARED 02 2300000 D MERRILL LYNCH & CO INC COM 59018810 141168 3987799 SH SHARED 3735343 252456 D MERRILL LYNCH & CO INC COM 59018810 17576 496504 SH SHARED 01 489179 7325 D MERRILL LYNCH & CO INC COM 59018810 53 1500 SH SHR/OTHR 01 700 800 D MERRILL LYNCH & CO INC COM 59018810 14238 402221 SH SHARED 02 402221 D MERRILL LYNCH & CO INC COM 59018810 12460 352000 SH SHARED 03 327600 24400 D MERRILL LYNCH & CO INC COM 59018810 8142 230000 SH SHARED 04 230000 D MERRILL LYNCH & CO INC COM 59018810 1721 48636 SH SHARED 05 48636 D MERRILL LYNCH & CO INC COM 59018810 1593 45002 SH SHARED 06 45002 D MERRILL LYNCH & CO INC COM 59018810 32589 920600 SH SHARED 10 300 920300 D MERRILL LYNCH & CO INC COM 59018810 27206 768544 SH SHR/OTHR 10 768544 D MERRILL LYNCH & CO INC COM 59018810 244 6900 SH SHARED 14 6900 D MERRY LAND PROPERTIES INC COM 59044110 4 350 SH SHARED 350 D MESA AIR GROUP INC COM 59047910 9 1868 SH SHARED 1868 D MESA AIR GROUP INC COM 59047910 70 14100 SH SHARED 01 14100 D MESA AIR GROUP INC COM 59047910 94 19017 SH SHARED 02 19017 D MESABA HLDGS INC COM 59066B10 3 560 SH SHARED 560 D MESABA HLDGS INC COM 59066B10 43 7812 SH SHARED 01 7812 D MESABA HLDGS INC COM 59066B10 34 6248 SH SHARED 02 6248 D MESTEK INC COM 59082910 1 73 SH SHARED 73 D MESTEK INC COM 59082910 7 400 SH SHARED 01 400 D MESTEK INC COM 59082910 32 1800 SH SHARED 02 1800 D METASOLV INC COM 59139P10 2 1900 SH SHARED 1900 D METASOLV INC COM 59139P10 14 10100 SH SHARED 01 9100 1000 D METASOLV INC COM 59139P10 24 17600 SH SHARED 02 17600 D METHANEX CORP COM 59151K10 25 2795 SH SHARED 2795 D METHANEX CORP COM 59151K10 86 9328 SH SHARED 01 9328 D METHANEX CORP COM 59151K10 159 17215 SH SHARED 02 17215 D METHANEX CORP COM 59151K10 205 22200 SH SHARED 04 22200 D METHODE ELECTRS INC CL A 59152020 115 14254 SH SHARED 14254 D METHODE ELECTRS INC CL A 59152020 132 16328 SH SHARED 01 16328 D METHODE ELECTRS INC CL A 59152020 175 21653 SH SHARED 02 21653 D METLIFE INC COM 59156R10 65094 2467574 SH SHARED 1344765 15200 1107609 D METLIFE INC COM 59156R10 7858 297899 SH SHARED 01 294429 3470 D METLIFE INC COM 59156R10 7223 273839 SH SHARED 02 273839 D METLIFE INC COM 59156R10 1055 40000 SH SHARED 04 40000 D METLIFE INC COM 59156R10 34993 1326499 SH SHARED 05 1326499 D METLIFE INC COM 59156R10 1872 71000 SH SHARED 06 71000 D METLIFE INC COM 59156R10 2558 97000 SH SHARED 07 97000 D METLIFE INC COM 59156R10 1210 45900 SH SHARED 09 45900 D METLIFE INC COM 59156R10 43073 1632800 SH SHARED 10 43500 1589300 D METLIFE INC COM 59156R10 11515 436529 SH SHR/OTHR 10 436529 D METLIFE INC COM 59156R10 158 6000 SH SHARED 14 6000 D METRIS COS INC COM 59159810 182 77600 SH SHARED 77600 D METRIS COS INC COM 59159810 29 12522 SH SHARED 01 12522 D METRIS COS INC COM 59159810 57 24300 SH SHARED 02 24300 D METRIS COS INC COM 59159810 1722 733145 SH SHR/OTHR 10 733145 D METRO GOLDWYN MAYER INC COM 59161010 491 46792 SH SHARED 46792 D METRO GOLDWYN MAYER INC COM 59161010 61 5871 SH SHARED 01 5871 D METRO GOLDWYN MAYER INC COM 59161010 610 58138 SH SHARED 02 58138 D METRO GOLDWYN MAYER INC COM 59161010 864 82300 SH SHR/OTHR 10 82300 D METRO ONE TELECOMMUNICATIONS COM 59163F10 4 862 SH SHARED 862 D METRO ONE TELECOMMUNICATIONS COM 59163F10 40 8200 SH SHARED 01 8200 D METRO ONE TELECOMMUNICATIONS COM 59163F10 71 14406 SH SHARED 02 14406 D METRO ONE TELECOMMUNICATIONS COM 59163F10 10 2170 SH SHARED 10 2170 D METROCORP BANCSHARES INC COM 59165010 26 2000 SH SHARED 2000 D METTLER TOLEDO INTERNATIONAL COM 59268810 350 11749 SH SHARED 6633 5116 D METTLER TOLEDO INTERNATIONAL COM 59268810 127 4267 SH SHARED 01 4267 D METTLER TOLEDO INTERNATIONAL COM 59268810 425 14273 SH SHARED 02 14273 D MEXICO EQUITY & INCOME FD COM 59283410 1904 263350 SH SHARED 263350 D MEXICO FD INC COM 59283510 476 43100 SH SHARED 43100 D MEXICO FD INC COM 59283510 7 685 SH SHR/OTHR 685 D MICHAELS STORES INC COM 59408710 641 25659 SH SHARED 25659 D MICHAELS STORES INC COM 59408710 540 21610 SH SHARED 01 21610 D MICHAELS STORES INC COM 59408710 933 37335 SH SHARED 02 37335 D MICREL INC COM 59479310 166 18122 SH SHARED 18122 D MICREL INC COM 59479310 211 23000 SH SHARED 01 23000 D MICREL INC COM 59479310 224 24385 SH SHARED 02 24385 D MICROS SYS INC COM 59490110 26 1141 SH SHARED 1141 D MICROS SYS INC COM 59490110 194 8254 SH SHARED 01 8254 D MICROS SYS INC COM 59490110 241 10269 SH SHARED 02 10269 D MICROSOFT CORP COM 59491810 557 23040 SH SHARED 10770 12270 D MICROSOFT CORP COM 59491810 904495 37360425 SH SHARED 25973004 63660 11323761 D MICROSOFT CORP COM 59491810 19539 807076 SH SHR/OTHR 807076 D MICROSOFT CORP COM 59491810 252800 10441988 SH SHARED 01 8869188 1572800 D MICROSOFT CORP COM 59491810 29269 1208977 SH SHR/OTHR 01 543441 665536 D MICROSOFT CORP COM 59491810 132972 5492467 SH SHARED 02 5492467 D MICROSOFT CORP COM 59491810 54944 2269500 SH SHARED 03 1803500 466000 D MICROSOFT CORP COM 59491810 239073 9875000 SH SHARED 04 9875000 D MICROSOFT CORP COM 59491810 204510 8447352 SH SHARED 05 8447352 D MICROSOFT CORP COM 59491810 30659 1266398 SH SHARED 06 1266398 D MICROSOFT CORP COM 59491810 30368 1254372 SH SHARED 07 1254372 D MICROSOFT CORP COM 59491810 16558 683942 SH SHARED 08 683942 D MICROSOFT CORP COM 59491810 5255 217100 SH SHARED 09 217100 D MICROSOFT CORP COM 59491810 511230 21116506 SH SHARED 10 8748826 12072200 295480 D MICROSOFT CORP COM 59491810 202609 8368840 SH SHR/OTHR 10 8368840 D MICROSOFT CORP COM 59491810 9827 405907 SH SHARED 14 405907 D MICROVISION INC WASH COM 59496010 1 363 SH SHARED 363 D MICROVISION INC WASH COM 59496010 35 7532 SH SHARED 01 32 7500 D MICROSTRATEGY INC NOTE 7.500% 6/2 594972AA 0 18 PRN SHARED 18 D MICROSTRATEGY INC *W EXP 06/24/200 59497211 0 463 SH SHARED 01 463 D MICROSTRATEGY INC CL A NEW 59497240 397 16489 SH SHARED 16489 D MICROSTRATEGY INC CL A NEW 59497240 0 37 SH SHARED 01 37 D MICROSTRATEGY INC CL A NEW 59497240 88 3654 SH SHARED 02 3654 D MICROCHIP TECHNOLOGY INC COM 59501710 2677 134551 SH SHARED 134551 D MICROCHIP TECHNOLOGY INC COM 59501710 1751 88016 SH SHARED 01 88016 D MICROCHIP TECHNOLOGY INC COM 59501710 2677 134531 SH SHARED 02 134531 D MICROCHIP TECHNOLOGY INC COM 59501710 1990 100000 SH SHARED 04 100000 D MICROCHIP TECHNOLOGY INC COM 59501710 33 1700 SH SHARED 05 1700 D MICROCHIP TECHNOLOGY INC COM 59501710 17223 865500 SH SHARED 10 674950 190550 D MICROCHIP TECHNOLOGY INC COM 59501710 7744 389150 SH SHR/OTHR 10 389150 D MICROMUSE INC COM 59509410 1315 252952 SH SHARED 252952 D MICROMUSE INC COM 59509410 228 43974 SH SHARED 01 43974 D MICROMUSE INC COM 59509410 264 50806 SH SHARED 02 50806 D MICRON TECHNOLOGY INC COM 59511210 15502 1904516 SH SHARED 1859249 5450 39817 D MICRON TECHNOLOGY INC COM 59511210 1758 216015 SH SHARED 01 212815 3200 D MICRON TECHNOLOGY INC COM 59511210 11061 1358962 SH SHARED 02 1358962 D MICRON TECHNOLOGY INC COM 59511210 2455 301620 SH SHARED 03 257820 43800 D MICRON TECHNOLOGY INC COM 59511210 136 16716 SH SHARED 05 16716 D MICRON TECHNOLOGY INC COM 59511210 39 4800 SH SHARED 06 4800 D MICRON TECHNOLOGY INC COM 59511210 7029 863600 SH SHARED 10 818600 45000 D MICRON TECHNOLOGY INC COM 59511210 3599 442231 SH SHR/OTHR 10 442231 D MICRON TECHNOLOGY INC COM 59511210 280 34466 SH SHARED 14 34466 D MICROSEMI CORP COM 59513710 710 64852 SH SHARED 64852 D MICROSEMI CORP COM 59513710 188 17177 SH SHARED 01 13877 3300 D MICROSEMI CORP COM 59513710 56 5176 SH SHR/OTHR 01 5176 D MICROSEMI CORP COM 59513710 742 67798 SH SHARED 02 67798 D MICROSEMI CORP COM 59513710 1204 110000 SH SHARED 04 110000 D MICROSEMI CORP COM 59513710 21 2000 SH SHARED 10 2000 D MICROTUNE INC DEL COM 59514P10 4086 1936584 SH SHARED 1936584 D MICROTUNE INC DEL COM 59514P10 144 68417 SH SHARED 01 45417 23000 D MICROTUNE INC DEL COM 59514P10 51 24600 SH SHARED 02 24600 D MID-AMER APT CMNTYS INC COM 59522J10 85 3588 SH SHARED 3588 D MID-AMER APT CMNTYS INC COM 59522J10 132 5600 SH SHARED 01 5600 D MID-AMER APT CMNTYS INC COM 59522J10 201 8500 SH SHARED 02 8500 D MID ATLANTIC MED SVCS INC COM 59523C10 121 3000 SH SHARED 3000 D MID ATLANTIC MED SVCS INC COM 59523C10 9030 222710 SH SHARED 158410 64300 D MID ATLANTIC MED SVCS INC COM 59523C10 2045 50440 SH SHARED 01 50440 D MID ATLANTIC MED SVCS INC COM 59523C10 214 5286 SH SHARED 02 5286 D MID ATLANTIC MED SVCS INC COM 59523C10 145 3600 SH SHARED 05 3600 D MID ATLANTIC MED SVCS INC COM 59523C10 19 488 SH SHARED 06 488 D MID ATLANTIC MED SVCS INC COM 59523C10 5593 137950 SH SHR/OTHR 10 137950 D MID ATLANTIC MED SVCS INC COM 59523C10 48 1200 SH SHARED 12 1200 D MID-ATLANTIC RLTY TR SH BEN INT 59523210 50 2788 SH SHARED 2788 D MID-ATLANTIC RLTY TR SH BEN INT 59523210 71 3900 SH SHARED 01 3900 D MID-ATLANTIC RLTY TR SH BEN INT 59523210 227 12500 SH SHARED 02 12500 D MID-STATE BANCSHARES COM 59544010 26 1562 SH SHARED 1562 D MID-STATE BANCSHARES COM 59544010 145 8700 SH SHARED 01 8700 D MID-STATE BANCSHARES COM 59544010 246 14759 SH SHARED 02 14759 D MIDAS GROUP INC COM 59562610 1 198 SH SHARED 198 D MIDAS GROUP INC COM 59562610 37 5116 SH SHARED 01 5116 D MIDAS GROUP INC COM 59562610 25 3546 SH SHARED 02 3546 D MIDCAP SPDR TR UNIT SER 1 59563510 11479 153784 SH SHARED 145476 8308 D MIDCAP SPDR TR UNIT SER 1 59563510 845 11321 SH SHARED 01 10322 999 D MIDCAP SPDR TR UNIT SER 1 59563510 2209 29600 SH SHARED 02 29600 D MIDDLEBURG FINANCIAL CORP COM 59609410 144 3200 SH SHARED 3200 D MIDDLEBURG FINANCIAL CORP COM 59609410 991 22000 SH SHR/OTHR 22000 D MIDDLEBY CORP COM 59627810 12 1152 SH SHARED 02 1152 D MIDDLESEX WATER CO COM 59668010 8 388 SH SHARED 388 D MIDDLESEX WATER CO COM 59668010 35 1600 SH SHARED 01 1600 D MIDDLESEX WATER CO COM 59668010 101 4600 SH SHARED 02 4600 D MIDLAND CO COM 59748610 7 402 SH SHARED 402 D MIDLAND CO COM 59748610 331 18500 SH SHARED 01 18500 D MIDLAND CO COM 59748610 84 4700 SH SHARED 02 4700 D MIDLAND CO COM 59748610 44 2460 SH SHARED 10 2460 D MIDWEST EXPRESS HLDGS INC COM 59791110 28 22008 SH SHARED 22008 D MIDWEST EXPRESS HLDGS INC COM 59791110 9 7010 SH SHARED 01 7010 D MIDWEST EXPRESS HLDGS INC COM 59791110 10 8051 SH SHARED 02 8051 D MIDWAY GAMES INC COM 59814810 29 8835 SH SHARED 8835 D MIDWAY GAMES INC COM 59814810 57 17386 SH SHARED 01 17386 D MIDWAY GAMES INC COM 59814810 66 19954 SH SHARED 02 19954 D MIDWEST BANC HOLDINGS INC COM 59825110 11 619 SH SHARED 619 D MIDWEST BANC HOLDINGS INC COM 59825110 34 1900 SH SHARED 01 1900 D MIDWEST BANC HOLDINGS INC COM 59825110 112 6200 SH SHARED 02 6200 D MILACRON INC COM 59870910 3 735 SH SHARED 735 D MILACRON INC COM 59870910 23 5699 SH SHARED 01 5699 D MILACRON INC COM 59870910 44 10729 SH SHARED 02 10729 D MILLENNIUM PHARMACEUTICALS I NOTE 5.500% 1/1 599902AB 3573 4194000 PRN SHARED 4194000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 3275 416760 SH SHARED 384760 24000 8000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 31 4000 SH SHR/OTHR 4000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1259 160196 SH SHARED 01 158196 2000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 7 1000 SH SHR/OTHR 01 1000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1272 161838 SH SHARED 02 161838 D MILLENNIUM PHARMACEUTICALS I COM 59990210 28 3632 SH SHARED 04 3632 D MILLENNIUM PHARMACEUTICALS I COM 59990210 18 2300 SH SHARED 06 2300 D MILLENNIUM PHARMACEUTICALS I COM 59990210 866 110200 SH SHARED 10 110200 D MILLENNIUM PHARMACEUTICALS I COM 59990210 378 48100 SH SHR/OTHR 10 48100 D MILLENNIUM PHARMACEUTICALS I COM 59990210 393 50000 SH SHARED 14 50000 D MILLENNIUM CHEMICALS INC COM 59990310 851 72861 SH SHARED 72861 D MILLENNIUM CHEMICALS INC COM 59990310 321 27519 SH SHARED 01 27519 D MILLENNIUM CHEMICALS INC COM 59990310 1030 88200 SH SHARED 02 88200 D MILLEA HOLDINGS INC ADR 60032R10 11 390 SH SHARED 390 D MILLEA HOLDINGS INC ADR 60032R10 5 180 SH SHARED 01 180 D MILLEA HOLDINGS INC ADR 60032R10 135 4400 SH SHR/OTHR 01 4400 D MILLEA HOLDINGS INC ADR 60032R10 221 7205 SH SHARED 02 7205 D MILLENNIUM CELL INC COM 60038B10 126 70000 SH SHARED 04 70000 D MILLER HERMAN INC COM 60054410 243 15100 SH SHARED 12300 2800 D MILLER HERMAN INC COM 60054410 587 36500 SH SHARED 01 36500 D MILLER HERMAN INC COM 60054410 371 23071 SH SHARED 02 23071 D MILLIPORE CORP COM 60107310 3230 98800 SH SHARED 89400 9400 D MILLIPORE CORP COM 60107310 78 2400 SH SHR/OTHR 2400 D MILLIPORE CORP COM 60107310 322 9876 SH SHARED 01 8520 1356 D MILLIPORE CORP COM 60107310 962 29423 SH SHARED 02 29423 D MILLIPORE CORP COM 60107310 1123 34369 SH SHR/OTHR 10 34369 D MILLS CORP COM 60114810 129 4159 SH SHARED 2159 2000 D MILLS CORP COM 60114810 1968 63078 SH SHARED 01 63078 D MILLS CORP COM 60114810 479 15359 SH SHARED 02 15359 D MILLS CORP COM 60114810 19 630 SH SHARED 10 630 D MILLS CORP COM 60114810 530 17000 SH SHARED 11 9000 8000 D MINE SAFETY APPLIANCES CO COM 60272010 3367 94604 SH SHARED 51504 43100 D MINE SAFETY APPLIANCES CO COM 60272010 103 2900 SH SHARED 01 2900 D MINE SAFETY APPLIANCES CO COM 60272010 207 5840 SH SHARED 02 5840 D MINE SAFETY APPLIANCES CO COM 60272010 1356 38100 SH SHARED 05 38100 D MINE SAFETY APPLIANCES CO COM 60272010 28 810 SH SHARED 10 810 D MINE SAFETY APPLIANCES CO COM 60272010 2039 57300 SH SHR/OTHR 10 57300 D MINERALS TECHNOLOGIES INC COM 60315810 172 4535 SH SHARED 4535 D MINERALS TECHNOLOGIES INC COM 60315810 414 10868 SH SHARED 01 10868 D MINERALS TECHNOLOGIES INC COM 60315810 641 16840 SH SHARED 02 16840 D MINERALS TECHNOLOGIES INC COM 60315810 30 810 SH SHARED 10 810 D MIPS TECHNOLOGIES INC CL A 60456710 4 2297 SH SHARED 2297 D MIPS TECHNOLOGIES INC CL A 60456710 17 9737 SH SHARED 01 9737 D MIPS TECHNOLOGIES INC CL A 60456710 39 21600 SH SHARED 02 21600 D MIPS TECHNOLOGIES INC CL B 60456720 0 277 SH SHARED 277 D MIRAMAR MINING CORP COM 60466E10 145 150000 SH SHARED 04 150000 D MIRANT CORP DBCV 2.500% 6/1 604675AB 15640 25025000 PRN SHARED 25025000 D MIRANT CORP NOTE 5.750% 7/1 604675AC 6512 12500000 PRN SHARED 12500000 D MIRANT CORP NOTE 5.750% 7/1 604675AC 0 500 PRN SHARED 01 500 D MIRANT CORP COM 60467510 1497 935735 SH SHARED 859875 75860 D MIRANT CORP COM 60467510 5 3178 SH SHR/OTHR 3178 D MIRANT CORP COM 60467510 325 203268 SH SHARED 01 199717 3551 D MIRANT CORP COM 60467510 334 208816 SH SHARED 02 208816 D MIRANT CORP COM 60467510 533 333246 SH SHR/OTHR 10 333246 D MISSION WEST PPTYS INC COM 60520310 34 3622 SH SHARED 3622 D MISSION WEST PPTYS INC COM 60520310 48 5200 SH SHARED 01 5200 D MISSION WEST PPTYS INC COM 60520310 82 8800 SH SHARED 02 8800 D MISSION WEST PPTYS INC COM 60520310 638 67900 SH SHR/OTHR 10 67900 D MISSION WEST PPTYS INC COM 60520310 679 72300 SH SHARED 11 72300 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 70 18942 SH SHARED 1182 17760 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 0 118 SH SHARED 01 118 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 0 32 SH SHARED 02 32 D MITSUI & CO LTD ADR 60682720 270 2760 SH SHARED 2760 D MITSUI & CO LTD ADR 60682720 2 28 SH SHARED 01 28 D MOBILE MINI INC COM 60740F10 23 1464 SH SHARED 1464 D MOBILE MINI INC COM 60740F10 80 5047 SH SHARED 01 5047 D MOBILE MINI INC COM 60740F10 122 7639 SH SHARED 02 7639 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 3976 96655 SH SHARED 94955 1700 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 2525 61391 SH SHARED 01 61391 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 143 3500 SH SHARED 04 3500 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 3274 79587 SH SHARED 05 79587 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 4343 105590 SH SHR/OTHR 10 105590 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 1736 42200 SH SHARED 12 42200 D MODINE MFG CO COM 60782810 241 16104 SH SHARED 16104 D MODINE MFG CO COM 60782810 251 16786 SH SHARED 01 16786 D MODINE MFG CO COM 60782810 390 26032 SH SHARED 02 26032 D MODTECH HLDGS INC COM 60783C10 13 1942 SH SHARED 1942 D MODTECH HLDGS INC COM 60783C10 24 3500 SH SHARED 01 3500 D MODTECH HLDGS INC COM 60783C10 37 5400 SH SHARED 02 5400 D MOHAWK INDS INC COM 60819010 536 11200 SH SHARED 11200 D MOHAWK INDS INC COM 60819010 885 18481 SH SHARED 01 18481 D MOHAWK INDS INC COM 60819010 81 1700 SH SHR/OTHR 01 1700 D MOHAWK INDS INC COM 60819010 1025 21381 SH SHARED 02 21381 D MOLDFLOW CORP COM 60850710 67 10200 SH SHARED 01 10200 D MOLECULAR DEVICES CORP COM 60851C10 321 26529 SH SHARED 26529 D MOLECULAR DEVICES CORP COM 60851C10 179 14812 SH SHARED 01 14812 D MOLECULAR DEVICES CORP COM 60851C10 164 13600 SH SHARED 02 13600 D MOLEX INC COM 60855410 9311 433514 SH SHARED 413506 20008 D MOLEX INC COM 60855410 152 7100 SH SHR/OTHR 7100 D MOLEX INC COM 60855410 813 37861 SH SHARED 01 31361 6500 D MOLEX INC COM 60855410 3112 144909 SH SHARED 02 144909 D MOLEX INC COM 60855410 28 1343 SH SHARED 05 1343 D MOLEX INC COM 60855410 2772 129096 SH SHR/OTHR 10 129096 D MOLEX INC CL A 60855420 14902 809916 SH SHARED 781000 28916 D MOLEX INC CL A 60855420 721 39200 SH SHR/OTHR 39200 D MOLEX INC CL A 60855420 15 823 SH SHR/OTHR 01 823 D MOLEX INC CL A 60855420 1 105 SH SHARED 02 105 D MONACO COACH CORP COM 60886R10 71 6944 SH SHARED 6944 D MONACO COACH CORP COM 60886R10 80 7775 SH SHARED 01 7775 D MONACO COACH CORP COM 60886R10 164 15864 SH SHARED 02 15864 D MONACO COACH CORP COM 60886R10 27 2607 SH SHARED 10 2607 D MONARCH CASINO & RESORT INC COM 60902710 0 89 SH SHARED 89 D MONARCH CASINO & RESORT INC COM 60902710 32 3600 SH SHARED 02 3600 D MONDAVI ROBERT CORP CL A 60920010 36 1816 SH SHARED 1816 D MONDAVI ROBERT CORP CL A 60920010 45 2283 SH SHARED 01 2283 D MONDAVI ROBERT CORP CL A 60920010 166 8300 SH SHARED 02 8300 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 6 908 SH SHARED 908 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 36 5200 SH SHARED 01 5200 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 76 10900 SH SHARED 02 10900 D MONRO MUFFLER BRAKE INC COM 61023610 4 216 SH SHARED 216 D MONRO MUFFLER BRAKE INC COM 61023610 46 2200 SH SHARED 01 2200 D MONRO MUFFLER BRAKE INC COM 61023610 73 3500 SH SHARED 02 3500 D MONSANTO CO NEW COM 61166W10 21087 1285803 SH SHARED 920318 365485 D MONSANTO CO NEW COM 61166W10 65 3985 SH SHR/OTHR 3985 D MONSANTO CO NEW COM 61166W10 6895 420449 SH SHARED 01 418450 1999 D MONSANTO CO NEW COM 61166W10 307 18765 SH SHR/OTHR 01 15606 3159 D MONSANTO CO NEW COM 61166W10 2711 165335 SH SHARED 02 165335 D MONSANTO CO NEW COM 61166W10 1505 91778 SH SHARED 03 80144 11634 D MONSANTO CO NEW COM 61166W10 143 8761 SH SHARED 05 8761 D MONSANTO CO NEW COM 61166W10 32 1953 SH SHARED 06 1953 D MONSANTO CO NEW COM 61166W10 31763 1936785 SH SHARED 10 1907785 29000 D MONSANTO CO NEW COM 61166W10 3208 195610 SH SHR/OTHR 10 195610 D MONSANTO CO NEW COM 61166W10 29 1808 SH SHARED 14 1808 D MONTEREY PASTA CO COM 61257010 2 867 SH SHARED 867 D MONTEREY PASTA CO COM 61257010 20 6700 SH SHARED 01 6700 D MONTEREY PASTA CO COM 61257010 25 8500 SH SHARED 02 8500 D MONTGOMERY STR INCOME SECS I COM 61411510 1092 55900 SH SHARED 12500 43400 D MONTGOMERY STR INCOME SECS I COM 61411510 117 6000 SH SHR/OTHR 6000 D MONTGOMERY STR INCOME SECS I COM 61411510 48 2500 SH SHR/OTHR 01 2500 D MONY GROUP INC COM 61533710 29 1400 SH SHARED 1400 D MONY GROUP INC COM 61533710 4251 203413 SH SHARED 203413 D MONY GROUP INC COM 61533710 239 11471 SH SHARED 01 11436 35 D MONY GROUP INC COM 61533710 279 13369 SH SHARED 02 13369 D MOODYS CORP COM 61536910 15630 338105 SH SHARED 308844 29261 D MOODYS CORP COM 61536910 501 10850 SH SHR/OTHR 10850 D MOODYS CORP COM 61536910 6277 135797 SH SHARED 01 131872 3925 D MOODYS CORP COM 61536910 3753 81199 SH SHR/OTHR 01 59075 22124 D MOODYS CORP COM 61536910 2952 63869 SH SHARED 02 63869 D MOODYS CORP COM 61536910 1017 22000 SH SHARED 04 22000 D MOODYS CORP COM 61536910 73 1582 SH SHARED 05 1582 D MOODYS CORP COM 61536910 53 1150 SH SHARED 06 1150 D MOODYS CORP COM 61536910 7131 154259 SH SHR/OTHR 10 154259 D MOODYS CORP COM 61536910 69 1500 SH SHARED 14 1500 D MOOG INC CL A 61539420 126 4129 SH SHARED 4129 D MOOG INC CL A 61539420 174 5705 SH SHARED 01 5705 D MOOG INC CL A 61539420 281 9200 SH SHARED 02 9200 D MOORE LTD COM 61578510 142 13601 SH SHARED 01 13601 D MOORE LTD COM 61578510 147 14060 SH SHARED 02 14060 D MORGAN STANLEY EMER MKTS FD COM 61744G10 10 1300 SH SHARED 1300 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 1266 154800 SH SHARED 154800 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 81 10000 SH SHR/OTHR 01 10000 D MORGAN STANLEY HIGH YIELD FD COM 61744M10 365 59600 SH SHARED 59600 D MORGAN STANLEY ASIA PAC FD I COM 61744U10 2830 404290 SH SHARED 404290 D MORGAN STANLEY COM NEW 61744644 229735 5990506 SH SHARED 4015424 22200 1952882 D MORGAN STANLEY COM NEW 61744644 194 5060 SH SHR/OTHR 5060 D MORGAN STANLEY COM NEW 61744644 23566 614512 SH SHARED 01 590436 24076 D MORGAN STANLEY COM NEW 61744644 3990 104042 SH SHR/OTHR 01 69537 34505 D MORGAN STANLEY COM NEW 61744644 19842 517418 SH SHARED 02 517418 D MORGAN STANLEY COM NEW 61744644 6642 173200 SH SHARED 03 80200 93000 D MORGAN STANLEY COM NEW 61744644 10101 263400 SH SHARED 04 263400 D MORGAN STANLEY COM NEW 61744644 106057 2765522 SH SHARED 05 2765522 D MORGAN STANLEY COM NEW 61744644 7927 206718 SH SHARED 06 206718 D MORGAN STANLEY COM NEW 61744644 5518 143899 SH SHARED 07 143899 D MORGAN STANLEY COM NEW 61744644 2508 65400 SH SHARED 09 65400 D MORGAN STANLEY COM NEW 61744644 130827 3411400 SH SHARED 10 582000 2800900 28500 D MORGAN STANLEY COM NEW 61744644 37986 990532 SH SHR/OTHR 10 990532 D MORGAN STANLEY COM NEW 61744644 747 19500 SH SHARED 14 19500 D MORGAN STANLEY QUALT MUN INCM 61745P73 420 30000 SH SHARED 30000 D MOSSIMO INC COM 61969610 25 5239 SH SHARED 5239 D MOSSIMO INC COM 61969610 14 3000 SH SHARED 02 3000 D MOTHERS WK INC COM 61990310 5 245 SH SHARED 245 D MOTHERS WK INC COM 61990310 22 1000 SH SHARED 01 1000 D MOTHERS WK INC COM 61990310 37 1700 SH SHARED 02 1700 D MOTOROLA INC COM 62007610 78 9480 SH SHARED 100 9380 D MOTOROLA INC COM 62007610 98740 11953998 SH SHARED 11574773 13800 365425 D MOTOROLA INC COM 62007610 683 82700 SH SHR/OTHR 82700 D MOTOROLA INC COM 62007610 9358 1132979 SH SHARED 01 1114216 18763 D MOTOROLA INC COM 62007610 1372 166124 SH SHR/OTHR 01 115644 50480 D MOTOROLA INC COM 62007610 18894 2287451 SH SHARED 02 2287451 D MOTOROLA INC COM 62007610 2274 275400 SH SHARED 03 209200 66200 D MOTOROLA INC COM 62007610 9507 1151000 SH SHARED 04 1151000 D MOTOROLA INC COM 62007610 969 117381 SH SHARED 05 117381 D MOTOROLA INC COM 62007610 363 44050 SH SHARED 06 44050 D MOTOROLA INC COM 62007610 24855 3009120 SH SHARED 10 2884120 125000 D MOTOROLA INC COM 62007610 11683 1414522 SH SHR/OTHR 10 1414522 D MOTOROLA INC COM 62007610 180 21900 SH SHARED 14 21900 D MOUNTAINBANK FINL CORP COM 62451E10 10 408 SH SHARED 02 408 D MOVADO GROUP INC COM 62458010 44 2368 SH SHARED 2368 D MOVADO GROUP INC COM 62458010 74 3900 SH SHARED 01 3900 D MOVADO GROUP INC COM 62458010 106 5600 SH SHARED 02 5600 D MOVIE GALLERY INC COM 62458110 185 10668 SH SHARED 10668 D MOVIE GALLERY INC COM 62458110 2437 139934 SH SHARED 01 139009 925 D MOVIE GALLERY INC COM 62458110 26 1503 SH SHR/OTHR 01 1503 D MOVIE GALLERY INC COM 62458110 289 16626 SH SHARED 02 16626 D MUELLER INDS INC COM 62475610 105 4224 SH SHARED 1724 2500 D MUELLER INDS INC COM 62475610 353 14140 SH SHARED 01 13240 900 D MUELLER INDS INC COM 62475610 17 697 SH SHR/OTHR 01 697 D MUELLER INDS INC COM 62475610 444 17794 SH SHARED 02 17794 D MUELLER INDS INC COM 62475610 20 810 SH SHARED 10 810 D MULTEX COM INC COM 62536710 0 34 SH SHARED 34 D MULTEX COM INC COM 62536710 0 3 SH SHARED 01 3 D MULTIMEDIA GAMES INC COM 62545310 77 4049 SH SHARED 4049 D MULTIMEDIA GAMES INC COM 62545310 1188 61818 SH SHARED 01 61818 D MULTIMEDIA GAMES INC COM 62545310 220 11454 SH SHARED 02 11454 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 0 7 SH SHARED 01 7 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 42 3000 SH SHR/OTHR 01 3000 D MUNICIPAL PARTNERS FD INC COM 62622C10 12 900 SH SHARED 900 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 246 10381 SH SHARED 381 10000 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 168 7103 SH SHARED 01 4303 2800 D MUNIINSURED FD INC COM 62624510 47 5000 SH SHR/OTHR 01 5000 D MUNIHOLDINGS FD INC COM 62625H10 56 4000 SH SHARED 4000 D MUNIYIELD CALIF INS FD COM 62629L10 361 26200 SH SHARED 26200 D MUNIYIELD CALIF INS FD COM 62629L10 41 3000 SH SHR/OTHR 01 3000 D MUNIVEST FD II INC COM 62629P10 13 1000 SH SHARED 1000 D MUNIVEST FD INC COM 62629510 20 2300 SH SHARED 2300 D MUNIYIELD INSD FD INC COM 62630E10 1 126 SH SHARED 126 D MUNIYIELD N Y INSD FD INC COM 62630110 403 30043 SH SHR/OTHR 01 4831 25212 D MURPHY OIL CORP COM 62671710 44 1000 SH SHARED 1000 D MURPHY OIL CORP COM 62671710 984 22300 SH SHARED 15500 6800 D MURPHY OIL CORP COM 62671710 265 6000 SH SHR/OTHR 6000 D MURPHY OIL CORP COM 62671710 3239 73333 SH SHARED 01 73333 D MURPHY OIL CORP COM 62671710 16232 367500 SH SHR/OTHR 01 367500 D MURPHY OIL CORP COM 62671710 1360 30794 SH SHARED 02 30794 D MURPHY OIL CORP COM 62671710 650 14730 SH SHR/OTHR 10 14730 D MUTUALFIRST FINL INC COM 62845B10 15 714 SH SHARED 02 714 D MYERS INDS INC COM 62846410 8 859 SH SHARED 859 D MYERS INDS INC COM 62846410 104 10924 SH SHARED 01 10924 D MYERS INDS INC COM 62846410 15 1668 SH SHR/OTHR 01 1668 D MYERS INDS INC COM 62846410 109 11493 SH SHARED 02 11493 D MYKROLIS CORP COM 62852P10 69 8276 SH SHARED 2461 5815 D MYKROLIS CORP COM 62852P10 50 6091 SH SHR/OTHR 6091 D MYKROLIS CORP COM 62852P10 313 37536 SH SHARED 01 36822 714 D MYKROLIS CORP COM 62852P10 201 24100 SH SHARED 02 24100 D MYLAN LABS INC COM 62853010 1574 54770 SH SHARED 43970 10800 D MYLAN LABS INC COM 62853010 142 4950 SH SHR/OTHR 4950 D MYLAN LABS INC COM 62853010 3719 129387 SH SHARED 01 129387 D MYLAN LABS INC COM 62853010 8 300 SH SHR/OTHR 01 300 D MYLAN LABS INC COM 62853010 2446 85096 SH SHARED 02 85096 D MYLAN LABS INC COM 62853010 1332 46350 SH SHARED 10 46350 D MYLAN LABS INC COM 62853010 593 20650 SH SHR/OTHR 10 20650 D MYLAN LABS INC COM 62853010 77 2700 SH SHARED 14 2700 D MYRIAD GENETICS INC COM 62855J10 10 1000 SH SHARED 1000 D MYRIAD GENETICS INC COM 62855J10 637 63102 SH SHARED 63102 D MYRIAD GENETICS INC COM 62855J10 153 15211 SH SHARED 01 15211 D MYRIAD GENETICS INC COM 62855J10 4 400 SH SHR/OTHR 01 400 D MYRIAD GENETICS INC COM 62855J10 165 16400 SH SHARED 02 16400 D MYRIAD GENETICS INC COM 62855J10 5 500 SH SHARED 10 500 D NBC CAP CORP COM 62872910 12 527 SH SHARED 527 D NBC CAP CORP COM 62872910 30 1266 SH SHARED 01 1266 D NBC CAP CORP COM 62872910 225 9400 SH SHARED 02 9400 D NBT BANCORP INC COM 62877810 34 1984 SH SHARED 1984 D NBT BANCORP INC COM 62877810 191 10997 SH SHARED 01 10997 D NBT BANCORP INC COM 62877810 315 18100 SH SHARED 02 18100 D NBTY INC COM 62878210 92 4900 SH SHARED 4900 D NBTY INC COM 62878210 48 2565 SH SHARED 2565 D NBTY INC COM 62878210 1006 53104 SH SHARED 01 53104 D NBTY INC COM 62878210 482 25447 SH SHARED 02 25447 D NBTY INC COM 62878210 56 2980 SH SHARED 10 2980 D NCI BUILDING SYS INC COM 62885210 32 2100 SH SHARED 2100 D NCI BUILDING SYS INC COM 62885210 16 1032 SH SHARED 1032 D NCI BUILDING SYS INC COM 62885210 88 5725 SH SHARED 01 5725 D NCI BUILDING SYS INC COM 62885210 649 41900 SH SHARED 02 41900 D NCO GROUP INC NOTE 4.750% 4/1 628858AB 3775 4360000 PRN SHARED 4360000 D NCO GROUP INC COM 62885810 125 8651 SH SHARED 8651 D NCO GROUP INC COM 62885810 82 5678 SH SHARED 01 5678 D NCO GROUP INC COM 62885810 255 17653 SH SHARED 02 17653 D NCR CORP NEW COM 62886E10 265 14500 SH SHARED 14500 D NCR CORP NEW COM 62886E10 3343 182328 SH SHARED 182326 2 D NCR CORP NEW COM 62886E10 192 10508 SH SHARED 01 9008 1500 D NCR CORP NEW COM 62886E10 12 668 SH SHR/OTHR 01 668 D NCR CORP NEW COM 62886E10 1996 108839 SH SHARED 02 108839 D NCR CORP NEW COM 62886E10 9 530 SH SHARED 05 530 D NCR CORP NEW COM 62886E10 1232 67176 SH SHR/OTHR 10 67176 D NDS GROUP PLC SPONSORED ADR 62889110 369 45020 SH SHARED 45020 D NS GROUP INC COM 62891610 5 735 SH SHARED 735 D NS GROUP INC COM 62891610 28 3776 SH SHARED 01 3776 D NS GROUP INC COM 62891610 78 10400 SH SHARED 02 10400 D NASB FINL INC COM 62896810 1 73 SH SHARED 73 D NASB FINL INC COM 62896810 40 1800 SH SHARED 02 1800 D NEC CORP ADR 62905020 23 7000 SH SHR/OTHR 01 7000 D NIC INC COM 62914B10 2 1560 SH SHARED 1560 D NIC INC COM 62914B10 25 14600 SH SHARED 02 14600 D NL INDS INC COM NEW 62915640 20 1297 SH SHARED 1297 D NL INDS INC COM NEW 62915640 64 3981 SH SHARED 01 3881 100 D NL INDS INC COM NEW 62915640 217 13480 SH SHARED 02 13480 D NN INC COM 62933710 7 820 SH SHARED 820 D NN INC COM 62933710 17 2000 SH SHARED 01 2000 D NN INC COM 62933710 78 9000 SH SHARED 02 9000 D NPS PHARMACEUTICALS INC COM 62936P10 1909 123509 SH SHARED 77918 45591 D NPS PHARMACEUTICALS INC COM 62936P10 783 50666 SH SHARED 01 50666 D NPS PHARMACEUTICALS INC COM 62936P10 277 17933 SH SHARED 02 17933 D NPS PHARMACEUTICALS INC COM 62936P10 49783 3220150 SH SHARED 04 3220150 D NPS PHARMACEUTICALS INC COM 62936P10 11754 760300 SH SHARED 10 760300 D NPS PHARMACEUTICALS INC COM 62936P10 2940 190180 SH SHR/OTHR 10 190180 D NPS PHARMACEUTICALS INC COM 62936P10 759 49100 SH SHARED 14 49100 D NTL INC DEL COM 62940M10 755 85192 SH SHARED 85192 D NTL INC DEL COM 62940M10 67 7557 SH SHARED 01 7557 D NTL INC DEL COM 62940M10 75 8542 SH SHARED 02 8542 D NTL INC DEL COM 62940M10 131 14829 SH SHR/OTHR 10 14829 D NTL INC DEL *W EXP 01/13/201 62940M13 0 53 SH SHARED 53 D NTT DOCOMO INC SPONS ADR 62942M20 364 19314 SH SHARED 15564 3750 D NTT DOCOMO INC SPONS ADR 62942M20 25 1336 SH SHARED 01 1336 D NUI CORP COM 62943110 278 19076 SH SHARED 19076 D NUI CORP COM 62943110 128 8800 SH SHARED 01 8800 D NUI CORP COM 62943110 30 2100 SH SHR/OTHR 01 2100 D NUI CORP COM 62943110 142 9771 SH SHARED 02 9771 D NVR INC COM 62944T10 460 1400 SH SHARED 1400 D NVR INC COM 62944T10 21352 64900 SH SHARED 64900 D NVR INC COM 62944T10 361 1100 SH SHARED 01 1100 D NVR INC COM 62944T10 223 678 SH SHARED 02 678 D NVR INC COM 62944T10 103 314 SH SHARED 06 314 D NYMAGIC INC COM 62948410 2 129 SH SHARED 129 D NYMAGIC INC COM 62948410 9 500 SH SHARED 01 500 D NYMAGIC INC COM 62948410 17 900 SH SHARED 02 900 D NABI BIOPHARMACEUTICALS COM 62951910 96 16031 SH SHARED 16031 D NABI BIOPHARMACEUTICALS COM 62951910 72 12109 SH SHARED 01 12109 D NABI BIOPHARMACEUTICALS COM 62951910 140 23400 SH SHARED 02 23400 D NABI BIOPHARMACEUTICALS COM 62951910 1213 202200 SH SHARED 04 202200 D NABI BIOPHARMACEUTICALS COM 62951910 26 4400 SH SHARED 10 4400 D NABORS INDS INC DBCV 6/2 629568AD 19800 30000000 PRN SHARED 30000000 D NABORS INDS INC DBCV 6/2 629568AD 1196 1813000 PRN SHARED 02 1813000 D NABORS INDS INC DBCV 2/0 629568AF 37092 57241000 PRN SHARED 57241000 D NABORS INDS INC DBCV 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700 21449 SH SHARED 01 19925 1524 D NEW JERSEY RES COM 64602510 554 16982 SH SHARED 02 16982 D NEW JERSEY RES COM 64602510 62 1900 SH SHARED 10 1900 D NEW PLAN EXCEL RLTY TR INC COM 64805310 603 30800 SH SHARED 16300 14500 D NEW PLAN EXCEL RLTY TR INC COM 64805310 530 27100 SH SHARED 01 27100 D NEW PLAN EXCEL RLTY TR INC COM 64805310 562 28708 SH SHARED 02 28708 D NEW PLAN EXCEL RLTY TR INC COM 64805310 9344 477000 SH SHR/OTHR 10 477000 D NEW PLAN EXCEL RLTY TR INC COM 64805310 9677 494000 SH SHARED 11 494000 D NEW VY CORP *W EXP 06/14/200 64908011 0 150 SH SHARED 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 50 D NEW VY CORP COM PAR $.01 64908050 0 21 SH SHARED 02 21 D NEW YORK CMNTY BANCORP INC COM 64944510 6579 220793 SH SHARED 220793 D NEW YORK CMNTY BANCORP INC COM 64944510 1717 57647 SH SHARED 01 57647 D NEW YORK CMNTY BANCORP INC COM 64944510 1014 34052 SH SHARED 02 34052 D NEW YORK TIMES CO CL A 65011110 18222 422312 SH SHARED 399882 22430 D NEW YORK TIMES CO CL A 65011110 3462 80245 SH SHARED 01 78705 1540 D NEW YORK TIMES CO CL A 65011110 134 3110 SH SHR/OTHR 01 350 2760 D NEW YORK TIMES CO CL A 65011110 3970 92011 SH SHARED 02 92011 D NEW YORK TIMES CO CL A 65011110 3452 80000 SH SHARED 04 80000 D NEW YORK TIMES CO CL A 65011110 71 1662 SH SHARED 05 1662 D NEW YORK TIMES CO CL A 65011110 49 1150 SH SHARED 06 1150 D NEW YORK TIMES CO CL A 65011110 15581 361100 SH SHARED 10 260100 101000 D NEW YORK TIMES CO CL A 65011110 4099 94996 SH SHR/OTHR 10 94996 D NEW YORK TIMES CO CL A 65011110 94 2200 SH SHARED 14 2200 D NEWCASTLE INVT CORP COM 65105M10 2618 156500 SH SHARED 84500 72000 D NEWCASTLE INVT CORP COM 65105M10 50 2999 SH SHARED 02 2999 D NEWCASTLE INVT CORP COM 65105M10 1053 63000 SH SHARED 05 63000 D NEWCASTLE INVT CORP COM 65105M10 1621 96900 SH SHR/OTHR 10 96900 D NEWELL RUBBERMAID INC COM 65122910 21987 775576 SH SHARED 669737 105839 D NEWELL RUBBERMAID INC COM 65122910 496 17500 SH SHR/OTHR 17500 D NEWELL RUBBERMAID INC COM 65122910 3851 135857 SH SHARED 01 134757 1100 D NEWELL RUBBERMAID INC COM 65122910 4149 146384 SH SHARED 02 146384 D NEWELL RUBBERMAID INC COM 65122910 93 3302 SH SHARED 05 3302 D NEWELL RUBBERMAID INC COM 65122910 66 2350 SH SHARED 06 2350 D NEWELL RUBBERMAID INC COM 65122910 15632 551400 SH SHARED 10 5100 546300 D NEWELL RUBBERMAID INC COM 65122910 4985 175869 SH SHR/OTHR 10 175869 D NEWELL RUBBERMAID INC COM 65122910 65 2300 SH SHARED 14 2300 D NEWFIELD EXPL CO COM 65129010 168 4976 SH SHARED 4976 D NEWFIELD EXPL CO COM 65129010 224 6635 SH SHARED 01 6635 D NEWFIELD EXPL CO COM 65129010 140 4144 SH SHARED 02 4144 D NEWHALL LAND & FARMING CO CA DEPOSITARY REC 65142610 43 1481 SH SHARED 01 1481 D NEWMONT MINING CORP COM 65163910 51754 1979125 SH SHARED 1941336 37789 D NEWMONT MINING CORP COM 65163910 84718 3239716 SH SHARED 01 3238216 1500 D NEWMONT MINING CORP COM 65163910 96 3685 SH SHR/OTHR 01 2878 807 D NEWMONT MINING CORP COM 65163910 4230 161795 SH SHARED 02 161795 D NEWMONT MINING CORP COM 65163910 2165 82825 SH SHARED 04 82825 D NEWMONT MINING CORP COM 65163910 330 12653 SH SHARED 05 12653 D NEWMONT MINING CORP COM 65163910 140 5360 SH SHARED 06 5360 D NEWMONT MINING CORP COM 65163910 3547 135670 SH SHARED 10 135670 D NEWMONT MINING CORP COM 65163910 33612 1285365 SH SHR/OTHR 10 1285365 D NEWMONT MINING CORP COM 65163910 87 3360 SH SHARED 14 3360 D NEWPARK RES INC COM PAR $.01NEW 65171850 20 4450 SH SHARED 4450 D NEWPARK RES INC COM PAR $.01NEW 65171850 99 21965 SH SHARED 01 21965 D NEWPARK RES INC COM PAR $.01NEW 65171850 197 43616 SH SHARED 02 43616 D NEWPORT CORP COM 65182410 108 9224 SH SHARED 9224 D NEWPORT CORP COM 65182410 311 26400 SH SHARED 01 26400 D NEWPORT CORP COM 65182410 475 40255 SH SHARED 02 40255 D NEWPORT CORP COM 65182410 37 3160 SH SHARED 10 3160 D NEWS AMER INC NOTE 2/2 652482AZ 113105211413000 PRN SHARED 211413000 D NEWS CORP LTD ADR NEW 65248770 46460 1793833 SH SHARED 1793833 D NEWS CORP LTD ADR NEW 65248770 12 500 SH SHR/OTHR 500 D NEWS CORP LTD ADR NEW 65248770 414 16020 SH SHARED 01 12020 4000 D NEWS CORP LTD ADR NEW 65248770 5 200 SH SHR/OTHR 01 200 D NEWS CORP LTD ADR NEW 65248770 5519 213097 SH SHARED 02 213097 D NEWS CORP LTD ADR NEW 65248770 310 12000 SH SHARED 14 12000 D NEWTEK BUSINESS SVCS INC COM 65252610 13 3171 SH SHARED 02 3171 D NEXTEL COMMUNICATIONS INC NOTE 4.750% 7/0 65332VAT 6666 7040000 PRN SHARED 7040000 D NEXTEL COMMUNICATIONS INC NOTE 4.750% 7/0 65332VAT 8921 9421000 PRN SHARED 01 9421000 D NEXTEL COMMUNICATIONS INC NOTE 4.750% 7/0 65332VAT 2105 2223000 PRN SHARED 02 2223000 D NEXTEL COMMUNICATIONS INC NOTE 4.750% 7/0 65332VAT 5329 5628000 PRN SHR/OTHR 10 5628000 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 498 581000 PRN SHARED 02 581000 D NEXTEL COMMUNICATIONS INC NOTE 6.000% 6/0 65332VBC 2931 2997000 PRN SHARED 02 2997000 D NEXTEL COMMUNICATIONS INC CL A 65332V10 34519 2578034 SH SHARED 2578034 D NEXTEL COMMUNICATIONS INC CL A 65332V10 10636 794390 SH SHARED 01 776190 18200 D NEXTEL COMMUNICATIONS INC CL A 65332V10 13 1000 SH SHR/OTHR 01 1000 D NEXTEL COMMUNICATIONS INC CL A 65332V10 9023 673873 SH SHARED 02 673873 D NEXTEL COMMUNICATIONS INC CL A 65332V10 224 16747 SH SHARED 05 16747 D NEXTEL COMMUNICATIONS INC CL A 65332V10 423 31600 SH SHARED 06 31600 D NEXTEL COMMUNICATIONS INC CL A 65332V10 8727 651767 SH SHR/OTHR 10 651767 D NEXTEL COMMUNICATIONS INC CL A 65332V10 77 5787 SH SHARED 14 5787 D NEXTEL PARTNERS INC CL A 65333F10 956 189848 SH SHARED 189848 D NEXTEL PARTNERS INC CL A 65333F10 199 39583 SH SHARED 01 39583 D NEXTEL PARTNERS INC CL A 65333F10 239 47600 SH SHARED 02 47600 D NEXTEL PARTNERS INC CL A 65333F10 5 1100 SH SHARED 10 1100 D NEXTEL PARTNERS INC CL A 65333F10 83 16600 SH SHR/OTHR 10 16600 D NEXT LEVEL COMM INC COM 65333U10 96 82318 SH SHARED 82318 D NEXT LEVEL COMM INC COM 65333U10 10 8849 SH SHARED 01 8849 D NEXT LEVEL COMM INC COM 65333U10 42 35898 SH SHARED 02 35898 D NEXEN INC COM 65334H10 4639 226999 SH SHARED 226999 D NEXEN INC COM 65334H10 879 43020 SH SHARED 01 43020 D NEXEN INC COM 65334H10 1778 87021 SH SHARED 02 87021 D NEXEN INC COM 65334H10 22 1100 SH SHARED 14 1100 D NICOR INC COM 65408610 2215 81100 SH SHARED 81100 D NICOR INC COM 65408610 340 12445 SH SHARED 01 11145 1300 D NICOR INC COM 65408610 519 19023 SH SHARED 02 19023 D NICOR INC COM 65408610 1042 38171 SH SHR/OTHR 10 38171 D NIDEC CORP SPONSORED ADR 65409010 8 149 SH SHARED 01 149 D NIKE INC CL B 65410610 27650 537738 SH SHARED 533418 4320 D NIKE INC CL B 65410610 5003 97304 SH SHARED 01 93604 3700 D NIKE INC CL B 65410610 138 2700 SH SHR/OTHR 01 700 2000 D NIKE INC CL B 65410610 6173 120065 SH SHARED 02 120065 D NIKE INC CL B 65410610 51420 1000000 SH SHARED 04 1000000 D NIKE INC CL B 65410610 197 3842 SH SHARED 05 3842 D NIKE INC CL B 65410610 3316 64500 SH SHARED 06 64500 D NIKE INC CL B 65410610 8883 172760 SH SHR/OTHR 10 172760 D NIKE INC CL B 65410610 1316 25600 SH SHARED 14 25600 D 99 CENTS ONLY STORES COM 65440K10 303 11900 SH SHARED 11900 D 99 CENTS ONLY STORES COM 65440K10 425 16691 SH SHARED 01 16691 D 99 CENTS ONLY STORES COM 65440K10 20 823 SH SHR/OTHR 01 823 D 99 CENTS ONLY STORES COM 65440K10 829 32541 SH SHARED 02 32541 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 97 5719 SH SHARED 4802 917 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 1 69 SH SHARED 01 69 D NISOURCE INC COM 65473P10 10833 595226 SH SHARED 527951 67275 D NISOURCE INC COM 65473P10 38 2100 SH SHR/OTHR 2100 D NISOURCE INC COM 65473P10 2115 116210 SH SHARED 01 113439 2771 D NISOURCE INC COM 65473P10 385 21202 SH SHR/OTHR 01 4945 16257 D NISOURCE INC COM 65473P10 2553 140321 SH SHARED 02 140321 D NISOURCE INC COM 65473P10 22 1215 SH SHARED 05 1215 D NISOURCE INC COM 65473P10 33 1850 SH SHARED 06 1850 D NISOURCE INC COM 65473P10 3026 166300 SH SHR/OTHR 10 166300 D NISOURCE INC COM 65473P10 56 3100 SH SHARED 14 3100 D NISSAN MOTORS SPONSORED ADR 65474440 489 36764 SH SHARED 544 36220 D NISSAN MOTORS SPONSORED ADR 65474440 0 56 SH SHARED 01 56 D NISSAN MOTORS SPONSORED ADR 65474440 2 209 SH SHARED 02 209 D NOBILITY HOMES INC COM 65489210 0 73 SH SHARED 02 73 D NOKIA CORP SPONSORED ADR 65490220 376861 26899463 SH SHARED 22008063 5400 4886000 D NOKIA CORP SPONSORED ADR 65490220 7835 559251 SH SHR/OTHR 559251 D NOKIA CORP SPONSORED ADR 65490220 1036 73960 SH SHARED 01 69330 4630 D NOKIA CORP SPONSORED ADR 65490220 271 19350 SH SHR/OTHR 01 4250 15100 D NOKIA CORP SPONSORED ADR 65490220 11280 805208 SH SHARED 02 805208 D NOKIA CORP SPONSORED ADR 65490220 57834 4128100 SH SHARED 10 1094900 3033200 D NOKIA CORP SPONSORED ADR 65490220 24667 1760728 SH SHR/OTHR 10 1760728 D NOKIA CORP SPONSORED ADR 65490220 21159 1510348 SH SHARED 12 1510348 D NOKIA CORP SPONSORED ADR 65490220 2064 147352 SH SHARED 14 147352 D NOBLE ENERGY INC COM 65504410 943 27504 SH SHARED 24279 3225 D NOBLE ENERGY INC COM 65504410 1042 30409 SH SHARED 01 29434 975 D NOBLE ENERGY INC COM 65504410 278 8130 SH SHR/OTHR 01 8130 D NOBLE ENERGY INC COM 65504410 780 22757 SH SHARED 02 22757 D NOLAND CO COM 65528610 15 400 SH SHARED 02 400 D NOMURA HLDGS INC SPONSORED ADR 65535H20 386 37460 SH SHARED 37460 D NOMURA HLDGS INC SPONSORED ADR 65535H20 1 100 SH SHARED 01 100 D NOMURA HLDGS INC SPONSORED ADR 65535H20 6 600 SH SHARED 02 600 D NORANDA INC COM 65542210 2190 259894 SH SHARED 259894 D NORANDA INC COM 65542210 392 46523 SH SHARED 01 46523 D NORANDA INC COM 65542210 889 105478 SH SHARED 02 105478 D NORANDA INC COM 65542210 421 50000 SH SHARED 04 50000 D NORANDA INC COM 65542210 21 2500 SH SHARED 14 2500 D NORDSON CORP COM 65566310 259 10785 SH SHARED 10785 D NORDSON CORP COM 65566310 2625 109000 SH SHARED 01 109000 D NORDSON CORP COM 65566310 585 24289 SH SHARED 02 24289 D NORDSTROM INC COM 65566410 21699 1339500 SH SHARED 928599 410901 D NORDSTROM INC COM 65566410 38 2400 SH SHR/OTHR 2400 D NORDSTROM INC COM 65566410 590 36475 SH SHARED 01 34037 2438 D NORDSTROM INC COM 65566410 2358 145577 SH SHARED 02 145577 D NORDSTROM INC COM 65566410 19 1213 SH SHARED 05 1213 D NORDSTROM INC COM 65566410 3150 194500 SH SHARED 10 128400 66100 D NORDSTROM INC COM 65566410 1240 76574 SH SHR/OTHR 10 76574 D NORFOLK SOUTHERN CORP COM 65584410 18210 981166 SH SHARED 888858 92308 D NORFOLK SOUTHERN CORP COM 65584410 178 9600 SH SHR/OTHR 9600 D NORFOLK SOUTHERN CORP COM 65584410 5568 300041 SH SHARED 01 280517 180 19344 D NORFOLK SOUTHERN CORP COM 65584410 1815 97806 SH SHR/OTHR 01 81153 16653 D NORFOLK SOUTHERN CORP COM 65584410 10932 589053 SH SHARED 02 589053 D NORFOLK SOUTHERN CORP COM 65584410 34 1858 SH SHARED 05 1858 D NORFOLK SOUTHERN CORP COM 65584410 64 3450 SH SHARED 06 3450 D NORFOLK SOUTHERN CORP COM 65584410 4755 256196 SH SHR/OTHR 10 256196 D NORFOLK SOUTHERN CORP COM 65584410 59 3200 SH SHARED 14 3200 D NORSAT INTL INC NEW COM 65651210 2 3000 SH SHARED 3000 D NORSK HYDRO A S SPONSORED ADR 65653160 74 1966 SH SHARED 1966 D NORSK HYDRO A S SPONSORED ADR 65653160 9 248 SH SHARED 01 248 D NORSK HYDRO A S SPONSORED ADR 65653160 1109 29200 SH SHARED 02 29200 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 34434 47171000 PRN SHARED 47171000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 135 185000 PRN SHARED 01 185000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 1257 1723000 PRN SHARED 02 1723000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 98 135000 PRN SHARED 05 135000 D NORTEL NETWORKS CORP NEW COM 65656810 16914 8132177 SH SHARED 7945925 186252 D NORTEL NETWORKS CORP NEW COM 65656810 4 2000 SH SHR/OTHR 2000 D NORTEL NETWORKS CORP NEW COM 65656810 163 78546 SH SHARED 01 77546 1000 D NORTEL NETWORKS CORP NEW COM 65656810 6 2900 SH SHR/OTHR 01 1400 1500 D NORTEL NETWORKS CORP NEW COM 65656810 6971 3351815 SH SHARED 02 3351815 D NORTEL NETWORKS CORP NEW COM 65656810 1066 512500 SH SHARED 03 512500 D NORTEL NETWORKS CORP NEW COM 65656810 431 207351 SH SHARED 05 207351 D NORTEL NETWORKS CORP NEW COM 65656810 46 22500 SH SHARED 06 22500 D NORTEL NETWORKS CORP NEW COM 65656810 80 38900 SH SHARED 14 38900 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 205 10000 SH SHR/OTHR 01 10000 D NORTH FORK BANCORPORATION NY COM 65942410 10036 340795 SH SHARED 340795 D NORTH FORK BANCORPORATION NY COM 65942410 2022 68681 SH SHARED 01 68681 D NORTH FORK BANCORPORATION NY COM 65942410 83 2841 SH SHR/OTHR 01 800 2041 D NORTH FORK BANCORPORATION NY COM 65942410 1800 61126 SH SHARED 02 61126 D NORTH FORK BANCORPORATION NY COM 65942410 3239 110000 SH SHARED 04 110000 D NORTH FORK BANCORPORATION NY COM 65942410 219 7447 SH SHARED 05 7447 D NORTH FORK BANCORPORATION NY COM 65942410 42 1450 SH SHARED 06 1450 D NORTH FORK BANCORPORATION NY COM 65942410 10666 362182 SH SHR/OTHR 10 362182 D NORTH PITTSBURGH SYS INC COM 66156210 11 847 SH SHARED 847 D NORTH PITTSBURGH SYS INC COM 66156210 382 28300 SH SHARED 01 28300 D NORTH PITTSBURGH SYS INC COM 66156210 122 9100 SH SHARED 02 9100 D NORTH VALLEY BANCORP COM 66304M10 43 2100 SH SHARED 2100 D NORTHEAST PA FINL CORP COM 66390510 14 900 SH SHARED 900 D NORTHEAST UTILS COM 66439710 380 27362 SH SHARED 26867 495 D NORTHEAST UTILS COM 66439710 797 57267 SH SHARED 01 56267 1000 D NORTHEAST UTILS COM 66439710 545 39164 SH SHARED 02 39164 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 73 1932 SH SHARED 1532 400 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 48 1260 SH SHARED 01 1260 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 64 1700 SH SHR/OTHR 01 1000 700 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 7 200 SH SHARED 02 200 D NORTHERN STS FINL CORP COM 66575110 16 557 SH SHARED 02 557 D NORTHERN TR CORP COM 66585910 14524 477000 SH SHARED 408040 68960 D NORTHERN TR CORP COM 66585910 1842 60496 SH SHR/OTHR 60496 D NORTHERN TR CORP COM 66585910 2375 78021 SH SHARED 01 60249 17772 D NORTHERN TR CORP COM 66585910 652 21444 SH SHR/OTHR 01 17744 3700 D NORTHERN TR CORP COM 66585910 4505 147975 SH SHARED 02 147975 D NORTHERN TR CORP COM 66585910 5569 182900 SH SHARED 03 150600 32300 D NORTHERN TR CORP COM 66585910 816 26825 SH SHARED 05 26825 D NORTHERN TR CORP COM 66585910 162 5350 SH SHARED 06 5350 D NORTHERN TR CORP COM 66585910 4535 148939 SH SHR/OTHR 10 148939 D NORTHERN TR CORP COM 66585910 54 1800 SH SHARED 14 1800 D NORTHROP GRUMMAN CORP COM 66680710 64818 755461 SH SHARED 720559 34902 D NORTHROP GRUMMAN CORP COM 66680710 89 1048 SH SHR/OTHR 1048 D NORTHROP GRUMMAN CORP COM 66680710 4223 49220 SH SHARED 01 45337 3883 D NORTHROP GRUMMAN CORP COM 66680710 576 6714 SH SHR/OTHR 01 5945 769 D NORTHROP GRUMMAN CORP COM 66680710 12646 147399 SH SHARED 02 147399 D NORTHROP GRUMMAN CORP COM 66680710 7722 90000 SH SHARED 04 90000 D NORTHROP GRUMMAN CORP COM 66680710 2693 31393 SH SHARED 05 31393 D NORTHROP GRUMMAN CORP COM 66680710 10103 117757 SH SHR/OTHR 10 117757 D NORTHROP GRUMMAN CORP COM 66680710 141 1649 SH SHARED 14 1649 D NORTHWEST AIRLS CORP CL A 66728010 384 55781 SH SHARED 55781 D NORTHWEST AIRLS CORP CL A 66728010 42 6228 SH SHARED 01 6228 D NORTHWEST AIRLS CORP CL A 66728010 13 2000 SH SHR/OTHR 01 2000 D NORTHWEST AIRLS CORP CL A 66728010 75 10884 SH SHARED 02 10884 D NORTHWEST BANCORP INC PA COM 66732810 10 673 SH SHARED 673 D NORTHWEST BANCORP INC PA COM 66732810 69 4300 SH SHARED 01 4300 D NORTHWEST BANCORP INC PA COM 66732810 106 6600 SH SHARED 02 6600 D NORTHWEST NAT GAS CO COM 66765510 62 2496 SH SHARED 2309 187 D NORTHWEST NAT GAS CO COM 66765510 278 11107 SH SHARED 01 11107 D NORTHWEST NAT GAS CO COM 66765510 395 15754 SH SHARED 02 15754 D NORTHWEST NAT GAS CO COM 66765510 52 2110 SH SHARED 10 2110 D NORTHWEST PIPE CO COM 66774610 2 216 SH SHARED 216 D NORTHWEST PIPE CO COM 66774610 57 4600 SH SHARED 02 4600 D NORTHWESTERN CORP COM 66807410 7 3567 SH SHARED 2367 1200 D NORTHWESTERN CORP COM 66807410 29 14000 SH SHARED 01 14000 D NORTHWESTERN CORP COM 66807410 48 23065 SH SHARED 02 23065 D NOVA CHEMICALS CORP COM 66977W10 2968 162239 SH SHARED 162239 D NOVA CHEMICALS CORP COM 66977W10 562 30719 SH SHARED 01 30719 D NOVA CHEMICALS CORP COM 66977W10 1 66 SH SHR/OTHR 01 66 D NOVA CHEMICALS CORP COM 66977W10 1179 64433 SH SHARED 02 64433 D NOVATEL WIRELESS INC COM NEW 66987M60 0 1 SH SHARED 01 1 D NOVATEL WIRELESS INC COM NEW 66987M60 0 900 SH SHARED 02 900 D NOVARTIS A G SPONSORED ADR 66987V10 23953 646343 SH SHARED 625243 21100 D NOVARTIS A G SPONSORED ADR 66987V10 115 3122 SH SHARED 01 422 2700 D NOVARTIS A G SPONSORED ADR 66987V10 74 2000 SH SHR/OTHR 01 2000 D NOVARTIS A G SPONSORED ADR 66987V10 12133 327400 SH SHARED 02 327400 D NU HORIZONS ELECTRS CORP COM 66990810 52 10700 SH SHARED 10700 D NU HORIZONS ELECTRS CORP COM 66990810 5 1079 SH SHARED 1079 D NU HORIZONS ELECTRS CORP COM 66990810 46 9408 SH SHARED 01 9408 D NU HORIZONS ELECTRS CORP COM 66990810 54 11200 SH SHARED 02 11200 D NOVADIGM INC COM 66993710 26 14100 SH SHARED 14100 D NOVADIGM INC COM 66993710 1 814 SH SHARED 814 D NOVADIGM INC COM 66993710 8 4743 SH SHARED 01 4743 D NOVADIGM INC COM 66993710 15 8300 SH SHARED 02 8300 D NOVASTAR FINL INC COM 66994740 188 5507 SH SHARED 5507 D NOVASTAR FINL INC COM 66994740 113 3322 SH SHARED 01 3322 D NOVASTAR FINL INC COM 66994740 231 6777 SH SHARED 02 6777 D NOVASTAR FINL INC COM 66994740 6 200 SH SHARED 10 200 D NUANCE COMMUNICATIONS INC COM 66996710 4 1986 SH SHARED 1986 D NUANCE COMMUNICATIONS INC COM 66996710 19 8908 SH SHARED 01 8908 D NUANCE COMMUNICATIONS INC COM 66996710 42 19602 SH SHARED 02 19602 D NOVAVAX INC COM 67000210 20 5200 SH SHARED 01 5200 D NOVAVAX INC COM 67000210 12 3189 SH SHARED 02 3189 D NOVELL INC COM 67000610 1597 743076 SH SHARED 737076 6000 D NOVELL INC COM 67000610 47 22000 SH SHR/OTHR 22000 D NOVELL INC COM 67000610 228 106190 SH SHARED 01 105190 1000 D NOVELL INC COM 67000610 758 352644 SH SHARED 02 352644 D NOVELL INC COM 67000610 4 2081 SH SHARED 05 2081 D NOVELL INC COM 67000610 5 2500 SH SHARED 10 2500 D NOVELL INC COM 67000610 509 236814 SH SHR/OTHR 10 236814 D NOVELLUS SYS INC COM 67000810 22470 823986 SH SHARED 799736 3500 20750 D NOVELLUS SYS INC COM 67000810 10 400 SH SHR/OTHR 400 D NOVELLUS SYS INC COM 67000810 2879 105596 SH SHARED 01 94420 11176 D NOVELLUS SYS INC COM 67000810 40 1487 SH SHR/OTHR 01 1487 D NOVELLUS SYS INC COM 67000810 2527 92696 SH SHARED 02 92696 D NOVELLUS SYS INC COM 67000810 42 1546 SH SHARED 05 1546 D NOVELLUS SYS INC COM 67000810 370 13600 SH SHARED 06 13600 D NOVELLUS SYS INC COM 67000810 6130 224800 SH SHARED 10 224800 D NOVELLUS SYS INC COM 67000810 13790 505703 SH SHR/OTHR 10 505703 D NOVELLUS SYS INC COM 67000810 1451 53218 SH SHARED 14 53218 D NOVEN PHARMACEUTICALS INC COM 67000910 191 13553 SH SHARED 13553 D NOVEN PHARMACEUTICALS INC COM 67000910 69 4900 SH SHARED 01 4900 D NOVEN PHARMACEUTICALS INC COM 67000910 243 17220 SH SHARED 02 17220 D NOVEN PHARMACEUTICALS INC COM 67000910 11 810 SH SHARED 10 810 D NOVOSTE CORP COM 67010C10 94 10417 SH SHARED 10417 D NOVOSTE CORP COM 67010C10 28 3100 SH SHARED 01 3100 D NOVOSTE CORP COM 67010C10 30 3367 SH SHARED 02 3367 D NOVO-NORDISK A S ADR 67010020 198 6017 SH SHARED 2307 3710 D NOVO-NORDISK A S ADR 67010020 6 200 SH SHR/OTHR 200 D NOVO-NORDISK A S ADR 67010020 251 7639 SH SHARED 01 139 7500 D NU SKIN ENTERPRISES INC CL A 67018T10 28 2869 SH SHARED 2869 D NU SKIN ENTERPRISES INC CL A 67018T10 399 39643 SH SHARED 01 39643 D NU SKIN ENTERPRISES INC CL A 67018T10 337 33509 SH SHARED 02 33509 D NSTAR COM 67019E10 912 22810 SH SHARED 22810 D NSTAR COM 67019E10 790 19763 SH SHARED 01 19743 20 D NSTAR COM 67019E10 29 738 SH SHR/OTHR 01 738 D NSTAR COM 67019E10 610 15260 SH SHARED 02 15260 D NUCOR CORP COM 67034610 57 1500 SH SHARED 1500 D NUCOR CORP COM 67034610 6199 162406 SH SHARED 158506 3900 D NUCOR CORP COM 67034610 1950 51105 SH SHARED 01 47489 2300 1316 D NUCOR CORP COM 67034610 83 2200 SH SHR/OTHR 01 2200 D NUCOR CORP COM 67034610 3790 99295 SH SHARED 02 99295 D NUCOR CORP COM 67034610 763 20000 SH SHARED 04 20000 D NUCOR CORP COM 67034610 18 482 SH SHARED 05 482 D NUCOR CORP COM 67034610 26 700 SH SHARED 06 700 D NUCOR CORP COM 67034610 10464 274166 SH SHR/OTHR 10 274166 D NUCOR CORP COM 67034610 41 1100 SH SHARED 14 1100 D NUEVO ENERGY CO COM 67050910 20 1526 SH SHARED 1526 D NUEVO ENERGY CO COM 67050910 422 31200 SH SHARED 01 31200 D NUEVO ENERGY CO COM 67050910 147 10887 SH SHARED 02 10887 D NUVEEN INSD PREM INCOME MUN COM 6706D810 26 1804 SH SHARED 1804 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 71 5500 SH SHR/OTHR 01 5500 D NUVEEN CALIF PREM INCOME MUN COM 6706L010 33 2500 SH SHR/OTHR 01 2500 D NUTRACEUTICAL INTL CORP COM 67060Y10 11 1431 SH SHARED 02 1431 D NUVEEN INSD CALIF PREM INCOM COM 67061X10 16 1000 SH SHARED 1000 D NUVEEN CA INVT QUALITY MUN F COM 67062A10 89 6000 SH SHR/OTHR 01 6000 D NUVEEN CALIF MUN VALUE FD COM 67062C10 5 580 SH SHARED 580 D NUVEEN INSD QUALITY MUN FD I COM 67062N10 16 1000 SH SHR/OTHR 1000 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 43 3000 SH SHR/OTHR 01 3000 D NVIDIA CORP NOTE 4.750%10/1 67066GAA 12051 13000000 PRN SHARED 13000000 D NVIDIA CORP NOTE 4.750%10/1 67066GAA 2224 2400000 PRN SHARED 10 2400000 D NVIDIA CORP COM 67066G10 5200 403788 SH SHARED 403588 200 D NVIDIA CORP COM 67066G10 480 37300 SH SHARED 01 33400 3900 D NVIDIA CORP COM 67066G10 1056 82045 SH SHARED 02 82045 D NVIDIA CORP COM 67066G10 4508 350000 SH SHARED 04 350000 D NVIDIA CORP COM 67066G10 7 614 SH SHARED 05 614 D NVIDIA CORP COM 67066G10 966 75000 SH SHARED 06 75000 D NVIDIA CORP COM 67066G10 1346 104541 SH SHR/OTHR 10 104541 D NVIDIA CORP COM 67066G10 154 12000 SH SHARED 14 12000 D NUVEEN NY DIVID ADVNTG MUN F COM 67066X10 23 1600 SH SHARED 01 1600 D NUVEEN CT DIVID ADVANTAGE MU COM SH BEN INT 67069T10 7 500 SH SHARED 500 D NUVEEN CA DIV ADVANTG MUN FD COM 67069X10 68 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 7 2012 SH SHARED 2012 D NYFIX INC COM 67071210 33 9136 SH SHARED 01 9136 D NYFIX INC COM 67071210 58 15703 SH SHARED 02 15703 D NYFIX INC COM 67071210 4 1100 SH SHARED 10 1100 D O CHARLEYS INC COM 67082310 5442 283912 SH SHARED 283912 D O CHARLEYS INC COM 67082310 244 12771 SH SHARED 12771 D O CHARLEYS INC COM 67082310 140 7350 SH SHARED 01 7350 D O CHARLEYS INC COM 67082310 202 10565 SH SHARED 02 10565 D OGE ENERGY CORP COM 67083710 269 15000 SH SHARED 15000 D OGE ENERGY CORP COM 67083710 409 22787 SH SHARED 17087 5700 D OGE ENERGY CORP COM 67083710 71 3980 SH SHR/OTHR 3980 D OGE ENERGY CORP COM 67083710 566 31540 SH SHARED 01 31540 D OGE ENERGY CORP COM 67083710 8 500 SH SHR/OTHR 01 500 D OGE ENERGY CORP COM 67083710 540 30053 SH SHARED 02 30053 D OM GROUP INC COM 67087210 295 33734 SH SHARED 33734 D OM GROUP INC COM 67087210 190 21823 SH SHARED 01 21823 D OM GROUP INC COM 67087210 34 3916 SH SHARED 02 3916 D NUVEEN INVTS INC CL A 67090F10 195 8767 SH SHARED 01 8767 D NUVEEN INVTS INC CL A 67090F10 29 1300 SH SHARED 02 1300 D NUVEEN PA INVT QUALITY MUN F COM 67097210 9 600 SH SHARED 600 D NUVEEN NY SELECT QUALITY MUN COM 67097610 106 7000 SH SHR/OTHR 01 7000 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 84 5300 SH SHARED 5300 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 3 204 SH SHR/OTHR 204 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 158 10000 SH SHR/OTHR 01 10000 D NUVEEN CALIF QUALITY INCM MU COM 67098510 239 15450 SH SHR/OTHR 01 8000 7450 D NUVEEN NY QUALITY INCM MUN F COM 67098610 105 7200 SH SHR/OTHR 01 7200 D OSI PHARMACEUTICALS INC NOTE 4.000% 2/0 671040AB 762 1000000 PRN SHARED 02 1000000 D OSI PHARMACEUTICALS INC COM 67104010 106 6661 SH SHARED 6661 D OSI PHARMACEUTICALS INC COM 67104010 315 19688 SH SHARED 01 19688 D OSI PHARMACEUTICALS INC COM 67104010 482 30164 SH SHARED 02 30164 D OSI PHARMACEUTICALS INC COM 67104010 24251 1515700 SH SHARED 04 1515700 D OSI PHARMACEUTICALS INC COM 67104010 6 400 SH SHARED 10 400 D OSI PHARMACEUTICALS INC COM 67104010 80 5000 SH SHR/OTHR 10 5000 D OSI PHARMACEUTICALS INC COM 67104010 273 17100 SH SHARED 14 17100 D OSI SYSTEMS INC COM 67104410 1801 113935 SH SHARED 65235 48700 D OSI SYSTEMS INC COM 67104410 58 3700 SH SHARED 01 3700 D OSI SYSTEMS INC COM 67104410 252 16000 SH SHARED 02 16000 D OSI SYSTEMS INC COM 67104410 681 43100 SH SHARED 05 43100 D OSI SYSTEMS INC COM 67104410 701 44400 SH SHR/OTHR 10 44400 D OAK HILL FINL INC COM 67133710 16 693 SH SHARED 02 693 D OAK TECHNOLOGY INC COM 67180210 11 3316 SH SHARED 3316 D OAK TECHNOLOGY INC COM 67180210 66 18964 SH SHARED 01 18964 D OAK TECHNOLOGY INC COM 67180210 120 34100 SH SHARED 02 34100 D OAKLEY INC COM 67366210 28 3500 SH SHARED 3500 D OAKLEY INC COM 67366210 58 7076 SH SHARED 7076 D OAKLEY INC COM 67366210 63 7691 SH SHARED 01 7691 D OAKLEY INC COM 67366210 13 1594 SH SHR/OTHR 01 1594 D OAKLEY INC COM 67366210 389 47200 SH SHARED 02 47200 D OCCIDENTAL PETE CORP DEL COM 67459910 754 25200 SH SHARED 25200 D OCCIDENTAL PETE CORP DEL COM 67459910 81122 2707677 SH SHARED 2707272 405 D OCCIDENTAL PETE CORP DEL COM 67459910 5255 175408 SH SHARED 01 173908 1500 D OCCIDENTAL PETE CORP DEL COM 67459910 171 5736 SH SHR/OTHR 01 5736 D OCCIDENTAL PETE CORP DEL COM 67459910 4143 138316 SH SHARED 02 138316 D OCCIDENTAL PETE CORP DEL COM 67459910 5093 170000 SH SHARED 04 170000 D OCCIDENTAL PETE CORP DEL COM 67459910 537 17932 SH SHARED 05 17932 D OCCIDENTAL PETE CORP DEL COM 67459910 696 23232 SH SHARED 06 23232 D OCCIDENTAL PETE CORP DEL COM 67459910 7398 246947 SH SHR/OTHR 10 246947 D OCCIDENTAL PETE CORP DEL COM 67459910 89 3000 SH SHARED 14 3000 D OCE N V ADR 67462720 5 641 SH SHARED 01 641 D OCEAN ENERGY INC DEL COM 67481E10 3043 152153 SH SHARED 152153 D OCEAN ENERGY INC DEL COM 67481E10 2140 107022 SH SHARED 01 107022 D OCEAN ENERGY INC DEL COM 67481E10 60 3000 SH SHR/OTHR 01 3000 D OCEAN ENERGY INC DEL COM 67481E10 11582 579140 SH SHARED 02 579140 D OCEAN ENERGY INC DEL COM 67481E10 4000 200000 SH SHARED 04 200000 D OCEANEERING INTL INC COM 67523210 83 3800 SH SHARED 3800 D OCEANEERING INTL INC COM 67523210 180 8273 SH SHARED 8273 D OCEANEERING INTL INC COM 67523210 1960 89718 SH SHARED 01 89718 D OCEANEERING INTL INC COM 67523210 311 14241 SH SHARED 02 14241 D OCEANFIRST FINL CORP COM 67523410 95 4470 SH SHARED 4470 D OCEANFIRST FINL CORP COM 67523410 557 26202 SH SHARED 01 26202 D OCEANFIRST FINL CORP COM 67523410 134 6300 SH SHARED 02 6300 D OCTEL CORP COM 67572710 8 584 SH SHARED 584 D OCTEL CORP COM 67572710 43 3000 SH SHARED 01 3000 D OCTEL CORP COM 67572710 86 6000 SH SHARED 02 6000 D OCULAR SCIENCES INC COM 67574410 56 4086 SH SHARED 4086 D OCULAR SCIENCES INC COM 67574410 70 5036 SH SHARED 01 5036 D OCULAR SCIENCES INC COM 67574410 143 10300 SH SHARED 02 10300 D OCULAR SCIENCES INC COM 67574410 8 630 SH SHARED 10 630 D OCWEN FINL CORP COM 67574610 16 5549 SH SHARED 5549 D OCWEN FINL CORP COM 67574610 36 12000 SH SHARED 01 11200 800 D OCWEN FINL CORP COM 67574610 68 22600 SH SHARED 02 22600 D ODYSSEY HEALTHCARE INC COM 67611V10 21 898 SH SHARED 898 D ODYSSEY HEALTHCARE INC COM 67611V10 142 6000 SH SHARED 01 6000 D ODYSSEY HEALTHCARE INC COM 67611V10 263 11100 SH SHARED 02 11100 D ODYSSEY RE HLDGS CORP DBCV 4.375% 6/1 67612WAB 1146 1000000 PRN SHARED 1000000 D ODYSSEY RE HLDGS CORP COM 67612W10 41 2303 SH SHARED 2303 D ODYSSEY RE HLDGS CORP COM 67612W10 167 9274 SH SHARED 01 9274 D ODYSSEY RE HLDGS CORP COM 67612W10 184 10200 SH SHARED 02 10200 D OFFICEMAX INC COM 67622M10 354 68799 SH SHARED 68799 D OFFICEMAX INC COM 67622M10 409 79479 SH SHARED 01 79479 D OFFICEMAX INC COM 67622M10 359 69900 SH SHARED 02 69900 D OFFICE DEPOT INC COM 67622010 13270 1121792 SH SHARED 880386 241406 D OFFICE DEPOT INC COM 67622010 508 42992 SH SHR/OTHR 42992 D OFFICE DEPOT INC COM 67622010 9215 779007 SH SHARED 01 779007 D OFFICE DEPOT INC COM 67622010 2568 217084 SH SHARED 02 217084 D OFFICE DEPOT INC COM 67622010 107 9057 SH SHARED 05 9057 D OFFICE DEPOT INC COM 67622010 38 3253 SH SHARED 06 3253 D OFFICE DEPOT INC COM 67622010 492 41600 SH SHARED 07 41600 D OFFICE DEPOT INC COM 67622010 14865 1256600 SH SHARED 10 1256600 D OFFICE DEPOT INC COM 67622010 2356 199172 SH SHR/OTHR 10 199172 D OFFICE DEPOT INC COM 67622010 791 66900 SH SHARED 14 66900 D OFFSHORE LOGISTICS INC NOTE 6.000%12/1 676255AF 3643 3600000 PRN SHARED 3600000 D OFFSHORE LOGISTICS INC COM 67625510 28 1563 SH SHARED 1563 D OFFSHORE LOGISTICS INC COM 67625510 101 5608 SH SHARED 01 5608 D OFFSHORE LOGISTICS INC COM 67625510 207 11519 SH SHARED 02 11519 D OHIO CAS CORP NOTE 5.000% 3/1 677240AC 1357 1395000 PRN SHARED 1395000 D OHIO CAS CORP NOTE 5.000% 3/1 677240AC 1 1600 PRN SHARED 01 1600 D OHIO CAS CORP COM 67724010 202 15669 SH SHARED 15669 D OHIO CAS CORP COM 67724010 624 48328 SH SHR/OTHR 48328 D OHIO CAS CORP COM 67724010 393 30452 SH SHARED 01 30452 D OHIO CAS CORP COM 67724010 595 46055 SH SHARED 02 46055 D OHIO CAS CORP COM 67724010 9 700 SH SHARED 10 700 D OHIO CAS CORP COM 67724010 4343 336155 SH SHR/OTHR 10 336155 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 50 920 SH SHARED 920 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 4 80 SH SHARED 01 80 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 7149 129900 SH SHARED 02 129900 D OIL STS INTL INC COM 67802610 8 728 SH SHARED 728 D OIL STS INTL INC COM 67802610 40 3400 SH SHARED 01 3400 D OIL STS INTL INC COM 67802610 123 10300 SH SHARED 02 10300 D OLD DOMINION FGHT LINES INC COM 67958010 42 1360 SH SHARED 02 1360 D OLD NATL BANCORP IND COM 68003310 728 34034 SH SHARED 34034 D OLD NATL BANCORP IND COM 68003310 284 13272 SH SHARED 01 13272 D OLD NATL BANCORP IND COM 68003310 85 4010 SH SHARED 02 4010 D OLD REP INTL CORP COM 68022310 494 18500 SH SHARED 18500 D OLD REP INTL CORP COM 68022310 1354 50628 SH SHARED 49053 1575 D OLD REP INTL CORP COM 68022310 1055 39459 SH SHARED 01 39459 D OLD REP INTL CORP COM 68022310 3 112 SH SHR/OTHR 01 112 D OLD REP INTL CORP COM 68022310 1815 67878 SH SHARED 02 67878 D OLD REP INTL CORP COM 68022310 50 1900 SH SHARED 06 1900 D OLD SECOND BANCORP INC ILL COM 68027710 19 523 SH SHARED 523 D OLD SECOND BANCORP INC ILL COM 68027710 65 1732 SH SHARED 01 1732 D OLD SECOND BANCORP INC ILL COM 68027710 158 4200 SH SHARED 02 4200 D OLIN CORP COM PAR $1 68066520 201 11100 SH SHARED 11100 D OLIN CORP COM PAR $1 68066520 231 12760 SH SHARED 12760 D OLIN CORP COM PAR $1 68066520 487 26854 SH SHARED 01 26854 D OLIN CORP COM PAR $1 68066520 54 3000 SH SHR/OTHR 01 3000 D OLIN CORP COM PAR $1 68066520 1286 70800 SH SHARED 02 70800 D OMNICARE INC SDCV 5.000%12/0 681904AD 998 1000000 PRN SHARED 1000000 D OMNICARE INC COM 68190410 1297 47700 SH SHARED 47700 D OMNICARE INC COM 68190410 732 26920 SH SHARED 01 26920 D OMNICARE INC COM 68190410 782 28774 SH SHARED 02 28774 D OMNICOM GROUP INC NOTE 2/0 681919AK 110587112500000 PRN SHARED 112500000 D OMNICOM GROUP INC NOTE 2/0 681919AK 9596 9762000 PRN SHARED 02 9762000 D OMNICOM GROUP INC NOTE 7/3 681919AM 84896 84727000 PRN SHARED 84727000 D OMNICOM GROUP INC NOTE 7/3 681919AM 7707 7692000 PRN SHARED 02 7692000 D OMNICOM GROUP INC COM 68191910 33505 618521 SH SHARED 452881 165640 D OMNICOM GROUP INC COM 68191910 1294 23900 SH SHR/OTHR 23900 D OMNICOM GROUP INC COM 68191910 7394 136500 SH SHARED 01 132500 4000 D OMNICOM GROUP INC COM 68191910 1577 29124 SH SHR/OTHR 01 27924 1200 D OMNICOM GROUP INC COM 68191910 5977 110343 SH SHARED 02 110343 D OMNICOM GROUP INC COM 68191910 343 6350 SH SHARED 03 2650 3700 D OMNICOM GROUP INC COM 68191910 535 9894 SH SHARED 05 9894 D OMNICOM GROUP INC COM 68191910 176 3250 SH SHARED 06 3250 D OMNICOM GROUP INC COM 68191910 38848 717160 SH SHARED 10 269510 447650 D OMNICOM GROUP INC COM 68191910 6031 111346 SH SHR/OTHR 10 111346 D OMNICOM GROUP INC COM 68191910 2331 43048 SH SHARED 14 43048 D OMEGA HEALTHCARE INVS INC COM 68193610 4 1943 SH SHARED 943 1000 D OMEGA HEALTHCARE INVS INC COM 68193610 22 9800 SH SHARED 02 9800 D 1-800 CONTACTS INC COM 68197710 4 206 SH SHARED 206 D 1-800 CONTACTS INC COM 68197710 34 1700 SH SHARED 01 1700 D 1-800 CONTACTS INC COM 68197710 69 3424 SH SHARED 02 3424 D OMEGA FINL CORP COM 68209210 18 540 SH SHARED 540 D OMEGA FINL CORP COM 68209210 86 2500 SH SHARED 01 2500 D OMEGA FINL CORP COM 68209210 173 5000 SH SHARED 02 5000 D OMEGA PROTEIN CORP COM 68210P10 511 91300 SH SHARED 91300 D OMEGA PROTEIN CORP COM 68210P10 17 3061 SH SHARED 02 3061 D OMNIVISION TECHNOLOGIES INC COM 68212810 44 2162 SH SHARED 2162 D OMNIVISION TECHNOLOGIES INC COM 68212810 468 22600 SH SHARED 01 22600 D OMNIVISION TECHNOLOGIES INC COM 68212810 391 18874 SH SHARED 02 18874 D OMNOVA SOLUTIONS INC COM 68212910 7 2455 SH SHARED 2455 D OMNOVA SOLUTIONS INC COM 68212910 46 15600 SH SHARED 01 15600 D OMNOVA SOLUTIONS INC COM 68212910 71 24388 SH SHARED 02 24388 D OMNICELL INC COM 68213N10 61 18603 SH SHARED 18603 D OMNICELL INC COM 68213N10 29 8800 SH SHARED 02 8800 D ON ASSIGNMENT INC COM 68215910 91 21531 SH SHARED 21531 D ON ASSIGNMENT INC COM 68215910 29 6923 SH SHARED 01 6923 D ON ASSIGNMENT INC COM 68215910 118 28058 SH SHARED 02 28058 D ON SEMICONDUCTOR CORP COM 68218910 2 1895 SH SHARED 1895 D ON SEMICONDUCTOR CORP COM 68218910 10 8308 SH SHARED 01 8308 D ON SEMICONDUCTOR CORP COM 68218910 21 16900 SH SHARED 02 16900 D 1 800 FLOWERS COM CL A 68243Q10 4 710 SH SHARED 710 D 1 800 FLOWERS COM CL A 68243Q10 56 8400 SH SHARED 01 8400 D 1 800 FLOWERS COM CL A 68243Q10 50 7500 SH SHARED 02 7500 D ONEIDA FINL CORP COM 68247810 15 623 SH SHARED 02 623 D ONEIDA LTD COM 68250510 9 906 SH SHARED 906 D ONEIDA LTD COM 68250510 56 5250 SH SHARED 01 5250 D ONEIDA LTD COM 68250510 94 8800 SH SHARED 02 8800 D ONEOK INC NEW COM 68268010 381 20794 SH SHARED 19044 1750 D ONEOK INC NEW COM 68268010 1684 91839 SH SHARED 01 89539 2300 D ONEOK INC NEW COM 68268010 1059 57760 SH SHARED 02 57760 D ONEOK INC NEW COM 68268010 51 2800 SH SHARED 10 2800 D ONI SYSTEMS CORP NOTE 5.000%10/1 68273FAA 689 706000 PRN SHARED 02 706000 D ONYX PHARMACEUTICALS INC COM 68339910 63 7648 SH SHARED 7648 D ONYX PHARMACEUTICALS INC COM 68339910 36 4400 SH SHARED 01 4400 D ONYX PHARMACEUTICALS INC COM 68339910 33 4000 SH 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22 808 SH SHARED 01 808 D OPEN TEXT CORP COM 68371510 40 1473 SH SHARED 02 1473 D OPENWAVE SYS INC COM 68371810 332 234387 SH SHARED 234387 D OPENWAVE SYS INC COM 68371810 67 47214 SH SHARED 01 47214 D OPENWAVE SYS INC COM 68371810 169 119406 SH SHARED 02 119406 D OPLINK COMMUNICATIONS INC COM 68375Q10 15 15420 SH SHARED 15420 D OPLINK COMMUNICATIONS INC COM 68375Q10 24 24738 SH SHARED 01 24738 D OPLINK COMMUNICATIONS INC COM 68375Q10 61 62300 SH SHARED 02 62300 D OPNET TECHNOLOGIES INC COM 68375710 3 623 SH SHARED 623 D OPNET TECHNOLOGIES INC COM 68375710 19 3600 SH SHARED 01 3600 D OPNET TECHNOLOGIES INC COM 68375710 37 6860 SH SHARED 02 6860 D OPTICAL COMMUNICATION PRODS CL A 68382T10 13 13632 SH SHARED 13632 D OPTICAL COMMUNICATION PRODS CL A 68382T10 4 4509 SH SHARED 01 4509 D OPTICAL COMMUNICATION PRODS CL A 68382T10 8 9100 SH SHARED 02 9100 D OPSWARE INC COM 68383A10 0 1 SH SHARED 01 1 D OPSWARE INC COM 68383A10 19 10072 SH SHARED 02 10072 D OPTICARE HEALTH SYS INC COM 68386P10 0 3 SH SHARED 02 3 D OPTIMAL ROBOTICS CORP CL A NEW 68388R20 13 2299 SH SHARED 2299 D OPTIMAL ROBOTICS CORP CL A NEW 68388R20 1 298 SH SHARED 01 298 D ORACLE CORP COM 68389X10 198 18270 SH SHARED 540 17730 D ORACLE CORP COM 68389X10 355229 32743028 SH SHARED 26056812 54700 6631516 D ORACLE CORP COM 68389X10 4149 382468 SH SHR/OTHR 382468 D ORACLE CORP COM 68389X10 27950 2576300 SH SHARED 01 2481133 6120 89047 D ORACLE CORP COM 68389X10 1866 172067 SH SHR/OTHR 01 130167 41900 D ORACLE CORP COM 68389X10 29658 2733744 SH SHARED 02 2733744 D ORACLE CORP COM 68389X10 5186 478100 SH SHARED 03 327100 151000 D ORACLE CORP COM 68389X10 38221 3523000 SH SHARED 04 3523000 D ORACLE CORP COM 68389X10 57656 5314435 SH SHARED 05 5314435 D ORACLE CORP COM 68389X10 3228 297594 SH SHARED 06 297594 D ORACLE CORP COM 68389X10 9640 888621 SH SHARED 07 888621 D ORACLE CORP COM 68389X10 6957 641290 SH SHARED 08 641290 D ORACLE CORP COM 68389X10 2080 191724 SH SHARED 09 191724 D ORACLE CORP COM 68389X10 172846 15932000 SH SHARED 10 6731800 9200200 D ORACLE CORP COM 68389X10 38069 3509025 SH SHR/OTHR 10 3509025 D ORACLE CORP COM 68389X10 2621 241615 SH SHARED 14 241615 D OPTION CARE INC COM 68394810 6 742 SH SHARED 742 D OPTION CARE INC COM 68394810 37 4400 SH SHARED 01 4400 D OPTION CARE INC COM 68394810 65 7700 SH SHARED 02 7700 D ORASURE TECHNOLOGIES INC COM 68554V10 155 26626 SH SHARED 26626 D ORASURE TECHNOLOGIES INC COM 68554V10 44 7665 SH SHARED 01 7665 D ORASURE TECHNOLOGIES INC COM 68554V10 150 25800 SH SHARED 02 25800 D ORBITAL SCIENCES CORP COM 68556410 173 33575 SH SHARED 33575 D ORBITAL SCIENCES CORP COM 68556410 68 13244 SH SHARED 01 13244 D ORBITAL SCIENCES CORP COM 68556410 142 27600 SH SHARED 02 27600 D ORBITAL SCIENCES CORP *W EXP 08/31/200 68556413 18 10000 SH SHARED 10000 D ORCHID BIOSCIENCES INC COM 68571P10 13 35800 SH SHARED 35800 D OREGON STL MLS INC COM 68607910 4 1716 SH SHARED 1716 D OREGON STL MLS INC COM 68607910 11 4700 SH SHARED 01 4700 D OREGON STL MLS INC COM 68607910 36 15600 SH SHARED 02 15600 D O REILLY AUTOMOTIVE INC COM 68609110 49 1843 SH SHARED 1843 D O REILLY AUTOMOTIVE INC COM 68609110 119 4427 SH SHARED 01 4427 D O REILLY AUTOMOTIVE INC COM 68609110 43 1600 SH SHR/OTHR 01 800 800 D O REILLY AUTOMOTIVE INC COM 68609110 2410 89048 SH SHARED 02 89048 D ORIENTAL FINL GROUP INC COM 68618W10 63 2937 SH SHARED 2937 D ORIENTAL FINL GROUP INC COM 68618W10 242 11238 SH SHARED 01 11238 D ORIENTAL FINL GROUP INC COM 68618W10 179 8300 SH SHARED 02 8300 D ORIX CORP NOTE 0.375% 3/3 686330AA 0554000000 PRN SHARED 554000000 D ORIX CORP SPONSORED ADR 68633010 8 324 SH SHARED 01 324 D ORIX CORP SPONSORED ADR 68633010 30 1160 SH SHARED 02 1160 D ORLEANS HOMEBUILDERS INC COM 68658810 9 1312 SH SHARED 02 1312 D ORPHAN MED INC COM 68730310 11 1327 SH SHARED 02 1327 D ORPHAN MED INC COM 68730310 1903 226600 SH SHARED 04 226600 D ORTHOLOGIC CORP COM 68750J10 6 1766 SH SHARED 1766 D ORTHOLOGIC CORP COM 68750J10 20 6000 SH SHR/OTHR 6000 D ORTHOLOGIC CORP COM 68750J10 16 4900 SH SHARED 01 4900 D ORTHOLOGIC CORP COM 68750J10 65 19400 SH SHARED 02 19400 D ORTHODONTIC CTRS AMER INC COM 68750P10 16 3200 SH SHARED 01 3200 D ORTHODONTIC CTRS AMER INC COM 68750P10 40 7704 SH SHARED 02 7704 D OSHKOSH B GOSH INC CL A 68822220 42 1621 SH SHARED 621 1000 D OSHKOSH B GOSH INC CL A 68822220 291 11228 SH SHARED 01 10948 280 D OSHKOSH B GOSH INC CL A 68822220 164 6319 SH SHARED 02 6319 D OSHKOSH TRUCK CORP COM 68823920 247 3970 SH SHARED 3970 D OSHKOSH TRUCK CORP COM 68823920 3853 61850 SH SHARED 01 61850 D OSHKOSH TRUCK CORP COM 68823920 656 10538 SH SHARED 02 10538 D OSTEOTECH INC COM 68858210 114 18454 SH SHARED 18454 D OSTEOTECH INC COM 68858210 0 16 SH SHARED 01 16 D OSTEOTECH INC COM 68858210 14 2334 SH SHARED 02 2334 D OTTER TAIL CORP COM 68964810 42 1626 SH SHARED 1626 D OTTER TAIL CORP COM 68964810 271 10500 SH SHARED 01 10500 D OTTER TAIL CORP COM 68964810 417 16118 SH SHARED 02 16118 D OUTBACK STEAKHOUSE INC COM 68989910 1417 40059 SH SHARED 37059 3000 D OUTBACK STEAKHOUSE INC COM 68989910 106 3000 SH SHR/OTHR 3000 D OUTBACK STEAKHOUSE INC COM 68989910 1882 53198 SH SHARED 01 53198 D OUTBACK STEAKHOUSE INC COM 68989910 922 26081 SH SHARED 02 26081 D OVERLAND STORAGE INC COM 69031010 37 2592 SH SHARED 383 2209 D OVERLAND STORAGE INC COM 69031010 31 2209 SH SHR/OTHR 2209 D OVERLAND STORAGE INC COM 69031010 35 2501 SH SHARED 01 2501 D OVERLAND STORAGE INC COM 69031010 75 5277 SH SHARED 02 5277 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 127 7643 SH SHARED 7643 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 220 13200 SH SHARED 01 13200 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 442 26469 SH SHARED 02 26469 D OVERSTOCK COM INC DEL COM 69037010 196 20181 SH SHARED 20181 D OVERSTOCK COM INC DEL COM 69037010 32 3327 SH SHARED 01 3327 D OVERSTOCK COM INC DEL COM 69037010 20 2100 SH SHARED 02 2100 D OVERTURE SVCS INC COM 69039R10 355 23455 SH SHARED 23455 D OVERTURE SVCS INC COM 69039R10 1901 125349 SH SHARED 01 125349 D OVERTURE SVCS INC COM 69039R10 800 52786 SH SHARED 02 48286 4500 D OVERTURE SVCS INC COM 69039R10 7014 462400 SH SHARED 04 462400 D OVERTURE SVCS INC COM 69039R10 6 400 SH SHARED 10 400 D OWENS & MINOR INC NEW COM 69073210 39 2259 SH SHARED 2259 D OWENS & MINOR INC NEW COM 69073210 186 10625 SH SHARED 01 10625 D OWENS & MINOR INC NEW COM 69073210 537 30633 SH SHARED 02 30633 D OWENS ILL INC COM NEW 69076840 76 8408 SH SHARED 8208 200 D OWENS ILL INC COM NEW 69076840 3036 335864 SH SHARED 01 335864 D OWENS ILL INC COM NEW 69076840 186 20585 SH SHARED 02 20585 D OWENS ILL INC COM NEW 69076840 69 7720 SH SHR/OTHR 10 7720 D OXFORD HEALTH PLANS INC COM 69147110 2024 66697 SH SHARED 65197 1500 D OXFORD HEALTH PLANS INC COM 69147110 1008 33218 SH SHARED 01 33218 D OXFORD HEALTH PLANS INC COM 69147110 1097 36147 SH SHARED 02 36147 D OXFORD HEALTH PLANS INC COM 69147110 33 1088 SH SHARED 06 1088 D OXFORD HEALTH PLANS INC COM 69147110 10164 334800 SH SHR/OTHR 10 334800 D OXFORD INDS INC COM 69149730 6 246 SH SHARED 246 D OXFORD INDS INC COM 69149730 27 1100 SH SHARED 01 1100 D OXFORD INDS INC COM 69149730 93 3773 SH SHARED 02 3773 D P & O PRINCESS CRUISES PLC ADR 69307010 1631 61184 SH SHARED 61184 D P & O PRINCESS CRUISES PLC ADR 69307010 1918 71923 SH SHARED 01 71923 D P A M TRANSN SVCS INC COM 69314910 1 77 SH SHARED 77 D P A M TRANSN SVCS INC COM 69314910 89 4100 SH SHARED 01 4100 D P A M TRANSN SVCS INC COM 69314910 41 1900 SH SHARED 02 1900 D P C CONNECTION COM 69318J10 2 491 SH SHARED 491 D P C CONNECTION COM 69318J10 4 850 SH SHARED 01 850 D P C CONNECTION COM 69318J10 30 5720 SH SHARED 02 5720 D PC-TEL INC COM 69325Q10 11 1299 SH SHARED 1299 D PC-TEL INC COM 69325Q10 128 14300 SH SHARED 01 14300 D PC-TEL INC COM 69325Q10 111 12394 SH SHARED 02 12394 D PDF SOLUTIONS INC COM 69328210 4 674 SH SHARED 674 D PDF SOLUTIONS INC COM 69328210 53 8370 SH SHARED 01 8370 D PDF SOLUTIONS INC COM 69328210 46 7300 SH SHARED 02 7300 D PDI INC COM 69329V10 3 535 SH SHARED 535 D PDI INC COM 69329V10 19 2700 SH SHARED 01 2700 D PDI INC COM 69329V10 37 5000 SH SHARED 02 5000 D PG&E CORP COM 69331C10 373 27800 SH SHARED 27800 D PG&E CORP COM 69331C10 11090 824596 SH SHARED 821196 3400 D PG&E CORP COM 69331C10 2471 183734 SH SHARED 01 178734 5000 D PG&E CORP COM 69331C10 64 4800 SH SHR/OTHR 01 4800 D PG&E CORP COM 69331C10 3347 248915 SH SHARED 02 248915 D PG&E CORP COM 69331C10 30 2254 SH SHARED 05 2254 D PG&E CORP COM 69331C10 73 5490 SH SHARED 06 5490 D PG&E CORP COM 69331C10 3424 254638 SH SHR/OTHR 10 254638 D PG&E CORP COM 69331C10 363 27000 SH SHARED 14 27000 D PFF BANCORP INC COM 69331W10 45 1420 SH SHARED 1420 D PFF BANCORP INC COM 69331W10 182 5700 SH SHARED 01 5700 D PFF BANCORP INC COM 69331W10 198 6200 SH SHARED 02 6200 D PFF BANCORP INC COM 69331W10 25 810 SH SHARED 10 810 D P F CHANGS CHINA BISTRO INC COM 69333Y10 115 3110 SH SHARED 3110 D P F CHANGS CHINA BISTRO INC COM 69333Y10 3232 87372 SH SHARED 01 86472 900 D P F CHANGS CHINA BISTRO INC COM 69333Y10 25 676 SH SHR/OTHR 01 676 D P F CHANGS CHINA BISTRO INC COM 69333Y10 388 10498 SH SHARED 02 10498 D PICO HLDGS INC COM NEW 69336620 6 486 SH SHARED 486 D PICO HLDGS INC COM NEW 69336620 31 2500 SH SHARED 01 2500 D PICO HLDGS INC COM NEW 69336620 49 4000 SH SHARED 02 4000 D PLX TECHNOLOGY INC COM 69341710 2 1059 SH SHARED 1059 D PLX TECHNOLOGY INC COM 69341710 12 5433 SH SHARED 01 5433 D PLX TECHNOLOGY INC COM 69341710 23 9700 SH SHARED 02 9700 D PMA CAP CORP DBCV 4.250% 9/3 693419AA 1237 1500000 PRN SHARED 1500000 D PMA CAP CORP CL A 69341920 251 37167 SH SHARED 37167 D PMA CAP CORP CL A 69341920 153 22680 SH SHARED 01 22680 D PMA CAP CORP CL A 69341920 108 16000 SH SHARED 02 16000 D PMC-SIERRA INC COM 69344F10 2965 498410 SH SHARED 498410 D PMC-SIERRA INC COM 69344F10 295 49684 SH SHARED 01 47794 1890 D PMC-SIERRA INC COM 69344F10 9 1538 SH SHR/OTHR 01 1538 D PMC-SIERRA INC COM 69344F10 504 84716 SH SHARED 02 84716 D PMC-SIERRA INC COM 69344F10 90 15200 SH SHARED 06 15200 D PMC-SIERRA INC COM 69344F10 1068 179646 SH SHR/OTHR 10 179646 D PMC-SIERRA INC COM 69344F10 475 79900 SH SHARED 14 79900 D PMI GROUP INC DBCV 2.500% 7/1 69344MAE 52 51000 PRN SHARED 02 51000 D PMI GROUP INC COM 69344M10 398 15600 SH SHARED 15600 D PMI GROUP INC COM 69344M10 2896 113372 SH SHARED 113372 D PMI GROUP INC COM 69344M10 1003 39282 SH SHARED 01 39282 D PMI GROUP INC COM 69344M10 745 29192 SH SHARED 02 29192 D PMI GROUP INC COM 69344M10 2894 113300 SH SHARED 10 113300 D PNC FINL SVCS GROUP INC COM 69347510 283 6700 SH SHARED 6700 D PNC FINL SVCS GROUP INC COM 69347510 64558 1523330 SH SHARED 1023420 499910 D PNC FINL SVCS GROUP INC COM 69347510 296 7000 SH SHR/OTHR 7000 D PNC FINL SVCS GROUP INC COM 69347510 6166 145503 SH SHARED 01 136051 9452 D PNC FINL SVCS GROUP INC COM 69347510 213 5035 SH SHR/OTHR 01 5035 D PNC FINL SVCS GROUP INC COM 69347510 11705 276208 SH SHARED 02 276208 D PNC FINL SVCS GROUP INC COM 69347510 426 10074 SH SHARED 05 10074 D PNC FINL SVCS GROUP INC COM 69347510 283 6696 SH SHARED 06 6696 D PNC FINL SVCS GROUP INC COM 69347510 15943 376200 SH SHARED 10 318800 57400 D PNC FINL SVCS GROUP INC COM 69347510 80265 1893950 SH SHR/OTHR 10 1893950 D PNC FINL SVCS GROUP INC COM 69347510 94 2239 SH SHARED 14 2239 D POSCO SPONSORED ADR 69348310 9124 463150 SH SHARED 456330 6820 D POSCO SPONSORED ADR 69348310 1303 66180 SH SHARED 01 66180 D POSCO SPONSORED ADR 69348310 12 638 SH SHARED 02 638 D POSCO SPONSORED ADR 69348310 8770 445200 SH SHARED 04 445200 D POSCO SPONSORED ADR 69348310 127 6494 SH SHARED 05 6494 D POSCO SPONSORED ADR 69348310 1556 79000 SH SHARED 06 79000 D POSCO SPONSORED ADR 69348310 1430 72608 SH SHR/OTHR 10 72608 D POSCO SPONSORED ADR 69348310 120 6100 SH SHARED 12 6100 D PNM RES INC COM 69349H10 227 10106 SH SHARED 9056 1050 D PNM RES INC COM 69349H10 513 22846 SH SHARED 01 22396 450 D PNM RES INC COM 69349H10 699 31090 SH SHARED 02 31090 D PNM RES INC COM 69349H10 18 810 SH SHARED 10 810 D PPG INDS INC COM 69350610 30529 677227 SH SHARED 570457 106770 D PPG INDS INC COM 69350610 7426 164733 SH SHARED 01 163833 900 D PPG INDS INC COM 69350610 725 16100 SH SHR/OTHR 01 4100 12000 D PPG INDS INC COM 69350610 4275 94840 SH SHARED 02 94840 D PPG INDS INC COM 69350610 38 852 SH SHARED 05 852 D PPG INDS INC COM 69350610 166 3700 SH SHARED 06 3700 D PPG INDS INC COM 69350610 21174 469700 SH SHARED 10 33700 436000 D PPG INDS INC COM 69350610 4735 105047 SH SHR/OTHR 10 105047 D PPG INDS INC COM 69350610 59 1330 SH SHARED 14 1330 D PPL CORP COM 69351T10 388 10900 SH SHARED 10900 D PPL CORP COM 69351T10 15219 427390 SH SHARED 415690 11700 D PPL CORP COM 69351T10 21 600 SH SHR/OTHR 600 D PPL CORP COM 69351T10 3153 88548 SH SHARED 01 88448 100 D PPL CORP COM 69351T10 2586 72643 SH SHARED 02 72643 D PPL CORP COM 69351T10 46 1300 SH SHARED 06 1300 D PPL CORP COM 69351T10 3628 101899 SH SHR/OTHR 10 101899 D PRG-SCHULTZ INTERNATIONAL IN NOTE 4.750%11/2 69357CAA 12336 10850000 PRN SHARED 10850000 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 46 6427 SH SHARED 5827 600 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 105 14700 SH SHARED 01 14700 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 191 26625 SH SHARED 02 26625 D PS BUSINESS PKS INC CALIF COM 69360J10 137 4607 SH SHARED 4607 D PS BUSINESS PKS INC CALIF COM 69360J10 190 6400 SH SHARED 01 6400 D PS BUSINESS PKS INC CALIF COM 69360J10 182 6149 SH SHARED 02 6149 D PSS WORLD MED INC COM 69366A10 2399 367950 SH SHARED 367950 D PSS WORLD MED INC COM 69366A10 179 27593 SH SHARED 27593 D PSS WORLD MED INC COM 69366A10 166 25463 SH SHARED 01 25463 D PSS WORLD MED INC COM 69366A10 327 50300 SH SHARED 02 50300 D PTEK HLDGS INC COM 69366M10 48 13130 SH SHARED 13130 D PTEK HLDGS INC COM 69366M10 67 18188 SH SHARED 01 17688 500 D PTEK HLDGS INC COM 69366M10 106 28600 SH SHARED 02 28600 D PAC-WEST TELECOM INC COM 69371Y10 0 700 SH SHARED 700 D PACCAR INC COM 69371810 61644 1226269 SH SHARED 370027 856242 D PACCAR INC COM 69371810 3836 76308 SH SHR/OTHR 76308 D PACCAR INC COM 69371810 11074 220299 SH SHARED 01 80816 139483 D PACCAR INC COM 69371810 787 15669 SH SHR/OTHR 01 4162 11507 D PACCAR INC COM 69371810 3169 63058 SH SHARED 02 63058 D PACCAR INC COM 69371810 4544 90400 SH SHARED 04 90400 D PACCAR INC COM 69371810 7480 148801 SH SHARED 05 148801 D PACCAR INC COM 69371810 194 3870 SH SHARED 06 3870 D PACCAR INC COM 69371810 3525 70138 SH SHR/OTHR 10 70138 D PACER INTL INC TENN COM 69373H10 83 6662 SH SHARED 6662 D PACER INTL INC TENN COM 69373H10 7 638 SH SHARED 01 638 D PACER INTL INC TENN COM 69373H10 121 9707 SH SHARED 02 9707 D PACER INTL INC TENN COM 69373H10 331 26478 SH SHR/OTHR 10 26478 D PACIFIC CAP BANCORP NEW COM 69404P10 73 2439 SH SHARED 2439 D PACIFIC CAP BANCORP NEW COM 69404P10 795 26466 SH SHARED 01 26466 D PACIFIC CAP BANCORP NEW COM 69404P10 641 21332 SH SHARED 02 21332 D PACIFIC CREST CAP INC COM 69416610 33 2000 SH SHARED 2000 D PACIFIC NORTHWEST BANCORP COM 69466M10 19 709 SH SHARED 709 D PACIFIC NORTHWEST BANCORP COM 69466M10 178 6417 SH SHARED 01 6417 D PACIFIC NORTHWEST BANCORP COM 69466M10 283 10200 SH SHARED 02 10200 D PACIFIC SUNWEAR CALIF INC COM 69487310 874 42962 SH SHARED 33962 9000 D PACIFIC SUNWEAR CALIF INC COM 69487310 2779 136608 SH SHARED 01 136608 D PACIFIC SUNWEAR CALIF INC COM 69487310 17 843 SH SHR/OTHR 01 843 D PACIFIC SUNWEAR CALIF INC COM 69487310 1303 64052 SH SHARED 02 64052 D PACIFIC UN BK CALIF COM 69502510 49 4252 SH SHARED 4252 D PACIFIC UN BK CALIF COM 69502510 16 1400 SH SHARED 01 1400 D PACIFIC UN BK CALIF COM 69502510 74 6400 SH SHARED 02 6400 D PACIFICARE HEALTH SYS DEL COM 69511210 253 10500 SH SHARED 10500 D PACIFICARE HEALTH SYS DEL COM 69511210 205 8528 SH SHARED 8528 D PACIFICARE HEALTH SYS DEL COM 69511210 708 29344 SH SHARED 01 29344 D PACIFICARE HEALTH SYS DEL COM 69511210 1034 42848 SH SHARED 02 42848 D PACIFICARE HEALTH SYS DEL COM 69511210 17 720 SH SHARED 10 720 D PACKAGING CORP AMER COM 69515610 11113 617061 SH SHARED 368761 10200 238100 D PACKAGING CORP AMER COM 69515610 2737 152000 SH SHARED 01 152000 D PACKAGING CORP AMER COM 69515610 534 29664 SH SHARED 02 29664 D PACKAGING CORP AMER COM 69515610 293 16300 SH SHARED 05 16300 D PACKAGING CORP AMER COM 69515610 16372 909100 SH SHARED 10 781900 127200 D PACKAGING CORP AMER COM 69515610 23063 1280600 SH SHR/OTHR 10 1280600 D PACKAGING CORP AMER COM 69515610 75 4200 SH SHARED 12 4200 D PACKAGING DYNAMICS CORP COM 69516010 0 60 SH SHARED 01 60 D PACKETEER INC COM 69521010 86 8844 SH SHARED 8844 D PACKETEER INC COM 69521010 1679 171408 SH SHARED 01 171408 D PACKETEER INC COM 69521010 134 13679 SH SHARED 02 13679 D PACKETEER INC COM 69521010 19 2000 SH SHARED 05 2000 D PACTIV CORP COM 69525710 6643 327270 SH SHARED 324160 3110 D PACTIV CORP COM 69525710 849 41855 SH SHARED 01 40655 1200 D PACTIV CORP COM 69525710 2503 123309 SH SHARED 02 123309 D PACTIV CORP COM 69525710 23 1135 SH SHARED 05 1135 D PACTIV CORP COM 69525710 163 8038 SH SHARED 06 8038 D PACTIV CORP COM 69525710 2371 116800 SH SHARED 10 116800 D PACTIV CORP COM 69525710 1856 91441 SH SHR/OTHR 10 91441 D PAIN THERAPEUTICS INC COM 69562K10 1 933 SH SHARED 933 D PAIN THERAPEUTICS INC COM 69562K10 7 4400 SH SHARED 01 4400 D PAIN THERAPEUTICS INC COM 69562K10 16 9700 SH SHARED 02 9700 D PALL CORP COM 69642930 4670 233541 SH SHARED 233541 D PALL CORP COM 69642930 389 19487 SH SHARED 01 19487 D PALL CORP COM 69642930 275 13797 SH SHR/OTHR 01 12297 1500 D PALL CORP COM 69642930 1010 50523 SH SHARED 02 50523 D PALL CORP COM 69642930 282 14121 SH SHARED 05 14121 D PALL CORP COM 69642930 1624 81208 SH SHR/OTHR 10 81208 D PALM HARBOR HOMES COM 69663910 11 848 SH SHARED 848 D PALM HARBOR HOMES COM 69663910 66 4740 SH SHARED 01 4740 D PALM HARBOR HOMES COM 69663910 148 10500 SH SHARED 02 10500 D PALM INC COM NEW 69664220 0 5 SH SHARED 5 D PALM INC COM NEW 69664220 25 2597 SH SHARED 1946 651 D PALM INC COM NEW 69664220 172 17270 SH SHARED 01 17020 250 D PALM INC COM NEW 69664220 192 19317 SH SHARED 02 19317 D PALM INC COM NEW 69664220 7 800 SH SHARED 10 800 D PANAMSAT CORP NEW COM 69793310 2062 146096 SH SHARED 146096 D PANAMSAT CORP NEW COM 69793310 356 25253 SH SHARED 01 25253 D PANAMSAT CORP NEW COM 69793310 354 25135 SH SHARED 02 25135 D PANAMSAT CORP NEW COM 69793310 11 800 SH SHARED 06 800 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 155 4096 SH SHARED 4096 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 832 21998 SH SHARED 01 21998 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 885 23400 SH SHARED 02 23400 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 74 1980 SH SHARED 10 1980 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 7100 187600 SH SHR/OTHR 10 187600 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 84002 2219342 SH SHARED 11 1692042 527300 D PANERA BREAD CO CL A 69840W10 8770 287644 SH SHARED 182444 105200 D PANERA BREAD CO CL A 69840W10 3188 104587 SH SHARED 01 104587 D PANERA BREAD CO CL A 69840W10 478 15709 SH SHARED 02 15709 D PANERA BREAD CO CL A 69840W10 936 30700 SH SHARED 10 30700 D PANERA BREAD CO CL A 69840W10 408 13400 SH SHR/OTHR 10 13400 D PAPA JOHNS INTL INC COM 69881310 2290 91525 SH SHARED 91525 D PAPA JOHNS INTL INC COM 69881310 957 38255 SH SHARED 38255 D PAPA JOHNS INTL INC COM 69881310 241 9653 SH SHARED 01 9653 D PAPA JOHNS INTL INC COM 69881310 204 8161 SH SHARED 02 8161 D PARADYNE NETWORKS INC COM 69911G10 2 1663 SH SHARED 1663 D PARADYNE NETWORKS INC COM 69911G10 21 16600 SH SHARED 02 16600 D PARAMETRIC TECHNOLOGY CORP COM 69917310 1393 642054 SH SHARED 639268 2786 D PARAMETRIC TECHNOLOGY CORP COM 69917310 137 63450 SH SHARED 01 63450 D PARAMETRIC TECHNOLOGY CORP COM 69917310 590 272290 SH SHARED 02 272290 D PARAMETRIC TECHNOLOGY CORP COM 69917310 4 1864 SH SHARED 05 1864 D PARAMETRIC TECHNOLOGY CORP COM 69917310 9 4600 SH SHARED 10 4600 D PARAMETRIC TECHNOLOGY CORP COM 69917310 324 149352 SH SHR/OTHR 10 149352 D PAREXEL INTL CORP COM 69946210 120 8796 SH SHARED 8796 D PAREXEL INTL CORP COM 69946210 144 10504 SH SHARED 01 10504 D PAREXEL INTL CORP COM 69946210 199 14545 SH SHARED 02 14545 D PAREXEL INTL CORP COM 69946210 60 4430 SH SHARED 10 4430 D PARK ELECTROCHEMICAL CORP COM 70041620 29 1950 SH SHARED 1950 D PARK ELECTROCHEMICAL CORP COM 70041620 87 5795 SH SHARED 5795 D PARK ELECTROCHEMICAL CORP COM 70041620 90 6003 SH SHARED 01 6003 D PARK ELECTROCHEMICAL CORP COM 70041620 163 10790 SH SHARED 02 10790 D PARK NATL CORP COM 70065810 509 5461 SH SHR/OTHR 5461 D PARK NATL CORP COM 70065810 103 1110 SH SHARED 01 1110 D PARK NATL CORP COM 70065810 72 780 SH SHARED 02 780 D PARK PL ENTMT CORP COM 70069010 839 117849 SH SHARED 117849 D PARK PL ENTMT CORP COM 70069010 1347 189252 SH SHARED 01 188152 1100 D PARK PL ENTMT CORP COM 70069010 993 139561 SH SHARED 02 139561 D PARK PL ENTMT CORP COM 70069010 18 2550 SH SHARED 06 2550 D PARK PL ENTMT CORP COM 70069010 783 110075 SH SHR/OTHR 10 110075 D PARKER DRILLING CO COM 70108110 368 155334 SH SHARED 155334 D PARKER DRILLING CO COM 70108110 67 28553 SH SHARED 01 28553 D PARKER DRILLING CO COM 70108110 255 108000 SH SHARED 02 108000 D PARKER HANNIFIN CORP COM 70109410 67791 1749899 SH SHARED 251307 6300 1492292 D PARKER HANNIFIN CORP COM 70109410 4282 110535 SH SHR/OTHR 110535 D PARKER HANNIFIN CORP COM 70109410 2481 64060 SH SHARED 01 62260 1800 D PARKER HANNIFIN CORP COM 70109410 1834 47343 SH SHARED 02 47343 D PARKER HANNIFIN CORP COM 70109410 21828 563450 SH SHARED 03 419400 144050 D PARKER HANNIFIN CORP COM 70109410 52740 1361409 SH SHARED 05 1361409 D PARKER HANNIFIN CORP COM 70109410 1358 35070 SH SHARED 06 35070 D PARKER HANNIFIN CORP COM 70109410 2521 65100 SH SHARED 07 65100 D PARKER HANNIFIN CORP COM 70109410 5416 139814 SH SHARED 08 139814 D PARKER HANNIFIN CORP COM 70109410 1278 33000 SH SHARED 09 33000 D PARKER HANNIFIN CORP COM 70109410 47441 1224600 SH SHARED 10 32700 1191900 D PARKER HANNIFIN CORP COM 70109410 3089 79737 SH SHR/OTHR 10 79737 D PARKER HANNIFIN CORP COM 70109410 50 1300 SH SHARED 14 1300 D PARKERVISION INC COM 70135410 3 565 SH SHARED 565 D PARKERVISION INC COM 70135410 11 1960 SH SHARED 01 1960 D PARKERVISION INC COM 70135410 29 5200 SH SHARED 02 5200 D PARKVALE FINL CORP COM 70149210 27 1230 SH SHARED 1230 D PARKVALE FINL CORP COM 70149210 63 2900 SH SHARED 02 2900 D PARKVALE FINL CORP COM 70149210 45 2070 SH SHARED 10 2070 D PARKWAY PPTYS INC COM 70159Q10 15 401 SH SHARED 401 D PARKWAY PPTYS INC COM 70159Q10 162 4300 SH SHARED 01 4300 D PARKWAY PPTYS INC COM 70159Q10 183 4859 SH SHARED 02 4859 D PARTHUSCEVA INC COM 70212E10 0 31 SH SHARED 31 D PARTHUSCEVA INC COM 70212E10 0 2 SH SHARED 01 2 D PARTHUSCEVA INC COM 70212E10 10 3419 SH SHARED 02 3419 D PARTNERS TRUST FINCL GROUP I COM 70213A10 8 492 SH SHARED 492 D PARTNERS TRUST FINCL GROUP I COM 70213A10 68 4000 SH SHARED 02 4000 D PARTY CITY CORP COM 70214510 16 2013 SH SHARED 2013 D PARTY CITY CORP COM 70214510 22 2752 SH SHARED 01 2752 D PARTY CITY CORP COM 70214510 44 5500 SH SHARED 02 5500 D PATHMARK STORES INC NEW COM 70322A10 131 19681 SH SHARED 19681 D PATHMARK STORES INC NEW COM 70322A10 56 8500 SH SHARED 01 8500 D PATHMARK STORES INC NEW COM 70322A10 124 18668 SH SHARED 02 18668 D PATHMARK STORES INC NEW *W EXP 09/10/201 70322A11 742 735200 SH SHARED 735200 D PATHMARK STORES INC NEW *W EXP 09/10/201 70322A11 32 32560 SH SHARED 02 32560 D PATINA OIL & GAS CORP COM 70322410 147 4493 SH SHARED 4493 D PATINA OIL & GAS CORP COM 70322410 4964 150891 SH SHARED 01 150891 D PATINA OIL & GAS CORP COM 70322410 1070 32548 SH SHARED 02 32548 D PATINA OIL & GAS CORP COM 70322410 40 1237 SH SHARED 10 1237 D PATRIOT BANK CORP PA COM 70335P10 13 783 SH SHARED 02 783 D PATTERSON DENTAL CO COM 70341210 2792 60807 SH SHARED 60807 D PATTERSON DENTAL CO COM 70341210 881 19200 SH SHARED 01 19200 D PATTERSON DENTAL CO COM 70341210 1235 26895 SH SHARED 02 26895 D PATTERSON UTI ENERGY INC COM 70348110 2774 85858 SH SHARED 85858 D PATTERSON UTI ENERGY INC COM 70348110 1152 35676 SH SHARED 01 35676 D PATTERSON UTI ENERGY INC COM 70348110 1378 42657 SH SHARED 02 42657 D PATTERSON UTI ENERGY INC COM 70348110 38 1200 SH SHARED 05 1200 D PATTERSON UTI ENERGY INC COM 70348110 132 4100 SH SHARED 06 4100 D PATTERSON UTI ENERGY INC COM 70348110 296 9170 SH SHR/OTHR 10 9170 D PAXAR CORP COM 70422710 51 4500 SH SHARED 4500 D PAXAR CORP COM 70422710 21 1853 SH SHARED 1853 D PAXAR CORP COM 70422710 152 13356 SH SHARED 01 13356 D PAXAR CORP COM 70422710 351 30738 SH SHARED 02 30738 D PAXSON COMMUNICATIONS CORP COM 70423110 120 55285 SH SHARED 55285 D PAXSON COMMUNICATIONS CORP COM 70423110 34 15627 SH SHARED 01 15627 D PAXSON COMMUNICATIONS CORP COM 70423110 106 49000 SH SHARED 02 49000 D PAYCHEX INC COM 70432610 36469 1327596 SH SHARED 1021533 306063 D PAYCHEX INC COM 70432610 5392 196295 SH SHARED 01 177287 19008 D PAYCHEX INC COM 70432610 66 2416 SH SHR/OTHR 01 2416 D PAYCHEX INC COM 70432610 6548 238378 SH SHARED 02 238378 D PAYCHEX INC COM 70432610 255 9298 SH SHARED 05 9298 D PAYCHEX INC COM 70432610 82 3000 SH SHARED 06 3000 D PAYCHEX INC COM 70432610 612 22300 SH SHARED 07 22300 D PAYCHEX INC COM 70432610 21761 792200 SH SHARED 10 673300 118900 D PAYCHEX INC COM 70432610 10087 367225 SH SHR/OTHR 10 367225 D PAYCHEX INC COM 70432610 354 12900 SH SHARED 14 12900 D PAYLESS SHOESOURCE INC COM 70437910 37 2400 SH SHARED 2400 D PAYLESS SHOESOURCE INC COM 70437910 294 18823 SH SHARED 18823 D PAYLESS SHOESOURCE INC COM 70437910 1979 126471 SH SHARED 01 126000 471 D PAYLESS SHOESOURCE INC COM 70437910 0 5 SH SHR/OTHR 01 5 D PAYLESS SHOESOURCE INC COM 70437910 1421 90806 SH SHARED 02 90806 D PCCW LTD SPONS ADR NEW 70454G20 5 968 SH SHARED 968 D PCCW LTD SPONS ADR NEW 70454G20 0 154 SH SHARED 01 154 D PEABODY ENERGY CORP COM 70454910 14329 513800 SH SHARED 318700 195100 D PEABODY ENERGY CORP COM 70454910 2221 79648 SH SHARED 01 79648 D PEABODY ENERGY CORP COM 70454910 23 830 SH SHR/OTHR 01 830 D PEABODY ENERGY CORP COM 70454910 424 15204 SH SHARED 02 15204 D PEABODY ENERGY CORP COM 70454910 225 8100 SH SHARED 05 8100 D PEABODY ENERGY 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MED GROUP COM 70532410 525 20901 SH SHARED 02 20901 D PEDIATRIX MED GROUP COM 70532410 12 500 SH SHARED 10 500 D PEETS COFFEE & TEA INC COM 70556010 2974 179379 SH SHARED 119879 59500 D PEETS COFFEE & TEA INC COM 70556010 101 6111 SH SHARED 01 6111 D PEETS COFFEE & TEA INC COM 70556010 87 5300 SH SHARED 02 5300 D PEETS COFFEE & TEA INC COM 70556010 310 18700 SH SHARED 10 18700 D PEGASYSTEMS INC COM 70557310 0 246 SH SHARED 246 D PEGASYSTEMS INC COM 70557310 9 2500 SH SHARED 01 2500 D PEGASYSTEMS INC COM 70557310 14 3700 SH SHARED 02 3700 D PEGASUS COMMUNICATIONS CORP CL A NEW 70590460 24 1892 SH SHARED 02 1892 D PEGASUS SOLUTIONS INC COM 70590610 162 14474 SH SHARED 14474 D PEGASUS SOLUTIONS INC COM 70590610 209 18732 SH SHARED 01 18732 D PEGASUS SOLUTIONS INC COM 70590610 185 16551 SH SHARED 02 16551 D PEMSTAR INC COM 70655210 10 4778 SH SHARED 02 4778 D PENFORD CORP COM 70705110 4 385 SH SHARED 385 D PENFORD CORP COM 70705110 8 700 SH SHARED 01 700 D PENFORD CORP COM 70705110 94 7875 SH SHARED 02 7875 D PENN-AMER GROUP INC COM 70724710 18 1860 SH SHARED 02 1860 D PENN ENGR & MFG CORP COM NON VTG 70738930 9 848 SH SHARED 848 D PENN ENGR & MFG CORP COM NON VTG 70738930 34 2974 SH SHARED 01 2974 D PENN ENGR & MFG CORP COM NON VTG 70738930 100 8700 SH SHARED 02 8700 D PENN NATL GAMING INC COM 70756910 34 1926 SH SHARED 1926 D PENN NATL GAMING INC COM 70756910 479 27000 SH SHARED 01 27000 D PENN NATL GAMING INC COM 70756910 367 20697 SH SHARED 02 20697 D PENN NATL GAMING INC COM 70756910 25 1440 SH SHARED 10 1440 D PENN TRAFFIC CO NEW COM NEW 70783220 0 558 SH SHARED 558 D PENN TRAFFIC CO NEW COM NEW 70783220 8 6500 SH SHARED 02 6500 D PENN VA CORP COM 70788210 76 2001 SH SHARED 1245 756 D PENN VA CORP COM 70788210 259 6756 SH SHARED 01 6756 D PENN VA CORP COM 70788210 184 4800 SH SHARED 02 4800 D PENNEY J C INC NOTE 5.000%10/1 708160BV 1741 1724000 PRN SHARED 1724000 D PENNEY J C INC NOTE 5.000%10/1 708160BV 9 9450 PRN SHARED 01 9450 D PENNEY J C INC NOTE 5.000%10/1 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PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 155 5434 SH SHARED 01 5434 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 260 9100 SH SHARED 02 9100 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 38 1350 SH SHARED 10 1350 D PENTAIR INC COM 70963110 296 8393 SH SHARED 8393 D PENTAIR INC COM 70963110 3854 109051 SH SHARED 01 109051 D PENTAIR INC COM 70963110 620 17550 SH SHARED 02 17550 D PENTAIR INC COM 70963110 67 1920 SH SHARED 06 1920 D PENTON MEDIA INC COM 70966810 0 837 SH SHARED 837 D PENTON MEDIA INC COM 70966810 3 7260 SH SHARED 01 7260 D PENTON MEDIA INC COM 70966810 4 9000 SH SHARED 02 9000 D PENWEST PHARMACEUTICALS CO COM 70975410 37 2321 SH SHARED 843 1478 D PENWEST PHARMACEUTICALS CO COM 70975410 64 4000 SH SHARED 01 4000 D PENWEST PHARMACEUTICALS CO COM 70975410 139 8700 SH SHARED 02 8700 D PEOPLES BANCORP INC COM 70978910 12 541 SH SHARED 541 D PEOPLES BANCORP INC COM 70978910 32 1400 SH SHARED 01 1400 D PEOPLES BANCORP INC COM 70978910 132 5700 SH SHARED 02 5700 D 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D PEPSI BOTTLING GROUP INC COM 71340910 24 1374 SH SHARED 05 1374 D PEPSI BOTTLING GROUP INC COM 71340910 131 7343 SH SHARED 06 7343 D PEPSI BOTTLING GROUP INC COM 71340910 3368 187869 SH SHR/OTHR 10 187869 D PEPSIAMERICAS INC COM 71343P20 382 32524 SH SHARED 29327 3197 D PEPSIAMERICAS INC COM 71343P20 468 39808 SH SHARED 01 39808 D PEPSIAMERICAS INC COM 71343P20 609 51817 SH SHARED 02 51817 D PEPSICO INC COM 71344810 360759 9018998 SH SHARED 6991590 2027408 D PEPSICO INC COM 71344810 7979 199487 SH SHR/OTHR 199487 D PEPSICO INC COM 71344810 77199 1929997 SH SHARED 01 1562782 367215 D PEPSICO INC COM 71344810 25304 632624 SH SHR/OTHR 01 357052 275572 D PEPSICO INC COM 71344810 38767 969197 SH SHARED 02 929197 40000 D PEPSICO INC COM 71344810 10596 264900 SH SHARED 03 217100 47800 D PEPSICO INC COM 71344810 4440 111000 SH SHARED 04 111000 D PEPSICO INC COM 71344810 27609 690242 SH SHARED 05 690242 D PEPSICO INC COM 71344810 1725 43144 SH SHARED 06 43144 D PEPSICO INC COM 71344810 4088 102207 SH SHARED 07 102207 D PEPSICO INC COM 71344810 1080 27000 SH SHARED 09 27000 D PEPSICO INC COM 71344810 107579 2689480 SH SHARED 10 626790 2017440 45250 D PEPSICO INC COM 71344810 45710 1142773 SH SHR/OTHR 10 1142773 D PEPSICO INC COM 71344810 588 14700 SH SHARED 14 14700 D PER-SE TECHNOLOGIES INC COM NEW 71356930 16 2056 SH SHARED 1990 66 D PER-SE TECHNOLOGIES INC COM NEW 71356930 319 40141 SH SHARED 01 40141 D PER-SE TECHNOLOGIES INC COM NEW 71356930 144 18200 SH SHARED 02 18200 D PEREGRINE PHARMACEUTICALS IN COM 71366110 3 6327 SH SHARED 6327 D PEREGRINE PHARMACEUTICALS IN COM 71366110 11 22400 SH SHARED 01 21900 500 D PEREGRINE PHARMACEUTICALS IN COM 71366110 31 62400 SH SHARED 02 62400 D PEREZ COMPANC SA NEW SP ADR B SHS 71367B10 17 2483 SH SHARED 2483 D PEREZ COMPANC SA NEW SP ADR B SHS 71367B10 1 219 SH SHARED 01 219 D PEREZ COMPANC SA NEW SP ADR B SHS 71367B10 69 10000 SH SHARED 04 10000 D PERFORMANCE FOOD GROUP CO NOTE 5.500%10/1 713755AA 20 17000 PRN SHARED 02 17000 D 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255070 SH SHARED 251070 4000 D PERKINELMER INC COM 71404610 8 1000 SH SHR/OTHR 1000 D PERKINELMER INC COM 71404610 381 42862 SH SHARED 01 37862 5000 D PERKINELMER INC COM 71404610 8098 910925 SH SHARED 02 910925 D PERKINELMER INC COM 71404610 54 6090 SH SHARED 06 6090 D PERKINELMER INC COM 71404610 909 102336 SH SHR/OTHR 10 102336 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 23 4000 SH SHARED 4000 D PEROT SYS CORP CL A 71426510 2095 204200 SH SHARED 204200 D PEROT SYS CORP CL A 71426510 36 3517 SH SHARED 01 3517 D PEROT SYS CORP CL A 71426510 93 9150 SH SHARED 02 9150 D PERRIGO CO COM 71429010 225 18944 SH SHARED 18944 D PERRIGO CO COM 71429010 4451 374710 SH SHARED 01 374710 D PERRIGO CO COM 71429010 627 52840 SH SHARED 02 52840 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 1296 159227 SH SHARED 159227 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 1 129 SH SHARED 02 129 D PETCO ANIMAL SUPPLIES COM NEW 71601620 17 908 SH SHARED 01 908 D PETCO ANIMAL SUPPLIES COM NEW 71601620 68 3622 SH SHARED 02 3622 D PETRO-CDA COM 71644E10 16330 478334 SH SHARED 478334 D PETRO-CDA COM 71644E10 2744 80380 SH SHARED 01 80380 D PETRO-CDA COM 71644E10 5929 173691 SH SHARED 02 173691 D PETRO-CDA COM 71644E10 8193 240000 SH SHARED 04 240000 D PETRO-CDA COM 71644E10 441 12923 SH SHARED 05 12923 D PETRO-CDA COM 71644E10 88 2600 SH SHARED 06 2600 D PETRO-CDA COM 71644E10 72 2113 SH SHARED 14 2113 D PETROCORP INC COM 71645N10 14 1316 SH SHARED 02 1316 D PETROCHINA CO LTD SPONSORED ADR 71646E10 21311 1021664 SH SHARED 1021664 D PETROCHINA CO LTD SPONSORED ADR 71646E10 2 136 SH SHARED 01 136 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 319 23205 SH SHARED 23205 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 20309 1475990 SH SHARED 01 1475990 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 1651 120000 SH SHR/OTHR 10 120000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 475 31408 SH SHARED 27708 3700 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 24552 1620617 SH SHARED 01 1620617 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 14428 952391 SH SHARED 05 952391 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 757 50000 SH SHARED 06 50000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 4582 302500 SH SHARED 09 302500 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 2214 146200 SH SHR/OTHR 10 146200 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 7231 477300 SH SHARED 12 477300 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 866 57200 SH SHARED 14 57200 D PETROLEUM HELICOPTERS INC COM VTG 71660410 5 226 SH SHARED 226 D PETROLEUM HELICOPTERS INC COM VTG 71660410 39 1500 SH SHARED 02 1500 D PETROQUEST ENERGY INC COM 71674810 6 4052 SH SHARED 2052 2000 D PETROQUEST ENERGY INC COM 71674810 15 10300 SH SHARED 01 10300 D PETROQUEST ENERGY INC COM 71674810 28 18600 SH SHARED 02 18600 D PETSMART INC COM 71676810 1609 127707 SH SHARED 127707 D PETSMART INC COM 71676810 4044 320972 SH SHARED 01 320972 D PETSMART INC COM 71676810 851 67578 SH SHARED 02 67578 D PETSMART INC COM 71676810 10 820 SH SHARED 06 820 D PHARMACYCLICS INC COM 71693310 335 100000 SH SHARED 04 100000 D PFEIFFER VACUUM TECH AG SPONSORED ADR 71706710 121 6418 SH SHARED 6418 D PFIZER INC COM 71708110 520 16705 SH SHARED 6420 10285 D PFIZER INC COM 71708110 968256 31073700 SH SHARED 21470449 77350 9525901 D PFIZER INC COM 71708110 23349 749336 SH SHR/OTHR 749336 D PFIZER INC COM 71708110 197279 6331177 SH SHARED 01 5242628 31234 1057315 D PFIZER INC COM 71708110 52420 1682287 SH SHR/OTHR 01 1078745 603542 D PFIZER INC COM 71708110 88421 2837661 SH SHARED 02 2837661 D PFIZER INC COM 71708110 54034 1734100 SH SHARED 03 1340350 393750 D PFIZER INC COM 71708110 203671 6536300 SH SHARED 04 6536300 D PFIZER INC COM 71708110 170745 5479632 SH SHARED 05 5479632 D PFIZER INC COM 71708110 28814 924727 SH SHARED 06 924727 D PFIZER INC COM 71708110 25677 824064 SH SHARED 07 824064 D PFIZER INC COM 71708110 14231 456712 SH SHARED 08 456712 D PFIZER INC COM 71708110 4200 134800 SH SHARED 09 134800 D PFIZER INC COM 71708110 326349 10473353 SH SHARED 10 2466606 7816337 190410 D PFIZER INC COM 71708110 151037 4847170 SH SHR/OTHR 10 4847170 D PFIZER INC COM 71708110 11844 380134 SH SHARED 14 380134 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 66 900 SH SHARED 900 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 3703 50000 SH SHARED 02 50000 D PHARMACEUTICAL PROD DEV INC COM 71712410 53 2000 SH SHARED 2000 D PHARMACEUTICAL PROD DEV INC COM 71712410 91 3396 SH SHARED 3396 D PHARMACEUTICAL PROD DEV INC COM 71712410 5989 223078 SH SHARED 01 223078 D PHARMACEUTICAL PROD DEV INC COM 71712410 431 16060 SH SHARED 02 16060 D PHARMACEUTICAL RES INC COM 71712510 1199 28233 SH SHARED 8118 18400 1715 D PHARMACEUTICAL RES INC COM 71712510 4965 116900 SH SHARED 01 116900 D PHARMACEUTICAL RES INC COM 71712510 51 1203 SH SHR/OTHR 01 1203 D PHARMACEUTICAL RES INC COM 71712510 892 21007 SH SHARED 02 21007 D PHARMACEUTICAL RES INC COM 71712510 3295 77570 SH SHARED 10 77570 D PHARMACEUTICAL RES INC COM 71712510 9170 215880 SH SHR/OTHR 10 215880 D PHARMACOPEIA INC COM 71713B10 13 1484 SH SHARED 1484 D PHARMACOPEIA INC COM 71713B10 147 16800 SH SHARED 01 16800 D PHARMACOPEIA INC COM 71713B10 126 14414 SH SHARED 02 14414 D PHARMACIA CORP COM 71713U10 649 15000 SH SHARED 15000 D PHARMACIA CORP COM 71713U10 373032 8615060 SH SHARED 8454173 18800 142087 D PHARMACIA CORP COM 71713U10 1336 30870 SH SHR/OTHR 30870 D PHARMACIA CORP COM 71713U10 36513 843267 SH SHARED 01 755482 200 87585 D PHARMACIA CORP COM 71713U10 7897 182390 SH SHR/OTHR 01 127596 54794 D PHARMACIA CORP COM 71713U10 44065 1017682 SH SHARED 02 1017682 D PHARMACIA CORP COM 71713U10 25217 582400 SH SHARED 03 515500 66900 D PHARMACIA CORP COM 71713U10 44605 1030152 SH SHARED 04 1030152 D PHARMACIA CORP COM 71713U10 5902 136313 SH SHARED 05 136313 D PHARMACIA CORP COM 71713U10 1023 23641 SH SHARED 06 23641 D PHARMACIA CORP COM 71713U10 8145 188117 SH SHARED 07 188117 D PHARMACIA CORP COM 71713U10 9931 229360 SH SHARED 08 229360 D PHARMACIA CORP COM 71713U10 67942 1569110 SH SHARED 10 475800 1093310 D PHARMACIA CORP COM 71713U10 41309 954036 SH SHR/OTHR 10 954036 D PHARMACIA CORP COM 71713U10 4267 98550 SH SHARED 14 98550 D PHARMCHEM INC COM 71713310 1 3500 SH SHARED 3500 D PHELPS DODGE CORP COM 71726510 9193 283045 SH SHARED 232812 50233 D PHELPS DODGE CORP COM 71726510 2835 87305 SH SHARED 01 87005 300 D PHELPS DODGE CORP COM 71726510 23 727 SH SHR/OTHR 01 727 D PHELPS DODGE CORP COM 71726510 1420 43735 SH SHARED 02 43735 D PHELPS DODGE CORP COM 71726510 649 20000 SH SHARED 04 20000 D PHELPS DODGE CORP COM 71726510 37 1144 SH SHARED 05 1144 D PHELPS DODGE CORP COM 71726510 8688 267500 SH SHARED 10 267500 D PHELPS DODGE CORP COM 71726510 2051 63150 SH SHR/OTHR 10 63150 D PHELPS DODGE CORP PFD A CV 6.75% 71726550 10591 122300 SH SHARED 122300 D PHILADELPHIA CONS HLDG CORP COM 71752810 72 2012 SH SHARED 2012 D PHILADELPHIA CONS HLDG CORP COM 71752810 396 11002 SH SHARED 01 11002 D PHILADELPHIA CONS HLDG CORP COM 71752810 375 10426 SH SHARED 02 10426 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 10997 501016 SH SHARED 320655 180361 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 5 232 SH SHR/OTHR 232 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 2470 112561 SH SHARED 01 112561 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 20 952 SH SHR/OTHR 01 952 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 462 21048 SH SHARED 02 21048 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 217 9918 SH SHARED 05 9918 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 6985 318237 SH SHR/OTHR 10 318237 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 65 3000 SH SHARED 12 3000 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 4446 770609 SH SHARED 770609 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 0 27 SH SHARED 01 27 D PHILLIPS VAN HEUSEN CORP COM 71859210 17 1429 SH SHARED 1429 D PHILLIPS VAN HEUSEN CORP COM 71859210 272 22100 SH SHARED 01 22100 D PHILLIPS VAN HEUSEN CORP COM 71859210 217 17611 SH SHARED 02 17611 D PHOENIX COS INC NEW COM 71902E10 384 53113 SH SHARED 53113 D PHOENIX COS INC NEW COM 71902E10 38 5281 SH SHARED 01 5281 D PHOENIX COS INC NEW COM 71902E10 439 60767 SH SHARED 02 60767 D PHOENIX COS INC NEW CORPORATE UNIT 71902E40 2385 96000 SH SHARED 96000 D PHOENIX TECHNOLOGY LTD COM 71915310 7 1702 SH SHARED 1702 D PHOENIX TECHNOLOGY LTD COM 71915310 20 4776 SH SHARED 01 4776 D PHOENIX TECHNOLOGY LTD COM 71915310 64 15143 SH SHARED 02 15143 D PHOTOMEDEX INC COM 71935810 53 33500 SH SHARED 33500 D PHOTON DYNAMICS INC COM 71936410 56 3450 SH SHARED 3450 D PHOTON DYNAMICS INC COM 71936410 85 5237 SH SHARED 01 5237 D PHOTON DYNAMICS INC COM 71936410 176 10768 SH SHARED 02 10768 D PHOTON DYNAMICS INC COM 71936410 7 450 SH SHARED 10 450 D PHOTRONICS INC NOTE 4.750%12/1 719405AC 1593 1800000 PRN SHARED 1800000 D PHOTRONICS INC COM 71940510 669 56300 SH SHARED 56300 D PHOTRONICS INC COM 71940510 2100 176668 SH SHARED 01 176668 D PHOTRONICS INC COM 71940510 236 19869 SH SHARED 02 19869 D PIEDMONT NAT GAS INC COM 72018610 184 5164 SH SHARED 2064 3100 D PIEDMONT NAT GAS INC COM 72018610 402 11300 SH SHARED 01 11300 D PIEDMONT NAT GAS INC COM 72018610 87 2442 SH SHR/OTHR 01 1800 642 D PIEDMONT NAT GAS INC COM 72018610 732 20559 SH SHARED 02 20559 D PIER 1 IMPORTS INC COM 72027910 231 14600 SH SHARED 14600 D PIER 1 IMPORTS INC COM 72027910 3312 208884 SH SHARED 208884 D PIER 1 IMPORTS INC COM 72027910 832 52501 SH SHARED 01 52501 D PIER 1 IMPORTS INC COM 72027910 1431 90260 SH SHARED 02 90260 D PIER 1 IMPORTS INC COM 72027910 5635 355300 SH SHARED 10 240700 114600 D PIER 1 IMPORTS INC COM 72027910 3977 250800 SH SHR/OTHR 10 250800 D PILGRIMS PRIDE CORP CL B 72146710 2 269 SH SHARED 269 D PILGRIMS PRIDE CORP CL B 72146710 120 15100 SH SHARED 01 15100 D PILGRIMS PRIDE CORP CL B 72146710 74 9300 SH SHARED 02 9300 D PILGRIMS PRIDE CORP CL A 72146720 690 125000 SH SHARED 125000 D PILGRIMS PRIDE CORP CL A 72146720 3 650 SH SHARED 02 650 D PIMCO CA MUNICIPAL INCOME FD COM 72200N10 55 4000 SH SHARED 4000 D PIMCO MUN INCOME FD II COM 72200W10 1271 88722 SH SHR/OTHR 01 88722 D PIMCO STRATEGIC GBL GOV FD I COM 72200X10 46 4000 SH SHR/OTHR 01 4000 D PINNACLE ENTMT INC COM 72345610 49 10052 SH SHARED 10052 D PINNACLE ENTMT INC COM 72345610 35 7200 SH SHARED 01 7200 D PINNACLE ENTMT INC COM 72345610 72 14853 SH SHARED 02 14853 D PINNACLE SYS INC COM 72348110 546 52527 SH SHARED 52527 D PINNACLE SYS INC COM 72348110 2735 262806 SH SHARED 01 262806 D PINNACLE SYS INC COM 72348110 432 41574 SH SHARED 02 41574 D PINNACLE WEST CAP CORP COM 72348410 8285 249254 SH SHARED 174884 74370 D PINNACLE WEST CAP CORP COM 72348410 132 4000 SH SHR/OTHR 4000 D PINNACLE WEST CAP CORP COM 72348410 3120 93865 SH SHARED 01 86515 7350 D PINNACLE WEST CAP CORP COM 72348410 396 11933 SH SHR/OTHR 01 1000 10933 D PINNACLE WEST CAP CORP COM 72348410 654 19694 SH SHARED 02 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4000 SH SHR/OTHR 4000 D PITNEY BOWES INC COM 72447910 4651 145728 SH SHARED 01 140826 4902 D PITNEY BOWES INC COM 72447910 3376 105784 SH SHR/OTHR 01 87984 17800 D PITNEY BOWES INC COM 72447910 4511 141339 SH SHARED 02 141339 D PITNEY BOWES INC COM 72447910 48 1507 SH SHARED 05 1507 D PITNEY BOWES INC COM 72447910 161 5050 SH SHARED 06 5050 D PITNEY BOWES INC COM 72447910 5834 182800 SH SHARED 10 141200 41600 D PITNEY BOWES INC COM 72447910 4686 146828 SH SHR/OTHR 10 146828 D PITNEY BOWES INC COM 72447910 63 2000 SH SHARED 14 2000 D PITTSTON CO COM BRINKS GRP 72570110 196 14169 SH SHARED 14169 D PITTSTON CO COM BRINKS GRP 72570110 340 24576 SH SHARED 01 24576 D PITTSTON CO COM BRINKS GRP 72570110 280 20207 SH SHARED 02 20207 D PIXELWORKS INC COM 72581M10 552 101258 SH SHARED 101258 D PIXELWORKS INC COM 72581M10 726 132999 SH SHARED 01 132999 D PIXELWORKS INC COM 72581M10 112 20600 SH SHARED 02 20600 D PIVOTAL CORP COM 72581R10 10 13513 SH SHARED 13513 D PIVOTAL CORP COM 72581R10 1 1287 SH SHARED 01 1287 D PIXAR COM 72581110 2163 39988 SH SHARED 39988 D PIXAR COM 72581110 439 8120 SH SHARED 01 8120 D PIXAR COM 72581110 344 6375 SH SHARED 02 6375 D PIXAR COM 72581110 566 10470 SH SHR/OTHR 10 10470 D PLACER DOME INC COM 72590610 1567 159986 SH SHARED 149986 10000 D PLACER DOME INC COM 72590610 158 16221 SH SHARED 01 14854 1367 D PLACER DOME INC COM 72590610 1766 180280 SH SHARED 02 180280 D PLACER DOME INC COM 72590610 36 3700 SH SHARED 05 3700 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 208 8392 SH SHARED 392 8000 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 55 2250 SH SHR/OTHR 01 2250 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 206 8336 SH SHARED 02 8336 D PLAINS EXPL & PRODTN CO L P COM 72650510 12 1542 SH SHARED 1542 D PLAINS EXPL & PRODTN CO L P COM 72650510 243 29500 SH SHARED 01 29500 D PLAINS EXPL & PRODTN CO L P COM 72650510 119 14500 SH SHARED 02 14500 D PLAINS RES INC COM PAR $0.10 72654050 138 12943 SH SHARED 12943 D PLAINS RES INC COM PAR $0.10 72654050 146 13700 SH SHARED 01 13700 D PLAINS RES INC COM PAR $0.10 72654050 162 15234 SH SHARED 02 15234 D PLANAR SYS INC COM 72690010 268 22805 SH SHARED 22805 D PLANAR SYS INC COM 72690010 1316 111974 SH SHARED 01 111974 D PLANAR SYS INC COM 72690010 99 8442 SH SHARED 02 8442 D PLANTRONICS INC NEW COM 72749310 13 900 SH SHARED 900 D PLANTRONICS INC NEW COM 72749310 149 10239 SH SHARED 10239 D PLANTRONICS INC NEW COM 72749310 330 22626 SH SHARED 01 22626 D PLANTRONICS INC NEW COM 72749310 524 35906 SH SHARED 02 35906 D PLANTRONICS INC NEW COM 72749310 22 1530 SH SHARED 10 1530 D PLATO LEARNING INC COM 72764Y10 3 881 SH SHARED 881 D PLATO LEARNING INC COM 72764Y10 51 11501 SH SHARED 01 11501 D PLATO LEARNING INC COM 72764Y10 17 3999 SH SHR/OTHR 01 3999 D PLATO LEARNING INC COM 72764Y10 53 11900 SH SHARED 02 11900 D PLAYBOY ENTERPRISES INC CL B 72811730 7 851 SH SHARED 851 D PLAYBOY ENTERPRISES INC CL B 72811730 163 19260 SH SHARED 01 19260 D PLAYBOY ENTERPRISES INC CL B 72811730 72 8517 SH SHARED 02 8517 D PLAYTEX PRODS INC COM 72813P10 111 13822 SH SHARED 13822 D PLAYTEX PRODS INC COM 72813P10 94 11700 SH SHARED 01 11700 D PLAYTEX PRODS INC COM 72813P10 136 16900 SH SHARED 02 16900 D PLEXUS CORP COM 72913210 89 9763 SH SHARED 9763 D PLEXUS CORP COM 72913210 1001 109424 SH SHARED 01 109424 D PLEXUS CORP COM 72913210 328 35944 SH SHARED 02 35944 D PLUG POWER INC COM 72919P10 91 18008 SH SHARED 18008 D PLUG POWER INC COM 72919P10 26 5200 SH SHARED 01 5200 D PLUG POWER INC COM 72919P10 57 11416 SH SHARED 02 11416 D PLUG POWER INC COM 72919P10 369 72957 SH SHARED 04 72957 D PLUM CREEK TIMBER CO INC COM 72925110 7813 361913 SH SHARED 346584 15329 D PLUM CREEK TIMBER CO INC COM 72925110 224 10400 SH SHR/OTHR 10400 D PLUM CREEK TIMBER CO INC COM 72925110 1366 63270 SH SHARED 01 41222 22048 D PLUM CREEK TIMBER CO INC COM 72925110 454 21046 SH SHR/OTHR 01 6318 14728 D PLUM CREEK TIMBER CO INC COM 72925110 1668 77270 SH SHARED 02 77270 D PLUM CREEK TIMBER CO INC COM 72925110 2307 106881 SH SHR/OTHR 10 106881 D PLUMTREE SOFTWARE INC COM 72940Q10 20 5000 SH SHARED 5000 D POGO PRODUCING CO NOTE 5.500% 6/1 730448AE 1404 1310000 PRN SHARED 1310000 D POGO PRODUCING CO COM 73044810 401 10100 SH SHARED 10100 D POGO PRODUCING CO COM 73044810 7671 192900 SH SHARED 01 192900 D POGO PRODUCING CO COM 73044810 721 18150 SH SHARED 02 18150 D POGO PRODUCING CO COM 73044810 343 8640 SH SHR/OTHR 10 8640 D POLARIS INDS INC COM 73106810 182 3675 SH SHARED 01 3675 D POLARIS INDS INC COM 73106810 24 500 SH SHR/OTHR 01 500 D POLARIS INDS INC COM 73106810 174 3518 SH SHARED 02 3518 D POLO RALPH LAUREN CORP CL A 73157210 27 1200 SH SHARED 1200 D POLO RALPH LAUREN CORP CL A 73157210 17 750 SH SHR/OTHR 01 750 D POLO RALPH LAUREN CORP CL A 73157210 175 7651 SH SHARED 02 7651 D POLYCOM INC COM 73172K10 8839 1093964 SH SHARED 1093964 D POLYCOM INC COM 73172K10 1851 229101 SH SHARED 01 229101 D POLYCOM INC COM 73172K10 229 28442 SH SHARED 02 28442 D POLYMEDICA CORP COM 73173810 91 3000 SH SHARED 3000 D POLYMEDICA CORP COM 73173810 25 829 SH SHARED 829 D POLYMEDICA CORP COM 73173810 24 817 SH SHARED 01 817 D POLYMEDICA CORP COM 73173810 174 5720 SH SHARED 02 5720 D POLYMEDICA CORP COM 73173810 41 1360 SH SHARED 10 1360 D POLYONE CORP COM 73179P10 246 63308 SH SHARED 63308 D POLYONE CORP COM 73179P10 120 30828 SH SHARED 01 30828 D POLYONE CORP COM 73179P10 189 48595 SH SHARED 02 48595 D POMEROY COMPUTER RES COM 73182210 21 3100 SH SHARED 3100 D POMEROY COMPUTER RES COM 73182210 32 4621 SH SHARED 4621 D POMEROY COMPUTER RES COM 73182210 99 14316 SH SHARED 01 14316 D POMEROY COMPUTER RES COM 73182210 41 6000 SH SHARED 02 6000 D POPE & TALBOT INC COM 73282710 131 10509 SH SHARED 10509 D POPE & TALBOT INC COM 73282710 68 5423 SH SHARED 01 5423 D POPE & TALBOT INC COM 73282710 556 44352 SH SHARED 02 44352 D POPULAR INC COM 73317410 79 2335 SH SHARED 935 1400 D POPULAR INC COM 73317410 510 15006 SH SHARED 01 15006 D POPULAR INC COM 73317410 513 15100 SH 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POWER INTEGRATIONS INC COM 73927610 2701 130321 SH SHARED 01 130321 D POWER INTEGRATIONS INC COM 73927610 356 17206 SH SHARED 02 17206 D POWER INTEGRATIONS INC COM 73927610 576 27800 SH SHARED 05 27800 D POWER INTEGRATIONS INC COM 73927610 26 1260 SH SHARED 10 1260 D POWER INTEGRATIONS INC COM 73927610 1019 49200 SH SHR/OTHR 10 49200 D POWER-ONE INC COM 73930810 658 149640 SH SHARED 149640 D POWER-ONE INC COM 73930810 847 192514 SH SHARED 01 192514 D POWER-ONE INC COM 73930810 434 98843 SH SHARED 02 98843 D POWER-ONE INC COM 73930810 193 44044 SH SHR/OTHR 10 44044 D POWERWAVE TECHNOLOGIES INC COM 73936310 70 20783 SH SHARED 20783 D POWERWAVE TECHNOLOGIES INC COM 73936310 539 158740 SH SHARED 01 158740 D POWERWAVE TECHNOLOGIES INC COM 73936310 8 2543 SH SHR/OTHR 01 2543 D POWERWAVE TECHNOLOGIES INC COM 73936310 322 94791 SH SHARED 02 94791 D POZEN INC COM 73941U10 4 1225 SH SHARED 1225 D POZEN INC COM 73941U10 14 3800 SH SHARED 01 3800 D POZEN INC COM 73941U10 52 13700 SH SHARED 02 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PRENTISS PPTYS TR SH BEN INT 74070610 55 2061 SH SHARED 2061 D PRENTISS PPTYS TR SH BEN INT 74070610 368 13592 SH SHARED 01 13142 450 D PRENTISS PPTYS TR SH BEN INT 74070610 517 19108 SH SHARED 02 19108 D PRESIDENTIAL LIFE CORP COM 74088410 7 1252 SH SHARED 1252 D PRESIDENTIAL LIFE CORP COM 74088410 53 8500 SH SHARED 01 8500 D PRESIDENTIAL LIFE CORP COM 74088410 80 12786 SH SHARED 02 12786 D PRESSTEK INC COM 74111310 22 5048 SH SHARED 2048 3000 D PRESSTEK INC COM 74111310 29 6500 SH SHARED 01 6500 D PRESSTEK INC COM 74111310 83 18600 SH SHARED 02 18600 D PRICE COMMUNICATIONS CORP COM NEW 74143730 249 20900 SH SHARED 20900 D PRICE COMMUNICATIONS CORP COM NEW 74143730 342 28645 SH SHARED 01 28645 D PRICE COMMUNICATIONS CORP COM NEW 74143730 13791 1153134 SH SHARED 02 1153134 D PRICE LEGACY CORP COM 74144P10 2 856 SH SHARED 856 D PRICE LEGACY CORP COM 74144P10 28 11200 SH SHARED 02 11200 D PRICE T ROWE GROUP INC COM 74144T10 6412 236461 SH SHARED 236461 D PRICE T ROWE GROUP INC COM 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42490 D QUEST DIAGNOSTICS INC COM 74834L10 3493 58534 SH SHARED 02 58534 D QUEST DIAGNOSTICS INC COM 74834L10 8750 146600 SH SHARED 04 146600 D QUEST DIAGNOSTICS INC COM 74834L10 99 1659 SH SHARED 05 1659 D QUEST DIAGNOSTICS INC COM 74834L10 41 700 SH SHARED 06 700 D QUEST DIAGNOSTICS INC COM 74834L10 4586 76838 SH SHR/OTHR 10 76838 D QUEST DIAGNOSTICS INC COM 74834L10 107 1800 SH SHARED 14 1800 D QUEST SOFTWARE INC COM 74834T10 474 52763 SH SHARED 52763 D QUEST SOFTWARE INC COM 74834T10 323 35967 SH SHARED 01 35967 D QUEST SOFTWARE INC COM 74834T10 423 47059 SH SHARED 02 47059 D QUEST SOFTWARE INC COM 74834T10 18 2000 SH SHR/OTHR 10 2000 D QUESTAR CORP COM 74835610 961 32530 SH SHARED 32530 D QUESTAR CORP COM 74835610 848 28698 SH SHARED 01 28698 D QUESTAR CORP COM 74835610 957 32393 SH SHARED 02 32393 D QUICKSILVER RESOURCES INC COM 74837R10 3202 134732 SH SHARED 88032 46700 D QUICKSILVER RESOURCES INC COM 74837R10 493 20770 SH SHARED 01 20770 D QUICKSILVER RESOURCES INC COM 74837R10 145 6100 SH SHARED 02 6100 D QUICKSILVER RESOURCES INC COM 74837R10 865 36400 SH SHARED 05 36400 D QUICKSILVER RESOURCES INC COM 74837R10 1255 52800 SH SHR/OTHR 10 52800 D QUIKSILVER INC COM 74838C10 118 3858 SH SHARED 3858 D QUIKSILVER INC COM 74838C10 2670 87206 SH SHARED 01 87206 D QUIKSILVER INC COM 74838C10 432 14113 SH SHARED 02 14113 D QUIDEL CORP COM 74838J10 5 1703 SH SHARED 1703 D QUIDEL CORP COM 74838J10 11 3600 SH SHARED 01 3600 D QUIDEL CORP COM 74838J10 51 15600 SH SHARED 02 15600 D QUINTILES TRANSNATIONAL CORP COM 74876710 2803 230566 SH SHARED 230566 D QUINTILES TRANSNATIONAL CORP COM 74876710 960 78961 SH SHARED 01 78961 D QUINTILES TRANSNATIONAL CORP COM 74876710 1642 135082 SH SHARED 02 135082 D QUINTILES TRANSNATIONAL CORP COM 74876710 962 79113 SH SHR/OTHR 10 79113 D QUIXOTE CORP COM 74905610 7 488 SH SHARED 488 D QUIXOTE CORP COM 74905610 34 2200 SH SHARED 01 2200 D QUIXOTE CORP COM 74905610 63 4000 SH SHARED 02 4000 D QWEST COMMUNICATIONS INTL IN COM 74912110 78 22401 SH SHARED 22401 D QWEST COMMUNICATIONS INTL IN COM 74912110 11139 3191783 SH SHARED 3190386 1397 D QWEST COMMUNICATIONS INTL IN COM 74912110 13 3762 SH SHR/OTHR 3762 D QWEST COMMUNICATIONS INTL IN COM 74912110 2217 635415 SH SHARED 01 627814 7601 D QWEST COMMUNICATIONS INTL IN COM 74912110 46 13322 SH SHR/OTHR 01 13322 D QWEST COMMUNICATIONS INTL IN COM 74912110 4926 1411580 SH SHARED 02 1411580 D QWEST COMMUNICATIONS INTL IN COM 74912110 96 27508 SH SHARED 05 27508 D QWEST COMMUNICATIONS INTL IN COM 74912110 43 12550 SH SHARED 06 12550 D QWEST COMMUNICATIONS INTL IN COM 74912110 30924 8860805 SH SHR/OTHR 10 8860805 D QWEST COMMUNICATIONS INTL IN COM 74912110 49 14100 SH SHARED 14 14100 D QUOVADX INC COM 74913K10 2 1277 SH SHARED 1277 D QUOVADX INC COM 74913K10 24 12700 SH SHARED 02 12700 D R & G FINANCIAL CORP CL B 74913610 113 5168 SH SHARED 5168 D R & G FINANCIAL CORP CL B 74913610 2799 127232 SH SHARED 01 127232 D R & G FINANCIAL CORP CL B 74913610 235 10710 SH SHARED 02 10710 D RAIT INVT TR COM 74922710 20 904 SH SHARED 904 D RAIT INVT TR COM 74922710 81 3616 SH SHARED 01 3616 D RAIT INVT TR COM 74922710 244 10800 SH SHARED 02 10800 D RCN CORP COM 74936110 15 21852 SH SHARED 21852 D RCN CORP COM 74936110 7 10491 SH SHARED 01 10491 D RCN CORP COM 74936110 27 38800 SH SHARED 02 38800 D RFS HOTEL INVS INC COM 74955J10 136 14032 SH SHARED 14032 D RFS HOTEL INVS INC COM 74955J10 103 10661 SH SHARED 01 10661 D RFS HOTEL INVS INC COM 74955J10 167 17300 SH SHARED 02 17300 D RFS HOTEL INVS INC COM 74955J10 18 1900 SH SHARED 10 1900 D RFS HOTEL INVS INC COM 74955J10 321 33100 SH SHARED 11 33100 D R H DONNELLEY CORP COM NEW 74955W30 293 9876 SH SHARED 9876 D R H DONNELLEY CORP COM NEW 74955W30 16 560 SH SHR/OTHR 560 D R H DONNELLEY CORP COM NEW 74955W30 1044 35190 SH SHARED 01 29810 5380 D R H DONNELLEY CORP COM NEW 74955W30 76 2592 SH SHR/OTHR 01 80 2512 D R H DONNELLEY CORP COM NEW 74955W30 596 20090 SH SHARED 02 20090 D R H DONNELLEY CORP COM NEW 74955W30 17012 573200 SH SHR/OTHR 10 573200 D RLI CORP COM 74960710 21 801 SH SHARED 801 D RLI CORP COM 74960710 179 6685 SH SHARED 01 6685 D RLI CORP COM 74960710 654 24341 SH SHARED 02 24341 D RPC INC COM 74966010 6 695 SH SHARED 695 D RPC INC COM 74966010 56 6200 SH SHARED 01 6200 D RPC INC COM 74966010 88 9700 SH SHARED 02 9700 D RPM INTL INC COM 74968510 836 79631 SH SHARED 78721 910 D RPM INTL INC COM 74968510 476 45373 SH SHARED 01 45373 D RPM INTL INC COM 74968510 355 33871 SH SHARED 02 33871 D RSA SEC INC COM 74971910 1581 222700 SH SHARED 222700 D RSA SEC INC COM 74971910 6817 960151 SH SHARED 627051 333100 D RSA SEC INC COM 74971910 173 24500 SH SHARED 01 24500 D RSA SEC INC COM 74971910 285 40246 SH SHARED 02 40246 D RSA SEC INC COM 74971910 690 97200 SH SHARED 10 97200 D RSA SEC INC COM 74971910 908 128000 SH SHR/OTHR 10 128000 D RTI INTL METALS INC COM 74973W10 59 6075 SH SHARED 6075 D RTI INTL METALS INC COM 74973W10 75 7700 SH SHARED 01 7700 D RTI INTL METALS INC COM 74973W10 147 15002 SH SHARED 02 15002 D RMH TELESERVICES INC COM 74993810 5 848 SH SHARED 848 D RMH TELESERVICES INC COM 74993810 24 3700 SH SHARED 01 3700 D RMH TELESERVICES INC COM 74993810 46 7100 SH SHARED 02 7100 D RF MICRODEVICES INC NOTE 3.750% 8/1 749941AB 90 100000 PRN SHARED 02 100000 D RF MICRODEVICES INC COM 74994110 1149 191420 SH SHARED 191420 D RF MICRODEVICES INC COM 74994110 265 44270 SH SHARED 01 44270 D RF MICRODEVICES INC COM 74994110 676 112673 SH SHARED 02 112673 D RACING CHAMPIONS ERTL CORP COM 75006910 8 562 SH SHARED 562 D RACING CHAMPIONS ERTL CORP COM 75006910 41 2700 SH SHARED 01 2700 D RACING CHAMPIONS ERTL CORP COM 75006910 78 5100 SH SHARED 02 5100 D RADIAN GROUP INC COM 75023610 657 19696 SH SHARED 19696 D RADIAN GROUP INC COM 75023610 957 28692 SH SHARED 01 28692 D RADIAN GROUP INC COM 75023610 1030 30859 SH SHARED 02 30859 D RADIAN GROUP INC COM 75023610 802 24050 SH SHARED 14 24050 D RADIANT SYSTEMS INC COM 75025N10 6 845 SH SHARED 845 D RADIANT SYSTEMS INC COM 75025N10 244 33024 SH SHARED 01 33024 D RADIANT SYSTEMS INC COM 75025N10 78 10673 SH SHARED 02 10673 D RADIANT SYSTEMS INC COM 75025N10 17 2400 SH SHARED 10 2400 D RADIOLOGIX INC COM 75040K10 19 8420 SH SHARED 8420 D RADIOLOGIX INC COM 75040K10 13 6082 SH SHARED 01 6082 D RADIOLOGIX INC COM 75040K10 27 12200 SH SHARED 02 12200 D RADIO ONE INC CL A 75040P10 10 800 SH SHARED 01 800 D RADIO ONE INC CL A 75040P10 32 2437 SH SHARED 02 2437 D RADIO ONE INC CL D NON VTG 75040P40 154 11692 SH SHARED 11692 D RADIO ONE INC CL D NON VTG 75040P40 348 26337 SH SHARED 01 26337 D RADIO ONE INC CL D NON VTG 75040P40 85 6457 SH SHARED 02 6457 D RADIOSHACK CORP COM 75043810 8550 383592 SH SHARED 382892 700 D RADIOSHACK CORP COM 75043810 6423 288164 SH SHARED 01 287764 400 D RADIOSHACK CORP COM 75043810 22 1000 SH SHR/OTHR 01 1000 D RADIOSHACK CORP COM 75043810 708 31803 SH SHARED 02 31803 D RADIOSHACK CORP COM 75043810 7456 334500 SH SHARED 03 286700 47800 D RADIOSHACK CORP COM 75043810 13068 586300 SH SHARED 04 586300 D RADIOSHACK CORP COM 75043810 64 2881 SH SHARED 05 2881 D RADIOSHACK CORP COM 75043810 164 7358 SH SHARED 06 7358 D RADIOSHACK CORP COM 75043810 3411 153058 SH SHR/OTHR 10 153058 D RADIOSHACK CORP COM 75043810 142 6400 SH SHARED 14 6400 D RADISYS CORP COM 75045910 61 9303 SH SHARED 9303 D RADISYS CORP COM 75045910 32 4874 SH SHARED 01 4874 D RADISYS CORP COM 75045910 66 10072 SH SHARED 02 10072 D RAILAMERICA INC COM 75075310 11 1861 SH SHARED 1861 D RAILAMERICA INC COM 75075310 42 6900 SH SHARED 01 6900 D RAILAMERICA INC COM 75075310 106 17400 SH SHARED 02 17400 D RAINDANCE COMM COM 75086X10 4 2684 SH SHARED 2684 D RAINDANCE COMM COM 75086X10 20 12100 SH SHARED 01 12100 D RAINDANCE COMM COM 75086X10 44 26200 SH SHARED 02 26200 D RAINBOW TECHNOLOGIES INC COM 75086210 107 11403 SH SHARED 11403 D RAINBOW TECHNOLOGIES INC COM 75086210 522 55335 SH SHARED 01 55335 D RAINBOW TECHNOLOGIES INC COM 75086210 84 9000 SH SHR/OTHR 01 9000 D RAINBOW TECHNOLOGIES INC COM 75086210 141 14956 SH SHARED 02 14956 D RAMBUS INC DEL COM 75091710 134 10194 SH SHARED 10194 D RAMBUS INC DEL COM 75091710 1956 148099 SH SHARED 01 147099 1000 D RAMBUS INC DEL COM 75091710 828 62752 SH SHARED 02 62752 D RALCORP HLDGS INC NEW COM 75102810 278 10700 SH SHARED 10700 D RALCORP HLDGS INC NEW COM 75102810 178 6845 SH SHARED 6845 D RALCORP HLDGS INC NEW COM 75102810 308 11856 SH SHARED 01 11771 85 D RALCORP HLDGS INC NEW COM 75102810 3 133 SH SHR/OTHR 01 133 D RALCORP HLDGS INC NEW COM 75102810 757 29082 SH SHARED 02 22182 6900 D RALCORP HLDGS INC NEW COM 75102810 390 15000 SH SHARED 04 15000 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 12 571 SH SHARED 571 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 87 4000 SH SHARED 01 4000 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 114 5200 SH SHARED 02 5200 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 136 6200 SH SHARED 11 6200 D RANDGOLD RES LTD ADR 75234430 3147 241000 SH SHARED 04 241000 D RANDGOLD RES LTD ADR 75234430 8097 620000 SH SHR/OTHR 10 620000 D RANGE RES CORP COM 75281A10 75 13162 SH SHARED 13162 D RANGE RES CORP COM 75281A10 575 100800 SH SHARED 01 100800 D RANGE RES CORP COM 75281A10 177 31100 SH SHARED 02 31100 D RANGE RES CORP COM 75281A10 2377 416378 SH SHR/OTHR 10 416378 D RANDGOLD & EXPL LTD SPON ADR NEW 75300930 11 1000 SH SHARED 1000 D RARE HOSPITALITY INTL INC COM 75382010 64 2300 SH SHARED 2300 D RARE HOSPITALITY INTL INC COM 75382010 340 12216 SH SHARED 01 12216 D RARE HOSPITALITY INTL INC COM 75382010 32 1153 SH SHR/OTHR 01 1153 D RARE HOSPITALITY INTL INC COM 75382010 344 12367 SH SHARED 02 12367 D RAVEN INDS INC COM 75421210 16 963 SH SHARED 02 963 D RAVEN INDS INC COM 75421210 148 8901 SH SHR/OTHR 10 8901 D RAYMOND JAMES FINANCIAL INC COM 75473010 126 4900 SH SHARED 4900 D RAYMOND JAMES FINANCIAL INC COM 75473010 214 8295 SH SHARED 01 8295 D RAYMOND JAMES FINANCIAL INC COM 75473010 296 11474 SH SHARED 02 11474 D RAYONIER INC COM 75490710 13680 310500 SH SHARED 310500 D RAYONIER INC COM 75490710 437 9925 SH SHARED 01 9925 D RAYONIER INC COM 75490710 1298 29476 SH SHARED 02 29476 D RAYOVAC CORP COM 75508110 743 68504 SH SHARED 68504 D RAYOVAC CORP COM 75508110 1016 93691 SH SHARED 01 93691 D RAYOVAC CORP COM 75508110 259 23900 SH SHARED 02 23900 D RAYTECH CORP DEL COM 75510310 14 2532 SH SHARED 2532 D RAYTECH CORP DEL COM 75510310 60 10300 SH SHARED 01 10300 D RAYTECH CORP DEL COM 75510310 147 25200 SH SHARED 02 25200 D RAYTHEON CO CL A 75511130 0 17 SH SHR/OTHR 17 D RAYTHEON CO COM NEW 75511150 38727 1365085 SH SHARED 1058197 306888 D RAYTHEON CO COM NEW 75511150 352 12440 SH SHR/OTHR 12440 D RAYTHEON CO COM NEW 75511150 6001 211554 SH SHARED 01 209254 2300 D RAYTHEON CO COM NEW 75511150 511 18033 SH SHR/OTHR 01 9213 8820 D RAYTHEON CO COM NEW 75511150 9368 330236 SH SHARED 02 330236 D RAYTHEON CO COM NEW 75511150 10355 365000 SH SHARED 04 365000 D RAYTHEON CO COM NEW 75511150 65 2299 SH SHARED 05 2299 D RAYTHEON CO COM NEW 75511150 1163 41000 SH SHARED 06 41000 D RAYTHEON CO COM NEW 75511150 6519 229800 SH SHARED 10 194800 35000 D RAYTHEON CO COM NEW 75511150 8840 311622 SH SHR/OTHR 10 311622 D RAYTHEON CO COM NEW 75511150 87 3100 SH SHARED 14 3100 D READ-RITE CORP COM NEW 75524620 20 31460 SH SHARED 31460 D READ-RITE CORP COM NEW 75524620 3 4800 SH SHARED 01 4800 D READ-RITE CORP COM NEW 75524620 9 14700 SH SHARED 02 14700 D READERS DIGEST ASSN INC COM 75526710 1923 188351 SH SHARED 188351 D READERS DIGEST ASSN INC COM 75526710 504 49404 SH SHARED 01 49404 D READERS DIGEST ASSN INC COM 75526710 294 28806 SH SHARED 02 28806 D READERS DIGEST ASSN INC COM 75526710 15 1500 SH SHARED 06 1500 D READERS DIGEST ASSN INC COM 75526710 178 17500 SH SHARED 14 17500 D REALNETWORKS INC COM 75605L10 87 21211 SH SHARED 19211 2000 D REALNETWORKS INC COM 75605L10 0 119 SH SHARED 01 119 D REALNETWORKS INC COM 75605L10 34 8259 SH SHARED 02 8259 D REALTY INCOME CORP COM 75610910 388 10866 SH SHARED 10866 D REALTY INCOME CORP COM 75610910 449 12565 SH SHARED 01 12565 D REALTY INCOME CORP COM 75610910 752 21036 SH SHARED 02 21036 D RECKSON ASSOCS RLTY CORP COM 75621K10 1 70 SH SHARED 70 D RECKSON ASSOCS RLTY CORP COM 75621K10 173 9206 SH SHARED 01 9206 D RECKSON ASSOCS RLTY CORP COM 75621K10 67 3581 SH SHARED 02 3581 D RECKSON ASSOCS RLTY CORP COM 75621K10 2291 121900 SH SHR/OTHR 10 121900 D RECKSON ASSOCS RLTY CORP COM 75621K10 13120 697900 SH SHARED 11 548400 149500 D RECKSON ASSOCS RLTY CORP PFD CV SER A% 75621K20 8953 378600 SH SHARED 378600 D RECKSON ASSOCS RLTY CORP CL B 75621K30 2177 112507 SH SHARED 112507 D RED HAT INC COM 75657710 37 6973 SH SHARED 6973 D RED HAT INC COM 75657710 1463 269500 SH SHARED 01 269500 D RED HAT INC COM 75657710 394 72603 SH SHARED 02 72603 D RED ROBIN GOURMET BURGERS IN COM 75689M10 25 1929 SH SHARED 02 1929 D REDBACK NETWORKS INC COM 75720910 87 150287 SH SHARED 133631 16656 D REDBACK NETWORKS INC COM 75720910 6 10780 SH SHARED 01 10780 D REDBACK NETWORKS INC COM 75720910 53 91500 SH SHARED 02 91500 D REDIFF COM INDIA LTD SPONSORED ADR 75747910 0 3 SH SHARED 02 3 D REDWOOD EMPIRE BANCORP COM 75789710 13 440 SH SHARED 02 440 D REDWOOD TR INC COM 75807540 180 5566 SH SHARED 5566 D REDWOOD TR INC COM 75807540 146 4504 SH SHARED 01 4504 D REDWOOD TR INC COM 75807540 292 9000 SH SHARED 02 9000 D REEBOK INTL LTD DBCV 4.250% 3/0 758110AE 6 6000 PRN SHARED 02 6000 D REEBOK INTL LTD COM 75811010 7047 214523 SH SHARED 214523 D REEBOK INTL LTD COM 75811010 437 13325 SH SHARED 01 12825 500 D REEBOK INTL LTD COM 75811010 164 5014 SH SHR/OTHR 01 5014 D REEBOK INTL LTD COM 75811010 926 28212 SH SHARED 02 28212 D REEBOK INTL LTD COM 75811010 1297 39487 SH SHR/OTHR 10 39487 D REED ELSEVIER N V SPONSORED ADR 75820410 117 5752 SH SHARED 5752 D REED ELSEVIER P L C SPONSORED ADR 75820510 9938 342698 SH SHARED 336008 6690 D REED ELSEVIER P L C SPONSORED ADR 75820510 37 1292 SH SHARED 01 1292 D REGAL BELOIT CORP COM 75875010 108 7076 SH SHARED 7076 D REGAL BELOIT CORP COM 75875010 136 8916 SH SHARED 01 8916 D REGAL BELOIT CORP COM 75875010 218 14244 SH SHARED 02 14244 D REGAL ENTMT GROUP CL A 75876610 243 13565 SH SHARED 01 13565 D REGAL ENTMT GROUP CL A 75876610 48 2705 SH SHARED 02 2705 D REGENCY CTRS CORP COM 75884910 203 6171 SH SHARED 6171 D REGENCY CTRS CORP COM 75884910 112 3400 SH SHARED 01 3400 D REGENCY CTRS CORP COM 75884910 857 26039 SH SHARED 02 26039 D REGENCY CTRS CORP COM 75884910 1311 39800 SH SHARED 11 39800 D REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB 1687 1840000 PRN SHARED 02 1840000 D REGENERON PHARMACEUTICALS COM 75886F10 122 16331 SH SHARED 16331 D REGENERON PHARMACEUTICALS COM 75886F10 106 14102 SH SHARED 01 14102 D REGENERON PHARMACEUTICALS COM 75886F10 408 54346 SH SHARED 02 54346 D REGENERON PHARMACEUTICALS COM 75886F10 5646 750900 SH SHARED 04 750900 D REGENERON PHARMACEUTICALS COM 75886F10 18 2500 SH SHR/OTHR 10 2500 D REGENERON PHARMACEUTICALS COM 75886F10 67 9000 SH SHARED 14 9000 D REGENERATION TECH INC DEL COM 75886N10 19 2164 SH SHARED 2164 D REGENERATION TECH INC DEL COM 75886N10 34 3791 SH SHARED 02 3791 D REGENERATION TECH INC DEL COM 75886N10 168 18762 SH SHR/OTHR 10 18762 D REGENT COMMUNICATIONS INC DE COM 75886510 151 31846 SH SHARED 31846 D REGENT COMMUNICATIONS INC DE COM 75886510 178 37510 SH SHARED 01 37510 D REGENT COMMUNICATIONS INC DE COM 75886510 77 16248 SH SHARED 02 16248 D REGIS CORP MINN COM 75893210 7591 304754 SH SHARED 187154 117600 D REGIS CORP MINN COM 75893210 1065 42771 SH SHARED 01 42771 D REGIS CORP MINN COM 75893210 731 29362 SH SHARED 02 29362 D REGIS CORP MINN COM 75893210 10203 409600 SH SHARED 10 287800 121800 D REGIONS FINL CORP COM 75894010 14928 460743 SH SHARED 460743 D REGIONS FINL CORP COM 75894010 1525 47068 SH SHARED 01 46968 100 D REGIONS FINL CORP COM 75894010 2947 90970 SH SHARED 02 90970 D REGIONS FINL CORP COM 75894010 37 1167 SH SHARED 05 1167 D REGIONS FINL CORP COM 75894010 4120 127190 SH SHR/OTHR 10 127190 D REGIONS FINL CORP COM 75894010 61 1900 SH SHARED 14 1900 D REGISTER COM INC COM 75914G10 6054 1096750 SH SHARED 1096750 D REGISTER COM INC COM 75914G10 92 16700 SH SHARED 01 16700 D REGISTER COM INC COM 75914G10 136 24700 SH SHARED 02 24700 D REHABCARE GROUP INC COM 75914810 16 923 SH SHARED 923 D REHABCARE GROUP INC COM 75914810 110 6200 SH SHARED 01 6200 D REHABCARE GROUP INC COM 75914810 186 10471 SH SHARED 02 10471 D REHABCARE GROUP INC COM 75914810 33 1900 SH SHARED 10 1900 D REINSURANCE GROUP AMER INC COM 75935110 197 7499 SH SHARED 2699 4800 D REINSURANCE GROUP AMER INC COM 75935110 294 11200 SH SHR/OTHR 11200 D REINSURANCE GROUP AMER INC COM 75935110 113 4308 SH SHARED 01 4308 D REINSURANCE GROUP AMER INC COM 75935110 42 1629 SH SHARED 02 1629 D REINSURANCE GROUP AMER INC PFD TR INC EQ 75935130 52343 1099198 SH SHARED 1099198 D RELIANCE STEEL & ALUMINUM CO COM 75950910 21 1428 SH SHARED 1428 D RELIANCE STEEL & ALUMINUM CO COM 75950910 98 6500 SH SHARED 01 6500 D RELIANCE STEEL & ALUMINUM CO COM 75950910 237 15708 SH SHARED 02 15708 D RELIANT RES INC COM 75952B10 209 58951 SH SHARED 58005 946 D RELIANT RES INC COM 75952B10 21 6029 SH SHR/OTHR 6029 D RELIANT RES INC COM 75952B10 576 161963 SH SHARED 01 160787 1176 D RELIANT RES INC COM 75952B10 8 2365 SH SHR/OTHR 01 2365 D RELIANT RES INC COM 75952B10 1234 346768 SH SHARED 02 346768 D RELIANT RES INC COM 75952B10 350 98400 SH SHR/OTHR 10 98400 D REMEC INC COM 75954310 74 15558 SH SHARED 15558 D REMEC INC COM 75954310 79 16602 SH SHARED 01 16602 D REMEC INC COM 75954310 1 400 SH SHR/OTHR 01 400 D REMEC INC COM 75954310 164 34300 SH SHARED 02 34300 D REMEDYTEMP INC CL A 75954910 2 192 SH SHARED 192 D REMEDYTEMP INC CL A 75954910 8 686 SH SHARED 01 686 D REMEDYTEMP INC CL A 75954910 39 3300 SH SHARED 02 3300 D REMINGTON OIL & GAS CORP COM 75959430 310 18211 SH SHARED 18211 D REMINGTON OIL & GAS CORP COM 75959430 2356 138400 SH SHARED 01 138400 D REMINGTON OIL & GAS CORP COM 75959430 239 14056 SH SHARED 02 14056 D RENAL TREATMENT CTRS INC NOTE 5.625% 7/1 759671AC 1020 1000000 PRN SHARED 1000000 D RENAISSANCE LEARNING INC COM 75968L10 143 8142 SH SHARED 3142 5000 D RENAISSANCE LEARNING INC COM 75968L10 59 3358 SH SHARED 01 3358 D RENAISSANCE LEARNING INC COM 75968L10 111 6300 SH SHARED 02 6300 D REPUBLIC BANCSHARES INC COM 75992910 15 791 SH SHARED 791 D REPUBLIC BANCSHARES INC COM 75992910 49 2500 SH SHARED 01 2500 D REPUBLIC BANCSHARES INC COM 75992910 59 3000 SH SHARED 02 3000 D RENAL CARE GROUP INC COM 75993010 14 450 SH SHARED 450 D RENAL CARE GROUP INC COM 75993010 2112 67750 SH SHARED 01 67750 D RENAL CARE GROUP INC COM 75993010 202 6492 SH SHARED 02 6492 D RENT A CTR INC NEW COM 76009N10 274 5000 SH SHARED 5000 D RENT A CTR INC NEW COM 76009N10 6207 113004 SH SHARED 01 113004 D RENT A CTR INC NEW COM 76009N10 164 3002 SH SHARED 02 3002 D RENT WAY INC COM 76009U10 6 1694 SH SHARED 1694 D RENT WAY INC COM 76009U10 24 6861 SH SHARED 01 6861 D RENT WAY INC COM 76009U10 55 15500 SH SHARED 02 15500 D REPSOL YPF S A SPONSORED ADR 76026T20 888 61930 SH SHARED 61930 D REPUBLIC BANCORP KY CL A 76028120 6 532 SH SHARED 532 D REPUBLIC BANCORP KY CL A 76028120 12 1100 SH SHARED 01 1100 D REPUBLIC BANCORP KY CL A 76028120 49 4300 SH SHARED 02 4300 D REPUBLIC BANCORP INC COM 76028210 57 4897 SH SHARED 4897 D REPUBLIC BANCORP INC COM 76028210 1474 125205 SH SHARED 01 125205 D REPUBLIC BANCORP INC COM 76028210 406 34546 SH SHARED 02 34546 D REPUBLIC SVCS INC COM 76075910 695 35051 SH SHARED 34551 500 D REPUBLIC SVCS INC COM 76075910 1048 52869 SH SHARED 01 52869 D REPUBLIC SVCS INC COM 76075910 2211 111468 SH SHARED 02 111468 D REPUBLIC SVCS INC COM 76075910 138 7000 SH SHARED 06 7000 D REPUBLIC SVCS INC COM 76075910 257 13000 SH SHR/OTHR 10 13000 D RESEARCH FRONTIERS INC COM 76091110 4 562 SH SHARED 562 D RESEARCH FRONTIERS INC COM 76091110 46 6402 SH SHARED 01 6402 D RESEARCH FRONTIERS INC COM 76091110 41 5800 SH SHARED 02 5800 D RES-CARE INC NOTE 6.000%12/0 760943AC 8588 10140000 PRN SHARED 10140000 D RES-CARE INC COM 76094310 1886 645985 SH SHARED 645985 D RES-CARE INC COM 76094310 18 6400 SH SHARED 01 6400 D RES-CARE INC COM 76094310 27 9400 SH SHARED 02 9400 D RESEARCH IN MOTION LTD COM 76097510 589 45107 SH SHARED 45107 D RESEARCH IN MOTION LTD COM 76097510 44 3378 SH SHARED 01 3378 D RESEARCH IN MOTION LTD COM 76097510 9 760 SH SHR/OTHR 01 760 D RESEARCH IN MOTION LTD COM 76097510 150 11548 SH SHARED 02 11548 D RESTORATION HARDWARE INC DEL COM 76098110 84 33493 SH SHARED 33493 D RESTORATION HARDWARE INC DEL COM 76098110 24 9678 SH SHARED 01 9678 D RESTORATION HARDWARE INC DEL COM 76098110 27 10800 SH SHARED 02 10800 D RESMED INC NOTE 4.000% 6/2 761152AB 8279 8355000 PRN SHARED 8355000 D RESMED INC NOTE 4.000% 6/2 761152AB 190 192000 PRN SHARED 02 192000 D RESMED INC COM 76115210 206 6446 SH SHARED 6446 D RESMED INC COM 76115210 437 13672 SH SHARED 01 13672 D RESMED INC COM 76115210 600 18772 SH SHARED 02 18772 D RESOURCE AMERICA INC CL A 76119520 79 10002 SH SHARED 10002 D RESOURCE AMERICA INC 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8448 D SCM MICROSYSTEMS INC COM 78401810 152 61133 SH SHARED 61133 D SCM MICROSYSTEMS INC COM 78401810 8 3461 SH SHARED 01 3461 D SCM MICROSYSTEMS INC COM 78401810 5 2032 SH SHR/OTHR 01 2032 D SCM MICROSYSTEMS INC COM 78401810 24 9653 SH SHARED 02 9653 D SCM MICROSYSTEMS INC COM 78401810 29 11900 SH SHARED 06 11900 D SCPIE HLDGS INC COM 78402P10 0 96 SH SHARED 02 96 D SCP POOL CORP COM 78402810 48 1644 SH SHARED 1644 D SCP POOL CORP COM 78402810 252 8497 SH SHARED 01 8497 D SCP POOL CORP COM 78402810 1106 37258 SH SHARED 02 37258 D SCP POOL CORP COM 78402810 53 1790 SH SHARED 10 1790 D SEI INVESTMENTS CO COM 78411710 39 1500 SH SHARED 1500 D SEI INVESTMENTS CO COM 78411710 721 27524 SH SHARED 17900 9624 D SEI INVESTMENTS CO COM 78411710 1820 69500 SH SHARED 01 37800 31700 D SEI INVESTMENTS CO COM 78411710 963 36775 SH SHARED 02 36775 D SEI INVESTMENTS CO COM 78411710 15476 590700 SH SHR/OTHR 10 590700 D SEMCO ENERGY INC COM 78412D10 16 4652 SH SHARED 4652 D SEMCO ENERGY INC COM 78412D10 12 3505 SH SHARED 01 3505 D SEMCO ENERGY INC COM 78412D10 39 11200 SH SHARED 02 11200 D SEMCO ENERGY INC INCOME PRIDES 78412D30 320 99300 SH SHARED 99300 D SFBC INTL INC COM 78412110 102 6651 SH SHARED 6651 D SFBC INTL INC COM 78412110 14 921 SH SHARED 02 921 D SI INTL INC COM 78427V10 81 10312 SH SHARED 10312 D SI INTL INC COM 78427V10 7 988 SH SHARED 01 988 D SJW CORP COM 78430510 14 185 SH SHARED 185 D SJW CORP COM 78430510 68 900 SH SHARED 01 900 D SJW CORP COM 78430510 99 1300 SH SHARED 02 1300 D SK TELECOM LTD SPONSORED ADR 78440P10 8155 598779 SH SHARED 598779 D SK TELECOM LTD SPONSORED ADR 78440P10 43418 3187861 SH SHARED 3186897 964 D SK TELECOM LTD SPONSORED ADR 78440P10 1783 130920 SH SHARED 01 130920 D SK TELECOM LTD SPONSORED ADR 78440P10 11 870 SH SHR/OTHR 01 870 D SK TELECOM LTD SPONSORED ADR 78440P10 192 14138 SH SHARED 02 14138 D SK TELECOM LTD SPONSORED ADR 78440P10 4880 358300 SH SHARED 05 358300 D SK TELECOM LTD SPONSORED ADR 78440P10 268 19705 SH SHARED 08 19705 D SK TELECOM LTD SPONSORED ADR 78440P10 9421 691735 SH SHR/OTHR 10 691735 D SK TELECOM LTD SPONSORED ADR 78440P10 1586 116460 SH SHARED 12 116460 D SK TELECOM LTD SPONSORED ADR 78440P10 584 42900 SH SHARED 14 42900 D SL GREEN RLTY CORP COM 78440X10 47 1566 SH SHARED 1566 D SL GREEN RLTY CORP COM 78440X10 578 18920 SH SHARED 01 18920 D SL GREEN RLTY CORP COM 78440X10 536 17549 SH SHARED 02 17549 D SL GREEN RLTY CORP COM 78440X10 65 2140 SH SHARED 10 2140 D SL GREEN RLTY CORP COM 78440X10 5430 177700 SH SHR/OTHR 10 177700 D SL GREEN RLTY CORP COM 78440X10 67406 2205720 SH SHARED 11 1646020 559700 D SLM CORP COM 78442P10 34527 311284 SH SHARED 289340 21944 D SLM CORP COM 78442P10 598 5400 SH SHR/OTHR 5400 D SLM CORP COM 78442P10 62974 567750 SH SHARED 01 565250 2500 D SLM CORP COM 78442P10 2044 18429 SH SHR/OTHR 01 16487 1942 D SLM CORP COM 78442P10 9657 87067 SH SHARED 02 87067 D SLM CORP COM 78442P10 91 829 SH SHARED 05 829 D SLM CORP COM 78442P10 465 4200 SH SHARED 06 4200 D SLM CORP COM 78442P10 8795 79300 SH SHARED 10 56800 22500 D SLM CORP COM 78442P10 29522 266157 SH SHR/OTHR 10 266157 D SLM CORP COM 78442P10 576 5200 SH SHARED 14 5200 D SPDR TR UNIT SER 1 78462F10 111366 1314217 SH SHARED 927447 386770 D SPDR TR UNIT SER 1 78462F10 9251 109171 SH SHARED 01 34216 74955 D SPDR TR UNIT SER 1 78462F10 1199 14160 SH SHR/OTHR 01 6800 7360 D SPDR TR UNIT SER 1 78462F10 41298 487353 SH SHARED 02 487353 D SPDR TR UNIT SER 1 78462F10 30870 364300 SH SHARED 10 154100 55200 155000 D SPDR TR UNIT SER 1 78462F10 19 230 SH SHR/OTHR 10 230 D SPSS INC COM 78462K10 7 668 SH SHARED 668 D SPSS INC COM 78462K10 108 9601 SH SHARED 01 9601 D SPSS INC COM 78462K10 85 7567 SH SHARED 02 7567 D SPS TECHNOLOGIES INC COM 78462610 29 1200 SH SHARED 1200 D SPS TECHNOLOGIES INC COM 78462610 17 704 SH SHARED 704 D SPS TECHNOLOGIES INC COM 78462610 79 3258 SH SHARED 01 3258 D SPS TECHNOLOGIES INC COM 78462610 186 7627 SH SHARED 02 7627 D S1 CORPORATION COM 78463B10 63 12413 SH SHARED 12413 D S1 CORPORATION COM 78463B10 284 55636 SH SHARED 01 55636 D S1 CORPORATION COM 78463B10 248 48600 SH SHARED 02 48600 D SPX CORP NOTE 2/0 784635AD 93075152582000 PRN SHARED 152582000 D SPX CORP NOTE 2/0 784635AD 442 726000 PRN SHARED 02 726000 D SPX CORP NOTE 5/0 784635AF 7633 12494000 PRN SHARED 12494000 D SPX CORP COM 78463510 4382 128290 SH SHARED 128290 D SPX CORP COM 78463510 1190 34864 SH SHARED 01 34864 D SPX CORP COM 78463510 1952 57168 SH SHR/OTHR 01 57168 D SPX CORP COM 78463510 1234 36136 SH SHARED 02 36136 D SPX CORP COM 78463510 7245 212100 SH SHR/OTHR 10 212100 D SPX CORP COM 78463510 34 1000 SH SHARED 14 1000 D SRA INTL INC CL A 78464R10 313 13242 SH SHARED 13242 D SRA INTL INC CL A 78464R10 247 10459 SH SHARED 01 10459 D SRA INTL INC CL A 78464R10 78 3300 SH SHARED 02 3300 D SRI/SURGICAL EXPRESS INC COM 78464W10 51 8668 SH SHARED 8668 D SRI/SURGICAL EXPRESS INC COM 78464W10 4 832 SH SHARED 01 832 D SABA SOFTWARE INC COM 78493210 1 1554 SH SHARED 1554 D SABA SOFTWARE INC COM 78493210 0 146 SH SHARED 01 146 D SWS GROUP INC COM 78503N10 29 2100 SH SHARED 2100 D SWS GROUP INC COM 78503N10 1316 93485 SH SHARED 01 3485 90000 D SWS GROUP INC COM 78503N10 117 8365 SH SHARED 02 8365 D SWS GROUP INC COM 78503N10 37 2676 SH SHARED 10 2676 D S Y BANCORP INC COM 78506010 7 210 SH SHARED 210 D S Y BANCORP INC COM 78506010 90 2500 SH SHARED 01 2500 D S Y BANCORP INC COM 78506010 122 3400 SH SHARED 02 3400 D SABINE ROYALTY TR UNIT BEN INT 78568810 63 3000 SH SHARED 01 3000 D SABINE ROYALTY TR UNIT BEN INT 78568810 10 500 SH SHR/OTHR 01 500 D SABRE HLDGS CORP CL A 78590510 4182 262901 SH SHARED 262900 1 D SABRE HLDGS CORP CL A 78590510 923 58034 SH SHARED 01 58034 D SABRE HLDGS CORP CL A 78590510 41 2601 SH SHR/OTHR 01 2601 D SABRE HLDGS CORP CL A 78590510 6986 439117 SH SHARED 02 439117 D SABRE HLDGS CORP CL A 78590510 2917 183355 SH SHARED 03 156255 27100 D SABRE HLDGS CORP CL A 78590510 65585 4122300 SH SHARED 04 4122300 D SABRE HLDGS CORP CL A 78590510 8964 563433 SH SHARED 05 563433 D SABRE HLDGS CORP CL A 78590510 2605 163750 SH SHARED 06 163750 D SABRE HLDGS CORP CL A 78590510 238 15000 SH SHARED 10 15000 D SABRE HLDGS CORP CL A 78590510 4309 270863 SH SHR/OTHR 10 270863 D SABRE HLDGS CORP CL A 78590510 381 24000 SH SHARED 14 24000 D SAFECO CORP COM 78642910 11323 323812 SH SHARED 321557 2255 D SAFECO CORP COM 78642910 2479 70906 SH SHARED 01 70206 700 D SAFECO CORP COM 78642910 3298 94326 SH SHARED 02 94326 D SAFECO CORP COM 78642910 24 709 SH SHARED 05 709 D SAFECO CORP COM 78642910 40 1150 SH SHARED 06 1150 D SAFECO CORP COM 78642910 35119 1004285 SH SHR/OTHR 10 1004285 D SAFEGUARD SCIENTIFICS INC COM 78644910 181 129028 SH SHARED 81028 48000 D SAFEGUARD SCIENTIFICS INC COM 78644910 45 32598 SH SHARED 01 32598 D SAFEGUARD SCIENTIFICS INC COM 78644910 123 87500 SH SHARED 02 72500 15000 D SAFEGUARD SCIENTIFICS INC COM 78644910 209 148350 SH SHARED 04 148350 D SAFENET INC COM 78645R10 31 1522 SH SHARED 02 1522 D SAFETY INS GROUP INC COM 78648T10 25 1948 SH SHARED 02 1948 D SAFEWAY INC COM NEW 78651420 28066 1482621 SH SHARED 1475321 7300 D SAFEWAY INC COM NEW 78651420 4335 229015 SH SHARED 01 199390 29625 D SAFEWAY INC COM NEW 78651420 98 5210 SH SHR/OTHR 01 4510 700 D SAFEWAY INC COM NEW 78651420 9338 493314 SH SHARED 02 493314 D SAFEWAY INC COM NEW 78651420 465 24574 SH SHARED 05 24574 D SAFEWAY INC COM NEW 78651420 80 4250 SH SHARED 06 4250 D SAFEWAY INC COM NEW 78651420 37709 1992047 SH SHR/OTHR 10 1992047 D SAFEWAY INC COM NEW 78651420 71 3800 SH SHARED 14 3800 D SAGA COMMUNICATIONS CL A 78659810 14 839 SH SHARED 839 D SAGA COMMUNICATIONS CL A 78659810 369 21363 SH SHARED 01 21363 D SAGA COMMUNICATIONS CL A 78659810 155 9000 SH SHARED 02 9000 D ST FRANCIS CAP CORP COM 78937410 7 350 SH SHARED 350 D ST FRANCIS CAP CORP COM 78937410 38 1700 SH SHARED 01 1700 D ST FRANCIS CAP CORP COM 78937410 100 4400 SH SHARED 02 4400 D ST JOE CO COM 79014810 754 27737 SH SHARED 7886 19851 D ST JOE CO COM 79014810 248 9122 SH SHARED 01 9122 D ST JOE CO COM 79014810 204 7500 SH SHR/OTHR 01 7500 D ST JOE CO COM 79014810 89 3300 SH SHARED 02 3300 D ST JUDE MED INC COM 79084910 35946 737355 SH SHARED 333700 9000 394655 D ST JUDE MED INC COM 79084910 4502 92360 SH SHR/OTHR 92360 D ST JUDE MED INC COM 79084910 8712 178722 SH SHARED 01 177606 1116 D ST JUDE MED INC COM 79084910 1660 34052 SH SHARED 02 34052 D ST JUDE MED INC COM 79084910 184 3791 SH SHARED 05 3791 D ST JUDE MED INC COM 79084910 379 7777 SH SHARED 06 7777 D ST JUDE MED INC COM 79084910 1959 40200 SH SHARED 10 40200 D ST JUDE MED INC COM 79084910 17891 367013 SH SHR/OTHR 10 367013 D ST JUDE MED INC COM 79084910 78 1600 SH SHARED 14 1600 D ST MARY LD & EXPL CO NOTE 5.750% 3/1 792228AC 322 250000 PRN SHARED 250000 D ST MARY LD & EXPL CO COM 79222810 3837 153193 SH SHARED 15193 138000 D ST MARY LD & EXPL CO COM 79222810 750 29958 SH SHARED 01 29958 D ST MARY LD & EXPL CO COM 79222810 549 21934 SH SHARED 02 21934 D ST PAUL COS INC COM 79286010 248 7800 SH SHARED 7800 D ST PAUL COS INC COM 79286010 13386 420952 SH SHARED 418332 2620 D ST PAUL COS INC COM 79286010 3235 101754 SH SHARED 01 99454 2300 D ST PAUL COS INC COM 79286010 6 200 SH SHR/OTHR 01 200 D ST PAUL COS INC COM 79286010 5753 180919 SH SHARED 02 180919 D ST PAUL COS INC COM 79286010 44 1397 SH SHARED 05 1397 D ST PAUL COS INC COM 79286010 87 2766 SH SHARED 06 2766 D ST PAUL COS INC COM 79286010 30525 959931 SH SHR/OTHR 10 959931 D ST PAUL COS INC COM 79286010 47 1500 SH SHARED 14 1500 D ST PAUL COS INC EQUITY UNIT 79286030 7831 125000 SH SHARED 125000 D SAKS INC COM 79377W10 512 66696 SH SHARED 58696 8000 D SAKS INC COM 79377W10 614 79877 SH SHARED 01 79877 D SAKS INC COM 79377W10 411 53548 SH SHARED 02 53548 D SALEM COMMUNICATIONS CORP DE CL A 79409310 25 1575 SH SHARED 1575 D SALEM COMMUNICATIONS CORP DE CL A 79409310 247 15166 SH SHARED 01 15166 D SALEM COMMUNICATIONS CORP DE CL A 79409310 88 5432 SH SHARED 02 5432 D SALIX PHARMACEUTICALS INC COM 79543510 10 1622 SH SHARED 900 722 D SALIX PHARMACEUTICALS INC COM 79543510 41 6100 SH SHARED 01 6100 D SALIX PHARMACEUTICALS INC COM 79543510 73 10800 SH SHARED 02 10800 D SALOMON BROTHERS FD INC COM 79547710 8001 899000 SH SHARED 899000 D SALOMON BROTHERS FD INC COM 79547710 17 1974 SH SHARED 01 1974 D SALOMON BROS WORLDWIDE INCOM COM 79548T10 358 26000 SH SHARED 26000 D SALTON INC COM 79575710 23 2200 SH SHARED 2200 D SALTON INC COM 79575710 14 1386 SH SHARED 1386 D SALTON INC COM 79575710 247 23586 SH SHARED 01 23586 D SALTON INC COM 79575710 42 4007 SH SHARED 02 4007 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 516 35103 SH SHARED 14103 21000 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 161 11000 SH SHR/OTHR 11000 D SAN PAOLO-IMI S P A SPONSORED ADR 79917510 253 18550 SH SHARED 18550 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 10 2624 SH SHARED 824 1800 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 11 2728 SH SHARED 01 2728 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 34 8300 SH SHARED 02 8300 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 20 2135 SH SHARED 02 2135 D SANDERSON FARMS INC COM 80001310 4 250 SH SHARED 250 D SANDERSON FARMS INC COM 80001310 46 2400 SH SHARED 01 2400 D SANDERSON FARMS INC COM 80001310 57 3000 SH SHARED 02 3000 D SANDISK CORP COM 80004C10 1572 93511 SH SHARED 93511 D SANDISK CORP COM 80004C10 2584 153643 SH SHARED 01 153643 D SANDISK CORP COM 80004C10 84 5000 SH SHR/OTHR 01 2000 3000 D SANDISK CORP COM 80004C10 1770 105258 SH SHARED 02 105258 D SANDY SPRING BANCORP INC COM 80036310 29 908 SH SHARED 908 D SANDY SPRING BANCORP INC COM 80036310 526 16150 SH SHARED 01 16150 D SANDY SPRING BANCORP INC COM 80036310 303 9300 SH SHARED 02 9300 D SANFILIPPO JOHN B & SON INC COM 80042210 10 698 SH SHARED 02 698 D SANGAMO BIOSCIENCES INC COM 80067710 2 730 SH SHARED 730 D SANGAMO BIOSCIENCES INC COM 80067710 7 2500 SH SHARED 01 2500 D SANGAMO BIOSCIENCES INC COM 80067710 29 10300 SH SHARED 02 10300 D SANMINA SCI CORP NOTE 4.250% 5/0 800907AB 19320 20000000 PRN SHARED 20000000 D SANMINA SCI CORP SDCV 9/1 800907AD 19099 42728700 PRN SHARED 42728700 D SANMINA SCI CORP COM 80090710 5315 1315733 SH SHARED 1315133 600 D SANMINA SCI CORP COM 80090710 1048 259425 SH SHARED 01 257525 1900 D SANMINA SCI CORP COM 80090710 1265 313173 SH SHARED 02 313173 D SANMINA SCI CORP COM 80090710 18 4600 SH SHARED 06 4600 D SANMINA SCI CORP COM 80090710 1719 425622 SH SHR/OTHR 10 425622 D SANMINA SCI CORP COM 80090710 19 4800 SH SHARED 14 4800 D SANGSTAT MED CORP COM 80100310 91 9284 SH SHARED 9284 D SANGSTAT MED CORP COM 80100310 1826 186169 SH SHARED 01 186169 D SANGSTAT MED CORP COM 80100310 183 18711 SH SHARED 02 18711 D SANOFI-SYNTHELABO SPONSORED ADR 80105N10 737 28877 SH SHARED 17077 11800 D SANOFI-SYNTHELABO SPONSORED ADR 80105N10 41 1623 SH SHARED 01 1623 D SANTANDER BANCORP COM 80280910 8 616 SH SHARED 616 D SANTANDER BANCORP COM 80280910 16 1214 SH SHARED 01 1214 D SANTANDER BANCORP COM 80280910 68 5100 SH SHARED 02 5100 D SANYO ELEC LTD ADR 5 COM 80303830 2 207 SH SHARED 01 207 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 502 26489 SH SHARED 2489 24000 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 123 6535 SH SHARED 01 1385 5150 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 2981 157229 SH SHARED 02 157229 D SAPIENT CORP COM 80306210 186 122208 SH SHARED 122208 D SAPIENT CORP COM 80306210 35 23489 SH SHARED 01 23489 D SAPIENT CORP COM 80306210 86 56610 SH SHARED 02 56610 D SAPPI LTD SPON ADR NEW 80306920 10 873 SH SHARED 02 873 D SARA LEE CORP COM 80311110 69669 3725623 SH SHARED 2266153 1459470 D SARA LEE CORP COM 80311110 5318 284423 SH SHR/OTHR 284423 D SARA LEE CORP COM 80311110 8463 452608 SH SHARED 01 441658 10950 D SARA LEE CORP COM 80311110 1148 61438 SH SHR/OTHR 01 30020 31418 D SARA LEE CORP COM 80311110 7042 376604 SH SHARED 02 376604 D SARA LEE CORP COM 80311110 354 18971 SH SHARED 05 18971 D SARA LEE CORP COM 80311110 123 6600 SH SHARED 06 6600 D SARA LEE CORP COM 80311110 6184 330700 SH SHARED 10 212500 118200 D SARA LEE CORP COM 80311110 9482 507088 SH SHR/OTHR 10 507088 D SARA LEE CORP COM 80311110 301 16100 SH SHARED 14 16100 D SASOL LTD SPONSORED ADR 80386630 4 400 SH SHARED 400 D SATYAM COMPUTER SERVICES LTD ADR 80409810 39 4779 SH SHARED 4779 D SATYAM COMPUTER SERVICES LTD ADR 80409810 3 421 SH SHARED 01 421 D SATYAM COMPUTER SERVICES LTD ADR 80409810 541 65400 SH SHARED 04 65400 D SATYAM COMPUTER SERVICES LTD ADR 80409810 47 5740 SH SHARED 05 5740 D SATYAM COMPUTER SERVICES LTD ADR 80409810 1082 130700 SH SHARED 06 130700 D SATYAM COMPUTER SERVICES LTD ADR 80409810 696 84070 SH SHARED 12 84070 D SAUER-DANFOSS INC COM 80413710 5 673 SH SHARED 673 D SAUER-DANFOSS INC COM 80413710 15 1900 SH SHARED 01 1900 D SAUER-DANFOSS INC COM 80413710 46 5900 SH SHARED 02 5900 D SAUL CTRS INC COM 80439510 17 747 SH SHARED 647 100 D SAUL CTRS INC COM 80439510 96 4200 SH SHARED 01 4200 D SAUL CTRS INC COM 80439510 339 14750 SH SHR/OTHR 01 14750 D SAUL CTRS INC COM 80439510 149 6500 SH SHARED 02 6500 D SAXON CAPITAL INC COM 80556P30 22 1722 SH SHARED 1722 D SAXON CAPITAL INC COM 80556P30 123 9300 SH SHARED 01 9300 D SAXON CAPITAL INC COM 80556P30 226 17000 SH SHARED 02 17000 D SCANA CORP NEW COM 80589M10 690 23076 SH SHARED 21726 1350 D SCANA CORP NEW COM 80589M10 1329 44440 SH SHARED 01 42240 2200 D SCANA CORP NEW COM 80589M10 400 13400 SH SHR/OTHR 01 2800 10600 D SCANA CORP NEW COM 80589M10 1195 39942 SH SHARED 02 39942 D SCANSOFT INC COM 80603P10 14 3173 SH SHARED 3173 D SCANSOFT INC COM 80603P10 777 172700 SH SHARED 01 172700 D SCANSOFT INC COM 80603P10 142 31600 SH SHARED 02 31600 D SCANSOURCE INC COM 80603710 16 900 SH SHARED 900 D SCANSOURCE INC COM 80603710 24 1313 SH SHARED 1313 D SCANSOURCE INC COM 80603710 102 5464 SH SHARED 01 5464 D SCANSOURCE INC COM 80603710 133 7100 SH SHARED 02 7100 D SCANSOURCE INC COM 80603710 32 1720 SH SHARED 10 1720 D SCHAWK INC CL A 80637310 3 392 SH SHARED 392 D SCHAWK INC CL A 80637310 41 4300 SH SHARED 01 4300 D SCHAWK INC CL A 80637310 45 4700 SH SHARED 02 4700 D SCHEIN HENRY INC COM 80640710 184 4100 SH SHARED 4100 D SCHEIN HENRY INC COM 80640710 2509 55641 SH SHARED 55641 D SCHEIN HENRY INC COM 80640710 615 13646 SH SHARED 01 13646 D SCHEIN HENRY INC COM 80640710 759 16831 SH SHARED 02 16831 D SCHEIN HENRY INC COM 80640710 520 11540 SH SHR/OTHR 10 11540 D SCHERING A G SPONSORED ADR 80658520 615 15043 SH SHARED 15043 D SCHERING A G SPONSORED ADR 80658520 66 1630 SH SHARED 01 1630 D SCHERING PLOUGH CORP COM 80660510 87 4885 SH SHARED 4885 D SCHERING PLOUGH CORP COM 80660510 148152 8309195 SH SHARED 6762655 20000 1526540 D SCHERING PLOUGH CORP COM 80660510 9591 537928 SH SHR/OTHR 537928 D SCHERING PLOUGH CORP COM 80660510 62155 3486000 SH SHARED 01 3441948 16000 28052 D SCHERING PLOUGH CORP COM 80660510 1011 56705 SH SHR/OTHR 01 36705 20000 D SCHERING PLOUGH CORP COM 80660510 13609 763284 SH SHARED 02 763284 D SCHERING PLOUGH CORP COM 80660510 261 14640 SH SHARED 03 14640 D SCHERING PLOUGH CORP COM 80660510 18373 1030500 SH SHARED 04 1030500 D SCHERING PLOUGH CORP COM 80660510 627 35219 SH SHARED 05 35219 D SCHERING PLOUGH CORP COM 80660510 1540 86400 SH SHARED 10 86400 D SCHERING PLOUGH CORP COM 80660510 152584 8557748 SH SHR/OTHR 10 8557748 D SCHERING PLOUGH CORP COM 80660510 333 18719 SH SHARED 14 18719 D SCHLUMBERGER LTD COM 80685710 34 919 SH SHARED 839 80 D SCHLUMBERGER LTD COM 80685710 113074 2974868 SH SHARED 2425174 549694 D SCHLUMBERGER LTD COM 80685710 1407 37025 SH SHR/OTHR 37025 D SCHLUMBERGER LTD COM 80685710 14276 375611 SH SHARED 01 343670 35 31906 D SCHLUMBERGER LTD COM 80685710 5845 153777 SH SHR/OTHR 01 99718 54059 D SCHLUMBERGER LTD COM 80685710 15565 409519 SH SHARED 02 409519 D SCHLUMBERGER LTD COM 80685710 8540 224700 SH SHARED 03 190600 34100 D SCHLUMBERGER LTD COM 80685710 232784 6124300 SH SHARED 04 6124300 D SCHLUMBERGER LTD COM 80685710 4151 109229 SH SHARED 05 109229 D SCHLUMBERGER LTD COM 80685710 5173 136100 SH SHARED 06 136100 D SCHLUMBERGER LTD COM 80685710 3860 101561 SH SHARED 07 101561 D SCHLUMBERGER LTD COM 80685710 20643 543100 SH SHARED 10 3660 464300 75140 D SCHLUMBERGER LTD COM 80685710 14402 378909 SH SHR/OTHR 10 378909 D SCHLUMBERGER LTD COM 80685710 2896 76200 SH SHARED 14 76200 D SCHNITZER STL INDS CL A 80688210 6 266 SH SHARED 266 D SCHNITZER STL INDS CL A 80688210 60 2500 SH SHARED 02 2500 D SCHOLASTIC CORP COM 80706610 34 1300 SH SHARED 1300 D SCHOLASTIC CORP COM 80706610 182 6800 SH SHARED 6800 D SCHOLASTIC CORP COM 80706610 247 9200 SH SHARED 01 9200 D SCHOLASTIC CORP COM 80706610 632 23511 SH SHARED 02 23511 D SCHOLASTIC CORP COM 80706610 2285 85000 SH SHARED 04 85000 D SCHOOL SPECIALTY INC NOTE 6.000% 8/0 807863AC 470 500000 PRN SHARED 500000 D SCHOOL SPECIALTY INC COM 80786310 29 1655 SH SHARED 1655 D SCHOOL SPECIALTY INC COM 80786310 92 5180 SH SHARED 01 5180 D SCHOOL SPECIALTY INC COM 80786310 167 9417 SH SHARED 02 9417 D SCHULMAN A INC COM 80819410 28 1940 SH SHARED 1940 D SCHULMAN A INC COM 80819410 325 22400 SH SHARED 01 22400 D SCHULMAN A INC COM 80819410 271 18687 SH SHARED 02 18687 D SCHULMAN A INC COM 80819410 10 700 SH SHARED 10 700 D SCHWAB CHARLES CORP NEW COM 80851310 41341 5726032 SH SHARED 5659107 66925 D SCHWAB CHARLES CORP NEW COM 80851310 40 5625 SH SHR/OTHR 5625 D SCHWAB CHARLES CORP NEW COM 80851310 4402 609713 SH SHARED 01 590413 19300 D SCHWAB CHARLES CORP NEW COM 80851310 7 1000 SH SHR/OTHR 01 1000 D SCHWAB CHARLES CORP NEW COM 80851310 9149 1267253 SH SHARED 02 1267253 D SCHWAB CHARLES CORP NEW COM 80851310 361 50000 SH SHARED 04 50000 D SCHWAB CHARLES CORP NEW COM 80851310 157 21776 SH SHARED 05 21776 D SCHWAB CHARLES CORP NEW COM 80851310 65 9100 SH SHARED 06 9100 D SCHWAB CHARLES CORP NEW COM 80851310 8312 1151356 SH SHR/OTHR 10 1151356 D SCHWAB CHARLES CORP NEW COM 80851310 77 10800 SH SHARED 14 10800 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 217 9670 SH SHARED 8931 739 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 247 11001 SH SHARED 01 11001 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 20 916 SH SHR/OTHR 01 916 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 205 9145 SH SHARED 02 9145 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 47 2100 SH SHARED 10 2100 D SCICLONE PHARMACEUTICALS INC COM 80862K10 262 44000 SH SHR/OTHR 44000 D SCICLONE PHARMACEUTICALS INC COM 80862K10 28 4709 SH SHARED 02 4709 D SCICLONE PHARMACEUTICALS INC COM 80862K10 105 17725 SH SHR/OTHR 10 17725 D SCIENTIFIC ATLANTA INC COM 80865510 4807 349892 SH SHARED 348892 1000 D SCIENTIFIC ATLANTA INC COM 80865510 81 5960 SH SHR/OTHR 5960 D SCIENTIFIC ATLANTA INC COM 80865510 987 71844 SH SHARED 01 69044 2800 D SCIENTIFIC ATLANTA INC COM 80865510 1653 120338 SH SHARED 02 120338 D SCIENTIFIC ATLANTA INC COM 80865510 9 694 SH SHARED 05 694 D SCIENTIFIC ATLANTA INC COM 80865510 44 3271 SH SHARED 06 3271 D SCIENTIFIC ATLANTA INC COM 80865510 1295 94259 SH SHR/OTHR 10 94259 D SCIENTIFIC ATLANTA INC COM 80865510 35 2600 SH SHARED 14 2600 D SCIENTIFIC GAMES CORP CL A 80874P10 305 56633 SH SHARED 56633 D SCIENTIFIC GAMES CORP CL A 80874P10 96 17818 SH SHARED 01 17818 D SCIENTIFIC GAMES CORP CL A 80874P10 150 27928 SH SHARED 02 27928 D SCIENTIFIC GAMES CORP CL A 80874P10 9 1800 SH SHARED 10 1800 D SCIOS INC NOTE 5.500% 8/1 808905AB 11523 9500000 PRN SHARED 9500000 D SCIOS INC COM 80890510 15316 347628 SH SHARED 347628 D SCIOS INC COM 80890510 2685 60961 SH SHARED 01 60961 D SCIOS INC COM 80890510 13251 300752 SH SHARED 02 300752 D SCIOS INC COM 80890510 44 1000 SH SHARED 04 1000 D SCOR SPONSORED ADR 80917Q10 2 781 SH SHARED 781 D SCOR SPONSORED ADR 80917Q10 0 69 SH SHARED 01 69 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 4336 180751 SH SHARED 179951 800 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 1 49 SH SHARED 01 49 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 35 1500 SH SHR/OTHR 01 1500 D SCOTTS CO CL A 81018610 136 2641 SH SHARED 2641 D SCOTTS CO CL A 81018610 168 3259 SH SHARED 01 3259 D SCOTTS CO CL A 81018610 255 4936 SH SHARED 02 4936 D SCOTTS CO CL A 81018610 17 340 SH SHARED 06 340 D SCRIPPS E W CO OHIO CL A 81105420 3491 46092 SH SHARED 43898 2194 D SCRIPPS E W CO OHIO CL A 81105420 883 11660 SH SHARED 01 11660 D SCRIPPS E W CO OHIO CL A 81105420 222 2932 SH SHARED 02 2932 D SCRIPPS E W CO OHIO CL A 81105420 60 800 SH SHARED 14 800 D SCS TRANSN INC COM 81111T10 8 802 SH SHARED 802 D SCS TRANSN INC COM 81111T10 79 7549 SH SHARED 01 7549 D SCS TRANSN INC COM 81111T10 105 10002 SH SHARED 02 10002 D SCUDDER GLOBAL HIGH INCOME F COM 81115E10 118 17945 SH SHARED 13430 4515 D SCUDDER HIGH INCOME TR SH BEN INT 81115310 6 1000 SH SHARED 1000 D SCUDDER HIGH INCOME TR SH BEN INT 81115310 8 1200 SH SHARED 02 1200 D SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 8 1000 SH SHARED 1000 D SCUDDER NEW ASIA FD INC COM 81118310 1069 143695 SH SHARED 66423 77272 D SCUDDER NEW ASIA FD INC COM 81118310 33 4568 SH SHR/OTHR 4568 D SCUDDER NEW ASIA FD INC COM 81118310 148 20000 SH SHR/OTHR 01 20000 D SCUDDER STRATEGIC MUN INCOME COM SH BEN INT 81123410 90 7500 SH SHR/OTHR 01 7500 D SEA CONTAINERS LTD CL A 81137170 1708 247583 SH SHARED 247583 D SEABOARD CORP COM 81154310 5 28 SH SHARED 28 D SEABOARD CORP COM 81154310 121 600 SH SHARED 01 600 D SEABOARD CORP COM 81154310 40 200 SH SHARED 02 200 D SEABULK INTL INC COM 81169P10 26 2953 SH SHARED 02 2953 D SEACHANGE INTL INC COM 81169910 27 3865 SH SHARED 3865 D SEACHANGE INTL INC COM 81169910 65 9100 SH SHR/OTHR 9100 D SEACHANGE INTL INC COM 81169910 243 33620 SH SHARED 01 20507 13113 D SEACHANGE INTL INC COM 81169910 98 13600 SH SHARED 02 13600 D SEACOAST FINL SVCS CORP COM 81170Q10 249 13670 SH SHARED 10670 3000 D SEACOAST FINL SVCS CORP COM 81170Q10 476 26077 SH SHARED 01 26077 D SEACOAST FINL SVCS CORP COM 81170Q10 272 14932 SH SHARED 02 14932 D SEACOAST BKG CORP FLA COM 81170730 136 7020 SH SHARED 634 6386 D SEACOAST BKG CORP FLA COM 81170730 232 12000 SH SHARED 01 12000 D SEACOAST BKG CORP FLA COM 81170730 20 1050 SH SHR/OTHR 01 1050 D SEACOAST BKG CORP FLA COM 81170730 122 6300 SH SHARED 02 6300 D SEACOR SMIT INC COM 81190410 144 4126 SH SHARED 4126 D SEACOR SMIT INC COM 81190410 183 5252 SH SHARED 01 5252 D SEACOR SMIT INC COM 81190410 680 19434 SH SHARED 02 19434 D SEALED AIR CORP NEW COM 81211K10 6467 161168 SH SHARED 159768 1400 D SEALED AIR CORP NEW COM 81211K10 1554 38736 SH SHARED 01 38022 714 D SEALED AIR CORP NEW COM 81211K10 9 241 SH SHR/OTHR 01 241 D SEALED AIR CORP NEW COM 81211K10 1276 31812 SH SHARED 02 31812 D SEALED AIR CORP NEW COM 81211K10 18 468 SH SHARED 05 468 D SEALED AIR CORP NEW COM 81211K10 28 700 SH SHARED 06 700 D SEALED AIR CORP NEW COM 81211K10 8092 201666 SH SHR/OTHR 10 201666 D SEALED AIR CORP NEW PFD CV A $2 81211K20 38798 843823 SH SHARED 842256 1567 D SEALED AIR CORP NEW PFD CV A $2 81211K20 140 3060 SH SHARED 01 2870 190 D SEALED AIR CORP NEW PFD CV A $2 81211K20 122 2663 SH SHR/OTHR 01 2450 213 D SEARS ROEBUCK & CO COM 81238710 412 17100 SH SHARED 17100 D SEARS ROEBUCK & CO COM 81238710 46663 1932229 SH SHARED 1324039 608190 D SEARS ROEBUCK & CO COM 81238710 3435 142249 SH SHARED 01 139937 2312 D SEARS ROEBUCK & CO COM 81238710 365 15141 SH SHR/OTHR 01 33 15108 D SEARS ROEBUCK & CO COM 81238710 11409 472437 SH SHARED 02 472437 D SEARS ROEBUCK & CO COM 81238710 184 7651 SH SHARED 05 7651 D SEARS ROEBUCK & CO COM 81238710 64 2650 SH SHARED 06 2650 D SEARS ROEBUCK & CO COM 81238710 12516 518300 SH SHARED 10 438100 80200 D SEARS ROEBUCK & CO COM 81238710 5128 212355 SH SHR/OTHR 10 212355 D SEARS ROEBUCK & CO COM 81238710 83 3470 SH SHARED 14 3470 D SEATTLE GENETICS INC COM 81257810 2 914 SH SHARED 914 D SEATTLE GENETICS INC COM 81257810 25 10900 SH SHARED 02 10900 D SECOND BANCORP INC COM 81311410 90 4086 SH SHARED 4086 D SECOND BANCORP INC COM 81311410 44 2000 SH SHARED 01 2000 D SECOND BANCORP INC COM 81311410 112 5100 SH SHARED 02 5100 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 4510 245376 SH SHARED 02 245376 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 1238 46355 SH SHARED 02 46355 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 42662 1876922 SH SHARED 02 1876922 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 2078 100109 SH SHARED 02 100109 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 7978 413193 SH SHARED 02 413193 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 1247 87257 SH SHARED 71636 15621 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 2 200 SH SHR/OTHR 200 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 98 6894 SH SHARED 01 6894 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 52 3700 SH SHR/OTHR 01 3700 D SECURE COMPUTING CORP COM 81370510 66 18074 SH SHARED 18074 D SECURE COMPUTING CORP COM 81370510 402 109795 SH SHARED 01 109795 D SECURE COMPUTING CORP COM 81370510 65 17800 SH SHARED 02 17800 D SECURITY CAP CORP DEL CL A NEW 81413140 0 25 SH SHARED 02 25 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 14 7190 SH SHARED 7190 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 30 15297 SH SHARED 01 15297 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 64 31700 SH SHARED 02 31700 D SELECT COMFORT CORP COM 81616X10 39 3924 SH SHARED 02 3924 D SELECT MEDICAL CORP COM 81619610 74 5196 SH SHARED 5196 D SELECT MEDICAL CORP COM 81619610 1179 82780 SH SHARED 01 82780 D SELECT MEDICAL CORP COM 81619610 293 20600 SH SHARED 02 20600 D SELECTICA INC COM 81628810 0 184 SH SHARED 184 D SELECTICA INC COM 81628810 0 16 SH SHARED 01 16 D SELECTICA INC COM 81628810 11 4031 SH SHARED 02 4031 D SELECTIVE INS GROUP INC COM 81630010 42 1720 SH SHARED 1720 D SELECTIVE INS GROUP INC COM 81630010 277 11300 SH SHARED 01 11300 D SELECTIVE INS GROUP INC COM 81630010 401 16341 SH SHARED 02 16341 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 1030 44644 SH SHARED 44644 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 1532 66356 SH SHARED 01 66356 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 1505 65200 SH SHARED 02 65200 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 124 5400 SH SHR/OTHR 10 5400 D SEMINIS INC CL A 81665810 2 839 SH SHARED 839 D SEMINIS INC CL A 81665810 24 8400 SH SHARED 02 8400 D SEMTECH CORP NOTE 4.500% 2/0 816850AD 364 387000 PRN SHARED 387000 D SEMTECH CORP COM 81685010 783 51684 SH SHARED 33184 18500 D SEMTECH CORP COM 81685010 405 26770 SH SHARED 01 26770 D SEMTECH CORP COM 81685010 505 33359 SH SHARED 02 33359 D SEMTECH CORP COM 81685010 7129 470600 SH SHARED 10 470600 D SEMPRA ENERGY COM 81685110 1100 44100 SH SHARED 44100 D SEMPRA ENERGY COM 81685110 15251 611027 SH SHARED 424164 186863 D SEMPRA ENERGY COM 81685110 7159 286857 SH SHARED 01 285673 1184 D SEMPRA ENERGY COM 81685110 93 3751 SH SHR/OTHR 01 3000 751 D SEMPRA ENERGY COM 81685110 3415 136828 SH SHARED 02 136828 D SEMPRA ENERGY COM 81685110 30 1215 SH SHARED 05 1215 D SEMPRA ENERGY COM 81685110 93 3757 SH SHARED 06 3757 D SEMPRA ENERGY COM 81685110 3379 135377 SH SHR/OTHR 10 135377 D SEMPRA ENERGY COM 81685110 64 2600 SH SHARED 14 2600 D SEMPRA ENERGY INCOME EQTY UT 81685120 33208 1335300 SH SHARED 1335300 D SEMPRA ENERGY INCOME EQTY UT 81685120 746 30000 SH SHARED 02 30000 D SEMITOOL INC COM 81690910 90 22145 SH SHARED 22145 D SEMITOOL INC COM 81690910 11 2875 SH SHARED 01 2875 D SEMITOOL INC COM 81690910 43 10700 SH SHARED 02 10700 D SEMITOOL INC COM 81690910 18 4600 SH SHARED 10 4600 D SENECA FOODS CORP NEW CL A 81707050 308 16800 SH SHARED 16800 D SENECA FOODS CORP NEW CL A 81707050 8 488 SH SHARED 02 488 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 180 15598 SH SHARED 15598 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 139 12086 SH SHARED 01 12086 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 318 27600 SH SHARED 02 27600 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 7355 636800 SH SHR/OTHR 10 636800 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 8343 722400 SH SHARED 11 722400 D SENSIENT TECHNOLOGIES CORP COM 81725T10 404 20181 SH SHARED 18211 1970 D SENSIENT TECHNOLOGIES CORP COM 81725T10 690 34508 SH SHARED 01 34508 D SENSIENT TECHNOLOGIES CORP COM 81725T10 38 1938 SH SHR/OTHR 01 1938 D SENSIENT TECHNOLOGIES CORP COM 81725T10 1057 52841 SH SHARED 02 52841 D SEPRACOR INC SDCV 5.000% 2/1 817315AL 6543 9000000 PRN SHARED 9000000 D SEPRACOR INC SDCV 5.000% 2/1 817315AL 3 5000 PRN SHARED 01 5000 D SEPRACOR INC SDCV 5.000% 2/1 817315AL 15 22000 PRN SHARED 02 22000 D SEPRACOR INC NOTE 5.750%11/1 817315AQ 19425 25000000 PRN SHARED 25000000 D SEPRACOR INC NOTE 5.750%11/1 817315AQ 5703 7340000 PRN SHARED 02 7340000 D SEPRACOR INC COM 81731510 380 28069 SH SHARED 28069 D SEPRACOR INC COM 81731510 611 45178 SH SHARED 01 45178 D SEPRACOR INC COM 81731510 1011 74681 SH SHARED 02 74681 D SEPRACOR INC COM 81731510 27 2000 SH SHARED 10 2000 D SEQUA CORPORATION CL A 81732010 69 2036 SH SHARED 2036 D SEQUA CORPORATION CL A 81732010 123 3603 SH SHARED 01 3603 D SEQUA CORPORATION CL A 81732010 233 6821 SH SHARED 02 6821 D SEQUA CORPORATION PFD CONV $5 81732030 5122 67400 SH SHARED 67400 D SEQUENOM INC COM 81733710 4 2437 SH SHARED 2437 D SEQUENOM INC COM 81733710 10 5800 SH SHARED 01 5800 D SEQUENOM INC COM 81733710 44 23900 SH SHARED 02 23900 D SEQUENOM INC COM 81733710 373 202000 SH SHARED 04 202000 D SERENA SOFTWARE INC COM 81749210 13 862 SH SHARED 862 D SERENA SOFTWARE INC COM 81749210 264 16558 SH SHARED 01 16558 D SERENA SOFTWARE INC COM 81749210 175 10995 SH SHARED 02 10995 D SERENA SOFTWARE INC COM 81749210 9 600 SH SHARED 10 600 D SERONO S A SPONSORED ADR 81752M10 279 23200 SH SHARED 23200 D SERONO S A SPONSORED ADR 81752M10 4242 352100 SH SHARED 02 352100 D SEROLOGICALS CORP COM 81752310 132 15616 SH SHARED 15616 D SEROLOGICALS CORP COM 81752310 69 8156 SH SHARED 01 8156 D SEROLOGICALS CORP COM 81752310 120 14200 SH SHARED 02 14200 D SERVICE CORP INTL COM 81756510 51 18381 SH SHARED 18381 D SERVICE CORP INTL COM 81756510 218 78701 SH SHARED 01 78701 D SERVICE CORP INTL COM 81756510 17 6309 SH SHR/OTHR 01 6309 D SERVICE CORP INTL COM 81756510 1750 629809 SH SHARED 02 629809 D SERVICEMASTER CO COM 81760N10 400 40042 SH SHARED 29738 10304 D SERVICEMASTER CO COM 81760N10 1830 183001 SH SHARED 01 182326 675 D SERVICEMASTER CO COM 81760N10 253 25394 SH SHR/OTHR 01 12487 12907 D SERVICEMASTER CO COM 81760N10 219 21904 SH SHARED 02 21904 D SERVICEMASTER CO COM 81760N10 73 7333 SH SHARED 06 7333 D SERVICEMASTER CO COM 81760N10 43 4300 SH SHARED 14 4300 D 7-ELEVEN INC COM NEW 81782620 10 1441 SH SHARED 1441 D 7-ELEVEN INC COM NEW 81782620 29 4305 SH SHARED 01 4305 D 7-ELEVEN INC COM NEW 81782620 102 14740 SH SHARED 02 14740 D 724 SOLUTIONS INC COM 81788Q10 4 13339 SH SHARED 13339 D 724 SOLUTIONS INC COM 81788Q10 0 1261 SH SHARED 01 1261 D SHARPER IMAGE CORP COM 82001310 128 7100 SH SHARED 7100 D SHARPER IMAGE CORP COM 82001310 141 7823 SH SHARED 7823 D SHARPER IMAGE CORP COM 82001310 792 43898 SH SHARED 01 43898 D SHARPER IMAGE CORP COM 82001310 77 4300 SH SHARED 02 4300 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 368 35092 SH SHARED 35092 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 0 16 SH SHARED 01 16 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 1417 134885 SH SHARED 02 134885 D SHAW GROUP INC NOTE 5/0 820280AC 16097 25350000 PRN SHARED 25350000 D SHAW GROUP INC COM 82028010 1135 113016 SH SHARED 113016 D SHAW GROUP INC COM 82028010 3070 305554 SH SHARED 01 305554 D SHAW GROUP INC COM 82028010 86 8558 SH SHARED 02 8558 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 3762 103871 SH SHARED 90331 13540 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 98 2732 SH SHARED 01 2732 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 152 4200 SH SHR/OTHR 01 4200 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 18984 524150 SH SHARED 02 524150 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 3 100 SH SHARED 06 100 D SHENANDOAH TELECOMMUNICATION COM 82312B10 2 92 SH SHARED 92 D SHENANDOAH TELECOMMUNICATION COM 82312B10 21 800 SH SHARED 01 800 D SHENANDOAH TELECOMMUNICATION COM 82312B10 54 2000 SH SHARED 02 2000 D SHERWIN WILLIAMS CO COM 82434810 17977 680183 SH SHARED 446293 233890 D SHERWIN WILLIAMS CO COM 82434810 1057 40000 SH SHR/OTHR 40000 D SHERWIN WILLIAMS CO COM 82434810 5171 195657 SH SHARED 01 193882 1775 D SHERWIN WILLIAMS CO COM 82434810 48 1851 SH SHR/OTHR 01 950 901 D SHERWIN WILLIAMS CO COM 82434810 1776 67211 SH SHARED 02 67211 D SHERWIN WILLIAMS CO COM 82434810 22 850 SH SHARED 05 850 D SHERWIN WILLIAMS CO COM 82434810 357 13516 SH SHARED 06 13516 D SHERWIN WILLIAMS CO COM 82434810 18456 698300 SH SHARED 10 698300 D SHERWIN WILLIAMS CO COM 82434810 2325 87988 SH SHR/OTHR 10 87988 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 4588 247615 SH SHARED 219822 27793 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 14 758 SH SHR/OTHR 758 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 165 8905 SH SHARED 01 8905 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 4397 237309 SH SHARED 02 237309 D SHIRE FIN LTD NOTE 2.000% 8/2 82481UAB 12009 12575000 PRN SHARED 12575000 D SHOE CARNIVAL INC COM 82488910 98 6466 SH SHARED 6466 D SHOE CARNIVAL INC COM 82488910 45 2963 SH SHARED 01 2963 D SHOE CARNIVAL INC COM 82488910 66 4400 SH SHARED 02 4400 D SHOPKO STORES INC COM 82491110 93 8005 SH SHARED 8005 D SHOPKO STORES INC COM 82491110 87 7511 SH SHARED 01 7511 D SHOPKO STORES INC COM 82491110 211 18119 SH SHARED 02 18119 D SHORE BANCSHARES INC COM 82510710 24 685 SH SHARED 02 685 D SHUFFLE MASTER INC COM 82554910 3710 184151 SH SHARED 125251 6500 52400 D SHUFFLE MASTER INC COM 82554910 238 11828 SH SHARED 01 11828 D SHUFFLE MASTER INC COM 82554910 223 11070 SH SHARED 02 11070 D SHUFFLE MASTER INC COM 82554910 987 49000 SH SHARED 05 49000 D SHUFFLE MASTER INC COM 82554910 4300 213400 SH SHARED 10 213400 D SHUFFLE MASTER INC COM 82554910 2258 112100 SH SHR/OTHR 10 112100 D SHURGARD STORAGE CTRS INC COM 82567D10 94 3029 SH SHARED 3029 D SHURGARD STORAGE CTRS INC COM 82567D10 6 200 SH SHR/OTHR 200 D SHURGARD STORAGE CTRS INC COM 82567D10 900 29007 SH SHARED 01 29007 D SHURGARD STORAGE CTRS INC COM 82567D10 647 20850 SH SHARED 02 20850 D SHURGARD STORAGE CTRS INC COM 82567D10 856 27600 SH SHARED 11 27600 D SICOR INC COM 82584610 903 54100 SH SHARED 19700 34400 D SICOR INC COM 82584610 595 35629 SH SHARED 01 34029 1600 D SICOR INC COM 82584610 19 1191 SH SHR/OTHR 01 1191 D SICOR INC COM 82584610 2138 128058 SH SHARED 02 128058 D SICOR INC COM 82584610 8667 519000 SH SHARED 10 519000 D SICOR INC COM 82584610 632 37900 SH SHR/OTHR 10 37900 D SIEBEL SYS INC COM 82617010 12938 1615275 SH SHARED 1367153 248122 D SIEBEL SYS INC COM 82617010 12 1553 SH SHR/OTHR 1553 D SIEBEL SYS INC COM 82617010 1352 168816 SH SHARED 01 157166 11650 D SIEBEL SYS INC COM 82617010 2293 286370 SH SHARED 02 286370 D SIEBEL SYS INC COM 82617010 68 8500 SH SHARED 04 8500 D SIEBEL SYS INC COM 82617010 148 18584 SH SHARED 05 18584 D SIEBEL SYS INC COM 82617010 94 11750 SH SHARED 06 11750 D SIEBEL SYS INC COM 82617010 4082 509700 SH SHARED 10 509700 D SIEBEL SYS INC COM 82617010 2610 325916 SH SHR/OTHR 10 325916 D SIEBEL SYS INC COM 82617010 28 3600 SH SHARED 14 3600 D SIEMENS A G SPONSORED ADR 82619750 487 11860 SH SHARED 11860 D SIEMENS A G SPONSORED ADR 82619750 172 4200 SH SHR/OTHR 4200 D SIEMENS A G SPONSORED ADR 82619750 6 150 SH SHARED 01 150 D SIEMENS A G SPONSORED ADR 82619750 98 2400 SH SHR/OTHR 01 900 1500 D SIEMENS A G SPONSORED ADR 82619750 7281 177000 SH SHARED 02 177000 D SIERRA BANCORP COM 82620P10 15 1185 SH SHARED 02 1185 D SIERRA HEALTH SVCS INC COM 82632210 653 50627 SH SHARED 50627 D SIERRA HEALTH SVCS INC COM 82632210 2854 221259 SH SHARED 01 221259 D SIERRA HEALTH SVCS INC COM 82632210 215 16711 SH SHARED 02 16711 D SIERRA PAC RES NEW COM 82642810 327 102894 SH SHARED 102894 D SIERRA PAC RES NEW COM 82642810 192 60620 SH SHARED 01 60620 D SIERRA PAC RES NEW COM 82642810 3 1152 SH SHR/OTHR 01 1152 D SIERRA PAC RES NEW COM 82642810 1085 341306 SH SHARED 02 341306 D SIERRA WIRELESS INC COM 82651610 11 3198 SH SHARED 3198 D SIERRA WIRELESS INC COM 82651610 9 2592 SH SHARED 01 2592 D SIERRA WIRELESS INC COM 82651610 3 1000 SH SHARED 02 1000 D SIFY LTD SPONSORED ADR 82655M10 11 3054 SH SHARED 3054 D SIFY LTD SPONSORED ADR 82655M10 1 296 SH SHARED 01 296 D SIGMA ALDRICH CORP COM 82655210 974 21900 SH SHARED 21900 D SIGMA ALDRICH CORP COM 82655210 25290 568462 SH SHARED 179414 389048 D SIGMA ALDRICH CORP COM 82655210 1542 34675 SH SHR/OTHR 34675 D SIGMA ALDRICH CORP COM 82655210 4295 96550 SH SHARED 01 79785 16765 D SIGMA ALDRICH CORP COM 82655210 294 6611 SH SHR/OTHR 01 2900 3711 D SIGMA ALDRICH CORP COM 82655210 2611 58701 SH SHARED 02 58701 D SIGMA ALDRICH CORP COM 82655210 2188 49200 SH SHARED 04 49200 D SIGMA ALDRICH CORP COM 82655210 214 4820 SH SHARED 05 4820 D SIGMA ALDRICH CORP COM 82655210 26 600 SH SHARED 06 600 D SIGMA ALDRICH CORP COM 82655210 2283 51316 SH SHR/OTHR 10 51316 D SIGNAL TECHNOLOGY CORP COM 82667510 16 1500 SH SHARED 01 1500 D SIGNAL TECHNOLOGY CORP COM 82667510 14 1342 SH SHARED 02 1342 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 10719 307600 SH SHARED 307600 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 29253 839416 SH SHARED 07 839416 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 55442 1590895 SH SHARED 08 1590895 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 15219 436709 SH SHARED 12 436709 D SILICON LABORATORIES INC COM 82691910 30571 1169074 SH SHARED 824374 344700 D SILICON LABORATORIES INC COM 82691910 5426 207511 SH SHARED 01 207511 D SILICON LABORATORIES INC COM 82691910 559 21400 SH SHARED 02 21400 D SILICON LABORATORIES INC COM 82691910 371 14200 SH SHARED 05 14200 D SILICON LABORATORIES INC COM 82691910 1289 49300 SH SHARED 10 49300 D SILICON LABORATORIES INC COM 82691910 8776 335610 SH SHR/OTHR 10 335610 D SILICON LABORATORIES INC COM 82691910 78 3000 SH SHARED 12 3000 D SILGAN HOLDINGS INC COM 82704810 13 620 SH SHARED 620 D SILGAN HOLDINGS INC COM 82704810 166 7500 SH SHARED 01 7500 D SILGAN HOLDINGS INC COM 82704810 148 6700 SH SHARED 02 6700 D SILGAN HOLDINGS INC COM 82704810 9 450 SH SHARED 10 450 D SILICON IMAGE INC COM 82705T10 239 60125 SH SHARED 60125 D SILICON IMAGE INC COM 82705T10 459 115454 SH SHARED 01 115454 D SILICON IMAGE INC COM 82705T10 142 35860 SH SHARED 02 35860 D SILICON IMAGE INC COM 82705T10 7 2000 SH SHARED 10 2000 D SILICON GRAPHICS INC COM 82705610 4171 2726193 SH SHARED 2711693 14500 D SILICON GRAPHICS INC COM 82705610 72 47300 SH SHARED 01 47300 D SILICON GRAPHICS INC COM 82705610 175 115000 SH SHARED 02 115000 D SILICON STORAGE TECHNOLOGY I COM 82705710 61 26606 SH SHARED 11606 15000 D SILICON STORAGE TECHNOLOGY I COM 82705710 94 40905 SH SHARED 01 40905 D SILICON STORAGE TECHNOLOGY I COM 82705710 126 55100 SH SHARED 02 55100 D SILICON STORAGE TECHNOLOGY I COM 82705710 12 5600 SH SHARED 10 5600 D SILICON VY BANCSHARES COM 82706410 269 14835 SH SHARED 11802 3033 D SILICON VY BANCSHARES COM 82706410 246 13552 SH SHARED 01 13552 D SILICON VY BANCSHARES COM 82706410 209 11496 SH SHARED 02 11496 D SILICONIX INC COM NEW 82707920 14 627 SH SHARED 627 D SILICONIX INC COM NEW 82707920 71 3000 SH SHARED 01 3000 D SILICONIX INC COM NEW 82707920 85 3600 SH SHARED 02 3600 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 4163 1706223 SH SHARED 1706223 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 0 1 SH SHARED 12 1 D SIMMONS 1ST NATL CORP CL A $5 PAR 82873020 19 537 SH SHARED 537 D SIMMONS 1ST NATL CORP CL A $5 PAR 82873020 75 2100 SH SHARED 01 2100 D SIMMONS 1ST NATL CORP CL A $5 PAR 82873020 169 4700 SH SHARED 02 4700 D SIMON PPTY GROUP INC NEW COM 82880610 13090 365342 SH SHARED 360242 5100 D SIMON PPTY GROUP INC NEW COM 82880610 2900 80950 SH SHARED 01 80950 D SIMON PPTY GROUP INC NEW COM 82880610 35 1000 SH SHR/OTHR 01 1000 D SIMON PPTY GROUP INC NEW COM 82880610 2819 78692 SH SHARED 02 78692 D SIMON PPTY GROUP INC NEW COM 82880610 35 1000 SH SHARED 05 1000 D SIMON PPTY GROUP INC NEW COM 82880610 103 2894 SH SHARED 06 2894 D SIMON PPTY GROUP INC NEW COM 82880610 318 8900 SH SHARED 07 8900 D SIMON PPTY GROUP INC NEW COM 82880610 29062 811108 SH SHR/OTHR 10 811108 D SIMON PPTY GROUP INC NEW COM 82880610 264738 7388742 SH SHARED 11 5598292 1790450 D SIMON PPTY GROUP INC NEW COM 82880610 78 2200 SH SHARED 14 2200 D SIMON PPTY GROUP INC NEW PFD CV B 6.50% 82880640 21868 224200 SH SHARED 224200 D SIMON PPTY GROUP INC NEW PFD CV B 6.50% 82880640 8271 84800 SH SHR/OTHR 10 84800 D SIMON PPTY GROUP INC NEW PFD CV B 6.50% 82880640 40824 418542 SH SHARED 11 418542 D SIMPLETECH INC COM 82882310 0 345 SH SHARED 345 D SIMPLETECH INC COM 82882310 7 3100 SH SHARED 01 3100 D SIMPLETECH INC COM 82882310 11 4400 SH SHARED 02 4400 D SIMPSON MANUFACTURING CO INC COM 82907310 294 8720 SH SHARED 8720 D SIMPSON MANUFACTURING CO INC COM 82907310 190 5623 SH SHARED 01 5623 D SIMPSON MANUFACTURING CO INC COM 82907310 315 9341 SH SHARED 02 9341 D SIMULA INC NOTE 8.000% 5/0 829206AB 44 50000 PRN SHR/OTHR 01 50000 D SINCLAIR BROADCAST GROUP INC CL A 82922610 123 15742 SH SHARED 15742 D SINCLAIR BROADCAST GROUP INC CL A 82922610 73 9357 SH SHARED 01 9357 D SINCLAIR BROADCAST GROUP INC CL A 82922610 353 44980 SH SHARED 02 44980 D SINCLAIR BROADCAST GROUP INC PFD CV EXCH D 82922650 18013 496920 SH SHARED 496920 D SINCLAIR BROADCAST GROUP INC PFD CV EXCH D 82922650 5256 145000 SH SHR/OTHR 10 145000 D SINGAPORE FD INC COM 82929L10 1503 306900 SH SHARED 306900 D SINGAPORE FD INC COM 82929L10 98 20000 SH SHR/OTHR 01 9000 11000 D SINGING MACH INC COM NEW 82932230 6 950 SH SHR/OTHR 01 950 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 2785 166800 SH SHARED 166800 D SIRIUS SATELLITE RADIO INC COM 82966U10 158 217546 SH SHARED 217246 300 D SIRIUS SATELLITE RADIO INC COM 82966U10 155 212455 SH SHARED 01 212455 D SIRIUS SATELLITE RADIO INC COM 82966U10 0 1000 SH SHR/OTHR 01 1000 D SIRIUS SATELLITE RADIO INC COM 82966U10 30 41900 SH SHARED 02 41900 D SITEL CORP COM 82980K10 3 3481 SH SHARED 3481 D SITEL CORP COM 82980K10 10 9600 SH SHARED 01 9600 D SITEL CORP COM 82980K10 36 34300 SH SHARED 02 34300 D SIPEX CORP COM 82990910 864 230550 SH SHARED 230550 D SIPEX CORP COM 82990910 6 1684 SH SHARED 1684 D SIPEX CORP COM 82990910 30 8106 SH SHARED 01 8106 D SIPEX CORP COM 82990910 57 15400 SH SHARED 02 15400 D SIX FLAGS INC COM 83001P10 425 76066 SH SHARED 76066 D SIX FLAGS INC COM 83001P10 125 22352 SH SHARED 01 22352 D SIX FLAGS INC COM 83001P10 173 31031 SH SHARED 02 31031 D SIZELER PPTY INVS INC COM 83013710 7 834 SH SHARED 834 D SIZELER PPTY INVS INC COM 83013710 54 5900 SH SHARED 01 5900 D SIZELER PPTY INVS INC COM 83013710 65 7000 SH SHARED 02 7000 D SKECHERS U S A INC NOTE 4.500% 4/1 830566AB 786 1000000 PRN SHARED 1000000 D SKECHERS U S A INC CL A 83056610 647 99744 SH SHARED 99744 D SKECHERS U S A INC CL A 83056610 285 44060 SH SHARED 01 44060 D SKECHERS U S A INC CL A 83056610 61 9400 SH SHARED 02 9400 D SKY FINL GROUP INC COM 83080P10 105 5364 SH SHARED 5364 D SKY FINL GROUP INC COM 83080P10 157 7994 SH SHARED 01 7994 D SKY FINL GROUP INC COM 83080P10 193 9816 SH SHARED 02 9816 D SKYLINE CORP COM 83083010 6 252 SH SHARED 252 D SKYLINE CORP COM 83083010 172 6600 SH SHARED 01 6600 D SKYLINE CORP COM 83083010 98 3781 SH SHARED 02 3781 D SKYWEST INC COM 83087910 13186 1276520 SH SHARED 771812 16208 488500 D SKYWEST INC COM 83087910 3188 308672 SH SHARED 01 308672 D SKYWEST INC COM 83087910 108 10522 SH SHARED 02 10522 D SKYWEST INC COM 83087910 130 12600 SH SHARED 05 12600 D SKYWEST INC COM 83087910 41 4060 SH SHARED 06 4060 D SKYWEST INC COM 83087910 9227 893300 SH SHARED 10 757200 136100 D SKYWEST INC COM 83087910 3794 367300 SH SHR/OTHR 10 367300 D SKYWEST INC COM 83087910 39 3800 SH SHARED 12 3800 D SKYWORKS SOLUTIONS INC COM 83088M10 19597 3145597 SH SHARED 2103805 5800 1035992 D SKYWORKS SOLUTIONS INC COM 83088M10 1 280 SH SHR/OTHR 280 D SKYWORKS SOLUTIONS INC COM 83088M10 1530 245699 SH SHARED 01 245699 D SKYWORKS SOLUTIONS INC COM 83088M10 0 70 SH SHR/OTHR 01 70 D SKYWORKS SOLUTIONS INC COM 83088M10 784 125944 SH SHARED 02 125944 D SKYWORKS SOLUTIONS INC COM 83088M10 2105 338000 SH SHARED 10 338000 D SKYWORKS SOLUTIONS INC COM 83088M10 4022 645700 SH SHR/OTHR 10 645700 D SKILLSOFT PLC SPONSORED ADR 83092810 318 120109 SH SHARED 120109 D SKILLSOFT PLC SPONSORED ADR 83092810 59 22453 SH SHARED 01 22453 D SKILLSOFT PLC SPONSORED ADR 83092810 1 719 SH SHARED 02 719 D SMART & FINAL INC COM 83168310 2 861 SH SHARED 861 D SMART & FINAL INC COM 83168310 6 1900 SH SHARED 01 1900 D SMART & FINAL INC COM 83168310 23 7200 SH SHARED 02 7200 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 43 700 SH SHARED 02 700 D SMITH A O COM 83186520 452 16900 SH SHARED 16900 D SMITH A O COM 83186520 480 17927 SH SHARED 01 17927 D SMITH A O COM 83186520 291 10882 SH SHARED 02 10882 D SMITH A O COM 83186520 56 2100 SH SHARED 10 2100 D SMITH INTL INC COM 83211010 7436 211082 SH SHARED 211082 D SMITH INTL INC COM 83211010 2859 81166 SH SHARED 01 81166 D SMITH INTL INC COM 83211010 3454 98053 SH SHARED 02 72303 25750 D SMITH INTL INC COM 83211010 42 1200 SH SHARED 05 1200 D SMITH INTL INC COM 83211010 31 900 SH SHARED 06 900 D SMITH INTL INC COM 83211010 10086 286300 SH SHR/OTHR 10 286300 D SMITHFIELD FOODS INC COM 83224810 498 28107 SH SHARED 26107 2000 D SMITHFIELD FOODS INC COM 83224810 595 33600 SH SHARED 01 33600 D SMITHFIELD FOODS INC COM 83224810 590 33306 SH SHARED 02 33306 D SMITHFIELD FOODS INC COM 83224810 265 15000 SH SHARED 10 15000 D SMUCKER J M CO COM NEW 83269640 1062 30394 SH SHARED 27786 2608 D SMUCKER J M CO COM NEW 83269640 100 2877 SH SHR/OTHR 2877 D SMUCKER J M CO COM NEW 83269640 1960 56073 SH SHARED 01 54122 1951 D SMUCKER J M CO COM NEW 83269640 198 5684 SH SHR/OTHR 01 4621 1063 D SMUCKER J M CO COM NEW 83269640 1431 40945 SH SHARED 02 40945 D SMURFIT-STONE CONTAINER CORP COM 83272710 2317 173984 SH SHARED 173734 250 D SMURFIT-STONE CONTAINER CORP COM 83272710 278 20926 SH SHARED 01 20431 495 D SMURFIT-STONE CONTAINER CORP COM 83272710 772 57996 SH SHARED 02 57996 D SMURFIT-STONE CONTAINER CORP COM 83272710 799 60000 SH SHARED 04 60000 D SMURFIT-STONE CONTAINER CORP COM 83272710 69 5180 SH SHR/OTHR 10 5180 D SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 83272720 6762 322000 SH SHARED 322000 D SNAP ON INC COM 83303410 2888 116648 SH SHARED 115748 900 D SNAP ON INC COM 83303410 285 11526 SH SHARED 01 11526 D SNAP ON INC COM 83303410 74 3000 SH SHR/OTHR 01 3000 D SNAP ON INC COM 83303410 669 27035 SH SHARED 02 27035 D SNAP ON INC COM 83303410 222 9000 SH SHARED 05 9000 D SNAP ON INC COM 83303410 825 33358 SH SHR/OTHR 10 33358 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 66 2800 SH SHARED 2800 D SODEXHO ALLIANCE SA SPONSORED ADR 83379210 7 384 SH SHARED 01 384 D SODEXHO ALLIANCE SA SPONSORED ADR 83379210 3 160 SH SHARED 02 160 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 185 7300 SH SHARED 02 7300 D SOHU COM INC COM 83408W10 85 7831 SH SHARED 7831 D SOHU COM INC COM 83408W10 7 662 SH SHARED 01 662 D SOHU COM INC COM 83408W10 64 5913 SH SHARED 02 5913 D SOLA INTL INC COM 83409210 100 8134 SH SHARED 8134 D SOLA INTL INC COM 83409210 85 6900 SH SHARED 01 6900 D SOLA INTL INC COM 83409210 570 46140 SH SHARED 02 46140 D SOLECTRON CORP NOTE 5/0 834182AK 10216 16452000 PRN SHARED 16452000 D SOLECTRON CORP NOTE 11/2 834182AL 90652176025000 PRN SHARED 176025000 D SOLECTRON CORP COM 83418210 11407 3777310 SH SHARED 3761062 15600 648 D SOLECTRON CORP COM 83418210 1079 357313 SH SHARED 01 353413 3900 D SOLECTRON CORP COM 83418210 1 620 SH SHR/OTHR 01 620 D SOLECTRON CORP COM 83418210 6303 2087367 SH SHARED 02 2087367 D SOLECTRON CORP COM 83418210 59 19557 SH SHARED 05 19557 D SOLECTRON CORP COM 83418210 20 6800 SH SHARED 06 6800 D SOLECTRON CORP COM 83418210 11627 3850000 SH SHARED 10 3850000 D SOLECTRON CORP COM 83418210 1617 535488 SH SHR/OTHR 10 535488 D SOLECTRON CORP COM 83418210 22 7300 SH SHARED 14 7300 D SOLUTIA INC COM 83437610 53 34268 SH SHARED 24308 9960 D SOLUTIA INC COM 83437610 88 56900 SH SHARED 01 56700 200 D SOLUTIA INC COM 83437610 2 1600 SH SHR/OTHR 01 1600 D SOLUTIA INC COM 83437610 1280 826112 SH SHARED 02 826112 D SOMERA COMMUNICATION COM 83445810 1 1918 SH SHARED 1918 D SOMERA COMMUNICATION COM 83445810 14 16109 SH SHARED 01 16109 D SOMERA COMMUNICATION COM 83445810 17 19000 SH SHARED 02 19000 D SONIC AUTOMOTIVE INC NOTE 5.250% 5/0 83545GAE 80 100000 PRN SHARED 100000 D SONIC AUTOMOTIVE INC CL A 83545G10 142 9673 SH SHARED 9673 D SONIC AUTOMOTIVE INC CL A 83545G10 16 1137 SH SHARED 01 1137 D SONIC AUTOMOTIVE INC CL A 83545G10 23 1624 SH SHARED 02 1624 D SONIC INNOVATIONS INC COM 83545M10 1 674 SH SHARED 674 D SONIC INNOVATIONS INC COM 83545M10 10 4500 SH SHARED 01 4500 D SONIC INNOVATIONS INC COM 83545M10 15 6600 SH SHARED 02 6600 D SONIC CORP COM 83545110 147 5793 SH SHARED 5793 D SONIC CORP COM 83545110 336 13236 SH SHARED 01 13236 D SONIC CORP COM 83545110 610 23986 SH SHARED 02 23986 D SONIC CORP COM 83545110 63 2502 SH SHARED 10 2502 D SONICBLUE INC COM 83546Q10 0 6598 SH SHARED 6598 D SONICBLUE INC COM 83546Q10 0 22300 SH SHARED 01 22300 D SONICBLUE INC COM 83546Q10 1 52000 SH SHARED 02 52000 D SONIC SOLUTIONS COM 83546010 47 8300 SH SHARED 02 8300 D SONICWALL INC COM 83547010 2217 615842 SH SHARED 615842 D SONICWALL INC COM 83547010 61 16995 SH SHARED 01 16995 D SONICWALL INC COM 83547010 188 52293 SH SHARED 02 52293 D SONICWALL INC COM 83547010 7 2100 SH SHARED 10 2100 D SONOCO PRODS CO COM 83549510 41055 1961570 SH SHARED 917343 1044227 D SONOCO PRODS CO COM 83549510 633 30272 SH SHARED 01 28589 1683 D SONOCO PRODS CO COM 83549510 290 13874 SH SHR/OTHR 01 13874 D SONOCO PRODS CO COM 83549510 764 36512 SH SHARED 02 36512 D SONOCO PRODS CO COM 83549510 14621 698600 SH SHARED 10 656800 41800 D SONOSITE INC COM 83568G10 31 1986 SH SHARED 1986 D SONOSITE INC COM 83568G10 102 6522 SH SHARED 01 6522 D SONOSITE INC COM 83568G10 133 8500 SH SHARED 02 8500 D SONY CORP ADR NEW 83569930 6 190 SH SHARED 190 D SONY CORP ADR NEW 83569930 2699 76832 SH SHARED 37683 39149 D SONY CORP ADR NEW 83569930 146 4156 SH SHARED 01 3356 800 D SONY CORP ADR NEW 83569930 169 4820 SH SHR/OTHR 01 4820 D SONY CORP ADR NEW 83569930 140 4000 SH SHARED 02 4000 D SOTHEBYS HLDGS INC CL A 83589810 194 21171 SH SHARED 21171 D SOTHEBYS HLDGS INC CL A 83589810 257 28049 SH SHARED 01 27049 1000 D SOTHEBYS HLDGS INC CL A 83589810 377 41124 SH SHARED 02 41124 D SONUS NETWORKS INC COM 83591610 97 43507 SH SHARED 43507 D SONUS NETWORKS INC COM 83591610 29 13266 SH SHARED 01 13266 D SONUS NETWORKS INC COM 83591610 279 124200 SH SHARED 02 124200 D SOUND FED BANCORP INC COM 83607V10 21 1688 SH SHARED 02 1688 D SOUNDVIEW TECHNOLOGY GROUP N COM 83611Q10 5 4461 SH SHARED 4461 D SOUNDVIEW TECHNOLOGY GROUP N COM 83611Q10 16 12545 SH SHARED 01 12545 D SOUNDVIEW TECHNOLOGY GROUP N COM 83611Q10 63 49562 SH SHARED 02 49562 D SOURCE INTERLINK COS INC COM NEW 83615120 11 2330 SH SHARED 02 2330 D SOURCECORP COM 83616710 117 8420 SH SHARED 8420 D SOURCECORP COM 83616710 61 4383 SH SHARED 01 4383 D SOURCECORP COM 83616710 247 17670 SH SHARED 02 17670 D SOUTH FINL GROUP INC COM 83784110 73 3377 SH SHARED 3377 D SOUTH FINL GROUP INC COM 83784110 366 16925 SH SHARED 01 16925 D SOUTH FINL GROUP INC COM 83784110 655 30258 SH SHARED 02 30258 D SOUTH FINL GROUP INC COM 83784110 97 4500 SH SHARED 05 4500 D SOUTH FINL GROUP INC COM 83784110 5501 254125 SH SHARED 08 254125 D SOUTH JERSEY INDS INC COM 83851810 32 1026 SH SHARED 676 350 D SOUTH JERSEY INDS INC COM 83851810 110 3500 SH SHARED 01 3500 D SOUTH JERSEY INDS INC COM 83851810 230 7300 SH SHARED 02 7300 D SOUTHERN AFRICA FD INC COM 84215710 3898 362605 SH SHARED 362605 D SOUTHERN CO COM 84258710 78861 2772907 SH SHARED 2371983 400924 D SOUTHERN CO COM 84258710 2440 85800 SH SHR/OTHR 85800 D SOUTHERN CO COM 84258710 14589 512996 SH SHARED 01 508796 4200 D SOUTHERN CO COM 84258710 349 12300 SH SHR/OTHR 01 9100 3200 D SOUTHERN CO COM 84258710 10892 383003 SH SHARED 02 383003 D SOUTHERN CO COM 84258710 503 17712 SH SHARED 05 17712 D SOUTHERN CO COM 84258710 368 12960 SH SHARED 06 12960 D SOUTHERN CO COM 84258710 13342 469146 SH SHR/OTHR 10 469146 D SOUTHERN CO COM 84258710 147 5200 SH SHARED 14 5200 D SOUTHERN FINL BANCORP INC COM 84287010 20 698 SH SHARED 02 698 D SOUTHERN PAC PETE NL SPONS ADR NEW 84358140 1 300 SH SHARED 300 D SOUTHERN PERU COPPER CORP COM 84361110 12 865 SH SHARED 865 D SOUTHERN PERU COPPER CORP COM 84361110 134 9218 SH SHARED 01 9218 D SOUTHERN PERU COPPER CORP COM 84361110 156 10740 SH SHARED 02 10740 D SOUTHERN UN CO NEW COM 84403010 63 5251 SH SHARED 5251 D SOUTHERN UN CO NEW COM 84403010 317 26102 SH SHARED 01 26102 D SOUTHERN UN CO NEW COM 84403010 305 25166 SH SHARED 02 25166 D SOUTHSIDE BANCSHARES INC COM 84470P10 27 1700 SH SHARED 1700 D SOUTHSIDE BANCSHARES INC COM 84470P10 17 1070 SH SHARED 02 1070 D SOUTHTRUST CORP COM 84473010 16423 643311 SH SHARED 641511 1800 D SOUTHTRUST CORP COM 84473010 6986 273648 SH SHARED 01 273248 400 D SOUTHTRUST CORP COM 84473010 4475 175290 SH SHARED 02 175290 D SOUTHTRUST CORP COM 84473010 315 12361 SH SHARED 05 12361 D SOUTHTRUST CORP COM 84473010 76 3000 SH SHARED 06 3000 D SOUTHTRUST CORP COM 84473010 5848 229102 SH SHR/OTHR 10 229102 D SOUTHTRUST CORP COM 84473010 71 2800 SH SHARED 14 2800 D SOUTHWEST AIRLS CO COM 84474110 21584 1503121 SH SHARED 1500659 2462 D SOUTHWEST AIRLS CO COM 84474110 157 11000 SH SHR/OTHR 11000 D SOUTHWEST AIRLS CO COM 84474110 2743 191074 SH SHARED 01 189049 2025 D SOUTHWEST AIRLS CO COM 84474110 5218 363428 SH SHARED 02 363428 D SOUTHWEST AIRLS CO COM 84474110 191 13366 SH SHARED 05 13366 D SOUTHWEST AIRLS CO COM 84474110 374 26100 SH SHARED 06 26100 D SOUTHWEST AIRLS CO COM 84474110 8371 583000 SH SHARED 10 438800 144200 D SOUTHWEST AIRLS CO COM 84474110 19873 1383968 SH SHR/OTHR 10 1383968 D SOUTHWEST AIRLS CO COM 84474110 1290 89900 SH SHARED 14 89900 D SOUTHWEST BANCORPORATION TEX COM 84476R10 55 1837 SH SHARED 1837 D SOUTHWEST BANCORPORATION TEX COM 84476R10 903 30100 SH SHARED 01 30100 D SOUTHWEST BANCORPORATION TEX COM 84476R10 667 22240 SH SHARED 02 22240 D SOUTHWEST BANCORP INC OKLA COM 84476710 51 2262 SH SHARED 2262 D SOUTHWEST BANCORP INC OKLA COM 84476710 9 400 SH SHARED 01 400 D SOUTHWEST BANCORP INC OKLA COM 84476710 70 3100 SH SHARED 02 3100 D SOUTHWEST GAS CORP COM 84489510 88 4354 SH SHARED 2554 1800 D SOUTHWEST GAS CORP COM 84489510 334 16415 SH SHARED 01 16415 D SOUTHWEST GAS CORP COM 84489510 411 20237 SH SHARED 02 20237 D SOUTHWALL TECHNOLOGIES INC COM 84490910 80 79800 SH SHARED 79800 D SOUTHWEST WTR CO COM 84533110 8 673 SH SHARED 673 D SOUTHWEST WTR CO COM 84533110 11 945 SH SHARED 01 945 D SOUTHWEST WTR CO COM 84533110 73 5900 SH SHARED 02 5900 D SOUTHWESTERN ENERGY CO COM 84546710 2414 184312 SH SHARED 103012 81300 D SOUTHWESTERN ENERGY CO COM 84546710 1068 81600 SH SHARED 01 81600 D SOUTHWESTERN ENERGY CO COM 84546710 287 21951 SH SHARED 02 21951 D SOUTHWESTERN ENERGY CO COM 84546710 961 73400 SH SHARED 05 73400 D SOUTHWESTERN ENERGY CO COM 84546710 1156 88300 SH SHR/OTHR 10 88300 D SOVEREIGN BANCORP INC COM 84590510 655 47350 SH SHARED 47350 D SOVEREIGN BANCORP INC COM 84590510 1091 78805 SH SHARED 01 78805 D SOVEREIGN BANCORP INC COM 84590510 65 4737 SH SHR/OTHR 01 4737 D SOVEREIGN BANCORP INC COM 84590510 1597 115363 SH SHARED 02 115363 D SOVEREIGN BANCORP INC COM 84590510 674 48730 SH SHR/OTHR 10 48730 D SOVEREIGN BANCORP INC UNIT 11/12/2029 84590530 28624 371500 SH SHARED 371500 D SOVRAN SELF STORAGE INC COM 84610H10 231 8144 SH SHARED 8144 D SOVRAN SELF STORAGE INC COM 84610H10 281 9884 SH SHARED 01 9884 D SOVRAN SELF STORAGE INC COM 84610H10 216 7600 SH SHARED 02 7600 D SPANISH BROADCASTING SYS INC CL A 84642588 149 24423 SH SHARED 24423 D SPANISH BROADCASTING SYS INC CL A 84642588 245 40015 SH SHARED 01 40015 D SPANISH BROADCASTING SYS INC CL A 84642588 134 21900 SH SHARED 02 21900 D SPARTAN MTRS INC COM 84681910 70 8008 SH SHARED 8008 D SPARTAN MTRS INC COM 84681910 27 3100 SH SHARED 01 3100 D SPARTAN MTRS INC COM 84681910 50 5800 SH SHARED 02 5800 D SPARTECH CORP COM NEW 84722020 17 921 SH SHARED 921 D SPARTECH CORP COM NEW 84722020 121 6300 SH SHARED 01 6300 D SPARTECH CORP COM NEW 84722020 172 8900 SH SHARED 02 8900 D SPARTECH CORP COM NEW 84722020 41 2170 SH SHARED 10 2170 D SPATIALIGHT INC COM 84724810 0 177 SH SHARED 01 177 D SPECIALTY LABORATORIES INC COM 84749R10 54 6493 SH SHARED 6493 D SPECIALTY LABORATORIES INC COM 84749R10 30 3589 SH SHARED 01 3589 D SPECIALTY LABORATORIES INC COM 84749R10 33 3954 SH SHARED 02 3954 D SPECTRALINK CORP COM 84758010 120 16485 SH SHARED 16485 D SPECTRALINK CORP COM 84758010 89 12191 SH SHARED 01 12191 D SPECTRALINK CORP COM 84758010 74 10200 SH SHARED 02 10200 D SPECTRALINK CORP COM 84758010 9 1300 SH SHARED 10 1300 D SPECTRANETICS CORP COM 84760C10 5 1800 SH SHARED 01 1800 D SPEECHWORKS INTL INC COM 84764M10 3 1718 SH SHARED 1718 D SPEECHWORKS INTL INC COM 84764M10 18 8000 SH SHARED 01 8000 D SPEECHWORKS INTL INC COM 84764M10 36 15700 SH SHARED 02 15700 D SPEEDWAY MOTORSPORTS INC COM 84778810 73 3111 SH SHARED 3111 D SPEEDWAY MOTORSPORTS INC COM 84778810 699 29655 SH SHARED 01 29655 D SPEEDWAY MOTORSPORTS INC COM 84778810 195 8300 SH SHARED 02 8300 D SPHERION CORP COM 84842010 21 5400 SH SHARED 5400 D SPHERION CORP COM 84842010 2381 599929 SH SHARED 37929 562000 D SPHERION CORP COM 84842010 84 21225 SH SHARED 01 21225 D SPHERION CORP COM 84842010 155 39187 SH SHARED 02 39187 D SPINNAKER EXPL CO COM 84855W10 501 25847 SH SHARED 25847 D SPINNAKER EXPL CO COM 84855W10 887 45707 SH SHARED 01 45707 D SPINNAKER EXPL CO COM 84855W10 347 17900 SH SHARED 02 17900 D SPINNAKER EXPL CO COM 84855W10 2083 107290 SH SHR/OTHR 10 107290 D SPIRE CORP COM 84856510 11 4000 SH SHR/OTHR 01 4000 D SPORTSMANS GUIDE INC COM NEW 84890720 198 25000 SH SHARED 14 25000 D SPORTS AUTH INC COM 84917610 174 24953 SH SHARED 24953 D SPORTS AUTH INC COM 84917610 901 129183 SH SHARED 01 129183 D SPORTS AUTH INC COM 84917610 138 19900 SH SHARED 02 19900 D SPORTS RESORTS INTL INC COM 84918U10 7 1488 SH SHARED 1488 D SPORTS RESORTS INTL INC COM 84918U10 22 4400 SH SHARED 01 4400 D SPORTS RESORTS INTL INC COM 84918U10 87 17400 SH SHARED 02 17400 D SPRINT CORP COM FON GROUP 85206110 135 11500 SH SHARED 11500 D SPRINT CORP COM FON GROUP 85206110 20214 1720381 SH SHARED 1711181 9200 D SPRINT CORP COM FON GROUP 85206110 7923 674321 SH SHARED 01 670421 3900 D SPRINT CORP COM FON GROUP 85206110 11 1000 SH SHR/OTHR 01 1000 D SPRINT CORP COM FON GROUP 85206110 3854 328074 SH SHARED 02 328074 D SPRINT CORP COM FON GROUP 85206110 5875 500000 SH SHARED 04 500000 D SPRINT CORP COM FON GROUP 85206110 58 4969 SH SHARED 05 4969 D SPRINT CORP COM FON GROUP 85206110 141 12038 SH SHARED 06 12038 D SPRINT CORP COM FON GROUP 85206110 6806 579283 SH SHR/OTHR 10 579283 D SPRINT CORP COM FON GROUP 85206110 135 11500 SH SHARED 14 11500 D SPRINT CORP PCS COM SER 1 85206150 8129 1864522 SH SHARED 1860150 4372 D SPRINT CORP PCS COM SER 1 85206150 1536 352490 SH SHARED 01 347090 5400 D SPRINT CORP PCS COM SER 1 85206150 6 1424 SH SHR/OTHR 01 1424 D SPRINT CORP PCS COM SER 1 85206150 2312 530378 SH SHARED 02 530378 D SPRINT CORP PCS COM SER 1 85206150 19 4491 SH SHARED 05 4491 D SPRINT CORP PCS COM SER 1 85206150 21 4950 SH SHARED 06 4950 D SPRINT CORP PCS COM SER 1 85206150 2796 641284 SH SHR/OTHR 10 641284 D SPRINT CORP PCS COM SER 1 85206150 359 82486 SH SHARED 14 82486 D ST ASSEMBLY TEST SVSC LTD ADR 85227G10 18 2842 SH SHARED 02 2842 D SS&C TECHNOLOGIES INC COM 85227Q10 70 5787 SH SHARED 5787 D SS&C TECHNOLOGIES INC COM 85227Q10 34 2808 SH SHARED 01 2808 D SS&C TECHNOLOGIES INC COM 85227Q10 58 4800 SH SHARED 02 4800 D STAAR SURGICAL CO COM PAR $0.01 85231230 16 2666 SH SHARED 2666 D STAAR SURGICAL CO COM PAR $0.01 85231230 1 234 SH SHARED 01 234 D STAAR SURGICAL CO COM PAR $0.01 85231230 1080 178900 SH SHARED 04 178900 D STAGE STORES INC *W EXP 08/23/200 85254C12 2550 250000 SH SHARED 250000 D STAGE STORES INC *W EXP 08/23/200 85254C13 193 25000 SH SHARED 25000 D STAGE STORES INC COM NEW 85254C30 46 2218 SH SHARED 2218 D STAGE STORES INC COM NEW 85254C30 784 37032 SH SHARED 01 37032 D STAGE STORES INC COM NEW 85254C30 245 11600 SH SHARED 02 11600 D STAKE TECHNOLOGY LTD COM 85255910 645 163034 SH SHARED 05 163034 D STAMPS COM INC COM 85285710 41 9819 SH SHARED 9819 D STAMPS COM INC COM 85285710 43 10400 SH SHARED 01 10400 D STAMPS COM INC COM 85285710 89 21368 SH SHARED 02 21368 D STANCORP FINL GROUP INC COM 85289110 144 2800 SH SHARED 2800 D STANCORP FINL GROUP INC COM 85289110 766 14871 SH SHARED 14559 312 D STANCORP FINL GROUP INC COM 85289110 450 8743 SH SHARED 01 8743 D STANCORP FINL GROUP INC COM 85289110 485 9417 SH SHARED 02 9417 D STANDARD COML CORP SDCV 7.250% 3/3 853258AA 49 50000 PRN SHARED 50000 D STANDARD COML CORP COM 85325810 88 5616 SH SHARED 5616 D STANDARD COML CORP COM 85325810 53 3400 SH SHARED 01 3400 D STANDARD COML CORP COM 85325810 106 6800 SH SHARED 02 6800 D STANDARD COML CORP COM 85325810 15 990 SH SHARED 10 990 D STANDARD MANAGEMENT CORP COM 85361210 850 256887 SH SHARED 256887 D STANDARD MICROSYSTEMS CORP COM 85362610 52 3482 SH SHARED 3482 D STANDARD MICROSYSTEMS CORP COM 85362610 404 26627 SH SHARED 01 26627 D STANDARD MICROSYSTEMS CORP COM 85362610 166 10963 SH SHARED 02 10963 D STANDARD MICROSYSTEMS CORP COM 85362610 26 1720 SH SHARED 10 1720 D STANDARD MTR PRODS INC COM 85366610 6 548 SH SHARED 548 D STANDARD MTR PRODS INC COM 85366610 13 1202 SH SHARED 01 1202 D STANDARD MTR PRODS INC COM 85366610 47 4322 SH SHARED 02 4322 D STANDARD PAC CORP NEW COM 85375C10 127 5000 SH SHARED 5000 D STANDARD PAC CORP NEW COM 85375C10 247 9702 SH SHARED 9702 D STANDARD PAC CORP NEW COM 85375C10 332 13044 SH SHARED 01 13044 D STANDARD PAC CORP NEW COM 85375C10 719 28196 SH SHARED 02 28196 D STANDARD PAC CORP NEW COM 85375C10 29 1170 SH SHARED 10 1170 D STANDARD REGISTER CO COM 85388710 119 8049 SH SHARED 8049 D STANDARD REGISTER CO COM 85388710 489 32824 SH SHARED 01 32824 D STANDARD REGISTER CO COM 85388710 163 10974 SH SHARED 02 10974 D STANDEX INTL CORP COM 85423110 95 5035 SH SHARED 2035 3000 D STANDEX INTL CORP COM 85423110 59 3100 SH SHARED 01 3100 D STANDEX INTL CORP COM 85423110 127 6718 SH SHARED 02 6718 D STANDEX INTL CORP COM 85423110 20 1080 SH SHARED 10 1080 D STANLEY FURNITURE INC COM NEW 85430520 5 262 SH SHARED 262 D STANLEY FURNITURE INC COM NEW 85430520 40 1900 SH SHARED 01 1900 D STANLEY FURNITURE INC COM NEW 85430520 94 4400 SH SHARED 02 4400 D STANLEY WKS COM 85461610 4052 168931 SH SHARED 168931 D STANLEY WKS COM 85461610 1259 52506 SH SHARED 01 51106 1400 D STANLEY WKS COM 85461610 45 1900 SH SHR/OTHR 01 1900 D STANLEY WKS COM 85461610 908 37874 SH SHARED 02 37874 D STANLEY WKS COM 85461610 14 587 SH SHARED 05 587 D STANLEY WKS COM 85461610 17 750 SH SHARED 06 750 D STANLEY WKS COM 85461610 1787 74522 SH SHR/OTHR 10 74522 D STAPLES INC COM 85503010 85520 4665583 SH SHARED 1355855 37600 3272128 D STAPLES INC COM 85503010 1516 82750 SH SHR/OTHR 82750 D STAPLES INC COM 85503010 12980 708155 SH SHARED 01 699555 8600 D STAPLES INC COM 85503010 6023 328587 SH SHARED 02 328587 D STAPLES INC COM 85503010 18354 1001350 SH SHARED 03 715850 285500 D STAPLES INC COM 85503010 2749 150000 SH SHARED 04 150000 D STAPLES INC COM 85503010 99875 5448719 SH SHARED 05 5448719 D STAPLES INC COM 85503010 5182 282740 SH SHARED 06 282740 D STAPLES INC COM 85503010 4556 248600 SH SHARED 07 248600 D STAPLES INC COM 85503010 5722 312200 SH SHARED 08 312200 D STAPLES INC COM 85503010 1986 108400 SH SHARED 09 108400 D STAPLES INC COM 85503010 116228 6340900 SH SHARED 10 1257100 5083800 D STAPLES INC COM 85503010 101606 5543155 SH SHR/OTHR 10 5543155 D STAPLES INC COM 85503010 71 3900 SH SHARED 14 3900 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 148 7692 SH SHARED 7692 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 3 195 SH SHARED 01 195 D STARBUCKS CORP COM 85524410 2972 115400 SH SHARED 115400 D STARBUCKS CORP COM 85524410 28242 1096388 SH SHARED 1085895 10493 D STARBUCKS CORP COM 85524410 5800 225193 SH SHARED 01 198147 27046 D STARBUCKS CORP COM 85524410 24 966 SH SHR/OTHR 01 966 D STARBUCKS CORP COM 85524410 16932 657301 SH SHARED 02 657301 D STARBUCKS CORP COM 85524410 272 10574 SH SHARED 05 10574 D STARBUCKS CORP COM 85524410 87 3400 SH SHARED 06 3400 D STARBUCKS CORP COM 85524410 558 21700 SH SHARED 07 21700 D STARBUCKS CORP COM 85524410 7706 299159 SH SHR/OTHR 10 299159 D STARBUCKS CORP COM 85524410 78 3036 SH SHARED 14 3036 D STARRETT L S CO CL A 85566810 6 486 SH SHARED 486 D STARRETT L S CO CL A 85566810 7 500 SH SHARED 01 500 D STARRETT L S CO CL A 85566810 56 4000 SH SHARED 02 4000 D STARTEK INC COM 85569C10 110 4831 SH SHARED 4831 D STARTEK INC COM 85569C10 560 24529 SH SHARED 01 24529 D STARTEK INC COM 85569C10 243 10638 SH SHARED 02 10638 D STATE AUTO FINL CORP COM 85570710 12 738 SH SHARED 738 D STATE AUTO FINL CORP COM 85570710 108 6428 SH SHARED 01 6428 D STATE AUTO FINL CORP COM 85570710 133 7899 SH SHARED 02 7899 D STATE BANCORP INC N.Y COM 85571610 6 358 SH SHARED 358 D STATE BANCORP INC N.Y COM 85571610 7 400 SH SHARED 01 400 D STATE BANCORP INC N.Y COM 85571610 81 4400 SH SHARED 02 4400 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 12039 506070 SH SHARED 391708 114362 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 4390 184552 SH SHARED 01 183952 600 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 11 500 SH SHR/OTHR 01 500 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 1983 83383 SH SHARED 02 83383 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 37 1565 SH SHARED 05 1565 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 41 1750 SH SHARED 06 1750 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 12158 511096 SH SHR/OTHR 10 511096 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 92585 3891797 SH SHARED 11 2859480 1032317 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 45 1900 SH SHARED 14 1900 D STARTECH ENVIRONMENTAL CORP COM 85590610 2 2400 SH SHARED 2400 D STATE FINL SVCS CORP CL A 85685510 16 887 SH SHARED 02 887 D STATE FINL SVCS CORP CL A 85685510 162 8502 SH SHR/OTHR 10 8502 D STATE STR CORP COM 85747710 60595 1915746 SH SHARED 728683 1187063 D STATE STR CORP COM 85747710 11019 348386 SH SHR/OTHR 348386 D STATE STR CORP COM 85747710 6750 213433 SH SHARED 01 203833 9600 D STATE STR CORP COM 85747710 366 11600 SH SHR/OTHR 01 9800 1800 D STATE STR CORP COM 85747710 5012 158465 SH SHARED 02 158465 D STATE STR CORP COM 85747710 56 1801 SH SHARED 05 1801 D STATE STR CORP COM 85747710 169 5350 SH SHARED 06 5350 D STATE STR CORP COM 85747710 19819 626600 SH SHARED 10 229700 396900 D STATE STR CORP COM 85747710 6596 208550 SH SHR/OTHR 10 208550 D STATE STR CORP COM 85747710 1138 36000 SH SHARED 14 36000 D STATE STR CORP SPACES 85747720 4440 25050 SH SHARED 25050 D STATE STR CORP SPACES 85747720 2658 15000 SH SHARED 02 15000 D STATE STR CORP SPACES 85747720 21270 120000 SH SHR/OTHR 10 120000 D STATEN IS BANCORP INC COM 85755010 207 13882 SH SHARED 13882 D STATEN IS BANCORP INC COM 85755010 3049 204421 SH SHARED 01 204421 D STATEN IS BANCORP INC COM 85755010 515 34525 SH SHARED 02 34525 D STATEN IS BANCORP INC COM 85755010 10 700 SH SHARED 10 700 D STATION CASINOS INC COM 85768910 48 2294 SH SHARED 2294 D STATION CASINOS INC COM 85768910 366 17373 SH SHARED 01 17373 D STATION CASINOS INC COM 85768910 728 34510 SH SHARED 02 34510 D STATION CASINOS INC COM 85768910 316 15000 SH SHARED 04 15000 D STATION CASINOS INC COM 85768910 2882 136568 SH SHR/OTHR 10 136568 D STATOIL ASA SPONSORED ADR 85771P10 103 13480 SH SHARED 13480 D STATOIL ASA SPONSORED ADR 85771P10 734 95900 SH SHARED 02 95900 D STEAK N SHAKE CO COM 85787310 437 47870 SH SHARED 47870 D STEAK N SHAKE CO COM 85787310 149 16381 SH SHARED 01 16381 D STEAK N SHAKE CO COM 85787310 128 14068 SH SHARED 02 14068 D STEEL DYNAMICS INC COM 85811910 4333 370063 SH SHARED 204763 165300 D STEEL DYNAMICS INC COM 85811910 991 84630 SH SHARED 01 84630 D STEEL DYNAMICS INC COM 85811910 241 20613 SH SHARED 02 20613 D STEEL DYNAMICS INC COM 85811910 112 9600 SH SHARED 05 9600 D STEEL DYNAMICS INC COM 85811910 47 4060 SH SHARED 10 4060 D STEEL DYNAMICS INC COM 85811910 3037 259400 SH SHR/OTHR 10 259400 D STEEL DYNAMICS INC COM 85811910 26 2300 SH SHARED 12 2300 D STEEL TECHNOLOGIES INC COM 85814710 146 16339 SH SHARED 02 16339 D STEELCASE INC CL A 85815520 27 2900 SH SHARED 2900 D STEELCASE INC CL A 85815520 9 1000 SH SHARED 1000 D STEELCASE INC CL A 85815520 92 9652 SH SHARED 01 9652 D STEELCASE INC CL A 85815520 43 4540 SH SHARED 02 4540 D STEIN MART INC COM 85837510 6 1280 SH SHARED 1280 D STEIN MART INC COM 85837510 39 7797 SH SHARED 01 7797 D STEIN MART INC COM 85837510 199 39030 SH SHARED 02 39030 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 4 272 SH SHARED 272 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 4 300 SH SHR/OTHR 300 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 59 4000 SH SHARED 01 4000 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 36 2500 SH SHARED 02 2500 D STELLENT INC COM 85856W10 62 14825 SH SHARED 14825 D STELLENT INC COM 85856W10 11 2807 SH SHARED 02 2807 D STEPAN CO COM 85858610 6 268 SH SHARED 268 D STEPAN CO COM 85858610 52 2300 SH SHARED 01 2300 D STEPAN CO COM 85858610 110 4800 SH SHARED 02 4800 D STERLING BANCSHARES INC COM 85890710 2104 176957 SH SHARED 106207 70750 D STERLING BANCSHARES INC COM 85890710 242 20425 SH SHARED 01 20425 D STERLING BANCSHARES INC COM 85890710 279 23529 SH SHARED 02 23529 D STERLING BANCSHARES INC COM 85890710 735 61900 SH SHARED 05 61900 D STERLING BANCSHARES INC COM 85890710 1051 88400 SH SHR/OTHR 10 88400 D STERICYCLE INC COM 85891210 9097 242006 SH SHARED 151806 90200 D STERICYCLE INC COM 85891210 4316 114833 SH SHARED 01 114833 D STERICYCLE INC COM 85891210 1028 27370 SH SHARED 02 27370 D STERICYCLE INC COM 85891210 1080 28740 SH SHARED 10 28740 D STERIS CORP COM 85915210 256 9800 SH SHARED 9800 D STERIS CORP COM 85915210 857 32766 SH SHARED 24766 8000 D STERIS CORP COM 85915210 4910 187722 SH SHARED 01 187722 D STERIS CORP COM 85915210 532 20372 SH SHARED 02 20372 D STERIS CORP COM 85915210 22 849 SH SHARED 06 849 D STERLING BANCORP COM 85915810 66 2704 SH SHARED 2704 D STERLING BANCORP COM 85915810 95 3876 SH SHARED 01 3876 D STERLING BANCORP COM 85915810 155 6300 SH SHARED 02 6300 D STERLING FINL CORP COM 85931710 16 715 SH SHARED 715 D STERLING FINL CORP COM 85931710 96 4275 SH SHARED 01 4275 D STERLING FINL CORP COM 85931710 229 10200 SH SHARED 02 10200 D STERLING FINL CORP COM 85931710 49 2187 SH SHARED 10 2187 D STERLING FINL CORP WASH COM 85931910 92 4370 SH SHARED 4370 D STERLING FINL CORP WASH COM 85931910 110 5200 SH SHARED 01 5200 D STERLING FINL CORP WASH COM 85931910 150 7100 SH SHARED 02 7100 D STET HELLAS COMMUNICATIONS S ADR 85982310 3 500 SH SHARED 500 D STEWART & STEVENSON SVCS INC COM 86034210 20 1856 SH SHARED 1856 D STEWART & STEVENSON SVCS INC COM 86034210 200 18400 SH SHARED 01 18400 D STEWART & STEVENSON SVCS INC COM 86034210 197 18115 SH SHARED 02 18115 D STEWART & STEVENSON SVCS INC COM 86034210 36 3350 SH SHARED 10 3350 D STEWART ENTERPRISES INC CL A 86037010 1245 461436 SH SHARED 461436 D STEWART ENTERPRISES INC CL A 86037010 149 55205 SH SHARED 01 55205 D STEWART ENTERPRISES INC CL A 86037010 260 96300 SH SHARED 02 96300 D STEWART INFORMATION SVCS COR COM 86037210 819 35294 SH SHARED 35294 D STEWART INFORMATION SVCS COR COM 86037210 258 11143 SH SHARED 01 11143 D STEWART INFORMATION SVCS COR COM 86037210 252 10873 SH SHARED 02 10873 D STILLWATER MNG CO COM 86074Q10 6 2771 SH SHARED 2771 D STILLWATER MNG CO COM 86074Q10 1168 467325 SH SHARED 01 467325 D STILLWATER MNG CO COM 86074Q10 79 31916 SH SHARED 02 31916 D STILLWATER MNG CO COM 86074Q10 1372 548952 SH SHR/OTHR 10 548952 D STILWELL FINL INC NOTE 4/3 860831AC 22661 31000000 PRN SHARED 31000000 D STMICROELECTRONICS N V NOTE 9/2 861012AB 40400 58466000 PRN SHARED 58466000 D STMICROELECTRONICS N V NOTE 9/2 861012AB 552 800000 PRN SHARED 06 800000 D STMICROELECTRONICS N V NY REGISTRY 86101210 6730 356086 SH SHARED 341539 14547 D STMICROELECTRONICS N V NY REGISTRY 86101210 6707 354901 SH SHARED 02 354901 D STMICROELECTRONICS N V NY REGISTRY 86101210 6237 330000 SH SHARED 04 330000 D STMICROELECTRONICS N V NY REGISTRY 86101210 13277 702500 SH SHARED 10 702500 D STONE ENERGY CORP COM 86164210 722 21527 SH SHARED 20927 600 D STONE ENERGY CORP COM 86164210 3860 114953 SH SHARED 01 114953 D STONE ENERGY CORP COM 86164210 694 20667 SH SHARED 02 20667 D STONERIDGE INC COM 86183P10 7 752 SH SHARED 752 D STONERIDGE INC COM 86183P10 358 37200 SH SHARED 01 37200 D STONERIDGE INC COM 86183P10 75 7800 SH SHARED 02 7800 D STORA ENSO CORP SPON ADR REP R 86210M10 380 41160 SH SHARED 41160 D STORA ENSO CORP SPON ADR REP R 86210M10 24 2685 SH SHARED 01 2685 D STORA ENSO CORP SPON ADR REP R 86210M10 3504 379320 SH SHARED 02 379320 D STORAGENETWORKS INC COM 86211E10 10 11163 SH SHARED 11163 D STORAGENETWORKS INC COM 86211E10 35 39265 SH SHARED 01 39265 D STORAGENETWORKS INC COM 86211E10 36 40100 SH SHARED 02 40100 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 733 36278 SH SHARED 36278 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 7224 357311 SH SHARED 01 357311 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 798 39475 SH SHARED 02 39475 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 107 5339 SH SHARED 06 5339 D STRATEGIC GLOBAL INCOME FD COM 86271910 124 9000 SH SHR/OTHR 01 9000 D STRATEX NETWORKS INC COM 86279T10 15 7499 SH SHARED 7499 D STRATEX NETWORKS INC COM 86279T10 36 17802 SH SHARED 01 17802 D STRATEX NETWORKS INC COM 86279T10 103 50000 SH SHARED 02 50000 D STRATOS LIGHTWAVE INC COM NEW 86310020 35 11282 SH SHARED 11282 D STRATOS LIGHTWAVE INC COM NEW 86310020 6 2215 SH SHARED 01 2215 D STRATOS LIGHTWAVE INC COM NEW 86310020 13 4465 SH SHARED 02 4465 D STRATTEC SEC CORP COM 86311110 4 101 SH SHARED 101 D STRATTEC SEC CORP COM 86311110 80 1820 SH SHARED 01 1680 140 D STRATTEC SEC CORP COM 86311110 96 2200 SH SHARED 02 2200 D STRATTEC SEC CORP COM 86311110 46 1050 SH SHARED 10 1050 D STRAYER ED INC COM 86323610 64 1182 SH SHARED 1182 D STRAYER ED INC COM 86323610 184 3360 SH SHARED 01 3360 D STRAYER ED INC COM 86323610 363 6615 SH SHARED 02 6615 D STRIDE RITE CORP COM 86331410 51 6023 SH SHARED 6023 D STRIDE RITE CORP COM 86331410 158 18600 SH SHARED 01 18600 D STRIDE RITE CORP COM 86331410 203 23894 SH SHARED 02 23894 D STRIDE RITE CORP COM 86331410 46 5510 SH SHARED 10 5510 D STRYKER CORP COM 86366710 50436 734691 SH SHARED 726937 7754 D STRYKER CORP COM 86366710 4820 70225 SH SHARED 01 68825 1400 D STRYKER CORP COM 86366710 205 3000 SH SHR/OTHR 01 3000 D STRYKER CORP COM 86366710 5201 75765 SH SHARED 02 75765 D STRYKER CORP COM 86366710 77 1130 SH SHARED 05 1130 D STRYKER CORP COM 86366710 82 1200 SH SHARED 06 1200 D STRYKER CORP COM 86366710 8918 129913 SH SHR/OTHR 10 129913 D STRYKER CORP COM 86366710 75 1100 SH SHARED 14 1100 D STUDENT LN CORP COM 86390210 182 1867 SH SHARED 1867 D STUDENT LN CORP COM 86390210 147 1516 SH SHARED 01 1516 D STUDENT LN CORP COM 86390210 14 150 SH SHR/OTHR 01 150 D STUDENT LN CORP COM 86390210 20 206 SH SHARED 02 206 D STURM RUGER & CO INC COM 86415910 9 1047 SH SHARED 1047 D STURM RUGER & CO INC COM 86415910 74 8500 SH SHARED 01 8500 D STURM RUGER & CO INC COM 86415910 109 12479 SH SHARED 02 12479 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 185 6706 SH SHARED 6706 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 4 145 SH SHARED 01 145 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 11 400 SH SHARED 02 400 D SUEZ SPONSORED ADR 86468610 187 16150 SH SHARED 16150 D SUEZ SPONSORED ADR 86468610 10 883 SH SHARED 01 883 D SUFFOLK BANCORP COM 86473910 26 852 SH SHARED 852 D SUFFOLK BANCORP COM 86473910 1103 35800 SH SHARED 01 35800 D SUFFOLK BANCORP COM 86473910 218 7100 SH SHARED 02 7100 D SUMMIT AMER TELEVISION INC COM 86600T10 5 2461 SH SHARED 2461 D SUMMIT AMER TELEVISION INC COM 86600T10 50 21400 SH SHARED 02 21400 D SUMMIT BANCSHARES INC TEX COM 86601110 3 172 SH SHARED 172 D SUMMIT BANCSHARES INC TEX COM 86601110 61 3200 SH SHARED 02 3200 D SUMMIT PPTYS INC COM 86623910 87 4731 SH SHARED 4731 D SUMMIT PPTYS INC COM 86623910 312 16900 SH SHARED 01 16900 D SUMMIT PPTYS INC COM 86623910 507 27408 SH SHARED 02 13408 14000 D SUMMIT PPTYS INC COM 86623910 146 7900 SH SHARED 11 7900 D SUN BANCORP INC COM 86663B10 4 274 SH SHARED 274 D SUN BANCORP INC COM 86663B10 57 3900 SH SHARED 02 3900 D SUN BANCORP INC COM 86663410 4 243 SH SHARED 243 D SUN BANCORP INC COM 86663410 58 3000 SH SHARED 02 3000 D SUN COMMUNITIES INC COM 86667410 304 8506 SH SHARED 8506 D SUN COMMUNITIES INC COM 86667410 547 15302 SH SHARED 01 15302 D SUN COMMUNITIES INC COM 86667410 336 9400 SH SHARED 02 9400 D SUN COMMUNITIES INC COM 86667410 386 10800 SH SHARED 11 10800 D SUN LIFE FINL SVCS CDA INC COM 86679610 101 5380 SH SHARED 5380 D SUN LIFE FINL SVCS CDA INC COM 86679610 11 589 SH SHARED 01 589 D SUN LIFE FINL SVCS CDA INC COM 86679610 8907 474296 SH SHARED 02 474296 D SUN LIFE FINL SVCS CDA INC COM 86679610 1147 61100 SH SHARED 05 61100 D SUN LIFE FINL SVCS CDA INC COM 86679610 294 15700 SH SHR/OTHR 10 15700 D SUN LIFE FINL SVCS CDA INC COM 86679610 21978 1170300 SH SHARED 12 1170300 D SUN MICROSYSTEMS INC COM 86681010 1 450 SH SHARED 450 D SUN MICROSYSTEMS INC COM 86681010 61566 18885296 SH SHARED 18329161 556135 D SUN MICROSYSTEMS INC COM 86681010 313 96240 SH SHR/OTHR 96240 D SUN MICROSYSTEMS INC COM 86681010 4783 1467236 SH SHARED 01 1445536 21700 D SUN MICROSYSTEMS INC COM 86681010 188 57760 SH SHR/OTHR 01 39410 18350 D SUN MICROSYSTEMS INC COM 86681010 24699 7576558 SH SHARED 02 7576558 D SUN MICROSYSTEMS INC COM 86681010 1206 370000 SH SHARED 04 370000 D SUN MICROSYSTEMS INC COM 86681010 340 104560 SH SHARED 05 104560 D SUN MICROSYSTEMS INC COM 86681010 564 173150 SH SHARED 06 173150 D SUN MICROSYSTEMS INC COM 86681010 8213 2519367 SH SHARED 10 2519367 D SUN MICROSYSTEMS INC COM 86681010 6641 2037420 SH SHR/OTHR 10 2037420 D SUN MICROSYSTEMS INC COM 86681010 221 67900 SH SHARED 14 67900 D SUNCOR ENERGY INC COM 86722910 16211 927942 SH SHARED 927942 D SUNCOR ENERGY INC COM 86722910 2692 154122 SH SHARED 01 154122 D SUNCOR ENERGY INC COM 86722910 13 750 SH SHR/OTHR 01 750 D SUNCOR ENERGY INC COM 86722910 5663 324184 SH SHARED 02 324184 D SUNCOR ENERGY INC COM 86722910 13962 799200 SH SHARED 04 799200 D SUNCOR ENERGY INC COM 86722910 383 21958 SH SHARED 05 21958 D SUNCOR ENERGY INC COM 86722910 723 41400 SH SHARED 06 41400 D SUNCOR ENERGY INC COM 86722910 863 49400 SH SHARED 14 49400 D SUNGARD DATA SYS INC COM 86736310 51302 2408561 SH SHARED 1030930 1377631 D SUNGARD DATA SYS INC COM 86736310 10036 471197 SH SHARED 01 245549 225648 D SUNGARD DATA SYS INC COM 86736310 141 6664 SH SHR/OTHR 01 5000 1664 D SUNGARD DATA SYS INC COM 86736310 4141 194415 SH SHARED 02 194415 D SUNGARD DATA SYS INC COM 86736310 31915 1498381 SH SHARED 05 1498381 D SUNGARD DATA SYS INC COM 86736310 281 13202 SH SHARED 06 13202 D SUNGARD DATA SYS INC COM 86736310 2106 98900 SH SHARED 07 98900 D SUNGARD DATA SYS INC COM 86736310 1354 63600 SH SHARED 09 63600 D SUNGARD DATA SYS INC COM 86736310 54830 2574200 SH SHARED 10 456600 2117600 D SUNGARD DATA SYS INC COM 86736310 4869 228629 SH SHR/OTHR 10 228629 D SUNGARD DATA SYS INC COM 86736310 756 35531 SH SHARED 14 35531 D SUNOCO INC COM 86764P10 168 4600 SH SHARED 4600 D SUNOCO INC COM 86764P10 5335 145892 SH SHARED 142284 3608 D SUNOCO INC COM 86764P10 497 13600 SH SHARED 01 13600 D SUNOCO INC COM 86764P10 7 205 SH SHR/OTHR 01 205 D SUNOCO INC COM 86764P10 5842 159774 SH SHARED 02 159774 D SUNOCO INC COM 86764P10 2415 66050 SH SHARED 05 66050 D SUNOCO INC COM 86764P10 347 9500 SH SHARED 07 9500 D SUNOCO INC COM 86764P10 1804 49342 SH SHR/OTHR 10 49342 D SUNRISE ASSISTED LIVING INC COM 86768K10 6699 279150 SH SHARED 279150 D SUNRISE ASSISTED LIVING INC COM 86768K10 96 4000 SH SHARED 4000 D SUNRISE ASSISTED LIVING INC COM 86768K10 528 22025 SH SHARED 01 22025 D SUNRISE ASSISTED LIVING INC COM 86768K10 264 11017 SH SHARED 02 11017 D SUNTRON CORP COM 86789P10 0 224 SH SHARED 224 D SUNTRON CORP COM 86789P10 5 1500 SH SHARED 02 1500 D SUNTRUST BKS INC COM 86791410 92181 1750845 SH SHARED 1432026 318819 D SUNTRUST BKS INC COM 86791410 131 2500 SH SHR/OTHR 2500 D SUNTRUST BKS INC COM 86791410 7958 151156 SH SHARED 01 146388 4768 D SUNTRUST BKS INC COM 86791410 1046 19880 SH SHR/OTHR 01 660 19220 D SUNTRUST BKS INC COM 86791410 6958 132159 SH SHARED 02 132159 D SUNTRUST BKS INC COM 86791410 309 5877 SH SHARED 05 5877 D SUNTRUST BKS INC COM 86791410 215 4100 SH SHARED 06 4100 D SUNTRUST BKS INC COM 86791410 9466 179800 SH SHARED 10 144300 35500 D SUNTRUST BKS INC COM 86791410 9796 186074 SH SHR/OTHR 10 186074 D SUNTRUST BKS INC COM 86791410 121 2300 SH SHARED 14 2300 D SUPERGEN INC COM 86805910 5 1936 SH SHARED 1936 D SUPERGEN INC COM 86805910 59 21183 SH SHARED 01 21183 D SUPERGEN INC COM 86805910 49 17800 SH SHARED 02 17800 D SUPERIOR ENERGY SVCS INC COM 86815710 92 10876 SH SHARED 10376 500 D SUPERIOR ENERGY SVCS INC COM 86815710 264 30901 SH SHARED 01 30901 D SUPERIOR ENERGY SVCS INC COM 86815710 252 29500 SH SHARED 02 29500 D SUPERIOR FINANCIAL CORP DEL COM 86816110 9 526 SH SHARED 526 D SUPERIOR FINANCIAL CORP DEL COM 86816110 53 2900 SH SHARED 01 2900 D SUPERIOR FINANCIAL CORP DEL COM 86816110 77 4200 SH SHARED 02 4200 D SUPERIOR INDS INTL INC COM 86816810 320 8796 SH SHARED 8796 D SUPERIOR INDS INTL INC COM 86816810 10 300 SH SHR/OTHR 300 D SUPERIOR INDS INTL INC COM 86816810 566 15563 SH SHARED 01 15563 D SUPERIOR INDS INTL INC COM 86816810 1454 39929 SH SHARED 02 39929 D SUPERTEX INC COM 86853210 8 630 SH SHARED 630 D SUPERTEX INC COM 86853210 81 5948 SH SHARED 01 5948 D SUPERTEX INC COM 86853210 88 6423 SH SHARED 02 6423 D SUPERVALU INC NOTE 11/0 868536AN 5319 18472000 PRN SHARED 18472000 D SUPERVALU INC NOTE 11/0 868536AP 26309 91352000 PRN SHARED 91352000 D SUPERVALU INC COM 86853610 105 6800 SH SHARED 6800 D SUPERVALU INC COM 86853610 6929 447056 SH SHARED 446906 150 D SUPERVALU INC COM 86853610 1001 64591 SH SHARED 01 64591 D SUPERVALU INC COM 86853610 2117 136641 SH SHARED 02 136641 D SUPERVALU INC COM 86853610 131 8483 SH SHARED 06 8483 D SUPERVALU INC COM 86853610 1210 78089 SH SHR/OTHR 10 78089 D SUREBEAM CORP CL A 86866R10 122 34237 SH SHARED 34097 140 D SUREBEAM CORP CL A 86866R10 60 16900 SH SHARED 01 16900 D SUREBEAM CORP CL A 86866R10 137 38508 SH SHARED 02 38508 D SUREWEST COMMUNICATIONS COM 86873310 21 792 SH SHARED 792 D SUREWEST COMMUNICATIONS COM 86873310 120 4400 SH SHARED 01 4400 D SUREWEST COMMUNICATIONS COM 86873310 221 8100 SH SHARED 02 8100 D SURMODICS INC COM 86887310 14855 480597 SH SHARED 289861 8036 182700 D SURMODICS INC COM 86887310 215 6975 SH SHARED 01 6300 675 D SURMODICS INC COM 86887310 15 509 SH SHR/OTHR 01 509 D SURMODICS INC COM 86887310 283 9168 SH SHARED 02 9168 D SURMODICS INC COM 86887310 8911 288300 SH SHARED 10 288300 D SUSQUEHANNA BANCSHARES INC P COM 86909910 50 2435 SH SHARED 2435 D SUSQUEHANNA BANCSHARES INC P COM 86909910 467 22556 SH SHARED 01 22556 D SUSQUEHANNA BANCSHARES INC P COM 86909910 503 24287 SH SHARED 02 24287 D SWIFT ENERGY CO COM 87073810 316 37191 SH SHARED 37191 D SWIFT ENERGY CO COM 87073810 154 18213 SH SHARED 01 18213 D SWIFT ENERGY CO COM 87073810 138 16265 SH SHARED 02 16265 D SWIFT TRANSN CO COM 87075610 10318 644935 SH SHARED 394535 250400 D SWIFT TRANSN CO COM 87075610 8503 531439 SH SHARED 01 531439 D SWIFT TRANSN CO COM 87075610 723 45247 SH SHARED 02 45247 D SWIFT TRANSN CO COM 87075610 248 15500 SH SHARED 05 15500 D SWIFT TRANSN CO COM 87075610 8670 541900 SH SHARED 10 360800 181100 D SWIFT TRANSN CO COM 87075610 19017 1188600 SH SHR/OTHR 10 1188600 D SWIFT TRANSN CO COM 87075610 64 4000 SH SHARED 12 4000 D SWISS HELVETIA FD INC COM 87087510 7113 802900 SH SHARED 802900 D SWISSCOM AG SPONSORED ADR 87101310 151 4960 SH SHARED 4300 660 D SWISSCOM AG SPONSORED ADR 87101310 8528 279700 SH SHARED 02 279700 D SYBASE INC COM 87113010 1165 89996 SH SHARED 89996 D SYBASE INC COM 87113010 594 45869 SH SHARED 01 45869 D SYBASE INC COM 87113010 639 49372 SH SHARED 02 49372 D SYBRON DENTAL SPECIALTIES IN COM 87114210 40 2307 SH SHARED 2307 D SYBRON DENTAL SPECIALTIES IN COM 87114210 221 12699 SH SHARED 01 12699 D SYBRON DENTAL SPECIALTIES IN COM 87114210 418 23971 SH SHARED 02 23971 D SYBRON DENTAL SPECIALTIES IN COM 87114210 12 720 SH SHARED 10 720 D SYCAMORE NETWORKS INC COM 87120610 1 400 SH SHARED 400 D SYCAMORE NETWORKS INC COM 87120610 480 157567 SH SHARED 153567 4000 D SYCAMORE NETWORKS INC COM 87120610 184 60484 SH SHARED 01 60484 D SYCAMORE NETWORKS INC COM 87120610 337 110585 SH SHARED 02 110585 D SYKES ENTERPRISES INC COM 87123710 5 1474 SH SHARED 1474 D SYKES ENTERPRISES INC COM 87123710 36 9300 SH SHARED 01 9300 D SYKES ENTERPRISES INC COM 87123710 57 14700 SH SHARED 02 14700 D SYKES ENTERPRISES INC COM 87123710 16 4280 SH SHARED 10 4280 D SYLVAN LEARNING SYS INC COM 87139910 3906 246025 SH SHARED 246025 D SYLVAN LEARNING SYS INC COM 87139910 303 19111 SH SHARED 19111 D SYLVAN LEARNING SYS INC COM 87139910 253 15982 SH SHARED 01 15982 D SYLVAN LEARNING SYS INC COM 87139910 546 34426 SH SHARED 02 34426 D SYMANTEC CORP NOTE 3.000%11/0 871503AB 69310 51114000 PRN SHARED 51114000 D SYMANTEC CORP NOTE 3.000%11/0 871503AB 1 1000 PRN SHARED 01 1000 D SYMANTEC CORP NOTE 3.000%11/0 871503AB 5128 3782000 PRN SHARED 02 3782000 D SYMANTEC CORP COM 87150310 27286 696434 SH SHARED 694044 1600 790 D SYMANTEC CORP COM 87150310 937 23917 SH SHARED 01 23717 200 D SYMANTEC CORP COM 87150310 6097 155623 SH SHARED 02 155623 D SYMANTEC CORP COM 87150310 4113 105000 SH SHARED 04 105000 D SYMANTEC CORP COM 87150310 69 1770 SH SHARED 05 1770 D SYMANTEC CORP COM 87150310 164 4200 SH SHARED 06 4200 D SYMANTEC CORP COM 87150310 13407 342200 SH SHARED 10 342200 D SYMANTEC CORP COM 87150310 17092 436260 SH SHR/OTHR 10 436260 D SYMBOL TECHNOLOGIES INC COM 87150810 3805 441936 SH SHARED 441076 860 D SYMBOL TECHNOLOGIES INC COM 87150810 3158 366883 SH SHARED 01 366883 D SYMBOL TECHNOLOGIES INC COM 87150810 34 3987 SH SHR/OTHR 01 2287 1700 D SYMBOL TECHNOLOGIES INC COM 87150810 943 109612 SH SHARED 02 109612 D SYMBOL TECHNOLOGIES INC COM 87150810 56 6577 SH SHARED 05 6577 D SYMBOL TECHNOLOGIES INC COM 87150810 34 4000 SH SHARED 06 4000 D SYMBOL TECHNOLOGIES INC COM 87150810 5060 587739 SH SHR/OTHR 10 587739 D SYMMETRICOM INC COM 87154310 21 5781 SH SHARED 02 5781 D SYMMETRICOM INC COM 87154310 147 38807 SH SHR/OTHR 10 38807 D SYMYX TECHNOLOGIES COM 87155S10 18 1257 SH SHARED 1257 D SYMYX TECHNOLOGIES COM 87155S10 147 9856 SH SHARED 01 9856 D SYMYX TECHNOLOGIES COM 87155S10 209 13924 SH SHARED 02 13924 D SYMYX TECHNOLOGIES COM 87155S10 273 18200 SH SHARED 04 18200 D SYNAVANT INC COM 87157A10 1 1089 SH SHARED 1089 D SYNAVANT INC COM 87157A10 1 670 SH SHR/OTHR 670 D SYNAVANT INC COM 87157A10 0 7 SH SHARED 01 7 D SYNAVANT INC COM 87157A10 0 296 SH SHR/OTHR 01 40 256 D SYNAPTICS INC COM 87157D10 489 65319 SH SHARED 250 65069 D SYNAPTICS INC COM 87157D10 18 2400 SH SHARED 01 2400 D SYNAPTICS INC COM 87157D10 22 3000 SH SHARED 02 3000 D SYNGENTA AG SPONSORED ADR 87160A10 1135 124102 SH SHARED 100016 24086 D SYNGENTA AG SPONSORED ADR 87160A10 105 11544 SH SHARED 01 11544 D SYNGENTA AG SPONSORED ADR 87160A10 1942 212330 SH SHARED 02 212330 D SYNPLICITY INC COM 87160Y10 26 8220 SH SHARED 8220 D SYNPLICITY INC COM 87160Y10 11 3539 SH SHARED 01 3539 D SYNPLICITY INC COM 87160Y10 18 5908 SH SHARED 02 5908 D SYNOPSYS INC COM 87160710 5042 118446 SH SHARED 118446 D SYNOPSYS INC COM 87160710 2411 56654 SH SHARED 56654 D SYNOPSYS INC COM 87160710 1005 23630 SH SHARED 01 23630 D SYNOPSYS INC COM 87160710 1647 38709 SH SHARED 02 38709 D SYNOPSYS INC COM 87160710 5231 122900 SH SHARED 10 122900 D SYNOVUS FINL CORP COM 87161C10 10131 566329 SH SHARED 566329 D SYNOVUS FINL CORP COM 87161C10 859 48038 SH SHARED 01 47638 400 D SYNOVUS FINL CORP COM 87161C10 3169 177181 SH SHARED 02 177181 D SYNOVUS FINL CORP COM 87161C10 36 2045 SH SHARED 05 2045 D SYNOVUS FINL CORP COM 87161C10 3772 210868 SH SHR/OTHR 10 210868 D SYNOVUS FINL CORP COM 87161C10 41 2300 SH SHARED 14 2300 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 14 1236 SH SHARED 02 1236 D SYNTEL INC COM 87162H10 3 202 SH SHARED 202 D SYNTEL INC COM 87162H10 128 6716 SH SHARED 01 6716 D SYNTEL INC COM 87162H10 132 6890 SH SHARED 02 6890 D SYNTROLEUM CORP COM 87163010 3 1444 SH SHARED 1444 D SYNTROLEUM CORP COM 87163010 12 4816 SH SHARED 01 4816 D SYNTROLEUM CORP COM 87163010 30 11900 SH SHARED 02 11900 D SYNTROLEUM CORP COM 87163010 87 34200 SH SHARED 04 34200 D SYPRIS SOLUTIONS INC COM 87165510 12 1610 SH SHARED 1610 D SYPRIS SOLUTIONS INC COM 87165510 23 3000 SH SHARED 02 3000 D SYSCO CORP COM 87182910 99543 3912855 SH SHARED 1646829 2266026 D SYSCO CORP COM 87182910 18580 730380 SH SHR/OTHR 730380 D SYSCO CORP COM 87182910 13948 548289 SH SHARED 01 447254 101035 D SYSCO CORP COM 87182910 2697 106024 SH SHR/OTHR 01 38355 67669 D SYSCO CORP COM 87182910 15799 621055 SH SHARED 02 621055 D SYSCO CORP COM 87182910 6143 241500 SH SHARED 04 241500 D SYSCO CORP COM 87182910 675 26539 SH SHARED 05 26539 D SYSCO CORP COM 87182910 250 9850 SH SHARED 06 9850 D SYSCO CORP COM 87182910 10859 426885 SH SHR/OTHR 10 426885 D SYSCO CORP COM 87182910 132 5200 SH SHARED 14 5200 D SYSTEMS & COMPUTER TECHNOLOG COM 87187310 116 15231 SH SHARED 15231 D SYSTEMS & COMPUTER TECHNOLOG COM 87187310 66 8743 SH SHARED 01 8743 D SYSTEMS & COMPUTER TECHNOLOG COM 87187310 146 19126 SH SHARED 02 19126 D TBC CORP COM 87218010 28 2046 SH SHARED 2046 D TBC CORP COM 87218010 58 4200 SH SHARED 01 4200 D TBC CORP COM 87218010 147 10507 SH SHARED 02 10507 D TCF FINL CORP COM 87227510 1143 28564 SH SHARED 28564 D TCF FINL CORP COM 87227510 1080 26974 SH SHARED 01 26974 D TCF FINL CORP COM 87227510 1251 31252 SH SHARED 02 31252 D TCF FINL CORP COM 87227510 140 3500 SH SHR/OTHR 10 3500 D TC PIPELINES LP UT COM LTD PRT 87233Q10 16 609 SH SHARED 609 D TC PIPELINES LP UT COM LTD PRT 87233Q10 18 700 SH SHARED 02 700 D TCW/DW TERM TR 2003 SH BEN INT 87234U10 1370 127700 SH SHARED 127700 D TCW CONV SECS FD INC COM 87234010 57 12250 SH SHR/OTHR 01 10000 2250 D TDK CORP AMERN DEP SH 87235140 324 8460 SH SHARED 8460 D TDC A/S SPONSORED ADR 87236N10 166 14500 SH SHARED 14500 D TDC A/S SPONSORED ADR 87236N10 1 173 SH SHARED 02 173 D TECO ENERGY INC COM 87237510 4186 393810 SH SHARED 331581 62229 D TECO ENERGY INC COM 87237510 237 22300 SH SHR/OTHR 22300 D TECO ENERGY INC COM 87237510 223 21034 SH SHARED 01 16810 4224 D TECO ENERGY INC COM 87237510 89 8400 SH SHR/OTHR 01 2400 6000 D TECO ENERGY INC COM 87237510 906 85285 SH SHARED 02 85285 D TECO ENERGY INC COM 87237510 1251 117721 SH SHR/OTHR 10 117721 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 115 3642 SH SHARED 642 3000 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 123 3900 SH SHR/OTHR 01 3100 800 D THQ INC COM NEW 87244340 116 8885 SH SHARED 8885 D THQ INC COM NEW 87244340 1831 140285 SH SHARED 01 140285 D THQ INC COM NEW 87244340 815 62469 SH SHARED 02 62469 D THQ INC COM NEW 87244340 7 540 SH SHARED 10 540 D THQ INC COM NEW 87244340 4521 346260 SH SHR/OTHR 10 346260 D TJX COS INC NEW NOTE 2/1 872540AL 42595 54750000 PRN SHARED 54750000 D TJX COS INC NEW NOTE 2/1 872540AL 4 6000 PRN SHARED 02 6000 D TJX COS INC NEW COM 87254010 39649 2252800 SH SHARED 2125900 126900 D TJX COS INC NEW COM 87254010 1161 66000 SH SHR/OTHR 66000 D TJX COS INC NEW COM 87254010 6103 346766 SH SHARED 01 334366 12400 D TJX COS INC NEW COM 87254010 1 83 SH SHR/OTHR 01 83 D TJX COS INC NEW COM 87254010 4694 266745 SH SHARED 02 266745 D TJX COS INC NEW COM 87254010 345 19608 SH SHARED 05 19608 D TJX COS INC NEW COM 87254010 118 6720 SH SHARED 06 6720 D TJX COS INC NEW COM 87254010 26792 1522300 SH SHARED 10 632100 890200 D TJX COS INC NEW COM 87254010 18176 1032738 SH SHR/OTHR 10 1032738 D TJX COS INC NEW COM 87254010 1356 77100 SH SHARED 14 77100 D TRC COS INC COM 87262510 6 529 SH SHARED 529 D TRC COS INC COM 87262510 40 3050 SH SHARED 01 3050 D TRC COS INC COM 87262510 74 5641 SH SHARED 02 5641 D TMP WORLDWIDE INC COM 87294110 4951 461480 SH SHARED 461480 D TMP WORLDWIDE INC COM 87294110 369 34474 SH SHARED 01 34474 D TMP WORLDWIDE INC COM 87294110 969 90399 SH SHARED 02 90399 D TMP WORLDWIDE INC COM 87294110 2414 225000 SH SHARED 04 225000 D TMP WORLDWIDE INC COM 87294110 135 12600 SH SHARED 06 12600 D TMP WORLDWIDE INC COM 87294110 690 64312 SH SHR/OTHR 10 64312 D TMP WORLDWIDE INC COM 87294110 938 87500 SH SHARED 14 87500 D TTM TECHNOLOGIES INC COM 87305R10 3 981 SH SHARED 981 D TTM TECHNOLOGIES INC COM 87305R10 7 2200 SH SHARED 01 2200 D TTM TECHNOLOGIES INC COM 87305R10 31 9300 SH SHARED 02 9300 D TXU CORP COM 87316810 20114 1126888 SH SHARED 1114684 12204 D TXU CORP COM 87316810 42 2400 SH SHR/OTHR 2400 D TXU CORP COM 87316810 2394 134156 SH SHARED 01 132634 1522 D TXU CORP COM 87316810 385 21587 SH SHR/OTHR 01 8900 12687 D TXU CORP COM 87316810 3809 213425 SH SHARED 02 213425 D TXU CORP COM 87316810 37 2124 SH SHARED 05 2124 D TXU CORP COM 87316810 58 3250 SH SHARED 06 3250 D TXU CORP COM 87316810 3423 191787 SH SHR/OTHR 10 191787 D TXU CORP COM 87316810 35 2000 SH SHARED 14 2000 D TAIWAN FD INC COM 87403610 14 1700 SH SHARED 1700 D TAIWAN FD INC COM 87403610 82 10000 SH SHR/OTHR 01 10000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 629 92000 SH SHARED 92000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 13121 1918336 SH SHARED 1880141 38195 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 2994 437773 SH SHARED 01 431305 6468 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1383 202300 SH SHARED 02 202300 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 210 30830 SH SHARED 05 30830 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 14 2116 SH SHR/OTHR 10 2116 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1485 217178 SH SHARED 12 217178 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 727 106400 SH SHARED 14 106400 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 1494 67059 SH SHARED 67059 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 3671 164717 SH SHARED 01 164717 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 572 25681 SH SHARED 02 25681 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 52 2370 SH SHARED 10 2370 D TALBOTS INC COM 87416110 314 12214 SH SHARED 11914 300 D TALBOTS INC COM 87416110 368 14311 SH SHARED 01 4611 9700 D TALBOTS INC COM 87416110 43 1698 SH SHR/OTHR 01 1698 D TALBOTS INC COM 87416110 73 2849 SH SHARED 02 2849 D TALBOTS INC COM 87416110 58 2270 SH SHARED 06 2270 D TALISMAN ENERGY INC COM 87425E10 9936 250538 SH SHARED 250538 D TALISMAN ENERGY INC COM 87425E10 1899 47894 SH SHARED 01 47894 D TALISMAN ENERGY INC COM 87425E10 3670 92541 SH SHARED 02 92541 D TALISMAN ENERGY INC COM 87425E10 5671 143000 SH SHARED 04 143000 D TALISMAN ENERGY INC COM 87425E10 257 6500 SH SHARED 05 6500 D TALISMAN ENERGY INC COM 87425E10 43 1100 SH SHARED 14 1100 D TALK AMERICA HLDGS INC COM NEW 87426R20 47 6500 SH SHARED 6500 D TALK AMERICA HLDGS INC COM NEW 87426R20 52 7294 SH SHARED 01 7294 D TALK AMERICA HLDGS INC COM NEW 87426R20 100 13900 SH SHARED 02 13900 D TALX CORP COM 87491810 92 7092 SH SHARED 7092 D TALX CORP COM 87491810 52 4013 SH SHARED 01 4013 D TALX CORP COM 87491810 99 7635 SH SHARED 02 7635 D TANGER FACTORY OUTLET CTRS I COM 87546510 21 708 SH SHARED 708 D TANGER FACTORY OUTLET CTRS I COM 87546510 98 3200 SH SHARED 01 3200 D TANGER FACTORY OUTLET CTRS I COM 87546510 126 4100 SH SHARED 02 4100 D TANOX INC COM 87588Q10 20 1584 SH SHARED 1584 D TANOX INC COM 87588Q10 72 5600 SH SHARED 01 5600 D TANOX INC COM 87588Q10 223 17240 SH SHARED 02 17240 D TANOX INC COM 87588Q10 259 20000 SH SHARED 04 20000 D TARANTELLA INC COM 87609010 10 60000 SH SHR/OTHR 60000 D TARGET CORP COM 87612E10 210566 7196387 SH SHARED 4396333 19800 2780254 D TARGET CORP COM 87612E10 4482 153200 SH SHR/OTHR 153200 D TARGET CORP COM 87612E10 17199 587832 SH SHARED 01 574667 13165 D TARGET CORP COM 87612E10 5112 174712 SH SHR/OTHR 01 81586 93126 D TARGET CORP COM 87612E10 14195 485164 SH SHARED 02 485164 D TARGET CORP COM 87612E10 7113 243110 SH SHARED 03 127110 116000 D TARGET CORP COM 87612E10 731 25000 SH SHARED 04 25000 D TARGET CORP COM 87612E10 75163 2568825 SH SHARED 05 2568825 D TARGET CORP COM 87612E10 4604 157350 SH SHARED 06 157350 D TARGET CORP COM 87612E10 3287 112363 SH SHARED 07 112363 D TARGET CORP COM 87612E10 6514 222649 SH SHARED 08 222649 D TARGET CORP COM 87612E10 1419 48500 SH SHARED 09 48500 D TARGET CORP COM 87612E10 135898 4644500 SH SHARED 10 967100 3606300 71100 D TARGET CORP COM 87612E10 18363 627588 SH SHR/OTHR 10 627588 D TARGET CORP COM 87612E10 1717 58695 SH SHARED 14 58695 D TARAGON RLTY INVS INC COM 87628710 21 1506 SH SHARED 02 1506 D TASER INTL INC COM 87651B10 25 6000 SH SHR/OTHR 01 6000 D TASTY BAKING CO COM 87655330 108 13108 SH SHARED 13108 D TASTY BAKING CO COM 87655330 10 1216 SH SHARED 01 1216 D TASTY BAKING CO COM 87655330 40 4900 SH SHARED 02 4900 D TAUBMAN CTRS INC COM 87666410 894 52503 SH SHARED 52503 D TAUBMAN CTRS INC COM 87666410 174 10231 SH SHARED 01 10231 D TAUBMAN CTRS INC COM 87666410 27 1600 SH SHR/OTHR 01 1600 D TAUBMAN CTRS INC COM 87666410 807 47401 SH SHARED 02 47401 D TAUBMAN CTRS INC COM 87666410 1556 91400 SH SHR/OTHR 10 91400 D TAUBMAN CTRS INC COM 87666410 2665 156500 SH SHARED 11 156500 D TAYLOR CAP GROUP INC COM 87685110 24 1204 SH SHARED 02 1204 D TEAM FINANCIAL INC COM 87815X10 2 200 SH SHARED 200 D TECH DATA CORP COM 87823710 40 1700 SH SHARED 1700 D TECH DATA CORP COM 87823710 228 9535 SH SHARED 9485 50 D TECH DATA CORP COM 87823710 6059 253100 SH SHARED 01 253100 D TECH DATA CORP COM 87823710 1074 44881 SH SHARED 02 44881 D TECH DATA CORP COM 87823710 90 3800 SH SHR/OTHR 10 3800 D TECHNE CORP COM 87837710 96 4641 SH SHARED 4641 D TECHNE CORP COM 87837710 301 14519 SH SHARED 01 14519 D TECHNE CORP COM 87837710 727 35049 SH SHARED 02 35049 D TECHNE CORP COM 87837710 16 810 SH SHARED 10 810 D TECHNICAL OLYMPIC USA INC COM 87848310 6 405 SH SHARED 405 D TECHNICAL OLYMPIC USA INC COM 87848310 25 1500 SH SHARED 02 1500 D TECHNIP-COFLEIP SPONSORED ADR 87854620 0 1 SH SHARED 01 1 D TECHNITROL INC COM 87855510 11 800 SH SHARED 800 D TECHNITROL INC COM 87855510 41 2864 SH SHARED 2864 D TECHNITROL INC COM 87855510 132 9041 SH SHARED 01 9041 D TECHNITROL INC COM 87855510 361 24692 SH SHARED 02 24692 D TECUMSEH PRODS CO CL B 87889510 2839 72618 SH SHARED 72618 D TECUMSEH PRODS CO CL B 87889510 2 67 SH SHARED 01 67 D TECUMSEH PRODS CO CL A 87889520 180 4400 SH SHARED 4400 D TECUMSEH PRODS CO CL A 87889520 389 9498 SH SHARED 9498 D TECUMSEH PRODS CO CL A 87889520 372 9101 SH SHARED 01 9101 D TECUMSEH PRODS CO CL A 87889520 550 13437 SH SHARED 02 13437 D TEJON RANCH CO DEL COM 87908010 122 4628 SH SHARED 528 4100 D TEJON RANCH CO DEL COM 87908010 132 5000 SH SHARED 01 5000 D TEJON RANCH CO DEL COM 87908010 111 4200 SH SHARED 02 4200 D TEKELEC NOTE 3.250%11/0 879101AC 3718 4007000 PRN SHARED 4007000 D TEKELEC NOTE 3.250%11/0 879101AC 235 254000 PRN SHARED 02 254000 D TEKELEC COM 87910110 95 11001 SH SHARED 11001 D TEKELEC COM 87910110 349 40274 SH SHARED 01 40274 D TEKELEC COM 87910110 244 28200 SH SHARED 02 28200 D TEKTRONIX INC COM 87913110 4371 254874 SH SHARED 252874 2000 D TEKTRONIX INC COM 87913110 770 44904 SH SHARED 01 44604 300 D TEKTRONIX INC COM 87913110 760 44359 SH SHARED 02 44359 D TEKTRONIX INC COM 87913110 60 3530 SH SHARED 06 3530 D TEKTRONIX INC COM 87913110 1034 60331 SH SHR/OTHR 10 60331 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 796 35266 SH SHARED 02 35266 D TELECOM ITALIA SPA SPON ADR ORD 87927W10 552 8005 SH SHARED 1875 6130 D TELECOM ITALIA SPA SPON ADR ORD 87927W10 10 148 SH SHARED 01 148 D TELECOM ITALIA SPA SPON ADR ORD 87927W10 979 14200 SH SHARED 02 14200 D TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 87927320 2 735 SH SHARED 5 730 D TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 87927320 224 60000 SH SHARED 04 60000 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 142 7265 SH SHARED 5200 2065 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 703 35800 SH SHARED 02 35800 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 777 38670 SH SHARED 38170 500 D TELEDYNE TECHNOLOGIES INC COM 87936010 196 15503 SH SHARED 15503 D TELEDYNE TECHNOLOGIES INC COM 87936010 3117 246282 SH SHARED 01 246282 D TELEDYNE TECHNOLOGIES INC COM 87936010 26 2067 SH SHR/OTHR 01 2067 D TELEDYNE TECHNOLOGIES INC COM 87936010 248 19613 SH SHARED 02 19613 D TELEFLEX INC COM 87936910 521 14599 SH SHARED 14539 60 D TELEFLEX INC COM 87936910 722 20227 SH SHARED 01 14192 6035 D TELEFLEX INC COM 87936910 14 396 SH SHR/OTHR 01 396 D TELEFLEX INC COM 87936910 689 19301 SH SHARED 02 19301 D TELEFONICA MOVILES S A SPONSORED ADR 87938V10 2 460 SH SHARED 460 D TELEFONICA S A SPONSORED ADR 87938220 10913 389070 SH SHARED 78033 311037 D TELEFONICA S A SPONSORED ADR 87938220 1347 48054 SH SHR/OTHR 48054 D TELEFONICA S A SPONSORED ADR 87938220 0 1 SH SHARED 01 1 D TELEFONICA S A SPONSORED ADR 87938220 76 2724 SH SHR/OTHR 01 2724 D TELEFONICA S A SPONSORED ADR 87938220 87 3111 SH SHARED 02 3111 D TELEFONICA S A SPONSORED ADR 87938220 25 905 SH SHARED 06 905 D TELEFONOS DE MEXICO S A DBCV 4.250% 6/1 879403AD 8288 7434000 PRN SHARED 02 7434000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 3605 121320 SH SHARED 52549 68771 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 35 1200 SH SHR/OTHR 1200 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 70165 2360873 SH SHARED 01 2360873 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 35 1200 SH SHR/OTHR 01 1200 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 5082 171000 SH SHARED 02 171000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 2555 86000 SH SHARED 04 86000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 17063 574141 SH SHARED 05 574141 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 594 20000 SH SHARED 06 20000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 5438 183000 SH SHARED 09 183000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 40848 1374430 SH SHR/OTHR 10 1374430 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 8670 291730 SH SHARED 12 291730 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 1423 47900 SH SHARED 14 47900 D TELEPHONE & DATA SYS INC COM 87943310 1206 29483 SH SHARED 25383 4100 D TELEPHONE & DATA SYS INC COM 87943310 816 19968 SH SHARED 01 19968 D TELEPHONE & DATA SYS INC COM 87943310 3056 74705 SH SHARED 02 74705 D TELEPHONE & DATA SYS INC COM 87943310 121 2960 SH SHR/OTHR 10 2960 D TELENOR ASA SPONSORED ADR 87944W10 2 287 SH SHARED 01 287 D TELEWEST COMMUNICATIONS PLC SPON ADR NEW 87956P20 109 15098 SH SHARED 15098 D TELIK INC COM 87959M10 173 12919 SH SHARED 12881 38 D TELIK INC COM 87959M10 103 7677 SH SHARED 01 7677 D TELIK INC COM 87959M10 265 19718 SH SHARED 02 19718 D TELIK INC COM 87959M10 1494 111200 SH SHARED 04 111200 D TELIASONERA A B SPONSORED ADR 87960M10 15 1136 SH SHARED 1136 D TELLABS INC COM 87966410 5415 935261 SH SHARED 905546 29715 D TELLABS INC COM 87966410 984 170050 SH SHARED 01 169100 950 D TELLABS INC COM 87966410 1549 267589 SH SHARED 02 267589 D TELLABS INC COM 87966410 2316 400000 SH SHARED 04 400000 D TELLABS INC COM 87966410 10 1763 SH SHARED 05 1763 D TELLABS INC COM 87966410 19 3450 SH SHARED 06 3450 D TELLABS INC COM 87966410 10199 1761624 SH SHR/OTHR 10 1761624 D TELLABS INC COM 87966410 25 4400 SH SHARED 14 4400 D TELLIUM INC COM 87967E10 62 117840 SH SHARED 117840 D TELLIUM INC COM 87967E10 54 102463 SH SHARED 01 102463 D TELLIUM INC COM 87967E10 25 47300 SH SHARED 02 47300 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 188 15303 SH SHARED 6500 8803 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 5 468 SH SHARED 01 468 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 224733 18241347 SH SHR/OTHR 10 18241347 D TELUS CORP NON-VTG SHS 87971M20 249 23500 SH SHARED 8500 15000 D TELUS CORP NON-VTG SHS 87971M20 409 38476 SH SHARED 01 38476 D TELUS CORP NON-VTG SHS 87971M20 980 92279 SH SHARED 02 92279 D TEMPLE INLAND INC COM 87986810 14337 383350 SH SHARED 274595 108755 D TEMPLE INLAND INC COM 87986810 84 2250 SH SHR/OTHR 2250 D TEMPLE INLAND INC COM 87986810 3671 98159 SH SHARED 01 97359 800 D TEMPLE INLAND INC COM 87986810 242 6480 SH SHR/OTHR 01 6480 D TEMPLE INLAND INC COM 87986810 1376 36800 SH SHARED 02 36800 D TEMPLE INLAND INC COM 87986810 72 1927 SH SHARED 05 1927 D TEMPLE INLAND INC COM 87986810 16 450 SH SHARED 06 450 D TEMPLE INLAND INC COM 87986810 3383 90470 SH SHARED 08 90470 D TEMPLE INLAND INC COM 87986810 17441 466340 SH SHARED 10 466340 D TEMPLE INLAND INC COM 87986810 1341 35866 SH SHR/OTHR 10 35866 D TELETECH HOLDINGS INC COM 87993910 33 6194 SH SHARED 6194 D TELETECH HOLDINGS INC COM 87993910 548 100953 SH SHARED 01 100953 D TELETECH HOLDINGS INC COM 87993910 128 23600 SH SHARED 02 23600 D TEMPLETON DRAGON FD INC COM 88018T10 454 50500 SH SHARED 50500 D TEMPLETON DRAGON FD INC COM 88018T10 37 4200 SH SHR/OTHR 01 4200 D TEMPLETON CHINA WORLD FD INC COM 88018X10 480 42600 SH SHARED 42600 D TEMPLETON EMERGING MKTS FD I COM 88019110 98 12000 SH SHR/OTHR 01 12000 D TEMPLETON EMERG MKTS INCOME COM 88019210 18 1600 SH SHARED 1600 D TEMPLETON EMERG MKTS INCOME COM 88019210 1150 100000 SH SHR/OTHR 01 100000 D TEMPLETON GLOBAL INCOME FD I COM 88019810 270 35000 SH SHARED 35000 D TEMPLETON GLOBAL INCOME FD I COM 88019810 38 5000 SH SHR/OTHR 01 5000 D TENARIS S A SPONSORED ADR 88031M10 4335 196730 SH SHARED 196730 D TENARIS S A SPONSORED ADR 88031M10 1107 50253 SH SHARED 04 50253 D TENET HEALTHCARE CORP COM 88033G10 16 1000 SH SHARED 1000 D TENET HEALTHCARE CORP COM 88033G10 135363 8105617 SH SHARED 8081967 23650 D TENET HEALTHCARE CORP COM 88033G10 91 5450 SH SHR/OTHR 5450 D TENET HEALTHCARE CORP COM 88033G10 3846 230336 SH SHARED 01 227586 2750 D TENET HEALTHCARE CORP COM 88033G10 5311 318077 SH SHARED 02 318077 D TENET HEALTHCARE CORP COM 88033G10 2443 146300 SH SHARED 03 143700 2600 D TENET HEALTHCARE CORP COM 88033G10 2815 168563 SH SHARED 05 168563 D TENET HEALTHCARE CORP COM 88033G10 72 4350 SH SHARED 06 4350 D TENET HEALTHCARE CORP COM 88033G10 275 16500 SH SHARED 10 16500 D TENET HEALTHCARE CORP COM 88033G10 5324 318820 SH SHR/OTHR 10 318820 D TENET HEALTHCARE CORP COM 88033G10 62 3750 SH SHARED 14 3750 D TENNANT CO COM 88034510 16 519 SH SHARED 519 D TENNANT CO COM 88034510 107 3401 SH SHARED 01 3401 D TENNANT CO COM 88034510 195 6200 SH SHARED 02 6200 D TENNECO AUTOMOTIVE INC COM 88034910 4 2191 SH SHARED 2191 D TENNECO AUTOMOTIVE INC COM 88034910 16 7300 SH SHARED 01 7300 D TENNECO AUTOMOTIVE INC COM 88034910 51 22900 SH SHARED 02 22900 D TERADYNE INC SDCV 3.750%10/1 880770AD 0 300 PRN SHARED 01 300 D TERADYNE INC COM 88077010 8012 688392 SH SHARED 657417 30975 D TERADYNE INC COM 88077010 232 20000 SH SHR/OTHR 20000 D TERADYNE INC COM 88077010 1489 127964 SH SHARED 01 112365 15599 D TERADYNE INC COM 88077010 36 3138 SH SHR/OTHR 01 3138 D TERADYNE INC COM 88077010 1145 98405 SH SHARED 02 98405 D TERADYNE INC COM 88077010 9 847 SH SHARED 05 847 D TERADYNE INC COM 88077010 366 31500 SH SHARED 06 31500 D TERADYNE INC COM 88077010 1700 146064 SH SHR/OTHR 10 146064 D TERADYNE INC COM 88077010 1664 143000 SH SHARED 14 143000 D TERAYON COMMUNICATION SYS NOTE 5.000% 8/0 880775AC 972 1500000 PRN SHARED 02 1500000 D TERAYON COMMUNICATION SYS COM 88077510 106 62355 SH SHARED 62355 D TERAYON COMMUNICATION SYS COM 88077510 41 24309 SH SHARED 01 24309 D TERAYON COMMUNICATION SYS COM 88077510 74 43320 SH SHARED 02 43320 D TEREX CORP NEW COM 88077910 8507 688326 SH SHARED 688326 D TEREX CORP NEW COM 88077910 170 13767 SH SHARED 01 13767 D TEREX CORP NEW COM 88077910 342 27671 SH SHARED 02 27671 D TEREX CORP NEW COM 88077910 16 1350 SH SHARED 10 1350 D TERRA INDS INC COM 88091510 3 2395 SH SHARED 2395 D TERRA INDS INC COM 88091510 351 258600 SH SHARED 02 258600 D TERRA NETWORKS S A SPONSORED ADR 88100W10 6 1290 SH SHARED 1290 D TERRA NETWORKS S A SPONSORED ADR 88100W10 3212 676395 SH SHARED 676395 D TERRA NETWORKS S A SPONSORED ADR 88100W10 17 3661 SH SHARED 01 3661 D TERREMARK WORLDWIDE INC COM 88144810 3 10000 SH SHARED 01 10000 D TESCO CORP COM 88157K10 31 3100 SH SHARED 05 3100 D TESORO PETE CORP COM 88160910 938 126877 SH SHARED 126877 D TESORO PETE CORP COM 88160910 166 22462 SH SHARED 01 22462 D TESORO PETE CORP COM 88160910 482 65200 SH SHARED 02 65200 D TETRA TECHNOLOGIES INC DEL COM 88162F10 155 6771 SH SHARED 6771 D TETRA TECHNOLOGIES INC DEL COM 88162F10 76 3340 SH SHARED 01 3340 D TETRA TECHNOLOGIES INC DEL COM 88162F10 476 20738 SH SHARED 02 20738 D TETRA TECH INC NEW COM 88162G10 42 2993 SH SHARED 2993 D TETRA TECH INC NEW COM 88162G10 398 28166 SH SHARED 01 28166 D TETRA TECH INC NEW COM 88162G10 440 31179 SH SHARED 02 31179 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 16076 385999 SH SHARED 341659 14700 29640 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 2132 51210 SH SHARED 01 36210 15000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 83 2000 SH SHR/OTHR 01 2000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 2671 64147 SH SHARED 02 64147 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 4731 113600 SH SHARED 04 113600 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 424 10200 SH SHARED 06 10200 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 27555 661600 SH SHARED 10 453300 208300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 3576 85870 SH SHR/OTHR 10 85870 D TEVA PHARMACEUTICAL FIN LLC DBCV 1.500%10/1 88163VAB 11466 10472000 PRN SHARED 10472000 D TEVA PHARMACEUTICAL FIN LLC DBCV 1.500%10/1 88163VAB 10950 10000000 PRN SHARED 02 10000000 D TEVA PHARMACEUTICAL FIN NV NOTE 0.750% 8/1 88163XAB 4680 4179000 PRN SHARED 02 4179000 D TESMA INTL INC CL A SUB VTG 88190810 1 89 SH SHARED 01 89 D TEXAS BIOTECHNOLOGY CORP COM 88221T10 3 2728 SH SHARED 2728 D TEXAS BIOTECHNOLOGY CORP COM 88221T10 10 8846 SH SHARED 01 8846 D TEXAS BIOTECHNOLOGY CORP COM 88221T10 32 26500 SH SHARED 02 26500 D TEXAS GENCO HLDGS INC COM 88244310 7 406 SH SHARED 256 150 D TEXAS GENCO HLDGS INC COM 88244310 6 351 SH SHR/OTHR 351 D TEXAS GENCO HLDGS INC COM 88244310 21 1247 SH SHARED 01 1207 40 D TEXAS GENCO HLDGS INC COM 88244310 2 150 SH SHR/OTHR 01 150 D TEXAS GENCO HLDGS INC COM 88244310 73 4231 SH SHARED 02 4231 D TEXAS GENCO HLDGS INC COM 88244310 2 135 SH SHARED 14 135 D TEXAS INDS INC COM 88249110 37 1933 SH SHARED 1357 576 D TEXAS INDS INC COM 88249110 150 7847 SH SHARED 01 7847 D TEXAS INDS INC COM 88249110 249 12970 SH SHARED 02 12970 D TEXAS INSTRS INC COM 88250810 118 7250 SH SHARED 7250 D TEXAS INSTRS INC COM 88250810 185846 11352900 SH SHARED 6792905 46400 4513595 D TEXAS INSTRS INC COM 88250810 4760 290796 SH SHR/OTHR 290796 D TEXAS INSTRS INC COM 88250810 19230 1174749 SH SHARED 01 1009717 165032 D TEXAS INSTRS INC COM 88250810 1404 85785 SH SHR/OTHR 01 45963 39822 D TEXAS INSTRS INC COM 88250810 17835 1089511 SH SHARED 02 1089511 D TEXAS INSTRS INC COM 88250810 3722 227400 SH SHARED 03 111500 115900 D TEXAS INSTRS INC COM 88250810 41530 2537000 SH SHARED 04 2537000 D TEXAS INSTRS INC COM 88250810 91855 5611188 SH SHARED 05 5611188 D TEXAS INSTRS INC COM 88250810 10745 656400 SH SHARED 06 656400 D TEXAS INSTRS INC COM 88250810 8852 540759 SH SHARED 07 540759 D TEXAS INSTRS INC COM 88250810 6503 397300 SH SHARED 08 397300 D TEXAS INSTRS INC COM 88250810 2560 156400 SH SHARED 09 156400 D TEXAS INSTRS INC COM 88250810 151965 9283144 SH SHARED 10 2298844 6924300 60000 D TEXAS INSTRS INC COM 88250810 20116 1228846 SH SHR/OTHR 10 1228846 D TEXAS INSTRS INC COM 88250810 677 41394 SH SHARED 14 41394 D TEXAS PAC LD TR SUB CTF PROP I T 88261010 245 5654 SH SHR/OTHR 5654 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 307 10194 SH SHARED 2714 7480 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 1928 63866 SH SHARED 01 63866 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 30 1000 SH SHR/OTHR 01 1000 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 554 18360 SH SHARED 02 18360 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 7335 242968 SH SHARED 10 242968 D TEXTRON INC COM 88320310 24376 887712 SH SHARED 546861 340851 D TEXTRON INC COM 88320310 55 2020 SH SHR/OTHR 2020 D TEXTRON INC COM 88320310 2192 79827 SH SHARED 01 75471 4356 D TEXTRON INC COM 88320310 186 6800 SH SHR/OTHR 01 6800 D TEXTRON INC COM 88320310 11572 421426 SH SHARED 02 420426 1000 D TEXTRON INC COM 88320310 208 7597 SH SHARED 05 7597 D TEXTRON INC COM 88320310 30 1100 SH SHARED 06 1100 D TEXTRON INC COM 88320310 6540 238200 SH SHARED 10 196900 41300 D TEXTRON INC COM 88320310 2512 91479 SH SHR/OTHR 10 91479 D TEXTRON INC COM 88320310 38 1400 SH SHARED 14 1400 D THERAGENICS CORP COM 88337510 24 6941 SH SHARED 6941 D THERAGENICS CORP COM 88337510 31 9200 SH SHARED 01 9200 D THERAGENICS CORP COM 88337510 63 18390 SH SHARED 02 18390 D THERAGENICS CORP COM 88337510 22 6600 SH SHARED 10 6600 D THERASENSE INC COM 88338110 623 93390 SH SHARED 93390 D THERASENSE INC COM 88338110 54 8100 SH SHARED 01 8100 D THERASENSE INC COM 88338110 89 13400 SH SHARED 02 13400 D THERASENSE INC COM 88338110 575 86100 SH SHARED 10 86100 D THERMA-WAVE INC COM 88343A10 9 23602 SH SHARED 23602 D THERMA-WAVE INC COM 88343A10 16 39696 SH SHARED 01 39696 D THERMA-WAVE INC COM 88343A10 6 15000 SH SHARED 02 15000 D THERMO ELECTRON CORP COM 88355610 5533 305741 SH SHARED 300300 5441 D THERMO ELECTRON CORP COM 88355610 1298 71719 SH SHARED 01 71719 D THERMO ELECTRON CORP COM 88355610 100 5569 SH SHR/OTHR 01 5569 D THERMO ELECTRON CORP COM 88355610 2346 129624 SH SHARED 02 129624 D THERMO ELECTRON CORP COM 88355610 17 945 SH SHARED 05 945 D THERMO ELECTRON CORP COM 88355610 28 1600 SH SHARED 06 1600 D THERMO ELECTRON CORP COM 88355610 2009 111007 SH SHR/OTHR 10 111007 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 1 312 SH SHARED 312 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 16 5043 SH SHARED 02 5043 D THISTLE GROUP HLDGS CO COM 88431E10 5 400 SH SHARED 400 D THOMAS & BETTS CORP COM 88431510 2072 146124 SH SHARED 142462 3662 D THOMAS & BETTS CORP COM 88431510 679 47923 SH SHARED 01 47923 D THOMAS & BETTS CORP COM 88431510 781 55139 SH SHARED 02 55139 D THOMAS & BETTS CORP COM 88431510 509 35955 SH SHR/OTHR 10 35955 D THOMAS INDS INC COM 88442510 62 2521 SH SHARED 2093 428 D THOMAS INDS INC COM 88442510 110 4450 SH SHARED 01 4450 D THOMAS INDS INC COM 88442510 222 8967 SH SHARED 02 8967 D THOMSON CORP COM 88490310 389 15000 SH SHARED 15000 D THOMSON CORP COM 88490310 85 3289 SH SHARED 01 3289 D THOMSON CORP COM 88490310 4005 154241 SH SHARED 02 154241 D THOMSON SPONSORED ADR 88511810 7 688 SH SHARED 01 688 D THOR INDS INC COM 88516010 24 974 SH SHARED 974 D THOR INDS INC COM 88516010 1129 45140 SH SHARED 01 45140 D THOR INDS INC COM 88516010 412 16479 SH SHARED 02 16479 D THOR INDS INC COM 88516010 40 1600 SH SHARED 10 1600 D THORATEC CORP COM NEW 88517530 1033 81457 SH SHARED 74413 7044 D THORATEC CORP COM NEW 88517530 273 21515 SH SHARED 01 21515 D THORATEC CORP COM NEW 88517530 439 34666 SH SHARED 02 34666 D THORNBURG MTG INC COM 88521810 316 15331 SH SHARED 15331 D THORNBURG MTG INC COM 88521810 695 33735 SH SHARED 01 31735 2000 D THORNBURG MTG INC COM 88521810 746 36179 SH SHARED 02 36179 D 3DO CO COM NEW 88553W20 14 8041 SH SHARED 8041 D 3DO CO COM NEW 88553W20 0 100 SH SHARED 02 100 D 3COM CORP COM 88553510 27 5600 SH SHARED 5600 D 3COM CORP COM 88553510 300 61100 SH SHARED 59900 1200 D 3COM CORP COM 88553510 531 108047 SH SHARED 01 107922 125 D 3COM CORP COM 88553510 25 5174 SH SHR/OTHR 01 5174 D 3COM CORP COM 88553510 1164 236685 SH SHARED 02 236685 D 3-D SYS CORP DEL COM NEW 88554D20 1 419 SH SHARED 419 D 3-D SYS CORP DEL COM NEW 88554D20 11 2400 SH SHARED 01 2400 D 3-D SYS CORP DEL COM NEW 88554D20 22 4900 SH SHARED 02 4900 D 3-D SYS CORP DEL COM NEW 88554D20 9 2000 SH SHARED 10 2000 D THREE FIVE SYS INC COM 88554L10 5 1131 SH SHARED 1131 D THREE FIVE SYS INC COM 88554L10 42 8339 SH SHARED 01 8339 D THREE FIVE SYS INC COM 88554L10 129 25410 SH SHARED 02 25410 D 3-DIMENSIONAL PHARMACEUTICAL COM 88554W10 0 2885 SH SHARED 02 2885 D 3TEC ENERGY CORP COM NEW 88575R30 293 19510 SH SHARED 19510 D 3TEC ENERGY CORP COM NEW 88575R30 1649 109515 SH SHARED 01 109515 D 3TEC ENERGY CORP COM NEW 88575R30 143 9500 SH SHARED 02 9500 D 3M CO COM 88579Y10 294662 2266108 SH SHARED 1258263 5700 1002145 D 3M CO COM 88579Y10 14566 112027 SH SHR/OTHR 112027 D 3M CO COM 88579Y10 50610 389223 SH SHARED 01 354998 34225 D 3M CO COM 88579Y10 11497 88421 SH SHR/OTHR 01 51012 37409 D 3M CO COM 88579Y10 25664 197377 SH SHARED 02 197377 D 3M CO COM 88579Y10 6234 47950 SH SHARED 03 41900 6050 D 3M CO COM 88579Y10 132823 1021487 SH SHARED 05 1021487 D 3M CO COM 88579Y10 6992 53775 SH SHARED 06 53775 D 3M CO COM 88579Y10 12048 92660 SH SHARED 07 92660 D 3M CO COM 88579Y10 9713 74700 SH SHARED 08 74700 D 3M CO COM 88579Y10 3510 27000 SH SHARED 09 27000 D 3M CO COM 88579Y10 161250 1240100 SH SHARED 10 113700 1126400 D 3M CO COM 88579Y10 39248 301843 SH SHR/OTHR 10 301843 D 3M CO COM 88579Y10 390 3000 SH SHARED 14 3000 D TIBCO SOFTWARE INC COM 88632Q10 2 500 SH SHARED 500 D TIBCO SOFTWARE INC COM 88632Q10 8139 1938037 SH SHARED 1923037 15000 D TIBCO SOFTWARE INC COM 88632Q10 955 227427 SH SHARED 01 227427 D TIBCO SOFTWARE INC COM 88632Q10 350 83343 SH SHARED 02 83343 D TIBCO SOFTWARE INC COM 88632Q10 210 50000 SH SHARED 04 50000 D TIBCO SOFTWARE INC COM 88632Q10 9198 2190200 SH SHARED 10 2190200 D TIDEWATER INC COM 88642310 732 25515 SH SHARED 25515 D TIDEWATER INC COM 88642310 551 19204 SH SHARED 01 19204 D TIDEWATER INC COM 88642310 63 2200 SH SHR/OTHR 01 2200 D TIDEWATER INC COM 88642310 822 28655 SH SHARED 02 28655 D TIER TECHNOLOGIES INC CL B 88650Q10 9 896 SH SHARED 896 D TIER TECHNOLOGIES INC CL B 88650Q10 73 7254 SH SHARED 01 7254 D TIER TECHNOLOGIES INC CL B 88650Q10 89 8800 SH SHARED 02 8800 D TIERONE CORP COM 88650R10 47 2883 SH SHARED 02 2883 D TIERONE CORP COM 88650R10 306 18622 SH SHR/OTHR 10 18622 D TIFFANY & CO NEW COM 88654710 15779 631186 SH SHARED 276249 354937 D TIFFANY & CO NEW COM 88654710 873 34925 SH SHR/OTHR 34925 D TIFFANY & CO NEW COM 88654710 2294 91767 SH SHARED 01 88067 3700 D TIFFANY & CO NEW COM 88654710 40 1612 SH SHR/OTHR 01 1612 D TIFFANY & CO NEW COM 88654710 1862 74498 SH SHARED 02 74498 D TIFFANY & CO NEW COM 88654710 1000 40000 SH SHARED 04 40000 D TIFFANY & CO NEW COM 88654710 18 759 SH SHARED 05 759 D TIFFANY & CO NEW COM 88654710 32 1300 SH SHARED 06 1300 D TIFFANY & CO NEW COM 88654710 7721 308854 SH SHR/OTHR 10 308854 D TIMBERLAND CO CL A 88710010 58 1400 SH SHARED 1400 D TIMBERLAND CO CL A 88710010 438 10491 SH SHARED 10491 D TIMBERLAND CO CL A 88710010 2671 63893 SH SHARED 01 63893 D TIMBERLAND CO CL A 88710010 391 9374 SH SHARED 02 9374 D TIMBERLAND CO CL A 88710010 292 7000 SH SHARED 04 7000 D TIME WARNER TELECOM INC CL A 88731910 68 21199 SH SHARED 21199 D TIME WARNER TELECOM INC CL A 88731910 89 27549 SH SHARED 01 27549 D TIME WARNER TELECOM INC CL A 88731910 83 25800 SH SHARED 02 25800 D TIME WARNER TELECOM INC CL A 88731910 5432 1676771 SH SHR/OTHR 10 1676771 D TIMKEN CO COM 88738910 165 10600 SH SHARED 10600 D TIMKEN CO COM 88738910 137 8793 SH SHARED 8793 D TIMKEN CO COM 88738910 1500 96037 SH SHARED 01 94837 1200 D TIMKEN CO COM 88738910 142 9099 SH SHARED 02 9099 D TIPPINGPOINT TECH INC COM 88801110 0 4 SH SHARED 01 4 D TITAN CORP COM 88826610 13173 1768237 SH SHARED 1122236 646001 D TITAN CORP COM 88826610 1440 193315 SH SHARED 01 193315 D TITAN CORP COM 88826610 196 26397 SH SHARED 02 26397 D TITAN CORP COM 88826610 201 27000 SH SHARED 05 27000 D TITAN CORP COM 88826610 666 89400 SH SHARED 10 89400 D TITAN CORP COM 88826610 4673 627300 SH SHR/OTHR 10 627300 D TITAN CORP COM 88826610 42 5700 SH SHARED 12 5700 D TITAN PHARMACEUTICALS INC DE COM 88831410 240 151000 SH SHARED 04 151000 D TIVO INC COM 88870610 159 31318 SH SHARED 31168 150 D TIVO INC COM 88870610 34 6700 SH SHARED 01 6700 D TIVO INC COM 88870610 70 13800 SH SHARED 02 13800 D TOLL BROTHERS INC COM 88947810 81 4200 SH SHARED 4200 D TOLL BROTHERS INC COM 88947810 3104 160855 SH SHARED 160855 D TOLL BROTHERS INC COM 88947810 1332 69040 SH SHARED 01 69040 D TOLL BROTHERS INC COM 88947810 404 20957 SH SHARED 02 20957 D TOLLGRADE COMMUNICATIONS INC COM 88954210 38 2672 SH SHARED 2672 D TOLLGRADE COMMUNICATIONS INC COM 88954210 67 4669 SH SHARED 01 4669 D TOLLGRADE COMMUNICATIONS INC COM 88954210 134 9364 SH SHARED 02 9364 D TOLLGRADE COMMUNICATIONS INC COM 88954210 33 2340 SH SHARED 10 2340 D TOMKINS PLC SPONSORED ADR 89003020 1891 164200 SH SHARED 02 164200 D TOMPKINSTRUSTCO INC COM 89011010 16 366 SH SHARED 366 D TOMPKINSTRUSTCO INC COM 89011010 58 1300 SH SHARED 01 1300 D TOMPKINSTRUSTCO INC COM 89011010 202 4500 SH SHARED 02 4500 D TOO INC COM 89033310 5352 322244 SH SHARED 199254 122990 D TOO INC COM 89033310 1628 98019 SH SHARED 01 98019 D TOO INC COM 89033310 945 56906 SH SHARED 02 56906 D TOO INC COM 89033310 620 37327 SH SHARED 10 37327 D TOOTSIE ROLL INDS INC COM 89051610 299 10509 SH SHARED 10468 41 D TOOTSIE ROLL INDS INC COM 89051610 412 14442 SH SHARED 01 14442 D TOOTSIE ROLL INDS INC COM 89051610 375 13152 SH SHARED 02 13152 D TOPPS INC COM 89078610 51 6100 SH SHARED 6100 D TOPPS INC COM 89078610 79 9409 SH SHARED 9409 D TOPPS INC COM 89078610 101 11934 SH SHARED 01 11934 D TOPPS INC COM 89078610 190 22500 SH SHARED 02 22500 D TOPPS INC COM 89078610 43 5180 SH SHARED 10 5180 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 52 10000 SH SHARED 10000 D TORCHMARK CORP COM 89102710 8430 235484 SH SHARED 218186 17298 D TORCHMARK CORP COM 89102710 830 23200 SH SHARED 01 21600 1600 D TORCHMARK CORP COM 89102710 3109 86852 SH SHARED 02 86852 D TORCHMARK CORP COM 89102710 21 608 SH SHARED 05 608 D TORCHMARK CORP COM 89102710 3766 105204 SH SHR/OTHR 10 105204 D TORCHMARK CORP COM 89102710 57 1600 SH SHARED 14 1600 D TORO CO COM 89109210 112 1600 SH SHARED 1600 D TORO CO COM 89109210 223 3195 SH SHARED 3195 D TORO CO COM 89109210 3436 49056 SH SHARED 01 49056 D TORO CO COM 89109210 533 7619 SH SHARED 02 7619 D TORO CO COM 89109210 56 810 SH SHARED 10 810 D TORONTO DOMINION BK ONT COM NEW 89116050 25715 1160426 SH SHARED 1160426 D TORONTO DOMINION BK ONT COM NEW 89116050 815 36807 SH SHARED 01 34807 2000 D TORONTO DOMINION BK ONT COM NEW 89116050 67 3056 SH SHARED 02 3056 D TORONTO DOMINION BK ONT COM NEW 89116050 554 25000 SH SHARED 04 25000 D TORONTO DOMINION BK ONT COM NEW 89116050 711 32100 SH SHARED 05 32100 D TORONTO DOMINION BK ONT COM NEW 89116050 113 5122 SH SHARED 14 5122 D TOTAL ENTMT RESTAURANT CORP COM 89150E10 65 7997 SH SHARED 7997 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 5545 87652 SH SHARED 12814 74838 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 418 6613 SH SHARED 01 2114 4499 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 18 300 SH SHR/OTHR 01 300 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 5321 84104 SH SHARED 02 84104 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 1093 17290 SH SHARED 10 17290 D TOUCH AMERICA HLDGS INC COM 89153910 0 9120 SH SHARED 7120 2000 D TOUCH AMERICA HLDGS INC COM 89153910 0 7000 SH SHR/OTHR 7000 D TOUCH AMERICA HLDGS INC COM 89153910 13 145000 SH SHARED 01 145000 D TOUCH AMERICA HLDGS INC COM 89153910 5 62900 SH SHARED 02 62900 D TOWER AUTOMOTIVE INC NOTE 5.000% 8/0 891707AE 22 25000 PRN SHARED 25000 D TOWER AUTOMOTIVE INC COM 89170710 167 70498 SH SHARED 70498 D TOWER AUTOMOTIVE INC COM 89170710 48 20261 SH SHARED 01 20261 D TOWER AUTOMOTIVE INC COM 89170710 87 36754 SH SHARED 02 36754 D TOTAL SYS SVCS INC COM 89190610 155 9908 SH SHARED 01 9908 D TOTAL SYS SVCS INC COM 89190610 191 12257 SH SHARED 02 12257 D TOWN & CTRY TR SH BEN INT 89208110 40 1985 SH SHARED 985 1000 D TOWN & CTRY TR SH BEN INT 89208110 92 4600 SH SHARED 01 4600 D TOWN & CTRY TR SH BEN INT 89208110 303 15000 SH SHR/OTHR 01 15000 D TOWN & CTRY TR SH BEN INT 89208110 175 8700 SH SHARED 02 8700 D TOWN & CTRY TR SH BEN INT 89208110 5169 255900 SH SHR/OTHR 10 255900 D TOWN & CTRY TR SH BEN INT 89208110 5415 268100 SH SHARED 11 268100 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 1445 32164 SH SHARED 13124 19040 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 0 12 SH SHR/OTHR 12 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 55 1238 SH SHARED 01 1218 20 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 89 2000 SH SHARED 02 2000 D TOYS R US INC COM 89233510 3547 423886 SH SHARED 422886 1000 D TOYS R US INC COM 89233510 35 4250 SH SHR/OTHR 4250 D TOYS R US INC COM 89233510 928 110908 SH SHARED 01 107908 3000 D TOYS R US INC COM 89233510 4704 562110 SH SHARED 02 562110 D TOYS R US INC COM 89233510 7 918 SH SHARED 05 918 D TOYS R US INC COM 89233510 15 1850 SH SHARED 06 1850 D TOYS R US INC COM 89233510 2997 358108 SH SHR/OTHR 10 358108 D TPG N V SPONSORED ADR 89233910 45 3007 SH SHARED 3007 D TPG N V SPONSORED ADR 89233910 7 499 SH SHARED 01 499 D TRACTOR SUPPLY CO COM 89235610 230 6995 SH SHARED 6995 D TRACTOR SUPPLY CO COM 89235610 166 5032 SH SHARED 01 5032 D TRACTOR SUPPLY CO COM 89235610 495 15000 SH SHARED 02 15000 D TRADESTATION GROUP INC COM 89267P10 18 5000 SH SHARED 5000 D TRAMMELL CROW CO COM 89288R10 15 1942 SH SHARED 1942 D TRAMMELL CROW CO COM 89288R10 60 7600 SH SHARED 01 7600 D TRAMMELL CROW CO COM 89288R10 142 17900 SH SHARED 02 17900 D TRANS WORLD ENTMT CORP COM 89336Q10 1 693 SH SHARED 693 D TRANS WORLD ENTMT CORP COM 89336Q10 14 6509 SH SHARED 01 6509 D TRANS WORLD ENTMT CORP COM 89336Q10 23 10100 SH SHARED 02 10100 D TRANSACTION SYS ARCHITECTS CL A 89341610 271 45654 SH SHARED 45654 D TRANSACTION SYS ARCHITECTS CL A 89341610 733 123424 SH SHARED 01 123424 D TRANSACTION SYS ARCHITECTS CL A 89341610 162 27371 SH SHARED 02 27371 D TRANSALTA CORP COM 89346D10 3808 355895 SH SHARED 355895 D TRANSALTA CORP COM 89346D10 615 57515 SH SHARED 01 57515 D TRANSALTA CORP COM 89346D10 1287 120359 SH SHARED 02 120359 D TRANSALTA CORP COM 89346D10 19 1800 SH SHARED 14 1800 D TRANSATLANTIC HLDGS INC COM 89352110 10952 167083 SH SHARED 3246 163837 D TRANSATLANTIC HLDGS INC COM 89352110 1517 23157 SH SHR/OTHR 23157 D TRANSATLANTIC HLDGS INC COM 89352110 389 5947 SH SHARED 01 5947 D TRANSATLANTIC HLDGS INC COM 89352110 107 1635 SH SHARED 02 1635 D TRANSATLANTIC HLDGS INC COM 89352110 2933 44750 SH SHR/OTHR 10 44750 D TRANSATLANTIC HLDGS INC COM 89352110 45 700 SH SHARED 14 700 D TRANSCANADA PIPELINES LTD COM 89352610 12610 855496 SH SHARED 855496 D TRANSCANADA PIPELINES LTD COM 89352610 2661 180566 SH SHARED 01 180566 D TRANSCANADA PIPELINES LTD COM 89352610 4 333 SH SHR/OTHR 01 333 D TRANSCANADA PIPELINES LTD COM 89352610 4813 326567 SH SHARED 02 326567 D TRANSCANADA PIPELINES LTD COM 89352610 2948 200000 SH SHARED 04 200000 D TRANSCANADA PIPELINES LTD COM 89352610 941 63900 SH SHARED 05 63900 D TRANSCANADA PIPELINES LTD COM 89352610 56 3801 SH SHARED 14 3801 D TRANSCONTINENTAL RLTY INVS COM NEW 89361720 6 357 SH SHARED 357 D TRANSCONTINENTAL RLTY INVS COM NEW 89361720 33 1837 SH SHARED 02 1837 D TRANSKARYOTIC THERAPIES INC COM 89373510 65 11196 SH SHARED 11196 D TRANSKARYOTIC THERAPIES INC COM 89373510 41 7070 SH SHARED 01 7070 D TRANSKARYOTIC THERAPIES INC COM 89373510 467 79369 SH SHARED 02 79369 D TRANSKARYOTIC THERAPIES INC COM 89373510 20287 3444400 SH SHARED 04 3444400 D TRANSKARYOTIC THERAPIES INC COM 89373510 64 11000 SH SHR/OTHR 10 11000 D TRANSKARYOTIC THERAPIES INC COM 89373510 229 38900 SH SHARED 14 38900 D TRANSMETA CORP DEL COM 89376R10 4527 4527625 SH SHARED 4527625 D TRANSMETA CORP DEL COM 89376R10 56 56653 SH SHARED 8653 48000 D TRANSMETA CORP DEL COM 89376R10 0 201 SH SHARED 01 201 D TRANSMETA CORP DEL COM 89376R10 65 65900 SH SHARED 02 65900 D TRANSOCEAN SEDCO FOREX INC DBCV 5/2 893830AA 21813 35411000 PRN SHARED 35411000 D TRANSOCEAN SEDCO FOREX INC DBCV 5/2 893830AA 395 642000 PRN SHARED 02 642000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 129720138000000 PRN SHARED 138000000 D TRANSPORT CORP OF AMER INC COM 89385P10 30 6000 SH SHARED 01 6000 D TRANSPORTADORA DE GAS SUR SPON ADR B 89387020 1620 753950 SH SHARED 753950 D TRANSPORTADORA DE GAS SUR SPON ADR B 89387020 509 236845 SH SHARED 01 236845 D TRANSMONTAIGNE INC COM 89393410 3 888 SH SHARED 888 D TRANSMONTAIGNE INC COM 89393410 22 5400 SH SHARED 01 5400 D TRANSMONTAIGNE INC COM 89393410 45 10700 SH SHARED 02 10700 D TRANSWITCH CORP NOTE 4.500% 9/1 894065AB 8748 14630000 PRN SHARED 14630000 D TRANSWITCH CORP COM 89406510 104 212624 SH SHARED 212624 D TRANSWITCH CORP COM 89406510 2 5676 SH SHARED 01 5676 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 9316 661195 SH SHARED 520493 140702 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 8 600 SH SHR/OTHR 600 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 4747 336908 SH SHARED 01 335117 1791 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 101 7214 SH SHR/OTHR 01 2832 4382 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 3487 247537 SH SHARED 02 247537 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 1148 81531 SH SHARED 03 61520 20011 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 192 13679 SH SHARED 05 13679 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 57 4084 SH SHARED 06 4084 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 10409 738786 SH SHARED 10 722306 16480 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 792 56252 SH SHR/OTHR 10 56252 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 55 3937 SH SHARED 14 3937 D TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G30 55616 2482900 SH SHARED 2482900 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 39689 2812860 SH SHARED 2780066 32794 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 12 887 SH SHR/OTHR 887 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 4714 334096 SH SHARED 01 328756 5340 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 205 14565 SH SHR/OTHR 01 5550 9015 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 6394 453165 SH SHARED 02 453165 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 1828 129562 SH SHARED 03 102922 26640 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 4091 290000 SH SHARED 04 290000 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 1049 74408 SH SHARED 05 74408 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 99 7038 SH SHARED 06 7038 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 2373 168239 SH SHARED 10 166020 2219 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 9637 683061 SH SHR/OTHR 10 683061 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 51 3621 SH SHARED 14 3621 D TREDEGAR CORP COM 89465010 20 1726 SH SHARED 1726 D TREDEGAR CORP COM 89465010 107 8957 SH SHARED 01 8957 D TREDEGAR CORP COM 89465010 192 16075 SH SHARED 02 16075 D TREDEGAR CORP COM 89465010 36 3040 SH SHARED 10 3040 D TREND MICRO INC SPONS ADR NEW 89486M20 10 738 SH SHARED 01 738 D TREX INC COM 89531P10 1215 37650 SH SHARED 37650 D TREX INC COM 89531P10 8 278 SH SHARED 278 D TREX INC COM 89531P10 2379 73700 SH SHARED 01 73700 D TREX INC COM 89531P10 127 3939 SH SHARED 02 3939 D TRI CONTL CORP COM 89543610 15 1204 SH SHARED 1204 D TRI CONTL CORP COM 89543610 203 15896 SH SHR/OTHR 01 15896 D TRIAD HOSPITALS INC COM 89579K10 1442 53638 SH SHARED 32041 21500 97 D TRIAD HOSPITALS INC COM 89579K10 3 126 SH SHR/OTHR 126 D TRIAD HOSPITALS INC COM 89579K10 696 25890 SH SHARED 01 25890 D TRIAD HOSPITALS INC COM 89579K10 1169 43493 SH SHARED 02 43493 D TRIAD HOSPITALS INC COM 89579K10 2493 92700 SH SHARED 10 92700 D TRIAD HOSPITALS INC COM 89579K10 1167 43400 SH SHR/OTHR 10 43400 D TRIDENT MICROSYSTEMS INC COM 89591910 3 850 SH SHARED 02 850 D TRIAD GTY INC COM 89592510 4502 130707 SH SHARED 80607 6000 44100 D TRIAD GTY INC COM 89592510 382 11100 SH SHARED 01 11100 D TRIAD GTY INC COM 89592510 209 6078 SH SHARED 02 6078 D TRIAD GTY INC COM 89592510 7177 208340 SH SHARED 10 208340 D TRIARC COS INC CL A 89592710 34 1252 SH SHARED 1252 D TRIARC COS INC CL A 89592710 176 6350 SH SHARED 01 6350 D TRIARC COS INC CL A 89592710 690 24788 SH SHARED 02 24788 D TRIBUNE CO NEW COM 89604710 38844 863017 SH SHARED 627353 235664 D TRIBUNE CO NEW COM 89604710 3199 71092 SH SHR/OTHR 71092 D TRIBUNE CO NEW COM 89604710 63898 1419640 SH SHARED 01 132688 1286952 D TRIBUNE CO NEW COM 89604710 135 3000 SH SHR/OTHR 01 3000 D TRIBUNE CO NEW COM 89604710 5882 130686 SH SHARED 02 130686 D TRIBUNE CO NEW COM 89604710 66 1485 SH SHARED 05 1485 D TRIBUNE CO NEW COM 89604710 83 1850 SH SHARED 06 1850 D TRIBUNE CO NEW COM 89604710 8738 194144 SH SHR/OTHR 10 194144 D TRIBUNE CO NEW COM 89604710 76 1700 SH SHARED 14 1700 D TRICO BANCSHARES COM 89609510 6 253 SH SHARED 253 D TRICO BANCSHARES COM 89609510 5 200 SH SHARED 01 200 D TRICO BANCSHARES COM 89609510 78 3100 SH SHARED 02 3100 D TRICO MARINE SERVICES INC COM 89610610 93 36226 SH SHARED 36226 D TRICO MARINE SERVICES INC COM 89610610 26 10378 SH SHARED 01 10378 D TRICO MARINE SERVICES INC COM 89610610 36 14015 SH SHARED 02 14015 D TRIKON TECHNOLOGIES INC COM NEW 89618740 23 6717 SH SHARED 6717 D TRIKON TECHNOLOGIES INC COM NEW 89618740 28 8207 SH SHARED 01 8207 D TRIKON TECHNOLOGIES INC COM NEW 89618740 5 1500 SH SHR/OTHR 01 1500 D TRIKON TECHNOLOGIES INC COM NEW 89618740 21 6200 SH SHARED 02 6200 D TRIMBLE NAVIGATION LTD COM 89623910 73 3868 SH SHARED 3868 D TRIMBLE NAVIGATION LTD COM 89623910 1848 97422 SH SHARED 01 97422 D TRIMBLE NAVIGATION LTD COM 89623910 367 19384 SH SHARED 02 19384 D TRIMERIS INC COM 89626310 17100 415669 SH SHARED 257269 158400 D TRIMERIS INC COM 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INC COM 89674K10 308 109568 SH SHARED 02 109568 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 9 3340 SH SHARED 10 3340 D TRITON PCS HLDGS INC CL A 89677M10 68 31084 SH SHARED 31084 D TRITON PCS HLDGS INC CL A 89677M10 53 24500 SH SHARED 01 24500 D TRITON PCS HLDGS INC CL A 89677M10 25 11800 SH SHARED 02 11800 D TRIUMPH GROUP INC NEW COM 89681810 19 855 SH SHARED 855 D TRIUMPH GROUP INC NEW COM 89681810 116 5200 SH SHARED 01 5200 D TRIUMPH GROUP INC NEW COM 89681810 27 1222 SH SHR/OTHR 01 1222 D TRIUMPH GROUP INC NEW COM 89681810 197 8793 SH SHARED 02 8793 D TRIUMPH GROUP INC NEW COM 89681810 6 300 SH SHARED 10 300 D TRIZEC PROPERTIES INC COM 89687P10 425 50000 SH SHARED 50000 D TRIZEC PROPERTIES INC COM 89687P10 115 13588 SH SHARED 01 13588 D TRIZEC PROPERTIES INC COM 89687P10 52 6150 SH SHARED 02 6150 D TRIZEC PROPERTIES INC COM 89687P10 7974 938200 SH SHR/OTHR 10 938200 D TRIZEC PROPERTIES INC COM 89687P10 41342 4863800 SH SHARED 11 3796400 1067400 D TRIZETTO GROUP INC COM 89688210 85 20675 SH SHARED 20675 D TRIZETTO GROUP INC COM 89688210 23 5708 SH SHARED 01 5708 D TRIZETTO GROUP INC COM 89688210 83 20115 SH SHARED 02 20115 D TRIPOS INC COM 89692810 1 357 SH SHARED 357 D TRIPOS INC COM 89692810 49 9868 SH SHARED 01 9868 D TRIPOS INC COM 89692810 22 4400 SH SHARED 02 4400 D TRIPATH IMAGING INC COM 89694210 5 1274 SH SHARED 1274 D TRIPATH IMAGING INC COM 89694210 25 5900 SH SHARED 01 5900 D TRIPATH IMAGING INC COM 89694210 88 20800 SH SHARED 02 20800 D TROPICAL SPORTSWEAR INTL COR COM 89708P10 1277 280780 SH SHARED 162980 117800 D TROPICAL SPORTSWEAR INTL COR COM 89708P10 7 1602 SH SHARED 01 1602 D TROPICAL SPORTSWEAR INTL COR COM 89708P10 14 3200 SH SHARED 02 3200 D TROPICAL SPORTSWEAR INTL COR COM 89708P10 419 92200 SH SHARED 05 92200 D TROPICAL SPORTSWEAR INTL COR COM 89708P10 4 990 SH SHARED 10 990 D TROPICAL SPORTSWEAR INTL COR COM 89708P10 656 144200 SH SHR/OTHR 10 144200 D TROY FINL CORP COM 89732910 10 408 SH SHARED 408 D TROY FINL CORP COM 89732910 29 1140 SH SHARED 01 1140 D TROY FINL CORP COM 89732910 122 4800 SH SHARED 02 4800 D TRUST CO NJ JERSEY CITY NEW COM 89830410 35 1302 SH SHARED 870 432 D TRUST CO NJ JERSEY CITY NEW COM 89830410 196 7200 SH SHARED 01 7200 D TRUST CO NJ JERSEY CITY NEW COM 89830410 308 11300 SH SHARED 02 11300 D TRUST CO NJ JERSEY CITY NEW COM 89830410 14 540 SH SHARED 10 540 D TRUSTCO BK CORP N Y COM 89834910 229 23880 SH SHARED 23880 D TRUSTCO BK CORP N Y COM 89834910 810 84167 SH SHARED 01 84167 D TRUSTCO BK CORP N Y COM 89834910 428 44533 SH SHARED 02 44533 D TRUSTMARK CORP COM 89840210 76 3206 SH SHARED 3206 D TRUSTMARK CORP COM 89840210 188 7922 SH SHARED 01 7922 D TRUSTMARK CORP COM 89840210 63 2672 SH SHARED 02 2672 D TUESDAY MORNING CORP COM NEW 89903550 6088 309352 SH SHARED 155152 154200 D TUESDAY MORNING CORP COM NEW 89903550 3611 183522 SH SHARED 01 183522 D TUESDAY MORNING CORP COM NEW 89903550 111 5679 SH SHARED 02 5679 D TUESDAY MORNING CORP COM NEW 89903550 122 6200 SH SHARED 05 6200 D TUESDAY MORNING CORP COM NEW 89903550 3654 185700 SH SHR/OTHR 10 185700 D TUESDAY MORNING CORP COM NEW 89903550 33 1700 SH SHARED 12 1700 D TULARIK INC COM 89916510 60 12002 SH SHARED 12002 D TULARIK INC COM 89916510 87 17256 SH SHARED 01 17256 D TULARIK INC COM 89916510 127 25200 SH SHARED 02 25200 D TUPPERWARE CORP COM 89989610 1536 111147 SH SHARED 111147 D TUPPERWARE CORP COM 89989610 274 19850 SH SHARED 01 19850 D TUPPERWARE CORP COM 89989610 690 49999 SH SHARED 02 49999 D TUPPERWARE CORP COM 89989610 741 53632 SH SHR/OTHR 10 53632 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 3967 317419 SH SHARED 317200 219 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 6 500 SH SHR/OTHR 500 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 3 243 SH SHARED 01 243 D TURNSTONE SYSTEMS INC COM 90042310 10 3864 SH SHARED 3864 D TURNSTONE SYSTEMS INC COM 90042310 23 8468 SH SHARED 01 8468 D TURNSTONE SYSTEMS INC COM 90042310 90 32000 SH SHARED 02 32000 D TV AZTECA S A DE C V SPONSORED ADR 90114510 3321 709729 SH SHARED 709729 D TV AZTECA S A DE C V SPONSORED ADR 90114510 4 971 SH SHARED 01 971 D TWEETER HOME ENTMT GROUP INC COM 90116710 4 1033 SH SHARED 1033 D TWEETER HOME ENTMT GROUP INC COM 90116710 27 5866 SH SHARED 01 5866 D TWEETER HOME ENTMT GROUP INC COM 90116710 68 14318 SH SHARED 02 14318 D 21ST CENTY INS GROUP COM 90130N10 40 3300 SH SHARED 01 3300 D 21ST CENTY INS GROUP COM 90130N10 260 21013 SH SHARED 02 21013 D 24/7 REAL MEDIA INC COM 90131410 9 30000 SH SHARED 02 30000 D II VI INC COM 90210410 61 3725 SH SHARED 3725 D II VI INC COM 90210410 250 15100 SH SHARED 01 15100 D II VI INC COM 90210410 109 6600 SH SHARED 02 6600 D II VI INC COM 90210410 24 1500 SH SHARED 10 1500 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE 106800120000000 PRN SHARED 120000000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BE 4227 4750000 PRN SHARED 02 4750000 D TYCO INTL LTD NEW NOTE 11/1 902124AC 100623134524000 PRN SHARED 134524000 D TYCO INTL LTD NEW NOTE 11/1 902124AC 16540 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SH SHARED 02 19500 D TYSON FOODS INC CL A 90249410 1120 144582 SH SHARED 144106 476 D TYSON FOODS INC CL A 90249410 4193 541144 SH SHARED 01 541144 D TYSON FOODS INC CL A 90249410 15 1996 SH SHR/OTHR 01 1996 D TYSON FOODS INC CL A 90249410 10337 1333836 SH SHARED 02 1333836 D UAL CORP COM PAR $0.01 90254950 1 1333 SH SHARED 1333 D UAL CORP COM PAR $0.01 90254950 39 46610 SH SHARED 01 46610 D UAL CORP COM PAR $0.01 90254950 33 40200 SH SHARED 02 40200 D UCBH HOLDINGS INC COM 90262T30 4536 103146 SH SHARED 63646 39500 D UCBH HOLDINGS INC COM 90262T30 2648 60218 SH SHARED 01 60218 D UCBH HOLDINGS INC COM 90262T30 39 900 SH SHR/OTHR 01 900 D UCBH HOLDINGS INC COM 90262T30 556 12655 SH SHARED 02 12655 D UCBH HOLDINGS INC COM 90262T30 4120 93700 SH SHARED 10 93700 D UGI CORP NEW COM 90268110 80 1771 SH SHARED 1771 D UGI CORP NEW COM 90268110 919 20113 SH SHARED 01 20113 D UGI CORP NEW COM 90268110 775 16977 SH SHARED 02 16977 D UGI CORP NEW COM 90268110 57 1260 SH SHARED 10 1260 D UICI COM 90273710 23 2411 SH SHARED 2411 D UICI COM 90273710 283 29453 SH SHARED 01 29453 D UICI COM 90273710 229 23870 SH SHARED 02 23870 D UICI COM 90273710 19 2080 SH SHARED 10 2080 D UIL HLDG CORP COM 90274810 47 1363 SH SHARED 763 600 D UIL HLDG CORP COM 90274810 336 9707 SH SHARED 01 9707 D UIL HLDG CORP COM 90274810 258 7442 SH SHARED 02 7442 D UIL HLDG CORP COM 90274810 22 660 SH SHARED 10 660 D UMB FINL CORP COM 90278810 68 1861 SH SHARED 1861 D UMB FINL CORP COM 90278810 229 6267 SH SHARED 01 6267 D UMB FINL CORP COM 90278810 366 10000 SH SHARED 02 10000 D U S B HLDG INC COM 90291010 11 676 SH SHARED 676 D U S B HLDG INC COM 90291010 63 3897 SH SHARED 01 3897 D U S B HLDG INC COM 90291010 118 7300 SH SHARED 02 7300 D UST INC COM 90291110 9396 340440 SH SHARED 329940 10500 D UST INC COM 90291110 1581 57300 SH SHR/OTHR 57300 D UST INC COM 90291110 886 32137 SH SHARED 01 31637 500 D UST INC COM 90291110 276 10000 SH SHR/OTHR 01 10000 D UST INC COM 90291110 3574 129510 SH SHARED 02 129510 D UST INC COM 90291110 39 1420 SH SHARED 05 1420 D UST INC COM 90291110 188397 6825999 SH SHR/OTHR 10 6825999 D UST INC COM 90291110 49 1800 SH SHARED 14 1800 D U S RESTAURANT PPTYS INC COM 90297110 74 5273 SH SHARED 5273 D U S RESTAURANT PPTYS INC COM 90297110 66 4700 SH SHARED 01 4700 D U S RESTAURANT PPTYS INC COM 90297110 42 3000 SH SHR/OTHR 01 3000 D U S RESTAURANT PPTYS INC COM 90297110 167 11900 SH SHARED 02 11900 D U S RESTAURANT PPTYS INC PFD CV SER A 90297120 306 15000 SH SHR/OTHR 01 15000 D U S RESTAURANT PPTYS INC PFD CV SER A 90297120 10202 500100 SH SHR/OTHR 10 500100 D US BANCORP DEL COM NEW 90297330 112263 5914824 SH SHARED 4657134 1257690 D US BANCORP DEL COM NEW 90297330 176 9302 SH SHR/OTHR 9302 D US BANCORP DEL COM NEW 90297330 24097 1269608 SH SHARED 01 1239189 30419 D US BANCORP DEL COM NEW 90297330 246 12992 SH SHR/OTHR 01 1000 11992 D US BANCORP DEL COM NEW 90297330 21572 1136596 SH SHARED 02 1136596 D US BANCORP DEL COM NEW 90297330 6965 367000 SH SHARED 03 215000 152000 D US BANCORP DEL COM NEW 90297330 8195 431800 SH SHARED 04 431800 D US BANCORP DEL COM NEW 90297330 8879 467830 SH SHARED 05 467830 D US BANCORP DEL COM NEW 90297330 1053 55509 SH SHARED 06 55509 D US BANCORP DEL COM NEW 90297330 933 49200 SH SHARED 07 49200 D US BANCORP DEL COM NEW 90297330 5262 277280 SH SHARED 08 277280 D US BANCORP DEL COM NEW 90297330 26357 1388700 SH SHARED 10 538300 744900 105500 D US BANCORP DEL COM NEW 90297330 33054 1741534 SH SHR/OTHR 10 1741534 D US BANCORP DEL COM NEW 90297330 2818 148500 SH SHARED 14 148500 D USA INTERACTIVE COM 90298410 8331 310994 SH SHARED 310994 D USA INTERACTIVE COM 90298410 1067 39853 SH SHARED 01 39853 D USA INTERACTIVE COM 90298410 16 600 SH SHR/OTHR 01 600 D USA INTERACTIVE COM 90298410 15025 560846 SH SHARED 02 560846 D USA INTERACTIVE COM 90298410 751 28050 SH SHARED 04 28050 D USA INTERACTIVE COM 90298410 1813 67710 SH SHR/OTHR 10 67710 D USA INTERACTIVE COM 90298410 1079 40289 SH SHARED 14 40289 D USA INTERACTIVE *W EXP 02/04/200 90298411 3 296 SH SHARED 01 296 D URS CORP NEW COM 90323610 430 37333 SH SHARED 37333 D URS CORP NEW COM 90323610 204 17725 SH SHARED 01 17725 D URS CORP NEW COM 90323610 176 15293 SH SHARED 02 15293 D USANA HEALTH SCIENCES INC COM 90328M10 9 500 SH SHARED 01 500 D USANA HEALTH SCIENCES INC COM 90328M10 23 1173 SH SHARED 02 1173 D USF&G CORP NOTE 3/0 903290AD 7411 9600000 PRN SHARED 9600000 D U S G CORP COM NEW 90329340 149 35937 SH SHARED 35937 D U S G CORP COM NEW 90329340 37 8934 SH SHARED 01 8934 D U S G CORP COM NEW 90329340 92 22301 SH SHARED 02 22301 D USEC INC COM 90333E10 314 57122 SH SHARED 43122 14000 D USEC INC COM 90333E10 6478 1177945 SH SHARED 01 1177945 D USEC INC COM 90333E10 6 1200 SH SHR/OTHR 01 1200 D USEC INC COM 90333E10 271 49300 SH SHARED 02 49300 D USEC INC COM 90333E10 2346 426600 SH SHR/OTHR 10 426600 D U S I HLDGS COM 90333H10 13242 1273305 SH SHARED 1273305 D U S I HLDGS COM 90333H10 59 5699 SH SHARED 02 5699 D U S CONCRETE INC COM 90333L10 5 1312 SH SHARED 1312 D U S CONCRETE INC COM 90333L10 11 2700 SH SHARED 01 2700 D U S CONCRETE INC COM 90333L10 51 12200 SH SHARED 02 12200 D U S PHYSICAL THERAPY INC COM 90337L10 2 190 SH SHARED 190 D U S PHYSICAL THERAPY INC COM 90337L10 38 3500 SH SHARED 01 3500 D U S PHYSICAL THERAPY INC COM 90337L10 348 31300 SH SHARED 02 31300 D U S XPRESS ENTERPRISES INC CL A 90338N10 1 229 SH SHARED 229 D U S XPRESS ENTERPRISES INC CL A 90338N10 0 1 SH SHARED 01 1 D U S XPRESS ENTERPRISES INC CL A 90338N10 26 3436 SH SHARED 02 3436 D US UNWIRED INC COM 90338R10 4 14206 SH SHARED 14206 D US UNWIRED INC COM 90338R10 15 49984 SH SHARED 01 49984 D US UNWIRED INC COM 90338R10 16 54000 SH SHARED 02 54000 D US ONCOLOGY INC COM 90338W10 3360 473300 SH SHARED 473300 D US ONCOLOGY INC COM 90338W10 65 9213 SH SHARED 9213 D US ONCOLOGY INC COM 90338W10 761 107257 SH SHARED 01 107257 D US ONCOLOGY INC COM 90338W10 323 45516 SH SHARED 02 45516 D UBIQUITEL INC COM 90347430 0 1166 SH SHARED 1166 D UBIQUITEL INC COM 90347430 15 40300 SH SHARED 01 40300 D UBIQUITEL INC COM 90347430 13 35600 SH SHARED 02 35600 D ULTICOM INC COM 90384410 23 3629 SH SHARED 3629 D ULTICOM INC COM 90384410 41 6406 SH SHARED 01 6406 D ULTICOM INC COM 90384410 41 6400 SH SHARED 02 6400 D ULTIMATE ELECTRS INC COM 90384910 211 26571 SH SHARED 26571 D ULTIMATE ELECTRS INC COM 90384910 46 5815 SH SHARED 01 5815 D ULTIMATE ELECTRS INC COM 90384910 54 6841 SH SHARED 02 6841 D ULTIMATE ELECTRS INC COM 90384910 4 600 SH SHARED 10 600 D ULTRA PETE CORP COM 90391410 3286 372200 SH SHARED 139200 233000 D ULTRA PETE CORP COM 90391410 44 5000 SH SHARED 01 5000 D ULTRA PETE CORP COM 90391410 918 104000 SH SHARED 05 104000 D ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P10 138 20066 SH SHARED 20066 D ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P10 43 6303 SH SHARED 01 6303 D ULTRATECH STEPPER INC COM 90403410 205 17202 SH SHARED 17202 D ULTRATECH STEPPER INC COM 90403410 81 6849 SH SHARED 01 6849 D ULTRATECH STEPPER INC COM 90403410 27 2268 SH SHR/OTHR 01 2268 D ULTRATECH STEPPER INC COM 90403410 166 13945 SH SHARED 02 13945 D UMPQUA HLDGS CORP COM 90421410 33 1879 SH SHARED 1879 D UMPQUA HLDGS CORP COM 90421410 475 26292 SH SHARED 01 26292 D UMPQUA HLDGS CORP COM 90421410 314 17400 SH SHARED 02 17400 D UNIFI INC COM 90467710 60 12480 SH SHARED 12480 D UNIFI INC COM 90467710 109 22682 SH SHARED 01 22682 D UNIFI INC COM 90467710 1170 243309 SH SHARED 02 243309 D UNIFI INC COM 90467710 1687 350900 SH SHR/OTHR 10 350900 D UNIFIRST CORP MASS COM 90470810 12 823 SH SHARED 823 D UNIFIRST CORP MASS COM 90470810 40 2600 SH SHARED 01 2600 D UNIFIRST CORP MASS COM 90470810 72 4700 SH SHARED 02 4700 D UNILEVER PLC SPON ADR NEW 90476770 464 12547 SH SHARED 10400 2147 D UNILEVER PLC SPON ADR NEW 90476770 55 1500 SH SHR/OTHR 1500 D UNILEVER PLC SPON ADR NEW 90476770 13 357 SH SHARED 01 357 D UNILEVER PLC SPON ADR NEW 90476770 66 1785 SH SHR/OTHR 01 1785 D UNILEVER PLC SPON ADR NEW 90476770 18586 501669 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7176 D UNION PAC CORP COM 90781810 242 4400 SH SHARED 06 4400 D UNION PAC CORP COM 90781810 638 11600 SH SHARED 07 11600 D UNION PAC CORP COM 90781810 9055 164642 SH SHR/OTHR 10 164642 D UNION PAC CORP COM 90781810 110 2000 SH SHARED 14 2000 D UNION PLANTERS CORP COM 90806810 29484 1121496 SH SHARED 1119246 2250 D UNION PLANTERS CORP COM 90806810 1344 51123 SH SHARED 01 51123 D UNION PLANTERS CORP COM 90806810 2288 87049 SH SHARED 02 87049 D UNION PLANTERS CORP COM 90806810 29 1118 SH SHARED 05 1118 D UNION PLANTERS CORP COM 90806810 5955 226542 SH SHR/OTHR 10 226542 D UNION PLANTERS CORP COM 90806810 51 1950 SH SHARED 14 1950 D UNIONBANCAL CORP COM 90890610 524 13300 SH SHARED 13300 D UNIONBANCAL CORP COM 90890610 1522 38627 SH SHARED 38627 D UNIONBANCAL CORP COM 90890610 422 10730 SH SHARED 01 10730 D UNIONBANCAL CORP COM 90890610 171 4354 SH SHARED 02 4354 D UNISOURCE ENERGY CORP COM 90920510 101 5895 SH SHARED 5895 D UNISOURCE ENERGY CORP COM 90920510 275 15903 SH SHARED 01 15903 D 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GRADE CAL COM 92093010 112 7000 SH SHR/OTHR 01 7000 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 49 3000 SH SHR/OTHR 01 3000 D VAN KAMPEN MUN OPPORTUNITY I COM 92094410 34 2400 SH SHARED 2400 D VAN KAMPEN SENIOR INCOME TR COM 92096110 893 122690 SH SHARED 122690 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 96 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 338 D VANS INC COM 92193010 44 10426 SH SHARED 10426 D VANS INC COM 92193010 31 7322 SH SHARED 01 7322 D VANS INC COM 92193010 47 11200 SH SHARED 02 11200 D VANS INC COM 92193010 18 4340 SH SHARED 10 4340 D VARCO INTL INC DEL COM 92212210 336 18395 SH SHARED 18395 D VARCO INTL INC DEL COM 92212210 505 27590 SH SHARED 01 27590 D VARCO INTL INC DEL COM 92212210 522 28509 SH SHARED 02 28509 D VARIAN MED SYS INC COM 92220P10 679 12600 SH SHARED 11500 1100 D VARIAN MED SYS INC COM 92220P10 1218 22594 SH SHARED 01 22594 D VARIAN MED SYS INC COM 92220P10 53 1000 SH SHR/OTHR 01 1000 D VARIAN MED SYS INC COM 92220P10 1096 20327 SH SHARED 02 20327 D VARIAN MED SYS INC COM 92220P10 961 17820 SH SHR/OTHR 10 17820 D VARIAN INC COM 92220610 313 10947 SH SHARED 10556 391 D VARIAN INC COM 92220610 1424 49714 SH SHARED 01 49714 D VARIAN INC COM 92220610 810 28288 SH SHARED 02 28288 D VARIAN INC COM 92220610 15 540 SH SHARED 10 540 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 24 1200 SH SHARED 1200 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 240 11808 SH SHARED 4558 7100 150 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 390 19195 SH SHARED 01 19195 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 778 38256 SH SHARED 02 38256 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 7816 384290 SH SHARED 10 384290 D VASOMEDICAL INC COM 92232110 117 125000 SH SHARED 01 125000 D VASOMEDICAL INC COM 92232110 3 3500 SH SHR/OTHR 01 3500 D VASTERA INC COM 92239N10 22 5786 SH SHARED 5786 D VASTERA INC COM 92239N10 36 9587 SH SHARED 01 9587 D VASTERA INC COM 92239N10 73 19400 SH SHARED 02 19400 D VASTERA INC COM 92239N10 8 2300 SH SHARED 10 2300 D VAXGEN INC COM NEW 92239020 277 91429 SH SHARED 91429 D VAXGEN INC COM NEW 92239020 12 4000 SH SHARED 01 4000 D VAXGEN INC COM NEW 92239020 5 1851 SH SHARED 02 1851 D VECTREN CORP COM 92240G10 986 45876 SH SHARED 28530 17346 D VECTREN CORP COM 92240G10 466 21699 SH SHARED 01 21699 D VECTREN CORP COM 92240G10 666 30974 SH SHARED 02 30974 D VECTOR GROUP LTD NOTE 6.250% 7/1 92240MAC 3024 4000000 PRN SHARED 4000000 D VECTOR GROUP LTD COM 92240M10 77 7067 SH SHARED 7067 D VECTOR GROUP LTD COM 92240M10 107 9728 SH SHARED 01 9728 D VECTOR GROUP LTD COM 92240M10 143 13000 SH SHARED 02 13000 D VEECO INSTRS INC DEL COM 92241710 157 10190 SH SHARED 10190 D VEECO INSTRS INC DEL COM 92241710 424 27394 SH SHARED 01 27394 D VEECO INSTRS INC DEL COM 92241710 15 1000 SH SHR/OTHR 01 1000 D VEECO INSTRS INC DEL COM 92241710 241 15584 SH SHARED 02 15584 D VENTAS INC COM 92276F10 194 16796 SH SHARED 16796 D VENTAS INC COM 92276F10 1425 122876 SH SHARED 01 122876 D VENTAS INC COM 92276F10 719 62030 SH SHARED 02 62030 D VENTAS INC COM 92276F10 7002 603700 SH SHR/OTHR 10 603700 D VENTAS INC COM 92276F10 7253 625300 SH SHARED 11 625300 D VENTANA MED SYS INC COM 92276H10 4 236 SH SHARED 236 D VENTANA MED SYS INC COM 92276H10 99 4981 SH SHARED 01 4981 D VENTANA MED SYS INC COM 92276H10 170 8508 SH SHARED 02 8508 D VENTIV HEALTH INC COM 92279310 0 1 SH SHARED 01 1 D VENATOR GROUP INC NOTE 5.500% 6/0 922944AB 259 250000 PRN SHARED 250000 D VENATOR GROUP INC NOTE 5.500% 6/0 922944AB 2 2099 PRN SHARED 01 2099 D VENATOR GROUP INC NOTE 5.500% 6/0 922944AB 310 300000 PRN SHARED 02 300000 D VERIDIAN CORP DEL COM 92342R20 57 2912 SH SHARED 2912 D VERIDIAN CORP DEL COM 92342R20 43 2198 SH SHARED 01 2198 D VERIDIAN CORP DEL COM 92342R20 105 5307 SH SHARED 02 5307 D VERIDIAN CORP DEL COM 92342R20 172 8651 SH SHR/OTHR 10 8651 D VERITY INC COM 92343C10 343 24681 SH SHARED 24681 D VERITY INC COM 92343C10 160 11517 SH SHARED 01 11517 D VERITY INC COM 92343C10 2311 166265 SH SHARED 02 166265 D VERITY INC COM 92343C10 47 3450 SH SHARED 10 3450 D VERISIGN INC COM 92343E10 7568 865976 SH SHARED 864544 1432 D VERISIGN INC COM 92343E10 0 26 SH SHR/OTHR 26 D VERISIGN INC COM 92343E10 1051 120333 SH SHARED 01 120333 D VERISIGN INC COM 92343E10 2555 292342 SH SHARED 02 292342 D VERISIGN INC COM 92343E10 56317 6443625 SH SHARED 04 6443625 D VERISIGN INC COM 92343E10 26 3000 SH SHARED 05 3000 D VERISIGN INC COM 92343E10 33 3800 SH SHARED 06 3800 D VERISIGN INC COM 92343E10 684 78280 SH SHR/OTHR 10 78280 D VERISIGN INC COM 92343E10 319 36600 SH SHARED 14 36600 D VERITAS DGC INC COM 92343P10 213 32124 SH SHARED 32124 D VERITAS DGC INC COM 92343P10 474 71422 SH SHARED 01 71422 D VERITAS DGC INC COM 92343P10 127 19179 SH SHARED 02 19179 D VERIZON COMMUNICATIONS COM 92343V10 148 4200 SH SHARED 4100 100 D VERIZON COMMUNICATIONS COM 92343V10 425594 12039450 SH SHARED 9365352 23800 2650298 D VERIZON COMMUNICATIONS COM 92343V10 4610 130433 SH SHR/OTHR 130433 D VERIZON COMMUNICATIONS COM 92343V10 95790 2709767 SH SHARED 01 2602284 107483 D VERIZON COMMUNICATIONS COM 92343V10 11646 329468 SH SHR/OTHR 01 154361 175107 D VERIZON COMMUNICATIONS COM 92343V10 56887 1609275 SH SHARED 02 1609275 D VERIZON COMMUNICATIONS COM 92343V10 31719 897300 SH SHARED 03 712400 184900 D VERIZON COMMUNICATIONS COM 92343V10 162627 4600500 SH SHARED 04 4600500 D VERIZON COMMUNICATIONS COM 92343V10 95022 2688058 SH SHARED 05 2688058 D VERIZON COMMUNICATIONS COM 92343V10 12797 362036 SH SHARED 06 362036 D VERIZON COMMUNICATIONS COM 92343V10 4501 127352 SH SHARED 07 127352 D VERIZON COMMUNICATIONS COM 92343V10 12344 349208 SH SHARED 08 349208 D VERIZON COMMUNICATIONS COM 92343V10 1693 47900 SH SHARED 09 47900 D VERIZON COMMUNICATIONS COM 92343V10 104613 2959362 SH SHARED 10 109200 2761762 88400 D VERIZON COMMUNICATIONS COM 92343V10 82749 2340866 SH SHR/OTHR 10 2340866 D VERIZON COMMUNICATIONS COM 92343V10 2949 83437 SH SHARED 14 83437 D VERINT SYS INC COM 92343X10 5 305 SH SHARED 305 D VERINT SYS INC COM 92343X10 148 8806 SH SHARED 01 8806 D VERINT SYS INC COM 92343X10 45 2700 SH SHARED 02 2700 D VERITAS SOFTWARE CO NOTE 5.250%11/0 923436AB 16736 8440000 PRN SHARED 8440000 D VERITAS SOFTWARE CO COM 92343610 48030 2730534 SH SHARED 2379370 10900 340264 D VERITAS SOFTWARE CO COM 92343610 198 11298 SH SHR/OTHR 11298 D VERITAS SOFTWARE CO COM 92343610 31601 1796532 SH SHARED 01 1688538 107994 D VERITAS SOFTWARE CO COM 92343610 748 42525 SH SHR/OTHR 01 21375 21150 D VERITAS SOFTWARE CO COM 92343610 6759 384292 SH SHARED 02 384292 D VERITAS SOFTWARE CO COM 92343610 7894 448800 SH SHARED 03 414600 34200 D VERITAS SOFTWARE CO COM 92343610 2198 125000 SH SHARED 04 125000 D VERITAS SOFTWARE CO COM 92343610 882 50158 SH SHARED 05 50158 D VERITAS SOFTWARE CO COM 92343610 2754 156600 SH SHARED 06 156600 D VERITAS SOFTWARE CO COM 92343610 592 33700 SH SHARED 07 33700 D VERITAS SOFTWARE CO COM 92343610 4175 237400 SH SHARED 08 237400 D VERITAS SOFTWARE CO COM 92343610 54335 3089006 SH SHARED 10 2491906 589200 7900 D VERITAS SOFTWARE CO COM 92343610 13606 773509 SH SHR/OTHR 10 773509 D VERITAS SOFTWARE CO COM 92343610 1171 66600 SH SHARED 14 66600 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 476226812674000 PRN SHARED 812674000 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 17686 30181000 PRN SHARED 02 30181000 D VERMONT PURE HLDGS LTD NEW COM 92423710 0 200 SH SHR/OTHR 01 200 D VERTEX PHARMACEUTICALS INC COM 92532F10 969 87064 SH SHARED 87064 D VERTEX PHARMACEUTICALS INC COM 92532F10 338 30423 SH SHARED 01 30423 D VERTEX PHARMACEUTICALS INC COM 92532F10 2158 193794 SH SHARED 02 193794 D VERTEX PHARMACEUTICALS INC COM 92532F10 29366 2636170 SH SHARED 04 2636170 D VERTEX PHARMACEUTICALS INC COM 92532F10 105 9500 SH SHR/OTHR 10 9500 D VERTEX PHARMACEUTICALS INC COM 92532F10 340 30600 SH SHARED 14 30600 D VERTICALNET INC COM NEW 92532L20 0 300 SH SHARED 300 D VERTICALNET INC COM NEW 92532L20 1 2002 SH SHARED 1242 760 D VESTA INS GROUP INC COM 92539110 5 2275 SH SHARED 2275 D VESTA INS GROUP INC COM 92539110 14 6400 SH SHARED 01 6400 D VESTA INS GROUP INC COM 92539110 46 20800 SH SHARED 02 20800 D VESTA INS GROUP INC COM 92539110 6 3000 SH SHARED 10 3000 D VIAD CORP COM 92552R10 901 42058 SH SHARED 41558 500 D VIAD CORP COM 92552R10 28 1320 SH SHR/OTHR 1320 D VIAD CORP COM 92552R10 2711 126485 SH SHARED 01 126485 D VIAD CORP COM 92552R10 42 2000 SH SHR/OTHR 01 2000 D VIAD CORP COM 92552R10 601 28063 SH SHARED 02 28063 D VIASAT INC COM 92552V10 84 7456 SH SHARED 7456 D VIASAT INC COM 92552V10 101 8900 SH SHARED 01 8900 D VIASAT INC COM 92552V10 132 11615 SH SHARED 02 11615 D VIASAT INC COM 92552V10 5 500 SH SHARED 10 500 D VIACOM INC CL A 92552410 1940 53154 SH SHARED 51829 1325 D VIACOM INC CL A 92552410 292 8006 SH SHARED 01 1062 6944 D VIACOM INC CL A 92552410 153 4200 SH SHR/OTHR 01 4200 D VIACOM INC CL B 92552430 229781 6291943 SH SHARED 4750190 1541753 D VIACOM INC CL B 92552430 38698 1059640 SH SHARED 01 859342 296 200002 D VIACOM INC CL B 92552430 5143 140847 SH SHR/OTHR 01 68931 71916 D VIACOM INC CL B 92552430 32455 888704 SH SHARED 02 888704 D VIACOM INC CL B 92552430 25578 700400 SH SHARED 03 490800 209600 D VIACOM INC CL B 92552430 42043 1151250 SH SHARED 04 1151250 D VIACOM INC CL B 92552430 54535 1493293 SH SHARED 05 1493293 D VIACOM INC CL B 92552430 3325 91064 SH SHARED 06 91064 D VIACOM INC CL B 92552430 3994 109386 SH SHARED 07 109386 D VIACOM INC CL B 92552430 1891 51800 SH SHARED 09 51800 D VIACOM INC CL B 92552430 114310 3130091 SH SHARED 10 610241 2519850 D VIACOM INC CL B 92552430 55109 1509023 SH SHR/OTHR 10 1509023 D VIACOM INC CL B 92552430 839 22991 SH SHARED 14 22991 D VIASYS HEALTHCARE INC COM NEW 92553Q20 25 1855 SH SHARED 1739 116 D VIASYS HEALTHCARE INC COM NEW 92553Q20 121 8684 SH SHARED 01 8684 D VIASYS HEALTHCARE INC COM NEW 92553Q20 17 1251 SH SHR/OTHR 01 1251 D VIASYS HEALTHCARE INC COM NEW 92553Q20 224 16056 SH SHARED 02 16056 D VICAL INC COM 92560210 0 206 SH SHARED 206 D VICAL INC COM 92560210 12 4761 SH SHARED 01 4761 D VICAL INC COM 92560210 30 11500 SH SHARED 02 11500 D VICOR CORP COM 92581510 2 382 SH SHARED 382 D VICOR CORP COM 92581510 159 27974 SH SHARED 01 27974 D VICOR CORP COM 92581510 70 12413 SH SHARED 02 12413 D VIA NET WRKS INC COM 92591210 74 100182 SH SHARED 100182 D VIA NET WRKS INC COM 92591210 6 8818 SH SHARED 01 8818 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 343 107666 SH SHARED 7666 100000 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 2 824 SH SHARED 01 824 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 23 7490 SH SHARED 02 7490 D VIEWPOINT CORP COM 92672P10 1 2328 SH SHARED 2328 D VIEWPOINT CORP COM 92672P10 4 10800 SH SHARED 01 10800 D VIEWPOINT CORP COM 92672P10 10 22500 SH SHARED 02 22500 D VIGNETTE CORP COM 92673410 0 500 SH SHARED 500 D VIGNETTE CORP COM 92673410 47 31504 SH SHARED 31504 D VIGNETTE CORP COM 92673410 5 3927 SH SHARED 01 3927 D VIGNETTE CORP COM 92673410 255 167830 SH SHARED 02 167830 D VIMPELCOM B V NOTE 5.500% 7/2 927185AA 15789 10950000 PRN SHARED 10950000 D VINTAGE PETE INC COM 92746010 815 85794 SH SHARED 85794 D VINTAGE PETE INC COM 92746010 258 27163 SH SHARED 01 27163 D VINTAGE PETE INC COM 92746010 286 30118 SH SHARED 02 30118 D VINTAGE PETE INC COM 92746010 17 1800 SH SHARED 10 1800 D VIRAGE LOGIC CORP COM 92763R10 14 2249 SH SHARED 2249 D VIRAGE LOGIC CORP COM 92763R10 45 7300 SH SHARED 01 7300 D VIRAGE LOGIC CORP COM 92763R10 40 6500 SH SHARED 02 6500 D VIRAGEN INC COM 92763810 0 7000 SH SHARED 02 7000 D VIRBAC CORP COM 92764910 282 54191 SH SHARED 54191 D VIRBAC CORP COM 92764910 27 5300 SH SHARED 02 5300 D VIRCO MFG CO COM 92765110 1 178 SH SHARED 178 D VIRCO MFG CO COM 92765110 30 3200 SH SHARED 02 3200 D VIRGINIA FINL CORP COM 92781010 9 354 SH SHARED 354 D VIRGINIA FINL CORP COM 92781010 29 1100 SH SHARED 01 1100 D VIRGINIA FINL CORP COM 92781010 117 4400 SH SHARED 02 4400 D VIROPHARMA INC NOTE 6.000% 3/0 928241AC 14896 30400000 PRN SHARED 30400000 D VISHAY INTERTECHNOLOGY INC NOTE 6/0 928298AD 78634142454200 PRN SHARED 142454200 D VISHAY INTERTECHNOLOGY INC COM 92829810 42 4200 SH SHARED 4200 D VISHAY INTERTECHNOLOGY INC COM 92829810 475 46665 SH SHARED 31265 15400 D VISHAY INTERTECHNOLOGY INC COM 92829810 675 66400 SH SHARED 01 42760 23640 D VISHAY INTERTECHNOLOGY INC COM 92829810 15 1555 SH SHR/OTHR 01 1555 D VISHAY INTERTECHNOLOGY INC COM 92829810 469 46155 SH SHARED 02 46155 D VISHAY INTERTECHNOLOGY INC COM 92829810 15085 1481900 SH SHARED 10 1199100 282800 D VISTEON CORP COM 92839U10 6 1060 SH SHARED 1060 D VISTEON CORP COM 92839U10 2075 349330 SH SHARED 349329 1 D VISTEON CORP COM 92839U10 573 96483 SH SHARED 01 93338 3145 D VISTEON CORP COM 92839U10 26 4428 SH SHR/OTHR 01 4428 D VISTEON CORP COM 92839U10 14995 2524420 SH SHARED 02 2524420 D VISTEON CORP COM 92839U10 7 1306 SH SHARED 05 1306 D VISTEON CORP COM 92839U10 13 2300 SH SHARED 06 2300 D VISTEON CORP COM 92839U10 430 72547 SH SHR/OTHR 10 72547 D VISTACARE INC CL A 92839Y10 35 1974 SH SHARED 02 1974 D VISX INC DEL COM 92844S10 153 14480 SH SHARED 14480 D VISX INC DEL COM 92844S10 287 27101 SH SHARED 01 27101 D VISX INC DEL COM 92844S10 805 76004 SH SHARED 02 76004 D VISUAL NETWORKS INC COM 92844410 21 13890 SH SHARED 13890 D VITAL SIGNS INC COM 92846910 31 1177 SH SHARED 1177 D VITAL SIGNS INC COM 92846910 66 2500 SH SHARED 01 2500 D VITAL SIGNS INC COM 92846910 100 3789 SH SHARED 02 3789 D VITAL SIGNS INC COM 92846910 42 1590 SH SHARED 10 1590 D VITALWORKS INC COM 92848310 8 2199 SH SHARED 2199 D VITALWORKS INC COM 92848310 28 7300 SH SHARED 01 7300 D VITALWORKS INC COM 92848310 91 23929 SH SHARED 02 23929 D VITRIA TECHNOLOGY COM 92849Q10 10 14874 SH SHARED 14874 D VITRIA TECHNOLOGY COM 92849Q10 10 16086 SH SHARED 01 16086 D VITRIA TECHNOLOGY COM 92849Q10 30 45000 SH SHARED 02 45000 D VITESSE SEMICONDUCTOR CORP COM 92849710 321 150406 SH SHARED 150406 D VITESSE SEMICONDUCTOR CORP COM 92849710 292 136494 SH SHARED 01 85144 51350 D VITESSE SEMICONDUCTOR CORP COM 92849710 309 144576 SH SHARED 02 144576 D VITESSE SEMICONDUCTOR CORP COM 92849710 9 4400 SH SHARED 10 4400 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 1647 122966 SH SHARED 122441 525 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 632 47229 SH SHARED 01 47229 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 714 53300 SH SHARED 02 53300 D VIVENDI ENVIRONNEMENT SPONSORED ADR 92851710 2 164 SH SHARED 01 164 D VIVENDI ENVIRONNEMENT SPONSORED ADR 92851710 61 3660 SH SHARED 02 3660 D VIVUS INC COM 92855110 4 1451 SH SHARED 751 700 D VIVUS INC COM 92855110 31 9400 SH SHARED 01 9400 D VIVUS INC COM 92855110 67 19916 SH SHARED 02 19916 D VIXEL CORP DEL COM 92855210 8 2775 SH SHARED 2775 D VIXEL CORP DEL COM 92855210 0 245 SH SHARED 01 245 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 31677 1738638 SH SHARED 830460 908178 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 4661 255860 SH SHR/OTHR 255860 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 2423 132995 SH SHARED 01 113090 19905 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 1381 75827 SH SHR/OTHR 01 45671 30156 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 13903 763065 SH SHARED 02 763065 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 36 1980 SH SHARED 05 1980 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 10990 603200 SH SHARED 08 603200 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 11989 658020 SH SHR/OTHR 10 658020 D VOLT INFORMATION SCIENCES IN COM 92870310 7 700 SH SHARED 700 D VOLT INFORMATION SCIENCES IN COM 92870310 4 415 SH SHARED 415 D VOLT INFORMATION SCIENCES IN COM 92870310 38 3800 SH SHARED 01 3800 D VOLT INFORMATION SCIENCES IN COM 92870310 50 4948 SH SHARED 02 4948 D VORNADO RLTY TR SH BEN INT 92904210 6606 184530 SH SHARED 23155 161375 D VORNADO RLTY TR SH BEN INT 92904210 6193 172999 SH SHARED 01 171299 1700 D VORNADO RLTY TR SH BEN INT 92904210 194 5420 SH SHARED 02 5420 D VORNADO RLTY TR SH BEN INT 92904210 5380 150300 SH SHR/OTHR 10 150300 D VORNADO RLTY TR SH BEN INT 92904210 61890 1728780 SH SHARED 11 1307080 421700 D VORNADO RLTY TR PFD CONV SER A 92904220 2166 42938 SH SHARED 42938 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 8687 464300 SH SHARED 01 464300 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 5108 273050 SH SHR/OTHR 10 273050 D VULCAN MATLS CO COM 92916010 6108 202052 SH SHARED 202052 D VULCAN MATLS CO COM 92916010 1733 57346 SH SHARED 01 48346 8000 1000 D VULCAN MATLS CO COM 92916010 1450 47997 SH SHARED 02 47997 D VULCAN MATLS CO COM 92916010 20 669 SH SHARED 05 669 D VULCAN MATLS CO COM 92916010 27 900 SH SHARED 06 900 D VULCAN MATLS CO COM 92916010 2862 94693 SH SHR/OTHR 10 94693 D VULCAN MATLS CO COM 92916010 39 1300 SH SHARED 14 1300 D WFS FINL INC COM 92923B10 111 5727 SH SHARED 5727 D WFS FINL INC COM 92923B10 226 11700 SH SHARED 01 11700 D WFS FINL INC COM 92923B10 81 4200 SH SHARED 02 4200 D WFS FINL INC COM 92923B10 39 2060 SH SHARED 10 2060 D WCI CMNTYS INC COM 92923C10 311 29808 SH SHARED 29808 D WCI CMNTYS INC COM 92923C10 39 3813 SH SHARED 01 3813 D WCI CMNTYS INC COM 92923C10 43 4200 SH SHARED 02 4200 D WD-40 CO COM 92923610 190 7678 SH SHARED 7678 D WD-40 CO COM 92923610 404 16308 SH SHARED 01 16308 D WD-40 CO COM 92923610 109 4400 SH SHR/OTHR 01 4400 D WD-40 CO COM 92923610 244 9861 SH SHARED 02 9861 D WGL HLDGS INC COM 92924F10 499 18839 SH SHARED 18839 D WGL HLDGS INC COM 92924F10 691 26111 SH SHARED 01 26111 D WGL HLDGS INC COM 92924F10 1131 42698 SH SHARED 02 42698 D WHX CORP PFD CV SER A 92924820 1635 488300 SH SHARED 488300 D W-H ENERGY SVCS INC COM 92925E10 121 7085 SH SHARED 7085 D W-H ENERGY SVCS INC COM 92925E10 111 6500 SH SHARED 01 6500 D W-H ENERGY SVCS INC COM 92925E10 244 14263 SH SHARED 02 14263 D W HLDG CO INC COM 92925110 51 2794 SH SHARED 2794 D W HLDG CO INC COM 92925110 1736 94562 SH SHARED 01 94562 D W HLDG CO INC COM 92925110 744 40557 SH SHARED 02 40557 D WMS INDS INC COM 92929710 459 36070 SH SHARED 36070 D WMS INDS INC COM 92929710 119 9403 SH SHARED 01 9403 D WMS INDS INC COM 92929710 173 13601 SH SHARED 02 13601 D W P CAREY & CO LLC COM 92930Y10 205 8206 SH SHARED 3206 5000 D W P CAREY & CO LLC COM 92930Y10 70 2836 SH SHARED 01 2836 D W P CAREY & CO LLC COM 92930Y10 35 1420 SH SHARED 02 1420 D WPP GROUP PLC SPON ADR NEW 92930930 8580 311778 SH SHARED 307146 4632 D WPP GROUP PLC SPON ADR NEW 92930930 197 7182 SH SHARED 01 7182 D WPP GROUP PLC SPON ADR NEW 92930930 7095 257827 SH SHARED 02 257827 D WPP GROUP PLC SPON ADR NEW 92930930 473 17200 SH SHR/OTHR 10 17200 D WPS RESOURCES CORP COM 92931B10 340 8517 SH SHARED 7517 1000 D WPS RESOURCES CORP COM 92931B10 903 22589 SH SHARED 01 22589 D WPS RESOURCES CORP COM 92931B10 1269 31739 SH SHARED 02 31739 D WPS RESOURCES CORP COM 92931B10 12 300 SH SHARED 10 300 D WSFS FINL CORP COM 92932810 273 8659 SH SHARED 8659 D WSFS FINL CORP COM 92932810 135 4300 SH SHARED 01 4300 D WSFS FINL CORP COM 92932810 205 6500 SH SHARED 02 6500 D WSFS FINL CORP COM 92932810 56 1800 SH SHARED 10 1800 D WABASH NATL CORP COM 92956610 10 1703 SH SHARED 1703 D WABASH NATL CORP COM 92956610 46 7400 SH SHARED 01 7400 D WABASH NATL CORP COM 92956610 120 19150 SH SHARED 02 19150 D WABTEC CORP COM 92974010 27 2369 SH SHARED 2369 D WABTEC CORP COM 92974010 106 9195 SH SHARED 01 9195 D WABTEC CORP COM 92974010 270 23300 SH SHARED 02 23300 D WACKENHUT CORRECTIONS CORP COM 92979810 4 481 SH SHARED 481 D WACKENHUT CORRECTIONS CORP COM 92979810 23 2400 SH SHARED 01 2400 D WACKENHUT CORRECTIONS CORP COM 92979810 51 5300 SH SHARED 02 5300 D WACHOVIA CORP 2ND NEW COM 92990310 255521 7499893 SH SHARED 6470472 1029421 D WACHOVIA CORP 2ND NEW COM 92990310 1698 49859 SH SHR/OTHR 49859 D WACHOVIA CORP 2ND NEW COM 92990310 36650 1075751 SH SHARED 01 1056289 19462 D WACHOVIA CORP 2ND NEW COM 92990310 2669 78339 SH SHR/OTHR 01 37524 40815 D WACHOVIA CORP 2ND NEW COM 92990310 25973 762355 SH SHARED 02 762355 D WACHOVIA CORP 2ND NEW COM 92990310 5280 155000 SH SHARED 04 155000 D WACHOVIA CORP 2ND NEW COM 92990310 1088 31936 SH SHARED 05 31936 D WACHOVIA CORP 2ND NEW COM 92990310 877 25752 SH SHARED 06 25752 D WACHOVIA CORP 2ND NEW COM 92990310 1117 32800 SH SHARED 07 32800 D WACHOVIA CORP 2ND NEW COM 92990310 58321 1711800 SH SHARED 10 370100 1250400 91300 D WACHOVIA CORP 2ND NEW COM 92990310 75256 2208879 SH SHR/OTHR 10 2208879 D WACHOVIA CORP 2ND NEW COM 92990310 381 11200 SH SHARED 14 11200 D WADDELL & REED FINL INC CL A 93005910 42 2400 SH SHARED 2400 D WADDELL & REED FINL INC CL A 93005910 20914 1190378 SH SHARED 1189403 975 D WADDELL & REED FINL INC CL A 93005910 463 26396 SH SHARED 01 26037 359 D WADDELL & REED FINL INC CL A 93005910 577 32864 SH SHARED 02 32864 D WAL MART STORES INC COM 93114210 227 4378 SH SHARED 1943 2435 D WAL MART STORES INC COM 93114210 571438 10982856 SH SHARED 8546888 2435968 D WAL MART STORES INC COM 93114210 16882 324476 SH SHR/OTHR 324476 D WAL MART STORES INC COM 93114210 129435 2487700 SH SHARED 01 2048603 439097 D WAL MART STORES INC COM 93114210 25250 485313 SH SHR/OTHR 01 292800 192513 D WAL MART STORES INC COM 93114210 86687 1666105 SH SHARED 02 1666105 D WAL MART STORES INC COM 93114210 17484 336050 SH SHARED 03 244200 91850 D WAL MART STORES INC COM 93114210 14620 281000 SH SHARED 04 281000 D WAL MART STORES INC COM 93114210 57743 1109815 SH SHARED 05 1109815 D WAL MART STORES INC COM 93114210 9236 177530 SH SHARED 06 177530 D WAL MART STORES INC COM 93114210 5641 108419 SH SHARED 07 108419 D WAL MART STORES INC COM 93114210 12222 234918 SH SHARED 08 234918 D WAL MART STORES INC COM 93114210 2102 40400 SH SHARED 09 40400 D WAL MART STORES INC COM 93114210 178451 3429790 SH SHARED 10 833440 2550400 45950 D WAL MART STORES INC COM 93114210 150154 2885915 SH SHR/OTHR 10 2885915 D WAL MART STORES INC COM 93114210 1863 35822 SH SHARED 14 35822 D WALGREEN CO COM 93142210 128273 4351207 SH SHARED 3085989 1265218 D WALGREEN CO COM 93142210 8199 278140 SH SHR/OTHR 278140 D WALGREEN CO COM 93142210 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INDS INC COM 93317Q10 142 16300 SH SHARED 02 16300 D WARNACO GROUP INC CL A NEW 93439040 1833 184087 SH SHARED 184087 D WARNACO GROUP INC CL A NEW 93439040 147 14829 SH SHR/OTHR 10 14829 D WARWICK CMNTY BANCORP INC COM 93655910 3 129 SH SHARED 129 D WARWICK CMNTY BANCORP INC COM 93655910 65 2200 SH SHARED 02 2200 D WARWICK VALLEY TEL CO COM 93675010 302 4000 SH SHARED 4000 D WARWICK VALLEY TEL CO COM 93675010 17 229 SH SHARED 02 229 D WASHINGTON FED INC COM 93882410 120 5728 SH SHARED 5640 88 D WASHINGTON FED INC COM 93882410 276 13142 SH SHARED 01 13142 D WASHINGTON FED INC COM 93882410 194 9247 SH SHARED 02 9247 D WASHINGTON FED INC COM 93882410 1596 75867 SH SHARED 14 75867 D WASHINGTON GROUP INTL INC COM NEW 93886220 8232 469337 SH SHARED 469337 D WASHINGTON GROUP INTL INC COM NEW 93886220 279 15920 SH SHARED 02 15920 D WASHINGTON MUT INC COM 93932210 574 16300 SH SHARED 16300 D WASHINGTON MUT INC COM 93932210 80888 2293412 SH SHARED 1882331 411081 D WASHINGTON MUT INC COM 93932210 2049 58100 SH SHR/OTHR 58100 D WASHINGTON MUT INC COM 93932210 46577 1320585 SH SHARED 01 866114 650 453821 D WASHINGTON MUT INC COM 93932210 6923 196296 SH SHR/OTHR 01 99510 96786 D WASHINGTON MUT INC COM 93932210 14622 414582 SH SHARED 02 414582 D WASHINGTON MUT INC COM 93932210 50679 1436900 SH SHARED 04 1436900 D WASHINGTON MUT INC COM 93932210 730 20702 SH SHARED 05 20702 D WASHINGTON MUT INC COM 93932210 6036 171146 SH SHARED 06 171146 D WASHINGTON MUT INC COM 93932210 860 24400 SH SHARED 07 24400 D WASHINGTON MUT INC COM 93932210 283201 8029537 SH SHR/OTHR 10 8029537 D WASHINGTON MUT INC COM 93932210 5808 164697 SH SHARED 14 164697 D WASHINGTON POST CO CL B 93964010 4765 6994 SH SHARED 1681 5313 D WASHINGTON POST CO CL B 93964010 1226 1800 SH SHR/OTHR 1800 D WASHINGTON POST CO CL B 93964010 3486 5117 SH SHARED 01 5117 D WASHINGTON POST CO CL B 93964010 1584 2325 SH SHARED 02 2325 D WASHINGTON POST CO CL B 93964010 49 73 SH SHARED 06 73 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 170 6554 SH SHARED 2304 4250 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 2098 80800 SH SHARED 01 80800 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 579 22300 SH SHARED 02 22300 D WASHINGTON TR BANCORP COM 94061010 466 23096 SH SHARED 370 22726 D WASHINGTON TR BANCORP COM 94061010 60 3000 SH SHARED 01 3000 D WASHINGTON TR BANCORP COM 94061010 159 7900 SH SHARED 02 7900 D WASTE CONNECTIONS INC FRNT 5/0 941053AD 17714 17750000 PRN SHARED 17750000 D WASTE CONNECTIONS INC FRNT 5/0 941053AD 13617 13645000 PRN SHARED 02 13645000 D WASTE CONNECTIONS INC COM 94105310 61 1785 SH SHARED 1785 D WASTE CONNECTIONS INC COM 94105310 1344 38969 SH SHARED 01 38969 D WASTE CONNECTIONS INC COM 94105310 731 21191 SH SHARED 02 21191 D WASTE MGMT INC DEL COM 94106L10 46095 2176378 SH SHARED 2174953 1425 D WASTE MGMT INC DEL COM 94106L10 5717 269952 SH SHARED 01 267852 2100 D WASTE MGMT INC DEL COM 94106L10 125 5940 SH SHR/OTHR 01 5070 870 D WASTE MGMT INC DEL COM 94106L10 7487 353504 SH SHARED 02 353504 D WASTE MGMT INC DEL COM 94106L10 306 14464 SH SHARED 05 14464 D WASTE MGMT INC DEL COM 94106L10 133 6280 SH SHARED 06 6280 D WASTE MGMT INC DEL COM 94106L10 216 10200 SH SHARED 07 10200 D WASTE MGMT INC DEL COM 94106L10 317 15000 SH SHARED 10 15000 D WASTE MGMT INC DEL COM 94106L10 9274 437911 SH SHR/OTHR 10 437911 D WASTE MGMT INC DEL COM 94106L10 1329 62750 SH SHARED 14 62750 D WATCHGUARD TECHNOLOGIES INC COM 94110510 372 62017 SH SHARED 62017 D WATCHGUARD TECHNOLOGIES INC COM 94110510 176 29409 SH SHARED 01 29409 D WATCHGUARD TECHNOLOGIES INC COM 94110510 97 16239 SH SHARED 02 16239 D WATCHGUARD TECHNOLOGIES INC COM 94110510 31 5300 SH SHARED 10 5300 D WATER PIK TECHNOLOGIES INC COM 94113U10 3 555 SH SHARED 555 D WATER PIK TECHNOLOGIES INC COM 94113U10 45 6500 SH SHARED 02 6500 D WATERS CORP COM 94184810 34992 1653700 SH SHARED 803491 850209 D WATERS CORP COM 94184810 291 13764 SH SHR/OTHR 13764 D WATERS CORP COM 94184810 5365 253566 SH SHARED 01 253166 400 D WATERS CORP COM 94184810 1110 52501 SH SHARED 02 52501 D WATERS CORP COM 94184810 14 675 SH SHARED 05 675 D WATERS CORP COM 94184810 24 1150 SH SHARED 06 1150 D WATERS CORP COM 94184810 9885 467200 SH SHARED 10 381200 86000 D WATERS CORP COM 94184810 7085 334849 SH SHR/OTHR 10 334849 D WATSCO INC COM 94262220 88 6503 SH SHARED 6503 D WATSCO INC COM 94262220 114 8390 SH SHARED 01 8390 D WATSCO INC COM 94262220 215 15750 SH SHARED 02 15750 D WATSON PHARMACEUTICALS INC COM 94268310 5917 205685 SH SHARED 201585 3100 1000 D WATSON PHARMACEUTICALS INC COM 94268310 9210 320137 SH SHARED 01 315837 4300 D WATSON PHARMACEUTICALS INC COM 94268310 1437 49962 SH SHARED 02 49962 D WATSON PHARMACEUTICALS INC COM 94268310 15 547 SH SHARED 05 547 D WATSON PHARMACEUTICALS INC COM 94268310 88 3080 SH SHARED 06 3080 D WATSON PHARMACEUTICALS INC COM 94268310 374 13000 SH SHARED 10 13000 D WATSON PHARMACEUTICALS INC COM 94268310 2401 83460 SH SHR/OTHR 10 83460 D WATSON WYATT & CO HLDGS CL A 94271210 118 5886 SH SHARED 5886 D WATSON WYATT & CO HLDGS CL A 94271210 196 9777 SH SHARED 01 9777 D WATSON WYATT & CO HLDGS CL A 94271210 378 18841 SH SHARED 02 18841 D WATTS INDS INC CL A 94274910 116 7476 SH SHARED 7476 D WATTS INDS INC CL A 94274910 60 3880 SH SHARED 01 3880 D WATTS INDS INC CL A 94274910 152 9764 SH SHARED 02 9764 D WAUSAU-MOSINEE PAPER CORP COM 94331510 139 13659 SH SHARED 13659 D WAUSAU-MOSINEE PAPER CORP COM 94331510 498 48880 SH SHARED 01 48880 D WAUSAU-MOSINEE PAPER CORP COM 94331510 341 33504 SH SHARED 02 33504 D WAVECOM S A SPONSORED ADR 94353110 14 1718 SH SHARED 1718 D WAVECOM S A SPONSORED ADR 94353110 1 152 SH SHARED 01 152 D WAVECOM S A SPONSORED ADR 94353110 25 3100 SH SHARED 02 3100 D WAYNE BANCORP INC OHIO COM 94429310 17 609 SH SHARED 02 609 D WAYPOINT FINL CORP COM 94675610 38 2206 SH SHARED 2206 D WAYPOINT FINL CORP COM 94675610 243 14086 SH SHARED 01 14086 D WAYPOINT FINL CORP COM 94675610 405 23448 SH SHARED 02 23448 D WAYPOINT FINL CORP COM 94675610 28 1630 SH SHARED 10 1630 D WEATHERFORD INTL INC DBCV 6/3 947074AB 68451108138000 PRN SHARED 108138000 D WEATHERFORD INTL INC DBCV 6/3 947074AB 1752 2769000 PRN SHARED 02 2769000 D WEBEX INC COM 94767L10 3522 340374 SH SHARED 215774 124600 D WEBEX INC COM 94767L10 1021 98742 SH SHARED 01 98742 D WEBEX INC COM 94767L10 145 14093 SH SHARED 02 14093 D WEBEX INC COM 94767L10 375 36300 SH SHARED 10 36300 D WEBMETHODS INC COM 94768C10 9444 1034446 SH SHARED 616246 418200 D WEBMETHODS INC COM 94768C10 283 31100 SH SHARED 01 28600 2500 D WEBMETHODS INC COM 94768C10 312 34200 SH SHARED 02 34200 D WEBMETHODS INC COM 94768C10 1122 123000 SH SHARED 05 123000 D WEBMETHODS INC COM 94768C10 752 82400 SH SHARED 10 82400 D WEBMETHODS INC COM 94768C10 1688 184900 SH SHR/OTHR 10 184900 D WEBSENSE INC COM 94768410 206 14068 SH SHARED 14068 D WEBSENSE INC COM 94768410 1246 84824 SH SHARED 01 84824 D WEBSENSE INC COM 94768410 1294 88100 SH SHARED 02 88100 D WEBSENSE INC COM 94768410 881 60000 SH SHARED 04 60000 D WEBSENSE INC COM 94768410 8 600 SH SHARED 10 600 D WEBMD CORP COM 94769M10 626 69473 SH SHARED 69473 D WEBMD CORP COM 94769M10 356 39541 SH SHARED 01 16091 23450 D WEBMD CORP COM 94769M10 179 19851 SH SHARED 02 19851 D WEBMD CORP COM 94769M10 2706 300000 SH SHARED 04 300000 D WEBMD CORP COM 94769M10 38 4300 SH SHARED 05 4300 D WEBSTER FINL CORP CONN COM 94789010 273 7800 SH SHARED 7800 D WEBSTER FINL CORP CONN COM 94789010 659 18778 SH SHARED 01 18778 D WEBSTER FINL CORP CONN COM 94789010 477 13597 SH SHARED 02 13597 D WEIGHT WATCHERS INTL INC NEW COM 94862610 10 225 SH SHARED 225 D WEIGHT WATCHERS INTL INC NEW COM 94862610 112 2434 SH SHARED 01 2434 D WEIGHT WATCHERS INTL INC NEW COM 94862610 239 5197 SH SHARED 02 1597 3600 D WEIGHT WATCHERS INTL INC NEW COM 94862610 967 21000 SH SHARED 04 21000 D WEIGHT WATCHERS INTL INC NEW COM 94862610 2497 54230 SH SHR/OTHR 10 54230 D WEINGARTEN RLTY INVS SH BEN INT 94874110 144 3686 SH SHARED 3686 D WEINGARTEN RLTY INVS SH BEN INT 94874110 211 5400 SH SHARED 01 4950 450 D WEINGARTEN RLTY INVS SH BEN INT 94874110 76 1950 SH SHR/OTHR 01 1950 D WEINGARTEN RLTY INVS SH BEN INT 94874110 169 4328 SH SHARED 02 4328 D WEIS MKTS INC COM 94884910 68 2242 SH SHARED 2242 D WEIS MKTS INC COM 94884910 293 9575 SH SHARED 01 9575 D WEIS MKTS INC COM 94884910 205 6700 SH SHARED 02 6700 D WELLCHOICE INC COM 94947510 796 37752 SH SHARED 36252 1500 D WELLCHOICE INC COM 94947510 106 5066 SH SHARED 01 5066 D WELLCHOICE INC COM 94947510 472 22400 SH SHARED 02 22400 D WELLMAN INC COM 94970210 16 1761 SH SHARED 1761 D WELLMAN INC COM 94970210 109 11700 SH SHARED 01 11700 D WELLMAN INC COM 94970210 219 23482 SH SHARED 02 23482 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 115289 1502141 SH SHARED 1019593 14105 468443 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 376 4900 SH SHR/OTHR 4900 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 11213 146109 SH SHARED 01 105189 40920 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 675 8795 SH SHR/OTHR 01 1900 6895 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 9076 118256 SH SHARED 02 118256 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 5652 73650 SH SHARED 04 73650 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 28149 366770 SH SHARED 05 366770 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 4151 54090 SH SHARED 06 54090 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 2317 30200 SH SHARED 07 30200 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 1128 14700 SH SHARED 09 14700 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 44699 582400 SH SHARED 10 62600 519800 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 47965 624954 SH SHR/OTHR 10 624954 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 187 2444 SH SHARED 14 2444 D WELLS FARGO & CO NEW COM 94974610 35 792 SH SHARED 792 D WELLS FARGO & CO NEW COM 94974610 349395 7766076 SH SHARED 6925381 840695 D WELLS FARGO & CO NEW COM 94974610 8111 180301 SH SHR/OTHR 180301 D WELLS FARGO & CO NEW COM 94974610 74597 1658091 SH SHARED 01 1260392 397699 D WELLS FARGO & CO NEW COM 94974610 12520 278296 SH SHR/OTHR 01 135608 142688 D WELLS FARGO & CO NEW COM 94974610 37909 842619 SH SHARED 02 842619 D WELLS FARGO & CO NEW COM 94974610 21667 481600 SH SHARED 03 429100 52500 D WELLS FARGO & CO NEW COM 94974610 17469 388300 SH SHARED 04 388300 D WELLS FARGO & CO NEW COM 94974610 5357 119072 SH SHARED 05 119072 D WELLS FARGO & CO NEW COM 94974610 3267 72617 SH SHARED 06 72617 D WELLS FARGO & CO NEW COM 94974610 6891 153188 SH SHARED 08 153188 D WELLS FARGO & CO NEW COM 94974610 20537 456500 SH SHARED 10 92100 314400 50000 D WELLS FARGO & CO NEW COM 94974610 66786 1484464 SH SHR/OTHR 10 1484464 D WELLS FARGO & CO NEW COM 94974610 4462 99191 SH SHARED 14 99191 D WELLSFORD REAL PPTYS INC COM NEW 95024020 881 60700 SH SHARED 60700 D WELLSFORD REAL PPTYS INC COM NEW 95024020 46 3200 SH SHARED 02 3200 D WENDYS INTL INC COM 95059010 6123 222600 SH SHARED 212700 9900 D WENDYS INTL INC COM 95059010 790 28749 SH SHARED 01 28749 D WENDYS INTL INC COM 95059010 1344 48869 SH SHARED 02 48869 D WENDYS INTL INC COM 95059010 18 686 SH SHARED 05 686 D WENDYS INTL INC COM 95059010 1792 65148 SH SHR/OTHR 10 65148 D WERNER ENTERPRISES INC COM 95075510 289 15023 SH SHARED 14663 360 D WERNER ENTERPRISES INC COM 95075510 1267 65833 SH SHARED 01 65833 D WERNER ENTERPRISES INC COM 95075510 825 42872 SH SHARED 02 42872 D WESBANCO INC COM 95081010 45 1955 SH SHARED 1955 D WESBANCO INC COM 95081010 382 16285 SH SHARED 01 16285 D WESBANCO INC COM 95081010 303 12939 SH SHARED 02 12939 D WESCO FINL CORP COM 95081710 89 300 SH SHARED 300 D WESCO FINL CORP COM 95081710 268 900 SH SHARED 01 900 D WESCO FINL CORP COM 95081710 33 114 SH SHARED 02 114 D WESCO INTL INC COM 95082P10 3 869 SH SHARED 869 D WESCO INTL INC COM 95082P10 13 3777 SH SHARED 01 3777 D WESCO INTL INC COM 95082P10 30 8600 SH SHARED 02 8600 D WEST BANCORPORATION INC CAP STK 95123P10 71 4168 SH SHR/OTHR 10 4168 D WEST COAST BANCORP ORE NEW COM 95214510 12 913 SH SHARED 913 D WEST COAST BANCORP ORE NEW COM 95214510 68 4800 SH SHARED 01 4800 D WEST COAST BANCORP ORE NEW COM 95214510 134 9500 SH SHARED 02 9500 D WEST CORP COM 95235510 146 8273 SH SHARED 8273 D WEST CORP COM 95235510 104 5887 SH SHARED 01 5887 D WEST CORP COM 95235510 83 4702 SH SHARED 02 4702 D WEST MARINE INC COM 95423510 163 9782 SH SHARED 9782 D WEST MARINE INC COM 95423510 60 3608 SH SHARED 01 3608 D WEST MARINE INC COM 95423510 105 6300 SH SHARED 02 6300 D WEST PHARMACEUTICAL SVSC INC COM 95530610 17 898 SH SHARED 898 D WEST PHARMACEUTICAL SVSC INC COM 95530610 63 3236 SH SHARED 01 3236 D WEST PHARMACEUTICAL SVSC INC COM 95530610 154 7900 SH SHARED 02 7900 D WESTAR ENERGY INC COM 95709T10 288 23783 SH SHARED 21957 1826 D WESTAR ENERGY INC COM 95709T10 14 1176 SH SHR/OTHR 1176 D WESTAR ENERGY INC COM 95709T10 354 29274 SH SHARED 01 29274 D WESTAR ENERGY INC COM 95709T10 5 420 SH SHR/OTHR 01 420 D WESTAR ENERGY INC COM 95709T10 609 50268 SH SHARED 02 50268 D WESTAMERICA BANCORPORATION COM 95709010 421 10662 SH SHARED 10662 D WESTAMERICA BANCORPORATION COM 95709010 445 11291 SH SHARED 01 11291 D WESTAMERICA BANCORPORATION COM 95709010 377 9557 SH SHARED 02 9557 D WESTBANK CORP COM 95711610 4 315 SH SHARED 315 D WESTELL TECHNOLOGIES INC CL A 95754110 23 5862 SH SHARED 02 5862 D WESTCORP INC COM 95790710 121 6556 SH SHARED 6556 D WESTCORP INC COM 95790710 57 3078 SH SHARED 01 3078 D WESTCORP INC COM 95790710 131 7100 SH SHARED 02 7100 D WESTCORP INC COM 95790710 23 1280 SH SHARED 10 1280 D WESTERN DIGITAL CORP COM 95810210 15187 1676333 SH SHARED 973033 703300 D WESTERN DIGITAL CORP COM 95810210 4338 478854 SH SHARED 01 478854 D WESTERN DIGITAL CORP COM 95810210 1233 136156 SH SHARED 02 136156 D WESTERN DIGITAL CORP COM 95810210 1579 174300 SH SHARED 10 174300 D WESTERN GAS RES INC COM 95825910 166 5100 SH SHARED 5100 D WESTERN GAS RES INC COM 95825910 5557 170726 SH SHARED 109226 3900 57600 D WESTERN GAS RES INC COM 95825910 558 17149 SH SHARED 01 17149 D WESTERN GAS RES INC COM 95825910 719 22116 SH SHARED 02 22116 D WESTERN GAS RES INC COM 95825910 6627 203610 SH SHARED 10 203610 D WESTERN GAS RES INC PFD CONV $2.625 95825930 16562 331250 SH SHARED 330250 1000 D WESTERN SIERRA BANCORP COM 95952210 14 508 SH SHARED 02 508 D WESTERN WIRELESS CORP CL A 95988E20 230 40962 SH SHARED 40962 D WESTERN WIRELESS CORP CL A 95988E20 1162 206842 SH SHARED 01 206842 D WESTERN WIRELESS CORP CL A 95988E20 211 37600 SH SHARED 02 37600 D WESTERN WIRELESS CORP CL A 95988E20 10 1900 SH SHARED 10 1900 D WESTFIELD FINANCIAL INC COM 96008D10 4 268 SH SHARED 268 D WESTFIELD FINANCIAL INC COM 96008D10 46 3000 SH SHARED 02 3000 D WESTMORELAND COAL CO COM 96087810 1 89 SH SHARED 02 89 D WESTPAC BKG CORP SPONSORED ADR 96121430 542 12010 SH SHARED 12010 D WESTPORT RES CORP NEW COM 96141810 6200 307731 SH SHARED 198231 7000 102500 D WESTPORT RES CORP NEW COM 96141810 235 11696 SH SHARED 01 11696 D WESTPORT RES CORP NEW COM 96141810 20 1000 SH SHR/OTHR 01 1000 D WESTPORT RES CORP NEW COM 96141810 316 15728 SH SHARED 02 15728 D WESTPORT RES CORP NEW COM 96141810 4801 238300 SH SHARED 10 238300 D WESTPORT RES CORP NEW PFD CONV 96141820 2476 115200 SH SHARED 115200 D WESTPORT RES CORP NEW PFD CONV 96141820 172 8000 SH SHR/OTHR 01 8000 D WESTWOOD HLDGS GROUP INC COM 96176510 10 787 SH SHARED 01 787 D WESTWOOD ONE INC COM 96181510 556 17800 SH SHARED 17800 D WESTWOOD ONE INC COM 96181510 1329 42546 SH SHARED 01 42546 D WESTWOOD ONE INC COM 96181510 918 29402 SH SHARED 02 29402 D WESTWOOD ONE INC COM 96181510 2936 94000 SH SHARED 04 94000 D WESTWOOD ONE INC COM 96181510 579 18560 SH SHR/OTHR 10 18560 D WESTWOOD ONE INC COM 96181510 31 1000 SH SHARED 14 1000 D WET SEAL INC CL A 96184010 12 1693 SH SHARED 1693 D WET SEAL INC CL A 96184010 51 7000 SH SHARED 01 7000 D WET SEAL INC CL A 96184010 136 18752 SH SHARED 02 18752 D WEYCO GROUP INC COM 96214910 16 372 SH SHARED 02 372 D WEYERHAEUSER CO COM 96216610 24504 512321 SH SHARED 436859 75462 D WEYERHAEUSER CO COM 96216610 8856 185166 SH SHARED 01 171191 13975 D WEYERHAEUSER CO COM 96216610 314 6575 SH SHR/OTHR 01 1850 4725 D WEYERHAEUSER CO COM 96216610 5503 115068 SH SHARED 02 115068 D WEYERHAEUSER CO COM 96216610 63 1337 SH SHARED 05 1337 D WEYERHAEUSER CO COM 96216610 88 1850 SH SHARED 06 1850 D WEYERHAEUSER CO COM 96216610 7031 147008 SH SHR/OTHR 10 147008 D WEYERHAEUSER CO COM 96216610 81 1700 SH SHARED 14 1700 D WHIRLPOOL CORP COM 96332010 529 10800 SH SHARED 10800 D WHIRLPOOL CORP COM 96332010 6229 127052 SH SHARED 126602 450 D WHIRLPOOL CORP COM 96332010 1907 38900 SH SHARED 01 37300 1600 D WHIRLPOOL CORP COM 96332010 1452 29634 SH SHARED 02 29634 D WHIRLPOOL CORP COM 96332010 7452 152000 SH SHARED 04 152000 D WHIRLPOOL CORP COM 96332010 245 5001 SH SHARED 05 5001 D WHIRLPOOL CORP COM 96332010 26 550 SH SHARED 06 550 D WHIRLPOOL CORP COM 96332010 2174 44346 SH SHR/OTHR 10 44346 D WHITE ELECTR DESIGNS CORP COM 96380110 7 1056 SH SHARED 1056 D WHITE ELECTR DESIGNS CORP COM 96380110 44 6516 SH SHARED 01 6516 D WHITE ELECTR DESIGNS CORP COM 96380110 71 10600 SH SHARED 02 10600 D WHITEHALL JEWELLERS INC COM 96506310 45 5303 SH SHARED 5303 D WHITEHALL JEWELLERS INC COM 96506310 18 2136 SH SHARED 01 2136 D WHITEHALL JEWELLERS INC COM 96506310 57 6800 SH SHARED 02 6800 D WHITMAN ED GROUP INC COM 96652410 629 46315 SH SHARED 01 46315 D WHITMAN ED GROUP INC COM 96652410 24 1814 SH SHARED 02 1814 D WHITNEY HLDG CORP COM 96661210 115 3375 SH SHARED 3375 D WHITNEY HLDG CORP COM 96661210 156 4574 SH SHARED 01 4574 D WHITNEY HLDG CORP COM 96661210 107 3157 SH SHARED 02 3157 D WHOLE FOODS MKT INC SDCV 3/0 966837AC 19987 32500000 PRN SHARED 32500000 D WHOLE FOODS MKT INC COM 96683710 2462 44261 SH SHARED 43861 400 D WHOLE FOODS MKT INC COM 96683710 1717 30870 SH SHARED 01 30870 D WHOLE FOODS MKT INC COM 96683710 122 2200 SH SHR/OTHR 01 2200 D WHOLE FOODS MKT INC COM 96683710 3002 53956 SH SHARED 02 53956 D WHOLE FOODS MKT INC COM 96683710 614 11050 SH SHR/OTHR 10 11050 D WILD OATS MARKETS INC COM 96808B10 651 70397 SH SHARED 70397 D WILD OATS MARKETS INC COM 96808B10 125 13526 SH SHARED 01 13526 D WILD OATS MARKETS INC COM 96808B10 128 13900 SH SHARED 02 13900 D WILEY JOHN & SONS INC CL A 96822320 511 22543 SH SHARED 1803 20740 D WILEY JOHN & SONS INC CL A 96822320 164 7249 SH SHARED 01 7249 D WILEY JOHN & SONS INC CL A 96822320 63 2800 SH SHARED 02 2800 D WILLBROS GROUP INC COM 96919910 2915 333600 SH SHARED 177000 156600 D WILLBROS GROUP INC COM 96919910 1213 138800 SH SHARED 05 138800 D WILLBROS GROUP INC COM 96919910 1740 199100 SH SHR/OTHR 10 199100 D WILLIAMS COS INC DEL COM 96945710 5045 1101700 SH SHARED 1074500 27200 D WILLIAMS COS INC DEL COM 96945710 1390 303624 SH SHARED 01 299524 4100 D WILLIAMS COS INC DEL COM 96945710 39 8600 SH SHR/OTHR 01 8600 D WILLIAMS COS INC DEL COM 96945710 3708 809792 SH SHARED 02 809792 D WILLIAMS COS INC DEL COM 96945710 20 4550 SH SHARED 06 4550 D WILLIAMS COS INC DEL COM 96945710 46592 10172944 SH SHR/OTHR 10 10172944 D WILLIAMS CLAYTON ENERGY INC COM 96949010 12 1184 SH SHARED 02 1184 D WILLIAMS SONOMA INC COM 96990410 1412 64787 SH SHARED 64787 D WILLIAMS SONOMA INC COM 96990410 2220 101861 SH SHARED 01 101861 D WILLIAMS SONOMA INC COM 96990410 355 16300 SH SHR/OTHR 01 16300 D WILLIAMS SONOMA INC COM 96990410 743 34084 SH SHARED 02 34084 D WILLIAMS SONOMA INC COM 96990410 981 45000 SH SHARED 04 45000 D WILLIAMS SONOMA INC COM 96990410 297 13650 SH SHR/OTHR 10 13650 D WILLOW GROVE BANCORP INC NEW COM 97111W10 3 236 SH SHARED 236 D WILLOW GROVE BANCORP INC NEW COM 97111W10 2 200 SH SHARED 01 200 D WILLOW GROVE BANCORP INC NEW COM 97111W10 42 2900 SH SHARED 02 2900 D WILMINGTON TRUST CORP COM 97180710 690 24822 SH SHARED 18702 6120 D WILMINGTON TRUST CORP COM 97180710 550 19800 SH SHR/OTHR 19800 D WILMINGTON TRUST CORP COM 97180710 572 20601 SH SHARED 01 20601 D WILMINGTON TRUST CORP COM 97180710 648 23322 SH SHARED 02 23322 D WILSHIRE OIL CO TEX COM 97188910 1 320 SH SHARED 320 D WILSON GREATBATCH TECHNOLOGI COM 97223210 35 1279 SH SHARED 1279 D WILSON GREATBATCH TECHNOLOGI COM 97223210 193 6900 SH SHARED 01 6900 D WILSON GREATBATCH TECHNOLOGI COM 97223210 430 15380 SH SHARED 02 15380 D WILSONS THE LEATHER EXPERTS COM 97246310 15 3867 SH SHARED 3867 D WILSONS THE LEATHER EXPERTS COM 97246310 22 5700 SH SHARED 01 5700 D WILSONS THE LEATHER EXPERTS COM 97246310 33 8500 SH SHARED 02 8500 D WILTEL COMMUNICATNS GROUP IN COM 97248710 6944 551153 SH SHARED 551153 D WILTEL COMMUNICATNS GROUP IN COM 97248710 315 25000 SH SHARED 01 25000 D WILTEL COMMUNICATNS GROUP IN COM 97248710 77 6185 SH SHARED 02 6185 D WILTEL COMMUNICATNS GROUP IN COM 97248710 202 16072 SH SHR/OTHR 10 16072 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M10 658 38000 SH SHARED 04 38000 D WIND RIVER SYSTEMS INC COM 97314910 63 21140 SH SHARED 21140 D WIND RIVER SYSTEMS INC COM 97314910 163 54784 SH SHARED 01 54784 D WIND RIVER SYSTEMS INC COM 97314910 176 59260 SH SHARED 02 59260 D WINN DIXIE STORES INC COM 97428010 4072 308034 SH SHARED 304244 3790 D WINN DIXIE STORES INC COM 97428010 189 14343 SH SHARED 01 14043 300 D WINN DIXIE STORES INC COM 97428010 753 56998 SH SHARED 02 56998 D WINN DIXIE STORES INC COM 97428010 8 652 SH SHARED 05 652 D WINN DIXIE STORES INC COM 97428010 1063 80482 SH SHR/OTHR 10 80482 D WINNEBAGO INDS INC COM 97463710 161 5946 SH SHARED 5946 D WINNEBAGO INDS INC COM 97463710 93 3449 SH SHARED 01 3449 D WINNEBAGO INDS INC COM 97463710 260 9583 SH SHARED 02 9583 D WINNEBAGO INDS INC COM 97463710 17 630 SH SHARED 10 630 D WINSTON HOTELS INC COM 97563A10 97 14699 SH SHARED 13399 1300 D WINSTON HOTELS INC COM 97563A10 16 2434 SH SHARED 01 2434 D WINSTON HOTELS INC COM 97563A10 67 10200 SH SHARED 02 10200 D WINTRUST FINANCIAL CORP COM 97650W10 4367 152725 SH SHARED 51725 101000 D WINTRUST FINANCIAL CORP COM 97650W10 1490 52100 SH SHARED 01 52100 D WINTRUST FINANCIAL CORP COM 97650W10 293 10267 SH SHARED 02 10267 D WINTRUST FINANCIAL CORP COM 97650W10 1006 35200 SH SHARED 05 35200 D WINTRUST FINANCIAL CORP COM 97650W10 23 810 SH SHARED 10 810 D WINTRUST FINANCIAL CORP COM 97650W10 1287 45000 SH SHR/OTHR 10 45000 D WIPRO LTD SPON ADR 1 SH 97651M10 56 2000 SH SHARED 2000 D WIPRO LTD SPON ADR 1 SH 97651M10 1967 70000 SH SHARED 04 70000 D WIRELESS FACILITIES INC COM 97653A10 50 8749 SH SHARED 8749 D WIRELESS FACILITIES INC COM 97653A10 71 12432 SH SHARED 01 12432 D WIRELESS FACILITIES INC COM 97653A10 81 14000 SH SHARED 02 14000 D WIRELESS HOLDRS TR DEPOSITRY RCPT 97653L20 6 200 SH SHARED 200 D WIRELESS HOLDRS TR DEPOSITRY RCPT 97653L20 667 20100 SH SHARED 02 20100 D WISCONSIN ENERGY CORP COM 97665710 746 29400 SH SHARED 26994 2406 D WISCONSIN ENERGY CORP COM 97665710 919 36216 SH SHARED 01 36216 D WISCONSIN ENERGY CORP COM 97665710 193 7620 SH SHR/OTHR 01 7620 D WISCONSIN ENERGY CORP COM 97665710 1327 52266 SH SHARED 02 52266 D WITNESS SYS INC COM 97742410 33 10421 SH SHARED 10421 D WITNESS SYS INC COM 97742410 26 8308 SH SHARED 01 8308 D WITNESS SYS INC COM 97742410 26 8300 SH SHARED 02 8300 D WOLVERINE TUBE INC COM 97809310 10 2319 SH SHARED 02 2319 D WOLVERINE WORLD WIDE INC COM 97809710 57 3410 SH SHARED 3410 D WOLVERINE WORLD WIDE INC COM 97809710 261 15619 SH SHARED 01 15619 D WOLVERINE WORLD WIDE INC COM 97809710 482 28799 SH SHARED 02 28799 D WOMEN FIRST HEALTHCARE COM 97815010 0 1023 SH SHARED 1023 D WOMEN FIRST HEALTHCARE COM 97815010 2 5000 SH SHARED 01 5000 D WOMEN FIRST HEALTHCARE COM 97815010 4 9400 SH SHARED 02 9400 D WOODHEAD INDS INC COM 97943810 43 3639 SH SHARED 639 3000 D WOODHEAD INDS INC COM 97943810 30 2567 SH SHARED 01 2567 D WOODHEAD INDS INC COM 97943810 75 6300 SH SHARED 02 6300 D WOODWARD GOVERNOR CO COM 98074510 212 6095 SH SHARED 495 5600 D WOODWARD GOVERNOR CO COM 98074510 2061 59200 SH SHARED 01 59200 D WOODWARD GOVERNOR CO COM 98074510 205 5909 SH SHARED 02 5909 D WOODWARD GOVERNOR CO COM 98074510 40 1170 SH SHARED 10 1170 D WORKFLOW MGMT INC COM 98137N10 7 3000 SH SHARED 3000 D WORLD ACCEP CORP DEL COM 98141910 6 675 SH SHARED 675 D WORLD ACCEP CORP DEL COM 98141910 19 2200 SH SHARED 01 2200 D WORLD ACCEP CORP DEL COM 98141910 59 6600 SH SHARED 02 6600 D WORLD FUEL SVCS CORP COM 98147510 61 2999 SH SHARED 2999 D WORLD FUEL SVCS CORP COM 98147510 50 2500 SH SHARED 01 2500 D WORLD FUEL SVCS CORP COM 98147510 109 5400 SH SHARED 02 5400 D WORLD WRESTLING ENTMT INC CL A 98156Q10 4 595 SH SHARED 595 D WORLD WRESTLING ENTMT INC CL A 98156Q10 129 16894 SH SHARED 01 16894 D WORLD WRESTLING ENTMT INC CL A 98156Q10 45 6000 SH SHARED 02 6000 D WORONOCO BANCORP INC COM 98163010 33 1600 SH SHARED 1600 D WORTHINGTON INDS INC COM 98181110 2379 199472 SH SHARED 199472 D WORTHINGTON INDS INC COM 98181110 660 55376 SH SHARED 01 54376 1000 D WORTHINGTON INDS INC COM 98181110 1259 105551 SH SHARED 02 105551 D WORTHINGTON INDS INC COM 98181110 590 49518 SH SHR/OTHR 10 49518 D WRIGHT MED GROUP INC COM 98235T10 25 1455 SH SHARED 1455 D WRIGHT MED GROUP INC COM 98235T10 108 6166 SH SHARED 01 6166 D WRIGHT MED GROUP INC COM 98235T10 166 9500 SH SHARED 02 9500 D WRIGLEY WM JR CO COM 98252610 49920 883541 SH SHARED 883541 D WRIGLEY WM JR CO COM 98252610 2525 44700 SH SHARED 01 35500 9200 D WRIGLEY WM JR CO COM 98252610 90 1600 SH SHR/OTHR 01 1600 D WRIGLEY WM JR CO COM 98252610 5680 100543 SH SHARED 02 100543 D WRIGLEY WM JR CO COM 98252610 59 1054 SH SHARED 05 1054 D WRIGLEY WM JR CO COM 98252610 8195 145057 SH SHR/OTHR 10 145057 D WRIGLEY WM JR CO COM 98252610 62 1100 SH SHARED 14 1100 D WYETH COM 98302410 218314 5772456 SH SHARED 4380859 42000 1349597 D WYETH COM 98302410 7969 210727 SH SHR/OTHR 210727 D WYETH COM 98302410 73485 1943023 SH SHARED 01 1868799 2500 71724 D WYETH COM 98302410 16959 448420 SH SHR/OTHR 01 266677 181743 D WYETH COM 98302410 25709 679783 SH SHARED 02 679783 D WYETH COM 98302410 737 19500 SH SHARED 03 19500 D WYETH COM 98302410 189765 5017600 SH SHARED 04 5017600 D WYETH COM 98302410 23836 630263 SH SHARED 05 630263 D WYETH COM 98302410 5316 140562 SH SHARED 06 140562 D WYETH COM 98302410 4641 122739 SH SHARED 07 122739 D WYETH COM 98302410 32010 846400 SH SHARED 10 441200 325900 79300 D WYETH COM 98302410 42652 1127784 SH SHR/OTHR 10 1127784 D WYETH COM 98302410 3013 79687 SH SHARED 14 79687 D WYNDHAM INTL INC CL A 98310110 2 10370 SH SHARED 9379 991 D WYNDHAM INTL INC CL A 98310110 5 26600 SH SHARED 01 26600 D WYNDHAM INTL INC CL A 98310110 0 536 SH SHR/OTHR 01 536 D WYNDHAM INTL INC CL A 98310110 19 90900 SH SHARED 02 90900 D WYNN RESORTS LTD COM 98313410 342 22236 SH SHARED 02 22236 D WYNN RESORTS LTD COM 98313410 9 600 SH SHR/OTHR 10 600 D XL CAP LTD DBCV 5/2 98372PAB 9855 15644000 PRN SHARED 15644000 D XL CAP LTD NOTE 9/0 98372PAD 50097 83080000 PRN SHARED 83080000 D XM SATELLITE RADIO HLDGS INC CL A 98375910 1006 170957 SH SHARED 167957 3000 D XM SATELLITE RADIO HLDGS INC CL A 98375910 124 21118 SH SHARED 01 21118 D XM SATELLITE RADIO HLDGS INC CL A 98375910 212 36000 SH SHARED 02 36000 D XTO ENERGY CORP COM 98385X10 5574 293388 SH SHARED 293388 D XTO ENERGY CORP COM 98385X10 8028 422542 SH SHARED 01 422542 D XTO ENERGY CORP COM 98385X10 133 7000 SH SHR/OTHR 01 7000 D XTO ENERGY CORP COM 98385X10 927 48800 SH SHARED 02 48800 D XTO ENERGY CORP COM 98385X10 95 5000 SH SHARED 05 5000 D X-RITE INC COM 98385710 7 912 SH SHARED 912 D X-RITE INC COM 98385710 64 7700 SH SHARED 01 7700 D X-RITE INC COM 98385710 93 11097 SH SHARED 02 11097 D XCEL ENERGY INC COM 98389B10 24438 1907762 SH SHARED 1886529 21233 D XCEL ENERGY INC COM 98389B10 33 2635 SH SHR/OTHR 2635 D XCEL ENERGY INC COM 98389B10 709 55420 SH SHARED 01 49370 6050 D XCEL ENERGY INC COM 98389B10 74 5785 SH SHR/OTHR 01 4785 1000 D XCEL ENERGY INC COM 98389B10 2276 177746 SH SHARED 02 177746 D XCEL ENERGY INC COM 98389B10 25 2015 SH SHARED 05 2015 D XCEL ENERGY INC COM 98389B10 3324 259531 SH SHR/OTHR 10 259531 D XCEL ENERGY INC COM 98389B10 38 3000 SH SHARED 14 3000 D XILINX INC COM 98391910 41151 1757881 SH SHARED 1600306 6400 151175 D XILINX INC COM 98391910 111 4750 SH SHR/OTHR 4750 D XILINX INC COM 98391910 6101 260654 SH SHARED 01 229209 31445 D XILINX INC COM 98391910 230 9867 SH SHR/OTHR 01 8550 1317 D XILINX INC COM 98391910 5792 247452 SH SHARED 02 247452 D XILINX INC COM 98391910 6086 260000 SH SHARED 04 260000 D XILINX INC COM 98391910 258 11034 SH SHARED 05 11034 D XILINX INC COM 98391910 476 20348 SH SHARED 06 20348 D XILINX INC COM 98391910 38562 1647250 SH SHARED 10 1520150 127100 D XILINX INC COM 98391910 10803 461477 SH SHR/OTHR 10 461477 D XILINX INC COM 98391910 1570 67100 SH SHARED 14 67100 D XEROX CORP SDCV 0.570% 4/2 984121BB 832 1291000 PRN SHARED 1291000 D XEROX CORP SDCV 0.570% 4/2 984121BB 99693154563000 PRN SHARED 154563000 D XEROX CORP SDCV 0.570% 4/2 984121BB 7 12000 PRN SHARED 02 12000 D XEROX CORP COM 98412110 12004 1379800 SH SHARED 1365200 14600 D XEROX CORP COM 98412110 6011 691003 SH SHARED 01 689503 1500 D XEROX CORP COM 98412110 15 1800 SH SHR/OTHR 01 1800 D XEROX CORP COM 98412110 6304 724709 SH SHARED 02 724709 D XEROX CORP COM 98412110 30 3522 SH SHARED 05 3522 D XEROX CORP COM 98412110 55 6350 SH SHARED 06 6350 D XEROX CORP COM 98412110 4200 482771 SH SHR/OTHR 10 482771 D XEROX CORP COM 98412110 49 5700 SH SHARED 14 5700 D YADKIN VY BK&TR CO ELKIN N C COM 98430810 13 907 SH SHARED 02 907 D YAHOO INC COM 98433210 4 200 SH SHARED 200 D YAHOO INC COM 98433210 43540 1812660 SH SHARED 1780400 32260 D YAHOO INC COM 98433210 6956 289628 SH SHARED 01 281848 7780 D YAHOO INC COM 98433210 8 370 SH SHR/OTHR 01 210 160 D YAHOO INC COM 98433210 11961 497967 SH SHARED 02 497967 D YAHOO INC COM 98433210 8407 350000 SH SHARED 04 350000 D YAHOO INC COM 98433210 358 14912 SH SHARED 05 14912 D YAHOO INC COM 98433210 396 16520 SH SHARED 06 16520 D YAHOO INC COM 98433210 17325 721300 SH SHARED 10 721300 D YAHOO INC COM 98433210 10175 423611 SH SHR/OTHR 10 423611 D YAHOO INC COM 98433210 86 3600 SH SHARED 14 3600 D YANKEE CANDLE INC COM 98475710 27 1630 SH SHARED 1630 D YANKEE CANDLE INC COM 98475710 157 9248 SH SHARED 01 9248 D YANKEE CANDLE INC COM 98475710 293 17253 SH SHARED 02 17253 D XICOR INC COM 98490310 5 1273 SH SHARED 1273 D XICOR INC COM 98490310 25 6300 SH SHARED 01 6300 D XICOR INC COM 98490310 51 12700 SH SHARED 02 12700 D YARDVILLE NATL BANCORP COM 98502110 6 364 SH SHARED 364 D YARDVILLE NATL BANCORP COM 98502110 44 2600 SH SHARED 01 2600 D YARDVILLE NATL BANCORP COM 98502110 78 4639 SH SHARED 02 4639 D YELLOW CORP COM 98550910 57 2385 SH SHARED 2385 D YELLOW CORP COM 98550910 356 14800 SH SHARED 01 14800 D YELLOW CORP COM 98550910 2272 94283 SH SHARED 02 63083 31200 D YORK INTL CORP NEW COM 98667010 479 22853 SH SHARED 22853 D YORK INTL CORP NEW COM 98667010 2962 141083 SH SHARED 01 141083 D YORK INTL CORP NEW COM 98667010 547 26056 SH SHARED 02 26056 D YORK INTL CORP NEW COM 98667010 589 28086 SH SHARED 06 28086 D YORK INTL CORP NEW COM 98667010 453 21600 SH SHARED 14 21600 D YOUNG & RUBICAM INC NOTE 3.000% 1/1 987425AC 9620 10000000 PRN SHARED 10000000 D YOUNG BROADCASTING INC CL A 98743410 19 1589 SH SHARED 1589 D YOUNG BROADCASTING INC CL A 98743410 64 5234 SH SHARED 01 5234 D YOUNG BROADCASTING INC CL A 98743410 106 8681 SH SHARED 02 8681 D YOUNG INNOVATIONS INC COM 98752010 20 931 SH SHARED 931 D YOUNG INNOVATIONS INC COM 98752010 57 2600 SH SHARED 02 2600 D YUM BRANDS INC COM 98849810 13561 557387 SH SHARED 543925 13462 D YUM BRANDS INC COM 98849810 61 2520 SH SHR/OTHR 2520 D YUM BRANDS INC COM 98849810 3834 157622 SH SHARED 01 156422 1200 D YUM BRANDS INC COM 98849810 357 14712 SH SHR/OTHR 01 2732 11980 D YUM BRANDS INC COM 98849810 3569 146706 SH SHARED 02 146706 D YUM BRANDS INC COM 98849810 92 3818 SH SHARED 05 3818 D YUM BRANDS INC COM 98849810 98 4046 SH SHARED 06 4046 D YUM BRANDS INC COM 98849810 513 21100 SH SHARED 07 21100 D YUM BRANDS INC COM 98849810 4308 177081 SH SHR/OTHR 10 177081 D YUM BRANDS INC COM 98849810 58 2400 SH SHARED 14 2400 D ZALE CORP NEW COM 98885810 223 6812 SH SHARED 6617 195 D ZALE CORP NEW COM 98885810 233 7125 SH SHARED 01 7125 D ZALE CORP NEW COM 98885810 23 707 SH SHR/OTHR 01 707 D ZALE CORP NEW COM 98885810 176 5404 SH SHARED 02 5404 D ZARLINK SEMICONDUCTOR INC COM 98913910 0 70 SH SHARED 70 D ZARLINK SEMICONDUCTOR INC COM 98913910 45 12800 SH SHARED 05 12800 D ZEBRA TECHNOLOGIES CORP CL A 98920710 257 4000 SH SHARED 01 4000 D ZEBRA TECHNOLOGIES CORP CL A 98920710 17 275 SH SHR/OTHR 01 275 D ZEBRA TECHNOLOGIES CORP CL A 98920710 110 1711 SH SHARED 02 1711 D ZENITH NATL INS CORP COM 98939010 295 13759 SH SHARED 13759 D ZENITH NATL INS CORP COM 98939010 70 3300 SH SHARED 01 3300 D ZENITH NATL INS CORP COM 98939010 111 5183 SH SHARED 02 5183 D ZIMMER HLDGS INC COM 98956P10 34423 707872 SH SHARED 466252 12100 229520 D ZIMMER HLDGS INC COM 98956P10 3225 66327 SH SHR/OTHR 66327 D ZIMMER HLDGS INC COM 98956P10 10551 216973 SH SHARED 01 195953 400 20620 D ZIMMER HLDGS INC COM 98956P10 13958 287041 SH SHR/OTHR 01 247891 39150 D ZIMMER HLDGS INC COM 98956P10 4614 94892 SH SHARED 02 94892 D ZIMMER HLDGS INC COM 98956P10 35 740 SH SHARED 03 740 D ZIMMER HLDGS INC COM 98956P10 580 11938 SH SHARED 05 11938 D ZIMMER HLDGS INC COM 98956P10 82 1700 SH SHARED 06 1700 D ZIMMER HLDGS INC COM 98956P10 48611 999620 SH SHARED 10 434300 565320 D ZIMMER HLDGS INC COM 98956P10 8091 166385 SH SHR/OTHR 10 166385 D ZIMMER HLDGS INC COM 98956P10 855 17596 SH SHARED 14 17596 D ZIONS BANCORPORATION COM 98970110 7159 167355 SH SHARED 167355 D ZIONS BANCORPORATION COM 98970110 4074 95245 SH SHARED 01 93845 1400 D ZIONS BANCORPORATION COM 98970110 2201 51456 SH SHARED 02 51456 D ZIONS BANCORPORATION COM 98970110 164 3856 SH SHARED 05 3856 D ZIONS BANCORPORATION COM 98970110 29 700 SH SHARED 06 700 D ZIONS BANCORPORATION COM 98970110 12696 296783 SH SHR/OTHR 10 296783 D ZIONS BANCORPORATION COM 98970110 859 20100 SH SHARED 14 20100 D ZIX CORP COM 98974P10 18 4300 SH SHARED 01 4300 D ZIX CORP COM 98974P10 8 2081 SH SHARED 02 2081 D ZORAN CORP COM 98975F10 6591 510537 SH SHARED 329537 181000 D ZORAN CORP COM 98975F10 1473 114100 SH SHARED 01 114100 D ZORAN CORP COM 98975F10 257 19979 SH SHARED 02 19979 D ZORAN CORP COM 98975F10 127 9900 SH SHARED 05 9900 D ZORAN CORP COM 98975F10 40 3150 SH SHARED 12 3150 D ZWEIG FD COM 98983410 1169 240200 SH SHARED 240200 D ZWEIG FD COM 98983410 97 20000 SH SHR/OTHR 01 20000 D ZWEIG TOTAL RETURN FD INC COM 98983710 187 33700 SH SHARED 33700 D ZYMOGENETICS INC COM 98985T10 5 596 SH SHARED 596 D ZYMOGENETICS INC COM 98985T10 56 6100 SH SHARED 02 6100 D ZYGO CORP COM 98985510 53 9373 SH SHARED 9373 D ZYGO CORP COM 98985510 27 4846 SH SHARED 01 4846 D ZYGO CORP COM 98985510 53 9400 SH SHARED 02 9400 D ZOLL MED CORP COM 98992210 79 1940 SH SHARED 1940 D ZOLL MED CORP COM 98992210 147 3600 SH SHARED 01 3600 D ZOLL MED CORP COM 98992210 212 5207 SH SHARED 02 5207 D ZOLL MED CORP COM 98992210 62 1530 SH SHARED 10 1530 D ZOMAX INC MINN COM 98992910 62 21570 SH SHARED 21570 D ZOMAX INC MINN COM 98992910 16 5756 SH SHARED 01 5756 D ZOMAX INC MINN COM 98992910 51 17800 SH SHARED 02 17800 D ZOMAX INC MINN COM 98992910 23 8220 SH SHARED 10 8220 S REPORT SUMMARY 16955 DATA RECORDS 121611547 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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